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 14,729 333,920 SH   DFND 17 237,545 0 96,375
ACCO BRANDS CORP COM 00081T108 1,518 120,945 SH   DFND 17 107,624 0 13,321
ACCO BRANDS CORP COM 00081T108 260 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 5,653 450,477 SH   DFND 21 290,395 0 160,082
AFLAC INC COM 001055102 1,818 41,551 SH   DFND 4 41,551 0 0
AFLAC INC COM 001055102 8,356 190,952 SH   DFND 17 190,952 0 0
AFLAC INC COM 001055102 173 3,942 SH   DFND 20 3,942 0 0
AFLAC INC COM 001055102 58,854 1,344,919 SH   DFND 21 621,553 0 723,366
AFLAC INC CALL 001055902 1,895 43,300 SH Call DFND 4 43,300 0 0
AFLAC INC PUT 001055952 19,850 453,600 SH Put DFND 4 453,600 0 0
AG MTG INVT TR INC COM 001228105 2,626 151,157 SH   DFND 17 69,057 0 82,100
AG MTG INVT TR INC COM 001228105 229 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 5,512 317,330 SH   DFND 21 204,956 0 112,374
AGNC INVT CORP COM 00123Q104 266 14,040 SH   DFND 4 14,040 0 0
AGNC INVT CORP COM 00123Q104 15,104 798,316 SH   DFND 17 402,328 0 395,988
AGNC INVT CORP COM 00123Q104 390 20,606 SH   DFND 20 20,606 0 0
AGNC INVT CORP COM 00123Q104 28,903 1,527,655 SH   DFND 21 1,221,642 0 306,013
AES CORP COM 00130H105 352 30,928 SH   DFND 17 30,928 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 3,048 2,600,000 PRN   DFND 17 2,600,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,665 177,648 SH   DFND 17 177,648 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 7,954 848,908 SH   DFND 20 848,908 0 0
ANI PHARMACEUTICALS INC COM 00182C103 4,895 84,071 SH   DFND 17 71,196 0 12,875
ANGI HOMESERVICES INC COM CL A 00183L102 448 33,385 SH   DFND 17 0 0 33,385
AT&T INC COM 00206R102 19,166 537,626 SH   DFND 4 537,626 0 0
AT&T INC COM 00206R102 170,137 4,772,416 SH   DFND 17 4,251,898 0 520,518
AT&T INC COM 00206R102 3,951 110,837 SH   DFND 20 110,837 0 0
AT&T INC COM 00206R102 289,050 8,107,981 SH   DFND 21 5,928,776 0 2,179,205
AT&T INC CALL 00206R902 11,048 309,900 SH Call DFND 4 309,900 0 0
AT&T INC PUT 00206R952 89,998 2,524,500 SH Put DFND 4 2,524,500 0 0
AT&T INC PUT 00206R952 10,820 303,500 SH Put DFND 21 303,500 0 0
A10 NETWORKS INC COM 002121101 1,397 240,015 SH   DFND 17 149,265 0 90,750
AU OPTRONICS CORP SPONSORED ADR 002255107 241 52,817 SH   DFND 17 52,817 0 0
AXT INC COM 00246W103 3,290 453,842 SH   DFND 17 437,884 0 15,958
AARONS INC COM PAR $0.50 002535300 396 8,491 SH   DFND 17 8,491 0 0
AARONS INC COM PAR $0.50 002535300 4,999 107,266 SH   DFND 21 39,732 0 67,534
ABBOTT LABS COM 002824100 12,086 201,709 SH   DFND 4 201,709 0 0
ABBOTT LABS COM 002824100 133,108 2,221,425 SH   DFND 17 2,200,262 0 21,163
ABBOTT LABS COM 002824100 2,135 35,633 SH   DFND 20 35,633 0 0
ABBOTT LABS COM 002824100 108,101 1,804,095 SH   DFND 21 1,368,150 0 435,945
ABBOTT LABS CALL 002824900 2,654 44,300 SH Call DFND 4 44,300 0 0
ABBOTT LABS PUT 002824950 24,723 412,600 SH Put DFND 4 412,600 0 0
ABBVIE INC COM 00287Y109 34,934 369,084 SH   DFND 4 369,084 0 0
ABBVIE INC COM 00287Y109 401,604 4,243,046 SH   DFND 17 4,072,361 0 170,685
ABBVIE INC COM 00287Y109 20,868 220,477 SH   DFND 20 55,238 0 165,239
ABBVIE INC COM 00287Y109 290,860 3,073,011 SH   DFND 21 2,702,611 0 370,400
ABBVIE INC COM 00287Y109 861 9,100 SH   DFND 24 9,100 0 0
ABBVIE INC CALL 00287Y909 7,099 75,000 SH Call DFND 4 75,000 0 0
ABBVIE INC PUT 00287Y959 84,712 895,000 SH Put DFND 4 895,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 8,331 344,108 SH   DFND 21 344,108 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 1,459 101,653 SH   DFND 17 98,242 0 3,411
ABIOMED INC COM 003654100 4,364 14,998 SH   DFND 17 14,998 0 0
ABRAXAS PETE CORP COM 003830106 1,111 500,597 SH   DFND 17 500,597 0 0
ABRAXAS PETE CORP COM 003830106 52 23,468 SH   DFND 21 23,468 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 391 17,405 SH   DFND 17 17,405 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 236 10,500 SH   DFND 24 10,500 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 28,653 32,450,000 PRN   DFND 17 32,450,000 0 0
ACHAOGEN INC COM 004449104 1,202 92,781 SH   DFND 17 89,569 0 3,212
ACHIEVE LIFE SCIENCE INC CALL 004468904 182 143,678 SH Call DFND 17 143,678 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,837 27,230 SH   DFND 4 27,230 0 0
ACTIVISION BLIZZARD INC COM 00507V109 60,561 897,727 SH   DFND 17 623,345 0 274,382
ACTIVISION BLIZZARD INC COM 00507V109 1,030 15,269 SH   DFND 20 15,269 0 0
ACTIVISION BLIZZARD INC COM 00507V109 74,663 1,106,768 SH   DFND 21 1,106,768 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 2,887 42,800 SH Call DFND 4 42,800 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 25,756 381,800 SH Put DFND 4 381,800 0 0
ACUITY BRANDS INC COM 00508Y102 112 805 SH   DFND 17 805 0 0
ACUITY BRANDS INC COM 00508Y102 1,112 7,988 SH   DFND 21 6,089 0 1,899
ACUSHNET HOLDINGS CORP COM 005098108 41 1,760 SH   DFND 20 1,760 0 0
ACUSHNET HOLDINGS CORP COM 005098108 223 9,663 SH   DFND 21 9,663 0 0
ACXIOM CORP COM 005125109 20,631 908,445 SH   DFND 17 908,445 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,329 55,594 SH   DFND 17 53,258 0 2,336
ADESTO TECHNOLOGIES CORP COM 00687D101 1,029 138,999 SH   DFND 17 123,953 0 15,046
ADOBE SYS INC COM 00724F101 251,453 1,163,701 SH   DFND 17 1,157,167 0 6,534
ADOBE SYS INC COM 00724F101 1,532 7,090 SH   DFND 20 7,090 0 0
ADOBE SYS INC COM 00724F101 50,021 231,491 SH   DFND 21 77,710 0 153,781
ADOBE SYS INC CALL 00724F901 6,763 31,300 SH Call DFND 4 31,300 0 0
ADOBE SYS INC PUT 00724F951 59,746 276,500 SH Put DFND 4 276,500 0 0
ADTRAN INC COM 00738A106 241 15,476 SH   DFND 17 15,476 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 275 37,931 SH   DFND 17 37,931 0 0
AECOM COM 00766T100 5,410 151,850 SH   DFND 17 151,850 0 0
AECOM COM 00766T100 64 1,789 SH   DFND 21 1,789 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 23,008 28,680,000 PRN   DFND 17 28,680,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.250%12/1 00773VAB2 4,351 7,000,000 PRN   DFND 17 7,000,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 10,791 8,440,000 PRN   DFND 17 6,800,000 0 1,640,000
ADVANCED MICRO DEVICES INC COM 007903107 158 15,675 SH   DFND 17 15,675 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 62,013 42,255,000 PRN   DFND 17 41,135,000 0 1,120,000
ADVANCED ENERGY INDS COM 007973100 809 12,655 SH   DFND 17 12,655 0 0
ADVANCED ENERGY INDS COM 007973100 383 5,995 SH   DFND 20 5,995 0 0
ADVANCED ENERGY INDS COM 007973100 9,216 144,232 SH   DFND 21 133,194 0 11,038
AEROVIRONMENT INC COM 008073108 5,814 127,761 SH   DFND 17 57,300 0 70,461
AEROVIRONMENT INC COM 008073108 2,129 46,784 SH   DFND 21 46,784 0 0
AETNA INC NEW COM 00817Y108 18,506 109,500 SH   DFND 17 81,958 0 27,542
AETNA INC NEW COM 00817Y108 1,025 6,065 SH   DFND 20 6,065 0 0
AETNA INC NEW COM 00817Y108 71,628 423,837 SH   DFND 21 387,722 0 36,115
AETNA INC NEW CALL 00817Y908 456 2,700 SH Call DFND 4 2,700 0 0
AETNA INC NEW PUT 00817Y958 2,958 17,500 SH Put DFND 4 17,500 0 0
AFFILIATED MANAGERS GROUP COM 008252108 12,298 64,872 SH   DFND 17 64,872 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,763 26,356 SH   DFND 4 26,356 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 42,612 636,949 SH   DFND 17 526,939 0 110,010
AGILENT TECHNOLOGIES INC COM 00846U101 14,509 216,883 SH   DFND 20 56,847 0 160,036
AGILENT TECHNOLOGIES INC COM 00846U101 148,081 2,213,467 SH   DFND 21 1,869,543 0 343,924
AGILENT TECHNOLOGIES INC CALL 00846U901 1,800 26,900 SH Call DFND 4 26,900 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 13,119 196,100 SH Put DFND 4 196,100 0 0
AGNICO EAGLE MINES LTD COM 008474108 906 21,547 SH   DFND 17 21,547 0 0
AGENUS INC COM NEW 00847G705 1,158 245,965 SH   DFND 17 237,916 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 673 8,235 SH   DFND 17 8,235 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 319 3,900 SH   DFND 24 3,900 0 0
AIR LEASE CORP CL A 00912X302 14,890 349,378 SH   DFND 17 251,045 0 98,333
AIR LEASE CORP CL A 00912X302 341 7,998 SH   DFND 20 7,998 0 0
AIR LEASE CORP CL A 00912X302 15,958 374,416 SH   DFND 21 369,481 0 4,935
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 18,541 12,410,000 PRN   DFND 17 9,315,000 0 3,095,000
AIR PRODS & CHEMS INC COM 009158106 1,950 12,264 SH   DFND 4 12,264 0 0
AIR PRODS & CHEMS INC COM 009158106 13,399 84,252 SH   DFND 17 84,252 0 0
AIR PRODS & CHEMS INC COM 009158106 42,483 267,136 SH   DFND 21 201,802 0 65,334
AIR PRODS & CHEMS INC CALL 009158906 1,781 11,200 SH Call DFND 4 11,200 0 0
AIR PRODS & CHEMS INC PUT 009158956 16,476 103,600 SH Put DFND 4 103,600 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 16,472 706,366 SH   DFND 17 493,707 0 212,659
AIR TRANSPORT SERVICES GRP I COM 00922R105 358 15,340 SH   DFND 21 2,718 0 12,622
AKAMAI TECHNOLOGIES INC COM 00971T101 572 8,058 SH   DFND 17 4,928 0 3,130
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 50,417 48,800,000 PRN   DFND 17 48,800,000 0 0
AKORN INC COM 009728106 12,791 683,646 SH   DFND 4 683,646 0 0
AKORN INC COM 009728106 403 21,558 SH   DFND 21 20,170 0 1,388
AKEBIA THERAPEUTICS INC COM 00972D105 1,114 116,902 SH   DFND 17 112,686 0 4,216
AKEBIA THERAPEUTICS INC COM 00972D105 74 7,716 SH   DFND 21 7,716 0 0
ALASKA AIR GROUP INC COM 011659109 5,167 83,399 SH   DFND 4 83,399 0 0
ALASKA AIR GROUP INC COM 011659109 780 12,588 SH   DFND 17 12,588 0 0
ALASKA AIR GROUP INC COM 011659109 988 15,948 SH   DFND 21 12,291 0 3,657
ALBEMARLE CORP COM 012653101 18,676 201,379 SH   DFND 17 152,837 0 48,542
ALBEMARLE CORP COM 012653101 12,399 133,700 SH   DFND 20 133,700 0 0
ALBEMARLE CORP COM 012653101 47,979 517,354 SH   DFND 21 491,260 0 26,094
ALBEMARLE CORP COM 012653101 3,710 40,000 SH   DFND 24 40,000 0 0
ALCOA CORP COM 013872106 15,497 344,687 SH   DFND 17 264,150 0 80,537
ALCOA CORP COM 013872106 31,268 695,463 SH   DFND 21 681,878 0 13,585
ALDER BIOPHARMACEUTICALS INC COM 014339105 184 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 97 7,600 SH   DFND 24 7,600 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 9,827 10,640,000 PRN   DFND 17 10,640,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 39,139 313,391 SH   DFND 4 313,391 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 431 3,449 SH   DFND 17 3,449 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,683 24,071 SH   DFND 4 24,071 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,180 10,584 SH   DFND 17 10,584 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 211 1,897 SH   DFND 21 1,897 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 312 2,800 SH   DFND 24 2,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 847 7,600 SH Call DFND 4 7,600 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 14,434 129,500 SH Put DFND 4 129,500 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 173 17,458 SH   DFND 17 0 0 17,458
ALGONQUIN PWR UTILS CORP COM 015857105 2,510 253,365 SH   DFND 21 138,313 0 115,052
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 427,089 2,326,953 SH   DFND 17 2,131,106 0 195,847
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 245,421 1,337,153 SH   DFND 20 1,128,429 0 208,724
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 79,819 434,886 SH   DFND 21 380,223 0 54,663
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,948 54,200 SH   DFND 24 54,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,666 9,079 SH   DFND 25 9,079 0 0
ALIGN TECHNOLOGY INC COM 016255101 21,182 84,346 SH   DFND 17 41,617 0 42,729
ALIGN TECHNOLOGY INC COM 016255101 22,866 91,051 SH   DFND 21 79,906 0 11,145
ALLEGHENY TECHNOLOGIES INC COM 01741R102 783 33,064 SH   DFND 17 33,064 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 39,787 21,855,000 PRN   DFND 17 19,760,000 0 2,095,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 420 1,973 SH   DFND 17 1,973 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 853 4,006 SH   DFND 21 4,006 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 9,446 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 25,823 1,463,070 SH   DFND 17 1,463,070 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 14,413 536,812 SH   DFND 17 536,812 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,656 68,003 SH   DFND 17 68,003 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 500 12,805 SH   DFND 20 12,805 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 9,927 254,149 SH   DFND 21 239,601 0 14,548
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,064 86,191 SH   DFND 17 86,191 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 101 8,181 SH   DFND 20 8,181 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,427 358,475 SH   DFND 21 358,475 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 40,193 39,910,000 PRN   DFND 17 39,910,000 0 0
ALLSTATE CORP COM 020002101 1,385 14,614 SH   DFND 4 14,614 0 0
ALLSTATE CORP COM 020002101 145,820 1,538,189 SH   DFND 17 1,434,894 0 103,295
ALLSTATE CORP COM 020002101 1,340 14,140 SH   DFND 20 14,140 0 0
ALLSTATE CORP COM 020002101 47,644 502,570 SH   DFND 21 388,051 0 114,519
ALLSTATE CORP CALL 020002901 1,194 12,600 SH Call DFND 4 12,600 0 0
ALLSTATE CORP PUT 020002951 15,993 168,700 SH Put DFND 4 168,700 0 0
ALLY FINL INC COM 02005N100 147,267 5,424,188 SH   DFND 4 5,424,188 0 0
ALLY FINL INC COM 02005N100 14,862 547,389 SH   DFND 17 240,818 0 306,571
ALLY FINL INC COM 02005N100 655 24,125 SH   DFND 20 24,125 0 0
ALLY FINL INC COM 02005N100 36,709 1,352,098 SH   DFND 21 1,100,417 0 251,681
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,330 44,755 SH   DFND 17 44,755 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,216 27,000 SH   DFND 24 27,000 0 0
ALPHABET INC CAP STK CL C 02079K107 62,943 61,004 SH   DFND 4 61,004 0 0
ALPHABET INC CAP STK CL C 02079K107 119,504 115,822 SH   DFND 17 84,600 0 31,222
ALPHABET INC CAP STK CL C 02079K107 2,616 2,535 SH   DFND 20 2,535 0 0
ALPHABET INC CAP STK CL C 02079K107 197,893 191,796 SH   DFND 21 143,222 0 48,574
ALPHABET INC CAP STK CL A 02079K305 23,240 22,408 SH   DFND 4 22,408 0 0
ALPHABET INC CAP STK CL A 02079K305 631,420 608,809 SH   DFND 17 556,557 0 52,252
ALPHABET INC CAP STK CL A 02079K305 20,997 20,245 SH   DFND 20 2,479 0 17,766
ALPHABET INC CAP STK CL A 02079K305 235,880 227,433 SH   DFND 21 159,488 0 67,945
ALPHABET INC CALL 02079K905 24,580 23,700 SH Call DFND 4 23,700 0 0
ALPHABET INC CALL 02079K907 24,866 24,100 SH Call DFND 4 24,100 0 0
ALPHABET INC PUT 02079K955 180,670 174,200 SH Put DFND 4 174,200 0 0
ALPHABET INC PUT 02079K957 192,119 186,200 SH Put DFND 4 186,200 0 0
ALTRIA GROUP INC COM 02209S103 11,640 186,771 SH   DFND 4 186,771 0 0
ALTRIA GROUP INC COM 02209S103 19,945 320,049 SH   DFND 17 285,437 0 34,612
ALTRIA GROUP INC COM 02209S103 606 9,716 SH   DFND 20 9,716 0 0
ALTRIA GROUP INC COM 02209S103 133,819 2,147,292 SH   DFND 21 1,775,768 0 371,524
ALTRIA GROUP INC CALL 02209S903 7,061 113,300 SH Call DFND 4 113,300 0 0
ALTRIA GROUP INC PUT 02209S953 53,739 862,300 SH Put DFND 4 862,300 0 0
AMAZON COM INC COM 023135106 492 340 SH   DFND 4 340 0 0
AMAZON COM INC COM 023135106 1,042,429 720,238 SH   DFND 17 619,683 0 100,555
AMAZON COM INC COM 023135106 5,498 3,799 SH   DFND 20 3,799 0 0
AMAZON COM INC COM 023135106 484,449 334,717 SH   DFND 21 261,787 0 72,930
AMAZON COM INC COM 023135106 1,158 800 SH   DFND 24 800 0 0
AMAZON COM INC CALL 023135906 48,196 33,300 SH Call DFND 4 33,300 0 0
AMAZON COM INC PUT 023135956 366,322 253,100 SH Put DFND 4 253,100 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,081 68,915 SH   DFND 17 8,016 0 60,899
AMBER RD INC COM 02318Y108 3,380 379,808 SH   DFND 17 366,345 0 13,463
AMBEV SA SPONSORED ADR 02319V103 9,427 1,296,650 SH   DFND 17 1,137,150 0 159,500
AMBEV SA SPONSORED ADR 02319V103 1,914 263,310 SH   DFND 21 212,738 0 50,572
AMERCO COM 023586100 5,013 14,526 SH   DFND 21 0 0 14,526
AMEREN CORP COM 023608102 19,486 344,100 SH   DFND 17 203,769 0 140,331
AMEREN CORP COM 023608102 80 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 39,938 705,250 SH   DFND 21 394,961 0 310,289
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 102 16,495 SH   DFND 17 16,495 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,655 31,852 SH   DFND 4 31,852 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 429 8,253 SH   DFND 17 8,253 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,203 100,131 SH   DFND 21 62,433 0 37,698
AMERICAN AIRLS GROUP INC CALL 02376R902 1,185 22,800 SH Call DFND 4 22,800 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 13,364 257,200 SH Put DFND 4 257,200 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 6,596 170,789 SH   DFND 4 170,789 0 0
AMERICAN ELEC PWR INC COM 025537101 220 3,206 SH   DFND 4 3,206 0 0
AMERICAN ELEC PWR INC COM 025537101 27,633 402,873 SH   DFND 17 285,350 0 117,523
AMERICAN ELEC PWR INC COM 025537101 1,590 23,174 SH   DFND 20 23,174 0 0
AMERICAN ELEC PWR INC COM 025537101 64,521 940,670 SH   DFND 21 598,968 0 341,702
AMERICAN ELEC PWR INC CALL 025537901 1,728 25,200 SH Call DFND 4 25,200 0 0
AMERICAN ELEC PWR INC PUT 025537951 12,744 185,800 SH Put DFND 4 185,800 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,325 166,845 SH   DFND 17 123,400 0 43,445
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 206 10,319 SH   DFND 20 10,319 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,765 489,960 SH   DFND 21 327,900 0 162,060
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,226 109,870 SH   DFND 17 78,245 0 31,625
AMERICAN EQTY INVT LIFE HLD COM 025676206 373 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 10,298 350,764 SH   DFND 21 260,389 0 90,375
AMERICAN EXPRESS CO COM 025816109 3,891 41,717 SH   DFND 4 41,717 0 0
AMERICAN EXPRESS CO COM 025816109 130,223 1,396,047 SH   DFND 17 1,379,976 0 16,071
AMERICAN EXPRESS CO COM 025816109 17,645 189,165 SH   DFND 20 12,553 0 176,612
AMERICAN EXPRESS CO COM 025816109 222,726 2,387,717 SH   DFND 21 2,086,410 0 301,307
AMERICAN EXPRESS CO CALL 025816909 3,330 35,700 SH Call DFND 4 35,700 0 0
AMERICAN EXPRESS CO PUT 025816959 28,534 305,900 SH Put DFND 4 305,900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 48,978 436,444 SH   DFND 17 354,909 0 81,535
AMERICAN FINL GROUP INC OHIO COM 025932104 833 7,419 SH   DFND 20 7,419 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 52,563 468,395 SH   DFND 21 307,082 0 161,313
AMERICAN INTL GROUP INC COM NEW 026874784 4,390 80,667 SH   DFND 4 80,667 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 931 17,099 SH   DFND 17 17,099 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,530 120,000 SH   DFND 21 120,000 0 0
AMERICAN INTL GROUP INC CALL 026874904 3,706 68,100 SH Call DFND 4 68,100 0 0
AMERICAN INTL GROUP INC PUT 026874954 20,924 384,500 SH Put DFND 4 384,500 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 40 3,878 SH   DFND 17 3,878 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 309 29,969 SH   DFND 21 28,757 0 1,212
AMERICAN RAILCAR INDS INC COM 02916P103 1,364 36,457 SH   DFND 17 18,594 0 17,863
AMERICAN RAILCAR INDS INC COM 02916P103 1,922 51,374 SH   DFND 21 50,790 0 584
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,502 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 37,469 257,805 SH   DFND 4 257,805 0 0
AMERICAN TOWER CORP NEW COM 03027X100 40,061 275,635 SH   DFND 17 222,172 0 53,463
AMERICAN TOWER CORP NEW COM 03027X100 1,004 6,910 SH   DFND 21 6,910 0 0
AMERICAN TOWER CORP NEW CALL 03027X900 3,997 27,500 SH Call DFND 4 27,500 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 29,940 206,000 SH Put DFND 4 206,000 0 0
AMERICAN VANGUARD CORP COM 030371108 4,586 227,040 SH   DFND 17 220,477 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 65,882 802,166 SH   DFND 17 802,166 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 622 7,572 SH   DFND 21 1,226 0 6,346
AMERICAN WTR WKS CO INC NEW COM 030420103 2,792 34,000 SH   DFND 24 34,000 0 0
AMERISAFE INC COM 03071H100 221 4,005 SH   DFND 17 0 0 4,005
AMERISAFE INC COM 03071H100 574 10,391 SH   DFND 21 0 0 10,391
AMERISOURCEBERGEN CORP COM 03073E105 2,833 32,859 SH   DFND 17 32,859 0 0
AMERISOURCEBERGEN CORP COM 03073E105 143 1,655 SH   DFND 20 1,655 0 0
AMERISOURCEBERGEN CORP COM 03073E105 39,079 453,298 SH   DFND 21 422,482 0 30,816
AMERIPRISE FINL INC COM 03076C106 3,727 25,191 SH   DFND 4 25,191 0 0
AMERIPRISE FINL INC COM 03076C106 119,431 807,291 SH   DFND 17 770,093 0 37,198
AMERIPRISE FINL INC COM 03076C106 241 1,626 SH   DFND 20 1,626 0 0
AMERIPRISE FINL INC COM 03076C106 39,357 266,034 SH   DFND 21 189,884 0 76,150
AMERIPRISE FINL INC CALL 03076C906 1,583 10,700 SH Call DFND 4 10,700 0 0
AMERIPRISE FINL INC PUT 03076C956 11,155 75,400 SH Put DFND 4 75,400 0 0
AMERIS BANCORP COM 03076K108 14,846 280,634 SH   DFND 17 180,782 0 99,852
AMERIGAS PARTNERS L P UNIT L P INT 030975106 246 6,153 SH   DFND 4 6,153 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 22,032 551,221 SH   DFND 17 551,221 0 0
AMETEK INC NEW COM 031100100 22,377 294,552 SH   DFND 17 202,583 0 91,969
AMETEK INC NEW COM 031100100 15,102 198,785 SH   DFND 20 32,770 0 166,015
AMETEK INC NEW COM 031100100 183,727 2,418,419 SH   DFND 21 2,364,401 0 54,018
AMETEK INC NEW COM 031100100 8,134 107,072 SH   DFND 24 107,072 0 0
AMGEN INC COM 031162100 38,049 223,187 SH   DFND 4 223,187 0 0
AMGEN INC COM 031162100 90,307 529,723 SH   DFND 17 411,545 0 118,178
AMGEN INC COM 031162100 1,573 9,226 SH   DFND 20 9,226 0 0
AMGEN INC COM 031162100 146,048 856,688 SH   DFND 21 644,317 0 212,371
AMGEN INC COM 031162100 14,627 85,800 SH   DFND 24 85,800 0 0
AMGEN INC CALL 031162900 9,052 53,100 SH Call DFND 4 53,100 0 0
AMGEN INC PUT 031162950 55,645 326,400 SH Put DFND 4 326,400 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,842 587,898 SH   DFND 17 587,898 0 0
AMICUS THERAPEUTICS INC COM 03152W109 3,083 205,000 SH   DFND 24 205,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 385 38,033 SH   DFND 17 38,033 0 0
AMKOR TECHNOLOGY INC COM 031652100 925 91,351 SH   DFND 21 91,351 0 0
AMPHENOL CORP NEW CL A 032095101 2,336 27,123 SH   DFND 4 27,123 0 0
AMPHENOL CORP NEW CL A 032095101 86,673 1,006,302 SH   DFND 17 1,006,302 0 0
AMPHENOL CORP NEW CL A 032095101 1,430 16,600 SH   DFND 20 16,600 0 0
AMPHENOL CORP NEW CL A 032095101 80,944 939,789 SH   DFND 21 709,538 0 230,251
AMPHENOL CORP NEW CALL 032095901 1,662 19,300 SH Call DFND 4 19,300 0 0
AMPHENOL CORP NEW PUT 032095951 15,848 184,000 SH Put DFND 4 184,000 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,498 79,912 SH   DFND 17 79,912 0 0
AMTRUST FINL SVCS INC COM 032359309 694 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 2,151 174,715 SH   DFND 21 164,009 0 10,706
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 29,246 32,085,000 PRN   DFND 17 32,085,000 0 0
ANADARKO PETE CORP COM 032511107 37,720 624,405 SH   DFND 4 624,405 0 0
ANADARKO PETE CORP COM 032511107 5,324 88,128 SH   DFND 17 88,128 0 0
ANADARKO PETE CORP COM 032511107 54 898 SH   DFND 21 898 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 8,329 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 1,818 30,100 SH Call DFND 4 30,100 0 0
ANADARKO PETE CORP PUT 032511957 18,310 303,100 SH Put DFND 4 303,100 0 0
ANALOG DEVICES INC COM 032654105 1,601 17,565 SH   DFND 4 17,565 0 0
ANALOG DEVICES INC COM 032654105 655 7,188 SH   DFND 17 7,188 0 0
ANALOG DEVICES INC CALL 032654905 1,604 17,600 SH Call DFND 4 17,600 0 0
ANALOG DEVICES INC PUT 032654955 19,092 209,500 SH Put DFND 4 209,500 0 0
ANDEAVOR COM 03349M105 11,903 118,365 SH   DFND 17 95,060 0 23,305
ANDEAVOR COM 03349M105 45,378 451,250 SH   DFND 21 399,068 0 52,182
ANDEAVOR COM 03349M105 241 2,400 SH   DFND 24 2,400 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 507 11,319 SH   DFND 4 11,319 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 20,173 2,125,708 SH   DFND 21 2,125,708 0 0
ANNALY CAP MGMT INC COM 035710409 259 24,820 SH   DFND 4 24,820 0 0
ANNALY CAP MGMT INC COM 035710409 25,179 2,414,127 SH   DFND 17 1,633,708 0 780,419
ANNALY CAP MGMT INC COM 035710409 451 43,284 SH   DFND 20 43,284 0 0
ANNALY CAP MGMT INC COM 035710409 71,843 6,888,084 SH   DFND 21 5,277,357 0 1,610,727
ANSYS INC COM 03662Q105 251 1,600 SH   DFND 17 1,600 0 0
ANSYS INC COM 03662Q105 2,297 14,657 SH   DFND 21 10,315 0 4,342
ANTARES PHARMA INC COM 036642106 1,679 763,011 SH   DFND 17 737,738 0 25,273
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 738 28,497 SH   DFND 4 28,497 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 37 1,415 SH   DFND 17 1,415 0 0
ANTHEM INC COM 036752103 10,787 49,099 SH   DFND 4 49,099 0 0
ANTHEM INC COM 036752103 305,122 1,388,810 SH   DFND 17 1,283,068 0 105,742
ANTHEM INC COM 036752103 1,419 6,461 SH   DFND 20 6,461 0 0
ANTHEM INC COM 036752103 141,243 642,889 SH   DFND 21 474,450 0 168,439
ANTHEM INC UNIT 05/01/20188 036752202 72,701 1,353,835 SH   DFND 17 1,353,835 0 0
ANTHEM INC CALL 036752903 3,164 14,400 SH Call DFND 4 14,400 0 0
ANTHEM INC PUT 036752953 29,418 133,900 SH Put DFND 4 133,900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 353 73,638 SH   DFND 17 73,638 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,475 307,223 SH   DFND 21 148,920 0 158,303
APACHE CORP COM 037411105 33 870 SH   DFND 4 870 0 0
APACHE CORP COM 037411105 476 12,376 SH   DFND 17 12,376 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 24,541 602,237 SH   DFND 4 602,237 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 124 3,054 SH   DFND 17 3,054 0 0
APOLLO INVT CORP COM 03761U106 2,300 440,666 SH   DFND 17 150,479 0 290,187
APOLLO INVT CORP COM 03761U106 3,299 632,023 SH   DFND 21 632,023 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 5,844 325,001 SH   DFND 17 76,679 0 248,322
APOLLO COML REAL EST FIN INC COM 03762U105 877 48,769 SH   DFND 21 0 0 48,769
APPLE INC COM 037833100 42,665 254,294 SH   DFND 4 254,294 0 0
APPLE INC COM 037833100 932,195 5,556,056 SH   DFND 17 4,760,587 0 795,469
APPLE INC COM 037833100 20,362 121,363 SH   DFND 20 46,492 0 74,871
APPLE INC COM 037833100 849,323 5,062,124 SH   DFND 21 3,782,062 0 1,280,062
APPLE INC COM 037833100 108 642 SH   DFND 24 642 0 0
APPLE INC CALL 037833900 72,129 429,900 SH Call DFND 4 429,900 0 0
APPLE INC CALL 037833900 50,334 300,000 SH Call DFND 17 300,000 0 0
APPLE INC PUT 037833950 419,131 2,498,100 SH Put DFND 4 2,498,100 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,461 140,059 SH   DFND 17 24,605 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 235 13,387 SH   DFND 20 13,387 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 977 55,617 SH   DFND 21 55,617 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,576 21,619 SH   DFND 21 0 0 21,619
APPLIED MATLS INC COM 038222105 7,712 138,677 SH   DFND 4 138,677 0 0
APPLIED MATLS INC COM 038222105 286,634 5,154,365 SH   DFND 17 4,431,855 0 722,510
APPLIED MATLS INC COM 038222105 2,317 41,669 SH   DFND 20 41,669 0 0
APPLIED MATLS INC COM 038222105 126,889 2,281,773 SH   DFND 21 1,857,738 0 424,035
APPLIED MATLS INC CALL 038222905 6,623 119,100 SH Call DFND 4 119,100 0 0
APPLIED MATLS INC PUT 038222955 35,051 630,300 SH Put DFND 4 630,300 0 0
AQUA AMERICA INC COM 03836W103 27,924 819,855 SH   DFND 17 819,855 0 0
ARAMARK COM 03852U106 171 4,334 SH   DFND 17 4,334 0 0
ARAMARK COM 03852U106 684 17,290 SH   DFND 20 17,290 0 0
ARAMARK COM 03852U106 2,519 63,666 SH   DFND 21 63,666 0 0
ARCBEST CORP COM 03937C105 22 690 SH   DFND 17 690 0 0
ARCBEST CORP COM 03937C105 105 3,268 SH   DFND 20 3,268 0 0
ARCBEST CORP COM 03937C105 410 12,803 SH   DFND 21 12,803 0 0
ARCH COAL INC CL A 039380407 743 8,091 SH   DFND 17 8,091 0 0
ARCH COAL INC CL A 039380407 9,070 98,718 SH   DFND 21 0 0 98,718
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 30,355 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 233 5,376 SH   DFND 4 5,376 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 46,820 1,079,548 SH   DFND 17 1,079,548 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9,519 219,480 SH   DFND 21 28,207 0 191,273
ARCHER DANIELS MIDLAND CO CALL 039483902 1,366 31,500 SH Call DFND 4 31,500 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 10,743 247,700 SH Put DFND 4 247,700 0 0
ARCONIC INC COM 03965L100 42,241 1,833,388 SH   DFND 17 1,833,388 0 0
ARCONIC INC COM 03965L100 13,437 583,182 SH   DFND 21 583,182 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 4,129 104,538 SH   DFND 17 101,384 0 3,154
ARGAN INC COM 04010E109 18,131 422,148 SH   DFND 17 404,392 0 17,756
ARES COML REAL ESTATE CORP COM 04013V108 270 21,866 SH   DFND 17 21,866 0 0
ARES COML REAL ESTATE CORP COM 04013V108 185 14,997 SH   DFND 21 14,997 0 0
ARISTA NETWORKS INC COM 040413106 151,989 595,336 SH   DFND 17 504,051 0 91,285
ARISTA NETWORKS INC COM 040413106 34,743 136,086 SH   DFND 21 97,840 0 38,246
ARLINGTON ASSET INVT CORP CL A NEW 041356205 182 16,472 SH   DFND 17 0 0 16,472
ARLINGTON ASSET INVT CORP CL A NEW 041356205 25 2,255 SH   DFND 21 0 0 2,255
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,769 75,973 SH   DFND 17 61,176 0 14,797
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,507 236,576 SH   DFND 21 236,576 0 0
ARMSTRONG FLOORING INC COM 04238R106 149 10,945 SH   DFND 17 10,945 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,631 28,968 SH   DFND 21 888 0 28,080
ARRAY BIOPHARMA INC COM 04269X105 4,304 263,715 SH   DFND 17 263,715 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,572 96,300 SH   DFND 24 96,300 0 0
ARRAY BIOPHARMA INC NOTE 2.625%12/0 04269XAB1 8,887 6,550,000 PRN   DFND 17 4,995,000 0 1,555,000
ARROW ELECTRS INC COM 042735100 16,145 209,627 SH   DFND 17 129,384 0 80,243
ARROW ELECTRS INC COM 042735100 108 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 47,094 611,454 SH   DFND 21 427,468 0 183,986
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 101 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 10,533 316,306 SH   DFND 21 59,572 0 256,734
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 8,255 126,220 SH   DFND 17 126,220 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 3,434 52,500 SH   DFND 24 52,500 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 18,160 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,974 28,284 SH   DFND 17 28,284 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 3,389 48,558 SH   DFND 21 48,558 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,770 22,440 SH   DFND 17 11,470 0 10,970
ASSEMBLY BIOSCIENCES INC COM 045396108 2,130 43,338 SH   DFND 17 41,932 0 1,406
ASSOCIATED BANC CORP COM 045487105 27,089 1,090,100 SH   DFND 17 1,090,100 0 0
ASSOCIATED BANC CORP COM 045487105 200 8,066 SH   DFND 21 8,066 0 0
ASSURANT INC COM 04621X108 92 1,005 SH   DFND 17 1,005 0 0
ASSURANT INC COM 04621X108 189 2,065 SH   DFND 21 2,065 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 64,286 617,245 SH   DFND 17 617,245 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,211 91,815 SH   DFND 17 91,815 0 0
ASURE SOFTWARE INC COM 04649U102 3,146 256,997 SH   DFND 17 247,933 0 9,064
AT HOME GROUP INC COM 04650Y100 293 9,222 SH   DFND 21 9,222 0 0
ATHENAHEALTH INC COM 04685W103 49,884 348,765 SH   DFND 17 348,765 0 0
ATHENAHEALTH INC COM 04685W103 7,116 49,750 SH   DFND 21 49,750 0 0
ATKORE INTL GROUP INC COM 047649108 1,569 79,055 SH   DFND 17 79,055 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 998 55,160 SH   DFND 17 49,112 0 6,048
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 182 3,013 SH   DFND 20 3,013 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,531 41,877 SH   DFND 21 15,960 0 25,917
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 48,378 42,050,000 PRN   DFND 17 42,050,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 24,826 20,675,000 PRN   DFND 17 15,910,000 0 4,765,000
ATMOS ENERGY CORP COM 049560105 7,439 88,312 SH   DFND 17 30,212 0 58,100
ATMOS ENERGY CORP COM 049560105 16,659 197,758 SH   DFND 21 132,646 0 65,112
AUDENTES THERAPEUTICS INC COM 05070R104 1,678 55,824 SH   DFND 17 53,949 0 1,875
AUTODESK INC COM 052769106 21,936 174,678 SH   DFND 17 174,678 0 0
AUTODESK INC CALL 052769906 1,846 14,700 SH Call DFND 4 14,700 0 0
AUTODESK INC PUT 052769956 13,726 109,300 SH Put DFND 4 109,300 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,539 41,180 SH   DFND 17 35,980 0 5,200
AUTOMATIC DATA PROCESSING IN COM 053015103 7,829 68,987 SH   DFND 4 68,987 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,653 58,624 SH   DFND 17 58,624 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 21,647 190,759 SH   DFND 21 159,017 0 31,742
AUTOMATIC DATA PROCESSING IN CALL 053015903 2,349 20,700 SH Call DFND 4 20,700 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 21,425 188,800 SH Put DFND 4 188,800 0 0
AUTOZONE INC COM 053332102 5,838 9,000 SH   DFND 4 9,000 0 0
AUTOZONE INC COM 053332102 1,352 2,084 SH   DFND 17 2,084 0 0
AUTOZONE INC COM 053332102 477 736 SH   DFND 21 736 0 0
AVALONBAY CMNTYS INC COM 053484101 46,014 279,791 SH   DFND 4 279,791 0 0
AVALONBAY CMNTYS INC COM 053484101 1,201 7,305 SH   DFND 17 7,305 0 0
AVALONBAY CMNTYS INC COM 053484101 311 1,892 SH   DFND 21 0 0 1,892
AVALONBAY CMNTYS INC CALL 053484901 3,289 20,000 SH Call DFND 4 20,000 0 0
AVALONBAY CMNTYS INC PUT 053484951 12,104 73,600 SH Put DFND 4 73,600 0 0
AVANGRID INC COM 05351W103 3,781 73,961 SH   DFND 17 66,434 0 7,527
AVANGRID INC COM 05351W103 106 2,074 SH   DFND 20 2,074 0 0
AVANGRID INC COM 05351W103 29,989 586,640 SH   DFND 21 409,336 0 177,304
AVERY DENNISON CORP COM 053611109 17,154 161,449 SH   DFND 17 86,147 0 75,302
AVERY DENNISON CORP COM 053611109 958 9,020 SH   DFND 20 9,020 0 0
AVERY DENNISON CORP COM 053611109 64,539 607,429 SH   DFND 21 508,428 0 99,001
AVEXIS INC COM 05366U100 1,338 10,829 SH   DFND 17 10,829 0 0
AVEXIS INC COM 05366U100 482 3,900 SH   DFND 24 3,900 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 252 29,800 SH   DFND 17 18,600 0 11,200
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 23,329 27,700,000 PRN   DFND 17 27,700,000 0 0
AVISTA CORP COM 05379B107 27,381 534,267 SH   DFND 21 516,204 0 18,063
AVNET INC COM 053807103 999 23,920 SH   DFND 17 23,920 0 0
AVNET INC COM 053807103 9,316 223,091 SH   DFND 21 223,091 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,196 89,250 SH   DFND 17 89,250 0 0
AXOGEN INC COM 05463X106 8,476 232,228 SH   DFND 17 224,665 0 7,563
AXON ENTERPRISE INC COM 05464C101 6,318 160,730 SH   DFND 17 59,825 0 100,905
BBX CAP CORP NEW CL A 05491N104 1,024 111,145 SH   DFND 17 111,145 0 0
BB&T CORP COM 054937107 4,746 91,192 SH   DFND 4 91,192 0 0
BB&T CORP COM 054937107 133,765 2,570,432 SH   DFND 17 2,552,905 0 17,527
BB&T CORP CALL 054937907 2,295 44,100 SH Call DFND 4 44,100 0 0
BB&T CORP PUT 054937957 18,386 353,300 SH Put DFND 4 353,300 0 0
BCE INC COM NEW 05534B760 4,409 102,523 SH   DFND 17 97,150 0 5,373
BCE INC COM NEW 05534B760 579 13,470 SH   DFND 20 13,470 0 0
BCE INC COM NEW 05534B760 29,461 685,115 SH   DFND 21 430,092 0 255,023
BGC PARTNERS INC CL A 05541T101 4,401 327,183 SH   DFND 17 302,091 0 25,092
BGC PARTNERS INC CL A 05541T101 96 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 19,688 1,463,799 SH   DFND 21 1,219,867 0 243,932
BOK FINL CORP COM NEW 05561Q201 12,292 124,175 SH   DFND 17 124,175 0 0
BOFI HLDG INC COM 05566U108 3,063 75,567 SH   DFND 21 75,567 0 0
BT GROUP PLC ADR 05577E101 6,932 428,974 SH   DFND 17 428,974 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,047 16,480 SH   DFND 17 4,100 0 12,380
BWX TECHNOLOGIES INC COM 05605H100 235 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 681 10,723 SH   DFND 21 10,723 0 0
BADGER METER INC COM 056525108 3,936 83,487 SH   DFND 17 83,487 0 0
BADGER METER INC COM 056525108 89 1,877 SH   DFND 21 1,877 0 0
BAIDU INC SPON ADR REP A 056752108 142,184 637,055 SH   DFND 17 623,805 0 13,250
BAIDU INC SPON ADR REP A 056752108 38,723 173,500 SH   DFND 20 145,072 0 28,428
BAIDU INC SPON ADR REP A 056752108 548 2,456 SH   DFND 21 2,456 0 0
BAIDU INC SPON ADR REP A 056752108 7,365 33,000 SH   DFND 24 33,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 8 287 SH   DFND 4 287 0 0
BAKER HUGHES A GE CO CL A 05722G100 13,915 501,087 SH   DFND 17 501,087 0 0
BALL CORP COM 058498106 267 6,725 SH   DFND 17 6,725 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 373 34,562 SH   DFND 17 34,562 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,168 200,709 SH   DFND 21 168,325 0 32,384
BANCO MACRO SA SPON ADR B 05961W105 1,113 10,310 SH   DFND 17 10,310 0 0
BANCO MACRO SA SPON ADR B 05961W105 113 1,046 SH   DFND 20 1,046 0 0
BANCO MACRO SA SPON ADR B 05961W105 338 3,132 SH   DFND 21 3,132 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,604 216,662 SH   DFND 17 204,162 0 12,500
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 123 10,221 SH   DFND 20 10,221 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,526 210,146 SH   DFND 21 184,791 0 25,355
BANCORP INC DEL COM 05969A105 2,326 215,410 SH   DFND 17 215,410 0 0
BANC OF CALIFORNIA INC COM 05990K106 205 10,632 SH   DFND 21 0 0 10,632
BANK AMER CORP COM 060505104 107,595 3,587,682 SH   DFND 4 3,587,682 0 0
BANK AMER CORP COM 060505104 529,497 17,655,776 SH   DFND 17 16,534,096 0 1,121,680
BANK AMER CORP COM 060505104 3,494 116,519 SH   DFND 20 116,519 0 0
BANK AMER CORP COM 060505104 303,104 10,106,839 SH   DFND 21 7,998,034 0 2,108,805
BANK AMER CORP 7.25%CNV PFD L 060505682 116,070 90,015 SH   DFND 17 83,000 0 7,015
BANK AMER CORP CALL 060505904 19,278 642,800 SH Call DFND 4 642,800 0 0
BANK AMER CORP PUT 060505954 149,617 4,988,900 SH Put DFND 4 4,988,900 0 0
BANK MONTREAL QUE COM 063671101 749 9,927 SH   DFND 17 0 0 9,927
BANK MONTREAL QUE COM 063671101 199 2,633 SH   DFND 20 2,633 0 0
BANK MONTREAL QUE COM 063671101 44,589 590,701 SH   DFND 21 499,423 0 91,278
BANK OF THE OZARKS COM 063904106 11,989 248,377 SH   DFND 17 248,377 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,240 82,276 SH   DFND 4 82,276 0 0
BANK NEW YORK MELLON CORP COM 064058100 41,298 801,430 SH   DFND 17 790,665 0 10,765
BANK NEW YORK MELLON CORP COM 064058100 211 4,088 SH   DFND 20 4,088 0 0
BANK NEW YORK MELLON CORP COM 064058100 58,119 1,127,861 SH   DFND 21 895,567 0 232,294
BANK NEW YORK MELLON CORP CALL 064058900 10,832 210,200 SH Call DFND 4 210,200 0 0
BANK NEW YORK MELLON CORP PUT 064058950 23,111 448,500 SH Put DFND 4 448,500 0 0
BANK N S HALIFAX COM 064149107 11,620 188,781 SH   DFND 17 188,781 0 0
BANK N S HALIFAX COM 064149107 1,270 20,631 SH   DFND 20 20,631 0 0
BANK N S HALIFAX COM 064149107 5,481 89,047 SH   DFND 21 88,283 0 764
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 4,286 176,017 SH   DFND 17 176,017 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 28,320 1,163,029 SH   DFND 20 1,163,029 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 85,225 3,500,000 SH   DFND 25 0 0 3,500,000
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 66,759 1,411,100 SH Put DFND 17 1,411,100 0 0
BARNES GROUP INC COM 067806109 24,450 408,250 SH   DFND 17 408,250 0 0
BARRICK GOLD CORP COM 067901108 27,180 2,183,345 SH   DFND 21 2,183,345 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 1,996 24,083 SH   DFND 17 24,083 0 0
BASSETT FURNITURE INDS INC COM 070203104 430 14,154 SH   DFND 17 2,458 0 11,696
BAXTER INTL INC COM 071813109 945 14,533 SH   DFND 4 14,533 0 0
BAXTER INTL INC COM 071813109 193,090 2,968,783 SH   DFND 17 2,775,369 0 193,414
BAXTER INTL INC COM 071813109 2,036 31,304 SH   DFND 20 31,304 0 0
BAXTER INTL INC COM 071813109 111,382 1,712,512 SH   DFND 21 1,173,933 0 538,579
BAXTER INTL INC CALL 071813909 1,522 23,400 SH Call DFND 4 23,400 0 0
BAXTER INTL INC PUT 071813959 10,576 162,600 SH Put DFND 4 162,600 0 0
BEACON ROOFING SUPPLY INC COM 073685109 170 3,200 SH   DFND 17 3,200 0 0
BEACON ROOFING SUPPLY INC COM 073685109 285 5,365 SH   DFND 21 5,365 0 0
BECTON DICKINSON & CO COM 075887109 5,373 24,796 SH   DFND 4 24,796 0 0
BECTON DICKINSON & CO COM 075887109 13,382 61,754 SH   DFND 17 58,019 0 3,735
BECTON DICKINSON & CO COM 075887109 1,611 7,433 SH   DFND 20 7,433 0 0
BECTON DICKINSON & CO COM 075887109 62,729 289,475 SH   DFND 21 189,536 0 99,939
BECTON DICKINSON & CO PFD SHS CONV A 075887208 201,327 3,445,610 SH   DFND 17 3,256,445 0 189,165
BECTON DICKINSON & CO CALL 075887909 3,164 14,600 SH Call DFND 4 14,600 0 0
BECTON DICKINSON & CO PUT 075887959 35,821 165,300 SH Put DFND 4 165,300 0 0
BED BATH & BEYOND INC COM 075896100 5,184 246,967 SH   DFND 21 246,967 0 0
BEIGENE LTD SPONSORED ADR 07725L102 3,705 22,055 SH   DFND 17 22,055 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,260 7,500 SH   DFND 24 7,500 0 0
BELDEN INC COM 077454106 24,597 356,790 SH   DFND 17 356,790 0 0
BENCHMARK ELECTRS INC COM 08160H101 269 8,996 SH   DFND 17 8,996 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 31,050 155,657 SH   DFND 4 155,657 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 24,370 122,170 SH   DFND 17 114,293 0 7,877
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 98,738 494,979 SH   DFND 21 494,479 0 500
BERKSHIRE HATHAWAY INC DEL CALL 084670902 24,337 122,000 SH Call DFND 4 122,000 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 188,748 946,200 SH Put DFND 4 946,200 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 27,620 727,802 SH   DFND 17 727,802 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 34 906 SH   DFND 20 906 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 4,394 115,789 SH   DFND 21 102,176 0 13,613
BERRY GLOBAL GROUP INC COM 08579W103 19,053 347,610 SH   DFND 17 256,706 0 90,904
BERRY GLOBAL GROUP INC COM 08579W103 4,830 88,126 SH   DFND 21 85,953 0 2,173
BERRY GLOBAL GROUP INC COM 08579W103 493 9,000 SH   DFND 24 9,000 0 0
BEST BUY INC COM 086516101 75 1,076 SH   DFND 4 1,076 0 0
BEST BUY INC COM 086516101 23,486 335,563 SH   DFND 17 326,196 0 9,367
BEST BUY INC COM 086516101 1,697 24,252 SH   DFND 20 24,252 0 0
BEST BUY INC COM 086516101 91,208 1,303,162 SH   DFND 21 1,152,409 0 150,753
BIG 5 SPORTING GOODS CORP COM 08915P101 1,260 173,862 SH   DFND 17 55,993 0 117,869
BIG LOTS INC COM 089302103 177 4,069 SH   DFND 17 0 0 4,069
BIG LOTS INC COM 089302103 323 7,415 SH   DFND 20 7,415 0 0
BIG LOTS INC COM 089302103 16,273 373,840 SH   DFND 21 302,677 0 71,163
BIO RAD LABS INC CL A 090572207 16,055 64,198 SH   DFND 17 37,788 0 26,410
BIOCRYST PHARMACEUTICALS COM 09058V103 1,105 231,761 SH   DFND 17 223,674 0 8,087
BIOMARIN PHARMACEUTICAL INC COM 09061G101 31,273 385,754 SH   DFND 17 332,384 0 53,370
BIOMARIN PHARMACEUTICAL INC COM 09061G101 288 3,555 SH   DFND 21 0 0 3,555
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,499 55,500 SH   DFND 24 55,500 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 40,671 39,535,000 PRN   DFND 17 39,535,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 28,185 25,455,000 PRN   DFND 17 24,630,000 0 825,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 36,908 39,180,000 PRN   DFND 17 35,870,000 0 3,310,000
BIOGEN INC COM 09062X103 15,268 55,761 SH   DFND 4 55,761 0 0
BIOGEN INC COM 09062X103 122,589 447,698 SH   DFND 17 446,399 0 1,299
BIOGEN INC COM 09062X103 1,253 4,576 SH   DFND 20 4,576 0 0
BIOGEN INC COM 09062X103 65,241 238,263 SH   DFND 21 195,384 0 42,879
BIOGEN INC COM 09062X103 9,830 35,900 SH   DFND 24 35,900 0 0
BIOGEN INC CALL 09062X903 5,723 20,900 SH Call DFND 4 20,900 0 0
BIOGEN INC PUT 09062X953 42,004 153,400 SH Put DFND 4 153,400 0 0
BIOTELEMETRY INC COM 090672106 8,374 269,702 SH   DFND 17 262,936 0 6,766
BIOTELEMETRY INC COM 090672106 6,360 204,825 SH   DFND 21 204,825 0 0
BIO TECHNE CORP COM 09073M104 4,980 32,970 SH   DFND 17 32,970 0 0
BIO TECHNE CORP COM 09073M104 3,126 20,695 SH   DFND 21 19,043 0 1,652
BIO TECHNE CORP COM 09073M104 2,099 13,900 SH   DFND 24 13,900 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,918 65,819 SH   DFND 17 63,952 0 1,867
BLACK HILLS CORP COM 092113109 23,819 438,660 SH   DFND 17 438,660 0 0
BLACKROCK INC COM 09247X101 7,644 14,111 SH   DFND 4 14,111 0 0
BLACKROCK INC COM 09247X101 47,800 88,238 SH   DFND 17 61,262 0 26,976
BLACKROCK INC COM 09247X101 682 1,259 SH   DFND 20 1,259 0 0
BLACKROCK INC COM 09247X101 26,435 48,798 SH   DFND 21 42,436 0 6,362
BLACKROCK INC CALL 09247X901 3,521 6,500 SH Call DFND 4 6,500 0 0
BLACKROCK INC PUT 09247X951 61,269 113,100 SH Put DFND 4 113,100 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,716 85,000 SH   DFND 17 85,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,182 37,621 SH   DFND 17 37,621 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 2,052 65,307 SH   DFND 21 65,307 0 0
BLOCK H & R INC COM 093671105 3,908 153,787 SH   DFND 17 153,787 0 0
BLOCK H & R INC COM 093671105 204 8,045 SH   DFND 20 8,045 0 0
BLOCK H & R INC COM 093671105 24,497 964,066 SH   DFND 21 851,255 0 112,811
BLUCORA INC COM 095229100 1,561 63,437 SH   DFND 17 57,964 0 5,473
BLUCORA INC COM 095229100 46 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 17,991 731,352 SH   DFND 21 628,166 0 103,186
BLUE BUFFALO PET PRODS INC COM 09531U102 7,922 198,995 SH   DFND 17 191,780 0 7,215
BLUE BUFFALO PET PRODS INC COM 09531U102 4,737 118,987 SH   DFND 21 118,987 0 0
BLUEBIRD BIO INC COM 09609G100 8,792 51,489 SH   DFND 17 46,974 0 4,515
BLUEBIRD BIO INC COM 09609G100 1,947 11,400 SH   DFND 24 11,400 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,620 28,568 SH   DFND 17 28,568 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 926 10,100 SH   DFND 24 10,100 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 21,650 2,132,984 SH   DFND 17 2,132,984 0 0
BOEING CO COM 097023105 9,056 27,620 SH   DFND 4 27,620 0 0
BOEING CO COM 097023105 232,064 707,770 SH   DFND 17 629,972 0 77,798
BOEING CO COM 097023105 273 832 SH   DFND 20 832 0 0
BOEING CO COM 097023105 128,539 392,031 SH   DFND 21 291,053 0 100,978
BOEING CO COM 097023105 181 553 SH   DFND 24 553 0 0
BOEING CO CALL 097023905 13,115 40,000 SH Call DFND 4 40,000 0 0
BOEING CO PUT 097023955 110,463 336,900 SH Put DFND 4 336,900 0 0
BOINGO WIRELESS INC COM 09739C102 19,680 794,525 SH   DFND 17 648,831 0 145,694
BOOKING HLDGS INC COM 09857L108 28,372 13,638 SH   DFND 17 12,566 0 1,072
BOOKING HLDGS INC COM 09857L108 16,720 8,037 SH   DFND 20 0 0 8,037
BOOKING HLDGS INC COM 09857L108 125,479 60,315 SH   DFND 21 53,258 0 7,057
BOOKING HLDGS INC COM 09857L108 1,207 580 SH   DFND 24 580 0 0
BOOKING HLDGS INC CALL 09857L908 4,993 2,400 SH Call DFND 4 2,400 0 0
BOOKING HLDGS INC PUT 09857L958 28,501 13,700 SH Put DFND 4 13,700 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 44,571 1,151,107 SH   DFND 17 1,151,107 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,918 49,526 SH   DFND 21 27,668 0 21,858
BORGWARNER INC COM 099724106 5,221 103,939 SH   DFND 17 103,939 0 0
BORGWARNER INC COM 099724106 203 4,041 SH   DFND 20 4,041 0 0
BORGWARNER INC COM 099724106 2,888 57,491 SH   DFND 21 53,965 0 3,526
BOSTON PROPERTIES INC COM 101121101 22,988 186,559 SH   DFND 4 186,559 0 0
BOSTON PROPERTIES INC COM 101121101 369 2,998 SH   DFND 17 2,998 0 0
BOSTON SCIENTIFIC CORP COM 101137107 950 34,755 SH   DFND 4 34,755 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,906 142,987 SH   DFND 17 135,535 0 7,452
BOSTON SCIENTIFIC CORP COM 101137107 57 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10,100 369,700 SH   DFND 21 294,436 0 75,264
BOSTON SCIENTIFIC CORP CALL 101137907 380 13,900 SH Call DFND 4 13,900 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 12,242 448,100 SH Put DFND 4 448,100 0 0
BOTTOMLINE TECH DEL INC COM 101388106 37 945 SH   DFND 17 945 0 0
BOTTOMLINE TECH DEL INC COM 101388106 320 8,257 SH   DFND 21 8,257 0 0
BOX INC CL A 10316T104 896 43,623 SH   DFND 17 43,623 0 0
BRADY CORP CL A 104674106 549 14,787 SH   DFND 17 14,787 0 0
BRADY CORP CL A 104674106 1,655 44,539 SH   DFND 21 44,539 0 0
BRASKEM S A SP ADR PFD A 105532105 1,021 35,217 SH   DFND 17 35,217 0 0
BRIGGS & STRATTON CORP COM 109043109 184 8,598 SH   DFND 17 8,598 0 0
BRIGGS & STRATTON CORP COM 109043109 1,296 60,540 SH   DFND 21 43,785 0 16,755
BRIGHT HORIZONS FAM SOL IN D COM 109194100 15,795 158,390 SH   DFND 17 115,985 0 42,405
BRIGHTHOUSE FINL INC COM 10922N103 302 5,876 SH   DFND 17 5,875 0 1
BRIGHTHOUSE FINL INC COM 10922N103 545 10,600 SH   DFND 21 5,392 0 5,208
BRINKS CO COM 109696104 838 11,745 SH   DFND 17 11,745 0 0
BRINKS CO COM 109696104 3,744 52,475 SH   DFND 21 31,679 0 20,796
BRISTOL MYERS SQUIBB CO COM 110122108 3,190 50,440 SH   DFND 4 50,440 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 152,503 2,411,109 SH   DFND 17 2,236,043 0 175,066
BRISTOL MYERS SQUIBB CO COM 110122108 155 2,454 SH   DFND 20 2,454 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 32,369 511,765 SH   DFND 21 374,381 0 137,384
BRISTOL MYERS SQUIBB CO COM 110122108 1,309 20,700 SH   DFND 24 20,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 8,166 129,100 SH Call DFND 4 129,100 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 58,494 924,800 SH Put DFND 4 924,800 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 14,752 13,295,000 PRN   DFND 17 13,295,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 10,546 182,812 SH   DFND 17 174,555 0 8,257
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 16,051 278,237 SH   DFND 21 249,244 0 28,993
BRIXMOR PPTY GROUP INC COM 11120U105 8,510 558,049 SH   DFND 4 558,049 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,260 82,634 SH   DFND 17 82,634 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,948 390,022 SH   DFND 21 390,022 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 14,799 134,914 SH   DFND 17 134,914 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 161 1,467 SH   DFND 20 1,467 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 42,417 386,702 SH   DFND 21 350,095 0 36,607
BROOKDALE SR LIVING INC COM 112463104 53,364 7,952,963 SH   DFND 4 7,952,963 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,431 3,435,000 PRN   DFND 17 3,435,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 134 8,265 SH   DFND 17 8,265 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 52 3,219 SH   DFND 21 0 0 3,219
BROOKS AUTOMATION INC COM 114340102 931 34,397 SH   DFND 17 34,397 0 0
BROOKS AUTOMATION INC COM 114340102 9,550 352,649 SH   DFND 21 352,649 0 0
BROWN & BROWN INC COM 115236101 14,266 560,780 SH   DFND 17 366,424 0 194,356
BROWN FORMAN CORP CL B 115637209 524 9,634 SH   DFND 17 9,634 0 0
BROWN FORMAN CORP CL B 115637209 805 14,798 SH   DFND 21 14,798 0 0
BRUKER CORP COM 116794108 26,582 888,440 SH   DFND 17 754,355 0 134,085
BRUKER CORP COM 116794108 309 10,339 SH   DFND 20 10,339 0 0
BRUKER CORP COM 116794108 1,687 56,398 SH   DFND 21 47,352 0 9,046
BRUNSWICK CORP COM 117043109 37,425 630,153 SH   DFND 17 630,153 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 363 9,696 SH   DFND 4 9,696 0 0
BURLINGTON STORES INC COM 122017106 38,677 290,475 SH   DFND 17 290,475 0 0
CAE INC COM 124765108 26,152 1,406,019 SH   DFND 17 1,406,019 0 0
CAE INC COM 124765108 61 3,305 SH   DFND 21 0 0 3,305
CAI INTERNATIONAL INC COM 12477X106 1,354 63,691 SH   DFND 17 58,422 0 5,269
CAI INTERNATIONAL INC COM 12477X106 31 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 5,667 266,534 SH   DFND 21 238,575 0 27,959
CBIZ INC COM 124805102 93 5,107 SH   DFND 17 785 0 4,322
CBIZ INC COM 124805102 22 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 3,594 196,945 SH   DFND 21 164,845 0 32,100
CBS CORP NEW CL B 124857202 22,010 428,292 SH   DFND 17 324,408 0 103,884
CBS CORP NEW PUT 124857952 2,600 50,600 SH Put DFND 4 50,600 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 253 2,218 SH   DFND 17 2,218 0 0
CBRE GROUP INC CL A 12504L109 16 334 SH   DFND 4 334 0 0
CBRE GROUP INC CL A 12504L109 9,451 200,141 SH   DFND 17 166,396 0 33,745
CBRE GROUP INC CL A 12504L109 763 16,167 SH   DFND 21 0 0 16,167
CDW CORP COM 12514G108 13,220 188,024 SH   DFND 17 179,256 0 8,768
CDW CORP COM 12514G108 181 2,574 SH   DFND 20 2,574 0 0
CDW CORP COM 12514G108 28,710 408,335 SH   DFND 21 327,607 0 80,728
CF INDS HLDGS INC COM 125269100 14,657 388,481 SH   DFND 17 388,481 0 0
CF INDS HLDGS INC COM 125269100 2,202 58,368 SH   DFND 21 45,322 0 13,046
CF INDS HLDGS INC COM 125269100 8,667 229,700 SH   DFND 24 229,700 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 249 2,661 SH   DFND 17 2,661 0 0
CIGNA CORPORATION COM 125509109 6,491 38,696 SH   DFND 4 38,696 0 0
CIGNA CORPORATION COM 125509109 11,554 68,881 SH   DFND 17 68,881 0 0
CIGNA CORPORATION COM 125509109 27,419 163,463 SH   DFND 21 61,760 0 101,703
CIGNA CORPORATION CALL 125509909 2,231 13,300 SH Call DFND 4 13,300 0 0
CIGNA CORPORATION PUT 125509959 19,408 115,700 SH Put DFND 4 115,700 0 0
CIT GROUP INC COM NEW 125581801 1,356 26,331 SH   DFND 4 26,331 0 0
CME GROUP INC COM CL A 12572Q105 3,264 20,183 SH   DFND 4 20,183 0 0
CME GROUP INC COM CL A 12572Q105 37,518 231,967 SH   DFND 17 185,515 0 46,452
CME GROUP INC COM CL A 12572Q105 11,969 74,000 SH   DFND 21 74,000 0 0
CME GROUP INC CALL 12572Q905 2,394 14,800 SH Call DFND 4 14,800 0 0
CME GROUP INC PUT 12572Q955 36,844 227,800 SH Put DFND 4 227,800 0 0
CMS ENERGY CORP COM 125896100 771 17,021 SH   DFND 17 17,021 0 0
CMS ENERGY CORP COM 125896100 3,620 79,924 SH   DFND 21 43,587 0 36,337
CNA FINL CORP COM 126117100 11,089 224,710 SH   DFND 17 201,014 0 23,696
CNA FINL CORP COM 126117100 242 4,899 SH   DFND 20 4,899 0 0
CNA FINL CORP COM 126117100 21,108 427,728 SH   DFND 21 324,772 0 102,956
CRA INTL INC COM 12618T105 3,395 64,928 SH   DFND 17 62,755 0 2,173
CNO FINL GROUP INC COM 12621E103 33,263 1,534,997 SH   DFND 17 1,521,975 0 13,022
CNO FINL GROUP INC COM 12621E103 518 23,910 SH   DFND 20 23,910 0 0
CNO FINL GROUP INC COM 12621E103 27,557 1,271,648 SH   DFND 21 634,835 0 636,813
CSG SYS INTL INC COM 126349109 85 1,870 SH   DFND 17 1,870 0 0
CSG SYS INTL INC COM 126349109 1,979 43,686 SH   DFND 21 0 0 43,686
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 28,093 25,620,000 PRN   DFND 17 25,620,000 0 0
CSX CORP COM 126408103 1,153 20,695 SH   DFND 4 20,695 0 0
CSX CORP COM 126408103 944 16,945 SH   DFND 17 16,945 0 0
CSX CORP COM 126408103 11,774 211,343 SH   DFND 21 211,343 0 0
CSX CORP CALL 126408903 2,969 53,300 SH Call DFND 4 53,300 0 0
CSX CORP PUT 126408953 21,966 394,300 SH Put DFND 4 394,300 0 0
CSRA INC COM 12650T104 24,836 602,378 SH   DFND 17 602,378 0 0
CSRA INC COM 12650T104 20,839 505,436 SH   DFND 21 505,436 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 28,671 1,559,048 SH   DFND 17 1,559,048 0 0
CVR ENERGY INC COM 12662P108 592 19,594 SH   DFND 17 19,594 0 0
CVR ENERGY INC COM 12662P108 970 32,098 SH   DFND 21 32,098 0 0
CVS HEALTH CORP COM 126650100 12,487 200,718 SH   DFND 4 200,718 0 0
CVS HEALTH CORP COM 126650100 19,507 313,570 SH   DFND 17 297,365 0 16,205
CVS HEALTH CORP COM 126650100 1,323 21,259 SH   DFND 20 21,259 0 0
CVS HEALTH CORP COM 126650100 128,979 2,073,284 SH   DFND 21 1,337,180 0 736,104
CVS HEALTH CORP CALL 126650900 3,546 57,000 SH Call DFND 4 57,000 0 0
CVS HEALTH CORP PUT 126650950 31,428 505,200 SH Put DFND 4 505,200 0 0
CYS INVTS INC COM 12673A108 3,017 448,977 SH   DFND 17 422,459 0 26,518
CYS INVTS INC COM 12673A108 3,534 525,897 SH   DFND 21 245,579 0 280,318
CA INC COM 12673P105 12,816 378,055 SH   DFND 17 162,071 0 215,984
CA INC COM 12673P105 22,325 658,547 SH   DFND 21 196,396 0 462,151
C&J ENERGY SVCS INC NEW COM 12674R100 113 4,359 SH   DFND 20 4,359 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 509 19,706 SH   DFND 21 13,458 0 6,248
CABOT CORP COM 127055101 29,671 532,494 SH   DFND 17 532,494 0 0
CABOT CORP COM 127055101 4,753 85,295 SH   DFND 21 85,295 0 0
CABOT OIL & GAS CORP COM 127097103 210 8,752 SH   DFND 17 8,752 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 12,092 112,889 SH   DFND 17 73,113 0 39,776
CABOT MICROELECTRONICS CORP COM 12709P103 216 2,018 SH   DFND 20 2,018 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 28,314 264,345 SH   DFND 21 187,414 0 76,931
CACI INTL INC CL A 127190304 712 4,705 SH   DFND 21 4,705 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 59,003 1,604,661 SH   DFND 17 1,604,661 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 11,846 322,158 SH   DFND 21 322,158 0 0
CAESARS ENTMT CORP COM 127686103 410,224 36,464,369 SH   DFND 4 36,464,369 0 0
CAESARS ENTMT CORP COM 127686103 15 1,370 SH   DFND 17 1,370 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 141,866 81,153,179 PRN   DFND 4 81,153,179 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 142,685 80,970,000 PRN   DFND 17 75,800,000 0 5,170,000
CAL MAINE FOODS INC COM NEW 128030202 7,981 182,629 SH   DFND 17 182,629 0 0
CAL MAINE FOODS INC COM NEW 128030202 808 18,485 SH   DFND 21 18,485 0 0
CAL MAINE FOODS INC COM NEW 128030202 4,750 108,705 SH   DFND 24 108,705 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 30,205 28,205,000 PRN   DFND 17 23,125,000 0 5,080,000
CALAVO GROWERS INC COM 128246105 14,444 156,660 SH   DFND 17 124,440 0 32,220
CALAVO GROWERS INC COM 128246105 1,204 13,056 SH   DFND 21 13,056 0 0
CALAVO GROWERS INC COM 128246105 6,582 71,392 SH   DFND 24 71,392 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 516 81,956 SH   DFND 17 79,019 0 2,937
CALLAWAY GOLF CO COM 131193104 13,546 828,003 SH   DFND 17 578,533 0 249,470
CALLIDUS SOFTWARE INC COM 13123E500 292 8,112 SH   DFND 21 8,112 0 0
CALLON PETE CO DEL COM 13123X102 9,905 748,129 SH   DFND 17 485,716 0 262,413
CAMDEN PPTY TR SH BEN INT 133131102 19,786 235,048 SH   DFND 4 235,048 0 0
CAMECO CORP COM 13321L108 14,238 1,567,575 SH   DFND 21 1,567,575 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 1,244 38,579 SH   DFND 17 32,869 0 5,710
CAMPING WORLD HLDGS INC CL A 13462K109 1,325 41,071 SH   DFND 21 37,780 0 3,291
CDN IMPERIAL BK COMM TORONTO COM 136069101 27,237 308,788 SH   DFND 17 222,446 0 86,342
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,144 12,970 SH   DFND 20 12,970 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 98,980 1,122,158 SH   DFND 21 841,894 0 280,264
CANADIAN NATL RY CO COM 136375102 296 4,056 SH   DFND 17 4,056 0 0
CANADIAN NATL RY CO COM 136375102 11,937 163,447 SH   DFND 21 137,020 0 26,427
CANADIAN NAT RES LTD COM 136385101 8,574 272,930 SH   DFND 17 272,930 0 0
CANADIAN NAT RES LTD COM 136385101 16,458 523,932 SH   DFND 21 290,403 0 233,529
CANADIAN PAC RY LTD COM 13645T100 21,894 124,238 SH   DFND 17 124,238 0 0
CANADIAN PAC RY LTD COM 13645T100 399 2,265 SH   DFND 21 2,265 0 0
CANTEL MEDICAL CORP COM 138098108 755 6,779 SH   DFND 17 6,779 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,038 21,269 SH   DFND 4 21,269 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,688 80,235 SH   DFND 17 71,949 0 8,286
CAPITAL ONE FINL CORP COM 14040H105 786 8,205 SH   DFND 20 8,205 0 0
CAPITAL ONE FINL CORP COM 14040H105 32,184 335,875 SH   DFND 21 237,904 0 97,971
CAPITAL ONE FINL CORP CALL 14040H905 2,357 24,600 SH Call DFND 4 24,600 0 0
CAPITAL ONE FINL CORP PUT 14040H955 20,525 214,200 SH Put DFND 4 214,200 0 0
CAPITOL FED FINL INC COM 14057J101 290 23,457 SH   DFND 17 23,457 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 704 81,392 SH   DFND 17 81,392 0 0
CARA THERAPEUTICS INC COM 140755109 1,220 98,508 SH   DFND 17 95,280 0 3,228
CARBONITE INC COM 141337105 5,875 204,004 SH   DFND 17 198,724 0 5,280
CARDINAL HEALTH INC COM 14149Y108 2,196 35,033 SH   DFND 4 35,033 0 0
CARDINAL HEALTH INC COM 14149Y108 6,456 102,994 SH   DFND 17 102,994 0 0
CARDINAL HEALTH INC COM 14149Y108 138 2,205 SH   DFND 20 2,205 0 0
CARDINAL HEALTH INC COM 14149Y108 17,067 272,288 SH   DFND 21 204,974 0 67,314
CARDINAL HEALTH INC CALL 14149Y908 802 12,800 SH Call DFND 4 12,800 0 0
CARDINAL HEALTH INC PUT 14149Y958 8,606 137,300 SH Put DFND 4 137,300 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 18,600 20,000,000 PRN   DFND 17 20,000,000 0 0
CARE COM INC COM 141633107 2,209 135,790 SH   DFND 17 63,260 0 72,530
CAREER EDUCATION CORP COM 141665109 19 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 593 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 201 14,995 SH   DFND 20 14,995 0 0
CARETRUST REIT INC COM 14174T107 707 52,738 SH   DFND 21 52,738 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,559 73,015 SH   DFND 17 73,015 0 0
CARMAX INC COM 143130102 216 3,481 SH   DFND 17 3,481 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 15,419 235,123 SH   DFND 4 235,123 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 117,458 1,791,058 SH   DFND 17 1,777,567 0 13,491
CARNIVAL CORP UNIT 99/99/9999 143658300 19,457 296,698 SH   DFND 21 267,269 0 29,429
CARNIVAL CORP CALL 143658900 1,167 17,800 SH Call DFND 4 17,800 0 0
CARNIVAL CORP PUT 143658950 13,103 199,800 SH Put DFND 4 199,800 0 0
CARNIVAL PLC ADR 14365C103 3,519 53,728 SH   DFND 17 53,728 0 0
CAROLINA FINL CORP NEW COM 143873107 2,149 54,708 SH   DFND 17 54,708 0 0
CAROLINA FINL CORP NEW COM 143873107 395 10,045 SH   DFND 21 10,045 0 0
CARRIAGE SVCS INC COM 143905107 4,342 156,994 SH   DFND 17 150,144 0 6,850
CARROLS RESTAURANT GROUP INC COM 14574X104 3,749 334,762 SH   DFND 17 322,570 0 12,192
CARTER INC COM 146229109 27,011 259,475 SH   DFND 17 229,529 0 29,946
CARTER INC COM 146229109 1,768 16,985 SH   DFND 21 4,094 0 12,891
CASELLA WASTE SYS INC CL A 147448104 984 42,070 SH   DFND 17 9,815 0 32,255
CASELLA WASTE SYS INC CL A 147448104 361 15,420 SH   DFND 21 15,420 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 180 49,416 SH   DFND 21 49,416 0 0
CATALENT INC COM 148806102 29,190 710,919 SH   DFND 17 561,357 0 149,562
CATERPILLAR INC DEL COM 149123101 8,017 54,399 SH   DFND 4 54,399 0 0
CATERPILLAR INC DEL COM 149123101 271,393 1,841,453 SH   DFND 17 1,786,873 0 54,580
CATERPILLAR INC DEL COM 149123101 13,534 91,828 SH   DFND 21 83,531 0 8,297
CATERPILLAR INC DEL COM 149123101 94 641 SH   DFND 24 641 0 0
CATERPILLAR INC DEL CALL 149123901 5,188 35,200 SH Call DFND 4 35,200 0 0
CATERPILLAR INC DEL PUT 149123951 43,978 298,400 SH Put DFND 4 298,400 0 0
CATHAY GEN BANCORP COM 149150104 60 1,492 SH   DFND 17 1,492 0 0
CATHAY GEN BANCORP COM 149150104 1,092 27,314 SH   DFND 21 2,572 0 24,742
CATO CORP NEW CL A 149205106 636 43,173 SH   DFND 17 4,930 0 38,243
CAVIUM INC COM 14964U108 7 83 SH   DFND 17 83 0 0
CAVIUM INC COM 14964U108 5,799 73,049 SH   DFND 21 73,049 0 0
CELANESE CORP DEL COM SER A 150870103 13,356 133,283 SH   DFND 17 133,283 0 0
CELANESE CORP DEL COM SER A 150870103 492 4,908 SH   DFND 20 4,908 0 0
CELANESE CORP DEL COM SER A 150870103 5,751 57,392 SH   DFND 21 39,826 0 17,566
CELESTICA INC SUB VTG SHS 15101Q108 229 22,193 SH   DFND 20 22,193 0 0
CELESTICA INC SUB VTG SHS 15101Q108 932 90,190 SH   DFND 21 90,190 0 0
CELGENE CORP COM 151020104 9,769 109,505 SH   DFND 4 109,505 0 0
CELGENE CORP COM 151020104 20,571 230,594 SH   DFND 17 228,079 0 2,515
CELGENE CORP COM 151020104 5,244 58,787 SH   DFND 20 0 0 58,787
CELGENE CORP COM 151020104 39,686 444,865 SH   DFND 21 421,277 0 23,588
CELGENE CORP COM 151020104 6,860 76,900 SH   DFND 24 76,900 0 0
CELGENE CORP CALL 151020904 4,237 47,500 SH Call DFND 4 47,500 0 0
CELGENE CORP PUT 151020954 43,401 486,500 SH Put DFND 4 486,500 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 31 13,365 SH   DFND 17 13,365 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 23,849 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 18,589 173,941 SH   DFND 17 173,941 0 0
CENTENE CORP DEL COM 15135B101 492 4,608 SH   DFND 20 4,608 0 0
CENTENE CORP DEL COM 15135B101 68,706 642,897 SH   DFND 21 459,285 0 183,612
CENTENNIAL RESOURCE DEV INC CL A 15136A102 5,824 317,405 SH   DFND 17 317,405 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 514 28,000 SH   DFND 24 28,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 19,654 717,292 SH   DFND 17 591,544 0 125,748
CENTERPOINT ENERGY INC COM 15189T107 1,190 43,437 SH   DFND 20 43,437 0 0
CENTERPOINT ENERGY INC COM 15189T107 76,553 2,793,905 SH   DFND 21 2,146,413 0 647,492
CENTERSTATE BK CORP COM 15201P109 12,921 487,050 SH   DFND 17 325,413 0 161,637
CENTERSTATE BK CORP COM 15201P109 912 34,364 SH   DFND 21 34,364 0 0
CENTRAL GARDEN & PET CO COM 153527106 2,197 51,088 SH   DFND 17 51,088 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,446 61,763 SH   DFND 17 26,666 0 35,097
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 286 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,264 107,643 SH   DFND 21 93,041 0 14,602
CENTURY CASINOS INC COM 156492100 2,678 358,917 SH   DFND 17 346,533 0 12,384
CENTURY CMNTYS INC COM 156504300 1,423 47,503 SH   DFND 17 42,209 0 5,294
CENTURYLINK INC COM 156700106 5,817 354,074 SH   DFND 17 106,375 0 247,699
CENTURYLINK INC COM 156700106 11,167 679,688 SH   DFND 21 621,528 0 58,160
CERNER CORP COM 156782104 344 5,935 SH   DFND 4 5,935 0 0
CERNER CORP COM 156782104 1,312 22,620 SH   DFND 17 22,620 0 0
CERNER CORP COM 156782104 2,733 47,121 SH   DFND 21 0 0 47,121
CERNER CORP CALL 156782904 499 8,600 SH Call DFND 4 8,600 0 0
CERNER CORP PUT 156782954 3,254 56,100 SH Put DFND 4 56,100 0 0
CEVA INC COM 157210105 3,482 96,175 SH   DFND 17 93,036 0 3,139
CHANGYOU COM LTD ADS REP CL A 15911M107 241 8,647 SH   DFND 21 8,647 0 0
CHARLES RIV LABS INTL INC COM 159864107 13,951 130,703 SH   DFND 17 87,460 0 43,243
CHARLES RIV LABS INTL INC COM 159864107 485 4,545 SH   DFND 20 4,545 0 0
CHARLES RIV LABS INTL INC COM 159864107 11,143 104,398 SH   DFND 21 90,497 0 13,901
CHART INDS INC COM PAR $0.01 16115Q308 9,412 159,440 SH   DFND 17 112,915 0 46,525
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,941 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,993 32,109 SH   DFND 4 32,109 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,467 7,926 SH   DFND 17 7,926 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 2,459 7,900 SH Call DFND 4 7,900 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 39,618 127,300 SH Put DFND 4 127,300 0 0
CHATHAM LODGING TR COM 16208T102 1,536 80,234 SH   DFND 17 80,234 0 0
CHATHAM LODGING TR COM 16208T102 6,867 358,592 SH   DFND 21 199,101 0 159,491
CHEFS WHSE INC COM 163086101 405 17,591 SH   DFND 21 10,967 0 6,624
CHEGG INC COM 163092109 1,248 60,408 SH   DFND 17 60,408 0 0
CHEMED CORP NEW COM 16359R103 759 2,783 SH   DFND 17 2,783 0 0
CHEMOURS CO COM 163851108 108,756 2,232,732 SH   DFND 17 2,155,403 0 77,329
CHEMOURS CO COM 163851108 373 7,654 SH   DFND 20 7,654 0 0
CHEMOURS CO COM 163851108 11,140 228,709 SH   DFND 21 221,132 0 7,577
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 239 8,204 SH   DFND 4 8,204 0 0
CHENIERE ENERGY INC COM NEW 16411R208 13,125 245,552 SH   DFND 4 205,552 0 40,000
CHENIERE ENERGY INC COM NEW 16411R208 110 2,066 SH   DFND 21 2,066 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 131,099 169,060,000 PRN   DFND 17 159,530,000 0 9,530,000
CHESAPEAKE ENERGY CORP COM 165167107 21,517 7,124,680 SH   DFND 17 7,124,680 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 52,952 61,650,000 PRN   DFND 17 61,650,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,433 51,518 SH   DFND 21 35,811 0 15,707
CHEVRON CORP NEW COM 166764100 61,272 537,282 SH   DFND 4 537,282 0 0
CHEVRON CORP NEW COM 166764100 200,333 1,756,692 SH   DFND 17 1,687,420 0 69,272
CHEVRON CORP NEW COM 166764100 761 6,674 SH   DFND 20 6,674 0 0
CHEVRON CORP NEW COM 166764100 152,286 1,335,373 SH   DFND 21 995,136 0 340,237
CHEVRON CORP NEW COM 166764100 2,150 18,851 SH   DFND 24 18,851 0 0
CHEVRON CORP NEW CALL 166764900 12,522 109,800 SH Call DFND 4 109,800 0 0
CHEVRON CORP NEW CALL 166764900 6,842 60,000 SH Call DFND 17 60,000 0 0
CHEVRON CORP NEW PUT 166764950 102,864 902,000 SH Put DFND 4 902,000 0 0
CHILDRENS PL INC COM 168905107 3,707 27,410 SH   DFND 17 20,629 0 6,781
CHILDRENS PL INC COM 168905107 207 1,534 SH   DFND 20 1,534 0 0
CHILDRENS PL INC COM 168905107 7,372 54,503 SH   DFND 21 34,584 0 19,919
CHIMERA INVT CORP COM NEW 16934Q208 8,567 492,096 SH   DFND 17 193,104 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 281 16,119 SH   DFND 20 16,119 0 0
CHIMERA INVT CORP COM NEW 16934Q208 14,308 821,822 SH   DFND 21 669,635 0 152,187
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,315 28,748 SH   DFND 17 28,748 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,837 105,717 SH   DFND 21 105,717 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 784 8,863 SH   DFND 17 8,863 0 0
CHURCH & DWIGHT INC COM 171340102 17,139 340,327 SH   DFND 17 340,327 0 0
CHURCH & DWIGHT INC COM 171340102 1,004 19,930 SH   DFND 21 0 0 19,930
CHURCHILL DOWNS INC COM 171484108 4,352 17,833 SH   DFND 17 14,288 0 3,545
CHURCHILL DOWNS INC COM 171484108 6,833 27,997 SH   DFND 21 22,079 0 5,918
CIENA CORP NOTE 3.750%10/1 171779AJ0 41,010 31,085,000 PRN   DFND 17 27,670,000 0 3,415,000
CINCINNATI FINL CORP COM 172062101 212 2,859 SH   DFND 17 2,859 0 0
CIRRUS LOGIC INC COM 172755100 2,557 62,931 SH   DFND 17 58,363 0 4,568
CIRRUS LOGIC INC COM 172755100 65 1,600 SH   DFND 20 1,600 0 0
CIRRUS LOGIC INC COM 172755100 18,177 447,384 SH   DFND 21 367,568 0 79,816
CISCO SYS INC COM 17275R102 26,964 628,687 SH   DFND 4 628,687 0 0
CISCO SYS INC COM 17275R102 312,069 7,276,021 SH   DFND 17 6,070,593 0 1,205,428
CISCO SYS INC COM 17275R102 5,286 123,246 SH   DFND 20 123,246 0 0
CISCO SYS INC COM 17275R102 296,370 6,910,007 SH   DFND 21 5,115,002 0 1,795,005
CISCO SYS INC CALL 17275R902 34,252 798,600 SH Call DFND 4 798,600 0 0
CISCO SYS INC PUT 17275R952 81,521 1,900,700 SH Put DFND 4 1,900,700 0 0
CINTAS CORP COM 172908105 84 491 SH   DFND 4 491 0 0
CINTAS CORP COM 172908105 5,153 30,208 SH   DFND 17 4,917 0 25,291
CINTAS CORP COM 172908105 11,079 64,950 SH   DFND 21 57,271 0 7,679
CITIGROUP INC COM NEW 172967424 144,287 2,137,578 SH   DFND 4 2,137,578 0 0
CITIGROUP INC COM NEW 172967424 175,240 2,596,150 SH   DFND 17 2,257,092 0 339,058
CITIGROUP INC COM NEW 172967424 14,949 221,472 SH   DFND 20 38,335 0 183,137
CITIGROUP INC COM NEW 172967424 274,039 4,059,842 SH   DFND 21 3,050,768 0 1,009,074
CITIGROUP INC CALL 172967904 13,784 204,200 SH Call DFND 4 204,200 0 0
CITIGROUP INC PUT 172967954 118,915 1,761,700 SH Put DFND 4 1,761,700 0 0
CITIZENS FINL GROUP INC COM 174610105 443 10,557 SH   DFND 4 10,557 0 0
CITIZENS FINL GROUP INC COM 174610105 151,438 3,607,379 SH   DFND 17 3,581,292 0 26,087
CITIZENS FINL GROUP INC COM 174610105 1,068 25,445 SH   DFND 20 25,445 0 0
CITIZENS FINL GROUP INC COM 174610105 57,489 1,369,432 SH   DFND 21 1,356,664 0 12,768
CITIZENS FINL GROUP INC CALL 174610905 2,666 63,500 SH Call DFND 4 63,500 0 0
CITIZENS FINL GROUP INC PUT 174610955 7,619 181,500 SH Put DFND 4 181,500 0 0
CITRIX SYS INC COM 177376100 230 2,479 SH   DFND 17 2,479 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 149,097 113,920,000 PRN   DFND 17 107,885,000 0 6,035,000
CITY HLDG CO COM 177835105 3,539 51,625 SH   DFND 17 51,625 0 0
CLARUS CORP NEW COM 18270P109 649 96,140 SH   DFND 17 96,140 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 5,027 204,675 SH   DFND 17 204,675 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 18,619 17,610,000 PRN   DFND 17 17,610,000 0 0
CLOROX CO DEL COM 189054109 103 771 SH   DFND 4 771 0 0
CLOROX CO DEL COM 189054109 3,527 26,500 SH   DFND 17 26,500 0 0
CLOVIS ONCOLOGY INC COM 189464100 7,584 143,628 SH   DFND 17 143,628 0 0
CLOVIS ONCOLOGY INC COM 189464100 3,010 57,000 SH   DFND 24 57,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 36,549 31,320,000 PRN   DFND 17 28,895,000 0 2,425,000
COCA COLA CO COM 191216100 8,569 197,316 SH   DFND 4 197,316 0 0
COCA COLA CO COM 191216100 10,122 233,074 SH   DFND 17 233,074 0 0
COCA COLA CO COM 191216100 30,366 699,198 SH   DFND 21 658,458 0 40,740
COCA COLA CO CALL 191216900 10,957 252,300 SH Call DFND 4 252,300 0 0
COCA COLA CO PUT 191216950 58,231 1,340,800 SH Put DFND 4 1,340,800 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 554 8,340 SH   DFND 21 8,340 0 0
COGNEX CORP COM 192422103 32,634 627,694 SH   DFND 17 451,634 0 176,060
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,911 85,855 SH   DFND 4 85,855 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35,975 446,892 SH   DFND 17 351,217 0 95,675
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 739 9,176 SH   DFND 20 9,176 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 22,725 282,294 SH   DFND 21 223,026 0 59,268
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 2,053 25,500 SH Call DFND 4 25,500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 12,365 153,600 SH Call DFND 17 153,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 27,217 338,100 SH Put DFND 4 338,100 0 0
COHERENT INC COM 192479103 41,052 219,060 SH   DFND 17 179,849 0 39,211
COHERENT INC COM 192479103 387 2,064 SH   DFND 20 2,064 0 0
COHERENT INC COM 192479103 11,180 59,660 SH   DFND 21 46,961 0 12,699
COHU INC COM 192576106 1,415 62,054 SH   DFND 17 14,039 0 48,015
COHU INC COM 192576106 517 22,667 SH   DFND 21 0 0 22,667
COLGATE PALMOLIVE CO COM 194162103 12,107 168,906 SH   DFND 4 168,906 0 0
COLGATE PALMOLIVE CO COM 194162103 2,917 40,688 SH   DFND 17 40,688 0 0
COLGATE PALMOLIVE CO COM 194162103 8,867 123,707 SH   DFND 20 0 0 123,707
COLGATE PALMOLIVE CO COM 194162103 20,374 284,230 SH   DFND 21 176,153 0 108,077
COLGATE PALMOLIVE CO COM 194162103 738 10,300 SH   DFND 24 10,300 0 0
COLGATE PALMOLIVE CO CALL 194162903 2,337 32,600 SH Call DFND 4 32,600 0 0
COLGATE PALMOLIVE CO PUT 194162953 34,127 476,100 SH Put DFND 4 476,100 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 410 5,903 SH   DFND 17 5,903 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 1,737 25,043 SH   DFND 21 23,228 0 1,815
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,121 5,500,000 PRN   DFND 17 5,500,000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,826 23,885 SH   DFND 17 23,885 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 9,569 267,001 SH   DFND 17 184,187 0 82,814
COLUMBUS MCKINNON CORP N Y COM 199333105 107 2,993 SH   DFND 21 2,993 0 0
COMFORT SYS USA INC COM 199908104 25,383 615,340 SH   DFND 17 615,340 0 0
COMFORT SYS USA INC COM 199908104 75 1,811 SH   DFND 21 1,811 0 0
COMCAST CORP NEW CL A 20030N101 27,990 819,125 SH   DFND 4 819,125 0 0
COMCAST CORP NEW CL A 20030N101 207,001 6,057,975 SH   DFND 17 5,470,548 0 587,427
COMCAST CORP NEW CL A 20030N101 2,637 77,164 SH   DFND 20 77,164 0 0
COMCAST CORP NEW CL A 20030N101 193,007 5,648,438 SH   DFND 21 3,916,919 0 1,731,519
COMCAST CORP NEW CALL 20030N901 16,463 481,800 SH Call DFND 4 481,800 0 0
COMCAST CORP NEW PUT 20030N951 61,865 1,810,500 SH Put DFND 4 1,810,500 0 0
COMERICA INC COM 200340107 11,600 120,920 SH   DFND 17 120,920 0 0
COMERICA INC COM 200340107 371 3,864 SH   DFND 20 3,864 0 0
COMERICA INC COM 200340107 1,081 11,267 SH   DFND 21 11,267 0 0
COMMERCEHUB INC COM SER C 20084V306 41 1,820 SH   DFND 17 1,820 0 0
COMMERCEHUB INC COM SER C 20084V306 5,060 225,000 SH   DFND 21 225,000 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,067 266,742 SH   DFND 17 258,357 0 8,385
COMMUNITY TR BANCORP INC COM 204149108 3,573 79,050 SH   DFND 17 79,050 0 0
COMMVAULT SYSTEMS INC COM 204166102 210 3,670 SH   DFND 17 3,670 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 201 25,600 SH   DFND 17 25,600 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 409 13,903 SH   DFND 21 13,903 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 16,870 1,107,653 SH   DFND 21 1,107,653 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 624 38,040 SH   DFND 17 38,040 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 447 15,321 SH   DFND 21 0 0 15,321
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 153 5,110 SH   DFND 17 5,110 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 258 8,636 SH   DFND 21 8,636 0 0
CONAGRA BRANDS INC COM 205887102 292 7,925 SH   DFND 17 7,925 0 0
CONAGRA BRANDS INC COM 205887102 436 11,812 SH   DFND 20 11,812 0 0
CONAGRA BRANDS INC COM 205887102 12,425 336,917 SH   DFND 21 314,228 0 22,689
CONCERT PHARMACEUTICALS INC COM 206022105 2,626 114,659 SH   DFND 17 110,622 0 4,037
CONCHO RES INC COM 20605P101 7,460 49,627 SH   DFND 4 49,627 0 0
CONCHO RES INC COM 20605P101 13,368 88,927 SH   DFND 17 88,927 0 0
CONCHO RES INC COM 20605P101 1,082 7,200 SH   DFND 24 7,200 0 0
CONCHO RES INC CALL 20605P901 616 4,100 SH Call DFND 4 4,100 0 0
CONCHO RES INC PUT 20605P951 11,500 76,500 SH Put DFND 4 76,500 0 0
CONFORMIS INC COM 20717E101 183 126,168 SH   DFND 21 126,168 0 0
CONOCOPHILLIPS COM 20825C104 122 2,052 SH   DFND 4 2,052 0 0
CONOCOPHILLIPS COM 20825C104 159,713 2,693,765 SH   DFND 17 2,604,044 0 89,721
CONOCOPHILLIPS COM 20825C104 10,784 181,892 SH   DFND 21 53,722 0 128,170
CONOCOPHILLIPS COM 20825C104 1,245 21,000 SH   DFND 24 21,000 0 0
CONOCOPHILLIPS CALL 20825C904 3,712 62,600 SH Call DFND 4 62,600 0 0
CONOCOPHILLIPS PUT 20825C954 32,337 545,400 SH Put DFND 4 545,400 0 0
CONSOL ENERGY INC NEW COM 20854L108 234 8,087 SH   DFND 17 8,087 0 0
CONSOL ENERGY INC NEW COM 20854L108 222 7,647 SH   DFND 20 7,647 0 0
CONSOL ENERGY INC NEW COM 20854L108 1,703 58,773 SH   DFND 21 56,358 0 2,415
CONSOLIDATED EDISON INC COM 209115104 878 11,265 SH   DFND 4 11,265 0 0
CONSOLIDATED EDISON INC COM 209115104 11,815 151,591 SH   DFND 17 66,402 0 85,189
CONSOLIDATED EDISON INC COM 209115104 153 1,967 SH   DFND 20 1,967 0 0
CONSOLIDATED EDISON INC COM 209115104 28,479 365,395 SH   DFND 21 340,322 0 25,073
CONSOLIDATED EDISON INC CALL 209115904 1,286 16,500 SH Call DFND 4 16,500 0 0
CONSOLIDATED EDISON INC PUT 209115954 11,270 144,600 SH Put DFND 4 144,600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,014 4,451 SH   DFND 4 4,451 0 0
CONSTELLATION BRANDS INC CL A 21036P108 86,369 378,946 SH   DFND 17 352,009 0 26,937
CONSTELLATION BRANDS INC CL A 21036P108 1,065 4,671 SH   DFND 20 4,671 0 0
CONSTELLATION BRANDS INC CL A 21036P108 94,423 414,282 SH   DFND 21 326,340 0 87,942
CONSTELLATION BRANDS INC CL A 21036P108 4,011 17,600 SH   DFND 24 17,600 0 0
CONSTELLATION BRANDS INC CALL 21036P908 2,302 10,100 SH Call DFND 4 10,100 0 0
CONSTELLATION BRANDS INC PUT 21036P958 26,895 118,000 SH Put DFND 4 118,000 0 0
CONTINENTAL RESOURCES INC COM 212015101 31,635 536,639 SH   DFND 17 475,138 0 61,501
CONTINENTAL RESOURCES INC COM 212015101 336 5,704 SH   DFND 21 1,799 0 3,905
CONTINENTAL RESOURCES INC COM 212015101 1,798 30,500 SH   DFND 24 30,500 0 0
CONTROL4 CORP COM 21240D107 1,079 50,216 SH   DFND 17 50,216 0 0
CONTROL4 CORP COM 21240D107 4,839 225,259 SH   DFND 21 222,994 0 2,265
CONVERGYS CORP COM 212485106 27,128 1,199,308 SH   DFND 17 1,199,308 0 0
CONVERGYS CORP COM 212485106 10,677 472,002 SH   DFND 21 415,334 0 56,668
COOPER COS INC COM NEW 216648402 15,938 69,658 SH   DFND 17 69,658 0 0
COOPER COS INC COM NEW 216648402 1,031 4,508 SH   DFND 20 4,508 0 0
COOPER COS INC COM NEW 216648402 29,390 128,447 SH   DFND 21 92,498 0 35,949
COOPER STD HLDGS INC COM 21676P103 739 6,021 SH   DFND 17 4,347 0 1,674
COOPER STD HLDGS INC COM 21676P103 163 1,324 SH   DFND 20 1,324 0 0
COOPER STD HLDGS INC COM 21676P103 13,512 110,027 SH   DFND 21 85,580 0 24,447
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 840 137,624 SH   DFND 17 132,592 0 5,032
CORCEPT THERAPEUTICS INC COM 218352102 311 18,885 SH   DFND 21 18,885 0 0
CORESITE RLTY CORP COM 21870Q105 8,998 89,749 SH   DFND 4 89,749 0 0
CORECIVIC INC COM 21871N101 221 11,322 SH   DFND 17 11,322 0 0
CORECIVIC INC COM 21871N101 1,012 51,854 SH   DFND 21 51,854 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 18,865 482,370 SH   DFND 17 482,370 0 0
CORNING INC COM 219350105 387 13,872 SH   DFND 4 13,872 0 0
CORNING INC COM 219350105 24,576 881,479 SH   DFND 17 742,552 0 138,927
CORNING INC COM 219350105 59,079 2,119,038 SH   DFND 21 1,379,276 0 739,762
CORNING INC CALL 219350905 1,533 55,000 SH Call DFND 4 55,000 0 0
CORNING INC PUT 219350955 5,431 194,800 SH Put DFND 4 194,800 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 7,990 309,314 SH   DFND 4 309,314 0 0
CORVEL CORP COM 221006109 528 10,437 SH   DFND 21 10,437 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,796 25,450 SH   DFND 4 25,450 0 0
COSTCO WHSL CORP NEW COM 22160K105 203,269 1,078,749 SH   DFND 17 1,008,129 0 70,620
COSTCO WHSL CORP NEW COM 22160K105 13,182 69,956 SH   DFND 21 24,599 0 45,357
COSTCO WHSL CORP NEW CALL 22160K905 7,010 37,200 SH Call DFND 4 37,200 0 0
COSTCO WHSL CORP NEW PUT 22160K955 58,244 309,100 SH Put DFND 4 309,100 0 0
COSTAR GROUP INC COM 22160N109 2,882 7,946 SH   DFND 17 7,946 0 0
COSTAR GROUP INC COM 22160N109 9,689 26,715 SH   DFND 21 24,615 0 2,100
COTIVITI HLDGS INC COM 22164K101 1,105 32,090 SH   DFND 21 27,588 0 4,502
COUSINS PPTYS INC COM 222795106 23,413 2,697,330 SH   DFND 17 2,697,330 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,689 56,617 SH   DFND 21 22,962 0 33,655
CRANE CO COM 224399105 37,283 402,012 SH   DFND 17 402,012 0 0
CRAWFORD & CO CL A 224633206 208 25,891 SH   DFND 17 25,891 0 0
CRAWFORD & CO CL A 224633206 725 90,343 SH   DFND 21 83,174 0 7,169
CREDIT ACCEP CORP MICH COM 225310101 2,030 6,143 SH   DFND 17 6,143 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,279 6,896 SH   DFND 21 6,896 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 58,786 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 45,334 1,124,635 SH   DFND 17 957,330 0 167,305
CREE INC COM 225447101 52 1,286 SH   DFND 21 295 0 991
CRESCENT PT ENERGY CORP COM 22576C101 2 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 622 91,604 SH   DFND 21 60,817 0 30,787
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 377 14,727 SH   DFND 4 14,727 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 37 1,445 SH   DFND 17 1,445 0 0
CRITEO S A SPONS ADS 226718104 79,586 3,079,950 SH   DFND 17 2,996,200 0 83,750
CRITEO S A SPONS ADS 226718104 125 4,850 SH   DFND 21 4,850 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 553 5,048 SH   DFND 4 5,048 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,112 10,148 SH   DFND 17 10,148 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 157,248 140,660 SH   DFND 17 130,820 0 9,840
CROWN CASTLE INTL CORP NEW CALL 22822V901 1,655 15,100 SH Call DFND 4 15,100 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 17,494 159,600 SH Put DFND 4 159,600 0 0
CRYOLIFE INC COM 228903100 3,474 173,245 SH   DFND 17 167,710 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 3,271 380,371 SH   DFND 17 367,892 0 12,479
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,855 104,150 SH   DFND 17 104,150 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 7,310 156,802 SH   DFND 20 156,802 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 164 3,513 SH   DFND 21 1,934 0 1,579
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 410 8,800 SH   DFND 24 8,800 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 7,717 7,150,000 PRN   DFND 17 7,150,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 78,137 74,800,000 PRN   DFND 17 74,800,000 0 0
CUBESMART COM 229663109 10,374 367,876 SH   DFND 4 367,876 0 0
CUBESMART COM 229663109 5,079 180,095 SH   DFND 17 180,095 0 0
CUBESMART COM 229663109 30,346 1,076,114 SH   DFND 21 618,670 0 457,444
CUMMINS INC COM 231021106 5,616 34,645 SH   DFND 4 34,645 0 0
CUMMINS INC COM 231021106 20,659 127,453 SH   DFND 17 127,453 0 0
CUMMINS INC COM 231021106 1,322 8,154 SH   DFND 20 8,154 0 0
CUMMINS INC COM 231021106 47,960 295,882 SH   DFND 21 245,668 0 50,214
CUMMINS INC CALL 231021906 2,091 12,900 SH Call DFND 4 12,900 0 0
CUMMINS INC PUT 231021956 26,729 164,900 SH Put DFND 4 164,900 0 0
CUTERA INC COM 232109108 7,166 142,603 SH   DFND 17 138,208 0 4,395
CUTERA INC COM 232109108 1,740 34,630 SH   DFND 21 32,363 0 2,267
CYMABAY THERAPEUTICS INC COM 23257D103 1,649 126,958 SH   DFND 17 122,638 0 4,320
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 50,271 36,330,000 PRN   DFND 17 35,070,000 0 1,260,000
CYTOKINETICS INC COM NEW 23282W605 831 115,362 SH   DFND 17 111,334 0 4,028
CYRUSONE INC COM 23283R100 26,972 526,692 SH   DFND 17 526,692 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 1,671 58,739 SH   DFND 17 58,739 0 0
DMC GLOBAL INC COM 23291C103 2,065 77,206 SH   DFND 17 68,742 0 8,464
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 1,342 38,204 SH   DFND 4 38,204 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 16,005 284,070 SH   DFND 4 284,070 0 0
DDR CORP COM 23317H102 8,118 1,107,497 SH   DFND 4 1,107,497 0 0
D R HORTON INC COM 23331A109 27 617 SH   DFND 4 617 0 0
D R HORTON INC COM 23331A109 136,308 3,109,220 SH   DFND 17 2,996,659 0 112,561
D R HORTON INC COM 23331A109 307 7,005 SH   DFND 20 7,005 0 0
D R HORTON INC COM 23331A109 23,378 533,246 SH   DFND 21 312,922 0 220,324
DST SYS INC DEL COM 233326107 1,902 22,735 SH   DFND 17 22,735 0 0
DST SYS INC DEL COM 233326107 114 1,366 SH   DFND 20 1,366 0 0
DST SYS INC DEL COM 233326107 45,154 539,792 SH   DFND 21 471,092 0 68,700
DTE ENERGY CO COM 233331107 11,359 108,805 SH   DFND 17 87,478 0 21,327
DTE ENERGY CO COM 233331107 1,224 11,727 SH   DFND 20 11,727 0 0
DTE ENERGY CO COM 233331107 41,965 401,965 SH   DFND 21 310,240 0 91,725
DSW INC CL A 23334L102 28,749 1,280,000 SH   DFND 17 1,280,000 0 0
DSW INC CL A 23334L102 474 21,107 SH   DFND 21 0 0 21,107
DXC TECHNOLOGY CO COM 23355L106 1,046 10,408 SH   DFND 4 10,408 0 0
DXC TECHNOLOGY CO COM 23355L106 168,527 1,676,382 SH   DFND 17 1,388,036 0 288,346
DXC TECHNOLOGY CO COM 23355L106 1,082 10,767 SH   DFND 20 10,767 0 0
DXC TECHNOLOGY CO COM 23355L106 57,198 568,961 SH   DFND 21 507,214 0 61,747
DXC TECHNOLOGY CO CALL 23355L906 1,056 10,500 SH Call DFND 4 10,500 0 0
DXC TECHNOLOGY CO PUT 23355L956 15,049 149,700 SH Put DFND 4 149,700 0 0
DANA INCORPORATED COM 235825205 30,654 1,189,985 SH   DFND 17 1,156,075 0 33,910
DANA INCORPORATED COM 235825205 92 3,572 SH   DFND 20 3,572 0 0
DANA INCORPORATED COM 235825205 5,431 210,829 SH   DFND 21 170,599 0 40,230
DANAHER CORP DEL COM 235851102 2,504 25,577 SH   DFND 4 25,577 0 0
DANAHER CORP DEL COM 235851102 56,730 579,414 SH   DFND 17 576,493 0 2,921
DANAHER CORP DEL COM 235851102 1,009 10,308 SH   DFND 20 10,308 0 0
DANAHER CORP DEL COM 235851102 70,632 721,399 SH   DFND 21 623,466 0 97,933
DANAHER CORP DEL COM 235851102 6,451 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 1,439 14,700 SH Call DFND 4 14,700 0 0
DANAHER CORP DEL PUT 235851952 28,257 288,600 SH Put DFND 4 288,600 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,518 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 6,098 71,535 SH   DFND 17 71,535 0 0
DARDEN RESTAURANTS INC COM 237194105 975 11,432 SH   DFND 20 11,432 0 0
DARDEN RESTAURANTS INC COM 237194105 57,623 675,935 SH   DFND 21 386,032 0 289,903
DASEKE INC COM 23753F107 3,496 357,106 SH   DFND 17 347,903 0 9,203
DATAWATCH CORP COM NEW 237917208 2,389 276,135 SH   DFND 17 264,398 0 11,737
DAVE & BUSTERS ENTMT INC COM 238337109 800 19,173 SH   DFND 17 19,173 0 0
DAVITA INC COM 23918K108 183 2,770 SH   DFND 17 2,770 0 0
DAVITA INC COM 23918K108 8,823 133,810 SH   DFND 21 133,810 0 0
DEAN FOODS CO NEW COM NEW 242370203 267 30,966 SH   DFND 21 0 0 30,966
DECKERS OUTDOOR CORP COM 243537107 90 1,000 SH   DFND 17 1,000 0 0
DECKERS OUTDOOR CORP COM 243537107 1,485 16,490 SH   DFND 21 0 0 16,490
DEERE & CO COM 244199105 2,557 16,461 SH   DFND 4 16,461 0 0
DEERE & CO COM 244199105 242,157 1,559,084 SH   DFND 17 1,559,084 0 0
DEERE & CO COM 244199105 675 4,349 SH   DFND 20 4,349 0 0
DEERE & CO COM 244199105 52,791 339,885 SH   DFND 21 171,964 0 167,921
DEERE & CO COM 244199105 9,708 62,500 SH   DFND 24 62,500 0 0
DEERE & CO CALL 244199905 3,246 20,900 SH Call DFND 4 20,900 0 0
DEERE & CO PUT 244199955 23,935 154,100 SH Put DFND 4 154,100 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 14,504 511,596 SH   DFND 17 511,596 0 0
DELEK US HLDGS INC NEW COM 24665A103 3,516 86,385 SH   DFND 17 58,477 0 27,908
DELEK US HLDGS INC NEW COM 24665A103 6,513 160,031 SH   DFND 21 159,499 0 532
DELL TECHNOLOGIES INC COM CL V 24703L103 1,394 19,044 SH   DFND 17 18,525 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 1,597 21,815 SH   DFND 21 21,815 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,526 27,835 SH   DFND 4 27,835 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 30,993 565,460 SH   DFND 17 466,865 0 98,595
DELTA AIR LINES INC DEL COM NEW 247361702 270 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 31,041 566,346 SH   DFND 21 551,725 0 14,621
DELTA AIR LINES INC DEL CALL 247361902 1,853 33,800 SH Call DFND 4 33,800 0 0
DELTA AIR LINES INC DEL PUT 247361952 18,542 338,300 SH Put DFND 4 338,300 0 0
DENBURY RES INC COM NEW 247916208 97 35,241 SH   DFND 20 35,241 0 0
DENBURY RES INC COM NEW 247916208 303 110,591 SH   DFND 21 110,591 0 0
DELUXE CORP COM 248019101 27,905 377,050 SH   DFND 17 377,050 0 0
DELUXE CORP COM 248019101 42 565 SH   DFND 20 565 0 0
DELUXE CORP COM 248019101 10,053 135,835 SH   DFND 21 76,182 0 59,653
DENALI THERAPEUTICS INC COM 24823R105 3,310 168,090 SH   DFND 17 168,090 0 0
DENALI THERAPEUTICS INC COM 24823R105 1,343 68,200 SH   DFND 24 68,200 0 0
DENTSPLY SIRONA INC COM 24906P109 224 4,461 SH   DFND 17 4,461 0 0
DENTSPLY SIRONA INC COM 24906P109 718 14,265 SH   DFND 21 0 0 14,265
DEPOMED INC NOTE 2.500% 9/0 249908AA2 22,495 27,615,000 PRN   DFND 17 27,615,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 24,084 757,593 SH   DFND 4 757,593 0 0
DEVON ENERGY CORP NEW COM 25179M103 113,231 3,561,842 SH   DFND 17 3,481,144 0 80,698
DEVON ENERGY CORP NEW CALL 25179M903 388 12,200 SH Call DFND 4 12,200 0 0
DEVON ENERGY CORP NEW PUT 25179M953 4,892 153,900 SH Put DFND 4 153,900 0 0
DEXCOM INC COM 252131107 12,003 161,858 SH   DFND 17 131,355 0 30,503
DEXCOM INC COM 252131107 106 1,435 SH   DFND 21 1,435 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,357 160,800 SH   DFND 17 160,800 0 0
DIAMONDBACK ENERGY INC COM 25278X109 14,090 111,365 SH   DFND 17 111,365 0 0
DIAMONDBACK ENERGY INC COM 25278X109 54 427 SH   DFND 21 427 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,265 10,000 SH   DFND 24 10,000 0 0
DICKS SPORTING GOODS INC COM 253393102 2,665 76,026 SH   DFND 21 7,662 0 68,364
DIGITAL RLTY TR INC COM 253868103 43,990 417,440 SH   DFND 4 417,440 0 0
DIGITAL RLTY TR INC COM 253868103 11,826 112,226 SH   DFND 17 112,226 0 0
DIGITAL RLTY TR INC CALL 253868903 1,012 9,600 SH Call DFND 4 9,600 0 0
DIGITAL RLTY TR INC PUT 253868953 9,063 86,000 SH Put DFND 4 86,000 0 0
DILLARDS INC CL A 254067101 679 8,456 SH   DFND 21 8,456 0 0
DINE BRANDS GLOBAL INC COM 254423106 215 3,280 SH   DFND 17 0 0 3,280
DISNEY WALT CO COM DISNEY 254687106 41,175 409,951 SH   DFND 4 409,951 0 0
DISNEY WALT CO COM DISNEY 254687106 158,733 1,580,375 SH   DFND 17 1,578,375 0 2,000
DISNEY WALT CO COM DISNEY 254687106 11,718 116,667 SH   DFND 20 0 0 116,667
DISNEY WALT CO COM DISNEY 254687106 36,131 359,730 SH   DFND 21 305,265 0 54,465
DISNEY WALT CO COM DISNEY 254687106 81 803 SH   DFND 24 803 0 0
DISNEY WALT CO CALL 254687906 12,686 126,300 SH Call DFND 4 126,300 0 0
DISNEY WALT CO PUT 254687956 74,436 741,100 SH Put DFND 4 741,100 0 0
DISCOVER FINL SVCS COM 254709108 35,809 497,830 SH   DFND 4 497,830 0 0
DISCOVER FINL SVCS COM 254709108 20,763 288,651 SH   DFND 17 288,651 0 0
DISCOVER FINL SVCS COM 254709108 3,390 47,130 SH   DFND 21 44,060 0 3,070
DISCOVER FINL SVCS CALL 254709908 1,158 16,100 SH Call DFND 4 16,100 0 0
DISCOVER FINL SVCS PUT 254709958 13,365 185,800 SH Put DFND 4 185,800 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 63 2,961 SH   DFND 17 2,961 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,266 59,063 SH   DFND 21 59,063 0 0
DISH NETWORK CORP CL A 25470M109 13,237 349,356 SH   DFND 4 349,356 0 0
DISH NETWORK CORP CL A 25470M109 165 4,357 SH   DFND 17 4,357 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,314 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 101,857 106,115,000 PRN   DFND 17 100,350,000 0 5,765,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 92,480 104,430,000 PRN   DFND 17 103,385,000 0 1,045,000
DR REDDYS LABS LTD ADR 256135203 475 14,532 SH   DFND 21 14,532 0 0
DOLBY LABORATORIES INC COM 25659T107 74,182 1,167,119 SH   DFND 17 1,088,380 0 78,739
DOLLAR GEN CORP NEW COM 256677105 1,382 14,777 SH   DFND 4 14,777 0 0
DOLLAR GEN CORP NEW COM 256677105 465 4,972 SH   DFND 17 4,972 0 0
DOLLAR GEN CORP NEW COM 256677105 6,965 74,457 SH   DFND 21 1,797 0 72,660
DOLLAR GEN CORP NEW CALL 256677905 1,244 13,300 SH Call DFND 4 13,300 0 0
DOLLAR GEN CORP NEW PUT 256677955 13,537 144,700 SH Put DFND 4 144,700 0 0
DOLLAR TREE INC COM 256746108 2,723 28,694 SH   DFND 4 28,694 0 0
DOLLAR TREE INC COM 256746108 39,621 417,507 SH   DFND 17 322,392 0 95,115
DOLLAR TREE INC COM 256746108 6,190 65,231 SH   DFND 21 34,143 0 31,088
DOLLAR TREE INC CALL 256746908 1,120 11,800 SH Call DFND 4 11,800 0 0
DOLLAR TREE INC PUT 256746958 11,511 121,300 SH Put DFND 4 121,300 0 0
DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 172 11,185 SH   DFND 4 11,185 0 0
DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 26 1,690 SH   DFND 17 1,690 0 0
DOMINION ENERGY INC COM 25746U109 4,613 68,414 SH   DFND 4 68,414 0 0
DOMINION ENERGY INC COM 25746U109 887 13,152 SH   DFND 17 13,152 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 76,577 1,650,000 SH   DFND 17 1,650,000 0 0
DOMINION ENERGY INC CALL 25746U909 3,210 47,600 SH Call DFND 4 47,600 0 0
DOMINION ENERGY INC PUT 25746U959 17,134 254,100 SH Put DFND 4 254,100 0 0
DOMTAR CORP COM NEW 257559203 3,168 74,526 SH   DFND 17 70,785 0 3,741
DOMTAR CORP COM NEW 257559203 41 973 SH   DFND 20 973 0 0
DOMTAR CORP COM NEW 257559203 29,281 688,761 SH   DFND 21 456,079 0 232,682
DONALDSON INC COM 257651109 400 8,881 SH   DFND 21 2,151 0 6,730
DONALDSON INC COM 257651109 7,570 168,040 SH   DFND 24 168,040 0 0
DONEGAL GROUP INC CL A 257701201 1,617 102,319 SH   DFND 17 102,319 0 0
DONEGAL GROUP INC CL A 257701201 764 48,368 SH   DFND 21 45,130 0 3,238
DOUGLAS EMMETT INC COM 25960P109 15,942 433,685 SH   DFND 4 433,685 0 0
DOVER CORP COM 260003108 292 2,974 SH   DFND 17 2,974 0 0
DOVER CORP COM 260003108 4,208 42,845 SH   DFND 21 0 0 42,845
DOWDUPONT INC COM 26078J100 20,863 327,468 SH   DFND 4 327,468 0 0
DOWDUPONT INC COM 26078J100 201,084 3,156,241 SH   DFND 17 2,766,000 0 390,241
DOWDUPONT INC COM 26078J100 19,554 306,916 SH   DFND 20 306,916 0 0
DOWDUPONT INC COM 26078J100 129,812 2,037,540 SH   DFND 21 1,830,018 0 207,522
DOWDUPONT INC COM 26078J100 3,695 58,000 SH   DFND 24 58,000 0 0
DOWDUPONT INC CALL 26078J900 12,544 196,900 SH Call DFND 4 196,900 0 0
DOWDUPONT INC PUT 26078J950 84,059 1,319,400 SH Put DFND 4 1,319,400 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,605 22,004 SH   DFND 17 12,947 0 9,057
DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,038 211,502 SH   DFND 21 171,513 0 39,989
DR PEPPER SNAPPLE GROUP INC CALL 26138E909 3,634 30,700 SH Call DFND 4 30,700 0 0
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 1,042 8,800 SH Put DFND 4 8,800 0 0
DROPBOX INC CL A 26210C104 1,169 37,410 SH   DFND 17 30,730 0 6,680
DUCOMMUN INC DEL COM 264147109 1,082 35,623 SH   DFND 17 31,705 0 3,918
DUKE REALTY CORP COM NEW 264411505 30,810 1,163,511 SH   DFND 4 1,163,511 0 0
DUKE REALTY CORP COM NEW 264411505 182 6,873 SH   DFND 17 6,873 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 768 9,914 SH   DFND 4 9,914 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 15,138 195,405 SH   DFND 17 140,907 0 54,498
DUKE ENERGY CORP NEW COM NEW 26441C204 147 1,893 SH   DFND 20 1,893 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 37,493 483,973 SH   DFND 21 303,711 0 180,262
DUKE ENERGY CORP NEW CALL 26441C904 4,493 58,000 SH Call DFND 4 58,000 0 0
DUKE ENERGY CORP NEW PUT 26441C954 19,011 245,400 SH Put DFND 4 245,400 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 87,562 70,740,000 PRN   DFND 17 66,945,000 0 3,795,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 416 20,955 SH   DFND 17 7,200 0 13,755
DYNEX CAP INC COM NEW 26817Q506 1,114 168,036 SH   DFND 17 168,036 0 0
DYNEX CAP INC COM NEW 26817Q506 3,326 501,683 SH   DFND 21 388,663 0 113,020
DYNEGY INC NEW DEL COM 26817R108 53 195,310 SH   DFND 4 181,639 0 13,671
DYNEGY INC NEW DEL COM 26817R108 18,387 1,359,978 SH   DFND 17 1,359,978 0 0
EOG RES INC COM 26875P101 2,974 28,254 SH   DFND 4 28,254 0 0
EOG RES INC COM 26875P101 98,011 931,048 SH   DFND 17 824,132 0 106,916
EOG RES INC COM 26875P101 20,481 194,553 SH   DFND 20 40,592 0 153,961
EOG RES INC COM 26875P101 75,399 716,240 SH   DFND 21 597,921 0 118,319
EOG RES INC COM 26875P101 1,474 14,000 SH   DFND 24 14,000 0 0
EOG RES INC CALL 26875P901 3,906 37,100 SH Call DFND 4 37,100 0 0
EOG RES INC PUT 26875P951 30,686 291,500 SH Put DFND 4 291,500 0 0
EQT CORP COM 26884L109 11 240 SH   DFND 4 240 0 0
EQT CORP COM 26884L109 219 4,600 SH   DFND 17 4,600 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 773 13,095 SH   DFND 4 13,095 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 11,133 188,600 SH   DFND 17 188,600 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 18,615 335,953 SH   DFND 17 291,263 0 44,690
E TRADE FINANCIAL CORP COM NEW 269246401 588 10,615 SH   DFND 20 10,615 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 28,253 509,881 SH   DFND 21 486,844 0 23,037
EAGLE MATERIALS INC COM 26969P108 7,684 74,561 SH   DFND 17 49,165 0 25,396
EAGLE MATERIALS INC COM 26969P108 515 5,000 SH   DFND 24 5,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 5,570 105,722 SH   DFND 17 105,722 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,491 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 19,587 313,196 SH   DFND 17 313,196 0 0
EAST WEST BANCORP INC COM 27579R104 6,551 104,745 SH   DFND 21 60,356 0 44,389
EASTGROUP PPTY INC COM 277276101 11,771 142,405 SH   DFND 4 142,405 0 0
EASTGROUP PPTY INC COM 277276101 3,031 36,668 SH   DFND 21 0 0 36,668
EASTMAN CHEM CO COM 277432100 148,114 1,402,863 SH   DFND 17 1,389,573 0 13,290
EASTMAN CHEM CO COM 277432100 735 6,958 SH   DFND 20 6,958 0 0
EASTMAN CHEM CO COM 277432100 33,897 321,056 SH   DFND 21 173,137 0 147,919
EBAY INC COM 278642103 2,357 58,575 SH   DFND 17 58,575 0 0
EBAY INC COM 278642103 28,247 701,952 SH   DFND 21 524,955 0 176,997
EBAY INC CALL 278642903 5,618 139,600 SH Call DFND 4 139,600 0 0
EBAY INC PUT 278642953 21,718 539,700 SH Put DFND 4 539,700 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,510 127,167 SH   DFND 17 127,167 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 62,235 61,820,000 PRN   DFND 17 56,225,000 0 5,595,000
ECHOSTAR CORP CL A 278768106 316 5,994 SH   DFND 17 5,994 0 0
ECHOSTAR CORP CL A 278768106 1,899 35,986 SH   DFND 21 35,986 0 0
ECOLAB INC COM 278865100 7,486 54,614 SH   DFND 17 54,614 0 0
ECOLAB INC COM 278865100 19,791 144,383 SH   DFND 20 14,800 0 129,583
ECOLAB INC COM 278865100 170,146 1,241,310 SH   DFND 21 1,160,436 0 80,874
ECOLAB INC COM 278865100 5,258 38,360 SH   DFND 24 38,360 0 0
ECOLAB INC CALL 278865900 4,071 29,700 SH Call DFND 4 29,700 0 0
ECOLAB INC PUT 278865950 24,796 180,900 SH Put DFND 4 180,900 0 0
EDGEWELL PERS CARE CO COM 28035Q102 93 1,910 SH   DFND 17 1,910 0 0
EDGEWELL PERS CARE CO COM 28035Q102 78 1,589 SH   DFND 20 1,589 0 0
EDGEWELL PERS CARE CO COM 28035Q102 223 4,572 SH   DFND 21 4,572 0 0
EDISON INTL COM 281020107 20,627 324,018 SH   DFND 17 177,303 0 146,715
EDISON INTL COM 281020107 704 11,064 SH   DFND 20 11,064 0 0
EDISON INTL COM 281020107 33,578 527,459 SH   DFND 21 407,121 0 120,338
EDISON INTL CALL 281020907 376 5,900 SH Call DFND 4 5,900 0 0
EDISON INTL PUT 281020957 2,190 34,400 SH Put DFND 4 34,400 0 0
EDITAS MEDICINE INC COM 28106W103 3,368 101,595 SH   DFND 17 101,595 0 0
EDITAS MEDICINE INC COM 28106W103 1,309 39,500 SH   DFND 24 39,500 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 6,574 200,730 SH   DFND 4 200,730 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 17,528 125,634 SH   DFND 17 106,759 0 18,875
EDWARDS LIFESCIENCES CORP COM 28176E108 522 3,738 SH   DFND 21 3,545 0 193
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,353 9,700 SH Call DFND 4 9,700 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 17,580 126,000 SH Put DFND 4 126,000 0 0
EGAIN CORP COM NEW 28225C806 1,123 141,200 SH   DFND 17 125,703 0 15,497
ELDORADO RESORTS INC COM 28470R102 1,476 44,733 SH   DFND 17 44,733 0 0
ELDORADO GOLD CORP NEW COM 284902103 4,687 5,594,696 SH   DFND 21 5,594,696 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 3,220 166,603 SH   DFND 21 166,603 0 0
ELECTRONIC ARTS INC COM 285512109 6,484 53,477 SH   DFND 4 53,477 0 0
ELECTRONIC ARTS INC COM 285512109 11,139 91,874 SH   DFND 17 90,149 0 1,725
ELECTRONIC ARTS INC COM 285512109 22,837 188,361 SH   DFND 21 188,361 0 0
ELECTRONIC ARTS INC CALL 285512909 4,437 36,600 SH Call DFND 4 36,600 0 0
ELECTRONIC ARTS INC PUT 285512959 27,073 223,300 SH Put DFND 4 223,300 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,288 5,450,000 PRN   DFND 17 5,450,000 0 0
EMCOR GROUP INC COM 29084Q100 30,411 390,240 SH   DFND 17 390,240 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,822 72,590 SH   DFND 17 49,710 0 22,880
EMERGENT BIOSOLUTIONS INC COM 29089Q105 44 840 SH   DFND 20 840 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,076 39,428 SH   DFND 21 8,206 0 31,222
EMERSON ELEC CO COM 291011104 1,587 23,229 SH   DFND 4 23,229 0 0
EMERSON ELEC CO COM 291011104 824 12,060 SH   DFND 17 12,060 0 0
EMERSON ELEC CO COM 291011104 1,298 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 2,773 40,600 SH Call DFND 4 40,600 0 0
EMERSON ELEC CO PUT 291011954 18,755 274,600 SH Put DFND 4 274,600 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 1,048 170,434 SH   DFND 4 170,434 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,422 35,160 SH   DFND 17 6,712 0 28,448
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 8,983 377,613 SH   DFND 17 377,613 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 776 56,589 SH   DFND 4 56,589 0 0
ENBRIDGE INC COM 29250N105 271 8,630 SH   DFND 21 8,630 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 23,785 20,750,000 PRN   DFND 17 20,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 44,656 44,550,000 PRN   DFND 17 44,550,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 43,419 37,015,000 PRN   DFND 17 31,210,000 0 5,805,000
ENCORE WIRE CORP COM 292562105 684 12,065 SH   DFND 21 12,065 0 0
ENCOMPASS HEALTH CORP COM 29261A100 51,276 896,903 SH   DFND 17 896,903 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,600 27,983 SH   DFND 21 15,623 0 12,360
ENERGEN CORP COM 29265N108 11,317 180,029 SH   DFND 17 119,031 0 60,998
ENERGY RECOVERY INC COM 29270J100 905 110,146 SH   DFND 17 110,146 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 28,069 471,112 SH   DFND 17 471,112 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,074 18,033 SH   DFND 21 6,524 0 11,509
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 503 35,420 SH   DFND 4 35,420 0 0
ENERSYS COM 29275Y102 24,789 357,351 SH   DFND 17 357,351 0 0
ENERSYS COM 29275Y102 850 12,247 SH   DFND 21 12,247 0 0
ENERPLUS CORP COM 292766102 33 2,963 SH   DFND 20 2,963 0 0
ENERPLUS CORP COM 292766102 3,914 348,279 SH   DFND 21 348,279 0 0
ENERGY XXI GULF COAST INC COM 29276K101 988 257,274 SH   DFND 17 257,274 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 211 33,000 SH   DFND 21 33,000 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 6,565 404,738 SH   DFND 4 404,738 0 0
ENNIS INC COM 293389102 17,765 901,753 SH   DFND 17 875,986 0 25,767
ENNIS INC COM 293389102 872 44,272 SH   DFND 21 26,039 0 18,233
ENPRO INDS INC COM 29355X107 8,107 104,769 SH   DFND 17 66,602 0 38,167
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 48,225 60,000,000 PRN   DFND 4 60,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 60,697 75,400,000 PRN   DFND 17 69,050,000 0 6,350,000
ENTEGRIS INC COM 29362U104 16,315 468,832 SH   DFND 17 345,845 0 122,987
ENTEGRIS INC COM 29362U104 107 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 4,436 127,479 SH   DFND 21 28,402 0 99,077
ENTERGY CORP NEW COM 29364G103 132,984 1,688,048 SH   DFND 17 1,671,465 0 16,583
ENTERGY CORP NEW COM 29364G103 934 11,862 SH   DFND 20 11,862 0 0
ENTERGY CORP NEW COM 29364G103 55,417 703,436 SH   DFND 21 439,387 0 264,049
ENTERPRISE FINL SVCS CORP COM 293712105 5,137 109,533 SH   DFND 17 92,354 0 17,179
ENTERPRISE PRODS PARTNERS L COM 293792107 7,135 291,445 SH   DFND 4 291,445 0 0
ENVESTNET INC COM 29404K106 935 16,325 SH   DFND 17 0 0 16,325
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 25,982 23,525,000 PRN   DFND 17 18,120,000 0 5,405,000
ENZO BIOCHEM INC COM 294100102 1,673 305,383 SH   DFND 17 250,418 0 54,965
EPAM SYS INC COM 29414B104 19,722 172,212 SH   DFND 17 121,176 0 51,036
EPAM SYS INC COM 29414B104 1,306 11,400 SH   DFND 21 11,400 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,098 28,565 SH   DFND 17 28,565 0 0
ENVISION HEALTHCARE CORP COM 29414D100 426 11,089 SH   DFND 21 0 0 11,089
EPLUS INC COM 294268107 392 5,040 SH   DFND 17 5,040 0 0
EPLUS INC COM 294268107 1,532 19,720 SH   DFND 21 18,100 0 1,620
EQUIFAX INC COM 294429105 8,849 75,111 SH   DFND 17 61,363 0 13,748
EQUINIX INC COM PAR $0.001 29444U700 51,436 123,011 SH   DFND 4 123,011 0 0
EQUINIX INC COM PAR $0.001 29444U700 31,858 76,189 SH   DFND 17 60,811 0 15,378
EQUINIX INC COM PAR $0.001 29444U700 314 751 SH   DFND 21 0 0 751
EQUINIX INC CALL 29444U900 2,091 5,000 SH Call DFND 4 5,000 0 0
EQUINIX INC PUT 29444U950 22,830 54,600 SH Put DFND 4 54,600 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 2,535 64,734 SH   DFND 17 64,734 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,829 146,166 SH   DFND 17 101,377 0 44,789
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,007 22,862 SH   DFND 21 20,718 0 2,144
EQUITY RESIDENTIAL SH BEN INT 29476L107 61,506 998,143 SH   DFND 4 998,143 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 439 7,122 SH   DFND 17 7,122 0 0
EQUITY RESIDENTIAL CALL 29476L907 2,323 37,700 SH Call DFND 4 37,700 0 0
EQUITY RESIDENTIAL PUT 29476L957 10,537 171,000 SH Put DFND 4 171,000 0 0
ERIE INDTY CO CL A 29530P102 1,412 12,001 SH   DFND 21 12,001 0 0
ESCO TECHNOLOGIES INC COM 296315104 270 4,615 SH   DFND 17 4,615 0 0
ESCO TECHNOLOGIES INC COM 296315104 733 12,525 SH   DFND 21 12,525 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,624 22,451 SH   DFND 17 21,719 0 732
ESSEX PPTY TR INC COM 297178105 35,625 148,018 SH   DFND 4 148,018 0 0
ESSEX PPTY TR INC COM 297178105 2,694 11,193 SH   DFND 17 11,193 0 0
ESSEX PPTY TR INC COM 297178105 142 588 SH   DFND 21 588 0 0
ETSY INC COM 29786A106 908 32,345 SH   DFND 17 0 0 32,345
ETSY INC COM 29786A106 167 5,953 SH   DFND 21 0 0 5,953
EURONET WORLDWIDE INC COM 298736109 4,999 63,342 SH   DFND 17 8,221 0 55,121
EURONET WORLDWIDE INC COM 298736109 90 1,138 SH   DFND 20 1,138 0 0
EURONET WORLDWIDE INC COM 298736109 15,870 201,089 SH   DFND 21 154,438 0 46,651
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 13,852 11,860,000 PRN   DFND 17 9,135,000 0 2,725,000
EVANS BANCORP INC COM NEW 29911Q208 792 17,497 SH   DFND 17 15,554 0 1,943
EVERCORE INC CLASS A 29977A105 159 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 2,397 27,490 SH   DFND 21 27,490 0 0
EVERBRIDGE INC COM 29978A104 11,555 315,720 SH   DFND 17 242,842 0 72,878
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 18,411 14,575,000 PRN   DFND 17 11,215,000 0 3,360,000
EVERI HLDGS INC COM 30034T103 102 15,585 SH   DFND 17 0 0 15,585
EVERI HLDGS INC COM 30034T103 135 20,584 SH   DFND 21 20,584 0 0
EVERSOURCE ENERGY COM 30040W108 429 7,288 SH   DFND 17 6,119 0 1,169
EVERSOURCE ENERGY COM 30040W108 1,188 20,167 SH   DFND 21 14,381 0 5,786
EVOLUTION PETROLEUM CORP COM 30049A107 3,060 380,155 SH   DFND 17 367,809 0 12,346
EVOLENT HEALTH INC CL A 30050B101 181 12,706 SH   DFND 21 12,706 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 18,068 17,800,000 PRN   DFND 17 17,800,000 0 0
EXACT SCIENCES CORP COM 30063P105 785 19,455 SH   DFND 17 2,560 0 16,895
EXACT SCIENCES CORP COM 30063P105 132 3,264 SH   DFND 21 3,264 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 90,727 102,125,000 PRN   DFND 17 95,675,000 0 6,450,000
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 2,091 50,000 SH   DFND 24 50,000 0 0
EXELON CORP COM 30161N101 12,024 308,230 SH   DFND 17 298,646 0 9,584
EXELON CORP COM 30161N101 1,867 47,855 SH   DFND 20 47,855 0 0
EXELON CORP COM 30161N101 58,378 1,496,486 SH   DFND 21 982,311 0 514,175
EXELON CORP CALL 30161N901 3,054 78,300 SH Call DFND 4 78,300 0 0
EXELON CORP PUT 30161N951 11,512 295,100 SH Put DFND 4 295,100 0 0
EXELIXIS INC COM 30161Q104 19,749 891,616 SH   DFND 17 794,244 0 97,372
EXELIXIS INC COM 30161Q104 5,072 229,000 SH   DFND 24 229,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 198 3,555 SH   DFND 17 3,555 0 0
EXLSERVICE HOLDINGS INC COM 302081104 839 15,041 SH   DFND 21 3,278 0 11,763
EXPEDIA GROUP INC COM NEW 30212P303 687 6,220 SH   DFND 17 2,468 0 3,752
EXPEDITORS INTL WASH INC COM 302130109 214 3,383 SH   DFND 17 3,383 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,785 112,691 SH   DFND 4 112,691 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,935 201,724 SH   DFND 17 198,741 0 2,983
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,036 14,995 SH   DFND 20 14,995 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 47,757 691,332 SH   DFND 21 540,636 0 150,696
EXPRESS SCRIPTS HLDG CO CALL 30219G908 1,838 26,600 SH Call DFND 4 26,600 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 18,721 271,000 SH Put DFND 4 271,000 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,492 126,025 SH   DFND 17 126,025 0 0
EXTRA SPACE STORAGE INC COM 30225T102 212 2,430 SH   DFND 17 2,430 0 0
EXTREME NETWORKS INC COM 30226D106 9,559 863,467 SH   DFND 17 566,765 0 296,702
EXTREME NETWORKS INC COM 30226D106 3,978 359,313 SH   DFND 21 322,453 0 36,860
EXTERRAN CORP COM 30227H106 773 28,945 SH   DFND 17 15,905 0 13,040
EXXON MOBIL CORP COM 30231G102 30,970 415,086 SH   DFND 4 415,086 0 0
EXXON MOBIL CORP COM 30231G102 76,007 1,018,729 SH   DFND 17 960,571 0 58,158
EXXON MOBIL CORP COM 30231G102 1,518 20,340 SH   DFND 20 20,340 0 0
EXXON MOBIL CORP COM 30231G102 213,771 2,865,173 SH   DFND 21 2,095,547 0 769,626
EXXON MOBIL CORP COM 30231G102 1,716 23,000 SH   DFND 24 23,000 0 0
EXXON MOBIL CORP CALL 30231G902 29,001 388,700 SH Call DFND 4 388,700 0 0
EXXON MOBIL CORP PUT 30231G952 123,830 1,659,700 SH Put DFND 4 1,659,700 0 0
F M C CORP COM NEW 302491303 19,196 250,698 SH   DFND 17 225,228 0 25,470
F M C CORP COM NEW 302491303 1,640 21,416 SH   DFND 21 9,685 0 11,731
F M C CORP COM NEW 302491303 3,637 47,500 SH   DFND 24 47,500 0 0
FNB CORP PA COM 302520101 26,650 1,981,423 SH   DFND 17 1,981,423 0 0
FTI CONSULTING INC COM 302941109 290 5,988 SH   DFND 17 5,988 0 0
FTI CONSULTING INC COM 302941109 6,144 126,913 SH   DFND 21 117,475 0 9,438
FACEBOOK INC CL A 30303M102 97,198 608,288 SH   DFND 4 608,288 0 0
FACEBOOK INC CL A 30303M102 634,552 3,971,162 SH   DFND 17 3,500,036 0 471,126
FACEBOOK INC CL A 30303M102 16,971 106,206 SH   DFND 20 42,509 0 63,697
FACEBOOK INC CL A 30303M102 382,929 2,396,454 SH   DFND 21 1,974,395 0 422,059
FACEBOOK INC CALL 30303M902 27,005 169,000 SH Call DFND 4 169,000 0 0
FACEBOOK INC CALL 30303M902 38,062 238,200 SH Call DFND 17 238,200 0 0
FACEBOOK INC PUT 30303M952 192,307 1,203,500 SH Put DFND 4 1,203,500 0 0
FAIR ISAAC CORP COM 303250104 1,858 10,969 SH   DFND 17 10,969 0 0
FANG HLDGS LTD ADR 30711Y102 216 42,100 SH   DFND 17 19,900 0 22,200
FANG HLDGS LTD ADR 30711Y102 514 100,000 SH   DFND 24 100,000 0 0
FASTENAL CO COM 311900104 298 5,452 SH   DFND 17 5,452 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,102 12,665 SH   DFND 17 2,371 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 2,112 24,267 SH   DFND 21 1,769 0 22,498
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13,616 117,271 SH   DFND 4 117,271 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 164 1,413 SH   DFND 17 1,413 0 0
FEDEX CORP COM 31428X106 4,553 18,961 SH   DFND 4 18,961 0 0
FEDEX CORP COM 31428X106 30,508 127,057 SH   DFND 17 123,072 0 3,985
FEDEX CORP COM 31428X106 883 3,679 SH   DFND 20 3,679 0 0
FEDEX CORP COM 31428X106 51,374 213,962 SH   DFND 21 152,367 0 61,595
FEDEX CORP CALL 31428X906 4,178 17,400 SH Call DFND 4 17,400 0 0
FEDEX CORP PUT 31428X956 30,278 126,100 SH Put DFND 4 126,100 0 0
FIBROGEN INC COM 31572Q808 532 11,506 SH   DFND 17 11,506 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,506 15,642 SH   DFND 4 15,642 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 15,409 160,006 SH   DFND 17 154,137 0 5,869
FIDELITY NATL INFORMATION SV COM 31620M106 438 4,547 SH   DFND 20 4,547 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 16,363 169,919 SH   DFND 21 116,720 0 53,199
FIDELITY NATL INFORMATION SV CALL 31620M906 2,273 23,600 SH Call DFND 4 23,600 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 16,689 173,300 SH Put DFND 4 173,300 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 10,417 451,547 SH   DFND 17 451,547 0 0
FIFTH THIRD BANCORP COM 316773100 371 11,670 SH   DFND 4 11,670 0 0
FIFTH THIRD BANCORP COM 316773100 12,163 383,075 SH   DFND 17 383,075 0 0
FIFTH THIRD BANCORP COM 316773100 925 29,144 SH   DFND 21 29,144 0 0
FIFTH THIRD BANCORP CALL 316773900 762 24,000 SH Call DFND 4 24,000 0 0
FIFTH THIRD BANCORP PUT 316773950 7,134 224,700 SH Put DFND 4 224,700 0 0
51JOB INC SP ADR REP COM 316827104 10,247 119,095 SH   DFND 17 117,795 0 1,300
FINISAR CORP COM NEW 31787A507 409 25,846 SH   DFND 17 25,846 0 0
FINISAR CORP COM NEW 31787A507 652 41,217 SH   DFND 21 2,887 0 38,330
FINISAR CORP NOTE 0.500%12/1 31787AAP6 89,815 99,765,000 PRN   DFND 17 99,765,000 0 0
FINISH LINE INC CL A 317923100 137 10,136 SH   DFND 21 10,136 0 0
FIREEYE INC COM 31816Q101 48,691 2,876,015 SH   DFND 17 2,876,015 0 0
FIREEYE INC COM 31816Q101 183 10,793 SH   DFND 21 10,793 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 33,520 35,280,000 PRN   DFND 17 35,280,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 38,410 41,190,000 PRN   DFND 17 41,190,000 0 0
FIRST AMERN FINL CORP COM 31847R102 35,633 607,235 SH   DFND 17 598,139 0 9,096
FIRST AMERN FINL CORP COM 31847R102 680 11,586 SH   DFND 20 11,586 0 0
FIRST AMERN FINL CORP COM 31847R102 56,791 967,810 SH   DFND 21 503,651 0 464,159
FIRST BANCORP P R COM NEW 318672706 699 116,189 SH   DFND 17 116,189 0 0
FIRST BANCORP P R COM NEW 318672706 1,765 293,141 SH   DFND 21 265,533 0 27,608
FIRST BANCORP N C COM 318910106 3,687 103,435 SH   DFND 17 103,435 0 0
FIRST BANCORP N C COM 318910106 962 26,994 SH   DFND 21 21,238 0 5,756
FIRST DEFIANCE FINL CORP COM 32006W106 2,925 51,034 SH   DFND 17 51,034 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,924 120,270 SH   DFND 17 86,470 0 33,800
FIRST DATA CORP NEW COM CL A 32008D106 121 7,549 SH   DFND 21 7,549 0 0
FIRST FINL BANCORP OH COM 320209109 243 8,265 SH   DFND 21 0 0 8,265
FIRST FNDTN INC COM 32026V104 2,813 151,709 SH   DFND 17 151,709 0 0
FIRST HORIZON NATL CORP COM 320517105 23,349 1,240,000 SH   DFND 17 1,240,000 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,303 386,680 SH   DFND 17 254,354 0 132,326
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,927 236,994 SH   DFND 21 0 0 236,994
FIRST INTERNET BANCORP COM 320557101 3,255 87,976 SH   DFND 17 85,050 0 2,926
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 27,359 691,748 SH   DFND 17 691,748 0 0
FIRST MERCHANTS CORP COM 320817109 13,952 334,569 SH   DFND 17 230,677 0 103,892
FIRST MERCHANTS CORP COM 320817109 1,205 28,896 SH   DFND 21 11,251 0 17,645
FIRST MIDWEST BANCORP DEL COM 320867104 23,231 944,749 SH   DFND 17 944,749 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 13,342 144,065 SH   DFND 17 122,675 0 21,390
FIRST SOLAR INC COM 336433107 768 10,821 SH   DFND 21 4,670 0 6,151
FIRST SOLAR INC COM 336433107 4,259 60,000 SH   DFND 24 60,000 0 0
1ST SOURCE CORP COM 336901103 3,579 70,700 SH   DFND 17 70,700 0 0
FIRSTCASH INC COM 33767D105 901 11,085 SH   DFND 17 0 0 11,085
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 338 4,610 SH   DFND 17 4,610 0 0
FISERV INC COM 337738108 868 12,173 SH   DFND 4 12,173 0 0
FISERV INC COM 337738108 581 8,147 SH   DFND 17 8,147 0 0
FISERV INC COM 337738108 546 7,660 SH   DFND 21 1,610 0 6,050
FISERV INC CALL 337738908 1,112 15,600 SH Call DFND 4 15,600 0 0
FISERV INC PUT 337738958 16,080 225,500 SH Put DFND 4 225,500 0 0
FIRSTENERGY CORP COM 337932107 290 8,533 SH   DFND 17 8,533 0 0
FIRSTENERGY CORP COM 337932107 11,086 325,973 SH   DFND 21 38,595 0 287,378
FITBIT INC CL A 33812L102 34,338 6,732,865 SH   DFND 17 6,732,865 0 0
FITBIT INC CL A 33812L102 94 18,431 SH   DFND 21 18,431 0 0
FIVE9 INC COM 338307101 17,825 598,348 SH   DFND 17 502,989 0 95,359
FIVE9 INC COM 338307101 3,916 131,457 SH   DFND 21 131,457 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,842 23,912 SH   DFND 17 23,912 0 0
FLEXION THERAPEUTICS INC COM 33938J106 6,922 308,895 SH   DFND 17 213,066 0 95,829
FLOOR & DECOR HLDGS INC CL A 339750101 24,820 476,210 SH   DFND 17 447,145 0 29,065
FLUOR CORP NEW COM 343412102 58,335 1,019,494 SH   DFND 17 1,019,494 0 0
FLOWERS FOODS INC COM 343498101 159 7,295 SH   DFND 17 7,295 0 0
FLOWERS FOODS INC COM 343498101 3,219 147,253 SH   DFND 21 147,253 0 0
FLOWSERVE CORP COM 34354P105 107 2,458 SH   DFND 17 2,458 0 0
FLOWSERVE CORP COM 34354P105 3,930 90,691 SH   DFND 21 87,229 0 3,462
FLY LEASING LTD SPONSORED ADR 34407D109 299 22,481 SH   DFND 21 22,481 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2 24 SH   DFND 17 24 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 278 3,045 SH   DFND 21 0 0 3,045
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 485 5,300 SH   DFND 24 5,300 0 0
FOOT LOCKER INC COM 344849104 105 2,312 SH   DFND 17 2,312 0 0
FOOT LOCKER INC COM 344849104 4,946 108,613 SH   DFND 21 64,638 0 43,975
FORD MTR CO DEL COM PAR $0.01 345370860 3,336 301,083 SH   DFND 4 301,083 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 110,866 10,005,996 SH   DFND 17 9,160,860 0 845,136
FORD MTR CO DEL COM PAR $0.01 345370860 14,543 1,312,568 SH   DFND 21 1,014,622 0 297,946
FORD MTR CO DEL CALL 345370900 1,812 163,500 SH Call DFND 4 163,500 0 0
FORD MTR CO DEL PUT 345370950 17,803 1,606,800 SH Put DFND 4 1,606,800 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 13,071 645,175 SH   DFND 4 645,175 0 0
FORESTAR GROUP INC COM 346232101 207 9,777 SH   DFND 17 9,777 0 0
FORESTAR GROUP INC COM 346232101 1,430 67,607 SH   DFND 21 67,607 0 0
FORMFACTOR INC COM 346375108 5,726 419,455 SH   DFND 17 384,325 0 35,130
FORTIS INC COM 349553107 4,290 127,167 SH   DFND 17 127,167 0 0
FORTIS INC COM 349553107 888 26,324 SH   DFND 20 26,324 0 0
FORTIS INC COM 349553107 20,130 596,760 SH   DFND 21 458,521 0 138,239
FORTINET INC COM 34959E109 585 10,910 SH   DFND 17 10,910 0 0
FORTIVE CORP COM 34959J108 421 5,427 SH   DFND 4 5,427 0 0
FORTIVE CORP COM 34959J108 142,535 1,838,687 SH   DFND 17 1,632,127 0 206,560
FORTIVE CORP COM 34959J108 5,327 68,713 SH   DFND 20 68,713 0 0
FORTIVE CORP COM 34959J108 1,815 23,413 SH   DFND 21 16,807 0 6,606
FORTIVE CORP COM 34959J108 2,554 32,942 SH   DFND 24 32,942 0 0
FORTIVE CORP CALL 34959J908 1,287 16,600 SH Call DFND 4 16,600 0 0
FORTIVE CORP PUT 34959J958 12,512 161,400 SH Put DFND 4 161,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 866 14,707 SH   DFND 17 14,707 0 0
FORWARD AIR CORP COM 349853101 888 16,791 SH   DFND 17 16,791 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,044 45,219 SH   DFND 17 5,164 0 40,055
FOUR CORNERS PPTY TR INC COM 35086T109 1,233 53,389 SH   DFND 21 5,612 0 47,777
FRANCO NEVADA CORP COM 351858105 437 6,406 SH   DFND 21 6,406 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,542 108,639 SH   DFND 17 103,710 0 4,929
FRANKLIN RES INC COM 354613101 214 6,158 SH   DFND 17 6,158 0 0
FREEPORT-MCMORAN INC CL B 35671D857 20,613 1,173,192 SH   DFND 17 1,016,792 0 156,400
FREEPORT-MCMORAN INC CL B 35671D857 1,017 57,890 SH   DFND 20 57,890 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,328 189,402 SH   DFND 21 188,701 0 701
FREEPORT-MCMORAN INC CALL 35671D907 2,813 160,100 SH Call DFND 4 160,100 0 0
FREEPORT-MCMORAN INC PUT 35671D957 7,560 430,300 SH Put DFND 4 430,300 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 14,216 278,301 SH   DFND 17 278,301 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 15,705 1,366,815 SH   DFND 17 1,366,815 0 0
FUNKO INC COM CL A 361008105 406 49,438 SH   DFND 17 46,658 0 2,780
FUSION TELECOMM INTL INC COM NEW 36113B400 1,005 311,266 SH   DFND 17 276,935 0 34,331
GATX CORP COM 361448103 3,026 44,178 SH   DFND 17 33,249 0 10,929
GATX CORP COM 361448103 9,520 138,992 SH   DFND 21 131,167 0 7,825
GCI LIBERTY INC COM CLASS A 36164V305 201 3,809 SH   DFND 17 3,809 0 0
GGP INC COM 36174X101 41,925 2,049,129 SH   DFND 4 2,049,129 0 0
GGP INC COM 36174X101 251 12,248 SH   DFND 17 12,248 0 0
GGP INC COM 36174X101 3,472 169,677 SH   DFND 20 169,677 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 641 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 496 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 2,279 100,603 SH   DFND 17 96,584 0 4,019
G-III APPAREL GROUP LTD COM 36237H101 6,255 166,000 SH   DFND 17 118,834 0 47,166
GTT COMMUNICATIONS INC COM 362393100 15,441 272,328 SH   DFND 17 222,277 0 50,051
GMS INC COM 36251C103 684 22,380 SH   DFND 17 0 0 22,380
GAIA INC NEW CL A 36269P104 3,004 193,775 SH   DFND 17 187,593 0 6,182
GALLAGHER ARTHUR J & CO COM 363576109 1,755 25,538 SH   DFND 17 25,538 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,385 160,877 SH   DFND 17 78,778 0 82,099
GAMING & LEISURE PPTYS INC COM 36467J108 8,057 240,726 SH   DFND 21 197,078 0 43,648
GAMESTOP CORP NEW CL A 36467W109 716 56,760 SH   DFND 17 6,760 0 50,000
GAMESTOP CORP NEW CL A 36467W109 6,202 491,468 SH   DFND 21 406,801 0 84,667
GANNETT CO INC COM 36473H104 385 38,556 SH   DFND 17 38,556 0 0
GANNETT CO INC COM 36473H104 4,341 435,005 SH   DFND 21 435,005 0 0
GAP INC DEL COM 364760108 65 2,090 SH   DFND 4 2,090 0 0
GAP INC DEL COM 364760108 795 25,486 SH   DFND 17 25,486 0 0
GAP INC DEL COM 364760108 6,997 224,264 SH   DFND 21 130,750 0 93,514
GARTNER INC COM 366651107 207 1,760 SH   DFND 17 1,760 0 0
GENCOR INDS INC COM 368678108 991 61,551 SH   DFND 17 54,755 0 6,796
GENERAL CABLE CORP DEL NEW COM 369300108 19,736 666,758 SH   DFND 4 666,758 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 17,360 586,472 SH   DFND 21 586,472 0 0
GENERAL DYNAMICS CORP COM 369550108 606 2,743 SH   DFND 4 2,743 0 0
GENERAL DYNAMICS CORP COM 369550108 116,429 527,068 SH   DFND 17 522,300 0 4,768
GENERAL DYNAMICS CORP CALL 369550908 3,048 13,800 SH Call DFND 4 13,800 0 0
GENERAL DYNAMICS CORP PUT 369550958 34,968 158,300 SH Put DFND 4 158,300 0 0
GENERAL ELECTRIC CO COM 369604103 18,777 1,392,920 SH   DFND 4 1,392,920 0 0
GENERAL ELECTRIC CO COM 369604103 32,267 2,393,713 SH   DFND 17 2,300,593 0 93,120
GENERAL ELECTRIC CO COM 369604103 20,649 1,531,797 SH   DFND 21 1,400,322 0 131,475
GENERAL ELECTRIC CO CALL 369604903 9,447 700,800 SH Call DFND 4 700,800 0 0
GENERAL ELECTRIC CO PUT 369604953 47,779 3,544,400 SH Put DFND 4 3,544,400 0 0
GENERAL MLS INC COM 370334104 9,591 212,842 SH   DFND 4 212,842 0 0
GENERAL MLS INC COM 370334104 1,659 36,819 SH   DFND 17 36,819 0 0
GENERAL MLS INC COM 370334104 1,673 37,125 SH   DFND 21 17,861 0 19,264
GENERAL MLS INC CALL 370334904 1,172 26,000 SH Call DFND 4 26,000 0 0
GENERAL MLS INC PUT 370334954 16,740 371,500 SH Put DFND 4 371,500 0 0
GENERAL MTRS CO COM 37045V100 8,802 242,211 SH   DFND 4 242,211 0 0
GENERAL MTRS CO COM 37045V100 115,963 3,191,065 SH   DFND 17 3,079,807 0 111,258
GENERAL MTRS CO COM 37045V100 1,486 40,891 SH   DFND 20 40,891 0 0
GENERAL MTRS CO COM 37045V100 104,036 2,862,838 SH   DFND 21 2,492,700 0 370,138
GENERAL MTRS CO CALL 37045V900 4,706 129,500 SH Call DFND 4 129,500 0 0
GENERAL MTRS CO PUT 37045V950 28,636 788,000 SH Put DFND 4 788,000 0 0
GENESCO INC COM 371532102 241 5,931 SH   DFND 17 5,931 0 0
GENTEX CORP COM 371901109 470 20,406 SH   DFND 21 20,406 0 0
GENOMIC HEALTH INC COM 37244C101 2,425 77,515 SH   DFND 17 50,230 0 27,285
GENUINE PARTS CO COM 372460105 12,347 137,430 SH   DFND 17 137,430 0 0
GENWORTH FINL INC COM CL A 37247D106 1,154 407,772 SH   DFND 17 46,637 0 361,135
GENWORTH FINL INC COM CL A 37247D106 1,100 388,592 SH   DFND 21 388,592 0 0
GETTY RLTY CORP NEW COM 374297109 2,103 83,403 SH   DFND 17 83,403 0 0
GIBRALTAR INDS INC COM 374689107 314 9,264 SH   DFND 17 1,063 0 8,201
GILEAD SCIENCES INC COM 375558103 17,684 234,565 SH   DFND 4 234,565 0 0
GILEAD SCIENCES INC COM 375558103 197,872 2,624,648 SH   DFND 17 2,513,327 0 111,321
GILEAD SCIENCES INC COM 375558103 98,607 1,307,963 SH   DFND 21 1,053,479 0 254,484
GILEAD SCIENCES INC COM 375558103 15,824 209,900 SH   DFND 24 209,900 0 0
GILEAD SCIENCES INC CALL 375558903 7,735 102,600 SH Call DFND 4 102,600 0 0
GILEAD SCIENCES INC PUT 375558953 50,217 666,100 SH Put DFND 4 666,100 0 0
GILDAN ACTIVEWEAR INC COM 375916103 208 7,203 SH   DFND 21 0 0 7,203
GLADSTONE COML CORP COM 376536108 836 48,215 SH   DFND 17 48,215 0 0
GLATFELTER COM 377316104 343 16,720 SH   DFND 17 16,720 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,324 27,405 SH   DFND 17 27,405 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 541 11,200 SH   DFND 24 11,200 0 0
GLOBAL PMTS INC COM 37940X102 27,471 246,332 SH   DFND 17 181,650 0 64,682
GLOBAL PMTS INC COM 37940X102 697 6,252 SH   DFND 20 6,252 0 0
GLOBAL PMTS INC COM 37940X102 19,182 172,001 SH   DFND 21 152,011 0 19,990
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 30,994 926,563 SH   DFND 17 881,430 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,537 75,830 SH   DFND 21 66,359 0 9,471
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 247 7,500 SH   DFND 24 7,500 0 0
GLOBUS MED INC CL A 379577208 5,935 119,135 SH   DFND 17 96,805 0 22,330
GLOBUS MED INC CL A 379577208 602 12,074 SH   DFND 21 0 0 12,074
GLU MOBILE INC COM 379890106 51 13,555 SH   DFND 17 13,555 0 0
GLYCOMIMETICS INC COM 38000Q102 1,192 73,433 SH   DFND 21 2,501 0 70,932
GOGO INC NOTE 3.750% 3/0 38046CAB5 20,687 22,925,000 PRN   DFND 17 22,925,000 0 0
GOLDCORP INC NEW COM 380956409 28,344 2,054,160 SH   DFND 21 2,054,160 0 0
GOLDCORP INC NEW COM 380956409 712 51,600 SH   DFND 24 51,600 0 0
GOLDEN ENTMT INC COM 381013101 10,253 441,382 SH   DFND 17 359,004 0 82,378
GOLDMAN SACHS GROUP INC COM 38141G104 51,740 205,431 SH   DFND 4 205,431 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 105,598 419,272 SH   DFND 17 384,089 0 35,183
GOLDMAN SACHS GROUP INC COM 38141G104 16,087 63,872 SH   DFND 21 42,502 0 21,370
GOLDMAN SACHS GROUP INC COM 38141G104 164 652 SH   DFND 24 652 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 6,926 27,500 SH Call DFND 4 27,500 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 64,325 255,400 SH Put DFND 4 255,400 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 11,708 11,450,000 PRN   DFND 17 11,450,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 121 4,563 SH   DFND 17 4,563 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,954 73,524 SH   DFND 21 73,524 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 149 10,910 SH   DFND 17 10,910 0 0
GRAHAM HLDGS CO COM 384637104 430 714 SH   DFND 17 714 0 0
GRAHAM HLDGS CO COM 384637104 2,021 3,355 SH   DFND 21 3,355 0 0
GRAINGER W W INC COM 384802104 276 978 SH   DFND 17 978 0 0
GRAMERCY PPTY TR COM NEW 385002308 282 12,991 SH   DFND 21 12,991 0 0
GRAN TIERRA ENERGY INC COM 38500T101 64 23,000 SH   DFND 17 23,000 0 0
GRAN TIERRA ENERGY INC COM 38500T101 112 40,155 SH   DFND 20 40,155 0 0
GRAN TIERRA ENERGY INC COM 38500T101 325 116,396 SH   DFND 21 116,396 0 0
GRAND CANYON ED INC COM 38526M106 680 6,485 SH   DFND 17 2,690 0 3,795
GRAND CANYON ED INC COM 38526M106 3,175 30,261 SH   DFND 21 1,189 0 29,072
GRANITE CONSTR INC COM 387328107 11,294 202,185 SH   DFND 17 141,226 0 60,959
GRANITE PT MTG TR INC COM 38741L107 128 7,732 SH   DFND 17 7,732 0 0
GRANITE PT MTG TR INC COM 38741L107 215 12,977 SH   DFND 21 0 0 12,977
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,099 27,876 SH   DFND 17 27,876 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,193 30,259 SH   DFND 21 7,149 0 23,110
GRAPHIC PACKAGING HLDG CO COM 388689101 28,793 1,875,765 SH   DFND 17 1,875,765 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 475 30,925 SH   DFND 21 792 0 30,133
GRAY TELEVISION INC COM 389375106 1,651 129,962 SH   DFND 17 115,220 0 14,742
GRAY TELEVISION INC COM 389375106 257 20,225 SH   DFND 20 20,225 0 0
GRAY TELEVISION INC COM 389375106 9,222 726,135 SH   DFND 21 536,870 0 189,265
GREAT SOUTHN BANCORP INC COM 390905107 375 7,501 SH   DFND 17 1,353 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 1,430 44,994 SH   DFND 17 44,994 0 0
GREAT PLAINS ENERGY INC COM 391164100 12,417 390,603 SH   DFND 21 13,643 0 376,960
GREAT WESTN BANCORP INC COM 391416104 27,862 691,892 SH   DFND 17 691,892 0 0
GREAT WESTN BANCORP INC COM 391416104 332 8,233 SH   DFND 21 491 0 7,742
GREEN BANCORP INC COM 39260X100 87 3,919 SH   DFND 20 3,919 0 0
GREEN BANCORP INC COM 39260X100 257 11,555 SH   DFND 21 11,555 0 0
GREEN DOT CORP CL A 39304D102 831 12,949 SH   DFND 17 12,949 0 0
GREEN DOT CORP CL A 39304D102 4,895 76,290 SH   DFND 21 56,900 0 19,390
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 2,833 3,000,000 PRN   DFND 17 3,000,000 0 0
GREENBRIER COS INC COM 393657101 1,790 35,626 SH   DFND 17 35,626 0 0
GREENBRIER COS INC COM 393657101 6,220 123,772 SH   DFND 21 67,233 0 56,539
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 58,603 51,245,000 PRN   DFND 17 45,145,000 0 6,100,000
GREIF INC CL A 397624107 2,152 41,193 SH   DFND 17 28,253 0 12,940
GROUP 1 AUTOMOTIVE INC COM 398905109 1,708 26,138 SH   DFND 21 3,953 0 22,185
GROUPE CGI INC CL A SUB VTG 39945C109 4,983 86,472 SH   DFND 17 81,633 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 87 1,514 SH   DFND 20 1,514 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 17,242 299,194 SH   DFND 21 227,231 0 71,963
GROUPON INC COM 399473107 39,139 9,018,135 SH   DFND 17 8,829,850 0 188,285
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 113 1,721 SH   DFND 20 1,721 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 340 5,175 SH   DFND 21 5,175 0 0
GRUBHUB INC COM 400110102 58 575 SH   DFND 17 575 0 0
GRUBHUB INC COM 400110102 151 1,491 SH   DFND 21 0 0 1,491
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 4,778 47,956 SH   DFND 17 47,956 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 219 2,200 SH   DFND 21 1,016 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 167 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 656 78,989 SH   DFND 21 78,989 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 3,585 126,460 SH   DFND 17 126,460 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 564 19,882 SH   DFND 21 16,923 0 2,959
GUIDEWIRE SOFTWARE INC COM 40171V100 6,156 76,155 SH   DFND 17 76,155 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 35,254 36,000,000 PRN   DFND 17 31,210,000 0 4,790,000
GULFPORT ENERGY CORP COM NEW 402635304 1,185 122,826 SH   DFND 21 5,885 0 116,941
H & E EQUIPMENT SERVICES INC COM 404030108 1,711 44,445 SH   DFND 17 40,830 0 3,615
HCA HEALTHCARE INC COM 40412C101 847 8,730 SH   DFND 4 8,730 0 0
HCA HEALTHCARE INC COM 40412C101 8,479 87,412 SH   DFND 17 82,912 0 4,500
HCA HEALTHCARE INC COM 40412C101 179 1,850 SH   DFND 20 1,850 0 0
HCA HEALTHCARE INC COM 40412C101 947 9,760 SH   DFND 21 9,760 0 0
HCA HEALTHCARE INC CALL 40412C901 1,290 13,300 SH Call DFND 4 13,300 0 0
HCA HEALTHCARE INC PUT 40412C951 15,607 160,900 SH Put DFND 4 160,900 0 0
HCP INC COM 40414L109 212 9,106 SH   DFND 17 9,106 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 24,127 244,270 SH   DFND 17 218,170 0 26,100
HDFC BANK LTD ADR REPS 3 SHS 40415F101 14,114 142,896 SH   DFND 20 142,896 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,506 15,248 SH   DFND 21 8,404 0 6,844
HMS HLDGS CORP COM 40425J101 226 13,420 SH   DFND 21 0 0 13,420
HRG GROUP INC COM 40434J100 655 39,737 SH   DFND 21 0 0 39,737
HP INC COM 40434L105 476 21,714 SH   DFND 4 21,714 0 0
HP INC COM 40434L105 161,223 7,355,086 SH   DFND 17 7,012,704 0 342,382
HP INC COM 40434L105 613 27,963 SH   DFND 20 27,963 0 0
HP INC COM 40434L105 88,509 4,037,802 SH   DFND 21 3,489,056 0 548,746
HP INC CALL 40434L905 802 36,600 SH Call DFND 4 36,600 0 0
HP INC PUT 40434L955 10,649 485,800 SH Put DFND 4 485,800 0 0
HACKETT GROUP INC COM 404609109 3,725 231,941 SH   DFND 17 221,449 0 10,492
HAEMONETICS CORP COM 405024100 8,313 113,630 SH   DFND 17 91,200 0 22,430
HALLIBURTON CO COM 406216101 3,229 68,785 SH   DFND 4 68,785 0 0
HALLIBURTON CO COM 406216101 30,683 653,664 SH   DFND 17 653,664 0 0
HALLIBURTON CO COM 406216101 1,197 25,500 SH   DFND 24 25,500 0 0
HALLIBURTON CO CALL 406216901 2,042 43,500 SH Call DFND 4 43,500 0 0
HALLIBURTON CO PUT 406216951 20,823 443,600 SH Put DFND 4 443,600 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 569 29,050 SH   DFND 17 29,050 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 573 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 2,634 57,160 SH   DFND 17 41,555 0 15,605
HALYARD HEALTH INC COM 40650V100 6,188 134,290 SH   DFND 21 101,351 0 32,939
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 372 17,543 SH   DFND 17 17,543 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 1,500 70,670 SH   DFND 21 65,478 0 5,192
HANESBRANDS INC COM 410345102 128 6,944 SH   DFND 17 6,944 0 0
HANESBRANDS INC COM 410345102 403 21,860 SH   DFND 21 21,860 0 0
HANOVER INS GROUP INC COM 410867105 4,630 39,277 SH   DFND 17 39,277 0 0
HANOVER INS GROUP INC COM 410867105 83 702 SH   DFND 20 702 0 0
HANOVER INS GROUP INC COM 410867105 14,668 124,419 SH   DFND 21 81,758 0 42,661
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 456 190,667 SH   DFND 20 190,667 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,266 529,723 SH   DFND 21 529,723 0 0
HARRIS CORP DEL COM 413875105 11,945 74,061 SH   DFND 17 74,061 0 0
HARRIS CORP DEL COM 413875105 9,101 56,432 SH   DFND 21 12,377 0 44,055
HARSCO CORP COM 415864107 6,995 338,757 SH   DFND 17 223,343 0 115,414
HARTFORD FINL SVCS GROUP INC COM 416515104 11,509 223,386 SH   DFND 17 214,386 0 9,000
HARTFORD FINL SVCS GROUP INC COM 416515104 440 8,550 SH   DFND 20 8,550 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,187 100,689 SH   DFND 21 87,555 0 13,134
HASBRO INC COM 418056107 181 2,149 SH   DFND 17 2,149 0 0
HASBRO INC COM 418056107 202 2,401 SH   DFND 20 2,401 0 0
HASBRO INC COM 418056107 594 7,041 SH   DFND 21 7,041 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 328 9,545 SH   DFND 17 9,545 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,069 60,177 SH   DFND 21 0 0 60,177
HAWAIIAN HOLDINGS INC COM 419879101 829 21,410 SH   DFND 17 2,510 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 39 998 SH   DFND 20 998 0 0
HAWAIIAN HOLDINGS INC COM 419879101 576 14,876 SH   DFND 21 2,926 0 11,950
HAWKINS INC COM 420261109 455 12,941 SH   DFND 17 12,941 0 0
HAWKINS INC COM 420261109 1,773 50,448 SH   DFND 21 45,914 0 4,534
HEALTHCARE SVCS GRP INC COM 421906108 212 4,879 SH   DFND 17 4,879 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 14,955 7,225,000 PRN   DFND 17 5,345,000 0 1,880,000
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,893 65,518 SH   DFND 21 65,518 0 0
HEARTLAND FINL USA INC COM 42234Q102 23,741 447,515 SH   DFND 17 447,515 0 0
HEICO CORP NEW COM 422806109 2,031 23,401 SH   DFND 21 4,058 0 19,343
HEICO CORP NEW CL A 422806208 1,319 18,589 SH   DFND 17 18,589 0 0
HEICO CORP NEW CL A 422806208 41 581 SH   DFND 20 581 0 0
HEICO CORP NEW CL A 422806208 6,378 89,897 SH   DFND 21 76,368 0 13,529
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,135 68,325 SH   DFND 17 68,325 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 26,211 27,340,000 PRN   DFND 17 27,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 4,655 69,942 SH   DFND 17 69,942 0 0
HELMERICH & PAYNE INC COM 423452101 904 13,589 SH   DFND 21 4,420 0 9,169
HENRY JACK & ASSOC INC COM 426281101 6,727 55,618 SH   DFND 21 15,427 0 40,191
HERITAGE COMMERCE CORP COM 426927109 1,521 92,311 SH   DFND 17 82,171 0 10,140
HERC HLDGS INC COM 42704L104 7,113 109,513 SH   DFND 17 71,754 0 37,759
HERITAGE FINL CORP WASH COM 42722X106 445 14,553 SH   DFND 17 14,553 0 0
HERITAGE FINL CORP WASH COM 42722X106 2,807 91,727 SH   DFND 21 78,723 0 13,004
HERITAGE INS HLDGS INC COM 42727J102 11 715 SH   DFND 17 715 0 0
HERITAGE INS HLDGS INC COM 42727J102 809 53,369 SH   DFND 21 16,051 0 37,318
HERON THERAPEUTICS INC COM 427746102 1,938 70,226 SH   DFND 17 70,226 0 0
HERON THERAPEUTICS INC COM 427746102 1,041 37,700 SH   DFND 24 37,700 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 223 12,459 SH   DFND 17 12,459 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 297 16,619 SH   DFND 21 16,619 0 0
HERSHEY CO COM 427866108 14,084 142,321 SH   DFND 17 142,321 0 0
HERSHEY CO COM 427866108 36 368 SH   DFND 21 368 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,717 34,360 SH   DFND 17 32,600 0 1,760
HESS CORP COM 42809H107 248 4,905 SH   DFND 17 4,905 0 0
HESS CORP COM 42809H107 58 1,140 SH   DFND 21 1,140 0 0
HESS CORP DEP PDF SR A 42809H404 826 1,386,335 SH   DFND 17 1,302,770 0 83,565
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,099 233,697 SH   DFND 17 233,697 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 22,183 1,264,730 SH   DFND 21 1,037,511 0 227,219
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1,475 84,100 SH Call DFND 4 84,100 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 9,105 519,100 SH Put DFND 4 519,100 0 0
HEXCEL CORP NEW COM 428291108 22,161 343,105 SH   DFND 17 266,790 0 76,315
HEXCEL CORP NEW COM 428291108 968 14,983 SH   DFND 21 2,386 0 12,597
HEXCEL CORP NEW COM 428291108 10,993 170,200 SH   DFND 24 170,200 0 0
HILL ROM HLDGS INC COM 431475102 55,024 632,460 SH   DFND 17 561,297 0 71,163
HILL ROM HLDGS INC COM 431475102 647 7,438 SH   DFND 20 7,438 0 0
HILL ROM HLDGS INC COM 431475102 36,537 419,964 SH   DFND 21 282,524 0 137,440
HILLTOP HOLDINGS INC COM 432748101 25,856 1,102,137 SH   DFND 17 1,102,137 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 19,764 250,945 SH   DFND 4 250,945 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 567 7,202 SH   DFND 17 7,202 0 0
HOLLYFRONTIER CORP COM 436106108 2,328 47,640 SH   DFND 17 47,640 0 0
HOLLYFRONTIER CORP COM 436106108 2,974 60,873 SH   DFND 21 49,519 0 11,354
HOLLYFRONTIER CORP COM 436106108 293 6,000 SH   DFND 24 6,000 0 0
HOLOGIC INC COM 436440101 196 5,245 SH   DFND 17 5,245 0 0
HOLOGIC INC COM 436440101 817 21,856 SH   DFND 21 21,856 0 0
HOME BANCSHARES INC COM 436893200 522 22,872 SH   DFND 21 22,872 0 0
HOME DEPOT INC COM 437076102 14,490 81,294 SH   DFND 4 81,294 0 0
HOME DEPOT INC COM 437076102 379,827 2,130,984 SH   DFND 17 1,954,111 0 176,873
HOME DEPOT INC COM 437076102 3,306 18,546 SH   DFND 20 18,546 0 0
HOME DEPOT INC COM 437076102 213,126 1,195,724 SH   DFND 21 982,631 0 213,093
HOME DEPOT INC COM 437076102 128 720 SH   DFND 24 720 0 0
HOME DEPOT INC CALL 437076902 13,118 73,600 SH Call DFND 4 73,600 0 0
HOME DEPOT INC PUT 437076952 101,080 567,100 SH Put DFND 4 567,100 0 0
HONEYWELL INTL INC COM 438516106 5,897 40,809 SH   DFND 4 40,809 0 0
HONEYWELL INTL INC COM 438516106 194,988 1,349,307 SH   DFND 17 1,336,573 0 12,734
HONEYWELL INTL INC COM 438516106 1,696 11,739 SH   DFND 20 11,739 0 0
HONEYWELL INTL INC COM 438516106 42,742 295,770 SH   DFND 21 271,749 0 24,021
HONEYWELL INTL INC CALL 438516906 8,035 55,600 SH Call DFND 4 55,600 0 0
HONEYWELL INTL INC PUT 438516956 47,298 327,300 SH Put DFND 4 327,300 0 0
HOOKER FURNITURE CORP COM 439038100 721 19,652 SH   DFND 17 8,584 0 11,068
HOOKER FURNITURE CORP COM 439038100 912 24,845 SH   DFND 21 22,982 0 1,863
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,633 10,330,000 PRN   DFND 17 10,330,000 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 21,397 25,625,000 PRN   DFND 17 25,625,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 12,763 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 31,722 1,557,296 SH   DFND 17 1,516,876 0 40,420
HORTONWORKS INC COM 440894103 1,805 88,614 SH   DFND 21 2,861 0 85,753
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 565 22,283 SH   DFND 17 22,283 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,080 160,991 SH   DFND 21 40,411 0 120,580
HOST HOTELS & RESORTS INC COM 44107P104 2,223 119,244 SH   DFND 17 119,244 0 0
HOULIHAN LOKEY INC CL A 441593100 29,549 662,543 SH   DFND 17 637,297 0 25,246
HOWARD HUGHES CORP COM 44267D107 61,364 441,058 SH   DFND 4 441,058 0 0
HOWARD HUGHES CORP COM 44267D107 10,427 74,943 SH   DFND 17 49,520 0 25,423
HUBBELL INC COM 443510607 3,469 28,483 SH   DFND 17 28,483 0 0
HUBBELL INC COM 443510607 7,460 61,256 SH   DFND 21 59,795 0 1,461
HUBSPOT INC COM 443573100 11,644 107,520 SH   DFND 17 94,890 0 12,630
HUDBAY MINERALS INC COM 443628102 24,900 3,520,000 SH   DFND 4 3,520,000 0 0
HUDBAY MINERALS INC COM 443628102 36 5,054 SH   DFND 20 5,054 0 0
HUDBAY MINERALS INC COM 443628102 5,525 781,065 SH   DFND 21 781,065 0 0
HUDSON PAC PPTYS INC COM 444097109 15,155 465,891 SH   DFND 4 465,891 0 0
HUDSON TECHNOLOGIES INC COM 444144109 1,695 343,209 SH   DFND 17 332,028 0 11,181
HUMANA INC COM 444859102 7,643 28,432 SH   DFND 4 28,432 0 0
HUMANA INC COM 444859102 12,836 47,746 SH   DFND 17 32,680 0 15,066
HUMANA INC COM 444859102 56 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 32,255 119,983 SH   DFND 21 104,476 0 15,507
HUMANA INC CALL 444859902 2,204 8,200 SH Call DFND 4 8,200 0 0
HUMANA INC PUT 444859952 25,055 93,200 SH Put DFND 4 93,200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 317 21,015 SH   DFND 17 21,015 0 0
HUNTINGTON BANCSHARES INC COM 446150104 224 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 42,169 163,596 SH   DFND 17 127,550 0 36,046
HUNTINGTON INGALLS INDS INC COM 446413106 771 2,990 SH   DFND 20 2,990 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 22,105 85,757 SH   DFND 21 65,527 0 20,230
HUNTSMAN CORP COM 447011107 34,630 1,183,919 SH   DFND 17 926,591 0 257,328
HUNTSMAN CORP COM 447011107 6,528 223,192 SH   DFND 20 223,192 0 0
HUNTSMAN CORP COM 447011107 1,779 60,818 SH   DFND 21 51,209 0 9,609
HUNTSMAN CORP COM 447011107 804 27,500 SH   DFND 24 27,500 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 24,917 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 7,034 237,973 SH   DFND 20 237,973 0 0
HYATT HOTELS CORP COM CL A 448579102 11,248 147,500 SH   DFND 17 113,610 0 33,890
IAC INTERACTIVECORP COM 44919P508 688 4,400 SH   DFND 17 0 0 4,400
IAC INTERACTIVECORP COM 44919P508 17,270 110,435 SH   DFND 21 958 0 109,477
ICF INTL INC COM 44925C103 1,800 30,800 SH   DFND 17 30,800 0 0
ICF INTL INC COM 44925C103 1,125 19,251 SH   DFND 21 12,188 0 7,063
IPG PHOTONICS CORP COM 44980X109 29,720 127,344 SH   DFND 17 107,799 0 19,545
IPG PHOTONICS CORP COM 44980X109 15,441 66,162 SH   DFND 21 63,112 0 3,050
IPG PHOTONICS CORP COM 44980X109 5,601 24,000 SH   DFND 24 24,000 0 0
ITT INC COM 45073V108 29,528 602,857 SH   DFND 17 602,857 0 0
ITT INC COM 45073V108 75 1,522 SH   DFND 20 1,522 0 0
ITT INC COM 45073V108 219 4,473 SH   DFND 21 4,473 0 0
IBERIABANK CORP COM 450828108 3,540 45,390 SH   DFND 17 45,390 0 0
IAMGOLD CORP COM 450913108 3,813 735,911 SH   DFND 21 735,911 0 0
ICICI BK LTD ADR 45104G104 460 51,921 SH   DFND 17 51,921 0 0
ICICI BK LTD ADR 45104G104 589 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC COM 451055107 91 81,725 SH   DFND 17 81,725 0 0
ICONIX BRAND GROUP INC COM 451055107 24 21,218 SH   DFND 21 21,218 0 0
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 65,090 68,825,000 PRN   DFND 17 65,635,000 0 3,190,000
IDACORP INC COM 451107106 346 3,920 SH   DFND 17 3,920 0 0
IDACORP INC COM 451107106 1,032 11,697 SH   DFND 21 11,697 0 0
IDEX CORP COM 45167R104 40,884 286,883 SH   DFND 17 286,883 0 0
IDEX CORP COM 45167R104 3,051 21,408 SH   DFND 21 16,326 0 5,082
IDEX CORP COM 45167R104 7,482 52,500 SH   DFND 24 52,500 0 0
IDEXX LABS INC COM 45168D104 15,514 81,060 SH   DFND 17 69,025 0 12,035
IDEXX LABS INC COM 45168D104 125 653 SH   DFND 21 653 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,094 19,749 SH   DFND 4 19,749 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,133 90,215 SH   DFND 17 90,215 0 0
ILLINOIS TOOL WKS INC COM 452308109 16,006 102,172 SH   DFND 21 102,172 0 0
ILLINOIS TOOL WKS INC CALL 452308909 2,507 16,000 SH Call DFND 4 16,000 0 0
ILLINOIS TOOL WKS INC PUT 452308959 20,068 128,100 SH Put DFND 4 128,100 0 0
ILLUMINA INC COM 452327109 2,132 9,018 SH   DFND 4 9,018 0 0
ILLUMINA INC COM 452327109 21,285 90,030 SH   DFND 17 90,030 0 0
ILLUMINA INC COM 452327109 6,467 27,353 SH   DFND 21 22,164 0 5,189
ILLUMINA INC COM 452327109 10,001 42,300 SH   DFND 24 42,300 0 0
ILLUMINA INC CALL 452327909 780 3,300 SH Call DFND 4 3,300 0 0
ILLUMINA INC PUT 452327959 21,136 89,400 SH Put DFND 4 89,400 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,304 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 121,173 98,135,000 PRN   DFND 17 92,090,000 0 6,045,000
IMMUNOGEN INC COM 45253H101 3,934 373,953 SH   DFND 17 365,976 0 7,977
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 57,453 57,620,000 PRN   DFND 17 57,620,000 0 0
IMMUNOMEDICS INC COM 452907108 1,478 101,131 SH   DFND 17 97,834 0 3,297
IMPERIAL OIL LTD COM NEW 453038408 2,439 92,155 SH   DFND 21 11,265 0 80,890
INCYTE CORP COM 45337C102 17,206 206,480 SH   DFND 17 199,445 0 7,035
INCYTE CORP COM 45337C102 5,816 69,800 SH   DFND 24 69,800 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 515 136,163 SH   DFND 17 121,185 0 14,978
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,732 27,963 SH   DFND 17 27,963 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 454 7,328 SH   DFND 20 7,328 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 8,008 129,273 SH   DFND 21 125,497 0 3,776
INFINITY PPTY & CAS CORP COM 45665Q103 312 2,634 SH   DFND 21 2,634 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,221 68,400 SH   DFND   68,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,615 146,500 SH   DFND 20 146,500 0 0
INFOSYS LTD SPONSORED ADR 456788108 947 53,055 SH   DFND 21 25,000 0 28,055
INFOSYS LTD SPONSORED ADR 456788108 469 26,300 SH   DFND 24 26,300 0 0
ING GROEP N V SPONSORED ADR 456837103 10,039 592,943 SH   DFND 17 592,943 0 0
INFRAREIT INC COM 45685L100 25,012 1,287,263 SH   DFND 17 1,287,263 0 0
INFRAREIT INC COM 45685L100 61 3,144 SH   DFND 21 0 0 3,144
INGLES MKTS INC CL A 457030104 1,114 32,896 SH   DFND 17 8,321 0 24,575
INGLES MKTS INC CL A 457030104 589 17,390 SH   DFND 21 0 0 17,390
INGREDION INC COM 457187102 167,034 1,295,637 SH   DFND 17 1,263,261 0 32,376
INGREDION INC COM 457187102 1,409 10,926 SH   DFND 20 10,926 0 0
INGREDION INC COM 457187102 63,730 494,334 SH   DFND 21 395,696 0 98,638
INGREDION INC COM 457187102 3,686 28,595 SH   DFND 24 28,595 0 0
INSIGHT ENTERPRISES INC COM 45765U103 0 12 SH   DFND 17 12 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,001 57,282 SH   DFND 21 37,649 0 19,633
INSMED INC NOTE 1.750% 1/1 457669AA7 30,121 33,875,000 PRN   DFND 17 28,695,000 0 5,180,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 14,574 13,800,000 PRN   DFND 17 13,800,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 37,215 39,995,000 PRN   DFND 17 39,995,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,018 216,203 SH   DFND 17 208,781 0 7,422
INNOPHOS HOLDINGS INC COM 45774N108 20,696 514,697 SH   DFND 17 514,697 0 0
INNOPHOS HOLDINGS INC COM 45774N108 2,095 52,109 SH   DFND 21 26,968 0 25,141
INSPERITY INC COM 45778Q107 334 4,800 SH   DFND 17 0 0 4,800
INSPERITY INC COM 45778Q107 105 1,508 SH   DFND 20 1,508 0 0
INSPERITY INC COM 45778Q107 21,629 310,992 SH   DFND 21 197,184 0 113,808
INOGEN INC COM 45780L104 1,071 8,721 SH   DFND 17 8,721 0 0
INSTALLED BLDG PRODS INC COM 45780R101 847 14,097 SH   DFND 17 14,097 0 0
INSTRUCTURE INC COM 45781U103 11,602 275,256 SH   DFND 17 215,368 0 59,888
INSULET CORP COM 45784P101 1,582 18,256 SH   DFND 17 18,256 0 0
INSULET CORP COM 45784P101 216 2,493 SH   DFND 21 2,493 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,733 56,701 SH   DFND 17 56,701 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 47,884 43,070,000 PRN   DFND 17 43,070,000 0 0
INTEL CORP COM 458140100 506,072 9,717,202 SH   DFND 17 8,899,704 0 817,498
INTEL CORP COM 458140100 3,622 69,555 SH   DFND 20 69,555 0 0
INTEL CORP COM 458140100 350,702 6,733,903 SH   DFND 21 4,614,496 0 2,119,407
INTEL CORP CALL 458140900 31,503 604,900 SH Call DFND 4 604,900 0 0
INTEL CORP PUT 458140950 96,192 1,847,000 SH Put DFND 4 1,847,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 261,316 108,085,000 PRN   DFND 17 101,065,000 0 7,020,000
INTEGER HLDGS CORP COM 45826H109 505 8,937 SH   DFND 17 8,937 0 0
INTEGER HLDGS CORP COM 45826H109 3,477 61,477 SH   DFND 21 61,477 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,557 23,153 SH   DFND 21 0 0 23,153
INTERCEPT PHARMACEUTICALS IN COM 45845P108 308 5,000 SH   DFND 17 5,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 172 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 34,491 43,385,000 PRN   DFND 17 43,385,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 23,832 20,500,000 PRN   DFND 17 18,200,000 0 2,300,000
INTERFACE INC COM 458665304 25,684 1,019,216 SH   DFND 17 1,019,216 0 0
INTERFACE INC COM 458665304 608 24,131 SH   DFND 21 0 0 24,131
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,717 23,677 SH   DFND 4 23,677 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,686 23,248 SH   DFND 17 23,248 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 17,374 239,581 SH   DFND 21 184,346 0 55,235
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 877 12,100 SH Call DFND 4 12,100 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 18,696 257,800 SH Put DFND 4 257,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 47,211 307,706 SH   DFND 4 307,706 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 140,156 913,488 SH   DFND 17 828,830 0 84,658
INTERNATIONAL BUSINESS MACHS COM 459200101 40,323 262,813 SH   DFND 21 247,709 0 15,104
INTERNATIONAL BUSINESS MACHS COM 459200101 113 736 SH   DFND 24 736 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 10,357 67,500 SH Call DFND 4 67,500 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 79,032 515,100 SH Put DFND 4 515,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 16 117 SH   DFND 4 117 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 759 5,541 SH   DFND 17 5,541 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,606 92,076 SH   DFND 20 0 0 92,076
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 95,245 695,674 SH   DFND 21 606,966 0 88,708
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 890 6,500 SH   DFND 24 6,500 0 0
INTL PAPER CO COM 460146103 2,463 46,095 SH   DFND 4 46,095 0 0
INTL PAPER CO COM 460146103 113,178 2,118,249 SH   DFND 17 2,100,431 0 17,818
INTL PAPER CO COM 460146103 12,698 237,660 SH   DFND 21 153,762 0 83,898
INTL PAPER CO CALL 460146903 1,384 25,900 SH Call DFND 4 25,900 0 0
INTL PAPER CO PUT 460146953 10,360 193,900 SH Put DFND 4 193,900 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 417 9,445 SH   DFND 17 9,445 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,129 92,461 SH   DFND 17 92,461 0 0
INTERPUBLIC GROUP COS INC COM 460690100 8 338 SH   DFND 20 338 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,940 84,238 SH   DFND 21 84,238 0 0
INTERSECT ENT INC COM 46071F103 4,880 124,162 SH   DFND 17 120,361 0 3,801
INTUIT COM 461202103 528 3,048 SH   DFND 4 3,048 0 0
INTUIT COM 461202103 7,941 45,810 SH   DFND 17 45,810 0 0
INTUIT COM 461202103 139,118 802,529 SH   DFND 21 717,711 0 84,818
INTUIT CALL 461202903 1,595 9,200 SH Call DFND 4 9,200 0 0
INTUIT PUT 461202953 20,490 118,200 SH Put DFND 4 118,200 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 903 2,187 SH   DFND 4 2,187 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 170,038 411,884 SH   DFND 17 398,544 0 13,340
INTUITIVE SURGICAL INC COM NEW 46120E602 1,147 2,778 SH   DFND 20 2,778 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 31,713 76,818 SH   DFND 21 73,801 0 3,017
INTUITIVE SURGICAL INC CALL 46120E902 578 1,400 SH Call DFND 4 1,400 0 0
INTUITIVE SURGICAL INC PUT 46120E952 23,862 57,800 SH Put DFND 4 57,800 0 0
INTRICON CORP COM 46121H109 1,050 52,497 SH   DFND 17 46,947 0 5,550
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,397 390,562 SH   DFND 17 106,046 0 284,516
INVESCO MORTGAGE CAPITAL INC COM 46131B100 231 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,321 385,911 SH   DFND 21 228,114 0 157,797
INVITATION HOMES INC COM 46187W107 19,172 839,774 SH   DFND 4 839,774 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 418 15,440 SH   DFND 17 895 0 14,545
IONIS PHARMACEUTICALS INC COM 462222100 1,582 35,880 SH   DFND 17 35,880 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,036 23,500 SH   DFND 24 23,500 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 3,010 178,126 SH   DFND 17 172,334 0 5,792
IQVIA HLDGS INC COM 46266C105 1,133 11,551 SH   DFND 17 11,551 0 0
IQVIA HLDGS INC COM 46266C105 425 4,327 SH   DFND 20 4,327 0 0
IQVIA HLDGS INC COM 46266C105 6,031 61,467 SH   DFND 21 58,455 0 3,012
IROBOT CORP COM 462726100 5,433 84,635 SH   DFND 21 84,635 0 0
IRON MTN INC NEW COM 46284V101 323 9,835 SH   DFND 17 9,835 0 0
ISHARES GOLD TRUST ISHARES 464285105 17,925 1,408,068 SH   DFND 20 1,408,068 0 0
ISHARES INC MSCI AUST ETF 464286103 2,927 132,928 SH   DFND 24 0 0 132,928
ISHARES INC MSCI WORLD ETF 464286392 4,798 55,070 SH   DFND 25 55,070 0 0
ISHARES INC MSCI CDA ETF 464286509 3,708 134,530 SH   DFND 24 37,280 0 97,250
ISHARES INC JP MORGAN EM ETF 464286517 2 36 SH   DFND 17 36 0 0
ISHARES INC JP MORGAN EM ETF 464286517 7,950 157,886 SH   DFND 24 2,030 0 155,856
ISHARES INC MIN VOL EMRG MKT 464286533 8 126 SH   DFND 17 126 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 53,924 865,000 SH   DFND 25 0 0 865,000
ISHARES INC MSCI STH KOR ETF 464286772 1,286 17,050 SH   DFND 17 17,050 0 0
ISHARES TR TIPS BD ETF 464287176 1,693 14,972 SH   DFND 17 14,972 0 0
ISHARES TR TIPS BD ETF 464287176 2,725 24,100 SH   DFND 24 24,100 0 0
ISHARES TR CORE S&P500 ETF 464287200 974,100 3,670,724 SH   DFND 17 3,670,724 0 0
ISHARES TR CORE S&P500 ETF 464287200 13,897 52,369 SH   DFND 24 29,050 0 23,319
ISHARES TR CORE US AGGBD ET 464287226 752,027 7,011,911 SH   DFND 17 7,011,911 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,173 190,000 SH   DFND 4 190,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 58 1,200 SH   DFND 17 1,200 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 157,673 3,265,800 SH Put DFND 21 3,265,800 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,988 82,600 SH   DFND 24 82,600 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 12,852 266,204 SH   DFND 25 266,204 0 0
ISHARES TR IBOXX INV CP ETF 464287242 289,585 2,466,859 SH   DFND 17 2,466,859 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,174 10,000 SH   DFND 24 5,500 0 4,500
ISHARES TR IBOXX INV CP ETF 464287242 42,270 360,085 SH   DFND 25 63,340 0 296,745
ISHARES TR LATN AMER 40 ETF 464287390 8,418 224,064 SH   DFND 24 5,000 0 219,064
ISHARES TR S&P 500 VAL ETF 464287408 394 3,599 SH   DFND 17 3,599 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1 5 SH   DFND 17 5 0 0
ISHARES TR 20 YR TR BD ETF 464287432 439 3,600 SH   DFND 24 3,600 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 4,675 45,300 SH   DFND 24 38,300 0 7,000
ISHARES TR MSCI EAFE ETF 464287465 42,292 606,941 SH   DFND 4 606,941 0 0
ISHARES TR MSCI EAFE ETF 464287465 40 570 SH   DFND 24 0 0 570
ISHARES TR NASDAQ BIOTECH 464287556 320 3,000 SH   DFND 17 3,000 0 0
ISHARES TR NASDAQ BIOTECH 464287556 384 3,600 SH   DFND 24 3,600 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 6,151 51,273 SH   DFND 17 48,634 0 2,639
ISHARES TR RUS 1000 GRW ETF 464287614 1,361 10,000 SH   DFND 24 10,000 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 802 6,584 SH   DFND 17 6,584 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 236,366 1,556,779 SH   DFND 17 1,556,779 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,512 42,889 SH   DFND 24 34,680 0 8,209
ISHARES TR U.S. FIN SVC ETF 464287770 16,690 127,444 SH   DFND 20 127,444 0 0
ISHARES TR PUT 464287954 958,299 19,853,408 SH Put DFND 4 19,853,408 0 0
ISHARES TR PUT 464287955 1,137,480 7,491,800 SH Put DFND 4 7,421,800 0 70,000
ISHARES TR PUT 464287959 32,102 425,367 SH Put DFND 4 425,367 0 0
ISHARES TR INTL TREA BD ETF 464288117 4,686 90,790 SH   DFND 24 0 0 90,790
ISHARES TR INTL TREA BD ETF 464288117 1,573 30,480 SH   DFND 25 30,480 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 5,899 76,083 SH   DFND 24 3,500 0 72,583
ISHARES TR MSCI ACWI ETF 464288257 152,515 2,127,131 SH   DFND 17 2,127,131 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,914 26,700 SH   DFND 24 0 0 26,700
ISHARES TR JPMORGAN USD EMG 464288281 9,460 83,853 SH   DFND 17 83,853 0 0
ISHARES TR JPMORGAN USD EMG 464288281 4,760 42,188 SH   DFND 24 1,000 0 41,188
ISHARES TR JPMORGAN USD EMG 464288281 145,783 1,292,170 SH   DFND 25 292,170 0 1,000,000
ISHARES TR IBOXX HI YD ETF 464288513 9,808 114,531 SH   DFND 17 114,531 0 0
ISHARES TR MBS ETF 464288588 11,218 107,208 SH   DFND 17 107,208 0 0
ISHARES TR US CR BD ETF 464288620 25,863 237,338 SH   DFND 17 237,338 0 0
ISHARES TR S&P US PFD STK 464288687 519 13,825 SH   DFND 17 13,825 0 0
ISHARES TR US AER DEF ETF 464288760 39,434 199,200 SH   DFND 20 199,200 0 0
ISHARES TR US TREAS BD ETF 46429B267 9,705 393,084 SH   DFND 17 393,084 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,177 34,500 SH   DFND 17 34,500 0 0
ISHARES TR MSCI INDIA ETF 46429B598 580 17,000 SH   DFND 24 17,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 3,719 78,380 SH   DFND 17 78,380 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 2,622 51,474 SH   DFND 25 51,474 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,204 23,179 SH   DFND 17 23,179 0 0
ISHARES TR MIN VOL USA ETF 46429B697 51,930 1,000,000 SH   DFND 25 0 0 1,000,000
ISHARES US ETF TR IT RT HDG HGYL 46431W606 283 3,124 SH   DFND 25 3,124 0 0
ISHARES TR USA QUALITY FCTR 46432F339 1,263 15,268 SH   DFND 17 15,268 0 0
ISHARES TR USA QUALITY FCTR 46432F339 60,814 735,272 SH   DFND 25 0 0 735,272
ISHARES TR EDGE MSCI USA VL 46432F388 55,785 680,142 SH   DFND 25 0 0 680,142
ISHARES TR USA MOMENTUM FCT 46432F396 1,313 12,400 SH   DFND 17 12,400 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 67,654 638,723 SH   DFND 25 0 0 638,723
ISHARES TR CORE MSCI EAFE 46432F842 5,085 77,192 SH   DFND 17 77,192 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 54,716 54,550,000 PRN   DFND 17 51,530,000 0 3,020,000
ISHARES INC CORE MSCI EMKT 46434G103 1,237 21,189 SH   DFND 17 21,189 0 0
ISHARES INC CORE MSCI EMKT 46434G103 11,722 200,720 SH   DFND 24 192,070 0 8,650
ISHARES INC MSCI TAIWAN ETF 46434G772 4,436 115,704 SH   DFND 17 115,704 0 0
ISHARES INC MSCI RUSSIA ETF 46434G798 528 14,500 SH   DFND 24 14,500 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 8,874 146,241 SH   DFND 24 40,000 0 106,241
ISHARES TR 0-5YR HI YL CP 46434V407 1,571 33,580 SH   DFND 17 33,580 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 3,603 103,688 SH   DFND 24 0 0 103,688
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 598 38,335 SH   DFND 17 38,335 0 0
ITERIS INC COM 46564T107 809 163,053 SH   DFND 17 145,077 0 17,976
ITRON INC COM 465741106 19,594 273,848 SH   DFND 17 240,651 0 33,197
J & J SNACK FOODS CORP COM 466032109 247 1,810 SH   DFND 17 1,810 0 0
J & J SNACK FOODS CORP COM 466032109 1,843 13,495 SH   DFND 21 0 0 13,495
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 63,461 62,425,000 PRN   DFND 17 62,425,000 0 0
JPMORGAN CHASE & CO COM 46625H100 85,887 781,007 SH   DFND 4 781,007 0 0
JPMORGAN CHASE & CO COM 46625H100 683,343 6,213,906 SH   DFND 17 5,821,031 0 392,875
JPMORGAN CHASE & CO COM 46625H100 10,514 95,605 SH   DFND 20 95,605 0 0
JPMORGAN CHASE & CO COM 46625H100 442,775 4,026,321 SH   DFND 21 3,020,668 0 1,005,653
JPMORGAN CHASE & CO CALL 46625H900 33,244 302,300 SH Call DFND 4 302,300 0 0
JPMORGAN CHASE & CO PUT 46625H950 175,974 1,600,200 SH Put DFND 4 1,600,200 0 0
JABIL INC COM 466313103 1,489 51,835 SH   DFND 17 48,928 0 2,907
JABIL INC COM 466313103 102 3,542 SH   DFND 20 3,542 0 0
JABIL INC COM 466313103 15,344 534,082 SH   DFND 21 393,730 0 140,352
JACOBS ENGR GROUP INC DEL COM 469814107 12,929 218,588 SH   DFND 17 218,588 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 183 3,091 SH   DFND 20 3,091 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,126 52,846 SH   DFND 21 39,473 0 13,373
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 80,070 76,410,000 PRN   DFND 17 76,410,000 0 0
JD COM INC SPON ADR CL A 47215P106 658 16,240 SH   DFND 17 4,275 0 11,965
JD COM INC SPON ADR CL A 47215P106 37,276 920,620 SH   DFND 20 743,325 0 177,295
JD COM INC SPON ADR CL A 47215P106 166 4,095 SH   DFND 21 0 0 4,095
JD COM INC SPON ADR CL A 47215P106 510 12,600 SH   DFND 24 12,600 0 0
JD COM INC SPON ADR CL A 47215P106 793 19,587 SH   DFND 25 19,587 0 0
JETBLUE AIRWAYS CORP COM 477143101 432 21,257 SH   DFND 17 21,257 0 0
JETBLUE AIRWAYS CORP COM 477143101 6,051 297,809 SH   DFND 21 57,556 0 240,253
JOHN BEAN TECHNOLOGIES CORP COM 477839104 9,713 85,652 SH   DFND 17 60,597 0 25,055
JOHNSON & JOHNSON COM 478160104 36,990 288,647 SH   DFND 4 288,647 0 0
JOHNSON & JOHNSON COM 478160104 255,061 1,990,334 SH   DFND 17 1,727,172 0 263,162
JOHNSON & JOHNSON COM 478160104 5,217 40,711 SH   DFND 20 40,711 0 0
JOHNSON & JOHNSON COM 478160104 425,862 3,323,151 SH   DFND 21 2,449,398 0 873,753
JOHNSON & JOHNSON COM 478160104 2,097 16,366 SH   DFND 24 16,366 0 0
JOHNSON & JOHNSON CALL 478160904 32,178 251,100 SH Call DFND 4 251,100 0 0
JOHNSON & JOHNSON PUT 478160954 125,049 975,800 SH Put DFND 4 975,800 0 0
JONES LANG LASALLE INC COM 48020Q107 82 467 SH   DFND 4 467 0 0
JONES LANG LASALLE INC COM 48020Q107 634 3,630 SH   DFND 17 3,630 0 0
JONES LANG LASALLE INC COM 48020Q107 3,746 21,447 SH   DFND 21 19,839 0 1,608
J2 GLOBAL INC COM 48123V102 313 3,966 SH   DFND 17 0 0 3,966
J2 GLOBAL INC COM 48123V102 94 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 13,518 171,282 SH   DFND 21 147,607 0 23,675
JUNIPER NETWORKS INC COM 48203R104 1,218 50,062 SH   DFND 17 50,062 0 0
JUNIPER NETWORKS INC COM 48203R104 17,897 735,595 SH   DFND 21 606,626 0 128,969
KAR AUCTION SVCS INC COM 48238T109 9,547 176,148 SH   DFND 4 176,148 0 0
KAR AUCTION SVCS INC COM 48238T109 29,723 548,404 SH   DFND 17 468,690 0 79,714
KAR AUCTION SVCS INC COM 48238T109 5,342 98,553 SH   DFND 21 58,762 0 39,791
KBR INC COM 48242W106 19,656 1,214,110 SH   DFND 17 1,214,110 0 0
KLA-TENCOR CORP COM 482480100 14 126 SH   DFND 4 126 0 0
KLA-TENCOR CORP COM 482480100 7,994 73,334 SH   DFND 17 73,334 0 0
KLA-TENCOR CORP COM 482480100 598 5,483 SH   DFND 20 5,483 0 0
KLA-TENCOR CORP COM 482480100 33,451 306,858 SH   DFND 21 306,858 0 0
KMG CHEMICALS INC COM 482564101 3,594 59,957 SH   DFND 17 58,214 0 1,743
KMG CHEMICALS INC COM 482564101 1,044 17,411 SH   DFND 21 17,411 0 0
KT CORP SPONSORED ADR 48268K101 180 13,138 SH   DFND 17 13,138 0 0
KADANT INC COM 48282T104 3,913 41,404 SH   DFND 17 41,404 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,030 39,943 SH   DFND 17 14,069 0 25,874
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,866 38,312 SH   DFND 21 38,312 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 202,994 1,847,924 SH   DFND 17 1,673,936 0 173,988
KANSAS CITY SOUTHERN COM NEW 485170302 359 3,267 SH   DFND 20 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 30,941 281,662 SH   DFND 21 198,102 0 83,560
KANSAS CITY SOUTHERN COM NEW 485170302 220 2,000 SH   DFND 24 2,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 21,238 619,000 SH   DFND 4 619,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 29,237 852,128 SH   DFND 21 852,128 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 25,721 22,775,000 PRN   DFND 17 22,775,000 0 0
KEARNY FINL CORP MD COM 48716P108 332 25,537 SH   DFND 17 25,537 0 0
KEARNY FINL CORP MD COM 48716P108 621 47,733 SH   DFND 21 47,733 0 0
KELLOGG CO COM 487836108 443 6,812 SH   DFND 17 6,812 0 0
KELLY SVCS INC CL A 488152208 3,709 127,723 SH   DFND 17 75,258 0 52,465
KELLY SVCS INC CL A 488152208 70 2,421 SH   DFND 20 2,421 0 0
KELLY SVCS INC CL A 488152208 5,260 181,118 SH   DFND 21 94,101 0 87,017
KEMPER CORP DEL COM 488401100 1,318 23,130 SH   DFND 17 13,435 0 9,695
KENNAMETAL INC COM 489170100 769 19,158 SH   DFND 17 19,158 0 0
KENNAMETAL INC COM 489170100 264 6,573 SH   DFND 20 6,573 0 0
KENNAMETAL INC COM 489170100 767 19,094 SH   DFND 21 19,094 0 0
KEYCORP NEW COM 493267108 270 13,803 SH   DFND 4 13,803 0 0
KEYCORP NEW COM 493267108 12,440 636,326 SH   DFND 17 636,326 0 0
KEYCORP NEW COM 493267108 442 22,609 SH   DFND 21 22,609 0 0
KEYCORP NEW CALL 493267908 674 34,500 SH Call DFND 4 34,500 0 0
KEYCORP NEW PUT 493267958 5,161 264,000 SH Put DFND 4 264,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 11,094 211,758 SH   DFND 17 136,839 0 74,919
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 1,961 2,000,000 PRN   DFND 17 2,000,000 0 0
KFORCE INC COM 493732101 2,373 87,740 SH   DFND 17 87,740 0 0
KILROY RLTY CORP COM 49427F108 17,578 247,712 SH   DFND 4 247,712 0 0
KILROY RLTY CORP COM 49427F108 11,390 160,515 SH   DFND 17 105,687 0 54,828
KIMBERLY CLARK CORP COM 494368103 3,828 34,763 SH   DFND 4 34,763 0 0
KIMBERLY CLARK CORP COM 494368103 1,645 14,934 SH   DFND 17 14,934 0 0
KIMBERLY CLARK CORP COM 494368103 1,168 10,606 SH   DFND 21 9,457 0 1,149
KIMBERLY CLARK CORP CALL 494368903 2,103 19,100 SH Call DFND 4 19,100 0 0
KIMBERLY CLARK CORP PUT 494368953 23,105 209,800 SH Put DFND 4 209,800 0 0
KINDER MORGAN INC DEL COM 49456B101 6,298 418,189 SH   DFND 4 418,189 0 0
KINDER MORGAN INC DEL COM 49456B101 539 35,767 SH   DFND 17 35,767 0 0
KINDER MORGAN INC DEL COM 49456B101 67 4,468 SH   DFND 21 4,468 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 36,289 1,167,220 SH   DFND 17 1,167,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 1,748 116,100 SH Call DFND 4 116,100 0 0
KINDER MORGAN INC DEL PUT 49456B951 14,013 930,500 SH Put DFND 4 930,500 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,930 2,261,848 SH   DFND 21 2,261,848 0 0
KINSALE CAP GROUP INC COM 49714P108 16,008 311,861 SH   DFND 17 201,868 0 109,993
KIRKLAND LAKE GOLD LTD COM 49741E100 40 2,574 SH   DFND 20 2,574 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 1,038 67,037 SH   DFND 21 44,967 0 22,070
KNOLL INC COM NEW 498904200 6,421 318,027 SH   DFND 17 318,027 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2,127 46,230 SH   DFND 17 46,230 0 0
KOHLS CORP COM 500255104 824 12,576 SH   DFND 17 12,576 0 0
KOHLS CORP COM 500255104 426 6,501 SH   DFND 20 6,501 0 0
KOHLS CORP COM 500255104 22,214 339,095 SH   DFND 21 172,808 0 166,287
KOPPERS HOLDINGS INC COM 50060P106 3,186 77,525 SH   DFND 17 63,165 0 14,360
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,081 70,225 SH   DFND 17 70,225 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,300 279,416 SH   DFND 21 244,138 0 35,278
KORN FERRY INTL COM NEW 500643200 37,930 735,227 SH   DFND 17 644,745 0 90,482
KORN FERRY INTL COM NEW 500643200 908 17,609 SH   DFND 21 16,158 0 1,451
KRAFT HEINZ CO COM 500754106 7,780 124,896 SH   DFND 4 124,896 0 0
KRAFT HEINZ CO COM 500754106 3,910 62,773 SH   DFND 17 59,313 0 3,460
KRAFT HEINZ CO COM 500754106 18,182 291,899 SH   DFND 21 291,899 0 0
KRAFT HEINZ CO CALL 500754906 2,317 37,200 SH Call DFND 4 37,200 0 0
KRAFT HEINZ CO PUT 500754956 17,466 280,400 SH Put DFND 4 280,400 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 8,908 865,688 SH   DFND 17 602,497 0 263,191
KROGER CO COM 501044101 72,060 3,010,031 SH   DFND 4 3,010,031 0 0
KROGER CO COM 501044101 64,921 2,711,825 SH   DFND 17 2,711,825 0 0
KROGER CO COM 501044101 16,417 685,770 SH   DFND 21 167,649 0 518,121
KROGER CO CALL 501044901 1,192 49,800 SH Call DFND 4 49,800 0 0
KROGER CO PUT 501044951 7,785 325,200 SH Put DFND 4 325,200 0 0
KRONOS WORLDWIDE INC COM 50105F105 5,147 227,735 SH   DFND 21 185,841 0 41,894
KULICKE & SOFFA INDS INC COM 501242101 204 8,160 SH   DFND 17 515 0 7,645
L BRANDS INC COM 501797104 10 265 SH   DFND 4 265 0 0
L BRANDS INC COM 501797104 182 4,752 SH   DFND 17 4,752 0 0
L BRANDS INC COM 501797104 996 26,060 SH   DFND 21 21,645 0 4,415
LHC GROUP INC COM 50187A107 1,397 22,692 SH   DFND 17 22,692 0 0
LHC GROUP INC COM 50187A107 119 1,935 SH   DFND 20 1,935 0 0
LHC GROUP INC COM 50187A107 7,185 116,709 SH   DFND 21 86,193 0 30,516
LGI HOMES INC COM 50187T106 7,575 107,346 SH   DFND 17 88,607 0 18,739
LKQ CORP COM 501889208 8,227 216,794 SH   DFND 17 177,054 0 39,740
LPL FINL HLDGS INC COM 50212V100 16,104 263,693 SH   DFND 17 180,478 0 83,215
LPL FINL HLDGS INC COM 50212V100 146 2,397 SH   DFND 20 2,397 0 0
LPL FINL HLDGS INC COM 50212V100 3,336 54,622 SH   DFND 21 36,232 0 18,390
LSI INDS INC COM 50216C108 89 10,985 SH   DFND 17 10,985 0 0
L3 TECHNOLOGIES INC COM 502413107 12,305 59,159 SH   DFND 17 49,054 0 10,105
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,472 82,992 SH   DFND 17 80,008 0 2,984
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,799 35,853 SH   DFND 17 34,556 0 1,297
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,006 6,222 SH   DFND 20 6,222 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 43,940 271,654 SH   DFND 21 215,064 0 56,590
LAM RESEARCH CORP COM 512807108 7,427 36,557 SH   DFND 4 36,557 0 0
LAM RESEARCH CORP COM 512807108 331,665 1,632,532 SH   DFND 17 1,481,129 0 151,403
LAM RESEARCH CORP COM 512807108 811 3,992 SH   DFND 20 3,992 0 0
LAM RESEARCH CORP COM 512807108 188,304 926,874 SH   DFND 21 604,408 0 322,466
LAM RESEARCH CORP CALL 512807908 2,275 11,200 SH Call DFND 4 11,200 0 0
LAM RESEARCH CORP PUT 512807958 18,000 88,600 SH Put DFND 4 88,600 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 108,321 32,710,000 PRN   DFND 17 31,310,000 0 1,400,000
LAMAR ADVERTISING CO NEW CL A 512816109 12,506 196,445 SH   DFND 17 196,445 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,324 52,219 SH   DFND 21 52,219 0 0
LAMB WESTON HLDGS INC COM 513272104 26,207 450,132 SH   DFND 17 232,647 0 217,485
LAMB WESTON HLDGS INC COM 513272104 576 9,895 SH   DFND 20 9,895 0 0
LAMB WESTON HLDGS INC COM 513272104 13,769 236,497 SH   DFND 21 232,146 0 4,351
LANTHEUS HLDGS INC COM 516544103 372 23,370 SH   DFND 17 5,825 0 17,545
LAS VEGAS SANDS CORP COM 517834107 10,203 141,911 SH   DFND 4 141,911 0 0
LAS VEGAS SANDS CORP COM 517834107 5,327 74,086 SH   DFND 17 74,086 0 0
LAS VEGAS SANDS CORP COM 517834107 432 6,006 SH   DFND 20 6,006 0 0
LAS VEGAS SANDS CORP COM 517834107 21,359 297,068 SH   DFND 21 290,672 0 6,396
LAUDER ESTEE COS INC CL A 518439104 114,780 766,630 SH   DFND 17 652,345 0 114,285
LAUDER ESTEE COS INC CL A 518439104 15,754 105,226 SH   DFND 20 14,600 0 90,626
LAUDER ESTEE COS INC CL A 518439104 212,174 1,417,139 SH   DFND 21 1,234,592 0 182,547
LAUDER ESTEE COS INC CL A 518439104 1,347 9,000 SH   DFND 24 9,000 0 0
LAUDER ESTEE COS INC CALL 518439904 1,692 11,300 SH Call DFND 4 11,300 0 0
LAUDER ESTEE COS INC PUT 518439954 14,223 95,000 SH Put DFND 4 95,000 0 0
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 5,746 5,675,000 PRN   DFND 17 5,675,000 0 0
LEAR CORP COM NEW 521865204 47,428 254,867 SH   DFND 17 195,631 0 59,236
LEAR CORP COM NEW 521865204 1,029 5,531 SH   DFND 20 5,531 0 0
LEAR CORP COM NEW 521865204 102,470 550,650 SH   DFND 21 400,070 0 150,580
LEGGETT & PLATT INC COM 524660107 112 2,529 SH   DFND 17 2,529 0 0
LEGGETT & PLATT INC COM 524660107 1,824 41,122 SH   DFND 21 41,122 0 0
LEGG MASON INC COM 524901105 1,823 44,855 SH   DFND 17 44,855 0 0
LEGG MASON INC COM 524901105 9,221 226,829 SH   DFND 21 146,451 0 80,378
LEIDOS HLDGS INC COM 525327102 10,804 165,192 SH   DFND 17 149,835 0 15,357
LEIDOS HLDGS INC COM 525327102 20,146 308,039 SH   DFND 21 197,711 0 110,328
LEMAITRE VASCULAR INC COM 525558201 9,896 273,149 SH   DFND 17 226,154 0 46,995
LEMAITRE VASCULAR INC COM 525558201 147 4,044 SH   DFND 20 4,044 0 0
LEMAITRE VASCULAR INC COM 525558201 1,863 51,410 SH   DFND 21 51,410 0 0
LENDINGCLUB CORP COM 52603A109 3,683 1,052,225 SH   DFND 17 999,420 0 52,805
LENDINGTREE INC NEW COM 52603B107 98,893 301,365 SH   DFND 17 301,365 0 0
LENNAR CORP CL A 526057104 15,160 257,210 SH   DFND 17 203,780 0 53,430
LENNAR CORP CL A 526057104 648 11,000 SH   DFND 20 11,000 0 0
LENNAR CORP CL A 526057104 3,624 61,479 SH   DFND 21 54,915 0 6,564
LENNAR CORP CL B 526057302 1,458 30,575 SH   DFND 17 30,575 0 0
LENNAR CORP CL B 526057302 274 5,751 SH   DFND 20 5,751 0 0
LENNAR CORP CL B 526057302 809 16,955 SH   DFND 21 16,955 0 0
LENNOX INTL INC COM 526107107 1,135 5,555 SH   DFND 21 5,555 0 0
LEUCADIA NATL CORP COM 527288104 1,813 79,770 SH   DFND 17 79,770 0 0
LEUCADIA NATL CORP COM 527288104 1,890 83,141 SH   DFND 21 76,500 0 6,641
LEXINGTON REALTY TRUST COM 529043101 138 17,530 SH   DFND 17 17,530 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 45 1,140 SH   DFND 17 1,140 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 3,688 93,896 SH   DFND 21 93,896 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,701 67,581 SH   DFND 21 58,226 0 9,355
LIBERTY PPTY TR SH BEN INT 531172104 403 10,150 SH   DFND 21 1,279 0 8,871
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 83,144 72,385,000 PRN   DFND 17 72,385,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 43,903 42,150,000 PRN   DFND 17 42,150,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 42,471 40,400,000 PRN   DFND 17 40,400,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,575 27,702 SH   DFND 17 18,282 0 9,420
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 21,492 9,860,000 PRN   DFND 17 9,080,000 0 780,000
LIFE STORAGE INC COM 53223X107 2,489 29,806 SH   DFND 21 29,806 0 0
LILLY ELI & CO COM 532457108 5,390 69,660 SH   DFND 4 69,660 0 0
LILLY ELI & CO COM 532457108 17,170 221,923 SH   DFND 17 207,215 0 14,708
LILLY ELI & CO COM 532457108 929 12,010 SH   DFND 20 12,010 0 0
LILLY ELI & CO COM 532457108 65,108 841,515 SH   DFND 21 415,174 0 426,341
LILLY ELI & CO CALL 532457908 2,878 37,200 SH Call DFND 4 37,200 0 0
LILLY ELI & CO PUT 532457958 34,677 448,200 SH Put DFND 4 448,200 0 0
LINCOLN NATL CORP IND COM 534187109 49,042 671,260 SH   DFND 17 545,207 0 126,053
LINCOLN NATL CORP IND COM 534187109 1,609 22,018 SH   DFND 20 22,018 0 0
LINCOLN NATL CORP IND COM 534187109 37,644 515,254 SH   DFND 21 400,889 0 114,365
LIQUIDITY SERVICES INC COM 53635B107 103 15,855 SH   DFND 17 0 0 15,855
LITTELFUSE INC COM 537008104 41,182 197,820 SH   DFND 21 197,038 0 782
LITTELFUSE INC COM 537008104 3,539 17,000 SH   DFND 24 17,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,768 136,871 SH   DFND 17 50,946 0 85,925
LIVEPERSON INC COM 538146101 5,101 311,994 SH   DFND 17 280,664 0 31,330
LOCKHEED MARTIN CORP COM 539830109 2,702 7,996 SH   DFND 4 7,996 0 0
LOCKHEED MARTIN CORP COM 539830109 64,892 192,028 SH   DFND 17 191,443 0 585
LOCKHEED MARTIN CORP COM 539830109 21,729 64,300 SH   DFND 20 64,300 0 0
LOCKHEED MARTIN CORP CALL 539830909 5,103 15,100 SH Call DFND 4 15,100 0 0
LOCKHEED MARTIN CORP PUT 539830959 50,385 149,100 SH Put DFND 4 149,100 0 0
LOEWS CORP COM 540424108 256 5,149 SH   DFND 17 5,149 0 0
LOEWS CORP COM 540424108 1,906 38,329 SH   DFND 21 0 0 38,329
LOGMEIN INC COM 54142L109 11,656 100,873 SH   DFND 17 66,704 0 34,169
LOGMEIN INC COM 54142L109 26 227 SH   DFND 21 227 0 0
LOUISIANA PAC CORP COM 546347105 1,008 35,021 SH   DFND 17 35,021 0 0
LOWES COS INC COM 548661107 14,460 164,782 SH   DFND 4 164,782 0 0
LOWES COS INC COM 548661107 7,198 82,024 SH   DFND 17 82,024 0 0
LOWES COS INC COM 548661107 438 4,994 SH   DFND 21 3,547 0 1,447
LOWES COS INC CALL 548661907 3,800 43,300 SH Call DFND 4 43,300 0 0
LOWES COS INC PUT 548661957 48,561 553,400 SH Put DFND 4 553,400 0 0
LULULEMON ATHLETICA INC COM 550021109 319 3,575 SH   DFND 17 3,575 0 0
LUMENTUM HLDGS INC COM 55024U109 5,439 85,252 SH   DFND 17 69,062 0 16,190
LUMENTUM HLDGS INC COM 55024U109 1,093 17,137 SH   DFND 21 17,137 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 89,392 72,090,000 PRN   DFND 17 67,605,000 0 4,485,000
LYDALL INC DEL COM 550819106 1,113 23,074 SH   DFND 17 23,074 0 0
LYON WILLIAM HOMES CL A NEW 552074700 2,929 106,539 SH   DFND 17 106,539 0 0
LYON WILLIAM HOMES CL A NEW 552074700 377 13,705 SH   DFND 21 13,705 0 0
M & T BK CORP COM 55261F104 3,782 20,514 SH   DFND 4 20,514 0 0
M & T BK CORP COM 55261F104 525 2,850 SH   DFND 17 2,850 0 0
M & T BK CORP COM 55261F104 293 1,591 SH   DFND 21 0 0 1,591
M & T BK CORP CALL 55261F904 2,894 15,700 SH Call DFND 4 15,700 0 0
M & T BK CORP PUT 55261F954 18,547 100,600 SH Put DFND 4 100,600 0 0
M D C HLDGS INC COM 552676108 26,264 940,672 SH   DFND 17 940,672 0 0
M D C HLDGS INC COM 552676108 1,434 51,375 SH   DFND 21 47,119 0 4,256
MDU RES GROUP INC COM 552690109 8,548 303,540 SH   DFND 17 198,999 0 104,541
MDC PARTNERS INC CL A SUB VTG 552697104 307 42,670 SH   DFND 17 15,730 0 26,940
MFA FINL INC COM 55272X102 1,842 244,651 SH   DFND 17 188,851 0 55,800
MFA FINL INC COM 55272X102 5,760 764,907 SH   DFND 21 588,641 0 176,266
MCBC HLDGS INC COM 55276F107 4,386 174,053 SH   DFND 17 100,020 0 74,033
MCBC HLDGS INC COM 55276F107 198 7,854 SH   DFND 20 7,854 0 0
MCBC HLDGS INC COM 55276F107 2,133 84,656 SH   DFND 21 79,947 0 4,709
MGIC INVT CORP WIS COM 552848103 177 13,600 SH   DFND 17 13,600 0 0
MGIC INVT CORP WIS COM 552848103 7,934 610,278 SH   DFND 21 118,616 0 491,662
MGM RESORTS INTERNATIONAL COM 552953101 46,142 1,317,591 SH   DFND 17 1,193,951 0 123,640
MGM RESORTS INTERNATIONAL COM 552953101 224 6,395 SH   DFND 21 0 0 6,395
MGP INGREDIENTS INC NEW COM 55303J106 11,137 124,313 SH   DFND 17 124,313 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,270 14,179 SH   DFND 21 14,179 0 0
MGP INGREDIENTS INC NEW COM 55303J106 4,037 45,066 SH   DFND 24 45,066 0 0
M/I HOMES INC COM 55305B101 2,687 84,361 SH   DFND 17 84,361 0 0
MKS INSTRUMENT INC COM 55306N104 48,190 416,684 SH   DFND 17 393,749 0 22,935
MKS INSTRUMENT INC COM 55306N104 662 5,728 SH   DFND 20 5,728 0 0
MKS INSTRUMENT INC COM 55306N104 32,676 282,545 SH   DFND 21 243,161 0 39,384
MPLX LP COM UNIT REP LTD 55336V100 6,498 196,670 SH   DFND 4 196,670 0 0
MSA SAFETY INC COM 553498106 2,324 27,920 SH   DFND 17 21,845 0 6,075
MSCI INC COM 55354G100 40,158 268,666 SH   DFND 17 268,666 0 0
MSCI INC COM 55354G100 212 1,416 SH   DFND 20 1,416 0 0
MSCI INC COM 55354G100 7,563 50,600 SH   DFND 21 18,895 0 31,705
MTGE INVT CORP COM 55378A105 3,753 209,656 SH   DFND 17 59,122 0 150,534
MTGE INVT CORP COM 55378A105 2,646 147,843 SH   DFND 21 53,503 0 94,340
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 18,137 18,320,000 PRN   DFND 17 18,320,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 62,140 69,625,000 PRN   DFND 17 69,625,000 0 0
MACROGENICS INC COM 556099109 1,735 68,944 SH   DFND 17 66,918 0 2,026
MACYS INC COM 55616P104 32,131 1,080,380 SH   DFND 17 1,080,380 0 0
MACYS INC COM 55616P104 7,370 247,831 SH   DFND 21 176,250 0 71,581
MADISON SQUARE GARDEN CO NEW CL A 55825T103 243 990 SH   DFND 17 990 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,353 21,969 SH   DFND 21 21,969 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,557 26,680 SH   DFND 4 26,680 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 19,914 341,280 SH   DFND 17 341,280 0 0
MAGNA INTL INC COM 559222401 50,756 901,713 SH   DFND 17 895,352 0 6,361
MAGNA INTL INC COM 559222401 706 12,549 SH   DFND 20 12,549 0 0
MAGNA INTL INC COM 559222401 74,288 1,319,791 SH   DFND 21 884,672 0 435,119
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,896 46,634 SH   DFND 17 3,889 0 42,745
MANITEX INTL INC COM 563420108 1,342 117,438 SH   DFND 17 104,791 0 12,647
MANPOWERGROUP INC COM 56418H100 14,003 121,660 SH   DFND 17 121,660 0 0
MANPOWERGROUP INC COM 56418H100 821 7,135 SH   DFND 20 7,135 0 0
MANPOWERGROUP INC COM 56418H100 19,167 166,526 SH   DFND 21 142,204 0 24,322
MANTECH INTL CORP CL A 564563104 4,440 80,051 SH   DFND 17 62,441 0 17,610
MANTECH INTL CORP CL A 564563104 6,274 113,107 SH   DFND 21 52,298 0 60,809
MANULIFE FINL CORP COM 56501R106 24,867 1,340,284 SH   DFND 17 1,320,877 0 19,407
MANULIFE FINL CORP COM 56501R106 1,411 76,041 SH   DFND 20 76,041 0 0
MANULIFE FINL CORP COM 56501R106 40,110 2,161,867 SH   DFND 21 1,631,948 0 529,919
MARATHON OIL CORP COM 565849106 26,615 1,650,000 SH   DFND 4 1,650,000 0 0
MARATHON OIL CORP COM 565849106 6,242 386,972 SH   DFND 17 386,972 0 0
MARATHON OIL CORP COM 565849106 593 36,749 SH   DFND 21 36,749 0 0
MARATHON PETE CORP COM 56585A102 68 932 SH   DFND 4 932 0 0
MARATHON PETE CORP COM 56585A102 58,312 797,587 SH   DFND 17 606,292 0 191,295
MARATHON PETE CORP COM 56585A102 1,004 13,727 SH   DFND 20 13,727 0 0
MARATHON PETE CORP COM 56585A102 91,748 1,254,932 SH   DFND 21 965,898 0 289,034
MARATHON PETE CORP COM 56585A102 804 11,000 SH   DFND 24 11,000 0 0
MARATHON PETE CORP CALL 56585A902 1,733 23,700 SH Call DFND 4 23,700 0 0
MARATHON PETE CORP PUT 56585A952 14,834 202,900 SH Put DFND 4 202,900 0 0
MARCUS & MILLICHAP INC COM 566324109 791 21,945 SH   DFND 17 0 0 21,945
MARCUS CORP COM 566330106 40 1,309 SH   DFND 17 1,309 0 0
MARCUS CORP COM 566330106 416 13,709 SH   DFND 21 13,709 0 0
MARKETAXESS HLDGS INC COM 57060D108 7,933 36,485 SH   DFND 17 29,610 0 6,875
MARKETAXESS HLDGS INC COM 57060D108 42,125 193,730 SH   DFND 21 193,730 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5,746 43,136 SH   DFND 17 23,338 0 19,798
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 9,085 68,203 SH   DFND 21 36,716 0 31,487
MARSH & MCLENNAN COS INC COM 571748102 893 10,812 SH   DFND 4 10,812 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,525 18,467 SH   DFND 17 18,467 0 0
MARSH & MCLENNAN COS INC CALL 571748902 3,973 48,100 SH Call DFND 4 48,100 0 0
MARSH & MCLENNAN COS INC PUT 571748952 22,118 267,800 SH Put DFND 4 267,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 17,808 130,964 SH   DFND 4 130,964 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,331 46,556 SH   DFND 17 46,556 0 0
MARRIOTT INTL INC NEW CL A 571903202 43,983 323,455 SH   DFND 21 243,884 0 79,571
MARRIOTT INTL INC NEW CALL 571903902 3,400 25,000 SH Call DFND 4 25,000 0 0
MARRIOTT INTL INC NEW PUT 571903952 21,226 156,100 SH Put DFND 4 156,100 0 0
MARTEN TRANS LTD COM 573075108 1,609 70,581 SH   DFND 21 0 0 70,581
MARTIN MARIETTA MATLS INC COM 573284106 246 1,187 SH   DFND 17 1,187 0 0
MASCO CORP COM 574599106 6,816 168,551 SH   DFND 17 168,551 0 0
MASIMO CORP COM 574795100 5,237 59,547 SH   DFND 17 48,407 0 11,140
MASIMO CORP COM 574795100 85 971 SH   DFND 20 971 0 0
MASIMO CORP COM 574795100 26,046 296,141 SH   DFND 21 167,326 0 128,815
MASTERCARD INCORPORATED CL A 57636Q104 32,922 187,952 SH   DFND 17 162,952 0 25,000
MASTERCARD INCORPORATED CL A 57636Q104 56,139 320,501 SH   DFND 21 190,472 0 130,029
MASTERCARD INCORPORATED CALL 57636Q904 10,492 59,900 SH Call DFND 4 59,900 0 0
MASTERCARD INCORPORATED PUT 57636Q954 85,723 489,400 SH Put DFND 4 489,400 0 0
MATSON INC COM 57686G105 1,280 44,695 SH   DFND 21 0 0 44,695
MAXIM INTEGRATED PRODS INC COM 57772K101 17,096 283,896 SH   DFND 17 115,142 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 13,320 221,184 SH   DFND 21 217,812 0 3,372
MCCORMICK & CO INC COM NON VTG 579780206 249 2,341 SH   DFND 17 2,341 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,090 38,442 SH   DFND 21 0 0 38,442
MCDERMOTT INTL INC COM 580037109 233 38,207 SH   DFND 17 38,207 0 0
MCDONALDS CORP COM 580135101 8,891 56,853 SH   DFND 4 56,853 0 0
MCDONALDS CORP COM 580135101 249,556 1,595,828 SH   DFND 17 1,403,901 0 191,927
MCDONALDS CORP COM 580135101 18,791 120,160 SH   DFND 20 120,160 0 0
MCDONALDS CORP COM 580135101 127,161 813,154 SH   DFND 21 683,984 0 129,170
MCDONALDS CORP COM 580135101 108 692 SH   DFND 24 692 0 0
MCDONALDS CORP CALL 580135901 12,823 82,000 SH Call DFND 4 82,000 0 0
MCDONALDS CORP PUT 580135951 60,363 386,000 SH Put DFND 4 386,000 0 0
MCGRATH RENTCORP COM 580589109 57 1,060 SH   DFND 17 1,060 0 0
MCGRATH RENTCORP COM 580589109 4,006 74,613 SH   DFND 21 25,624 0 48,989
MCKESSON CORP COM 58155Q103 5,298 37,607 SH   DFND 4 37,607 0 0
MCKESSON CORP COM 58155Q103 119,211 846,246 SH   DFND 17 842,875 0 3,371
MCKESSON CORP COM 58155Q103 452 3,212 SH   DFND 20 3,212 0 0
MCKESSON CORP COM 58155Q103 58,848 417,745 SH   DFND 21 353,355 0 64,390
MCKESSON CORP CALL 58155Q903 1,507 10,700 SH Call DFND 4 10,700 0 0
MCKESSON CORP PUT 58155Q953 18,581 131,900 SH Put DFND 4 131,900 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 254 24,197 SH   DFND 17 24,197 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 144 11,050 SH   DFND 17 11,050 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,387 568,204 SH   DFND 21 125,689 0 442,515
MEDICINES CO COM 584688105 8,218 249,475 SH   DFND 17 249,475 0 0
MEDICINES CO COM 584688105 1,976 60,000 SH   DFND 24 60,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 9,991 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 10,857 11,200,000 PRN   DFND 17 11,200,000 0 0
MEDIFAST INC COM 58470H101 4,390 46,974 SH   DFND 17 45,387 0 1,587
MEDIFAST INC COM 58470H101 397 4,253 SH   DFND 21 4,253 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 908 14,449 SH   DFND 17 14,449 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 6,651 5,795,000 PRN   DFND 17 5,795,000 0 0
MEDNAX INC COM 58502B106 318 5,724 SH   DFND 21 0 0 5,724
MEDPACE HLDGS INC COM 58506Q109 2,942 84,265 SH   DFND 17 55,800 0 28,465
MEET GROUP INC COM 58513U101 236 112,860 SH   DFND 17 112,860 0 0
MEET GROUP INC COM 58513U101 1,513 724,144 SH   DFND 21 637,916 0 86,228
MELCO RESORT ENTERTAINMENT L ADR 585464100 22,329 770,485 SH   DFND 17 680,585 0 89,900
MELCO RESORT ENTERTAINMENT L ADR 585464100 5,564 192,000 SH   DFND 20 192,000 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 4,466 154,092 SH   DFND 21 24,382 0 129,710
MELCO RESORT ENTERTAINMENT L ADR 585464100 774 26,700 SH   DFND 24 26,700 0 0
MERCADOLIBRE INC COM 58733R102 7,293 20,464 SH   DFND 17 14,801 0 5,663
MERCADOLIBRE INC COM 58733R102 1,107 3,107 SH   DFND 21 3,107 0 0
MERCER INTL INC COM 588056101 1,660 133,370 SH   DFND 17 133,370 0 0
MERCER INTL INC COM 588056101 86 6,885 SH   DFND 20 6,885 0 0
MERCER INTL INC COM 588056101 4,131 331,781 SH   DFND 21 241,183 0 90,598
MERCK & CO INC COM 58933Y105 5,678 104,239 SH   DFND 4 104,239 0 0
MERCK & CO INC COM 58933Y105 48,846 896,744 SH   DFND 17 869,868 0 26,876
MERCK & CO INC COM 58933Y105 1,984 36,432 SH   DFND 20 36,432 0 0
MERCK & CO INC COM 58933Y105 143,348 2,631,686 SH   DFND 21 2,177,295 0 454,391
MERCK & CO INC CALL 58933Y905 12,762 234,300 SH Call DFND 4 234,300 0 0
MERCK & CO INC PUT 58933Y955 50,924 934,900 SH Put DFND 4 934,900 0 0
MERCURY SYS INC COM 589378108 1,619 33,500 SH   DFND 20 33,500 0 0
MEREDITH CORP COM 589433101 24,710 459,292 SH   DFND 17 459,292 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,303 163,941 SH   DFND 17 163,941 0 0
MERIDIAN BANCORP INC MD COM 58958U103 197 9,798 SH   DFND 21 9,798 0 0
MERIT MED SYS INC COM 589889104 13,462 296,852 SH   DFND 17 206,603 0 90,249
MERIT MED SYS INC COM 589889104 111 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 6,836 150,729 SH   DFND 21 148,140 0 2,589
MERITAGE HOMES CORP COM 59001A102 464 10,262 SH   DFND 21 10,262 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,035 65,625 SH   DFND 20 65,625 0 0
MESA LABS INC COM 59064R109 3,126 21,059 SH   DFND 17 20,370 0 689
META FINL GROUP INC COM 59100U108 364 3,332 SH   DFND 17 567 0 2,765
METHANEX CORP COM 59151K108 24,371 402,567 SH   DFND 17 402,567 0 0
METHANEX CORP COM 59151K108 4,425 73,087 SH   DFND 21 36,470 0 36,617
METHODE ELECTRS INC COM 591520200 27,413 701,112 SH   DFND 17 701,112 0 0
METLIFE INC COM 59156R108 3,974 86,589 SH   DFND 4 86,589 0 0
METLIFE INC COM 59156R108 98,158 2,138,982 SH   DFND 17 2,122,124 0 16,858
METLIFE INC COM 59156R108 3,162 68,901 SH   DFND 21 6,724 0 62,177
METLIFE INC CALL 59156R908 3,621 78,900 SH Call DFND 4 78,900 0 0
METLIFE INC PUT 59156R958 23,794 518,500 SH Put DFND 4 518,500 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,953 6,874 SH   DFND 17 6,574 0 300
METTLER TOLEDO INTERNATIONAL COM 592688105 1,301 2,263 SH   DFND 20 2,263 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 21,464 37,326 SH   DFND 21 20,979 0 16,347
MICHAELS COS INC COM 59408Q106 39 2,000 SH   DFND 17 2,000 0 0
MICHAELS COS INC COM 59408Q106 251 12,722 SH   DFND 21 10,011 0 2,711
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 117 8,313 SH   DFND 17 8,313 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 13 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 718 51,121 SH   DFND 21 27,665 0 23,456
MICROSOFT CORP COM 594918104 15,930 174,535 SH   DFND 4 174,535 0 0
MICROSOFT CORP COM 594918104 865,873 9,486,939 SH   DFND 17 8,372,971 0 1,113,968
MICROSOFT CORP COM 594918104 38,422 420,971 SH   DFND 20 171,737 0 249,234
MICROSOFT CORP COM 594918104 803,066 8,798,793 SH   DFND 21 6,895,495 0 1,903,298
MICROSOFT CORP CALL 594918904 84,808 929,200 SH Call DFND 4 929,200 0 0
MICROSOFT CORP PUT 594918954 322,338 3,531,700 SH Put DFND 4 3,531,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 359 3,931 SH   DFND 4 3,931 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 214,111 2,343,601 SH   DFND 17 2,012,546 0 331,055
MICROCHIP TECHNOLOGY INC COM 595017104 12,735 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 68,784 752,890 SH   DFND 21 719,750 0 33,140
MICROCHIP TECHNOLOGY INC CALL 595017904 1,115 12,200 SH Call DFND 4 12,200 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 8,478 92,800 SH Put DFND 4 92,800 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 181,651 152,905,000 PRN   DFND 17 138,485,000 0 14,420,000
MICROCHIP TECHNOLOGY INC SDCV 2.250% 2/1 595017AH7 81,914 67,950,000 PRN   DFND 17 67,950,000 0 0
MICRON TECHNOLOGY INC COM 595112103 110 2,111 SH   DFND 4 2,111 0 0
MICRON TECHNOLOGY INC COM 595112103 609,535 11,690,361 SH   DFND 17 10,791,746 0 898,615
MICRON TECHNOLOGY INC COM 595112103 39,942 766,059 SH   DFND 20 766,059 0 0
MICRON TECHNOLOGY INC COM 595112103 129,347 2,480,767 SH   DFND 21 1,894,265 0 586,502
MICRON TECHNOLOGY INC CALL 595112903 4,056 77,800 SH Call DFND 4 77,800 0 0
MICRON TECHNOLOGY INC PUT 595112953 38,646 741,200 SH Put DFND 4 741,200 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 216,992 120,686,000 PRN   DFND 17 113,801,000 0 6,885,000
MICROSEMI CORP COM 595137100 20,148 311,310 SH   DFND 4 311,310 0 0
MICROSEMI CORP COM 595137100 8,392 129,670 SH   DFND 17 98,230 0 31,440
MICROSEMI CORP COM 595137100 10,310 159,300 SH   DFND 21 159,300 0 0
MID AMER APT CMNTYS INC COM 59522J103 19,868 217,750 SH   DFND 4 217,750 0 0
MID AMER APT CMNTYS INC COM 59522J103 10,288 112,755 SH   DFND 17 112,755 0 0
MIDDLESEX WATER CO COM 596680108 710 19,355 SH   DFND 17 1,575 0 17,780
MIDLAND STS BANCORP INC ILL COM 597742105 72 2,271 SH   DFND 20 2,271 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 216 6,834 SH   DFND 21 6,834 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 47 3,490 SH   DFND 17 3,490 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 476 35,710 SH   DFND 21 0 0 35,710
MILLER HERMAN INC COM 600544100 2,147 67,206 SH   DFND 17 67,206 0 0
MILLER HERMAN INC COM 600544100 4,550 142,418 SH   DFND 21 112,462 0 29,956
MIMEDX GROUP INC COM 602496101 162 23,302 SH   DFND 17 23,302 0 0
MIMEDX GROUP INC COM 602496101 3,085 442,652 SH   DFND 21 434,858 0 7,794
MINDBODY INC COM CL A 60255W105 6,990 179,690 SH   DFND 17 66,880 0 112,810
MITEL NETWORKS CORP COM 60671Q104 1,669 179,805 SH   DFND 17 179,805 0 0
MITEL NETWORKS CORP COM 60671Q104 162 17,440 SH   DFND 21 0 0 17,440
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 25,985 2,281,383 SH   DFND 17 1,998,283 0 283,100
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,607 228,919 SH   DFND 21 228,919 0 0
MODEL N INC COM 607525102 6,471 358,488 SH   DFND 17 305,584 0 52,904
MODINE MFG CO COM 607828100 4,325 204,512 SH   DFND 17 204,512 0 0
MOELIS & CO CL A 60786M105 715 14,062 SH   DFND 17 14,062 0 0
MOELIS & CO CL A 60786M105 1,171 23,030 SH   DFND 21 13,712 0 9,318
MOHAWK INDS INC COM 608190104 3,014 12,979 SH   DFND 17 5,369 0 7,610
MOHAWK INDS INC COM 608190104 311 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 10,558 45,466 SH   DFND 21 44,938 0 528
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 89,694 44,395,000 PRN   DFND 17 42,695,000 0 1,700,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 10,985 8,090,000 PRN   DFND 17 8,090,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 11,629 154,374 SH   DFND 17 154,374 0 0
MOLSON COORS BREWING CO CL B 60871R209 304 4,036 SH   DFND 20 4,036 0 0
MOLSON COORS BREWING CO CL B 60871R209 18,194 241,528 SH   DFND 21 93,368 0 148,160
MOMO INC ADR 60879B107 447 11,959 SH   DFND 21 11,959 0 0
MONDELEZ INTL INC CL A 609207105 4,139 99,180 SH   DFND 4 99,180 0 0
MONDELEZ INTL INC CL A 609207105 149,680 3,586,874 SH   DFND 17 3,273,539 0 313,335
MONDELEZ INTL INC CL A 609207105 1,605 38,463 SH   DFND 20 38,463 0 0
MONDELEZ INTL INC CL A 609207105 43,708 1,047,394 SH   DFND 21 859,214 0 188,180
MONDELEZ INTL INC CALL 609207905 4,010 96,100 SH Call DFND 4 96,100 0 0
MONDELEZ INTL INC PUT 609207955 33,931 813,100 SH Put DFND 4 813,100 0 0
MONGODB INC CL A 60937P106 15,931 367,065 SH   DFND 17 272,745 0 94,320
MONMOUTH REAL ESTATE INVT CO CL A 609720107 29,083 1,933,721 SH   DFND 17 1,933,721 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 728 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,094 52,635 SH   DFND 17 42,715 0 9,920
MONOLITHIC PWR SYS INC COM 609839105 263 2,269 SH   DFND 20 2,269 0 0
MONOLITHIC PWR SYS INC COM 609839105 724 6,255 SH   DFND 21 6,255 0 0
MONSANTO CO NEW COM 61166W101 974 8,348 SH   DFND 4 8,348 0 0
MONSANTO CO NEW COM 61166W101 126,497 1,084,041 SH   DFND 17 1,084,041 0 0
MONSANTO CO NEW COM 61166W101 11,786 101,000 SH   DFND 21 101,000 0 0
MONSANTO CO NEW COM 61166W101 6,010 51,500 SH   DFND 24 51,500 0 0
MONSANTO CO NEW CALL 61166W901 3,967 34,000 SH Call DFND 4 34,000 0 0
MONSANTO CO NEW PUT 61166W951 19,324 165,600 SH Put DFND 4 165,600 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,932 51,243 SH   DFND 4 51,243 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 39,040 682,406 SH   DFND 17 542,080 0 140,326
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,842 32,200 SH Call DFND 4 32,200 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 13,519 236,300 SH Put DFND 4 236,300 0 0
MOODYS CORP COM 615369105 805 4,988 SH   DFND 4 4,988 0 0
MOODYS CORP COM 615369105 837 5,188 SH   DFND 17 5,188 0 0
MOODYS CORP COM 615369105 20,152 124,935 SH   DFND 21 124,935 0 0
MOODYS CORP CALL 615369905 1,274 7,900 SH Call DFND 4 7,900 0 0
MOODYS CORP PUT 615369955 16,614 103,000 SH Put DFND 4 103,000 0 0
MORGAN STANLEY COM NEW 617446448 16,924 313,642 SH   DFND 4 313,642 0 0
MORGAN STANLEY COM NEW 617446448 152,828 2,832,246 SH   DFND 17 2,665,908 0 166,338
MORGAN STANLEY COM NEW 617446448 361 6,694 SH   DFND 20 6,694 0 0
MORGAN STANLEY COM NEW 617446448 87,923 1,629,402 SH   DFND 21 1,462,604 0 166,798
MORGAN STANLEY CALL 617446908 4,997 92,600 SH Call DFND 4 92,600 0 0
MORGAN STANLEY PUT 617446958 63,495 1,176,700 SH Put DFND 4 1,176,700 0 0
MOSAIC CO NEW COM 61945C103 11,911 490,556 SH   DFND 17 490,556 0 0
MOSAIC CO NEW COM 61945C103 157 6,456 SH   DFND 21 6,456 0 0
MOSAIC CO NEW COM 61945C103 5,536 228,000 SH   DFND 24 228,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 28,102 266,874 SH   DFND 17 210,964 0 55,910
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,261 49,962 SH   DFND 21 36,796 0 13,166
MOVADO GROUP INC COM 624580106 2,314 60,270 SH   DFND 17 54,385 0 5,885
MUELLER WTR PRODS INC COM SER A 624758108 11,096 1,020,789 SH   DFND 17 1,020,789 0 0
MUELLER WTR PRODS INC COM SER A 624758108 289 26,629 SH   DFND 21 10,892 0 15,737
MULESOFT INC CL A 625207105 21,135 480,561 SH   DFND 17 357,547 0 123,014
MURPHY OIL CORP COM 626717102 299 11,552 SH   DFND 21 11,552 0 0
MURPHY USA INC COM 626755102 346 4,749 SH   DFND 21 0 0 4,749
MYRIAD GENETICS INC COM 62855J104 1,150 38,908 SH   DFND 17 38,908 0 0
MYRIAD GENETICS INC COM 62855J104 16,881 571,282 SH   DFND 21 346,878 0 224,404
NCR CORP NEW COM 62886E108 2,288 72,577 SH   DFND 21 33,476 0 39,101
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 368 33,461 SH   DFND 4 33,461 0 0
NN INC COM 629337106 1,759 73,307 SH   DFND 17 70,922 0 2,385
NRG ENERGY INC COM NEW 629377508 309 10,110 SH   DFND 17 10,110 0 0
NRG ENERGY INC COM NEW 629377508 1,171 38,351 SH   DFND 21 23,586 0 14,765
NRG YIELD INC CL A NEW 62942X306 451 27,443 SH   DFND 21 27,443 0 0
NVR INC COM 62944T105 224 80 SH   DFND 17 80 0 0
NV5 GLOBAL INC COM 62945V109 6,000 107,624 SH   DFND 17 102,920 0 4,704
NANOMETRICS INC COM 630077105 263 9,775 SH   DFND 17 9,775 0 0
NANOMETRICS INC COM 630077105 574 21,353 SH   DFND 21 21,353 0 0
NATIONAL BEVERAGE CORP COM 635017106 809 9,087 SH   DFND 17 9,087 0 0
NATIONAL BEVERAGE CORP COM 635017106 230 2,582 SH   DFND 20 2,582 0 0
NATIONAL BEVERAGE CORP COM 635017106 4,385 49,254 SH   DFND 21 35,671 0 13,583
NATIONAL COMM CORP COM 63546L102 2,492 57,223 SH   DFND 17 55,218 0 2,005
NATIONAL FUEL GAS CO N J COM 636180101 26,609 517,190 SH   DFND 17 517,190 0 0
NATIONAL HEALTH INVS INC COM 63633D104 38,497 572,100 SH   DFND 17 572,100 0 0
NATIONAL INSTRS CORP COM 636518102 1,324 26,191 SH   DFND 17 15,351 0 10,840
NATIONAL INSTRS CORP COM 636518102 153 3,027 SH   DFND 20 3,027 0 0
NATIONAL INSTRS CORP COM 636518102 22,079 436,608 SH   DFND 21 377,732 0 58,876
NATIONAL OILWELL VARCO INC COM 637071101 23,113 627,893 SH   DFND 17 627,893 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 574 1,883 SH   DFND 21 1,410 0 473
NATIONSTAR MTG HLDGS INC COM 63861C109 1,227 68,300 SH   DFND 4 68,300 0 0
NAVISTAR INTL CORP NEW COM 63934E108 7,228 206,678 SH   DFND 17 136,806 0 69,872
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 40,304 39,170,000 PRN   DFND 17 33,585,000 0 5,585,000
NAVIGANT CONSULTING INC COM 63935N107 239 12,424 SH   DFND 17 12,424 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,595 82,925 SH   DFND 21 18,304 0 64,621
NEENAH INC COM 640079109 26,971 344,020 SH   DFND 17 344,020 0 0
NEKTAR THERAPEUTICS COM 640268108 8,255 77,684 SH   DFND 17 69,539 0 8,145
NEKTAR THERAPEUTICS COM 640268108 2,763 26,000 SH   DFND 24 26,000 0 0
NEOGENOMICS INC COM NEW 64049M209 4,437 543,735 SH   DFND 17 525,277 0 18,458
NEOS THERAPEUTICS INC COM 64052L106 161 19,410 SH   DFND 17 0 0 19,410
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 497 52,503 SH   DFND 17 14,243 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 163 17,194 SH   DFND 21 17,194 0 0
NETAPP INC COM 64110D104 145,387 2,356,734 SH   DFND 17 1,793,076 0 563,658
NETAPP INC COM 64110D104 296 4,796 SH   DFND 20 4,796 0 0
NETAPP INC COM 64110D104 31,688 513,665 SH   DFND 21 489,862 0 23,803
NETAPP INC CALL 64110D904 29,611 480,000 SH Call DFND 17 480,000 0 0
NETFLIX INC COM 64110L106 75 254 SH   DFND 4 254 0 0
NETFLIX INC COM 64110L106 292,164 989,214 SH   DFND 17 908,489 0 80,725
NETFLIX INC COM 64110L106 35,801 121,215 SH   DFND 21 117,415 0 3,800
NETFLIX INC CALL 64110L906 8,683 29,400 SH Call DFND 4 29,400 0 0
NETFLIX INC PUT 64110L956 95,250 322,500 SH Put DFND 4 322,500 0 0
NETEASE INC SPONSORED ADR 64110W102 17,660 62,985 SH   DFND 17 46,465 0 16,520
NETEASE INC SPONSORED ADR 64110W102 12,717 45,356 SH   DFND 20 35,918 0 9,438
NETEASE INC SPONSORED ADR 64110W102 9,503 33,893 SH   DFND 21 33,583 0 310
NETGEAR INC COM 64111Q104 356 6,226 SH   DFND 21 0 0 6,226
NEUROCRINE BIOSCIENCES INC COM 64125C109 28,684 345,884 SH   DFND 17 246,157 0 99,727
NEUROCRINE BIOSCIENCES INC COM 64125C109 972 11,716 SH   DFND 21 11,716 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,193 38,500 SH   DFND 24 38,500 0 0
NEVSUN RES LTD COM 64156L101 2,106 884,576 SH   DFND 21 884,576 0 0
NEVRO CORP COM 64157F103 23,540 271,600 SH   DFND 17 211,225 0 60,375
NEVRO CORP COM 64157F103 414 4,774 SH   DFND 21 0 0 4,774
NEW GOLD INC CDA COM 644535106 727 280,468 SH   DFND 21 280,468 0 0
NEW JERSEY RES COM 646025106 41 1,010 SH   DFND 17 1,010 0 0
NEW JERSEY RES COM 646025106 2,458 61,298 SH   DFND 21 0 0 61,298
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,029 11,740 SH   DFND 17 10,340 0 1,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 95,538 1,089,992 SH   DFND 20 966,937 0 123,055
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 92 1,052 SH   DFND 21 0 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,656 30,300 SH   DFND 24 30,300 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 884 10,090 SH   DFND 25 10,090 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,141 434,117 SH   DFND 17 371,322 0 62,795
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 326 19,797 SH   DFND 20 19,797 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 32,100 1,951,363 SH   DFND 21 1,746,566 0 204,797
NEW RELIC INC COM 64829B100 458 6,175 SH   DFND 17 730 0 5,445
NEW SR INVT GROUP INC COM 648691103 161 19,731 SH   DFND 17 19,731 0 0
NEW SR INVT GROUP INC COM 648691103 712 86,981 SH   DFND 21 86,981 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 188 31,785 SH   DFND 17 31,785 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,150 194,000 SH   DFND 21 140,140 0 53,860
NEW YORK REIT INC COM NEW 64976L208 34,416 1,599,999 SH   DFND 4 1,599,999 0 0
NEWELL BRANDS INC COM 651229106 10,450 410,140 SH   DFND 17 347,080 0 63,060
NEWELL BRANDS INC COM 651229106 7,311 286,948 SH   DFND 21 194,120 0 92,828
NEWFIELD EXPL CO COM 651290108 17,094 700,000 SH   DFND 4 700,000 0 0
NEWFIELD EXPL CO COM 651290108 88 3,601 SH   DFND 17 3,601 0 0
NEWLINK GENETICS CORP COM 651511107 415 57,278 SH   DFND 17 54,829 0 2,449
NEWMONT MINING CORP COM 651639106 391 9,995 SH   DFND 17 9,995 0 0
NEWMONT MINING CORP COM 651639106 19,819 507,257 SH   DFND 21 507,257 0 0
NEWMONT MINING CORP COM 651639106 899 23,000 SH   DFND 24 23,000 0 0
NEWMONT MINING CORP PUT 651639956 293 7,500 SH Put DFND 4 7,500 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,056 130,403 SH   DFND 17 130,403 0 0
NEWS CORP NEW CL B 65249B208 238 14,761 SH   DFND 17 14,761 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,616 24,294 SH   DFND 17 24,294 0 0
NEXTERA ENERGY INC COM 65339F101 30,142 184,545 SH   DFND 17 79,163 0 105,382
NEXTERA ENERGY INC COM 65339F101 457 2,797 SH   DFND 20 2,797 0 0
NEXTERA ENERGY INC COM 65339F101 61,569 376,960 SH   DFND 21 357,427 0 19,533
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 159,913 2,773,380 SH   DFND 17 2,599,570 0 173,810
NEXTERA ENERGY INC CALL 65339F901 4,149 25,400 SH Call DFND 4 25,400 0 0
NEXTERA ENERGY INC PUT 65339F951 36,063 220,800 SH Put DFND 4 220,800 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 916 85,586 SH   DFND 17 85,586 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 4,343 405,853 SH   DFND 21 365,042 0 40,811
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 29,056 23,920,000 PRN   DFND 17 18,375,000 0 5,545,000
NIKE INC CL B 654106103 283 4,264 SH   DFND 4 4,264 0 0
NIKE INC CL B 654106103 1,664 25,049 SH   DFND 17 25,049 0 0
NIKE INC CL B 654106103 834 12,554 SH   DFND 21 12,554 0 0
NIKE INC CALL 654106903 6,730 101,300 SH Call DFND 4 101,300 0 0
NIKE INC PUT 654106953 38,103 573,500 SH Put DFND 4 573,500 0 0
NINE ENERGY SVC INC COM 65441V101 1,255 51,548 SH   DFND 17 49,872 0 1,676
NISOURCE INC COM 65473P105 1,722 72,037 SH   DFND 17 72,037 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,566 54,355 SH   DFND 17 20,230 0 34,125
NOBLE ENERGY INC COM 655044105 270 8,920 SH   DFND 17 8,920 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 294 6,305 SH   DFND 4 6,305 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 33 705 SH   DFND 17 705 0 0
NORBORD INC COM NEW 65548P403 2,052 56,631 SH   DFND 17 54,235 0 2,396
NORBORD INC COM NEW 65548P403 6,163 170,106 SH   DFND 21 154,533 0 15,573
NORDSON CORP COM 655663102 7,448 54,625 SH   DFND 17 44,330 0 10,295
NORDSTROM INC COM 655664100 14,242 294,188 SH   DFND 17 229,103 0 65,085
NORDSTROM INC COM 655664100 243 5,016 SH   DFND 21 0 0 5,016
NORFOLK SOUTHERN CORP COM 655844108 17,520 129,030 SH   DFND 4 129,030 0 0
NORFOLK SOUTHERN CORP COM 655844108 23,457 172,758 SH   DFND 17 163,850 0 8,908
NORFOLK SOUTHERN CORP COM 655844108 380 2,802 SH   DFND 20 2,802 0 0
NORFOLK SOUTHERN CORP COM 655844108 21,839 160,843 SH   DFND 21 107,995 0 52,848
NORFOLK SOUTHERN CORP CALL 655844908 2,621 19,300 SH Call DFND 4 19,300 0 0
NORFOLK SOUTHERN CORP PUT 655844958 17,190 126,600 SH Put DFND 4 126,600 0 0
NORTHERN TR CORP COM 665859104 781 7,570 SH   DFND 4 7,570 0 0
NORTHERN TR CORP COM 665859104 418 4,052 SH   DFND 17 4,052 0 0
NORTHERN TR CORP COM 665859104 255 2,477 SH   DFND 20 2,477 0 0
NORTHERN TR CORP COM 665859104 667 6,471 SH   DFND 21 6,471 0 0
NORTHERN TR CORP CALL 665859904 2,186 21,200 SH Call DFND 4 21,200 0 0
NORTHERN TR CORP PUT 665859954 13,242 128,400 SH Put DFND 4 128,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 48,533 139,015 SH   DFND 17 88,338 0 50,677
NORTHROP GRUMMAN CORP COM 666807102 1,956 5,603 SH   DFND 20 5,603 0 0
NORTHROP GRUMMAN CORP COM 666807102 99,335 284,529 SH   DFND 21 238,136 0 46,393
NORTHROP GRUMMAN CORP CALL 666807902 4,050 11,600 SH Call DFND 4 11,600 0 0
NORTHROP GRUMMAN CORP PUT 666807952 34,388 98,500 SH Put DFND 4 98,500 0 0
NORTHWEST PIPE CO COM 667746101 956 55,265 SH   DFND 17 49,151 0 6,114
NOVARTIS A G SPONSORED ADR 66987V109 3,448 42,644 SH   DFND 17 42,644 0 0
NOVAVAX INC COM 670002104 915 435,755 SH   DFND 17 435,755 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 230 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 70,251 11,785,000 PRN   DFND 17 11,280,000 0 505,000
NOVANTA INC COM 67000B104 4,045 77,574 SH   DFND 17 32,470 0 45,104
NOVANTA INC COM 67000B104 761 14,596 SH   DFND 21 6,256 0 8,340
NUANCE COMMUNICATIONS INC COM 67020Y100 57,151 3,628,615 SH   DFND 17 3,628,615 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 553 35,108 SH   DFND 21 0 0 35,108
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 45,338 47,640,000 PRN   DFND 17 47,640,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 73,868 75,290,000 PRN   DFND 17 68,085,000 0 7,205,000
NUCOR CORP COM 670346105 13,823 226,273 SH   DFND 17 226,273 0 0
NUCOR CORP COM 670346105 17,217 281,835 SH   DFND 21 281,835 0 0
NUCOR CORP PUT 670346955 2,089 34,200 SH Put DFND 4 34,200 0 0
NUTANIX INC CL A 67059N108 7,748 157,762 SH   DFND 17 89,675 0 68,087
NVIDIA CORP COM 67066G104 8,761 37,828 SH   DFND 4 37,828 0 0
NVIDIA CORP COM 67066G104 500,558 2,161,397 SH   DFND 17 2,008,901 0 152,496
NVIDIA CORP COM 67066G104 3,251 14,037 SH   DFND 20 14,037 0 0
NVIDIA CORP COM 67066G104 115,781 499,939 SH   DFND 21 458,325 0 41,614
NVIDIA CORP CALL 67066G904 10,144 43,800 SH Call DFND 4 43,800 0 0
NVIDIA CORP PUT 67066G954 79,065 341,400 SH Put DFND 4 341,400 0 0
NUTRI SYS INC NEW COM 67069D108 1,100 40,814 SH   DFND 17 13,571 0 27,243
NUTRI SYS INC NEW COM 67069D108 2,182 80,978 SH   DFND 21 80,978 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 64,755 59,070,000 PRN   DFND 17 59,070,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 8,452 340,000 SH   DFND 21 340,000 0 0
NUTRIEN LTD COM 67077M108 9,023 191,057 SH   DFND 17 144,701 0 46,356
NUTRIEN LTD COM 67077M108 10,787 228,399 SH   DFND 21 228,399 0 0
NUTRIEN LTD COM 67077M108 449 9,500 SH   DFND 24 9,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,932 7,808 SH   DFND 4 7,808 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 398 1,608 SH   DFND 17 1,608 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 1,014 4,100 SH Call DFND 4 4,100 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 13,334 53,900 SH Put DFND 4 53,900 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 52,228 57,375,000 PRN   DFND 17 57,375,000 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 267 6,732 SH   DFND 21 6,732 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 74,292 71,905,000 PRN   DFND 17 68,735,000 0 3,170,000
OCCIDENTAL PETE CORP DEL COM 674599105 5,058 77,870 SH   DFND 4 77,870 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 60,580 932,576 SH   DFND 17 932,576 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 40,259 619,746 SH   DFND 21 566,793 0 52,953
OCCIDENTAL PETE CORP DEL COM 674599105 1,189 18,300 SH   DFND 24 18,300 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 2,079 32,000 SH Call DFND 4 32,000 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 23,925 368,300 SH Put DFND 4 368,300 0 0
OCWEN FINL CORP COM NEW 675746309 171 41,494 SH   DFND 17 41,494 0 0
ODONATE THERAPEUTICS INC COM 676079106 3,686 174,030 SH   DFND 17 174,030 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,483 70,000 SH   DFND 24 70,000 0 0
OFFICE DEPOT INC COM 676220106 231 107,542 SH   DFND 17 107,542 0 0
OFFICE DEPOT INC COM 676220106 1,253 582,630 SH   DFND 21 0 0 582,630
OKTA INC CL A 679295105 56,314 1,413,160 SH   DFND 17 1,206,920 0 206,240
OLD DOMINION FGHT LINES INC COM 679580100 197 1,339 SH   DFND 17 1,339 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,103 7,504 SH   DFND 21 0 0 7,504
OLD LINE BANCSHARES INC COM 67984M100 488 14,785 SH   DFND 17 14,785 0 0
OLD NATL BANCORP IND COM 680033107 22,318 1,320,576 SH   DFND 17 1,320,576 0 0
OLD REP INTL CORP COM 680223104 27,342 1,274,670 SH   DFND 17 1,262,876 0 11,794
OLD REP INTL CORP COM 680223104 80 3,739 SH   DFND 20 3,739 0 0
OLD REP INTL CORP COM 680223104 23,643 1,102,230 SH   DFND 21 996,335 0 105,895
OMNICOM GROUP INC COM 681919106 2,573 35,409 SH   DFND 17 35,409 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,488 92,006 SH   DFND 17 92,006 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 11,220 414,935 SH   DFND 21 347,043 0 67,892
OMEROS CORP COM 682143102 718 64,286 SH   DFND 17 64,286 0 0
ON SEMICONDUCTOR CORP COM 682189105 179,881 7,354,098 SH   DFND 17 6,944,804 0 409,294
ON SEMICONDUCTOR CORP COM 682189105 610 24,956 SH   DFND 20 24,956 0 0
ON SEMICONDUCTOR CORP COM 682189105 16,491 674,187 SH   DFND 21 656,892 0 17,295
ON SEMICONDUCTOR CORP COM 682189105 6,849 280,000 SH   DFND 24 280,000 0 0
ONE GAS INC COM 68235P108 1,946 29,482 SH   DFND 21 29,482 0 0
ONEOK INC NEW COM 682680103 57,899 1,017,199 SH   DFND 4 959,699 0 57,500
ONEOK INC NEW COM 682680103 442 7,765 SH   DFND 17 7,765 0 0
ONEOK INC NEW COM 682680103 3,600 63,241 SH   DFND 21 44,029 0 19,212
ONEOK INC NEW CALL 682680903 660 11,600 SH Call DFND 4 11,600 0 0
ONEOK INC NEW PUT 682680953 10,063 176,800 SH Put DFND 4 176,800 0 0
ONEMAIN HLDGS INC COM 68268W103 1,128 37,673 SH   DFND 17 37,673 0 0
OPEN TEXT CORP COM 683715106 464 13,352 SH   DFND 17 7,733 0 5,619
OPEN TEXT CORP COM 683715106 223 6,415 SH   DFND 20 6,415 0 0
OPEN TEXT CORP COM 683715106 16,770 482,394 SH   DFND 21 329,087 0 153,307
ORACLE CORP COM 68389X105 23,885 522,079 SH   DFND 4 522,079 0 0
ORACLE CORP COM 68389X105 209,424 4,577,573 SH   DFND 17 4,512,216 0 65,357
ORACLE CORP COM 68389X105 1,599 34,944 SH   DFND 20 34,944 0 0
ORACLE CORP COM 68389X105 68,276 1,492,380 SH   DFND 21 1,380,493 0 111,887
ORACLE CORP CALL 68389X905 11,634 254,300 SH Call DFND 4 254,300 0 0
ORACLE CORP CALL 68389X905 32,885 718,800 SH Call DFND 17 718,800 0 0
ORACLE CORP PUT 68389X955 43,051 941,000 SH Put DFND 4 941,000 0 0
OPUS BK IRVINE CALIF COM 684000102 502 17,940 SH   DFND 21 17,940 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 561 33,189 SH   DFND 17 33,189 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 4,433 262,476 SH   DFND 21 262,476 0 0
ORBCOMM INC COM 68555P100 11,967 1,277,152 SH   DFND 17 971,829 0 305,323
ORBITAL ATK INC COM 68557N103 18,155 136,903 SH   DFND 4 136,903 0 0
ORBITAL ATK INC COM 68557N103 10,847 81,800 SH   DFND 17 81,800 0 0
ORCHID IS CAP INC COM 68571X103 232 31,467 SH   DFND 17 31,467 0 0
ORITANI FINL CORP DEL COM 68633D103 388 25,249 SH   DFND 17 25,249 0 0
ORITANI FINL CORP DEL COM 68633D103 368 24,000 SH   DFND 21 24,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 5,594 99,215 SH   DFND 17 70,032 0 29,183
OSHKOSH CORP COM 688239201 235 3,043 SH   DFND 17 3,043 0 0
OSHKOSH CORP COM 688239201 875 11,327 SH   DFND 21 10,400 0 927
OUTFRONT MEDIA INC COM 69007J106 1,185 63,237 SH   DFND 21 56,206 0 7,031
OVERSTOCK COM INC DEL COM 690370101 63,235 1,744,410 SH   DFND 17 1,723,250 0 21,160
OWENS & MINOR INC NEW COM 690732102 374 24,072 SH   DFND 17 24,072 0 0
OWENS & MINOR INC NEW COM 690732102 67 4,337 SH   DFND 20 4,337 0 0
OWENS & MINOR INC NEW COM 690732102 7,729 497,032 SH   DFND 21 497,032 0 0
OWENS CORNING NEW COM 690742101 45,920 571,140 SH   DFND 17 452,177 0 118,963
OWENS CORNING NEW COM 690742101 995 12,378 SH   DFND 20 12,378 0 0
OWENS CORNING NEW COM 690742101 100,154 1,245,698 SH   DFND 21 893,871 0 351,827
OWENS ILL INC COM NEW 690768403 9,554 441,102 SH   DFND 17 320,151 0 120,951
OWENS ILL INC COM NEW 690768403 62 2,875 SH   DFND 20 2,875 0 0
OWENS ILL INC COM NEW 690768403 380 17,534 SH   DFND 21 17,534 0 0
PDVWIRELESS INC COM 69290R104 44,775 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 4,222 124,539 SH   DFND 17 70,404 0 54,135
PBF ENERGY INC CL A 69318G106 32,405 955,901 SH   DFND 21 325,373 0 630,528
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,260 6,415,000 PRN   DFND 17 6,415,000 0 0
PDF SOLUTIONS INC COM 693282105 2,084 178,702 SH   DFND 17 172,489 0 6,213
PDL BIOPHARMA INC COM 69329Y104 1,987 676,019 SH   DFND 17 213,572 0 462,447
PDL BIOPHARMA INC COM 69329Y104 759 258,066 SH   DFND 21 94,732 0 163,334
PG&E CORP COM 69331C108 17,638 401,494 SH   DFND 17 238,675 0 162,819
PG&E CORP COM 69331C108 1,080 24,584 SH   DFND 20 24,584 0 0
PG&E CORP COM 69331C108 57,982 1,319,871 SH   DFND 21 957,029 0 362,842
PG&E CORP CALL 69331C908 1,871 42,600 SH Call DFND 4 42,600 0 0
PG&E CORP PUT 69331C958 4,226 96,200 SH Put DFND 4 96,200 0 0
PHH CORP COM NEW 693320202 6,003 573,924 SH   DFND 4 573,924 0 0
PHH CORP COM NEW 693320202 1,688 161,410 SH   DFND 21 161,410 0 0
PGT INNOVATIONS INC COM 69336V101 2,619 140,418 SH   DFND 17 140,418 0 0
PLDT INC SPONSORED ADR 69344D408 811 28,585 SH   DFND 17 26,985 0 1,600
PNC FINL SVCS GROUP INC COM 693475105 5,284 34,941 SH   DFND 4 34,941 0 0
PNC FINL SVCS GROUP INC COM 693475105 19,706 130,295 SH   DFND 17 123,840 0 6,455
PNC FINL SVCS GROUP INC COM 693475105 855 5,650 SH   DFND 20 5,650 0 0
PNC FINL SVCS GROUP INC COM 693475105 75,604 499,896 SH   DFND 21 198,072 0 301,824
PNC FINL SVCS GROUP INC CALL 693475905 4,325 28,600 SH Call DFND 4 28,600 0 0
PNC FINL SVCS GROUP INC PUT 693475955 30,808 203,700 SH Put DFND 4 203,700 0 0
POSCO SPONSORED ADR 693483109 13,789 174,874 SH   DFND 17 174,874 0 0
PNM RES INC COM 69349H107 199 5,190 SH   DFND 17 5,190 0 0
PNM RES INC COM 69349H107 8,361 218,593 SH   DFND 21 22,155 0 196,438
PPG INDS INC COM 693506107 1,282 11,490 SH   DFND 4 11,490 0 0
PPG INDS INC COM 693506107 9,228 82,691 SH   DFND 17 82,691 0 0
PPG INDS INC CALL 693506907 1,864 16,700 SH Call DFND 4 16,700 0 0
PPG INDS INC PUT 693506957 13,771 123,400 SH Put DFND 4 123,400 0 0
PPL CORP COM 69351T106 142 5,002 SH   DFND 4 5,002 0 0
PPL CORP COM 69351T106 17,631 623,210 SH   DFND 17 606,172 0 17,038
PPL CORP COM 69351T106 1,338 47,286 SH   DFND 20 47,286 0 0
PPL CORP COM 69351T106 36,369 1,285,564 SH   DFND 21 1,064,617 0 220,947
PPL CORP CALL 69351T906 238 8,400 SH Call DFND 4 8,400 0 0
PPL CORP PUT 69351T956 438 15,500 SH Put DFND 4 15,500 0 0
PRA HEALTH SCIENCES INC COM 69354M108 23,774 286,573 SH   DFND 17 154,975 0 131,598
PRA HEALTH SCIENCES INC COM 69354M108 204 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,513 30,292 SH   DFND 21 15,862 0 14,430
PVH CORP COM 693656100 9,058 59,818 SH   DFND 17 23,604 0 36,214
PVH CORP COM 693656100 308 2,031 SH   DFND 20 2,031 0 0
PVH CORP COM 693656100 13,189 87,097 SH   DFND 21 68,600 0 18,497
PTC THERAPEUTICS INC COM 69366J200 685 25,300 SH   DFND 17 15,105 0 10,195
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 934 1,000,000 PRN   DFND 17 1,000,000 0 0
PTC INC COM 69370C100 133,482 1,711,085 SH   DFND 17 1,648,464 0 62,621
PACCAR INC COM 693718108 2,354 35,578 SH   DFND 4 35,578 0 0
PACCAR INC COM 693718108 21,362 322,840 SH   DFND 17 322,840 0 0
PACCAR INC COM 693718108 794 12,004 SH   DFND 20 12,004 0 0
PACCAR INC COM 693718108 23,517 355,405 SH   DFND 21 323,877 0 31,528
PACCAR INC CALL 693718908 490 7,400 SH Call DFND 4 7,400 0 0
PACCAR INC PUT 693718958 10,124 153,000 SH Put DFND 4 153,000 0 0
PACIFIC PREMIER BANCORP COM 69478X105 15,699 390,533 SH   DFND 17 268,163 0 122,370
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 29,255 31,890,000 PRN   DFND 17 31,890,000 0 0
PACKAGING CORP AMER COM 695156109 145 1,285 SH   DFND 4 1,285 0 0
PACKAGING CORP AMER COM 695156109 22,725 201,644 SH   DFND 17 201,644 0 0
PACKAGING CORP AMER COM 695156109 68 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 24,997 221,799 SH   DFND 21 221,799 0 0
PACWEST BANCORP DEL COM 695263103 1,816 36,670 SH   DFND 17 25,094 0 11,576
PALO ALTO NETWORKS INC COM 697435105 110,882 610,855 SH   DFND 17 516,785 0 94,070
PALO ALTO NETWORKS INC COM 697435105 95 525 SH   DFND 21 525 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 104,610 64,435,000 PRN   DFND 17 59,740,000 0 4,695,000
PANDORA MEDIA INC COM 698354107 128 25,520 SH   DFND 17 0 0 25,520
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 5,345 5,840,000 PRN   DFND 17 5,840,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 823 63,331 SH   DFND 17 61,238 0 2,093
PARK HOTELS RESORTS INC COM 700517105 281 10,411 SH   DFND 17 10,411 0 0
PARK HOTELS RESORTS INC COM 700517105 3,642 134,786 SH   DFND 21 46,288 0 88,498
PARK OHIO HLDGS CORP COM 700666100 1,562 40,196 SH   DFND 17 40,196 0 0
PARKER HANNIFIN CORP COM 701094104 1,835 10,729 SH   DFND 4 10,729 0 0
PARKER HANNIFIN CORP COM 701094104 74,202 433,855 SH   DFND 17 352,440 0 81,415
PARKER HANNIFIN CORP COM 701094104 4,654 27,214 SH   DFND 21 25,847 0 1,367
PARKER HANNIFIN CORP CALL 701094904 1,505 8,800 SH Call DFND 4 8,800 0 0
PARKER HANNIFIN CORP PUT 701094954 9,372 54,800 SH Put DFND 4 54,800 0 0
PARSLEY ENERGY INC CL A 701877102 14,395 496,550 SH   DFND 17 442,885 0 53,665
PARSLEY ENERGY INC CL A 701877102 580 20,000 SH   DFND 24 20,000 0 0
PATRICK INDS INC COM 703343103 7,508 121,394 SH   DFND 17 103,176 0 18,218
PATRICK INDS INC COM 703343103 41 658 SH   DFND 20 658 0 0
PATRICK INDS INC COM 703343103 6,050 97,818 SH   DFND 21 81,715 0 16,103
PATTERN ENERGY GROUP INC CL A 70338P100 3,554 205,554 SH   DFND 21 205,554 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 15,463 15,580,000 PRN   DFND 17 15,580,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 4,838 276,318 SH   DFND 17 179,503 0 96,815
PAYCHEX INC COM 704326107 849 13,781 SH   DFND 4 13,781 0 0
PAYCHEX INC COM 704326107 4,773 77,492 SH   DFND 17 55,464 0 22,028
PAYCHEX INC COM 704326107 1,391 22,578 SH   DFND 21 22,578 0 0
PAYCHEX INC CALL 704326907 1,016 16,500 SH Call DFND 4 16,500 0 0
PAYCHEX INC PUT 704326957 6,165 100,100 SH Put DFND 4 100,100 0 0
PAYCOM SOFTWARE INC COM 70432V102 111,517 1,038,429 SH   DFND 17 863,949 0 174,480
PAYCOM SOFTWARE INC COM 70432V102 71 664 SH   DFND 20 664 0 0
PAYCOM SOFTWARE INC COM 70432V102 211 1,967 SH   DFND 21 1,967 0 0
PAYPAL HLDGS INC COM 70450Y103 19,520 257,284 SH   DFND 4 257,284 0 0
PAYPAL HLDGS INC COM 70450Y103 229,095 3,019,579 SH   DFND 17 2,618,154 0 401,425
PAYPAL HLDGS INC COM 70450Y103 3,010 39,679 SH   DFND 21 33,799 0 5,880
PAYPAL HLDGS INC CALL 70450Y903 5,645 74,400 SH Call DFND 4 74,400 0 0
PAYPAL HLDGS INC PUT 70450Y953 48,481 639,000 SH Put DFND 4 639,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 51 1,405 SH   DFND 17 1,405 0 0
PEABODY ENERGY CORP NEW COM 704551100 13,659 374,232 SH   DFND 21 69,120 0 305,112
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,409 72,157 SH   DFND 17 54,284 0 17,873
PEGASYSTEMS INC COM 705573103 45,037 742,575 SH   DFND 17 742,575 0 0
PEGASYSTEMS INC COM 705573103 95 1,559 SH   DFND 21 1,559 0 0
PEMBINA PIPELINE CORP COM 706327103 4,156 133,300 SH   DFND 4 109,000 0 24,300
PEMBINA PIPELINE CORP COM 706327103 12,684 406,800 SH   DFND 21 163,847 0 242,953
PENN NATL GAMING INC COM 707569109 238 9,070 SH   DFND 17 1,855 0 7,215
PENN NATL GAMING INC COM 707569109 235 8,936 SH   DFND 21 8,936 0 0
PENN VA CORP NEW COM 70788V102 2,259 64,459 SH   DFND 17 60,582 0 3,877
PENN VA CORP NEW COM 70788V102 200 5,720 SH   DFND 20 5,720 0 0
PENN VA CORP NEW COM 70788V102 7,437 212,242 SH   DFND 21 185,459 0 26,783
PENNYMAC MTG INVT TR COM 70931T103 331 18,380 SH   DFND 17 18,380 0 0
PENNYMAC MTG INVT TR COM 70931T103 2,084 115,603 SH   DFND 21 115,603 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,997 3,000,000 PRN   DFND 17 3,000,000 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 651 14,687 SH   DFND 21 14,687 0 0
PEOPLES BANCORP INC COM 709789101 53 1,485 SH   DFND 17 1,485 0 0
PEOPLES BANCORP INC COM 709789101 362 10,223 SH   DFND 21 10,223 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,013 107,852 SH   DFND 17 107,852 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 5,691 304,984 SH   DFND 21 304,984 0 0
PEPSICO INC COM 713448108 8,341 76,415 SH   DFND 4 76,415 0 0
PEPSICO INC COM 713448108 162,505 1,488,821 SH   DFND 17 1,424,317 0 64,504
PEPSICO INC COM 713448108 2,575 23,595 SH   DFND 20 23,595 0 0
PEPSICO INC COM 713448108 100,803 923,531 SH   DFND 21 894,557 0 28,974
PEPSICO INC CALL 713448908 11,013 100,900 SH Call DFND 4 100,900 0 0
PEPSICO INC PUT 713448958 53,331 488,600 SH Put DFND 4 488,600 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 12,244 410,181 SH   DFND 17 284,153 0 126,028
PERFORMANCE FOOD GROUP CO COM 71377A103 327 10,961 SH   DFND 21 10,961 0 0
PERKINELMER INC COM 714046109 14,161 187,015 SH   DFND 17 187,015 0 0
PERKINELMER INC COM 714046109 16,561 218,714 SH   DFND 21 198,488 0 20,226
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,474 55,790 SH   DFND 17 55,790 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 4,411 166,975 SH   DFND 21 146,112 0 20,863
PETMED EXPRESS INC COM 716382106 1,914 45,856 SH   DFND 17 45,856 0 0
PETMED EXPRESS INC COM 716382106 11,111 266,128 SH   DFND 21 178,555 0 87,573
PFIZER INC COM 717081103 57,158 1,610,532 SH   DFND 4 1,610,532 0 0
PFIZER INC COM 717081103 229,648 6,470,768 SH   DFND 17 5,685,273 0 785,495
PFIZER INC COM 717081103 3,902 109,940 SH   DFND 20 109,940 0 0
PFIZER INC COM 717081103 239,412 6,745,895 SH   DFND 21 4,992,004 0 1,753,891
PFIZER INC COM 717081103 3,762 106,000 SH   DFND 24 106,000 0 0
PFIZER INC CALL 717081903 19,548 550,800 SH Call DFND 4 550,800 0 0
PFIZER INC PUT 717081953 82,465 2,323,600 SH Put DFND 4 2,323,600 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,390 85,380 SH   DFND 17 61,815 0 23,565
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 962 24,224 SH   DFND 21 22,410 0 1,814
PHILIP MORRIS INTL INC COM 718172109 10,231 102,925 SH   DFND 4 102,925 0 0
PHILIP MORRIS INTL INC COM 718172109 43,081 433,414 SH   DFND 17 347,229 0 86,185
PHILIP MORRIS INTL INC COM 718172109 33 328 SH   DFND 20 328 0 0
PHILIP MORRIS INTL INC COM 718172109 29,791 299,707 SH   DFND 21 271,406 0 28,301
PHILIP MORRIS INTL INC CALL 718172909 8,369 84,200 SH Call DFND 4 84,200 0 0
PHILIP MORRIS INTL INC PUT 718172959 68,367 687,800 SH Put DFND 4 687,800 0 0
PHILLIPS 66 COM 718546104 12 120 SH   DFND 4 120 0 0
PHILLIPS 66 COM 718546104 9,424 98,244 SH   DFND 17 98,244 0 0
PHILLIPS 66 COM 718546104 10,313 107,512 SH   DFND 21 78,077 0 29,435
PHILLIPS 66 COM 718546104 739 7,700 SH   DFND 24 7,700 0 0
PHILLIPS 66 CALL 718546904 2,916 30,400 SH Call DFND 4 30,400 0 0
PHILLIPS 66 PUT 718546954 16,182 168,700 SH Put DFND 4 168,700 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,108 23,188 SH   DFND 4 23,188 0 0
PIER 1 IMPORTS INC COM 720279108 154 47,779 SH   DFND 21 47,779 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 1,278 187,402 SH   DFND 17 165,579 0 21,823
PILGRIMS PRIDE CORP NEW COM 72147K108 5,732 232,894 SH   DFND 17 232,894 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 7,903 321,146 SH   DFND 21 246,125 0 75,021
PILGRIMS PRIDE CORP NEW COM 72147K108 3,446 140,018 SH   DFND 24 140,018 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 3,559 34,801 SH   DFND 17 34,801 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 46,852 1,711,547 SH   DFND 4 1,711,547 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 349,252 13,179,336 SH   DFND 4 13,179,336 0 0
PINNACLE WEST CAP CORP COM 723484101 6,239 78,184 SH   DFND 17 74,100 0 4,084
PINNACLE WEST CAP CORP COM 723484101 29 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 14,149 177,305 SH   DFND 21 93,204 0 84,101
PINNACLE FOODS INC DEL COM 72348P104 22,929 423,834 SH   DFND 17 304,007 0 119,827
PINNACLE FOODS INC DEL COM 72348P104 555 10,254 SH   DFND 20 10,254 0 0
PINNACLE FOODS INC DEL COM 72348P104 52,616 972,564 SH   DFND 21 853,965 0 118,599
PINNACLE ENTMT INC NEW COM 72348Y105 735 24,370 SH   DFND 17 0 0 24,370
PIONEER NAT RES CO COM 723787107 57,298 333,555 SH   DFND 4 333,555 0 0
PIONEER NAT RES CO COM 723787107 34,142 198,752 SH   DFND 17 187,282 0 11,470
PIONEER NAT RES CO COM 723787107 11,957 69,608 SH   DFND 20 69,608 0 0
PIONEER NAT RES CO COM 723787107 19,127 111,346 SH   DFND 21 111,346 0 0
PIONEER NAT RES CO COM 723787107 1,306 7,600 SH   DFND 24 7,600 0 0
PIONEER NAT RES CO CALL 723787907 1,649 9,600 SH Call DFND 4 9,600 0 0
PIONEER NAT RES CO PUT 723787957 17,041 99,200 SH Put DFND 4 99,200 0 0
PITNEY BOWES INC COM 724479100 41 3,730 SH   DFND 17 3,730 0 0
PITNEY BOWES INC COM 724479100 3,643 334,541 SH   DFND 21 334,541 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 7,032 319,194 SH   DFND 4 319,194 0 0
PLANET FITNESS INC CL A 72703H101 38 1,000 SH   DFND 17 1,000 0 0
PLANET FITNESS INC CL A 72703H101 1,348 35,700 SH   DFND 24 35,700 0 0
PLUG POWER INC COM NEW 72919P202 1,989 1,052,513 SH   DFND 17 1,018,023 0 34,490
POLARIS INDS INC COM 731068102 26 230 SH   DFND 17 230 0 0
POLARIS INDS INC COM 731068102 249 2,176 SH   DFND 21 2,176 0 0
POOL CORPORATION COM 73278L105 6,467 44,226 SH   DFND 17 29,931 0 14,295
POOL CORPORATION COM 73278L105 210 1,438 SH   DFND 20 1,438 0 0
POOL CORPORATION COM 73278L105 1,327 9,075 SH   DFND 21 9,075 0 0
POPULAR INC COM NEW 733174700 240 5,776 SH   DFND 21 1,362 0 4,414
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 34,572 35,755,000 PRN   DFND 17 35,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,095 76,397 SH   DFND 17 76,397 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 3,552 108,765 SH   DFND 17 108,765 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 2,058 63,000 SH   DFND 24 63,000 0 0
POTLATCHDELTIC CORPORATION COM 737630103 13,486 259,100 SH   DFND 17 259,100 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5,595 34,940 SH   DFND 24 32,400 0 2,540
POWERSHARES QQQ TRUST PUT 73935A954 479,650 2,995,376 SH Put DFND 4 2,942,376 0 53,000
POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 6,932 179,348 SH   DFND 17 179,348 0 0
POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 3,597 322,055 SH   DFND 17 322,055 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 23,657 1,022,774 SH   DFND 17 1,022,774 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 1,166 63,010 SH   DFND 17 63,010 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 11,670 413,970 SH   DFND 25 413,970 0 0
POWERSHARES ACT MANG COMM FD OPT YLD DIV 73937V106 7,552 425,011 SH   DFND 25 425,011 0 0
PRAXAIR INC COM 74005P104 3,656 25,338 SH   DFND 4 25,338 0 0
PRAXAIR INC COM 74005P104 5,618 38,935 SH   DFND 17 37,813 0 1,122
PRAXAIR INC COM 74005P104 34,564 239,526 SH   DFND 21 192,036 0 47,490
PRAXAIR INC CALL 74005P904 1,616 11,200 SH Call DFND 4 11,200 0 0
PRAXAIR INC PUT 74005P954 19,423 134,600 SH Put DFND 4 134,600 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 18,812 293,028 SH   DFND 17 207,272 0 85,756
PREFERRED APT CMNTYS INC COM 74039L103 1,995 140,624 SH   DFND 21 0 0 140,624
PREMIER INC CL A 74051N102 474 15,145 SH   DFND 17 3,930 0 11,215
PRESTIGE BRANDS HLDGS INC COM 74112D101 411 12,174 SH   DFND 17 12,174 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,238 36,700 SH   DFND 21 36,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,138 19,806 SH   DFND 4 19,806 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,319 30,744 SH   DFND 17 30,744 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,515 32,557 SH   DFND 21 5,585 0 26,972
PRICE T ROWE GROUP INC CALL 74144T908 3,293 30,500 SH Call DFND 4 30,500 0 0
PRICE T ROWE GROUP INC PUT 74144T958 19,618 181,700 SH Put DFND 4 181,700 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 63,546 40,065,000 PRN   DFND 17 34,660,000 0 5,405,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,758 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 149,589 119,815,000 PRN   DFND 17 119,815,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,994 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMO WTR CORP COM 74165N105 2,899 247,576 SH   DFND 17 230,249 0 17,327
PRINCIPAL FINL GROUP INC COM 74251V102 31,250 513,054 SH   DFND 17 377,125 0 135,929
PRINCIPAL FINL GROUP INC COM 74251V102 1,070 17,573 SH   DFND 20 17,573 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 46,623 765,435 SH   DFND 21 442,734 0 322,701
PROCTER AND GAMBLE CO COM 742718109 16,723 210,939 SH   DFND 4 210,939 0 0
PROCTER AND GAMBLE CO COM 742718109 67,725 854,257 SH   DFND 17 564,768 0 289,489
PROCTER AND GAMBLE CO COM 742718109 2,322 29,289 SH   DFND 20 29,289 0 0
PROCTER AND GAMBLE CO COM 742718109 167,057 2,107,175 SH   DFND 21 1,909,657 0 197,518
PROCTER AND GAMBLE CO CALL 742718909 13,176 166,200 SH Call DFND 4 166,200 0 0
PROCTER AND GAMBLE CO PUT 742718959 73,136 922,500 SH Put DFND 4 922,500 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,748 234,314 SH   DFND 17 226,408 0 7,906
PROGRESS SOFTWARE CORP COM 743312100 2,138 55,610 SH   DFND 17 55,610 0 0
PROGRESS SOFTWARE CORP COM 743312100 6,709 174,478 SH   DFND 21 4,572 0 169,906
PROGRESSIVE CORP OHIO COM 743315103 16,784 275,460 SH   DFND 17 181,710 0 93,750
PROGRESSIVE CORP OHIO COM 743315103 955 15,666 SH   DFND 20 15,666 0 0
PROGRESSIVE CORP OHIO COM 743315103 72,202 1,184,997 SH   DFND 21 903,044 0 281,953
PROGRESSIVE CORP OHIO CALL 743315903 1,706 28,000 SH Call DFND 4 28,000 0 0
PROGRESSIVE CORP OHIO PUT 743315953 10,011 164,300 SH Put DFND 4 164,300 0 0
PROLOGIS INC COM 74340W103 59,710 947,933 SH   DFND 4 947,933 0 0
PROLOGIS INC COM 74340W103 36,619 581,343 SH   DFND 17 500,743 0 80,600
PROLOGIS INC COM 74340W103 7,680 121,922 SH   DFND 21 0 0 121,922
PROLOGIS INC CALL 74340W903 4,321 68,600 SH Call DFND 4 68,600 0 0
PROLOGIS INC PUT 74340W953 14,576 231,400 SH Put DFND 4 231,400 0 0
PROOFPOINT INC COM 743424103 102,265 899,820 SH   DFND 17 716,470 0 183,350
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 27,366 18,790,000 PRN   DFND 17 15,005,000 0 3,785,000
PROS HOLDINGS INC COM 74346Y103 2,521 76,381 SH   DFND 17 76,381 0 0
PROPETRO HLDG CORP COM 74347M108 1,323 83,280 SH   DFND 17 83,280 0 0
PROPETRO HLDG CORP COM 74347M108 84 5,316 SH   DFND 20 5,316 0 0
PROPETRO HLDG CORP COM 74347M108 256 16,107 SH   DFND 21 16,107 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,572 239,935 SH   DFND 17 150,096 0 89,839
PROSPECT CAPITAL CORPORATION COM 74348T102 3,811 581,763 SH   DFND 21 581,763 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,042 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 36,955 37,000,000 PRN   DFND 17 37,000,000 0 0
PROVIDENT FINL SVCS INC COM 74386T105 120 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 441 17,217 SH   DFND 21 17,217 0 0
PRUDENTIAL FINL INC COM 744320102 10,295 99,416 SH   DFND 4 99,416 0 0
PRUDENTIAL FINL INC COM 744320102 40,925 395,215 SH   DFND 17 256,219 0 138,996
PRUDENTIAL FINL INC COM 744320102 1,512 14,603 SH   DFND 20 14,603 0 0
PRUDENTIAL FINL INC COM 744320102 121,584 1,174,161 SH   DFND 21 834,858 0 339,303
PRUDENTIAL FINL INC CALL 744320902 3,210 31,000 SH Call DFND 4 31,000 0 0
PRUDENTIAL FINL INC PUT 744320952 20,420 197,200 SH Put DFND 4 197,200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 152,157 3,028,600 SH   DFND 17 2,810,033 0 218,567
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,158 23,056 SH   DFND 20 23,056 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 49,515 985,565 SH   DFND 21 656,959 0 328,606
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 1,060 21,100 SH Call DFND 4 21,100 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 7,767 154,600 SH Put DFND 4 154,600 0 0
PUBLIC STORAGE COM 74460D109 34,012 169,729 SH   DFND 4 169,729 0 0
PUBLIC STORAGE COM 74460D109 659 3,287 SH   DFND 17 3,287 0 0
PUBLIC STORAGE CALL 74460D909 4,028 20,100 SH Call DFND 4 20,100 0 0
PUBLIC STORAGE PUT 74460D959 16,692 83,300 SH Put DFND 4 83,300 0 0
PULTE GROUP INC COM 745867101 446 15,109 SH   DFND 17 4,976 0 10,133
PULTE GROUP INC COM 745867101 11,963 405,662 SH   DFND 21 351,237 0 54,425
PURE STORAGE INC CL A 74624M102 18,238 914,185 SH   DFND 17 798,145 0 116,040
QCR HOLDINGS INC COM 74727A104 586 13,065 SH   DFND 17 6,097 0 6,968
QAD INC CL A 74727D306 1,240 29,761 SH   DFND 17 26,504 0 3,257
QUAD / GRAPHICS INC COM CL A 747301109 3 121 SH   DFND 4 60 0 61
QUAD / GRAPHICS INC COM CL A 747301109 156 6,151 SH   DFND 17 6,151 0 0
QUAD / GRAPHICS INC COM CL A 747301109 1,569 61,912 SH   DFND 21 12,811 0 49,101
QIWI PLC SPON ADR REP B 74735M108 1,338 70,000 SH   DFND 21 55,000 0 15,000
QTS RLTY TR INC COM CL A 74736A103 10,262 283,318 SH   DFND 4 283,318 0 0
QTS RLTY TR INC COM CL A 74736A103 154 4,250 SH   DFND 17 4,250 0 0
QORVO INC COM 74736K101 180 2,555 SH   DFND 17 2,555 0 0
QORVO INC COM 74736K101 525 7,446 SH   DFND 21 7,446 0 0
Q2 HLDGS INC COM 74736L109 1,007 22,112 SH   DFND 17 22,112 0 0
QUALCOMM INC COM 747525103 18,070 326,112 SH   DFND 4 326,112 0 0
QUALCOMM INC COM 747525103 84,564 1,526,154 SH   DFND 17 1,514,769 0 11,385
QUALCOMM INC COM 747525103 6,974 125,868 SH   DFND 21 25,783 0 100,085
QUALCOMM INC CALL 747525903 4,832 87,200 SH Call DFND 4 87,200 0 0
QUALCOMM INC PUT 747525953 40,604 732,800 SH Put DFND 4 732,800 0 0
QUALITY CARE PPTYS INC COM 747545101 474 24,398 SH   DFND 21 24,398 0 0
QUALITY SYS INC COM 747582104 163 11,961 SH   DFND 21 11,961 0 0
QUALYS INC COM 74758T303 581 7,980 SH   DFND 17 7,980 0 0
QUALYS INC COM 74758T303 65 898 SH   DFND 21 898 0 0
QUANTA SVCS INC COM 74762E102 1,313 38,214 SH   DFND 17 38,214 0 0
QUANTA SVCS INC COM 74762E102 10,910 317,611 SH   DFND 21 317,611 0 0
QUEST DIAGNOSTICS INC COM 74834L100 134,395 1,339,931 SH   DFND 17 1,267,051 0 72,880
QUEST DIAGNOSTICS INC COM 74834L100 261 2,601 SH   DFND 20 2,601 0 0
QUEST DIAGNOSTICS INC COM 74834L100 97,792 974,997 SH   DFND 21 718,840 0 256,157
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 43,933 25,150,000 PRN   DFND 17 21,875,000 0 3,275,000
QUOTIENT TECHNOLOGY INC COM 749119103 1,168 89,175 SH   DFND 17 89,175 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 240 1,486,820 SH   DFND 4 1,486,820 0 0
R1 RCM INC COM 749397105 148 20,724 SH   DFND 21 20,724 0 0
RLJ LODGING TR COM 74965L101 664 34,152 SH   DFND 17 34,152 0 0
RLJ LODGING TR COM 74965L101 2,853 146,764 SH   DFND 21 146,764 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 28,103 1,107,305 SH   DFND 17 1,107,305 0 0
RPC INC COM 749660106 217 12,028 SH   DFND 21 12,028 0 0
RPC INC COM 749660106 216 12,000 SH   DFND 24 12,000 0 0
RMR GROUP INC CL A 74967R106 483 6,909 SH   DFND 21 4,786 0 2,123
RPM INTL INC COM 749685103 4,412 92,549 SH   DFND 17 60,302 0 32,247
RPM INTL INC NOTE 2.250%12/1 749685AT0 1,099 980,000 PRN   DFND 17 980,000 0 0
RPX CORP COM 74972G103 583 54,534 SH   DFND 21 54,534 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 39,760 38,030,000 PRN   DFND 17 38,030,000 0 0
RTI SURGICAL INC COM 74975N105 1,657 360,215 SH   DFND 17 360,215 0 0
RADIUS HEALTH INC COM NEW 750469207 1,691 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 1,042 29,000 SH   DFND 24 29,000 0 0
RADNET INC COM 750491102 4,004 278,082 SH   DFND 17 240,059 0 38,023
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 184 14,875 SH   DFND 17 14,875 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 842 68,126 SH   DFND 21 68,126 0 0
RANGE RES CORP COM 75281A109 59 4,068 SH   DFND 17 4,068 0 0
RANGE RES CORP COM 75281A109 16,158 1,111,270 SH   DFND 21 1,111,270 0 0
RAPID7 INC COM 753422104 8,384 327,900 SH   DFND 17 233,148 0 94,752
RAYMOND JAMES FINANCIAL INC COM 754730109 13,237 148,044 SH   DFND 17 148,044 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 369 4,123 SH   DFND 20 4,123 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,632 51,806 SH   DFND 21 48,610 0 3,196
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 18,017 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 12 57 SH   DFND 4 57 0 0
RAYTHEON CO COM NEW 755111507 74,079 343,243 SH   DFND 17 315,953 0 27,290
RAYTHEON CO COM NEW 755111507 460 2,131 SH   DFND 21 0 0 2,131
RAYTHEON CO CALL 755111907 2,870 13,300 SH Call DFND 4 13,300 0 0
RAYTHEON CO PUT 755111957 35,502 164,500 SH Put DFND 4 164,500 0 0
RBC BEARINGS INC COM 75524B104 433 3,484 SH   DFND 17 3,484 0 0
RBC BEARINGS INC COM 75524B104 1,306 10,515 SH   DFND 21 10,515 0 0
READING INTERNATIONAL INC CL A 755408101 781 46,936 SH   DFND 17 42,039 0 4,897
REALOGY HLDGS CORP COM 75605Y106 670 24,552 SH   DFND 21 24,552 0 0
REALPAGE INC COM 75606N109 19,175 372,328 SH   DFND 17 271,414 0 100,914
REALPAGE INC COM 75606N109 1,906 37,011 SH   DFND 21 37,011 0 0
REALTY INCOME CORP COM 756109104 286 5,525 SH   DFND 17 5,525 0 0
RED HAT INC COM 756577102 38,031 254,372 SH   DFND 17 198,192 0 56,180
RED HAT INC COM 756577102 1,918 12,831 SH   DFND 21 0 0 12,831
RED HAT INC CALL 756577902 1,570 10,500 SH Call DFND 4 10,500 0 0
RED HAT INC PUT 756577952 14,398 96,300 SH Put DFND 4 96,300 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 85,340 42,090,000 PRN   DFND 17 42,090,000 0 0
RED LION HOTELS CORP COM 756764106 1,029 105,559 SH   DFND 17 93,985 0 11,574
REDFIN CORP COM 75737F108 49,310 2,159,884 SH   DFND 17 2,159,884 0 0
REGAL BELOIT CORP COM 758750103 29,349 400,126 SH   DFND 17 400,126 0 0
REGAL BELOIT CORP COM 758750103 484 6,603 SH   DFND 20 6,603 0 0
REGAL BELOIT CORP COM 758750103 6,389 87,097 SH   DFND 21 34,156 0 52,941
REGENERON PHARMACEUTICALS COM 75886F107 3,451 10,022 SH   DFND 4 10,022 0 0
REGENERON PHARMACEUTICALS COM 75886F107 12,402 36,016 SH   DFND 17 36,016 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,930 17,221 SH   DFND 21 16,142 0 1,079
REGENERON PHARMACEUTICALS COM 75886F107 5,286 15,350 SH   DFND 24 15,350 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 758 2,200 SH Call DFND 4 2,200 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 19,456 56,500 SH Put DFND 4 56,500 0 0
REGIS CORP MINN COM 758932107 164 10,841 SH   DFND 17 10,841 0 0
REGIS CORP MINN COM 758932107 724 47,868 SH   DFND 21 47,868 0 0
REGENXBIO INC COM 75901B107 1,260 42,209 SH   DFND 17 40,773 0 1,436
REGIONAL MGMT CORP COM 75902K106 124 3,895 SH   DFND 17 3,895 0 0
REGIONAL MGMT CORP COM 75902K106 291 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 41,627 2,240,445 SH   DFND 17 1,648,864 0 591,581
REGIONS FINL CORP NEW COM 7591EP100 38,863 2,091,638 SH   DFND 21 2,091,638 0 0
REGIONS FINL CORP NEW CALL 7591EP900 725 39,000 SH Call DFND 4 39,000 0 0
REGIONS FINL CORP NEW PUT 7591EP950 2,246 120,900 SH Put DFND 4 120,900 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 176 1,140 SH   DFND 4 1,140 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 121,864 791,322 SH   DFND 17 761,403 0 29,919
REINSURANCE GROUP AMER INC COM NEW 759351604 872 5,660 SH   DFND 20 5,660 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 33,838 219,729 SH   DFND 21 170,431 0 49,298
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,260 26,362 SH   DFND 17 26,362 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 191 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,903 115,503 SH   DFND 21 64,500 0 51,003
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 91 7,097 SH   DFND 17 0 0 7,097
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 25 1,921 SH   DFND 20 1,921 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,736 291,850 SH   DFND 21 256,970 0 34,880
REPLIGEN CORP COM 759916109 1,207 33,365 SH   DFND 17 33,365 0 0
REPUBLIC SVCS INC COM 760759100 6,801 102,686 SH   DFND 17 90,530 0 12,156
REPUBLIC SVCS INC COM 760759100 217 3,278 SH   DFND 20 3,278 0 0
REPUBLIC SVCS INC COM 760759100 57,906 874,324 SH   DFND 21 690,178 0 184,146
RESMED INC COM 761152107 269 2,732 SH   DFND 17 2,732 0 0
RESMED INC COM 761152107 93 944 SH   DFND 21 944 0 0
RESOLUTE FST PRODS INC COM 76117W109 237 28,605 SH   DFND 17 8,020 0 20,585
RESTAURANT BRANDS INTL INC COM 76131D103 14,021 191,241 SH   DFND 17 63,387 0 127,854
RESTAURANT BRANDS INTL INC COM 76131D103 10,575 144,236 SH   DFND 21 144,236 0 0
RETAIL PPTYS AMER INC CL A 76131V202 585 50,156 SH   DFND 17 50,156 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,678 229,700 SH   DFND 21 229,700 0 0
REVANCE THERAPEUTICS INC COM 761330109 2,447 79,437 SH   DFND 17 77,260 0 2,177
REVLON INC CL A NEW 761525609 277 13,464 SH   DFND 21 0 0 13,464
REX AMERICAN RESOURCES CORP COM 761624105 5,164 70,940 SH   DFND 17 70,940 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,043 41,797 SH   DFND 24 41,797 0 0
REXFORD INDL RLTY INC COM 76169C100 11,300 392,510 SH   DFND 4 392,510 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 332 18,323 SH   DFND 4 18,323 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 22,290 1,231,500 SH   DFND 17 1,231,500 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,623 458,597 SH   DFND 17 443,461 0 15,136
RINGCENTRAL INC CL A 76680R206 41,563 654,530 SH   DFND 17 595,845 0 58,685
RING ENERGY INC COM 76680V108 4,081 284,366 SH   DFND 17 273,015 0 11,351
RIO TINTO PLC SPONSORED ADR 767204100 7,441 144,401 SH   DFND 17 144,401 0 0
RITE AID CORP COM 767754104 35 20,711 SH   DFND 21 20,711 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,336 7,671 SH   DFND 4 7,671 0 0
ROCKWELL AUTOMATION INC COM 773903109 427 2,449 SH   DFND 17 2,449 0 0
ROCKWELL AUTOMATION INC CALL 773903909 296 1,700 SH Call DFND 4 1,700 0 0
ROCKWELL AUTOMATION INC PUT 773903959 7,177 41,200 SH Put DFND 4 41,200 0 0
ROCKWELL COLLINS INC COM 774341101 426 3,159 SH   DFND 17 3,159 0 0
ROCKWELL COLLINS INC COM 774341101 21,058 156,159 SH   DFND 21 156,159 0 0
ROCKWELL COLLINS INC CALL 774341901 1,308 9,700 SH Call DFND 4 9,700 0 0
ROCKWELL COLLINS INC PUT 774341951 6,028 44,700 SH Put DFND 4 44,700 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 261 5,851 SH   DFND 17 0 0 5,851
ROGERS COMMUNICATIONS INC CL B 775109200 127 2,844 SH   DFND 20 2,844 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 20,897 468,237 SH   DFND 21 385,863 0 82,374
ROPER TECHNOLOGIES INC COM 776696106 2,091 7,449 SH   DFND 17 7,449 0 0
ROPER TECHNOLOGIES INC COM 776696106 17,307 61,658 SH   DFND 20 7,300 0 54,358
ROPER TECHNOLOGIES INC COM 776696106 125,524 447,198 SH   DFND 21 420,458 0 26,740
ROPER TECHNOLOGIES INC COM 776696106 10,217 36,400 SH   DFND 24 36,400 0 0
ROPER TECHNOLOGIES INC CALL 776696906 3,761 13,400 SH Call DFND 4 13,400 0 0
ROPER TECHNOLOGIES INC PUT 776696956 18,806 67,000 SH Put DFND 4 67,000 0 0
ROSS STORES INC COM 778296103 1,422 18,238 SH   DFND 4 18,238 0 0
ROSS STORES INC COM 778296103 647 8,295 SH   DFND 17 8,295 0 0
ROSS STORES INC COM 778296103 1,556 19,957 SH   DFND 21 14,710 0 5,247
ROSS STORES INC COM 778296103 1,014 13,000 SH   DFND 24 13,000 0 0
ROSS STORES INC CALL 778296903 1,263 16,200 SH Call DFND 4 16,200 0 0
ROSS STORES INC PUT 778296953 14,099 180,800 SH Put DFND 4 180,800 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 34,756 450,259 SH   DFND 17 218,552 0 231,707
ROYAL BK CDA MONTREAL QUE COM 780087102 3,003 38,904 SH   DFND 20 38,904 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 105,599 1,368,021 SH   DFND 21 1,019,818 0 348,203
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 233,329 3,656,619 SH   DFND 17 3,629,808 0 26,811
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 20,366 19,240,000 PRN   DFND 17 19,240,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 5,929 214,031 SH   DFND 17 57,852 0 156,179
RUDOLPH TECHNOLOGIES INC COM 781270103 2,813 101,552 SH   DFND 21 97,186 0 4,366
RUSH ENTERPRISES INC CL A 781846209 4,590 108,037 SH   DFND 17 61,817 0 46,220
RUSH ENTERPRISES INC CL A 781846209 249 5,859 SH   DFND 20 5,859 0 0
RUSH ENTERPRISES INC CL A 781846209 879 20,676 SH   DFND 21 20,676 0 0
RUSH ENTERPRISES INC CL B 781846308 1,393 34,495 SH   DFND 17 19,335 0 15,160
RUTHS HOSPITALITY GROUP INC COM 783332109 25,816 1,055,873 SH   DFND 17 1,055,873 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 939 38,415 SH   DFND 21 12,553 0 25,862
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 14,807 120,529 SH   DFND 17 106,096 0 14,433
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 72,331 588,773 SH   DFND 21 84,494 0 504,279
RYDER SYS INC COM 783549108 3 38 SH   DFND 17 38 0 0
RYDER SYS INC COM 783549108 6,325 86,887 SH   DFND 21 66,479 0 20,408
RYMAN HOSPITALITY PPTYS INC COM 78377T107 14,946 192,977 SH   DFND 4 192,977 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 486 6,273 SH   DFND 21 0 0 6,273
S&P GLOBAL INC COM 78409V104 25,722 134,627 SH   DFND 17 86,958 0 47,669
S&P GLOBAL INC COM 78409V104 19,916 104,241 SH   DFND 20 22,960 0 81,281
S&P GLOBAL INC COM 78409V104 232,089 1,214,746 SH   DFND 21 1,058,413 0 156,333
S&P GLOBAL INC COM 78409V104 1,146 6,000 SH   DFND 24 6,000 0 0
S&P GLOBAL INC CALL 78409V904 2,503 13,100 SH Call DFND 4 13,100 0 0
S&P GLOBAL INC PUT 78409V954 15,514 81,200 SH Put DFND 4 81,200 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 25,592 149,728 SH   DFND 4 149,728 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 386 2,257 SH   DFND 17 2,257 0 0
SBA COMMUNICATIONS CORP NEW PUT 78410G954 564 3,300 SH Put DFND 4 3,300 0 0
SEI INVESTMENTS CO COM 784117103 11,293 150,753 SH   DFND 17 125,417 0 25,336
SEI INVESTMENTS CO COM 784117103 18,798 250,947 SH   DFND 21 118,563 0 132,384
SJW GROUP COM 784305104 528 10,012 SH   DFND 17 1,777 0 8,235
SL GREEN RLTY CORP COM 78440X101 21,806 225,203 SH   DFND 4 225,203 0 0
SL GREEN RLTY CORP COM 78440X101 169 1,743 SH   DFND 17 1,743 0 0
SM ENERGY CO COM 78454L100 4,153 230,345 SH   DFND 17 230,345 0 0
SM ENERGY CO COM 78454L100 98 5,445 SH   DFND 21 5,445 0 0
SM ENERGY CO COM 78454L100 231 12,800 SH   DFND 24 12,800 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 17,929 18,940,000 PRN   DFND 17 18,940,000 0 0
SORL AUTO PTS INC COM 78461U101 718 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,776 63,749 SH   DFND 4 63,749 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,913,895 7,273,018 SH   DFND 17 7,273,018 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 79 300 SH   DFND 24 0 0 300
SPDR S&P 500 ETF TR TR UNIT 78462F103 25,604 97,300 SH   DFND 25 0 0 97,300
SPDR S&P 500 ETF TR CALL 78462F903 72,366 275,000 SH Call DFND 4 275,000 0 0
SPDR S&P 500 ETF TR PUT 78462F953 468,986 1,782,200 SH Put DFND 4 1,782,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 26,952 214,259 SH   DFND 20 214,259 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,876 22,860 SH   DFND 24 22,860 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 11,641 289,069 SH   DFND 24 115,160 0 173,909
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,033 20,000 SH   DFND 24 20,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,162 32,408 SH   DFND 17 32,408 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 7,044 200,000 SH   DFND 4 200,000 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 746 8,500 SH   DFND 24 8,500 0 0
SPDR SERIES TRUST PUT 78464A958 19,579 480,000 SH Put DFND 4 480,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 179 3,339 SH   DFND 17 0 0 3,339
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 17,433 325,009 SH   DFND 20 2,779 0 322,230
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 130,404 2,431,101 SH   DFND 21 2,370,578 0 60,523
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,282 23,900 SH   DFND 24 23,900 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 748 3,100 SH   DFND 24 3,100 0 0
SP PLUS CORP COM 78469C103 1,383 38,853 SH   DFND 17 18,502 0 20,351
SP PLUS CORP COM 78469C103 1,630 45,791 SH   DFND 21 36,454 0 9,337
SRC ENERGY INC COM 78470V108 96 10,192 SH   DFND 20 10,192 0 0
SRC ENERGY INC COM 78470V108 920 97,571 SH   DFND 21 49,877 0 47,694
SVB FINL GROUP COM 78486Q101 507 2,113 SH   DFND 17 2,113 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,363 247,187 SH   DFND 4 247,187 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 139 7,870 SH   DFND 17 7,870 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,602 90,757 SH   DFND 21 43,864 0 46,893
SAGE THERAPEUTICS INC COM 78667J108 7,163 44,474 SH   DFND 17 30,669 0 13,805
SALESFORCE COM INC COM 79466L302 8 69 SH   DFND 4 69 0 0
SALESFORCE COM INC COM 79466L302 385,478 3,314,511 SH   DFND 17 2,954,222 0 360,289
SALESFORCE COM INC COM 79466L302 807 6,942 SH   DFND 21 1,964 0 4,978
SALESFORCE COM INC CALL 79466L902 5,361 46,100 SH Call DFND 4 46,100 0 0
SALESFORCE COM INC PUT 79466L952 42,415 364,700 SH Put DFND 4 364,700 0 0
SANCHEZ ENERGY CORP COM 79970Y105 9,390 3,000,000 SH   DFND 4 3,000,000 0 0
SANDERSON FARMS INC COM 800013104 15,603 131,093 SH   DFND 17 131,093 0 0
SANDERSON FARMS INC COM 800013104 31,584 265,368 SH   DFND 21 115,833 0 149,535
SANDERSON FARMS INC COM 800013104 2,455 20,624 SH   DFND 24 20,624 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 2,737 1,440,458 SH   DFND 17 1,440,458 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 3,628 62,689 SH   DFND 17 60,645 0 2,044
SANGAMO THERAPEUTICS INC COM 800677106 3,029 159,407 SH   DFND 17 155,588 0 3,819
SANGAMO THERAPEUTICS INC COM 800677106 1,600 84,235 SH   DFND 21 11,269 0 72,966
SANMINA CORPORATION COM 801056102 15 569 SH   DFND 17 569 0 0
SANMINA CORPORATION COM 801056102 1,201 45,921 SH   DFND 21 8,753 0 37,168
SANTANDER CONSUMER USA HDG I COM 80283M101 6 369 SH   DFND 17 369 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,433 87,910 SH   DFND 21 87,910 0 0
SAP SE SPON ADR 803054204 3,773 35,874 SH   DFND 17 35,874 0 0
SAREPTA THERAPEUTICS INC COM 803607100 3,950 53,317 SH   DFND 17 43,587 0 9,730
SAREPTA THERAPEUTICS INC COM 803607100 1,519 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 1,802 47,982 SH   DFND 17 47,982 0 0
SCANA CORP NEW COM 80589M102 5,078 135,227 SH   DFND 21 135,227 0 0
SCHEIN HENRY INC COM 806407102 199 2,958 SH   DFND 17 2,958 0 0
SCHEIN HENRY INC COM 806407102 38,180 568,070 SH   DFND 21 568,070 0 0
SCHEIN HENRY INC COM 806407102 907 13,500 SH   DFND 24 13,500 0 0
SCHLUMBERGER LTD COM 806857108 9,120 140,779 SH   DFND 4 140,779 0 0
SCHLUMBERGER LTD COM 806857108 204,218 3,152,481 SH   DFND 17 3,058,288 0 94,193
SCHLUMBERGER LTD COM 806857108 15,751 243,146 SH   DFND 21 150,693 0 92,453
SCHLUMBERGER LTD COM 806857108 1,458 22,500 SH   DFND 24 22,500 0 0
SCHLUMBERGER LTD CALL 806857908 4,366 67,400 SH Call DFND 4 67,400 0 0
SCHLUMBERGER LTD PUT 806857958 41,990 648,200 SH Put DFND 4 648,200 0 0
SCHNITZER STL INDS CL A 806882106 649 20,052 SH   DFND 21 20,052 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,212 84,900 SH   DFND 17 84,900 0 0
SCHOLASTIC CORP COM 807066105 210 5,415 SH   DFND 17 5,415 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,253 43,150 SH   DFND 4 43,150 0 0
SCHWAB CHARLES CORP NEW COM 808513105 20,185 386,533 SH   DFND 17 122,005 0 264,528
SCHWAB CHARLES CORP NEW COM 808513105 20,406 390,764 SH   DFND 20 86,200 0 304,564
SCHWAB CHARLES CORP NEW COM 808513105 187,792 3,596,171 SH   DFND 21 3,506,649 0 89,522
SCHWAB CHARLES CORP NEW COM 808513105 820 15,700 SH   DFND 24 15,700 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 1,285 24,600 SH Call DFND 4 24,600 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 24,277 464,900 SH Put DFND 4 464,900 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 2,566 50,292 SH   DFND 17 50,292 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 18,344 468,551 SH   DFND 17 468,551 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,907 125,343 SH   DFND 21 90,263 0 35,080
SCIENCE APPLICATNS INTL CP N COM 808625107 775 9,836 SH   DFND 17 9,836 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 405 5,144 SH   DFND 21 5,144 0 0
SEABOARD CORP COM 811543107 358 84 SH   DFND 17 84 0 0
SEABOARD CORP COM 811543107 1,557 365 SH   DFND 21 336 0 29
SEACHANGE INTL INC COM 811699107 88 32,325 SH   DFND 17 32,325 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 17,262 652,136 SH   DFND 17 474,638 0 177,498
SEATTLE GENETICS INC COM 812578102 1,602 30,615 SH   DFND 17 30,615 0 0
SEATTLE GENETICS INC COM 812578102 942 18,000 SH   DFND 24 18,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 695 12,200 SH   DFND 24 12,200 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 404 6,000 SH   DFND 24 6,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,529 128,000 SH   DFND 24 128,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,689 36,200 SH   DFND 24 36,200 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 36,664 643,900 SH Put DFND 4 643,900 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 507,025 18,390,468 SH Put DFND 4 18,187,968 0 202,500
SELECT SECTOR SPDR TR PUT 81369Y956 45,374 673,100 SH Put DFND 4 673,100 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 100,429 991,500 SH Put DFND 4 991,500 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 156 8,000 SH   DFND 17 8,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 31 1,574 SH   DFND 20 1,574 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,030 52,855 SH   DFND 21 4,617 0 48,238
SELECTA BIOSCIENCES INC COM 816212104 495 48,573 SH   DFND 17 46,987 0 1,586
SEMPRA ENERGY COM 816851109 18 165 SH   DFND 4 165 0 0
SEMPRA ENERGY COM 816851109 547 4,918 SH   DFND 17 4,918 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 99,811 975,000 SH   DFND 17 975,000 0 0
SEMPRA ENERGY CALL 816851909 2,736 24,600 SH Call DFND 4 24,600 0 0
SEMPRA ENERGY PUT 816851959 21,844 196,400 SH Put DFND 4 196,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 191 12,210 SH   DFND 17 12,210 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 639 40,798 SH   DFND 21 40,798 0 0
SERVICE CORP INTL COM 817565104 17,035 451,366 SH   DFND 17 326,533 0 124,833
SERVICE CORP INTL COM 817565104 164 4,338 SH   DFND 20 4,338 0 0
SERVICE CORP INTL COM 817565104 31,543 835,787 SH   DFND 21 749,513 0 86,274
SERVICENOW INC COM 81762P102 325,156 1,965,285 SH   DFND 17 1,754,555 0 210,730
SERVICENOW INC COM 81762P102 102 619 SH   DFND 21 619 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 7,970 3,550,000 PRN   DFND 17 3,550,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,372 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 251 13,019 SH   DFND 17 13,019 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 8,454 439,159 SH   DFND 21 403,547 0 35,612
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 257 12,199 SH   DFND 4 12,199 0 0
SHERWIN WILLIAMS CO COM 824348106 2,394 6,106 SH   DFND 4 6,106 0 0
SHERWIN WILLIAMS CO COM 824348106 4,671 11,912 SH   DFND 17 11,912 0 0
SHERWIN WILLIAMS CO COM 824348106 20,015 51,044 SH   DFND 21 32,094 0 18,950
SHERWIN WILLIAMS CO CALL 824348906 2,902 7,400 SH Call DFND 4 7,400 0 0
SHERWIN WILLIAMS CO PUT 824348956 17,214 43,900 SH Put DFND 4 43,900 0 0
SHOE CARNIVAL INC COM 824889109 219 9,204 SH   DFND 21 0 0 9,204
SHORE BANCSHARES INC COM 825107105 317 16,800 SH   DFND 17 16,800 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 39 9,756 SH   DFND 20 9,756 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 267 66,860 SH   DFND 21 66,860 0 0
SIENTRA INC COM 82621J105 676 69,938 SH   DFND 17 62,270 0 7,668
SIERRA ONCOLOGY INC COM 82640U107 35 16,775 SH   DFND 17 16,775 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 20,720 145,965 SH   DFND 17 76,840 0 69,125
SIGNATURE BK NEW YORK N Y COM 82669G104 10,550 74,322 SH   DFND 20 0 0 74,322
SIGNATURE BK NEW YORK N Y COM 82669G104 852 6,000 SH   DFND 21 6,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5,717 5,000,000 PRN   DFND 17 5,000,000 0 0
SILGAN HOLDINGS INC COM 827048109 24,433 877,322 SH   DFND 17 870,841 0 6,481
SILGAN HOLDINGS INC COM 827048109 50 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 7,057 253,387 SH   DFND 21 219,044 0 34,343
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 256 5,321 SH   DFND 17 5,321 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 28,359 996,800 SH   DFND 17 996,800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 101,004 654,383 SH   DFND 4 654,383 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,113 7,208 SH   DFND 17 7,208 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 2,624 17,000 SH Call DFND 4 17,000 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 20,714 134,200 SH Put DFND 4 134,200 0 0
SIMPLY GOOD FOODS CO COM 82900L102 34 2,465 SH   DFND 17 2,465 0 0
SIMPLY GOOD FOODS CO COM 82900L102 266 19,406 SH   DFND 21 19,406 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 321 10,271 SH   DFND 21 6,740 0 3,531
SINCLAIR BROADCAST GROUP INC PUT 829226959 3,067 98,000 SH Put DFND 21 98,000 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3,721 60,689 SH   DFND 17 60,689 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,131 98,470 SH   DFND 17 36,650 0 61,820
SKECHERS U S A INC CL A 830566105 381 9,790 SH   DFND 17 9,790 0 0
SKECHERS U S A INC CL A 830566105 198 5,103 SH   DFND 20 5,103 0 0
SKECHERS U S A INC CL A 830566105 2,406 61,874 SH   DFND 21 22,072 0 39,802
SKYWEST INC COM 830879102 8,222 151,135 SH   DFND 17 126,178 0 24,957
SKYWEST INC COM 830879102 265 4,880 SH   DFND 20 4,880 0 0
SKYWEST INC COM 830879102 19,123 351,519 SH   DFND 21 303,005 0 48,514
SKYWORKS SOLUTIONS INC COM 83088M102 34,172 340,838 SH   DFND 17 285,308 0 55,530
SKYWORKS SOLUTIONS INC COM 83088M102 1,624 16,193 SH   DFND 21 14,127 0 2,066
SLEEP NUMBER CORP COM 83125X103 5,527 157,253 SH   DFND 21 143,571 0 13,682
SMITH A O COM 831865209 15,015 236,122 SH   DFND 17 214,904 0 21,218
SMUCKER J M CO COM NEW 832696405 6,348 51,189 SH   DFND 17 49,100 0 2,089
SMUCKER J M CO COM NEW 832696405 81 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 12,215 98,500 SH   DFND 21 81,228 0 17,272
SNAP ON INC COM 833034101 2,098 14,221 SH   DFND 17 13,221 0 1,000
SNAP ON INC COM 833034101 174 1,176 SH   DFND 20 1,176 0 0
SNAP ON INC COM 833034101 11,971 81,136 SH   DFND 21 63,062 0 18,074
SNAP INC CL A 83304A106 121,806 7,675,255 SH   DFND 17 7,452,295 0 222,960
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6,484 131,930 SH   DFND 17 131,930 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 4,703 95,692 SH   DFND 24 95,692 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 87,098 95,130,000 PRN   DFND 17 95,130,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 75 1,420 SH   DFND 17 1,420 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 173 3,282 SH   DFND 21 3,282 0 0
SONOCO PRODS CO COM 835495102 15,280 315,047 SH   DFND 17 315,047 0 0
SONOCO PRODS CO COM 835495102 1,044 21,535 SH   DFND 21 21,535 0 0
SOUTH ST CORP COM 840441109 3,546 41,575 SH   DFND 17 41,575 0 0
SOUTHERN CO COM 842587107 2,358 52,798 SH   DFND 17 52,798 0 0
SOUTHERN CO COM 842587107 548 12,271 SH   DFND 20 12,271 0 0
SOUTHERN CO COM 842587107 5,429 121,553 SH   DFND 21 60,797 0 60,756
SOUTHERN CO CALL 842587907 6,739 150,900 SH Call DFND 4 150,900 0 0
SOUTHERN CO PUT 842587957 13,773 308,400 SH Put DFND 4 308,400 0 0
SOUTHWEST AIRLS CO COM 844741108 3,094 54,023 SH   DFND 4 54,023 0 0
SOUTHWEST AIRLS CO COM 844741108 17,221 300,639 SH   DFND 17 299,031 0 1,608
SOUTHWEST AIRLS CO COM 844741108 34,192 596,925 SH   DFND 21 507,398 0 89,527
SOUTHWEST AIRLS CO CALL 844741908 1,398 24,400 SH Call DFND 4 24,400 0 0
SOUTHWEST AIRLS CO PUT 844741958 16,812 293,500 SH Put DFND 4 293,500 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 243 3,597 SH   DFND 17 3,597 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 853 12,619 SH   DFND 21 12,619 0 0
SOUTHWESTERN ENERGY CO COM 845467109 14,456 3,338,504 SH   DFND 17 3,338,504 0 0
SOUTHWESTERN ENERGY CO COM 845467109 97 22,309 SH   DFND 21 22,309 0 0
SPARK ENERGY INC CL A COM 846511103 192 16,224 SH   DFND 21 0 0 16,224
SPARTAN MTRS INC COM 846819100 4,976 289,328 SH   DFND 17 282,079 0 7,249
SPARTANNASH CO COM 847215100 832 48,346 SH   DFND 17 48,346 0 0
SPARTANNASH CO COM 847215100 3,884 225,690 SH   DFND 21 187,366 0 38,324
SPECTRA ENERGY PARTNERS LP COM 84756N109 11,888 353,400 SH   DFND 17 353,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 20 191 SH   DFND 17 191 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,247 31,307 SH   DFND 21 31,307 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 315 17,667 SH   DFND 17 17,667 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 41 2,301 SH   DFND 20 2,301 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,806 101,367 SH   DFND 21 94,623 0 6,744
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 15,320 183,040 SH   DFND 17 157,040 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 434 5,186 SH   DFND 20 5,186 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 28,670 342,529 SH   DFND 21 204,781 0 137,748
SPIRE INC COM 84857L101 669 9,258 SH   DFND 17 9,258 0 0
SPIRE INC COM 84857L101 1,635 22,620 SH   DFND 21 22,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,393 437,243 SH   DFND 17 437,243 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,988 3,000,000 PRN   DFND 17 3,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 23,307 22,955,000 PRN   DFND 17 22,955,000 0 0
SPLUNK INC COM 848637104 166,198 1,689,180 SH   DFND 17 1,613,360 0 75,820
SPLUNK INC COM 848637104 171 1,742 SH   DFND 21 1,742 0 0
SPROUTS FMRS MKT INC COM 85208M102 118 5,024 SH   DFND 20 5,024 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,169 177,637 SH   DFND 21 77,883 0 99,754
SQUARE INC CL A 852234103 335,088 6,810,740 SH   DFND 17 6,246,425 0 564,315
SQUARE INC CL A 852234103 1,302 26,457 SH   DFND 21 26,457 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 52,973 25,130,000 PRN   DFND 17 23,310,000 0 1,820,000
STAG INDL INC COM 85254J102 11,625 486,010 SH   DFND 17 322,610 0 163,400
STANLEY BLACK & DECKER INC COM 854502101 1,801 11,758 SH   DFND 4 11,758 0 0
STANLEY BLACK & DECKER INC COM 854502101 18,702 122,078 SH   DFND 17 117,731 0 4,347
STANLEY BLACK & DECKER INC COM 854502101 1,486 9,702 SH   DFND 20 9,702 0 0
STANLEY BLACK & DECKER INC COM 854502101 103,166 673,410 SH   DFND 21 521,264 0 152,146
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 144,225 1,259,060 SH   DFND 17 1,202,055 0 57,005
STANLEY BLACK & DECKER INC CALL 854502901 597 3,900 SH Call DFND 4 3,900 0 0
STANLEY BLACK & DECKER INC PUT 854502951 9,713 63,400 SH Put DFND 4 63,400 0 0
STANTEC INC COM 85472N109 12,276 497,861 SH   DFND 17 497,861 0 0
STANTEC INC COM 85472N109 111 4,512 SH   DFND 21 4,512 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 390 41,690 SH   DFND 17 41,690 0 0
STARBUCKS CORP COM 855244109 93 1,609 SH   DFND 4 1,609 0 0
STARBUCKS CORP COM 855244109 164,560 2,842,632 SH   DFND 17 2,702,105 0 140,527
STARBUCKS CORP COM 855244109 25,179 434,937 SH   DFND 21 249,324 0 185,613
STARBUCKS CORP CALL 855244909 8,903 153,800 SH Call DFND 4 153,800 0 0
STARBUCKS CORP PUT 855244959 29,136 503,300 SH Put DFND 4 503,300 0 0
STARS GROUP INC COM 85570W100 49 1,782 SH   DFND 20 1,782 0 0
STARS GROUP INC COM 85570W100 489 17,746 SH   DFND 21 12,398 0 5,348
STARWOOD PPTY TR INC COM 85571B105 3,786 180,739 SH   DFND 4 180,739 0 0
STARWOOD PPTY TR INC COM 85571B105 990 47,254 SH   DFND 17 47,254 0 0
STARWOOD PPTY TR INC COM 85571B105 4,618 220,429 SH   DFND 21 220,429 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,876 2,850,000 PRN   DFND 17 2,850,000 0 0
STATE STR CORP COM 857477103 1,477 14,808 SH   DFND 4 14,808 0 0
STATE STR CORP COM 857477103 22,505 225,659 SH   DFND 17 225,659 0 0
STATE STR CORP COM 857477103 656 6,579 SH   DFND 20 6,579 0 0
STATE STR CORP COM 857477103 10,511 105,397 SH   DFND 21 83,995 0 21,402
STATE STR CORP CALL 857477903 1,636 16,400 SH Call DFND 4 16,400 0 0
STATE STR CORP PUT 857477953 17,134 171,800 SH Put DFND 4 171,800 0 0
STATOIL ASA SPONSORED ADR 85771P102 11,190 473,160 SH   DFND 17 473,160 0 0
STEEL DYNAMICS INC COM 858119100 26,412 597,290 SH   DFND 17 597,290 0 0
STEEL DYNAMICS INC COM 858119100 1,506 34,064 SH   DFND 21 847 0 33,217
STEPAN CO COM 858586100 24,949 299,940 SH   DFND 17 299,940 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 37,317 824,690 SH   DFND 17 824,690 0 0
STERLING CONSTRUCTION CO INC COM 859241101 3,833 334,477 SH   DFND 17 326,576 0 7,901
STIFEL FINL CORP COM 860630102 26,669 450,260 SH   DFND 17 450,260 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 5,009 224,735 SH   DFND 17 171,210 0 53,525
STONE ENERGY CORP COM PAR 861642403 15,719 429,325 SH   DFND 17 429,325 0 0
STONERIDGE INC COM 86183P102 1,829 66,258 SH   DFND 17 30,829 0 35,429
STONERIDGE INC COM 86183P102 178 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 3,361 121,788 SH   DFND 21 114,730 0 7,058
STRYKER CORP COM 863667101 2,177 13,527 SH   DFND 4 13,527 0 0
STRYKER CORP COM 863667101 13,479 83,765 SH   DFND 17 79,248 0 4,517
STRYKER CORP COM 863667101 893 5,547 SH   DFND 20 5,547 0 0
STRYKER CORP COM 863667101 15,551 96,635 SH   DFND 21 59,258 0 37,377
STRYKER CORP CALL 863667901 3,234 20,100 SH Call DFND 4 20,100 0 0
STRYKER CORP PUT 863667951 30,398 188,900 SH Put DFND 4 188,900 0 0
STUDENT TRANSN INC COM 86388A108 374 50,000 SH   DFND 21 50,000 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 458 33,654 SH   DFND 17 33,654 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 1,055 77,546 SH   DFND 21 70,904 0 6,642
SUN CMNTYS INC COM 866674104 50,051 547,789 SH   DFND 4 547,789 0 0
SUN LIFE FINL INC COM 866796105 1,442 35,129 SH   DFND 17 35,129 0 0
SUN LIFE FINL INC COM 866796105 717 17,478 SH   DFND 20 17,478 0 0
SUN LIFE FINL INC COM 866796105 15,184 369,983 SH   DFND 21 359,789 0 10,194
SUNCOR ENERGY INC NEW COM 867224107 18,747 543,259 SH   DFND 17 465,519 0 77,740
SUNCOR ENERGY INC NEW COM 867224107 18,252 528,933 SH   DFND 21 265,273 0 263,660
SUNCOR ENERGY INC NEW COM 867224107 1,587 46,000 SH   DFND 24 46,000 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 15,390 864,607 SH   DFND 17 864,607 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 139 17,455 SH   DFND 21 4,004 0 13,451
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 27,489 34,335,000 PRN   DFND 17 34,335,000 0 0
SUNOCO LP COM U REP LP 86765K109 597 23,419 SH   DFND 4 23,419 0 0
SUNOCO LP COM U REP LP 86765K109 826 32,385 SH   DFND 17 25,550 0 6,835
SUNOCO LP COM U REP LP 86765K109 438 17,174 SH   DFND 21 17,174 0 0
SUNTRUST BKS INC COM 867914103 4,028 59,195 SH   DFND 4 59,195 0 0
SUNTRUST BKS INC COM 867914103 141,631 2,081,580 SH   DFND 17 2,061,955 0 19,625
SUNTRUST BKS INC COM 867914103 681 10,007 SH   DFND 20 10,007 0 0
SUNTRUST BKS INC COM 867914103 54,050 794,391 SH   DFND 21 713,376 0 81,015
SUNTRUST BKS INC CALL 867914903 1,715 25,200 SH Call DFND 4 25,200 0 0
SUNTRUST BKS INC PUT 867914953 11,934 175,400 SH Put DFND 4 175,400 0 0
SUPERIOR INDS INTL INC COM 868168105 374 28,143 SH   DFND 17 28,143 0 0
SUPERIOR INDS INTL INC COM 868168105 56 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 2,499 187,909 SH   DFND 21 169,513 0 18,396
SUPERNUS PHARMACEUTICALS INC COM 868459108 12,765 278,701 SH   DFND 17 184,423 0 94,278
SURMODICS INC COM 868873100 3,852 101,224 SH   DFND 17 97,343 0 3,881
SUTHERLAND ASSET MGMT CORP M COM 86933G105 246 16,253 SH   DFND 17 16,253 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 792 52,310 SH   DFND 21 47,397 0 4,913
SYKES ENTERPRISES INC COM 871237103 747 25,827 SH   DFND 17 25,827 0 0
SYKES ENTERPRISES INC COM 871237103 4,790 165,520 SH   DFND 21 121,569 0 43,951
SYMANTEC CORP COM 871503108 3,306 127,878 SH   DFND 17 101,308 0 26,570
SYMANTEC CORP COM 871503108 955 36,926 SH   DFND 21 36,926 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 17,097 17,950,000 PRN   DFND 17 17,950,000 0 0
SYNOPSYS INC COM 871607107 420 5,044 SH   DFND 17 5,044 0 0
SYNOPSYS INC COM 871607107 9,824 118,018 SH   DFND 21 30,543 0 87,475
SYNOVUS FINL CORP COM NEW 87161C501 132 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 5,294 106,016 SH   DFND 21 47,377 0 58,639
SYNNEX CORP COM 87162W100 30,240 255,407 SH   DFND 17 255,407 0 0
SYNNEX CORP COM 87162W100 10,179 85,972 SH   DFND 21 34,915 0 51,057
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 986 538,847 SH   DFND 17 521,481 0 17,366
SYNCHRONY FINL COM 87165B103 2,440 72,756 SH   DFND 4 72,756 0 0
SYNCHRONY FINL COM 87165B103 10,490 312,845 SH   DFND 17 260,180 0 52,665
SYNCHRONY FINL CALL 87165B903 1,174 35,000 SH Call DFND 4 35,000 0 0
SYNCHRONY FINL PUT 87165B953 10,703 319,200 SH Put DFND 4 319,200 0 0
SYSCO CORP COM 871829107 1,224 20,408 SH   DFND 4 20,408 0 0
SYSCO CORP COM 871829107 25,132 419,149 SH   DFND 17 265,929 0 153,220
SYSCO CORP COM 871829107 1,498 24,975 SH   DFND 20 24,975 0 0
SYSCO CORP COM 871829107 43,375 723,401 SH   DFND 21 605,657 0 117,744
SYSCO CORP CALL 871829907 1,301 21,700 SH Call DFND 4 21,700 0 0
SYSCO CORP PUT 871829957 11,728 195,600 SH Put DFND 4 195,600 0 0
TCF FINL CORP COM 872275102 27,161 1,190,735 SH   DFND 17 1,190,735 0 0
TCF FINL CORP COM 872275102 138 6,060 SH   DFND 20 6,060 0 0
TCF FINL CORP COM 872275102 1,985 87,025 SH   DFND 21 13,969 0 73,056
TC PIPELINES LP UT COM LTD PRT 87233Q108 20,712 597,072 SH   DFND 17 597,072 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 20,606 347,895 SH   DFND 17 347,895 0 0
TJX COS INC NEW COM 872540109 9,342 114,538 SH   DFND 4 114,538 0 0
TJX COS INC NEW COM 872540109 1,428 17,504 SH   DFND 17 17,504 0 0
TJX COS INC NEW COM 872540109 4,055 49,722 SH   DFND 21 18,679 0 31,043
TJX COS INC NEW CALL 872540909 2,740 33,600 SH Call DFND 4 33,600 0 0
TJX COS INC NEW PUT 872540959 22,886 280,600 SH Put DFND 4 280,600 0 0
T MOBILE US INC COM 872590104 5,338 87,458 SH   DFND 17 41,929 0 45,529
T MOBILE US INC COM 872590104 17,797 291,567 SH   DFND 21 258,315 0 33,252
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 3,068 3,000,000 PRN   DFND 17 3,000,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 22,925 283,660 SH   DFND 17 249,415 0 34,245
TABLEAU SOFTWARE INC CL A 87336U105 59 733 SH   DFND 21 733 0 0
TABULA RASA HEALTHCARE INC COM 873379101 7,840 202,067 SH   DFND 17 197,524 0 4,543
TABULA RASA HEALTHCARE INC COM 873379101 183 4,715 SH   DFND 21 4,715 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 5,537 174,121 SH   DFND 17 169,883 0 4,238
TAHOE RES INC COM 873868103 5,625 1,198,590 SH   DFND 21 1,128,901 0 69,689
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 36,441 832,753 SH   DFND 17 832,753 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 62,061 1,418,205 SH   DFND 20 1,418,205 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,911 477,850 SH   DFND 21 468,195 0 9,655
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 135,157 1,382,259 SH   DFND 17 1,301,559 0 80,700
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,540 56,662 SH   DFND 21 19,357 0 37,305
TAL ED GROUP SPONSORED ADS 874080104 3,880 104,618 SH   DFND 21 97,123 0 7,495
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 441 11,639 SH   DFND 4 11,639 0 0
TAPESTRY INC COM 876030107 10,803 205,340 SH   DFND 17 167,675 0 37,665
TARGET CORP COM 87612E106 3,017 43,450 SH   DFND 4 43,450 0 0
TARGET CORP COM 87612E106 140,382 2,021,918 SH   DFND 17 2,021,918 0 0
TARGET CORP COM 87612E106 47,037 677,480 SH   DFND 21 400,783 0 276,697
TARGET CORP CALL 87612E906 2,902 41,800 SH Call DFND 4 41,800 0 0
TARGET CORP PUT 87612E956 23,141 333,300 SH Put DFND 4 333,300 0 0
TARGA RES CORP COM 87612G101 14,253 323,933 SH   DFND 4 268,933 0 55,000
TATA MTRS LTD SPONSORED ADR 876568502 1,739 67,676 SH   DFND 17 67,676 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,097 159,432 SH   DFND 21 146,747 0 12,685
TAYLOR MORRISON HOME CORP CL A 87724P106 4,681 201,067 SH   DFND 17 170,077 0 30,990
TECH DATA CORP COM 878237106 2,912 34,205 SH   DFND 17 24,245 0 9,960
TECH DATA CORP COM 878237106 537 6,310 SH   DFND 21 588 0 5,722
TECK RESOURCES LTD CL B 878742204 4,072 158,243 SH   DFND 17 155,109 0 3,134
TECK RESOURCES LTD CL B 878742204 134 5,218 SH   DFND 20 5,218 0 0
TECK RESOURCES LTD CL B 878742204 49,884 1,938,322 SH   DFND 21 1,692,257 0 246,065
TEGNA INC COM 87901J105 1,149 100,856 SH   DFND 17 100,856 0 0
TEGNA INC COM 87901J105 9,125 801,134 SH   DFND 21 801,134 0 0
TELADOC INC COM 87918A105 1,269 31,478 SH   DFND 17 31,478 0 0
TELADOC INC COM 87918A105 132 3,267 SH   DFND 21 3,267 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 106 3,371 SH   DFND 20 3,371 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 309 9,875 SH   DFND 21 9,875 0 0
TELEFLEX INC COM 879369106 11,003 43,153 SH   DFND 17 32,299 0 10,854
TELEFLEX INC COM 879369106 407 1,598 SH   DFND 20 1,598 0 0
TELEFLEX INC COM 879369106 25,851 101,386 SH   DFND 21 83,927 0 17,459
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,942 191,523 SH   DFND 21 191,523 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 449 16,018 SH   DFND 21 0 0 16,018
TELUS CORP COM 87971M103 296 8,426 SH   DFND 20 8,426 0 0
TELUS CORP COM 87971M103 857 24,420 SH   DFND 21 24,420 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,645 150,325 SH   DFND 17 55,950 0 94,375
TENNECO INC COM 880349105 22,974 418,696 SH   DFND 17 417,350 0 1,346
TENNECO INC COM 880349105 2,570 46,841 SH   DFND 21 33,186 0 13,655
TENNECO INC COM 880349105 6,694 122,000 SH   DFND 24 122,000 0 0
TERADYNE INC COM 880770102 51,001 1,115,751 SH   DFND 17 989,871 0 125,880
TERADYNE INC COM 880770102 4,641 101,529 SH   DFND 21 66,180 0 35,349
TERADYNE INC NOTE 1.250%12/1 880770AG7 59,451 38,730,000 PRN   DFND 17 35,620,000 0 3,110,000
TEREX CORP NEW COM 880779103 592 15,815 SH   DFND 17 0 0 15,815
TERNIUM SA SPON ADR 880890108 6,216 191,331 SH   DFND 17 135,173 0 56,158
TERNIUM SA SPON ADR 880890108 5,161 158,863 SH   DFND 21 110,648 0 48,215
TESARO INC COM 881569107 2,988 52,295 SH   DFND 17 52,295 0 0
TESARO INC COM 881569107 657 11,500 SH   DFND 24 11,500 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 1,434 785,000 PRN   DFND 17 785,000 0 0
TESLA INC COM 88160R101 211,500 794,723 SH   DFND 17 756,324 0 38,399
TESLA INC COM 88160R101 1,268 4,763 SH   DFND 21 1,185 0 3,578
TESLA INC NOTE 0.250% 3/0 88160RAB7 95,990 96,635,000 PRN   DFND 17 88,665,000 0 7,970,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 49,776 50,000,000 PRN   DFND 4 50,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 85,365 86,260,000 PRN   DFND 17 86,260,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 42,812 41,000,000 PRN   DFND 4 41,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 44,330 42,625,000 PRN   DFND 17 41,020,000 0 1,605,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,934 171,697 SH   DFND 17 19,506 0 152,191
TETRA TECH INC NEW COM 88162G103 18,156 370,905 SH   DFND 17 355,455 0 15,450
TETRA TECH INC NEW COM 88162G103 1,280 26,159 SH   DFND 21 26,159 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 36,624 41,480,000 PRN   DFND 17 41,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,899 21,121 SH   DFND 17 21,121 0 0
TEXAS INSTRS INC COM 882508104 13,805 132,884 SH   DFND 4 132,884 0 0
TEXAS INSTRS INC COM 882508104 233,265 2,245,305 SH   DFND 17 2,158,752 0 86,553
TEXAS INSTRS INC COM 882508104 427 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 120,644 1,161,268 SH   DFND 21 940,242 0 221,026
TEXAS INSTRS INC CALL 882508904 8,062 77,600 SH Call DFND 4 77,600 0 0
TEXAS INSTRS INC PUT 882508954 36,434 350,700 SH Put DFND 4 350,700 0 0
TEXAS ROADHOUSE INC COM 882681109 8,843 153,052 SH   DFND 17 106,995 0 46,057
TG THERAPEUTICS INC COM 88322Q108 2,218 156,211 SH   DFND 17 150,859 0 5,352
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4,003 3,760,000 PRN   DFND 17 3,760,000 0 0
THE TRADE DESK INC COM CL A 88339J105 87,068 1,754,705 SH   DFND 17 1,693,395 0 61,310
THERMO FISHER SCIENTIFIC INC COM 883556102 855 4,143 SH   DFND 4 4,143 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 51,649 250,165 SH   DFND 17 213,587 0 36,578
THERMO FISHER SCIENTIFIC INC COM 883556102 14,437 69,924 SH   DFND 20 13,908 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 248,610 1,204,156 SH   DFND 21 893,542 0 310,614
THERMO FISHER SCIENTIFIC INC COM 883556102 1,177 5,700 SH   DFND 24 5,700 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 4,583 22,200 SH Call DFND 4 22,200 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 38,463 186,300 SH Put DFND 4 186,300 0 0
THOR INDS INC COM 885160101 42,659 370,404 SH   DFND 17 369,404 0 1,000
THOR INDS INC COM 885160101 240 2,085 SH   DFND 20 2,085 0 0
THOR INDS INC COM 885160101 31,970 277,591 SH   DFND 21 257,324 0 20,267
3M CO COM 88579Y101 7,979 36,349 SH   DFND 4 36,349 0 0
3M CO COM 88579Y101 92,801 422,744 SH   DFND 17 422,744 0 0
3M CO COM 88579Y101 33,610 153,109 SH   DFND 21 114,828 0 38,281
3M CO COM 88579Y101 151 686 SH   DFND 24 686 0 0
3M CO CALL 88579Y901 13,720 62,500 SH Call DFND 4 62,500 0 0
3M CO PUT 88579Y951 55,143 251,200 SH Put DFND 4 251,200 0 0
TIME WARNER INC COM NEW 887317303 3,357 35,490 SH   DFND 4 35,490 0 0
TIME WARNER INC COM NEW 887317303 44,863 474,339 SH   DFND 17 414,696 0 59,643
TIME WARNER INC COM NEW 887317303 1,647 17,419 SH   DFND 20 17,419 0 0
TIME WARNER INC COM NEW 887317303 74,491 787,601 SH   DFND 21 758,381 0 29,220
TIME WARNER INC CALL 887317903 3,197 33,800 SH Call DFND 4 33,800 0 0
TIME WARNER INC PUT 887317953 55,462 586,400 SH Put DFND 4 586,400 0 0
TIMKEN CO COM 887389104 6,424 140,880 SH   DFND 17 26,608 0 114,272
TIMKEN CO COM 887389104 13,164 288,683 SH   DFND 21 235,690 0 52,993
TITAN INTL INC ILL COM 88830M102 11,604 920,213 SH   DFND 17 920,213 0 0
TITAN INTL INC ILL COM 88830M102 6,330 501,943 SH   DFND 24 501,943 0 0
TITAN MACHY INC COM 88830R101 2,776 117,847 SH   DFND 17 117,847 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14,569 14,575,000 PRN   DFND 17 14,575,000 0 0
TOLL BROTHERS INC COM 889478103 1,080 24,974 SH   DFND 17 24,974 0 0
TOLL BROTHERS INC COM 889478103 6,079 140,556 SH   DFND 21 60,430 0 80,126
TOPBUILD CORP COM 89055F103 10,552 137,899 SH   DFND 17 91,095 0 46,804
TOPBUILD CORP COM 89055F103 1,534 20,045 SH   DFND 21 20,045 0 0
TORCHMARK CORP COM 891027104 171 2,033 SH   DFND 17 2,033 0 0
TORCHMARK CORP COM 891027104 1,280 15,210 SH   DFND 21 11,760 0 3,450
TORONTO DOMINION BK ONT COM NEW 891160509 60,171 1,061,083 SH   DFND 17 842,859 0 218,224
TORONTO DOMINION BK ONT COM NEW 891160509 4,674 82,428 SH   DFND 20 82,428 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 106,390 1,876,134 SH   DFND 21 1,413,235 0 462,899
TOTAL S A SPONSORED ADR 89151E109 7,203 124,865 SH   DFND 17 124,865 0 0
TOWER INTL INC COM 891826109 549 19,793 SH   DFND 17 19,793 0 0
TOWER INTL INC COM 891826109 1,968 70,904 SH   DFND 21 67,006 0 3,898
TOTAL SYS SVCS INC COM 891906109 148 1,714 SH   DFND 4 1,714 0 0
TOTAL SYS SVCS INC COM 891906109 35,563 412,276 SH   DFND 17 277,609 0 134,667
TOTAL SYS SVCS INC COM 891906109 943 10,931 SH   DFND 20 10,931 0 0
TOTAL SYS SVCS INC COM 891906109 55,767 646,504 SH   DFND 21 533,225 0 113,279
TRANSCANADA CORP COM 89353D107 533 12,904 SH   DFND 4 12,904 0 0
TRANSCANADA CORP COM 89353D107 31,085 752,192 SH   DFND 17 752,192 0 0
TRANSCANADA CORP COM 89353D107 12,030 291,106 SH   DFND 21 106,919 0 184,187
TRANSDIGM GROUP INC COM 893641100 385 1,253 SH   DFND 17 1,253 0 0
TRANSDIGM GROUP INC COM 893641100 1,305 4,253 SH   DFND 21 4,253 0 0
TRANSUNION COM 89400J107 10,413 183,392 SH   DFND 17 37,727 0 145,665
TRANSUNION COM 89400J107 4,764 83,911 SH   DFND 21 59,472 0 24,439
TRAVELERS COMPANIES INC COM 89417E109 20 143 SH   DFND 4 143 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,010 108,093 SH   DFND 17 28,740 0 79,353
TRAVELERS COMPANIES INC COM 89417E109 184 1,327 SH   DFND 20 1,327 0 0
TRAVELERS COMPANIES INC COM 89417E109 38,444 276,852 SH   DFND 21 238,611 0 38,241
TRAVELERS COMPANIES INC COM 89417E109 121 872 SH   DFND 24 872 0 0
TRAVELERS COMPANIES INC CALL 89417E909 2,958 21,300 SH Call DFND 4 21,300 0 0
TRAVELERS COMPANIES INC PUT 89417E959 16,913 121,800 SH Put DFND 4 121,800 0 0
TREX CO INC COM 89531P105 2,120 19,494 SH   DFND 17 2,239 0 17,255
TRIBUNE MEDIA CO CL A 896047503 242 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 18,230 450,002 SH   DFND 21 450,002 0 0
TRIMBLE INC COM 896239100 44,061 1,228,013 SH   DFND 17 1,180,508 0 47,505
TRIMBLE INC COM 896239100 570 15,886 SH   DFND 21 3,922 0 11,964
TRIMBLE INC COM 896239100 10,836 302,000 SH   DFND 24 302,000 0 0
TRINET GROUP INC COM 896288107 671 14,482 SH   DFND 17 14,482 0 0
TRINITY INDS INC COM 896522109 5,170 158,455 SH   DFND 21 158,455 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 44,402 32,655,000 PRN   DFND 17 29,905,000 0 2,750,000
TRIPLE-S MGMT CORP CL B 896749108 27 1,020 SH   DFND 17 1,020 0 0
TRIPLE-S MGMT CORP CL B 896749108 185 7,086 SH   DFND 21 7,086 0 0
TRIUMPH BANCORP INC COM 89679E300 1,730 41,982 SH   DFND 17 37,578 0 4,404
TRIPADVISOR INC COM 896945201 78,197 1,912,365 SH   DFND 17 1,912,365 0 0
TRUECAR INC COM 89785L107 294 31,060 SH   DFND 17 0 0 31,060
TRUSTCO BK CORP N Y COM 898349105 100 11,815 SH   DFND 17 11,815 0 0
TUPPERWARE BRANDS CORP COM 899896104 616 12,729 SH   DFND 21 12,729 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 738 20,118 SH   DFND 17 20,118 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 11 307 SH   DFND 4 307 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 305 8,388 SH   DFND 17 8,388 0 0
TWILIO INC CL A 90138F102 69,042 1,808,340 SH   DFND 17 1,808,340 0 0
TWITTER INC COM 90184L102 1,710 58,950 SH   DFND 17 44,055 0 14,895
TWITTER INC COM 90184L102 493 16,990 SH   DFND 21 3,872 0 13,118
TWITTER INC NOTE 0.250% 9/1 90184LAB8 26,647 27,830,000 PRN   DFND 17 27,830,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 50,593 54,120,000 PRN   DFND 17 54,120,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 7,617 495,574 SH   DFND 17 172,973 0 322,601
TWO HBRS INVT CORP COM NEW 90187B408 10,428 678,442 SH   DFND 21 361,423 0 317,019
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 46,631 45,000,000 PRN   DFND 17 45,000,000 0 0
II VI INC COM 902104108 3,952 96,623 SH   DFND 17 79,523 0 17,100
2U INC COM 90214J101 938 11,163 SH   DFND 17 11,163 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,936 28,136 SH   DFND 17 17,317 0 10,819
TYSON FOODS INC CL A 902494103 2,289 31,277 SH   DFND 4 31,277 0 0
TYSON FOODS INC CL A 902494103 44,870 613,063 SH   DFND 17 476,963 0 136,100
TYSON FOODS INC CL A 902494103 1,645 22,470 SH   DFND 20 22,470 0 0
TYSON FOODS INC CL A 902494103 137,864 1,883,645 SH   DFND 21 1,211,667 0 671,978
TYSON FOODS INC CL A 902494103 5,884 80,400 SH   DFND 24 80,400 0 0
TYSON FOODS INC CALL 902494903 1,493 20,400 SH Call DFND 4 20,400 0 0
TYSON FOODS INC PUT 902494953 13,357 182,500 SH Put DFND 4 182,500 0 0
UDR INC COM 902653104 29,466 827,226 SH   DFND 4 827,226 0 0
UDR INC COM 902653104 1,420 39,864 SH   DFND 17 39,864 0 0
UGI CORP NEW COM 902681105 12,316 277,264 SH   DFND 17 277,264 0 0
UGI CORP NEW COM 902681105 3,615 81,379 SH   DFND 21 25,585 0 55,794
USA TRUCK INC COM 902925106 1,934 75,870 SH   DFND 17 63,800 0 12,070
US BANCORP DEL COM NEW 902973304 10,565 209,213 SH   DFND 4 209,213 0 0
US BANCORP DEL COM NEW 902973304 125,895 2,492,977 SH   DFND 17 2,473,580 0 19,397
US BANCORP DEL COM NEW 902973304 9,264 183,438 SH   DFND 21 183,438 0 0
US BANCORP DEL CALL 902973904 4,287 84,900 SH Call DFND 4 84,900 0 0
US BANCORP DEL PUT 902973954 37,476 742,100 SH Put DFND 4 742,100 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,011 11,765 SH   DFND 17 2,440 0 9,325
USA TECHNOLOGIES INC COM NO PAR 90328S500 13,056 1,450,659 SH   DFND 17 1,424,407 0 26,252
U S CONCRETE INC COM NEW 90333L201 4,405 72,933 SH   DFND 17 70,525 0 2,408
U S PHYSICAL THERAPY INC COM 90337L108 384 4,719 SH   DFND 17 4,719 0 0
U S SILICA HLDGS INC COM 90346E103 871 34,135 SH   DFND 17 34,135 0 0
U S SILICA HLDGS INC COM 90346E103 29 1,122 SH   DFND 20 1,122 0 0
ULTA BEAUTY INC COM 90384S303 739 3,616 SH   DFND 17 3,616 0 0
ULTA BEAUTY INC COM 90384S303 3,591 17,582 SH   DFND 21 17,582 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 2,822 146,607 SH   DFND 17 45,521 0 101,086
ULTRA CLEAN HLDGS INC COM 90385V107 4,562 237,002 SH   DFND 21 110,939 0 126,063
UMPQUA HLDGS CORP COM 904214103 23,052 1,076,689 SH   DFND 17 1,076,689 0 0
UMPQUA HLDGS CORP COM 904214103 6,078 283,893 SH   DFND 21 283,893 0 0
UNION PAC CORP COM 907818108 47,183 350,983 SH   DFND 4 350,983 0 0
UNION PAC CORP COM 907818108 253,393 1,884,946 SH   DFND 17 1,884,946 0 0
UNION PAC CORP COM 907818108 128,932 959,104 SH   DFND 21 882,182 0 76,922
UNION PAC CORP COM 907818108 618 4,600 SH   DFND 24 4,600 0 0
UNION PAC CORP CALL 907818908 7,878 58,600 SH Call DFND 4 58,600 0 0
UNION PAC CORP PUT 907818958 52,038 387,100 SH Put DFND 4 387,100 0 0
UNISYS CORP COM NEW 909214306 12 1,100 SH   DFND 4 1,100 0 0
UNISYS CORP COM NEW 909214306 106 9,865 SH   DFND 17 9,865 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 17,801 13,500,000 PRN   DFND 4 13,500,000 0 0
UNIT CORP COM 909218109 753 38,094 SH   DFND 21 13,581 0 24,513
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 31,250 987,351 SH   DFND 17 987,351 0 0
UNITED CONTL HLDGS INC COM 910047109 324 4,659 SH   DFND 17 4,659 0 0
UNITED CONTL HLDGS INC COM 910047109 190 2,728 SH   DFND 20 2,728 0 0
UNITED CONTL HLDGS INC COM 910047109 753 10,844 SH   DFND 21 10,844 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,469 90,675 SH   DFND 17 90,675 0 0
UNITED FINL BANCORP INC NEW COM 910304104 568 35,080 SH   DFND 21 35,080 0 0
UNITED FIRE GROUP INC COM 910340108 186 3,884 SH   DFND 17 3,884 0 0
UNITED FIRE GROUP INC COM 910340108 543 11,345 SH   DFND 21 11,345 0 0
UNITED NAT FOODS INC COM 911163103 91 2,115 SH   DFND 20 2,115 0 0
UNITED NAT FOODS INC COM 911163103 416 9,699 SH   DFND 21 6,154 0 3,545
UNITED PARCEL SERVICE INC CL B 911312106 16,439 157,074 SH   DFND 4 157,074 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,617 53,672 SH   DFND 17 53,672 0 0
UNITED PARCEL SERVICE INC CL B 911312106 24,286 232,051 SH   DFND 21 126,513 0 105,538
UNITED PARCEL SERVICE INC CALL 911312906 7,326 70,000 SH Call DFND 4 70,000 0 0
UNITED PARCEL SERVICE INC PUT 911312956 44,470 424,900 SH Put DFND 4 424,900 0 0
UNITED RENTALS INC COM 911363109 63 366 SH   DFND 4 366 0 0
UNITED RENTALS INC COM 911363109 108,482 628,045 SH   DFND 17 525,830 0 102,215
UNITED RENTALS INC COM 911363109 177 1,023 SH   DFND 20 1,023 0 0
UNITED RENTALS INC COM 911363109 8,130 47,065 SH   DFND 21 43,135 0 3,930
US FOODS HLDG CORP COM 912008109 623 19,010 SH   DFND 20 19,010 0 0
US FOODS HLDG CORP COM 912008109 4,598 140,301 SH   DFND 21 93,163 0 47,138
UNITED STATES OIL FUND LP UNITS 91232N108 4,426 337,300 SH   DFND 24 337,300 0 0
UNITED STATES STL CORP NEW COM 912909108 30,615 870,000 SH   DFND 4 870,000 0 0
UNITED STATES STL CORP NEW COM 912909108 1,320 37,501 SH   DFND 21 2,644 0 34,857
UNITED TECHNOLOGIES CORP COM 913017109 5,549 44,105 SH   DFND 4 44,105 0 0
UNITED TECHNOLOGIES CORP COM 913017109 119,382 948,834 SH   DFND 17 941,474 0 7,360
UNITED TECHNOLOGIES CORP COM 913017109 377 3,000 SH   DFND 21 3,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 94 747 SH   DFND 24 747 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 5,385 42,800 SH Call DFND 4 42,800 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 42,552 338,200 SH Put DFND 4 338,200 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 8,568 68,100 SH Put DFND 21 68,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,438 21,698 SH   DFND 17 21,698 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,543 13,735 SH   DFND 21 11,721 0 2,014
UNITED THERAPEUTICS CORP DEL COM 91307C102 596 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,469 34,901 SH   DFND 4 34,901 0 0
UNITEDHEALTH GROUP INC COM 91324P102 509,849 2,382,474 SH   DFND 17 2,133,323 0 249,151
UNITEDHEALTH GROUP INC COM 91324P102 44,060 205,890 SH   DFND 20 120,447 0 85,443
UNITEDHEALTH GROUP INC COM 91324P102 485,032 2,266,503 SH   DFND 21 1,924,889 0 341,614
UNITEDHEALTH GROUP INC COM 91324P102 1,008 4,709 SH   DFND 24 4,709 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 15,429 72,100 SH Call DFND 4 72,100 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 98,889 462,100 SH Put DFND 4 462,100 0 0
UNIVAR INC COM 91336L107 333 12,005 SH   DFND 17 0 0 12,005
UNIVERSAL CORP VA COM 913456109 18,413 379,659 SH   DFND 17 379,659 0 0
UNIVERSAL CORP VA COM 913456109 292 6,018 SH   DFND 21 869 0 5,149
UNIVERSAL FST PRODS INC COM 913543104 32,619 1,005,198 SH   DFND 17 1,005,198 0 0
UNIVERSAL FST PRODS INC COM 913543104 4,556 140,415 SH   DFND 21 89,292 0 51,123
UNIVERSAL INS HLDGS INC COM 91359V107 6,994 219,249 SH   DFND 17 106,562 0 112,687
UNIVERSAL INS HLDGS INC COM 91359V107 15,754 493,858 SH   DFND 21 493,858 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,108 40,283 SH   DFND 17 35,859 0 4,424
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 928 43,875 SH   DFND 17 21,690 0 22,185
UNIVERSAL HLTH SVCS INC CL B 913903100 12,426 104,944 SH   DFND 17 104,944 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 29 243 SH   DFND 20 243 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 166 1,405 SH   DFND 21 1,405 0 0
UNUM GROUP COM 91529Y106 24,529 515,202 SH   DFND 17 515,202 0 0
UNUM GROUP COM 91529Y106 903 18,960 SH   DFND 20 18,960 0 0
UNUM GROUP COM 91529Y106 26,197 550,246 SH   DFND 21 469,889 0 80,357
UPLAND SOFTWARE INC COM 91544A109 4,333 150,500 SH   DFND 17 145,406 0 5,094
URBAN OUTFITTERS INC COM 917047102 265 7,174 SH   DFND 21 7,174 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 227 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 675 6,825 SH   DFND 17 6,825 0 0
V F CORP COM 918204108 1,981 26,730 SH   DFND 4 26,730 0 0
V F CORP COM 918204108 121,149 1,634,493 SH   DFND 17 1,623,022 0 11,471
V F CORP COM 918204108 1,186 16,005 SH   DFND 21 16,005 0 0
V F CORP CALL 918204908 875 11,800 SH Call DFND 4 11,800 0 0
V F CORP PUT 918204958 12,771 172,300 SH Put DFND 4 172,300 0 0
VEON LTD SPONSORED ADR 91822M106 3,122 1,182,713 SH   DFND 17 134,773 0 1,047,940
VEON LTD SPONSORED ADR 91822M106 156 59,274 SH   DFND 21 59,274 0 0
VAIL RESORTS INC COM 91879Q109 1,072 4,834 SH   DFND 17 3,871 0 963
VAIL RESORTS INC COM 91879Q109 64 288 SH   DFND 20 288 0 0
VAIL RESORTS INC COM 91879Q109 16,797 75,763 SH   DFND 21 59,889 0 15,874
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,073 67,459 SH   DFND 21 67,459 0 0
VALE S A ADR 91912E105 3,658 287,600 SH   DFND 17 287,600 0 0
VALE S A ADR 91912E105 2,525 198,519 SH   DFND 21 198,519 0 0
VALE S A ADR 91912E105 445 35,000 SH   DFND 24 35,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,526 16,452 SH   DFND 4 16,452 0 0
VALERO ENERGY CORP NEW COM 91913Y100 143,859 1,550,707 SH   DFND 17 1,402,785 0 147,922
VALERO ENERGY CORP NEW COM 91913Y100 1,817 19,584 SH   DFND 20 19,584 0 0
VALERO ENERGY CORP NEW COM 91913Y100 159,858 1,723,166 SH   DFND 21 1,319,341 0 403,825
VALERO ENERGY CORP NEW COM 91913Y100 891 9,600 SH   DFND 24 9,600 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 1,828 19,700 SH Call DFND 4 19,700 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 19,547 210,700 SH Put DFND 4 210,700 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 193 5,439 SH   DFND 4 5,439 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 12,648 356,997 SH   DFND 17 356,997 0 0
VALLEY NATL BANCORP COM 919794107 357 28,663 SH   DFND 20 28,663 0 0
VALLEY NATL BANCORP COM 919794107 1,040 83,462 SH   DFND 21 83,462 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,295 136,218 SH   DFND 17 131,787 0 4,431
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 4,323 196,700 SH   DFND 17 196,700 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 673 29,600 SH   DFND 24 29,600 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 6,491 328,617 SH   DFND 17 328,617 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 16,708 845,873 SH   DFND 24 173,000 0 672,873
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1,161 28,000 SH   DFND 24 28,000 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 647 6,200 SH   DFND 24 6,200 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 495 8,000 SH   DFND 24 8,000 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 1,112 14,173 SH   DFND 17 14,173 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 33,860 283,966 SH   DFND 17 283,966 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 50,922 691,587 SH   DFND 25 691,587 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,352 24,859 SH   DFND 17 24,859 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 102,853 2,189,295 SH   DFND 17 2,189,295 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,191 25,350 SH   DFND 24 13,000 0 12,350
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 61,074 1,300,000 SH   DFND 25 0 0 1,300,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 10,172 174,926 SH   DFND 24 63,450 0 111,476
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,750 11,400 SH   DFND 24 11,400 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 1,424 12,739 SH   DFND 17 12,739 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 10,011 194,015 SH   DFND 17 194,015 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 3,862 42,270 SH   DFND 17 42,270 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,279 79,670 SH   DFND 25 79,670 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,720 32,064 SH   DFND 17 32,064 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 38,171 449,921 SH   DFND 25 0 0 449,921
VAREX IMAGING CORP COM 92214X106 346 9,673 SH   DFND 21 9,673 0 0
VARIAN MED SYS INC COM 92220P105 216 1,764 SH   DFND 17 1,764 0 0
VARONIS SYS INC COM 922280102 2,491 41,172 SH   DFND 17 36,072 0 5,100
VECTREN CORP COM 92240G101 3,911 61,188 SH   DFND 17 6,988 0 54,200
VECTREN CORP COM 92240G101 3,285 51,387 SH   DFND 21 15,166 0 36,221
VECTOR GROUP LTD COM 92240M108 392 19,201 SH   DFND 17 19,201 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 15,766 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,897 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 199 11,679 SH   DFND 21 2,906 0 8,773
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 49,091 53,875,000 PRN   DFND 17 53,875,000 0 0
VEEVA SYS INC CL A COM 922475108 16,475 225,623 SH   DFND 17 146,731 0 78,892
VENTAS INC COM 92276F100 236 4,759 SH   DFND 4 4,759 0 0
VENTAS INC COM 92276F100 343 6,927 SH   DFND 17 6,927 0 0
VENTAS INC PUT 92276F950 1,798 36,300 SH Put DFND 4 36,300 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 48 197 SH   DFND 17 197 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,011 20,700 SH   DFND 24 20,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 29,292 121,000 SH   DFND 25 0 0 121,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 1,071 14,185 SH   DFND 17 14,185 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 20,754 275,000 SH   DFND 25 0 0 275,000
VANGUARD INDEX FDS SMALL CP ETF 922908751 24,303 165,419 SH   DFND 25 0 0 165,419
VANGUARD INDEX FDS TOTAL STK MKT 922908769 1,193 8,790 SH   DFND 24 0 0 8,790
VERISIGN INC COM 92343E102 863 7,278 SH   DFND 17 7,278 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 182,264 51,710,000 PRN   DFND 17 48,370,000 0 3,340,000
VERIZON COMMUNICATIONS INC COM 92343V104 20,246 423,376 SH   DFND 4 423,376 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 229,156 4,792,054 SH   DFND 17 4,617,713 0 174,341
VERIZON COMMUNICATIONS INC COM 92343V104 3,687 77,111 SH   DFND 20 77,111 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 189,313 3,958,867 SH   DFND 21 3,070,618 0 888,249
VERIZON COMMUNICATIONS INC CALL 92343V904 11,056 231,200 SH Call DFND 4 231,200 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 82,270 1,720,400 SH Put DFND 4 1,720,400 0 0
VERINT SYS INC COM 92343X100 1,228 28,825 SH   DFND 17 10,525 0 18,300
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 45,845 46,960,000 PRN   DFND 17 46,960,000 0 0
VERITEX HLDGS INC COM 923451108 1,123 40,595 SH   DFND 17 36,137 0 4,458
VERISK ANALYTICS INC COM 92345Y106 55,056 529,387 SH   DFND 17 506,307 0 23,080
VERITONE INC COM 92347M100 1,470 105,570 SH   DFND 17 105,570 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,206 50,348 SH   DFND 4 50,348 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 208,786 1,281,055 SH   DFND 17 1,245,495 0 35,560
VERTEX PHARMACEUTICALS INC COM 92532F100 532 3,262 SH   DFND 21 3,262 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,476 58,140 SH   DFND 24 58,140 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 636 3,900 SH Call DFND 4 3,900 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 20,731 127,200 SH Put DFND 4 127,200 0 0
VERSUM MATLS INC COM 92532W103 30,078 799,299 SH   DFND 17 799,299 0 0
VERSUM MATLS INC COM 92532W103 920 24,459 SH   DFND 21 22,617 0 1,842
VIAD CORP COM NEW 92552R406 1,026 19,570 SH   DFND 17 4,559 0 15,011
VIAD CORP COM NEW 92552R406 995 18,974 SH   DFND 21 6,267 0 12,707
VIACOM INC NEW CL B 92553P201 208 6,698 SH   DFND 17 6,698 0 0
VIACOM INC NEW CL B 92553P201 516 16,618 SH   DFND 21 0 0 16,618
VIAVI SOLUTIONS INC COM 925550105 146 15,045 SH   DFND 17 15,045 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 21,582 21,250,000 PRN   DFND 17 21,250,000 0 0
VICI PPTYS INC COM 925652109 521,813 28,483,238 SH   DFND 4 28,480,165 0 3,073
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 199 11,985 SH   DFND 17 100 0 11,885
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 19,668 1,183,422 SH   DFND 20 1,028,623 0 154,799
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 67,685 63,405,000 PRN   DFND 17 63,405,000 0 0
VIRTU FINL INC CL A 928254101 729 22,091 SH   DFND 17 22,091 0 0
VISA INC COM CL A 92826C839 4,071 34,033 SH   DFND 4 34,033 0 0
VISA INC COM CL A 92826C839 472,313 3,948,445 SH   DFND 17 3,710,873 0 237,572
VISA INC COM CL A 92826C839 39,913 333,667 SH   DFND 20 203,545 0 130,122
VISA INC COM CL A 92826C839 310,586 2,596,436 SH   DFND 21 2,087,707 0 508,729
VISA INC COM CL A 92826C839 1,219 10,191 SH   DFND 24 10,191 0 0
VISA INC CALL 92826C909 14,976 125,200 SH Call DFND 4 125,200 0 0
VISA INC PUT 92826C959 111,091 928,700 SH Put DFND 4 928,700 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 29,254 1,572,783 SH   DFND 17 1,572,783 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6,758 363,315 SH   DFND 21 268,771 0 94,544
VISHAY PRECISION GROUP INC COM 92835K103 46 1,485 SH   DFND 17 1,485 0 0
VISHAY PRECISION GROUP INC COM 92835K103 252 8,081 SH   DFND 21 8,081 0 0
VISTEON CORP COM NEW 92839U206 4,773 43,294 SH   DFND 21 43,294 0 0
VMWARE INC CL A COM 928563402 5,063 41,750 SH   DFND 17 31,780 0 9,970
VMWARE INC CL A COM 928563402 445 3,672 SH   DFND 20 3,672 0 0
VMWARE INC CL A COM 928563402 1,834 15,121 SH   DFND 21 15,121 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 6,285 268,366 SH   DFND 17 238,318 0 30,048
VOCERA COMMUNICATIONS INC COM 92857F107 757 32,309 SH   DFND 21 32,309 0 0
VORNADO RLTY TR SH BEN INT 929042109 24,608 365,641 SH   DFND 4 365,641 0 0
VORNADO RLTY TR SH BEN INT 929042109 225 3,345 SH   DFND 17 3,345 0 0
VOYA FINL INC COM 929089100 18,438 365,117 SH   DFND 17 65,846 0 299,271
VOYA FINL INC COM 929089100 353 6,990 SH   DFND 20 6,990 0 0
VOYA FINL INC COM 929089100 9,892 195,880 SH   DFND 21 181,517 0 14,363
VULCAN MATLS CO COM 929160109 8,523 74,654 SH   DFND 4 74,654 0 0
VULCAN MATLS CO COM 929160109 42,846 375,286 SH   DFND 17 308,769 0 66,517
WD-40 CO COM 929236107 234 1,780 SH   DFND 17 1,780 0 0
WGL HLDGS INC COM 92924F106 643 7,687 SH   DFND 17 7,687 0 0
WGL HLDGS INC COM 92924F106 17,110 204,546 SH   DFND 21 204,546 0 0
WABCO HLDGS INC COM 92927K102 1,632 12,193 SH   DFND 17 12,193 0 0
WABCO HLDGS INC COM 92927K102 9,741 72,766 SH   DFND 21 72,766 0 0
WSFS FINL CORP COM 929328102 1,298 27,093 SH   DFND 17 3,103 0 23,990
WNS HOLDINGS LTD SPON ADR 92932M101 1,230 27,135 SH   DFND 17 18,735 0 8,400
WNS HOLDINGS LTD SPON ADR 92932M101 70 1,552 SH   DFND 20 1,552 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,593 57,203 SH   DFND 21 54,847 0 2,356
W P CAREY INC COM 92936U109 637 10,280 SH   DFND 17 10,280 0 0
W P CAREY INC COM 92936U109 3,741 60,343 SH   DFND 21 60,343 0 0
WEC ENERGY GROUP INC COM 92939U106 6,175 98,482 SH   DFND 17 98,482 0 0
WEC ENERGY GROUP INC COM 92939U106 12,844 204,850 SH   DFND 21 204,850 0 0
WEC ENERGY GROUP INC PUT 92939U956 502 8,000 SH Put DFND 4 8,000 0 0
WABASH NATL CORP COM 929566107 25,735 1,236,671 SH   DFND 17 1,236,671 0 0
WABASH NATL CORP COM 929566107 1,138 54,706 SH   DFND 21 15,071 0 39,635
WABTEC CORP COM 929740108 91,335 1,122,047 SH   DFND 21 1,088,790 0 33,257
WABTEC CORP COM 929740108 724 8,900 SH   DFND 24 8,900 0 0
WADDELL & REED FINL INC CL A 930059100 2,897 143,362 SH   DFND 21 111,466 0 31,896
WALMART INC COM 931142103 147,534 1,658,249 SH   DFND 17 1,638,260 0 19,989
WALMART INC COM 931142103 1,699 19,093 SH   DFND 20 19,093 0 0
WALMART INC COM 931142103 128,792 1,447,589 SH   DFND 21 957,237 0 490,352
WALMART INC PUT 931142953 6,673 75,000 SH Put DFND 4 75,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,701 87,082 SH   DFND 4 87,082 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 103,153 1,575,579 SH   DFND 17 1,575,579 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,801 149,706 SH   DFND 20 2,517 0 147,189
WALGREENS BOOTS ALLIANCE INC COM 931427108 64,042 978,195 SH   DFND 21 876,459 0 101,736
WALGREENS BOOTS ALLIANCE INC CALL 931427908 2,331 35,600 SH Call DFND 4 35,600 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 26,240 400,800 SH Put DFND 4 400,800 0 0
WALKER & DUNLOP INC COM 93148P102 3,336 56,150 SH   DFND 17 23,304 0 32,846
WALKER & DUNLOP INC COM 93148P102 6,555 110,324 SH   DFND 21 33,632 0 76,692
WARRIOR MET COAL INC COM 93627C101 3,982 142,172 SH   DFND 21 6,040 0 136,132
WASHINGTON FED INC COM 938824109 29,208 844,158 SH   DFND 17 844,158 0 0
WASHINGTON FED INC COM 938824109 686 19,825 SH   DFND 21 0 0 19,825
WASTE CONNECTIONS INC COM 94106B101 11,907 166,065 SH   DFND 17 134,770 0 31,295
WASTE MGMT INC DEL COM 94106L109 813 9,669 SH   DFND 4 9,669 0 0
WASTE MGMT INC DEL COM 94106L109 29,996 356,588 SH   DFND 17 353,162 0 3,426
WASTE MGMT INC DEL COM 94106L109 1,655 19,676 SH   DFND 20 19,676 0 0
WASTE MGMT INC DEL COM 94106L109 96,577 1,148,084 SH   DFND 21 924,651 0 223,433
WASTE MGMT INC DEL CALL 94106L909 1,632 19,400 SH Call DFND 4 19,400 0 0
WASTE MGMT INC DEL PUT 94106L959 14,485 172,200 SH Put DFND 4 172,200 0 0
WATERS CORP COM 941848103 2,539 12,780 SH   DFND 17 11,480 0 1,300
WATERS CORP COM 941848103 576 2,898 SH   DFND 21 2,766 0 132
WATSCO INC COM 942622200 964 5,329 SH   DFND 17 5,329 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 282 3,630 SH   DFND 21 645 0 2,985
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 46,791 49,280,000 PRN   DFND 17 49,280,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 50,580 56,200,000 PRN   DFND 17 56,200,000 0 0
WEB COM GROUP INC COM 94733A104 438 24,215 SH   DFND 17 0 0 24,215
WEIBO CORP SPONSORED ADR 948596101 485 4,058 SH   DFND 17 3,727 0 331
WEIBO CORP SPONSORED ADR 948596101 956 8,000 SH   DFND 24 8,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 380 5,963 SH   DFND 17 5,963 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,438 22,572 SH   DFND 21 20,693 0 1,879
WEIS MKTS INC COM 948849104 293 7,160 SH   DFND 17 7,160 0 0
WEIS MKTS INC COM 948849104 2,429 59,266 SH   DFND 21 28,660 0 30,606
WELLCARE HEALTH PLANS INC COM 94946T106 24,308 125,536 SH   DFND 17 62,206 0 63,330
WELLCARE HEALTH PLANS INC COM 94946T106 407 2,103 SH   DFND 20 2,103 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 14,026 72,435 SH   DFND 21 62,109 0 10,326
ANTHEM INC NOTE 2.750%10/1 94973VBG1 127,180 41,805,000 PRN   DFND 17 38,670,000 0 3,135,000
WELLS FARGO CO NEW COM 949746101 157,339 3,002,079 SH   DFND 4 3,002,079 0 0
WELLS FARGO CO NEW COM 949746101 19,922 380,114 SH   DFND 17 370,578 0 9,536
WELLS FARGO CO NEW COM 949746101 50 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 53,542 1,021,594 SH   DFND 21 939,007 0 82,587
WELLS FARGO CO NEW PERP PFD CNV A 949746804 148,775 115,240 SH   DFND 4 112,440 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 187,031 144,985 SH   DFND 17 139,475 0 5,510
WELLS FARGO CO NEW CALL 949746901 13,103 250,000 SH Call DFND 4 250,000 0 0
WELLS FARGO CO NEW PUT 949746951 114,081 2,176,700 SH Put DFND 4 2,176,700 0 0
WELLTOWER INC COM 95040Q104 20,294 372,851 SH   DFND 4 372,851 0 0
WELLTOWER INC COM 95040Q104 558 10,255 SH   DFND 17 10,255 0 0
WELLTOWER INC CALL 95040Q904 789 14,500 SH Call DFND 4 14,500 0 0
WELLTOWER INC PUT 95040Q954 5,710 104,900 SH Put DFND 4 104,900 0 0
WENDYS CO COM 95058W100 284 16,170 SH   DFND 21 16,170 0 0
WERNER ENTERPRISES INC COM 950755108 377 10,320 SH   DFND 17 10,320 0 0
WERNER ENTERPRISES INC COM 950755108 2,204 60,391 SH   DFND 21 39,336 0 21,055
WESBANCO INC COM 950810101 11,852 280,181 SH   DFND 17 280,181 0 0
WESCO INTL INC COM 95082P105 17,707 285,368 SH   DFND 17 285,368 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,606 97,472 SH   DFND 17 66,805 0 30,667
WESTAR ENERGY INC COM 95709T100 508 9,658 SH   DFND 17 9,658 0 0
WESTAR ENERGY INC COM 95709T100 210 3,991 SH   DFND 21 3,991 0 0
WESTERN ALLIANCE BANCORP COM 957638109 18,163 312,555 SH   DFND 17 185,211 0 127,344
WESTERN ASSET MTG CAP CORP COM 95790D105 653 67,430 SH   DFND 17 30,716 0 36,714
WESTERN ASSET MTG CAP CORP COM 95790D105 78 8,004 SH   DFND 20 8,004 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 918 94,736 SH   DFND 21 87,250 0 7,486
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 14,980 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 480 5,200 SH   DFND 4 5,200 0 0
WESTERN DIGITAL CORP COM 958102105 8,381 90,834 SH   DFND 17 90,834 0 0
WESTERN DIGITAL CORP COM 958102105 268 2,908 SH   DFND 20 2,908 0 0
WESTERN DIGITAL CORP COM 958102105 31,319 339,424 SH   DFND 21 288,691 0 50,733
WESTERN DIGITAL CORP CALL 958102905 1,928 20,900 SH Call DFND 4 20,900 0 0
WESTERN DIGITAL CORP PUT 958102955 16,784 181,900 SH Put DFND 4 181,900 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 1,407 32,970 SH   DFND 4 32,970 0 0
WESTERN UN CO COM 959802109 170 8,841 SH   DFND 17 8,841 0 0
WESTERN UN CO COM 959802109 831 43,194 SH   DFND 21 24,210 0 18,984
WESTLAKE CHEM CORP COM 960413102 241 2,165 SH   DFND 17 2,165 0 0
WESTLAKE CHEM CORP COM 960413102 268 2,414 SH   DFND 20 2,414 0 0
WESTLAKE CHEM CORP COM 960413102 21,030 189,204 SH   DFND 21 97,293 0 91,911
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 545 246,318 SH   DFND 17 219,217 0 27,101
WESTROCK CO COM 96145D105 312 4,860 SH   DFND 17 4,860 0 0
WESTROCK CO COM 96145D105 2,538 39,551 SH   DFND 21 17,184 0 22,367
WEYERHAEUSER CO COM 962166104 11,287 322,488 SH   DFND 4 322,488 0 0
WEYERHAEUSER CO COM 962166104 11,445 326,986 SH   DFND 17 326,986 0 0
WEYERHAEUSER CO CALL 962166904 1,124 32,100 SH Call DFND 4 32,100 0 0
WEYERHAEUSER CO PUT 962166954 12,698 362,800 SH Put DFND 4 362,800 0 0
WHIRLPOOL CORP COM 963320106 206 1,348 SH   DFND 17 1,348 0 0
WHIRLPOOL CORP COM 963320106 3,079 20,107 SH   DFND 21 6,278 0 13,829
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,455 17,505,000 PRN   DFND 17 17,505,000 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 12,672 663,810 SH   DFND 17 469,518 0 194,292
WILEY JOHN & SONS INC CL A 968223206 109 1,710 SH   DFND 17 1,710 0 0
WILEY JOHN & SONS INC CL A 968223206 151 2,378 SH   DFND 21 0 0 2,378
WILLDAN GROUP INC COM 96924N100 1,166 41,127 SH   DFND 17 5,036 0 36,091
WILLIAMS COS INC DEL COM 969457100 42,693 1,717,325 SH   DFND 4 1,660,525 0 56,800
WILLIAMS COS INC DEL COM 969457100 384 15,435 SH   DFND 17 15,435 0 0
WILLIAMS COS INC DEL COM 969457100 880 35,403 SH   DFND 21 20,415 0 14,988
WILLIAMS COS INC DEL CALL 969457900 1,203 48,400 SH Call DFND 4 48,400 0 0
WILLIAMS COS INC DEL PUT 969457950 7,533 303,000 SH Put DFND 4 303,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 3,762 109,267 SH   DFND 4 109,267 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 193 5,617 SH   DFND 21 5,617 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 624 120,942 SH   DFND 17 76,742 0 44,200
WIPRO LTD SPON ADR 1 SH 97651M109 1,317 255,156 SH   DFND 21 216,190 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,712 84,130 SH   DFND 24 84,130 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 629 9,000 SH   DFND 24 9,000 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,688 42,860 SH   DFND 24 42,860 0 0
WOODWARD INC COM 980745103 444 6,196 SH   DFND 21 1,489 0 4,707
WOODWARD INC COM 980745103 7,438 103,800 SH   DFND 24 103,800 0 0
WORKDAY INC CL A 98138H101 138,812 1,092,060 SH   DFND 17 937,435 0 154,625
WORKDAY INC CL A 98138H101 88 695 SH   DFND 21 695 0 0
WORLD ACCEP CORP DEL COM 981419104 485 4,608 SH   DFND 17 4,608 0 0
WORLD ACCEP CORP DEL COM 981419104 2,068 19,640 SH   DFND 21 17,700 0 1,940
WORLD FUEL SVCS CORP COM 981475106 8,427 343,252 SH   DFND 17 343,252 0 0
WORLDPAY INC CL A 981558109 21,629 263,001 SH   DFND 17 225,143 0 37,858
WORTHINGTON INDS INC COM 981811102 118 2,740 SH   DFND 17 2,740 0 0
WORTHINGTON INDS INC COM 981811102 477 11,108 SH   DFND 21 0 0 11,108
WPX ENERGY INC COM 98212B103 5,116 346,144 SH   DFND 17 346,144 0 0
WPX ENERGY INC COM 98212B103 532 36,000 SH   DFND 24 36,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 44,360 706,595 SH   DFND 17 612,425 0 94,170
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 75,982 75,990,000 PRN   DFND 17 75,990,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 178 1,557 SH   DFND 4 1,557 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,678 14,665 SH   DFND 17 14,665 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 13,037 113,932 SH   DFND 21 111,398 0 2,534
WYNN RESORTS LTD COM 983134107 7,798 42,764 SH   DFND 17 18,784 0 23,980
WYNN RESORTS LTD COM 983134107 2,617 14,351 SH   DFND 21 13,322 0 1,029
XPO LOGISTICS INC COM 983793100 29,852 293,211 SH   DFND 17 219,367 0 73,844
XPO LOGISTICS INC COM 983793100 1,991 19,557 SH   DFND 21 2,497 0 17,060
XCEL ENERGY INC COM 98389B100 9,069 199,409 SH   DFND 17 67,209 0 132,200
XCEL ENERGY INC COM 98389B100 2,060 45,298 SH   DFND 21 45,298 0 0
XCEL ENERGY INC CALL 98389B900 518 11,400 SH Call DFND 4 11,400 0 0
XCEL ENERGY INC PUT 98389B950 6,854 150,700 SH Put DFND 4 150,700 0 0
XILINX INC COM 983919101 41,712 577,403 SH   DFND 17 577,403 0 0
XILINX INC COM 983919101 1,481 20,500 SH   DFND 21 20,500 0 0
XCERRA CORP COM 98400J108 400 34,327 SH   DFND 17 34,327 0 0
XCERRA CORP COM 98400J108 1,423 122,116 SH   DFND 21 111,446 0 10,670
XENIA HOTELS & RESORTS INC COM 984017103 238 12,092 SH   DFND 17 12,092 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,150 58,332 SH   DFND 21 54,698 0 3,634
XEROX CORP COM NEW 984121608 7,626 264,974 SH   DFND 17 264,974 0 0
XEROX CORP COM NEW 984121608 318 11,046 SH   DFND 20 11,046 0 0
XEROX CORP COM NEW 984121608 9,060 314,819 SH   DFND 21 138,410 0 176,409
XOMA CORP DEL COM NEW 98419J206 248 12,245 SH   DFND 17 1,045 0 11,200
XYLEM INC COM 98419M100 101,848 1,324,082 SH   DFND 17 1,221,596 0 102,486
XYLEM INC COM 98419M100 9,419 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 34,772 452,048 SH   DFND 21 319,070 0 132,978
XYLEM INC COM 98419M100 15,599 202,800 SH   DFND 24 202,800 0 0
YY INC ADS REPCOM CLA 98426T106 415 3,948 SH   DFND 17 3,948 0 0
YY INC ADS REPCOM CLA 98426T106 21,360 203,040 SH   DFND 20 141,891 0 61,149
YY INC ADS REPCOM CLA 98426T106 6,316 60,036 SH   DFND 21 55,522 0 4,514
YY INC ADS REPCOM CLA 98426T106 1,246 11,840 SH   DFND 25 11,840 0 0
YAHOO INC NOTE 12/0 984332AF3 156,216 112,315,000 PRN   DFND 17 105,165,000 0 7,150,000
YAMANA GOLD INC COM 98462Y100 1,176 425,913 SH   DFND 21 331,497 0 94,416
YELP INC CL A 985817105 106,978 2,562,346 SH   DFND 17 2,470,001 0 92,345
YUM BRANDS INC COM 988498101 236 2,773 SH   DFND 4 2,773 0 0
YUM BRANDS INC COM 988498101 1,797 21,110 SH   DFND 17 21,110 0 0
YUM BRANDS INC COM 988498101 1,022 12,000 SH   DFND 24 12,000 0 0
YUM BRANDS INC CALL 988498901 1,626 19,100 SH Call DFND 4 19,100 0 0
YUM BRANDS INC PUT 988498951 16,302 191,500 SH Put DFND 4 191,500 0 0
YUM CHINA HLDGS INC COM 98850P109 3,741 90,147 SH   DFND 17 79,447 0 10,700
YUM CHINA HLDGS INC COM 98850P109 13,828 333,215 SH   DFND 20 262,228 0 70,987
YUM CHINA HLDGS INC COM 98850P109 501 12,076 SH   DFND 21 12,076 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 394 2,833 SH   DFND 17 2,833 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 290 2,087 SH   DFND 20 2,087 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,068 14,859 SH   DFND 21 14,023 0 836
ZENDESK INC COM 98936J101 29,331 612,727 SH   DFND 17 612,727 0 0
ZENDESK INC COM 98936J101 151 3,149 SH   DFND 21 3,149 0 0
ZILLOW GROUP INC CL A 98954M101 305 5,650 SH   DFND 17 100 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 368 6,840 SH   DFND 17 200 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 79,834 65,775,000 PRN   DFND 17 61,885,000 0 3,890,000
ZIMMER BIOMET HLDGS INC COM 98956P102 1,971 18,077 SH   DFND 4 18,077 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 9,682 88,791 SH   DFND 17 88,791 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 590 5,408 SH   DFND 21 5,408 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 1,036 9,500 SH Call DFND 4 9,500 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 9,770 89,600 SH Put DFND 4 89,600 0 0
ZIONS BANCORPORATION COM 989701107 408 7,742 SH   DFND 17 7,742 0 0
ZIONS BANCORPORATION COM 989701107 529 10,025 SH   DFND 21 10,025 0 0
ZOGENIX INC COM NEW 98978L204 1,720 42,940 SH   DFND 17 42,940 0 0
ZOETIS INC CL A 98978V103 105,156 1,259,201 SH   DFND 17 1,007,368 0 251,833
ZOETIS INC CL A 98978V103 911 10,913 SH   DFND 20 10,913 0 0
ZOETIS INC CL A 98978V103 18,539 221,993 SH   DFND 21 155,311 0 66,682
ZOETIS INC CL A 98978V103 4,677 56,000 SH   DFND 24 56,000 0 0
ZOETIS INC CALL 98978V903 1,211 14,500 SH Call DFND 4 14,500 0 0
ZOETIS INC PUT 98978V953 19,750 236,500 SH Put DFND 4 236,500 0 0
ZYNGA INC CL A 98986T108 12,262 3,350,137 SH   DFND 17 2,565,133 0 785,004
EURONAV NV ANTWERPEN SHS B38564108 908 109,622 SH   DFND 17 28,019 0 81,603
EURONAV NV ANTWERPEN SHS B38564108 601 72,523 SH   DFND 21 72,523 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26,720 1,908,802 SH   DFND 21 1,106,783 0 802,019
AIRCASTLE LTD COM G0129K104 6,216 312,984 SH   DFND 17 125,084 0 187,900
AIRCASTLE LTD COM G0129K104 2,658 133,835 SH   DFND 21 90,978 0 42,857
ALKERMES PLC SHS G01767105 7,470 128,875 SH   DFND 17 128,875 0 0
ALKERMES PLC SHS G01767105 3,240 55,900 SH   DFND 24 55,900 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 155 1,815 SH   DFND 17 1,815 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 173 2,030 SH   DFND 21 2,030 0 0
ALLERGAN PLC SHS G0177J108 5,533 32,875 SH   DFND 4 32,875 0 0
ALLERGAN PLC SHS G0177J108 127,857 759,744 SH   DFND 17 759,744 0 0
ALLERGAN PLC SHS G0177J108 35,220 209,281 SH   DFND 21 194,327 0 14,954
ALLERGAN PLC CALL G0177J908 2,322 13,800 SH Call DFND 4 13,800 0 0
ALLERGAN PLC PUT G0177J958 37,613 223,500 SH Put DFND 4 223,500 0 0
AMDOCS LTD SHS G02602103 17,765 266,263 SH   DFND 17 261,827 0 4,436
AMDOCS LTD SHS G02602103 108 1,616 SH   DFND 20 1,616 0 0
AMDOCS LTD SHS G02602103 43,746 655,662 SH   DFND 21 552,721 0 102,941
AON PLC SHS CL A G0408V102 9,945 70,870 SH   DFND 17 70,870 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 96 1,666 SH   DFND 17 1,666 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,982 34,533 SH   DFND 21 34,533 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 920 20,515 SH   DFND 17 11,786 0 8,729
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,658 170,741 SH   DFND 21 161,243 0 9,498
ARRIS INTL INC SHS G0551A103 637 23,960 SH   DFND 21 23,960 0 0
ASSURED GUARANTY LTD COM G0585R106 464 12,823 SH   DFND 21 12,823 0 0
ATLASSIAN CORP PLC CL A G06242104 6,870 127,410 SH   DFND 17 121,910 0 5,500
ATHENE HLDG LTD CL A G0684D107 7,464 156,118 SH   DFND 17 144,440 0 11,678
ATHENE HLDG LTD CL A G0684D107 733 15,332 SH   DFND 20 15,332 0 0
ATHENE HLDG LTD CL A G0684D107 34,509 721,794 SH   DFND 21 638,732 0 83,062
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 206 3,572 SH   DFND 17 3,572 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,775 169,799 SH   DFND 21 164,812 0 4,987
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,007 91,058 SH   DFND 17 10,400 0 80,658
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 285 6,471 SH   DFND 20 6,471 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,766 62,874 SH   DFND 21 47,639 0 15,235
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 46,477 302,779 SH   DFND 17 242,583 0 60,196
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,701 89,260 SH   DFND 20 7,900 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 123,294 803,220 SH   DFND 21 669,933 0 133,287
MIMECAST LTD ORD SHS G14838109 629 17,740 SH   DFND 17 17,740 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 14,353 910,724 SH   DFND 17 910,724 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 148 9,373 SH   DFND 20 9,373 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 1,380 87,532 SH   DFND 21 56,517 0 31,015
BUNGE LIMITED COM G16962105 4,027 54,465 SH   DFND 17 51,541 0 2,924
BUNGE LIMITED COM G16962105 19,293 260,934 SH   DFND 21 260,934 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,644 73,681 SH   DFND 21 0 0 73,681
CHINA YUCHAI INTL LTD COM G21082105 471 22,262 SH   DFND 17 22,262 0 0
CHINA YUCHAI INTL LTD COM G21082105 1,970 93,048 SH   DFND 21 87,826 0 5,222
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 682 8,425 SH   DFND 17 8,425 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 781 9,641 SH   DFND 21 9,641 0 0
CREDICORP LTD COM G2519Y108 33,342 146,856 SH   DFND 17 131,456 0 15,400
COSAN LTD SHS A G25343107 1,314 126,443 SH   DFND 17 126,443 0 0
COSAN LTD SHS A G25343107 4,840 465,810 SH   DFND 21 465,810 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 21,757 522,246 SH   DFND 17 522,246 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 194 4,659 SH   DFND 20 4,659 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,535 156,868 SH   DFND 21 20,772 0 136,096
DELPHI TECHNOLOGIES PLC SHS G2709G107 12,782 268,255 SH   DFND 17 190,194 0 78,061
DELPHI TECHNOLOGIES PLC SHS G2709G107 503 10,546 SH   DFND 21 10,546 0 0
EATON CORP PLC SHS G29183103 129,615 1,622,017 SH   DFND 17 1,610,481 0 11,536
EATON CORP PLC SHS G29183103 30,623 383,220 SH   DFND 21 221,233 0 161,987
ESSENT GROUP LTD COM G3198U102 17,905 420,693 SH   DFND 17 276,314 0 144,379
ESSENT GROUP LTD COM G3198U102 461 10,841 SH   DFND 20 10,841 0 0
ESSENT GROUP LTD COM G3198U102 12,152 285,529 SH   DFND 21 219,678 0 65,851
EVEREST RE GROUP LTD COM G3223R108 31,232 121,609 SH   DFND 17 91,053 0 30,556
EVEREST RE GROUP LTD COM G3223R108 1,038 4,043 SH   DFND 20 4,043 0 0
EVEREST RE GROUP LTD COM G3223R108 90,183 351,153 SH   DFND 21 236,981 0 114,172
FABRINET SHS G3323L100 75 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 560 17,836 SH   DFND 21 17,836 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,328 51,450 SH   DFND 17 31,799 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,824 62,412 SH   DFND 21 39,195 0 23,217
FRONTLINE LTD SHS NEW G3682E192 198 44,602 SH   DFND 17 44,602 0 0
GENPACT LIMITED SHS G3922B107 33,631 1,051,290 SH   DFND 17 1,051,290 0 0
GENPACT LIMITED SHS G3922B107 506 15,821 SH   DFND 20 15,821 0 0
GENPACT LIMITED SHS G3922B107 7,893 246,726 SH   DFND 21 246,726 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 5,197 157,068 SH   DFND 21 83,187 0 73,881
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 391 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 368 14,894 SH   DFND 21 14,894 0 0
ICON PLC SHS G4705A100 83 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 8,693 73,582 SH   DFND 21 73,582 0 0
ICHOR HOLDINGS SHS G4740B105 1,740 71,862 SH   DFND 21 51,634 0 20,228
IHS MARKIT LTD SHS G47567105 337 6,983 SH   DFND 17 6,983 0 0
INGERSOLL-RAND PLC SHS G47791101 16,036 187,537 SH   DFND 17 187,537 0 0
INGERSOLL-RAND PLC SHS G47791101 400 4,675 SH   DFND 20 4,675 0 0
INGERSOLL-RAND PLC SHS G47791101 10,119 118,332 SH   DFND 21 66,493 0 51,839
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 68 2,536 SH   DFND 20 2,536 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 9,263 346,540 SH   DFND 21 296,050 0 50,490
INVESCO LTD SHS G491BT108 16,653 520,244 SH   DFND 17 520,244 0 0
INVESCO LTD SHS G491BT108 222 6,940 SH   DFND 20 6,940 0 0
INVESCO LTD SHS G491BT108 1,921 60,021 SH   DFND 21 47,535 0 12,486
JAMES RIV GROUP LTD COM G5005R107 2,187 61,656 SH   DFND 17 7,189 0 54,467
JAMES RIV GROUP LTD COM G5005R107 1,531 43,173 SH   DFND 21 42,366 0 807
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,339 61,855 SH   DFND 17 61,855 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 367 2,433 SH   DFND 20 2,433 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,433 16,113 SH   DFND 21 16,113 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,726 31,300 SH   DFND 24 31,300 0 0
JOHNSON CTLS INTL PLC SHS G51502105 77,020 2,185,585 SH   DFND 17 2,185,585 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,723 48,882 SH   DFND 21 0 0 48,882
LAZARD LTD SHS A G54050102 2,596 49,400 SH   DFND 17 49,400 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 308 10,125 SH   DFND 21 10,125 0 0
LIVANOVA PLC SHS G5509L101 1,035 11,690 SH   DFND 17 11,690 0 0
LIVANOVA PLC SHS G5509L101 8,316 93,964 SH   DFND 21 4,207 0 89,757
LUXOFT HLDG INC ORD SHS CL A G57279104 25,734 628,430 SH   DFND 21 616,905 0 11,525
MALLINCKRODT PUB LTD CO SHS G5785G107 1,215 83,878 SH   DFND 17 11,541 0 72,337
MALLINCKRODT PUB LTD CO SHS G5785G107 498 34,405 SH   DFND 21 14,793 0 19,612
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 37,911 1,805,271 SH   DFND 17 1,370,966 0 434,305
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 918 43,726 SH   DFND 20 43,726 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 15,953 759,643 SH   DFND 21 759,643 0 0
MARVELL TECHNOLOGY GROUP LTD PUT G5876H955 2,835 135,000 SH Put DFND 21 135,000 0 0
MEDTRONIC PLC SHS G5960L103 147,929 1,844,036 SH   DFND 17 1,735,899 0 108,137
MEDTRONIC PLC SHS G5960L103 83 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 60,898 759,142 SH   DFND 21 597,959 0 161,183
MICHAEL KORS HLDGS LTD SHS G60754101 384 6,184 SH   DFND 17 6,184 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 407 6,563 SH   DFND 20 6,563 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,909 62,965 SH   DFND 21 19,026 0 43,939
APTIV PLC SHS G6095L109 23,123 272,129 SH   DFND 17 215,211 0 56,918
APTIV PLC SHS G6095L109 721 8,487 SH   DFND 21 8,487 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 347 22,479 SH   DFND 17 2,889 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 608 39,336 SH   DFND 21 14,161 0 25,175
NABORS INDUSTRIES LTD SHS G6359F103 176 25,183 SH   DFND 21 25,183 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 207 6,517 SH   DFND 17 6,517 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,397 264,147 SH   DFND 20 0 0 264,147
NIELSEN HLDGS PLC SHS EUR G6518L108 39,440 1,240,641 SH   DFND 21 1,182,194 0 58,447
NOMAD FOODS LTD USD ORD SHS G6564A105 3,920 249,070 SH   DFND 17 225,893 0 23,177
NOMAD FOODS LTD USD ORD SHS G6564A105 188 11,968 SH   DFND 20 11,968 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 18,022 1,144,958 SH   DFND 21 924,133 0 220,825
NORDIC AMERICAN TANKERS LIMI COM G65773106 33 16,890 SH   DFND 17 16,890 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 215 4,058 SH   DFND 17 4,058 0 0
NOVOCURE LTD ORD SHS G6674U108 19,751 906,025 SH   DFND 17 597,040 0 308,985
NOVOCURE LTD ORD SHS G6674U108 480 22,000 SH   DFND 20 22,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,612 78,807 SH   DFND 17 61,012 0 17,795
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,515 25,882 SH   DFND 21 17,136 0 8,746
PENTAIR PLC SHS G7S00T104 216 3,172 SH   DFND 17 3,172 0 0
PENTAIR PLC SHS G7S00T104 161 2,370 SH   DFND 21 581 0 1,789
PENTAIR PLC SHS G7S00T104 7,426 109,000 SH   DFND 24 109,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 703 49,169 SH   DFND 17 11,797 0 37,372
SHIP FINANCE INTERNATIONAL L SHS G81075106 216 15,092 SH   DFND 21 7,155 0 7,937
SIGNET JEWELERS LIMITED SHS G81276100 817 21,200 SH   DFND 21 19,644 0 1,556
SINA CORP ORD G81477104 351 3,370 SH   DFND 17 100 0 3,270
SINA CORP ORD G81477104 1,151 11,040 SH   DFND 21 9,495 0 1,545
SMART GLOBAL HLDGS INC SHS G8232Y101 310 6,221 SH   DFND 17 6,221 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 1,769 35,484 SH   DFND 21 33,488 0 1,996
STERIS PLC SHS USD G84720104 11,931 127,800 SH   DFND 17 127,800 0 0
STERIS PLC SHS USD G84720104 967 10,358 SH   DFND 21 10,358 0 0
TECHNIPFMC PLC COM G87110105 241 8,173 SH   DFND 17 8,173 0 0
TECHNIPFMC PLC COM G87110105 17,021 577,974 SH   DFND 21 243,180 0 334,794
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 142 8,389 SH   DFND 17 8,389 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 420 24,786 SH   DFND 21 24,786 0 0
THIRD PT REINS LTD COM G8827U100 833 59,695 SH   DFND 17 59,695 0 0
THIRD PT REINS LTD COM G8827U100 2,061 147,717 SH   DFND 21 0 0 147,717
TORM PLC SHS CL A G89479102 284 38,547 SH   DFND 21 38,547 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,918 117,400 SH   DFND 17 117,400 0 0
TRITON INTL LTD CL A G9078F107 3,749 122,506 SH   DFND 17 112,750 0 9,756
TRITON INTL LTD CL A G9078F107 80 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 13,149 429,720 SH   DFND 21 371,703 0 58,017
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 751 227,452 SH   DFND 17 63,000 0 164,452
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 281 85,144 SH   DFND 21 85,144 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 43,737 648,435 SH   DFND 21 648,435 0 0
VENATOR MATLS PLC SHS G9329Z100 240 13,261 SH   DFND 17 13,261 0 0
VENATOR MATLS PLC SHS G9329Z100 1,060 58,623 SH   DFND 21 54,797 0 3,826
WILLIS TOWERS WATSON PUB LTD SHS G96629103 387 2,543 SH   DFND 17 2,543 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,088 40,000 SH   DFND 21 40,000 0 0
PERRIGO CO PLC SHS G97822103 205 2,462 SH   DFND 17 2,462 0 0
XL GROUP LTD COM G98294104 273 4,941 SH   DFND 17 4,941 0 0
XL GROUP LTD COM G98294104 16,225 293,615 SH   DFND 21 293,615 0 0
CHUBB LIMITED COM H1467J104 34,467 252,010 SH   DFND 17 187,820 0 64,190
CHUBB LIMITED COM H1467J104 4,593 33,579 SH   DFND 21 25,430 0 8,149
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 7,942 173,744 SH   DFND 17 173,744 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,697 59,000 SH   DFND 24 59,000 0 0
GARMIN LTD SHS H2906T109 9,359 158,822 SH   DFND 17 30,780 0 128,042
GARMIN LTD SHS H2906T109 10,097 171,341 SH   DFND 21 171,341 0 0
UBS GROUP AG SHS H42097107 788 44,905 SH   DFND 17 18,105 0 26,800
UBS GROUP AG SHS H42097107 11,008 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 352,996 20,126,700 SH   DFND 21 15,219,790 0 4,906,910
UBS GROUP AG SHS H42097107 656 37,400 SH   DFND 24 37,400 0 0
LOGITECH INTL S A SHS H50430232 364 9,970 SH   DFND 17 1,172 0 8,798
LOGITECH INTL S A SHS H50430232 107 2,933 SH   DFND 20 2,933 0 0
LOGITECH INTL S A SHS H50430232 45,631 1,249,886 SH   DFND 21 903,648 0 346,238
TE CONNECTIVITY LTD REG SHS H84989104 59,671 597,308 SH   DFND 17 571,723 0 25,585
TE CONNECTIVITY LTD REG SHS H84989104 1,404 14,058 SH   DFND 20 14,058 0 0
TE CONNECTIVITY LTD REG SHS H84989104 100,127 1,002,276 SH   DFND 21 855,627 0 146,649
TRANSOCEAN LTD REG SHS H8817H100 1,093 110,361 SH   DFND 17 110,361 0 0
TRANSOCEAN LTD REG SHS H8817H100 357 36,109 SH   DFND 21 36,109 0 0
ADECOAGRO S A COM L00849106 460 61,208 SH   DFND 21 61,208 0 0
INTELSAT S A COM L5140P101 1,828 486,072 SH   DFND 17 486,072 0 0
ORION ENGINEERED CARBONS S A COM L72967109 24,547 905,808 SH   DFND 17 905,808 0 0
ORION ENGINEERED CARBONS S A COM L72967109 101 3,730 SH   DFND 21 3,730 0 0
TRINSEO S A SHS L9340P101 6,347 85,714 SH   DFND 17 20,990 0 64,724
TRINSEO S A SHS L9340P101 150 2,025 SH   DFND 20 2,025 0 0
TRINSEO S A SHS L9340P101 17,358 234,406 SH   DFND 21 199,481 0 34,925
B COMMUNICATIONS LTD SHS M15629104 22 1,705 SH   DFND 17 1,705 0 0
B COMMUNICATIONS LTD SHS M15629104 780 60,461 SH   DFND 21 57,506 0 2,955
CHECK POINT SOFTWARE TECH LT ORD M22465104 175 1,760 SH   DFND 17 1,760 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 817 8,223 SH   DFND 21 8,223 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 98 1,925 SH   DFND 17 1,925 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 130 2,556 SH   DFND 21 2,556 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 281 9,038 SH   DFND 17 9,038 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 1,473 47,378 SH   DFND 21 43,744 0 3,634
KORNIT DIGITAL LTD SHS M6372Q113 1,865 144,573 SH   DFND 17 144,573 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 347 41,264 SH   DFND 17 0 0 41,264
ORBOTECH LTD ORD M75253100 20,808 334,644 SH   DFND 17 203,799 0 130,845
ORBOTECH LTD ORD M75253100 108 1,736 SH   DFND 20 1,736 0 0
ORBOTECH LTD ORD M75253100 1,473 23,695 SH   DFND 21 19,690 0 4,005
AERCAP HOLDINGS NV SHS N00985106 16,379 322,936 SH   DFND 17 169,504 0 153,432
AERCAP HOLDINGS NV SHS N00985106 290 5,716 SH   DFND 20 5,716 0 0
AERCAP HOLDINGS NV SHS N00985106 35,883 707,467 SH   DFND 21 586,821 0 120,646
ASML HOLDING N V N Y REGISTRY SHS N07059210 9,832 49,518 SH   DFND 17 49,518 0 0
CNH INDL N V SHS N20944109 6,426 518,245 SH   DFND 17 518,245 0 0
CNH INDL N V SHS N20944109 32,255 2,601,246 SH   DFND 21 1,168,013 0 1,433,233
CNH INDL N V SHS N20944109 4,340 350,000 SH   DFND 24 350,000 0 0
CORE LABORATORIES N V COM N22717107 7,526 69,545 SH   DFND 17 69,545 0 0
CORE LABORATORIES N V COM N22717107 758 7,000 SH   DFND 24 7,000 0 0
FERRARI N V COM N3167Y103 25,811 214,164 SH   DFND 21 96,244 0 117,920
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 25,997 1,266,912 SH   DFND 17 655,000 0 611,912
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 946 46,100 SH   DFND 20 46,100 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 74,591 3,635,046 SH   DFND 21 2,335,348 0 1,299,698
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 25,932 245,384 SH   DFND 17 184,991 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 215 2,038 SH   DFND 20 2,038 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 81,567 771,827 SH   DFND 21 558,832 0 212,995
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 423 4,000 SH   DFND 24 4,000 0 0
MYLAN N V SHS EURO N59465109 15,925 386,800 SH   DFND 17 386,800 0 0
MYLAN N V SHS EURO N59465109 165 4,003 SH   DFND 20 4,003 0 0
MYLAN N V SHS EURO N59465109 1,674 40,666 SH   DFND 21 39,952 0 714
MYLAN N V SHS EURO N59465109 6,937 168,500 SH   DFND 24 168,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 31,612 270,184 SH   DFND 21 255,928 0 14,256
ORTHOFIX INTL N V COM N6748L102 529 9,007 SH   DFND 17 9,007 0 0
ORTHOFIX INTL N V COM N6748L102 3,474 59,102 SH   DFND 21 56,721 0 2,381
QIAGEN NV SHS NEW N72482123 1,961 60,680 SH   DFND 17 60,680 0 0
QIAGEN NV SHS NEW N72482123 2,755 85,277 SH   DFND 21 85,277 0 0
QIAGEN NV SHS NEW N72482123 1,355 41,925 SH   DFND 24 41,925 0 0
YANDEX N V SHS CLASS A N97284108 35,040 873,960 SH   DFND 17 745,530 0 128,430
YANDEX N V SHS CLASS A N97284108 9,711 242,200 SH   DFND 21 57,400 0 184,800
COPA HOLDINGS SA CL A P31076105 39,218 304,893 SH   DFND 17 271,993 0 32,900
COPA HOLDINGS SA CL A P31076105 228 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 2,313 17,982 SH   DFND 21 17,453 0 529
TRONOX LTD SHS CL A Q9235V101 436 23,670 SH   DFND 17 23,670 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 11,515 97,804 SH   DFND 4 97,804 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 70,500 598,779 SH   DFND 17 472,949 0 125,830
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,106 9,394 SH   DFND 20 9,394 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 33,779 286,893 SH   DFND 21 282,437 0 4,456
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 1,201 10,200 SH Call DFND 4 10,200 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 6,900 58,600 SH Put DFND 4 58,600 0 0
BROADCOM LTD SHS Y09827109 395,237 1,677,222 SH   DFND 17 1,599,318 0 77,904
BROADCOM LTD SHS Y09827109 1,110 4,712 SH   DFND 20 4,712 0 0
BROADCOM LTD SHS Y09827109 45,942 194,958 SH   DFND 21 188,223 0 6,735
BROADCOM LTD CALL Y09827909 25,922 110,000 SH Call DFND 17 110,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,879 1,140,937 SH   DFND 17 128,590 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 98 28,881 SH   DFND 21 28,881 0 0
FLEX LTD ORD Y2573F102 12,125 742,501 SH   DFND 17 648,156 0 94,345
FLEX LTD ORD Y2573F102 1,168 71,526 SH   DFND 21 66,592 0 4,934
INTERNATIONAL SEAWAYS INC COM Y41053102 392 22,252 SH   DFND 21 22,252 0 0
SCORPIO TANKERS INC SHS Y7542C106 973 496,379 SH   DFND 17 296,084 0 200,295
SCORPIO TANKERS INC SHS Y7542C106 835 425,926 SH   DFND 21 425,926 0 0
TEEKAY TANKERS LTD CL A Y8565N102 482 405,299 SH   DFND 17 56,346 0 348,953