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 1,512 40,031 SH   DFND 17 40,031 0 0
AAR CORP COM 000361105 116 3,077 SH   DFND 20 3,077 0 0
AAR CORP COM 000361105 2,083 55,127 SH   DFND 21 55,127 0 0
ACCO BRANDS CORP COM 00081T108 1,609 135,244 SH   DFND 17 121,923 0 13,321
ACCO BRANDS CORP COM 00081T108 246 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 5,846 491,289 SH   DFND 21 320,895 0 170,394
ABM INDS INC COM 000957100 12,595 301,971 SH   DFND 17 217,213 0 84,758
AFLAC INC COM 001055102 785 9,647 SH   DFND 4 9,647 0 0
AFLAC INC COM 001055102 4,406 54,138 SH   DFND 17 51,148 0 2,990
AFLAC INC COM 001055102 160 1,971 SH   DFND 20 1,971 0 0
AFLAC INC COM 001055102 13,866 170,370 SH   DFND 21 155,896 0 14,474
AFLAC INC CALL 001055902 5,421 66,600 SH Call DFND 4 66,600 0 0
AFLAC INC PUT 001055952 52,269 642,200 SH Put DFND 4 642,200 0 0
AG MTG INVT TR INC COM 001228105 2,519 130,913 SH   DFND 17 48,813 0 82,100
AG MTG INVT TR INC COM 001228105 253 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 6,434 334,416 SH   DFND 21 200,753 0 133,663
AGNC INVT CORP COM 00123Q104 13,406 618,340 SH   DFND 17 321,228 0 297,112
AGNC INVT CORP COM 00123Q104 522 24,080 SH   DFND 20 24,080 0 0
AGNC INVT CORP COM 00123Q104 33,373 1,539,360 SH   DFND 21 1,088,756 0 450,604
AES CORP COM 00130H105 5,548 503,479 SH   DFND 17 422,939 0 80,540
AK STL CORP NOTE 5.000%11/1 001546AP5 3,470 2,600,000 PRN   DFND 17 2,600,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,788 159,337 SH   DFND 17 159,337 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 323 17,483 SH   DFND 21 0 0 17,483
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 750 700,000 PRN   DFND 17 700,000 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 189 4,129 SH   DFND 20 4,129 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 470 10,276 SH   DFND 21 10,276 0 0
ANI PHARMACEUTICALS INC COM 00182C103 5,405 102,964 SH   DFND 17 89,800 0 13,164
ANI PHARMACEUTICALS INC COM 00182C103 999 19,030 SH   DFND 21 0 0 19,030
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 4,428 4,090,000 PRN   DFND 17 4,090,000 0 0
AT&T INC COM 00206R102 84,996 2,169,924 SH   DFND 4 2,163,924 0 6,000
AT&T INC COM 00206R102 158,868 4,055,861 SH   DFND 17 3,469,391 0 586,470
AT&T INC COM 00206R102 4,463 113,934 SH   DFND 20 113,934 0 0
AT&T INC COM 00206R102 344,599 8,797,531 SH   DFND 21 6,243,829 0 2,553,702
AT&T INC CALL 00206R902 17,779 453,900 SH Call DFND 4 453,900 0 0
AT&T INC PUT 00206R952 242,055 6,179,600 SH Put DFND 4 6,179,600 0 0
A10 NETWORKS INC COM 002121101 1,828 241,850 SH   DFND 17 151,100 0 90,750
AU OPTRONICS CORP SPONSORED ADR 002255107 213 52,817 SH   DFND 17 52,817 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 861 213,145 SH   DFND 21 213,145 0 0
AXT INC COM 00246W103 4,394 480,224 SH   DFND 17 464,266 0 15,958
AARONS INC COM PAR $0.50 002535300 1,367 31,341 SH   DFND 21 9,645 0 21,696
ABBOTT LABS COM 002824100 8,004 150,000 SH   DFND 4 150,000 0 0
ABBOTT LABS COM 002824100 4,703 88,130 SH   DFND 17 42,545 0 45,585
ABBOTT LABS COM 002824100 26,906 504,232 SH   DFND 21 52,569 0 451,663
ABBOTT LABS CALL 002824900 15,704 294,300 SH Call DFND 4 294,300 0 0
ABBOTT LABS PUT 002824950 51,647 967,900 SH Put DFND 4 967,900 0 0
ABBVIE INC COM 00287Y109 419,450 4,720,347 SH   DFND 17 4,441,770 0 278,577
ABBVIE INC COM 00287Y109 3,749 42,194 SH   DFND 20 42,194 0 0
ABBVIE INC COM 00287Y109 308,045 3,466,630 SH   DFND 21 2,895,873 0 570,757
ABBVIE INC COM 00287Y109 809 9,100 SH   DFND 24 9,100 0 0
ABBVIE INC CALL 00287Y909 13,071 147,100 SH Call DFND 4 147,100 0 0
ABBVIE INC PUT 00287Y959 204,840 2,305,200 SH Put DFND 4 2,305,200 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 1,768 103,714 SH   DFND 17 100,403 0 3,311
ABIOMED INC COM 003654100 2,315 13,731 SH   DFND 17 7,851 0 5,880
ABRAXAS PETE CORP COM 003830106 72 38,083 SH   DFND 17 38,083 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 699 18,553 SH   DFND 17 18,553 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 396 10,500 SH   DFND 24 10,500 0 0
ACETO CORP COM 004446100 1,658 147,674 SH   DFND 17 143,006 0 4,668
ACETO CORP NOTE 2.000%11/0 004446AD2 27,592 30,860,000 PRN   DFND 17 30,860,000 0 0
ACHAOGEN INC COM 004449104 815 51,120 SH   DFND 17 51,120 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,551 65,580 SH   DFND 17 65,580 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,940 5,500,000 PRN   DFND 17 5,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 112,202 1,739,293 SH   DFND 17 1,164,181 0 575,112
ACTIVISION BLIZZARD INC COM 00507V109 194 3,009 SH   DFND 20 3,009 0 0
ACTIVISION BLIZZARD INC COM 00507V109 50,950 789,795 SH   DFND 21 739,752 0 50,043
ACTIVISION BLIZZARD INC CALL 00507V909 11,831 183,400 SH Call DFND 4 183,400 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 80,870 1,253,600 SH Put DFND 4 1,253,600 0 0
ACUITY BRANDS INC COM 00508Y102 32 189 SH   DFND 17 189 0 0
ACUITY BRANDS INC COM 00508Y102 455 2,654 SH   DFND 21 0 0 2,654
ACUITY BRANDS INC COM 00508Y102 4,984 29,099 SH   DFND 24 29,099 0 0
ACXIOM CORP COM 005125109 29,606 1,201,525 SH   DFND 17 1,201,525 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,143 54,010 SH   DFND 17 51,674 0 2,336
ADDUS HOMECARE CORP COM 006739106 287 8,140 SH   DFND 21 0 0 8,140
ADESTO TECHNOLOGIES CORP COM 00687D101 1,037 132,076 SH   DFND 17 118,675 0 13,401
ADOBE SYS INC COM 00724F101 191,306 1,282,386 SH   DFND 17 1,188,686 0 93,700
ADOBE SYS INC COM 00724F101 5,309 35,590 SH   DFND 21 4,438 0 31,152
ADOBE SYS INC CALL 00724F901 24,346 163,200 SH Call DFND 4 163,200 0 0
ADOBE SYS INC PUT 00724F951 114,869 770,000 SH Put DFND 4 770,000 0 0
ADTALEM GLOBAL ED INC COM 00737L103 159 4,430 SH   DFND 17 4,430 0 0
ADTALEM GLOBAL ED INC COM 00737L103 6,088 169,806 SH   DFND 21 2,833 0 166,973
ADTRAN INC COM 00738A106 371 15,476 SH   DFND 17 15,476 0 0
ADTRAN INC COM 00738A106 1,747 72,811 SH   DFND 21 72,811 0 0
ADURO BIOTECH INC COM 00739L101 516 48,405 SH   DFND 17 48,405 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 234 37,931 SH   DFND 17 37,931 0 0
ADVAXIS INC COM NEW 007624208 616 147,271 SH   DFND 17 142,665 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 181 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 5,615 152,550 SH   DFND 17 152,550 0 0
AECOM COM 00766T100 125 3,383 SH   DFND 21 3,383 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 23,232 28,680,000 PRN   DFND 17 28,680,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 135 10,584 SH   DFND 17 10,584 0 0
ADVANCED MICRO DEVICES INC COM 007903107 375 29,376 SH   DFND 21 29,376 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 73,993 41,795,000 PRN   DFND 17 39,965,000 0 1,830,000
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 842 12,450 SH   DFND 17 12,450 0 0
ADVANCED ENERGY INDS COM 007973100 4,521 55,979 SH   DFND 17 42,399 0 13,580
ADVANCED ENERGY INDS COM 007973100 435 5,386 SH   DFND 20 5,386 0 0
ADVANCED ENERGY INDS COM 007973100 10,407 128,866 SH   DFND 21 124,973 0 3,893
AEROVIRONMENT INC COM 008073108 6,707 123,920 SH   DFND 17 123,920 0 0
AETNA INC NEW COM 00817Y108 113,181 711,785 SH   DFND 17 662,331 0 49,454
AETNA INC NEW COM 00817Y108 1,270 7,990 SH   DFND 20 7,990 0 0
AETNA INC NEW COM 00817Y108 139,382 876,561 SH   DFND 21 552,135 0 324,426
AETNA INC NEW COM 00817Y108 986 6,200 SH   DFND 24 6,200 0 0
AETNA INC NEW CALL 00817Y908 13,564 85,300 SH Call DFND 4 85,300 0 0
AETNA INC NEW PUT 00817Y958 90,811 571,100 SH Put DFND 4 571,100 0 0
AFFILIATED MANAGERS GROUP COM 008252108 46 242 SH   DFND 17 242 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,519 8,000 SH   DFND 21 8,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 251 3,905 SH   DFND 4 3,905 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,600 149,533 SH   DFND 17 117,623 0 31,910
AGILENT TECHNOLOGIES INC COM 00846U101 3,037 47,300 SH   DFND 20 47,300 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 150,694 2,347,262 SH   DFND 21 1,744,812 0 602,450
AGILENT TECHNOLOGIES INC COM 00846U101 937 14,600 SH   DFND 24 14,600 0 0
AGILENT TECHNOLOGIES INC CALL 00846U901 963 15,000 SH Call DFND 4 15,000 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 9,226 143,700 SH Put DFND 4 143,700 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,839 107,322 SH   DFND 21 107,322 0 0
AGENUS INC COM NEW 00847G705 1,035 234,585 SH   DFND 17 226,536 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 550 8,235 SH   DFND 17 8,235 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 260 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 7,010 65,566 SH   DFND 17 65,566 0 0
AGRIUM INC COM 008916108 5,359 50,118 SH   DFND 21 47,915 0 2,203
AIR LEASE CORP CL A 00912X302 5,985 140,427 SH   DFND 17 64,881 0 75,546
AIR LEASE CORP CL A 00912X302 50 1,166 SH   DFND 20 1,166 0 0
AIR LEASE CORP CL A 00912X302 15,251 357,826 SH   DFND 21 308,574 0 49,252
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 23,087 15,150,000 PRN   DFND 17 11,515,000 0 3,635,000
AIR PRODS & CHEMS INC COM 009158106 707 4,673 SH   DFND 4 4,673 0 0
AIR PRODS & CHEMS INC COM 009158106 2,211 14,622 SH   DFND 17 14,622 0 0
AIR PRODS & CHEMS INC COM 009158106 21,636 143,077 SH   DFND 21 143,077 0 0
AIR PRODS & CHEMS INC CALL 009158906 5,323 35,200 SH Call DFND 4 35,200 0 0
AIR PRODS & CHEMS INC PUT 009158956 40,829 270,000 SH Put DFND 4 270,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 18,942 778,226 SH   DFND 17 539,653 0 238,573
AIR TRANSPORT SERVICES GRP I COM 00922R105 925 38,015 SH   DFND 21 25,393 0 12,622
AKAMAI TECHNOLOGIES INC COM 00971T101 286 5,870 SH   DFND 17 2,740 0 3,130
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 48,764 50,195,000 PRN   DFND 17 50,195,000 0 0
AKORN INC COM 009728106 15,702 473,098 SH   DFND 4 473,098 0 0
AKORN INC COM 009728106 2,421 72,935 SH   DFND 17 72,935 0 0
AKORN INC COM 009728106 30,383 915,420 SH   DFND 21 915,420 0 0
AKORN INC COM 009728106 1,354 40,800 SH   DFND 24 40,800 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 933 47,440 SH   DFND 17 6,430 0 41,010
ALARM COM HLDGS INC COM 011642105 3,757 83,160 SH   DFND 17 27,029 0 56,131
ALARM COM HLDGS INC COM 011642105 748 16,565 SH   DFND 21 16,565 0 0
ALASKA AIR GROUP INC COM 011659109 5,201 68,196 SH   DFND 17 59,491 0 8,705
ALASKA AIR GROUP INC COM 011659109 173 2,266 SH   DFND 20 2,266 0 0
ALASKA AIR GROUP INC COM 011659109 38,076 499,221 SH   DFND 21 407,120 0 92,101
ALBEMARLE CORP COM 012653101 104,243 764,748 SH   DFND 17 695,955 0 68,793
ALBEMARLE CORP COM 012653101 12,527 91,900 SH   DFND 20 91,900 0 0
ALBEMARLE CORP COM 012653101 50,156 367,956 SH   DFND 21 348,031 0 19,925
ALBEMARLE CORP COM 012653101 11,355 83,300 SH   DFND 24 83,300 0 0
ALCOA CORP COM 013872106 13,587 291,445 SH   DFND 17 218,621 0 72,824
ALCOA CORP COM 013872106 24,778 531,492 SH   DFND 21 521,544 0 9,948
ALDER BIOPHARMACEUTICALS INC COM 014339105 178 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 93 7,600 SH   DFND 24 7,600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,633 173,429 SH   DFND 4 173,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 47 391 SH   DFND 17 391 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 254 2,134 SH   DFND 21 2,134 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,886 34,826 SH   DFND 4 34,826 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 29,393 209,517 SH   DFND 17 204,802 0 4,715
ALEXION PHARMACEUTICALS INC COM 015351109 740 5,275 SH   DFND 21 3,196 0 2,079
ALEXION PHARMACEUTICALS INC COM 015351109 393 2,800 SH   DFND 24 2,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 4,475 31,900 SH Call DFND 4 31,900 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 60,423 430,700 SH Put DFND 4 430,700 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 270 25,602 SH   DFND 20 25,602 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 4,387 415,976 SH   DFND 21 245,748 0 170,228
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,175 6,802 SH   DFND   6,802 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 373,062 2,160,047 SH   DFND 17 1,853,100 0 306,947
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 290,524 1,682,148 SH   DFND 20 1,497,327 0 184,821
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 70,353 407,346 SH   DFND 21 349,918 0 57,428
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,197 82,200 SH   DFND 24 82,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,435 14,100 SH   DFND 25 14,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 25,436 136,555 SH   DFND 17 79,012 0 57,543
ALIGN TECHNOLOGY INC COM 016255101 39,660 212,919 SH   DFND 21 208,135 0 4,784
ALLEGHENY TECHNOLOGIES INC COM 01741R102 566 23,677 SH   DFND 17 23,677 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 33,929 19,500,000 PRN   DFND 17 17,645,000 0 1,855,000
ALLEGIANCE BANCSHARES INC COM 01748H107 1,362 37,006 SH   DFND 17 35,825 0 1,181
ALLETE INC COM NEW 018522300 790 10,216 SH   DFND 21 10,216 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 577 20,760 SH   DFND 17 0 0 20,760
ALLIANCE ONE INTL INC COM NEW 018772301 3,952 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 29,495 1,524,270 SH   DFND 17 1,524,270 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 13,045 536,812 SH   DFND 17 536,812 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,185 31,580 SH   DFND 17 31,580 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 15,289 407,370 SH   DFND 21 45,925 0 361,445
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,311 373,256 SH   DFND 21 373,256 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 37,226 34,910,000 PRN   DFND 17 34,910,000 0 0
ALLSTATE CORP COM 020002101 27,039 294,187 SH   DFND 17 199,587 0 94,600
ALLSTATE CORP COM 020002101 343 3,728 SH   DFND 20 3,728 0 0
ALLSTATE CORP COM 020002101 53,321 580,139 SH   DFND 21 479,753 0 100,386
ALLSTATE CORP CALL 020002901 4,834 52,600 SH Call DFND 4 52,600 0 0
ALLSTATE CORP PUT 020002951 56,276 612,300 SH Put DFND 4 612,300 0 0
ALLY FINL INC COM 02005N100 158,848 6,547,740 SH   DFND 4 6,541,260 0 6,480
ALLY FINL INC COM 02005N100 14,713 606,481 SH   DFND 17 275,575 0 330,906
ALLY FINL INC COM 02005N100 17,945 739,704 SH   DFND 21 477,741 0 261,963
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,172 27,000 SH   DFND 24 27,000 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 1,295 112,276 SH   DFND 17 112,276 0 0
ALPHABET INC CAP STK CL C 02079K107 13,428 14,000 SH   DFND 4 14,000 0 0
ALPHABET INC CAP STK CL C 02079K107 107,803 112,399 SH   DFND 17 77,942 0 34,457
ALPHABET INC CAP STK CL C 02079K107 2,475 2,580 SH   DFND 20 2,580 0 0
ALPHABET INC CAP STK CL C 02079K107 224,954 234,545 SH   DFND 21 169,842 0 64,703
ALPHABET INC CAP STK CL A 02079K305 491,760 505,032 SH   DFND 17 451,555 0 53,477
ALPHABET INC CAP STK CL A 02079K305 2,453 2,519 SH   DFND 20 2,519 0 0
ALPHABET INC CAP STK CL A 02079K305 271,585 278,915 SH   DFND 21 178,232 0 100,683
ALPHABET INC CALL 02079K905 69,134 71,000 SH Call DFND 4 71,000 0 0
ALPHABET INC CALL 02079K905 53,360 54,800 SH Call DFND 17 54,800 0 0
ALPHABET INC CALL 02079K907 71,070 74,100 SH Call DFND 4 74,100 0 0
ALPHABET INC PUT 02079K955 713,153 732,400 SH Put DFND 4 732,400 0 0
ALPHABET INC PUT 02079K957 612,967 639,100 SH Put DFND 4 639,100 0 0
ALTABA INC CALL 021346901 5,094 76,900 SH Call DFND 4 76,900 0 0
ALTABA INC PUT 021346951 77,203 1,165,500 SH Put DFND 4 1,165,500 0 0
ALTRIA GROUP INC COM 02209S103 52,648 830,142 SH   DFND 4 830,142 0 0
ALTRIA GROUP INC COM 02209S103 24,418 385,016 SH   DFND 17 351,521 0 33,495
ALTRIA GROUP INC COM 02209S103 2,960 46,671 SH   DFND 20 46,671 0 0
ALTRIA GROUP INC COM 02209S103 181,097 2,855,516 SH   DFND 21 2,110,239 0 745,277
ALTRIA GROUP INC CALL 02209S903 30,727 484,500 SH Call DFND 4 484,500 0 0
ALTRIA GROUP INC PUT 02209S953 146,608 2,311,700 SH Put DFND 4 2,311,700 0 0
AMAZON COM INC COM 023135106 13,748 14,301 SH   DFND 4 14,301 0 0
AMAZON COM INC COM 023135106 719,177 748,091 SH   DFND 17 637,860 0 110,231
AMAZON COM INC COM 023135106 1,597 1,661 SH   DFND 20 1,661 0 0
AMAZON COM INC COM 023135106 341,579 355,312 SH   DFND 21 268,395 0 86,917
AMAZON COM INC CALL 023135906 101,326 105,400 SH Call DFND 4 105,400 0 0
AMAZON COM INC CALL 023135906 47,875 49,800 SH Call DFND 17 49,800 0 0
AMAZON COM INC PUT 023135956 811,283 843,900 SH Put DFND 4 843,900 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,189 68,915 SH   DFND 17 8,016 0 60,899
AMBER RD INC COM 02318Y108 3,361 437,666 SH   DFND 17 379,032 0 58,634
AMBEV SA SPONSORED ADR 02319V103 371 56,231 SH   DFND   56,231 0 0
AMBEV SA SPONSORED ADR 02319V103 2,461 373,500 SH   DFND 17 334,300 0 39,200
AMBEV SA SPONSORED ADR 02319V103 27,196 4,126,885 SH   DFND 21 4,126,885 0 0
AMBEV SA SPONSORED ADR 02319V103 514 78,000 SH   DFND 24 78,000 0 0
AMERCO COM 023586100 182 485 SH   DFND 17 0 0 485
AMERCO COM 023586100 5,446 14,526 SH   DFND 21 0 0 14,526
AMEREN CORP COM 023608102 20,316 351,244 SH   DFND 17 210,913 0 140,331
AMEREN CORP COM 023608102 193 3,344 SH   DFND 20 3,344 0 0
AMEREN CORP COM 023608102 39,481 682,592 SH   DFND 21 410,514 0 272,078
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 91 15,085 SH   DFND 17 15,085 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,889 60,828 SH   DFND 4 60,828 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 866 18,228 SH   DFND 17 18,228 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 20 424 SH   DFND 20 424 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 15,473 325,816 SH   DFND 21 253,148 0 72,668
AMERICAN AIRLS GROUP INC CALL 02376R902 4,236 89,200 SH Call DFND 4 89,200 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 34,231 720,800 SH Put DFND 4 720,800 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 272 15,474 SH   DFND 21 0 0 15,474
AMERICAN ELEC PWR INC COM 025537101 4,396 62,588 SH   DFND 4 62,588 0 0
AMERICAN ELEC PWR INC COM 025537101 95,144 1,354,555 SH   DFND 17 1,233,458 0 121,097
AMERICAN ELEC PWR INC COM 025537101 331 4,712 SH   DFND 20 4,712 0 0
AMERICAN ELEC PWR INC COM 025537101 21,262 302,700 SH   DFND 21 216,383 0 86,317
AMERICAN ELEC PWR INC CALL 025537901 4,179 59,500 SH Call DFND 4 59,500 0 0
AMERICAN ELEC PWR INC PUT 025537951 50,720 722,100 SH Put DFND 4 722,100 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 101 7,063 SH   DFND 17 7,063 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 28 1,955 SH   DFND 20 1,955 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,568 109,668 SH   DFND 21 15,821 0 93,847
AMERICAN EQTY INVT LIFE HLD COM 025676206 955 32,843 SH   DFND 17 32,843 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 370 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,307 216,891 SH   DFND 21 124,975 0 91,916
AMERICAN EXPRESS CO COM 025816109 5,880 65,000 SH   DFND 4 65,000 0 0
AMERICAN EXPRESS CO COM 025816109 97,653 1,079,511 SH   DFND 17 1,079,511 0 0
AMERICAN EXPRESS CO COM 025816109 812 8,975 SH   DFND 20 8,975 0 0
AMERICAN EXPRESS CO COM 025816109 175,089 1,935,545 SH   DFND 21 1,538,823 0 396,722
AMERICAN EXPRESS CO CALL 025816909 14,989 165,700 SH Call DFND 4 165,700 0 0
AMERICAN EXPRESS CO PUT 025816959 90,451 999,900 SH Put DFND 4 999,900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 48,932 472,997 SH   DFND 17 399,230 0 73,767
AMERICAN FINL GROUP INC OHIO COM 025932104 643 6,216 SH   DFND 20 6,216 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 57,772 558,453 SH   DFND 21 341,982 0 216,471
AMERICAN INTL GROUP INC COM NEW 026874784 15,655 255,006 SH   DFND 4 255,006 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 232 3,784 SH   DFND 17 3,784 0 0
AMERICAN INTL GROUP INC CALL 026874904 8,791 143,200 SH Call DFND 4 143,200 0 0
AMERICAN INTL GROUP INC PUT 026874954 60,807 990,500 SH Put DFND 4 990,500 0 0
AMERICAN NATL INS CO COM 028591105 440 3,729 SH   DFND 21 2,654 0 1,075
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 366 24,001 SH   DFND 17 19,768 0 4,233
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 21 1,386 SH   DFND 20 1,386 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 4,745 311,128 SH   DFND 21 281,968 0 29,160
AMERICAN RAILCAR INDS INC COM 02916P103 3,083 79,862 SH   DFND 17 61,999 0 17,863
AMERICAN RAILCAR INDS INC COM 02916P103 26 679 SH   DFND 20 679 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 3,067 79,459 SH   DFND 21 78,875 0 584
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,511 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21,884 160,114 SH   DFND 4 160,114 0 0
AMERICAN TOWER CORP NEW COM 03027X100 9,009 65,915 SH   DFND 17 65,915 0 0
AMERICAN TOWER CORP NEW COM 03027X100 157 1,152 SH   DFND 21 0 0 1,152
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 108,523 888,950 SH   DFND 17 838,670 0 50,280
AMERICAN TOWER CORP NEW CALL 03027X900 15,144 110,800 SH Call DFND 4 110,800 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 95,006 695,100 SH Put DFND 4 695,100 0 0
AMERICAN VANGUARD CORP COM 030371108 5,010 218,761 SH   DFND 17 212,198 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 49,876 616,440 SH   DFND 17 616,440 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 359 4,438 SH   DFND 21 888 0 3,550
AMERICAN WTR WKS CO INC NEW COM 030420103 9,386 116,000 SH   DFND 24 116,000 0 0
AMERISAFE INC COM 03071H100 233 4,005 SH   DFND 17 0 0 4,005
AMERISOURCEBERGEN CORP COM 03073E105 9,153 110,612 SH   DFND 17 107,435 0 3,177
AMERISOURCEBERGEN CORP COM 03073E105 1,144 13,829 SH   DFND 20 13,829 0 0
AMERISOURCEBERGEN CORP COM 03073E105 46,700 564,355 SH   DFND 21 485,085 0 79,270
AMERIPRISE FINL INC COM 03076C106 95,063 640,109 SH   DFND 17 638,334 0 1,775
AMERIPRISE FINL INC COM 03076C106 241 1,626 SH   DFND 20 1,626 0 0
AMERIPRISE FINL INC COM 03076C106 28,321 190,699 SH   DFND 21 135,300 0 55,399
AMERIPRISE FINL INC CALL 03076C906 3,327 22,400 SH Call DFND 4 22,400 0 0
AMERIPRISE FINL INC PUT 03076C956 10,143 68,300 SH Put DFND 4 68,300 0 0
AMERIS BANCORP COM 03076K108 12,091 251,903 SH   DFND 17 183,666 0 68,237
AMERIS BANCORP COM 03076K108 210 4,380 SH   DFND 21 4,380 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 31,260 695,600 SH   DFND 17 695,600 0 0
AMETEK INC NEW COM 031100100 11,005 166,644 SH   DFND 17 137,504 0 29,140
AMETEK INC NEW COM 031100100 139,874 2,118,021 SH   DFND 21 1,903,691 0 214,330
AMETEK INC NEW COM 031100100 8,544 129,372 SH   DFND 24 129,372 0 0
AMGEN INC COM 031162100 268,018 1,437,477 SH   DFND 17 1,301,612 0 135,865
AMGEN INC COM 031162100 2,055 11,024 SH   DFND 20 11,024 0 0
AMGEN INC COM 031162100 191,697 1,028,143 SH   DFND 21 754,526 0 273,617
AMGEN INC COM 031162100 17,713 95,000 SH   DFND 24 95,000 0 0
AMGEN INC CALL 031162900 34,120 183,000 SH Call DFND 4 183,000 0 0
AMGEN INC PUT 031162950 208,060 1,115,900 SH Put DFND 4 1,115,900 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,290 549,759 SH   DFND 17 468,209 0 81,550
AMICUS THERAPEUTICS INC COM 03152W109 3,091 205,000 SH   DFND 24 205,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 657 62,312 SH   DFND 17 62,312 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,079 291,860 SH   DFND 21 291,860 0 0
AMPHENOL CORP NEW CL A 032095101 90,955 1,074,612 SH   DFND 17 1,074,612 0 0
AMPHENOL CORP NEW CL A 032095101 84,531 998,712 SH   DFND 21 769,868 0 228,844
AMPHENOL CORP NEW CALL 032095901 1,363 16,100 SH Call DFND 4 16,100 0 0
AMPHENOL CORP NEW PUT 032095951 14,592 172,400 SH Put DFND 4 172,400 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,462 81,813 SH   DFND 17 81,813 0 0
AMTRUST FINL SVCS INC COM 032359309 759 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 9 650 SH   DFND 20 650 0 0
AMTRUST FINL SVCS INC COM 032359309 3,833 284,739 SH   DFND 21 269,806 0 14,933
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 28,660 38,615,000 PRN   DFND 17 38,615,000 0 0
ANADARKO PETE CORP COM 032511107 56,033 1,147,042 SH   DFND 4 1,147,042 0 0
ANADARKO PETE CORP COM 032511107 3,695 75,641 SH   DFND 17 75,641 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 11,110 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 4,152 85,000 SH Call DFND 4 85,000 0 0
ANADARKO PETE CORP PUT 032511957 50,306 1,029,800 SH Put DFND 4 1,029,800 0 0
ANALOG DEVICES INC COM 032654105 845 9,810 SH   DFND 4 9,810 0 0
ANALOG DEVICES INC COM 032654105 144 1,672 SH   DFND 17 1,672 0 0
ANALOG DEVICES INC COM 032654105 592 6,870 SH   DFND 20 6,870 0 0
ANALOG DEVICES INC COM 032654105 9,235 107,167 SH   DFND 21 55,462 0 51,705
ANALOG DEVICES INC CALL 032654905 4,179 48,500 SH Call DFND 4 48,500 0 0
ANALOG DEVICES INC PUT 032654955 47,919 556,100 SH Put DFND 4 556,100 0 0
ANDEAVOR COM 03349M105 2,451 23,760 SH   DFND 17 23,760 0 0
ANDEAVOR COM 03349M105 27 260 SH   DFND 20 260 0 0
ANDEAVOR COM 03349M105 31,301 303,447 SH   DFND 21 254,547 0 48,900
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 731 14,603 SH   DFND 4 14,603 0 0
ANGIES LIST INC COM 034754101 416 33,385 SH   DFND 17 0 0 33,385
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 13,877 1,493,787 SH   DFND 21 1,493,787 0 0
ANIXTER INTL INC COM 035290105 250 2,940 SH   DFND 17 0 0 2,940
ANNALY CAP MGMT INC COM 035710409 14,775 1,212,024 SH   DFND 17 568,877 0 643,147
ANNALY CAP MGMT INC COM 035710409 175 14,334 SH   DFND 20 14,334 0 0
ANNALY CAP MGMT INC COM 035710409 55,083 4,518,682 SH   DFND 21 2,785,769 0 1,732,913
ANSYS INC COM 03662Q105 45 367 SH   DFND 17 367 0 0
ANSYS INC COM 03662Q105 625 5,089 SH   DFND 21 5,089 0 0
ANTARES PHARMA INC COM 036642106 2,547 786,240 SH   DFND 17 760,967 0 25,273
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 1,037 32,905 SH   DFND 4 32,905 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 111 3,515 SH   DFND 17 3,515 0 0
ANTERO RES CORP COM 03674X106 3,278 164,740 SH   DFND 17 164,740 0 0
ANTHEM INC COM 036752103 45,672 240,531 SH   DFND 17 168,914 0 71,617
ANTHEM INC COM 036752103 1,217 6,410 SH   DFND 20 6,410 0 0
ANTHEM INC COM 036752103 132,941 700,131 SH   DFND 21 509,846 0 190,285
ANTHEM INC UNIT 05/01/20188 036752202 177,388 3,392,380 SH   DFND 17 3,392,380 0 0
ANTHEM INC CALL 036752903 11,811 62,200 SH Call DFND 4 62,200 0 0
ANTHEM INC PUT 036752953 116,510 613,600 SH Put DFND 4 613,600 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 343 57,088 SH   DFND 17 57,088 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 274 45,673 SH   DFND 21 8,780 0 36,893
APACHE CORP COM 037411105 11,521 251,544 SH   DFND 4 251,544 0 0
APACHE CORP COM 037411105 1,529 33,375 SH   DFND 17 33,375 0 0
APACHE CORP CALL 037411905 4,154 90,700 SH Call DFND 4 90,700 0 0
APACHE CORP PUT 037411955 17,056 372,400 SH Put DFND 4 372,400 0 0
APOGEE ENTERPRISES INC COM 037598109 267 5,532 SH   DFND 21 3,507 0 2,025
APOLLO INVT CORP COM 03761U106 2,301 376,611 SH   DFND 17 86,424 0 290,187
APOLLO INVT CORP COM 03761U106 1,510 247,189 SH   DFND 21 247,189 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 6,273 346,408 SH   DFND 17 88,532 0 257,876
APOLLO COML REAL EST FIN INC COM 03762U105 11,415 630,300 SH   DFND 21 316,318 0 313,982
APPLE INC COM 037833100 5,303 34,407 SH   DFND 4 34,407 0 0
APPLE INC COM 037833100 1,011,629 6,563,905 SH   DFND 17 5,513,948 0 1,049,957
APPLE INC COM 037833100 7,733 50,175 SH   DFND 20 50,175 0 0
APPLE INC COM 037833100 844,071 5,476,716 SH   DFND 21 3,912,122 0 1,564,594
APPLE INC COM 037833100 115 746 SH   DFND 24 746 0 0
APPLE INC CALL 037833900 223,150 1,447,900 SH Call DFND 4 1,447,900 0 0
APPLE INC CALL 037833900 33,906 220,000 SH Call DFND 17 220,000 0 0
APPLE INC PUT 037833950 1,734,513 11,254,300 SH Put DFND 4 11,254,300 0 0
APPFOLIO INC COM CL A 03783C100 2,129 44,390 SH   DFND 17 26,055 0 18,335
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,745 145,161 SH   DFND 17 29,707 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 161 8,490 SH   DFND 21 0 0 8,490
APPLIED MATLS INC COM 038222105 330,595 6,346,617 SH   DFND 17 5,153,552 0 1,193,065
APPLIED MATLS INC COM 038222105 1,937 37,194 SH   DFND 20 37,194 0 0
APPLIED MATLS INC COM 038222105 142,817 2,741,729 SH   DFND 21 2,111,691 0 630,038
APPLIED MATLS INC CALL 038222905 14,210 272,800 SH Call DFND 4 272,800 0 0
APPLIED MATLS INC PUT 038222955 57,414 1,102,200 SH Put DFND 4 1,102,200 0 0
ARAMARK COM 03852U106 8,582 211,320 SH   DFND 17 172,580 0 38,740
ARCH COAL INC CL A 039380407 537 7,486 SH   DFND 17 7,486 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 24,582 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,003 94,157 SH   DFND 4 94,157 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 53,952 1,269,157 SH   DFND 17 1,269,157 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 48,274 1,135,596 SH   DFND 21 772,584 0 363,012
ARCHER DANIELS MIDLAND CO CALL 039483902 7,278 171,200 SH Call DFND 4 171,200 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 23,874 561,600 SH Put DFND 4 561,600 0 0
ARCONIC INC COM 03965L100 181 7,269 SH   DFND 17 1,889 0 5,380
ARCONIC INC COM 03965L100 245 9,864 SH   DFND 21 9,864 0 0
ARCONIC INC 5.375% PFD B 1 03965L308 50,618 1,301,235 SH   DFND 17 1,301,235 0 0
ARGAN INC COM 04010E109 35,192 523,305 SH   DFND 17 503,798 0 19,507
ARGAN INC COM 04010E109 1,917 28,501 SH   DFND 21 6,260 0 22,241
ARES CAP CORP COM 04010L103 3,355 204,700 SH   DFND 17 204,700 0 0
ARES COML REAL ESTATE CORP COM 04013V108 488 36,679 SH   DFND 17 36,679 0 0
ARES COML REAL ESTATE CORP COM 04013V108 246 18,451 SH   DFND 20 18,451 0 0
ARES COML REAL ESTATE CORP COM 04013V108 714 53,680 SH   DFND 21 53,680 0 0
ARISTA NETWORKS INC COM 040413106 66,950 353,091 SH   DFND 17 292,746 0 60,345
ARISTA NETWORKS INC COM 040413106 5,620 29,638 SH   DFND 21 0 0 29,638
ARLINGTON ASSET INVT CORP CL A NEW 041356205 210 16,472 SH   DFND 17 0 0 16,472
ARLINGTON ASSET INVT CORP CL A NEW 041356205 19 1,469 SH   DFND 20 1,469 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 65 5,087 SH   DFND 21 2,832 0 2,255
ARMADA HOFFLER PPTYS INC COM 04208T108 144 10,449 SH   DFND 20 10,449 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 417 30,207 SH   DFND 21 30,207 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,806 141,490 SH   DFND 17 53,231 0 88,259
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,307 122,938 SH   DFND 21 122,938 0 0
ARMSTRONG FLOORING INC COM 04238R106 172 10,945 SH   DFND 17 10,945 0 0
ARRAY BIOPHARMA INC COM 04269X105 3,075 250,000 SH   DFND 17 211,370 0 38,630
ARRAY BIOPHARMA INC COM 04269X105 1,562 127,000 SH   DFND 24 127,000 0 0
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 7,246 3,980,000 PRN   DFND 17 3,080,000 0 900,000
ARROW ELECTRS INC COM 042735100 17,355 215,826 SH   DFND 17 135,583 0 80,243
ARROW ELECTRS INC COM 042735100 185 2,299 SH   DFND 20 2,299 0 0
ARROW ELECTRS INC COM 042735100 43,612 542,373 SH   DFND 21 368,803 0 173,570
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,958 452,120 SH   DFND 17 452,120 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,335 71,630 SH   DFND 21 43,367 0 28,263
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 4,366 120,450 SH   DFND 17 101,420 0 19,030
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 19,153 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 189 28,265 SH   DFND 17 28,265 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 357 5,456 SH   DFND 17 5,456 0 0
ASPEN TECHNOLOGY INC COM 045327103 584 9,300 SH   DFND 17 9,300 0 0
ASSURANT INC COM 04621X108 23 236 SH   DFND 17 236 0 0
ASSURANT INC COM 04621X108 6,686 69,992 SH   DFND 21 69,992 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,646 78,098 SH   DFND 17 42,843 0 35,255
ASURE SOFTWARE INC COM 04649U102 1,072 86,285 SH   DFND 17 77,175 0 9,110
ATHENAHEALTH INC COM 04685W103 41,382 332,760 SH   DFND 17 332,760 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 985 54,258 SH   DFND 17 48,625 0 5,633
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 78 1,192 SH   DFND 20 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,952 29,672 SH   DFND 21 3,755 0 25,917
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 38,020 31,550,000 PRN   DFND 17 31,550,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 27,490 21,575,000 PRN   DFND 17 16,830,000 0 4,745,000
ATMOS ENERGY CORP COM 049560105 7,748 92,415 SH   DFND 17 34,315 0 58,100
ATMOS ENERGY CORP COM 049560105 10,057 119,951 SH   DFND 21 119,519 0 432
ATRICURE INC COM 04963C209 4,108 183,647 SH   DFND 17 147,986 0 35,661
ATWOOD OCEANICS INC COM 050095108 5 489 SH   DFND 17 489 0 0
ATWOOD OCEANICS INC COM 050095108 89 9,515 SH   DFND 21 9,515 0 0
AUTODESK INC COM 052769106 1,777 15,832 SH   DFND 4 15,832 0 0
AUTODESK INC COM 052769106 2,288 20,380 SH   DFND 17 17,945 0 2,435
AUTODESK INC CALL 052769906 2,762 24,600 SH Call DFND 4 24,600 0 0
AUTODESK INC PUT 052769956 18,691 166,500 SH Put DFND 4 166,500 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,172 52,800 SH   DFND 17 47,300 0 5,500
AUTOMATIC DATA PROCESSING IN COM 053015103 10,802 98,811 SH   DFND 4 98,811 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,632 69,809 SH   DFND 17 69,809 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 38,985 356,618 SH   DFND 21 356,618 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 3,695 33,800 SH Call DFND 4 33,800 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 80,110 732,800 SH Put DFND 4 732,800 0 0
AUTOZONE INC COM 053332102 7,979 13,408 SH   DFND 4 13,408 0 0
AUTOZONE INC COM 053332102 561 943 SH   DFND 17 943 0 0
AUTOZONE INC COM 053332102 2,067 3,474 SH   DFND 21 3,474 0 0
AUTOZONE INC PUT 053332952 18,270 30,700 SH Put DFND 4 30,700 0 0
AVALONBAY CMNTYS INC COM 053484101 19,747 110,677 SH   DFND 4 110,677 0 0
AVALONBAY CMNTYS INC COM 053484101 302 1,693 SH   DFND 17 1,693 0 0
AVALONBAY CMNTYS INC COM 053484101 1,828 10,246 SH   DFND 21 0 0 10,246
AVALONBAY CMNTYS INC CALL 053484901 4,086 22,900 SH Call DFND 4 22,900 0 0
AVALONBAY CMNTYS INC PUT 053484951 27,048 151,600 SH Put DFND 4 151,600 0 0
AVANGRID INC COM 05351W103 681 14,364 SH   DFND 17 14,364 0 0
AVANGRID INC COM 05351W103 9,066 191,180 SH   DFND 21 190,420 0 760
AVERY DENNISON CORP COM 053611109 6,505 66,144 SH   DFND 17 42,244 0 23,900
AVERY DENNISON CORP COM 053611109 28,011 284,841 SH   DFND 21 225,383 0 59,458
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 21,078 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP COM 053774105 9,839 258,500 SH   DFND 4 258,500 0 0
AVISTA CORP COM 05379B107 2,749 53,098 SH   DFND 17 22,081 0 31,017
AVISTA CORP COM 05379B107 29,002 560,201 SH   DFND 21 526,838 0 33,363
AVNET INC COM 053807103 1,014 25,803 SH   DFND 17 25,803 0 0
AVNET INC COM 053807103 8,112 206,421 SH   DFND 21 206,421 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,538 92,799 SH   DFND 17 92,799 0 0
AXOGEN INC COM 05463X106 5,040 260,484 SH   DFND 17 251,677 0 8,807
AXON ENTERPRISE INC COM 05464C101 2,089 92,145 SH   DFND 17 92,145 0 0
AXSOME THERAPEUTICS INC COM 05464T104 697 125,670 SH   DFND 17 125,670 0 0
BB&T CORP COM 054937107 4,107 87,486 SH   DFND 4 87,486 0 0
BB&T CORP COM 054937107 97,072 2,068,006 SH   DFND 17 2,068,006 0 0
BB&T CORP CALL 054937907 5,492 117,000 SH Call DFND 4 117,000 0 0
BB&T CORP PUT 054937957 37,669 802,500 SH Put DFND 4 802,500 0 0
B & G FOODS INC NEW COM 05508R106 1,269 39,858 SH   DFND 21 0 0 39,858
BCE INC COM NEW 05534B760 5,733 122,645 SH   DFND 17 117,272 0 5,373
BCE INC COM NEW 05534B760 65 1,398 SH   DFND 20 1,398 0 0
BCE INC COM NEW 05534B760 30,026 642,355 SH   DFND 21 375,372 0 266,983
BGC PARTNERS INC CL A 05541T101 1,248 86,234 SH   DFND 17 76,780 0 9,454
BGC PARTNERS INC CL A 05541T101 7,287 503,627 SH   DFND 21 274,470 0 229,157
BOFI HLDG INC COM 05566U108 5,180 181,953 SH   DFND 21 181,953 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,319 23,537 SH   DFND 17 11,157 0 12,380
BWX TECHNOLOGIES INC COM 05605H100 207 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,899 33,905 SH   DFND 21 30,379 0 3,526
BADGER METER INC COM 056525108 7,556 154,209 SH   DFND 17 154,209 0 0
BADGER METER INC COM 056525108 92 1,877 SH   DFND 21 1,877 0 0
BAIDU INC SPON ADR REP A 056752108 245,561 991,405 SH   DFND 17 851,060 0 140,345
BAIDU INC SPON ADR REP A 056752108 42,974 173,500 SH   DFND 20 154,232 0 19,268
BAIDU INC SPON ADR REP A 056752108 2,567 10,364 SH   DFND 21 10,364 0 0
BAIDU INC SPON ADR REP A 056752108 9,536 38,500 SH   DFND 24 38,500 0 0
BAKER HUGHES A GE CO CL A 05722G100 7,529 205,593 SH   DFND 4 205,593 0 0
BAKER HUGHES A GE CO CL A 05722G100 18,412 502,787 SH   DFND 17 502,787 0 0
BAKER HUGHES A GE CO CL A 05722G100 7,043 192,314 SH   DFND 21 192,314 0 0
BANCFIRST CORP COM 05945F103 53 926 SH   DFND 17 926 0 0
BANCFIRST CORP COM 05945F103 1,066 18,778 SH   DFND 21 0 0 18,778
BANCO BRADESCO S A SP ADR PFD NEW 059460303 362 32,734 SH   DFND   32,734 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 442 39,962 SH   DFND 17 0 0 39,962
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,574 142,205 SH   DFND 21 142,205 0 0
BANCO MACRO SA SPON ADR B 05961W105 123 1,046 SH   DFND 20 1,046 0 0
BANCO MACRO SA SPON ADR B 05961W105 910 7,752 SH   DFND 21 7,752 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,098 240,022 SH   DFND 17 120,973 0 119,049
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 139 15,881 SH   DFND 20 15,881 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 633 72,460 SH   DFND 21 72,460 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 18,434 402,567 SH   DFND 17 402,567 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 743 16,226 SH   DFND 21 0 0 16,226
BANCORP INC DEL COM 05969A105 1,462 176,785 SH   DFND 17 176,785 0 0
BANC OF CALIFORNIA INC COM 05990K106 71 3,411 SH   DFND 17 0 0 3,411
BANC OF CALIFORNIA INC COM 05990K106 637 30,706 SH   DFND 21 20,074 0 10,632
BANK AMER CORP COM 060505104 110,389 4,356,310 SH   DFND 4 4,356,310 0 0
BANK AMER CORP COM 060505104 365,769 14,434,435 SH   DFND 17 14,036,195 0 398,240
BANK AMER CORP COM 060505104 3,679 145,170 SH   DFND 20 145,170 0 0
BANK AMER CORP COM 060505104 319,111 12,593,176 SH   DFND 21 9,278,655 0 3,314,521
BANK AMER CORP 7.25%CNV PFD L 060505682 119,468 91,795 SH   DFND 17 84,150 0 7,645
BANK AMER CORP CALL 060505904 52,216 2,060,600 SH Call DFND 4 2,060,600 0 0
BANK AMER CORP PUT 060505954 191,487 7,556,700 SH Put DFND 4 7,556,700 0 0
BANK MONTREAL QUE COM 063671101 4,126 54,650 SH   DFND 17 2,193 0 52,457
BANK MONTREAL QUE COM 063671101 229 3,029 SH   DFND 20 3,029 0 0
BANK MONTREAL QUE COM 063671101 57,657 763,608 SH   DFND 21 484,897 0 278,711
BANK NEW YORK MELLON CORP COM 064058100 1,716 32,365 SH   DFND 4 32,365 0 0
BANK NEW YORK MELLON CORP COM 064058100 36,571 689,751 SH   DFND 17 688,033 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 939 17,716 SH   DFND 20 17,716 0 0
BANK NEW YORK MELLON CORP COM 064058100 67,712 1,277,094 SH   DFND 21 879,452 0 397,642
BANK NEW YORK MELLON CORP CALL 064058900 4,358 82,200 SH Call DFND 4 82,200 0 0
BANK NEW YORK MELLON CORP PUT 064058950 65,427 1,234,000 SH Put DFND 4 1,234,000 0 0
BANK N S HALIFAX COM 064149107 14,230 221,898 SH   DFND 17 211,098 0 10,800
BANK N S HALIFAX COM 064149107 1,372 21,389 SH   DFND 20 21,389 0 0
BANK N S HALIFAX COM 064149107 9,257 144,356 SH   DFND 21 130,551 0 13,805
BANKRATE INC DEL COM 06647F102 1,315 94,291 SH   DFND 21 0 0 94,291
BARD C R INC COM 067383109 3,187 9,945 SH   DFND 17 8,740 0 1,205
BARD C R INC COM 067383109 1,386 4,323 SH   DFND 20 4,323 0 0
BARD C R INC COM 067383109 49,146 153,342 SH   DFND 21 129,779 0 23,563
BARD C R INC CALL 067383909 6,506 20,300 SH Call DFND 4 20,300 0 0
BARD C R INC PUT 067383959 1,282 4,000 SH Put DFND 4 4,000 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 4,240 182,300 SH   DFND 20 182,300 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 19,771 850,000 SH   DFND 25 850,000 0 0
BARNES GROUP INC COM 067806109 30,262 429,614 SH   DFND 17 429,614 0 0
BARRICK GOLD CORP COM 067901108 24,698 1,538,258 SH   DFND 21 1,538,258 0 0
BARRACUDA NETWORKS INC COM 068323104 6,008 247,939 SH   DFND 17 181,678 0 66,261
BARRETT BUSINESS SERVICES IN COM 068463108 239 4,234 SH   DFND 17 4,234 0 0
BARRETT BILL CORP COM 06846N104 2,405 560,542 SH   DFND 17 63,823 0 496,719
BASSETT FURNITURE INDS INC COM 070203104 561 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 984 15,688 SH   DFND 4 15,688 0 0
BAXTER INTL INC COM 071813109 191,262 3,047,998 SH   DFND 17 2,837,162 0 210,836
BAXTER INTL INC COM 071813109 1,286 20,489 SH   DFND 20 20,489 0 0
BAXTER INTL INC COM 071813109 124,560 1,985,022 SH   DFND 21 1,299,954 0 685,068
BAXTER INTL INC CALL 071813909 3,006 47,900 SH Call DFND 4 47,900 0 0
BAXTER INTL INC PUT 071813959 36,401 580,100 SH Put DFND 4 580,100 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 940 50,180 SH   DFND 17 7,470 0 42,710
BECTON DICKINSON & CO COM 075887109 5,006 25,547 SH   DFND 4 25,547 0 0
BECTON DICKINSON & CO COM 075887109 10,949 55,874 SH   DFND 17 33,033 0 22,841
BECTON DICKINSON & CO COM 075887109 1,211 6,181 SH   DFND 20 6,181 0 0
BECTON DICKINSON & CO COM 075887109 46,819 238,932 SH   DFND 21 145,791 0 93,141
BECTON DICKINSON & CO PFD SHS CONV A 075887208 190,937 3,455,250 SH   DFND 17 3,270,535 0 184,715
BECTON DICKINSON & CO CALL 075887909 3,743 19,100 SH Call DFND 4 19,100 0 0
BECTON DICKINSON & CO PUT 075887959 41,267 210,600 SH Put DFND 4 210,600 0 0
BECTON DICKINSON & CO PUT 075887959 8,426 43,000 SH Put DFND 21 43,000 0 0
BELDEN INC COM 077454106 28,732 356,790 SH   DFND 17 356,790 0 0
BELDEN INC COM 077454106 113 1,399 SH   DFND 20 1,399 0 0
BELDEN INC COM 077454106 330 4,099 SH   DFND 21 4,099 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 226 19,559 SH   DFND 17 17,493 0 2,066
BEMIS INC COM 081437105 1,124 24,658 SH   DFND 17 24,658 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,139 33,358 SH   DFND 17 33,358 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,877 142,820 SH   DFND 21 90,856 0 51,964
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,049 93,000 SH   DFND 4 93,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,943 97,880 SH   DFND 17 84,403 0 13,477
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 114,641 625,362 SH   DFND 21 576,330 0 49,032
BERKSHIRE HATHAWAY INC DEL CALL 084670902 107,279 585,200 SH Call DFND 4 585,200 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 391,040 2,133,100 SH Put DFND 4 2,133,100 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 30,063 775,830 SH   DFND 17 775,830 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 154 3,987 SH   DFND 20 3,987 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 10,902 281,337 SH   DFND 21 236,860 0 44,477
BERRY GLOBAL GROUP INC COM 08579W103 22,274 393,186 SH   DFND 17 300,818 0 92,368
BERRY GLOBAL GROUP INC COM 08579W103 11,071 195,434 SH   DFND 21 185,928 0 9,506
BERRY GLOBAL GROUP INC COM 08579W103 736 13,000 SH   DFND 24 13,000 0 0
BEST BUY INC COM 086516101 15,039 264,032 SH   DFND 17 251,123 0 12,909
BEST BUY INC COM 086516101 1,406 24,691 SH   DFND 20 24,691 0 0
BEST BUY INC COM 086516101 90,218 1,583,889 SH   DFND 21 969,972 0 613,917
BIG 5 SPORTING GOODS CORP COM 08915P101 1,932 252,533 SH   DFND 17 134,664 0 117,869
BIG 5 SPORTING GOODS CORP COM 08915P101 2,667 348,617 SH   DFND 21 194,758 0 153,859
BIG LOTS INC COM 089302103 4,485 83,728 SH   DFND 17 79,659 0 4,069
BIG LOTS INC COM 089302103 207 3,859 SH   DFND 20 3,859 0 0
BIG LOTS INC COM 089302103 22,027 411,177 SH   DFND 21 315,268 0 95,909
BIO RAD LABS INC CL A 090572207 16,110 72,497 SH   DFND 17 57,597 0 14,900
BIO RAD LABS INC CL A 090572207 215 966 SH   DFND 21 966 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 835 159,364 SH   DFND 17 154,275 0 5,089
BIOMARIN PHARMACEUTICAL INC COM 09061G101 37,024 397,809 SH   DFND 17 376,944 0 20,865
BIOMARIN PHARMACEUTICAL INC COM 09061G101 291 3,126 SH   DFND 21 1,755 0 1,371
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,012 64,600 SH   DFND 24 64,600 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 45,881 41,080,000 PRN   DFND 17 41,080,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 40,167 33,375,000 PRN   DFND 17 30,790,000 0 2,585,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 27,608 27,200,000 PRN   DFND 17 25,200,000 0 2,000,000
BIOGEN INC COM 09062X103 117,440 375,064 SH   DFND 17 371,400 0 3,664
BIOGEN INC COM 09062X103 831 2,653 SH   DFND 20 2,653 0 0
BIOGEN INC COM 09062X103 55,759 178,076 SH   DFND 21 115,979 0 62,097
BIOGEN INC COM 09062X103 2,161 6,900 SH   DFND 24 6,900 0 0
BIOGEN INC CALL 09062X903 13,683 43,700 SH Call DFND 4 43,700 0 0
BIOGEN INC PUT 09062X953 107,682 343,900 SH Put DFND 4 343,900 0 0
BIOTELEMETRY INC COM 090672106 13,788 417,805 SH   DFND 17 362,929 0 54,876
BIOTELEMETRY INC COM 090672106 81 2,466 SH   DFND 20 2,466 0 0
BIOTELEMETRY INC COM 090672106 237 7,188 SH   DFND 21 7,188 0 0
BIO TECHNE CORP COM 09073M104 3,236 26,765 SH   DFND 17 26,765 0 0
BIO TECHNE CORP COM 09073M104 2,152 17,800 SH   DFND 24 17,800 0 0
BIOVERATIV INC COM 09075E100 15,672 274,618 SH   DFND 17 248,818 0 25,800
BIOVERATIV INC COM 09075E100 146 2,550 SH   DFND 21 2,550 0 0
BIOVERATIV INC COM 09075E100 1,746 30,600 SH   DFND 24 30,600 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,950 84,901 SH   DFND 17 71,434 0 13,467
BLACK HILLS CORP COM 092113109 1,371 19,900 SH   DFND 4 19,900 0 0
BLACK HILLS CORP COM 092113109 26,946 391,260 SH   DFND 17 391,260 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 657 14,994 SH   DFND 21 14,994 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 91,276 81,300,000 PRN   DFND 17 75,295,000 0 6,005,000
BLACKROCK INC COM 09247X101 43,471 97,232 SH   DFND 17 94,952 0 2,280
BLACKROCK INC COM 09247X101 12,632 28,253 SH   DFND 21 27,815 0 438
BLACKROCK INC CALL 09247X901 10,909 24,400 SH Call DFND 4 24,400 0 0
BLACKROCK INC PUT 09247X951 84,634 189,300 SH Put DFND 4 189,300 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 14,238 458,988 SH   DFND 17 458,988 0 0
BLOCK H & R INC COM 093671105 24 889 SH   DFND 17 889 0 0
BLOCK H & R INC COM 093671105 750 28,320 SH   DFND 21 28,320 0 0
BLUCORA INC COM 095229100 2,250 88,936 SH   DFND 17 88,936 0 0
BLUCORA INC COM 095229100 12,429 491,274 SH   DFND 21 363,140 0 128,134
BLUE BUFFALO PET PRODS INC COM 09531U102 17,547 618,951 SH   DFND 17 511,076 0 107,875
BLUEBIRD BIO INC COM 09609G100 2,071 15,078 SH   DFND 17 15,078 0 0
BLUEBIRD BIO INC COM 09609G100 687 5,000 SH   DFND 24 5,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 503 7,226 SH   DFND 17 7,226 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 32,513 2,211,769 SH   DFND 17 2,211,769 0 0
BOB EVANS FARMS INC COM 096761101 7,292 94,080 SH   DFND 17 71,523 0 22,557
BOB EVANS FARMS INC COM 096761101 4,655 60,053 SH   DFND 21 60,053 0 0
BOEING CO COM 097023105 237,943 936,009 SH   DFND 17 894,668 0 41,341
BOEING CO COM 097023105 52,008 204,585 SH   DFND 21 138,057 0 66,528
BOEING CO COM 097023105 151 593 SH   DFND 24 593 0 0
BOEING CO CALL 097023905 20,591 81,000 SH Call DFND 4 81,000 0 0
BOEING CO PUT 097023955 331,439 1,303,800 SH Put DFND 4 1,303,800 0 0
BOINGO WIRELESS INC COM 09739C102 8,542 399,711 SH   DFND 17 389,156 0 10,555
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 39,452 1,055,141 SH   DFND 17 1,055,141 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 343 9,184 SH   DFND 20 9,184 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,373 116,946 SH   DFND 21 102,074 0 14,872
BORGWARNER INC COM 099724106 6,718 131,127 SH   DFND 17 131,127 0 0
BOSTON PROPERTIES INC COM 101121101 27,137 220,844 SH   DFND 4 220,844 0 0
BOSTON PROPERTIES INC COM 101121101 81 659 SH   DFND 17 659 0 0
BOSTON PROPERTIES INC CALL 101121901 602 4,900 SH Call DFND 4 4,900 0 0
BOSTON PROPERTIES INC PUT 101121951 8,909 72,500 SH Put DFND 4 72,500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 11,097 380,438 SH   DFND 17 281,157 0 99,281
BOSTON SCIENTIFIC CORP COM 101137107 25,324 868,143 SH   DFND 21 419,528 0 448,615
BOSTON SCIENTIFIC CORP CALL 101137907 5,312 182,100 SH Call DFND 4 182,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 18,925 648,800 SH Put DFND 4 648,800 0 0
BOX INC CL A 10316T104 1,222 63,274 SH   DFND 17 63,274 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4,031 230,500 SH   DFND 4 230,500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 661 37,804 SH   DFND 21 5,660 0 32,144
BRASKEM S A SP ADR PFD A 105532105 942 35,217 SH   DFND 17 1,417 0 33,800
BRASKEM S A SP ADR PFD A 105532105 1,196 44,732 SH   DFND 21 44,732 0 0
BRIGGS & STRATTON CORP COM 109043109 832 35,399 SH   DFND 17 35,399 0 0
BRIGGS & STRATTON CORP COM 109043109 2,345 99,775 SH   DFND 21 81,260 0 18,515
BRIGHT HORIZONS FAM SOL IN D COM 109194100 16,292 188,975 SH   DFND 17 141,788 0 47,187
BRIGHTHOUSE FINL INC COM 10922N103 795 13,071 SH   DFND 17 12,046 0 1,025
BRIGHTHOUSE FINL INC COM 10922N103 14 235 SH   DFND 20 235 0 0
BRIGHTHOUSE FINL INC COM 10922N103 4,349 71,536 SH   DFND 21 61,448 0 10,088
BRINKER INTL INC COM 109641100 4,548 142,759 SH   DFND 21 142,141 0 618
BRINKS CO COM 109696104 1,485 17,624 SH   DFND 17 14,829 0 2,795
BRINKS CO COM 109696104 11,222 133,198 SH   DFND 21 84,072 0 49,126
BRISTOL MYERS SQUIBB CO COM 110122108 144,143 2,261,423 SH   DFND 17 2,116,468 0 144,955
BRISTOL MYERS SQUIBB CO COM 110122108 23,508 368,818 SH   DFND 21 252,263 0 116,555
BRISTOL MYERS SQUIBB CO COM 110122108 1,319 20,700 SH   DFND 24 20,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 15,521 243,500 SH Call DFND 4 243,500 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 141,962 2,227,200 SH Put DFND 4 2,227,200 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 11,724 187,731 SH   DFND 17 177,348 0 10,383
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 169 2,702 SH   DFND 20 2,702 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 41,372 662,479 SH   DFND 21 578,996 0 83,483
BRIXMOR PPTY GROUP INC COM 11120U105 4,730 251,575 SH   DFND 4 251,575 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 16 842 SH   DFND 17 842 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 553 29,402 SH   DFND 21 12,755 0 16,647
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,752 157,782 SH   DFND 17 157,782 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 119 1,467 SH   DFND 20 1,467 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 39,787 492,296 SH   DFND 21 450,025 0 42,271
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 14,920 1,248,577 SH   DFND 4 1,248,577 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,927 412,325 SH   DFND 17 362,402 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 155 12,995 SH   DFND 20 12,995 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 46,164 3,863,083 SH   DFND 21 3,660,435 0 202,648
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 36,406 36,335,000 PRN   DFND 17 36,335,000 0 0
BROOKDALE SR LIVING INC COM 112463104 27,541 2,598,200 SH   DFND 4 2,598,200 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,615 3,625,000 PRN   DFND 17 3,625,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 269 17,350 SH   DFND 17 17,350 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 44 2,866 SH   DFND 20 2,866 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 89 5,725 SH   DFND 21 0 0 5,725
BROOKS AUTOMATION INC COM 114340102 12,638 416,278 SH   DFND 17 313,299 0 102,979
BROOKS AUTOMATION INC COM 114340102 10,460 344,542 SH   DFND 21 264,031 0 80,511
BROWN & BROWN INC COM 115236101 13,671 283,689 SH   DFND 17 206,040 0 77,649
BROWN & BROWN INC COM 115236101 252 5,233 SH   DFND 21 5,233 0 0
BRUKER CORP COM 116794108 9,468 318,265 SH   DFND 17 258,725 0 59,540
BRUNSWICK CORP COM 117043109 43,787 782,331 SH   DFND 17 782,331 0 0
BRUNSWICK CORP COM 117043109 1,476 26,379 SH   DFND 21 0 0 26,379
BRYN MAWR BK CORP COM 117665109 448 10,230 SH   DFND 17 10,230 0 0
BRYN MAWR BK CORP COM 117665109 1,739 39,692 SH   DFND 21 35,438 0 4,254
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 553 9,696 SH   DFND 4 9,696 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 8,533 149,700 SH   DFND 17 149,700 0 0
BURLINGTON STORES INC COM 122017106 24,083 252,288 SH   DFND 17 252,288 0 0
CAE INC COM 124765108 30,195 1,729,853 SH   DFND 17 1,729,853 0 0
CAE INC COM 124765108 1,840 105,427 SH   DFND 21 0 0 105,427
CAI INTERNATIONAL INC COM 12477X106 2,114 69,725 SH   DFND 21 8,749 0 60,976
CBIZ INC COM 124805102 257 15,791 SH   DFND 17 15,791 0 0
CBIZ INC COM 124805102 1,379 84,836 SH   DFND 21 49,519 0 35,317
CBS CORP NEW CL B 124857202 9,002 155,214 SH   DFND 4 155,214 0 0
CBS CORP NEW CL B 124857202 94,590 1,630,869 SH   DFND 17 1,476,367 0 154,502
CBS CORP NEW CALL 124857902 4,814 83,000 SH Call DFND 4 83,000 0 0
CBS CORP NEW PUT 124857952 26,042 449,000 SH Put DFND 4 449,000 0 0
CBRE GROUP INC CL A 12504L109 8,139 214,850 SH   DFND 17 177,295 0 37,555
CDW CORP COM 12514G108 40,606 615,238 SH   DFND 17 477,485 0 137,753
CDW CORP COM 12514G108 711 10,771 SH   DFND 20 10,771 0 0
CDW CORP COM 12514G108 36,362 550,941 SH   DFND 21 432,551 0 118,390
CF INDS HLDGS INC COM 125269100 9,170 260,819 SH   DFND 17 260,819 0 0
CF INDS HLDGS INC COM 125269100 1,153 32,804 SH   DFND 21 29,380 0 3,424
CF INDS HLDGS INC COM 125269100 7,830 222,700 SH   DFND 24 222,700 0 0
CIGNA CORPORATION COM 125509109 8,412 45,000 SH   DFND 4 45,000 0 0
CIGNA CORPORATION COM 125509109 12,933 69,183 SH   DFND 17 69,183 0 0
CIGNA CORPORATION COM 125509109 27,267 145,857 SH   DFND 21 72,948 0 72,909
CIGNA CORPORATION CALL 125509909 10,076 53,900 SH Call DFND 4 53,900 0 0
CIGNA CORPORATION PUT 125509959 84,067 449,700 SH Put DFND 4 449,700 0 0
CIT GROUP INC COM NEW 125581801 1,537 31,331 SH   DFND 4 31,331 0 0
CIT GROUP INC COM NEW 125581801 5,912 120,540 SH   DFND 21 0 0 120,540
CME GROUP INC COM CL A 12572Q105 62,377 459,735 SH   DFND 17 385,749 0 73,986
CME GROUP INC COM CL A 12572Q105 5,509 40,600 SH   DFND 20 40,600 0 0
CME GROUP INC CALL 12572Q905 6,160 45,400 SH Call DFND 4 45,400 0 0
CME GROUP INC PUT 12572Q955 66,510 490,200 SH Put DFND 4 490,200 0 0
CMS ENERGY CORP COM 125896100 519 11,198 SH   DFND 17 7,108 0 4,090
CMS ENERGY CORP COM 125896100 93 2,001 SH   DFND 20 2,001 0 0
CMS ENERGY CORP COM 125896100 24,304 524,700 SH   DFND 21 507,983 0 16,717
CNA FINL CORP COM 126117100 9,537 189,791 SH   DFND 17 169,560 0 20,231
CNA FINL CORP COM 126117100 202 4,026 SH   DFND 20 4,026 0 0
CNA FINL CORP COM 126117100 11,300 224,867 SH   DFND 21 186,562 0 38,305
CNO FINL GROUP INC COM 12621E103 33,061 1,416,490 SH   DFND 17 1,416,490 0 0
CNO FINL GROUP INC COM 12621E103 122 5,220 SH   DFND 20 5,220 0 0
CNO FINL GROUP INC COM 12621E103 3,978 170,447 SH   DFND 21 44,345 0 126,102
CSG SYS INTL INC COM 126349109 1,402 34,953 SH   DFND 21 0 0 34,953
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 16,807 15,620,000 PRN   DFND 17 15,620,000 0 0
CSX CORP COM 126408103 3,029 55,824 SH   DFND 17 55,824 0 0
CSX CORP COM 126408103 18,470 340,403 SH   DFND 21 294,616 0 45,787
CSX CORP CALL 126408903 9,924 182,900 SH Call DFND 4 182,900 0 0
CSX CORP PUT 126408953 70,891 1,306,500 SH Put DFND 4 1,306,500 0 0
CSRA INC COM 12650T104 29,842 924,757 SH   DFND 17 923,662 0 1,095
CSRA INC COM 12650T104 4,609 142,833 SH   DFND 21 141,415 0 1,418
CU BANCORP CALIF COM 126534106 961 24,785 SH   DFND 17 2,976 0 21,809
CU BANCORP CALIF COM 126534106 565 14,565 SH   DFND 21 0 0 14,565
CVS HEALTH CORP COM 126650100 1,742 21,419 SH   DFND 4 21,419 0 0
CVS HEALTH CORP COM 126650100 12,464 153,265 SH   DFND 17 141,298 0 11,967
CVS HEALTH CORP COM 126650100 1,982 24,370 SH   DFND 20 24,370 0 0
CVS HEALTH CORP COM 126650100 155,839 1,916,363 SH   DFND 21 1,208,833 0 707,530
CVS HEALTH CORP CALL 126650900 27,177 334,200 SH Call DFND 4 334,200 0 0
CVS HEALTH CORP PUT 126650950 89,956 1,106,200 SH Put DFND 4 1,106,200 0 0
CYS INVTS INC COM 12673A108 3,482 402,956 SH   DFND 17 376,438 0 26,518
CYS INVTS INC COM 12673A108 4,308 498,589 SH   DFND 21 77,247 0 421,342
CA INC COM 12673P105 11,766 352,472 SH   DFND 17 136,488 0 215,984
CA INC COM 12673P105 421 12,627 SH   DFND 20 12,627 0 0
CA INC COM 12673P105 8,000 239,678 SH   DFND 21 122,065 0 117,613
CABLE ONE INC COM 12685J105 264 365 SH   DFND 17 365 0 0
CABOT CORP COM 127055101 37,132 665,454 SH   DFND 17 665,454 0 0
CABOT CORP COM 127055101 4,052 72,612 SH   DFND 21 62,966 0 9,646
CABOT OIL & GAS CORP COM 127097103 5,153 192,625 SH   DFND 17 192,625 0 0
CABOT OIL & GAS CORP COM 127097103 973 36,358 SH   DFND 21 36,358 0 0
CABOT OIL & GAS CORP COM 127097103 535 20,000 SH   DFND 24 20,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,302 91,359 SH   DFND 17 55,096 0 36,263
CABOT MICROELECTRONICS CORP COM 12709P103 27,218 340,520 SH   DFND 21 229,555 0 110,965
CACI INTL INC CL A 127190304 651 4,675 SH   DFND 17 4,415 0 260
CACI INTL INC CL A 127190304 412 2,958 SH   DFND 20 2,958 0 0
CACI INTL INC CL A 127190304 3,266 23,434 SH   DFND 21 21,093 0 2,341
CADENCE DESIGN SYSTEM INC COM 127387108 45,346 1,148,877 SH   DFND 17 1,143,032 0 5,845
CAL MAINE FOODS INC COM NEW 128030202 7,890 191,969 SH   DFND 17 191,969 0 0
CAL MAINE FOODS INC COM NEW 128030202 3,711 90,296 SH   DFND 21 90,296 0 0
CAL MAINE FOODS INC COM NEW 128030202 4,879 118,705 SH   DFND 24 118,705 0 0
CALAVO GROWERS INC COM 128246105 8,617 117,725 SH   DFND 17 117,725 0 0
CALAVO GROWERS INC COM 128246105 2,657 36,293 SH   DFND 21 36,293 0 0
CALAVO GROWERS INC COM 128246105 6,156 84,092 SH   DFND 24 84,092 0 0
CALERES INC COM 129500104 200 6,569 SH   DFND 20 6,569 0 0
CALERES INC COM 129500104 1,149 37,638 SH   DFND 21 26,032 0 11,606
CALGON CARBON CORP COM 129603106 25,744 1,203,000 SH   DFND 21 1,203,000 0 0
CALLAWAY GOLF CO COM 131193104 46 3,200 SH   DFND 17 3,200 0 0
CALLAWAY GOLF CO COM 131193104 136 9,398 SH   DFND 21 0 0 9,398
CALLON PETE CO DEL COM 13123X102 9,183 816,962 SH   DFND 17 589,065 0 227,897
CALPINE CORP COM NEW 131347304 13,682 927,600 SH   DFND 21 927,600 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,268 24,800 SH   DFND 17 24,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 212 2,320 SH   DFND 21 0 0 2,320
CAMECO CORP COM 13321L108 11,398 1,183,011 SH   DFND 21 1,183,011 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 1,368 33,575 SH   DFND 17 33,575 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 23,291 266,813 SH   DFND 17 97,439 0 169,374
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,339 15,334 SH   DFND 20 15,334 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 118,097 1,352,902 SH   DFND 21 848,652 0 504,250
CANADIAN NATL RY CO COM 136375102 10,271 124,250 SH   DFND 17 18,432 0 105,818
CANADIAN NATL RY CO COM 136375102 19,917 240,942 SH   DFND 21 47,646 0 193,296
CANADIAN NAT RES LTD COM 136385101 7,495 224,299 SH   DFND 17 224,299 0 0
CANADIAN NAT RES LTD COM 136385101 11,592 346,904 SH   DFND 21 136,181 0 210,723
CANADIAN PAC RY LTD COM 13645T100 27,583 164,596 SH   DFND 17 164,596 0 0
CANADIAN PAC RY LTD COM 13645T100 380 2,265 SH   DFND 21 2,265 0 0
CANTEL MEDICAL CORP COM 138098108 10,570 112,242 SH   DFND 17 86,554 0 25,688
CAPELLA EDUCATION COMPANY COM 139594105 513 7,308 SH   DFND 17 7,308 0 0
CAPELLA EDUCATION COMPANY COM 139594105 2,712 38,658 SH   DFND 21 22,679 0 15,979
CAPITAL ONE FINL CORP COM 14040H105 29,072 343,392 SH   DFND 4 343,392 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,739 91,411 SH   DFND 17 84,720 0 6,691
CAPITAL ONE FINL CORP COM 14040H105 147 1,734 SH   DFND 20 1,734 0 0
CAPITAL ONE FINL CORP COM 14040H105 40,996 484,247 SH   DFND 21 352,272 0 131,975
CAPITAL ONE FINL CORP CALL 14040H905 5,647 66,700 SH Call DFND 4 66,700 0 0
CAPITAL ONE FINL CORP PUT 14040H955 69,574 821,800 SH Put DFND 4 821,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,059 109,735 SH   DFND 17 109,735 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,485 153,909 SH   DFND 21 153,909 0 0
CARA THERAPEUTICS INC COM 140755109 1,394 101,807 SH   DFND 17 98,579 0 3,228
CARBONITE INC COM 141337105 5,970 271,349 SH   DFND 17 215,655 0 55,694
CARDINAL HEALTH INC COM 14149Y108 12,330 184,247 SH   DFND 4 184,247 0 0
CARDINAL HEALTH INC COM 14149Y108 15,288 228,459 SH   DFND 17 223,559 0 4,900
CARDINAL HEALTH INC COM 14149Y108 828 12,370 SH   DFND 20 12,370 0 0
CARDINAL HEALTH INC COM 14149Y108 42,149 629,841 SH   DFND 21 475,403 0 154,438
CARDINAL HEALTH INC CALL 14149Y908 2,295 34,300 SH Call DFND 4 34,300 0 0
CARDINAL HEALTH INC PUT 14149Y958 30,368 453,800 SH Put DFND 4 453,800 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 18,860 20,220,000 PRN   DFND 17 20,220,000 0 0
CARE COM INC COM 141633107 2,065 129,925 SH   DFND 17 59,000 0 70,925
CAREER EDUCATION CORP COM 141665109 15 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 469 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 431 22,629 SH   DFND 17 22,629 0 0
CARETRUST REIT INC COM 14174T107 220 11,559 SH   DFND 20 11,559 0 0
CARETRUST REIT INC COM 14174T107 2,740 143,924 SH   DFND 21 109,063 0 34,861
CARLISLE COS INC COM 142339100 476 4,748 SH   DFND 17 4,748 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,753 74,290 SH   DFND 17 74,290 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,651 118,486 SH   DFND 4 118,486 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 79,674 1,233,912 SH   DFND 17 1,233,912 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 30,350 470,035 SH   DFND 21 27,979 0 442,056
CARNIVAL CORP CALL 143658900 5,721 88,600 SH Call DFND 4 88,600 0 0
CARNIVAL CORP PUT 143658950 28,617 443,200 SH Put DFND 4 443,200 0 0
CARNIVAL PLC ADR 14365C103 3,777 58,577 SH   DFND 17 58,577 0 0
CAROLINA FINL CORP NEW COM 143873107 2,095 58,382 SH   DFND 17 50,986 0 7,396
CAROLINA FINL CORP NEW COM 143873107 264 7,362 SH   DFND 21 7,362 0 0
CARRIAGE SVCS INC COM 143905107 4,329 169,107 SH   DFND 17 161,607 0 7,500
CARROLS RESTAURANT GROUP INC COM 14574X104 3,737 342,815 SH   DFND 17 330,623 0 12,192
CARS COM INC COM 14575E105 388 14,564 SH   DFND 21 0 0 14,564
CARTER INC COM 146229109 26,234 265,664 SH   DFND 17 235,897 0 29,767
CARTER INC COM 146229109 246 2,487 SH   DFND 21 2,487 0 0
CASELLA WASTE SYS INC CL A 147448104 2,161 114,965 SH   DFND 17 38,711 0 76,254
CASELLA WASTE SYS INC CL A 147448104 196 10,415 SH   DFND 20 10,415 0 0
CASELLA WASTE SYS INC CL A 147448104 864 45,956 SH   DFND 21 45,956 0 0
CATALENT INC COM 148806102 27,810 696,631 SH   DFND 17 511,709 0 184,922
CATERPILLAR INC DEL COM 149123101 221,446 1,775,686 SH   DFND 17 1,771,166 0 4,520
CATERPILLAR INC DEL COM 149123101 181 1,450 SH   DFND 21 0 0 1,450
CATERPILLAR INC DEL COM 149123101 87 699 SH   DFND 24 699 0 0
CATERPILLAR INC DEL CALL 149123901 10,750 86,200 SH Call DFND 4 86,200 0 0
CATERPILLAR INC DEL PUT 149123951 124,323 996,900 SH Put DFND 4 996,900 0 0
CATHAY GEN BANCORP COM 149150104 206 5,134 SH   DFND 17 5,134 0 0
CATO CORP NEW CL A 149205106 1,251 94,553 SH   DFND 17 11,453 0 83,100
CEDAR FAIR L P DEPOSITRY UNIT 150185106 8,151 127,120 SH   DFND 17 103,135 0 23,985
CELANESE CORP DEL COM SER A 150870103 11,008 105,572 SH   DFND 17 104,797 0 775
CELANESE CORP DEL COM SER A 150870103 409 3,924 SH   DFND 20 3,924 0 0
CELANESE CORP DEL COM SER A 150870103 7,064 67,751 SH   DFND 21 59,343 0 8,408
CELESTICA INC SUB VTG SHS 15101Q108 893 72,320 SH   DFND 17 38,331 0 33,989
CELESTICA INC SUB VTG SHS 15101Q108 206 16,725 SH   DFND 20 16,725 0 0
CELESTICA INC SUB VTG SHS 15101Q108 2,496 202,190 SH   DFND 21 160,339 0 41,851
CELGENE CORP COM 151020104 138,836 952,105 SH   DFND 17 803,358 0 148,747
CELGENE CORP COM 151020104 81,733 560,506 SH   DFND 21 472,416 0 88,090
CELGENE CORP COM 151020104 17,498 120,000 SH   DFND 24 120,000 0 0
CELGENE CORP CALL 151020904 29,456 202,000 SH Call DFND 4 202,000 0 0
CELGENE CORP PUT 151020954 153,592 1,053,300 SH Put DFND 4 1,053,300 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 48,199 41,960,000 PRN   DFND 17 41,960,000 0 0
CENTENE CORP DEL COM 15135B101 14,976 154,754 SH   DFND 17 128,219 0 26,535
CENTENE CORP DEL COM 15135B101 266 2,751 SH   DFND 20 2,751 0 0
CENTENE CORP DEL COM 15135B101 33,242 343,514 SH   DFND 21 267,989 0 75,525
CENTENNIAL RESOURCE DEV INC CL A 15136A102 2,365 131,600 SH   DFND 17 131,600 0 0
CENTERPOINT ENERGY INC COM 15189T107 22,179 759,300 SH   DFND 17 645,098 0 114,202
CENTERPOINT ENERGY INC COM 15189T107 982 33,629 SH   DFND 20 33,629 0 0
CENTERPOINT ENERGY INC COM 15189T107 99,517 3,406,947 SH   DFND 21 2,229,196 0 1,177,751
CENTERSTATE BK CORP COM 15201P109 12,768 476,417 SH   DFND 17 358,432 0 117,985
CENTERSTATE BK CORP COM 15201P109 197 7,344 SH   DFND 20 7,344 0 0
CENTERSTATE BK CORP COM 15201P109 3,299 123,082 SH   DFND 21 116,313 0 6,769
CENTRAL GARDEN & PET CO COM 153527106 2,782 71,625 SH   DFND 17 53,060 0 18,565
CENTRAL GARDEN & PET CO COM 153527106 470 12,111 SH   DFND 21 12,111 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,346 116,868 SH   DFND 17 59,206 0 57,662
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 269 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 7,696 206,936 SH   DFND 21 152,130 0 54,806
CENTURY CMNTYS INC COM 156504300 1,251 50,642 SH   DFND 17 45,278 0 5,364
CENTURY CMNTYS INC COM 156504300 857 34,682 SH   DFND 21 6,688 0 27,994
CENTURYLINK INC COM 156700106 10,081 533,386 SH   DFND 17 236,686 0 296,700
CENTURYLINK INC COM 156700106 105 5,547 SH   DFND 20 5,547 0 0
CENTURYLINK INC COM 156700106 22,382 1,184,258 SH   DFND 21 1,087,553 0 96,705
CENTURYLINK INC PUT 156700956 6,993 370,000 SH Put DFND 21 370,000 0 0
CERNER CORP COM 156782104 127 1,776 SH   DFND 4 1,776 0 0
CERNER CORP COM 156782104 90 1,261 SH   DFND 17 1,261 0 0
CERNER CORP CALL 156782904 892 12,500 SH Call DFND 4 12,500 0 0
CERNER CORP PUT 156782954 5,706 80,000 SH Put DFND 4 80,000 0 0
CEVA INC COM 157210105 5,087 118,865 SH   DFND 17 98,422 0 20,443
CHARLES RIV LABS INTL INC COM 159864107 14,970 138,584 SH   DFND 17 103,693 0 34,891
CHARLES RIV LABS INTL INC COM 159864107 402 3,726 SH   DFND 20 3,726 0 0
CHARLES RIV LABS INTL INC COM 159864107 4,946 45,789 SH   DFND 21 41,175 0 4,614
CHART INDS INC COM PAR $0.01 16115Q308 280 7,141 SH   DFND 17 7,141 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,343 34,243 SH   DFND 21 34,243 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,749 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,558 23,548 SH   DFND 4 23,548 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 6,124 16,852 SH   DFND 17 16,852 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 11,847 32,600 SH Call DFND 4 32,600 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 148,312 408,100 SH Put DFND 4 408,100 0 0
CHARTER FINL CORP MD COM 16122W108 585 31,585 SH   DFND 17 31,585 0 0
CHEESECAKE FACTORY INC COM 163072101 2,045 48,559 SH   DFND 21 15,597 0 32,962
CHEMED CORP NEW COM 16359R103 3,819 18,902 SH   DFND 17 7,296 0 11,606
CHEMED CORP NEW COM 16359R103 1,054 5,218 SH   DFND 21 5,218 0 0
CHEMOURS CO COM 163851108 122,684 2,424,102 SH   DFND 17 2,302,748 0 121,354
CHEMOURS CO COM 163851108 272 5,374 SH   DFND 20 5,374 0 0
CHEMOURS CO COM 163851108 11,114 219,595 SH   DFND 21 171,264 0 48,331
CHEMOURS CO COM 163851108 987 19,500 SH   DFND 24 19,500 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 331 11,498 SH   DFND 4 11,498 0 0
CHENIERE ENERGY INC COM NEW 16411R208 10,624 235,874 SH   DFND 4 235,874 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 97,251 140,435,000 PRN   DFND 17 133,090,000 0 7,345,000
CHERRY HILL MTG INVT CORP COM 164651101 319 17,620 SH   DFND 17 17,620 0 0
CHESAPEAKE ENERGY CORP COM 165167107 30,650 7,127,954 SH   DFND 17 7,127,954 0 0
CHEVRON CORP NEW COM 166764100 13,631 116,005 SH   DFND 4 116,005 0 0
CHEVRON CORP NEW COM 166764100 144,888 1,233,087 SH   DFND 17 1,214,132 0 18,955
CHEVRON CORP NEW COM 166764100 136 1,156 SH   DFND 20 1,156 0 0
CHEVRON CORP NEW COM 166764100 137,865 1,173,319 SH   DFND 21 864,584 0 308,735
CHEVRON CORP NEW COM 166764100 3,044 25,906 SH   DFND 24 25,906 0 0
CHEVRON CORP NEW CALL 166764900 27,718 235,900 SH Call DFND 4 235,900 0 0
CHEVRON CORP NEW PUT 166764950 294,678 2,507,900 SH Put DFND 4 2,507,900 0 0
CHICOS FAS INC COM 168615102 139 15,586 SH   DFND 20 15,586 0 0
CHICOS FAS INC COM 168615102 1,016 113,525 SH   DFND 21 45,095 0 68,430
CHILDRENS PL INC COM 168905107 1,379 11,670 SH   DFND 17 11,670 0 0
CHILDRENS PL INC COM 168905107 12,296 104,070 SH   DFND 21 81,492 0 22,578
CHIMERA INVT CORP COM NEW 16934Q208 8,956 473,360 SH   DFND 17 174,368 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 359 18,985 SH   DFND 20 18,985 0 0
CHIMERA INVT CORP COM NEW 16934Q208 25,568 1,351,359 SH   DFND 21 715,615 0 635,744
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,144 161,049 SH   DFND 17 161,049 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,346 105,717 SH   DFND 21 105,717 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 644 8,500 SH   DFND 17 0 0 8,500
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 408 5,389 SH   DFND 21 5,389 0 0
CHURCH & DWIGHT INC COM 171340102 52 1,069 SH   DFND 17 1,069 0 0
CHURCH & DWIGHT INC COM 171340102 1,019 21,022 SH   DFND 21 0 0 21,022
CHURCHILL DOWNS INC COM 171484108 1,288 6,248 SH   DFND 17 6,248 0 0
CIENA CORP COM NEW 171779309 1,252 56,986 SH   DFND 17 56,986 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 21,854 17,950,000 PRN   DFND 17 16,080,000 0 1,870,000
CINCINNATI FINL CORP COM 172062101 4,200 54,847 SH   DFND 17 15,593 0 39,254
CINCINNATI FINL CORP COM 172062101 3,932 51,353 SH   DFND 21 51,353 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,102 30,424 SH   DFND 17 30,424 0 0
CINEMARK HOLDINGS INC COM 17243V102 9,698 267,830 SH   DFND 21 267,830 0 0
CIRRUS LOGIC INC COM 172755100 12,612 236,535 SH   DFND 17 231,967 0 4,568
CIRRUS LOGIC INC COM 172755100 63 1,189 SH   DFND 20 1,189 0 0
CIRRUS LOGIC INC COM 172755100 32,386 607,398 SH   DFND 21 488,587 0 118,811
CISCO SYS INC COM 17275R102 8,924 265,348 SH   DFND 4 265,348 0 0
CISCO SYS INC COM 17275R102 173,144 5,148,503 SH   DFND 17 4,399,207 0 749,296
CISCO SYS INC COM 17275R102 2,506 74,524 SH   DFND 20 74,524 0 0
CISCO SYS INC COM 17275R102 260,414 7,743,490 SH   DFND 21 5,612,038 0 2,131,452
CISCO SYS INC CALL 17275R902 31,064 923,700 SH Call DFND 4 923,700 0 0
CISCO SYS INC PUT 17275R952 127,364 3,787,200 SH Put DFND 4 3,787,200 0 0
CINTAS CORP COM 172908105 8,798 60,981 SH   DFND 17 35,690 0 25,291
CINTAS CORP COM 172908105 23,172 160,606 SH   DFND 21 160,606 0 0
CITIGROUP INC COM NEW 172967424 273,545 3,760,579 SH   DFND 4 3,760,579 0 0
CITIGROUP INC COM NEW 172967424 180,188 2,477,155 SH   DFND 17 2,219,591 0 257,564
CITIGROUP INC COM NEW 172967424 2,814 38,690 SH   DFND 20 38,690 0 0
CITIGROUP INC COM NEW 172967424 329,711 4,532,731 SH   DFND 21 3,090,821 0 1,441,910
CITIGROUP INC CALL 172967904 51,842 712,700 SH Call DFND 4 712,700 0 0
CITIGROUP INC PUT 172967954 339,332 4,665,000 SH Put DFND 4 4,665,000 0 0
CITIZENS FINL GROUP INC COM 174610105 266 7,026 SH   DFND 4 7,026 0 0
CITIZENS FINL GROUP INC COM 174610105 27,819 734,584 SH   DFND 17 713,379 0 21,205
CITIZENS FINL GROUP INC COM 174610105 571 15,065 SH   DFND 20 15,065 0 0
CITIZENS FINL GROUP INC COM 174610105 43,481 1,148,167 SH   DFND 21 1,129,286 0 18,881
CITIZENS FINL GROUP INC PUT 174610955 5,972 157,700 SH Put DFND 4 157,700 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 98,396 84,590,000 PRN   DFND 17 82,470,000 0 2,120,000
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 5,268 243,335 SH   DFND 17 243,335 0 0
CLOROX CO DEL COM 189054109 7,408 56,161 SH   DFND 4 56,161 0 0
CLOROX CO DEL COM 189054109 1,017 7,707 SH   DFND 17 7,707 0 0
CLOVIS ONCOLOGY INC COM 189464100 16,561 200,984 SH   DFND 17 171,029 0 29,955
CLOVIS ONCOLOGY INC COM 189464100 4,697 57,000 SH   DFND 24 57,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 49,041 31,730,000 PRN   DFND 17 29,330,000 0 2,400,000
COACH INC COM 189754104 10,286 255,355 SH   DFND 17 206,300 0 49,055
COCA COLA CO COM 191216100 17,768 394,767 SH   DFND 4 394,767 0 0
COCA COLA CO COM 191216100 6,962 154,687 SH   DFND 17 128,187 0 26,500
COCA COLA CO COM 191216100 20,615 458,000 SH   DFND 21 457,000 0 1,000
COCA COLA CO CALL 191216900 20,637 458,500 SH Call DFND 4 458,500 0 0
COCA COLA CO PUT 191216950 195,285 4,338,700 SH Put DFND 4 4,338,700 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 289 3,750 SH   DFND 21 3,750 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 501 10,238 SH   DFND 21 10,238 0 0
COGNEX CORP COM 192422103 20,935 189,838 SH   DFND 17 92,756 0 97,082
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35,203 485,293 SH   DFND 17 324,903 0 160,390
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 531 7,321 SH   DFND 21 0 0 7,321
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 12,056 166,200 SH Call DFND 4 166,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 59,338 818,000 SH Put DFND 4 818,000 0 0
COHERENT INC COM 192479103 49,950 212,400 SH   DFND 17 166,112 0 46,288
COHERENT INC COM 192479103 3,584 15,242 SH   DFND 20 15,242 0 0
COHERENT INC COM 192479103 20,899 88,868 SH   DFND 21 75,160 0 13,708
COHU INC COM 192576106 370 15,528 SH   DFND 21 0 0 15,528
COLGATE PALMOLIVE CO COM 194162103 4,211 57,806 SH   DFND 4 57,806 0 0
COLGATE PALMOLIVE CO COM 194162103 1,770 24,292 SH   DFND 17 24,292 0 0
COLGATE PALMOLIVE CO COM 194162103 55,309 759,219 SH   DFND 21 511,142 0 248,077
COLGATE PALMOLIVE CO COM 194162103 750 10,300 SH   DFND 24 10,300 0 0
COLGATE PALMOLIVE CO CALL 194162903 9,944 136,500 SH Call DFND 4 136,500 0 0
COLGATE PALMOLIVE CO PUT 194162953 103,192 1,416,500 SH Put DFND 4 1,416,500 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 212 16,855 SH   DFND 17 16,855 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 858 68,293 SH   DFND 21 24,180 0 44,113
COLUMBUS MCKINNON CORP N Y COM 199333105 723 19,102 SH   DFND 17 19,102 0 0
COMFORT SYS USA INC COM 199908104 30,151 844,560 SH   DFND 17 844,560 0 0
COMFORT SYS USA INC COM 199908104 65 1,811 SH   DFND 21 1,811 0 0
COMCAST CORP NEW CL A 20030N101 13,275 344,978 SH   DFND 4 342,248 0 2,730
COMCAST CORP NEW CL A 20030N101 300,011 7,796,554 SH   DFND 17 7,324,177 0 472,377
COMCAST CORP NEW CL A 20030N101 2,808 72,963 SH   DFND 20 72,963 0 0
COMCAST CORP NEW CL A 20030N101 250,498 6,509,824 SH   DFND 21 4,449,871 0 2,059,953
COMCAST CORP NEW CALL 20030N901 32,219 837,300 SH Call DFND 4 837,300 0 0
COMCAST CORP NEW PUT 20030N951 188,290 4,893,200 SH Put DFND 4 4,893,200 0 0
COMERICA INC COM 200340107 10,040 131,659 SH   DFND 17 131,659 0 0
COMERICA INC COM 200340107 359 4,707 SH   DFND 20 4,707 0 0
COMERICA INC COM 200340107 1,049 13,751 SH   DFND 21 13,751 0 0
COMMVAULT SYSTEMS INC COM 204166102 403 6,635 SH   DFND 17 6,635 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 227 25,600 SH   DFND 17 0 0 25,600
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 918 34,076 SH   DFND 21 14,076 0 20,000
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 849 66,407 SH   DFND 17 66,407 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 14,167 1,107,653 SH   DFND 21 1,107,653 0 0
CONAGRA BRANDS INC COM 205887102 1,701 50,415 SH   DFND 17 50,415 0 0
CONAGRA BRANDS INC COM 205887102 16,283 482,596 SH   DFND 21 409,273 0 73,323
CONATUS PHARMACEUTICALS INC COM 20600T108 77 14,085 SH   DFND 17 14,085 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 1,756 119,066 SH   DFND 17 115,029 0 4,037
CONCHO RES INC COM 20605P101 2,212 16,794 SH   DFND 4 16,794 0 0
CONCHO RES INC COM 20605P101 10,800 81,993 SH   DFND 17 81,993 0 0
CONCHO RES INC COM 20605P101 1,278 9,700 SH   DFND 24 9,700 0 0
CONCHO RES INC CALL 20605P901 2,239 17,000 SH Call DFND 4 17,000 0 0
CONCHO RES INC PUT 20605P951 13,831 105,000 SH Put DFND 4 105,000 0 0
CONDUENT INC COM 206787103 488 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 28,262 1,784,223 SH   DFND 17 1,784,223 0 0
CONNS INC COM 208242107 224 7,970 SH   DFND 21 5,103 0 2,867
CONOCOPHILLIPS COM 20825C104 3,192 63,783 SH   DFND 4 63,783 0 0
CONOCOPHILLIPS COM 20825C104 112,472 2,247,184 SH   DFND 17 2,242,164 0 5,020
CONOCOPHILLIPS COM 20825C104 2,946 58,863 SH   DFND 21 44,608 0 14,255
CONOCOPHILLIPS COM 20825C104 661 13,200 SH   DFND 24 13,200 0 0
CONOCOPHILLIPS CALL 20825C904 11,527 230,300 SH Call DFND 4 230,300 0 0
CONOCOPHILLIPS PUT 20825C954 65,921 1,317,100 SH Put DFND 4 1,317,100 0 0
CONSOLIDATED EDISON INC COM 209115104 11,167 138,410 SH   DFND 17 50,010 0 88,400
CONSOLIDATED EDISON INC COM 209115104 159 1,967 SH   DFND 20 1,967 0 0
CONSOLIDATED EDISON INC COM 209115104 24,015 297,663 SH   DFND 21 283,694 0 13,969
CONSOLIDATED EDISON INC CALL 209115904 6,987 86,600 SH Call DFND 4 86,600 0 0
CONSOLIDATED EDISON INC PUT 209115954 35,249 436,900 SH Put DFND 4 436,900 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 363 6,040 SH   DFND 17 6,040 0 0
CONSTELLATION BRANDS INC CL A 21036P108 59,698 299,315 SH   DFND 17 294,646 0 4,669
CONSTELLATION BRANDS INC CL A 21036P108 1,502 7,529 SH   DFND 21 1,912 0 5,617
CONSTELLATION BRANDS INC CL A 21036P108 3,929 19,700 SH   DFND 24 19,700 0 0
CONSTELLATION BRANDS INC CALL 21036P908 7,280 36,500 SH Call DFND 4 36,500 0 0
CONSTELLATION BRANDS INC PUT 21036P958 82,173 412,000 SH Put DFND 4 412,000 0 0
CONTINENTAL RESOURCES INC COM 212015101 3,475 90,000 SH   DFND 4 90,000 0 0
CONTINENTAL RESOURCES INC COM 212015101 25,770 667,454 SH   DFND 17 662,361 0 5,093
CONTINENTAL RESOURCES INC COM 212015101 64 1,657 SH   DFND 21 0 0 1,657
CONTINENTAL RESOURCES INC COM 212015101 1,120 29,000 SH   DFND 24 29,000 0 0
CONTROL4 CORP COM 21240D107 525 17,821 SH   DFND 17 17,821 0 0
CONTROL4 CORP COM 21240D107 150 5,079 SH   DFND 21 2,814 0 2,265
CONVERGYS CORP COM 212485106 33,106 1,278,705 SH   DFND 17 1,241,999 0 36,706
CONVERGYS CORP COM 212485106 39 1,516 SH   DFND 20 1,516 0 0
CONVERGYS CORP COM 212485106 10,926 422,021 SH   DFND 21 362,327 0 59,694
COOPER COS INC COM NEW 216648402 1,473 6,211 SH   DFND 17 5,406 0 805
COOPER COS INC COM NEW 216648402 2,378 10,029 SH   DFND 20 10,029 0 0
COOPER COS INC COM NEW 216648402 15,486 65,310 SH   DFND 21 35,179 0 30,131
COOPER STD HLDGS INC COM 21676P103 1,335 11,509 SH   DFND 17 9,835 0 1,674
COOPER STD HLDGS INC COM 21676P103 186 1,600 SH   DFND 20 1,600 0 0
COOPER STD HLDGS INC COM 21676P103 21,019 181,247 SH   DFND 21 105,116 0 76,131
COOPER TIRE & RUBR CO COM 216831107 1,943 51,951 SH   DFND 21 0 0 51,951
COPART INC COM 217204106 844 24,552 SH   DFND 17 24,552 0 0
COPART INC COM 217204106 2,128 61,909 SH   DFND 21 61,909 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 861 120,454 SH   DFND 17 116,615 0 3,839
CORCEPT THERAPEUTICS INC COM 218352102 825 42,760 SH   DFND 17 0 0 42,760
CORCEPT THERAPEUTICS INC COM 218352102 364 18,885 SH   DFND 21 18,885 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 806 22,793 SH   DFND 21 14,694 0 8,099
CORECIVIC INC COM 21871N101 65 2,415 SH   DFND 17 2,415 0 0
CORECIVIC INC COM 21871N101 484 18,092 SH   DFND 21 16,068 0 2,024
CORNERSTONE ONDEMAND INC COM 21925Y103 23,851 587,320 SH   DFND 17 587,320 0 0
CORNING INC COM 219350105 149,363 4,992,067 SH   DFND 17 4,695,418 0 296,649
CORNING INC COM 219350105 1,293 43,208 SH   DFND 20 43,208 0 0
CORNING INC COM 219350105 91,915 3,072,042 SH   DFND 21 2,110,013 0 962,029
CORNING INC CALL 219350905 6,944 232,100 SH Call DFND 4 232,100 0 0
CORNING INC PUT 219350955 15,908 531,700 SH Put DFND 4 531,700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 6,566 200,000 SH   DFND 4 200,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 6,543 39,828 SH   DFND 4 39,828 0 0
COSTCO WHSL CORP NEW COM 22160K105 171,140 1,041,692 SH   DFND 17 980,324 0 61,368
COSTCO WHSL CORP NEW COM 22160K105 12,004 73,067 SH   DFND 21 13,380 0 59,687
COSTCO WHSL CORP NEW CALL 22160K905 17,940 109,200 SH Call DFND 4 109,200 0 0
COSTCO WHSL CORP NEW PUT 22160K955 133,518 812,700 SH Put DFND 4 812,700 0 0
COTIVITI HLDGS INC COM 22164K101 294 8,179 SH   DFND 21 0 0 8,179
COUSINS PPTYS INC COM 222795106 25,176 2,695,530 SH   DFND 17 2,695,530 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 375 2,473 SH   DFND 21 2,473 0 0
CRANE CO COM 224399105 41,886 523,641 SH   DFND 17 523,641 0 0
CRANE CO COM 224399105 119 1,486 SH   DFND 21 1,486 0 0
CRAWFORD & CO CL A 224633206 459 47,940 SH   DFND 17 47,940 0 0
CRAWFORD & CO CL A 224633206 1,771 184,852 SH   DFND 21 126,796 0 58,056
CREDIT ACCEP CORP MICH COM 225310101 1,010 3,605 SH   DFND 17 3,605 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,551 9,104 SH   DFND 21 9,104 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 55,320 3,501,266 SH   DFND 4 3,501,266 0 0
CRESCENT PT ENERGY CORP COM 22576C101 3 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 281 35,116 SH   DFND 21 0 0 35,116
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 359 14,727 SH   DFND 4 14,727 0 0
CRITEO S A SPONS ADS 226718104 113,292 2,729,920 SH   DFND 17 2,650,200 0 79,720
CRITEO S A SPONS ADS 226718104 30,662 738,851 SH   DFND 21 714,777 0 24,074
CROSS CTRY HEALTHCARE INC COM 227483104 3,641 255,837 SH   DFND 17 246,692 0 9,145
CROWN CASTLE INTL CORP NEW COM 22822V101 2,364 23,649 SH   DFND 4 23,649 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 515 5,151 SH   DFND 17 5,151 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 153,098 143,350 SH   DFND 17 132,950 0 10,400
CROWN CASTLE INTL CORP NEW CALL 22822V901 8,498 85,000 SH Call DFND 4 85,000 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 54,509 545,200 SH Put DFND 4 545,200 0 0
CRYOLIFE INC COM 228903100 3,975 175,126 SH   DFND 17 169,591 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 1,120 113,673 SH   DFND 17 101,720 0 11,953
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5 100 SH   DFND 17 100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 185 3,513 SH   DFND 21 1,934 0 1,579
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 454 8,600 SH   DFND 24 8,600 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 8,146 7,150,000 PRN   DFND 17 7,150,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 98,893 91,225,000 PRN   DFND 17 87,625,000 0 3,600,000
CUBESMART COM 229663109 6,271 241,554 SH   DFND 4 241,554 0 0
CUBESMART COM 229663109 134 5,160 SH   DFND 17 0 0 5,160
CUBESMART COM 229663109 10,336 398,147 SH   DFND 21 398,147 0 0
CULLEN FROST BANKERS INC COM 229899109 116 1,226 SH   DFND 20 1,226 0 0
CULLEN FROST BANKERS INC COM 229899109 341 3,596 SH   DFND 21 3,596 0 0
CUMMINS INC COM 231021106 15,403 91,671 SH   DFND 17 91,671 0 0
CUMMINS INC COM 231021106 1,229 7,314 SH   DFND 20 7,314 0 0
CUMMINS INC COM 231021106 26,111 155,395 SH   DFND 21 122,904 0 32,491
CUMMINS INC CALL 231021906 4,470 26,600 SH Call DFND 4 26,600 0 0
CUMMINS INC PUT 231021956 50,241 299,000 SH Put DFND 4 299,000 0 0
CURIS INC COM 231269101 464 311,168 SH   DFND 17 301,239 0 9,929
CUTERA INC COM 232109108 6,353 153,644 SH   DFND 17 148,765 0 4,879
CYBEROPTICS CORP COM 232517102 1,527 93,941 SH   DFND 17 90,813 0 3,128
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 88,141 67,855,000 PRN   DFND 17 62,015,000 0 5,840,000
CYTOKINETICS INC COM NEW 23282W605 1,645 113,463 SH   DFND 17 110,073 0 3,390
CYRUSONE INC COM 23283R100 31,014 526,292 SH   DFND 17 526,292 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 995 54,788 SH   DFND 17 54,788 0 0
DMC GLOBAL INC COM 23291C103 1,416 83,809 SH   DFND 17 75,057 0 8,752
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 1,030 29,738 SH   DFND 4 29,738 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 8,407 145,153 SH   DFND 4 145,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,555 95,900 SH   DFND 17 77,750 0 18,150
DDR CORP COM 23317H102 5,450 595,000 SH   DFND 4 595,000 0 0
D R HORTON INC COM 23331A109 10,572 264,762 SH   DFND 17 264,762 0 0
D R HORTON INC COM 23331A109 2,848 71,323 SH   DFND 21 44,449 0 26,874
DST SYS INC DEL COM 233326107 30,736 560,064 SH   DFND 17 547,544 0 12,520
DST SYS INC DEL COM 233326107 186 3,384 SH   DFND 20 3,384 0 0
DST SYS INC DEL COM 233326107 13,596 247,742 SH   DFND 21 164,578 0 83,164
DTE ENERGY CO COM 233331107 1,154 10,749 SH   DFND 4 10,749 0 0
DTE ENERGY CO COM 233331107 10,281 95,763 SH   DFND 17 89,217 0 6,546
DTE ENERGY CO COM 233331107 1,130 10,526 SH   DFND 20 10,526 0 0
DTE ENERGY CO COM 233331107 46,934 437,162 SH   DFND 21 310,495 0 126,667
DTE ENERGY CO CALL 233331907 1,986 18,500 SH Call DFND 4 18,500 0 0
DTE ENERGY CO PUT 233331957 8,589 80,000 SH Put DFND 4 80,000 0 0
DXC TECHNOLOGY CO COM 23355L106 143,306 1,668,673 SH   DFND 17 1,285,942 0 382,731
DXC TECHNOLOGY CO COM 23355L106 217 2,522 SH   DFND 20 2,522 0 0
DXC TECHNOLOGY CO COM 23355L106 53,229 619,801 SH   DFND 21 549,770 0 70,031
DXC TECHNOLOGY CO CALL 23355L906 4,801 55,900 SH Call DFND 4 55,900 0 0
DXC TECHNOLOGY CO PUT 23355L956 17,391 202,500 SH Put DFND 4 202,500 0 0
DANA INCORPORATED COM 235825205 39,530 1,413,804 SH   DFND 17 1,377,749 0 36,055
DANA INCORPORATED COM 235825205 100 3,572 SH   DFND 20 3,572 0 0
DANA INCORPORATED COM 235825205 5,230 187,041 SH   DFND 21 171,954 0 15,087
DANAHER CORP DEL COM 235851102 4,193 48,886 SH   DFND 4 48,886 0 0
DANAHER CORP DEL COM 235851102 46,280 539,516 SH   DFND 17 536,595 0 2,921
DANAHER CORP DEL COM 235851102 439 5,119 SH   DFND 20 5,119 0 0
DANAHER CORP DEL COM 235851102 48,981 571,005 SH   DFND 21 454,780 0 116,225
DANAHER CORP DEL COM 235851102 5,652 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 7,197 83,900 SH Call DFND 4 83,900 0 0
DANAHER CORP DEL PUT 235851952 61,744 719,800 SH Put DFND 4 719,800 0 0
DARDEN RESTAURANTS INC COM 237194105 3,617 45,914 SH   DFND 17 45,914 0 0
DARDEN RESTAURANTS INC COM 237194105 891 11,314 SH   DFND 20 11,314 0 0
DARDEN RESTAURANTS INC COM 237194105 52,446 665,724 SH   DFND 21 367,044 0 298,680
DASEKE INC COM 23753F107 1,097 84,070 SH   DFND 17 75,219 0 8,851
DATAWATCH CORP COM NEW 237917208 1,295 112,094 SH   DFND 17 100,594 0 11,500
DAVE & BUSTERS ENTMT INC COM 238337109 12,992 247,558 SH   DFND 17 188,604 0 58,954
DAVE & BUSTERS ENTMT INC COM 238337109 1,891 36,025 SH   DFND 21 17,330 0 18,695
DAVITA INC COM 23918K108 40 668 SH   DFND 17 668 0 0
DAVITA INC COM 23918K108 213 3,588 SH   DFND 21 3,588 0 0
DEAN FOODS CO NEW COM NEW 242370203 198 18,199 SH   DFND 17 4,225 0 13,974
DEAN FOODS CO NEW COM NEW 242370203 48 4,381 SH   DFND 20 4,381 0 0
DEAN FOODS CO NEW COM NEW 242370203 2,968 272,818 SH   DFND 21 110,371 0 162,447
DEERE & CO COM 244199105 136,570 1,087,424 SH   DFND 17 1,087,424 0 0
DEERE & CO COM 244199105 30,433 242,318 SH   DFND 21 77,307 0 165,011
DEERE & CO COM 244199105 9,444 75,200 SH   DFND 24 75,200 0 0
DEERE & CO CALL 244199905 9,281 73,900 SH Call DFND 4 73,900 0 0
DEERE & CO PUT 244199955 65,998 525,500 SH Put DFND 4 525,500 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 364 25,015 SH   DFND 21 0 0 25,015
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 16,294 521,396 SH   DFND 17 521,396 0 0
DELEK US HLDGS INC NEW COM 24665A103 16 608 SH   DFND 20 608 0 0
DELEK US HLDGS INC NEW COM 24665A103 1,434 53,645 SH   DFND 21 48,676 0 4,969
DELL TECHNOLOGIES INC COM CL V 24703L103 1,564 20,253 SH   DFND 17 19,734 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 10,442 135,248 SH   DFND 21 123,161 0 12,087
DELTA AIR LINES INC DEL COM NEW 247361702 7,897 163,761 SH   DFND 4 163,761 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 34,244 710,161 SH   DFND 17 701,996 0 8,165
DELTA AIR LINES INC DEL COM NEW 247361702 377 7,825 SH   DFND 20 7,825 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 34,633 718,221 SH   DFND 21 629,256 0 88,965
DELTA AIR LINES INC DEL CALL 247361902 8,188 169,800 SH Call DFND 4 169,800 0 0
DELTA AIR LINES INC DEL PUT 247361952 48,707 1,010,100 SH Put DFND 4 1,010,100 0 0
DENBURY RES INC COM NEW 247916208 864 644,621 SH   DFND 17 644,621 0 0
DELUXE CORP COM 248019101 38,077 521,888 SH   DFND 17 521,888 0 0
DELUXE CORP COM 248019101 287 3,940 SH   DFND 20 3,940 0 0
DELUXE CORP COM 248019101 11,299 154,865 SH   DFND 21 87,456 0 67,409
DENTSPLY SIRONA INC COM 24906P109 1,640 27,424 SH   DFND 17 27,424 0 0
DENTSPLY SIRONA INC COM 24906P109 4,847 81,037 SH   DFND 21 60,962 0 20,075
DERMIRA INC COM 24983L104 14 505 SH   DFND 17 505 0 0
DERMIRA INC COM 24983L104 405 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 485 650,000 PRN   DFND 17 650,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 37,012 1,008,232 SH   DFND 4 1,008,232 0 0
DEVON ENERGY CORP NEW COM 25179M103 13,942 379,788 SH   DFND 17 249,171 0 130,617
DEVON ENERGY CORP NEW CALL 25179M903 3,733 101,700 SH Call DFND 4 101,700 0 0
DEVON ENERGY CORP NEW PUT 25179M953 17,566 478,500 SH Put DFND 4 478,500 0 0
DEXCOM INC COM 252131107 37,819 772,994 SH   DFND 17 652,690 0 120,304
DEXCOM INC COM 252131107 152 3,106 SH   DFND 21 1,435 0 1,671
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,332 160,800 SH   DFND 17 160,800 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,743 28,000 SH   DFND 4 28,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 10,535 107,540 SH   DFND 17 107,540 0 0
DIAMONDBACK ENERGY INC COM 25278X109 273 2,791 SH   DFND 20 2,791 0 0
DIAMONDBACK ENERGY INC COM 25278X109 791 8,070 SH   DFND 21 8,070 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,127 11,500 SH   DFND 24 11,500 0 0
DICKS SPORTING GOODS INC COM 253393102 3,412 126,310 SH   DFND 17 126,310 0 0
DICKS SPORTING GOODS INC COM 253393102 3,521 130,345 SH   DFND 21 48,857 0 81,488
DIGITAL RLTY TR INC COM 253868103 25,716 217,321 SH   DFND 4 217,321 0 0
DIGITAL RLTY TR INC COM 253868103 7,948 67,170 SH   DFND 17 62,902 0 4,268
DIGITAL RLTY TR INC COM 253868103 7,471 63,138 SH   DFND 21 35,296 0 27,842
DIGITAL RLTY TR INC PUT 253868953 497 4,200 SH Put DFND 4 4,200 0 0
DIGITALGLOBE INC COM NEW 25389M877 585 16,588 SH   DFND 17 16,588 0 0
DILLARDS INC CL A 254067101 3,051 54,415 SH   DFND 17 54,415 0 0
DILLARDS INC CL A 254067101 675 12,039 SH   DFND 21 9,945 0 2,094
DINEEQUITY INC COM 254423106 18 424 SH   DFND 17 424 0 0
DINEEQUITY INC COM 254423106 919 21,380 SH   DFND 21 0 0 21,380
DISNEY WALT CO COM DISNEY 254687106 62,244 631,472 SH   DFND 4 629,543 0 1,929
DISNEY WALT CO COM DISNEY 254687106 156,546 1,588,175 SH   DFND 17 1,582,291 0 5,884
DISNEY WALT CO COM DISNEY 254687106 227 2,305 SH   DFND 20 2,305 0 0
DISNEY WALT CO COM DISNEY 254687106 89,338 906,344 SH   DFND 21 628,935 0 277,409
DISNEY WALT CO COM DISNEY 254687106 78 789 SH   DFND 24 789 0 0
DISNEY WALT CO CALL 254687906 30,803 312,500 SH Call DFND 4 312,500 0 0
DISNEY WALT CO PUT 254687956 192,901 1,957,000 SH Put DFND 4 1,957,000 0 0
DISCOVER FINL SVCS COM 254709108 13,287 206,057 SH   DFND 4 206,057 0 0
DISCOVER FINL SVCS COM 254709108 13,126 203,569 SH   DFND 17 203,569 0 0
DISCOVER FINL SVCS COM 254709108 22,295 345,773 SH   DFND 21 298,709 0 47,064
DISCOVER FINL SVCS CALL 254709908 3,617 56,100 SH Call DFND 4 56,100 0 0
DISCOVER FINL SVCS PUT 254709958 29,293 454,300 SH Put DFND 4 454,300 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,411 66,291 SH   DFND 17 66,291 0 0
DISCOVERY COMMUNICATNS NEW PUT 25470F954 1,437 67,500 SH Put DFND 21 67,500 0 0
DISH NETWORK CORP CL A 25470M109 4,846 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 53 979 SH   DFND 17 979 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 22,475 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 128,384 114,465,000 PRN   DFND 17 107,020,000 0 7,445,000
DR REDDYS LABS LTD ADR 256135203 519 14,532 SH   DFND 21 14,532 0 0
DOLBY LABORATORIES INC COM 25659T107 11,557 200,915 SH   DFND 17 162,840 0 38,075
DOLLAR GEN CORP NEW COM 256677105 1,977 24,387 SH   DFND 4 24,387 0 0
DOLLAR GEN CORP NEW COM 256677105 88 1,083 SH   DFND 17 1,083 0 0
DOLLAR GEN CORP NEW CALL 256677905 1,824 22,500 SH Call DFND 4 22,500 0 0
DOLLAR GEN CORP NEW PUT 256677955 24,185 298,400 SH Put DFND 4 298,400 0 0
DOLLAR TREE INC COM 256746108 584 6,726 SH   DFND 4 6,726 0 0
DOLLAR TREE INC COM 256746108 36,890 424,901 SH   DFND 17 303,640 0 121,261
DOLLAR TREE INC CALL 256746908 903 10,400 SH Call DFND 4 10,400 0 0
DOLLAR TREE INC PUT 256746958 8,812 101,500 SH Put DFND 4 101,500 0 0
DOMINION DIAMOND CORP COM 257287102 467 33,003 SH   DFND 17 0 0 33,003
DOMINION DIAMOND CORP COM 257287102 3,717 262,758 SH   DFND 21 262,758 0 0
DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 358 11,185 SH   DFND 4 11,185 0 0
DOMINION ENERGY INC COM 25746U109 8,472 110,121 SH   DFND 4 110,121 0 0
DOMINION ENERGY INC COM 25746U109 226 2,941 SH   DFND 17 2,941 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 63,438 1,250,000 SH   DFND 17 1,250,000 0 0
DOMINION ENERGY INC CALL 25746U909 5,901 76,700 SH Call DFND 4 76,700 0 0
DOMINION ENERGY INC PUT 25746U959 61,667 801,600 SH Put DFND 4 801,600 0 0
DOMINOS PIZZA INC COM 25754A201 4,287 21,591 SH   DFND 17 21,226 0 365
DOMINOS PIZZA INC COM 25754A201 528 2,658 SH   DFND 20 2,658 0 0
DOMINOS PIZZA INC COM 25754A201 12,786 64,395 SH   DFND 21 59,594 0 4,801
DOMTAR CORP COM NEW 257559203 3,948 91,228 SH   DFND 17 87,487 0 3,741
DOMTAR CORP COM NEW 257559203 42 973 SH   DFND 20 973 0 0
DOMTAR CORP COM NEW 257559203 17,053 394,063 SH   DFND 21 373,854 0 20,209
DONALDSON INC COM 257651109 436 9,481 SH   DFND 21 0 0 9,481
DONALDSON INC COM 257651109 9,787 213,040 SH   DFND 24 213,040 0 0
DONEGAL GROUP INC CL A 257701201 540 33,478 SH   DFND 21 0 0 33,478
DONNELLEY FINL SOLUTIONS INC COM 25787G100 431 20,000 SH   DFND 21 0 0 20,000
DOUGLAS EMMETT INC COM 25960P109 10,658 270,363 SH   DFND 4 270,363 0 0
DOUGLAS EMMETT INC COM 25960P109 3,753 95,203 SH   DFND 21 0 0 95,203
DOUGLAS DYNAMICS INC COM 25960R105 981 24,891 SH   DFND 17 24,891 0 0
DOWDUPONT INC COM 26078J100 134,229 1,938,883 SH   DFND 17 1,553,393 0 385,490
DOWDUPONT INC COM 26078J100 11,271 162,802 SH   DFND 20 162,802 0 0
DOWDUPONT INC COM 26078J100 145,556 2,102,505 SH   DFND 21 1,625,374 0 477,131
DOWDUPONT INC COM 26078J100 6,058 87,500 SH   DFND 24 87,500 0 0
DOWDUPONT INC CALL 26078J900 24,687 356,600 SH Call DFND 4 356,600 0 0
DOWDUPONT INC PUT 26078J950 117,255 1,693,700 SH Put DFND 4 1,693,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 87,953 994,156 SH   DFND 17 941,519 0 52,637
DR PEPPER SNAPPLE GROUP INC COM 26138E109 279 3,157 SH   DFND 20 3,157 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 42,472 480,077 SH   DFND 21 406,825 0 73,252
DUCOMMUN INC DEL COM 264147109 1,069 33,364 SH   DFND 17 29,802 0 3,562
DUCOMMUN INC DEL COM 264147109 438 13,662 SH   DFND 21 9,438 0 4,224
DUKE REALTY CORP COM NEW 264411505 1,091 37,841 SH   DFND 17 37,841 0 0
DUKE REALTY CORP COM NEW 264411505 3,205 111,208 SH   DFND 21 111,208 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 6,915 82,397 SH   DFND 4 82,397 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17,743 211,427 SH   DFND 17 163,727 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 221 2,637 SH   DFND 20 2,637 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 29,175 347,651 SH   DFND 21 186,358 0 161,293
DUKE ENERGY CORP NEW CALL 26441C904 10,591 126,200 SH Call DFND 4 126,200 0 0
DUKE ENERGY CORP NEW PUT 26441C954 84,952 1,012,300 SH Put DFND 4 1,012,300 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,599 78,812 SH   DFND 17 78,812 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 91,004 79,795,000 PRN   DFND 17 75,095,000 0 4,700,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 893 41,552 SH   DFND 17 41,552 0 0
DYNEX CAP INC COM NEW 26817Q506 409 56,259 SH   DFND 17 56,259 0 0
DYNEX CAP INC COM NEW 26817Q506 765 105,223 SH   DFND 21 49,374 0 55,849
DYNEGY INC NEW DEL COM 26817R108 226 939,700 SH   DFND 4 906,005 0 33,695
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 23,003 695,590 SH   DFND 17 695,590 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 413 6,130 SH   DFND 17 6,130 0 0
EMC INS GROUP INC COM 268664109 293 10,425 SH   DFND 17 10,425 0 0
EOG RES INC COM 26875P101 9,727 100,544 SH   DFND 4 100,544 0 0
EOG RES INC COM 26875P101 77,462 800,719 SH   DFND 17 710,780 0 89,939
EOG RES INC COM 26875P101 3,351 34,641 SH   DFND 20 34,641 0 0
EOG RES INC COM 26875P101 88,141 911,110 SH   DFND 21 631,690 0 279,420
EOG RES INC COM 26875P101 1,809 18,700 SH   DFND 24 18,700 0 0
EOG RES INC CALL 26875P901 10,158 105,000 SH Call DFND 4 105,000 0 0
EOG RES INC PUT 26875P951 84,173 870,100 SH Put DFND 4 870,100 0 0
EPR PPTYS COM SH BEN INT 26884U109 15,654 224,466 SH   DFND 4 224,466 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,132 15,094 SH   DFND 4 15,094 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 9,274 123,700 SH   DFND 17 123,700 0 0
EAGLE BANCORP INC MD COM 268948106 14,936 222,760 SH   DFND 17 165,170 0 57,590
EAGLE BANCORP INC MD COM 268948106 191 2,842 SH   DFND 21 2,842 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 16,205 371,600 SH   DFND 17 321,890 0 49,710
E TRADE FINANCIAL CORP COM NEW 269246401 562 12,881 SH   DFND 20 12,881 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 22,527 516,564 SH   DFND 21 491,529 0 25,035
EAGLE MATERIALS INC COM 26969P108 23,963 224,587 SH   DFND 17 194,611 0 29,976
EAGLE MATERIALS INC COM 26969P108 312 2,927 SH   DFND 21 2,316 0 611
EAGLE PHARMACEUTICALS INC COM 269796108 5,842 97,952 SH   DFND 17 76,367 0 21,585
EAGLE PHARMACEUTICALS INC COM 269796108 1,688 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 29,812 498,702 SH   DFND 17 498,702 0 0
EAST WEST BANCORP INC COM 27579R104 414 6,921 SH   DFND 20 6,921 0 0
EAST WEST BANCORP INC COM 27579R104 8,686 145,297 SH   DFND 21 84,213 0 61,084
EASTGROUP PPTY INC COM 277276101 15,914 180,591 SH   DFND 4 180,591 0 0
EASTGROUP PPTY INC COM 277276101 3,231 36,668 SH   DFND 21 0 0 36,668
EASTMAN CHEM CO COM 277432100 96,450 1,065,859 SH   DFND 17 1,062,317 0 3,542
EASTMAN CHEM CO COM 277432100 940 10,383 SH   DFND 20 10,383 0 0
EASTMAN CHEM CO COM 277432100 31,376 346,733 SH   DFND 21 140,894 0 205,839
EBAY INC COM 278642103 1,325 34,441 SH   DFND 17 34,441 0 0
EBAY INC COM 278642103 19,330 502,613 SH   DFND 21 256,036 0 246,577
EBAY INC CALL 278642903 7,746 201,400 SH Call DFND 4 201,400 0 0
EBAY INC PUT 278642953 37,656 979,100 SH Put DFND 4 979,100 0 0
EBIX INC COM NEW 278715206 2,561 39,246 SH   DFND 17 4,425 0 34,821
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,134 60,166 SH   DFND 17 60,166 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 35,531 36,820,000 PRN   DFND 17 36,820,000 0 0
ECHOSTAR CORP CL A 278768106 343 5,994 SH   DFND 17 5,994 0 0
ECHOSTAR CORP CL A 278768106 1,633 28,526 SH   DFND 21 28,526 0 0
ECOLAB INC COM 278865100 522 4,058 SH   DFND 4 4,058 0 0
ECOLAB INC COM 278865100 10,331 80,326 SH   DFND 17 80,326 0 0
ECOLAB INC COM 278865100 1,698 13,200 SH   DFND 20 13,200 0 0
ECOLAB INC COM 278865100 149,131 1,159,561 SH   DFND 21 965,868 0 193,693
ECOLAB INC COM 278865100 8,869 68,960 SH   DFND 24 68,960 0 0
ECOLAB INC CALL 278865900 6,238 48,500 SH Call DFND 4 48,500 0 0
ECOLAB INC PUT 278865950 28,127 218,700 SH Put DFND 4 218,700 0 0
ECOPETROL S A SPONSORED ADS 279158109 733 77,245 SH   DFND 21 0 0 77,245
EDISON INTL COM 281020107 2,780 36,027 SH   DFND 4 36,027 0 0
EDISON INTL COM 281020107 23,258 301,388 SH   DFND 17 175,845 0 125,543
EDISON INTL COM 281020107 1,235 16,009 SH   DFND 20 16,009 0 0
EDISON INTL COM 281020107 41,798 541,631 SH   DFND 21 315,967 0 225,664
EDISON INTL CALL 281020907 2,932 38,000 SH Call DFND 4 38,000 0 0
EDISON INTL PUT 281020957 28,846 373,800 SH Put DFND 4 373,800 0 0
EDITAS MEDICINE INC COM 28106W103 2,315 96,405 SH   DFND 17 81,915 0 14,490
EDITAS MEDICINE INC COM 28106W103 948 39,500 SH   DFND 24 39,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,907 17,443 SH   DFND 4 17,443 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 42,361 387,527 SH   DFND 17 265,257 0 122,270
EDWARDS LIFESCIENCES CORP COM 28176E108 9,939 90,922 SH   DFND 20 90,922 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 206 1,885 SH   DFND 21 1,692 0 193
EDWARDS LIFESCIENCES CORP CALL 28176E908 3,454 31,600 SH Call DFND 4 31,600 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 28,180 257,800 SH Put DFND 4 257,800 0 0
ELDORADO RESORTS INC COM 28470R102 4,349 169,569 SH   DFND 17 169,569 0 0
ELDORADO GOLD CORP NEW COM 284902103 8,838 4,034,170 SH   DFND 21 4,034,170 0 0
ELECTRONIC ARTS INC COM 285512109 46,035 389,929 SH   DFND 17 273,493 0 116,436
ELECTRONIC ARTS INC COM 285512109 11,120 94,188 SH   DFND 21 91,109 0 3,079
ELECTRONIC ARTS INC CALL 285512909 11,346 96,100 SH Call DFND 4 96,100 0 0
ELECTRONIC ARTS INC PUT 285512959 66,609 564,200 SH Put DFND 4 564,200 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,702 5,450,000 PRN   DFND 17 5,450,000 0 0
ELLIS PERRY INTL INC COM 288853104 2,077 87,800 SH   DFND 17 80,615 0 7,185
EMCORE CORP COM NEW 290846203 2,524 307,822 SH   DFND 17 297,960 0 9,862
EMCORE CORP COM NEW 290846203 215 26,231 SH   DFND 21 26,231 0 0
EMCOR GROUP INC COM 29084Q100 25,720 370,713 SH   DFND 17 370,713 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,889 46,690 SH   DFND 17 46,690 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 858 21,223 SH   DFND 21 21,223 0 0
EMERSON ELEC CO COM 291011104 1,318 20,975 SH   DFND 17 20,975 0 0
EMERSON ELEC CO COM 291011104 2,916 46,400 SH   DFND 21 46,400 0 0
EMERSON ELEC CO CALL 291011904 9,973 158,700 SH Call DFND 4 158,700 0 0
EMERSON ELEC CO PUT 291011954 32,520 517,500 SH Put DFND 4 517,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,638 36,030 SH   DFND 17 7,582 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 179 3,930 SH   DFND 21 0 0 3,930
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 2,512 157,219 SH   DFND 4 157,219 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 83 5,210 SH   DFND 17 0 0 5,210
ENBRIDGE INC COM 29250N105 7,372 176,904 SH   DFND 17 176,904 0 0
ENBRIDGE INC COM 29250N105 6,524 156,553 SH   DFND 21 86,202 0 70,351
ENBRIDGE INC COM 29250N105 1,125 27,000 SH   DFND 24 27,000 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1,024 64,076 SH   DFND 4 64,076 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 18,776 16,350,000 PRN   DFND 17 16,350,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 43,415 44,050,000 PRN   DFND 17 44,050,000 0 0
ENCORE WIRE CORP COM 292562105 1,497 33,434 SH   DFND 21 33,434 0 0
ENERGEN CORP COM 29265N108 9,392 171,762 SH   DFND 17 125,754 0 46,008
ENERGY RECOVERY INC COM 29270J100 897 113,585 SH   DFND 17 113,585 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 28,361 615,873 SH   DFND 17 615,873 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 658 14,299 SH   DFND 20 14,299 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 5,730 124,427 SH   DFND 21 78,501 0 45,926
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 5,921 340,680 SH   DFND 17 340,680 0 0
ENERSYS COM 29275Y102 29,689 429,216 SH   DFND 17 429,216 0 0
ENERSYS COM 29275Y102 937 13,546 SH   DFND 21 12,247 0 1,299
ENERPLUS CORP COM 292766102 5,128 521,021 SH   DFND 21 471,234 0 49,787
ENERGY XXI GULF COAST INC COM 29276K101 2,660 257,274 SH   DFND 17 257,274 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 486 80,943 SH   DFND 21 80,943 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 4,758 260,146 SH   DFND 4 260,146 0 0
ENNIS INC COM 293389102 17,832 907,482 SH   DFND 17 881,715 0 25,767
ENPRO INDS INC COM 29355X107 7,927 98,439 SH   DFND 17 71,940 0 26,499
ENOVA INTL INC COM 29357K103 78 5,780 SH   DFND 17 5,780 0 0
ENOVA INTL INC COM 29357K103 127 9,478 SH   DFND 20 9,478 0 0
ENOVA INTL INC COM 29357K103 366 27,205 SH   DFND 21 27,205 0 0
ENTEGRIS INC COM 29362U104 11,067 383,615 SH   DFND 17 282,825 0 100,790
ENTEGRIS INC COM 29362U104 88 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 766 26,545 SH   DFND 21 13,604 0 12,941
ENTERCOM COMMUNICATIONS CORP CL A 293639100 371 32,359 SH   DFND 17 32,359 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,462 127,685 SH   DFND 21 84,241 0 43,444
ENTERGY CORP NEW COM 29364G103 92,756 1,214,721 SH   DFND 17 1,208,156 0 6,565
ENTERGY CORP NEW COM 29364G103 918 12,020 SH   DFND 20 12,020 0 0
ENTERGY CORP NEW COM 29364G103 34,865 456,587 SH   DFND 21 281,149 0 175,438
ENTERPRISE FINL SVCS CORP COM 293712105 2,375 56,090 SH   DFND 17 27,321 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 181 4,283 SH   DFND 20 4,283 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,589 37,530 SH   DFND 21 33,864 0 3,666
ENTERPRISE PRODS PARTNERS L COM 293792107 5,750 220,577 SH   DFND 4 220,577 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,262 396,769 SH   DFND 17 383,594 0 13,175
ENVESTNET INC COM 29404K106 833 16,325 SH   DFND 17 0 0 16,325
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 26,618 25,350,000 PRN   DFND 17 19,690,000 0 5,660,000
ENZO BIOCHEM INC COM 294100102 4,388 419,137 SH   DFND 17 344,394 0 74,743
EPAM SYS INC COM 29414B104 407 4,630 SH   DFND   4,630 0 0
EPAM SYS INC COM 29414B104 10,291 117,036 SH   DFND 17 117,036 0 0
EPAM SYS INC COM 29414B104 1,398 15,900 SH   DFND 21 15,900 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,513 33,667 SH   DFND 17 26,772 0 6,895
ENVISION HEALTHCARE CORP COM 29414D100 97 2,158 SH   DFND 20 2,158 0 0
ENVISION HEALTHCARE CORP COM 29414D100 877 19,504 SH   DFND 21 8,415 0 11,089
EPLUS INC COM 294268107 5,723 61,904 SH   DFND 17 60,074 0 1,830
EPLUS INC COM 294268107 419 4,530 SH   DFND 21 2,910 0 1,620
EQUIFAX INC COM 294429105 9,458 89,239 SH   DFND 17 72,351 0 16,888
EQUIFAX INC COM 294429105 351 3,310 SH   DFND 20 3,310 0 0
EQUIFAX INC COM 294429105 1,342 12,663 SH   DFND 21 12,663 0 0
EQUINIX INC COM PAR $0.001 29444U700 33,510 75,084 SH   DFND 4 75,084 0 0
EQUINIX INC COM PAR $0.001 29444U700 14,882 33,346 SH   DFND 17 27,353 0 5,993
EQUINIX INC COM PAR $0.001 29444U700 179 400 SH   DFND 21 400 0 0
EQUINIX INC CALL 29444U900 5,177 11,600 SH Call DFND 4 11,600 0 0
EQUINIX INC PUT 29444U950 40,658 91,100 SH Put DFND 4 91,100 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 2,101 59,042 SH   DFND 17 59,042 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,848 151,011 SH   DFND 17 106,479 0 44,532
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,957 23,006 SH   DFND 21 23,006 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 34,169 518,258 SH   DFND 4 518,258 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 104 1,574 SH   DFND 17 1,574 0 0
EQUITY RESIDENTIAL CALL 29476L907 2,617 39,700 SH Call DFND 4 39,700 0 0
EQUITY RESIDENTIAL PUT 29476L957 16,799 254,800 SH Put DFND 4 254,800 0 0
ERIE INDTY CO CL A 29530P102 1,476 12,245 SH   DFND 21 12,245 0 0
ESCO TECHNOLOGIES INC COM 296315104 277 4,615 SH   DFND 17 4,615 0 0
ESCO TECHNOLOGIES INC COM 296315104 751 12,525 SH   DFND 21 12,525 0 0
ESSEX PPTY TR INC COM 297178105 33,566 132,134 SH   DFND 4 132,134 0 0
ESSEX PPTY TR INC COM 297178105 71 281 SH   DFND 17 281 0 0
ESSEX PPTY TR INC COM 297178105 635 2,501 SH   DFND 21 2,501 0 0
ETSY INC COM 29786A106 278 16,475 SH   DFND 17 0 0 16,475
EURONET WORLDWIDE INC COM 298736109 8,410 88,720 SH   DFND 17 60,004 0 28,716
EURONET WORLDWIDE INC COM 298736109 129 1,356 SH   DFND 20 1,356 0 0
EURONET WORLDWIDE INC COM 298736109 16,117 170,028 SH   DFND 21 132,369 0 37,659
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 30,708 22,715,000 PRN   DFND 17 17,630,000 0 5,085,000
EVANS BANCORP INC COM NEW 29911Q208 749 17,331 SH   DFND 17 15,500 0 1,831
EVERCORE INC CLASS A 29977A105 147 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 4,639 57,807 SH   DFND 21 31,168 0 26,639
EVERI HLDGS INC COM 30034T103 248 32,637 SH   DFND 21 20,584 0 12,053
EVERSOURCE ENERGY COM 30040W108 315 5,204 SH   DFND 4 5,204 0 0
EVERSOURCE ENERGY COM 30040W108 82 1,360 SH   DFND 17 1,360 0 0
EVERSOURCE ENERGY COM 30040W108 585 9,674 SH   DFND 21 6,563 0 3,111
EVERSOURCE ENERGY CALL 30040W908 2,085 34,500 SH Call DFND 4 34,500 0 0
EVERSOURCE ENERGY PUT 30040W958 4,678 77,400 SH Put DFND 4 77,400 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,820 391,708 SH   DFND 17 379,362 0 12,346
EVOLUTION PETROLEUM CORP COM 30049A107 30 4,118 SH   DFND 21 4,118 0 0
EXACT SCIENCES CORP COM 30063P105 6,528 138,530 SH   DFND 17 116,240 0 22,290
EXACT SCIENCES CORP COM 30063P105 173 3,669 SH   DFND 21 0 0 3,669
EXACTECH INC COM 30064E109 1,736 52,690 SH   DFND 17 52,690 0 0
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 5,222 135,000 SH   DFND 24 135,000 0 0
EXELON CORP COM 30161N101 2,840 75,386 SH   DFND 4 75,386 0 0
EXELON CORP COM 30161N101 14,252 378,325 SH   DFND 17 368,741 0 9,584
EXELON CORP COM 30161N101 1,449 38,460 SH   DFND 20 38,460 0 0
EXELON CORP COM 30161N101 73,881 1,961,275 SH   DFND 21 1,416,486 0 544,789
EXELON CORP CALL 30161N901 3,782 100,400 SH Call DFND 4 100,400 0 0
EXELON CORP PUT 30161N951 42,092 1,117,400 SH Put DFND 4 1,117,400 0 0
EXELIXIS INC COM 30161Q104 21,792 899,370 SH   DFND 17 748,358 0 151,012
EXELIXIS INC COM 30161Q104 690 28,479 SH   DFND 21 6,109 0 22,370
EXELIXIS INC COM 30161Q104 6,566 271,000 SH   DFND 24 271,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 36,219 251,624 SH   DFND 17 247,872 0 3,752
EXPEDIA INC DEL COM NEW 30212P303 52 359 SH   DFND 21 359 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,024 205,688 SH   DFND 4 205,688 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,643 136,498 SH   DFND 17 136,498 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,241 19,594 SH   DFND 20 19,594 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 35,563 561,632 SH   DFND 21 401,265 0 160,367
EXPRESS SCRIPTS HLDG CO CALL 30219G908 7,845 123,900 SH Call DFND 4 123,900 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 46,458 733,700 SH Put DFND 4 733,700 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,746 87,300 SH   DFND 17 87,300 0 0
EXTREME NETWORKS INC COM 30226D106 748 62,885 SH   DFND 17 17,110 0 45,775
EXTREME NETWORKS INC COM 30226D106 470 39,492 SH   DFND 21 0 0 39,492
EXXON MOBIL CORP COM 30231G102 71,655 874,054 SH   DFND 4 874,054 0 0
EXXON MOBIL CORP COM 30231G102 144,051 1,757,144 SH   DFND 17 1,697,341 0 59,803
EXXON MOBIL CORP COM 30231G102 1,651 20,136 SH   DFND 20 20,136 0 0
EXXON MOBIL CORP COM 30231G102 226,963 2,768,514 SH   DFND 21 2,032,004 0 736,510
EXXON MOBIL CORP COM 30231G102 2,222 27,100 SH   DFND 24 27,100 0 0
EXXON MOBIL CORP CALL 30231G902 39,416 480,800 SH Call DFND 4 480,800 0 0
EXXON MOBIL CORP PUT 30231G952 399,251 4,870,100 SH Put DFND 4 4,870,100 0 0
F M C CORP COM NEW 302491303 15,639 175,110 SH   DFND 17 171,855 0 3,255
F M C CORP COM NEW 302491303 7,243 81,100 SH   DFND 24 81,100 0 0
FNB CORP PA COM 302520101 28,627 2,040,423 SH   DFND 17 2,040,423 0 0
FTI CONSULTING INC COM 302941109 2,999 84,529 SH   DFND 21 84,529 0 0
FACEBOOK INC CL A 30303M102 792,201 4,636,277 SH   DFND 17 3,782,809 0 853,468
FACEBOOK INC CL A 30303M102 8,929 52,255 SH   DFND 20 52,255 0 0
FACEBOOK INC CL A 30303M102 456,345 2,670,712 SH   DFND 21 2,087,057 0 583,655
FACEBOOK INC CALL 30303M902 104,726 612,900 SH Call DFND 4 612,900 0 0
FACEBOOK INC PUT 30303M952 749,521 4,386,500 SH Put DFND 4 4,386,500 0 0
FAIR ISAAC CORP COM 303250104 1,350 9,609 SH   DFND 17 9,609 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 884 12,159 SH   DFND 17 1,865 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 2,285 31,408 SH   DFND 21 11,204 0 20,204
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16,209 130,500 SH   DFND 4 130,500 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 39 310 SH   DFND 17 310 0 0
FEDEX CORP COM 31428X106 22,319 98,941 SH   DFND 17 98,941 0 0
FEDEX CORP COM 31428X106 1,174 5,203 SH   DFND 20 5,203 0 0
FEDEX CORP COM 31428X106 67,785 300,491 SH   DFND 21 133,559 0 166,932
FEDEX CORP CALL 31428X906 11,053 49,000 SH Call DFND 4 49,000 0 0
FEDEX CORP PUT 31428X956 103,248 457,700 SH Put DFND 4 457,700 0 0
FIBROGEN INC COM 31572Q808 621 11,544 SH   DFND 17 11,544 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 349 3,739 SH   DFND 4 3,739 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 31,982 342,460 SH   DFND 17 276,211 0 66,249
FIDELITY NATL INFORMATION SV COM 31620M106 1,006 10,774 SH   DFND 20 10,774 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 19,305 206,710 SH   DFND 21 150,080 0 56,630
FIDELITY NATL INFORMATION SV CALL 31620M906 1,392 14,900 SH Call DFND 4 14,900 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 31,482 337,100 SH Put DFND 4 337,100 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 13,449 4,985,000 PRN   DFND 17 3,805,000 0 1,180,000
FIDELITY SOUTHERN CORP NEW COM 316394105 27,684 1,171,074 SH   DFND 17 1,171,074 0 0
FIFTH THIRD BANCORP COM 316773100 1,800 64,340 SH   DFND 4 64,340 0 0
FIFTH THIRD BANCORP COM 316773100 17,096 611,012 SH   DFND 17 611,012 0 0
FIFTH THIRD BANCORP COM 316773100 177 6,323 SH   DFND 20 6,323 0 0
FIFTH THIRD BANCORP COM 316773100 1,374 49,124 SH   DFND 21 47,613 0 1,511
FIFTH THIRD BANCORP CALL 316773900 1,108 39,600 SH Call DFND 4 39,600 0 0
FIFTH THIRD BANCORP PUT 316773950 18,956 677,500 SH Put DFND 4 677,500 0 0
58 COM INC SPON ADR REP A 31680Q104 6 100 SH   DFND 17 100 0 0
58 COM INC SPON ADR REP A 31680Q104 1,294 20,500 SH   DFND 20 20,500 0 0
FINISAR CORP COM NEW 31787A507 6,129 276,476 SH   DFND 17 108,059 0 168,417
FINISAR CORP COM NEW 31787A507 271 12,220 SH   DFND 20 12,220 0 0
FINISAR CORP COM NEW 31787A507 12,158 548,417 SH   DFND 21 497,796 0 50,621
FINISAR CORP NOTE 0.500%12/1 31787AAM3 1,256 1,200,000 PRN   DFND 17 1,200,000 0 0
FINISH LINE INC CL A 317923100 1,408 117,029 SH   DFND 21 10,136 0 106,893
FIREEYE INC COM 31816Q101 51,338 3,061,310 SH   DFND 17 2,738,705 0 322,605
FIREEYE INC COM 31816Q101 181 10,793 SH   DFND 21 10,793 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 31,077 32,780,000 PRN   DFND 17 32,780,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 36,078 38,690,000 PRN   DFND 17 38,690,000 0 0
FIRST AMERN FINL CORP COM 31847R102 34,941 699,240 SH   DFND 17 697,460 0 1,780
FIRST AMERN FINL CORP COM 31847R102 452 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 11,721 234,559 SH   DFND 21 105,571 0 128,988
FIRST BANCORP P R COM NEW 318672706 1,633 318,918 SH   DFND 17 163,601 0 155,317
FIRST BANCORP P R COM NEW 318672706 2,981 582,236 SH   DFND 21 554,628 0 27,608
FIRST BUSEY CORP COM NEW 319383204 490 15,623 SH   DFND 17 15,623 0 0
FIRST BUSEY CORP COM NEW 319383204 1,384 44,134 SH   DFND 21 38,224 0 5,910
FIRST CTZNS BANCSHARES INC N CL A 31946M103 393 1,051 SH   DFND 21 1,051 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 229 16,240 SH   DFND 17 16,240 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,781 52,975 SH   DFND 17 50,520 0 2,455
FIRST DATA CORP NEW COM CL A 32008D106 6,314 350,000 SH   DFND 4 350,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 612 33,900 SH   DFND 17 100 0 33,800
FIRST DATA CORP NEW COM CL A 32008D106 373 20,698 SH   DFND 20 20,698 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,982 109,856 SH   DFND 21 109,856 0 0
FIRST FINL BANCORP OH COM 320209109 305 11,680 SH   DFND 17 11,680 0 0
FIRST FNDTN INC COM 32026V104 2,781 155,450 SH   DFND 17 155,450 0 0
FIRST HORIZON NATL CORP COM 320517105 27,689 1,445,900 SH   DFND 17 1,445,900 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 13,986 464,820 SH   DFND 17 337,176 0 127,644
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 213 7,084 SH   DFND 21 7,084 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 17,306 452,448 SH   DFND 17 452,448 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 352 9,208 SH   DFND 21 9,208 0 0
FIRST MERCHANTS CORP COM 320817109 3,190 74,309 SH   DFND 17 50,709 0 23,600
FIRST MERCHANTS CORP COM 320817109 3,295 76,761 SH   DFND 21 54,740 0 22,021
FIRST MIDWEST BANCORP DEL COM 320867104 29,386 1,254,735 SH   DFND 17 1,254,735 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 143 6,094 SH   DFND 20 6,094 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 418 17,864 SH   DFND 21 17,864 0 0
FIRST POTOMAC RLTY TR COM 33610F109 3,843 345,000 SH   DFND 21 345,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 12,535 120,000 SH   DFND 4 120,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 58,158 556,752 SH   DFND 17 417,175 0 139,577
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,311 108,285 SH   DFND 21 101,300 0 6,985
FIRST SOLAR INC COM 336433107 465 10,126 SH   DFND 21 1,557 0 8,569
FIRST SOLAR INC COM 336433107 2,753 60,000 SH   DFND 24 60,000 0 0
FISERV INC COM 337738108 8,145 63,159 SH   DFND 17 63,159 0 0
FISERV INC COM 337738108 494 3,830 SH   DFND 21 805 0 3,025
FISERV INC CALL 337738908 2,979 23,100 SH Call DFND 4 23,100 0 0
FISERV INC PUT 337738958 13,657 105,900 SH Put DFND 4 105,900 0 0
FIRSTENERGY CORP COM 337932107 6,943 225,207 SH   DFND 17 211,481 0 13,726
FIRSTENERGY CORP COM 337932107 430 13,962 SH   DFND 20 13,962 0 0
FIRSTENERGY CORP COM 337932107 56,384 1,828,876 SH   DFND 21 893,701 0 935,175
FITBIT INC CL A 33812L102 37,740 5,422,345 SH   DFND 17 5,422,345 0 0
FITBIT INC CL A 33812L102 128 18,431 SH   DFND 21 18,431 0 0
FIVE9 INC COM 338307101 18,562 776,658 SH   DFND 17 663,072 0 113,586
FIVE9 INC COM 338307101 5,495 229,911 SH   DFND 21 229,911 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,561 23,009 SH   DFND 17 23,009 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 153 986 SH   DFND 21 986 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,276 135,464 SH   DFND 17 131,710 0 3,754
FLUOR CORP NEW COM 343412102 42,659 1,013,274 SH   DFND 17 1,013,274 0 0
FLOWSERVE CORP COM 34354P105 24 561 SH   DFND 17 561 0 0
FLOWSERVE CORP COM 34354P105 2,792 65,555 SH   DFND 21 60,709 0 4,846
FLOWSERVE CORP COM 34354P105 468 11,000 SH   DFND 24 11,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 315 22,481 SH   DFND 21 22,481 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 323 3,385 SH   DFND   3,385 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 602 6,300 SH   DFND 24 6,300 0 0
FOOT LOCKER INC COM 344849104 6,131 174,070 SH   DFND 17 79,776 0 94,294
FOOT LOCKER INC COM 344849104 476 13,520 SH   DFND 20 13,520 0 0
FOOT LOCKER INC COM 344849104 19,778 561,563 SH   DFND 21 426,261 0 135,302
FORD MTR CO DEL COM PAR $0.01 345370860 9,257 773,353 SH   DFND 4 773,353 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 118,362 9,888,209 SH   DFND 17 9,016,672 0 871,537
FORD MTR CO DEL COM PAR $0.01 345370860 82 6,872 SH   DFND 20 6,872 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 13,727 1,146,785 SH   DFND 21 808,092 0 338,693
FORD MTR CO DEL CALL 345370900 1,278 106,800 SH Call DFND 4 106,800 0 0
FORD MTR CO DEL PUT 345370950 25,235 2,108,200 SH Put DFND 4 2,108,200 0 0
FORESTAR GROUP INC COM 346232101 3,870 225,000 SH   DFND 21 225,000 0 0
FORMFACTOR INC COM 346375108 7,680 455,787 SH   DFND 17 422,747 0 33,040
FORTIS INC COM 349553107 5,371 150,000 SH   DFND 4 150,000 0 0
FORTIS INC COM 349553107 4,545 126,966 SH   DFND 17 60,736 0 66,230
FORTIS INC COM 349553107 888 24,797 SH   DFND 20 24,797 0 0
FORTIS INC COM 349553107 20,780 580,484 SH   DFND 21 380,327 0 200,157
FORTRESS INVESTMENT GROUP LL CL A 34958B106 10,293 1,291,496 SH   DFND 4 1,291,496 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 5,460 685,040 SH   DFND 21 685,040 0 0
FORTINET INC COM 34959E109 9,780 272,872 SH   DFND 17 184,667 0 88,205
FORTINET INC COM 34959E109 137 3,836 SH   DFND 21 3,836 0 0
FORTIVE CORP COM 34959J108 133,229 1,882,027 SH   DFND 17 1,695,051 0 186,976
FORTIVE CORP COM 34959J108 5,686 80,322 SH   DFND 20 80,322 0 0
FORTIVE CORP COM 34959J108 848 11,979 SH   DFND 21 8,000 0 3,979
FORTIVE CORP COM 34959J108 2,332 32,942 SH   DFND 24 32,942 0 0
FORTIVE CORP CALL 34959J908 1,975 27,900 SH Call DFND 4 27,900 0 0
FORTIVE CORP PUT 34959J958 7,058 99,700 SH Put DFND 4 99,700 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,071 15,925 SH   DFND 17 15,925 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 138 2,051 SH   DFND 21 2,051 0 0
FORWARD AIR CORP COM 349853101 1,105 19,305 SH   DFND 17 19,305 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 558 22,381 SH   DFND 21 0 0 22,381
FRANKLIN ELEC INC COM 353514102 12,090 269,566 SH   DFND 17 269,566 0 0
FRANKLIN ELEC INC COM 353514102 102 2,273 SH   DFND 21 2,273 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 14,194 398,149 SH   DFND 17 319,690 0 78,459
FREEPORT-MCMORAN INC CL B 35671D857 3,807 271,127 SH   DFND 4 271,127 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,143 1,149,810 SH   DFND 17 1,149,810 0 0
FREEPORT-MCMORAN INC CL B 35671D857 34,622 2,465,982 SH   DFND 21 2,464,636 0 1,346
FREEPORT-MCMORAN INC CL B 35671D857 702 50,000 SH   DFND 24 50,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 967 68,900 SH Call DFND 4 68,900 0 0
FREEPORT-MCMORAN INC PUT 35671D957 13,212 941,000 SH Put DFND 4 941,000 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 13,212 270,241 SH   DFND 17 270,241 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 26,298 1,366,815 SH   DFND 17 1,366,815 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,593 135,093 SH   DFND 17 62,114 0 72,979
FUTUREFUEL CORPORATION COM 36116M106 348 22,128 SH   DFND 21 0 0 22,128
GATX CORP COM 361448103 6,918 112,379 SH   DFND 17 54,994 0 57,385
GATX CORP COM 361448103 86 1,395 SH   DFND 20 1,395 0 0
GATX CORP COM 361448103 18,166 295,100 SH   DFND 21 264,052 0 31,048
GEO GROUP INC NEW COM 36162J106 353 13,136 SH   DFND 21 0 0 13,136
GGP INC COM 36174X101 19,584 942,921 SH   DFND 4 942,921 0 0
GGP INC COM 36174X101 52 2,490 SH   DFND 17 2,490 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 577 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 447 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 3,206 103,919 SH   DFND 17 99,900 0 4,019
GTT COMMUNICATIONS INC COM 362393100 6,084 192,213 SH   DFND 17 187,997 0 4,216
GMS INC COM 36251C103 874 24,685 SH   DFND 17 0 0 24,685
GALLAGHER ARTHUR J & CO COM 363576109 1,198 19,468 SH   DFND 17 19,468 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 355 9,613 SH   DFND 17 9,613 0 0
GAMESTOP CORP NEW CL A 36467W109 2,761 133,637 SH   DFND 17 78,182 0 55,455
GAMESTOP CORP NEW CL A 36467W109 29 1,420 SH   DFND 20 1,420 0 0
GAMESTOP CORP NEW CL A 36467W109 6,505 314,865 SH   DFND 21 239,946 0 74,919
GANNETT CO INC COM 36473H104 1,002 111,357 SH   DFND 17 110,625 0 732
GANNETT CO INC COM 36473H104 4,776 530,704 SH   DFND 21 530,704 0 0
GAP INC DEL COM 364760108 28 944 SH   DFND 17 944 0 0
GAP INC DEL COM 364760108 897 30,370 SH   DFND 21 25,664 0 4,706
GARTNER INC COM 366651107 169 1,362 SH   DFND 17 1,362 0 0
GARTNER INC COM 366651107 126 1,015 SH   DFND 21 1,015 0 0
GENCOR INDS INC COM 368678108 1,142 64,702 SH   DFND 17 57,906 0 6,796
GENERAL COMMUNICATION INC CL A 369385109 247 6,047 SH   DFND 17 6,047 0 0
GENERAL DYNAMICS CORP COM 369550108 78,819 383,400 SH   DFND 17 383,400 0 0
GENERAL DYNAMICS CORP CALL 369550908 10,012 48,700 SH Call DFND 4 48,700 0 0
GENERAL DYNAMICS CORP PUT 369550958 102,893 500,500 SH Put DFND 4 500,500 0 0
GENERAL ELECTRIC CO COM 369604103 169,222 6,998,427 SH   DFND 4 6,998,427 0 0
GENERAL ELECTRIC CO COM 369604103 68,932 2,850,788 SH   DFND 17 2,737,859 0 112,929
GENERAL ELECTRIC CO COM 369604103 1,316 54,417 SH   DFND 20 54,417 0 0
GENERAL ELECTRIC CO COM 369604103 100,502 4,156,398 SH   DFND 21 3,708,667 0 447,731
GENERAL ELECTRIC CO CALL 369604903 23,996 992,400 SH Call DFND 4 992,400 0 0
GENERAL ELECTRIC CO PUT 369604953 245,190 10,140,200 SH Put DFND 4 10,140,200 0 0
GENERAL MLS INC COM 370334104 24,603 475,329 SH   DFND 4 475,329 0 0
GENERAL MLS INC COM 370334104 8,420 162,681 SH   DFND 17 162,681 0 0
GENERAL MLS INC COM 370334104 105 2,023 SH   DFND 21 2,023 0 0
GENERAL MLS INC CALL 370334904 2,505 48,400 SH Call DFND 4 48,400 0 0
GENERAL MLS INC PUT 370334954 43,090 832,500 SH Put DFND 4 832,500 0 0
GENERAL MTRS CO COM 37045V100 730 18,417 SH   DFND 4 18,417 0 0
GENERAL MTRS CO COM 37045V100 92,823 2,298,728 SH   DFND 17 2,214,752 0 83,976
GENERAL MTRS CO COM 37045V100 1,438 35,605 SH   DFND 20 35,605 0 0
GENERAL MTRS CO COM 37045V100 129,737 3,212,898 SH   DFND 21 2,575,636 0 637,262
GENERAL MTRS CO CALL 37045V900 6,166 152,700 SH Call DFND 4 152,700 0 0
GENERAL MTRS CO PUT 37045V950 83,857 2,076,700 SH Put DFND 4 2,076,700 0 0
GENTEX CORP COM 371901109 404 20,406 SH   DFND 21 20,406 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 674 25,589 SH   DFND 4 25,589 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,667 276,935 SH   DFND 17 268,214 0 8,721
GENWORTH FINL INC COM CL A 37247D106 4,296 1,115,927 SH   DFND 17 129,810 0 986,117
GENWORTH FINL INC COM CL A 37247D106 3,710 963,766 SH   DFND 21 963,766 0 0
GETTY RLTY CORP NEW COM 374297109 3,316 115,897 SH   DFND 17 93,486 0 22,411
GETTY RLTY CORP NEW COM 374297109 1,252 43,756 SH   DFND 21 28,354 0 15,402
GIBRALTAR INDS INC COM 374689107 1,326 42,556 SH   DFND 17 5,074 0 37,482
GIGAMON INC COM 37518B102 2,718 64,490 SH   DFND 17 49,355 0 15,135
GILEAD SCIENCES INC COM 375558103 212,189 2,618,965 SH   DFND 17 2,427,960 0 191,005
GILEAD SCIENCES INC COM 375558103 496 6,122 SH   DFND 20 6,122 0 0
GILEAD SCIENCES INC COM 375558103 135,331 1,670,342 SH   DFND 21 1,355,114 0 315,228
GILEAD SCIENCES INC COM 375558103 17,598 217,200 SH   DFND 24 217,200 0 0
GILEAD SCIENCES INC CALL 375558903 18,643 230,100 SH Call DFND 4 230,100 0 0
GILEAD SCIENCES INC PUT 375558953 144,669 1,785,600 SH Put DFND 4 1,785,600 0 0
GLADSTONE COML CORP COM 376536108 1,722 77,345 SH   DFND 17 77,345 0 0
GLATFELTER COM 377316104 325 16,720 SH   DFND 17 16,720 0 0
GLOBAL PMTS INC COM 37940X102 33,522 352,749 SH   DFND 17 241,059 0 111,690
GLOBAL PMTS INC COM 37940X102 4,233 44,546 SH   DFND 21 43,119 0 1,427
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 39,246 1,161,122 SH   DFND 17 1,115,989 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 143 4,239 SH   DFND 20 4,239 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,478 132,491 SH   DFND 21 83,912 0 48,579
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 6,482 298,000 SH   DFND 24 298,000 0 0
GLOBAL X FDS LITHIUM BTRY ETF 37954Y855 5,911 158,000 SH   DFND 24 158,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 28,109 30,595,000 PRN   DFND 17 30,595,000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 62 14,361 SH   DFND 21 14,361 0 0
GOLDCORP INC NEW COM 380956409 19,938 1,539,223 SH   DFND 21 1,539,223 0 0
GOLDCORP INC NEW COM 380956409 461 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,792 41,284 SH   DFND 4 41,284 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,508 73,816 SH   DFND 17 70,336 0 3,480
GOLDMAN SACHS GROUP INC COM 38141G104 1,133 4,778 SH   DFND 20 4,778 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 55,180 232,642 SH   DFND 21 190,919 0 41,723
GOLDMAN SACHS GROUP INC COM 38141G104 138 583 SH   DFND 24 583 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 20,636 87,000 SH Call DFND 4 87,000 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 146,512 617,700 SH Put DFND 4 617,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 10,402 312,837 SH   DFND 17 312,837 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 428 12,875 SH   DFND 20 12,875 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 23,805 715,935 SH   DFND 21 498,064 0 217,871
GRAND CANYON ED INC COM 38526M106 273 3,010 SH   DFND 17 535 0 2,475
GRAND CANYON ED INC COM 38526M106 4,467 49,180 SH   DFND 21 4,371 0 44,809
GRANITE CONSTR INC COM 387328107 14,584 251,657 SH   DFND 17 191,267 0 60,390
GRANITE CONSTR INC COM 387328107 197 3,404 SH   DFND 21 3,404 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 337 8,407 SH   DFND 17 1,717 0 6,690
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,678 41,921 SH   DFND 21 0 0 41,921
GRAPHIC PACKAGING HLDG CO COM 388689101 29,629 2,123,978 SH   DFND 17 2,123,978 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 11 792 SH   DFND 21 792 0 0
GRAY TELEVISION INC COM 389375106 1,252 79,740 SH   DFND 21 37,264 0 42,476
GREAT SOUTHN BANCORP INC COM 390905107 472 8,478 SH   DFND 17 2,330 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 6,389 210,846 SH   DFND 17 210,846 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,598 184,745 SH   DFND 21 13,643 0 171,102
GREAT WESTN BANCORP INC COM 391416104 30,065 728,315 SH   DFND 17 724,676 0 3,639
GREAT WESTN BANCORP INC COM 391416104 3,312 80,231 SH   DFND 21 48,784 0 31,447
GREEN BANCORP INC COM 39260X100 195 8,258 SH   DFND 20 8,258 0 0
GREEN BANCORP INC COM 39260X100 340 14,374 SH   DFND 21 14,374 0 0
GREEN DOT CORP CL A 39304D102 3,129 63,120 SH   DFND 17 44,325 0 18,795
GREEN DOT CORP CL A 39304D102 209 4,223 SH   DFND 21 0 0 4,223
GREEN PLAINS INC COM 393222104 1,058 52,502 SH   DFND 21 0 0 52,502
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 3,084 3,000,000 PRN   DFND 17 3,000,000 0 0
GREENBRIER COS INC COM 393657101 2,840 58,976 SH   DFND 17 58,976 0 0
GREENBRIER COS INC COM 393657101 8,756 181,858 SH   DFND 21 104,756 0 77,102
GREENHILL & CO INC COM 395259104 682 41,073 SH   DFND 21 32,045 0 9,028
GREIF INC CL A 397624107 2,718 46,428 SH   DFND 17 33,488 0 12,940
GREIF INC CL A 397624107 1,051 17,945 SH   DFND 21 17,945 0 0
GRIFFON CORP COM 398433102 105 4,728 SH   DFND 17 4,728 0 0
GRIFFON CORP COM 398433102 264 11,907 SH   DFND 21 11,907 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,037 14,316 SH   DFND 21 11,934 0 2,382
GROUPE CGI INC CL A SUB VTG 39945C109 5,557 107,419 SH   DFND 17 102,580 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 78 1,514 SH   DFND 20 1,514 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 21,488 415,353 SH   DFND 21 308,285 0 107,068
GROUPON INC COM 399473107 46,413 8,925,535 SH   DFND 17 8,688,325 0 237,210
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 142 2,761 SH   DFND 20 2,761 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 411 7,970 SH   DFND 21 7,970 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 5 47 SH   DFND 17 47 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 181 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 709 78,989 SH   DFND 21 78,989 0 0
GUESS INC COM 401617105 522 30,636 SH   DFND 17 30,636 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 11,725 150,585 SH   DFND 17 150,585 0 0
GULFPORT ENERGY CORP COM NEW 402635304 12,691 885,000 SH   DFND 4 885,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 144 10,062 SH   DFND 20 10,062 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,408 167,941 SH   DFND 21 51,000 0 116,941
HCA HEALTHCARE INC COM 40412C101 5,136 64,536 SH   DFND 4 64,536 0 0
HCA HEALTHCARE INC COM 40412C101 2,268 28,490 SH   DFND 17 23,990 0 4,500
HCA HEALTHCARE INC COM 40412C101 795 9,986 SH   DFND 20 9,986 0 0
HCA HEALTHCARE INC COM 40412C101 5,510 69,226 SH   DFND 21 60,253 0 8,973
HCA HEALTHCARE INC CALL 40412C901 4,712 59,200 SH Call DFND 4 59,200 0 0
HCA HEALTHCARE INC PUT 40412C951 37,559 471,900 SH Put DFND 4 471,900 0 0
HCP INC COM 40414L109 10,635 382,155 SH   DFND 4 382,155 0 0
HCP INC COM 40414L109 4,685 168,329 SH   DFND 17 168,329 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 25,757 267,276 SH   DFND 17 239,091 0 28,185
HDFC BANK LTD ADR REPS 3 SHS 40415F101 873 9,057 SH   DFND 21 2,213 0 6,844
HMS HLDGS CORP COM 40425J101 492 24,788 SH   DFND 21 0 0 24,788
HRG GROUP INC COM 40434J100 1,860 119,123 SH   DFND 21 45,766 0 73,357
HP INC COM 40434L105 10,353 518,700 SH   DFND 4 518,700 0 0
HP INC COM 40434L105 104,038 5,212,338 SH   DFND 17 5,205,833 0 6,505
HP INC COM 40434L105 386 19,360 SH   DFND 20 19,360 0 0
HP INC COM 40434L105 84,788 4,247,877 SH   DFND 21 3,531,097 0 716,780
HP INC CALL 40434L905 7,317 366,600 SH Call DFND 4 366,600 0 0
HP INC PUT 40434L955 30,257 1,515,900 SH Put DFND 4 1,515,900 0 0
HACKETT GROUP INC COM 404609109 3,607 237,459 SH   DFND 17 226,967 0 10,492
HAIN CELESTIAL GROUP INC COM 405217100 20,410 496,001 SH   DFND 17 487,780 0 8,221
HAIN CELESTIAL GROUP INC COM 405217100 105 2,558 SH   DFND 21 0 0 2,558
HALLIBURTON CO COM 406216101 19,894 432,188 SH   DFND 4 432,188 0 0
HALLIBURTON CO COM 406216101 28,938 628,687 SH   DFND 17 624,882 0 3,805
HALLIBURTON CO COM 406216101 1,381 30,000 SH   DFND 21 30,000 0 0
HALLIBURTON CO COM 406216101 801 17,400 SH   DFND 24 17,400 0 0
HALLIBURTON CO CALL 406216901 8,663 188,200 SH Call DFND 4 188,200 0 0
HALLIBURTON CO PUT 406216951 54,251 1,178,600 SH Put DFND 4 1,178,600 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 818 47,064 SH   DFND 17 47,064 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 508 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 2,396 53,200 SH   DFND 17 37,595 0 15,605
HALYARD HEALTH INC COM 40650V100 28 622 SH   DFND 21 515 0 107
HANESBRANDS INC COM 410345102 8,284 336,220 SH   DFND 17 273,045 0 63,175
HANESBRANDS INC COM 410345102 539 21,860 SH   DFND 21 21,860 0 0
HANOVER INS GROUP INC COM 410867105 7,338 75,701 SH   DFND 17 44,876 0 30,825
HANOVER INS GROUP INC COM 410867105 26 265 SH   DFND 20 265 0 0
HANOVER INS GROUP INC COM 410867105 11,259 116,151 SH   DFND 21 65,684 0 50,467
HARLEY DAVIDSON INC COM 412822108 951 19,729 SH   DFND 17 19,729 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 349 190,667 SH   DFND 20 190,667 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,004 548,676 SH   DFND 21 548,676 0 0
HARRIS CORP DEL COM 413875105 8,286 62,923 SH   DFND 17 62,923 0 0
HARRIS CORP DEL COM 413875105 35 268 SH   DFND 20 268 0 0
HARRIS CORP DEL COM 413875105 9,951 75,567 SH   DFND 21 24,995 0 50,572
HARSCO CORP COM 415864107 10,238 489,844 SH   DFND 17 358,785 0 131,059
HARSCO CORP COM 415864107 183 8,776 SH   DFND 21 8,776 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 11,957 215,718 SH   DFND 17 204,878 0 10,840
HARTFORD FINL SVCS GROUP INC COM 416515104 421 7,589 SH   DFND 20 7,589 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10,373 187,129 SH   DFND 21 142,593 0 44,536
HARTFORD FINL SVCS GROUP INC CALL 416515904 2,456 44,300 SH Call DFND 4 44,300 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 11,241 202,800 SH Put DFND 4 202,800 0 0
HASBRO INC COM 418056107 1,269 12,991 SH   DFND 17 12,991 0 0
HASBRO INC COM 418056107 943 9,659 SH   DFND 20 9,659 0 0
HASBRO INC COM 418056107 5,099 52,208 SH   DFND 21 31,976 0 20,232
HAWAIIAN ELEC INDUSTRIES COM 419870100 316 9,480 SH   DFND 17 9,480 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,008 60,177 SH   DFND 21 0 0 60,177
HAWAIIAN HOLDINGS INC COM 419879101 5,310 141,411 SH   DFND 17 117,440 0 23,971
HAWAIIAN HOLDINGS INC COM 419879101 272 7,243 SH   DFND 20 7,243 0 0
HAWAIIAN HOLDINGS INC COM 419879101 12,088 321,925 SH   DFND 21 258,274 0 63,651
HAWKINS INC COM 420261109 700 17,169 SH   DFND 17 17,169 0 0
HAWKINS INC COM 420261109 2,239 54,869 SH   DFND 21 48,108 0 6,761
HEALTHSOUTH CORP COM NEW 421924309 41,981 905,733 SH   DFND 17 905,733 0 0
HEALTHSOUTH CORP COM NEW 421924309 318 6,853 SH   DFND 21 0 0 6,853
HEALTHSTREAM INC COM 42222N103 1,262 54,009 SH   DFND 17 54,009 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 18,750 8,940,000 PRN   DFND 17 6,750,000 0 2,190,000
HEALTH INS INNOVATIONS INC COM CL A 42225K106 950 65,518 SH   DFND 21 65,518 0 0
HEARTLAND FINL USA INC COM 42234Q102 27,613 558,970 SH   DFND 17 558,970 0 0
HEICO CORP NEW CL A 422806208 207 2,723 SH   DFND 17 2,723 0 0
HEICO CORP NEW CL A 422806208 151 1,984 SH   DFND 21 0 0 1,984
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,943 32,010,000 PRN   DFND 17 32,010,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 27,161 27,340,000 PRN   DFND 17 27,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 24 465 SH   DFND 17 465 0 0
HELMERICH & PAYNE INC COM 423452101 282 5,421 SH   DFND 21 3,621 0 1,800
HENRY JACK & ASSOC INC COM 426281101 814 7,918 SH   DFND 17 7,918 0 0
HENRY JACK & ASSOC INC COM 426281101 15,496 150,755 SH   DFND 21 111,213 0 39,542
HERITAGE COMMERCE CORP COM 426927109 1,394 97,951 SH   DFND 17 87,811 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 89,098 88,705,000 PRN   DFND 17 88,705,000 0 0
HERC HLDGS INC COM 42704L104 6,026 122,649 SH   DFND 17 89,608 0 33,041
HERON THERAPEUTICS INC COM 427746102 1,163 72,008 SH   DFND 17 72,008 0 0
HERON THERAPEUTICS INC COM 427746102 609 37,700 SH   DFND 24 37,700 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 270 14,436 SH   DFND 17 14,436 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,171 116,309 SH   DFND 21 65,788 0 50,521
HERSHEY CO COM 427866108 2,103 19,260 SH   DFND 17 17,230 0 2,030
HERSHEY CO COM 427866108 40 368 SH   DFND 21 368 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,622 52,471 SH   DFND 17 47,097 0 5,374
HESKA CORP COM RESTRC NEW 42805E306 130 1,473 SH   DFND 20 1,473 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,535 17,425 SH   DFND 21 8,723 0 8,702
HERTZ GLOBAL HLDGS INC COM 42806J106 15,215 680,464 SH   DFND 4 680,464 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,236 763,828 SH   DFND 17 743,209 0 20,619
HEWLETT PACKARD ENTERPRISE C COM 42824C109 98 6,694 SH   DFND 20 6,694 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 47,511 3,229,826 SH   DFND 21 2,776,970 0 452,856
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 340 23,100 SH Call DFND 4 23,100 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 1,664 113,100 SH Put DFND 4 113,100 0 0
HEXCEL CORP NEW COM 428291108 609 10,603 SH   DFND 21 0 0 10,603
HEXCEL CORP NEW COM 428291108 11,323 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 47,684 644,373 SH   DFND 17 585,898 0 58,475
HILL ROM HLDGS INC COM 431475102 108 1,455 SH   DFND 20 1,455 0 0
HILL ROM HLDGS INC COM 431475102 31,037 419,420 SH   DFND 21 261,095 0 158,325
HILLENBRAND INC COM 431571108 418 10,765 SH   DFND 21 10,765 0 0
HILLTOP HOLDINGS INC COM 432748101 28,694 1,103,615 SH   DFND 17 1,103,615 0 0
HILTON GRAND VACATIONS INC COM 43283X105 4,073 105,438 SH   DFND 4 105,438 0 0
HILTON GRAND VACATIONS INC COM 43283X105 162 4,194 SH   DFND 21 0 0 4,194
HILTON WORLDWIDE HLDGS INC COM 43300A203 13,992 201,466 SH   DFND 4 201,466 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 61 877 SH   DFND 17 877 0 0
HOLLYFRONTIER CORP COM 436106108 5,210 144,850 SH   DFND 17 144,850 0 0
HOLLYFRONTIER CORP COM 436106108 107 2,982 SH   DFND 21 2,982 0 0
HOLLYFRONTIER CORP COM 436106108 647 18,000 SH   DFND 24 18,000 0 0
HOLOGIC INC COM 436440101 632 17,235 SH   DFND 17 17,235 0 0
HOLOGIC INC COM 436440101 394 10,729 SH   DFND 20 10,729 0 0
HOLOGIC INC COM 436440101 3,945 107,527 SH   DFND 21 80,117 0 27,410
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,012 2,500,000 PRN   DFND 17 2,500,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 57,929 47,875,000 PRN   DFND 17 47,875,000 0 0
HOME BANCSHARES INC COM 436893200 676 26,785 SH   DFND 17 26,785 0 0
HOME BANCSHARES INC COM 436893200 2,578 102,236 SH   DFND 21 65,005 0 37,231
HOME DEPOT INC COM 437076102 340,167 2,079,769 SH   DFND 17 1,930,278 0 149,491
HOME DEPOT INC COM 437076102 4,957 30,306 SH   DFND 20 30,306 0 0
HOME DEPOT INC COM 437076102 168,369 1,029,403 SH   DFND 21 801,101 0 228,302
HOME DEPOT INC COM 437076102 120 732 SH   DFND 24 732 0 0
HOME DEPOT INC CALL 437076902 49,411 302,100 SH Call DFND 4 302,100 0 0
HOME DEPOT INC PUT 437076952 318,304 1,946,100 SH Put DFND 4 1,946,100 0 0
HONEYWELL INTL INC COM 438516106 91,557 645,949 SH   DFND 17 645,949 0 0
HONEYWELL INTL INC COM 438516106 1,038 7,320 SH   DFND 20 7,320 0 0
HONEYWELL INTL INC COM 438516106 3,030 21,377 SH   DFND 21 21,377 0 0
HONEYWELL INTL INC CALL 438516906 16,754 118,200 SH Call DFND 4 118,200 0 0
HONEYWELL INTL INC PUT 438516956 162,859 1,149,000 SH Put DFND 4 1,149,000 0 0
HOOKER FURNITURE CORP COM 439038100 1,043 21,840 SH   DFND 17 5,587 0 16,253
HOOKER FURNITURE CORP COM 439038100 555 11,614 SH   DFND 21 2,588 0 9,026
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,832 10,830,000 PRN   DFND 17 10,830,000 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 14,192 13,625,000 PRN   DFND 17 13,625,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 12,759 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 22,757 1,342,579 SH   DFND 17 1,342,579 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 756 26,545 SH   DFND 17 26,545 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 9,619 337,632 SH   DFND 21 194,818 0 142,814
HOST HOTELS & RESORTS INC COM 44107P104 59 3,164 SH   DFND 17 3,164 0 0
HOST HOTELS & RESORTS INC COM 44107P104 459 24,806 SH   DFND 21 13,562 0 11,244
HOSTESS BRANDS INC CL A 44109J106 7,510 549,814 SH   DFND 17 402,483 0 147,331
HOSTESS BRANDS INC CL A 44109J106 135 9,918 SH   DFND 21 9,918 0 0
HOULIHAN LOKEY INC CL A 441593100 25,872 661,177 SH   DFND 17 635,931 0 25,246
HOWARD HUGHES CORP COM 44267D107 40,688 345,021 SH   DFND 4 345,021 0 0
HOWARD HUGHES CORP COM 44267D107 11,608 98,428 SH   DFND 17 70,851 0 27,577
HUBSPOT INC COM 443573100 416 4,950 SH   DFND 17 0 0 4,950
HUDBAY MINERALS INC COM 443628102 23,668 3,200,000 SH   DFND 4 3,200,000 0 0
HUDBAY MINERALS INC COM 443628102 170 22,989 SH   DFND 17 22,989 0 0
HUDBAY MINERALS INC COM 443628102 86 11,657 SH   DFND 20 11,657 0 0
HUDBAY MINERALS INC COM 443628102 370 50,080 SH   DFND 21 50,080 0 0
HUDSON PAC PPTYS INC COM 444097109 5,097 152,000 SH   DFND 4 152,000 0 0
HUDSON TECHNOLOGIES INC COM 444144109 3,289 421,177 SH   DFND 17 407,690 0 13,487
HUMANA INC COM 444859102 402 1,649 SH   DFND 4 1,649 0 0
HUMANA INC COM 444859102 16,843 69,133 SH   DFND 17 45,075 0 24,058
HUMANA INC COM 444859102 51,795 212,598 SH   DFND 21 183,275 0 29,323
HUMANA INC CALL 444859902 7,163 29,400 SH Call DFND 4 29,400 0 0
HUMANA INC PUT 444859952 80,885 332,000 SH Put DFND 4 332,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 155 11,076 SH   DFND 17 11,076 0 0
HUNTINGTON BANCSHARES INC COM 446150104 373 26,697 SH   DFND 20 26,697 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,291 92,467 SH   DFND 21 92,467 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 28,675 19,375 SH   DFND 17 19,375 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 30,268 133,671 SH   DFND 17 130,089 0 3,582
HUNTINGTON INGALLS INDS INC COM 446413106 1,117 4,931 SH   DFND 20 4,931 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 48,407 213,775 SH   DFND 21 164,672 0 49,103
HUNTSMAN CORP COM 447011107 9,633 351,313 SH   DFND 17 223,540 0 127,773
HUNTSMAN CORP COM 447011107 181 6,592 SH   DFND 20 6,592 0 0
HUNTSMAN CORP COM 447011107 1,659 60,497 SH   DFND 21 31,397 0 29,100
HURON CONSULTING GROUP INC COM 447462102 505 14,722 SH   DFND 21 14,722 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 24,466 26,245,000 PRN   DFND 17 26,245,000 0 0
HYATT HOTELS CORP COM CL A 448579102 2,669 43,190 SH   DFND 17 31,570 0 11,620
IDT CORP CL B NEW 448947507 124 8,780 SH   DFND 17 8,780 0 0
IDT CORP CL B NEW 448947507 2,179 154,769 SH   DFND 21 125,816 0 28,953
IAC INTERACTIVECORP COM 44919P508 517 4,400 SH   DFND 17 0 0 4,400
ICF INTL INC COM 44925C103 1,833 33,968 SH   DFND 17 33,968 0 0
ICF INTL INC COM 44925C103 184 3,413 SH   DFND 20 3,413 0 0
ICF INTL INC COM 44925C103 5,203 96,445 SH   DFND 21 42,637 0 53,808
IES HLDGS INC COM 44951W106 1,065 61,562 SH   DFND 17 55,084 0 6,478
ILG INC COM 44967H101 7,011 262,296 SH   DFND 21 99,249 0 163,047
IPG PHOTONICS CORP COM 44980X109 32,995 178,295 SH   DFND 17 140,850 0 37,445
IPG PHOTONICS CORP COM 44980X109 286 1,544 SH   DFND 21 0 0 1,544
IPG PHOTONICS CORP COM 44980X109 4,441 24,000 SH   DFND 24 24,000 0 0
ITT INC COM 45073V108 36,233 818,450 SH   DFND 17 818,450 0 0
IBERIABANK CORP COM 450828108 47 570 SH   DFND 17 570 0 0
IBERIABANK CORP COM 450828108 289 3,516 SH   DFND 21 0 0 3,516
IAMGOLD CORP COM 450913108 6,050 991,590 SH   DFND 21 991,590 0 0
ICICI BK LTD ADR 45104G104 288 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 569 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC COM 451055107 612 107,495 SH   DFND 17 107,495 0 0
ICONIX BRAND GROUP INC COM 451055107 121 21,218 SH   DFND 21 21,218 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 61,718 62,265,000 PRN   DFND 17 62,265,000 0 0
IDACORP INC COM 451107106 327 3,715 SH   DFND 17 3,715 0 0
IDACORP INC COM 451107106 1,161 13,201 SH   DFND 21 11,697 0 1,504
IDEX CORP COM 45167R104 29,382 241,883 SH   DFND 17 241,883 0 0
IDEX CORP COM 45167R104 806 6,638 SH   DFND 21 2,736 0 3,902
IDEX CORP COM 45167R104 8,685 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 11,749 75,558 SH   DFND 17 58,713 0 16,845
IDEXX LABS INC COM 45168D104 638 4,101 SH   DFND 20 4,101 0 0
IDEXX LABS INC COM 45168D104 15,521 99,820 SH   DFND 21 99,820 0 0
IGNYTA INC COM 451731103 1,175 95,146 SH   DFND 17 92,104 0 3,042
ILLINOIS TOOL WKS INC COM 452308109 12,581 85,027 SH   DFND 17 85,027 0 0
ILLINOIS TOOL WKS INC COM 452308109 34,649 234,178 SH   DFND 21 234,178 0 0
ILLINOIS TOOL WKS INC CALL 452308909 7,516 50,800 SH Call DFND 4 50,800 0 0
ILLINOIS TOOL WKS INC PUT 452308959 62,469 422,200 SH Put DFND 4 422,200 0 0
ILLUMINA INC COM 452327109 16,076 80,704 SH   DFND 17 76,114 0 4,590
ILLUMINA INC COM 452327109 119 598 SH   DFND 21 598 0 0
ILLUMINA INC COM 452327109 9,044 45,400 SH   DFND 24 45,400 0 0
ILLUMINA INC CALL 452327909 5,677 28,500 SH Call DFND 4 28,500 0 0
ILLUMINA INC PUT 452327959 43,386 217,800 SH Put DFND 4 217,800 0 0
ILLUMINA INC NOTE 6/1 452327AF6 428 405,000 PRN   DFND 17 405,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,171 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 117,578 103,215,000 PRN   DFND 17 95,800,000 0 7,415,000
IMMUNOGEN INC COM 45253H101 1,780 232,635 SH   DFND 17 225,243 0 7,392
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 65,382 72,300,000 PRN   DFND 17 72,300,000 0 0
IMMUNOMEDICS INC COM 452907108 1,732 123,910 SH   DFND 17 120,613 0 3,297
IMPINJ INC COM 453204109 32,285 775,896 SH   DFND 17 773,156 0 2,740
IMPERVA INC COM 45321L100 2,439 56,190 SH   DFND 17 39,530 0 16,660
IMPERVA INC COM 45321L100 128 2,959 SH   DFND 21 2,959 0 0
INC RESH HLDGS INC CL A 45329R109 395 7,556 SH   DFND 17 7,556 0 0
INC RESH HLDGS INC CL A 45329R109 1,141 21,810 SH   DFND 21 18,952 0 2,858
INCYTE CORP COM 45337C102 9,075 77,736 SH   DFND 4 77,736 0 0
INCYTE CORP COM 45337C102 41,618 356,499 SH   DFND 17 295,374 0 61,125
INCYTE CORP COM 45337C102 12,830 109,900 SH   DFND 24 109,900 0 0
INCYTE CORP CALL 45337C902 2,522 21,600 SH Call DFND 4 21,600 0 0
INCYTE CORP PUT 45337C952 23,383 200,300 SH Put DFND 4 200,300 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 480 126,391 SH   DFND 17 113,128 0 13,263
INDEPENDENCE RLTY TR INC COM 45378A106 1,217 119,621 SH   DFND 17 119,621 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 100 9,809 SH   DFND 21 9,809 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2,311 34,759 SH   DFND 17 34,759 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 381 5,731 SH   DFND 20 5,731 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 9,910 149,016 SH   DFND 21 120,582 0 28,434
INFOSYS LTD SPONSORED ADR 456788108 998 68,400 SH   DFND   68,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 39 2,692 SH   DFND 17 0 0 2,692
INFOSYS LTD SPONSORED ADR 456788108 490 33,600 SH   DFND 20 0 0 33,600
INFOSYS LTD SPONSORED ADR 456788108 774 53,055 SH   DFND 21 25,000 0 28,055
ING GROEP N V SPONSORED ADR 456837103 12,167 660,506 SH   DFND 17 660,506 0 0
INFRAREIT INC COM 45685L100 33,720 1,507,362 SH   DFND 17 1,477,732 0 29,630
INFRAREIT INC COM 45685L100 987 44,143 SH   DFND 21 15,320 0 28,823
INGLES MKTS INC CL A 457030104 894 34,803 SH   DFND 17 10,228 0 24,575
INGLES MKTS INC CL A 457030104 225 8,760 SH   DFND 21 0 0 8,760
INGREDION INC COM 457187102 62,732 519,992 SH   DFND 17 515,651 0 4,341
INGREDION INC COM 457187102 1,272 10,544 SH   DFND 20 10,544 0 0
INGREDION INC COM 457187102 70,179 581,720 SH   DFND 21 432,885 0 148,835
INGREDION INC COM 457187102 5,308 43,995 SH   DFND 24 43,995 0 0
INSIGHT ENTERPRISES INC COM 45765U103 868 18,911 SH   DFND 17 9,081 0 9,830
INSIGHT ENTERPRISES INC COM 45765U103 2,995 65,214 SH   DFND 21 1,162 0 64,052
INPHI CORP NOTE 1.125%12/0 45772FAB3 16,788 13,800,000 PRN   DFND 17 13,800,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,412 222,768 SH   DFND 17 215,346 0 7,422
INNOPHOS HOLDINGS INC COM 45774N108 25,568 519,787 SH   DFND 17 516,117 0 3,670
INNOPHOS HOLDINGS INC COM 45774N108 3,400 69,123 SH   DFND 21 28,663 0 40,460
INSTEEL INDUSTRIES INC COM 45774W108 23,553 902,068 SH   DFND 17 902,068 0 0
INSTEEL INDUSTRIES INC COM 45774W108 2,717 104,055 SH   DFND 21 50,783 0 53,272
INSPERITY INC COM 45778Q107 211 2,400 SH   DFND 17 0 0 2,400
INSPERITY INC COM 45778Q107 66 754 SH   DFND 20 754 0 0
INSPERITY INC COM 45778Q107 13,903 157,985 SH   DFND 21 97,068 0 60,917
INOGEN INC COM 45780L104 3,638 38,254 SH   DFND 17 13,953 0 24,301
INOGEN INC COM 45780L104 226 2,375 SH   DFND 21 2,375 0 0
INSTALLED BLDG PRODS INC COM 45780R101 12,951 199,858 SH   DFND 17 137,046 0 62,812
INOVALON HLDGS INC COM CL A 45781D101 1,293 75,840 SH   DFND 17 75,840 0 0
INNOVIVA INC COM 45781M101 1,185 83,910 SH   DFND 17 83,910 0 0
INNOVIVA INC COM 45781M101 479 33,952 SH   DFND 21 33,952 0 0
INSTRUCTURE INC COM 45781U103 14,283 430,868 SH   DFND 17 350,074 0 80,794
INSULET CORP COM 45784P101 1,193 21,653 SH   DFND 17 21,653 0 0
INSULET CORP COM 45784P101 157 2,852 SH   DFND 21 2,852 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 7,604 150,631 SH   DFND 17 114,086 0 36,545
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 357 7,064 SH   DFND 20 7,064 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,362 46,797 SH   DFND 21 42,751 0 4,046
INTEGRATED DEVICE TECHNOLOGY COM 458118106 950 35,746 SH   DFND 17 35,746 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 46,133 43,070,000 PRN   DFND 17 43,070,000 0 0
INTEL CORP COM 458140100 6,869 180,395 SH   DFND 4 180,395 0 0
INTEL CORP COM 458140100 241,381 6,338,788 SH   DFND 17 5,676,236 0 662,552
INTEL CORP COM 458140100 2,684 70,490 SH   DFND 20 70,490 0 0
INTEL CORP COM 458140100 302,055 7,932,117 SH   DFND 21 5,517,093 0 2,415,024
INTEL CORP CALL 458140900 25,251 663,100 SH Call DFND 4 663,100 0 0
INTEL CORP PUT 458140950 152,034 3,992,500 SH Put DFND 4 3,992,500 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 53,236 37,400,000 PRN   DFND 17 37,400,000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 9,964 7,000,000 PRN   DFND 21 0 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 205,042 111,465,000 PRN   DFND 17 105,675,000 0 5,790,000
INTEGER HLDGS CORP COM 45826H109 556 10,865 SH   DFND 17 1,350 0 9,515
INTER PARFUMS INC COM 458334109 268 6,505 SH   DFND 21 6,505 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 290 5,000 SH   DFND 17 5,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 36,157 46,385,000 PRN   DFND 17 46,385,000 0 0
INTERFACE INC COM 458665304 32,236 1,471,966 SH   DFND 17 1,471,966 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 40,988 596,620 SH   DFND 17 587,295 0 9,325
INTERCONTINENTAL EXCHANGE IN COM 45866F104 25,574 372,255 SH   DFND 21 369,282 0 2,973
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 3,978 57,900 SH Call DFND 4 57,900 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 16,983 247,200 SH Put DFND 4 247,200 0 0
INTERDIGITAL INC COM 45867G101 207 2,801 SH   DFND 21 0 0 2,801
INTERNATIONAL BUSINESS MACHS COM 459200101 83,502 575,556 SH   DFND 4 575,556 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 128,494 885,677 SH   DFND 17 822,099 0 63,578
INTERNATIONAL BUSINESS MACHS COM 459200101 36 246 SH   DFND 20 246 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 37,126 255,900 SH   DFND 21 223,540 0 32,360
INTERNATIONAL BUSINESS MACHS COM 459200101 99 682 SH   DFND 24 682 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 19,745 136,100 SH Call DFND 4 136,100 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 172,050 1,185,900 SH Put DFND 4 1,185,900 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 583 4,082 SH   DFND 17 4,082 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 114,720 802,743 SH   DFND 21 616,148 0 186,595
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,029 7,200 SH   DFND 24 7,200 0 0
INTL PAPER CO COM 460146103 1,409 24,798 SH   DFND 4 24,798 0 0
INTL PAPER CO COM 460146103 85,508 1,504,884 SH   DFND 17 1,503,404 0 1,480
INTL PAPER CO COM 460146103 17,725 311,956 SH   DFND 21 177,476 0 134,480
INTL PAPER CO CALL 460146903 3,261 57,400 SH Call DFND 4 57,400 0 0
INTL PAPER CO PUT 460146953 29,882 525,900 SH Put DFND 4 525,900 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,415 116,178 SH   DFND 17 116,178 0 0
INTERPUBLIC GROUP COS INC COM 460690100 199 9,555 SH   DFND 20 9,555 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,221 347,331 SH   DFND 21 284,886 0 62,445
INTERSECT ENT INC COM 46071F103 3,985 127,929 SH   DFND 17 124,128 0 3,801
INTL FCSTONE INC COM 46116V105 517 13,492 SH   DFND 17 5,050 0 8,442
INTUIT COM 461202103 9,863 69,391 SH   DFND 4 69,391 0 0
INTUIT COM 461202103 6,254 43,999 SH   DFND 17 43,999 0 0
INTUIT COM 461202103 116,106 816,843 SH   DFND 21 717,566 0 99,277
INTUIT CALL 461202903 6,212 43,700 SH Call DFND 4 43,700 0 0
INTUIT PUT 461202953 55,520 390,600 SH Put DFND 4 390,600 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 11,440 32,814 SH   DFND 17 30,884 0 1,930
INTUITIVE SURGICAL INC COM NEW 46120E602 323 926 SH   DFND 20 926 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,923 19,859 SH   DFND 21 17,218 0 2,641
INTUITIVE SURGICAL INC CALL 46120E902 6,798 6,500 SH Call DFND 4 6,500 0 0
INTUITIVE SURGICAL INC PUT 46120E952 68,505 65,500 SH Put DFND 4 65,500 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 638 37,217 SH   DFND 17 37,217 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 242 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7,693 449,111 SH   DFND 21 101,443 0 347,668
INVITAE CORP COM 46185L103 1,582 168,856 SH   DFND 17 83,723 0 85,133
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,507 194,422 SH   DFND 17 188,402 0 6,020
IROBOT CORP COM 462726100 906 11,751 SH   DFND 21 11,751 0 0
IRON MTN INC NEW COM 46284V101 332 8,522 SH   DFND 17 8,522 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 217 13,785 SH   DFND 17 13,785 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,711 707,600 SH   DFND 20 707,600 0 0
ISHARES INC MSCI AUST ETF 464286103 4,831 215,263 SH   DFND 24 0 0 215,263
ISHARES INC MSCI WORLD ETF 464286392 11,124 132,288 SH   DFND 25 132,288 0 0
ISHARES INC JP MORGAN EM ETF 464286517 11 225 SH   DFND 17 225 0 0
ISHARES INC JP MORGAN EM ETF 464286517 8,162 169,238 SH   DFND 24 0 0 169,238
ISHARES INC MIN VOL EMRG MKT 464286533 6 105 SH   DFND 17 105 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 52,871 910,000 SH   DFND 25 910,000 0 0
ISHARES INC MSCI STH KOR ETF 464286772 1,700 24,610 SH   DFND 17 0 0 24,610
ISHARES TR CORE S&P500 ETF 464287200 590,672 2,335,320 SH   DFND 17 2,335,320 0 0
ISHARES TR CORE S&P500 ETF 464287200 10,342 40,890 SH   DFND 24 17,770 0 23,120
ISHARES TR CORE US AGGBD ET 464287226 235,544 2,149,324 SH   DFND 17 2,149,324 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 40 900 SH   DFND 17 900 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 15,681 349,949 SH   DFND 25 349,949 0 0
ISHARES TR IBOXX INV CP ETF 464287242 300,442 2,478,277 SH   DFND 17 2,478,277 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,334 11,000 SH   DFND 24 6,100 0 4,900
ISHARES TR IBOXX INV CP ETF 464287242 48,499 400,060 SH   DFND 25 400,060 0 0
ISHARES TR LATN AMER 40 ETF 464287390 13,106 373,496 SH   DFND 24 10,000 0 363,496
ISHARES TR S&P 500 VAL ETF 464287408 844 7,825 SH   DFND 17 7,825 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 1 13 SH   DFND 17 13 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 9,252 86,860 SH   DFND 24 86,860 0 0
ISHARES TR MSCI EAFE ETF 464287465 41,502 606,040 SH   DFND 4 606,040 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,299 18,970 SH   DFND 24 0 0 18,970
ISHARES TR NASDAQ BIOTECH 464287556 334 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDAQ BIOTECH 464287556 267 800 SH   DFND 24 800 0 0
ISHARES TR GLOBAL 100 ETF 464287572 432 4,900 SH   DFND 24 0 0 4,900
ISHARES TR RUS 1000 GRW ETF 464287614 1,063 8,500 SH   DFND 24 8,500 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,776 14,312 SH   DFND 17 14,312 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 315,017 2,125,910 SH   DFND 17 2,125,910 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,195 41,809 SH   DFND 24 19,108 0 22,701
ISHARES TR U.S. TECH ETF 464287721 345 2,300 SH   DFND 24 2,300 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 2,443 25,500 SH   DFND 24 25,500 0 0
ISHARES TR CALL 464287905 73,958 1,080,000 SH Call DFND 4 1,080,000 0 0
ISHARES TR PUT 464287954 487,024 10,868,648 SH Put DFND 4 10,868,648 0 0
ISHARES TR PUT 464287954 155,173 3,462,900 SH Put DFND 21 3,462,900 0 0
ISHARES TR PUT 464287955 783,132 5,993,900 SH Put DFND 4 5,993,900 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 10,678 147,860 SH   DFND 24 4,000 0 143,860
ISHARES TR MSCI ACWI ETF 464288257 164,420 2,389,131 SH   DFND 17 2,389,131 0 0
ISHARES TR MSCI ACWI ETF 464288257 963 14,000 SH   DFND 24 0 0 14,000
ISHARES TR JPMORGAN USD EMG 464288281 7,136 61,299 SH   DFND 17 61,299 0 0
ISHARES TR JPMORGAN USD EMG 464288281 10,588 90,947 SH   DFND 24 7,000 0 83,947
ISHARES TR JPMORGAN USD EMG 464288281 103,893 892,396 SH   DFND 25 892,396 0 0
ISHARES TR IBOXX HI YD ETF 464288513 6,921 77,978 SH   DFND 17 77,978 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,380 105,680 SH   DFND 25 105,680 0 0
ISHARES TR MBS ETF 464288588 16,699 155,922 SH   DFND 17 155,922 0 0
ISHARES TR US CR BD ETF 464288620 9,444 84,148 SH   DFND 17 84,148 0 0
ISHARES TR S&P US PFD STK 464288687 1,600 41,234 SH   DFND 17 41,234 0 0
ISHARES TR S&P US PFD STK 464288687 497 12,800 SH   DFND 24 12,800 0 0
ISHARES TR US AER DEF ETF 464288760 35,466 199,200 SH   DFND 20 199,200 0 0
ISHARES MSCI EURO FL ETF 464289180 352 15,000 SH   DFND 24 15,000 0 0
ISHARES TR US TREAS BD ETF 46429B267 4,307 170,635 SH   DFND 17 170,635 0 0
ISHARES TR US TREAS BD ETF 46429B267 11,523 456,537 SH   DFND 24 0 0 456,537
ISHARES TR MSCI INDIA ETF 46429B598 1,610 49,000 SH   DFND 17 49,000 0 0
ISHARES TR MSCI INDIA ETF 46429B598 558 17,000 SH   DFND 24 17,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 10,443 205,000 SH   DFND 25 205,000 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 1,012 11,773 SH   DFND 17 11,773 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,540 50,448 SH   DFND 17 50,448 0 0
ISHARES TR MIN VOL USA ETF 46429B697 100,287 1,992,200 SH   DFND 25 1,992,200 0 0
ISHARES TR USA QUALITY FCTR 46432F339 2,560 33,190 SH   DFND 17 33,190 0 0
ISHARES TR USA QUALITY FCTR 46432F339 34,965 453,272 SH   DFND 25 453,272 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 32,485 420,142 SH   DFND 25 420,142 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 2,579 26,955 SH   DFND 17 26,955 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 37,671 393,723 SH   DFND 25 393,723 0 0
ISHARES TR CORE MSCI EAFE 46432F842 4,118 64,166 SH   DFND 17 64,166 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 62,385 58,745,000 PRN   DFND 17 53,965,000 0 4,780,000
ISHARES INC CORE MSCI EMKT 46434G103 1,081 20,017 SH   DFND 17 20,017 0 0
ISHARES INC CORE MSCI EMKT 46434G103 10,843 200,720 SH   DFND 24 194,970 0 5,750
ISHARES INC MSCI RUS ETF NEW 46434G798 555 16,500 SH   DFND 24 16,500 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 16,100 288,992 SH   DFND 24 36,500 0 252,492
ISHARES INC MSCI ITL ETF NEW 46434G830 627 20,000 SH   DFND 24 20,000 0 0
ISHARES TR CUR HED MSCI GER 46434V704 342 12,000 SH   DFND 24 12,000 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 10,328 296,347 SH   DFND 24 0 0 296,347
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 609 44,435 SH   DFND 17 0 0 44,435
ITERIS INC COM 46564T107 1,140 171,423 SH   DFND 17 153,447 0 17,976
ITRON INC COM 465741106 13,220 170,692 SH   DFND 17 133,197 0 37,495
ITRON INC COM 465741106 159 2,055 SH   DFND 21 2,055 0 0
J & J SNACK FOODS CORP COM 466032109 309 2,350 SH   DFND 17 2,350 0 0
J & J SNACK FOODS CORP COM 466032109 1,772 13,495 SH   DFND 21 0 0 13,495
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 65,234 62,275,000 PRN   DFND 17 61,430,000 0 845,000
JPMORGAN CHASE & CO COM 46625H100 16,656 174,394 SH   DFND 4 174,394 0 0
JPMORGAN CHASE & CO COM 46625H100 435,650 4,561,301 SH   DFND 17 4,463,430 0 97,871
JPMORGAN CHASE & CO COM 46625H100 10,609 111,081 SH   DFND 20 111,081 0 0
JPMORGAN CHASE & CO COM 46625H100 431,913 4,522,173 SH   DFND 21 3,406,426 0 1,115,747
JPMORGAN CHASE & CO CALL 46625H900 46,685 488,800 SH Call DFND 4 488,800 0 0
JPMORGAN CHASE & CO PUT 46625H950 504,933 5,286,700 SH Put DFND 4 5,286,700 0 0
JABIL INC COM 466313103 1,492 52,270 SH   DFND 17 49,363 0 2,907
JABIL INC COM 466313103 22 756 SH   DFND 20 756 0 0
JABIL INC COM 466313103 12,243 428,835 SH   DFND 21 297,142 0 131,693
JACK IN THE BOX INC COM 466367109 7,444 73,034 SH   DFND 17 56,427 0 16,607
JACK IN THE BOX INC COM 466367109 398 3,902 SH   DFND 21 3,902 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 9,576 164,336 SH   DFND 17 164,336 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 104,305 98,410,000 PRN   DFND 17 91,740,000 0 6,670,000
JD COM INC SPON ADR CL A 47215P106 16,211 424,360 SH   DFND 17 341,305 0 83,055
JD COM INC SPON ADR CL A 47215P106 107,799 2,821,976 SH   DFND 20 2,523,776 0 298,200
JD COM INC SPON ADR CL A 47215P106 156 4,095 SH   DFND 21 0 0 4,095
JD COM INC SPON ADR CL A 47215P106 5,237 137,100 SH   DFND 24 137,100 0 0
JD COM INC SPON ADR CL A 47215P106 748 19,587 SH   DFND 25 19,587 0 0
JETBLUE AIRWAYS CORP COM 477143101 914 49,309 SH   DFND 17 33,323 0 15,986
JETBLUE AIRWAYS CORP COM 477143101 77 4,161 SH   DFND 20 4,161 0 0
JETBLUE AIRWAYS CORP COM 477143101 23,831 1,286,071 SH   DFND 21 895,185 0 390,886
JOHN BEAN TECHNOLOGIES CORP COM 477839104 12,802 126,623 SH   DFND 17 85,172 0 41,451
JOHN BEAN TECHNOLOGIES CORP COM 477839104 659 6,519 SH   DFND 21 6,519 0 0
JOHNSON & JOHNSON COM 478160104 8,451 65,000 SH   DFND 4 65,000 0 0
JOHNSON & JOHNSON COM 478160104 266,184 2,047,408 SH   DFND 17 1,724,307 0 323,101
JOHNSON & JOHNSON COM 478160104 4,737 36,437 SH   DFND 20 36,437 0 0
JOHNSON & JOHNSON COM 478160104 446,006 3,430,553 SH   DFND 21 2,470,475 0 960,078
JOHNSON & JOHNSON COM 478160104 2,581 19,850 SH   DFND 24 19,850 0 0
JOHNSON & JOHNSON CALL 478160904 112,108 862,300 SH Call DFND 4 862,300 0 0
JOHNSON & JOHNSON PUT 478160954 434,974 3,345,700 SH Put DFND 4 3,345,700 0 0
J2 GLOBAL INC COM 48123V102 670 9,068 SH   DFND 17 5,102 0 3,966
J2 GLOBAL INC COM 48123V102 125 1,688 SH   DFND 20 1,688 0 0
J2 GLOBAL INC COM 48123V102 17,199 232,794 SH   DFND 21 151,243 0 81,551
JUNIPER NETWORKS INC COM 48203R104 11,364 408,328 SH   DFND 17 396,181 0 12,147
JUNIPER NETWORKS INC COM 48203R104 411 14,767 SH   DFND 20 14,767 0 0
JUNIPER NETWORKS INC COM 48203R104 44,504 1,599,143 SH   DFND 21 976,653 0 622,490
JUNO THERAPEUTICS INC COM 48205A109 5,314 118,457 SH   DFND 17 102,752 0 15,705
JUNO THERAPEUTICS INC COM 48205A109 2,853 63,600 SH   DFND 24 63,600 0 0
JUST ENERGY GROUP INC COM 48213W101 47 8,193 SH   DFND 17 8,193 0 0
JUST ENERGY GROUP INC COM 48213W101 350 60,510 SH   DFND 21 0 0 60,510
KAR AUCTION SVCS INC COM 48238T109 9,309 195,000 SH   DFND 4 195,000 0 0
KAR AUCTION SVCS INC COM 48238T109 17,014 356,396 SH   DFND 17 287,067 0 69,329
KAR AUCTION SVCS INC COM 48238T109 170 3,568 SH   DFND 20 3,568 0 0
KAR AUCTION SVCS INC COM 48238T109 35,275 738,907 SH   DFND 21 702,894 0 36,013
KBR INC COM 48242W106 21,680 1,212,510 SH   DFND 17 1,212,510 0 0
KLA-TENCOR CORP COM 482480100 9,098 85,830 SH   DFND 17 83,490 0 2,340
KLA-TENCOR CORP COM 482480100 35,143 331,535 SH   DFND 21 331,535 0 0
KMG CHEMICALS INC COM 482564101 3,308 60,283 SH   DFND 17 58,540 0 1,743
KMG CHEMICALS INC COM 482564101 1,687 30,739 SH   DFND 21 30,739 0 0
KT CORP SPONSORED ADR 48268K101 546 39,394 SH   DFND 17 39,394 0 0
K12 INC COM 48273U102 325 18,203 SH   DFND 21 0 0 18,203
KADANT INC COM 48282T104 5,432 55,116 SH   DFND 17 52,596 0 2,520
KADANT INC COM 48282T104 1,259 12,780 SH   DFND 21 0 0 12,780
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,026 29,339 SH   DFND 17 3,465 0 25,874
KANSAS CITY SOUTHERN COM NEW 485170302 14,128 130,000 SH   DFND 4 130,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 154,429 1,420,951 SH   DFND 17 1,310,868 0 110,083
KANSAS CITY SOUTHERN COM NEW 485170302 355 3,267 SH   DFND 20 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,161 19,886 SH   DFND 21 10,934 0 8,952
KB HOME NOTE 1.375% 2/0 48666KAS8 30,833 29,235,000 PRN   DFND 17 29,235,000 0 0
KELLOGG CO COM 487836108 3,151 50,529 SH   DFND 4 50,529 0 0
KELLOGG CO COM 487836108 126 2,016 SH   DFND 17 2,016 0 0
KELLOGG CO CALL 487836908 574 9,200 SH Call DFND 4 9,200 0 0
KELLOGG CO PUT 487836958 5,875 94,200 SH Put DFND 4 94,200 0 0
KELLY SVCS INC CL A 488152208 1,041 41,492 SH   DFND 17 15,247 0 26,245
KELLY SVCS INC CL A 488152208 2,845 113,376 SH   DFND 21 74,417 0 38,959
KENNAMETAL INC COM 489170100 1,147 28,425 SH   DFND 17 28,425 0 0
KENNAMETAL INC COM 489170100 284 7,043 SH   DFND 20 7,043 0 0
KENNAMETAL INC COM 489170100 968 24,004 SH   DFND 21 24,004 0 0
KEYCORP NEW COM 493267108 1,714 91,063 SH   DFND 4 91,063 0 0
KEYCORP NEW COM 493267108 9,777 519,489 SH   DFND 17 519,489 0 0
KEYCORP NEW COM 493267108 709 37,685 SH   DFND 20 37,685 0 0
KEYCORP NEW COM 493267108 4,038 214,582 SH   DFND 21 132,693 0 81,889
KEYCORP NEW CALL 493267908 262 13,900 SH Call DFND 4 13,900 0 0
KEYCORP NEW PUT 493267958 13,451 714,700 SH Put DFND 4 714,700 0 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 1,870 2,000,000 PRN   DFND 17 2,000,000 0 0
KFORCE INC COM 493732101 1,724 85,370 SH   DFND 17 85,370 0 0
KILROY RLTY CORP COM 49427F108 13,263 186,487 SH   DFND 4 186,487 0 0
KILROY RLTY CORP COM 49427F108 13,217 185,846 SH   DFND 17 127,665 0 58,181
KILROY RLTY CORP COM 49427F108 229 3,221 SH   DFND 21 3,221 0 0
KIMBALL ELECTRONICS INC COM 49428J109 541 24,979 SH   DFND 17 24,979 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,030 93,779 SH   DFND 21 66,933 0 26,846
KIMBERLY CLARK CORP COM 494368103 15,905 135,151 SH   DFND 4 135,151 0 0
KIMBERLY CLARK CORP COM 494368103 9,988 84,874 SH   DFND 17 84,874 0 0
KIMBERLY CLARK CORP COM 494368103 671 5,701 SH   DFND 21 5,701 0 0
KIMBERLY CLARK CORP CALL 494368903 7,331 62,300 SH Call DFND 4 62,300 0 0
KIMBERLY CLARK CORP PUT 494368953 69,231 588,300 SH Put DFND 4 588,300 0 0
KINDER MORGAN INC DEL COM 49456B101 32,390 1,688,738 SH   DFND 4 1,688,738 0 0
KINDER MORGAN INC DEL COM 49456B101 158 8,227 SH   DFND 17 8,227 0 0
KINDER MORGAN INC DEL COM 49456B101 555 28,931 SH   DFND 21 24,111 0 4,820
KINDER MORGAN INC DEL PFD SER A 49456B200 49,665 1,167,220 SH   DFND 17 1,167,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 5,971 311,300 SH Call DFND 4 311,300 0 0
KINDER MORGAN INC DEL PUT 49456B951 28,235 1,472,100 SH Put DFND 4 1,472,100 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,843 2,090,574 SH   DFND 21 2,090,574 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 921 71,655 SH   DFND 17 71,655 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 4,265 331,691 SH   DFND 21 207,812 0 123,879
KITE PHARMA INC COM 49803L109 15,800 87,871 SH   DFND 4 87,871 0 0
KITE PHARMA INC COM 49803L109 22,728 126,399 SH   DFND 21 126,399 0 0
KNOLL INC COM NEW 498904200 21,371 1,068,525 SH   DFND 17 1,068,525 0 0
KNOLL INC COM NEW 498904200 68 3,424 SH   DFND 20 3,424 0 0
KNOLL INC COM NEW 498904200 306 15,310 SH   DFND 21 15,310 0 0
KOHLS CORP COM 500255104 371 8,120 SH   DFND 17 8,120 0 0
KOHLS CORP COM 500255104 4,010 87,846 SH   DFND 21 60,789 0 27,057
KOPPERS HOLDINGS INC COM 50060P106 3,827 82,917 SH   DFND 17 68,557 0 14,360
KOPPERS HOLDINGS INC COM 50060P106 130 2,826 SH   DFND 21 0 0 2,826
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,429 85,283 SH   DFND 17 85,283 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,683 279,416 SH   DFND 21 244,138 0 35,278
KORN FERRY INTL COM NEW 500643200 36,911 936,121 SH   DFND 17 916,706 0 19,415
KRAFT HEINZ CO COM 500754106 33,483 431,754 SH   DFND 4 431,754 0 0
KRAFT HEINZ CO COM 500754106 467 6,017 SH   DFND 17 2,557 0 3,460
KRAFT HEINZ CO COM 500754106 228 2,934 SH   DFND 21 2,934 0 0
KRAFT HEINZ CO CALL 500754906 7,158 92,300 SH Call DFND 4 92,300 0 0
KRAFT HEINZ CO PUT 500754956 76,806 990,400 SH Put DFND 4 990,400 0 0
KRATON CORPORATION COM 50077C106 400 9,888 SH   DFND 17 9,888 0 0
KRATON CORPORATION COM 50077C106 924 22,852 SH   DFND 21 20,438 0 2,414
KROGER CO COM 501044101 70,183 3,498,668 SH   DFND 4 3,498,668 0 0
KROGER CO COM 501044101 56,795 2,831,281 SH   DFND 17 2,820,039 0 11,242
KROGER CO COM 501044101 149 7,448 SH   DFND 20 7,448 0 0
KROGER CO COM 501044101 26,344 1,313,276 SH   DFND 21 695,810 0 617,466
KROGER CO CALL 501044901 3,619 180,400 SH Call DFND 4 180,400 0 0
KROGER CO PUT 501044951 15,877 791,500 SH Put DFND 4 791,500 0 0
KRONOS WORLDWIDE INC COM 50105F105 3,322 145,510 SH   DFND 21 115,806 0 29,704
LHC GROUP INC COM 50187A107 535 7,544 SH   DFND 17 7,544 0 0
LHC GROUP INC COM 50187A107 137 1,935 SH   DFND 20 1,935 0 0
LHC GROUP INC COM 50187A107 2,907 40,991 SH   DFND 21 25,512 0 15,479
LGI HOMES INC COM 50187T106 5,384 110,853 SH   DFND 17 92,234 0 18,619
LKQ CORP COM 501889208 48 1,325 SH   DFND 17 1,325 0 0
LKQ CORP COM 501889208 183 5,095 SH   DFND 21 0 0 5,095
LCI INDS COM 50189K103 828 7,146 SH   DFND 21 0 0 7,146
LPL FINL HLDGS INC COM 50212V100 1,024 19,848 SH   DFND 17 19,848 0 0
LPL FINL HLDGS INC COM 50212V100 231 4,487 SH   DFND 20 4,487 0 0
LPL FINL HLDGS INC COM 50212V100 3,954 76,664 SH   DFND 21 60,539 0 16,125
L3 TECHNOLOGIES INC COM 502413107 8,201 43,525 SH   DFND 17 35,310 0 8,215
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 8,198 235,720 SH   DFND 17 225,376 0 10,344
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,956 85,000 SH   DFND 24 85,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,285 28,382 SH   DFND 17 27,247 0 1,135
LABORATORY CORP AMER HLDGS COM NEW 50540R409 883 5,852 SH   DFND 20 5,852 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 23,854 158,002 SH   DFND 21 98,283 0 59,719
LAM RESEARCH CORP COM 512807108 257,674 1,392,534 SH   DFND 17 1,140,095 0 252,439
LAM RESEARCH CORP COM 512807108 2,102 11,360 SH   DFND 20 11,360 0 0
LAM RESEARCH CORP COM 512807108 186,058 1,005,504 SH   DFND 21 627,896 0 377,608
LAM RESEARCH CORP CALL 512807908 6,680 36,100 SH Call DFND 4 36,100 0 0
LAM RESEARCH CORP PUT 512807958 54,772 296,000 SH Put DFND 4 296,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 127,622 41,695,000 PRN   DFND 17 38,890,000 0 2,805,000
LAMB WESTON HLDGS INC COM 513272104 12,514 266,880 SH   DFND 17 179,022 0 87,858
LAMB WESTON HLDGS INC COM 513272104 211 4,501 SH   DFND 20 4,501 0 0
LAMB WESTON HLDGS INC COM 513272104 843 17,971 SH   DFND 21 17,971 0 0
LAREDO PETROLEUM INC COM 516806106 9,402 727,136 SH   DFND 17 551,920 0 175,216
LAREDO PETROLEUM INC COM 516806106 879 68,000 SH   DFND 24 68,000 0 0
LAS VEGAS SANDS CORP COM 517834107 3,439 53,593 SH   DFND 17 53,593 0 0
LAS VEGAS SANDS CORP COM 517834107 7,672 119,583 SH   DFND 21 112,400 0 7,183
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,412 48,643 SH   DFND 17 48,643 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,278 147,422 SH   DFND 21 138,175 0 9,247
LAUDER ESTEE COS INC CL A 518439104 89,257 827,678 SH   DFND 17 729,188 0 98,490
LAUDER ESTEE COS INC CL A 518439104 1,488 13,800 SH   DFND 20 13,800 0 0
LAUDER ESTEE COS INC CL A 518439104 152,445 1,413,625 SH   DFND 21 1,191,274 0 222,351
LAUDER ESTEE COS INC CL A 518439104 1,046 9,700 SH   DFND 24 9,700 0 0
LAUDER ESTEE COS INC CALL 518439904 5,112 47,400 SH Call DFND 4 47,400 0 0
LAUDER ESTEE COS INC PUT 518439954 29,764 276,000 SH Put DFND 4 276,000 0 0
LAYNE CHRISTENSEN CO COM 521050104 1,260 100,398 SH   DFND 17 89,779 0 10,619
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7,639 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 46,613 269,315 SH   DFND 17 207,513 0 61,802
LEAR CORP COM NEW 521865204 1,092 6,307 SH   DFND 20 6,307 0 0
LEAR CORP COM NEW 521865204 116,984 675,896 SH   DFND 21 490,870 0 185,026
LEGGETT & PLATT INC COM 524660107 27 567 SH   DFND 17 567 0 0
LEGGETT & PLATT INC COM 524660107 10,511 220,215 SH   DFND 21 212,118 0 8,097
LEGG MASON INC COM 524901105 678 17,253 SH   DFND 17 17,253 0 0
LEIDOS HLDGS INC COM 525327102 8,266 139,575 SH   DFND 17 139,575 0 0
LEIDOS HLDGS INC COM 525327102 1,011 17,067 SH   DFND 20 17,067 0 0
LEIDOS HLDGS INC COM 525327102 39,512 667,201 SH   DFND 21 300,171 0 367,030
LEMAITRE VASCULAR INC COM 525558201 10,376 277,284 SH   DFND 17 230,123 0 47,161
LEMAITRE VASCULAR INC COM 525558201 151 4,044 SH   DFND 20 4,044 0 0
LEMAITRE VASCULAR INC COM 525558201 1,515 40,492 SH   DFND 21 30,726 0 9,766
LENDINGCLUB CORP COM 52603A109 5,598 919,145 SH   DFND 17 866,340 0 52,805
LENDINGTREE INC NEW COM 52603B107 56,513 231,185 SH   DFND 17 231,185 0 0
LENNOX INTL INC COM 526107107 485 2,712 SH   DFND 21 2,712 0 0
LEUCADIA NATL CORP COM 527288104 3,444 136,400 SH   DFND 4 136,400 0 0
LEUCADIA NATL CORP COM 527288104 1,470 58,208 SH   DFND 17 58,208 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 67 1,257 SH   DFND 17 1,257 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 13,802 258,995 SH   DFND 21 258,995 0 0
LEXINGTON REALTY TRUST COM 529043101 150 14,673 SH   DFND 17 14,673 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 88,326 74,470,000 PRN   DFND 17 69,380,000 0 5,090,000
LIBERTY PPTY TR SH BEN INT 531172104 381 9,281 SH   DFND 20 9,281 0 0
LIBERTY PPTY TR SH BEN INT 531172104 4,231 103,035 SH   DFND 21 39,111 0 63,924
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 311 7,426 SH   DFND 17 7,426 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,243 29,682 SH   DFND 17 28,942 0 740
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 6,398 152,808 SH   DFND 21 152,808 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 98,949 82,065,000 PRN   DFND 17 77,495,000 0 4,570,000
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 44,933 42,150,000 PRN   DFND 17 42,150,000 0 0
LIFEPOINT HEALTH INC COM 53219L109 2,545 43,961 SH   DFND 17 5,038 0 38,923
LIFEPOINT HEALTH INC COM 53219L109 1,554 26,832 SH   DFND 21 6,036 0 20,796
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 7,531 55,317 SH   DFND 17 40,577 0 14,740
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 18,649 10,225,000 PRN   DFND 17 7,975,000 0 2,250,000
LILLY ELI & CO COM 532457108 17,687 206,771 SH   DFND 17 184,861 0 21,910
LILLY ELI & CO COM 532457108 822 9,614 SH   DFND 20 9,614 0 0
LILLY ELI & CO COM 532457108 73,419 858,300 SH   DFND 21 372,503 0 485,797
LILLY ELI & CO CALL 532457908 19,614 229,300 SH Call DFND 4 229,300 0 0
LILLY ELI & CO PUT 532457958 160,541 1,876,800 SH Put DFND 4 1,876,800 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,002 10,929 SH   DFND 17 10,929 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,703 29,479 SH   DFND 21 29,479 0 0
LINCOLN NATL CORP IND COM 534187109 48,493 659,953 SH   DFND 17 531,060 0 128,893
LINCOLN NATL CORP IND COM 534187109 1,536 20,897 SH   DFND 20 20,897 0 0
LINCOLN NATL CORP IND COM 534187109 58,239 792,585 SH   DFND 21 643,503 0 149,082
LIQUIDITY SERVICES INC COM 53635B107 94 15,855 SH   DFND 17 0 0 15,855
LITTELFUSE INC COM 537008104 69 353 SH   DFND 17 353 0 0
LITTELFUSE INC COM 537008104 33,831 172,713 SH   DFND 21 172,713 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,382 123,576 SH   DFND 17 123,576 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 30,859 23,295,000 PRN   DFND 17 18,370,000 0 4,925,000
LIVEPERSON INC COM 538146101 3,754 277,059 SH   DFND 17 227,234 0 49,825
LOCKHEED MARTIN CORP COM 539830109 57,639 185,759 SH   DFND 17 182,634 0 3,125
LOCKHEED MARTIN CORP COM 539830109 22,093 71,200 SH   DFND 20 71,200 0 0
LOCKHEED MARTIN CORP CALL 539830909 16,911 54,500 SH Call DFND 4 54,500 0 0
LOCKHEED MARTIN CORP PUT 539830959 175,717 566,300 SH Put DFND 4 566,300 0 0
LOEWS CORP COM 540424108 57 1,187 SH   DFND 17 1,187 0 0
LOEWS CORP COM 540424108 11,638 243,167 SH   DFND 21 180,219 0 62,948
LOGMEIN INC COM 54142L109 9,390 85,329 SH   DFND 17 59,403 0 25,926
LOGMEIN INC COM 54142L109 185 1,677 SH   DFND 21 1,677 0 0
LOUISIANA PAC CORP COM 546347105 1,537 56,757 SH   DFND 17 56,757 0 0
LOWES COS INC COM 548661107 1,701 21,277 SH   DFND 4 21,277 0 0
LOWES COS INC COM 548661107 4,686 58,615 SH   DFND 17 58,615 0 0
LOWES COS INC COM 548661107 25,921 324,250 SH   DFND 21 324,250 0 0
LOWES COS INC CALL 548661907 13,846 173,200 SH Call DFND 4 173,200 0 0
LOWES COS INC PUT 548661957 81,978 1,025,500 SH Put DFND 4 1,025,500 0 0
LUMENTUM HLDGS INC COM 55024U109 65,427 1,203,805 SH   DFND 17 1,152,675 0 51,130
LUMENTUM HLDGS INC COM 55024U109 345 6,350 SH   DFND 20 6,350 0 0
LUMENTUM HLDGS INC COM 55024U109 1,165 21,427 SH   DFND 21 18,649 0 2,778
LUMOS NETWORKS CORP COM 550283105 4,401 245,569 SH   DFND 21 245,569 0 0
LYDALL INC DEL COM 550819106 3,771 65,805 SH   DFND 17 65,805 0 0
LYDALL INC DEL COM 550819106 498 8,683 SH   DFND 21 0 0 8,683
LYON WILLIAM HOMES CL A NEW 552074700 1,089 47,378 SH   DFND 17 47,378 0 0
M & T BK CORP COM 55261F104 989 6,143 SH   DFND 4 6,143 0 0
M & T BK CORP COM 55261F104 106 661 SH   DFND 17 661 0 0
M & T BK CORP CALL 55261F904 3,414 21,200 SH Call DFND 4 21,200 0 0
M & T BK CORP PUT 55261F954 21,048 130,700 SH Put DFND 4 130,700 0 0
M D C HLDGS INC COM 552676108 27,928 840,960 SH   DFND 17 840,960 0 0
MDU RES GROUP INC COM 552690109 10,472 403,561 SH   DFND 17 297,376 0 106,185
MDU RES GROUP INC COM 552690109 207 7,995 SH   DFND 21 7,995 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 850 77,269 SH   DFND 17 10,297 0 66,972
MFA FINL INC COM 55272X102 1,240 141,607 SH   DFND 17 74,797 0 66,810
MFA FINL INC COM 55272X102 8,629 985,056 SH   DFND 21 755,357 0 229,699
MCBC HLDGS INC COM 55276F107 1,562 76,640 SH   DFND 17 76,640 0 0
MCBC HLDGS INC COM 55276F107 160 7,854 SH   DFND 20 7,854 0 0
MCBC HLDGS INC COM 55276F107 468 22,984 SH   DFND 21 22,984 0 0
MGIC INVT CORP WIS COM 552848103 190 15,195 SH   DFND 17 0 0 15,195
MGIC INVT CORP WIS COM 552848103 5,467 436,336 SH   DFND 21 60,217 0 376,119
MGM RESORTS INTERNATIONAL COM 552953101 9,247 283,732 SH   DFND 4 275,686 0 8,046
MGM RESORTS INTERNATIONAL COM 552953101 149,025 4,572,715 SH   DFND 17 4,559,925 0 12,790
MGM RESORTS INTERNATIONAL COM 552953101 134 4,098 SH   DFND 21 0 0 4,098
MGP INGREDIENTS INC NEW COM 55303J106 3,651 60,216 SH   DFND 17 60,216 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,667 27,488 SH   DFND 21 27,488 0 0
M/I HOMES INC COM 55305B101 2,179 81,537 SH   DFND 17 81,537 0 0
M/I HOMES INC COM 55305B101 967 36,193 SH   DFND 21 0 0 36,193
MKS INSTRUMENT INC COM 55306N104 56,224 595,275 SH   DFND 17 570,180 0 25,095
MKS INSTRUMENT INC COM 55306N104 315 3,338 SH   DFND 20 3,338 0 0
MKS INSTRUMENT INC COM 55306N104 25,576 270,786 SH   DFND 21 244,869 0 25,917
MPLX LP COM UNIT REP LTD 55336V100 4,565 130,389 SH   DFND 4 130,389 0 0
MSA SAFETY INC COM 553498106 2,327 29,265 SH   DFND 17 23,190 0 6,075
MSCI INC COM 55354G100 16,311 139,526 SH   DFND 17 139,526 0 0
MSCI INC COM 55354G100 128 1,095 SH   DFND 20 1,095 0 0
MSCI INC COM 55354G100 1,127 9,644 SH   DFND 21 9,644 0 0
MTGE INVT CORP COM 55378A105 3,821 196,948 SH   DFND 17 46,414 0 150,534
MTGE INVT CORP COM 55378A105 1,959 100,961 SH   DFND 21 0 0 100,961
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 46,322 1,038,371 SH   DFND 17 997,871 0 40,500
MACERICH CO COM 554382101 385 7,012 SH   DFND 17 7,012 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 6,850 94,904 SH   DFND 17 94,904 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,103 70,702 SH   DFND 21 70,702 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 28,058 26,395,000 PRN   DFND 17 24,720,000 0 1,675,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 51,386 52,925,000 PRN   DFND 17 52,925,000 0 0
MACROGENICS INC COM 556099109 961 52,021 SH   DFND 17 52,021 0 0
MACYS INC COM 55616P104 28,664 1,313,678 SH   DFND 17 1,311,512 0 2,166
MACYS INC COM 55616P104 12 563 SH   DFND 20 563 0 0
MACYS INC COM 55616P104 8,251 378,147 SH   DFND 21 319,291 0 58,856
MAGELLAN HEALTH INC COM NEW 559079207 945 10,946 SH   DFND 17 10,946 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,693 42,790 SH   DFND 21 42,790 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,438 34,315 SH   DFND 4 34,315 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 9,405 132,350 SH   DFND 17 132,000 0 350
MAGNA INTL INC COM 559222401 70,512 1,324,288 SH   DFND 17 1,184,154 0 140,134
MAGNA INTL INC COM 559222401 327 6,139 SH   DFND 20 6,139 0 0
MAGNA INTL INC COM 559222401 81,627 1,533,043 SH   DFND 21 1,022,690 0 510,353
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,745 48,661 SH   DFND 17 5,916 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 221 6,162 SH   DFND 20 6,162 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,023 28,525 SH   DFND 21 17,520 0 11,005
MANITEX INTL INC COM 563420108 996 110,883 SH   DFND 17 99,171 0 11,712
MANPOWERGROUP INC COM 56418H100 10,135 86,024 SH   DFND 17 86,024 0 0
MANPOWERGROUP INC COM 56418H100 763 6,478 SH   DFND 20 6,478 0 0
MANPOWERGROUP INC COM 56418H100 9,535 80,926 SH   DFND 21 59,345 0 21,581
MANTECH INTL CORP CL A 564563104 3,124 70,751 SH   DFND 17 54,496 0 16,255
MANTECH INTL CORP CL A 564563104 3,823 86,580 SH   DFND 21 74,946 0 11,634
MANULIFE FINL CORP COM 56501R106 44,384 2,193,125 SH   DFND 17 1,860,079 0 333,046
MANULIFE FINL CORP COM 56501R106 944 46,661 SH   DFND 20 46,661 0 0
MANULIFE FINL CORP COM 56501R106 40,531 2,002,727 SH   DFND 21 1,374,617 0 628,110
MARATHON PETE CORP COM 56585A102 1,606 28,644 SH   DFND 4 28,644 0 0
MARATHON PETE CORP COM 56585A102 28,989 516,928 SH   DFND 17 326,900 0 190,028
MARATHON PETE CORP COM 56585A102 1,404 25,028 SH   DFND 20 25,028 0 0
MARATHON PETE CORP COM 56585A102 65,931 1,175,651 SH   DFND 21 794,229 0 381,422
MARATHON PETE CORP COM 56585A102 785 14,000 SH   DFND 24 14,000 0 0
MARATHON PETE CORP CALL 56585A902 3,320 59,200 SH Call DFND 4 59,200 0 0
MARATHON PETE CORP PUT 56585A952 51,896 925,400 SH Put DFND 4 925,400 0 0
MARCUS CORP COM 566330106 459 16,558 SH   DFND 17 16,558 0 0
MARCUS CORP COM 566330106 2,478 89,449 SH   DFND 21 47,753 0 41,696
MARINEMAX INC COM 567908108 2,145 129,620 SH   DFND 17 93,890 0 35,730
MARKEL CORP COM 570535104 1,999 1,872 SH   DFND 21 1,872 0 0
MARKETAXESS HLDGS INC COM 57060D108 22,188 120,255 SH   DFND 17 113,460 0 6,795
MARKETAXESS HLDGS INC COM 57060D108 105 568 SH   DFND 20 568 0 0
MARKETAXESS HLDGS INC COM 57060D108 13,254 71,834 SH   DFND 21 71,834 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10,021 80,474 SH   DFND 17 59,367 0 21,107
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 119 954 SH   DFND 20 954 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 16,204 130,123 SH   DFND 21 68,937 0 61,186
MARSH & MCLENNAN COS INC CALL 571748902 4,543 54,200 SH Call DFND 4 54,200 0 0
MARSH & MCLENNAN COS INC PUT 571748952 34,027 406,000 SH Put DFND 4 406,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 147 1,332 SH   DFND 17 1,332 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,700 15,420 SH   DFND 21 15,420 0 0
MARRIOTT INTL INC NEW CALL 571903902 6,605 59,900 SH Call DFND 4 59,900 0 0
MARRIOTT INTL INC NEW PUT 571903952 59,585 540,400 SH Put DFND 4 540,400 0 0
MASCO CORP COM 574599106 54 1,374 SH   DFND 17 1,374 0 0
MASCO CORP COM 574599106 2,146 55,000 SH   DFND 21 55,000 0 0
MASIMO CORP COM 574795100 6,044 69,827 SH   DFND 17 55,663 0 14,164
MASIMO CORP COM 574795100 33,612 388,305 SH   DFND 21 222,212 0 166,093
MASTEC INC COM 576323109 14,353 309,326 SH   DFND 17 230,510 0 78,816
MASTEC INC COM 576323109 171 3,686 SH   DFND 21 3,686 0 0
MASTERCARD INCORPORATED CL A 57636Q104 19,729 139,727 SH   DFND 17 105,882 0 33,845
MASTERCARD INCORPORATED CL A 57636Q104 26,250 185,908 SH   DFND 21 90,265 0 95,643
MASTERCARD INCORPORATED CALL 57636Q904 39,734 281,400 SH Call DFND 4 281,400 0 0
MASTERCARD INCORPORATED PUT 57636Q954 176,147 1,247,500 SH Put DFND 4 1,247,500 0 0
MATTHEWS INTL CORP CL A 577128101 120 1,922 SH   DFND 20 1,922 0 0
MATTHEWS INTL CORP CL A 577128101 351 5,643 SH   DFND 21 5,643 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 15,233 319,276 SH   DFND 17 150,522 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 18,460 386,929 SH   DFND 21 374,011 0 12,918
MCCLATCHY CO CL A NEW 579489303 1,782 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 50 486 SH   DFND 17 486 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,946 38,442 SH   DFND 21 0 0 38,442
MCDERMOTT INTL INC COM 580037109 888 122,207 SH   DFND 17 122,207 0 0
MCDERMOTT INTL INC COM 580037109 79 10,892 SH   DFND 20 10,892 0 0
MCDERMOTT INTL INC COM 580037109 2,172 298,702 SH   DFND 21 148,915 0 149,787
MCDONALDS CORP COM 580135101 245,988 1,570,004 SH   DFND 17 1,381,982 0 188,022
MCDONALDS CORP COM 580135101 20,637 131,712 SH   DFND 20 131,712 0 0
MCDONALDS CORP COM 580135101 126,983 810,458 SH   DFND 21 695,952 0 114,506
MCDONALDS CORP COM 580135101 104 664 SH   DFND 24 664 0 0
MCDONALDS CORP CALL 580135901 25,743 164,300 SH Call DFND 4 164,300 0 0
MCDONALDS CORP PUT 580135951 220,950 1,410,200 SH Put DFND 4 1,410,200 0 0
MCGRATH RENTCORP COM 580589109 539 12,323 SH   DFND 17 12,323 0 0
MCGRATH RENTCORP COM 580589109 2,577 58,907 SH   DFND 21 43,918 0 14,989
MCKESSON CORP COM 58155Q103 2,678 17,431 SH   DFND 4 17,431 0 0
MCKESSON CORP COM 58155Q103 127,704 831,355 SH   DFND 17 827,984 0 3,371
MCKESSON CORP COM 58155Q103 196 1,279 SH   DFND 20 1,279 0 0
MCKESSON CORP COM 58155Q103 58,623 381,637 SH   DFND 21 316,678 0 64,959
MCKESSON CORP CALL 58155Q903 6,513 42,400 SH Call DFND 4 42,400 0 0
MCKESSON CORP PUT 58155Q953 50,415 328,200 SH Put DFND 4 328,200 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 180 13,685 SH   DFND 17 13,685 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,603 350,551 SH   DFND 21 0 0 350,551
MEDICINES CO COM 584688105 2,819 76,117 SH   DFND 17 58,102 0 18,015
MEDICINES CO COM 584688105 693 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 10,924 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 11,793 11,200,000 PRN   DFND 17 11,200,000 0 0
MEDIFAST INC COM 58470H101 143 2,415 SH   DFND 17 2,415 0 0
MEDIFAST INC COM 58470H101 985 16,592 SH   DFND 21 16,592 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 27,995 20,350,000 PRN   DFND 17 16,485,000 0 3,865,000
MEDNAX INC COM 58502B106 494 11,465 SH   DFND 17 11,465 0 0
MEDNAX INC COM 58502B106 1,004 23,288 SH   DFND 21 12,722 0 10,566
MEET GROUP INC COM 58513U101 661 181,605 SH   DFND 17 124,325 0 57,280
MEET GROUP INC COM 58513U101 6,291 1,728,387 SH   DFND 21 1,534,698 0 193,689
MELCO RESORT ENTERTAINMENT L ADR 585464100 22,880 948,575 SH   DFND 17 823,790 0 124,785
MELCO RESORT ENTERTAINMENT L ADR 585464100 644 26,700 SH   DFND 24 26,700 0 0
MERCADOLIBRE INC COM 58733R102 12,539 48,427 SH   DFND 17 18,631 0 29,796
MERCADOLIBRE INC COM 58733R102 403 1,558 SH   DFND 21 1,558 0 0
MERCER INTL INC COM 588056101 1,395 117,723 SH   DFND 17 117,723 0 0
MERCER INTL INC COM 588056101 141 11,912 SH   DFND 20 11,912 0 0
MERCER INTL INC COM 588056101 2,284 192,783 SH   DFND 21 134,291 0 58,492
MERCK & CO INC COM 58933Y105 19,176 299,483 SH   DFND 4 299,483 0 0
MERCK & CO INC COM 58933Y105 115,200 1,799,154 SH   DFND 17 1,658,918 0 140,236
MERCK & CO INC COM 58933Y105 1,741 27,183 SH   DFND 20 27,183 0 0
MERCK & CO INC COM 58933Y105 184,917 2,887,975 SH   DFND 21 2,299,704 0 588,271
MERCK & CO INC COM 58933Y105 1,665 26,000 SH   DFND 24 26,000 0 0
MERCK & CO INC CALL 58933Y905 31,080 485,400 SH Call DFND 4 485,400 0 0
MERCK & CO INC PUT 58933Y955 164,647 2,571,400 SH Put DFND 4 2,571,400 0 0
MERCURY SYS INC COM 589378108 407 7,836 SH   DFND 17 7,836 0 0
MERCURY SYS INC COM 589378108 2,537 48,900 SH   DFND 20 48,900 0 0
MERCURY SYS INC COM 589378108 1,552 29,921 SH   DFND 21 0 0 29,921
MEREDITH CORP COM 589433101 42,719 769,716 SH   DFND 17 769,716 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,015 161,667 SH   DFND 17 161,667 0 0
MERIT MED SYS INC COM 589889104 1,479 34,930 SH   DFND 17 12,645 0 22,285
MERIT MED SYS INC COM 589889104 103 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 1,899 44,834 SH   DFND 21 44,834 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,419 82,099 SH   DFND 20 82,099 0 0
MESA LABS INC COM 59064R109 3,472 23,250 SH   DFND 17 22,552 0 698
META FINL GROUP INC COM 59100U108 1,208 15,409 SH   DFND 17 3,267 0 12,142
META FINL GROUP INC COM 59100U108 521 6,645 SH   DFND 21 6,645 0 0
METHANEX CORP COM 59151K108 27,353 545,600 SH   DFND 17 545,600 0 0
METHODE ELECTRS INC COM 591520200 30,128 711,412 SH   DFND 17 711,412 0 0
METLIFE INC COM 59156R108 81,274 1,564,469 SH   DFND 17 1,553,191 0 11,278
METLIFE INC COM 59156R108 135 2,591 SH   DFND 20 2,591 0 0
METLIFE INC COM 59156R108 41,349 795,948 SH   DFND 21 675,974 0 119,974
METLIFE INC CALL 59156R908 2,177 41,900 SH Call DFND 4 41,900 0 0
METLIFE INC PUT 59156R958 11,491 221,200 SH Put DFND 4 221,200 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 12,799 20,441 SH   DFND 17 18,371 0 2,070
METTLER TOLEDO INTERNATIONAL COM 592688105 1,331 2,125 SH   DFND 20 2,125 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 14,198 22,674 SH   DFND 21 18,565 0 4,109
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 4,671 146,436 SH   DFND 17 143,605 0 2,831
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 29 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 14,133 443,032 SH   DFND 21 380,848 0 62,184
MICROSOFT CORP COM 594918104 717,681 9,634,595 SH   DFND 17 8,216,726 0 1,417,869
MICROSOFT CORP COM 594918104 11,233 150,793 SH   DFND 20 150,793 0 0
MICROSOFT CORP COM 594918104 625,741 8,400,339 SH   DFND 21 6,237,657 0 2,162,682
MICROSOFT CORP CALL 594918904 110,074 1,477,700 SH Call DFND 4 1,477,700 0 0
MICROSOFT CORP PUT 594918954 660,205 8,863,000 SH Put DFND 4 8,863,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 213 2,378 SH   DFND 4 2,378 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 135,519 1,509,452 SH   DFND 17 1,118,893 0 390,559
MICROCHIP TECHNOLOGY INC COM 595017104 1,526 17,000 SH   DFND 20 17,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 92,748 1,033,054 SH   DFND 21 824,504 0 208,550
MICROCHIP TECHNOLOGY INC COM 595017104 916 10,200 SH   DFND 24 10,200 0 0
MICROCHIP TECHNOLOGY INC CALL 595017904 314 3,500 SH Call DFND 4 3,500 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 2,972 33,100 SH Put DFND 4 33,100 0 0
MICRON TECHNOLOGY INC COM 595112103 391,800 9,961,862 SH   DFND 17 8,772,429 0 1,189,433
MICRON TECHNOLOGY INC COM 595112103 28,133 715,294 SH   DFND 20 715,294 0 0
MICRON TECHNOLOGY INC COM 595112103 93,206 2,369,837 SH   DFND 21 1,597,699 0 772,138
MICRON TECHNOLOGY INC CALL 595112903 9,089 231,100 SH Call DFND 4 231,100 0 0
MICRON TECHNOLOGY INC PUT 595112953 57,858 1,471,100 SH Put DFND 4 1,471,100 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 10,165 2,500,000 PRN   DFND 17 1,885,000 0 615,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 261,863 189,321,000 PRN   DFND 17 180,221,000 0 9,100,000
MICROSEMI CORP COM 595137100 52,848 1,026,564 SH   DFND 17 955,344 0 71,220
MICROSEMI CORP COM 595137100 1,201 23,331 SH   DFND 21 0 0 23,331
MID AMER APT CMNTYS INC COM 59522J103 8,679 81,201 SH   DFND 17 81,201 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 173 5,463 SH   DFND 20 5,463 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 511 16,145 SH   DFND 21 16,145 0 0
MILLER HERMAN INC COM 600544100 1,900 52,915 SH   DFND 17 52,915 0 0
MILLER HERMAN INC COM 600544100 2,134 59,437 SH   DFND 21 40,962 0 18,475
MIMEDX GROUP INC COM 602496101 606 51,005 SH   DFND 17 3,455 0 47,550
MINDBODY INC COM CL A 60255W105 5,146 199,077 SH   DFND 17 199,077 0 0
MITEL NETWORKS CORP COM 60671Q104 146 17,440 SH   DFND 21 0 0 17,440
MOBILEIRON INC COM NEW 60739U204 1,759 475,329 SH   DFND 17 460,543 0 14,786
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 261 25,000 SH   DFND   25,000 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 25,900 2,480,845 SH   DFND 17 2,036,280 0 444,565
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5,703 546,249 SH   DFND 21 321,249 0 225,000
MODEL N INC COM 607525102 4,759 318,322 SH   DFND 17 310,638 0 7,684
MODINE MFG CO COM 607828100 4,811 249,943 SH   DFND 17 249,943 0 0
MODINE MFG CO COM 607828100 964 50,098 SH   DFND 21 0 0 50,098
MOELIS & CO CL A 60786M105 1,717 39,883 SH   DFND 17 4,753 0 35,130
MOELIS & CO CL A 60786M105 2,448 56,859 SH   DFND 21 13,712 0 43,147
MOHAWK INDS INC COM 608190104 51,256 207,087 SH   DFND 17 188,462 0 18,625
MOHAWK INDS INC COM 608190104 332 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 13,503 54,554 SH   DFND 21 50,366 0 4,188
MOHAWK INDS INC COM 608190104 569 2,300 SH   DFND 24 2,300 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 88,536 52,520,000 PRN   DFND 17 49,665,000 0 2,855,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 1,678 1,355,000 PRN   DFND 17 1,355,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 497 6,090 SH   DFND 4 6,090 0 0
MOLSON COORS BREWING CO CL B 60871R209 34,704 425,081 SH   DFND 17 419,776 0 5,305
MOLSON COORS BREWING CO CL B 60871R209 20,161 246,946 SH   DFND 21 86,315 0 160,631
MOLSON COORS BREWING CO PUT 60871R959 1,021 12,500 SH Put DFND 4 12,500 0 0
MONDELEZ INTL INC CL A 609207105 16,096 395,869 SH   DFND 4 395,869 0 0
MONDELEZ INTL INC CL A 609207105 33,308 819,192 SH   DFND 17 648,588 0 170,604
MONDELEZ INTL INC CL A 609207105 28,919 711,246 SH   DFND 21 518,131 0 193,115
MONDELEZ INTL INC CALL 609207905 11,665 286,900 SH Call DFND 4 286,900 0 0
MONDELEZ INTL INC PUT 609207955 61,832 1,520,700 SH Put DFND 4 1,520,700 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 403 25,000 SH   DFND 21 25,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 37,147 2,294,423 SH   DFND 17 2,236,116 0 58,307
MONMOUTH REAL ESTATE INVT CO CL A 609720107 784 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 7,669 71,975 SH   DFND 17 60,500 0 11,475
MONOLITHIC PWR SYS INC COM 609839105 242 2,269 SH   DFND 20 2,269 0 0
MONOLITHIC PWR SYS INC COM 609839105 705 6,620 SH   DFND 21 6,620 0 0
MONSANTO CO NEW COM 61166W101 755 6,297 SH   DFND 4 6,297 0 0
MONSANTO CO NEW COM 61166W101 129,016 1,076,750 SH   DFND 17 1,076,750 0 0
MONSANTO CO NEW COM 61166W101 12,102 101,000 SH   DFND 21 101,000 0 0
MONSANTO CO NEW COM 61166W101 6,566 54,800 SH   DFND 24 54,800 0 0
MONSANTO CO NEW CALL 61166W901 7,597 63,400 SH Call DFND 4 63,400 0 0
MONSANTO CO NEW PUT 61166W951 95,041 793,200 SH Put DFND 4 793,200 0 0
MONSANTO CO NEW PUT 61166W951 12,102 101,000 SH Put DFND 21 101,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 48,088 870,380 SH   DFND 17 659,216 0 211,164
MONSTER BEVERAGE CORP NEW CALL 61174X909 4,298 77,800 SH Call DFND 4 77,800 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 23,719 429,300 SH Put DFND 4 429,300 0 0
MOODYS CORP COM 615369105 344 2,469 SH   DFND 17 714 0 1,755
MOODYS CORP COM 615369105 2,473 17,767 SH   DFND 21 15,676 0 2,091
MOODYS CORP CALL 615369905 2,715 19,500 SH Call DFND 4 19,500 0 0
MOODYS CORP PUT 615369955 29,721 213,500 SH Put DFND 4 213,500 0 0
MORGAN STANLEY COM NEW 617446448 56,618 1,175,380 SH   DFND 4 1,175,380 0 0
MORGAN STANLEY COM NEW 617446448 111,142 2,307,284 SH   DFND 17 2,116,306 0 190,978
MORGAN STANLEY COM NEW 617446448 1,076 22,337 SH   DFND 20 22,337 0 0
MORGAN STANLEY COM NEW 617446448 97,575 2,025,645 SH   DFND 21 1,399,901 0 625,744
MORGAN STANLEY CALL 617446908 15,010 311,600 SH Call DFND 4 311,600 0 0
MORGAN STANLEY PUT 617446958 82,785 1,718,600 SH Put DFND 4 1,718,600 0 0
MOSAIC CO NEW COM 61945C103 962 44,551 SH   DFND 17 44,551 0 0
MOSAIC CO NEW COM 61945C103 957 44,315 SH   DFND 21 44,315 0 0
MOTORCAR PTS AMER INC COM 620071100 3,396 115,260 SH   DFND 17 111,340 0 3,920
MOTOROLA SOLUTIONS INC COM NEW 620076307 24,126 284,265 SH   DFND 17 279,635 0 4,630
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,065 95,025 SH   DFND 21 81,724 0 13,301
MUELLER WTR PRODS INC COM SER A 624758108 11,872 927,530 SH   DFND 17 927,530 0 0
MUELLER WTR PRODS INC COM SER A 624758108 359 28,044 SH   DFND 21 5,794 0 22,250
MULESOFT INC CL A 625207105 2,347 116,510 SH   DFND 17 90,137 0 26,373
MURPHY OIL CORP COM 626717102 967 36,402 SH   DFND 21 1,195 0 35,207
MURPHY USA INC COM 626755102 786 11,388 SH   DFND 21 11,388 0 0
MYRIAD GENETICS INC COM 62855J104 43 1,180 SH   DFND 17 1,180 0 0
MYRIAD GENETICS INC COM 62855J104 365 10,093 SH   DFND 21 8,939 0 1,154
NCR CORP NEW COM 62886E108 312 8,313 SH   DFND 17 0 0 8,313
NCR CORP NEW COM 62886E108 100 2,674 SH   DFND 20 2,674 0 0
NCR CORP NEW COM 62886E108 17,055 454,568 SH   DFND 21 309,975 0 144,593
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 449 38,854 SH   DFND 4 38,854 0 0
NMI HLDGS INC CL A 629209305 143 11,557 SH   DFND 21 11,557 0 0
NN INC COM 629337106 4,807 165,743 SH   DFND 17 161,384 0 4,359
NRG YIELD INC CL A NEW 62942X306 159 8,390 SH   DFND 17 8,390 0 0
NRG YIELD INC CL A NEW 62942X306 521 27,443 SH   DFND 21 27,443 0 0
NVR INC COM 62944T105 6,350 2,224 SH   DFND 17 2,224 0 0
NVR INC COM 62944T105 157 55 SH   DFND 21 55 0 0
NV5 GLOBAL INC COM 62945V109 6,081 111,265 SH   DFND 17 106,561 0 4,704
NANOMETRICS INC COM 630077105 1,311 45,518 SH   DFND 17 20,057 0 25,461
NANOMETRICS INC COM 630077105 615 21,353 SH   DFND 21 21,353 0 0
NATIONAL BEVERAGE CORP COM 635017106 6,187 49,877 SH   DFND 17 38,056 0 11,821
NATIONAL BEVERAGE CORP COM 635017106 1,685 13,583 SH   DFND 21 0 0 13,583
NATIONAL COMM CORP COM 63546L102 2,529 59,095 SH   DFND 17 57,090 0 2,005
NATIONAL FUEL GAS CO N J COM 636180101 39,447 696,814 SH   DFND 17 647,263 0 49,551
NATIONAL FUEL GAS CO N J COM 636180101 192 3,394 SH   DFND 21 3,394 0 0
NATIONAL HEALTH INVS INC COM 63633D104 30,514 394,800 SH   DFND 17 394,800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17,092 478,376 SH   DFND 17 478,376 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,636 150,000 SH   DFND 4 150,000 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,268 68,300 SH   DFND 4 68,300 0 0
NAUTILUS INC COM 63910B102 3,755 222,212 SH   DFND 17 214,318 0 7,894
NAVISTAR INTL CORP NEW COM 63934E108 5,598 127,026 SH   DFND 17 85,026 0 42,000
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 13,878 12,650,000 PRN   DFND 17 12,650,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 562 33,239 SH   DFND 17 33,239 0 0
NAVIGANT CONSULTING INC COM 63935N107 133 7,838 SH   DFND 20 7,838 0 0
NAVIGANT CONSULTING INC COM 63935N107 4,901 289,665 SH   DFND 21 194,807 0 94,858
NAVIENT CORPORATION COM 63938C108 819 54,512 SH   DFND 17 54,512 0 0
NAVIENT CORPORATION COM 63938C108 6,815 453,749 SH   DFND 21 453,749 0 0
NEENAH PAPER INC COM 640079109 33,922 396,520 SH   DFND 17 396,520 0 0
NEKTAR THERAPEUTICS COM 640268108 1,978 82,409 SH   DFND 17 82,409 0 0
NEKTAR THERAPEUTICS COM 640268108 624 26,000 SH   DFND 24 26,000 0 0
NEOGENOMICS INC COM NEW 64049M209 7,568 679,942 SH   DFND 17 659,482 0 20,460
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 860 88,341 SH   DFND 17 50,081 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,978 203,074 SH   DFND 21 156,803 0 46,271
NETAPP INC COM 64110D104 106,244 2,427,868 SH   DFND 17 1,567,762 0 860,106
NETAPP INC COM 64110D104 375 8,576 SH   DFND 20 8,576 0 0
NETAPP INC COM 64110D104 16,447 375,844 SH   DFND 21 364,742 0 11,102
NETFLIX INC COM 64110L106 93,124 513,504 SH   DFND 17 375,389 0 138,115
NETFLIX INC COM 64110L106 11,117 61,303 SH   DFND 21 42,027 0 19,276
NETFLIX INC CALL 64110L906 17,047 94,000 SH Call DFND 4 94,000 0 0
NETFLIX INC PUT 64110L956 160,821 886,800 SH Put DFND 4 886,800 0 0
NETEASE INC SPONSORED ADR 64110W102 15,908 60,300 SH   DFND 17 36,882 0 23,418
NETEASE INC SPONSORED ADR 64110W102 19,649 74,483 SH   DFND 20 62,945 0 11,538
NETEASE INC SPONSORED ADR 64110W102 30,657 116,210 SH   DFND 21 87,580 0 28,630
NETEASE INC SPONSORED ADR 64110W102 1,214 4,600 SH   DFND 24 4,600 0 0
NETGEAR INC COM 64111Q104 502 10,545 SH   DFND 17 7,746 0 2,799
NETGEAR INC COM 64111Q104 6,505 136,668 SH   DFND 21 44,182 0 92,486
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,458 40,111 SH   DFND 17 40,111 0 0
NEVSUN RES LTD COM 64156L101 842 390,000 SH   DFND 21 390,000 0 0
NEVRO CORP COM 64157F103 6,799 74,808 SH   DFND 17 62,693 0 12,115
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 250 210,000 PRN   DFND 17 210,000 0 0
NEW AGE BEVERAGES CORP COM 64157V108 543 159,197 SH   DFND 17 142,446 0 16,751
NEW GOLD INC CDA COM 644535106 2,540 685,961 SH   DFND 21 685,961 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 176 11,931 SH   DFND 17 11,931 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 23,195 262,806 SH   DFND 17 230,896 0 31,910
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 47,191 534,678 SH   DFND 20 470,291 0 64,387
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 93 1,052 SH   DFND 21 0 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,480 28,100 SH   DFND 24 28,100 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6,397 382,355 SH   DFND 17 309,438 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 190 11,370 SH   DFND 20 11,370 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 42,299 2,528,318 SH   DFND 21 1,647,656 0 880,662
NEW RELIC INC COM 64829B100 17,384 349,085 SH   DFND 17 349,085 0 0
NEW SR INVT GROUP INC COM 648691103 1,672 182,786 SH   DFND 17 182,786 0 0
NEW SR INVT GROUP INC COM 648691103 796 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 1,605 261,042 SH   DFND 21 161,485 0 99,557
NEW YORK REIT INC COM 64976L109 31,379 3,997,269 SH   DFND 4 3,997,269 0 0
NEWELL BRANDS INC COM 651229106 14,112 330,735 SH   DFND 4 330,735 0 0
NEWELL BRANDS INC COM 651229106 12,200 285,922 SH   DFND 17 240,042 0 45,880
NEWELL BRANDS INC COM 651229106 690 16,172 SH   DFND 20 16,172 0 0
NEWELL BRANDS INC COM 651229106 10,458 245,093 SH   DFND 21 209,479 0 35,614
NEWELL BRANDS INC CALL 651229906 2,249 52,700 SH Call DFND 4 52,700 0 0
NEWELL BRANDS INC PUT 651229956 22,052 516,800 SH Put DFND 4 516,800 0 0
NEWFIELD EXPL CO COM 651290108 25 854 SH   DFND 17 854 0 0
NEWFIELD EXPL CO COM 651290108 3,196 107,705 SH   DFND 21 74,891 0 32,814
NEWLINK GENETICS CORP COM 651511107 528 51,841 SH   DFND 17 50,188 0 1,653
NEWMONT MINING CORP COM 651639106 1,929 51,428 SH   DFND 4 51,428 0 0
NEWMONT MINING CORP COM 651639106 2,361 62,956 SH   DFND 17 62,956 0 0
NEWMONT MINING CORP COM 651639106 19,607 522,704 SH   DFND 21 522,704 0 0
NEWMONT MINING CORP COM 651639106 1,500 40,000 SH   DFND 24 40,000 0 0
NEWMONT MINING CORP CALL 651639906 1,519 40,500 SH Call DFND 4 40,500 0 0
NEWMONT MINING CORP PUT 651639956 20,169 537,700 SH Put DFND 4 537,700 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 427 6,861 SH   DFND 21 0 0 6,861
NEXTERA ENERGY INC COM 65339F101 1,255 8,563 SH   DFND 4 8,563 0 0
NEXTERA ENERGY INC COM 65339F101 18,022 122,976 SH   DFND 17 57,156 0 65,820
NEXTERA ENERGY INC COM 65339F101 334 2,277 SH   DFND 20 2,277 0 0
NEXTERA ENERGY INC COM 65339F101 54,030 368,677 SH   DFND 21 357,093 0 11,584
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 138,477 2,505,005 SH   DFND 17 2,398,695 0 106,310
NEXTERA ENERGY INC CALL 65339F901 11,504 78,500 SH Call DFND 4 78,500 0 0
NEXTERA ENERGY INC PUT 65339F951 118,486 808,500 SH Put DFND 4 808,500 0 0
NIKE INC CL B 654106103 18,345 353,815 SH   DFND 4 353,815 0 0
NIKE INC CL B 654106103 3,511 67,719 SH   DFND 17 59,914 0 7,805
NIKE INC CL B 654106103 5,814 112,124 SH   DFND 21 67,124 0 45,000
NIKE INC CALL 654106903 16,950 326,900 SH Call DFND 4 326,900 0 0
NIKE INC PUT 654106953 82,130 1,584,000 SH Put DFND 4 1,584,000 0 0
NISOURCE INC COM 65473P105 1,714 66,967 SH   DFND 17 66,967 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,499 77,820 SH   DFND 17 77,820 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 327 6,305 SH   DFND 4 6,305 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 49 950 SH   DFND 17 950 0 0
NORBORD INC COM NEW 65548P403 524 13,797 SH   DFND 17 13,797 0 0
NORBORD INC COM NEW 65548P403 2,070 54,495 SH   DFND 21 38,386 0 16,109
NORDSON CORP COM 655663102 7,245 61,141 SH   DFND 17 49,486 0 11,655
NORDSTROM INC COM 655664100 22,161 470,000 SH   DFND 4 470,000 0 0
NORDSTROM INC COM 655664100 15,775 334,568 SH   DFND 17 329,038 0 5,530
NORDSTROM INC COM 655664100 77 1,628 SH   DFND 21 0 0 1,628
NORFOLK SOUTHERN CORP COM 655844108 19,829 149,947 SH   DFND 17 145,515 0 4,432
NORFOLK SOUTHERN CORP COM 655844108 617 4,669 SH   DFND 20 4,669 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,546 147,810 SH   DFND 21 95,650 0 52,160
NORFOLK SOUTHERN CORP CALL 655844908 8,715 65,900 SH Call DFND 4 65,900 0 0
NORFOLK SOUTHERN CORP PUT 655844958 53,742 406,400 SH Put DFND 4 406,400 0 0
NORTHERN TR CORP COM 665859104 1,090 11,860 SH   DFND 4 11,860 0 0
NORTHERN TR CORP COM 665859104 85 928 SH   DFND 17 928 0 0
NORTHERN TR CORP COM 665859104 1,075 11,695 SH   DFND 20 11,695 0 0
NORTHERN TR CORP COM 665859104 3,584 38,990 SH   DFND 21 34,158 0 4,832
NORTHERN TR CORP CALL 665859904 2,344 25,500 SH Call DFND 4 25,500 0 0
NORTHERN TR CORP PUT 665859954 10,351 112,600 SH Put DFND 4 112,600 0 0
NORTHROP GRUMMAN CORP COM 666807102 44,771 155,605 SH   DFND 17 102,641 0 52,964
NORTHROP GRUMMAN CORP COM 666807102 2,041 7,095 SH   DFND 20 7,095 0 0
NORTHROP GRUMMAN CORP COM 666807102 117,554 408,571 SH   DFND 21 318,207 0 90,364
NORTHROP GRUMMAN CORP CALL 666807902 13,868 48,200 SH Call DFND 4 48,200 0 0
NORTHROP GRUMMAN CORP PUT 666807952 84,331 293,100 SH Put DFND 4 293,100 0 0
NORTHWEST PIPE CO COM 667746101 1,102 57,963 SH   DFND 17 51,849 0 6,114
NORTHWESTERN CORP COM NEW 668074305 129 2,270 SH   DFND 17 2,270 0 0
NORTHWESTERN CORP COM NEW 668074305 426 7,475 SH   DFND 20 7,475 0 0
NORTHWESTERN CORP COM NEW 668074305 1,402 24,614 SH   DFND 21 24,614 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,142 36,601 SH   DFND 17 19,901 0 16,700
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 148 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 22,081 4,080,000 PRN   DFND 17 3,745,000 0 335,000
NOVANTA INC COM 67000B104 3,358 77,010 SH   DFND 17 54,435 0 22,575
NOW INC COM 67011P100 682 49,360 SH   DFND 17 49,360 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,537 73,800 SH   DFND 4 73,800 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 47 760 SH   DFND 17 760 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 54,821 3,487,335 SH   DFND 17 3,487,335 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1,230 1,230,000 PRN   DFND 17 1,230,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 44,486 47,640,000 PRN   DFND 17 47,640,000 0 0
NUCOR CORP COM 670346105 6,443 114,965 SH   DFND 4 114,965 0 0
NUCOR CORP COM 670346105 13,540 241,606 SH   DFND 17 241,606 0 0
NUCOR CORP COM 670346105 27,574 492,045 SH   DFND 21 420,604 0 71,441
NUCOR CORP CALL 670346905 2,550 45,500 SH Call DFND 4 45,500 0 0
NUCOR CORP PUT 670346955 16,633 296,800 SH Put DFND 4 296,800 0 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 23,911 1,086,850 SH   DFND 17 1,086,850 0 0
NVIDIA CORP COM 67066G104 389,446 2,178,475 SH   DFND 17 1,961,063 0 217,412
NVIDIA CORP COM 67066G104 823 4,602 SH   DFND 20 4,602 0 0
NVIDIA CORP COM 67066G104 104,955 587,093 SH   DFND 21 516,267 0 70,826
NVIDIA CORP CALL 67066G904 20,219 113,100 SH Call DFND 4 113,100 0 0
NVIDIA CORP PUT 67066G954 239,445 1,339,400 SH Put DFND 4 1,339,400 0 0
NUTRI SYS INC NEW COM 67069D108 7,112 127,229 SH   DFND 17 99,986 0 27,243
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 64,289 56,160,000 PRN   DFND 17 55,180,000 0 980,000
NXSTAGE MEDICAL INC COM 67072V103 9,384 340,000 SH   DFND 21 340,000 0 0
OGE ENERGY CORP COM 670837103 6,328 175,626 SH   DFND 21 33,099 0 142,527
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,299 6,031 SH   DFND 4 6,031 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 84 390 SH   DFND 17 390 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,508 7,000 SH   DFND 21 7,000 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 581 2,700 SH Call DFND 4 2,700 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 3,834 17,800 SH Put DFND 4 17,800 0 0
OFG BANCORP COM 67103X102 116 12,717 SH   DFND 20 12,717 0 0
OFG BANCORP COM 67103X102 757 82,708 SH   DFND 21 36,880 0 45,828
OASIS PETE INC NEW COM 674215108 8,664 950,000 SH   DFND 4 950,000 0 0
OASIS PETE INC NEW COM 674215108 7,795 854,673 SH   DFND 17 610,079 0 244,594
OASIS PETE INC NEW COM 674215108 124 13,575 SH   DFND 21 13,575 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 62,860 58,160,000 PRN   DFND 17 55,390,000 0 2,770,000
OBALON THERAPEUTICS INC COM 67424L100 632 66,333 SH   DFND 17 59,379 0 6,954
OCCIDENTAL PETE CORP DEL COM 674599105 10,397 161,924 SH   DFND 4 161,924 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 47,534 740,289 SH   DFND 17 740,289 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 970 15,100 SH   DFND 24 15,100 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 3,923 61,100 SH Call DFND 4 61,100 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 53,904 839,500 SH Put DFND 4 839,500 0 0
OCWEN FINL CORP COM NEW 675746309 328 95,382 SH   DFND 17 95,382 0 0
OFFICE DEPOT INC COM 676220106 488 107,542 SH   DFND 17 107,542 0 0
OFFICE DEPOT INC COM 676220106 106 23,374 SH   DFND 20 23,374 0 0
OFFICE DEPOT INC COM 676220106 502 110,584 SH   DFND 21 110,584 0 0
OKTA INC CL A 679295105 1,446 51,250 SH   DFND 17 51,250 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,877 17,045 SH   DFND 21 17,045 0 0
OLD LINE BANCSHARES INC COM 67984M100 874 31,215 SH   DFND 17 31,215 0 0
OLD NATL BANCORP IND COM 680033107 32,877 1,796,576 SH   DFND 17 1,796,576 0 0
OLD NATL BANCORP IND COM 680033107 152 8,328 SH   DFND 20 8,328 0 0
OLD NATL BANCORP IND COM 680033107 386 21,088 SH   DFND 21 21,088 0 0
OLD REP INTL CORP COM 680223104 33,933 1,723,357 SH   DFND 17 1,711,563 0 11,794
OLD REP INTL CORP COM 680223104 74 3,739 SH   DFND 20 3,739 0 0
OLD REP INTL CORP COM 680223104 22,134 1,124,134 SH   DFND 21 930,485 0 193,649
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 903 19,453 SH   DFND 17 5,990 0 13,463
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 477 10,282 SH   DFND 21 10,282 0 0
OMNICOM GROUP INC COM 681919106 2,696 36,402 SH   DFND 4 36,402 0 0
OMNICOM GROUP INC COM 681919106 2,590 34,962 SH   DFND 17 34,962 0 0
OMNICOM GROUP INC CALL 681919906 1,178 15,900 SH Call DFND 4 15,900 0 0
OMNICOM GROUP INC PUT 681919956 6,363 85,900 SH Put DFND 4 85,900 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 293 9,197 SH   DFND 17 9,197 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,166 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 3,095 185,877 SH   DFND 17 83,030 0 102,847
OMEGA PROTEIN CORP COM 68210P107 176 10,576 SH   DFND 20 10,576 0 0
OMEGA PROTEIN CORP COM 68210P107 4,594 275,920 SH   DFND 21 162,672 0 113,248
OMNICELL INC COM 68213N109 2,591 50,747 SH   DFND 17 50,747 0 0
OMEROS CORP COM 682143102 2,490 115,164 SH   DFND 17 115,164 0 0
ON DECK CAP INC COM 682163100 49 10,510 SH   DFND 17 10,510 0 0
ON SEMICONDUCTOR CORP COM 682189105 112,452 6,088,384 SH   DFND 17 5,798,368 0 290,016
ON SEMICONDUCTOR CORP COM 682189105 496 26,831 SH   DFND 20 26,831 0 0
ON SEMICONDUCTOR CORP COM 682189105 20,003 1,082,982 SH   DFND 21 905,066 0 177,916
ON SEMICONDUCTOR CORP COM 682189105 7,998 433,000 SH   DFND 24 433,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,557 5,500,000 PRN   DFND 17 5,500,000 0 0
ONE GAS INC COM 68235P108 192 2,608 SH   DFND 20 2,608 0 0
ONE GAS INC COM 68235P108 544 7,388 SH   DFND 21 7,388 0 0
ONEOK INC NEW COM 682680103 28,106 507,239 SH   DFND 4 507,239 0 0
ONEOK INC NEW COM 682680103 2,814 50,777 SH   DFND 17 50,777 0 0
ONEOK INC NEW COM 682680103 24,142 435,703 SH   DFND 21 361,544 0 74,159
ONEOK INC NEW CALL 682680903 1,346 24,300 SH Call DFND 4 24,300 0 0
ONEOK INC NEW PUT 682680953 5,641 101,800 SH Put DFND 4 101,800 0 0
OPEN TEXT CORP COM 683715106 18,358 570,272 SH   DFND 17 546,222 0 24,050
OPEN TEXT CORP COM 683715106 161 4,996 SH   DFND 20 4,996 0 0
OPEN TEXT CORP COM 683715106 20,701 643,051 SH   DFND 21 416,976 0 226,075
ORACLE CORP COM 68389X105 11,661 241,185 SH   DFND 4 241,185 0 0
ORACLE CORP COM 68389X105 206,717 4,275,427 SH   DFND 17 4,188,437 0 86,990
ORACLE CORP COM 68389X105 33,980 702,788 SH   DFND 21 589,668 0 113,120
ORACLE CORP CALL 68389X905 41,750 863,500 SH Call DFND 4 863,500 0 0
ORACLE CORP PUT 68389X955 154,454 3,194,500 SH Put DFND 4 3,194,500 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 214 9,505 SH   DFND 17 3,230 0 6,275
ORBCOMM INC COM 68555P100 3,409 325,603 SH   DFND 17 325,603 0 0
ORBITAL ATK INC COM 68557N103 13,462 101,095 SH   DFND 4 101,095 0 0
ORBITAL ATK INC COM 68557N103 53,678 403,111 SH   DFND 17 401,416 0 1,695
ORCHID IS CAP INC COM 68571X103 1,321 129,677 SH   DFND 17 28,408 0 101,269
ORION GROUP HOLDINGS INC COM 68628V308 330 50,284 SH   DFND 21 34,490 0 15,794
ORITANI FINL CORP DEL COM 68633D103 269 16,010 SH   DFND 17 16,010 0 0
ORITANI FINL CORP DEL COM 68633D103 403 24,000 SH   DFND 21 24,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 12,727 208,465 SH   DFND 17 148,175 0 60,290
ORMAT TECHNOLOGIES INC COM 686688102 282 4,617 SH   DFND 20 4,617 0 0
ORMAT TECHNOLOGIES INC COM 686688102 1,036 16,965 SH   DFND 21 16,965 0 0
OSHKOSH CORP COM 688239201 6,898 83,569 SH   DFND 17 83,569 0 0
OSHKOSH CORP COM 688239201 115 1,390 SH   DFND 21 0 0 1,390
OTTER TAIL CORP COM 689648103 2,081 47,995 SH   DFND 17 31,840 0 16,155
OTTER TAIL CORP COM 689648103 2,433 56,136 SH   DFND 21 36,033 0 20,103
OUTFRONT MEDIA INC COM 69007J106 203 8,070 SH   DFND 17 0 0 8,070
OUTFRONT MEDIA INC COM 69007J106 4,727 187,713 SH   DFND 21 42,225 0 145,488
OWENS & MINOR INC NEW COM 690732102 2,740 93,838 SH   DFND 17 93,838 0 0
OWENS & MINOR INC NEW COM 690732102 4,462 152,798 SH   DFND 21 152,798 0 0
OWENS CORNING NEW COM 690742101 52,203 674,887 SH   DFND 17 522,602 0 152,285
OWENS CORNING NEW COM 690742101 763 9,862 SH   DFND 20 9,862 0 0
OWENS CORNING NEW COM 690742101 86,146 1,113,717 SH   DFND 21 717,740 0 395,977
OWENS ILL INC COM NEW 690768403 11,233 446,477 SH   DFND 17 342,393 0 104,084
OWENS ILL INC COM NEW 690768403 177 7,039 SH   DFND 20 7,039 0 0
OWENS ILL INC COM NEW 690768403 722 28,692 SH   DFND 21 28,692 0 0
PDVWIRELESS INC COM 69290R104 44,700 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 762 27,592 SH   DFND 17 3,192 0 24,400
PBF ENERGY INC CL A 69318G106 17 631 SH   DFND 20 631 0 0
PBF ENERGY INC CL A 69318G106 3,636 131,677 SH   DFND 21 129,882 0 1,795
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,270 6,415,000 PRN   DFND 17 6,415,000 0 0
PDF SOLUTIONS INC COM 693282105 2,861 184,716 SH   DFND 17 178,503 0 6,213
PDL BIOPHARMA INC COM 69329Y104 2,858 842,992 SH   DFND 17 380,545 0 462,447
PDL BIOPHARMA INC COM 69329Y104 333 98,096 SH   DFND 21 32,310 0 65,786
PG&E CORP COM 69331C108 1,295 19,013 SH   DFND 4 19,013 0 0
PG&E CORP COM 69331C108 23,559 345,995 SH   DFND 17 178,551 0 167,444
PG&E CORP COM 69331C108 1,629 23,926 SH   DFND 20 23,926 0 0
PG&E CORP COM 69331C108 83,875 1,231,825 SH   DFND 21 839,825 0 392,000
PG&E CORP CALL 69331C908 1,709 25,100 SH Call DFND 4 25,100 0 0
PG&E CORP PUT 69331C958 7,715 113,300 SH Put DFND 4 113,300 0 0
PHH CORP COM NEW 693320202 74,505 5,348,554 SH   DFND 4 5,348,554 0 0
PHH CORP COM NEW 693320202 318 22,851 SH   DFND 17 22,851 0 0
PHH CORP COM NEW 693320202 1,552 111,410 SH   DFND 21 111,410 0 0
PGT INNOVATIONS INC COM 69336V101 2,151 143,905 SH   DFND 17 143,905 0 0
PLDT INC SPONSORED ADR 69344D408 284 8,885 SH   DFND 17 8,885 0 0
PNC FINL SVCS GROUP INC COM 693475105 19,422 144,110 SH   DFND 17 138,679 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 1,716 12,735 SH   DFND 20 12,735 0 0
PNC FINL SVCS GROUP INC COM 693475105 66,655 494,586 SH   DFND 21 222,044 0 272,542
PNC FINL SVCS GROUP INC CALL 693475905 20,108 149,200 SH Call DFND 4 149,200 0 0
PNC FINL SVCS GROUP INC PUT 693475955 83,274 617,900 SH Put DFND 4 617,900 0 0
POSCO SPONSORED ADR 693483109 33,315 480,042 SH   DFND 17 480,042 0 0
PNM RES INC COM 69349H107 160 3,970 SH   DFND 17 3,970 0 0
PNM RES INC COM 69349H107 763 18,945 SH   DFND 21 16,961 0 1,984
PPG INDS INC COM 693506107 1,379 12,691 SH   DFND 4 12,691 0 0
PPG INDS INC COM 693506107 8,592 79,070 SH   DFND 17 79,070 0 0
PPG INDS INC COM 693506107 771 7,100 SH   DFND 24 7,100 0 0
PPG INDS INC CALL 693506907 2,575 23,700 SH Call DFND 4 23,700 0 0
PPG INDS INC PUT 693506957 17,049 156,900 SH Put DFND 4 156,900 0 0
PPL CORP COM 69351T106 8,483 223,533 SH   DFND 17 223,533 0 0
PPL CORP COM 69351T106 9,779 257,690 SH   DFND 21 119,849 0 137,841
PPL CORP CALL 69351T906 6,960 183,400 SH Call DFND 4 183,400 0 0
PPL CORP PUT 69351T956 20,527 540,900 SH Put DFND 4 540,900 0 0
PRA HEALTH SCIENCES INC COM 69354M108 13,014 170,856 SH   DFND 17 126,820 0 44,036
PRA HEALTH SCIENCES INC COM 69354M108 188 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 856 11,240 SH   DFND 21 8,607 0 2,633
PVH CORP COM 693656100 1,565 12,416 SH   DFND 17 12,416 0 0
PVH CORP COM 693656100 11,054 87,689 SH   DFND 21 67,075 0 20,614
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 1,606 2,000,000 PRN   DFND 17 2,000,000 0 0
PTC INC COM 69370C100 82,019 1,457,338 SH   DFND 17 1,376,149 0 81,189
PTC INC COM 69370C100 166 2,942 SH   DFND 21 2,942 0 0
PACCAR INC COM 693718108 1,737 24,012 SH   DFND 17 24,012 0 0
PACCAR INC COM 693718108 749 10,350 SH   DFND 20 10,350 0 0
PACCAR INC COM 693718108 15,373 212,507 SH   DFND 21 212,507 0 0
PACCAR INC CALL 693718908 3,783 52,300 SH Call DFND 4 52,300 0 0
PACCAR INC PUT 693718958 23,351 322,800 SH Put DFND 4 322,800 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 86 15,570 SH   DFND 20 15,570 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 249 44,844 SH   DFND 21 44,844 0 0
PACIFIC PREMIER BANCORP COM 69478X105 13,446 356,174 SH   DFND 17 267,197 0 88,977
PACKAGING CORP AMER COM 695156109 19,933 173,811 SH   DFND 17 172,016 0 1,795
PACKAGING CORP AMER COM 695156109 22,577 196,866 SH   DFND 21 181,859 0 15,007
PACWEST BANCORP DEL COM 695263103 1,281 25,366 SH   DFND 17 25,366 0 0
PACWEST BANCORP DEL COM 695263103 428 8,475 SH   DFND 21 0 0 8,475
PALO ALTO NETWORKS INC COM 697435105 58,836 408,300 SH   DFND 17 299,555 0 108,745
PALO ALTO NETWORKS INC COM 697435105 164 1,136 SH   DFND 21 1,136 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 64,358 46,730,000 PRN   DFND 17 44,085,000 0 2,645,000
PANDORA MEDIA INC COM 698354107 197 25,520 SH   DFND 17 0 0 25,520
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 5,498 5,840,000 PRN   DFND 17 5,840,000 0 0
PAPA JOHNS INTL INC COM 698813102 4,827 66,057 SH   DFND 17 7,889 0 58,168
PARATEK PHARMACEUTICALS INC COM 699374302 1,641 65,366 SH   DFND 17 63,273 0 2,093
PAREXEL INTL CORP COM 699462107 17,885 203,055 SH   DFND 21 203,055 0 0
PARK HOTELS RESORTS INC COM 700517105 3,621 131,404 SH   DFND 4 131,404 0 0
PARK HOTELS RESORTS INC COM 700517105 428 15,533 SH   DFND 17 15,533 0 0
PARK HOTELS RESORTS INC COM 700517105 928 33,672 SH   DFND 21 27,654 0 6,018
PARK OHIO HLDGS CORP COM 700666100 1,218 26,706 SH   DFND 17 26,706 0 0
PARKER HANNIFIN CORP COM 701094104 53,005 302,853 SH   DFND 17 233,447 0 69,406
PARKER HANNIFIN CORP COM 701094104 1,752 10,011 SH   DFND 21 1,099 0 8,912
PARKER HANNIFIN CORP CALL 701094904 3,343 19,100 SH Call DFND 4 19,100 0 0
PARKER HANNIFIN CORP PUT 701094954 23,768 135,800 SH Put DFND 4 135,800 0 0
PARSLEY ENERGY INC CL A 701877102 5,268 200,000 SH   DFND 4 200,000 0 0
PARSLEY ENERGY INC CL A 701877102 16,535 627,768 SH   DFND 17 450,017 0 177,751
PARSLEY ENERGY INC CL A 701877102 5,513 209,301 SH   DFND 21 209,301 0 0
PARSLEY ENERGY INC CL A 701877102 1,072 40,700 SH   DFND 24 40,700 0 0
PATRICK INDS INC COM 703343103 10,506 124,924 SH   DFND 17 96,704 0 28,220
PATRICK INDS INC COM 703343103 7,794 92,672 SH   DFND 21 47,584 0 45,088
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 17,156 16,500,000 PRN   DFND 17 12,810,000 0 3,690,000
PAYCHEX INC COM 704326107 2,212 36,893 SH   DFND 4 36,893 0 0
PAYCHEX INC COM 704326107 4,150 69,217 SH   DFND 17 47,189 0 22,028
PAYCHEX INC CALL 704326907 2,266 37,800 SH Call DFND 4 37,800 0 0
PAYCHEX INC PUT 704326957 17,796 296,800 SH Put DFND 4 296,800 0 0
PAYCOM SOFTWARE INC COM 70432V102 85,092 1,135,169 SH   DFND 17 860,979 0 274,190
PAYPAL HLDGS INC COM 70450Y103 74,731 1,167,117 SH   DFND 17 999,332 0 167,785
PAYPAL HLDGS INC COM 70450Y103 1,857 28,997 SH   DFND 21 28,997 0 0
PAYPAL HLDGS INC CALL 70450Y903 15,546 242,800 SH Call DFND 4 242,800 0 0
PAYPAL HLDGS INC PUT 70450Y953 125,307 1,957,000 SH Put DFND 4 1,957,000 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 3,193 94,637 SH   DFND 17 56,409 0 38,228
PEGASYSTEMS INC COM 705573103 40,065 694,965 SH   DFND 17 694,965 0 0
PEMBINA PIPELINE CORP COM 706327103 21,478 613,539 SH   DFND 21 209,043 0 404,496
PEMBINA PIPELINE CORP PUT 706327953 1,050 30,000 SH Put DFND 21 30,000 0 0
PENN VA CORP NEW COM 70788V102 107 2,684 SH   DFND 20 2,684 0 0
PENN VA CORP NEW COM 70788V102 317 7,928 SH   DFND 21 7,928 0 0
PENNYMAC MTG INVT TR COM 70931T103 547 31,451 SH   DFND 17 31,451 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,012 58,186 SH   DFND 21 58,186 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 2,970 3,000,000 PRN   DFND 17 3,000,000 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 753 15,819 SH   DFND 21 14,687 0 1,132
PENUMBRA INC COM 70975L107 6,441 71,330 SH   DFND 17 54,630 0 16,700
PEOPLES BANCORP INC COM 709789101 813 24,203 SH   DFND 17 24,203 0 0
PEPSICO INC COM 713448108 24,575 220,539 SH   DFND 4 220,539 0 0
PEPSICO INC COM 713448108 192,063 1,723,621 SH   DFND 17 1,658,077 0 65,544
PEPSICO INC COM 713448108 2,452 22,003 SH   DFND 20 22,003 0 0
PEPSICO INC COM 713448108 105,746 948,987 SH   DFND 21 801,376 0 147,611
PEPSICO INC COM 713448108 894 8,020 SH   DFND 24 8,020 0 0
PEPSICO INC CALL 713448908 27,456 246,400 SH Call DFND 4 246,400 0 0
PEPSICO INC PUT 713448958 256,512 2,302,000 SH Put DFND 4 2,302,000 0 0
PERKINELMER INC COM 714046109 33 472 SH   DFND 17 472 0 0
PERKINELMER INC COM 714046109 10,414 150,995 SH   DFND 21 140,550 0 10,445
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,502 72,938 SH   DFND 17 28,061 0 44,877
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,948 115,100 SH   DFND 21 100,041 0 15,059
PETMED EXPRESS INC COM 716382106 153 4,617 SH   DFND 17 4,617 0 0
PETMED EXPRESS INC COM 716382106 59 1,770 SH   DFND 20 1,770 0 0
PETMED EXPRESS INC COM 716382106 2,332 70,341 SH   DFND 21 28,908 0 41,433
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 329 32,802 SH   DFND 21 32,802 0 0
PFIZER INC COM 717081103 1,195 33,478 SH   DFND 4 27,422 0 6,056
PFIZER INC COM 717081103 199,739 5,594,939 SH   DFND 17 4,611,762 0 983,177
PFIZER INC COM 717081103 3,000 84,022 SH   DFND 20 84,022 0 0
PFIZER INC COM 717081103 254,589 7,131,355 SH   DFND 21 5,304,588 0 1,826,767
PFIZER INC COM 717081103 3,213 90,000 SH   DFND 24 90,000 0 0
PFIZER INC CALL 717081903 62,504 1,750,800 SH Call DFND 4 1,750,800 0 0
PFIZER INC PUT 717081953 151,450 4,242,300 SH Put DFND 4 4,242,300 0 0
PHARMERICA CORP COM 71714F104 11,708 399,591 SH   DFND 21 397,619 0 1,972
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,037 81,975 SH   DFND 17 58,410 0 23,565
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 999 26,955 SH   DFND 21 0 0 26,955
PHILIP MORRIS INTL INC COM 718172109 17,976 161,931 SH   DFND 4 161,931 0 0
PHILIP MORRIS INTL INC COM 718172109 7,967 71,769 SH   DFND 17 55,094 0 16,675
PHILIP MORRIS INTL INC COM 718172109 2,108 18,990 SH   DFND 20 18,990 0 0
PHILIP MORRIS INTL INC COM 718172109 61,494 553,950 SH   DFND 21 511,645 0 42,305
PHILIP MORRIS INTL INC CALL 718172909 28,174 253,800 SH Call DFND 4 253,800 0 0
PHILIP MORRIS INTL INC PUT 718172959 273,351 2,462,400 SH Put DFND 4 2,462,400 0 0
PHILLIPS 66 COM 718546104 10,037 109,561 SH   DFND 17 103,249 0 6,312
PHILLIPS 66 COM 718546104 151 1,643 SH   DFND 20 1,643 0 0
PHILLIPS 66 COM 718546104 4,176 45,585 SH   DFND 21 41,114 0 4,471
PHILLIPS 66 COM 718546104 870 9,500 SH   DFND 24 9,500 0 0
PHILLIPS 66 CALL 718546904 6,990 76,300 SH Call DFND 4 76,300 0 0
PHILLIPS 66 PUT 718546954 54,554 595,500 SH Put DFND 4 595,500 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,398 26,602 SH   DFND 4 26,602 0 0
PHOTRONICS INC COM 719405102 676 76,385 SH   DFND 17 76,385 0 0
PHOTRONICS INC COM 719405102 184 20,765 SH   DFND 21 20,765 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 205 10,145 SH   DFND 17 10,145 0 0
PIER 1 IMPORTS INC COM 720279108 332 79,319 SH   DFND 17 79,319 0 0
PIER 1 IMPORTS INC COM 720279108 1,512 360,817 SH   DFND 21 265,161 0 95,656
PILGRIMS PRIDE CORP NEW COM 72147K108 10,638 374,445 SH   DFND 17 374,445 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 827 29,108 SH   DFND 21 29,108 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 8,089 284,718 SH   DFND 24 284,718 0 0
PINNACLE WEST CAP CORP COM 723484101 6,793 80,338 SH   DFND 17 75,360 0 4,978
PINNACLE WEST CAP CORP COM 723484101 178 2,102 SH   DFND 20 2,102 0 0
PINNACLE WEST CAP CORP COM 723484101 22,496 266,035 SH   DFND 21 141,116 0 124,919
PINNACLE FOODS INC DEL COM 72348P104 30,411 531,947 SH   DFND 17 373,817 0 158,130
PINNACLE FOODS INC DEL COM 72348P104 1,357 23,728 SH   DFND 20 23,728 0 0
PINNACLE FOODS INC DEL COM 72348P104 98,433 1,721,763 SH   DFND 21 1,229,559 0 492,204
PINNACLE ENTMT INC NEW COM 72348Y105 746 35,025 SH   DFND 17 3,280 0 31,745
PIONEER NAT RES CO COM 723787107 44,090 298,832 SH   DFND 4 298,832 0 0
PIONEER NAT RES CO COM 723787107 25,953 175,902 SH   DFND 17 171,472 0 4,430
PIONEER NAT RES CO COM 723787107 9,406 63,751 SH   DFND 20 63,751 0 0
PIONEER NAT RES CO COM 723787107 9,028 61,187 SH   DFND 21 61,187 0 0
PIONEER NAT RES CO COM 723787107 959 6,500 SH   DFND 24 6,500 0 0
PIONEER NAT RES CO CALL 723787907 3,821 25,900 SH Call DFND 4 25,900 0 0
PIONEER NAT RES CO PUT 723787957 48,010 325,400 SH Put DFND 4 325,400 0 0
PIPER JAFFRAY COS COM 724078100 241 4,064 SH   DFND 17 4,064 0 0
PIPER JAFFRAY COS COM 724078100 160 2,693 SH   DFND 21 2,693 0 0
PITNEY BOWES INC COM 724479100 52 3,730 SH   DFND 17 3,730 0 0
PITNEY BOWES INC COM 724479100 4,687 334,541 SH   DFND 21 334,541 0 0
PIXELWORKS INC COM NEW 72581M305 108 22,860 SH   DFND 17 22,860 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,925 90,824 SH   DFND 4 90,824 0 0
PLANET FITNESS INC CL A 72703H101 8,033 297,737 SH   DFND 17 226,992 0 70,745
PLANET FITNESS INC CL A 72703H101 1,093 40,500 SH   DFND 24 40,500 0 0
PLANTRONICS INC NEW COM 727493108 513 11,590 SH   DFND 17 11,590 0 0
PLEXUS CORP COM 729132100 1,566 27,922 SH   DFND 17 27,922 0 0
PLEXUS CORP COM 729132100 2,013 35,895 SH   DFND 21 7,925 0 27,970
PLY GEM HLDGS INC COM 72941W100 710 41,630 SH   DFND 4 34,210 0 7,420
POOL CORPORATION COM 73278L105 10,563 97,649 SH   DFND 17 75,078 0 22,571
POOL CORPORATION COM 73278L105 496 4,586 SH   DFND 20 4,586 0 0
POOL CORPORATION COM 73278L105 2,495 23,066 SH   DFND 21 19,453 0 3,613
POPULAR INC COM NEW 733174700 4,857 135,148 SH   DFND 17 16,048 0 119,100
POPULAR INC COM NEW 733174700 1,137 31,637 SH   DFND 21 22,052 0 9,585
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 32,939 35,755,000 PRN   DFND 17 35,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,519 77,112 SH   DFND 17 77,112 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 9,191 170,103 SH   DFND 17 143,123 0 26,980
PORTOLA PHARMACEUTICALS INC COM 737010108 3,404 63,000 SH   DFND 24 63,000 0 0
POTASH CORP SASK INC COM 73755L107 3,204 166,805 SH   DFND 17 166,805 0 0
POTASH CORP SASK INC COM 73755L107 9,258 482,037 SH   DFND 21 482,037 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,607 24,800 SH   DFND 24 24,800 0 0
POWERSHARES QQQ TRUST PUT 73935A954 102,144 702,263 SH Put DFND 4 702,263 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 4,235 275,000 SH   DFND 17 275,000 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5,042 264,239 SH   DFND 17 264,239 0 0
PRAXAIR INC CALL 74005P904 3,591 25,700 SH Call DFND 4 25,700 0 0
PRAXAIR INC PUT 74005P954 30,100 215,400 SH Put DFND 4 215,400 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 8,691 144,017 SH   DFND 17 113,403 0 30,614
PREFERRED BK LOS ANGELES CA COM NEW 740367404 82 1,364 SH   DFND 20 1,364 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 855 14,162 SH   DFND 21 3,934 0 10,228
PREFERRED APT CMNTYS INC COM 74039L103 863 45,700 SH   DFND 17 22,750 0 22,950
PREMIER INC CL A 74051N102 316 9,695 SH   DFND 17 9,695 0 0
PRICE T ROWE GROUP INC COM 74144T108 11,969 132,037 SH   DFND 17 132,037 0 0
PRICE T ROWE GROUP INC CALL 74144T908 1,342 14,800 SH Call DFND 4 14,800 0 0
PRICE T ROWE GROUP INC PUT 74144T958 5,457 60,200 SH Put DFND 4 60,200 0 0
PRICELINE GRP INC COM NEW 741503403 2,051 1,120 SH   DFND 4 1,120 0 0
PRICELINE GRP INC COM NEW 741503403 40,287 22,005 SH   DFND 17 13,764 0 8,241
PRICELINE GRP INC COM NEW 741503403 3,112 1,700 SH   DFND 20 1,700 0 0
PRICELINE GRP INC COM NEW 741503403 146,773 80,168 SH   DFND 21 63,835 0 16,333
PRICELINE GRP INC COM NEW 741503403 879 480 SH   DFND 24 480 0 0
PRICELINE GRP INC CALL 741503903 24,899 13,600 SH Call DFND 4 13,600 0 0
PRICELINE GRP INC PUT 741503953 143,902 78,600 SH Put DFND 4 78,600 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 58,706 40,770,000 PRN   DFND 17 35,125,000 0 5,645,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,320 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 175,291 152,030,000 PRN   DFND 17 150,500,000 0 1,530,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,612 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 2,554 31,321 SH   DFND 21 31,321 0 0
PRIMO WTR CORP COM 74165N105 2,904 245,070 SH   DFND 17 237,127 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 32,602 506,722 SH   DFND 17 370,793 0 135,929
PRINCIPAL FINL GROUP INC COM 74251V102 878 13,642 SH   DFND 20 13,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 69,971 1,087,524 SH   DFND 21 704,534 0 382,990
PROCTER AND GAMBLE CO COM 742718109 24,907 273,767 SH   DFND 4 273,767 0 0
PROCTER AND GAMBLE CO COM 742718109 171,742 1,887,690 SH   DFND 17 1,778,685 0 109,005
PROCTER AND GAMBLE CO COM 742718109 837 9,205 SH   DFND 20 9,205 0 0
PROCTER AND GAMBLE CO COM 742718109 207,204 2,277,464 SH   DFND 21 1,777,429 0 500,035
PROCTER AND GAMBLE CO CALL 742718909 34,181 375,700 SH Call DFND 4 375,700 0 0
PROCTER AND GAMBLE CO PUT 742718959 349,245 3,838,700 SH Put DFND 4 3,838,700 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,483 201,523 SH   DFND 17 194,896 0 6,627
PROGRESS SOFTWARE CORP COM 743312100 2,254 59,045 SH   DFND 17 59,045 0 0
PROGRESSIVE CORP OHIO COM 743315103 49 1,008 SH   DFND 4 1,008 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,903 59,964 SH   DFND 17 55,449 0 4,515
PROGRESSIVE CORP OHIO COM 743315103 715 14,775 SH   DFND 20 14,775 0 0
PROGRESSIVE CORP OHIO COM 743315103 31,674 654,153 SH   DFND 21 622,846 0 31,307
PROGRESSIVE CORP OHIO CALL 743315903 1,341 27,700 SH Call DFND 4 27,700 0 0
PROGRESSIVE CORP OHIO PUT 743315953 9,975 206,000 SH Put DFND 4 206,000 0 0
PROLOGIS INC COM 74340W103 29,623 466,793 SH   DFND 4 466,793 0 0
PROLOGIS INC COM 74340W103 40,807 643,038 SH   DFND 17 635,058 0 7,980
PROLOGIS INC COM 74340W103 2,333 36,764 SH   DFND 21 34,204 0 2,560
PROLOGIS INC CALL 74340W903 2,564 40,400 SH Call DFND 4 40,400 0 0
PROLOGIS INC PUT 74340W953 11,575 182,400 SH Put DFND 4 182,400 0 0
PROOFPOINT INC COM 743424103 92,051 1,055,385 SH   DFND 17 736,745 0 318,640
PROOFPOINT INC COM 743424103 173 1,987 SH   DFND 21 1,987 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 33,867 27,185,000 PRN   DFND 17 22,115,000 0 5,070,000
PROS HOLDINGS INC COM 74346Y103 1,555 64,461 SH   DFND 17 64,461 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 1,016 1,000,000 PRN   DFND 17 1,000,000 0 0
PROPETRO HLDG CORP COM 74347M108 6,777 472,245 SH   DFND 17 472,245 0 0
PROPETRO HLDG CORP COM 74347M108 624 43,500 SH   DFND 24 43,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 2,488 370,243 SH   DFND 17 148,490 0 221,753
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,175 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 36,963 37,000,000 PRN   DFND 17 37,000,000 0 0
PROVIDENT FINL SVCS INC COM 74386T105 125 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 609 22,843 SH   DFND 21 13,626 0 9,217
PRUDENTIAL FINL INC COM 744320102 10,098 94,976 SH   DFND 4 94,976 0 0
PRUDENTIAL FINL INC COM 744320102 110,522 1,039,520 SH   DFND 17 902,945 0 136,575
PRUDENTIAL FINL INC COM 744320102 1,592 14,975 SH   DFND 20 14,975 0 0
PRUDENTIAL FINL INC COM 744320102 135,027 1,270,005 SH   DFND 21 882,110 0 387,895
PRUDENTIAL FINL INC CALL 744320902 3,626 34,100 SH Call DFND 4 34,100 0 0
PRUDENTIAL FINL INC PUT 744320952 62,612 588,900 SH Put DFND 4 588,900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 106,353 2,299,516 SH   DFND 17 2,095,637 0 203,879
PUBLIC SVC ENTERPRISE GROUP COM 744573106 212 4,591 SH   DFND 20 4,591 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 38,940 841,953 SH   DFND 21 509,516 0 332,437
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 3,039 65,700 SH Call DFND 4 65,700 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 3,871 83,700 SH Put DFND 4 83,700 0 0
PUBLIC STORAGE COM 74460D109 16,510 77,154 SH   DFND 4 77,154 0 0
PUBLIC STORAGE COM 74460D109 137 641 SH   DFND 17 641 0 0
PUBLIC STORAGE CALL 74460D909 2,140 10,000 SH Call DFND 4 10,000 0 0
PUBLIC STORAGE PUT 74460D959 19,366 90,500 SH Put DFND 4 90,500 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 400 3,343 SH   DFND 17 3,343 0 0
PURE STORAGE INC CL A 74624M102 1,997 124,915 SH   DFND 17 124,915 0 0
QCR HOLDINGS INC COM 74727A104 317 6,968 SH   DFND 17 0 0 6,968
QCR HOLDINGS INC COM 74727A104 168 3,682 SH   DFND 20 3,682 0 0
QCR HOLDINGS INC COM 74727A104 1,135 24,954 SH   DFND 21 23,215 0 1,739
QAD INC CL A 74727D306 1,060 30,863 SH   DFND 17 27,606 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 3,000 132,692 SH   DFND 21 20,421 0 112,271
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 177 16,297 SH   DFND 17 16,297 0 0
QEP RES INC COM 74733V100 681 79,521 SH   DFND 17 79,521 0 0
QIWI PLC SPON ADR REP B 74735M108 254 15,000 SH   DFND   15,000 0 0
QIWI PLC SPON ADR REP B 74735M108 932 55,000 SH   DFND 21 55,000 0 0
QTS RLTY TR INC COM CL A 74736A103 7,330 140,000 SH   DFND 4 140,000 0 0
QTS RLTY TR INC COM CL A 74736A103 12,507 238,863 SH   DFND 17 180,353 0 58,510
QORVO INC COM 74736K101 892 12,621 SH   DFND 17 12,621 0 0
QORVO INC COM 74736K101 2,533 35,836 SH   DFND 21 31,401 0 4,435
QUALCOMM INC COM 747525103 33,368 643,672 SH   DFND 4 643,672 0 0
QUALCOMM INC COM 747525103 89,199 1,720,661 SH   DFND 17 1,710,389 0 10,272
QUALCOMM INC COM 747525103 139 2,673 SH   DFND 20 2,673 0 0
QUALCOMM INC COM 747525103 51,316 989,888 SH   DFND 21 799,471 0 190,417
QUALCOMM INC CALL 747525903 14,287 275,600 SH Call DFND 4 275,600 0 0
QUALCOMM INC PUT 747525953 83,872 1,617,900 SH Put DFND 4 1,617,900 0 0
QUALITY CARE PPTYS INC COM 747545101 747 48,171 SH   DFND 17 48,171 0 0
QUALITY CARE PPTYS INC COM 747545101 2,714 175,112 SH   DFND 21 118,176 0 56,936
QUALYS INC COM 74758T303 238 4,585 SH   DFND 17 4,585 0 0
QUALYS INC COM 74758T303 145 2,802 SH   DFND 21 2,802 0 0
QUANTA SVCS INC COM 74762E102 1,630 43,610 SH   DFND 17 43,610 0 0
QUANTA SVCS INC COM 74762E102 254 6,793 SH   DFND 21 6,793 0 0
QUEST DIAGNOSTICS INC COM 74834L100 92,644 989,360 SH   DFND 17 906,982 0 82,378
QUEST DIAGNOSTICS INC COM 74834L100 1,120 11,966 SH   DFND 20 11,966 0 0
QUEST DIAGNOSTICS INC COM 74834L100 95,902 1,024,152 SH   DFND 21 705,398 0 318,754
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 15,890 10,500,000 PRN   DFND 17 8,180,000 0 2,320,000
QUINTILES IMS HOLDINGS INC COM 74876Y101 4,187 44,045 SH   DFND 17 9,963 0 34,082
QUINTILES IMS HOLDINGS INC COM 74876Y101 597 6,276 SH   DFND 20 6,276 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 7,123 74,928 SH   DFND 21 54,297 0 20,631
RAIT FINANCIAL TRUST COM NEW 749227609 1,085 1,486,820 SH   DFND 4 1,486,820 0 0
RLJ LODGING TR COM 74965L101 5,876 267,072 SH   DFND 4 267,072 0 0
RLJ LODGING TR COM 74965L101 1,585 72,027 SH   DFND 17 72,027 0 0
RLJ LODGING TR COM 74965L101 6,372 289,618 SH   DFND 21 289,618 0 0
RPC INC COM 749660106 9,955 401,590 SH   DFND 17 401,590 0 0
RPC INC COM 749660106 324 13,080 SH   DFND 21 13,080 0 0
RPC INC COM 749660106 1,197 48,300 SH   DFND 24 48,300 0 0
RMR GROUP INC CL A 74967R106 41 795 SH   DFND 17 795 0 0
RMR GROUP INC CL A 74967R106 760 14,806 SH   DFND 21 13,004 0 1,802
RPM INTL INC COM 749685103 9,404 183,179 SH   DFND 17 138,179 0 45,000
RPM INTL INC NOTE 2.250%12/1 749685AT0 1,130 980,000 PRN   DFND 17 980,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 68,566 60,895,000 PRN   DFND 17 53,970,000 0 6,925,000
RTI SURGICAL INC COM 74975N105 1,072 235,560 SH   DFND 17 235,560 0 0
RADIAN GROUP INC COM 750236101 35 1,875 SH   DFND 17 0 0 1,875
RADIAN GROUP INC COM 750236101 523 27,971 SH   DFND 21 8,628 0 19,343
RADIUS HEALTH INC COM NEW 750469207 1,814 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 1,118 29,000 SH   DFND 24 29,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 2,515 2,500,000 PRN   DFND 17 2,500,000 0 0
RADNET INC COM 750491102 2,987 258,646 SH   DFND 17 249,308 0 9,338
RALPH LAUREN CORP CL A 751212101 21 237 SH   DFND 17 237 0 0
RALPH LAUREN CORP CL A 751212101 429 4,861 SH   DFND 21 0 0 4,861
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 264 20,289 SH   DFND 21 10,659 0 9,630
RANGE RES CORP COM 75281A109 19,159 979,000 SH   DFND 4 979,000 0 0
RANGE RES CORP COM 75281A109 3,387 173,057 SH   DFND 17 173,057 0 0
RAVEN INDS INC COM 754212108 453 13,972 SH   DFND 21 13,972 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 9,544 113,177 SH   DFND 17 113,177 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 396 4,698 SH   DFND 20 4,698 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,555 18,438 SH   DFND 21 13,646 0 4,792
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 12,667 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 233 1,250 SH   DFND 17 1,250 0 0
RAYTHEON CO COM NEW 755111507 194 1,040 SH   DFND 21 1,040 0 0
RAYTHEON CO CALL 755111907 12,389 66,400 SH Call DFND 4 66,400 0 0
RAYTHEON CO PUT 755111957 84,819 454,600 SH Put DFND 4 454,600 0 0
READING INTERNATIONAL INC CL A 755408101 728 46,341 SH   DFND 17 41,444 0 4,897
REALOGY HLDGS CORP COM 75605Y106 8,086 245,408 SH   DFND 17 178,449 0 66,959
REALPAGE INC COM 75606N109 8,648 216,732 SH   DFND 17 99,049 0 117,683
REALPAGE INC COM 75606N109 9,325 233,720 SH   DFND 21 233,720 0 0
RED HAT INC COM 756577102 45,570 411,057 SH   DFND 17 287,322 0 123,735
RED HAT INC COM 756577102 106 956 SH   DFND 21 956 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 79,776 52,090,000 PRN   DFND 17 52,090,000 0 0
RED LION HOTELS CORP COM 756764106 738 85,366 SH   DFND 17 76,390 0 8,976
RED ROBIN GOURMET BURGERS IN COM 75689M101 648 9,675 SH   DFND 17 995 0 8,680
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 997 1,000,000 PRN   DFND 17 1,000,000 0 0
REGAL BELOIT CORP COM 758750103 31,978 404,786 SH   DFND 17 404,786 0 0
REGAL BELOIT CORP COM 758750103 168 2,131 SH   DFND 20 2,131 0 0
REGAL BELOIT CORP COM 758750103 5,633 71,298 SH   DFND 21 20,422 0 50,876
REGENERON PHARMACEUTICALS COM 75886F107 11,360 25,408 SH   DFND 4 25,408 0 0
REGENERON PHARMACEUTICALS COM 75886F107 45,678 102,161 SH   DFND 17 96,921 0 5,240
REGENERON PHARMACEUTICALS COM 75886F107 398 891 SH   DFND 21 614 0 277
REGENERON PHARMACEUTICALS COM 75886F107 10,351 23,150 SH   DFND 24 23,150 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 4,918 11,000 SH Call DFND 4 11,000 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 92,599 207,100 SH Put DFND 4 207,100 0 0
REGIS CORP MINN COM 758932107 162 11,361 SH   DFND 17 11,361 0 0
REGIS CORP MINN COM 758932107 449 31,463 SH   DFND 21 31,463 0 0
REGIONAL MGMT CORP COM 75902K106 152 6,298 SH   DFND 17 6,298 0 0
REGIONAL MGMT CORP COM 75902K106 221 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 489 32,130 SH   DFND 4 32,130 0 0
REGIONS FINL CORP NEW COM 7591EP100 35,919 2,358,410 SH   DFND 17 1,766,829 0 591,581
REGIONS FINL CORP NEW COM 7591EP100 560 36,766 SH   DFND 20 36,766 0 0
REGIONS FINL CORP NEW COM 7591EP100 45,604 2,994,367 SH   DFND 21 2,938,409 0 55,958
REGIONS FINL CORP NEW PUT 7591EP950 1,814 119,100 SH Put DFND 4 119,100 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 7,835 56,154 SH   DFND 17 31,636 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 563 4,033 SH   DFND 20 4,033 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 22,319 159,957 SH   DFND 21 108,810 0 51,147
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,847 50,500 SH   DFND 17 50,500 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 170 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 17,905 235,071 SH   DFND 21 182,959 0 52,112
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 249 20,505 SH   DFND 21 20,505 0 0
REPLIGEN CORP COM 759916109 6,722 175,414 SH   DFND 17 156,150 0 19,264
REPUBLIC SVCS INC COM 760759100 5,900 89,310 SH   DFND 17 77,846 0 11,464
REPUBLIC SVCS INC COM 760759100 1,228 18,585 SH   DFND 20 18,585 0 0
REPUBLIC SVCS INC COM 760759100 70,879 1,072,952 SH   DFND 21 737,929 0 335,023
RESMED INC COM 761152107 3,560 46,255 SH   DFND 17 46,255 0 0
RESMED INC COM 761152107 10,939 142,143 SH   DFND 21 142,143 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 414 13,936 SH   DFND 21 0 0 13,936
RESOURCE CAP CORP COM NEW 76120W708 13,162 1,221,000 SH   DFND 4 1,221,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,208 18,955 SH   DFND 17 18,955 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,671 73,278 SH   DFND 21 66,391 0 6,887
RETAIL OPPORTUNITY INVTS COR COM 76131N101 7,806 410,651 SH   DFND 17 272,601 0 138,050
RETAIL PPTYS AMER INC CL A 76131V202 3,497 266,334 SH   DFND 4 266,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 25,312 1,927,779 SH   DFND 17 1,927,779 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,951 148,613 SH   DFND 21 83,241 0 65,372
REVANCE THERAPEUTICS INC COM 761330109 1,593 57,822 SH   DFND 17 56,014 0 1,808
REVLON INC CL A NEW 761525609 331 13,464 SH   DFND 21 0 0 13,464
REVLON INC PUT 761525959 7,365 300,000 SH Put DFND 4 300,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 7,204 76,775 SH   DFND 17 76,775 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,860 51,797 SH   DFND 24 51,797 0 0
REXFORD INDL RLTY INC COM 76169C100 7,470 261,000 SH   DFND 4 261,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 384 18,323 SH   DFND 4 18,323 0 0
RING ENERGY INC COM 76680V108 4,291 296,108 SH   DFND 17 284,453 0 11,655
RIO TINTO PLC SPONSORED ADR 767204100 7,799 165,266 SH   DFND 17 165,266 0 0
RITE AID CORP COM 767754104 41 20,711 SH   DFND 21 20,711 0 0
ROCKWELL AUTOMATION INC CALL 773903909 4,188 23,500 SH Call DFND 4 23,500 0 0
ROCKWELL AUTOMATION INC PUT 773903959 30,082 168,800 SH Put DFND 4 168,800 0 0
ROCKWELL COLLINS INC COM 774341101 33,488 256,200 SH   DFND 17 253,235 0 2,965
ROCKWELL COLLINS INC COM 774341101 149 1,143 SH   DFND 21 0 0 1,143
ROCKWELL COLLINS INC CALL 774341901 1,477 11,300 SH Call DFND 4 11,300 0 0
ROCKWELL COLLINS INC PUT 774341951 7,294 55,800 SH Put DFND 4 55,800 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 983 19,110 SH   DFND 21 17,028 0 2,082
ROGERS CORP COM 775133101 13,294 99,748 SH   DFND 17 73,582 0 26,166
ROGERS CORP COM 775133101 158 1,184 SH   DFND 21 1,184 0 0
ROLLINS INC COM 775711104 3,511 76,095 SH   DFND 21 0 0 76,095
ROPER TECHNOLOGIES INC COM 776696106 388 1,593 SH   DFND 17 438 0 1,155
ROPER TECHNOLOGIES INC COM 776696106 1,801 7,400 SH   DFND 20 7,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 108,641 446,346 SH   DFND 21 382,350 0 63,996
ROPER TECHNOLOGIES INC COM 776696106 8,981 36,900 SH   DFND 24 36,900 0 0
ROPER TECHNOLOGIES INC CALL 776696906 5,038 20,700 SH Call DFND 4 20,700 0 0
ROPER TECHNOLOGIES INC PUT 776696956 23,999 98,600 SH Put DFND 4 98,600 0 0
ROSS STORES INC COM 778296103 3,088 47,819 SH   DFND 4 47,819 0 0
ROSS STORES INC COM 778296103 1,678 25,995 SH   DFND 17 25,995 0 0
ROSS STORES INC COM 778296103 24,102 373,272 SH   DFND 21 280,183 0 93,089
ROSS STORES INC CALL 778296903 5,876 91,000 SH Call DFND 4 91,000 0 0
ROSS STORES INC PUT 778296953 29,760 460,900 SH Put DFND 4 460,900 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 37,017 479,533 SH   DFND 17 237,225 0 242,308
ROYAL BK CDA MONTREAL QUE COM 780087102 2,648 34,310 SH   DFND 20 34,310 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 111,462 1,443,943 SH   DFND 21 1,058,627 0 385,316
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 178,838 2,952,100 SH   DFND 17 2,952,100 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 48,314 43,760,000 PRN   DFND 17 37,670,000 0 6,090,000
RUDOLPH TECHNOLOGIES INC COM 781270103 5,870 223,212 SH   DFND 17 67,033 0 156,179
RUDOLPH TECHNOLOGIES INC COM 781270103 266 10,103 SH   DFND 20 10,103 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,470 169,969 SH   DFND 21 108,998 0 60,971
RUSH ENTERPRISES INC CL A 781846209 1,547 33,426 SH   DFND 17 10,876 0 22,550
RUSH ENTERPRISES INC CL B 781846308 630 14,434 SH   DFND 17 14,434 0 0
RUSH ENTERPRISES INC CL B 781846308 461 10,562 SH   DFND 21 0 0 10,562
RUTHS HOSPITALITY GROUP INC COM 783332109 29,959 1,430,019 SH   DFND 17 1,430,019 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 820 39,142 SH   DFND 21 17,961 0 21,181
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 13,074 124,022 SH   DFND 17 106,276 0 17,746
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 69,832 662,421 SH   DFND 21 79,555 0 582,866
RYDER SYS INC COM 783549108 10,846 128,276 SH   DFND 21 128,276 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 18,300 15,550,000 PRN   DFND 17 15,550,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 645 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1,640 1,705,000 PRN   DFND 17 1,705,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 11,598 185,603 SH   DFND 4 185,603 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 724 11,579 SH   DFND 21 0 0 11,579
S&P GLOBAL INC COM 78409V104 16,206 103,678 SH   DFND 17 96,213 0 7,465
S&P GLOBAL INC COM 78409V104 3,373 21,582 SH   DFND 20 21,582 0 0
S&P GLOBAL INC COM 78409V104 222,377 1,422,668 SH   DFND 21 1,182,749 0 239,919
S&P GLOBAL INC CALL 78409V904 4,924 31,500 SH Call DFND 4 31,500 0 0
S&P GLOBAL INC PUT 78409V954 34,763 222,400 SH Put DFND 4 222,400 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 10,084 70,000 SH   DFND 4 70,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 75 521 SH   DFND 17 521 0 0
SEI INVESTMENTS CO COM 784117103 9,212 150,876 SH   DFND 17 122,170 0 28,706
SJW GROUP COM 784305104 165 2,923 SH   DFND 17 2,923 0 0
SJW GROUP COM 784305104 354 6,254 SH   DFND 21 0 0 6,254
SL GREEN RLTY CORP COM 78440X101 12,133 119,749 SH   DFND 4 119,749 0 0
SL GREEN RLTY CORP COM 78440X101 44 437 SH   DFND 17 437 0 0
SLM CORP COM 78442P106 34,034 2,967,213 SH   DFND 17 2,642,231 0 324,982
SLM CORP COM 78442P106 326 28,431 SH   DFND 21 16,935 0 11,496
SM ENERGY CO COM 78454L100 3,603 203,120 SH   DFND 17 203,120 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 18,396 19,440,000 PRN   DFND 17 19,440,000 0 0
SORL AUTO PTS INC COM 78461U101 421 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,761,193 7,010,282 SH   DFND 4 7,010,282 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,827,547 7,274,398 SH   DFND 17 7,274,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 829 3,300 SH   DFND 24 2,000 0 1,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,049 40,000 SH   DFND 25 40,000 0 0
SPDR S&P 500 ETF TR CALL 78462F903 188,423 750,000 SH Call DFND 4 750,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,714 71,670 SH   DFND 20 71,670 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,069 25,244 SH   DFND 24 25,244 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 13,725 332,726 SH   DFND 24 147,399 0 185,327
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,051 135,350 SH   DFND 17 135,350 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,397 64,215 SH   DFND 24 0 0 64,215
SPDR SERIES TRUST S&P REGL BKG 78464A698 14,190 250,000 SH   DFND 4 250,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 17,045 500,000 SH   DFND 4 500,000 0 0
SPDR SERIES TRUST PUT 78464A958 27,568 692,315 SH Put DFND 4 692,315 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9 231 SH   DFND 17 231 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 113,459 2,825,886 SH   DFND 21 2,453,850 0 372,036
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,080 26,900 SH   DFND 24 26,900 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 2,331 83,324 SH   DFND 17 83,324 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 5,266 240,000 SH   DFND 4 240,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 773 35,218 SH   DFND 17 35,218 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,646 211,772 SH   DFND 21 78,548 0 133,224
SAGE THERAPEUTICS INC COM 78667J108 477 7,654 SH   DFND 17 7,654 0 0
SAIA INC COM 78709Y105 1,111 17,726 SH   DFND 17 17,726 0 0
SAIA INC COM 78709Y105 288 4,595 SH   DFND 21 4,595 0 0
SALESFORCE COM INC COM 79466L302 5,605 60,000 SH   DFND 4 60,000 0 0
SALESFORCE COM INC COM 79466L302 320,092 3,426,376 SH   DFND 17 3,000,016 0 426,360
SALESFORCE COM INC COM 79466L302 330 3,532 SH   DFND 21 1,964 0 1,568
SALESFORCE COM INC CALL 79466L902 12,901 138,100 SH Call DFND 4 138,100 0 0
SALESFORCE COM INC PUT 79466L952 107,639 1,152,200 SH Put DFND 4 1,152,200 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 159,571 114,085,000 PRN   DFND 17 106,180,000 0 7,905,000
SANCHEZ ENERGY CORP COM 79970Y105 1,035 214,784 SH   DFND 17 214,784 0 0
SANDERSON FARMS INC COM 800013104 7,010 43,400 SH   DFND 4 43,400 0 0
SANDERSON FARMS INC COM 800013104 10,589 65,559 SH   DFND 17 64,374 0 1,185
SANDERSON FARMS INC COM 800013104 22,884 141,677 SH   DFND 21 56,915 0 84,762
SANDERSON FARMS INC COM 800013104 5,980 37,024 SH   DFND 24 37,024 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4,105 1,440,458 SH   DFND 17 1,440,458 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 5,204 77,307 SH   DFND 17 74,500 0 2,807
SANMINA CORPORATION COM 801056102 9,583 257,962 SH   DFND 17 126,039 0 131,923
SANMINA CORPORATION COM 801056102 869 23,403 SH   DFND 20 23,403 0 0
SANMINA CORPORATION COM 801056102 29,415 791,792 SH   DFND 21 550,627 0 241,165
SANTANDER CONSUMER USA HDG I COM 80283M101 6 369 SH   DFND 17 369 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 6,211 404,101 SH   DFND 21 404,101 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,316 51,065 SH   DFND 17 51,065 0 0
SAREPTA THERAPEUTICS INC COM 803607100 930 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 9,214 190,010 SH   DFND 17 145,206 0 44,804
SCANA CORP NEW COM 80589M102 1,522 31,386 SH   DFND 21 31,386 0 0
SCHEIN HENRY INC COM 806407102 15,698 191,468 SH   DFND 17 143,638 0 47,830
SCHEIN HENRY INC COM 806407102 34,562 421,536 SH   DFND 21 421,536 0 0
SCHLUMBERGER LTD COM 806857108 47,491 680,776 SH   DFND 4 680,776 0 0
SCHLUMBERGER LTD COM 806857108 207,357 2,972,438 SH   DFND 17 2,868,197 0 104,241
SCHLUMBERGER LTD COM 806857108 14,381 206,152 SH   DFND 21 79,905 0 126,247
SCHLUMBERGER LTD COM 806857108 1,430 20,500 SH   DFND 24 20,500 0 0
SCHLUMBERGER LTD CALL 806857908 19,686 282,200 SH Call DFND 4 282,200 0 0
SCHLUMBERGER LTD PUT 806857958 117,336 1,682,000 SH Put DFND 4 1,682,000 0 0
SCHNITZER STL INDS CL A 806882106 125 4,450 SH   DFND 17 4,450 0 0
SCHNITZER STL INDS CL A 806882106 270 9,594 SH   DFND 21 9,594 0 0
SCHULMAN A INC COM 808194104 1,646 48,187 SH   DFND 17 48,187 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,623 37,117 SH   DFND 4 37,117 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,954 67,528 SH   DFND 17 25,567 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 157,029 3,590,065 SH   DFND 21 3,218,285 0 371,780
SCHWAB CHARLES CORP NEW COM 808513105 656 15,000 SH   DFND 24 15,000 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 6,364 145,500 SH Call DFND 4 145,500 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 48,346 1,105,300 SH Put DFND 4 1,105,300 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1,852 35,363 SH   DFND 17 35,363 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 19,888 479,690 SH   DFND 17 475,115 0 4,575
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8,489 204,762 SH   DFND 21 123,075 0 81,687
SCIENCE APPLICATNS INTL CP N COM 808625107 1,191 17,818 SH   DFND 17 17,818 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 655 9,794 SH   DFND 21 7,659 0 2,135
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,608 232,872 SH   DFND 21 156,574 0 76,298
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 35 411 SH   DFND 17 411 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 100 1,169 SH   DFND 20 1,169 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5,085 59,208 SH   DFND 21 59,208 0 0
SEABOARD CORP COM 811543107 500 111 SH   DFND 17 111 0 0
SEABOARD CORP COM 811543107 2,325 516 SH   DFND 21 318 0 198
SEACOAST BKG CORP FLA COM NEW 811707801 18,362 768,606 SH   DFND 17 614,907 0 153,699
SEALED AIR CORP NEW COM 81211K100 140 3,274 SH   DFND 17 3,274 0 0
SEALED AIR CORP NEW COM 81211K100 1,282 30,000 SH   DFND 21 30,000 0 0
SEATTLE GENETICS INC COM 812578102 1,748 32,126 SH   DFND 17 32,126 0 0
SEATTLE GENETICS INC COM 812578102 67 1,232 SH   DFND 21 1,232 0 0
SEATTLE GENETICS INC COM 812578102 979 18,000 SH   DFND 24 18,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 5,486 60,903 SH   DFND 4 60,903 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 479 7,000 SH   DFND 24 7,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,371 53,000 SH   DFND 24 53,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,109 29,700 SH   DFND 24 29,700 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 345 6,500 SH   DFND 24 6,500 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 32,429 360,000 SH Call DFND 4 360,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 72,461 1,275,726 SH Put DFND 4 1,275,726 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 20,453 288,067 SH Put DFND 4 288,067 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 325,646 12,592,660 SH Put DFND 4 12,592,660 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 64,423 940,760 SH Put DFND 4 940,760 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 122,735 1,362,510 SH Put DFND 4 1,362,510 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 605 25,828 SH   DFND 17 25,828 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 219 9,356 SH   DFND 20 9,356 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,760 75,152 SH   DFND 21 26,914 0 48,238
SELECT MED HLDGS CORP COM 81619Q105 847 44,090 SH   DFND 17 2,155 0 41,935
SEMTECH CORP COM 816850101 478 12,730 SH   DFND 17 12,730 0 0
SEMTECH CORP COM 816850101 261 6,954 SH   DFND 20 6,954 0 0
SEMTECH CORP COM 816850101 2,880 76,707 SH   DFND 21 53,095 0 23,612
SEMPRA ENERGY COM 816851109 1,243 10,895 SH   DFND 4 10,895 0 0
SEMPRA ENERGY COM 816851109 123 1,078 SH   DFND 17 1,078 0 0
SEMPRA ENERGY CALL 816851909 3,447 30,200 SH Call DFND 4 30,200 0 0
SEMPRA ENERGY PUT 816851959 30,655 268,600 SH Put DFND 4 268,600 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 331 16,908 SH   DFND 17 16,908 0 0
SERVICE CORP INTL COM 817565104 17,765 514,939 SH   DFND 17 375,994 0 138,945
SERVICE CORP INTL COM 817565104 1,073 31,087 SH   DFND 21 10,272 0 20,815
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,487 117,426 SH   DFND 21 117,426 0 0
SERVICENOW INC COM 81762P102 152,046 1,293,680 SH   DFND 17 967,725 0 325,955
SERVICENOW INC COM 81762P102 106 899 SH   DFND 21 899 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 36,555 22,785,000 PRN   DFND 17 22,785,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,374 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,293 56,324 SH   DFND 17 56,324 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 18,808 819,016 SH   DFND 21 733,954 0 85,062
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 539 19,368 SH   DFND 4 19,368 0 0
SHERWIN WILLIAMS CO COM 824348106 153 426 SH   DFND 4 426 0 0
SHERWIN WILLIAMS CO COM 824348106 2,577 7,197 SH   DFND 17 7,197 0 0
SHERWIN WILLIAMS CO COM 824348106 7,865 21,967 SH   DFND 21 3,017 0 18,950
SHERWIN WILLIAMS CO COM 824348106 573 1,600 SH   DFND 24 1,600 0 0
SHERWIN WILLIAMS CO CALL 824348906 4,153 11,600 SH Call DFND 4 11,600 0 0
SHERWIN WILLIAMS CO PUT 824348956 27,641 77,200 SH Put DFND 4 77,200 0 0
SHIRE PLC SPONSORED ADR 82481R106 3,167 20,683 SH   DFND 17 17,499 0 3,184
SIBANYE STILLWATER SPONSORED ADR 825724206 256 58,514 SH   DFND 17 58,514 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 42 9,566 SH   DFND 20 9,566 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 264 60,404 SH   DFND 21 60,404 0 0
SIENTRA INC COM 82621J105 1,098 71,275 SH   DFND 17 63,773 0 7,502
SIGNATURE BK NEW YORK N Y COM 82669G104 19,443 151,850 SH   DFND 17 86,120 0 65,730
SILGAN HOLDINGS INC COM 827048109 27,085 920,306 SH   DFND 17 920,306 0 0
SILGAN HOLDINGS INC COM 827048109 2,654 90,168 SH   DFND 21 0 0 90,168
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 256 5,321 SH   DFND 17 5,321 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 310 39,241 SH   DFND 21 39,241 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 2,752 170,218 SH   DFND 17 170,218 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 16,349 1,011,097 SH   DFND 21 1,011,097 0 0
SIMON PPTY GROUP INC NEW COM 828806109 68,889 427,857 SH   DFND 4 427,857 0 0
SIMON PPTY GROUP INC NEW COM 828806109 216 1,339 SH   DFND 17 1,339 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 5,732 35,600 SH Call DFND 4 35,600 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 71,488 444,000 SH Put DFND 4 444,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 497 15,510 SH   DFND 17 15,510 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 142 4,430 SH   DFND 20 4,430 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 3,275 102,169 SH   DFND 21 51,334 0 50,835
SINCLAIR BROADCAST GROUP INC PUT 829226959 3,317 103,500 SH Put DFND 21 103,500 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3,609 60,324 SH   DFND 17 60,324 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 29,105 477,609 SH   DFND 17 384,714 0 92,895
SIX FLAGS ENTMT CORP NEW COM 83001A102 95 1,556 SH   DFND 21 0 0 1,556
SKYWEST INC COM 830879102 12,012 273,622 SH   DFND 17 200,248 0 73,374
SKYWEST INC COM 830879102 364 8,287 SH   DFND 20 8,287 0 0
SKYWEST INC COM 830879102 18,558 422,731 SH   DFND 21 374,624 0 48,107
SKYWORKS SOLUTIONS INC COM 83088M102 2,128 20,881 SH   DFND 4 20,881 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 121,885 1,196,121 SH   DFND 17 930,351 0 265,770
SKYWORKS SOLUTIONS INC COM 83088M102 367 3,606 SH   DFND 20 3,606 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,887 97,029 SH   DFND 21 80,355 0 16,674
SKYWORKS SOLUTIONS INC CALL 83088M902 1,702 16,700 SH Call DFND 4 16,700 0 0
SKYWORKS SOLUTIONS INC PUT 83088M952 9,762 95,800 SH Put DFND 4 95,800 0 0
SMITH A O COM 831865209 8,028 135,077 SH   DFND 17 114,584 0 20,493
SMITH A O COM 831865209 142 2,390 SH   DFND 21 2,390 0 0
SMUCKER J M CO COM NEW 832696405 5,541 52,809 SH   DFND 17 50,720 0 2,089
SMUCKER J M CO COM NEW 832696405 69 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 8,985 85,624 SH   DFND 21 67,720 0 17,904
SNAP ON INC COM 833034101 708 4,750 SH   DFND 17 250 0 4,500
SNAP ON INC COM 833034101 423 2,837 SH   DFND 20 2,837 0 0
SNAP ON INC COM 833034101 16,675 111,908 SH   DFND 21 74,000 0 37,908
SNAP INC CL A 83304A106 61,205 4,209,405 SH   DFND 17 4,022,940 0 186,465
SNAP INC CL A 83304A106 4,647 319,600 SH   DFND 20 319,600 0 0
SNYDERS-LANCE INC COM 833551104 6,526 171,100 SH   DFND 17 138,710 0 32,390
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 13,151 236,265 SH   DFND 17 236,265 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6,245 112,192 SH   DFND 24 112,192 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 92,314 97,045,000 PRN   DFND 17 97,045,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 616 21,570 SH   DFND 17 2,100 0 19,470
SONOCO PRODS CO COM 835495102 10,468 207,500 SH   DFND 17 207,500 0 0
SONOCO PRODS CO COM 835495102 1,397 27,696 SH   DFND 21 21,535 0 6,161
SOUTH JERSEY INDS INC COM 838518108 636 18,425 SH   DFND 17 0 0 18,425
SOUTHERN CO COM 842587107 6,977 141,983 SH   DFND 4 141,983 0 0
SOUTHERN CO COM 842587107 10,736 218,487 SH   DFND 17 218,487 0 0
SOUTHERN CO COM 842587107 1,400 28,492 SH   DFND 20 28,492 0 0
SOUTHERN CO COM 842587107 8,674 176,521 SH   DFND 21 83,277 0 93,244
SOUTHERN CO CALL 842587907 5,612 114,200 SH Call DFND 4 114,200 0 0
SOUTHERN CO PUT 842587957 72,383 1,473,000 SH Put DFND 4 1,473,000 0 0
SOUTHERN COPPER CORP COM 84265V105 7,010 176,305 SH   DFND 21 176,305 0 0
SOUTHWEST AIRLS CO COM 844741108 2,069 36,967 SH   DFND 4 36,967 0 0
SOUTHWEST AIRLS CO COM 844741108 10,887 194,489 SH   DFND 17 192,881 0 1,608
SOUTHWEST AIRLS CO COM 844741108 23 418 SH   DFND 20 418 0 0
SOUTHWEST AIRLS CO COM 844741108 37,329 666,826 SH   DFND 21 507,011 0 159,815
SOUTHWEST AIRLS CO CALL 844741908 7,053 126,000 SH Call DFND 4 126,000 0 0
SOUTHWEST AIRLS CO PUT 844741958 49,716 888,100 SH Put DFND 4 888,100 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 895 11,527 SH   DFND 17 11,527 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 8,998 115,918 SH   DFND 21 35,989 0 79,929
SOUTHWESTERN ENERGY CO COM 845467109 19,503 3,192,000 SH   DFND 4 3,192,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 923 151,082 SH   DFND 17 151,082 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 22,200 1,556,785 SH   DFND 17 1,556,785 0 0
SPARK ENERGY INC CL A COM 846511103 243 16,224 SH   DFND 21 0 0 16,224
SPARTANNASH CO COM 847215100 3,555 134,798 SH   DFND 17 110,131 0 24,667
SPARTANNASH CO COM 847215100 8,685 329,370 SH   DFND 21 214,173 0 115,197
SPECTRA ENERGY PARTNERS LP COM 84756N109 1,717 38,692 SH   DFND 4 38,692 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 9,244 208,300 SH   DFND 17 208,300 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,186 11,198 SH   DFND 17 11,198 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 7,489 70,700 SH   DFND 21 70,700 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 315 14,812 SH   DFND 17 14,812 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,120 99,549 SH   DFND 21 72,053 0 27,496
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 14,800 190,431 SH   DFND 17 164,431 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 188 2,419 SH   DFND 20 2,419 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 22,203 285,673 SH   DFND 21 204,695 0 80,978
SPIRE INC COM 84857L101 669 8,960 SH   DFND 17 4,965 0 3,995
SPIRE INC COM 84857L101 1,689 22,620 SH   DFND 21 22,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 4,087 476,874 SH   DFND 17 437,243 0 39,631
SPIRIT RLTY CAP INC NEW COM 84860W102 2,891 337,351 SH   DFND 21 230,441 0 106,910
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,014 3,000,000 PRN   DFND 17 3,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 21,400 20,955,000 PRN   DFND 17 20,955,000 0 0
SPLUNK INC COM 848637104 137,335 2,067,360 SH   DFND 17 2,017,815 0 49,545
SPLUNK INC COM 848637104 116 1,742 SH   DFND 21 1,742 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,991 106,096 SH   DFND 21 42,231 0 63,865
SQUARE INC CL A 852234103 382,556 13,278,590 SH   DFND 17 11,862,370 0 1,416,220
SQUARE INC CL A 852234103 679 23,580 SH   DFND 21 23,580 0 0
STAG INDL INC COM 85254J102 13,416 488,377 SH   DFND 17 371,586 0 116,791
STAG INDL INC COM 85254J102 1,627 59,234 SH   DFND 21 7,608 0 51,626
STAMPS COM INC COM NEW 852857200 440 2,171 SH   DFND 17 0 0 2,171
STAMPS COM INC COM NEW 852857200 206 1,017 SH   DFND 20 1,017 0 0
STANDARD MTR PRODS INC COM 853666105 214 4,435 SH   DFND 17 4,435 0 0
STANDARD MTR PRODS INC COM 853666105 2,048 42,442 SH   DFND 21 21,645 0 20,797
STANLEY BLACK & DECKER INC COM 854502101 40,889 270,843 SH   DFND 17 264,933 0 5,910
STANLEY BLACK & DECKER INC COM 854502101 1,500 9,933 SH   DFND 20 9,933 0 0
STANLEY BLACK & DECKER INC COM 854502101 105,747 700,452 SH   DFND 21 499,512 0 200,940
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 152,146 1,327,050 SH   DFND 17 1,247,120 0 79,930
STANLEY BLACK & DECKER INC CALL 854502901 4,318 28,600 SH Call DFND 4 28,600 0 0
STANLEY BLACK & DECKER INC PUT 854502951 31,794 210,600 SH Put DFND 4 210,600 0 0
STANTEC INC COM 85472N109 13,786 497,861 SH   DFND 17 497,861 0 0
STANTEC INC COM 85472N109 227 8,208 SH   DFND 21 8,208 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 479 42,225 SH   DFND 17 42,225 0 0
STARBUCKS CORP COM 855244109 24,205 450,668 SH   DFND 4 450,668 0 0
STARBUCKS CORP COM 855244109 158,950 2,959,407 SH   DFND 17 2,732,186 0 227,221
STARBUCKS CORP COM 855244109 35,261 656,509 SH   DFND 21 442,914 0 213,595
STARBUCKS CORP CALL 855244909 18,358 341,800 SH Call DFND 4 341,800 0 0
STARBUCKS CORP PUT 855244959 81,961 1,526,000 SH Put DFND 4 1,526,000 0 0
STARTEK INC COM 85569C107 235 20,007 SH   DFND 21 20,007 0 0
STATE AUTO FINL CORP COM 855707105 407 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 34,977 33,010,000 PRN   DFND 17 33,010,000 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
STARWOOD WAYPOINT HOMES COM 85572F105 6,932 190,602 SH   DFND 4 190,602 0 0
STATE NATL COS INC COM 85711T305 11 535 SH   DFND 17 535 0 0
STATE NATL COS INC COM 85711T305 858 40,900 SH   DFND 21 40,900 0 0
STATE STR CORP COM 857477103 478 5,000 SH   DFND 4 5,000 0 0
STATE STR CORP COM 857477103 9,146 95,728 SH   DFND 17 95,728 0 0
STATE STR CORP COM 857477103 531 5,556 SH   DFND 20 5,556 0 0
STATE STR CORP COM 857477103 3,275 34,284 SH   DFND 21 16,133 0 18,151
STATE STR CORP CALL 857477903 5,914 61,900 SH Call DFND 4 61,900 0 0
STATE STR CORP PUT 857477953 49,939 522,700 SH Put DFND 4 522,700 0 0
STEEL DYNAMICS INC COM 858119100 28,204 818,227 SH   DFND 17 806,483 0 11,744
STEEL DYNAMICS INC COM 858119100 129 3,747 SH   DFND 20 3,747 0 0
STEEL DYNAMICS INC COM 858119100 8,978 260,451 SH   DFND 21 94,203 0 166,248
STEELCASE INC CL A 858155203 3,041 197,446 SH   DFND 17 146,516 0 50,930
STEELCASE INC CL A 858155203 1,428 92,716 SH   DFND 21 51,559 0 41,157
STEPAN CO COM 858586100 25,042 299,335 SH   DFND 17 299,335 0 0
STEPAN CO COM 858586100 489 5,844 SH   DFND 21 4,308 0 1,536
STERICYCLE INC DEP PFD A 1/10 858912207 56,468 959,690 SH   DFND 17 927,315 0 32,375
STERLING BANCORP DEL COM 85917A100 449 18,210 SH   DFND 20 18,210 0 0
STERLING BANCORP DEL COM 85917A100 1,312 53,237 SH   DFND 21 53,237 0 0
STERLING CONSTRUCTION CO INC COM 859241101 4,497 295,272 SH   DFND 17 287,371 0 7,901
STMICROELECTRONICS N V NY REGISTRY 861012102 3,985 205,225 SH   DFND 17 155,940 0 49,285
STONE ENERGY CORP COM PAR 861642403 12,628 429,325 SH   DFND 17 429,325 0 0
STONERIDGE INC COM 86183P102 1,938 97,827 SH   DFND 17 35,138 0 62,689
STONERIDGE INC COM 86183P102 128 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 2,619 132,209 SH   DFND 21 94,587 0 37,622
STRYKER CORP COM 863667101 2,329 16,398 SH   DFND 4 16,398 0 0
STRYKER CORP COM 863667101 16,869 118,777 SH   DFND 17 114,260 0 4,517
STRYKER CORP COM 863667101 1,174 8,269 SH   DFND 20 8,269 0 0
STRYKER CORP COM 863667101 64,469 453,944 SH   DFND 21 310,632 0 143,312
STRYKER CORP CALL 863667901 6,178 43,500 SH Call DFND 4 43,500 0 0
STRYKER CORP PUT 863667951 65,869 463,800 SH Put DFND 4 463,800 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 1,041 1,000,000 PRN   DFND 17 1,000,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 992 62,050 SH   DFND 17 62,050 0 0
SUMMIT HOTEL PPTYS COM 866082100 337 21,106 SH   DFND 20 21,106 0 0
SUMMIT HOTEL PPTYS COM 866082100 7,690 480,940 SH   DFND 21 296,596 0 184,344
SUN CMNTYS INC COM 866674104 25,763 300,686 SH   DFND 4 300,686 0 0
SUN LIFE FINL INC COM 866796105 1,396 35,129 SH   DFND 17 0 0 35,129
SUN LIFE FINL INC COM 866796105 547 13,767 SH   DFND 20 13,767 0 0
SUN LIFE FINL INC COM 866796105 5,662 142,512 SH   DFND 21 130,258 0 12,254
SUNCOR ENERGY INC NEW COM 867224107 18,953 542,044 SH   DFND 17 542,044 0 0
SUNCOR ENERGY INC NEW COM 867224107 19,396 554,704 SH   DFND 21 234,109 0 320,595
SUNCOR ENERGY INC NEW COM 867224107 2,248 64,300 SH   DFND 24 64,300 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 14,856 863,707 SH   DFND 17 863,707 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 136 18,609 SH   DFND 21 0 0 18,609
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,462 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 20,187 24,325,000 PRN   DFND 17 24,325,000 0 0
SUNOCO LP COM U REP LP 86765K109 1,391 44,712 SH   DFND 4 44,712 0 0
SUNOCO LP COM U REP LP 86765K109 53 1,695 SH   DFND 17 1,695 0 0
SUNTRUST BKS INC COM 867914103 116,248 1,944,928 SH   DFND 17 1,939,336 0 5,592
SUNTRUST BKS INC COM 867914103 517 8,648 SH   DFND 20 8,648 0 0
SUNTRUST BKS INC COM 867914103 60,843 1,017,948 SH   DFND 21 851,080 0 166,868
SUNTRUST BKS INC CALL 867914903 4,142 69,300 SH Call DFND 4 69,300 0 0
SUNTRUST BKS INC PUT 867914953 27,333 457,300 SH Put DFND 4 457,300 0 0
SUPERIOR INDS INTL INC COM 868168105 843 50,613 SH   DFND 17 50,613 0 0
SUPERIOR INDS INTL INC COM 868168105 70 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 4,008 240,692 SH   DFND 21 191,743 0 48,949
SUPERNUS PHARMACEUTICALS INC COM 868459108 5,914 147,851 SH   DFND 17 115,797 0 32,054
SUPERNUS PHARMACEUTICALS INC COM 868459108 391 9,770 SH   DFND 21 9,770 0 0
SUPERVALU INC COM NEW 868536301 14,573 670,000 SH   DFND 4 670,000 0 0
SUPERVALU INC COM NEW 868536301 220 10,096 SH   DFND 21 10,096 0 0
SURMODICS INC COM 868873100 3,323 107,190 SH   DFND 17 103,170 0 4,020
SYKES ENTERPRISES INC COM 871237103 927 31,789 SH   DFND 17 31,789 0 0
SYKES ENTERPRISES INC COM 871237103 180 6,183 SH   DFND 20 6,183 0 0
SYKES ENTERPRISES INC COM 871237103 9,108 312,344 SH   DFND 21 187,502 0 124,842
SYMANTEC CORP COM 871503108 186 5,663 SH   DFND 4 5,663 0 0
SYMANTEC CORP COM 871503108 101,635 3,097,698 SH   DFND 17 2,468,925 0 628,773
SYMANTEC CORP COM 871503108 13,004 396,342 SH   DFND 21 392,894 0 3,448
SYMANTEC CORP CALL 871503908 886 27,000 SH Call DFND 4 27,000 0 0
SYMANTEC CORP PUT 871503958 4,521 137,800 SH Put DFND 4 137,800 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 16,050 18,885,000 PRN   DFND 17 18,885,000 0 0
SYNAPTICS INC COM 87157D109 452 11,529 SH   DFND 21 0 0 11,529
SYNOPSYS INC COM 871607107 387 4,802 SH   DFND 17 2,087 0 2,715
SYNOPSYS INC COM 871607107 13,435 166,837 SH   DFND 21 46,360 0 120,477
SYNOVUS FINL CORP COM NEW 87161C501 122 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 354 7,696 SH   DFND 21 7,696 0 0
SYNNEX CORP COM 87162W100 33,376 263,824 SH   DFND 17 263,824 0 0
SYNNEX CORP COM 87162W100 9,752 77,081 SH   DFND 21 21,822 0 55,259
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 1,615 556,787 SH   DFND 17 539,421 0 17,366
SYNCHRONY FINL COM 87165B103 15,996 515,173 SH   DFND 4 515,173 0 0
SYNCHRONY FINL COM 87165B103 10,351 333,359 SH   DFND 17 274,924 0 58,435
SYNCHRONY FINL COM 87165B103 1,149 37,000 SH   DFND 21 37,000 0 0
SYNCHRONY FINL CALL 87165B903 2,031 65,400 SH Call DFND 4 65,400 0 0
SYNCHRONY FINL PUT 87165B953 25,402 818,100 SH Put DFND 4 818,100 0 0
SYSCO CORP COM 871829107 4,137 76,687 SH   DFND 4 76,687 0 0
SYSCO CORP COM 871829107 25,752 477,326 SH   DFND 17 288,374 0 188,952
SYSCO CORP COM 871829107 436 8,075 SH   DFND 20 8,075 0 0
SYSCO CORP COM 871829107 37,845 701,477 SH   DFND 21 575,479 0 125,998
SYSCO CORP CALL 871829907 6,371 118,100 SH Call DFND 4 118,100 0 0
SYSCO CORP PUT 871829957 45,766 848,300 SH Put DFND 4 848,300 0 0
TCF FINL CORP COM 872275102 26,319 1,544,540 SH   DFND 17 1,544,540 0 0
TCF FINL CORP COM 872275102 111 6,491 SH   DFND 20 6,491 0 0
TCF FINL CORP COM 872275102 1,441 84,592 SH   DFND 21 19,183 0 65,409
TC PIPELINES LP UT COM LTD PRT 87233Q108 1,004 19,198 SH   DFND 4 19,198 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 33,546 641,172 SH   DFND 17 641,172 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 15,485 317,325 SH   DFND 17 312,575 0 4,750
TJX COS INC NEW COM 872540109 8,839 119,877 SH   DFND 4 119,877 0 0
TJX COS INC NEW COM 872540109 30,685 416,178 SH   DFND 17 279,296 0 136,882
TJX COS INC NEW COM 872540109 15,405 208,937 SH   DFND 21 198,561 0 10,376
TJX COS INC NEW CALL 872540909 8,494 115,200 SH Call DFND 4 115,200 0 0
TJX COS INC NEW PUT 872540959 58,601 794,800 SH Put DFND 4 794,800 0 0
T MOBILE US INC COM 872590104 9,412 152,641 SH   DFND 17 55,513 0 97,128
T MOBILE US INC COM 872590104 29,291 475,036 SH   DFND 21 317,864 0 157,172
T MOBILE US INC CONV PFD SER A 872590203 108,592 1,086,895 SH   DFND 17 1,033,435 0 53,460
TABLEAU SOFTWARE INC CL A 87336U105 18,618 248,600 SH   DFND 17 173,170 0 75,430
TABLEAU SOFTWARE INC CL A 87336U105 80 1,069 SH   DFND 21 1,069 0 0
TABULA RASA HEALTHCARE INC COM 873379101 3,801 142,144 SH   DFND 17 137,601 0 4,543
TACTILE SYS TECHNOLOGY INC COM 87357P100 5,442 175,826 SH   DFND 17 171,588 0 4,238
TAHOE RES INC COM 873868103 138 26,217 SH   DFND 17 0 0 26,217
TAHOE RES INC COM 873868103 20 3,722 SH   DFND 20 3,722 0 0
TAHOE RES INC COM 873868103 10,317 1,966,851 SH   DFND 21 1,811,145 0 155,706
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 57,094 1,520,479 SH   DFND 17 1,520,479 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 60,688 1,616,180 SH   DFND 20 1,616,180 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19,437 517,622 SH   DFND 21 507,967 0 9,655
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 164,453 1,608,656 SH   DFND 17 1,427,977 0 180,679
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 141 1,382 SH   DFND 21 1,382 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 9,962 2,100,000 PRN   DFND 17 1,595,000 0 505,000
TAL ED GROUP SPONSORED ADS 874080104 694 20,591 SH   DFND 4 16,887 0 3,704
TAL ED GROUP SPONSORED ADS 874080104 2,039 60,500 SH   DFND 20 60,500 0 0
TAL ED GROUP SPONSORED ADS 874080104 4,025 119,413 SH   DFND 21 111,918 0 7,495
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 1,180 24,636 SH   DFND 4 24,636 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 74 1,540 SH   DFND 17 1,540 0 0
TARENA INTL INC ADR 876108101 724 49,745 SH   DFND 21 49,745 0 0
TARGET CORP COM 87612E106 37,617 637,460 SH   DFND 4 637,460 0 0
TARGET CORP COM 87612E106 103,682 1,757,032 SH   DFND 17 1,751,026 0 6,006
TARGET CORP COM 87612E106 370 6,275 SH   DFND 20 6,275 0 0
TARGET CORP COM 87612E106 24,815 420,517 SH   DFND 21 326,238 0 94,279
TARGET CORP CALL 87612E906 6,214 105,300 SH Call DFND 4 105,300 0 0
TARGET CORP PUT 87612E956 43,968 745,100 SH Put DFND 4 745,100 0 0
TARGA RES CORP COM 87612G101 7,479 158,127 SH   DFND 4 158,127 0 0
TATA MTRS LTD SPONSORED ADR 876568502 995 31,827 SH   DFND 17 31,827 0 0
TATA MTRS LTD SPONSORED ADR 876568502 106 3,402 SH   DFND 20 3,402 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,489 143,559 SH   DFND 21 130,874 0 12,685
TAYLOR MORRISON HOME CORP CL A 87724P106 2,497 113,235 SH   DFND 17 82,245 0 30,990
TAYLOR MORRISON HOME CORP CL A 87724P106 2,195 99,543 SH   DFND 21 0 0 99,543
TECH DATA CORP COM 878237106 7,188 80,900 SH   DFND 4 80,900 0 0
TECH DATA CORP COM 878237106 4,678 52,655 SH   DFND 17 36,813 0 15,842
TECH DATA CORP COM 878237106 6,906 77,722 SH   DFND 21 72,000 0 5,722
TECK RESOURCES LTD CL B 878742204 5,972 284,292 SH   DFND 17 106,528 0 177,764
TECK RESOURCES LTD CL B 878742204 40,776 1,941,200 SH   DFND 21 1,922,258 0 18,942
TEGNA INC COM 87901J105 913 68,489 SH   DFND 21 0 0 68,489
TELADOC INC COM 87918A105 1,933 58,317 SH   DFND 17 43,107 0 15,210
TELECOM ARGENTINA S A SPON ADR REP B 879273209 104 3,371 SH   DFND 20 3,371 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 305 9,875 SH   DFND 21 9,875 0 0
TELEFLEX INC COM 879369106 12,899 53,310 SH   DFND 17 36,546 0 16,764
TELEFLEX INC COM 879369106 654 2,704 SH   DFND 20 2,704 0 0
TELEFLEX INC COM 879369106 23,640 97,698 SH   DFND 21 72,492 0 25,206
TELEPHONE & DATA SYS INC COM NEW 879433829 561 20,111 SH   DFND 17 20,111 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,664 131,379 SH   DFND 21 131,379 0 0
TELENAV INC COM 879455103 2,153 339,106 SH   DFND 17 326,551 0 12,555
TELIGENT INC NEW COM 87960W104 3,073 457,943 SH   DFND 17 441,482 0 16,461
TELUS CORP COM 87971M103 455 12,683 SH   DFND 20 12,683 0 0
TELUS CORP COM 87971M103 1,510 42,075 SH   DFND 21 42,075 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,229 135,695 SH   DFND 17 135,695 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,257 76,488 SH   DFND 21 0 0 76,488
TENNECO INC COM 880349105 27,325 450,392 SH   DFND 17 449,046 0 1,346
TENNECO INC COM 880349105 4,231 69,743 SH   DFND 21 30,495 0 39,248
TENNECO INC COM 880349105 7,402 122,000 SH   DFND 24 122,000 0 0
TERADYNE INC COM 880770102 24,192 648,765 SH   DFND 17 602,385 0 46,380
TERADYNE INC COM 880770102 2,210 59,257 SH   DFND 21 0 0 59,257
TERNIUM SA SPON ADR 880890108 4,955 160,192 SH   DFND 17 9,474 0 150,718
TERNIUM SA SPON ADR 880890108 176 5,678 SH   DFND 21 0 0 5,678
TERRAFORM GLOBAL INC CL A 88104M101 3,144 661,893 SH   DFND 21 661,893 0 0
TESARO INC COM 881569107 6,334 49,065 SH   DFND 17 40,090 0 8,975
TESARO INC COM 881569107 2,156 16,700 SH   DFND 24 16,700 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 11,573 3,090,000 PRN   DFND 17 2,520,000 0 570,000
TESLA INC COM 88160R101 201,190 589,828 SH   DFND 17 537,238 0 52,590
TESLA INC COM 88160R101 1,914 5,611 SH   DFND 21 522 0 5,089
TESLA INC NOTE 0.250% 3/0 88160RAB7 91,558 83,650,000 PRN   DFND 17 76,830,000 0 6,820,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 33,863 30,000,000 PRN   DFND 4 30,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 84,345 74,395,000 PRN   DFND 17 74,395,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 19,690 16,000,000 PRN   DFND 4 16,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 59,141 47,825,000 PRN   DFND 17 44,665,000 0 3,160,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 5,652 321,122 SH   DFND 17 79,757 0 241,365
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,475 197,442 SH   DFND 21 137,524 0 59,918
TETRA TECH INC NEW COM 88162G103 17,293 371,490 SH   DFND 17 356,040 0 15,450
TETRA TECH INC NEW COM 88162G103 276 5,925 SH   DFND 20 5,925 0 0
TETRA TECH INC NEW COM 88162G103 9,544 205,034 SH   DFND 21 204,148 0 886
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 37,506 41,480,000 PRN   DFND 17 41,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,036 12,076 SH   DFND 17 12,076 0 0
TEXAS INSTRS INC COM 882508104 177,283 1,977,726 SH   DFND 17 1,891,173 0 86,553
TEXAS INSTRS INC COM 882508104 369 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 98,222 1,095,743 SH   DFND 21 869,736 0 226,007
TEXAS INSTRS INC CALL 882508904 14,351 160,100 SH Call DFND 4 160,100 0 0
TEXAS INSTRS INC PUT 882508954 98,738 1,101,500 SH Put DFND 4 1,101,500 0 0
TEXAS ROADHOUSE INC COM 882681109 6,878 139,967 SH   DFND 17 109,753 0 30,214
TG THERAPEUTICS INC COM 88322Q108 1,533 129,378 SH   DFND 17 125,357 0 4,021
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 4,644 4,760,000 PRN   DFND 17 4,760,000 0 0
THE TRADE DESK INC COM CL A 88339J105 85,878 1,396,163 SH   DFND 17 1,332,378 0 63,785
THERMO FISHER SCIENTIFIC INC COM 883556102 21,242 112,273 SH   DFND 17 97,537 0 14,736
THERMO FISHER SCIENTIFIC INC COM 883556102 2,177 11,504 SH   DFND 20 11,504 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 241,113 1,274,379 SH   DFND 21 866,949 0 407,430
THERMO FISHER SCIENTIFIC INC COM 883556102 984 5,200 SH   DFND 24 5,200 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 16,782 88,700 SH Call DFND 4 88,700 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 118,136 624,400 SH Put DFND 4 624,400 0 0
THOR INDS INC COM 885160101 67,198 533,695 SH   DFND 17 509,227 0 24,468
THOR INDS INC COM 885160101 508 4,032 SH   DFND 20 4,032 0 0
THOR INDS INC COM 885160101 47,237 375,165 SH   DFND 21 338,634 0 36,531
3M CO COM 88579Y101 129,286 615,939 SH   DFND 17 615,939 0 0
3M CO COM 88579Y101 21,955 104,599 SH   DFND 21 87,331 0 17,268
3M CO COM 88579Y101 145 689 SH   DFND 24 689 0 0
3M CO CALL 88579Y901 35,473 169,000 SH Call DFND 4 169,000 0 0
3M CO PUT 88579Y951 219,870 1,047,500 SH Put DFND 4 1,047,500 0 0
TIFFANY & CO NEW COM 886547108 42 461 SH   DFND 17 461 0 0
TIFFANY & CO NEW COM 886547108 826 9,000 SH   DFND 21 9,000 0 0
TIME WARNER INC COM NEW 887317303 3,912 38,187 SH   DFND 4 38,187 0 0
TIME WARNER INC COM NEW 887317303 61,188 597,251 SH   DFND 17 536,699 0 60,552
TIME WARNER INC COM NEW 887317303 1,349 13,163 SH   DFND 20 13,163 0 0
TIME WARNER INC COM NEW 887317303 53,424 521,467 SH   DFND 21 440,691 0 80,776
TIME WARNER INC CALL 887317903 12,089 118,000 SH Call DFND 4 118,000 0 0
TIME WARNER INC PUT 887317953 118,975 1,161,300 SH Put DFND 4 1,161,300 0 0
TIMKEN CO COM 887389104 6,840 140,880 SH   DFND 17 26,608 0 114,272
TIMKEN CO COM 887389104 10,764 221,705 SH   DFND 21 191,798 0 29,907
TITAN INTL INC ILL COM 88830M102 10,272 1,012,027 SH   DFND 17 1,012,027 0 0
TITAN INTL INC ILL COM 88830M102 283 27,911 SH   DFND 21 0 0 27,911
TITAN INTL INC ILL COM 88830M102 6,050 596,052 SH   DFND 24 596,052 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14,489 14,575,000 PRN   DFND 17 14,575,000 0 0
TIVO CORP COM 88870P106 418 21,051 SH   DFND 17 21,051 0 0
TIVO CORP COM 88870P106 1,961 98,789 SH   DFND 21 52,159 0 46,630
TIVITY HEALTH INC COM 88870R102 352 8,617 SH   DFND 17 8,617 0 0
TOPBUILD CORP COM 89055F103 4,285 65,752 SH   DFND 21 65,752 0 0
TORCHMARK CORP COM 891027104 37 467 SH   DFND 17 467 0 0
TORCHMARK CORP COM 891027104 1,187 14,825 SH   DFND 21 11,760 0 3,065
TORO CO COM 891092108 691 11,136 SH   DFND 20 11,136 0 0
TORO CO COM 891092108 3,401 54,803 SH   DFND 21 32,496 0 22,307
TORONTO DOMINION BK ONT COM NEW 891160509 95,199 1,694,793 SH   DFND 17 1,391,728 0 303,065
TORONTO DOMINION BK ONT COM NEW 891160509 2,636 46,928 SH   DFND 20 46,928 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 116,726 2,078,029 SH   DFND 21 1,384,543 0 693,486
TOTAL S A SPONSORED ADR 89151E109 10,170 190,017 SH   DFND 17 190,017 0 0
TOWER INTL INC COM 891826109 2,170 79,778 SH   DFND 17 79,778 0 0
TOWER INTL INC COM 891826109 1,819 66,881 SH   DFND 21 62,116 0 4,765
TOTAL SYS SVCS INC COM 891906109 20,175 308,021 SH   DFND 17 192,694 0 115,327
TOTAL SYS SVCS INC COM 891906109 198 3,023 SH   DFND 20 3,023 0 0
TOTAL SYS SVCS INC COM 891906109 30,250 461,833 SH   DFND 21 391,345 0 70,488
TOWNEBANK PORTSMOUTH VA COM 89214P109 874 26,081 SH   DFND 17 5,374 0 20,707
TRANSCANADA CORP COM 89353D107 8,400 170,349 SH   DFND 4 170,349 0 0
TRANSCANADA CORP COM 89353D107 18,536 375,904 SH   DFND 17 375,904 0 0
TRANSCANADA CORP COM 89353D107 17,338 351,600 SH   DFND 21 122,255 0 229,345
TRANSDIGM GROUP INC COM 893641100 54 210 SH   DFND 17 210 0 0
TRANSDIGM GROUP INC COM 893641100 457 1,786 SH   DFND 21 1,786 0 0
TRANSUNION COM 89400J107 17,745 375,482 SH   DFND 17 165,974 0 209,508
TRANSUNION COM 89400J107 152 3,220 SH   DFND 21 3,220 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,615 45,830 SH   DFND 4 45,830 0 0
TRAVELERS COMPANIES INC COM 89417E109 85,774 700,083 SH   DFND 17 613,137 0 86,946
TRAVELERS COMPANIES INC COM 89417E109 328 2,678 SH   DFND 20 2,678 0 0
TRAVELERS COMPANIES INC COM 89417E109 47,066 384,152 SH   DFND 21 326,084 0 58,068
TRAVELERS COMPANIES INC COM 89417E109 100 818 SH   DFND 24 818 0 0
TRAVELERS COMPANIES INC CALL 89417E909 5,820 47,500 SH Call DFND 4 47,500 0 0
TRAVELERS COMPANIES INC PUT 89417E959 58,614 478,400 SH Put DFND 4 478,400 0 0
TREX CO INC COM 89531P105 6,117 67,913 SH   DFND 17 19,775 0 48,138
TRI CONTL CORP COM 895436103 341 13,365 SH   DFND 17 13,365 0 0
TRIBUNE MEDIA CO CL A 896047503 244 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 18,387 450,002 SH   DFND 21 450,002 0 0
TRIMBLE INC COM 896239100 3,535 90,075 SH   DFND 17 88,105 0 1,970
TRIMBLE INC COM 896239100 666 16,969 SH   DFND 21 0 0 16,969
TRIMBLE INC COM 896239100 15,582 397,000 SH   DFND 24 397,000 0 0
TRINITY INDS INC COM 896522109 2,295 71,955 SH   DFND 17 59,029 0 12,926
TRINITY INDS INC COM 896522109 107 3,364 SH   DFND 20 3,364 0 0
TRINITY INDS INC COM 896522109 15,750 493,743 SH   DFND 21 490,395 0 3,348
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 32,155 23,655,000 PRN   DFND 17 23,655,000 0 0
TRIPLE-S MGMT CORP CL B 896749108 586 24,731 SH   DFND 17 24,731 0 0
TRIUMPH BANCORP INC COM 89679E300 1,434 44,459 SH   DFND 17 40,005 0 4,454
TRIPADVISOR INC COM 896945201 56,957 1,405,300 SH   DFND 17 1,405,300 0 0
TRUECAR INC COM 89785L107 1,444 91,480 SH   DFND 17 60,420 0 31,060
TRUSTCO BK CORP N Y COM 898349105 105 11,815 SH   DFND 17 11,815 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,349 38,000 SH   DFND 17 38,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,055 17,066 SH   DFND 21 17,066 0 0
TUPPERWARE BRANDS CORP COM 899896104 686 11,100 SH   DFND 24 11,100 0 0
TWILIO INC CL A 90138F102 40,827 1,367,745 SH   DFND 17 1,367,745 0 0
TWITTER INC COM 90184L102 87,527 5,188,348 SH   DFND 17 5,056,778 0 131,570
TWITTER INC COM 90184L102 65 3,872 SH   DFND 21 3,872 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 26,364 27,830,000 PRN   DFND 17 27,830,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 49,682 54,120,000 PRN   DFND 17 54,120,000 0 0
TWO HBRS INVT CORP COM 90187B101 14,692 1,457,541 SH   DFND 17 1,457,541 0 0
TWO HBRS INVT CORP COM 90187B101 11,591 1,149,930 SH   DFND 21 272,911 0 877,019
2U INC COM 90214J101 1,554 27,722 SH   DFND 17 27,722 0 0
TYLER TECHNOLOGIES INC COM 902252105 12,528 71,869 SH   DFND 17 51,021 0 20,848
TYSON FOODS INC CL A 902494103 74,762 1,061,211 SH   DFND 17 924,653 0 136,558
TYSON FOODS INC CL A 902494103 1,269 18,016 SH   DFND 20 18,016 0 0
TYSON FOODS INC CL A 902494103 97,516 1,384,181 SH   DFND 21 1,083,314 0 300,867
TYSON FOODS INC CL A 902494103 6,397 90,800 SH   DFND 24 90,800 0 0
TYSON FOODS INC CALL 902494903 1,296 18,400 SH Call DFND 4 18,400 0 0
TYSON FOODS INC PUT 902494953 14,858 210,900 SH Put DFND 4 210,900 0 0
UDR INC COM 902653104 6,594 173,395 SH   DFND 4 173,395 0 0
UDR INC COM 902653104 44 1,148 SH   DFND 17 1,148 0 0
UGI CORP NEW COM 902681105 505 10,767 SH   DFND 17 7,597 0 3,170
UGI CORP NEW COM 902681105 592 12,634 SH   DFND 21 12,634 0 0
US BANCORP DEL COM NEW 902973304 7,779 145,157 SH   DFND 4 145,157 0 0
US BANCORP DEL COM NEW 902973304 108,848 2,031,117 SH   DFND 17 2,014,962 0 16,155
US BANCORP DEL COM NEW 902973304 13,357 249,244 SH   DFND 21 240,438 0 8,806
US BANCORP DEL CALL 902973904 13,231 246,900 SH Call DFND 4 246,900 0 0
US BANCORP DEL PUT 902973954 85,540 1,596,200 SH Put DFND 4 1,596,200 0 0
UMH PPTYS INC COM 903002103 715 46,005 SH   DFND 17 46,005 0 0
USANA HEALTH SCIENCES INC COM 90328M107 659 11,425 SH   DFND 17 2,100 0 9,325
USA TECHNOLOGIES INC COM NO PAR 90328S500 4,059 649,495 SH   DFND 17 623,143 0 26,352
U S G CORP COM NEW 903293405 333 10,200 SH   DFND 4 8,440 0 1,760
U S CONCRETE INC COM NEW 90333L201 5,755 75,429 SH   DFND 17 73,021 0 2,408
U S PHYSICAL THERAPY INC COM 90337L108 295 4,797 SH   DFND 17 4,797 0 0
U S SILICA HLDGS INC COM 90346E103 15,097 485,895 SH   DFND 17 480,635 0 5,260
U S SILICA HLDGS INC COM 90346E103 13,248 426,397 SH   DFND 20 426,397 0 0
U S SILICA HLDGS INC COM 90346E103 138 4,440 SH   DFND 21 4,440 0 0
ULTA BEAUTY INC COM 90384S303 10,650 47,112 SH   DFND 17 25,510 0 21,602
ULTA BEAUTY INC COM 90384S303 19,861 87,857 SH   DFND 21 87,857 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,922 41,783 SH   DFND 17 29,519 0 12,264
ULTRA CLEAN HLDGS INC COM 90385V107 1,244 40,627 SH   DFND 17 40,627 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 6,315 206,244 SH   DFND 21 84,120 0 122,124
UMPQUA HLDGS CORP COM 904214103 29,604 1,517,352 SH   DFND 17 1,517,352 0 0
UNION BANKSHARES CORP NEW COM 90539J109 430 12,180 SH   DFND 17 12,180 0 0
UNION BANKSHARES CORP NEW COM 90539J109 145 4,098 SH   DFND 20 4,098 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,676 47,473 SH   DFND 21 42,563 0 4,910
UNION PAC CORP COM 907818108 11,597 100,000 SH   DFND 4 100,000 0 0
UNION PAC CORP COM 907818108 229,945 1,982,793 SH   DFND 17 1,982,793 0 0
UNION PAC CORP COM 907818108 1,598 13,776 SH   DFND 20 13,776 0 0
UNION PAC CORP COM 907818108 154,432 1,331,657 SH   DFND 21 1,220,749 0 110,908
UNION PAC CORP COM 907818108 649 5,600 SH   DFND 24 5,600 0 0
UNION PAC CORP CALL 907818908 19,947 172,000 SH Call DFND 4 172,000 0 0
UNION PAC CORP PUT 907818958 108,142 932,500 SH Put DFND 4 932,500 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 15,685 13,500,000 PRN   DFND 4 13,500,000 0 0
UNIT CORP COM 909218109 302 14,698 SH   DFND 21 13,815 0 883
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 28,995 1,015,930 SH   DFND 17 1,015,930 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 100 3,490 SH   DFND 21 3,490 0 0
UNITED CONTL HLDGS INC COM 910047109 10,812 177,595 SH   DFND 4 177,595 0 0
UNITED CONTL HLDGS INC COM 910047109 481 7,898 SH   DFND 17 7,898 0 0
UNITED CONTL HLDGS INC COM 910047109 7,410 121,715 SH   DFND 21 30,921 0 90,794
UNITED CONTL HLDGS INC CALL 910047909 2,800 46,000 SH Call DFND 4 46,000 0 0
UNITED CONTL HLDGS INC PUT 910047959 26,751 439,400 SH Put DFND 4 439,400 0 0
UNITED FINL BANCORP INC NEW COM 910304104 34 1,860 SH   DFND 17 1,860 0 0
UNITED FINL BANCORP INC NEW COM 910304104 926 50,635 SH   DFND 21 35,080 0 15,555
UNITED FIRE GROUP INC COM 910340108 178 3,884 SH   DFND 17 3,884 0 0
UNITED FIRE GROUP INC COM 910340108 520 11,345 SH   DFND 21 11,345 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 472 188,925 SH   DFND 21 188,925 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,408 45,037 SH   DFND 17 45,037 0 0
UNITED PARCEL SERVICE INC CL B 911312106 15,323 127,600 SH   DFND 21 127,600 0 0
UNITED PARCEL SERVICE INC CALL 911312906 17,893 149,000 SH Call DFND 4 149,000 0 0
UNITED PARCEL SERVICE INC PUT 911312956 107,024 891,200 SH Put DFND 4 891,200 0 0
UNITED RENTALS INC COM 911363109 9,483 68,350 SH   DFND 17 57,460 0 10,890
UNITED RENTALS INC COM 911363109 209 1,503 SH   DFND 20 1,503 0 0
UNITED RENTALS INC COM 911363109 8,350 60,186 SH   DFND 21 57,928 0 2,258
UNITED STATES STL CORP NEW COM 912909108 6,535 254,670 SH   DFND 17 184,862 0 69,808
UNITED STATES STL CORP NEW COM 912909108 9,839 383,427 SH   DFND 21 383,427 0 0
UNITED STATES STL CORP NEW COM 912909108 795 31,000 SH   DFND 24 31,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,302 54,292 SH   DFND 4 54,292 0 0
UNITED TECHNOLOGIES CORP COM 913017109 134,013 1,154,484 SH   DFND 17 1,154,484 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,277 11,000 SH   DFND 21 11,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 85 730 SH   DFND 24 730 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 17,760 153,000 SH Call DFND 4 153,000 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 134,351 1,157,400 SH Put DFND 4 1,157,400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,750 31,999 SH   DFND 17 31,999 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,480 46,765 SH   DFND 21 43,297 0 3,468
UNITED THERAPEUTICS CORP DEL COM 91307C102 621 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,226 42,000 SH   DFND 4 42,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 468,613 2,392,713 SH   DFND 17 2,082,554 0 310,159
UNITEDHEALTH GROUP INC COM 91324P102 29,896 152,649 SH   DFND 20 152,649 0 0
UNITEDHEALTH GROUP INC COM 91324P102 500,212 2,554,057 SH   DFND 21 2,072,010 0 482,047
UNITEDHEALTH GROUP INC COM 91324P102 1,172 5,983 SH   DFND 24 5,983 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 47,650 243,300 SH Call DFND 4 243,300 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 279,400 1,426,600 SH Put DFND 4 1,426,600 0 0
UNITIL CORP COM 913259107 202 4,085 SH   DFND 17 4,085 0 0
UNITIL CORP COM 913259107 141 2,859 SH   DFND 21 0 0 2,859
UNITI GROUP INC COM 91325V108 411 28,048 SH   DFND 17 28,048 0 0
UNIVAR INC COM 91336L107 7,591 262,390 SH   DFND 17 182,782 0 79,608
UNIVERSAL CORP VA COM 913456109 21,758 379,719 SH   DFND 17 379,719 0 0
UNIVERSAL CORP VA COM 913456109 376 6,564 SH   DFND 21 869 0 5,695
UNIVERSAL FST PRODS INC COM 913543104 34,334 349,775 SH   DFND 17 348,103 0 1,672
UNIVERSAL FST PRODS INC COM 913543104 11,671 118,899 SH   DFND 21 82,702 0 36,197
UNIVERSAL INS HLDGS INC COM 91359V107 6,602 287,033 SH   DFND 17 143,528 0 143,505
UNIVERSAL INS HLDGS INC COM 91359V107 14,199 617,355 SH   DFND 21 617,355 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 11,879 107,076 SH   DFND 17 107,076 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 156 1,409 SH   DFND 20 1,409 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,429 66,964 SH   DFND 21 50,902 0 16,062
UNUM GROUP COM 91529Y106 22,960 449,044 SH   DFND 17 449,044 0 0
UNUM GROUP COM 91529Y106 913 17,853 SH   DFND 20 17,853 0 0
UNUM GROUP COM 91529Y106 20,625 403,379 SH   DFND 21 235,363 0 168,016
UPLAND SOFTWARE INC COM 91544A109 2,777 131,235 SH   DFND 17 126,608 0 4,627
URSTADT BIDDLE PPTYS INC CL A 917286205 255 11,741 SH   DFND 21 11,741 0 0
V F CORP COM 918204108 195 3,072 SH   DFND 4 3,072 0 0
V F CORP COM 918204108 2,414 37,976 SH   DFND 17 37,976 0 0
V F CORP COM 918204108 727 11,432 SH   DFND 21 11,432 0 0
V F CORP CALL 918204908 2,041 32,100 SH Call DFND 4 32,100 0 0
V F CORP PUT 918204958 7,342 115,500 SH Put DFND 4 115,500 0 0
VEON LTD SPONSORED ADR 91822M106 2,192 524,381 SH   DFND 17 64,790 0 459,591
VEON LTD SPONSORED ADR 91822M106 248 59,274 SH   DFND 21 59,274 0 0
VWR CORP COM 91843L103 27,059 817,248 SH   DFND 21 817,248 0 0
VAIL RESORTS INC COM 91879Q109 13,304 58,320 SH   DFND 17 57,357 0 963
VAIL RESORTS INC COM 91879Q109 424 1,858 SH   DFND 20 1,858 0 0
VAIL RESORTS INC COM 91879Q109 44,963 197,101 SH   DFND 21 127,570 0 69,531
VALE S A ADR 91912E105 4,912 487,775 SH   DFND 17 487,775 0 0
VALE S A ADR 91912E105 157 15,610 SH   DFND 21 15,610 0 0
VALE S A ADR 91912E105 705 70,000 SH   DFND 24 70,000 0 0
VALE S A ADR REPSTG PFD 91912E204 1,384 147,982 SH   DFND 21 147,982 0 0
VALERO ENERGY CORP NEW COM 91913Y100 123,596 1,606,602 SH   DFND 17 1,451,625 0 154,977
VALERO ENERGY CORP NEW COM 91913Y100 1,490 19,373 SH   DFND 20 19,373 0 0
VALERO ENERGY CORP NEW COM 91913Y100 99,023 1,287,182 SH   DFND 21 939,730 0 347,452
VALERO ENERGY CORP NEW COM 91913Y100 1,000 13,000 SH   DFND 24 13,000 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 4,754 61,800 SH Call DFND 4 61,800 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 49,535 643,900 SH Put DFND 4 643,900 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 332 7,590 SH   DFND 4 7,590 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 15,567 356,052 SH   DFND 17 356,052 0 0
VALLEY NATL BANCORP COM 919794107 147 12,179 SH   DFND 20 12,179 0 0
VALLEY NATL BANCORP COM 919794107 1,075 89,229 SH   DFND 21 68,542 0 20,687
VALVOLINE INC COM 92047W101 3,861 164,635 SH   DFND 17 164,635 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,395 133,822 SH   DFND 17 130,079 0 3,743
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 6,628 288,660 SH   DFND 17 288,660 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 964 42,000 SH   DFND 24 42,000 0 0
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3,342 134,652 SH   DFND 25 134,652 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,649 74,000 SH   DFND 24 74,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 6,683 352,260 SH   DFND 17 352,260 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 6,575 346,559 SH   DFND 24 17,000 0 329,559
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1,130 28,000 SH   DFND 24 28,000 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 7,173 88,391 SH   DFND 17 88,391 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 2,114 18,394 SH   DFND 17 18,394 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 53,913 762,351 SH   DFND 25 762,351 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,310 24,859 SH   DFND 17 24,859 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 91,800 2,106,944 SH   DFND 17 2,106,944 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 841 19,300 SH   DFND 24 9,500 0 9,800
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 54,245 1,245,000 SH   DFND 25 1,245,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 104 SH   DFND 17 104 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 19,395 332,508 SH   DFND 24 111,500 0 221,008
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,736 11,400 SH   DFND 24 11,400 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6,491 81,005 SH   DFND 25 81,005 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 21,147 400,667 SH   DFND 17 400,667 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 11,230 119,254 SH   DFND 17 119,254 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 560 5,950 SH   DFND 24 5,950 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 37,806 429,568 SH   DFND 17 429,568 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 114 1,300 SH   DFND 24 1,300 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 41,798 474,921 SH   DFND 25 474,921 0 0
VANTIV INC CL A 92210H105 40,054 568,388 SH   DFND 17 348,898 0 219,490
VANTIV INC CL A 92210H105 184 2,612 SH   DFND 21 2,612 0 0
VAREX IMAGING CORP COM 92214X106 304 8,975 SH   DFND 17 8,975 0 0
VAREX IMAGING CORP COM 92214X106 2,340 69,143 SH   DFND 21 42,905 0 26,238
VARONIS SYS INC COM 922280102 3,886 92,752 SH   DFND 17 32,891 0 59,861
VECTREN CORP COM 92240G101 4,360 66,299 SH   DFND 21 9,860 0 56,439
VECTOR GROUP LTD FRNT 1/1 92240MAY4 16,336 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 11,461 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 267 12,477 SH   DFND 21 0 0 12,477
VEECO INSTRS INC DEL COM 922417100 3,455 161,462 SH   DFND 24 161,462 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 35,130 36,625,000 PRN   DFND 17 36,625,000 0 0
VEEVA SYS INC CL A COM 922475108 10,257 181,821 SH   DFND 17 82,160 0 99,661
VEEVA SYS INC CL A COM 922475108 1,058 18,747 SH   DFND 21 18,747 0 0
VENTAS INC COM 92276F100 3,825 58,722 SH   DFND 4 58,722 0 0
VENTAS INC COM 92276F100 5,740 88,125 SH   DFND 17 88,125 0 0
VENTAS INC CALL 92276F900 2,983 45,800 SH Call DFND 4 45,800 0 0
VENTAS INC PUT 92276F950 19,344 297,000 SH Put DFND 4 297,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 67 292 SH   DFND 17 292 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,650 7,150 SH   DFND 24 7,150 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,538 50,000 SH   DFND 25 50,000 0 0
VANGUARD INDEX FDS REIT ETF 922908553 41,208 495,950 SH   DFND 4 495,950 0 0
VANGUARD INDEX FDS REIT ETF 922908553 4,555 54,823 SH   DFND 17 54,823 0 0
VANGUARD INDEX FDS REIT ETF 922908553 41,545 500,000 SH   DFND 25 500,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 35,389 250,419 SH   DFND 25 250,419 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 1,975 15,250 SH   DFND 24 8,500 0 6,750
VERISIGN INC COM 92343E102 464 4,364 SH   DFND 17 4,364 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 166,895 53,685,000 PRN   DFND 17 50,390,000 0 3,295,000
VERIZON COMMUNICATIONS INC COM 92343V104 43,365 876,232 SH   DFND 4 871,232 0 5,000
VERIZON COMMUNICATIONS INC COM 92343V104 196,127 3,962,958 SH   DFND 17 3,934,530 0 28,428
VERIZON COMMUNICATIONS INC COM 92343V104 2,465 49,803 SH   DFND 20 49,803 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 192,142 3,882,448 SH   DFND 21 2,897,256 0 985,192
VERIZON COMMUNICATIONS INC CALL 92343V904 26,754 540,600 SH Call DFND 4 540,600 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 207,700 4,196,800 SH Put DFND 4 4,196,800 0 0
VERINT SYS INC COM 92343X100 336 8,040 SH   DFND 17 8,040 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 47,437 48,475,000 PRN   DFND 17 48,475,000 0 0
VERITEX HLDGS INC COM 923451108 1,125 41,727 SH   DFND 17 37,359 0 4,368
VERITIV CORP COM 923454102 242 7,458 SH   DFND 17 7,430 0 28
VERITIV CORP COM 923454102 1,146 35,253 SH   DFND 21 35,253 0 0
VERISK ANALYTICS INC COM 92345Y106 34,977 420,450 SH   DFND 17 407,895 0 12,555
VERSARTIS INC COM 92529L102 211 86,069 SH   DFND 17 83,521 0 2,548
VERTEX PHARMACEUTICALS INC COM 92532F100 100,552 661,351 SH   DFND 17 633,276 0 28,075
VERTEX PHARMACEUTICALS INC COM 92532F100 60 395 SH   DFND 21 395 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,098 59,840 SH   DFND 24 59,840 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 6,401 42,100 SH Call DFND 4 42,100 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 48,607 319,700 SH Put DFND 4 319,700 0 0
VERSUM MATLS INC COM 92532W103 36,506 940,402 SH   DFND 17 940,402 0 0
VIAD CORP COM NEW 92552R406 771 12,664 SH   DFND 17 12,664 0 0
VIAD CORP COM NEW 92552R406 239 3,920 SH   DFND 20 3,920 0 0
VIAD CORP COM NEW 92552R406 9,676 158,882 SH   DFND 21 75,846 0 83,036
VIACOM INC NEW CL B 92553P201 42 1,517 SH   DFND 17 1,517 0 0
VIACOM INC NEW CL B 92553P201 821 29,475 SH   DFND 21 0 0 29,475
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 105 11,985 SH   DFND 17 100 0 11,885
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 63,832 64,555,000 PRN   DFND 17 64,555,000 0 0
VISA INC COM CL A 92826C839 420,923 3,999,651 SH   DFND 17 3,672,615 0 327,036
VISA INC COM CL A 92826C839 22,707 215,768 SH   DFND 20 215,768 0 0
VISA INC COM CL A 92826C839 272,322 2,587,633 SH   DFND 21 2,140,852 0 446,781
VISA INC COM CL A 92826C839 1,202 11,419 SH   DFND 24 11,419 0 0
VISA INC CALL 92826C909 53,125 504,800 SH Call DFND 4 504,800 0 0
VISA INC PUT 92826C959 279,612 2,656,900 SH Put DFND 4 2,656,900 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 33,236 1,767,864 SH   DFND 17 1,767,864 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,458 556,287 SH   DFND 21 544,216 0 12,071
VISTEON CORP COM NEW 92839U206 510 4,120 SH   DFND 21 4,120 0 0
VMWARE INC CL A COM 928563402 218 1,995 SH   DFND 17 0 0 1,995
VMWARE INC CL A COM 928563402 1,494 13,680 SH   DFND 21 0 0 13,680
VOCERA COMMUNICATIONS INC COM 92857F107 8,756 279,112 SH   DFND 17 245,892 0 33,220
VORNADO RLTY TR SH BEN INT 929042109 12,014 156,266 SH   DFND 4 156,266 0 0
VORNADO RLTY TR SH BEN INT 929042109 57 739 SH   DFND 17 739 0 0
VOYA FINL INC COM 929089100 17,235 432,052 SH   DFND 17 64,936 0 367,116
VOYA FINL INC COM 929089100 46 1,155 SH   DFND 20 1,155 0 0
VOYA FINL INC COM 929089100 13,713 343,782 SH   DFND 21 317,755 0 26,027
VULCAN MATLS CO COM 929160109 5,747 48,056 SH   DFND 4 48,056 0 0
VULCAN MATLS CO COM 929160109 84,525 706,730 SH   DFND 17 618,574 0 88,156
VULCAN MATLS CO COM 929160109 11,037 92,282 SH   DFND 21 91,624 0 658
VULCAN MATLS CO COM 929160109 909 7,600 SH   DFND 24 7,600 0 0
WGL HLDGS INC COM 92924F106 16,178 192,133 SH   DFND 21 192,133 0 0
WSFS FINL CORP COM 929328102 2,055 42,153 SH   DFND 17 5,053 0 37,100
WNS HOLDINGS LTD SPON ADR 92932M101 487 13,345 SH   DFND 17 7,645 0 5,700
WNS HOLDINGS LTD SPON ADR 92932M101 86 2,356 SH   DFND 21 0 0 2,356
WPP PLC NEW ADR 92937A102 10,402 112,087 SH   DFND 17 112,087 0 0
WEC ENERGY GROUP INC COM 92939U106 1,098 17,492 SH   DFND 4 17,492 0 0
WEC ENERGY GROUP INC COM 92939U106 917 14,603 SH   DFND 17 14,603 0 0
WEC ENERGY GROUP INC CALL 92939U906 2,561 40,800 SH Call DFND 4 40,800 0 0
WEC ENERGY GROUP INC PUT 92939U956 7,678 122,300 SH Put DFND 4 122,300 0 0
WABASH NATL CORP COM 929566107 30,993 1,358,170 SH   DFND 17 1,358,170 0 0
WABASH NATL CORP COM 929566107 949 41,607 SH   DFND 21 15,071 0 26,536
WABTEC CORP COM 929740108 2,212 29,200 SH   DFND 17 29,200 0 0
WABTEC CORP COM 929740108 73,360 968,455 SH   DFND 21 942,059 0 26,396
WABTEC CORP COM 929740108 788 10,400 SH   DFND 24 10,400 0 0
WAGEWORKS INC COM 930427109 1,467 24,166 SH   DFND 17 24,166 0 0
WAGEWORKS INC COM 930427109 119 1,968 SH   DFND 21 1,968 0 0
WAL-MART STORES INC COM 931142103 7,093 90,774 SH   DFND 4 90,774 0 0
WAL-MART STORES INC COM 931142103 103,624 1,326,131 SH   DFND 17 1,317,353 0 8,778
WAL-MART STORES INC COM 931142103 1,455 18,623 SH   DFND 20 18,623 0 0
WAL-MART STORES INC COM 931142103 107,030 1,369,718 SH   DFND 21 943,192 0 426,526
WAL-MART STORES INC CALL 931142903 5,861 75,000 SH Call DFND 4 75,000 0 0
WAL-MART STORES INC PUT 931142953 13,675 175,000 SH Put DFND 4 175,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 23,181 300,195 SH   DFND 4 300,195 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 120,692 1,562,963 SH   DFND 17 1,562,963 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 92,697 1,200,428 SH   DFND 21 973,335 0 227,093
WALGREENS BOOTS ALLIANCE INC CALL 931427908 15,089 195,400 SH Call DFND 4 195,400 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 77,591 1,004,800 SH Put DFND 4 1,004,800 0 0
WALKER & DUNLOP INC COM 93148P102 1,337 25,554 SH   DFND 17 10,399 0 15,155
WALKER & DUNLOP INC COM 93148P102 507 9,694 SH   DFND 21 4,773 0 4,921
WASHINGTON FED INC COM 938824109 29,095 864,649 SH   DFND 17 864,649 0 0
WASTE CONNECTIONS INC COM 94106B101 302 4,332 SH   DFND 17 4,332 0 0
WASTE MGMT INC DEL COM 94106L109 9,290 118,690 SH   DFND 17 115,264 0 3,426
WASTE MGMT INC DEL COM 94106L109 1,306 16,686 SH   DFND 20 16,686 0 0
WASTE MGMT INC DEL COM 94106L109 79,346 1,013,749 SH   DFND 21 782,347 0 231,402
WASTE MGMT INC DEL CALL 94106L909 6,465 82,600 SH Call DFND 4 82,600 0 0
WASTE MGMT INC DEL PUT 94106L959 42,571 543,900 SH Put DFND 4 543,900 0 0
WATERS CORP COM 941848103 61 342 SH   DFND 17 342 0 0
WATERS CORP COM 941848103 689 3,837 SH   DFND 21 3,705 0 132
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,750 140,900 SH   DFND 17 140,900 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 266 3,848 SH   DFND 21 0 0 3,848
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 21,654 22,500,000 PRN   DFND 17 19,185,000 0 3,315,000
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 84,944 77,610,000 PRN   DFND 17 73,395,000 0 4,215,000
WEB COM GROUP INC COM 94733A104 605 24,215 SH   DFND 17 0 0 24,215
WEIBO CORP SPONSORED ADR 948596101 332 3,356 SH   DFND 17 3,025 0 331
WEIBO CORP SPONSORED ADR 948596101 687 6,941 SH   DFND 21 6,941 0 0
WEIS MKTS INC COM 948849104 299 6,879 SH   DFND 17 6,879 0 0
WEIS MKTS INC COM 948849104 3,986 91,631 SH   DFND 21 46,529 0 45,102
WELLCARE HEALTH PLANS INC COM 94946T106 22,069 128,502 SH   DFND 17 71,054 0 57,448
WELLCARE HEALTH PLANS INC COM 94946T106 813 4,731 SH   DFND 20 4,731 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 22,725 132,324 SH   DFND 21 113,784 0 18,540
ANTHEM INC NOTE 2.750%10/1 94973VBG1 27,888 10,720,000 PRN   DFND 17 8,295,000 0 2,425,000
WELLS FARGO CO NEW COM 949746101 126,437 2,292,601 SH   DFND 4 2,292,601 0 0
WELLS FARGO CO NEW COM 949746101 220,977 4,006,834 SH   DFND 17 3,989,906 0 16,928
WELLS FARGO CO NEW COM 949746101 192 3,484 SH   DFND 20 3,484 0 0
WELLS FARGO CO NEW COM 949746101 85,618 1,552,454 SH   DFND 21 1,410,377 0 142,077
WELLS FARGO CO NEW PERP PFD CNV A 949746804 151,569 115,240 SH   DFND 4 112,940 0 2,300
WELLS FARGO CO NEW PERP PFD CNV A 949746804 176,263 134,040 SH   DFND 17 128,410 0 5,630
WELLS FARGO CO NEW CALL 949746901 36,884 668,800 SH Call DFND 4 668,800 0 0
WELLS FARGO CO NEW PUT 949746951 282,087 5,114,900 SH Put DFND 4 5,114,900 0 0
WELLTOWER INC COM 95040Q104 12,035 171,238 SH   DFND 4 171,238 0 0
WELLTOWER INC COM 95040Q104 110 1,571 SH   DFND 17 1,571 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 8,343 131,000 SH   DFND 4 131,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 36,840 580,800 SH   DFND 17 580,800 0 0
WELLTOWER INC CALL 95040Q904 4,913 69,900 SH Call DFND 4 69,900 0 0
WELLTOWER INC PUT 95040Q954 32,441 461,600 SH Put DFND 4 461,600 0 0
WENDYS CO COM 95058W100 959 61,737 SH   DFND 17 61,737 0 0
WENDYS CO COM 95058W100 14,394 926,855 SH   DFND 21 512,049 0 414,806
WESBANCO INC COM 950810101 9,252 225,558 SH   DFND 17 225,558 0 0
WESCO INTL INC COM 95082P105 16,623 285,368 SH   DFND 17 285,368 0 0
WEST CORP COM 952355204 1,205 51,345 SH   DFND 17 51,345 0 0
WEST CORP COM 952355204 20,255 863,022 SH   DFND 21 850,934 0 12,088
WEST PHARMACEUTICAL SVSC INC COM 955306105 15,005 155,881 SH   DFND 17 120,340 0 35,541
WEST PHARMACEUTICAL SVSC INC COM 955306105 543 5,643 SH   DFND 20 5,643 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,470 77,601 SH   DFND 21 77,601 0 0
WESTAR ENERGY INC COM 95709T100 238 4,808 SH   DFND 17 4,808 0 0
WESTAR ENERGY INC COM 95709T100 198 3,991 SH   DFND 21 3,991 0 0
WESTERN ALLIANCE BANCORP COM 957638109 17,206 324,152 SH   DFND 17 207,197 0 116,955
WESTERN ALLIANCE BANCORP COM 957638109 253 4,762 SH   DFND 21 4,762 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 528 50,421 SH   DFND 17 13,707 0 36,714
WESTERN ASSET MTG CAP CORP COM 95790D105 193 18,470 SH   DFND 21 18,470 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 15,019 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 643 7,439 SH   DFND 4 7,439 0 0
WESTERN DIGITAL CORP COM 958102105 10,573 122,377 SH   DFND 17 109,162 0 13,215
WESTERN DIGITAL CORP COM 958102105 813 9,412 SH   DFND 20 9,412 0 0
WESTERN DIGITAL CORP COM 958102105 39,240 454,161 SH   DFND 21 309,732 0 144,429
WESTERN DIGITAL CORP CALL 958102905 5,581 64,600 SH Call DFND 4 64,600 0 0
WESTERN DIGITAL CORP PUT 958102955 39,416 456,200 SH Put DFND 4 456,200 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 984 19,185 SH   DFND 4 19,185 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 562 51,515 SH   DFND 17 51,515 0 0
WESTERN UN CO COM 959802109 1,220 63,527 SH   DFND 17 63,527 0 0
WESTERN UN CO COM 959802109 31 1,616 SH   DFND 20 1,616 0 0
WESTERN UN CO COM 959802109 3,901 203,156 SH   DFND 21 24,554 0 178,602
WESTLAKE CHEM CORP COM 960413102 201 2,414 SH   DFND 20 2,414 0 0
WESTLAKE CHEM CORP COM 960413102 586 7,050 SH   DFND 21 7,050 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 769 33,880 SH   DFND 17 33,880 0 0
WESTROCK CO COM 96145D105 61 1,080 SH   DFND 17 1,080 0 0
WESTROCK CO COM 96145D105 1,269 22,367 SH   DFND 21 0 0 22,367
WEYERHAEUSER CO COM 962166104 2,405 70,670 SH   DFND 4 70,670 0 0
WEYERHAEUSER CO COM 962166104 9,355 274,914 SH   DFND 17 274,914 0 0
WEYERHAEUSER CO COM 962166104 44 1,291 SH   DFND 21 1,291 0 0
WEYERHAEUSER CO CALL 962166904 3,029 89,000 SH Call DFND 4 89,000 0 0
WEYERHAEUSER CO PUT 962166954 28,589 840,100 SH Put DFND 4 840,100 0 0
WHIRLPOOL CORP COM 963320106 5,423 29,402 SH   DFND 17 26,538 0 2,864
WHIRLPOOL CORP COM 963320106 166 901 SH   DFND 20 901 0 0
WHIRLPOOL CORP COM 963320106 19,708 106,855 SH   DFND 21 63,505 0 43,350
WHITING PETE CORP NEW COM 966387102 35,490 6,500,000 SH   DFND 4 6,500,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15,711 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLDAN GROUP INC COM 96924N100 1,439 44,329 SH   DFND 17 8,238 0 36,091
WILLIAMS COS INC DEL COM 969457100 1,106 36,853 SH   DFND 4 36,853 0 0
WILLIAMS COS INC DEL COM 969457100 106 3,545 SH   DFND 17 3,545 0 0
WILLIAMS COS INC DEL COM 969457100 2,868 95,579 SH   DFND 21 47,077 0 48,502
WILLIAMS COS INC DEL CALL 969457900 3,958 131,900 SH Call DFND 4 131,900 0 0
WILLIAMS COS INC DEL PUT 969457950 21,520 717,100 SH Put DFND 4 717,100 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 18,249 469,116 SH   DFND 4 469,116 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 105 2,710 SH   DFND 17 0 0 2,710
WINDSTREAM HLDGS INC PUT 97382A950 183 103,400 SH Put DFND 4 103,400 0 0
WINNEBAGO INDS INC COM 974637100 951 21,248 SH   DFND 17 21,248 0 0
WINTRUST FINL CORP COM 97650W108 3,705 47,308 SH   DFND 17 47,308 0 0
WINTRUST FINL CORP COM 97650W108 234 2,983 SH   DFND 20 2,983 0 0
WINTRUST FINL CORP COM 97650W108 2,474 31,598 SH   DFND 21 27,447 0 4,151
WIPRO LTD SPON ADR 1 SH 97651M109 436 76,742 SH   DFND 17 76,742 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,449 255,156 SH   DFND 21 216,190 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4 65 SH   DFND 17 65 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,198 76,750 SH   DFND 24 76,750 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 1,876 27,000 SH   DFND 24 27,000 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 4,121 63,700 SH   DFND 24 63,700 0 0
WOLVERINE WORLD WIDE INC COM 978097103 260 8,999 SH   DFND 21 8,999 0 0
WOODWARD INC COM 980745103 2,485 32,025 SH   DFND 21 25,413 0 6,612
WOODWARD INC COM 980745103 9,608 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 132,208 1,254,465 SH   DFND 17 1,045,915 0 208,550
WORKDAY INC CL A 98138H101 91 867 SH   DFND 21 867 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 37,506 28,865,000 PRN   DFND 17 28,865,000 0 0
WORLD ACCEP CORP DEL COM 981419104 7 89 SH   DFND 17 89 0 0
WORLD ACCEP CORP DEL COM 981419104 2,199 26,534 SH   DFND 21 24,594 0 1,940
WORLD FUEL SVCS CORP COM 981475106 28,206 831,792 SH   DFND 17 831,792 0 0
WORTHINGTON INDS INC COM 981811102 3,993 86,802 SH   DFND 17 82,893 0 3,909
WORTHINGTON INDS INC COM 981811102 2,953 64,191 SH   DFND 21 31,163 0 33,028
WPX ENERGY INC PFD SER A CV 98212B202 32,286 605,055 SH   DFND 17 534,870 0 70,185
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 106,658 98,540,000 PRN   DFND 17 92,315,000 0 6,225,000
WYNDHAM WORLDWIDE CORP COM 98310W108 1,680 15,942 SH   DFND 17 15,942 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 9,060 85,953 SH   DFND 21 31,147 0 54,806
WYNN RESORTS LTD COM 983134107 653 4,387 SH   DFND 4 3,581 0 806
WYNN RESORTS LTD COM 983134107 6,377 42,820 SH   DFND 17 41,255 0 1,565
WYNN RESORTS LTD COM 983134107 178 1,197 SH   DFND 21 1,197 0 0
XPO LOGISTICS INC COM 983793100 27,264 402,241 SH   DFND 17 310,684 0 91,557
XPO LOGISTICS INC COM 983793100 244 3,601 SH   DFND 21 3,601 0 0
XCEL ENERGY INC COM 98389B100 485 10,241 SH   DFND 4 10,241 0 0
XCEL ENERGY INC COM 98389B100 10,328 218,262 SH   DFND 17 86,062 0 132,200
XCEL ENERGY INC COM 98389B100 3,081 65,101 SH   DFND 21 61,890 0 3,211
XCEL ENERGY INC CALL 98389B900 3,412 72,100 SH Call DFND 4 72,100 0 0
XCEL ENERGY INC PUT 98389B950 4,633 97,900 SH Put DFND 4 97,900 0 0
XILINX INC COM 983919101 30,672 433,030 SH   DFND 17 433,030 0 0
XILINX INC COM 983919101 1,027 14,500 SH   DFND 21 14,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 215 10,191 SH   DFND 21 10,191 0 0
XEROX CORP COM NEW 984121608 10,045 301,755 SH   DFND 17 301,755 0 0
XEROX CORP COM NEW 984121608 455 13,656 SH   DFND 20 13,656 0 0
XEROX CORP COM NEW 984121608 10,478 314,763 SH   DFND 21 127,803 0 186,960
XYLEM INC COM 98419M100 80,925 1,292,112 SH   DFND 17 1,142,146 0 149,966
XYLEM INC COM 98419M100 44,572 711,678 SH   DFND 21 328,615 0 383,063
XYLEM INC COM 98419M100 14,455 230,800 SH   DFND 24 230,800 0 0
YY INC ADS REPCOM CLA 98426T106 1,017 11,722 SH   DFND 17 11,722 0 0
YY INC ADS REPCOM CLA 98426T106 32,903 379,159 SH   DFND 20 322,386 0 56,773
YY INC ADS REPCOM CLA 98426T106 452 5,209 SH   DFND 21 3,219 0 1,990
YY INC ADS REPCOM CLA 98426T106 555 6,400 SH   DFND 24 6,400 0 0
YY INC ADS REPCOM CLA 98426T106 1,027 11,840 SH   DFND 25 11,840 0 0
YAHOO INC NOTE 12/0 984332AF3 146,014 112,165,000 PRN   DFND 17 104,340,000 0 7,825,000
YAMANA GOLD INC COM 98462Y100 47 17,863 SH   DFND 17 0 0 17,863
YAMANA GOLD INC COM 98462Y100 2,440 924,761 SH   DFND 21 830,345 0 94,416
YELP INC CL A 985817105 126,606 2,923,915 SH   DFND 17 2,801,354 0 122,561
YUM BRANDS INC COM 988498101 426 5,787 SH   DFND 4 5,787 0 0
YUM BRANDS INC COM 988498101 10,942 148,651 SH   DFND 17 137,041 0 11,610
YUM BRANDS INC COM 988498101 9,336 126,827 SH   DFND 21 126,827 0 0
YUM BRANDS INC COM 988498101 883 12,000 SH   DFND 24 12,000 0 0
YUM BRANDS INC CALL 988498901 4,755 64,600 SH Call DFND 4 64,600 0 0
YUM BRANDS INC PUT 988498951 37,092 503,900 SH Put DFND 4 503,900 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 444 11,111 SH   DFND 20 11,111 0 0
YUM CHINA HLDGS INC COM 98850P109 1,773 44,353 SH   DFND 21 44,353 0 0
ZAGG INC COM 98884U108 331 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 244 15,511 SH   DFND 21 15,511 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 218 2,005 SH   DFND 17 0 0 2,005
ZENDESK INC COM 98936J101 56,203 1,930,715 SH   DFND 17 1,930,715 0 0
ZILLOW GROUP INC CL A 98954M101 227 5,650 SH   DFND 17 100 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 275 6,840 SH   DFND 17 200 0 6,640
ZIMMER BIOMET HLDGS INC COM 98956P102 2,267 19,361 SH   DFND 4 19,361 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 17,233 147,179 SH   DFND 17 117,064 0 30,115
ZIMMER BIOMET HLDGS INC COM 98956P102 574 4,899 SH   DFND 20 4,899 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,645 65,292 SH   DFND 21 50,051 0 15,241
ZIMMER BIOMET HLDGS INC CALL 98956P902 1,745 14,900 SH Call DFND 4 14,900 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 12,482 106,600 SH Put DFND 4 106,600 0 0
ZIONS BANCORPORATION COM 989701107 41 870 SH   DFND 17 870 0 0
ZIONS BANCORPORATION COM 989701107 177 3,750 SH   DFND 20 3,750 0 0
ZIONS BANCORPORATION COM 989701107 735 15,584 SH   DFND 21 15,584 0 0
ZIX CORP COM 98974P100 61 12,470 SH   DFND 17 12,470 0 0
ZOGENIX INC COM NEW 98978L204 1,505 42,940 SH   DFND 17 42,940 0 0
ZOETIS INC CL A 98978V103 475 7,450 SH   DFND 4 7,450 0 0
ZOETIS INC CL A 98978V103 65,562 1,028,267 SH   DFND 17 840,367 0 187,900
ZOETIS INC CL A 98978V103 13,266 208,054 SH   DFND 21 184,038 0 24,016
ZOETIS INC CALL 98978V903 3,947 61,900 SH Call DFND 4 61,900 0 0
ZOETIS INC PUT 98978V953 38,396 602,200 SH Put DFND 4 602,200 0 0
ZYNGA INC CL A 98986T108 6,566 1,737,168 SH   DFND 17 1,464,548 0 272,620
EURONAV NV ANTWERPEN SHS B38564108 1,090 132,551 SH   DFND 17 16,928 0 115,623
EURONAV NV ANTWERPEN SHS B38564108 559 68,023 SH   DFND 21 68,023 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,906 1,385,857 SH   DFND 21 970,864 0 414,993
AIRCASTLE LTD COM G0129K104 6,858 307,680 SH   DFND 17 119,780 0 187,900
AIRCASTLE LTD COM G0129K104 1,963 88,049 SH   DFND 21 46,594 0 41,455
ALKERMES PLC SHS G01767105 6,419 126,252 SH   DFND 17 114,962 0 11,290
ALKERMES PLC SHS G01767105 2,842 55,900 SH   DFND 24 55,900 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 35 410 SH   DFND 17 410 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 176 2,030 SH   DFND 21 2,030 0 0
ALLERGAN PLC SHS G0177J108 34,430 167,990 SH   DFND 4 167,990 0 0
ALLERGAN PLC SHS G0177J108 45,958 224,242 SH   DFND 17 201,641 0 22,601
ALLERGAN PLC SHS G0177J108 59,294 289,308 SH   DFND 21 252,352 0 36,956
ALLERGAN PLC PFD CONV SER A G0177J116 188,753 255,825 SH   DFND 17 244,640 0 11,185
ALLERGAN PLC CALL G0177J908 16,744 81,700 SH Call DFND 4 81,700 0 0
ALLERGAN PLC PUT G0177J958 130,738 637,900 SH Put DFND 4 637,900 0 0
AMDOCS LTD SHS G02602103 14,148 219,964 SH   DFND 17 215,528 0 4,436
AMDOCS LTD SHS G02602103 629 9,785 SH   DFND 20 9,785 0 0
AMDOCS LTD SHS G02602103 34,670 539,026 SH   DFND 21 426,802 0 112,224
AON PLC SHS CL A G0408V102 8,623 59,024 SH   DFND 17 59,024 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,452 144,509 SH   DFND 21 49,544 0 94,965
ARGO GROUP INTL HLDGS LTD COM G0464B107 14 234 SH   DFND 17 234 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,307 37,514 SH   DFND 21 37,514 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5,975 147,900 SH   DFND 17 53,422 0 94,478
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 40 1,002 SH   DFND 20 1,002 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 13,717 339,530 SH   DFND 21 321,986 0 17,544
ARRIS INTL INC SHS G0551A103 491 17,236 SH   DFND 21 17,236 0 0
ASSURED GUARANTY LTD COM G0585R106 713 18,875 SH   DFND 17 2,275 0 16,600
ASSURED GUARANTY LTD COM G0585R106 2,653 70,281 SH   DFND 21 12,676 0 57,605
ATHENE HLDG LTD CL A G0684D107 1,196 22,215 SH   DFND 17 22,215 0 0
ATHENE HLDG LTD CL A G0684D107 8,778 163,039 SH   DFND 21 142,981 0 20,058
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 755 13,174 SH   DFND 17 13,174 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 23 398 SH   DFND 20 398 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,025 157,481 SH   DFND 21 148,573 0 8,908
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 718 19,948 SH   DFND 21 13,807 0 6,141
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,633 63,917 SH   DFND 17 63,917 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 110,708 819,635 SH   DFND 21 608,675 0 210,960
BUNGE LIMITED COM G16962105 3,101 44,639 SH   DFND 17 39,391 0 5,248
BUNGE LIMITED COM G16962105 304 4,382 SH   DFND 20 4,382 0 0
BUNGE LIMITED COM G16962105 44,308 637,888 SH   DFND 21 343,720 0 294,168
CARDTRONICS PLC SHS CL A G1991C105 1,910 83,002 SH   DFND 21 9,321 0 73,681
CISION LTD SHS G1992S109 196 15,045 SH   DFND 17 15,045 0 0
CHINA YUCHAI INTL LTD COM G21082105 534 23,988 SH   DFND 17 21,388 0 2,600
CHINA YUCHAI INTL LTD COM G21082105 2,351 105,625 SH   DFND 21 80,105 0 25,520
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 944 10,231 SH   DFND 17 10,231 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 890 9,641 SH   DFND 21 9,641 0 0
CREDICORP LTD COM G2519Y108 29,508 143,926 SH   DFND 17 110,491 0 33,435
CREDICORP LTD COM G2519Y108 4,374 21,334 SH   DFND 21 18,717 0 2,617
COSAN LTD SHS A G25343107 1,938 238,355 SH   DFND 17 153,555 0 84,800
COSAN LTD SHS A G25343107 5,243 644,917 SH   DFND 21 465,810 0 179,107
COCA COLA EUROPEAN PARTNERS SHS G25839104 26,456 635,663 SH   DFND 17 635,663 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,182 28,411 SH   DFND 21 25,717 0 2,694
DELPHI AUTOMOTIVE PLC SHS G27823106 34,329 348,868 SH   DFND 17 267,975 0 80,893
DELPHI AUTOMOTIVE PLC SHS G27823106 1,324 13,460 SH   DFND 21 12,928 0 532
EATON CORP PLC SHS G29183103 86,033 1,120,371 SH   DFND 17 1,120,371 0 0
EATON CORP PLC SHS G29183103 46,721 608,421 SH   DFND 21 208,722 0 399,699
ENSCO PLC SHS CLASS A G3157S106 3,539 592,815 SH   DFND 17 592,815 0 0
ENSCO PLC SHS CLASS A G3157S106 59 9,869 SH   DFND 21 9,869 0 0
ESSENT GROUP LTD COM G3198U102 19,161 473,101 SH   DFND 17 323,192 0 149,909
ESSENT GROUP LTD COM G3198U102 200 4,933 SH   DFND 20 4,933 0 0
ESSENT GROUP LTD COM G3198U102 10,597 261,647 SH   DFND 21 227,078 0 34,569
EVEREST RE GROUP LTD COM G3223R108 65,731 287,800 SH   DFND 17 257,244 0 30,556
EVEREST RE GROUP LTD COM G3223R108 1,258 5,509 SH   DFND 20 5,509 0 0
EVEREST RE GROUP LTD COM G3223R108 100,923 441,889 SH   DFND 21 300,749 0 141,140
FABRINET SHS G3323L100 824 22,233 SH   DFND 17 22,233 0 0
FABRINET SHS G3323L100 89 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 2,530 68,276 SH   DFND 21 61,541 0 6,735
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,791 61,402 SH   DFND 17 41,751 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 137 3,003 SH   DFND 20 3,003 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 10,062 221,331 SH   DFND 21 153,365 0 67,966
FRONTLINE LTD SHS NEW G3682E192 549 90,893 SH   DFND 17 0 0 90,893
GEOPARK LTD USD SHS G38327105 97 11,026 SH   DFND 17 11,026 0 0
GENPACT LIMITED SHS G3922B107 41,179 1,432,309 SH   DFND 17 1,432,309 0 0
HELEN OF TROY CORP LTD COM G4388N106 518 5,350 SH   DFND 17 5,350 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 342 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 322 14,894 SH   DFND 21 14,894 0 0
ICHOR HOLDINGS SHS G4740B105 294 10,982 SH   DFND 21 10,982 0 0
INGERSOLL-RAND PLC SHS G47791101 16,563 185,745 SH   DFND 17 185,385 0 360
INGERSOLL-RAND PLC SHS G47791101 1,104 12,381 SH   DFND 20 12,381 0 0
INGERSOLL-RAND PLC SHS G47791101 16,524 185,307 SH   DFND 21 106,863 0 78,444
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 76 3,098 SH   DFND 20 3,098 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 13,572 552,813 SH   DFND 21 418,728 0 134,085
WEATHERFORD INTL PLC ORD SHS G48833100 17,390 3,796,888 SH   DFND 17 3,679,278 0 117,610
WEATHERFORD INTL PLC ORD SHS G48833100 65 14,205 SH   DFND 21 0 0 14,205
WEATHERFORD INTL PLC ORD SHS G48833100 389 85,000 SH   DFND 24 85,000 0 0
INVESCO LTD SHS G491BT108 14,459 412,638 SH   DFND 17 412,638 0 0
JAMES RIV GROUP LTD COM G5005R107 490 11,806 SH   DFND 17 1,492 0 10,314
JAMES RIV GROUP LTD COM G5005R107 33 807 SH   DFND 21 0 0 807
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,046 61,855 SH   DFND 17 61,855 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,453 9,936 SH   DFND 21 8,110 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,411 37,000 SH   DFND 24 37,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 88,805 2,204,140 SH   DFND 17 2,204,140 0 0
JOHNSON CTLS INTL PLC SHS G51502105 440 10,915 SH   DFND 20 10,915 0 0
JOHNSON CTLS INTL PLC SHS G51502105 10,879 270,027 SH   DFND 21 165,016 0 105,011
LAZARD LTD SHS A G54050102 2,415 53,400 SH   DFND 17 53,400 0 0
LIVANOVA PLC SHS G5509L101 823 11,750 SH   DFND 17 11,750 0 0
LIVANOVA PLC SHS G5509L101 359 5,130 SH   DFND 21 4,207 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 807 16,892 SH   DFND   16,892 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 29,667 620,647 SH   DFND 21 620,647 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 696 87,599 SH   DFND 17 10,605 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 91 11,420 SH   DFND 20 11,420 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 370 46,602 SH   DFND 21 46,602 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,858 49,721 SH   DFND 17 49,721 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 504 13,485 SH   DFND 20 13,485 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 8,786 235,104 SH   DFND 21 162,093 0 73,011
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 73,493 4,105,750 SH   DFND 17 2,758,010 0 1,347,740
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,728 655,215 SH   DFND 21 655,215 0 0
MEDTRONIC PLC SHS G5960L103 106,535 1,369,879 SH   DFND 17 1,293,554 0 76,325
MEDTRONIC PLC SHS G5960L103 200 2,566 SH   DFND 20 2,566 0 0
MEDTRONIC PLC SHS G5960L103 79,023 1,016,109 SH   DFND 21 813,791 0 202,318
MICHAEL KORS HLDGS LTD SHS G60754101 178 3,729 SH   DFND 17 669 0 3,060
MICHAEL KORS HLDGS LTD SHS G60754101 94 1,974 SH   DFND 20 1,974 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 385 23,367 SH   DFND 17 3,777 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,704 103,323 SH   DFND 21 56,167 0 47,156
NABORS INDUSTRIES LTD SHS G6359F103 166 20,525 SH   DFND 17 20,525 0 0
NABORS INDUSTRIES LTD SHS G6359F103 558 69,130 SH   DFND 21 12,919 0 56,211
NIELSEN HLDGS PLC SHS EUR G6518L108 35,061 845,863 SH   DFND 17 820,903 0 24,960
NIELSEN HLDGS PLC SHS EUR G6518L108 1,588 38,300 SH   DFND 20 38,300 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 61,586 1,485,780 SH   DFND 21 1,271,067 0 214,713
NOBLE CORP PLC SHS USD G65431101 4,001 869,790 SH   DFND 17 869,790 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 32 2,200 SH   DFND 17 2,200 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 137 9,419 SH   DFND 20 9,419 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,710 117,376 SH   DFND 21 60,563 0 56,813
NORDIC AMERICAN TANKERS LIMI COM G65773106 289 54,061 SH   DFND 17 54,061 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 729 136,463 SH   DFND 21 136,463 0 0
OM ASSET MGMT PLC SHS G67506108 12,217 818,865 SH   DFND 17 818,865 0 0
OM ASSET MGMT PLC SHS G67506108 140 9,373 SH   DFND 20 9,373 0 0
OM ASSET MGMT PLC SHS G67506108 963 64,552 SH   DFND 21 56,815 0 7,737
PROTHENA CORP PLC SHS G72800108 425 6,560 SH   DFND 17 6,560 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 42 1,276 SH   DFND 17 1,276 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 672 20,257 SH   DFND 21 18,618 0 1,639
PENTAIR PLC SHS G7S00T104 11,878 174,773 SH   DFND 17 174,773 0 0
PENTAIR PLC SHS G7S00T104 172 2,531 SH   DFND 21 0 0 2,531
PENTAIR PLC SHS G7S00T104 8,631 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 703 48,513 SH   DFND 17 5,312 0 43,201
SHIP FINANCE INTERNATIONAL L SHS G81075106 317 21,863 SH   DFND 21 13,926 0 7,937
SIGNET JEWELERS LIMITED SHS G81276100 346 5,192 SH   DFND 21 5,192 0 0
SINA CORP ORD G81477104 386 3,370 SH   DFND 17 100 0 3,270
SINA CORP ORD G81477104 803 7,003 SH   DFND 21 5,458 0 1,545
STERIS PLC SHS USD G84720104 8,292 93,800 SH   DFND 17 93,800 0 0
STERIS PLC SHS USD G84720104 4,177 47,246 SH   DFND 21 47,246 0 0
TECHNIPFMC PLC COM G87110105 16,093 576,597 SH   DFND 21 252,023 0 324,574
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 352 20,515 SH   DFND 17 20,515 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 994 57,969 SH   DFND 21 57,969 0 0
THIRD PT REINS LTD COM G8827U100 948 60,780 SH   DFND 17 60,780 0 0
TRITON INTL LTD CL A G9078F107 11,283 339,030 SH   DFND 17 252,685 0 86,345
TRITON INTL LTD CL A G9078F107 479 14,407 SH   DFND 21 4,221 0 10,186
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,021 227,452 SH   DFND 17 29,317 0 198,135
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 382 85,144 SH   DFND 21 85,144 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 140 2,843 SH   DFND 17 2,843 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 918 18,648 SH   DFND 21 15,631 0 3,017
PERRIGO CO PLC SHS G97822103 52 615 SH   DFND 17 615 0 0
PERRIGO CO PLC SHS G97822103 165 1,952 SH   DFND 21 1,952 0 0
XL GROUP LTD COM G98294104 285 7,235 SH   DFND 17 7,235 0 0
XL GROUP LTD COM G98294104 1,562 39,597 SH   DFND 21 38,816 0 781
CHUBB LIMITED COM H1467J104 14,124 99,080 SH   DFND 17 41,922 0 57,158
CHUBB LIMITED COM H1467J104 7,605 53,349 SH   DFND 21 43,294 0 10,055
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,694 94,770 SH   DFND 17 80,525 0 14,245
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 690 38,600 SH   DFND 24 38,600 0 0
GARMIN LTD SHS H2906T109 26,351 488,247 SH   DFND 17 255,075 0 233,172
GARMIN LTD SHS H2906T109 15,084 279,491 SH   DFND 21 261,938 0 17,553
UBS GROUP AG SHS H42097107 654 38,261 SH   DFND 17 17,747 0 20,514
UBS GROUP AG SHS H42097107 91 5,317 SH   DFND 20 5,317 0 0
UBS GROUP AG SHS H42097107 354,740 20,739,285 SH   DFND 21 14,903,293 0 5,835,992
UBS GROUP AG SHS H42097107 640 37,400 SH   DFND 24 37,400 0 0
LOGITECH INTL S A SHS H50430232 2,623 71,285 SH   DFND 17 9,705 0 61,580
LOGITECH INTL S A SHS H50430232 541 14,693 SH   DFND 20 14,693 0 0
LOGITECH INTL S A SHS H50430232 42,265 1,148,711 SH   DFND 21 808,682 0 340,029
TE CONNECTIVITY LTD REG SHS H84989104 36,641 441,143 SH   DFND 17 441,143 0 0
TE CONNECTIVITY LTD REG SHS H84989104 940 11,322 SH   DFND 20 11,322 0 0
TE CONNECTIVITY LTD REG SHS H84989104 60,551 729,004 SH   DFND 21 555,036 0 173,968
TRANSOCEAN LTD REG SHS H8817H100 6,644 617,506 SH   DFND 17 617,506 0 0
TRANSOCEAN LTD REG SHS H8817H100 556 51,634 SH   DFND 21 51,634 0 0
ADECOAGRO S A COM L00849106 626 57,941 SH   DFND 17 38,172 0 19,769
ADECOAGRO S A COM L00849106 2,762 255,776 SH   DFND 21 140,356 0 115,420
INTELSAT S A COM L5140P101 2,285 486,072 SH   DFND 17 486,072 0 0
ORION ENGINEERED CARBONS S A COM L72967109 28,210 1,256,563 SH   DFND 17 1,256,563 0 0
ORION ENGINEERED CARBONS S A COM L72967109 467 20,821 SH   DFND 21 3,648 0 17,173
TRINSEO S A SHS L9340P101 102 1,522 SH   DFND 20 1,522 0 0
TRINSEO S A SHS L9340P101 18,119 270,024 SH   DFND 21 233,712 0 36,312
CHECK POINT SOFTWARE TECH LT ORD M22465104 384 3,365 SH   DFND 17 3,365 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 721 6,323 SH   DFND 21 6,323 0 0
ELBIT SYS LTD ORD M3760D101 15,239 103,665 SH   DFND 17 103,665 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 274 7,613 SH   DFND 17 7,613 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 2,013 55,848 SH   DFND 21 40,730 0 15,118
KORNIT DIGITAL LTD SHS M6372Q113 3,138 205,125 SH   DFND 17 205,125 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 295 41,264 SH   DFND 17 0 0 41,264
NEURODERM LTD ORD SHS M74231107 21,066 541,544 SH   DFND 21 541,544 0 0
ORBOTECH LTD ORD M75253100 4,952 117,324 SH   DFND 17 89,206 0 28,118
ORBOTECH LTD ORD M75253100 933 22,107 SH   DFND 21 2,131 0 19,976
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 421 6,338 SH   DFND 17 6,338 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 290 4,360 SH   DFND 21 4,360 0 0
AERCAP HOLDINGS NV SHS N00985106 17,241 337,334 SH   DFND 17 147,718 0 189,616
AERCAP HOLDINGS NV SHS N00985106 233 4,557 SH   DFND 20 4,557 0 0
AERCAP HOLDINGS NV SHS N00985106 45,521 890,652 SH   DFND 21 732,231 0 158,421
ASML HOLDING N V N Y REGISTRY SHS N07059210 5,096 29,769 SH   DFND 17 29,769 0 0
CNH INDL N V SHS N20944109 6,687 556,820 SH   DFND 17 556,820 0 0
CNH INDL N V SHS N20944109 26,414 2,199,315 SH   DFND 21 824,839 0 1,374,476
CNH INDL N V SHS N20944109 5,032 419,000 SH   DFND 24 419,000 0 0
CORE LABORATORIES N V COM N22717107 513 5,200 SH   DFND 24 5,200 0 0
FERRARI N V COM N3167Y103 19,116 173,027 SH   DFND 21 65,818 0 107,209
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 20,575 1,148,789 SH   DFND 17 121,545 0 1,027,244
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 243 13,548 SH   DFND 20 13,548 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 45,063 2,516,100 SH   DFND 21 1,942,968 0 573,132
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 27,955 282,233 SH   DFND 17 217,665 0 64,568
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 340 3,435 SH   DFND 20 3,435 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 139,611 1,409,500 SH   DFND 21 1,109,462 0 300,038
MYLAN N V SHS EURO N59465109 2,815 89,746 SH   DFND 17 80,001 0 9,745
MYLAN N V SHS EURO N59465109 376 11,991 SH   DFND 20 11,991 0 0
MYLAN N V SHS EURO N59465109 4,689 149,485 SH   DFND 21 112,164 0 37,321
MYLAN N V SHS EURO N59465109 2,986 95,200 SH   DFND 24 95,200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 30,397 268,788 SH   DFND 21 268,788 0 0
QIAGEN NV SHS NEW N72482123 1,911 60,680 SH   DFND 17 60,680 0 0
QIAGEN NV SHS NEW N72482123 2,743 87,091 SH   DFND 21 87,091 0 0
QIAGEN NV SHS NEW N72482123 880 27,925 SH   DFND 24 27,925 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 187 3,884 SH   DFND 21 3,884 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,605 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 775 23,800 SH   DFND   23,800 0 0
YANDEX N V SHS CLASS A N97284108 3,875 118,990 SH   DFND 17 118,990 0 0
YANDEX N V SHS CLASS A N97284108 9,833 301,900 SH   DFND 21 73,900 0 228,000
COPA HOLDINGS SA CL A P31076105 36,659 294,380 SH   DFND 17 261,575 0 32,805
COPA HOLDINGS SA CL A P31076105 221 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 6,281 50,436 SH   DFND 21 49,383 0 1,053
PLANET PAYMENT INC SHS U72603118 2,868 668,635 SH   DFND 17 645,128 0 23,507
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,631 64,371 SH   DFND 4 64,371 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 71,197 600,620 SH   DFND 17 482,366 0 118,254
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 625 5,276 SH   DFND 20 5,276 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 29,110 245,574 SH   DFND 21 167,090 0 78,484
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 2,715 22,900 SH Call DFND 4 22,900 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 16,453 138,800 SH Put DFND 4 138,800 0 0
BROADCOM LTD SHS Y09827109 589,299 2,429,697 SH   DFND 17 2,196,483 0 233,214
BROADCOM LTD SHS Y09827109 28,333 116,817 SH   DFND 20 116,817 0 0
BROADCOM LTD SHS Y09827109 46,163 190,332 SH   DFND 21 185,007 0 5,325
COSTAMARE INC SHS Y1771G102 370 59,822 SH   DFND 21 59,822 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,541 1,140,937 SH   DFND 17 128,590 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 115 28,881 SH   DFND 21 28,881 0 0
FLEX LTD ORD Y2573F102 7,989 482,141 SH   DFND 17 391,251 0 90,890
FLEX LTD ORD Y2573F102 12,500 754,361 SH   DFND 21 87,598 0 666,763
SCORPIO TANKERS INC SHS Y7542C106 2,271 662,206 SH   DFND 17 461,911 0 200,295
SCORPIO TANKERS INC SHS Y7542C106 3,726 1,086,272 SH   DFND 21 1,086,272 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,312 809,928 SH   DFND 17 98,179 0 711,749
TEEKAY TANKERS LTD CL A Y8565N102 14 8,782 SH   DFND 21 8,782 0 0