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 1,783 45,389 SH   DFND 17 45,389 0 0
AAR CORP COM 000361105 684 17,409 SH   DFND 21 17,409 0 0
ACCO BRANDS CORP COM 00081T108 1,457 119,465 SH   DFND 17 106,144 0 13,321
ACCO BRANDS CORP COM 00081T108 253 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 5,946 487,418 SH   DFND 21 319,297 0 168,121
ABM INDS INC COM 000957100 1,931 51,200 SH   DFND 4 51,200 0 0
ABM INDS INC COM 000957100 9,178 243,330 SH   DFND 17 166,327 0 77,003
AFLAC INC COM 001055102 2,863 32,614 SH   DFND 17 32,614 0 0
AFLAC INC COM 001055102 173 1,971 SH   DFND 20 1,971 0 0
AFLAC INC COM 001055102 15,630 178,054 SH   DFND 21 163,580 0 14,474
AFLAC INC CALL 001055902 4,284 48,800 SH Call DFND 4 48,800 0 0
AFLAC INC PUT 001055952 61,507 700,700 SH Put DFND 4 700,700 0 0
AG MTG INVT TR INC COM 001228105 2,562 134,788 SH   DFND 17 52,688 0 82,100
AG MTG INVT TR INC COM 001228105 250 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 8,230 432,946 SH   DFND 21 240,316 0 192,630
AGNC INVT CORP COM 00123Q104 15,079 746,873 SH   DFND 17 350,885 0 395,988
AGNC INVT CORP COM 00123Q104 486 24,080 SH   DFND 20 24,080 0 0
AGNC INVT CORP COM 00123Q104 36,309 1,798,384 SH   DFND 21 1,341,728 0 456,656
AES CORP COM 00130H105 256 23,596 SH   DFND 4 23,596 0 0
AES CORP COM 00130H105 221 20,382 SH   DFND 17 1,997 0 18,385
AK STL CORP NOTE 5.000%11/1 001546AP5 3,486 2,600,000 PRN   DFND 17 2,600,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,026 95,071 SH   DFND 17 95,071 0 0
ANI PHARMACEUTICALS INC COM 00182C103 6,028 93,531 SH   DFND 17 80,579 0 12,952
ANGI HOMESERVICES INC COM CL A 00183L102 349 33,385 SH   DFND 17 0 0 33,385
AT&T INC COM 00206R102 150,974 3,883,067 SH   DFND 4 3,883,067 0 0
AT&T INC COM 00206R102 163,820 4,213,474 SH   DFND 17 3,694,820 0 518,654
AT&T INC COM 00206R102 3,641 93,637 SH   DFND 20 93,637 0 0
AT&T INC COM 00206R102 319,551 8,218,916 SH   DFND 21 5,890,421 0 2,328,495
AT&T INC CALL 00206R902 22,889 588,700 SH Call DFND 4 588,700 0 0
AT&T INC PUT 00206R952 255,329 6,567,100 SH Put DFND 4 6,567,100 0 0
AT&T INC PUT 00206R952 11,800 303,500 SH Put DFND 21 303,500 0 0
A10 NETWORKS INC COM 002121101 1,842 238,540 SH   DFND 17 147,790 0 90,750
AU OPTRONICS CORP SPONSORED ADR 002255107 220 52,817 SH   DFND 17 52,817 0 0
AXT INC COM 00246W103 4,008 460,705 SH   DFND 17 444,747 0 15,958
AARONS INC COM PAR $0.50 002535300 3,003 75,367 SH   DFND 21 9,645 0 65,722
ABBOTT LABS COM 002824100 36,291 635,904 SH   DFND 4 635,904 0 0
ABBOTT LABS COM 002824100 14,459 253,353 SH   DFND 17 234,653 0 18,700
ABBOTT LABS COM 002824100 86,823 1,521,339 SH   DFND 21 1,100,935 0 420,404
ABBOTT LABS CALL 002824900 9,633 168,800 SH Call DFND 4 168,800 0 0
ABBOTT LABS PUT 002824950 57,401 1,005,800 SH Put DFND 4 1,005,800 0 0
ABBVIE INC COM 00287Y109 5,144 53,188 SH   DFND 4 53,188 0 0
ABBVIE INC COM 00287Y109 463,446 4,792,117 SH   DFND 17 4,567,821 0 224,296
ABBVIE INC COM 00287Y109 5,164 53,400 SH   DFND 20 53,400 0 0
ABBVIE INC COM 00287Y109 304,087 3,144,313 SH   DFND 21 2,656,888 0 487,425
ABBVIE INC COM 00287Y109 783 8,100 SH   DFND 24 8,100 0 0
ABBVIE INC CALL 00287Y909 5,464 56,500 SH Call DFND 4 56,500 0 0
ABBVIE INC PUT 00287Y959 241,369 2,495,800 SH Put DFND 4 2,495,800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 7,184 412,150 SH   DFND 21 412,150 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 1,623 102,401 SH   DFND 17 99,090 0 3,311
ABIOMED INC COM 003654100 2,789 14,883 SH   DFND 17 14,883 0 0
ABRAXAS PETE CORP COM 003830106 94 38,083 SH   DFND 17 38,083 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 524 17,405 SH   DFND 17 17,405 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 316 10,500 SH   DFND 24 10,500 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 27,821 30,860,000 PRN   DFND 17 30,860,000 0 0
ACHAOGEN INC COM 004449104 548 51,035 SH   DFND 17 51,035 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,718 5,500,000 PRN   DFND 17 5,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 12,031 190,000 SH   DFND 4 190,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 66,405 1,048,727 SH   DFND 17 690,613 0 358,114
ACTIVISION BLIZZARD INC COM 00507V109 1,010 15,943 SH   DFND 20 15,943 0 0
ACTIVISION BLIZZARD INC COM 00507V109 77,735 1,227,656 SH   DFND 21 1,206,712 0 20,944
ACTIVISION BLIZZARD INC CALL 00507V909 12,746 201,300 SH Call DFND 4 201,300 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 87,255 1,378,000 SH Put DFND 4 1,378,000 0 0
ACUITY BRANDS INC COM 00508Y102 266 1,513 SH   DFND 4 1,513 0 0
ACUITY BRANDS INC COM 00508Y102 22 124 SH   DFND 17 124 0 0
ACUITY BRANDS INC COM 00508Y102 454 2,579 SH   DFND 21 680 0 1,899
ACUITY BRANDS INC COM 00508Y102 3,361 19,099 SH   DFND 24 19,099 0 0
ACXIOM CORP COM 005125109 31,955 1,159,470 SH   DFND 17 1,159,470 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,799 53,081 SH   DFND 17 50,745 0 2,336
ADESTO TECHNOLOGIES CORP COM 00687D101 928 143,947 SH   DFND 17 128,901 0 15,046
ADOBE SYS INC COM 00724F101 185,542 1,058,787 SH   DFND 17 1,055,192 0 3,595
ADOBE SYS INC COM 00724F101 8,425 48,079 SH   DFND 21 15,550 0 32,529
ADOBE SYS INC CALL 00724F901 30,141 172,000 SH Call DFND 4 172,000 0 0
ADOBE SYS INC PUT 00724F951 150,286 857,600 SH Put DFND 4 857,600 0 0
ADTALEM GLOBAL ED INC COM 00737L103 2,560 60,887 SH   DFND 21 2,833 0 58,054
ADTRAN INC COM 00738A106 299 15,476 SH   DFND 17 15,476 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 261 2,616 SH   DFND 4 2,616 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 21 213 SH   DFND 17 213 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 246 37,931 SH   DFND 17 37,931 0 0
AECOM COM 00766T100 5,667 152,550 SH   DFND 17 152,550 0 0
AECOM COM 00766T100 66 1,789 SH   DFND 21 1,789 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 22,955 28,680,000 PRN   DFND 17 28,680,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 26,712 18,940,000 PRN   DFND 17 14,845,000 0 4,095,000
ADVANCED MICRO DEVICES INC COM 007903107 296 28,799 SH   DFND 4 28,799 0 0
ADVANCED MICRO DEVICES INC COM 007903107 27 2,627 SH   DFND 17 2,627 0 0
ADVANCED MICRO DEVICES INC COM 007903107 302 29,376 SH   DFND 21 29,376 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 70,644 44,855,000 PRN   DFND 17 43,140,000 0 1,715,000
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 25,384 311,000 SH   DFND 21 311,000 0 0
ADVANCED ENERGY INDS COM 007973100 843 12,490 SH   DFND 17 12,490 0 0
ADVANCED ENERGY INDS COM 007973100 363 5,386 SH   DFND 20 5,386 0 0
ADVANCED ENERGY INDS COM 007973100 9,709 143,885 SH   DFND 21 132,859 0 11,026
AEROVIRONMENT INC COM 008073108 5,812 103,496 SH   DFND 17 103,496 0 0
AEROVIRONMENT INC COM 008073108 2,627 46,784 SH   DFND 21 46,784 0 0
AETNA INC NEW COM 00817Y108 21,669 120,123 SH   DFND 17 92,571 0 27,552
AETNA INC NEW COM 00817Y108 555 3,079 SH   DFND 20 3,079 0 0
AETNA INC NEW COM 00817Y108 132,610 735,132 SH   DFND 21 486,942 0 248,190
AETNA INC NEW COM 00817Y108 902 5,000 SH   DFND 24 5,000 0 0
AETNA INC NEW CALL 00817Y908 15,730 87,200 SH Call DFND 4 87,200 0 0
AETNA INC NEW PUT 00817Y958 104,338 578,400 SH Put DFND 4 578,400 0 0
AFFILIATED MANAGERS GROUP COM 008252108 426 2,077 SH   DFND 4 2,077 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,230 54,712 SH   DFND 17 54,712 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,642 8,000 SH   DFND 21 8,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,515 82,347 SH   DFND 4 82,347 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 24,271 362,415 SH   DFND 17 324,802 0 37,613
AGILENT TECHNOLOGIES INC COM 00846U101 3,529 52,700 SH   DFND 20 52,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 156,047 2,330,108 SH   DFND 21 1,792,337 0 537,771
AGILENT TECHNOLOGIES INC COM 00846U101 743 11,100 SH   DFND 24 11,100 0 0
AGILENT TECHNOLOGIES INC CALL 00846U901 770 11,500 SH Call DFND 4 11,500 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 10,534 157,300 SH Put DFND 4 157,300 0 0
AGNICO EAGLE MINES LTD COM 008474108 500 10,797 SH   DFND 17 10,797 0 0
AGNICO EAGLE MINES LTD COM 008474108 82 1,769 SH   DFND 21 0 0 1,769
AGENUS INC COM NEW 00847G705 754 231,331 SH   DFND 17 223,282 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 471 8,235 SH   DFND 17 8,235 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 223 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 6,380 55,206 SH   DFND 17 55,206 0 0
AGRIUM INC COM 008916108 1,600 13,846 SH   DFND 21 11,643 0 2,203
AIR LEASE CORP CL A 00912X302 10,988 228,480 SH   DFND 17 180,284 0 48,196
AIR LEASE CORP CL A 00912X302 56 1,166 SH   DFND 20 1,166 0 0
AIR LEASE CORP CL A 00912X302 15,516 322,637 SH   DFND 21 314,801 0 7,836
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 22,506 13,410,000 PRN   DFND 17 10,085,000 0 3,325,000
AIR PRODS & CHEMS INC COM 009158106 22,957 139,914 SH   DFND 4 139,914 0 0
AIR PRODS & CHEMS INC COM 009158106 6,292 38,350 SH   DFND 17 38,350 0 0
AIR PRODS & CHEMS INC COM 009158106 35,108 213,971 SH   DFND 21 213,971 0 0
AIR PRODS & CHEMS INC CALL 009158906 279 1,700 SH Call DFND 4 1,700 0 0
AIR PRODS & CHEMS INC PUT 009158956 48,157 293,500 SH Put DFND 4 293,500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 12,596 544,331 SH   DFND 17 411,709 0 132,622
AIR TRANSPORT SERVICES GRP I COM 00922R105 582 25,148 SH   DFND 21 12,526 0 12,622
AKAMAI TECHNOLOGIES INC COM 00971T101 402 6,180 SH   DFND 4 6,180 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 403 6,194 SH   DFND 17 3,064 0 3,130
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 50,702 50,195,000 PRN   DFND 17 50,195,000 0 0
AKORN INC COM 009728106 15,248 473,098 SH   DFND 4 473,098 0 0
AKORN INC COM 009728106 29,236 907,090 SH   DFND 21 907,090 0 0
ALARM COM HLDGS INC COM 011642105 744 19,697 SH   DFND 17 19,697 0 0
ALARM COM HLDGS INC COM 011642105 117 3,109 SH   DFND 21 3,109 0 0
ALASKA AIR GROUP INC COM 011659109 327 4,455 SH   DFND 4 4,455 0 0
ALASKA AIR GROUP INC COM 011659109 3,866 52,585 SH   DFND 17 52,585 0 0
ALASKA AIR GROUP INC COM 011659109 167 2,266 SH   DFND 20 2,266 0 0
ALASKA AIR GROUP INC COM 011659109 13,890 188,959 SH   DFND 21 170,099 0 18,860
ALBEMARLE CORP COM 012653101 512 4,005 SH   DFND 4 4,005 0 0
ALBEMARLE CORP COM 012653101 95,388 745,863 SH   DFND 17 673,066 0 72,797
ALBEMARLE CORP COM 012653101 13,825 108,100 SH   DFND 20 108,100 0 0
ALBEMARLE CORP COM 012653101 62,352 487,547 SH   DFND 21 462,320 0 25,227
ALBEMARLE CORP COM 012653101 7,546 59,000 SH   DFND 24 59,000 0 0
ALCOA CORP COM 013872106 19,996 371,194 SH   DFND 17 298,800 0 72,394
ALCOA CORP COM 013872106 1,160 21,530 SH   DFND 20 21,530 0 0
ALCOA CORP COM 013872106 32,933 611,343 SH   DFND 21 593,769 0 17,574
ALDER BIOPHARMACEUTICALS INC COM 014339105 166 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 87 7,600 SH   DFND 24 7,600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,992 160,747 SH   DFND 4 160,747 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 37 284 SH   DFND 17 284 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 279 2,134 SH   DFND 21 2,134 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 16,236 135,763 SH   DFND 4 135,763 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 825 6,900 SH   DFND 17 6,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 592 4,948 SH   DFND 21 3,196 0 1,752
ALEXION PHARMACEUTICALS INC COM 015351109 335 2,800 SH   DFND 24 2,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 4,018 33,600 SH Call DFND 4 33,600 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 56,411 471,700 SH Put DFND 4 471,700 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 196 17,458 SH   DFND 17 0 0 17,458
ALGONQUIN PWR UTILS CORP COM 015857105 287 25,602 SH   DFND 20 25,602 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 3,465 308,803 SH   DFND 21 184,370 0 124,433
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 326,004 1,890,648 SH   DFND 17 1,659,362 0 231,286
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 291,837 1,692,497 SH   DFND 20 1,503,276 0 189,221
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 65,704 381,048 SH   DFND 21 348,572 0 32,476
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,950 80,900 SH   DFND 24 80,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,431 14,100 SH   DFND 25 14,100 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 915 5,308 SH   DFND   5,308 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,585 20,636 SH   DFND 4 20,636 0 0
ALIGN TECHNOLOGY INC COM 016255101 24,994 112,490 SH   DFND 17 62,841 0 49,649
ALIGN TECHNOLOGY INC COM 016255101 20,094 90,435 SH   DFND 21 83,082 0 7,353
ALLEGHENY TECHNOLOGIES INC COM 01741R102 902 37,350 SH   DFND 17 37,350 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 43,999 23,605,000 PRN   DFND 17 21,180,000 0 2,425,000
ALLETE INC COM NEW 018522300 497 6,679 SH   DFND 21 6,679 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 430 1,695 SH   DFND 4 1,695 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 254 1,001 SH   DFND 17 241 0 760
ALLIANCE ONE INTL INC COM NEW 018772301 4,805 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 30,036 1,524,670 SH   DFND 17 1,524,670 0 0
ALLIANT ENERGY CORP COM 018802108 352 8,252 SH   DFND 4 8,252 0 0
ALLIANT ENERGY CORP COM 018802108 30 706 SH   DFND 17 706 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 13,447 536,812 SH   DFND 17 536,812 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,758 64,028 SH   DFND 17 64,028 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 23,520 546,091 SH   DFND 21 181,240 0 364,851
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,254 86,191 SH   DFND 17 86,191 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 119 8,181 SH   DFND 20 8,181 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,139 353,188 SH   DFND 21 353,188 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 37,454 34,910,000 PRN   DFND 17 34,910,000 0 0
ALLSTATE CORP COM 020002101 123,939 1,183,644 SH   DFND 17 1,079,847 0 103,797
ALLSTATE CORP COM 020002101 390 3,728 SH   DFND 20 3,728 0 0
ALLSTATE CORP COM 020002101 46,611 445,146 SH   DFND 21 333,567 0 111,579
ALLSTATE CORP CALL 020002901 6,052 57,800 SH Call DFND 4 57,800 0 0
ALLSTATE CORP PUT 020002951 69,873 667,300 SH Put DFND 4 667,300 0 0
ALLY FINL INC COM 02005N100 142,379 4,882,672 SH   DFND 4 4,882,672 0 0
ALLY FINL INC COM 02005N100 15,898 545,194 SH   DFND 17 238,623 0 306,571
ALLY FINL INC COM 02005N100 33,904 1,162,678 SH   DFND 21 926,159 0 236,519
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,673 44,655 SH   DFND 17 44,655 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,430 27,000 SH   DFND 24 27,000 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 13,824 10,395,000 PRN   DFND 17 7,935,000 0 2,460,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 3,182 186,216 SH   DFND 17 140,001 0 46,215
ALPHABET INC CAP STK CL C 02079K107 48,960 46,789 SH   DFND 4 46,789 0 0
ALPHABET INC CAP STK CL C 02079K107 107,376 102,615 SH   DFND 17 74,941 0 27,674
ALPHABET INC CAP STK CL C 02079K107 2,700 2,580 SH   DFND 20 2,580 0 0
ALPHABET INC CAP STK CL C 02079K107 214,834 205,308 SH   DFND 21 147,771 0 57,537
ALPHABET INC CAP STK CL A 02079K305 1,524 1,447 SH   DFND 4 1,447 0 0
ALPHABET INC CAP STK CL A 02079K305 563,687 535,112 SH   DFND 17 490,301 0 44,811
ALPHABET INC CAP STK CL A 02079K305 2,654 2,519 SH   DFND 20 2,519 0 0
ALPHABET INC CAP STK CL A 02079K305 269,599 255,932 SH   DFND 21 160,839 0 95,093
ALPHABET INC CALL 02079K905 79,005 75,000 SH Call DFND 4 75,000 0 0
ALPHABET INC CALL 02079K907 79,945 76,400 SH Call DFND 4 76,400 0 0
ALPHABET INC PUT 02079K955 874,006 829,700 SH Put DFND 4 829,700 0 0
ALPHABET INC PUT 02079K957 783,335 748,600 SH Put DFND 4 748,600 0 0
ALTABA INC CALL 021346901 5,371 76,900 SH Call DFND 4 76,900 0 0
ALTABA INC PUT 021346951 81,410 1,165,500 SH Put DFND 4 1,165,500 0 0
ALTRIA GROUP INC COM 02209S103 20,362 285,144 SH   DFND 4 285,144 0 0
ALTRIA GROUP INC COM 02209S103 25,993 363,991 SH   DFND 17 330,496 0 33,495
ALTRIA GROUP INC COM 02209S103 3,333 46,671 SH   DFND 20 46,671 0 0
ALTRIA GROUP INC COM 02209S103 200,127 2,802,512 SH   DFND 21 2,043,911 0 758,601
ALTRIA GROUP INC CALL 02209S903 26,172 366,500 SH Call DFND 4 366,500 0 0
ALTRIA GROUP INC PUT 02209S953 184,116 2,578,300 SH Put DFND 4 2,578,300 0 0
AMAZON COM INC COM 023135106 64,321 55,000 SH   DFND 4 55,000 0 0
AMAZON COM INC COM 023135106 836,772 715,514 SH   DFND 17 618,463 0 97,051
AMAZON COM INC COM 023135106 2,576 2,203 SH   DFND 20 2,203 0 0
AMAZON COM INC COM 023135106 436,411 373,170 SH   DFND 21 276,715 0 96,455
AMAZON COM INC CALL 023135906 136,828 117,000 SH Call DFND 4 117,000 0 0
AMAZON COM INC PUT 023135956 1,164,324 995,600 SH Put DFND 4 995,600 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,101 68,915 SH   DFND 17 8,016 0 60,899
AMBER RD INC COM 02318Y108 2,842 387,168 SH   DFND 17 373,705 0 13,463
AMBEV SA SPONSORED ADR 02319V103 11,365 1,759,250 SH   DFND 17 1,590,550 0 168,700
AMBEV SA SPONSORED ADR 02319V103 1,677 259,598 SH   DFND 21 259,598 0 0
AMBEV SA SPONSORED ADR 02319V103 413 64,000 SH   DFND 24 64,000 0 0
AMBEV SA SPONSORED ADR 02319V103 327 50,572 SH   DFND   50,572 0 0
AMERCO COM 023586100 5,490 14,526 SH   DFND 21 0 0 14,526
AMEREN CORP COM 023608102 513 8,698 SH   DFND 4 8,698 0 0
AMEREN CORP COM 023608102 20,340 344,800 SH   DFND 17 204,469 0 140,331
AMEREN CORP COM 023608102 197 3,344 SH   DFND 20 3,344 0 0
AMEREN CORP COM 023608102 45,445 770,393 SH   DFND 21 426,806 0 343,587
AMERICAN AIRLS GROUP INC COM 02376R102 67 1,287 SH   DFND 17 1,287 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 22 424 SH   DFND 20 424 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 11,152 214,343 SH   DFND 21 142,895 0 71,448
AMERICAN AIRLS GROUP INC CALL 02376R902 4,839 93,000 SH Call DFND 4 93,000 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 41,447 796,600 SH Put DFND 4 796,600 0 0
AMERICAN ELEC PWR INC COM 025537101 1,013 13,775 SH   DFND 4 13,775 0 0
AMERICAN ELEC PWR INC COM 025537101 116,767 1,587,154 SH   DFND 17 1,458,062 0 129,092
AMERICAN ELEC PWR INC COM 025537101 347 4,712 SH   DFND 20 4,712 0 0
AMERICAN ELEC PWR INC COM 025537101 45,667 620,726 SH   DFND 21 507,272 0 113,454
AMERICAN ELEC PWR INC CALL 025537901 3,473 47,200 SH Call DFND 4 47,200 0 0
AMERICAN ELEC PWR INC PUT 025537951 56,156 763,300 SH Put DFND 4 763,300 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 744 39,578 SH   DFND 17 39,578 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 37 1,955 SH   DFND 20 1,955 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4,233 225,148 SH   DFND 21 199,573 0 25,575
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,425 46,371 SH   DFND 17 23,521 0 22,850
AMERICAN EQTY INVT LIFE HLD COM 025676206 391 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 13,402 436,114 SH   DFND 21 255,842 0 180,272
AMERICAN EXPRESS CO COM 025816109 19,408 195,425 SH   DFND 4 195,425 0 0
AMERICAN EXPRESS CO COM 025816109 117,781 1,185,990 SH   DFND 17 1,168,957 0 17,033
AMERICAN EXPRESS CO COM 025816109 824 8,302 SH   DFND 20 8,302 0 0
AMERICAN EXPRESS CO COM 025816109 231,626 2,332,358 SH   DFND 21 1,839,890 0 492,468
AMERICAN EXPRESS CO CALL 025816909 17,588 177,100 SH Call DFND 4 177,100 0 0
AMERICAN EXPRESS CO PUT 025816959 109,162 1,099,200 SH Put DFND 4 1,099,200 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 51,852 477,723 SH   DFND 17 396,188 0 81,535
AMERICAN FINL GROUP INC OHIO COM 025932104 675 6,216 SH   DFND 20 6,216 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 48,674 448,440 SH   DFND 21 281,227 0 167,213
AMERICAN INTL GROUP INC COM NEW 026874784 23,122 388,090 SH   DFND 4 388,090 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 166 2,792 SH   DFND 17 2,792 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,150 120,000 SH   DFND 21 120,000 0 0
AMERICAN INTL GROUP INC CALL 026874904 9,169 153,900 SH Call DFND 4 153,900 0 0
AMERICAN INTL GROUP INC PUT 026874954 64,186 1,077,300 SH Put DFND 4 1,077,300 0 0
AMERICAN NATL INS CO COM 028591105 478 3,729 SH   DFND 21 2,654 0 1,075
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 50 3,878 SH   DFND 17 3,878 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 18 1,386 SH   DFND 20 1,386 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 589 45,872 SH   DFND 21 44,660 0 1,212
AMERICAN RAILCAR INDS INC COM 02916P103 2,919 70,106 SH   DFND 17 52,243 0 17,863
AMERICAN RAILCAR INDS INC COM 02916P103 28 679 SH   DFND 20 679 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 2,236 53,701 SH   DFND 21 53,117 0 584
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,502 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 48,257 338,244 SH   DFND 4 338,244 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,966 104,896 SH   DFND 17 87,233 0 17,663
AMERICAN TOWER CORP NEW COM 03027X100 1,150 8,062 SH   DFND 21 6,910 0 1,152
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 104,303 829,450 SH   DFND 17 792,240 0 37,210
AMERICAN TOWER CORP NEW CALL 03027X900 6,606 46,300 SH Call DFND 4 46,300 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 107,702 754,900 SH Put DFND 4 754,900 0 0
AMERICAN VANGUARD CORP COM 030371108 4,534 230,719 SH   DFND 17 224,156 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 586 6,401 SH   DFND 4 6,401 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 61,008 666,829 SH   DFND 17 666,829 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 397 4,340 SH   DFND 21 1,828 0 2,512
AMERICAN WTR WKS CO INC NEW COM 030420103 10,613 116,000 SH   DFND 24 116,000 0 0
AMERISAFE INC COM 03071H100 247 4,005 SH   DFND 17 0 0 4,005
AMERISOURCEBERGEN CORP COM 03073E105 528 5,745 SH   DFND 4 5,745 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,277 101,032 SH   DFND 17 101,032 0 0
AMERISOURCEBERGEN CORP COM 03073E105 319 3,469 SH   DFND 20 3,469 0 0
AMERISOURCEBERGEN CORP COM 03073E105 43,474 473,466 SH   DFND 21 422,030 0 51,436
AMERIPRISE FINL INC COM 03076C106 910 5,372 SH   DFND 4 5,372 0 0
AMERIPRISE FINL INC COM 03076C106 123,444 728,415 SH   DFND 17 688,896 0 39,519
AMERIPRISE FINL INC COM 03076C106 276 1,626 SH   DFND 20 1,626 0 0
AMERIPRISE FINL INC COM 03076C106 34,010 200,687 SH   DFND 21 140,341 0 60,346
AMERIS BANCORP COM 03076K108 12,815 265,866 SH   DFND 17 190,590 0 75,276
AMERIS BANCORP COM 03076K108 275 5,700 SH   DFND 21 5,700 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 32,158 695,600 SH   DFND 17 695,600 0 0
AMETEK INC NEW COM 031100100 596 8,225 SH   DFND 4 8,225 0 0
AMETEK INC NEW COM 031100100 21,905 302,269 SH   DFND 17 208,970 0 93,299
AMETEK INC NEW COM 031100100 2,268 31,300 SH   DFND 20 31,300 0 0
AMETEK INC NEW COM 031100100 191,764 2,646,117 SH   DFND 21 2,431,930 0 214,187
AMETEK INC NEW COM 031100100 7,810 107,772 SH   DFND 24 107,772 0 0
AMGEN INC COM 031162100 15,825 91,000 SH   DFND 4 91,000 0 0
AMGEN INC COM 031162100 252,919 1,454,393 SH   DFND 17 1,336,826 0 117,567
AMGEN INC COM 031162100 1,631 9,377 SH   DFND 20 9,377 0 0
AMGEN INC COM 031162100 178,095 1,024,125 SH   DFND 21 759,748 0 264,377
AMGEN INC COM 031162100 15,686 90,200 SH   DFND 24 90,200 0 0
AMGEN INC CALL 031162900 34,502 198,400 SH Call DFND 4 198,400 0 0
AMGEN INC PUT 031162950 208,593 1,199,500 SH Put DFND 4 1,199,500 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,436 586,260 SH   DFND 17 586,260 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,950 205,000 SH   DFND 24 205,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 2,882 286,718 SH   DFND 17 214,573 0 72,145
AMKOR TECHNOLOGY INC COM 031652100 918 91,351 SH   DFND 21 91,351 0 0
AMPHENOL CORP NEW CL A 032095101 75 853 SH   DFND 4 853 0 0
AMPHENOL CORP NEW CL A 032095101 88,146 1,003,942 SH   DFND 17 1,003,942 0 0
AMPHENOL CORP NEW CL A 032095101 1,457 16,600 SH   DFND 20 16,600 0 0
AMPHENOL CORP NEW CL A 032095101 86,900 989,744 SH   DFND 21 759,581 0 230,163
AMPHENOL CORP NEW CALL 032095901 1,853 21,100 SH Call DFND 4 21,100 0 0
AMPHENOL CORP NEW PUT 032095951 8,648 98,500 SH Put DFND 4 98,500 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,572 81,688 SH   DFND 17 81,688 0 0
AMTRUST FINL SVCS INC COM 032359309 568 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 7 650 SH   DFND 20 650 0 0
AMTRUST FINL SVCS INC COM 032359309 1,815 180,257 SH   DFND 21 165,826 0 14,431
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 28,285 38,615,000 PRN   DFND 17 38,615,000 0 0
ANADARKO PETE CORP COM 032511107 52,254 974,169 SH   DFND 4 974,169 0 0
ANADARKO PETE CORP COM 032511107 2,731 50,907 SH   DFND 17 50,907 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 9,687 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 5,198 96,900 SH Call DFND 4 96,900 0 0
ANADARKO PETE CORP PUT 032511957 59,975 1,118,100 SH Put DFND 4 1,118,100 0 0
ANALOG DEVICES INC COM 032654105 110 1,231 SH   DFND 17 1,231 0 0
ANALOG DEVICES INC COM 032654105 493 5,540 SH   DFND 20 5,540 0 0
ANALOG DEVICES INC COM 032654105 3,922 44,055 SH   DFND 21 41,583 0 2,472
ANALOG DEVICES INC CALL 032654905 4,469 50,200 SH Call DFND 4 50,200 0 0
ANALOG DEVICES INC PUT 032654955 55,279 620,900 SH Put DFND 4 620,900 0 0
ANDEAVOR COM 03349M105 594 5,191 SH   DFND 4 5,191 0 0
ANDEAVOR COM 03349M105 16,483 144,160 SH   DFND 17 120,855 0 23,305
ANDEAVOR COM 03349M105 30 260 SH   DFND 20 260 0 0
ANDEAVOR COM 03349M105 56,889 497,545 SH   DFND 21 445,883 0 51,662
ANDEAVOR COM 03349M105 274 2,400 SH   DFND 24 2,400 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 675 14,603 SH   DFND 4 14,603 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 19,623 1,925,708 SH   DFND 21 1,925,708 0 0
ANNALY CAP MGMT INC COM 035710409 18,586 1,563,124 SH   DFND 17 767,235 0 795,889
ANNALY CAP MGMT INC COM 035710409 460 38,727 SH   DFND 20 38,727 0 0
ANNALY CAP MGMT INC COM 035710409 76,356 6,421,835 SH   DFND 21 4,328,147 0 2,093,688
ANSYS INC COM 03662Q105 464 3,142 SH   DFND 4 3,142 0 0
ANSYS INC COM 03662Q105 39 266 SH   DFND 17 266 0 0
ANSYS INC COM 03662Q105 2,121 14,370 SH   DFND 21 9,751 0 4,619
ANTARES PHARMA INC COM 036642106 1,545 776,204 SH   DFND 17 750,931 0 25,273
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 956 32,905 SH   DFND 4 32,905 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 56 1,945 SH   DFND 17 1,945 0 0
ANTHEM INC COM 036752103 207,589 922,576 SH   DFND 17 843,742 0 78,834
ANTHEM INC COM 036752103 1,442 6,410 SH   DFND 20 6,410 0 0
ANTHEM INC COM 036752103 147,081 653,664 SH   DFND 21 491,343 0 162,321
ANTHEM INC UNIT 05/01/20188 036752202 98,495 1,758,835 SH   DFND 17 1,758,835 0 0
ANTHEM INC CALL 036752903 6,750 30,000 SH Call DFND 4 30,000 0 0
ANTHEM INC PUT 036752953 145,806 648,000 SH Put DFND 4 648,000 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 287 52,735 SH   DFND 17 52,735 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,538 282,741 SH   DFND 21 115,830 0 166,911
APACHE CORP COM 037411105 14,658 347,182 SH   DFND 4 347,182 0 0
APACHE CORP COM 037411105 272 6,443 SH   DFND 17 6,419 0 24
APACHE CORP CALL 037411905 3,829 90,700 SH Call DFND 4 90,700 0 0
APACHE CORP PUT 037411955 15,723 372,400 SH Put DFND 4 372,400 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 245 5,603 SH   DFND 4 5,603 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 21 480 SH   DFND 17 480 0 0
APOLLO INVT CORP COM 03761U106 2,484 438,826 SH   DFND 17 148,639 0 290,187
APOLLO INVT CORP COM 03761U106 3,577 632,023 SH   DFND 21 632,023 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 6,375 345,553 SH   DFND 17 97,231 0 248,322
APOLLO COML REAL EST FIN INC COM 03762U105 6,920 375,061 SH   DFND 21 110,053 0 265,008
APPLE INC COM 037833100 61,980 366,249 SH   DFND 4 366,249 0 0
APPLE INC COM 037833100 1,059,406 6,260,156 SH   DFND 17 5,317,784 0 942,372
APPLE INC COM 037833100 10,527 62,204 SH   DFND 20 62,204 0 0
APPLE INC COM 037833100 929,976 5,495,336 SH   DFND 21 4,006,076 0 1,489,260
APPLE INC COM 037833100 111 656 SH   DFND 24 656 0 0
APPLE INC CALL 037833900 199,234 1,177,300 SH Call DFND 4 1,177,300 0 0
APPLE INC CALL 037833900 67,827 400,800 SH Call DFND 17 400,800 0 0
APPLE INC PUT 037833950 2,104,798 12,437,500 SH Put DFND 4 12,437,500 0 0
APPFOLIO INC COM CL A 03783C100 828 19,940 SH   DFND 17 1,605 0 18,335
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,707 138,061 SH   DFND 17 22,607 0 115,454
APPLIED MATLS INC COM 038222105 293,003 5,731,679 SH   DFND 17 4,854,562 0 877,117
APPLIED MATLS INC COM 038222105 2,202 43,079 SH   DFND 20 43,079 0 0
APPLIED MATLS INC COM 038222105 121,370 2,374,227 SH   DFND 21 1,814,262 0 559,965
APPLIED MATLS INC CALL 038222905 14,697 287,500 SH Call DFND 4 287,500 0 0
APPLIED MATLS INC PUT 038222955 65,940 1,289,900 SH Put DFND 4 1,289,900 0 0
AQUA AMERICA INC COM 03836W103 2,083 53,100 SH   DFND 4 53,100 0 0
AQUA AMERICA INC COM 03836W103 13,820 352,291 SH   DFND 17 352,291 0 0
ARAMARK COM 03852U106 292 6,830 SH   DFND 17 6,830 0 0
ARCH COAL INC CL A 039380407 751 8,061 SH   DFND 17 8,061 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 30,832 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 21,191 528,724 SH   DFND 4 528,724 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 47,672 1,189,409 SH   DFND 17 1,189,409 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 15,564 388,329 SH   DFND 21 127,296 0 261,033
ARCHER DANIELS MIDLAND CO CALL 039483902 7,118 177,600 SH Call DFND 4 177,600 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 24,341 607,300 SH Put DFND 4 607,300 0 0
ARCONIC INC COM 03965L100 412 15,111 SH   DFND 4 15,111 0 0
ARCONIC INC COM 03965L100 49,921 1,831,951 SH   DFND 17 1,826,571 0 5,380
ARCONIC INC COM 03965L100 269 9,864 SH   DFND 21 9,864 0 0
ARGAN INC COM 04010E109 18,997 422,148 SH   DFND 17 404,392 0 17,756
ARGAN INC COM 04010E109 65 1,455 SH   DFND 21 1,455 0 0
ARES COML REAL ESTATE CORP COM 04013V108 217 16,784 SH   DFND 17 16,784 0 0
ARISTA NETWORKS INC COM 040413106 122,027 517,986 SH   DFND 17 429,576 0 88,410
ARISTA NETWORKS INC COM 040413106 30,687 130,262 SH   DFND 21 98,038 0 32,224
ARLINGTON ASSET INVT CORP CL A NEW 041356205 194 16,472 SH   DFND 17 0 0 16,472
ARLINGTON ASSET INVT CORP CL A NEW 041356205 17 1,469 SH   DFND 20 1,469 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 60 5,087 SH   DFND 21 2,832 0 2,255
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,836 71,391 SH   DFND 17 56,594 0 14,797
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,085 236,576 SH   DFND 21 236,576 0 0
ARMSTRONG FLOORING INC COM 04238R106 185 10,945 SH   DFND 17 10,945 0 0
ARRAY BIOPHARMA INC COM 04269X105 3,366 262,985 SH   DFND 17 262,985 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,626 127,000 SH   DFND 24 127,000 0 0
ARRAY BIOPHARMA INC NOTE 2.625%12/0 04269XAB1 24,057 21,830,000 PRN   DFND 17 17,685,000 0 4,145,000
ARROW ELECTRS INC COM 042735100 17,469 217,255 SH   DFND 17 137,012 0 80,243
ARROW ELECTRS INC COM 042735100 185 2,299 SH   DFND 20 2,299 0 0
ARROW ELECTRS INC COM 042735100 51,226 637,065 SH   DFND 21 429,415 0 207,650
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,701 462,105 SH   DFND 17 462,105 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 120 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 4,787 121,201 SH   DFND 21 43,367 0 77,834
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 5,042 125,870 SH   DFND 17 125,870 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 2,103 52,500 SH   DFND 24 52,500 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 18,761 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,014 28,284 SH   DFND 17 28,284 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 4,898 68,787 SH   DFND 21 68,787 0 0
ASPEN TECHNOLOGY INC COM 045327103 714 10,790 SH   DFND 17 10,790 0 0
ASSOCIATED BANC CORP COM 045487105 27,673 1,089,500 SH   DFND 17 1,089,500 0 0
ASSOCIATED BANC CORP COM 045487105 205 8,066 SH   DFND 21 8,066 0 0
ASSURANT INC COM 04621X108 188 1,864 SH   DFND 4 1,864 0 0
ASSURANT INC COM 04621X108 17 164 SH   DFND 17 164 0 0
ASSURANT INC COM 04621X108 208 2,065 SH   DFND 21 2,065 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,345 96,395 SH   DFND 17 96,321 0 74
ASURE SOFTWARE INC COM 04649U102 3,047 215,825 SH   DFND 17 206,715 0 9,110
ATHENAHEALTH INC COM 04685W103 64,739 486,611 SH   DFND 17 486,611 0 0
ATHENAHEALTH INC COM 04685W103 9,200 69,155 SH   DFND 21 69,155 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 918 52,183 SH   DFND 17 46,550 0 5,633
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 70 1,192 SH   DFND 20 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,947 33,200 SH   DFND 21 7,283 0 25,917
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 50,945 44,300,000 PRN   DFND 17 44,300,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 16,995 14,165,000 PRN   DFND 17 10,960,000 0 3,205,000
ATMOS ENERGY CORP COM 049560105 7,548 87,880 SH   DFND 17 29,780 0 58,100
ATMOS ENERGY CORP COM 049560105 11,531 134,257 SH   DFND 21 133,825 0 432
ATRICURE INC COM 04963C209 2,750 150,782 SH   DFND 17 145,406 0 5,376
AUTODESK INC COM 052769106 4,007 38,227 SH   DFND 4 38,227 0 0
AUTODESK INC COM 052769106 8,488 80,968 SH   DFND 17 78,753 0 2,215
AUTODESK INC CALL 052769906 3,030 28,900 SH Call DFND 4 28,900 0 0
AUTODESK INC PUT 052769956 20,987 200,200 SH Put DFND 4 200,200 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,588 55,480 SH   DFND 17 49,980 0 5,500
AUTOMATIC DATA PROCESSING IN COM 053015103 7,018 59,884 SH   DFND 4 59,884 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,381 37,381 SH   DFND 17 37,381 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,424 88,952 SH   DFND 21 88,952 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 5,227 44,600 SH Call DFND 4 44,600 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 93,986 802,000 SH Put DFND 4 802,000 0 0
AUTOZONE INC COM 053332102 2,026 2,848 SH   DFND 4 2,848 0 0
AUTOZONE INC COM 053332102 616 866 SH   DFND 17 866 0 0
AUTOZONE INC COM 053332102 2,510 3,529 SH   DFND 21 3,529 0 0
AUTOZONE INC PUT 053332952 21,981 30,900 SH Put DFND 4 30,900 0 0
AVALONBAY CMNTYS INC COM 053484101 19,228 107,777 SH   DFND 4 107,777 0 0
AVALONBAY CMNTYS INC COM 053484101 557 3,121 SH   DFND 17 3,121 0 0
AVALONBAY CMNTYS INC COM 053484101 2,266 12,700 SH   DFND 21 0 0 12,700
AVALONBAY CMNTYS INC CALL 053484901 3,800 21,300 SH Call DFND 4 21,300 0 0
AVALONBAY CMNTYS INC PUT 053484951 20,250 113,500 SH Put DFND 4 113,500 0 0
AVANGRID INC COM 05351W103 381 7,527 SH   DFND 17 0 0 7,527
AVANGRID INC COM 05351W103 17,388 343,774 SH   DFND 21 310,650 0 33,124
AVERY DENNISON CORP COM 053611109 361 3,143 SH   DFND 4 3,143 0 0
AVERY DENNISON CORP COM 053611109 16,706 145,444 SH   DFND 17 70,142 0 75,302
AVERY DENNISON CORP COM 053611109 627 5,462 SH   DFND 20 5,462 0 0
AVERY DENNISON CORP COM 053611109 59,664 519,454 SH   DFND 21 440,234 0 79,220
AVEXIS INC COM 05366U100 765 6,910 SH   DFND 17 6,910 0 0
AVEXIS INC COM 05366U100 863 7,800 SH   DFND 24 7,800 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 23,861 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP COM 053774105 26,043 593,500 SH   DFND 4 593,500 0 0
AVISTA CORP COM 05379B107 30,535 593,033 SH   DFND 21 559,670 0 33,363
AVNET INC COM 053807103 1,022 25,803 SH   DFND 17 25,803 0 0
AVNET INC COM 053807103 8,918 225,081 SH   DFND 21 225,081 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,608 90,883 SH   DFND 17 90,883 0 0
AXOGEN INC COM 05463X106 7,232 255,561 SH   DFND 17 246,754 0 8,807
AXON ENTERPRISE INC COM 05464C101 4,145 156,415 SH   DFND 17 156,415 0 0
AXSOME THERAPEUTICS INC COM 05464T104 704 125,670 SH   DFND 17 125,670 0 0
BB&T CORP COM 054937107 112,744 2,267,588 SH   DFND 17 2,248,714 0 18,874
BB&T CORP CALL 054937907 6,309 126,900 SH Call DFND 4 126,900 0 0
BB&T CORP PUT 054937957 42,809 861,000 SH Put DFND 4 861,000 0 0
B & G FOODS INC NEW COM 05508R106 1,401 39,858 SH   DFND 21 0 0 39,858
BCE INC COM NEW 05534B760 4,443 92,201 SH   DFND 17 86,828 0 5,373
BCE INC COM NEW 05534B760 592 12,290 SH   DFND 20 12,290 0 0
BCE INC COM NEW 05534B760 33,592 697,058 SH   DFND 21 347,698 0 349,360
BGC PARTNERS INC CL A 05541T101 1,233 81,599 SH   DFND 17 56,507 0 25,092
BGC PARTNERS INC CL A 05541T101 16,214 1,073,079 SH   DFND 21 840,915 0 232,164
BOK FINL CORP COM NEW 05561Q201 10,855 117,579 SH   DFND 17 117,579 0 0
BOFI HLDG INC COM 05566U108 2,259 75,567 SH   DFND 21 75,567 0 0
BWX TECHNOLOGIES INC COM 05605H100 987 16,315 SH   DFND 17 3,195 0 13,120
BWX TECHNOLOGIES INC COM 05605H100 224 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 649 10,723 SH   DFND 21 10,723 0 0
BADGER METER INC COM 056525108 7,567 158,309 SH   DFND 17 158,309 0 0
BADGER METER INC COM 056525108 90 1,877 SH   DFND 21 1,877 0 0
BAIDU INC SPON ADR REP A 056752108 182,474 779,104 SH   DFND 17 733,104 0 46,000
BAIDU INC SPON ADR REP A 056752108 40,635 173,500 SH   DFND 20 154,232 0 19,268
BAIDU INC SPON ADR REP A 056752108 575 2,456 SH   DFND 21 2,456 0 0
BAIDU INC SPON ADR REP A 056752108 8,830 37,700 SH   DFND 24 37,700 0 0
BAKER HUGHES A GE CO CL A 05722G100 11,641 367,906 SH   DFND 4 367,906 0 0
BAKER HUGHES A GE CO CL A 05722G100 15,647 494,536 SH   DFND 17 494,536 0 0
BALL CORP COM 058498106 476 12,586 SH   DFND 4 12,586 0 0
BALL CORP COM 058498106 40 1,044 SH   DFND 17 1,044 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 409 39,962 SH   DFND 17 39,962 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,456 142,205 SH   DFND 21 142,205 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 301 29,440 SH   DFND   29,440 0 0
BANCO MACRO SA SPON ADR B 05961W105 615 5,310 SH   DFND 17 5,310 0 0
BANCO MACRO SA SPON ADR B 05961W105 121 1,046 SH   DFND 20 1,046 0 0
BANCO MACRO SA SPON ADR B 05961W105 363 3,132 SH   DFND 21 3,132 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,441 252,462 SH   DFND 17 133,413 0 119,049
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 154 15,881 SH   DFND 20 15,881 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,030 106,558 SH   DFND 21 72,794 0 33,764
BANCORP INC DEL COM 05969A105 2,282 230,925 SH   DFND 17 215,060 0 15,865
BANC OF CALIFORNIA INC COM 05990K106 220 10,632 SH   DFND 21 0 0 10,632
BANK AMER CORP COM 060505104 58,047 1,966,370 SH   DFND 4 1,966,370 0 0
BANK AMER CORP COM 060505104 461,165 15,622,127 SH   DFND 17 15,082,550 0 539,577
BANK AMER CORP COM 060505104 3,119 105,663 SH   DFND 20 105,663 0 0
BANK AMER CORP COM 060505104 334,933 11,345,979 SH   DFND 21 8,282,629 0 3,063,350
BANK AMER CORP 7.25%CNV PFD L 060505682 116,323 88,190 SH   DFND 17 81,175 0 7,015
BANK AMER CORP CALL 060505904 61,177 2,072,400 SH Call DFND 4 2,072,400 0 0
BANK AMER CORP PUT 060505954 237,240 8,036,600 SH Put DFND 4 8,036,600 0 0
BANK MONTREAL QUE COM 063671101 752 9,362 SH   DFND 17 0 0 9,362
BANK MONTREAL QUE COM 063671101 243 3,029 SH   DFND 20 3,029 0 0
BANK MONTREAL QUE COM 063671101 55,663 693,320 SH   DFND 21 477,499 0 215,821
BANK NEW YORK MELLON CORP COM 064058100 646 12,000 SH   DFND 4 12,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 42,667 792,185 SH   DFND 17 781,420 0 10,765
BANK NEW YORK MELLON CORP COM 064058100 954 17,716 SH   DFND 20 17,716 0 0
BANK NEW YORK MELLON CORP COM 064058100 66,120 1,227,629 SH   DFND 21 906,802 0 320,827
BANK NEW YORK MELLON CORP CALL 064058900 5,165 95,900 SH Call DFND 4 95,900 0 0
BANK NEW YORK MELLON CORP PUT 064058950 70,153 1,302,500 SH Put DFND 4 1,302,500 0 0
BANK N S HALIFAX COM 064149107 13,668 211,098 SH   DFND 17 211,098 0 0
BANK N S HALIFAX COM 064149107 1,336 20,631 SH   DFND 20 20,631 0 0
BANK N S HALIFAX COM 064149107 8,821 136,241 SH   DFND 21 122,436 0 13,805
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 22,204 909,617 SH   DFND 20 909,617 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 26,851 1,100,000 SH   DFND 25 0 0 1,100,000
BARNES GROUP INC COM 067806109 25,857 408,675 SH   DFND 17 408,675 0 0
BARRICK GOLD CORP COM 067901108 29,884 2,059,490 SH   DFND 21 2,059,490 0 0
BARRACUDA NETWORKS INC COM 068323104 587 21,335 SH   DFND 17 21,335 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 1,724 26,739 SH   DFND 17 26,739 0 0
BASSETT FURNITURE INDS INC COM 070203104 560 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 8,985 139,000 SH   DFND 4 139,000 0 0
BAXTER INTL INC COM 071813109 191,332 2,959,956 SH   DFND 17 2,767,630 0 192,326
BAXTER INTL INC COM 071813109 1,783 27,578 SH   DFND 20 27,578 0 0
BAXTER INTL INC COM 071813109 112,969 1,747,667 SH   DFND 21 1,079,563 0 668,104
BAXTER INTL INC CALL 071813909 2,398 37,100 SH Call DFND 4 37,100 0 0
BAXTER INTL INC PUT 071813959 38,325 592,900 SH Put DFND 4 592,900 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 809 42,120 SH   DFND 17 6,870 0 35,250
BECTON DICKINSON & CO COM 075887109 6,738 31,475 SH   DFND 4 31,475 0 0
BECTON DICKINSON & CO COM 075887109 8,348 39,000 SH   DFND 17 35,477 0 3,523
BECTON DICKINSON & CO COM 075887109 1,222 5,711 SH   DFND 20 5,711 0 0
BECTON DICKINSON & CO COM 075887109 68,092 318,099 SH   DFND 21 215,478 0 102,621
BECTON DICKINSON & CO PFD SHS CONV A 075887208 197,185 3,405,610 SH   DFND 17 3,228,425 0 177,185
BECTON DICKINSON & CO CALL 075887909 4,517 21,100 SH Call DFND 4 21,100 0 0
BECTON DICKINSON & CO PUT 075887959 46,644 217,900 SH Put DFND 4 217,900 0 0
BECTON DICKINSON & CO PUT 075887959 9,205 43,000 SH Put DFND 21 43,000 0 0
BED BATH & BEYOND INC COM 075896100 9,530 433,387 SH   DFND 21 433,387 0 0
BEIGENE LTD SPONSORED ADR 07725L102 2,148 21,980 SH   DFND 17 21,980 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,182 12,100 SH   DFND 24 12,100 0 0
BELDEN INC COM 077454106 27,533 356,790 SH   DFND 17 356,790 0 0
BELDEN INC COM 077454106 108 1,399 SH   DFND 20 1,399 0 0
BELDEN INC COM 077454106 316 4,099 SH   DFND 21 4,099 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 158 18,816 SH   DFND 17 16,750 0 2,066
BENCHMARK ELECTRS INC COM 08160H101 262 8,996 SH   DFND 17 8,996 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,409 48,410 SH   DFND 21 0 0 48,410
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 19,148 96,599 SH   DFND 4 96,599 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18,136 91,496 SH   DFND 17 78,019 0 13,477
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 121,093 610,904 SH   DFND 21 561,872 0 49,032
BERKSHIRE HATHAWAY INC DEL CALL 084670902 122,064 615,800 SH Call DFND 4 615,800 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 558,049 2,815,300 SH Put DFND 4 2,815,300 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 27,368 747,767 SH   DFND 17 747,767 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 7,535 205,867 SH   DFND 21 172,763 0 33,104
BERRY GLOBAL GROUP INC COM 08579W103 21,334 363,622 SH   DFND 17 280,459 0 83,163
BERRY GLOBAL GROUP INC COM 08579W103 4,662 79,455 SH   DFND 21 79,455 0 0
BERRY GLOBAL GROUP INC COM 08579W103 763 13,000 SH   DFND 24 13,000 0 0
BEST BUY INC COM 086516101 649 9,485 SH   DFND 4 9,485 0 0
BEST BUY INC COM 086516101 24,209 353,577 SH   DFND 17 344,210 0 9,367
BEST BUY INC COM 086516101 1,691 24,691 SH   DFND 20 24,691 0 0
BEST BUY INC COM 086516101 119,335 1,742,879 SH   DFND 21 1,172,259 0 570,620
BIG 5 SPORTING GOODS CORP COM 08915P101 1,919 252,533 SH   DFND 17 134,664 0 117,869
BIG 5 SPORTING GOODS CORP COM 08915P101 456 60,010 SH   DFND 21 60,010 0 0
BIG LOTS INC COM 089302103 4,521 80,513 SH   DFND 17 76,444 0 4,069
BIG LOTS INC COM 089302103 217 3,859 SH   DFND 20 3,859 0 0
BIG LOTS INC COM 089302103 22,069 393,032 SH   DFND 21 306,157 0 86,875
BIO RAD LABS INC CL A 090572207 15,524 65,043 SH   DFND 17 51,383 0 13,660
BIO RAD LABS INC CL A 090572207 231 966 SH   DFND 21 966 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 810 164,978 SH   DFND 17 159,071 0 5,907
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,759 389,809 SH   DFND 17 385,009 0 4,800
BIOMARIN PHARMACEUTICAL INC COM 09061G101 279 3,126 SH   DFND 21 1,755 0 1,371
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,760 64,600 SH   DFND 24 64,600 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 45,006 41,080,000 PRN   DFND 17 41,080,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 36,390 30,520,000 PRN   DFND 17 28,495,000 0 2,025,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 41,671 41,755,000 PRN   DFND 17 37,835,000 0 3,920,000
BIOGEN INC COM 09062X103 127,781 401,108 SH   DFND 17 399,802 0 1,306
BIOGEN INC COM 09062X103 1,279 4,016 SH   DFND 20 4,016 0 0
BIOGEN INC COM 09062X103 69,357 217,713 SH   DFND 21 173,503 0 44,210
BIOGEN INC COM 09062X103 2,198 6,900 SH   DFND 24 6,900 0 0
BIOGEN INC CALL 09062X903 16,279 51,100 SH Call DFND 4 51,100 0 0
BIOGEN INC PUT 09062X953 124,561 391,000 SH Put DFND 4 391,000 0 0
BIOTELEMETRY INC COM 090672106 8,325 278,425 SH   DFND 17 271,619 0 6,806
BIOTELEMETRY INC COM 090672106 157 5,245 SH   DFND 20 5,245 0 0
BIOTELEMETRY INC COM 090672106 7,252 242,541 SH   DFND 21 242,541 0 0
BIO TECHNE CORP COM 09073M104 3,467 26,765 SH   DFND 17 26,765 0 0
BIO TECHNE CORP COM 09073M104 2,306 17,800 SH   DFND 24 17,800 0 0
BIOVERATIV INC COM 09075E100 19,933 369,676 SH   DFND 17 330,910 0 38,766
BIOVERATIV INC COM 09075E100 82 1,518 SH   DFND 20 1,518 0 0
BIOVERATIV INC COM 09075E100 506 9,393 SH   DFND 21 9,393 0 0
BIOVERATIV INC COM 09075E100 1,650 30,600 SH   DFND 24 30,600 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,895 66,804 SH   DFND 17 64,937 0 1,867
BLACK HILLS CORP COM 092113109 23,519 391,260 SH   DFND 17 391,260 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 535 14,994 SH   DFND 21 14,994 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 58,666 58,250,000 PRN   DFND 17 57,460,000 0 790,000
BLACKROCK INC COM 09247X101 3,490 6,794 SH   DFND 4 6,794 0 0
BLACKROCK INC COM 09247X101 52,747 102,678 SH   DFND 17 90,241 0 12,437
BLACKROCK INC COM 09247X101 17,058 33,205 SH   DFND 21 32,585 0 620
BLACKROCK INC CALL 09247X901 2,517 4,900 SH Call DFND 4 4,900 0 0
BLACKROCK INC PUT 09247X951 113,324 220,600 SH Put DFND 4 220,600 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,043 32,412 SH   DFND 17 32,412 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 2,102 65,307 SH   DFND 21 65,307 0 0
BLOCK H & R INC COM 093671105 196 7,466 SH   DFND 4 7,466 0 0
BLOCK H & R INC COM 093671105 4,044 154,237 SH   DFND 17 154,237 0 0
BLOCK H & R INC COM 093671105 316 12,037 SH   DFND 20 12,037 0 0
BLOCK H & R INC COM 093671105 21,843 833,051 SH   DFND 21 833,051 0 0
BLUCORA INC COM 095229100 1,701 76,955 SH   DFND 17 71,482 0 5,473
BLUCORA INC COM 095229100 15,142 685,159 SH   DFND 21 537,420 0 147,739
BLUE BIRD CORP COM 095306106 852 42,800 SH   DFND 17 42,800 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 16,720 509,906 SH   DFND 17 422,516 0 87,390
BLUEBIRD BIO INC COM 09609G100 5,965 33,491 SH   DFND 17 33,491 0 0
BLUEBIRD BIO INC COM 09609G100 2,689 15,100 SH   DFND 24 15,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,100 27,843 SH   DFND 17 27,843 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,169 15,500 SH   DFND 24 15,500 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 27,609 2,138,594 SH   DFND 17 2,138,594 0 0
BOB EVANS FARMS INC COM 096761101 3,931 49,873 SH   DFND 17 15,597 0 34,276
BOB EVANS FARMS INC COM 096761101 4,733 60,053 SH   DFND 21 60,053 0 0
BOEING CO COM 097023105 273,863 928,631 SH   DFND 17 851,014 0 77,617
BOEING CO COM 097023105 242 822 SH   DFND 20 822 0 0
BOEING CO COM 097023105 101,962 345,741 SH   DFND 21 244,483 0 101,258
BOEING CO COM 097023105 168 569 SH   DFND 24 569 0 0
BOEING CO CALL 097023905 16,869 57,200 SH Call DFND 4 57,200 0 0
BOEING CO PUT 097023955 407,743 1,382,600 SH Put DFND 4 1,382,600 0 0
BOINGO WIRELESS INC COM 09739C102 15,314 680,641 SH   DFND 17 587,596 0 93,045
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 38,576 1,011,707 SH   DFND 17 1,011,707 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 238 6,246 SH   DFND 20 6,246 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,991 52,206 SH   DFND 21 45,995 0 6,211
BORGWARNER INC COM 099724106 362 7,084 SH   DFND 4 7,084 0 0
BORGWARNER INC COM 099724106 4,542 88,904 SH   DFND 17 88,904 0 0
BOSTON PROPERTIES INC COM 101121101 24,247 186,470 SH   DFND 4 186,470 0 0
BOSTON PROPERTIES INC COM 101121101 61 468 SH   DFND 17 468 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10,285 414,897 SH   DFND 4 414,897 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,535 303,961 SH   DFND 17 296,509 0 7,452
BOSTON SCIENTIFIC CORP COM 101137107 20,821 839,877 SH   DFND 21 432,600 0 407,277
BOSTON SCIENTIFIC CORP CALL 101137907 4,713 190,100 SH Call DFND 4 190,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 17,876 721,100 SH Put DFND 4 721,100 0 0
BOX INC CL A 10316T104 918 43,447 SH   DFND 17 43,447 0 0
BRADY CORP CL A 104674106 422 11,140 SH   DFND 17 11,140 0 0
BRADY CORP CL A 104674106 1,688 44,539 SH   DFND 21 44,539 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4,193 230,500 SH   DFND 4 230,500 0 0
BRASKEM S A SP ADR PFD A 105532105 925 35,217 SH   DFND 17 1,417 0 33,800
BRIGGS & STRATTON CORP COM 109043109 218 8,598 SH   DFND 17 8,598 0 0
BRIGGS & STRATTON CORP COM 109043109 1,121 44,173 SH   DFND 21 25,658 0 18,515
BRIGHT HORIZONS FAM SOL IN D COM 109194100 16,052 170,766 SH   DFND 17 128,364 0 42,402
BRIGHT HORIZONS FAM SOL IN D COM 109194100 229 2,436 SH   DFND 21 2,436 0 0
BRIGHTHOUSE FINL INC COM 10922N103 274 4,681 SH   DFND 17 4,671 0 10
BRIGHTHOUSE FINL INC COM 10922N103 14 235 SH   DFND 20 235 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,527 26,032 SH   DFND 21 18,486 0 7,546
BRINKS CO COM 109696104 997 12,669 SH   DFND 17 12,669 0 0
BRINKS CO COM 109696104 4,162 52,882 SH   DFND 21 34,246 0 18,636
BRISTOL MYERS SQUIBB CO COM 110122108 153,425 2,503,674 SH   DFND 17 2,239,773 0 263,901
BRISTOL MYERS SQUIBB CO COM 110122108 25,879 422,314 SH   DFND 21 267,711 0 154,603
BRISTOL MYERS SQUIBB CO COM 110122108 1,268 20,700 SH   DFND 24 20,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 25,848 421,800 SH Call DFND 4 421,800 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 152,385 2,486,700 SH Put DFND 4 2,486,700 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 27,177 24,585,000 PRN   DFND 17 21,505,000 0 3,080,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 12,185 181,892 SH   DFND 17 173,635 0 8,257
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 181 2,702 SH   DFND 20 2,702 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 25,101 374,691 SH   DFND 21 334,597 0 40,094
BRIXMOR PPTY GROUP INC COM 11120U105 4,694 251,575 SH   DFND 4 251,575 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,542 82,634 SH   DFND 17 82,634 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,278 390,022 SH   DFND 21 390,022 0 0
BROADSOFT INC COM 11133B409 13,001 236,814 SH   DFND 4 236,814 0 0
BROADSOFT INC COM 11133B409 25,402 462,700 SH   DFND 21 462,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,248 135,219 SH   DFND 17 135,219 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 133 1,467 SH   DFND 20 1,467 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 32,613 360,051 SH   DFND 21 317,780 0 42,271
BROOKDALE SR LIVING INC COM 112463104 40,492 4,174,391 SH   DFND 4 4,174,391 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,618 3,625,000 PRN   DFND 17 3,625,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 272 17,350 SH   DFND 17 17,350 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 45 2,866 SH   DFND 20 2,866 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 51 3,219 SH   DFND 21 0 0 3,219
BROOKS AUTOMATION INC COM 114340102 801 33,585 SH   DFND 17 33,585 0 0
BROOKS AUTOMATION INC COM 114340102 10,646 446,384 SH   DFND 21 365,873 0 80,511
BROWN & BROWN INC COM 115236101 11,863 230,534 SH   DFND 17 165,874 0 64,660
BROWN & BROWN INC COM 115236101 251 4,880 SH   DFND 21 4,880 0 0
BROWN FORMAN CORP CL B 115637209 480 6,986 SH   DFND 4 6,986 0 0
BROWN FORMAN CORP CL B 115637209 40 586 SH   DFND 17 586 0 0
BROWN FORMAN CORP CL B 115637209 813 11,839 SH   DFND 21 11,839 0 0
BRUKER CORP COM 116794108 10,404 303,145 SH   DFND 17 246,765 0 56,380
BRUNSWICK CORP COM 117043109 35,435 641,704 SH   DFND 17 641,704 0 0
BRYN MAWR BK CORP COM 117665109 355 8,024 SH   DFND 21 8,024 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 480 9,696 SH   DFND 4 9,696 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 7,418 149,700 SH   DFND 17 149,700 0 0
BUFFALO WILD WINGS INC COM 119848109 25,312 161,892 SH   DFND 21 161,892 0 0
BURLINGTON STORES INC COM 122017106 28,324 230,220 SH   DFND 17 230,220 0 0
CAE INC COM 124765108 31,317 1,680,399 SH   DFND 17 1,680,399 0 0
CAE INC COM 124765108 1,965 105,427 SH   DFND 21 0 0 105,427
CAI INTERNATIONAL INC COM 12477X106 149 5,269 SH   DFND 17 0 0 5,269
CAI INTERNATIONAL INC COM 12477X106 7,448 262,998 SH   DFND 21 179,411 0 83,587
CBIZ INC COM 124805102 207 13,413 SH   DFND 17 9,091 0 4,322
CBIZ INC COM 124805102 2,602 168,404 SH   DFND 21 141,939 0 26,465
CBS CORP NEW CL B 124857202 8,978 152,163 SH   DFND 4 152,163 0 0
CBS CORP NEW CL B 124857202 26,501 449,165 SH   DFND 17 306,578 0 142,587
CBS CORP NEW CALL 124857902 5,109 86,600 SH Call DFND 4 86,600 0 0
CBS CORP NEW PUT 124857952 29,211 495,100 SH Put DFND 4 495,100 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 512 4,110 SH   DFND 4 4,110 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 43 347 SH   DFND 17 347 0 0
CBRE GROUP INC CL A 12504L109 465 10,734 SH   DFND 4 10,734 0 0
CBRE GROUP INC CL A 12504L109 8,835 203,985 SH   DFND 17 168,420 0 35,565
CBRE GROUP INC CL A 12504L109 743 17,155 SH   DFND 21 0 0 17,155
CDW CORP COM 12514G108 36,778 529,260 SH   DFND 17 435,747 0 93,513
CDW CORP COM 12514G108 935 13,462 SH   DFND 20 13,462 0 0
CDW CORP COM 12514G108 32,023 460,836 SH   DFND 21 374,438 0 86,398
CF INDS HLDGS INC COM 125269100 355 8,334 SH   DFND 4 8,334 0 0
CF INDS HLDGS INC COM 125269100 13,389 314,744 SH   DFND 17 314,744 0 0
CF INDS HLDGS INC COM 125269100 1,489 34,996 SH   DFND 21 31,572 0 3,424
CF INDS HLDGS INC COM 125269100 8,657 203,500 SH   DFND 24 203,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 447 5,018 SH   DFND 4 5,018 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 38 425 SH   DFND 17 425 0 0
CIGNA CORPORATION COM 125509109 8,282 40,778 SH   DFND 4 40,778 0 0
CIGNA CORPORATION COM 125509109 13,987 68,872 SH   DFND 17 68,872 0 0
CIGNA CORPORATION COM 125509109 444 2,187 SH   DFND 20 2,187 0 0
CIGNA CORPORATION COM 125509109 34,599 170,363 SH   DFND 21 88,138 0 82,225
CIGNA CORPORATION CALL 125509909 12,064 59,400 SH Call DFND 4 59,400 0 0
CIGNA CORPORATION PUT 125509959 97,544 480,300 SH Put DFND 4 480,300 0 0
CIT GROUP INC COM NEW 125581801 1,296 26,331 SH   DFND 4 26,331 0 0
CIT GROUP INC COM NEW 125581801 5,934 120,540 SH   DFND 21 0 0 120,540
CME GROUP INC COM CL A 12572Q105 34,520 236,358 SH   DFND 17 175,472 0 60,886
CME GROUP INC COM CL A 12572Q105 7,741 53,000 SH   DFND 21 53,000 0 0
CME GROUP INC CALL 12572Q905 7,565 51,800 SH Call DFND 4 51,800 0 0
CME GROUP INC PUT 12572Q955 79,115 541,700 SH Put DFND 4 541,700 0 0
CMS ENERGY CORP COM 125896100 480 10,139 SH   DFND 4 10,139 0 0
CMS ENERGY CORP COM 125896100 312 6,593 SH   DFND 17 6,593 0 0
CMS ENERGY CORP COM 125896100 95 2,001 SH   DFND 20 2,001 0 0
CMS ENERGY CORP COM 125896100 13,211 279,308 SH   DFND 21 236,707 0 42,601
CNA FINL CORP COM 126117100 10,029 189,040 SH   DFND 17 165,344 0 23,696
CNA FINL CORP COM 126117100 214 4,026 SH   DFND 20 4,026 0 0
CNA FINL CORP COM 126117100 13,989 263,689 SH   DFND 21 229,669 0 34,020
CRA INTL INC COM 12618T105 2,587 57,545 SH   DFND 17 55,760 0 1,785
CNO FINL GROUP INC COM 12621E103 34,822 1,410,352 SH   DFND 17 1,397,330 0 13,022
CNO FINL GROUP INC COM 12621E103 129 5,220 SH   DFND 20 5,220 0 0
CNO FINL GROUP INC COM 12621E103 12,845 520,256 SH   DFND 21 338,152 0 182,104
CSG SYS INTL INC COM 126349109 1,532 34,953 SH   DFND 21 0 0 34,953
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 23,677 21,620,000 PRN   DFND 17 21,620,000 0 0
CSX CORP COM 126408103 150 2,729 SH   DFND 17 2,729 0 0
CSX CORP COM 126408103 16,257 295,526 SH   DFND 21 251,789 0 43,737
CSX CORP CALL 126408903 11,096 201,700 SH Call DFND 4 201,700 0 0
CSX CORP PUT 126408953 78,840 1,433,200 SH Put DFND 4 1,433,200 0 0
CSRA INC COM 12650T104 4,484 149,871 SH   DFND 4 149,871 0 0
CSRA INC COM 12650T104 27,476 918,329 SH   DFND 17 918,329 0 0
CSRA INC COM 12650T104 1,625 54,324 SH   DFND 21 54,324 0 0
CVR ENERGY INC COM 12662P108 730 19,594 SH   DFND 17 19,594 0 0
CVR ENERGY INC COM 12662P108 2,207 59,277 SH   DFND 21 59,277 0 0
CVS HEALTH CORP COM 126650100 56,770 783,031 SH   DFND 4 783,031 0 0
CVS HEALTH CORP COM 126650100 14,964 206,396 SH   DFND 17 191,114 0 15,282
CVS HEALTH CORP COM 126650100 1,767 24,370 SH   DFND 20 24,370 0 0
CVS HEALTH CORP COM 126650100 152,813 2,107,763 SH   DFND 21 1,310,637 0 797,126
CVS HEALTH CORP CALL 126650900 24,462 337,400 SH Call DFND 4 337,400 0 0
CVS HEALTH CORP PUT 126650950 92,699 1,278,600 SH Put DFND 4 1,278,600 0 0
CYS INVTS INC COM 12673A108 3,617 450,465 SH   DFND 17 423,947 0 26,518
CYS INVTS INC COM 12673A108 4,308 536,479 SH   DFND 21 245,579 0 290,900
CA INC COM 12673P105 377 11,334 SH   DFND 4 11,334 0 0
CA INC COM 12673P105 11,252 338,109 SH   DFND 17 122,125 0 215,984
CA INC COM 12673P105 277 8,317 SH   DFND 20 8,317 0 0
CA INC COM 12673P105 7,814 234,799 SH   DFND 21 91,830 0 142,969
CABOT CORP COM 127055101 40,855 663,343 SH   DFND 17 663,343 0 0
CABOT CORP COM 127055101 6,862 111,414 SH   DFND 21 101,768 0 9,646
CABOT OIL & GAS CORP COM 127097103 473 16,555 SH   DFND 4 16,555 0 0
CABOT OIL & GAS CORP COM 127097103 3,227 112,840 SH   DFND 17 111,655 0 1,185
CABOT OIL & GAS CORP COM 127097103 1,040 36,358 SH   DFND 21 36,358 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,755 82,425 SH   DFND 17 42,649 0 39,776
CABOT MICROELECTRONICS CORP COM 12709P103 190 2,018 SH   DFND 20 2,018 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 26,340 279,977 SH   DFND 21 189,177 0 90,800
CACI INTL INC CL A 127190304 330 2,491 SH   DFND 20 2,491 0 0
CACI INTL INC CL A 127190304 1,636 12,358 SH   DFND 21 11,767 0 591
CADENCE DESIGN SYSTEM INC COM 127387108 4,527 108,254 SH   DFND 4 108,254 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 52,953 1,266,216 SH   DFND 17 1,260,371 0 5,845
CADENCE DESIGN SYSTEM INC COM 127387108 16,875 403,519 SH   DFND 21 403,519 0 0
CAESARS ENTMT CORP COM 127686103 439,721 34,760,530 SH   DFND 4 34,721,519 0 39,011
CAESARS ENTMT CORP COM 127686103 18 1,425 SH   DFND 17 1,425 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 157,587 81,256,514 PRN   DFND 4 81,256,514 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 142,770 74,970,000 PRN   DFND 17 69,980,000 0 4,990,000
CAL MAINE FOODS INC COM NEW 128030202 10,273 231,124 SH   DFND 17 231,124 0 0
CAL MAINE FOODS INC COM NEW 128030202 2,199 49,481 SH   DFND 21 49,481 0 0
CAL MAINE FOODS INC COM NEW 128030202 5,276 118,705 SH   DFND 24 118,705 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 20,026 18,500,000 PRN   DFND 17 15,580,000 0 2,920,000
CALAVO GROWERS INC COM 128246105 15,085 178,730 SH   DFND 17 178,730 0 0
CALAVO GROWERS INC COM 128246105 1,822 21,585 SH   DFND 21 21,585 0 0
CALAVO GROWERS INC COM 128246105 6,734 79,792 SH   DFND 24 79,792 0 0
CALERES INC COM 129500104 237 7,083 SH   DFND 21 7,083 0 0
CALGON CARBON CORP COM 129603106 8,330 391,098 SH   DFND 4 391,098 0 0
CALGON CARBON CORP COM 129603106 25,624 1,203,000 SH   DFND 21 1,203,000 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 665 79,629 SH   DFND 17 77,064 0 2,565
CALLAWAY GOLF CO COM 131193104 8,095 581,097 SH   DFND 17 434,532 0 146,565
CALLAWAY GOLF CO COM 131193104 303 21,719 SH   DFND 21 12,321 0 9,398
CALLIDUS SOFTWARE INC COM 13123E500 295 10,284 SH   DFND 21 10,284 0 0
CALLON PETE CO DEL COM 13123X102 11,748 966,951 SH   DFND 17 730,652 0 236,299
CALLON PETE CO DEL COM 13123X102 206 16,937 SH   DFND 21 16,937 0 0
CALPINE CORP COM NEW 131347304 20,934 1,383,600 SH   DFND 21 1,383,600 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,283 24,800 SH   DFND 17 24,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 727 7,894 SH   DFND 21 2,965 0 4,929
CAMECO CORP COM 13321L108 10,927 1,179,195 SH   DFND 21 1,179,195 0 0
CAMPBELL SOUP CO COM 134429109 337 7,000 SH   DFND 4 7,000 0 0
CAMPBELL SOUP CO COM 134429109 28 582 SH   DFND 17 582 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 1,184 26,470 SH   DFND 17 20,760 0 5,710
CDN IMPERIAL BK COMM TORONTO COM 136069101 27,248 278,603 SH   DFND 17 107,672 0 170,931
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,500 15,334 SH   DFND 20 15,334 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 122,930 1,256,899 SH   DFND 21 781,421 0 475,478
CANADIAN NATL RY CO COM 136375102 333 4,024 SH   DFND 17 4,024 0 0
CANADIAN NATL RY CO COM 136375102 32,359 391,154 SH   DFND 21 197,858 0 193,296
CANADIAN NAT RES LTD COM 136385101 13,809 385,174 SH   DFND 17 385,174 0 0
CANADIAN NAT RES LTD COM 136385101 12,731 355,085 SH   DFND 21 144,362 0 210,723
CANADIAN NAT RES LTD COM 136385101 556 15,500 SH   DFND 24 15,500 0 0
CANADIAN PAC RY LTD COM 13645T100 23,974 130,798 SH   DFND 17 130,798 0 0
CANADIAN PAC RY LTD COM 13645T100 415 2,265 SH   DFND 21 2,265 0 0
CANTEL MEDICAL CORP COM 138098108 695 6,752 SH   DFND 17 6,752 0 0
CAPELLA EDUCATION COMPANY COM 139594105 1,290 16,669 SH   DFND 21 3,027 0 13,642
CAPITAL ONE FINL CORP COM 14040H105 7,321 73,521 SH   DFND 17 65,707 0 7,814
CAPITAL ONE FINL CORP COM 14040H105 173 1,734 SH   DFND 20 1,734 0 0
CAPITAL ONE FINL CORP COM 14040H105 35,369 355,186 SH   DFND 21 223,384 0 131,802
CAPITAL ONE FINL CORP CALL 14040H905 7,269 73,000 SH Call DFND 4 73,000 0 0
CAPITAL ONE FINL CORP PUT 14040H955 86,177 865,400 SH Put DFND 4 865,400 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 605 69,977 SH   DFND 17 69,977 0 0
CARA THERAPEUTICS INC COM 140755109 1,230 100,478 SH   DFND 17 97,250 0 3,228
CARBONITE INC COM 141337105 5,197 207,058 SH   DFND 17 202,233 0 4,825
CARDINAL HEALTH INC COM 14149Y108 18,916 308,729 SH   DFND 4 308,729 0 0
CARDINAL HEALTH INC COM 14149Y108 11,192 182,672 SH   DFND 17 182,672 0 0
CARDINAL HEALTH INC COM 14149Y108 634 10,354 SH   DFND 20 10,354 0 0
CARDINAL HEALTH INC COM 14149Y108 20,319 331,625 SH   DFND 21 232,264 0 99,361
CARDINAL HEALTH INC CALL 14149Y908 2,193 35,800 SH Call DFND 4 35,800 0 0
CARDINAL HEALTH INC PUT 14149Y958 28,129 459,100 SH Put DFND 4 459,100 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 18,198 20,220,000 PRN   DFND 17 20,220,000 0 0
CARE COM INC COM 141633107 2,479 137,440 SH   DFND 17 66,515 0 70,925
CAREER EDUCATION CORP COM 141665109 17 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 545 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 194 11,559 SH   DFND 20 11,559 0 0
CARETRUST REIT INC COM 14174T107 1,059 63,215 SH   DFND 21 33,811 0 29,404
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,672 73,015 SH   DFND 17 73,015 0 0
CARMAX INC COM 143130102 421 6,557 SH   DFND 4 6,557 0 0
CARMAX INC COM 143130102 35 542 SH   DFND 17 542 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,534 113,515 SH   DFND 4 113,515 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 99,191 1,494,511 SH   DFND 17 1,479,946 0 14,565
CARNIVAL CORP UNIT 99/99/9999 143658300 44,068 663,978 SH   DFND 21 257,036 0 406,942
CARNIVAL CORP CALL 143658900 6,365 95,900 SH Call DFND 4 95,900 0 0
CARNIVAL CORP PUT 143658950 33,523 505,100 SH Put DFND 4 505,100 0 0
CARNIVAL PLC ADR 14365C103 4,003 60,397 SH   DFND 17 60,397 0 0
CAROLINA FINL CORP NEW COM 143873107 1,928 51,904 SH   DFND 17 51,904 0 0
CAROLINA FINL CORP NEW COM 143873107 273 7,362 SH   DFND 21 7,362 0 0
CARRIAGE SVCS INC COM 143905107 4,097 159,337 SH   DFND 17 152,487 0 6,850
CARROLS RESTAURANT GROUP INC COM 14574X104 4,128 339,767 SH   DFND 17 327,575 0 12,192
CARTER INC COM 146229109 29,958 254,985 SH   DFND 17 231,407 0 23,578
CARTER INC COM 146229109 262 2,226 SH   DFND 21 2,226 0 0
CASELLA WASTE SYS INC CL A 147448104 743 32,255 SH   DFND 17 0 0 32,255
CASELLA WASTE SYS INC CL A 147448104 240 10,415 SH   DFND 20 10,415 0 0
CASELLA WASTE SYS INC CL A 147448104 1,058 45,956 SH   DFND 21 45,956 0 0
CATALENT INC COM 148806102 29,122 708,898 SH   DFND 17 580,191 0 128,707
CATERPILLAR INC DEL COM 149123101 286,219 1,816,342 SH   DFND 17 1,811,822 0 4,520
CATERPILLAR INC DEL COM 149123101 344 2,186 SH   DFND 21 0 0 2,186
CATERPILLAR INC DEL COM 149123101 109 690 SH   DFND 24 690 0 0
CATERPILLAR INC DEL CALL 149123901 7,895 50,100 SH Call DFND 4 50,100 0 0
CATERPILLAR INC DEL PUT 149123951 169,556 1,076,000 SH Put DFND 4 1,076,000 0 0
CATHAY GEN BANCORP COM 149150104 217 5,134 SH   DFND 17 5,134 0 0
CATO CORP NEW CL A 149205106 687 43,173 SH   DFND 17 4,930 0 38,243
CEDAR FAIR L P DEPOSITRY UNIT 150185106 7,825 120,405 SH   DFND 17 97,690 0 22,715
CELANESE CORP DEL COM SER A 150870103 11,316 105,675 SH   DFND 17 104,900 0 775
CELANESE CORP DEL COM SER A 150870103 526 4,908 SH   DFND 20 4,908 0 0
CELANESE CORP DEL COM SER A 150870103 3,829 35,755 SH   DFND 21 20,009 0 15,746
CELESTICA INC SUB VTG SHS 15101Q108 325 30,922 SH   DFND 17 30,922 0 0
CELESTICA INC SUB VTG SHS 15101Q108 233 22,193 SH   DFND 20 22,193 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,832 174,119 SH   DFND 21 160,009 0 14,110
CELGENE CORP COM 151020104 84,568 810,345 SH   DFND 4 810,345 0 0
CELGENE CORP COM 151020104 58,051 556,256 SH   DFND 17 488,569 0 67,687
CELGENE CORP COM 151020104 61,347 587,838 SH   DFND 21 472,798 0 115,040
CELGENE CORP COM 151020104 9,184 88,000 SH   DFND 24 88,000 0 0
CELGENE CORP CALL 151020904 22,886 219,300 SH Call DFND 4 219,300 0 0
CELGENE CORP PUT 151020954 127,048 1,217,400 SH Put DFND 4 1,217,400 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 42,642 41,960,000 PRN   DFND 17 41,960,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 24,032 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 624 6,188 SH   DFND 4 6,188 0 0
CENTENE CORP DEL COM 15135B101 17,445 172,927 SH   DFND 17 172,927 0 0
CENTENE CORP DEL COM 15135B101 465 4,608 SH   DFND 20 4,608 0 0
CENTENE CORP DEL COM 15135B101 62,290 617,464 SH   DFND 21 477,331 0 140,133
CENTENNIAL RESOURCE DEV INC CL A 15136A102 3,078 155,455 SH   DFND 17 155,455 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 267 13,500 SH   DFND 24 13,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 437 15,426 SH   DFND 4 15,426 0 0
CENTERPOINT ENERGY INC COM 15189T107 20,654 728,286 SH   DFND 17 596,108 0 132,178
CENTERPOINT ENERGY INC COM 15189T107 954 33,629 SH   DFND 20 33,629 0 0
CENTERPOINT ENERGY INC COM 15189T107 84,353 2,974,375 SH   DFND 21 1,793,210 0 1,181,165
CENTERSTATE BK CORP COM 15201P109 10,176 395,476 SH   DFND 17 289,628 0 105,848
CENTERSTATE BK CORP COM 15201P109 1,302 50,613 SH   DFND 21 50,613 0 0
CENTRAL GARDEN & PET CO COM 153527106 2,730 70,135 SH   DFND 17 51,570 0 18,565
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,174 110,696 SH   DFND 17 59,674 0 51,022
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 273 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,829 128,053 SH   DFND 21 97,183 0 30,870
CENTURY CASINOS INC COM 156492100 3,110 340,621 SH   DFND 17 328,820 0 11,801
CENTURY CMNTYS INC COM 156504300 1,506 48,424 SH   DFND 17 43,060 0 5,364
CENTURYLINK INC COM 156700106 580 34,771 SH   DFND 4 34,771 0 0
CENTURYLINK INC COM 156700106 6,010 360,319 SH   DFND 17 112,620 0 247,699
CENTURYLINK INC COM 156700106 93 5,547 SH   DFND 20 5,547 0 0
CENTURYLINK INC COM 156700106 12,933 775,331 SH   DFND 21 699,340 0 75,991
CERNER CORP COM 156782104 1,372 20,362 SH   DFND 4 20,362 0 0
CERNER CORP COM 156782104 1,272 18,875 SH   DFND 17 18,875 0 0
CERNER CORP CALL 156782904 1,200 17,800 SH Call DFND 4 17,800 0 0
CERNER CORP PUT 156782954 7,763 115,200 SH Put DFND 4 115,200 0 0
CEVA INC COM 157210105 4,500 97,515 SH   DFND 17 94,376 0 3,139
CHANGYOU COM LTD ADS REP CL A 15911M107 315 8,647 SH   DFND 21 8,647 0 0
CHARLES RIV LABS INTL INC COM 159864107 13,708 125,243 SH   DFND 17 90,269 0 34,974
CHARLES RIV LABS INTL INC COM 159864107 408 3,726 SH   DFND 20 3,726 0 0
CHARLES RIV LABS INTL INC COM 159864107 9,315 85,106 SH   DFND 21 72,434 0 12,672
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,788 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 15,482 46,083 SH   DFND 4 46,083 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,398 4,162 SH   DFND 17 4,162 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 11,456 34,100 SH Call DFND 4 34,100 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 149,704 445,600 SH Put DFND 4 445,600 0 0
CHARTER FINL CORP MD COM 16122W108 331 18,850 SH   DFND 17 18,850 0 0
CHATHAM LODGING TR COM 16208T102 1,379 60,605 SH   DFND 17 60,605 0 0
CHATHAM LODGING TR COM 16208T102 463 20,336 SH   DFND 21 8,454 0 11,882
CHEGG INC COM 163092109 1,340 82,127 SH   DFND 17 82,127 0 0
CHEMED CORP NEW COM 16359R103 629 2,588 SH   DFND 17 2,588 0 0
CHEMOURS CO COM 163851108 94,470 1,887,139 SH   DFND 17 1,809,810 0 77,329
CHEMOURS CO COM 163851108 269 5,374 SH   DFND 20 5,374 0 0
CHEMOURS CO COM 163851108 16,771 335,024 SH   DFND 21 288,502 0 46,522
CHEMOURS CO COM 163851108 651 13,000 SH   DFND 24 13,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 341 11,498 SH   DFND 4 11,498 0 0
CHENIERE ENERGY INC COM NEW 16411R208 14,676 272,594 SH   DFND 4 236,594 0 36,000
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 98,519 138,710,000 PRN   DFND 17 131,495,000 0 7,215,000
CHERRY HILL MTG INVT CORP COM 164651101 211 11,720 SH   DFND 17 11,720 0 0
CHESAPEAKE ENERGY CORP COM 165167107 130 32,709 SH   DFND 4 32,709 0 0
CHESAPEAKE ENERGY CORP COM 165167107 28,225 7,127,545 SH   DFND 17 7,127,545 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 426 15,707 SH   DFND 21 0 0 15,707
CHEVRON CORP NEW COM 166764100 13,521 108,000 SH   DFND 4 108,000 0 0
CHEVRON CORP NEW COM 166764100 186,564 1,490,245 SH   DFND 17 1,458,860 0 31,385
CHEVRON CORP NEW COM 166764100 612 4,891 SH   DFND 20 4,891 0 0
CHEVRON CORP NEW COM 166764100 162,357 1,296,882 SH   DFND 21 919,940 0 376,942
CHEVRON CORP NEW COM 166764100 3,081 24,612 SH   DFND 24 24,612 0 0
CHEVRON CORP NEW CALL 166764900 33,351 266,400 SH Call DFND 4 266,400 0 0
CHEVRON CORP NEW PUT 166764950 338,414 2,703,200 SH Put DFND 4 2,703,200 0 0
CHICOS FAS INC COM 168615102 40 4,560 SH   DFND 20 4,560 0 0
CHICOS FAS INC COM 168615102 118 13,378 SH   DFND 21 13,378 0 0
CHILDRENS PL INC COM 168905107 7,561 52,017 SH   DFND 17 41,052 0 10,965
CHILDRENS PL INC COM 168905107 7,830 53,867 SH   DFND 21 31,230 0 22,637
CHIMERA INVT CORP COM NEW 16934Q208 8,973 485,550 SH   DFND 17 186,558 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 351 18,985 SH   DFND 20 18,985 0 0
CHIMERA INVT CORP COM NEW 16934Q208 25,725 1,392,043 SH   DFND 21 866,083 0 525,960
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,026 158,804 SH   DFND 17 158,804 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,343 105,717 SH   DFND 21 105,717 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 650 8,863 SH   DFND 17 363 0 8,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 260 899 SH   DFND 4 899 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 21 72 SH   DFND 17 72 0 0
CHURCH & DWIGHT INC COM 171340102 447 8,908 SH   DFND 4 8,908 0 0
CHURCH & DWIGHT INC COM 171340102 11,197 223,187 SH   DFND 17 223,187 0 0
CHURCH & DWIGHT INC COM 171340102 1,055 21,022 SH   DFND 21 0 0 21,022
CHURCHILL DOWNS INC COM 171484108 4,702 20,205 SH   DFND 17 16,660 0 3,545
CHURCHILL DOWNS INC COM 171484108 6,050 26,000 SH   DFND 21 26,000 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 37,009 31,585,000 PRN   DFND 17 28,605,000 0 2,980,000
CIMAREX ENERGY CO COM 171798101 411 3,365 SH   DFND 4 3,365 0 0
CIMAREX ENERGY CO COM 171798101 36 299 SH   DFND 17 299 0 0
CIMAREX ENERGY CO COM 171798101 12 97 SH   DFND 21 97 0 0
CINCINNATI FINL CORP COM 172062101 404 5,389 SH   DFND 4 5,389 0 0
CINCINNATI FINL CORP COM 172062101 473 6,308 SH   DFND 17 6,308 0 0
CINEMARK HOLDINGS INC COM 17243V102 308 8,846 SH   DFND 21 8,846 0 0
CIRRUS LOGIC INC COM 172755100 8,687 167,507 SH   DFND 17 162,939 0 4,568
CIRRUS LOGIC INC COM 172755100 62 1,189 SH   DFND 20 1,189 0 0
CIRRUS LOGIC INC COM 172755100 22,064 425,446 SH   DFND 21 331,747 0 93,699
CISCO SYS INC COM 17275R102 198,318 5,178,027 SH   DFND 17 4,435,827 0 742,200
CISCO SYS INC COM 17275R102 2,854 74,524 SH   DFND 20 74,524 0 0
CISCO SYS INC COM 17275R102 271,439 7,087,174 SH   DFND 21 5,125,616 0 1,961,558
CISCO SYS INC CALL 17275R902 38,572 1,007,100 SH Call DFND 4 1,007,100 0 0
CISCO SYS INC PUT 17275R952 136,107 3,553,700 SH Put DFND 4 3,553,700 0 0
CINTAS CORP COM 172908105 482 3,093 SH   DFND 4 3,093 0 0
CINTAS CORP COM 172908105 4,491 28,821 SH   DFND 17 3,530 0 25,291
CINTAS CORP COM 172908105 9,013 57,836 SH   DFND 21 57,836 0 0
CITIGROUP INC COM NEW 172967424 151,147 2,031,271 SH   DFND 4 2,031,271 0 0
CITIGROUP INC COM NEW 172967424 164,985 2,217,249 SH   DFND 17 1,945,431 0 271,818
CITIGROUP INC COM NEW 172967424 2,996 40,262 SH   DFND 20 40,262 0 0
CITIGROUP INC COM NEW 172967424 330,278 4,438,630 SH   DFND 21 3,052,611 0 1,386,019
CITIGROUP INC CALL 172967904 70,072 941,700 SH Call DFND 4 941,700 0 0
CITIGROUP INC PUT 172967954 339,124 4,557,500 SH Put DFND 4 4,557,500 0 0
CITIZENS FINL GROUP INC COM 174610105 777 18,505 SH   DFND 4 18,505 0 0
CITIZENS FINL GROUP INC COM 174610105 134,493 3,203,751 SH   DFND 17 3,158,192 0 45,559
CITIZENS FINL GROUP INC COM 174610105 820 19,542 SH   DFND 20 19,542 0 0
CITIZENS FINL GROUP INC COM 174610105 58,300 1,388,766 SH   DFND 21 1,368,874 0 19,892
CITRIX SYS INC COM 177376100 457 5,196 SH   DFND 4 5,196 0 0
CITRIX SYS INC COM 177376100 39 445 SH   DFND 17 445 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 145,773 112,120,000 PRN   DFND 17 106,380,000 0 5,740,000
CLARUS CORP NEW COM 18270P109 726 92,425 SH   DFND 17 92,425 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 5,173 205,835 SH   DFND 17 205,835 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 39,421 35,860,000 PRN   DFND 17 34,075,000 0 1,785,000
CLOROX CO DEL COM 189054109 691 4,649 SH   DFND 4 4,649 0 0
CLOROX CO DEL COM 189054109 3,090 20,774 SH   DFND 17 20,774 0 0
CLOVIS ONCOLOGY INC COM 189464100 12,464 183,291 SH   DFND 17 175,716 0 7,575
CLOVIS ONCOLOGY INC COM 189464100 3,876 57,000 SH   DFND 24 57,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 34,918 26,405,000 PRN   DFND 17 25,235,000 0 1,170,000
COCA COLA CO COM 191216100 19,826 432,118 SH   DFND 4 432,118 0 0
COCA COLA CO COM 191216100 6,275 136,763 SH   DFND 17 110,263 0 26,500
COCA COLA CO COM 191216100 15,715 342,514 SH   DFND 21 341,514 0 1,000
COCA COLA CO CALL 191216900 9,809 213,800 SH Call DFND 4 213,800 0 0
COCA COLA CO PUT 191216950 211,365 4,606,900 SH Put DFND 4 4,606,900 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 581 8,340 SH   DFND 21 8,340 0 0
COGNEX CORP COM 192422103 20,959 342,689 SH   DFND 17 192,564 0 150,125
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,113 72,000 SH   DFND 4 72,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 22,414 315,596 SH   DFND 17 241,161 0 74,435
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14,532 204,622 SH   DFND 21 173,981 0 30,641
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 12,407 174,700 SH Call DFND 4 174,700 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 63,691 896,800 SH Put DFND 4 896,800 0 0
COHERENT INC COM 192479103 61,593 218,244 SH   DFND 17 178,668 0 39,576
COHERENT INC COM 192479103 576 2,042 SH   DFND 20 2,042 0 0
COHERENT INC COM 192479103 20,809 73,732 SH   DFND 21 60,428 0 13,304
COHU INC COM 192576106 1,362 62,054 SH   DFND 17 14,039 0 48,015
COHU INC COM 192576106 543 24,750 SH   DFND 21 0 0 24,750
COLFAX CORP COM 194014106 9,187 231,879 SH   DFND 17 166,789 0 65,090
COLGATE PALMOLIVE CO COM 194162103 1,959 25,968 SH   DFND 17 25,928 0 40
COLGATE PALMOLIVE CO COM 194162103 58,025 769,055 SH   DFND 21 523,876 0 245,179
COLGATE PALMOLIVE CO COM 194162103 777 10,300 SH   DFND 24 10,300 0 0
COLGATE PALMOLIVE CO CALL 194162903 10,978 145,500 SH Call DFND 4 145,500 0 0
COLGATE PALMOLIVE CO PUT 194162953 121,029 1,604,100 SH Put DFND 4 1,604,100 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 909 15,009 SH   DFND 21 15,009 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 113 9,925 SH   DFND 17 9,925 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 779 68,293 SH   DFND 21 24,180 0 44,113
COLUMBUS MCKINNON CORP N Y COM 199333105 8,790 219,848 SH   DFND 17 165,343 0 54,505
COMFORT SYS USA INC COM 199908104 35,715 818,206 SH   DFND 17 818,206 0 0
COMFORT SYS USA INC COM 199908104 79 1,811 SH   DFND 21 1,811 0 0
COMCAST CORP NEW CL A 20030N101 24,584 613,844 SH   DFND 4 613,844 0 0
COMCAST CORP NEW CL A 20030N101 306,888 7,662,631 SH   DFND 17 7,218,337 0 444,294
COMCAST CORP NEW CL A 20030N101 2,922 72,963 SH   DFND 20 72,963 0 0
COMCAST CORP NEW CL A 20030N101 247,044 6,168,378 SH   DFND 21 4,237,730 0 1,930,648
COMCAST CORP NEW CALL 20030N901 17,778 443,900 SH Call DFND 4 443,900 0 0
COMCAST CORP NEW PUT 20030N951 217,480 5,430,200 SH Put DFND 4 5,430,200 0 0
COMERICA INC COM 200340107 546 6,291 SH   DFND 4 6,291 0 0
COMERICA INC COM 200340107 11,410 131,431 SH   DFND 17 131,431 0 0
COMERICA INC COM 200340107 409 4,707 SH   DFND 20 4,707 0 0
COMERICA INC COM 200340107 1,194 13,751 SH   DFND 21 13,751 0 0
COMMERCIAL VEH GROUP INC COM 202608105 109 10,165 SH   DFND 17 10,165 0 0
COMMVAULT SYSTEMS INC COM 204166102 277 5,275 SH   DFND 17 5,275 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 195 25,600 SH   DFND 17 0 0 25,600
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 411 13,903 SH   DFND 21 13,903 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 15,596 1,107,653 SH   DFND 21 1,107,653 0 0
CONAGRA BRANDS INC COM 205887102 563 14,943 SH   DFND 4 14,943 0 0
CONAGRA BRANDS INC COM 205887102 47 1,257 SH   DFND 17 1,257 0 0
CONAGRA BRANDS INC COM 205887102 15,951 423,436 SH   DFND 21 400,747 0 22,689
CONCERT PHARMACEUTICALS INC COM 206022105 3,010 116,356 SH   DFND 17 112,319 0 4,037
CONCHO RES INC COM 20605P101 7,024 46,760 SH   DFND 4 46,760 0 0
CONCHO RES INC COM 20605P101 13,045 86,837 SH   DFND 17 86,837 0 0
CONCHO RES INC COM 20605P101 1,337 8,900 SH   DFND 24 8,900 0 0
CONCHO RES INC CALL 20605P901 2,719 18,100 SH Call DFND 4 18,100 0 0
CONCHO RES INC PUT 20605P951 17,531 116,700 SH Put DFND 4 116,700 0 0
CONDUENT INC COM 206787103 503 31,150 SH   DFND 17 31,150 0 0
CONDUENT INC COM 206787103 11 683 SH   DFND 21 682 0 1
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 27,459 1,637,378 SH   DFND 17 1,637,378 0 0
CONNS INC COM 208242107 283 7,970 SH   DFND 21 5,103 0 2,867
CONOCOPHILLIPS COM 20825C104 139,599 2,543,254 SH   DFND 17 2,517,616 0 25,638
CONOCOPHILLIPS COM 20825C104 6,474 117,954 SH   DFND 21 49,898 0 68,056
CONOCOPHILLIPS COM 20825C104 725 13,200 SH   DFND 24 13,200 0 0
CONOCOPHILLIPS CALL 20825C904 13,421 244,500 SH Call DFND 4 244,500 0 0
CONOCOPHILLIPS PUT 20825C954 80,793 1,471,900 SH Put DFND 4 1,471,900 0 0
CONSOLIDATED EDISON INC COM 209115104 204 2,396 SH   DFND 4 2,396 0 0
CONSOLIDATED EDISON INC COM 209115104 11,373 133,879 SH   DFND 17 48,690 0 85,189
CONSOLIDATED EDISON INC COM 209115104 167 1,967 SH   DFND 20 1,967 0 0
CONSOLIDATED EDISON INC COM 209115104 25,011 294,417 SH   DFND 21 280,448 0 13,969
CONSOLIDATED EDISON INC CALL 209115904 3,339 39,300 SH Call DFND 4 39,300 0 0
CONSOLIDATED EDISON INC PUT 209115954 39,612 466,300 SH Put DFND 4 466,300 0 0
CONSTELLATION BRANDS INC CL A 21036P108 80,972 354,254 SH   DFND 17 323,323 0 30,931
CONSTELLATION BRANDS INC CL A 21036P108 543 2,375 SH   DFND 20 2,375 0 0
CONSTELLATION BRANDS INC CL A 21036P108 78,507 343,470 SH   DFND 21 265,392 0 78,078
CONSTELLATION BRANDS INC CL A 21036P108 4,023 17,600 SH   DFND 24 17,600 0 0
CONSTELLATION BRANDS INC CALL 21036P908 9,303 40,700 SH Call DFND 4 40,700 0 0
CONSTELLATION BRANDS INC PUT 21036P958 103,794 454,100 SH Put DFND 4 454,100 0 0
CONTINENTAL RESOURCES INC COM 212015101 7,155 135,074 SH   DFND 4 135,074 0 0
CONTINENTAL RESOURCES INC COM 212015101 32,922 621,519 SH   DFND 17 616,426 0 5,093
CONTINENTAL RESOURCES INC COM 212015101 145 2,743 SH   DFND 21 1,086 0 1,657
CONTINENTAL RESOURCES INC COM 212015101 1,430 27,000 SH   DFND 24 27,000 0 0
CONTROL4 CORP COM 21240D107 1,515 50,919 SH   DFND 17 50,919 0 0
CONTROL4 CORP COM 21240D107 7,855 263,946 SH   DFND 21 261,681 0 2,265
CONVERGYS CORP COM 212485106 28,172 1,198,813 SH   DFND 17 1,198,813 0 0
CONVERGYS CORP COM 212485106 36 1,516 SH   DFND 20 1,516 0 0
CONVERGYS CORP COM 212485106 11,495 489,132 SH   DFND 21 429,438 0 59,694
COOPER COS INC COM NEW 216648402 378 1,735 SH   DFND 4 1,735 0 0
COOPER COS INC COM NEW 216648402 4,543 20,850 SH   DFND 17 19,895 0 955
COOPER COS INC COM NEW 216648402 297 1,365 SH   DFND 20 1,365 0 0
COOPER COS INC COM NEW 216648402 27,130 124,520 SH   DFND 21 86,252 0 38,268
COOPER STD HLDGS INC COM 21676P103 718 5,863 SH   DFND 17 4,189 0 1,674
COOPER STD HLDGS INC COM 21676P103 103 843 SH   DFND 20 843 0 0
COOPER STD HLDGS INC COM 21676P103 16,630 135,752 SH   DFND 21 79,038 0 56,714
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 844 118,846 SH   DFND 17 115,007 0 3,839
CORCEPT THERAPEUTICS INC COM 218352102 727 40,245 SH   DFND 17 0 0 40,245
CORCEPT THERAPEUTICS INC COM 218352102 341 18,885 SH   DFND 21 18,885 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 885 23,161 SH   DFND 21 15,062 0 8,099
CORECIVIC INC COM 21871N101 255 11,322 SH   DFND 17 11,322 0 0
CORECIVIC INC COM 21871N101 1,528 67,922 SH   DFND 21 67,922 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 15,330 433,900 SH   DFND 17 433,900 0 0
CORNING INC COM 219350105 25,953 811,298 SH   DFND 17 672,371 0 138,927
CORNING INC COM 219350105 1,382 43,208 SH   DFND 20 43,208 0 0
CORNING INC COM 219350105 89,197 2,788,266 SH   DFND 21 2,018,480 0 769,786
CORNING INC CALL 219350905 2,901 90,700 SH Call DFND 4 90,700 0 0
CORNING INC PUT 219350955 19,357 605,100 SH Put DFND 4 605,100 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 5,840 200,000 SH   DFND 4 200,000 0 0
CORVEL CORP COM 221006109 294 5,554 SH   DFND 21 5,554 0 0
COSTCO WHSL CORP NEW COM 22160K105 182,544 980,789 SH   DFND 17 924,341 0 56,448
COSTCO WHSL CORP NEW COM 22160K105 10,649 57,218 SH   DFND 21 13,008 0 44,210
COSTCO WHSL CORP NEW CALL 22160K905 22,390 120,300 SH Call DFND 4 120,300 0 0
COSTCO WHSL CORP NEW PUT 22160K955 167,192 898,300 SH Put DFND 4 898,300 0 0
COSTAR GROUP INC COM 22160N109 2,208 7,434 SH   DFND 17 7,434 0 0
COSTAR GROUP INC COM 22160N109 7,498 25,250 SH   DFND 21 25,250 0 0
COTIVITI HLDGS INC COM 22164K101 755 23,443 SH   DFND 17 23,443 0 0
COTIVITI HLDGS INC COM 22164K101 3,333 103,489 SH   DFND 21 90,230 0 13,259
COTY INC COM CL A 222070203 338 17,000 SH   DFND 4 17,000 0 0
COTY INC COM CL A 222070203 28 1,405 SH   DFND 17 1,405 0 0
COUSINS PPTYS INC COM 222795106 24,934 2,695,530 SH   DFND 17 2,695,530 0 0
CRANE CO COM 224399105 45,882 514,256 SH   DFND 17 514,256 0 0
CRAWFORD & CO CL A 224633206 407 47,940 SH   DFND 17 47,940 0 0
CRAWFORD & CO CL A 224633206 592 69,590 SH   DFND 21 69,590 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,090 6,461 SH   DFND 17 6,461 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,042 6,312 SH   DFND 21 6,312 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 62,498 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 12,384 333,450 SH   DFND 17 333,450 0 0
CREE INC COM 225447101 49 1,332 SH   DFND 21 341 0 991
CRESCENT PT ENERGY CORP COM 22576C101 3 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 269 35,116 SH   DFND 21 0 0 35,116
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 380 14,727 SH   DFND 4 14,727 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 35 1,375 SH   DFND 17 1,375 0 0
CRITEO S A SPONS ADS 226718104 72,692 2,792,615 SH   DFND 17 2,712,895 0 79,720
CRITEO S A SPONS ADS 226718104 1,188 45,625 SH   DFND 21 45,625 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 3,219 252,291 SH   DFND 17 243,146 0 9,145
CROWN CASTLE INTL CORP NEW COM 22822V101 533 4,803 SH   DFND 17 4,803 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 145,710 128,660 SH   DFND 17 118,800 0 9,860
CROWN CASTLE INTL CORP NEW CALL 22822V901 10,013 90,200 SH Call DFND 4 90,200 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 65,574 590,700 SH Put DFND 4 590,700 0 0
CRYOLIFE INC COM 228903100 3,372 176,090 SH   DFND 17 170,555 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 3,325 387,099 SH   DFND 17 374,620 0 12,479
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4 100 SH   DFND 17 100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 11,562 262,167 SH   DFND 20 233,568 0 28,599
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 155 3,513 SH   DFND 21 1,934 0 1,579
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 472 10,700 SH   DFND 24 10,700 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 7,546 7,150,000 PRN   DFND 17 7,150,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 77,215 75,225,000 PRN   DFND 17 75,225,000 0 0
CUBESMART COM 229663109 6,986 241,554 SH   DFND 4 241,554 0 0
CUBESMART COM 229663109 11,786 407,534 SH   DFND 21 407,534 0 0
CUMMINS INC COM 231021106 18,413 104,238 SH   DFND 17 104,238 0 0
CUMMINS INC COM 231021106 1,292 7,314 SH   DFND 20 7,314 0 0
CUMMINS INC COM 231021106 47,331 267,949 SH   DFND 21 230,292 0 37,657
CUMMINS INC CALL 231021906 5,246 29,700 SH Call DFND 4 29,700 0 0
CUMMINS INC PUT 231021956 57,108 323,300 SH Put DFND 4 323,300 0 0
CUTERA INC COM 232109108 6,644 146,507 SH   DFND 17 142,068 0 4,439
CUTERA INC COM 232109108 1,737 38,303 SH   DFND 21 32,363 0 5,940
CYMABAY THERAPEUTICS INC COM 23257D103 1,095 119,009 SH   DFND 17 115,063 0 3,946
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 79,701 60,220,000 PRN   DFND 17 56,935,000 0 3,285,000
CYTOKINETICS INC COM NEW 23282W605 913 112,057 SH   DFND 17 108,667 0 3,390
CYRUSONE INC COM 23283R100 31,330 526,292 SH   DFND 17 526,292 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 1,155 54,703 SH   DFND 17 54,703 0 0
DMC GLOBAL INC COM 23291C103 2,007 80,121 SH   DFND 17 71,369 0 8,752
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 1,080 29,738 SH   DFND 4 29,738 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 8,532 145,153 SH   DFND 4 145,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,339 90,835 SH   DFND 17 73,645 0 17,190
DDR CORP COM 23317H102 5,331 595,000 SH   DFND 4 595,000 0 0
D R HORTON INC COM 23331A109 622 12,181 SH   DFND 4 12,181 0 0
D R HORTON INC COM 23331A109 113,776 2,227,853 SH   DFND 17 2,115,292 0 112,561
D R HORTON INC COM 23331A109 8,360 163,691 SH   DFND 21 142,584 0 21,107
DST SYS INC DEL COM 233326107 33,933 546,685 SH   DFND 17 546,685 0 0
DST SYS INC DEL COM 233326107 85 1,366 SH   DFND 20 1,366 0 0
DST SYS INC DEL COM 233326107 15,398 248,068 SH   DFND 21 159,524 0 88,544
DTE ENERGY CO COM 233331107 809 7,391 SH   DFND 4 7,391 0 0
DTE ENERGY CO COM 233331107 12,207 111,518 SH   DFND 17 90,634 0 20,884
DTE ENERGY CO COM 233331107 1,284 11,727 SH   DFND 20 11,727 0 0
DTE ENERGY CO COM 233331107 48,139 439,784 SH   DFND 21 320,662 0 119,122
DTE ENERGY CO CALL 233331907 2,058 18,800 SH Call DFND 4 18,800 0 0
DTE ENERGY CO PUT 233331957 7,958 72,700 SH Put DFND 4 72,700 0 0
DSW INC CL A 23334L102 485 22,650 SH   DFND 21 0 0 22,650
DXC TECHNOLOGY CO COM 23355L106 4,745 50,000 SH   DFND 4 50,000 0 0
DXC TECHNOLOGY CO COM 23355L106 154,745 1,630,609 SH   DFND 17 1,377,193 0 253,416
DXC TECHNOLOGY CO COM 23355L106 803 8,459 SH   DFND 20 8,459 0 0
DXC TECHNOLOGY CO COM 23355L106 54,413 573,369 SH   DFND 21 509,290 0 64,079
DXC TECHNOLOGY CO CALL 23355L906 5,694 60,000 SH Call DFND 4 60,000 0 0
DXC TECHNOLOGY CO PUT 23355L956 23,668 249,400 SH Put DFND 4 249,400 0 0
DANA INCORPORATED COM 235825205 40,053 1,251,278 SH   DFND 17 1,215,223 0 36,055
DANA INCORPORATED COM 235825205 114 3,572 SH   DFND 20 3,572 0 0
DANA INCORPORATED COM 235825205 6,792 212,184 SH   DFND 21 171,954 0 40,230
DANAHER CORP DEL COM 235851102 26,082 281,000 SH   DFND 4 281,000 0 0
DANAHER CORP DEL COM 235851102 52,831 569,177 SH   DFND 17 566,256 0 2,921
DANAHER CORP DEL COM 235851102 1,040 11,204 SH   DFND 20 11,204 0 0
DANAHER CORP DEL COM 235851102 69,644 750,314 SH   DFND 21 638,018 0 112,296
DANAHER CORP DEL COM 235851102 6,115 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 8,437 90,900 SH Call DFND 4 90,900 0 0
DANAHER CORP DEL PUT 235851952 72,372 779,700 SH Put DFND 4 779,700 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,437 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 436 4,539 SH   DFND 4 4,539 0 0
DARDEN RESTAURANTS INC COM 237194105 6,494 67,633 SH   DFND 17 67,633 0 0
DARDEN RESTAURANTS INC COM 237194105 1,086 11,314 SH   DFND 20 11,314 0 0
DARDEN RESTAURANTS INC COM 237194105 63,670 663,088 SH   DFND 21 383,474 0 279,614
DASEKE INC COM 23753F107 5,022 351,412 SH   DFND 17 342,561 0 8,851
DATAWATCH CORP COM NEW 237917208 2,635 277,394 SH   DFND 17 265,894 0 11,500
DAVE & BUSTERS ENTMT INC COM 238337109 9,328 169,076 SH   DFND 17 130,863 0 38,213
DAVE & BUSTERS ENTMT INC COM 238337109 381 6,897 SH   DFND 21 6,897 0 0
DAVITA INC COM 23918K108 397 5,489 SH   DFND 4 5,489 0 0
DAVITA INC COM 23918K108 33 460 SH   DFND 17 460 0 0
DAVITA INC COM 23918K108 12,381 171,370 SH   DFND 21 171,370 0 0
DEAN FOODS CO NEW COM NEW 242370203 51 4,381 SH   DFND 20 4,381 0 0
DEAN FOODS CO NEW COM NEW 242370203 992 85,834 SH   DFND 21 19,818 0 66,016
DEERE & CO COM 244199105 8,318 53,149 SH   DFND 4 53,149 0 0
DEERE & CO COM 244199105 173,694 1,109,798 SH   DFND 17 1,109,798 0 0
DEERE & CO COM 244199105 48,850 312,119 SH   DFND 21 136,407 0 175,712
DEERE & CO COM 244199105 10,173 65,000 SH   DFND 24 65,000 0 0
DEERE & CO CALL 244199905 485 3,100 SH Call DFND 4 3,100 0 0
DEERE & CO PUT 244199955 89,352 570,900 SH Put DFND 4 570,900 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 16,528 521,396 SH   DFND 17 521,396 0 0
DELEK US HLDGS INC NEW COM 24665A103 21 608 SH   DFND 20 608 0 0
DELEK US HLDGS INC NEW COM 24665A103 7,776 222,554 SH   DFND 21 219,234 0 3,320
DELL TECHNOLOGIES INC COM CL V 24703L103 1,548 19,044 SH   DFND 17 18,525 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 1,773 21,815 SH   DFND 21 21,815 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,736 156,000 SH   DFND 4 156,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 31,732 566,635 SH   DFND 17 558,470 0 8,165
DELTA AIR LINES INC DEL COM NEW 247361702 276 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 30,483 544,335 SH   DFND 21 518,631 0 25,704
DELTA AIR LINES INC DEL CALL 247361902 9,996 178,500 SH Call DFND 4 178,500 0 0
DELTA AIR LINES INC DEL PUT 247361952 51,940 927,500 SH Put DFND 4 927,500 0 0
DENBURY RES INC COM NEW 247916208 1,425 644,621 SH   DFND 17 644,621 0 0
DELUXE CORP COM 248019101 38,857 505,688 SH   DFND 17 505,688 0 0
DELUXE CORP COM 248019101 303 3,940 SH   DFND 20 3,940 0 0
DELUXE CORP COM 248019101 11,548 150,284 SH   DFND 21 87,723 0 62,561
DENALI THERAPEUTICS INC COM 24823R105 2,622 167,645 SH   DFND 17 167,645 0 0
DENALI THERAPEUTICS INC COM 24823R105 499 31,900 SH   DFND 24 31,900 0 0
DENTSPLY SIRONA INC COM 24906P109 541 8,223 SH   DFND 4 8,223 0 0
DENTSPLY SIRONA INC COM 24906P109 1,787 27,144 SH   DFND 17 27,144 0 0
DENTSPLY SIRONA INC COM 24906P109 2,846 43,233 SH   DFND 21 23,158 0 20,075
DERMIRA INC COM 24983L104 14 505 SH   DFND 17 505 0 0
DERMIRA INC COM 24983L104 417 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 23,645 27,615,000 PRN   DFND 17 27,615,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 36,365 878,381 SH   DFND 4 878,381 0 0
DEVON ENERGY CORP NEW COM 25179M103 16,395 396,010 SH   DFND 17 333,753 0 62,257
DEVON ENERGY CORP NEW COM 25179M103 12 300 SH   DFND 21 300 0 0
DEVON ENERGY CORP NEW CALL 25179M903 4,256 102,800 SH Call DFND 4 102,800 0 0
DEVON ENERGY CORP NEW PUT 25179M953 20,543 496,200 SH Put DFND 4 496,200 0 0
DEXCOM INC COM 252131107 15,033 261,949 SH   DFND 17 150,485 0 111,464
DEXCOM INC COM 252131107 82 1,435 SH   DFND 21 1,435 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,989 160,800 SH   DFND 17 160,800 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 72 3,876 SH   DFND 21 3,876 0 0
DIAMONDBACK ENERGY INC COM 25278X109 7,869 62,329 SH   DFND 4 62,329 0 0
DIAMONDBACK ENERGY INC COM 25278X109 13,167 104,295 SH   DFND 17 104,295 0 0
DIAMONDBACK ENERGY INC COM 25278X109 352 2,791 SH   DFND 20 2,791 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,550 12,277 SH   DFND 21 12,277 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,452 11,500 SH   DFND 24 11,500 0 0
DICKS SPORTING GOODS INC COM 253393102 3,196 111,220 SH   DFND 17 111,220 0 0
DICKS SPORTING GOODS INC COM 253393102 2,411 83,888 SH   DFND 21 7,662 0 76,226
DIGITAL RLTY TR INC COM 253868103 26,230 230,288 SH   DFND 4 230,288 0 0
DIGITAL RLTY TR INC COM 253868103 19,303 169,472 SH   DFND 17 169,472 0 0
DIGITAL RLTY TR INC COM 253868103 1,224 10,749 SH   DFND 21 6,374 0 4,375
DIGITAL RLTY TR INC CALL 253868903 433 3,800 SH Call DFND 4 3,800 0 0
DIGITAL RLTY TR INC PUT 253868953 2,984 26,200 SH Put DFND 4 26,200 0 0
DILLARDS INC CL A 254067101 2,825 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 723 12,039 SH   DFND 21 9,945 0 2,094
DINEEQUITY INC COM 254423106 720 14,191 SH   DFND 21 0 0 14,191
DISNEY WALT CO COM DISNEY 254687106 9,953 92,581 SH   DFND 4 92,581 0 0
DISNEY WALT CO COM DISNEY 254687106 169,076 1,572,651 SH   DFND 17 1,570,651 0 2,000
DISNEY WALT CO COM DISNEY 254687106 248 2,305 SH   DFND 20 2,305 0 0
DISNEY WALT CO COM DISNEY 254687106 68,907 640,937 SH   DFND 21 416,028 0 224,909
DISNEY WALT CO COM DISNEY 254687106 97 899 SH   DFND 24 899 0 0
DISNEY WALT CO CALL 254687906 32,253 300,000 SH Call DFND 4 300,000 0 0
DISNEY WALT CO PUT 254687956 233,555 2,172,400 SH Put DFND 4 2,172,400 0 0
DISCOVER FINL SVCS COM 254709108 32,964 428,544 SH   DFND 4 428,544 0 0
DISCOVER FINL SVCS COM 254709108 16,586 215,626 SH   DFND 17 215,626 0 0
DISCOVER FINL SVCS COM 254709108 17,396 226,155 SH   DFND 21 179,540 0 46,615
DISCOVER FINL SVCS CALL 254709908 4,669 60,700 SH Call DFND 4 60,700 0 0
DISCOVER FINL SVCS PUT 254709958 38,629 502,200 SH Put DFND 4 502,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 124 5,553 SH   DFND 4 5,553 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 10 444 SH   DFND 17 444 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 674 30,125 SH   DFND 21 0 0 30,125
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,511 67,500 SH Put DFND 21 67,500 0 0
DISH NETWORK CORP CL A 25470M109 4,657 97,526 SH   DFND 4 97,526 0 0
DISH NETWORK CORP CL A 25470M109 32 677 SH   DFND 17 677 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 21,813 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 115,529 106,240,000 PRN   DFND 17 100,475,000 0 5,765,000
DR REDDYS LABS LTD ADR 256135203 546 14,532 SH   DFND 21 14,532 0 0
DOLBY LABORATORIES INC COM 25659T107 34,907 563,010 SH   DFND 17 530,590 0 32,420
DOLLAR GEN CORP NEW COM 256677105 996 10,705 SH   DFND 4 10,705 0 0
DOLLAR GEN CORP NEW COM 256677105 72 769 SH   DFND 17 769 0 0
DOLLAR GEN CORP NEW CALL 256677905 2,493 26,800 SH Call DFND 4 26,800 0 0
DOLLAR GEN CORP NEW PUT 256677955 31,577 339,500 SH Put DFND 4 339,500 0 0
DOLLAR TREE INC COM 256746108 434 4,045 SH   DFND 4 4,045 0 0
DOLLAR TREE INC COM 256746108 44,203 411,915 SH   DFND 17 299,124 0 112,791
DOLLAR TREE INC CALL 256746908 1,535 14,300 SH Call DFND 4 14,300 0 0
DOLLAR TREE INC PUT 256746958 14,508 135,200 SH Put DFND 4 135,200 0 0
DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 341 11,185 SH   DFND 4 11,185 0 0
DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 32 1,040 SH   DFND 17 1,040 0 0
DOMINION ENERGY INC COM 25746U109 1,253 15,462 SH   DFND 4 15,462 0 0
DOMINION ENERGY INC COM 25746U109 179 2,203 SH   DFND 17 2,203 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 85,239 1,650,000 SH   DFND 17 1,650,000 0 0
DOMINION ENERGY INC CALL 25746U909 4,604 56,800 SH Call DFND 4 56,800 0 0
DOMINION ENERGY INC PUT 25746U959 68,253 842,000 SH Put DFND 4 842,000 0 0
DOMINOS PIZZA INC COM 25754A201 5,669 30,000 SH   DFND 4 30,000 0 0
DOMINOS PIZZA INC COM 25754A201 502 2,658 SH   DFND 20 2,658 0 0
DOMINOS PIZZA INC COM 25754A201 1,588 8,404 SH   DFND 21 8,404 0 0
DOMTAR CORP COM NEW 257559203 4,044 81,421 SH   DFND 17 77,680 0 3,741
DOMTAR CORP COM NEW 257559203 48 973 SH   DFND 20 973 0 0
DOMTAR CORP COM NEW 257559203 23,763 478,432 SH   DFND 21 458,522 0 19,910
DONALDSON INC COM 257651109 451 9,216 SH   DFND 21 2,486 0 6,730
DONALDSON INC COM 257651109 9,205 188,040 SH   DFND 24 188,040 0 0
DONEGAL GROUP INC CL A 257701201 1,273 73,590 SH   DFND 17 73,590 0 0
DOUGLAS EMMETT INC COM 25960P109 11,101 270,363 SH   DFND 4 270,363 0 0
DOUGLAS EMMETT INC COM 25960P109 3,909 95,203 SH   DFND 21 0 0 95,203
DOVER CORP COM 260003108 10,666 105,610 SH   DFND 4 105,610 0 0
DOVER CORP COM 260003108 47 470 SH   DFND 17 470 0 0
DOWDUPONT INC COM 26078J100 223,493 3,138,071 SH   DFND 17 2,755,326 0 382,745
DOWDUPONT INC COM 26078J100 13,041 183,111 SH   DFND 20 183,111 0 0
DOWDUPONT INC COM 26078J100 178,071 2,500,294 SH   DFND 21 2,065,951 0 434,343
DOWDUPONT INC COM 26078J100 5,605 78,700 SH   DFND 24 78,700 0 0
DOWDUPONT INC CALL 26078J900 27,975 392,800 SH Call DFND 4 392,800 0 0
DOWDUPONT INC PUT 26078J950 142,276 1,997,700 SH Put DFND 4 1,997,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 632 6,512 SH   DFND 4 6,512 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 96,996 999,338 SH   DFND 17 982,217 0 17,121
DR PEPPER SNAPPLE GROUP INC COM 26138E109 306 3,157 SH   DFND 20 3,157 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,355 261,228 SH   DFND 21 180,982 0 80,246
DUCOMMUN INC DEL COM 264147109 1,016 35,714 SH   DFND 17 31,796 0 3,918
DUCOMMUN INC DEL COM 264147109 389 13,662 SH   DFND 21 9,438 0 4,224
DUKE REALTY CORP COM NEW 264411505 357 13,105 SH   DFND 4 13,105 0 0
DUKE REALTY CORP COM NEW 264411505 151 5,543 SH   DFND 17 5,543 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,325 51,423 SH   DFND 4 51,423 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 14,804 176,007 SH   DFND 17 121,509 0 54,498
DUKE ENERGY CORP NEW COM NEW 26441C204 222 2,637 SH   DFND 20 2,637 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 33,568 399,094 SH   DFND 21 207,820 0 191,274
DUKE ENERGY CORP NEW CALL 26441C904 10,573 125,700 SH Call DFND 4 125,700 0 0
DUKE ENERGY CORP NEW PUT 26441C954 91,486 1,087,700 SH Put DFND 4 1,087,700 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,280 71,696 SH   DFND 17 71,696 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 104,722 78,795,000 PRN   DFND 17 74,250,000 0 4,545,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 766 40,942 SH   DFND 17 40,942 0 0
DYNEX CAP INC COM NEW 26817Q506 1,097 156,543 SH   DFND 17 156,543 0 0
DYNEX CAP INC COM NEW 26817Q506 3,589 511,948 SH   DFND 21 364,190 0 147,758
DYNEGY INC NEW DEL COM 26817R108 114 602,235 SH   DFND 4 568,540 0 33,695
DYNEGY INC NEW DEL COM 26817R108 16,116 1,359,978 SH   DFND 17 1,359,978 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 486 6,130 SH   DFND 17 6,130 0 0
EMC INS GROUP INC COM 268664109 292 10,165 SH   DFND 17 10,165 0 0
EOG RES INC COM 26875P101 102,071 945,889 SH   DFND 17 849,166 0 96,723
EOG RES INC COM 26875P101 4,380 40,592 SH   DFND 20 40,592 0 0
EOG RES INC COM 26875P101 100,832 934,411 SH   DFND 21 650,964 0 283,447
EOG RES INC COM 26875P101 1,942 18,000 SH   DFND 24 18,000 0 0
EOG RES INC CALL 26875P901 12,593 116,700 SH Call DFND 4 116,700 0 0
EOG RES INC PUT 26875P951 103,658 960,600 SH Put DFND 4 960,600 0 0
EQT CORP COM 26884L109 356 6,249 SH   DFND 4 6,249 0 0
EQT CORP COM 26884L109 42 732 SH   DFND 17 732 0 0
EQT CORP COM 26884L109 15,938 280,000 SH   DFND 21 280,000 0 0
EQT CORP PUT 26884L959 15,938 280,000 SH Put DFND 21 280,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 14,694 224,466 SH   DFND 4 224,466 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,103 15,094 SH   DFND 4 15,094 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 11,659 159,500 SH   DFND 17 159,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 487 9,816 SH   DFND 4 9,816 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 17,068 344,324 SH   DFND 17 297,249 0 47,075
E TRADE FINANCIAL CORP COM NEW 269246401 639 12,881 SH   DFND 20 12,881 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 24,285 489,906 SH   DFND 21 463,289 0 26,617
EAGLE MATERIALS INC COM 26969P108 33,874 298,972 SH   DFND 17 259,871 0 39,101
EAGLE MATERIALS INC COM 26969P108 364 3,216 SH   DFND 21 2,605 0 611
EAGLE MATERIALS INC COM 26969P108 567 5,000 SH   DFND 24 5,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 5,626 105,312 SH   DFND 17 105,312 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,512 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 28,793 473,340 SH   DFND 17 473,340 0 0
EAST WEST BANCORP INC COM 27579R104 257 4,233 SH   DFND 20 4,233 0 0
EAST WEST BANCORP INC COM 27579R104 8,417 138,377 SH   DFND 21 77,475 0 60,902
EASTGROUP PPTY INC COM 277276101 15,961 180,591 SH   DFND 4 180,591 0 0
EASTGROUP PPTY INC COM 277276101 3,241 36,668 SH   DFND 21 0 0 36,668
EASTMAN CHEM CO COM 277432100 475 5,122 SH   DFND 4 5,122 0 0
EASTMAN CHEM CO COM 277432100 112,049 1,209,515 SH   DFND 17 1,195,409 0 14,106
EASTMAN CHEM CO COM 277432100 789 8,521 SH   DFND 20 8,521 0 0
EASTMAN CHEM CO COM 277432100 31,326 338,151 SH   DFND 21 135,047 0 203,104
EBAY INC COM 278642103 8,869 235,000 SH   DFND 4 235,000 0 0
EBAY INC COM 278642103 1,316 34,869 SH   DFND 17 34,869 0 0
EBAY INC COM 278642103 34,593 916,625 SH   DFND 21 636,567 0 280,058
EBAY INC CALL 278642903 11,564 306,400 SH Call DFND 4 306,400 0 0
EBAY INC PUT 278642953 47,394 1,255,800 SH Put DFND 4 1,255,800 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,723 132,947 SH   DFND 17 132,947 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 37,720 36,820,000 PRN   DFND 17 36,820,000 0 0
ECHOSTAR CORP CL A 278768106 359 5,994 SH   DFND 17 5,994 0 0
ECHOSTAR CORP CL A 278768106 3,262 54,450 SH   DFND 21 54,450 0 0
ECOLAB INC COM 278865100 7,059 52,606 SH   DFND 17 52,585 0 21
ECOLAB INC COM 278865100 1,986 14,800 SH   DFND 20 14,800 0 0
ECOLAB INC COM 278865100 168,263 1,254,007 SH   DFND 21 1,037,322 0 216,685
ECOLAB INC COM 278865100 5,429 40,460 SH   DFND 24 40,460 0 0
ECOLAB INC CALL 278865900 5,126 38,200 SH Call DFND 4 38,200 0 0
ECOLAB INC PUT 278865950 18,087 134,800 SH Put DFND 4 134,800 0 0
EDISON INTL COM 281020107 22,720 359,263 SH   DFND 4 359,263 0 0
EDISON INTL COM 281020107 20,409 322,728 SH   DFND 17 176,013 0 146,715
EDISON INTL COM 281020107 700 11,064 SH   DFND 20 11,064 0 0
EDISON INTL COM 281020107 46,642 737,542 SH   DFND 21 485,146 0 252,396
EDISON INTL CALL 281020907 2,884 45,600 SH Call DFND 4 45,600 0 0
EDISON INTL PUT 281020957 25,897 409,500 SH Put DFND 4 409,500 0 0
EDITAS MEDICINE INC COM 28106W103 3,114 101,320 SH   DFND 17 101,320 0 0
EDITAS MEDICINE INC COM 28106W103 1,214 39,500 SH   DFND 24 39,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 740 6,564 SH   DFND 4 6,564 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 3,910 34,691 SH   DFND 17 30,471 0 4,220
EDWARDS LIFESCIENCES CORP COM 28176E108 212 1,885 SH   DFND 21 1,692 0 193
EDWARDS LIFESCIENCES CORP CALL 28176E908 4,136 36,700 SH Call DFND 4 36,700 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 33,926 301,000 SH Put DFND 4 301,000 0 0
ELDORADO RESORTS INC COM 28470R102 1,359 41,001 SH   DFND 17 41,001 0 0
ELDORADO GOLD CORP NEW COM 284902103 7,697 5,298,885 SH   DFND 21 5,298,885 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 132 6,175 SH   DFND 17 6,175 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 4,840 225,874 SH   DFND 21 225,874 0 0
ELECTRONIC ARTS INC COM 285512109 2,966 28,232 SH   DFND 4 28,232 0 0
ELECTRONIC ARTS INC COM 285512109 18,057 171,873 SH   DFND 17 144,203 0 27,670
ELECTRONIC ARTS INC COM 285512109 26,364 250,943 SH   DFND 21 235,345 0 15,598
ELECTRONIC ARTS INC CALL 285512909 10,727 102,100 SH Call DFND 4 102,100 0 0
ELECTRONIC ARTS INC PUT 285512959 66,524 633,200 SH Put DFND 4 633,200 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,266 5,450,000 PRN   DFND 17 5,450,000 0 0
EMCORE CORP COM NEW 290846203 169 26,231 SH   DFND 21 26,231 0 0
EMCOR GROUP INC COM 29084Q100 30,500 373,088 SH   DFND 17 373,088 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,259 70,130 SH   DFND 17 52,165 0 17,965
EMERSON ELEC CO COM 291011104 135 1,933 SH   DFND 17 1,933 0 0
EMERSON ELEC CO COM 291011104 1,324 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 11,722 168,200 SH Call DFND 4 168,200 0 0
EMERSON ELEC CO PUT 291011954 41,263 592,100 SH Put DFND 4 592,100 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,600 36,030 SH   DFND 17 7,582 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 126 2,834 SH   DFND 21 1,364 0 1,470
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 1,143 80,387 SH   DFND 4 80,387 0 0
ENCANA CORP COM 292505104 2,874 214,695 SH   DFND 17 214,695 0 0
ENCANA CORP COM 292505104 40 3,022 SH   DFND 21 3,022 0 0
ENBRIDGE INC COM 29250N105 3,810 97,110 SH   DFND 4 81,040 0 16,070
ENBRIDGE INC COM 29250N105 3,767 95,997 SH   DFND 21 70,270 0 25,727
ENBRIDGE INC COM 29250N105 510 13,000 SH   DFND 24 13,000 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 885 64,076 SH   DFND 4 64,076 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 23,139 20,750,000 PRN   DFND 17 20,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 44,122 44,550,000 PRN   DFND 17 44,550,000 0 0
ENCORE WIRE CORP COM 292562105 587 12,065 SH   DFND 21 12,065 0 0
ENERGEN CORP COM 29265N108 9,621 167,121 SH   DFND 17 119,860 0 47,261
ENERGY RECOVERY INC COM 29270J100 984 112,425 SH   DFND 17 112,425 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 27,637 576,005 SH   DFND 17 576,005 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,034 21,558 SH   DFND 21 10,975 0 10,583
ENERSYS COM 29275Y102 24,868 357,151 SH   DFND 17 357,151 0 0
ENERSYS COM 29275Y102 943 13,546 SH   DFND 21 12,247 0 1,299
ENERPLUS CORP COM 292766102 4,299 437,548 SH   DFND 21 387,761 0 49,787
ENERGY XXI GULF COAST INC COM 29276K101 1,477 257,274 SH   DFND 17 257,274 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 466 82,019 SH   DFND 21 82,019 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 4,662 260,146 SH   DFND 4 260,146 0 0
ENNIS INC COM 293389102 18,680 900,232 SH   DFND 17 874,465 0 25,767
ENNIS INC COM 293389102 309 14,900 SH   DFND 21 14,900 0 0
ENPRO INDS INC COM 29355X107 10,940 116,991 SH   DFND 17 84,018 0 32,973
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 49,088 55,000,000 PRN   DFND 4 55,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 64,081 71,900,000 PRN   DFND 17 66,440,000 0 5,460,000
ENTEGRIS INC COM 29362U104 13,001 426,968 SH   DFND 17 323,511 0 103,457
ENTEGRIS INC COM 29362U104 93 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 5,009 164,486 SH   DFND 21 57,834 0 106,652
ENTERGY CORP NEW COM 29364G103 521 6,405 SH   DFND 4 6,405 0 0
ENTERGY CORP NEW COM 29364G103 109,580 1,346,357 SH   DFND 17 1,329,336 0 17,021
ENTERGY CORP NEW COM 29364G103 1,066 13,092 SH   DFND 20 13,092 0 0
ENTERGY CORP NEW COM 29364G103 37,842 464,945 SH   DFND 21 289,907 0 175,038
ENTERPRISE FINL SVCS CORP COM 293712105 1,522 33,713 SH   DFND 17 16,534 0 17,179
ENTERPRISE PRODS PARTNERS L COM 293792107 5,847 220,577 SH   DFND 4 220,577 0 0
ENVESTNET INC COM 29404K106 814 16,325 SH   DFND 17 0 0 16,325
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 27,053 25,900,000 PRN   DFND 17 20,035,000 0 5,865,000
ENZO BIOCHEM INC COM 294100102 3,246 398,340 SH   DFND 17 340,782 0 57,558
EPAM SYS INC COM 29414B104 18,294 170,288 SH   DFND 17 146,493 0 23,795
EPAM SYS INC COM 29414B104 1,171 10,900 SH   DFND 21 10,900 0 0
EPAM SYS INC COM 29414B104 304 2,830 SH   DFND   2,830 0 0
ENVISION HEALTHCARE CORP COM 29414D100 150 4,344 SH   DFND 4 4,344 0 0
ENVISION HEALTHCARE CORP COM 29414D100 920 26,633 SH   DFND 17 26,633 0 0
ENVISION HEALTHCARE CORP COM 29414D100 75 2,158 SH   DFND 20 2,158 0 0
ENVISION HEALTHCARE CORP COM 29414D100 711 20,566 SH   DFND 21 9,477 0 11,089
EPLUS INC COM 294268107 2,804 37,288 SH   DFND 17 36,317 0 971
EPLUS INC COM 294268107 1,483 19,720 SH   DFND 21 18,100 0 1,620
EQUIFAX INC COM 294429105 503 4,269 SH   DFND 4 4,269 0 0
EQUIFAX INC COM 294429105 9,952 84,397 SH   DFND 17 68,404 0 15,993
EQUINIX INC COM PAR $0.001 29444U700 31,106 68,633 SH   DFND 4 68,633 0 0
EQUINIX INC COM PAR $0.001 29444U700 30,600 67,516 SH   DFND 17 61,203 0 6,313
EQUINIX INC COM PAR $0.001 29444U700 119 263 SH   DFND 21 0 0 263
EQUITY BANCSHARES INC COM CL A 29460X109 2,331 65,832 SH   DFND 17 65,832 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 523 17,133 SH   DFND 21 9,967 0 7,166
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,223 137,309 SH   DFND 17 98,672 0 38,637
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,289 25,716 SH   DFND 21 23,572 0 2,144
EQUITY RESIDENTIAL SH BEN INT 29476L107 47,305 741,803 SH   DFND 4 741,803 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 72 1,125 SH   DFND 17 1,125 0 0
EQUITY RESIDENTIAL CALL 29476L907 2,621 41,100 SH Call DFND 4 41,100 0 0
EQUITY RESIDENTIAL PUT 29476L957 9,986 156,600 SH Put DFND 4 156,600 0 0
ERIE INDTY CO CL A 29530P102 1,462 12,001 SH   DFND 21 12,001 0 0
ESCO TECHNOLOGIES INC COM 296315104 278 4,615 SH   DFND 17 4,615 0 0
ESCO TECHNOLOGIES INC COM 296315104 755 12,525 SH   DFND 21 12,525 0 0
ESSEX PPTY TR INC COM 297178105 34,029 140,982 SH   DFND 4 140,982 0 0
ESSEX PPTY TR INC COM 297178105 2,201 9,118 SH   DFND 17 9,118 0 0
ESSEX PPTY TR INC COM 297178105 142 588 SH   DFND 21 588 0 0
ETSY INC COM 29786A106 337 16,475 SH   DFND 17 0 0 16,475
EURONET WORLDWIDE INC COM 298736109 9,085 107,810 SH   DFND 17 41,256 0 66,554
EURONET WORLDWIDE INC COM 298736109 114 1,356 SH   DFND 20 1,356 0 0
EURONET WORLDWIDE INC COM 298736109 15,619 185,345 SH   DFND 21 144,247 0 41,098
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19,623 15,920,000 PRN   DFND 17 12,300,000 0 3,620,000
EVANS BANCORP INC COM NEW 29911Q208 745 17,792 SH   DFND 17 15,849 0 1,943
EVERCORE INC CLASS A 29977A105 165 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 2,834 31,484 SH   DFND 21 27,490 0 3,994
EVERBRIDGE INC COM 29978A104 2,843 95,645 SH   DFND 17 95,645 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 16,846 15,125,000 PRN   DFND 17 11,765,000 0 3,360,000
EVERI HLDGS INC COM 30034T103 246 32,637 SH   DFND 21 20,584 0 12,053
EVERTEC INC COM 30040P103 416 30,453 SH   DFND 21 30,453 0 0
EVERSOURCE ENERGY COM 30040W108 6,909 109,359 SH   DFND 4 109,359 0 0
EVERSOURCE ENERGY COM 30040W108 135 2,135 SH   DFND 17 966 0 1,169
EVERSOURCE ENERGY COM 30040W108 1,172 18,548 SH   DFND 21 13,948 0 4,600
EVERSOURCE ENERGY CALL 30040W908 1,580 25,000 SH Call DFND 4 25,000 0 0
EVERSOURCE ENERGY PUT 30040W958 2,660 42,100 SH Put DFND 4 42,100 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,651 387,027 SH   DFND 17 374,681 0 12,346
EVOLUTION PETROLEUM CORP COM 30049A107 28 4,118 SH   DFND 21 4,118 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 17,148 17,800,000 PRN   DFND 17 17,800,000 0 0
EXACT SCIENCES CORP COM 30063P105 364 6,933 SH   DFND 21 3,264 0 3,669
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 5,702 138,000 SH   DFND 24 138,000 0 0
EXELON CORP COM 30161N101 7,847 199,121 SH   DFND 4 199,121 0 0
EXELON CORP COM 30161N101 10,741 272,556 SH   DFND 17 262,972 0 9,584
EXELON CORP COM 30161N101 1,864 47,296 SH   DFND 20 47,296 0 0
EXELON CORP COM 30161N101 54,566 1,384,571 SH   DFND 21 935,628 0 448,943
EXELON CORP CALL 30161N901 2,258 57,300 SH Call DFND 4 57,300 0 0
EXELON CORP PUT 30161N951 45,838 1,163,100 SH Put DFND 4 1,163,100 0 0
EXELIXIS INC COM 30161Q104 27,147 892,978 SH   DFND 17 813,652 0 79,326
EXELIXIS INC COM 30161Q104 714 23,488 SH   DFND 21 6,501 0 16,987
EXELIXIS INC COM 30161Q104 6,962 229,000 SH   DFND 24 229,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 204 3,380 SH   DFND 17 3,380 0 0
EXPEDIA INC DEL COM NEW 30212P303 519 4,332 SH   DFND 4 4,332 0 0
EXPEDIA INC DEL COM NEW 30212P303 506 4,224 SH   DFND 17 472 0 3,752
EXPEDIA INC DEL COM NEW 30212P303 43 359 SH   DFND 21 359 0 0
EXPEDITORS INTL WASH INC COM 302130109 418 6,455 SH   DFND 4 6,455 0 0
EXPEDITORS INTL WASH INC COM 302130109 35 545 SH   DFND 17 545 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,216 136,872 SH   DFND 17 133,889 0 2,983
EXPRESS SCRIPTS HLDG CO COM 30219G108 993 13,302 SH   DFND 20 13,302 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 48,227 646,131 SH   DFND 21 500,724 0 145,407
EXPRESS SCRIPTS HLDG CO CALL 30219G908 10,076 135,000 SH Call DFND 4 135,000 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 59,473 796,800 SH Put DFND 4 796,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,921 101,085 SH   DFND 17 101,085 0 0
EXTRA SPACE STORAGE INC COM 30225T102 5,818 66,532 SH   DFND 4 66,532 0 0
EXTRA SPACE STORAGE INC COM 30225T102 34 385 SH   DFND 17 385 0 0
EXTREME NETWORKS INC COM 30226D106 7,663 612,050 SH   DFND 17 428,649 0 183,401
EXTREME NETWORKS INC COM 30226D106 4,021 321,160 SH   DFND 21 281,668 0 39,492
EXTERRAN CORP COM 30227H106 410 13,040 SH   DFND 17 0 0 13,040
EXXON MOBIL CORP COM 30231G102 37,939 453,604 SH   DFND 4 453,604 0 0
EXXON MOBIL CORP COM 30231G102 161,400 1,929,703 SH   DFND 17 1,860,990 0 68,713
EXXON MOBIL CORP COM 30231G102 1,684 20,136 SH   DFND 20 20,136 0 0
EXXON MOBIL CORP COM 30231G102 246,000 2,941,173 SH   DFND 21 2,140,655 0 800,518
EXXON MOBIL CORP COM 30231G102 2,091 25,000 SH   DFND 24 25,000 0 0
EXXON MOBIL CORP CALL 30231G902 44,204 528,500 SH Call DFND 4 528,500 0 0
EXXON MOBIL CORP PUT 30231G952 435,631 5,208,400 SH Put DFND 4 5,208,400 0 0
FLIR SYS INC COM 302445101 229 4,914 SH   DFND 4 4,914 0 0
FLIR SYS INC COM 302445101 20 420 SH   DFND 17 420 0 0
FLIR SYS INC COM 302445101 90 1,931 SH   DFND 21 1,931 0 0
F M C CORP COM NEW 302491303 8,028 84,805 SH   DFND 4 84,805 0 0
F M C CORP COM NEW 302491303 28,641 302,566 SH   DFND 17 278,586 0 23,980
F M C CORP COM NEW 302491303 1,612 17,030 SH   DFND 21 4,660 0 12,370
F M C CORP COM NEW 302491303 7,005 74,000 SH   DFND 24 74,000 0 0
FNB CORP PA COM 302520101 27,378 1,981,023 SH   DFND 17 1,981,023 0 0
FTI CONSULTING INC COM 302941109 129 2,994 SH   DFND 17 2,994 0 0
FTI CONSULTING INC COM 302941109 7,462 173,686 SH   DFND 21 173,686 0 0
FACEBOOK INC CL A 30303M102 118,228 670,000 SH   DFND 4 670,000 0 0
FACEBOOK INC CL A 30303M102 846,157 4,795,175 SH   DFND 17 4,126,319 0 668,856
FACEBOOK INC CL A 30303M102 9,150 51,855 SH   DFND 20 51,855 0 0
FACEBOOK INC CL A 30303M102 475,062 2,692,182 SH   DFND 21 2,098,239 0 593,943
FACEBOOK INC CALL 30303M902 118,263 670,200 SH Call DFND 4 670,200 0 0
FACEBOOK INC PUT 30303M952 864,530 4,899,300 SH Put DFND 4 4,899,300 0 0
FAIR ISAAC CORP COM 303250104 1,835 11,976 SH   DFND 17 11,976 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 2,443 467,135 SH   DFND 17 467,135 0 0
FASTENAL CO COM 311900104 566 10,351 SH   DFND 4 10,351 0 0
FASTENAL CO COM 311900104 46 834 SH   DFND 17 834 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 951 12,159 SH   DFND 17 1,865 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 2,218 28,350 SH   DFND 21 5,852 0 22,498
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15,680 118,065 SH   DFND 4 118,065 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 29 218 SH   DFND 17 218 0 0
FEDEX CORP COM 31428X106 26,185 104,932 SH   DFND 17 101,174 0 3,758
FEDEX CORP COM 31428X106 1,298 5,203 SH   DFND 20 5,203 0 0
FEDEX CORP COM 31428X106 56,351 225,818 SH   DFND 21 104,835 0 120,983
FEDEX CORP CALL 31428X906 13,750 55,100 SH Call DFND 4 55,100 0 0
FEDEX CORP PUT 31428X956 124,321 498,200 SH Put DFND 4 498,200 0 0
F5 NETWORKS INC COM 315616102 300 2,288 SH   DFND 4 2,288 0 0
F5 NETWORKS INC COM 315616102 25 193 SH   DFND 17 193 0 0
FIBROGEN INC COM 31572Q808 476 10,044 SH   DFND 17 10,044 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 25,955 275,851 SH   DFND 4 275,851 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,131 128,925 SH   DFND 17 115,891 0 13,034
FIDELITY NATL INFORMATION SV COM 31620M106 1,014 10,774 SH   DFND 20 10,774 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 18,157 192,976 SH   DFND 21 136,169 0 56,807
FIDELITY NATL INFORMATION SV CALL 31620M906 1,101 11,700 SH Call DFND 4 11,700 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 18,301 194,500 SH Put DFND 4 194,500 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 18,608 6,030,000 PRN   DFND 17 4,520,000 0 1,510,000
FIDELITY SOUTHERN CORP NEW COM 316394105 25,415 1,165,836 SH   DFND 17 1,165,836 0 0
FIFTH THIRD BANCORP COM 316773100 1,207 39,778 SH   DFND 4 39,778 0 0
FIFTH THIRD BANCORP COM 316773100 16,261 535,966 SH   DFND 17 535,892 0 74
FIFTH THIRD BANCORP COM 316773100 930 30,655 SH   DFND 21 29,144 0 1,511
FIFTH THIRD BANCORP CALL 316773900 243 8,000 SH Call DFND 4 8,000 0 0
FIFTH THIRD BANCORP PUT 316773950 21,942 723,200 SH Put DFND 4 723,200 0 0
51JOB INC SP ADR REP COM 316827104 4,191 68,870 SH   DFND 17 67,170 0 1,700
FINISAR CORP COM NEW 31787A507 526 25,846 SH   DFND 17 25,846 0 0
FINISAR CORP COM NEW 31787A507 77 3,770 SH   DFND 20 3,770 0 0
FINISAR CORP COM NEW 31787A507 1,200 58,962 SH   DFND 21 20,632 0 38,330
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,214 1,200,000 PRN   DFND 17 1,200,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 92,831 99,765,000 PRN   DFND 17 99,765,000 0 0
FINISH LINE INC CL A 317923100 1,700 117,029 SH   DFND 21 10,136 0 106,893
FIREEYE INC COM 31816Q101 19,749 1,390,780 SH   DFND 17 1,390,780 0 0
FIREEYE INC COM 31816Q101 153 10,793 SH   DFND 21 10,793 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 33,182 35,280,000 PRN   DFND 17 35,280,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 37,977 41,190,000 PRN   DFND 17 41,190,000 0 0
FIRST AMERN FINL CORP COM 31847R102 38,722 690,968 SH   DFND 17 680,092 0 10,876
FIRST AMERN FINL CORP COM 31847R102 507 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 30,127 537,605 SH   DFND 21 301,206 0 236,399
FIRST BANCORP P R COM NEW 318672706 593 116,189 SH   DFND 17 116,189 0 0
FIRST BANCORP P R COM NEW 318672706 1,495 293,141 SH   DFND 21 265,533 0 27,608
FIRST BANCORP N C COM 318910106 1,173 33,222 SH   DFND 21 14,154 0 19,068
FIRST DEFIANCE FINL CORP COM 32006W106 2,824 54,347 SH   DFND 17 51,892 0 2,455
FIRST DATA CORP NEW COM CL A 32008D106 2,109 126,195 SH   DFND 17 92,395 0 33,800
FIRST DATA CORP NEW COM CL A 32008D106 230 13,757 SH   DFND 20 13,757 0 0
FIRST DATA CORP NEW COM CL A 32008D106 801 47,913 SH   DFND 21 47,913 0 0
FIRST FNDTN INC COM 32026V104 2,865 154,519 SH   DFND 17 154,519 0 0
FIRST HORIZON NATL CORP COM 320517105 27,730 1,387,200 SH   DFND 17 1,387,200 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 13,039 414,343 SH   DFND 17 300,454 0 113,889
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 223 7,084 SH   DFND 21 7,084 0 0
FIRST INTERNET BANCORP COM 320557101 3,365 88,214 SH   DFND 17 85,408 0 2,806
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 27,696 691,548 SH   DFND 17 691,548 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 282 7,032 SH   DFND 21 7,032 0 0
FIRST MERCHANTS CORP COM 320817109 9,048 215,125 SH   DFND 17 167,514 0 47,611
FIRST MERCHANTS CORP COM 320817109 3,303 78,534 SH   DFND 21 56,513 0 22,021
FIRST MIDWEST BANCORP DEL COM 320867104 28,105 1,170,539 SH   DFND 17 1,170,539 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 12,023 138,765 SH   DFND 17 112,190 0 26,575
FIRST SOLAR INC COM 336433107 764 11,313 SH   DFND 21 5,162 0 6,151
FIRST SOLAR INC COM 336433107 4,051 60,000 SH   DFND 24 60,000 0 0
FISERV INC COM 337738108 980 7,475 SH   DFND 4 7,475 0 0
FISERV INC COM 337738108 8,246 62,883 SH   DFND 17 62,883 0 0
FISERV INC COM 337738108 502 3,830 SH   DFND 21 805 0 3,025
FIRSTENERGY CORP COM 337932107 488 15,943 SH   DFND 4 15,943 0 0
FIRSTENERGY CORP COM 337932107 1,545 50,457 SH   DFND 17 50,457 0 0
FIRSTENERGY CORP COM 337932107 428 13,962 SH   DFND 20 13,962 0 0
FIRSTENERGY CORP COM 337932107 33,860 1,105,803 SH   DFND 21 289,260 0 816,543
FITBIT INC CL A 33812L102 34,606 6,060,580 SH   DFND 17 6,060,580 0 0
FITBIT INC CL A 33812L102 105 18,431 SH   DFND 21 18,431 0 0
FIVE9 INC COM 338307101 14,939 600,440 SH   DFND 17 522,219 0 78,221
FIVE9 INC COM 338307101 3,271 131,457 SH   DFND 21 131,457 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,428 23,009 SH   DFND 17 23,009 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 154 800 SH   DFND 21 800 0 0
FLEXION THERAPEUTICS INC COM 33938J106 7,904 315,647 SH   DFND 17 311,893 0 3,754
FLUOR CORP NEW COM 343412102 256 4,965 SH   DFND 4 4,965 0 0
FLUOR CORP NEW COM 343412102 52,326 1,013,095 SH   DFND 17 1,013,095 0 0
FLOWERS FOODS INC COM 343498101 3,862 199,984 SH   DFND 21 199,984 0 0
FLOWSERVE CORP COM 34354P105 198 4,697 SH   DFND 4 4,697 0 0
FLOWSERVE CORP COM 34354P105 17 392 SH   DFND 17 392 0 0
FLOWSERVE CORP COM 34354P105 2,756 65,418 SH   DFND 21 61,956 0 3,462
FLOWSERVE CORP COM 34354P105 527 12,500 SH   DFND 24 12,500 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 290 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 498 5,300 SH   DFND 24 5,300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 286 3,045 SH   DFND   3,045 0 0
FOOT LOCKER INC COM 344849104 209 4,460 SH   DFND 4 4,460 0 0
FOOT LOCKER INC COM 344849104 297 6,338 SH   DFND 17 6,338 0 0
FOOT LOCKER INC COM 344849104 221 4,712 SH   DFND 20 4,712 0 0
FOOT LOCKER INC COM 344849104 9,138 194,928 SH   DFND 21 128,313 0 66,615
FORD MTR CO DEL COM PAR $0.01 345370860 4,979 398,643 SH   DFND 4 398,643 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 124,270 9,949,579 SH   DFND 17 9,104,443 0 845,136
FORD MTR CO DEL COM PAR $0.01 345370860 86 6,872 SH   DFND 20 6,872 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 14,631 1,171,381 SH   DFND 21 834,906 0 336,475
FORD MTR CO DEL CALL 345370900 1,368 109,500 SH Call DFND 4 109,500 0 0
FORD MTR CO DEL PUT 345370950 29,500 2,361,900 SH Put DFND 4 2,361,900 0 0
FORESTAR GROUP INC COM 346232101 215 9,777 SH   DFND 17 9,777 0 0
FORESTAR GROUP INC COM 346232101 2,030 92,289 SH   DFND 21 92,289 0 0
FORMFACTOR INC COM 346375108 6,638 424,183 SH   DFND 17 391,143 0 33,040
FORTIS INC COM 349553107 174 4,720 SH   DFND 4 4,720 0 0
FORTIS INC COM 349553107 4,644 126,189 SH   DFND 17 59,959 0 66,230
FORTIS INC COM 349553107 879 23,875 SH   DFND 20 23,875 0 0
FORTIS INC COM 349553107 19,920 541,280 SH   DFND 21 393,773 0 147,507
FORTINET INC COM 34959E109 320 7,335 SH   DFND 17 7,335 0 0
FORTINET INC COM 34959E109 168 3,836 SH   DFND 21 3,836 0 0
FORTIVE CORP COM 34959J108 793 10,956 SH   DFND 4 10,956 0 0
FORTIVE CORP COM 34959J108 131,820 1,821,973 SH   DFND 17 1,650,007 0 171,966
FORTIVE CORP COM 34959J108 4,443 61,413 SH   DFND 20 61,413 0 0
FORTIVE CORP COM 34959J108 1,362 18,826 SH   DFND 21 14,299 0 4,527
FORTIVE CORP COM 34959J108 2,383 32,942 SH   DFND 24 32,942 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,170 75,536 SH   DFND 4 75,536 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 903 13,199 SH   DFND 17 13,199 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 140 2,051 SH   DFND 21 2,051 0 0
FORWARD AIR CORP COM 349853101 1,116 19,432 SH   DFND 17 19,432 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,162 45,219 SH   DFND 17 5,164 0 40,055
FOUR CORNERS PPTY TR INC COM 35086T109 1,562 60,762 SH   DFND 21 12,204 0 48,558
FOX FACTORY HLDG CORP COM 35138V102 444 11,418 SH   DFND 21 0 0 11,418
FRANCO NEVADA CORP COM 351858105 551 6,866 SH   DFND 21 6,866 0 0
FRANKLIN ELEC INC COM 353514102 1,985 43,241 SH   DFND 17 43,241 0 0
FRANKLIN ELEC INC COM 353514102 104 2,273 SH   DFND 21 2,273 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,755 110,130 SH   DFND 17 105,201 0 4,929
FRANKLIN RES INC COM 354613101 509 11,743 SH   DFND 4 11,743 0 0
FRANKLIN RES INC COM 354613101 43 982 SH   DFND 17 982 0 0
FREEPORT-MCMORAN INC CL B 35671D857 459 24,205 SH   DFND 4 24,205 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,761 884,014 SH   DFND 17 872,959 0 11,055
FREEPORT-MCMORAN INC CL B 35671D857 1,098 57,890 SH   DFND 20 57,890 0 0
FREEPORT-MCMORAN INC CL B 35671D857 30,484 1,607,811 SH   DFND 21 1,606,465 0 1,346
FREEPORT-MCMORAN INC CL B 35671D857 758 40,000 SH   DFND 24 40,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 1,485 78,300 SH Call DFND 4 78,300 0 0
FREEPORT-MCMORAN INC PUT 35671D957 20,173 1,064,000 SH Put DFND 4 1,064,000 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 15,132 287,954 SH   DFND 17 287,954 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 14,789 1,366,815 SH   DFND 17 1,366,815 0 0
FUNKO INC COM CL A 361008105 831 125,000 SH   DFND 17 102,570 0 22,430
GATX CORP COM 361448103 2,826 45,464 SH   DFND 17 34,535 0 10,929
GATX CORP COM 361448103 87 1,395 SH   DFND 20 1,395 0 0
GATX CORP COM 361448103 10,563 169,935 SH   DFND 21 155,491 0 14,444
GEO GROUP INC NEW COM 36162J106 310 13,136 SH   DFND 21 0 0 13,136
GGP INC COM 36174X101 44,566 1,905,337 SH   DFND 4 1,905,337 0 0
GGP INC COM 36174X101 45 1,906 SH   DFND 17 1,906 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 751 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 581 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 2,375 102,370 SH   DFND 17 98,351 0 4,019
G-III APPAREL GROUP LTD COM 36237H101 885 23,977 SH   DFND 17 23,977 0 0
GTT COMMUNICATIONS INC COM 362393100 18,349 390,818 SH   DFND 17 323,985 0 66,833
GMS INC COM 36251C103 842 22,380 SH   DFND 17 0 0 22,380
GALLAGHER ARTHUR J & CO COM 363576109 409 6,464 SH   DFND 4 6,464 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,218 19,248 SH   DFND 17 19,248 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,628 125,093 SH   DFND 17 42,994 0 82,099
GAMING & LEISURE PPTYS INC COM 36467J108 5,667 153,171 SH   DFND 21 140,084 0 13,087
GAMESTOP CORP NEW CL A 36467W109 2,006 111,748 SH   DFND 17 61,748 0 50,000
GAMESTOP CORP NEW CL A 36467W109 25 1,420 SH   DFND 20 1,420 0 0
GAMESTOP CORP NEW CL A 36467W109 12,776 711,737 SH   DFND 21 621,846 0 89,891
GANNETT CO INC COM 36473H104 447 38,556 SH   DFND 17 38,556 0 0
GANNETT CO INC COM 36473H104 5,042 435,005 SH   DFND 21 435,005 0 0
GAP INC DEL COM 364760108 269 7,899 SH   DFND 4 7,899 0 0
GAP INC DEL COM 364760108 176 5,168 SH   DFND 17 633 0 4,535
GAP INC DEL COM 364760108 1,788 52,497 SH   DFND 21 25,664 0 26,833
GENCOR INDS INC COM 368678108 1,030 62,233 SH   DFND 17 55,437 0 6,796
GENERAL CABLE CORP DEL NEW COM 369300108 7,874 266,022 SH   DFND 21 266,022 0 0
GENERAL COMMUNICATION INC CL A 369385109 236 6,047 SH   DFND 17 6,047 0 0
GENERAL DYNAMICS CORP COM 369550108 94,863 466,270 SH   DFND 17 461,103 0 5,167
GENERAL DYNAMICS CORP CALL 369550908 10,803 53,100 SH Call DFND 4 53,100 0 0
GENERAL DYNAMICS CORP PUT 369550958 111,165 546,400 SH Put DFND 4 546,400 0 0
GENERAL ELECTRIC CO COM 369604103 160,285 9,185,415 SH   DFND 4 9,185,415 0 0
GENERAL ELECTRIC CO COM 369604103 50,957 2,920,146 SH   DFND 17 2,817,926 0 102,220
GENERAL ELECTRIC CO COM 369604103 288 16,527 SH   DFND 20 16,527 0 0
GENERAL ELECTRIC CO COM 369604103 63,862 3,659,736 SH   DFND 21 3,202,526 0 457,210
GENERAL ELECTRIC CO CALL 369604903 58,557 3,355,700 SH Call DFND 4 3,355,700 0 0
GENERAL ELECTRIC CO PUT 369604953 147,250 8,438,400 SH Put DFND 4 8,438,400 0 0
GENERAL MLS INC COM 370334104 8,932 150,649 SH   DFND 4 150,649 0 0
GENERAL MLS INC COM 370334104 6,885 116,123 SH   DFND 17 116,123 0 0
GENERAL MLS INC COM 370334104 2,729 46,023 SH   DFND 21 46,023 0 0
GENERAL MLS INC CALL 370334904 3,267 55,100 SH Call DFND 4 55,100 0 0
GENERAL MLS INC PUT 370334954 55,656 938,700 SH Put DFND 4 938,700 0 0
GENERAL MTRS CO COM 37045V100 108,343 2,643,148 SH   DFND 17 2,532,065 0 111,083
GENERAL MTRS CO COM 37045V100 1,459 35,605 SH   DFND 20 35,605 0 0
GENERAL MTRS CO COM 37045V100 114,903 2,803,187 SH   DFND 21 2,403,410 0 399,777
GENERAL MTRS CO CALL 37045V900 7,075 172,600 SH Call DFND 4 172,600 0 0
GENERAL MTRS CO PUT 37045V950 92,367 2,253,400 SH Put DFND 4 2,253,400 0 0
GENTEX CORP COM 371901109 428 20,406 SH   DFND 21 20,406 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 572 25,589 SH   DFND 4 25,589 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,141 273,636 SH   DFND 17 264,915 0 8,721
GENOMIC HEALTH INC COM 37244C101 2,588 75,675 SH   DFND 17 49,710 0 25,965
GENUINE PARTS CO COM 372460105 501 5,275 SH   DFND 4 5,275 0 0
GENUINE PARTS CO COM 372460105 10,931 115,056 SH   DFND 17 115,056 0 0
GENWORTH FINL INC COM CL A 37247D106 1,268 407,772 SH   DFND 17 46,637 0 361,135
GENWORTH FINL INC COM CL A 37247D106 1,209 388,592 SH   DFND 21 388,592 0 0
GETTY RLTY CORP NEW COM 374297109 2,868 105,602 SH   DFND 17 105,602 0 0
GETTY RLTY CORP NEW COM 374297109 573 21,110 SH   DFND 21 21,110 0 0
GIBRALTAR INDS INC COM 374689107 306 9,264 SH   DFND 17 1,063 0 8,201
GILEAD SCIENCES INC COM 375558103 37,699 526,230 SH   DFND 4 526,230 0 0
GILEAD SCIENCES INC COM 375558103 191,881 2,678,412 SH   DFND 17 2,567,091 0 111,321
GILEAD SCIENCES INC COM 375558103 273 3,805 SH   DFND 20 3,805 0 0
GILEAD SCIENCES INC COM 375558103 120,591 1,683,297 SH   DFND 21 1,384,450 0 298,847
GILEAD SCIENCES INC COM 375558103 15,653 218,500 SH   DFND 24 218,500 0 0
GILEAD SCIENCES INC CALL 375558903 19,228 268,400 SH Call DFND 4 268,400 0 0
GILEAD SCIENCES INC PUT 375558953 141,768 1,978,900 SH Put DFND 4 1,978,900 0 0
GLADSTONE COML CORP COM 376536108 2,924 138,820 SH   DFND 17 105,525 0 33,295
GLATFELTER COM 377316104 358 16,720 SH   DFND 17 16,720 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,076 27,335 SH   DFND 17 27,335 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 826 21,000 SH   DFND 24 21,000 0 0
GLOBAL PMTS INC COM 37940X102 551 5,500 SH   DFND 4 5,500 0 0
GLOBAL PMTS INC COM 37940X102 25,066 250,057 SH   DFND 17 181,255 0 68,802
GLOBAL PMTS INC COM 37940X102 10,650 106,244 SH   DFND 21 89,002 0 17,242
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 32,014 967,203 SH   DFND 17 922,070 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,745 82,928 SH   DFND 21 66,195 0 16,733
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 6,636 280,000 SH   DFND 24 280,000 0 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 6,124 158,000 SH   DFND 24 158,000 0 0
GLU MOBILE INC COM 379890106 67 18,335 SH   DFND 17 18,335 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 27,880 30,595,000 PRN   DFND 17 30,595,000 0 0
GOLDCORP INC NEW COM 380956409 24,892 1,945,550 SH   DFND 21 1,945,550 0 0
GOLDCORP INC NEW COM 380956409 455 35,600 SH   DFND 24 35,600 0 0
GOLDEN ENTMT INC COM 381013101 2,130 65,240 SH   DFND 17 51,870 0 13,370
GOLDMAN SACHS GROUP INC COM 38141G104 57,212 224,572 SH   DFND 17 218,382 0 6,190
GOLDMAN SACHS GROUP INC COM 38141G104 200 785 SH   DFND 20 785 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 38,419 150,803 SH   DFND 21 114,689 0 36,114
GOLDMAN SACHS GROUP INC COM 38141G104 161 633 SH   DFND 24 633 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 24,814 97,400 SH Call DFND 4 97,400 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 175,300 688,100 SH Put DFND 4 688,100 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 11,911 11,450,000 PRN   DFND 17 11,450,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 292 9,034 SH   DFND 4 9,034 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 995 30,797 SH   DFND 17 30,797 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 123 3,816 SH   DFND 20 3,816 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 12,673 392,246 SH   DFND 21 236,674 0 155,572
GRAHAM HLDGS CO COM 384637104 357 639 SH   DFND 17 639 0 0
GRAHAM HLDGS CO COM 384637104 1,873 3,355 SH   DFND 21 3,355 0 0
GRAINGER W W INC COM 384802104 443 1,874 SH   DFND 4 1,874 0 0
GRAINGER W W INC COM 384802104 36 151 SH   DFND 17 151 0 0
GRAN TIERRA ENERGY INC COM 38500T101 63 23,415 SH   DFND 17 23,415 0 0
GRAND CANYON ED INC COM 38526M106 253 2,830 SH   DFND 17 355 0 2,475
GRAND CANYON ED INC COM 38526M106 3,733 41,700 SH   DFND 21 2,621 0 39,079
GRANITE CONSTR INC COM 387328107 9,776 154,125 SH   DFND 17 118,176 0 35,949
GRANITE CONSTR INC COM 387328107 162 2,560 SH   DFND 21 2,560 0 0
GRANITE PT MTG TR INC COM 38741L107 1,246 70,232 SH   DFND 17 70,232 0 0
GRANITE PT MTG TR INC COM 38741L107 745 41,973 SH   DFND 21 3,089 0 38,884
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 421 10,709 SH   DFND 17 4,019 0 6,690
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,328 33,785 SH   DFND 21 7,149 0 26,636
GRAPHIC PACKAGING HLDG CO COM 388689101 31,284 2,024,869 SH   DFND 17 2,024,869 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 12 792 SH   DFND 21 792 0 0
GRAY TELEVISION INC COM 389375106 247 14,742 SH   DFND 17 0 0 14,742
GRAY TELEVISION INC COM 389375106 9,030 539,113 SH   DFND 21 335,489 0 203,624
GREAT SOUTHN BANCORP INC COM 390905107 438 8,478 SH   DFND 17 2,330 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 9,049 280,669 SH   DFND 17 280,669 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,956 184,745 SH   DFND 21 13,643 0 171,102
GREAT WESTN BANCORP INC COM 391416104 27,550 692,222 SH   DFND 17 692,222 0 0
GREAT WESTN BANCORP INC COM 391416104 676 16,983 SH   DFND 21 5,022 0 11,961
GREEN BANCORP INC COM 39260X100 168 8,258 SH   DFND 20 8,258 0 0
GREEN BANCORP INC COM 39260X100 292 14,374 SH   DFND 21 14,374 0 0
GREEN DOT CORP CL A 39304D102 1,001 16,608 SH   DFND 17 14,678 0 1,930
GREEN DOT CORP CL A 39304D102 5,465 90,695 SH   DFND 21 71,305 0 19,390
GREEN PLAINS INC COM 393222104 885 52,502 SH   DFND 21 0 0 52,502
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 2,809 3,000,000 PRN   DFND 17 3,000,000 0 0
GREENBRIER COS INC COM 393657101 2,212 41,495 SH   DFND 17 41,495 0 0
GREENBRIER COS INC COM 393657101 7,693 144,335 SH   DFND 21 67,233 0 77,102
GREIF INC CL A 397624107 2,501 41,283 SH   DFND 17 28,343 0 12,940
GROUP 1 AUTOMOTIVE INC COM 398905109 1,016 14,316 SH   DFND 21 11,934 0 2,382
GROUPE CGI INC CL A SUB VTG 39945C109 5,573 102,235 SH   DFND 17 97,396 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 83 1,514 SH   DFND 20 1,514 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 21,645 397,054 SH   DFND 21 317,650 0 79,404
GROUPON INC COM 399473107 43,251 8,480,674 SH   DFND 17 8,292,389 0 188,285
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 182 2,761 SH   DFND 20 2,761 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 525 7,970 SH   DFND 21 7,970 0 0
GRUBHUB INC COM 400110102 2,663 37,085 SH   DFND 17 37,085 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 8,924 86,844 SH   DFND 17 86,844 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 226 2,200 SH   DFND 21 1,016 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 171 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 671 78,989 SH   DFND 21 78,989 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 550 19,882 SH   DFND 21 16,923 0 2,959
GUIDEWIRE SOFTWARE INC COM 40171V100 3,942 53,090 SH   DFND 17 53,090 0 0
GULFPORT ENERGY CORP COM NEW 402635304 11,293 885,000 SH   DFND 4 885,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 128 10,062 SH   DFND 20 10,062 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,970 154,371 SH   DFND 21 37,430 0 116,941
HCA HEALTHCARE INC COM 40412C101 1,811 20,620 SH   DFND 17 16,120 0 4,500
HCA HEALTHCARE INC COM 40412C101 2,930 33,355 SH   DFND 21 29,125 0 4,230
HCA HEALTHCARE INC CALL 40412C901 5,455 62,100 SH Call DFND 4 62,100 0 0
HCA HEALTHCARE INC PUT 40412C951 43,551 495,800 SH Put DFND 4 495,800 0 0
HCP INC COM 40414L109 10,405 398,971 SH   DFND 4 398,971 0 0
HCP INC COM 40414L109 159 6,114 SH   DFND 17 6,114 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 28,840 283,662 SH   DFND 17 255,962 0 27,700
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,370 42,984 SH   DFND 20 42,984 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,260 12,395 SH   DFND 21 5,551 0 6,844
HMS HLDGS CORP COM 40425J101 420 24,788 SH   DFND 21 0 0 24,788
HRG GROUP INC COM 40434J100 2,019 119,123 SH   DFND 21 45,766 0 73,357
HP INC COM 40434L105 1,695 80,668 SH   DFND 4 80,668 0 0
HP INC COM 40434L105 133,824 6,369,546 SH   DFND 17 6,069,379 0 300,167
HP INC COM 40434L105 407 19,360 SH   DFND 20 19,360 0 0
HP INC COM 40434L105 92,579 4,406,433 SH   DFND 21 3,723,621 0 682,812
HP INC CALL 40434L905 504 24,000 SH Call DFND 4 24,000 0 0
HP INC PUT 40434L955 34,261 1,630,700 SH Put DFND 4 1,630,700 0 0
HACKETT GROUP INC COM 404609109 3,706 235,870 SH   DFND 17 225,378 0 10,492
HALLIBURTON CO COM 406216101 13,079 267,631 SH   DFND 4 267,631 0 0
HALLIBURTON CO COM 406216101 28,354 580,202 SH   DFND 17 576,547 0 3,655
HALLIBURTON CO COM 406216101 1,466 30,000 SH   DFND 21 30,000 0 0
HALLIBURTON CO COM 406216101 1,173 24,000 SH   DFND 24 24,000 0 0
HALLIBURTON CO CALL 406216901 9,955 203,700 SH Call DFND 4 203,700 0 0
HALLIBURTON CO PUT 406216951 61,693 1,262,400 SH Put DFND 4 1,262,400 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 704 34,746 SH   DFND 17 34,746 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 593 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 2,621 56,750 SH   DFND 17 41,145 0 15,605
HALYARD HEALTH INC COM 40650V100 4,685 101,458 SH   DFND 21 101,351 0 107
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 286 11,121 SH   DFND 21 11,121 0 0
HANESBRANDS INC COM 410345102 274 13,080 SH   DFND 4 13,080 0 0
HANESBRANDS INC COM 410345102 8,516 407,263 SH   DFND 17 330,458 0 76,805
HANESBRANDS INC COM 410345102 457 21,860 SH   DFND 21 21,860 0 0
HANOVER INS GROUP INC COM 410867105 4,245 39,277 SH   DFND 17 39,277 0 0
HANOVER INS GROUP INC COM 410867105 29 265 SH   DFND 20 265 0 0
HANOVER INS GROUP INC COM 410867105 12,159 112,496 SH   DFND 21 66,384 0 46,112
HARLEY DAVIDSON INC COM 412822108 311 6,119 SH   DFND 4 6,119 0 0
HARLEY DAVIDSON INC COM 412822108 26 504 SH   DFND 17 504 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 357 190,667 SH   DFND 20 190,667 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,026 548,676 SH   DFND 21 548,676 0 0
HARRIS CORP DEL COM 413875105 604 4,265 SH   DFND 4 4,265 0 0
HARRIS CORP DEL COM 413875105 8,891 62,767 SH   DFND 17 62,767 0 0
HARRIS CORP DEL COM 413875105 38 268 SH   DFND 20 268 0 0
HARRIS CORP DEL COM 413875105 9,915 69,998 SH   DFND 21 24,640 0 45,358
HARSCO CORP COM 415864107 8,964 480,629 SH   DFND 17 344,069 0 136,560
HARSCO CORP COM 415864107 161 8,608 SH   DFND 21 8,608 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 345 6,136 SH   DFND 4 6,136 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12,081 214,655 SH   DFND 17 205,655 0 9,000
HARTFORD FINL SVCS GROUP INC COM 416515104 427 7,589 SH   DFND 20 7,589 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,326 112,398 SH   DFND 21 94,933 0 17,465
HARTFORD FINL SVCS GROUP INC CALL 416515904 1,362 24,200 SH Call DFND 4 24,200 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 11,560 205,400 SH Put DFND 4 205,400 0 0
HASBRO INC COM 418056107 369 4,061 SH   DFND 4 4,061 0 0
HASBRO INC COM 418056107 31 344 SH   DFND 17 344 0 0
HASBRO INC COM 418056107 347 3,822 SH   DFND 20 3,822 0 0
HASBRO INC COM 418056107 1,717 18,888 SH   DFND 21 11,690 0 7,198
HAWAIIAN ELEC INDUSTRIES COM 419870100 312 8,625 SH   DFND 17 8,625 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,175 60,177 SH   DFND 21 0 0 60,177
HAWAIIAN HOLDINGS INC COM 419879101 4,321 108,437 SH   DFND 17 89,537 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 104 2,618 SH   DFND 20 2,618 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,142 78,856 SH   DFND 21 61,567 0 17,289
HAWKINS INC COM 420261109 604 17,169 SH   DFND 17 17,169 0 0
HAWKINS INC COM 420261109 2,116 60,119 SH   DFND 21 51,686 0 8,433
HEALTHSOUTH CORP COM NEW 421924309 41,314 836,139 SH   DFND 17 836,139 0 0
HEALTHSOUTH CORP COM NEW 421924309 339 6,853 SH   DFND 21 0 0 6,853
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 6,659 3,625,000 PRN   DFND 17 2,695,000 0 930,000
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,635 65,518 SH   DFND 21 65,518 0 0
HEARTLAND FINL USA INC COM 42234Q102 29,743 554,386 SH   DFND 17 554,386 0 0
HEICO CORP NEW COM 422806109 140 1,485 SH   DFND 17 1,485 0 0
HEICO CORP NEW COM 422806109 306 3,247 SH   DFND 21 3,247 0 0
HEICO CORP NEW CL A 422806208 240 3,038 SH   DFND 17 3,038 0 0
HEICO CORP NEW CL A 422806208 3,540 44,781 SH   DFND 21 35,644 0 9,137
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,660 67,615 SH   DFND 17 67,615 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,874 32,010,000 PRN   DFND 17 32,010,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 26,657 27,340,000 PRN   DFND 17 27,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 252 3,896 SH   DFND 4 3,896 0 0
HELMERICH & PAYNE INC COM 423452101 21 332 SH   DFND 17 332 0 0
HELMERICH & PAYNE INC COM 423452101 350 5,421 SH   DFND 21 3,621 0 1,800
HENRY JACK & ASSOC INC COM 426281101 6,429 54,969 SH   DFND 21 15,427 0 39,542
HERITAGE COMMERCE CORP COM 426927109 1,434 93,624 SH   DFND 17 83,484 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 89,267 87,205,000 PRN   DFND 17 87,205,000 0 0
HERC HLDGS INC COM 42704L104 8,635 137,916 SH   DFND 17 99,101 0 38,815
HERITAGE FINL CORP WASH COM 42722X106 448 14,553 SH   DFND 17 14,553 0 0
HERITAGE FINL CORP WASH COM 42722X106 2,320 75,311 SH   DFND 21 62,307 0 13,004
HERITAGE INS HLDGS INC COM 42727J102 118 6,528 SH   DFND 17 6,528 0 0
HERITAGE INS HLDGS INC COM 42727J102 519 28,786 SH   DFND 21 0 0 28,786
HERON THERAPEUTICS INC COM 427746102 1,301 71,891 SH   DFND 17 71,891 0 0
HERON THERAPEUTICS INC COM 427746102 682 37,700 SH   DFND 24 37,700 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 251 14,436 SH   DFND 17 14,436 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,620 93,082 SH   DFND 21 74,099 0 18,983
HERSHEY CO COM 427866108 570 5,022 SH   DFND 4 5,022 0 0
HERSHEY CO COM 427866108 2,298 20,243 SH   DFND 17 18,443 0 1,800
HERSHEY CO COM 427866108 42 368 SH   DFND 21 368 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,008 49,963 SH   DFND 17 47,714 0 2,249
HESKA CORP COM RESTRC NEW 42805E306 1,073 13,380 SH   DFND 21 4,678 0 8,702
HESS CORP COM 42809H107 459 9,661 SH   DFND 4 9,661 0 0
HESS CORP COM 42809H107 39 829 SH   DFND 17 829 0 0
HESS CORP COM 42809H107 54 1,140 SH   DFND 21 1,140 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 1,160 58,535 SH   DFND 17 34,150 0 24,385
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,810 474,255 SH   DFND 17 474,255 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 96 6,694 SH   DFND 20 6,694 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 23,697 1,650,222 SH   DFND 21 1,321,518 0 328,704
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 806 56,100 SH Call DFND 4 56,100 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 2,302 160,300 SH Put DFND 4 160,300 0 0
HEXCEL CORP NEW COM 428291108 21,730 351,340 SH   DFND 17 345,020 0 6,320
HEXCEL CORP NEW COM 428291108 780 12,610 SH   DFND 21 2,758 0 9,852
HEXCEL CORP NEW COM 428291108 10,527 170,200 SH   DFND 24 170,200 0 0
HILL ROM HLDGS INC COM 431475102 61,051 724,297 SH   DFND 17 645,273 0 79,024
HILL ROM HLDGS INC COM 431475102 627 7,438 SH   DFND 20 7,438 0 0
HILL ROM HLDGS INC COM 431475102 34,879 413,796 SH   DFND 21 257,586 0 156,210
HILLTOP HOLDINGS INC COM 432748101 27,898 1,101,388 SH   DFND 17 1,101,388 0 0
HILTON GRAND VACATIONS INC COM 43283X105 4,423 105,438 SH   DFND 4 105,438 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 25,553 319,968 SH   DFND 4 319,968 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 316 3,958 SH   DFND 17 618 0 3,340
HOLLYFRONTIER CORP COM 436106108 4,011 78,310 SH   DFND 17 78,310 0 0
HOLLYFRONTIER CORP COM 436106108 1,044 20,387 SH   DFND 21 19,449 0 938
HOLLYFRONTIER CORP COM 436106108 922 18,000 SH   DFND 24 18,000 0 0
HOLOGIC INC COM 436440101 428 10,002 SH   DFND 4 10,002 0 0
HOLOGIC INC COM 436440101 36 833 SH   DFND 17 833 0 0
HOLOGIC INC COM 436440101 459 10,729 SH   DFND 20 10,729 0 0
HOLOGIC INC COM 436440101 2,124 49,689 SH   DFND 21 49,689 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 22,502 16,040,000 PRN   DFND 17 12,825,000 0 3,215,000
HOME BANCSHARES INC COM 436893200 592 25,472 SH   DFND 21 22,872 0 2,600
HOME DEPOT INC COM 437076102 6,634 35,000 SH   DFND 4 35,000 0 0
HOME DEPOT INC COM 437076102 402,691 2,124,682 SH   DFND 17 1,923,489 0 201,193
HOME DEPOT INC COM 437076102 3,943 20,804 SH   DFND 20 20,804 0 0
HOME DEPOT INC COM 437076102 223,260 1,177,966 SH   DFND 21 918,504 0 259,462
HOME DEPOT INC COM 437076102 140 737 SH   DFND 24 737 0 0
HOME DEPOT INC CALL 437076902 62,981 332,300 SH Call DFND 4 332,300 0 0
HOME DEPOT INC PUT 437076952 407,091 2,147,900 SH Put DFND 4 2,147,900 0 0
HONEYWELL INTL INC COM 438516106 24,691 161,000 SH   DFND 4 161,000 0 0
HONEYWELL INTL INC COM 438516106 155,203 1,012,016 SH   DFND 17 999,141 0 12,875
HONEYWELL INTL INC COM 438516106 1,718 11,205 SH   DFND 20 11,205 0 0
HONEYWELL INTL INC COM 438516106 31,120 202,919 SH   DFND 21 179,317 0 23,602
HONEYWELL INTL INC CALL 438516906 13,557 88,400 SH Call DFND 4 88,400 0 0
HONEYWELL INTL INC PUT 438516956 191,056 1,245,800 SH Put DFND 4 1,245,800 0 0
HOOKER FURNITURE CORP COM 439038100 687 16,180 SH   DFND 17 5,112 0 11,068
HOOKER FURNITURE CORP COM 439038100 493 11,614 SH   DFND 21 2,588 0 9,026
HORMEL FOODS CORP COM 440452100 351 9,656 SH   DFND 4 9,656 0 0
HORMEL FOODS CORP COM 440452100 29 805 SH   DFND 17 805 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,642 10,330,000 PRN   DFND 17 10,330,000 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 13,110 13,625,000 PRN   DFND 17 13,625,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 12,292 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 27,405 1,362,761 SH   DFND 17 1,362,761 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 631 21,137 SH   DFND 17 21,137 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8,821 295,510 SH   DFND 21 162,483 0 133,027
HOST HOTELS & RESORTS INC COM 44107P104 527 26,528 SH   DFND 4 26,528 0 0
HOST HOTELS & RESORTS INC COM 44107P104 44 2,219 SH   DFND 17 2,219 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,351 68,036 SH   DFND 21 7,236 0 60,800
HOULIHAN LOKEY INC CL A 441593100 30,183 664,394 SH   DFND 17 639,148 0 25,246
HOWARD HUGHES CORP COM 44267D107 57,898 441,058 SH   DFND 4 441,058 0 0
HOWARD HUGHES CORP COM 44267D107 12,270 93,470 SH   DFND 17 66,987 0 26,483
HOWARD HUGHES CORP COM 44267D107 166 1,261 SH   DFND 21 1,261 0 0
HUBBELL INC COM 443510607 3,929 29,034 SH   DFND 17 29,034 0 0
HUBBELL INC COM 443510607 9,320 68,862 SH   DFND 21 68,199 0 663
HUBSPOT INC COM 443573100 4,351 49,225 SH   DFND 17 44,275 0 4,950
HUDBAY MINERALS INC COM 443628102 28,426 3,200,000 SH   DFND 4 3,200,000 0 0
HUDBAY MINERALS INC COM 443628102 204 22,989 SH   DFND 17 22,989 0 0
HUDBAY MINERALS INC COM 443628102 45 5,054 SH   DFND 20 5,054 0 0
HUDBAY MINERALS INC COM 443628102 276 31,065 SH   DFND 21 31,065 0 0
HUDSON PAC PPTYS INC COM 444097109 5,206 152,000 SH   DFND 4 152,000 0 0
HUDSON TECHNOLOGIES INC COM 444144109 2,116 348,640 SH   DFND 17 337,459 0 11,181
HUMANA INC COM 444859102 12,652 51,000 SH   DFND 4 51,000 0 0
HUMANA INC COM 444859102 12,238 49,331 SH   DFND 17 34,265 0 15,066
HUMANA INC COM 444859102 36,604 147,554 SH   DFND 21 129,618 0 17,936
HUMANA INC CALL 444859902 7,963 32,100 SH Call DFND 4 32,100 0 0
HUMANA INC PUT 444859952 89,950 362,600 SH Put DFND 4 362,600 0 0
HUNT J B TRANS SVCS INC COM 445658107 356 3,096 SH   DFND 4 3,096 0 0
HUNT J B TRANS SVCS INC COM 445658107 30 257 SH   DFND 17 257 0 0
HUNTINGTON BANCSHARES INC COM 446150104 570 39,125 SH   DFND 4 39,125 0 0
HUNTINGTON BANCSHARES INC COM 446150104 48 3,271 SH   DFND 17 3,271 0 0
HUNTINGTON BANCSHARES INC COM 446150104 216 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 27,229 19,375 SH   DFND 17 19,375 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 37,827 160,488 SH   DFND 17 123,597 0 36,891
HUNTINGTON INGALLS INDS INC COM 446413106 1,338 5,675 SH   DFND 20 5,675 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 31,698 134,483 SH   DFND 21 94,434 0 40,049
HUNTSMAN CORP COM 447011107 40,678 1,221,935 SH   DFND 17 1,063,370 0 158,565
HUNTSMAN CORP COM 447011107 219 6,592 SH   DFND 20 6,592 0 0
HUNTSMAN CORP COM 447011107 1,138 34,177 SH   DFND 21 30,187 0 3,990
HUNTSMAN CORP COM 447011107 666 20,000 SH   DFND 24 20,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 24,482 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 6,910 175,300 SH   DFND 20 175,300 0 0
HYATT HOTELS CORP COM CL A 448579102 3,093 42,060 SH   DFND 17 30,440 0 11,620
IDT CORP CL B NEW 448947507 137 12,966 SH   DFND 17 12,966 0 0
IDT CORP CL B NEW 448947507 1,316 124,136 SH   DFND 21 110,479 0 13,657
IAC INTERACTIVECORP COM 44919P508 538 4,400 SH   DFND 17 0 0 4,400
ICF INTL INC COM 44925C103 1,627 30,995 SH   DFND 17 30,995 0 0
ICF INTL INC COM 44925C103 2,339 44,561 SH   DFND 21 13,056 0 31,505
IES HLDGS INC COM 44951W106 1,021 59,216 SH   DFND 17 52,738 0 6,478
ILG INC COM 44967H101 5,791 203,347 SH   DFND 21 40,300 0 163,047
IPG PHOTONICS CORP COM 44980X109 33,229 155,182 SH   DFND 17 137,352 0 17,830
IPG PHOTONICS CORP COM 44980X109 16,912 78,978 SH   DFND 21 75,928 0 3,050
IPG PHOTONICS CORP COM 44980X109 5,139 24,000 SH   DFND 24 24,000 0 0
ITT INC COM 45073V108 35,400 663,301 SH   DFND 17 663,301 0 0
ITT INC COM 45073V108 81 1,522 SH   DFND 20 1,522 0 0
ITT INC COM 45073V108 239 4,473 SH   DFND 21 4,473 0 0
IAMGOLD CORP COM 450913108 5,672 969,534 SH   DFND 21 969,534 0 0
ICICI BK LTD ADR 45104G104 327 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 647 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC COM 451055107 105 81,725 SH   DFND 17 81,725 0 0
ICONIX BRAND GROUP INC COM 451055107 27 21,218 SH   DFND 21 21,218 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 48,334 58,765,000 PRN   DFND 17 58,765,000 0 0
IDACORP INC COM 451107106 340 3,725 SH   DFND 17 3,725 0 0
IDACORP INC COM 451107106 1,206 13,201 SH   DFND 21 11,697 0 1,504
IDEX CORP COM 45167R104 37,860 286,883 SH   DFND 17 286,883 0 0
IDEX CORP COM 45167R104 3,186 24,140 SH   DFND 21 21,835 0 2,305
IDEX CORP COM 45167R104 6,928 52,500 SH   DFND 24 52,500 0 0
IDEXX LABS INC COM 45168D104 500 3,198 SH   DFND 4 3,198 0 0
IDEXX LABS INC COM 45168D104 10,821 69,198 SH   DFND 17 57,348 0 11,850
IDEXX LABS INC COM 45168D104 102 653 SH   DFND 21 653 0 0
IGNYTA INC COM 451731103 6,523 244,300 SH   DFND 4 244,300 0 0
IGNYTA INC COM 451731103 3,461 129,623 SH   DFND 17 125,477 0 4,146
ILLINOIS TOOL WKS INC COM 452308109 22,413 134,328 SH   DFND 4 134,328 0 0
ILLINOIS TOOL WKS INC COM 452308109 11,842 70,973 SH   DFND 17 70,973 0 0
ILLINOIS TOOL WKS INC COM 452308109 17,270 103,509 SH   DFND 21 103,509 0 0
ILLINOIS TOOL WKS INC CALL 452308909 734 4,400 SH Call DFND 4 4,400 0 0
ILLINOIS TOOL WKS INC PUT 452308959 75,433 452,100 SH Put DFND 4 452,100 0 0
ILLUMINA INC COM 452327109 17,922 82,027 SH   DFND 17 82,027 0 0
ILLUMINA INC COM 452327109 1,536 7,029 SH   DFND 21 3,074 0 3,955
ILLUMINA INC COM 452327109 9,919 45,400 SH   DFND 24 45,400 0 0
ILLUMINA INC CALL 452327909 6,729 30,800 SH Call DFND 4 30,800 0 0
ILLUMINA INC PUT 452327959 56,239 257,400 SH Put DFND 4 257,400 0 0
ILLUMINA INC NOTE 6/1 452327AF6 438 405,000 PRN   DFND 17 405,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,247 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 122,725 104,010,000 PRN   DFND 17 96,745,000 0 7,265,000
IMAX CORP COM 45245E109 1,216 52,519 SH   DFND 17 52,519 0 0
IMMUNOGEN INC COM 45253H101 1,472 229,692 SH   DFND 17 222,300 0 7,392
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 65,386 67,105,000 PRN   DFND 17 67,105,000 0 0
IMMUNOMEDICS INC COM 452907108 1,900 117,580 SH   DFND 17 114,283 0 3,297
IMPERIAL OIL LTD COM NEW 453038408 2,885 92,155 SH   DFND 21 11,265 0 80,890
IMPINJ INC COM 453204109 12,435 551,928 SH   DFND 17 549,080 0 2,848
IMPERVA INC COM 45321L100 1,532 38,600 SH   DFND 17 38,600 0 0
IMPERVA INC COM 45321L100 117 2,959 SH   DFND 21 2,959 0 0
INC RESH HLDGS INC CL A 45329R109 197 4,515 SH   DFND 17 4,515 0 0
INC RESH HLDGS INC CL A 45329R109 930 21,330 SH   DFND 21 18,733 0 2,597
INCYTE CORP COM 45337C102 16,777 177,139 SH   DFND 4 177,139 0 0
INCYTE CORP COM 45337C102 28,060 296,268 SH   DFND 17 287,548 0 8,720
INCYTE CORP COM 45337C102 7,672 81,000 SH   DFND 24 81,000 0 0
INCYTE CORP CALL 45337C902 2,046 21,600 SH Call DFND 4 21,600 0 0
INCYTE CORP PUT 45337C952 18,970 200,300 SH Put DFND 4 200,300 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 508 127,672 SH   DFND 17 113,658 0 14,014
INDEPENDENCE RLTY TR INC COM 45378A106 1,160 115,000 SH   DFND 17 115,000 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 111 11,029 SH   DFND 21 11,029 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,623 28,318 SH   DFND 17 28,318 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 328 5,731 SH   DFND 20 5,731 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 7,353 128,321 SH   DFND 21 122,832 0 5,489
INFOSYS LTD SPONSORED ADR 456788108 861 53,055 SH   DFND 21 25,000 0 28,055
INFOSYS LTD SPONSORED ADR 456788108 1,109 68,400 SH   DFND   68,400 0 0
ING GROEP N V SPONSORED ADR 456837103 12,353 669,178 SH   DFND 17 669,178 0 0
INFRAREIT INC COM 45685L100 28,406 1,528,838 SH   DFND 17 1,499,208 0 29,630
INFRAREIT INC COM 45685L100 684 36,823 SH   DFND 21 15,320 0 21,503
INGLES MKTS INC CL A 457030104 1,199 34,646 SH   DFND 17 10,071 0 24,575
INGLES MKTS INC CL A 457030104 631 18,250 SH   DFND 21 0 0 18,250
INGREDION INC COM 457187102 127,045 908,763 SH   DFND 17 900,263 0 8,500
INGREDION INC COM 457187102 1,474 10,544 SH   DFND 20 10,544 0 0
INGREDION INC COM 457187102 65,974 471,919 SH   DFND 21 358,778 0 113,141
INGREDION INC COM 457187102 5,619 40,195 SH   DFND 24 40,195 0 0
INSIGHT ENTERPRISES INC COM 45765U103 159 4,162 SH   DFND 17 967 0 3,195
INSIGHT ENTERPRISES INC COM 45765U103 3,008 78,558 SH   DFND 21 37,649 0 40,909
INPHI CORP NOTE 1.125%12/0 45772FAB3 16,136 13,800,000 PRN   DFND 17 13,800,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 36,905 36,995,000 PRN   DFND 17 36,995,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 908 219,862 SH   DFND 17 212,440 0 7,422
INNOPHOS HOLDINGS INC COM 45774N108 24,019 513,997 SH   DFND 17 513,997 0 0
INNOPHOS HOLDINGS INC COM 45774N108 2,435 52,109 SH   DFND 21 26,968 0 25,141
INSTEEL INDUSTRIES INC COM 45774W108 260 9,174 SH   DFND 17 9,174 0 0
INSTEEL INDUSTRIES INC COM 45774W108 890 31,443 SH   DFND 21 0 0 31,443
INSPERITY INC COM 45778Q107 275 4,800 SH   DFND 17 0 0 4,800
INSPERITY INC COM 45778Q107 86 1,508 SH   DFND 20 1,508 0 0
INSPERITY INC COM 45778Q107 15,682 273,439 SH   DFND 21 179,191 0 94,248
INOGEN INC COM 45780L104 987 8,289 SH   DFND 17 8,289 0 0
INOGEN INC COM 45780L104 66 555 SH   DFND 21 555 0 0
INSTALLED BLDG PRODS INC COM 45780R101 7,549 99,390 SH   DFND 17 68,842 0 30,548
INNOVIVA INC COM 45781M101 1,200 84,545 SH   DFND 17 84,545 0 0
INSTRUCTURE INC COM 45781U103 13,719 414,463 SH   DFND 17 332,695 0 81,768
INSULET CORP COM 45784P101 979 14,182 SH   DFND 17 14,182 0 0
INSULET CORP COM 45784P101 172 2,493 SH   DFND 21 2,493 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 51 1,060 SH   DFND 17 1,060 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 230 4,803 SH   DFND 20 4,803 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 868 18,136 SH   DFND 21 14,090 0 4,046
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,401 47,127 SH   DFND 17 47,127 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 48,618 43,070,000 PRN   DFND 17 43,070,000 0 0
INTEL CORP COM 458140100 40,754 882,890 SH   DFND 4 882,890 0 0
INTEL CORP COM 458140100 408,984 8,860,144 SH   DFND 17 8,165,425 0 694,719
INTEL CORP COM 458140100 2,885 62,509 SH   DFND 20 62,509 0 0
INTEL CORP COM 458140100 326,439 7,071,906 SH   DFND 21 4,786,508 0 2,285,398
INTEL CORP CALL 458140900 6,222 134,800 SH Call DFND 4 134,800 0 0
INTEL CORP PUT 458140950 202,522 4,387,400 SH Put DFND 4 4,387,400 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 221,984 99,935,000 PRN   DFND 17 94,525,000 0 5,410,000
INTEGER HLDGS CORP COM 45826H109 1,119 24,707 SH   DFND 17 9,167 0 15,540
INTEGER HLDGS CORP COM 45826H109 2,785 61,477 SH   DFND 21 61,477 0 0
INTER PARFUMS INC COM 458334109 41 940 SH   DFND 17 940 0 0
INTER PARFUMS INC COM 458334109 283 6,505 SH   DFND 21 6,505 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 292 5,000 SH   DFND 17 5,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 164 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 36,469 44,885,000 PRN   DFND 17 44,885,000 0 0
INTERFACE INC COM 458665304 36,181 1,438,611 SH   DFND 17 1,438,611 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 892 12,643 SH   DFND 17 12,643 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 17,705 250,920 SH   DFND 21 250,920 0 0
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 4,368 61,900 SH Call DFND 4 61,900 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 20,286 287,500 SH Put DFND 4 287,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 117,997 769,110 SH   DFND 4 769,110 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 137,104 893,652 SH   DFND 17 830,066 0 63,586
INTERNATIONAL BUSINESS MACHS COM 459200101 38 246 SH   DFND 20 246 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 56,214 366,407 SH   DFND 21 344,665 0 21,742
INTERNATIONAL BUSINESS MACHS COM 459200101 125 813 SH   DFND 24 813 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 24,148 157,400 SH Call DFND 4 157,400 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 201,809 1,315,400 SH Put DFND 4 1,315,400 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 439 2,877 SH   DFND 4 2,877 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 860 5,637 SH   DFND 17 5,615 0 22
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 123,046 806,278 SH   DFND 21 620,990 0 185,288
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 855 5,600 SH   DFND 24 5,600 0 0
INTL PAPER CO COM 460146103 105,831 1,826,565 SH   DFND 17 1,807,471 0 19,094
INTL PAPER CO COM 460146103 16,431 283,584 SH   DFND 21 155,185 0 128,399
INTL PAPER CO CALL 460146903 3,540 61,100 SH Call DFND 4 61,100 0 0
INTL PAPER CO PUT 460146953 32,736 565,000 SH Put DFND 4 565,000 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 333 8,345 SH   DFND 17 8,345 0 0
INTERPUBLIC GROUP COS INC COM 460690100 285 14,146 SH   DFND 4 14,146 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,799 89,227 SH   DFND 17 89,227 0 0
INTERPUBLIC GROUP COS INC COM 460690100 36 1,801 SH   DFND 20 1,801 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,474 172,324 SH   DFND 21 153,558 0 18,766
INTERSECT ENT INC COM 46071F103 4,096 126,410 SH   DFND 17 122,609 0 3,801
INTL FCSTONE INC COM 46116V105 215 5,050 SH   DFND 17 5,050 0 0
INTUIT COM 461202103 7,100 45,000 SH   DFND 4 45,000 0 0
INTUIT COM 461202103 7,043 44,639 SH   DFND 17 44,617 0 22
INTUIT COM 461202103 131,360 832,552 SH   DFND 21 738,030 0 94,522
INTUIT CALL 461202903 7,431 47,100 SH Call DFND 4 47,100 0 0
INTUIT PUT 461202953 66,031 418,500 SH Put DFND 4 418,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 31,709 86,889 SH   DFND 17 85,784 0 1,105
INTUITIVE SURGICAL INC COM NEW 46120E602 1,014 2,778 SH   DFND 20 2,778 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 26,610 72,916 SH   DFND 21 69,276 0 3,640
INTUITIVE SURGICAL INC CALL 46120E902 7,591 20,800 SH Call DFND 4 20,800 0 0
INTUITIVE SURGICAL INC PUT 46120E952 78,973 216,400 SH Put DFND 4 216,400 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,896 386,789 SH   DFND 17 102,273 0 284,516
INVESCO MORTGAGE CAPITAL INC COM 46131B100 252 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 10,057 564,035 SH   DFND 21 228,841 0 335,194
INVITAE CORP COM 46185L103 816 89,835 SH   DFND 17 80,692 0 9,143
INVITATION HOMES INC COM 46187W107 7,251 307,629 SH   DFND 4 307,629 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,805 35,880 SH   DFND 17 35,880 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,660 33,000 SH   DFND 24 33,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,528 190,975 SH   DFND 17 184,955 0 6,020
IQVIA HLDGS INC COM 46266C105 549 5,604 SH   DFND 4 5,604 0 0
IQVIA HLDGS INC COM 46266C105 860 8,784 SH   DFND 17 8,784 0 0
IQVIA HLDGS INC COM 46266C105 424 4,327 SH   DFND 20 4,327 0 0
IQVIA HLDGS INC COM 46266C105 5,540 56,586 SH   DFND 21 51,622 0 4,964
IROBOT CORP COM 462726100 9,715 126,662 SH   DFND 21 126,662 0 0
IRON MTN INC NEW COM 46284V101 358 9,480 SH   DFND 4 9,480 0 0
IRON MTN INC NEW COM 46284V101 335 8,867 SH   DFND 17 8,867 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,852 707,600 SH   DFND 20 707,600 0 0
ISHARES INC MSCI AUST ETF 464286103 2,172 93,751 SH   DFND 24 0 0 93,751
ISHARES INC MSCI WORLD ETF 464286392 8,125 92,210 SH   DFND 25 92,210 0 0
ISHARES INC MSCI CDA ETF 464286509 10,353 349,307 SH   DFND 24 97,550 0 251,757
ISHARES INC JP MORGAN EM ETF 464286517 293 6,079 SH   DFND 17 6,079 0 0
ISHARES INC JP MORGAN EM ETF 464286517 3,571 74,096 SH   DFND 24 0 0 74,096
ISHARES INC MIN VOL EMRG MKT 464286533 8 126 SH   DFND 17 126 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 52,557 865,000 SH   DFND 25 0 0 865,000
ISHARES INC MSCI STH KOR ETF 464286772 1,360 18,150 SH   DFND 17 18,150 0 0
ISHARES TR TIPS BD ETF 464287176 581 5,089 SH   DFND 17 5,089 0 0
ISHARES TR CORE S&P500 ETF 464287200 839,230 3,121,553 SH   DFND 17 3,121,553 0 0
ISHARES TR CORE S&P500 ETF 464287200 7,364 27,390 SH   DFND 24 27,390 0 0
ISHARES TR CORE US AGGBD ET 464287226 273,786 2,504,219 SH   DFND 17 2,504,219 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 42 900 SH   DFND 17 900 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,743 37,000 SH   DFND 24 37,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 15,096 320,364 SH   DFND 25 320,364 0 0
ISHARES TR IBOXX INV CP ETF 464287242 362,301 2,980,433 SH   DFND 17 2,980,433 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,264 10,400 SH   DFND 24 5,500 0 4,900
ISHARES TR IBOXX INV CP ETF 464287242 55,966 460,400 SH   DFND 25 138,655 0 321,745
ISHARES TR LATN AMER 40 ETF 464287390 2,944 86,170 SH   DFND 24 21,000 0 65,170
ISHARES TR S&P 500 VAL ETF 464287408 894 7,825 SH   DFND 17 7,825 0 0
ISHARES TR 20 YR TR BD ETF 464287432 17 137 SH   DFND 17 137 0 0
ISHARES TR 20 YR TR BD ETF 464287432 317 2,500 SH   DFND 24 2,500 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 3 33 SH   DFND 17 33 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 8,860 83,930 SH   DFND 24 83,930 0 0
ISHARES TR MSCI EAFE ETF 464287465 42,655 606,676 SH   DFND 4 606,676 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,228 17,470 SH   DFND 24 0 0 17,470
ISHARES TR NASDAQ BIOTECH 464287556 320 3,000 SH   DFND 17 0 0 3,000
ISHARES TR NASDAQ BIOTECH 464287556 1,132 10,600 SH   DFND 24 10,600 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,352 14,600 SH   DFND 24 0 0 14,600
ISHARES TR RUS 1000 VAL ETF 464287598 13,275 106,761 SH   DFND 17 98,921 0 7,840
ISHARES TR RUS 1000 GRW ETF 464287614 2,155 16,000 SH   DFND 24 16,000 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,962 15,600 SH   DFND 17 15,600 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 288,502 1,892,310 SH   DFND 17 1,892,310 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,570 56,213 SH   DFND 24 32,100 0 24,113
ISHARES TR U.S. BAS MTL ETF 464287838 2,862 28,000 SH   DFND 24 28,000 0 0
ISHARES TR PUT 464287954 694,989 14,749,348 SH Put DFND 4 14,749,348 0 0
ISHARES TR PUT 464287954 147,151 3,122,900 SH Put DFND 21 3,122,900 0 0
ISHARES TR PUT 464287955 1,048,677 7,106,300 SH Put DFND 4 7,036,300 0 70,000
ISHARES TR INTL TREA BD ETF 464288117 3,764 75,398 SH   DFND 24 0 0 75,398
ISHARES TR MSCI AC ASIA ETF 464288182 4,590 60,175 SH   DFND 24 7,000 0 53,175
ISHARES TR MSCI ACWI ETF 464288257 180,803 2,508,021 SH   DFND 17 2,508,021 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,009 14,000 SH   DFND 24 0 0 14,000
ISHARES TR JPMORGAN USD EMG 464288281 13,753 118,458 SH   DFND 17 118,458 0 0
ISHARES TR JPMORGAN USD EMG 464288281 6,054 52,146 SH   DFND 24 7,000 0 45,146
ISHARES TR JPMORGAN USD EMG 464288281 141,409 1,217,993 SH   DFND 25 327,993 0 890,000
ISHARES TR IBOXX HI YD ETF 464288513 4,488 51,438 SH   DFND 17 51,438 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,183 36,477 SH   DFND 25 36,477 0 0
ISHARES TR MBS ETF 464288588 15,543 145,818 SH   DFND 17 145,818 0 0
ISHARES TR US CR BD ETF 464288620 21,161 188,886 SH   DFND 17 188,886 0 0
ISHARES TR S&P US PFD STK 464288687 393 10,312 SH   DFND 17 10,312 0 0
ISHARES TR US AER DEF ETF 464288760 37,472 199,200 SH   DFND 20 199,200 0 0
ISHARES TR US TREAS BD ETF 46429B267 8,442 336,615 SH   DFND 17 336,615 0 0
ISHARES TR US TREAS BD ETF 46429B267 1,566 62,431 SH   DFND 24 0 0 62,431
ISHARES TR MSCI INDIA ETF 46429B598 2,182 60,500 SH   DFND 17 60,500 0 0
ISHARES TR MSCI INDIA ETF 46429B598 541 15,000 SH   DFND 24 15,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 11,469 225,685 SH   DFND 25 225,685 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 802 8,896 SH   DFND 17 8,896 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 451 5,000 SH   DFND 24 5,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,665 50,489 SH   DFND 17 50,489 0 0
ISHARES TR MIN VOL USA ETF 46429B697 81,070 1,536,000 SH   DFND 25 0 0 1,536,000
ISHARES TR USA QUALITY FCTR 46432F339 2,751 33,190 SH   DFND 17 33,190 0 0
ISHARES TR USA QUALITY FCTR 46432F339 37,576 453,272 SH   DFND 25 0 0 453,272
ISHARES TR EDGE MSCI USA VL 46432F388 35,132 420,142 SH   DFND 25 0 0 420,142
ISHARES TR USA MOMENTUM FCT 46432F396 2,780 26,955 SH   DFND 17 26,955 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 40,605 393,723 SH   DFND 25 0 0 393,723
ISHARES TR CORE MSCI EAFE 46432F842 5,342 80,825 SH   DFND 17 80,825 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 64,231 60,525,000 PRN   DFND 17 56,125,000 0 4,400,000
ISHARES INC CORE MSCI EMKT 46434G103 2,332 40,976 SH   DFND 17 40,976 0 0
ISHARES INC CORE MSCI EMKT 46434G103 13,073 229,750 SH   DFND 24 221,100 0 8,650
ISHARES INC MSCI JPN ETF NEW 46434G822 14,113 235,488 SH   DFND 24 32,000 0 203,488
ISHARES TR MSCI UK ETF NEW 46435G334 5,716 159,562 SH   DFND 24 0 0 159,562
ISHARES TR MORTGE REL ETF 46435G342 3,326 73,580 SH   DFND 24 73,580 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 578 44,435 SH   DFND 17 44,435 0 0
ITERIS INC COM 46564T107 1,149 164,856 SH   DFND 17 146,880 0 17,976
ITRON INC COM 465741106 24,595 360,634 SH   DFND 17 316,176 0 44,458
ITRON INC COM 465741106 183 2,678 SH   DFND 21 2,678 0 0
IXYS CORP COM 46600W106 935 39,035 SH   DFND 21 39,035 0 0
J & J SNACK FOODS CORP COM 466032109 288 1,895 SH   DFND 17 1,895 0 0
J & J SNACK FOODS CORP COM 466032109 2,049 13,495 SH   DFND 21 0 0 13,495
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 64,879 62,685,000 PRN   DFND 17 62,685,000 0 0
JPMORGAN CHASE & CO COM 46625H100 7,870 73,593 SH   DFND 4 73,593 0 0
JPMORGAN CHASE & CO COM 46625H100 589,793 5,515,178 SH   DFND 17 5,262,162 0 253,016
JPMORGAN CHASE & CO COM 46625H100 11,125 104,028 SH   DFND 20 104,028 0 0
JPMORGAN CHASE & CO COM 46625H100 437,132 4,087,634 SH   DFND 21 3,125,689 0 961,945
JPMORGAN CHASE & CO CALL 46625H900 54,304 507,800 SH Call DFND 4 507,800 0 0
JPMORGAN CHASE & CO PUT 46625H950 583,005 5,451,700 SH Put DFND 4 5,451,700 0 0
JABIL INC COM 466313103 1,372 52,270 SH   DFND 17 49,363 0 2,907
JABIL INC COM 466313103 20 756 SH   DFND 20 756 0 0
JABIL INC COM 466313103 11,199 426,617 SH   DFND 21 295,508 0 131,109
JACK IN THE BOX INC COM 466367109 5,808 59,194 SH   DFND 17 46,662 0 12,532
JACK IN THE BOX INC COM 466367109 93 951 SH   DFND 21 951 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 282 4,271 SH   DFND 4 4,271 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 11,710 177,528 SH   DFND 17 177,528 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 77,085 76,410,000 PRN   DFND 17 76,410,000 0 0
JD COM INC SPON ADR CL A 47215P106 774 18,690 SH   DFND 17 4,330 0 14,360
JD COM INC SPON ADR CL A 47215P106 49,547 1,196,214 SH   DFND 20 1,038,459 0 157,755
JD COM INC SPON ADR CL A 47215P106 170 4,095 SH   DFND 21 0 0 4,095
JD COM INC SPON ADR CL A 47215P106 2,887 69,700 SH   DFND 24 69,700 0 0
JD COM INC SPON ADR CL A 47215P106 811 19,587 SH   DFND 25 19,587 0 0
JETBLUE AIRWAYS CORP COM 477143101 541 24,226 SH   DFND 17 24,226 0 0
JETBLUE AIRWAYS CORP COM 477143101 93 4,161 SH   DFND 20 4,161 0 0
JETBLUE AIRWAYS CORP COM 477143101 12,810 573,400 SH   DFND 21 304,079 0 269,321
JOHN BEAN TECHNOLOGIES CORP COM 477839104 8,810 79,509 SH   DFND 17 60,061 0 19,448
JOHN BEAN TECHNOLOGIES CORP COM 477839104 136 1,225 SH   DFND 21 1,225 0 0
JOHNSON & JOHNSON COM 478160104 65,179 466,499 SH   DFND 4 466,499 0 0
JOHNSON & JOHNSON COM 478160104 299,904 2,146,467 SH   DFND 17 1,877,681 0 268,786
JOHNSON & JOHNSON COM 478160104 5,655 40,472 SH   DFND 20 40,472 0 0
JOHNSON & JOHNSON COM 478160104 486,353 3,480,911 SH   DFND 21 2,523,175 0 957,736
JOHNSON & JOHNSON COM 478160104 2,779 19,889 SH   DFND 24 19,889 0 0
JOHNSON & JOHNSON CALL 478160904 47,114 337,200 SH Call DFND 4 337,200 0 0
JOHNSON & JOHNSON PUT 478160954 490,683 3,511,900 SH Put DFND 4 3,511,900 0 0
J2 GLOBAL INC COM 48123V102 582 7,757 SH   DFND 17 3,791 0 3,966
J2 GLOBAL INC COM 48123V102 127 1,688 SH   DFND 20 1,688 0 0
J2 GLOBAL INC COM 48123V102 14,666 195,466 SH   DFND 21 114,579 0 80,887
JUNIPER NETWORKS INC COM 48203R104 388 13,617 SH   DFND 4 13,617 0 0
JUNIPER NETWORKS INC COM 48203R104 11,177 392,161 SH   DFND 17 392,161 0 0
JUNIPER NETWORKS INC COM 48203R104 252 8,849 SH   DFND 20 8,849 0 0
JUNIPER NETWORKS INC COM 48203R104 33,159 1,163,457 SH   DFND 21 817,314 0 346,143
JUNO THERAPEUTICS INC COM 48205A109 4,407 96,407 SH   DFND 17 96,407 0 0
JUNO THERAPEUTICS INC COM 48205A109 2,907 63,600 SH   DFND 24 63,600 0 0
KAR AUCTION SVCS INC COM 48238T109 10,233 202,600 SH   DFND 4 202,600 0 0
KAR AUCTION SVCS INC COM 48238T109 15,116 299,274 SH   DFND 17 237,395 0 61,879
KAR AUCTION SVCS INC COM 48238T109 180 3,568 SH   DFND 20 3,568 0 0
KAR AUCTION SVCS INC COM 48238T109 10,192 201,772 SH   DFND 21 159,787 0 41,985
KBR INC COM 48242W106 24,066 1,213,610 SH   DFND 17 1,213,610 0 0
KLA-TENCOR CORP COM 482480100 589 5,605 SH   DFND 4 5,605 0 0
KLA-TENCOR CORP COM 482480100 7,694 73,231 SH   DFND 17 70,891 0 2,340
KLA-TENCOR CORP COM 482480100 576 5,483 SH   DFND 20 5,483 0 0
KLA-TENCOR CORP COM 482480100 34,253 326,000 SH   DFND 21 326,000 0 0
KMG CHEMICALS INC COM 482564101 4,020 60,829 SH   DFND 17 59,086 0 1,743
KMG CHEMICALS INC COM 482564101 616 9,319 SH   DFND 21 9,319 0 0
KT CORP SPONSORED ADR 48268K101 205 13,138 SH   DFND 17 13,138 0 0
KADANT INC COM 48282T104 4,374 43,568 SH   DFND 17 43,568 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,268 39,943 SH   DFND 17 14,069 0 25,874
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,946 46,292 SH   DFND 21 46,292 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 12,506 118,854 SH   DFND 4 118,854 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 171,392 1,628,896 SH   DFND 17 1,488,500 0 140,396
KANSAS CITY SOUTHERN COM NEW 485170302 344 3,267 SH   DFND 20 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 25,998 247,086 SH   DFND 21 230,793 0 16,293
KB HOME NOTE 1.375% 2/0 48666KAS8 48,927 40,245,000 PRN   DFND 17 37,250,000 0 2,995,000
KEARNY FINL CORP MD COM 48716P108 230 15,927 SH   DFND 17 15,927 0 0
KEARNY FINL CORP MD COM 48716P108 690 47,733 SH   DFND 21 47,733 0 0
KELLOGG CO COM 487836108 2,158 31,740 SH   DFND 4 31,740 0 0
KELLOGG CO COM 487836108 114 1,681 SH   DFND 17 1,681 0 0
KELLOGG CO CALL 487836908 625 9,200 SH Call DFND 4 9,200 0 0
KELLOGG CO PUT 487836958 6,404 94,200 SH Put DFND 4 94,200 0 0
KELLY SVCS INC CL A 488152208 1,835 67,297 SH   DFND 17 14,832 0 52,465
KELLY SVCS INC CL A 488152208 3,934 144,267 SH   DFND 21 92,999 0 51,268
KEMET CORP COM NEW 488360207 424 28,140 SH   DFND 21 0 0 28,140
KEMPER CORP DEL COM 488401100 701 10,180 SH   DFND 17 485 0 9,695
KENNAMETAL INC COM 489170100 1,322 27,316 SH   DFND 17 27,316 0 0
KENNAMETAL INC COM 489170100 512 10,580 SH   DFND 20 10,580 0 0
KENNAMETAL INC COM 489170100 1,503 31,048 SH   DFND 21 31,048 0 0
KEYCORP NEW COM 493267108 967 47,918 SH   DFND 4 47,918 0 0
KEYCORP NEW COM 493267108 11,722 581,140 SH   DFND 17 581,140 0 0
KEYCORP NEW COM 493267108 505 25,032 SH   DFND 21 22,609 0 2,423
KEYCORP NEW CALL 493267908 288 14,300 SH Call DFND 4 14,300 0 0
KEYCORP NEW PUT 493267958 15,123 749,800 SH Put DFND 4 749,800 0 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 1,843 2,000,000 PRN   DFND 17 2,000,000 0 0
KFORCE INC COM 493732101 2,260 89,509 SH   DFND 17 89,509 0 0
KILROY RLTY CORP COM 49427F108 11,936 159,887 SH   DFND 4 159,887 0 0
KILROY RLTY CORP COM 49427F108 12,361 165,587 SH   DFND 17 118,773 0 46,814
KILROY RLTY CORP COM 49427F108 223 2,984 SH   DFND 21 2,984 0 0
KIMBERLY CLARK CORP COM 494368103 19,190 159,043 SH   DFND 4 159,043 0 0
KIMBERLY CLARK CORP COM 494368103 7,561 62,663 SH   DFND 17 62,663 0 0
KIMBERLY CLARK CORP COM 494368103 688 5,701 SH   DFND 21 5,701 0 0
KIMBERLY CLARK CORP CALL 494368903 8,241 68,300 SH Call DFND 4 68,300 0 0
KIMBERLY CLARK CORP PUT 494368953 78,538 650,900 SH Put DFND 4 650,900 0 0
KIMCO RLTY CORP COM 49446R109 277 15,271 SH   DFND 4 15,271 0 0
KIMCO RLTY CORP COM 49446R109 23 1,250 SH   DFND 17 1,250 0 0
KINDER MORGAN INC DEL COM 49456B101 41,565 2,300,218 SH   DFND 4 2,224,218 0 76,000
KINDER MORGAN INC DEL COM 49456B101 106 5,881 SH   DFND 17 5,881 0 0
KINDER MORGAN INC DEL COM 49456B101 905 50,108 SH   DFND 21 24,111 0 25,997
KINDER MORGAN INC DEL PFD SER A 49456B200 44,308 1,167,220 SH   DFND 17 1,167,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 6,326 350,100 SH Call DFND 4 350,100 0 0
KINDER MORGAN INC DEL PUT 49456B951 31,221 1,727,800 SH Put DFND 4 1,727,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 9,785 2,261,848 SH   DFND 21 2,261,848 0 0
KINSALE CAP GROUP INC COM 49714P108 11,336 251,917 SH   DFND 17 177,296 0 74,621
KINSALE CAP GROUP INC COM 49714P108 191 4,255 SH   DFND 21 4,255 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 545 35,461 SH   DFND 17 35,461 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 40 2,574 SH   DFND 20 2,574 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 4,015 261,037 SH   DFND 21 229,992 0 31,045
KNOLL INC COM NEW 498904200 5,559 241,297 SH   DFND 17 241,297 0 0
KOHLS CORP COM 500255104 328 6,056 SH   DFND 4 6,056 0 0
KOHLS CORP COM 500255104 427 7,882 SH   DFND 17 7,882 0 0
KOHLS CORP COM 500255104 7,518 138,624 SH   DFND 21 117,557 0 21,067
KOPPERS HOLDINGS INC COM 50060P106 4,216 82,823 SH   DFND 17 68,463 0 14,360
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,244 70,225 SH   DFND 17 70,225 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,948 279,416 SH   DFND 21 244,138 0 35,278
KORN FERRY INTL COM NEW 500643200 41,379 999,970 SH   DFND 17 907,323 0 92,647
KRAFT HEINZ CO COM 500754106 34,577 444,659 SH   DFND 4 444,659 0 0
KRAFT HEINZ CO COM 500754106 4,113 52,894 SH   DFND 17 49,434 0 3,460
KRAFT HEINZ CO COM 500754106 22,836 293,670 SH   DFND 21 293,670 0 0
KRAFT HEINZ CO CALL 500754906 8,134 104,600 SH Call DFND 4 104,600 0 0
KRAFT HEINZ CO PUT 500754956 83,576 1,074,800 SH Put DFND 4 1,074,800 0 0
KROGER CO COM 501044101 77,177 2,811,564 SH   DFND 4 2,811,564 0 0
KROGER CO COM 501044101 77,375 2,818,747 SH   DFND 17 2,818,747 0 0
KROGER CO COM 501044101 204 7,448 SH   DFND 20 7,448 0 0
KROGER CO COM 501044101 26,525 966,309 SH   DFND 21 445,861 0 520,448
KROGER CO CALL 501044901 5,210 189,800 SH Call DFND 4 189,800 0 0
KROGER CO PUT 501044951 25,251 919,900 SH Put DFND 4 919,900 0 0
KRONOS WORLDWIDE INC COM 50105F105 6,056 235,016 SH   DFND 21 190,843 0 44,173
L BRANDS INC COM 501797104 561 9,316 SH   DFND 4 9,316 0 0
L BRANDS INC COM 501797104 45 742 SH   DFND 17 742 0 0
LHC GROUP INC COM 50187A107 888 14,494 SH   DFND 17 14,494 0 0
LHC GROUP INC COM 50187A107 119 1,935 SH   DFND 20 1,935 0 0
LHC GROUP INC COM 50187A107 6,666 108,834 SH   DFND 21 70,270 0 38,564
LGI HOMES INC COM 50187T106 8,131 108,369 SH   DFND 17 90,670 0 17,699
LKQ CORP COM 501889208 455 11,197 SH   DFND 4 11,197 0 0
LKQ CORP COM 501889208 8,879 218,319 SH   DFND 17 177,214 0 41,105
LKQ CORP COM 501889208 201 4,954 SH   DFND 21 1,358 0 3,596
LPL FINL HLDGS INC COM 50212V100 8,250 144,382 SH   DFND 17 109,272 0 35,110
LPL FINL HLDGS INC COM 50212V100 256 4,487 SH   DFND 20 4,487 0 0
LPL FINL HLDGS INC COM 50212V100 4,826 84,465 SH   DFND 21 63,178 0 21,287
L3 TECHNOLOGIES INC COM 502413107 20,355 102,882 SH   DFND 4 102,882 0 0
L3 TECHNOLOGIES INC COM 502413107 9,048 45,730 SH   DFND 17 37,305 0 8,425
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,721 84,566 SH   DFND 17 81,582 0 2,984
LABORATORY CORP AMER HLDGS COM NEW 50540R409 587 3,683 SH   DFND 4 3,683 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,910 30,780 SH   DFND 17 28,348 0 2,432
LABORATORY CORP AMER HLDGS COM NEW 50540R409 933 5,852 SH   DFND 20 5,852 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 43,229 271,011 SH   DFND 21 210,050 0 60,961
LAM RESEARCH CORP COM 512807108 256,753 1,394,865 SH   DFND 17 1,234,315 0 160,550
LAM RESEARCH CORP COM 512807108 2,091 11,360 SH   DFND 20 11,360 0 0
LAM RESEARCH CORP COM 512807108 192,689 1,046,826 SH   DFND 21 683,789 0 363,037
LAM RESEARCH CORP CALL 512807908 7,216 39,200 SH Call DFND 4 39,200 0 0
LAM RESEARCH CORP PUT 512807958 58,313 316,800 SH Put DFND 4 316,800 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 126,705 40,505,000 PRN   DFND 17 37,665,000 0 2,840,000
LAMAR ADVERTISING CO NEW CL A 512816109 11,820 159,213 SH   DFND 17 159,213 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,877 52,219 SH   DFND 21 52,219 0 0
LAMB WESTON HLDGS INC COM 513272104 23,137 409,863 SH   DFND 17 214,034 0 195,829
LAMB WESTON HLDGS INC COM 513272104 254 4,501 SH   DFND 20 4,501 0 0
LAMB WESTON HLDGS INC COM 513272104 12,018 212,889 SH   DFND 21 212,889 0 0
LANTHEUS HLDGS INC COM 516544103 431 21,070 SH   DFND 17 3,525 0 17,545
LAREDO PETROLEUM INC COM 516806106 2,428 228,815 SH   DFND 17 228,815 0 0
LAREDO PETROLEUM INC COM 516806106 721 68,000 SH   DFND 24 68,000 0 0
LAS VEGAS SANDS CORP COM 517834107 11,466 165,000 SH   DFND 4 165,000 0 0
LAS VEGAS SANDS CORP COM 517834107 3,597 51,759 SH   DFND 17 51,759 0 0
LAS VEGAS SANDS CORP COM 517834107 14,219 204,622 SH   DFND 21 204,622 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 328 11,697 SH   DFND 21 11,697 0 0
LAUDER ESTEE COS INC CL A 518439104 106,843 839,698 SH   DFND 17 749,040 0 90,658
LAUDER ESTEE COS INC CL A 518439104 1,858 14,600 SH   DFND 20 14,600 0 0
LAUDER ESTEE COS INC CL A 518439104 202,021 1,587,719 SH   DFND 21 1,358,364 0 229,355
LAUDER ESTEE COS INC CL A 518439104 1,043 8,200 SH   DFND 24 8,200 0 0
LAUDER ESTEE COS INC CALL 518439904 6,667 52,400 SH Call DFND 4 52,400 0 0
LAUDER ESTEE COS INC PUT 518439954 38,579 303,200 SH Put DFND 4 303,200 0 0
LAYNE CHRISTENSEN CO COM 521050104 1,221 97,274 SH   DFND 17 86,655 0 10,619
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7,699 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 45,578 258,001 SH   DFND 17 198,913 0 59,088
LEAR CORP COM NEW 521865204 1,114 6,307 SH   DFND 20 6,307 0 0
LEAR CORP COM NEW 521865204 98,241 556,102 SH   DFND 21 393,978 0 162,124
LEGGETT & PLATT INC COM 524660107 226 4,742 SH   DFND 4 4,742 0 0
LEGGETT & PLATT INC COM 524660107 19 396 SH   DFND 17 396 0 0
LEGGETT & PLATT INC COM 524660107 1,963 41,122 SH   DFND 21 41,122 0 0
LEGG MASON INC COM 524901105 1,923 45,799 SH   DFND 17 45,799 0 0
LEGG MASON INC COM 524901105 5,673 135,133 SH   DFND 21 123,825 0 11,308
LEIDOS HLDGS INC COM 525327102 10,044 155,553 SH   DFND 17 137,976 0 17,577
LEIDOS HLDGS INC COM 525327102 1,220 18,900 SH   DFND 20 18,900 0 0
LEIDOS HLDGS INC COM 525327102 38,558 597,154 SH   DFND 21 295,065 0 302,089
LEMAITRE VASCULAR INC COM 525558201 8,883 279,000 SH   DFND 17 231,839 0 47,161
LEMAITRE VASCULAR INC COM 525558201 129 4,044 SH   DFND 20 4,044 0 0
LEMAITRE VASCULAR INC COM 525558201 2,071 65,043 SH   DFND 21 65,043 0 0
LENDINGCLUB CORP COM 52603A109 4,346 1,052,225 SH   DFND 17 999,420 0 52,805
LENDINGTREE INC NEW COM 52603B107 74,269 218,150 SH   DFND 17 218,150 0 0
LENNAR CORP CL A 526057104 459 7,256 SH   DFND 4 7,256 0 0
LENNAR CORP CL A 526057104 39 614 SH   DFND 17 614 0 0
LENNAR CORP CL B 526057302 9 167 SH   DFND 4 167 0 0
LENNAR CORP CL B 526057302 831 16,075 SH   DFND 17 16,075 0 0
LENNOX INTL INC COM 526107107 975 4,684 SH   DFND 21 4,684 0 0
LEUCADIA NATL CORP COM 527288104 299 11,296 SH   DFND 4 11,296 0 0
LEUCADIA NATL CORP COM 527288104 1,467 55,395 SH   DFND 17 55,395 0 0
LEXINGTON REALTY TRUST COM 529043101 117 12,113 SH   DFND 17 12,113 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 23 530 SH   DFND 17 530 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 4,162 93,896 SH   DFND 21 93,896 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,394 32,411 SH   DFND 21 1,279 0 31,132
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 295 7,426 SH   DFND 17 7,426 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 82,673 72,480,000 PRN   DFND 17 69,950,000 0 2,530,000
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 44,047 42,150,000 PRN   DFND 17 42,150,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,270 38,488 SH   DFND 17 28,020 0 10,468
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 33,264 18,255,000 PRN   DFND 17 15,435,000 0 2,820,000
LILLY ELI & CO COM 532457108 18,670 221,052 SH   DFND 17 207,182 0 13,870
LILLY ELI & CO COM 532457108 897 10,615 SH   DFND 20 10,615 0 0
LILLY ELI & CO COM 532457108 76,092 900,927 SH   DFND 21 381,189 0 519,738
LILLY ELI & CO CALL 532457908 18,868 223,400 SH Call DFND 4 223,400 0 0
LILLY ELI & CO PUT 532457958 166,023 1,965,700 SH Put DFND 4 1,965,700 0 0
LINCOLN NATL CORP IND COM 534187109 610 7,940 SH   DFND 4 7,940 0 0
LINCOLN NATL CORP IND COM 534187109 50,050 651,096 SH   DFND 17 522,313 0 128,783
LINCOLN NATL CORP IND COM 534187109 1,606 20,897 SH   DFND 20 20,897 0 0
LINCOLN NATL CORP IND COM 534187109 43,342 563,837 SH   DFND 21 441,110 0 122,727
LIQUIDITY SERVICES INC COM 53635B107 77 15,855 SH   DFND 17 0 0 15,855
LITTELFUSE INC COM 537008104 39,375 199,043 SH   DFND 21 198,261 0 782
LITTELFUSE INC COM 537008104 3,363 17,000 SH   DFND 24 17,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,675 133,301 SH   DFND 17 133,301 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 18,739 14,625,000 PRN   DFND 17 11,505,000 0 3,120,000
LIVEPERSON INC COM 538146101 3,748 325,911 SH   DFND 17 294,581 0 31,330
LOCKHEED MARTIN CORP COM 539830109 19,192 59,778 SH   DFND 4 59,778 0 0
LOCKHEED MARTIN CORP COM 539830109 57,512 179,138 SH   DFND 17 176,039 0 3,099
LOCKHEED MARTIN CORP COM 539830109 22,634 70,500 SH   DFND 20 70,500 0 0
LOCKHEED MARTIN CORP CALL 539830909 6,870 21,400 SH Call DFND 4 21,400 0 0
LOCKHEED MARTIN CORP PUT 539830959 197,863 616,300 SH Put DFND 4 616,300 0 0
LOEWS CORP COM 540424108 495 9,885 SH   DFND 4 9,885 0 0
LOEWS CORP COM 540424108 42 840 SH   DFND 17 840 0 0
LOEWS CORP COM 540424108 2,041 40,800 SH   DFND 21 0 0 40,800
LOGMEIN INC COM 54142L109 9,133 79,763 SH   DFND 17 57,399 0 22,364
LOGMEIN INC COM 54142L109 192 1,677 SH   DFND 21 1,677 0 0
LOUISIANA PAC CORP COM 546347105 1,165 44,356 SH   DFND 17 44,356 0 0
LOUISIANA PAC CORP COM 546347105 77 2,938 SH   DFND 21 0 0 2,938
LOWES COS INC COM 548661107 7,342 79,000 SH   DFND 4 79,000 0 0
LOWES COS INC COM 548661107 7,429 79,934 SH   DFND 17 79,934 0 0
LOWES COS INC COM 548661107 464 4,994 SH   DFND 21 3,547 0 1,447
LOWES COS INC CALL 548661907 17,519 188,500 SH Call DFND 4 188,500 0 0
LOWES COS INC PUT 548661957 106,388 1,144,700 SH Put DFND 4 1,144,700 0 0
LUMENTUM HLDGS INC COM 55024U109 45,016 920,571 SH   DFND 17 889,426 0 31,145
LUMENTUM HLDGS INC COM 55024U109 311 6,350 SH   DFND 20 6,350 0 0
LUMENTUM HLDGS INC COM 55024U109 1,886 38,564 SH   DFND 21 35,786 0 2,778
LYDALL INC DEL COM 550819106 4,765 93,885 SH   DFND 17 93,885 0 0
LYON WILLIAM HOMES CL A NEW 552074700 3,236 111,285 SH   DFND 17 111,285 0 0
M & T BK CORP CALL 55261F904 2,377 13,900 SH Call DFND 4 13,900 0 0
M & T BK CORP PUT 55261F954 16,740 97,900 SH Put DFND 4 97,900 0 0
M D C HLDGS INC COM 552676108 29,536 926,473 SH   DFND 17 926,473 0 0
MDU RES GROUP INC COM 552690109 9,392 349,401 SH   DFND 17 253,574 0 95,827
MDU RES GROUP INC COM 552690109 215 7,995 SH   DFND 21 7,995 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,512 155,030 SH   DFND 17 128,090 0 26,940
MFA FINL INC COM 55272X102 1,897 239,541 SH   DFND 17 183,741 0 55,800
MFA FINL INC COM 55272X102 7,352 928,340 SH   DFND 21 715,753 0 212,587
MCBC HLDGS INC COM 55276F107 3,535 159,076 SH   DFND 17 85,043 0 74,033
MCBC HLDGS INC COM 55276F107 175 7,854 SH   DFND 20 7,854 0 0
MCBC HLDGS INC COM 55276F107 511 22,984 SH   DFND 21 22,984 0 0
MGIC INVT CORP WIS COM 552848103 192 13,600 SH   DFND 17 0 0 13,600
MGIC INVT CORP WIS COM 552848103 6,162 436,717 SH   DFND 21 97,634 0 339,083
MGM RESORTS INTERNATIONAL COM 552953101 636 19,058 SH   DFND 4 19,058 0 0
MGM RESORTS INTERNATIONAL COM 552953101 48,027 1,438,355 SH   DFND 17 1,425,565 0 12,790
MGM RESORTS INTERNATIONAL COM 552953101 208 6,238 SH   DFND 21 0 0 6,238
MGP INGREDIENTS INC NEW COM 55303J106 10,150 132,022 SH   DFND 17 132,022 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,090 14,179 SH   DFND 21 14,179 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,404 18,266 SH   DFND 24 18,266 0 0
M/I HOMES INC COM 55305B101 6,202 180,287 SH   DFND 17 150,232 0 30,055
MKS INSTRUMENT INC COM 55306N104 46,253 489,448 SH   DFND 17 465,773 0 23,675
MKS INSTRUMENT INC COM 55306N104 414 4,385 SH   DFND 20 4,385 0 0
MKS INSTRUMENT INC COM 55306N104 24,427 258,486 SH   DFND 21 217,970 0 40,516
MPLX LP COM UNIT REP LTD 55336V100 4,625 130,389 SH   DFND 4 130,389 0 0
MSA SAFETY INC COM 553498106 2,150 27,735 SH   DFND 17 21,660 0 6,075
MSCI INC COM 55354G100 29,196 230,725 SH   DFND 17 230,725 0 0
MSCI INC COM 55354G100 139 1,095 SH   DFND 20 1,095 0 0
MSCI INC COM 55354G100 1,702 13,450 SH   DFND 21 13,450 0 0
MTGE INVT CORP COM 55378A105 3,868 209,095 SH   DFND 17 58,561 0 150,534
MTGE INVT CORP COM 55378A105 2,310 124,887 SH   DFND 21 53,503 0 71,384
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 6,308 193,860 SH   DFND 17 193,860 0 0
MACERICH CO COM 554382101 254 3,863 SH   DFND 4 3,863 0 0
MACERICH CO COM 554382101 171 2,608 SH   DFND 17 2,608 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,607 40,600 SH   DFND 17 40,600 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 18,900 18,320,000 PRN   DFND 17 18,320,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 50,941 52,925,000 PRN   DFND 17 52,925,000 0 0
MACROGENICS INC COM 556099109 987 51,934 SH   DFND 17 51,934 0 0
MACYS INC COM 55616P104 275 10,936 SH   DFND 4 10,936 0 0
MACYS INC COM 55616P104 29,906 1,187,232 SH   DFND 17 1,187,232 0 0
MACYS INC COM 55616P104 14 563 SH   DFND 20 563 0 0
MACYS INC COM 55616P104 7,303 289,924 SH   DFND 21 205,010 0 84,914
MAGELLAN HEALTH INC COM NEW 559079207 3,109 32,203 SH   DFND 21 32,203 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,434 34,315 SH   DFND 4 34,315 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 11,487 161,920 SH   DFND 17 161,920 0 0
MAGNA INTL INC COM 559222401 55,354 973,567 SH   DFND 17 936,297 0 37,270
MAGNA INTL INC COM 559222401 990 17,409 SH   DFND 20 17,409 0 0
MAGNA INTL INC COM 559222401 86,939 1,529,022 SH   DFND 21 1,038,878 0 490,144
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,693 46,634 SH   DFND 17 3,889 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 400 11,005 SH   DFND 21 0 0 11,005
MANITEX INTL INC COM 563420108 1,110 115,629 SH   DFND 17 102,982 0 12,647
MANITOWOC CO INC COM NEW 563571405 34 865 SH   DFND 17 865 0 0
MANITOWOC CO INC COM NEW 563571405 193 4,912 SH   DFND 21 4,912 0 0
MANPOWERGROUP INC COM 56418H100 13,134 104,146 SH   DFND 17 104,146 0 0
MANPOWERGROUP INC COM 56418H100 817 6,478 SH   DFND 20 6,478 0 0
MANPOWERGROUP INC COM 56418H100 21,403 169,718 SH   DFND 21 139,731 0 29,987
MANTECH INTL CORP CL A 564563104 3,724 74,206 SH   DFND 17 57,951 0 16,255
MANTECH INTL CORP CL A 564563104 3,036 60,482 SH   DFND 21 48,848 0 11,634
MANULIFE FINL CORP COM 56501R106 29,918 1,429,710 SH   DFND 17 1,245,221 0 184,489
MANULIFE FINL CORP COM 56501R106 976 46,661 SH   DFND 20 46,661 0 0
MANULIFE FINL CORP COM 56501R106 40,356 1,928,405 SH   DFND 21 1,377,953 0 550,452
MARATHON OIL CORP COM 565849106 516 30,488 SH   DFND 4 30,488 0 0
MARATHON OIL CORP COM 565849106 87 5,160 SH   DFND 17 2,605 0 2,555
MARATHON OIL CORP COM 565849106 26 1,540 SH   DFND 21 1,540 0 0
MARATHON PETE CORP COM 56585A102 41,036 621,948 SH   DFND 17 430,653 0 191,295
MARATHON PETE CORP COM 56585A102 1,651 25,028 SH   DFND 20 25,028 0 0
MARATHON PETE CORP COM 56585A102 93,883 1,422,899 SH   DFND 21 1,078,076 0 344,823
MARATHON PETE CORP COM 56585A102 726 11,000 SH   DFND 24 11,000 0 0
MARATHON PETE CORP CALL 56585A902 4,012 60,800 SH Call DFND 4 60,800 0 0
MARATHON PETE CORP PUT 56585A952 64,779 981,800 SH Put DFND 4 981,800 0 0
MARCUS CORP COM 566330106 453 16,558 SH   DFND 17 16,558 0 0
MARCUS CORP COM 566330106 1,645 60,142 SH   DFND 21 44,517 0 15,625
MARKETAXESS HLDGS INC COM 57060D108 43,060 213,430 SH   DFND 17 205,070 0 8,360
MARKETAXESS HLDGS INC COM 57060D108 37,007 183,432 SH   DFND 21 182,900 0 532
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10,185 75,330 SH   DFND 17 55,532 0 19,798
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 129 954 SH   DFND 20 954 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 16,065 118,818 SH   DFND 21 58,837 0 59,981
MARSH & MCLENNAN COS INC COM 571748102 1,637 20,107 SH   DFND 4 20,107 0 0
MARSH & MCLENNAN COS INC COM 571748102 281 3,457 SH   DFND 17 3,457 0 0
MARSH & MCLENNAN COS INC CALL 571748902 3,370 41,400 SH Call DFND 4 41,400 0 0
MARSH & MCLENNAN COS INC PUT 571748952 19,867 244,100 SH Put DFND 4 244,100 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,747 42,342 SH   DFND 17 42,342 0 0
MARRIOTT INTL INC NEW CL A 571903202 37,486 276,180 SH   DFND 21 265,333 0 10,847
MARRIOTT INTL INC NEW CALL 571903902 9,257 68,200 SH Call DFND 4 68,200 0 0
MARRIOTT INTL INC NEW PUT 571903952 78,520 578,500 SH Put DFND 4 578,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 507 2,293 SH   DFND 4 2,293 0 0
MARTIN MARIETTA MATLS INC COM 573284106 41 185 SH   DFND 17 185 0 0
MASCO CORP COM 574599106 500 11,373 SH   DFND 4 11,373 0 0
MASCO CORP COM 574599106 42 953 SH   DFND 17 953 0 0
MASCO CORP COM 574599106 2,417 55,000 SH   DFND 21 55,000 0 0
MASIMO CORP COM 574795100 5,249 61,902 SH   DFND 17 50,762 0 11,140
MASIMO CORP COM 574795100 28,858 340,307 SH   DFND 21 206,646 0 133,661
MASTEC INC COM 576323109 1,784 36,455 SH   DFND 17 17,245 0 19,210
MASTERCARD INCORPORATED CL A 57636Q104 18,420 121,699 SH   DFND 17 99,559 0 22,140
MASTERCARD INCORPORATED CL A 57636Q104 37,827 249,916 SH   DFND 21 111,478 0 138,438
MASTERCARD INCORPORATED CALL 57636Q904 43,834 289,600 SH Call DFND 4 289,600 0 0
MASTERCARD INCORPORATED PUT 57636Q954 207,378 1,370,100 SH Put DFND 4 1,370,100 0 0
MATTEL INC COM 577081102 188 12,222 SH   DFND 4 12,222 0 0
MATTEL INC COM 577081102 16 1,069 SH   DFND 17 1,069 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 14,431 276,028 SH   DFND 17 107,274 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 8,900 170,245 SH   DFND 21 166,545 0 3,700
MCCLATCHY CO CL A NEW 579489303 2,153 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 431 4,229 SH   DFND 4 4,229 0 0
MCCORMICK & CO INC COM NON VTG 579780206 36 357 SH   DFND 17 357 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,918 38,442 SH   DFND 21 0 0 38,442
MCDERMOTT INTL INC COM 580037109 251 38,207 SH   DFND 17 38,207 0 0
MCDERMOTT INTL INC COM 580037109 270 41,079 SH   DFND 21 28,070 0 13,009
MCDONALDS CORP COM 580135101 272,530 1,583,373 SH   DFND 17 1,376,586 0 206,787
MCDONALDS CORP COM 580135101 22,093 128,360 SH   DFND 20 128,360 0 0
MCDONALDS CORP COM 580135101 141,817 823,945 SH   DFND 21 712,327 0 111,618
MCDONALDS CORP COM 580135101 116 673 SH   DFND 24 673 0 0
MCDONALDS CORP CALL 580135901 14,458 84,000 SH Call DFND 4 84,000 0 0
MCDONALDS CORP PUT 580135951 253,034 1,470,100 SH Put DFND 4 1,470,100 0 0
MCGRATH RENTCORP COM 580589109 3,317 70,605 SH   DFND 21 27,151 0 43,454
MCKESSON CORP COM 58155Q103 131,707 844,546 SH   DFND 17 841,175 0 3,371
MCKESSON CORP COM 58155Q103 555 3,562 SH   DFND 20 3,562 0 0
MCKESSON CORP COM 58155Q103 66,318 425,251 SH   DFND 21 358,282 0 66,969
MCKESSON CORP CALL 58155Q903 7,127 45,700 SH Call DFND 4 45,700 0 0
MCKESSON CORP PUT 58155Q953 57,811 370,700 SH Put DFND 4 370,700 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 138 10,005 SH   DFND 17 10,005 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,520 545,688 SH   DFND 21 98,159 0 447,529
MEDICINES CO COM 584688105 3,762 137,600 SH   DFND 4 137,600 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 8,959 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 10,433 11,200,000 PRN   DFND 17 11,200,000 0 0
MEDIFAST INC COM 58470H101 126 1,805 SH   DFND 17 1,805 0 0
MEDIFAST INC COM 58470H101 998 14,298 SH   DFND 21 14,298 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 22,360 18,760,000 PRN   DFND 17 16,435,000 0 2,325,000
MEDNAX INC COM 58502B106 565 10,566 SH   DFND 21 0 0 10,566
MEDPACE HLDGS INC COM 58506Q109 765 21,100 SH   DFND 17 0 0 21,100
MEET GROUP INC COM 58513U101 351 124,325 SH   DFND 17 124,325 0 0
MEET GROUP INC COM 58513U101 3,997 1,417,285 SH   DFND 21 1,308,521 0 108,764
MELCO RESORT ENTERTAINMENT L ADR 585464100 28,560 983,485 SH   DFND 17 868,085 0 115,400
MELCO RESORT ENTERTAINMENT L ADR 585464100 5,084 175,081 SH   DFND 20 175,081 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 656 22,578 SH   DFND 21 22,578 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 775 26,700 SH   DFND 24 26,700 0 0
MERCADOLIBRE INC COM 58733R102 13,107 41,654 SH   DFND 17 35,991 0 5,663
MERCADOLIBRE INC COM 58733R102 490 1,558 SH   DFND 21 1,558 0 0
MERCER INTL INC COM 588056101 1,711 119,652 SH   DFND 17 119,652 0 0
MERCER INTL INC COM 588056101 170 11,912 SH   DFND 20 11,912 0 0
MERCER INTL INC COM 588056101 3,721 260,219 SH   DFND 21 165,172 0 95,047
MERCK & CO INC COM 58933Y105 93,415 1,660,116 SH   DFND 4 1,660,116 0 0
MERCK & CO INC COM 58933Y105 53,867 957,291 SH   DFND 17 927,741 0 29,550
MERCK & CO INC COM 58933Y105 1,612 28,648 SH   DFND 20 28,648 0 0
MERCK & CO INC COM 58933Y105 148,835 2,645,011 SH   DFND 21 2,123,472 0 521,539
MERCK & CO INC CALL 58933Y905 28,686 509,800 SH Call DFND 4 509,800 0 0
MERCK & CO INC PUT 58933Y955 149,273 2,652,800 SH Put DFND 4 2,652,800 0 0
MERCURY SYS INC COM 589378108 2,511 48,900 SH   DFND 20 48,900 0 0
MERCURY SYS INC COM 589378108 1,536 29,921 SH   DFND 21 0 0 29,921
MEREDITH CORP COM 589433101 34,088 516,092 SH   DFND 17 516,092 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,440 166,983 SH   DFND 17 166,983 0 0
MERIDIAN BANCORP INC MD COM 58958U103 202 9,798 SH   DFND 21 9,798 0 0
MERIT MED SYS INC COM 589889104 8,055 186,465 SH   DFND 17 140,506 0 45,959
MERIT MED SYS INC COM 589889104 105 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 6,243 144,503 SH   DFND 21 144,503 0 0
MERITOR INC COM 59001K100 189 8,070 SH   DFND 20 8,070 0 0
MERITOR INC COM 59001K100 954 40,678 SH   DFND 21 23,683 0 16,995
MERSANA THERAPEUTICS INC COM 59045L106 1,349 82,099 SH   DFND 20 82,099 0 0
MESA LABS INC COM 59064R109 2,843 22,873 SH   DFND 17 22,175 0 698
META FINL GROUP INC COM 59100U108 309 3,332 SH   DFND 17 567 0 2,765
METHANEX CORP COM 59151K108 29,159 479,700 SH   DFND 17 479,700 0 0
METHODE ELECTRS INC COM 591520200 28,103 700,812 SH   DFND 17 700,812 0 0
METLIFE INC COM 59156R108 89,415 1,768,485 SH   DFND 17 1,750,477 0 18,008
METLIFE INC COM 59156R108 131 2,591 SH   DFND 20 2,591 0 0
METLIFE INC COM 59156R108 6,821 134,905 SH   DFND 21 42,904 0 92,001
METLIFE INC CALL 59156R908 2,781 55,000 SH Call DFND 4 55,000 0 0
METLIFE INC PUT 59156R958 14,202 280,900 SH Put DFND 4 280,900 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 571 921 SH   DFND 4 921 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 13,133 21,198 SH   DFND 17 19,228 0 1,970
METTLER TOLEDO INTERNATIONAL COM 592688105 1,402 2,263 SH   DFND 20 2,263 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 18,149 29,296 SH   DFND 21 20,028 0 9,268
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,697 50,525 SH   DFND 17 50,525 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 31 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 2,907 86,532 SH   DFND 21 51,611 0 34,921
MICROSOFT CORP COM 594918104 78,394 916,465 SH   DFND 4 916,465 0 0
MICROSOFT CORP COM 594918104 801,807 9,373,474 SH   DFND 17 8,218,471 0 1,155,003
MICROSOFT CORP COM 594918104 12,871 150,465 SH   DFND 20 150,465 0 0
MICROSOFT CORP COM 594918104 768,882 8,988,571 SH   DFND 21 6,784,821 0 2,203,750
MICROSOFT CORP CALL 594918904 49,288 576,200 SH Call DFND 4 576,200 0 0
MICROSOFT CORP PUT 594918954 917,776 10,729,200 SH Put DFND 4 10,729,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 909 10,341 SH   DFND 4 10,341 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 142,261 1,618,809 SH   DFND 17 1,309,424 0 309,385
MICROCHIP TECHNOLOGY INC COM 595017104 1,450 16,500 SH   DFND 20 16,500 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 87,021 990,223 SH   DFND 21 809,531 0 180,692
MICROCHIP TECHNOLOGY INC COM 595017104 808 9,200 SH   DFND 24 9,200 0 0
MICROCHIP TECHNOLOGY INC CALL 595017904 413 4,700 SH Call DFND 4 4,700 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 3,911 44,500 SH Put DFND 4 44,500 0 0
MICRON TECHNOLOGY INC COM 595112103 387,331 9,419,525 SH   DFND 17 8,723,600 0 695,925
MICRON TECHNOLOGY INC COM 595112103 33,022 803,071 SH   DFND 20 803,071 0 0
MICRON TECHNOLOGY INC COM 595112103 104,386 2,538,561 SH   DFND 21 1,797,772 0 740,789
MICRON TECHNOLOGY INC CALL 595112903 10,572 257,100 SH Call DFND 4 257,100 0 0
MICRON TECHNOLOGY INC PUT 595112953 69,842 1,698,500 SH Put DFND 4 1,698,500 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 188,056 129,186,000 PRN   DFND 17 120,936,000 0 8,250,000
MICROSEMI CORP COM 595137100 76,649 1,305,858 SH   DFND 17 1,239,132 0 66,726
MID AMER APT CMNTYS INC COM 59522J103 414 4,117 SH   DFND 4 4,117 0 0
MID AMER APT CMNTYS INC COM 59522J103 10,947 108,863 SH   DFND 17 108,863 0 0
MIDDLESEX WATER CO COM 596680108 772 19,355 SH   DFND 17 1,575 0 17,780
MIDLAND STS BANCORP INC ILL COM 597742105 177 5,463 SH   DFND 20 5,463 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 524 16,145 SH   DFND 21 16,145 0 0
MILLER HERMAN INC COM 600544100 2,672 66,711 SH   DFND 17 66,711 0 0
MILLER HERMAN INC COM 600544100 5,650 141,064 SH   DFND 21 129,136 0 11,928
MIMEDX GROUP INC COM 602496101 294 23,302 SH   DFND 17 23,302 0 0
MIMEDX GROUP INC COM 602496101 5,932 470,447 SH   DFND 21 419,744 0 50,703
MINDBODY INC COM CL A 60255W105 5,338 175,305 SH   DFND 17 175,305 0 0
MITEL NETWORKS CORP COM 60671Q104 144 17,440 SH   DFND 21 0 0 17,440
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21,117 2,072,358 SH   DFND 17 1,765,858 0 306,500
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,011 589,919 SH   DFND 21 364,919 0 225,000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 255 25,000 SH   DFND   25,000 0 0
MODEL N INC COM 607525102 4,927 312,822 SH   DFND 17 305,138 0 7,684
MODINE MFG CO COM 607828100 4,294 212,553 SH   DFND 17 212,553 0 0
MOELIS & CO CL A 60786M105 736 15,169 SH   DFND 17 15,169 0 0
MOELIS & CO CL A 60786M105 881 18,171 SH   DFND 21 13,712 0 4,459
MOHAWK INDS INC COM 608190104 633 2,295 SH   DFND 4 2,295 0 0
MOHAWK INDS INC COM 608190104 29,855 108,211 SH   DFND 17 91,647 0 16,564
MOHAWK INDS INC COM 608190104 370 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 13,754 49,851 SH   DFND 21 45,800 0 4,051
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 94,229 50,860,000 PRN   DFND 17 48,245,000 0 2,615,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 1,883 1,355,000 PRN   DFND 17 1,355,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,017 12,397 SH   DFND 4 12,397 0 0
MOLSON COORS BREWING CO CL B 60871R209 12,082 147,218 SH   DFND 17 144,988 0 2,230
MOLSON COORS BREWING CO CL B 60871R209 18,490 225,298 SH   DFND 21 74,412 0 150,886
MOLSON COORS BREWING CO PUT 60871R959 1,026 12,500 SH Put DFND 4 12,500 0 0
MOMO INC ADR 60879B107 282 11,514 SH   DFND 21 11,514 0 0
MONDELEZ INTL INC CL A 609207105 14,438 337,346 SH   DFND 4 337,346 0 0
MONDELEZ INTL INC CL A 609207105 39,180 915,412 SH   DFND 17 748,461 0 166,951
MONDELEZ INTL INC CL A 609207105 39,800 929,900 SH   DFND 21 712,837 0 217,063
MONDELEZ INTL INC CALL 609207905 13,486 315,100 SH Call DFND 4 315,100 0 0
MONDELEZ INTL INC PUT 609207955 74,014 1,729,300 SH Put DFND 4 1,729,300 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 375 28,429 SH   DFND 21 28,429 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 34,742 1,951,821 SH   DFND 17 1,951,821 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 862 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,383 56,810 SH   DFND 17 45,940 0 10,870
MONOLITHIC PWR SYS INC COM 609839105 255 2,269 SH   DFND 20 2,269 0 0
MONOLITHIC PWR SYS INC COM 609839105 744 6,620 SH   DFND 21 6,620 0 0
MONSANTO CO NEW COM 61166W101 22,884 195,956 SH   DFND 4 195,956 0 0
MONSANTO CO NEW COM 61166W101 128,392 1,099,432 SH   DFND 17 1,099,432 0 0
MONSANTO CO NEW COM 61166W101 11,795 101,000 SH   DFND 21 101,000 0 0
MONSANTO CO NEW COM 61166W101 6,014 51,500 SH   DFND 24 51,500 0 0
MONSANTO CO NEW CALL 61166W901 8,011 68,600 SH Call DFND 4 68,600 0 0
MONSANTO CO NEW PUT 61166W951 97,266 832,900 SH Put DFND 4 832,900 0 0
MONSANTO CO NEW PUT 61166W951 11,795 101,000 SH Put DFND 21 101,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 48,899 772,613 SH   DFND 17 609,434 0 163,179
MONSTER BEVERAGE CORP NEW CALL 61174X909 5,418 85,600 SH Call DFND 4 85,600 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 30,392 480,200 SH Put DFND 4 480,200 0 0
MOODYS CORP COM 615369105 371 2,514 SH   DFND 17 504 0 2,010
MOODYS CORP COM 615369105 21,461 145,390 SH   DFND 21 143,299 0 2,091
MOODYS CORP CALL 615369905 2,790 18,900 SH Call DFND 4 18,900 0 0
MOODYS CORP PUT 615369955 23,691 160,500 SH Put DFND 4 160,500 0 0
MORGAN STANLEY COM NEW 617446448 36,277 691,390 SH   DFND 4 691,390 0 0
MORGAN STANLEY COM NEW 617446448 127,397 2,428,004 SH   DFND 17 2,260,415 0 167,589
MORGAN STANLEY COM NEW 617446448 545 10,389 SH   DFND 20 10,389 0 0
MORGAN STANLEY COM NEW 617446448 94,615 1,803,224 SH   DFND 21 1,385,795 0 417,429
MORGAN STANLEY CALL 617446908 12,477 237,800 SH Call DFND 4 237,800 0 0
MORGAN STANLEY PUT 617446958 96,624 1,841,500 SH Put DFND 4 1,841,500 0 0
MOSAIC CO NEW COM 61945C103 323 12,597 SH   DFND 4 12,597 0 0
MOSAIC CO NEW COM 61945C103 6,026 234,824 SH   DFND 17 234,824 0 0
MOSAIC CO NEW COM 61945C103 1,157 45,097 SH   DFND 21 45,097 0 0
MOSAIC CO NEW COM 61945C103 1,899 74,000 SH   DFND 24 74,000 0 0
MOTORCAR PTS AMER INC COM 620071100 2,320 92,834 SH   DFND 17 89,860 0 2,974
MOTOROLA SOLUTIONS INC COM NEW 620076307 526 5,819 SH   DFND 4 5,819 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 23,300 257,918 SH   DFND 17 253,288 0 4,630
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,345 14,891 SH   DFND 21 7,565 0 7,326
MOVADO GROUP INC COM 624580106 1,733 53,830 SH   DFND 17 53,830 0 0
MUELLER WTR PRODS INC COM SER A 624758108 12,790 1,020,789 SH   DFND 17 1,020,789 0 0
MUELLER WTR PRODS INC COM SER A 624758108 344 27,423 SH   DFND 21 11,686 0 15,737
MULESOFT INC CL A 625207105 1,417 60,931 SH   DFND 17 45,572 0 15,359
MULESOFT INC CL A 625207105 3,233 139,000 SH   DFND 20 139,000 0 0
MYRIAD GENETICS INC COM 62855J104 1,890 55,025 SH   DFND 17 55,025 0 0
MYRIAD GENETICS INC COM 62855J104 14,768 429,993 SH   DFND 21 428,839 0 1,154
NCR CORP NEW COM 62886E108 91 2,674 SH   DFND 20 2,674 0 0
NCR CORP NEW COM 62886E108 6,283 184,835 SH   DFND 21 125,677 0 59,158
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 546 38,854 SH   DFND 4 38,854 0 0
NMI HLDGS INC CL A 629209305 221 12,995 SH   DFND 21 12,995 0 0
NN INC COM 629337106 4,701 170,343 SH   DFND 17 165,984 0 4,359
NRG ENERGY INC COM NEW 629377508 307 10,793 SH   DFND 4 10,793 0 0
NRG ENERGY INC COM NEW 629377508 149 5,221 SH   DFND 17 931 0 4,290
NRG YIELD INC CL A NEW 62942X306 89 4,730 SH   DFND 17 4,730 0 0
NRG YIELD INC CL A NEW 62942X306 517 27,443 SH   DFND 21 27,443 0 0
NVR INC COM 62944T105 193 55 SH   DFND 17 40 0 15
NVR INC COM 62944T105 151 43 SH   DFND 21 43 0 0
NV5 GLOBAL INC COM 62945V109 5,947 109,821 SH   DFND 17 105,117 0 4,704
NANOMETRICS INC COM 630077105 420 16,845 SH   DFND 17 16,845 0 0
NANOMETRICS INC COM 630077105 532 21,353 SH   DFND 21 21,353 0 0
NASDAQ INC COM 631103108 320 4,165 SH   DFND 4 4,165 0 0
NASDAQ INC COM 631103108 27 357 SH   DFND 17 357 0 0
NATIONAL BEVERAGE CORP COM 635017106 985 10,112 SH   DFND 17 10,112 0 0
NATIONAL BEVERAGE CORP COM 635017106 7,133 73,204 SH   DFND 21 59,621 0 13,583
NATIONAL COMM CORP COM 63546L102 2,347 58,307 SH   DFND 17 56,302 0 2,005
NATIONAL FUEL GAS CO N J COM 636180101 38,320 697,867 SH   DFND 17 646,946 0 50,921
NATIONAL FUEL GAS CO N J COM 636180101 186 3,394 SH   DFND 21 3,394 0 0
NATIONAL HEALTH INVS INC COM 63633D104 40,012 530,800 SH   DFND 17 530,800 0 0
NATIONAL INSTRS CORP COM 636518102 1,141 27,399 SH   DFND 17 16,559 0 10,840
NATIONAL INSTRS CORP COM 636518102 11,598 278,606 SH   DFND 21 231,994 0 46,612
NATIONAL OILWELL VARCO INC COM 637071101 490 13,613 SH   DFND 4 13,613 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17,211 477,815 SH   DFND 17 477,815 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,089 150,000 SH   DFND 4 150,000 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 623 1,883 SH   DFND 21 1,410 0 473
NATIONSTAR MTG HLDGS INC COM 63861C109 1,264 68,300 SH   DFND 4 68,300 0 0
NAUTILUS INC COM 63910B102 2,917 218,466 SH   DFND 17 210,572 0 7,894
NAVISTAR INTL CORP NEW COM 63934E108 6,563 153,046 SH   DFND 17 109,289 0 43,757
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 30,517 27,400,000 PRN   DFND 17 23,805,000 0 3,595,000
NAVIGANT CONSULTING INC COM 63935N107 443 22,846 SH   DFND 17 22,846 0 0
NAVIGANT CONSULTING INC COM 63935N107 2,501 128,862 SH   DFND 21 64,241 0 64,621
NAVIENT CORPORATION COM 63938C108 130 9,784 SH   DFND 4 9,784 0 0
NAVIENT CORPORATION COM 63938C108 11 821 SH   DFND 17 821 0 0
NEENAH PAPER INC COM 640079109 35,132 387,555 SH   DFND 17 387,555 0 0
NEKTAR THERAPEUTICS COM 640268108 3,970 66,471 SH   DFND 17 66,471 0 0
NEKTAR THERAPEUTICS COM 640268108 1,553 26,000 SH   DFND 24 26,000 0 0
NEOGENOMICS INC COM NEW 64049M209 4,929 556,353 SH   DFND 17 537,332 0 19,021
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,043 87,716 SH   DFND 17 49,456 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,702 143,112 SH   DFND 21 121,327 0 21,785
NETAPP INC COM 64110D104 534 9,661 SH   DFND 4 9,661 0 0
NETAPP INC COM 64110D104 130,631 2,361,369 SH   DFND 17 1,779,676 0 581,693
NETAPP INC COM 64110D104 474 8,576 SH   DFND 20 8,576 0 0
NETAPP INC COM 64110D104 36,645 662,416 SH   DFND 21 651,314 0 11,102
NETAPP INC CALL 64110D904 26,554 480,000 SH Call DFND 17 480,000 0 0
NETFLIX INC COM 64110L106 115,384 601,086 SH   DFND 17 517,321 0 83,765
NETFLIX INC COM 64110L106 22,813 118,843 SH   DFND 21 100,807 0 18,036
NETFLIX INC CALL 64110L906 19,945 103,900 SH Call DFND 4 103,900 0 0
NETFLIX INC PUT 64110L956 188,294 980,900 SH Put DFND 4 980,900 0 0
NETEASE INC SPONSORED ADR 64110W102 20,736 60,092 SH   DFND 17 52,077 0 8,015
NETEASE INC SPONSORED ADR 64110W102 16,393 47,505 SH   DFND 20 41,091 0 6,414
NETEASE INC SPONSORED ADR 64110W102 22,575 65,421 SH   DFND 21 50,652 0 14,769
NETEASE INC SPONSORED ADR 64110W102 621 1,800 SH   DFND 24 1,800 0 0
NETGEAR INC COM 64111Q104 3,144 53,515 SH   DFND 21 3,466 0 50,049
NEUROCRINE BIOSCIENCES INC COM 64125C109 24,077 310,309 SH   DFND 17 274,878 0 35,431
NEUROCRINE BIOSCIENCES INC COM 64125C109 118 1,516 SH   DFND 21 1,516 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,987 38,500 SH   DFND 24 38,500 0 0
NEVSUN RES LTD COM 64156L101 1,640 671,488 SH   DFND 21 671,488 0 0
NEVRO CORP COM 64157F103 17,937 259,805 SH   DFND 17 255,135 0 4,670
NEVRO CORP COM 64157F103 121 1,756 SH   DFND 21 0 0 1,756
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 222 210,000 PRN   DFND 17 210,000 0 0
NEW GOLD INC CDA COM 644535106 925 280,468 SH   DFND 21 280,468 0 0
NEW JERSEY RES COM 646025106 39 960 SH   DFND 17 960 0 0
NEW JERSEY RES COM 646025106 2,619 65,140 SH   DFND 21 0 0 65,140
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,655 28,240 SH   DFND 17 25,540 0 2,700
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 90,771 965,645 SH   DFND 20 870,413 0 95,232
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 99 1,052 SH   DFND 21 0 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,578 48,700 SH   DFND 24 48,700 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 948 10,090 SH   DFND 25 10,090 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6,380 356,796 SH   DFND 17 294,001 0 62,795
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 354 19,797 SH   DFND 20 19,797 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 45,224 2,529,319 SH   DFND 21 1,743,326 0 785,993
NEW RELIC INC COM 64829B100 12,899 223,290 SH   DFND 17 223,290 0 0
NEW SR INVT GROUP INC COM 648691103 149 19,731 SH   DFND 17 19,731 0 0
NEW SR INVT GROUP INC COM 648691103 658 86,981 SH   DFND 21 86,981 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 245 39,781 SH   DFND 17 39,781 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,611 261,042 SH   DFND 21 161,485 0 99,557
NEW YORK REIT INC COM 64976L109 36,540 9,297,793 SH   DFND 4 9,297,793 0 0
NEWELL BRANDS INC COM 651229106 16,507 534,202 SH   DFND 4 534,202 0 0
NEWELL BRANDS INC COM 651229106 13,700 443,365 SH   DFND 17 383,485 0 59,880
NEWELL BRANDS INC COM 651229106 500 16,172 SH   DFND 20 16,172 0 0
NEWELL BRANDS INC COM 651229106 14,501 469,289 SH   DFND 21 430,724 0 38,565
NEWELL BRANDS INC CALL 651229906 1,632 52,800 SH Call DFND 4 52,800 0 0
NEWELL BRANDS INC PUT 651229956 16,139 522,300 SH Put DFND 4 522,300 0 0
NEWFIELD EXPL CO COM 651290108 22,927 727,145 SH   DFND 4 727,145 0 0
NEWFIELD EXPL CO COM 651290108 19 613 SH   DFND 17 613 0 0
NEWFIELD EXPL CO COM 651290108 337 10,673 SH   DFND 21 4,508 0 6,165
NEWLINK GENETICS CORP COM 651511107 450 55,488 SH   DFND 17 53,331 0 2,157
NEWMONT MINING CORP COM 651639106 743 19,804 SH   DFND 4 19,804 0 0
NEWMONT MINING CORP COM 651639106 2,338 62,309 SH   DFND 17 62,309 0 0
NEWMONT MINING CORP COM 651639106 18,549 494,371 SH   DFND 21 494,371 0 0
NEWMONT MINING CORP COM 651639106 1,088 29,000 SH   DFND 24 29,000 0 0
NEWMONT MINING CORP CALL 651639906 1,520 40,500 SH Call DFND 4 40,500 0 0
NEWMONT MINING CORP PUT 651639956 20,175 537,700 SH Put DFND 4 537,700 0 0
NEWS CORP NEW CL A 65249B109 221 13,663 SH   DFND 4 13,663 0 0
NEWS CORP NEW CL A 65249B109 18 1,135 SH   DFND 17 1,135 0 0
NEWS CORP NEW CL B 65249B208 72 4,334 SH   DFND 4 4,334 0 0
NEWS CORP NEW CL B 65249B208 202 12,174 SH   DFND 17 12,174 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 200 2,555 SH   DFND 20 2,555 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,123 14,362 SH   DFND 21 7,501 0 6,861
NEXTERA ENERGY INC COM 65339F101 27,631 176,908 SH   DFND 17 71,526 0 105,382
NEXTERA ENERGY INC COM 65339F101 508 3,250 SH   DFND 20 3,250 0 0
NEXTERA ENERGY INC COM 65339F101 62,498 400,142 SH   DFND 21 377,116 0 23,026
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 139,468 2,481,630 SH   DFND 17 2,377,040 0 104,590
NEXTERA ENERGY INC CALL 65339F901 8,309 53,200 SH Call DFND 4 53,200 0 0
NEXTERA ENERGY INC PUT 65339F951 137,307 879,100 SH Put DFND 4 879,100 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 5,208 572,320 SH   DFND 21 456,131 0 116,189
NIKE INC CL B 654106103 250 3,994 SH   DFND 17 3,994 0 0
NIKE INC CL B 654106103 3,539 56,585 SH   DFND 21 46,585 0 10,000
NIKE INC CALL 654106903 21,724 347,300 SH Call DFND 4 347,300 0 0
NIKE INC PUT 654106953 107,661 1,721,200 SH Put DFND 4 1,721,200 0 0
NISOURCE INC COM 65473P105 302 11,746 SH   DFND 4 11,746 0 0
NISOURCE INC COM 65473P105 1,751 68,215 SH   DFND 17 66,580 0 1,635
NOAH HLDGS LTD SPON ADS CL A 65487X102 3,035 65,575 SH   DFND 17 65,575 0 0
NOBLE ENERGY INC COM 655044105 507 17,391 SH   DFND 4 17,391 0 0
NOBLE ENERGY INC COM 655044105 43 1,486 SH   DFND 17 1,486 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 315 6,305 SH   DFND 4 6,305 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 48 955 SH   DFND 17 955 0 0
NORBORD INC COM NEW 65548P403 1,282 37,739 SH   DFND 17 13,797 0 23,942
NORBORD INC COM NEW 65548P403 6,671 196,427 SH   DFND 21 180,789 0 15,638
NORDSON CORP COM 655663102 8,318 56,815 SH   DFND 17 46,090 0 10,725
NORDSTROM INC COM 655664100 197 4,168 SH   DFND 4 4,168 0 0
NORDSTROM INC COM 655664100 18,129 382,625 SH   DFND 17 375,735 0 6,890
NORDSTROM INC COM 655664100 163 3,432 SH   DFND 21 0 0 3,432
NORFOLK SOUTHERN CORP COM 655844108 18,540 127,947 SH   DFND 4 127,947 0 0
NORFOLK SOUTHERN CORP COM 655844108 23,460 161,904 SH   DFND 17 153,503 0 8,401
NORFOLK SOUTHERN CORP COM 655844108 677 4,669 SH   DFND 20 4,669 0 0
NORFOLK SOUTHERN CORP COM 655844108 20,619 142,300 SH   DFND 21 90,891 0 51,409
NORFOLK SOUTHERN CORP CALL 655844908 10,288 71,000 SH Call DFND 4 71,000 0 0
NORFOLK SOUTHERN CORP PUT 655844958 63,597 438,900 SH Put DFND 4 438,900 0 0
NORTHERN TR CORP COM 665859104 268 2,685 SH   DFND 4 2,685 0 0
NORTHERN TR CORP COM 665859104 65 647 SH   DFND 17 647 0 0
NORTHERN TR CORP COM 665859104 247 2,477 SH   DFND 20 2,477 0 0
NORTHERN TR CORP COM 665859104 726 7,263 SH   DFND 21 7,263 0 0
NORTHERN TR CORP CALL 665859904 1,099 11,000 SH Call DFND 4 11,000 0 0
NORTHERN TR CORP PUT 665859954 4,865 48,700 SH Put DFND 4 48,700 0 0
NORTHROP GRUMMAN CORP COM 666807102 44,125 143,771 SH   DFND 17 93,371 0 50,400
NORTHROP GRUMMAN CORP COM 666807102 1,720 5,603 SH   DFND 20 5,603 0 0
NORTHROP GRUMMAN CORP COM 666807102 110,798 361,010 SH   DFND 21 273,512 0 87,498
NORTHROP GRUMMAN CORP CALL 666807902 5,095 16,600 SH Call DFND 4 16,600 0 0
NORTHROP GRUMMAN CORP PUT 666807952 97,137 316,500 SH Put DFND 4 316,500 0 0
NORTHWEST PIPE CO COM 667746101 1,077 56,272 SH   DFND 17 50,158 0 6,114
NOVARTIS A G SPONSORED ADR 66987V109 3,552 42,301 SH   DFND 17 42,301 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 161 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 39,264 7,090,000 PRN   DFND 17 7,090,000 0 0
NOVANTA INC COM 67000B104 4,898 97,964 SH   DFND 17 32,195 0 65,769
NOVANTA INC COM 67000B104 730 14,596 SH   DFND 21 6,256 0 8,340
NOVO-NORDISK A S ADR 670100205 208 3,867 SH   DFND 17 3,818 0 49
NUANCE COMMUNICATIONS INC COM 67020Y100 58,632 3,586,060 SH   DFND 17 3,586,060 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 606 37,069 SH   DFND 21 0 0 37,069
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 264 255,000 PRN   DFND 17 255,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 45,663 47,640,000 PRN   DFND 17 47,640,000 0 0
NUCOR CORP COM 670346105 346 5,441 SH   DFND 4 5,441 0 0
NUCOR CORP COM 670346105 13,836 217,622 SH   DFND 17 217,622 0 0
NUCOR CORP COM 670346105 18,929 297,716 SH   DFND 21 297,716 0 0
NUCOR CORP CALL 670346905 2,893 45,500 SH Call DFND 4 45,500 0 0
NUCOR CORP PUT 670346955 18,871 296,800 SH Put DFND 4 296,800 0 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 13,429 855,350 SH   DFND 17 855,350 0 0
NVIDIA CORP COM 67066G104 368,704 1,905,448 SH   DFND 17 1,747,222 0 158,226
NVIDIA CORP COM 67066G104 2,971 15,356 SH   DFND 20 15,356 0 0
NVIDIA CORP COM 67066G104 109,363 565,183 SH   DFND 21 490,325 0 74,858
NVIDIA CORP CALL 67066G904 24,129 124,700 SH Call DFND 4 124,700 0 0
NVIDIA CORP PUT 67066G954 281,465 1,454,600 SH Put DFND 4 1,454,600 0 0
NUTRI SYS INC NEW COM 67069D108 7,588 144,262 SH   DFND 17 117,019 0 27,243
NUTRI SYS INC NEW COM 67069D108 5,713 108,619 SH   DFND 21 106,103 0 2,516
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 69,776 59,070,000 PRN   DFND 17 59,070,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 8,238 340,000 SH   DFND 21 340,000 0 0
OGE ENERGY CORP COM 670837103 4,361 132,504 SH   DFND 21 0 0 132,504
O REILLY AUTOMOTIVE INC NEW COM 67103H107 930 3,868 SH   DFND 4 3,868 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 61 253 SH   DFND 17 253 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,684 7,000 SH   DFND 21 7,000 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 938 3,900 SH Put DFND 4 3,900 0 0
OFG BANCORP COM 67103X102 120 12,717 SH   DFND 20 12,717 0 0
OFG BANCORP COM 67103X102 777 82,708 SH   DFND 21 36,880 0 45,828
OAKTREE CAP GROUP LLC UNIT CL A 674001201 283 6,732 SH   DFND 21 6,732 0 0
OASIS PETE INC NEW COM 674215108 7,675 912,645 SH   DFND 17 684,298 0 228,347
OASIS PETE INC NEW COM 674215108 142 16,884 SH   DFND 21 16,884 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 83,224 77,405,000 PRN   DFND 17 73,005,000 0 4,400,000
OCCIDENTAL PETE CORP DEL COM 674599105 2,065 28,034 SH   DFND 4 28,034 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 67,018 909,829 SH   DFND 17 909,829 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 42,189 572,755 SH   DFND 21 553,835 0 18,920
OCCIDENTAL PETE CORP DEL COM 674599105 980 13,300 SH   DFND 24 13,300 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 2,011 27,300 SH Call DFND 4 27,300 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 68,607 931,400 SH Put DFND 4 931,400 0 0
OCWEN FINL CORP COM NEW 675746309 130 41,494 SH   DFND 17 41,494 0 0
ODONATE THERAPEUTICS INC COM 676079106 4,338 173,535 SH   DFND 17 173,535 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,750 70,000 SH   DFND 24 70,000 0 0
OFFICE DEPOT INC COM 676220106 381 107,542 SH   DFND 17 107,542 0 0
OFFICE DEPOT INC COM 676220106 83 23,374 SH   DFND 20 23,374 0 0
OFFICE DEPOT INC COM 676220106 472 133,311 SH   DFND 21 41,201 0 92,110
OKTA INC CL A 679295105 23,162 904,405 SH   DFND 17 776,265 0 128,140
OLD DOMINION FGHT LINES INC COM 679580100 76 580 SH   DFND 17 0 0 580
OLD DOMINION FGHT LINES INC COM 679580100 146 1,112 SH   DFND 21 1,112 0 0
OLD LINE BANCSHARES INC COM 67984M100 882 29,975 SH   DFND 17 29,975 0 0
OLD NATL BANCORP IND COM 680033107 27,087 1,552,276 SH   DFND 17 1,552,276 0 0
OLD NATL BANCORP IND COM 680033107 145 8,328 SH   DFND 20 8,328 0 0
OLD NATL BANCORP IND COM 680033107 266 15,237 SH   DFND 21 15,237 0 0
OLD REP INTL CORP COM 680223104 34,528 1,614,970 SH   DFND 17 1,603,176 0 11,794
OLD REP INTL CORP COM 680223104 80 3,739 SH   DFND 20 3,739 0 0
OLD REP INTL CORP COM 680223104 21,810 1,020,101 SH   DFND 21 913,332 0 106,769
OMNICOM GROUP INC COM 681919106 24,622 338,074 SH   DFND 4 338,074 0 0
OMNICOM GROUP INC COM 681919106 2,279 31,295 SH   DFND 17 31,295 0 0
OMNICOM GROUP INC CALL 681919906 903 12,400 SH Call DFND 4 12,400 0 0
OMNICOM GROUP INC PUT 681919956 2,272 31,200 SH Put DFND 4 31,200 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,556 92,822 SH   DFND 17 92,822 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 12,826 465,705 SH   DFND 21 397,813 0 67,892
OMNICELL INC COM 68213N109 2,461 50,747 SH   DFND 17 50,747 0 0
OMEROS CORP COM 682143102 1,293 66,538 SH   DFND 17 66,538 0 0
ON DECK CAP INC COM 682163100 60 10,510 SH   DFND 17 10,510 0 0
ON SEMICONDUCTOR CORP COM 682189105 126,311 6,032,033 SH   DFND 17 5,807,003 0 225,030
ON SEMICONDUCTOR CORP COM 682189105 562 26,831 SH   DFND 20 26,831 0 0
ON SEMICONDUCTOR CORP COM 682189105 14,624 698,385 SH   DFND 21 669,545 0 28,840
ON SEMICONDUCTOR CORP COM 682189105 5,863 280,000 SH   DFND 24 280,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,380 11,225,000 PRN   DFND 17 11,225,000 0 0
ONE GAS INC COM 68235P108 191 2,608 SH   DFND 20 2,608 0 0
ONE GAS INC COM 68235P108 2,701 36,870 SH   DFND 21 36,870 0 0
ONEOK INC NEW COM 682680103 46,431 868,690 SH   DFND 4 806,690 0 62,000
ONEOK INC NEW COM 682680103 62 1,151 SH   DFND 17 1,151 0 0
ONEOK INC NEW COM 682680103 5,410 101,215 SH   DFND 21 53,980 0 47,235
ONEOK INC NEW CALL 682680903 1,315 24,600 SH Call DFND 4 24,600 0 0
ONEOK INC NEW PUT 682680953 5,810 108,700 SH Put DFND 4 108,700 0 0
ONEMAIN HLDGS INC COM 68268W103 1,056 40,639 SH   DFND 17 40,639 0 0
OPEN TEXT CORP COM 683715106 1,714 48,035 SH   DFND 17 42,416 0 5,619
OPEN TEXT CORP COM 683715106 18,208 510,254 SH   DFND 21 341,176 0 169,078
ORACLE CORP COM 68389X105 34,461 728,872 SH   DFND 4 728,872 0 0
ORACLE CORP COM 68389X105 245,652 5,195,679 SH   DFND 17 5,131,737 0 63,942
ORACLE CORP COM 68389X105 1,652 34,944 SH   DFND 20 34,944 0 0
ORACLE CORP COM 68389X105 71,264 1,507,279 SH   DFND 21 1,365,080 0 142,199
ORACLE CORP CALL 68389X905 31,143 658,700 SH Call DFND 4 658,700 0 0
ORACLE CORP PUT 68389X955 161,395 3,413,600 SH Put DFND 4 3,413,600 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 675 35,802 SH   DFND 17 35,802 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 6,927 367,294 SH   DFND 21 367,294 0 0
ORBCOMM INC COM 68555P100 13,065 1,283,386 SH   DFND 17 1,034,846 0 248,540
ORBITAL ATK INC COM 68557N103 13,294 101,095 SH   DFND 4 101,095 0 0
ORBITAL ATK INC COM 68557N103 44,666 339,667 SH   DFND 17 339,667 0 0
ORCHID IS CAP INC COM 68571X103 171 18,392 SH   DFND 17 18,392 0 0
ORION GROUP HOLDINGS INC COM 68628V308 34 4,385 SH   DFND 17 4,385 0 0
ORION GROUP HOLDINGS INC COM 68628V308 394 50,284 SH   DFND 21 34,490 0 15,794
ORITANI FINL CORP DEL COM 68633D103 263 16,010 SH   DFND 17 16,010 0 0
ORITANI FINL CORP DEL COM 68633D103 394 24,000 SH   DFND 21 24,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 13,634 213,168 SH   DFND 17 159,348 0 53,820
ORMAT TECHNOLOGIES INC COM 686688102 231 3,612 SH   DFND 21 3,612 0 0
OSHKOSH CORP COM 688239201 7,437 81,829 SH   DFND 17 81,829 0 0
OUTFRONT MEDIA INC COM 69007J106 187 8,070 SH   DFND 17 0 0 8,070
OUTFRONT MEDIA INC COM 69007J106 4,518 194,744 SH   DFND 21 42,225 0 152,519
OVERSTOCK COM INC DEL COM 690370101 57,539 900,451 SH   DFND 17 879,291 0 21,160
OWENS & MINOR INC NEW COM 690732102 2,289 121,225 SH   DFND 17 121,225 0 0
OWENS & MINOR INC NEW COM 690732102 82 4,337 SH   DFND 20 4,337 0 0
OWENS & MINOR INC NEW COM 690732102 12,814 678,719 SH   DFND 21 646,068 0 32,651
OWENS CORNING NEW COM 690742101 64,496 701,502 SH   DFND 17 568,490 0 133,012
OWENS CORNING NEW COM 690742101 1,069 11,631 SH   DFND 20 11,631 0 0
OWENS CORNING NEW COM 690742101 108,572 1,180,904 SH   DFND 21 833,248 0 347,656
OWENS ILL INC COM NEW 690768403 11,291 509,273 SH   DFND 17 390,629 0 118,644
OWENS ILL INC COM NEW 690768403 64 2,875 SH   DFND 20 2,875 0 0
OWENS ILL INC COM NEW 690768403 547 24,663 SH   DFND 21 24,663 0 0
PDVWIRELESS INC COM 69290R104 48,150 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 3,619 102,087 SH   DFND 17 41,637 0 60,450
PBF ENERGY INC CL A 69318G106 22 631 SH   DFND 20 631 0 0
PBF ENERGY INC CL A 69318G106 14,185 400,140 SH   DFND 21 270,527 0 129,613
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,242 6,415,000 PRN   DFND 17 6,415,000 0 0
PDF SOLUTIONS INC COM 693282105 2,857 181,988 SH   DFND 17 175,775 0 6,213
PDL BIOPHARMA INC COM 69329Y104 1,903 694,399 SH   DFND 17 231,952 0 462,447
PDL BIOPHARMA INC COM 69329Y104 734 267,869 SH   DFND 21 32,310 0 235,559
PG&E CORP COM 69331C108 10,192 227,350 SH   DFND 4 227,350 0 0
PG&E CORP COM 69331C108 17,248 384,747 SH   DFND 17 221,928 0 162,819
PG&E CORP COM 69331C108 1,073 23,926 SH   DFND 20 23,926 0 0
PG&E CORP COM 69331C108 63,403 1,414,292 SH   DFND 21 989,608 0 424,684
PG&E CORP CALL 69331C908 578 12,900 SH Call DFND 4 12,900 0 0
PG&E CORP PUT 69331C958 1,596 35,600 SH Put DFND 4 35,600 0 0
PHH CORP COM NEW 693320202 46,136 4,479,263 SH   DFND 4 4,479,263 0 0
PHH CORP COM NEW 693320202 1,148 111,410 SH   DFND 21 111,410 0 0
PGT INNOVATIONS INC COM 69336V101 2,410 142,998 SH   DFND 17 142,998 0 0
PLDT INC SPONSORED ADR 69344D408 788 26,185 SH   DFND 17 26,185 0 0
PNC FINL SVCS GROUP INC COM 693475105 21,367 148,087 SH   DFND 17 141,986 0 6,101
PNC FINL SVCS GROUP INC COM 693475105 1,838 12,735 SH   DFND 20 12,735 0 0
PNC FINL SVCS GROUP INC COM 693475105 80,044 554,745 SH   DFND 21 217,590 0 337,155
PNC FINL SVCS GROUP INC CALL 693475905 22,870 158,500 SH Call DFND 4 158,500 0 0
PNC FINL SVCS GROUP INC PUT 693475955 97,006 672,300 SH Put DFND 4 672,300 0 0
POSCO SPONSORED ADR 693483109 23,804 304,667 SH   DFND 17 304,667 0 0
PNM RES INC COM 69349H107 220 5,435 SH   DFND 17 3,980 0 1,455
PNM RES INC COM 69349H107 1,017 25,147 SH   DFND 21 16,961 0 8,186
PPG INDS INC COM 693506107 9,190 78,665 SH   DFND 17 78,665 0 0
PPG INDS INC CALL 693506907 3,014 25,800 SH Call DFND 4 25,800 0 0
PPG INDS INC PUT 693506957 19,965 170,900 SH Put DFND 4 170,900 0 0
PPL CORP COM 69351T106 11,993 387,500 SH   DFND 4 387,500 0 0
PPL CORP COM 69351T106 15,016 485,167 SH   DFND 17 468,129 0 17,038
PPL CORP COM 69351T106 1,330 42,973 SH   DFND 20 42,973 0 0
PPL CORP COM 69351T106 37,229 1,202,865 SH   DFND 21 919,400 0 283,465
PPL CORP CALL 69351T906 6,026 194,700 SH Call DFND 4 194,700 0 0
PPL CORP PUT 69351T956 17,598 568,600 SH Put DFND 4 568,600 0 0
PRA HEALTH SCIENCES INC COM 69354M108 22,425 246,239 SH   DFND 17 132,673 0 113,566
PRA HEALTH SCIENCES INC COM 69354M108 224 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,000 21,966 SH   DFND 21 9,581 0 12,385
PVH CORP COM 693656100 373 2,719 SH   DFND 4 2,719 0 0
PVH CORP COM 693656100 8,208 59,818 SH   DFND 17 22,359 0 37,459
PVH CORP COM 693656100 12,780 93,144 SH   DFND 21 72,405 0 20,739
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 774 1,000,000 PRN   DFND 17 1,000,000 0 0
PTC INC COM 69370C100 89,599 1,474,394 SH   DFND 17 1,415,676 0 58,718
PTC INC COM 69370C100 124 2,035 SH   DFND 21 2,035 0 0
PACCAR INC COM 693718108 1,675 23,559 SH   DFND 17 23,559 0 0
PACCAR INC COM 693718108 736 10,350 SH   DFND 20 10,350 0 0
PACCAR INC COM 693718108 15,739 221,424 SH   DFND 21 221,424 0 0
PACCAR INC CALL 693718908 3,938 55,400 SH Call DFND 4 55,400 0 0
PACCAR INC PUT 693718958 25,781 362,700 SH Put DFND 4 362,700 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 71 15,570 SH   DFND 20 15,570 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 204 44,844 SH   DFND 21 44,844 0 0
PACIFIC PREMIER BANCORP COM 69478X105 13,668 341,689 SH   DFND 17 256,875 0 84,814
PACKAGING CORP AMER COM 695156109 421 3,490 SH   DFND 4 3,490 0 0
PACKAGING CORP AMER COM 695156109 20,058 166,389 SH   DFND 17 166,389 0 0
PACKAGING CORP AMER COM 695156109 27,447 227,685 SH   DFND 21 212,678 0 15,007
PACWEST BANCORP DEL COM 695263103 1,941 38,521 SH   DFND 17 26,945 0 11,576
PALO ALTO NETWORKS INC COM 697435105 87,654 604,760 SH   DFND 17 502,200 0 102,560
PALO ALTO NETWORKS INC COM 697435105 165 1,136 SH   DFND 21 1,136 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 82,889 60,070,000 PRN   DFND 17 55,780,000 0 4,290,000
PANDORA MEDIA INC COM 698354107 123 25,520 SH   DFND 17 0 0 25,520
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 5,195 5,840,000 PRN   DFND 17 5,840,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,155 64,548 SH   DFND 17 62,455 0 2,093
PARK HOTELS RESORTS INC COM 700517105 3,778 131,404 SH   DFND 4 131,404 0 0
PARK HOTELS RESORTS INC COM 700517105 421 14,633 SH   DFND 17 14,633 0 0
PARK HOTELS RESORTS INC COM 700517105 1,161 40,384 SH   DFND 21 34,834 0 5,550
PARK OHIO HLDGS CORP COM 700666100 1,843 40,116 SH   DFND 17 40,116 0 0
PARKER HANNIFIN CORP COM 701094104 1,399 7,011 SH   DFND 4 7,011 0 0
PARKER HANNIFIN CORP COM 701094104 80,901 405,356 SH   DFND 17 306,167 0 99,189
PARKER HANNIFIN CORP COM 701094104 2,639 13,223 SH   DFND 21 13,223 0 0
PARKER HANNIFIN CORP PUT 701094954 2,275 11,400 SH Put DFND 4 11,400 0 0
PARSLEY ENERGY INC CL A 701877102 6,482 220,170 SH   DFND 17 220,170 0 0
PARSLEY ENERGY INC CL A 701877102 319 10,823 SH   DFND 21 10,823 0 0
PARSLEY ENERGY INC CL A 701877102 1,060 36,000 SH   DFND 24 36,000 0 0
PATRICK INDS INC COM 703343103 10,076 145,081 SH   DFND 17 126,487 0 18,594
PATRICK INDS INC COM 703343103 7,950 114,478 SH   DFND 21 65,083 0 49,395
PATTERN ENERGY GROUP INC CL A 70338P100 6,010 279,652 SH   DFND 21 279,652 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 22,456 22,130,000 PRN   DFND 17 17,580,000 0 4,550,000
PATTERSON UTI ENERGY INC COM 703481101 11,108 482,737 SH   DFND 17 382,251 0 100,486
PATTERSON UTI ENERGY INC COM 703481101 211 9,160 SH   DFND 21 9,160 0 0
PAYCHEX INC COM 704326107 4,607 67,673 SH   DFND 17 44,585 0 23,088
PAYCHEX INC CALL 704326907 2,927 43,000 SH Call DFND 4 43,000 0 0
PAYCHEX INC PUT 704326957 22,902 336,400 SH Put DFND 4 336,400 0 0
PAYCOM SOFTWARE INC COM 70432V102 89,716 1,116,849 SH   DFND 17 930,504 0 186,345
PAYCOM SOFTWARE INC COM 70432V102 146 1,816 SH   DFND 20 1,816 0 0
PAYCOM SOFTWARE INC COM 70432V102 428 5,334 SH   DFND 21 5,334 0 0
PAYPAL HLDGS INC COM 70450Y103 97,113 1,319,106 SH   DFND 17 1,131,856 0 187,250
PAYPAL HLDGS INC COM 70450Y103 4,297 58,366 SH   DFND 21 48,401 0 9,965
PAYPAL HLDGS INC CALL 70450Y903 19,369 263,100 SH Call DFND 4 263,100 0 0
PAYPAL HLDGS INC PUT 70450Y953 156,317 2,123,300 SH Put DFND 4 2,123,300 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,513 71,762 SH   DFND 17 53,889 0 17,873
PEGASYSTEMS INC COM 705573103 33,674 714,185 SH   DFND 17 714,185 0 0
PEGASYSTEMS INC COM 705573103 74 1,559 SH   DFND 21 1,559 0 0
PEMBINA PIPELINE CORP COM 706327103 6,066 167,000 SH   DFND 4 140,000 0 27,000
PEMBINA PIPELINE CORP COM 706327103 15,825 435,670 SH   DFND 21 188,335 0 247,335
PENN VA CORP NEW COM 70788V102 966 24,690 SH   DFND 17 22,176 0 2,514
PENN VA CORP NEW COM 70788V102 105 2,684 SH   DFND 20 2,684 0 0
PENN VA CORP NEW COM 70788V102 6,508 166,395 SH   DFND 21 145,554 0 20,841
PENNYMAC MTG INVT TR COM 70931T103 806 50,126 SH   DFND 17 50,126 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,858 115,603 SH   DFND 21 115,603 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,963 3,000,000 PRN   DFND 17 3,000,000 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 757 15,819 SH   DFND 21 14,687 0 1,132
PENUMBRA INC COM 70975L107 895 9,510 SH   DFND 17 9,510 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 231 12,338 SH   DFND 4 12,338 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,912 102,252 SH   DFND 17 102,252 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 6,763 361,684 SH   DFND 21 304,984 0 56,700
PEPSICO INC COM 713448108 30,700 256,000 SH   DFND 4 256,000 0 0
PEPSICO INC COM 713448108 152,270 1,269,764 SH   DFND 17 1,205,260 0 64,504
PEPSICO INC COM 713448108 2,796 23,319 SH   DFND 20 23,319 0 0
PEPSICO INC COM 713448108 133,773 1,115,521 SH   DFND 21 970,131 0 145,390
PEPSICO INC COM 713448108 638 5,320 SH   DFND 24 5,320 0 0
PEPSICO INC CALL 713448908 27,618 230,300 SH Call DFND 4 230,300 0 0
PEPSICO INC PUT 713448958 299,452 2,497,100 SH Put DFND 4 2,497,100 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 7,315 220,987 SH   DFND 17 165,669 0 55,318
PERKINELMER INC COM 714046109 4,676 63,947 SH   DFND 4 63,947 0 0
PERKINELMER INC COM 714046109 26 349 SH   DFND 17 349 0 0
PERKINELMER INC COM 714046109 13,924 190,420 SH   DFND 21 177,781 0 12,639
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,798 55,790 SH   DFND 17 23,107 0 32,683
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 4,291 133,172 SH   DFND 21 118,113 0 15,059
PETMED EXPRESS INC COM 716382106 1,943 42,712 SH   DFND 17 42,712 0 0
PETMED EXPRESS INC COM 716382106 81 1,770 SH   DFND 20 1,770 0 0
PETMED EXPRESS INC COM 716382106 11,117 244,340 SH   DFND 21 204,455 0 39,885
PFIZER INC COM 717081103 34,838 961,840 SH   DFND 4 961,840 0 0
PFIZER INC COM 717081103 213,096 5,883,369 SH   DFND 17 5,077,215 0 806,154
PFIZER INC COM 717081103 3,100 85,586 SH   DFND 20 85,586 0 0
PFIZER INC COM 717081103 243,594 6,725,406 SH   DFND 21 4,983,000 0 1,742,406
PFIZER INC COM 717081103 3,839 106,000 SH   DFND 24 106,000 0 0
PFIZER INC CALL 717081903 46,988 1,297,300 SH Call DFND 4 1,297,300 0 0
PFIZER INC PUT 717081953 145,072 4,005,300 SH Put DFND 4 4,005,300 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,610 77,910 SH   DFND 17 54,345 0 23,565
PHILIP MORRIS INTL INC COM 718172109 63,625 602,225 SH   DFND 4 602,225 0 0
PHILIP MORRIS INTL INC COM 718172109 40,947 387,574 SH   DFND 17 367,154 0 20,420
PHILIP MORRIS INTL INC COM 718172109 1,901 17,990 SH   DFND 20 17,990 0 0
PHILIP MORRIS INTL INC COM 718172109 72,172 683,125 SH   DFND 21 635,161 0 47,964
PHILIP MORRIS INTL INC CALL 718172909 14,432 136,600 SH Call DFND 4 136,600 0 0
PHILIP MORRIS INTL INC PUT 718172959 282,297 2,672,000 SH Put DFND 4 2,672,000 0 0
PHILLIPS 66 COM 718546104 8,117 80,250 SH   DFND 17 80,250 0 0
PHILLIPS 66 COM 718546104 166 1,643 SH   DFND 20 1,643 0 0
PHILLIPS 66 COM 718546104 7,013 69,336 SH   DFND 21 42,377 0 26,959
PHILLIPS 66 COM 718546104 779 7,700 SH   DFND 24 7,700 0 0
PHILLIPS 66 CALL 718546904 6,281 62,100 SH Call DFND 4 62,100 0 0
PHILLIPS 66 PUT 718546954 62,875 621,600 SH Put DFND 4 621,600 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,393 26,602 SH   DFND 4 26,602 0 0
PHOTRONICS INC COM 719405102 20 2,334 SH   DFND 17 2,334 0 0
PHOTRONICS INC COM 719405102 177 20,765 SH   DFND 21 20,765 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,481 126,520 SH   DFND 17 88,890 0 37,630
PIER 1 IMPORTS INC COM 720279108 328 79,319 SH   DFND 17 79,319 0 0
PIER 1 IMPORTS INC COM 720279108 1,329 321,102 SH   DFND 21 279,846 0 41,256
PILGRIMS PRIDE CORP NEW COM 72147K108 14,718 473,864 SH   DFND 17 468,709 0 5,155
PILGRIMS PRIDE CORP NEW COM 72147K108 7,966 256,457 SH   DFND 21 237,063 0 19,394
PILGRIMS PRIDE CORP NEW COM 72147K108 7,812 251,518 SH   DFND 24 251,518 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 5,479 51,849 SH   DFND 17 51,849 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 73,958 2,826,052 SH   DFND 4 2,826,052 0 0
PINNACLE WEST CAP CORP COM 723484101 341 4,001 SH   DFND 4 4,001 0 0
PINNACLE WEST CAP CORP COM 723484101 6,747 79,208 SH   DFND 17 75,124 0 4,084
PINNACLE WEST CAP CORP COM 723484101 179 2,102 SH   DFND 20 2,102 0 0
PINNACLE WEST CAP CORP COM 723484101 20,706 243,091 SH   DFND 21 131,333 0 111,758
PINNACLE FOODS INC DEL COM 72348P104 31,071 522,472 SH   DFND 17 389,517 0 132,955
PINNACLE FOODS INC DEL COM 72348P104 1,411 23,728 SH   DFND 20 23,728 0 0
PINNACLE FOODS INC DEL COM 72348P104 90,235 1,517,315 SH   DFND 21 1,076,325 0 440,990
PINNACLE ENTMT INC NEW COM 72348Y105 663 20,250 SH   DFND 17 0 0 20,250
PIONEER NAT RES CO COM 723787107 41,542 240,338 SH   DFND 4 240,338 0 0
PIONEER NAT RES CO COM 723787107 33,358 192,988 SH   DFND 17 190,033 0 2,955
PIONEER NAT RES CO COM 723787107 13,051 75,504 SH   DFND 20 75,504 0 0
PIONEER NAT RES CO COM 723787107 15,775 91,262 SH   DFND 21 91,262 0 0
PIONEER NAT RES CO COM 723787107 1,124 6,500 SH   DFND 24 6,500 0 0
PIONEER NAT RES CO CALL 723787907 5,082 29,400 SH Call DFND 4 29,400 0 0
PIONEER NAT RES CO PUT 723787957 62,243 360,100 SH Put DFND 4 360,100 0 0
PIPER JAFFRAY COS COM 724078100 58 672 SH   DFND 17 672 0 0
PIPER JAFFRAY COS COM 724078100 204 2,364 SH   DFND 21 2,364 0 0
PITNEY BOWES INC COM 724479100 42 3,730 SH   DFND 17 3,730 0 0
PITNEY BOWES INC COM 724479100 3,740 334,541 SH   DFND 21 334,541 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,875 90,824 SH   DFND 4 90,824 0 0
PLANET FITNESS INC CL A 72703H101 5,485 158,382 SH   DFND 17 120,155 0 38,227
PLANET FITNESS INC CL A 72703H101 1,150 33,200 SH   DFND 24 33,200 0 0
PLEXUS CORP COM 729132100 874 14,389 SH   DFND 17 14,389 0 0
PLEXUS CORP COM 729132100 2,144 35,317 SH   DFND 21 7,347 0 27,970
PLUG POWER INC COM NEW 72919P202 4,198 1,778,767 SH   DFND 17 1,733,686 0 45,081
POLARIS INDS INC COM 731068102 212 1,710 SH   DFND 17 0 0 1,710
POOL CORPORATION COM 73278L105 7,907 60,986 SH   DFND 17 44,451 0 16,535
POOL CORPORATION COM 73278L105 390 3,008 SH   DFND 20 3,008 0 0
POOL CORPORATION COM 73278L105 1,872 14,442 SH   DFND 21 14,442 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 34,272 35,755,000 PRN   DFND 17 35,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,515 77,127 SH   DFND 17 77,127 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 8,196 168,363 SH   DFND 17 168,363 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 3,067 63,000 SH   DFND 24 63,000 0 0
POTASH CORP SASK INC COM 73755L107 3,712 179,921 SH   DFND 17 179,921 0 0
POTASH CORP SASK INC COM 73755L107 9,932 481,375 SH   DFND 21 481,375 0 0
POTLATCH CORP NEW COM 737630103 12,929 259,100 SH   DFND 17 259,100 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4,103 26,340 SH   DFND 24 23,800 0 2,540
POWERSHARES QQQ TRUST PUT 73935A954 289,583 1,859,159 SH Put DFND 4 1,806,159 0 53,000
POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 1,025 26,619 SH   DFND 17 26,619 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 2,951 155,751 SH   DFND 17 155,751 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 12,229 413,970 SH   DFND 25 413,970 0 0
PRAXAIR INC COM 74005P104 1,820 11,767 SH   DFND 4 11,767 0 0
PRAXAIR INC COM 74005P104 5,462 35,314 SH   DFND 17 34,192 0 1,122
PRAXAIR INC COM 74005P104 29,108 188,184 SH   DFND 21 188,184 0 0
PRAXAIR INC CALL 74005P904 835 5,400 SH Call DFND 4 5,400 0 0
PRAXAIR INC PUT 74005P954 39,258 253,800 SH Put DFND 4 253,800 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 15,514 263,931 SH   DFND 17 198,658 0 65,273
PREFERRED BK LOS ANGELES CA COM NEW 740367404 80 1,364 SH   DFND 20 1,364 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 231 3,934 SH   DFND 21 3,934 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 541 12,174 SH   DFND 17 12,174 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,630 36,700 SH   DFND 21 36,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,325 12,626 SH   DFND 4 12,626 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,774 26,433 SH   DFND 17 26,433 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,100 10,485 SH   DFND 21 0 0 10,485
PRICE T ROWE GROUP INC CALL 74144T908 755 7,200 SH Call DFND 4 7,200 0 0
PRICE T ROWE GROUP INC PUT 74144T958 11,721 111,700 SH Put DFND 4 111,700 0 0
PRICELINE GRP INC COM NEW 741503403 14,974 8,617 SH   DFND 4 8,617 0 0
PRICELINE GRP INC COM NEW 741503403 22,410 12,896 SH   DFND 17 11,494 0 1,402
PRICELINE GRP INC COM NEW 741503403 140,528 80,868 SH   DFND 21 64,683 0 16,185
PRICELINE GRP INC COM NEW 741503403 834 480 SH   DFND 24 480 0 0
PRICELINE GRP INC CALL 741503903 24,676 14,200 SH Call DFND 4 14,200 0 0
PRICELINE GRP INC PUT 741503953 142,668 82,100 SH Put DFND 4 82,100 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 43,499 31,390,000 PRN   DFND 17 27,855,000 0 3,535,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,157 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 175,204 147,230,000 PRN   DFND 17 147,230,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,760 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMO WTR CORP COM 74165N105 3,016 239,927 SH   DFND 17 231,984 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 678 9,609 SH   DFND 4 9,609 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 32,818 465,103 SH   DFND 17 329,174 0 135,929
PRINCIPAL FINL GROUP INC COM 74251V102 963 13,642 SH   DFND 20 13,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 56,821 805,290 SH   DFND 21 469,476 0 335,814
PROCTER AND GAMBLE CO COM 742718109 114,122 1,242,077 SH   DFND 17 931,765 0 310,312
PROCTER AND GAMBLE CO COM 742718109 1,220 13,276 SH   DFND 20 13,276 0 0
PROCTER AND GAMBLE CO COM 742718109 226,525 2,465,447 SH   DFND 21 1,942,098 0 523,349
PROCTER AND GAMBLE CO CALL 742718909 38,222 416,000 SH Call DFND 4 416,000 0 0
PROCTER AND GAMBLE CO PUT 742718959 374,549 4,076,500 SH Put DFND 4 4,076,500 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,183 198,852 SH   DFND 17 192,225 0 6,627
PROGRESS SOFTWARE CORP COM 743312100 2,459 57,775 SH   DFND 17 57,775 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,147 20,365 SH   DFND 4 20,365 0 0
PROGRESSIVE CORP OHIO COM 743315103 13,441 238,647 SH   DFND 17 140,382 0 98,265
PROGRESSIVE CORP OHIO COM 743315103 832 14,775 SH   DFND 20 14,775 0 0
PROGRESSIVE CORP OHIO COM 743315103 48,928 868,749 SH   DFND 21 837,442 0 31,307
PROGRESSIVE CORP OHIO PUT 743315953 304 5,400 SH Put DFND 4 5,400 0 0
PROLOGIS INC COM 74340W103 31,389 486,582 SH   DFND 4 486,582 0 0
PROLOGIS INC COM 74340W103 36,218 561,435 SH   DFND 17 554,760 0 6,675
PROLOGIS INC COM 74340W103 236 3,665 SH   DFND 21 0 0 3,665
PROLOGIS INC CALL 74340W903 677 10,500 SH Call DFND 4 10,500 0 0
PROLOGIS INC PUT 74340W953 2,058 31,900 SH Put DFND 4 31,900 0 0
PROOFPOINT INC COM 743424103 87,901 989,765 SH   DFND 17 803,325 0 186,440
PROOFPOINT INC COM 743424103 176 1,987 SH   DFND 21 1,987 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 24,380 19,140,000 PRN   DFND 17 15,355,000 0 3,785,000
PROS HOLDINGS INC COM 74346Y103 1,760 66,554 SH   DFND 17 66,554 0 0
PROPETRO HLDG CORP COM 74347M108 10,896 540,492 SH   DFND 17 540,492 0 0
PROPETRO HLDG CORP COM 74347M108 877 43,500 SH   DFND 24 43,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,664 246,848 SH   DFND 17 157,009 0 89,839
PROSPECT CAPITAL CORPORATION COM 74348T102 4,881 724,228 SH   DFND 21 724,228 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,047 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 37,231 37,000,000 PRN   DFND 17 37,000,000 0 0
PROVIDENT FINL SVCS INC COM 74386T105 127 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 367 13,626 SH   DFND 21 13,626 0 0
PRUDENTIAL FINL INC COM 744320102 128 1,114 SH   DFND 4 1,114 0 0
PRUDENTIAL FINL INC COM 744320102 34,419 299,347 SH   DFND 17 161,102 0 138,245
PRUDENTIAL FINL INC COM 744320102 1,722 14,975 SH   DFND 20 14,975 0 0
PRUDENTIAL FINL INC COM 744320102 140,719 1,223,858 SH   DFND 21 861,561 0 362,297
PRUDENTIAL FINL INC CALL 744320902 4,714 41,000 SH Call DFND 4 41,000 0 0
PRUDENTIAL FINL INC PUT 744320952 70,644 614,400 SH Put DFND 4 614,400 0 0
PRUDENTIAL PLC ADR 74435K204 378 7,445 SH   DFND 17 7,348 0 97
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,930 115,137 SH   DFND 4 115,137 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 129,388 2,512,394 SH   DFND 17 2,292,566 0 219,828
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,187 23,056 SH   DFND 20 23,056 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 47,189 916,294 SH   DFND 21 584,844 0 331,450
PUBLIC STORAGE COM 74460D109 16,702 79,912 SH   DFND 4 79,912 0 0
PUBLIC STORAGE COM 74460D109 97 462 SH   DFND 17 462 0 0
PULTE GROUP INC COM 745867101 330 9,917 SH   DFND 4 9,917 0 0
PULTE GROUP INC COM 745867101 365 10,968 SH   DFND 17 835 0 10,133
PULTE GROUP INC COM 745867101 8,619 259,206 SH   DFND 21 215,735 0 43,471
PUMA BIOTECHNOLOGY INC COM 74587V107 434 4,392 SH   DFND 17 4,392 0 0
PURE STORAGE INC CL A 74624M102 14,646 923,435 SH   DFND 17 843,230 0 80,205
QCR HOLDINGS INC COM 74727A104 453 10,567 SH   DFND 17 3,599 0 6,968
QCR HOLDINGS INC COM 74727A104 158 3,682 SH   DFND 20 3,682 0 0
QCR HOLDINGS INC COM 74727A104 980 22,865 SH   DFND 21 22,865 0 0
QAD INC CL A 74727D306 1,169 30,088 SH   DFND 17 26,831 0 3,257
QUAD / GRAPHICS INC COM CL A 747301109 0 14 SH   DFND 4 14 0 0
QUAD / GRAPHICS INC COM CL A 747301109 182 8,042 SH   DFND 17 8,042 0 0
QUAD / GRAPHICS INC COM CL A 747301109 2,572 113,823 SH   DFND 21 21,368 0 92,455
QEP RES INC COM 74733V100 761 79,521 SH   DFND 17 79,521 0 0
QIWI PLC SPON ADR REP B 74735M108 953 55,000 SH   DFND 21 55,000 0 0
QIWI PLC SPON ADR REP B 74735M108 260 15,000 SH   DFND   15,000 0 0
QTS RLTY TR INC COM CL A 74736A103 7,582 140,000 SH   DFND 4 140,000 0 0
QTS RLTY TR INC COM CL A 74736A103 13,813 255,045 SH   DFND 17 192,935 0 62,110
QORVO INC COM 74736K101 306 4,593 SH   DFND 4 4,593 0 0
QORVO INC COM 74736K101 500 7,509 SH   DFND 17 7,509 0 0
QORVO INC COM 74736K101 2,496 37,472 SH   DFND 21 33,249 0 4,223
QUALCOMM INC COM 747525103 24,481 382,396 SH   DFND 4 382,396 0 0
QUALCOMM INC COM 747525103 107,083 1,672,653 SH   DFND 17 1,672,653 0 0
QUALCOMM INC COM 747525103 171 2,673 SH   DFND 20 2,673 0 0
QUALCOMM INC COM 747525103 19,648 306,904 SH   DFND 21 173,579 0 133,325
QUALCOMM INC CALL 747525903 10,550 164,800 SH Call DFND 4 164,800 0 0
QUALCOMM INC PUT 747525953 112,579 1,758,500 SH Put DFND 4 1,758,500 0 0
QUALITY CARE PPTYS INC COM 747545101 497 35,967 SH   DFND 17 35,967 0 0
QUALITY CARE PPTYS INC COM 747545101 2,054 148,713 SH   DFND 21 127,596 0 21,117
QUALYS INC COM 74758T303 320 5,400 SH   DFND 17 5,400 0 0
QUALYS INC COM 74758T303 133 2,247 SH   DFND 21 2,247 0 0
QUANTA SVCS INC COM 74762E102 213 5,439 SH   DFND 4 5,439 0 0
QUANTA SVCS INC COM 74762E102 1,508 38,561 SH   DFND 17 38,561 0 0
QUANTA SVCS INC COM 74762E102 11,129 284,562 SH   DFND 21 284,562 0 0
QUEST DIAGNOSTICS INC COM 74834L100 478 4,850 SH   DFND 4 4,850 0 0
QUEST DIAGNOSTICS INC COM 74834L100 115,852 1,176,279 SH   DFND 17 1,102,877 0 73,402
QUEST DIAGNOSTICS INC COM 74834L100 958 9,725 SH   DFND 20 9,725 0 0
QUEST DIAGNOSTICS INC COM 74834L100 93,504 949,376 SH   DFND 21 687,466 0 261,910
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 35,759 22,950,000 PRN   DFND 17 18,715,000 0 4,235,000
QUOTIENT TECHNOLOGY INC COM 749119103 1,044 88,816 SH   DFND 17 88,816 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 558 1,486,820 SH   DFND 4 1,486,820 0 0
RLJ LODGING TR COM 74965L101 836 38,031 SH   DFND 17 38,031 0 0
RLJ LODGING TR COM 74965L101 3,717 169,186 SH   DFND 21 169,186 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 29,908 1,107,305 SH   DFND 17 1,107,305 0 0
RPC INC COM 749660106 9,724 380,900 SH   DFND 17 379,030 0 1,870
RPC INC COM 749660106 372 14,559 SH   DFND 21 14,559 0 0
RPC INC COM 749660106 1,111 43,500 SH   DFND 24 43,500 0 0
RMR GROUP INC CL A 74967R106 13 215 SH   DFND 17 215 0 0
RMR GROUP INC CL A 74967R106 692 11,668 SH   DFND 21 9,866 0 1,802
RPM INTL INC COM 749685103 9,934 189,513 SH   DFND 17 136,052 0 53,461
RPM INTL INC NOTE 2.250%12/1 749685AT0 1,143 980,000 PRN   DFND 17 980,000 0 0
RPX CORP COM 74972G103 733 54,534 SH   DFND 21 54,534 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 73,239 63,825,000 PRN   DFND 17 57,785,000 0 6,040,000
RTI SURGICAL INC COM 74975N105 1,632 398,085 SH   DFND 17 398,085 0 0
RADIAN GROUP INC COM 750236101 39 1,875 SH   DFND 17 0 0 1,875
RADIAN GROUP INC COM 750236101 355 17,226 SH   DFND 21 0 0 17,226
RADIUS HEALTH INC COM NEW 750469207 1,495 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 921 29,000 SH   DFND 24 29,000 0 0
RADNET INC COM 750491102 2,856 282,737 SH   DFND 17 244,714 0 38,023
RALPH LAUREN CORP CL A 751212101 199 1,920 SH   DFND 4 1,920 0 0
RALPH LAUREN CORP CL A 751212101 16 159 SH   DFND 17 159 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 219 14,875 SH   DFND 17 14,875 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,003 68,126 SH   DFND 21 68,126 0 0
RANGE RES CORP COM 75281A109 16,839 987,061 SH   DFND 4 987,061 0 0
RANGE RES CORP COM 75281A109 12 706 SH   DFND 17 706 0 0
RAPID7 INC COM 753422104 963 51,607 SH   DFND 17 51,607 0 0
RAVEN INDS INC COM 754212108 302 8,790 SH   DFND 21 8,790 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 415 4,645 SH   DFND 4 4,645 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 10,083 112,908 SH   DFND 17 112,908 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 420 4,698 SH   DFND 20 4,698 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,219 13,646 SH   DFND 21 13,646 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 17,275 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 2,849 15,164 SH   DFND 4 15,164 0 0
RAYTHEON CO COM NEW 755111507 167 887 SH   DFND 17 887 0 0
RAYTHEON CO COM NEW 755111507 195 1,040 SH   DFND 21 1,040 0 0
RAYTHEON CO CALL 755111907 3,100 16,500 SH Call DFND 4 16,500 0 0
RAYTHEON CO PUT 755111957 95,108 506,300 SH Put DFND 4 506,300 0 0
RBC BEARINGS INC COM 75524B104 440 3,484 SH   DFND 17 3,484 0 0
RBC BEARINGS INC COM 75524B104 1,329 10,515 SH   DFND 21 10,515 0 0
READING INTERNATIONAL INC CL A 755408101 744 44,580 SH   DFND 17 39,683 0 4,897
REALOGY HLDGS CORP COM 75605Y106 636 24,010 SH   DFND 21 24,010 0 0
REALPAGE INC COM 75606N109 3,199 72,214 SH   DFND 17 41,761 0 30,453
REALPAGE INC COM 75606N109 3,037 68,555 SH   DFND 21 58,425 0 10,130
REALTY INCOME CORP COM 756109104 13,104 229,822 SH   DFND 4 229,822 0 0
REALTY INCOME CORP COM 756109104 48 839 SH   DFND 17 839 0 0
RED HAT INC COM 756577102 1,505 12,532 SH   DFND 4 12,532 0 0
RED HAT INC COM 756577102 39,856 331,859 SH   DFND 17 257,219 0 74,640
RED HAT INC COM 756577102 1,022 8,512 SH   DFND 21 898 0 7,614
RED HAT INC CALL 756577902 312 2,600 SH Call DFND 4 2,600 0 0
RED HAT INC PUT 756577952 3,591 29,900 SH Put DFND 4 29,900 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 86,298 52,090,000 PRN   DFND 17 52,090,000 0 0
RED LION HOTELS CORP COM 756764106 996 101,165 SH   DFND 17 90,099 0 11,066
REDFIN CORP COM 75737F108 18,878 602,740 SH   DFND 17 602,740 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 972 1,000,000 PRN   DFND 17 1,000,000 0 0
REGAL BELOIT CORP COM 758750103 30,625 399,802 SH   DFND 17 399,802 0 0
REGAL BELOIT CORP COM 758750103 506 6,603 SH   DFND 20 6,603 0 0
REGAL BELOIT CORP COM 758750103 5,706 74,497 SH   DFND 21 40,645 0 33,852
REGAL ENTMT GROUP CL A 758766109 4,672 203,055 SH   DFND 4 203,055 0 0
REGENCY CTRS CORP COM 758849103 369 5,338 SH   DFND 4 5,338 0 0
REGENCY CTRS CORP COM 758849103 31 448 SH   DFND 17 448 0 0
REGENERON PHARMACEUTICALS COM 75886F107 24,773 65,892 SH   DFND 4 65,892 0 0
REGENERON PHARMACEUTICALS COM 75886F107 38,387 102,104 SH   DFND 17 101,149 0 955
REGENERON PHARMACEUTICALS COM 75886F107 6,074 16,156 SH   DFND 21 13,758 0 2,398
REGENERON PHARMACEUTICALS COM 75886F107 7,801 20,750 SH   DFND 24 20,750 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 4,925 13,100 SH Call DFND 4 13,100 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 83,614 222,400 SH Put DFND 4 222,400 0 0
REGIS CORP MINN COM 758932107 175 11,361 SH   DFND 17 11,361 0 0
REGIS CORP MINN COM 758932107 483 31,463 SH   DFND 21 31,463 0 0
REGIONAL MGMT CORP COM 75902K106 166 6,298 SH   DFND 17 6,298 0 0
REGIONAL MGMT CORP COM 75902K106 240 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 814 47,132 SH   DFND 4 47,132 0 0
REGIONS FINL CORP NEW COM 7591EP100 39,673 2,295,909 SH   DFND 17 1,704,328 0 591,581
REGIONS FINL CORP NEW COM 7591EP100 635 36,766 SH   DFND 20 36,766 0 0
REGIONS FINL CORP NEW COM 7591EP100 41,577 2,406,049 SH   DFND 21 2,255,326 0 150,723
REGIONS FINL CORP NEW PUT 7591EP950 2,070 119,800 SH Put DFND 4 119,800 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 101,853 653,200 SH   DFND 17 624,097 0 29,103
REINSURANCE GROUP AMER INC COM NEW 759351604 629 4,033 SH   DFND 20 4,033 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 29,889 191,685 SH   DFND 21 142,531 0 49,154
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,330 27,161 SH   DFND 17 27,161 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 192 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,920 115,627 SH   DFND 21 63,881 0 51,746
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 84 7,097 SH   DFND 17 0 0 7,097
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,312 195,946 SH   DFND 21 168,269 0 27,677
REPLIGEN CORP COM 759916109 4,919 135,582 SH   DFND 17 132,608 0 2,974
REPUBLIC SVCS INC COM 760759100 13,195 195,161 SH   DFND 4 195,161 0 0
REPUBLIC SVCS INC COM 760759100 5,768 85,318 SH   DFND 17 73,854 0 11,464
REPUBLIC SVCS INC COM 760759100 932 13,792 SH   DFND 20 13,792 0 0
REPUBLIC SVCS INC COM 760759100 64,051 947,367 SH   DFND 21 678,549 0 268,818
RESMED INC COM 761152107 442 5,214 SH   DFND 4 5,214 0 0
RESMED INC COM 761152107 37 436 SH   DFND 17 436 0 0
RESMED INC COM 761152107 80 944 SH   DFND 21 944 0 0
RESOLUTE FST PRODS INC COM 76117W109 928 83,955 SH   DFND 17 2,595 0 81,360
RESTAURANT BRANDS INTL INC COM 76131D103 11,250 182,424 SH   DFND 17 54,570 0 127,854
RESTAURANT BRANDS INTL INC COM 76131D103 8,285 134,341 SH   DFND 21 128,192 0 6,149
RETAIL PPTYS AMER INC CL A 76131V202 3,580 266,334 SH   DFND 4 266,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 674 50,156 SH   DFND 17 50,156 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,322 321,607 SH   DFND 21 300,267 0 21,340
REVANCE THERAPEUTICS INC COM 761330109 2,437 68,166 SH   DFND 17 66,358 0 1,808
REVLON INC CL A NEW 761525609 294 13,464 SH   DFND 21 0 0 13,464
REVLON INC PUT 761525959 6,540 300,000 SH Put DFND 4 300,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 7,637 92,250 SH   DFND 17 92,250 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,288 51,797 SH   DFND 24 51,797 0 0
REXFORD INDL RLTY INC COM 76169C100 7,611 261,000 SH   DFND 4 261,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 393 18,323 SH   DFND 4 18,323 0 0
RING ENERGY INC COM 76680V108 4,048 291,244 SH   DFND 17 279,589 0 11,655
RIO TINTO PLC SPONSORED ADR 767204100 8,906 168,260 SH   DFND 17 168,260 0 0
RITE AID CORP COM 767754104 41 20,711 SH   DFND 21 20,711 0 0
ROBERT HALF INTL INC COM 770323103 252 4,530 SH   DFND 4 4,530 0 0
ROBERT HALF INTL INC COM 770323103 21 379 SH   DFND 17 379 0 0
ROCKWELL AUTOMATION INC CALL 773903909 3,593 18,300 SH Call DFND 4 18,300 0 0
ROCKWELL AUTOMATION INC PUT 773903959 21,481 109,400 SH Put DFND 4 109,400 0 0
ROCKWELL COLLINS INC COM 774341101 6,103 45,000 SH   DFND 4 45,000 0 0
ROCKWELL COLLINS INC COM 774341101 10,485 77,310 SH   DFND 17 76,080 0 1,230
ROCKWELL COLLINS INC COM 774341101 21,178 156,159 SH   DFND 21 156,159 0 0
ROCKWELL COLLINS INC CALL 774341901 1,709 12,600 SH Call DFND 4 12,600 0 0
ROCKWELL COLLINS INC PUT 774341951 7,852 57,900 SH Put DFND 4 57,900 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 299 5,851 SH   DFND 17 0 0 5,851
ROGERS COMMUNICATIONS INC CL B 775109200 15,537 303,921 SH   DFND 21 241,251 0 62,670
ROLLINS INC COM 775711104 3,541 76,095 SH   DFND 21 0 0 76,095
ROPER TECHNOLOGIES INC COM 776696106 8,026 30,990 SH   DFND 4 30,990 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,589 6,137 SH   DFND 17 4,982 0 1,155
ROPER TECHNOLOGIES INC COM 776696106 1,891 7,300 SH   DFND 20 7,300 0 0
ROPER TECHNOLOGIES INC COM 776696106 129,759 501,001 SH   DFND 21 437,334 0 63,667
ROPER TECHNOLOGIES INC COM 776696106 9,428 36,400 SH   DFND 24 36,400 0 0
ROPER TECHNOLOGIES INC CALL 776696906 699 2,700 SH Call DFND 4 2,700 0 0
ROPER TECHNOLOGIES INC PUT 776696956 2,046 7,900 SH Put DFND 4 7,900 0 0
ROSS STORES INC COM 778296103 190 2,365 SH   DFND 17 1,155 0 1,210
ROSS STORES INC COM 778296103 8,335 103,858 SH   DFND 21 13,624 0 90,234
ROSS STORES INC CALL 778296903 7,744 96,500 SH Call DFND 4 96,500 0 0
ROSS STORES INC PUT 778296953 40,671 506,800 SH Put DFND 4 506,800 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 38,388 468,549 SH   DFND 17 237,978 0 230,571
ROYAL BK CDA MONTREAL QUE COM 780087102 2,811 34,310 SH   DFND 20 34,310 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 115,637 1,411,431 SH   DFND 21 1,001,188 0 410,243
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 214,430 3,214,356 SH   DFND 17 3,185,114 0 29,242
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 42,257 38,960,000 PRN   DFND 17 34,015,000 0 4,945,000
RUDOLPH TECHNOLOGIES INC COM 781270103 5,190 217,161 SH   DFND 17 60,982 0 156,179
RUDOLPH TECHNOLOGIES INC COM 781270103 241 10,103 SH   DFND 20 10,103 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,222 134,809 SH   DFND 21 103,953 0 30,856
RUSH ENTERPRISES INC CL A 781846209 1,698 33,426 SH   DFND 17 10,876 0 22,550
RUSH ENTERPRISES INC CL B 781846308 1,815 37,644 SH   DFND 17 21,634 0 16,010
RUSH ENTERPRISES INC CL B 781846308 276 5,715 SH   DFND 21 0 0 5,715
RUTHS HOSPITALITY GROUP INC COM 783332109 30,823 1,423,704 SH   DFND 17 1,423,704 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,102 50,919 SH   DFND 21 22,574 0 28,345
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,842 123,259 SH   DFND 17 107,858 0 15,401
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 61,270 588,056 SH   DFND 21 83,777 0 504,279
RYDER SYS INC COM 783549108 13 159 SH   DFND 17 159 0 0
RYDER SYS INC COM 783549108 5,436 64,585 SH   DFND 21 64,585 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 12,810 185,603 SH   DFND 4 185,603 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 799 11,579 SH   DFND 21 0 0 11,579
S&P GLOBAL INC COM 78409V104 1,784 10,534 SH   DFND 4 10,534 0 0
S&P GLOBAL INC COM 78409V104 21,881 129,169 SH   DFND 17 75,549 0 53,620
S&P GLOBAL INC COM 78409V104 3,955 23,348 SH   DFND 20 23,348 0 0
S&P GLOBAL INC COM 78409V104 229,771 1,356,380 SH   DFND 21 1,108,345 0 248,035
S&P GLOBAL INC PUT 78409V954 1,338 7,900 SH Put DFND 4 7,900 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 12,164 74,460 SH   DFND 4 74,460 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 62 382 SH   DFND 17 382 0 0
SEI INVESTMENTS CO COM 784117103 11,533 160,497 SH   DFND 17 133,311 0 27,186
SEI INVESTMENTS CO COM 784117103 8,585 119,468 SH   DFND 21 119,468 0 0
SJW GROUP COM 784305104 923 14,463 SH   DFND 17 3,183 0 11,280
SL GREEN RLTY CORP COM 78440X101 12,442 123,278 SH   DFND 4 123,278 0 0
SL GREEN RLTY CORP COM 78440X101 30 297 SH   DFND 17 297 0 0
SM ENERGY CO COM 78454L100 4,825 218,530 SH   DFND 17 218,530 0 0
SM ENERGY CO COM 78454L100 51 2,295 SH   DFND 21 2,295 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 19,139 19,440,000 PRN   DFND 17 19,440,000 0 0
SORL AUTO PTS INC COM 78461U101 741 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 119,729 448,660 SH   DFND 4 448,660 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,941,152 7,274,048 SH   DFND 17 7,274,048 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 881 3,300 SH   DFND 24 2,000 0 1,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,674 40,000 SH   DFND 25 0 0 40,000
SPDR S&P 500 ETF TR PUT 78462F953 2,465,893 9,240,400 SH Put DFND 4 9,240,400 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 26,493 214,259 SH   DFND 20 214,259 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,698 13,730 SH   DFND 24 13,730 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 13,834 339,826 SH   DFND 24 165,917 0 173,909
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 4,048 80,000 SH   DFND 24 80,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,945 80,203 SH   DFND 17 80,203 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,486 40,477 SH   DFND 24 0 0 40,477
SPDR SERIES TRUST S&P REGL BKG 78464A698 12,947 220,000 SH   DFND 4 220,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 14,872 400,000 SH   DFND 4 400,000 0 0
SPDR SERIES TRUST PUT 78464A958 43,283 977,915 SH Put DFND 4 977,915 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 135 3,339 SH   DFND 17 0 0 3,339
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 130,650 3,227,511 SH   DFND 21 2,839,065 0 388,446
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 887 21,900 SH   DFND 24 21,900 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,845 11,500 SH   DFND 24 11,500 0 0
SP PLUS CORP COM 78469C103 1,172 31,593 SH   DFND 17 11,242 0 20,351
SP PLUS CORP COM 78469C103 2,169 58,467 SH   DFND 21 46,970 0 11,497
SRC ENERGY INC COM 78470V108 443 51,948 SH   DFND 21 0 0 51,948
SVB FINL GROUP COM 78486Q101 256 1,095 SH   DFND 21 1,095 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,505 240,000 SH   DFND 4 240,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 484 25,788 SH   DFND 17 25,788 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 266 14,160 SH   DFND 20 14,160 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,391 233,953 SH   DFND 21 127,401 0 106,552
SAGE THERAPEUTICS INC COM 78667J108 689 4,186 SH   DFND 17 4,186 0 0
SAIA INC COM 78709Y105 922 13,037 SH   DFND 17 13,037 0 0
SAIA INC COM 78709Y105 325 4,595 SH   DFND 21 4,595 0 0
SALESFORCE COM INC COM 79466L302 11,156 109,124 SH   DFND 4 109,124 0 0
SALESFORCE COM INC COM 79466L302 375,195 3,670,109 SH   DFND 17 3,289,504 0 380,605
SALESFORCE COM INC COM 79466L302 444 4,344 SH   DFND 21 1,964 0 2,380
SALESFORCE COM INC CALL 79466L902 15,846 155,000 SH Call DFND 4 155,000 0 0
SALESFORCE COM INC PUT 79466L952 138,614 1,355,900 SH Put DFND 4 1,355,900 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 157,185 101,820,000 PRN   DFND 17 95,825,000 0 5,995,000
SANCHEZ ENERGY CORP COM 79970Y105 1,139 214,437 SH   DFND 17 214,437 0 0
SANDERSON FARMS INC COM 800013104 22,166 159,719 SH   DFND 17 159,719 0 0
SANDERSON FARMS INC COM 800013104 27,555 198,552 SH   DFND 21 116,886 0 81,666
SANDERSON FARMS INC COM 800013104 4,694 33,824 SH   DFND 24 33,824 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 2,953 1,440,458 SH   DFND 17 1,440,458 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,507 71,257 SH   DFND 17 68,638 0 2,619
SANGAMO THERAPEUTICS INC COM 800677106 1,748 106,592 SH   DFND 17 103,157 0 3,435
SANMINA CORPORATION COM 801056102 946 28,660 SH   DFND 17 28,660 0 0
SANMINA CORPORATION COM 801056102 644 19,526 SH   DFND 20 19,526 0 0
SANMINA CORPORATION COM 801056102 7,242 219,458 SH   DFND 21 151,626 0 67,832
SANTANDER CONSUMER USA HDG I COM 80283M101 7 369 SH   DFND 17 369 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 125 6,735 SH   DFND 20 6,735 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,943 104,369 SH   DFND 21 104,369 0 0
SAP SE SPON ADR 803054204 253 2,250 SH   DFND 17 2,222 0 28
SAREPTA THERAPEUTICS INC COM 803607100 2,474 44,461 SH   DFND 17 44,461 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,141 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 202 5,072 SH   DFND 4 5,072 0 0
SCANA CORP NEW COM 80589M102 1,814 45,596 SH   DFND 17 45,596 0 0
SCANA CORP NEW COM 80589M102 5,481 137,773 SH   DFND 21 137,773 0 0
SCHEIN HENRY INC COM 806407102 396 5,662 SH   DFND 4 5,662 0 0
SCHEIN HENRY INC COM 806407102 34 480 SH   DFND 17 480 0 0
SCHEIN HENRY INC COM 806407102 35,304 505,210 SH   DFND 21 505,210 0 0
SCHLUMBERGER LTD COM 806857108 57,148 848,012 SH   DFND 4 848,012 0 0
SCHLUMBERGER LTD COM 806857108 207,942 3,085,646 SH   DFND 17 2,968,648 0 116,998
SCHLUMBERGER LTD COM 806857108 13,920 206,554 SH   DFND 21 98,908 0 107,646
SCHLUMBERGER LTD COM 806857108 1,948 28,900 SH   DFND 24 28,900 0 0
SCHLUMBERGER LTD CALL 806857908 20,689 307,000 SH Call DFND 4 307,000 0 0
SCHLUMBERGER LTD PUT 806857958 125,406 1,860,900 SH Put DFND 4 1,860,900 0 0
SCHNITZER STL INDS CL A 806882106 321 9,594 SH   DFND 21 9,594 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,010 350,584 SH   DFND 17 90,091 0 260,493
SCHWAB CHARLES CORP NEW COM 808513105 4,428 86,200 SH   DFND 20 86,200 0 0
SCHWAB CHARLES CORP NEW COM 808513105 207,294 4,035,315 SH   DFND 21 3,641,229 0 394,086
SCHWAB CHARLES CORP NEW COM 808513105 807 15,700 SH   DFND 24 15,700 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 7,854 152,900 SH Call DFND 4 152,900 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 60,904 1,185,600 SH Put DFND 4 1,185,600 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 2,322 44,622 SH   DFND 17 44,622 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 21,183 466,989 SH   DFND 17 466,989 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6,502 143,337 SH   DFND 21 98,106 0 45,231
SCIENCE APPLICATNS INTL CP N COM 808625107 821 10,721 SH   DFND 17 10,721 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 394 5,144 SH   DFND 21 5,144 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 292 3,423 SH   DFND 4 3,423 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 25 288 SH   DFND 17 288 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,765 55,805 SH   DFND 21 55,805 0 0
SEABOARD CORP COM 811543107 490 111 SH   DFND 17 111 0 0
SEABOARD CORP COM 811543107 1,711 388 SH   DFND 21 335 0 53
SEACOAST BKG CORP FLA COM NEW 811707801 15,322 607,766 SH   DFND 17 477,557 0 130,209
SEALED AIR CORP NEW COM 81211K100 339 6,876 SH   DFND 4 6,876 0 0
SEALED AIR CORP NEW COM 81211K100 27 545 SH   DFND 17 545 0 0
SEALED AIR CORP NEW COM 81211K100 1,479 30,000 SH   DFND 21 30,000 0 0
SEATTLE GENETICS INC COM 812578102 1,638 30,615 SH   DFND 17 30,615 0 0
SEATTLE GENETICS INC COM 812578102 66 1,232 SH   DFND 21 1,232 0 0
SEATTLE GENETICS INC COM 812578102 963 18,000 SH   DFND 24 18,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 430 5,200 SH   DFND 24 5,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,349 120,000 SH   DFND 24 120,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,512 33,200 SH   DFND 24 33,200 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 311 4,865 SH   DFND 4 4,865 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 342 6,500 SH   DFND 24 6,500 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 27,238 276,000 SH Call DFND 4 276,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 58,657 969,049 SH Put DFND 4 969,049 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 47,592 744,200 SH Put DFND 4 744,200 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 21,798 288,067 SH Put DFND 4 288,067 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 392,366 14,058,252 SH Put DFND 4 13,855,752 0 202,500
SELECT SECTOR SPDR TR PUT 81369Y956 60,280 834,206 SH Put DFND 4 834,206 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 141,871 1,437,540 SH Put DFND 4 1,437,540 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 133 5,284 SH   DFND 17 5,284 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 40 1,574 SH   DFND 20 1,574 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,328 52,855 SH   DFND 21 4,617 0 48,238
SELECTA BIOSCIENCES INC COM 816212104 485 49,425 SH   DFND 17 47,839 0 1,586
SEMPRA ENERGY COM 816851109 6,404 59,896 SH   DFND 4 59,896 0 0
SEMPRA ENERGY COM 816851109 82 767 SH   DFND 17 767 0 0
SEMPRA ENERGY CALL 816851909 3,603 33,700 SH Call DFND 4 33,700 0 0
SEMPRA ENERGY PUT 816851959 18,112 169,400 SH Put DFND 4 169,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 236 12,318 SH   DFND 17 12,318 0 0
SERVICE CORP INTL COM 817565104 13,094 350,846 SH   DFND 17 272,798 0 78,048
SERVICE CORP INTL COM 817565104 23,837 638,713 SH   DFND 21 552,379 0 86,334
SERVICENOW INC COM 81762P102 241,953 1,855,610 SH   DFND 17 1,631,935 0 223,675
SERVICENOW INC COM 81762P102 81 619 SH   DFND 21 619 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 6,238 3,750,000 PRN   DFND 17 3,750,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,358 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 298 13,019 SH   DFND 17 13,019 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,082 527,613 SH   DFND 21 442,551 0 85,062
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 578 19,368 SH   DFND 4 19,368 0 0
SHERWIN WILLIAMS CO COM 824348106 1,230 2,999 SH   DFND 4 2,999 0 0
SHERWIN WILLIAMS CO COM 824348106 4,181 10,196 SH   DFND 17 10,196 0 0
SHERWIN WILLIAMS CO COM 824348106 19,655 47,935 SH   DFND 21 28,985 0 18,950
SHORE BANCSHARES INC COM 825107105 278 16,635 SH   DFND 17 16,635 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 63 12,400 SH   DFND 17 5,200 0 7,200
SIBANYE STILLWATER SPONSORED ADR 825724206 49 9,756 SH   DFND 20 9,756 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 311 61,611 SH   DFND 21 61,611 0 0
SIENTRA INC COM 82621J105 964 68,558 SH   DFND 17 61,056 0 7,502
SIGMA DESIGNS INC COM 826565103 1,603 230,629 SH   DFND 21 230,629 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 22,773 165,910 SH   DFND 17 80,300 0 85,610
SIGNATURE BK NEW YORK N Y COM 82669G104 10,545 76,822 SH   DFND 21 2,500 0 74,322
SILGAN HOLDINGS INC COM 827048109 27,295 928,722 SH   DFND 17 922,241 0 6,481
SILGAN HOLDINGS INC COM 827048109 7,488 254,766 SH   DFND 21 136,832 0 117,934
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 282 5,321 SH   DFND 17 5,321 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 18,044 1,111,097 SH   DFND 21 1,111,097 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 28,447 498,200 SH   DFND 17 498,200 0 0
SIMON PPTY GROUP INC NEW COM 828806109 59,549 346,742 SH   DFND 4 346,742 0 0
SIMON PPTY GROUP INC NEW COM 828806109 368 2,143 SH   DFND 17 2,143 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 7,059 41,100 SH Call DFND 4 41,100 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 83,088 483,800 SH Put DFND 4 483,800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 398 10,524 SH   DFND 17 10,524 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 168 4,430 SH   DFND 20 4,430 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,382 62,930 SH   DFND 21 53,429 0 9,501
SINCLAIR BROADCAST GROUP INC PUT 829226959 3,917 103,500 SH Put DFND 21 103,500 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3,993 70,060 SH   DFND 17 70,060 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,360 95,540 SH   DFND 17 95,540 0 0
SKECHERS U S A INC CL A 830566105 333 8,795 SH   DFND 17 1,675 0 7,120
SKYWEST INC COM 830879102 9,286 174,882 SH   DFND 17 149,925 0 24,957
SKYWEST INC COM 830879102 198 3,728 SH   DFND 20 3,728 0 0
SKYWEST INC COM 830879102 16,716 314,805 SH   DFND 21 266,140 0 48,665
SKYWORKS SOLUTIONS INC COM 83088M102 4,358 45,903 SH   DFND 4 45,903 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 32,261 339,765 SH   DFND 17 302,335 0 37,430
SKYWORKS SOLUTIONS INC COM 83088M102 121 1,274 SH   DFND 20 1,274 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,240 65,716 SH   DFND 21 49,876 0 15,840
SKYWORKS SOLUTIONS INC CALL 83088M902 1,586 16,700 SH Call DFND 4 16,700 0 0
SKYWORKS SOLUTIONS INC PUT 83088M952 9,096 95,800 SH Put DFND 4 95,800 0 0
SLEEP NUMBER CORP COM 83125X103 7,998 212,757 SH   DFND 21 212,757 0 0
SMITH A O COM 831865209 8,238 134,439 SH   DFND 17 112,491 0 21,948
SMITH A O COM 831865209 146 2,390 SH   DFND 21 2,390 0 0
SMUCKER J M CO COM NEW 832696405 502 4,043 SH   DFND 4 4,043 0 0
SMUCKER J M CO COM NEW 832696405 6,119 49,248 SH   DFND 17 47,159 0 2,089
SMUCKER J M CO COM NEW 832696405 81 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 10,999 88,532 SH   DFND 21 70,978 0 17,554
SNAP ON INC COM 833034101 372 2,132 SH   DFND 4 2,132 0 0
SNAP ON INC COM 833034101 1,817 10,423 SH   DFND 17 9,423 0 1,000
SNAP ON INC COM 833034101 494 2,837 SH   DFND 20 2,837 0 0
SNAP ON INC COM 833034101 18,957 108,760 SH   DFND 21 73,651 0 35,109
SNAP INC CL A 83304A106 73,959 5,062,205 SH   DFND 17 4,843,585 0 218,620
SNAP INC CL A 83304A106 3,520 240,913 SH   DFND 20 240,913 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 15,776 265,725 SH   DFND 17 265,725 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6,275 105,692 SH   DFND 24 105,692 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 90,313 97,045,000 PRN   DFND 17 97,045,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 787 20,950 SH   DFND 17 1,480 0 19,470
SONOCO PRODS CO COM 835495102 11,181 210,400 SH   DFND 17 210,400 0 0
SONOCO PRODS CO COM 835495102 1,144 21,535 SH   DFND 21 21,535 0 0
SOUTHERN CO COM 842587107 8,859 184,212 SH   DFND 4 184,212 0 0
SOUTHERN CO COM 842587107 10,020 208,357 SH   DFND 17 208,357 0 0
SOUTHERN CO COM 842587107 1,370 28,492 SH   DFND 20 28,492 0 0
SOUTHERN CO COM 842587107 6,927 144,033 SH   DFND 21 83,277 0 60,756
SOUTHERN CO CALL 842587907 6,141 127,700 SH Call DFND 4 127,700 0 0
SOUTHERN CO PUT 842587957 74,304 1,545,100 SH Put DFND 4 1,545,100 0 0
SOUTHERN COPPER CORP COM 84265V105 7,571 159,562 SH   DFND 21 159,562 0 0
SOUTHWEST AIRLS CO COM 844741108 17,594 268,819 SH   DFND 17 267,211 0 1,608
SOUTHWEST AIRLS CO COM 844741108 27 418 SH   DFND 20 418 0 0
SOUTHWEST AIRLS CO COM 844741108 43,412 663,284 SH   DFND 21 527,309 0 135,975
SOUTHWEST AIRLS CO CALL 844741908 8,672 132,500 SH Call DFND 4 132,500 0 0
SOUTHWEST AIRLS CO PUT 844741958 64,265 981,900 SH Put DFND 4 981,900 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 289 3,597 SH   DFND 17 3,597 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 5,019 62,365 SH   DFND 21 12,619 0 49,746
SOUTHWESTERN ENERGY CO COM 845467109 17,811 3,192,000 SH   DFND 4 3,192,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 18,526 1,556,785 SH   DFND 17 1,556,785 0 0
SPARK ENERGY INC CL A COM 846511103 11 850 SH   DFND 17 850 0 0
SPARK ENERGY INC CL A COM 846511103 201 16,224 SH   DFND 21 0 0 16,224
SPARTAN MTRS INC COM 846819100 3,374 214,243 SH   DFND 17 207,283 0 6,960
SPARTANNASH CO COM 847215100 2,409 90,293 SH   DFND 17 90,293 0 0
SPARTANNASH CO COM 847215100 6,959 260,842 SH   DFND 21 211,885 0 48,957
SPECTRA ENERGY PARTNERS LP COM 84756N109 1,530 38,692 SH   DFND 4 38,692 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 10,565 267,200 SH   DFND 17 267,200 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 21 191 SH   DFND 17 191 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 3,519 31,307 SH   DFND 21 31,307 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 312 16,556 SH   DFND 17 16,556 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,783 94,471 SH   DFND 21 81,928 0 12,543
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 16,528 189,427 SH   DFND 17 163,427 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 399 4,570 SH   DFND 20 4,570 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 25,958 297,516 SH   DFND 21 215,246 0 82,270
SPIRE INC COM 84857L101 705 9,383 SH   DFND 17 9,383 0 0
SPIRE INC COM 84857L101 1,700 22,620 SH   DFND 21 22,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,752 437,243 SH   DFND 17 437,243 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 308 35,930 SH   DFND 21 0 0 35,930
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,011 3,000,000 PRN   DFND 17 3,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 21,783 20,955,000 PRN   DFND 17 20,955,000 0 0
SPLUNK INC COM 848637104 168,922 2,039,135 SH   DFND 17 1,995,870 0 43,265
SPLUNK INC COM 848637104 144 1,742 SH   DFND 21 1,742 0 0
SPROUTS FMRS MKT INC COM 85208M102 122 5,024 SH   DFND 20 5,024 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,588 147,342 SH   DFND 21 56,528 0 90,814
SQUARE INC CL A 852234103 423,073 12,202,860 SH   DFND 17 11,478,425 0 724,435
SQUARE INC CL A 852234103 1,110 32,012 SH   DFND 21 32,012 0 0
STAG INDL INC COM 85254J102 14,439 528,325 SH   DFND 17 395,795 0 132,530
STAG INDL INC COM 85254J102 1,629 59,616 SH   DFND 21 7,990 0 51,626
STANDARD MTR PRODS INC COM 853666105 37 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 387 8,618 SH   DFND 21 7,969 0 649
STANLEY BLACK & DECKER INC COM 854502101 41,429 244,148 SH   DFND 17 237,541 0 6,607
STANLEY BLACK & DECKER INC COM 854502101 1,811 10,674 SH   DFND 20 10,674 0 0
STANLEY BLACK & DECKER INC COM 854502101 119,461 703,997 SH   DFND 21 525,663 0 178,334
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 158,091 1,287,910 SH   DFND 17 1,212,995 0 74,915
STANLEY BLACK & DECKER INC CALL 854502901 1,493 8,800 SH Call DFND 4 8,800 0 0
STANLEY BLACK & DECKER INC PUT 854502951 38,112 224,600 SH Put DFND 4 224,600 0 0
STANTEC INC COM 85472N109 13,971 497,861 SH   DFND 17 497,861 0 0
STANTEC INC COM 85472N109 127 4,512 SH   DFND 21 4,512 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 443 41,230 SH   DFND 17 41,230 0 0
STARBUCKS CORP COM 855244109 4,356 75,841 SH   DFND 4 75,841 0 0
STARBUCKS CORP COM 855244109 164,140 2,858,088 SH   DFND 17 2,669,793 0 188,295
STARBUCKS CORP COM 855244109 25,411 442,462 SH   DFND 21 233,845 0 208,617
STARBUCKS CORP CALL 855244909 20,922 364,300 SH Call DFND 4 364,300 0 0
STARBUCKS CORP PUT 855244959 92,474 1,610,200 SH Put DFND 4 1,610,200 0 0
STARTEK INC COM 85569C107 199 20,007 SH   DFND 21 20,007 0 0
STARS GROUP INC COM 85570W100 42 1,782 SH   DFND 20 1,782 0 0
STARS GROUP INC COM 85570W100 199 8,535 SH   DFND 21 8,535 0 0
STARWOOD PPTY TR INC COM 85571B105 1,009 47,254 SH   DFND 17 47,254 0 0
STARWOOD PPTY TR INC COM 85571B105 4,706 220,429 SH   DFND 21 220,429 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,891 2,850,000 PRN   DFND 17 2,850,000 0 0
STATE STR CORP COM 857477103 1,540 15,780 SH   DFND 4 15,780 0 0
STATE STR CORP COM 857477103 16,183 165,790 SH   DFND 17 165,790 0 0
STATE STR CORP COM 857477103 711 7,286 SH   DFND 20 7,286 0 0
STATE STR CORP COM 857477103 14,352 147,029 SH   DFND 21 115,550 0 31,479
STATE STR CORP CALL 857477903 1,737 17,800 SH Call DFND 4 17,800 0 0
STATE STR CORP PUT 857477953 56,243 576,200 SH Put DFND 4 576,200 0 0
STEEL DYNAMICS INC COM 858119100 28,064 650,683 SH   DFND 17 650,683 0 0
STEEL DYNAMICS INC COM 858119100 162 3,747 SH   DFND 20 3,747 0 0
STEEL DYNAMICS INC COM 858119100 1,866 43,256 SH   DFND 21 4,280 0 38,976
STEPAN CO COM 858586100 23,584 298,647 SH   DFND 17 298,647 0 0
STERICYCLE INC COM 858912108 211 3,098 SH   DFND 4 3,098 0 0
STERICYCLE INC COM 858912108 18 258 SH   DFND 17 258 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 43,676 824,690 SH   DFND 17 824,690 0 0
STERLING BANCORP DEL COM 85917A100 549 22,336 SH   DFND 20 22,336 0 0
STERLING BANCORP DEL COM 85917A100 1,613 65,549 SH   DFND 21 65,549 0 0
STERLING CONSTRUCTION CO INC COM 859241101 3,939 241,945 SH   DFND 17 234,044 0 7,901
STMICROELECTRONICS N V NY REGISTRY 861012102 4,916 225,095 SH   DFND 17 175,810 0 49,285
STONE ENERGY CORP COM PAR 861642403 13,801 429,325 SH   DFND 17 429,325 0 0
STONERIDGE INC COM 86183P102 2,284 99,919 SH   DFND 17 37,230 0 62,689
STONERIDGE INC COM 86183P102 147 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 3,338 146,005 SH   DFND 21 128,998 0 17,007
STRYKER CORP COM 863667101 26,401 170,503 SH   DFND 4 170,503 0 0
STRYKER CORP COM 863667101 13,919 89,895 SH   DFND 17 85,378 0 4,517
STRYKER CORP COM 863667101 1,954 12,622 SH   DFND 20 12,622 0 0
STRYKER CORP COM 863667101 40,858 263,872 SH   DFND 21 142,600 0 121,272
STRYKER CORP CALL 863667901 1,997 12,900 SH Call DFND 4 12,900 0 0
STRYKER CORP PUT 863667951 73,503 474,700 SH Put DFND 4 474,700 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 565 37,070 SH   DFND 17 37,070 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 321 21,106 SH   DFND 20 21,106 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 4,562 299,534 SH   DFND 21 198,474 0 101,060
SUN CMNTYS INC COM 866674104 27,898 300,686 SH   DFND 4 300,686 0 0
SUN LIFE FINL INC COM 866796105 1,455 35,129 SH   DFND 17 0 0 35,129
SUN LIFE FINL INC COM 866796105 724 17,478 SH   DFND 20 17,478 0 0
SUN LIFE FINL INC COM 866796105 15,885 383,626 SH   DFND 21 371,080 0 12,546
SUNCOR ENERGY INC NEW COM 867224107 22,565 612,598 SH   DFND 17 612,598 0 0
SUNCOR ENERGY INC NEW COM 867224107 17,856 484,771 SH   DFND 21 232,783 0 251,988
SUNCOR ENERGY INC NEW COM 867224107 2,368 64,300 SH   DFND 24 64,300 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 15,072 863,707 SH   DFND 17 863,707 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 152 18,078 SH   DFND 21 4,627 0 13,451
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,315 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 23,019 27,325,000 PRN   DFND 17 27,325,000 0 0
SUNOCO LP COM U REP LP 86765K109 1,270 44,712 SH   DFND 4 44,712 0 0
SUNOCO LP COM U REP LP 86765K109 714 25,155 SH   DFND 17 25,155 0 0
SUNOCO LP COM U REP LP 86765K109 488 17,174 SH   DFND 21 17,174 0 0
SUNTRUST BKS INC COM 867914103 129,710 2,008,203 SH   DFND 17 1,987,542 0 20,661
SUNTRUST BKS INC COM 867914103 94 1,449 SH   DFND 20 1,449 0 0
SUNTRUST BKS INC COM 867914103 51,195 792,620 SH   DFND 21 697,606 0 95,014
SUNTRUST BKS INC CALL 867914903 4,877 75,500 SH Call DFND 4 75,500 0 0
SUNTRUST BKS INC PUT 867914953 32,224 498,900 SH Put DFND 4 498,900 0 0
SUPERIOR INDS INTL INC COM 868168105 586 39,477 SH   DFND 17 39,477 0 0
SUPERIOR INDS INTL INC COM 868168105 62 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 3,284 221,116 SH   DFND 21 170,218 0 50,898
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,490 162,869 SH   DFND 17 123,132 0 39,737
SUPERNUS PHARMACEUTICALS INC COM 868459108 438 11,003 SH   DFND 21 11,003 0 0
SUPERVALU INC COM NEW 868536301 25,272 1,170,000 SH   DFND 4 1,170,000 0 0
SUPERVALU INC COM NEW 868536301 841 38,935 SH   DFND 21 10,096 0 28,839
SURMODICS INC COM 868873100 2,913 104,021 SH   DFND 17 100,001 0 4,020
SYKES ENTERPRISES INC COM 871237103 856 27,221 SH   DFND 17 27,221 0 0
SYKES ENTERPRISES INC COM 871237103 321 10,222 SH   DFND 20 10,222 0 0
SYKES ENTERPRISES INC COM 871237103 6,086 193,521 SH   DFND 21 146,770 0 46,751
SYMANTEC CORP COM 871503108 2,653 94,548 SH   DFND 4 94,548 0 0
SYMANTEC CORP COM 871503108 27,575 982,700 SH   DFND 17 947,060 0 35,640
SYMANTEC CORP COM 871503108 1,133 40,374 SH   DFND 21 36,926 0 3,448
SYMANTEC CORP CALL 871503908 777 27,700 SH Call DFND 4 27,700 0 0
SYMANTEC CORP PUT 871503958 4,077 145,300 SH Put DFND 4 145,300 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 17,046 18,885,000 PRN   DFND 17 18,885,000 0 0
SYNOPSYS INC COM 871607107 5,062 59,388 SH   DFND 4 59,388 0 0
SYNOPSYS INC COM 871607107 283 3,315 SH   DFND 17 600 0 2,715
SYNOPSYS INC COM 871607107 12,904 151,389 SH   DFND 21 33,758 0 117,631
SYNOVUS FINL CORP COM NEW 87161C501 127 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 369 7,696 SH   DFND 21 7,696 0 0
SYNNEX CORP COM 87162W100 34,623 254,674 SH   DFND 17 254,674 0 0
SYNNEX CORP COM 87162W100 190 1,399 SH   DFND 20 1,399 0 0
SYNNEX CORP COM 87162W100 11,590 85,249 SH   DFND 21 32,699 0 52,550
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 1,226 549,837 SH   DFND 17 532,471 0 17,366
SYNCHRONY FINL COM 87165B103 255 6,609 SH   DFND 4 6,609 0 0
SYNCHRONY FINL COM 87165B103 12,197 315,906 SH   DFND 17 260,571 0 55,335
SYNCHRONY FINL CALL 87165B903 2,826 73,200 SH Call DFND 4 73,200 0 0
SYNCHRONY FINL PUT 87165B953 34,880 903,400 SH Put DFND 4 903,400 0 0
SYSCO CORP COM 871829107 5,405 89,000 SH   DFND 4 89,000 0 0
SYSCO CORP COM 871829107 22,915 377,330 SH   DFND 17 224,110 0 153,220
SYSCO CORP COM 871829107 490 8,075 SH   DFND 20 8,075 0 0
SYSCO CORP COM 871829107 32,835 540,668 SH   DFND 21 455,969 0 84,699
SYSCO CORP CALL 871829907 7,749 127,600 SH Call DFND 4 127,600 0 0
SYSCO CORP PUT 871829957 54,414 896,000 SH Put DFND 4 896,000 0 0
TCF FINL CORP COM 872275102 31,174 1,520,690 SH   DFND 17 1,484,560 0 36,130
TCF FINL CORP COM 872275102 133 6,491 SH   DFND 20 6,491 0 0
TCF FINL CORP COM 872275102 2,461 120,069 SH   DFND 21 50,748 0 69,321
TC PIPELINES LP UT COM LTD PRT 87233Q108 1,019 19,198 SH   DFND 4 19,198 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 33,606 632,872 SH   DFND 17 632,872 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 17,851 349,130 SH   DFND 17 343,995 0 5,135
TJX COS INC NEW COM 872540109 18,031 235,828 SH   DFND 4 235,828 0 0
TJX COS INC NEW COM 872540109 566 7,403 SH   DFND 17 7,403 0 0
TJX COS INC NEW COM 872540109 3,034 39,679 SH   DFND 21 39,679 0 0
TJX COS INC NEW CALL 872540909 9,481 124,000 SH Call DFND 4 124,000 0 0
TJX COS INC NEW PUT 872540959 67,040 876,800 SH Put DFND 4 876,800 0 0
T MOBILE US INC COM 872590104 98,652 1,553,332 SH   DFND 17 1,465,644 0 87,688
T MOBILE US INC COM 872590104 24,025 378,288 SH   DFND 21 261,332 0 116,956
TABLEAU SOFTWARE INC CL A 87336U105 15,186 219,455 SH   DFND 17 183,375 0 36,080
TABLEAU SOFTWARE INC CL A 87336U105 51 733 SH   DFND 21 733 0 0
TABULA RASA HEALTHCARE INC COM 873379101 5,459 194,604 SH   DFND 17 190,061 0 4,543
TACTILE SYS TECHNOLOGY INC COM 87357P100 4,929 170,094 SH   DFND 17 165,856 0 4,238
TAHOE RES INC COM 873868103 18 3,722 SH   DFND 20 3,722 0 0
TAHOE RES INC COM 873868103 7,857 1,632,602 SH   DFND 21 1,547,584 0 85,018
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 37,794 953,185 SH   DFND 17 953,112 0 73
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 65,585 1,654,095 SH   DFND 20 1,654,095 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,524 517,622 SH   DFND 21 507,967 0 9,655
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 184,764 1,683,040 SH   DFND 17 1,570,265 0 112,775
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 330 3,007 SH   DFND 21 3,007 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 6,563 1,330,000 PRN   DFND 17 995,000 0 335,000
TAL ED GROUP SPONSORED ADS 874080104 5,830 196,227 SH   DFND 20 196,227 0 0
TAL ED GROUP SPONSORED ADS 874080104 3,108 104,618 SH   DFND 21 97,123 0 7,495
TAL ED GROUP SPONSORED ADS 874080104 357 12,000 SH   DFND 24 12,000 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 1,130 24,636 SH   DFND 4 24,636 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 71 1,540 SH   DFND 17 1,540 0 0
TAPESTRY INC COM 876030107 448 10,140 SH   DFND 4 10,140 0 0
TAPESTRY INC COM 876030107 9,156 207,002 SH   DFND 17 168,022 0 38,980
TARGET CORP COM 87612E106 32,949 504,960 SH   DFND 4 504,960 0 0
TARGET CORP COM 87612E106 116,412 1,784,087 SH   DFND 17 1,784,087 0 0
TARGET CORP COM 87612E106 212 3,252 SH   DFND 20 3,252 0 0
TARGET CORP COM 87612E106 35,290 540,850 SH   DFND 21 401,578 0 139,272
TARGET CORP CALL 87612E906 7,752 118,800 SH Call DFND 4 118,800 0 0
TARGET CORP PUT 87612E956 56,232 861,800 SH Put DFND 4 861,800 0 0
TARGA RES CORP COM 87612G101 14,397 297,335 SH   DFND 4 253,335 0 44,000
TATA MTRS LTD SPONSORED ADR 876568502 2,238 67,676 SH   DFND 17 67,676 0 0
TATA MTRS LTD SPONSORED ADR 876568502 113 3,402 SH   DFND 20 3,402 0 0
TATA MTRS LTD SPONSORED ADR 876568502 5,601 169,380 SH   DFND 21 156,695 0 12,685
TAYLOR MORRISON HOME CORP CL A 87724P106 2,689 109,880 SH   DFND 17 78,890 0 30,990
TECH DATA CORP COM 878237106 3,605 36,800 SH   DFND 17 25,930 0 10,870
TECH DATA CORP COM 878237106 2,996 30,584 SH   DFND 21 24,862 0 5,722
TECK RESOURCES LTD CL B 878742204 6,193 236,078 SH   DFND 17 155,651 0 80,427
TECK RESOURCES LTD CL B 878742204 32,072 1,222,479 SH   DFND 21 1,186,123 0 36,356
TEGNA INC COM 87901J105 1,420 100,856 SH   DFND 17 100,856 0 0
TEGNA INC COM 87901J105 11,349 806,035 SH   DFND 21 806,035 0 0
TELADOC INC COM 87918A105 963 27,629 SH   DFND 17 27,629 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 123 3,371 SH   DFND 20 3,371 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 362 9,875 SH   DFND 21 9,875 0 0
TELEFLEX INC COM 879369106 10,487 42,145 SH   DFND 17 31,291 0 10,854
TELEFLEX INC COM 879369106 673 2,704 SH   DFND 20 2,704 0 0
TELEFLEX INC COM 879369106 27,002 108,519 SH   DFND 21 85,759 0 22,760
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,840 191,523 SH   DFND 21 191,523 0 0
TELIGENT INC NEW COM 87960W104 1,593 438,862 SH   DFND 17 423,821 0 15,041
TELUS CORP COM 87971M103 1,393 36,660 SH   DFND 21 36,660 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,219 146,375 SH   DFND 17 146,375 0 0
TENNECO INC COM 880349105 24,493 418,392 SH   DFND 17 417,046 0 1,346
TENNECO INC COM 880349105 2,825 48,254 SH   DFND 21 32,802 0 15,452
TENNECO INC COM 880349105 7,142 122,000 SH   DFND 24 122,000 0 0
TERADYNE INC COM 880770102 40,100 957,725 SH   DFND 17 911,345 0 46,380
TERADYNE INC NOTE 1.250%12/1 880770AG7 63,677 43,855,000 PRN   DFND 17 39,590,000 0 4,265,000
TEREX CORP NEW COM 880779103 763 15,815 SH   DFND 17 0 0 15,815
TERNIUM SA SPON ADR 880890108 5,978 189,236 SH   DFND 17 9,474 0 179,762
TERNIUM SA SPON ADR 880890108 2,804 88,761 SH   DFND 21 83,083 0 5,678
TESARO INC COM 881569107 4,320 52,125 SH   DFND 17 52,125 0 0
TESARO INC COM 881569107 1,384 16,700 SH   DFND 24 16,700 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 1,876 785,000 PRN   DFND 17 785,000 0 0
TESLA INC COM 88160R101 234,574 753,408 SH   DFND 17 697,428 0 55,980
TESLA INC COM 88160R101 1,541 4,948 SH   DFND 21 1,370 0 3,578
TESLA INC CALL 88160R901 30,014 96,400 SH Call DFND 17 96,400 0 0
TESLA INC PUT 88160R951 4,297 13,800 SH Put DFND 17 13,800 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 90,136 84,635,000 PRN   DFND 17 76,630,000 0 8,005,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 32,513 30,000,000 PRN   DFND 4 30,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 95,402 88,025,000 PRN   DFND 17 87,475,000 0 550,000
TESLA INC NOTE 2.375% 3/1 88160RAD3 18,650 16,000,000 PRN   DFND 4 16,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 52,274 44,750,000 PRN   DFND 17 42,240,000 0 2,510,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,254 171,697 SH   DFND 17 19,506 0 152,191
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 379 20,000 SH   DFND 21 20,000 0 0
TETRA TECH INC NEW COM 88162G103 17,845 370,610 SH   DFND 17 355,160 0 15,450
TETRA TECH INC NEW COM 88162G103 3,936 81,752 SH   DFND 21 81,752 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 36,606 41,480,000 PRN   DFND 17 41,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,385 15,579 SH   DFND 17 15,579 0 0
TEXAS INSTRS INC COM 882508104 25,692 246,000 SH   DFND 4 246,000 0 0
TEXAS INSTRS INC COM 882508104 207,127 1,983,220 SH   DFND 17 1,896,667 0 86,553
TEXAS INSTRS INC COM 882508104 429 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 132,628 1,269,895 SH   DFND 21 1,032,837 0 237,058
TEXAS INSTRS INC CALL 882508904 12,491 119,600 SH Call DFND 4 119,600 0 0
TEXAS INSTRS INC PUT 882508954 120,816 1,156,800 SH Put DFND 4 1,156,800 0 0
TEXAS ROADHOUSE INC COM 882681109 10,128 192,251 SH   DFND 17 147,728 0 44,523
TEXTRON INC COM 883203101 481 8,505 SH   DFND 4 8,505 0 0
TG THERAPEUTICS INC COM 88322Q108 1,131 137,980 SH   DFND 17 133,521 0 4,459
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4,765 4,760,000 PRN   DFND 17 4,760,000 0 0
THE TRADE DESK INC COM CL A 88339J105 85,036 1,859,515 SH   DFND 17 1,786,715 0 72,800
THERMO FISHER SCIENTIFIC INC COM 883556102 25,199 132,709 SH   DFND 17 123,267 0 9,442
THERMO FISHER SCIENTIFIC INC COM 883556102 2,374 12,505 SH   DFND 20 12,505 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 242,168 1,275,375 SH   DFND 21 867,107 0 408,268
THERMO FISHER SCIENTIFIC INC COM 883556102 892 4,700 SH   DFND 24 4,700 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 18,020 94,900 SH Call DFND 4 94,900 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 127,125 669,500 SH Put DFND 4 669,500 0 0
THOMSON REUTERS CORP COM 884903105 313 7,166 SH   DFND 21 7,166 0 0
THOR INDS INC COM 885160101 59,033 391,670 SH   DFND 17 376,720 0 14,950
THOR INDS INC COM 885160101 608 4,032 SH   DFND 20 4,032 0 0
THOR INDS INC COM 885160101 39,228 260,274 SH   DFND 21 237,973 0 22,301
3M CO COM 88579Y101 24,243 103,000 SH   DFND 4 103,000 0 0
3M CO COM 88579Y101 94,958 403,440 SH   DFND 17 403,440 0 0
3M CO COM 88579Y101 20,743 88,128 SH   DFND 21 68,957 0 19,171
3M CO COM 88579Y101 171 727 SH   DFND 24 727 0 0
3M CO CALL 88579Y901 16,123 68,500 SH Call DFND 4 68,500 0 0
3M CO PUT 88579Y951 265,568 1,128,300 SH Put DFND 4 1,128,300 0 0
TIFFANY & CO NEW COM 886547108 381 3,664 SH   DFND 4 3,664 0 0
TIFFANY & CO NEW COM 886547108 33 316 SH   DFND 17 316 0 0
TIME WARNER INC COM NEW 887317303 16,078 175,773 SH   DFND 4 175,773 0 0
TIME WARNER INC COM NEW 887317303 28,079 306,979 SH   DFND 17 258,867 0 48,112
TIME WARNER INC COM NEW 887317303 1,204 13,163 SH   DFND 20 13,163 0 0
TIME WARNER INC COM NEW 887317303 77,573 848,071 SH   DFND 21 783,952 0 64,119
TIME WARNER INC CALL 887317903 11,937 130,500 SH Call DFND 4 130,500 0 0
TIME WARNER INC PUT 887317953 122,204 1,336,000 SH Put DFND 4 1,336,000 0 0
TIMKEN CO COM 887389104 6,924 140,880 SH   DFND 17 26,608 0 114,272
TIMKEN CO COM 887389104 15,339 312,092 SH   DFND 21 293,762 0 18,330
TITAN INTL INC ILL COM 88830M102 15,130 1,174,705 SH   DFND 17 1,174,705 0 0
TITAN INTL INC ILL COM 88830M102 6,864 532,943 SH   DFND 24 532,943 0 0
TITAN MACHY INC COM 88830R101 387 18,290 SH   DFND 17 18,290 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14,531 14,575,000 PRN   DFND 17 14,575,000 0 0
TIVO CORP COM 88870P106 328 21,051 SH   DFND 17 21,051 0 0
TIVO CORP COM 88870P106 969 62,143 SH   DFND 21 53,483 0 8,660
TIVITY HEALTH INC COM 88870R102 315 8,617 SH   DFND 17 8,617 0 0
TOLL BROTHERS INC COM 889478103 667 13,894 SH   DFND 17 13,894 0 0
TOLL BROTHERS INC COM 889478103 3,156 65,732 SH   DFND 21 0 0 65,732
TOPBUILD CORP COM 89055F103 11,582 152,921 SH   DFND 17 109,804 0 43,117
TOPBUILD CORP COM 89055F103 1,499 19,789 SH   DFND 21 19,789 0 0
TORCHMARK CORP COM 891027104 353 3,890 SH   DFND 4 3,890 0 0
TORCHMARK CORP COM 891027104 30 326 SH   DFND 17 326 0 0
TORCHMARK CORP COM 891027104 1,345 14,825 SH   DFND 21 11,760 0 3,065
TORO CO COM 891092108 726 11,136 SH   DFND 20 11,136 0 0
TORO CO COM 891092108 3,575 54,803 SH   DFND 21 32,496 0 22,307
TORONTO DOMINION BK ONT COM NEW 891160509 76,715 1,305,124 SH   DFND 17 998,518 0 306,606
TORONTO DOMINION BK ONT COM NEW 891160509 2,555 43,472 SH   DFND 20 43,472 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 122,407 2,082,348 SH   DFND 21 1,413,671 0 668,677
TOTAL S A SPONSORED ADR 89151E109 12,943 234,137 SH   DFND 17 234,137 0 0
TOWER INTL INC COM 891826109 2,561 83,839 SH   DFND 17 83,839 0 0
TOWER INTL INC COM 891826109 2,216 72,535 SH   DFND 21 65,285 0 7,250
TOTAL SYS SVCS INC COM 891906109 12,337 155,988 SH   DFND 4 155,988 0 0
TOTAL SYS SVCS INC COM 891906109 31,538 398,759 SH   DFND 17 255,261 0 143,498
TOTAL SYS SVCS INC COM 891906109 711 8,991 SH   DFND 20 8,991 0 0
TOTAL SYS SVCS INC COM 891906109 37,879 478,935 SH   DFND 21 388,706 0 90,229
TRACTOR SUPPLY CO COM 892356106 342 4,576 SH   DFND 4 4,576 0 0
TRACTOR SUPPLY CO COM 892356106 29 386 SH   DFND 17 386 0 0
TRANSCANADA CORP COM 89353D107 10,076 206,349 SH   DFND 4 180,349 0 26,000
TRANSCANADA CORP COM 89353D107 12,721 260,528 SH   DFND 17 260,528 0 0
TRANSCANADA CORP COM 89353D107 14,673 300,497 SH   DFND 21 112,033 0 188,464
TRANSDIGM GROUP INC COM 893641100 476 1,734 SH   DFND 4 1,734 0 0
TRANSDIGM GROUP INC COM 893641100 41 149 SH   DFND 17 149 0 0
TRANSDIGM GROUP INC COM 893641100 985 3,586 SH   DFND 21 3,586 0 0
TRANSUNION COM 89400J107 9,033 164,354 SH   DFND 17 18,689 0 145,665
TRANSUNION COM 89400J107 153 2,784 SH   DFND 21 2,784 0 0
TRAVELERS COMPANIES INC COM 89417E109 14,001 103,223 SH   DFND 17 23,858 0 79,365
TRAVELERS COMPANIES INC COM 89417E109 363 2,678 SH   DFND 20 2,678 0 0
TRAVELERS COMPANIES INC COM 89417E109 44,178 325,697 SH   DFND 21 267,629 0 58,068
TRAVELERS COMPANIES INC COM 89417E109 118 868 SH   DFND 24 868 0 0
TRAVELERS COMPANIES INC CALL 89417E909 5,059 37,300 SH Call DFND 4 37,300 0 0
TRAVELERS COMPANIES INC PUT 89417E959 70,302 518,300 SH Put DFND 4 518,300 0 0
TREX CO INC COM 89531P105 8,578 79,140 SH   DFND 17 47,101 0 32,039
TRI CONTL CORP COM 895436103 222 8,230 SH   DFND 17 8,230 0 0
TRIBUNE MEDIA CO CL A 896047503 254 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 19,112 450,002 SH   DFND 21 450,002 0 0
TRICO BANCSHARES COM 896095106 1,955 51,639 SH   DFND 21 0 0 51,639
TRIMBLE INC COM 896239100 14,464 355,900 SH   DFND 17 308,250 0 47,650
TRIMBLE INC COM 896239100 891 21,920 SH   DFND 21 9,956 0 11,964
TRIMBLE INC COM 896239100 13,492 332,000 SH   DFND 24 332,000 0 0
TRINET GROUP INC COM 896288107 642 14,482 SH   DFND 17 14,482 0 0
TRINITY INDS INC COM 896522109 126 3,364 SH   DFND 20 3,364 0 0
TRINITY INDS INC COM 896522109 6,856 183,024 SH   DFND 21 179,676 0 3,348
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 44,744 28,155,000 PRN   DFND 17 26,280,000 0 1,875,000
TRIPLE-S MGMT CORP CL B 896749108 507 20,405 SH   DFND 17 20,405 0 0
TRIUMPH BANCORP INC COM 89679E300 1,343 42,648 SH   DFND 17 38,194 0 4,454
TRIPADVISOR INC COM 896945201 134 3,883 SH   DFND 4 3,883 0 0
TRIPADVISOR INC COM 896945201 62,450 1,812,235 SH   DFND 17 1,812,235 0 0
TRUECAR INC COM 89785L107 348 31,060 SH   DFND 17 0 0 31,060
TRUSTCO BK CORP N Y COM 898349105 109 11,815 SH   DFND 17 11,815 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,383 38,000 SH   DFND 17 38,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,303 20,787 SH   DFND 21 17,066 0 3,721
TUPPERWARE BRANDS CORP COM 899896104 508 8,100 SH   DFND 24 8,100 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 536 15,711 SH   DFND 4 15,711 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 44 1,291 SH   DFND 17 1,291 0 0
TWILIO INC CL A 90138F102 35,354 1,498,070 SH   DFND 17 1,498,070 0 0
TWITTER INC COM 90184L102 19,788 824,173 SH   DFND 17 782,748 0 41,425
TWITTER INC COM 90184L102 93 3,872 SH   DFND 21 3,872 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 26,647 27,830,000 PRN   DFND 17 27,830,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 50,738 54,120,000 PRN   DFND 17 54,120,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 16,558 1,018,352 SH   DFND 17 695,751 0 322,601
TWO HBRS INVT CORP COM NEW 90187B408 13,819 849,858 SH   DFND 21 377,727 0 472,131
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 47,951 45,000,000 PRN   DFND 17 45,000,000 0 0
II VI INC COM 902104108 790 16,830 SH   DFND 17 16,830 0 0
2U INC COM 90214J101 967 14,996 SH   DFND 17 14,996 0 0
TYLER TECHNOLOGIES INC COM 902252105 8,273 46,729 SH   DFND 17 33,501 0 13,228
TYSON FOODS INC CL A 902494103 1,281 15,805 SH   DFND 4 15,805 0 0
TYSON FOODS INC CL A 902494103 52,260 644,630 SH   DFND 17 509,377 0 135,253
TYSON FOODS INC CL A 902494103 1,461 18,016 SH   DFND 20 18,016 0 0
TYSON FOODS INC CL A 902494103 117,238 1,446,137 SH   DFND 21 1,176,142 0 269,995
TYSON FOODS INC CL A 902494103 7,004 86,400 SH   DFND 24 86,400 0 0
TYSON FOODS INC CALL 902494903 600 7,400 SH Call DFND 4 7,400 0 0
TYSON FOODS INC PUT 902494953 20,892 257,700 SH Put DFND 4 257,700 0 0
UDR INC COM 902653104 7,049 183,006 SH   DFND 4 183,006 0 0
UDR INC COM 902653104 1,473 38,233 SH   DFND 17 38,233 0 0
UGI CORP NEW COM 902681105 487 10,377 SH   DFND 17 7,597 0 2,780
UGI CORP NEW COM 902681105 1,483 31,583 SH   DFND 21 17,490 0 14,093
USA TRUCK INC COM 902925106 1,257 69,353 SH   DFND 17 62,338 0 7,015
US BANCORP DEL COM NEW 902973304 10,826 202,050 SH   DFND 4 202,050 0 0
US BANCORP DEL COM NEW 902973304 117,551 2,193,942 SH   DFND 17 2,160,062 0 33,880
US BANCORP DEL COM NEW 902973304 13,081 244,139 SH   DFND 21 240,438 0 3,701
US BANCORP DEL CALL 902973904 13,700 255,700 SH Call DFND 4 255,700 0 0
US BANCORP DEL CALL 902973904 1,607 30,000 SH Call DFND 21 30,000 0 0
US BANCORP DEL PUT 902973954 91,906 1,715,300 SH Put DFND 4 1,715,300 0 0
USANA HEALTH SCIENCES INC COM 90328M107 846 11,430 SH   DFND 17 2,105 0 9,325
USA TECHNOLOGIES INC COM NO PAR 90328S500 6,211 637,037 SH   DFND 17 610,685 0 26,352
U S CONCRETE INC COM NEW 90333L201 6,214 74,291 SH   DFND 17 71,883 0 2,408
U S SILICA HLDGS INC COM 90346E103 18,809 577,662 SH   DFND 17 529,103 0 48,559
U S SILICA HLDGS INC COM 90346E103 13,632 418,664 SH   DFND 20 418,664 0 0
U S SILICA HLDGS INC COM 90346E103 427 13,107 SH   DFND 21 10,553 0 2,554
ULTA BEAUTY INC COM 90384S303 463 2,070 SH   DFND 4 2,070 0 0
ULTA BEAUTY INC COM 90384S303 316 1,412 SH   DFND 17 1,412 0 0
ULTA BEAUTY INC COM 90384S303 4,804 21,481 SH   DFND 21 21,481 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,635 21,237 SH   DFND 17 15,233 0 6,004
ULTRA CLEAN HLDGS INC COM 90385V107 3,556 153,992 SH   DFND 17 52,906 0 101,086
ULTRA CLEAN HLDGS INC COM 90385V107 5,754 249,198 SH   DFND 21 117,653 0 131,545
UMPQUA HLDGS CORP COM 904214103 27,447 1,319,552 SH   DFND 17 1,319,552 0 0
UMPQUA HLDGS CORP COM 904214103 5,108 245,564 SH   DFND 21 245,564 0 0
UNILEVER PLC SPON ADR NEW 904767704 267 4,825 SH   DFND 17 4,762 0 63
UNION PAC CORP COM 907818108 13,935 103,912 SH   DFND 4 103,912 0 0
UNION PAC CORP COM 907818108 250,585 1,868,640 SH   DFND 17 1,868,640 0 0
UNION PAC CORP COM 907818108 560 4,176 SH   DFND 20 4,176 0 0
UNION PAC CORP COM 907818108 144,637 1,078,578 SH   DFND 21 984,779 0 93,799
UNION PAC CORP COM 907818108 617 4,600 SH   DFND 24 4,600 0 0
UNION PAC CORP CALL 907818908 25,814 192,500 SH Call DFND 4 192,500 0 0
UNION PAC CORP PUT 907818958 135,186 1,008,100 SH Put DFND 4 1,008,100 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 15,365 13,500,000 PRN   DFND 4 13,500,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 27,845 989,530 SH   DFND 17 989,530 0 0
UNITED CONTL HLDGS INC COM 910047109 32,234 478,250 SH   DFND 4 478,250 0 0
UNITED CONTL HLDGS INC COM 910047109 358 5,312 SH   DFND 17 5,312 0 0
UNITED CONTL HLDGS INC COM 910047109 5,771 85,629 SH   DFND 21 21,926 0 63,703
UNITED CONTL HLDGS INC CALL 910047909 3,100 46,000 SH Call DFND 4 46,000 0 0
UNITED CONTL HLDGS INC PUT 910047959 29,629 439,600 SH Put DFND 4 439,600 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,583 89,730 SH   DFND 17 89,730 0 0
UNITED FINL BANCORP INC NEW COM 910304104 619 35,080 SH   DFND 21 35,080 0 0
UNITED FIRE GROUP INC COM 910340108 177 3,884 SH   DFND 17 3,884 0 0
UNITED FIRE GROUP INC COM 910340108 517 11,345 SH   DFND 21 11,345 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,030 42,216 SH   DFND 17 42,216 0 0
UNITED PARCEL SERVICE INC CL B 911312106 13,152 110,378 SH   DFND 21 110,378 0 0
UNITED PARCEL SERVICE INC CALL 911312906 21,018 176,400 SH Call DFND 4 176,400 0 0
UNITED PARCEL SERVICE INC PUT 911312956 121,700 1,021,400 SH Put DFND 4 1,021,400 0 0
UNITED RENTALS INC COM 911363109 522 3,037 SH   DFND 4 3,037 0 0
UNITED RENTALS INC COM 911363109 74,066 430,843 SH   DFND 17 342,463 0 88,380
UNITED RENTALS INC COM 911363109 258 1,503 SH   DFND 20 1,503 0 0
UNITED RENTALS INC COM 911363109 9,123 53,069 SH   DFND 21 51,349 0 1,720
US FOODS HLDG CORP COM 912008109 533 16,690 SH   DFND 20 16,690 0 0
US FOODS HLDG CORP COM 912008109 1,564 48,980 SH   DFND 21 48,980 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 2,613 217,400 SH   DFND 24 217,400 0 0
UNITED STATES STL CORP NEW COM 912909108 8,234 233,975 SH   DFND 21 233,975 0 0
UNITED STATES STL CORP NEW COM 912909108 591 16,800 SH   DFND 24 16,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 26,024 204,000 SH   DFND 4 204,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 101,948 799,157 SH   DFND 17 791,193 0 7,964
UNITED TECHNOLOGIES CORP COM 913017109 1,403 11,000 SH   DFND 21 11,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 99 773 SH   DFND 24 773 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 22,235 174,300 SH Call DFND 4 174,300 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 161,759 1,268,000 SH Put DFND 4 1,268,000 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 8,688 68,100 SH Put DFND 21 68,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,210 21,698 SH   DFND 17 21,698 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,970 13,315 SH   DFND 21 9,847 0 3,468
UNITED THERAPEUTICS CORP DEL COM 91307C102 784 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 33,565 152,250 SH   DFND 4 152,250 0 0
UNITEDHEALTH GROUP INC COM 91324P102 520,038 2,358,879 SH   DFND 17 2,117,270 0 241,609
UNITEDHEALTH GROUP INC COM 91324P102 30,950 140,389 SH   DFND 20 140,389 0 0
UNITEDHEALTH GROUP INC COM 91324P102 544,992 2,472,068 SH   DFND 21 2,027,214 0 444,854
UNITEDHEALTH GROUP INC COM 91324P102 1,042 4,727 SH   DFND 24 4,727 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 28,924 131,200 SH Call DFND 4 131,200 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 334,923 1,519,200 SH Put DFND 4 1,519,200 0 0
UNITI GROUP INC COM 91325V108 293 16,466 SH   DFND 17 16,466 0 0
UNIVAR INC COM 91336L107 372 12,005 SH   DFND 17 0 0 12,005
UNIVERSAL CORP VA COM 913456109 19,901 379,074 SH   DFND 17 379,074 0 0
UNIVERSAL CORP VA COM 913456109 345 6,564 SH   DFND 21 869 0 5,695
UNIVERSAL DISPLAY CORP COM 91347P105 4,725 27,368 SH   DFND 17 19,652 0 7,716
UNIVERSAL DISPLAY CORP COM 91347P105 91 528 SH   DFND 21 528 0 0
UNIVERSAL FST PRODS INC COM 913543104 37,370 993,367 SH   DFND 17 993,367 0 0
UNIVERSAL FST PRODS INC COM 913543104 7,220 191,928 SH   DFND 21 135,666 0 56,262
UNIVERSAL INS HLDGS INC COM 91359V107 6,152 224,931 SH   DFND 17 112,244 0 112,687
UNIVERSAL INS HLDGS INC COM 91359V107 13,565 495,991 SH   DFND 21 495,991 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 870 40,624 SH   DFND 17 36,200 0 4,424
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 379 15,975 SH   DFND 17 1,970 0 14,005
UNIVERSAL HLTH SVCS INC CL B 913903100 356 3,143 SH   DFND 4 3,143 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,244 90,373 SH   DFND 17 90,373 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 37 325 SH   DFND 20 325 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 267 2,355 SH   DFND 21 2,355 0 0
UNUM GROUP COM 91529Y106 442 8,048 SH   DFND 4 8,048 0 0
UNUM GROUP COM 91529Y106 32,108 584,949 SH   DFND 17 584,949 0 0
UNUM GROUP COM 91529Y106 980 17,853 SH   DFND 20 17,853 0 0
UNUM GROUP COM 91529Y106 32,867 598,787 SH   DFND 21 485,869 0 112,918
UPLAND SOFTWARE INC COM 91544A109 3,278 151,334 SH   DFND 17 146,399 0 4,935
URSTADT BIDDLE PPTYS INC CL A 917286205 255 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 564 6,930 SH   DFND 17 6,930 0 0
V F CORP COM 918204108 105,208 1,421,730 SH   DFND 17 1,409,482 0 12,248
V F CORP COM 918204108 781 10,559 SH   DFND 21 10,559 0 0
V F CORP CALL 918204908 2,583 34,900 SH Call DFND 4 34,900 0 0
V F CORP PUT 918204958 10,256 138,600 SH Put DFND 4 138,600 0 0
VEON LTD SPONSORED ADR 91822M106 4,542 1,182,713 SH   DFND 17 134,773 0 1,047,940
VEON LTD SPONSORED ADR 91822M106 228 59,274 SH   DFND 21 59,274 0 0
VAIL RESORTS INC COM 91879Q109 5,239 24,657 SH   DFND 17 23,694 0 963
VAIL RESORTS INC COM 91879Q109 395 1,858 SH   DFND 20 1,858 0 0
VAIL RESORTS INC COM 91879Q109 27,244 128,226 SH   DFND 21 65,408 0 62,818
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,411 67,459 SH   DFND 21 67,459 0 0
VALE S A ADR 91912E105 2,771 226,575 SH   DFND 17 226,575 0 0
VALE S A ADR 91912E105 2,472 202,139 SH   DFND 21 202,139 0 0
VALE S A ADR 91912E105 563 46,000 SH   DFND 24 46,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,920 20,888 SH   DFND 4 20,888 0 0
VALERO ENERGY CORP NEW COM 91913Y100 140,475 1,528,397 SH   DFND 17 1,380,475 0 147,922
VALERO ENERGY CORP NEW COM 91913Y100 1,781 19,373 SH   DFND 20 19,373 0 0
VALERO ENERGY CORP NEW COM 91913Y100 151,685 1,650,360 SH   DFND 21 1,251,104 0 399,256
VALERO ENERGY CORP NEW COM 91913Y100 1,011 11,000 SH   DFND 24 11,000 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 634 6,900 SH Call DFND 4 6,900 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 64,530 702,100 SH Put DFND 4 702,100 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 338 7,590 SH   DFND 4 7,590 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 15,880 356,857 SH   DFND 17 356,857 0 0
VALLEY NATL BANCORP COM 919794107 538 47,984 SH   DFND 20 47,984 0 0
VALLEY NATL BANCORP COM 919794107 1,951 173,918 SH   DFND 21 173,918 0 0
VALVOLINE INC COM 92047W101 2,478 98,895 SH   DFND 17 98,895 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,011 132,315 SH   DFND 17 128,572 0 3,743
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,273 60,000 SH   DFND 24 60,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 4,242 221,897 SH   DFND 24 34,000 0 187,897
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1,189 28,000 SH   DFND 24 28,000 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 433 9,652 SH   DFND 17 9,652 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 1,011 12,595 SH   DFND 17 12,595 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 54,978 740,351 SH   DFND 25 740,351 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 2,683 49,040 SH   DFND 17 49,040 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 100,936 2,198,556 SH   DFND 17 2,198,556 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 52,337 1,140,000 SH   DFND 25 0 0 1,140,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 50 SH   DFND 17 50 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13,739 232,279 SH   DFND 24 107,000 0 125,279
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,757 11,400 SH   DFND 24 11,400 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 16,412 312,960 SH   DFND 17 312,960 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 958 10,000 SH   DFND 24 10,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,341 76,670 SH   DFND 25 76,670 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 50,412 576,858 SH   DFND 17 576,858 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 41,503 474,921 SH   DFND 25 0 0 474,921
VANTIV INC CL A 92210H105 18,472 251,153 SH   DFND 17 215,310 0 35,843
VANTIV INC CL A 92210H105 164 2,226 SH   DFND 21 2,226 0 0
VAREX IMAGING CORP COM 92214X106 361 8,975 SH   DFND 17 8,975 0 0
VAREX IMAGING CORP COM 92214X106 2,085 51,907 SH   DFND 21 45,711 0 6,196
VARIAN MED SYS INC COM 92220P105 361 3,250 SH   DFND 4 3,250 0 0
VARIAN MED SYS INC COM 92220P105 32 284 SH   DFND 17 284 0 0
VARONIS SYS INC COM 922280102 1,913 39,410 SH   DFND 17 30,130 0 9,280
VECTREN CORP COM 92240G101 3,978 61,188 SH   DFND 17 6,988 0 54,200
VECTREN CORP COM 92240G101 11,081 170,418 SH   DFND 21 62,811 0 107,607
VECTOR GROUP LTD FRNT 1/1 92240MAY4 17,408 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 11,639 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 180 12,131 SH   DFND 21 3,358 0 8,773
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 46,672 53,875,000 PRN   DFND 17 53,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 207 9,923 SH   DFND 21 0 0 9,923
VEEVA SYS INC CL A COM 922475108 20,640 373,378 SH   DFND 17 255,006 0 118,372
VEEVA SYS INC CL A COM 922475108 47 854 SH   DFND 21 854 0 0
VENTAS INC COM 92276F100 5,239 87,307 SH   DFND 4 87,307 0 0
VENTAS INC COM 92276F100 5,264 87,724 SH   DFND 17 87,724 0 0
VENTAS INC PUT 92276F950 1,692 28,200 SH Put DFND 4 28,200 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 55 223 SH   DFND 17 223 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,813 23,700 SH   DFND 24 23,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 12,265 50,000 SH   DFND 25 0 0 50,000
VANGUARD INDEX FDS REIT ETF 922908553 43,076 519,108 SH   DFND 4 519,108 0 0
VANGUARD INDEX FDS REIT ETF 922908553 5,047 60,823 SH   DFND 17 60,823 0 0
VANGUARD INDEX FDS REIT ETF 922908553 41,490 500,000 SH   DFND 25 0 0 500,000
VANGUARD INDEX FDS SMALL CP ETF 922908751 37,012 250,419 SH   DFND 25 0 0 250,419
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,538 18,490 SH   DFND 24 11,500 0 6,990
VERISIGN INC COM 92343E102 353 3,086 SH   DFND 4 3,086 0 0
VERISIGN INC COM 92343E102 567 4,956 SH   DFND 17 4,956 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 177,548 52,935,000 PRN   DFND 17 49,710,000 0 3,225,000
VERIZON COMMUNICATIONS INC COM 92343V104 44,408 839,000 SH   DFND 4 839,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 248,300 4,691,097 SH   DFND 17 4,508,285 0 182,812
VERIZON COMMUNICATIONS INC COM 92343V104 3,847 72,673 SH   DFND 20 72,673 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 189,486 3,579,941 SH   DFND 21 2,638,331 0 941,610
VERIZON COMMUNICATIONS INC CALL 92343V904 32,023 605,000 SH Call DFND 4 605,000 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 220,305 4,162,200 SH Put DFND 4 4,162,200 0 0
VERINT SYS INC COM 92343X100 370 8,830 SH   DFND 17 8,830 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 47,465 48,475,000 PRN   DFND 17 48,475,000 0 0
VERITEX HLDGS INC COM 923451108 1,135 41,136 SH   DFND 17 36,678 0 4,458
VERISK ANALYTICS INC COM 92345Y106 533 5,551 SH   DFND 4 5,551 0 0
VERISK ANALYTICS INC COM 92345Y106 47,025 489,848 SH   DFND 17 465,968 0 23,880
VERITONE INC COM 92347M100 2,207 95,130 SH   DFND 17 95,130 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 102,975 687,144 SH   DFND 17 687,144 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 240 1,603 SH   DFND 21 1,603 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,968 59,840 SH   DFND 24 59,840 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 6,459 43,100 SH Call DFND 4 43,100 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 51,852 346,000 SH Put DFND 4 346,000 0 0
VERSUM MATLS INC COM 92532W103 35,398 935,208 SH   DFND 17 935,208 0 0
VERSUM MATLS INC COM 92532W103 1,211 31,983 SH   DFND 21 0 0 31,983
VIAD CORP COM NEW 92552R406 1,611 29,087 SH   DFND 17 14,076 0 15,011
VIAD CORP COM NEW 92552R406 217 3,920 SH   DFND 20 3,920 0 0
VIAD CORP COM NEW 92552R406 10,195 184,020 SH   DFND 21 101,875 0 82,145
VIACOM INC NEW CL B 92553P201 390 12,658 SH   DFND 4 12,658 0 0
VIACOM INC NEW CL B 92553P201 32 1,033 SH   DFND 17 1,033 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 140 11,985 SH   DFND 17 100 0 11,885
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 64,490 64,555,000 PRN   DFND 17 64,555,000 0 0
VIRTU FINL INC CL A 928254101 404 22,091 SH   DFND 17 22,091 0 0
VIRTU FINL INC CL A 928254101 155 8,487 SH   DFND 21 0 0 8,487
VISA INC COM CL A 92826C839 440,915 3,866,995 SH   DFND 17 3,578,139 0 288,856
VISA INC COM CL A 92826C839 24,761 217,168 SH   DFND 20 217,168 0 0
VISA INC COM CL A 92826C839 301,264 2,642,199 SH   DFND 21 2,157,974 0 484,225
VISA INC COM CL A 92826C839 1,167 10,237 SH   DFND 24 10,237 0 0
VISA INC CALL 92826C909 61,753 541,600 SH Call DFND 4 541,600 0 0
VISA INC PUT 92826C959 330,168 2,895,700 SH Put DFND 4 2,895,700 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 32,669 1,574,420 SH   DFND 17 1,574,420 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 8,710 419,761 SH   DFND 21 388,687 0 31,074
VISTEON CORP COM NEW 92839U206 5,471 43,721 SH   DFND 21 43,721 0 0
VMWARE INC CL A COM 928563402 67,799 541,010 SH   DFND 17 402,665 0 138,345
VOCERA COMMUNICATIONS INC COM 92857F107 8,837 292,406 SH   DFND 17 262,171 0 30,235
VOCERA COMMUNICATIONS INC COM 92857F107 750 24,810 SH   DFND 21 24,810 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 234 7,332 SH   DFND 17 6,530 0 802
VORNADO RLTY TR SH BEN INT 929042109 12,717 162,660 SH   DFND 4 162,660 0 0
VORNADO RLTY TR SH BEN INT 929042109 42 531 SH   DFND 17 531 0 0
VOYA FINL INC COM 929089100 21,547 435,552 SH   DFND 17 68,191 0 367,361
VOYA FINL INC COM 929089100 321 6,485 SH   DFND 20 6,485 0 0
VOYA FINL INC COM 929089100 10,176 205,707 SH   DFND 21 180,732 0 24,975
VULCAN MATLS CO COM 929160109 12,476 97,189 SH   DFND 4 97,189 0 0
VULCAN MATLS CO COM 929160109 49,312 384,141 SH   DFND 17 323,865 0 60,276
WD-40 CO COM 929236107 200 1,695 SH   DFND 17 1,695 0 0
WGL HLDGS INC COM 92924F106 660 7,687 SH   DFND 17 7,687 0 0
WGL HLDGS INC COM 92924F106 17,558 204,546 SH   DFND 21 204,546 0 0
WABCO HLDGS INC COM 92927K102 1,235 8,609 SH   DFND 17 8,609 0 0
WABCO HLDGS INC COM 92927K102 8,988 62,633 SH   DFND 21 62,633 0 0
WSFS FINL CORP COM 929328102 1,296 27,093 SH   DFND 17 3,103 0 23,990
WNS HOLDINGS LTD SPON ADR 92932M101 736 18,345 SH   DFND 17 9,745 0 8,600
WNS HOLDINGS LTD SPON ADR 92932M101 2,111 52,595 SH   DFND 21 50,239 0 2,356
W P CAREY INC COM 92936U109 674 9,789 SH   DFND 17 9,789 0 0
W P CAREY INC COM 92936U109 4,158 60,343 SH   DFND 21 60,343 0 0
WPP PLC NEW ADR 92937A102 7,203 79,537 SH   DFND 17 79,513 0 24
WEC ENERGY GROUP INC COM 92939U106 5,256 79,128 SH   DFND 17 79,128 0 0
WEC ENERGY GROUP INC COM 92939U106 12,917 194,441 SH   DFND 21 194,441 0 0
WEC ENERGY GROUP INC CALL 92939U906 2,783 41,900 SH Call DFND 4 41,900 0 0
WEC ENERGY GROUP INC PUT 92939U956 6,955 104,700 SH Put DFND 4 104,700 0 0
WABASH NATL CORP COM 929566107 30,271 1,394,956 SH   DFND 17 1,394,956 0 0
WABASH NATL CORP COM 929566107 1,243 57,281 SH   DFND 21 15,071 0 42,210
WABTEC CORP COM 929740108 95,648 1,174,603 SH   DFND 21 1,141,346 0 33,257
WABTEC CORP COM 929740108 440 5,400 SH   DFND 24 5,400 0 0
WADDELL & REED FINL INC CL A 930059100 121 5,435 SH   DFND 20 5,435 0 0
WADDELL & REED FINL INC CL A 930059100 669 29,949 SH   DFND 21 15,952 0 13,997
WAGEWORKS INC COM 930427109 1,674 26,992 SH   DFND 17 26,992 0 0
WAGEWORKS INC COM 930427109 122 1,968 SH   DFND 21 1,968 0 0
WAL-MART STORES INC COM 931142103 141,132 1,429,182 SH   DFND 17 1,408,785 0 20,397
WAL-MART STORES INC COM 931142103 1,839 18,623 SH   DFND 20 18,623 0 0
WAL-MART STORES INC COM 931142103 136,032 1,377,535 SH   DFND 21 892,199 0 485,336
WAL-MART STORES INC CALL 931142903 7,406 75,000 SH Call DFND 4 75,000 0 0
WAL-MART STORES INC PUT 931142953 17,281 175,000 SH Put DFND 4 175,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 38,392 528,671 SH   DFND 4 528,671 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 113,431 1,561,980 SH   DFND 17 1,561,980 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 78,296 1,078,160 SH   DFND 21 875,723 0 202,437
WALGREENS BOOTS ALLIANCE INC CALL 931427908 15,069 207,500 SH Call DFND 4 207,500 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 82,569 1,137,000 SH Put DFND 4 1,137,000 0 0
WALKER & DUNLOP INC COM 93148P102 3,302 69,516 SH   DFND 17 21,515 0 48,001
WALKER & DUNLOP INC COM 93148P102 2,772 58,354 SH   DFND 21 14,417 0 43,937
WASHINGTON FED INC COM 938824109 28,985 846,286 SH   DFND 17 846,286 0 0
WASTE CONNECTIONS INC COM 94106B101 10,217 143,570 SH   DFND 17 116,460 0 27,110
WASTE MGMT INC DEL COM 94106L109 17,001 197,000 SH   DFND 4 197,000 0 0
WASTE MGMT INC DEL COM 94106L109 26,809 310,648 SH   DFND 17 307,222 0 3,426
WASTE MGMT INC DEL COM 94106L109 1,096 12,701 SH   DFND 20 12,701 0 0
WASTE MGMT INC DEL COM 94106L109 91,305 1,057,997 SH   DFND 21 817,882 0 240,115
WASTE MGMT INC DEL CALL 94106L909 3,745 43,400 SH Call DFND 4 43,400 0 0
WASTE MGMT INC DEL PUT 94106L959 50,667 587,100 SH Put DFND 4 587,100 0 0
WATERS CORP COM 941848103 555 2,875 SH   DFND 4 2,875 0 0
WATERS CORP COM 941848103 2,722 14,089 SH   DFND 17 12,789 0 1,300
WATERS CORP COM 941848103 714 3,696 SH   DFND 21 3,564 0 132
WATSCO INC COM 942622200 977 5,748 SH   DFND 17 5,748 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 283 3,730 SH   DFND 21 745 0 2,985
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 60,465 57,625,000 PRN   DFND 17 53,160,000 0 4,465,000
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 84,461 78,660,000 PRN   DFND 17 73,985,000 0 4,675,000
WEB COM GROUP INC COM 94733A104 528 24,215 SH   DFND 17 0 0 24,215
WEIBO CORP SPONSORED ADR 948596101 416 4,025 SH   DFND 17 3,694 0 331
WEIS MKTS INC COM 948849104 285 6,879 SH   DFND 17 6,879 0 0
WEIS MKTS INC COM 948849104 2,712 65,513 SH   DFND 21 29,982 0 35,531
WELLCARE HEALTH PLANS INC COM 94946T106 20,891 103,880 SH   DFND 17 51,420 0 52,460
WELLCARE HEALTH PLANS INC COM 94946T106 951 4,731 SH   DFND 20 4,731 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 17,707 88,048 SH   DFND 21 69,710 0 18,338
ANTHEM INC NOTE 2.750%10/1 94973VBG1 99,904 32,310,000 PRN   DFND 17 29,675,000 0 2,635,000
WELLS FARGO CO NEW COM 949746101 46,896 772,970 SH   DFND 4 772,970 0 0
WELLS FARGO CO NEW COM 949746101 62,797 1,035,059 SH   DFND 17 1,013,833 0 21,226
WELLS FARGO CO NEW COM 949746101 211 3,484 SH   DFND 20 3,484 0 0
WELLS FARGO CO NEW COM 949746101 77,206 1,272,559 SH   DFND 21 1,146,432 0 126,127
WELLS FARGO CO NEW PERP PFD CNV A 949746804 150,993 115,240 SH   DFND 4 112,940 0 2,300
WELLS FARGO CO NEW PERP PFD CNV A 949746804 174,176 132,960 SH   DFND 17 127,415 0 5,545
WELLS FARGO CO NEW CALL 949746901 44,495 733,400 SH Call DFND 4 733,400 0 0
WELLS FARGO CO NEW PUT 949746951 323,304 5,328,900 SH Put DFND 4 5,328,900 0 0
WELLTOWER INC COM 95040Q104 29,562 463,569 SH   DFND 4 463,569 0 0
WELLTOWER INC COM 95040Q104 73 1,142 SH   DFND 17 1,142 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,554 109,000 SH   DFND 4 109,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 34,772 580,800 SH   DFND 17 580,800 0 0
WELLTOWER INC CALL 95040Q904 4,751 74,500 SH Call DFND 4 74,500 0 0
WELLTOWER INC PUT 95040Q954 31,330 491,300 SH Put DFND 4 491,300 0 0
WENDYS CO COM 95058W100 7,077 430,976 SH   DFND 21 16,170 0 414,806
WESBANCO INC COM 950810101 9,065 223,010 SH   DFND 17 223,010 0 0
WESCO INTL INC COM 95082P105 19,448 285,368 SH   DFND 17 285,368 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,696 78,001 SH   DFND 17 57,890 0 20,111
WEST PHARMACEUTICAL SVSC INC COM 955306105 150 1,517 SH   DFND 21 1,517 0 0
WESTAR ENERGY INC COM 95709T100 254 4,808 SH   DFND 17 4,808 0 0
WESTAR ENERGY INC COM 95709T100 211 3,991 SH   DFND 21 3,991 0 0
WESTERN ALLIANCE BANCORP COM 957638109 15,745 278,079 SH   DFND 17 176,461 0 101,618
WESTERN ALLIANCE BANCORP COM 957638109 245 4,334 SH   DFND 21 4,334 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 502 50,421 SH   DFND 17 13,707 0 36,714
WESTERN ASSET MTG CAP CORP COM 95790D105 80 8,004 SH   DFND 20 8,004 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 184 18,470 SH   DFND 21 18,470 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 14,976 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 4,593 57,750 SH   DFND 4 57,750 0 0
WESTERN DIGITAL CORP COM 958102105 7,041 88,534 SH   DFND 17 86,294 0 2,240
WESTERN DIGITAL CORP COM 958102105 749 9,412 SH   DFND 20 9,412 0 0
WESTERN DIGITAL CORP COM 958102105 36,810 462,838 SH   DFND 21 317,710 0 145,128
WESTERN DIGITAL CORP CALL 958102905 4,032 50,700 SH Call DFND 4 50,700 0 0
WESTERN DIGITAL CORP PUT 958102955 40,847 513,600 SH Put DFND 4 513,600 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 923 19,185 SH   DFND 4 19,185 0 0
WESTERN UN CO COM 959802109 316 16,607 SH   DFND 4 16,607 0 0
WESTERN UN CO COM 959802109 27 1,418 SH   DFND 17 1,418 0 0
WESTERN UN CO COM 959802109 31 1,616 SH   DFND 20 1,616 0 0
WESTERN UN CO COM 959802109 3,988 209,797 SH   DFND 21 31,195 0 178,602
WESTLAKE CHEM CORP COM 960413102 231 2,165 SH   DFND 17 0 0 2,165
WESTLAKE CHEM CORP COM 960413102 257 2,414 SH   DFND 20 2,414 0 0
WESTLAKE CHEM CORP COM 960413102 8,926 83,786 SH   DFND 21 83,786 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 786 31,510 SH   DFND 17 31,510 0 0
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 870 230,537 SH   DFND 17 205,229 0 25,308
WESTROCK CO COM 96145D105 574 9,085 SH   DFND 4 9,085 0 0
WESTROCK CO COM 96145D105 48 762 SH   DFND 17 762 0 0
WESTROCK CO COM 96145D105 1,780 28,153 SH   DFND 21 5,786 0 22,367
WEYERHAEUSER CO COM 962166104 11,104 314,904 SH   DFND 17 314,904 0 0
WEYERHAEUSER CO COM 962166104 46 1,291 SH   DFND 21 1,291 0 0
WEYERHAEUSER CO CALL 962166904 3,191 90,500 SH Call DFND 4 90,500 0 0
WEYERHAEUSER CO PUT 962166954 31,018 879,700 SH Put DFND 4 879,700 0 0
WHIRLPOOL CORP COM 963320106 432 2,561 SH   DFND 4 2,561 0 0
WHIRLPOOL CORP COM 963320106 4,459 26,440 SH   DFND 17 26,440 0 0
WHIRLPOOL CORP COM 963320106 152 901 SH   DFND 20 901 0 0
WHIRLPOOL CORP COM 963320106 8,704 51,611 SH   DFND 21 27,765 0 23,846
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,192 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLDAN GROUP INC COM 96924N100 1,061 44,329 SH   DFND 17 8,238 0 36,091
WILLIAMS COS INC DEL COM 969457100 42,797 1,403,635 SH   DFND 4 1,331,635 0 72,000
WILLIAMS COS INC DEL COM 969457100 77 2,539 SH   DFND 17 2,539 0 0
WILLIAMS COS INC DEL COM 969457100 2,918 95,713 SH   DFND 21 46,664 0 49,049
WILLIAMS COS INC DEL CALL 969457900 4,415 144,800 SH Call DFND 4 144,800 0 0
WILLIAMS COS INC DEL PUT 969457950 23,169 759,900 SH Put DFND 4 759,900 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 12,010 309,685 SH   DFND 4 309,685 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 105 2,710 SH   DFND 17 0 0 2,710
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 218 5,617 SH   DFND 21 5,617 0 0
WINDSTREAM HLDGS INC PUT 97382A950 191 103,400 SH Put DFND 4 103,400 0 0
WINTRUST FINL CORP COM 97650W108 3,897 47,308 SH   DFND 17 47,308 0 0
WINTRUST FINL CORP COM 97650W108 352 4,273 SH   DFND 20 4,273 0 0
WINTRUST FINL CORP COM 97650W108 2,937 35,660 SH   DFND 21 31,509 0 4,151
WIPRO LTD SPON ADR 1 SH 97651M109 623 113,942 SH   DFND 17 76,742 0 37,200
WIPRO LTD SPON ADR 1 SH 97651M109 1,396 255,156 SH   DFND 21 216,190 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 7 116 SH   DFND 17 116 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 7,359 124,030 SH   DFND 24 124,030 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 1,058 15,000 SH   DFND 24 15,000 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 6,097 95,700 SH   DFND 24 95,700 0 0
WOODWARD INC COM 980745103 492 6,427 SH   DFND 21 1,720 0 4,707
WOODWARD INC COM 980745103 7,945 103,800 SH   DFND 24 103,800 0 0
WORKDAY INC CL A 98138H101 138,339 1,359,730 SH   DFND 17 1,197,135 0 162,595
WORKDAY INC CL A 98138H101 71 695 SH   DFND 21 695 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 36,327 28,865,000 PRN   DFND 17 28,865,000 0 0
WORLD ACCEP CORP DEL COM 981419104 372 4,608 SH   DFND 17 4,608 0 0
WORLD ACCEP CORP DEL COM 981419104 1,585 19,640 SH   DFND 21 17,700 0 1,940
WORLD FUEL SVCS CORP COM 981475106 9,532 338,734 SH   DFND 17 338,734 0 0
WORTHINGTON INDS INC COM 981811102 2,779 63,062 SH   DFND 17 63,062 0 0
WORTHINGTON INDS INC COM 981811102 902 20,479 SH   DFND 21 5,265 0 15,214
WPX ENERGY INC PFD SER A CV 98212B202 37,085 599,595 SH   DFND 17 527,125 0 72,470
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 94,182 91,640,000 PRN   DFND 17 87,965,000 0 3,675,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 2,745 2,250,000 PRN   DFND 17 2,250,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 432 3,729 SH   DFND 4 3,729 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,632 14,083 SH   DFND 17 14,083 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 16,926 146,081 SH   DFND 21 131,555 0 14,526
WYNN RESORTS LTD COM 983134107 495 2,935 SH   DFND 4 2,935 0 0
WYNN RESORTS LTD COM 983134107 7,745 45,938 SH   DFND 17 44,373 0 1,565
WYNN RESORTS LTD COM 983134107 202 1,197 SH   DFND 21 1,197 0 0
XPO LOGISTICS INC COM 983793100 30,842 336,736 SH   DFND 17 258,748 0 77,988
XPO LOGISTICS INC COM 983793100 283 3,092 SH   DFND 21 3,092 0 0
XCEL ENERGY INC COM 98389B100 877 18,224 SH   DFND 4 18,224 0 0
XCEL ENERGY INC COM 98389B100 10,546 219,197 SH   DFND 17 86,997 0 132,200
XCEL ENERGY INC COM 98389B100 3,129 65,030 SH   DFND 21 61,819 0 3,211
XILINX INC COM 983919101 601 8,914 SH   DFND 4 8,914 0 0
XILINX INC COM 983919101 29,990 444,818 SH   DFND 17 444,818 0 0
XILINX INC COM 983919101 978 14,500 SH   DFND 21 14,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 220 10,191 SH   DFND 21 10,191 0 0
XEROX CORP COM NEW 984121608 223 7,667 SH   DFND 4 7,667 0 0
XEROX CORP COM NEW 984121608 8,040 275,817 SH   DFND 17 275,817 0 0
XEROX CORP COM NEW 984121608 398 13,656 SH   DFND 20 13,656 0 0
XEROX CORP COM NEW 984121608 6,032 206,939 SH   DFND 21 55,669 0 151,270
XOMA CORP DEL COM NEW 98419J206 328 9,225 SH   DFND 17 0 0 9,225
XYLEM INC COM 98419M100 441 6,463 SH   DFND 4 6,463 0 0
XYLEM INC COM 98419M100 86,553 1,269,104 SH   DFND 17 1,128,580 0 140,524
XYLEM INC COM 98419M100 42,761 626,994 SH   DFND 21 281,327 0 345,667
XYLEM INC COM 98419M100 14,854 217,800 SH   DFND 24 217,800 0 0
YY INC ADS REPCOM CLA 98426T106 22,925 202,767 SH   DFND 20 166,398 0 36,369
YY INC ADS REPCOM CLA 98426T106 4,576 40,475 SH   DFND 21 38,485 0 1,990
YY INC ADS REPCOM CLA 98426T106 916 8,100 SH   DFND 24 8,100 0 0
YY INC ADS REPCOM CLA 98426T106 1,339 11,840 SH   DFND 25 11,840 0 0
YAHOO INC NOTE 12/0 984332AF3 131,661 97,865,000 PRN   DFND 17 92,435,000 0 5,430,000
YAMANA GOLD INC COM 98462Y100 1,333 425,913 SH   DFND 21 331,497 0 94,416
YELP INC CL A 985817105 134,317 3,201,061 SH   DFND 17 3,113,541 0 87,520
YUM BRANDS INC COM 988498101 7,278 89,186 SH   DFND 17 80,276 0 8,910
YUM BRANDS INC COM 988498101 979 12,000 SH   DFND 24 12,000 0 0
YUM BRANDS INC CALL 988498901 3,542 43,400 SH Call DFND 4 43,400 0 0
YUM BRANDS INC PUT 988498951 44,265 542,400 SH Put DFND 4 542,400 0 0
YUM CHINA HLDGS INC COM 98850P109 182 4,547 SH   DFND 17 2,047 0 2,500
YUM CHINA HLDGS INC COM 98850P109 483 12,076 SH   DFND 21 12,076 0 0
ZAGG INC COM 98884U108 387 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 147 7,981 SH   DFND 21 7,981 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 313 3,019 SH   DFND 20 3,019 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 920 8,864 SH   DFND 21 8,864 0 0
ZENDESK INC COM 98936J101 56,361 1,665,505 SH   DFND 17 1,665,505 0 0
ZENDESK INC COM 98936J101 107 3,149 SH   DFND 21 3,149 0 0
ZILLOW GROUP INC CL A 98954M101 230 5,650 SH   DFND 17 100 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 280 6,840 SH   DFND 17 200 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 63,283 57,375,000 PRN   DFND 17 55,130,000 0 2,245,000
ZIMMER BIOMET HLDGS INC COM 98956P102 1,105 9,157 SH   DFND 4 9,157 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 17,753 147,123 SH   DFND 17 147,123 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 642 5,321 SH   DFND 20 5,321 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,521 20,890 SH   DFND 21 20,890 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 953 7,900 SH Call DFND 4 7,900 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 10,088 83,600 SH Put DFND 4 83,600 0 0
ZIONS BANCORPORATION COM 989701107 369 7,258 SH   DFND 4 7,258 0 0
ZIONS BANCORPORATION COM 989701107 30 598 SH   DFND 17 598 0 0
ZIONS BANCORPORATION COM 989701107 1,592 31,316 SH   DFND 21 31,316 0 0
ZIX CORP COM 98974P100 55 12,470 SH   DFND 17 12,470 0 0
ZOGENIX INC COM NEW 98978L204 1,720 42,940 SH   DFND 17 42,940 0 0
ZOETIS INC CL A 98978V103 91,057 1,263,973 SH   DFND 17 973,400 0 290,573
ZOETIS INC CL A 98978V103 7,515 104,317 SH   DFND 21 49,614 0 54,703
ZOETIS INC CL A 98978V103 1,801 25,000 SH   DFND 24 25,000 0 0
ZOETIS INC CALL 98978V903 4,877 67,700 SH Call DFND 4 67,700 0 0
ZOETIS INC PUT 98978V953 46,192 641,200 SH Put DFND 4 641,200 0 0
ZYNGA INC CL A 98986T108 7,648 1,911,982 SH   DFND 17 1,600,347 0 311,635
EURONAV NV ANTWERPEN SHS B38564108 1,011 109,622 SH   DFND 17 16,928 0 92,694
EURONAV NV ANTWERPEN SHS B38564108 669 72,523 SH   DFND 21 72,523 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 33,448 1,754,645 SH   DFND 21 980,341 0 774,304
AIRCASTLE LTD COM G0129K104 7,382 315,614 SH   DFND 17 127,714 0 187,900
AIRCASTLE LTD COM G0129K104 3,631 155,257 SH   DFND 21 98,576 0 56,681
ALKERMES PLC SHS G01767105 7,042 128,660 SH   DFND 17 128,660 0 0
ALKERMES PLC SHS G01767105 3,059 55,900 SH   DFND 24 55,900 0 0
ALLERGAN PLC SHS G0177J108 82,948 507,082 SH   DFND 4 507,082 0 0
ALLERGAN PLC SHS G0177J108 14,929 91,264 SH   DFND 17 91,264 0 0
ALLERGAN PLC SHS G0177J108 44,579 272,523 SH   DFND 21 243,277 0 29,246
ALLERGAN PLC 5.5% CNV PFD A G0177J116 131,088 223,605 SH   DFND 17 216,405 0 7,200
ALLERGAN PLC CALL G0177J908 14,362 87,800 SH Call DFND 4 87,800 0 0
ALLERGAN PLC PUT G0177J958 114,735 701,400 SH Put DFND 4 701,400 0 0
AMDOCS LTD SHS G02602103 15,322 233,989 SH   DFND 17 229,553 0 4,436
AMDOCS LTD SHS G02602103 350 5,338 SH   DFND 20 5,338 0 0
AMDOCS LTD SHS G02602103 46,639 712,265 SH   DFND 21 594,007 0 118,258
AON PLC SHS CL A G0408V102 7,864 58,687 SH   DFND 17 58,687 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 86 1,389 SH   DFND 17 1,389 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,851 30,032 SH   DFND 21 30,032 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 833 20,515 SH   DFND 17 11,786 0 8,729
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 41 1,002 SH   DFND 20 1,002 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 8,320 204,915 SH   DFND 21 187,371 0 17,544
ARRIS INTL INC SHS G0551A103 443 17,236 SH   DFND 21 17,236 0 0
ASSURED GUARANTY LTD COM G0585R106 692 20,427 SH   DFND 17 20,427 0 0
ASSURED GUARANTY LTD COM G0585R106 3,872 114,325 SH   DFND 21 92,564 0 21,761
ATHENE HLDG LTD CL A G0684D107 2,339 45,231 SH   DFND 17 33,553 0 11,678
ATHENE HLDG LTD CL A G0684D107 622 12,033 SH   DFND 20 12,033 0 0
ATHENE HLDG LTD CL A G0684D107 29,697 574,305 SH   DFND 21 487,523 0 86,782
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 306 6,094 SH   DFND 17 6,094 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20 398 SH   DFND 20 398 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 8,933 177,726 SH   DFND 21 168,818 0 8,908
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 3,415 91,058 SH   DFND 17 10,400 0 80,658
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,089 29,042 SH   DFND 21 13,807 0 15,235
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,652 56,515 SH   DFND 17 56,489 0 26
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 138,416 904,151 SH   DFND 21 685,165 0 218,986
MIMECAST LTD ORD SHS G14838109 420 14,655 SH   DFND 17 14,655 0 0
BUNGE LIMITED COM G16962105 4,571 68,137 SH   DFND 17 65,213 0 2,924
BUNGE LIMITED COM G16962105 294 4,382 SH   DFND 20 4,382 0 0
BUNGE LIMITED COM G16962105 40,424 602,619 SH   DFND 21 372,680 0 229,939
CARDTRONICS PLC SHS CL A G1991C105 1,365 73,681 SH   DFND 21 0 0 73,681
CHINA YUCHAI INTL LTD COM G21082105 513 21,388 SH   DFND 17 21,388 0 0
CHINA YUCHAI INTL LTD COM G21082105 2,333 97,208 SH   DFND 21 87,496 0 9,712
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 664 8,425 SH   DFND 17 8,425 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 759 9,641 SH   DFND 21 9,641 0 0
CREDICORP LTD COM G2519Y108 28,721 138,460 SH   DFND 17 106,520 0 31,940
COSAN LTD SHS A G25343107 1,226 126,443 SH   DFND 17 126,443 0 0
COSAN LTD SHS A G25343107 6,256 644,917 SH   DFND 21 465,810 0 179,107
COCA COLA EUROPEAN PARTNERS SHS G25839104 22,781 571,760 SH   DFND 17 571,760 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 297 7,455 SH   DFND 21 6,844 0 611
DELPHI TECHNOLOGIES PLC SHS G2709G107 14,737 280,869 SH   DFND 17 185,805 0 95,064
DELPHI TECHNOLOGIES PLC SHS G2709G107 235 4,485 SH   DFND 21 4,308 0 177
EATON CORP PLC SHS G29183103 105,639 1,337,035 SH   DFND 17 1,324,559 0 12,476
EATON CORP PLC SHS G29183103 45,688 578,252 SH   DFND 21 199,765 0 378,487
ENSCO PLC SHS CLASS A G3157S106 1,632 276,092 SH   DFND 17 276,092 0 0
ESSENT GROUP LTD COM G3198U102 16,273 374,779 SH   DFND 17 259,116 0 115,663
ESSENT GROUP LTD COM G3198U102 313 7,199 SH   DFND 20 7,199 0 0
ESSENT GROUP LTD COM G3198U102 9,918 228,430 SH   DFND 21 193,867 0 34,563
EVEREST RE GROUP LTD COM G3223R108 31,337 141,629 SH   DFND 17 111,068 0 30,561
EVEREST RE GROUP LTD COM G3223R108 1,219 5,509 SH   DFND 20 5,509 0 0
EVEREST RE GROUP LTD COM G3223R108 91,718 414,525 SH   DFND 21 283,718 0 130,807
FABRINET SHS G3323L100 348 12,123 SH   DFND 17 12,123 0 0
FABRINET SHS G3323L100 69 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 1,950 67,952 SH   DFND 21 61,217 0 6,735
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,650 76,566 SH   DFND 17 56,915 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 143 3,003 SH   DFND 20 3,003 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 9,569 200,743 SH   DFND 21 157,022 0 43,721
FRONTLINE LTD SHS NEW G3682E192 205 44,602 SH   DFND 17 0 0 44,602
GEOPARK LTD USD SHS G38327105 109 11,026 SH   DFND 17 11,026 0 0
GENPACT LIMITED SHS G3922B107 43,560 1,372,413 SH   DFND 17 1,372,413 0 0
GENPACT LIMITED SHS G3922B107 502 15,821 SH   DFND 20 15,821 0 0
GENPACT LIMITED SHS G3922B107 7,553 237,957 SH   DFND 21 237,957 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 352 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 332 14,894 SH   DFND 21 14,894 0 0
ICON PLC SHS G4705A100 4,332 38,629 SH   DFND 21 38,629 0 0
ICHOR HOLDINGS SHS G4740B105 1,526 62,026 SH   DFND 21 45,975 0 16,051
IHS MARKIT LTD SHS G47567105 8,678 192,202 SH   DFND 4 192,202 0 0
IHS MARKIT LTD SHS G47567105 50 1,110 SH   DFND 17 1,110 0 0
INGERSOLL-RAND PLC SHS G47791101 16,730 187,579 SH   DFND 17 187,219 0 360
INGERSOLL-RAND PLC SHS G47791101 670 7,512 SH   DFND 20 7,512 0 0
INGERSOLL-RAND PLC SHS G47791101 12,829 143,834 SH   DFND 21 91,995 0 51,839
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,691 176,969 SH   DFND 17 176,969 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 173 6,527 SH   DFND 20 6,527 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 7,363 277,752 SH   DFND 21 211,494 0 66,258
WEATHERFORD INTL PLC ORD SHS G48833100 2,995 718,145 SH   DFND 17 718,145 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 59 14,205 SH   DFND 21 0 0 14,205
INVESCO LTD SHS G491BT108 15,911 435,430 SH   DFND 17 435,430 0 0
JAMES RIV GROUP LTD COM G5005R107 2,467 61,656 SH   DFND 17 7,189 0 54,467
JAMES RIV GROUP LTD COM G5005R107 1,727 43,173 SH   DFND 21 42,366 0 807
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 8,329 61,855 SH   DFND 17 61,855 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,404 10,424 SH   DFND 21 8,598 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,982 37,000 SH   DFND 24 37,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 82,735 2,170,961 SH   DFND 17 2,170,961 0 0
JOHNSON CTLS INTL PLC SHS G51502105 416 10,915 SH   DFND 20 10,915 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,484 117,650 SH   DFND 21 27,359 0 90,291
LAZARD LTD SHS A G54050102 2,699 51,400 SH   DFND 17 51,400 0 0
LIVANOVA PLC SHS G5509L101 920 11,515 SH   DFND 17 11,515 0 0
LIVANOVA PLC SHS G5509L101 410 5,130 SH   DFND 21 4,207 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 34,420 617,947 SH   DFND 21 617,947 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 642 11,525 SH   DFND   11,525 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 75 11,420 SH   DFND 20 11,420 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 245 37,163 SH   DFND 21 37,163 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,214 98,146 SH   DFND 17 25,809 0 72,337
MALLINCKRODT PUB LTD CO SHS G5785G107 155 6,866 SH   DFND 20 6,866 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,225 98,634 SH   DFND 21 55,439 0 43,195
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 85,332 3,974,480 SH   DFND 17 3,056,095 0 918,385
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13,810 643,206 SH   DFND 21 643,206 0 0
MEDTRONIC PLC SHS G5960L103 122,672 1,519,160 SH   DFND 17 1,412,689 0 106,471
MEDTRONIC PLC SHS G5960L103 207 2,566 SH   DFND 20 2,566 0 0
MEDTRONIC PLC SHS G5960L103 75,759 938,191 SH   DFND 21 733,880 0 204,311
MICHAEL KORS HLDGS LTD SHS G60754101 237 3,759 SH   DFND 17 454 0 3,305
MICHAEL KORS HLDGS LTD SHS G60754101 124 1,974 SH   DFND 20 1,974 0 0
APTIV PLC SHS G6095L109 28,932 341,053 SH   DFND 17 266,890 0 74,163
APTIV PLC SHS G6095L109 1,142 13,460 SH   DFND 21 12,928 0 532
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 382 23,367 SH   DFND 17 3,777 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,331 81,342 SH   DFND 21 56,167 0 25,175
NABORS INDUSTRIES LTD SHS G6359F103 140 20,525 SH   DFND 17 20,525 0 0
NABORS INDUSTRIES LTD SHS G6359F103 172 25,183 SH   DFND 21 25,183 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 27,666 760,052 SH   DFND 17 760,052 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,776 48,800 SH   DFND 20 48,800 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 58,158 1,597,744 SH   DFND 21 1,275,150 0 322,594
NOMAD FOODS LTD USD ORD SHS G6564A105 429 25,352 SH   DFND 17 2,175 0 23,177
NOMAD FOODS LTD USD ORD SHS G6564A105 159 9,419 SH   DFND 20 9,419 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 11,310 668,828 SH   DFND 21 568,890 0 99,938
NORDIC AMERICAN TANKERS LIMI COM G65773106 42 16,890 SH   DFND 17 16,890 0 0
NOVOCURE LTD ORD SHS G6674U108 10,316 510,709 SH   DFND 17 456,909 0 53,800
NOVOCURE LTD ORD SHS G6674U108 444 22,000 SH   DFND 20 22,000 0 0
OM ASSET MGMT PLC SHS G67506108 14,257 851,185 SH   DFND 17 851,185 0 0
OM ASSET MGMT PLC SHS G67506108 157 9,373 SH   DFND 20 9,373 0 0
OM ASSET MGMT PLC SHS G67506108 1,466 87,532 SH   DFND 21 56,517 0 31,015
SEAGATE TECHNOLOGY PLC SHS G7945M107 36 869 SH   DFND 17 869 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 620 14,827 SH   DFND 21 13,188 0 1,639
PENTAIR PLC SHS G7S00T104 36 509 SH   DFND 17 509 0 0
PENTAIR PLC SHS G7S00T104 174 2,461 SH   DFND 21 672 0 1,789
PENTAIR PLC SHS G7S00T104 7,698 109,000 SH   DFND 24 109,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 703 45,344 SH   DFND 17 7,972 0 37,372
SHIP FINANCE INTERNATIONAL L SHS G81075106 352 22,705 SH   DFND 21 14,768 0 7,937
SIGNET JEWELERS LIMITED SHS G81276100 11 190 SH   DFND 17 190 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,210 39,074 SH   DFND 21 35,858 0 3,216
SINA CORP ORD G81477104 338 3,370 SH   DFND 17 100 0 3,270
SINA CORP ORD G81477104 1,107 11,040 SH   DFND 21 9,495 0 1,545
SMART GLOBAL HLDGS INC SHS G8232Y101 1,606 47,659 SH   DFND 21 39,952 0 7,707
STERIS PLC SHS USD G84720104 8,205 93,800 SH   DFND 17 93,800 0 0
TECHNIPFMC PLC COM G87110105 494 15,765 SH   DFND 4 15,765 0 0
TECHNIPFMC PLC COM G87110105 42 1,346 SH   DFND 17 1,346 0 0
TECHNIPFMC PLC COM G87110105 19,102 610,082 SH   DFND 21 260,322 0 349,760
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 180 8,389 SH   DFND 17 8,389 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 533 24,786 SH   DFND 21 24,786 0 0
THIRD PT REINS LTD COM G8827U100 868 59,260 SH   DFND 17 59,260 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,529 117,010 SH   DFND 17 117,010 0 0
TRITON INTL LTD CL A G9078F107 10,199 272,341 SH   DFND 17 187,730 0 84,611
TRITON INTL LTD CL A G9078F107 11,077 295,770 SH   DFND 21 217,482 0 78,288
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 889 227,452 SH   DFND 17 29,317 0 198,135
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 333 85,144 SH   DFND 21 85,144 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 8,845 188,510 SH   DFND 21 185,493 0 3,017
WILLIS TOWERS WATSON PUB LTD SHS G96629103 63 416 SH   DFND 17 416 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,028 40,000 SH   DFND 21 40,000 0 0
XL GROUP LTD COM G98294104 28 793 SH   DFND 17 793 0 0
XL GROUP LTD COM G98294104 253 7,196 SH   DFND 21 6,415 0 781
CHUBB LIMITED COM H1467J104 4,796 32,818 SH   DFND 17 32,818 0 0
CHUBB LIMITED COM H1467J104 7,387 50,551 SH   DFND 21 40,496 0 10,055
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 3,852 164,060 SH   DFND 17 164,060 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,597 68,000 SH   DFND 24 68,000 0 0
GARMIN LTD SHS H2906T109 9,351 156,967 SH   DFND 17 28,925 0 128,042
GARMIN LTD SHS H2906T109 13,577 227,916 SH   DFND 21 227,916 0 0
UBS GROUP AG SHS H42097107 896 48,681 SH   DFND 17 25,364 0 23,317
UBS GROUP AG SHS H42097107 98 5,317 SH   DFND 20 5,317 0 0
UBS GROUP AG SHS H42097107 398,890 21,667,142 SH   DFND 21 15,856,623 0 5,810,519
UBS GROUP AG SHS H42097107 689 37,400 SH   DFND 24 37,400 0 0
LOGITECH INTL S A SHS H50430232 625 18,503 SH   DFND 17 9,705 0 8,798
LOGITECH INTL S A SHS H50430232 99 2,933 SH   DFND 20 2,933 0 0
LOGITECH INTL S A SHS H50430232 44,363 1,313,993 SH   DFND 21 906,173 0 407,820
TE CONNECTIVITY LTD REG SHS H84989104 43,944 462,369 SH   DFND 17 440,839 0 21,530
TE CONNECTIVITY LTD REG SHS H84989104 1,076 11,322 SH   DFND 20 11,322 0 0
TE CONNECTIVITY LTD REG SHS H84989104 86,893 914,274 SH   DFND 21 731,854 0 182,420
TRANSOCEAN LTD REG SHS H8817H100 4,463 417,871 SH   DFND 17 417,871 0 0
TRANSOCEAN LTD REG SHS H8817H100 386 36,109 SH   DFND 21 36,109 0 0
ADECOAGRO S A COM L00849106 395 38,172 SH   DFND 17 38,172 0 0
ADECOAGRO S A COM L00849106 1,685 162,973 SH   DFND 21 146,350 0 16,623
INTELSAT S A COM L5140P101 1,648 486,072 SH   DFND 17 486,072 0 0
ORION ENGINEERED CARBONS S A COM L72967109 32,168 1,256,563 SH   DFND 17 1,256,563 0 0
ORION ENGINEERED CARBONS S A COM L72967109 95 3,730 SH   DFND 21 3,730 0 0
TRINSEO S A SHS L9340P101 6,060 83,471 SH   DFND 17 18,747 0 64,724
TRINSEO S A SHS L9340P101 147 2,025 SH   DFND 20 2,025 0 0
TRINSEO S A SHS L9340P101 14,724 202,810 SH   DFND 21 167,798 0 35,012
CHECK POINT SOFTWARE TECH LT ORD M22465104 366 3,530 SH   DFND 17 3,530 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,507 14,546 SH   DFND 21 14,546 0 0
ELBIT SYS LTD ORD M3760D101 3,858 28,801 SH   DFND 17 28,801 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 289 8,450 SH   DFND 17 8,450 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 1,720 50,281 SH   DFND 21 43,522 0 6,759
KORNIT DIGITAL LTD SHS M6372Q113 3,190 197,506 SH   DFND 17 197,506 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 349 41,264 SH   DFND 17 0 0 41,264
ORBOTECH LTD ORD M75253100 13,526 269,226 SH   DFND 17 266,986 0 2,240
ORBOTECH LTD ORD M75253100 208 4,131 SH   DFND 21 2,131 0 2,000
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 367 5,217 SH   DFND 17 5,217 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 72 1,019 SH   DFND 21 1,019 0 0
AERCAP HOLDINGS NV SHS N00985106 17,393 330,606 SH   DFND 17 144,102 0 186,504
AERCAP HOLDINGS NV SHS N00985106 240 4,557 SH   DFND 20 4,557 0 0
AERCAP HOLDINGS NV SHS N00985106 41,999 798,300 SH   DFND 21 641,316 0 156,984
ASML HOLDING N V N Y REGISTRY SHS N07059210 8,964 51,569 SH   DFND 17 51,569 0 0
CNH INDL N V SHS N20944109 9,018 673,010 SH   DFND 17 673,010 0 0
CNH INDL N V SHS N20944109 40,015 2,986,188 SH   DFND 21 1,146,835 0 1,839,353
CNH INDL N V SHS N20944109 5,159 385,000 SH   DFND 24 385,000 0 0
CORE LABORATORIES N V COM N22717107 5,251 47,935 SH   DFND 17 47,935 0 0
CORE LABORATORIES N V COM N22717107 898 8,200 SH   DFND 24 8,200 0 0
FERRARI N V COM N3167Y103 23,373 222,941 SH   DFND 21 96,669 0 126,272
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 20,679 1,159,152 SH   DFND 17 121,021 0 1,038,131
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 426 23,851 SH   DFND 20 23,851 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 46,578 2,610,871 SH   DFND 21 2,012,152 0 598,719
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 29,063 263,447 SH   DFND 17 203,054 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 379 3,435 SH   DFND 20 3,435 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 112,124 1,016,355 SH   DFND 21 758,837 0 257,518
MYLAN N V SHS EURO N59465109 3,371 79,685 SH   DFND 17 79,685 0 0
MYLAN N V SHS EURO N59465109 319 7,535 SH   DFND 20 7,535 0 0
MYLAN N V SHS EURO N59465109 3,778 89,291 SH   DFND 21 81,680 0 7,611
MYLAN N V SHS EURO N59465109 4,028 95,200 SH   DFND 24 95,200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 31,795 271,543 SH   DFND 21 257,287 0 14,256
ORTHOFIX INTL N V COM N6748L102 130 2,370 SH   DFND 17 2,370 0 0
ORTHOFIX INTL N V COM N6748L102 3,937 71,983 SH   DFND 21 67,556 0 4,427
QIAGEN NV SHS NEW N72482123 1,877 60,680 SH   DFND 17 60,680 0 0
QIAGEN NV SHS NEW N72482123 2,483 80,277 SH   DFND 21 80,277 0 0
QIAGEN NV SHS NEW N72482123 1,297 41,925 SH   DFND 24 41,925 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 199 3,884 SH   DFND 21 3,884 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,833 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 12,734 391,090 SH   DFND 17 391,090 0 0
YANDEX N V SHS CLASS A N97284108 8,999 276,400 SH   DFND 21 65,400 0 211,000
YANDEX N V SHS CLASS A N97284108 775 23,800 SH   DFND   23,800 0 0
COPA HOLDINGS SA CL A P31076105 41,428 309,025 SH   DFND 17 274,125 0 34,900
COPA HOLDINGS SA CL A P31076105 237 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 2,467 18,404 SH   DFND 21 17,421 0 983
TRONOX LTD SHS CL A Q9235V101 3,405 166,040 SH   DFND 17 166,040 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 17,217 144,337 SH   DFND 4 144,337 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 72,341 606,482 SH   DFND 17 495,572 0 110,910
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 805 6,745 SH   DFND 20 6,745 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 38,780 325,117 SH   DFND 21 261,312 0 63,805
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 2,863 24,000 SH Call DFND 4 24,000 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 17,117 143,500 SH Put DFND 4 143,500 0 0
BROADCOM LTD SHS Y09827109 446,320 1,737,328 SH   DFND 17 1,592,249 0 145,079
BROADCOM LTD SHS Y09827109 21,125 82,232 SH   DFND 20 82,232 0 0
BROADCOM LTD SHS Y09827109 52,586 204,693 SH   DFND 21 198,288 0 6,405
DHT HOLDINGS INC SHS NEW Y2065G121 4,096 1,140,937 SH   DFND 17 128,590 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 104 28,881 SH   DFND 21 28,881 0 0
FLEX LTD ORD Y2573F102 8,217 456,726 SH   DFND 17 370,656 0 86,070
FLEX LTD ORD Y2573F102 11,690 649,811 SH   DFND 21 90,453 0 559,358
INTERNATIONAL SEAWAYS INC COM Y41053102 842 45,629 SH   DFND 21 45,629 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,514 496,379 SH   DFND 17 296,084 0 200,295
SCORPIO TANKERS INC SHS Y7542C106 2,450 803,231 SH   DFND 21 803,231 0 0
TEEKAY TANKERS LTD CL A Y8565N102 573 409,308 SH   DFND 17 60,355 0 348,953
TEEKAY TANKERS LTD CL A Y8565N102 12 8,782 SH   DFND 21 8,782 0 0