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 8,743 182,558 SH   DFND 17 119,071 0 63,487
ACCO BRANDS CORP COM 00081T108 1,367 120,945 SH   DFND 17 107,624 0 13,321
ACCO BRANDS CORP COM 00081T108 63 5,588 SH   DFND 20 5,588 0 0
ACCO BRANDS CORP COM 00081T108 4,285 379,216 SH   DFND 21 264,307 0 114,909
ADT INC COM 00090Q103 137 14,603 SH   DFND 20 14,603 0 0
ADT INC COM 00090Q103 955 101,723 SH   DFND 21 101,723 0 0
AFLAC INC COM 001055102 3,795 80,631 SH   DFND 4 80,631 0 0
AFLAC INC COM 001055102 34,827 739,899 SH   DFND 17 449,353 0 290,546
AFLAC INC COM 001055102 211 4,492 SH   DFND 20 4,492 0 0
AFLAC INC COM 001055102 97,603 2,073,578 SH   DFND 21 1,170,878 0 902,700
AFLAC INC CALL 001055902 1,784 37,900 SH Call DFND 4 37,900 0 0
AFLAC INC PUT 001055952 18,866 400,800 SH Put DFND 4 400,800 0 0
AG MTG INVT TR INC COM 001228105 2,037 112,072 SH   DFND 17 29,972 0 82,100
AG MTG INVT TR INC COM 001228105 76 4,175 SH   DFND 20 4,175 0 0
AG MTG INVT TR INC COM 001228105 2,075 114,140 SH   DFND 21 46,657 0 67,483
AGNC INVT CORP COM 00123Q104 673 36,136 SH   DFND 4 36,136 0 0
AGNC INVT CORP COM 00123Q104 10,483 562,677 SH   DFND 17 203,227 0 359,450
AGNC INVT CORP COM 00123Q104 384 20,606 SH   DFND 20 20,606 0 0
AGNC INVT CORP COM 00123Q104 35,802 1,921,756 SH   DFND 21 639,021 0 1,282,735
AES CORP COM 00130H105 485 34,646 SH   DFND 4 34,646 0 0
AES CORP COM 00130H105 3,045 217,512 SH   DFND 17 217,512 0 0
AES CORP COM 00130H105 10,998 785,536 SH   DFND 21 751,435 0 34,101
AK STL CORP NOTE 5.000%11/1 001546AP5 1,149 1,000,000 PRN   DFND 17 1,000,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,430 133,859 SH   DFND 17 133,859 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 58,195 5,448,969 SH   DFND 20 5,448,969 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 39,424 37,550,000 PRN   DFND 17 34,275,000 0 3,275,000
AMC ENTMT HLDGS INC CL A COM 00165C104 45 2,200 SH   DFND 17 2,200 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 333 16,223 SH   DFND 21 16,223 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,800 67,204 SH   DFND 17 64,994 0 2,210
ANGI HOMESERVICES INC COM CL A 00183L102 770 33,385 SH   DFND 17 0 0 33,385
ARC DOCUMENT SOLUTIONS INC COM 00191G103 52 18,400 SH   DFND 17 18,400 0 0
AT&T INC COM 00206R102 1,864 55,499 SH   DFND 4 55,499 0 0
AT&T INC COM 00206R102 170,026 5,063,314 SH   DFND 17 4,416,128 0 647,186
AT&T INC COM 00206R102 4,552 135,570 SH   DFND 20 135,570 0 0
AT&T INC COM 00206R102 305,149 9,087,234 SH   DFND 21 6,891,652 0 2,195,582
AT&T INC CALL 00206R902 39,927 1,189,000 SH Call DFND 4 1,189,000 0 0
AT&T INC PUT 00206R952 74,329 2,213,500 SH Put DFND 4 2,213,500 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 229 47,413 SH   DFND 17 47,413 0 0
AVX CORP NEW COM 002444107 1,317 72,944 SH   DFND 21 72,944 0 0
AXT INC COM 00246W103 3,564 498,435 SH   DFND 17 482,477 0 15,958
AARONS INC COM PAR $0.50 002535300 77 1,421 SH   DFND 17 1,421 0 0
AARONS INC COM PAR $0.50 002535300 1,145 21,032 SH   DFND 21 0 0 21,032
ABBOTT LABS COM 002824100 5,400 73,608 SH   DFND 4 73,608 0 0
ABBOTT LABS COM 002824100 156,925 2,139,112 SH   DFND 17 2,026,827 0 112,285
ABBOTT LABS COM 002824100 2,390 32,581 SH   DFND 20 32,581 0 0
ABBOTT LABS COM 002824100 124,916 1,702,775 SH   DFND 21 1,260,589 0 442,186
ABBOTT LABS CALL 002824900 3,265 44,500 SH Call DFND 4 44,500 0 0
ABBOTT LABS PUT 002824950 26,776 365,000 SH Put DFND 4 365,000 0 0
ABBVIE INC COM 00287Y109 20,060 212,091 SH   DFND 4 212,091 0 0
ABBVIE INC COM 00287Y109 209,231 2,212,215 SH   DFND 17 2,059,096 0 153,119
ABBVIE INC COM 00287Y109 20,852 220,474 SH   DFND 20 55,235 0 165,239
ABBVIE INC COM 00287Y109 290,516 3,071,642 SH   DFND 21 2,605,739 0 465,903
ABBVIE INC COM 00287Y109 861 9,100 SH   DFND 24 9,100 0 0
ABBVIE INC CALL 00287Y909 18,434 194,900 SH Call DFND 4 194,900 0 0
ABBVIE INC PUT 00287Y959 73,271 774,700 SH Put DFND 4 774,700 0 0
ABERCROMBIE & FITCH CO CL A 002896207 256 12,138 SH   DFND 17 12,138 0 0
ABERCROMBIE & FITCH CO CL A 002896207 11,791 558,268 SH   DFND 21 488,005 0 70,263
ABEONA THERAPEUTICS INC COM 00289Y107 1,416 110,649 SH   DFND 17 107,238 0 3,411
ABIOMED INC COM 003654100 1,356 3,014 SH   DFND 17 3,014 0 0
ABIOMED INC COM 003654100 346 769 SH   DFND 20 769 0 0
ABIOMED INC COM 003654100 32,121 71,419 SH   DFND 21 63,758 0 7,661
ABRAXAS PETE CORP COM 003830106 3,795 1,628,666 SH   DFND 17 1,628,666 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 22,143 29,350,000 PRN   DFND 17 29,350,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,412 4,000,000 PRN   DFND 17 4,000,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 26 313 SH   DFND 4 313 0 0
ACTIVISION BLIZZARD INC COM 00507V109 59,503 715,264 SH   DFND 17 543,076 0 172,188
ACTIVISION BLIZZARD INC COM 00507V109 1,297 15,595 SH   DFND 20 15,595 0 0
ACTIVISION BLIZZARD INC COM 00507V109 44,449 534,306 SH   DFND 21 534,306 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 3,203 38,500 SH Call DFND 4 38,500 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 27,345 328,700 SH Put DFND 4 328,700 0 0
ACUITY BRANDS INC COM 00508Y102 366 2,326 SH   DFND 21 520 0 1,806
ACXIOM HOLDINGS INC COM 005125109 33,753 683,115 SH   DFND 17 683,115 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,276 63,744 SH   DFND 17 61,408 0 2,336
ADDUS HOMECARE CORP COM 006739106 10,095 143,902 SH   DFND 17 141,865 0 2,037
ADESTO TECHNOLOGIES CORP COM 00687D101 794 133,477 SH   DFND 17 117,996 0 15,481
ADOBE SYS INC COM 00724F101 1,591 5,892 SH   DFND 4 5,892 0 0
ADOBE SYS INC COM 00724F101 281,242 1,041,829 SH   DFND 17 983,580 0 58,249
ADOBE SYS INC COM 00724F101 1,909 7,073 SH   DFND 20 7,073 0 0
ADOBE SYS INC COM 00724F101 206,266 764,088 SH   DFND 21 429,147 0 334,941
ADOBE SYS INC CALL 00724F901 7,964 29,500 SH Call DFND 4 29,500 0 0
ADOBE SYS INC PUT 00724F951 67,002 248,200 SH Put DFND 4 248,200 0 0
ADTRAN INC COM 00738A106 349 19,756 SH   DFND 17 19,756 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 178 1,056 SH   DFND 17 1,056 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 69 410 SH   DFND 21 410 0 0
AECOM COM 00766T100 3,266 100,000 SH   DFND 17 100,000 0 0
AECOM COM 00766T100 58 1,789 SH   DFND 21 1,789 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 16,271 20,980,000 PRN   DFND 17 20,980,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.250%12/1 00773VAB2 4,508 7,000,000 PRN   DFND 17 7,000,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 14,112 9,900,000 PRN   DFND 17 7,820,000 0 2,080,000
ADVANCED MICRO DEVICES INC COM 007903107 46,976 1,520,735 SH   DFND 17 1,116,960 0 403,775
ADVANCED MICRO DEVICES INC COM 007903107 443 14,344 SH   DFND 21 14,344 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 92,416 23,830,000 PRN   DFND 17 22,780,000 0 1,050,000
ADVANCED ENERGY INDS COM 007973100 82 1,580 SH   DFND 17 1,580 0 0
ADVANCED ENERGY INDS COM 007973100 310 5,995 SH   DFND 20 5,995 0 0
ADVANCED ENERGY INDS COM 007973100 1,393 26,964 SH   DFND 21 25,554 0 1,410
AEROVIRONMENT INC COM 008073108 11,684 104,164 SH   DFND 17 40,788 0 63,376
AEROVIRONMENT INC COM 008073108 728 6,490 SH   DFND 21 6,490 0 0
AETNA INC NEW COM 00817Y108 12,774 62,975 SH   DFND 17 59,847 0 3,128
AETNA INC NEW COM 00817Y108 1,230 6,065 SH   DFND 20 6,065 0 0
AETNA INC NEW COM 00817Y108 61,367 302,525 SH   DFND 21 259,486 0 43,039
AETNA INC NEW CALL 00817Y908 507 2,500 SH Call DFND 4 2,500 0 0
AETNA INC NEW PUT 00817Y958 3,144 15,500 SH Put DFND 4 15,500 0 0
AFFILIATED MANAGERS GROUP COM 008252108 6,173 45,149 SH   DFND 17 45,149 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 74,124 1,050,809 SH   DFND 17 1,015,220 0 35,589
AGILENT TECHNOLOGIES INC COM 00846U101 18,967 268,882 SH   DFND 20 57,425 0 211,457
AGILENT TECHNOLOGIES INC COM 00846U101 128,249 1,818,100 SH   DFND 21 1,520,193 0 297,907
AGILENT TECHNOLOGIES INC PUT 00846U951 875 12,400 SH Put DFND 4 12,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 212 6,204 SH   DFND 17 6,204 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 5,218 67,660 SH   DFND 17 67,660 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,974 25,600 SH   DFND 24 25,600 0 0
AIR LEASE CORP CL A 00912X302 16,982 370,145 SH   DFND 17 234,404 0 135,741
AIR LEASE CORP CL A 00912X302 147 3,201 SH   DFND 20 3,201 0 0
AIR LEASE CORP CL A 00912X302 14,942 325,681 SH   DFND 21 320,165 0 5,516
AIR PRODS & CHEMS INC COM 009158106 401 2,402 SH   DFND 4 2,402 0 0
AIR PRODS & CHEMS INC COM 009158106 15,763 94,362 SH   DFND 17 94,362 0 0
AIR PRODS & CHEMS INC COM 009158106 32,799 196,340 SH   DFND 21 186,551 0 9,789
AIR PRODS & CHEMS INC COM 009158106 668 4,000 SH   DFND 24 4,000 0 0
AIR PRODS & CHEMS INC CALL 009158906 1,704 10,200 SH Call DFND 4 10,200 0 0
AIR PRODS & CHEMS INC PUT 009158956 15,285 91,500 SH Put DFND 4 91,500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 8,719 406,118 SH   DFND 17 262,874 0 143,244
AIR TRANSPORT SERVICES GRP I COM 00922R105 58 2,718 SH   DFND 21 2,718 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 18,793 19,600,000 PRN   DFND 17 15,875,000 0 3,725,000
AKAMAI TECHNOLOGIES INC COM 00971T101 13,788 188,496 SH   DFND 17 176,781 0 11,715
AKAMAI TECHNOLOGIES INC COM 00971T101 3,097 42,337 SH   DFND 21 4,059 0 38,278
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 58,359 58,800,000 PRN   DFND 17 58,800,000 0 0
AKORN INC COM 009728106 262 20,170 SH   DFND 21 20,170 0 0
ALASKA AIR GROUP INC COM 011659109 207 3,010 SH   DFND 17 3,010 0 0
ALASKA AIR GROUP INC COM 011659109 3,019 43,840 SH   DFND 21 40,183 0 3,657
ALBEMARLE CORP COM 012653101 21,322 213,694 SH   DFND 17 180,919 0 32,775
ALBEMARLE CORP COM 012653101 9,067 90,868 SH   DFND 20 17,100 0 73,768
ALBEMARLE CORP COM 012653101 41,097 411,872 SH   DFND 21 388,415 0 23,457
ALBEMARLE CORP COM 012653101 4,450 44,600 SH   DFND 24 44,600 0 0
ALBIREO PHARMA INC COM 01345P106 1,269 38,489 SH   DFND 17 37,320 0 1,169
ALCOA CORP COM 013872106 5,233 129,521 SH   DFND 17 76,152 0 53,369
ALCOA CORP COM 013872106 13,030 322,514 SH   DFND 21 320,327 0 2,187
ALDER BIOPHARMACEUTICALS INC COM 014339105 242 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 127 7,600 SH   DFND 24 7,600 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 15,867 14,700,000 PRN   DFND 17 11,955,000 0 2,745,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,934 325,415 SH   DFND 4 325,415 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 376 2,986 SH   DFND 17 2,986 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 286 2,055 SH   DFND 4 2,055 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 14,692 105,691 SH   DFND 17 105,691 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 264 1,897 SH   DFND 21 1,897 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,116 44,000 SH   DFND 24 44,000 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 917 6,600 SH Call DFND 4 6,600 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 15,958 114,800 SH Put DFND 4 114,800 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 417 40,319 SH   DFND 17 40,319 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,598 154,619 SH   DFND 21 154,619 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 318,605 1,933,752 SH   DFND 17 1,873,892 0 59,860
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 161,881 982,528 SH   DFND 20 847,729 0 134,799
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 48,930 296,980 SH   DFND 21 266,721 0 30,259
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,702 40,680 SH   DFND 24 40,680 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,496 9,079 SH   DFND 25 9,079 0 0
ALIGN TECHNOLOGY INC COM 016255101 154,031 393,720 SH   DFND 17 366,187 0 27,533
ALIGN TECHNOLOGY INC COM 016255101 44,489 113,718 SH   DFND 21 108,969 0 4,749
ALIGN TECHNOLOGY INC PUT 016255951 1,878 4,800 SH Put DFND 4 4,800 0 0
ALLEGHANY CORP DEL COM 017175100 5,184 7,945 SH   DFND 21 7,945 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 8,311 281,244 SH   DFND 17 182,733 0 98,511
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 42,752 19,730,000 PRN   DFND 17 18,055,000 0 1,675,000
ALLEGIANT TRAVEL CO COM 01748X102 985 7,769 SH   DFND 17 7,769 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,099 24,444 SH   DFND 21 24,444 0 0
ALLETE INC COM NEW 018522300 284 3,780 SH   DFND 17 3,780 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 279 1,182 SH   DFND 17 1,182 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 953 4,035 SH   DFND 21 4,035 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 26,064 1,277,670 SH   DFND 17 1,277,670 0 0
ALLIANT ENERGY CORP COM 018802108 142 3,345 SH   DFND 17 3,345 0 0
ALLIANT ENERGY CORP COM 018802108 999 23,457 SH   DFND 21 23,457 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 16,005 525,612 SH   DFND 17 525,612 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,451 27,904 SH   DFND 17 27,904 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 666 12,805 SH   DFND 20 12,805 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,251 235,557 SH   DFND 21 219,827 0 15,730
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 130 9,132 SH   DFND 20 9,132 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 417 29,296 SH   DFND 21 29,296 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 45,112 42,740,000 PRN   DFND 17 42,740,000 0 0
ALLSTATE CORP COM 020002101 34 340 SH   DFND 4 340 0 0
ALLSTATE CORP COM 020002101 102,873 1,042,282 SH   DFND 17 1,034,207 0 8,075
ALLSTATE CORP COM 020002101 1,396 14,140 SH   DFND 20 14,140 0 0
ALLSTATE CORP COM 020002101 80,072 811,264 SH   DFND 21 591,033 0 220,231
ALLSTATE CORP CALL 020002901 1,273 12,900 SH Call DFND 4 12,900 0 0
ALLSTATE CORP PUT 020002951 15,762 159,700 SH Put DFND 4 159,700 0 0
ALLY FINL INC COM 02005N100 123,657 4,675,125 SH   DFND 4 4,675,125 0 0
ALLY FINL INC COM 02005N100 14,892 563,009 SH   DFND 17 234,218 0 328,791
ALLY FINL INC COM 02005N100 362 13,672 SH   DFND 20 13,672 0 0
ALLY FINL INC COM 02005N100 36,314 1,372,946 SH   DFND 21 1,100,899 0 272,047
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 10,726 122,550 SH   DFND 17 122,550 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,542 51,900 SH   DFND 24 51,900 0 0
ALPHABET INC CAP STK CL C 02079K107 5,400 4,525 SH   DFND 4 4,525 0 0
ALPHABET INC CAP STK CL C 02079K107 178,278 149,378 SH   DFND 17 108,630 0 40,748
ALPHABET INC CAP STK CL C 02079K107 3,074 2,576 SH   DFND 20 2,576 0 0
ALPHABET INC CAP STK CL C 02079K107 236,910 198,505 SH   DFND 21 155,679 0 42,826
ALPHABET INC CAP STK CL A 02079K305 4,865 4,030 SH   DFND 4 4,030 0 0
ALPHABET INC CAP STK CL A 02079K305 751,762 622,794 SH   DFND 17 570,145 0 52,649
ALPHABET INC CAP STK CL A 02079K305 24,490 20,289 SH   DFND 20 2,523 0 17,766
ALPHABET INC CAP STK CL A 02079K305 266,432 220,724 SH   DFND 21 168,826 0 51,898
ALPHABET INC CALL 02079K905 25,107 20,800 SH Call DFND 4 20,800 0 0
ALPHABET INC CALL 02079K907 26,853 22,500 SH Call DFND 4 22,500 0 0
ALPHABET INC PUT 02079K955 196,030 162,400 SH Put DFND 4 162,400 0 0
ALPHABET INC PUT 02079K957 203,129 170,200 SH Put DFND 4 170,200 0 0
ALTERYX INC COM CL A 02156B103 1,203 21,020 SH   DFND 17 21,020 0 0
ALTERYX INC COM CL A 02156B103 3,810 66,591 SH   DFND 21 66,591 0 0
ALTICE USA INC CL A 02156K103 597 32,927 SH   DFND 21 32,927 0 0
ALTRIA GROUP INC COM 02209S103 362 5,996 SH   DFND 4 5,996 0 0
ALTRIA GROUP INC COM 02209S103 19,937 330,583 SH   DFND 17 315,583 0 15,000
ALTRIA GROUP INC COM 02209S103 614 10,184 SH   DFND 20 10,184 0 0
ALTRIA GROUP INC COM 02209S103 84,476 1,400,702 SH   DFND 21 1,369,684 0 31,018
ALTRIA GROUP INC CALL 02209S903 24,148 400,400 SH Call DFND 4 400,400 0 0
ALTRIA GROUP INC PUT 02209S953 42,494 704,600 SH Put DFND 4 704,600 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 4,384 269,478 SH   DFND 17 269,478 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 3,677 226,000 SH   DFND 24 226,000 0 0
AMAZON COM INC COM 023135106 13,512 6,746 SH   DFND 4 6,746 0 0
AMAZON COM INC COM 023135106 1,391,849 694,882 SH   DFND 17 605,186 0 89,696
AMAZON COM INC COM 023135106 9,542 4,764 SH   DFND 20 4,764 0 0
AMAZON COM INC COM 023135106 708,736 353,837 SH   DFND 21 282,818 0 71,019
AMAZON COM INC COM 023135106 15,423 7,700 SH   DFND 24 7,700 0 0
AMAZON COM INC CALL 023135906 73,911 36,900 SH Call DFND 4 36,900 0 0
AMAZON COM INC PUT 023135956 504,355 251,800 SH Put DFND 4 251,800 0 0
AMBER RD INC COM 02318Y108 3,973 413,044 SH   DFND 17 399,581 0 13,463
AMBEV SA SPONSORED ADR 02319V103 1,203 263,310 SH   DFND 21 212,738 0 50,572
AMEDISYS INC COM 023436108 2,201 17,610 SH   DFND 17 17,610 0 0
AMEDISYS INC COM 023436108 237 1,896 SH   DFND 21 667 0 1,229
AMERCO COM 023586100 353 989 SH   DFND 20 989 0 0
AMERCO COM 023586100 3,732 10,464 SH   DFND 21 2,886 0 7,578
AMEREN CORP COM 023608102 13,384 211,699 SH   DFND 17 207,157 0 4,542
AMEREN CORP COM 023608102 89 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 45,086 713,164 SH   DFND 21 520,299 0 192,865
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 106 18,595 SH   DFND 17 18,595 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 966 23,371 SH   DFND 4 23,371 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 252 6,096 SH   DFND 17 6,096 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,659 40,148 SH   DFND 21 40,148 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 798 19,300 SH Call DFND 4 19,300 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 8,836 213,800 SH Put DFND 4 213,800 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 21,573 1,237,000 SH   DFND 4 1,237,000 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 14,344 348,497 SH   DFND 4 348,497 0 0
AMERICAN ELEC PWR INC COM 025537101 17 245 SH   DFND 4 245 0 0
AMERICAN ELEC PWR INC COM 025537101 33,723 475,770 SH   DFND 17 358,247 0 117,523
AMERICAN ELEC PWR INC COM 025537101 1,611 22,731 SH   DFND 20 22,731 0 0
AMERICAN ELEC PWR INC COM 025537101 78,132 1,102,307 SH   DFND 21 731,443 0 370,864
AMERICAN ELEC PWR INC CALL 025537901 1,659 23,400 SH Call DFND 4 23,400 0 0
AMERICAN ELEC PWR INC PUT 025537951 12,014 169,500 SH Put DFND 4 169,500 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12,769 514,276 SH   DFND 17 195,708 0 318,568
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 412 16,606 SH   DFND 20 16,606 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 19,843 799,143 SH   DFND 21 605,607 0 193,536
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,818 107,978 SH   DFND 17 107,978 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 454 12,828 SH   DFND 20 12,828 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,764 247,858 SH   DFND 21 240,398 0 7,460
AMERICAN EXPRESS CO COM 025816109 5 50 SH   DFND 4 50 0 0
AMERICAN EXPRESS CO COM 025816109 11,527 108,245 SH   DFND 17 98,357 0 9,888
AMERICAN EXPRESS CO COM 025816109 20,231 189,980 SH   DFND 20 13,368 0 176,612
AMERICAN EXPRESS CO COM 025816109 245,381 2,304,260 SH   DFND 21 2,061,031 0 243,229
AMERICAN EXPRESS CO CALL 025816909 3,482 32,700 SH Call DFND 4 32,700 0 0
AMERICAN EXPRESS CO PUT 025816959 29,082 273,100 SH Put DFND 4 273,100 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 45,370 408,845 SH   DFND 17 330,700 0 78,145
AMERICAN FINL GROUP INC OHIO COM 025932104 1,314 11,840 SH   DFND 20 11,840 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 45,013 405,630 SH   DFND 21 274,005 0 131,625
AMERICAN HOMES 4 RENT CL A 02665T306 4,378 200,000 SH   DFND 4 200,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,729 51,254 SH   DFND 4 51,254 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 698 13,119 SH   DFND 17 13,119 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,389 120,000 SH   DFND 21 120,000 0 0
AMERICAN INTL GROUP INC CALL 026874904 3,189 59,900 SH Call DFND 4 59,900 0 0
AMERICAN INTL GROUP INC PUT 026874954 17,947 337,100 SH Put DFND 4 337,100 0 0
AMERICAN NATL INS CO COM 028591105 141 1,090 SH   DFND 17 1,090 0 0
AMERICAN NATL INS CO COM 028591105 43 330 SH   DFND 20 330 0 0
AMERICAN NATL INS CO COM 028591105 124 960 SH   DFND 21 960 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 61 1,855 SH   DFND 17 1,855 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 141 4,268 SH   DFND 21 4,268 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,489 32,299 SH   DFND 17 14,436 0 17,863
AMERICAN RAILCAR INDS INC COM 02916P103 2,314 50,204 SH   DFND 21 50,204 0 0
AMERICAN TOWER CORP NEW COM 03027X100 26,774 184,268 SH   DFND 4 184,268 0 0
AMERICAN TOWER CORP NEW COM 03027X100 39,213 269,876 SH   DFND 17 226,836 0 43,040
AMERICAN TOWER CORP NEW COM 03027X100 810 5,572 SH   DFND 21 2,200 0 3,372
AMERICAN TOWER CORP NEW CALL 03027X900 3,560 24,500 SH Call DFND 4 24,500 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 25,892 178,200 SH Put DFND 4 178,200 0 0
AMERICAN VANGUARD CORP COM 030371108 3,523 195,700 SH   DFND 17 189,137 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 69,468 789,681 SH   DFND 17 789,681 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,482 50,948 SH   DFND 21 44,655 0 6,293
AMERICAN WTR WKS CO INC NEW COM 030420103 5,630 64,000 SH   DFND 24 64,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 922 11,756 SH   DFND 17 11,756 0 0
AMERICAS CAR MART INC COM 03062T105 39 500 SH   DFND 17 500 0 0
AMERICAS CAR MART INC COM 03062T105 148 1,890 SH   DFND 20 1,890 0 0
AMERICAS CAR MART INC COM 03062T105 433 5,538 SH   DFND 21 5,538 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,241 56,831 SH   DFND 17 56,831 0 0
AMERISOURCEBERGEN CORP COM 03073E105 174 1,886 SH   DFND 20 1,886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 48,180 522,449 SH   DFND 21 515,365 0 7,084
AMERIPRISE FINL INC COM 03076C106 97,204 658,294 SH   DFND 17 627,333 0 30,961
AMERIPRISE FINL INC COM 03076C106 240 1,626 SH   DFND 20 1,626 0 0
AMERIPRISE FINL INC COM 03076C106 28,677 194,212 SH   DFND 21 128,220 0 65,992
AMERIPRISE FINL INC PUT 03076C956 413 2,800 SH Put DFND 4 2,800 0 0
AMERIS BANCORP COM 03076K108 8,508 186,181 SH   DFND 17 106,683 0 79,498
AMERIGAS PARTNERS L P UNIT L P INT 030975106 20,088 508,421 SH   DFND 17 508,421 0 0
AMETEK INC NEW COM 031100100 26,612 336,351 SH   DFND 17 176,008 0 160,343
AMETEK INC NEW COM 031100100 25,278 319,490 SH   DFND 20 153,475 0 166,015
AMETEK INC NEW COM 031100100 169,008 2,136,092 SH   DFND 21 2,072,021 0 64,071
AMETEK INC NEW COM 031100100 7,364 93,072 SH   DFND 24 93,072 0 0
AMGEN INC COM 031162100 16,063 77,489 SH   DFND 4 77,489 0 0
AMGEN INC COM 031162100 138,632 668,781 SH   DFND 17 558,077 0 110,704
AMGEN INC COM 031162100 1,941 9,364 SH   DFND 20 9,364 0 0
AMGEN INC COM 031162100 178,902 863,052 SH   DFND 21 555,394 0 307,658
AMGEN INC COM 031162100 14,116 68,100 SH   DFND 24 68,100 0 0
AMGEN INC CALL 031162900 9,867 47,600 SH Call DFND 4 47,600 0 0
AMGEN INC PUT 031162950 60,798 293,300 SH Put DFND 4 293,300 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,138 94,121 SH   DFND 17 94,121 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,255 103,800 SH   DFND 24 103,800 0 0
AMKOR TECHNOLOGY INC COM 031652100 120 16,203 SH   DFND 17 16,203 0 0
AMKOR TECHNOLOGY INC COM 031652100 15 2,033 SH   DFND 21 2,033 0 0
AMPHENOL CORP NEW CL A 032095101 95,745 1,018,351 SH   DFND 17 1,018,351 0 0
AMPHENOL CORP NEW CL A 032095101 2,802 29,800 SH   DFND 20 29,800 0 0
AMPHENOL CORP NEW CL A 032095101 81,701 868,972 SH   DFND 21 499,435 0 369,537
AMPHENOL CORP NEW CALL 032095901 282 3,000 SH Call DFND 4 3,000 0 0
AMPHENOL CORP NEW PUT 032095951 1,711 18,200 SH Put DFND 4 18,200 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,125 110,465 SH   DFND 17 110,465 0 0
AMTRUST FINL SVCS INC COM 032359309 1,411 97,170 SH   DFND 17 94,662 0 2,508
AMTRUST FINL SVCS INC COM 032359309 19,864 1,368,019 SH   DFND 21 1,360,214 0 7,805
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 18,557 19,470,000 PRN   DFND 17 19,470,000 0 0
AMYRIS INC COM NEW 03236M200 5,110 643,630 SH   DFND 17 239,085 0 404,545
ANADARKO PETE CORP COM 032511107 908 13,473 SH   DFND 4 13,473 0 0
ANADARKO PETE CORP COM 032511107 4,018 59,607 SH   DFND 17 59,607 0 0
ANADARKO PETE CORP COM 032511107 406 6,024 SH   DFND 20 6,024 0 0
ANADARKO PETE CORP COM 032511107 1,262 18,717 SH   DFND 21 18,717 0 0
ANADARKO PETE CORP CALL 032511907 1,901 28,200 SH Call DFND 4 28,200 0 0
ANADARKO PETE CORP PUT 032511957 18,207 270,100 SH Put DFND 4 270,100 0 0
ANALOG DEVICES INC COM 032654105 795 8,601 SH   DFND 17 8,601 0 0
ANALOG DEVICES INC CALL 032654905 1,507 16,300 SH Call DFND 4 16,300 0 0
ANALOG DEVICES INC PUT 032654955 17,429 188,500 SH Put DFND 4 188,500 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 16,866 1,965,708 SH   DFND 21 1,965,708 0 0
ANIXTER INTL INC COM 035290105 450 6,397 SH   DFND 21 6,397 0 0
ANNALY CAP MGMT INC COM 035710409 1,811 177,031 SH   DFND 4 177,031 0 0
ANNALY CAP MGMT INC COM 035710409 23,456 2,292,868 SH   DFND 17 1,392,044 0 900,824
ANNALY CAP MGMT INC COM 035710409 469 45,822 SH   DFND 20 45,822 0 0
ANNALY CAP MGMT INC COM 035710409 64,740 6,328,463 SH   DFND 21 4,714,851 0 1,613,612
ANSYS INC COM 03662Q105 229 1,229 SH   DFND 17 1,229 0 0
ANSYS INC COM 03662Q105 802 4,294 SH   DFND 21 564 0 3,730
ANTARES PHARMA INC COM 036642106 2,995 891,286 SH   DFND 17 863,878 0 27,408
ANTERO RES CORP COM 03674X106 683 38,551 SH   DFND 17 38,551 0 0
ANTERO RES CORP COM 03674X106 2,871 162,123 SH   DFND 21 147,361 0 14,762
ANTHEM INC COM 036752103 6,907 25,202 SH   DFND 4 25,202 0 0
ANTHEM INC COM 036752103 302,152 1,102,545 SH   DFND 17 1,003,863 0 98,682
ANTHEM INC COM 036752103 1,808 6,597 SH   DFND 20 6,597 0 0
ANTHEM INC COM 036752103 195,601 713,743 SH   DFND 21 461,187 0 252,556
ANTHEM INC CALL 036752903 3,645 13,300 SH Call DFND 4 13,300 0 0
ANTHEM INC PUT 036752953 32,036 116,900 SH Put DFND 4 116,900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 429 92,549 SH   DFND 17 92,549 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,374 296,757 SH   DFND 21 184,385 0 112,372
APACHE CORP COM 037411105 534 11,207 SH   DFND 17 11,207 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 23,799 539,297 SH   DFND 4 539,297 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 101 2,285 SH   DFND 17 2,285 0 0
APOLLO INVT CORP COM 03761U106 2,632 483,910 SH   DFND 17 193,723 0 290,187
APOLLO INVT CORP COM 03761U106 5,230 961,382 SH   DFND 21 961,382 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,633 86,541 SH   DFND 17 40,796 0 45,745
APPLE INC COM 037833100 37,412 165,732 SH   DFND 4 165,732 0 0
APPLE INC COM 037833100 1,241,998 5,501,896 SH   DFND 17 4,772,830 0 729,066
APPLE INC COM 037833100 27,246 120,696 SH   DFND 20 45,825 0 74,871
APPLE INC COM 037833100 1,103,948 4,890,350 SH   DFND 21 3,680,579 0 1,209,771
APPLE INC CALL 037833900 85,172 377,300 SH Call DFND 4 377,300 0 0
APPLE INC CALL 037833900 60,950 270,000 SH Call DFND 17 270,000 0 0
APPLE INC PUT 037833950 552,950 2,449,500 SH Put DFND 4 2,449,500 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 6,114 349,580 SH   DFND 17 230,523 0 119,057
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 389 22,214 SH   DFND 20 22,214 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 7,987 456,656 SH   DFND 21 249,968 0 206,688
APPLIED INDL TECHNOLOGIES IN COM 03820C105 665 8,504 SH   DFND 21 3,948 0 4,556
APPLIED MATLS INC COM 038222105 18,321 474,012 SH   DFND 4 474,012 0 0
APPLIED MATLS INC COM 038222105 128,337 3,320,493 SH   DFND 17 3,066,157 0 254,336
APPLIED MATLS INC COM 038222105 1,416 36,624 SH   DFND 20 36,624 0 0
APPLIED MATLS INC COM 038222105 59,664 1,543,692 SH   DFND 21 1,333,413 0 210,279
APPLIED MATLS INC CALL 038222905 3,973 102,800 SH Call DFND 4 102,800 0 0
APPLIED MATLS INC PUT 038222955 20,678 535,000 SH Put DFND 4 535,000 0 0
APPROACH RESOURCES INC COM 03834A103 28 12,737 SH   DFND 4 0 0 12,737
APPTIO INC CL A 03835C108 470 12,703 SH   DFND 17 12,703 0 0
AQUA AMERICA INC COM 03836W103 30,253 819,855 SH   DFND 17 819,855 0 0
AQUA AMERICA INC COM 03836W103 1,751 47,446 SH   DFND 21 47,446 0 0
ARAMARK COM 03852U106 5,273 122,566 SH   DFND 17 14,070 0 108,496
ARAMARK COM 03852U106 780 18,135 SH   DFND 20 18,135 0 0
ARAMARK COM 03852U106 2,251 52,326 SH   DFND 21 52,326 0 0
ARBOR RLTY TR INC COM 038923108 533 46,429 SH   DFND 17 46,429 0 0
ARBOR RLTY TR INC COM 038923108 2,654 231,174 SH   DFND 21 231,174 0 0
ARCBEST CORP COM 03937C105 375 7,734 SH   DFND 17 7,734 0 0
ARCBEST CORP COM 03937C105 159 3,268 SH   DFND 20 3,268 0 0
ARCBEST CORP COM 03937C105 2,446 50,379 SH   DFND 21 18,055 0 32,324
ARCH COAL INC CL A 039380407 712 7,965 SH   DFND 17 7,965 0 0
ARCH COAL INC CL A 039380407 3,778 42,257 SH   DFND 21 7,538 0 34,719
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 29,449 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2 41 SH   DFND 4 41 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 71,859 1,429,458 SH   DFND 17 1,429,458 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 82,998 1,651,035 SH   DFND 21 1,065,828 0 585,207
ARCHER DANIELS MIDLAND CO COM 039483102 8,722 173,500 SH   DFND 24 173,500 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 1,493 29,700 SH Call DFND 4 29,700 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 11,517 229,100 SH Put DFND 4 229,100 0 0
ARCHROCK INC COM 03957W106 378 30,999 SH   DFND 21 0 0 30,999
ARCONIC INC COM 03965L100 11,665 530,000 SH   DFND 4 530,000 0 0
ARCONIC INC COM 03965L100 40,311 1,831,479 SH   DFND 17 1,831,479 0 0
ARCONIC INC COM 03965L100 11,218 509,674 SH   DFND 21 509,674 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 755 16,409 SH   DFND 17 16,409 0 0
ARGAN INC COM 04010E109 14,397 334,819 SH   DFND 17 334,819 0 0
ARES COML REAL ESTATE CORP COM 04013V108 212 15,162 SH   DFND 17 15,162 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,647 117,929 SH   DFND 21 117,929 0 0
ARISTA NETWORKS INC COM 040413106 250,747 943,154 SH   DFND 17 867,914 0 75,240
ARISTA NETWORKS INC COM 040413106 8,655 32,554 SH   DFND 21 32,554 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,579 159,408 SH   DFND 17 80,827 0 78,581
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,807 303,217 SH   DFND 21 303,217 0 0
ARMSTRONG FLOORING INC COM 04238R106 198 10,945 SH   DFND 17 10,945 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 848 12,178 SH   DFND 17 12,178 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,142 30,770 SH   DFND 21 2,690 0 28,080
ARQULE INC COM 04269E107 112 19,735 SH   DFND 17 19,735 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,937 127,425 SH   DFND 17 127,425 0 0
ARRAY BIOPHARMA INC COM 04269X105 719 47,300 SH   DFND 24 47,300 0 0
ARROW ELECTRS INC COM 042735100 8,960 121,536 SH   DFND 17 108,224 0 13,312
ARROW ELECTRS INC COM 042735100 103 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 35,697 484,224 SH   DFND 21 288,986 0 195,238
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 531 16,399 SH   DFND 17 9,695 0 6,704
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 98 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,718 299,952 SH   DFND 21 117,123 0 182,829
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 3,856 54,420 SH   DFND 17 54,420 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,679 23,700 SH   DFND 24 23,700 0 0
ASPEN TECHNOLOGY INC COM 045327103 9,193 80,700 SH   DFND 17 59,285 0 21,415
ASSEMBLY BIOSCIENCES INC COM 045396108 1,785 48,068 SH   DFND 17 46,662 0 1,406
ASSOCIATED BANC CORP COM 045487105 29,565 1,137,134 SH   DFND 17 1,137,134 0 0
ASSOCIATED BANC CORP COM 045487105 846 32,538 SH   DFND 21 12,426 0 20,112
ASSURANT INC COM 04621X108 85 785 SH   DFND 17 785 0 0
ASSURANT INC COM 04621X108 223 2,065 SH   DFND 21 2,065 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 116,972 1,027,245 SH   DFND 17 982,585 0 44,660
ASTRAZENECA PLC SPONSORED ADR 046353108 12,109 306,020 SH   DFND 17 306,020 0 0
ASURE SOFTWARE INC COM 04649U102 3,474 279,747 SH   DFND 17 270,683 0 9,064
AT HOME GROUP INC COM 04650Y100 278 8,860 SH   DFND 17 8,860 0 0
AT HOME GROUP INC COM 04650Y100 32 1,007 SH   DFND 20 1,007 0 0
AT HOME GROUP INC COM 04650Y100 1,412 45,072 SH   DFND 21 41,284 0 3,788
ATLANTIC CAP BANCSHARES INC COM 048269203 1,134 67,714 SH   DFND 17 59,890 0 7,824
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 359 5,624 SH   DFND 17 5,624 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 189 2,960 SH   DFND 20 2,960 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,340 83,768 SH   DFND 21 28,911 0 54,857
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 58,345 50,550,000 PRN   DFND 17 50,550,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 24,583 20,615,000 PRN   DFND 17 17,785,000 0 2,830,000
ATMOS ENERGY CORP COM 049560105 9,202 97,992 SH   DFND 17 39,892 0 58,100
ATMOS ENERGY CORP COM 049560105 1,155 12,297 SH   DFND 20 12,297 0 0
ATMOS ENERGY CORP COM 049560105 25,194 268,277 SH   DFND 21 203,165 0 65,112
AUDENTES THERAPEUTICS INC COM 05070R104 2,963 74,841 SH   DFND 17 72,966 0 1,875
AUTODESK INC COM 052769106 24 155 SH   DFND 4 155 0 0
AUTODESK INC COM 052769106 32,203 206,282 SH   DFND 17 193,057 0 13,225
AUTODESK INC CALL 052769906 2,217 14,200 SH Call DFND 4 14,200 0 0
AUTODESK INC PUT 052769956 15,783 101,100 SH Put DFND 4 101,100 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 4,713 60,880 SH   DFND 17 54,580 0 6,300
AUTOLIV INC COM 052800109 740 8,537 SH   DFND 4 8,537 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 1,640 53,460 SH   DFND 17 53,460 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 393 12,800 SH   DFND 24 12,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,626 50,619 SH   DFND 4 50,619 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,688 37,752 SH   DFND 17 37,752 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 18,948 125,766 SH   DFND 21 39,483 0 86,283
AUTOMATIC DATA PROCESSING IN CALL 053015903 2,998 19,900 SH Call DFND 4 19,900 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 26,079 173,100 SH Put DFND 4 173,100 0 0
AUTOZONE INC COM 053332102 676 872 SH   DFND 4 872 0 0
AUTOZONE INC COM 053332102 1,315 1,695 SH   DFND 17 1,695 0 0
AUTOZONE INC COM 053332102 1,188 1,532 SH   DFND 21 1,315 0 217
AVALONBAY CMNTYS INC COM 053484101 43,609 240,732 SH   DFND 4 240,732 0 0
AVALONBAY CMNTYS INC COM 053484101 558 3,080 SH   DFND 17 3,080 0 0
AVALONBAY CMNTYS INC PUT 053484951 2,101 11,600 SH Put DFND 4 11,600 0 0
AVANOS MED INC COM 05350V106 16,562 241,777 SH   DFND 17 146,972 0 94,805
AVANOS MED INC COM 05350V106 3,832 55,942 SH   DFND 21 55,942 0 0
AVANGRID INC COM 05351W103 3,138 65,478 SH   DFND 17 57,951 0 7,527
AVANGRID INC COM 05351W103 99 2,074 SH   DFND 20 2,074 0 0
AVANGRID INC COM 05351W103 18,081 377,247 SH   DFND 21 322,229 0 55,018
AVAYA HLDGS CORP COM 05351X101 677 30,599 SH   DFND 17 7,709 0 22,890
AVERY DENNISON CORP COM 053611109 13,508 124,671 SH   DFND 17 41,005 0 83,666
AVERY DENNISON CORP COM 053611109 519 4,789 SH   DFND 20 4,789 0 0
AVERY DENNISON CORP COM 053611109 43,183 398,554 SH   DFND 21 315,223 0 83,331
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 24,757 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP COM 053774105 18,641 580,000 SH   DFND 4 580,000 0 0
AVIS BUDGET GROUP COM 053774105 1,989 61,877 SH   DFND 17 61,877 0 0
AVIS BUDGET GROUP COM 053774105 6,130 190,739 SH   DFND 21 190,739 0 0
AVISTA CORP COM 05379B107 22,061 436,339 SH   DFND 21 436,339 0 0
AVNET INC COM 053807103 505 11,270 SH   DFND 17 11,270 0 0
AVNET INC COM 053807103 1,469 32,801 SH   DFND 21 32,801 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,014 102,477 SH   DFND 17 102,477 0 0
AXOGEN INC COM 05463X106 7,760 210,578 SH   DFND 17 205,067 0 5,511
AXON ENTERPRISE INC COM 05464C101 21,704 317,172 SH   DFND 17 178,102 0 139,070
AXON ENTERPRISE INC COM 05464C101 166 2,433 SH   DFND 21 0 0 2,433
BB&T CORP COM 054937107 233 4,803 SH   DFND 4 4,803 0 0
BB&T CORP COM 054937107 13,231 272,573 SH   DFND 17 272,573 0 0
BB&T CORP COM 054937107 2,544 52,408 SH   DFND 21 14,208 0 38,200
BB&T CORP CALL 054937907 1,917 39,500 SH Call DFND 4 39,500 0 0
BB&T CORP PUT 054937957 14,975 308,500 SH Put DFND 4 308,500 0 0
BCE INC COM NEW 05534B760 7,202 177,902 SH   DFND 17 172,529 0 5,373
BCE INC COM NEW 05534B760 318 7,843 SH   DFND 20 7,843 0 0
BCE INC COM NEW 05534B760 36,282 896,206 SH   DFND 21 513,593 0 382,613
BGC PARTNERS INC CL A 05541T101 8,197 693,504 SH   DFND 17 377,961 0 315,543
BGC PARTNERS INC CL A 05541T101 85 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 23,457 1,984,508 SH   DFND 21 1,653,263 0 331,245
BG STAFFING INC COM 05544A109 638 23,455 SH   DFND 17 23,455 0 0
BG STAFFING INC COM 05544A109 1,047 38,494 SH   DFND 21 38,494 0 0
BOK FINL CORP COM NEW 05561Q201 12,921 132,820 SH   DFND 17 132,820 0 0
BRP INC COM SUN VTG 05577W200 864 18,441 SH   DFND 17 18,441 0 0
BRP INC COM SUN VTG 05577W200 8,049 171,722 SH   DFND 21 111,421 0 60,301
BWX TECHNOLOGIES INC COM 05605H100 7,006 112,030 SH   DFND 17 87,075 0 24,955
BWX TECHNOLOGIES INC COM 05605H100 232 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 671 10,723 SH   DFND 21 10,723 0 0
BADGER METER INC COM 056525108 4,421 83,487 SH   DFND 17 83,487 0 0
BADGER METER INC COM 056525108 331 6,250 SH   DFND 21 6,250 0 0
BAIDU INC SPON ADR REP A 056752108 143,037 625,490 SH   DFND 17 607,590 0 17,900
BAIDU INC SPON ADR REP A 056752108 47,372 207,154 SH   DFND 20 170,562 0 36,592
BAIDU INC SPON ADR REP A 056752108 4,780 20,901 SH   DFND 21 20,901 0 0
BAKER HUGHES A GE CO CL A 05722G100 16,896 499,425 SH   DFND 17 499,425 0 0
BAKER HUGHES A GE CO CL A 05722G100 24 703 SH   DFND 21 703 0 0
BALCHEM CORP COM 057665200 6,914 61,680 SH   DFND 17 61,680 0 0
BALCHEM CORP COM 057665200 4,932 44,000 SH   DFND 24 44,000 0 0
BALL CORP COM 058498106 403 9,157 SH   DFND 17 9,157 0 0
BALL CORP COM 058498106 12 283 SH   DFND 21 283 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 272 38,459 SH   DFND 17 38,459 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,045 147,544 SH   DFND 21 115,160 0 32,384
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,776 315,051 SH   DFND 17 292,451 0 22,600
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 90 10,221 SH   DFND 20 10,221 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,728 196,140 SH   DFND 21 196,140 0 0
BANCORP INC DEL COM 05969A105 991 103,370 SH   DFND 17 103,370 0 0
BANCO SANTANDER S A SPONSORED ADR B 05969B103 722 93,100 SH   DFND 17 82,300 0 10,800
BANK AMER CORP COM 060505104 4,051 137,492 SH   DFND 4 137,492 0 0
BANK AMER CORP COM 060505104 403,705 13,703,494 SH   DFND 17 12,908,153 0 795,341
BANK AMER CORP COM 060505104 535 18,165 SH   DFND 20 18,165 0 0
BANK AMER CORP COM 060505104 247,433 8,398,953 SH   DFND 21 7,459,910 0 939,043
BANK AMER CORP 7.25%CNV PFD L 060505682 179,726 138,865 SH   DFND 17 131,945 0 6,920
BANK AMER CORP CALL 060505904 38,811 1,317,400 SH Call DFND 4 1,317,400 0 0
BANK AMER CORP PUT 060505954 120,715 4,097,600 SH Put DFND 4 4,097,600 0 0
BANK MONTREAL QUE COM 063671101 6,072 73,666 SH   DFND 17 73,666 0 0
BANK MONTREAL QUE COM 063671101 247 3,000 SH   DFND 20 3,000 0 0
BANK MONTREAL QUE COM 063671101 36,929 448,046 SH   DFND 21 436,175 0 11,871
BANK NEW YORK MELLON CORP COM 064058100 5,194 101,866 SH   DFND 17 101,866 0 0
BANK NEW YORK MELLON CORP COM 064058100 238 4,658 SH   DFND 20 4,658 0 0
BANK NEW YORK MELLON CORP COM 064058100 33,445 655,909 SH   DFND 21 607,994 0 47,915
BANK NEW YORK MELLON CORP CALL 064058900 8,933 175,200 SH Call DFND 4 175,200 0 0
BANK NEW YORK MELLON CORP PUT 064058950 19,789 388,100 SH Put DFND 4 388,100 0 0
BANK N S HALIFAX COM 064149107 1,790 30,055 SH   DFND 17 30,055 0 0
BANK N S HALIFAX COM 064149107 836 14,036 SH   DFND 20 14,036 0 0
BANK N S HALIFAX COM 064149107 24,596 412,941 SH   DFND 21 315,979 0 96,962
BANK OZK COM 06417N103 10,387 273,631 SH   DFND 17 273,631 0 0
BANKUNITED INC COM 06652K103 201 5,690 SH   DFND 21 0 0 5,690
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 47,520 2,000,000 SH   DFND 25 0 0 2,000,000
BARCLAYS BK PLC PUT 06746L902 151,635 5,685,600 SH Call DFND 17 5,685,600 0 0
BARRICK GOLD CORP COM 067901108 22,415 2,027,505 SH   DFND 21 2,027,505 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 27 400 SH   DFND 17 400 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 728 10,894 SH   DFND 21 10,654 0 240
BASSETT FURNITURE INDS INC COM 070203104 249 11,696 SH   DFND 17 0 0 11,696
BAUSCH HEALTH COS INC COM 071734107 1,440 56,125 SH   DFND 17 56,125 0 0
BAUSCH HEALTH COS INC COM 071734107 3,590 139,907 SH   DFND 21 137,527 0 2,380
BAXTER INTL INC COM 071813109 28 367 SH   DFND 4 367 0 0
BAXTER INTL INC COM 071813109 217,756 2,824,699 SH   DFND 17 2,807,497 0 17,202
BAXTER INTL INC COM 071813109 1,794 23,274 SH   DFND 20 23,274 0 0
BAXTER INTL INC COM 071813109 98,446 1,277,026 SH   DFND 21 984,523 0 292,503
BAXTER INTL INC CALL 071813909 1,704 22,100 SH Call DFND 4 22,100 0 0
BAXTER INTL INC PUT 071813959 11,625 150,800 SH Put DFND 4 150,800 0 0
BAYTEX ENERGY CORP COM 07317Q105 4 1,346 SH   DFND 17 1,346 0 0
BAYTEX ENERGY CORP COM 07317Q105 109 37,488 SH   DFND 21 37,488 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 254 24,165 SH   DFND 21 24,165 0 0
BECTON DICKINSON & CO COM 075887109 5 19 SH   DFND 4 19 0 0
BECTON DICKINSON & CO COM 075887109 10,290 39,427 SH   DFND 17 34,490 0 4,937
BECTON DICKINSON & CO COM 075887109 1,944 7,449 SH   DFND 20 7,449 0 0
BECTON DICKINSON & CO COM 075887109 84,432 323,495 SH   DFND 21 204,706 0 118,789
BECTON DICKINSON & CO PFD SHS CONV A 075887208 291,092 4,453,665 SH   DFND 17 4,244,715 0 208,950
BECTON DICKINSON & CO PUT 075887959 1,827 7,000 SH Put DFND 4 7,000 0 0
BED BATH & BEYOND INC COM 075896100 4,608 307,178 SH   DFND 17 36,880 0 270,298
BED BATH & BEYOND INC COM 075896100 3,509 233,961 SH   DFND 21 224,478 0 9,483
BEIGENE LTD SPONSORED ADR 07725L102 5,500 31,935 SH   DFND 17 31,935 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,292 7,500 SH   DFND 24 7,500 0 0
BENCHMARK ELECTRS INC COM 08160H101 36 1,558 SH   DFND 17 1,558 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,698 72,556 SH   DFND 21 72,556 0 0
BENEFITFOCUS INC COM 08180D106 400 9,901 SH   DFND 21 9,901 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,111 98,599 SH   DFND 4 98,599 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 25,171 117,563 SH   DFND 17 117,563 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 107,154 500,461 SH   DFND 21 497,448 0 3,013
BERKSHIRE HATHAWAY INC DEL CALL 084670902 39,075 182,500 SH Call DFND 4 182,500 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 166,685 778,500 SH Put DFND 4 778,500 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 23,569 579,090 SH   DFND 17 579,090 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 37 906 SH   DFND 20 906 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 3,705 91,035 SH   DFND 21 89,481 0 1,554
BERRY GLOBAL GROUP INC COM 08579W103 960 19,836 SH   DFND 17 19,836 0 0
BERRY GLOBAL GROUP INC COM 08579W103 36 750 SH   DFND 21 750 0 0
BERRY GLOBAL GROUP INC COM 08579W103 436 9,000 SH   DFND 24 9,000 0 0
BEST BUY INC COM 086516101 1,037 13,071 SH   DFND 4 13,071 0 0
BEST BUY INC COM 086516101 27,145 342,055 SH   DFND 17 314,758 0 27,297
BEST BUY INC COM 086516101 1,934 24,376 SH   DFND 20 24,376 0 0
BEST BUY INC COM 086516101 65,475 825,044 SH   DFND 21 715,849 0 109,195
BIG 5 SPORTING GOODS CORP COM 08915P101 747 146,392 SH   DFND 17 28,523 0 117,869
BIG LOTS INC COM 089302103 1,056 25,274 SH   DFND 17 21,205 0 4,069
BIG LOTS INC COM 089302103 310 7,415 SH   DFND 20 7,415 0 0
BIG LOTS INC COM 089302103 17,550 419,966 SH   DFND 21 383,469 0 36,497
BIO RAD LABS INC CL A 090572207 20,147 64,368 SH   DFND 17 33,401 0 30,967
BIOCRYST PHARMACEUTICALS COM 09058V103 2,124 278,418 SH   DFND 17 270,021 0 8,397
BIOMARIN PHARMACEUTICAL INC COM 09061G101 40,451 417,152 SH   DFND 17 360,017 0 57,135
BIOMARIN PHARMACEUTICAL INC COM 09061G101 437 4,511 SH   DFND 21 0 0 4,511
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,907 50,600 SH   DFND 24 50,600 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 40,970 39,535,000 PRN   DFND 17 39,535,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 35,299 29,455,000 PRN   DFND 17 28,630,000 0 825,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 78,643 73,705,000 PRN   DFND 17 66,310,000 0 7,395,000
BIOGEN INC COM 09062X103 8,227 23,286 SH   DFND 4 23,286 0 0
BIOGEN INC COM 09062X103 136,168 385,406 SH   DFND 17 385,406 0 0
BIOGEN INC COM 09062X103 1,630 4,613 SH   DFND 20 4,613 0 0
BIOGEN INC COM 09062X103 39,351 111,379 SH   DFND 21 69,633 0 41,746
BIOGEN INC COM 09062X103 13,850 39,200 SH   DFND 24 39,200 0 0
BIOGEN INC CALL 09062X903 7,102 20,100 SH Call DFND 4 20,100 0 0
BIOGEN INC PUT 09062X953 49,675 140,600 SH Put DFND 4 140,600 0 0
BIOTELEMETRY INC COM 090672106 11,044 171,360 SH   DFND 17 166,605 0 4,755
BIOTELEMETRY INC COM 090672106 1,074 16,658 SH   DFND 21 16,658 0 0
BIO TECHNE CORP COM 09073M104 3,439 16,850 SH   DFND 17 16,850 0 0
BIO TECHNE CORP COM 09073M104 2,265 11,098 SH   DFND 21 10,351 0 747
BIO TECHNE CORP COM 09073M104 1,633 8,000 SH   DFND 24 8,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 4,086 69,865 SH   DFND 17 67,998 0 1,867
BJS RESTAURANTS INC COM 09180C106 1,530 21,187 SH   DFND 17 21,187 0 0
BJS RESTAURANTS INC COM 09180C106 12,231 169,404 SH   DFND 21 139,299 0 30,105
BLACK HILLS CORP COM 092113109 20,481 352,580 SH   DFND 17 352,580 0 0
BLACK KNIGHT INC COM 09215C105 1,232 23,713 SH   DFND 17 23,713 0 0
BLACK KNIGHT INC COM 09215C105 3,876 74,603 SH   DFND 21 74,603 0 0
BLACKBERRY LTD COM 09228F103 216 19,118 SH   DFND 21 0 0 19,118
BLACKROCK INC COM 09247X101 9,653 20,481 SH   DFND 4 20,481 0 0
BLACKROCK INC COM 09247X101 33,605 71,299 SH   DFND 17 51,663 0 19,636
BLACKROCK INC COM 09247X101 636 1,350 SH   DFND 20 1,350 0 0
BLACKROCK INC COM 09247X101 28,541 60,555 SH   DFND 21 55,749 0 4,806
BLACKROCK INC CALL 09247X901 1,744 3,700 SH Call DFND 4 3,700 0 0
BLACKROCK INC PUT 09247X951 34,784 73,800 SH Put DFND 4 73,800 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,550 172,000 SH   DFND 17 172,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 518 15,466 SH   DFND 17 15,466 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 11,937 12,000,000 PRN   DFND 17 12,000,000 0 0
BLOCK H & R INC COM 093671105 575 22,324 SH   DFND 4 22,324 0 0
BLOCK H & R INC COM 093671105 10,541 409,344 SH   DFND 17 125,398 0 283,946
BLOCK H & R INC COM 093671105 207 8,045 SH   DFND 20 8,045 0 0
BLOCK H & R INC COM 093671105 3,944 153,179 SH   DFND 21 151,266 0 1,913
BLOOM ENERGY CORP COM CL A 093712107 32,369 949,795 SH   DFND 17 822,330 0 127,465
BLOOMIN BRANDS INC COM 094235108 1,841 93,016 SH   DFND 21 26,700 0 66,316
BLUCORA INC COM 095229100 343 8,515 SH   DFND 17 8,515 0 0
BLUCORA INC COM 095229100 75 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 15,365 381,749 SH   DFND 21 381,749 0 0
BLUEBIRD BIO INC COM 09609G100 11,983 82,075 SH   DFND 17 68,932 0 13,143
BLUEBIRD BIO INC COM 09609G100 2,803 19,200 SH   DFND 24 19,200 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 411 41,970 SH   DFND 17 41,970 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,238 28,673 SH   DFND 17 28,673 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 788 10,100 SH   DFND 24 10,100 0 0
BOEING CO COM 097023105 1,128 3,034 SH   DFND 4 3,034 0 0
BOEING CO COM 097023105 340,617 915,884 SH   DFND 17 822,652 0 93,232
BOEING CO COM 097023105 353 948 SH   DFND 20 948 0 0
BOEING CO COM 097023105 140,233 377,072 SH   DFND 21 318,645 0 58,427
BOEING CO CALL 097023905 13,500 36,300 SH Call DFND 4 36,300 0 0
BOEING CO PUT 097023955 111,719 300,400 SH Put DFND 4 300,400 0 0
BOINGO WIRELESS INC COM 09739C102 21,725 622,481 SH   DFND 17 519,438 0 103,043
BOISE CASCADE CO DEL COM 09739D100 314 8,521 SH   DFND 21 8,521 0 0
BOOKING HLDGS INC COM 09857L108 8,253 4,160 SH   DFND 4 4,160 0 0
BOOKING HLDGS INC COM 09857L108 7,170 3,614 SH   DFND 17 2,842 0 772
BOOKING HLDGS INC COM 09857L108 15,945 8,037 SH   DFND 20 0 0 8,037
BOOKING HLDGS INC COM 09857L108 86,891 43,796 SH   DFND 21 42,315 0 1,481
BOOKING HLDGS INC COM 09857L108 556 280 SH   DFND 24 280 0 0
BOOKING HLDGS INC CALL 09857L908 4,960 2,500 SH Call DFND 4 2,500 0 0
BOOKING HLDGS INC PUT 09857L958 25,594 12,900 SH Put DFND 4 12,900 0 0
BOOT BARN HLDGS INC COM 099406100 2,193 77,205 SH   DFND 17 77,205 0 0
BOOT BARN HLDGS INC COM 099406100 1,896 66,732 SH   DFND 21 0 0 66,732
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 34,331 691,746 SH   DFND 17 691,746 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,156 43,446 SH   DFND 21 31,057 0 12,389
BORGWARNER INC COM 099724106 635 14,833 SH   DFND 17 14,833 0 0
BORGWARNER INC COM 099724106 2,644 61,793 SH   DFND 21 48,852 0 12,941
BOSTON BEER INC CL A 100557107 2,891 10,055 SH   DFND 17 6,310 0 3,745
BOSTON BEER INC CL A 100557107 264 918 SH   DFND 20 918 0 0
BOSTON BEER INC CL A 100557107 5,096 17,726 SH   DFND 21 11,475 0 6,251
BOSTON PROPERTIES INC COM 101121101 29,949 243,307 SH   DFND 4 243,307 0 0
BOSTON PROPERTIES INC COM 101121101 277 2,252 SH   DFND 17 2,252 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2 39 SH   DFND 4 39 0 0
BOSTON SCIENTIFIC CORP COM 101137107 199,848 5,190,867 SH   DFND 17 5,183,415 0 7,452
BOSTON SCIENTIFIC CORP COM 101137107 80 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 19,466 505,609 SH   DFND 21 435,095 0 70,514
BOSTON SCIENTIFIC CORP CALL 101137907 732 19,000 SH Call DFND 4 19,000 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 16,024 416,200 SH Put DFND 4 416,200 0 0
BOX INC CL A 10316T104 1,072 44,828 SH   DFND 17 44,828 0 0
BRADY CORP CL A 104674106 810 18,520 SH   DFND 17 18,520 0 0
BRADY CORP CL A 104674106 2,111 48,259 SH   DFND 21 48,259 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,288 400,000 SH   DFND 4 400,000 0 0
BRASKEM S A SP ADR PFD A 105532105 532 18,436 SH   DFND 17 18,436 0 0
BRIGGS & STRATTON CORP COM 109043109 228 11,859 SH   DFND 21 11,859 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 13,508 114,627 SH   DFND 17 75,439 0 39,188
BRIGHT HORIZONS FAM SOL IN D COM 109194100 7,963 67,572 SH   DFND 21 21,850 0 45,722
BRIGHTCOVE INC COM 10921T101 3,101 369,153 SH   DFND 17 357,782 0 11,371
BRINKER INTL INC COM 109641100 422 9,041 SH   DFND 17 9,041 0 0
BRINKER INTL INC COM 109641100 8,240 176,334 SH   DFND 21 166,683 0 9,651
BRINKS CO COM 109696104 8,122 116,447 SH   DFND 17 74,432 0 42,015
BRISTOL MYERS SQUIBB CO COM 110122108 141,600 2,280,930 SH   DFND 17 2,105,864 0 175,066
BRISTOL MYERS SQUIBB CO COM 110122108 174 2,796 SH   DFND 20 2,796 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 81,980 1,320,551 SH   DFND 21 953,752 0 366,799
BRISTOL MYERS SQUIBB CO CALL 110122908 22,374 360,400 SH Call DFND 4 360,400 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 46,951 756,300 SH Put DFND 4 756,300 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 13,494 13,295,000 PRN   DFND 17 13,295,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,518 53,993 SH   DFND 17 53,993 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 8,835 189,480 SH   DFND 21 175,856 0 13,624
BRIXMOR PPTY GROUP INC COM 11120U105 755 43,115 SH   DFND 17 43,115 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,845 219,598 SH   DFND 21 219,598 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,484 11,247 SH   DFND 4 11,247 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 13,597 103,044 SH   DFND 17 98,408 0 4,636
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 220 1,671 SH   DFND 20 1,671 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 60,388 457,658 SH   DFND 21 342,720 0 114,938
BROADCOM INC COM 11135F101 6,363 25,789 SH   DFND 4 25,789 0 0
BROADCOM INC COM 11135F101 305,668 1,238,876 SH   DFND 17 1,193,776 0 45,100
BROADCOM INC COM 11135F101 1,213 4,917 SH   DFND 20 4,917 0 0
BROADCOM INC COM 11135F101 25,356 102,768 SH   DFND 21 102,768 0 0
BROADCOM INC CALL 11135F901 5,699 23,100 SH Call DFND 4 23,100 0 0
BROADCOM INC CALL 11135F901 15,297 62,000 SH Call DFND 17 62,000 0 0
BROADCOM INC PUT 11135F951 47,372 192,000 SH Put DFND 4 192,000 0 0
BROOKDALE SR LIVING INC COM 112463104 51,106 5,198,943 SH   DFND 4 5,198,943 0 0
BROOKS AUTOMATION INC COM 114340102 5,834 166,546 SH   DFND 21 166,546 0 0
BROWN & BROWN INC COM 115236101 12,807 433,109 SH   DFND 17 248,311 0 184,798
BROWN FORMAN CORP CL B 115637209 308 6,095 SH   DFND 17 6,095 0 0
BRUKER CORP COM 116794108 29,419 879,486 SH   DFND 17 830,743 0 48,743
BRUKER CORP COM 116794108 483 14,439 SH   DFND 21 11,734 0 2,705
BRUNSWICK CORP COM 117043109 43,473 648,657 SH   DFND 17 648,657 0 0
BUCKLE INC COM 118440106 1,112 48,261 SH   DFND 17 48,261 0 0
BUCKLE INC COM 118440106 5,104 221,417 SH   DFND 21 221,417 0 0
BURLINGTON STORES INC COM 122017106 64,393 395,246 SH   DFND 17 395,246 0 0
BURLINGTON STORES INC COM 122017106 2,025 12,429 SH   DFND 21 12,429 0 0
CAE INC COM 124765108 20,544 1,012,763 SH   DFND 17 1,012,763 0 0
CAE INC COM 124765108 67 3,305 SH   DFND 21 0 0 3,305
CAI INTERNATIONAL INC COM 12477X106 653 28,557 SH   DFND 17 23,288 0 5,269
CAI INTERNATIONAL INC COM 12477X106 34 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 5,221 228,283 SH   DFND 21 190,561 0 37,722
CBIZ INC COM 124805102 7,728 326,064 SH   DFND 17 169,968 0 156,096
CBIZ INC COM 124805102 29 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 2,781 117,356 SH   DFND 21 116,471 0 885
CBTX INC COM 12481V104 749 21,071 SH   DFND 17 21,071 0 0
CBTX INC COM 12481V104 646 18,181 SH   DFND 21 18,181 0 0
CBL & ASSOC PPTYS INC COM 124830100 171 42,787 SH   DFND 17 42,787 0 0
CBL & ASSOC PPTYS INC COM 124830100 972 243,523 SH   DFND 21 243,523 0 0
CBS CORP NEW CL B 124857202 15,471 269,297 SH   DFND 17 266,307 0 2,990
CBS CORP NEW PUT 124857952 2,574 44,800 SH Put DFND 4 44,800 0 0
CBRE GROUP INC CL A 12504L109 7,326 166,116 SH   DFND 17 135,340 0 30,776
CBRE GROUP INC CL A 12504L109 808 18,318 SH   DFND 21 0 0 18,318
CDW CORP COM 12514G108 22,057 248,057 SH   DFND 17 222,117 0 25,940
CDW CORP COM 12514G108 261 2,933 SH   DFND 20 2,933 0 0
CDW CORP COM 12514G108 32,342 363,718 SH   DFND 21 342,559 0 21,159
CF INDS HLDGS INC COM 125269100 21,610 396,943 SH   DFND 17 396,943 0 0
CF INDS HLDGS INC COM 125269100 5,927 108,863 SH   DFND 21 100,996 0 7,867
CF INDS HLDGS INC COM 125269100 11,280 207,200 SH   DFND 24 207,200 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 200 2,045 SH   DFND 17 2,045 0 0
CIGNA CORPORATION COM 125509109 1,763 8,466 SH   DFND 4 8,466 0 0
CIGNA CORPORATION COM 125509109 24,766 118,923 SH   DFND 17 114,945 0 3,978
CIGNA CORPORATION COM 125509109 78,925 378,990 SH   DFND 21 263,615 0 115,375
CIGNA CORPORATION CALL 125509909 2,666 12,800 SH Call DFND 4 12,800 0 0
CIGNA CORPORATION PUT 125509959 21,200 101,800 SH Put DFND 4 101,800 0 0
CIT GROUP INC COM NEW 125581801 1,359 26,331 SH   DFND 4 26,331 0 0
CME GROUP INC COM CL A 12572Q105 30,541 179,429 SH   DFND 17 142,098 0 37,331
CME GROUP INC COM CL A 12572Q105 35,999 211,496 SH   DFND 21 211,496 0 0
CME GROUP INC CALL 12572Q905 2,502 14,700 SH Call DFND 4 14,700 0 0
CME GROUP INC PUT 12572Q955 35,608 209,200 SH Put DFND 4 209,200 0 0
CMS ENERGY CORP COM 125896100 686 13,991 SH   DFND 17 13,991 0 0
CMS ENERGY CORP COM 125896100 2,193 44,754 SH   DFND 21 41,112 0 3,642
CNA FINL CORP COM 126117100 4,040 88,489 SH   DFND 17 64,793 0 23,696
CNA FINL CORP COM 126117100 224 4,899 SH   DFND 20 4,899 0 0
CNA FINL CORP COM 126117100 21,790 477,325 SH   DFND 21 397,553 0 79,772
CRA INTL INC COM 12618T105 4,303 85,682 SH   DFND 17 83,066 0 2,616
CNO FINL GROUP INC COM 12621E103 28,038 1,321,287 SH   DFND 17 1,308,265 0 13,022
CNO FINL GROUP INC COM 12621E103 215 10,147 SH   DFND 20 10,147 0 0
CNO FINL GROUP INC COM 12621E103 15,294 720,729 SH   DFND 21 553,651 0 167,078
CSG SYS INTL INC COM 126349109 280 6,983 SH   DFND 17 1,940 0 5,043
CSG SYS INTL INC COM 126349109 4,826 120,239 SH   DFND 21 41,103 0 79,136
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 28,090 26,620,000 PRN   DFND 17 26,620,000 0 0
CSX CORP COM 126408103 96 1,299 SH   DFND 4 1,299 0 0
CSX CORP COM 126408103 945 12,768 SH   DFND 17 12,768 0 0
CSX CORP COM 126408103 7,116 96,099 SH   DFND 21 93,312 0 2,787
CSX CORP CALL 126408903 3,517 47,500 SH Call DFND 4 47,500 0 0
CSX CORP PUT 126408953 26,465 357,400 SH Put DFND 4 357,400 0 0
CNX RESOURCES CORPORATION COM 12653C108 291 20,301 SH   DFND 21 6,775 0 13,526
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 24,206 1,257,468 SH   DFND 17 1,257,468 0 0
CVS HEALTH CORP COM 126650100 867 11,019 SH   DFND 4 11,019 0 0
CVS HEALTH CORP COM 126650100 105,208 1,336,488 SH   DFND 17 1,318,998 0 17,490
CVS HEALTH CORP COM 126650100 1,819 23,104 SH   DFND 20 23,104 0 0
CVS HEALTH CORP COM 126650100 176,383 2,240,635 SH   DFND 21 1,774,824 0 465,811
CVS HEALTH CORP CALL 126650900 4,290 54,500 SH Call DFND 4 54,500 0 0
CVS HEALTH CORP PUT 126650950 36,872 468,400 SH Put DFND 4 468,400 0 0
CA INC COM 12673P105 24,300 550,386 SH   DFND 4 506,285 0 44,101
CA INC COM 12673P105 517 11,712 SH   DFND 17 11,712 0 0
CA INC COM 12673P105 533 12,072 SH   DFND 20 12,072 0 0
CA INC COM 12673P105 36,240 820,849 SH   DFND 21 648,963 0 171,886
C&J ENERGY SVCS INC NEW COM 12674R100 107 5,135 SH   DFND 20 5,135 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 302 14,514 SH   DFND 21 14,514 0 0
CABOT CORP COM 127055101 25,163 401,191 SH   DFND 17 401,191 0 0
CABOT CORP COM 127055101 777 12,394 SH   DFND 21 12,394 0 0
CABOT OIL & GAS CORP COM 127097103 4,919 218,422 SH   DFND 4 218,422 0 0
CABOT OIL & GAS CORP COM 127097103 147 6,541 SH   DFND 17 6,541 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 5,757 55,805 SH   DFND 17 46,109 0 9,696
CABOT MICROELECTRONICS CORP COM 12709P103 38 366 SH   DFND 20 366 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 16,984 164,618 SH   DFND 21 113,669 0 50,949
CACI INTL INC CL A 127190304 6,523 35,423 SH   DFND 17 14,361 0 21,062
CACI INTL INC CL A 127190304 4,558 24,753 SH   DFND 21 24,753 0 0
CACTUS INC CL A 127203107 376 9,810 SH   DFND 17 9,810 0 0
CACTUS INC CL A 127203107 1,735 45,325 SH   DFND 21 40,896 0 4,429
CADENCE DESIGN SYSTEM INC COM 127387108 93,586 2,065,009 SH   DFND 17 2,065,009 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,559 144,716 SH   DFND 21 3,560 0 141,156
CADENCE BANCORPORATION CL A 12739A100 3,536 135,359 SH   DFND 17 135,359 0 0
CADENCE BANCORPORATION CL A 12739A100 18,777 718,865 SH   DFND 21 436,408 0 282,457
CAESARS ENTMT CORP COM 127686103 388,592 37,911,394 SH   DFND 4 37,911,394 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 132,368 81,153,179 PRN   DFND 4 81,153,179 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 174,617 107,220,000 PRN   DFND 17 103,275,000 0 3,945,000
CALAVO GROWERS INC COM 128246105 22,694 234,925 SH   DFND 17 161,012 0 73,913
CALAVO GROWERS INC COM 128246105 4,948 51,221 SH   DFND 24 51,221 0 0
CALLAWAY GOLF CO COM 131193104 9,249 380,763 SH   DFND 17 245,698 0 135,065
CALLAWAY GOLF CO COM 131193104 172 7,090 SH   DFND 21 0 0 7,090
CALLON PETE CO DEL COM 13123X102 15,347 1,280,000 SH   DFND 4 1,280,000 0 0
CALLON PETE CO DEL COM 13123X102 13,648 1,138,245 SH   DFND 17 740,496 0 397,749
CAMBIUM LEARNING GRP INC COM 13201A107 292 24,623 SH   DFND 21 24,623 0 0
CAMDEN PPTY TR SH BEN INT 133131102 17,472 186,724 SH   DFND 4 186,724 0 0
CAMECO CORP COM 13321L108 11,141 977,695 SH   DFND 21 977,695 0 0
CAMPBELL SOUP CO COM 134429109 101 2,763 SH   DFND 17 2,763 0 0
CAMPBELL SOUP CO COM 134429109 10,399 283,889 SH   DFND 21 283,889 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 9,211 98,377 SH   DFND 17 84,155 0 14,222
CDN IMPERIAL BK COMM TORONTO COM 136069101 878 9,379 SH   DFND 20 9,379 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 99,039 1,057,731 SH   DFND 21 646,207 0 411,524
CANADIAN NATL RY CO COM 136375102 421 4,698 SH   DFND 17 4,698 0 0
CANADIAN NATL RY CO COM 136375102 8,838 98,591 SH   DFND 21 73,685 0 24,906
CANADIAN NAT RES LTD COM 136385101 4,993 152,928 SH   DFND 17 152,928 0 0
CANADIAN NAT RES LTD COM 136385101 7,618 233,354 SH   DFND 21 173,936 0 59,418
CANADIAN PAC RY LTD COM 13645T100 20,661 97,714 SH   DFND 17 97,714 0 0
CANADIAN PAC RY LTD COM 13645T100 705 3,332 SH   DFND 21 2,265 0 1,067
CANNAE HLDGS INC COM 13765N107 1,200 57,293 SH   DFND 17 11,707 0 45,586
CANNAE HLDGS INC COM 13765N107 1,365 65,143 SH   DFND 21 55,991 0 9,152
CAPITAL ONE FINL CORP COM 14040H105 7,860 82,796 SH   DFND 4 82,796 0 0
CAPITAL ONE FINL CORP COM 14040H105 11,561 121,784 SH   DFND 17 113,498 0 8,286
CAPITAL ONE FINL CORP COM 14040H105 812 8,550 SH   DFND 20 8,550 0 0
CAPITAL ONE FINL CORP COM 14040H105 65,088 685,639 SH   DFND 21 452,353 0 233,286
CAPITAL ONE FINL CORP CALL 14040H905 2,297 24,200 SH Call DFND 4 24,200 0 0
CAPITAL ONE FINL CORP PUT 14040H955 18,483 194,700 SH Put DFND 4 194,700 0 0
CAPITOL FED FINL INC COM 14057J101 355 27,842 SH   DFND 17 27,842 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 649 82,030 SH   DFND 17 82,030 0 0
CARA THERAPEUTICS INC COM 140755109 2,567 107,175 SH   DFND 17 103,947 0 3,228
CARBON BLACK INC COM 14081R103 2,104 99,320 SH   DFND 17 99,320 0 0
CARBONITE INC COM 141337105 7,603 213,275 SH   DFND 17 207,995 0 5,280
CARDINAL HEALTH INC COM 14149Y108 760 14,076 SH   DFND 4 14,076 0 0
CARDINAL HEALTH INC COM 14149Y108 4,074 75,442 SH   DFND 17 75,442 0 0
CARDINAL HEALTH INC COM 14149Y108 136 2,512 SH   DFND 20 2,512 0 0
CARDINAL HEALTH INC COM 14149Y108 25,232 467,265 SH   DFND 21 467,265 0 0
CARDINAL HEALTH INC CALL 14149Y908 659 12,200 SH Call DFND 4 12,200 0 0
CARDINAL HEALTH INC PUT 14149Y958 6,313 116,900 SH Put DFND 4 116,900 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 19,466 20,000,000 PRN   DFND 17 20,000,000 0 0
CARDLYTICS INC COM 14161W105 4,282 171,002 SH   DFND 17 166,979 0 4,023
CARE COM INC COM 141633107 3,162 143,015 SH   DFND 17 65,760 0 77,255
CAREDX INC COM 14167L103 4,370 151,461 SH   DFND 17 15,141 0 136,320
CAREDX INC COM 14167L103 243 8,415 SH   DFND 21 8,415 0 0
CARETRUST REIT INC COM 14174T107 266 14,995 SH   DFND 20 14,995 0 0
CARETRUST REIT INC COM 14174T107 934 52,738 SH   DFND 21 52,738 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,165 96,680 SH   DFND 4 96,680 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 5,111 80,145 SH   DFND 17 80,145 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 33,786 529,809 SH   DFND 21 99,543 0 430,266
CARNIVAL CORP CALL 143658900 988 15,500 SH Call DFND 4 15,500 0 0
CARNIVAL CORP PUT 143658950 10,898 170,900 SH Put DFND 4 170,900 0 0
CARNIVAL PLC ADR 14365C103 5,964 94,542 SH   DFND 17 94,542 0 0
CAROLINA FINL CORP NEW COM 143873107 2,867 75,996 SH   DFND 17 75,996 0 0
CARRIAGE SVCS INC COM 143905107 3,495 162,193 SH   DFND 17 156,451 0 5,742
CARPENTER TECHNOLOGY CORP COM 144285103 332 5,638 SH   DFND 21 5,638 0 0
CARRIZO OIL & GAS INC COM 144577103 1,645 65,261 SH   DFND 17 65,261 0 0
CARRIZO OIL & GAS INC COM 144577103 105 4,172 SH   DFND 21 4,172 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 5,274 361,233 SH   DFND 17 349,041 0 12,192
CARTERS INC COM 146229109 31,427 318,728 SH   DFND 17 270,777 0 47,951
CARTERS INC COM 146229109 80 811 SH   DFND 21 811 0 0
CASELLA WASTE SYS INC CL A 147448104 1,015 32,680 SH   DFND 17 0 0 32,680
CASTLIGHT HEALTH INC CL B 14862Q100 215 79,770 SH   DFND 21 79,770 0 0
CATALENT INC COM 148806102 25,678 563,738 SH   DFND 17 422,416 0 141,322
CATERPILLAR INC DEL COM 149123101 7,532 49,395 SH   DFND 4 49,395 0 0
CATERPILLAR INC DEL COM 149123101 328,648 2,155,211 SH   DFND 17 2,103,583 0 51,628
CATERPILLAR INC DEL COM 149123101 56,620 371,306 SH   DFND 21 308,959 0 62,347
CATERPILLAR INC DEL CALL 149123901 4,788 31,400 SH Call DFND 4 31,400 0 0
CATERPILLAR INC DEL PUT 149123951 39,922 261,800 SH Put DFND 4 261,800 0 0
CATHAY GEN BANCORP COM 149150104 40 970 SH   DFND 20 970 0 0
CATHAY GEN BANCORP COM 149150104 1,631 39,361 SH   DFND 21 2,572 0 36,789
CATO CORP NEW CL A 149205106 1,771 84,265 SH   DFND 17 68,860 0 15,405
CELANESE CORP DEL COM 150870103 15,092 132,382 SH   DFND 17 132,382 0 0
CELANESE CORP DEL COM 150870103 560 4,908 SH   DFND 20 4,908 0 0
CELANESE CORP DEL COM 150870103 9,281 81,415 SH   DFND 21 67,242 0 14,173
CELESTICA INC SUB VTG SHS 15101Q108 221 20,449 SH   DFND 20 20,449 0 0
CELESTICA INC SUB VTG SHS 15101Q108 826 76,295 SH   DFND 21 76,295 0 0
CELGENE CORP COM 151020104 29,792 332,905 SH   DFND 17 330,390 0 2,515
CELGENE CORP COM 151020104 5,261 58,787 SH   DFND 20 0 0 58,787
CELGENE CORP COM 151020104 26,040 290,986 SH   DFND 21 255,199 0 35,787
CELGENE CORP COM 151020104 9,396 105,000 SH   DFND 24 105,000 0 0
CELGENE CORP CALL 151020904 17,970 200,800 SH Call DFND 4 200,800 0 0
CELGENE CORP PUT 151020954 33,577 375,200 SH Put DFND 4 375,200 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 23,306 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 8,237 56,891 SH   DFND 4 56,891 0 0
CENTENE CORP DEL COM 15135B101 10,585 73,111 SH   DFND 17 73,111 0 0
CENTENE CORP DEL COM 15135B101 694 4,796 SH   DFND 20 4,796 0 0
CENTENE CORP DEL COM 15135B101 62,246 429,934 SH   DFND 21 283,214 0 146,720
CENTENE CORP DEL PUT 15135B951 956 6,600 SH Put DFND 4 6,600 0 0
CENOVUS ENERGY INC COM 15135U109 531 52,907 SH   DFND 4 52,907 0 0
CENOVUS ENERGY INC COM 15135U109 6,462 644,050 SH   DFND 21 644,050 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 6,555 300,000 SH   DFND 4 300,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 25,518 922,905 SH   DFND 17 569,644 0 353,261
CENTERPOINT ENERGY INC COM 15189T107 1,239 44,806 SH   DFND 20 44,806 0 0
CENTERPOINT ENERGY INC COM 15189T107 88,618 3,204,990 SH   DFND 21 2,760,302 0 444,688
CENTERSTATE BK CORP COM 15201P109 29,640 1,056,678 SH   DFND 17 908,980 0 147,698
CENTRAL GARDEN & PET CO COM 153527106 1,623 45,020 SH   DFND 17 45,020 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 841 25,371 SH   DFND 17 16,224 0 9,147
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 194 5,845 SH   DFND 20 5,845 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,352 70,982 SH   DFND 21 65,026 0 5,956
CENTURY CASINOS INC COM 156492100 3,184 426,839 SH   DFND 17 413,545 0 13,294
CENTURYLINK INC COM 156700106 8,161 384,946 SH   DFND 17 218,161 0 166,785
CENTURYLINK INC COM 156700106 20,437 964,003 SH   DFND 21 962,055 0 1,948
CERIDIAN HCM HLDG INC COM 15677J108 6,592 156,840 SH   DFND 17 126,970 0 29,870
CERNER CORP COM 156782104 13 206 SH   DFND 4 206 0 0
CERNER CORP COM 156782104 1,314 20,399 SH   DFND 17 20,399 0 0
CERNER CORP CALL 156782904 457 7,100 SH Call DFND 4 7,100 0 0
CERNER CORP PUT 156782954 3,092 48,000 SH Put DFND 4 48,000 0 0
CERUS CORP COM 157085101 2,734 379,253 SH   DFND 17 379,253 0 0
CHARLES RIV LABS INTL INC COM 159864107 14,082 104,670 SH   DFND 17 64,315 0 40,355
CHARLES RIV LABS INTL INC COM 159864107 52 388 SH   DFND 20 388 0 0
CHARLES RIV LABS INTL INC COM 159864107 13,108 97,426 SH   DFND 21 79,562 0 17,864
CHART INDS INC COM PAR $0.01 16115Q308 11,132 142,120 SH   DFND 17 92,625 0 49,495
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,336 4,100 SH   DFND 17 4,100 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 16,620 51,000 SH Call DFND 4 51,000 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 35,782 109,800 SH Put DFND 4 109,800 0 0
CHATHAM LODGING TR COM 16208T102 1,420 67,977 SH   DFND 17 62,425 0 5,552
CHATHAM LODGING TR COM 16208T102 3,001 143,646 SH   DFND 21 41,807 0 101,839
CHEFS WHSE INC COM 163086101 399 10,967 SH   DFND 21 10,967 0 0
CHEGG INC COM 163092109 988 34,766 SH   DFND 17 34,766 0 0
CHEMED CORP NEW COM 16359R103 2,578 8,066 SH   DFND 17 8,066 0 0
CHEMED CORP NEW COM 16359R103 13,747 43,017 SH   DFND 21 41,082 0 1,935
CHEMICAL FINL CORP COM 163731102 2,731 51,135 SH   DFND 21 0 0 51,135
CHEMOURS CO COM 163851108 87,281 2,213,010 SH   DFND 17 2,135,681 0 77,329
CHENIERE ENERGY INC COM NEW 16411R208 12,604 181,383 SH   DFND 4 131,383 0 50,000
CHENIERE ENERGY INC COM NEW 16411R208 346 4,976 SH   DFND 17 4,976 0 0
CHENIERE ENERGY INC COM NEW 16411R208 229 3,294 SH   DFND 21 3,294 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 164,871 207,385,000 PRN   DFND 17 196,805,000 0 10,580,000
CHESAPEAKE ENERGY CORP COM 165167107 31,990 7,124,680 SH   DFND 17 7,124,680 0 0
CHESAPEAKE ENERGY CORP COM 165167107 156 34,771 SH   DFND 21 34,771 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 70,834 71,650,000 PRN   DFND 17 71,650,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,547 48,252 SH   DFND 21 35,811 0 12,441
CHEVRON CORP NEW COM 166764100 10,510 85,951 SH   DFND 4 85,951 0 0
CHEVRON CORP NEW COM 166764100 84,737 692,973 SH   DFND 17 626,260 0 66,713
CHEVRON CORP NEW COM 166764100 3,147 25,732 SH   DFND 20 25,732 0 0
CHEVRON CORP NEW COM 166764100 190,772 1,560,124 SH   DFND 21 1,257,638 0 302,486
CHEVRON CORP NEW COM 166764100 2,568 21,000 SH   DFND 24 21,000 0 0
CHEVRON CORP NEW CALL 166764900 11,519 94,200 SH Call DFND 4 94,200 0 0
CHEVRON CORP NEW PUT 166764950 90,695 741,700 SH Put DFND 4 741,700 0 0
CHICOS FAS INC COM 168615102 3,931 453,362 SH   DFND 17 54,440 0 398,922
CHICOS FAS INC COM 168615102 1,692 195,147 SH   DFND 21 195,147 0 0
CHILDRENS PL INC COM 168905107 8,309 65,015 SH   DFND 17 35,619 0 29,396
CHIMERA INVT CORP COM NEW 16934Q208 7,222 398,326 SH   DFND 17 111,914 0 286,412
CHIMERA INVT CORP COM NEW 16934Q208 307 16,932 SH   DFND 20 16,932 0 0
CHIMERA INVT CORP COM NEW 16934Q208 6,001 331,012 SH   DFND 21 310,163 0 20,849
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,480 30,239 SH   DFND 17 30,239 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,253 86,911 SH   DFND 21 86,911 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 890 8,863 SH   DFND 17 8,863 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 162 356 SH   DFND 17 356 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 211 464 SH   DFND 21 464 0 0
CHURCH & DWIGHT INC COM 171340102 22,086 372,011 SH   DFND 17 372,011 0 0
CHURCH & DWIGHT INC COM 171340102 801 13,489 SH   DFND 20 13,489 0 0
CHURCH & DWIGHT INC COM 171340102 2,285 38,492 SH   DFND 21 38,492 0 0
CHURCHILL DOWNS INC COM 171484108 16,904 60,870 SH   DFND 17 36,389 0 24,481
CHURCHILL DOWNS INC COM 171484108 849 3,058 SH   DFND 21 3,058 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 35,778 23,135,000 PRN   DFND 17 21,110,000 0 2,025,000
CIRRUS LOGIC INC COM 172755100 98 2,549 SH   DFND 17 2,549 0 0
CIRRUS LOGIC INC COM 172755100 62 1,600 SH   DFND 20 1,600 0 0
CIRRUS LOGIC INC COM 172755100 6,562 169,995 SH   DFND 21 169,995 0 0
CISCO SYS INC COM 17275R102 19,092 392,438 SH   DFND 4 392,438 0 0
CISCO SYS INC COM 17275R102 209,108 4,298,211 SH   DFND 17 3,716,361 0 581,850
CISCO SYS INC COM 17275R102 3,641 74,833 SH   DFND 20 74,833 0 0
CISCO SYS INC COM 17275R102 365,112 7,504,872 SH   DFND 21 5,714,522 0 1,790,350
CISCO SYS INC CALL 17275R902 32,668 671,500 SH Call DFND 4 671,500 0 0
CISCO SYS INC PUT 17275R952 82,729 1,700,500 SH Put DFND 4 1,700,500 0 0
CINTAS CORP COM 172908105 247 1,250 SH   DFND 17 1,250 0 0
CITIGROUP INC COM NEW 172967424 107,171 1,493,875 SH   DFND 4 1,493,875 0 0
CITIGROUP INC COM NEW 172967424 135,684 1,891,331 SH   DFND 17 1,624,083 0 267,248
CITIGROUP INC COM NEW 172967424 15,155 211,247 SH   DFND 20 28,110 0 183,137
CITIGROUP INC COM NEW 172967424 195,616 2,726,736 SH   DFND 21 2,176,469 0 550,267
CITIGROUP INC CALL 172967904 32,183 448,600 SH Call DFND 4 448,600 0 0
CITIGROUP INC PUT 172967954 82,817 1,154,400 SH Put DFND 4 1,154,400 0 0
CITI TRENDS INC COM 17306X102 21 745 SH   DFND 17 745 0 0
CITI TRENDS INC COM 17306X102 486 16,894 SH   DFND 21 16,894 0 0
CITIZENS FINL GROUP INC COM 174610105 536 13,885 SH   DFND 4 13,885 0 0
CITIZENS FINL GROUP INC COM 174610105 115,857 3,003,823 SH   DFND 17 3,003,823 0 0
CITIZENS FINL GROUP INC COM 174610105 1,010 26,194 SH   DFND 20 26,194 0 0
CITIZENS FINL GROUP INC COM 174610105 43,127 1,118,146 SH   DFND 21 1,064,490 0 53,656
CITIZENS FINL GROUP INC PUT 174610955 918 23,800 SH Put DFND 4 23,800 0 0
CITRIX SYS INC COM 177376100 1,126 10,127 SH   DFND 4 10,127 0 0
CITRIX SYS INC COM 177376100 208 1,868 SH   DFND 17 1,868 0 0
CITRIX SYS INC COM 177376100 4,243 38,168 SH   DFND 21 16,515 0 21,653
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 146,185 95,045,000 PRN   DFND 17 91,790,000 0 3,255,000
CLARUS CORP NEW COM 18270P109 1,008 91,255 SH   DFND 17 91,255 0 0
CLEARWAY ENERGY INC CL A 18539C105 107 5,600 SH   DFND 17 5,600 0 0
CLEARWAY ENERGY INC CL A 18539C105 523 27,443 SH   DFND 21 27,443 0 0
CLEVELAND CLIFFS INC COM 185899101 159 12,554 SH   DFND 21 12,554 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 63,766 37,950,000 PRN   DFND 17 35,630,000 0 2,320,000
CLOROX CO DEL COM 189054109 716 4,763 SH   DFND 4 4,763 0 0
CLOROX CO DEL COM 189054109 2,893 19,233 SH   DFND 17 19,233 0 0
CLOVIS ONCOLOGY INC COM 189464100 760 25,865 SH   DFND 17 25,865 0 0
CLOVIS ONCOLOGY INC COM 189464100 728 24,800 SH   DFND 24 24,800 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 31,037 33,270,000 PRN   DFND 17 33,270,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 27,845 35,880,000 PRN   DFND 17 35,880,000 0 0
COCA COLA CO COM 191216100 1,055 22,847 SH   DFND 4 22,847 0 0
COCA COLA CO COM 191216100 6,994 151,414 SH   DFND 17 151,414 0 0
COCA COLA CO COM 191216100 12,160 263,267 SH   DFND 21 225,173 0 38,094
COCA COLA CO CALL 191216900 10,153 219,800 SH Call DFND 4 219,800 0 0
COCA COLA CO PUT 191216950 54,135 1,172,000 SH Put DFND 4 1,172,000 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 511 8,340 SH   DFND 21 8,340 0 0
CODEXIS INC COM 192005106 2,849 166,119 SH   DFND 17 161,129 0 4,990
COGNEX CORP COM 192422103 21,821 390,911 SH   DFND 17 313,641 0 77,270
COGNEX CORP COM 192422103 2,504 44,852 SH   DFND 20 44,852 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,165 79,904 SH   DFND 4 79,904 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,101 130,929 SH   DFND 17 126,970 0 3,959
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 708 9,176 SH   DFND 20 9,176 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 19,157 248,303 SH   DFND 21 177,018 0 71,285
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,728 22,400 SH Call DFND 4 22,400 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 11,850 153,600 SH Call DFND 17 153,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 22,790 295,400 SH Put DFND 4 295,400 0 0
COHERENT INC COM 192479103 31,011 180,095 SH   DFND 17 160,910 0 19,185
COHERENT INC COM 192479103 48 277 SH   DFND 20 277 0 0
COHERENT INC COM 192479103 4,812 27,947 SH   DFND 21 27,947 0 0
COHEN & STEERS INC COM 19247A100 246 6,059 SH   DFND 17 6,059 0 0
COHU INC COM 192576106 66 2,625 SH   DFND 17 2,625 0 0
COHU INC COM 192576106 591 23,544 SH   DFND 21 0 0 23,544
COLGATE PALMOLIVE CO COM 194162103 6,819 101,849 SH   DFND 4 101,849 0 0
COLGATE PALMOLIVE CO COM 194162103 1,464 21,860 SH   DFND 17 21,860 0 0
COLGATE PALMOLIVE CO COM 194162103 12,274 183,330 SH   DFND 21 63,288 0 120,042
COLGATE PALMOLIVE CO COM 194162103 442 6,600 SH   DFND 24 6,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 2,042 30,500 SH Call DFND 4 30,500 0 0
COLGATE PALMOLIVE CO PUT 194162953 28,815 430,400 SH Put DFND 4 430,400 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 457 5,903 SH   DFND 17 5,903 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 283 3,655 SH   DFND 20 3,655 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 3,888 50,233 SH   DFND 21 43,224 0 7,009
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,023 5,500,000 PRN   DFND 17 5,500,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 31,430 5,160,911 SH   DFND 4 5,160,911 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 2,087 22,425 SH   DFND 17 22,425 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 7,304 78,475 SH   DFND 21 2,667 0 75,808
COLUMBUS MCKINNON CORP N Y COM 199333105 10,708 270,823 SH   DFND 17 168,326 0 102,497
COLUMBUS MCKINNON CORP N Y COM 199333105 118 2,993 SH   DFND 21 2,993 0 0
COMFORT SYS USA INC COM 199908104 339 6,004 SH   DFND 20 6,004 0 0
COMFORT SYS USA INC COM 199908104 1,086 19,260 SH   DFND 21 19,260 0 0
COMCAST CORP NEW CL A 20030N101 9,956 281,177 SH   DFND 4 281,177 0 0
COMCAST CORP NEW CL A 20030N101 310,727 8,775,106 SH   DFND 17 8,023,629 0 751,477
COMCAST CORP NEW CL A 20030N101 2,794 78,917 SH   DFND 20 78,917 0 0
COMCAST CORP NEW CL A 20030N101 235,607 6,653,679 SH   DFND 21 4,874,279 0 1,779,400
COMCAST CORP NEW CALL 20030N901 38,551 1,088,700 SH Call DFND 4 1,088,700 0 0
COMCAST CORP NEW PUT 20030N951 50,470 1,425,300 SH Put DFND 4 1,425,300 0 0
COMERICA INC COM 200340107 106,902 1,185,169 SH   DFND 17 1,185,169 0 0
COMERICA INC COM 200340107 349 3,864 SH   DFND 20 3,864 0 0
COMERICA INC COM 200340107 36,268 402,085 SH   DFND 21 351,747 0 50,338
COMMERCE BANCSHARES INC COM 200525103 1,231 18,639 SH   DFND 21 18,639 0 0
COMMERCIAL VEH GROUP INC COM 202608105 3,159 344,886 SH   DFND 17 334,597 0 10,289
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 386 17,979 SH   DFND 20 17,979 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1,102 51,321 SH   DFND 21 51,321 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 135 25,600 SH   DFND 17 25,600 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 271 51,342 SH   DFND 21 51,342 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 388 13,903 SH   DFND 21 13,903 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 25 1,900 SH   DFND 17 1,900 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 13,737 1,024,353 SH   DFND 21 1,024,353 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 654 36,045 SH   DFND 17 36,045 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 414 11,423 SH   DFND 17 11,423 0 0
CONAGRA BRANDS INC COM 205887102 1,300 38,256 SH   DFND 4 38,256 0 0
CONAGRA BRANDS INC COM 205887102 674 19,853 SH   DFND 17 19,853 0 0
CONAGRA BRANDS INC COM 205887102 462 13,590 SH   DFND 20 13,590 0 0
CONAGRA BRANDS INC COM 205887102 12,872 378,931 SH   DFND 21 228,075 0 150,856
CONCHO RES INC COM 20605P101 426 2,791 SH   DFND 4 2,791 0 0
CONCHO RES INC COM 20605P101 7,355 48,148 SH   DFND 17 48,148 0 0
CONCHO RES INC COM 20605P101 917 6,000 SH   DFND 24 6,000 0 0
CONCHO RES INC CALL 20605P901 611 4,000 SH Call DFND 4 4,000 0 0
CONCHO RES INC PUT 20605P951 9,959 65,200 SH Put DFND 4 65,200 0 0
CONFORMIS INC COM 20717E101 134 126,168 SH   DFND 21 126,168 0 0
CONMED CORP COM 207410101 660 8,334 SH   DFND 17 8,334 0 0
CONMED CORP COM 207410101 1,858 23,451 SH   DFND 21 23,451 0 0
CONOCOPHILLIPS COM 20825C104 3,245 41,923 SH   DFND 4 41,923 0 0
CONOCOPHILLIPS COM 20825C104 139,051 1,796,523 SH   DFND 17 1,732,203 0 64,320
CONOCOPHILLIPS COM 20825C104 1,477 19,088 SH   DFND 20 19,088 0 0
CONOCOPHILLIPS COM 20825C104 42,212 545,376 SH   DFND 21 230,605 0 314,771
CONOCOPHILLIPS COM 20825C104 1,393 18,000 SH   DFND 24 18,000 0 0
CONOCOPHILLIPS CALL 20825C904 4,435 57,300 SH Call DFND 4 57,300 0 0
CONOCOPHILLIPS PUT 20825C954 38,414 496,300 SH Put DFND 4 496,300 0 0
CONSOL ENERGY INC NEW COM 20854L108 2,566 62,884 SH   DFND 17 54,528 0 8,356
CONSOL ENERGY INC NEW COM 20854L108 127 3,109 SH   DFND 20 3,109 0 0
CONSOL ENERGY INC NEW COM 20854L108 9,209 225,662 SH   DFND 21 111,078 0 114,584
CONSOLIDATED EDISON INC COM 209115104 10,305 135,248 SH   DFND 17 43,291 0 91,957
CONSOLIDATED EDISON INC COM 209115104 171 2,241 SH   DFND 20 2,241 0 0
CONSOLIDATED EDISON INC COM 209115104 34,306 450,268 SH   DFND 21 421,498 0 28,770
CONSOLIDATED EDISON INC CALL 209115904 1,082 14,200 SH Call DFND 4 14,200 0 0
CONSOLIDATED EDISON INC PUT 209115954 9,402 123,400 SH Put DFND 4 123,400 0 0
CONSTELLATION BRANDS INC CL A 21036P108 539 2,498 SH   DFND 4 2,498 0 0
CONSTELLATION BRANDS INC CL A 21036P108 85,128 394,806 SH   DFND 17 365,254 0 29,552
CONSTELLATION BRANDS INC CL A 21036P108 1,763 8,176 SH   DFND 20 8,176 0 0
CONSTELLATION BRANDS INC CL A 21036P108 98,570 457,149 SH   DFND 21 417,617 0 39,532
CONSTELLATION BRANDS INC CL A 21036P108 1,164 5,400 SH   DFND 24 5,400 0 0
CONSTELLATION BRANDS INC CALL 21036P908 2,048 9,500 SH Call DFND 4 9,500 0 0
CONSTELLATION BRANDS INC PUT 21036P958 23,330 108,200 SH Put DFND 4 108,200 0 0
CONTINENTAL RESOURCES INC COM 212015101 6,515 95,420 SH   DFND 17 95,420 0 0
CONTINENTAL RESOURCES INC COM 212015101 173 2,535 SH   DFND 20 2,535 0 0
CONTINENTAL RESOURCES INC COM 212015101 866 12,688 SH   DFND 21 8,783 0 3,905
CONTINENTAL RESOURCES INC COM 212015101 819 12,000 SH   DFND 24 12,000 0 0
CONVERGYS CORP COM 212485106 19,668 828,489 SH   DFND 17 828,489 0 0
CONVERGYS CORP COM 212485106 11,240 473,465 SH   DFND 21 459,254 0 14,211
COOPER COS INC COM NEW 216648402 14,938 53,899 SH   DFND 17 53,899 0 0
COOPER COS INC COM NEW 216648402 9,484 34,219 SH   DFND 20 1,680 0 32,539
COOPER COS INC COM NEW 216648402 65,549 236,510 SH   DFND 21 170,209 0 66,301
COOPER STD HLDGS INC COM 21676P103 84 703 SH   DFND 17 703 0 0
COOPER STD HLDGS INC COM 21676P103 58 481 SH   DFND 20 481 0 0
COOPER STD HLDGS INC COM 21676P103 6,022 50,193 SH   DFND 21 49,313 0 880
COPART INC COM 217204106 730 14,157 SH   DFND 4 14,157 0 0
COPART INC COM 217204106 2,734 53,052 SH   DFND 17 53,052 0 0
COPART INC COM 217204106 899 17,449 SH   DFND 20 17,449 0 0
COPART INC COM 217204106 18,129 351,812 SH   DFND 21 351,812 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 1,124 148,868 SH   DFND 17 143,836 0 5,032
CORESITE RLTY CORP COM 21870Q105 615 5,535 SH   DFND 4 5,535 0 0
CORECIVIC INC COM 21871N101 810 33,285 SH   DFND 17 0 0 33,285
CORNERSTONE ONDEMAND INC COM 21925Y103 26,145 460,700 SH   DFND 17 460,700 0 0
CORNING INC COM 219350105 5 131 SH   DFND 4 131 0 0
CORNING INC COM 219350105 11,352 321,592 SH   DFND 17 303,058 0 18,534
CORNING INC COM 219350105 30,124 853,376 SH   DFND 21 172,713 0 680,663
CORNING INC CALL 219350905 1,663 47,100 SH Call DFND 4 47,100 0 0
CORNING INC PUT 219350955 6,238 176,700 SH Put DFND 4 176,700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,170 273,895 SH   DFND 4 273,895 0 0
CORVEL CORP COM 221006109 294 4,883 SH   DFND 21 4,883 0 0
COSTCO WHSL CORP NEW COM 22160K105 313,058 1,332,842 SH   DFND 17 1,304,777 0 28,065
COSTCO WHSL CORP NEW COM 22160K105 69,370 295,342 SH   DFND 21 155,320 0 140,022
COSTCO WHSL CORP NEW COM 22160K105 1,339 5,700 SH   DFND 24 5,700 0 0
COSTCO WHSL CORP NEW CALL 22160K905 7,704 32,800 SH Call DFND 4 32,800 0 0
COSTCO WHSL CORP NEW PUT 22160K955 64,122 273,000 SH Put DFND 4 273,000 0 0
COSTAR GROUP INC COM 22160N109 215 512 SH   DFND 17 512 0 0
COSTAR GROUP INC COM 22160N109 924 2,195 SH   DFND 20 2,195 0 0
COSTAR GROUP INC COM 22160N109 2,662 6,326 SH   DFND 21 6,326 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 580 19,952 SH   DFND 17 17,201 0 2,751
COVENANT TRANSN GROUP INC CL A 22284P105 4,027 138,589 SH   DFND 21 64,370 0 74,219
CRANE CO COM 224399105 42,031 427,360 SH   DFND 17 427,360 0 0
CRAWFORD & CO CL A 224633206 61 6,758 SH   DFND 17 6,758 0 0
CRAWFORD & CO CL A 224633206 45 5,048 SH   DFND 21 5,048 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,144 2,611 SH   DFND 17 2,611 0 0
CREDIT ACCEP CORP MICH COM 225310101 138 314 SH   DFND 21 314 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 52,309 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 30,411 803,045 SH   DFND 17 585,255 0 217,790
CREE INC COM 225447101 46 1,203 SH   DFND 21 260 0 943
CRESCENT PT ENERGY CORP COM 22576C101 2 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 968 152,232 SH   DFND 21 126,172 0 26,060
CRITEO S A SPONS ADS 226718104 88,899 3,875,295 SH   DFND 17 3,779,630 0 95,665
CROWN CASTLE INTL CORP NEW COM 22822V101 821 7,375 SH   DFND 17 7,375 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 167,163 153,925 SH   DFND 17 147,835 0 6,090
CROWN CASTLE INTL CORP NEW CALL 22822V901 1,637 14,700 SH Call DFND 4 14,700 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 16,455 147,800 SH Put DFND 4 147,800 0 0
CRYOLIFE INC COM 228903100 6,632 188,399 SH   DFND 17 182,864 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 6,335 494,574 SH   DFND 17 482,095 0 12,479
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 468 12,590 SH   DFND 17 12,590 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 22,922 616,671 SH   DFND 20 540,576 0 76,095
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 59 1,579 SH   DFND 21 0 0 1,579
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 216 5,800 SH   DFND 24 5,800 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 37,764 38,350,000 PRN   DFND 17 34,285,000 0 4,065,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 73,466 74,800,000 PRN   DFND 17 74,800,000 0 0
CUBESMART COM 229663109 10,496 367,876 SH   DFND 4 367,876 0 0
CUBESMART COM 229663109 8,458 296,454 SH   DFND 17 283,652 0 12,802
CUBESMART COM 229663109 33,551 1,175,977 SH   DFND 21 842,557 0 333,420
CULLEN FROST BANKERS INC COM 229899109 2,334 22,352 SH   DFND 17 22,352 0 0
CULLEN FROST BANKERS INC COM 229899109 7,746 74,164 SH   DFND 21 74,164 0 0
CUMMINS INC COM 231021106 7,231 49,506 SH   DFND 4 49,506 0 0
CUMMINS INC COM 231021106 15,158 103,769 SH   DFND 17 103,769 0 0
CUMMINS INC COM 231021106 1,227 8,399 SH   DFND 20 8,399 0 0
CUMMINS INC COM 231021106 24,967 170,923 SH   DFND 21 131,080 0 39,843
CUMMINS INC CALL 231021906 1,738 11,900 SH Call DFND 4 11,900 0 0
CUMMINS INC PUT 231021956 21,136 144,700 SH Put DFND 4 144,700 0 0
CURO GROUP HLDGS CORP COM 23131L107 2,488 82,317 SH   DFND 17 59,472 0 22,845
CURTISS WRIGHT CORP COM 231561101 886 6,451 SH   DFND 17 6,451 0 0
CUTERA INC COM 232109108 4,293 131,886 SH   DFND 17 128,095 0 3,791
CUTERA INC COM 232109108 2,840 87,239 SH   DFND 21 87,239 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,327 209,983 SH   DFND 17 204,855 0 5,128
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 35,695 28,320,000 PRN   DFND 17 28,320,000 0 0
CYRUSONE INC COM 23283R100 4,755 75,000 SH   DFND 4 75,000 0 0
CYRUSONE INC COM 23283R100 24,602 388,042 SH   DFND 17 388,042 0 0
CYTOSORBENTS CORP COM NEW 23283X206 4,517 350,178 SH   DFND 17 338,351 0 11,827
CYTOMX THERAPEUTICS INC COM 23284F105 6,960 376,223 SH   DFND 17 373,011 0 3,212
CYTOMX THERAPEUTICS INC COM 23284F105 1,295 70,000 SH   DFND 24 70,000 0 0
DMC GLOBAL INC COM 23291C103 6,042 148,097 SH   DFND 17 134,796 0 13,301
D R HORTON INC COM 23331A109 135,474 3,211,808 SH   DFND 17 3,099,247 0 112,561
D R HORTON INC COM 23331A109 295 7,005 SH   DFND 20 7,005 0 0
D R HORTON INC COM 23331A109 28,025 664,414 SH   DFND 21 633,085 0 31,329
DTE ENERGY CO COM 233331107 11,691 107,133 SH   DFND 17 85,806 0 21,327
DTE ENERGY CO COM 233331107 1,308 11,985 SH   DFND 20 11,985 0 0
DTE ENERGY CO COM 233331107 41,459 379,906 SH   DFND 21 315,011 0 64,895
DSW INC CL A 23334L102 22,475 663,360 SH   DFND 17 663,360 0 0
DSW INC CL A 23334L102 2,624 77,455 SH   DFND 21 0 0 77,455
DXP ENTERPRISES INC NEW COM NEW 233377407 458 11,420 SH   DFND 17 0 0 11,420
DXC TECHNOLOGY CO COM 23355L106 2,294 24,526 SH   DFND 4 24,526 0 0
DXC TECHNOLOGY CO COM 23355L106 144,377 1,543,812 SH   DFND 17 1,213,276 0 330,536
DXC TECHNOLOGY CO COM 23355L106 1,001 10,706 SH   DFND 20 10,706 0 0
DXC TECHNOLOGY CO COM 23355L106 51,885 554,801 SH   DFND 21 470,116 0 84,685
DXC TECHNOLOGY CO CALL 23355L906 954 10,200 SH Call DFND 4 10,200 0 0
DXC TECHNOLOGY CO PUT 23355L956 12,859 137,500 SH Put DFND 4 137,500 0 0
DANA INCORPORATED COM 235825205 16,109 862,830 SH   DFND 17 862,830 0 0
DANA INCORPORATED COM 235825205 37 1,964 SH   DFND 20 1,964 0 0
DANA INCORPORATED COM 235825205 347 18,606 SH   DFND 21 6,119 0 12,487
DANAHER CORP DEL COM 235851102 5 48 SH   DFND 4 48 0 0
DANAHER CORP DEL COM 235851102 67,572 621,867 SH   DFND 17 618,508 0 3,359
DANAHER CORP DEL COM 235851102 1,120 10,308 SH   DFND 20 10,308 0 0
DANAHER CORP DEL COM 235851102 99,350 914,319 SH   DFND 21 535,897 0 378,422
DANAHER CORP DEL COM 235851102 5,964 54,884 SH   DFND 24 54,884 0 0
DANAHER CORP DEL CALL 235851902 1,456 13,400 SH Call DFND 4 13,400 0 0
DANAHER CORP DEL PUT 235851952 27,165 250,000 SH Put DFND 4 250,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,681 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 659 5,929 SH   DFND 4 5,929 0 0
DARDEN RESTAURANTS INC COM 237194105 2,413 21,702 SH   DFND 17 21,702 0 0
DARDEN RESTAURANTS INC COM 237194105 1,209 10,870 SH   DFND 20 10,870 0 0
DARDEN RESTAURANTS INC COM 237194105 13,349 120,060 SH   DFND 21 120,060 0 0
DASEKE INC COM 23753F107 3,035 378,376 SH   DFND 17 366,534 0 11,842
DATAWATCH CORP COM NEW 237917208 1,218 104,539 SH   DFND 17 92,802 0 11,737
DAVITA INC COM 23918K108 1,530 21,360 SH   DFND 17 21,360 0 0
DAVITA INC COM 23918K108 15,063 210,293 SH   DFND 21 196,375 0 13,918
DEAN FOODS CO NEW COM NEW 242370203 327 46,087 SH   DFND 17 46,087 0 0
DECKERS OUTDOOR CORP COM 243537107 4,166 35,130 SH   DFND 17 35,130 0 0
DECKERS OUTDOOR CORP COM 243537107 205 1,731 SH   DFND 20 1,731 0 0
DECKERS OUTDOOR CORP COM 243537107 9,064 76,438 SH   DFND 21 59,948 0 16,490
DEERE & CO COM 244199105 2,657 17,676 SH   DFND 4 17,676 0 0
DEERE & CO COM 244199105 333,311 2,217,194 SH   DFND 17 2,217,194 0 0
DEERE & CO COM 244199105 12,746 84,784 SH   DFND 21 80,918 0 3,866
DEERE & CO COM 244199105 7,697 51,200 SH   DFND 24 51,200 0 0
DEERE & CO CALL 244199905 2,856 19,000 SH Call DFND 4 19,000 0 0
DEERE & CO PUT 244199955 21,347 142,000 SH Put DFND 4 142,000 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17,030 500,896 SH   DFND 17 500,896 0 0
DELEK US HLDGS INC NEW COM 24665A103 3,010 70,946 SH   DFND 17 48,608 0 22,338
DELEK US HLDGS INC NEW COM 24665A103 1,024 24,139 SH   DFND 21 24,139 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 2,227 22,928 SH   DFND 17 22,409 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 4,367 44,967 SH   DFND 20 44,967 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 10,200 105,021 SH   DFND 21 105,021 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,270 21,965 SH   DFND 4 21,965 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,273 108,480 SH   DFND 17 108,480 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 285 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 37,655 651,134 SH   DFND 21 641,164 0 9,970
DELTA AIR LINES INC DEL CALL 247361902 1,775 30,700 SH Call DFND 4 30,700 0 0
DELTA AIR LINES INC DEL PUT 247361952 17,291 299,000 SH Put DFND 4 299,000 0 0
DELUXE CORP COM 248019101 21,031 369,350 SH   DFND 17 369,350 0 0
DELUXE CORP COM 248019101 32 565 SH   DFND 20 565 0 0
DELUXE CORP COM 248019101 8,691 152,642 SH   DFND 21 75,087 0 77,555
DENALI THERAPEUTICS INC COM 24823R105 3,371 155,080 SH   DFND 17 155,080 0 0
DENALI THERAPEUTICS INC COM 24823R105 1,483 68,200 SH   DFND 24 68,200 0 0
DENTSPLY SIRONA INC COM 24906P109 1,892 50,128 SH   DFND 17 50,128 0 0
DENTSPLY SIRONA INC COM 24906P109 37 985 SH   DFND 21 0 0 985
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 45,841 55,140,000 PRN   DFND 17 55,140,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 17,973 450,000 SH   DFND 4 450,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 16,435 411,490 SH   DFND 17 411,490 0 0
DEVON ENERGY CORP NEW COM 25179M103 22 561 SH   DFND 21 561 0 0
DEVON ENERGY CORP NEW CALL 25179M903 483 12,100 SH Call DFND 4 12,100 0 0
DEVON ENERGY CORP NEW PUT 25179M953 5,460 136,700 SH Put DFND 4 136,700 0 0
DEXCOM INC COM 252131107 17,378 121,493 SH   DFND 17 98,372 0 23,121
DEXCOM INC COM 252131107 849 5,938 SH   DFND 21 5,938 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 86,865 56,370,000 PRN   DFND 17 52,290,000 0 4,080,000
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,216 160,800 SH   DFND 17 160,800 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 14 709 SH   DFND 21 709 0 0
DIAMONDBACK ENERGY INC COM 25278X109 17,605 130,226 SH   DFND 17 130,226 0 0
DIAMONDBACK ENERGY INC COM 25278X109 460 3,400 SH   DFND 24 3,400 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 375 24,567 SH   DFND 17 24,567 0 0
DICKS SPORTING GOODS INC COM 253393102 11,047 311,356 SH   DFND 21 19,977 0 291,379
DIGITAL RLTY TR INC COM 253868103 39,104 347,652 SH   DFND 4 347,652 0 0
DIGITAL RLTY TR INC COM 253868103 14,296 127,102 SH   DFND 17 127,102 0 0
DIGITAL RLTY TR INC CALL 253868903 934 8,300 SH Call DFND 4 8,300 0 0
DIGITAL RLTY TR INC PUT 253868953 8,661 77,000 SH Put DFND 4 77,000 0 0
DILLARDS INC CL A 254067101 16 204 SH   DFND 17 204 0 0
DILLARDS INC CL A 254067101 2,088 27,357 SH   DFND 21 10,435 0 16,922
DINE BRANDS GLOBAL INC COM 254423106 13,964 171,735 SH   DFND 17 101,862 0 69,873
DISNEY WALT CO COM DISNEY 254687106 43 364 SH   DFND 4 364 0 0
DISNEY WALT CO COM DISNEY 254687106 243,884 2,085,547 SH   DFND 17 2,083,547 0 2,000
DISNEY WALT CO COM DISNEY 254687106 13,643 116,667 SH   DFND 20 0 0 116,667
DISNEY WALT CO COM DISNEY 254687106 39,460 337,442 SH   DFND 21 325,040 0 12,402
DISNEY WALT CO CALL 254687906 13,296 113,700 SH Call DFND 4 113,700 0 0
DISNEY WALT CO PUT 254687956 77,239 660,500 SH Put DFND 4 660,500 0 0
DISCOVER FINL SVCS COM 254709108 69,681 911,458 SH   DFND 4 911,458 0 0
DISCOVER FINL SVCS COM 254709108 24,086 315,060 SH   DFND 17 315,060 0 0
DISCOVER FINL SVCS COM 254709108 28,276 369,861 SH   DFND 21 263,244 0 106,617
DISCOVER FINL SVCS CALL 254709908 1,269 16,600 SH Call DFND 4 16,600 0 0
DISCOVER FINL SVCS PUT 254709958 12,920 169,000 SH Put DFND 4 169,000 0 0
DISH NETWORK CORP CL A 25470M109 22,506 629,356 SH   DFND 4 629,356 0 0
DISH NETWORK CORP CL A 25470M109 116 3,251 SH   DFND 17 3,251 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,125 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 151,937 159,365,000 PRN   DFND 17 150,635,000 0 8,730,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 108,807 122,930,000 PRN   DFND 17 118,600,000 0 4,330,000
DR REDDYS LABS LTD ADR 256135203 356 10,300 SH   DFND 17 10,300 0 0
DR REDDYS LABS LTD ADR 256135203 503 14,532 SH   DFND 21 14,532 0 0
DOCUSIGN INC COM 256163106 19,480 370,560 SH   DFND 17 370,560 0 0
DOLBY LABORATORIES INC COM 25659T107 78,873 1,127,243 SH   DFND 17 1,058,630 0 68,613
DOLLAR GEN CORP NEW COM 256677105 425 3,886 SH   DFND 4 3,886 0 0
DOLLAR GEN CORP NEW COM 256677105 14,724 134,709 SH   DFND 17 134,709 0 0
DOLLAR GEN CORP NEW COM 256677105 1,045 9,562 SH   DFND 21 3,179 0 6,383
DOLLAR GEN CORP NEW CALL 256677905 1,454 13,300 SH Call DFND 4 13,300 0 0
DOLLAR GEN CORP NEW PUT 256677955 14,220 130,100 SH Put DFND 4 130,100 0 0
DOLLAR TREE INC COM 256746108 1,471 18,044 SH   DFND 4 18,044 0 0
DOLLAR TREE INC COM 256746108 12,603 154,542 SH   DFND 17 125,969 0 28,573
DOLLAR TREE INC COM 256746108 1,318 16,161 SH   DFND 21 5,754 0 10,407
DOLLAR TREE INC CALL 256746908 881 10,800 SH Call DFND 4 10,800 0 0
DOLLAR TREE INC PUT 256746958 8,383 102,800 SH Put DFND 4 102,800 0 0
DOMINION ENERGY INC COM 25746U109 1,976 28,115 SH   DFND 4 28,115 0 0
DOMINION ENERGY INC COM 25746U109 668 9,511 SH   DFND 17 9,511 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 92,235 1,950,000 SH   DFND 17 1,950,000 0 0
DOMINION ENERGY INC CALL 25746U909 2,966 42,200 SH Call DFND 4 42,200 0 0
DOMINION ENERGY INC PUT 25746U959 15,862 225,700 SH Put DFND 4 225,700 0 0
DOMTAR CORP COM NEW 257559203 6,464 123,966 SH   DFND 17 120,225 0 3,741
DOMTAR CORP COM NEW 257559203 51 973 SH   DFND 20 973 0 0
DOMTAR CORP COM NEW 257559203 25,523 489,477 SH   DFND 21 351,592 0 137,885
DONALDSON INC COM 257651109 484 8,300 SH   DFND 21 1,898 0 6,402
DONALDSON INC COM 257651109 8,741 150,040 SH   DFND 24 150,040 0 0
DONEGAL GROUP INC CL A 257701201 371 26,091 SH   DFND 17 26,091 0 0
DONEGAL GROUP INC CL A 257701201 743 52,286 SH   DFND 21 42,651 0 9,635
DONNELLEY R R & SONS CO COM 257867200 6,480 1,200,000 SH   DFND 4 1,200,000 0 0
DOUGLAS EMMETT INC COM 25960P109 16,337 433,100 SH   DFND 4 433,100 0 0
DOVER CORP COM 260003108 1,976 22,315 SH   DFND 4 22,315 0 0
DOVER CORP COM 260003108 200 2,259 SH   DFND 17 2,259 0 0
DOWDUPONT INC COM 26078J100 3,733 58,049 SH   DFND 4 58,049 0 0
DOWDUPONT INC COM 26078J100 201,793 3,137,815 SH   DFND 17 2,871,894 0 265,921
DOWDUPONT INC COM 26078J100 12,817 199,302 SH   DFND 20 199,302 0 0
DOWDUPONT INC COM 26078J100 79,868 1,241,919 SH   DFND 21 1,236,199 0 5,720
DOWDUPONT INC COM 26078J100 1,511 23,500 SH   DFND 24 23,500 0 0
DOWDUPONT INC CALL 26078J900 24,116 375,000 SH Call DFND 4 375,000 0 0
DOWDUPONT INC PUT 26078J950 72,272 1,123,800 SH Put DFND 4 1,123,800 0 0
DROPBOX INC CL A 26210C104 53,102 1,979,205 SH   DFND 17 1,977,480 0 1,725
DUCOMMUN INC DEL COM 264147109 1,427 34,946 SH   DFND 17 30,921 0 4,025
DUKE REALTY CORP COM NEW 264411505 25,290 891,445 SH   DFND 4 891,445 0 0
DUKE REALTY CORP COM NEW 264411505 148 5,221 SH   DFND 17 5,221 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 7,015 87,668 SH   DFND 17 87,668 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 173 2,157 SH   DFND 20 2,157 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 46,485 580,921 SH   DFND 21 437,269 0 143,652
DUKE ENERGY CORP NEW CALL 26441C904 4,017 50,200 SH Call DFND 4 50,200 0 0
DUKE ENERGY CORP NEW PUT 26441C954 17,660 220,700 SH Put DFND 4 220,700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 15,918 111,700 SH   DFND 21 111,700 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85,129 76,745,000 PRN   DFND 17 73,350,000 0 3,395,000
DYNEX CAP INC COM NEW 26817Q506 253 39,599 SH   DFND 17 39,599 0 0
DYNEX CAP INC COM NEW 26817Q506 499 78,223 SH   DFND 21 3,569 0 74,654
EOG RES INC COM 26875P101 69 543 SH   DFND 4 543 0 0
EOG RES INC COM 26875P101 118,899 932,029 SH   DFND 17 886,259 0 45,770
EOG RES INC COM 26875P101 28,849 226,142 SH   DFND 20 55,536 0 170,606
EOG RES INC COM 26875P101 121,818 954,908 SH   DFND 21 812,317 0 142,591
EOG RES INC COM 26875P101 1,084 8,500 SH   DFND 24 8,500 0 0
EOG RES INC CALL 26875P901 4,274 33,500 SH Call DFND 4 33,500 0 0
EOG RES INC PUT 26875P951 32,939 258,200 SH Put DFND 4 258,200 0 0
EP ENERGY CORP CL A 268785102 4,680 2,000,000 SH   DFND 4 2,000,000 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 32,171 609,535 SH   DFND 17 609,535 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 16,017 305,735 SH   DFND 17 264,974 0 40,761
E TRADE FINANCIAL CORP COM NEW 269246401 571 10,899 SH   DFND 20 10,899 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 28,088 536,136 SH   DFND 21 436,544 0 99,592
E TRADE FINANCIAL CORP CALL 269246901 236 4,500 SH Call DFND 21 4,500 0 0
ETF MANAGERS TR PRIME CYBR SCRTY 26924G201 27,202 677,858 SH   DFND 20 677,858 0 0
EAGLE MATERIALS INC COM 26969P108 5,077 59,560 SH   DFND 17 33,809 0 25,751
EAGLE MATERIALS INC COM 26969P108 426 5,000 SH   DFND 24 5,000 0 0
EAST WEST BANCORP INC COM 27579R104 12,302 203,778 SH   DFND 17 203,778 0 0
EAST WEST BANCORP INC COM 27579R104 802 13,289 SH   DFND 20 13,289 0 0
EAST WEST BANCORP INC COM 27579R104 2,771 45,895 SH   DFND 21 45,247 0 648
EASTMAN CHEM CO COM 277432100 103,965 1,086,137 SH   DFND 17 1,079,490 0 6,647
EASTMAN CHEM CO COM 277432100 496 5,187 SH   DFND 20 5,187 0 0
EASTMAN CHEM CO COM 277432100 26,674 278,671 SH   DFND 21 203,973 0 74,698
EATON VANCE CORP COM NON VTG 278265103 746 14,190 SH   DFND 4 14,190 0 0
EBAY INC COM 278642103 2,139 64,781 SH   DFND 4 64,781 0 0
EBAY INC COM 278642103 614 18,603 SH   DFND 17 18,603 0 0
EBAY INC CALL 278642903 4,065 123,100 SH Call DFND 4 123,100 0 0
EBAY INC PUT 278642953 15,493 469,200 SH Put DFND 4 469,200 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,546 146,891 SH   DFND 17 146,891 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 370 11,941 SH   DFND 21 0 0 11,941
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 73,591 70,360,000 PRN   DFND 17 63,020,000 0 7,340,000
ECHOSTAR CORP CL A 278768106 373 8,035 SH   DFND 17 8,035 0 0
ECOLAB INC COM 278865100 1 7 SH   DFND 4 7 0 0
ECOLAB INC COM 278865100 9,140 58,299 SH   DFND 17 58,299 0 0
ECOLAB INC COM 278865100 22,872 145,883 SH   DFND 20 16,300 0 129,583
ECOLAB INC COM 278865100 185,039 1,180,249 SH   DFND 21 1,087,171 0 93,078
ECOLAB INC COM 278865100 7,817 49,860 SH   DFND 24 49,860 0 0
ECOLAB INC CALL 278865900 361 2,300 SH Call DFND 4 2,300 0 0
ECOLAB INC PUT 278865950 3,183 20,300 SH Put DFND 4 20,300 0 0
EDISON INTL COM 281020107 1,375 20,319 SH   DFND 17 20,319 0 0
EDISON INTL COM 281020107 715 10,564 SH   DFND 20 10,564 0 0
EDISON INTL COM 281020107 8,448 124,825 SH   DFND 21 88,948 0 35,877
EDISON INTL PUT 281020957 291 4,300 SH Put DFND 4 4,300 0 0
EDITAS MEDICINE INC COM 28106W103 1,919 60,303 SH   DFND 17 60,303 0 0
EDITAS MEDICINE INC COM 28106W103 700 22,000 SH   DFND 24 22,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 27 155 SH   DFND 4 155 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 22,581 129,700 SH   DFND 17 111,073 0 18,627
EDWARDS LIFESCIENCES CORP COM 28176E108 4,104 23,572 SH   DFND 21 15,165 0 8,407
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,532 8,800 SH Call DFND 4 8,800 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 20,196 116,000 SH Put DFND 4 116,000 0 0
EGAIN CORP COM NEW 28225C806 1,148 141,674 SH   DFND 17 105,143 0 36,531
ELDORADO RESORTS INC COM 28470R102 2,277 46,851 SH   DFND 17 46,851 0 0
ELDORADO GOLD CORP NEW COM 284902103 4,522 5,172,696 SH   DFND 21 5,172,696 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 470 26,941 SH   DFND 17 14,373 0 12,568
ELECTRO SCIENTIFIC INDS COM 285229100 5,092 291,814 SH   DFND 21 188,762 0 103,052
ELECTRONIC ARTS INC COM 285512109 13,842 114,883 SH   DFND 4 114,883 0 0
ELECTRONIC ARTS INC COM 285512109 13,464 111,741 SH   DFND 17 95,596 0 16,145
ELECTRONIC ARTS INC COM 285512109 51 427 SH   DFND 21 427 0 0
ELECTRONIC ARTS INC CALL 285512909 3,844 31,900 SH Call DFND 4 31,900 0 0
ELECTRONIC ARTS INC PUT 285512959 23,592 195,800 SH Put DFND 4 195,800 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,007 5,070,000 PRN   DFND 17 5,070,000 0 0
EMCOR GROUP INC COM 29084Q100 22,648 301,528 SH   DFND 17 301,528 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,611 54,860 SH   DFND 17 33,480 0 21,380
EMERGENT BIOSOLUTIONS INC COM 29089Q105 55 840 SH   DFND 20 840 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,088 46,908 SH   DFND 21 12,500 0 34,408
EMERSON ELEC CO COM 291011104 2,881 37,622 SH   DFND 4 37,622 0 0
EMERSON ELEC CO COM 291011104 699 9,128 SH   DFND 17 9,128 0 0
EMERSON ELEC CO COM 291011104 1,455 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 2,634 34,400 SH Call DFND 4 34,400 0 0
EMERSON ELEC CO PUT 291011954 19,260 251,500 SH Put DFND 4 251,500 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 680 170,434 SH   DFND 4 170,434 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,465 32,331 SH   DFND 17 3,883 0 28,448
ENBRIDGE INC COM 29250N105 7,499 232,109 SH   DFND 17 232,109 0 0
ENBRIDGE INC COM 29250N105 0 2 SH   DFND 21 2 0 0
ENBRIDGE INC COM 29250N105 782 24,200 SH   DFND 24 24,200 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 196 2,292 SH   DFND 20 2,292 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 894 10,460 SH   DFND 21 6,793 0 3,667
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 32,780 32,750,000 PRN   DFND 17 32,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 49,182 52,550,000 PRN   DFND 17 52,550,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 21,836 21,865,000 PRN   DFND 17 20,765,000 0 1,100,000
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 12,844 12,500,000 PRN   DFND 17 10,015,000 0 2,485,000
ENCOMPASS HEALTH CORP COM 29261A100 45,035 577,736 SH   DFND 17 577,736 0 0
ENCOMPASS HEALTH CORP COM 29261A100 20,485 262,791 SH   DFND 21 221,224 0 41,567
ENERGEN CORP COM 29265N108 12,038 139,698 SH   DFND 17 80,771 0 58,927
ENERGEN CORP COM 29265N108 634 7,353 SH   DFND 21 7,353 0 0
ENDOCYTE INC COM 29269A102 2,940 165,528 SH   DFND 17 160,583 0 4,945
ENERSYS COM 29275Y102 22,850 262,251 SH   DFND 17 262,251 0 0
ENERSYS COM 29275Y102 952 10,925 SH   DFND 21 10,925 0 0
ENERPLUS CORP COM 292766102 32,053 2,597,554 SH   DFND 17 2,597,554 0 0
ENERPLUS CORP COM 292766102 37 2,963 SH   DFND 20 2,963 0 0
ENERPLUS CORP COM 292766102 4,194 339,916 SH   DFND 21 339,916 0 0
ENERGY XXI GULF COAST INC COM 29276K101 2,151 257,274 SH   DFND 17 257,274 0 0
ENERGY XXI GULF COAST INC COM 29276K101 3,780 452,211 SH   DFND 21 452,211 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 165 33,000 SH   DFND 21 33,000 0 0
ENGILITY HLDGS INC NEW COM 29286C107 1,349 37,490 SH   DFND 17 37,490 0 0
ENNIS INC COM 293389102 18,064 883,344 SH   DFND 17 857,577 0 25,767
ENNIS INC COM 293389102 117 5,722 SH   DFND 20 5,722 0 0
ENNIS INC COM 293389102 851 41,594 SH   DFND 21 33,745 0 7,849
ENOVA INTL INC COM 29357K103 622 21,605 SH   DFND 17 21,605 0 0
ENOVA INTL INC COM 29357K103 67 2,333 SH   DFND 20 2,333 0 0
ENOVA INTL INC COM 29357K103 170 5,913 SH   DFND 21 5,913 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 59,889 60,000,000 PRN   DFND 4 60,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 84,167 83,960,000 PRN   DFND 17 78,850,000 0 5,110,000
ENTEGRIS INC COM 29362U104 10,179 351,601 SH   DFND 17 253,569 0 98,032
ENTEGRIS INC COM 29362U104 67 2,304 SH   DFND 20 2,304 0 0
ENTEGRIS INC COM 29362U104 5,839 201,680 SH   DFND 21 48,376 0 153,304
ENTERGY CORP NEW COM 29364G103 120,388 1,483,892 SH   DFND 17 1,369,678 0 114,214
ENTERGY CORP NEW COM 29364G103 985 12,145 SH   DFND 20 12,145 0 0
ENTERGY CORP NEW COM 29364G103 104,933 1,293,396 SH   DFND 21 875,984 0 417,412
ENTERPRISE FINL SVCS CORP COM 293712105 19,086 359,773 SH   DFND 17 354,756 0 5,017
ENVESTNET INC COM 29404K106 10,878 178,472 SH   DFND 17 90,093 0 88,379
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 18,532 16,850,000 PRN   DFND 17 15,530,000 0 1,320,000
EPAM SYS INC COM 29414B104 21,503 156,156 SH   DFND 17 107,044 0 49,112
EPAM SYS INC COM 29414B104 831 6,034 SH   DFND 21 6,034 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,282 28,032 SH   DFND 17 28,032 0 0
ENVISION HEALTHCARE CORP COM 29414D100 14,313 313,000 SH   DFND 21 313,000 0 0
EQUIFAX INC COM 294429105 9,139 69,993 SH   DFND 17 57,004 0 12,989
EQUINIX INC COM PAR $0.001 29444U700 28,433 65,681 SH   DFND 4 65,681 0 0
EQUINIX INC COM PAR $0.001 29444U700 9,096 21,013 SH   DFND 17 17,283 0 3,730
EQUINIX INC CALL 29444U900 519 1,200 SH Call DFND 4 1,200 0 0
EQUINIX INC PUT 29444U950 1,212 2,800 SH Put DFND 4 2,800 0 0
EQUINOR ASA SPONSORED ADR 29446M102 12,176 431,782 SH   DFND 17 431,782 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 3,686 93,875 SH   DFND 17 93,875 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 348 10,830 SH   DFND 17 10,830 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 19,290 200,000 SH   DFND 4 200,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,043 124,859 SH   DFND 17 75,331 0 49,528
EQUITY RESIDENTIAL SH BEN INT 29476L107 60,753 916,893 SH   DFND 4 916,893 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 353 5,332 SH   DFND 17 5,332 0 0
EQUITY RESIDENTIAL PUT 29476L957 1,398 21,100 SH Put DFND 4 21,100 0 0
ERIE INDTY CO CL A 29530P102 1,419 11,124 SH   DFND 21 11,124 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,970 44,405 SH   DFND 17 44,405 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,007 22,700 SH   DFND 24 22,700 0 0
ESSENDANT INC COM 296689102 1,404 109,515 SH   DFND 17 109,515 0 0
ESSEX PPTY TR INC COM 297178105 25,608 103,797 SH   DFND 4 103,797 0 0
ESSEX PPTY TR INC COM 297178105 1,435 5,817 SH   DFND 17 5,817 0 0
ETSY INC COM 29786A106 1,496 29,120 SH   DFND 17 1,830 0 27,290
ETSY INC COM 29786A106 306 5,953 SH   DFND 21 0 0 5,953
EURONET WORLDWIDE INC COM 298736109 114 1,138 SH   DFND 20 1,138 0 0
EURONET WORLDWIDE INC COM 298736109 12,014 119,881 SH   DFND 21 119,881 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 41,859 30,060,000 PRN   DFND 17 25,180,000 0 4,880,000
EVANS BANCORP INC COM NEW 29911Q208 867 18,469 SH   DFND 17 16,333 0 2,136
EVERCORE INC CLASS A 29977A105 184 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 5,166 51,373 SH   DFND 21 41,002 0 10,371
EVERBRIDGE INC COM 29978A104 11,605 201,329 SH   DFND 17 168,925 0 32,404
EVERI HLDGS INC COM 30034T103 189 20,584 SH   DFND 21 20,584 0 0
EVERGY INC COM 30034W106 276 5,026 SH   DFND 17 5,026 0 0
EVERGY INC COM 30034W106 12,520 227,969 SH   DFND 21 3,985 0 223,984
EVERSOURCE ENERGY COM 30040W108 14,735 239,823 SH   DFND 17 239,823 0 0
EVERSOURCE ENERGY COM 30040W108 15 239 SH   DFND 21 0 0 239
EVOLUTION PETROLEUM CORP COM 30049A107 4,729 427,966 SH   DFND 17 414,926 0 13,040
EVOLENT HEALTH INC CL A 30050B101 453 15,954 SH   DFND 21 15,954 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 33,897 25,000,000 PRN   DFND 17 22,980,000 0 2,020,000
EXACT SCIENCES CORP COM 30063P105 6,440 81,600 SH   DFND 17 66,315 0 15,285
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 151,836 122,540,000 PRN   DFND 17 117,870,000 0 4,670,000
EXELON CORP COM 30161N101 54 1,229 SH   DFND 4 1,229 0 0
EXELON CORP COM 30161N101 31,164 713,790 SH   DFND 17 494,499 0 219,291
EXELON CORP COM 30161N101 2,023 46,333 SH   DFND 20 46,333 0 0
EXELON CORP COM 30161N101 136,465 3,125,641 SH   DFND 21 1,835,571 0 1,290,070
EXELON CORP CALL 30161N901 2,960 67,800 SH Call DFND 4 67,800 0 0
EXELON CORP PUT 30161N951 11,806 270,400 SH Put DFND 4 270,400 0 0
EXELIXIS INC COM 30161Q104 4,345 245,180 SH   DFND 17 229,205 0 15,975
EXELIXIS INC COM 30161Q104 2,077 117,200 SH   DFND 24 117,200 0 0
EXLSERVICE HOLDINGS INC COM 302081104 217 3,278 SH   DFND 21 3,278 0 0
EXPEDIA GROUP INC COM NEW 30212P303 8,102 62,097 SH   DFND 4 62,097 0 0
EXPEDIA GROUP INC COM NEW 30212P303 729 5,586 SH   DFND 17 1,834 0 3,752
EXPEDITORS INTL WASH INC COM 302130109 187 2,537 SH   DFND 17 2,537 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,153 15,682 SH   DFND 20 15,682 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,031 54,819 SH   DFND 21 44,745 0 10,074
EXPONENT INC COM 30214U102 1,688 31,487 SH   DFND 21 28,438 0 3,049
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,438 15,136 SH   DFND 4 15,136 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,331 119,263 SH   DFND 17 116,280 0 2,983
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,104 11,615 SH   DFND 20 11,615 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 68,383 719,742 SH   DFND 21 652,473 0 67,269
EXPRESS SCRIPTS HLDG CO CALL 30219G908 2,052 21,600 SH Call DFND 4 21,600 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 21,738 228,800 SH Put DFND 4 228,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 21,620 1,068,700 SH   DFND 17 1,068,700 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,798 90,000 SH   DFND 4 90,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,317 38,286 SH   DFND 17 38,286 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,169 105,833 SH   DFND 21 103,232 0 2,601
EXTERRAN CORP COM 30227H106 350 13,210 SH   DFND 17 0 0 13,210
EXXON MOBIL CORP COM 30231G102 76,222 896,524 SH   DFND 17 875,042 0 21,482
EXXON MOBIL CORP COM 30231G102 1,791 21,071 SH   DFND 20 21,071 0 0
EXXON MOBIL CORP COM 30231G102 223,297 2,626,410 SH   DFND 21 2,017,730 0 608,680
EXXON MOBIL CORP COM 30231G102 2,023 23,800 SH   DFND 24 23,800 0 0
EXXON MOBIL CORP CALL 30231G902 29,493 346,900 SH Call DFND 4 346,900 0 0
EXXON MOBIL CORP PUT 30231G952 123,704 1,455,000 SH Put DFND 4 1,455,000 0 0
FLIR SYS INC COM 302445101 3,888 63,251 SH   DFND 17 52,290 0 10,961
FLIR SYS INC COM 302445101 20,239 329,256 SH   DFND 21 202,112 0 127,144
F M C CORP COM NEW 302491303 25,631 293,998 SH   DFND 17 266,259 0 27,739
F M C CORP COM NEW 302491303 5,213 59,800 SH   DFND 24 59,800 0 0
FNB CORP PA COM 302520101 24,680 1,940,223 SH   DFND 17 1,940,223 0 0
FCB FINL HLDGS INC CL A 30255G103 474 10,000 SH   DFND 21 10,000 0 0
FTI CONSULTING INC COM 302941109 3,835 52,402 SH   DFND 17 52,402 0 0
FTI CONSULTING INC COM 302941109 8,907 121,696 SH   DFND 21 109,914 0 11,782
FACEBOOK INC CL A 30303M102 46,529 282,917 SH   DFND 4 282,917 0 0
FACEBOOK INC CL A 30303M102 429,862 2,613,779 SH   DFND 17 2,289,593 0 324,186
FACEBOOK INC CL A 30303M102 11,251 68,409 SH   DFND 20 25,968 0 42,441
FACEBOOK INC CL A 30303M102 336,743 2,047,570 SH   DFND 21 1,713,404 0 334,166
FACEBOOK INC CALL 30303M902 24,899 151,400 SH Call DFND 4 151,400 0 0
FACEBOOK INC CALL 30303M902 49,338 300,000 SH Call DFND 17 300,000 0 0
FACEBOOK INC PUT 30303M952 165,513 1,006,400 SH Put DFND 4 1,006,400 0 0
FAIR ISAAC CORP COM 303250104 6,520 28,528 SH   DFND 17 28,528 0 0
FANG HLDGS LTD ADR 30711Y102 310 119,500 SH   DFND 24 119,500 0 0
FATE THERAPEUTICS INC COM 31189P102 1,761 108,132 SH   DFND 17 108,132 0 0
FASTENAL CO COM 311900104 243 4,196 SH   DFND 17 4,196 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 547 7,585 SH   DFND 17 3,460 0 4,125
FEDERAL AGRIC MTG CORP CL C 313148306 1,047 14,509 SH   DFND 21 0 0 14,509
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13,546 107,110 SH   DFND 4 107,110 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 134 1,062 SH   DFND 17 1,062 0 0
FEDERATED INVS INC PA CL B 314211103 668 27,684 SH   DFND 17 27,684 0 0
FEDEX CORP COM 31428X106 2,643 10,975 SH   DFND 4 10,975 0 0
FEDEX CORP COM 31428X106 31,664 131,501 SH   DFND 17 127,822 0 3,679
FEDEX CORP COM 31428X106 886 3,679 SH   DFND 20 3,679 0 0
FEDEX CORP COM 31428X106 73,070 303,461 SH   DFND 21 248,205 0 55,256
FEDEX CORP CALL 31428X906 3,877 16,100 SH Call DFND 4 16,100 0 0
FEDEX CORP PUT 31428X956 28,172 117,000 SH Put DFND 4 117,000 0 0
FEDNAT HLDG CO COM 31431B109 876 34,365 SH   DFND 17 34,365 0 0
FEDNAT HLDG CO COM 31431B109 278 10,921 SH   DFND 21 10,921 0 0
F5 NETWORKS INC COM 315616102 767 3,846 SH   DFND 4 3,846 0 0
F5 NETWORKS INC COM 315616102 292 1,466 SH   DFND 17 1,466 0 0
F5 NETWORKS INC COM 315616102 6,115 30,666 SH   DFND 21 387 0 30,279
FIBROGEN INC COM 31572Q808 692 11,388 SH   DFND 17 11,388 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10 96 SH   DFND 4 96 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 17,509 160,531 SH   DFND 17 154,202 0 6,329
FIDELITY NATL INFORMATION SV COM 31620M106 496 4,547 SH   DFND 20 4,547 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 18,914 173,409 SH   DFND 21 119,715 0 53,694
FIDELITY NATL INFORMATION SV CALL 31620M906 382 3,500 SH Call DFND 4 3,500 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 1,287 11,800 SH Put DFND 4 11,800 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,575 116,259 SH   DFND 21 110,615 0 5,644
FIFTH THIRD BANCORP COM 316773100 2,838 101,638 SH   DFND 4 101,638 0 0
FIFTH THIRD BANCORP COM 316773100 13,921 498,593 SH   DFND 17 498,593 0 0
FIFTH THIRD BANCORP COM 316773100 14,438 517,120 SH   DFND 21 442,560 0 74,560
FIFTH THIRD BANCORP CALL 316773900 642 23,000 SH Call DFND 4 23,000 0 0
FIFTH THIRD BANCORP PUT 316773950 5,595 200,400 SH Put DFND 4 200,400 0 0
58 COM INC SPON ADR REP A 31680Q104 7 100 SH   DFND 17 100 0 0
58 COM INC SPON ADR REP A 31680Q104 380 5,163 SH   DFND 21 5,163 0 0
51JOB INC SP ADR REP COM 316827104 1,778 23,100 SH   DFND 17 23,100 0 0
FINANCIAL INSTNS INC COM 317585404 94 3,000 SH   DFND 17 3,000 0 0
FINANCIAL INSTNS INC COM 317585404 1,688 53,766 SH   DFND 21 53,766 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 91,348 99,765,000 PRN   DFND 17 99,765,000 0 0
FIREEYE INC COM 31816Q101 67,657 3,979,834 SH   DFND 17 3,979,834 0 0
FIREEYE INC COM 31816Q101 183 10,793 SH   DFND 21 10,793 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 31,885 33,180,000 PRN   DFND 17 33,180,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 38,999 42,390,000 PRN   DFND 17 42,390,000 0 0
FIRST AMERN FINL CORP COM 31847R102 32,460 629,186 SH   DFND 17 540,112 0 89,074
FIRST AMERN FINL CORP COM 31847R102 616 11,940 SH   DFND 20 11,940 0 0
FIRST AMERN FINL CORP COM 31847R102 48,177 933,835 SH   DFND 21 565,212 0 368,623
FIRST BANCORP P R COM NEW 318672706 251 27,608 SH   DFND 21 0 0 27,608
FIRST BANCORP N C COM 318910106 21,625 533,827 SH   DFND 17 533,827 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 3,521 116,924 SH   DFND 17 116,924 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 507 16,853 SH   DFND 21 16,853 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,954 120,735 SH   DFND 17 86,490 0 34,245
FIRST DATA CORP NEW COM CL A 32008D106 556 22,715 SH   DFND 21 22,715 0 0
FIRST FINL BANCORP OH COM 320209109 2,206 74,278 SH   DFND 21 0 0 74,278
FIRST FINL BANKSHARES COM 32020R109 2,082 35,230 SH   DFND 17 35,230 0 0
FIRST FNDTN INC COM 32026V104 2,954 189,145 SH   DFND 17 189,145 0 0
FIRST HORIZON NATL CORP COM 320517105 21,822 1,264,300 SH   DFND 17 1,264,300 0 0
FIRST HAWAIIAN INC COM 32051X108 17,858 657,500 SH   DFND 17 657,500 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,327 201,506 SH   DFND 4 201,506 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,952 412,469 SH   DFND 17 238,692 0 173,777
FIRST INTERNET BANCORP COM 320557101 2,924 96,024 SH   DFND 17 92,978 0 3,046
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 19,925 444,748 SH   DFND 17 444,748 0 0
FIRST MERCHANTS CORP COM 320817109 13,622 302,774 SH   DFND 17 187,098 0 115,676
FIRST MERCHANTS CORP COM 320817109 1,008 22,413 SH   DFND 21 5,987 0 16,426
FIRST MIDWEST BANCORP DEL COM 320867104 2,061 77,507 SH   DFND 21 0 0 77,507
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,761 122,506 SH   DFND 17 104,914 0 17,592
FIRST SOLAR INC COM 336433107 302 6,237 SH   DFND 17 6,237 0 0
FIRST SOLAR INC COM 336433107 364 7,514 SH   DFND 21 1,663 0 5,851
FIRST SOLAR INC COM 336433107 1,695 35,000 SH   DFND 24 35,000 0 0
FIRSTCASH INC COM 33767D105 921 11,230 SH   DFND 17 0 0 11,230
FIRSTCASH INC COM 33767D105 1,753 21,381 SH   DFND 21 4,700 0 16,681
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 1,796 21,269 SH   DFND 17 21,269 0 0
FISERV INC COM 337738108 5 66 SH   DFND 4 66 0 0
FISERV INC COM 337738108 484 5,870 SH   DFND 17 5,870 0 0
FISERV INC COM 337738108 521 6,321 SH   DFND 21 1,610 0 4,711
FIRSTENERGY CORP COM 337932107 241 6,476 SH   DFND 17 6,476 0 0
FIRSTENERGY CORP COM 337932107 132 3,562 SH   DFND 21 3,562 0 0
FITBIT INC CL A 33812L102 19,913 3,721,985 SH   DFND 17 3,721,985 0 0
FIVE BELOW INC COM 33829M101 72 550 SH   DFND 17 550 0 0
FIVE BELOW INC COM 33829M101 154 1,183 SH   DFND 21 1,183 0 0
FIVE9 INC COM 338307101 5,936 135,857 SH   DFND 17 91,048 0 44,809
FIVE9 INC COM 338307101 119 2,735 SH   DFND 21 2,735 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,705 25,038 SH   DFND 17 25,038 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 48,137 211,276 SH   DFND 21 193,315 0 17,961
FLEXION THERAPEUTICS INC COM 33938J106 5,257 280,972 SH   DFND 17 182,833 0 98,139
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 24,699 24,535,000 PRN   DFND 17 24,535,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 18,901 626,473 SH   DFND 17 594,197 0 32,276
FLUOR CORP NEW COM 343412102 95,645 1,646,219 SH   DFND 17 1,646,219 0 0
FLOWSERVE CORP COM 34354P105 98 1,799 SH   DFND 17 1,799 0 0
FLOWSERVE CORP COM 34354P105 5,998 109,680 SH   DFND 21 106,387 0 3,293
FLOWSERVE CORP COM 34354P105 4,375 80,000 SH   DFND 24 80,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 317 22,481 SH   DFND 21 22,481 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1 12 SH   DFND 17 12 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 301 3,045 SH   DFND 21 0 0 3,045
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 525 5,300 SH   DFND 24 5,300 0 0
FOOT LOCKER INC COM 344849104 86 1,691 SH   DFND 17 1,691 0 0
FOOT LOCKER INC COM 344849104 16,555 324,735 SH   DFND 21 301,105 0 23,630
FORD MTR CO DEL COM PAR $0.01 345370860 3,032 327,811 SH   DFND 4 327,811 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 92,290 9,977,313 SH   DFND 17 9,132,177 0 845,136
FORD MTR CO DEL COM PAR $0.01 345370860 13,070 1,413,003 SH   DFND 21 1,144,070 0 268,933
FORD MTR CO DEL CALL 345370900 1,418 153,300 SH Call DFND 4 153,300 0 0
FORD MTR CO DEL PUT 345370950 12,837 1,387,800 SH Put DFND 4 1,387,800 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 11,529 305,318 SH   DFND 17 287,503 0 17,815
FOREST CITY RLTY TR INC COM CL A 345605109 16,007 638,000 SH   DFND 21 638,000 0 0
FORESTAR GROUP INC COM 346232101 207 9,777 SH   DFND 17 9,777 0 0
FORESTAR GROUP INC COM 346232101 1,433 67,607 SH   DFND 21 67,607 0 0
FORMFACTOR INC COM 346375108 5,312 386,356 SH   DFND 17 345,573 0 40,783
FORTIS INC COM 349553107 542 16,721 SH   DFND 17 16,721 0 0
FORTIS INC COM 349553107 402 12,395 SH   DFND 20 12,395 0 0
FORTIS INC COM 349553107 17,089 527,445 SH   DFND 21 375,715 0 151,730
FORTINET INC COM 34959E109 31,903 345,752 SH   DFND 17 345,752 0 0
FORTINET INC COM 34959E109 38,531 417,595 SH   DFND 21 198,069 0 219,526
FORTIVE CORP COM 34959J108 2 19 SH   DFND 4 19 0 0
FORTIVE CORP COM 34959J108 137,847 1,637,143 SH   DFND 17 1,575,783 0 61,360
FORTIVE CORP COM 34959J108 5,979 71,013 SH   DFND 20 71,013 0 0
FORTIVE CORP COM 34959J108 2,392 28,407 SH   DFND 21 23,010 0 5,397
FORTIVE CORP COM 34959J108 2,774 32,942 SH   DFND 24 32,942 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 165,155 153,090 SH   DFND 17 146,520 0 6,570
FORTUNE BRANDS HOME & SEC IN COM 34964C106 9,157 174,886 SH   DFND 17 174,886 0 0
FORWARD AIR CORP COM 349853101 1,302 18,165 SH   DFND 17 18,165 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 4,724 120,810 SH   DFND 17 115,881 0 4,929
FREEPORT-MCMORAN INC CL B 35671D857 55 3,955 SH   DFND 4 3,955 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,478 680,894 SH   DFND 17 680,894 0 0
FREEPORT-MCMORAN INC CL B 35671D857 354 25,433 SH   DFND 20 25,433 0 0
FREEPORT-MCMORAN INC CL B 35671D857 32,480 2,333,352 SH   DFND 21 2,275,635 0 57,717
FREEPORT-MCMORAN INC CL B 35671D857 251 18,000 SH   DFND 24 18,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 1,982 142,400 SH Call DFND 4 142,400 0 0
FREEPORT-MCMORAN INC PUT 35671D957 5,459 392,200 SH Put DFND 4 392,200 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 12,624 245,500 SH   DFND 17 245,500 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 9,462 1,457,874 SH   DFND 17 1,457,874 0 0
FUSION CONNECT INC COM 36116X102 540 210,162 SH   DFND 17 185,846 0 24,316
GATX CORP COM 361448103 600 6,926 SH   DFND 17 6,926 0 0
GATX CORP COM 361448103 1,894 21,870 SH   DFND 21 21,870 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 983 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 760 4,400 SH   DFND 24 4,400 0 0
G-III APPAREL GROUP LTD COM 36237H101 10,128 210,161 SH   DFND 17 138,393 0 71,768
GMS INC COM 36251C103 526 22,675 SH   DFND 17 0 0 22,675
GMS INC COM 36251C103 255 10,988 SH   DFND 21 10,988 0 0
GAIA INC NEW CL A 36269P104 4,032 261,786 SH   DFND 17 253,666 0 8,120
GALLAGHER ARTHUR J & CO COM 363576109 1,793 24,087 SH   DFND 17 24,087 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 6,198 175,823 SH   DFND 17 93,724 0 82,099
GAMING & LEISURE PPTYS INC COM 36467J108 13,080 371,074 SH   DFND 21 329,526 0 41,548
GAMESTOP CORP NEW CL A 36467W109 554 36,303 SH   DFND 21 36,303 0 0
GANNETT CO INC COM 36473H104 386 38,556 SH   DFND 17 38,556 0 0
GANNETT CO INC COM 36473H104 4,354 435,005 SH   DFND 21 435,005 0 0
GAP INC DEL COM 364760108 425 14,734 SH   DFND 4 14,734 0 0
GAP INC DEL COM 364760108 194 6,735 SH   DFND 17 6,735 0 0
GAP INC DEL COM 364760108 4,134 143,309 SH   DFND 21 92,004 0 51,305
GARDNER DENVER HLDGS INC COM 36555P107 4,194 147,995 SH   DFND 17 83,631 0 64,364
GARRETT MOTION INC COM 366505105 48 2,598 SH   DFND 17 2,598 0 0
GARRETT MOTION INC COM 366505105 523 28,267 SH   DFND 21 27,573 0 694
GARTNER INC COM 366651107 209 1,316 SH   DFND 17 1,316 0 0
GENERAL DYNAMICS CORP COM 369550108 3,283 16,038 SH   DFND 4 16,038 0 0
GENERAL DYNAMICS CORP COM 369550108 118 575 SH   DFND 17 575 0 0
GENERAL DYNAMICS CORP CALL 369550908 2,354 11,500 SH Call DFND 4 11,500 0 0
GENERAL DYNAMICS CORP PUT 369550958 28,026 136,900 SH Put DFND 4 136,900 0 0
GENERAL ELECTRIC CO COM 369604103 24,888 2,204,398 SH   DFND 4 2,204,398 0 0
GENERAL ELECTRIC CO COM 369604103 23,494 2,080,993 SH   DFND 17 1,987,873 0 93,120
GENERAL ELECTRIC CO COM 369604103 623 55,160 SH   DFND 21 55,160 0 0
GENERAL ELECTRIC CO CALL 369604903 6,873 608,800 SH Call DFND 4 608,800 0 0
GENERAL ELECTRIC CO PUT 369604953 35,186 3,116,600 SH Put DFND 4 3,116,600 0 0
GENERAL MLS INC COM 370334104 6,105 142,244 SH   DFND 4 142,244 0 0
GENERAL MLS INC COM 370334104 7,487 174,444 SH   DFND 17 51,924 0 122,520
GENERAL MLS INC COM 370334104 14,225 331,435 SH   DFND 21 326,058 0 5,377
GENERAL MLS INC CALL 370334904 1,099 25,600 SH Call DFND 4 25,600 0 0
GENERAL MLS INC PUT 370334954 14,151 329,700 SH Put DFND 4 329,700 0 0
GENERAL MTRS CO COM 37045V100 7,379 219,156 SH   DFND 4 219,156 0 0
GENERAL MTRS CO COM 37045V100 77,159 2,291,617 SH   DFND 17 2,267,144 0 24,473
GENERAL MTRS CO COM 37045V100 918 27,278 SH   DFND 20 27,278 0 0
GENERAL MTRS CO COM 37045V100 96,095 2,854,021 SH   DFND 21 2,566,195 0 287,826
GENERAL MTRS CO CALL 37045V900 3,875 115,100 SH Call DFND 4 115,100 0 0
GENERAL MTRS CO PUT 37045V950 54,788 1,627,200 SH Put DFND 4 1,627,200 0 0
GENTEX CORP COM 371901109 438 20,406 SH   DFND 21 20,406 0 0
GENOMIC HEALTH INC COM 37244C101 5,191 73,920 SH   DFND 17 50,265 0 23,655
GENUINE PARTS CO COM 372460105 13,939 140,236 SH   DFND 17 140,236 0 0
GENWORTH FINL INC COM CL A 37247D106 417 100,000 SH   DFND 4 100,000 0 0
GENWORTH FINL INC COM CL A 37247D106 3,187 764,294 SH   DFND 17 87,734 0 676,560
GILEAD SCIENCES INC COM 375558103 20,218 261,858 SH   DFND 4 261,858 0 0
GILEAD SCIENCES INC COM 375558103 238,813 3,093,032 SH   DFND 17 2,971,729 0 121,303
GILEAD SCIENCES INC COM 375558103 77,314 1,001,353 SH   DFND 21 815,881 0 185,472
GILEAD SCIENCES INC COM 375558103 13,782 178,500 SH   DFND 24 178,500 0 0
GILEAD SCIENCES INC CALL 375558903 6,918 89,600 SH Call DFND 4 89,600 0 0
GILEAD SCIENCES INC PUT 375558953 44,519 576,600 SH Put DFND 4 576,600 0 0
GILDAN ACTIVEWEAR INC COM 375916103 265 8,717 SH   DFND 21 1,514 0 7,203
GLATFELTER COM 377316104 225 11,773 SH   DFND 17 11,773 0 0
GLAUKOS CORP COM 377322102 1,979 30,500 SH   DFND 17 30,500 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 3,093 76,990 SH   DFND 17 76,990 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,191 31,342 SH   DFND 17 31,342 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 426 11,200 SH   DFND 24 11,200 0 0
GLOBAL PMTS INC COM 37940X102 571 4,480 SH   DFND 17 4,480 0 0
GLOBAL PMTS INC COM 37940X102 147 1,157 SH   DFND 20 1,157 0 0
GLOBAL PMTS INC COM 37940X102 14,605 114,638 SH   DFND 21 114,638 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 26,599 720,840 SH   DFND 17 675,707 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,859 50,385 SH   DFND 21 46,677 0 3,708
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 503 22,000 SH   DFND 24 22,000 0 0
GLOBUS MED INC CL A 379577208 8,322 146,613 SH   DFND 17 125,152 0 21,461
GLOBUS MED INC CL A 379577208 5,559 97,940 SH   DFND 21 56,395 0 41,545
GLU MOBILE INC COM 379890106 293 39,345 SH   DFND 17 0 0 39,345
GLU MOBILE INC COM 379890106 6,390 857,733 SH   DFND 21 484,817 0 372,916
GLYCOMIMETICS INC COM 38000Q102 1,706 118,448 SH   DFND 17 114,939 0 3,509
GOLDCORP INC NEW COM 380956409 19,346 1,900,160 SH   DFND 21 1,900,160 0 0
GOLDCORP INC NEW COM 380956409 525 51,600 SH   DFND 24 51,600 0 0
GOLDEN ENTMT INC COM 381013101 9,122 379,905 SH   DFND 17 290,417 0 89,488
GOLDMAN SACHS GROUP INC COM 38141G104 11,643 51,922 SH   DFND 4 51,922 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 31,009 138,286 SH   DFND 17 112,296 0 25,990
GOLDMAN SACHS GROUP INC COM 38141G104 11,427 50,961 SH   DFND 21 35,894 0 15,067
GOLDMAN SACHS GROUP INC CALL 38141G904 5,516 24,600 SH Call DFND 4 24,600 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 49,109 219,000 SH Put DFND 4 219,000 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 11,571 11,450,000 PRN   DFND 17 11,450,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 663 28,326 SH   DFND 17 28,326 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4,102 175,380 SH   DFND 21 162,259 0 13,121
GOOSEHEAD INS INC COM CL A 38267D109 1,006 29,716 SH   DFND 20 29,716 0 0
GRAHAM HLDGS CO COM 384637104 443 764 SH   DFND 17 764 0 0
GRAHAM HLDGS CO COM 384637104 19 32 SH   DFND 21 32 0 0
GRAINGER W W INC COM 384802104 2,014 5,634 SH   DFND 17 5,634 0 0
GRAINGER W W INC COM 384802104 22,704 63,524 SH   DFND 21 60,803 0 2,721
GRAMERCY PPTY TR COM NEW 385002308 17,562 640,011 SH   DFND 21 640,011 0 0
GRAN TIERRA ENERGY INC COM 38500T101 1,701 445,290 SH   DFND 17 445,290 0 0
GRAN TIERRA ENERGY INC COM 38500T101 153 40,155 SH   DFND 20 40,155 0 0
GRAN TIERRA ENERGY INC COM 38500T101 383 100,165 SH   DFND 21 100,165 0 0
GRAND CANYON ED INC COM 38526M106 620 5,495 SH   DFND 17 1,650 0 3,845
GRAND CANYON ED INC COM 38526M106 388 3,440 SH   DFND 20 3,440 0 0
GRAND CANYON ED INC COM 38526M106 1,142 10,121 SH   DFND 21 10,121 0 0
GRANITE CONSTR INC COM 387328107 8,191 179,224 SH   DFND 17 113,658 0 65,566
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 5,245 122,211 SH   DFND 17 100,243 0 21,968
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 920 21,434 SH   DFND 21 0 0 21,434
GRAPHIC PACKAGING HLDG CO COM 388689101 2,868 204,722 SH   DFND 17 204,722 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 6,502 464,119 SH   DFND 21 464,119 0 0
GRAY TELEVISION INC COM 389375106 2,452 140,110 SH   DFND 17 115,220 0 24,890
GRAY TELEVISION INC COM 389375106 191 10,918 SH   DFND 20 10,918 0 0
GRAY TELEVISION INC COM 389375106 13,014 743,650 SH   DFND 21 552,739 0 190,911
GREAT SOUTHN BANCORP INC COM 390905107 402 7,259 SH   DFND 17 1,111 0 6,148
GREAT WESTN BANCORP INC COM 391416104 24,655 584,387 SH   DFND 17 584,387 0 0
GREAT WESTN BANCORP INC COM 391416104 21 491 SH   DFND 21 491 0 0
GREEN DOT CORP CL A 39304D102 4,165 46,890 SH   DFND 17 30,788 0 16,102
GREEN DOT CORP CL A 39304D102 468 5,272 SH   DFND 20 5,272 0 0
GREEN DOT CORP CL A 39304D102 7,568 85,210 SH   DFND 21 69,280 0 15,930
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 8,684 9,075,000 PRN   DFND 17 9,075,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 69,994 58,695,000 PRN   DFND 17 52,785,000 0 5,910,000
GREENSKY INC CL A 39572G100 126,491 7,027,265 SH   DFND 4 7,027,265 0 0
GREENSKY INC CL A 39572G100 3,903 216,860 SH   DFND 17 81,725 0 135,135
GREIF INC CL A 397624107 2,019 37,635 SH   DFND 17 24,525 0 13,110
GROUP 1 AUTOMOTIVE INC COM 398905109 4,577 70,521 SH   DFND 21 69,170 0 1,351
GROUPE CGI INC CL A SUB VTG 39945C109 3,997 62,040 SH   DFND 17 57,201 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 98 1,514 SH   DFND 20 1,514 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 19,928 309,304 SH   DFND 21 237,328 0 71,976
GROUPON INC COM 399473107 710 188,285 SH   DFND 17 0 0 188,285
GRUBHUB INC COM 400110102 43,386 312,985 SH   DFND 17 233,920 0 79,065
GRUBHUB INC COM 400110102 397 2,863 SH   DFND 21 0 0 2,863
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 3,316 30,372 SH   DFND 17 30,372 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 129 1,184 SH   DFND 21 0 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 156 20,140 SH   DFND 17 20,140 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 188 24,269 SH   DFND 21 24,269 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,116 50,645 SH   DFND 17 40,380 0 10,265
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 45,271 42,125,000 PRN   DFND 17 39,235,000 0 2,890,000
H & E EQUIPMENT SERVICES INC COM 404030108 1,040 27,520 SH   DFND 17 2,740 0 24,780
H & E EQUIPMENT SERVICES INC COM 404030108 217 5,738 SH   DFND 21 5,738 0 0
HCA HEALTHCARE INC COM 40412C101 40 288 SH   DFND 4 288 0 0
HCA HEALTHCARE INC COM 40412C101 10,591 76,128 SH   DFND 17 71,628 0 4,500
HCA HEALTHCARE INC COM 40412C101 36,377 261,480 SH   DFND 21 223,408 0 38,072
HCA HEALTHCARE INC CALL 40412C901 1,628 11,700 SH Call DFND 4 11,700 0 0
HCA HEALTHCARE INC PUT 40412C951 20,757 149,200 SH Put DFND 4 149,200 0 0
HCP INC COM 40414L109 19,740 750,000 SH   DFND 4 750,000 0 0
HCP INC COM 40414L109 179 6,817 SH   DFND 17 6,817 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 23,545 250,212 SH   DFND 17 225,212 0 25,000
HDFC BANK LTD ADR REPS 3 SHS 40415F101 18,446 196,023 SH   DFND 20 196,023 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,845 30,233 SH   DFND 21 21,903 0 8,330
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 2,971 3,000,000 PRN   DFND 17 3,000,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 835 19,516 SH   DFND 4 19,516 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,023 23,905 SH   DFND 17 23,905 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,847 206,745 SH   DFND 21 116,627 0 90,118
HMS HLDGS CORP COM 40425J101 1,011 30,800 SH   DFND 17 0 0 30,800
HMS HLDGS CORP COM 40425J101 2,135 65,060 SH   DFND 21 0 0 65,060
HP INC COM 40434L105 18,530 719,042 SH   DFND 4 719,042 0 0
HP INC COM 40434L105 124,481 4,830,474 SH   DFND 17 4,519,673 0 310,801
HP INC COM 40434L105 758 29,400 SH   DFND 20 29,400 0 0
HP INC COM 40434L105 95,586 3,709,215 SH   DFND 21 3,146,378 0 562,837
HP INC CALL 40434L905 923 35,800 SH Call DFND 4 35,800 0 0
HP INC PUT 40434L955 11,063 429,300 SH Put DFND 4 429,300 0 0
HACKETT GROUP INC COM 404609109 5,102 253,223 SH   DFND 17 242,731 0 10,492
HAEMONETICS CORP COM 405024100 12,597 109,944 SH   DFND 17 88,979 0 20,965
HAEMONETICS CORP COM 405024100 2,411 21,044 SH   DFND 21 17,739 0 3,305
HALCON RES CORP COM PAR NEW 40537Q605 577 129,066 SH   DFND 17 14,816 0 114,250
HALLIBURTON CO COM 406216101 4,731 116,729 SH   DFND 4 116,729 0 0
HALLIBURTON CO COM 406216101 20,844 514,293 SH   DFND 17 514,293 0 0
HALLIBURTON CO COM 406216101 324 8,000 SH   DFND 24 8,000 0 0
HALLIBURTON CO CALL 406216901 1,674 41,300 SH Call DFND 4 41,300 0 0
HALLIBURTON CO PUT 406216951 15,641 385,900 SH Put DFND 4 385,900 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 256 14,113 SH   DFND 17 14,113 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 110 6,045 SH   DFND 24 6,045 0 0
HAMILTON LANE INC CL A 407497106 1,086 24,521 SH   DFND 17 22,291 0 2,230
HAMILTON LANE INC CL A 407497106 1,458 32,929 SH   DFND 21 17,575 0 15,354
HANESBRANDS INC COM 410345102 95 5,165 SH   DFND 17 5,165 0 0
HANESBRANDS INC COM 410345102 174 9,456 SH   DFND 21 9,456 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 290 13,529 SH   DFND 17 13,529 0 0
HANOVER INS GROUP INC COM 410867105 8,182 66,317 SH   DFND 17 35,938 0 30,379
HANOVER INS GROUP INC COM 410867105 87 702 SH   DFND 20 702 0 0
HANOVER INS GROUP INC COM 410867105 13,447 108,997 SH   DFND 21 83,723 0 25,274
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 285 171,433 SH   DFND 20 171,433 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 811 488,257 SH   DFND 21 488,257 0 0
HARRIS CORP DEL COM 413875105 14,481 85,578 SH   DFND 17 85,578 0 0
HARRIS CORP DEL COM 413875105 9,077 53,643 SH   DFND 21 9,822 0 43,821
HARSCO CORP COM 415864107 5,046 176,742 SH   DFND 17 103,383 0 73,359
HARTFORD FINL SVCS GROUP INC COM 416515104 14,739 295,025 SH   DFND 17 295,025 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 427 8,550 SH   DFND 20 8,550 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,469 149,494 SH   DFND 21 140,573 0 8,921
HASBRO INC COM 418056107 172 1,639 SH   DFND 17 1,639 0 0
HASBRO INC COM 418056107 252 2,401 SH   DFND 20 2,401 0 0
HASBRO INC COM 418056107 773 7,358 SH   DFND 21 7,358 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 364 10,220 SH   DFND 17 10,220 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 449 12,624 SH   DFND 21 12,624 0 0
HAWAIIAN HOLDINGS INC COM 419879101 859 21,410 SH   DFND 17 2,510 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 40 998 SH   DFND 20 998 0 0
HAWAIIAN HOLDINGS INC COM 419879101 216 5,398 SH   DFND 21 2,926 0 2,472
HEALTHCARE SVCS GRP INC COM 421906108 7,976 196,367 SH   DFND 17 129,384 0 66,983
HEALTHCARE RLTY TR COM 421946104 4,005 136,890 SH   DFND 4 136,890 0 0
HEALTHSTREAM INC COM 42222N103 375 12,078 SH   DFND 21 12,078 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,001 150,000 SH   DFND 4 150,000 0 0
HEICO CORP NEW CL A 422806208 2,024 26,811 SH   DFND 17 24,014 0 2,797
HEICO CORP NEW CL A 422806208 543 7,193 SH   DFND 20 7,193 0 0
HEICO CORP NEW CL A 422806208 13,616 180,341 SH   DFND 21 157,348 0 22,993
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,803 53,265 SH   DFND 17 53,265 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 27,231 25,340,000 PRN   DFND 17 25,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 7,745 112,617 SH   DFND 17 112,617 0 0
HELMERICH & PAYNE INC COM 423452101 348 5,061 SH   DFND 20 5,061 0 0
HELMERICH & PAYNE INC COM 423452101 992 14,424 SH   DFND 21 14,424 0 0
HENRY JACK & ASSOC INC COM 426281101 6,510 40,669 SH   DFND 21 0 0 40,669
HERITAGE COMMERCE CORP COM 426927109 1,312 87,957 SH   DFND 17 77,817 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 945 725,000 PRN   DFND 17 725,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 54 1,528 SH   DFND 17 1,528 0 0
HERITAGE FINL CORP WASH COM 42722X106 464 13,203 SH   DFND 21 13,203 0 0
HERON THERAPEUTICS INC COM 427746102 57,374 1,812,776 SH   DFND 17 1,575,196 0 237,580
HERON THERAPEUTICS INC COM 427746102 98 3,083 SH   DFND 20 3,083 0 0
HERON THERAPEUTICS INC COM 427746102 485 15,332 SH   DFND 21 8,840 0 6,492
HERON THERAPEUTICS INC COM 427746102 1,779 56,200 SH   DFND 24 56,200 0 0
HERSHEY CO COM 427866108 14,232 139,528 SH   DFND 17 139,528 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,399 38,821 SH   DFND 17 37,061 0 1,760
HERTZ GLOBAL HLDGS INC COM 42806J106 1,722 105,472 SH   DFND 17 105,472 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 5,478 335,431 SH   DFND 21 335,431 0 0
HERTZ GLOBAL HLDGS INC CALL 42806J906 19,596 1,200,000 SH Call DFND 4 1,200,000 0 0
HESS CORP COM 42809H107 280 3,909 SH   DFND 17 3,909 0 0
HESS CORP COM 42809H107 90 1,256 SH   DFND 21 1,256 0 0
HESS CORP DEP PDF SR A 42809H404 1,263 1,588,935 SH   DFND 17 1,512,355 0 76,580
HEWLETT PACKARD ENTERPRISE C COM 42824C109 79 4,854 SH   DFND 4 4,854 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,197 747,851 SH   DFND 17 440,460 0 307,391
HEWLETT PACKARD ENTERPRISE C COM 42824C109 49,539 3,037,317 SH   DFND 21 2,633,027 0 404,290
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1,191 73,000 SH Call DFND 4 73,000 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 7,768 476,300 SH Put DFND 4 476,300 0 0
HEXCEL CORP NEW COM 428291108 21,321 317,981 SH   DFND 17 243,761 0 74,220
HEXCEL CORP NEW COM 428291108 961 14,335 SH   DFND 21 2,106 0 12,229
HEXCEL CORP NEW COM 428291108 9,333 139,200 SH   DFND 24 139,200 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 10,992 1,017,790 SH   DFND 17 1,017,790 0 0
HIBBETT SPORTS INC COM 428567101 2,071 110,168 SH   DFND 21 110,168 0 0
HIGHPOINT RES CORP COM 43114K108 5,453 1,117,326 SH   DFND 17 638,524 0 478,802
HILL ROM HLDGS INC COM 431475102 49,815 527,706 SH   DFND 17 455,030 0 72,676
HILL ROM HLDGS INC COM 431475102 328 3,479 SH   DFND 20 3,479 0 0
HILL ROM HLDGS INC COM 431475102 28,248 299,241 SH   DFND 21 216,271 0 82,970
HILTON WORLDWIDE HLDGS INC COM 43300A203 12,165 150,596 SH   DFND 4 150,596 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 467 5,778 SH   DFND 17 5,778 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 751 9,300 SH Put DFND 4 9,300 0 0
HOLLYFRONTIER CORP COM 436106108 629 8,999 SH   DFND 4 8,999 0 0
HOLLYFRONTIER CORP COM 436106108 14,229 203,562 SH   DFND 17 77,306 0 126,256
HOLLYFRONTIER CORP COM 436106108 13,336 190,785 SH   DFND 21 130,406 0 60,379
HOLLYFRONTIER CORP COM 436106108 524 7,500 SH   DFND 24 7,500 0 0
HOME BANCSHARES INC COM 436893200 501 22,872 SH   DFND 21 22,872 0 0
HOME DEPOT INC COM 437076102 3,292 15,890 SH   DFND 4 15,890 0 0
HOME DEPOT INC COM 437076102 433,186 2,091,169 SH   DFND 17 1,989,857 0 101,312
HOME DEPOT INC COM 437076102 3,937 19,004 SH   DFND 20 19,004 0 0
HOME DEPOT INC COM 437076102 209,862 1,013,092 SH   DFND 21 903,811 0 109,281
HOME DEPOT INC CALL 437076902 13,838 66,800 SH Call DFND 4 66,800 0 0
HOME DEPOT INC PUT 437076952 106,848 515,800 SH Put DFND 4 515,800 0 0
HONEYWELL INTL INC COM 438516106 11,233 67,505 SH   DFND 4 67,505 0 0
HONEYWELL INTL INC COM 438516106 224,903 1,366,775 SH   DFND 17 1,366,775 0 0
HONEYWELL INTL INC COM 438516106 1,970 11,975 SH   DFND 20 11,975 0 0
HONEYWELL INTL INC COM 438516106 47,135 286,447 SH   DFND 21 279,497 0 6,950
HONEYWELL INTL INC CALL 438516906 8,237 49,500 SH Call DFND 4 49,500 0 0
HONEYWELL INTL INC PUT 438516956 49,787 299,200 SH Put DFND 4 299,200 0 0
HOOKER FURNITURE CORP COM 439038100 459 13,586 SH   DFND 17 2,518 0 11,068
HOOKER FURNITURE CORP COM 439038100 36 1,059 SH   DFND 21 1,059 0 0
HOPE BANCORP INC COM 43940T109 21,006 1,299,075 SH   DFND 17 1,299,075 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 55,496 55,220,000 PRN   DFND 17 48,075,000 0 7,145,000
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 5,496 7,300,000 PRN   DFND 17 7,300,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 14,728 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 28,764 1,261,023 SH   DFND 17 1,220,073 0 40,950
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 750 25,991 SH   DFND 17 25,991 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6,674 231,416 SH   DFND 21 120,544 0 110,872
HOST HOTELS & RESORTS INC COM 44107P104 26,984 1,278,873 SH   DFND 4 1,278,873 0 0
HOST HOTELS & RESORTS INC COM 44107P104 87,344 4,139,538 SH   DFND 17 4,139,538 0 0
HOULIHAN LOKEY INC CL A 441593100 22,361 497,678 SH   DFND 17 472,432 0 25,246
HOULIHAN LOKEY INC CL A 441593100 1,189 26,460 SH   DFND 21 26,460 0 0
HOWARD HUGHES CORP COM 44267D107 61,081 491,720 SH   DFND 4 491,720 0 0
HOWARD HUGHES CORP COM 44267D107 10,458 84,189 SH   DFND 17 49,008 0 35,181
HUB GROUP INC CL A 443320106 350 7,674 SH   DFND 21 0 0 7,674
HUBBELL INC COM 443510607 2,457 18,394 SH   DFND 17 18,394 0 0
HUBBELL INC COM 443510607 59 441 SH   DFND 21 441 0 0
HUBSPOT INC COM 443573100 12,927 85,635 SH   DFND 17 70,870 0 14,765
HUDBAY MINERALS INC COM 443628102 30,459 6,020,000 SH   DFND 4 6,020,000 0 0
HUDBAY MINERALS INC COM 443628102 6,886 1,360,939 SH   DFND 21 1,360,939 0 0
HUDSON PAC PPTYS INC COM 444097109 19,150 585,262 SH   DFND 4 585,262 0 0
HUMANA INC COM 444859102 9,600 28,358 SH   DFND 4 28,358 0 0
HUMANA INC COM 444859102 16,194 47,838 SH   DFND 17 32,772 0 15,066
HUMANA INC COM 444859102 71 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 76,540 226,102 SH   DFND 21 190,319 0 35,783
HUMANA INC CALL 444859902 2,776 8,200 SH Call DFND 4 8,200 0 0
HUMANA INC PUT 444859952 28,977 85,600 SH Put DFND 4 85,600 0 0
HUNT J B TRANS SVCS INC COM 445658107 787 6,618 SH   DFND 17 6,618 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,397 45,374 SH   DFND 21 34,229 0 11,145
HUNTINGTON BANCSHARES INC COM 446150104 1,548 103,752 SH   DFND 4 103,752 0 0
HUNTINGTON BANCSHARES INC COM 446150104 242 16,187 SH   DFND 17 16,187 0 0
HUNTINGTON BANCSHARES INC COM 446150104 221 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 28,717 112,139 SH   DFND 17 78,940 0 33,199
HUNTINGTON INGALLS INDS INC COM 446413106 766 2,990 SH   DFND 20 2,990 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 11,860 46,315 SH   DFND 21 41,085 0 5,230
HUNTSMAN CORP COM 447011107 7,324 268,977 SH   DFND 17 161,717 0 107,260
HUNTSMAN CORP COM 447011107 220 8,088 SH   DFND 20 8,088 0 0
HUNTSMAN CORP COM 447011107 2,848 104,599 SH   DFND 21 96,172 0 8,427
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 25,392 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 14,405 447,494 SH   DFND 20 447,494 0 0
HYATT HOTELS CORP COM CL A 448579102 4,061 51,030 SH   DFND 17 38,025 0 13,005
IAC INTERACTIVECORP COM 44919P508 954 4,400 SH   DFND 17 0 0 4,400
ICF INTL INC COM 44925C103 1,539 20,398 SH   DFND 17 20,398 0 0
ICF INTL INC COM 44925C103 4,965 65,805 SH   DFND 21 27,160 0 38,645
ICU MED INC COM 44930G107 338 1,195 SH   DFND 17 1,195 0 0
ICU MED INC COM 44930G107 1,771 6,262 SH   DFND 21 5,634 0 628
IPG PHOTONICS CORP COM 44980X109 10,934 70,059 SH   DFND 17 55,509 0 14,550
IPG PHOTONICS CORP COM 44980X109 213 1,367 SH   DFND 21 333 0 1,034
IPG PHOTONICS CORP COM 44980X109 1,951 12,500 SH   DFND 24 12,500 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 241 2,547 SH   DFND 21 2,547 0 0
ITT INC COM 45073V108 21,645 353,335 SH   DFND 17 353,335 0 0
ITT INC COM 45073V108 93 1,522 SH   DFND 20 1,522 0 0
ITT INC COM 45073V108 274 4,473 SH   DFND 21 4,473 0 0
IBERIABANK CORP COM 450828108 21,348 262,427 SH   DFND 17 262,427 0 0
IAMGOLD CORP COM 450913108 231 62,911 SH   DFND 17 62,911 0 0
IAMGOLD CORP COM 450913108 3,292 895,736 SH   DFND 21 895,736 0 0
ICICI BK LTD ADR 45104G104 285 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 851 100,200 SH   DFND 20 100,200 0 0
ICICI BK LTD ADR 45104G104 565 66,506 SH   DFND 21 0 0 66,506
ICICI BK LTD ADR 45104G104 1,275 150,200 SH   DFND   150,200 0 0
ICONIX BRAND GROUP INC COM 451055107 25 81,725 SH   DFND 17 81,725 0 0
ICONIX BRAND GROUP INC COM 451055107 6 19,002 SH   DFND 21 19,002 0 0
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 34,642 68,825,000 PRN   DFND 17 65,635,000 0 3,190,000
IDACORP INC COM 451107106 414 4,175 SH   DFND 17 4,175 0 0
IDACORP INC COM 451107106 1,061 10,692 SH   DFND 21 10,692 0 0
IDEX CORP COM 45167R104 43,222 286,883 SH   DFND 17 286,883 0 0
IDEX CORP COM 45167R104 5,577 37,016 SH   DFND 21 32,046 0 4,970
IDEX CORP COM 45167R104 6,554 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 15,378 61,595 SH   DFND 17 50,275 0 11,320
IDEXX LABS INC COM 45168D104 163 653 SH   DFND 21 653 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,318 30,600 SH   DFND 4 30,600 0 0
ILLINOIS TOOL WKS INC COM 452308109 13,675 96,903 SH   DFND 17 96,903 0 0
ILLINOIS TOOL WKS INC CALL 452308909 2,173 15,400 SH Call DFND 4 15,400 0 0
ILLINOIS TOOL WKS INC PUT 452308959 16,342 115,800 SH Put DFND 4 115,800 0 0
ILLUMINA INC COM 452327109 21,788 59,358 SH   DFND 17 59,358 0 0
ILLUMINA INC COM 452327109 16,899 46,040 SH   DFND 21 29,411 0 16,629
ILLUMINA INC COM 452327109 8,259 22,500 SH   DFND 24 22,500 0 0
ILLUMINA INC CALL 452327909 1,468 4,000 SH Call DFND 4 4,000 0 0
ILLUMINA INC PUT 452327959 30,209 82,300 SH Put DFND 4 82,300 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,383 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 83,957 55,595,000 PRN   DFND 17 52,020,000 0 3,575,000
IMMUNOGEN INC COM 45253H101 4,487 473,846 SH   DFND 17 302,926 0 170,920
IMMUNOMEDICS INC COM 452907108 4,932 236,792 SH   DFND 17 150,368 0 86,424
INCYTE CORP COM 45337C102 9,366 135,581 SH   DFND 17 135,581 0 0
INCYTE CORP COM 45337C102 14,403 208,497 SH   DFND 20 208,497 0 0
INCYTE CORP COM 45337C102 4,822 69,800 SH   DFND 24 69,800 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 229 9,676 SH   DFND 21 9,676 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 801 14,768 SH   DFND 17 14,768 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 413 7,609 SH   DFND 20 7,609 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 3,731 68,817 SH   DFND 21 68,817 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 45,577 44,900,000 PRN   DFND 17 41,725,000 0 3,175,000
INFOSYS LTD SPONSORED ADR 456788108 1,584 155,714 SH   DFND 17 155,714 0 0
INFOSYS LTD SPONSORED ADR 456788108 5,248 516,000 SH   DFND 20 516,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,406 334,870 SH   DFND 21 278,760 0 56,110
INFOSYS LTD SPONSORED ADR 456788108 330 32,400 SH   DFND 24 32,400 0 0
INFRAREIT INC COM 45685L100 25,500 1,205,653 SH   DFND 17 1,205,653 0 0
INGEVITY CORP COM 45688C107 15,446 151,609 SH   DFND 17 96,056 0 55,553
INGLES MKTS INC CL A 457030104 954 27,851 SH   DFND 17 3,276 0 24,575
INGLES MKTS INC CL A 457030104 2,159 63,034 SH   DFND 21 56,282 0 6,752
INGREDION INC COM 457187102 1,440 13,719 SH   DFND 4 13,719 0 0
INGREDION INC COM 457187102 38,544 367,227 SH   DFND 17 362,333 0 4,894
INGREDION INC COM 457187102 1,169 11,138 SH   DFND 20 11,138 0 0
INGREDION INC COM 457187102 35,069 334,120 SH   DFND 21 248,053 0 86,067
INSIGHT ENTERPRISES INC COM 45765U103 1 12 SH   DFND 17 12 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,301 42,539 SH   DFND 21 42,539 0 0
INSMED INC COM PAR $.01 457669307 3,271 161,795 SH   DFND 17 161,795 0 0
INSMED INC COM PAR $.01 457669307 396 19,600 SH   DFND 24 19,600 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 26,454 31,005,000 PRN   DFND 17 31,005,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 15,933 13,800,000 PRN   DFND 17 13,800,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 45,538 46,110,000 PRN   DFND 17 46,110,000 0 0
INNOPHOS HOLDINGS INC COM 45774N108 22,373 503,897 SH   DFND 17 503,897 0 0
INSPERITY INC COM 45778Q107 8,428 71,458 SH   DFND 17 21,530 0 49,928
INSPERITY INC COM 45778Q107 683 5,791 SH   DFND 20 5,791 0 0
INSPERITY INC COM 45778Q107 47,137 399,638 SH   DFND 21 274,792 0 124,846
INOGEN INC COM 45780L104 990 4,055 SH   DFND 17 4,055 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 25,593 23,000,000 PRN   DFND 17 23,000,000 0 0
INSTRUCTURE INC COM 45781U103 10,187 287,777 SH   DFND 17 225,914 0 61,863
INSULET CORP COM 45784P101 11,027 104,079 SH   DFND 17 75,119 0 28,960
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,192 650,000 PRN   DFND 17 650,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 20,820 442,890 SH   DFND 4 403,172 0 39,718
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,005 42,653 SH   DFND 17 42,653 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 9,731 207,000 SH   DFND 21 207,000 0 0
INTEL CORP COM 458140100 9,753 206,232 SH   DFND 4 206,232 0 0
INTEL CORP COM 458140100 397,455 8,404,623 SH   DFND 17 7,612,732 0 791,891
INTEL CORP COM 458140100 3,409 72,081 SH   DFND 20 72,081 0 0
INTEL CORP COM 458140100 341,536 7,222,171 SH   DFND 21 5,156,923 0 2,065,248
INTEL CORP CALL 458140900 24,406 516,100 SH Call DFND 4 516,100 0 0
INTEL CORP PUT 458140950 77,243 1,633,400 SH Put DFND 4 1,633,400 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 158,747 69,220,000 PRN   DFND 17 66,500,000 0 2,720,000
INTELLIA THERAPEUTICS INC COM 45826J105 3,482 121,654 SH   DFND 17 118,993 0 2,661
INTER PARFUMS INC COM 458334109 1,432 22,212 SH   DFND 17 6,932 0 15,280
INTER PARFUMS INC COM 458334109 1,978 30,698 SH   DFND 21 28,165 0 2,533
INTERACTIVE BROKERS GROUP IN COM 45841N107 954 17,241 SH   DFND 17 17,241 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 5,015 90,676 SH   DFND 21 61,382 0 29,294
INTERCEPT PHARMACEUTICALS IN COM 45845P108 632 5,000 SH   DFND 17 5,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 173 1,369 SH   DFND 21 1,369 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 354 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 94,974 94,760,000 PRN   DFND 17 90,145,000 0 4,615,000
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 30,802 26,240,000 PRN   DFND 17 23,765,000 0 2,475,000
INTERFACE INC COM 458665304 22,487 963,022 SH   DFND 17 963,022 0 0
INTERFACE INC COM 458665304 754 32,302 SH   DFND 21 3,920 0 28,382
INTERCONTINENTAL EXCHANGE IN COM 45866F104 631 8,420 SH   DFND 17 8,420 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,137 55,235 SH   DFND 21 0 0 55,235
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 1,019 13,600 SH Call DFND 4 13,600 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 17,300 231,000 SH Put DFND 4 231,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 12,936 287,460 SH   DFND 17 287,460 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,413 42,409 SH   DFND 4 42,409 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 131,648 870,629 SH   DFND 17 807,360 0 63,269
INTERNATIONAL BUSINESS MACHS COM 459200101 51,669 341,706 SH   DFND 21 316,762 0 24,944
INTERNATIONAL BUSINESS MACHS CALL 459200901 23,559 155,800 SH Call DFND 4 155,800 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 67,939 449,300 SH Put DFND 4 449,300 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,100 7,908 SH   DFND 17 7,908 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,810 92,076 SH   DFND 20 0 0 92,076
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 114,996 826,599 SH   DFND 21 717,117 0 109,482
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 904 6,500 SH   DFND 24 6,500 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 160,034 2,783,200 SH   DFND 17 2,618,605 0 164,595
INTL PAPER CO COM 460146103 996 20,263 SH   DFND 4 20,263 0 0
INTL PAPER CO COM 460146103 82,239 1,673,231 SH   DFND 17 1,671,751 0 1,480
INTL PAPER CO COM 460146103 190 3,874 SH   DFND 21 3,874 0 0
INTL PAPER CO CALL 460146903 1,204 24,500 SH Call DFND 4 24,500 0 0
INTL PAPER CO PUT 460146953 8,518 173,300 SH Put DFND 4 173,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,812 41,363 SH   DFND 17 20,740 0 20,623
INTERSECT ENT INC COM 46071F103 6,675 232,181 SH   DFND 17 228,380 0 3,801
INVESCO QQQ TR UNIT SER 1 46090E103 14,438 77,710 SH   DFND 24 77,420 0 290
INVESCO QQQ TR PUT 46090E953 451,862 2,432,111 SH Put DFND 4 2,295,111 0 137,000
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 37,783 2,012,952 SH   DFND 25 12,952 0 2,000,000
INTUIT COM 461202103 1,275 5,608 SH   DFND 4 5,608 0 0
INTUIT COM 461202103 12,146 53,414 SH   DFND 17 51,149 0 2,265
INTUIT COM 461202103 164,159 721,897 SH   DFND 21 586,644 0 135,253
INTUIT CALL 461202903 2,001 8,800 SH Call DFND 4 8,800 0 0
INTUIT PUT 461202953 25,128 110,500 SH Put DFND 4 110,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 279,146 486,317 SH   DFND 17 473,987 0 12,330
INTUITIVE SURGICAL INC COM NEW 46120E602 1,540 2,683 SH   DFND 20 2,683 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 28,768 50,118 SH   DFND 21 43,937 0 6,181
INTUITIVE SURGICAL INC CALL 46120E902 804 1,400 SH Call DFND 4 1,400 0 0
INTUITIVE SURGICAL INC PUT 46120E952 30,192 52,600 SH Put DFND 4 52,600 0 0
INTRICON CORP COM 46121H109 7,663 136,352 SH   DFND 17 118,189 0 18,163
INTRICON CORP COM 46121H109 1,387 24,687 SH   DFND 21 24,687 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 5,993 378,794 SH   DFND 17 94,278 0 284,516
INVESCO MORTGAGE CAPITAL INC COM 46131B100 79 4,964 SH   DFND 20 4,964 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 4,006 253,228 SH   DFND 21 126,569 0 126,659
INVESCO EXCHNG TRADED FD TR FNDMNTL HY CRP 46138E719 806 43,479 SH   DFND 17 43,479 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 14,746 546,570 SH   DFND 25 546,570 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 9,622 415,275 SH   DFND 17 415,275 0 0
INVITAE CORP COM 46185L103 4,478 267,655 SH   DFND 17 149,705 0 117,950
INVITATION HOMES INC COM 46187W107 20,290 885,618 SH   DFND 4 885,618 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,851 35,880 SH   DFND 17 35,880 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,212 23,500 SH   DFND 24 23,500 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 9,317 828,141 SH   DFND 17 822,349 0 5,792
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,320 117,300 SH   DFND 24 117,300 0 0
IQVIA HLDGS INC COM 46266C105 3,385 26,090 SH   DFND 17 26,090 0 0
IQVIA HLDGS INC COM 46266C105 15,314 118,036 SH   DFND 21 94,110 0 23,926
IRIDIUM COMMUNICATIONS INC COM 46269C102 250 11,095 SH   DFND 17 11,095 0 0
IRON MTN INC NEW COM 46284V101 251 7,267 SH   DFND 17 7,267 0 0
ISHARES INC MSCI AUST ETF 464286103 1,885 85,214 SH   DFND 24 0 0 85,214
ISHARES INC EM MKTS DIV ETF 464286319 573 14,720 SH   DFND 17 14,720 0 0
ISHARES INC MSCI WORLD ETF 464286392 2,837 30,900 SH   DFND 24 0 0 30,900
ISHARES INC MSCI CDA ETF 464286509 3,781 131,390 SH   DFND 24 106,010 0 25,380
ISHARES INC JP MORGAN EM ETF 464286517 260 6,040 SH   DFND 24 0 0 6,040
ISHARES INC MSCI THAILND ETF 464286624 899 9,532 SH   DFND 24 0 0 9,532
ISHARES INC MSCI STH KOR ETF 464286772 1,079 15,812 SH   DFND 17 15,812 0 0
ISHARES INC MSCI MEXICO ETF 464286822 17,382 339,294 SH   DFND 20 339,294 0 0
ISHARES INC MSCI MEXICO ETF 464286822 1,383 27,000 SH   DFND 24 0 0 27,000
ISHARES TR TIPS BD ETF 464287176 2,198 19,874 SH   DFND 17 19,874 0 0
ISHARES TR TIPS BD ETF 464287176 5,743 51,920 SH   DFND 24 45,260 0 6,660
ISHARES TR TIPS BD ETF 464287176 12,052 108,951 SH   DFND 25 8,951 0 100,000
ISHARES TR CORE S&P500 ETF 464287200 1,444,289 4,933,862 SH   DFND 17 4,933,862 0 0
ISHARES TR CORE S&P500 ETF 464287200 20,929 71,496 SH   DFND 24 43,280 0 28,216
ISHARES TR CORE US AGGBD ET 464287226 969,211 9,185,096 SH   DFND 17 9,185,096 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,172 97,200 SH   DFND 24 67,200 0 30,000
ISHARES TR IBOXX INV CP ETF 464287242 240,278 2,090,647 SH   DFND 17 2,090,647 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,108 87,950 SH   DFND 21 87,950 0 0
ISHARES TR IBOXX INV CP ETF 464287242 41,385 360,085 SH   DFND 25 63,340 0 296,745
ISHARES TR LATN AMER 40 ETF 464287390 619 19,720 SH   DFND 24 0 0 19,720
ISHARES TR S&P 500 VAL ETF 464287408 190 1,644 SH   DFND 17 1,644 0 0
ISHARES TR S&P 500 VAL ETF 464287408 579 5,000 SH   DFND 24 5,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 41,559 611,249 SH   DFND 4 611,249 0 0
ISHARES TR NASDAQ BIOTECH 464287556 366 3,000 SH   DFND 17 3,000 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,245 10,210 SH   DFND 24 0 0 10,210
ISHARES TR GLOBAL 100 ETF 464287572 2,689 55,100 SH   DFND 24 0 0 55,100
ISHARES TR RUS 2000 VAL ETF 464287630 604 4,542 SH   DFND 17 4,542 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 228,410 1,355,144 SH   DFND 17 1,355,144 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,499 26,693 SH   DFND 24 20,235 0 6,458
ISHARES TR U.S. REAL ES ETF 464287739 1,301 16,260 SH   DFND 24 16,260 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 16,987 127,444 SH   DFND 20 127,444 0 0
ISHARES TR U.S. ENERGY ETF 464287796 1,106 26,370 SH   DFND 24 0 0 26,370
ISHARES TR U.S. BAS MTL ETF 464287838 295 3,000 SH   DFND 24 3,000 0 0
ISHARES TR PUT 464287954 446,786 10,411,452 SH Put DFND 4 10,411,452 0 0
ISHARES TR PUT 464287954 132,889 30,962 SH Put DFND 21 23,712 0 7,250
ISHARES TR PUT 464287955 645,961 3,832,457 SH Put DFND 4 3,549,457 0 283,000
ISHARES TR PUT 464287959 34,038 425,367 SH Put DFND 4 425,367 0 0
ISHARES TR INTL TREA BD ETF 464288117 1,165 24,180 SH   DFND 24 0 0 24,180
ISHARES TR MSCI AC ASIA ETF 464288182 890 12,610 SH   DFND 24 5,000 0 7,610
ISHARES TR MSCI ACWI ETF 464288257 194,311 2,616,631 SH   DFND 17 2,616,631 0 0
ISHARES TR MSCI ACWI ETF 464288257 16,312 219,660 SH   DFND 24 0 0 219,660
ISHARES TR JPMORGAN USD EMG 464288281 267 2,472 SH   DFND 17 2,472 0 0
ISHARES TR JPMORGAN USD EMG 464288281 7,352 68,191 SH   DFND 24 0 0 68,191
ISHARES TR JPMORGAN USD EMG 464288281 110,586 1,025,750 SH   DFND 25 275,750 0 750,000
ISHARES TR ASIA 50 ETF 464288430 297 4,750 SH   DFND 24 0 0 4,750
ISHARES TR INTL SEL DIV ETF 464288448 228 6,996 SH   DFND 24 0 0 6,996
ISHARES TR IBOXX HI YD ETF 464288513 28,535 330,108 SH   DFND 17 330,108 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,804 67,147 SH   DFND 25 67,147 0 0
ISHARES TR MBS ETF 464288588 5,080 49,160 SH   DFND 17 49,160 0 0
ISHARES TR MBS ETF 464288588 6,765 65,470 SH   DFND 21 65,470 0 0
ISHARES TR MBS ETF 464288588 995 9,629 SH   DFND 25 9,629 0 0
ISHARES TR USD INV GRDE ETF 464288620 26,373 491,845 SH   DFND 17 491,845 0 0
ISHARES TR S&P US PFD STK 464288687 1,205 32,461 SH   DFND 17 32,461 0 0
ISHARES TR US TREAS BD ETF 46429B267 10,923 448,781 SH   DFND 17 448,781 0 0
ISHARES TR GNMA BOND ETF 46429B333 1,619 33,600 SH   DFND 24 0 0 33,600
ISHARES TR CMBS ETF 46429B366 1,011 20,303 SH   DFND 25 20,303 0 0
ISHARES TR MSCI INDIA ETF 46429B598 3,150 97,000 SH   DFND 17 97,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 5,633 153,580 SH   DFND 17 153,580 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 956 18,732 SH   DFND 17 18,732 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 13,127 257,300 SH   DFND 24 0 0 257,300
ISHARES TR FLTG RATE NT ETF 46429B655 1,055 20,685 SH   DFND 25 20,685 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 774 8,550 SH   DFND 24 6,000 0 2,550
ISHARES TR MIN VOL USA ETF 46429B697 614 10,773 SH   DFND 17 10,773 0 0
ISHARES US ETF TR IT RT HDG HGYL 46431W606 12,978 140,574 SH   DFND 20 140,574 0 0
ISHARES TR USA QUALITY FCTR 46432F339 585 6,470 SH   DFND 17 6,470 0 0
ISHARES TR USA QUALITY FCTR 46432F339 66,447 735,272 SH   DFND 25 0 0 735,272
ISHARES TR EDGE MSCI USA VL 46432F388 59,750 680,142 SH   DFND 25 0 0 680,142
ISHARES TR USA MOMENTUM FCT 46432F396 599 5,034 SH   DFND 17 5,034 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 76,008 638,723 SH   DFND 25 0 0 638,723
ISHARES TR CORE MSCI EAFE 46432F842 6,608 103,121 SH   DFND 17 103,121 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 86,330 81,540,000 PRN   DFND 17 81,540,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 528 10,188 SH   DFND 17 10,188 0 0
ISHARES INC CORE MSCI EMKT 46434G103 7,176 138,590 SH   DFND 24 61,290 0 77,300
ISHARES INC MSCI TAIWAN ETF 46434G772 4,362 115,704 SH   DFND 17 115,704 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 6,821 113,249 SH   DFND 24 46,750 0 66,499
ISHARES TR 0-5YR INVT GR CP 46434V100 276 5,561 SH   DFND 24 0 0 5,561
ISHARES TR MSCI QATAR ETF 46434V779 1,388 77,000 SH   DFND 24 0 0 77,000
ISHARES TR TRS FLT RT BD 46434V860 1,223 24,300 SH   DFND 24 24,300 0 0
ISHARES TR HDG MSCI JAPAN 46434V886 4,375 127,730 SH   DFND 4 127,730 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,362 39,932 SH   DFND 24 0 0 39,932
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 421 38,335 SH   DFND 17 38,335 0 0
ITRON INC COM 465741106 10,739 167,280 SH   DFND 17 167,280 0 0
ITRON INC COM 465741106 729 11,349 SH   DFND 21 11,349 0 0
J & J SNACK FOODS CORP COM 466032109 197 1,305 SH   DFND 17 1,305 0 0
J & J SNACK FOODS CORP COM 466032109 2,036 13,495 SH   DFND 21 0 0 13,495
JPMORGAN CHASE & CO COM 46625H100 16,475 146,004 SH   DFND 4 146,004 0 0
JPMORGAN CHASE & CO COM 46625H100 647,820 5,741,049 SH   DFND 17 5,353,636 0 387,413
JPMORGAN CHASE & CO COM 46625H100 11,263 99,815 SH   DFND 20 99,815 0 0
JPMORGAN CHASE & CO COM 46625H100 439,524 3,895,107 SH   DFND 21 2,907,618 0 987,489
JPMORGAN CHASE & CO CALL 46625H900 28,921 256,300 SH Call DFND 4 256,300 0 0
JPMORGAN CHASE & CO PUT 46625H950 155,697 1,379,800 SH Put DFND 4 1,379,800 0 0
JABIL INC COM 466313103 96 3,542 SH   DFND 20 3,542 0 0
JABIL INC COM 466313103 19,270 711,582 SH   DFND 21 581,233 0 130,349
JACOBS ENGR GROUP INC DEL COM 469814107 16,996 222,171 SH   DFND 17 222,171 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 236 3,091 SH   DFND 20 3,091 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,957 51,722 SH   DFND 21 39,266 0 12,456
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 83,310 77,860,000 PRN   DFND 17 77,860,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 107,417 105,565,000 PRN   DFND 17 96,025,000 0 9,540,000
JD COM INC SPON ADR CL A 47215P106 267 10,250 SH   DFND 17 100 0 10,150
JD COM INC SPON ADR CL A 47215P106 107 4,095 SH   DFND 21 0 0 4,095
JEFFERIES FINL GROUP INC COM 47233W109 2,030 92,426 SH   DFND 17 92,426 0 0
JEFFERIES FINL GROUP INC COM 47233W109 14,579 663,889 SH   DFND 21 663,889 0 0
JETBLUE AIRWAYS CORP COM 477143101 56 2,879 SH   DFND 17 2,879 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,066 55,055 SH   DFND 21 38,085 0 16,970
JOHNSON & JOHNSON COM 478160104 10,991 79,544 SH   DFND 4 79,544 0 0
JOHNSON & JOHNSON COM 478160104 209,157 1,513,763 SH   DFND 17 1,248,265 0 265,498
JOHNSON & JOHNSON COM 478160104 5,738 41,529 SH   DFND 20 41,529 0 0
JOHNSON & JOHNSON COM 478160104 437,820 3,168,706 SH   DFND 21 2,351,198 0 817,508
JOHNSON & JOHNSON CALL 478160904 64,415 466,200 SH Call DFND 4 466,200 0 0
JOHNSON & JOHNSON PUT 478160954 104,609 757,100 SH Put DFND 4 757,100 0 0
JOHNSON OUTDOORS INC CL A 479167108 519 5,580 SH   DFND 17 1,495 0 4,085
JONES LANG LASALLE INC COM 48020Q107 1,215 8,420 SH   DFND 4 8,420 0 0
JONES LANG LASALLE INC COM 48020Q107 1,329 9,208 SH   DFND 17 9,208 0 0
JONES LANG LASALLE INC COM 48020Q107 5,864 40,632 SH   DFND 21 37,818 0 2,814
J2 GLOBAL INC COM 48123V102 99 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 10,221 123,373 SH   DFND 21 120,763 0 2,610
JUNIPER NETWORKS INC COM 48203R104 4,697 156,709 SH   DFND 17 156,709 0 0
JUNIPER NETWORKS INC COM 48203R104 27,054 902,690 SH   DFND 21 808,790 0 93,900
JUPAI HLDGS LTD ADS 48205B107 192 22,317 SH   DFND 17 22,317 0 0
JUPAI HLDGS LTD ADS 48205B107 627 72,682 SH   DFND 21 72,682 0 0
JUST ENERGY GROUP INC COM 48213W101 202 4,664,101 SH   DFND 4 4,664,101 0 0
KAR AUCTION SVCS INC COM 48238T109 28,418 476,092 SH   DFND 17 413,255 0 62,837
KAR AUCTION SVCS INC COM 48238T109 25,067 419,955 SH   DFND 21 321,378 0 98,577
KBR INC COM 48242W106 20,640 976,810 SH   DFND 17 976,810 0 0
KBR INC COM 48242W106 884 41,837 SH   DFND 21 0 0 41,837
KLA-TENCOR CORP COM 482480100 1,306 12,836 SH   DFND 4 12,836 0 0
KLA-TENCOR CORP COM 482480100 4,577 44,999 SH   DFND 17 44,999 0 0
KLA-TENCOR CORP COM 482480100 311 3,058 SH   DFND 20 3,058 0 0
KLA-TENCOR CORP COM 482480100 21,565 212,025 SH   DFND 21 212,025 0 0
KMG CHEMICALS INC COM 482564101 997 13,200 SH   DFND 21 13,200 0 0
KT CORP SPONSORED ADR 48268K101 195 13,138 SH   DFND 17 13,138 0 0
K2M GROUP HLDGS INC COM 48273J107 3,981 145,443 SH   DFND 21 145,443 0 0
KADANT INC COM 48282T104 4,708 43,654 SH   DFND 17 43,654 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,620 14,851 SH   DFND 17 8,362 0 6,489
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,966 36,362 SH   DFND 21 36,362 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 155,742 1,374,844 SH   DFND 17 1,290,837 0 84,007
KANSAS CITY SOUTHERN COM NEW 485170302 370 3,267 SH   DFND 20 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 13,190 116,434 SH   DFND 21 89,454 0 26,980
KANSAS CITY SOUTHERN COM NEW 485170302 227 2,000 SH   DFND 24 2,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 21,546 635,393 SH   DFND 4 579,755 0 55,638
KAPSTONE PAPER & PACKAGING C COM 48562P103 24,234 714,648 SH   DFND 21 714,648 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,850 108,603 SH   DFND 17 105,628 0 2,975
KB HOME NOTE 1.375% 2/0 48666KAS8 23,151 22,775,000 PRN   DFND 17 22,775,000 0 0
KEARNY FINL CORP MD COM 48716P108 201 14,530 SH   DFND 17 14,530 0 0
KELLOGG CO COM 487836108 382 5,457 SH   DFND 17 5,457 0 0
KELLOGG CO COM 487836108 18,843 269,105 SH   DFND 21 145,001 0 124,104
KELLY SVCS INC CL A 488152208 1,257 52,315 SH   DFND 17 9,456 0 42,859
KELLY SVCS INC CL A 488152208 58 2,421 SH   DFND 20 2,421 0 0
KELLY SVCS INC CL A 488152208 2,493 103,745 SH   DFND 21 51,748 0 51,997
KEMPER CORP DEL COM 488401100 1,669 20,745 SH   DFND 17 12,885 0 7,860
KENNAMETAL INC COM 489170100 24,036 551,800 SH   DFND 17 551,800 0 0
KEURIG DR PEPPER INC COM 49271V100 607 26,200 SH   DFND 4 26,200 0 0
KEURIG DR PEPPER INC COM 49271V100 1,039 44,836 SH   DFND 17 44,836 0 0
KEURIG DR PEPPER INC COM 49271V100 7,111 306,926 SH   DFND 21 295,457 0 11,469
KEYCORP NEW COM 493267108 13,981 702,892 SH   DFND 17 702,892 0 0
KEYCORP NEW COM 493267108 1,198 60,217 SH   DFND 21 57,324 0 2,893
KEYCORP NEW CALL 493267908 631 31,700 SH Call DFND 4 31,700 0 0
KEYCORP NEW PUT 493267958 4,833 243,000 SH Put DFND 4 243,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,824 72,776 SH   DFND 17 61,468 0 11,308
KEYW HLDG CORP COM 493723100 181 20,957 SH   DFND 21 20,957 0 0
KFORCE INC COM 493732101 3,796 100,945 SH   DFND 17 100,945 0 0
KFORCE INC COM 493732101 83 2,202 SH   DFND 21 2,202 0 0
KILROY RLTY CORP COM 49427F108 17,734 247,377 SH   DFND 4 247,377 0 0
KILROY RLTY CORP COM 49427F108 12,070 168,370 SH   DFND 17 96,862 0 71,508
KIMBERLY CLARK CORP COM 494368103 4,399 38,710 SH   DFND 4 38,710 0 0
KIMBERLY CLARK CORP COM 494368103 2,579 22,691 SH   DFND 17 13,145 0 9,546
KIMBERLY CLARK CORP COM 494368103 3,684 32,417 SH   DFND 21 32,417 0 0
KIMBERLY CLARK CORP CALL 494368903 1,921 16,900 SH Call DFND 4 16,900 0 0
KIMBERLY CLARK CORP PUT 494368953 20,671 181,900 SH Put DFND 4 181,900 0 0
KINDER MORGAN INC DEL COM 49456B101 6,248 352,412 SH   DFND 4 254,912 0 97,500
KINDER MORGAN INC DEL COM 49456B101 9,291 524,008 SH   DFND 17 524,008 0 0
KINDER MORGAN INC DEL COM 49456B101 638 36,000 SH   DFND 24 36,000 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 38,810 1,167,220 SH   DFND 17 1,167,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 1,771 99,900 SH Call DFND 4 99,900 0 0
KINDER MORGAN INC DEL PUT 49456B951 10,383 585,600 SH Put DFND 4 585,600 0 0
KINDRED BIOSCIENCES INC COM 494577109 3,501 250,967 SH   DFND 17 242,827 0 8,140
KINROSS GOLD CORP COM NO PAR 496902404 6,354 2,333,170 SH   DFND 21 2,089,848 0 243,322
KINSALE CAP GROUP INC COM 49714P108 15,732 246,351 SH   DFND 17 143,238 0 103,113
KIRKLAND LAKE GOLD LTD COM 49741E100 49 2,574 SH   DFND 20 2,574 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 1,110 58,609 SH   DFND 21 18,293 0 40,316
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 899 26,059 SH   DFND 17 26,059 0 0
KNOWLES CORP COM 49926D109 2,421 145,655 SH   DFND 21 145,655 0 0
KOHLS CORP COM 500255104 746 10,001 SH   DFND 4 10,001 0 0
KOHLS CORP COM 500255104 15,115 202,753 SH   DFND 17 167,437 0 35,316
KOHLS CORP COM 500255104 485 6,501 SH   DFND 20 6,501 0 0
KOHLS CORP COM 500255104 55,955 750,571 SH   DFND 21 483,272 0 267,299
KOREA ELECTRIC PWR SPONSORED ADR 500631106 307 23,277 SH   DFND 17 23,277 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,463 111,083 SH   DFND 21 75,805 0 35,278
KORN FERRY INTL COM NEW 500643200 23,740 482,132 SH   DFND 17 394,790 0 87,342
KORN FERRY INTL COM NEW 500643200 3,693 75,010 SH   DFND 21 30,131 0 44,879
KRAFT HEINZ CO COM 500754106 5,211 94,554 SH   DFND 4 94,554 0 0
KRAFT HEINZ CO COM 500754106 2,297 41,683 SH   DFND 17 38,223 0 3,460
KRAFT HEINZ CO COM 500754106 28,281 513,173 SH   DFND 21 513,173 0 0
KRAFT HEINZ CO CALL 500754906 1,940 35,200 SH Call DFND 4 35,200 0 0
KRAFT HEINZ CO PUT 500754956 13,408 243,300 SH Put DFND 4 243,300 0 0
KRANESHARES TR CSI CHI INTERNET 500767306 16,648 341,012 SH   DFND 20 341,012 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 6,804 460,326 SH   DFND 17 325,475 0 134,851
KROGER CO COM 501044101 833 28,629 SH   DFND 4 28,629 0 0
KROGER CO COM 501044101 122,903 4,222,003 SH   DFND 17 4,222,003 0 0
KROGER CO COM 501044101 44,886 1,541,956 SH   DFND 21 1,050,185 0 491,771
KROGER CO CALL 501044901 1,240 42,600 SH Call DFND 4 42,600 0 0
KROGER CO PUT 501044951 8,325 286,000 SH Put DFND 4 286,000 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,238 137,736 SH   DFND 21 130,253 0 7,483
KULICKE & SOFFA INDS INC COM 501242101 185 7,745 SH   DFND 17 0 0 7,745
KULICKE & SOFFA INDS INC COM 501242101 261 10,954 SH   DFND 21 0 0 10,954
KURA ONCOLOGY INC COM 50127T109 1,661 94,909 SH   DFND 17 92,030 0 2,879
L BRANDS INC COM 501797104 1,128 37,216 SH   DFND 17 37,216 0 0
LHC GROUP INC COM 50187A107 926 8,993 SH   DFND 17 8,993 0 0
LHC GROUP INC COM 50187A107 236 2,296 SH   DFND 20 2,296 0 0
LHC GROUP INC COM 50187A107 1,087 10,559 SH   DFND 21 10,559 0 0
LGI HOMES INC COM 50187T106 5,009 105,590 SH   DFND 17 88,224 0 17,366
LKQ CORP COM 501889208 483 15,237 SH   DFND 17 15,237 0 0
LPL FINL HLDGS INC COM 50212V100 14,714 228,088 SH   DFND 17 135,100 0 92,988
LPL FINL HLDGS INC COM 50212V100 155 2,397 SH   DFND 20 2,397 0 0
LPL FINL HLDGS INC COM 50212V100 3,036 47,055 SH   DFND 21 12,112 0 34,943
LSC COMMUNICATIONS INC COM 50218P107 182 16,433 SH   DFND 21 13,551 0 2,882
L3 TECHNOLOGIES INC COM 502413107 13,318 62,638 SH   DFND 17 51,898 0 10,740
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,804 89,615 SH   DFND 17 86,631 0 2,984
LA Z BOY INC COM 505336107 21,940 694,300 SH   DFND 17 694,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 104,311 600,592 SH   DFND 17 599,295 0 1,297
LABORATORY CORP AMER HLDGS COM NEW 50540R409 522 3,004 SH   DFND 20 3,004 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 40,573 233,607 SH   DFND 21 206,722 0 26,885
LADDER CAP CORP CL A 505743104 711 41,982 SH   DFND 17 41,982 0 0
LADDER CAP CORP CL A 505743104 5,104 301,320 SH   DFND 21 127,411 0 173,909
LAM RESEARCH CORP COM 512807108 6,770 44,627 SH   DFND 4 44,627 0 0
LAM RESEARCH CORP COM 512807108 96,482 636,008 SH   DFND 17 534,935 0 101,073
LAM RESEARCH CORP COM 512807108 647 4,264 SH   DFND 20 4,264 0 0
LAM RESEARCH CORP COM 512807108 99,772 657,694 SH   DFND 21 562,386 0 95,308
LAM RESEARCH CORP CALL 512807908 1,547 10,200 SH Call DFND 4 10,200 0 0
LAM RESEARCH CORP PUT 512807958 12,424 81,900 SH Put DFND 4 81,900 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 14,766 189,796 SH   DFND 17 189,796 0 0
LAMB WESTON HLDGS INC COM 513272104 27,017 405,658 SH   DFND 17 200,395 0 205,263
LAMB WESTON HLDGS INC COM 513272104 659 9,895 SH   DFND 20 9,895 0 0
LAMB WESTON HLDGS INC COM 513272104 7,431 111,571 SH   DFND 21 97,829 0 13,742
LAMB WESTON HLDGS INC COM 513272104 2,864 43,000 SH   DFND 24 43,000 0 0
LAS VEGAS SANDS CORP COM 517834107 7,035 118,574 SH   DFND 4 118,574 0 0
LAS VEGAS SANDS CORP COM 517834107 885 14,910 SH   DFND 17 14,910 0 0
LAS VEGAS SANDS CORP COM 517834107 356 6,006 SH   DFND 20 6,006 0 0
LAS VEGAS SANDS CORP COM 517834107 10,449 176,120 SH   DFND 21 134,460 0 41,660
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 734 21,233 SH   DFND 17 21,233 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,063 117,475 SH   DFND 21 117,475 0 0
LAUDER ESTEE COS INC CL A 518439104 1,250 8,600 SH   DFND 4 8,600 0 0
LAUDER ESTEE COS INC CL A 518439104 60,973 419,577 SH   DFND 17 412,626 0 6,951
LAUDER ESTEE COS INC CL A 518439104 14,696 101,126 SH   DFND 20 10,500 0 90,626
LAUDER ESTEE COS INC CL A 518439104 194,174 1,336,182 SH   DFND 21 999,658 0 336,524
LAUDER ESTEE COS INC CL A 518439104 1,061 7,300 SH   DFND 24 7,300 0 0
LAUDER ESTEE COS INC CALL 518439904 1,569 10,800 SH Call DFND 4 10,800 0 0
LAUDER ESTEE COS INC PUT 518439954 12,512 86,100 SH Put DFND 4 86,100 0 0
LEAR CORP COM NEW 521865204 31,106 214,526 SH   DFND 17 164,282 0 50,244
LEAR CORP COM NEW 521865204 536 3,698 SH   DFND 20 3,698 0 0
LEAR CORP COM NEW 521865204 80,045 552,034 SH   DFND 21 392,977 0 159,057
LEGG MASON INC COM 524901105 276 8,824 SH   DFND 17 8,824 0 0
LEGG MASON INC COM 524901105 313 10,034 SH   DFND 21 8,880 0 1,154
LEIDOS HLDGS INC COM 525327102 2,625 37,952 SH   DFND 17 22,595 0 15,357
LEIDOS HLDGS INC COM 525327102 17,843 257,994 SH   DFND 21 144,954 0 113,040
LEMAITRE VASCULAR INC COM 525558201 8,853 228,511 SH   DFND 17 202,166 0 26,345
LEMAITRE VASCULAR INC COM 525558201 132 3,409 SH   DFND 20 3,409 0 0
LEMAITRE VASCULAR INC COM 525558201 1,992 51,410 SH   DFND 21 51,410 0 0
LENDINGCLUB CORP COM 52603A109 205 52,805 SH   DFND 17 0 0 52,805
LENDINGTREE INC NEW COM 52603B107 83,320 362,105 SH   DFND 17 362,105 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 45,363 35,710,000 PRN   DFND 17 35,710,000 0 0
LENNAR CORP CL A 526057104 742 15,892 SH   DFND 17 15,892 0 0
LENNAR CORP CL A 526057104 5,591 119,746 SH   DFND 21 107,381 0 12,365
LENNAR CORP CL B 526057302 1,139 29,580 SH   DFND 17 29,580 0 0
LENNAR CORP CL B 526057302 221 5,751 SH   DFND 20 5,751 0 0
LENNAR CORP CL B 526057302 653 16,955 SH   DFND 21 16,955 0 0
LENNOX INTL INC COM 526107107 2,215 10,143 SH   DFND 21 10,143 0 0
LEXINGTON REALTY TRUST COM 529043101 103 12,395 SH   DFND 17 12,395 0 0
LIBERTY PPTY TR SH BEN INT 531172104 11,408 270,000 SH   DFND 4 270,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 354 8,389 SH   DFND 17 8,389 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,179 27,912 SH   DFND 21 0 0 27,912
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 701 25,680 SH   DFND 17 25,680 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 97,258 79,785,000 PRN   DFND 17 79,785,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 23,150 42,150,000 PRN   DFND 17 42,150,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 89,161 75,800,000 PRN   DFND 17 70,875,000 0 4,925,000
LIFEPOINT HEALTH INC COM 53219L109 13,086 203,203 SH   DFND 21 203,203 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,019 18,285 SH   DFND 17 10,594 0 7,691
LIFE STORAGE INC COM 53223X107 1,341 14,090 SH   DFND 17 14,090 0 0
LIFE STORAGE INC COM 53223X107 8,131 85,443 SH   DFND 21 85,443 0 0
LILLY ELI & CO COM 532457108 63 586 SH   DFND 4 586 0 0
LILLY ELI & CO COM 532457108 117,561 1,095,523 SH   DFND 17 1,081,775 0 13,748
LILLY ELI & CO COM 532457108 1,334 12,427 SH   DFND 20 12,427 0 0
LILLY ELI & CO COM 532457108 107,846 1,004,999 SH   DFND 21 593,922 0 411,077
LILLY ELI & CO CALL 532457908 3,852 35,900 SH Call DFND 4 35,900 0 0
LILLY ELI & CO PUT 532457958 42,827 399,100 SH Put DFND 4 399,100 0 0
LINCOLN NATL CORP IND COM 534187109 18,903 279,383 SH   DFND 17 279,383 0 0
LINCOLN NATL CORP IND COM 534187109 1,534 22,667 SH   DFND 20 22,667 0 0
LINCOLN NATL CORP IND COM 534187109 14,482 214,046 SH   DFND 21 214,046 0 0
LINE CORP SPONSORED ADR 53567X101 882 20,935 SH   DFND 17 0 0 20,935
LIQUIDITY SERVICES INC COM 53635B107 101 15,855 SH   DFND 17 0 0 15,855
LITTELFUSE INC COM 537008104 43,373 219,177 SH   DFND 21 218,433 0 744
LITTELFUSE INC COM 537008104 3,364 17,000 SH   DFND 24 17,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 29,760 546,363 SH   DFND 17 364,153 0 182,210
LIVE NATION ENTERTAINMENT IN COM 538034109 344 6,307 SH   DFND 21 0 0 6,307
LIVEPERSON INC COM 538146101 7,061 272,097 SH   DFND 17 256,552 0 15,545
LOCKHEED MARTIN CORP COM 539830109 1,434 4,146 SH   DFND 4 4,146 0 0
LOCKHEED MARTIN CORP COM 539830109 162,751 470,433 SH   DFND 17 470,018 0 415
LOCKHEED MARTIN CORP COM 539830109 1,823 5,268 SH   DFND 21 5,268 0 0
LOCKHEED MARTIN CORP CALL 539830909 4,636 13,400 SH Call DFND 4 13,400 0 0
LOCKHEED MARTIN CORP PUT 539830959 45,874 132,600 SH Put DFND 4 132,600 0 0
LOEWS CORP COM 540424108 3,541 70,492 SH   DFND 17 70,492 0 0
LOEWS CORP COM 540424108 12,716 253,157 SH   DFND 21 218,693 0 34,464
LONESTAR RES US INC CL A VTG 54240F103 3,399 436,389 SH   DFND 17 420,760 0 15,629
LORAL SPACE & COMMUNICATNS I COM 543881106 447 9,846 SH   DFND 17 9,846 0 0
LOUISIANA PAC CORP COM 546347105 3,056 115,375 SH   DFND 17 115,375 0 0
LOUISIANA PAC CORP COM 546347105 7,014 264,781 SH   DFND 21 239,825 0 24,956
LOWES COS INC COM 548661107 656 5,710 SH   DFND 4 5,710 0 0
LOWES COS INC COM 548661107 6,970 60,703 SH   DFND 17 60,703 0 0
LOWES COS INC COM 548661107 573 4,994 SH   DFND 21 3,547 0 1,447
LOWES COS INC CALL 548661907 4,444 38,700 SH Call DFND 4 38,700 0 0
LOWES COS INC PUT 548661957 55,780 485,800 SH Put DFND 4 485,800 0 0
LOXO ONCOLOGY INC COM 548862101 930 5,443 SH   DFND 17 5,443 0 0
LULULEMON ATHLETICA INC COM 550021109 10,352 63,711 SH   DFND 17 52,731 0 10,980
LULULEMON ATHLETICA INC COM 550021109 1,079 6,639 SH   DFND 20 6,639 0 0
LULULEMON ATHLETICA INC COM 550021109 29,894 183,977 SH   DFND 21 145,097 0 38,880
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 87,724 72,800,000 PRN   DFND 17 69,045,000 0 3,755,000
M & T BK CORP COM 55261F104 1 5 SH   DFND 4 5 0 0
M & T BK CORP COM 55261F104 13,951 84,789 SH   DFND 17 84,789 0 0
M & T BK CORP COM 55261F104 10,182 61,882 SH   DFND 21 14,493 0 47,389
M & T BK CORP CALL 55261F904 395 2,400 SH Call DFND 4 2,400 0 0
M & T BK CORP PUT 55261F954 2,386 14,500 SH Put DFND 4 14,500 0 0
M D C HLDGS INC COM 552676108 22,950 775,852 SH   DFND 17 775,852 0 0
M D C HLDGS INC COM 552676108 1,992 67,355 SH   DFND 21 62,291 0 5,064
MDU RES GROUP INC COM 552690109 973 37,891 SH   DFND 17 37,891 0 0
MDU RES GROUP INC COM 552690109 3,050 118,723 SH   DFND 21 118,723 0 0
MFA FINL INC COM 55272X102 1,845 250,979 SH   DFND 17 250,979 0 0
MFA FINL INC COM 55272X102 8,056 1,096,073 SH   DFND 21 873,313 0 222,760
MCBC HLDGS INC COM 55276F107 11,671 325,277 SH   DFND 17 261,909 0 63,368
MCBC HLDGS INC COM 55276F107 282 7,854 SH   DFND 20 7,854 0 0
MCBC HLDGS INC COM 55276F107 3,047 84,928 SH   DFND 21 79,326 0 5,602
MGM RESORTS INTERNATIONAL COM 552953101 7,013 251,285 SH   DFND 17 204,840 0 46,445
MGM GROWTH PPTYS LLC CL A COM 55303A105 5,194 176,114 SH   DFND 21 61,606 0 114,508
MGP INGREDIENTS INC NEW COM 55303J106 4,643 58,787 SH   DFND 17 58,787 0 0
M/I HOMES INC COM 55305B101 44 1,855 SH   DFND 17 1,855 0 0
M/I HOMES INC COM 55305B101 226 9,453 SH   DFND 21 9,453 0 0
MKS INSTRUMENT INC COM 55306N104 30,520 380,791 SH   DFND 17 363,554 0 17,237
MKS INSTRUMENT INC COM 55306N104 477 5,956 SH   DFND 20 5,956 0 0
MKS INSTRUMENT INC COM 55306N104 30,754 383,704 SH   DFND 21 255,979 0 127,725
MSA SAFETY INC COM 553498106 3,013 28,310 SH   DFND 17 22,160 0 6,150
MSA SAFETY INC COM 553498106 236 2,214 SH   DFND 21 2,214 0 0
MSC INDL DIRECT INC CL A 553530106 1,220 13,845 SH   DFND 17 13,845 0 0
MSC INDL DIRECT INC CL A 553530106 7,852 89,121 SH   DFND 21 43,522 0 45,599
MSCI INC COM 55354G100 54,497 307,181 SH   DFND 17 307,181 0 0
MSCI INC COM 55354G100 251 1,416 SH   DFND 20 1,416 0 0
MSCI INC COM 55354G100 10,773 60,724 SH   DFND 21 30,441 0 30,283
MSG NETWORK INC CL A 553573106 853 33,075 SH   DFND 17 0 0 33,075
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 18,173 18,320,000 PRN   DFND 17 18,320,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 67,575 75,125,000 PRN   DFND 17 75,125,000 0 0
MACROGENICS INC COM 556099109 2,241 104,511 SH   DFND 17 101,377 0 3,134
MACYS INC COM 55616P104 389 11,215 SH   DFND 4 11,215 0 0
MACYS INC COM 55616P104 50,411 1,451,519 SH   DFND 17 1,437,525 0 13,994
MACYS INC COM 55616P104 43,707 1,258,483 SH   DFND 21 961,278 0 297,205
MAGELLAN HEALTH INC COM NEW 559079207 3,150 43,722 SH   DFND 17 14,061 0 29,661
MAGELLAN HEALTH INC COM NEW 559079207 2,308 32,030 SH   DFND 21 27,636 0 4,394
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 23,111 341,280 SH   DFND 17 341,280 0 0
MAGNA INTL INC COM 559222401 37,626 716,800 SH   DFND 17 710,439 0 6,361
MAGNA INTL INC COM 559222401 471 8,982 SH   DFND 20 8,982 0 0
MAGNA INTL INC COM 559222401 58,871 1,121,535 SH   DFND 21 772,413 0 349,122
MALIBU BOATS INC COM CL A 56117J100 8,699 158,966 SH   DFND 17 96,791 0 62,175
MAMMOTH ENERGY SVCS INC COM 56155L108 13,069 449,113 SH   DFND 17 449,113 0 0
MANITEX INTL INC COM 563420108 1,171 111,218 SH   DFND 17 98,571 0 12,647
MANPOWERGROUP INC COM 56418H100 746 8,674 SH   DFND 17 8,674 0 0
MANPOWERGROUP INC COM 56418H100 638 7,417 SH   DFND 20 7,417 0 0
MANPOWERGROUP INC COM 56418H100 2,677 31,141 SH   DFND 21 22,988 0 8,153
MANTECH INTL CORP CL A 564563104 10,114 159,774 SH   DFND 17 100,582 0 59,192
MANTECH INTL CORP CL A 564563104 18,486 292,036 SH   DFND 21 187,877 0 104,159
MANULIFE FINL CORP COM 56501R106 16,869 944,323 SH   DFND 17 924,916 0 19,407
MANULIFE FINL CORP COM 56501R106 822 46,035 SH   DFND 20 46,035 0 0
MANULIFE FINL CORP COM 56501R106 49,458 2,768,687 SH   DFND 21 2,212,123 0 556,564
MARATHON OIL CORP COM 565849106 45,331 1,947,203 SH   DFND 4 1,947,203 0 0
MARATHON OIL CORP COM 565849106 41,491 1,782,253 SH   DFND 17 1,706,909 0 75,344
MARATHON OIL CORP COM 565849106 5,592 240,193 SH   DFND 21 96,929 0 143,264
MARATHON PETE CORP COM 56585A102 1,286 16,087 SH   DFND 4 16,087 0 0
MARATHON PETE CORP COM 56585A102 54,332 679,402 SH   DFND 17 512,846 0 166,556
MARATHON PETE CORP COM 56585A102 1,129 14,115 SH   DFND 20 14,115 0 0
MARATHON PETE CORP COM 56585A102 71,876 898,781 SH   DFND 21 774,327 0 124,454
MARATHON PETE CORP COM 56585A102 840 10,500 SH   DFND 24 10,500 0 0
MARATHON PETE CORP CALL 56585A902 1,735 21,700 SH Call DFND 4 21,700 0 0
MARATHON PETE CORP PUT 56585A952 14,922 186,600 SH Put DFND 4 186,600 0 0
MARCUS CORP COM 566330106 18 420 SH   DFND 17 420 0 0
MARCUS CORP COM 566330106 324 7,702 SH   DFND 21 7,702 0 0
MARINEMAX INC COM 567908108 445 20,946 SH   DFND 17 20,946 0 0
MARINEMAX INC COM 567908108 1,379 64,878 SH   DFND 21 64,878 0 0
MARKETAXESS HLDGS INC COM 57060D108 38,066 213,265 SH   DFND 21 213,265 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 286 2,555 SH   DFND 17 795 0 1,760
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 483 4,323 SH   DFND 21 4,323 0 0
MARSH & MCLENNAN COS INC COM 571748102 0 4 SH   DFND 4 4 0 0
MARSH & MCLENNAN COS INC COM 571748102 902 10,906 SH   DFND 17 10,906 0 0
MARSH & MCLENNAN COS INC CALL 571748902 405 4,900 SH Call DFND 4 4,900 0 0
MARSH & MCLENNAN COS INC PUT 571748952 2,548 30,800 SH Put DFND 4 30,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,560 72,408 SH   DFND 4 72,408 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,030 15,373 SH   DFND 17 15,373 0 0
MARRIOTT INTL INC NEW CL A 571903202 15,456 117,063 SH   DFND 21 117,063 0 0
MARRIOTT INTL INC NEW CALL 571903902 3,063 23,200 SH Call DFND 4 23,200 0 0
MARRIOTT INTL INC NEW PUT 571903952 18,841 142,700 SH Put DFND 4 142,700 0 0
MARTEN TRANS LTD COM 573075108 1,486 70,581 SH   DFND 21 0 0 70,581
MASCO CORP COM 574599106 6,118 167,146 SH   DFND 17 167,146 0 0
MASCO CORP COM 574599106 312 8,518 SH   DFND 21 8,518 0 0
MASIMO CORP COM 574795100 4,363 35,032 SH   DFND 17 23,807 0 11,225
MASIMO CORP COM 574795100 121 971 SH   DFND 20 971 0 0
MASIMO CORP COM 574795100 13,304 106,822 SH   DFND 21 102,867 0 3,955
MASTERCARD INCORPORATED CL A 57636Q104 3,021 13,572 SH   DFND 4 13,572 0 0
MASTERCARD INCORPORATED CL A 57636Q104 202,661 910,385 SH   DFND 17 691,479 0 218,906
MASTERCARD INCORPORATED CL A 57636Q104 228,142 1,024,852 SH   DFND 21 628,505 0 396,347
MASTERCARD INCORPORATED CALL 57636Q904 11,553 51,900 SH Call DFND 4 51,900 0 0
MASTERCARD INCORPORATED PUT 57636Q954 96,234 432,300 SH Put DFND 4 432,300 0 0
MATCH GROUP INC COM 57665R106 1,590 27,460 SH   DFND 17 27,460 0 0
MATCH GROUP INC COM 57665R106 3,672 63,411 SH   DFND 21 5,067 0 58,344
MATSON INC COM 57686G105 563 14,215 SH   DFND 17 14,215 0 0
MATSON INC COM 57686G105 1,772 44,695 SH   DFND 21 0 0 44,695
MAXIM INTEGRATED PRODS INC COM 57772K101 13,972 247,773 SH   DFND 17 79,019 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 18,553 329,011 SH   DFND 21 261,402 0 67,609
MCCORMICK & CO INC COM NON VTG 579780206 233 1,769 SH   DFND 17 1,769 0 0
MCDONALDS CORP COM 580135101 10,268 61,381 SH   DFND 4 61,381 0 0
MCDONALDS CORP COM 580135101 253,855 1,517,457 SH   DFND 17 1,405,914 0 111,543
MCDONALDS CORP COM 580135101 16,390 97,974 SH   DFND 20 97,974 0 0
MCDONALDS CORP COM 580135101 59,801 357,470 SH   DFND 21 345,373 0 12,097
MCDONALDS CORP CALL 580135901 12,279 73,400 SH Call DFND 4 73,400 0 0
MCDONALDS CORP PUT 580135951 57,213 342,000 SH Put DFND 4 342,000 0 0
MCGRATH RENTCORP COM 580589109 1,110 20,378 SH   DFND 17 20,378 0 0
MCGRATH RENTCORP COM 580589109 11,445 210,119 SH   DFND 21 104,049 0 106,070
MCKESSON CORP COM 58155Q103 4,343 32,737 SH   DFND 4 32,737 0 0
MCKESSON CORP COM 58155Q103 106,272 801,149 SH   DFND 17 785,531 0 15,618
MCKESSON CORP COM 58155Q103 491 3,705 SH   DFND 20 3,705 0 0
MCKESSON CORP COM 58155Q103 35,760 269,581 SH   DFND 21 228,851 0 40,730
MCKESSON CORP CALL 58155Q903 1,247 9,400 SH Call DFND 4 9,400 0 0
MCKESSON CORP PUT 58155Q953 15,772 118,900 SH Put DFND 4 118,900 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 182 18,773 SH   DFND 17 18,773 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 114 7,613 SH   DFND 17 7,613 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,498 167,572 SH   DFND 21 27,530 0 140,042
MEDICINES CO COM 584688105 1,694 56,645 SH   DFND 17 56,645 0 0
MEDICINES CO COM 584688105 574 19,200 SH   DFND 24 19,200 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 9,249 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 18,230 19,950,000 PRN   DFND 17 18,230,000 0 1,720,000
MEDIFAST INC COM 58470H101 10,500 47,393 SH   DFND 17 10,038 0 37,355
MEDIFAST INC COM 58470H101 7,515 33,918 SH   DFND 21 33,918 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,723 23,504 SH   DFND 17 23,504 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 169 2,311 SH   DFND 21 2,311 0 0
MEDNAX INC COM 58502B106 1,450 31,082 SH   DFND 21 28,009 0 3,073
MEDPACE HLDGS INC COM 58506Q109 4,807 80,245 SH   DFND 17 53,875 0 26,370
MEET GROUP INC COM 58513U101 148 29,808 SH   DFND 17 29,808 0 0
MEET GROUP INC COM 58513U101 1,200 242,512 SH   DFND 21 242,512 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 836 39,505 SH   DFND 17 36,705 0 2,800
MELCO RESORT ENTERTAINMENT L ADR 585464100 1,741 82,300 SH   DFND 20 82,300 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 429 20,274 SH   DFND 21 10,707 0 9,567
MELCO RESORT ENTERTAINMENT L ADR 585464100 565 26,700 SH   DFND 24 26,700 0 0
MERCER INTL INC COM 588056101 2,371 141,118 SH   DFND 17 138,310 0 2,808
MERCER INTL INC COM 588056101 5,977 355,766 SH   DFND 21 244,333 0 111,433
MERCK & CO INC COM 58933Y105 1,253 17,663 SH   DFND 4 17,663 0 0
MERCK & CO INC COM 58933Y105 186,519 2,629,250 SH   DFND 17 2,503,547 0 125,703
MERCK & CO INC COM 58933Y105 2,682 37,808 SH   DFND 20 37,808 0 0
MERCK & CO INC COM 58933Y105 163,073 2,298,741 SH   DFND 21 1,807,735 0 491,006
MERCK & CO INC CALL 58933Y905 15,181 214,000 SH Call DFND 4 214,000 0 0
MERCK & CO INC PUT 58933Y955 58,866 829,800 SH Put DFND 4 829,800 0 0
MERCURY GENL CORP NEW COM 589400100 1,584 31,570 SH   DFND 21 31,570 0 0
MEREDITH CORP COM 589433101 14,715 288,252 SH   DFND 17 288,252 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,173 186,643 SH   DFND 17 186,643 0 0
MERIT MED SYS INC COM 589889104 17,358 282,473 SH   DFND 17 180,081 0 102,392
MERIT MED SYS INC COM 589889104 183 2,977 SH   DFND 20 2,977 0 0
MERIT MED SYS INC COM 589889104 3,205 52,156 SH   DFND 21 49,078 0 3,078
MERITAGE HOMES CORP COM 59001A102 18 460 SH   DFND 17 460 0 0
MERITAGE HOMES CORP COM 59001A102 225 5,627 SH   DFND 21 5,627 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 47,925 50,225,000 PRN   DFND 17 50,225,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 456 45,625 SH   DFND 20 45,625 0 0
MESA LABS INC COM 59064R109 4,103 22,106 SH   DFND 17 21,417 0 689
METHANEX CORP COM 59151K108 547 6,938 SH   DFND 4 6,938 0 0
METHANEX CORP COM 59151K108 23,819 301,967 SH   DFND 17 301,967 0 0
METHANEX CORP COM 59151K108 3,597 45,604 SH   DFND 21 41,849 0 3,755
METHODE ELECTRS INC COM 591520200 21,956 606,512 SH   DFND 17 606,512 0 0
METLIFE INC COM 59156R108 1,040 22,263 SH   DFND 4 22,263 0 0
METLIFE INC COM 59156R108 75,105 1,607,547 SH   DFND 17 1,607,547 0 0
METLIFE INC COM 59156R108 1,873 40,090 SH   DFND 21 40,090 0 0
METLIFE INC CALL 59156R908 3,112 66,600 SH Call DFND 4 66,600 0 0
METLIFE INC PUT 59156R958 21,669 463,800 SH Put DFND 4 463,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 540 886 SH   DFND 17 886 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 339 557 SH   DFND 20 557 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,301 2,136 SH   DFND 21 2,136 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 153 8,300 SH   DFND 17 8,300 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 17 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 486 26,283 SH   DFND 21 25,401 0 882
MICROSOFT CORP COM 594918104 21,927 191,724 SH   DFND 4 191,724 0 0
MICROSOFT CORP COM 594918104 1,123,251 9,821,200 SH   DFND 17 8,754,698 0 1,066,502
MICROSOFT CORP COM 594918104 49,294 431,001 SH   DFND 20 180,995 0 250,006
MICROSOFT CORP COM 594918104 1,014,703 8,872,111 SH   DFND 21 6,817,386 0 2,054,725
MICROSOFT CORP COM 594918104 11,666 102,000 SH   DFND 24 102,000 0 0
MICROSOFT CORP CALL 594918904 72,145 630,800 SH Call DFND 4 630,800 0 0
MICROSOFT CORP PUT 594918954 412,407 3,605,900 SH Put DFND 4 3,605,900 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3 42 SH   DFND 4 42 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 165,861 2,101,897 SH   DFND 17 1,927,342 0 174,555
MICROCHIP TECHNOLOGY INC COM 595017104 11,000 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 41,475 525,593 SH   DFND 21 493,645 0 31,948
MICROCHIP TECHNOLOGY INC CALL 595017904 876 11,100 SH Call DFND 4 11,100 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 6,423 81,400 SH Put DFND 4 81,400 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 222,476 209,210,000 PRN   DFND 17 193,505,000 0 15,705,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 86,835 82,230,000 PRN   DFND 17 82,230,000 0 0
MICRON TECHNOLOGY INC COM 595112103 3,132 69,247 SH   DFND 4 69,247 0 0
MICRON TECHNOLOGY INC COM 595112103 414,174 9,157,053 SH   DFND 17 8,651,576 0 505,477
MICRON TECHNOLOGY INC COM 595112103 18,538 409,868 SH   DFND 20 409,868 0 0
MICRON TECHNOLOGY INC COM 595112103 110,513 2,443,364 SH   DFND 21 1,749,265 0 694,099
MICRON TECHNOLOGY INC CALL 595112903 3,202 70,800 SH Call DFND 4 70,800 0 0
MICRON TECHNOLOGY INC PUT 595112953 29,712 656,900 SH Put DFND 4 656,900 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 12,384 3,000,000 PRN   DFND 17 3,000,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 188,464 121,786,000 PRN   DFND 17 115,391,000 0 6,395,000
MID AMER APT CMNTYS INC COM 59522J103 18,032 180,000 SH   DFND 4 180,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,736 137,117 SH   DFND 17 137,117 0 0
MIDDLESEX WATER CO COM 596680108 839 17,325 SH   DFND 17 0 0 17,325
MIDSTATES PETE CO INC COM PAR 59804T407 130 14,557 SH   DFND 21 0 0 14,557
MILLER HERMAN INC COM 600544100 5,121 133,370 SH   DFND 17 55,676 0 77,694
MILLER HERMAN INC COM 600544100 698 18,170 SH   DFND 21 8,477 0 9,693
MINDBODY INC COM CL A 60255W105 6,050 148,830 SH   DFND 17 55,290 0 93,540
MITEL NETWORKS CORP COM 60671Q104 13,857 1,257,407 SH   DFND 21 1,257,407 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21,046 2,467,335 SH   DFND 17 2,174,435 0 292,900
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 10,419 1,221,493 SH   DFND 21 503,041 0 718,452
MOBILE MINI INC COM 60740F105 909 20,736 SH   DFND 21 20,736 0 0
MODEL N INC COM 607525102 5,993 378,089 SH   DFND 17 324,590 0 53,499
MODINE MFG CO COM 607828100 2,291 153,735 SH   DFND 17 153,735 0 0
MOELIS & CO CL A 60786M105 771 14,062 SH   DFND 17 14,062 0 0
MOELIS & CO CL A 60786M105 4,790 87,416 SH   DFND 21 64,237 0 23,179
MOHAWK INDS INC COM 608190104 1,739 9,915 SH   DFND 17 2,305 0 7,610
MOHAWK INDS INC COM 608190104 235 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 721 4,109 SH   DFND 21 4,109 0 0
MOLSON COORS BREWING CO CL B 60871R209 706 11,481 SH   DFND 17 11,481 0 0
MOLSON COORS BREWING CO CL B 60871R209 248 4,036 SH   DFND 20 4,036 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,329 70,398 SH   DFND 21 38,049 0 32,349
MOMO INC ADR 60879B107 78 1,774 SH   DFND 20 1,774 0 0
MOMO INC ADR 60879B107 231 5,280 SH   DFND 21 5,280 0 0
MONDELEZ INTL INC CL A 609207105 1,627 37,880 SH   DFND 4 37,880 0 0
MONDELEZ INTL INC CL A 609207105 115,313 2,684,190 SH   DFND 17 2,521,138 0 163,052
MONDELEZ INTL INC CL A 609207105 1,106 25,739 SH   DFND 20 25,739 0 0
MONDELEZ INTL INC CL A 609207105 43,202 1,005,629 SH   DFND 21 805,909 0 199,720
MONDELEZ INTL INC CALL 609207905 3,707 86,300 SH Call DFND 4 86,300 0 0
MONDELEZ INTL INC PUT 609207955 30,987 721,300 SH Put DFND 4 721,300 0 0
MONGODB INC CL A 60937P106 60,713 744,485 SH   DFND 17 543,665 0 200,820
MONMOUTH REAL ESTATE INVT CO CL A 609720107 25,768 1,541,131 SH   DFND 17 1,541,131 0 0
MONOLITHIC PWR SYS INC COM 609839105 16,167 128,789 SH   DFND 17 85,358 0 43,431
MONOLITHIC PWR SYS INC COM 609839105 259 2,061 SH   DFND 20 2,061 0 0
MONOLITHIC PWR SYS INC COM 609839105 808 6,439 SH   DFND 21 6,439 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,283 22,009 SH   DFND 4 22,009 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 30,888 529,994 SH   DFND 17 492,462 0 37,532
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,620 27,800 SH Call DFND 4 27,800 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 11,971 205,400 SH Put DFND 4 205,400 0 0
MOODYS CORP COM 615369105 3 15 SH   DFND 4 15 0 0
MOODYS CORP COM 615369105 577 3,449 SH   DFND 17 3,449 0 0
MOODYS CORP COM 615369105 3,334 19,943 SH   DFND 21 15,676 0 4,267
MOODYS CORP PUT 615369955 736 4,400 SH Put DFND 4 4,400 0 0
MORGAN STANLEY COM NEW 617446448 8,414 180,681 SH   DFND 4 180,681 0 0
MORGAN STANLEY COM NEW 617446448 100,380 2,155,463 SH   DFND 17 2,004,578 0 150,885
MORGAN STANLEY COM NEW 617446448 63,919 1,372,535 SH   DFND 21 1,227,367 0 145,168
MORGAN STANLEY CALL 617446908 3,707 79,600 SH Call DFND 4 79,600 0 0
MORGAN STANLEY PUT 617446958 32,040 688,000 SH Put DFND 4 688,000 0 0
MOSAIC CO NEW COM 61945C103 11,700 360,221 SH   DFND 17 360,221 0 0
MOSAIC CO NEW COM 61945C103 14,314 440,694 SH   DFND 21 440,694 0 0
MOSAIC CO NEW COM 61945C103 8,627 265,600 SH   DFND 24 265,600 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 42,231 324,503 SH   DFND 17 275,063 0 49,440
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,793 21,463 SH   DFND 21 17,739 0 3,724
MOVADO GROUP INC COM 624580106 2,531 60,395 SH   DFND 17 54,435 0 5,960
MUELLER WTR PRODS INC COM SER A 624758108 18,449 1,602,839 SH   DFND 17 1,602,839 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,396 121,246 SH   DFND 21 106,277 0 14,969
MURPHY OIL CORP COM 626717102 345 10,357 SH   DFND 21 10,357 0 0
MYRIAD GENETICS INC COM 62855J104 1,118 24,315 SH   DFND 17 24,315 0 0
MYRIAD GENETICS INC COM 62855J104 5,543 120,508 SH   DFND 21 120,508 0 0
NCR CORP NEW COM 62886E108 407 14,326 SH   DFND 21 14,326 0 0
NMI HLDGS INC CL A 629209305 1,565 69,116 SH   DFND 17 8,290 0 60,826
NRG ENERGY INC COM NEW 629377508 9,991 267,134 SH   DFND 17 148,447 0 118,687
NRG ENERGY INC COM NEW 629377508 792 21,172 SH   DFND 21 21,172 0 0
NVR INC COM 62944T105 8,747 3,540 SH   DFND 17 830 0 2,710
NVR INC COM 62944T105 3,931 1,591 SH   DFND 21 1,059 0 532
NV5 GLOBAL INC COM 62945V109 9,422 108,672 SH   DFND 17 104,803 0 3,869
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 108,023 103,500,000 PRN   DFND 17 103,500,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 65,629 83,710,000 PRN   DFND 17 83,710,000 0 0
NASDAQ INC COM 631103108 550 6,410 SH   DFND 17 6,410 0 0
NASDAQ INC COM 631103108 2,305 26,862 SH   DFND 21 0 0 26,862
NATIONAL BK HLDGS CORP CL A 633707104 1,888 50,145 SH   DFND 17 45,300 0 4,845
NATIONAL BEVERAGE CORP COM 635017106 621 5,328 SH   DFND 17 5,328 0 0
NATIONAL BEVERAGE CORP COM 635017106 343 2,940 SH   DFND 20 2,940 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,011 8,666 SH   DFND 21 8,666 0 0
NATIONAL CINEMEDIA INC COM 635309107 762 71,915 SH   DFND 17 0 0 71,915
NATIONAL CINEMEDIA INC COM 635309107 1,695 160,085 SH   DFND 21 144,441 0 15,644
NATIONAL COMM CORP COM 63546L102 3,322 80,427 SH   DFND 17 77,855 0 2,572
NATIONAL FUEL GAS CO N J COM 636180101 21,566 384,697 SH   DFND 17 384,697 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,536 27,396 SH   DFND 21 22,111 0 5,285
NATIONAL HEALTH INVS INC COM 63633D104 41,062 543,224 SH   DFND 17 543,224 0 0
NATIONAL INSTRS CORP COM 636518102 1,266 26,191 SH   DFND 17 15,351 0 10,840
NATIONAL INSTRS CORP COM 636518102 167 3,449 SH   DFND 20 3,449 0 0
NATIONAL INSTRS CORP COM 636518102 23,395 484,077 SH   DFND 21 406,358 0 77,719
NATIONAL OILWELL VARCO INC COM 637071101 61,646 1,430,958 SH   DFND 17 1,430,958 0 0
NATIONAL OILWELL VARCO INC COM 637071101 38 883 SH   DFND 21 883 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 439 17,252 SH   DFND 17 17,252 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 2,105 82,728 SH   DFND 21 82,728 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 330 1,035 SH   DFND 21 562 0 473
NAVIGATORS GROUP INC COM 638904102 1,879 27,190 SH   DFND 17 27,190 0 0
NAVIGATORS GROUP INC COM 638904102 5,339 77,264 SH   DFND 21 77,264 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 68,025 66,960,000 PRN   DFND 17 60,595,000 0 6,365,000
NAVIGANT CONSULTING INC COM 63935N107 357 15,479 SH   DFND 17 15,479 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,543 66,897 SH   DFND 21 66,897 0 0
NAVIENT CORPORATION COM 63938C108 461 34,168 SH   DFND 21 34,168 0 0
NEENAH INC COM 640079109 22,494 260,654 SH   DFND 17 260,654 0 0
NEOGEN CORP COM 640491106 5,249 73,375 SH   DFND 17 73,375 0 0
NEOGEN CORP COM 640491106 3,712 51,894 SH   DFND 24 51,894 0 0
NEOGENOMICS INC COM NEW 64049M209 9,063 590,422 SH   DFND 17 571,964 0 18,458
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 353 44,103 SH   DFND 17 5,843 0 38,260
NETAPP INC COM 64110D104 816 9,499 SH   DFND 4 9,499 0 0
NETAPP INC COM 64110D104 510,158 5,939,671 SH   DFND 17 5,206,295 0 733,376
NETAPP INC COM 64110D104 387 4,511 SH   DFND 20 4,511 0 0
NETAPP INC COM 64110D104 30,506 355,173 SH   DFND 21 316,510 0 38,663
NETAPP INC CALL 64110D904 41,227 480,000 SH Call DFND 17 480,000 0 0
NETFLIX INC COM 64110L106 398,561 1,065,302 SH   DFND 17 1,007,019 0 58,283
NETFLIX INC COM 64110L106 372 995 SH   DFND 20 995 0 0
NETFLIX INC COM 64110L106 103,153 275,715 SH   DFND 21 170,229 0 105,486
NETFLIX INC CALL 64110L906 9,690 25,900 SH Call DFND 4 25,900 0 0
NETFLIX INC PUT 64110L956 104,233 278,600 SH Put DFND 4 278,600 0 0
NETEASE INC SPONSORED ADR 64110W102 298 1,305 SH   DFND 20 1,305 0 0
NETEASE INC SPONSORED ADR 64110W102 1,351 5,919 SH   DFND 21 5,609 0 310
NEUROCRINE BIOSCIENCES INC COM 64125C109 39,418 320,601 SH   DFND 17 232,274 0 88,327
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,083 8,805 SH   DFND 21 7,489 0 1,316
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,734 38,500 SH   DFND 24 38,500 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 129,343 75,285,000 PRN   DFND 17 71,020,000 0 4,265,000
NEVSUN RES LTD COM 64156L101 1,549 349,400 SH   DFND 21 349,400 0 0
NEVRO CORP COM 64157F103 14,869 260,867 SH   DFND 17 199,977 0 60,890
NEVRO CORP COM 64157F103 412 7,230 SH   DFND 21 3,312 0 3,918
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 3,483 3,500,000 PRN   DFND 17 3,500,000 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 348 22,174 SH   DFND 17 22,174 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,439 127,540 SH   DFND 17 113,440 0 14,100
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 38,561 521,020 SH   DFND 20 486,711 0 34,309
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 78 1,052 SH   DFND 21 0 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 992 13,400 SH   DFND 24 13,400 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6,310 354,110 SH   DFND 17 331,604 0 22,506
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 120 6,709 SH   DFND 20 6,709 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 27,704 1,554,639 SH   DFND 21 1,264,746 0 289,893
NEW RELIC INC COM 64829B100 12,384 131,420 SH   DFND 17 85,385 0 46,035
NEW RELIC INC COM 64829B100 3,404 36,128 SH   DFND 21 0 0 36,128
NEW YORK CMNTY BANCORP INC COM 649445103 908 87,537 SH   DFND 17 87,537 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 8,221 792,803 SH   DFND 21 792,803 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 193 31,785 SH   DFND 17 31,785 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 852 140,140 SH   DFND 21 140,140 0 0
NEW YORK REIT INC COM NEW 64976L208 29,840 1,645,000 SH   DFND 4 1,645,000 0 0
NEWELL BRANDS INC COM 651229106 493 24,274 SH   DFND 17 24,274 0 0
NEWELL BRANDS INC COM 651229106 5,751 283,277 SH   DFND 21 283,277 0 0
NEWFIELD EXPL CO COM 651290108 85 2,957 SH   DFND 17 2,957 0 0
NEWFIELD EXPL CO COM 651290108 237 8,230 SH   DFND 21 6,461 0 1,769
NEWMARK GROUP INC CL A 65158N102 90 8,086 SH   DFND 20 8,086 0 0
NEWMARK GROUP INC CL A 65158N102 268 23,917 SH   DFND 21 23,917 0 0
NEWMONT MINING CORP COM 651639106 236 7,810 SH   DFND 17 7,810 0 0
NEWMONT MINING CORP COM 651639106 14,779 489,355 SH   DFND 21 475,086 0 14,269
NEWMONT MINING CORP COM 651639106 695 23,000 SH   DFND 24 23,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 3,580 345,914 SH   DFND 17 345,914 0 0
NEWS CORP NEW CL B 65249B208 158 11,610 SH   DFND 17 11,610 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 12,090 148,530 SH   DFND 17 91,885 0 56,645
NEXTERA ENERGY INC COM 65339F101 728 4,344 SH   DFND 4 4,344 0 0
NEXTERA ENERGY INC COM 65339F101 27,484 163,985 SH   DFND 17 65,440 0 98,545
NEXTERA ENERGY INC COM 65339F101 469 2,797 SH   DFND 20 2,797 0 0
NEXTERA ENERGY INC COM 65339F101 60,291 359,730 SH   DFND 21 350,066 0 9,664
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 172,523 3,029,380 SH   DFND 17 2,872,270 0 157,110
NEXTERA ENERGY INC CALL 65339F901 4,073 24,300 SH Call DFND 4 24,300 0 0
NEXTERA ENERGY INC PUT 65339F951 34,207 204,100 SH Put DFND 4 204,100 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 1,006 82,156 SH   DFND 17 82,156 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 5,451 445,006 SH   DFND 21 398,860 0 46,146
NEXTGEN HEALTHCARE INC COM 65343C102 240 11,961 SH   DFND 21 11,961 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 13,572 9,495,000 PRN   DFND 17 7,315,000 0 2,180,000
NIKE INC CL B 654106103 128,882 1,521,267 SH   DFND 17 1,521,267 0 0
NIKE INC CL B 654106103 1,925 22,721 SH   DFND 21 22,721 0 0
NIKE INC CALL 654106903 7,693 90,800 SH Call DFND 4 90,800 0 0
NIKE INC PUT 654106953 44,105 520,600 SH Put DFND 4 520,600 0 0
NOBLE ENERGY INC COM 655044105 1,306 41,861 SH   DFND 4 41,861 0 0
NOBLE ENERGY INC COM 655044105 10,160 325,744 SH   DFND 17 325,744 0 0
NORBORD INC COM NEW 65548P403 2,344 70,802 SH   DFND 17 68,406 0 2,396
NORBORD INC COM NEW 65548P403 6,769 204,417 SH   DFND 21 149,684 0 54,733
NORDSON CORP COM 655663102 8,076 58,140 SH   DFND 17 47,077 0 11,063
NORFOLK SOUTHERN CORP COM 655844108 8,120 44,986 SH   DFND 4 44,986 0 0
NORFOLK SOUTHERN CORP COM 655844108 18,933 104,893 SH   DFND 17 104,893 0 0
NORFOLK SOUTHERN CORP COM 655844108 506 2,802 SH   DFND 20 2,802 0 0
NORFOLK SOUTHERN CORP COM 655844108 13,310 73,739 SH   DFND 21 60,301 0 13,438
NORFOLK SOUTHERN CORP CALL 655844908 3,285 18,200 SH Call DFND 4 18,200 0 0
NORFOLK SOUTHERN CORP PUT 655844958 20,974 116,200 SH Put DFND 4 116,200 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 4,297 1,074,189 SH   DFND 17 841,559 0 232,630
NORTHERN OIL & GAS INC NEV COM 665531109 1,779 444,826 SH   DFND 21 243,458 0 201,368
NORTHERN TR CORP COM 665859104 2 15 SH   DFND 4 15 0 0
NORTHERN TR CORP COM 665859104 1,065 10,426 SH   DFND 17 10,426 0 0
NORTHERN TR CORP COM 665859104 248 2,426 SH   DFND 20 2,426 0 0
NORTHERN TR CORP COM 665859104 4,989 48,846 SH   DFND 21 45,022 0 3,824
NORTHERN TR CORP CALL 665859904 245 2,400 SH Call DFND 4 2,400 0 0
NORTHERN TR CORP PUT 665859954 2,012 19,700 SH Put DFND 4 19,700 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,109 6,646 SH   DFND 4 6,646 0 0
NORTHROP GRUMMAN CORP COM 666807102 50,974 160,614 SH   DFND 17 110,567 0 50,047
NORTHROP GRUMMAN CORP COM 666807102 1,850 5,828 SH   DFND 20 5,828 0 0
NORTHROP GRUMMAN CORP COM 666807102 95,301 300,285 SH   DFND 21 271,578 0 28,707
NORTHROP GRUMMAN CORP CALL 666807902 3,491 11,000 SH Call DFND 4 11,000 0 0
NORTHROP GRUMMAN CORP PUT 666807952 28,151 88,700 SH Put DFND 4 88,700 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 79 4,590 SH   DFND 17 4,590 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,215 70,131 SH   DFND 21 63,717 0 6,414
NORTHWESTERN CORP COM NEW 668074305 1,512 25,784 SH   DFND 17 25,784 0 0
NORTHWESTERN CORP COM NEW 668074305 4,784 81,554 SH   DFND 21 81,554 0 0
NOVARTIS A G SPONSORED ADR 66987V109 17,983 208,716 SH   DFND 17 208,716 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 201 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 87,617 19,120,000 PRN   DFND 17 18,560,000 0 560,000
NOVANTA INC COM 67000B104 571 8,349 SH   DFND 17 4,055 0 4,294
NU SKIN ENTERPRISES INC CL A 67018T105 172 2,082 SH   DFND 17 2,082 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 253 3,072 SH   DFND 21 3,072 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 35,016 2,021,705 SH   DFND 17 2,021,705 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 523 30,193 SH   DFND 21 0 0 30,193
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 44,996 47,640,000 PRN   DFND 17 47,640,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 46,143 44,850,000 PRN   DFND 17 44,850,000 0 0
NUCOR CORP COM 670346105 18,756 295,603 SH   DFND 17 295,603 0 0
NUCOR CORP COM 670346105 23,116 364,313 SH   DFND 21 349,352 0 14,961
NUCOR CORP PUT 670346955 2,513 39,600 SH Put DFND 4 39,600 0 0
NUTANIX INC CL A 67059N108 29,548 691,675 SH   DFND 17 500,050 0 191,625
NUTANIX INC CL A 67059N108 331 7,754 SH   DFND 21 7,754 0 0
NVIDIA CORP COM 67066G104 7,563 26,911 SH   DFND 4 26,911 0 0
NVIDIA CORP COM 67066G104 731,924 2,604,527 SH   DFND 17 2,430,592 0 173,935
NVIDIA CORP COM 67066G104 2,914 10,369 SH   DFND 20 10,369 0 0
NVIDIA CORP COM 67066G104 133,545 475,215 SH   DFND 21 425,158 0 50,057
NVIDIA CORP CALL 67066G904 10,707 38,100 SH Call DFND 4 38,100 0 0
NVIDIA CORP PUT 67066G954 85,037 302,600 SH Put DFND 4 302,600 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 118,328 93,120,000 PRN   DFND 17 88,845,000 0 4,275,000
NXSTAGE MEDICAL INC COM 67072V103 9,483 340,000 SH   DFND 21 340,000 0 0
NUTRIEN LTD COM 67077M108 23,383 405,259 SH   DFND 17 357,741 0 47,518
NUTRIEN LTD COM 67077M108 8,222 142,499 SH   DFND 21 142,499 0 0
NUTRIEN LTD COM 67077M108 8,857 153,500 SH   DFND 24 153,500 0 0
OI S A SPONSORED ADR NE 670851500 1,757 644,291 SH   DFND 4 644,291 0 0
OI S A SPONSORED ADR NE 670851500 184 67,399 SH   DFND 17 67,399 0 0
OI S A SPONSORED ADR NE 670851500 599 219,500 SH   DFND 21 219,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 27 79 SH   DFND 4 79 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,630 27,726 SH   DFND 17 27,726 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 44,321 127,608 SH   DFND 21 118,404 0 9,204
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 1,493 4,300 SH Call DFND 4 4,300 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 17,227 49,600 SH Put DFND 4 49,600 0 0
OFG BANCORP COM 67103X102 510 31,597 SH   DFND 17 31,597 0 0
OFG BANCORP COM 67103X102 222 13,772 SH   DFND 21 13,772 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 55,106 57,375,000 PRN   DFND 17 57,375,000 0 0
OASIS PETE INC NEW COM 674215108 12,762 900,000 SH   DFND 4 900,000 0 0
OASIS PETE INC NEW COM 674215108 101 7,111 SH   DFND 21 7,111 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 115,041 86,020,000 PRN   DFND 17 81,660,000 0 4,360,000
OCCIDENTAL PETE CORP DEL COM 674599105 6 71 SH   DFND 4 71 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 358,348 4,361,051 SH   DFND 17 4,202,249 0 158,802
OCCIDENTAL PETE CORP DEL COM 674599105 1,343 16,346 SH   DFND 20 16,346 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 82,512 1,004,166 SH   DFND 21 896,084 0 108,082
OCCIDENTAL PETE CORP DEL COM 674599105 2,219 27,000 SH   DFND 24 27,000 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 2,391 29,100 SH Call DFND 4 29,100 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 27,182 330,800 SH Put DFND 4 330,800 0 0
OCLARO INC COM NEW 67555N206 536 60,000 SH   DFND 21 60,000 0 0
OCWEN FINL CORP COM NEW 675746309 60 15,335 SH   DFND 17 15,335 0 0
ODONATE THERAPEUTICS INC COM 676079106 3,380 174,160 SH   DFND 17 174,160 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,359 70,000 SH   DFND 24 70,000 0 0
OFFICE DEPOT INC COM 676220106 323 100,758 SH   DFND 21 83,592 0 17,166
OKTA INC CL A 679295105 147,072 2,090,275 SH   DFND 17 1,679,875 0 410,400
OKTA INC CL A 679295105 8,113 115,314 SH   DFND 20 115,314 0 0
OKTA INC CL A 679295105 317 4,501 SH   DFND 21 4,501 0 0
OLD DOMINION FGHT LINES INC COM 679580100 170 1,054 SH   DFND 17 1,054 0 0
OLD DOMINION FGHT LINES INC COM 679580100 944 5,853 SH   DFND 20 5,853 0 0
OLD DOMINION FGHT LINES INC COM 679580100 10,931 67,785 SH   DFND 21 21,085 0 46,700
OLD REP INTL CORP COM 680223104 24,202 1,081,415 SH   DFND 17 1,069,621 0 11,794
OLD REP INTL CORP COM 680223104 84 3,739 SH   DFND 20 3,739 0 0
OLD REP INTL CORP COM 680223104 28,725 1,283,510 SH   DFND 21 853,820 0 429,690
OMNICOM GROUP INC COM 681919106 224 3,290 SH   DFND 17 3,290 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 113 3,440 SH   DFND 17 3,440 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,225 67,892 SH   DFND 21 0 0 67,892
OMNICELL INC COM 68213N109 8,928 124,170 SH   DFND 17 76,354 0 47,816
OMEROS CORP COM 682143102 1,802 73,815 SH   DFND 17 73,815 0 0
ON SEMICONDUCTOR CORP COM 682189105 149,874 8,132,083 SH   DFND 17 7,891,787 0 240,296
ON SEMICONDUCTOR CORP COM 682189105 194 10,538 SH   DFND 20 10,538 0 0
ON SEMICONDUCTOR CORP COM 682189105 22,133 1,200,897 SH   DFND 21 799,690 0 401,207
ON SEMICONDUCTOR CORP COM 682189105 2,396 130,000 SH   DFND 24 130,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,550 5,650,000 PRN   DFND 17 5,650,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 93,173 83,010,000 PRN   DFND 17 79,805,000 0 3,205,000
ONE GAS INC COM 68235P108 5,139 62,457 SH   DFND 4 62,457 0 0
ONE GAS INC COM 68235P108 59 720 SH   DFND 17 720 0 0
ONEOK INC NEW COM 682680103 64,827 956,287 SH   DFND 4 904,787 0 51,500
ONEOK INC NEW COM 682680103 473 6,979 SH   DFND 17 6,979 0 0
ONEOK INC NEW COM 682680103 35 518 SH   DFND 21 518 0 0
ONEOK INC NEW CALL 682680903 773 11,400 SH Call DFND 4 11,400 0 0
ONEOK INC NEW PUT 682680953 11,145 164,400 SH Put DFND 4 164,400 0 0
ONEMAIN HLDGS INC COM 68268W103 3,356 99,860 SH   DFND 17 93,154 0 6,706
ONEMAIN HLDGS INC COM 68268W103 6,397 190,327 SH   DFND 21 75,529 0 114,798
ONESPAN INC COM 68287N100 5,715 300,013 SH   DFND 17 300,013 0 0
OOMA INC COM 683416101 312 18,770 SH   DFND 17 2,000 0 16,770
OPEN TEXT CORP COM 683715106 214 5,619 SH   DFND 17 0 0 5,619
OPEN TEXT CORP COM 683715106 169 4,433 SH   DFND 20 4,433 0 0
OPEN TEXT CORP COM 683715106 13,675 359,632 SH   DFND 21 240,561 0 119,071
ORACLE CORP COM 68389X105 28,261 548,128 SH   DFND 4 548,128 0 0
ORACLE CORP COM 68389X105 285,767 5,542,408 SH   DFND 17 5,389,383 0 153,025
ORACLE CORP COM 68389X105 2,052 39,806 SH   DFND 20 39,806 0 0
ORACLE CORP COM 68389X105 63,745 1,236,332 SH   DFND 21 1,177,547 0 58,785
ORACLE CORP CALL 68389X905 11,421 221,500 SH Call DFND 4 221,500 0 0
ORACLE CORP PUT 68389X955 42,697 828,100 SH Put DFND 4 828,100 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 227 14,676 SH   DFND 17 14,676 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 1,127 72,920 SH   DFND 21 72,920 0 0
ORBCOMM INC COM 68555P100 9,202 847,293 SH   DFND 17 656,726 0 190,567
ORITANI FINL CORP DEL COM 68633D103 256 16,482 SH   DFND 17 16,482 0 0
ORTHOPEDIATRICS CORP COM 68752L100 4,805 131,129 SH   DFND 17 127,110 0 4,019
ORTHOFIX MED INC COM 68752M108 209 3,619 SH   DFND 17 3,619 0 0
ORTHOFIX MED INC COM 68752M108 328 5,678 SH   DFND 21 5,678 0 0
OSHKOSH CORP COM 688239201 217 3,043 SH   DFND 17 3,043 0 0
OSHKOSH CORP COM 688239201 804 11,291 SH   DFND 21 10,193 0 1,098
OUTFRONT MEDIA INC COM 69007J106 1,195 59,887 SH   DFND 21 52,856 0 7,031
OVERSTOCK COM INC DEL COM 690370101 56,079 2,024,515 SH   DFND 17 2,003,355 0 21,160
OWENS & MINOR INC NEW COM 690732102 398 24,072 SH   DFND 17 24,072 0 0
OWENS & MINOR INC NEW COM 690732102 1,480 89,602 SH   DFND 21 79,586 0 10,016
OWENS CORNING NEW COM 690742101 13,230 243,790 SH   DFND 17 126,231 0 117,559
OWENS CORNING NEW COM 690742101 712 13,119 SH   DFND 20 13,119 0 0
OWENS CORNING NEW COM 690742101 50,317 927,157 SH   DFND 21 643,590 0 283,567
PDVWIRELESS INC COM 69290R104 48,954 1,444,077 SH   DFND 4 1,444,077 0 0
PBF ENERGY INC CL A 69318G106 21,565 432,076 SH   DFND 17 350,515 0 81,561
PBF ENERGY INC CL A 69318G106 22,563 452,075 SH   DFND 21 125,413 0 326,662
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,031 4,150,000 PRN   DFND 17 4,150,000 0 0
PDL BIOPHARMA INC COM 69329Y104 903 343,316 SH   DFND 17 84,385 0 258,931
PDL BIOPHARMA INC COM 69329Y104 67 25,659 SH   DFND 21 25,659 0 0
PG&E CORP COM 69331C108 23 505 SH   DFND 4 505 0 0
PG&E CORP COM 69331C108 9,592 208,482 SH   DFND 17 200,792 0 7,690
PG&E CORP COM 69331C108 1,112 24,171 SH   DFND 20 24,171 0 0
PG&E CORP COM 69331C108 38,996 847,564 SH   DFND 21 737,754 0 109,810
PG&E CORP CALL 69331C908 1,647 35,800 SH Call DFND 4 35,800 0 0
PG&E CORP PUT 69331C958 3,777 82,100 SH Put DFND 4 82,100 0 0
PHH CORP COM NEW 693320202 1,430 130,078 SH   DFND 21 130,078 0 0
PGT INNOVATIONS INC COM 69336V101 3,486 161,381 SH   DFND 17 161,381 0 0
PLDT INC SPONSORED ADR 69344D408 1,174 45,685 SH   DFND 17 45,685 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,659 34,206 SH   DFND 4 34,206 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,233 9,055 SH   DFND 17 9,055 0 0
PNC FINL SVCS GROUP INC COM 693475105 795 5,838 SH   DFND 20 5,838 0 0
PNC FINL SVCS GROUP INC COM 693475105 29,900 219,546 SH   DFND 21 43,038 0 176,508
PNC FINL SVCS GROUP INC CALL 693475905 3,418 25,100 SH Call DFND 4 25,100 0 0
PNC FINL SVCS GROUP INC PUT 693475955 25,454 186,900 SH Put DFND 4 186,900 0 0
POSCO SPONSORED ADR 693483109 5,790 87,727 SH   DFND 17 87,727 0 0
PNM RES INC COM 69349H107 104 2,625 SH   DFND 17 2,625 0 0
PNM RES INC COM 69349H107 669 16,961 SH   DFND 21 16,961 0 0
PPG INDS INC COM 693506107 465 4,263 SH   DFND 4 4,263 0 0
PPG INDS INC COM 693506107 13,656 125,138 SH   DFND 17 125,138 0 0
PPG INDS INC CALL 693506907 1,582 14,500 SH Call DFND 4 14,500 0 0
PPG INDS INC PUT 693506957 12,124 111,100 SH Put DFND 4 111,100 0 0
PPL CORP COM 69351T106 3,323 113,563 SH   DFND 17 113,563 0 0
PPL CORP COM 69351T106 52 1,781 SH   DFND 20 1,781 0 0
PPL CORP COM 69351T106 16,925 578,445 SH   DFND 21 578,445 0 0
PPL CORP CALL 69351T906 228 7,800 SH Call DFND 4 7,800 0 0
PPL CORP PUT 69351T956 380 13,000 SH Put DFND 4 13,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 25,319 229,775 SH   DFND 17 109,036 0 120,739
PRA HEALTH SCIENCES INC COM 69354M108 1,353 12,283 SH   DFND 21 3,453 0 8,830
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 32,793 31,700,000 PRN   DFND 17 31,700,000 0 0
PVH CORP COM 693656100 10,933 75,714 SH   DFND 17 39,500 0 36,214
PVH CORP COM 693656100 155 1,070 SH   DFND 20 1,070 0 0
PVH CORP COM 693656100 19,410 134,418 SH   DFND 21 116,016 0 18,402
PTC THERAPEUTICS INC COM 69366J200 2,518 53,585 SH   DFND 17 43,260 0 10,325
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 32,702 28,025,000 PRN   DFND 17 23,765,000 0 4,260,000
PTC INC COM 69370C100 177,575 1,672,242 SH   DFND 17 1,613,679 0 58,563
PACCAR INC COM 693718108 669 9,807 SH   DFND 4 9,807 0 0
PACCAR INC COM 693718108 29,050 426,014 SH   DFND 17 421,182 0 4,832
PACCAR INC COM 693718108 400 5,868 SH   DFND 20 5,868 0 0
PACCAR INC COM 693718108 56,614 830,243 SH   DFND 21 442,579 0 387,664
PACCAR INC CALL 693718908 505 7,400 SH Call DFND 4 7,400 0 0
PACCAR INC PUT 693718958 9,069 133,000 SH Put DFND 4 133,000 0 0
PACIFIC PREMIER BANCORP COM 69478X105 13,321 358,104 SH   DFND 17 219,104 0 139,000
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 44,488 41,890,000 PRN   DFND 17 41,890,000 0 0
PACKAGING CORP AMER COM 695156109 14,309 130,453 SH   DFND 17 130,453 0 0
PACKAGING CORP AMER COM 695156109 66 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 6,991 63,737 SH   DFND 21 63,737 0 0
PACWEST BANCORP DEL COM 695263103 4,257 89,347 SH   DFND 21 61,749 0 27,598
PALO ALTO NETWORKS INC COM 697435105 122,641 544,444 SH   DFND 17 416,389 0 128,055
PALO ALTO NETWORKS INC COM 697435105 5,097 22,625 SH   DFND 21 1,217 0 21,408
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6,487 3,185,000 PRN   DFND 17 2,545,000 0 640,000
PANDORA MEDIA INC COM 698354107 243 25,520 SH   DFND 17 0 0 25,520
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 202 9,880 SH   DFND 17 9,880 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 710 73,237 SH   DFND 17 70,669 0 2,568
PARK HOTELS RESORTS INC COM 700517105 5,251 160,000 SH   DFND 4 160,000 0 0
PARK HOTELS RESORTS INC COM 700517105 7,683 234,098 SH   DFND 17 234,098 0 0
PARK HOTELS RESORTS INC COM 700517105 17,048 519,433 SH   DFND 21 79,797 0 439,636
PARK OHIO HLDGS CORP COM 700666100 1,388 36,180 SH   DFND 17 36,180 0 0
PARK OHIO HLDGS CORP COM 700666100 52 1,345 SH   DFND 21 1,345 0 0
PARKER HANNIFIN CORP COM 701094104 768 4,177 SH   DFND 4 4,177 0 0
PARKER HANNIFIN CORP COM 701094104 27,469 149,346 SH   DFND 17 148,421 0 925
PARKER HANNIFIN CORP COM 701094104 466 2,534 SH   DFND 21 1,469 0 1,065
PARKER HANNIFIN CORP CALL 701094904 1,508 8,200 SH Call DFND 4 8,200 0 0
PARKER HANNIFIN CORP PUT 701094954 9,730 52,900 SH Put DFND 4 52,900 0 0
PARSLEY ENERGY INC CL A 701877102 10,915 373,175 SH   DFND 17 318,553 0 54,622
PATRICK INDS INC COM 703343103 880 14,866 SH   DFND 17 1,673 0 13,193
PATRICK INDS INC COM 703343103 39 658 SH   DFND 20 658 0 0
PATRICK INDS INC COM 703343103 3,959 66,869 SH   DFND 21 66,869 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 36,150 36,195,000 PRN   DFND 17 36,195,000 0 0
PATTERSON COMPANIES INC COM 703395103 3,160 129,253 SH   DFND 17 129,253 0 0
PATTERSON COMPANIES INC COM 703395103 16,237 664,086 SH   DFND 21 664,086 0 0
PAYCHEX INC COM 704326107 1,690 22,942 SH   DFND 4 22,942 0 0
PAYCHEX INC COM 704326107 2,747 37,301 SH   DFND 17 15,273 0 22,028
PAYCHEX INC COM 704326107 6,155 83,571 SH   DFND 21 57,909 0 25,662
PAYCHEX INC CALL 704326907 1,112 15,100 SH Call DFND 4 15,100 0 0
PAYCHEX INC PUT 704326957 6,960 94,500 SH Put DFND 4 94,500 0 0
PAYCOM SOFTWARE INC COM 70432V102 165,860 1,067,244 SH   DFND 17 839,034 0 228,210
PAYCOM SOFTWARE INC COM 70432V102 103 664 SH   DFND 20 664 0 0
PAYCOM SOFTWARE INC COM 70432V102 306 1,967 SH   DFND 21 1,967 0 0
PAYPAL HLDGS INC COM 70450Y103 9 105 SH   DFND 4 105 0 0
PAYPAL HLDGS INC COM 70450Y103 500,552 5,698,457 SH   DFND 17 5,171,295 0 527,162
PAYPAL HLDGS INC COM 70450Y103 57,877 658,888 SH   DFND 21 652,351 0 6,537
PAYPAL HLDGS INC CALL 70450Y903 5,560 63,300 SH Call DFND 4 63,300 0 0
PAYPAL HLDGS INC PUT 70450Y953 49,392 562,300 SH Put DFND 4 562,300 0 0
PEABODY ENERGY CORP NEW COM 704551100 52 1,460 SH   DFND 17 1,460 0 0
PEABODY ENERGY CORP NEW COM 704551100 3,006 84,333 SH   DFND 21 71,298 0 13,035
PEAPACK-GLADSTONE FINL CORP COM 704699107 650 21,052 SH   DFND 17 3,179 0 17,873
PEGASYSTEMS INC COM 705573103 54,490 870,450 SH   DFND 17 870,450 0 0
PEMBINA PIPELINE CORP COM 706327103 1,050 30,918 SH   DFND 21 0 0 30,918
PENN NATL GAMING INC COM 707569109 1,107 33,626 SH   DFND 17 26,321 0 7,305
PENN VA CORP NEW COM 70788V102 12,622 156,722 SH   DFND 17 116,104 0 40,618
PENN VA CORP NEW COM 70788V102 461 5,720 SH   DFND 20 5,720 0 0
PENN VA CORP NEW COM 70788V102 13,685 169,920 SH   DFND 21 122,456 0 47,464
PENNYMAC MTG INVT TR COM 70931T103 61 2,995 SH   DFND 17 2,995 0 0
PENNYMAC MTG INVT TR COM 70931T103 636 31,426 SH   DFND 21 31,426 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,987 3,000,000 PRN   DFND 17 3,000,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 204 9,746 SH   DFND 17 5,697 0 4,049
PENNYMAC FINL SVCS INC CL A 70932B101 1,218 58,271 SH   DFND 21 30,489 0 27,782
PENSKE AUTOMOTIVE GRP INC COM 70959W103 696 14,687 SH   DFND 21 14,687 0 0
PEOPLES BANCORP INC COM 709789101 59 1,672 SH   DFND 17 1,672 0 0
PEOPLES BANCORP INC COM 709789101 358 10,223 SH   DFND 21 10,223 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,147 67,004 SH   DFND 17 67,004 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,515 263,735 SH   DFND 21 249,809 0 13,926
PEOPLES UTAH BANCORP COM 712706209 1,156 34,040 SH   DFND 17 30,123 0 3,917
PEPSICO INC COM 713448108 3,656 32,701 SH   DFND 4 32,701 0 0
PEPSICO INC COM 713448108 161,819 1,447,395 SH   DFND 17 1,382,891 0 64,504
PEPSICO INC COM 713448108 2,644 23,646 SH   DFND 20 23,646 0 0
PEPSICO INC COM 713448108 76,745 686,453 SH   DFND 21 663,110 0 23,343
PEPSICO INC CALL 713448908 24,663 220,600 SH Call DFND 4 220,600 0 0
PEPSICO INC PUT 713448958 45,290 405,100 SH Put DFND 4 405,100 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 12,468 374,401 SH   DFND 17 179,635 0 194,766
PERFORMANCE FOOD GROUP CO COM 71377A103 128 3,833 SH   DFND 21 3,833 0 0
PERKINELMER INC COM 714046109 18,981 195,133 SH   DFND 17 191,248 0 3,885
PERKINELMER INC COM 714046109 11,997 123,333 SH   DFND 21 77,786 0 45,547
PERSPECTA INC COM 715347100 192 7,473 SH   DFND 4 7,473 0 0
PERSPECTA INC COM 715347100 12,099 470,402 SH   DFND 17 350,041 0 120,361
PERSPECTA INC COM 715347100 138 5,382 SH   DFND 20 5,382 0 0
PERSPECTA INC COM 715347100 4,188 162,847 SH   DFND 21 154,771 0 8,076
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 800 32,683 SH   DFND 17 32,683 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,409 57,576 SH   DFND 21 42,517 0 15,059
PETMED EXPRESS INC COM 716382106 763 23,129 SH   DFND 17 23,129 0 0
PETMED EXPRESS INC COM 716382106 4,531 137,258 SH   DFND 21 137,258 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,028 98,290 SH   DFND 17 98,290 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,348 320,105 SH   DFND 21 320,105 0 0
PFIZER INC COM 717081103 11,856 269,034 SH   DFND 4 269,034 0 0
PFIZER INC COM 717081103 206,564 4,687,179 SH   DFND 17 3,835,783 0 851,396
PFIZER INC COM 717081103 4,083 92,654 SH   DFND 20 92,654 0 0
PFIZER INC COM 717081103 345,598 7,842,032 SH   DFND 21 5,840,739 0 2,001,293
PFIZER INC CALL 717081903 14,173 321,600 SH Call DFND 4 321,600 0 0
PFIZER INC PUT 717081953 85,068 1,930,300 SH Put DFND 4 1,930,300 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,270 76,227 SH   DFND 17 52,357 0 23,870
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 44 1,034 SH   DFND 21 1,034 0 0
PHILIP MORRIS INTL INC COM 718172109 8,691 106,580 SH   DFND 4 106,580 0 0
PHILIP MORRIS INTL INC COM 718172109 3,050 37,405 SH   DFND 17 22,405 0 15,000
PHILIP MORRIS INTL INC COM 718172109 27 328 SH   DFND 20 328 0 0
PHILIP MORRIS INTL INC COM 718172109 13,026 159,746 SH   DFND 21 146,911 0 12,835
PHILIP MORRIS INTL INC CALL 718172909 32,551 399,200 SH Call DFND 4 399,200 0 0
PHILIP MORRIS INTL INC PUT 718172959 45,752 561,100 SH Put DFND 4 561,100 0 0
PHILLIPS 66 COM 718546104 10,845 96,208 SH   DFND 17 96,208 0 0
PHILLIPS 66 COM 718546104 12,620 111,958 SH   DFND 21 71,719 0 40,239
PHILLIPS 66 COM 718546104 699 6,200 SH   DFND 24 6,200 0 0
PHILLIPS 66 CALL 718546904 3,122 27,700 SH Call DFND 4 27,700 0 0
PHILLIPS 66 PUT 718546954 18,125 160,800 SH Put DFND 4 160,800 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 1,036 184,931 SH   DFND 17 179,323 0 5,608
PILGRIMS PRIDE CORP NEW COM 72147K108 292 16,134 SH   DFND 17 16,134 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,217 67,302 SH   DFND 21 17,048 0 50,254
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 14,647 144,132 SH   DFND 4 144,132 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 51,239 1,711,547 SH   DFND 4 1,711,547 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 320,243 13,179,336 SH   DFND 4 13,179,336 0 0
PINDUODUO INC SPONSORED ADS 722304102 10,337 393,200 SH   DFND 20 393,200 0 0
PINNACLE WEST CAP CORP COM 723484101 402 5,075 SH   DFND 17 5,075 0 0
PINNACLE WEST CAP CORP COM 723484101 28 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 6,473 81,746 SH   DFND 21 74,689 0 7,057
PINNACLE FOODS INC DEL COM 72348P104 654 10,085 SH   DFND 17 10,085 0 0
PINNACLE FOODS INC DEL COM 72348P104 548 8,459 SH   DFND 20 8,459 0 0
PINNACLE FOODS INC DEL COM 72348P104 26,916 415,307 SH   DFND 21 410,808 0 4,499
PINNACLE ENTMT INC NEW COM 72348Y105 573 17,000 SH   DFND 21 17,000 0 0
PIONEER NAT RES CO COM 723787107 42,851 246,000 SH   DFND 4 246,000 0 0
PIONEER NAT RES CO COM 723787107 25,046 143,787 SH   DFND 17 127,957 0 15,830
PIONEER NAT RES CO COM 723787107 9,268 53,208 SH   DFND 20 53,208 0 0
PIONEER NAT RES CO COM 723787107 9,007 51,710 SH   DFND 21 50,986 0 724
PIONEER NAT RES CO COM 723787107 1,010 5,800 SH   DFND 24 5,800 0 0
PIONEER NAT RES CO CALL 723787907 1,585 9,100 SH Call DFND 4 9,100 0 0
PIONEER NAT RES CO PUT 723787957 15,538 89,200 SH Put DFND 4 89,200 0 0
PITNEY BOWES INC COM 724479100 2,437 344,142 SH   DFND 17 39,505 0 304,637
PITNEY BOWES INC COM 724479100 28 3,898 SH   DFND 21 3,898 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 7,687 307,366 SH   DFND 4 307,366 0 0
PLANET FITNESS INC CL A 72703H101 85 1,565 SH   DFND 17 1,565 0 0
PLANET FITNESS INC CL A 72703H101 1,378 25,500 SH   DFND 24 25,500 0 0
PLANTRONICS INC NEW COM 727493108 67 1,115 SH   DFND 17 1,115 0 0
PLANTRONICS INC NEW COM 727493108 354 5,867 SH   DFND 21 0 0 5,867
POLARIS INDS INC COM 731068102 621 6,153 SH   DFND 17 6,153 0 0
POLARIS INDS INC COM 731068102 259 2,569 SH   DFND 20 2,569 0 0
POLARIS INDS INC COM 731068102 4,038 39,998 SH   DFND 21 37,407 0 2,591
POOL CORPORATION COM 73278L105 7,820 46,858 SH   DFND 17 26,883 0 19,975
POOL CORPORATION COM 73278L105 240 1,438 SH   DFND 20 1,438 0 0
POOL CORPORATION COM 73278L105 808 4,844 SH   DFND 21 4,844 0 0
POPULAR INC COM NEW 733174700 8,911 173,869 SH   DFND 21 49,970 0 123,899
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 31,526 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,296 72,275 SH   DFND 17 72,275 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,495 98,563 SH   DFND 21 98,563 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 958 35,970 SH   DFND 17 35,970 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 426 16,000 SH   DFND 24 16,000 0 0
POTLATCHDELTIC CORPORATION COM 737630103 10,397 253,900 SH   DFND 17 253,900 0 0
PRAXAIR INC COM 74005P104 10,570 65,760 SH   DFND 17 65,760 0 0
PRAXAIR INC COM 74005P104 9,377 58,338 SH   DFND 21 10,848 0 47,490
PRAXAIR INC COM 74005P104 450 2,800 SH   DFND 24 2,800 0 0
PRAXAIR INC CALL 74005P904 1,736 10,800 SH Call DFND 4 10,800 0 0
PRAXAIR INC PUT 74005P954 19,722 122,700 SH Put DFND 4 122,700 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 14,234 243,321 SH   DFND 17 177,184 0 66,137
PREFERRED APT CMNTYS INC COM 74039L103 1,578 89,745 SH   DFND 21 0 0 89,745
PREMIER INC CL A 74051N102 704 15,380 SH   DFND 17 4,020 0 11,360
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,743 46,006 SH   DFND 21 46,006 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,903 26,590 SH   DFND 4 26,590 0 0
PRICE T ROWE GROUP INC COM 74144T108 13,189 120,801 SH   DFND 17 120,801 0 0
PRICE T ROWE GROUP INC COM 74144T108 21,124 193,476 SH   DFND 21 164,330 0 29,146
PRICE T ROWE GROUP INC CALL 74144T908 459 4,200 SH Call DFND 4 4,200 0 0
PRICE T ROWE GROUP INC PUT 74144T958 2,380 21,800 SH Put DFND 4 21,800 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 58,216 38,325,000 PRN   DFND 17 34,950,000 0 3,375,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,557 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 139,970 117,975,000 PRN   DFND 17 117,975,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,746 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMO WTR CORP COM 74165N105 6,830 378,393 SH   DFND 17 326,216 0 52,177
PRINCIPAL FINL GROUP INC COM 74251V102 26,879 458,756 SH   DFND 17 311,496 0 147,260
PRINCIPAL FINL GROUP INC COM 74251V102 1,051 17,944 SH   DFND 20 17,944 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 32,281 550,971 SH   DFND 21 439,330 0 111,641
PROCTER AND GAMBLE CO COM 742718109 59,801 718,505 SH   DFND 17 435,848 0 282,657
PROCTER AND GAMBLE CO COM 742718109 2,445 29,377 SH   DFND 20 29,377 0 0
PROCTER AND GAMBLE CO COM 742718109 134,233 1,612,795 SH   DFND 21 1,527,741 0 85,054
PROCTER AND GAMBLE CO CALL 742718909 37,970 456,200 SH Call DFND 4 456,200 0 0
PROCTER AND GAMBLE CO PUT 742718959 64,120 770,400 SH Put DFND 4 770,400 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,596 254,619 SH   DFND 17 246,713 0 7,906
PROGRESS SOFTWARE CORP COM 743312100 3,684 104,391 SH   DFND 17 58,090 0 46,301
PROGRESS SOFTWARE CORP COM 743312100 5,534 156,820 SH   DFND 21 89,917 0 66,903
PROGRESSIVE CORP OHIO COM 743315103 39 546 SH   DFND 4 546 0 0
PROGRESSIVE CORP OHIO COM 743315103 144,639 2,036,023 SH   DFND 17 1,835,528 0 200,495
PROGRESSIVE CORP OHIO COM 743315103 1,651 23,243 SH   DFND 20 23,243 0 0
PROGRESSIVE CORP OHIO COM 743315103 79,831 1,123,744 SH   DFND 21 783,744 0 340,000
PROGRESSIVE CORP OHIO CALL 743315903 1,783 25,100 SH Call DFND 4 25,100 0 0
PROGRESSIVE CORP OHIO PUT 743315953 10,542 148,400 SH Put DFND 4 148,400 0 0
PROLOGIS INC COM 74340W103 58,885 868,635 SH   DFND 4 868,635 0 0
PROLOGIS INC COM 74340W103 31,763 468,550 SH   DFND 17 410,710 0 57,840
PROLOGIS INC COM 74340W103 1,125 16,602 SH   DFND 20 16,602 0 0
PROLOGIS INC COM 74340W103 5,061 74,664 SH   DFND 21 70,811 0 3,853
PROLOGIS INC PUT 74340W953 847 12,500 SH Put DFND 4 12,500 0 0
PROOFPOINT INC COM 743424103 115,374 1,085,052 SH   DFND 17 937,437 0 147,615
PROS HOLDINGS INC COM 74346Y103 3,072 87,726 SH   DFND 17 87,726 0 0
PROS HOLDINGS INC NOTE 2.000% 6/0 74346YAD5 23,337 23,950,000 PRN   DFND 17 20,675,000 0 3,275,000
PROPETRO HLDG CORP COM 74347M108 7,515 455,752 SH   DFND 17 296,809 0 158,943
PROPETRO HLDG CORP COM 74347M108 88 5,316 SH   DFND 20 5,316 0 0
PROPETRO HLDG CORP COM 74347M108 266 16,107 SH   DFND 21 16,107 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 3,014 411,128 SH   DFND 17 177,917 0 233,211
PROSPECT CAPITAL CORPORATION COM 74348T102 2,644 360,752 SH   DFND 21 298,375 0 62,377
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,113 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 36,726 37,000,000 PRN   DFND 17 37,000,000 0 0
PRUDENTIAL FINL INC COM 744320102 6,218 61,365 SH   DFND 4 61,365 0 0
PRUDENTIAL FINL INC COM 744320102 38,915 384,083 SH   DFND 17 234,763 0 149,320
PRUDENTIAL FINL INC COM 744320102 1,503 14,830 SH   DFND 20 14,830 0 0
PRUDENTIAL FINL INC COM 744320102 115,343 1,138,403 SH   DFND 21 788,253 0 350,150
PRUDENTIAL FINL INC CALL 744320902 2,705 26,700 SH Call DFND 4 26,700 0 0
PRUDENTIAL FINL INC PUT 744320952 18,663 184,200 SH Put DFND 4 184,200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 0 3 SH   DFND 4 3 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 114,872 2,176,013 SH   DFND 17 2,170,106 0 5,907
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,251 23,696 SH   DFND 20 23,696 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 103,146 1,953,902 SH   DFND 21 1,216,940 0 736,962
PUBLIC STORAGE COM 74460D109 49,692 246,451 SH   DFND 4 246,451 0 0
PUBLIC STORAGE COM 74460D109 549 2,723 SH   DFND 17 2,723 0 0
PUBLIC STORAGE PUT 74460D959 1,169 5,800 SH Put DFND 4 5,800 0 0
PULTE GROUP INC COM 745867101 814 32,851 SH   DFND 17 32,851 0 0
PULTE GROUP INC COM 745867101 12,298 496,470 SH   DFND 21 468,564 0 27,906
PURE STORAGE INC CL A 74624M102 19,742 760,765 SH   DFND 17 607,905 0 152,860
PURE STORAGE INC CL A 74624M102 86 3,299 SH   DFND 20 3,299 0 0
PURE STORAGE INC CL A 74624M102 249 9,590 SH   DFND 21 9,590 0 0
QCR HOLDINGS INC COM 74727A104 491 12,014 SH   DFND 17 5,046 0 6,968
QAD INC CL A 74727D306 1,600 28,235 SH   DFND 17 24,978 0 3,257
QEP RES INC COM 74733V100 2,267 200,309 SH   DFND 21 0 0 200,309
QIWI PLC SPON ADR REP B 74735M108 891 67,678 SH   DFND 21 52,678 0 15,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 10,561 100,000 SH   DFND 17 100,000 0 0
Q2 HLDGS INC COM 74736L109 1,230 20,319 SH   DFND 17 20,319 0 0
QUALCOMM INC COM 747525103 6,494 90,163 SH   DFND 4 90,163 0 0
QUALCOMM INC COM 747525103 243,036 3,374,093 SH   DFND 17 3,274,658 0 99,435
QUALCOMM INC COM 747525103 2,062 28,623 SH   DFND 21 19,591 0 9,032
QUALCOMM INC CALL 747525903 5,424 75,300 SH Call DFND 4 75,300 0 0
QUALCOMM INC PUT 747525953 46,675 648,000 SH Put DFND 4 648,000 0 0
QUALYS INC COM 74758T303 11,852 133,015 SH   DFND 17 133,015 0 0
QUALYS INC COM 74758T303 4,825 54,151 SH   DFND 21 25,292 0 28,859
QUANTERIX CORP COM 74766Q101 807 37,680 SH   DFND 17 33,345 0 4,335
QUEST DIAGNOSTICS INC COM 74834L100 5,193 48,120 SH   DFND 4 48,120 0 0
QUEST DIAGNOSTICS INC COM 74834L100 98,965 917,105 SH   DFND 17 895,572 0 21,533
QUEST DIAGNOSTICS INC COM 74834L100 320 2,964 SH   DFND 20 2,964 0 0
QUEST DIAGNOSTICS INC COM 74834L100 99,576 922,765 SH   DFND 21 656,016 0 266,749
QUINSTREET INC COM 74874Q100 162 11,914 SH   DFND 20 11,914 0 0
QUINSTREET INC COM 74874Q100 661 48,685 SH   DFND 21 48,685 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 1,187 76,579 SH   DFND 17 76,579 0 0
QURATE RETAIL INC COM SER A 74915M100 468 21,078 SH   DFND 17 21,078 0 0
RBB BANCORP COM 74930B105 88 3,610 SH   DFND 17 3,610 0 0
RBB BANCORP COM 74930B105 210 8,583 SH   DFND 21 8,583 0 0
R1 RCM INC COM 749397105 11,388 1,120,915 SH   DFND 17 889,065 0 231,850
R1 RCM INC COM 749397105 211 20,724 SH   DFND 21 20,724 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 28,768 1,107,305 SH   DFND 17 1,107,305 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 37,341 36,530,000 PRN   DFND 17 36,530,000 0 0
RTI SURGICAL INC COM 74975N105 1,119 248,755 SH   DFND 17 248,755 0 0
RADIUS HEALTH INC COM NEW 750469207 838 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 342 19,200 SH   DFND 24 19,200 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 10,739 13,950,000 PRN   DFND 17 13,950,000 0 0
RADNET INC COM 750491102 5,003 332,448 SH   DFND 17 323,110 0 9,338
RADNET INC COM 750491102 2,844 188,938 SH   DFND 21 170,317 0 18,621
RALPH LAUREN CORP CL A 751212101 109 791 SH   DFND 17 791 0 0
RALPH LAUREN CORP CL A 751212101 4,152 30,183 SH   DFND 21 27,856 0 2,327
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 417 30,684 SH   DFND 17 30,684 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,159 158,731 SH   DFND 21 158,731 0 0
RANGE RES CORP COM 75281A109 1,787 105,191 SH   DFND 21 11,595 0 93,596
RAPID7 INC COM 753422104 6,736 182,437 SH   DFND 17 182,437 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,073 142,017 SH   DFND 17 142,017 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 404 4,394 SH   DFND 20 4,394 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,342 14,580 SH   DFND 21 14,580 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 407 22,095 SH   DFND 17 22,095 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 15,366 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 1,644 7,957 SH   DFND 4 7,957 0 0
RAYTHEON CO COM NEW 755111507 176,805 855,538 SH   DFND 17 855,538 0 0
RAYTHEON CO COM NEW 755111507 20,339 98,420 SH   DFND 20 98,420 0 0
RAYTHEON CO COM NEW 755111507 2,466 11,934 SH   DFND 21 11,934 0 0
RAYTHEON CO CALL 755111907 2,645 12,800 SH Call DFND 4 12,800 0 0
RAYTHEON CO PUT 755111957 31,164 150,800 SH Put DFND 4 150,800 0 0
REALPAGE INC COM 75606N109 25,529 387,391 SH   DFND 17 290,766 0 96,625
REALPAGE INC NOTE 1.500%11/1 75606NAB5 53,546 32,740,000 PRN   DFND 17 29,275,000 0 3,465,000
REALTY INCOME CORP COM 756109104 235 4,139 SH   DFND 17 4,139 0 0
RED HAT INC COM 756577102 2 18 SH   DFND 4 18 0 0
RED HAT INC COM 756577102 80,032 587,262 SH   DFND 17 587,262 0 0
RED HAT INC COM 756577102 463 3,394 SH   DFND 21 0 0 3,394
RED HAT INC CALL 756577902 1,295 9,500 SH Call DFND 4 9,500 0 0
RED HAT INC PUT 756577952 11,434 83,900 SH Put DFND 4 83,900 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 68,511 37,000,000 PRN   DFND 17 37,000,000 0 0
RED LION HOTELS CORP COM 756764106 1,319 105,501 SH   DFND 17 93,348 0 12,153
RED ROCK RESORTS INC CL A 75700L108 9,644 361,862 SH   DFND 21 153,998 0 207,864
REDFIN CORP COM 75737F108 47,127 2,520,134 SH   DFND 17 2,520,134 0 0
REGAL BELOIT CORP COM 758750103 24,118 292,520 SH   DFND 17 292,520 0 0
REGAL BELOIT CORP COM 758750103 523 6,341 SH   DFND 20 6,341 0 0
REGAL BELOIT CORP COM 758750103 9,156 111,049 SH   DFND 21 64,015 0 47,034
REGENCY CTRS CORP COM 758849103 12,391 191,605 SH   DFND 4 191,605 0 0
REGENCY CTRS CORP COM 758849103 138 2,138 SH   DFND 17 2,138 0 0
REGENERON PHARMACEUTICALS COM 75886F107 169 419 SH   DFND 4 419 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,745 29,068 SH   DFND 17 29,068 0 0
REGENERON PHARMACEUTICALS COM 75886F107 248 614 SH   DFND 21 614 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,313 13,150 SH   DFND 24 13,150 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 1,131 2,800 SH Call DFND 4 2,800 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 20,848 51,600 SH Put DFND 4 51,600 0 0
REGIS CORP MINN COM 758932107 393 19,249 SH   DFND 21 19,249 0 0
REGENXBIO INC COM 75901B107 5,000 66,225 SH   DFND 17 66,225 0 0
REGENXBIO INC COM 75901B107 1,850 24,500 SH   DFND 24 24,500 0 0
REGIONAL MGMT CORP COM 75902K106 112 3,895 SH   DFND 17 3,895 0 0
REGIONAL MGMT CORP COM 75902K106 213 7,399 SH   DFND 21 7,399 0 0
REGIONS FINL CORP NEW COM 7591EP100 3 160 SH   DFND 4 160 0 0
REGIONS FINL CORP NEW COM 7591EP100 36,163 1,970,759 SH   DFND 17 1,427,318 0 543,441
REGIONS FINL CORP NEW COM 7591EP100 32,309 1,760,730 SH   DFND 21 1,524,029 0 236,701
REGIONS FINL CORP NEW CALL 7591EP900 677 36,900 SH Call DFND 4 36,900 0 0
REGIONS FINL CORP NEW PUT 7591EP950 2,053 111,900 SH Put DFND 4 111,900 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,877 12,985 SH   DFND 4 12,985 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 100,032 691,978 SH   DFND 17 636,925 0 55,053
REINSURANCE GROUP AMER INC COM NEW 759351604 860 5,950 SH   DFND 20 5,950 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 23,834 164,874 SH   DFND 21 97,142 0 67,732
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,211 108,000 SH   DFND 17 108,000 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 190 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 29,833 349,778 SH   DFND 21 182,149 0 167,629
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,180 145,135 SH   DFND 17 145,135 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 55 1,921 SH   DFND 20 1,921 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,463 189,695 SH   DFND 21 189,695 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,938 102,000 SH   DFND 24 102,000 0 0
RENT A CTR INC NEW COM 76009N100 11,367 790,451 SH   DFND 21 790,451 0 0
REPUBLIC SVCS INC COM 760759100 3,405 46,856 SH   DFND 17 46,856 0 0
REPUBLIC SVCS INC COM 760759100 271 3,735 SH   DFND 20 3,735 0 0
REPUBLIC SVCS INC COM 760759100 25,578 352,022 SH   DFND 21 343,853 0 8,169
RESMED INC COM 761152107 1,026 8,895 SH   DFND 4 8,895 0 0
RESMED INC COM 761152107 239 2,070 SH   DFND 17 2,070 0 0
RESMED INC COM 761152107 2,014 17,461 SH   DFND 21 10,884 0 6,577
RESOLUTE FST PRODS INC COM 76117W109 2,397 185,060 SH   DFND 17 164,205 0 20,855
RESOLUTE FST PRODS INC COM 76117W109 1,792 138,346 SH   DFND 21 99,200 0 39,146
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 24,839 24,220,000 PRN   DFND 17 20,710,000 0 3,510,000
RESTAURANT BRANDS INTL INC COM 76131D103 16,812 219,825 SH   DFND 17 92,577 0 127,248
RESTAURANT BRANDS INTL INC COM 76131D103 21,465 280,656 SH   DFND 21 280,656 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 8,433 451,676 SH   DFND 17 260,149 0 191,527
RETAIL PPTYS AMER INC CL A 76131V202 4,389 360,020 SH   DFND 17 64,540 0 295,480
REVANCE THERAPEUTICS INC COM 761330109 2,122 85,377 SH   DFND 17 83,200 0 2,177
REXNORD CORP NEW COM 76169B102 6,930 225,000 SH   DFND 17 225,000 0 0
REXNORD CORP NEW COM 76169B102 490 15,914 SH   DFND 21 15,914 0 0
REXFORD INDL RLTY INC COM 76169C100 9,971 311,979 SH   DFND 4 311,979 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,602 498,953 SH   DFND 17 483,817 0 15,136
RINGCENTRAL INC CL A 76680R206 96,233 1,034,205 SH   DFND 17 783,085 0 251,120
RING ENERGY INC COM 76680V108 3,087 311,488 SH   DFND 17 300,137 0 11,351
RIO TINTO PLC SPONSORED ADR 767204100 6,360 124,654 SH   DFND 17 124,654 0 0
ROBERT HALF INTL INC COM 770323103 1,282 18,215 SH   DFND 4 18,215 0 0
ROBERT HALF INTL INC COM 770323103 698 9,922 SH   DFND 17 9,922 0 0
ROBERT HALF INTL INC COM 770323103 26,811 380,945 SH   DFND 21 213,096 0 167,849
ROCKWELL AUTOMATION INC COM 773903109 483 2,575 SH   DFND 4 2,575 0 0
ROCKWELL AUTOMATION INC COM 773903109 344 1,834 SH   DFND 17 1,834 0 0
ROCKWELL AUTOMATION INC CALL 773903909 413 2,200 SH Call DFND 4 2,200 0 0
ROCKWELL AUTOMATION INC PUT 773903959 7,370 39,300 SH Put DFND 4 39,300 0 0
ROCKWELL COLLINS INC COM 774341101 15 110 SH   DFND 4 110 0 0
ROCKWELL COLLINS INC COM 774341101 336 2,394 SH   DFND 17 2,394 0 0
ROCKWELL COLLINS INC COM 774341101 21,701 154,489 SH   DFND 21 154,489 0 0
ROCKWELL COLLINS INC CALL 774341901 1,250 8,900 SH Call DFND 4 8,900 0 0
ROCKWELL COLLINS INC PUT 774341951 5,057 36,000 SH Put DFND 4 36,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 756 14,716 SH   DFND 17 14,716 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 167 3,241 SH   DFND 20 3,241 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 33,412 650,125 SH   DFND 21 536,483 0 113,642
ROPER TECHNOLOGIES INC COM 776696106 3 11 SH   DFND 4 11 0 0
ROPER TECHNOLOGIES INC COM 776696106 618 2,086 SH   DFND 17 2,086 0 0
ROPER TECHNOLOGIES INC COM 776696106 18,738 63,258 SH   DFND 20 8,900 0 54,358
ROPER TECHNOLOGIES INC COM 776696106 103,898 350,758 SH   DFND 21 324,764 0 25,994
ROPER TECHNOLOGIES INC COM 776696106 7,287 24,600 SH   DFND 24 24,600 0 0
ROPER TECHNOLOGIES INC CALL 776696906 237 800 SH Call DFND 4 800 0 0
ROPER TECHNOLOGIES INC PUT 776696956 2,725 9,200 SH Put DFND 4 9,200 0 0
ROSETTA STONE INC COM 777780107 4,392 220,811 SH   DFND 17 213,705 0 7,106
ROSS STORES INC COM 778296103 34 342 SH   DFND 4 342 0 0
ROSS STORES INC COM 778296103 8,007 80,794 SH   DFND 17 80,794 0 0
ROSS STORES INC COM 778296103 59,149 596,858 SH   DFND 21 556,479 0 40,379
ROSS STORES INC COM 778296103 1,417 14,300 SH   DFND 24 14,300 0 0
ROSS STORES INC CALL 778296903 1,526 15,400 SH Call DFND 4 15,400 0 0
ROSS STORES INC PUT 778296953 15,896 160,400 SH Put DFND 4 160,400 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,974 211,901 SH   DFND 17 155,885 0 56,016
ROYAL BK CDA MONTREAL QUE COM 780087102 2,011 25,110 SH   DFND 20 25,110 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 91,865 1,146,840 SH   DFND 21 836,543 0 310,297
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 181,426 2,662,554 SH   DFND 17 2,662,554 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 19,413 19,240,000 PRN   DFND 17 19,240,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,611 147,674 SH   DFND 17 41,254 0 106,420
RUDOLPH TECHNOLOGIES INC COM 781270103 2,389 97,705 SH   DFND 21 92,818 0 4,887
RUMBLEON INC CL B 781386206 495 47,240 SH   DFND 17 41,803 0 5,437
RUSH ENTERPRISES INC CL A 781846209 35 885 SH   DFND 17 885 0 0
RUSH ENTERPRISES INC CL A 781846209 247 6,274 SH   DFND 20 6,274 0 0
RUSH ENTERPRISES INC CL A 781846209 912 23,195 SH   DFND 21 23,195 0 0
RUSH ENTERPRISES INC CL B 781846308 1,241 31,105 SH   DFND 17 16,750 0 14,355
RUTHS HOSPITALITY GROUP INC COM 783332109 21,680 687,149 SH   DFND 17 687,149 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 155 4,911 SH   DFND 21 4,911 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,109 126,081 SH   DFND 17 109,475 0 16,606
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 61,139 636,601 SH   DFND 21 121,882 0 514,719
RYDER SYS INC COM 783549108 2,863 39,188 SH   DFND 17 39,188 0 0
RYDER SYS INC COM 783549108 16,386 224,251 SH   DFND 21 218,249 0 6,002
RYMAN HOSPITALITY PPTYS INC COM 78377T107 16,607 192,718 SH   DFND 4 192,718 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 789 9,160 SH   DFND 17 9,160 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 210 2,439 SH   DFND 21 0 0 2,439
S&P GLOBAL INC COM 78409V104 902 4,614 SH   DFND 4 4,614 0 0
S&P GLOBAL INC COM 78409V104 22,575 115,536 SH   DFND 17 67,867 0 47,669
S&P GLOBAL INC COM 78409V104 20,368 104,241 SH   DFND 20 22,960 0 81,281
S&P GLOBAL INC COM 78409V104 213,552 1,092,955 SH   DFND 21 912,459 0 180,496
S&P GLOBAL INC COM 78409V104 1,153 5,900 SH   DFND 24 5,900 0 0
S&P GLOBAL INC CALL 78409V904 2,618 13,400 SH Call DFND 4 13,400 0 0
S&P GLOBAL INC PUT 78409V954 14,928 76,400 SH Put DFND 4 76,400 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 13,343 83,069 SH   DFND 4 83,069 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 269 1,677 SH   DFND 17 1,677 0 0
SEI INVESTMENTS CO COM 784117103 950 15,545 SH   DFND 17 15,545 0 0
SL GREEN RLTY CORP COM 78440X101 17,902 183,553 SH   DFND 4 183,553 0 0
SL GREEN RLTY CORP COM 78440X101 126 1,290 SH   DFND 17 1,290 0 0
SM ENERGY CO COM 78454L100 3,875 122,910 SH   DFND 17 122,910 0 0
SM ENERGY CO COM 78454L100 243 7,719 SH   DFND 21 7,719 0 0
SM ENERGY CO COM 78454L100 404 12,800 SH   DFND 24 12,800 0 0
SORL AUTO PTS INC COM 78461U101 460 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 15,574 53,569 SH   DFND 4 53,569 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,111,906 7,264,398 SH   DFND 17 7,264,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,864 9,850 SH   DFND 21 9,850 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,459 42,855 SH   DFND 24 19,250 0 23,605
SPDR S&P 500 ETF TR TR UNIT 78462F103 86,635 298,000 SH   DFND 25 0 0 298,000
SPDR S&P 500 ETF TR PUT 78462F953 88,088 303,000 SH Put DFND 4 303,000 0 0
SPS COMM INC COM 78463M107 1,923 19,380 SH   DFND 17 19,380 0 0
SPS COMM INC COM 78463M107 259 2,613 SH   DFND 20 2,613 0 0
SPS COMM INC COM 78463M107 768 7,740 SH   DFND 21 7,740 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 823 7,300 SH   DFND 24 7,300 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 798 20,840 SH   DFND 24 18,430 0 2,410
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 407 4,200 SH   DFND 24 4,200 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 1,070 27,980 SH   DFND 24 27,980 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 8,408 155,885 SH   DFND 24 40,000 0 115,885
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 420 7,787 SH   DFND 25 7,787 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 806 22,363 SH   DFND 17 22,363 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 17,826 300,000 SH   DFND 4 300,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 13,420 310,000 SH   DFND 4 310,000 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 232 2,370 SH   DFND 24 0 0 2,370
SPDR SERIES TRUST PUT 78464A958 18,451 480,000 SH Put DFND 4 480,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,761 30,990 SH   DFND 17 27,651 0 3,339
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 18,492 325,396 SH   DFND 20 3,166 0 322,230
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 142,604 2,509,307 SH   DFND 21 2,419,971 0 89,336
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,358 23,900 SH   DFND 24 23,900 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 557 20,192 SH   DFND 17 20,192 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 4,683 169,734 SH   DFND 24 0 0 169,734
SP PLUS CORP COM 78469C103 1,585 43,430 SH   DFND 17 23,079 0 20,351
SP PLUS CORP COM 78469C103 2,978 81,596 SH   DFND 21 72,357 0 9,239
SRC ENERGY INC COM 78470V108 91 10,192 SH   DFND 20 10,192 0 0
SRC ENERGY INC COM 78470V108 443 49,877 SH   DFND 21 49,877 0 0
SVB FINL GROUP COM 78486Q101 62,811 202,074 SH   DFND 17 189,684 0 12,390
SVB FINL GROUP COM 78486Q101 4,107 13,213 SH   DFND 21 12,425 0 788
SABRA HEALTH CARE REIT INC COM 78573L106 113 4,909 SH   DFND 17 4,909 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,897 82,031 SH   DFND 21 15,434 0 66,597
SABRE CORP COM 78573M104 2,504 96,026 SH   DFND 17 87,226 0 8,800
SABRE CORP COM 78573M104 25,384 973,328 SH   DFND 21 643,280 0 330,048
SAGE THERAPEUTICS INC COM 78667J108 5,366 37,986 SH   DFND 17 28,191 0 9,795
SAIA INC COM 78709Y105 1,292 16,895 SH   DFND 17 16,895 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 8,844 259,978 SH   DFND 17 259,978 0 0
SALESFORCE COM INC COM 79466L302 8,169 51,369 SH   DFND 4 51,369 0 0
SALESFORCE COM INC COM 79466L302 780,413 4,907,331 SH   DFND 17 4,601,873 0 305,458
SALESFORCE COM INC COM 79466L302 10,878 68,401 SH   DFND 21 61,205 0 7,196
SALESFORCE COM INC CALL 79466L902 6,806 42,800 SH Call DFND 4 42,800 0 0
SALESFORCE COM INC PUT 79466L952 51,001 320,700 SH Put DFND 4 320,700 0 0
SANCHEZ ENERGY CORP COM 79970Y105 4,600 2,000,000 SH   DFND 4 2,000,000 0 0
SANDERSON FARMS INC COM 800013104 552 5,336 SH   DFND 17 5,336 0 0
SANDERSON FARMS INC COM 800013104 351 3,396 SH   DFND 21 1,051 0 2,345
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3,736 1,409,958 SH   DFND 17 1,409,958 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 304 29,043 SH   DFND 4 0 0 29,043
SANDRIDGE ENERGY INC COM NEW 80007P869 136 12,525 SH   DFND 17 12,525 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,729 66,254 SH   DFND 17 64,210 0 2,044
SANGAMO THERAPEUTICS INC COM 800677106 5,623 331,747 SH   DFND 17 326,692 0 5,055
SANGAMO THERAPEUTICS INC COM 800677106 793 46,800 SH   DFND 24 46,800 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 3,444 171,839 SH   DFND 17 171,839 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 16,576 827,131 SH   DFND 21 821,349 0 5,782
SAP SE SPON ADR 803054204 3,137 25,501 SH   DFND 17 25,501 0 0
SAREPTA THERAPEUTICS INC COM 803607100 9,866 61,085 SH   DFND 17 53,230 0 7,855
SAREPTA THERAPEUTICS INC COM 803607100 669 4,143 SH   DFND 21 4,143 0 0
SAREPTA THERAPEUTICS INC COM 803607100 3,311 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 670 17,224 SH   DFND 17 17,224 0 0
SCANA CORP NEW COM 80589M102 3,555 91,407 SH   DFND 21 83,329 0 8,078
SCHEIN HENRY INC COM 806407102 191 2,244 SH   DFND 17 2,244 0 0
SCHEIN HENRY INC COM 806407102 53,190 625,540 SH   DFND 21 625,540 0 0
SCHEIN HENRY INC COM 806407102 1,148 13,500 SH   DFND 24 13,500 0 0
SCHLUMBERGER LTD COM 806857108 11,086 181,975 SH   DFND 4 181,975 0 0
SCHLUMBERGER LTD COM 806857108 168,790 2,770,683 SH   DFND 17 2,766,548 0 4,135
SCHLUMBERGER LTD COM 806857108 16,001 262,656 SH   DFND 21 170,203 0 92,453
SCHLUMBERGER LTD COM 806857108 926 15,200 SH   DFND 24 15,200 0 0
SCHLUMBERGER LTD CALL 806857908 3,783 62,100 SH Call DFND 4 62,100 0 0
SCHLUMBERGER LTD PUT 806857958 34,682 569,300 SH Put DFND 4 569,300 0 0
SCHNITZER STL INDS CL A 806882106 2,223 82,170 SH   DFND 17 76,159 0 6,011
SCHNITZER STL INDS CL A 806882106 3,376 124,788 SH   DFND 21 64,661 0 60,127
SCHNEIDER NATIONAL INC CL B 80689H102 514 20,566 SH   DFND 17 20,566 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 1,598 63,981 SH   DFND 21 63,981 0 0
SCHWAB CHARLES CORP NEW COM 808513105 315 6,418 SH   DFND 4 6,418 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,563 174,213 SH   DFND 17 49,913 0 124,300
SCHWAB CHARLES CORP NEW COM 808513105 19,206 390,764 SH   DFND 20 86,200 0 304,564
SCHWAB CHARLES CORP NEW COM 808513105 164,877 3,354,571 SH   DFND 21 3,275,479 0 79,092
SCHWAB CHARLES CORP NEW COM 808513105 329 6,700 SH   DFND 24 6,700 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 1,032 21,000 SH Call DFND 4 21,000 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 20,373 414,500 SH Put DFND 4 414,500 0 0
SCHWAB STRATEGIC TR SHT TM US TRES 808524862 1,072 21,635 SH   DFND 17 21,635 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 17,507 324,435 SH   DFND 17 324,435 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 15,251 398,107 SH   DFND 17 398,107 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,343 87,258 SH   DFND 21 56,872 0 30,386
SCIENCE APPLICATNS INTL CP N COM 808625107 600 7,442 SH   DFND 17 7,442 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,804 34,788 SH   DFND 21 34,788 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 23,247 26,875,000 PRN   DFND 17 26,875,000 0 0
SEACHANGE INTL INC COM 811699107 53 29,860 SH   DFND 17 29,860 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 9,040 309,593 SH   DFND 17 197,696 0 111,897
SEATTLE GENETICS INC COM 812578102 2,361 30,615 SH   DFND 17 30,615 0 0
SEATTLE GENETICS INC COM 812578102 748 9,700 SH   DFND 24 9,700 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,284 24,000 SH   DFND 24 22,000 0 2,000
SELECT SECTOR SPDR TR ENERGY 81369Y506 29,794 393,377 SH   DFND 20 393,377 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,009 26,530 SH   DFND 24 20,960 0 5,570
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,215 80,300 SH   DFND 24 80,300 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,940 37,498 SH   DFND 24 21,200 0 16,298
SELECT SECTOR SPDR TR PUT 81369Y955 192,114 6,965,709 SH Put DFND 4 6,763,209 0 202,500
SELECT SECTOR SPDR TR PUT 81369Y956 44,266 584,452 SH Put DFND 4 584,452 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 35,987 307,000 SH Put DFND 4 307,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,276 58,167 SH   DFND 21 9,929 0 48,238
SEMPRA ENERGY COM 816851109 1 10 SH   DFND 4 10 0 0
SEMPRA ENERGY COM 816851109 438 3,853 SH   DFND 17 3,853 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 138,877 1,377,200 SH   DFND 17 1,377,200 0 0
SEMPRA ENERGY CALL 816851909 330 2,900 SH Call DFND 4 2,900 0 0
SEMPRA ENERGY PUT 816851959 2,662 23,400 SH Put DFND 4 23,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 115 6,532 SH   DFND 17 6,532 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,417 137,665 SH   DFND 21 137,665 0 0
SENSEONICS HLDGS INC COM 81727U105 4,308 903,203 SH   DFND 17 903,203 0 0
SERVICE CORP INTL COM 817565104 19,202 434,437 SH   DFND 17 258,176 0 176,261
SERVICE CORP INTL COM 817565104 218 4,943 SH   DFND 20 4,943 0 0
SERVICE CORP INTL COM 817565104 34,198 773,720 SH   DFND 21 656,132 0 117,588
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,644 135,907 SH   DFND 17 21,867 0 114,040
SERVICENOW INC COM 81762P102 439,471 2,246,441 SH   DFND 17 2,021,835 0 224,606
SERVICENOW INC COM 81762P102 121 619 SH   DFND 21 619 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 9,297 3,550,000 PRN   DFND 17 3,550,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 145,021 97,085,000 PRN   DFND 17 90,875,000 0 6,210,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,659 136,537 SH   DFND 21 136,537 0 0
SHERWIN WILLIAMS CO COM 824348106 544 1,196 SH   DFND 17 1,196 0 0
SHERWIN WILLIAMS CO COM 824348106 939 2,062 SH   DFND 21 2,062 0 0
SHERWIN WILLIAMS CO PUT 824348956 2,686 5,900 SH Put DFND 4 5,900 0 0
SHIRE PLC SPONSORED ADR 82481R106 6,254 34,500 SH   DFND 21 34,500 0 0
SHOPIFY INC CL A 82509L107 2,444 14,878 SH   DFND 17 2,423 0 12,455
SHORE BANCSHARES INC COM 825107105 272 15,245 SH   DFND 17 15,245 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 106 42,724 SH   DFND 21 42,724 0 0
SIENTRA INC COM 82621J105 4,584 191,955 SH   DFND 17 182,773 0 9,182
SIGNATURE BK NEW YORK N Y COM 82669G104 8,646 75,285 SH   DFND 20 0 0 75,285
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5,703 5,000,000 PRN   DFND 17 5,000,000 0 0
SILGAN HOLDINGS INC COM 827048109 22,350 803,972 SH   DFND 17 797,491 0 6,481
SILGAN HOLDINGS INC COM 827048109 50 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 7,655 275,359 SH   DFND 21 230,234 0 45,125
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 286 5,321 SH   DFND 17 5,321 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 23,806 808,353 SH   DFND 17 808,353 0 0
SIMON PPTY GROUP INC NEW COM 828806109 94,096 532,368 SH   DFND 4 532,368 0 0
SIMON PPTY GROUP INC NEW COM 828806109 977 5,530 SH   DFND 17 5,530 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 2,793 15,800 SH Call DFND 4 15,800 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 21,811 123,400 SH Put DFND 4 123,400 0 0
SIMPLY GOOD FOODS CO COM 82900L102 11,815 607,435 SH   DFND 17 352,528 0 254,907
SIMPSON MANUFACTURING CO INC COM 829073105 317 4,369 SH   DFND 20 4,369 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,777 52,119 SH   DFND 21 45,743 0 6,376
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3,088 51,168 SH   DFND 17 51,168 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 7,039 100,820 SH   DFND 17 37,455 0 63,365
SKECHERS U S A INC CL A 830566105 4,503 161,213 SH   DFND 17 18,506 0 142,707
SKECHERS U S A INC CL A 830566105 143 5,103 SH   DFND 20 5,103 0 0
SKECHERS U S A INC CL A 830566105 421 15,074 SH   DFND 21 15,074 0 0
SKYWEST INC COM 830879102 5,674 96,335 SH   DFND 17 71,378 0 24,957
SKYWEST INC COM 830879102 287 4,880 SH   DFND 20 4,880 0 0
SKYWEST INC COM 830879102 21,834 370,701 SH   DFND 21 282,638 0 88,063
SKYWORKS SOLUTIONS INC COM 83088M102 21,062 232,193 SH   DFND 17 205,188 0 27,005
SKYWORKS SOLUTIONS INC COM 83088M102 1,450 15,980 SH   DFND 21 10,230 0 5,750
SMITH A O COM 831865209 5,550 103,992 SH   DFND 17 103,992 0 0
SMITH A O COM 831865209 1,948 36,509 SH   DFND 21 36,509 0 0
SMUCKER J M CO COM NEW 832696405 8,878 86,520 SH   DFND 17 84,431 0 2,089
SMUCKER J M CO COM NEW 832696405 67 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 18,164 177,023 SH   DFND 21 145,818 0 31,205
SNAP ON INC COM 833034101 1,519 8,274 SH   DFND 4 8,274 0 0
SNAP ON INC COM 833034101 1,116 6,081 SH   DFND 17 6,081 0 0
SNAP ON INC COM 833034101 216 1,176 SH   DFND 20 1,176 0 0
SNAP ON INC COM 833034101 9,414 51,274 SH   DFND 21 51,274 0 0
SNAP INC CL A 83304A106 68,767 8,109,335 SH   DFND 17 7,917,200 0 192,135
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 83,952 95,130,000 PRN   DFND 17 95,130,000 0 0
SONIC CORP COM 835451105 3,099 71,500 SH   DFND 21 71,500 0 0
SONOCO PRODS CO COM 835495102 47,911 863,264 SH   DFND 17 863,264 0 0
SONY CORP SPONSORED ADR 835699307 10,301 169,848 SH   DFND 17 169,848 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 30,800 550,000 SH   DFND 17 550,000 0 0
SOUTH ST CORP COM 840441109 4,647 56,675 SH   DFND 17 56,675 0 0
SOUTHERN CO COM 842587107 866 19,872 SH   DFND 17 19,872 0 0
SOUTHERN CO COM 842587107 519 11,903 SH   DFND 20 11,903 0 0
SOUTHERN CO COM 842587107 1,749 40,119 SH   DFND 21 40,119 0 0
SOUTHERN CO CALL 842587907 5,576 127,900 SH Call DFND 4 127,900 0 0
SOUTHERN CO PUT 842587957 12,042 276,200 SH Put DFND 4 276,200 0 0
SOUTHWEST AIRLS CO COM 844741108 1,044 16,717 SH   DFND 4 16,717 0 0
SOUTHWEST AIRLS CO COM 844741108 16,651 266,629 SH   DFND 17 266,629 0 0
SOUTHWEST AIRLS CO COM 844741108 12,692 203,229 SH   DFND 21 202,532 0 697
SOUTHWEST AIRLS CO CALL 844741908 1,343 21,500 SH Call DFND 4 21,500 0 0
SOUTHWEST AIRLS CO PUT 844741958 16,830 269,500 SH Put DFND 4 269,500 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,746 22,095 SH   DFND 21 22,095 0 0
SOUTHWESTERN ENERGY CO COM 845467109 17,060 3,338,504 SH   DFND 17 3,338,504 0 0
SOUTHWESTERN ENERGY CO COM 845467109 137 26,784 SH   DFND 21 26,784 0 0
SPARK THERAPEUTICS INC COM 84652J103 761 13,945 SH   DFND 17 13,945 0 0
SPARTAN MTRS INC COM 846819100 8,933 605,600 SH   DFND 17 460,356 0 145,244
SPARTANNASH CO COM 847215100 165 8,247 SH   DFND 17 8,247 0 0
SPARTANNASH CO COM 847215100 1,947 97,053 SH   DFND 21 95,355 0 1,698
SPEEDWAY MOTORSPORTS INC COM 847788106 88 4,943 SH   DFND 17 4,943 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 41 2,301 SH   DFND 20 2,301 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 466 26,129 SH   DFND 21 26,129 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 17,411 189,930 SH   DFND 17 163,930 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 475 5,186 SH   DFND 20 5,186 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,931 97,427 SH   DFND 21 76,035 0 21,392
SPIRE INC COM 84857L101 2,320 31,549 SH   DFND 17 4,456 0 27,093
SPIRIT RLTY CAP INC NEW COM 84860W102 5,323 660,427 SH   DFND 17 660,427 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,539 439,044 SH   DFND 21 439,044 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,000 3,000,000 PRN   DFND 17 3,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 23,256 22,955,000 PRN   DFND 17 22,955,000 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 137 11,861 SH   DFND 17 11,861 0 0
SPLUNK INC COM 848637104 99,903 826,262 SH   DFND 17 785,279 0 40,983
SPLUNK INC COM 848637104 211 1,742 SH   DFND 21 1,742 0 0
SPRINT CORP COM SER 1 85207U105 523 80,000 SH   DFND 21 80,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 138 5,024 SH   DFND 20 5,024 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,036 147,229 SH   DFND 21 68,959 0 78,270
SQUARE INC CL A 852234103 347,387 3,508,605 SH   DFND 17 2,795,045 0 713,560
SQUARE INC CL A 852234103 2,908 29,372 SH   DFND 21 29,372 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 1,948 450,000 PRN   DFND 17 450,000 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 370 7,715 SH   DFND 17 0 0 7,715
STAG INDL INC COM 85254J102 12,926 470,035 SH   DFND 17 277,215 0 192,820
STANLEY BLACK & DECKER INC COM 854502101 673 4,597 SH   DFND 4 4,597 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,268 49,633 SH   DFND 17 45,286 0 4,347
STANLEY BLACK & DECKER INC COM 854502101 1,444 9,861 SH   DFND 20 9,861 0 0
STANLEY BLACK & DECKER INC COM 854502101 44,033 300,690 SH   DFND 21 196,208 0 104,482
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 152,430 1,390,660 SH   DFND 17 1,332,715 0 57,945
STANLEY BLACK & DECKER INC CALL 854502901 556 3,800 SH Call DFND 4 3,800 0 0
STANLEY BLACK & DECKER INC PUT 854502951 8,157 55,700 SH Put DFND 4 55,700 0 0
STANTEC INC COM 85472N109 12,375 497,861 SH   DFND 17 497,861 0 0
STANTEC INC COM 85472N109 793 31,910 SH   DFND 21 31,910 0 0
STARBUCKS CORP COM 855244109 13,362 235,086 SH   DFND 4 235,086 0 0
STARBUCKS CORP COM 855244109 144,646 2,544,790 SH   DFND 17 2,542,860 0 1,930
STARBUCKS CORP COM 855244109 24,843 437,067 SH   DFND 21 245,053 0 192,014
STARBUCKS CORP CALL 855244909 7,366 129,600 SH Call DFND 4 129,600 0 0
STARBUCKS CORP PUT 855244959 24,168 425,200 SH Put DFND 4 425,200 0 0
STARS GROUP INC COM 85570W100 27 1,096 SH   DFND 20 1,096 0 0
STARS GROUP INC COM 85570W100 1,488 59,975 SH   DFND 21 8,720 0 51,255
STARWOOD PPTY TR INC COM 85571B105 1,339 62,219 SH   DFND 4 62,219 0 0
STARWOOD PPTY TR INC COM 85571B105 282 13,100 SH   DFND 17 13,100 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 22,947 22,850,000 PRN   DFND 17 22,850,000 0 0
STATE STR CORP COM 857477103 3,858 46,052 SH   DFND 4 46,052 0 0
STATE STR CORP COM 857477103 13,654 162,969 SH   DFND 17 162,969 0 0
STATE STR CORP COM 857477103 551 6,579 SH   DFND 20 6,579 0 0
STATE STR CORP COM 857477103 6,442 76,896 SH   DFND 21 69,326 0 7,570
STATE STR CORP CALL 857477903 1,340 16,000 SH Call DFND 4 16,000 0 0
STATE STR CORP PUT 857477953 13,120 156,600 SH Put DFND 4 156,600 0 0
STEEL DYNAMICS INC COM 858119100 24,818 549,192 SH   DFND 17 549,192 0 0
STEEL DYNAMICS INC COM 858119100 2,328 51,519 SH   DFND 21 25,635 0 25,884
STEELCASE INC CL A 858155203 612 33,081 SH   DFND 21 29,711 0 3,370
STEPAN CO COM 858586100 21,691 249,289 SH   DFND 17 249,289 0 0
STERICYCLE INC COM 858912108 24,564 418,616 SH   DFND 17 418,616 0 0
STERLING CONSTRUCTION CO INC COM 859241101 5,505 384,442 SH   DFND 17 374,809 0 9,633
STIFEL FINL CORP COM 860630102 24,057 469,320 SH   DFND 17 469,320 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 4,379 238,765 SH   DFND 17 172,705 0 66,060
STONERIDGE INC COM 86183P102 2,932 98,665 SH   DFND 17 63,236 0 35,429
STONERIDGE INC COM 86183P102 66 2,236 SH   DFND 20 2,236 0 0
STONERIDGE INC COM 86183P102 4,267 143,582 SH   DFND 21 82,961 0 60,621
STORE CAP CORP COM 862121100 3,613 130,000 SH   DFND 4 130,000 0 0
STORE CAP CORP COM 862121100 748 26,922 SH   DFND 17 19,308 0 7,614
STORE CAP CORP COM 862121100 13,662 491,628 SH   DFND 21 140,962 0 350,666
STRATEGIC ED INC COM 86272C103 158 1,150 SH   DFND 17 0 0 1,150
STRATEGIC ED INC COM 86272C103 72 525 SH   DFND 21 525 0 0
STRYKER CORP COM 863667101 2 9 SH   DFND 4 9 0 0
STRYKER CORP COM 863667101 1,463 8,232 SH   DFND 17 6,422 0 1,810
STRYKER CORP COM 863667101 986 5,547 SH   DFND 20 5,547 0 0
STRYKER CORP COM 863667101 8,078 45,464 SH   DFND 21 19,535 0 25,929
STRYKER CORP CALL 863667901 320 1,800 SH Call DFND 4 1,800 0 0
STRYKER CORP PUT 863667951 1,812 10,200 SH Put DFND 4 10,200 0 0
SUN CMNTYS INC COM 866674104 51,568 507,856 SH   DFND 4 507,856 0 0
SUN LIFE FINL INC COM 866796105 5,428 136,628 SH   DFND 17 124,712 0 11,916
SUN LIFE FINL INC COM 866796105 668 16,810 SH   DFND 20 16,810 0 0
SUN LIFE FINL INC COM 866796105 21,458 540,146 SH   DFND 21 439,118 0 101,028
SUNCOR ENERGY INC NEW COM 867224107 24,352 629,793 SH   DFND 17 532,133 0 97,660
SUNCOR ENERGY INC NEW COM 867224107 54,156 1,400,596 SH   DFND 21 1,108,634 0 291,962
SUNCOR ENERGY INC NEW COM 867224107 1,392 36,000 SH   DFND 24 36,000 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 12,908 846,407 SH   DFND 17 846,407 0 0
SUNPOWER CORP COM 867652406 119 16,329 SH   DFND 21 3,534 0 12,795
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,528 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 29,770 35,335,000 PRN   DFND 17 35,335,000 0 0
SUNTRUST BKS INC COM 867914103 1,039 15,563 SH   DFND 4 15,563 0 0
SUNTRUST BKS INC COM 867914103 1,184 17,726 SH   DFND 17 17,726 0 0
SUNTRUST BKS INC COM 867914103 696 10,422 SH   DFND 20 10,422 0 0
SUNTRUST BKS INC COM 867914103 48,911 732,308 SH   DFND 21 583,454 0 148,854
SUNTRUST BKS INC CALL 867914903 1,523 22,800 SH Call DFND 4 22,800 0 0
SUNTRUST BKS INC PUT 867914953 11,107 166,300 SH Put DFND 4 166,300 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,970 198,022 SH   DFND 17 120,945 0 77,077
SUPERVALU INC COM NEW 868536301 21,429 665,080 SH   DFND 4 604,623 0 60,457
SUPERVALU INC COM NEW 868536301 11,243 348,931 SH   DFND 21 348,931 0 0
SURMODICS INC COM 868873100 8,452 113,223 SH   DFND 17 109,342 0 3,881
SUTHERLAND ASSET MGMT CORP M COM 86933G105 271 16,253 SH   DFND 17 16,253 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 1,400 84,088 SH   DFND 21 69,733 0 14,355
SYKES ENTERPRISES INC COM 871237103 417 13,674 SH   DFND 17 13,674 0 0
SYKES ENTERPRISES INC COM 871237103 3,837 125,858 SH   DFND 21 84,646 0 41,212
SYMANTEC CORP COM 871503108 2,604 122,366 SH   DFND 17 90,816 0 31,550
SYMANTEC CORP COM 871503108 936 43,991 SH   DFND 21 43,991 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 85,980 89,425,000 PRN   DFND 17 84,455,000 0 4,970,000
SYNOPSYS INC COM 871607107 415 4,212 SH   DFND 17 4,212 0 0
SYNOPSYS INC COM 871607107 7,669 77,768 SH   DFND 21 16,065 0 61,703
SYNOVUS FINL CORP COM NEW 87161C501 2,567 56,067 SH   DFND 17 56,067 0 0
SYNOVUS FINL CORP COM NEW 87161C501 121 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 22,998 502,241 SH   DFND 21 321,701 0 180,540
SYNTEL INC COM 87162H103 2,397 58,495 SH   DFND 17 30,530 0 27,965
SYNTEL INC COM 87162H103 334 8,141 SH   DFND 21 8,141 0 0
SYNNEX CORP COM 87162W100 19,760 233,289 SH   DFND 17 233,289 0 0
SYNNEX CORP COM 87162W100 9,168 108,242 SH   DFND 21 69,235 0 39,007
SYNCHRONY FINL COM 87165B103 1,590 51,153 SH   DFND 4 51,153 0 0
SYNCHRONY FINL COM 87165B103 9,693 311,863 SH   DFND 17 263,827 0 48,036
SYNCHRONY FINL COM 87165B103 6,475 208,340 SH   DFND 21 104,953 0 103,387
SYNCHRONY FINL CALL 87165B903 982 31,600 SH Call DFND 4 31,600 0 0
SYNCHRONY FINL PUT 87165B953 8,687 279,500 SH Put DFND 4 279,500 0 0
SYSCO CORP COM 871829107 28 383 SH   DFND 4 383 0 0
SYSCO CORP COM 871829107 28,990 395,762 SH   DFND 17 267,173 0 128,589
SYSCO CORP COM 871829107 1,672 22,826 SH   DFND 20 22,826 0 0
SYSCO CORP COM 871829107 31,592 431,296 SH   DFND 21 230,586 0 200,710
SYSCO CORP CALL 871829907 1,362 18,600 SH Call DFND 4 18,600 0 0
SYSCO CORP PUT 871829957 13,258 181,000 SH Put DFND 4 181,000 0 0
TCF FINL CORP COM 872275102 2,161 90,740 SH   DFND 17 90,740 0 0
TCF FINL CORP COM 872275102 114 4,779 SH   DFND 20 4,779 0 0
TCF FINL CORP COM 872275102 1,193 50,120 SH   DFND 21 13,969 0 36,151
TC PIPELINES LP UT COM LTD PRT 87233Q108 17,123 564,572 SH   DFND 17 564,572 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 27,251 515,822 SH   DFND 17 515,822 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 911 17,246 SH   DFND 20 17,246 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,646 50,077 SH   DFND 21 50,077 0 0
TJX COS INC NEW COM 872540109 7,087 63,266 SH   DFND 4 63,266 0 0
TJX COS INC NEW COM 872540109 1,019 9,095 SH   DFND 17 9,095 0 0
TJX COS INC NEW COM 872540109 328 2,925 SH   DFND 20 2,925 0 0
TJX COS INC NEW COM 872540109 11,679 104,255 SH   DFND 21 40,983 0 63,272
TJX COS INC NEW CALL 872540909 3,282 29,300 SH Call DFND 4 29,300 0 0
TJX COS INC NEW PUT 872540959 29,484 263,200 SH Put DFND 4 263,200 0 0
T MOBILE US INC COM 872590104 7,213 102,781 SH   DFND 17 57,252 0 45,529
T MOBILE US INC COM 872590104 17,909 255,190 SH   DFND 21 252,473 0 2,717
TPG SPECIALTY LENDING INC COM 87265K102 1,750 85,827 SH   DFND 21 85,827 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 3,026 3,000,000 PRN   DFND 17 3,000,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 65,765 588,550 SH   DFND 17 448,920 0 139,630
TABLEAU SOFTWARE INC CL A 87336U105 158 1,411 SH   DFND 21 1,411 0 0
TABULA RASA HEALTHCARE INC COM 873379101 17,816 219,437 SH   DFND 17 189,049 0 30,388
TABULA RASA HEALTHCARE INC COM 873379101 383 4,715 SH   DFND 21 4,715 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 11,457 161,250 SH   DFND 17 157,012 0 4,238
TAHOE RES INC COM 873868103 2,878 1,042,201 SH   DFND 21 1,042,201 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 108,397 2,454,652 SH   DFND 17 2,099,357 0 355,295
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 62,344 1,411,774 SH   DFND 20 1,411,774 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,900 473,274 SH   DFND 21 463,619 0 9,655
TAILORED BRANDS INC COM 87403A107 20,789 825,275 SH   DFND 17 825,275 0 0
TAILORED BRANDS INC COM 87403A107 1,585 62,904 SH   DFND 21 62,904 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 296,459 2,148,408 SH   DFND 17 1,985,263 0 163,145
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 23,521 170,457 SH   DFND 21 170,457 0 0
TAL ED GROUP SPONSORED ADS 874080104 161 6,275 SH   DFND 20 6,275 0 0
TAL ED GROUP SPONSORED ADS 874080104 549 21,349 SH   DFND 21 18,534 0 2,815
TALOS ENERGY INC COM 87484T108 14,090 429,325 SH   DFND 17 429,325 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 734 17,145 SH   DFND 17 0 0 17,145
TAPESTRY INC COM 876030107 6,484 128,992 SH   DFND 4 128,992 0 0
TAPESTRY INC COM 876030107 208 4,135 SH   DFND 17 4,135 0 0
TARGET CORP COM 87612E106 1,223 13,869 SH   DFND 4 13,869 0 0
TARGET CORP COM 87612E106 392,724 4,452,151 SH   DFND 17 4,334,198 0 117,953
TARGET CORP COM 87612E106 121,407 1,376,342 SH   DFND 21 819,489 0 556,853
TARGET CORP CALL 87612E906 3,193 36,200 SH Call DFND 4 36,200 0 0
TARGET CORP PUT 87612E956 25,704 291,400 SH Put DFND 4 291,400 0 0
TARGA RES CORP COM 87612G101 12,508 222,125 SH   DFND 4 159,625 0 62,500
TATA MTRS LTD SPONSORED ADR 876568502 628 40,864 SH   DFND 21 28,179 0 12,685
TECK RESOURCES LTD CL B 878742204 7,996 332,020 SH   DFND 17 328,886 0 3,134
TECK RESOURCES LTD CL B 878742204 143 5,946 SH   DFND 20 5,946 0 0
TECK RESOURCES LTD CL B 878742204 55,149 2,289,923 SH   DFND 21 2,093,911 0 196,012
TECHTARGET INC COM 87874R100 3,145 161,932 SH   DFND 17 124,116 0 37,816
TECHTARGET INC COM 87874R100 1,164 59,937 SH   DFND 21 24,968 0 34,969
TELARIA INC COM 879181105 947 249,953 SH   DFND 17 221,155 0 28,798
TELADOC HEALTH INC COM 87918A105 1,601 18,544 SH   DFND 17 18,544 0 0
TELADOC HEALTH INC COM 87918A105 282 3,267 SH   DFND 21 3,267 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 1,236 600,000 PRN   DFND 17 600,000 0 0
TELEFLEX INC COM 879369106 6,436 24,189 SH   DFND 17 22,935 0 1,254
TELEFLEX INC COM 879369106 237 890 SH   DFND 20 890 0 0
TELEFLEX INC COM 879369106 10,948 41,144 SH   DFND 21 29,887 0 11,257
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 454 46,666 SH   DFND 17 46,666 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 547 56,245 SH   DFND 21 56,245 0 0
TELUS CORP COM 87971M103 124 3,356 SH   DFND 20 3,356 0 0
TELUS CORP COM 87971M103 1,012 27,481 SH   DFND 21 27,481 0 0
TENNECO INC COM 880349105 15,133 359,109 SH   DFND 17 357,763 0 1,346
TENNECO INC COM 880349105 1,177 27,921 SH   DFND 21 13,727 0 14,194
TENNECO INC COM 880349105 4,930 117,000 SH   DFND 24 117,000 0 0
TERADYNE INC COM 880770102 113,811 3,077,642 SH   DFND 17 2,810,547 0 267,095
TERADYNE INC COM 880770102 1,768 47,812 SH   DFND 21 24,138 0 23,674
TERADYNE INC NOTE 1.250%12/1 880770AG7 50,612 38,830,000 PRN   DFND 17 37,215,000 0 1,615,000
TEREX CORP NEW COM 880779103 639 16,020 SH   DFND 17 0 0 16,020
TERNIUM SA SPON ADR 880890108 5,714 188,657 SH   DFND 17 132,499 0 56,158
TERNIUM SA SPON ADR 880890108 5,080 167,726 SH   DFND 21 110,795 0 56,931
TESLA INC COM 88160R101 215,300 813,157 SH   DFND 17 776,653 0 36,504
TESLA INC COM 88160R101 3,788 14,308 SH   DFND 20 14,308 0 0
TESLA INC COM 88160R101 1,178 4,449 SH   DFND 21 1,046 0 3,403
TESLA INC CALL 88160R901 529,540 2,000,000 SH Call DFND 4 2,000,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 64,516 64,935,000 PRN   DFND 17 62,535,000 0 2,400,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 11,505 12,000,000 PRN   DFND 4 12,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 48,615 50,760,000 PRN   DFND 17 50,760,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 20,452 20,000,000 PRN   DFND 4 20,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 54,973 53,450,000 PRN   DFND 17 50,955,000 0 2,495,000
TETRA TECH INC NEW COM 88162G103 25,254 369,755 SH   DFND 17 354,200 0 15,555
TETRA TECH INC NEW COM 88162G103 1,976 28,936 SH   DFND 21 28,936 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 53,008 56,480,000 PRN   DFND 17 56,480,000 0 0
TEXAS INSTRS INC COM 882508104 3,556 33,140 SH   DFND 4 33,140 0 0
TEXAS INSTRS INC COM 882508104 233,513 2,176,465 SH   DFND 17 2,089,912 0 86,553
TEXAS INSTRS INC COM 882508104 441 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 140,470 1,309,258 SH   DFND 21 855,660 0 453,598
TEXAS INSTRS INC CALL 882508904 7,242 67,500 SH Call DFND 4 67,500 0 0
TEXAS INSTRS INC PUT 882508954 32,831 306,000 SH Put DFND 4 306,000 0 0
TEXAS ROADHOUSE INC COM 882681109 9,012 130,055 SH   DFND 17 81,684 0 48,371
TG THERAPEUTICS INC COM 88322Q108 950 169,628 SH   DFND 17 164,276 0 5,352
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,847 3,760,000 PRN   DFND 17 3,760,000 0 0
THE TRADE DESK INC COM CL A 88339J105 200,017 1,325,409 SH   DFND 17 1,269,253 0 56,156
THERMO FISHER SCIENTIFIC INC COM 883556102 103 421 SH   DFND 4 421 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 63,797 261,376 SH   DFND 17 223,953 0 37,423
THERMO FISHER SCIENTIFIC INC COM 883556102 17,129 70,176 SH   DFND 20 14,160 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 288,362 1,181,424 SH   DFND 21 918,881 0 262,543
THERMO FISHER SCIENTIFIC INC COM 883556102 1,269 5,200 SH   DFND 24 5,200 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 5,028 20,600 SH Call DFND 4 20,600 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 40,688 166,700 SH Put DFND 4 166,700 0 0
THOR INDS INC COM 885160101 23,528 281,097 SH   DFND 17 280,097 0 1,000
THOR INDS INC COM 885160101 15,974 190,849 SH   DFND 21 189,312 0 1,537
3M CO COM 88579Y101 85,244 404,557 SH   DFND 17 404,557 0 0
3M CO CALL 88579Y901 26,423 125,400 SH Call DFND 4 125,400 0 0
3M CO PUT 88579Y951 43,259 205,300 SH Put DFND 4 205,300 0 0
TIFFANY & CO NEW COM 886547108 914 7,084 SH   DFND 17 7,084 0 0
TIFFANY & CO NEW COM 886547108 5,828 45,187 SH   DFND 21 31,797 0 13,390
TIMKEN CO COM 887389104 6,391 128,207 SH   DFND 17 13,935 0 114,272
TIMKEN CO COM 887389104 19,242 385,999 SH   DFND 21 231,845 0 154,154
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 13,504 13,575,000 PRN   DFND 17 13,575,000 0 0
TOLL BROTHERS INC COM 889478103 825 24,974 SH   DFND 17 24,974 0 0
TOLL BROTHERS INC COM 889478103 5,934 179,640 SH   DFND 21 64,748 0 114,892
TORCHMARK CORP COM 891027104 1,322 15,245 SH   DFND 4 15,245 0 0
TORCHMARK CORP COM 891027104 386 4,450 SH   DFND 17 4,450 0 0
TORCHMARK CORP COM 891027104 16,931 195,302 SH   DFND 21 105,194 0 90,108
TORONTO DOMINION BK ONT COM NEW 891160509 52,681 867,566 SH   DFND 17 645,903 0 221,663
TORONTO DOMINION BK ONT COM NEW 891160509 4,774 78,612 SH   DFND 20 78,612 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 150,009 2,470,399 SH   DFND 21 1,530,753 0 939,646
TOTAL S A SPONSORED ADR 89151E109 87,003 1,351,192 SH   DFND 17 1,351,192 0 0
TOWER INTL INC COM 891826109 572 18,903 SH   DFND 17 18,903 0 0
TOWER INTL INC COM 891826109 1,873 61,916 SH   DFND 21 56,276 0 5,640
TOTAL SYS SVCS INC COM 891906109 16,628 168,403 SH   DFND 17 56,731 0 111,672
TOTAL SYS SVCS INC COM 891906109 1,096 11,098 SH   DFND 20 11,098 0 0
TOTAL SYS SVCS INC COM 891906109 91,624 927,933 SH   DFND 21 705,540 0 222,393
TRACTOR SUPPLY CO COM 892356106 22,413 246,624 SH   DFND 17 246,624 0 0
TRACTOR SUPPLY CO COM 892356106 1,447 15,924 SH   DFND 21 1,041 0 14,883
TRACTOR SUPPLY CO COM 892356106 3,453 38,000 SH   DFND 24 38,000 0 0
TRANSCANADA CORP COM 89353D107 27,807 687,778 SH   DFND 17 687,778 0 0
TRANSCANADA CORP COM 89353D107 1,058 26,172 SH   DFND 21 0 0 26,172
TRANSCANADA CORP COM 89353D107 360 8,900 SH   DFND 24 8,900 0 0
TRANSDIGM GROUP INC COM 893641100 414 1,113 SH   DFND 17 1,113 0 0
TRANSDIGM GROUP INC COM 893641100 2,854 7,666 SH   DFND 21 7,666 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 108,599 71,765,000 PRN   DFND 17 66,975,000 0 4,790,000
TRANSUNION COM 89400J107 12,781 173,699 SH   DFND 17 49,566 0 124,133
TRANSUNION COM 89400J107 10,917 148,372 SH   DFND 21 120,655 0 27,717
TRAVELERS COMPANIES INC COM 89417E109 681 5,252 SH   DFND 4 5,252 0 0
TRAVELERS COMPANIES INC COM 89417E109 13,400 103,311 SH   DFND 17 23,958 0 79,353
TRAVELERS COMPANIES INC COM 89417E109 196 1,512 SH   DFND 20 1,512 0 0
TRAVELERS COMPANIES INC COM 89417E109 21,422 165,151 SH   DFND 21 164,110 0 1,041
TRAVELERS COMPANIES INC CALL 89417E909 2,633 20,300 SH Call DFND 4 20,300 0 0
TRAVELERS COMPANIES INC PUT 89417E959 14,294 110,200 SH Put DFND 4 110,200 0 0
TRIBUNE MEDIA CO CL A 896047503 229 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 637 16,581 SH   DFND 21 16,581 0 0
TRIMBLE INC COM 896239100 79,353 1,825,877 SH   DFND 17 1,689,670 0 136,207
TRIMBLE INC COM 896239100 963 22,161 SH   DFND 21 3,461 0 18,700
TRIMBLE INC COM 896239100 8,953 206,000 SH   DFND 24 206,000 0 0
TRINITY INDS INC COM 896522109 1,530 41,763 SH   DFND 21 41,763 0 0
TRIPLE-S MGMT CORP CL B 896749108 29 1,540 SH   DFND 17 1,540 0 0
TRIPLE-S MGMT CORP CL B 896749108 176 9,310 SH   DFND 21 2,059 0 7,251
TRIUMPH BANCORP INC COM 89679E300 4,150 108,628 SH   DFND 17 104,863 0 3,765
TRIPADVISOR INC COM 896945201 102,288 2,002,907 SH   DFND 17 2,002,907 0 0
TRIPADVISOR INC COM 896945201 69 1,352 SH   DFND 21 1,352 0 0
TRUECAR INC COM 89785L107 438 31,060 SH   DFND 17 0 0 31,060
TRUPANION INC COM 898202106 8,664 242,483 SH   DFND 17 151,191 0 91,292
TRUSTCO BK CORP N Y COM 898349105 100 11,815 SH   DFND 17 11,815 0 0
T2 BIOSYSTEMS INC COM 89853L104 3,791 508,865 SH   DFND 17 492,795 0 16,070
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 220 45,556 SH   DFND 17 45,556 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 715 148,366 SH   DFND 21 148,366 0 0
TURNING PT BRANDS INC COM 90041L105 2,040 49,215 SH   DFND 17 33,075 0 16,140
TURTLE BEACH CORP COM NEW 900450206 2,305 115,610 SH   DFND 17 112,056 0 3,554
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 7,134 7,000,000 PRN   DFND 17 7,000,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 709 15,299 SH   DFND 17 15,299 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 7,010 151,300 SH   DFND 21 151,300 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 292 6,380 SH   DFND 17 6,380 0 0
TWILIO INC CL A 90138F102 92,927 1,077,045 SH   DFND 17 786,745 0 290,300
TWITTER INC COM 90184L102 44,628 1,568,094 SH   DFND 17 1,553,199 0 14,895
TWITTER INC COM 90184L102 226 7,938 SH   DFND 20 7,938 0 0
TWITTER INC COM 90184L102 5,610 197,104 SH   DFND 21 37,920 0 159,184
TWITTER INC PUT 90184L952 518 18,200 SH Put DFND 4 18,200 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,073 3,180,000 PRN   DFND 17 3,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 70,531 76,635,000 PRN   DFND 17 76,635,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 10,726 718,429 SH   DFND 17 221,221 0 497,208
TWO HBRS INVT CORP COM NEW 90187B408 11,930 799,039 SH   DFND 21 476,353 0 322,686
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 46,502 45,500,000 PRN   DFND 17 45,500,000 0 0
II VI INC COM 902104108 5,392 113,998 SH   DFND 17 92,898 0 21,100
II VI INC NOTE 0.250% 9/0 902104AB4 49,588 42,340,000 PRN   DFND 17 36,970,000 0 5,370,000
2U INC COM 90214J101 6,857 91,192 SH   DFND 17 59,765 0 31,427
TYLER TECHNOLOGIES INC COM 902252105 4,632 18,900 SH   DFND 17 10,830 0 8,070
TYSON FOODS INC CL A 902494103 2,436 40,922 SH   DFND 4 40,922 0 0
TYSON FOODS INC CL A 902494103 24,532 412,098 SH   DFND 17 276,937 0 135,161
TYSON FOODS INC CL A 902494103 763 12,817 SH   DFND 20 12,817 0 0
TYSON FOODS INC CL A 902494103 103,056 1,731,163 SH   DFND 21 1,259,040 0 472,123
TYSON FOODS INC CL A 902494103 500 8,400 SH   DFND 24 8,400 0 0
TYSON FOODS INC CALL 902494903 1,089 18,300 SH Call DFND 4 18,300 0 0
TYSON FOODS INC PUT 902494953 9,322 156,600 SH Put DFND 4 156,600 0 0
UDR INC COM 902653104 21,999 544,125 SH   DFND 4 544,125 0 0
UDR INC COM 902653104 1,086 26,863 SH   DFND 17 26,863 0 0
UGI CORP NEW COM 902681105 24,054 433,570 SH   DFND 17 319,773 0 113,797
UGI CORP NEW COM 902681105 3,317 59,786 SH   DFND 21 12,951 0 46,835
USA TRUCK INC COM 902925106 1,750 86,500 SH   DFND 17 79,485 0 7,015
US BANCORP DEL COM NEW 902973304 2,668 50,527 SH   DFND 4 50,527 0 0
US BANCORP DEL COM NEW 902973304 99,270 1,879,756 SH   DFND 17 1,879,756 0 0
US BANCORP DEL COM NEW 902973304 6,572 124,438 SH   DFND 21 124,438 0 0
US BANCORP DEL CALL 902973904 3,982 75,400 SH Call DFND 4 75,400 0 0
US BANCORP DEL PUT 902973954 33,846 640,900 SH Put DFND 4 640,900 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,198 9,935 SH   DFND 17 545 0 9,390
USA TECHNOLOGIES INC COM NO PAR 90328S500 8,317 1,155,129 SH   DFND 17 1,131,422 0 23,707
U S G CORP COM NEW 903293405 24,873 574,300 SH   DFND 4 529,661 0 44,639
U S G CORP COM NEW 903293405 12,864 297,023 SH   DFND 21 297,023 0 0
U S CONCRETE INC COM NEW 90333L201 3,653 79,680 SH   DFND 17 77,272 0 2,408
U S PHYSICAL THERAPY INC COM 90337L108 246 2,072 SH   DFND 17 2,072 0 0
ULTA BEAUTY INC COM 90384S303 9,303 32,977 SH   DFND 17 26,859 0 6,118
ULTA BEAUTY INC COM 90384S303 3,054 10,826 SH   DFND 21 10,826 0 0
UMPQUA HLDGS CORP COM 904214103 23,554 1,132,393 SH   DFND 17 1,132,393 0 0
UMPQUA HLDGS CORP COM 904214103 15,795 759,362 SH   DFND 21 663,871 0 95,491
UNION PAC CORP COM 907818108 9,744 59,841 SH   DFND 4 59,841 0 0
UNION PAC CORP COM 907818108 350,141 2,150,347 SH   DFND 17 2,150,347 0 0
UNION PAC CORP COM 907818108 141,135 866,762 SH   DFND 21 790,477 0 76,285
UNION PAC CORP COM 907818108 749 4,600 SH   DFND 24 4,600 0 0
UNION PAC CORP CALL 907818908 8,565 52,600 SH Call DFND 4 52,600 0 0
UNION PAC CORP PUT 907818958 56,649 347,900 SH Put DFND 4 347,900 0 0
UNISYS CORP COM NEW 909214306 207 10,160 SH   DFND 17 10,160 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 27,614 12,555,000 PRN   DFND 4 12,555,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 18,591 666,567 SH   DFND 17 666,567 0 0
UNITED CONTL HLDGS INC COM 910047109 305 3,420 SH   DFND 17 3,420 0 0
UNITED CONTL HLDGS INC COM 910047109 100 1,119 SH   DFND 20 1,119 0 0
UNITED CONTL HLDGS INC COM 910047109 1,175 13,195 SH   DFND 21 10,404 0 2,791
UNITED NAT FOODS INC COM 911163103 63 2,115 SH   DFND 20 2,115 0 0
UNITED NAT FOODS INC COM 911163103 2,303 76,884 SH   DFND 21 73,339 0 3,545
UNITED PARCEL SERVICE INC CL B 911312106 4,277 36,632 SH   DFND 4 36,632 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,326 28,485 SH   DFND 17 28,485 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,292 11,066 SH   DFND 21 3,841 0 7,225
UNITED PARCEL SERVICE INC CALL 911312906 7,028 60,200 SH Call DFND 4 60,200 0 0
UNITED PARCEL SERVICE INC PUT 911312956 43,256 370,500 SH Put DFND 4 370,500 0 0
UNITED RENTALS INC COM 911363109 1,163 7,109 SH   DFND 4 7,109 0 0
UNITED RENTALS INC COM 911363109 67,353 411,696 SH   DFND 17 400,585 0 11,111
UNITED RENTALS INC COM 911363109 167 1,023 SH   DFND 20 1,023 0 0
UNITED RENTALS INC COM 911363109 14,801 90,469 SH   DFND 21 69,928 0 20,541
US FOODS HLDG CORP COM 912008109 42 1,367 SH   DFND 17 1,367 0 0
US FOODS HLDG CORP COM 912008109 586 19,010 SH   DFND 20 19,010 0 0
US FOODS HLDG CORP COM 912008109 9,776 317,198 SH   DFND 21 115,353 0 201,845
UNITED STATES OIL FUND LP UNITS 91232N108 2,196 143,550 SH   DFND 24 143,550 0 0
UNITED STATES STL CORP NEW COM 912909108 33,680 1,105,000 SH   DFND 4 1,105,000 0 0
UNITED STATES STL CORP NEW COM 912909108 540 17,723 SH   DFND 17 17,723 0 0
UNITED STATES STL CORP NEW COM 912909108 2,963 97,227 SH   DFND 21 7,227 0 90,000
UNITED TECHNOLOGIES CORP COM 913017109 1,870 13,377 SH   DFND 4 13,377 0 0
UNITED TECHNOLOGIES CORP COM 913017109 95,817 685,338 SH   DFND 17 685,338 0 0
UNITED TECHNOLOGIES CORP COM 913017109 419 3,000 SH   DFND 21 3,000 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 5,425 38,800 SH Call DFND 4 38,800 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 41,314 295,500 SH Put DFND 4 295,500 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 7,410 53,000 SH Put DFND 21 53,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 156 1,216 SH   DFND 17 1,216 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 267 2,091 SH   DFND 20 2,091 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 11,681 91,341 SH   DFND 21 91,341 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 857 6,700 SH   DFND 24 6,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 16,301 61,273 SH   DFND 4 61,273 0 0
UNITEDHEALTH GROUP INC COM 91324P102 560,860 2,108,180 SH   DFND 17 1,948,726 0 159,454
UNITEDHEALTH GROUP INC COM 91324P102 49,530 186,174 SH   DFND 20 100,731 0 85,443
UNITEDHEALTH GROUP INC COM 91324P102 577,484 2,170,666 SH   DFND 21 1,806,647 0 364,019
UNITEDHEALTH GROUP INC COM 91324P102 1,091 4,100 SH   DFND 24 4,100 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 17,053 64,100 SH Call DFND 4 64,100 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 110,433 415,100 SH Put DFND 4 415,100 0 0
UNITIL CORP COM 913259107 348 6,830 SH   DFND 17 0 0 6,830
UNITI GROUP INC PUT 91325V958 16,483 818,000 SH Put DFND 4 818,000 0 0
UNIVAR INC COM 91336L107 373 12,160 SH   DFND 17 0 0 12,160
UNIVERSAL CORP VA COM 913456109 23,116 355,624 SH   DFND 17 355,624 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,176 35,417 SH   DFND 17 19,779 0 15,638
UNIVERSAL FST PRODS INC COM 913543104 27,963 791,469 SH   DFND 17 791,469 0 0
UNIVERSAL FST PRODS INC COM 913543104 4,324 122,398 SH   DFND 21 24,325 0 98,073
UNIVERSAL INS HLDGS INC COM 91359V107 6,193 127,554 SH   DFND 17 44,475 0 83,079
UNIVERSAL INS HLDGS INC COM 91359V107 15,169 312,438 SH   DFND 21 302,527 0 9,911
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,074 42,103 SH   DFND 17 37,679 0 4,424
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,108 57,290 SH   DFND 17 37,245 0 20,045
UNIVERSAL HLTH SVCS INC CL B 913903100 657 5,138 SH   DFND 4 5,138 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 20,114 157,340 SH   DFND 17 157,340 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 16,670 130,396 SH   DFND 21 130,396 0 0
UNUM GROUP COM 91529Y106 1,301 33,302 SH   DFND 17 33,302 0 0
UNUM GROUP COM 91529Y106 741 18,960 SH   DFND 20 18,960 0 0
UNUM GROUP COM 91529Y106 17,686 452,687 SH   DFND 21 419,020 0 33,667
UPLAND SOFTWARE INC COM 91544A109 5,279 163,391 SH   DFND 17 158,297 0 5,094
URBAN OUTFITTERS INC COM 917047102 10,628 259,855 SH   DFND 21 226,196 0 33,659
URSTADT BIDDLE PPTYS INC CL A 917286205 250 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 562 5,970 SH   DFND 17 5,970 0 0
V F CORP COM 918204108 32 339 SH   DFND 4 339 0 0
V F CORP COM 918204108 62,828 672,318 SH   DFND 17 649,143 0 23,175
V F CORP COM 918204108 21,368 228,653 SH   DFND 21 100,092 0 128,561
V F CORP CALL 918204908 1,075 11,500 SH Call DFND 4 11,500 0 0
V F CORP PUT 918204958 14,429 154,400 SH Put DFND 4 154,400 0 0
VEON LTD SPONSORED ADR 91822M106 1,593 549,245 SH   DFND 17 63,048 0 486,197
VAIL RESORTS INC COM 91879Q109 178 649 SH   DFND 17 649 0 0
VAIL RESORTS INC COM 91879Q109 79 288 SH   DFND 20 288 0 0
VAIL RESORTS INC COM 91879Q109 10,614 38,678 SH   DFND 21 30,617 0 8,061
VALE S A ADR 91912E105 1,231 82,948 SH   DFND 17 82,948 0 0
VALE S A ADR 91912E105 2,446 164,831 SH   DFND 21 164,831 0 0
VALE S A ADR 91912E105 519 35,000 SH   DFND 24 35,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,089 9,577 SH   DFND 4 9,577 0 0
VALERO ENERGY CORP NEW COM 91913Y100 321,901 2,829,900 SH   DFND 17 2,703,210 0 126,690
VALERO ENERGY CORP NEW COM 91913Y100 2,315 20,351 SH   DFND 20 20,351 0 0
VALERO ENERGY CORP NEW COM 91913Y100 159,951 1,406,167 SH   DFND 21 1,073,201 0 332,966
VALERO ENERGY CORP NEW COM 91913Y100 967 8,500 SH   DFND 24 8,500 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,139 18,800 SH Call DFND 4 18,800 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 21,396 188,100 SH Put DFND 4 188,100 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 13,300 351,107 SH   DFND 17 351,107 0 0
VALLEY NATL BANCORP COM 919794107 322 28,663 SH   DFND 20 28,663 0 0
VALLEY NATL BANCORP COM 919794107 939 83,462 SH   DFND 21 83,462 0 0
VANDA PHARMACEUTICALS INC COM 921659108 3,405 148,363 SH   DFND 17 143,932 0 4,431
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 329 5,000 SH   DFND 24 5,000 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 3,416 43,407 SH   DFND 24 0 0 43,407
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 4,550 60,000 SH   DFND 24 0 0 60,000
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 59,071 778,989 SH   DFND 25 778,989 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,600 30,737 SH   DFND 17 30,737 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 122,873 2,996,904 SH   DFND 17 2,996,904 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 533 13,000 SH   DFND 24 13,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 61,500 1,500,000 SH   DFND 25 0 0 1,500,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 10 182 SH   DFND 17 182 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 4,680 83,250 SH   DFND 24 83,250 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 1,241 6,875 SH   DFND 24 0 0 6,875
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,620 14,521 SH   DFND 24 7,600 0 6,921
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,250 6,171 SH   DFND 24 0 0 6,171
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 1,242 14,271 SH   DFND 24 0 0 14,271
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 1,073 17,954 SH   DFND 17 17,954 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7,845 153,818 SH   DFND 17 153,818 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 32,470 369,024 SH   DFND 17 369,024 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,318 83,170 SH   DFND 25 83,170 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,271 27,188 SH   DFND 17 27,188 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 37,582 449,921 SH   DFND 25 0 0 449,921
VARONIS SYS INC COM 922280102 16,630 227,035 SH   DFND 17 227,035 0 0
VECTREN CORP COM 92240G101 985 13,784 SH   DFND 17 13,784 0 0
VECTREN CORP COM 92240G101 23,555 329,493 SH   DFND 21 329,493 0 0
VECTOR GROUP LTD COM 92240M108 249 18,048 SH   DFND 17 18,048 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 11,900 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,463 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 112 10,910 SH   DFND 21 2,565 0 8,345
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 43,913 51,875,000 PRN   DFND 17 51,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 620 48,476 SH   DFND 17 48,476 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 2,148 167,797 SH   DFND 21 157,874 0 9,923
VEEVA SYS INC CL A COM 922475108 14,644 134,512 SH   DFND 17 55,499 0 79,013
VEEVA SYS INC CL A COM 922475108 44 400 SH   DFND 21 0 0 400
VENTAS INC COM 92276F100 39,916 734,011 SH   DFND 4 734,011 0 0
VENTAS INC COM 92276F100 282 5,179 SH   DFND 17 5,179 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 61 227 SH   DFND 17 227 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,528 20,700 SH   DFND 24 20,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 93,735 351,000 SH   DFND 25 0 0 351,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 1,265 15,679 SH   DFND 17 15,679 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 86,976 1,078,033 SH   DFND 25 78,033 0 1,000,000
VANGUARD INDEX FDS SMALL CP ETF 922908751 26,894 165,419 SH   DFND 25 0 0 165,419
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,481 29,940 SH   DFND 24 22,200 0 7,740
VERA BRADLEY INC COM 92335C106 203 13,290 SH   DFND 17 0 0 13,290
VERA BRADLEY INC COM 92335C106 1,091 71,479 SH   DFND 21 71,479 0 0
VERASTEM INC COM 92337C104 2,241 309,091 SH   DFND 17 301,329 0 7,762
VERACYTE INC COM 92337F107 3,049 319,276 SH   DFND 17 309,551 0 9,725
VERACYTE INC COM 92337F107 3,042 318,570 SH   DFND 20 318,570 0 0
VERISIGN INC COM 92343E102 16,485 102,954 SH   DFND 17 102,954 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 136,913 2,564,391 SH   DFND 17 2,401,047 0 163,344
VERIZON COMMUNICATIONS INC COM 92343V104 4,113 77,031 SH   DFND 20 77,031 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 291,130 5,452,886 SH   DFND 21 4,322,392 0 1,130,494
VERIZON COMMUNICATIONS INC CALL 92343V904 23,983 449,200 SH Call DFND 4 449,200 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 76,759 1,437,700 SH Put DFND 4 1,437,700 0 0
VERINT SYS INC COM 92343X100 13,358 266,627 SH   DFND 17 248,092 0 18,535
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 48,507 46,960,000 PRN   DFND 17 46,960,000 0 0
VERITEX HLDGS INC COM 923451108 4,406 155,923 SH   DFND 17 151,228 0 4,695
VERISK ANALYTICS INC COM 92345Y106 58,664 486,640 SH   DFND 17 465,590 0 21,050
VERICEL CORP COM 92346J108 3,557 251,384 SH   DFND 17 246,381 0 5,003
VERITONE INC COM 92347M100 1,302 124,825 SH   DFND 17 124,825 0 0
VERSO CORP CL A 92531L207 602 17,881 SH   DFND 17 17,881 0 0
VERSO CORP CL A 92531L207 5,827 173,062 SH   DFND 21 166,011 0 7,051
VERTEX PHARMACEUTICALS INC COM 92532F100 6,868 35,634 SH   DFND 4 35,634 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 323,902 1,680,515 SH   DFND 17 1,680,515 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 309 1,603 SH   DFND 21 1,603 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,527 44,240 SH   DFND 24 44,240 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 752 3,900 SH Call DFND 4 3,900 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 21,741 112,800 SH Put DFND 4 112,800 0 0
VERSUM MATLS INC COM 92532W103 25,962 720,960 SH   DFND 17 720,960 0 0
VERSUM MATLS INC COM 92532W103 273 7,579 SH   DFND 21 7,579 0 0
VIAD CORP COM NEW 92552R406 1,004 16,946 SH   DFND 17 1,935 0 15,011
VIACOM INC NEW CL A 92553P102 83 2,283 SH   DFND 20 2,283 0 0
VIACOM INC NEW CL A 92553P102 242 6,631 SH   DFND 21 6,631 0 0
VIACOM INC NEW CL B 92553P201 518 15,348 SH   DFND 4 15,348 0 0
VIACOM INC NEW CL B 92553P201 886 26,258 SH   DFND 17 26,258 0 0
VIACOM INC NEW CL B 92553P201 10,128 299,995 SH   DFND 21 167,829 0 132,166
VIAVI SOLUTIONS INC COM 925550105 161 14,190 SH   DFND 17 14,190 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 75,738 70,065,000 PRN   DFND 17 63,240,000 0 6,825,000
VICI PPTYS INC COM 925652109 615,716 28,478,987 SH   DFND 4 28,478,987 0 0
VIKING THERAPEUTICS INC COM 92686J106 2,516 144,432 SH   DFND 17 140,035 0 4,397
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 3,393 80,598 SH   DFND 17 80,598 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 74 11,885 SH   DFND 17 0 0 11,885
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 12,827 2,055,578 SH   DFND 20 1,849,867 0 205,711
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 62,177 63,405,000 PRN   DFND 17 63,405,000 0 0
VIRTU FINL INC CL A 928254101 269 13,160 SH   DFND 17 13,160 0 0
VIRTU FINL INC CL A 928254101 1,201 58,749 SH   DFND 21 54,108 0 4,641
VISA INC COM CL A 92826C839 3,812 25,398 SH   DFND 4 25,398 0 0
VISA INC COM CL A 92826C839 654,050 4,357,720 SH   DFND 17 4,131,960 0 225,760
VISA INC COM CL A 92826C839 38,013 253,270 SH   DFND 20 123,148 0 130,122
VISA INC COM CL A 92826C839 382,349 2,547,466 SH   DFND 21 2,024,357 0 523,109
VISA INC COM CL A 92826C839 1,141 7,600 SH   DFND 24 7,600 0 0
VISA INC CALL 92826C909 16,705 111,300 SH Call DFND 4 111,300 0 0
VISA INC PUT 92826C959 119,622 797,000 SH Put DFND 4 797,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 26,998 1,326,692 SH   DFND 17 1,308,765 0 17,927
VISHAY INTERTECHNOLOGY INC COM 928298108 239 11,742 SH   DFND 20 11,742 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 11,772 578,472 SH   DFND 21 307,138 0 271,334
VISHAY PRECISION GROUP INC COM 92835K103 56 1,485 SH   DFND 17 1,485 0 0
VISHAY PRECISION GROUP INC COM 92835K103 376 10,042 SH   DFND 21 9,645 0 397
VISTEON CORP COM NEW 92839U206 4,273 45,999 SH   DFND 17 25,988 0 20,011
VISTRA ENERGY CORP COM 92840M102 260 174,357 SH   DFND 4 174,357 0 0
VISTRA ENERGY CORP COM 92840M102 23,355 938,698 SH   DFND 17 938,698 0 0
VISTRA ENERGY CORP COM 92840M102 904 36,353 SH   DFND 20 36,353 0 0
VISTRA ENERGY CORP COM 92840M102 13,856 556,916 SH   DFND 21 373,576 0 183,340
VMWARE INC CL A COM 928563402 7,009 44,910 SH   DFND 17 32,620 0 12,290
VMWARE INC CL A COM 928563402 497 3,185 SH   DFND 20 3,185 0 0
VMWARE INC CL A COM 928563402 3,723 23,859 SH   DFND 21 14,198 0 9,661
VOCERA COMMUNICATIONS INC COM 92857F107 10,179 278,260 SH   DFND 17 247,907 0 30,353
VOCERA COMMUNICATIONS INC COM 92857F107 397 10,845 SH   DFND 21 10,845 0 0
VONAGE HLDGS CORP COM 92886T201 305 21,562 SH   DFND 20 21,562 0 0
VONAGE HLDGS CORP COM 92886T201 883 62,379 SH   DFND 21 62,379 0 0
VORNADO RLTY TR SH BEN INT 929042109 15,822 216,743 SH   DFND 4 216,743 0 0
VORNADO RLTY TR SH BEN INT 929042109 184 2,516 SH   DFND 17 2,516 0 0
VOYA FINL INC COM 929089100 222 4,468 SH   DFND 17 4,468 0 0
VOYA FINL INC COM 929089100 376 7,560 SH   DFND 20 7,560 0 0
VOYA FINL INC COM 929089100 9,783 196,962 SH   DFND 21 78,009 0 118,953
VOYAGER THERAPEUTICS INC COM 92915B106 1,600 84,550 SH   DFND 17 82,045 0 2,505
VULCAN MATLS CO COM 929160109 30,557 274,792 SH   DFND 17 254,002 0 20,790
VULCAN MATLS CO COM 929160109 556 5,000 SH   DFND 24 5,000 0 0
W & T OFFSHORE INC COM 92922P106 1,263 131,050 SH   DFND 17 0 0 131,050
WD-40 CO COM 929236107 199 1,155 SH   DFND 17 1,155 0 0
WD-40 CO COM 929236107 1,255 7,294 SH   DFND 21 7,294 0 0
WABCO HLDGS INC COM 92927K102 796 6,749 SH   DFND 17 6,749 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,957 58,269 SH   DFND 17 21,435 0 36,834
WNS HOLDINGS LTD SPON ADR 92932M101 79 1,552 SH   DFND 20 1,552 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 627 12,346 SH   DFND 21 9,990 0 2,356
WMIH CORP COM 92936P100 73 52,495 SH   DFND 4 52,495 0 0
WEC ENERGY GROUP INC COM 92939U106 5,657 84,740 SH   DFND 17 84,740 0 0
WEC ENERGY GROUP INC COM 92939U106 14,646 219,387 SH   DFND 21 219,387 0 0
WABASH NATL CORP COM 929566107 21,839 1,197,969 SH   DFND 17 1,197,969 0 0
WABASH NATL CORP COM 929566107 221 12,103 SH   DFND 21 0 0 12,103
WABTEC CORP COM 929740108 1,888 18,000 SH   DFND 20 18,000 0 0
WABTEC CORP COM 929740108 115,154 1,097,962 SH   DFND 21 1,065,902 0 32,060
WABTEC CORP COM 929740108 1,091 10,400 SH   DFND 24 10,400 0 0
WADDELL & REED FINL INC CL A 930059100 1,244 58,739 SH   DFND 21 37,715 0 21,024
WAGEWORKS INC COM 930427109 212 4,959 SH   DFND 21 4,959 0 0
WALMART INC COM 931142103 1,756 18,701 SH   DFND 4 18,701 0 0
WALMART INC COM 931142103 112,136 1,194,083 SH   DFND 17 1,184,648 0 9,435
WALMART INC COM 931142103 1,871 19,921 SH   DFND 20 19,921 0 0
WALMART INC COM 931142103 110,721 1,179,010 SH   DFND 21 1,004,536 0 174,474
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,180 29,906 SH   DFND 4 29,906 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 119,706 1,642,059 SH   DFND 17 1,633,056 0 9,003
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,939 150,057 SH   DFND 20 2,868 0 147,189
WALGREENS BOOTS ALLIANCE INC COM 931427108 80,702 1,107,029 SH   DFND 21 916,537 0 190,492
WALGREENS BOOTS ALLIANCE INC CALL 931427908 2,384 32,700 SH Call DFND 4 32,700 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 25,880 355,000 SH Put DFND 4 355,000 0 0
WALKER & DUNLOP INC COM 93148P102 2,231 42,181 SH   DFND 17 9,335 0 32,846
WALKER & DUNLOP INC COM 93148P102 719 13,601 SH   DFND 21 0 0 13,601
WARRIOR MET COAL INC COM 93627C101 2,283 84,420 SH   DFND 17 84,420 0 0
WARRIOR MET COAL INC COM 93627C101 6,417 237,300 SH   DFND 21 60,983 0 176,317
WASHINGTON FED INC COM 938824109 26,440 826,247 SH   DFND 17 826,247 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 91 12,505 SH   DFND 17 12,505 0 0
WASTE CONNECTIONS INC COM 94106B101 11,948 149,998 SH   DFND 17 121,452 0 28,546
WASTE MGMT INC DEL COM 94106L109 15 165 SH   DFND 4 165 0 0
WASTE MGMT INC DEL COM 94106L109 37,988 420,405 SH   DFND 17 271,874 0 148,531
WASTE MGMT INC DEL COM 94106L109 1,778 19,676 SH   DFND 20 19,676 0 0
WASTE MGMT INC DEL COM 94106L109 80,383 889,584 SH   DFND 21 683,275 0 206,309
WASTE MGMT INC DEL COM 94106L109 3,795 42,000 SH   DFND 24 42,000 0 0
WASTE MGMT INC DEL CALL 94106L909 1,536 17,000 SH Call DFND 4 17,000 0 0
WASTE MGMT INC DEL PUT 94106L959 14,232 157,500 SH Put DFND 4 157,500 0 0
WATERS CORP COM 941848103 323 1,659 SH   DFND 17 1,659 0 0
WATERS CORP COM 941848103 101 517 SH   DFND 21 517 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,461 162,177 SH   DFND 17 162,177 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,119 13,487 SH   DFND 21 10,648 0 2,839
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 40,646 26,780,000 PRN   DFND 17 26,780,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 58,125 61,200,000 PRN   DFND 17 61,200,000 0 0
WEB COM GROUP INC COM 94733A104 985 35,321 SH   DFND 17 11,106 0 24,215
WEIBO CORP SPONSORED ADR 948596101 668 9,140 SH   DFND 17 8,809 0 331
WEIS MKTS INC COM 948849104 648 14,920 SH   DFND 17 14,920 0 0
WEIS MKTS INC COM 948849104 1,400 32,266 SH   DFND 21 8,984 0 23,282
WELLCARE HEALTH PLANS INC COM 94946T106 42,479 132,545 SH   DFND 17 69,765 0 62,780
WELLCARE HEALTH PLANS INC COM 94946T106 674 2,103 SH   DFND 20 2,103 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,085 18,987 SH   DFND 21 17,364 0 1,623
ANTHEM INC NOTE 2.750%10/1 94973VBG1 171,722 45,490,000 PRN   DFND 17 43,080,000 0 2,410,000
WELLS FARGO CO NEW COM 949746101 13,671 260,106 SH   DFND 4 260,106 0 0
WELLS FARGO CO NEW COM 949746101 12,894 245,324 SH   DFND 17 235,840 0 9,484
WELLS FARGO CO NEW COM 949746101 50 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 45,523 866,116 SH   DFND 21 824,059 0 42,057
WELLS FARGO CO NEW PERP PFD CNV A 949746804 143,210 110,940 SH   DFND 4 108,140 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 313,213 242,635 SH   DFND 17 234,210 0 8,425
WELLS FARGO CO NEW CALL 949746901 36,482 694,100 SH Call DFND 4 694,100 0 0
WELLS FARGO CO NEW PUT 949746951 90,088 1,714,000 SH Put DFND 4 1,714,000 0 0
WELLTOWER INC COM 95040Q104 24,115 374,928 SH   DFND 4 374,928 0 0
WELLTOWER INC COM 95040Q104 459 7,130 SH   DFND 17 7,130 0 0
WELLTOWER INC CALL 95040Q904 881 13,700 SH Call DFND 4 13,700 0 0
WELLTOWER INC PUT 95040Q954 6,188 96,200 SH Put DFND 4 96,200 0 0
WENDYS CO COM 95058W100 277 16,170 SH   DFND 21 16,170 0 0
WERNER ENTERPRISES INC COM 950755108 17,527 495,811 SH   DFND 17 495,811 0 0
WERNER ENTERPRISES INC COM 950755108 2,082 58,883 SH   DFND 21 2,974 0 55,909
WESCO INTL INC COM 95082P105 17,536 285,368 SH   DFND 17 285,368 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,663 37,763 SH   DFND 17 21,747 0 16,016
WESTERN ALLIANCE BANCORP COM 957638109 12,721 223,608 SH   DFND 17 125,071 0 98,537
WESTERN ASSET MTG CAP CORP COM 95790D105 922 92,023 SH   DFND 17 20,779 0 71,244
WESTERN ASSET MTG CAP CORP COM 95790D105 42 4,150 SH   DFND 21 4,150 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 15,038 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,998 34,133 SH   DFND 4 34,133 0 0
WESTERN DIGITAL CORP COM 958102105 8,194 139,974 SH   DFND 17 139,974 0 0
WESTERN DIGITAL CORP COM 958102105 149 2,542 SH   DFND 20 2,542 0 0
WESTERN DIGITAL CORP COM 958102105 16,731 285,802 SH   DFND 21 254,151 0 31,651
WESTERN DIGITAL CORP CALL 958102905 1,171 20,000 SH Call DFND 4 20,000 0 0
WESTERN DIGITAL CORP PUT 958102955 9,536 162,900 SH Put DFND 4 162,900 0 0
WESTERN UN CO COM 959802109 4,753 249,368 SH   DFND 17 222,268 0 27,100
WESTERN UN CO COM 959802109 458 24,027 SH   DFND 21 24,027 0 0
WESTLAKE CHEM CORP COM 960413102 737 8,869 SH   DFND 4 8,869 0 0
WESTLAKE CHEM CORP COM 960413102 2,270 27,315 SH   DFND 17 27,315 0 0
WESTLAKE CHEM CORP COM 960413102 183 2,201 SH   DFND 20 2,201 0 0
WESTLAKE CHEM CORP COM 960413102 16,453 197,964 SH   DFND 21 106,053 0 91,911
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 694 233,588 SH   DFND 17 206,487 0 27,101
WESTROCK CO COM 96145D105 817 15,291 SH   DFND 4 15,291 0 0
WESTROCK CO COM 96145D105 201 3,764 SH   DFND 17 3,764 0 0
WESTROCK CO COM 96145D105 1,793 33,558 SH   DFND 21 11,398 0 22,160
WEX INC COM 96208T104 11,266 56,119 SH   DFND 17 45,438 0 10,681
WEX INC COM 96208T104 2,505 12,478 SH   DFND 21 7,670 0 4,808
WEYERHAEUSER CO COM 962166104 9,231 286,051 SH   DFND 4 286,051 0 0
WEYERHAEUSER CO COM 962166104 14,085 436,483 SH   DFND 17 436,483 0 0
WEYERHAEUSER CO COM 962166104 12,320 381,765 SH   DFND 21 0 0 381,765
WEYERHAEUSER CO CALL 962166904 916 28,400 SH Call DFND 4 28,400 0 0
WEYERHAEUSER CO PUT 962166954 10,336 320,300 SH Put DFND 4 320,300 0 0
WHIRLPOOL CORP COM 963320106 112 940 SH   DFND 17 940 0 0
WHIRLPOOL CORP COM 963320106 588 4,948 SH   DFND 21 4,649 0 299
WHITING PETE CORP NEW COM NEW 966387409 1,602 30,211 SH   DFND 21 30,211 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,840 17,505,000 PRN   DFND 17 17,505,000 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 15,378 650,515 SH   DFND 17 487,851 0 162,664
WILDHORSE RESOURCE DEV CORP COM 96812T102 4,753 201,043 SH   DFND 21 201,043 0 0
WILEY JOHN & SONS INC CL A 968223206 78 1,290 SH   DFND 17 1,290 0 0
WILEY JOHN & SONS INC CL A 968223206 144 2,378 SH   DFND 21 0 0 2,378
WILLDAN GROUP INC COM 96924N100 1,397 41,127 SH   DFND 17 5,036 0 36,091
WILLIAMS COS INC DEL COM 969457100 52,348 1,925,267 SH   DFND 4 1,773,767 0 151,500
WILLIAMS COS INC DEL COM 969457100 8,465 311,331 SH   DFND 17 311,331 0 0
WILLIAMS COS INC DEL COM 969457100 228 8,391 SH   DFND 21 8,391 0 0
WILLIAMS COS INC DEL COM 969457100 761 28,000 SH   DFND 24 28,000 0 0
WILLIAMS COS INC DEL CALL 969457900 1,180 43,400 SH Call DFND 4 43,400 0 0
WILLIAMS COS INC DEL PUT 969457950 7,189 264,400 SH Put DFND 4 264,400 0 0
WILLIAMS SONOMA INC COM 969904101 734 11,175 SH   DFND 17 11,175 0 0
WILLIAMS SONOMA INC COM 969904101 237 3,601 SH   DFND 21 3,601 0 0
WILLSCOT CORP COM 971375126 8,621 502,701 SH   DFND 17 323,108 0 179,593
WILLSCOT CORP COM 971375126 1,931 112,580 SH   DFND 21 101,275 0 11,305
WINGSTOP INC COM 974155103 7,832 114,723 SH   DFND 17 11,971 0 102,752
WIPRO LTD SPON ADR 1 SH 97651M109 1,074 206,200 SH   DFND 17 206,200 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 203 38,966 SH   DFND 21 0 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,754 30,270 SH   DFND 24 30,270 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 603 9,540 SH   DFND 24 9,540 0 0
WORKDAY INC CL A 98138H101 170,969 1,171,178 SH   DFND 17 984,879 0 186,299
WORKDAY INC CL A 98138H101 101 695 SH   DFND 21 695 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1,082 600,000 PRN   DFND 17 600,000 0 0
WORLD ACCEP CORP DEL COM 981419104 109 951 SH   DFND 17 951 0 0
WORLD ACCEP CORP DEL COM 981419104 759 6,636 SH   DFND 21 6,636 0 0
WORLDPAY INC CL A 981558109 181,291 1,790,170 SH   DFND 17 1,755,641 0 34,529
WORLDPAY INC CL A 981558109 235 2,322 SH   DFND 21 2,322 0 0
WPX ENERGY INC COM 98212B103 51,293 2,549,355 SH   DFND 4 2,549,355 0 0
WPX ENERGY INC COM 98212B103 11,877 590,303 SH   DFND 17 524,888 0 65,415
WPX ENERGY INC COM 98212B103 1,762 87,597 SH   DFND 21 1,999 0 85,598
WPX ENERGY INC COM 98212B103 322 16,000 SH   DFND 24 16,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 3,625 2,500,000 PRN   DFND 17 1,905,000 0 595,000
WYNDHAM DESTINATIONS INC COM 98310W108 3,450 79,562 SH   DFND 21 77,028 0 2,534
WYNN RESORTS LTD COM 983134107 82,541 649,623 SH   DFND 17 649,623 0 0
WYNN RESORTS LTD COM 983134107 519 4,085 SH   DFND 21 4,085 0 0
XO GROUP INC COM 983772104 1,379 40,000 SH   DFND 21 40,000 0 0
XPO LOGISTICS INC COM 983793100 17,639 154,496 SH   DFND 17 125,393 0 29,103
XPO LOGISTICS INC COM 983793100 285 2,497 SH   DFND 21 2,497 0 0
XCEL ENERGY INC COM 98389B100 0 8 SH   DFND 4 8 0 0
XCEL ENERGY INC COM 98389B100 1,983 41,997 SH   DFND 17 41,997 0 0
XCEL ENERGY INC COM 98389B100 1,159 24,543 SH   DFND 21 24,543 0 0
XILINX INC COM 983919101 48,855 609,392 SH   DFND 17 582,982 0 26,410
XILINX INC COM 983919101 1,643 20,500 SH   DFND 21 20,500 0 0
XCERRA CORP COM 98400J108 1,143 80,100 SH   DFND 17 80,100 0 0
XCERRA CORP COM 98400J108 7,889 552,826 SH   DFND 21 540,131 0 12,695
XENIA HOTELS & RESORTS INC COM 984017103 669 28,220 SH   DFND 17 28,220 0 0
XENIA HOTELS & RESORTS INC COM 984017103 4,870 205,496 SH   DFND 21 131,724 0 73,772
XEROX CORP COM NEW 984121608 1,939 71,855 SH   DFND 17 71,855 0 0
XEROX CORP COM NEW 984121608 133 4,919 SH   DFND 20 4,919 0 0
XEROX CORP COM NEW 984121608 6,764 250,688 SH   DFND 21 250,688 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,668 123,949 SH   DFND 21 123,949 0 0
XYLEM INC COM 98419M100 85,799 1,074,230 SH   DFND 17 1,072,545 0 1,685
XYLEM INC COM 98419M100 9,780 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 33,230 416,053 SH   DFND 21 271,982 0 144,071
XYLEM INC COM 98419M100 12,524 156,800 SH   DFND 24 156,800 0 0
YY INC ADS REPCOM CLA 98426T106 65 864 SH   DFND 17 864 0 0
YY INC ADS REPCOM CLA 98426T106 108 1,442 SH   DFND 20 1,442 0 0
YY INC ADS REPCOM CLA 98426T106 1,957 26,120 SH   DFND 21 22,901 0 3,219
YAHOO INC NOTE 12/0 984332AF3 125,862 99,065,000 PRN   DFND 17 94,120,000 0 4,945,000
YELP INC CL A 985817105 164,585 3,345,227 SH   DFND 17 3,238,627 0 106,600
YIRENDAI LTD SPONSORED ADR 98585L100 570 30,968 SH   DFND 17 3,555 0 27,413
YEXT INC COM 98585N106 6,299 265,800 SH   DFND 17 152,785 0 113,015
YUM BRANDS INC COM 988498101 1,669 18,362 SH   DFND 4 18,362 0 0
YUM BRANDS INC COM 988498101 25,449 279,937 SH   DFND 17 215,932 0 64,005
YUM BRANDS INC COM 988498101 407 4,481 SH   DFND 21 0 0 4,481
YUM BRANDS INC COM 988498101 1,091 12,000 SH   DFND 24 12,000 0 0
YUM BRANDS INC CALL 988498901 1,591 17,500 SH Call DFND 4 17,500 0 0
YUM BRANDS INC PUT 988498951 15,646 172,100 SH Put DFND 4 172,100 0 0
YUM CHINA HLDGS INC COM 98850P109 72 2,047 SH   DFND 17 2,047 0 0
YUM CHINA HLDGS INC COM 98850P109 17,556 500,015 SH   DFND 20 393,748 0 106,267
YUM CHINA HLDGS INC COM 98850P109 1,331 37,900 SH   DFND   37,900 0 0
ZAGG INC COM 98884U108 101 6,878 SH   DFND 17 0 0 6,878
ZAGG INC COM 98884U108 1,522 103,201 SH   DFND 21 54,213 0 48,988
ZAYO GROUP HLDGS INC COM 98919V105 267 7,682 SH   DFND 17 7,682 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 598 3,380 SH   DFND 17 3,380 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 331 1,873 SH   DFND 20 1,873 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,657 15,023 SH   DFND 21 14,030 0 993
ZENDESK INC COM 98936J101 15,703 221,168 SH   DFND 17 169,868 0 51,300
ZENDESK INC COM 98936J101 1,022 14,388 SH   DFND 21 3,149 0 11,239
ZILLOW GROUP INC CL A 98954M101 250 5,650 SH   DFND 17 100 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 294 6,640 SH   DFND 17 0 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 37,578 35,120,000 PRN   DFND 17 35,120,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 40,305 43,750,000 PRN   DFND 17 40,970,000 0 2,780,000
ZIMMER BIOMET HLDGS INC COM 98956P102 1 11 SH   DFND 4 11 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 389 2,959 SH   DFND 17 2,959 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 1,170 8,900 SH Call DFND 4 8,900 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 10,636 80,900 SH Put DFND 4 80,900 0 0
ZIONS BANCORPORATION COM 989701107 6,587 131,347 SH   DFND 17 131,347 0 0
ZOETIS INC CL A 98978V103 18 201 SH   DFND 4 201 0 0
ZOETIS INC CL A 98978V103 94,978 1,037,332 SH   DFND 17 888,919 0 148,413
ZOETIS INC CL A 98978V103 55,999 611,613 SH   DFND 21 518,557 0 93,056
ZOETIS INC CL A 98978V103 5,494 60,000 SH   DFND 24 60,000 0 0
ZOETIS INC CALL 98978V903 1,172 12,800 SH Call DFND 4 12,800 0 0
ZOETIS INC PUT 98978V953 19,823 216,500 SH Put DFND 4 216,500 0 0
ZSCALER INC COM 98980G102 46,752 1,146,433 SH   DFND 17 1,049,513 0 96,920
ZSCALER INC COM 98980G102 305 7,490 SH   DFND 20 7,490 0 0
ZSCALER INC COM 98980G102 914 22,423 SH   DFND 21 22,423 0 0
ZUMIEZ INC COM 989817101 851 32,291 SH   DFND 17 20,116 0 12,175
ZUMIEZ INC COM 989817101 129 4,888 SH   DFND 20 4,888 0 0
ZUMIEZ INC COM 989817101 2,468 93,657 SH   DFND 21 81,370 0 12,287
ZYNGA INC CL A 98986T108 37,648 9,388,524 SH   DFND 17 7,122,032 0 2,266,492
ZYNGA INC CL A 98986T108 425 105,992 SH   DFND 21 0 0 105,992
EURONAV NV ANTWERPEN SHS B38564108 119 13,793 SH   DFND 17 13,793 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 15,267 1,346,233 SH   DFND 21 837,771 0 508,462
AIRCASTLE LTD COM G0129K104 5,999 273,822 SH   DFND 17 85,922 0 187,900
AIRCASTLE LTD COM G0129K104 7,215 329,300 SH   DFND 21 305,419 0 23,881
ALKERMES PLC SHS G01767105 2,316 54,560 SH   DFND 17 54,560 0 0
ALKERMES PLC SHS G01767105 1,260 29,700 SH   DFND 24 29,700 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 125 1,376 SH   DFND 17 1,376 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 299 3,298 SH   DFND 21 3,298 0 0
ALLERGAN PLC SHS G0177J108 144,038 756,185 SH   DFND 17 756,185 0 0
ALLERGAN PLC SHS G0177J108 15,518 81,467 SH   DFND 21 81,467 0 0
ALLERGAN PLC CALL G0177J908 2,591 13,600 SH Call DFND 4 13,600 0 0
ALLERGAN PLC PUT G0177J958 37,582 197,300 SH Put DFND 4 197,300 0 0
AMDOCS LTD SHS G02602103 15,923 241,330 SH   DFND 17 241,330 0 0
AMDOCS LTD SHS G02602103 121 1,841 SH   DFND 20 1,841 0 0
AMDOCS LTD SHS G02602103 41,740 632,610 SH   DFND 21 467,169 0 165,441
AON PLC SHS CL A G0408V102 14,099 91,680 SH   DFND 17 91,680 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 1,224 67,757 SH   DFND 17 59,929 0 7,828
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 13,009 311,231 SH   DFND 21 311,231 0 0
ARRIS INTL INC SHS G0551A103 457 17,580 SH   DFND 21 17,580 0 0
ATLASSIAN CORP PLC CL A G06242104 28,786 299,415 SH   DFND 17 257,215 0 42,200
ATLASSIAN CORP PLC CL A G06242104 681 7,087 SH   DFND 21 7,087 0 0
ATHENE HLDG LTD CL A G0684D107 10,801 209,076 SH   DFND 17 197,398 0 11,678
ATHENE HLDG LTD CL A G0684D107 809 15,667 SH   DFND 20 15,667 0 0
ATHENE HLDG LTD CL A G0684D107 41,992 812,848 SH   DFND 21 652,198 0 160,650
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 7,402 142,337 SH   DFND 17 57,620 0 84,717
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 336 6,471 SH   DFND 20 6,471 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 9,299 178,835 SH   DFND 21 148,611 0 30,224
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 28,617 168,140 SH   DFND 17 132,794 0 35,346
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,247 95,460 SH   DFND 20 14,100 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 109,014 640,508 SH   DFND 21 535,624 0 104,884
MIMECAST LTD ORD SHS G14838109 16,745 399,821 SH   DFND 17 391,281 0 8,540
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 10,709 863,617 SH   DFND 17 863,617 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 116 9,373 SH   DFND 20 9,373 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 315 25,365 SH   DFND 21 25,365 0 0
BUNGE LIMITED COM G16962105 1,187 17,281 SH   DFND 17 17,281 0 0
BUNGE LIMITED COM G16962105 7,902 115,009 SH   DFND 21 106,093 0 8,916
CHINA YUCHAI INTL LTD COM G21082105 424 24,533 SH   DFND 17 24,533 0 0
CHINA YUCHAI INTL LTD COM G21082105 1,750 101,322 SH   DFND 21 95,235 0 6,087
CREDICORP LTD COM G2519Y108 32,726 146,702 SH   DFND 17 131,502 0 15,200
COSAN LTD SHS A G25343107 208 30,870 SH   DFND 17 30,870 0 0
COSAN LTD SHS A G25343107 1,905 283,008 SH   DFND 21 283,008 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 27,170 597,536 SH   DFND 17 597,536 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,800 39,576 SH   DFND 21 35,310 0 4,266
DELPHI TECHNOLOGIES PLC SHS G2709G107 326 10,388 SH   DFND 21 10,388 0 0
EATON CORP PLC SHS G29183103 103,871 1,197,631 SH   DFND 17 1,191,608 0 6,023
EATON CORP PLC SHS G29183103 81,991 945,362 SH   DFND 21 615,153 0 330,209
ENDO INTL PLC SHS G30401106 1,413 83,955 SH   DFND 17 83,955 0 0
ENDO INTL PLC SHS G30401106 635 37,723 SH   DFND 21 37,723 0 0
ESSENT GROUP LTD COM G3198U102 5,670 128,131 SH   DFND 17 50,567 0 77,564
ESSENT GROUP LTD COM G3198U102 480 10,841 SH   DFND 20 10,841 0 0
ESSENT GROUP LTD COM G3198U102 1,505 34,002 SH   DFND 21 34,002 0 0
EVEREST RE GROUP LTD COM G3223R108 18,355 80,338 SH   DFND 17 77,418 0 2,920
EVEREST RE GROUP LTD COM G3223R108 976 4,273 SH   DFND 20 4,273 0 0
EVEREST RE GROUP LTD COM G3223R108 55,514 242,981 SH   DFND 21 159,430 0 83,551
FABRINET SHS G3323L100 111 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 326 7,054 SH   DFND 21 7,054 0 0
FGL HLDGS ORD SHS G3402M102 285 31,849 SH   DFND 20 31,849 0 0
FGL HLDGS ORD SHS G3402M102 3,665 409,465 SH   DFND 21 409,465 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 252 7,435 SH   DFND 17 7,435 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 58 1,703 SH   DFND 21 0 0 1,703
FRONTLINE LTD SHS NEW G3682E192 259 44,602 SH   DFND 17 44,602 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 764 39,164 SH   DFND 17 39,164 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 144 7,401 SH   DFND 20 7,401 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 4,688 240,407 SH   DFND 21 223,353 0 17,054
GENPACT LIMITED SHS G3922B107 42 1,385 SH   DFND 17 1,385 0 0
GENPACT LIMITED SHS G3922B107 961 31,387 SH   DFND 21 31,387 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 149 15,110 SH   DFND 17 0 0 15,110
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 879 89,100 SH   DFND 20 89,100 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 721 13,219 SH   DFND 17 13,219 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 3,079 56,439 SH   DFND 21 51,300 0 5,139
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 109 4,051 SH   DFND 17 4,051 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,720 137,971 SH   DFND 21 65,306 0 72,665
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 290 13,575 SH   DFND 17 13,575 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 945 44,209 SH   DFND 21 44,209 0 0
HORIZON PHARMA PLC SHS G4617B105 380 19,397 SH   DFND 17 19,397 0 0
HORIZON PHARMA PLC SHS G4617B105 1,782 90,996 SH   DFND 21 83,318 0 7,678
HUDSON LTD COM CL A G46408103 207 9,163 SH   DFND 20 9,163 0 0
HUDSON LTD COM CL A G46408103 596 26,425 SH   DFND 21 26,425 0 0
ICON PLC SHS G4705A100 108 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 11,762 76,504 SH   DFND 21 76,504 0 0
ICHOR HOLDINGS SHS G4740B105 2,983 146,103 SH   DFND 17 141,736 0 4,367
ICHOR HOLDINGS SHS G4740B105 17 843 SH   DFND 21 0 0 843
IHS MARKIT LTD SHS G47567105 277 5,140 SH   DFND 17 5,140 0 0
INGERSOLL-RAND PLC SHS G47791101 25,461 248,889 SH   DFND 17 248,889 0 0
INGERSOLL-RAND PLC SHS G47791101 478 4,675 SH   DFND 20 4,675 0 0
INGERSOLL-RAND PLC SHS G47791101 36,491 356,704 SH   DFND 21 320,984 0 35,720
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 50 2,536 SH   DFND 20 2,536 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6,018 304,690 SH   DFND 21 304,690 0 0
INVESCO LTD SHS G491BT108 143 6,245 SH   DFND 17 6,245 0 0
INVESCO LTD SHS G491BT108 159 6,940 SH   DFND 20 6,940 0 0
INVESCO LTD SHS G491BT108 1,207 52,741 SH   DFND 21 38,208 0 14,533
JAMES RIV GROUP LTD COM G5005R107 1,367 32,069 SH   DFND 17 3,682 0 28,387
JAMES RIV GROUP LTD COM G5005R107 1,678 39,378 SH   DFND 21 39,378 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 409 2,433 SH   DFND 20 2,433 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,545 21,084 SH   DFND 21 16,457 0 4,627
JOHNSON CTLS INTL PLC SHS G51502105 75,862 2,167,484 SH   DFND 17 2,167,484 0 0
LAZARD LTD SHS A G54050102 15,538 322,828 SH   DFND 17 322,828 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 285 10,125 SH   DFND 21 10,125 0 0
LIVANOVA PLC SHS G5509L101 1,344 10,840 SH   DFND 17 10,840 0 0
LIVANOVA PLC SHS G5509L101 522 4,207 SH   DFND 21 4,207 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,305 48,687 SH   DFND 21 37,162 0 11,525
MALLINCKRODT PUB LTD CO SHS G5785G107 6,752 230,356 SH   DFND 17 26,443 0 203,913
MALLINCKRODT PUB LTD CO SHS G5785G107 8,671 295,822 SH   DFND 21 295,822 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 83,435 4,323,052 SH   DFND 17 4,187,422 0 135,630
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 428 22,176 SH   DFND 20 22,176 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9,435 488,872 SH   DFND 21 475,685 0 13,187
MEDTRONIC PLC SHS G5960L103 119,948 1,219,355 SH   DFND 17 1,190,044 0 29,311
MEDTRONIC PLC SHS G5960L103 102 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 98,432 1,000,633 SH   DFND 21 854,943 0 145,690
MICHAEL KORS HLDGS LTD SHS G60754101 870 12,687 SH   DFND 17 12,687 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 450 6,563 SH   DFND 20 6,563 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 22,334 325,762 SH   DFND 21 267,385 0 58,377
APTIV PLC SHS G6095L109 10,081 120,153 SH   DFND 17 120,153 0 0
APTIV PLC SHS G6095L109 455 5,422 SH   DFND 21 5,422 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 228 19,590 SH   DFND 17 0 0 19,590
NABORS INDUSTRIES LTD SHS G6359F103 155 25,183 SH   DFND 21 25,183 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 25,027 567,000 SH   DFND 17 567,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 133 4,826 SH   DFND 17 4,826 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 24,900 900,224 SH   DFND 21 843,880 0 56,344
NOMAD FOODS LTD USD ORD SHS G6564A105 330 16,304 SH   DFND 17 16,304 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 146 7,184 SH   DFND 20 7,184 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 14,844 732,661 SH   DFND 21 718,854 0 13,807
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 315 5,486 SH   DFND 17 5,486 0 0
NOVOCURE LTD ORD SHS G6674U108 28,576 545,337 SH   DFND 17 342,262 0 203,075
NOVOCURE LTD ORD SHS G6674U108 681 13,000 SH   DFND 20 13,000 0 0
NOVOCURE LTD ORD SHS G6674U108 1,153 22,000 SH   DFND 24 22,000 0 0
OCEAN RIG UDW INC COM CL A G66964118 1,039 30,000 SH   DFND 21 30,000 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,960 109,000 SH   DFND 24 109,000 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 463 16,748 SH   DFND 17 16,748 0 0
QUOTIENT LTD SHS G73268107 4,440 588,060 SH   DFND 17 588,060 0 0
QUOTIENT LTD SHS G73268107 216 28,639 SH   DFND 24 28,639 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,942 103,135 SH   DFND 17 103,135 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 14 769 SH   DFND 21 769 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 13,244 279,702 SH   DFND 17 257,752 0 21,950
SEAGATE TECHNOLOGY PLC SHS G7945M107 24,675 521,123 SH   DFND 21 156,950 0 364,173
PENTAIR PLC SHS G7S00T104 102 2,362 SH   DFND 17 2,362 0 0
PENTAIR PLC SHS G7S00T104 227 5,236 SH   DFND 21 3,534 0 1,702
PENTAIR PLC SHS G7S00T104 4,725 109,000 SH   DFND 24 109,000 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 272 5,494 SH   DFND 17 0 0 5,494
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 4,225 85,363 SH   DFND 21 44,303 0 41,060
SHIP FINANCE INTERNATIONAL L SHS G81075106 23,516 1,691,767 SH   DFND 17 1,691,767 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 210 15,092 SH   DFND 21 7,155 0 7,937
SIGNET JEWELERS LIMITED SHS G81276100 93 1,415 SH   DFND 20 1,415 0 0
SIGNET JEWELERS LIMITED SHS G81276100 349 5,297 SH   DFND 21 5,297 0 0
SINA CORP ORD G81477104 427 6,139 SH   DFND 17 2,869 0 3,270
SINA CORP ORD G81477104 628 9,039 SH   DFND 21 7,494 0 1,545
SMART GLOBAL HLDGS INC SHS G8232Y101 740 25,744 SH   DFND 17 6,584 0 19,160
SMART GLOBAL HLDGS INC SHS G8232Y101 988 34,368 SH   DFND 21 31,899 0 2,469
STERIS PLC SHS USD G84720104 18,342 160,333 SH   DFND 17 157,462 0 2,871
STERIS PLC SHS USD G84720104 936 8,180 SH   DFND 20 8,180 0 0
STERIS PLC SHS USD G84720104 23,333 203,956 SH   DFND 21 162,302 0 41,654
TECHNIPFMC PLC COM G87110105 202 6,456 SH   DFND 17 6,456 0 0
TECHNIPFMC PLC COM G87110105 18,601 595,218 SH   DFND 21 289,030 0 306,188
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 45 3,498 SH   DFND 17 0 0 3,498
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 635 49,646 SH   DFND 21 26,347 0 23,299
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,910 113,225 SH   DFND 17 113,225 0 0
TRITON INTL LTD CL A G9078F107 5,608 168,574 SH   DFND 17 108,632 0 59,942
TRITON INTL LTD CL A G9078F107 87 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 13,469 404,827 SH   DFND 21 352,887 0 51,940
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 745 219,894 SH   DFND 17 55,442 0 164,452
VENATOR MATLS PLC SHS G9329Z100 143 15,860 SH   DFND 17 2,823 0 13,037
VENATOR MATLS PLC SHS G9329Z100 2,079 230,966 SH   DFND 21 141,118 0 89,848
WHITE MTNS INS GROUP LTD COM G9618E107 6,035 6,449 SH   DFND 21 6,449 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 270 1,916 SH   DFND 17 1,916 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,638 40,000 SH   DFND 21 40,000 0 0
PERRIGO CO PLC SHS G97822103 1,238 17,485 SH   DFND 17 17,485 0 0
PERRIGO CO PLC SHS G97822103 154 2,177 SH   DFND 21 2,177 0 0
CHUBB LIMITED COM H1467J104 17,618 131,835 SH   DFND 17 102,710 0 29,125
CHUBB LIMITED COM H1467J104 4,027 30,134 SH   DFND 21 28,198 0 1,936
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,939 43,725 SH   DFND 17 43,725 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 714 16,100 SH   DFND 24 16,100 0 0
GARMIN LTD SHS H2906T109 11,290 161,175 SH   DFND 17 33,133 0 128,042
GARMIN LTD SHS H2906T109 22,792 325,367 SH   DFND 21 285,547 0 39,820
UBS GROUP AG SHS H42097107 788 49,636 SH   DFND 17 22,856 0 26,780
UBS GROUP AG SHS H42097107 9,959 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 195,602 12,326,674 SH   DFND 21 8,448,354 0 3,878,320
UBS GROUP AG SHS H42097107 847 53,400 SH   DFND 24 53,400 0 0
LOGITECH INTL S A SHS H50430232 150 3,342 SH   DFND 20 3,342 0 0
LOGITECH INTL S A SHS H50430232 28,383 632,104 SH   DFND 21 472,954 0 159,150
TE CONNECTIVITY LTD REG SHS H84989104 88,161 1,002,627 SH   DFND 17 976,055 0 26,572
TE CONNECTIVITY LTD REG SHS H84989104 1,303 14,823 SH   DFND 20 14,823 0 0
TE CONNECTIVITY LTD REG SHS H84989104 76,784 873,242 SH   DFND 21 719,401 0 153,841
TRANSOCEAN LTD REG SHS H8817H100 4,706 337,331 SH   DFND 17 337,331 0 0
TRANSOCEAN LTD REG SHS H8817H100 504 36,109 SH   DFND 21 36,109 0 0
ADECOAGRO S A COM L00849106 212 28,788 SH   DFND 21 28,788 0 0
ORION ENGINEERED CARBONS S A COM L72967109 26,005 810,132 SH   DFND 17 810,132 0 0
ORION ENGINEERED CARBONS S A COM L72967109 147 4,582 SH   DFND 21 2,808 0 1,774
SPOTIFY TECHNOLOGY S A SHS L8681T102 6,763 37,400 SH   DFND 17 30,282 0 7,118
TRINSEO S A SHS L9340P101 2,661 33,986 SH   DFND 17 15,767 0 18,219
TRINSEO S A SHS L9340P101 136 1,734 SH   DFND 20 1,734 0 0
TRINSEO S A SHS L9340P101 18,763 239,631 SH   DFND 21 205,093 0 34,538
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,466 20,954 SH   DFND 17 20,954 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 151 1,282 SH   DFND 21 1,282 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 5,860 73,393 SH   DFND 17 73,393 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 204 2,556 SH   DFND 21 2,556 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 5,447 74,162 SH   DFND 21 2,429 0 71,733
ISRAEL CHEMICALS LTD SHS M5920A109 2,546 416,952 SH   DFND 17 416,952 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 1 205 SH   DFND 21 205 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 1,916 313,869 SH   DFND 24 313,869 0 0
KORNIT DIGITAL LTD SHS M6372Q113 3,385 154,564 SH   DFND 17 154,564 0 0
ORBOTECH LTD ORD M75253100 1,743 29,329 SH   DFND 17 10,899 0 18,430
ORBOTECH LTD ORD M75253100 103 1,736 SH   DFND 20 1,736 0 0
ORBOTECH LTD ORD M75253100 1,390 23,392 SH   DFND 21 20,170 0 3,222
RADWARE LTD ORD M81873107 3,625 136,965 SH   DFND 17 50,875 0 86,090
RADWARE LTD ORD M81873107 150 5,683 SH   DFND 21 0 0 5,683
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 14,051 98,201 SH   DFND 21 98,201 0 0
AERCAP HOLDINGS NV SHS N00985106 14,844 258,067 SH   DFND 17 158,806 0 99,261
AERCAP HOLDINGS NV SHS N00985106 331 5,749 SH   DFND 20 5,749 0 0
AERCAP HOLDINGS NV SHS N00985106 41,125 714,977 SH   DFND 21 583,081 0 131,896
ASML HOLDING N V N Y REGISTRY SHS N07059210 6,638 35,304 SH   DFND 17 29,819 0 5,485
CNH INDL N V SHS N20944109 1,389 115,670 SH   DFND 17 115,670 0 0
CNH INDL N V SHS N20944109 85,726 7,137,881 SH   DFND 21 6,008,091 0 1,129,790
CORE LABORATORIES N V COM N22717107 3,821 32,985 SH   DFND 17 32,985 0 0
CORE LABORATORIES N V COM N22717107 440 3,800 SH   DFND 24 3,800 0 0
FERRARI N V COM N3167Y103 26,061 190,350 SH   DFND 21 92,494 0 97,856
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 27,020 1,543,108 SH   DFND 17 1,048,011 0 495,097
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 419 23,936 SH   DFND 20 23,936 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 70,077 4,002,087 SH   DFND 21 2,902,797 0 1,099,290
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,378 218,303 SH   DFND 17 157,910 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 238 2,322 SH   DFND 20 2,322 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 90,913 886,870 SH   DFND 21 728,184 0 158,686
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 410 4,000 SH   DFND 24 4,000 0 0
MYLAN N V SHS EURO N59465109 17,187 469,601 SH   DFND 17 469,601 0 0
MYLAN N V SHS EURO N59465109 5,728 156,500 SH   DFND 24 156,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 7,417 86,744 SH   DFND 21 72,765 0 13,979
QIAGEN NV SHS NEW N72482123 7,147 188,669 SH   DFND 21 113,277 0 75,392
UNIQURE NV SHS N90064101 1,977 54,332 SH   DFND 17 52,686 0 1,646
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 2,177 75,000 SH   DFND 17 75,000 0 0
YANDEX N V SHS CLASS A N97284108 5,369 162,750 SH   DFND 17 111,395 0 51,355
YANDEX N V SHS CLASS A N97284108 6,187 187,574 SH   DFND 21 44,344 0 143,230
COPA HOLDINGS SA CL A P31076105 25 310 SH   DFND 17 310 0 0
COPA HOLDINGS SA CL A P31076105 141 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 883 11,065 SH   DFND 21 11,065 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 13,982 107,607 SH   DFND 4 107,607 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 83,834 645,172 SH   DFND 17 570,476 0 74,696
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,227 9,444 SH   DFND 20 9,444 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22,646 174,280 SH   DFND 21 163,798 0 10,482
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 1,143 8,800 SH Call DFND 4 8,800 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 6,341 48,800 SH Put DFND 4 48,800 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,557 969,560 SH   DFND 17 128,590 0 840,970
FLEX LTD ORD Y2573F102 8,776 668,917 SH   DFND 17 534,813 0 134,104
FLEX LTD ORD Y2573F102 838 63,891 SH   DFND 21 48,652 0 15,239
SEASPAN CORP SHS Y75638109 1,767 212,079 SH   DFND 17 24,345 0 187,734
TEEKAY TANKERS LTD CL A Y8565N102 389 394,251 SH   DFND 17 45,298 0 348,953
WAVE LIFE SCIENCES LTD SHS Y95308105 4,978 99,550 SH   DFND 17 98,244 0 1,306
WAVE LIFE SCIENCES LTD SHS Y95308105 1,200 24,000 SH   DFND 24 24,000 0 0