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
AAR CORP COM 000361105 5,354 143,397 SH   DFND 17 86,353 0 57,044
ACCO BRANDS CORP COM 00081T108 657 96,841 SH   DFND 17 83,520 0 13,321
ACCO BRANDS CORP COM 00081T108 38 5,588 SH   DFND 20 5,588 0 0
ACCO BRANDS CORP COM 00081T108 1,875 276,478 SH   DFND 21 141,894 0 134,584
ADT INC COM 00090Q103 18 2,990 SH   DFND 17 2,990 0 0
ADT INC COM 00090Q103 88 14,603 SH   DFND 20 14,603 0 0
ADT INC COM 00090Q103 828 137,747 SH   DFND 21 137,747 0 0
AFLAC INC COM 001055102 3,488 76,563 SH   DFND 4 76,563 0 0
AFLAC INC COM 001055102 32,403 711,226 SH   DFND 17 420,680 0 290,546
AFLAC INC COM 001055102 205 4,492 SH   DFND 20 4,492 0 0
AFLAC INC COM 001055102 113,169 2,483,963 SH   DFND 21 1,513,750 0 970,213
AFLAC INC CALL 001055902 1,198 26,300 SH Call DFND 4 26,300 0 0
AFLAC INC PUT 001055952 15,126 332,000 SH Put DFND 4 332,000 0 0
AG MTG INVT TR INC COM 001228105 1,798 112,840 SH   DFND 17 30,740 0 82,100
AG MTG INVT TR INC COM 001228105 67 4,175 SH   DFND 20 4,175 0 0
AG MTG INVT TR INC COM 001228105 1,625 102,030 SH   DFND 21 41,748 0 60,282
AGNC INVT CORP COM 00123Q104 605 34,484 SH   DFND 4 34,484 0 0
AGNC INVT CORP COM 00123Q104 9,290 529,640 SH   DFND 17 170,190 0 359,450
AGNC INVT CORP COM 00123Q104 361 20,606 SH   DFND 20 20,606 0 0
AGNC INVT CORP COM 00123Q104 32,177 1,834,496 SH   DFND 21 610,585 0 1,223,911
AES CORP COM 00130H105 451 31,187 SH   DFND 4 31,187 0 0
AES CORP COM 00130H105 2,823 195,243 SH   DFND 17 195,243 0 0
AES CORP COM 00130H105 143 9,916 SH   DFND 20 9,916 0 0
AES CORP COM 00130H105 28,953 2,002,263 SH   DFND 21 1,745,467 0 256,796
AK STL CORP NOTE 5.000%11/1 001546AP5 2,493 2,500,000 PRN   DFND 4 2,500,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 2,104 241,033 SH   DFND 17 241,033 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 10,755 1,231,917 SH   DFND 20 1,231,917 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 22,158 24,055,000 PRN   DFND 17 24,055,000 0 0
AMC NETWORKS INC CL A 00164V103 67 1,216 SH   DFND 17 1,216 0 0
AMC NETWORKS INC CL A 00164V103 1,471 26,801 SH   DFND 21 0 0 26,801
AMC ENTMT HLDGS INC CL A COM 00165C104 18 1,442 SH   DFND 17 1,442 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 593 48,317 SH   DFND 21 48,317 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,885 64,084 SH   DFND 17 61,874 0 2,210
ANGI HOMESERVICES INC COM CL A 00183L102 536 33,385 SH   DFND 17 0 0 33,385
ARC DOCUMENT SOLUTIONS INC COM 00191G103 38 18,400 SH   DFND 17 18,400 0 0
AT&T INC COM 00206R102 16,736 586,391 SH   DFND 4 586,391 0 0
AT&T INC COM 00206R102 166,034 5,817,572 SH   DFND 17 5,040,373 0 777,199
AT&T INC COM 00206R102 3,869 135,570 SH   DFND 20 135,570 0 0
AT&T INC COM 00206R102 268,714 9,415,350 SH   DFND 21 6,887,754 0 2,527,596
AT&T INC CALL 00206R902 28,001 981,100 SH Call DFND 4 981,100 0 0
AT&T INC PUT 00206R952 51,506 1,804,700 SH Put DFND 4 1,804,700 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 178 47,413 SH   DFND 17 47,413 0 0
AVX CORP NEW COM 002444107 20 1,279 SH   DFND 17 1,279 0 0
AVX CORP NEW COM 002444107 1,435 94,068 SH   DFND 21 82,034 0 12,034
AXT INC COM 00246W103 2,079 478,032 SH   DFND 17 462,074 0 15,958
AARONS INC COM PAR $0.50 002535300 140 3,323 SH   DFND 17 3,323 0 0
AARONS INC COM PAR $0.50 002535300 884 21,032 SH   DFND 21 0 0 21,032
ABBOTT LABS COM 002824100 152,073 2,102,486 SH   DFND 17 1,996,716 0 105,770
ABBOTT LABS COM 002824100 2,357 32,581 SH   DFND 20 32,581 0 0
ABBOTT LABS COM 002824100 94,058 1,300,398 SH   DFND 21 869,836 0 430,562
ABBOTT LABS CALL 002824900 4,383 60,600 SH Call DFND 4 60,600 0 0
ABBOTT LABS PUT 002824950 34,017 470,300 SH Put DFND 4 470,300 0 0
ABBVIE INC COM 00287Y109 16,435 178,277 SH   DFND 4 178,277 0 0
ABBVIE INC COM 00287Y109 197,544 2,142,929 SH   DFND 17 1,989,810 0 153,119
ABBVIE INC COM 00287Y109 15,433 167,404 SH   DFND 20 2,165 0 165,239
ABBVIE INC COM 00287Y109 229,877 2,493,513 SH   DFND 21 2,085,550 0 407,963
ABBVIE INC COM 00287Y109 1,039 11,400 SH   DFND 24 11,400 0 0
ABBVIE INC CALL 00287Y909 12,713 137,900 SH Call DFND 4 137,900 0 0
ABBVIE INC PUT 00287Y959 57,305 621,600 SH Put DFND 4 621,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 37 1,840 SH   DFND 17 1,840 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,622 80,907 SH   DFND 21 15,632 0 65,275
ABEONA THERAPEUTICS INC COM 00289Y107 761 106,628 SH   DFND 17 103,217 0 3,411
ABIOMED INC COM 003654100 2,838 8,732 SH   DFND 17 8,732 0 0
ABIOMED INC COM 003654100 250 769 SH   DFND 20 769 0 0
ABIOMED INC COM 003654100 23,375 71,915 SH   DFND 21 65,043 0 6,872
ABRAXAS PETE CORP COM 003830106 1,128 1,034,793 SH   DFND 17 1,034,793 0 0
ACADIA HEALTHCARE COMPANY IN CALL 00404A909 720 28,000 SH Call DFND 21 28,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 646 39,967 SH   DFND 17 39,967 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 224 14,300 SH   DFND 24 14,300 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 22,314 29,350,000 PRN   DFND 17 29,350,000 0 0
ACI WORLDWIDE INC COM 004498101 965 34,871 SH   DFND 17 3,126 0 31,745
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,341 4,000,000 PRN   DFND 17 4,000,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,724 165,852 SH   DFND 4 165,852 0 0
ACTIVISION BLIZZARD INC COM 00507V109 21,084 452,745 SH   DFND 17 321,490 0 131,255
ACTIVISION BLIZZARD INC COM 00507V109 602 12,934 SH   DFND 20 12,934 0 0
ACTIVISION BLIZZARD INC COM 00507V109 12,882 276,616 SH   DFND 21 276,616 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 629 13,500 SH Call DFND 4 13,500 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 11,698 251,200 SH Put DFND 4 251,200 0 0
ACUITY BRANDS INC COM 00508Y102 127 1,109 SH   DFND 17 1,109 0 0
ACUITY BRANDS INC COM 00508Y102 255 2,216 SH   DFND 21 504 0 1,712
ADDUS HOMECARE CORP COM 006739106 6,730 99,140 SH   DFND 17 97,103 0 2,037
ADESTO TECHNOLOGIES CORP COM 00687D101 511 116,078 SH   DFND 17 100,597 0 15,481
ADOBE INC COM 00724F101 1,205 5,325 SH   DFND 4 5,325 0 0
ADOBE INC COM 00724F101 273,678 1,209,857 SH   DFND 17 1,151,987 0 57,870
ADOBE INC COM 00724F101 1,964 8,682 SH   DFND 20 8,682 0 0
ADOBE INC COM 00724F101 210,364 929,828 SH   DFND 21 585,064 0 344,764
ADOBE INC CALL 00724F901 5,475 24,200 SH Call DFND 4 24,200 0 0
ADOBE INC PUT 00724F951 45,474 201,000 SH Put DFND 4 201,000 0 0
ADTRAN INC COM 00738A106 181 16,825 SH   DFND 17 16,825 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 482 3,061 SH   DFND 17 3,061 0 0
AECOM COM 00766T100 2,343 88,433 SH   DFND 17 88,433 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 17,594 20,980,000 PRN   DFND 17 20,980,000 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,565 43,358 SH   DFND 17 43,358 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 238 6,755 SH   DFND 17 6,755 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 14,714 10,315,000 PRN   DFND 17 8,125,000 0 2,190,000
ADVANCED MICRO DEVICES INC COM 007903107 8,873 480,677 SH   DFND 17 392,407 0 88,270
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 100,636 42,520,000 PRN   DFND 17 39,505,000 0 3,015,000
ADVANCED ENERGY INDS COM 007973100 99 2,312 SH   DFND 17 2,312 0 0
ADVANCED ENERGY INDS COM 007973100 180 4,200 SH   DFND 21 4,200 0 0
AEROVIRONMENT INC COM 008073108 331 4,878 SH   DFND 17 4,878 0 0
AEROVIRONMENT INC COM 008073108 444 6,527 SH   DFND 21 6,527 0 0
AFFILIATED MANAGERS GROUP COM 008252108 224 2,294 SH   DFND 17 2,294 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 75,893 1,125,010 SH   DFND 17 1,096,426 0 28,584
AGILENT TECHNOLOGIES INC COM 00846U101 18,348 271,977 SH   DFND 20 60,520 0 211,457
AGILENT TECHNOLOGIES INC COM 00846U101 116,564 1,727,892 SH   DFND 21 1,458,384 0 269,508
AGIOS PHARMACEUTICALS INC COM 00847X104 1,548 33,562 SH   DFND 17 33,562 0 0
AIR LEASE CORP CL A 00912X302 5,316 175,970 SH   DFND 17 97,334 0 78,636
AIR LEASE CORP CL A 00912X302 97 3,201 SH   DFND 20 3,201 0 0
AIR LEASE CORP CL A 00912X302 8,721 288,695 SH   DFND 21 287,134 0 1,561
AIR PRODS & CHEMS INC COM 009158106 361 2,257 SH   DFND 4 2,257 0 0
AIR PRODS & CHEMS INC COM 009158106 20,262 126,595 SH   DFND 17 126,595 0 0
AIR PRODS & CHEMS INC COM 009158106 28,921 180,701 SH   DFND 21 170,912 0 9,789
AIR PRODS & CHEMS INC COM 009158106 771 4,800 SH   DFND 24 4,800 0 0
AIR PRODS & CHEMS INC PUT 009158956 11,812 73,800 SH Put DFND 4 73,800 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,824 299,181 SH   DFND 17 157,933 0 141,248
AIR TRANSPORT SERVICES GRP I COM 00922R105 62 2,718 SH   DFND 21 2,718 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 4,367 4,675,000 PRN   DFND 17 4,675,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 19,558 320,196 SH   DFND 17 308,481 0 11,715
AKAMAI TECHNOLOGIES INC COM 00971T101 445 7,282 SH   DFND 20 7,282 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,682 60,286 SH   DFND 21 25,883 0 34,403
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 23,676 23,800,000 PRN   DFND 17 23,800,000 0 0
ALASKA AIR GROUP INC COM 011659109 392 6,442 SH   DFND 17 6,442 0 0
ALASKA AIR GROUP INC COM 011659109 3,227 53,040 SH   DFND 21 49,383 0 3,657
ALBEMARLE CORP COM 012653101 15,034 195,066 SH   DFND 17 165,991 0 29,075
ALBEMARLE CORP COM 012653101 5,685 73,768 SH   DFND 20 0 0 73,768
ALBEMARLE CORP COM 012653101 31,687 411,143 SH   DFND 21 384,834 0 26,309
ALBEMARLE CORP COM 012653101 3,530 46,000 SH   DFND 24 46,000 0 0
ALBIREO PHARMA INC COM 01345P106 908 37,018 SH   DFND 17 35,849 0 1,169
ALCOA CORP COM 013872106 1,391 52,344 SH   DFND 17 30,926 0 21,418
ALCOA CORP COM 013872106 12,041 453,015 SH   DFND 21 453,015 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 307 29,975 SH   DFND 17 29,975 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 77 7,600 SH   DFND 24 7,600 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 14,180 17,635,000 PRN   DFND 17 17,635,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 33,121 287,405 SH   DFND 4 287,405 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 761 6,606 SH   DFND 17 6,606 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,104 21,607 SH   DFND 4 21,607 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,738 89,748 SH   DFND 17 89,748 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 658 6,757 SH   DFND 21 1,897 0 4,860
ALEXION PHARMACEUTICALS INC COM 015351109 3,772 38,800 SH   DFND 24 38,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 331 3,400 SH Call DFND 4 3,400 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 8,723 89,600 SH Put DFND 4 89,600 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 405 40,319 SH   DFND 17 40,319 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,554 154,619 SH   DFND 21 154,619 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 334,868 2,442,696 SH   DFND 17 2,373,956 0 68,740
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 262,424 1,914,529 SH   DFND 20 1,660,788 0 253,741
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 34,963 255,076 SH   DFND 21 224,817 0 30,259
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,021 50,480 SH   DFND 24 50,480 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,899 13,857 SH   DFND 25 13,857 0 0
ALIGN TECHNOLOGY INC COM 016255101 105,672 504,603 SH   DFND 17 477,070 0 27,533
ALIGN TECHNOLOGY INC COM 016255101 6,340 30,271 SH   DFND 20 0 0 30,271
ALIGN TECHNOLOGY INC COM 016255101 47,914 228,782 SH   DFND 21 226,920 0 1,862
ALIGN TECHNOLOGY INC PUT 016255951 1,089 5,200 SH Put DFND 4 5,200 0 0
ALLEGHANY CORP DEL COM 017175100 245 393 SH   DFND 17 393 0 0
ALLEGHANY CORP DEL COM 017175100 588 943 SH   DFND 21 943 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,759 218,604 SH   DFND 17 127,131 0 91,473
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 29,482 17,835,000 PRN   DFND 17 16,545,000 0 1,290,000
ALLEGIANT TRAVEL CO COM 01748X102 703 7,015 SH   DFND 17 7,015 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,450 24,444 SH   DFND 21 24,444 0 0
ALLETE INC COM NEW 018522300 396 5,189 SH   DFND 17 5,189 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 308 2,055 SH   DFND 17 2,055 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 636 4,237 SH   DFND 21 4,035 0 202
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 2,772 159,875 SH   DFND 17 159,875 0 0
ALLIANT ENERGY CORP COM 018802108 422 9,983 SH   DFND 17 9,983 0 0
ALLIANT ENERGY CORP COM 018802108 2,265 53,620 SH   DFND 21 53,620 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 12,289 449,822 SH   DFND 17 449,822 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 777 17,382 SH   DFND 17 15,103 0 2,279
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,121 25,535 SH   DFND 17 25,535 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,315 166,583 SH   DFND 21 68,636 0 97,947
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 41,318 42,740,000 PRN   DFND 17 42,740,000 0 0
ALLSTATE CORP COM 020002101 3,106 37,584 SH   DFND 4 37,584 0 0
ALLSTATE CORP COM 020002101 95,290 1,153,209 SH   DFND 17 1,140,183 0 13,026
ALLSTATE CORP COM 020002101 1,168 14,140 SH   DFND 20 14,140 0 0
ALLSTATE CORP COM 020002101 73,225 886,181 SH   DFND 21 581,670 0 304,511
ALLSTATE CORP CALL 020002901 215 2,600 SH Call DFND 4 2,600 0 0
ALLSTATE CORP PUT 020002951 10,560 127,800 SH Put DFND 4 127,800 0 0
ALLY FINL INC COM 02005N100 105,938 4,675,125 SH   DFND 4 4,675,125 0 0
ALLY FINL INC COM 02005N100 12,875 568,164 SH   DFND 17 231,428 0 336,736
ALLY FINL INC COM 02005N100 310 13,672 SH   DFND 20 13,672 0 0
ALLY FINL INC COM 02005N100 32,106 1,416,875 SH   DFND 21 1,143,004 0 273,871
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 7,379 101,213 SH   DFND 17 101,213 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,281 46,600 SH   DFND 24 46,600 0 0
ALPHABET INC CAP STK CL C 02079K107 30,132 29,096 SH   DFND 4 29,096 0 0
ALPHABET INC CAP STK CL C 02079K107 164,367 158,715 SH   DFND 17 117,932 0 40,783
ALPHABET INC CAP STK CL C 02079K107 2,668 2,576 SH   DFND 20 2,576 0 0
ALPHABET INC CAP STK CL C 02079K107 208,109 200,953 SH   DFND 21 153,991 0 46,962
ALPHABET INC CAP STK CL A 02079K305 17,963 17,190 SH   DFND 4 17,190 0 0
ALPHABET INC CAP STK CL A 02079K305 666,929 638,229 SH   DFND 17 591,565 0 46,664
ALPHABET INC CAP STK CL A 02079K305 21,147 20,237 SH   DFND 20 2,471 0 17,766
ALPHABET INC CAP STK CL A 02079K305 227,020 217,252 SH   DFND 21 162,476 0 54,776
ALPHABET INC CALL 02079K905 3,030 2,900 SH Call DFND 4 2,900 0 0
ALPHABET INC CALL 02079K907 1,864 1,800 SH Call DFND 4 1,800 0 0
ALPHABET INC PUT 02079K955 108,362 103,700 SH Put DFND 4 103,700 0 0
ALPHABET INC PUT 02079K957 113,814 109,900 SH Put DFND 4 109,900 0 0
ALTERYX INC COM CL A 02156B103 2,391 40,200 SH   DFND 17 40,200 0 0
ALTERYX INC COM CL A 02156B103 2,820 47,422 SH   DFND 21 47,422 0 0
ALTICE USA INC CL A 02156K103 544 32,927 SH   DFND 21 32,927 0 0
ALTRA INDL MOTION CORP COM 02208R106 7,840 311,723 SH   DFND 17 311,723 0 0
ALTRIA GROUP INC COM 02209S103 16,784 339,835 SH   DFND 4 339,835 0 0
ALTRIA GROUP INC COM 02209S103 18,428 373,118 SH   DFND 17 358,118 0 15,000
ALTRIA GROUP INC COM 02209S103 189 3,821 SH   DFND 20 3,821 0 0
ALTRIA GROUP INC COM 02209S103 66,426 1,344,930 SH   DFND 21 1,327,700 0 17,230
ALTRIA GROUP INC CALL 02209S903 1,136 23,000 SH Call DFND 4 23,000 0 0
ALTRIA GROUP INC PUT 02209S953 28,429 575,600 SH Put DFND 4 575,600 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,517 111,433 SH   DFND 17 111,433 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,050 79,300 SH   DFND 24 79,300 0 0
AMAZON COM INC COM 023135106 24,574 16,361 SH   DFND 4 16,361 0 0
AMAZON COM INC COM 023135106 1,024,999 682,476 SH   DFND 17 599,370 0 83,106
AMAZON COM INC COM 023135106 17,815 11,861 SH   DFND 20 4,112 0 7,749
AMAZON COM INC COM 023135106 542,599 361,258 SH   DFND 21 289,886 0 71,372
AMAZON COM INC COM 023135106 4,434 3,000 SH   DFND 24 3,000 0 0
AMAZON COM INC CALL 023135906 29,439 19,600 SH Call DFND 4 19,600 0 0
AMAZON COM INC PUT 023135956 244,220 162,600 SH Put DFND 4 162,600 0 0
AMBER RD INC COM 02318Y108 3,318 403,219 SH   DFND 17 388,876 0 14,343
AMBEV SA SPONSORED ADR 02319V103 1,032 263,310 SH   DFND 21 212,738 0 50,572
AMEDISYS INC COM 023436108 2,497 21,318 SH   DFND 17 21,318 0 0
AMEDISYS INC COM 023436108 7,265 62,032 SH   DFND 21 54,388 0 7,644
AMERCO COM 023586100 63 191 SH   DFND 17 191 0 0
AMERCO COM 023586100 325 989 SH   DFND 20 989 0 0
AMERCO COM 023586100 3,433 10,464 SH   DFND 21 2,886 0 7,578
AMEREN CORP COM 023608102 12,030 184,419 SH   DFND 17 179,877 0 4,542
AMEREN CORP COM 023608102 92 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 37,696 577,894 SH   DFND 21 461,016 0 116,878
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 105 18,595 SH   DFND 17 18,595 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,607 81,188 SH   DFND 4 81,188 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 573 17,840 SH   DFND 17 17,840 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,289 40,148 SH   DFND 21 40,148 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 520 16,200 SH Call DFND 4 16,200 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 5,067 157,800 SH Put DFND 4 157,800 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 15,951 1,437,000 SH   DFND 4 1,437,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 34 3,083 SH   DFND 17 3,083 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 13,944 336,899 SH   DFND 4 336,899 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 156 3,769 SH   DFND 17 3,769 0 0
AMERICAN ELEC PWR INC COM 025537101 32,108 429,599 SH   DFND 17 312,076 0 117,523
AMERICAN ELEC PWR INC COM 025537101 1,699 22,731 SH   DFND 20 22,731 0 0
AMERICAN ELEC PWR INC COM 025537101 77,923 1,042,590 SH   DFND 21 672,715 0 369,875
AMERICAN ELEC PWR INC CALL 025537901 1,151 15,400 SH Call DFND 4 15,400 0 0
AMERICAN ELEC PWR INC PUT 025537951 10,807 144,600 SH Put DFND 4 144,600 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,283 428,506 SH   DFND 17 109,938 0 318,568
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15,376 795,461 SH   DFND 21 625,445 0 170,016
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,721 97,401 SH   DFND 17 97,401 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 358 12,828 SH   DFND 20 12,828 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 5,679 203,259 SH   DFND 21 195,799 0 7,460
AMERICAN EXPRESS CO COM 025816109 534 5,606 SH   DFND 4 5,606 0 0
AMERICAN EXPRESS CO COM 025816109 10,324 108,308 SH   DFND 17 98,391 0 9,917
AMERICAN EXPRESS CO COM 025816109 13,118 137,622 SH   DFND 20 2,718 0 134,904
AMERICAN EXPRESS CO COM 025816109 164,390 1,724,608 SH   DFND 21 1,498,978 0 225,630
AMERICAN EXPRESS CO CALL 025816909 2,316 24,300 SH Call DFND 4 24,300 0 0
AMERICAN EXPRESS CO PUT 025816959 21,066 221,000 SH Put DFND 4 221,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 35,325 390,202 SH   DFND 17 312,057 0 78,145
AMERICAN FINL GROUP INC OHIO COM 025932104 1,072 11,840 SH   DFND 20 11,840 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 37,701 416,443 SH   DFND 21 309,031 0 107,412
AMERICAN HOMES 4 RENT CL A 02665T306 3,845 193,684 SH   DFND 4 193,684 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 141 7,094 SH   DFND 17 7,094 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,678 194,830 SH   DFND 4 194,830 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,514 38,407 SH   DFND 17 38,407 0 0
AMERICAN INTL GROUP INC CALL 026874904 1,927 48,900 SH Call DFND 4 48,900 0 0
AMERICAN INTL GROUP INC PUT 026874954 10,550 267,700 SH Put DFND 4 267,700 0 0
AMERICAN NATL INS CO COM 028591105 165 1,295 SH   DFND 17 1,295 0 0
AMERICAN NATL INS CO COM 028591105 941 7,398 SH   DFND 21 2,976 0 4,422
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,261 98,077 SH   DFND 17 98,077 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 92 7,189 SH   DFND 21 7,189 0 0
AMERICAN STS WTR CO COM 029899101 134 2,001 SH   DFND 17 2,001 0 0
AMERICAN STS WTR CO COM 029899101 486 7,249 SH   DFND 21 7,249 0 0
AMERICAN TOWER CORP NEW COM 03027X100 28,494 180,124 SH   DFND 4 180,124 0 0
AMERICAN TOWER CORP NEW COM 03027X100 51,190 323,601 SH   DFND 17 284,741 0 38,860
AMERICAN TOWER CORP NEW COM 03027X100 533 3,372 SH   DFND 21 0 0 3,372
AMERICAN TOWER CORP NEW CALL 03027X900 3,069 19,400 SH Call DFND 4 19,400 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 23,159 146,400 SH Put DFND 4 146,400 0 0
AMERICAN VANGUARD CORP COM 030371108 2,840 186,937 SH   DFND 17 180,374 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 58,151 640,637 SH   DFND 17 640,637 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,561 61,262 SH   DFND 21 55,022 0 6,240
AMERICAN WTR WKS CO INC NEW COM 030420103 6,661 74,000 SH   DFND 24 74,000 0 0
AMERICAS CAR MART INC COM 03062T105 48 664 SH   DFND 17 664 0 0
AMERICAS CAR MART INC COM 03062T105 29 407 SH   DFND 20 407 0 0
AMERICAS CAR MART INC COM 03062T105 3,621 49,982 SH   DFND 21 41,790 0 8,192
AMERISOURCEBERGEN CORP COM 03073E105 3,849 51,740 SH   DFND 17 51,740 0 0
AMERISOURCEBERGEN CORP COM 03073E105 140 1,886 SH   DFND 20 1,886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 38,138 512,611 SH   DFND 21 503,776 0 8,835
AMERIPRISE FINL INC COM 03076C106 15,876 152,113 SH   DFND 17 121,152 0 30,961
AMERIPRISE FINL INC COM 03076C106 16,356 156,709 SH   DFND 21 96,828 0 59,881
AMERIS BANCORP COM 03076K108 3,433 108,386 SH   DFND 17 57,922 0 50,464
AMETEK INC NEW COM 031100100 22,363 330,324 SH   DFND 17 169,076 0 161,248
AMETEK INC NEW COM 031100100 20,803 307,288 SH   DFND 20 141,273 0 166,015
AMETEK INC NEW COM 031100100 133,241 1,968,105 SH   DFND 21 1,903,188 0 64,917
AMETEK INC NEW COM 031100100 6,317 94,672 SH   DFND 24 94,672 0 0
AMGEN INC COM 031162100 13,314 68,394 SH   DFND 4 68,394 0 0
AMGEN INC COM 031162100 167,710 861,510 SH   DFND 17 747,610 0 113,900
AMGEN INC COM 031162100 1,823 9,364 SH   DFND 20 9,364 0 0
AMGEN INC COM 031162100 156,827 805,605 SH   DFND 21 494,095 0 311,510
AMGEN INC COM 031162100 11,272 59,100 SH   DFND 24 59,100 0 0
AMGEN INC CALL 031162900 7,203 37,000 SH Call DFND 4 37,000 0 0
AMGEN INC PUT 031162950 44,210 227,100 SH Put DFND 4 227,100 0 0
AMICUS THERAPEUTICS INC COM 03152W109 298 31,065 SH   DFND 17 31,065 0 0
AMPHENOL CORP NEW CL A 032095101 81,965 1,011,736 SH   DFND 17 1,011,736 0 0
AMPHENOL CORP NEW CL A 032095101 2,755 34,000 SH   DFND 20 34,000 0 0
AMPHENOL CORP NEW CL A 032095101 70,405 868,978 SH   DFND 21 491,869 0 377,109
AMPHENOL CORP NEW PUT 032095951 381 4,700 SH Put DFND 4 4,700 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,491 125,164 SH   DFND 17 125,164 0 0
AMYRIS INC COM NEW 03236M200 2,020 604,874 SH   DFND 17 218,139 0 386,735
ANADARKO PETE CORP COM 032511107 4,303 98,153 SH   DFND 4 98,153 0 0
ANADARKO PETE CORP COM 032511107 3,386 77,241 SH   DFND 17 77,241 0 0
ANADARKO PETE CORP COM 032511107 264 6,024 SH   DFND 20 6,024 0 0
ANADARKO PETE CORP COM 032511107 755 17,221 SH   DFND 21 17,221 0 0
ANADARKO PETE CORP CALL 032511907 386 8,800 SH Call DFND 4 8,800 0 0
ANADARKO PETE CORP PUT 032511957 9,005 205,400 SH Put DFND 4 205,400 0 0
ANALOG DEVICES INC COM 032654105 664 7,737 SH   DFND 4 7,737 0 0
ANALOG DEVICES INC COM 032654105 6,426 74,871 SH   DFND 17 59,311 0 15,560
ANALOG DEVICES INC CALL 032654905 309 3,600 SH Call DFND 4 3,600 0 0
ANALOG DEVICES INC PUT 032654955 13,080 152,400 SH Put DFND 4 152,400 0 0
ANAPTYSBIO INC COM 032724106 540 8,466 SH   DFND 17 8,466 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 23,899 1,904,312 SH   DFND 21 1,904,312 0 0
ANIXTER INTL INC COM 035290105 44 814 SH   DFND 17 814 0 0
ANIXTER INTL INC COM 035290105 347 6,397 SH   DFND 21 6,397 0 0
ANNALY CAP MGMT INC COM 035710409 1,641 167,099 SH   DFND 4 167,099 0 0
ANNALY CAP MGMT INC COM 035710409 22,535 2,294,809 SH   DFND 17 1,250,692 0 1,044,117
ANNALY CAP MGMT INC COM 035710409 450 45,822 SH   DFND 20 45,822 0 0
ANNALY CAP MGMT INC COM 035710409 45,039 4,586,486 SH   DFND 21 2,821,001 0 1,765,485
ANSYS INC COM 03662Q105 511 3,578 SH   DFND 17 3,578 0 0
ANSYS INC COM 03662Q105 614 4,294 SH   DFND 21 564 0 3,730
ANTARES PHARMA INC COM 036642106 2,320 852,933 SH   DFND 17 825,525 0 27,408
ANTERO RES CORP COM 03674X106 425 45,221 SH   DFND 17 45,221 0 0
ANTERO RES CORP COM 03674X106 1,876 199,815 SH   DFND 21 185,053 0 14,762
ANTHEM INC COM 036752103 5,754 21,910 SH   DFND 4 21,910 0 0
ANTHEM INC COM 036752103 323,638 1,232,295 SH   DFND 17 1,135,939 0 96,356
ANTHEM INC COM 036752103 1,879 7,154 SH   DFND 20 7,154 0 0
ANTHEM INC COM 036752103 196,467 748,076 SH   DFND 21 488,606 0 259,470
ANTHEM INC CALL 036752903 762 2,900 SH Call DFND 4 2,900 0 0
ANTHEM INC PUT 036752953 25,134 95,700 SH Put DFND 4 95,700 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 325 80,373 SH   DFND 17 80,373 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,199 296,757 SH   DFND 21 184,385 0 112,372
APACHE CORP COM 037411105 646 24,597 SH   DFND 17 24,597 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 23,173 528,093 SH   DFND 4 528,093 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,274 29,036 SH   DFND 17 29,036 0 0
APOLLO INVT CORP COM NEW 03761U502 2,039 164,460 SH   DFND 17 67,731 0 96,729
APOLLO INVT CORP COM NEW 03761U502 5,339 430,586 SH   DFND 21 430,586 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,532 91,970 SH   DFND 17 46,225 0 45,745
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 47,015 48,900,000 PRN   DFND 17 48,900,000 0 0
APPLE INC COM 037833100 88,043 558,151 SH   DFND 4 558,151 0 0
APPLE INC COM 037833100 808,252 5,124,129 SH   DFND 17 4,555,412 0 568,717
APPLE INC COM 037833100 19,604 124,278 SH   DFND 20 49,407 0 74,871
APPLE INC COM 037833100 759,787 4,816,707 SH   DFND 21 3,564,391 0 1,252,316
APPLE INC CALL 037833900 69,579 441,100 SH Call DFND 4 441,100 0 0
APPLE INC PUT 037833950 243,819 1,545,700 SH Put DFND 4 1,545,700 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 4,925 345,358 SH   DFND 17 226,301 0 119,057
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 317 22,214 SH   DFND 20 22,214 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 6,577 461,243 SH   DFND 21 247,882 0 213,361
APPLIED INDL TECHNOLOGIES IN COM 03820C105 206 3,820 SH   DFND 17 3,820 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,762 32,657 SH   DFND 21 28,101 0 4,556
APPLIED MATLS INC COM 038222105 7,283 222,457 SH   DFND 4 222,457 0 0
APPLIED MATLS INC COM 038222105 45,694 1,395,661 SH   DFND 17 1,181,215 0 214,446
APPLIED MATLS INC COM 038222105 995 30,400 SH   DFND 20 30,400 0 0
APPLIED MATLS INC COM 038222105 19,649 600,142 SH   DFND 21 546,765 0 53,377
APPLIED MATLS INC CALL 038222905 2,832 86,500 SH Call DFND 4 86,500 0 0
APPLIED MATLS INC PUT 038222955 4,125 126,000 SH Put DFND 4 126,000 0 0
APTARGROUP INC COM 038336103 161 1,711 SH   DFND 17 1,711 0 0
APTARGROUP INC COM 038336103 365 3,878 SH   DFND 21 3,878 0 0
APPROACH RESOURCES INC COM 03834A103 11 12,737 SH   DFND 4 0 0 12,737
APPROACH RESOURCES INC COM 03834A103 1 1,280 SH   DFND 17 1,280 0 0
APPTIO INC CL A 03835C108 36 939 SH   DFND 17 939 0 0
APPTIO INC CL A 03835C108 2,904 76,500 SH   DFND 21 76,500 0 0
AQUA AMERICA INC COM 03836W103 26,349 770,664 SH   DFND 17 770,664 0 0
AQUA AMERICA INC COM 03836W103 2,893 84,610 SH   DFND 21 84,610 0 0
ARAMARK COM 03852U106 3,746 129,297 SH   DFND 17 20,801 0 108,496
ARBOR RLTY TR INC COM 038923108 383 38,053 SH   DFND 17 38,053 0 0
ARBOR RLTY TR INC COM 038923108 462 45,892 SH   DFND 20 45,892 0 0
ARBOR RLTY TR INC COM 038923108 4,302 427,184 SH   DFND 21 427,184 0 0
ARCBEST CORP COM 03937C105 24 697 SH   DFND 17 697 0 0
ARCBEST CORP COM 03937C105 112 3,268 SH   DFND 20 3,268 0 0
ARCBEST CORP COM 03937C105 2,140 62,471 SH   DFND 21 30,147 0 32,324
ARCH COAL INC CL A 039380407 663 7,992 SH   DFND 17 7,992 0 0
ARCH COAL INC CL A 039380407 5,518 66,485 SH   DFND 21 26,095 0 40,390
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 19,725 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 60,208 1,469,567 SH   DFND 17 1,469,567 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,545 62,124 SH   DFND 20 62,124 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 125,341 3,059,344 SH   DFND 21 2,232,350 0 826,994
ARCHER DANIELS MIDLAND CO COM 039483102 6,769 166,000 SH   DFND 24 166,000 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 897 21,900 SH Call DFND 4 21,900 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 7,788 190,100 SH Put DFND 4 190,100 0 0
ARCHROCK INC COM 03957W106 26 3,531 SH   DFND 17 3,531 0 0
ARCHROCK INC COM 03957W106 466 62,165 SH   DFND 21 0 0 62,165
ARCOSA INC COM 039653100 37 1,335 SH   DFND 17 1,335 0 0
ARCOSA INC COM 039653100 241 8,702 SH   DFND 21 8,702 0 0
ARCONIC INC COM 03965L100 8,936 530,000 SH   DFND 4 530,000 0 0
ARCONIC INC COM 03965L100 31,089 1,843,975 SH   DFND 17 1,843,975 0 0
ARCONIC INC COM 03965L100 303 18,000 SH   DFND 21 18,000 0 0
ARCONIC INC PUT 03965L950 303 18,000 SH Put DFND 21 18,000 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,269 58,256 SH   DFND 17 58,256 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 280 7,200 SH   DFND 24 7,200 0 0
ARGAN INC COM 04010E109 11,622 307,127 SH   DFND 17 307,127 0 0
ARES COML REAL ESTATE CORP COM 04013V108 223 17,099 SH   DFND 17 17,099 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,538 117,929 SH   DFND 21 117,929 0 0
ARGENX SE SPONSORED ADR 04016X101 1,312 13,655 SH   DFND 17 13,655 0 0
ARGENX SE SPONSORED ADR 04016X101 340 3,500 SH   DFND 24 3,500 0 0
ARISTA NETWORKS INC COM 040413106 160,064 759,677 SH   DFND 17 719,882 0 39,795
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,017 147,180 SH   DFND 17 68,599 0 78,581
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,216 303,217 SH   DFND 21 303,217 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 717 12,313 SH   DFND 17 12,313 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,635 28,080 SH   DFND 21 0 0 28,080
ARQULE INC COM 04269E107 39 14,004 SH   DFND 17 14,004 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,763 123,734 SH   DFND 17 123,734 0 0
ARRAY BIOPHARMA INC COM 04269X105 660 47,300 SH   DFND 24 47,300 0 0
ARROW ELECTRS INC COM 042735100 6,416 93,050 SH   DFND 17 79,738 0 13,312
ARROW ELECTRS INC COM 042735100 96 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 28,845 418,349 SH   DFND 21 217,514 0 200,835
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,529 203,613 SH   DFND 17 198,551 0 5,062
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 178 8,039 SH   DFND 17 1,335 0 6,704
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 67 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,314 149,895 SH   DFND 21 26,431 0 123,464
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,555 24,820 SH   DFND 17 24,820 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,138 19,000 SH   DFND 24 19,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,253 27,413 SH   DFND 17 16,933 0 10,480
ASPEN TECHNOLOGY INC COM 045327103 195 2,378 SH   DFND 20 2,378 0 0
ASPEN TECHNOLOGY INC COM 045327103 19,257 234,323 SH   DFND 21 217,611 0 16,712
ASSEMBLY BIOSCIENCES INC COM 045396108 1,081 47,808 SH   DFND 17 46,247 0 1,561
ASSOCIATED BANC CORP COM 045487105 17,869 902,956 SH   DFND 17 902,956 0 0
ASSOCIATED BANC CORP COM 045487105 270 13,620 SH   DFND 21 12,426 0 1,194
ASSURANT INC COM 04621X108 201 2,242 SH   DFND 17 2,242 0 0
ASSURANT INC COM 04621X108 185 2,065 SH   DFND 21 2,065 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 104,850 1,068,155 SH   DFND 17 1,012,450 0 55,705
ASTRAZENECA PLC SPONSORED ADR 046353108 11,619 305,922 SH   DFND 17 305,867 0 55
ASURE SOFTWARE INC COM 04649U102 1,392 274,113 SH   DFND 17 265,049 0 9,064
ATHENAHEALTH INC COM 04685W103 145 1,099 SH   DFND 17 1,099 0 0
ATHENAHEALTH INC COM 04685W103 13,360 101,265 SH   DFND 21 101,265 0 0
ATKORE INTL GROUP INC COM 047649108 244 12,318 SH   DFND 17 12,318 0 0
ATKORE INTL GROUP INC COM 047649108 41 2,044 SH   DFND 20 2,044 0 0
ATKORE INTL GROUP INC COM 047649108 7,232 364,496 SH   DFND 21 292,929 0 71,567
ATLANTIC CAP BANCSHARES INC COM 048269203 948 57,929 SH   DFND 17 50,105 0 7,824
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 265 6,275 SH   DFND 17 6,275 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 125 2,960 SH   DFND 20 2,960 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,183 99,143 SH   DFND 21 41,251 0 57,892
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 49,093 50,550,000 PRN   DFND 17 50,550,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 19,242 20,255,000 PRN   DFND 17 17,475,000 0 2,780,000
ATMOS ENERGY CORP COM 049560105 8,749 94,361 SH   DFND 17 36,261 0 58,100
ATMOS ENERGY CORP COM 049560105 27,068 291,933 SH   DFND 21 226,067 0 65,866
AUDENTES THERAPEUTICS INC COM 05070R104 1,685 79,032 SH   DFND 17 77,157 0 1,875
AUTODESK INC COM 052769106 6,298 48,973 SH   DFND 17 43,053 0 5,920
AUTODESK INC CALL 052769906 1,338 10,400 SH Call DFND 4 10,400 0 0
AUTODESK INC PUT 052769956 10,507 81,700 SH Put DFND 4 81,700 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,225 28,447 SH   DFND 17 25,547 0 2,900
AUTOHOME INC SP ADR RP CL A 05278C107 3,058 39,093 SH   DFND 21 35,137 0 3,956
AUTOLIV INC COM 052800109 204 2,905 SH   DFND 4 2,905 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 1,086 33,060 SH   DFND 17 33,060 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 394 12,800 SH   DFND 24 12,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,775 44,040 SH   DFND 4 44,040 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,826 59,683 SH   DFND 17 59,683 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 282 2,150 SH   DFND 20 2,150 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 59,119 450,876 SH   DFND 21 318,495 0 132,381
AUTOMATIC DATA PROCESSING IN CALL 053015903 590 4,500 SH Call DFND 4 4,500 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 18,383 140,200 SH Put DFND 4 140,200 0 0
AUTOZONE INC COM 053332102 731 872 SH   DFND 4 872 0 0
AUTOZONE INC COM 053332102 11,889 14,181 SH   DFND 17 13,181 0 1,000
AUTOZONE INC COM 053332102 6,361 7,588 SH   DFND 21 6,187 0 1,401
AVALONBAY CMNTYS INC COM 053484101 40,271 231,378 SH   DFND 4 231,378 0 0
AVALONBAY CMNTYS INC COM 053484101 1,207 6,933 SH   DFND 17 6,933 0 0
AVALONBAY CMNTYS INC COM 053484101 107 616 SH   DFND 21 0 0 616
AVALONBAY CMNTYS INC PUT 053484951 870 5,000 SH Put DFND 4 5,000 0 0
AVANOS MED INC COM 05350V106 5,961 133,093 SH   DFND 17 60,853 0 72,240
AVANOS MED INC COM 05350V106 471 10,515 SH   DFND 21 10,515 0 0
AVANGRID INC COM 05351W103 2,888 57,661 SH   DFND 17 50,134 0 7,527
AVANGRID INC COM 05351W103 1,325 26,457 SH   DFND 21 9,341 0 17,116
AVAYA HLDGS CORP COM 05351X101 502 34,469 SH   DFND 17 11,579 0 22,890
AVAYA HLDGS CORP COM 05351X101 65 4,481 SH   DFND 20 4,481 0 0
AVAYA HLDGS CORP COM 05351X101 9,439 648,316 SH   DFND 21 493,577 0 154,739
AVERY DENNISON CORP COM 053611109 11,006 122,515 SH   DFND 17 38,849 0 83,666
AVERY DENNISON CORP COM 053611109 352 3,916 SH   DFND 20 3,916 0 0
AVERY DENNISON CORP COM 053611109 26,118 290,744 SH   DFND 21 206,600 0 84,144
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 25,075 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP COM 053774105 13,038 580,000 SH   DFND 4 580,000 0 0
AVIS BUDGET GROUP COM 053774105 1,054 46,876 SH   DFND 17 46,876 0 0
AVIS BUDGET GROUP COM 053774105 3,441 153,050 SH   DFND 21 153,050 0 0
AVNET INC COM 053807103 1,456 40,342 SH   DFND 17 40,342 0 0
AVNET INC COM 053807103 4,355 120,641 SH   DFND 21 100,720 0 19,921
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,821 102,331 SH   DFND 17 102,331 0 0
AXA EQUITABLE HLDGS INC COM 054561105 91 5,442 SH   DFND 17 5,442 0 0
AXA EQUITABLE HLDGS INC COM 054561105 3,258 195,897 SH   DFND 21 154,170 0 41,727
AXOGEN INC COM 05463X106 4,251 208,095 SH   DFND 17 202,584 0 5,511
AXON ENTERPRISE INC COM 05464C101 5,219 119,282 SH   DFND 17 53,917 0 65,365
AXON ENTERPRISE INC COM 05464C101 106 2,433 SH   DFND 21 0 0 2,433
BB&T CORP COM 054937107 2,695 62,212 SH   DFND 4 62,212 0 0
BB&T CORP COM 054937107 2,432 56,143 SH   DFND 17 56,143 0 0
BB&T CORP COM 054937107 3,189 73,616 SH   DFND 21 34,645 0 38,971
BB&T CORP PUT 054937957 10,813 249,600 SH Put DFND 4 249,600 0 0
BCE INC COM NEW 05534B760 5,370 135,990 SH   DFND 17 130,617 0 5,373
BCE INC COM NEW 05534B760 310 7,843 SH   DFND 20 7,843 0 0
BCE INC COM NEW 05534B760 37,928 960,531 SH   DFND 21 539,477 0 421,054
BGC PARTNERS INC CL A 05541T101 3,262 630,981 SH   DFND 17 315,438 0 315,543
BGC PARTNERS INC CL A 05541T101 37 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 8,559 1,655,471 SH   DFND 21 1,223,397 0 432,074
BG STAFFING INC COM 05544A109 462 22,390 SH   DFND 17 22,390 0 0
BG STAFFING INC COM 05544A109 795 38,494 SH   DFND 21 38,494 0 0
BOK FINL CORP COM NEW 05561Q201 11,416 155,684 SH   DFND 17 155,684 0 0
BRP INC COM SUN VTG 05577W200 1,881 72,706 SH   DFND 17 72,706 0 0
BRP INC COM SUN VTG 05577W200 5,140 198,660 SH   DFND 21 123,752 0 74,908
BWX TECHNOLOGIES INC COM 05605H100 386 10,086 SH   DFND 17 10,086 0 0
BADGER METER INC COM 056525108 3,964 80,555 SH   DFND 17 80,555 0 0
BADGER METER INC COM 056525108 560 11,379 SH   DFND 21 11,379 0 0
BAIDU INC SPON ADR REP A 056752108 78,843 497,117 SH   DFND 17 483,327 0 13,790
BAIDU INC SPON ADR REP A 056752108 32,154 202,734 SH   DFND 20 162,804 0 39,930
BAIDU INC SPON ADR REP A 056752108 1,807 11,394 SH   DFND 21 11,394 0 0
BAKER HUGHES A GE CO CL A 05722G100 256 11,900 SH   DFND 4 11,900 0 0
BAKER HUGHES A GE CO CL A 05722G100 8,858 412,016 SH   DFND 17 412,016 0 0
BALCHEM CORP COM 057665200 4,615 58,897 SH   DFND 17 58,897 0 0
BALCHEM CORP COM 057665200 3,464 44,000 SH   DFND 24 44,000 0 0
BALL CORP COM 058498106 910 19,796 SH   DFND 17 19,796 0 0
BALL CORP COM 058498106 85 1,854 SH   DFND 21 1,854 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 380 38,459 SH   DFND 17 38,459 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,459 147,544 SH   DFND 21 115,160 0 32,384
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3,799 341,331 SH   DFND 17 318,131 0 23,200
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 955 85,828 SH   DFND 21 85,828 0 0
BANCORP INC DEL COM 05969A105 406 51,067 SH   DFND 17 51,067 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 643 104,390 SH   DFND 17 93,290 0 11,100
BANK AMER CORP COM 060505104 32,845 1,332,993 SH   DFND 4 1,332,993 0 0
BANK AMER CORP COM 060505104 314,531 12,765,702 SH   DFND 17 12,165,890 0 599,812
BANK AMER CORP COM 060505104 474 19,221 SH   DFND 20 19,221 0 0
BANK AMER CORP COM 060505104 196,812 7,987,499 SH   DFND 21 7,140,397 0 847,102
BANK AMER CORP 7.25%CNV PFD L 060505682 188,501 150,500 SH   DFND 17 140,435 0 10,065
BANK AMER CORP CALL 060505904 1,151 46,700 SH Call DFND 4 46,700 0 0
BANK AMER CORP PUT 060505954 62,238 2,525,900 SH Put DFND 4 2,525,900 0 0
BANK MONTREAL QUE COM 063671101 3,546 54,303 SH   DFND 17 54,303 0 0
BANK MONTREAL QUE COM 063671101 196 3,000 SH   DFND 20 3,000 0 0
BANK MONTREAL QUE COM 063671101 31,247 478,486 SH   DFND 21 436,736 0 41,750
BANK NEW YORK MELLON CORP COM 064058100 3,060 65,011 SH   DFND 4 65,011 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,023 106,703 SH   DFND 17 106,703 0 0
BANK NEW YORK MELLON CORP COM 064058100 7,953 168,960 SH   DFND 21 167,147 0 1,813
BANK NEW YORK MELLON CORP CALL 064058900 6,020 127,900 SH Call DFND 4 127,900 0 0
BANK NEW YORK MELLON CORP PUT 064058950 13,810 293,400 SH Put DFND 4 293,400 0 0
BANK N S HALIFAX COM 064149107 548 11,000 SH   DFND 4 11,000 0 0
BANK N S HALIFAX COM 064149107 2,834 56,870 SH   DFND 17 56,870 0 0
BANK N S HALIFAX COM 064149107 699 14,036 SH   DFND 20 14,036 0 0
BANK N S HALIFAX COM 064149107 19,436 390,081 SH   DFND 21 292,740 0 97,341
BANNER CORP COM NEW 06652V208 213 3,974 SH   DFND 17 3,974 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 2,122 100,000 SH   DFND 25 0 0 100,000
BARRICK GOLD CORP COM 067901108 1,282 95,000 SH   DFND 17 95,000 0 0
BARRICK GOLD CORP COM 067901108 26,465 1,961,216 SH   DFND 21 1,961,216 0 0
BARRICK GOLD CORP COM 067901108 388 30,000 SH   DFND 24 30,000 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 34 599 SH   DFND 17 599 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 610 10,654 SH   DFND 21 10,654 0 0
BASSETT FURNITURE INDS INC COM 070203104 240 11,978 SH   DFND 17 282 0 11,696
BAUSCH HEALTH COS INC COM 071734107 1,394 75,382 SH   DFND 17 75,382 0 0
BAUSCH HEALTH COS INC COM 071734107 94 5,087 SH   DFND 20 5,087 0 0
BAUSCH HEALTH COS INC COM 071734107 15,647 846,341 SH   DFND 21 757,642 0 88,699
BAXTER INTL INC COM 071813109 346 5,259 SH   DFND 4 5,259 0 0
BAXTER INTL INC COM 071813109 167,726 2,548,516 SH   DFND 17 2,531,314 0 17,202
BAXTER INTL INC COM 071813109 1,428 21,693 SH   DFND 20 21,693 0 0
BAXTER INTL INC COM 071813109 62,045 942,651 SH   DFND 21 685,314 0 257,337
BAXTER INTL INC CALL 071813909 211 3,200 SH Call DFND 4 3,200 0 0
BAXTER INTL INC PUT 071813959 8,089 122,900 SH Put DFND 4 122,900 0 0
BAYTEX ENERGY CORP COM 07317Q105 2 1,346 SH   DFND 17 1,346 0 0
BAYTEX ENERGY CORP COM 07317Q105 66 37,488 SH   DFND 21 37,488 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 8 870 SH   DFND 17 870 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 229 24,165 SH   DFND 21 24,165 0 0
BECTON DICKINSON & CO COM 075887109 122 542 SH   DFND 4 542 0 0
BECTON DICKINSON & CO COM 075887109 9,135 40,543 SH   DFND 17 35,606 0 4,937
BECTON DICKINSON & CO COM 075887109 1,678 7,449 SH   DFND 20 7,449 0 0
BECTON DICKINSON & CO COM 075887109 68,693 304,868 SH   DFND 21 174,783 0 130,085
BECTON DICKINSON & CO PFD SHS CONV A 075887208 238,378 4,133,485 SH   DFND 17 3,981,650 0 151,835
BECTON DICKINSON & CO CALL 075887909 1,577 7,000 SH Call DFND 4 7,000 0 0
BECTON DICKINSON & CO PUT 075887959 8,021 35,600 SH Put DFND 4 35,600 0 0
BED BATH & BEYOND INC COM 075896100 3,519 310,850 SH   DFND 17 40,552 0 270,298
BED BATH & BEYOND INC COM 075896100 94 8,307 SH   DFND 21 0 0 8,307
BEIGENE LTD SPONSORED ADR 07725L102 6,110 43,560 SH   DFND 17 43,560 0 0
BEIGENE LTD SPONSORED ADR 07725L102 2,259 16,500 SH   DFND 24 16,500 0 0
BENEFITFOCUS INC COM 08180D106 28 620 SH   DFND 17 620 0 0
BENEFITFOCUS INC COM 08180D106 1,041 22,768 SH   DFND 21 22,768 0 0
W R BERKLEY CORPORATION COM 084423102 194 2,619 SH   DFND 17 2,619 0 0
W R BERKLEY CORPORATION COM 084423102 5,265 71,240 SH   DFND 21 71,240 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,042 10,000 SH   DFND 4 10,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 33,041 161,822 SH   DFND 17 161,822 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 117 572 SH   DFND 20 572 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 126,223 618,193 SH   DFND 21 602,591 0 15,602
BERKSHIRE HATHAWAY INC DEL CALL 084670902 14,333 70,200 SH Call DFND 4 70,200 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 93,004 455,500 SH Put DFND 4 455,500 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 14,205 526,683 SH   DFND 17 526,683 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 42 1,554 SH   DFND 21 0 0 1,554
BERRY GLOBAL GROUP INC COM 08579W103 6,458 135,862 SH   DFND 17 135,862 0 0
BERRY GLOBAL GROUP INC COM 08579W103 620 13,200 SH   DFND 24 13,200 0 0
BERRY PETE CORP COM 08579X101 3 364 SH   DFND 17 364 0 0
BERRY PETE CORP COM 08579X101 16 1,808 SH   DFND 20 1,808 0 0
BERRY PETE CORP COM 08579X101 2,288 261,464 SH   DFND 21 209,559 0 51,905
BEST BUY INC COM 086516101 448 8,456 SH   DFND 4 8,456 0 0
BEST BUY INC COM 086516101 10,798 203,897 SH   DFND 17 191,296 0 12,601
BEST BUY INC COM 086516101 657 12,409 SH   DFND 20 12,409 0 0
BEST BUY INC COM 086516101 48,988 925,007 SH   DFND 21 774,051 0 150,956
BIG 5 SPORTING GOODS CORP COM 08915P101 381 146,955 SH   DFND 17 29,086 0 117,869
BIG LOTS INC COM 089302103 149 5,159 SH   DFND 17 1,090 0 4,069
BIG LOTS INC COM 089302103 593 20,506 SH   DFND 21 11,082 0 9,424
BIO RAD LABS INC CL A 090572207 14,420 62,096 SH   DFND 17 31,684 0 30,412
BIOCRYST PHARMACEUTICALS COM 09058V103 2,174 269,403 SH   DFND 17 261,006 0 8,397
BIOMARIN PHARMACEUTICAL INC COM 09061G101 38,063 447,012 SH   DFND 17 390,032 0 56,980
BIOMARIN PHARMACEUTICAL INC COM 09061G101 384 4,511 SH   DFND 21 0 0 4,511
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,874 58,300 SH   DFND 24 58,300 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 57,493 51,555,000 PRN   DFND 17 50,430,000 0 1,125,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 81,392 82,000,000 PRN   DFND 17 73,105,000 0 8,895,000
BIOGEN INC COM 09062X103 15,337 50,967 SH   DFND 4 50,967 0 0
BIOGEN INC COM 09062X103 110,363 366,833 SH   DFND 17 366,833 0 0
BIOGEN INC COM 09062X103 1,388 4,613 SH   DFND 20 4,613 0 0
BIOGEN INC COM 09062X103 59,729 198,487 SH   DFND 21 155,840 0 42,647
BIOGEN INC COM 09062X103 10,391 35,400 SH   DFND 24 35,400 0 0
BIOGEN INC CALL 09062X903 1,083 3,600 SH Call DFND 4 3,600 0 0
BIOGEN INC PUT 09062X953 34,636 115,100 SH Put DFND 4 115,100 0 0
BIOTELEMETRY INC COM 090672106 8,665 145,099 SH   DFND 17 141,822 0 3,277
BIOTELEMETRY INC COM 090672106 1,728 28,941 SH   DFND 21 28,941 0 0
BIO TECHNE CORP COM 09073M104 2,350 16,236 SH   DFND 17 16,236 0 0
BIO TECHNE CORP COM 09073M104 571 3,945 SH   DFND 21 3,945 0 0
BIO TECHNE CORP COM 09073M104 751 5,300 SH   DFND 24 5,300 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,991 65,864 SH   DFND 17 63,997 0 1,867
BJS RESTAURANTS INC COM 09180C106 993 19,643 SH   DFND 17 19,643 0 0
BJS RESTAURANTS INC COM 09180C106 8,537 168,808 SH   DFND 21 129,641 0 39,167
BLACK HILLS CORP COM 092113109 12,466 198,566 SH   DFND 17 198,566 0 0
BLACK KNIGHT INC COM 09215C105 1,094 24,274 SH   DFND 17 24,274 0 0
BLACK KNIGHT INC COM 09215C105 2,697 59,862 SH   DFND 21 59,862 0 0
BLACKLINE INC COM 09239B109 842 20,550 SH   DFND 17 20,550 0 0
BLACKROCK INC COM 09247X101 10,889 27,721 SH   DFND 4 27,721 0 0
BLACKROCK INC COM 09247X101 13,202 33,609 SH   DFND 17 23,192 0 10,417
BLACKROCK INC COM 09247X101 530 1,350 SH   DFND 20 1,350 0 0
BLACKROCK INC COM 09247X101 22,113 56,293 SH   DFND 21 52,790 0 3,503
BLACKROCK INC CALL 09247X901 1,257 3,200 SH Call DFND 4 3,200 0 0
BLACKROCK INC PUT 09247X951 17,755 45,200 SH Put DFND 4 45,200 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 5,127 172,000 SH   DFND 17 172,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 549 17,243 SH   DFND 17 17,243 0 0
BLOCK H & R INC COM 093671105 526 20,733 SH   DFND 4 20,733 0 0
BLOCK H & R INC COM 093671105 9,944 391,972 SH   DFND 17 108,026 0 283,946
BLOCK H & R INC COM 093671105 1,651 65,074 SH   DFND 21 65,074 0 0
BLOOM ENERGY CORP COM CL A 093712107 8,474 849,070 SH   DFND 17 723,835 0 125,235
BLOOMIN BRANDS INC COM 094235108 41 2,276 SH   DFND 17 2,276 0 0
BLOOMIN BRANDS INC COM 094235108 399 22,312 SH   DFND 21 5,170 0 17,142
BLUCORA INC COM 095229100 262 9,828 SH   DFND 17 9,828 0 0
BLUCORA INC COM 095229100 50 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 8,409 315,667 SH   DFND 21 315,667 0 0
BLUEBIRD BIO INC COM 09609G100 7,218 72,766 SH   DFND 17 58,956 0 13,810
BLUEBIRD BIO INC COM 09609G100 1,865 19,200 SH   DFND 24 19,200 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,236 22,929 SH   DFND 17 22,929 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 512 10,100 SH   DFND 24 10,100 0 0
BOEING CO COM 097023105 7,846 24,328 SH   DFND 4 24,328 0 0
BOEING CO COM 097023105 305,413 947,188 SH   DFND 17 851,441 0 95,747
BOEING CO COM 097023105 306 948 SH   DFND 20 948 0 0
BOEING CO COM 097023105 125,178 388,150 SH   DFND 21 318,792 0 69,358
BOEING CO CALL 097023905 10,675 33,100 SH Call DFND 4 33,100 0 0
BOEING CO PUT 097023955 77,723 241,000 SH Put DFND 4 241,000 0 0
BOINGO WIRELESS INC COM 09739C102 12,668 615,865 SH   DFND 17 493,009 0 122,856
BOINGO WIRELESS INC COM 09739C102 3 145 SH   DFND 21 145 0 0
BOISE CASCADE CO DEL COM 09739D100 26 1,074 SH   DFND 17 1,074 0 0
BOISE CASCADE CO DEL COM 09739D100 203 8,521 SH   DFND 21 8,521 0 0
BOOKING HLDGS INC COM 09857L108 2,210 1,283 SH   DFND 4 1,283 0 0
BOOKING HLDGS INC COM 09857L108 10,863 6,307 SH   DFND 17 4,835 0 1,472
BOOKING HLDGS INC COM 09857L108 13,843 8,037 SH   DFND 20 0 0 8,037
BOOKING HLDGS INC COM 09857L108 72,312 41,983 SH   DFND 21 40,464 0 1,519
BOOKING HLDGS INC COM 09857L108 995 580 SH   DFND 24 580 0 0
BOOKING HLDGS INC CALL 09857L908 2,239 1,300 SH Call DFND 4 1,300 0 0
BOOKING HLDGS INC PUT 09857L958 20,669 12,000 SH Put DFND 4 12,000 0 0
BOOT BARN HLDGS INC COM 099406100 1,103 64,779 SH   DFND 17 64,779 0 0
BOOT BARN HLDGS INC COM 099406100 1,136 66,732 SH   DFND 21 0 0 66,732
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 25,295 561,232 SH   DFND 17 561,232 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 64 1,430 SH   DFND 20 1,430 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 11,278 250,229 SH   DFND 21 190,744 0 59,485
BORGWARNER INC COM 099724106 646 18,598 SH   DFND 17 18,598 0 0
BORGWARNER INC COM 099724106 2,015 58,013 SH   DFND 21 47,247 0 10,766
BOSTON BEER INC CL A 100557107 2,662 11,054 SH   DFND 17 7,309 0 3,745
BOSTON BEER INC CL A 100557107 221 918 SH   DFND 20 918 0 0
BOSTON BEER INC CL A 100557107 4,250 17,645 SH   DFND 21 11,394 0 6,251
BOSTON PROPERTIES INC COM 101121101 26,560 235,981 SH   DFND 4 235,981 0 0
BOSTON PROPERTIES INC COM 101121101 749 6,652 SH   DFND 17 6,652 0 0
BOSTON SCIENTIFIC CORP COM 101137107 287,688 8,142,414 SH   DFND 17 8,128,654 0 13,760
BOSTON SCIENTIFIC CORP COM 101137107 74 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 43,309 1,225,502 SH   DFND 21 1,116,151 0 109,351
BOSTON SCIENTIFIC CORP CALL 101137907 569 16,100 SH Call DFND 4 16,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 12,616 357,000 SH Put DFND 4 357,000 0 0
BOX INC CL A 10316T104 676 40,038 SH   DFND 17 40,038 0 0
BRADY CORP CL A 104674106 861 19,809 SH   DFND 17 19,809 0 0
BRADY CORP CL A 104674106 715 16,444 SH   DFND 21 16,444 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 5,051 392,450 SH   DFND 4 392,450 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 62 4,828 SH   DFND 17 4,828 0 0
BRASKEM S A SP ADR PFD A 105532105 451 18,436 SH   DFND 17 18,436 0 0
BRIGGS & STRATTON CORP COM 109043109 15 1,136 SH   DFND 17 1,136 0 0
BRIGGS & STRATTON CORP COM 109043109 155 11,859 SH   DFND 21 11,859 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 12,729 114,217 SH   DFND 17 73,399 0 40,818
BRIGHT HORIZONS FAM SOL IN D COM 109194100 5,096 45,722 SH   DFND 21 0 0 45,722
BRIGHTCOVE INC COM 10921T101 2,497 354,695 SH   DFND 17 343,324 0 11,371
BRINKER INTL INC COM 109641100 905 20,575 SH   DFND 17 20,575 0 0
BRINKER INTL INC COM 109641100 7,613 173,101 SH   DFND 21 166,683 0 6,418
BRINKS CO COM 109696104 5,678 87,831 SH   DFND 17 51,733 0 36,098
BRISTOL MYERS SQUIBB CO COM 110122108 6,050 116,394 SH   DFND 4 116,394 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 117,737 2,265,510 SH   DFND 17 2,090,444 0 175,066
BRISTOL MYERS SQUIBB CO COM 110122108 219 4,219 SH   DFND 20 4,219 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 91,396 1,758,297 SH   DFND 21 1,355,627 0 402,670
BRISTOL MYERS SQUIBB CO CALL 110122908 14,768 284,100 SH Call DFND 4 284,100 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 29,878 574,800 SH Put DFND 4 574,800 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 5,346 13,295,000 PRN   DFND 17 13,295,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,374 43,132 SH   DFND 17 43,132 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5,738 180,092 SH   DFND 21 167,037 0 13,055
BRIXMOR PPTY GROUP INC COM 11120U105 617 42,001 SH   DFND 17 42,001 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 507 34,489 SH   DFND 20 34,489 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 12,140 826,390 SH   DFND 21 769,321 0 57,069
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,025 10,646 SH   DFND 4 10,646 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,413 97,795 SH   DFND 17 93,159 0 4,636
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,495 15,529 SH   DFND 20 15,529 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 68,480 711,479 SH   DFND 21 559,884 0 151,595
BROADCOM INC COM 11135F101 388,863 1,529,299 SH   DFND 17 1,432,434 0 96,865
BROADCOM INC COM 11135F101 1,250 4,917 SH   DFND 20 4,917 0 0
BROADCOM INC COM 11135F101 50,352 198,018 SH   DFND 21 194,129 0 3,889
BROADCOM INC CALL 11135F901 458 1,800 SH Call DFND 4 1,800 0 0
BROADCOM INC CALL 11135F901 15,765 62,000 SH Call DFND 17 62,000 0 0
BROADCOM INC PUT 11135F951 38,015 149,500 SH Put DFND 4 149,500 0 0
BROOKDALE SR LIVING INC COM 112463104 44,657 6,665,186 SH   DFND 4 6,665,186 0 0
BROOKDALE SR LIVING INC COM 112463104 34 5,112 SH   DFND 17 5,112 0 0
BROWN & BROWN INC COM 115236101 12,146 440,724 SH   DFND 17 238,390 0 202,334
BROWN FORMAN CORP CL B 115637209 489 10,281 SH   DFND 17 10,281 0 0
BRUKER CORP COM 116794108 29,003 974,234 SH   DFND 17 939,016 0 35,218
BRUKER CORP COM 116794108 361 12,142 SH   DFND 21 9,437 0 2,705
BRUNSWICK CORP COM 117043109 30,768 662,390 SH   DFND 17 662,390 0 0
B2GOLD CORP COM 11777Q209 78 26,833 SH   DFND 21 26,833 0 0
BUCKLE INC COM 118440106 839 43,385 SH   DFND 17 43,385 0 0
BUCKLE INC COM 118440106 2,777 143,586 SH   DFND 21 143,586 0 0
BURLINGTON STORES INC COM 122017106 72,588 446,228 SH   DFND 17 437,563 0 8,665
BURLINGTON STORES INC COM 122017106 4,107 25,246 SH   DFND 21 25,246 0 0
CAE INC COM 124765108 13,151 715,890 SH   DFND 17 715,890 0 0
CAE INC COM 124765108 61 3,305 SH   DFND 21 0 0 3,305
CAI INTERNATIONAL INC COM 12477X106 644 27,734 SH   DFND 17 22,465 0 5,269
CAI INTERNATIONAL INC COM 12477X106 34 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 2,987 128,570 SH   DFND 21 92,656 0 35,914
CBIZ INC COM 124805102 7,380 374,602 SH   DFND 17 171,682 0 202,920
CBIZ INC COM 124805102 24 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 2,265 114,973 SH   DFND 21 114,973 0 0
CBTX INC COM 12481V104 652 22,178 SH   DFND 17 22,178 0 0
CBTX INC COM 12481V104 535 18,181 SH   DFND 21 18,181 0 0
CBL & ASSOC PPTYS INC COM 124830100 91 47,520 SH   DFND 17 47,520 0 0
CBL & ASSOC PPTYS INC COM 124830100 468 243,523 SH   DFND 21 243,523 0 0
CBS CORP NEW CL B 124857202 240 5,500 SH   DFND 4 5,500 0 0
CBS CORP NEW CL B 124857202 3,053 69,826 SH   DFND 17 66,836 0 2,990
CBS CORP NEW PUT 124857952 1,565 35,800 SH Put DFND 4 35,800 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 26,553 271,422 SH   DFND 17 240,207 0 31,215
CBOE GLOBAL MARKETS INC COM 12503M108 5,100 52,127 SH   DFND 21 50,000 0 2,127
CBRE GROUP INC CL A 12504L109 6,513 162,657 SH   DFND 17 132,536 0 30,121
CBRE GROUP INC CL A 12504L109 858 21,431 SH   DFND 21 814 0 20,617
CDW CORP COM 12514G108 27,981 345,237 SH   DFND 17 311,967 0 33,270
CDW CORP COM 12514G108 205 2,528 SH   DFND 20 2,528 0 0
CDW CORP COM 12514G108 27,041 333,631 SH   DFND 21 304,568 0 29,063
CF INDS HLDGS INC COM 125269100 91 2,100 SH   DFND 4 2,100 0 0
CF INDS HLDGS INC COM 125269100 27,233 625,891 SH   DFND 17 557,946 0 67,945
CF INDS HLDGS INC COM 125269100 1,891 43,466 SH   DFND 21 29,502 0 13,964
CF INDS HLDGS INC COM 125269100 8,355 197,200 SH   DFND 24 197,200 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 504 5,991 SH   DFND 17 5,991 0 0
CIGNA CORP NEW COM 125523100 516 2,716 SH   DFND 4 2,716 0 0
CIGNA CORP NEW COM 125523100 23,780 125,209 SH   DFND 17 120,505 0 4,704
CIGNA CORP NEW COM 125523100 43 226 SH   DFND 20 226 0 0
CIGNA CORP NEW COM 125523100 32,914 173,304 SH   DFND 21 146,649 0 26,655
CIGNA CORP NEW CALL 125523900 1,576 8,300 SH Call DFND 4 8,300 0 0
CIGNA CORP NEW PUT 125523950 15,915 83,800 SH Put DFND 4 83,800 0 0
CIT GROUP INC COM NEW 125581801 1,008 26,331 SH   DFND 4 26,331 0 0
CIT GROUP INC COM NEW 125581801 120 3,128 SH   DFND 17 3,128 0 0
CME GROUP INC COM CL A 12572Q105 33,487 178,010 SH   DFND 17 140,679 0 37,331
CME GROUP INC COM CL A 12572Q105 29,646 157,593 SH   DFND 21 156,820 0 773
CME GROUP INC CALL 12572Q905 2,389 12,700 SH Call DFND 4 12,700 0 0
CME GROUP INC PUT 12572Q955 32,470 172,600 SH Put DFND 4 172,600 0 0
CMS ENERGY CORP COM 125896100 1,046 21,059 SH   DFND 17 21,059 0 0
CMS ENERGY CORP COM 125896100 1,525 30,715 SH   DFND 21 27,073 0 3,642
CNA FINL CORP COM 126117100 3,729 84,462 SH   DFND 17 60,766 0 23,696
CNA FINL CORP COM 126117100 216 4,899 SH   DFND 20 4,899 0 0
CNA FINL CORP COM 126117100 22,294 504,959 SH   DFND 21 420,300 0 84,659
CRA INTL INC COM 12618T105 3,610 84,844 SH   DFND 17 82,098 0 2,746
CNO FINL GROUP INC COM 12621E103 16,809 1,129,665 SH   DFND 17 1,116,643 0 13,022
CNO FINL GROUP INC COM 12621E103 4,607 309,607 SH   DFND 21 106,287 0 203,320
CSG SYS INTL INC COM 126349109 251 7,891 SH   DFND 17 2,848 0 5,043
CSG SYS INTL INC COM 126349109 2,893 91,071 SH   DFND 21 17,376 0 73,695
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 26,402 26,620,000 PRN   DFND 17 26,620,000 0 0
CSX CORP COM 126408103 634 10,200 SH   DFND 4 10,200 0 0
CSX CORP COM 126408103 3,697 59,506 SH   DFND 17 59,506 0 0
CSX CORP COM 126408103 9,868 158,821 SH   DFND 21 112,310 0 46,511
CSX CORP CALL 126408903 2,162 34,800 SH Call DFND 4 34,800 0 0
CSX CORP PUT 126408953 17,334 279,000 SH Put DFND 4 279,000 0 0
CNX RESOURCES CORPORATION COM 12653C108 66 5,812 SH   DFND 17 5,812 0 0
CNX RESOURCES CORPORATION COM 12653C108 99 8,630 SH   DFND 21 6,775 0 1,855
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 14,230 874,068 SH   DFND 17 874,068 0 0
CVS HEALTH CORP COM 126650100 6,530 99,657 SH   DFND 4 99,657 0 0
CVS HEALTH CORP COM 126650100 122,887 1,875,572 SH   DFND 17 1,758,582 0 116,990
CVS HEALTH CORP COM 126650100 742 11,332 SH   DFND 20 11,332 0 0
CVS HEALTH CORP COM 126650100 157,251 2,400,052 SH   DFND 21 1,849,546 0 550,506
CVS HEALTH CORP CALL 126650900 819 12,500 SH Call DFND 4 12,500 0 0
CVS HEALTH CORP PUT 126650950 24,577 375,100 SH Put DFND 4 375,100 0 0
CABOT CORP COM 127055101 16,264 378,760 SH   DFND 17 378,760 0 0
CABOT CORP COM 127055101 484 11,271 SH   DFND 21 11,271 0 0
CABOT OIL & GAS CORP COM 127097103 3,732 166,973 SH   DFND 17 166,973 0 0
CABOT OIL & GAS CORP COM 127097103 44 1,954 SH   DFND 21 1,954 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 4,583 48,065 SH   DFND 17 38,369 0 9,696
CABOT MICROELECTRONICS CORP COM 12709P103 15,455 162,083 SH   DFND 21 112,597 0 49,486
CACI INTL INC CL A 127190304 5,138 35,670 SH   DFND 17 14,608 0 21,062
CACI INTL INC CL A 127190304 4,534 31,478 SH   DFND 21 31,478 0 0
CACTUS INC CL A 127203107 172 6,272 SH   DFND 17 6,272 0 0
CACTUS INC CL A 127203107 167 6,086 SH   DFND 21 6,086 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 61,927 1,424,268 SH   DFND 17 1,424,268 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,292 144,716 SH   DFND 21 3,560 0 141,156
CADENCE BANCORPORATION CL A 12739A100 1,918 114,292 SH   DFND 17 114,292 0 0
CADENCE BANCORPORATION CL A 12739A100 1,485 88,502 SH   DFND 20 88,502 0 0
CADENCE BANCORPORATION CL A 12739A100 32,092 1,912,519 SH   DFND 21 1,529,196 0 383,323
CAESARS ENTMT CORP COM 127686103 261,547 38,519,394 SH   DFND 4 38,519,394 0 0
CAESARS ENTMT CORP COM 127686103 113 16,590 SH   DFND 17 16,590 0 0
CAESARS ENTMT CORP COM 127686103 238 35,000 SH   DFND 21 35,000 0 0
CAESARS ENTMT CORP CALL 127686903 238 35,000 SH Call DFND 21 35,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 100,936 81,153,179 PRN   DFND 4 81,153,179 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 132,957 108,855,000 PRN   DFND 17 104,870,000 0 3,985,000
CALAVO GROWERS INC COM 128246105 13,151 180,244 SH   DFND 17 127,633 0 52,611
CALAVO GROWERS INC COM 128246105 3,745 51,221 SH   DFND 24 51,221 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 7,668 450,000 SH   DFND 4 450,000 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 39 2,309 SH   DFND 17 2,309 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 9,037 189,608 SH   DFND 17 189,608 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 1,243 26,091 SH   DFND 21 26,091 0 0
CALLAWAY GOLF CO COM 131193104 4,766 311,523 SH   DFND 17 175,975 0 135,548
CALLAWAY GOLF CO COM 131193104 108 7,090 SH   DFND 21 0 0 7,090
CALLON PETE CO DEL COM 13123X102 8,307 1,280,000 SH   DFND 4 1,280,000 0 0
CALLON PETE CO DEL COM 13123X102 4,955 763,462 SH   DFND 17 407,744 0 355,718
CAMDEN PPTY TR SH BEN INT 133131102 15,895 180,520 SH   DFND 4 180,520 0 0
CAMDEN PPTY TR SH BEN INT 133131102 216 2,451 SH   DFND 17 2,451 0 0
CAMECO CORP COM 13321L108 8,267 729,394 SH   DFND 21 729,394 0 0
CAMPBELL SOUP CO COM 134429109 260 7,884 SH   DFND 17 7,884 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 945 12,700 SH   DFND 4 12,700 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,840 91,870 SH   DFND 17 77,648 0 14,222
CDN IMPERIAL BK COMM TORONTO COM 136069101 622 8,351 SH   DFND 20 8,351 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 65,375 878,127 SH   DFND 21 487,358 0 390,769
CANADIAN NATL RY CO COM 136375102 8,340 112,657 SH   DFND 17 112,657 0 0
CANADIAN NATL RY CO COM 136375102 13,404 181,066 SH   DFND 21 79,277 0 101,789
CANADIAN NAT RES LTD COM 136385101 654 27,112 SH   DFND 17 27,112 0 0
CANADIAN NAT RES LTD COM 136385101 5,488 227,533 SH   DFND 21 167,936 0 59,597
CANADIAN PAC RY LTD COM 13645T100 7,878 44,420 SH   DFND 17 44,420 0 0
CANADIAN PAC RY LTD COM 13645T100 1,155 6,512 SH   DFND 21 1,335 0 5,177
CANNAE HLDGS INC COM 13765N107 919 53,689 SH   DFND 17 8,103 0 45,586
CANOPY GROWTH CORP COM 138035100 4,130 154,071 SH   DFND 17 154,071 0 0
CANOPY GROWTH CORP COM 138035100 3,456 126,500 SH   DFND 24 126,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,787 76,552 SH   DFND 4 76,552 0 0
CAPITAL ONE FINL CORP COM 14040H105 9,567 126,569 SH   DFND 17 118,283 0 8,286
CAPITAL ONE FINL CORP COM 14040H105 679 8,985 SH   DFND 20 8,985 0 0
CAPITAL ONE FINL CORP COM 14040H105 76,256 1,008,811 SH   DFND 21 747,754 0 261,057
CAPITAL ONE FINL CORP CALL 14040H905 862 11,400 SH Call DFND 4 11,400 0 0
CAPITAL ONE FINL CORP PUT 14040H955 11,966 158,300 SH Put DFND 4 158,300 0 0
CAPITOL FED FINL INC COM 14057J101 401 31,368 SH   DFND 17 31,368 0 0
CARA THERAPEUTICS INC COM 140755109 1,518 116,801 SH   DFND 17 113,573 0 3,228
CARA THERAPEUTICS INC COM 140755109 89 7,000 SH   DFND 24 7,000 0 0
CARBON BLACK INC COM 14081R103 2,262 168,537 SH   DFND 17 168,537 0 0
CARBONITE INC COM 141337105 5,152 203,962 SH   DFND 17 198,682 0 5,280
CARDINAL HEALTH INC COM 14149Y108 1,691 37,907 SH   DFND 4 37,907 0 0
CARDINAL HEALTH INC COM 14149Y108 3,024 67,805 SH   DFND 17 67,805 0 0
CARDINAL HEALTH INC COM 14149Y108 112 2,512 SH   DFND 20 2,512 0 0
CARDINAL HEALTH INC COM 14149Y108 19,434 435,744 SH   DFND 21 432,912 0 2,832
CARDINAL HEALTH INC CALL 14149Y908 459 10,300 SH Call DFND 4 10,300 0 0
CARDINAL HEALTH INC PUT 14149Y958 4,340 97,300 SH Put DFND 4 97,300 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 21,351 23,000,000 PRN   DFND 17 23,000,000 0 0
CARDLYTICS INC COM 14161W105 1,980 182,840 SH   DFND 17 178,274 0 4,566
CARE COM INC COM 141633107 2,738 141,803 SH   DFND 17 64,548 0 77,255
CAREDX INC COM 14167L103 3,830 152,354 SH   DFND 17 16,034 0 136,320
CAREDX INC COM 14167L103 212 8,415 SH   DFND 21 8,415 0 0
CARETRUST REIT INC COM 14174T107 40 2,178 SH   DFND 17 2,178 0 0
CARETRUST REIT INC COM 14174T107 181 9,827 SH   DFND 21 9,827 0 0
CARMAX INC COM 143130102 480 7,649 SH   DFND 17 7,649 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,308 148,238 SH   DFND 4 148,238 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 5,900 119,668 SH   DFND 17 119,668 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 31,822 645,473 SH   DFND 21 183,787 0 461,686
CARNIVAL CORP CALL 143658900 518 10,500 SH Call DFND 4 10,500 0 0
CARNIVAL CORP PUT 143658950 6,882 139,600 SH Put DFND 4 139,600 0 0
CARNIVAL PLC ADR 14365C103 3,341 68,566 SH   DFND 17 68,566 0 0
CAROLINA FINL CORP NEW COM 143873107 2,245 75,855 SH   DFND 17 75,855 0 0
CARRIAGE SVCS INC COM 143905107 2,250 145,191 SH   DFND 17 140,558 0 4,633
CARPENTER TECHNOLOGY CORP COM 144285103 46 1,279 SH   DFND 17 1,279 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 201 5,638 SH   DFND 21 5,638 0 0
CARRIZO OIL & GAS INC COM 144577103 27 2,426 SH   DFND 17 2,426 0 0
CARRIZO OIL & GAS INC COM 144577103 367 32,475 SH   DFND 21 32,475 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,406 346,144 SH   DFND 17 333,952 0 12,192
CARTERS INC COM 146229109 21,605 264,701 SH   DFND 17 227,681 0 37,020
CASELLA WASTE SYS INC CL A 147448104 962 33,779 SH   DFND 17 1,099 0 32,680
CASEYS GEN STORES INC COM 147528103 206 1,610 SH   DFND 17 1,610 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 5 2,162 SH   DFND 17 2,162 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 277 127,469 SH   DFND 21 127,469 0 0
CATALENT INC COM 148806102 11,881 381,033 SH   DFND 17 300,194 0 80,839
CATASYS INC COM PAR 149049504 299 31,950 SH   DFND 17 27,618 0 4,332
CATERPILLAR INC DEL COM 149123101 14,272 112,315 SH   DFND 4 112,315 0 0
CATERPILLAR INC DEL COM 149123101 262,479 2,065,873 SH   DFND 17 2,060,656 0 5,217
CATERPILLAR INC DEL COM 149123101 49,237 387,482 SH   DFND 21 327,427 0 60,055
CATERPILLAR INC DEL CALL 149123901 3,075 24,200 SH Call DFND 4 24,200 0 0
CATERPILLAR INC DEL PUT 149123951 27,523 216,600 SH Put DFND 4 216,600 0 0
CATO CORP NEW CL A 149205106 629 44,098 SH   DFND 17 28,693 0 15,405
CELANESE CORP DEL COM 150870103 55,295 614,595 SH   DFND 17 612,398 0 2,197
CELANESE CORP DEL COM 150870103 442 4,908 SH   DFND 20 4,908 0 0
CELANESE CORP DEL COM 150870103 15,363 170,756 SH   DFND 21 151,786 0 18,970
CELESTICA INC SUB VTG SHS 15101Q108 179 20,449 SH   DFND 20 20,449 0 0
CELESTICA INC SUB VTG SHS 15101Q108 668 76,295 SH   DFND 21 76,295 0 0
CELGENE CORP COM 151020104 15,483 241,576 SH   DFND 4 241,576 0 0
CELGENE CORP COM 151020104 17,545 273,756 SH   DFND 17 271,241 0 2,515
CELGENE CORP COM 151020104 3,768 58,787 SH   DFND 20 0 0 58,787
CELGENE CORP COM 151020104 35,861 559,538 SH   DFND 21 495,580 0 63,958
CELGENE CORP CALL 151020904 9,754 152,200 SH Call DFND 4 152,200 0 0
CELGENE CORP PUT 151020954 18,009 281,000 SH Put DFND 4 281,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 22,425 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 6,005 52,085 SH   DFND 17 52,085 0 0
CENTENE CORP DEL COM 15135B101 553 4,796 SH   DFND 20 4,796 0 0
CENTENE CORP DEL COM 15135B101 39,233 340,270 SH   DFND 21 182,173 0 158,097
CENTENE CORP DEL PUT 15135B951 957 8,300 SH Put DFND 4 8,300 0 0
CENOVUS ENERGY INC COM 15135U109 2,921 415,536 SH   DFND 21 415,536 0 0
CENTERPOINT ENERGY INC COM 15189T107 22,882 810,554 SH   DFND 17 457,293 0 353,261
CENTERPOINT ENERGY INC COM 15189T107 1,176 41,659 SH   DFND 20 41,659 0 0
CENTERPOINT ENERGY INC COM 15189T107 70,959 2,513,608 SH   DFND 21 2,084,893 0 428,715
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 494 980,000 SH   DFND 17 980,000 0 0
CENTERSTATE BK CORP COM 15201P109 18,861 896,416 SH   DFND 17 810,208 0 86,208
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 593 18,963 SH   DFND 17 9,816 0 9,147
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 276 8,830 SH   DFND 21 6,690 0 2,140
CENTURY CASINOS INC COM 156492100 3,016 408,180 SH   DFND 17 394,886 0 13,294
CENTURYLINK INC COM 156700106 4,705 310,541 SH   DFND 17 209,481 0 101,060
CENTURYLINK INC COM 156700106 15,233 1,005,473 SH   DFND 21 1,003,525 0 1,948
CERIDIAN HCM HLDG INC COM 15677J108 5,624 163,064 SH   DFND 17 130,279 0 32,785
CERNER CORP COM 156782104 4 68 SH   DFND 4 68 0 0
CERNER CORP COM 156782104 724 13,801 SH   DFND 17 13,801 0 0
CERNER CORP CALL 156782904 220 4,200 SH Call DFND 4 4,200 0 0
CERNER CORP PUT 156782954 2,239 42,700 SH Put DFND 4 42,700 0 0
CERUS CORP COM 157085101 2,077 409,718 SH   DFND 17 409,718 0 0
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 506 64,734 SH   DFND 17 56,077 0 8,657
CHARLES RIV LABS INTL INC COM 159864107 11,075 97,856 SH   DFND 17 57,501 0 40,355
CHARLES RIV LABS INTL INC COM 159864107 44 388 SH   DFND 20 388 0 0
CHARLES RIV LABS INTL INC COM 159864107 8,907 78,700 SH   DFND 21 54,217 0 24,483
CHART INDS INC COM PAR $0.01 16115Q308 12,735 195,839 SH   DFND 17 115,757 0 80,082
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,473 36,750 SH   DFND 4 36,750 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,566 9,004 SH   DFND 17 9,004 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 172 603 SH   DFND 21 0 0 603
CHARTER COMMUNICATIONS INC N CALL 16119P908 1,111 3,900 SH Call DFND 4 3,900 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 25,818 90,600 SH Put DFND 4 90,600 0 0
CHATHAM LODGING TR COM 16208T102 1,080 61,078 SH   DFND 17 55,526 0 5,552
CHATHAM LODGING TR COM 16208T102 1,738 98,283 SH   DFND 21 8,925 0 89,358
CHEFS WHSE INC COM 163086101 19 597 SH   DFND 17 597 0 0
CHEFS WHSE INC COM 163086101 351 10,967 SH   DFND 21 10,967 0 0
CHEGG INC COM 163092109 1,696 59,677 SH   DFND 17 59,677 0 0
CHEGG INC COM 163092109 3 97 SH   DFND 21 97 0 0
CHEMED CORP NEW COM 16359R103 2,047 7,225 SH   DFND 17 7,225 0 0
CHEMED CORP NEW COM 16359R103 9,712 34,284 SH   DFND 21 32,140 0 2,144
CHEMICAL FINL CORP COM 163731102 72 1,977 SH   DFND 17 1,977 0 0
CHEMICAL FINL CORP COM 163731102 1,872 51,135 SH   DFND 21 0 0 51,135
CHEMOURS CO COM 163851108 62,373 2,210,589 SH   DFND 17 2,133,260 0 77,329
CHENIERE ENERGY INC COM NEW 16411R208 15,464 261,264 SH   DFND 4 234,264 0 27,000
CHENIERE ENERGY INC COM NEW 16411R208 637 10,756 SH   DFND 17 10,756 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,412 23,859 SH   DFND 21 23,859 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 143,418 206,135,000 PRN   DFND 17 195,555,000 0 10,580,000
CHESAPEAKE ENERGY CORP COM 165167107 15,013 7,149,278 SH   DFND 17 7,149,278 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 140,576 173,550,000 PRN   DFND 17 166,575,000 0 6,975,000
CHESAPEAKE LODGING TR SH BEN INT 165240102 40 1,630 SH   DFND 17 1,630 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,600 106,756 SH   DFND 21 68,362 0 38,394
CHEVRON CORP NEW COM 166764100 16,078 147,786 SH   DFND 4 147,786 0 0
CHEVRON CORP NEW COM 166764100 77,707 714,282 SH   DFND 17 651,699 0 62,583
CHEVRON CORP NEW COM 166764100 2,875 26,426 SH   DFND 20 26,426 0 0
CHEVRON CORP NEW COM 166764100 173,538 1,595,162 SH   DFND 21 1,260,356 0 334,806
CHEVRON CORP NEW COM 166764100 2,282 21,000 SH   DFND 24 21,000 0 0
CHEVRON CORP NEW CALL 166764900 2,480 22,800 SH Call DFND 4 22,800 0 0
CHEVRON CORP NEW PUT 166764950 62,304 572,700 SH Put DFND 4 572,700 0 0
CHICOS FAS INC COM 168615102 2,568 456,933 SH   DFND 17 58,011 0 398,922
CHICOS FAS INC COM 168615102 1,097 195,147 SH   DFND 21 195,147 0 0
CHILDRENS PL INC COM 168905107 2,438 27,065 SH   DFND 17 15,003 0 12,062
CHIMERA INVT CORP COM NEW 16934Q208 6,948 389,919 SH   DFND 17 103,507 0 286,412
CHIMERA INVT CORP COM NEW 16934Q208 302 16,932 SH   DFND 20 16,932 0 0
CHIMERA INVT CORP COM NEW 16934Q208 5,060 283,944 SH   DFND 21 267,185 0 16,759
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,173 45,268 SH   DFND 17 45,268 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,002 83,381 SH   DFND 21 83,381 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 626 8,863 SH   DFND 17 8,863 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,949 16,094 SH   DFND 17 13,024 0 3,070
CHURCH & DWIGHT INC COM 171340102 689 10,477 SH   DFND 17 10,477 0 0
CHURCH & DWIGHT INC COM 171340102 887 13,489 SH   DFND 20 13,489 0 0
CHURCH & DWIGHT INC COM 171340102 3,496 53,169 SH   DFND 21 46,169 0 7,000
CHURCHILL DOWNS INC COM 171484108 13,566 55,610 SH   DFND 17 31,296 0 24,314
CHURCHILL DOWNS INC COM 171484108 746 3,058 SH   DFND 21 3,058 0 0
CIENA CORP COM NEW 171779309 189 5,563 SH   DFND 17 5,563 0 0
CIENA CORP COM NEW 171779309 8,824 260,228 SH   DFND 21 260,228 0 0
CIMAREX ENERGY CO COM 171798101 253 4,111 SH   DFND 17 4,111 0 0
CINCINNATI FINL CORP COM 172062101 666 8,600 SH   DFND 4 8,600 0 0
CINCINNATI FINL CORP COM 172062101 506 6,535 SH   DFND 17 6,535 0 0
CIRRUS LOGIC INC COM 172755100 140 4,223 SH   DFND 17 4,223 0 0
CIRRUS LOGIC INC COM 172755100 327 9,853 SH   DFND 21 9,853 0 0
CISCO SYS INC COM 17275R102 15,139 349,383 SH   DFND 4 349,383 0 0
CISCO SYS INC COM 17275R102 221,454 5,110,874 SH   DFND 17 4,473,038 0 637,836
CISCO SYS INC COM 17275R102 2,985 68,895 SH   DFND 20 68,895 0 0
CISCO SYS INC COM 17275R102 301,651 6,961,705 SH   DFND 21 5,052,176 0 1,909,529
CISCO SYS INC CALL 17275R902 15,577 359,500 SH Call DFND 4 359,500 0 0
CISCO SYS INC PUT 17275R952 61,100 1,410,100 SH Put DFND 4 1,410,100 0 0
CINTAS CORP COM 172908105 629 3,743 SH   DFND 17 3,743 0 0
CINTAS CORP COM 172908105 4,009 23,866 SH   DFND 21 23,866 0 0
CITIGROUP INC COM NEW 172967424 57,253 1,099,759 SH   DFND 4 1,099,759 0 0
CITIGROUP INC COM NEW 172967424 114,953 2,208,086 SH   DFND 17 1,953,251 0 254,835
CITIGROUP INC COM NEW 172967424 10,998 211,247 SH   DFND 20 28,110 0 183,137
CITIGROUP INC COM NEW 172967424 136,521 2,622,376 SH   DFND 21 2,061,703 0 560,673
CITIGROUP INC CALL 172967904 15,654 300,700 SH Call DFND 4 300,700 0 0
CITIGROUP INC PUT 172967954 29,351 563,800 SH Put DFND 4 563,800 0 0
CITI TRENDS INC COM 17306X102 22 1,099 SH   DFND 17 1,099 0 0
CITI TRENDS INC COM 17306X102 372 18,263 SH   DFND 21 18,263 0 0
CITIZENS FINL GROUP INC COM 174610105 369 12,420 SH   DFND 4 12,420 0 0
CITIZENS FINL GROUP INC COM 174610105 96,076 3,231,629 SH   DFND 17 3,219,020 0 12,609
CITIZENS FINL GROUP INC COM 174610105 779 26,194 SH   DFND 20 26,194 0 0
CITIZENS FINL GROUP INC COM 174610105 26,931 905,839 SH   DFND 21 862,184 0 43,655
CITRIX SYS INC COM 177376100 983 9,596 SH   DFND 4 9,596 0 0
CITRIX SYS INC COM 177376100 6,859 66,943 SH   DFND 17 66,943 0 0
CITRIX SYS INC COM 177376100 5,973 58,293 SH   DFND 21 16,959 0 41,334
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 141,102 99,670,000 PRN   DFND 17 95,255,000 0 4,415,000
CLARUS CORP NEW COM 18270P109 762 75,285 SH   DFND 17 75,285 0 0
CLEAN HARBORS INC COM 184496107 7,084 143,549 SH   DFND 17 114,584 0 28,965
CLEARWAY ENERGY INC CL A 18539C105 996 58,891 SH   DFND 17 58,891 0 0
CLEARWAY ENERGY INC CL A 18539C105 1,326 78,347 SH   DFND 21 45,271 0 33,076
CLEARWAY ENERGY INC CL C 18539C204 33 1,906 SH   DFND 17 1,906 0 0
CLEARWAY ENERGY INC CL C 18539C204 2,154 124,864 SH   DFND 21 45,878 0 78,986
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 12,412 11,140,000 PRN   DFND 17 11,140,000 0 0
CLOROX CO DEL COM 189054109 257 1,666 SH   DFND 4 1,666 0 0
CLOROX CO DEL COM 189054109 1,937 12,569 SH   DFND 17 12,569 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 27,947 33,270,000 PRN   DFND 17 33,270,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 25,391 35,880,000 PRN   DFND 17 35,880,000 0 0
COCA COLA CO COM 191216100 12,484 263,645 SH   DFND 17 263,645 0 0
COCA COLA CO COM 191216100 18,587 392,548 SH   DFND 21 346,163 0 46,385
COCA COLA CO CALL 191216900 4,650 98,200 SH Call DFND 4 98,200 0 0
COCA COLA CO PUT 191216950 43,392 916,400 SH Put DFND 4 916,400 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 507 8,340 SH   DFND 21 8,340 0 0
CODEXIS INC COM 192005106 2,748 164,542 SH   DFND 17 159,552 0 4,990
COGNEX CORP COM 192422103 56,194 1,453,156 SH   DFND 17 1,414,246 0 38,910
COGNEX CORP COM 192422103 2,623 67,842 SH   DFND 20 67,842 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11,399 179,566 SH   DFND 4 179,566 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,881 76,887 SH   DFND 17 72,928 0 3,959
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 582 9,176 SH   DFND 20 9,176 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,259 208,863 SH   DFND 21 137,171 0 71,692
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 501 7,900 SH Call DFND 4 7,900 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 14,765 232,600 SH Put DFND 4 232,600 0 0
COHERENT INC COM 192479103 4,368 41,316 SH   DFND 17 29,786 0 11,530
COHU INC COM 192576106 240 14,942 SH   DFND 17 14,942 0 0
COHU INC COM 192576106 1,699 105,753 SH   DFND 21 82,209 0 23,544
COLGATE PALMOLIVE CO COM 194162103 9,260 155,586 SH   DFND 4 155,586 0 0
COLGATE PALMOLIVE CO COM 194162103 2,742 46,062 SH   DFND 17 46,038 0 24
COLGATE PALMOLIVE CO COM 194162103 10,516 176,682 SH   DFND 21 71,303 0 105,379
COLGATE PALMOLIVE CO COM 194162103 393 6,600 SH   DFND 24 6,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 1,232 20,700 SH Call DFND 4 20,700 0 0
COLGATE PALMOLIVE CO PUT 194162953 19,564 328,700 SH Put DFND 4 328,700 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 54 986 SH   DFND 17 986 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 201 3,655 SH   DFND 20 3,655 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 3,729 67,645 SH   DFND 21 49,586 0 18,059
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 5,649 5,500,000 PRN   DFND 17 5,500,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 37,112 7,930,000 SH   DFND 4 7,930,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 63 13,443 SH   DFND 17 13,443 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,661 19,758 SH   DFND 17 19,758 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 6,599 78,475 SH   DFND 21 2,667 0 75,808
COLUMBUS MCKINNON CORP N Y COM 199333105 5,482 181,896 SH   DFND 17 106,925 0 74,971
COLUMBUS MCKINNON CORP N Y COM 199333105 90 2,993 SH   DFND 21 2,993 0 0
COMFORT SYS USA INC COM 199908104 44 1,010 SH   DFND 17 1,010 0 0
COMFORT SYS USA INC COM 199908104 262 6,004 SH   DFND 20 6,004 0 0
COMFORT SYS USA INC COM 199908104 841 19,260 SH   DFND 21 19,260 0 0
COMCAST CORP NEW CL A 20030N101 3,552 104,315 SH   DFND 4 104,315 0 0
COMCAST CORP NEW CL A 20030N101 283,242 8,317,904 SH   DFND 17 7,737,644 0 580,260
COMCAST CORP NEW CL A 20030N101 2,547 74,813 SH   DFND 20 74,813 0 0
COMCAST CORP NEW CL A 20030N101 211,318 6,206,104 SH   DFND 21 4,363,335 0 1,842,769
COMCAST CORP NEW CALL 20030N901 23,171 680,500 SH Call DFND 4 680,500 0 0
COMCAST CORP NEW PUT 20030N951 38,834 1,140,500 SH Put DFND 4 1,140,500 0 0
COMERICA INC COM 200340107 94,045 1,369,122 SH   DFND 17 1,363,791 0 5,331
COMERICA INC COM 200340107 265 3,864 SH   DFND 20 3,864 0 0
COMERICA INC COM 200340107 28,859 420,129 SH   DFND 21 370,150 0 49,979
COMMERCE BANCSHARES INC COM 200525103 155 2,743 SH   DFND 17 2,743 0 0
COMMERCE BANCSHARES INC COM 200525103 557 9,883 SH   DFND 20 9,883 0 0
COMMERCE BANCSHARES INC COM 200525103 1,670 29,619 SH   DFND 21 29,619 0 0
COMMERCIAL VEH GROUP INC COM 202608105 60 10,519 SH   DFND 17 10,519 0 0
COMMSCOPE HLDG CO INC COM 20337X109 239 14,612 SH   DFND 17 14,612 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 6,386 791,490 SH   DFND 17 747,390 0 44,100
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 200 25,600 SH   DFND 17 25,600 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 676 86,388 SH   DFND 21 86,388 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 376 30,230 SH   DFND 17 30,230 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 293 12,053 SH   DFND 17 12,053 0 0
CONAGRA BRANDS INC COM 205887102 401 18,772 SH   DFND 4 18,772 0 0
CONAGRA BRANDS INC COM 205887102 54,902 2,570,301 SH   DFND 17 2,556,997 0 13,304
CONAGRA BRANDS INC COM 205887102 408 19,081 SH   DFND 20 19,081 0 0
CONAGRA BRANDS INC COM 205887102 20,901 978,490 SH   DFND 21 746,053 0 232,437
CONCHO RES INC COM 20605P101 2,752 26,773 SH   DFND 4 26,773 0 0
CONCHO RES INC COM 20605P101 6,496 63,199 SH   DFND 17 63,199 0 0
CONCHO RES INC COM 20605P101 25 240 SH   DFND 21 240 0 0
CONCHO RES INC COM 20605P101 764 7,500 SH   DFND 24 7,500 0 0
CONCHO RES INC PUT 20605P951 5,458 53,100 SH Put DFND 4 53,100 0 0
CONDUENT INC COM 206787103 56 5,310 SH   DFND 17 5,310 0 0
CONDUENT INC COM 206787103 137 12,901 SH   DFND 21 12,900 0 1
CONFORMIS INC COM 20717E101 51 141,985 SH   DFND 21 141,985 0 0
CONMED CORP COM 207410101 511 7,963 SH   DFND 17 7,963 0 0
CONMED CORP COM 207410101 1,506 23,451 SH   DFND 21 23,451 0 0
CONOCOPHILLIPS COM 20825C104 1,765 28,310 SH   DFND 4 28,310 0 0
CONOCOPHILLIPS COM 20825C104 146,773 2,354,011 SH   DFND 17 2,290,415 0 63,596
CONOCOPHILLIPS COM 20825C104 32,063 514,238 SH   DFND 21 174,674 0 339,564
CONOCOPHILLIPS COM 20825C104 1,295 21,000 SH   DFND 24 21,000 0 0
CONOCOPHILLIPS CALL 20825C904 2,768 44,400 SH Call DFND 4 44,400 0 0
CONOCOPHILLIPS PUT 20825C954 23,849 382,500 SH Put DFND 4 382,500 0 0
CONSOL ENERGY INC NEW COM 20854L108 1,723 54,330 SH   DFND 17 45,974 0 8,356
CONSOL ENERGY INC NEW COM 20854L108 99 3,109 SH   DFND 20 3,109 0 0
CONSOL ENERGY INC NEW COM 20854L108 5,867 185,027 SH   DFND 21 63,267 0 121,760
CONSOLIDATED EDISON INC COM 209115104 11,310 147,914 SH   DFND 17 55,957 0 91,957
CONSOLIDATED EDISON INC COM 209115104 81 1,060 SH   DFND 20 1,060 0 0
CONSOLIDATED EDISON INC COM 209115104 12,418 162,409 SH   DFND 21 156,085 0 6,324
CONSOLIDATED EDISON INC CALL 209115904 512 6,700 SH Call DFND 4 6,700 0 0
CONSOLIDATED EDISON INC PUT 209115954 7,990 104,500 SH Put DFND 4 104,500 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,977 49,603 SH   DFND 4 49,603 0 0
CONSTELLATION BRANDS INC CL A 21036P108 88,673 551,379 SH   DFND 17 496,971 0 54,408
CONSTELLATION BRANDS INC CL A 21036P108 34,792 216,344 SH   DFND 21 198,721 0 17,623
CONSTELLATION BRANDS INC CL A 21036P108 847 5,200 SH   DFND 24 5,200 0 0
CONSTELLATION BRANDS INC PUT 21036P958 13,863 86,200 SH Put DFND 4 86,200 0 0
CONTINENTAL RESOURCES INC COM 212015101 3,785 94,185 SH   DFND 17 94,185 0 0
CONTINENTAL RESOURCES INC COM 212015101 557 14,000 SH   DFND 24 14,000 0 0
COOPER COS INC COM NEW 216648402 6,644 26,107 SH   DFND 17 21,442 0 4,665
COOPER COS INC COM NEW 216648402 8,709 34,219 SH   DFND 20 1,680 0 32,539
COOPER COS INC COM NEW 216648402 59,691 234,543 SH   DFND 21 167,990 0 66,553
COOPER STD HLDGS INC COM 21676P103 64 1,032 SH   DFND 17 1,032 0 0
COOPER STD HLDGS INC COM 21676P103 30 481 SH   DFND 20 481 0 0
COOPER STD HLDGS INC COM 21676P103 3,409 54,882 SH   DFND 21 47,986 0 6,896
COPART INC COM 217204106 2,166 45,335 SH   DFND 17 45,335 0 0
COPART INC COM 217204106 834 17,449 SH   DFND 20 17,449 0 0
COPART INC COM 217204106 5,790 121,177 SH   DFND 21 121,177 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 836 143,210 SH   DFND 17 138,178 0 5,032
CORECIVIC INC COM 21871N101 651 36,534 SH   DFND 17 3,249 0 33,285
CORNERSTONE ONDEMAND INC COM 21925Y103 15,914 315,568 SH   DFND 17 315,568 0 0
CORNING INC COM 219350105 8,963 296,680 SH   DFND 17 278,146 0 18,534
CORNING INC COM 219350105 26,122 864,697 SH   DFND 21 120,244 0 744,453
CORNING INC CALL 219350905 1,069 35,400 SH Call DFND 4 35,400 0 0
CORNING INC PUT 219350955 4,374 144,800 SH Put DFND 4 144,800 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 5,544 263,633 SH   DFND 4 263,633 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 61 2,877 SH   DFND 17 2,877 0 0
CORVEL CORP COM 221006109 16 253 SH   DFND 17 253 0 0
CORVEL CORP COM 221006109 301 4,883 SH   DFND 21 4,883 0 0
COSTCO WHSL CORP NEW COM 22160K105 277,484 1,362,269 SH   DFND 17 1,335,914 0 26,355
COSTCO WHSL CORP NEW COM 22160K105 1,800 8,835 SH   DFND 20 8,835 0 0
COSTCO WHSL CORP NEW COM 22160K105 104,222 511,620 SH   DFND 21 361,059 0 150,561
COSTCO WHSL CORP NEW COM 22160K105 1,152 5,700 SH   DFND 24 5,700 0 0
COSTCO WHSL CORP NEW CALL 22160K905 5,419 26,600 SH Call DFND 4 26,600 0 0
COSTCO WHSL CORP NEW PUT 22160K955 44,144 216,700 SH Put DFND 4 216,700 0 0
COSTAR GROUP INC COM 22160N109 508 1,505 SH   DFND 17 1,505 0 0
COSTAR GROUP INC COM 22160N109 740 2,195 SH   DFND 20 2,195 0 0
COSTAR GROUP INC COM 22160N109 2,134 6,326 SH   DFND 21 6,326 0 0
COTY INC COM CL A 222070203 130 19,779 SH   DFND 17 19,779 0 0
COTY INC COM CL A 222070203 2,241 341,601 SH   DFND 21 299,959 0 41,642
COUPA SOFTWARE INC COM 22266L106 97 1,549 SH   DFND 17 1,549 0 0
COUPA SOFTWARE INC COM 22266L106 155 2,467 SH   DFND 21 44 0 2,423
COUSINS PPTYS INC COM 222795106 91 11,510 SH   DFND 17 11,510 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 371 19,339 SH   DFND 17 16,588 0 2,751
COVENANT TRANSN GROUP INC CL A 22284P105 1,996 103,984 SH   DFND 21 43,652 0 60,332
CRANE CO COM 224399105 28,163 390,178 SH   DFND 17 390,178 0 0
CREDIT ACCEP CORP MICH COM 225310101 978 2,561 SH   DFND 17 2,561 0 0
CREDIT ACCEP CORP MICH COM 225310101 59 154 SH   DFND 21 154 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 38,024 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 43,868 1,025,552 SH   DFND 17 770,857 0 254,695
CREE INC COM 225447101 49 1,154 SH   DFND 21 252 0 902
CRESCENT PT ENERGY CORP COM 22576C101 1 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 629 207,376 SH   DFND 21 181,316 0 26,060
CRITEO S A SPONS ADS 226718104 89,044 3,919,205 SH   DFND 17 3,823,540 0 95,665
CROCS INC COM 227046109 1,557 59,945 SH   DFND 17 59,945 0 0
CROCS INC COM 227046109 227 8,750 SH   DFND 21 0 0 8,750
CROWN CASTLE INTL CORP NEW COM 22822V101 3,086 28,405 SH   DFND 17 28,405 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,669 42,978 SH   DFND 21 37,727 0 5,251
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 179,693 170,770 SH   DFND 17 161,390 0 9,380
CROWN CASTLE INTL CORP NEW CALL 22822V901 1,054 9,700 SH Call DFND 4 9,700 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 13,459 123,900 SH Put DFND 4 123,900 0 0
CRYOLIFE INC COM 228903100 5,166 182,012 SH   DFND 17 176,477 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 5,471 495,985 SH   DFND 17 483,206 0 12,779
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 21,720 23,465,000 PRN   DFND 17 23,465,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 72,481 74,800,000 PRN   DFND 17 74,800,000 0 0
CUBESMART COM 229663109 10,201 355,566 SH   DFND 4 355,566 0 0
CUBESMART COM 229663109 7,399 257,887 SH   DFND 17 245,085 0 12,802
CUBESMART COM 229663109 27,914 972,942 SH   DFND 21 608,074 0 364,868
CULLEN FROST BANKERS INC COM 229899109 1,615 18,361 SH   DFND 17 18,361 0 0
CULLEN FROST BANKERS INC COM 229899109 5,887 66,948 SH   DFND 21 66,948 0 0
CUMMINS INC COM 231021106 9,461 70,796 SH   DFND 4 70,796 0 0
CUMMINS INC COM 231021106 13,401 100,276 SH   DFND 17 100,276 0 0
CUMMINS INC COM 231021106 1,122 8,399 SH   DFND 20 8,399 0 0
CUMMINS INC COM 231021106 21,224 158,817 SH   DFND 21 122,466 0 36,351
CUMMINS INC CALL 231021906 1,163 8,700 SH Call DFND 4 8,700 0 0
CUMMINS INC PUT 231021956 15,449 115,600 SH Put DFND 4 115,600 0 0
CURTISS WRIGHT CORP COM 231561101 15,863 155,336 SH   DFND 17 155,336 0 0
CUTERA INC COM 232109108 157 9,225 SH   DFND 17 9,225 0 0
CUTERA INC COM 232109108 1,485 87,239 SH   DFND 21 87,239 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 1,548 196,672 SH   DFND 17 191,544 0 5,128
CYPRESS SEMICONDUCTOR CORP COM 232806109 128 10,059 SH   DFND 17 10,059 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 28,680 24,320,000 PRN   DFND 17 24,320,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 56,558 59,345,000 PRN   DFND 17 52,795,000 0 6,550,000
CYRUSONE INC COM 23283R100 3,841 72,631 SH   DFND 4 72,631 0 0
CYRUSONE INC COM 23283R100 12,591 238,111 SH   DFND 17 238,111 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,720 336,632 SH   DFND 17 324,418 0 12,214
CYTOMX THERAPEUTICS INC COM 23284F105 3,943 261,126 SH   DFND 17 257,645 0 3,481
CYTOMX THERAPEUTICS INC COM 23284F105 599 40,000 SH   DFND 24 40,000 0 0
DMC GLOBAL INC COM 23291C103 4,416 125,750 SH   DFND 17 112,761 0 12,989
D R HORTON INC COM 23331A109 2,253 65,000 SH   DFND 4 65,000 0 0
D R HORTON INC COM 23331A109 111,603 3,219,977 SH   DFND 17 3,107,416 0 112,561
D R HORTON INC COM 23331A109 18,454 532,429 SH   DFND 21 532,429 0 0
DTE ENERGY CO COM 233331107 10,971 99,461 SH   DFND 17 78,134 0 21,327
DTE ENERGY CO COM 233331107 1,242 11,256 SH   DFND 20 11,256 0 0
DTE ENERGY CO COM 233331107 30,480 276,338 SH   DFND 21 207,265 0 69,073
DTE ENERGY CO PUT 233331957 210 1,900 SH Put DFND 4 1,900 0 0
DSW INC CL A 23334L102 15,464 626,074 SH   DFND 17 626,074 0 0
DSW INC CL A 23334L102 132 5,350 SH   DFND 20 5,350 0 0
DSW INC CL A 23334L102 14,176 573,942 SH   DFND 21 474,146 0 99,796
DXP ENTERPRISES INC NEW COM NEW 233377407 330 11,866 SH   DFND 17 446 0 11,420
DXC TECHNOLOGY CO COM 23355L106 989 18,607 SH   DFND 4 18,607 0 0
DXC TECHNOLOGY CO COM 23355L106 70,945 1,334,296 SH   DFND 17 1,055,105 0 279,191
DXC TECHNOLOGY CO COM 23355L106 569 10,706 SH   DFND 20 10,706 0 0
DXC TECHNOLOGY CO COM 23355L106 39,523 743,330 SH   DFND 21 639,544 0 103,786
DXC TECHNOLOGY CO CALL 23355L906 340 6,400 SH Call DFND 4 6,400 0 0
DXC TECHNOLOGY CO PUT 23355L956 261 4,900 SH Put DFND 4 4,900 0 0
DANA INCORPORATED COM 235825205 55 4,041 SH   DFND 17 4,041 0 0
DANA INCORPORATED COM 235825205 1,297 95,133 SH   DFND 21 73,230 0 21,903
DANAHER CORP DEL COM 235851102 58,529 567,584 SH   DFND 17 564,225 0 3,359
DANAHER CORP DEL COM 235851102 2,453 23,787 SH   DFND 20 23,787 0 0
DANAHER CORP DEL COM 235851102 97,666 947,110 SH   DFND 21 552,348 0 394,762
DANAHER CORP DEL COM 235851102 5,589 54,884 SH   DFND 24 54,884 0 0
DANAHER CORP DEL CALL 235851902 1,413 13,700 SH Call DFND 4 13,700 0 0
DANAHER CORP DEL PUT 235851952 21,336 206,900 SH Put DFND 4 206,900 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,587 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 286 2,860 SH   DFND 4 2,860 0 0
DARDEN RESTAURANTS INC COM 237194105 2,276 22,791 SH   DFND 17 22,791 0 0
DARDEN RESTAURANTS INC COM 237194105 990 9,914 SH   DFND 20 9,914 0 0
DARDEN RESTAURANTS INC COM 237194105 17,842 178,674 SH   DFND 21 173,621 0 5,053
DASEKE INC COM 23753F107 1,329 361,011 SH   DFND 17 349,169 0 11,842
DAVE & BUSTERS ENTMT INC COM 238337109 3,702 83,088 SH   DFND 17 30,523 0 52,565
DAVE & BUSTERS ENTMT INC COM 238337109 870 19,520 SH   DFND 21 1,338 0 18,182
DAVITA INC COM 23918K108 450 8,744 SH   DFND 17 8,744 0 0
DAVITA INC COM 23918K108 10,587 205,727 SH   DFND 21 190,269 0 15,458
DEAN FOODS CO NEW COM NEW 242370203 185 48,562 SH   DFND 17 48,562 0 0
DECKERS OUTDOOR CORP COM 243537107 4,679 36,570 SH   DFND 17 29,380 0 7,190
DECKERS OUTDOOR CORP COM 243537107 6,188 48,360 SH   DFND 21 31,870 0 16,490
DEERE & CO COM 244199105 1,896 12,711 SH   DFND 4 12,711 0 0
DEERE & CO COM 244199105 304,489 2,041,706 SH   DFND 17 2,041,706 0 0
DEERE & CO COM 244199105 3,518 23,585 SH   DFND 21 23,585 0 0
DEERE & CO COM 244199105 7,438 51,200 SH   DFND 24 51,200 0 0
DEERE & CO CALL 244199905 462 3,100 SH Call DFND 4 3,100 0 0
DEERE & CO PUT 244199955 16,558 111,000 SH Put DFND 4 111,000 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 13,639 466,296 SH   DFND 17 466,296 0 0
DELEK US HLDGS INC NEW COM 24665A103 865 26,615 SH   DFND 17 16,242 0 10,373
DELEK US HLDGS INC NEW COM 24665A103 785 24,139 SH   DFND 21 24,139 0 0
DELL TECHNOLOGIES INC CL C 24703L202 486 9,938 SH   DFND 17 9,938 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 954 19,115 SH   DFND 4 19,115 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,427 108,764 SH   DFND 17 108,764 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 246 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 21,705 434,973 SH   DFND 21 421,456 0 13,517
DELTA AIR LINES INC DEL CALL 247361902 379 7,600 SH Call DFND 4 7,600 0 0
DELTA AIR LINES INC DEL PUT 247361952 10,978 220,000 SH Put DFND 4 220,000 0 0
DENBURY RES INC COM NEW 247916208 22 12,576 SH   DFND 17 12,576 0 0
DELUXE CORP COM 248019101 51 1,316 SH   DFND 17 1,316 0 0
DELUXE CORP COM 248019101 3,644 94,796 SH   DFND 21 17,241 0 77,555
DENALI THERAPEUTICS INC COM 24823R105 1,347 65,204 SH   DFND 17 65,204 0 0
DENALI THERAPEUTICS INC COM 24823R105 517 26,000 SH   DFND 24 26,000 0 0
DENTSPLY SIRONA INC COM 24906P109 2,236 60,086 SH   DFND 17 60,086 0 0
DENTSPLY SIRONA INC COM 24906P109 37 985 SH   DFND 21 0 0 985
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 41,680 55,140,000 PRN   DFND 17 55,140,000 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 14,562 21,630,000 PRN   DFND 17 21,630,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 11,541 512,004 SH   DFND 4 512,004 0 0
DEVON ENERGY CORP NEW COM 25179M103 9,447 419,132 SH   DFND 17 419,132 0 0
DEVON ENERGY CORP NEW CALL 25179M903 223 9,900 SH Call DFND 4 9,900 0 0
DEVON ENERGY CORP NEW PUT 25179M953 2,240 99,400 SH Put DFND 4 99,400 0 0
DEXCOM INC COM 252131107 15,423 128,740 SH   DFND 17 106,109 0 22,631
DEXCOM INC COM 252131107 902 7,527 SH   DFND 21 7,527 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 50,454 37,010,000 PRN   DFND 17 37,010,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,535 162,581 SH   DFND 17 162,581 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 51 5,661 SH   DFND 17 5,661 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 141 15,492 SH   DFND 21 15,492 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,886 63,499 SH   DFND 17 62,463 0 1,036
DIAMONDBACK ENERGY INC COM 25278X109 87 934 SH   DFND 21 934 0 0
DIAMONDBACK ENERGY INC COM 25278X109 570 6,200 SH   DFND 24 6,200 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,188 111,134 SH   DFND 17 111,134 0 0
DICKS SPORTING GOODS INC COM 253393102 65 2,087 SH   DFND 17 2,087 0 0
DICKS SPORTING GOODS INC COM 253393102 17,000 544,870 SH   DFND 21 261,287 0 283,583
DIGITAL RLTY TR INC COM 253868103 27,572 258,772 SH   DFND 4 258,772 0 0
DIGITAL RLTY TR INC COM 253868103 12,269 115,151 SH   DFND 17 115,151 0 0
DIGITAL RLTY TR INC CALL 253868903 469 4,400 SH Call DFND 4 4,400 0 0
DIGITAL RLTY TR INC PUT 253868953 6,691 62,800 SH Put DFND 4 62,800 0 0
DILLARDS INC CL A 254067101 19 318 SH   DFND 17 318 0 0
DILLARDS INC CL A 254067101 1,530 25,367 SH   DFND 21 8,445 0 16,922
DINE BRANDS GLOBAL INC COM 254423106 10,749 159,630 SH   DFND 17 85,808 0 73,822
DISNEY WALT CO COM DISNEY 254687106 11,081 101,062 SH   DFND 4 101,062 0 0
DISNEY WALT CO COM DISNEY 254687106 351,911 3,210,060 SH   DFND 17 3,105,337 0 104,723
DISNEY WALT CO COM DISNEY 254687106 12,793 116,667 SH   DFND 20 0 0 116,667
DISNEY WALT CO COM DISNEY 254687106 43,326 395,129 SH   DFND 21 336,671 0 58,458
DISNEY WALT CO CALL 254687906 10,241 93,400 SH Call DFND 4 93,400 0 0
DISNEY WALT CO PUT 254687956 57,797 527,100 SH Put DFND 4 527,100 0 0
DISCOVER FINL SVCS COM 254709108 55,015 932,782 SH   DFND 4 932,782 0 0
DISCOVER FINL SVCS COM 254709108 17,069 289,400 SH   DFND 17 289,400 0 0
DISCOVER FINL SVCS COM 254709108 22,555 382,425 SH   DFND 21 248,347 0 134,078
DISCOVER FINL SVCS PUT 254709958 8,127 137,800 SH Put DFND 4 137,800 0 0
DISCOVERY INC COM SER A 25470F104 40 1,600 SH   DFND 4 1,600 0 0
DISCOVERY INC COM SER A 25470F104 165 6,656 SH   DFND 17 6,656 0 0
DISCOVERY INC COM SER C 25470F302 23 1,000 SH   DFND 4 1,000 0 0
DISCOVERY INC COM SER C 25470F302 346 14,981 SH   DFND 17 14,981 0 0
DISH NETWORK CORP CL A 25470M109 17,450 698,856 SH   DFND 4 698,856 0 0
DISH NETWORK CORP CL A 25470M109 245 9,799 SH   DFND 17 9,799 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 16,200 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 127,525 158,310,000 PRN   DFND 17 149,580,000 0 8,730,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 97,642 122,435,000 PRN   DFND 17 118,105,000 0 4,330,000
DR REDDYS LABS LTD ADR 256135203 328 8,700 SH   DFND 17 8,700 0 0
DR REDDYS LABS LTD ADR 256135203 548 14,532 SH   DFND 21 14,532 0 0
DOLBY LABORATORIES INC COM 25659T107 68,890 1,114,007 SH   DFND 17 1,053,627 0 60,380
DOLLAR GEN CORP NEW COM 256677105 353 3,269 SH   DFND 4 3,269 0 0
DOLLAR GEN CORP NEW COM 256677105 14,934 138,180 SH   DFND 17 138,180 0 0
DOLLAR GEN CORP NEW COM 256677105 948 8,774 SH   DFND 21 3,179 0 5,595
DOLLAR GEN CORP NEW CALL 256677905 1,243 11,500 SH Call DFND 4 11,500 0 0
DOLLAR GEN CORP NEW PUT 256677955 11,770 108,900 SH Put DFND 4 108,900 0 0
DOLLAR TREE INC COM 256746108 2,180 24,131 SH   DFND 4 24,131 0 0
DOLLAR TREE INC COM 256746108 10,303 114,073 SH   DFND 17 93,025 0 21,048
DOLLAR TREE INC COM 256746108 384 4,247 SH   DFND 21 4,247 0 0
DOLLAR TREE INC CALL 256746908 723 8,000 SH Call DFND 4 8,000 0 0
DOLLAR TREE INC PUT 256746958 7,497 83,000 SH Put DFND 4 83,000 0 0
DOMINION ENERGY INC COM 25746U109 2,011 28,145 SH   DFND 17 28,145 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 93,347 1,950,000 SH   DFND 17 1,950,000 0 0
DOMINION ENERGY INC CALL 25746U909 729 10,200 SH Call DFND 4 10,200 0 0
DOMINION ENERGY INC PUT 25746U959 13,570 189,900 SH Put DFND 4 189,900 0 0
DOMTAR CORP COM NEW 257559203 3,854 109,885 SH   DFND 17 106,144 0 3,741
DOMTAR CORP COM NEW 257559203 304 8,659 SH   DFND 20 8,659 0 0
DOMTAR CORP COM NEW 257559203 16,634 474,279 SH   DFND 21 325,335 0 148,944
DONALDSON INC COM 257651109 156 3,595 SH   DFND 17 3,595 0 0
DONALDSON INC COM 257651109 343 7,907 SH   DFND 21 1,838 0 6,069
DONALDSON INC COM 257651109 4,690 110,040 SH   DFND 24 110,040 0 0
DONEGAL GROUP INC CL A 257701201 109 8,000 SH   DFND 17 8,000 0 0
DONEGAL GROUP INC CL A 257701201 112 8,228 SH   DFND 21 8,228 0 0
DONNELLEY R R & SONS CO COM 257867200 4,752 1,200,000 SH   DFND 4 1,200,000 0 0
DONNELLEY R R & SONS CO COM 257867200 8 1,925 SH   DFND 17 1,925 0 0
DOUGLAS EMMETT INC COM 25960P109 14,291 418,708 SH   DFND 4 418,708 0 0
DOUGLAS EMMETT INC COM 25960P109 151 4,428 SH   DFND 17 4,428 0 0
DOVER CORP COM 260003108 1,470 20,724 SH   DFND 4 20,724 0 0
DOVER CORP COM 260003108 442 6,224 SH   DFND 17 6,224 0 0
DOWDUPONT INC COM 26078J100 33,178 620,382 SH   DFND 4 620,382 0 0
DOWDUPONT INC COM 26078J100 140,202 2,621,759 SH   DFND 17 2,431,703 0 190,056
DOWDUPONT INC COM 26078J100 9,233 172,648 SH   DFND 20 172,648 0 0
DOWDUPONT INC COM 26078J100 24,253 453,494 SH   DFND 21 453,494 0 0
DOWDUPONT INC COM 26078J100 1,246 23,500 SH   DFND 24 23,500 0 0
DOWDUPONT INC CALL 26078J900 16,937 316,700 SH Call DFND 4 316,700 0 0
DOWDUPONT INC PUT 26078J950 46,961 878,100 SH Put DFND 4 878,100 0 0
DUCOMMUN INC DEL COM 264147109 1,115 30,686 SH   DFND 17 26,591 0 4,095
DUKE REALTY CORP COM NEW 264411505 22,514 869,279 SH   DFND 4 869,279 0 0
DUKE REALTY CORP COM NEW 264411505 397 15,316 SH   DFND 17 15,316 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,024 104,560 SH   DFND 17 104,560 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 186 2,157 SH   DFND 20 2,157 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 39,329 455,720 SH   DFND 21 318,632 0 137,088
DUKE ENERGY CORP NEW CALL 26441C904 1,691 19,600 SH Call DFND 4 19,600 0 0
DUKE ENERGY CORP NEW PUT 26441C954 15,499 179,600 SH Put DFND 4 179,600 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 146 1,020 SH   DFND 17 1,020 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 15,944 111,700 SH   DFND 21 111,700 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 57,923 62,565,000 PRN   DFND 17 62,565,000 0 0
DYNEX CAP INC COM NEW 26817Q506 221 38,578 SH   DFND 17 38,578 0 0
DYNEX CAP INC COM NEW 26817Q506 433 75,665 SH   DFND 21 1,011 0 74,654
EOG RES INC COM 26875P101 7,729 88,622 SH   DFND 4 88,622 0 0
EOG RES INC COM 26875P101 66,124 758,220 SH   DFND 17 728,229 0 29,991
EOG RES INC COM 26875P101 24,030 275,542 SH   DFND 20 104,936 0 170,606
EOG RES INC COM 26875P101 82,820 949,663 SH   DFND 21 812,729 0 136,934
EOG RES INC COM 26875P101 1,068 12,200 SH   DFND 24 12,200 0 0
EOG RES INC CALL 26875P901 1,186 13,600 SH Call DFND 4 13,600 0 0
EOG RES INC PUT 26875P951 16,936 194,200 SH Put DFND 4 194,200 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 23,914 552,935 SH   DFND 17 552,935 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 13,087 298,243 SH   DFND 17 254,562 0 43,681
E TRADE FINANCIAL CORP COM NEW 269246401 478 10,899 SH   DFND 20 10,899 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 28,970 660,209 SH   DFND 21 565,791 0 94,418
ETF MANAGERS TR PRIME CYBR SCRTY 26924G201 22,844 677,858 SH   DFND 20 677,858 0 0
EAST WEST BANCORP INC COM 27579R104 8,949 205,590 SH   DFND 17 205,590 0 0
EAST WEST BANCORP INC COM 27579R104 339 7,791 SH   DFND 21 7,143 0 648
EASTMAN CHEM CO COM 277432100 17,873 244,463 SH   DFND 17 236,912 0 7,551
EASTMAN CHEM CO COM 277432100 379 5,187 SH   DFND 20 5,187 0 0
EASTMAN CHEM CO COM 277432100 21,936 300,046 SH   DFND 21 204,366 0 95,680
EATON VANCE CORP COM NON VTG 278265103 447 12,706 SH   DFND 4 12,706 0 0
EATON VANCE CORP COM NON VTG 278265103 113 3,206 SH   DFND 17 3,206 0 0
EBAY INC COM 278642103 6,579 234,371 SH   DFND 4 234,371 0 0
EBAY INC COM 278642103 1,260 44,900 SH   DFND 17 44,900 0 0
EBAY INC CALL 278642903 2,874 102,400 SH Call DFND 4 102,400 0 0
EBAY INC PUT 278642953 10,004 356,400 SH Put DFND 4 356,400 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,897 93,315 SH   DFND 17 93,315 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 243 11,941 SH   DFND 21 0 0 11,941
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 37,408 38,670,000 PRN   DFND 17 38,670,000 0 0
ECHOSTAR CORP CL A 278768106 467 12,720 SH   DFND 17 12,720 0 0
ECOLAB INC COM 278865100 11,546 78,355 SH   DFND 17 78,343 0 12
ECOLAB INC COM 278865100 14,816 100,551 SH   DFND 20 16,300 0 84,251
ECOLAB INC COM 278865100 154,114 1,045,905 SH   DFND 21 960,493 0 85,412
ECOLAB INC COM 278865100 7,444 51,560 SH   DFND 24 51,560 0 0
ECOLAB INC PUT 278865950 1,090 7,400 SH Put DFND 4 7,400 0 0
ECOPETROL S A SPONSORED ADS 279158109 1,988 125,194 SH   DFND 21 125,194 0 0
EDISON INTL COM 281020107 2,396 42,205 SH   DFND 17 42,205 0 0
EDISON INTL COM 281020107 600 10,564 SH   DFND 20 10,564 0 0
EDISON INTL COM 281020107 19,970 351,775 SH   DFND 21 320,534 0 31,241
EDITAS MEDICINE INC COM 28106W103 1,364 59,941 SH   DFND 17 59,941 0 0
EDITAS MEDICINE INC COM 28106W103 1 34 SH   DFND 21 34 0 0
EDITAS MEDICINE INC COM 28106W103 456 22,000 SH   DFND 24 22,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 20,497 133,817 SH   DFND 17 113,465 0 20,352
EDWARDS LIFESCIENCES CORP COM 28176E108 3,530 23,047 SH   DFND 21 11,651 0 11,396
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,164 7,600 SH Call DFND 4 7,600 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 14,735 96,200 SH Put DFND 4 96,200 0 0
EGAIN CORP COM NEW 28225C806 830 126,385 SH   DFND 17 89,854 0 36,531
ELDORADO RESORTS INC COM 28470R102 1,534 42,367 SH   DFND 17 42,367 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 403 13,450 SH   DFND 17 882 0 12,568
ELECTRO SCIENTIFIC INDS COM 285229100 4,607 153,783 SH   DFND 21 127,919 0 25,864
ELECTRONIC ARTS INC COM 285512109 16,660 211,129 SH   DFND 4 211,129 0 0
ELECTRONIC ARTS INC COM 285512109 3,919 49,663 SH   DFND 17 47,938 0 1,725
ELECTRONIC ARTS INC COM 285512109 34 427 SH   DFND 21 427 0 0
ELECTRONIC ARTS INC CALL 285512909 1,720 21,800 SH Call DFND 4 21,800 0 0
ELECTRONIC ARTS INC PUT 285512959 12,373 156,800 SH Put DFND 4 156,800 0 0
EMCOR GROUP INC COM 29084Q100 28,465 476,887 SH   DFND 17 476,887 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,055 51,532 SH   DFND 17 30,152 0 21,380
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,849 48,067 SH   DFND 21 13,659 0 34,408
EMERSON ELEC CO COM 291011104 6,104 102,158 SH   DFND 4 102,158 0 0
EMERSON ELEC CO COM 291011104 1,617 27,069 SH   DFND 17 27,069 0 0
EMERSON ELEC CO COM 291011104 1,135 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 490 8,200 SH Call DFND 4 8,200 0 0
EMERSON ELEC CO PUT 291011954 11,950 200,000 SH Put DFND 4 200,000 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 262 170,434 SH   DFND 4 170,434 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 158 12,788 SH   DFND 17 12,788 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,394 33,215 SH   DFND 17 4,767 0 28,448
ENBRIDGE INC COM 29250N105 7,798 251,119 SH   DFND 17 251,119 0 0
ENBRIDGE INC COM 29250N105 660 21,242 SH   DFND 21 19,752 0 1,490
ENBRIDGE INC COM 29250N105 748 24,200 SH   DFND 24 24,200 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 33 463 SH   DFND 17 463 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 162 2,292 SH   DFND 20 2,292 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 741 10,460 SH   DFND 21 6,793 0 3,667
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 34,296 37,750,000 PRN   DFND 17 37,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 44,230 53,000,000 PRN   DFND 17 53,000,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 14,382 17,490,000 PRN   DFND 17 17,490,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,608 2,000,000 PRN   DFND 17 2,000,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 38,490 623,828 SH   DFND 17 579,917 0 43,911
ENCOMPASS HEALTH CORP COM 29261A100 206 3,335 SH   DFND 20 3,335 0 0
ENCOMPASS HEALTH CORP COM 29261A100 15,967 258,791 SH   DFND 21 221,882 0 36,909
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 5,391 408,076 SH   DFND 4 408,076 0 0
ENERSYS COM 29275Y102 15,319 197,389 SH   DFND 17 197,389 0 0
ENERSYS COM 29275Y102 848 10,925 SH   DFND 21 10,925 0 0
ENERPLUS CORP COM 292766102 16,391 2,108,001 SH   DFND 17 2,108,001 0 0
ENERPLUS CORP COM 292766102 175 22,496 SH   DFND 21 0 0 22,496
ENGILITY HLDGS INC NEW COM 29286C107 934 32,827 SH   DFND 17 32,827 0 0
ENNIS INC COM 293389102 13,680 710,671 SH   DFND 17 684,904 0 25,767
ENNIS INC COM 293389102 110 5,722 SH   DFND 20 5,722 0 0
ENNIS INC COM 293389102 997 51,808 SH   DFND 21 25,770 0 26,038
ENOVA INTL INC COM 29357K103 380 19,540 SH   DFND 17 19,540 0 0
ENSIGN GROUP INC COM 29358P101 882 22,734 SH   DFND 17 2,649 0 20,085
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 39,826 60,000,000 PRN   DFND 4 60,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 65,179 96,205,000 PRN   DFND 17 91,140,000 0 5,065,000
ENTEGRIS INC COM 29362U104 4,789 171,663 SH   DFND 17 137,743 0 33,920
ENTEGRIS INC COM 29362U104 64 2,304 SH   DFND 20 2,304 0 0
ENTEGRIS INC COM 29362U104 876 31,421 SH   DFND 21 28,402 0 3,019
ENTERGY CORP NEW COM 29364G103 131,962 1,533,195 SH   DFND 17 1,409,559 0 123,636
ENTERGY CORP NEW COM 29364G103 1,045 12,145 SH   DFND 20 12,145 0 0
ENTERGY CORP NEW COM 29364G103 104,501 1,214,143 SH   DFND 21 804,599 0 409,544
ENTERPRISE FINL SVCS CORP COM 293712105 15,127 402,001 SH   DFND 17 396,984 0 5,017
ENTERPRISE FINL SVCS CORP COM 293712105 553 14,704 SH   DFND 21 14,704 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 11,957 486,257 SH   DFND 4 486,257 0 0
ENVESTNET INC COM 29404K106 6,857 139,397 SH   DFND 17 65,723 0 73,674
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 10,949 10,890,000 PRN   DFND 17 10,890,000 0 0
EPAM SYS INC COM 29414B104 17,264 148,818 SH   DFND 17 101,488 0 47,330
EPAM SYS INC COM 29414B104 700 6,034 SH   DFND 21 6,034 0 0
EQUIFAX INC COM 294429105 5,866 62,983 SH   DFND 17 51,239 0 11,744
EQUINIX INC COM PAR $0.001 29444U700 33,449 94,875 SH   DFND 4 94,875 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,388 3,938 SH   DFND 17 3,938 0 0
EQUINIX INC PUT 29444U950 388 1,100 SH Put DFND 4 1,100 0 0
EQUINOR ASA SPONSORED ADR 29446M102 8,377 395,689 SH   DFND 17 395,689 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,281 64,000 SH   DFND 4 64,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 118 5,888 SH   DFND 17 5,888 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 3,227 91,538 SH   DFND 17 91,538 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 422 14,057 SH   DFND 17 14,057 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 19,059 196,225 SH   DFND 4 196,225 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,255 126,169 SH   DFND 17 73,204 0 52,965
EQUITY RESIDENTIAL SH BEN INT 29476L107 55,285 837,524 SH   DFND 4 837,524 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,028 15,575 SH   DFND 17 15,575 0 0
EQUITY RESIDENTIAL PUT 29476L957 264 4,000 SH Put DFND 4 4,000 0 0
ERIE INDTY CO CL A 29530P102 90 678 SH   DFND 17 678 0 0
ERIE INDTY CO CL A 29530P102 1,442 10,819 SH   DFND 21 10,819 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,314 28,567 SH   DFND 17 28,567 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 658 14,900 SH   DFND 24 14,900 0 0
ESSENDANT INC COM 296689102 1,201 95,433 SH   DFND 17 95,433 0 0
ESSEX PPTY TR INC COM 297178105 24,613 100,377 SH   DFND 4 100,377 0 0
ESSEX PPTY TR INC COM 297178105 1,821 7,427 SH   DFND 17 7,427 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 87 713 SH   DFND 17 713 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 9,012 74,200 SH   DFND 21 74,200 0 0
ETSY INC COM 29786A106 1,526 32,087 SH   DFND 17 4,797 0 27,290
ETSY INC COM 29786A106 283 5,953 SH   DFND 21 0 0 5,953
EURONET WORLDWIDE INC COM 298736109 140 1,370 SH   DFND 17 1,370 0 0
EURONET WORLDWIDE INC COM 298736109 86 843 SH   DFND 20 843 0 0
EURONET WORLDWIDE INC COM 298736109 8,451 82,545 SH   DFND 21 82,545 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 31,020 22,020,000 PRN   DFND 17 18,125,000 0 3,895,000
EVERCORE INC CLASS A 29977A105 80 1,116 SH   DFND 17 1,116 0 0
EVERCORE INC CLASS A 29977A105 131 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 9,703 135,598 SH   DFND 21 118,513 0 17,085
EVERBRIDGE INC COM 29978A104 14,801 260,772 SH   DFND 17 198,574 0 62,198
EVERBRIDGE INC COM 29978A104 4 70 SH   DFND 21 70 0 0
EVERI HLDGS INC COM 30034T103 9 1,790 SH   DFND 17 1,790 0 0
EVERI HLDGS INC COM 30034T103 106 20,584 SH   DFND 21 20,584 0 0
EVERGY INC COM 30034W106 2,013 35,463 SH   DFND 17 35,463 0 0
EVERGY INC COM 30034W106 32,340 569,664 SH   DFND 21 283,752 0 285,912
EVERTEC INC COM 30040P103 48 1,668 SH   DFND 17 1,668 0 0
EVERTEC INC COM 30040P103 104 3,608 SH   DFND 20 3,608 0 0
EVERTEC INC COM 30040P103 13,015 453,489 SH   DFND 21 370,057 0 83,432
EVERSOURCE ENERGY COM 30040W108 12,163 187,001 SH   DFND 17 187,001 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,763 405,129 SH   DFND 17 392,089 0 13,040
EVOLENT HEALTH INC CL A 30050B101 37 1,866 SH   DFND 17 1,866 0 0
EVOLENT HEALTH INC CL A 30050B101 1,141 57,196 SH   DFND 21 57,196 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 16,075 14,500,000 PRN   DFND 17 14,500,000 0 0
EXACT SCIENCES CORP COM 30063P105 13,584 215,273 SH   DFND 17 158,354 0 56,919
EXACT SCIENCES CORP COM 30063P105 2 24 SH   DFND 21 24 0 0
EXACT SCIENCES CORP COM 30063P105 300 4,900 SH   DFND 24 4,900 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 143,637 130,365,000 PRN   DFND 17 123,925,000 0 6,440,000
EXANTAS CAP CORP COM NEW 30068N105 512 51,123 SH   DFND 17 51,123 0 0
EXELON CORP COM 30161N101 117,175 2,598,115 SH   DFND 17 2,362,176 0 235,939
EXELON CORP COM 30161N101 3,243 71,916 SH   DFND 20 71,916 0 0
EXELON CORP COM 30161N101 170,002 3,769,446 SH   DFND 21 2,461,300 0 1,308,146
EXELON CORP CALL 30161N901 203 4,500 SH Call DFND 4 4,500 0 0
EXELON CORP PUT 30161N951 10,517 233,200 SH Put DFND 4 233,200 0 0
EXELIXIS INC COM 30161Q104 2,113 107,414 SH   DFND 17 91,439 0 15,975
EXELIXIS INC COM 30161Q104 1,069 55,000 SH   DFND 24 55,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 48 913 SH   DFND 17 913 0 0
EXLSERVICE HOLDINGS INC COM 302081104 172 3,278 SH   DFND 21 3,278 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,013 8,995 SH   DFND 17 5,243 0 3,752
EXPEDITORS INTL WASH INC COM 302130109 508 7,467 SH   DFND 17 7,467 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,068 15,682 SH   DFND 20 15,682 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,427 65,016 SH   DFND 21 54,942 0 10,074
EXPONENT INC COM 30214U102 71 1,406 SH   DFND 17 1,406 0 0
EXPONENT INC COM 30214U102 155 3,049 SH   DFND 21 0 0 3,049
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 15,262 984,670 SH   DFND 17 984,670 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,843 86,677 SH   DFND 4 86,677 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,857 20,529 SH   DFND 17 20,529 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,864 97,970 SH   DFND 21 96,294 0 1,676
EXXON MOBIL CORP COM 30231G102 34,937 512,351 SH   DFND 4 512,351 0 0
EXXON MOBIL CORP COM 30231G102 70,273 1,030,544 SH   DFND 17 1,009,062 0 21,482
EXXON MOBIL CORP COM 30231G102 1,437 21,071 SH   DFND 20 21,071 0 0
EXXON MOBIL CORP COM 30231G102 173,286 2,541,225 SH   DFND 21 1,927,048 0 614,177
EXXON MOBIL CORP COM 30231G102 2,018 29,600 SH   DFND 24 29,600 0 0
EXXON MOBIL CORP CALL 30231G902 4,098 60,100 SH Call DFND 4 60,100 0 0
EXXON MOBIL CORP PUT 30231G952 76,216 1,117,700 SH Put DFND 4 1,117,700 0 0
FLIR SYS INC COM 302445101 3,785 86,929 SH   DFND 17 75,968 0 10,961
FLIR SYS INC COM 302445101 15,663 359,748 SH   DFND 21 192,660 0 167,088
F M C CORP COM NEW 302491303 20,497 277,142 SH   DFND 17 249,993 0 27,149
F M C CORP COM NEW 302491303 4,540 62,000 SH   DFND 24 62,000 0 0
FNB CORP PA COM 302520101 14,816 1,505,709 SH   DFND 17 1,505,709 0 0
FTI CONSULTING INC COM 302941109 3,331 49,980 SH   DFND 17 49,980 0 0
FTI CONSULTING INC COM 302941109 8,126 121,935 SH   DFND 21 102,655 0 19,280
FACEBOOK INC CL A 30303M102 20,087 153,233 SH   DFND 4 153,233 0 0
FACEBOOK INC CL A 30303M102 440,044 3,356,611 SH   DFND 17 3,062,400 0 294,211
FACEBOOK INC CL A 30303M102 3,342 25,492 SH   DFND 20 25,492 0 0
FACEBOOK INC CL A 30303M102 241,052 1,838,831 SH   DFND 21 1,495,057 0 343,774
FACEBOOK INC CALL 30303M902 10,645 81,200 SH Call DFND 4 81,200 0 0
FACEBOOK INC PUT 30303M952 44,466 339,200 SH Put DFND 4 339,200 0 0
FACTSET RESH SYS INC COM 303075105 206 1,028 SH   DFND 17 1,028 0 0
FAIR ISAAC CORP COM 303250104 16,269 87,002 SH   DFND 17 87,002 0 0
FATE THERAPEUTICS INC COM 31189P102 1,390 108,361 SH   DFND 17 108,361 0 0
FASTENAL CO COM 311900104 646 12,352 SH   DFND 17 12,352 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 473 7,833 SH   DFND 17 3,708 0 4,125
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 12,186 103,234 SH   DFND 4 103,234 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 373 3,158 SH   DFND 17 3,158 0 0
FEDEX CORP COM 31428X106 10,972 68,008 SH   DFND 4 68,008 0 0
FEDEX CORP COM 31428X106 18,279 113,301 SH   DFND 17 109,622 0 3,679
FEDEX CORP COM 31428X106 594 3,679 SH   DFND 20 3,679 0 0
FEDEX CORP COM 31428X106 34,404 213,255 SH   DFND 21 150,222 0 63,033
FEDEX CORP CALL 31428X906 549 3,400 SH Call DFND 4 3,400 0 0
FEDEX CORP PUT 31428X956 14,681 91,000 SH Put DFND 4 91,000 0 0
FEDNAT HLDG CO COM 31431B109 599 30,076 SH   DFND 17 30,076 0 0
FEDNAT HLDG CO COM 31431B109 218 10,921 SH   DFND 21 10,921 0 0
F5 NETWORKS INC COM 315616102 552 3,406 SH   DFND 4 3,406 0 0
F5 NETWORKS INC COM 315616102 1,634 10,085 SH   DFND 17 10,085 0 0
F5 NETWORKS INC COM 315616102 18,440 113,807 SH   DFND 21 71,919 0 41,888
FIBROGEN INC COM 31572Q808 886 19,138 SH   DFND 17 19,138 0 0
FIBROGEN INC COM 31572Q808 220 4,900 SH   DFND 24 4,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 16,446 160,371 SH   DFND 17 154,042 0 6,329
FIDELITY NATL INFORMATION SV COM 31620M106 7,503 73,166 SH   DFND 21 30,308 0 42,858
FIDELITY NATL INFORMATION SV PUT 31620M956 256 2,500 SH Put DFND 4 2,500 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 228 7,257 SH   DFND 17 7,257 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,478 110,615 SH   DFND 21 110,615 0 0
FIFTH THIRD BANCORP COM 316773100 2,120 90,106 SH   DFND 4 90,106 0 0
FIFTH THIRD BANCORP COM 316773100 12,181 517,666 SH   DFND 17 517,666 0 0
FIFTH THIRD BANCORP COM 316773100 11,797 501,374 SH   DFND 21 495,709 0 5,665
FIFTH THIRD BANCORP PUT 316773950 3,605 153,200 SH Put DFND 4 153,200 0 0
58 COM INC SPON ADR REP A 31680Q104 488 9,008 SH   DFND 17 9,008 0 0
58 COM INC SPON ADR REP A 31680Q104 2,711 50,001 SH   DFND 21 45,454 0 4,547
FINANCIAL INSTNS INC COM 317585404 57 2,229 SH   DFND 17 2,229 0 0
FINANCIAL INSTNS INC COM 317585404 1,382 53,766 SH   DFND 21 53,766 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 93,939 99,275,000 PRN   DFND 17 99,275,000 0 0
FIREEYE INC COM 31816Q101 58,794 3,627,035 SH   DFND 17 3,570,865 0 56,170
FIREEYE INC COM 31816Q101 530 32,673 SH   DFND 21 32,673 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 31,825 33,180,000 PRN   DFND 17 33,180,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 38,840 42,390,000 PRN   DFND 17 42,390,000 0 0
FIRST AMERN FINL CORP COM 31847R102 23,149 518,581 SH   DFND 17 429,507 0 89,074
FIRST AMERN FINL CORP COM 31847R102 404 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 26,053 583,629 SH   DFND 21 338,989 0 244,640
FIRST BANCORP P R COM NEW 318672706 1,465 170,316 SH   DFND 17 170,316 0 0
FIRST BANCORP P R COM NEW 318672706 237 27,608 SH   DFND 21 0 0 27,608
FIRST BANCORP N C COM 318910106 15,103 462,440 SH   DFND 17 462,440 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,860 116,680 SH   DFND 17 116,680 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 453 18,480 SH   DFND 21 18,480 0 0
FIRST DATA CORP NEW COM CL A 32008D106 259 15,288 SH   DFND 17 15,288 0 0
FIRST DATA CORP NEW COM CL A 32008D106 875 51,725 SH   DFND 21 51,725 0 0
FIRST FINL BANCORP OH COM 320209109 62 2,629 SH   DFND 17 2,629 0 0
FIRST FINL BANCORP OH COM 320209109 1,742 73,458 SH   DFND 21 0 0 73,458
FIRST FINL BANKSHARES COM 32020R109 1,854 32,132 SH   DFND 17 32,132 0 0
FIRST FNDTN INC COM 32026V104 2,420 188,216 SH   DFND 17 188,216 0 0
FIRST HORIZON NATL CORP COM 320517105 15,207 1,155,524 SH   DFND 17 1,155,524 0 0
FIRST HAWAIIAN INC COM 32051X108 15,138 672,491 SH   DFND 17 672,491 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,949 240,770 SH   DFND 4 240,770 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,513 398,937 SH   DFND 17 225,160 0 173,777
FIRST INTERNET BANCORP COM 320557101 1,878 91,899 SH   DFND 17 88,853 0 3,046
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 14,988 409,960 SH   DFND 17 409,960 0 0
FIRST MERCHANTS CORP COM 320817109 6,458 188,432 SH   DFND 17 112,007 0 76,425
FIRST MERCHANTS CORP COM 320817109 1,482 43,253 SH   DFND 21 26,827 0 16,426
FIRST MIDWEST BANCORP DEL COM 320867104 56 2,843 SH   DFND 17 2,843 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,535 77,507 SH   DFND 21 0 0 77,507
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,284 106,832 SH   DFND 17 92,280 0 14,552
FIRST SOLAR INC COM 336433107 95 2,242 SH   DFND 17 2,242 0 0
FIRST SOLAR INC COM 336433107 304 7,158 SH   DFND 21 1,611 0 5,547
FIRSTCASH INC COM 33767D105 315 4,355 SH   DFND 17 1,215 0 3,140
FIRSTCASH INC COM 33767D105 1,207 16,681 SH   DFND 21 0 0 16,681
FISERV INC COM 337738108 1,270 17,282 SH   DFND 17 17,282 0 0
FISERV INC COM 337738108 704 9,582 SH   DFND 21 4,871 0 4,711
FIRSTENERGY CORP COM 337932107 782 20,831 SH   DFND 17 20,831 0 0
FIRSTENERGY CORP COM 337932107 93 2,465 SH   DFND 20 2,465 0 0
FIRSTENERGY CORP COM 337932107 12,583 335,110 SH   DFND 21 277,940 0 57,170
FIVE BELOW INC COM 33829M101 210 2,054 SH   DFND 17 2,054 0 0
FIVE9 INC COM 338307101 8,819 201,722 SH   DFND 17 124,329 0 77,393
FIVE9 INC COM 338307101 124 2,833 SH   DFND 21 2,833 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,381 23,587 SH   DFND 17 23,587 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 39,130 210,696 SH   DFND 21 192,735 0 17,961
FLEXION THERAPEUTICS INC COM 33938J106 1,429 126,240 SH   DFND 17 122,486 0 3,754
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 20,376 24,535,000 PRN   DFND 17 24,535,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 9,988 385,624 SH   DFND 17 339,968 0 45,656
FLUOR CORP NEW COM 343412102 53,131 1,650,269 SH   DFND 17 1,650,269 0 0
FLOWERS FOODS INC COM 343498101 196 10,635 SH   DFND 17 10,635 0 0
FLOWSERVE CORP COM 34354P105 214 5,627 SH   DFND 17 5,627 0 0
FLOWSERVE CORP COM 34354P105 3,915 102,980 SH   DFND 21 99,858 0 3,122
FLOWSERVE CORP COM 34354P105 3,012 80,000 SH   DFND 24 80,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 260 24,618 SH   DFND 21 22,481 0 2,137
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1 7 SH   DFND 17 7 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 369 4,287 SH   DFND 21 0 0 4,287
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 451 5,300 SH   DFND 24 5,300 0 0
FOOT LOCKER INC COM 344849104 263 4,953 SH   DFND 17 4,953 0 0
FOOT LOCKER INC COM 344849104 4,111 77,276 SH   DFND 21 51,072 0 26,204
FORD MTR CO DEL COM PAR $0.01 345370860 5,366 701,496 SH   DFND 4 701,496 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 74,551 9,743,580 SH   DFND 17 8,898,444 0 845,136
FORD MTR CO DEL COM PAR $0.01 345370860 3,572 466,935 SH   DFND 21 344,650 0 122,285
FORD MTR CO DEL CALL 345370900 966 126,300 SH Call DFND 4 126,300 0 0
FORD MTR CO DEL PUT 345370950 8,675 1,134,000 SH Put DFND 4 1,134,000 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 8,759 337,022 SH   DFND 17 337,022 0 0
FORESTAR GROUP INC COM 346232101 140 10,074 SH   DFND 17 10,074 0 0
FORESTAR GROUP INC COM 346232101 936 67,607 SH   DFND 21 67,607 0 0
FORMFACTOR INC COM 346375108 5,260 373,285 SH   DFND 17 332,502 0 40,783
FORTIS INC COM 349553107 7,104 213,187 SH   DFND 4 213,187 0 0
FORTIS INC COM 349553107 85 2,562 SH   DFND 17 2,562 0 0
FORTIS INC COM 349553107 331 9,946 SH   DFND 20 9,946 0 0
FORTIS INC COM 349553107 7,328 219,927 SH   DFND 21 75,730 0 144,197
FORTINET INC COM 34959E109 48,696 691,407 SH   DFND 17 666,342 0 25,065
FORTINET INC COM 34959E109 33,369 473,795 SH   DFND 21 239,493 0 234,302
FORTIVE CORP COM 34959J108 87,890 1,298,993 SH   DFND 17 1,298,993 0 0
FORTIVE CORP COM 34959J108 4,386 64,829 SH   DFND 20 64,829 0 0
FORTIVE CORP COM 34959J108 2,148 31,751 SH   DFND 21 26,420 0 5,331
FORTIVE CORP COM 34959J108 1,530 22,942 SH   DFND 24 22,942 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 146,510 161,890 SH   DFND 17 155,665 0 6,225
FORTUNE BRANDS HOME & SEC IN COM 34964C106 4,166 109,669 SH   DFND 17 109,669 0 0
FRANKLIN ELEC INC COM 353514102 55 1,275 SH   DFND 17 1,275 0 0
FRANKLIN ELEC INC COM 353514102 491 11,461 SH   DFND 21 11,461 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,825 107,130 SH   DFND 17 103,215 0 3,915
FRANKLIN RES INC COM 354613101 387 13,038 SH   DFND 17 13,038 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,765 171,148 SH   DFND 4 171,148 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,874 666,751 SH   DFND 17 666,751 0 0
FREEPORT-MCMORAN INC CL B 35671D857 19,800 1,920,485 SH   DFND 21 1,888,730 0 31,755
FREEPORT-MCMORAN INC CALL 35671D907 1,236 119,900 SH Call DFND 4 119,900 0 0
FREEPORT-MCMORAN INC PUT 35671D957 3,164 306,900 SH Put DFND 4 306,900 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 4,994 154,170 SH   DFND 17 154,170 0 0
FRONTDOOR INC COM 35905A109 1,858 69,822 SH   DFND 17 12,802 0 57,020
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 3,341 1,403,670 SH   DFND 17 1,403,670 0 0
FUSION CONNECT INC COM 36116X102 305 181,534 SH   DFND 17 157,218 0 24,316
GATX CORP COM 361448103 563 7,954 SH   DFND 17 7,954 0 0
GATX CORP COM 361448103 283 4,001 SH   DFND 21 4,001 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 554 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 229 2,400 SH   DFND 24 2,400 0 0
G1 THERAPEUTICS INC COM 3621LQ109 255 13,323 SH   DFND 17 13,323 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,641 202,244 SH   DFND 17 145,557 0 56,687
GMS INC COM 36251C103 13 908 SH   DFND 17 908 0 0
GMS INC COM 36251C103 1,334 89,778 SH   DFND 21 81,578 0 8,200
GAIA INC NEW CL A 36269P104 2,695 260,133 SH   DFND 17 251,329 0 8,804
GALLAGHER ARTHUR J & CO COM 363576109 9,352 126,897 SH   DFND 17 107,097 0 19,800
GAMING & LEISURE PPTYS INC COM 36467J108 5,355 165,726 SH   DFND 17 83,627 0 82,099
GAMING & LEISURE PPTYS INC COM 36467J108 21,374 661,540 SH   DFND 21 575,842 0 85,698
GAMESTOP CORP NEW CL A 36467W109 35 2,759 SH   DFND 17 2,759 0 0
GAMESTOP CORP NEW CL A 36467W109 669 52,993 SH   DFND 21 52,993 0 0
GANNETT CO INC COM 36473H104 27 3,119 SH   DFND 17 3,119 0 0
GANNETT CO INC COM 36473H104 1,265 148,250 SH   DFND 21 148,250 0 0
GAP INC DEL COM 364760108 340 13,216 SH   DFND 4 13,216 0 0
GAP INC DEL COM 364760108 314 12,183 SH   DFND 17 12,183 0 0
GAP INC DEL COM 364760108 2,535 98,413 SH   DFND 21 72,558 0 25,855
GARRETT MOTION INC COM 366505105 927 75,103 SH   DFND 17 74,505 0 598
GARRETT MOTION INC COM 366505105 2 192 SH   DFND 20 192 0 0
GARRETT MOTION INC COM 366505105 293 23,756 SH   DFND 21 23,062 0 694
GARTNER INC COM 366651107 486 3,805 SH   DFND 17 3,805 0 0
GENERAL DYNAMICS CORP COM 369550108 10,845 68,984 SH   DFND 4 68,984 0 0
GENERAL DYNAMICS CORP COM 369550108 1,301 8,277 SH   DFND 17 8,277 0 0
GENERAL DYNAMICS CORP CALL 369550908 786 5,000 SH Call DFND 4 5,000 0 0
GENERAL DYNAMICS CORP PUT 369550958 17,513 111,400 SH Put DFND 4 111,400 0 0
GENERAL ELECTRIC CO COM 369604103 322 42,500 SH   DFND 4 42,500 0 0
GENERAL ELECTRIC CO COM 369604103 44,519 5,880,915 SH   DFND 17 4,945,825 0 935,090
GENERAL ELECTRIC CO COM 369604103 816 107,851 SH   DFND 21 55,160 0 52,691
GENERAL ELECTRIC CO CALL 369604903 3,851 508,700 SH Call DFND 4 508,700 0 0
GENERAL MLS INC COM 370334104 7,052 181,096 SH   DFND 4 181,096 0 0
GENERAL MLS INC COM 370334104 7,395 189,911 SH   DFND 17 67,391 0 122,520
GENERAL MLS INC COM 370334104 1,413 36,278 SH   DFND 21 35,238 0 1,040
GENERAL MLS INC CALL 370334904 771 19,800 SH Call DFND 4 19,800 0 0
GENERAL MLS INC PUT 370334954 10,175 261,300 SH Put DFND 4 261,300 0 0
GENERAL MTRS CO COM 37045V100 6,362 190,199 SH   DFND 4 190,199 0 0
GENERAL MTRS CO COM 37045V100 88,071 2,632,928 SH   DFND 17 2,589,420 0 43,508
GENERAL MTRS CO COM 37045V100 839 25,078 SH   DFND 20 25,078 0 0
GENERAL MTRS CO COM 37045V100 73,549 2,198,770 SH   DFND 21 1,858,205 0 340,565
GENERAL MTRS CO CALL 37045V900 937 28,000 SH Call DFND 4 28,000 0 0
GENERAL MTRS CO PUT 37045V950 16,615 496,700 SH Put DFND 4 496,700 0 0
GENTEX CORP COM 371901109 152 7,537 SH   DFND 17 7,537 0 0
GENTEX CORP COM 371901109 412 20,406 SH   DFND 21 20,406 0 0
GENOMIC HEALTH INC COM 37244C101 3,463 53,761 SH   DFND 17 35,006 0 18,755
GENOMIC HEALTH INC COM 37244C101 442 6,864 SH   DFND 21 6,864 0 0
GENUINE PARTS CO COM 372460105 14,149 147,350 SH   DFND 17 147,350 0 0
GENWORTH FINL INC COM CL A 37247D106 3,626 778,058 SH   DFND 17 101,498 0 676,560
GILEAD SCIENCES INC COM 375558103 24,197 386,842 SH   DFND 4 386,842 0 0
GILEAD SCIENCES INC COM 375558103 188,865 3,019,626 SH   DFND 17 2,898,323 0 121,303
GILEAD SCIENCES INC COM 375558103 75,618 1,208,915 SH   DFND 21 1,017,121 0 191,794
GILEAD SCIENCES INC COM 375558103 10,427 168,500 SH   DFND 24 168,500 0 0
GILEAD SCIENCES INC CALL 375558903 2,383 38,100 SH Call DFND 4 38,100 0 0
GILEAD SCIENCES INC PUT 375558953 27,997 447,600 SH Put DFND 4 447,600 0 0
GILDAN ACTIVEWEAR INC COM 375916103 264 8,717 SH   DFND 21 1,514 0 7,203
GLAUKOS CORP COM 377322102 1,105 19,666 SH   DFND 17 19,666 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8,227 215,304 SH   DFND 17 215,304 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,105 26,929 SH   DFND 17 26,929 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 448 11,200 SH   DFND 24 11,200 0 0
GLOBAL PMTS INC COM 37940X102 927 8,991 SH   DFND 17 8,991 0 0
GLOBAL PMTS INC COM 37940X102 119 1,157 SH   DFND 20 1,157 0 0
GLOBAL PMTS INC COM 37940X102 11,981 116,177 SH   DFND 21 116,177 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15,194 604,141 SH   DFND 17 559,008 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 376 14,960 SH   DFND 21 14,960 0 0
GLOBUS MED INC CL A 379577208 6,299 145,544 SH   DFND 17 124,538 0 21,006
GLOBUS MED INC CL A 379577208 6,557 151,494 SH   DFND 21 87,234 0 64,260
GLU MOBILE INC COM 379890106 342 42,415 SH   DFND 17 3,070 0 39,345
GLU MOBILE INC COM 379890106 6,205 768,844 SH   DFND 21 335,383 0 433,461
GLYCOMIMETICS INC COM 38000Q102 1,082 114,207 SH   DFND 17 110,698 0 3,509
GODADDY INC CL A 380237107 299 4,550 SH   DFND 17 4,550 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,219 346,300 SH   DFND 17 320,600 0 25,700
GOLDCORP INC NEW COM 380956409 17,955 1,834,160 SH   DFND 21 1,834,160 0 0
GOLDEN ENTMT INC COM 381013101 1,770 110,459 SH   DFND 17 110,459 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 13,663 81,791 SH   DFND 4 81,791 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 20,189 120,857 SH   DFND 17 98,347 0 22,510
GOLDMAN SACHS GROUP INC COM 38141G104 4,064 24,327 SH   DFND 21 13,152 0 11,175
GOLDMAN SACHS GROUP INC CALL 38141G904 1,387 8,300 SH Call DFND 4 8,300 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 18,643 111,600 SH Put DFND 4 111,600 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 11,100 11,450,000 PRN   DFND 17 11,450,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 208 10,188 SH   DFND 17 10,188 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 767 37,560 SH   DFND 21 37,560 0 0
GOOSEHEAD INS INC COM CL A 38267D109 7 267 SH   DFND 17 267 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,009 38,378 SH   DFND 20 38,378 0 0
GRAFTECH INTL LTD COM 384313508 19 1,631 SH   DFND 17 1,631 0 0
GRAFTECH INTL LTD COM 384313508 555 48,477 SH   DFND 20 48,477 0 0
GRAFTECH INTL LTD COM 384313508 1,662 145,263 SH   DFND 21 145,263 0 0
GRAHAM HLDGS CO COM 384637104 853 1,332 SH   DFND 17 1,332 0 0
GRAHAM HLDGS CO COM 384637104 2,129 3,324 SH   DFND 21 3,324 0 0
GRAINGER W W INC COM 384802104 226 800 SH   DFND 4 800 0 0
GRAINGER W W INC COM 384802104 1,480 5,240 SH   DFND 17 5,240 0 0
GRAINGER W W INC COM 384802104 15,134 53,598 SH   DFND 21 51,748 0 1,850
GRAN TIERRA ENERGY INC COM 38500T101 836 385,440 SH   DFND 17 385,440 0 0
GRAN TIERRA ENERGY INC COM 38500T101 87 40,155 SH   DFND 20 40,155 0 0
GRAN TIERRA ENERGY INC COM 38500T101 217 100,165 SH   DFND 21 100,165 0 0
GRAND CANYON ED INC COM 38526M106 550 5,723 SH   DFND 17 1,878 0 3,845
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 3,780 97,024 SH   DFND 17 75,056 0 21,968
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 835 21,434 SH   DFND 21 0 0 21,434
GRAPHIC PACKAGING HLDG CO COM 388689101 1,893 177,947 SH   DFND 17 177,947 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,268 401,108 SH   DFND 21 401,108 0 0
GRAY TELEVISION INC COM 389375106 3,188 216,261 SH   DFND 17 191,371 0 24,890
GRAY TELEVISION INC COM 389375106 48 3,288 SH   DFND 20 3,288 0 0
GRAY TELEVISION INC COM 389375106 8,803 597,230 SH   DFND 21 399,059 0 198,171
GREAT SOUTHN BANCORP INC COM 390905107 348 7,564 SH   DFND 17 1,416 0 6,148
GREAT WESTN BANCORP INC COM 391416104 15,869 507,821 SH   DFND 17 507,821 0 0
GREEN DOT CORP CL A 39304D102 9,488 119,317 SH   DFND 17 70,282 0 49,035
GREEN DOT CORP CL A 39304D102 3,104 39,040 SH   DFND 21 39,040 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,626 7,575,000 PRN   DFND 17 7,575,000 0 0
GREENBRIER COS INC COM 393657101 35 880 SH   DFND 17 880 0 0
GREENBRIER COS INC COM 393657101 1,248 31,555 SH   DFND 21 17,914 0 13,641
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 37,815 38,475,000 PRN   DFND 17 37,380,000 0 1,095,000
GREENSKY INC CL A 39572G100 77,349 8,082,486 SH   DFND 4 8,082,486 0 0
GREIF INC CL A 397624107 653 17,597 SH   DFND 17 11,342 0 6,255
GROUP 1 AUTOMOTIVE INC COM 398905109 28 531 SH   DFND 17 531 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,566 29,705 SH   DFND 21 28,354 0 1,351
GROUPE CGI INC CL A SUB VTG 39945C109 3,228 52,801 SH   DFND 17 47,962 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 146 2,393 SH   DFND 20 2,393 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 24,719 404,315 SH   DFND 21 267,003 0 137,312
GROUPON INC COM 399473107 641 200,247 SH   DFND 17 11,962 0 188,285
GRUBHUB INC COM 400110102 10,731 139,712 SH   DFND 17 108,092 0 31,620
GRUBHUB INC COM 400110102 220 2,863 SH   DFND 21 0 0 2,863
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,793 21,984 SH   DFND 17 21,984 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 97 1,184 SH   DFND 21 0 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 119 20,140 SH   DFND 17 20,140 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 143 24,269 SH   DFND 21 24,269 0 0
GUESS INC COM 401617105 34 1,618 SH   DFND 17 1,618 0 0
GUESS INC COM 401617105 173 8,337 SH   DFND 21 8,337 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 4,183 52,138 SH   DFND 17 41,973 0 10,165
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 32,441 34,275,000 PRN   DFND 17 34,275,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 31 4,754 SH   DFND 17 4,754 0 0
GULFPORT ENERGY CORP COM NEW 402635304 39 5,885 SH   DFND 21 5,885 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 580 28,380 SH   DFND 17 3,600 0 24,780
HCA HEALTHCARE INC COM 40412C101 921 7,400 SH   DFND 4 7,400 0 0
HCA HEALTHCARE INC COM 40412C101 11,114 89,305 SH   DFND 17 84,805 0 4,500
HCA HEALTHCARE INC COM 40412C101 40,078 322,042 SH   DFND 21 278,343 0 43,699
HCA HEALTHCARE INC CALL 40412C901 809 6,500 SH Call DFND 4 6,500 0 0
HCA HEALTHCARE INC PUT 40412C951 15,083 121,200 SH Put DFND 4 121,200 0 0
HCP INC COM 40414L109 23,503 841,507 SH   DFND 4 841,507 0 0
HCP INC COM 40414L109 566 20,264 SH   DFND 17 20,264 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 46,448 448,409 SH   DFND 17 425,009 0 23,400
HDFC BANK LTD ADR REPS 3 SHS 40415F101 16,954 163,662 SH   DFND 20 163,662 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,475 33,541 SH   DFND 21 25,211 0 8,330
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 2,327 2,350,000 PRN   DFND 17 2,350,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 687 18,300 SH   DFND 4 18,300 0 0
HD SUPPLY HLDGS INC COM 40416M105 961 25,625 SH   DFND 17 25,625 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,162 217,540 SH   DFND 21 125,826 0 91,714
HMS HLDGS CORP COM 40425J101 930 33,074 SH   DFND 17 2,274 0 30,800
HMS HLDGS CORP COM 40425J101 1,830 65,060 SH   DFND 21 0 0 65,060
HP INC COM 40434L105 13,029 636,801 SH   DFND 4 636,801 0 0
HP INC COM 40434L105 113,928 5,568,306 SH   DFND 17 5,218,429 0 349,877
HP INC COM 40434L105 602 29,400 SH   DFND 20 29,400 0 0
HP INC COM 40434L105 70,218 3,431,952 SH   DFND 21 2,909,544 0 522,408
HP INC CALL 40434L905 460 22,500 SH Call DFND 4 22,500 0 0
HP INC PUT 40434L955 7,165 350,200 SH Put DFND 4 350,200 0 0
HACKETT GROUP INC COM 404609109 3,840 239,833 SH   DFND 17 229,341 0 10,492
HAEMONETICS CORP COM 405024100 10,088 100,831 SH   DFND 17 80,201 0 20,630
HAEMONETICS CORP COM 405024100 2,465 24,639 SH   DFND 21 21,334 0 3,305
HALCON RES CORP COM PAR NEW 40537Q605 226 132,876 SH   DFND 17 18,626 0 114,250
HALLIBURTON CO COM 406216101 5,387 202,682 SH   DFND 4 202,682 0 0
HALLIBURTON CO COM 406216101 6,773 254,830 SH   DFND 17 254,830 0 0
HALLIBURTON CO CALL 406216901 922 34,700 SH Call DFND 4 34,700 0 0
HALLIBURTON CO PUT 406216951 7,395 278,200 SH Put DFND 4 278,200 0 0
HAMILTON LANE INC CL A 407497106 877 23,693 SH   DFND 17 21,463 0 2,230
HAMILTON LANE INC CL A 407497106 1,211 32,727 SH   DFND 21 11,694 0 21,033
HANESBRANDS INC COM 410345102 195 15,587 SH   DFND 17 15,587 0 0
HANESBRANDS INC COM 410345102 76 6,059 SH   DFND 21 6,059 0 0
HANOVER INS GROUP INC COM 410867105 12,684 108,624 SH   DFND 17 54,984 0 53,640
HANOVER INS GROUP INC COM 410867105 55 472 SH   DFND 20 472 0 0
HANOVER INS GROUP INC COM 410867105 9,637 82,528 SH   DFND 21 57,531 0 24,997
HARLEY DAVIDSON INC COM 412822108 242 7,088 SH   DFND 17 7,088 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 307 171,433 SH   DFND 20 171,433 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 874 488,257 SH   DFND 21 488,257 0 0
HARRIS CORP DEL COM 413875105 11,151 82,815 SH   DFND 17 82,815 0 0
HARRIS CORP DEL COM 413875105 7,438 55,236 SH   DFND 21 11,415 0 43,821
HARSCO CORP COM 415864107 6,773 341,021 SH   DFND 17 162,939 0 178,082
HARTFORD FINL SVCS GROUP INC COM 416515104 13,681 307,784 SH   DFND 17 307,784 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 380 8,550 SH   DFND 20 8,550 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,374 143,389 SH   DFND 21 134,978 0 8,411
HASBRO INC COM 418056107 408 5,020 SH   DFND 17 5,020 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 483 13,196 SH   DFND 17 13,196 0 0
HAWAIIAN HOLDINGS INC COM 419879101 15,048 569,783 SH   DFND 17 550,883 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 739 27,971 SH   DFND 21 0 0 27,971
HEALTHCARE SVCS GRP INC COM 421906108 956 23,783 SH   DFND 17 23,783 0 0
HEALTHCARE RLTY TR COM 421946104 5,478 192,616 SH   DFND 4 192,616 0 0
HEALTHCARE RLTY TR COM 421946104 96 3,379 SH   DFND 17 3,379 0 0
HEALTHSTREAM INC COM 42222N103 91 3,755 SH   DFND 17 3,755 0 0
HEALTHSTREAM INC COM 42222N103 1,046 43,304 SH   DFND 21 43,304 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,677 145,263 SH   DFND 4 145,263 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 142 5,623 SH   DFND 17 5,623 0 0
HEALTHEQUITY INC COM 42226A107 4,879 81,791 SH   DFND 17 45,288 0 36,503
HECLA MNG CO COM 422704106 30 12,505 SH   DFND 17 12,505 0 0
HEICO CORP NEW COM 422806109 271 3,500 SH   DFND 17 3,500 0 0
HEICO CORP NEW CL A 422806208 1,755 27,861 SH   DFND 17 25,064 0 2,797
HEICO CORP NEW CL A 422806208 487 7,728 SH   DFND 20 7,728 0 0
HEICO CORP NEW CL A 422806208 15,447 245,196 SH   DFND 21 198,517 0 46,679
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,541 49,422 SH   DFND 17 49,422 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 504 16,156 SH   DFND 21 16,156 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 22,502 24,340,000 PRN   DFND 17 24,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 5,543 115,631 SH   DFND 17 115,631 0 0
HELMERICH & PAYNE INC COM 423452101 8 172 SH   DFND 21 172 0 0
HENRY JACK & ASSOC INC COM 426281101 418 3,305 SH   DFND 17 3,305 0 0
HENRY JACK & ASSOC INC COM 426281101 5,003 39,542 SH   DFND 21 0 0 39,542
HERITAGE COMMERCE CORP COM 426927109 868 76,507 SH   DFND 17 66,367 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 999 725,000 PRN   DFND 17 725,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 76 2,542 SH   DFND 17 2,542 0 0
HERITAGE FINL CORP WASH COM 42722X106 322 10,821 SH   DFND 21 10,821 0 0
HERON THERAPEUTICS INC COM 427746102 25,130 968,771 SH   DFND 17 931,516 0 37,255
HERON THERAPEUTICS INC COM 427746102 168 6,492 SH   DFND 21 0 0 6,492
HERON THERAPEUTICS INC COM 427746102 2,161 91,000 SH   DFND 24 91,000 0 0
HERSHEY CO COM 427866108 16,381 152,835 SH   DFND 17 136,520 0 16,315
HESKA CORP COM RESTRC NEW 42805E306 3,150 36,581 SH   DFND 17 34,821 0 1,760
HERTZ GLOBAL HLDGS INC COM 42806J106 1,108 81,151 SH   DFND 17 81,151 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 2,690 197,069 SH   DFND 21 191,635 0 5,434
HESS CORP COM 42809H107 459 11,326 SH   DFND 17 11,326 0 0
HESS CORP COM 42809H107 63 1,551 SH   DFND 21 1,551 0 0
HESS CORP DEP PDF SR A 42809H404 621 1,249,840 SH   DFND 17 1,249,840 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,682 127,348 SH   DFND 4 127,348 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,743 737,577 SH   DFND 17 430,186 0 307,391
HEWLETT PACKARD ENTERPRISE C COM 42824C109 39,999 3,027,921 SH   DFND 21 2,622,648 0 405,273
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 379 28,700 SH Call DFND 4 28,700 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 5,038 381,400 SH Put DFND 4 381,400 0 0
HEXCEL CORP NEW COM 428291108 13,685 238,658 SH   DFND 17 185,228 0 53,430
HEXCEL CORP NEW COM 428291108 797 13,896 SH   DFND 21 2,040 0 11,856
HEXCEL CORP NEW COM 428291108 7,876 139,200 SH   DFND 24 139,200 0 0
HIBBETT SPORTS INC COM 428567101 7 522 SH   DFND 17 522 0 0
HIBBETT SPORTS INC COM 428567101 334 23,384 SH   DFND 21 23,384 0 0
HILL ROM HLDGS INC COM 431475102 25,689 290,109 SH   DFND 17 243,333 0 46,776
HILL ROM HLDGS INC COM 431475102 308 3,479 SH   DFND 20 3,479 0 0
HILL ROM HLDGS INC COM 431475102 30,655 346,187 SH   DFND 21 253,909 0 92,278
HILTON WORLDWIDE HLDGS INC COM 43300A203 9,172 127,740 SH   DFND 4 127,740 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 877 12,220 SH   DFND 17 12,220 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 653 9,100 SH Put DFND 4 9,100 0 0
HOLLYFRONTIER CORP COM 436106108 477 9,338 SH   DFND 4 9,338 0 0
HOLLYFRONTIER CORP COM 436106108 10,329 202,059 SH   DFND 17 75,803 0 126,256
HOLLYFRONTIER CORP COM 436106108 10,187 199,285 SH   DFND 21 143,848 0 55,437
HOLLYFRONTIER CORP COM 436106108 485 9,500 SH   DFND 24 9,500 0 0
HOLOGIC INC COM 436440101 476 11,574 SH   DFND 17 11,574 0 0
HOME BANCSHARES INC COM 436893200 72 4,396 SH   DFND 17 4,396 0 0
HOME BANCSHARES INC COM 436893200 374 22,872 SH   DFND 21 22,872 0 0
HOME DEPOT INC COM 437076102 17,741 103,256 SH   DFND 4 103,256 0 0
HOME DEPOT INC COM 437076102 358,848 2,088,658 SH   DFND 17 1,986,657 0 102,001
HOME DEPOT INC COM 437076102 3,265 19,004 SH   DFND 20 19,004 0 0
HOME DEPOT INC COM 437076102 168,526 980,826 SH   DFND 21 857,212 0 123,614
HOME DEPOT INC CALL 437076902 2,337 13,600 SH Call DFND 4 13,600 0 0
HOME DEPOT INC PUT 437076952 68,814 400,500 SH Put DFND 4 400,500 0 0
HONEYWELL INTL INC COM 438516106 437 3,306 SH   DFND 4 3,306 0 0
HONEYWELL INTL INC COM 438516106 199,905 1,513,204 SH   DFND 17 1,507,277 0 5,927
HONEYWELL INTL INC COM 438516106 132 1,000 SH   DFND 21 1,000 0 0
HONEYWELL INTL INC CALL 438516906 634 4,800 SH Call DFND 4 4,800 0 0
HONEYWELL INTL INC PUT 438516956 964 7,300 SH Put DFND 4 7,300 0 0
HOOKER FURNITURE CORP COM 439038100 366 13,907 SH   DFND 17 2,839 0 11,068
HOPE BANCORP INC COM 43940T109 14,717 1,240,921 SH   DFND 17 1,240,921 0 0
HORMEL FOODS CORP COM 440452100 497 11,655 SH   DFND 17 11,655 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 63,896 64,715,000 PRN   DFND 17 56,255,000 0 8,460,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 14,505 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 23,356 1,619,709 SH   DFND 17 1,578,759 0 40,950
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 612 25,618 SH   DFND 17 25,618 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,494 230,063 SH   DFND 21 119,191 0 110,872
HOST HOTELS & RESORTS INC COM 44107P104 23,673 1,420,099 SH   DFND 4 1,420,099 0 0
HOST HOTELS & RESORTS INC COM 44107P104 76,082 4,564,012 SH   DFND 17 4,542,114 0 21,898
HOULIHAN LOKEY INC CL A 441593100 17,065 463,724 SH   DFND 17 438,478 0 25,246
HOWARD HUGHES CORP COM 44267D107 63,137 646,767 SH   DFND 4 646,767 0 0
HOWARD HUGHES CORP COM 44267D107 105 1,074 SH   DFND 17 1,074 0 0
HUB GROUP INC CL A 443320106 34 908 SH   DFND 17 908 0 0
HUB GROUP INC CL A 443320106 284 7,674 SH   DFND 21 0 0 7,674
HUBBELL INC COM 443510607 13,877 139,697 SH   DFND 17 139,697 0 0
HUBBELL INC COM 443510607 44 441 SH   DFND 21 441 0 0
HUBSPOT INC COM 443573100 7,319 58,212 SH   DFND 17 49,212 0 9,000
HUDBAY MINERALS INC COM 443628102 43,231 9,140,000 SH   DFND 4 9,140,000 0 0
HUDBAY MINERALS INC COM 443628102 6,138 1,297,739 SH   DFND 21 1,297,739 0 0
HUDSON PAC PPTYS INC COM 444097109 13,071 449,809 SH   DFND 4 449,809 0 0
HUDSON PAC PPTYS INC COM 444097109 122 4,213 SH   DFND 17 4,213 0 0
HUMANA INC COM 444859102 7,139 24,920 SH   DFND 4 24,920 0 0
HUMANA INC COM 444859102 14,011 48,909 SH   DFND 17 33,843 0 15,066
HUMANA INC COM 444859102 60 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 66,017 230,443 SH   DFND 21 185,094 0 45,349
HUMANA INC CALL 444859902 1,977 6,900 SH Call DFND 4 6,900 0 0
HUMANA INC PUT 444859952 21,429 74,800 SH Put DFND 4 74,800 0 0
HUNT J B TRANS SVCS INC COM 445658107 11,601 124,690 SH   DFND 17 124,690 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,295 13,916 SH   DFND 21 5,512 0 8,404
HUNTINGTON BANCSHARES INC COM 446150104 1,166 97,786 SH   DFND 4 97,786 0 0
HUNTINGTON BANCSHARES INC COM 446150104 557 46,707 SH   DFND 17 46,707 0 0
HUNTINGTON BANCSHARES INC COM 446150104 177 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 21,461 112,767 SH   DFND 17 79,568 0 33,199
HUNTINGTON INGALLS INDS INC COM 446413106 6,893 36,221 SH   DFND 21 30,991 0 5,230
HUNTSMAN CORP COM 447011107 483 25,064 SH   DFND 17 25,064 0 0
HUNTSMAN CORP COM 447011107 156 8,088 SH   DFND 20 8,088 0 0
HUNTSMAN CORP COM 447011107 2,068 107,183 SH   DFND 21 96,172 0 11,011
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 25,634 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 10,333 447,494 SH   DFND 20 447,494 0 0
HYATT HOTELS CORP COM CL A 448579102 3,221 47,642 SH   DFND 17 34,637 0 13,005
IAC INTERACTIVECORP COM 44919P508 1,185 6,472 SH   DFND 17 2,072 0 4,400
ICF INTL INC COM 44925C103 1,313 20,269 SH   DFND 17 20,269 0 0
ICF INTL INC COM 44925C103 333 5,139 SH   DFND 20 5,139 0 0
ICF INTL INC COM 44925C103 10,724 165,544 SH   DFND 21 120,115 0 45,429
ICU MED INC COM 44930G107 377 1,640 SH   DFND 17 1,640 0 0
ICU MED INC COM 44930G107 431 1,879 SH   DFND 21 1,879 0 0
IPG PHOTONICS CORP COM 44980X109 189 1,669 SH   DFND 17 1,669 0 0
IPG PHOTONICS CORP COM 44980X109 148 1,303 SH   DFND 21 323 0 980
IRHYTHM TECHNOLOGIES INC COM 450056106 46 658 SH   DFND 17 658 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 635 9,134 SH   DFND 21 9,134 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 1,355 1,500,000 PRN   DFND 4 1,500,000 0 0
ITT INC COM 45073V108 15,963 330,708 SH   DFND 17 330,708 0 0
IBERIABANK CORP COM 450828108 14,975 232,967 SH   DFND 17 232,967 0 0
IAMGOLD CORP COM 450913108 231 62,911 SH   DFND 17 62,911 0 0
IAMGOLD CORP COM 450913108 2,220 605,152 SH   DFND 21 605,152 0 0
ICICI BK LTD ADR 45104G104 1,658 161,100 SH   DFND   161,100 0 0
ICICI BK LTD ADR 45104G104 346 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 1,346 130,800 SH   DFND 20 130,800 0 0
ICICI BK LTD ADR 45104G104 684 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 30,158 68,825,000 PRN   DFND 17 65,635,000 0 3,190,000
IDACORP INC COM 451107106 364 3,915 SH   DFND 17 3,915 0 0
IDACORP INC COM 451107106 995 10,692 SH   DFND 21 10,692 0 0
IDEX CORP COM 45167R104 33,781 267,551 SH   DFND 17 267,551 0 0
IDEX CORP COM 45167R104 5,858 46,393 SH   DFND 21 41,537 0 4,856
IDEX CORP COM 45167R104 5,401 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 10,886 58,518 SH   DFND 17 47,438 0 11,080
IDEXX LABS INC COM 45168D104 121 653 SH   DFND 21 653 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,529 75,000 SH   DFND 21 75,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 13,852 109,338 SH   DFND 4 109,338 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,997 63,119 SH   DFND 17 63,119 0 0
ILLINOIS TOOL WKS INC CALL 452308909 1,609 12,700 SH Call DFND 4 12,700 0 0
ILLINOIS TOOL WKS INC PUT 452308959 12,504 98,700 SH Put DFND 4 98,700 0 0
ILLUMINA INC COM 452327109 23,983 79,963 SH   DFND 17 79,963 0 0
ILLUMINA INC COM 452327109 19,635 65,466 SH   DFND 21 45,026 0 20,440
ILLUMINA INC COM 452327109 8,022 26,900 SH   DFND 24 26,900 0 0
ILLUMINA INC CALL 452327909 1,050 3,500 SH Call DFND 4 3,500 0 0
ILLUMINA INC PUT 452327959 20,545 68,500 SH Put DFND 4 68,500 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,567 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 19,467 14,810,000 PRN   DFND 17 12,310,000 0 2,500,000
IMMUNOMEDICS INC COM 452907108 4,279 299,858 SH   DFND 17 220,764 0 79,094
IMMUNOMEDICS INC COM 452907108 228 15,200 SH   DFND 24 15,200 0 0
IMPERVA INC COM 45321L100 53 951 SH   DFND 17 951 0 0
IMPERVA INC COM 45321L100 17,156 308,060 SH   DFND 21 308,060 0 0
INCYTE CORP COM 45337C102 6,781 106,643 SH   DFND 17 106,643 0 0
INCYTE CORP COM 45337C102 13,181 207,279 SH   DFND 20 207,279 0 0
INCYTE CORP COM 45337C102 2,977 47,800 SH   DFND 24 47,800 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 13 609 SH   DFND 17 609 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 203 9,676 SH   DFND 21 9,676 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 35 1,778 SH   DFND 17 1,778 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 575 29,229 SH   DFND 21 4,989 0 24,240
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 584 14,768 SH   DFND 17 14,768 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,415 35,778 SH   DFND 21 35,778 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 34,096 46,215,000 PRN   DFND 17 46,215,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,166 122,514 SH   DFND 17 122,514 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,322 454,000 SH   DFND 20 454,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,892 408,862 SH   DFND 21 352,752 0 56,110
INFOSYS LTD SPONSORED ADR 456788108 306 32,400 SH   DFND 24 32,400 0 0
INFRAREIT INC COM 45685L100 8,715 414,619 SH   DFND 17 414,619 0 0
INGEVITY CORP COM 45688C107 11,275 134,728 SH   DFND 17 80,686 0 54,042
INGLES MKTS INC CL A 457030104 769 28,245 SH   DFND 17 3,670 0 24,575
INGLES MKTS INC CL A 457030104 1,742 64,004 SH   DFND 21 57,252 0 6,752
INGREDION INC COM 457187102 1,176 12,864 SH   DFND 4 12,864 0 0
INGREDION INC COM 457187102 31,265 342,066 SH   DFND 17 336,310 0 5,756
INGREDION INC COM 457187102 5,766 63,086 SH   DFND 21 21,208 0 41,878
INSIGHT ENTERPRISES INC COM 45765U103 40 978 SH   DFND 17 978 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,487 36,502 SH   DFND 21 36,502 0 0
INSMED INC COM PAR $.01 457669307 1,232 93,918 SH   DFND 17 93,918 0 0
INSMED INC COM PAR $.01 457669307 640 49,000 SH   DFND 24 49,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 22,502 31,780,000 PRN   DFND 17 31,780,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 31,733 29,945,000 PRN   DFND 17 27,615,000 0 2,330,000
INPHI CORP NOTE 0.750% 9/0 45772FAC1 44,361 47,610,000 PRN   DFND 17 47,610,000 0 0
INNOPHOS HOLDINGS INC COM 45774N108 4,131 168,389 SH   DFND 17 168,389 0 0
INSPERITY INC COM 45778Q107 7,153 76,613 SH   DFND 17 26,685 0 49,928
INSPERITY INC COM 45778Q107 516 5,527 SH   DFND 20 5,527 0 0
INSPERITY INC COM 45778Q107 36,049 386,125 SH   DFND 21 299,747 0 86,378
INOGEN INC COM 45780L104 1,788 14,398 SH   DFND 17 14,398 0 0
INOGEN INC COM 45780L104 3 25 SH   DFND 21 25 0 0
INSTRUCTURE INC COM 45781U103 4,857 129,486 SH   DFND 17 129,486 0 0
INSULET CORP COM 45784P101 9,723 122,585 SH   DFND 17 80,366 0 42,219
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,304 950,000 PRN   DFND 17 950,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 21,602 446,046 SH   DFND 4 390,591 0 55,455
INTEGRATED DEVICE TECHNOLOGY COM 458118106 171 3,540 SH   DFND 17 3,540 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 14,657 302,650 SH   DFND 21 302,650 0 0
INTEL CORP COM 458140100 21,314 454,163 SH   DFND 4 454,163 0 0
INTEL CORP COM 458140100 487,781 10,393,932 SH   DFND 17 9,299,599 0 1,094,333
INTEL CORP COM 458140100 4,114 87,657 SH   DFND 20 87,657 0 0
INTEL CORP COM 458140100 313,577 6,681,807 SH   DFND 21 4,561,408 0 2,120,399
INTEL CORP CALL 458140900 3,731 79,500 SH Call DFND 4 79,500 0 0
INTEL CORP PUT 458140950 87,881 1,872,600 SH Put DFND 4 1,872,600 0 0
INTEGER HLDGS CORP COM 45826H109 1,355 17,774 SH   DFND 17 6,119 0 11,655
INTEGER HLDGS CORP COM 45826H109 2,094 27,453 SH   DFND 21 24,002 0 3,451
INTELLIA THERAPEUTICS INC COM 45826J105 1,753 128,392 SH   DFND 17 125,731 0 2,661
INTER PARFUMS INC COM 458334109 1,100 16,780 SH   DFND 17 1,500 0 15,280
INTER PARFUMS INC COM 458334109 519 7,914 SH   DFND 21 7,914 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 924 16,911 SH   DFND 17 16,911 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 4,653 85,138 SH   DFND 21 61,985 0 23,153
INTERCEPT PHARMACEUTICALS IN COM 45845P108 566 5,618 SH   DFND 17 5,618 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 263 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 82,043 91,840,000 PRN   DFND 17 87,825,000 0 4,015,000
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 16,591 15,800,000 PRN   DFND 17 15,800,000 0 0
INTERFACE INC COM 458665304 13,669 959,224 SH   DFND 17 959,224 0 0
INTERFACE INC COM 458665304 316 22,151 SH   DFND 21 3,920 0 18,231
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,648 48,429 SH   DFND 17 48,429 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,119 121,052 SH   DFND 21 50,228 0 70,824
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 776 10,300 SH Call DFND 4 10,300 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 13,793 183,100 SH Put DFND 4 183,100 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 12,070 350,884 SH   DFND 17 350,884 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 18,756 165,005 SH   DFND 4 165,005 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 101,835 895,911 SH   DFND 17 827,642 0 68,269
INTERNATIONAL BUSINESS MACHS COM 459200101 28,508 250,798 SH   DFND 21 230,486 0 20,312
INTERNATIONAL BUSINESS MACHS CALL 459200901 14,607 128,500 SH Call DFND 4 128,500 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 28,781 253,200 SH Put DFND 4 253,200 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,514 11,275 SH   DFND 17 11,257 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,363 92,076 SH   DFND 20 0 0 92,076
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 108,816 810,426 SH   DFND 21 712,359 0 98,067
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,071 8,100 SH   DFND 24 8,100 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 135,617 2,674,900 SH   DFND 17 2,531,755 0 143,145
INTL PAPER CO COM 460146103 2,870 71,113 SH   DFND 4 71,113 0 0
INTL PAPER CO COM 460146103 54,748 1,356,499 SH   DFND 17 1,345,376 0 11,123
INTL PAPER CO COM 460146103 156 3,874 SH   DFND 21 3,874 0 0
INTL PAPER CO CALL 460146903 819 20,300 SH Call DFND 4 20,300 0 0
INTL PAPER CO PUT 460146953 5,392 133,600 SH Put DFND 4 133,600 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,843 42,025 SH   DFND 17 21,402 0 20,623
INTERPUBLIC GROUP COS INC COM 460690100 676 32,769 SH   DFND 17 32,769 0 0
INTERPUBLIC GROUP COS INC COM 460690100 17,137 830,660 SH   DFND 21 664,020 0 166,640
INTERSECT ENT INC COM 46071F103 5,074 180,073 SH   DFND 17 176,272 0 3,801
INVESCO QQQ TR UNIT SER 1 46090E103 3,531 23,080 SH   DFND 24 22,640 0 440
INVESCO QQQ TR CALL 46090E903 8,361 54,200 SH Call DFND 4 54,200 0 0
INVESCO QQQ TR PUT 46090E953 422,484 2,738,779 SH Put DFND 4 2,601,779 0 137,000
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 1,507 100,000 SH   DFND 25 0 0 100,000
INTUIT COM 461202103 813 4,132 SH   DFND 4 4,132 0 0
INTUIT COM 461202103 140,711 714,864 SH   DFND 17 708,285 0 6,579
INTUIT COM 461202103 135,079 686,202 SH   DFND 21 566,330 0 119,872
INTUIT CALL 461202903 1,496 7,600 SH Call DFND 4 7,600 0 0
INTUIT PUT 461202953 18,051 91,700 SH Put DFND 4 91,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 231,343 483,130 SH   DFND 17 472,560 0 10,570
INTUITIVE SURGICAL INC COM NEW 46120E602 2,416 5,044 SH   DFND 20 5,044 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 27,921 58,299 SH   DFND 21 47,989 0 10,310
INTUITIVE SURGICAL INC CALL 46120E902 623 1,300 SH Call DFND 4 1,300 0 0
INTUITIVE SURGICAL INC PUT 46120E952 21,599 45,100 SH Put DFND 4 45,100 0 0
INTRICON CORP COM 46121H109 3,972 150,562 SH   DFND 17 132,399 0 18,163
INTRICON CORP COM 46121H109 651 24,687 SH   DFND 21 24,687 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 5,443 375,882 SH   DFND 17 91,366 0 284,516
INVESCO MORTGAGE CAPITAL INC COM 46131B100 72 4,964 SH   DFND 20 4,964 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 3,015 208,216 SH   DFND 21 111,242 0 96,974
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 2,082 45,000 SH   DFND 24 45,000 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 14,440 546,570 SH   DFND 25 546,570 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 27 889 SH   DFND 17 889 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 9,999 330,641 SH   DFND 21 330,641 0 0
INVESTORS BANCORP INC NEW COM 46146L101 128 12,328 SH   DFND 17 12,328 0 0
INVITAE CORP COM 46185L103 6,978 630,936 SH   DFND 17 545,651 0 85,285
INVITAE CORP COM 46185L103 1 121 SH   DFND 21 121 0 0
INVITAE CORP COM 46185L103 487 47,800 SH   DFND 24 47,800 0 0
INVITATION HOMES INC COM 46187W107 17,353 864,185 SH   DFND 4 864,185 0 0
INVITATION HOMES INC COM 46187W107 165 8,201 SH   DFND 17 8,201 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,127 39,343 SH   DFND 17 39,343 0 0
IONIS PHARMACEUTICALS INC COM 462222100 817 15,900 SH   DFND 24 15,900 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,300 485,924 SH   DFND 17 480,132 0 5,792
IQVIA HLDGS INC COM 46266C105 1,010 8,693 SH   DFND 17 8,693 0 0
IQVIA HLDGS INC COM 46266C105 5,405 46,529 SH   DFND 21 19,086 0 27,443
IRIDIUM COMMUNICATIONS INC COM 46269C102 329 17,823 SH   DFND 17 17,823 0 0
IRON MTN INC NEW COM 46284V101 496 15,292 SH   DFND 17 15,292 0 0
ISHARES GOLD TRUST ISHARES 464285105 736 60,000 SH   DFND 24 60,000 0 0
ISHARES INC MSCI AUST ETF 464286103 357 18,570 SH   DFND 24 6,840 0 11,730
ISHARES INC MSCI WORLD ETF 464286392 2,303 29,400 SH   DFND 24 0 0 29,400
ISHARES INC MSCI BRAZIL ETF 464286400 783 20,552 SH   DFND 24 0 0 20,552
ISHARES INC MSCI CDA ETF 464286509 388 16,280 SH   DFND 24 10,680 0 5,600
ISHARES INC MIN VOL GBL ETF 464286525 520 6,400 SH   DFND 17 6,400 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 223 4,000 SH   DFND 24 4,000 0 0
ISHARES INC MSCI STH KOR ETF 464286772 927 15,752 SH   DFND 17 15,752 0 0
ISHARES TR SELECT DIVID ETF 464287168 310 3,500 SH   DFND 24 3,500 0 0
ISHARES TR TIPS BD ETF 464287176 1,410 12,872 SH   DFND 17 12,872 0 0
ISHARES TR TIPS BD ETF 464287176 3,427 31,320 SH   DFND 24 25,630 0 5,690
ISHARES TR TIPS BD ETF 464287176 10,951 100,000 SH   DFND 25 0 0 100,000
ISHARES TR CORE S&P500 ETF 464287200 1,366,030 5,429,155 SH   DFND 17 5,429,155 0 0
ISHARES TR CORE S&P500 ETF 464287200 13,939 55,906 SH   DFND 24 26,730 0 29,176
ISHARES TR CORE US AGGBD ET 464287226 951,855 8,938,445 SH   DFND 17 8,938,445 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,062 10,000 SH   DFND 24 10,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 101,408 2,596,200 SH Put DFND 21 1,871,200 0 725,000
ISHARES TR MSCI EMG MKT ETF 464287234 1,656 42,200 SH   DFND 24 42,200 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,250 19,945 SH   DFND 17 19,945 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,655 41,257 SH   DFND 21 41,257 0 0
ISHARES TR IBOXX INV CP ETF 464287242 7,146 63,340 SH   DFND 25 63,340 0 0
ISHARES TR S&P 500 VAL ETF 464287408 2,376 23,488 SH   DFND 17 23,488 0 0
ISHARES TR 20 YR TR BD ETF 464287432 3 27 SH   DFND 17 27 0 0
ISHARES TR 20 YR TR BD ETF 464287432 5,750 47,500 SH   DFND 24 47,500 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 15 145 SH   DFND 17 145 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 6,229 60,000 SH   DFND 24 60,000 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1 9 SH   DFND 17 9 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 3,827 45,780 SH   DFND 24 16,630 0 29,150
ISHARES TR MSCI EAFE ETF 464287465 33,687 573,103 SH   DFND 4 573,103 0 0
ISHARES TR NASDAQ BIOTECH 464287556 289 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,387 32,850 SH   DFND 24 0 0 32,850
ISHARES TR RUS 1000 VAL ETF 464287598 113,124 1,018,680 SH   DFND 17 995,336 0 23,344
ISHARES TR RUS 2000 VAL ETF 464287630 990 9,209 SH   DFND 17 9,209 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 144,508 1,079,224 SH   DFND 17 1,079,224 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 387 2,910 SH   DFND 24 2,440 0 470
ISHARES TR CORE S&P US VLU 464287663 5,565 113,361 SH   DFND 17 113,361 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 14,260 97,063 SH   DFND 17 97,063 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,080 14,460 SH   DFND 24 14,460 0 0
ISHARES TR CALL 464287905 9,319 69,600 SH Call DFND 4 69,600 0 0
ISHARES TR PUT 464287954 698,499 17,882,352 SH Put DFND 4 17,882,352 0 0
ISHARES TR PUT 464287955 311,703 2,327,877 SH Put DFND 4 2,044,877 0 283,000
ISHARES TR PUT 464287959 31,877 425,367 SH Put DFND 4 425,367 0 0
ISHARES TR INTL TREA BD ETF 464288117 1,014 20,950 SH   DFND 24 0 0 20,950
ISHARES TR MSCI AC ASIA ETF 464288182 1,376 21,600 SH   DFND 24 5,000 0 16,600
ISHARES TR MSCI ACWI ETF 464288257 190,510 2,969,294 SH   DFND 17 2,969,294 0 0
ISHARES TR MSCI ACWI ETF 464288257 17,679 276,880 SH   DFND 24 0 0 276,880
ISHARES TR JPMORGAN USD EMG 464288281 985 9,477 SH   DFND 17 9,477 0 0
ISHARES TR JPMORGAN USD EMG 464288281 7,591 73,308 SH   DFND 24 0 0 73,308
ISHARES TR JPMORGAN USD EMG 464288281 86,219 829,750 SH   DFND 25 299,750 0 530,000
ISHARES TR IBOXX HI YD ETF 464288513 874 10,780 SH   DFND 17 10,780 0 0
ISHARES TR IBOXX HI YD ETF 464288513 628 7,750 SH   DFND 24 0 0 7,750
ISHARES TR MBS ETF 464288588 4,510 43,093 SH   DFND 17 43,093 0 0
ISHARES TR MBS ETF 464288588 4,829 46,146 SH   DFND 21 46,146 0 0
ISHARES TR MRGSTR SM CP GR 464288604 4,961 29,803 SH   DFND 17 29,803 0 0
ISHARES TR USD INV GRDE ETF 464288620 103,181 1,948,643 SH   DFND 17 1,948,643 0 0
ISHARES TR SHORT TREAS BD 464288679 656 5,950 SH   DFND 24 0 0 5,950
ISHARES TR S&P US PFD STK 464288687 725 21,184 SH   DFND 17 21,184 0 0
ISHARES TR US AER DEF ETF 464288760 21,691 125,485 SH   DFND 20 125,485 0 0
ISHARES TR US AER DEF ETF 464288760 63 369 SH   DFND 24 0 0 369
ISHARES TR US TREAS BD ETF 46429B267 6,160 249,888 SH   DFND 17 249,888 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 1,315 52,980 SH   DFND 24 0 0 52,980
ISHARES TR GNMA BOND ETF 46429B333 3,928 80,781 SH   DFND 24 0 0 80,781
ISHARES TR MSCI INDIA ETF 46429B598 4,918 147,500 SH   DFND 17 147,500 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,248 37,401 SH   DFND 24 0 0 37,401
ISHARES TR MSCI INDIA SM CP 46429B614 5,403 140,080 SH   DFND 17 140,080 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 1,010 20,046 SH   DFND 17 20,046 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,582 91,000 SH   DFND 24 30,000 0 61,000
ISHARES TR FLTG RATE NT ETF 46429B655 1,042 20,685 SH   DFND 25 20,685 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 9,487 113,318 SH   DFND 24 38,900 0 74,418
ISHARES TR MIN VOL USA ETF 46429B697 215 4,111 SH   DFND 17 4,111 0 0
ISHARES TR MIN VOL USA ETF 46429B697 467 9,000 SH   DFND 24 9,000 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 19,604 270,142 SH   DFND 25 0 0 270,142
ISHARES TR CORE MSCI EAFE 46432F842 7,737 140,668 SH   DFND 17 140,668 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 73,300 69,305,000 PRN   DFND 17 69,305,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 480 10,188 SH   DFND 17 10,188 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,501 52,940 SH   DFND 24 16,000 0 36,940
ISHARES INC MSCI TAIWAN ETF 46434G772 4,133 130,714 SH   DFND 17 130,714 0 0
ISHARES INC MSCI RUSSIA ETF 46434G798 777 25,118 SH   DFND 24 0 0 25,118
ISHARES INC MSCI JPN ETF NEW 46434G822 16,728 330,000 SH Put DFND 21 0 0 330,000
ISHARES INC MSCI JPN ETF NEW 46434G822 3,773 74,299 SH   DFND 24 49,400 0 24,899
ISHARES INC MSCI GBL GOLD MN 46434G855 1,237 77,355 SH   DFND 24 0 0 77,355
ISHARES TR 0-5YR INVT GR CP 46434V100 493 9,950 SH   DFND 24 0 0 9,950
ISHARES TR 0-5YR HI YL CP 46434V407 389 8,755 SH   DFND 24 0 0 8,755
ISHARES TR MSCI QATAR ETF 46434V779 3,008 161,627 SH   DFND 24 0 0 161,627
ISHARES TR TRS FLT RT BD 46434V860 4,613 91,760 SH   DFND 24 91,760 0 0
ISHARES TR CONV BD ETF 46435G102 13,160 250,569 SH   DFND 17 250,569 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 526 57,502 SH   DFND 17 57,502 0 0
ITRON INC COM 465741106 7,271 153,763 SH   DFND 17 153,763 0 0
ITRON INC COM 465741106 910 19,253 SH   DFND 21 19,253 0 0
J & J SNACK FOODS CORP COM 466032109 248 1,713 SH   DFND 17 1,713 0 0
J & J SNACK FOODS CORP COM 466032109 1,951 13,495 SH   DFND 21 0 0 13,495
JPMORGAN CHASE & CO COM 46625H100 23,860 244,414 SH   DFND 4 244,414 0 0
JPMORGAN CHASE & CO COM 46625H100 589,724 6,041,252 SH   DFND 17 5,666,125 0 375,127
JPMORGAN CHASE & CO COM 46625H100 9,523 97,555 SH   DFND 20 97,555 0 0
JPMORGAN CHASE & CO COM 46625H100 350,377 3,589,195 SH   DFND 21 2,587,653 0 1,001,542
JPMORGAN CHASE & CO CALL 46625H900 2,977 30,500 SH Call DFND 4 30,500 0 0
JPMORGAN CHASE & CO PUT 46625H950 73,322 751,100 SH Put DFND 4 751,100 0 0
JABIL INC COM 466313103 114 4,599 SH   DFND 17 4,599 0 0
JABIL INC COM 466313103 1,780 71,795 SH   DFND 20 71,795 0 0
JABIL INC COM 466313103 26,109 1,053,197 SH   DFND 21 837,732 0 215,465
JACOBS ENGR GROUP INC DEL COM 469814107 1,067 18,245 SH   DFND 17 18,245 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,421 41,418 SH   DFND 21 28,962 0 12,456
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 75,506 77,860,000 PRN   DFND 17 77,860,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 74,768 82,565,000 PRN   DFND 17 78,460,000 0 4,105,000
JD COM INC SPON ADR CL A 47215P106 258 12,350 SH   DFND 17 2,200 0 10,150
JD COM INC SPON ADR CL A 47215P106 86 4,095 SH   DFND 21 0 0 4,095
JEFFERIES FINL GROUP INC COM 47233W109 1,648 94,948 SH   DFND 17 94,948 0 0
JEFFERIES FINL GROUP INC COM 47233W109 11,525 663,889 SH   DFND 21 663,889 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,013 312,133 SH   DFND 4 312,133 0 0
JETBLUE AIRWAYS CORP COM 477143101 185 11,523 SH   DFND 17 11,523 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,193 74,276 SH   DFND 21 57,306 0 16,970
JOHNSON & JOHNSON COM 478160104 1,940 15,030 SH   DFND 4 15,030 0 0
JOHNSON & JOHNSON COM 478160104 194,919 1,510,414 SH   DFND 17 1,239,206 0 271,208
JOHNSON & JOHNSON COM 478160104 5,186 40,189 SH   DFND 20 40,189 0 0
JOHNSON & JOHNSON COM 478160104 374,799 2,904,296 SH   DFND 21 2,092,782 0 811,514
JOHNSON & JOHNSON CALL 478160904 41,773 323,700 SH Call DFND 4 323,700 0 0
JOHNSON & JOHNSON PUT 478160954 76,888 595,800 SH Put DFND 4 595,800 0 0
JOHNSON OUTDOORS INC CL A 479167108 265 4,519 SH   DFND 17 434 0 4,085
JONES LANG LASALLE INC COM 48020Q107 718 5,672 SH   DFND 17 5,672 0 0
JONES LANG LASALLE INC COM 48020Q107 3,532 27,900 SH   DFND 21 21,018 0 6,882
J2 GLOBAL INC COM 48123V102 89 1,282 SH   DFND 17 1,282 0 0
J2 GLOBAL INC COM 48123V102 83 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 8,399 121,056 SH   DFND 21 118,446 0 2,610
JUNIPER NETWORKS INC COM 48203R104 3,677 136,652 SH   DFND 17 136,652 0 0
JUNIPER NETWORKS INC COM 48203R104 24,444 908,363 SH   DFND 21 789,526 0 118,837
JUPAI HLDGS LTD ADS 48205B107 98 22,317 SH   DFND 17 22,317 0 0
JUPAI HLDGS LTD ADS 48205B107 260 59,200 SH   DFND 21 59,200 0 0
JUST ENERGY GROUP INC COM 48213W101 710 4,664,101 SH   DFND 4 4,664,101 0 0
KAR AUCTION SVCS INC COM 48238T109 21,613 452,916 SH   DFND 17 396,315 0 56,601
KAR AUCTION SVCS INC COM 48238T109 1,515 31,754 SH   DFND 20 31,754 0 0
KAR AUCTION SVCS INC COM 48238T109 20,781 435,482 SH   DFND 21 370,793 0 64,689
KBR INC COM 48242W106 12,317 811,384 SH   DFND 17 811,384 0 0
KBR INC COM 48242W106 635 41,837 SH   DFND 21 0 0 41,837
KLA-TENCOR CORP COM 482480100 1,086 12,136 SH   DFND 4 12,136 0 0
KLA-TENCOR CORP COM 482480100 3,713 41,490 SH   DFND 17 41,490 0 0
KLA-TENCOR CORP COM 482480100 274 3,058 SH   DFND 20 3,058 0 0
KLA-TENCOR CORP COM 482480100 23,826 266,237 SH   DFND 21 265,191 0 1,046
KKR REAL ESTATE FIN TR INC COM 48251K100 278 14,508 SH   DFND 17 14,508 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 172 8,973 SH   DFND 21 8,973 0 0
KT CORP SPONSORED ADR 48268K101 2,397 168,538 SH   DFND 17 168,538 0 0
KADANT INC COM 48282T104 3,473 42,636 SH   DFND 17 42,636 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,366 15,302 SH   DFND 17 8,813 0 6,489
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,381 26,665 SH   DFND 21 26,665 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 142,156 1,489,323 SH   DFND 17 1,406,788 0 82,535
KANSAS CITY SOUTHERN COM NEW 485170302 7,265 76,109 SH   DFND 21 62,209 0 13,900
KANSAS CITY SOUTHERN COM NEW 485170302 191 2,000 SH   DFND 24 2,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,034 110,398 SH   DFND 17 106,713 0 3,685
KB HOME NOTE 1.375% 2/0 48666KAS8 22,684 22,775,000 PRN   DFND 17 22,775,000 0 0
KEARNY FINL CORP MD COM 48716P108 220 17,180 SH   DFND 17 17,180 0 0
KELLOGG CO COM 487836108 11 200 SH   DFND 4 200 0 0
KELLOGG CO COM 487836108 1,976 34,668 SH   DFND 17 34,668 0 0
KELLOGG CO COM 487836108 20,221 354,699 SH   DFND 21 235,371 0 119,328
KELLY SVCS INC CL A 488152208 1,089 53,179 SH   DFND 17 10,320 0 42,859
KELLY SVCS INC CL A 488152208 266 13,012 SH   DFND 21 1,574 0 11,438
KEMET CORP COM NEW 488360207 28 1,587 SH   DFND 17 1,587 0 0
KEMET CORP COM NEW 488360207 5,874 334,879 SH   DFND 20 334,879 0 0
KEMET CORP COM NEW 488360207 226 12,861 SH   DFND 21 0 0 12,861
KEMPER CORP DEL COM 488401100 1,354 20,399 SH   DFND 17 12,539 0 7,860
KENNAMETAL INC COM 489170100 14,995 450,559 SH   DFND 17 450,559 0 0
KEURIG DR PEPPER INC COM 49271V100 2,222 86,649 SH   DFND 17 86,649 0 0
KEURIG DR PEPPER INC COM 49271V100 133 5,200 SH   DFND 20 5,200 0 0
KEURIG DR PEPPER INC COM 49271V100 24,803 967,355 SH   DFND 21 793,037 0 174,318
KEYCORP NEW COM 493267108 22 1,475 SH   DFND 4 1,475 0 0
KEYCORP NEW COM 493267108 12,979 878,165 SH   DFND 17 878,165 0 0
KEYCORP NEW COM 493267108 3,434 232,367 SH   DFND 21 229,474 0 2,893
KEYCORP NEW CALL 493267908 275 18,600 SH Call DFND 4 18,600 0 0
KEYCORP NEW PUT 493267958 2,820 190,800 SH Put DFND 4 190,800 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 9,188 148,000 SH   DFND 17 121,694 0 26,306
KEYW HLDG CORP COM 493723100 9 1,334 SH   DFND 17 1,334 0 0
KEYW HLDG CORP COM 493723100 503 75,148 SH   DFND 21 75,148 0 0
KFORCE INC COM 493732101 3,104 100,390 SH   DFND 17 100,390 0 0
KFORCE INC COM 493732101 93 3,016 SH   DFND 21 3,016 0 0
KILROY RLTY CORP COM 49427F108 15,038 239,156 SH   DFND 4 239,156 0 0
KILROY RLTY CORP COM 49427F108 10,312 163,999 SH   DFND 17 92,491 0 71,508
KIMBERLY CLARK CORP COM 494368103 3,049 26,764 SH   DFND 4 26,764 0 0
KIMBERLY CLARK CORP COM 494368103 3,670 32,209 SH   DFND 17 22,663 0 9,546
KIMBERLY CLARK CORP COM 494368103 3,741 32,836 SH   DFND 21 32,836 0 0
KIMBERLY CLARK CORP CALL 494368903 251 2,200 SH Call DFND 4 2,200 0 0
KIMBERLY CLARK CORP PUT 494368953 16,510 144,900 SH Put DFND 4 144,900 0 0
KIMCO RLTY CORP COM 49446R109 262 17,869 SH   DFND 17 17,869 0 0
KINDER MORGAN INC DEL COM 49456B101 7,917 514,776 SH   DFND 4 431,776 0 83,000
KINDER MORGAN INC DEL COM 49456B101 31,615 2,055,592 SH   DFND 17 2,055,592 0 0
KINDER MORGAN INC DEL COM 49456B101 10 646 SH   DFND 21 646 0 0
KINDER MORGAN INC DEL COM 49456B101 550 36,000 SH   DFND 24 36,000 0 0
KINDER MORGAN INC DEL CALL 49456B901 726 47,200 SH Call DFND 4 47,200 0 0
KINDER MORGAN INC DEL PUT 49456B951 7,252 471,500 SH Put DFND 4 471,500 0 0
KINDRED BIOSCIENCES INC COM 494577109 2,696 246,190 SH   DFND 17 238,050 0 8,140
KINROSS GOLD CORP COM NO PAR 496902404 6,653 2,065,057 SH   DFND 21 2,016,848 0 48,209
KINSALE CAP GROUP INC COM 49714P108 13,642 245,545 SH   DFND 17 135,144 0 110,401
KIRKLAND LAKE GOLD LTD COM 49741E100 1,397 53,593 SH   DFND 21 13,697 0 39,896
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 743 29,638 SH   DFND 17 29,638 0 0
KNOWLES CORP COM 49926D109 32 2,396 SH   DFND 17 2,396 0 0
KNOWLES CORP COM 49926D109 371 27,873 SH   DFND 21 27,873 0 0
KOHLS CORP COM 500255104 629 9,478 SH   DFND 4 9,478 0 0
KOHLS CORP COM 500255104 11,846 178,561 SH   DFND 17 143,245 0 35,316
KOHLS CORP COM 500255104 519 7,817 SH   DFND 20 7,817 0 0
KOHLS CORP COM 500255104 48,530 731,538 SH   DFND 21 454,537 0 277,001
KOREA ELECTRIC PWR SPONSORED ADR 500631106 343 23,277 SH   DFND 17 23,277 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 934 63,327 SH   DFND 21 28,049 0 35,278
KORN FERRY INTL COM NEW 500643200 18,958 479,459 SH   DFND 17 392,117 0 87,342
KORN FERRY INTL COM NEW 500643200 2,981 75,381 SH   DFND 21 35,110 0 40,271
KRAFT HEINZ CO COM 500754106 6,277 145,851 SH   DFND 4 145,851 0 0
KRAFT HEINZ CO COM 500754106 2,373 55,137 SH   DFND 17 51,677 0 3,460
KRAFT HEINZ CO COM 500754106 21,210 492,786 SH   DFND 21 492,786 0 0
KRAFT HEINZ CO CALL 500754906 1,192 27,700 SH Call DFND 4 27,700 0 0
KRAFT HEINZ CO PUT 500754956 8,444 196,200 SH Put DFND 4 196,200 0 0
KRANESHARES TR CSI CHI INTERNET 500767306 12,788 341,012 SH   DFND 20 341,012 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 7,582 538,091 SH   DFND 17 327,841 0 210,250
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 3 231 SH   DFND 21 231 0 0
KROGER CO COM 501044101 746 27,119 SH   DFND 4 27,119 0 0
KROGER CO COM 501044101 117,116 4,258,635 SH   DFND 17 4,258,635 0 0
KROGER CO COM 501044101 162 5,908 SH   DFND 20 5,908 0 0
KROGER CO COM 501044101 66,462 2,416,801 SH   DFND 21 1,860,358 0 556,443
KROGER CO CALL 501044901 704 25,600 SH Call DFND 4 25,600 0 0
KROGER CO PUT 501044951 6,410 233,100 SH Put DFND 4 233,100 0 0
KRONOS WORLDWIDE INC COM 50105F105 7 623 SH   DFND 17 623 0 0
KRONOS WORLDWIDE INC COM 50105F105 956 83,002 SH   DFND 21 75,519 0 7,483
KURA ONCOLOGY INC COM 50127T109 1,286 91,573 SH   DFND 17 88,694 0 2,879
L BRANDS INC COM 501797104 1,122 43,726 SH   DFND 17 43,726 0 0
LHC GROUP INC COM 50187A107 1,245 13,258 SH   DFND 17 13,258 0 0
LHC GROUP INC COM 50187A107 298 3,169 SH   DFND 21 3,169 0 0
LGI HOMES INC COM 50187T106 3,527 77,995 SH   DFND 17 61,418 0 16,577
LKQ CORP COM 501889208 329 13,884 SH   DFND 17 13,884 0 0
LPL FINL HLDGS INC COM 50212V100 15,694 256,936 SH   DFND 17 146,032 0 110,904
LPL FINL HLDGS INC COM 50212V100 2,446 40,044 SH   DFND 21 5,101 0 34,943
L3 TECHNOLOGIES INC COM 502413107 9,373 53,971 SH   DFND 17 44,831 0 9,140
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 811 86,009 SH   DFND 17 83,025 0 2,984
LA Z BOY INC COM 505336107 14,941 539,186 SH   DFND 17 539,186 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,150 9,100 SH   DFND 4 9,100 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 75,232 595,466 SH   DFND 17 594,169 0 1,297
LABORATORY CORP AMER HLDGS COM NEW 50540R409 380 3,004 SH   DFND 20 3,004 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24,632 194,933 SH   DFND 21 179,891 0 15,042
LADDER CAP CORP CL A 505743104 699 45,158 SH   DFND 17 45,158 0 0
LADDER CAP CORP CL A 505743104 4,810 310,896 SH   DFND 21 136,987 0 173,909
LAM RESEARCH CORP COM 512807108 9,668 71,001 SH   DFND 4 71,001 0 0
LAM RESEARCH CORP COM 512807108 44,797 328,979 SH   DFND 17 240,721 0 88,258
LAM RESEARCH CORP COM 512807108 278 2,041 SH   DFND 20 2,041 0 0
LAM RESEARCH CORP COM 512807108 26,638 195,624 SH   DFND 21 147,693 0 47,931
LAM RESEARCH CORP CALL 512807908 1,021 7,500 SH Call DFND 4 7,500 0 0
LAM RESEARCH CORP PUT 512807958 9,232 67,800 SH Put DFND 4 67,800 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 13,260 191,673 SH   DFND 17 191,673 0 0
LAMB WESTON HLDGS INC COM 513272104 28,529 387,833 SH   DFND 17 182,570 0 205,263
LAMB WESTON HLDGS INC COM 513272104 728 9,895 SH   DFND 20 9,895 0 0
LAMB WESTON HLDGS INC COM 513272104 4,425 60,160 SH   DFND 21 50,769 0 9,391
LAMB WESTON HLDGS INC COM 513272104 3,165 43,000 SH   DFND 24 43,000 0 0
LANCASTER COLONY CORP COM 513847103 2,369 13,396 SH   DFND 17 9,056 0 4,340
LAS VEGAS SANDS CORP COM 517834107 7,129 136,968 SH   DFND 4 136,968 0 0
LAS VEGAS SANDS CORP COM 517834107 631 12,122 SH   DFND 17 12,122 0 0
LAS VEGAS SANDS CORP COM 517834107 1,416 27,207 SH   DFND 21 25,578 0 1,629
LAUDER ESTEE COS INC CL A 518439104 373 2,864 SH   DFND 4 2,864 0 0
LAUDER ESTEE COS INC CL A 518439104 47,180 362,641 SH   DFND 17 355,677 0 6,964
LAUDER ESTEE COS INC CL A 518439104 13,156 101,126 SH   DFND 20 10,500 0 90,626
LAUDER ESTEE COS INC CL A 518439104 148,342 1,140,215 SH   DFND 21 842,733 0 297,482
LAUDER ESTEE COS INC CL A 518439104 938 7,300 SH   DFND 24 7,300 0 0
LAUDER ESTEE COS INC CALL 518439904 637 4,900 SH Call DFND 4 4,900 0 0
LAUDER ESTEE COS INC PUT 518439954 9,380 72,100 SH Put DFND 4 72,100 0 0
LEAR CORP COM NEW 521865204 26,071 212,200 SH   DFND 17 161,956 0 50,244
LEAR CORP COM NEW 521865204 358 2,917 SH   DFND 20 2,917 0 0
LEAR CORP COM NEW 521865204 43,725 355,893 SH   DFND 21 209,046 0 146,847
LEGGETT & PLATT INC COM 524660107 203 5,654 SH   DFND 17 5,654 0 0
LEGG MASON INC COM 524901105 285 11,155 SH   DFND 17 11,155 0 0
LEGG MASON INC COM 524901105 183 7,163 SH   DFND 21 7,163 0 0
LEIDOS HLDGS INC COM 525327102 2,111 40,035 SH   DFND 17 24,678 0 15,357
LEIDOS HLDGS INC COM 525327102 7,412 140,586 SH   DFND 21 56,919 0 83,667
LEMAITRE VASCULAR INC COM 525558201 4,683 198,097 SH   DFND 17 172,478 0 25,619
LEMAITRE VASCULAR INC COM 525558201 965 40,840 SH   DFND 21 40,840 0 0
LENDINGCLUB CORP COM 52603A109 162 61,573 SH   DFND 17 8,768 0 52,805
LENDINGTREE INC NEW COM 52603B107 90,043 410,089 SH   DFND 17 410,089 0 0
LENDINGTREE INC NEW COM 52603B107 2 11 SH   DFND 21 11 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 50,241 40,710,000 PRN   DFND 17 39,480,000 0 1,230,000
LENNAR CORP CL A 526057104 569 14,546 SH   DFND 17 14,546 0 0
LENNAR CORP CL A 526057104 2,563 65,461 SH   DFND 21 56,676 0 8,785
LENNAR CORP CL B 526057302 813 25,964 SH   DFND 17 25,964 0 0
LENNAR CORP CL B 526057302 180 5,751 SH   DFND 20 5,751 0 0
LENNAR CORP CL B 526057302 531 16,955 SH   DFND 21 16,955 0 0
LENNOX INTL INC COM 526107107 216 985 SH   DFND 17 985 0 0
LENNOX INTL INC COM 526107107 2,092 9,559 SH   DFND 21 9,559 0 0
LEXINGTON REALTY TRUST COM 529043101 150 18,258 SH   DFND 17 18,258 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 207 2,869 SH   DFND 17 2,869 0 0
LIBERTY PPTY TR SH BEN INT 531172104 10,950 261,473 SH   DFND 4 261,473 0 0
LIBERTY PPTY TR SH BEN INT 531172104 169 4,043 SH   DFND 17 4,043 0 0
LIBERTY PPTY TR SH BEN INT 531172104 372 8,871 SH   DFND 21 0 0 8,871
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 574 23,006 SH   DFND 17 23,006 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 84,592 79,785,000 PRN   DFND 17 79,785,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 9,549 20,357,544 PRN   DFND 17 20,357,544 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 77,687 75,225,000 PRN   DFND 17 70,300,000 0 4,925,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 32 2,000 SH   DFND 17 2,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 44 2,751 SH   DFND 20 2,751 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 5,267 331,438 SH   DFND 21 278,159 0 53,279
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,327 39,256 SH   DFND 17 21,858 0 17,398
LIFE STORAGE INC COM 53223X107 1,035 11,134 SH   DFND 17 11,134 0 0
LIFE STORAGE INC COM 53223X107 7,330 78,826 SH   DFND 21 78,826 0 0
LILLY ELI & CO COM 532457108 130,613 1,128,701 SH   DFND 17 1,106,059 0 22,642
LILLY ELI & CO COM 532457108 1,601 13,832 SH   DFND 20 13,832 0 0
LILLY ELI & CO COM 532457108 119,382 1,031,642 SH   DFND 21 620,037 0 411,605
LILLY ELI & CO CALL 532457908 1,875 16,200 SH Call DFND 4 16,200 0 0
LILLY ELI & CO PUT 532457958 41,462 358,300 SH Put DFND 4 358,300 0 0
LINCOLN NATL CORP IND COM 534187109 2,001 39,000 SH   DFND 4 39,000 0 0
LINCOLN NATL CORP IND COM 534187109 9,611 187,303 SH   DFND 17 187,303 0 0
LINCOLN NATL CORP IND COM 534187109 1,163 22,667 SH   DFND 20 22,667 0 0
LINCOLN NATL CORP IND COM 534187109 5,148 100,332 SH   DFND 21 100,332 0 0
LINE CORP SPONSORED ADR 53567X101 714 20,935 SH   DFND 17 0 0 20,935
LIQUIDITY SERVICES INC COM 53635B107 102 16,563 SH   DFND 17 708 0 15,855
LITTELFUSE INC COM 537008104 115 668 SH   DFND 17 668 0 0
LITTELFUSE INC COM 537008104 35,836 208,981 SH   DFND 21 208,276 0 705
LITTELFUSE INC COM 537008104 1,764 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 24,864 504,853 SH   DFND 17 339,223 0 165,630
LIVE NATION ENTERTAINMENT IN COM 538034109 404 8,193 SH   DFND 21 0 0 8,193
LIVEPERSON INC COM 538146101 5,483 290,702 SH   DFND 17 275,157 0 15,545
LIVEPERSON INC COM 538146101 2 89 SH   DFND 21 89 0 0
LIVERAMP HLDGS INC COM 53815P108 41,379 1,071,164 SH   DFND 17 1,071,164 0 0
LOCKHEED MARTIN CORP COM 539830109 16,804 64,176 SH   DFND 4 64,176 0 0
LOCKHEED MARTIN CORP COM 539830109 134,412 513,338 SH   DFND 17 511,438 0 1,900
LOCKHEED MARTIN CORP COM 539830109 1,379 5,268 SH   DFND 21 5,268 0 0
LOCKHEED MARTIN CORP CALL 539830909 1,047 4,000 SH Call DFND 4 4,000 0 0
LOCKHEED MARTIN CORP PUT 539830959 28,253 107,900 SH Put DFND 4 107,900 0 0
LOEWS CORP COM 540424108 3,964 87,091 SH   DFND 17 87,091 0 0
LOEWS CORP COM 540424108 31,060 682,331 SH   DFND 21 614,439 0 67,892
LONESTAR RES US INC CL A VTG 54240F103 1,559 427,224 SH   DFND 17 409,526 0 17,698
LORAL SPACE & COMMUNICATNS I COM 543881106 467 12,526 SH   DFND 17 12,526 0 0
LOUISIANA PAC CORP COM 546347105 1,278 57,535 SH   DFND 17 57,535 0 0
LOUISIANA PAC CORP COM 546347105 3,535 159,083 SH   DFND 21 147,416 0 11,667
LOWES COS INC COM 548661107 8,038 87,025 SH   DFND 4 87,025 0 0
LOWES COS INC COM 548661107 7,507 81,280 SH   DFND 17 81,280 0 0
LOWES COS INC COM 548661107 1,377 14,909 SH   DFND 21 3,547 0 11,362
LOWES COS INC CALL 548661907 2,411 26,100 SH Call DFND 4 26,100 0 0
LOWES COS INC PUT 548661957 34,256 370,900 SH Put DFND 4 370,900 0 0
LOXO ONCOLOGY INC COM 548862101 501 3,578 SH   DFND 17 3,578 0 0
LULULEMON ATHLETICA INC COM 550021109 11,555 95,013 SH   DFND 17 79,393 0 15,620
LULULEMON ATHLETICA INC COM 550021109 807 6,639 SH   DFND 20 6,639 0 0
LULULEMON ATHLETICA INC COM 550021109 27,520 226,300 SH   DFND 21 185,949 0 40,351
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 81,660 83,325,000 PRN   DFND 17 77,880,000 0 5,445,000
M & T BK CORP COM 55261F104 12,885 90,024 SH   DFND 17 90,024 0 0
M & T BK CORP COM 55261F104 8,953 62,550 SH   DFND 21 14,580 0 47,970
M & T BK CORP PUT 55261F954 830 5,800 SH Put DFND 4 5,800 0 0
M D C HLDGS INC COM 552676108 13,065 464,787 SH   DFND 17 464,787 0 0
M D C HLDGS INC COM 552676108 1,664 59,194 SH   DFND 21 54,130 0 5,064
MDU RES GROUP INC COM 552690109 902 37,856 SH   DFND 17 37,856 0 0
MDU RES GROUP INC COM 552690109 1,382 57,960 SH   DFND 20 57,960 0 0
MDU RES GROUP INC COM 552690109 19,599 822,121 SH   DFND 21 740,369 0 81,752
MFA FINL INC COM 55272X102 1,567 234,616 SH   DFND 17 234,616 0 0
MFA FINL INC COM 55272X102 6,150 920,612 SH   DFND 21 700,749 0 219,863
MGIC INVT CORP WIS COM 552848103 1,528 146,128 SH   DFND 17 146,128 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,976 246,344 SH   DFND 17 200,889 0 45,455
MGM GROWTH PPTYS LLC CL A COM 55303A105 12,993 491,967 SH   DFND 21 344,409 0 147,558
MGP INGREDIENTS INC NEW COM 55303J106 3,338 58,516 SH   DFND 17 58,516 0 0
M/I HOMES INC COM 55305B101 43 2,058 SH   DFND 17 2,058 0 0
M/I HOMES INC COM 55305B101 199 9,453 SH   DFND 21 9,453 0 0
MKS INSTRUMENT INC COM 55306N104 15,302 236,836 SH   DFND 17 232,744 0 4,092
MKS INSTRUMENT INC COM 55306N104 385 5,956 SH   DFND 20 5,956 0 0
MKS INSTRUMENT INC COM 55306N104 20,955 324,333 SH   DFND 21 227,017 0 97,316
MSA SAFETY INC COM 553498106 2,490 26,414 SH   DFND 17 20,264 0 6,150
MSA SAFETY INC COM 553498106 749 7,940 SH   DFND 21 7,940 0 0
MSC INDL DIRECT INC CL A 553530106 15,736 204,575 SH   DFND 17 204,575 0 0
MSC INDL DIRECT INC CL A 553530106 6,194 80,522 SH   DFND 21 34,923 0 45,599
MSCI INC COM 55354G100 16,819 114,080 SH   DFND 17 114,080 0 0
MSCI INC COM 55354G100 209 1,416 SH   DFND 20 1,416 0 0
MSCI INC COM 55354G100 9,440 64,031 SH   DFND 21 33,748 0 30,283
MSG NETWORK INC CL A 553573106 817 34,681 SH   DFND 17 1,606 0 33,075
MACERICH CO COM 554382101 233 5,376 SH   DFND 17 5,376 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 17,396 17,505,000 PRN   DFND 17 17,505,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 65,171 75,125,000 PRN   DFND 17 75,125,000 0 0
MACROGENICS INC COM 556099109 1,283 100,990 SH   DFND 17 97,856 0 3,134
MACYS INC COM 55616P104 301 10,116 SH   DFND 4 10,116 0 0
MACYS INC COM 55616P104 41,973 1,409,429 SH   DFND 17 1,395,435 0 13,994
MACYS INC COM 55616P104 139 4,666 SH   DFND 20 4,666 0 0
MACYS INC COM 55616P104 47,954 1,610,272 SH   DFND 21 1,288,060 0 322,212
MADISON SQUARE GARDEN CO NEW CL A 55825T103 6,468 24,162 SH   DFND 17 12,308 0 11,854
MADISON SQUARE GARDEN CO NEW CL A 55825T103 268 1,000 SH   DFND 21 1,000 0 0
MADISON SQUARE GARDEN CO NEW CALL 55825T903 268 1,000 SH Call DFND 21 1,000 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,153 37,837 SH   DFND 17 8,176 0 29,661
MAGELLAN HEALTH INC COM NEW 559079207 86 1,513 SH   DFND 21 1,513 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 19,473 341,280 SH   DFND 17 341,280 0 0
MAGNA INTL INC COM 559222401 30,154 664,589 SH   DFND 17 658,228 0 6,361
MAGNA INTL INC COM 559222401 408 8,982 SH   DFND 20 8,982 0 0
MAGNA INTL INC COM 559222401 45,382 1,000,194 SH   DFND 21 690,078 0 310,116
MALIBU BOATS INC COM CL A 56117J100 4,641 133,375 SH   DFND 17 84,725 0 48,650
MAMMOTH ENERGY SVCS INC COM 56155L108 13,201 734,216 SH   DFND 17 734,216 0 0
MANHATTAN ASSOCS INC COM 562750109 80 1,890 SH   DFND 17 1,890 0 0
MANHATTAN ASSOCS INC COM 562750109 157 3,717 SH   DFND 21 0 0 3,717
MANITEX INTL INC COM 563420108 530 93,312 SH   DFND 17 80,849 0 12,463
MANPOWERGROUP INC COM 56418H100 679 10,479 SH   DFND 17 10,479 0 0
MANPOWERGROUP INC COM 56418H100 481 7,417 SH   DFND 20 7,417 0 0
MANPOWERGROUP INC COM 56418H100 1,431 22,089 SH   DFND 21 22,089 0 0
MANTECH INTL CORP CL A 564563104 7,321 140,001 SH   DFND 17 80,809 0 59,192
MANTECH INTL CORP CL A 564563104 15,520 296,778 SH   DFND 21 190,817 0 105,961
MANULIFE FINL CORP COM 56501R106 11,899 838,992 SH   DFND 17 810,011 0 28,981
MANULIFE FINL CORP COM 56501R106 653 46,035 SH   DFND 20 46,035 0 0
MANULIFE FINL CORP COM 56501R106 33,206 2,341,344 SH   DFND 21 1,720,478 0 620,866
MARATHON OIL CORP COM 565849106 31,777 2,215,958 SH   DFND 4 2,215,958 0 0
MARATHON OIL CORP COM 565849106 24,297 1,694,337 SH   DFND 17 1,629,618 0 64,719
MARATHON OIL CORP COM 565849106 3,987 278,037 SH   DFND 21 120,859 0 157,178
MARATHON OIL CORP COM 565849106 176 12,500 SH   DFND 24 12,500 0 0
MARATHON PETE CORP COM 56585A102 1,467 24,866 SH   DFND 4 24,866 0 0
MARATHON PETE CORP COM 56585A102 40,004 677,924 SH   DFND 17 509,737 0 168,187
MARATHON PETE CORP COM 56585A102 38,234 647,928 SH   DFND 21 457,440 0 190,488
MARATHON PETE CORP COM 56585A102 844 14,500 SH   DFND 24 14,500 0 0
MARATHON PETE CORP CALL 56585A902 726 12,300 SH Call DFND 4 12,300 0 0
MARATHON PETE CORP PUT 56585A952 8,857 150,100 SH Put DFND 4 150,100 0 0
MARCUS CORP COM 566330106 37 948 SH   DFND 17 948 0 0
MARCUS CORP COM 566330106 996 25,203 SH   DFND 21 7,702 0 17,501
MARINEMAX INC COM 567908108 341 18,641 SH   DFND 17 18,641 0 0
MARINEMAX INC COM 567908108 1,188 64,878 SH   DFND 21 64,878 0 0
MARKEL CORP COM 570535104 387 373 SH   DFND 17 373 0 0
MARKETAXESS HLDGS INC COM 57060D108 211 1,000 SH   DFND 17 1,000 0 0
MARKETAXESS HLDGS INC COM 57060D108 33,249 157,345 SH   DFND 21 157,345 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 77 1,089 SH   DFND 17 1,089 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 305 4,323 SH   DFND 21 4,323 0 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAB3 25,888 30,900,000 PRN   DFND 17 30,900,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,920 24,078 SH   DFND 17 24,078 0 0
MARSH & MCLENNAN COS INC PUT 571748952 1,005 12,600 SH Put DFND 4 12,600 0 0
MARRIOTT INTL INC NEW CL A 571903202 12,685 116,847 SH   DFND 4 116,847 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,479 22,833 SH   DFND 17 22,833 0 0
MARRIOTT INTL INC NEW CL A 571903202 613 5,648 SH   DFND 21 5,648 0 0
MARRIOTT INTL INC NEW CALL 571903902 1,455 13,400 SH Call DFND 4 13,400 0 0
MARRIOTT INTL INC NEW PUT 571903952 12,474 114,900 SH Put DFND 4 114,900 0 0
MARTEN TRANS LTD COM 573075108 17 1,072 SH   DFND 17 1,072 0 0
MARTEN TRANS LTD COM 573075108 1,143 70,581 SH   DFND 21 0 0 70,581
MARTIN MARIETTA MATLS INC COM 573284106 469 2,729 SH   DFND 17 2,729 0 0
MASCO CORP COM 574599106 4,865 166,380 SH   DFND 4 166,380 0 0
MASCO CORP COM 574599106 4,934 168,739 SH   DFND 17 168,739 0 0
MASCO CORP COM 574599106 314 10,750 SH   DFND 21 10,750 0 0
MASIMO CORP COM 574795100 3,554 33,096 SH   DFND 17 21,871 0 11,225
MASIMO CORP COM 574795100 69 643 SH   DFND 20 643 0 0
MASIMO CORP COM 574795100 7,142 66,522 SH   DFND 21 60,921 0 5,601
MASTERCARD INCORPORATED CL A 57636Q104 2,401 12,726 SH   DFND 4 12,726 0 0
MASTERCARD INCORPORATED CL A 57636Q104 202,075 1,071,161 SH   DFND 17 831,270 0 239,891
MASTERCARD INCORPORATED CL A 57636Q104 310 1,641 SH   DFND 20 1,641 0 0
MASTERCARD INCORPORATED CL A 57636Q104 216,613 1,148,229 SH   DFND 21 741,430 0 406,799
MASTERCARD INCORPORATED CALL 57636Q904 7,584 40,200 SH Call DFND 4 40,200 0 0
MASTERCARD INCORPORATED PUT 57636Q954 74,517 395,000 SH Put DFND 4 395,000 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 5,697 304,675 SH   DFND 17 241,307 0 63,368
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,140 60,969 SH   DFND 21 55,367 0 5,602
MATCH GROUP INC COM 57665R106 1,170 27,353 SH   DFND 17 27,353 0 0
MATCH GROUP INC COM 57665R106 2,482 58,038 SH   DFND 21 5,067 0 52,971
MATSON INC COM 57686G105 467 14,585 SH   DFND 17 14,585 0 0
MATSON INC COM 57686G105 308 9,616 SH   DFND 20 9,616 0 0
MATSON INC COM 57686G105 2,473 77,224 SH   DFND 21 32,529 0 44,695
MATTEL INC COM 577081102 151 15,079 SH   DFND 17 15,079 0 0
MATTEL INC COM 577081102 230 23,000 SH   DFND 21 23,000 0 0
MATTEL INC CALL 577081902 230 23,000 SH Call DFND 21 23,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 10,871 213,790 SH   DFND 17 45,036 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 8,412 165,418 SH   DFND 21 138,385 0 27,033
MAXAR TECHNOLOGIES LTD COM 57778L103 18 1,545 SH   DFND 17 1,545 0 0
MAXAR TECHNOLOGIES LTD COM 57778L103 256 21,462 SH   DFND 20 21,462 0 0
MAXIMUS INC COM 577933104 204 3,128 SH   DFND 17 3,128 0 0
MCCORMICK & CO INC COM NON VTG 579780206 727 5,222 SH   DFND 17 5,222 0 0
MCDONALDS CORP COM 580135101 801 4,511 SH   DFND 4 4,511 0 0
MCDONALDS CORP COM 580135101 237,565 1,338,014 SH   DFND 17 1,206,911 0 131,103
MCDONALDS CORP COM 580135101 15,327 86,316 SH   DFND 20 86,316 0 0
MCDONALDS CORP COM 580135101 1,275 7,178 SH   DFND 21 7,178 0 0
MCDONALDS CORP CALL 580135901 8,950 50,400 SH Call DFND 4 50,400 0 0
MCDONALDS CORP PUT 580135951 47,553 267,800 SH Put DFND 4 267,800 0 0
MCGRATH RENTCORP COM 580589109 1,157 22,477 SH   DFND 17 22,477 0 0
MCGRATH RENTCORP COM 580589109 11,636 226,024 SH   DFND 21 124,898 0 101,126
MCKESSON CORP COM 58155Q103 7,427 67,229 SH   DFND 4 67,229 0 0
MCKESSON CORP COM 58155Q103 84,176 762,008 SH   DFND 17 746,390 0 15,618
MCKESSON CORP COM 58155Q103 409 3,705 SH   DFND 20 3,705 0 0
MCKESSON CORP COM 58155Q103 18,220 164,930 SH   DFND 21 133,159 0 31,771
MCKESSON CORP CALL 58155Q903 851 7,700 SH Call DFND 4 7,700 0 0
MCKESSON CORP PUT 58155Q953 10,981 99,400 SH Put DFND 4 99,400 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 152 22,195 SH   DFND 17 22,195 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 161 9,992 SH   DFND 17 9,992 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,695 167,572 SH   DFND 21 27,530 0 140,042
MEDICINES CO COM 584688105 543 28,383 SH   DFND 17 28,383 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 7,428 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 17,024 22,795,000 PRN   DFND 17 20,290,000 0 2,505,000
MEDIFAST INC COM 58470H101 5,935 47,470 SH   DFND 17 10,115 0 37,355
MEDIFAST INC COM 58470H101 7,180 57,431 SH   DFND 21 57,431 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,533 22,741 SH   DFND 17 22,741 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 559 8,290 SH   DFND 21 8,290 0 0
MEDNAX INC COM 58502B106 691 20,938 SH   DFND 17 20,938 0 0
MEDNAX INC COM 58502B106 924 28,009 SH   DFND 21 28,009 0 0
MEDPACE HLDGS INC COM 58506Q109 3,886 73,417 SH   DFND 17 47,047 0 26,370
MEET GROUP INC COM 58513U101 126 27,312 SH   DFND 17 27,312 0 0
MEET GROUP INC COM 58513U101 2,153 464,938 SH   DFND 21 331,947 0 132,991
MERCER INTL INC COM 588056101 1,362 130,459 SH   DFND 17 127,651 0 2,808
MERCER INTL INC COM 588056101 3,317 317,721 SH   DFND 21 229,617 0 88,104
MERCK & CO INC COM 58933Y105 1,319 17,262 SH   DFND 4 17,262 0 0
MERCK & CO INC COM 58933Y105 236,137 3,090,580 SH   DFND 17 2,962,406 0 128,174
MERCK & CO INC COM 58933Y105 4,106 53,736 SH   DFND 20 53,736 0 0
MERCK & CO INC COM 58933Y105 177,574 2,323,957 SH   DFND 21 1,742,474 0 581,483
MERCK & CO INC CALL 58933Y905 4,554 59,600 SH Call DFND 4 59,600 0 0
MERCK & CO INC PUT 58933Y955 83,409 1,091,600 SH Put DFND 4 1,091,600 0 0
MEREDITH CORP COM 589433101 13,396 257,914 SH   DFND 17 257,914 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,677 186,973 SH   DFND 17 186,973 0 0
MERIT MED SYS INC COM 589889104 12,234 219,202 SH   DFND 17 138,378 0 80,824
MERIT MED SYS INC COM 589889104 2,111 37,833 SH   DFND 21 34,755 0 3,078
MERITOR INC NOTE 3.250%10/1 59001KAF7 43,719 50,225,000 PRN   DFND 17 50,225,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1 345 SH   DFND 17 345 0 0
MERSANA THERAPEUTICS INC COM 59045L106 87 21,301 SH   DFND 20 21,301 0 0
MESA LABS INC COM 59064R109 4,395 21,090 SH   DFND 17 20,401 0 689
METHANEX CORP COM 59151K108 572 11,906 SH   DFND 4 11,906 0 0
METHANEX CORP COM 59151K108 15,305 318,349 SH   DFND 17 318,349 0 0
METHANEX CORP COM 59151K108 91 1,884 SH   DFND 20 1,884 0 0
METHANEX CORP COM 59151K108 13,403 278,797 SH   DFND 21 254,251 0 24,546
METHODE ELECTRS INC COM 591520200 14,686 630,586 SH   DFND 17 630,586 0 0
METLIFE INC COM 59156R108 5,730 139,542 SH   DFND 4 139,542 0 0
METLIFE INC COM 59156R108 76,619 1,866,025 SH   DFND 17 1,852,237 0 13,788
METLIFE INC COM 59156R108 24,274 591,180 SH   DFND 21 580,067 0 11,113
METLIFE INC CALL 59156R908 1,589 38,700 SH Call DFND 4 38,700 0 0
METLIFE INC PUT 59156R958 14,145 344,500 SH Put DFND 4 344,500 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 830 1,467 SH   DFND 17 1,467 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 315 557 SH   DFND 20 557 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 901 1,593 SH   DFND 21 1,593 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 143 8,300 SH   DFND 17 8,300 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 16 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 76 4,444 SH   DFND 21 4,444 0 0
MICROSOFT CORP COM 594918104 64,474 634,774 SH   DFND 4 634,774 0 0
MICROSOFT CORP COM 594918104 1,030,390 10,145,088 SH   DFND 17 9,026,990 0 1,118,098
MICROSOFT CORP COM 594918104 43,899 432,201 SH   DFND 20 182,195 0 250,006
MICROSOFT CORP COM 594918104 887,238 8,735,237 SH   DFND 21 6,668,166 0 2,067,071
MICROSOFT CORP COM 594918104 10,039 100,000 SH   DFND 24 100,000 0 0
MICROSOFT CORP CALL 594918904 32,868 323,600 SH Call DFND 4 323,600 0 0
MICROSOFT CORP PUT 594918954 325,908 3,208,700 SH Put DFND 4 3,208,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,473 20,486 SH   DFND 4 20,486 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 145,270 2,019,881 SH   DFND 17 1,845,731 0 174,150
MICROCHIP TECHNOLOGY INC COM 595017104 10,026 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 37,949 527,659 SH   DFND 21 494,898 0 32,761
MICROCHIP TECHNOLOGY INC CALL 595017904 698 9,700 SH Call DFND 4 9,700 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 4,747 66,000 SH Put DFND 4 66,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 239,572 246,195,000 PRN   DFND 17 228,285,000 0 17,910,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 80,180 82,230,000 PRN   DFND 17 82,230,000 0 0
MICRON TECHNOLOGY INC COM 595112103 9,695 305,559 SH   DFND 4 305,559 0 0
MICRON TECHNOLOGY INC COM 595112103 152,074 4,792,935 SH   DFND 17 4,586,528 0 206,407
MICRON TECHNOLOGY INC COM 595112103 2,838 89,439 SH   DFND 20 89,439 0 0
MICRON TECHNOLOGY INC COM 595112103 51,301 1,616,790 SH   DFND 21 917,494 0 699,296
MICRON TECHNOLOGY INC CALL 595112903 409 12,900 SH Call DFND 4 12,900 0 0
MICRON TECHNOLOGY INC PUT 595112953 15,802 498,000 SH Put DFND 4 498,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 15,975 5,525,000 PRN   DFND 17 5,525,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 105,821 95,436,000 PRN   DFND 17 92,796,000 0 2,640,000
MID AMER APT CMNTYS INC COM 59522J103 16,631 173,778 SH   DFND 4 173,778 0 0
MID AMER APT CMNTYS INC COM 59522J103 11,862 123,948 SH   DFND 17 123,948 0 0
MIDDLESEX WATER CO COM 596680108 948 17,766 SH   DFND 17 441 0 17,325
MILLER HERMAN INC COM 600544100 3,896 128,785 SH   DFND 17 51,091 0 77,694
MILLER HERMAN INC COM 600544100 2,488 82,252 SH   DFND 21 8,477 0 73,775
MINDBODY INC COM CL A 60255W105 5,122 140,717 SH   DFND 17 51,292 0 89,425
MINERVA NEUROSCIENCES INC COM 603380106 179 26,544 SH   DFND 17 23,067 0 3,477
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 9,102 1,300,138 SH   DFND 17 1,215,638 0 84,500
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7,782 1,111,645 SH   DFND 21 393,193 0 718,452
MODEL N INC COM 607525102 4,689 354,451 SH   DFND 17 300,705 0 53,746
MOELIS & CO CL A 60786M105 43 1,242 SH   DFND 17 1,242 0 0
MOELIS & CO CL A 60786M105 1,597 46,450 SH   DFND 21 17,657 0 28,793
MOHAWK INDS INC COM 608190104 1,367 11,691 SH   DFND 17 4,081 0 7,610
MOLINA HEALTHCARE INC COM 60855R100 244 2,102 SH   DFND 17 2,102 0 0
MOLINA HEALTHCARE INC COM 60855R100 382 3,287 SH   DFND 21 1,140 0 2,147
MOLSON COORS BREWING CO CL B 60871R209 927 16,504 SH   DFND 17 16,504 0 0
MOLSON COORS BREWING CO CL B 60871R209 227 4,036 SH   DFND 20 4,036 0 0
MOLSON COORS BREWING CO CL B 60871R209 11,169 198,886 SH   DFND 21 153,082 0 45,804
MONDELEZ INTL INC CL A 609207105 2,164 54,055 SH   DFND 4 54,055 0 0
MONDELEZ INTL INC CL A 609207105 112,012 2,798,209 SH   DFND 17 2,637,054 0 161,155
MONDELEZ INTL INC CL A 609207105 1,030 25,739 SH   DFND 20 25,739 0 0
MONDELEZ INTL INC CL A 609207105 32,771 818,666 SH   DFND 21 657,954 0 160,712
MONDELEZ INTL INC CALL 609207905 1,593 39,800 SH Call DFND 4 39,800 0 0
MONDELEZ INTL INC PUT 609207955 22,193 554,400 SH Put DFND 4 554,400 0 0
MONGODB INC CL A 60937P106 54,309 648,540 SH   DFND 17 477,445 0 171,095
MONMOUTH REAL ESTATE INVT CO CL A 609720107 14,307 1,153,753 SH   DFND 17 1,153,753 0 0
MONOLITHIC PWR SYS INC COM 609839105 11,820 101,680 SH   DFND 17 66,260 0 35,420
MONOLITHIC PWR SYS INC COM 609839105 240 2,061 SH   DFND 20 2,061 0 0
MONOLITHIC PWR SYS INC COM 609839105 478 4,113 SH   DFND 21 4,113 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,559 51,985 SH   DFND 4 51,985 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 26,022 528,684 SH   DFND 17 486,652 0 42,032
MONSTER BEVERAGE CORP NEW CALL 61174X909 925 18,800 SH Call DFND 4 18,800 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 7,555 153,500 SH Put DFND 4 153,500 0 0
MOODYS CORP COM 615369105 999 7,134 SH   DFND 17 7,134 0 0
MOODYS CORP COM 615369105 2,793 19,943 SH   DFND 21 15,676 0 4,267
MOOG INC CL A 615394202 1,522 19,649 SH   DFND 17 19,649 0 0
MORGAN STANLEY COM NEW 617446448 12,492 315,063 SH   DFND 4 315,063 0 0
MORGAN STANLEY COM NEW 617446448 99,289 2,504,126 SH   DFND 17 2,342,998 0 161,128
MORGAN STANLEY COM NEW 617446448 38,261 964,967 SH   DFND 21 805,941 0 159,026
MORGAN STANLEY CALL 617446908 2,054 51,800 SH Call DFND 4 51,800 0 0
MORGAN STANLEY PUT 617446958 19,052 480,500 SH Put DFND 4 480,500 0 0
MORNINGSTAR INC COM 617700109 210 1,909 SH   DFND 17 1,909 0 0
MOSAIC CO NEW COM 61945C103 12,709 435,075 SH   DFND 17 435,075 0 0
MOSAIC CO NEW COM 61945C103 1,610 55,130 SH   DFND 21 6,496 0 48,634
MOSAIC CO NEW COM 61945C103 7,291 253,000 SH   DFND 24 253,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 30,486 265,001 SH   DFND 17 229,556 0 35,445
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,045 78,625 SH   DFND 21 40,771 0 37,854
MOVADO GROUP INC COM 624580106 251 7,942 SH   DFND 17 1,982 0 5,960
MUELLER WTR PRODS INC COM SER A 624758108 11,442 1,257,338 SH   DFND 17 1,257,338 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,618 177,774 SH   DFND 21 163,583 0 14,191
MURPHY OIL CORP COM 626717102 106 4,553 SH   DFND 17 4,553 0 0
MURPHY OIL CORP COM 626717102 273 11,664 SH   DFND 21 11,664 0 0
MYRIAD GENETICS INC COM 62855J104 759 26,125 SH   DFND 17 26,125 0 0
MYRIAD GENETICS INC COM 62855J104 513 17,651 SH   DFND 21 17,651 0 0
MYOKARDIA INC COM 62857M105 1,189 24,325 SH   DFND 17 24,325 0 0
MYOKARDIA INC COM 62857M105 189 3,800 SH   DFND 24 3,800 0 0
NCR CORP NEW COM 62886E108 76 3,279 SH   DFND 17 3,279 0 0
NCR CORP NEW COM 62886E108 331 14,326 SH   DFND 21 14,326 0 0
NMI HLDGS INC CL A 629209305 1,264 70,807 SH   DFND 17 9,981 0 60,826
NRG ENERGY INC COM NEW 629377508 15,946 402,665 SH   DFND 17 218,361 0 184,304
NRG ENERGY INC COM NEW 629377508 838 21,172 SH   DFND 21 21,172 0 0
NVR INC COM 62944T105 7,988 3,278 SH   DFND 17 568 0 2,710
NVR INC COM 62944T105 463 190 SH   DFND 21 20 0 170
NV5 GLOBAL INC COM 62945V109 6,200 102,398 SH   DFND 17 98,705 0 3,693
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 105,263 105,000,000 PRN   DFND 17 105,000,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 51,314 83,710,000 PRN   DFND 17 83,710,000 0 0
NASDAQ INC COM 631103108 799 9,800 SH   DFND 17 9,800 0 0
NASDAQ INC COM 631103108 2,135 26,179 SH   DFND 21 0 0 26,179
NATIONAL CINEMEDIA INC COM 635309107 569 87,792 SH   DFND 17 15,877 0 71,915
NATIONAL CINEMEDIA INC COM 635309107 21 3,256 SH   DFND 20 3,256 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,923 605,337 SH   DFND 21 466,927 0 138,410
NATIONAL COMM CORP COM 63546L102 2,762 76,720 SH   DFND 17 74,148 0 2,572
NATIONAL FUEL GAS CO N J COM 636180101 12,932 252,682 SH   DFND 17 252,682 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,453 28,382 SH   DFND 21 23,097 0 5,285
NATIONAL GEN HLDGS CORP COM 636220303 41 1,704 SH   DFND 17 1,704 0 0
NATIONAL GEN HLDGS CORP COM 636220303 1,878 77,585 SH   DFND 21 77,585 0 0
NATIONAL HEALTH INVS INC COM 63633D104 27,988 370,508 SH   DFND 17 370,508 0 0
NATIONAL INSTRS CORP COM 636518102 629 13,864 SH   DFND 17 3,024 0 10,840
NATIONAL INSTRS CORP COM 636518102 1,248 27,505 SH   DFND 21 3,837 0 23,668
NATIONAL OILWELL VARCO INC COM 637071101 35,087 1,365,230 SH   DFND 17 1,365,230 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 208 4,292 SH   DFND 17 4,292 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 397 14,995 SH   DFND 17 14,995 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 2,189 82,728 SH   DFND 21 82,728 0 0
NAVIGATORS GROUP INC COM 638904102 1,669 24,015 SH   DFND 17 24,015 0 0
NAVIGATORS GROUP INC COM 638904102 7,586 109,171 SH   DFND 21 109,171 0 0
NAVISTAR INTL CORP NEW COM 63934E108 36 1,373 SH   DFND 17 1,373 0 0
NAVISTAR INTL CORP NEW COM 63934E108 234 9,000 SH   DFND 21 9,000 0 0
NAVISTAR INTL CORP NEW CALL 63934E908 234 9,000 SH Call DFND 21 9,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 65,884 65,785,000 PRN   DFND 17 59,420,000 0 6,365,000
NAVIGANT CONSULTING INC COM 63935N107 135 5,609 SH   DFND 17 5,609 0 0
NAVIGANT CONSULTING INC COM 63935N107 3,549 147,575 SH   DFND 21 147,575 0 0
NAVIENT CORPORATION COM 63938C108 65 7,325 SH   DFND 17 7,325 0 0
NAVIENT CORPORATION COM 63938C108 567 64,393 SH   DFND 20 64,393 0 0
NAVIENT CORPORATION COM 63938C108 3,270 371,161 SH   DFND 21 371,161 0 0
NEENAH INC COM 640079109 14,752 250,381 SH   DFND 17 250,381 0 0
NEKTAR THERAPEUTICS COM 640268108 108 3,300 SH   DFND 4 3,300 0 0
NEKTAR THERAPEUTICS COM 640268108 815 24,790 SH   DFND 17 24,790 0 0
NEKTAR THERAPEUTICS COM 640268108 259 7,700 SH   DFND 24 7,700 0 0
NEOGENOMICS INC COM NEW 64049M209 7,672 608,438 SH   DFND 17 591,598 0 16,840
NEOGENOMICS INC COM NEW 64049M209 2 149 SH   DFND 21 149 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 207 44,103 SH   DFND 17 5,843 0 38,260
NETAPP INC COM 64110D104 537 9,007 SH   DFND 4 9,007 0 0
NETAPP INC COM 64110D104 327,560 5,489,889 SH   DFND 17 4,860,744 0 629,145
NETAPP INC COM 64110D104 269 4,511 SH   DFND 20 4,511 0 0
NETAPP INC COM 64110D104 27,925 467,990 SH   DFND 21 414,020 0 53,970
NETAPP INC CALL 64110D904 14,321 240,000 SH Call DFND 17 240,000 0 0
NETFLIX INC COM 64110L106 3,009 11,241 SH   DFND 4 11,241 0 0
NETFLIX INC COM 64110L106 327,301 1,223,206 SH   DFND 17 1,199,434 0 23,772
NETFLIX INC COM 64110L106 1,766 6,598 SH   DFND 20 6,598 0 0
NETFLIX INC COM 64110L106 106,483 397,831 SH   DFND 21 305,800 0 92,031
NETFLIX INC CALL 64110L906 5,246 19,600 SH Call DFND 4 19,600 0 0
NETFLIX INC PUT 64110L956 57,788 215,900 SH Put DFND 4 215,900 0 0
NETEASE INC SPONSORED ADR 64110W102 24 100 SH   DFND 17 100 0 0
NETEASE INC SPONSORED ADR 64110W102 7,564 32,137 SH   DFND 20 26,539 0 5,598
NETEASE INC SPONSORED ADR 64110W102 73 310 SH   DFND 21 0 0 310
NEUROCRINE BIOSCIENCES INC COM 64125C109 17,416 243,882 SH   DFND 17 176,531 0 67,351
NEUROCRINE BIOSCIENCES INC COM 64125C109 685 9,588 SH   DFND 21 8,272 0 1,316
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,251 32,900 SH   DFND 24 32,900 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 77,766 65,145,000 PRN   DFND 17 63,085,000 0 2,060,000
NEVSUN RES LTD COM 64156L101 1,532 349,400 SH   DFND 21 349,400 0 0
NEVRO CORP COM 64157F103 1,291 33,189 SH   DFND 17 33,189 0 0
NEVRO CORP COM 64157F103 153 3,936 SH   DFND 21 18 0 3,918
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5 100 SH   DFND 17 100 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,604 266,454 SH   DFND 20 243,187 0 23,267
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 58 1,052 SH   DFND 21 0 0 1,052
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,359 306,790 SH   DFND 17 284,284 0 22,506
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 95 6,709 SH   DFND 20 6,709 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 18,316 1,288,977 SH   DFND 21 953,087 0 335,890
NEW RELIC INC COM 64829B100 9,646 119,133 SH   DFND 17 79,263 0 39,870
NEW RELIC INC COM 64829B100 2,928 36,167 SH   DFND 21 39 0 36,128
NEW YORK CMNTY BANCORP INC COM 649445103 948 100,707 SH   DFND 17 100,707 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 7,324 778,306 SH   DFND 21 778,306 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 210 35,583 SH   DFND 17 35,583 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 825 140,140 SH   DFND 21 140,140 0 0
NEWELL BRANDS INC COM 651229106 348 18,706 SH   DFND 17 18,706 0 0
NEWELL BRANDS INC COM 651229106 278 14,941 SH   DFND 21 14,941 0 0
NEWFIELD EXPL CO COM 651290108 127 8,633 SH   DFND 17 8,633 0 0
NEWFIELD EXPL CO COM 651290108 121 8,230 SH   DFND 21 6,461 0 1,769
NEWMARK GROUP INC CL A 65158N102 2,352 293,257 SH   DFND 17 146,879 0 146,378
NEWMARK GROUP INC CL A 65158N102 92 11,413 SH   DFND 20 11,413 0 0
NEWMARK GROUP INC CL A 65158N102 6,682 833,119 SH   DFND 21 612,352 0 220,767
NEWMONT MINING CORP COM 651639106 796 22,985 SH   DFND 17 22,985 0 0
NEWMONT MINING CORP COM 651639106 15,641 451,387 SH   DFND 21 451,387 0 0
NEWMONT MINING CORP COM 651639106 793 23,000 SH   DFND 24 23,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 2,479 360,879 SH   DFND 17 360,879 0 0
NEWS CORP NEW CL A 65249B109 187 16,472 SH   DFND 17 16,472 0 0
NEWS CORP NEW CL B 65249B208 174 15,104 SH   DFND 17 15,104 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 9,671 122,983 SH   DFND 17 67,963 0 55,020
NEXTERA ENERGY INC COM 65339F101 29,359 168,905 SH   DFND 17 70,360 0 98,545
NEXTERA ENERGY INC COM 65339F101 486 2,797 SH   DFND 20 2,797 0 0
NEXTERA ENERGY INC COM 65339F101 60,882 350,258 SH   DFND 21 346,209 0 4,049
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 174,043 3,019,485 SH   DFND 17 2,862,375 0 157,110
NEXTERA ENERGY INC CALL 65339F901 1,269 7,300 SH Call DFND 4 7,300 0 0
NEXTERA ENERGY INC PUT 65339F951 30,471 175,300 SH Put DFND 4 175,300 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 170 19,827 SH   DFND 17 19,827 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 390 45,405 SH   DFND 21 45,405 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 22 1,475 SH   DFND 17 1,475 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 650 42,888 SH   DFND 21 42,888 0 0
NIKE INC CL B 654106103 147,131 1,984,773 SH   DFND 17 1,984,773 0 0
NIKE INC CL B 654106103 5,763 77,729 SH   DFND 21 36,889 0 40,840
NIKE INC CALL 654106903 4,841 65,300 SH Call DFND 4 65,300 0 0
NIKE INC PUT 654106953 30,086 405,800 SH Put DFND 4 405,800 0 0
NISOURCE INC COM 65473P105 394 15,536 SH   DFND 17 15,536 0 0
NOBLE ENERGY INC COM 655044105 734 39,152 SH   DFND 4 39,152 0 0
NOBLE ENERGY INC COM 655044105 391 20,819 SH   DFND 17 20,819 0 0
NORBORD INC COM NEW 65548P403 1,813 68,198 SH   DFND 17 65,802 0 2,396
NORBORD INC COM NEW 65548P403 3,293 123,909 SH   DFND 21 60,434 0 63,475
NORDSTROM INC COM 655664100 168 3,600 SH   DFND 4 3,600 0 0
NORDSTROM INC COM 655664100 234 5,018 SH   DFND 17 5,018 0 0
NORDSTROM INC COM 655664100 35 751 SH   DFND 21 751 0 0
NORFOLK SOUTHERN CORP COM 655844108 239 1,600 SH   DFND 4 1,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 16,088 107,586 SH   DFND 17 107,586 0 0
NORFOLK SOUTHERN CORP COM 655844108 419 2,802 SH   DFND 20 2,802 0 0
NORFOLK SOUTHERN CORP COM 655844108 44,676 298,759 SH   DFND 21 250,723 0 48,036
NORFOLK SOUTHERN CORP CALL 655844908 2,303 15,400 SH Call DFND 4 15,400 0 0
NORFOLK SOUTHERN CORP PUT 655844958 13,832 92,500 SH Put DFND 4 92,500 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 2,334 1,032,708 SH   DFND 17 800,078 0 232,630
NORTHERN OIL & GAS INC NEV COM 665531109 65 28,837 SH   DFND 20 28,837 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 6,896 3,051,314 SH   DFND 21 2,739,106 0 312,208
NORTHERN TR CORP COM 665859104 772 9,239 SH   DFND 17 9,239 0 0
NORTHERN TR CORP COM 665859104 203 2,426 SH   DFND 20 2,426 0 0
NORTHERN TR CORP COM 665859104 1,149 13,745 SH   DFND 21 13,745 0 0
NORTHERN TR CORP PUT 665859954 685 8,200 SH Put DFND 4 8,200 0 0
NORTHROP GRUMMAN CORP COM 666807102 11,427 46,658 SH   DFND 4 46,658 0 0
NORTHROP GRUMMAN CORP COM 666807102 39,027 159,358 SH   DFND 17 109,311 0 50,047
NORTHROP GRUMMAN CORP COM 666807102 1,064 4,345 SH   DFND 20 4,345 0 0
NORTHROP GRUMMAN CORP COM 666807102 21,404 87,399 SH   DFND 21 78,758 0 8,641
NORTHROP GRUMMAN CORP CALL 666807902 857 3,500 SH Call DFND 4 3,500 0 0
NORTHROP GRUMMAN CORP PUT 666807952 17,829 72,800 SH Put DFND 4 72,800 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 122 7,210 SH   DFND 17 7,210 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 936 55,281 SH   DFND 21 48,867 0 6,414
NORTHWESTERN CORP COM NEW 668074305 1,283 21,579 SH   DFND 17 21,579 0 0
NORTHWESTERN CORP COM NEW 668074305 7,528 126,642 SH   DFND 21 83,111 0 43,531
NOVARTIS A G SPONSORED ADR 66987V109 12,688 147,866 SH   DFND 17 147,866 0 0
NOVAVAX INC COM 670002104 19 10,448 SH   DFND 17 10,448 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 198 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 67,997 16,350,000 PRN   DFND 17 16,350,000 0 0
NOVANTA INC COM 67000B104 582 9,246 SH   DFND 17 4,952 0 4,294
NOVO-NORDISK A S ADR 670100205 223 4,830 SH   DFND 17 4,801 0 29
NU SKIN ENTERPRISES INC CL A 67018T105 192 3,133 SH   DFND 17 3,133 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 188 3,072 SH   DFND 21 3,072 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 6,210 469,361 SH   DFND 17 469,361 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 399 30,193 SH   DFND 21 0 0 30,193
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 41,192 47,640,000 PRN   DFND 17 47,640,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 39,187 44,850,000 PRN   DFND 17 44,850,000 0 0
NUCOR CORP COM 670346105 15,375 296,758 SH   DFND 17 296,758 0 0
NUCOR CORP COM 670346105 19,714 380,509 SH   DFND 21 362,953 0 17,556
NUCOR CORP PUT 670346955 1,689 32,600 SH Put DFND 4 32,600 0 0
NUTANIX INC CL A 67059N108 44,446 1,068,659 SH   DFND 17 807,729 0 260,930
NVIDIA CORP COM 67066G104 9,535 71,420 SH   DFND 4 71,420 0 0
NVIDIA CORP COM 67066G104 320,745 2,402,574 SH   DFND 17 2,301,549 0 101,025
NVIDIA CORP COM 67066G104 42,212 316,196 SH   DFND 21 292,627 0 23,569
NVIDIA CORP CALL 67066G904 1,589 11,900 SH Call DFND 4 11,900 0 0
NVIDIA CORP PUT 67066G954 12,696 95,100 SH Put DFND 4 95,100 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 92,677 88,600,000 PRN   DFND 17 85,950,000 0 2,650,000
NXSTAGE MEDICAL INC COM 67072V103 51 1,771 SH   DFND 17 1,771 0 0
NXSTAGE MEDICAL INC COM 67072V103 11,534 403,000 SH   DFND 21 403,000 0 0
NUTRIEN LTD COM 67077M108 18,614 396,479 SH   DFND 17 339,241 0 57,238
NUTRIEN LTD COM 67077M108 1,951 41,563 SH   DFND 20 41,563 0 0
NUTRIEN LTD COM 67077M108 54,007 1,150,373 SH   DFND 21 1,005,688 0 144,685
NUTRIEN LTD COM 67077M108 5,902 127,500 SH   DFND 24 127,500 0 0
OGE ENERGY CORP COM 670837103 215 5,479 SH   DFND 17 5,479 0 0
OI S A SPONSORED ADR NE 670851500 2,406 1,503,537 SH   DFND 4 1,503,537 0 0
OI S A SPONSORED ADR NE 670851500 108 67,399 SH   DFND 17 67,399 0 0
OI S A SPONSORED ADR NE 670851500 286 178,783 SH   DFND 21 178,783 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,890 31,627 SH   DFND 17 31,627 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 259 751 SH   DFND 20 751 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 80,940 235,064 SH   DFND 21 196,791 0 38,273
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 1,274 3,700 SH Call DFND 4 3,700 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 15,082 43,800 SH Put DFND 4 43,800 0 0
OFG BANCORP COM 67103X102 612 37,151 SH   DFND 17 37,151 0 0
OFG BANCORP COM 67103X102 227 13,772 SH   DFND 21 13,772 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 53,312 57,375,000 PRN   DFND 17 57,375,000 0 0
OASIS PETE INC NEW COM 674215108 17,696 3,200,000 SH   DFND 4 3,200,000 0 0
OASIS PETE INC NEW COM 674215108 41 7,416 SH   DFND 17 7,416 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 77,117 88,105,000 PRN   DFND 17 84,165,000 0 3,940,000
OCCIDENTAL PETE CORP DEL COM 674599105 3,279 53,426 SH   DFND 4 53,426 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 274,403 4,470,971 SH   DFND 17 4,306,876 0 164,095
OCCIDENTAL PETE CORP DEL COM 674599105 58,619 955,020 SH   DFND 21 825,553 0 129,467
OCCIDENTAL PETE CORP DEL COM 674599105 1,004 16,600 SH   DFND 24 16,600 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 638 10,400 SH Call DFND 4 10,400 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 15,419 251,200 SH Put DFND 4 251,200 0 0
ODONATE THERAPEUTICS INC COM 676079106 2,296 163,073 SH   DFND 17 163,073 0 0
OFFICE DEPOT INC COM 676220106 1,501 581,656 SH   DFND 17 581,656 0 0
OFFICE DEPOT INC COM 676220106 2,271 880,264 SH   DFND 21 880,264 0 0
OKTA INC CL A 679295105 164,168 2,573,171 SH   DFND 17 2,146,581 0 426,590
OKTA INC CL A 679295105 4,658 73,014 SH   DFND 20 73,014 0 0
OKTA INC CL A 679295105 290 4,540 SH   DFND 21 4,540 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,799 14,566 SH   DFND 17 14,566 0 0
OLD DOMINION FGHT LINES INC COM 679580100 13,372 108,287 SH   DFND 21 55,150 0 53,137
OLD REP INTL CORP COM 680223104 14,313 695,815 SH   DFND 17 684,021 0 11,794
OLD REP INTL CORP COM 680223104 168 8,146 SH   DFND 20 8,146 0 0
OLD REP INTL CORP COM 680223104 42,325 2,057,622 SH   DFND 21 1,442,249 0 615,373
OMNICOM GROUP INC COM 681919106 242 3,300 SH   DFND 4 3,300 0 0
OMNICOM GROUP INC COM 681919106 703 9,599 SH   DFND 17 9,599 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,336 180,243 SH   DFND 17 180,243 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,386 67,892 SH   DFND 21 0 0 67,892
OMNICELL INC COM 68213N109 9,869 161,157 SH   DFND 17 99,340 0 61,817
OMEROS CORP COM 682143102 828 74,364 SH   DFND 17 74,364 0 0
ON SEMICONDUCTOR CORP COM 682189105 132,776 8,042,170 SH   DFND 17 7,901,524 0 140,646
ON SEMICONDUCTOR CORP COM 682189105 174 10,538 SH   DFND 20 10,538 0 0
ON SEMICONDUCTOR CORP COM 682189105 11,285 683,524 SH   DFND 21 478,766 0 204,758
ON SEMICONDUCTOR CORP COM 682189105 2,123 130,000 SH   DFND 24 130,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8,445 7,750,000 PRN   DFND 17 7,750,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 86,762 80,910,000 PRN   DFND 17 78,200,000 0 2,710,000
ONE GAS INC COM 68235P108 4,972 62,457 SH   DFND 4 62,457 0 0
ONE GAS INC COM 68235P108 170 2,141 SH   DFND 17 2,141 0 0
ONEOK INC NEW COM 682680103 60,577 1,122,843 SH   DFND 4 1,086,843 0 36,000
ONEOK INC NEW COM 682680103 951 17,628 SH   DFND 17 17,628 0 0
ONEOK INC NEW COM 682680103 45 833 SH   DFND 21 833 0 0
ONEOK INC NEW CALL 682680903 448 8,300 SH Call DFND 4 8,300 0 0
ONEOK INC NEW PUT 682680953 7,003 129,800 SH Put DFND 4 129,800 0 0
ONEMAIN HLDGS INC COM 68268W103 2,379 97,939 SH   DFND 17 91,233 0 6,706
ONEMAIN HLDGS INC COM 68268W103 62 2,560 SH   DFND 20 2,560 0 0
ONEMAIN HLDGS INC COM 68268W103 9,480 390,293 SH   DFND 21 268,787 0 121,506
ONESPAN INC COM 68287N100 6,730 519,709 SH   DFND 17 519,709 0 0
OOMA INC COM 683416101 267 19,270 SH   DFND 17 2,500 0 16,770
OPEN TEXT CORP COM 683715106 183 5,619 SH   DFND 17 0 0 5,619
OPEN TEXT CORP COM 683715106 144 4,433 SH   DFND 20 4,433 0 0
OPEN TEXT CORP COM 683715106 12,105 371,518 SH   DFND 21 234,097 0 137,421
ORACLE CORP COM 68389X105 28,696 635,564 SH   DFND 4 635,564 0 0
ORACLE CORP COM 68389X105 49,717 1,101,158 SH   DFND 17 943,378 0 157,780
ORACLE CORP COM 68389X105 1,797 39,806 SH   DFND 20 39,806 0 0
ORACLE CORP COM 68389X105 42,269 936,192 SH   DFND 21 877,407 0 58,785
ORACLE CORP CALL 68389X905 2,817 62,400 SH Call DFND 4 62,400 0 0
ORACLE CORP PUT 68389X955 29,677 657,300 SH Put DFND 4 657,300 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 191 16,335 SH   DFND 17 16,335 0 0
ORBCOMM INC COM 68555P100 2,580 312,337 SH   DFND 17 312,337 0 0
ORITANI FINL CORP DEL COM 68633D103 260 17,594 SH   DFND 17 17,594 0 0
ORTHOPEDIATRICS CORP COM 68752L100 4,721 135,358 SH   DFND 17 130,782 0 4,576
ORTHOFIX MED INC COM 68752M108 200 3,807 SH   DFND 17 3,807 0 0
ORTHOFIX MED INC COM 68752M108 231 4,394 SH   DFND 21 4,394 0 0
OUTFRONT MEDIA INC COM 69007J106 70 3,837 SH   DFND 17 3,837 0 0
OUTFRONT MEDIA INC COM 69007J106 504 27,816 SH   DFND 21 27,816 0 0
OVERSTOCK COM INC DEL COM 690370101 27,864 2,051,824 SH   DFND 17 2,030,664 0 21,160
OWENS & MINOR INC NEW COM 690732102 11 1,677 SH   DFND 17 1,677 0 0
OWENS & MINOR INC NEW COM 690732102 63 10,016 SH   DFND 21 0 0 10,016
OWENS CORNING NEW COM 690742101 10,160 231,024 SH   DFND 17 113,465 0 117,559
OWENS CORNING NEW COM 690742101 438 9,959 SH   DFND 20 9,959 0 0
OWENS CORNING NEW COM 690742101 21,935 498,742 SH   DFND 21 220,680 0 278,062
PDVWIRELESS INC COM 69290R104 50,781 1,358,156 SH   DFND 4 1,358,156 0 0
PDVWIRELESS INC COM 69290R104 9 250 SH   DFND 17 250 0 0
PBF ENERGY INC CL A 69318G106 12,756 390,445 SH   DFND 17 305,709 0 84,736
PBF ENERGY INC CL A 69318G106 15,842 484,903 SH   DFND 21 120,087 0 364,816
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3,639 4,150,000 PRN   DFND 17 4,150,000 0 0
PDL BIOPHARMA INC COM 69329Y104 954 328,988 SH   DFND 17 70,057 0 258,931
PDL BIOPHARMA INC COM 69329Y104 74 25,659 SH   DFND 21 25,659 0 0
PG&E CORP COM 69331C108 33 1,400 SH   DFND 4 1,400 0 0
PG&E CORP COM 69331C108 651 27,413 SH   DFND 17 27,413 0 0
PG&E CORP CALL 69331C908 608 25,600 SH Call DFND 4 25,600 0 0
PG&E CORP PUT 69331C958 1,748 73,600 SH Put DFND 4 73,600 0 0
PGT INNOVATIONS INC COM 69336V101 2,276 143,617 SH   DFND 17 143,617 0 0
PGT INNOVATIONS INC COM 69336V101 195 12,275 SH   DFND 21 12,275 0 0
PLDT INC SPONSORED ADR 69344D408 977 45,685 SH   DFND 17 45,685 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,523 90,006 SH   DFND 4 90,006 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,518 38,644 SH   DFND 17 38,644 0 0
PNC FINL SVCS GROUP INC COM 693475105 683 5,838 SH   DFND 20 5,838 0 0
PNC FINL SVCS GROUP INC COM 693475105 33,180 283,807 SH   DFND 21 125,289 0 158,518
PNC FINL SVCS GROUP INC CALL 693475905 1,578 13,500 SH Call DFND 4 13,500 0 0
PNC FINL SVCS GROUP INC PUT 693475955 18,074 154,600 SH Put DFND 4 154,600 0 0
POSCO SPONSORED ADR 693483109 3,701 67,358 SH   DFND 17 67,358 0 0
PNM RES INC COM 69349H107 198 4,816 SH   DFND 17 4,816 0 0
PNM RES INC COM 69349H107 93 2,274 SH   DFND 20 2,274 0 0
PNM RES INC COM 69349H107 11,886 289,265 SH   DFND 21 246,385 0 42,880
PPG INDS INC COM 693506107 896 8,760 SH   DFND 4 8,760 0 0
PPG INDS INC COM 693506107 1,061 10,375 SH   DFND 17 10,375 0 0
PPG INDS INC PUT 693506957 8,945 87,500 SH Put DFND 4 87,500 0 0
PPL CORP COM 69351T106 3,126 110,332 SH   DFND 17 110,332 0 0
PPL CORP COM 69351T106 50 1,781 SH   DFND 20 1,781 0 0
PPL CORP COM 69351T106 15,236 537,807 SH   DFND 21 532,760 0 5,047
PPL CORP PUT 69351T956 484 17,100 SH Put DFND 4 17,100 0 0
PRA HEALTH SCIENCES INC COM 69354M108 20,275 220,477 SH   DFND 17 106,001 0 114,476
PRA HEALTH SCIENCES INC COM 69354M108 1,171 12,731 SH   DFND 21 3,630 0 9,101
PRA HEALTH SCIENCES INC COM 69354M108 1,173 13,200 SH   DFND 24 13,200 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 26,813 31,700,000 PRN   DFND 17 31,700,000 0 0
PVH CORP COM 693656100 6,197 66,674 SH   DFND 17 30,460 0 36,214
PVH CORP COM 693656100 8,598 92,497 SH   DFND 21 79,210 0 13,287
PTC THERAPEUTICS INC COM 69366J200 2,294 66,848 SH   DFND 17 56,523 0 10,325
PTC THERAPEUTICS INC COM 69366J200 368 11,500 SH   DFND 24 11,500 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 30,097 30,570,000 PRN   DFND 17 26,310,000 0 4,260,000
PTC INC COM 69370C100 150,661 1,817,383 SH   DFND 17 1,758,820 0 58,563
PACCAR INC COM 693718108 2,611 45,697 SH   DFND 4 45,697 0 0
PACCAR INC COM 693718108 25,984 454,734 SH   DFND 17 449,902 0 4,832
PACCAR INC COM 693718108 335 5,868 SH   DFND 20 5,868 0 0
PACCAR INC COM 693718108 61,224 1,071,476 SH   DFND 21 654,205 0 417,271
PACCAR INC CALL 693718908 337 5,900 SH Call DFND 4 5,900 0 0
PACCAR INC PUT 693718958 6,354 111,200 SH Put DFND 4 111,200 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 25 3,343 SH   DFND 17 3,343 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 3,388 457,882 SH   DFND 21 457,882 0 0
PACIFIC PREMIER BANCORP COM 69478X105 3,304 129,453 SH   DFND 17 67,984 0 61,469
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 38,283 38,800,000 PRN   DFND 17 38,800,000 0 0
PACKAGING CORP AMER COM 695156109 192 2,300 SH   DFND 4 2,300 0 0
PACKAGING CORP AMER COM 695156109 12,214 146,344 SH   DFND 17 146,344 0 0
PACKAGING CORP AMER COM 695156109 50 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 5,210 62,423 SH   DFND 21 62,423 0 0
PACWEST BANCORP DEL COM 695263103 114 3,413 SH   DFND 17 3,413 0 0
PACWEST BANCORP DEL COM 695263103 2,610 78,411 SH   DFND 21 68,260 0 10,151
PALO ALTO NETWORKS INC COM 697435105 122,454 650,140 SH   DFND 17 568,545 0 81,595
PALO ALTO NETWORKS INC COM 697435105 4,986 26,470 SH   DFND 21 5,062 0 21,408
PAPA JOHNS INTL INC CALL 698813902 358 9,000 SH Call DFND 21 9,000 0 0
PARK HOTELS RESORTS INC COM 700517105 4,026 154,947 SH   DFND 4 154,947 0 0
PARK HOTELS RESORTS INC COM 700517105 5,251 202,098 SH   DFND 17 202,098 0 0
PARK HOTELS RESORTS INC COM 700517105 1,496 57,589 SH   DFND 20 57,589 0 0
PARK HOTELS RESORTS INC COM 700517105 32,690 1,258,278 SH   DFND 21 785,429 0 472,849
PARK OHIO HLDGS CORP COM 700666100 974 31,753 SH   DFND 17 31,753 0 0
PARK OHIO HLDGS CORP COM 700666100 41 1,345 SH   DFND 21 1,345 0 0
PARKER HANNIFIN CORP COM 701094104 1,945 13,044 SH   DFND 4 13,044 0 0
PARKER HANNIFIN CORP COM 701094104 4,054 27,184 SH   DFND 17 26,259 0 925
PARKER HANNIFIN CORP COM 701094104 263 1,761 SH   DFND 21 696 0 1,065
PARKER HANNIFIN CORP CALL 701094904 656 4,400 SH Call DFND 4 4,400 0 0
PARKER HANNIFIN CORP PUT 701094954 6,801 45,600 SH Put DFND 4 45,600 0 0
PARSLEY ENERGY INC CL A 701877102 5,098 319,037 SH   DFND 17 273,275 0 45,762
PARTY CITY HOLDCO INC COM 702149105 16 1,573 SH   DFND 17 1,573 0 0
PARTY CITY HOLDCO INC COM 702149105 842 84,319 SH   DFND 20 84,319 0 0
PARTY CITY HOLDCO INC COM 702149105 2,522 252,668 SH   DFND 21 252,668 0 0
PATRICK INDS INC COM 703343103 460 15,542 SH   DFND 17 2,349 0 13,193
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 35,603 36,195,000 PRN   DFND 17 36,195,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,371 69,731 SH   DFND 17 69,731 0 0
PATTERSON COMPANIES INC COM 703395103 7,974 405,610 SH   DFND 21 405,610 0 0
PAYCHEX INC COM 704326107 2,978 45,707 SH   DFND 17 23,679 0 22,028
PAYCHEX INC COM 704326107 6,477 99,412 SH   DFND 21 83,070 0 16,342
PAYCHEX INC CALL 704326907 645 9,900 SH Call DFND 4 9,900 0 0
PAYCHEX INC PUT 704326957 4,984 76,500 SH Put DFND 4 76,500 0 0
PAYCOM SOFTWARE INC COM 70432V102 147,972 1,208,427 SH   DFND 17 956,772 0 251,655
PAYLOCITY HLDG CORP COM 70438V106 48 795 SH   DFND 17 795 0 0
PAYLOCITY HLDG CORP COM 70438V106 342 5,674 SH   DFND 21 5,674 0 0
PAYPAL HLDGS INC COM 70450Y103 464,095 5,519,335 SH   DFND 17 4,945,118 0 574,217
PAYPAL HLDGS INC COM 70450Y103 54,222 644,808 SH   DFND 21 632,926 0 11,882
PAYPAL HLDGS INC CALL 70450Y903 4,642 55,200 SH Call DFND 4 55,200 0 0
PAYPAL HLDGS INC CALL 70450Y903 328 3,900 SH Call DFND 21 3,900 0 0
PAYPAL HLDGS INC PUT 70450Y953 36,377 432,600 SH Put DFND 4 432,600 0 0
PEABODY ENERGY CORP NEW COM 704551100 133 4,367 SH   DFND 17 4,367 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,067 67,829 SH   DFND 21 54,794 0 13,035
PEAPACK-GLADSTONE FINL CORP COM 704699107 525 20,849 SH   DFND 17 2,976 0 17,873
PEBBLEBROOK HOTEL TR COM 70509V100 539 19,025 SH   DFND 17 19,025 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 2,142 75,648 SH   DFND 21 75,648 0 0
PEGASYSTEMS INC COM 705573103 42,239 883,108 SH   DFND 17 883,108 0 0
PENN NATL GAMING INC COM 707569109 552 29,293 SH   DFND 17 29,293 0 0
PENN VA CORP NEW COM 70788V102 7,310 135,229 SH   DFND 17 97,966 0 37,263
PENN VA CORP NEW COM 70788V102 338 6,261 SH   DFND 20 6,261 0 0
PENN VA CORP NEW COM 70788V102 12,182 225,343 SH   DFND 21 174,282 0 51,061
PENNYMAC MTG INVT TR COM 70931T103 31 1,640 SH   DFND 17 1,640 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,697 91,121 SH   DFND 21 91,121 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,487 1,500,000 PRN   DFND 17 1,500,000 0 0
PENNYMAC FINL SVCS INC COM 70932M107 98 4,594 SH   DFND 17 545 0 4,049
PENNYMAC FINL SVCS INC COM 70932M107 176 8,281 SH   DFND 21 0 0 8,281
PENSKE AUTOMOTIVE GRP INC COM 70959W103 40 989 SH   DFND 17 989 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 592 14,687 SH   DFND 21 14,687 0 0
PENUMBRA INC COM 70975L107 104 853 SH   DFND 17 853 0 0
PENUMBRA INC COM 70975L107 122 996 SH   DFND 21 996 0 0
PEOPLES BANCORP INC COM 709789101 65 2,163 SH   DFND 17 2,163 0 0
PEOPLES BANCORP INC COM 709789101 461 15,329 SH   DFND 21 15,329 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,126 78,036 SH   DFND 17 78,036 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 5,088 352,585 SH   DFND 21 295,536 0 57,049
PEOPLES UTAH BANCORP COM 712706209 881 29,227 SH   DFND 17 25,310 0 3,917
PEPSICO INC COM 713448108 3,332 30,163 SH   DFND 4 30,163 0 0
PEPSICO INC COM 713448108 140,722 1,273,758 SH   DFND 17 1,209,254 0 64,504
PEPSICO INC COM 713448108 2,612 23,646 SH   DFND 20 23,646 0 0
PEPSICO INC COM 713448108 65,821 595,770 SH   DFND 21 579,722 0 16,048
PEPSICO INC CALL 713448908 12,131 109,800 SH Call DFND 4 109,800 0 0
PEPSICO INC PUT 713448958 35,453 320,900 SH Put DFND 4 320,900 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,633 298,512 SH   DFND 17 117,926 0 180,586
PERFORMANCE FOOD GROUP CO COM 71377A103 55 1,718 SH   DFND 21 1,718 0 0
PERKINELMER INC COM 714046109 16,627 211,668 SH   DFND 17 207,783 0 3,885
PERKINELMER INC COM 714046109 9,202 117,142 SH   DFND 21 64,542 0 52,600
PERSPECTA INC COM 715347100 10,447 606,653 SH   DFND 17 489,077 0 117,576
PERSPECTA INC COM 715347100 59 3,435 SH   DFND 20 3,435 0 0
PERSPECTA INC COM 715347100 5,900 342,637 SH   DFND 21 337,828 0 4,809
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,135 43,310 SH   DFND 17 43,310 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,385 52,850 SH   DFND 21 37,791 0 15,059
PETMED EXPRESS INC COM 716382106 502 21,596 SH   DFND 17 21,596 0 0
PETMED EXPRESS INC COM 716382106 3,062 131,643 SH   DFND 21 131,643 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,139 98,290 SH   DFND 17 98,290 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,022 260,726 SH   DFND 21 260,726 0 0
PFIZER INC COM 717081103 11,135 255,100 SH   DFND 4 255,100 0 0
PFIZER INC COM 717081103 218,386 5,003,123 SH   DFND 17 4,129,333 0 873,790
PFIZER INC COM 717081103 4,141 94,876 SH   DFND 20 94,876 0 0
PFIZER INC COM 717081103 336,132 7,700,624 SH   DFND 21 5,687,567 0 2,013,057
PFIZER INC CALL 717081903 2,890 66,200 SH Call DFND 4 66,200 0 0
PFIZER INC PUT 717081953 96,960 2,221,300 SH Put DFND 4 2,221,300 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,135 66,402 SH   DFND 17 42,532 0 23,870
PHILIP MORRIS INTL INC COM 718172109 22,893 342,921 SH   DFND 4 342,921 0 0
PHILIP MORRIS INTL INC COM 718172109 9,605 143,870 SH   DFND 17 128,870 0 15,000
PHILIP MORRIS INTL INC COM 718172109 5,967 89,381 SH   DFND 21 76,596 0 12,785
PHILIP MORRIS INTL INC CALL 718172909 4,032 60,400 SH Call DFND 4 60,400 0 0
PHILIP MORRIS INTL INC PUT 718172959 29,007 434,500 SH Put DFND 4 434,500 0 0
PHILLIPS 66 COM 718546104 1,073 12,457 SH   DFND 4 12,457 0 0
PHILLIPS 66 COM 718546104 7,664 88,958 SH   DFND 17 88,958 0 0
PHILLIPS 66 COM 718546104 9,711 112,725 SH   DFND 21 77,457 0 35,268
PHILLIPS 66 COM 718546104 612 7,200 SH   DFND 24 7,200 0 0
PHILLIPS 66 CALL 718546904 1,344 15,600 SH Call DFND 4 15,600 0 0
PHILLIPS 66 PUT 718546954 11,208 130,100 SH Put DFND 4 130,100 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 29 10,833 SH   DFND 17 10,833 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 14,550 144,132 SH   DFND 4 144,132 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 43,148 1,711,547 SH   DFND 4 1,711,547 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 291,263 13,179,336 SH   DFND 4 13,179,336 0 0
PINDUODUO INC SPONSORED ADS 722304102 14,851 661,792 SH   DFND 20 661,792 0 0
PINDUODUO INC SPONSORED ADS 722304102 441 20,000 SH   DFND 24 20,000 0 0
PINNACLE WEST CAP CORP COM 723484101 860 10,091 SH   DFND 17 10,091 0 0
PINNACLE WEST CAP CORP COM 723484101 31 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 6,923 81,250 SH   DFND 21 75,171 0 6,079
PIONEER NAT RES CO COM 723787107 63,687 484,240 SH   DFND 4 484,240 0 0
PIONEER NAT RES CO COM 723787107 21,984 167,151 SH   DFND 17 145,461 0 21,690
PIONEER NAT RES CO COM 723787107 7,932 60,308 SH   DFND 20 60,308 0 0
PIONEER NAT RES CO COM 723787107 8,284 62,988 SH   DFND 21 62,264 0 724
PIONEER NAT RES CO COM 723787107 757 5,800 SH   DFND 24 5,800 0 0
PIONEER NAT RES CO CALL 723787907 618 4,700 SH Call DFND 4 4,700 0 0
PIONEER NAT RES CO PUT 723787957 9,469 72,000 SH Put DFND 4 72,000 0 0
PITNEY BOWES INC COM 724479100 2,065 349,401 SH   DFND 17 44,764 0 304,637
PITNEY BOWES INC COM 724479100 8 1,375 SH   DFND 21 1,375 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 11,603 578,987 SH   DFND 4 578,987 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 762 37,925 SH   DFND 17 37,925 0 0
PLANET FITNESS INC CL A 72703H101 129 2,413 SH   DFND 17 2,413 0 0
PLANET FITNESS INC CL A 72703H101 1,656 31,500 SH   DFND 24 31,500 0 0
PLANTRONICS INC NEW COM 727493108 67 2,032 SH   DFND 17 2,032 0 0
PLANTRONICS INC NEW COM 727493108 411 12,420 SH   DFND 20 12,420 0 0
PLANTRONICS INC NEW COM 727493108 1,426 43,087 SH   DFND 21 37,220 0 5,867
POLARIS INDS INC COM 731068102 125 1,633 SH   DFND 17 1,633 0 0
POLARIS INDS INC COM 731068102 167 2,176 SH   DFND 21 2,176 0 0
POOL CORPORATION COM 73278L105 6,163 41,458 SH   DFND 17 23,937 0 17,521
POOL CORPORATION COM 73278L105 974 6,550 SH   DFND 21 6,550 0 0
POPULAR INC COM NEW 733174700 133 2,808 SH   DFND 17 2,808 0 0
POPULAR INC COM NEW 733174700 1,666 35,291 SH   DFND 20 35,291 0 0
POPULAR INC COM NEW 733174700 32,253 683,029 SH   DFND 21 520,764 0 162,265
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 30,227 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,004 65,514 SH   DFND 17 65,514 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,894 106,729 SH   DFND 21 85,929 0 20,800
POTLATCHDELTIC CORPORATION COM 737630103 6,911 218,440 SH   DFND 17 218,440 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 7,550 174,166 SH   DFND 17 123,282 0 50,884
PREFERRED APT CMNTYS INC COM 74039L103 15 1,099 SH   DFND 17 1,099 0 0
PREFERRED APT CMNTYS INC COM 74039L103 1,262 89,745 SH   DFND 21 0 0 89,745
PREMIER INC CL A 74051N102 628 16,804 SH   DFND 17 5,444 0 11,360
PREMIER INC CL A 74051N102 602 16,115 SH   DFND 21 0 0 16,115
PRICE T ROWE GROUP INC COM 74144T108 2,116 22,923 SH   DFND 4 22,923 0 0
PRICE T ROWE GROUP INC COM 74144T108 10,043 108,780 SH   DFND 17 108,780 0 0
PRICE T ROWE GROUP INC COM 74144T108 14,354 155,480 SH   DFND 21 142,033 0 13,447
PRICE T ROWE GROUP INC PUT 74144T958 619 6,700 SH Put DFND 4 6,700 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 67,360 50,905,000 PRN   DFND 17 46,355,000 0 4,550,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3,970 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 129,861 117,975,000 PRN   DFND 17 117,975,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,403 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMO WTR CORP COM 74165N105 10,601 756,657 SH   DFND 17 512,425 0 244,232
PRINCIPAL FINL GROUP INC COM 74251V102 21,639 489,913 SH   DFND 17 342,653 0 147,260
PRINCIPAL FINL GROUP INC COM 74251V102 18,435 417,363 SH   DFND 21 303,311 0 114,052
PROCTER AND GAMBLE CO COM 742718109 2,206 24,000 SH   DFND 4 24,000 0 0
PROCTER AND GAMBLE CO COM 742718109 79,352 863,276 SH   DFND 17 580,619 0 282,657
PROCTER AND GAMBLE CO COM 742718109 2,700 29,377 SH   DFND 20 29,377 0 0
PROCTER AND GAMBLE CO COM 742718109 149,296 1,624,192 SH   DFND 21 1,469,174 0 155,018
PROCTER AND GAMBLE CO CALL 742718909 30,232 328,900 SH Call DFND 4 328,900 0 0
PROCTER AND GAMBLE CO PUT 742718959 57,055 620,700 SH Put DFND 4 620,700 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,032 245,655 SH   DFND 17 237,749 0 7,906
PROGRESS SOFTWARE CORP COM 743312100 2,735 77,054 SH   DFND 17 8,063 0 68,991
PROGRESS SOFTWARE CORP COM 743312100 1,627 45,842 SH   DFND 21 4,572 0 41,270
PROGRESSIVE CORP OHIO COM 743315103 181,003 3,000,655 SH   DFND 17 2,737,475 0 263,180
PROGRESSIVE CORP OHIO COM 743315103 1,402 23,243 SH   DFND 20 23,243 0 0
PROGRESSIVE CORP OHIO COM 743315103 71,862 1,191,152 SH   DFND 21 823,539 0 367,613
PROGRESSIVE CORP OHIO CALL 743315903 1,170 19,400 SH Call DFND 4 19,400 0 0
PROGRESSIVE CORP OHIO PUT 743315953 7,819 129,600 SH Put DFND 4 129,600 0 0
PROLOGIS INC COM 74340W103 48,678 828,992 SH   DFND 4 828,992 0 0
PROLOGIS INC COM 74340W103 26,358 448,883 SH   DFND 17 397,083 0 51,800
PROLOGIS INC COM 74340W103 298 5,078 SH   DFND 21 1,225 0 3,853
PROOFPOINT INC COM 743424103 47,529 567,108 SH   DFND 17 474,368 0 92,740
PROS HOLDINGS INC COM 74346Y103 2,748 87,531 SH   DFND 17 87,531 0 0
PROS HOLDINGS INC NOTE 2.000% 6/0 74346YAD5 5,638 6,075,000 PRN   DFND 17 6,075,000 0 0
PROPETRO HLDG CORP COM 74347M108 6,476 525,614 SH   DFND 17 293,508 0 232,106
PROSPECT CAPITAL CORPORATION COM 74348T102 2,669 423,019 SH   DFND 17 189,808 0 233,211
PROSPECT CAPITAL CORPORATION COM 74348T102 9,277 1,470,134 SH   DFND 21 953,359 0 516,775
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 35,949 37,000,000 PRN   DFND 17 37,000,000 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 310 95,750 SH   DFND 17 95,750 0 0
PRUDENTIAL FINL INC COM 744320102 7,510 92,096 SH   DFND 4 92,096 0 0
PRUDENTIAL FINL INC COM 744320102 26,859 329,362 SH   DFND 17 180,042 0 149,320
PRUDENTIAL FINL INC COM 744320102 1,209 14,830 SH   DFND 20 14,830 0 0
PRUDENTIAL FINL INC COM 744320102 97,354 1,193,800 SH   DFND 21 825,123 0 368,677
PRUDENTIAL FINL INC CALL 744320902 1,076 13,200 SH Call DFND 4 13,200 0 0
PRUDENTIAL FINL INC PUT 744320952 11,490 140,900 SH Put DFND 4 140,900 0 0
PRUDENTIAL PLC ADR 74435K204 267 7,553 SH   DFND 17 7,495 0 58
PUBLIC SVC ENTERPRISE GROUP COM 744573106 121,597 2,336,161 SH   DFND 17 2,314,062 0 22,099
PUBLIC SVC ENTERPRISE GROUP COM 744573106 581 11,155 SH   DFND 20 11,155 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 93,996 1,805,886 SH   DFND 21 1,010,363 0 795,523
PUBLIC STORAGE COM 74460D109 48,471 239,468 SH   DFND 4 239,468 0 0
PUBLIC STORAGE COM 74460D109 1,405 6,943 SH   DFND 17 6,943 0 0
PULTE GROUP INC COM 745867101 400 15,400 SH   DFND 4 15,400 0 0
PULTE GROUP INC COM 745867101 927 35,666 SH   DFND 17 35,666 0 0
PULTE GROUP INC COM 745867101 3,718 143,045 SH   DFND 21 120,042 0 23,003
PURE STORAGE INC CL A 74624M102 33,072 2,056,728 SH   DFND 17 1,900,933 0 155,795
PURE STORAGE INC CL A 74624M102 53 3,299 SH   DFND 20 3,299 0 0
PURE STORAGE INC CL A 74624M102 156 9,701 SH   DFND 21 9,701 0 0
QCR HOLDINGS INC COM 74727A104 383 11,929 SH   DFND 17 4,961 0 6,968
QAD INC CL A 74727D306 964 24,518 SH   DFND 17 21,261 0 3,257
QEP RES INC COM 74733V100 37 6,519 SH   DFND 17 6,519 0 0
QEP RES INC COM 74733V100 2,031 360,766 SH   DFND 21 160,457 0 200,309
QIWI PLC SPON ADR REP B 74735M108 957 67,678 SH   DFND 21 52,678 0 15,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 9,428 100,000 SH   DFND 17 100,000 0 0
QORVO INC COM 74736K101 334 5,501 SH   DFND 17 5,501 0 0
Q2 HLDGS INC COM 74736L109 750 15,139 SH   DFND 17 15,139 0 0
Q2 HLDGS INC COM 74736L109 2 36 SH   DFND 21 36 0 0
QUALCOMM INC COM 747525103 8,716 153,147 SH   DFND 4 153,147 0 0
QUALCOMM INC COM 747525103 201,425 3,539,407 SH   DFND 17 3,418,119 0 121,288
QUALCOMM INC COM 747525103 574 10,078 SH   DFND 21 1,863 0 8,215
QUALCOMM INC CALL 747525903 1,269 22,300 SH Call DFND 4 22,300 0 0
QUALCOMM INC PUT 747525953 28,603 502,600 SH Put DFND 4 502,600 0 0
QUALYS INC COM 74758T303 16,258 217,521 SH   DFND 17 217,521 0 0
QUALYS INC COM 74758T303 6,866 91,870 SH   DFND 21 41,590 0 50,280
QUANTA SVCS INC COM 74762E102 235 7,802 SH   DFND 17 7,802 0 0
QUANTERIX CORP COM 74766Q101 882 48,161 SH   DFND 17 41,681 0 6,480
QUEST DIAGNOSTICS INC COM 74834L100 92,176 1,106,953 SH   DFND 17 1,076,969 0 29,984
QUEST DIAGNOSTICS INC COM 74834L100 216 2,588 SH   DFND 20 2,588 0 0
QUEST DIAGNOSTICS INC COM 74834L100 72,783 874,060 SH   DFND 21 600,694 0 273,366
QUINSTREET INC COM 74874Q100 3,597 221,622 SH   DFND 17 221,622 0 0
QUINSTREET INC COM 74874Q100 215 13,253 SH   DFND 21 13,253 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 691 64,741 SH   DFND 17 64,741 0 0
QURATE RETAIL INC COM SER A 74915M100 231 11,809 SH   DFND 17 11,809 0 0
RBB BANCORP COM 74930B105 92 5,220 SH   DFND 17 5,220 0 0
RBB BANCORP COM 74930B105 151 8,583 SH   DFND 21 8,583 0 0
R1 RCM INC COM 749397105 10,205 1,283,665 SH   DFND 17 916,195 0 367,470
R1 RCM INC COM 749397105 591 74,308 SH   DFND 21 74,308 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 27,439 1,107,305 SH   DFND 17 1,107,305 0 0
RPM INTL INC COM 749685103 213 3,620 SH   DFND 17 3,620 0 0
RPT REALTY COM SH BEN INT 74971D101 306 25,616 SH   DFND 17 25,616 0 0
RPT REALTY COM SH BEN INT 74971D101 1,897 158,731 SH   DFND 21 158,731 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 34,745 34,920,000 PRN   DFND 17 34,920,000 0 0
RTI SURGICAL INC COM 74975N105 617 166,825 SH   DFND 17 166,825 0 0
RADIAN GROUP INC COM 750236101 1,554 94,966 SH   DFND 17 94,966 0 0
RADIUS HEALTH INC COM NEW 750469207 794 48,173 SH   DFND 17 48,173 0 0
RADIUS HEALTH INC COM NEW 750469207 285 19,200 SH   DFND 24 19,200 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 10,620 13,950,000 PRN   DFND 17 13,950,000 0 0
RADNET INC COM 750491102 3,201 314,726 SH   DFND 17 305,388 0 9,338
RADNET INC COM 750491102 1,916 188,366 SH   DFND 21 169,745 0 18,621
RALPH LAUREN CORP CL A 751212101 719 6,953 SH   DFND 17 6,953 0 0
RALPH LAUREN CORP CL A 751212101 3,776 36,498 SH   DFND 21 34,171 0 2,327
RANGE RES CORP COM 75281A109 56 5,828 SH   DFND 17 5,828 0 0
RANGE RES CORP COM 75281A109 1,719 179,618 SH   DFND 21 86,022 0 93,596
RAPID7 INC COM 753422104 14,733 472,819 SH   DFND 17 382,834 0 89,985
RAVEN INDS INC COM 754212108 2,377 65,670 SH   DFND 17 65,670 0 0
RAVEN INDS INC COM 754212108 1,667 46,000 SH   DFND 24 46,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,131 176,465 SH   DFND 17 176,465 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 327 4,394 SH   DFND 20 4,394 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,364 18,334 SH   DFND 21 18,334 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 15 1,408 SH   DFND 17 1,408 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 441 41,365 SH   DFND 21 41,365 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 9,880 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 10,730 69,969 SH   DFND 4 69,969 0 0
RAYTHEON CO COM NEW 755111507 134,401 876,461 SH   DFND 17 876,461 0 0
RAYTHEON CO COM NEW 755111507 16,958 110,585 SH   DFND 20 110,585 0 0
RAYTHEON CO COM NEW 755111507 3,735 24,358 SH   DFND 21 24,358 0 0
RAYTHEON CO CALL 755111907 429 2,800 SH Call DFND 4 2,800 0 0
RAYTHEON CO PUT 755111957 18,356 119,700 SH Put DFND 4 119,700 0 0
READY CAP CORP COM 75574U101 96 6,908 SH   DFND 17 6,908 0 0
READY CAP CORP COM 75574U101 273 19,734 SH   DFND 21 10,292 0 9,442
READY CAP CORP 7% CN SR NT 2023 75574U200 17,640 720,000 SH   DFND 17 720,000 0 0
REALPAGE INC COM 75606N109 12,387 257,046 SH   DFND 17 187,494 0 69,552
REALPAGE INC COM 75606N109 3 69 SH   DFND 21 69 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 47,551 37,170,000 PRN   DFND 17 35,440,000 0 1,730,000
REALTY INCOME CORP COM 756109104 790 12,539 SH   DFND 17 12,539 0 0
RED HAT INC COM 756577102 24,027 136,799 SH   DFND 4 121,430 0 15,369
RED HAT INC COM 756577102 103,904 591,573 SH   DFND 17 591,573 0 0
RED HAT INC COM 756577102 8,191 46,636 SH   DFND 21 45,500 0 1,136
RED HAT INC CALL 756577902 650 3,700 SH Call DFND 4 3,700 0 0
RED HAT INC PUT 756577952 12,207 69,500 SH Put DFND 4 69,500 0 0
RED LION HOTELS CORP COM 756764106 752 91,724 SH   DFND 17 79,571 0 12,153
RED ROCK RESORTS INC CL A 75700L108 39 1,915 SH   DFND 17 1,915 0 0
RED ROCK RESORTS INC CL A 75700L108 5,535 272,535 SH   DFND 21 64,671 0 207,864
REDFIN CORP COM 75737F108 36,806 2,555,967 SH   DFND 17 2,555,967 0 0
REGAL BELOIT CORP COM 758750103 16,426 234,489 SH   DFND 17 234,489 0 0
REGAL BELOIT CORP COM 758750103 444 6,341 SH   DFND 20 6,341 0 0
REGAL BELOIT CORP COM 758750103 11,596 165,535 SH   DFND 21 98,824 0 66,711
REGENCY CTRS CORP COM 758849103 10,844 184,806 SH   DFND 4 184,806 0 0
REGENCY CTRS CORP COM 758849103 399 6,807 SH   DFND 17 6,807 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,894 13,104 SH   DFND 4 13,104 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,819 31,644 SH   DFND 17 31,644 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,178 5,831 SH   DFND 21 614 0 5,217
REGENERON PHARMACEUTICALS COM 75886F107 4,768 13,150 SH   DFND 24 13,150 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 16,061 43,000 SH Put DFND 4 43,000 0 0
REGIS CORP MINN COM 758932107 17 983 SH   DFND 17 983 0 0
REGIS CORP MINN COM 758932107 278 16,405 SH   DFND 21 16,405 0 0
REGENXBIO INC COM 75901B107 537 12,810 SH   DFND 17 12,810 0 0
REGENXBIO INC COM 75901B107 1 16 SH   DFND 21 16 0 0
REGENXBIO INC COM 75901B107 500 12,000 SH   DFND 24 12,000 0 0
REGIONAL MGMT CORP COM 75902K106 100 4,152 SH   DFND 17 4,152 0 0
REGIONAL MGMT CORP COM 75902K106 849 35,321 SH   DFND 21 35,321 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,893 1,785,694 SH   DFND 17 1,242,253 0 543,441
REGIONS FINL CORP NEW COM 7591EP100 19,489 1,456,611 SH   DFND 21 1,209,722 0 246,889
REGIONS FINL CORP NEW CALL 7591EP900 289 21,600 SH Call DFND 4 21,600 0 0
REGIONS FINL CORP NEW PUT 7591EP950 1,180 88,200 SH Put DFND 4 88,200 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,202 8,574 SH   DFND 4 8,574 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 99,690 710,907 SH   DFND 17 652,293 0 58,614
REINSURANCE GROUP AMER INC COM NEW 759351604 834 5,950 SH   DFND 20 5,950 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 25,894 184,656 SH   DFND 21 141,128 0 43,528
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,640 93,298 SH   DFND 17 93,298 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 289 4,064 SH   DFND 20 4,064 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 40,092 563,333 SH   DFND 21 364,724 0 198,609
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,563 138,635 SH   DFND 17 138,635 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,584 102,000 SH   DFND 24 102,000 0 0
REPUBLIC SVCS INC COM 760759100 3,681 51,057 SH   DFND 17 51,057 0 0
REPUBLIC SVCS INC COM 760759100 45 629 SH   DFND 20 629 0 0
REPUBLIC SVCS INC COM 760759100 4,819 66,846 SH   DFND 21 58,677 0 8,169
RESMED INC COM 761152107 961 8,441 SH   DFND 4 8,441 0 0
RESMED INC COM 761152107 685 6,012 SH   DFND 17 6,012 0 0
RESMED INC COM 761152107 5,976 52,478 SH   DFND 21 24,094 0 28,384
RESOLUTE FST PRODS INC COM 76117W109 1,332 168,030 SH   DFND 17 147,175 0 20,855
RESOLUTE FST PRODS INC COM 76117W109 1,264 159,409 SH   DFND 21 61,978 0 97,431
RESIDEO TECHNOLOGIES INC COM 76118Y104 5,117 249,035 SH   DFND 17 248,053 0 982
RESIDEO TECHNOLOGIES INC COM 76118Y104 7 321 SH   DFND 20 321 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,088 52,927 SH   DFND 21 51,769 0 1,158
RETROPHIN INC COM 761299106 377 16,650 SH   DFND 17 16,650 0 0
RETROPHIN INC COM 761299106 189 8,500 SH   DFND 24 8,500 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 21,244 23,770,000 PRN   DFND 17 20,265,000 0 3,505,000
RESTAURANT BRANDS INTL INC COM 76131D103 39,166 549,164 SH   DFND 17 421,916 0 127,248
RESTAURANT BRANDS INTL INC COM 76131D103 22,862 320,557 SH   DFND 21 320,557 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 5,635 354,858 SH   DFND 17 193,902 0 160,956
RETAIL PPTYS AMER INC CL A 76131V202 3,972 366,062 SH   DFND 17 70,582 0 295,480
REVANCE THERAPEUTICS INC COM 761330109 1,422 70,621 SH   DFND 17 68,444 0 2,177
REXNORD CORP NEW COM 76169B102 7,050 307,186 SH   DFND 17 307,186 0 0
REXNORD CORP NEW COM 76169B102 876 38,149 SH   DFND 21 38,149 0 0
REXFORD INDL RLTY INC COM 76169C100 8,849 300,283 SH   DFND 4 300,283 0 0
REXFORD INDL RLTY INC COM 76169C100 73 2,483 SH   DFND 17 2,483 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,108 481,777 SH   DFND 17 466,641 0 15,136
RINGCENTRAL INC CL A 76680R206 86,756 1,052,348 SH   DFND 17 788,723 0 263,625
RINGCENTRAL INC CL A 76680R206 3 34 SH   DFND 21 34 0 0
RING ENERGY INC COM 76680V108 1,344 264,539 SH   DFND 17 254,323 0 10,216
RIO TINTO PLC SPONSORED ADR 767204100 4,283 88,349 SH   DFND 17 88,349 0 0
RITE AID CORP COM 767754104 7,475 10,554,066 SH   DFND 4 10,554,066 0 0
RITE AID CORP COM 767754104 21 29,167 SH   DFND 17 29,167 0 0
RITE AID CORP COM 767754104 419 592,020 SH   DFND 21 592,020 0 0
ROAN RES INC CL A COM 769755109 4,375 243,034 SH   DFND 17 243,034 0 0
ROBERT HALF INTL INC COM 770323103 994 17,380 SH   DFND 4 17,380 0 0
ROBERT HALF INTL INC COM 770323103 788 13,781 SH   DFND 17 13,781 0 0
ROBERT HALF INTL INC COM 770323103 22,372 391,126 SH   DFND 21 220,557 0 170,569
ROCKWELL AUTOMATION INC COM 773903109 1,994 13,253 SH   DFND 4 13,253 0 0
ROCKWELL AUTOMATION INC COM 773903109 789 5,241 SH   DFND 17 5,241 0 0
ROCKWELL AUTOMATION INC PUT 773903959 5,252 34,900 SH Put DFND 4 34,900 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 646 12,608 SH   DFND 17 12,608 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 166 3,241 SH   DFND 20 3,241 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 33,753 658,949 SH   DFND 21 440,666 0 218,283
ROLLINS INC COM 775711104 225 6,220 SH   DFND 17 6,220 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,173 4,400 SH   DFND 17 4,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 17,606 66,058 SH   DFND 20 11,700 0 54,358
ROPER TECHNOLOGIES INC COM 776696106 83,292 312,518 SH   DFND 21 286,297 0 26,221
ROPER TECHNOLOGIES INC COM 776696106 6,754 25,600 SH   DFND 24 25,600 0 0
ROSETTA STONE INC COM 777780107 8,889 542,025 SH   DFND 17 394,515 0 147,510
ROSS STORES INC COM 778296103 283 3,400 SH   DFND 4 3,400 0 0
ROSS STORES INC COM 778296103 7,193 86,460 SH   DFND 17 86,460 0 0
ROSS STORES INC COM 778296103 44,022 529,112 SH   DFND 21 477,691 0 51,421
ROSS STORES INC COM 778296103 1,020 12,500 SH   DFND 24 12,500 0 0
ROSS STORES INC CALL 778296903 1,090 13,100 SH Call DFND 4 13,100 0 0
ROSS STORES INC PUT 778296953 10,949 131,600 SH Put DFND 4 131,600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 14,954 218,583 SH   DFND 17 162,567 0 56,016
ROYAL BK CDA MONTREAL QUE COM 780087102 1,635 23,898 SH   DFND 20 23,898 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 85,697 1,252,617 SH   DFND 21 910,149 0 342,468
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 183,754 3,153,491 SH   DFND 17 3,129,936 0 23,555
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 19,312 19,240,000 PRN   DFND 17 19,240,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 2,852 139,307 SH   DFND 17 32,887 0 106,420
RUDOLPH TECHNOLOGIES INC COM 781270103 1,544 75,425 SH   DFND 21 74,288 0 1,137
RUMBLEON INC CL B 781386206 585 108,769 SH   DFND 17 94,178 0 14,591
RUSH ENTERPRISES INC CL A 781846209 178 5,156 SH   DFND 17 5,156 0 0
RUSH ENTERPRISES INC CL A 781846209 216 6,274 SH   DFND 20 6,274 0 0
RUSH ENTERPRISES INC CL A 781846209 800 23,195 SH   DFND 21 23,195 0 0
RUSH ENTERPRISES INC CL B 781846308 1,029 28,909 SH   DFND 17 14,554 0 14,355
RUTHS HOSPITALITY GROUP INC COM 783332109 15,666 689,238 SH   DFND 17 689,238 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 112 4,911 SH   DFND 21 4,911 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 15,743 220,678 SH   DFND 17 208,428 0 12,250
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 46,452 651,133 SH   DFND 21 130,632 0 520,501
RYDER SYS INC COM 783549108 1,612 33,488 SH   DFND 17 33,488 0 0
RYDER SYS INC COM 783549108 11,604 240,995 SH   DFND 21 234,993 0 6,002
RYMAN HOSPITALITY PPTYS INC COM 78377T107 12,425 186,308 SH   DFND 4 186,308 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 609 9,126 SH   DFND 17 9,126 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,413 51,172 SH   DFND 21 20,270 0 30,902
S&P GLOBAL INC COM 78409V104 694 4,084 SH   DFND 4 4,084 0 0
S&P GLOBAL INC COM 78409V104 20,618 121,325 SH   DFND 17 73,643 0 47,682
S&P GLOBAL INC COM 78409V104 17,715 104,241 SH   DFND 20 22,960 0 81,281
S&P GLOBAL INC COM 78409V104 166,335 978,787 SH   DFND 21 829,787 0 149,000
S&P GLOBAL INC COM 78409V104 7,473 44,400 SH   DFND 24 44,400 0 0
S&P GLOBAL INC CALL 78409V904 867 5,100 SH Call DFND 4 5,100 0 0
S&P GLOBAL INC PUT 78409V954 11,267 66,300 SH Put DFND 4 66,300 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 19,599 121,066 SH   DFND 4 121,066 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 789 4,872 SH   DFND 17 4,872 0 0
SL GREEN RLTY CORP COM 78440X101 14,034 177,463 SH   DFND 4 177,463 0 0
SL GREEN RLTY CORP COM 78440X101 286 3,614 SH   DFND 17 3,614 0 0
SLM CORP COM 78442P106 101 12,147 SH   DFND 17 12,147 0 0
SM ENERGY CO COM 78454L100 1,699 109,748 SH   DFND 17 109,748 0 0
SM ENERGY CO COM 78454L100 660 42,609 SH   DFND 21 42,609 0 0
SM ENERGY CO COM 78454L100 197 12,800 SH   DFND 24 12,800 0 0
SORL AUTO PTS INC COM 78461U101 207 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,139 24,562 SH   DFND 4 24,562 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,728,046 6,914,398 SH   DFND 17 6,914,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,003 8,015 SH   DFND 21 8,015 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,555 42,605 SH   DFND 24 22,250 0 20,355
SPDR S&P 500 ETF TR TR UNIT 78462F103 68,228 273,000 SH   DFND 25 0 0 273,000
SPS COMM INC COM 78463M107 2,595 31,505 SH   DFND 17 22,330 0 9,175
SPS COMM INC COM 78463M107 322 3,910 SH   DFND 20 3,910 0 0
SPS COMM INC COM 78463M107 17,150 208,183 SH   DFND 21 178,903 0 29,280
SPDR GOLD TRUST GOLD SHS 78463V107 32,428 267,446 SH   DFND 20 267,446 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,309 19,070 SH   DFND 24 19,070 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 469 13,280 SH   DFND 24 13,280 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 28,053 599,555 SH   DFND 17 599,555 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 5,117 185,870 SH   DFND 24 185,870 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 11,698 250,000 SH   DFND 4 250,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,285 123,811 SH   DFND 17 123,811 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 343 3,858 SH   DFND 24 0 0 3,858
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7,400 164,037 SH   DFND 17 160,698 0 3,339
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 14,618 324,050 SH   DFND 20 1,820 0 322,230
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 108,058 2,395,439 SH   DFND 21 2,275,418 0 120,021
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,144 25,500 SH   DFND 24 25,500 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 1,994 67,440 SH   DFND 24 67,440 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 344 13,207 SH   DFND 17 13,207 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 2,061 79,291 SH   DFND 24 0 0 79,291
SPDR SER TR SPDR BLOOMBERG 78468R663 24,511 268,030 SH   DFND 24 25,580 0 242,450
SP PLUS CORP COM 78469C103 1,067 36,124 SH   DFND 17 15,773 0 20,351
SP PLUS CORP COM 78469C103 993 33,610 SH   DFND 21 33,610 0 0
SRC ENERGY INC COM 78470V108 31 6,672 SH   DFND 17 6,672 0 0
SRC ENERGY INC COM 78470V108 93 19,681 SH   DFND 21 19,681 0 0
SVB FINL GROUP COM 78486Q101 54,085 284,778 SH   DFND 17 265,568 0 19,210
SVB FINL GROUP COM 78486Q101 5,011 26,386 SH   DFND 21 25,000 0 1,386
SABRA HEALTH CARE REIT INC COM 78573L106 252 15,264 SH   DFND 17 15,264 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,098 66,597 SH   DFND 21 0 0 66,597
SABRE CORP COM 78573M104 2,595 119,899 SH   DFND 17 110,899 0 9,000
SABRE CORP COM 78573M104 2,643 122,128 SH   DFND 20 122,128 0 0
SABRE CORP COM 78573M104 56,183 2,596,239 SH   DFND 21 1,911,614 0 684,625
SAGE THERAPEUTICS INC COM 78667J108 1,744 18,204 SH   DFND 17 18,204 0 0
SAGE THERAPEUTICS INC COM 78667J108 596 6,700 SH   DFND 24 6,700 0 0
SAIA INC COM 78709Y105 852 15,271 SH   DFND 17 15,271 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 23,809 1,013,575 SH   DFND 17 1,013,575 0 0
SALESFORCE COM INC COM 79466L302 703,119 5,133,785 SH   DFND 17 4,829,152 0 304,633
SALESFORCE COM INC COM 79466L302 22,151 161,718 SH   DFND 21 148,436 0 13,282
SALESFORCE COM INC CALL 79466L902 5,150 37,600 SH Call DFND 4 37,600 0 0
SALESFORCE COM INC PUT 79466L952 35,393 258,400 SH Put DFND 4 258,400 0 0
SANCHEZ ENERGY CORP COM 79970Y105 270 1,000,000 SH   DFND 4 1,000,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1 2,105 SH   DFND 17 2,105 0 0
SANDERSON FARMS INC COM 800013104 134 1,351 SH   DFND 17 1,351 0 0
SANDERSON FARMS INC COM 800013104 233 2,345 SH   DFND 21 0 0 2,345
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 1,177 622,702 SH   DFND 17 622,702 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 213 29,043 SH   DFND 4 0 0 29,043
SANDRIDGE ENERGY INC COM NEW 80007P869 102 13,384 SH   DFND 17 13,384 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 3,547 63,727 SH   DFND 17 61,683 0 2,044
SANGAMO THERAPEUTICS INC COM 800677106 3,257 283,679 SH   DFND 17 278,624 0 5,055
SANGAMO THERAPEUTICS INC COM 800677106 508 46,800 SH   DFND 24 46,800 0 0
SANOFI SPONSORED ADR 80105N105 8,099 186,577 SH   DFND 17 186,536 0 41
SANTANDER CONSUMER USA HDG I COM 80283M101 2,592 147,371 SH   DFND 17 147,371 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 123 7,009 SH   DFND 20 7,009 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 29,251 1,662,914 SH   DFND 21 1,615,181 0 47,733
SAP SE SPON ADR 803054204 2,023 20,318 SH   DFND 17 20,301 0 17
SAREPTA THERAPEUTICS INC COM 803607100 14,195 130,076 SH   DFND 17 97,016 0 33,060
SAREPTA THERAPEUTICS INC COM 803607100 1,909 17,700 SH   DFND 24 17,700 0 0
SCANA CORP NEW COM 80589M102 580 12,138 SH   DFND 17 12,138 0 0
SCANA CORP NEW COM 80589M102 806 16,873 SH   DFND 21 16,873 0 0
SCHEIN HENRY INC COM 806407102 517 6,587 SH   DFND 17 6,587 0 0
SCHEIN HENRY INC COM 806407102 46,032 586,250 SH   DFND 21 586,250 0 0
SCHEIN HENRY INC COM 806407102 1,106 14,200 SH   DFND 24 14,200 0 0
SCHLUMBERGER LTD COM 806857108 3,452 95,690 SH   DFND 4 95,690 0 0
SCHLUMBERGER LTD COM 806857108 45,814 1,269,596 SH   DFND 17 1,265,444 0 4,152
SCHLUMBERGER LTD COM 806857108 9,315 258,184 SH   DFND 21 178,275 0 79,909
SCHLUMBERGER LTD CALL 806857908 2,168 60,100 SH Call DFND 4 60,100 0 0
SCHLUMBERGER LTD PUT 806857958 7,530 208,700 SH Put DFND 4 208,700 0 0
SCHNITZER STL INDS CL A 806882106 1,479 68,641 SH   DFND 17 62,630 0 6,011
SCHNITZER STL INDS CL A 806882106 2,221 103,063 SH   DFND 21 37,119 0 65,944
SCHNEIDER NATIONAL INC CL B 80689H102 409 21,898 SH   DFND 17 21,898 0 0
SCHWAB CHARLES CORP NEW COM 808513105 6,985 168,197 SH   DFND 4 168,197 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,392 202,066 SH   DFND 17 77,766 0 124,300
SCHWAB CHARLES CORP NEW COM 808513105 16,228 390,764 SH   DFND 20 86,200 0 304,564
SCHWAB CHARLES CORP NEW COM 808513105 139,125 3,349,996 SH   DFND 21 3,268,891 0 81,105
SCHWAB CHARLES CORP NEW COM 808513105 575 14,000 SH   DFND 24 14,000 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 320 7,700 SH Call DFND 4 7,700 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 14,191 341,700 SH Put DFND 4 341,700 0 0
SCHWAB STRATEGIC TR SHT TM US TRES 808524862 354 7,090 SH   DFND 17 7,090 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 15,895 298,500 SH   DFND 17 298,500 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 9,929 396,377 SH   DFND 17 396,377 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,413 56,390 SH   DFND 21 29,094 0 27,296
SCIENCE APPLICATNS INTL CP N COM 808625107 210 3,295 SH   DFND 17 3,295 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,270 19,945 SH   DFND 21 7,415 0 12,530
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 20,996 26,875,000 PRN   DFND 17 26,875,000 0 0
SEACHANGE INTL INC COM 811699107 38 29,860 SH   DFND 17 29,860 0 0
SEALED AIR CORP NEW COM 81211K100 238 6,830 SH   DFND 17 6,830 0 0
SEATTLE GENETICS INC COM 812578102 3,344 59,016 SH   DFND 17 59,016 0 0
SEATTLE GENETICS INC COM 812578102 1,608 28,800 SH   DFND 24 28,800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,344 27,500 SH   DFND 24 13,000 0 14,500
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 961 19,000 SH   DFND 24 9,000 0 10,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,315 24,900 SH   DFND 24 24,900 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 3,353 54,100 SH Put DFND 4 54,100 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 109,112 4,580,709 SH Put DFND 4 4,378,209 0 202,500
SELECT SECTOR SPDR TR PUT 81369Y956 27,737 483,652 SH Put DFND 4 483,652 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 15,842 160,000 SH Put DFND 4 160,000 0 0
SECUREWORKS CORP CL A 81374A105 6,919 409,666 SH   DFND 17 409,666 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 18 2,442 SH   DFND 17 2,442 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 428 58,167 SH   DFND 21 9,929 0 48,238
SEMPRA ENERGY COM 816851109 1,268 11,720 SH   DFND 17 11,720 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 130,985 1,377,200 SH   DFND 17 1,377,200 0 0
SEMPRA ENERGY PUT 816851959 498 4,600 SH Put DFND 4 4,600 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 845 72,100 SH   DFND 17 72,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 13,739 1,172,307 SH   DFND 21 1,103,874 0 68,433
SENSEONICS HLDGS INC COM 81727U105 3,343 1,290,690 SH   DFND 17 1,257,747 0 32,943
SERVICE CORP INTL COM 817565104 13,221 328,388 SH   DFND 17 173,929 0 154,459
SERVICE CORP INTL COM 817565104 3,294 81,822 SH   DFND 21 24,735 0 57,087
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,219 142,041 SH   DFND 17 28,001 0 114,040
SERVICENOW INC COM 81762P102 575,299 3,230,942 SH   DFND 17 2,986,596 0 244,346
SERVICENOW INC COM 81762P102 435 2,442 SH   DFND 21 1,876 0 566
SERVICENOW INC NOTE 6/0 81762PAC6 146,200 106,975,000 PRN   DFND 17 101,965,000 0 5,010,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 112 6,200 SH   DFND 4 6,200 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 312 17,250 SH   DFND 21 17,250 0 0
SHERWIN WILLIAMS CO COM 824348106 7,697 19,563 SH   DFND 17 19,563 0 0
SHERWIN WILLIAMS CO COM 824348106 1,211 3,077 SH   DFND 21 3,077 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,383 7,946 SH   DFND 21 7,946 0 0
SHOE CARNIVAL INC COM 824889109 10 290 SH   DFND 17 290 0 0
SHOE CARNIVAL INC COM 824889109 277 8,278 SH   DFND 21 8,278 0 0
SHOPIFY INC CL A 82509L107 10,861 78,571 SH   DFND 17 72,341 0 6,230
SHOTSPOTTER INC COM 82536T107 641 20,559 SH   DFND 17 17,817 0 2,742
SI BONE INC COM 825704109 345 16,495 SH   DFND 17 15,710 0 785
SIENTRA INC COM 82621J105 2,529 199,014 SH   DFND 17 189,832 0 9,182
SIGNATURE BK NEW YORK N Y COM 82669G104 156 1,515 SH   DFND 17 1,515 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 7,740 75,285 SH   DFND 20 0 0 75,285
SILGAN HOLDINGS INC COM 827048109 15,256 645,914 SH   DFND 17 639,433 0 6,481
SILGAN HOLDINGS INC COM 827048109 42 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 4,788 202,701 SH   DFND 21 136,841 0 65,860
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 15,994 662,810 SH   DFND 17 662,810 0 0
SIMON PPTY GROUP INC NEW COM 828806109 87,755 522,381 SH   DFND 4 522,381 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,891 17,207 SH   DFND 17 17,207 0 0
SIMON PPTY GROUP INC NEW COM 828806109 240 1,429 SH   DFND 21 1,429 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 1,579 9,400 SH Call DFND 4 9,400 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 16,497 98,200 SH Put DFND 4 98,200 0 0
SIMPLY GOOD FOODS CO COM 82900L102 13,029 689,387 SH   DFND 17 411,294 0 278,093
SIMPLY GOOD FOODS CO COM 82900L102 2,591 137,114 SH   DFND 21 123,235 0 13,879
SIMPSON MANUFACTURING CO INC COM 829073105 61 1,136 SH   DFND 17 1,136 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 236 4,369 SH   DFND 20 4,369 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,035 19,116 SH   DFND 21 12,740 0 6,376
SIRIUS XM HLDGS INC COM 82968B103 201 35,198 SH   DFND 17 35,198 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 5,367 96,473 SH   DFND 17 35,898 0 60,575
SKECHERS U S A INC CL A 830566105 3,774 164,885 SH   DFND 17 22,178 0 142,707
SKYWEST INC COM 830879102 3,764 84,642 SH   DFND 17 59,685 0 24,957
SKYWEST INC COM 830879102 51 1,152 SH   DFND 20 1,152 0 0
SKYWEST INC COM 830879102 15,482 348,135 SH   DFND 21 255,062 0 93,073
SKYWORKS SOLUTIONS INC COM 83088M102 13,642 203,555 SH   DFND 17 185,690 0 17,865
SKYWORKS SOLUTIONS INC COM 83088M102 1,221 18,220 SH   DFND 21 10,230 0 7,990
SMITH A O COM 831865209 5,524 129,367 SH   DFND 17 129,367 0 0
SMITH A O COM 831865209 2,082 48,753 SH   DFND 21 48,753 0 0
SMUCKER J M CO COM NEW 832696405 7,132 76,290 SH   DFND 17 74,201 0 2,089
SMUCKER J M CO COM NEW 832696405 61 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 12,619 134,978 SH   DFND 21 112,410 0 22,568
SNAP ON INC COM 833034101 1,069 7,358 SH   DFND 4 7,358 0 0
SNAP ON INC COM 833034101 349 2,401 SH   DFND 17 2,401 0 0
SNAP ON INC COM 833034101 1,242 8,547 SH   DFND 21 8,547 0 0
SNAP INC CL A 83304A106 42,225 7,663,265 SH   DFND 17 7,471,130 0 192,135
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 89,803 95,130,000 PRN   DFND 17 95,130,000 0 0
SONOCO PRODS CO COM 835495102 33,890 637,865 SH   DFND 17 637,865 0 0
SONOCO PRODS CO COM 835495102 37 701 SH   DFND 21 701 0 0
SONY CORP SPONSORED ADR 835699307 5,794 120,006 SH   DFND 17 120,006 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 25,812 550,000 SH   DFND 17 550,000 0 0
SOUTH ST CORP COM 840441109 15,168 253,011 SH   DFND 17 253,011 0 0
SOUTHERN CO COM 842587107 13,301 302,845 SH   DFND 17 302,845 0 0
SOUTHERN CO COM 842587107 523 11,903 SH   DFND 20 11,903 0 0
SOUTHERN CO COM 842587107 1,572 35,803 SH   DFND 21 35,803 0 0
SOUTHERN CO CALL 842587907 3,839 87,400 SH Call DFND 4 87,400 0 0
SOUTHERN CO PUT 842587957 10,453 238,000 SH Put DFND 4 238,000 0 0
SOUTHWEST AIRLS CO COM 844741108 4,763 102,478 SH   DFND 4 102,478 0 0
SOUTHWEST AIRLS CO COM 844741108 14,139 304,203 SH   DFND 17 304,203 0 0
SOUTHWEST AIRLS CO COM 844741108 141 3,043 SH   DFND 21 3,043 0 0
SOUTHWEST AIRLS CO CALL 844741908 595 12,800 SH Call DFND 4 12,800 0 0
SOUTHWEST AIRLS CO PUT 844741958 9,919 213,400 SH Put DFND 4 213,400 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 102 1,336 SH   DFND 17 1,336 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 395 5,164 SH   DFND 21 5,164 0 0
SOUTHWESTERN ENERGY CO COM 845467109 11,439 3,354,543 SH   DFND 17 3,354,543 0 0
SOUTHWESTERN ENERGY CO COM 845467109 565 165,583 SH   DFND 21 165,583 0 0
SPARK THERAPEUTICS INC COM 84652J103 1,173 29,962 SH   DFND 17 29,962 0 0
SPARK THERAPEUTICS INC COM 84652J103 486 12,600 SH   DFND 24 12,600 0 0
SPARTANNASH CO COM 847215100 159 9,235 SH   DFND 17 9,235 0 0
SPARTANNASH CO COM 847215100 454 26,420 SH   DFND 21 24,722 0 1,698
SPEEDWAY MOTORSPORTS INC COM 847788106 68 4,153 SH   DFND 17 4,153 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 106 6,491 SH   DFND 21 6,491 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 14,972 207,684 SH   DFND 17 181,684 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 10,783 149,570 SH   DFND 21 133,254 0 16,316
SPIRIT AIRLS INC COM 848577102 108 1,873 SH   DFND 17 1,873 0 0
SPIRIT AIRLS INC COM 848577102 530 9,157 SH   DFND 21 0 0 9,157
SPIRE INC COM 84857L101 2,437 32,900 SH   DFND 17 5,807 0 27,093
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 3,168 89,866 SH   DFND 17 89,866 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 15,691 445,137 SH   DFND 21 419,758 0 25,379
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 22,525 22,955,000 PRN   DFND 17 22,955,000 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 93 13,041 SH   DFND 17 13,041 0 0
SPLUNK INC COM 848637104 111,771 1,066,011 SH   DFND 17 1,025,608 0 40,403
SPLUNK INC COM 848637104 553 5,275 SH   DFND 21 5,275 0 0
SPRINT CORP COM SER 1 85207U105 107 18,300 SH   DFND 4 18,300 0 0
SPRINT CORP COM SER 1 85207U105 105 17,999 SH   DFND 17 17,999 0 0
SPROUTS FMRS MKT INC COM 85208M102 81 3,442 SH   DFND 17 3,442 0 0
SPROUTS FMRS MKT INC COM 85208M102 118 5,024 SH   DFND 20 5,024 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,941 125,077 SH   DFND 21 53,570 0 71,507
SQUARE INC CL A 852234103 310,621 5,537,898 SH   DFND 17 5,026,768 0 511,130
SQUARE INC CL A 852234103 2,484 44,291 SH   DFND 21 44,291 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 10,265 3,950,000 PRN   DFND 17 3,950,000 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 284 8,914 SH   DFND 17 1,199 0 7,715
STAG INDL INC COM 85254J102 10,721 430,907 SH   DFND 17 234,132 0 196,775
STANLEY BLACK & DECKER INC COM 854502101 2,217 18,512 SH   DFND 4 18,512 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,992 41,689 SH   DFND 17 37,342 0 4,347
STANLEY BLACK & DECKER INC COM 854502101 11,742 98,064 SH   DFND 21 16,670 0 81,394
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 117,680 1,294,750 SH   DFND 17 1,259,745 0 35,005
STANLEY BLACK & DECKER INC CALL 854502901 359 3,000 SH Call DFND 4 3,000 0 0
STANLEY BLACK & DECKER INC PUT 854502951 5,520 46,100 SH Put DFND 4 46,100 0 0
STANTEC INC COM 85472N109 5,410 247,041 SH   DFND 17 247,041 0 0
STANTEC INC COM 85472N109 1,063 48,518 SH   DFND 21 48,518 0 0
STARBUCKS CORP COM 855244109 644 10,000 SH   DFND 4 10,000 0 0
STARBUCKS CORP COM 855244109 175,066 2,718,921 SH   DFND 17 2,716,956 0 1,965
STARBUCKS CORP COM 855244109 26,858 417,047 SH   DFND 21 250,216 0 166,831
STARBUCKS CORP CALL 855244909 4,560 70,800 SH Call DFND 4 70,800 0 0
STARBUCKS CORP PUT 855244959 21,323 331,100 SH Put DFND 4 331,100 0 0
STARS GROUP INC COM 85570W100 938 56,837 SH   DFND 21 5,582 0 51,255
STARWOOD PPTY TR INC COM 85571B105 383 19,421 SH   DFND 17 19,421 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 22,693 22,850,000 PRN   DFND 17 22,850,000 0 0
STATE STR CORP COM 857477103 7,606 120,593 SH   DFND 4 120,593 0 0
STATE STR CORP COM 857477103 14,024 222,355 SH   DFND 17 222,355 0 0
STATE STR CORP COM 857477103 415 6,579 SH   DFND 20 6,579 0 0
STATE STR CORP COM 857477103 1,798 28,511 SH   DFND 21 25,940 0 2,571
STATE STR CORP CALL 857477903 851 13,500 SH Call DFND 4 13,500 0 0
STATE STR CORP PUT 857477953 8,477 134,400 SH Put DFND 4 134,400 0 0
STEEL DYNAMICS INC COM 858119100 7,961 265,000 SH   DFND 4 265,000 0 0
STEEL DYNAMICS INC COM 858119100 16,390 545,590 SH   DFND 17 545,590 0 0
STEEL DYNAMICS INC COM 858119100 202 6,728 SH   DFND 20 6,728 0 0
STEEL DYNAMICS INC COM 858119100 24,086 801,799 SH   DFND 21 703,976 0 97,823
STEELCASE INC CL A 858155203 35 2,331 SH   DFND 17 2,331 0 0
STEELCASE INC CL A 858155203 1,205 81,249 SH   DFND 21 53,542 0 27,707
STEPAN CO COM 858586100 12,868 173,893 SH   DFND 17 173,893 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 188 19,774 SH   DFND 17 17,226 0 2,548
STERICYCLE INC COM 858912108 13,959 380,460 SH   DFND 17 380,460 0 0
STERLING CONSTRUCTION CO INC COM 859241101 3,238 297,325 SH   DFND 17 287,592 0 9,733
STIFEL FINL CORP COM 860630102 12,328 297,640 SH   DFND 17 297,640 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 3,228 232,560 SH   DFND 17 166,500 0 66,060
STONERIDGE INC COM 86183P102 1,574 63,847 SH   DFND 17 28,418 0 35,429
STONERIDGE INC COM 86183P102 1,678 68,058 SH   DFND 21 15,682 0 52,376
STORE CAP CORP COM 862121100 6,668 235,546 SH   DFND 4 235,546 0 0
STORE CAP CORP COM 862121100 1,103 38,946 SH   DFND 17 31,332 0 7,614
STORE CAP CORP COM 862121100 19,171 677,176 SH   DFND 21 253,559 0 423,617
STRATEGIC ED INC COM 86272C103 6,831 60,230 SH   DFND 17 35,288 0 24,942
STRATEGIC ED INC COM 86272C103 60 525 SH   DFND 21 525 0 0
STRYKER CORP COM 863667101 2,755 17,573 SH   DFND 17 15,763 0 1,810
STRYKER CORP COM 863667101 869 5,547 SH   DFND 20 5,547 0 0
STRYKER CORP COM 863667101 15,056 96,054 SH   DFND 21 39,006 0 57,048
SUN CMNTYS INC COM 866674104 46,635 458,509 SH   DFND 4 458,509 0 0
SUN CMNTYS INC COM 866674104 234 2,301 SH   DFND 17 2,301 0 0
SUN LIFE FINL INC COM 866796105 4,531 136,628 SH   DFND 17 124,712 0 11,916
SUN LIFE FINL INC COM 866796105 11,162 336,613 SH   DFND 21 204,084 0 132,529
SUNCOR ENERGY INC NEW COM 867224107 20,216 724,129 SH   DFND 17 598,904 0 125,225
SUNCOR ENERGY INC NEW COM 867224107 49,332 1,767,032 SH   DFND 21 1,416,677 0 350,355
SUNCOR ENERGY INC NEW COM 867224107 999 36,000 SH   DFND 24 36,000 0 0
SUNPOWER CORP COM 867652406 8 1,695 SH   DFND 17 1,695 0 0
SUNPOWER CORP COM 867652406 77 15,553 SH   DFND 21 3,423 0 12,130
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,272 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 28,533 35,335,000 PRN   DFND 17 35,335,000 0 0
SUNTRUST BKS INC COM 867914103 3,459 68,576 SH   DFND 4 68,576 0 0
SUNTRUST BKS INC COM 867914103 13,082 259,364 SH   DFND 17 259,364 0 0
SUNTRUST BKS INC COM 867914103 99 1,961 SH   DFND 20 1,961 0 0
SUNTRUST BKS INC COM 867914103 30,584 606,339 SH   DFND 21 457,763 0 148,576
SUNTRUST BKS INC CALL 867914903 716 14,200 SH Call DFND 4 14,200 0 0
SUNTRUST BKS INC PUT 867914953 6,789 134,600 SH Put DFND 4 134,600 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,321 99,970 SH   DFND 17 61,231 0 38,739
SURMODICS INC COM 868873100 5,074 107,362 SH   DFND 17 103,481 0 3,881
SYKES ENTERPRISES INC COM 871237103 70 2,846 SH   DFND 17 2,846 0 0
SYKES ENTERPRISES INC COM 871237103 3,133 126,675 SH   DFND 21 85,981 0 40,694
SYMANTEC CORP COM 871503108 6,969 368,814 SH   DFND 17 274,294 0 94,520
SYMANTEC CORP COM 871503108 912 48,264 SH   DFND 21 48,264 0 0
SYMANTEC CORP CALL 871503908 425 22,500 SH Call DFND 21 22,500 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 17,220 17,950,000 PRN   DFND 17 17,950,000 0 0
SYNAPTICS INC COM 87157D109 36 964 SH   DFND 17 964 0 0
SYNAPTICS INC COM 87157D109 718 19,305 SH   DFND 21 19,305 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 72,591 82,970,000 PRN   DFND 17 79,495,000 0 3,475,000
SYNOPSYS INC COM 871607107 742 8,814 SH   DFND 17 8,814 0 0
SYNOPSYS INC COM 871607107 7,206 85,542 SH   DFND 21 16,065 0 69,477
SYNOVUS FINL CORP COM NEW 87161C501 1,497 46,792 SH   DFND 17 46,792 0 0
SYNOVUS FINL CORP COM NEW 87161C501 85 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 14,888 465,402 SH   DFND 21 290,241 0 175,161
SYNNEX CORP COM 87162W100 914 11,309 SH   DFND 17 11,309 0 0
SYNNEX CORP COM 87162W100 14,813 183,243 SH   DFND 21 144,236 0 39,007
SYNCHRONY FINL COM 87165B103 4,144 176,631 SH   DFND 4 176,631 0 0
SYNCHRONY FINL COM 87165B103 1,822 77,677 SH   DFND 17 77,677 0 0
SYNCHRONY FINL COM 87165B103 5,446 232,122 SH   DFND 21 156,162 0 75,960
SYNCHRONY FINL CALL 87165B903 619 26,400 SH Call DFND 4 26,400 0 0
SYNCHRONY FINL PUT 87165B953 5,684 242,300 SH Put DFND 4 242,300 0 0
SYSCO CORP COM 871829107 26,455 422,200 SH   DFND 17 293,611 0 128,589
SYSCO CORP COM 871829107 1,430 22,826 SH   DFND 20 22,826 0 0
SYSCO CORP COM 871829107 49,581 791,263 SH   DFND 21 612,630 0 178,633
SYSCO CORP CALL 871829907 921 14,700 SH Call DFND 4 14,700 0 0
SYSCO CORP PUT 871829957 9,130 145,700 SH Put DFND 4 145,700 0 0
TCF FINL CORP COM 872275102 15,922 816,944 SH   DFND 17 816,944 0 0
TCF FINL CORP COM 872275102 93 4,779 SH   DFND 20 4,779 0 0
TCF FINL CORP COM 872275102 272 13,969 SH   DFND 21 13,969 0 0
TCG BDC INC COM 872280102 136 10,944 SH   DFND 17 10,944 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 25,084 512,338 SH   DFND 17 512,338 0 0
TJX COS INC NEW COM 872540109 608 13,600 SH   DFND 4 13,600 0 0
TJX COS INC NEW COM 872540109 6,512 145,555 SH   DFND 17 145,555 0 0
TJX COS INC NEW COM 872540109 262 5,850 SH   DFND 20 5,850 0 0
TJX COS INC NEW COM 872540109 39,004 871,784 SH   DFND 21 688,639 0 183,145
TJX COS INC NEW CALL 872540909 2,174 48,600 SH Call DFND 4 48,600 0 0
TJX COS INC NEW PUT 872540959 19,560 437,200 SH Put DFND 4 437,200 0 0
T MOBILE US INC COM 872590104 6,429 101,071 SH   DFND 17 55,542 0 45,529
T MOBILE US INC COM 872590104 27,442 431,409 SH   DFND 21 408,032 0 23,377
TPG SPECIALTY LENDING INC COM 87265K102 1,553 85,827 SH   DFND 21 85,827 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,970 2,000,000 PRN   DFND 17 2,000,000 0 0
TPI COMPOSITES INC COM 87266J104 4,448 180,954 SH   DFND 17 85,322 0 95,632
TPG RE FIN TR INC COM 87266M107 476 26,052 SH   DFND 17 26,052 0 0
TPG RE FIN TR INC COM 87266M107 232 12,702 SH   DFND 20 12,702 0 0
TPG RE FIN TR INC COM 87266M107 696 38,066 SH   DFND 21 38,066 0 0
TTM TECHNOLOGIES INC COM 87305R109 26 2,625 SH   DFND 17 2,625 0 0
TTM TECHNOLOGIES INC COM 87305R109 451 46,393 SH   DFND 21 46,393 0 0
TABLEAU SOFTWARE INC CL A 87336U105 55,303 460,861 SH   DFND 17 350,496 0 110,365
TABLEAU SOFTWARE INC CL A 87336U105 266 2,218 SH   DFND 21 2,218 0 0
TABULA RASA HEALTHCARE INC COM 873379101 13,113 205,659 SH   DFND 17 173,204 0 32,455
TABULA RASA HEALTHCARE INC COM 873379101 1,082 16,966 SH   DFND 21 16,966 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 6,917 151,850 SH   DFND 17 147,562 0 4,288
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 63,648 1,724,420 SH   DFND 17 1,598,790 0 125,630
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 63,010 1,707,112 SH   DFND 20 1,707,112 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 23,950 648,873 SH   DFND 21 616,433 0 32,440
TAILORED BRANDS INC COM 87403A107 6,534 479,040 SH   DFND 17 479,040 0 0
TAILORED BRANDS INC COM 87403A107 858 62,904 SH   DFND 21 62,904 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 234,858 2,281,245 SH   DFND 17 2,082,290 0 198,955
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16,592 161,182 SH   DFND 21 160,630 0 552
TAL ED GROUP SPONSORED ADS 874080104 29 1,100 SH   DFND 17 1,100 0 0
TAL ED GROUP SPONSORED ADS 874080104 167 6,275 SH   DFND 20 6,275 0 0
TAL ED GROUP SPONSORED ADS 874080104 570 21,349 SH   DFND 21 18,534 0 2,815
TALLGRASS ENERGY LP CLASS A SHS 874696107 304 12,500 SH   DFND 4 0 0 12,500
TALOS ENERGY INC COM 87484T108 7,016 429,887 SH   DFND 17 429,887 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 705 18,562 SH   DFND 17 1,417 0 17,145
TAPESTRY INC COM 876030107 128 3,800 SH   DFND 4 3,800 0 0
TAPESTRY INC COM 876030107 8,130 240,876 SH   DFND 17 240,876 0 0
TARGET CORP COM 87612E106 3,073 46,502 SH   DFND 4 46,502 0 0
TARGET CORP COM 87612E106 303,497 4,592,702 SH   DFND 17 4,468,485 0 124,217
TARGET CORP COM 87612E106 252 3,812 SH   DFND 20 3,812 0 0
TARGET CORP COM 87612E106 117,005 1,770,396 SH   DFND 21 1,161,216 0 609,180
TARGET CORP CALL 87612E906 1,897 28,700 SH Call DFND 4 28,700 0 0
TARGET CORP PUT 87612E956 14,824 224,300 SH Put DFND 4 224,300 0 0
TARGA RES CORP COM 87612G101 7,625 211,696 SH   DFND 4 176,696 0 35,000
TARGA RES CORP COM 87612G101 220 6,112 SH   DFND 17 6,112 0 0
TARGA RES CORP COM 87612G101 23 651 SH   DFND 21 651 0 0
TATA MTRS LTD SPONSORED ADR 876568502 498 40,864 SH   DFND 21 28,179 0 12,685
TECK RESOURCES LTD CL B 878742204 5,051 234,720 SH   DFND 17 231,586 0 3,134
TECK RESOURCES LTD CL B 878742204 128 5,946 SH   DFND 20 5,946 0 0
TECK RESOURCES LTD CL B 878742204 37,207 1,729,061 SH   DFND 21 1,509,165 0 219,896
TECHTARGET INC COM 87874R100 1,801 147,498 SH   DFND 17 109,682 0 37,816
TECHTARGET INC COM 87874R100 1,188 97,314 SH   DFND 21 31,820 0 65,494
TELADOC HEALTH INC COM 87918A105 6,208 125,242 SH   DFND 17 81,367 0 43,875
TELADOC HEALTH INC COM 87918A105 584 11,786 SH   DFND 21 11,786 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 798 600,000 PRN   DFND 17 600,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 412 1,988 SH   DFND 17 1,988 0 0
TELEFLEX INC COM 879369106 3,520 13,620 SH   DFND 17 12,366 0 1,254
TELEFLEX INC COM 879369106 1,360 5,261 SH   DFND 21 1,840 0 3,421
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 557 46,666 SH   DFND 17 46,666 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 671 56,245 SH   DFND 21 56,245 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 429 13,192 SH   DFND 17 13,192 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 654 20,112 SH   DFND 21 0 0 20,112
TELUS CORP COM 87971M103 111 3,356 SH   DFND 20 3,356 0 0
TELUS CORP COM 87971M103 910 27,481 SH   DFND 21 27,481 0 0
TENNECO INC CL A VTG COM STK 880349105 105 3,833 SH   DFND 17 2,487 0 1,346
TENNECO INC CL A VTG COM STK 880349105 257 9,378 SH   DFND 21 1,882 0 7,496
TENNECO INC CL A VTG COM STK 880349105 3,174 117,000 SH   DFND 24 117,000 0 0
TERADYNE INC COM 880770102 40,521 1,291,315 SH   DFND 17 1,129,410 0 161,905
TERADYNE INC COM 880770102 877 27,949 SH   DFND 21 24,804 0 3,145
TERADYNE INC NOTE 1.250%12/1 880770AG7 39,418 33,165,000 PRN   DFND 17 33,165,000 0 0
TERNIUM SA SPON ADR 880890108 5,139 189,629 SH   DFND 17 133,471 0 56,158
TERNIUM SA SPON ADR 880890108 4,531 167,188 SH   DFND 21 110,257 0 56,931
TESARO INC COM 881569107 20,360 274,210 SH   DFND 4 238,102 0 36,108
TESARO INC COM 881569107 79 1,060 SH   DFND 17 1,060 0 0
TESARO INC COM 881569107 9,170 123,500 SH   DFND 21 123,500 0 0
TESLA INC COM 88160R101 121,460 364,965 SH   DFND 17 332,036 0 32,929
TESLA INC COM 88160R101 1,278 3,841 SH   DFND 21 963 0 2,878
TESLA INC CALL 88160R901 399,360 1,200,000 SH Call DFND 4 1,200,000 0 0
TESLA INC PUT 88160R951 798,720 2,400,000 SH Put DFND 4 2,400,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 78,264 75,125,000 PRN   DFND 17 70,475,000 0 4,650,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 51,472 45,760,000 PRN   DFND 17 45,760,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 79,367 65,345,000 PRN   DFND 17 60,685,000 0 4,660,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 5 300 SH   DFND 4 300 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 29,803 1,932,773 SH   DFND 17 1,932,773 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 246 15,971 SH   DFND 20 15,971 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,354 217,534 SH   DFND 21 199,026 0 18,508
TETRA TECH INC NEW COM 88162G103 24,930 481,559 SH   DFND 17 397,769 0 83,790
TETRA TECH INC NEW COM 88162G103 2,473 47,763 SH   DFND 21 41,793 0 5,970
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 50,869 56,480,000 PRN   DFND 17 56,480,000 0 0
TEXAS INSTRS INC COM 882508104 9,260 97,986 SH   DFND 4 97,986 0 0
TEXAS INSTRS INC COM 882508104 251,980 2,666,591 SH   DFND 17 2,444,353 0 222,238
TEXAS INSTRS INC COM 882508104 389 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 95,399 1,009,512 SH   DFND 21 599,245 0 410,267
TEXAS INSTRS INC CALL 882508904 2,410 25,500 SH Call DFND 4 25,500 0 0
TEXAS INSTRS INC PUT 882508954 22,255 235,500 SH Put DFND 4 235,500 0 0
TEXAS ROADHOUSE INC COM 882681109 9,218 154,398 SH   DFND 17 84,184 0 70,214
TEXTRON INC COM 883203101 327 7,100 SH   DFND 4 7,100 0 0
TEXTRON INC COM 883203101 317 6,899 SH   DFND 17 6,899 0 0
THE TRADE DESK INC COM CL A 88339J105 167,660 1,444,599 SH   DFND 17 1,389,513 0 55,086
THE TRADE DESK INC COM CL A 88339J105 1 12 SH   DFND 21 12 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 50,979 227,797 SH   DFND 17 195,944 0 31,853
THERMO FISHER SCIENTIFIC INC COM 883556102 16,581 74,092 SH   DFND 20 18,076 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 213,569 954,328 SH   DFND 21 689,225 0 265,103
THERMO FISHER SCIENTIFIC INC COM 883556102 7,541 33,900 SH   DFND 24 33,900 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 4,140 18,500 SH Call DFND 4 18,500 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 31,510 140,800 SH Put DFND 4 140,800 0 0
THOR INDS INC COM 885160101 177 3,408 SH   DFND 17 2,408 0 1,000
THOR INDS INC COM 885160101 1,742 33,494 SH   DFND 21 31,957 0 1,537
3M CO COM 88579Y101 11,807 61,965 SH   DFND 4 61,965 0 0
3M CO COM 88579Y101 77,003 404,165 SH   DFND 17 404,165 0 0
3M CO COM 88579Y101 22 116 SH   DFND 21 116 0 0
3M CO CALL 88579Y901 7,603 39,900 SH Call DFND 4 39,900 0 0
3M CO PUT 88579Y951 31,153 163,500 SH Put DFND 4 163,500 0 0
TIFFANY & CO NEW COM 886547108 839 10,419 SH   DFND 17 10,419 0 0
TIFFANY & CO NEW COM 886547108 3,744 46,499 SH   DFND 21 33,109 0 13,390
TIMKEN CO COM 887389104 4,856 130,108 SH   DFND 17 15,836 0 114,272
TIMKEN CO COM 887389104 13,933 373,327 SH   DFND 21 212,202 0 161,125
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 13,499 13,575,000 PRN   DFND 17 13,575,000 0 0
TIVO CORP COM 88870P106 32 3,374 SH   DFND 17 3,374 0 0
TIVO CORP COM 88870P106 471 50,000 SH   DFND 21 50,000 0 0
TIVO CORP CALL 88870P906 471 50,000 SH Call DFND 21 50,000 0 0
TIVO CORP PUT 88870P956 471 50,000 SH Put DFND 21 50,000 0 0
TOLL BROTHERS INC COM 889478103 867 26,337 SH   DFND 17 26,337 0 0
TOLL BROTHERS INC COM 889478103 4,772 144,914 SH   DFND 21 53,507 0 91,407
TORCHMARK CORP COM 891027104 551 7,395 SH   DFND 4 7,395 0 0
TORCHMARK CORP COM 891027104 551 7,390 SH   DFND 17 7,390 0 0
TORCHMARK CORP COM 891027104 12,257 164,459 SH   DFND 21 54,628 0 109,831
TORONTO DOMINION BK ONT COM NEW 891160509 39,209 789,139 SH   DFND 17 567,476 0 221,663
TORONTO DOMINION BK ONT COM NEW 891160509 4,544 91,462 SH   DFND 20 91,462 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 110,778 2,229,585 SH   DFND 21 1,306,100 0 923,485
TOTAL S A SPONSORED ADR 89151E109 75,805 1,452,764 SH   DFND 17 1,445,041 0 7,723
TOTAL S A SPONSORED ADR 89151E109 2 31 SH   DFND 21 31 0 0
TOWER INTL INC COM 891826109 170 7,163 SH   DFND 17 7,163 0 0
TOWER INTL INC COM 891826109 489 20,533 SH   DFND 21 19,287 0 1,246
TOTAL SYS SVCS INC COM 891906109 18,118 222,883 SH   DFND 17 97,661 0 125,222
TOTAL SYS SVCS INC COM 891906109 819 10,075 SH   DFND 20 10,075 0 0
TOTAL SYS SVCS INC COM 891906109 69,141 850,544 SH   DFND 21 623,355 0 227,189
TOWNEBANK PORTSMOUTH VA COM 89214P109 1,526 63,721 SH   DFND 17 63,721 0 0
TRACTOR SUPPLY CO COM 892356106 18,151 217,529 SH   DFND 17 217,529 0 0
TRACTOR SUPPLY CO COM 892356106 3,063 36,713 SH   DFND 21 14,472 0 22,241
TRACTOR SUPPLY CO COM 892356106 3,162 38,000 SH   DFND 24 38,000 0 0
TRANSCANADA CORP COM 89353D107 23,401 655,620 SH   DFND 17 655,620 0 0
TRANSCANADA CORP COM 89353D107 826 23,139 SH   DFND 21 0 0 23,139
TRANSCANADA CORP COM 89353D107 319 8,900 SH   DFND 24 8,900 0 0
TRANSDIGM GROUP INC COM 893641100 703 2,067 SH   DFND 17 2,067 0 0
TRANSDIGM GROUP INC COM 893641100 3,300 9,704 SH   DFND 21 9,704 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 1,015 25,000 SH   DFND 21 25,000 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 62,429 65,200,000 PRN   DFND 17 62,390,000 0 2,810,000
TRANSUNION COM 89400J107 9,103 160,258 SH   DFND 17 36,125 0 124,133
TRANSUNION COM 89400J107 5,568 98,025 SH   DFND 21 70,333 0 27,692
TRAVELERS COMPANIES INC COM 89417E109 2,621 21,885 SH   DFND 4 21,885 0 0
TRAVELERS COMPANIES INC COM 89417E109 12,306 102,764 SH   DFND 17 23,411 0 79,353
TRAVELERS COMPANIES INC COM 89417E109 1,436 11,995 SH   DFND 21 10,954 0 1,041
TRAVELERS COMPANIES INC CALL 89417E909 443 3,700 SH Call DFND 4 3,700 0 0
TRAVELERS COMPANIES INC PUT 89417E959 10,646 88,900 SH Put DFND 4 88,900 0 0
TREX CO INC COM 89531P105 97 1,636 SH   DFND 17 1,636 0 0
TREX CO INC COM 89531P105 116 1,948 SH   DFND 21 0 0 1,948
TRIBUNE MEDIA CO CL A 896047503 20,281 446,915 SH   DFND 4 387,913 0 59,002
TRIBUNE MEDIA CO CL A 896047503 109 2,404 SH   DFND 17 2,404 0 0
TRIBUNE MEDIA CO CL A 896047503 11,063 243,781 SH   DFND 21 243,781 0 0
TRIMBLE INC COM 896239100 59,301 1,801,902 SH   DFND 17 1,677,605 0 124,297
TRIMBLE INC COM 896239100 706 21,461 SH   DFND 21 3,352 0 18,109
TRIMBLE INC COM 896239100 6,580 206,000 SH   DFND 24 206,000 0 0
TRINITY INDS INC COM 896522109 83 4,021 SH   DFND 17 4,021 0 0
TRINITY INDS INC COM 896522109 538 26,110 SH   DFND 21 26,110 0 0
TRIUMPH BANCORP INC COM 89679E300 3,071 103,384 SH   DFND 17 99,619 0 3,765
TRIPADVISOR INC COM 896945201 48,861 905,846 SH   DFND 17 905,846 0 0
TRIPADVISOR INC COM 896945201 48 898 SH   DFND 21 0 0 898
TRUECAR INC COM 89785L107 304 33,585 SH   DFND 17 2,525 0 31,060
TRUPANION INC COM 898202106 371 14,583 SH   DFND 17 14,583 0 0
TRUSTCO BK CORP N Y COM 898349105 99 14,373 SH   DFND 17 14,373 0 0
T2 BIOSYSTEMS INC COM 89853L104 1,465 486,566 SH   DFND 17 470,496 0 16,070
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 256 45,556 SH   DFND 17 45,556 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 679 120,845 SH   DFND 21 120,845 0 0
TURNING PT BRANDS INC COM 90041L105 1,204 44,216 SH   DFND 17 28,076 0 16,140
TURTLE BEACH CORP COM NEW 900450206 1,580 110,721 SH   DFND 17 107,167 0 3,554
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 6,410 7,000,000 PRN   DFND 17 7,000,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,163 44,946 SH   DFND 17 44,946 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,256 130,000 SH   DFND 21 130,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,000 20,935 SH   DFND 17 20,935 0 0
TWILIO INC CL A 90138F102 249,723 2,796,452 SH   DFND 17 2,407,507 0 388,945
TWILIO INC CL A 90138F102 2 21 SH   DFND 21 21 0 0
TWITTER INC COM 90184L102 13,408 466,534 SH   DFND 17 451,639 0 14,895
TWITTER INC COM 90184L102 228 7,938 SH   DFND 20 7,938 0 0
TWITTER INC COM 90184L102 6,715 233,640 SH   DFND 21 72,862 0 160,778
TWITTER INC PUT 90184L952 655 22,800 SH Put DFND 4 22,800 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 70,121 76,635,000 PRN   DFND 17 76,635,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 8,819 686,854 SH   DFND 17 189,646 0 497,208
TWO HBRS INVT CORP COM NEW 90187B408 9,550 743,768 SH   DFND 21 430,005 0 313,763
II VI INC COM 902104108 3,481 107,240 SH   DFND 17 86,140 0 21,100
II VI INC NOTE 0.250% 9/0 902104AB4 19,662 20,270,000 PRN   DFND 17 20,270,000 0 0
2U INC COM 90214J101 887 17,847 SH   DFND 17 17,847 0 0
2U INC COM 90214J101 2 32 SH   DFND 21 32 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,509 29,646 SH   DFND 17 14,220 0 15,426
TYSON FOODS INC CL A 902494103 5,116 95,797 SH   DFND 4 95,797 0 0
TYSON FOODS INC CL A 902494103 19,734 369,545 SH   DFND 17 236,659 0 132,886
TYSON FOODS INC CL A 902494103 684 12,817 SH   DFND 20 12,817 0 0
TYSON FOODS INC CL A 902494103 75,525 1,414,322 SH   DFND 21 952,360 0 461,962
TYSON FOODS INC CL A 902494103 440 8,400 SH   DFND 24 8,400 0 0
TYSON FOODS INC CALL 902494903 817 15,300 SH Call DFND 4 15,300 0 0
TYSON FOODS INC PUT 902494953 6,509 121,900 SH Put DFND 4 121,900 0 0
UDR INC COM 902653104 18,128 457,558 SH   DFND 4 457,558 0 0
UDR INC COM 902653104 457 11,534 SH   DFND 17 11,534 0 0
UGI CORP NEW COM 902681105 19,549 366,438 SH   DFND 17 252,641 0 113,797
UGI CORP NEW COM 902681105 6,925 129,794 SH   DFND 21 65,202 0 64,592
USA TRUCK INC COM 902925106 1,000 66,789 SH   DFND 17 60,932 0 5,857
US BANCORP DEL COM NEW 902973304 8,621 188,643 SH   DFND 4 188,643 0 0
US BANCORP DEL COM NEW 902973304 93,992 2,056,723 SH   DFND 17 2,041,016 0 15,707
US BANCORP DEL COM NEW 902973304 11,399 249,438 SH   DFND 21 249,438 0 0
US BANCORP DEL CALL 902973904 777 17,000 SH Call DFND 4 17,000 0 0
US BANCORP DEL PUT 902973954 22,644 495,500 SH Put DFND 4 495,500 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,211 10,285 SH   DFND 17 895 0 9,390
USA TECHNOLOGIES INC COM NO PAR 90328S500 3,103 797,773 SH   DFND 17 774,066 0 23,707
U S G CORP COM NEW 903293405 24,331 570,345 SH   DFND 4 509,860 0 60,485
U S G CORP COM NEW 903293405 96 2,239 SH   DFND 17 2,239 0 0
U S G CORP COM NEW 903293405 12,671 297,023 SH   DFND 21 297,023 0 0
U S CONCRETE INC COM NEW 90333L201 2,703 76,611 SH   DFND 17 74,203 0 2,408
ULTA BEAUTY INC COM 90384S303 8,535 34,859 SH   DFND 17 28,276 0 6,583
ULTA BEAUTY INC COM 90384S303 2,488 10,161 SH   DFND 21 10,161 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 204 834 SH   DFND 17 834 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 823 18,933 SH   DFND 17 18,933 0 0
UMPQUA HLDGS CORP COM 904214103 15,623 982,604 SH   DFND 17 982,604 0 0
UMPQUA HLDGS CORP COM 904214103 9,468 595,476 SH   DFND 21 530,991 0 64,485
UNILEVER PLC SPON ADR NEW 904767704 341 6,522 SH   DFND 17 6,481 0 41
UNION PAC CORP COM 907818108 1,228 8,881 SH   DFND 4 8,881 0 0
UNION PAC CORP COM 907818108 298,288 2,158,109 SH   DFND 17 2,158,109 0 0
UNION PAC CORP COM 907818108 131,782 953,351 SH   DFND 21 853,691 0 99,660
UNION PAC CORP COM 907818108 629 4,600 SH   DFND 24 4,600 0 0
UNION PAC CORP CALL 907818908 5,225 37,800 SH Call DFND 4 37,800 0 0
UNION PAC CORP PUT 907818958 37,115 268,500 SH Put DFND 4 268,500 0 0
UNISYS CORP COM NEW 909214306 134 11,557 SH   DFND 17 11,557 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 16,813 12,000,000 PRN   DFND 4 12,000,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15,511 722,809 SH   DFND 17 722,809 0 0
UNITED CONTL HLDGS INC COM 910047109 193 2,300 SH   DFND 4 2,300 0 0
UNITED CONTL HLDGS INC COM 910047109 855 10,214 SH   DFND 17 10,214 0 0
UNITED CONTL HLDGS INC COM 910047109 94 1,119 SH   DFND 20 1,119 0 0
UNITED CONTL HLDGS INC COM 910047109 14,182 169,373 SH   DFND 21 147,511 0 21,862
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2,492 1,391,936 SH   DFND 21 1,219,887 0 172,049
UNITED NAT FOODS INC COM 911163103 15 1,428 SH   DFND 17 1,428 0 0
UNITED NAT FOODS INC COM 911163103 838 79,099 SH   DFND 21 75,554 0 3,545
UNITED PARCEL SERVICE INC CL B 911312106 16,318 167,312 SH   DFND 4 167,312 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,701 48,204 SH   DFND 17 48,204 0 0
UNITED PARCEL SERVICE INC CL B 911312106 703 7,209 SH   DFND 21 1,143 0 6,066
UNITED PARCEL SERVICE INC CALL 911312906 2,731 28,000 SH Call DFND 4 28,000 0 0
UNITED PARCEL SERVICE INC PUT 911312956 28,469 291,900 SH Put DFND 4 291,900 0 0
UNITED RENTALS INC COM 911363109 212 2,066 SH   DFND 4 2,066 0 0
UNITED RENTALS INC COM 911363109 41,147 401,321 SH   DFND 17 387,010 0 14,311
UNITED RENTALS INC COM 911363109 105 1,023 SH   DFND 20 1,023 0 0
UNITED RENTALS INC COM 911363109 21,225 207,014 SH   DFND 21 186,035 0 20,979
US FOODS HLDG CORP COM 912008109 231 7,310 SH   DFND 17 7,310 0 0
US FOODS HLDG CORP COM 912008109 601 19,010 SH   DFND 20 19,010 0 0
US FOODS HLDG CORP COM 912008109 10,121 319,866 SH   DFND 21 103,968 0 215,898
UNITED STATES STL CORP NEW COM 912909108 21,250 1,165,000 SH   DFND 4 1,165,000 0 0
UNITED STATES STL CORP NEW COM 912909108 393 21,561 SH   DFND 17 21,561 0 0
UNITED STATES STL CORP NEW COM 912909108 2,428 133,096 SH   DFND 21 43,096 0 90,000
UNITED TECHNOLOGIES CORP COM 913017109 12,494 117,337 SH   DFND 4 117,337 0 0
UNITED TECHNOLOGIES CORP COM 913017109 91,198 856,479 SH   DFND 17 849,636 0 6,843
UNITED TECHNOLOGIES CORP COM 913017109 319 3,000 SH   DFND 21 3,000 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 2,257 21,200 SH Call DFND 4 21,200 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 28,004 263,000 SH Put DFND 4 263,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 44 400 SH   DFND 4 400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,097 10,075 SH   DFND 17 10,075 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 228 2,091 SH   DFND 20 2,091 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 10,393 95,439 SH   DFND 21 95,439 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,167 20,741 SH   DFND 4 20,741 0 0
UNITEDHEALTH GROUP INC COM 91324P102 495,087 1,987,496 SH   DFND 17 1,830,564 0 156,932
UNITEDHEALTH GROUP INC COM 91324P102 46,524 186,753 SH   DFND 20 101,310 0 85,443
UNITEDHEALTH GROUP INC COM 91324P102 495,324 1,988,294 SH   DFND 21 1,613,585 0 374,709
UNITEDHEALTH GROUP INC COM 91324P102 1,305 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 6,103 24,500 SH Call DFND 4 24,500 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 85,598 343,600 SH Put DFND 4 343,600 0 0
UNITIL CORP COM 913259107 539 10,643 SH   DFND 17 3,813 0 6,830
UNITI GROUP INC COM 91325V108 156 10,035 SH   DFND 17 10,035 0 0
UNIVERSAL CORP VA COM 913456109 13,304 245,687 SH   DFND 17 245,687 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,818 30,117 SH   DFND 17 16,668 0 13,449
UNIVERSAL DISPLAY CORP COM 91347P105 2 17 SH   DFND 21 17 0 0
UNIVERSAL FST PRODS INC COM 913543104 16,248 625,879 SH   DFND 17 625,879 0 0
UNIVERSAL FST PRODS INC COM 913543104 2,517 96,975 SH   DFND 21 24,325 0 72,650
UNIVERSAL INS HLDGS INC COM 91359V107 4,533 119,548 SH   DFND 17 36,469 0 83,079
UNIVERSAL INS HLDGS INC COM 91359V107 11,698 308,502 SH   DFND 21 289,949 0 18,553
UNIVERSAL STAINLESS & ALLOY COM 913837100 574 35,405 SH   DFND 17 30,981 0 4,424
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 950 52,517 SH   DFND 17 32,472 0 20,045
UNIVERSAL HLTH SVCS INC CL B 913903100 538 4,618 SH   DFND 4 4,618 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 14,807 127,033 SH   DFND 17 127,033 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 13,974 119,885 SH   DFND 21 119,885 0 0
UNUM GROUP COM 91529Y106 967 32,916 SH   DFND 17 32,916 0 0
UNUM GROUP COM 91529Y106 61 2,071 SH   DFND 20 2,071 0 0
UNUM GROUP COM 91529Y106 14,343 488,189 SH   DFND 21 457,273 0 30,916
UPLAND SOFTWARE INC COM 91544A109 4,266 156,950 SH   DFND 17 151,856 0 5,094
URBAN OUTFITTERS INC COM 917047102 68 2,041 SH   DFND 17 2,041 0 0
URBAN OUTFITTERS INC COM 917047102 7,549 227,392 SH   DFND 21 193,733 0 33,659
URSTADT BIDDLE PPTYS INC CL A 917286205 15 805 SH   DFND 17 805 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 226 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 435 5,238 SH   DFND 17 5,238 0 0
V F CORP COM 918204108 54,139 758,886 SH   DFND 17 727,972 0 30,914
V F CORP COM 918204108 10,798 151,362 SH   DFND 21 31,564 0 119,798
V F CORP CALL 918204908 507 7,100 SH Call DFND 4 7,100 0 0
V F CORP PUT 918204958 9,010 126,300 SH Put DFND 4 126,300 0 0
VEON LTD SPONSORED ADR 91822M106 1,285 549,245 SH   DFND 17 63,048 0 486,197
VAIL RESORTS INC COM 91879Q109 407 1,932 SH   DFND 17 1,932 0 0
VAIL RESORTS INC COM 91879Q109 1,971 9,349 SH   DFND 21 1,923 0 7,426
VALE S A ADR 91912E105 803 60,848 SH   DFND 17 60,848 0 0
VALE S A ADR 91912E105 1,092 82,756 SH   DFND 21 82,756 0 0
VALE S A ADR 91912E105 456 35,000 SH   DFND 24 35,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,494 73,281 SH   DFND 4 73,281 0 0
VALERO ENERGY CORP NEW COM 91913Y100 224,845 2,999,477 SH   DFND 17 2,868,105 0 131,372
VALERO ENERGY CORP NEW COM 91913Y100 227 3,024 SH   DFND 20 3,024 0 0
VALERO ENERGY CORP NEW COM 91913Y100 90,865 1,212,019 SH   DFND 21 873,454 0 338,565
VALERO ENERGY CORP NEW COM 91913Y100 735 10,000 SH   DFND 24 10,000 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 397 5,300 SH Call DFND 4 5,300 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 11,028 147,100 SH Put DFND 4 147,100 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 10,967 260,061 SH   DFND 17 260,061 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 12,174 288,697 SH   DFND 21 288,697 0 0
VALLEY NATL BANCORP COM 919794107 79 8,905 SH   DFND 17 8,905 0 0
VALLEY NATL BANCORP COM 919794107 255 28,663 SH   DFND 20 28,663 0 0
VALLEY NATL BANCORP COM 919794107 741 83,462 SH   DFND 21 83,462 0 0
VANDA PHARMACEUTICALS INC COM 921659108 3,734 142,888 SH   DFND 17 138,457 0 4,431
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 6,489 307,705 SH   DFND 17 307,705 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 480 14,572 SH   DFND 24 0 0 14,572
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 2,411 30,519 SH   DFND 24 0 0 30,519
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 49 753 SH   DFND 17 753 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2,083 32,000 SH   DFND 24 0 0 32,000
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 25,997 397,136 SH   DFND 25 397,136 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 9,677 212,317 SH   DFND 17 212,317 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 130,927 3,436,404 SH   DFND 17 3,436,404 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,099 28,800 SH   DFND 24 25,800 0 3,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 68 SH   DFND 17 68 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 629 13,000 SH   DFND 24 10,000 0 3,000
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 688 4,350 SH   DFND 24 4,350 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 3,524 30,000 SH   DFND 24 30,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,917 95,493 SH   DFND 17 95,493 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 15,110 177,391 SH   DFND 17 177,391 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,524 30,463 SH   DFND 17 30,463 0 0
VAPOTHERM INC COM 922107107 1,935 97,000 SH   DFND 17 97,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 1,041 103,627 SH   DFND 21 41,688 0 61,939
VARIAN MED SYS INC COM 92220P105 442 3,903 SH   DFND 17 3,903 0 0
VARONIS SYS INC COM 922280102 13,477 254,767 SH   DFND 17 254,767 0 0
VECTREN CORP COM 92240G101 1,015 14,105 SH   DFND 17 14,105 0 0
VECTREN CORP COM 92240G101 19,202 266,769 SH   DFND 21 266,769 0 0
VECTOR GROUP LTD COM 92240M108 203 20,877 SH   DFND 17 20,877 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 11,151 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,039 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 10 1,319 SH   DFND 17 1,319 0 0
VEECO INSTRS INC DEL COM 922417100 78 10,469 SH   DFND 21 2,484 0 7,985
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 38,388 51,875,000 PRN   DFND 17 51,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 559 48,476 SH   DFND 17 48,476 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,598 138,512 SH   DFND 21 128,589 0 9,923
VEEVA SYS INC CL A COM 922475108 16,621 186,086 SH   DFND 17 88,108 0 97,978
VEEVA SYS INC CL A COM 922475108 1,732 19,386 SH   DFND 21 3,476 0 15,910
VENTAS INC COM 92276F100 40,047 683,508 SH   DFND 4 683,508 0 0
VENTAS INC COM 92276F100 897 15,306 SH   DFND 17 15,306 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14 60 SH   DFND 17 60 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,765 16,530 SH   DFND 24 16,530 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 74,918 326,000 SH   DFND 25 0 0 326,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 748 10,035 SH   DFND 17 10,035 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 1,078 14,500 SH   DFND 24 14,500 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 20,301 272,241 SH   DFND 25 72,241 0 200,000
VANGUARD INDEX FDS VALUE ETF 922908744 7,705 78,663 SH   DFND 17 59,871 0 18,792
VANGUARD INDEX FDS SMALL CP ETF 922908751 209 1,600 SH   DFND 24 0 0 1,600
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,735 29,540 SH   DFND 24 26,700 0 2,840
VERASTEM INC COM 92337C104 1,049 312,185 SH   DFND 17 303,259 0 8,926
VERASTEM INC NOTE 5.000%11/0 92337CAA2 19,300 24,000,000 PRN   DFND 17 24,000,000 0 0
VERACYTE INC COM 92337F107 3,928 312,219 SH   DFND 17 302,488 0 9,731
VERACYTE INC COM 92337F107 4,177 332,039 SH   DFND 20 332,039 0 0
VEREIT INC COM 92339V100 189 26,482 SH   DFND 17 26,482 0 0
VERISIGN INC COM 92343E102 26,719 180,178 SH   DFND 17 180,178 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 153,595 2,732,043 SH   DFND 17 2,554,333 0 177,710
VERIZON COMMUNICATIONS INC COM 92343V104 8,929 158,829 SH   DFND 20 158,829 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 283,108 5,035,717 SH   DFND 21 3,909,730 0 1,125,987
VERIZON COMMUNICATIONS INC CALL 92343V904 19,278 342,900 SH Call DFND 4 342,900 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 68,718 1,222,300 SH Put DFND 4 1,222,300 0 0
VERINT SYS INC COM 92343X100 17,334 409,697 SH   DFND 17 391,162 0 18,535
VERINT SYS INC COM 92343X100 62 1,457 SH   DFND 20 1,457 0 0
VERINT SYS INC COM 92343X100 8,166 192,996 SH   DFND 21 153,305 0 39,691
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 43,015 44,460,000 PRN   DFND 17 44,460,000 0 0
VERITEX HLDGS INC COM 923451108 3,203 149,834 SH   DFND 17 145,139 0 4,695
VERISK ANALYTICS INC COM 92345Y106 34,109 312,809 SH   DFND 17 292,209 0 20,600
VERICEL CORP COM 92346J108 4,109 236,177 SH   DFND 17 230,922 0 5,255
VERITONE INC COM 92347M100 481 126,709 SH   DFND 17 126,709 0 0
VERSO CORP CL A 92531L207 512 22,873 SH   DFND 17 22,873 0 0
VERSO CORP CL A 92531L207 46 2,042 SH   DFND 20 2,042 0 0
VERSO CORP CL A 92531L207 9,928 443,231 SH   DFND 21 418,956 0 24,275
VERTEX PHARMACEUTICALS INC COM 92532F100 5,074 30,620 SH   DFND 4 30,620 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 273,959 1,653,587 SH   DFND 17 1,653,587 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,770 41,940 SH   DFND 24 41,940 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 398 2,400 SH Call DFND 4 2,400 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 14,599 88,100 SH Put DFND 4 88,100 0 0
VERSUM MATLS INC COM 92532W103 15,586 562,262 SH   DFND 17 562,262 0 0
VERSUM MATLS INC COM 92532W103 181 6,530 SH   DFND 21 6,530 0 0
VIAD CORP COM NEW 92552R406 877 17,506 SH   DFND 17 2,495 0 15,011
VIACOM INC NEW CL A 92553P102 8 277 SH   DFND 17 277 0 0
VIACOM INC NEW CL A 92553P102 63 2,283 SH   DFND 20 2,283 0 0
VIACOM INC NEW CL A 92553P102 184 6,631 SH   DFND 21 6,631 0 0
VIACOM INC NEW CL B 92553P201 352 13,692 SH   DFND 4 13,692 0 0
VIACOM INC NEW CL B 92553P201 973 37,860 SH   DFND 17 37,860 0 0
VIACOM INC NEW CL B 92553P201 1,104 42,971 SH   DFND 20 42,971 0 0
VIACOM INC NEW CL B 92553P201 14,754 574,077 SH   DFND 21 388,366 0 185,711
VIAVI SOLUTIONS INC COM 925550105 4,307 428,511 SH   DFND 17 345,236 0 83,275
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 67,004 69,240,000 PRN   DFND 17 62,415,000 0 6,825,000
VICI PPTYS INC COM 925652109 533,602 28,413,319 SH   DFND 4 28,413,319 0 0
VICI PPTYS INC COM 925652109 209 11,108 SH   DFND 17 11,108 0 0
VIEWRAY INC COM 92672L107 2,468 406,558 SH   DFND 17 406,558 0 0
VIKING THERAPEUTICS INC COM 92686J106 1,284 167,793 SH   DFND 17 162,601 0 5,192
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 65 11,885 SH   DFND 17 0 0 11,885
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 62,454 63,405,000 PRN   DFND 17 63,405,000 0 0
VIRTU FINL INC CL A 928254101 90 3,494 SH   DFND 17 3,494 0 0
VIRTU FINL INC CL A 928254101 271 10,530 SH   DFND 21 10,530 0 0
VISA INC COM CL A 92826C839 3,103 23,515 SH   DFND 4 23,515 0 0
VISA INC COM CL A 92826C839 584,574 4,430,833 SH   DFND 17 4,160,532 0 270,301
VISA INC COM CL A 92826C839 33,508 253,965 SH   DFND 20 123,843 0 130,122
VISA INC COM CL A 92826C839 341,581 2,588,909 SH   DFND 21 2,063,182 0 525,727
VISA INC COM CL A 92826C839 3,915 29,900 SH   DFND 24 29,900 0 0
VISA INC CALL 92826C909 12,020 91,100 SH Call DFND 4 91,100 0 0
VISA INC PUT 92826C959 85,959 651,500 SH Put DFND 4 651,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 18,479 1,026,026 SH   DFND 17 1,008,099 0 17,927
VISHAY INTERTECHNOLOGY INC COM 928298108 211 11,742 SH   DFND 20 11,742 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 12,403 688,662 SH   DFND 21 313,333 0 375,329
VISHAY PRECISION GROUP INC COM 92835K103 54 1,771 SH   DFND 17 1,771 0 0
VISHAY PRECISION GROUP INC COM 92835K103 244 8,081 SH   DFND 21 8,081 0 0
VISTRA ENERGY CORP COM 92840M102 244 174,357 SH   DFND 4 174,357 0 0
VISTRA ENERGY CORP COM 92840M102 18,591 812,174 SH   DFND 17 812,174 0 0
VISTRA ENERGY CORP COM 92840M102 10,550 460,901 SH   DFND 21 282,630 0 178,271
VMWARE INC CL A COM 928563402 6,211 45,293 SH   DFND 17 33,003 0 12,290
VMWARE INC CL A COM 928563402 1,505 10,973 SH   DFND 21 4,844 0 6,129
VOCERA COMMUNICATIONS INC COM 92857F107 10,656 270,807 SH   DFND 17 240,583 0 30,224
VOCERA COMMUNICATIONS INC COM 92857F107 1,212 30,788 SH   DFND 21 30,788 0 0
VONAGE HLDGS CORP COM 92886T201 53 6,068 SH   DFND 17 6,068 0 0
VONAGE HLDGS CORP COM 92886T201 188 21,562 SH   DFND 20 21,562 0 0
VONAGE HLDGS CORP COM 92886T201 545 62,379 SH   DFND 21 62,379 0 0
VORNADO RLTY TR SH BEN INT 929042109 12,844 207,060 SH   DFND 4 207,060 0 0
VORNADO RLTY TR SH BEN INT 929042109 459 7,400 SH   DFND 17 7,400 0 0
VOYA FINL INC COM 929089100 357 8,882 SH   DFND 17 8,882 0 0
VOYA FINL INC COM 929089100 303 7,560 SH   DFND 20 7,560 0 0
VOYA FINL INC COM 929089100 12,364 308,016 SH   DFND 21 174,413 0 133,603
VOYAGER THERAPEUTICS INC COM 92915B106 766 81,443 SH   DFND 17 78,938 0 2,505
VULCAN MATLS CO COM 929160109 20,426 206,743 SH   DFND 17 179,998 0 26,745
VULCAN MATLS CO COM 929160109 485 5,000 SH   DFND 24 5,000 0 0
W & T OFFSHORE INC COM 92922P106 270 65,521 SH   DFND 17 2,491 0 63,030
WD-40 CO COM 929236107 280 1,530 SH   DFND 17 1,530 0 0
WD-40 CO COM 929236107 1,337 7,294 SH   DFND 21 7,294 0 0
WABCO HLDGS INC COM 92927K102 480 4,468 SH   DFND 17 4,468 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,322 56,269 SH   DFND 17 19,435 0 36,834
WNS HOLDINGS LTD SPON ADR 92932M101 97 2,356 SH   DFND 21 0 0 2,356
W P CAREY INC COM 92936U109 302 4,622 SH   DFND 17 4,622 0 0
WEC ENERGY GROUP INC COM 92939U106 5,601 80,874 SH   DFND 17 80,874 0 0
WEC ENERGY GROUP INC COM 92939U106 10,891 157,248 SH   DFND 21 157,248 0 0
WABTEC CORP COM 929740108 169 2,401 SH   DFND 17 2,401 0 0
WABTEC CORP COM 929740108 1,398 19,900 SH   DFND 20 19,900 0 0
WABTEC CORP COM 929740108 83,033 1,181,959 SH   DFND 21 1,149,083 0 32,876
WABTEC CORP COM 929740108 713 10,400 SH   DFND 24 10,400 0 0
WAGEWORKS INC COM 930427109 30 1,099 SH   DFND 17 1,099 0 0
WAGEWORKS INC COM 930427109 483 17,784 SH   DFND 21 17,784 0 0
WALMART INC COM 931142103 122,162 1,311,457 SH   DFND 17 1,292,257 0 19,200
WALMART INC COM 931142103 37,024 397,465 SH   DFND 21 313,340 0 84,125
WALGREENS BOOTS ALLIANCE INC COM 931427108 158 2,312 SH   DFND 4 2,312 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 113,461 1,660,537 SH   DFND 17 1,651,534 0 9,003
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,318 151,004 SH   DFND 20 3,815 0 147,189
WALGREENS BOOTS ALLIANCE INC COM 931427108 107,426 1,572,162 SH   DFND 21 1,278,583 0 293,579
WALGREENS BOOTS ALLIANCE INC CALL 931427908 1,626 23,800 SH Call DFND 4 23,800 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 19,009 278,200 SH Put DFND 4 278,200 0 0
WALKER & DUNLOP INC COM 93148P102 1,857 42,943 SH   DFND 17 10,097 0 32,846
WALKER & DUNLOP INC COM 93148P102 111 2,573 SH   DFND 21 0 0 2,573
WARRIOR MET COAL INC COM 93627C101 1,951 80,904 SH   DFND 17 80,904 0 0
WARRIOR MET COAL INC COM 93627C101 98 4,054 SH   DFND 20 4,054 0 0
WARRIOR MET COAL INC COM 93627C101 23,890 990,873 SH   DFND 21 685,901 0 304,972
WASHINGTON FED INC COM 938824109 15,704 587,936 SH   DFND 17 587,936 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 86 17,646 SH   DFND 17 17,646 0 0
WASTE CONNECTIONS INC COM 94106B101 10,251 138,168 SH   DFND 17 110,232 0 27,936
WASTE MGMT INC DEL COM 94106L109 37,138 417,328 SH   DFND 17 268,797 0 148,531
WASTE MGMT INC DEL COM 94106L109 1,751 19,676 SH   DFND 20 19,676 0 0
WASTE MGMT INC DEL COM 94106L109 77,615 872,176 SH   DFND 21 656,698 0 215,478
WASTE MGMT INC DEL COM 94106L109 3,694 42,000 SH   DFND 24 42,000 0 0
WASTE MGMT INC DEL CALL 94106L909 837 9,400 SH Call DFND 4 9,400 0 0
WASTE MGMT INC DEL PUT 94106L959 11,204 125,900 SH Put DFND 4 125,900 0 0
WATERS CORP COM 941848103 615 3,258 SH   DFND 17 3,258 0 0
WATERS CORP COM 941848103 98 517 SH   DFND 21 517 0 0
WATERSTONE FINL INC MD COM 94188P101 201 11,969 SH   DFND 17 11,969 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 6,854 106,218 SH   DFND 17 106,218 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,046 16,208 SH   DFND 21 14,321 0 1,887
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 36,179 57,200,000 PRN   DFND 17 57,200,000 0 0
WEIBO CORP SPONSORED ADR 948596101 14,652 250,763 SH   DFND 17 250,432 0 331
WEIS MKTS INC COM 948849104 688 14,408 SH   DFND 17 14,408 0 0
WEIS MKTS INC COM 948849104 317 6,627 SH   DFND 20 6,627 0 0
WEIS MKTS INC COM 948849104 3,125 65,412 SH   DFND 21 42,130 0 23,282
WELLCARE HEALTH PLANS INC COM 94946T106 34,865 147,675 SH   DFND 17 91,078 0 56,597
WELLCARE HEALTH PLANS INC COM 94946T106 17,205 72,875 SH   DFND 21 67,698 0 5,177
ANTHEM INC NOTE 2.750%10/1 94973VBG1 119,684 33,375,000 PRN   DFND 17 30,990,000 0 2,385,000
WELLS FARGO CO NEW COM 949746101 27,188 590,027 SH   DFND 4 590,027 0 0
WELLS FARGO CO NEW COM 949746101 14,451 313,603 SH   DFND 17 310,119 0 3,484
WELLS FARGO CO NEW COM 949746101 44 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 30,647 665,075 SH   DFND 21 628,314 0 36,761
WELLS FARGO CO NEW PERP PFD CNV A 949746804 126,500 100,240 SH   DFND 4 97,440 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 340,763 270,040 SH   DFND 17 255,260 0 14,780
WELLS FARGO CO NEW CALL 949746901 5,207 113,000 SH Call DFND 4 113,000 0 0
WELLS FARGO CO NEW PUT 949746951 44,550 966,800 SH Put DFND 4 966,800 0 0
WELLTOWER INC COM 95040Q104 25,157 362,439 SH   DFND 4 362,439 0 0
WELLTOWER INC COM 95040Q104 1,231 17,737 SH   DFND 17 17,737 0 0
WELLTOWER INC CALL 95040Q904 618 8,900 SH Call DFND 4 8,900 0 0
WELLTOWER INC PUT 95040Q954 5,650 81,400 SH Put DFND 4 81,400 0 0
WERNER ENTERPRISES INC COM 950755108 14,685 497,123 SH   DFND 17 497,123 0 0
WERNER ENTERPRISES INC COM 950755108 1,607 54,403 SH   DFND 21 2,226 0 52,177
WESBANCO INC COM 950810101 53 1,444 SH   DFND 17 1,444 0 0
WESBANCO INC COM 950810101 20 536 SH   DFND 20 536 0 0
WESBANCO INC COM 950810101 3,539 96,464 SH   DFND 21 79,477 0 16,987
WESCO INTL INC COM 95082P105 13,760 286,663 SH   DFND 17 286,663 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,744 38,196 SH   DFND 17 22,180 0 16,016
WESTERN ALLIANCE BANCORP COM 957638109 7,980 202,083 SH   DFND 17 107,959 0 94,124
WESTERN ASSET MTG CAP CORP COM 95790D105 788 94,508 SH   DFND 17 23,264 0 71,244
WESTERN ASSET MTG CAP CORP COM 95790D105 10 1,175 SH   DFND 21 1,175 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 14,156 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 3,879 104,914 SH   DFND 4 104,914 0 0
WESTERN DIGITAL CORP COM 958102105 600 16,232 SH   DFND 17 16,232 0 0
WESTERN DIGITAL CORP COM 958102105 94 2,542 SH   DFND 20 2,542 0 0
WESTERN DIGITAL CORP COM 958102105 3,282 88,782 SH   DFND 21 60,066 0 28,716
WESTERN DIGITAL CORP CALL 958102905 625 16,900 SH Call DFND 4 16,900 0 0
WESTERN DIGITAL CORP PUT 958102955 4,976 134,600 SH Put DFND 4 134,600 0 0
WESTERN UN CO COM 959802109 4,979 291,830 SH   DFND 17 263,930 0 27,900
WESTERN UN CO COM 959802109 633 37,092 SH   DFND 21 37,092 0 0
WESTLAKE CHEM CORP COM 960413102 530 8,016 SH   DFND 4 8,016 0 0
WESTLAKE CHEM CORP COM 960413102 1,375 20,784 SH   DFND 17 20,784 0 0
WESTLAKE CHEM CORP COM 960413102 146 2,201 SH   DFND 20 2,201 0 0
WESTLAKE CHEM CORP COM 960413102 11,988 181,172 SH   DFND 21 89,261 0 91,911
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 267 201,473 SH   DFND 17 174,372 0 27,101
WESTROCK CO COM 96145D105 168 4,438 SH   DFND 4 4,438 0 0
WESTROCK CO COM 96145D105 1,331 35,236 SH   DFND 17 35,236 0 0
WESTROCK CO COM 96145D105 10,509 278,302 SH   DFND 21 254,390 0 23,912
WEX INC COM 96208T104 14,052 100,327 SH   DFND 17 67,112 0 33,215
WEX INC COM 96208T104 1,343 9,591 SH   DFND 20 9,591 0 0
WEX INC COM 96208T104 5,773 41,220 SH   DFND 21 36,412 0 4,808
WEYERHAEUSER CO COM 962166104 3,116 142,533 SH   DFND 4 142,533 0 0
WEYERHAEUSER CO COM 962166104 10,040 459,301 SH   DFND 17 459,301 0 0
WEYERHAEUSER CO COM 962166104 8,345 381,765 SH   DFND 21 0 0 381,765
WEYERHAEUSER CO CALL 962166904 533 24,400 SH Call DFND 4 24,400 0 0
WEYERHAEUSER CO PUT 962166954 5,963 272,800 SH Put DFND 4 272,800 0 0
WHIRLPOOL CORP COM 963320106 292 2,735 SH   DFND 17 2,735 0 0
WHIRLPOOL CORP COM 963320106 529 4,948 SH   DFND 21 4,649 0 299
WHITING PETE CORP NEW COM NEW 966387409 20,421 900,000 SH   DFND 4 900,000 0 0
WHITING PETE CORP NEW COM NEW 966387409 57 2,491 SH   DFND 17 2,491 0 0
WHITING PETE CORP NEW COM NEW 966387409 360 15,887 SH   DFND 21 15,887 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,551 17,505,000 PRN   DFND 17 17,505,000 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 4,939 350,064 SH   DFND 17 225,884 0 124,180
WILDHORSE RESOURCE DEV CORP COM 96812T102 2,179 154,429 SH   DFND 21 154,429 0 0
WILLDAN GROUP INC COM 96924N100 1,446 41,344 SH   DFND 17 5,253 0 36,091
WILLIAMS COS INC DEL COM 969457100 29,292 1,328,431 SH   DFND 4 1,292,931 0 35,500
WILLIAMS COS INC DEL COM 969457100 8,415 381,624 SH   DFND 17 381,624 0 0
WILLIAMS COS INC DEL COM 969457100 709 33,000 SH   DFND 24 33,000 0 0
WILLIAMS COS INC DEL CALL 969457900 728 33,000 SH Call DFND 4 33,000 0 0
WILLIAMS COS INC DEL PUT 969457950 4,721 214,100 SH Put DFND 4 214,100 0 0
WILLIAMS SONOMA INC COM 969904101 600 11,889 SH   DFND 17 11,889 0 0
WILLIAMS SONOMA INC COM 969904101 182 3,601 SH   DFND 21 3,601 0 0
WILLSCOT CORP COM 971375126 5,237 555,954 SH   DFND 17 318,931 0 237,023
WILLSCOT CORP COM 971375126 116 12,315 SH   DFND 21 12,315 0 0
WINGSTOP INC COM 974155103 7,415 115,516 SH   DFND 17 12,764 0 102,752
WIPRO LTD SPON ADR 1 SH 97651M109 828 161,500 SH   DFND 17 161,500 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 200 38,966 SH   DFND 21 0 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 381 8,140 SH   DFND 24 8,140 0 0
WORKDAY INC CL A 98138H101 130,400 816,633 SH   DFND 17 664,054 0 152,579
WORKDAY INC CL A 98138H101 336 2,104 SH   DFND 21 2,104 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 215,061 174,805,000 PRN   DFND 17 166,960,000 0 7,845,000
WORLD ACCEP CORP DEL COM 981419104 115 1,122 SH   DFND 17 1,122 0 0
WORLD ACCEP CORP DEL COM 981419104 679 6,636 SH   DFND 21 6,636 0 0
WORLDPAY INC CL A 981558109 161,296 2,110,390 SH   DFND 17 2,076,596 0 33,794
WORLDPAY INC CL A 981558109 1,993 26,074 SH   DFND 21 7,032 0 19,042
WPX ENERGY INC COM 98212B103 28,368 2,499,355 SH   DFND 4 2,499,355 0 0
WPX ENERGY INC COM 98212B103 1,896 167,013 SH   DFND 17 167,013 0 0
WPX ENERGY INC COM 98212B103 972 85,598 SH   DFND 21 0 0 85,598
WPX ENERGY INC COM 98212B103 177 16,000 SH   DFND 24 16,000 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 97 2,718 SH   DFND 17 2,718 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 443 12,360 SH   DFND 21 9,826 0 2,534
WYNN RESORTS LTD COM 983134107 56,125 567,559 SH   DFND 17 567,559 0 0
WYNN RESORTS LTD COM 983134107 342 3,455 SH   DFND 21 3,455 0 0
XPO LOGISTICS INC COM 983793100 11,949 209,479 SH   DFND 17 167,651 0 41,828
XPO LOGISTICS INC COM 983793100 142 2,497 SH   DFND 21 2,497 0 0
XCEL ENERGY INC COM 98389B100 2,712 55,035 SH   DFND 17 55,035 0 0
XCEL ENERGY INC COM 98389B100 1,287 26,114 SH   DFND 21 24,543 0 1,571
XILINX INC COM 983919101 56,396 662,156 SH   DFND 17 633,411 0 28,745
XILINX INC COM 983919101 1,746 20,500 SH   DFND 21 20,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 478 27,777 SH   DFND 17 27,777 0 0
XENIA HOTELS & RESORTS INC COM 984017103 4,248 247,005 SH   DFND 21 173,233 0 73,772
XEROX CORP COM NEW 984121608 241 12,202 SH   DFND 17 12,202 0 0
XEROX CORP COM NEW 984121608 9,094 460,203 SH   DFND 21 460,203 0 0
XYLEM INC COM 98419M100 62,554 937,567 SH   DFND 17 935,859 0 1,708
XYLEM INC COM 98419M100 8,170 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 27,845 417,344 SH   DFND 21 290,030 0 127,314
XYLEM INC COM 98419M100 10,239 156,800 SH   DFND 24 156,800 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 639 47,709 SH   DFND 21 41,907 0 5,802
YY INC ADS REPCOM CLA 98426T106 39 657 SH   DFND 17 657 0 0
YY INC ADS REPCOM CLA 98426T106 445 7,430 SH   DFND 21 4,211 0 3,219
YELP INC CL A 985817105 93,428 2,670,148 SH   DFND 17 2,563,548 0 106,600
YIRENDAI LTD SPONSORED ADR 98585L100 333 30,968 SH   DFND 17 3,555 0 27,413
YEXT INC COM 98585N106 6,470 435,719 SH   DFND 17 244,718 0 191,001
YEXT INC COM 98585N106 3 195 SH   DFND 21 195 0 0
YORK WTR CO COM 987184108 11 350 SH   DFND 17 350 0 0
YORK WTR CO COM 987184108 278 8,677 SH   DFND 21 8,677 0 0
YUM BRANDS INC COM 988498101 1,595 17,354 SH   DFND 4 17,354 0 0
YUM BRANDS INC COM 988498101 24,520 266,759 SH   DFND 17 209,439 0 57,320
YUM BRANDS INC COM 988498101 412 4,481 SH   DFND 21 0 0 4,481
YUM BRANDS INC COM 988498101 1,283 14,000 SH   DFND 24 14,000 0 0
YUM BRANDS INC CALL 988498901 1,278 13,900 SH Call DFND 4 13,900 0 0
YUM BRANDS INC PUT 988498951 12,317 134,000 SH Put DFND 4 134,000 0 0
YUM CHINA HLDGS INC COM 98850P109 1,271 37,900 SH   DFND   37,900 0 0
YUM CHINA HLDGS INC COM 98850P109 411 12,244 SH   DFND 17 12,244 0 0
YUM CHINA HLDGS INC COM 98850P109 13,235 394,726 SH   DFND 20 315,395 0 79,331
ZAGG INC COM 98884U108 75 7,620 SH   DFND 17 742 0 6,878
ZAGG INC COM 98884U108 1,019 104,163 SH   DFND 21 36,079 0 68,084
ZAYO GROUP HLDGS INC COM 98919V105 421 18,450 SH   DFND 17 18,450 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 543 3,413 SH   DFND 17 3,413 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,677 10,529 SH   DFND 21 9,536 0 993
ZENDESK INC COM 98936J101 15,326 262,571 SH   DFND 17 193,993 0 68,578
ZENDESK INC COM 98936J101 1,266 21,691 SH   DFND 21 10,452 0 11,239
ZILLOW GROUP INC CL A 98954M101 227 7,214 SH   DFND 17 1,664 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 317 10,049 SH   DFND 17 3,409 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 37,880 39,120,000 PRN   DFND 17 39,120,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 32,302 37,350,000 PRN   DFND 17 37,350,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,455 14,032 SH   DFND 4 14,032 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 901 8,689 SH   DFND 17 8,689 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 7,177 69,200 SH Put DFND 4 69,200 0 0
ZIONS BANCORPORATION N A COM 989701107 483 11,866 SH   DFND 17 11,866 0 0
ZIX CORP COM 98974P100 685 119,490 SH   DFND 17 104,004 0 15,486
ZOETIS INC CL A 98978V103 81,908 957,546 SH   DFND 17 809,133 0 148,413
ZOETIS INC CL A 98978V103 49,784 581,993 SH   DFND 21 493,643 0 88,350
ZOETIS INC CL A 98978V103 4,689 55,500 SH   DFND 24 55,500 0 0
ZOETIS INC CALL 98978V903 941 11,000 SH Call DFND 4 11,000 0 0
ZOETIS INC PUT 98978V953 14,961 174,900 SH Put DFND 4 174,900 0 0
ZSCALER INC COM 98980G102 72,047 1,837,458 SH   DFND 17 1,718,173 0 119,285
ZUMIEZ INC COM 989817101 277 14,465 SH   DFND 17 2,290 0 12,175
ZUMIEZ INC COM 989817101 3,230 168,504 SH   DFND 21 125,433 0 43,071
ZYNGA INC CL A 98986T108 28,853 7,341,719 SH   DFND 17 5,213,803 0 2,127,916
ZYNGA INC CL A 98986T108 289 73,568 SH   DFND 21 0 0 73,568
EURONAV NV ANTWERPEN SHS B38564108 98 13,793 SH   DFND 17 13,793 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 10,862 1,363,567 SH   DFND 21 855,105 0 508,462
AIRCASTLE LTD COM G0129K104 4,656 270,085 SH   DFND 17 82,185 0 187,900
AIRCASTLE LTD COM G0129K104 5,516 319,944 SH   DFND 21 291,735 0 28,209
ALKERMES PLC SHS G01767105 954 32,313 SH   DFND 17 32,313 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 326 4,091 SH   DFND 17 4,091 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 941 11,811 SH   DFND 21 11,811 0 0
ALLERGAN PLC SHS G0177J108 11,409 85,356 SH   DFND 4 85,356 0 0
ALLERGAN PLC SHS G0177J108 99,077 741,264 SH   DFND 17 741,264 0 0
ALLERGAN PLC SHS G0177J108 12,044 90,109 SH   DFND 21 89,724 0 385
ALLERGAN PLC CALL G0177J908 655 4,900 SH Call DFND 4 4,900 0 0
ALLERGAN PLC PUT G0177J958 20,490 153,300 SH Put DFND 4 153,300 0 0
AMDOCS LTD SHS G02602103 13,817 235,864 SH   DFND 17 235,864 0 0
AMDOCS LTD SHS G02602103 108 1,841 SH   DFND 20 1,841 0 0
AMDOCS LTD SHS G02602103 30,408 519,078 SH   DFND 21 353,637 0 165,441
AON PLC SHS CL A G0408V102 12,486 85,896 SH   DFND 17 85,896 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 1,146 60,656 SH   DFND 17 52,475 0 8,181
ARCH CAP GROUP LTD ORD G0450A105 284 10,635 SH   DFND 17 10,635 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 158 2,345 SH   DFND 17 2,345 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 79 1,169 SH   DFND 21 1,169 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 68 1,625 SH   DFND 17 1,625 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 14,419 343,384 SH   DFND 21 343,384 0 0
ARRIS INTL INC SHS G0551A103 142 4,659 SH   DFND 17 4,659 0 0
ARRIS INTL INC SHS G0551A103 9,372 306,580 SH   DFND 21 306,580 0 0
ATLASSIAN CORP PLC CL A G06242104 31,207 350,720 SH   DFND 17 291,625 0 59,095
ATLASSIAN CORP PLC CL A G06242104 512 5,755 SH   DFND 21 5,755 0 0
ATHENE HLDG LTD CL A G0684D107 7,405 185,916 SH   DFND 17 174,238 0 11,678
ATHENE HLDG LTD CL A G0684D107 674 16,911 SH   DFND 20 16,911 0 0
ATHENE HLDG LTD CL A G0684D107 41,663 1,046,025 SH   DFND 21 821,367 0 224,658
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,365 140,794 SH   DFND 17 56,077 0 84,717
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 201 6,471 SH   DFND 20 6,471 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 5,470 176,455 SH   DFND 21 135,318 0 41,137
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 2,257 61,023 SH   DFND 17 59,097 0 1,926
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 22,680 160,839 SH   DFND 17 131,170 0 29,669
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,715 97,260 SH   DFND 20 15,900 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 88,780 629,601 SH   DFND 21 532,996 0 96,605
MIMECAST LTD ORD SHS G14838109 22,312 663,466 SH   DFND 17 663,466 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 15,927 1,491,284 SH   DFND 17 1,491,284 0 0
BUNGE LIMITED COM G16962105 1,143 21,393 SH   DFND 17 21,393 0 0
BUNGE LIMITED COM G16962105 7,835 146,616 SH   DFND 21 133,644 0 12,972
CHINA YUCHAI INTL LTD COM G21082105 305 24,533 SH   DFND 17 24,533 0 0
CHINA YUCHAI INTL LTD COM G21082105 1,159 93,189 SH   DFND 21 87,102 0 6,087
CREDICORP LTD COM G2519Y108 38,914 175,547 SH   DFND 17 160,347 0 15,200
COSAN LTD SHS A G25343107 272 30,870 SH   DFND 17 30,870 0 0
COSAN LTD SHS A G25343107 2,098 238,369 SH   DFND 21 238,369 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 14,464 315,455 SH   DFND 17 315,455 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 5,626 122,707 SH   DFND 21 75,763 0 46,944
EATON CORP PLC SHS G29183103 101,428 1,477,254 SH   DFND 17 1,460,398 0 16,856
EATON CORP PLC SHS G29183103 246 3,589 SH   DFND 20 3,589 0 0
EATON CORP PLC SHS G29183103 92,204 1,342,905 SH   DFND 21 942,975 0 399,930
ESSENT GROUP LTD COM G3198U102 4,050 118,497 SH   DFND 17 40,933 0 77,564
EVEREST RE GROUP LTD COM G3223R108 17,138 78,700 SH   DFND 17 75,780 0 2,920
EVEREST RE GROUP LTD COM G3223R108 780 3,580 SH   DFND 20 3,580 0 0
EVEREST RE GROUP LTD COM G3223R108 37,593 172,634 SH   DFND 21 85,303 0 87,331
FABRINET SHS G3323L100 51 993 SH   DFND 17 993 0 0
FABRINET SHS G3323L100 123 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 4,618 90,009 SH   DFND 21 40,491 0 49,518
FGL HLDGS ORD SHS G3402M102 26 3,930 SH   DFND 17 3,930 0 0
FGL HLDGS ORD SHS G3402M102 212 31,849 SH   DFND 20 31,849 0 0
FGL HLDGS ORD SHS G3402M102 2,260 339,281 SH   DFND 21 339,281 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 234 8,268 SH   DFND 17 8,268 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 48 1,703 SH   DFND 21 0 0 1,703
FRONTLINE LTD SHS NEW G3682E192 258 46,708 SH   DFND 17 46,708 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 16 1,211 SH   DFND 17 1,211 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 1,137 85,905 SH   DFND 21 85,905 0 0
GENPACT LIMITED SHS G3922B107 147 5,459 SH   DFND 17 5,459 0 0
GENPACT LIMITED SHS G3922B107 656 24,296 SH   DFND 21 24,296 0 0
HELEN OF TROY CORP LTD COM G4388N106 2,365 18,032 SH   DFND 17 13,197 0 4,835
HERBALIFE NUTRITION LTD COM SHS G4412G101 741 12,577 SH   DFND 17 12,577 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 3,092 52,447 SH   DFND 21 47,308 0 5,139
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 61 2,964 SH   DFND 17 2,964 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,669 80,542 SH   DFND 21 15,951 0 64,591
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 238 13,575 SH   DFND 17 13,575 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 286 16,358 SH   DFND 21 16,358 0 0
HORIZON PHARMA PLC SHS G4617B105 1,117 57,180 SH   DFND 17 4,960 0 52,220
HORIZON PHARMA PLC SHS G4617B105 208 10,656 SH   DFND 21 10,656 0 0
ICON PLC SHS G4705A100 91 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 9,731 75,310 SH   DFND 21 75,310 0 0
ICHOR HOLDINGS SHS G4740B105 2,282 139,982 SH   DFND 17 135,615 0 4,367
IHS MARKIT LTD SHS G47567105 771 16,063 SH   DFND 17 16,063 0 0
INGERSOLL-RAND PLC SHS G47791101 20,549 225,242 SH   DFND 17 225,242 0 0
INGERSOLL-RAND PLC SHS G47791101 600 6,581 SH   DFND 20 6,581 0 0
INGERSOLL-RAND PLC SHS G47791101 66,873 733,011 SH   DFND 21 594,286 0 138,725
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 40 2,735 SH   DFND 17 2,735 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,512 171,677 SH   DFND 21 171,677 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 15 27,357 SH   DFND 17 27,357 0 0
INVESCO LTD SHS G491BT108 300 17,904 SH   DFND 17 17,904 0 0
INVESCO LTD SHS G491BT108 509 30,381 SH   DFND 21 17,895 0 12,486
JAMES RIV GROUP LTD COM G5005R107 1,198 32,782 SH   DFND 17 4,395 0 28,387
JAMES RIV GROUP LTD COM G5005R107 1,439 39,378 SH   DFND 21 39,378 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 200 1,615 SH   DFND 17 1,615 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 302 2,433 SH   DFND 20 2,433 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,509 20,244 SH   DFND 21 16,457 0 3,787
JOHNSON CTLS INTL PLC SHS G51502105 65,241 2,200,406 SH   DFND 17 2,200,406 0 0
LAZARD LTD SHS A G54050102 11,739 318,043 SH   DFND 17 318,043 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 209 10,125 SH   DFND 21 10,125 0 0
LINDE PLC COM G5494J103 16,357 104,826 SH   DFND 17 104,826 0 0
LINDE PLC COM G5494J103 63,953 409,616 SH   DFND 21 123,838 0 285,778
LINDE PLC COM G5494J103 844 5,400 SH   DFND 24 5,400 0 0
LIVANOVA PLC SHS G5509L101 573 6,267 SH   DFND 17 6,267 0 0
LIVANOVA PLC SHS G5509L101 385 4,207 SH   DFND 21 4,207 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 1,381 45,402 SH   DFND 21 37,162 0 8,240
MALLINCKRODT PUB LTD CO SHS G5785G107 3,675 232,582 SH   DFND 17 28,669 0 203,913
MALLINCKRODT PUB LTD CO SHS G5785G107 5,810 367,716 SH   DFND 21 367,716 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 59,889 3,699,130 SH   DFND 17 3,633,505 0 65,625
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 359 22,176 SH   DFND 20 22,176 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,742 107,599 SH   DFND 21 107,599 0 0
MEDTRONIC PLC SHS G5960L103 123,685 1,359,772 SH   DFND 17 1,319,761 0 40,011
MEDTRONIC PLC SHS G5960L103 94 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 111,981 1,231,106 SH   DFND 21 936,309 0 294,797
MICHAEL KORS HLDGS LTD SHS G60754101 671 17,704 SH   DFND 17 17,704 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 249 6,563 SH   DFND 20 6,563 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 14,578 384,434 SH   DFND 21 300,009 0 84,425
APTIV PLC SHS G6095L109 37,520 609,383 SH   DFND 17 609,383 0 0
APTIV PLC SHS G6095L109 233 3,790 SH   DFND 21 3,790 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 205 20,156 SH   DFND 17 566 0 19,590
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 10,149 567,000 SH   DFND 17 567,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 354 15,171 SH   DFND 17 15,171 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 20,930 897,142 SH   DFND 21 842,118 0 55,024
NIELSEN HLDGS PLC CALL G6518L908 840 36,000 SH Call DFND 21 36,000 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 65 3,907 SH   DFND 17 3,907 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 85 5,106 SH   DFND 20 5,106 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 8,131 486,307 SH   DFND 21 486,307 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 493 11,621 SH   DFND 17 11,621 0 0
NOVOCURE LTD ORD SHS G6674U108 13,549 404,687 SH   DFND 17 281,473 0 123,214
NOVOCURE LTD ORD SHS G6674U108 1,254 38,200 SH   DFND 24 38,200 0 0
NVENT ELECTRIC PLC SHS G6700G107 100 4,455 SH   DFND 17 4,455 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,396 109,000 SH   DFND 24 109,000 0 0
QUOTIENT LTD SHS G73268107 3,580 585,005 SH   DFND 17 585,005 0 0
QUOTIENT LTD SHS G73268107 860 142,839 SH   DFND 24 142,839 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 9,568 247,943 SH   DFND 17 225,993 0 21,950
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,154 29,911 SH   DFND 20 29,911 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 24,559 636,404 SH   DFND 21 262,471 0 373,933
PENTAIR PLC SHS G7S00T104 258 6,818 SH   DFND 17 6,818 0 0
PENTAIR PLC SHS G7S00T104 489 12,944 SH   DFND 21 11,315 0 1,629
PENTAIR PLC SHS G7S00T104 2,201 59,000 SH   DFND 24 59,000 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 456 10,167 SH   DFND 17 4,673 0 5,494
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 777 17,323 SH   DFND 21 2,907 0 14,416
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 2,465 56,000 SH   DFND 24 56,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 14,683 1,394,391 SH   DFND 17 1,394,391 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 159 15,092 SH   DFND 21 7,155 0 7,937
SINA CORP ORD G81477104 329 6,139 SH   DFND 17 2,869 0 3,270
SINA CORP ORD G81477104 485 9,039 SH   DFND 21 7,494 0 1,545
SMART GLOBAL HLDGS INC SHS G8232Y101 608 20,457 SH   DFND 17 1,297 0 19,160
STERIS PLC SHS USD G84720104 13,887 129,965 SH   DFND 17 127,094 0 2,871
STERIS PLC SHS USD G84720104 1,069 10,009 SH   DFND 20 10,009 0 0
STERIS PLC SHS USD G84720104 36,689 343,370 SH   DFND 21 297,017 0 46,353
TECHNIPFMC PLC COM G87110105 130 6,637 SH   DFND 17 6,637 0 0
TECHNIPFMC PLC COM G87110105 10,868 555,064 SH   DFND 21 229,030 0 326,034
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 42 4,252 SH   DFND 17 754 0 3,498
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 141 14,119 SH   DFND 21 5,620 0 8,499
TRAVELPORT WORLDWIDE LTD SHS G9019D104 719 46,001 SH   DFND 17 46,001 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 70 4,512 SH   DFND 20 4,512 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 20,269 1,297,654 SH   DFND 21 1,137,376 0 160,278
TRITON INTL LTD CL A G9078F107 4,611 148,398 SH   DFND 17 88,456 0 59,942
TRITON INTL LTD CL A G9078F107 81 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 3,574 115,020 SH   DFND 21 44,499 0 70,521
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 585 219,894 SH   DFND 17 55,442 0 164,452
VENATOR MATLS PLC SHS G9329Z100 66 15,860 SH   DFND 17 2,823 0 13,037
VENATOR MATLS PLC SHS G9329Z100 284 67,746 SH   DFND 21 40,760 0 26,986
GOLAR LNG LTD BERMUDA SHS G9456A100 56 2,592 SH   DFND 17 2,592 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,083 49,774 SH   DFND 21 49,774 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 73 85 SH   DFND 17 85 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 3,781 4,408 SH   DFND 21 4,408 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 853 5,615 SH   DFND 17 5,615 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 7,745 51,000 SH   DFND 21 51,000 0 0
PERRIGO CO PLC SHS G97822103 215 5,548 SH   DFND 17 5,548 0 0
CHUBB LIMITED COM H1467J104 21,917 169,662 SH   DFND 17 127,167 0 42,495
CHUBB LIMITED COM H1467J104 1,884 14,584 SH   DFND 21 11,862 0 2,722
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,321 46,252 SH   DFND 17 46,252 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 431 16,100 SH   DFND 24 16,100 0 0
GARMIN LTD SHS H2906T109 10,448 165,004 SH   DFND 17 36,962 0 128,042
GARMIN LTD SHS H2906T109 19,094 301,550 SH   DFND 21 282,737 0 18,813
UBS GROUP AG SHS H42097107 967 77,933 SH   DFND 17 49,118 0 28,815
UBS GROUP AG SHS H42097107 7,790 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 177,591 14,308,674 SH   DFND 21 9,522,799 0 4,785,875
UBS GROUP AG SHS H42097107 664 53,400 SH   DFND 24 53,400 0 0
LOGITECH INTL S A SHS H50430232 65 2,068 SH   DFND 20 2,068 0 0
LOGITECH INTL S A SHS H50430232 19,677 627,324 SH   DFND 21 420,093 0 207,231
TE CONNECTIVITY LTD REG SHS H84989104 67,176 888,222 SH   DFND 17 872,400 0 15,822
TE CONNECTIVITY LTD REG SHS H84989104 1,044 13,801 SH   DFND 20 13,801 0 0
TE CONNECTIVITY LTD REG SHS H84989104 39,031 516,076 SH   DFND 21 435,609 0 80,467
TRANSOCEAN LTD REG SHS H8817H100 99 14,227 SH   DFND 17 14,227 0 0
TRANSOCEAN LTD REG SHS H8817H100 120 17,299 SH   DFND 21 17,299 0 0
ADECOAGRO S A COM L00849106 200 28,788 SH   DFND 21 28,788 0 0
GLOBANT S A COM L44385109 773 13,727 SH   DFND 21 13,727 0 0
ORION ENGINEERED CARBONS S A COM L72967109 16,342 646,437 SH   DFND 17 646,437 0 0
ORION ENGINEERED CARBONS S A COM L72967109 107 4,229 SH   DFND 21 2,808 0 1,421
SPOTIFY TECHNOLOGY S A SHS L8681T102 4,391 38,690 SH   DFND 17 30,857 0 7,833
TRINSEO S A SHS L9340P101 1,550 33,850 SH   DFND 17 15,631 0 18,219
TRINSEO S A SHS L9340P101 79 1,734 SH   DFND 20 1,734 0 0
TRINSEO S A SHS L9340P101 11,162 243,825 SH   DFND 21 192,973 0 50,852
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,714 36,179 SH   DFND 17 36,179 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 398 3,878 SH   DFND 21 3,878 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 14,838 200,133 SH   DFND 17 200,133 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 574 7,740 SH   DFND 21 7,740 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 10,708 115,910 SH   DFND 21 21,569 0 94,341
ISRAEL CHEMICALS LTD SHS M5920A109 3,031 534,212 SH   DFND 17 534,212 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 1,960 353,869 SH   DFND 24 353,869 0 0
KORNIT DIGITAL LTD SHS M6372Q113 3,489 186,366 SH   DFND 17 186,366 0 0
ORBOTECH LTD ORD M75253100 473 8,369 SH   DFND 21 5,147 0 3,222
RADWARE LTD ORD M81873107 2,916 128,415 SH   DFND 17 46,115 0 82,300
RADWARE LTD ORD M81873107 129 5,683 SH   DFND 21 0 0 5,683
AERCAP HOLDINGS NV SHS N00985106 9,566 241,554 SH   DFND 17 142,293 0 99,261
AERCAP HOLDINGS NV SHS N00985106 817 20,636 SH   DFND 20 20,636 0 0
AERCAP HOLDINGS NV SHS N00985106 28,779 726,732 SH   DFND 21 578,765 0 147,967
ASML HOLDING N V N Y REGISTRY SHS N07059210 15,413 99,042 SH   DFND 17 99,042 0 0
ELASTIC N V ORD SHS N14506104 13,509 188,984 SH   DFND 17 132,520 0 56,464
CNH INDL N V SHS N20944109 57 6,183 SH   DFND 17 6,183 0 0
CNH INDL N V SHS N20944109 61,444 6,681,706 SH   DFND 21 5,400,780 0 1,280,926
FERRARI N V COM N3167Y103 9,161 92,128 SH   DFND 21 64,416 0 27,712
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 20,194 1,396,511 SH   DFND 17 912,094 0 484,417
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 455 31,453 SH   DFND 20 31,453 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 61,116 4,226,536 SH   DFND 21 3,061,179 0 1,165,357
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 29,224 351,414 SH   DFND 17 291,021 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,952 23,478 SH   DFND 20 23,478 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 85,171 1,024,186 SH   DFND 21 842,676 0 181,510
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 330 4,000 SH   DFND 24 4,000 0 0
MYLAN N V SHS EURO N59465109 7,300 266,440 SH   DFND 17 266,440 0 0
NXP SEMICONDUCTORS N V COM N6596X109 698 9,530 SH   DFND 17 9,530 0 0
NXP SEMICONDUCTORS N V COM N6596X109 14,020 191,317 SH   DFND 21 176,266 0 15,051
PROQR THRAPEUTICS N V SHS EURO N71542109 407 25,810 SH   DFND 17 25,810 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 206 13,200 SH   DFND 24 13,200 0 0
QIAGEN NV SHS NEW N72482123 210 6,083 SH   DFND 17 6,083 0 0
QIAGEN NV SHS NEW N72482123 6,844 198,669 SH   DFND 21 113,277 0 85,392
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 14,290 12,200,000 PRN   DFND 21 12,200,000 0 0
QIAGEN NV DEBT 0.875% 3/1 N72482AB3 3,777 3,000,000 PRN   DFND 21 3,000,000 0 0
UNIQURE NV SHS N90064101 1,498 51,986 SH   DFND 17 50,340 0 1,646
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 2,493 91,600 SH   DFND 17 91,600 0 0
YANDEX N V SHS CLASS A N97284108 4,414 160,870 SH   DFND 17 109,780 0 51,090
YANDEX N V SHS CLASS A N97284108 5,146 187,574 SH   DFND 21 44,344 0 143,230
COPA HOLDINGS SA CL A P31076105 91 1,154 SH   DFND 17 1,154 0 0
COPA HOLDINGS SA CL A P31076105 139 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 404 5,136 SH   DFND 21 5,136 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,696 129,825 SH   DFND 4 129,825 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 48,639 497,384 SH   DFND 17 452,958 0 44,426
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 924 9,444 SH   DFND 20 9,444 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 13,565 138,719 SH   DFND 21 129,874 0 8,845
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 694 7,100 SH Call DFND 4 7,100 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 3,892 39,800 SH Put DFND 4 39,800 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,811 972,098 SH   DFND 17 131,128 0 840,970
FLEX LTD ORD Y2573F102 116 15,239 SH   DFND 21 0 0 15,239
SEASPAN CORP SHS Y75638109 1,661 212,079 SH   DFND 17 24,345 0 187,734
TEEKAY TANKERS LTD CL A Y8565N102 371 399,601 SH   DFND 17 50,648 0 348,953
WAVE LIFE SCIENCES LTD SHS Y95308105 3,310 78,739 SH   DFND 17 77,433 0 1,306
WAVE LIFE SCIENCES LTD SHS Y95308105 1,015 24,000 SH   DFND 24 24,000 0 0