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
ABB LTD SPONSORED ADR 000375204 3,937 208,616 SH   DFND 17 208,616 0 0
ACCO BRANDS CORP COM 00081T108 197 23,010 SH   DFND 17 9,689 0 13,321
ACCO BRANDS CORP COM 00081T108 48 5,588 SH   DFND 20 5,588 0 0
ACCO BRANDS CORP COM 00081T108 2,441 285,125 SH   DFND 21 152,041 0 133,084
ADT INC COM 00090Q103 31 4,830 SH   DFND 17 4,830 0 0
ADT INC COM 00090Q103 811 126,981 SH   DFND 21 126,981 0 0
AFLAC INC COM 001055102 4,067 81,347 SH   DFND 4 81,347 0 0
AFLAC INC COM 001055102 36,348 726,955 SH   DFND 17 465,459 0 261,496
AFLAC INC COM 001055102 225 4,492 SH   DFND 20 4,492 0 0
AFLAC INC COM 001055102 127,039 2,540,778 SH   DFND 21 1,574,285 0 966,493
AFLAC INC CALL 001055902 600 12,000 SH Call DFND 4 12,000 0 0
AFLAC INC PUT 001055952 4,410 88,200 SH Put DFND 4 88,200 0 0
AGCO CORP COM 001084102 206 2,959 SH   DFND 17 2,959 0 0
AGCO CORP COM 001084102 13 183 SH   DFND 21 183 0 0
AG MTG INVT TR INC COM 001228105 2,007 119,162 SH   DFND 17 37,062 0 82,100
AG MTG INVT TR INC COM 001228105 70 4,175 SH   DFND 20 4,175 0 0
AG MTG INVT TR INC COM 001228105 1,713 101,707 SH   DFND 21 41,425 0 60,282
AGNC INVT CORP COM 00123Q104 2,715 150,812 SH   DFND 17 150,812 0 0
AGNC INVT CORP COM 00123Q104 31,482 1,748,994 SH   DFND 21 550,812 0 1,198,182
AES CORP COM 00130H105 560 30,987 SH   DFND 4 30,987 0 0
AES CORP COM 00130H105 9,134 505,197 SH   DFND 17 463,909 0 41,288
AES CORP COM 00130H105 179 9,916 SH   DFND 20 9,916 0 0
AES CORP COM 00130H105 43,260 2,392,717 SH   DFND 21 2,085,187 0 307,530
AK STL CORP NOTE 5.000%11/1 001546AP5 2,522 2,500,000 PRN   DFND 4 2,500,000 0 0
AK STL HLDG CORP COM 001547108 39 14,159 SH   DFND 17 14,159 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 12,356 1,231,917 SH   DFND 20 1,231,917 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 20,907 24,055,000 PRN   DFND 17 24,055,000 0 0
AMC NETWORKS INC CL A 00164V103 4,507 79,405 SH   DFND 17 10,905 0 68,500
AMC NETWORKS INC CL A 00164V103 1,212 21,352 SH   DFND 21 3,448 0 17,904
AMC ENTMT HLDGS INC CL A COM 00165C104 35 2,341 SH   DFND 17 2,341 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,168 213,342 SH   DFND 21 213,342 0 0
ANI PHARMACEUTICALS INC COM 00182C103 4,451 63,098 SH   DFND 17 60,888 0 2,210
ANGI HOMESERVICES INC COM CL A 00183L102 515 33,385 SH   DFND 17 0 0 33,385
ARC DOCUMENT SOLUTIONS INC COM 00191G103 41 18,400 SH   DFND 17 18,400 0 0
ASGN INC COM 00191U102 2,729 42,991 SH   DFND 17 28,056 0 14,935
AT&T INC COM 00206R102 1,119 35,680 SH   DFND 4 35,680 0 0
AT&T INC COM 00206R102 175,561 5,598,257 SH   DFND 17 4,913,465 0 684,792
AT&T INC COM 00206R102 3,269 104,239 SH   DFND 20 104,239 0 0
AT&T INC COM 00206R102 293,744 9,366,845 SH   DFND 21 6,958,985 0 2,407,860
AT&T INC CALL 00206R902 17,145 546,700 SH Call DFND 4 546,700 0 0
AT&T INC PUT 00206R952 34,079 1,086,700 SH Put DFND 4 1,086,700 0 0
A10 NETWORKS INC COM 002121101 71 10,034 SH   DFND 17 10,034 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 204 47,413 SH   DFND 17 47,413 0 0
AVX CORP NEW COM 002444107 36 2,095 SH   DFND 17 2,095 0 0
AVX CORP NEW COM 002444107 1,636 94,371 SH   DFND 21 82,337 0 12,034
AXT INC COM 00246W103 2,094 470,674 SH   DFND 17 454,716 0 15,958
AARONS INC COM PAR $0.50 002535300 239 4,543 SH   DFND 17 4,543 0 0
AARONS INC COM PAR $0.50 002535300 766 14,566 SH   DFND 21 0 0 14,566
ABBOTT LABS COM 002824100 791 9,895 SH   DFND 4 9,895 0 0
ABBOTT LABS COM 002824100 62,949 787,456 SH   DFND 17 703,959 0 83,497
ABBOTT LABS COM 002824100 1,958 24,488 SH   DFND 20 24,488 0 0
ABBOTT LABS COM 002824100 92,348 1,155,212 SH   DFND 21 723,408 0 431,804
ABBOTT LABS CALL 002824900 6,211 77,700 SH Call DFND 4 77,700 0 0
ABBOTT LABS PUT 002824950 19,529 244,300 SH Put DFND 4 244,300 0 0
ABBVIE INC COM 00287Y109 7,619 94,535 SH   DFND 4 94,535 0 0
ABBVIE INC COM 00287Y109 175,711 2,180,311 SH   DFND 17 2,038,312 0 141,999
ABBVIE INC COM 00287Y109 13,491 167,404 SH   DFND 20 167,404 0 0
ABBVIE INC COM 00287Y109 158,683 1,969,017 SH   DFND 21 1,703,176 0 265,841
ABBVIE INC COM 00287Y109 741 9,200 SH   DFND 24 9,200 0 0
ABBVIE INC CALL 00287Y909 9,123 113,200 SH Call DFND 4 113,200 0 0
ABBVIE INC PUT 00287Y959 31,889 395,700 SH Put DFND 4 395,700 0 0
ABERCROMBIE & FITCH CO CL A 002896207 81 2,964 SH   DFND 17 2,964 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,817 66,275 SH   DFND 21 6,866 0 59,409
ABIOMED INC COM 003654100 2,717 9,512 SH   DFND 17 9,512 0 0
ABIOMED INC COM 003654100 160 561 SH   DFND 20 561 0 0
ABIOMED INC COM 003654100 6,732 23,574 SH   DFND 21 21,203 0 2,371
ABRAXAS PETE CORP COM 003830106 1,295 1,035,958 SH   DFND 17 1,035,958 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 6,792 128,083 SH   DFND 17 80,331 0 47,752
ACADIA PHARMACEUTICALS INC COM 004225108 1,259 46,894 SH   DFND 17 46,894 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 384 14,300 SH   DFND 24 14,300 0 0
ACI WORLDWIDE INC COM 004498101 2,390 72,701 SH   DFND 17 40,956 0 31,745
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,543 4,000,000 PRN   DFND 17 4,000,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 636 13,966 SH   DFND 4 13,966 0 0
ACTIVISION BLIZZARD INC COM 00507V109 68,294 1,499,970 SH   DFND 17 1,402,290 0 97,680
ACTIVISION BLIZZARD INC COM 00507V109 11,229 246,621 SH   DFND 21 246,621 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 988 21,700 SH Call DFND 4 21,700 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 2,782 61,100 SH Put DFND 4 61,100 0 0
ACUITY BRANDS INC COM 00508Y102 216 1,801 SH   DFND 17 1,801 0 0
ACUITY BRANDS INC COM 00508Y102 265 2,210 SH   DFND 21 2,210 0 0
ADDUS HOMECARE CORP COM 006739106 12,980 204,127 SH   DFND 17 137,959 0 66,168
ADESTO TECHNOLOGIES CORP COM 00687D101 662 109,504 SH   DFND 17 94,023 0 15,481
ADOBE INC COM 00724F101 886 3,325 SH   DFND 4 3,325 0 0
ADOBE INC COM 00724F101 381,008 1,429,726 SH   DFND 17 1,365,668 0 64,058
ADOBE INC COM 00724F101 1,823 6,840 SH   DFND 20 6,840 0 0
ADOBE INC COM 00724F101 241,395 905,833 SH   DFND 21 578,185 0 327,648
ADOBE INC CALL 00724F901 13,591 51,000 SH Call DFND 4 51,000 0 0
ADOBE INC PUT 00724F951 37,842 142,000 SH Put DFND 4 142,000 0 0
ADTRAN INC COM 00738A106 241 17,626 SH   DFND 17 17,626 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,067 6,255 SH   DFND 17 4,235 0 2,020
ADVANCE AUTO PARTS INC COM 00751Y106 7,837 45,956 SH   DFND 21 31,568 0 14,388
AECOM COM 00766T100 209 7,029 SH   DFND 17 7,029 0 0
AECOM COM 00766T100 693 23,341 SH   DFND 21 23,341 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 14,482 20,980,000 PRN   DFND 17 20,980,000 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,256 47,485 SH   DFND 17 47,485 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 665 14,000 SH   DFND 24 14,000 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 289 8,141 SH   DFND 17 8,141 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,030 28,985 SH   DFND 21 28,985 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 37,197 25,015,000 PRN   DFND 17 21,665,000 0 3,350,000
ADVANCED MICRO DEVICES INC COM 007903107 1 20 SH   DFND 4 20 0 0
ADVANCED MICRO DEVICES INC COM 007903107 11,931 467,501 SH   DFND 17 381,381 0 86,120
ADVANCED MICRO DEVICES INC COM 007903107 349 13,657 SH   DFND 20 13,657 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,425 55,844 SH   DFND 21 55,844 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 133,266 41,040,000 PRN   DFND 17 38,795,000 0 2,245,000
ADVANCED DISP SVCS INC DEL COM 00790X101 92 3,288 SH   DFND 17 3,288 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,135 40,524 SH   DFND 21 40,524 0 0
ADVANCED ENERGY INDS COM 007973100 147 2,953 SH   DFND 17 2,953 0 0
ADVANCED ENERGY INDS COM 007973100 361 7,265 SH   DFND 21 7,265 0 0
AEROVIRONMENT INC COM 008073108 362 5,293 SH   DFND 17 5,293 0 0
AEROVIRONMENT INC COM 008073108 4,106 60,025 SH   DFND 21 60,025 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 343 3,202 SH   DFND 17 3,202 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 87,035 1,082,793 SH   DFND 17 1,007,198 0 75,595
AGILENT TECHNOLOGIES INC COM 00846U101 21,737 270,429 SH   DFND 20 270,429 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 150,424 1,871,407 SH   DFND 21 1,637,345 0 234,062
AGILENT TECHNOLOGIES INC PUT 00846U951 281 3,500 SH Put DFND 4 3,500 0 0
AGILYSYS INC COM 00847J105 504 23,800 SH   DFND 17 20,455 0 3,345
AGIOS PHARMACEUTICALS INC COM 00847X104 2,586 38,338 SH   DFND 17 38,338 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,146 17,000 SH   DFND 24 17,000 0 0
AIR LEASE CORP CL A 00912X302 8,949 260,518 SH   DFND 4 260,518 0 0
AIR LEASE CORP CL A 00912X302 226 6,579 SH   DFND 17 6,579 0 0
AIR LEASE CORP CL A 00912X302 110 3,201 SH   DFND 20 3,201 0 0
AIR LEASE CORP CL A 00912X302 10,601 308,628 SH   DFND 21 299,253 0 9,375
AIR PRODS & CHEMS INC COM 009158106 25,030 131,075 SH   DFND 17 131,075 0 0
AIR PRODS & CHEMS INC COM 009158106 16,189 84,777 SH   DFND 21 75,550 0 9,227
AIR PRODS & CHEMS INC COM 009158106 1,069 5,600 SH   DFND 24 5,600 0 0
AIR PRODS & CHEMS INC CALL 009158906 1,585 8,300 SH Call DFND 4 8,300 0 0
AIR PRODS & CHEMS INC PUT 009158956 4,526 23,700 SH Put DFND 4 23,700 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 10,222 443,476 SH   DFND 17 222,411 0 221,065
AIR TRANSPORT SERVICES GRP I COM 00922R105 63 2,718 SH   DFND 21 2,718 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 38,389 39,025,000 PRN   DFND 17 30,505,000 0 8,520,000
AKAMAI TECHNOLOGIES INC COM 00971T101 610 8,500 SH   DFND 4 8,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 22,173 309,204 SH   DFND 17 297,489 0 11,715
AKAMAI TECHNOLOGIES INC COM 00971T101 2,506 34,951 SH   DFND 21 0 0 34,951
ALASKA AIR GROUP INC COM 011659109 483 8,604 SH   DFND 17 8,604 0 0
ALASKA AIR GROUP INC COM 011659109 4,531 80,738 SH   DFND 21 78,000 0 2,738
ALBEMARLE CORP COM 012653101 2,653 32,360 SH   DFND 17 32,360 0 0
ALBEMARLE CORP COM 012653101 7,246 88,386 SH   DFND 20 88,386 0 0
ALBEMARLE CORP COM 012653101 38,268 466,795 SH   DFND 21 466,795 0 0
ALBEMARLE CORP COM 012653101 3,771 46,000 SH   DFND 24 46,000 0 0
ALBIREO PHARMA INC COM 01345P106 1,174 36,448 SH   DFND 17 35,279 0 1,169
ALCOA CORP COM 013872106 238 8,463 SH   DFND 17 8,463 0 0
ALCOA CORP COM 013872106 12,966 460,450 SH   DFND 21 460,450 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 471 34,481 SH   DFND 17 34,481 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 104 7,600 SH   DFND 24 7,600 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 16,835 17,635,000 PRN   DFND 17 17,635,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,972 287,405 SH   DFND 4 287,405 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,257 8,818 SH   DFND 17 8,818 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 52 386 SH   DFND 4 386 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 19,786 146,368 SH   DFND 17 146,368 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,136 23,201 SH   DFND 21 4,389 0 18,812
ALEXION PHARMACEUTICALS INC COM 015351109 6,421 47,500 SH   DFND 24 47,500 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 243 1,800 SH Call DFND 4 1,800 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 865 6,400 SH Put DFND 4 6,400 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 454 40,319 SH   DFND 17 40,319 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,426 126,724 SH   DFND 21 126,724 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,704 20,300 SH   DFND 4 20,300 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 426,647 2,338,431 SH   DFND 17 2,238,881 0 99,550
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 308,510 1,690,931 SH   DFND 20 1,473,812 0 217,119
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 54,735 299,998 SH   DFND 21 268,299 0 31,699
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,374 51,380 SH   DFND 24 51,380 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,528 13,857 SH   DFND 25 13,857 0 0
ALIGN TECHNOLOGY INC COM 016255101 154,757 544,285 SH   DFND 17 534,285 0 10,000
ALIGN TECHNOLOGY INC COM 016255101 11,992 42,177 SH   DFND 20 42,177 0 0
ALIGN TECHNOLOGY INC COM 016255101 75,945 267,100 SH   DFND 21 266,836 0 264
ALIGN TECHNOLOGY INC COM 016255101 6,397 22,500 SH   DFND 24 22,500 0 0
ALLEGHANY CORP DEL COM 017175100 396 646 SH   DFND 17 646 0 0
ALLEGHANY CORP DEL COM 017175100 466 761 SH   DFND 21 761 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 5,049 197,474 SH   DFND 17 96,639 0 100,835
ALLEGIANT TRAVEL CO COM 01748X102 937 7,241 SH   DFND 17 7,241 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,165 24,444 SH   DFND 21 24,444 0 0
ALLETE INC COM NEW 018522300 444 5,394 SH   DFND 17 5,394 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 505 2,886 SH   DFND 17 2,886 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 676 3,862 SH   DFND 21 3,862 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 3,370 165,500 SH   DFND 17 165,500 0 0
ALLIANT ENERGY CORP COM 018802108 680 14,432 SH   DFND 17 14,432 0 0
ALLIANT ENERGY CORP COM 018802108 2,309 48,986 SH   DFND 21 48,986 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 6,449 223,222 SH   DFND 17 223,222 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 580 16,867 SH   DFND 17 14,588 0 2,279
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,098 24,439 SH   DFND 17 24,439 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 9,057 201,628 SH   DFND 21 163,522 0 38,106
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 41,043 41,890,000 PRN   DFND 17 41,890,000 0 0
ALLSTATE CORP COM 020002101 47 498 SH   DFND 4 498 0 0
ALLSTATE CORP COM 020002101 119,358 1,267,336 SH   DFND 17 1,248,390 0 18,946
ALLSTATE CORP COM 020002101 1,002 10,637 SH   DFND 20 10,637 0 0
ALLSTATE CORP COM 020002101 76,055 807,553 SH   DFND 21 566,756 0 240,797
ALLSTATE CORP PUT 020002951 527 5,600 SH Put DFND 4 5,600 0 0
ALLY FINL INC COM 02005N100 85 3,100 SH   DFND 4 3,100 0 0
ALLY FINL INC COM 02005N100 16,114 586,164 SH   DFND 17 256,132 0 330,032
ALLY FINL INC COM 02005N100 376 13,672 SH   DFND 20 13,672 0 0
ALLY FINL INC COM 02005N100 42,436 1,543,696 SH   DFND 21 1,216,780 0 326,916
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,217 87,927 SH   DFND 17 87,927 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,364 36,000 SH   DFND 24 36,000 0 0
ALPHABET INC CAP STK CL C 02079K107 16,397 13,975 SH   DFND 4 13,975 0 0
ALPHABET INC CAP STK CL C 02079K107 149,482 127,402 SH   DFND 17 101,346 0 26,056
ALPHABET INC CAP STK CL C 02079K107 2,500 2,131 SH   DFND 20 2,131 0 0
ALPHABET INC CAP STK CL C 02079K107 235,957 201,104 SH   DFND 21 154,025 0 47,079
ALPHABET INC CAP STK CL A 02079K305 7,903 6,715 SH   DFND 4 6,715 0 0
ALPHABET INC CAP STK CL A 02079K305 612,425 520,376 SH   DFND 17 481,045 0 39,331
ALPHABET INC CAP STK CL A 02079K305 23,328 19,822 SH   DFND 20 19,822 0 0
ALPHABET INC CAP STK CL A 02079K305 260,639 221,464 SH   DFND 21 165,552 0 55,912
ALPHABET INC CALL 02079K905 25,421 21,600 SH Call DFND 4 21,600 0 0
ALPHABET INC CALL 02079K907 24,874 21,200 SH Call DFND 4 21,200 0 0
ALPHABET INC PUT 02079K955 94,387 80,200 SH Put DFND 4 80,200 0 0
ALPHABET INC PUT 02079K957 91,870 78,300 SH Put DFND 4 78,300 0 0
ALTAIR ENGR INC COM CL A 021369103 912 24,768 SH   DFND 17 1,118 0 23,650
ALTERYX INC COM CL A 02156B103 2,578 30,735 SH   DFND 17 30,735 0 0
ALTERYX INC COM CL A 02156B103 3,973 47,376 SH   DFND 21 47,376 0 0
ALTICE USA INC CL A 02156K103 385 17,927 SH   DFND 21 17,927 0 0
ALTRA INDL MOTION CORP COM 02208R106 11,530 371,341 SH   DFND 17 371,341 0 0
ALTRIA GROUP INC COM 02209S103 1,069 18,622 SH   DFND 4 18,622 0 0
ALTRIA GROUP INC COM 02209S103 23,319 406,046 SH   DFND 17 391,046 0 15,000
ALTRIA GROUP INC COM 02209S103 219 3,821 SH   DFND 20 3,821 0 0
ALTRIA GROUP INC COM 02209S103 72,515 1,262,666 SH   DFND 21 1,243,404 0 19,262
ALTRIA GROUP INC CALL 02209S903 5,341 93,000 SH Call DFND 4 93,000 0 0
ALTRIA GROUP INC PUT 02209S953 26,435 460,300 SH Put DFND 4 460,300 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 2,594 124,973 SH   DFND 17 124,973 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,646 79,300 SH   DFND 24 79,300 0 0
AMAZON COM INC COM 023135106 5,031 2,825 SH   DFND 4 2,825 0 0
AMAZON COM INC COM 023135106 1,145,035 643,007 SH   DFND 17 571,064 0 71,943
AMAZON COM INC COM 023135106 18,643 10,469 SH   DFND 20 10,469 0 0
AMAZON COM INC COM 023135106 671,006 376,811 SH   DFND 21 294,520 0 82,291
AMAZON COM INC COM 023135106 7,087 3,980 SH   DFND 24 3,980 0 0
AMAZON COM INC CALL 023135906 83,339 46,800 SH Call DFND 4 46,800 0 0
AMAZON COM INC PUT 023135956 245,209 137,700 SH Put DFND 4 137,700 0 0
AMBER RD INC COM 02318Y108 3,209 370,137 SH   DFND 17 355,794 0 14,343
AMEDISYS INC COM 023436108 5,485 44,500 SH   DFND 17 20,006 0 24,494
AMEDISYS INC COM 023436108 580 4,705 SH   DFND 20 4,705 0 0
AMEDISYS INC COM 023436108 12,549 101,811 SH   DFND 21 94,000 0 7,811
AMERCO COM 023586100 116 312 SH   DFND 17 312 0 0
AMERCO COM 023586100 2,815 7,578 SH   DFND 21 0 0 7,578
AMEREN CORP COM 023608102 11,551 157,056 SH   DFND 17 107,665 0 49,391
AMEREN CORP COM 023608102 104 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 55,863 759,518 SH   DFND 21 540,321 0 219,197
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 149 21,665 SH   DFND 17 21,665 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 801 25,231 SH   DFND 17 25,231 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 996 31,345 SH   DFND 21 31,345 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 20,563 1,437,000 SH   DFND 4 1,437,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 72 5,006 SH   DFND 17 5,006 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,510 241,899 SH   DFND 4 241,899 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 293 6,160 SH   DFND 17 6,160 0 0
AMERICAN ELEC PWR CO INC COM 025537101 307 3,664 SH   DFND 4 3,664 0 0
AMERICAN ELEC PWR CO INC COM 025537101 23,948 285,948 SH   DFND 17 168,999 0 116,949
AMERICAN ELEC PWR CO INC COM 025537101 1,492 17,810 SH   DFND 20 17,810 0 0
AMERICAN ELEC PWR CO INC COM 025537101 95,844 1,144,408 SH   DFND 21 767,800 0 376,608
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 27,526 535,000 SH   DFND 17 400,145 0 134,855
AMERICAN ELEC PWR CO INC CALL 025537901 1,298 15,500 SH Call DFND 4 15,500 0 0
AMERICAN ELEC PWR CO INC PUT 025537951 4,405 52,600 SH Put DFND 4 52,600 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9,558 431,127 SH   DFND 17 112,559 0 318,568
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 8,758 395,060 SH   DFND 21 241,043 0 154,017
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,763 102,258 SH   DFND 17 102,258 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 154 5,692 SH   DFND 20 5,692 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 5,656 209,309 SH   DFND 21 208,127 0 1,182
AMERICAN EXPRESS CO COM 025816109 1,093 10,000 SH   DFND 4 10,000 0 0
AMERICAN EXPRESS CO COM 025816109 32,442 296,817 SH   DFND 17 184,820 0 111,997
AMERICAN EXPRESS CO COM 025816109 15,042 137,622 SH   DFND 20 137,622 0 0
AMERICAN EXPRESS CO COM 025816109 228,965 2,094,833 SH   DFND 21 1,833,718 0 261,115
AMERICAN EXPRESS CO CALL 025816909 5,399 49,400 SH Call DFND 4 49,400 0 0
AMERICAN EXPRESS CO PUT 025816959 12,810 117,200 SH Put DFND 4 117,200 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 34,845 362,180 SH   DFND 17 284,035 0 78,145
AMERICAN FINL GROUP INC OHIO COM 025932104 772 8,024 SH   DFND 20 8,024 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 38,912 404,450 SH   DFND 21 309,930 0 94,520
AMERICAN HOMES 4 RENT CL A 02665T306 4,401 193,684 SH   DFND 4 193,684 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 265 11,660 SH   DFND 17 11,660 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 886 20,580 SH   DFND 4 20,580 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,341 54,371 SH   DFND 17 54,371 0 0
AMERICAN INTL GROUP INC CALL 026874904 1,929 44,800 SH Call DFND 4 44,800 0 0
AMERICAN INTL GROUP INC PUT 026874954 6,575 152,700 SH Put DFND 4 152,700 0 0
AMERICAN NATL INS CO COM 028591105 699 5,786 SH   DFND 17 5,786 0 0
AMERICAN NATL INS CO COM 028591105 332 2,751 SH   DFND 21 1,832 0 919
AMERICAN STS WTR CO COM 029899101 672 9,418 SH   DFND 17 9,418 0 0
AMERICAN TOWER CORP NEW COM 03027X100 35,495 180,124 SH   DFND 4 180,124 0 0
AMERICAN TOWER CORP NEW COM 03027X100 61,229 310,715 SH   DFND 17 276,815 0 33,900
AMERICAN TOWER CORP NEW COM 03027X100 664 3,372 SH   DFND 21 0 0 3,372
AMERICAN TOWER CORP NEW CALL 03027X900 9,833 49,900 SH Call DFND 4 49,900 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 17,538 89,000 SH Put DFND 4 89,000 0 0
AMERICAN VANGUARD CORP COM 030371108 3,305 191,902 SH   DFND 17 185,239 0 6,663
AMERICAN WTR WKS CO INC NEW COM 030420103 62,989 604,150 SH   DFND 17 604,150 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 6,964 66,797 SH   DFND 21 66,797 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7,715 74,000 SH   DFND 24 74,000 0 0
AMERICAS CAR MART INC COM 03062T105 898 9,834 SH   DFND 17 8,773 0 1,061
AMERICAS CAR MART INC COM 03062T105 37 407 SH   DFND 20 407 0 0
AMERICAS CAR MART INC COM 03062T105 5,573 61,016 SH   DFND 21 49,235 0 11,781
AMERICOLD RLTY TR COM 03064D108 10,986 360,063 SH   DFND 17 183,352 0 176,711
AMERISAFE INC COM 03071H100 239 4,025 SH   DFND 17 4,025 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,329 54,437 SH   DFND 17 54,437 0 0
AMERISOURCEBERGEN CORP COM 03073E105 150 1,886 SH   DFND 20 1,886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 39,707 499,329 SH   DFND 21 490,698 0 8,631
AMERIPRISE FINL INC COM 03076C106 20,987 163,836 SH   DFND 17 127,155 0 36,681
AMERIPRISE FINL INC COM 03076C106 12,269 95,778 SH   DFND 21 49,947 0 45,831
AMERIS BANCORP COM 03076K108 6,946 202,201 SH   DFND 17 99,318 0 102,883
AMETEK INC NEW COM 031100100 39,683 478,282 SH   DFND 17 327,634 0 150,648
AMETEK INC NEW COM 031100100 22,754 274,248 SH   DFND 20 274,248 0 0
AMETEK INC NEW COM 031100100 164,155 1,978,491 SH   DFND 21 1,964,360 0 14,131
AMETEK INC NEW COM 031100100 7,722 93,072 SH   DFND 24 93,072 0 0
AMGEN INC COM 031162100 20,917 110,100 SH   DFND 4 110,100 0 0
AMGEN INC COM 031162100 153,570 808,348 SH   DFND 17 697,179 0 111,169
AMGEN INC COM 031162100 1,362 7,170 SH   DFND 20 7,170 0 0
AMGEN INC COM 031162100 185,131 974,478 SH   DFND 21 651,682 0 322,796
AMGEN INC COM 031162100 6,535 34,400 SH   DFND 24 34,400 0 0
AMGEN INC CALL 031162900 8,644 45,500 SH Call DFND 4 45,500 0 0
AMGEN INC PUT 031162950 33,341 175,500 SH Put DFND 4 175,500 0 0
AMICUS THERAPEUTICS INC COM 03152W109 748 55,010 SH   DFND 17 55,010 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 1,442 101,799 SH   DFND 17 101,799 0 0
AMPHENOL CORP NEW CL A 032095101 15,045 159,306 SH   DFND 17 159,306 0 0
AMPHENOL CORP NEW CL A 032095101 3,211 34,000 SH   DFND 20 34,000 0 0
AMPHENOL CORP NEW CL A 032095101 77,107 816,464 SH   DFND 21 528,433 0 288,031
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,561 125,372 SH   DFND 17 125,372 0 0
AMYRIS INC COM NEW 03236M200 1,320 631,350 SH   DFND 17 217,055 0 414,295
ANADARKO PETE CORP COM 032511107 1,390 30,566 SH   DFND 17 30,566 0 0
ANADARKO PETE CORP PUT 032511957 337 7,400 SH Put DFND 4 7,400 0 0
ANALOG DEVICES INC COM 032654105 545 5,176 SH   DFND 4 5,176 0 0
ANALOG DEVICES INC COM 032654105 79,204 752,392 SH   DFND 17 673,392 0 79,000
ANALOG DEVICES INC CALL 032654905 1,495 14,200 SH Call DFND 4 14,200 0 0
ANALOG DEVICES INC PUT 032654955 5,306 50,400 SH Put DFND 4 50,400 0 0
ANAPTYSBIO INC COM 032724106 1,496 20,473 SH   DFND 17 20,473 0 0
ANAPTYSBIO INC COM 032724106 387 5,300 SH   DFND 24 5,300 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 11,248 319,000 SH   DFND 4 319,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7,027 536,390 SH   DFND 17 482,790 0 53,600
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 25,592 1,953,611 SH   DFND 21 1,953,611 0 0
ANNALY CAP MGMT INC COM 035710409 533 53,399 SH   DFND 4 53,399 0 0
ANNALY CAP MGMT INC COM 035710409 17,601 1,761,819 SH   DFND 17 914,842 0 846,977
ANNALY CAP MGMT INC COM 035710409 347 34,767 SH   DFND 20 34,767 0 0
ANNALY CAP MGMT INC COM 035710409 56,179 5,623,500 SH   DFND 21 3,529,011 0 2,094,489
ANSYS INC COM 03662Q105 930 5,092 SH   DFND 17 5,092 0 0
ANSYS INC COM 03662Q105 785 4,294 SH   DFND 21 564 0 3,730
ANTARES PHARMA INC COM 036642106 2,560 844,766 SH   DFND 17 817,358 0 27,408
ANTERO RES CORP COM 03674X106 437 49,435 SH   DFND 17 49,435 0 0
ANTHEM INC COM 036752103 10,863 37,854 SH   DFND 4 37,854 0 0
ANTHEM INC COM 036752103 225,212 784,766 SH   DFND 17 698,923 0 85,843
ANTHEM INC COM 036752103 1,772 6,175 SH   DFND 20 6,175 0 0
ANTHEM INC COM 036752103 211,119 735,659 SH   DFND 21 487,370 0 248,289
ANTHEM INC CALL 036752903 2,870 10,000 SH Call DFND 4 10,000 0 0
ANTHEM INC PUT 036752953 13,545 47,200 SH Put DFND 4 47,200 0 0
ANTERO MIDSTREAM CORP COM 03676B102 30,956 2,246,415 SH   DFND 4 2,246,415 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 332 82,105 SH   DFND 17 82,105 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 576 142,515 SH   DFND 21 142,515 0 0
APACHE CORP COM 037411105 997 28,772 SH   DFND 17 28,772 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 26,571 528,351 SH   DFND 4 528,351 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,599 31,802 SH   DFND 17 31,802 0 0
APERGY CORP COM 03755L104 2,000 48,707 SH   DFND 17 48,707 0 0
APERGY CORP COM 03755L104 226 5,500 SH   DFND 24 5,500 0 0
APOLLO INVT CORP COM NEW 03761U502 2,490 164,460 SH   DFND 17 67,731 0 96,729
APOLLO INVT CORP COM NEW 03761U502 6,383 421,569 SH   DFND 21 421,569 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,715 94,233 SH   DFND 17 48,488 0 45,745
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 47,671 48,900,000 PRN   DFND 17 48,900,000 0 0
APPLE INC COM 037833100 30,587 161,027 SH   DFND 4 161,027 0 0
APPLE INC COM 037833100 897,646 4,725,694 SH   DFND 17 4,262,866 0 462,828
APPLE INC COM 037833100 21,391 112,613 SH   DFND 20 112,613 0 0
APPLE INC COM 037833100 878,987 4,627,466 SH   DFND 21 3,401,915 0 1,225,551
APPLE INC CALL 037833900 105,099 553,300 SH Call DFND 4 553,300 0 0
APPLE INC PUT 037833950 245,263 1,291,200 SH Put DFND 4 1,291,200 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 782 47,952 SH   DFND 17 47,952 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 275 16,884 SH   DFND 20 16,884 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 7,019 430,597 SH   DFND 21 230,574 0 200,023
APPLIED INDL TECHNOLOGIES IN COM 03820C105 267 4,485 SH   DFND 17 4,485 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 433 7,279 SH   DFND 21 7,279 0 0
APPLIED MATLS INC COM 038222105 8,897 224,320 SH   DFND 4 224,320 0 0
APPLIED MATLS INC COM 038222105 68,024 1,715,190 SH   DFND 17 1,512,138 0 203,052
APPLIED MATLS INC COM 038222105 587 14,800 SH   DFND 20 14,800 0 0
APPLIED MATLS INC COM 038222105 22,921 577,932 SH   DFND 21 533,097 0 44,835
APPLIED MATLS INC CALL 038222905 1,658 41,800 SH Call DFND 4 41,800 0 0
APPLIED MATLS INC PUT 038222955 5,953 150,100 SH Put DFND 4 150,100 0 0
APTARGROUP INC COM 038336103 299 2,807 SH   DFND 17 2,807 0 0
APTARGROUP INC COM 038336103 413 3,878 SH   DFND 21 3,878 0 0
APPROACH RESOURCES INC COM 03834A103 5 12,737 SH   DFND 4 0 0 12,737
APPROACH RESOURCES INC COM 03834A103 1 2,085 SH   DFND 17 2,085 0 0
AQUA AMERICA INC COM 03836W103 26,480 726,676 SH   DFND 17 726,676 0 0
AQUA AMERICA INC COM 03836W103 4,677 128,354 SH   DFND 21 128,354 0 0
APYX MED CORP COM 03837C106 1,016 161,020 SH   DFND 17 155,955 0 5,065
ARAMARK COM 03852U106 326 11,018 SH   DFND 17 11,018 0 0
ARATANA THERAPEUTICS INC COM 03874P101 477 132,449 SH   DFND 17 132,449 0 0
ARATANA THERAPEUTICS INC COM 03874P101 527 146,334 SH   DFND 21 146,334 0 0
ARATANA THERAPEUTICS INC COM 03874P101 61 17,000 SH   DFND 24 17,000 0 0
ARBOR RLTY TR INC COM 038923108 2,706 208,671 SH   DFND 17 59,398 0 149,273
ARBOR RLTY TR INC COM 038923108 458 35,336 SH   DFND 20 35,336 0 0
ARBOR RLTY TR INC COM 038923108 8,441 650,827 SH   DFND 21 426,258 0 224,569
ARCBEST CORP COM 03937C105 2,266 73,611 SH   DFND 17 9,519 0 64,092
ARCBEST CORP COM 03937C105 101 3,268 SH   DFND 20 3,268 0 0
ARCBEST CORP COM 03937C105 1,938 62,940 SH   DFND 21 29,402 0 33,538
ARCH COAL INC CL A 039380407 755 8,272 SH   DFND 17 8,272 0 0
ARCH COAL INC CL A 039380407 6,129 67,156 SH   DFND 21 26,356 0 40,800
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 19,448 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 12 285 SH   DFND 4 285 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 64,995 1,506,962 SH   DFND 17 1,486,877 0 20,085
ARCHER DANIELS MIDLAND CO COM 039483102 1,713 39,708 SH   DFND 20 39,708 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 140,155 3,249,600 SH   DFND 21 2,296,643 0 952,957
ARCHER DANIELS MIDLAND CO COM 039483102 2,717 63,000 SH   DFND 24 63,000 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 587 13,600 SH Call DFND 4 13,600 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 962 22,300 SH Put DFND 4 22,300 0 0
ARCHROCK INC COM 03957W106 56 5,737 SH   DFND 17 5,737 0 0
ARCHROCK INC COM 03957W106 2,872 293,683 SH   DFND 21 24,609 0 269,074
ARCONIC INC COM 03965L100 10,128 530,000 SH   DFND 4 530,000 0 0
ARCONIC INC COM 03965L100 35,383 1,851,567 SH   DFND 17 1,851,567 0 0
ARCONIC INC COM 03965L100 447 23,393 SH   DFND 21 18,000 0 5,393
ARENA PHARMACEUTICALS INC COM NEW 040047607 3,823 85,287 SH   DFND 17 85,287 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 713 15,900 SH   DFND 24 15,900 0 0
ARES COML REAL ESTATE CORP COM 04013V108 265 17,446 SH   DFND 17 17,446 0 0
ARES COML REAL ESTATE CORP COM 04013V108 2,070 136,271 SH   DFND 21 136,271 0 0
ARGENX SE SPONSORED ADR 04016X101 1,816 14,550 SH   DFND 17 14,550 0 0
ARGENX SE SPONSORED ADR 04016X101 437 3,500 SH   DFND 24 3,500 0 0
ARISTA NETWORKS INC COM 040413106 254,772 810,188 SH   DFND 17 747,033 0 63,155
ARISTA NETWORKS INC COM 040413106 293 933 SH   DFND 21 0 0 933
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,598 286,623 SH   DFND 17 86,042 0 200,581
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,003 256,188 SH   DFND 21 256,188 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,033 13,006 SH   DFND 17 13,006 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,077 38,748 SH   DFND 21 11,296 0 27,452
ARQULE INC COM 04269E107 76 15,897 SH   DFND 17 15,897 0 0
ARRAY BIOPHARMA INC COM 04269X105 2,930 120,194 SH   DFND 17 120,194 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,153 47,300 SH   DFND 24 47,300 0 0
ARRAY BIOPHARMA INC NOTE 2.625%12/0 04269XAB1 14,606 8,300,000 PRN   DFND 17 6,215,000 0 2,085,000
ARROW ELECTRS INC COM 042735100 7,277 94,430 SH   DFND 17 81,118 0 13,312
ARROW ELECTRS INC COM 042735100 108 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 32,846 426,237 SH   DFND 21 226,812 0 199,425
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,614 196,941 SH   DFND 17 191,879 0 5,062
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 235 12,804 SH   DFND 21 12,804 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 54 2,155 SH   DFND 17 2,155 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 77 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,744 109,033 SH   DFND 21 18,282 0 90,751
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 4,523 38,430 SH   DFND 17 38,430 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 2,236 19,000 SH   DFND 24 19,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 220 2,821 SH   DFND 17 2,821 0 0
ASPEN TECHNOLOGY INC COM 045327103 10,168 97,527 SH   DFND 17 80,149 0 17,378
ASPEN TECHNOLOGY INC COM 045327103 248 2,378 SH   DFND 20 2,378 0 0
ASPEN TECHNOLOGY INC COM 045327103 26,221 251,495 SH   DFND 21 226,313 0 25,182
ASSEMBLY BIOSCIENCES INC COM 045396108 937 47,588 SH   DFND 17 46,027 0 1,561
ASSOCIATED BANC CORP COM 045487105 12,462 583,681 SH   DFND 17 583,681 0 0
ASSOCIATED BANC CORP COM 045487105 198 9,260 SH   DFND 21 8,066 0 1,194
ASSURANT INC COM 04621X108 302 3,185 SH   DFND 17 3,185 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 119,593 1,153,485 SH   DFND 17 1,082,670 0 70,815
ASTRAZENECA PLC SPONSORED ADR 046353108 18,369 454,332 SH   DFND 17 454,277 0 55
ATKORE INTL GROUP INC COM 047649108 1,428 66,329 SH   DFND 17 60,176 0 6,153
ATKORE INTL GROUP INC COM 047649108 44 2,044 SH   DFND 20 2,044 0 0
ATKORE INTL GROUP INC COM 047649108 8,680 403,170 SH   DFND 21 344,160 0 59,010
ATLANTIC CAP BANCSHARES INC COM 048269203 986 55,311 SH   DFND 17 47,487 0 7,824
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 338 6,687 SH   DFND 17 6,687 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 150 2,960 SH   DFND 20 2,960 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,033 99,549 SH   DFND 21 44,692 0 54,857
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 52,933 50,550,000 PRN   DFND 17 50,550,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 12,482 11,680,000 PRN   DFND 17 11,680,000 0 0
ATMOS ENERGY CORP COM 049560105 9,971 96,875 SH   DFND 17 38,775 0 58,100
ATMOS ENERGY CORP COM 049560105 30,237 293,765 SH   DFND 21 227,899 0 65,866
AUDENTES THERAPEUTICS INC COM 05070R104 3,695 94,687 SH   DFND 17 92,812 0 1,875
AUDENTES THERAPEUTICS INC COM 05070R104 324 8,300 SH   DFND 24 8,300 0 0
AUTODESK INC COM 052769106 64 410 SH   DFND 4 410 0 0
AUTODESK INC COM 052769106 7,815 50,157 SH   DFND 17 44,337 0 5,820
AUTODESK INC COM 052769106 802 5,147 SH   DFND 21 0 0 5,147
AUTODESK INC CALL 052769906 203 1,300 SH Call DFND 4 1,300 0 0
AUTODESK INC PUT 052769956 686 4,400 SH Put DFND 4 4,400 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,740 35,580 SH   DFND 17 32,480 0 3,100
AUTOHOME INC SP ADR RP CL A 05278C107 2,173 20,669 SH   DFND 21 18,615 0 2,054
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 832 26,445 SH   DFND 17 26,445 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 403 12,800 SH   DFND 24 12,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,275 51,805 SH   DFND 4 51,805 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 19,954 124,913 SH   DFND 17 118,652 0 6,261
AUTOMATIC DATA PROCESSING IN COM 053015103 2,034 12,734 SH   DFND 20 12,734 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 121,263 759,129 SH   DFND 21 587,783 0 171,346
AUTOMATIC DATA PROCESSING IN CALL 053015903 2,444 15,300 SH Call DFND 4 15,300 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 12,907 80,800 SH Put DFND 4 80,800 0 0
AUTOZONE INC COM 053332102 893 872 SH   DFND 4 872 0 0
AUTOZONE INC COM 053332102 10,978 10,719 SH   DFND 17 10,019 0 700
AUTOZONE INC COM 053332102 24,299 23,727 SH   DFND 21 20,195 0 3,532
AUTOZONE INC CALL 053332902 205 200 SH Call DFND 4 200 0 0
AUTOZONE INC PUT 053332952 307 300 SH Put DFND 4 300 0 0
AVALONBAY CMNTYS INC COM 053484101 46,445 231,378 SH   DFND 4 231,378 0 0
AVALONBAY CMNTYS INC COM 053484101 1,997 9,947 SH   DFND 17 9,947 0 0
AVALONBAY CMNTYS INC COM 053484101 1,669 8,315 SH   DFND 21 0 0 8,315
AVANGRID INC COM 05351W103 128 2,536 SH   DFND 17 2,536 0 0
AVANGRID INC COM 05351W103 1,262 25,069 SH   DFND 21 9,341 0 15,728
AVAYA HLDGS CORP COM 05351X101 226 13,443 SH   DFND 17 13,443 0 0
AVAYA HLDGS CORP COM 05351X101 75 4,481 SH   DFND 20 4,481 0 0
AVAYA HLDGS CORP COM 05351X101 7,235 429,894 SH   DFND 21 395,651 0 34,243
AVERY DENNISON CORP COM 053611109 8,931 79,031 SH   DFND 17 47,076 0 31,955
AVERY DENNISON CORP COM 053611109 130 1,153 SH   DFND 20 1,153 0 0
AVERY DENNISON CORP COM 053611109 20,277 179,441 SH   DFND 21 136,732 0 42,709
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 26,206 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP INC COM 053774105 14,293 410,000 SH   DFND 4 410,000 0 0
AVIS BUDGET GROUP INC COM 053774105 1,673 47,994 SH   DFND 17 47,994 0 0
AVIS BUDGET GROUP INC COM 053774105 5,335 153,050 SH   DFND 21 153,050 0 0
AVNET INC COM 053807103 1,386 31,968 SH   DFND 17 31,968 0 0
AVNET INC COM 053807103 4,395 101,328 SH   DFND 21 98,160 0 3,168
AVON PRODS INC COM 054303102 2,656 903,360 SH   DFND 17 309,470 0 593,890
AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,141 106,431 SH   DFND 17 106,431 0 0
AXA EQUITABLE HLDGS INC COM 054561105 848 42,120 SH   DFND 17 39,262 0 2,858
AXA EQUITABLE HLDGS INC COM 054561105 6,314 313,491 SH   DFND 21 245,345 0 68,146
AXOGEN INC COM 05463X106 3,683 174,881 SH   DFND 17 169,370 0 5,511
AXON ENTERPRISE INC COM 05464C101 7,703 141,573 SH   DFND 17 69,588 0 71,985
BB&T CORP COM 054937107 1,929 41,462 SH   DFND 4 41,462 0 0
BB&T CORP COM 054937107 2,206 47,412 SH   DFND 17 47,412 0 0
BB&T CORP COM 054937107 592 12,724 SH   DFND 21 0 0 12,724
BB&T CORP CALL 054937907 675 14,500 SH Call DFND 4 14,500 0 0
BB&T CORP PUT 054937957 4,593 98,700 SH Put DFND 4 98,700 0 0
BCE INC COM NEW 05534B760 331 7,462 SH   DFND 17 2,089 0 5,373
BCE INC COM NEW 05534B760 348 7,843 SH   DFND 20 7,843 0 0
BCE INC COM NEW 05534B760 32,984 742,567 SH   DFND 21 445,474 0 297,093
BGC PARTNERS INC CL A 05541T101 3,488 656,843 SH   DFND 17 381,290 0 275,553
BGC PARTNERS INC CL A 05541T101 38 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 5,590 1,052,740 SH   DFND 21 905,642 0 147,098
BG STAFFING INC COM 05544A109 492 22,533 SH   DFND 17 22,533 0 0
BG STAFFING INC COM 05544A109 841 38,494 SH   DFND 21 38,494 0 0
BOK FINL CORP COM NEW 05561Q201 11,912 146,073 SH   DFND 17 146,073 0 0
BRP INC COM SUN VTG 05577W200 562 20,256 SH   DFND 17 20,256 0 0
BRP INC COM SUN VTG 05577W200 2,481 89,388 SH   DFND 21 24,321 0 65,067
BWX TECHNOLOGIES INC COM 05605H100 618 12,458 SH   DFND 17 12,458 0 0
BADGER METER INC COM 056525108 4,510 81,050 SH   DFND 17 81,050 0 0
BADGER METER INC COM 056525108 1,152 20,706 SH   DFND 21 20,706 0 0
BAIDU INC SPON ADR REP A 056752108 82,480 500,334 SH   DFND 17 487,804 0 12,530
BAIDU INC SPON ADR REP A 056752108 2,696 16,352 SH   DFND 21 16,352 0 0
BAKER HUGHES A GE CO CL A 05722G100 543 19,600 SH   DFND 4 19,600 0 0
BAKER HUGHES A GE CO CL A 05722G100 11,678 421,267 SH   DFND 17 421,267 0 0
BALCHEM CORP COM 057665200 4,899 52,789 SH   DFND 17 52,789 0 0
BALCHEM CORP COM 057665200 4,083 44,000 SH   DFND 24 44,000 0 0
BALL CORP COM 058498106 1,491 25,761 SH   DFND 17 25,761 0 0
BALL CORP COM 058498106 9,207 159,130 SH   DFND 21 4,473 0 154,657
BANCO BRADESCO S A SP ADR PFD NEW 059460303 350 38,547 SH   DFND 17 38,547 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,813 199,365 SH   DFND 21 155,203 0 44,162
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,900 258,236 SH   DFND 17 242,536 0 15,700
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 824 73,341 SH   DFND 20 73,341 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3,771 335,799 SH   DFND 21 335,799 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 714 105,465 SH   DFND 17 93,265 0 12,200
BANK AMER CORP COM 060505104 15,518 562,459 SH   DFND 4 562,459 0 0
BANK AMER CORP COM 060505104 337,903 12,247,317 SH   DFND 17 11,634,728 0 612,589
BANK AMER CORP COM 060505104 530 19,221 SH   DFND 20 19,221 0 0
BANK AMER CORP COM 060505104 233,540 8,464,645 SH   DFND 21 7,535,286 0 929,359
BANK AMER CORP 7.25%CNV PFD L 060505682 206,281 158,450 SH   DFND 17 147,095 0 11,355
BANK AMER CORP CALL 060505904 18,524 671,400 SH Call DFND 4 671,400 0 0
BANK AMER CORP PUT 060505954 40,629 1,472,600 SH Put DFND 4 1,472,600 0 0
BANK MONTREAL QUE COM 063671101 6,126 81,849 SH   DFND 17 78,236 0 3,613
BANK MONTREAL QUE COM 063671101 314 4,198 SH   DFND 20 4,198 0 0
BANK MONTREAL QUE COM 063671101 36,086 482,135 SH   DFND 21 433,883 0 48,252
BANK NEW YORK MELLON CORP COM 064058100 1,235 24,484 SH   DFND 4 24,484 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,156 122,071 SH   DFND 17 122,071 0 0
BANK NEW YORK MELLON CORP COM 064058100 8,439 167,350 SH   DFND 21 167,350 0 0
BANK NEW YORK MELLON CORP CALL 064058900 2,053 40,700 SH Call DFND 4 40,700 0 0
BANK NEW YORK MELLON CORP PUT 064058950 5,648 112,000 SH Put DFND 4 112,000 0 0
BANK N S HALIFAX COM 064149107 2,985 56,870 SH   DFND 17 56,870 0 0
BANK N S HALIFAX COM 064149107 562 10,702 SH   DFND 20 10,702 0 0
BANK N S HALIFAX COM 064149107 19,181 365,494 SH   DFND 21 293,905 0 71,589
BANNER CORP COM NEW 06652V208 245 4,524 SH   DFND 17 4,524 0 0
BANNER CORP COM NEW 06652V208 2,442 45,079 SH   DFND 21 0 0 45,079
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 2,266 100,000 SH   DFND 25 0 0 100,000
BARCLAYS BK PLC CALL 06746P901 7,022 240,000 SH Call DFND 17 240,000 0 0
BARRICK GOLD CORPORATION COM 067901108 6,706 489,029 SH   DFND 17 489,029 0 0
BARRICK GOLD CORPORATION COM 067901108 43,982 3,207,246 SH   DFND 21 3,123,417 0 83,829
BARRICK GOLD CORPORATION COM 067901108 411 30,000 SH   DFND 24 30,000 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 56 722 SH   DFND 17 722 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 824 10,654 SH   DFND 21 10,654 0 0
BAUSCH HEALTH COS INC COM 071734107 3,811 154,426 SH   DFND 17 145,094 0 9,332
BAUSCH HEALTH COS INC COM 071734107 126 5,087 SH   DFND 20 5,087 0 0
BAUSCH HEALTH COS INC COM 071734107 20,904 847,004 SH   DFND 21 753,254 0 93,750
BAXTER INTL INC COM 071813109 347 4,268 SH   DFND 4 4,268 0 0
BAXTER INTL INC COM 071813109 126,248 1,552,670 SH   DFND 17 1,540,904 0 11,766
BAXTER INTL INC COM 071813109 1,465 18,020 SH   DFND 20 18,020 0 0
BAXTER INTL INC COM 071813109 65,865 810,047 SH   DFND 21 663,555 0 146,492
BAXTER INTL INC CALL 071813909 667 8,200 SH Call DFND 4 8,200 0 0
BAXTER INTL INC PUT 071813959 4,220 51,900 SH Put DFND 4 51,900 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 15 1,335 SH   DFND 17 1,335 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 278 24,165 SH   DFND 21 24,165 0 0
BECTON DICKINSON & CO COM 075887109 301 1,207 SH   DFND 4 1,207 0 0
BECTON DICKINSON & CO COM 075887109 11,208 44,881 SH   DFND 17 40,637 0 4,244
BECTON DICKINSON & CO COM 075887109 1,494 5,984 SH   DFND 20 5,984 0 0
BECTON DICKINSON & CO COM 075887109 78,491 314,305 SH   DFND 21 184,257 0 130,048
BECTON DICKINSON & CO PFD SHS CONV A 075887208 266,300 4,308,360 SH   DFND 17 4,137,925 0 170,435
BECTON DICKINSON & CO CALL 075887909 1,498 6,000 SH Call DFND 4 6,000 0 0
BECTON DICKINSON & CO PUT 075887959 5,020 20,100 SH Put DFND 4 20,100 0 0
BED BATH & BEYOND INC COM 075896100 5,320 313,131 SH   DFND 17 42,833 0 270,298
BEIGENE LTD SPONSORED ADR 07725L102 1,962 14,865 SH   DFND 17 14,865 0 0
BEIGENE LTD SPONSORED ADR 07725L102 867 6,567 SH   DFND 21 4,512 0 2,055
BEIGENE LTD SPONSORED ADR 07725L102 1,320 10,000 SH   DFND 24 10,000 0 0
BEMIS CO INC COM 081437105 228 4,111 SH   DFND 17 4,111 0 0
BEMIS CO INC COM 081437105 48 872 SH   DFND 21 872 0 0
BENEFITFOCUS INC COM 08180D106 64 1,283 SH   DFND 17 1,283 0 0
BENEFITFOCUS INC COM 08180D106 1,186 23,960 SH   DFND 21 23,960 0 0
BERKLEY W R CORP COM 084423102 243 4,297 SH   DFND 17 4,297 0 0
BERKLEY W R CORP COM 084423102 4,128 73,080 SH   DFND 21 73,080 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,883 79,065 SH   DFND 4 79,065 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 42,501 211,564 SH   DFND 17 209,599 0 1,965
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 115 572 SH   DFND 20 572 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 127,609 635,218 SH   DFND 21 615,363 0 19,855
BERKSHIRE HATHAWAY INC DEL CALL 084670902 40,700 202,600 SH Call DFND 4 202,600 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 83,309 414,700 SH Put DFND 4 414,700 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 8,295 304,533 SH   DFND 17 304,533 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,821 89,490 SH   DFND 17 89,490 0 0
BERRY GLOBAL GROUP INC COM 08579W103 8,365 155,278 SH   DFND 21 155,278 0 0
BERRY GLOBAL GROUP INC COM 08579W103 711 13,200 SH   DFND 24 13,200 0 0
BERRY PETE CORP COM 08579X101 723 62,687 SH   DFND 17 55,876 0 6,811
BERRY PETE CORP COM 08579X101 21 1,808 SH   DFND 20 1,808 0 0
BERRY PETE CORP COM 08579X101 3,197 277,044 SH   DFND 21 218,028 0 59,016
BEST BUY INC COM 086516101 8,601 121,038 SH   DFND 17 115,462 0 5,576
BEST BUY INC COM 086516101 699 9,840 SH   DFND 20 9,840 0 0
BEST BUY INC COM 086516101 67,876 955,199 SH   DFND 21 832,807 0 122,392
BIG 5 SPORTING GOODS CORP COM 08915P101 468 147,291 SH   DFND 17 29,422 0 117,869
BIG LOTS INC COM 089302103 69 1,805 SH   DFND 17 1,805 0 0
BIG LOTS INC COM 089302103 404 10,622 SH   DFND 21 1,598 0 9,024
BILIBILI INC SPONS ADS REP Z 090040106 1,666 87,900 SH   DFND 4 87,900 0 0
BIO RAD LABS INC CL A 090572207 14,812 48,455 SH   DFND 17 24,448 0 24,007
BIOCRYST PHARMACEUTICALS COM 09058V103 2,549 313,128 SH   DFND 17 304,731 0 8,397
BIOCRYST PHARMACEUTICALS COM 09058V103 176 21,600 SH   DFND 24 21,600 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 41,927 471,996 SH   DFND 17 415,226 0 56,770
BIOMARIN PHARMACEUTICAL INC COM 09061G101 401 4,511 SH   DFND 21 0 0 4,511
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,179 58,300 SH   DFND 24 58,300 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 60,226 52,955,000 PRN   DFND 17 52,955,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 66,119 64,645,000 PRN   DFND 17 59,680,000 0 4,965,000
BIOLIFE SOLUTIONS INC COM NEW 09062W204 3,590 200,670 SH   DFND 17 194,419 0 6,251
BIOGEN INC COM 09062X103 6,333 26,792 SH   DFND 4 26,792 0 0
BIOGEN INC COM 09062X103 82,658 349,683 SH   DFND 17 349,683 0 0
BIOGEN INC COM 09062X103 1,148 4,856 SH   DFND 20 4,856 0 0
BIOGEN INC COM 09062X103 63,990 270,708 SH   DFND 21 209,584 0 61,124
BIOGEN INC COM 09062X103 6,170 26,100 SH   DFND 24 26,100 0 0
BIOGEN INC CALL 09062X903 3,664 15,500 SH Call DFND 4 15,500 0 0
BIOGEN INC PUT 09062X953 9,715 41,100 SH Put DFND 4 41,100 0 0
BIOTELEMETRY INC COM 090672106 7,338 117,181 SH   DFND 17 114,483 0 2,698
BIOTELEMETRY INC COM 090672106 208 3,323 SH   DFND 20 3,323 0 0
BIOTELEMETRY INC COM 090672106 3,009 48,044 SH   DFND 21 48,044 0 0
BIO TECHNE CORP COM 09073M104 2,757 13,885 SH   DFND 17 13,885 0 0
BIO TECHNE CORP COM 09073M104 499 2,514 SH   DFND 21 2,514 0 0
BIO TECHNE CORP COM 09073M104 1,052 5,300 SH   DFND 24 5,300 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 4,103 65,835 SH   DFND 17 63,968 0 1,867
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 365 5,857 SH   DFND 21 0 0 5,857
BJS RESTAURANTS INC COM 09180C106 4,656 98,474 SH   DFND 17 28,132 0 70,342
BJS RESTAURANTS INC COM 09180C106 7,444 157,450 SH   DFND 21 122,374 0 35,076
BLACK HILLS CORP COM 092113109 14,801 199,831 SH   DFND 17 199,831 0 0
BLACK HILLS CORP COM 092113109 774 10,451 SH   DFND 21 10,451 0 0
BLACK KNIGHT INC COM 09215C105 1,457 26,728 SH   DFND 17 26,728 0 0
BLACK KNIGHT INC COM 09215C105 3,262 59,862 SH   DFND 21 59,862 0 0
BLACKLINE INC COM 09239B109 1,067 23,027 SH   DFND 17 23,027 0 0
BLACKROCK INC COM 09247X101 977 2,286 SH   DFND 4 2,286 0 0
BLACKROCK INC COM 09247X101 10,142 23,732 SH   DFND 17 23,472 0 260
BLACKROCK INC COM 09247X101 859 2,009 SH   DFND 20 2,009 0 0
BLACKROCK INC COM 09247X101 23,811 55,716 SH   DFND 21 55,716 0 0
BLACKROCK INC CALL 09247X901 2,564 6,000 SH Call DFND 4 6,000 0 0
BLACKROCK INC PUT 09247X951 10,300 24,100 SH Put DFND 4 24,100 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,588 74,000 SH   DFND 17 74,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,570 161,176 SH   DFND 17 42,608 0 118,568
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 17,207 17,000,000 PRN   DFND 17 12,970,000 0 4,030,000
BLOCK H & R INC COM 093671105 456 19,033 SH   DFND 4 19,033 0 0
BLOCK H & R INC COM 093671105 9,584 400,332 SH   DFND 17 116,386 0 283,946
BLOCK H & R INC COM 093671105 2,565 107,138 SH   DFND 21 94,149 0 12,989
BLOOM ENERGY CORP COM CL A 093712107 34,619 2,679,464 SH   DFND 17 2,136,419 0 543,045
BLOOMIN BRANDS INC COM 094235108 77 3,743 SH   DFND 17 3,743 0 0
BLOOMIN BRANDS INC COM 094235108 800 39,126 SH   DFND 21 5,170 0 33,956
BLUCORA INC COM 095229100 355 10,649 SH   DFND 17 10,649 0 0
BLUCORA INC COM 095229100 62 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 8,968 268,652 SH   DFND 21 263,244 0 5,408
BLUEBIRD BIO INC COM 09609G100 10,790 68,580 SH   DFND 17 57,059 0 11,521
BLUEBIRD BIO INC COM 09609G100 3,021 19,200 SH   DFND 24 19,200 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,170 27,103 SH   DFND 17 27,103 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 809 10,100 SH   DFND 24 10,100 0 0
BOEING CO COM 097023105 11,866 31,111 SH   DFND 4 31,111 0 0
BOEING CO COM 097023105 311,160 815,793 SH   DFND 17 730,854 0 84,939
BOEING CO COM 097023105 362 948 SH   DFND 20 948 0 0
BOEING CO COM 097023105 135,049 354,068 SH   DFND 21 309,060 0 45,008
BOEING CO CALL 097023905 19,185 50,300 SH Call DFND 4 50,300 0 0
BOEING CO PUT 097023955 70,105 183,800 SH Put DFND 4 183,800 0 0
BOINGO WIRELESS INC COM 09739C102 7,623 327,459 SH   DFND 17 317,845 0 9,614
BOISE CASCADE CO DEL COM 09739D100 47 1,741 SH   DFND 17 1,741 0 0
BOISE CASCADE CO DEL COM 09739D100 170 6,350 SH   DFND 21 6,350 0 0
BOOKING HLDGS INC COM 09857L108 1,572 901 SH   DFND 4 901 0 0
BOOKING HLDGS INC COM 09857L108 10,613 6,082 SH   DFND 17 4,697 0 1,385
BOOKING HLDGS INC COM 09857L108 14,024 8,037 SH   DFND 20 8,037 0 0
BOOKING HLDGS INC COM 09857L108 73,778 42,282 SH   DFND 21 42,282 0 0
BOOKING HLDGS INC COM 09857L108 1,012 580 SH   DFND 24 580 0 0
BOOKING HLDGS INC CALL 09857L908 3,141 1,800 SH Call DFND 4 1,800 0 0
BOOKING HLDGS INC PUT 09857L958 13,610 7,800 SH Put DFND 4 7,800 0 0
BOOT BARN HLDGS INC COM 099406100 2,051 69,684 SH   DFND 17 69,684 0 0
BOOT BARN HLDGS INC COM 099406100 1,965 66,732 SH   DFND 21 0 0 66,732
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 18,980 326,453 SH   DFND 17 321,884 0 4,569
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 595 10,240 SH   DFND 20 10,240 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 22,056 379,352 SH   DFND 21 237,359 0 141,993
BORGWARNER INC COM 099724106 858 22,336 SH   DFND 17 22,336 0 0
BORGWARNER INC COM 099724106 1,981 51,588 SH   DFND 21 46,597 0 4,991
BOSTON BEER INC CL A 100557107 3,421 11,607 SH   DFND 17 7,862 0 3,745
BOSTON BEER INC CL A 100557107 1,955 6,632 SH   DFND 21 1,301 0 5,331
BOSTON PROPERTIES INC COM 101121101 22,891 170,981 SH   DFND 4 170,981 0 0
BOSTON PROPERTIES INC COM 101121101 14,423 107,730 SH   DFND 17 107,730 0 0
BOSTON SCIENTIFIC CORP COM 101137107 623 16,231 SH   DFND 4 16,231 0 0
BOSTON SCIENTIFIC CORP COM 101137107 272,810 7,108,125 SH   DFND 17 7,082,113 0 26,012
BOSTON SCIENTIFIC CORP COM 101137107 80 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 69,413 1,808,581 SH   DFND 21 1,594,856 0 213,725
BOSTON SCIENTIFIC CORP CALL 101137907 1,151 30,000 SH Call DFND 4 30,000 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 4,195 109,300 SH Put DFND 4 109,300 0 0
BOX INC CL A 10316T104 965 49,951 SH   DFND 17 49,951 0 0
BRADY CORP CL A 104674106 959 20,664 SH   DFND 17 20,664 0 0
BRADY CORP CL A 104674106 2,398 51,679 SH   DFND 21 51,679 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 16 1,311 SH   DFND 17 1,311 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 669 54,770 SH   DFND 21 40,336 0 14,434
BRF SA SPONSORED ADR 10552T107 4,799 824,648 SH   DFND 4 824,648 0 0
BRASKEM S A SP ADR PFD A 105532105 476 18,436 SH   DFND 17 18,436 0 0
BRIGGS & STRATTON CORP COM 109043109 22 1,848 SH   DFND 17 1,848 0 0
BRIGGS & STRATTON CORP COM 109043109 140 11,859 SH   DFND 21 11,859 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 13,008 102,339 SH   DFND 17 66,670 0 35,669
BRIGHT HORIZONS FAM SOL IN D COM 109194100 7,173 56,428 SH   DFND 20 56,428 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 49,941 392,895 SH   DFND 21 292,369 0 100,526
BRIGHTCOVE INC COM 10921T101 2,938 349,343 SH   DFND 17 337,972 0 11,371
BRIGHTHOUSE FINL INC COM 10922N103 265 7,312 SH   DFND 17 7,312 0 0
BRIGHTHOUSE FINL INC COM 10922N103 601 16,558 SH   DFND 21 16,558 0 0
BRINKER INTL INC COM 109641100 935 21,077 SH   DFND 17 21,077 0 0
BRINKER INTL INC COM 109641100 236 5,325 SH   DFND 20 5,325 0 0
BRINKER INTL INC COM 109641100 10,938 246,470 SH   DFND 21 182,113 0 64,357
BRINKS CO COM 109696104 3,717 49,293 SH   DFND 17 30,165 0 19,128
BRISTOL MYERS SQUIBB CO COM 110122108 16,495 345,736 SH   DFND 4 345,736 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 121,745 2,551,774 SH   DFND 17 2,352,048 0 199,726
BRISTOL MYERS SQUIBB CO COM 110122108 201 4,219 SH   DFND 20 4,219 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 105,161 2,204,174 SH   DFND 21 1,679,692 0 524,482
BRISTOL MYERS SQUIBB CO COM 110122108 3,397 71,200 SH   DFND 24 71,200 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 7,176 150,400 SH Call DFND 4 150,400 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 23,907 501,100 SH Put DFND 4 501,100 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 2,792 13,295,000 PRN   DFND 17 13,295,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,799 43,132 SH   DFND 17 43,132 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,971 167,085 SH   DFND 21 167,085 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 2,614 142,284 SH   DFND 17 130,917 0 11,367
BRIXMOR PPTY GROUP INC COM 11120U105 482 26,256 SH   DFND 20 26,256 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 15,910 866,062 SH   DFND 21 800,445 0 65,617
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 23,661 228,186 SH   DFND 17 220,552 0 7,634
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,302 12,561 SH   DFND 20 12,561 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 60,949 587,802 SH   DFND 21 441,281 0 146,521
BROADCOM INC COM 11135F101 60 200 SH   DFND 4 200 0 0
BROADCOM INC COM 11135F101 558,366 1,856,827 SH   DFND 17 1,718,274 0 138,553
BROADCOM INC COM 11135F101 1,976 6,570 SH   DFND 20 6,570 0 0
BROADCOM INC COM 11135F101 92,558 307,798 SH   DFND 21 264,086 0 43,712
BROADCOM INC COM 11135F101 3,609 12,000 SH   DFND 24 12,000 0 0
BROADCOM INC CALL 11135F901 9,142 30,400 SH Call DFND 4 30,400 0 0
BROADCOM INC CALL 11135F901 18,644 62,000 SH Call DFND 17 62,000 0 0
BROADCOM INC PUT 11135F951 33,619 111,800 SH Put DFND 4 111,800 0 0
BROOKDALE SR LIVING INC COM 112463104 26,512 4,029,234 SH   DFND 4 4,029,234 0 0
BROOKDALE SR LIVING INC COM 112463104 55 8,400 SH   DFND 17 8,400 0 0
BROOKS AUTOMATION INC COM 114340102 92 3,124 SH   DFND 17 3,124 0 0
BROOKS AUTOMATION INC COM 114340102 156 5,335 SH   DFND 21 5,335 0 0
BROWN & BROWN INC COM 115236101 12,513 424,016 SH   DFND 17 221,682 0 202,334
BROWN FORMAN CORP CL B 115637209 803 15,205 SH   DFND 17 15,205 0 0
BRUKER CORP COM 116794108 18,560 482,824 SH   DFND 17 449,526 0 33,298
BRUKER CORP COM 116794108 480 12,490 SH   DFND 21 7,248 0 5,242
BRUNSWICK CORP COM 117043109 32,452 644,791 SH   DFND 17 644,791 0 0
B2GOLD CORP COM 11777Q209 129 46,061 SH   DFND 21 46,061 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 17,044 501,000 SH   DFND 4 501,000 0 0
BUCKLE INC COM 118440106 737 39,387 SH   DFND 17 39,387 0 0
BUCKLE INC COM 118440106 2,294 122,537 SH   DFND 21 122,537 0 0
BURLINGTON STORES INC COM 122017106 75,548 482,182 SH   DFND 17 464,332 0 17,850
BURLINGTON STORES INC COM 122017106 819 5,229 SH   DFND 21 5,229 0 0
CAE INC COM 124765108 12,199 550,400 SH   DFND 17 550,400 0 0
CAE INC COM 124765108 4,185 188,806 SH   DFND 21 39,052 0 149,754
CAI INTERNATIONAL INC COM 12477X106 549 23,676 SH   DFND 17 20,691 0 2,985
CAI INTERNATIONAL INC COM 12477X106 34 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 3,497 150,712 SH   DFND 21 111,474 0 39,238
CBIZ INC COM 124805102 9,197 454,380 SH   DFND 17 194,743 0 259,637
CBIZ INC COM 124805102 24 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 3,310 163,530 SH   DFND 21 138,556 0 24,974
CBTX INC COM 12481V104 743 22,878 SH   DFND 17 22,878 0 0
CBTX INC COM 12481V104 590 18,181 SH   DFND 21 18,181 0 0
CBL & ASSOC PPTYS INC COM 124830100 78 50,412 SH   DFND 17 50,412 0 0
CBL & ASSOC PPTYS INC COM 124830100 377 243,523 SH   DFND 21 243,523 0 0
CBS CORP NEW CL B 124857202 252 5,300 SH   DFND 4 5,300 0 0
CBS CORP NEW CL B 124857202 4,707 99,034 SH   DFND 17 94,869 0 4,165
CBOE GLOBAL MARKETS INC COM 12503M108 29,480 308,882 SH   DFND 17 274,232 0 34,650
CBOE GLOBAL MARKETS INC COM 12503M108 307 3,212 SH   DFND 21 0 0 3,212
CBRE GROUP INC CL A 12504L109 7,957 160,905 SH   DFND 17 131,009 0 29,896
CBRE GROUP INC CL A 12504L109 373 7,538 SH   DFND 21 814 0 6,724
CDK GLOBAL INC COM 12508E101 332 5,651 SH   DFND 17 5,651 0 0
CDW CORP COM 12514G108 23,972 248,753 SH   DFND 17 240,010 0 8,743
CDW CORP COM 12514G108 505 5,241 SH   DFND 20 5,241 0 0
CDW CORP COM 12514G108 49,433 512,954 SH   DFND 21 438,878 0 74,076
CF INDS HLDGS INC COM 125269100 69 1,700 SH   DFND 4 1,700 0 0
CF INDS HLDGS INC COM 125269100 23,421 572,926 SH   DFND 17 506,006 0 66,920
CF INDS HLDGS INC COM 125269100 2,196 53,725 SH   DFND 21 39,761 0 13,964
CF INDS HLDGS INC COM 125269100 7,407 181,200 SH   DFND 24 181,200 0 0
CGI INC CL A SUB VTG 12532H104 3,298 47,962 SH   DFND 17 47,962 0 0
CGI INC CL A SUB VTG 12532H104 165 2,393 SH   DFND 20 2,393 0 0
CGI INC CL A SUB VTG 12532H104 28,984 421,466 SH   DFND 21 273,383 0 148,083
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 730 8,396 SH   DFND 17 8,396 0 0
CIGNA CORP NEW COM 125523100 1,795 11,163 SH   DFND 4 11,163 0 0
CIGNA CORP NEW COM 125523100 15,982 99,377 SH   DFND 17 93,815 0 5,562
CIGNA CORP NEW COM 125523100 810 5,036 SH   DFND 20 5,036 0 0
CIGNA CORP NEW COM 125523100 92,642 576,059 SH   DFND 21 432,143 0 143,916
CIGNA CORP NEW CALL 125523900 4,439 27,600 SH Call DFND 4 27,600 0 0
CIGNA CORP NEW PUT 125523950 6,031 37,500 SH Put DFND 4 37,500 0 0
CIT GROUP INC COM NEW 125581801 1,263 26,331 SH   DFND 4 26,331 0 0
CIT GROUP INC COM NEW 125581801 219 4,560 SH   DFND 17 4,560 0 0
CME GROUP INC COM CL A 12572Q105 3,406 20,695 SH   DFND 4 20,695 0 0
CME GROUP INC COM CL A 12572Q105 29,797 181,050 SH   DFND 17 143,719 0 37,331
CME GROUP INC COM CL A 12572Q105 12,523 76,092 SH   DFND 21 76,092 0 0
CME GROUP INC CALL 12572Q905 3,160 19,200 SH Call DFND 4 19,200 0 0
CME GROUP INC PUT 12572Q955 10,813 65,700 SH Put DFND 4 65,700 0 0
CMS ENERGY CORP COM 125896100 1,442 25,957 SH   DFND 17 25,957 0 0
CMS ENERGY CORP COM 125896100 1,263 22,743 SH   DFND 21 22,743 0 0
CNA FINL CORP COM 126117100 3,683 84,967 SH   DFND 17 61,271 0 23,696
CNA FINL CORP COM 126117100 38 873 SH   DFND 20 873 0 0
CNA FINL CORP COM 126117100 19,492 449,631 SH   DFND 21 362,493 0 87,138
CRA INTL INC COM 12618T105 4,225 83,600 SH   DFND 17 80,854 0 2,746
CNO FINL GROUP INC COM 12621E103 14,566 900,243 SH   DFND 17 900,243 0 0
CNO FINL GROUP INC COM 12621E103 2,016 124,570 SH   DFND 21 8,445 0 116,125
CSG SYS INTL INC COM 126349109 160 3,776 SH   DFND 17 3,776 0 0
CSG SYS INTL INC COM 126349109 2,595 61,337 SH   DFND 21 4,737 0 56,600
CSX CORP COM 126408103 1,591 21,263 SH   DFND 4 21,263 0 0
CSX CORP COM 126408103 5,738 76,689 SH   DFND 17 76,689 0 0
CSX CORP COM 126408103 234 3,131 SH   DFND 20 3,131 0 0
CSX CORP COM 126408103 4,308 57,584 SH   DFND 21 24,907 0 32,677
CSX CORP CALL 126408903 2,993 40,000 SH Call DFND 4 40,000 0 0
CSX CORP PUT 126408953 12,285 164,200 SH Put DFND 4 164,200 0 0
CNX RESOURCES CORPORATION COM 12653C108 6,346 589,242 SH   DFND 17 75,864 0 513,378
CNX RESOURCES CORPORATION COM 12653C108 217 20,140 SH   DFND 21 18,285 0 1,855
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 5,731 376,776 SH   DFND 4 376,776 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 11,301 742,968 SH   DFND 17 742,968 0 0
CVS HEALTH CORP COM 126650100 3,160 58,587 SH   DFND 4 58,587 0 0
CVS HEALTH CORP COM 126650100 108,018 2,002,936 SH   DFND 17 1,754,144 0 248,792
CVS HEALTH CORP COM 126650100 519 9,623 SH   DFND 20 9,623 0 0
CVS HEALTH CORP COM 126650100 134,478 2,493,566 SH   DFND 21 1,952,812 0 540,754
CVS HEALTH CORP CALL 126650900 4,967 92,100 SH Call DFND 4 92,100 0 0
CVS HEALTH CORP PUT 126650950 8,591 159,300 SH Put DFND 4 159,300 0 0
CABLE ONE INC COM 12685J105 322 328 SH   DFND 17 328 0 0
CABOT CORP COM 127055101 14,247 342,234 SH   DFND 17 342,234 0 0
CABOT CORP COM 127055101 284 6,825 SH   DFND 21 6,825 0 0
CABOT OIL & GAS CORP COM 127097103 5,019 192,287 SH   DFND 17 192,287 0 0
CABOT OIL & GAS CORP COM 127097103 12,645 484,498 SH   DFND 21 484,498 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 20,564 183,677 SH   DFND 17 173,981 0 9,696
CABOT MICROELECTRONICS CORP COM 12709P103 18,710 167,117 SH   DFND 21 118,829 0 48,288
CACI INTL INC CL A 127190304 6,570 36,097 SH   DFND 17 15,035 0 21,062
CACI INTL INC CL A 127190304 8,017 44,045 SH   DFND 21 29,959 0 14,086
CADENCE DESIGN SYSTEM INC COM 127387108 33,252 523,565 SH   DFND 17 523,565 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 29,332 461,851 SH   DFND 21 270,566 0 191,285
CADENCE BANCORPORATION CL A 12739A100 3,172 170,971 SH   DFND 17 157,255 0 13,716
CADENCE BANCORPORATION CL A 12739A100 596 32,130 SH   DFND 20 32,130 0 0
CADENCE BANCORPORATION CL A 12739A100 34,571 1,863,679 SH   DFND 21 1,462,469 0 401,210
CAESARS ENTMT CORP COM 127686103 334,734 38,519,394 SH   DFND 4 38,519,394 0 0
CAESARS ENTMT CORP COM 127686103 223 25,677 SH   DFND 17 25,677 0 0
CAESARS ENTMT CORP COM 127686103 304 35,000 SH   DFND 21 35,000 0 0
CAESARS ENTMT CORP CALL 127686903 869 100,000 SH Call DFND 21 100,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 115,550 81,153,179 PRN   DFND 4 81,153,179 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 169,199 118,335,000 PRN   DFND 17 113,550,000 0 4,785,000
CALAVO GROWERS INC COM 128246105 4,988 59,486 SH   DFND 17 59,486 0 0
CALAVO GROWERS INC COM 128246105 4,295 51,221 SH   DFND 24 51,221 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 11,570 450,000 SH   DFND 4 450,000 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 52 2,027 SH   DFND 17 2,027 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 12,181 224,402 SH   DFND 17 224,402 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,840 52,322 SH   DFND 21 52,322 0 0
CALIX INC COM 13100M509 85 11,008 SH   DFND 17 11,008 0 0
CALLON PETE CO DEL COM 13123X102 9,664 1,280,000 SH   DFND 4 1,280,000 0 0
CALLON PETE CO DEL COM 13123X102 3,639 482,043 SH   DFND 17 247,252 0 234,791
CAMDEN PPTY TR SH BEN INT 133131102 18,323 180,520 SH   DFND 4 180,520 0 0
CAMDEN PPTY TR SH BEN INT 133131102 407 4,014 SH   DFND 17 4,014 0 0
CAMECO CORP COM 13321L108 8,800 746,394 SH   DFND 21 746,394 0 0
CAMPBELL SOUP CO COM 134429109 420 11,014 SH   DFND 17 11,014 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 143 2,987 SH   DFND 20 2,987 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 5,125 106,680 SH   DFND 21 104,082 0 2,598
CDN IMPERIAL BK COMM TORONTO COM 136069101 530 6,700 SH   DFND 4 6,700 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 9,274 117,327 SH   DFND 17 109,139 0 8,188
CDN IMPERIAL BK COMM TORONTO COM 136069101 550 6,960 SH   DFND 20 6,960 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 63,562 804,114 SH   DFND 21 469,871 0 334,243
CANADIAN NATL RY CO COM 136375102 9,948 111,087 SH   DFND 17 111,087 0 0
CANADIAN NATL RY CO COM 136375102 21,779 243,209 SH   DFND 21 121,796 0 121,413
CANADIAN NAT RES LTD COM 136385101 585 21,305 SH   DFND 17 21,305 0 0
CANADIAN NAT RES LTD COM 136385101 3,559 129,578 SH   DFND 21 78,794 0 50,784
CANADIAN PAC RY LTD COM 13645T100 8,398 40,747 SH   DFND 17 40,747 0 0
CANADIAN PAC RY LTD COM 13645T100 971 4,712 SH   DFND 21 1,335 0 3,377
CANOPY GROWTH CORP COM 138035100 5,872 135,668 SH   DFND 17 135,668 0 0
CANOPY GROWTH CORP COM 138035100 5,475 126,500 SH   DFND 24 126,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,111 13,601 SH   DFND 4 13,601 0 0
CAPITAL ONE FINL CORP COM 14040H105 12,757 156,167 SH   DFND 17 147,881 0 8,286
CAPITAL ONE FINL CORP COM 14040H105 607 7,428 SH   DFND 20 7,428 0 0
CAPITAL ONE FINL CORP COM 14040H105 83,799 1,025,823 SH   DFND 21 750,837 0 274,986
CAPITAL ONE FINL CORP CALL 14040H905 1,519 18,600 SH Call DFND 4 18,600 0 0
CAPITAL ONE FINL CORP PUT 14040H955 7,344 89,900 SH Put DFND 4 89,900 0 0
CAPITOL FED FINL INC COM 14057J101 510 38,220 SH   DFND 17 38,220 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 118 13,753 SH   DFND 17 13,753 0 0
CARA THERAPEUTICS INC COM 140755109 2,300 117,234 SH   DFND 17 114,006 0 3,228
CARA THERAPEUTICS INC COM 140755109 137 7,000 SH   DFND 24 7,000 0 0
CARBON BLACK INC COM 14081R103 4,813 345,049 SH   DFND 17 345,049 0 0
CARBONITE INC COM 141337105 3,759 151,521 SH   DFND 17 146,744 0 4,777
CARDINAL HEALTH INC COM 14149Y108 3,429 71,224 SH   DFND 17 71,224 0 0
CARDINAL HEALTH INC COM 14149Y108 121 2,512 SH   DFND 20 2,512 0 0
CARDINAL HEALTH INC COM 14149Y108 21,595 448,500 SH   DFND 21 439,551 0 8,949
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 22,885 23,000,000 PRN   DFND 17 23,000,000 0 0
CARDLYTICS INC COM 14161W105 3,426 207,150 SH   DFND 17 202,019 0 5,131
CARE COM INC COM 141633107 2,740 138,653 SH   DFND 17 64,228 0 74,425
CAREDX INC COM 14167L103 3,818 121,119 SH   DFND 17 12,529 0 108,590
CAREDX INC COM 14167L103 658 20,877 SH   DFND 21 20,877 0 0
CARETRUST REIT INC COM 14174T107 1,833 78,119 SH   DFND 17 78,119 0 0
CARETRUST REIT INC COM 14174T107 259 11,024 SH   DFND 21 11,024 0 0
CARLISLE COS INC COM 142339100 323 2,636 SH   DFND 17 2,636 0 0
CARLISLE COS INC COM 142339100 5,190 42,322 SH   DFND 21 38,534 0 3,788
CARMAX INC COM 143130102 729 10,447 SH   DFND 17 10,447 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,138 22,438 SH   DFND 4 22,438 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,510 128,354 SH   DFND 17 128,354 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 32,307 636,970 SH   DFND 21 186,710 0 450,260
CARNIVAL CORP PUT 143658950 533 10,500 SH Put DFND 4 10,500 0 0
CARNIVAL PLC ADR 14365C103 3,654 73,351 SH   DFND 17 73,351 0 0
CAROLINA FINL CORP NEW COM 143873107 2,626 75,905 SH   DFND 17 75,905 0 0
CARRIAGE SVCS INC COM 143905107 2,761 143,419 SH   DFND 17 138,929 0 4,490
CARPENTER TECHNOLOGY CORP COM 144285103 96 2,100 SH   DFND 17 2,100 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 259 5,638 SH   DFND 21 5,638 0 0
CARRIZO OIL & GAS INC COM 144577103 49 3,930 SH   DFND 17 3,930 0 0
CARRIZO OIL & GAS INC COM 144577103 76 6,059 SH   DFND 20 6,059 0 0
CARRIZO OIL & GAS INC COM 144577103 405 32,475 SH   DFND 21 32,475 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,468 347,817 SH   DFND 17 335,625 0 12,192
CARTERS INC COM 146229109 10,581 104,979 SH   DFND 17 104,979 0 0
CASELLA WASTE SYS INC CL A 147448104 1,225 34,460 SH   DFND 17 1,980 0 32,480
CASELLA WASTE SYS INC CL A 147448104 1,190 33,470 SH   DFND 21 33,470 0 0
CASEYS GEN STORES INC COM 147528103 308 2,390 SH   DFND 17 2,390 0 0
CATALENT INC COM 148806102 12,620 310,926 SH   DFND 17 264,292 0 46,634
CATASYS INC COM PAR 149049504 592 48,431 SH   DFND 17 41,497 0 6,934
CATERPILLAR INC DEL COM 149123101 1,814 13,391 SH   DFND 4 13,391 0 0
CATERPILLAR INC DEL COM 149123101 274,322 2,024,667 SH   DFND 17 2,024,667 0 0
CATERPILLAR INC DEL COM 149123101 37,224 274,736 SH   DFND 21 261,663 0 13,073
CATERPILLAR INC DEL CALL 149123901 9,850 72,700 SH Call DFND 4 72,700 0 0
CATERPILLAR INC DEL PUT 149123951 23,589 174,100 SH Put DFND 4 174,100 0 0
CATO CORP NEW CL A 149205106 695 46,403 SH   DFND 17 30,998 0 15,405
CEDAR FAIR L P DEPOSITRY UNIT 150185106 24,974 474,615 SH   DFND 17 474,615 0 0
CELANESE CORP DEL COM 150870103 158 1,600 SH   DFND 4 1,600 0 0
CELANESE CORP DEL COM 150870103 60,100 609,470 SH   DFND 17 606,134 0 3,336
CELANESE CORP DEL COM 150870103 381 3,867 SH   DFND 20 3,867 0 0
CELANESE CORP DEL COM 150870103 12,233 124,054 SH   DFND 21 107,649 0 16,405
CELGENE CORP COM 151020104 142 1,500 SH   DFND 4 1,500 0 0
CELGENE CORP COM 151020104 33,511 355,217 SH   DFND 17 353,957 0 1,260
CELGENE CORP COM 151020104 27,399 290,429 SH   DFND 21 249,210 0 41,219
CELGENE CORP COM 151020104 2,925 31,000 SH   DFND 24 31,000 0 0
CELGENE CORP CALL 151020904 7,009 74,300 SH Call DFND 4 74,300 0 0
CELGENE CORP PUT 151020954 9,585 101,600 SH Put DFND 4 101,600 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 22,885 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 528 9,939 SH   DFND 4 9,939 0 0
CENTENE CORP DEL COM 15135B101 5,913 111,360 SH   DFND 17 111,360 0 0
CENTENE CORP DEL COM 15135B101 800 15,066 SH   DFND 20 15,066 0 0
CENTENE CORP DEL COM 15135B101 34,421 648,235 SH   DFND 21 381,262 0 266,973
CENTENE CORP DEL CALL 15135B901 303 5,700 SH Call DFND 4 5,700 0 0
CENTENE CORP DEL PUT 15135B951 1,189 22,400 SH Put DFND 4 22,400 0 0
CENTERPOINT ENERGY INC COM 15189T107 20,915 681,259 SH   DFND 17 396,234 0 285,025
CENTERPOINT ENERGY INC COM 15189T107 1,059 34,482 SH   DFND 20 34,482 0 0
CENTERPOINT ENERGY INC COM 15189T107 78,281 2,549,860 SH   DFND 21 2,036,557 0 513,303
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 795 1,505,000 SH   DFND 17 1,403,395 0 101,605
CENTERSTATE BK CORP COM 15201P109 20,671 868,170 SH   DFND 17 692,764 0 175,406
CENTRAL GARDEN & PET CO COM 153527106 71 2,785 SH   DFND 17 2,785 0 0
CENTRAL GARDEN & PET CO COM 153527106 153 5,986 SH   DFND 21 5,986 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 256 11,021 SH   DFND 17 11,021 0 0
CENTURY CASINOS INC COM 156492100 3,503 386,617 SH   DFND 17 373,323 0 13,294
CENTURYLINK INC COM 156700106 10,818 902,265 SH   DFND 17 239,022 0 663,243
CENTURYLINK INC COM 156700106 2,336 194,840 SH   DFND 21 189,283 0 5,557
CERIDIAN HCM HLDG INC COM 15677J108 7,064 137,700 SH   DFND 17 108,930 0 28,770
CERNER CORP COM 156782104 612 10,700 SH   DFND 4 10,700 0 0
CERNER CORP COM 156782104 1,100 19,234 SH   DFND 17 19,234 0 0
CERUS CORP COM 157085101 2,805 450,174 SH   DFND 17 450,174 0 0
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 626 63,938 SH   DFND 17 54,778 0 9,160
CHARLES RIV LABS INTL INC COM 159864107 14,224 97,931 SH   DFND 17 63,718 0 34,213
CHARLES RIV LABS INTL INC COM 159864107 56 388 SH   DFND 20 388 0 0
CHARLES RIV LABS INTL INC COM 159864107 19,803 136,339 SH   DFND 21 111,183 0 25,156
CHART INDS INC COM PAR $0.01 16115Q308 14,401 159,090 SH   DFND 17 90,393 0 68,697
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,550 4,469 SH   DFND 4 4,469 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,123 11,885 SH   DFND 17 11,885 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 209 603 SH   DFND 21 0 0 603
CHARTER COMMUNICATIONS INC N CALL 16119P908 2,255 6,500 SH Call DFND 4 6,500 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 11,830 34,100 SH Put DFND 4 34,100 0 0
CHATHAM LODGING TR COM 16208T102 1,245 64,692 SH   DFND 17 64,692 0 0
CHATHAM LODGING TR COM 16208T102 1,088 56,530 SH   DFND 21 1,945 0 54,585
CHEFS WHSE INC COM 163086101 30 972 SH   DFND 17 972 0 0
CHEFS WHSE INC COM 163086101 341 10,967 SH   DFND 21 10,967 0 0
CHEGG INC COM 163092109 1,297 34,022 SH   DFND 17 34,022 0 0
CHEMED CORP NEW COM 16359R103 2,421 7,564 SH   DFND 17 7,564 0 0
CHEMED CORP NEW COM 16359R103 15,221 47,555 SH   DFND 21 46,155 0 1,400
CHEMICAL FINL CORP COM 163731102 13,319 323,590 SH   DFND 17 323,590 0 0
CHEMICAL FINL CORP COM 163731102 203 4,939 SH   DFND 20 4,939 0 0
CHEMICAL FINL CORP COM 163731102 2,966 72,049 SH   DFND 21 18,925 0 53,124
CHEMOURS CO COM 163851108 78,915 2,123,647 SH   DFND 17 2,123,647 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 3,019 72,000 SH   DFND 4 72,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 54,426 796,172 SH   DFND 4 796,172 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,015 14,843 SH   DFND 17 14,843 0 0
CHENIERE ENERGY INC COM NEW 16411R208 618 9,034 SH   DFND 21 9,034 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 161,744 206,490,000 PRN   DFND 17 195,720,000 0 10,770,000
CHERRY HILL MTG INVT CORP COM 164651101 69 4,033 SH   DFND 17 4,033 0 0
CHERRY HILL MTG INVT CORP COM 164651101 471 27,379 SH   DFND 21 2,735 0 24,644
CHESAPEAKE ENERGY CORP COM 165167107 9,300 3,000,000 SH   DFND 4 3,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 23,167 7,473,257 SH   DFND 17 7,473,257 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,867 924,875 SH   DFND 21 924,875 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 163,173 175,495,000 PRN   DFND 17 168,110,000 0 7,385,000
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,317 47,340 SH   DFND 17 42,203 0 5,137
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,542 91,396 SH   DFND 21 65,443 0 25,953
CHEVRON CORP NEW COM 166764100 85,294 692,436 SH   DFND 17 637,308 0 55,128
CHEVRON CORP NEW COM 166764100 2,521 20,466 SH   DFND 20 20,466 0 0
CHEVRON CORP NEW COM 166764100 186,168 1,511,351 SH   DFND 21 1,215,431 0 295,920
CHEVRON CORP NEW COM 166764100 2,636 21,400 SH   DFND 24 21,400 0 0
CHEVRON CORP NEW CALL 166764900 23,096 187,500 SH Call DFND 4 187,500 0 0
CHEVRON CORP NEW PUT 166764950 50,652 411,200 SH Put DFND 4 411,200 0 0
CHICOS FAS INC COM 168615102 1,960 458,949 SH   DFND 17 60,027 0 398,922
CHIMERA INVT CORP COM NEW 16934Q208 8,523 454,777 SH   DFND 17 122,008 0 332,769
CHIMERA INVT CORP COM NEW 16934Q208 259 13,815 SH   DFND 20 13,815 0 0
CHIMERA INVT CORP COM NEW 16934Q208 5,797 309,337 SH   DFND 21 277,149 0 32,188
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,331 45,720 SH   DFND 17 45,720 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,226 102,493 SH   DFND 21 91,760 0 10,733
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 706 8,885 SH   DFND 17 8,885 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 11,207 15,777 SH   DFND 17 12,752 0 3,025
CHIPOTLE MEXICAN GRILL INC COM 169656105 377 531 SH   DFND 21 531 0 0
CHOICE HOTELS INTL INC COM 169905106 252 3,240 SH   DFND 17 3,240 0 0
CHURCH & DWIGHT INC COM 171340102 3,733 52,412 SH   DFND 17 19,325 0 33,087
CHURCH & DWIGHT INC COM 171340102 723 10,149 SH   DFND 20 10,149 0 0
CHURCH & DWIGHT INC COM 171340102 20,821 292,300 SH   DFND 21 142,004 0 150,296
CHURCHILL DOWNS INC COM 171484108 11,517 127,599 SH   DFND 17 71,351 0 56,248
CHURCHILL DOWNS INC COM 171484108 2,244 24,863 SH   DFND 21 24,863 0 0
CIENA CORP COM NEW 171779309 240 6,435 SH   DFND 17 6,435 0 0
CIENA CORP COM NEW 171779309 137 3,656 SH   DFND 21 3,656 0 0
CIMAREX ENERGY CO COM 171798101 266 3,800 SH   DFND 4 3,800 0 0
CIMAREX ENERGY CO COM 171798101 7,048 100,833 SH   DFND 17 100,833 0 0
CINCINNATI FINL CORP COM 172062101 804 9,360 SH   DFND 17 9,360 0 0
CINEMARK HOLDINGS INC COM 17243V102 193 4,838 SH   DFND 17 4,838 0 0
CINEMARK HOLDINGS INC COM 17243V102 541 13,517 SH   DFND 21 0 0 13,517
CIRRUS LOGIC INC COM 172755100 219 5,215 SH   DFND 17 5,215 0 0
CIRRUS LOGIC INC COM 172755100 415 9,853 SH   DFND 21 9,853 0 0
CISCO SYS INC COM 17275R102 19,301 357,483 SH   DFND 4 357,483 0 0
CISCO SYS INC COM 17275R102 260,850 4,831,448 SH   DFND 17 4,171,072 0 660,376
CISCO SYS INC COM 17275R102 3,359 62,207 SH   DFND 20 62,207 0 0
CISCO SYS INC COM 17275R102 374,890 6,943,698 SH   DFND 21 5,066,956 0 1,876,742
CISCO SYS INC CALL 17275R902 26,212 485,500 SH Call DFND 4 485,500 0 0
CISCO SYS INC PUT 17275R952 43,235 800,800 SH Put DFND 4 800,800 0 0
CINTAS CORP COM 172908105 1,054 5,214 SH   DFND 17 5,214 0 0
CINTAS CORP COM 172908105 4,624 22,877 SH   DFND 21 22,877 0 0
CITIGROUP INC COM NEW 172967424 7,845 126,087 SH   DFND 4 126,087 0 0
CITIGROUP INC COM NEW 172967424 135,452 2,176,992 SH   DFND 17 1,906,210 0 270,782
CITIGROUP INC COM NEW 172967424 12,711 204,289 SH   DFND 20 204,289 0 0
CITIGROUP INC COM NEW 172967424 165,244 2,655,805 SH   DFND 21 2,117,410 0 538,395
CITIGROUP INC CALL 172967904 11,523 185,200 SH Call DFND 4 185,200 0 0
CITIGROUP INC PUT 172967954 32,871 528,300 SH Put DFND 4 528,300 0 0
CITI TRENDS INC COM 17306X102 250 12,932 SH   DFND 17 12,932 0 0
CITI TRENDS INC COM 17306X102 1,561 80,822 SH   DFND 21 79,389 0 1,433
CITIZENS FINL GROUP INC COM 174610105 400 12,320 SH   DFND 4 12,320 0 0
CITIZENS FINL GROUP INC COM 174610105 99,580 3,063,990 SH   DFND 17 3,044,414 0 19,576
CITIZENS FINL GROUP INC COM 174610105 670 20,605 SH   DFND 20 20,605 0 0
CITIZENS FINL GROUP INC COM 174610105 26,990 830,467 SH   DFND 21 798,410 0 32,057
CITRIX SYS INC COM 177376100 936 9,396 SH   DFND 4 9,396 0 0
CITRIX SYS INC COM 177376100 812 8,143 SH   DFND 17 8,143 0 0
CITRIX SYS INC COM 177376100 6,860 68,833 SH   DFND 21 10,944 0 57,889
CITY HLDG CO COM 177835105 817 10,728 SH   DFND 17 1,869 0 8,859
CITY HLDG CO COM 177835105 410 5,376 SH   DFND 21 0 0 5,376
CLARUS CORP NEW COM 18270P109 1,024 79,912 SH   DFND 17 79,912 0 0
CLEAN HARBORS INC COM 184496107 10,370 144,972 SH   DFND 17 114,757 0 30,215
CLEAN HARBORS INC COM 184496107 3,004 41,990 SH   DFND 21 41,990 0 0
CLEARWAY ENERGY INC CL A 18539C105 473 32,512 SH   DFND 17 32,512 0 0
CLEARWAY ENERGY INC CL A 18539C105 459 31,586 SH   DFND 21 27,443 0 4,143
CLEARWAY ENERGY INC CL C 18539C204 1,280 84,680 SH   DFND 17 75,847 0 8,833
CLEARWAY ENERGY INC CL C 18539C204 1,976 130,794 SH   DFND 21 57,655 0 73,139
CLEVELAND CLIFFS INC COM 185899101 131 13,138 SH   DFND 17 13,138 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 1,990 1,455,000 PRN   DFND 17 1,455,000 0 0
CLOROX CO DEL COM 189054109 909 5,666 SH   DFND 4 5,666 0 0
CLOROX CO DEL COM 189054109 2,398 14,945 SH   DFND 17 14,945 0 0
CLOROX CO DEL COM 189054109 45 280 SH   DFND 21 280 0 0
CLOUDERA INC COM 18914U100 21,080 1,926,861 SH   DFND 17 1,873,422 0 53,439
CLOVIS ONCOLOGY INC COM 189464100 610 24,560 SH   DFND 17 24,560 0 0
CLOVIS ONCOLOGY INC COM 189464100 273 11,000 SH   DFND 24 11,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 30,986 33,270,000 PRN   DFND 17 33,270,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 28,009 35,880,000 PRN   DFND 17 35,880,000 0 0
COCA COLA CO COM 191216100 6,751 144,073 SH   DFND 4 144,073 0 0
COCA COLA CO COM 191216100 15,581 332,506 SH   DFND 17 332,506 0 0
COCA COLA CO COM 191216100 27,946 596,380 SH   DFND 21 532,419 0 63,961
COCA COLA CO CALL 191216900 13,294 283,700 SH Call DFND 4 283,700 0 0
COCA COLA CO PUT 191216950 33,622 717,500 SH Put DFND 4 717,500 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 550 8,340 SH   DFND 21 8,340 0 0
CODEXIS INC COM 192005106 3,475 169,252 SH   DFND 17 164,262 0 4,990
COGNEX CORP COM 192422103 63,546 1,249,430 SH   DFND 17 1,191,335 0 58,095
COGNEX CORP COM 192422103 4,956 97,442 SH   DFND 20 97,442 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,443 102,732 SH   DFND 4 102,732 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,900 67,636 SH   DFND 17 67,636 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 507 7,002 SH   DFND 20 7,002 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,421 74,829 SH   DFND 21 42,495 0 32,334
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 2,456 33,900 SH Call DFND 4 33,900 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 5,448 75,200 SH Put DFND 4 75,200 0 0
COHERENT INC COM 192479103 5,683 40,099 SH   DFND 17 29,879 0 10,220
COHU INC COM 192576106 231 15,628 SH   DFND 17 15,628 0 0
COHU INC COM 192576106 676 45,800 SH   DFND 21 30,272 0 15,528
COLFAX CORP UNIT 01/15/2022T 194014205 14,112 106,000 SH   DFND 17 79,295 0 26,705
COLGATE PALMOLIVE CO COM 194162103 89 1,300 SH   DFND 4 1,300 0 0
COLGATE PALMOLIVE CO COM 194162103 4,377 63,867 SH   DFND 17 63,843 0 24
COLGATE PALMOLIVE CO COM 194162103 12,525 182,747 SH   DFND 21 77,368 0 105,379
COLGATE PALMOLIVE CO COM 194162103 521 7,600 SH   DFND 24 7,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 3,400 49,600 SH Call DFND 4 49,600 0 0
COLGATE PALMOLIVE CO PUT 194162953 9,870 144,000 SH Put DFND 4 144,000 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 964 14,424 SH   DFND 17 13,444 0 980
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 144 2,162 SH   DFND 20 2,162 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 3,986 59,656 SH   DFND 21 45,587 0 14,069
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,334 5,500,000 PRN   DFND 17 5,500,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 42,188 7,930,000 SH   DFND 4 7,930,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 115 21,657 SH   DFND 17 21,657 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 2,288 21,958 SH   DFND 17 21,958 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 11,645 111,779 SH   DFND 21 31,874 0 79,905
COLUMBUS MCKINNON CORP N Y COM 199333105 10,032 292,060 SH   DFND 17 175,307 0 116,753
COLUMBUS MCKINNON CORP N Y COM 199333105 50 1,465 SH   DFND 21 1,465 0 0
COMFORT SYS USA INC COM 199908104 15,719 300,041 SH   DFND 17 262,724 0 37,317
COMFORT SYS USA INC COM 199908104 244 4,651 SH   DFND 20 4,651 0 0
COMFORT SYS USA INC COM 199908104 4,880 93,140 SH   DFND 21 64,487 0 28,653
COMCAST CORP NEW CL A 20030N101 458 11,444 SH   DFND 4 11,444 0 0
COMCAST CORP NEW CL A 20030N101 315,997 7,903,875 SH   DFND 17 7,334,789 0 569,086
COMCAST CORP NEW CL A 20030N101 2,346 58,677 SH   DFND 20 58,677 0 0
COMCAST CORP NEW CL A 20030N101 254,123 6,356,244 SH   DFND 21 4,507,118 0 1,849,126
COMCAST CORP NEW CALL 20030N901 14,393 360,000 SH Call DFND 4 360,000 0 0
COMCAST CORP NEW PUT 20030N951 30,009 750,600 SH Put DFND 4 750,600 0 0
COMERICA INC COM 200340107 104,206 1,421,248 SH   DFND 17 1,412,872 0 8,376
COMERICA INC COM 200340107 28,794 392,718 SH   DFND 21 342,186 0 50,532
COMMERCE BANCSHARES INC COM 200525103 261 4,503 SH   DFND 17 4,503 0 0
COMMERCE BANCSHARES INC COM 200525103 477 8,212 SH   DFND 20 8,212 0 0
COMMERCE BANCSHARES INC COM 200525103 1,720 29,619 SH   DFND 21 29,619 0 0
COMMERCIAL VEH GROUP INC COM 202608105 85 11,040 SH   DFND 17 11,040 0 0
COMMSCOPE HLDG CO INC COM 20337X109 388 17,872 SH   DFND 17 17,872 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 390 94,998 SH   DFND 21 94,998 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 13,647 1,289,930 SH   DFND 17 1,201,630 0 88,300
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 256 27,600 SH   DFND 17 27,600 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1,043 112,388 SH   DFND 21 112,388 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,604 92,843 SH   DFND 21 92,843 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 510 32,510 SH   DFND 17 32,510 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 290 12,475 SH   DFND 17 12,475 0 0
CONAGRA BRANDS INC COM 205887102 84,525 3,047,046 SH   DFND 17 3,019,867 0 27,179
CONAGRA BRANDS INC COM 205887102 64 2,313 SH   DFND 20 2,313 0 0
CONAGRA BRANDS INC COM 205887102 17,866 644,052 SH   DFND 21 471,060 0 172,992
CONCHO RES INC COM 20605P101 348 3,138 SH   DFND 4 3,138 0 0
CONCHO RES INC COM 20605P101 5,853 52,751 SH   DFND 17 52,751 0 0
CONCHO RES INC COM 20605P101 522 4,700 SH   DFND 24 4,700 0 0
CONCHO RES INC CALL 20605P901 344 3,100 SH Call DFND 4 3,100 0 0
CONCHO RES INC PUT 20605P951 1,409 12,700 SH Put DFND 4 12,700 0 0
CONMED CORP COM 207410101 713 8,566 SH   DFND 17 8,566 0 0
CONMED CORP COM 207410101 1,951 23,451 SH   DFND 21 23,451 0 0
CONOCOPHILLIPS COM 20825C104 5,808 87,017 SH   DFND 4 87,017 0 0
CONOCOPHILLIPS COM 20825C104 143,268 2,146,663 SH   DFND 17 2,085,491 0 61,172
CONOCOPHILLIPS COM 20825C104 54,376 814,744 SH   DFND 21 383,869 0 430,875
CONOCOPHILLIPS COM 20825C104 1,402 21,000 SH   DFND 24 21,000 0 0
CONOCOPHILLIPS CALL 20825C904 4,759 71,300 SH Call DFND 4 71,300 0 0
CONOCOPHILLIPS PUT 20825C954 19,041 285,300 SH Put DFND 4 285,300 0 0
CONSOL ENERGY INC NEW COM 20854L108 223 6,518 SH   DFND 17 2,597 0 3,921
CONSOL ENERGY INC NEW COM 20854L108 106 3,109 SH   DFND 20 3,109 0 0
CONSOL ENERGY INC NEW COM 20854L108 5,079 148,428 SH   DFND 21 51,569 0 96,859
CONSOLIDATED EDISON INC COM 209115104 12,950 152,690 SH   DFND 17 60,733 0 91,957
CONSOLIDATED EDISON INC COM 209115104 90 1,060 SH   DFND 20 1,060 0 0
CONSOLIDATED EDISON INC COM 209115104 15,259 179,915 SH   DFND 21 169,748 0 10,167
CONSTELLATION BRANDS INC CL A 21036P108 2 11 SH   DFND 4 11 0 0
CONSTELLATION BRANDS INC CL A 21036P108 87,150 497,063 SH   DFND 17 472,523 0 24,540
CONSTELLATION BRANDS INC CL A 21036P108 33,569 191,461 SH   DFND 21 177,187 0 14,274
CONSTELLATION BRANDS INC PUT 21036P958 596 3,400 SH Put DFND 4 3,400 0 0
CONTINENTAL RESOURCES INC COM 212015101 6,782 151,495 SH   DFND 17 151,495 0 0
CONTINENTAL RESOURCES INC COM 212015101 381 8,500 SH   DFND 24 8,500 0 0
CONTURA ENERGY INC COM 21241B100 171 2,946 SH   DFND 17 2,946 0 0
CONTURA ENERGY INC COM 21241B100 39 677 SH   DFND 21 0 0 677
COOPER COS INC COM NEW 216648402 7,549 25,490 SH   DFND 17 20,865 0 4,625
COOPER COS INC COM NEW 216648402 10,012 33,804 SH   DFND 20 33,804 0 0
COOPER COS INC COM NEW 216648402 69,349 234,153 SH   DFND 21 177,774 0 56,379
COOPER STD HLDGS INC COM 21676P103 63 1,342 SH   DFND 17 1,342 0 0
COOPER STD HLDGS INC COM 21676P103 23 481 SH   DFND 20 481 0 0
COOPER STD HLDGS INC COM 21676P103 2,332 49,651 SH   DFND 21 48,176 0 1,475
COPART INC COM 217204106 2,758 45,526 SH   DFND 17 45,526 0 0
COPART INC COM 217204106 658 10,856 SH   DFND 20 10,856 0 0
COPART INC COM 217204106 6,831 112,737 SH   DFND 21 112,737 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 990 142,496 SH   DFND 17 137,464 0 5,032
CORE MARK HOLDING CO INC COM 218681104 1,070 28,828 SH   DFND 17 2,053 0 26,775
CORESITE RLTY CORP COM 21870Q105 5,351 50,000 SH   DFND 4 50,000 0 0
CORESITE RLTY CORP COM 21870Q105 28,920 270,232 SH   DFND 17 270,232 0 0
CORELOGIC INC COM 21871D103 212 5,703 SH   DFND 17 5,703 0 0
CORECIVIC INC COM 21871N101 2,296 118,048 SH   DFND 17 84,763 0 33,285
CORECIVIC INC COM 21871N101 191 9,821 SH   DFND 21 9,821 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 8,833 161,254 SH   DFND 17 145,284 0 15,970
CORNING INC COM 219350105 10,670 322,361 SH   DFND 17 303,827 0 18,534
CORNING INC COM 219350105 1,310 39,587 SH   DFND 20 39,587 0 0
CORNING INC COM 219350105 45,547 1,376,055 SH   DFND 21 606,490 0 769,565
CORNING INC PUT 219350955 371 11,200 SH Put DFND 4 11,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 7,197 263,633 SH   DFND 4 263,633 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 127 4,669 SH   DFND 17 4,669 0 0
CORVEL CORP COM 221006109 26 401 SH   DFND 17 401 0 0
CORVEL CORP COM 221006109 319 4,883 SH   DFND 21 4,883 0 0
COSTCO WHSL CORP NEW COM 22160K105 347,396 1,434,692 SH   DFND 17 1,362,332 0 72,360
COSTCO WHSL CORP NEW COM 22160K105 1,640 6,775 SH   DFND 20 6,775 0 0
COSTCO WHSL CORP NEW COM 22160K105 120,469 497,518 SH   DFND 21 351,775 0 145,743
COSTCO WHSL CORP NEW COM 22160K105 2,591 10,700 SH   DFND 24 10,700 0 0
COSTCO WHSL CORP NEW CALL 22160K905 11,623 48,000 SH Call DFND 4 48,000 0 0
COSTCO WHSL CORP NEW PUT 22160K955 33,488 138,300 SH Put DFND 4 138,300 0 0
COSTAR GROUP INC COM 22160N109 1,023 2,194 SH   DFND 17 2,194 0 0
COTY INC COM CL A 222070203 744 64,657 SH   DFND 17 64,657 0 0
COUPA SOFTWARE INC COM 22266L106 236 2,593 SH   DFND 17 2,593 0 0
COUPA SOFTWARE INC COM 22266L106 220 2,423 SH   DFND 21 0 0 2,423
COUSINS PPTYS INC COM 222795106 183 18,901 SH   DFND 17 18,901 0 0
COVANTA HLDG CORP COM 22282E102 91 5,285 SH   DFND 17 5,285 0 0
COVANTA HLDG CORP COM 22282E102 1,302 75,226 SH   DFND 21 75,226 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 11 557 SH   DFND 17 557 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,404 73,987 SH   DFND 21 40,361 0 33,626
COVETRUS INC COM 22304C100 87 2,729 SH   DFND 17 2,729 0 0
COVETRUS INC COM 22304C100 245 7,680 SH   DFND 24 7,680 0 0
COWEN INC CL A NEW 223622606 18 1,246 SH   DFND 17 1,246 0 0
COWEN INC CL A NEW 223622606 826 56,976 SH   DFND 21 0 0 56,976
CRANE CO COM 224399105 30,129 356,049 SH   DFND 17 356,049 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,240 2,744 SH   DFND 17 2,744 0 0
CREDIT ACCEP CORP MICH COM 225310101 61 134 SH   DFND 21 134 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 40,790 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 115,095 2,011,449 SH   DFND 17 1,559,259 0 452,190
CREE INC COM 225447101 165 2,888 SH   DFND 21 2,888 0 0
CRESCENT PT ENERGY CORP COM 22576C101 1 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 391 120,499 SH   DFND 21 120,499 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 12,223 347,342 SH   DFND 4 347,342 0 0
CRITEO S A SPONS ADS 226718104 72,724 3,630,765 SH   DFND 17 3,542,210 0 88,555
CROCS INC COM 227046109 1,670 64,855 SH   DFND 17 64,855 0 0
CROCS INC COM 227046109 225 8,750 SH   DFND 21 0 0 8,750
CROWN CASTLE INTL CORP NEW COM 22822V101 10,240 80,000 SH   DFND 4 80,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,693 36,665 SH   DFND 17 36,665 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 190,368 160,675 SH   DFND 17 152,880 0 7,795
CROWN CASTLE INTL CORP NEW CALL 22822V901 2,560 20,000 SH Call DFND 4 20,000 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 9,997 78,100 SH Put DFND 4 78,100 0 0
CROWN HOLDINGS INC COM 228368106 7,183 131,627 SH   DFND 17 105,022 0 26,605
CROWN HOLDINGS INC COM 228368106 65 1,182 SH   DFND 21 1,182 0 0
CRYOLIFE INC COM 228903100 5,240 179,638 SH   DFND 17 174,103 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 6,339 490,650 SH   DFND 17 477,871 0 12,779
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 25,896 25,465,000 PRN   DFND 17 25,465,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 20,970 18,500,000 PRN   DFND 17 13,845,000 0 4,655,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 75,973 74,800,000 PRN   DFND 17 74,800,000 0 0
CUBESMART COM 229663109 11,392 355,566 SH   DFND 4 355,566 0 0
CUBESMART COM 229663109 8,355 260,756 SH   DFND 17 247,954 0 12,802
CUBESMART COM 229663109 32,800 1,023,732 SH   DFND 21 657,067 0 366,665
CUBIC CORP COM 229669106 5,260 93,533 SH   DFND 17 43,014 0 50,519
CULLEN FROST BANKERS INC COM 229899109 1,876 19,331 SH   DFND 17 19,331 0 0
CULLEN FROST BANKERS INC COM 229899109 6,499 66,948 SH   DFND 21 66,948 0 0
CUMMINS INC COM 231021106 837 5,300 SH   DFND 4 5,300 0 0
CUMMINS INC COM 231021106 2,997 18,986 SH   DFND 17 18,986 0 0
CUMMINS INC COM 231021106 987 6,250 SH   DFND 20 6,250 0 0
CUMMINS INC COM 231021106 25,181 159,505 SH   DFND 21 120,887 0 38,618
CUMMINS INC CALL 231021906 363 2,300 SH Call DFND 4 2,300 0 0
CUMMINS INC PUT 231021956 1,042 6,600 SH Put DFND 4 6,600 0 0
CURTISS WRIGHT CORP COM 231561101 16,627 146,702 SH   DFND 17 146,702 0 0
CURTISS WRIGHT CORP COM 231561101 4,658 41,095 SH   DFND 21 41,095 0 0
CUTERA INC COM 232109108 167 9,464 SH   DFND 17 9,464 0 0
CUTERA INC COM 232109108 1,508 85,378 SH   DFND 21 85,378 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,432 183,167 SH   DFND 17 178,039 0 5,128
CYPRESS SEMICONDUCTOR CORP COM 232806109 12,935 866,990 SH   DFND 17 653,275 0 213,715
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 29,994 23,720,000 PRN   DFND 17 23,720,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 62,401 60,820,000 PRN   DFND 17 53,760,000 0 7,060,000
CYRUSONE INC COM 23283R100 3,809 72,631 SH   DFND 4 72,631 0 0
CYRUSONE INC COM 23283R100 13,322 254,037 SH   DFND 17 254,037 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,520 332,870 SH   DFND 17 320,656 0 12,214
CYTOMX THERAPEUTICS INC COM 23284F105 2,910 270,700 SH   DFND 17 267,219 0 3,481
CYTOMX THERAPEUTICS INC COM 23284F105 674 62,700 SH   DFND 24 62,700 0 0
DMC GLOBAL INC COM 23291C103 7,822 157,571 SH   DFND 17 132,214 0 25,357
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 11,009 333,094 SH   DFND 4 333,094 0 0
D R HORTON INC COM 23331A109 8,058 194,720 SH   DFND 4 194,720 0 0
D R HORTON INC COM 23331A109 126,272 3,051,532 SH   DFND 17 3,051,532 0 0
D R HORTON INC COM 23331A109 12,545 303,170 SH   DFND 21 294,451 0 8,719
DTE ENERGY CO COM 233331107 11,833 94,862 SH   DFND 17 81,316 0 13,546
DTE ENERGY CO COM 233331107 1,047 8,396 SH   DFND 20 8,396 0 0
DTE ENERGY CO COM 233331107 23,623 189,377 SH   DFND 21 168,444 0 20,933
DSW INC CL A 23334L102 9,601 432,088 SH   DFND 17 424,416 0 7,672
DSW INC CL A 23334L102 119 5,350 SH   DFND 20 5,350 0 0
DSW INC CL A 23334L102 20,874 939,412 SH   DFND 21 764,248 0 175,164
DXP ENTERPRISES INC NEW COM NEW 233377407 473 12,142 SH   DFND 17 722 0 11,420
DXP ENTERPRISES INC NEW COM NEW 233377407 472 12,124 SH   DFND 21 12,124 0 0
DXC TECHNOLOGY CO COM 23355L106 721 11,207 SH   DFND 4 11,207 0 0
DXC TECHNOLOGY CO COM 23355L106 98,356 1,529,412 SH   DFND 17 1,206,141 0 323,271
DXC TECHNOLOGY CO COM 23355L106 561 8,728 SH   DFND 20 8,728 0 0
DXC TECHNOLOGY CO COM 23355L106 48,382 752,320 SH   DFND 21 662,901 0 89,419
DANA INCORPORATED COM 235825205 1,907 107,523 SH   DFND 17 107,523 0 0
DANA INCORPORATED COM 235825205 135 7,637 SH   DFND 20 7,637 0 0
DANA INCORPORATED COM 235825205 2,067 116,493 SH   DFND 21 102,488 0 14,005
DANAHER CORPORATION COM 235851102 65,104 493,134 SH   DFND 17 490,085 0 3,049
DANAHER CORPORATION COM 235851102 1,776 13,456 SH   DFND 20 13,456 0 0
DANAHER CORPORATION COM 235851102 106,911 809,809 SH   DFND 21 459,613 0 350,196
DANAHER CORPORATION COM 235851102 7,246 54,884 SH   DFND 24 54,884 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 66,338 63,000 SH   DFND 17 56,005 0 6,995
DANAHER CORPORATION CALL 235851902 3,446 26,100 SH Call DFND 4 26,100 0 0
DANAHER CORPORATION PUT 235851952 10,773 81,600 SH Put DFND 4 81,600 0 0
DANAHER CORPORATION DBCV 1/2 235851AF9 2,044 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 177 1,460 SH   DFND 4 1,460 0 0
DARDEN RESTAURANTS INC COM 237194105 3,144 25,884 SH   DFND 17 24,972 0 912
DARDEN RESTAURANTS INC COM 237194105 842 6,934 SH   DFND 20 6,934 0 0
DARDEN RESTAURANTS INC COM 237194105 30,606 251,962 SH   DFND 21 218,013 0 33,949
DAVE & BUSTERS ENTMT INC COM 238337109 6,068 121,668 SH   DFND 17 42,227 0 79,441
DAVE & BUSTERS ENTMT INC COM 238337109 162 3,250 SH   DFND 20 3,250 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 2,554 51,213 SH   DFND 21 22,342 0 28,871
DAVITA INC COM 23918K108 266 4,900 SH   DFND 4 4,900 0 0
DAVITA INC COM 23918K108 604 11,121 SH   DFND 17 11,121 0 0
DAVITA INC COM 23918K108 278 5,128 SH   DFND 21 3,588 0 1,540
DEAN FOODS CO NEW COM NEW 242370203 152 50,201 SH   DFND 17 50,201 0 0
DECKERS OUTDOOR CORP COM 243537107 5,600 38,101 SH   DFND 17 30,911 0 7,190
DECKERS OUTDOOR CORP COM 243537107 8,895 60,512 SH   DFND 21 31,870 0 28,642
DEERE & CO COM 244199105 2,933 18,351 SH   DFND 4 18,351 0 0
DEERE & CO COM 244199105 241,245 1,509,289 SH   DFND 17 1,509,289 0 0
DEERE & CO COM 244199105 1,519 9,504 SH   DFND 21 9,504 0 0
DEERE & CO COM 244199105 9,175 57,400 SH   DFND 24 57,400 0 0
DEERE & CO CALL 244199905 3,469 21,700 SH Call DFND 4 21,700 0 0
DEERE & CO PUT 244199955 15,377 96,200 SH Put DFND 4 96,200 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 6,672 205,744 SH   DFND 17 205,744 0 0
DELEK US HLDGS INC NEW COM 24665A103 133 3,662 SH   DFND 17 3,662 0 0
DELEK US HLDGS INC NEW COM 24665A103 314 8,627 SH   DFND 21 8,627 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,084 35,510 SH   DFND 17 35,510 0 0
DELL TECHNOLOGIES INC CL C 24703L202 11,636 198,264 SH   DFND 21 198,264 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,217 120,359 SH   DFND 17 120,359 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 255 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 22,951 444,365 SH   DFND 21 435,702 0 8,663
DELTA AIR LINES INC DEL CALL 247361902 826 16,000 SH Call DFND 4 16,000 0 0
DELTA AIR LINES INC DEL PUT 247361952 1,890 36,600 SH Put DFND 4 36,600 0 0
DENBURY RES INC COM NEW 247916208 43 20,752 SH   DFND 17 20,752 0 0
DELUXE CORP COM 248019101 91 2,080 SH   DFND 17 2,080 0 0
DELUXE CORP COM 248019101 3,183 72,796 SH   DFND 21 16,241 0 56,555
DENALI THERAPEUTICS INC COM 24823R105 1,714 73,822 SH   DFND 17 73,822 0 0
DENALI THERAPEUTICS INC COM 24823R105 604 26,000 SH   DFND 24 26,000 0 0
DENTSPLY SIRONA INC COM 24906P109 1,206 24,326 SH   DFND 17 24,326 0 0
DENTSPLY SIRONA INC COM 24906P109 124 2,492 SH   DFND 21 2,492 0 0
DERMIRA INC COM 24983L104 3,946 291,206 SH   DFND 17 291,206 0 0
DERMIRA INC COM 24983L104 416 30,700 SH   DFND 24 30,700 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 46,810 52,640,000 PRN   DFND 17 52,640,000 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 16,507 21,630,000 PRN   DFND 17 21,630,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 14,442 457,600 SH   DFND 4 457,600 0 0
DEVON ENERGY CORP NEW COM 25179M103 13,446 426,031 SH   DFND 17 426,031 0 0
DEXCOM INC COM 252131107 14,483 121,602 SH   DFND 17 99,906 0 21,696
DEXCOM INC COM 252131107 257 2,158 SH   DFND 20 2,158 0 0
DEXCOM INC COM 252131107 3,188 26,764 SH   DFND 21 26,764 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 5,022 3,750,000 PRN   DFND 17 3,750,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,717 163,703 SH   DFND 17 163,703 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 101 9,319 SH   DFND 17 9,319 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 168 15,492 SH   DFND 21 15,492 0 0
DIAMONDBACK ENERGY INC COM 25278X109 11,159 109,906 SH   DFND 17 108,870 0 1,036
DIAMONDBACK ENERGY INC COM 25278X109 95 934 SH   DFND 21 934 0 0
DIAMONDBACK ENERGY INC COM 25278X109 934 9,200 SH   DFND 24 9,200 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,468 100,197 SH   DFND 17 100,197 0 0
DICKS SPORTING GOODS INC COM 253393102 119 3,237 SH   DFND 17 3,237 0 0
DICKS SPORTING GOODS INC COM 253393102 23,501 638,443 SH   DFND 21 258,584 0 379,859
DIGITAL RLTY TR INC COM 253868103 10,276 86,355 SH   DFND 4 86,355 0 0
DIGITAL RLTY TR INC COM 253868103 1,491 12,527 SH   DFND 17 12,527 0 0
DILLARDS INC CL A 254067101 36 499 SH   DFND 17 499 0 0
DILLARDS INC CL A 254067101 1,720 23,886 SH   DFND 21 6,964 0 16,922
DINE BRANDS GLOBAL INC COM 254423106 9,934 108,815 SH   DFND 17 56,286 0 52,529
DISNEY WALT CO COM DISNEY 254687106 17,468 157,327 SH   DFND 4 157,327 0 0
DISNEY WALT CO COM DISNEY 254687106 363,419 3,273,157 SH   DFND 17 3,169,315 0 103,842
DISNEY WALT CO COM DISNEY 254687106 14,004 126,131 SH   DFND 20 126,131 0 0
DISNEY WALT CO COM DISNEY 254687106 60,921 548,693 SH   DFND 21 445,373 0 103,320
DISNEY WALT CO CALL 254687906 15,888 143,100 SH Call DFND 4 143,100 0 0
DISNEY WALT CO PUT 254687956 50,641 456,100 SH Put DFND 4 456,100 0 0
DISCOVER FINL SVCS COM 254709108 1,796 25,237 SH   DFND 4 25,237 0 0
DISCOVER FINL SVCS COM 254709108 21,592 303,423 SH   DFND 17 303,423 0 0
DISCOVER FINL SVCS COM 254709108 25,559 359,178 SH   DFND 21 235,855 0 123,323
DISCOVER FINL SVCS PUT 254709958 434 6,100 SH Put DFND 4 6,100 0 0
DISCOVERY INC COM SER A 25470F104 162 6,000 SH   DFND 4 6,000 0 0
DISCOVERY INC COM SER A 25470F104 256 9,488 SH   DFND 17 9,488 0 0
DISCOVERY INC COM SER A 25470F104 2,332 86,320 SH   DFND 21 15,883 0 70,437
DISCOVERY INC COM SER C 25470F302 125 4,900 SH   DFND 4 4,900 0 0
DISCOVERY INC COM SER C 25470F302 544 21,404 SH   DFND 17 21,404 0 0
DISCOVERY INC COM SER C 25470F302 1,824 71,751 SH   DFND 21 0 0 71,751
DISH NETWORK CORP CL A 25470M109 17,113 540,000 SH   DFND 4 540,000 0 0
DISH NETWORK CORP CL A 25470M109 436 13,743 SH   DFND 17 13,743 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 17,040 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 136,721 160,565,000 PRN   DFND 17 151,855,000 0 8,710,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 97,048 118,040,000 PRN   DFND 17 114,695,000 0 3,345,000
DR REDDYS LABS LTD ADR 256135203 352 8,700 SH   DFND 17 8,700 0 0
DR REDDYS LABS LTD ADR 256135203 589 14,532 SH   DFND 21 14,532 0 0
DOCUSIGN INC COM 256163106 4,694 90,549 SH   DFND 17 82,374 0 8,175
DOLBY LABORATORIES INC COM CL A 25659T107 24,001 381,142 SH   DFND 17 346,054 0 35,088
DOLLAR GEN CORP NEW COM 256677105 175 1,469 SH   DFND 4 1,469 0 0
DOLLAR GEN CORP NEW COM 256677105 1,916 16,064 SH   DFND 17 16,064 0 0
DOLLAR GEN CORP NEW COM 256677105 224 1,874 SH   DFND 21 1,874 0 0
DOLLAR GEN CORP NEW CALL 256677905 310 2,600 SH Call DFND 4 2,600 0 0
DOLLAR GEN CORP NEW PUT 256677955 644 5,400 SH Put DFND 4 5,400 0 0
DOLLAR TREE INC COM 256746108 11,851 112,827 SH   DFND 17 92,119 0 20,708
DOLLAR TREE INC PUT 256746958 431 4,100 SH Put DFND 4 4,100 0 0
DOMINION ENERGY INC COM 25746U109 16,269 212,222 SH   DFND 17 212,222 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 78,624 1,575,000 SH   DFND 17 1,575,000 0 0
DOMINION ENERGY INC CALL 25746U909 3,726 48,600 SH Call DFND 4 48,600 0 0
DOMINION ENERGY INC PUT 25746U959 11,491 149,900 SH Put DFND 4 149,900 0 0
DOMINOS PIZZA INC COM 25754A201 485 1,878 SH   DFND 17 1,878 0 0
DOMTAR CORP COM NEW 257559203 5,297 106,798 SH   DFND 17 96,765 0 10,033
DOMTAR CORP COM NEW 257559203 362 7,289 SH   DFND 20 7,289 0 0
DOMTAR CORP COM NEW 257559203 31,752 640,185 SH   DFND 21 438,953 0 201,232
DONALDSON INC COM 257651109 290 5,797 SH   DFND 17 5,797 0 0
DONALDSON INC COM 257651109 395 7,887 SH   DFND 21 7,887 0 0
DONALDSON INC COM 257651109 5,509 110,040 SH   DFND 24 110,040 0 0
DONEGAL GROUP INC CL A 257701201 123 9,119 SH   DFND 17 9,119 0 0
DONEGAL GROUP INC CL A 257701201 111 8,228 SH   DFND 21 8,228 0 0
DONNELLEY R R & SONS CO COM 257867200 5,664 1,200,000 SH   DFND 4 1,200,000 0 0
DONNELLEY R R & SONS CO COM 257867200 15 3,193 SH   DFND 17 3,193 0 0
DOUGLAS EMMETT INC COM 25960P109 16,924 418,708 SH   DFND 4 418,708 0 0
DOUGLAS EMMETT INC COM 25960P109 293 7,257 SH   DFND 17 7,257 0 0
DOVER CORP COM 260003108 1,766 18,824 SH   DFND 4 18,824 0 0
DOVER CORP COM 260003108 828 8,826 SH   DFND 17 8,826 0 0
DOWDUPONT INC COM 26078J100 8,280 155,319 SH   DFND 4 155,319 0 0
DOWDUPONT INC COM 26078J100 65,498 1,827,503 SH   DFND 17 1,822,103 0 5,400
DOWDUPONT INC COM 26078J100 8,483 236,694 SH   DFND 21 236,694 0 0
DOWDUPONT INC COM 26078J100 717 20,000 SH   DFND 24 20,000 0 0
DOWDUPONT INC CALL 26078J900 11,062 207,500 SH Call DFND 4 207,500 0 0
DOWDUPONT INC PUT 26078J950 27,002 506,500 SH Put DFND 4 506,500 0 0
DUCOMMUN INC DEL COM 264147109 1,269 29,151 SH   DFND 17 25,056 0 4,095
DUKE REALTY CORP COM NEW 264411505 32,087 1,049,279 SH   DFND 4 1,049,279 0 0
DUKE REALTY CORP COM NEW 264411505 668 21,839 SH   DFND 17 21,839 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 198 2,195 SH   DFND 4 2,195 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,650 118,329 SH   DFND 17 109,956 0 8,373
DUKE ENERGY CORP NEW COM NEW 26441C204 194 2,157 SH   DFND 20 2,157 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 51,794 575,491 SH   DFND 21 377,483 0 198,008
DUKE ENERGY CORP NEW CALL 26441C904 4,887 54,300 SH Call DFND 4 54,300 0 0
DUKE ENERGY CORP NEW PUT 26441C954 10,575 117,500 SH Put DFND 4 117,500 0 0
DUNKIN BRANDS GROUP INC COM 265504100 281 3,747 SH   DFND 17 3,747 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 57,663 62,565,000 PRN   DFND 17 62,565,000 0 0
DYNEX CAP INC COM NEW 26817Q506 244 40,145 SH   DFND 17 40,145 0 0
DYNEX CAP INC COM NEW 26817Q506 422 69,302 SH   DFND 21 1,011 0 68,291
EOG RES INC COM 26875P101 2,564 26,938 SH   DFND 4 26,938 0 0
EOG RES INC COM 26875P101 52,108 547,465 SH   DFND 17 515,449 0 32,016
EOG RES INC COM 26875P101 24,457 256,959 SH   DFND 20 256,959 0 0
EOG RES INC COM 26875P101 77,122 810,277 SH   DFND 21 714,697 0 95,580
EOG RES INC COM 26875P101 1,161 12,200 SH   DFND 24 12,200 0 0
EOG RES INC CALL 26875P901 3,817 40,100 SH Call DFND 4 40,100 0 0
EOG RES INC PUT 26875P951 14,277 150,000 SH Put DFND 4 150,000 0 0
EQT CORP COM 26884L109 241 11,609 SH   DFND 17 11,609 0 0
EPR PPTYS COM SH BEN INT 26884U109 6,279 81,655 SH   DFND 17 13,759 0 67,896
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 13,943 302,000 SH   DFND 4 302,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 13,485 290,435 SH   DFND 17 247,344 0 43,091
E TRADE FINANCIAL CORP COM NEW 269246401 36 772 SH   DFND 20 772 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 29,428 633,810 SH   DFND 21 539,392 0 94,418
EAST WEST BANCORP INC COM 27579R104 12,617 263,016 SH   DFND 17 263,016 0 0
EAST WEST BANCORP INC COM 27579R104 377 7,852 SH   DFND 21 7,204 0 648
EASTMAN CHEMICAL CO COM 277432100 16,059 211,641 SH   DFND 17 204,912 0 6,729
EASTMAN CHEMICAL CO COM 277432100 102 1,349 SH   DFND 20 1,349 0 0
EASTMAN CHEMICAL CO COM 277432100 20,485 269,965 SH   DFND 21 194,574 0 75,391
EATON VANCE CORP COM NON VTG 278265103 371 9,206 SH   DFND 4 9,206 0 0
EATON VANCE CORP COM NON VTG 278265103 204 5,069 SH   DFND 17 5,069 0 0
EBAY INC COM 278642103 82 2,200 SH   DFND 4 2,200 0 0
EBAY INC COM 278642103 13,812 371,896 SH   DFND 17 371,896 0 0
EBAY INC CALL 278642903 386 10,400 SH Call DFND 4 10,400 0 0
EBAY INC PUT 278642953 368 9,900 SH Put DFND 4 9,900 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 2,352 94,914 SH   DFND 17 94,914 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 38,513 38,670,000 PRN   DFND 17 38,670,000 0 0
ECHOSTAR CORP CL A 278768106 509 13,953 SH   DFND 17 13,953 0 0
ECHOSTAR CORP CL A 278768106 1,072 29,410 SH   DFND 21 29,410 0 0
ECOLAB INC COM 278865100 14,743 83,512 SH   DFND 17 83,500 0 12
ECOLAB INC COM 278865100 17,751 100,551 SH   DFND 20 100,551 0 0
ECOLAB INC COM 278865100 186,140 1,054,378 SH   DFND 21 999,058 0 55,320
ECOLAB INC COM 278865100 9,385 53,160 SH   DFND 24 53,160 0 0
ECOLAB INC CALL 278865900 2,171 12,300 SH Call DFND 4 12,300 0 0
ECOLAB INC PUT 278865950 7,326 41,500 SH Put DFND 4 41,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 2,649 123,542 SH   DFND 21 109,644 0 13,898
EDISON INTL COM 281020107 3 55 SH   DFND 4 55 0 0
EDISON INTL COM 281020107 10,579 170,853 SH   DFND 17 162,826 0 8,027
EDISON INTL COM 281020107 822 13,283 SH   DFND 20 13,283 0 0
EDISON INTL COM 281020107 19,203 310,128 SH   DFND 21 224,105 0 86,023
EDITAS MEDICINE INC COM 28106W103 1,060 43,360 SH   DFND 17 43,360 0 0
EDITAS MEDICINE INC COM 28106W103 538 22,000 SH   DFND 24 22,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 287 1,500 SH   DFND 4 1,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 25,041 130,881 SH   DFND 17 111,084 0 19,797
EDWARDS LIFESCIENCES CORP COM 28176E108 3,603 18,832 SH   DFND 21 7,812 0 11,020
EDWARDS LIFESCIENCES CORP CALL 28176E908 2,162 11,300 SH Call DFND 4 11,300 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 6,161 32,200 SH Put DFND 4 32,200 0 0
EGAIN CORP COM NEW 28225C806 1,290 123,448 SH   DFND 17 86,267 0 37,181
EIDOS THERAPEUTICS INC COM 28249H104 814 34,721 SH   DFND 17 34,721 0 0
EIDOS THERAPEUTICS INC COM 28249H104 256 10,900 SH   DFND 24 10,900 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 22,976 716,434 SH   DFND 17 588,294 0 128,140
ELANCO ANIMAL HEALTH INC COM 28414H103 318 9,918 SH   DFND 21 9,918 0 0
ELDORADO RESORTS INC COM 28470R102 1,878 40,213 SH   DFND 17 40,213 0 0
ELECTRONIC ARTS INC COM 285512109 19,205 188,968 SH   DFND 4 188,968 0 0
ELECTRONIC ARTS INC COM 285512109 75,295 740,874 SH   DFND 17 703,669 0 37,205
ELECTRONIC ARTS INC COM 285512109 43 427 SH   DFND 21 427 0 0
ELECTRONIC ARTS INC CALL 285512909 579 5,700 SH Call DFND 4 5,700 0 0
ELECTRONIC ARTS INC PUT 285512959 2,033 20,000 SH Put DFND 4 20,000 0 0
ELLIE MAE INC COM 28849P100 154 1,561 SH   DFND 17 1,561 0 0
ELLIE MAE INC COM 28849P100 2,507 25,400 SH   DFND 21 25,400 0 0
EMCOR GROUP INC COM 29084Q100 30,161 412,715 SH   DFND 17 412,715 0 0
EMCOR GROUP INC COM 29084Q100 422 5,773 SH   DFND 21 0 0 5,773
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,738 54,196 SH   DFND 17 32,921 0 21,275
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,259 64,518 SH   DFND 21 23,826 0 40,692
EMERSON ELEC CO COM 291011104 1,083 15,819 SH   DFND 4 15,819 0 0
EMERSON ELEC CO COM 291011104 2,563 37,429 SH   DFND 17 37,429 0 0
EMERSON ELEC CO COM 291011104 1,301 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 1,328 19,400 SH Call DFND 4 19,400 0 0
EMERSON ELEC CO PUT 291011954 4,711 68,800 SH Put DFND 4 68,800 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 331 170,434 SH   DFND 4 170,434 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 168 13,211 SH   DFND 17 13,211 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,355 33,781 SH   DFND 17 5,333 0 28,448
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 18,473 1,290,000 SH   DFND 4 1,290,000 0 0
ENCANA CORP COM 292505104 159 21,988 SH   DFND 21 17,262 0 4,726
ENBRIDGE INC COM 29250N105 8,985 248,000 SH   DFND 4 248,000 0 0
ENBRIDGE INC COM 29250N105 4,378 120,832 SH   DFND 17 120,832 0 0
ENBRIDGE INC COM 29250N105 0 2 SH   DFND 21 2 0 0
ENBRIDGE INC COM 29250N105 543 15,000 SH   DFND 24 15,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 35,916 37,750,000 PRN   DFND 17 37,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 49,072 53,000,000 PRN   DFND 17 53,000,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 16,390 17,490,000 PRN   DFND 17 17,490,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,784 2,000,000 PRN   DFND 17 2,000,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 30,874 528,670 SH   DFND 17 502,910 0 25,760
ENCOMPASS HEALTH CORP COM 29261A100 195 3,335 SH   DFND 20 3,335 0 0
ENCOMPASS HEALTH CORP COM 29261A100 11,313 193,709 SH   DFND 21 163,191 0 30,518
ENERGIZER HLDGS INC NEW COM 29272W109 201 4,470 SH   DFND 17 4,470 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 39,708 2,583,477 SH   DFND 4 2,583,477 0 0
ENERSYS COM 29275Y102 13,661 209,646 SH   DFND 17 209,646 0 0
ENERSYS COM 29275Y102 575 8,826 SH   DFND 20 8,826 0 0
ENERSYS COM 29275Y102 6,664 102,273 SH   DFND 21 43,820 0 58,453
ENERPLUS CORP COM 292766102 17,946 2,140,591 SH   DFND 17 2,140,591 0 0
ENERPLUS CORP COM 292766102 149 17,771 SH   DFND 21 0 0 17,771
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 28,511 2,230,935 SH   DFND 4 2,230,935 0 0
ENNIS INC COM 293389102 11,152 537,189 SH   DFND 17 511,422 0 25,767
ENNIS INC COM 293389102 0 8 SH   DFND 20 8 0 0
ENNIS INC COM 293389102 1,188 57,217 SH   DFND 21 31,179 0 26,038
ENOVA INTL INC COM 29357K103 488 21,405 SH   DFND 17 21,405 0 0
ENSIGN GROUP INC COM 29358P101 1,248 24,380 SH   DFND 17 2,242 0 22,138
ENSIGN GROUP INC COM 29358P101 5,936 115,962 SH   DFND 21 54,166 0 61,796
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 46,429 60,000,000 PRN   DFND 4 60,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 82,299 106,655,000 PRN   DFND 17 100,980,000 0 5,675,000
ENTEGRIS INC COM 29362U104 4,848 135,824 SH   DFND 17 108,459 0 27,365
ENTERGY CORP NEW COM 29364G103 34,246 358,110 SH   DFND 17 244,679 0 113,431
ENTERGY CORP NEW COM 29364G103 870 9,094 SH   DFND 20 9,094 0 0
ENTERGY CORP NEW COM 29364G103 107,152 1,120,486 SH   DFND 21 706,316 0 414,170
ENTERPRISE FINL SVCS CORP COM 293712105 12,706 311,644 SH   DFND 17 311,644 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 599 14,704 SH   DFND 21 14,704 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 52,722 1,811,768 SH   DFND 4 1,811,768 0 0
ENVESTNET INC COM 29404K106 6,860 104,908 SH   DFND 17 45,303 0 59,605
EPAM SYS INC COM 29414B104 20,866 123,372 SH   DFND 17 84,169 0 39,203
EQUIFAX INC COM 294429105 7,344 61,974 SH   DFND 17 50,410 0 11,564
EQUINIX INC COM 29444U700 43,017 94,927 SH   DFND 4 94,927 0 0
EQUINIX INC COM 29444U700 15,745 34,746 SH   DFND 17 34,746 0 0
EQUINIX INC CALL 29444U900 952 2,100 SH Call DFND 4 2,100 0 0
EQUINIX INC PUT 29444U950 5,529 12,200 SH Put DFND 4 12,200 0 0
EQUINOR ASA SPONSORED ADR 29446M102 8,382 381,510 SH   DFND 17 381,510 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,394 64,000 SH   DFND 4 64,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 210 9,641 SH   DFND 17 9,641 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 2,388 82,902 SH   DFND 17 82,902 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 590 18,058 SH   DFND 17 18,058 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 22,429 196,225 SH   DFND 4 196,225 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 10,147 88,772 SH   DFND 17 48,431 0 40,341
EQUITY RESIDENTIAL SH BEN INT 29476L107 59,128 785,024 SH   DFND 4 785,024 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,668 22,141 SH   DFND 17 22,141 0 0
ERIE INDTY CO CL A 29530P102 199 1,113 SH   DFND 17 1,113 0 0
ERIE INDTY CO CL A 29530P102 2,075 11,624 SH   DFND 21 11,624 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 650 16,178 SH   DFND 17 16,178 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 598 14,900 SH   DFND 24 14,900 0 0
ESSEX PPTY TR INC COM 297178105 29,033 100,377 SH   DFND 4 100,377 0 0
ESSEX PPTY TR INC COM 297178105 2,494 8,621 SH   DFND 17 8,621 0 0
ETSY INC COM 29786A106 10,304 153,294 SH   DFND 17 78,020 0 75,274
ETSY INC COM 29786A106 282 4,190 SH   DFND 21 927 0 3,263
ETSY INC NOTE 3/0 29786AAC0 48,860 25,095,000 PRN   DFND 17 23,065,000 0 2,030,000
EURONET WORLDWIDE INC COM 298736109 317 2,224 SH   DFND 17 2,224 0 0
EURONET WORLDWIDE INC COM 298736109 120 843 SH   DFND 20 843 0 0
EURONET WORLDWIDE INC COM 298736109 12,286 86,160 SH   DFND 21 83,808 0 2,352
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 3,943 2,000,000 PRN   DFND 17 1,500,000 0 500,000
EVERCORE INC CLASS A 29977A105 165 1,811 SH   DFND 17 1,811 0 0
EVERCORE INC CLASS A 29977A105 166 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 8,881 97,597 SH   DFND 21 93,396 0 4,201
EVERBRIDGE INC COM 29978A104 14,550 193,972 SH   DFND 17 158,276 0 35,696
EVERGY INC COM 30034W106 18,850 324,712 SH   DFND 17 315,045 0 9,667
EVERGY INC COM 30034W106 24,378 419,943 SH   DFND 21 61,145 0 358,798
EVERTEC INC COM 30040P103 2,588 93,043 SH   DFND 17 83,024 0 10,019
EVERTEC INC COM 30040P103 100 3,608 SH   DFND 20 3,608 0 0
EVERTEC INC COM 30040P103 13,609 489,344 SH   DFND 21 392,689 0 96,655
EVERSOURCE ENERGY COM 30040W108 11,870 167,298 SH   DFND 17 167,298 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,691 398,625 SH   DFND 17 385,585 0 13,040
EVOLENT HEALTH INC CL A 30050B101 39 3,097 SH   DFND 17 3,097 0 0
EVOLENT HEALTH INC CL A 30050B101 660 52,448 SH   DFND 21 52,448 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 19,410 20,000,000 PRN   DFND 17 20,000,000 0 0
EXACT SCIENCES CORP COM 30063P105 15,369 177,427 SH   DFND 17 134,880 0 42,547
EXACT SCIENCES CORP COM 30063P105 146 1,682 SH   DFND 21 1,682 0 0
EXACT SCIENCES CORP COM 30063P105 424 4,900 SH   DFND 24 4,900 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 127,848 125,000,000 PRN   DFND 17 119,400,000 0 5,600,000
EXANTAS CAP CORP COM NEW 30068N105 582 54,743 SH   DFND 17 54,743 0 0
EXELON CORP COM 30161N101 128,501 2,563,358 SH   DFND 17 2,268,801 0 294,557
EXELON CORP COM 30161N101 2,687 53,598 SH   DFND 20 53,598 0 0
EXELON CORP COM 30161N101 192,138 3,832,788 SH   DFND 21 2,548,767 0 1,284,021
EXELON CORP CALL 30161N901 2,161 43,100 SH Call DFND 4 43,100 0 0
EXELON CORP PUT 30161N951 7,660 152,800 SH Put DFND 4 152,800 0 0
EXELIXIS INC COM 30161Q104 2,275 95,568 SH   DFND 17 79,593 0 15,975
EXELIXIS INC COM 30161Q104 144 6,043 SH   DFND 21 6,043 0 0
EXELIXIS INC COM 30161Q104 1,309 55,000 SH   DFND 24 55,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,317 11,065 SH   DFND 17 7,313 0 3,752
EXPEDIA GROUP INC COM NEW 30212P303 588 4,942 SH   DFND 20 4,942 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,338 19,648 SH   DFND 21 19,648 0 0
EXPEDITORS INTL WASH INC COM 302130109 10,444 137,604 SH   DFND 17 25,193 0 112,411
EXPEDITORS INTL WASH INC COM 302130109 1,240 16,337 SH   DFND 20 16,337 0 0
EXPEDITORS INTL WASH INC COM 302130109 17,302 227,958 SH   DFND 21 189,681 0 38,277
EXPONENT INC COM 30214U102 134 2,325 SH   DFND 17 2,325 0 0
EXPONENT INC COM 30214U102 176 3,049 SH   DFND 21 0 0 3,049
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 13,631 759,405 SH   DFND 17 759,405 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,245 31,845 SH   DFND 4 31,845 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,463 92,852 SH   DFND 17 92,852 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,813 96,294 SH   DFND 21 96,294 0 0
EXXON MOBIL CORP COM 30231G102 1,009 12,484 SH   DFND 4 12,484 0 0
EXXON MOBIL CORP COM 30231G102 86,369 1,068,918 SH   DFND 17 1,047,436 0 21,482
EXXON MOBIL CORP COM 30231G102 1,997 24,720 SH   DFND 20 24,720 0 0
EXXON MOBIL CORP COM 30231G102 200,858 2,485,865 SH   DFND 21 1,879,247 0 606,618
EXXON MOBIL CORP COM 30231G102 2,731 33,800 SH   DFND 24 33,800 0 0
EXXON MOBIL CORP CALL 30231G902 34,671 429,100 SH Call DFND 4 429,100 0 0
EXXON MOBIL CORP PUT 30231G952 68,139 843,300 SH Put DFND 4 843,300 0 0
FLIR SYS INC COM 302445101 19,511 410,059 SH   DFND 17 405,005 0 5,054
FLIR SYS INC COM 302445101 10,690 224,664 SH   DFND 21 142,405 0 82,259
F M C CORP COM NEW 302491303 20,349 264,891 SH   DFND 17 236,247 0 28,644
F M C CORP COM NEW 302491303 5,347 69,600 SH   DFND 24 69,600 0 0
FNB CORP PA COM 302520101 13,190 1,244,314 SH   DFND 17 1,244,314 0 0
FTI CONSULTING INC COM 302941109 7,175 93,395 SH   DFND 17 50,921 0 42,474
FTI CONSULTING INC COM 302941109 11,282 146,869 SH   DFND 21 121,391 0 25,478
FACEBOOK INC CL A 30303M102 3,088 18,527 SH   DFND 4 18,527 0 0
FACEBOOK INC CL A 30303M102 941,557 5,648,552 SH   DFND 17 5,117,449 0 531,103
FACEBOOK INC CL A 30303M102 3,736 22,415 SH   DFND 20 22,415 0 0
FACEBOOK INC CL A 30303M102 350,447 2,102,389 SH   DFND 21 1,760,665 0 341,724
FACEBOOK INC CALL 30303M902 41,256 247,500 SH Call DFND 4 247,500 0 0
FACEBOOK INC PUT 30303M952 117,233 703,300 SH Put DFND 4 703,300 0 0
FACTSET RESH SYS INC COM 303075105 419 1,688 SH   DFND 17 1,688 0 0
FAIR ISAAC CORP COM 303250104 29,981 110,374 SH   DFND 17 110,374 0 0
FATE THERAPEUTICS INC COM 31189P102 1,925 109,549 SH   DFND 17 109,549 0 0
FASTENAL CO COM 311900104 1,122 17,451 SH   DFND 17 17,451 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 578 7,987 SH   DFND 17 3,862 0 4,125
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 10,095 73,234 SH   DFND 4 73,234 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 616 4,472 SH   DFND 17 4,472 0 0
FEDEX CORP COM 31428X106 1,713 9,445 SH   DFND 4 9,445 0 0
FEDEX CORP COM 31428X106 21,124 116,445 SH   DFND 17 116,445 0 0
FEDEX CORP COM 31428X106 18,275 100,738 SH   DFND 21 80,134 0 20,604
FEDEX CORP CALL 31428X906 2,921 16,100 SH Call DFND 4 16,100 0 0
FEDEX CORP PUT 31428X956 13,842 76,300 SH Put DFND 4 76,300 0 0
FEDNAT HLDG CO COM 31431B109 8 518 SH   DFND 17 518 0 0
FEDNAT HLDG CO COM 31431B109 175 10,921 SH   DFND 21 10,921 0 0
F5 NETWORKS INC COM 315616102 535 3,406 SH   DFND 4 3,406 0 0
F5 NETWORKS INC COM 315616102 1,744 11,115 SH   DFND 17 11,115 0 0
F5 NETWORKS INC COM 315616102 463 2,950 SH   DFND 20 2,950 0 0
F5 NETWORKS INC COM 315616102 16,063 102,360 SH   DFND 21 82,840 0 19,520
FIBROGEN INC COM 31572Q808 2,406 44,262 SH   DFND 17 44,262 0 0
FIBROGEN INC COM 31572Q808 266 4,900 SH   DFND 24 4,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 17,945 158,666 SH   DFND 17 155,390 0 3,276
FIDELITY NATL INFORMATION SV COM 31620M106 1,468 12,980 SH   DFND 20 12,980 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 13,364 118,164 SH   DFND 21 79,776 0 38,388
FIDELITY NATL INFORMATION SV CALL 31620M906 735 6,500 SH Call DFND 4 6,500 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 780 6,900 SH Put DFND 4 6,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 435 11,913 SH   DFND 17 11,913 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,043 110,615 SH   DFND 21 110,615 0 0
FIFTH THIRD BANCORP COM 316773100 1,894 75,100 SH   DFND 4 75,100 0 0
FIFTH THIRD BANCORP COM 316773100 13,018 516,165 SH   DFND 17 516,165 0 0
FIFTH THIRD BANCORP COM 316773100 13,566 537,921 SH   DFND 21 532,256 0 5,665
58 COM INC SPON ADR REP A 31680Q104 592 9,008 SH   DFND 17 9,008 0 0
58 COM INC SPON ADR REP A 31680Q104 339 5,163 SH   DFND 21 5,163 0 0
FINANCIAL INSTNS INC COM 317585404 68 2,488 SH   DFND 17 2,488 0 0
FINANCIAL INSTNS INC COM 317585404 1,430 52,623 SH   DFND 21 52,623 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 93,177 95,010,000 PRN   DFND 17 95,010,000 0 0
FIREEYE INC COM 31816Q101 37,353 2,224,692 SH   DFND 17 2,169,332 0 55,360
FIREEYE INC COM 31816Q101 223 13,296 SH   DFND 21 13,296 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 39,688 42,390,000 PRN   DFND 17 42,390,000 0 0
FIRST AMERN FINL CORP COM 31847R102 20,239 392,987 SH   DFND 17 313,009 0 79,978
FIRST AMERN FINL CORP COM 31847R102 13,488 261,896 SH   DFND 21 178,515 0 83,381
FIRST BANCORP P R COM NEW 318672706 2,129 185,760 SH   DFND 17 185,760 0 0
FIRST BANCORP P R COM NEW 318672706 316 27,608 SH   DFND 21 0 0 27,608
FIRST BANCORP N C COM 318910106 158 4,539 SH   DFND 17 4,539 0 0
FIRST BANCORP N C COM 318910106 164 4,709 SH   DFND 21 0 0 4,709
FIRST DEFIANCE FINL CORP COM 32006W106 3,354 116,702 SH   DFND 17 116,702 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 431 14,996 SH   DFND 21 14,996 0 0
FIRST DATA CORP NEW COM CL A 32008D106 7,030 267,614 SH   DFND 17 234,384 0 33,230
FIRST DATA CORP NEW COM CL A 32008D106 1,064 40,504 SH   DFND 21 40,504 0 0
FIRST FINL BANKSHARES COM 32020R109 2,046 35,414 SH   DFND 17 35,414 0 0
FIRST FNDTN INC COM 32026V104 2,552 188,084 SH   DFND 17 188,084 0 0
FIRST HORIZON NATL CORP COM 320517105 13,079 935,538 SH   DFND 17 935,538 0 0
FIRST HAWAIIAN INC COM 32051X108 12,847 493,161 SH   DFND 17 493,161 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 10,458 295,770 SH   DFND 4 295,770 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,866 363,853 SH   DFND 17 191,781 0 172,072
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 12,763 320,527 SH   DFND 17 320,527 0 0
FIRST MERCHANTS CORP COM 320817109 6,333 171,848 SH   DFND 17 85,232 0 86,616
FIRST MERCHANTS CORP COM 320817109 1,506 40,861 SH   DFND 21 26,827 0 14,034
FIRST MIDWEST BANCORP DEL COM 320867104 97 4,758 SH   DFND 17 4,758 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,586 77,507 SH   DFND 21 0 0 77,507
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,555 105,068 SH   DFND 17 91,531 0 13,537
FIRST SOLAR INC COM 336433107 197 3,725 SH   DFND 17 3,725 0 0
FIRST SOLAR INC COM 336433107 377 7,140 SH   DFND 21 7,140 0 0
FIRSTCASH INC COM 33767D105 166 1,921 SH   DFND 17 1,921 0 0
FIRSTCASH INC COM 33767D105 1,443 16,681 SH   DFND 21 0 0 16,681
FISERV INC COM 337738108 136,890 1,550,639 SH   DFND 17 1,535,534 0 15,105
FISERV INC COM 337738108 640 7,255 SH   DFND 21 7,255 0 0
FISERV INC CALL 337738908 327 3,700 SH Call DFND 4 3,700 0 0
FISERV INC PUT 337738958 839 9,500 SH Put DFND 4 9,500 0 0
FIRSTENERGY CORP COM 337932107 4,495 108,025 SH   DFND 17 93,371 0 14,654
FIRSTENERGY CORP COM 337932107 103 2,465 SH   DFND 20 2,465 0 0
FIRSTENERGY CORP COM 337932107 18,754 450,701 SH   DFND 21 349,468 0 101,233
FIVE BELOW INC COM 33829M101 305 2,453 SH   DFND 17 2,453 0 0
FIVE9 INC COM 338307101 7,415 140,356 SH   DFND 17 85,380 0 54,976
FIVE9 INC COM 338307101 144 2,735 SH   DFND 21 2,735 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,449 5,878 SH   DFND 17 5,878 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 52,388 212,451 SH   DFND 21 195,480 0 16,971
FLEXION THERAPEUTICS INC COM 33938J106 1,487 119,121 SH   DFND 17 115,367 0 3,754
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 21,215 24,535,000 PRN   DFND 17 24,535,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 10,035 243,448 SH   DFND 17 192,547 0 50,901
FLUOR CORP NEW COM 343412102 60,821 1,652,758 SH   DFND 17 1,652,758 0 0
FLOWERS FOODS INC COM 343498101 319 14,962 SH   DFND 17 14,962 0 0
FLOWSERVE CORP COM 34354P105 358 7,934 SH   DFND 17 7,934 0 0
FLOWSERVE CORP COM 34354P105 4,648 102,970 SH   DFND 21 102,970 0 0
FLOWSERVE CORP COM 34354P105 3,611 80,000 SH   DFND 24 80,000 0 0
FLUIDIGM CORP DEL COM 34385P108 5,555 417,948 SH   DFND 17 405,252 0 12,696
FLY LEASING LTD SPONSORED ADR 34407D109 341 24,618 SH   DFND 21 22,481 0 2,137
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1 7 SH   DFND 17 7 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 396 4,287 SH   DFND 21 0 0 4,287
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 904 9,800 SH   DFND 24 9,800 0 0
FOOT LOCKER INC COM 344849104 51,184 844,628 SH   DFND 17 835,313 0 9,315
FOOT LOCKER INC COM 344849104 325 5,364 SH   DFND 20 5,364 0 0
FOOT LOCKER INC COM 344849104 18,060 298,026 SH   DFND 21 237,653 0 60,373
FORD MTR CO DEL COM 345370860 0 10 SH   DFND 4 10 0 0
FORD MTR CO DEL COM 345370860 86,009 9,795,971 SH   DFND 17 8,950,835 0 845,136
FORD MTR CO DEL COM 345370860 2,849 324,453 SH   DFND 21 252,379 0 72,074
FORD MTR CO DEL CALL 345370900 151 17,200 SH Call DFND 4 17,200 0 0
FORD MTR CO DEL PUT 345370950 279 31,800 SH Put DFND 4 31,800 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 29,146 695,442 SH   DFND 17 653,257 0 42,185
FORESTAR GROUP INC COM 346232101 177 10,245 SH   DFND 17 10,245 0 0
FORESTAR GROUP INC COM 346232101 1,169 67,607 SH   DFND 21 67,607 0 0
FORMFACTOR INC COM 346375108 5,899 366,598 SH   DFND 17 329,515 0 37,083
FORTIS INC COM 349553107 861 23,291 SH   DFND 20 23,291 0 0
FORTIS INC COM 349553107 8,275 223,830 SH   DFND 21 95,209 0 128,621
FORTINET INC COM 34959E109 202 2,400 SH   DFND 4 2,400 0 0
FORTINET INC COM 34959E109 85,028 1,012,594 SH   DFND 17 858,653 0 153,941
FORTINET INC COM 34959E109 236 2,807 SH   DFND 20 2,807 0 0
FORTINET INC COM 34959E109 49,744 592,403 SH   DFND 21 308,636 0 283,767
FORTIVE CORP COM 34959J108 92,526 1,102,948 SH   DFND 17 1,102,948 0 0
FORTIVE CORP COM 34959J108 5,439 64,829 SH   DFND 20 64,829 0 0
FORTIVE CORP COM 34959J108 3,188 38,002 SH   DFND 21 33,863 0 4,139
FORTIVE CORP COM 34959J108 1,925 22,942 SH   DFND 24 22,942 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 173,980 165,845 SH   DFND 17 159,075 0 6,770
FORTIVE CORP PUT 34959J958 772 9,200 SH Put DFND 4 9,200 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 7,324 153,836 SH   DFND 17 153,836 0 0
FOX CORP CL A COM 35137L105 776 21,138 SH   DFND 17 21,138 0 0
FOX CORP CL A COM 35137L105 1,948 53,058 SH   DFND 21 53,058 0 0
FOX CORP CL B COM 35137L204 354 9,858 SH   DFND 17 9,858 0 0
FOX CORP CL B COM 35137L204 345 9,615 SH   DFND 21 9,615 0 0
FOX FACTORY HLDG CORP COM 35138V102 6,301 90,150 SH   DFND 17 52,642 0 37,508
FOX FACTORY HLDG CORP COM 35138V102 3,499 50,069 SH   DFND 21 30,726 0 19,343
FRANCO NEVADA CORP COM 351858105 506 6,743 SH   DFND 20 6,743 0 0
FRANCO NEVADA CORP COM 351858105 1,982 26,430 SH   DFND 21 26,430 0 0
FRANKLIN ELEC INC COM 353514102 107 2,090 SH   DFND 17 2,090 0 0
FRANKLIN ELEC INC COM 353514102 183 3,576 SH   DFND 21 3,576 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,616 90,171 SH   DFND 17 87,117 0 3,054
FRANKLIN RES INC COM 354613101 1,143 34,500 SH   DFND 4 34,500 0 0
FRANKLIN RES INC COM 354613101 605 18,245 SH   DFND 17 18,245 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 138 19,170 SH   DFND 17 19,170 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,896 690,117 SH   DFND 17 690,117 0 0
FREEPORT-MCMORAN INC CL B 35671D857 24,926 1,933,730 SH   DFND 21 1,933,730 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 6,841 168,784 SH   DFND 17 168,784 0 0
FRESHPET INC COM 358039105 12,801 302,699 SH   DFND 17 188,587 0 114,112
FRESHPET INC COM 358039105 1,107 26,185 SH   DFND 21 26,185 0 0
FRONTDOOR INC COM 35905A109 1,665 48,385 SH   DFND 17 11,817 0 36,568
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,797 1,405,493 SH   DFND 17 1,405,493 0 0
FUNKO INC COM CL A 361008105 11 500 SH   DFND 17 500 0 0
FUNKO INC COM CL A 361008105 2,071 95,356 SH   DFND 21 95,356 0 0
GATX CORP COM 361448103 658 8,611 SH   DFND 17 8,611 0 0
GATX CORP COM 361448103 306 4,001 SH   DFND 21 4,001 0 0
GEO GROUP INC NEW COM 36162J106 201 10,466 SH   DFND 17 10,466 0 0
GCI LIBERTY INC COM CLASS A 36164V305 253 4,550 SH   DFND 17 4,550 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 1,075 6,380 SH   DFND 17 6,380 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 405 2,400 SH   DFND 24 2,400 0 0
G1 THERAPEUTICS INC COM 3621LQ109 254 15,328 SH   DFND 17 15,328 0 0
G1 THERAPEUTICS INC COM 3621LQ109 224 13,478 SH   DFND 21 13,478 0 0
G1 THERAPEUTICS INC COM 3621LQ109 110 6,600 SH   DFND 24 6,600 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,195 180,059 SH   DFND 17 129,723 0 50,336
GMS INC COM 36251C103 235 15,515 SH   DFND 17 15,515 0 0
GMS INC COM 36251C103 298 19,723 SH   DFND 21 18,418 0 1,305
GAIA INC NEW CL A 36269P104 2,349 256,759 SH   DFND 17 247,955 0 8,804
GALLAGHER ARTHUR J & CO COM 363576109 27,013 345,883 SH   DFND 17 280,393 0 65,490
GALLAGHER ARTHUR J & CO COM 363576109 1,393 17,841 SH   DFND 21 3,173 0 14,668
GAMING & LEISURE PPTYS INC COM 36467J108 9,004 233,436 SH   DFND 17 144,747 0 88,689
GAMING & LEISURE PPTYS INC COM 36467J108 25,154 652,171 SH   DFND 21 597,591 0 54,580
GAMESTOP CORP NEW CL A 36467W109 46 4,517 SH   DFND 17 4,517 0 0
GAMESTOP CORP NEW CL A 36467W109 371 36,471 SH   DFND 21 36,471 0 0
GAMESTOP CORP NEW CALL 36467W909 406 40,000 SH Call DFND 21 40,000 0 0
GAP INC COM 364760108 275 10,516 SH   DFND 4 10,516 0 0
GAP INC COM 364760108 418 15,957 SH   DFND 17 15,957 0 0
GAP INC COM 364760108 1,222 46,669 SH   DFND 21 25,840 0 20,829
GARRETT MOTION INC COM 366505105 74 5,044 SH   DFND 17 5,041 0 3
GARRETT MOTION INC COM 366505105 3 192 SH   DFND 20 192 0 0
GARRETT MOTION INC COM 366505105 258 17,489 SH   DFND 21 17,489 0 0
GARTNER INC COM 366651107 822 5,422 SH   DFND 17 5,422 0 0
GENERAC HLDGS INC COM 368736104 1,006 19,632 SH   DFND 17 2,722 0 16,910
GENERAC HLDGS INC COM 368736104 1,415 27,612 SH   DFND 21 27,612 0 0
GENERAL DYNAMICS CORP COM 369550108 1,468 8,674 SH   DFND 4 8,674 0 0
GENERAL DYNAMICS CORP COM 369550108 1,932 11,414 SH   DFND 17 11,414 0 0
GENERAL DYNAMICS CORP CALL 369550908 2,810 16,600 SH Call DFND 4 16,600 0 0
GENERAL DYNAMICS CORP PUT 369550958 8,041 47,500 SH Put DFND 4 47,500 0 0
GENERAL ELECTRIC CO COM 369604103 2,660 266,248 SH   DFND 4 266,248 0 0
GENERAL ELECTRIC CO COM 369604103 126,860 12,698,682 SH   DFND 17 11,617,972 0 1,080,710
GENERAL ELECTRIC CO COM 369604103 1,651 165,300 SH   DFND 20 165,300 0 0
GENERAL ELECTRIC CO COM 369604103 1,176 117,717 SH   DFND 21 31,500 0 86,217
GENERAL ELECTRIC CO CALL 369604903 4,526 453,100 SH Call DFND 4 453,100 0 0
GENERAL ELECTRIC CO PUT 369604953 13,075 1,308,800 SH Put DFND 4 1,308,800 0 0
GENERAL MLS INC COM 370334104 7,607 146,993 SH   DFND 17 71,776 0 75,217
GENERAL MLS INC COM 370334104 2,090 40,386 SH   DFND 21 39,346 0 1,040
GENERAL MLS INC PUT 370334954 559 10,800 SH Put DFND 4 10,800 0 0
GENERAL MTRS CO COM 37045V100 3,218 86,750 SH   DFND 4 86,750 0 0
GENERAL MTRS CO COM 37045V100 98,921 2,666,340 SH   DFND 17 2,628,054 0 38,286
GENERAL MTRS CO COM 37045V100 780 21,015 SH   DFND 20 21,015 0 0
GENERAL MTRS CO COM 37045V100 85,118 2,294,289 SH   DFND 21 1,921,532 0 372,757
GENERAL MTRS CO CALL 37045V900 4,185 112,800 SH Call DFND 4 112,800 0 0
GENERAL MTRS CO PUT 37045V950 8,177 220,400 SH Put DFND 4 220,400 0 0
GENESCO INC COM 371532102 253 5,557 SH   DFND 17 884 0 4,673
GENESCO INC COM 371532102 2,627 57,683 SH   DFND 21 28,168 0 29,515
GENESEE & WYO INC CL A 371559105 228 2,617 SH   DFND 17 2,617 0 0
GENTEX CORP COM 371901109 27,009 1,306,051 SH   DFND 17 1,306,051 0 0
GENTEX CORP COM 371901109 422 20,406 SH   DFND 21 20,406 0 0
GENOMIC HEALTH INC COM 37244C101 3,558 50,794 SH   DFND 17 32,234 0 18,560
GENOMIC HEALTH INC COM 37244C101 322 4,598 SH   DFND 20 4,598 0 0
GENOMIC HEALTH INC COM 37244C101 2,104 30,035 SH   DFND 21 30,035 0 0
GENUINE PARTS CO COM 372460105 10,986 98,067 SH   DFND 17 98,067 0 0
GENUINE PARTS CO COM 372460105 16,090 143,625 SH   DFND 21 143,625 0 0
GENWORTH FINL INC COM CL A 37247D106 3,014 786,998 SH   DFND 17 110,438 0 676,560
GENWORTH FINL INC COM CL A 37247D106 554 144,611 SH   DFND 21 29,438 0 115,173
GILEAD SCIENCES INC COM 375558103 14,220 218,740 SH   DFND 4 218,740 0 0
GILEAD SCIENCES INC COM 375558103 206,782 3,180,767 SH   DFND 17 3,059,464 0 121,303
GILEAD SCIENCES INC COM 375558103 64,554 992,981 SH   DFND 21 804,330 0 188,651
GILEAD SCIENCES INC COM 375558103 10,954 168,500 SH   DFND 24 168,500 0 0
GILEAD SCIENCES INC CALL 375558903 6,547 100,700 SH Call DFND 4 100,700 0 0
GILEAD SCIENCES INC PUT 375558953 17,624 271,100 SH Put DFND 4 271,100 0 0
GLACIER BANCORP INC NEW COM 37637Q105 153 3,813 SH   DFND 17 3,813 0 0
GLACIER BANCORP INC NEW COM 37637Q105 390 9,721 SH   DFND 21 0 0 9,721
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5,262 125,906 SH   DFND 17 125,906 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 520 9,817 SH   DFND 17 9,817 0 0
GLOBAL PMTS INC COM 37940X102 1,619 11,861 SH   DFND 17 11,861 0 0
GLOBAL PMTS INC COM 37940X102 158 1,157 SH   DFND 20 1,157 0 0
GLOBAL PMTS INC COM 37940X102 16,850 123,422 SH   DFND 21 120,146 0 3,276
GLOBAL X FDS GLBX MSCI COLUM 37950E200 1,264 131,025 SH   DFND 24 0 0 131,025
GLOBAL X FDS MSCI GREECE ETF 37950E366 957 119,050 SH   DFND 24 0 0 119,050
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 16,171 469,533 SH   DFND 17 424,400 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 402 11,671 SH   DFND 21 11,671 0 0
GLOBUS MED INC CL A 379577208 7,110 143,897 SH   DFND 17 123,051 0 20,846
GLOBUS MED INC CL A 379577208 3,918 79,294 SH   DFND 21 73,375 0 5,919
GLU MOBILE INC COM 379890106 2,997 273,940 SH   DFND 17 240,436 0 33,504
GLU MOBILE INC COM 379890106 9,094 831,284 SH   DFND 21 383,997 0 447,287
GLYCOMIMETICS INC COM 38000Q102 2,388 191,678 SH   DFND 17 187,922 0 3,756
GLYCOMIMETICS INC COM 38000Q102 441 35,400 SH   DFND 24 35,400 0 0
GODADDY INC CL A 380237107 581 7,728 SH   DFND 17 7,728 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,878 771,500 SH   DFND 17 718,100 0 53,400
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 69 18,594 SH   DFND 21 18,594 0 0
GOLDCORP INC NEW COM 380956409 21,496 1,878,160 SH   DFND 21 1,878,160 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,666 13,887 SH   DFND 4 13,887 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 22,807 118,795 SH   DFND 17 98,420 0 20,375
GOLDMAN SACHS GROUP INC COM 38141G104 3,493 18,193 SH   DFND 21 8,750 0 9,443
GOLDMAN SACHS GROUP INC CALL 38141G904 6,105 31,800 SH Call DFND 4 31,800 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 19,679 102,500 SH Put DFND 4 102,500 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 10,719 10,850,000 PRN   DFND 17 10,850,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 192 10,570 SH   DFND 17 10,570 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 387 21,328 SH   DFND 21 21,328 0 0
GOOSEHEAD INS INC COM CL A 38267D109 12 437 SH   DFND 17 437 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,823 65,378 SH   DFND 20 65,378 0 0
GRACE W R & CO DEL NEW COM 38388F108 234 3,002 SH   DFND 17 3,002 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,147 27,514 SH   DFND 21 27,514 0 0
GRACO INC COM 384109104 371 7,485 SH   DFND 17 7,485 0 0
GRAFTECH INTL LTD COM 384313508 33 2,616 SH   DFND 17 2,616 0 0
GRAFTECH INTL LTD COM 384313508 534 41,740 SH   DFND 20 41,740 0 0
GRAFTECH INTL LTD COM 384313508 1,858 145,263 SH   DFND 21 145,263 0 0
GRAHAM HLDGS CO COM 384637104 983 1,439 SH   DFND 17 1,439 0 0
GRAHAM HLDGS CO COM 384637104 2,271 3,324 SH   DFND 21 3,324 0 0
GRAINGER W W INC COM 384802104 271 900 SH   DFND 4 900 0 0
GRAINGER W W INC COM 384802104 1,819 6,044 SH   DFND 17 6,044 0 0
GRAINGER W W INC COM 384802104 3,373 11,207 SH   DFND 21 11,207 0 0
GRAND CANYON ED INC COM 38526M106 760 6,638 SH   DFND 17 2,793 0 3,845
GRANITE PT MTG TR INC COM 38741L107 3,571 192,322 SH   DFND 17 29,616 0 162,706
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 4,663 97,566 SH   DFND 17 75,598 0 21,968
GRAPHIC PACKAGING HLDG CO COM 388689101 2,310 182,902 SH   DFND 17 182,902 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 5,066 401,108 SH   DFND 21 401,108 0 0
GRAY TELEVISION INC COM 389375106 2,746 128,542 SH   DFND 17 115,706 0 12,836
GRAY TELEVISION INC COM 389375106 70 3,288 SH   DFND 20 3,288 0 0
GRAY TELEVISION INC COM 389375106 13,955 653,339 SH   DFND 21 475,626 0 177,713
GREAT LAKES DREDGE & DOCK CO COM 390607109 99 11,091 SH   DFND 17 11,091 0 0
GREAT SOUTHN BANCORP INC COM 390905107 402 7,753 SH   DFND 17 1,605 0 6,148
GREAT WESTN BANCORP INC COM 391416104 13,747 435,184 SH   DFND 17 435,184 0 0
GREEN DOT CORP CL A 39304D102 7,677 126,571 SH   DFND 17 72,781 0 53,790
GREEN DOT CORP CL A 39304D102 7,558 124,622 SH   DFND 21 124,622 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 4,855 5,075,000 PRN   DFND 17 5,075,000 0 0
GREENBRIER COS INC COM 393657101 46 1,423 SH   DFND 17 1,423 0 0
GREENBRIER COS INC COM 393657101 577 17,914 SH   DFND 21 17,914 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 33,610 35,010,000 PRN   DFND 17 35,010,000 0 0
GREENSKY INC CL A 39572G100 104,587 8,082,485 SH   DFND 4 8,082,485 0 0
GREIF INC CL A 397624107 14,794 358,638 SH   DFND 17 358,638 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 13,308 661,772 SH   DFND 17 661,772 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 54 831 SH   DFND 17 831 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 452 6,993 SH   DFND 21 6,993 0 0
GROUPON INC COM 399473107 322 90,697 SH   DFND 17 20,132 0 70,565
GRUBHUB INC COM 400110102 4,976 71,624 SH   DFND 17 56,114 0 15,510
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,980 22,257 SH   DFND 17 22,257 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 105 1,184 SH   DFND 21 0 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 157 20,140 SH   DFND 17 20,140 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 189 24,269 SH   DFND 21 24,269 0 0
GUESS INC COM 401617105 139 7,075 SH   DFND 17 2,593 0 4,482
GUESS INC COM 401617105 1,250 63,775 SH   DFND 21 35,417 0 28,358
GUIDEWIRE SOFTWARE INC COM 40171V100 5,157 53,076 SH   DFND 17 43,046 0 10,030
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 52,437 48,100,000 PRN   DFND 17 48,100,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 63 7,867 SH   DFND 17 7,867 0 0
GULFPORT ENERGY CORP COM NEW 402635304 47 5,885 SH   DFND 21 5,885 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 727 28,948 SH   DFND 17 4,168 0 24,780
HCA HEALTHCARE INC COM 40412C101 1,474 11,303 SH   DFND 4 11,303 0 0
HCA HEALTHCARE INC COM 40412C101 11,078 84,964 SH   DFND 17 80,464 0 4,500
HCA HEALTHCARE INC COM 40412C101 42,685 327,386 SH   DFND 21 275,790 0 51,596
HCA HEALTHCARE INC CALL 40412C901 1,134 8,700 SH Call DFND 4 8,700 0 0
HCA HEALTHCARE INC PUT 40412C951 2,386 18,300 SH Put DFND 4 18,300 0 0
HCP INC COM 40414L109 15,040 480,507 SH   DFND 4 480,507 0 0
HCP INC COM 40414L109 915 29,240 SH   DFND 17 29,240 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 63,282 545,960 SH   DFND 17 510,260 0 35,700
HDFC BANK LTD SPONSORED ADS 40415F101 17,335 149,552 SH   DFND 20 149,552 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 5,823 50,235 SH   DFND 21 43,391 0 6,844
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 2,323 2,350,000 PRN   DFND 17 2,350,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,239 28,577 SH   DFND 17 28,577 0 0
HD SUPPLY HLDGS INC COM 40416M105 11,975 276,242 SH   DFND 21 160,142 0 116,100
HFF INC CL A 40418F108 1,916 40,127 SH   DFND 17 40,127 0 0
HMS HLDGS CORP COM 40425J101 1,022 34,531 SH   DFND 17 3,731 0 30,800
HMS HLDGS CORP COM 40425J101 2,628 88,750 SH   DFND 21 23,690 0 65,060
HP INC COM 40434L105 14,396 740,892 SH   DFND 4 740,892 0 0
HP INC COM 40434L105 22,236 1,144,425 SH   DFND 17 839,954 0 304,471
HP INC COM 40434L105 470 24,213 SH   DFND 20 24,213 0 0
HP INC COM 40434L105 69,027 3,552,575 SH   DFND 21 3,061,169 0 491,406
HP INC PUT 40434L955 1,041 53,600 SH Put DFND 4 53,600 0 0
HACKETT GROUP INC COM 404609109 3,719 235,399 SH   DFND 17 224,907 0 10,492
HAEMONETICS CORP COM 405024100 9,835 112,426 SH   DFND 17 91,911 0 20,515
HAEMONETICS CORP COM 405024100 1,782 20,373 SH   DFND 21 17,265 0 3,108
HAIN CELESTIAL GROUP INC COM 405217100 96 4,131 SH   DFND 17 4,131 0 0
HAIN CELESTIAL GROUP INC COM 405217100 106 4,600 SH   DFND 21 4,600 0 0
HALCON RES CORP COM PAR NEW 40537Q605 182 135,014 SH   DFND 17 20,764 0 114,250
HALLADOR ENERGY COMPANY COM 40609P105 4 750 SH   DFND 17 750 0 0
HALLADOR ENERGY COMPANY COM 40609P105 50 9,440 SH   DFND 21 9,440 0 0
HALLIBURTON CO COM 406216101 194 6,607 SH   DFND 4 6,607 0 0
HALLIBURTON CO COM 406216101 8,287 282,816 SH   DFND 17 282,816 0 0
HALLIBURTON CO COM 406216101 234 8,000 SH   DFND 24 8,000 0 0
HALLIBURTON CO PUT 406216951 724 24,700 SH Put DFND 4 24,700 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,778 110,410 SH   DFND 17 110,410 0 0
HAMILTON LANE INC CL A 407497106 33 751 SH   DFND 17 751 0 0
HAMILTON LANE INC CL A 407497106 347 7,971 SH   DFND 21 1,326 0 6,645
HANESBRANDS INC COM 410345102 391 21,874 SH   DFND 17 21,874 0 0
HANESBRANDS INC COM 410345102 108 6,059 SH   DFND 21 6,059 0 0
HANOVER INS GROUP INC COM 410867105 12,765 111,803 SH   DFND 17 58,163 0 53,640
HANOVER INS GROUP INC COM 410867105 54 472 SH   DFND 20 472 0 0
HANOVER INS GROUP INC COM 410867105 12,477 109,284 SH   DFND 21 84,448 0 24,836
HARLEY DAVIDSON INC COM 412822108 358 10,038 SH   DFND 17 10,038 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 84 44,118 SH   DFND 21 0 0 44,118
HARRIS CORP DEL COM 413875105 13,762 86,167 SH   DFND 17 86,167 0 0
HARRIS CORP DEL COM 413875105 8,720 54,596 SH   DFND 21 11,358 0 43,238
HARSCO CORP COM 415864107 7,201 357,200 SH   DFND 17 170,598 0 186,602
HARTFORD FINL SVCS GROUP INC COM 416515104 15,100 303,693 SH   DFND 17 303,693 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 348 6,994 SH   DFND 20 6,994 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,438 149,588 SH   DFND 21 147,578 0 2,010
HASBRO INC COM 418056107 607 7,138 SH   DFND 17 7,138 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 687 16,859 SH   DFND 17 16,859 0 0
HAWAIIAN HOLDINGS INC COM 419879101 10,626 404,813 SH   DFND 17 385,913 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 126 4,815 SH   DFND 21 0 0 4,815
HEALTHSTREAM INC COM 42222N103 119 4,236 SH   DFND 17 4,236 0 0
HEALTHSTREAM INC COM 42222N103 980 34,911 SH   DFND 21 34,911 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,583 59,016 SH   DFND 17 7,322 0 51,694
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,153 145,263 SH   DFND 4 145,263 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 266 9,315 SH   DFND 17 9,315 0 0
HEALTHEQUITY INC COM 42226A107 983 13,287 SH   DFND 17 13,287 0 0
HECLA MNG CO COM 422704106 48 20,721 SH   DFND 17 20,721 0 0
HEICO CORP NEW COM 422806109 447 4,715 SH   DFND 17 4,715 0 0
HEICO CORP NEW COM 422806109 249 2,629 SH   DFND 21 2,629 0 0
HEICO CORP NEW CL A 422806208 19,436 231,218 SH   DFND 17 157,612 0 73,606
HEICO CORP NEW CL A 422806208 509 6,061 SH   DFND 20 6,061 0 0
HEICO CORP NEW CL A 422806208 19,738 234,809 SH   DFND 21 199,667 0 35,142
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,099 54,769 SH   DFND 17 53,024 0 1,745
HEIDRICK & STRUGGLES INTL IN COM 422819102 828 21,611 SH   DFND 21 10,561 0 11,050
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 23,975 24,340,000 PRN   DFND 17 24,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 2,859 51,466 SH   DFND 17 51,466 0 0
HELMERICH & PAYNE INC COM 423452101 10 172 SH   DFND 21 172 0 0
HENRY JACK & ASSOC INC COM 426281101 655 4,721 SH   DFND 17 4,721 0 0
HENRY JACK & ASSOC INC COM 426281101 706 5,088 SH   DFND 20 5,088 0 0
HENRY JACK & ASSOC INC COM 426281101 8,099 58,378 SH   DFND 21 19,492 0 38,886
HERITAGE COMMERCE CORP COM 426927109 7,430 614,070 SH   DFND 17 603,930 0 10,140
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 119,394 112,980,000 PRN   DFND 17 104,905,000 0 8,075,000
HERON THERAPEUTICS INC COM 427746102 25,100 1,026,985 SH   DFND 17 986,775 0 40,210
HERON THERAPEUTICS INC COM 427746102 2,224 91,000 SH   DFND 24 91,000 0 0
HERSHEY CO COM 427866108 18,875 164,373 SH   DFND 17 146,898 0 17,475
HERSHEY CO COM 427866108 1,428 12,436 SH   DFND 21 12,436 0 0
HESKA CORP COM RESTRC NEW 42805E306 26 306 SH   DFND 17 306 0 0
HESKA CORP COM RESTRC NEW 42805E306 815 9,575 SH   DFND 21 9,575 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 1,427 82,128 SH   DFND 17 82,128 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 3,329 191,635 SH   DFND 21 191,635 0 0
HESS CORP COM 42809H107 83,080 1,379,387 SH   DFND 17 1,379,387 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 1,654 78,000 SH   DFND 4 78,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 80 3,785 SH   DFND 17 3,785 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 577 37,401 SH   DFND 4 37,401 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,615 752,754 SH   DFND 17 445,363 0 307,391
HEWLETT PACKARD ENTERPRISE C COM 42824C109 432 27,977 SH   DFND 20 27,977 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 28,385 1,839,610 SH   DFND 21 1,451,377 0 388,233
HEXCEL CORP NEW COM 428291108 16,253 235,001 SH   DFND 17 186,641 0 48,360
HEXCEL CORP NEW COM 428291108 960 13,874 SH   DFND 21 8,825 0 5,049
HEXCEL CORP NEW COM 428291108 9,627 139,200 SH   DFND 24 139,200 0 0
HIGHWOODS PPTYS INC COM 431284108 215 4,594 SH   DFND 17 4,594 0 0
HILL ROM HLDGS INC COM 431475102 24,014 226,851 SH   DFND 17 196,202 0 30,649
HILL ROM HLDGS INC COM 431475102 368 3,479 SH   DFND 20 3,479 0 0
HILL ROM HLDGS INC COM 431475102 36,408 343,930 SH   DFND 21 257,273 0 86,657
HILLENBRAND INC COM 431571108 993 23,899 SH   DFND 17 2,829 0 21,070
HILTON WORLDWIDE HLDGS INC COM 43300A203 11,624 139,861 SH   DFND 4 139,861 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,428 17,183 SH   DFND 17 17,183 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 357 4,300 SH Put DFND 4 4,300 0 0
HOLLYFRONTIER CORP COM 436106108 766 15,538 SH   DFND 4 15,538 0 0
HOLLYFRONTIER CORP COM 436106108 8,472 171,941 SH   DFND 17 45,685 0 126,256
HOLLYFRONTIER CORP COM 436106108 9,224 187,215 SH   DFND 21 142,061 0 45,154
HOLLYFRONTIER CORP COM 436106108 261 5,300 SH   DFND 24 5,300 0 0
HOLOGIC INC COM 436440101 790 16,320 SH   DFND 17 16,320 0 0
HOME DEPOT INC COM 437076102 2,891 15,068 SH   DFND 4 15,068 0 0
HOME DEPOT INC COM 437076102 333,950 1,740,321 SH   DFND 17 1,638,914 0 101,407
HOME DEPOT INC COM 437076102 864 4,502 SH   DFND 20 4,502 0 0
HOME DEPOT INC COM 437076102 123,244 642,266 SH   DFND 21 552,282 0 89,984
HOME DEPOT INC CALL 437076902 22,010 114,700 SH Call DFND 4 114,700 0 0
HOME DEPOT INC PUT 437076952 70,270 366,200 SH Put DFND 4 366,200 0 0
HONEYWELL INTL INC COM 438516106 1,528 9,616 SH   DFND 4 9,616 0 0
HONEYWELL INTL INC COM 438516106 235,449 1,481,558 SH   DFND 17 1,476,224 0 5,334
HONEYWELL INTL INC COM 438516106 159 1,000 SH   DFND 21 1,000 0 0
HONEYWELL INTL INC CALL 438516906 5,197 32,700 SH Call DFND 4 32,700 0 0
HONEYWELL INTL INC PUT 438516956 20,278 127,600 SH Put DFND 4 127,600 0 0
HOOKER FURNITURE CORP COM 439038100 407 14,104 SH   DFND 17 3,036 0 11,068
HORMEL FOODS CORP COM 440452100 741 16,555 SH   DFND 17 16,555 0 0
HORMEL FOODS CORP COM 440452100 45 999 SH   DFND 21 999 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 46,646 41,280,000 PRN   DFND 17 35,865,000 0 5,415,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 14,531 16,350,000 PRN   DFND 17 16,350,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 795 30,207 SH   DFND 17 30,207 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7,639 290,358 SH   DFND 21 165,146 0 125,212
HOST HOTELS & RESORTS INC COM 44107P104 23,466 1,241,599 SH   DFND 4 1,241,599 0 0
HOST HOTELS & RESORTS INC COM 44107P104 93,137 4,927,904 SH   DFND 17 4,891,644 0 36,260
HOULIHAN LOKEY INC CL A 441593100 14,954 326,157 SH   DFND 17 326,157 0 0
HOWARD HUGHES CORP COM 44267D107 81,757 743,245 SH   DFND 4 743,245 0 0
HOWARD HUGHES CORP COM 44267D107 192 1,747 SH   DFND 17 1,747 0 0
HUB GROUP INC CL A 443320106 60 1,472 SH   DFND 17 1,472 0 0
HUB GROUP INC CL A 443320106 596 14,588 SH   DFND 21 6,914 0 7,674
HUBBELL INC COM 443510607 16,508 139,919 SH   DFND 17 139,919 0 0
HUBSPOT INC COM 443573100 12,057 72,540 SH   DFND 17 62,300 0 10,240
HUDBAY MINERALS INC COM 443628102 54,114 7,570,000 SH   DFND 4 7,570,000 0 0
HUDBAY MINERALS INC COM 443628102 9,499 1,328,739 SH   DFND 21 1,328,739 0 0
HUDSON PAC PPTYS INC COM 444097109 15,482 449,809 SH   DFND 4 449,809 0 0
HUDSON PAC PPTYS INC COM 444097109 239 6,956 SH   DFND 17 6,956 0 0
HUMANA INC COM 444859102 11,254 42,309 SH   DFND 4 42,309 0 0
HUMANA INC COM 444859102 22,766 85,586 SH   DFND 17 71,270 0 14,316
HUMANA INC COM 444859102 56 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 59,732 224,556 SH   DFND 21 193,089 0 31,467
HUMANA INC CALL 444859902 1,250 4,700 SH Call DFND 4 4,700 0 0
HUMANA INC PUT 444859952 3,165 11,900 SH Put DFND 4 11,900 0 0
HUNT J B TRANS SVCS INC COM 445658107 13,194 130,264 SH   DFND 17 130,264 0 0
HUNTINGTON BANCSHARES INC COM 446150104 877 69,186 SH   DFND 4 69,186 0 0
HUNTINGTON BANCSHARES INC COM 446150104 818 64,550 SH   DFND 17 64,550 0 0
HUNTINGTON BANCSHARES INC COM 446150104 188 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 269 1,300 SH   DFND 4 1,300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 23,095 111,462 SH   DFND 17 78,263 0 33,199
HUNTINGTON INGALLS INDS INC COM 446413106 6,920 33,396 SH   DFND 21 30,991 0 2,405
HUNTSMAN CORP COM 447011107 615 27,324 SH   DFND 17 27,324 0 0
HUNTSMAN CORP COM 447011107 182 8,088 SH   DFND 20 8,088 0 0
HUNTSMAN CORP COM 447011107 2,454 109,097 SH   DFND 21 98,086 0 11,011
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 25,895 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 18,446 603,194 SH   DFND 20 603,194 0 0
HYATT HOTELS CORP COM CL A 448579102 3,062 42,191 SH   DFND 17 33,576 0 8,615
HYATT HOTELS CORP COM CL A 448579102 3,565 49,123 SH   DFND 21 49,123 0 0
HYRECAR INC COM 44916T107 1,658 329,654 SH   DFND 17 319,608 0 10,046
IAC INTERACTIVECORP COM 44919P508 1,633 7,770 SH   DFND 17 3,370 0 4,400
ICF INTL INC COM 44925C103 1,698 22,323 SH   DFND 17 20,583 0 1,740
ICF INTL INC COM 44925C103 48 628 SH   DFND 20 628 0 0
ICF INTL INC COM 44925C103 10,313 135,549 SH   DFND 21 87,880 0 47,669
ICU MED INC COM 44930G107 268 1,119 SH   DFND 17 1,119 0 0
IPG PHOTONICS CORP COM 44980X109 351 2,310 SH   DFND 17 2,310 0 0
IPG PHOTONICS CORP COM 44980X109 197 1,300 SH   DFND 21 1,300 0 0
IPG PHOTONICS CORP COM 44980X109 2,353 15,500 SH   DFND 24 15,500 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 82 1,098 SH   DFND 17 1,098 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,019 13,590 SH   DFND 21 13,590 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 2,760 3,000,000 PRN   DFND 4 3,000,000 0 0
ITT INC COM 45073V108 14,990 258,452 SH   DFND 17 258,452 0 0
ITT INC COM 45073V108 245 4,223 SH   DFND 21 0 0 4,223
IBERIABANK CORP COM 450828108 15,146 211,218 SH   DFND 17 211,218 0 0
IBERIABANK CORP COM 450828108 88 1,221 SH   DFND 21 0 0 1,221
IAMGOLD CORP COM 450913108 218 62,911 SH   DFND 17 62,911 0 0
IAMGOLD CORP COM 450913108 710 204,953 SH   DFND 21 204,953 0 0
ICICI BK LTD ADR 45104G104 1,846 161,100 SH   DFND   161,100 0 0
ICICI BK LTD ADR 45104G104 385 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 4,558 397,703 SH   DFND 20 397,703 0 0
ICICI BK LTD ADR 45104G104 762 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 17,122 68,825,000 PRN   DFND 17 65,635,000 0 3,190,000
IDACORP INC COM 451107106 520 5,223 SH   DFND 17 5,223 0 0
IDACORP INC COM 451107106 1,043 10,480 SH   DFND 21 10,480 0 0
IDEX CORP COM 45167R104 37,945 250,065 SH   DFND 17 250,065 0 0
IDEX CORP COM 45167R104 10,150 66,890 SH   DFND 21 66,890 0 0
IDEX CORP COM 45167R104 6,601 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 12,989 58,090 SH   DFND 17 46,915 0 11,175
IDEXX LABS INC COM 45168D104 1,317 5,890 SH   DFND 21 5,890 0 0
ILLINOIS TOOL WKS INC COM 452308109 8,922 62,161 SH   DFND 4 62,161 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,827 19,698 SH   DFND 17 19,698 0 0
ILLINOIS TOOL WKS INC CALL 452308909 2,110 14,700 SH Call DFND 4 14,700 0 0
ILLINOIS TOOL WKS INC PUT 452308959 7,363 51,300 SH Put DFND 4 51,300 0 0
ILLUMINA INC COM 452327109 700 2,254 SH   DFND 4 2,254 0 0
ILLUMINA INC COM 452327109 22,284 71,723 SH   DFND 17 45,446 0 26,277
ILLUMINA INC COM 452327109 1,234 3,973 SH   DFND 20 3,973 0 0
ILLUMINA INC COM 452327109 40,864 131,526 SH   DFND 21 81,435 0 50,091
ILLUMINA INC COM 452327109 5,561 17,900 SH   DFND 24 17,900 0 0
ILLUMINA INC CALL 452327909 2,144 6,900 SH Call DFND 4 6,900 0 0
ILLUMINA INC PUT 452327959 7,860 25,300 SH Put DFND 4 25,300 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,674 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11,182 8,265,000 PRN   DFND 17 7,500,000 0 765,000
IMMUNOGEN INC COM 45253H101 185 68,092 SH   DFND 17 68,092 0 0
IMMUNOGEN INC COM 45253H101 66 24,400 SH   DFND 24 24,400 0 0
IMMUNOMEDICS INC COM 452907108 2,769 144,146 SH   DFND 17 144,146 0 0
IMMUNOMEDICS INC COM 452907108 707 36,800 SH   DFND 24 36,800 0 0
IMPERIAL OIL LTD COM NEW 453038408 650 23,811 SH   DFND 21 23,811 0 0
INCYTE CORP COM 45337C102 8,167 94,956 SH   DFND 17 94,956 0 0
INCYTE CORP COM 45337C102 12,616 146,679 SH   DFND 20 146,679 0 0
INCYTE CORP COM 45337C102 150 1,741 SH   DFND 21 1,741 0 0
INCYTE CORP COM 45337C102 4,111 47,800 SH   DFND 24 47,800 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 21 966 SH   DFND 17 966 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 208 9,676 SH   DFND 21 9,676 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 59 2,910 SH   DFND 17 2,910 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 489 24,240 SH   DFND 21 0 0 24,240
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 681 14,768 SH   DFND 17 14,768 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,700 36,870 SH   DFND 21 34,649 0 2,221
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 45,803 56,715,000 PRN   DFND 17 56,715,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,261 115,414 SH   DFND 17 115,414 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,694 338,000 SH   DFND 20 338,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,469 408,862 SH   DFND 21 352,752 0 56,110
INFOSYS LTD SPONSORED ADR 456788108 354 32,400 SH   DFND 24 32,400 0 0
ING GROEP N V SPONSORED ADR 456837103 1,921 158,203 SH   DFND 17 158,203 0 0
INGEVITY CORP COM 45688C107 14,419 136,527 SH   DFND 17 67,834 0 68,693
INGEVITY CORP COM 45688C107 11,048 104,611 SH   DFND 21 81,337 0 23,274
INGLES MKTS INC CL A 457030104 787 28,482 SH   DFND 17 3,907 0 24,575
INGLES MKTS INC CL A 457030104 1,447 52,383 SH   DFND 21 52,383 0 0
INGREDION INC COM 457187102 1,199 12,664 SH   DFND 4 12,664 0 0
INGREDION INC COM 457187102 27,201 287,265 SH   DFND 17 287,265 0 0
INGREDION INC COM 457187102 5,204 54,957 SH   DFND 21 16,592 0 38,365
INSIGHT ENTERPRISES INC COM 45765U103 207 3,754 SH   DFND 17 1,590 0 2,164
INSIGHT ENTERPRISES INC COM 45765U103 4,927 89,483 SH   DFND 21 75,809 0 13,674
INSMED INC COM PAR $.01 457669307 6,393 219,919 SH   DFND 17 219,919 0 0
INSMED INC COM PAR $.01 457669307 1,424 49,000 SH   DFND 24 49,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 70,525 72,190,000 PRN   DFND 17 67,060,000 0 5,130,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 41,918 34,155,000 PRN   DFND 17 30,520,000 0 3,635,000
INPHI CORP NOTE 0.750% 9/0 45772FAC1 58,348 56,110,000 PRN   DFND 17 53,970,000 0 2,140,000
INSPIRE MED SYS INC COM 457730109 288 5,081 SH   DFND 17 674 0 4,407
INSPIRE MED SYS INC COM 457730109 3,103 54,647 SH   DFND 21 26,665 0 27,982
INNOPHOS HOLDINGS INC COM 45774N108 3,707 122,991 SH   DFND 17 122,991 0 0
INSPERITY INC COM 45778Q107 18,606 150,458 SH   DFND 17 71,569 0 78,889
INSPERITY INC COM 45778Q107 523 4,230 SH   DFND 20 4,230 0 0
INSPERITY INC COM 45778Q107 47,849 386,943 SH   DFND 21 294,865 0 92,078
INOGEN INC COM 45780L104 3,312 34,732 SH   DFND 17 15,609 0 19,123
INSTRUCTURE INC COM 45781U103 5,295 112,379 SH   DFND 17 112,379 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 34 418 SH   DFND 17 418 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 270 3,301 SH   DFND 21 3,301 0 0
INSULET CORP COM 45784P101 23,091 242,834 SH   DFND 17 220,936 0 21,898
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,565 950,000 PRN   DFND 17 950,000 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 254 4,550 SH   DFND 17 4,550 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 25,084 512,017 SH   DFND 4 456,562 0 55,455
INTEGRATED DEVICE TECHNOLOGY COM 458118106 286 5,839 SH   DFND 17 5,839 0 0
INTEL CORP COM 458140100 2,883 53,678 SH   DFND 4 53,678 0 0
INTEL CORP COM 458140100 503,407 9,374,437 SH   DFND 17 8,495,238 0 879,199
INTEL CORP COM 458140100 5,719 106,501 SH   DFND 20 106,501 0 0
INTEL CORP COM 458140100 358,037 6,667,357 SH   DFND 21 4,603,732 0 2,063,625
INTEL CORP CALL 458140900 20,191 376,000 SH Call DFND 4 376,000 0 0
INTEL CORP PUT 458140950 49,012 912,700 SH Put DFND 4 912,700 0 0
INTEGER HLDGS CORP COM 45826H109 2,033 26,959 SH   DFND 17 7,449 0 19,510
INTEGER HLDGS CORP COM 45826H109 5,866 77,776 SH   DFND 21 48,079 0 29,697
INTELLIA THERAPEUTICS INC COM 45826J105 2,919 170,925 SH   DFND 17 167,304 0 3,621
INTER PARFUMS INC COM 458334109 730 9,623 SH   DFND 17 1,968 0 7,655
INTER PARFUMS INC COM 458334109 1,926 25,380 SH   DFND 21 25,380 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 941 18,143 SH   DFND 17 18,143 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 4,428 85,343 SH   DFND 21 62,190 0 23,153
INTERCEPT PHARMACEUTICALS IN COM 45845P108 961 8,591 SH   DFND 17 8,591 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 313 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 96,216 96,985,000 PRN   DFND 17 91,790,000 0 5,195,000
INTERFACE INC COM 458665304 13,762 898,293 SH   DFND 17 898,293 0 0
INTERFACE INC COM 458665304 94 6,164 SH   DFND 21 0 0 6,164
INTERCONTINENTAL EXCHANGE IN COM 45866F104 532 6,988 SH   DFND 4 6,988 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,466 58,652 SH   DFND 17 58,652 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,708 127,507 SH   DFND 21 56,983 0 70,524
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 1,812 23,800 SH Call DFND 4 23,800 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 6,023 79,100 SH Put DFND 4 79,100 0 0
INTERDIGITAL INC COM 45867G101 217 3,289 SH   DFND 17 3,289 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,617 11,458 SH   DFND 4 11,458 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 118,200 837,701 SH   DFND 17 826,203 0 11,498
INTERNATIONAL BUSINESS MACHS COM 459200101 30,931 219,212 SH   DFND 21 205,850 0 13,362
INTERNATIONAL BUSINESS MACHS CALL 459200901 14,689 104,100 SH Call DFND 4 104,100 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 30,957 219,400 SH Put DFND 4 219,400 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,842 14,303 SH   DFND 17 14,285 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 122,075 947,858 SH   DFND 21 868,538 0 79,320
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 25,521 198,161 SH   DFND 24 198,161 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 127,186 2,546,785 SH   DFND 17 2,434,340 0 112,445
INTL PAPER CO COM 460146103 838 18,117 SH   DFND 4 18,117 0 0
INTL PAPER CO COM 460146103 48,231 1,042,391 SH   DFND 17 1,032,109 0 10,282
INTL PAPER CO COM 460146103 179 3,874 SH   DFND 21 3,874 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 849 19,462 SH   DFND 17 19,462 0 0
INTERPUBLIC GROUP COS INC COM 460690100 9,175 436,682 SH   DFND 17 86,658 0 350,024
INTERPUBLIC GROUP COS INC COM 460690100 12,515 595,680 SH   DFND 21 276,173 0 319,507
INTERSECT ENT INC COM 46071F103 4,874 151,590 SH   DFND 17 147,789 0 3,801
INVESCO QQQ TR UNIT SER 1 46090E103 4,948 27,540 SH   DFND 24 27,100 0 440
INVESCO QQQ TR CALL 46090E903 9,738 54,200 SH Call DFND 4 54,200 0 0
INVESCO QQQ TR PUT 46090E953 593,075 3,301,098 SH Put DFND 4 3,301,098 0 0
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 1,661 100,000 SH   DFND 25 0 0 100,000
INTUIT COM 461202103 557 2,132 SH   DFND 4 2,132 0 0
INTUIT COM 461202103 185,151 708,279 SH   DFND 17 692,452 0 15,827
INTUIT COM 461202103 198,448 759,146 SH   DFND 21 634,209 0 124,937
INTUIT CALL 461202903 4,679 17,900 SH Call DFND 4 17,900 0 0
INTUIT PUT 461202953 14,456 55,300 SH Put DFND 4 55,300 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 303,017 531,069 SH   DFND 17 522,354 0 8,715
INTUITIVE SURGICAL INC COM NEW 46120E602 1,997 3,500 SH   DFND 20 3,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 57,216 100,277 SH   DFND 21 95,822 0 4,455
INTUITIVE SURGICAL INC CALL 46120E902 3,252 5,700 SH Call DFND 4 5,700 0 0
INTUITIVE SURGICAL INC PUT 46120E952 10,727 18,800 SH Put DFND 4 18,800 0 0
INTRICON CORP COM 46121H109 210 8,392 SH   DFND 17 8,392 0 0
INTRICON CORP COM 46121H109 619 24,687 SH   DFND 21 24,687 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,095 385,760 SH   DFND 17 87,090 0 298,670
INVESCO MORTGAGE CAPITAL INC COM 46131B100 78 4,964 SH   DFND 20 4,964 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 5,231 331,073 SH   DFND 21 182,865 0 148,208
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 15,304 546,570 SH   DFND 25 546,570 0 0
INVESCO EXCHNG TRADED FD TR SOLAR ETF 46138G706 3,054 131,880 SH   DFND 17 131,880 0 0
INVESTORS BANCORP INC NEW COM 46146L101 203 17,122 SH   DFND 17 17,122 0 0
INVITAE CORP COM 46185L103 15,655 668,441 SH   DFND 17 513,787 0 154,654
INVITAE CORP COM 46185L103 1,119 47,800 SH   DFND 24 47,800 0 0
INVITATION HOMES INC COM 46187W107 22,972 944,185 SH   DFND 4 944,185 0 0
INVITATION HOMES INC COM 46187W107 328 13,493 SH   DFND 17 13,493 0 0
IONIS PHARMACEUTICALS INC COM 462222100 459 5,653 SH   DFND 17 5,653 0 0
IONIS PHARMACEUTICALS INC COM 462222100 412 5,080 SH   DFND 21 5,080 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,550 478,395 SH   DFND 17 472,603 0 5,792
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,038 109,200 SH   DFND 24 109,200 0 0
IQVIA HLDGS INC COM 46266C105 10,591 73,625 SH   DFND 17 33,175 0 40,450
IQVIA HLDGS INC COM 46266C105 6,747 46,903 SH   DFND 21 10,455 0 36,448
IRIDIUM COMMUNICATIONS INC COM 46269C102 448 16,950 SH   DFND 17 16,950 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,397 52,841 SH   DFND 21 52,841 0 0
IROBOT CORP COM 462726100 142 1,207 SH   DFND 17 1,207 0 0
IROBOT CORP COM 462726100 2,459 20,891 SH   DFND 21 20,891 0 0
IRON MTN INC NEW COM 46284V101 839 23,655 SH   DFND 17 23,655 0 0
ISHARES GOLD TRUST ISHARES 464285105 149 12,000 SH   DFND 24 12,000 0 0
ISHARES INC MSCI AUST ETF 464286103 224 10,430 SH   DFND 24 0 0 10,430
ISHARES INC MSCI WORLD ETF 464286392 710 8,000 SH   DFND 24 0 0 8,000
ISHARES INC MSCI BRAZIL ETF 464286400 1,166 28,445 SH   DFND 24 0 0 28,445
ISHARES INC MSCI EM ASIA ETF 464286426 384 5,670 SH   DFND 24 0 0 5,670
ISHARES INC MSCI CDA ETF 464286509 1,533 55,480 SH   DFND 24 50,850 0 4,630
ISHARES INC JP MORGAN EM ETF 464286517 3,924 89,500 SH   DFND 17 89,500 0 0
ISHARES INC JP MORGAN EM ETF 464286517 1,175 26,800 SH   DFND 24 0 0 26,800
ISHARES INC MIN VOL GBL ETF 464286525 358 4,000 SH   DFND 17 4,000 0 0
ISHARES INC MSCI STH KOR ETF 464286772 530 8,692 SH   DFND 17 8,692 0 0
ISHARES INC MSCI HONG KG ETF 464286871 808 30,841 SH   DFND 24 0 0 30,841
ISHARES TR SELECT DIVID ETF 464287168 344 3,500 SH   DFND 24 3,500 0 0
ISHARES TR TIPS BD ETF 464287176 2,812 24,870 SH   DFND 17 24,870 0 0
ISHARES TR TIPS BD ETF 464287176 1,729 15,295 SH   DFND 24 10,235 0 5,060
ISHARES TR TIPS BD ETF 464287176 11,307 100,000 SH   DFND 25 0 0 100,000
ISHARES TR CORE S&P500 ETF 464287200 1,622,871 5,703,088 SH   DFND 17 5,703,088 0 0
ISHARES TR CORE S&P500 ETF 464287200 13,570 47,686 SH   DFND 24 17,170 0 30,516
ISHARES TR CORE US AGGBD ET 464287226 1,016,901 9,323,380 SH   DFND 17 9,323,380 0 0
ISHARES TR CORE US AGGBD ET 464287226 327 3,000 SH   DFND 24 3,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 13,005 303,000 SH   DFND 4 303,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,241 35,619 SH   DFND 17 35,619 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,912 41,257 SH   DFND 21 41,257 0 0
ISHARES TR IBOXX INV CP ETF 464287242 894 7,510 SH   DFND 24 1,650 0 5,860
ISHARES TR IBOXX INV CP ETF 464287242 90,883 763,340 SH   DFND 25 63,340 0 700,000
ISHARES TR 20 YR TR BD ETF 464287432 5,058 40,000 SH   DFND 24 40,000 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 1,976 18,520 SH   DFND 24 18,520 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 3,965 47,133 SH   DFND 24 16,630 0 30,503
ISHARES TR MSCI EAFE ETF 464287465 39,771 613,176 SH   DFND 4 613,176 0 0
ISHARES TR MSCI EAFE ETF 464287465 23,998 370,000 SH   DFND 17 370,000 0 0
ISHARES TR NASDAQ BIOTECH 464287556 335 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,063 22,350 SH   DFND 24 0 0 22,350
ISHARES TR RUS 1000 VAL ETF 464287598 1,865 15,101 SH   DFND 17 14,385 0 716
ISHARES TR RUSSELL 2000 ETF 464287655 174,559 1,140,238 SH   DFND 17 1,140,238 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 335 2,190 SH   DFND 24 2,190 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 58,172 348,962 SH   DFND 17 348,962 0 0
ISHARES TR U.S. TECH ETF 464287721 343 1,800 SH   DFND 24 1,800 0 0
ISHARES TR U.S. REAL ES ETF 464287739 563 6,469 SH   DFND 17 6,469 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,333 15,320 SH   DFND 24 15,320 0 0
ISHARES TR CALL 464287905 10,655 69,600 SH Call DFND 4 69,600 0 0
ISHARES TR PUT 464287954 749,150 17,438,744 SH Put DFND 4 17,438,744 0 0
ISHARES TR PUT 464287954 163,096 3,800,000 SH Put DFND 21 3,100,000 0 700,000
ISHARES TR PUT 464287955 265,776 1,736,078 SH Put DFND 4 1,736,078 0 0
ISHARES TR INTL TREA BD ETF 464288117 889 18,120 SH   DFND 24 0 0 18,120
ISHARES TR MSCI AC ASIA ETF 464288182 1,096 15,500 SH   DFND 24 15,500 0 0
ISHARES TR MSCI ACWI ETF 464288257 173,664 2,406,992 SH   DFND 17 2,406,992 0 0
ISHARES TR MSCI ACWI ETF 464288257 14,715 203,950 SH   DFND 24 0 0 203,950
ISHARES TR JPMORGAN USD EMG 464288281 14,712 133,668 SH   DFND 17 133,668 0 0
ISHARES TR JPMORGAN USD EMG 464288281 10,254 93,167 SH   DFND 24 0 0 93,167
ISHARES TR JPMORGAN USD EMG 464288281 181,829 1,652,093 SH   DFND 25 342,093 0 1,310,000
ISHARES TR INTL SEL DIV ETF 464288448 211 6,840 SH   DFND 24 0 0 6,840
ISHARES TR IBOXX HI YD ETF 464288513 702 8,122 SH   DFND 17 8,122 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,085 24,110 SH   DFND 24 0 0 24,110
ISHARES TR IBOXX HI YD ETF 464288513 5,254 60,766 SH   DFND 25 60,766 0 0
ISHARES TR MBS ETF 464288588 3,499 32,900 SH   DFND 17 32,900 0 0
ISHARES TR MBS ETF 464288588 7,991 75,132 SH   DFND 21 75,132 0 0
ISHARES TR MBS ETF 464288588 1,089 10,240 SH   DFND 24 10,240 0 0
ISHARES TR MBS ETF 464288588 743 6,982 SH   DFND 25 6,982 0 0
ISHARES TR MRGSTR SM CP GR 464288604 9,615 48,203 SH   DFND 17 48,203 0 0
ISHARES TR USD INV GRDE ETF 464288620 93,573 1,692,702 SH   DFND 17 1,692,702 0 0
ISHARES TR SH TR CRPORT ETF 464288646 807 15,285 SH   DFND 17 15,285 0 0
ISHARES TR US AER DEF ETF 464288760 25,044 125,485 SH   DFND 20 125,485 0 0
ISHARES TR US TREAS BD ETF 46429B267 8,340 330,434 SH   DFND 17 330,434 0 0
ISHARES TR MSCI GERMNY ETF 46429B465 792 14,605 SH   DFND 24 0 0 14,605
ISHARES TR MSCI IRELAND ETF 46429B507 781 18,771 SH   DFND 24 0 0 18,771
ISHARES TR MSCI INDIA ETF 46429B598 4,727 134,100 SH   DFND 17 134,100 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 1,205 29,780 SH   DFND 17 29,780 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 1,053 20,685 SH   DFND 20 20,685 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 7,739 82,953 SH   DFND 24 30,900 0 52,053
ISHARES TR MSCI CHINA ETF 46429B671 250 4,000 SH   DFND 24 4,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 14 240 SH   DFND 17 240 0 0
ISHARES TR MIN VOL USA ETF 46429B697 529 9,000 SH   DFND 24 9,000 0 0
ISHARES US ETF TR IT RT HDG HGYL 46431W606 738 8,254 SH   DFND 25 8,254 0 0
ISHARES US ETF TR INT RT HDG C B 46431W705 295 3,154 SH   DFND 25 3,154 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 26,365 330,142 SH   DFND 25 0 0 330,142
ISHARES TR CORE MSCI EAFE 46432F842 5,381 88,552 SH   DFND 17 88,552 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 44,467 33,305,000 PRN   DFND 17 33,305,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 527 10,188 SH   DFND 17 10,188 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,111 21,490 SH   DFND 24 2,090 0 19,400
ISHARES INC MSCI TAIWAN ETF 46434G772 4,520 130,714 SH   DFND 17 130,714 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 634 11,590 SH   DFND 24 6,000 0 5,590
ISHARES INC MSCI ITALY ETF 46434G830 1,178 42,385 SH   DFND 24 8,000 0 34,385
ISHARES INC MSCI GBL GOLD MN 46434G855 217 12,350 SH   DFND 24 0 0 12,350
ISHARES INC PUT 46434G952 18,058 330,000 SH Put DFND 21 0 0 330,000
ISHARES TR 0-5YR INVT GR CP 46434V100 825 16,355 SH   DFND 24 0 0 16,355
ISHARES TR 0-5YR HI YL CP 46434V407 923 19,755 SH   DFND 24 0 0 19,755
ISHARES TR GLOBAL REIT ETF 46434V647 11,980 448,367 SH   DFND 25 448,367 0 0
ISHARES TR TRS FLT RT BD 46434V860 3,794 75,340 SH   DFND 24 57,570 0 17,770
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 350 39,702 SH   DFND 17 39,702 0 0
ITRON INC COM 465741106 8,801 188,653 SH   DFND 17 188,653 0 0
ITRON INC COM 465741106 2,315 49,622 SH   DFND 21 49,622 0 0
J & J SNACK FOODS CORP COM 466032109 352 2,216 SH   DFND 17 2,216 0 0
J & J SNACK FOODS CORP COM 466032109 2,144 13,495 SH   DFND 21 0 0 13,495
JPMORGAN CHASE & CO COM 46625H100 19,513 192,761 SH   DFND 4 192,761 0 0
JPMORGAN CHASE & CO COM 46625H100 579,009 5,719,741 SH   DFND 17 5,497,547 0 222,194
JPMORGAN CHASE & CO COM 46625H100 9,144 90,331 SH   DFND 20 90,331 0 0
JPMORGAN CHASE & CO COM 46625H100 357,853 3,535,045 SH   DFND 21 2,585,223 0 949,822
JPMORGAN CHASE & CO CALL 46625H900 26,694 263,700 SH Call DFND 4 263,700 0 0
JPMORGAN CHASE & CO PUT 46625H950 67,308 664,900 SH Put DFND 4 664,900 0 0
JABIL INC COM 466313103 669 25,165 SH   DFND 17 6,817 0 18,348
JABIL INC COM 466313103 1,419 53,349 SH   DFND 20 53,349 0 0
JABIL INC COM 466313103 35,836 1,347,740 SH   DFND 21 970,779 0 376,961
JACOBS ENGR GROUP INC COM 469814107 1,533 20,390 SH   DFND 17 20,390 0 0
JACOBS ENGR GROUP INC COM 469814107 1,893 25,170 SH   DFND 21 24,659 0 511
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 79,381 77,860,000 PRN   DFND 17 77,860,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 64,468 65,915,000 PRN   DFND 17 65,915,000 0 0
JD COM INC SPON ADR CL A 47215P106 372 12,350 SH   DFND 17 2,200 0 10,150
JD COM INC SPON ADR CL A 47215P106 123 4,095 SH   DFND 21 0 0 4,095
JEFFERIES FINL GROUP INC COM 47233W109 1,858 98,893 SH   DFND 17 98,893 0 0
JEFFERIES FINL GROUP INC COM 47233W109 12,474 663,889 SH   DFND 21 663,889 0 0
JETBLUE AWYS CORP COM 477143101 2,652 162,133 SH   DFND 4 162,133 0 0
JETBLUE AWYS CORP COM 477143101 226 13,835 SH   DFND 17 13,835 0 0
JETBLUE AWYS CORP COM 477143101 795 48,587 SH   DFND 21 48,587 0 0
JOHNSON & JOHNSON COM 478160104 2,059 14,730 SH   DFND 4 14,730 0 0
JOHNSON & JOHNSON COM 478160104 193,532 1,384,445 SH   DFND 17 1,293,147 0 91,298
JOHNSON & JOHNSON COM 478160104 4,705 33,658 SH   DFND 20 33,658 0 0
JOHNSON & JOHNSON COM 478160104 409,948 2,932,601 SH   DFND 21 2,130,283 0 802,318
JOHNSON & JOHNSON CALL 478160904 34,067 243,700 SH Call DFND 4 243,700 0 0
JOHNSON & JOHNSON PUT 478160954 89,438 639,800 SH Put DFND 4 639,800 0 0
JOINT CORP COM 47973J102 664 42,145 SH   DFND 17 36,100 0 6,045
JONES LANG LASALLE INC COM 48020Q107 929 6,023 SH   DFND 17 6,023 0 0
JONES LANG LASALLE INC COM 48020Q107 2,688 17,435 SH   DFND 21 17,116 0 319
J2 GLOBAL INC COM 48123V102 182 2,104 SH   DFND 17 2,104 0 0
J2 GLOBAL INC COM 48123V102 103 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 11,159 128,862 SH   DFND 21 124,345 0 4,517
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 17,401 13,000,000 PRN   DFND 17 9,720,000 0 3,280,000
JUNIPER NETWORKS INC COM 48203R104 1,093 41,300 SH   DFND 4 41,300 0 0
JUNIPER NETWORKS INC COM 48203R104 10,114 382,105 SH   DFND 17 182,062 0 200,043
JUNIPER NETWORKS INC COM 48203R104 1,236 46,692 SH   DFND 20 46,692 0 0
JUNIPER NETWORKS INC COM 48203R104 34,452 1,301,566 SH   DFND 21 959,285 0 342,281
JUPAI HLDGS LTD ADS 48205B107 82 22,317 SH   DFND 17 22,317 0 0
JUPAI HLDGS LTD ADS 48205B107 342 93,064 SH   DFND 21 85,506 0 7,558
JUST ENERGY GROUP INC COM 48213W101 690 4,664,101 SH   DFND 4 4,664,101 0 0
KAR AUCTION SVCS INC COM 48238T109 18,646 363,404 SH   DFND 17 359,696 0 3,708
KAR AUCTION SVCS INC COM 48238T109 1,156 22,539 SH   DFND 20 22,539 0 0
KAR AUCTION SVCS INC COM 48238T109 13,504 263,190 SH   DFND 21 222,382 0 40,808
KBR INC COM 48242W106 121 6,341 SH   DFND 17 6,341 0 0
KBR INC COM 48242W106 7,660 401,251 SH   DFND 21 134,640 0 266,611
KLA-TENCOR CORP COM 482480100 1,282 10,736 SH   DFND 4 10,736 0 0
KLA-TENCOR CORP COM 482480100 92,473 774,413 SH   DFND 17 686,363 0 88,050
KLA-TENCOR CORP COM 482480100 28,144 235,696 SH   DFND 21 234,650 0 1,046
KKR REAL ESTATE FIN TR INC COM 48251K100 1,137 56,793 SH   DFND 17 7,409 0 49,384
KKR REAL ESTATE FIN TR INC COM 48251K100 2,075 103,639 SH   DFND 21 21,176 0 82,463
KT CORP SPONSORED ADR 48268K101 816 65,600 SH   DFND 17 65,600 0 0
KADANT INC COM 48282T104 3,757 42,711 SH   DFND 17 42,711 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,631 15,575 SH   DFND 17 9,086 0 6,489
KANSAS CITY SOUTHERN COM NEW 485170302 147,176 1,268,978 SH   DFND 17 1,227,000 0 41,978
KANSAS CITY SOUTHERN COM NEW 485170302 7,269 62,671 SH   DFND 21 51,132 0 11,539
KANSAS CITY SOUTHERN COM NEW 485170302 232 2,000 SH   DFND 24 2,000 0 0
KB HOME COM 48666K109 92 3,826 SH   DFND 17 3,826 0 0
KB HOME COM 48666K109 305 12,619 SH   DFND 21 12,619 0 0
KEARNY FINL CORP MD COM 48716P108 272 21,103 SH   DFND 17 21,103 0 0
KELLOGG CO COM 487836108 86 1,500 SH   DFND 4 1,500 0 0
KELLOGG CO COM 487836108 15,159 264,191 SH   DFND 17 264,191 0 0
KELLOGG CO COM 487836108 15,030 261,937 SH   DFND 21 189,176 0 72,761
KELLY SVCS INC CL A 488152208 1,086 49,237 SH   DFND 17 10,862 0 38,375
KELLY SVCS INC CL A 488152208 283 12,841 SH   DFND 21 1,574 0 11,267
KEMET CORP COM NEW 488360207 1,812 106,767 SH   DFND 17 14,561 0 92,206
KEMET CORP COM NEW 488360207 4,625 272,518 SH   DFND 20 272,518 0 0
KEMET CORP COM NEW 488360207 134 7,896 SH   DFND 21 0 0 7,896
KEMPER CORP DEL COM 488401100 1,679 22,052 SH   DFND 17 14,192 0 7,860
KEMPER CORP DEL COM 488401100 1,699 22,314 SH   DFND 21 22,314 0 0
KENNAMETAL INC COM 489170100 13,958 379,803 SH   DFND 17 379,803 0 0
KEURIG DR PEPPER INC COM 49271V100 5,742 205,286 SH   DFND 17 205,286 0 0
KEURIG DR PEPPER INC COM 49271V100 145 5,200 SH   DFND 20 5,200 0 0
KEURIG DR PEPPER INC COM 49271V100 19,172 685,443 SH   DFND 21 625,923 0 59,520
KEYCORP NEW COM 493267108 13,863 880,195 SH   DFND 17 880,195 0 0
KEYCORP NEW COM 493267108 3,615 229,524 SH   DFND 21 226,631 0 2,893
KEYSIGHT TECHNOLOGIES INC COM 49338L103 12,041 138,087 SH   DFND 17 110,353 0 27,734
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,044 46,374 SH   DFND 21 23,790 0 22,584
KEYW HLDG CORP COM 493723100 23 2,670 SH   DFND 17 2,670 0 0
KEYW HLDG CORP COM 493723100 964 111,810 SH   DFND 21 111,810 0 0
KFORCE INC COM 493732101 3,559 101,349 SH   DFND 17 101,349 0 0
KFORCE INC COM 493732101 106 3,016 SH   DFND 21 3,016 0 0
KILROY RLTY CORP COM 49427F108 18,166 239,156 SH   DFND 4 239,156 0 0
KILROY RLTY CORP COM 49427F108 10,356 136,330 SH   DFND 17 70,000 0 66,330
KIMBERLY CLARK CORP COM 494368103 2,498 20,164 SH   DFND 4 20,164 0 0
KIMBERLY CLARK CORP COM 494368103 3,385 27,322 SH   DFND 17 27,322 0 0
KIMBERLY CLARK CORP COM 494368103 4,081 32,936 SH   DFND 21 32,936 0 0
KIMBERLY CLARK CORP CALL 494368903 2,738 22,100 SH Call DFND 4 22,100 0 0
KIMBERLY CLARK CORP PUT 494368953 6,468 52,200 SH Put DFND 4 52,200 0 0
KIMCO RLTY CORP COM 49446R109 697 37,653 SH   DFND 17 37,653 0 0
KINDER MORGAN INC DEL COM 49456B101 33,799 1,689,124 SH   DFND 4 1,689,124 0 0
KINDER MORGAN INC DEL COM 49456B101 45,521 2,274,906 SH   DFND 17 2,274,906 0 0
KINDER MORGAN INC DEL COM 49456B101 1,622 81,057 SH   DFND 21 51,057 0 30,000
KINDER MORGAN INC DEL COM 49456B101 720 36,000 SH   DFND 24 36,000 0 0
KINDER MORGAN INC DEL CALL 49456B901 2,207 110,300 SH Call DFND 4 110,300 0 0
KINDER MORGAN INC DEL PUT 49456B951 2,333 116,600 SH Put DFND 4 116,600 0 0
KINDRED BIOSCIENCES INC COM 494577109 2,365 257,873 SH   DFND 17 249,530 0 8,343
KINDRED BIOSCIENCES INC COM 494577109 744 81,167 SH   DFND 21 81,167 0 0
KINROSS GOLD CORP COM 496902404 7,170 2,082,254 SH   DFND 21 2,082,254 0 0
KINSALE CAP GROUP INC COM 49714P108 16,020 233,633 SH   DFND 17 123,232 0 110,401
KIRBY CORP COM 497266106 200 2,668 SH   DFND 17 2,668 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 903 29,692 SH   DFND 17 29,692 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 366 12,045 SH   DFND 20 12,045 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 3,034 99,742 SH   DFND 21 59,846 0 39,896
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,039 31,787 SH   DFND 17 31,787 0 0
KNOWLES CORP COM 49926D109 69 3,934 SH   DFND 17 3,934 0 0
KNOWLES CORP COM 49926D109 491 27,873 SH   DFND 21 27,873 0 0
KOHLS CORP COM 500255104 638 9,278 SH   DFND 4 9,278 0 0
KOHLS CORP COM 500255104 6,246 90,823 SH   DFND 17 55,507 0 35,316
KOHLS CORP COM 500255104 434 6,317 SH   DFND 20 6,317 0 0
KOHLS CORP COM 500255104 42,713 621,096 SH   DFND 21 375,482 0 245,614
KOREA ELECTRIC PWR SPONSORED ADR 500631106 329 25,287 SH   DFND 17 25,287 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 824 63,327 SH   DFND 21 28,049 0 35,278
KORN FERRY COM NEW 500643200 20,646 461,065 SH   DFND 17 373,723 0 87,342
KORN FERRY COM NEW 500643200 2,916 65,115 SH   DFND 21 26,710 0 38,405
KOSMOS ENERGY LTD COM 500688106 72 11,520 SH   DFND 17 11,520 0 0
KRAFT HEINZ CO COM 500754106 80 2,443 SH   DFND 4 2,443 0 0
KRAFT HEINZ CO COM 500754106 2,143 65,647 SH   DFND 17 62,187 0 3,460
KRAFT HEINZ CO COM 500754106 3,607 110,468 SH   DFND 21 110,468 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 8,914 570,325 SH   DFND 17 338,237 0 232,088
KROGER CO COM 501044101 766 31,145 SH   DFND 4 31,145 0 0
KROGER CO COM 501044101 106,913 4,346,044 SH   DFND 17 4,335,691 0 10,353
KROGER CO COM 501044101 695 28,242 SH   DFND 20 28,242 0 0
KROGER CO COM 501044101 62,369 2,535,329 SH   DFND 21 1,973,756 0 561,573
KROGER CO PUT 501044951 416 16,900 SH Put DFND 4 16,900 0 0
KRONOS WORLDWIDE INC COM 50105F105 14 1,014 SH   DFND 17 1,014 0 0
KRONOS WORLDWIDE INC COM 50105F105 390 27,828 SH   DFND 21 27,828 0 0
KRYSTAL BIOTECH INC COM 501147102 847 25,755 SH   DFND 17 25,755 0 0
KRYSTAL BIOTECH INC COM 501147102 313 9,500 SH   DFND 24 9,500 0 0
KURA ONCOLOGY INC COM 50127T109 1,525 91,934 SH   DFND 17 88,862 0 3,072
L BRANDS INC COM 501797104 1,310 47,504 SH   DFND 17 47,504 0 0
LHC GROUP INC COM 50187A107 7,617 68,705 SH   DFND 17 40,203 0 28,502
LHC GROUP INC COM 50187A107 116 1,047 SH   DFND 21 1,047 0 0
LGI HOMES INC COM 50187T106 4,502 74,730 SH   DFND 17 58,268 0 16,462
LKQ CORP COM 501889208 545 19,188 SH   DFND 17 19,188 0 0
LPL FINL HLDGS INC COM 50212V100 27,256 391,325 SH   DFND 17 297,365 0 93,960
LPL FINL HLDGS INC COM 50212V100 2,836 40,711 SH   DFND 21 0 0 40,711
L3 TECHNOLOGIES INC COM 502413107 7,032 34,073 SH   DFND 17 28,778 0 5,295
L3 TECHNOLOGIES INC COM 502413107 722 3,498 SH   DFND 21 3,498 0 0
LA Z BOY INC COM 505336107 12,175 369,057 SH   DFND 17 369,057 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,362 8,900 SH   DFND 4 8,900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 91,336 597,046 SH   DFND 17 595,749 0 1,297
LABORATORY CORP AMER HLDGS COM NEW 50540R409 330 2,159 SH   DFND 20 2,159 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20,443 133,629 SH   DFND 21 119,077 0 14,552
LADDER CAP CORP CL A 505743104 532 31,255 SH   DFND 17 31,255 0 0
LADDER CAP CORP CL A 505743104 5,314 312,213 SH   DFND 21 136,772 0 175,441
LAM RESEARCH CORP COM 512807108 6,228 34,791 SH   DFND 4 34,791 0 0
LAM RESEARCH CORP COM 512807108 117,155 654,458 SH   DFND 17 565,094 0 89,364
LAM RESEARCH CORP COM 512807108 265 1,480 SH   DFND 20 1,480 0 0
LAM RESEARCH CORP COM 512807108 29,573 165,201 SH   DFND 21 136,343 0 28,858
LAM RESEARCH CORP CALL 512807908 591 3,300 SH Call DFND 4 3,300 0 0
LAM RESEARCH CORP PUT 512807958 2,291 12,800 SH Put DFND 4 12,800 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 12,520 157,960 SH   DFND 17 157,960 0 0
LAMB WESTON HLDGS INC COM 513272104 7,787 103,914 SH   DFND 17 88,817 0 15,097
LAMB WESTON HLDGS INC COM 513272104 560 7,472 SH   DFND 20 7,472 0 0
LAMB WESTON HLDGS INC COM 513272104 11,694 156,050 SH   DFND 21 152,204 0 3,846
LAMB WESTON HLDGS INC COM 513272104 1,124 15,000 SH   DFND 24 15,000 0 0
LANCASTER COLONY CORP COM 513847103 2,262 14,433 SH   DFND 17 10,093 0 4,340
LANCASTER COLONY CORP COM 513847103 1,283 8,186 SH   DFND 21 8,186 0 0
LAS VEGAS SANDS CORP COM 517834107 12,939 212,248 SH   DFND 4 212,248 0 0
LAS VEGAS SANDS CORP COM 517834107 985 16,163 SH   DFND 17 16,163 0 0
LAS VEGAS SANDS CORP COM 517834107 99 1,629 SH   DFND 21 0 0 1,629
LAUDER ESTEE COS INC CL A 518439104 14 84 SH   DFND 4 84 0 0
LAUDER ESTEE COS INC CL A 518439104 46,643 281,743 SH   DFND 17 277,885 0 3,858
LAUDER ESTEE COS INC CL A 518439104 17,271 104,326 SH   DFND 20 104,326 0 0
LAUDER ESTEE COS INC CL A 518439104 195,255 1,179,430 SH   DFND 21 925,897 0 253,533
LAUDER ESTEE COS INC CL A 518439104 1,573 9,500 SH   DFND 24 9,500 0 0
LAUDER ESTEE COS INC PUT 518439954 447 2,700 SH Put DFND 4 2,700 0 0
LEAR CORP COM NEW 521865204 149 1,100 SH   DFND 4 1,100 0 0
LEAR CORP COM NEW 521865204 16,670 122,832 SH   DFND 17 121,165 0 1,667
LEAR CORP COM NEW 521865204 166 1,225 SH   DFND 20 1,225 0 0
LEAR CORP COM NEW 521865204 41,366 304,810 SH   DFND 21 189,812 0 114,998
LEGGETT & PLATT INC COM 524660107 338 8,016 SH   DFND 17 8,016 0 0
LEGG MASON INC COM 524901105 345 12,619 SH   DFND 17 12,619 0 0
LEIDOS HLDGS INC COM 525327102 5,339 83,311 SH   DFND 17 76,281 0 7,030
LEIDOS HLDGS INC COM 525327102 9,031 140,912 SH   DFND 21 57,368 0 83,544
LEMAITRE VASCULAR INC COM 525558201 724 23,365 SH   DFND 17 3,318 0 20,047
LEMAITRE VASCULAR INC COM 525558201 1,112 35,883 SH   DFND 21 35,883 0 0
LENDINGCLUB CORP COM 52603A109 208 67,215 SH   DFND 17 14,410 0 52,805
LENDINGTREE INC NEW COM 52603B107 133,895 380,861 SH   DFND 17 371,503 0 9,358
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 84,722 48,555,000 PRN   DFND 17 45,700,000 0 2,855,000
LENNAR CORP CL A 526057104 855 17,414 SH   DFND 17 17,414 0 0
LENNAR CORP CL A 526057104 2,495 50,834 SH   DFND 21 42,738 0 8,096
LENNAR CORP CL B 526057302 1,118 28,582 SH   DFND 17 28,582 0 0
LENNOX INTL INC COM 526107107 427 1,615 SH   DFND 17 1,615 0 0
LENNOX INTL INC COM 526107107 3,133 11,851 SH   DFND 21 11,851 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 281 3,067 SH   DFND 17 3,067 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 431 4,699 SH   DFND 17 4,699 0 0
LIBERTY PPTY TR SH BEN INT 531172104 12,661 261,473 SH   DFND 4 261,473 0 0
LIBERTY PPTY TR SH BEN INT 531172104 323 6,663 SH   DFND 17 6,663 0 0
LIBERTY PPTY TR SH BEN INT 531172104 231 4,772 SH   DFND 21 0 0 4,772
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 286 7,482 SH   DFND 17 7,482 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 709 25,387 SH   DFND 17 25,387 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 311 8,884 SH   DFND 17 8,884 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 89,572 79,785,000 PRN   DFND 17 79,785,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 10,428 20,234,963 PRN   DFND 17 20,234,963 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 83,332 74,405,000 PRN   DFND 17 69,600,000 0 4,805,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 943 66,429 SH   DFND 17 59,530 0 6,899
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 39 2,751 SH   DFND 20 2,751 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 7,187 506,462 SH   DFND 21 435,028 0 71,434
LIFE STORAGE INC COM 53223X107 11,478 117,999 SH   DFND 4 117,999 0 0
LIFE STORAGE INC COM 53223X107 1,163 11,955 SH   DFND 17 11,955 0 0
LIFE STORAGE INC COM 53223X107 7,633 78,470 SH   DFND 21 78,470 0 0
LILLY ELI & CO COM 532457108 1,001 7,717 SH   DFND 4 7,717 0 0
LILLY ELI & CO COM 532457108 21,955 169,200 SH   DFND 17 158,385 0 10,815
LILLY ELI & CO COM 532457108 1,492 11,496 SH   DFND 20 11,496 0 0
LILLY ELI & CO COM 532457108 141,466 1,090,211 SH   DFND 21 686,716 0 403,495
LILLY ELI & CO CALL 532457908 12,159 93,700 SH Call DFND 4 93,700 0 0
LILLY ELI & CO PUT 532457958 27,976 215,600 SH Put DFND 4 215,600 0 0
LINCOLN ELEC HLDGS INC COM 533900106 4,217 50,286 SH   DFND 17 26,807 0 23,479
LINCOLN NATL CORP IND COM 534187109 4,748 80,891 SH   DFND 4 80,891 0 0
LINCOLN NATL CORP IND COM 534187109 12,685 216,102 SH   DFND 17 216,102 0 0
LINCOLN NATL CORP IND COM 534187109 1,056 17,987 SH   DFND 20 17,987 0 0
LINCOLN NATL CORP IND COM 534187109 7,109 121,108 SH   DFND 21 121,108 0 0
LINE CORP SPONSORED ADR 53567X101 737 20,935 SH   DFND 17 0 0 20,935
LIQUIDITY SERVICES INC COM 53635B107 132 17,077 SH   DFND 17 1,222 0 15,855
LITTELFUSE INC COM 537008104 199 1,089 SH   DFND 17 1,089 0 0
LITTELFUSE INC COM 537008104 39,200 214,817 SH   DFND 21 214,817 0 0
LITTELFUSE INC COM 537008104 1,916 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 30,781 484,435 SH   DFND 17 325,045 0 159,390
LIVE NATION ENTERTAINMENT IN COM 538034109 404 6,360 SH   DFND 21 0 0 6,360
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 110,958 95,860,000 PRN   DFND 17 90,655,000 0 5,205,000
LIVEPERSON INC COM 538146101 11,387 392,389 SH   DFND 17 317,173 0 75,216
LIVERAMP HLDGS INC COM 53815P108 62,493 1,145,195 SH   DFND 17 1,111,995 0 33,200
LIVERAMP HLDGS INC COM 53815P108 4,293 78,675 SH   DFND 21 78,675 0 0
LOCKHEED MARTIN CORP COM 539830109 2,118 7,057 SH   DFND 4 7,057 0 0
LOCKHEED MARTIN CORP COM 539830109 149,777 498,992 SH   DFND 17 496,375 0 2,617
LOCKHEED MARTIN CORP COM 539830109 1,581 5,268 SH   DFND 21 5,268 0 0
LOCKHEED MARTIN CORP CALL 539830909 2,882 9,600 SH Call DFND 4 9,600 0 0
LOCKHEED MARTIN CORP PUT 539830959 13,717 45,700 SH Put DFND 4 45,700 0 0
LOEWS CORP COM 540424108 5,284 110,252 SH   DFND 17 102,436 0 7,816
LOEWS CORP COM 540424108 13,661 285,029 SH   DFND 21 234,437 0 50,592
LONESTAR RES US INC CL A VTG 54240F103 1,675 417,783 SH   DFND 17 400,085 0 17,698
LORAL SPACE & COMMUNICATNS I COM 543881106 468 12,994 SH   DFND 17 12,994 0 0
LOUISIANA PAC CORP COM 546347105 1,462 59,957 SH   DFND 17 59,957 0 0
LOUISIANA PAC CORP COM 546347105 3,817 156,564 SH   DFND 21 144,897 0 11,667
LOWES COS INC COM 548661107 1,232 11,254 SH   DFND 4 11,254 0 0
LOWES COS INC COM 548661107 10,000 91,350 SH   DFND 17 91,350 0 0
LOWES COS INC COM 548661107 1,632 14,909 SH   DFND 21 3,547 0 11,362
LOWES COS INC CALL 548661907 9,414 86,000 SH Call DFND 4 86,000 0 0
LOWES COS INC PUT 548661957 23,821 217,600 SH Put DFND 4 217,600 0 0
LULULEMON ATHLETICA INC COM 550021109 15,565 94,981 SH   DFND 17 79,601 0 15,380
LULULEMON ATHLETICA INC COM 550021109 945 5,769 SH   DFND 20 5,769 0 0
LULULEMON ATHLETICA INC COM 550021109 35,893 219,032 SH   DFND 21 185,621 0 33,411
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 88,658 75,310,000 PRN   DFND 17 71,250,000 0 4,060,000
LUMINEX CORP DEL COM 55027E102 43 1,861 SH   DFND 17 1,861 0 0
LUMINEX CORP DEL COM 55027E102 211 9,152 SH   DFND 21 9,152 0 0
M & T BK CORP COM 55261F104 13,470 85,787 SH   DFND 17 85,787 0 0
M & T BK CORP COM 55261F104 6,936 44,173 SH   DFND 21 11,370 0 32,803
M D C HLDGS INC COM 552676108 14,612 502,811 SH   DFND 17 502,811 0 0
M D C HLDGS INC COM 552676108 1,726 59,405 SH   DFND 21 58,533 0 872
MDU RES GROUP INC COM 552690109 3,089 119,600 SH   DFND 17 119,600 0 0
MDU RES GROUP INC COM 552690109 124 4,788 SH   DFND 20 4,788 0 0
MDU RES GROUP INC COM 552690109 14,403 557,625 SH   DFND 21 531,997 0 25,628
MFA FINL INC COM 55272X102 4,625 636,181 SH   DFND 17 296,746 0 339,435
MFA FINL INC COM 55272X102 6,857 943,245 SH   DFND 21 622,467 0 320,778
MGIC INVT CORP WIS COM 552848103 2,165 164,105 SH   DFND 17 164,105 0 0
MGM RESORTS INTERNATIONAL COM 552953101 782 30,480 SH   DFND 17 30,480 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,575 48,837 SH   DFND 17 48,837 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 15,649 485,230 SH   DFND 21 355,701 0 129,529
MGP INGREDIENTS INC NEW COM 55303J106 4,533 58,755 SH   DFND 17 58,755 0 0
M/I HOMES INC COM 55305B101 52 1,944 SH   DFND 17 1,944 0 0
M/I HOMES INC COM 55305B101 252 9,453 SH   DFND 21 9,453 0 0
MKS INSTRUMENT INC COM 55306N104 17,421 187,225 SH   DFND 17 160,370 0 26,855
MKS INSTRUMENT INC COM 55306N104 379 4,070 SH   DFND 20 4,070 0 0
MKS INSTRUMENT INC COM 55306N104 31,137 334,631 SH   DFND 21 231,279 0 103,352
MPLX LP COM UNIT REP LTD 55336V100 18,418 560,000 SH   DFND 4 560,000 0 0
MSA SAFETY INC COM 553498106 2,617 25,312 SH   DFND 17 22,162 0 3,150
MSA SAFETY INC COM 553498106 398 3,849 SH   DFND 21 3,849 0 0
MSC INDL DIRECT INC CL A 553530106 15,841 191,525 SH   DFND 17 191,525 0 0
MSC INDL DIRECT INC CL A 553530106 6,660 80,522 SH   DFND 21 34,923 0 45,599
MSCI INC COM 55354G100 22,163 111,463 SH   DFND 17 111,463 0 0
MSCI INC COM 55354G100 208 1,047 SH   DFND 20 1,047 0 0
MSCI INC COM 55354G100 11,335 57,008 SH   DFND 21 39,796 0 17,212
MACERICH CO COM 554382101 338 7,798 SH   DFND 17 7,798 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 14,300 14,350,000 PRN   DFND 17 14,350,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 75,564 85,625,000 PRN   DFND 17 85,625,000 0 0
MACROGENICS INC COM 556099109 2,509 139,529 SH   DFND 17 136,118 0 3,411
MACROGENICS INC COM 556099109 245 13,600 SH   DFND 24 13,600 0 0
MACYS INC COM 55616P104 289 12,016 SH   DFND 4 12,016 0 0
MACYS INC COM 55616P104 34,380 1,430,704 SH   DFND 17 1,354,090 0 76,614
MACYS INC COM 55616P104 215 8,941 SH   DFND 20 8,941 0 0
MACYS INC COM 55616P104 28,241 1,175,254 SH   DFND 21 913,953 0 261,301
MADISON SQUARE GARDEN CO NEW CL A 55825T103 11,806 40,277 SH   DFND 17 19,783 0 20,494
MAGELLAN HEALTH INC COM NEW 559079207 312 4,736 SH   DFND 17 4,736 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 3,153 52,000 SH   DFND 4 52,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 24,311 400,980 SH   DFND 17 400,980 0 0
MAGNA INTL INC COM 559222401 13,767 282,648 SH   DFND 17 276,287 0 6,361
MAGNA INTL INC COM 559222401 199 4,090 SH   DFND 20 4,090 0 0
MAGNA INTL INC COM 559222401 49,759 1,021,593 SH   DFND 21 703,328 0 318,265
MALIBU BOATS INC COM CL A 56117J100 6,073 153,445 SH   DFND 17 84,744 0 68,701
MALIBU BOATS INC COM CL A 56117J100 1,477 37,314 SH   DFND 21 34,031 0 3,283
MAMMOTH ENERGY SVCS INC COM 56155L108 9,532 572,484 SH   DFND 17 572,484 0 0
MANHATTAN ASSOCS INC COM 562750109 958 17,375 SH   DFND 17 3,000 0 14,375
MANHATTAN ASSOCS INC COM 562750109 458 8,305 SH   DFND 21 0 0 8,305
MANITEX INTL INC COM 563420108 672 87,786 SH   DFND 17 75,323 0 12,463
MANPOWERGROUP INC COM 56418H100 948 11,463 SH   DFND 17 11,463 0 0
MANPOWERGROUP INC COM 56418H100 29 355 SH   DFND 21 355 0 0
MANTECH INTL CORP CL A 564563104 7,565 140,049 SH   DFND 17 83,613 0 56,436
MANTECH INTL CORP CL A 564563104 13,177 243,919 SH   DFND 21 183,158 0 60,761
MANULIFE FINL CORP COM 56501R106 18,197 1,075,654 SH   DFND 17 1,024,548 0 51,106
MANULIFE FINL CORP COM 56501R106 1,525 90,124 SH   DFND 20 90,124 0 0
MANULIFE FINL CORP COM 56501R106 44,674 2,640,741 SH   DFND 21 2,011,664 0 629,077
MARATHON OIL CORP COM 565849106 37,303 2,232,358 SH   DFND 4 2,232,358 0 0
MARATHON OIL CORP COM 565849106 25,465 1,523,947 SH   DFND 17 1,523,947 0 0
MARATHON OIL CORP COM 565849106 4,901 293,274 SH   DFND 21 96,096 0 197,178
MARATHON OIL CORP COM 565849106 485 29,000 SH   DFND 24 29,000 0 0
MARATHON PETE CORP COM 56585A102 4,546 75,961 SH   DFND 4 75,961 0 0
MARATHON PETE CORP COM 56585A102 42,164 704,489 SH   DFND 17 523,696 0 180,793
MARATHON PETE CORP COM 56585A102 36,512 610,053 SH   DFND 21 463,466 0 146,587
MARATHON PETE CORP COM 56585A102 958 16,000 SH   DFND 24 16,000 0 0
MARATHON PETE CORP CALL 56585A902 1,801 30,100 SH Call DFND 4 30,100 0 0
MARATHON PETE CORP PUT 56585A952 9,205 153,800 SH Put DFND 4 153,800 0 0
MARCUS & MILLICHAP INC COM 566324109 237 5,825 SH   DFND 17 875 0 4,950
MARCUS CORP COM 566330106 157 3,919 SH   DFND 17 3,919 0 0
MARCUS CORP COM 566330106 1,418 35,401 SH   DFND 21 17,900 0 17,501
MARINEMAX INC COM 567908108 612 31,920 SH   DFND 17 31,920 0 0
MARINEMAX INC COM 567908108 2,903 151,492 SH   DFND 21 150,191 0 1,301
MARKEL CORP COM 570535104 611 613 SH   DFND 17 613 0 0
MARKETAXESS HLDGS INC COM 57060D108 406 1,651 SH   DFND 17 1,651 0 0
MARKETAXESS HLDGS INC COM 57060D108 39,274 159,600 SH   DFND 21 159,600 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 29,347 30,900,000 PRN   DFND 17 30,900,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,138 33,422 SH   DFND 17 33,422 0 0
MARSH & MCLENNAN COS INC CALL 571748902 2,695 28,700 SH Call DFND 4 28,700 0 0
MARSH & MCLENNAN COS INC PUT 571748952 4,460 47,500 SH Put DFND 4 47,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,015 56,078 SH   DFND 4 56,078 0 0
MARRIOTT INTL INC NEW CL A 571903202 3,471 27,745 SH   DFND 17 27,745 0 0
MARRIOTT INTL INC NEW CL A 571903202 73 586 SH   DFND 21 586 0 0
MARRIOTT INTL INC NEW CALL 571903902 375 3,000 SH Call DFND 4 3,000 0 0
MARRIOTT INTL INC NEW PUT 571903952 1,101 8,800 SH Put DFND 4 8,800 0 0
MARTEN TRANS LTD COM 573075108 32 1,770 SH   DFND 17 1,770 0 0
MARTEN TRANS LTD COM 573075108 1,258 70,581 SH   DFND 21 0 0 70,581
MARTIN MARIETTA MATLS INC COM 573284106 768 3,818 SH   DFND 17 3,818 0 0
MASCO CORP COM 574599106 6,540 166,380 SH   DFND 4 166,380 0 0
MASCO CORP COM 574599106 6,820 173,483 SH   DFND 17 173,483 0 0
MASCO CORP COM 574599106 773 19,665 SH   DFND 21 19,665 0 0
MASIMO CORP COM 574795100 4,883 35,316 SH   DFND 17 24,091 0 11,225
MASIMO CORP COM 574795100 89 643 SH   DFND 20 643 0 0
MASIMO CORP COM 574795100 8,853 64,024 SH   DFND 21 60,802 0 3,222
MASTERCARD INC CL A 57636Q104 2,926 12,426 SH   DFND 4 12,426 0 0
MASTERCARD INC CL A 57636Q104 263,633 1,119,697 SH   DFND 17 886,268 0 233,429
MASTERCARD INC CL A 57636Q104 386 1,641 SH   DFND 20 1,641 0 0
MASTERCARD INC CL A 57636Q104 271,336 1,152,415 SH   DFND 21 748,430 0 403,985
MASTERCARD INC CALL 57636Q904 23,027 97,800 SH Call DFND 4 97,800 0 0
MASTERCARD INC PUT 57636Q954 56,178 238,600 SH Put DFND 4 238,600 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 6,318 279,928 SH   DFND 17 240,297 0 39,631
MASTERCRAFT BOAT HLDGS INC COM 57637H103 2,117 93,794 SH   DFND 21 70,615 0 23,179
MATCH GROUP INC COM 57665R106 1,603 28,313 SH   DFND 17 28,313 0 0
MATCH GROUP INC COM 57665R106 3,286 58,038 SH   DFND 21 5,067 0 52,971
MATRIX SVC CO COM 576853105 55 2,799 SH   DFND 17 2,799 0 0
MATRIX SVC CO COM 576853105 617 31,532 SH   DFND 21 30,885 0 647
MATSON INC COM 57686G105 1,570 43,495 SH   DFND 17 18,303 0 25,192
MATSON INC COM 57686G105 4,314 119,543 SH   DFND 21 21,876 0 97,667
MATTEL INC COM 577081102 275 21,173 SH   DFND 17 21,173 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 10,458 196,687 SH   DFND 17 47,693 0 148,994
MAXIM INTEGRATED PRODS INC COM 57772K101 1,275 23,975 SH   DFND 21 14,963 0 9,012
MAXIMUS INC COM 577933104 20,834 293,525 SH   DFND 17 293,525 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,126 7,477 SH   DFND 17 7,477 0 0
MCDERMOTT INTL INC PUT 580037953 6,064 815,000 SH Put DFND 4 815,000 0 0
MCDONALDS CORP COM 580135101 227,368 1,197,305 SH   DFND 17 1,075,866 0 121,439
MCDONALDS CORP COM 580135101 15,879 83,616 SH   DFND 20 83,616 0 0
MCDONALDS CORP COM 580135101 1,096 5,772 SH   DFND 21 5,772 0 0
MCDONALDS CORP CALL 580135901 14,888 78,400 SH Call DFND 4 78,400 0 0
MCDONALDS CORP PUT 580135951 42,443 223,500 SH Put DFND 4 223,500 0 0
MCGRATH RENTCORP COM 580589109 1,295 22,899 SH   DFND 17 22,899 0 0
MCGRATH RENTCORP COM 580589109 10,219 180,636 SH   DFND 21 109,861 0 70,775
MCKESSON CORP COM 58155Q103 20 171 SH   DFND 4 171 0 0
MCKESSON CORP COM 58155Q103 87,952 751,343 SH   DFND 17 747,972 0 3,371
MCKESSON CORP COM 58155Q103 344 2,942 SH   DFND 20 2,942 0 0
MCKESSON CORP COM 58155Q103 19,679 168,113 SH   DFND 21 134,176 0 33,937
MCKESSON CORP PUT 58155Q953 234 2,000 SH Put DFND 4 2,000 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 253 22,691 SH   DFND 17 22,691 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,658 413,698 SH   DFND 17 62,478 0 351,220
MEDICAL PPTYS TRUST INC COM 58463J304 4,289 231,705 SH   DFND 21 58,201 0 173,504
MEDICINES CO COM 584688105 930 33,261 SH   DFND 17 33,261 0 0
MEDICINES CO COM 584688105 380 13,600 SH   DFND 24 13,600 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 8,647 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 21,495 25,590,000 PRN   DFND 17 22,315,000 0 3,275,000
MEDIFAST INC COM 58470H101 5,813 45,574 SH   DFND 17 10,319 0 35,255
MEDIFAST INC COM 58470H101 89 696 SH   DFND 20 696 0 0
MEDIFAST INC COM 58470H101 8,151 63,901 SH   DFND 21 63,901 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 936 12,784 SH   DFND 17 12,784 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 903 12,331 SH   DFND 21 12,331 0 0
MEDNAX INC COM 58502B106 608 22,377 SH   DFND 17 22,377 0 0
MEDPACE HLDGS INC COM 58506Q109 5,952 100,939 SH   DFND 17 29,753 0 71,186
MEDPACE HLDGS INC COM 58506Q109 175 2,973 SH   DFND 21 2,973 0 0
MEET GROUP INC COM 58513U101 3,722 739,894 SH   DFND 17 704,982 0 34,912
MEET GROUP INC COM 58513U101 82 16,372 SH   DFND 20 16,372 0 0
MEET GROUP INC COM 58513U101 2,856 567,711 SH   DFND 21 426,944 0 140,767
MELCO RESORTS AND ENTMT LTD ADR 585464100 216 9,567 SH   DFND 21 0 0 9,567
MERCER INTL INC COM 588056101 1,774 131,306 SH   DFND 17 131,306 0 0
MERCER INTL INC COM 588056101 3,689 273,020 SH   DFND 21 240,504 0 32,516
MERCK & CO INC COM 58933Y105 2,591 31,159 SH   DFND 4 31,159 0 0
MERCK & CO INC COM 58933Y105 372,071 4,473,617 SH   DFND 17 4,121,954 0 351,663
MERCK & CO INC COM 58933Y105 6,018 72,356 SH   DFND 20 72,356 0 0
MERCK & CO INC COM 58933Y105 257,819 3,099,902 SH   DFND 21 2,444,561 0 655,341
MERCK & CO INC CALL 58933Y905 14,530 174,700 SH Call DFND 4 174,700 0 0
MERCK & CO INC PUT 58933Y955 49,494 595,100 SH Put DFND 4 595,100 0 0
MERCURY GENL CORP NEW COM 589400100 5,774 115,318 SH   DFND 17 14,402 0 100,916
MEREDITH CORP COM 589433101 14,286 258,521 SH   DFND 17 258,521 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,953 188,187 SH   DFND 17 188,187 0 0
MERIT MED SYS INC COM 589889104 10,214 165,193 SH   DFND 17 93,438 0 71,755
MERIT MED SYS INC COM 589889104 2,361 38,179 SH   DFND 21 37,690 0 489
MERITOR INC NOTE 3.250%10/1 59001KAF7 48,207 50,225,000 PRN   DFND 17 50,225,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 3 561 SH   DFND 17 561 0 0
MERSANA THERAPEUTICS INC COM 59045L106 266 50,612 SH   DFND 20 50,612 0 0
MESA LABS INC COM 59064R109 4,786 20,763 SH   DFND 17 20,074 0 689
METHANEX CORP COM 59151K108 648 11,406 SH   DFND 4 11,406 0 0
METHANEX CORP COM 59151K108 29,431 518,026 SH   DFND 17 458,523 0 59,503
METHANEX CORP COM 59151K108 240 4,219 SH   DFND 20 4,219 0 0
METHANEX CORP COM 59151K108 18,374 323,410 SH   DFND 21 284,192 0 39,218
METHODE ELECTRS INC COM 591520200 14,434 501,540 SH   DFND 17 501,540 0 0
METLIFE INC COM 59156R108 3,592 84,375 SH   DFND 4 84,375 0 0
METLIFE INC COM 59156R108 81,460 1,913,543 SH   DFND 17 1,887,607 0 25,936
METLIFE INC COM 59156R108 43,360 1,018,566 SH   DFND 21 916,891 0 101,675
METLIFE INC CALL 59156R908 3,469 81,500 SH Call DFND 4 81,500 0 0
METLIFE INC PUT 59156R958 8,603 202,100 SH Put DFND 4 202,100 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,368 1,892 SH   DFND 17 1,892 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 288 398 SH   DFND 20 398 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,152 1,593 SH   DFND 21 1,593 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 214 8,300 SH   DFND 17 8,300 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 24 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 115 4,444 SH   DFND 21 4,444 0 0
MICROSOFT CORP COM 594918104 27,051 229,360 SH   DFND 4 229,360 0 0
MICROSOFT CORP COM 594918104 1,132,259 9,600,295 SH   DFND 17 8,505,386 0 1,094,909
MICROSOFT CORP COM 594918104 48,901 414,624 SH   DFND 20 414,624 0 0
MICROSOFT CORP COM 594918104 1,050,610 8,908,008 SH   DFND 21 6,813,944 0 2,094,064
MICROSOFT CORP COM 594918104 8,256 70,000 SH   DFND 24 70,000 0 0
MICROSOFT CORP CALL 594918904 93,963 796,700 SH Call DFND 4 796,700 0 0
MICROSOFT CORP PUT 594918954 218,979 1,856,700 SH Put DFND 4 1,856,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 184,713 2,226,529 SH   DFND 17 2,011,189 0 215,340
MICROCHIP TECHNOLOGY INC COM 595017104 12,709 153,198 SH   DFND 20 153,198 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 44,120 531,825 SH   DFND 21 531,825 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 299 3,600 SH Put DFND 4 3,600 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 271,558 245,965,000 PRN   DFND 17 229,625,000 0 16,340,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 97,922 88,780,000 PRN   DFND 17 88,780,000 0 0
MICRON TECHNOLOGY INC COM 595112103 9,133 220,978 SH   DFND 4 220,978 0 0
MICRON TECHNOLOGY INC COM 595112103 275,597 6,668,196 SH   DFND 17 6,342,560 0 325,636
MICRON TECHNOLOGY INC COM 595112103 459 11,098 SH   DFND 20 11,098 0 0
MICRON TECHNOLOGY INC COM 595112103 50,527 1,222,537 SH   DFND 21 668,588 0 553,949
MICRON TECHNOLOGY INC CALL 595112903 3,604 87,200 SH Call DFND 4 87,200 0 0
MICRON TECHNOLOGY INC PUT 595112953 11,663 282,200 SH Put DFND 4 282,200 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 25,527 7,480,000 PRN   DFND 17 7,480,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 22,757 208,152 SH   DFND 4 208,152 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,974 127,814 SH   DFND 17 127,814 0 0
MIDDLEBY CORP COM 596278101 322 2,475 SH   DFND 17 2,475 0 0
MIDDLESEX WATER CO COM 596680108 1,010 18,039 SH   DFND 17 714 0 17,325
MILLER HERMAN INC COM 600544100 4,672 132,801 SH   DFND 17 55,107 0 77,694
MILLER HERMAN INC COM 600544100 3,124 88,808 SH   DFND 21 0 0 88,808
MINERVA NEUROSCIENCES INC COM 603380106 204 25,953 SH   DFND 17 22,476 0 3,477
MIRATI THERAPEUTICS INC COM 60468T105 1,808 24,664 SH   DFND 17 24,664 0 0
MIRATI THERAPEUTICS INC COM 60468T105 784 10,700 SH   DFND 24 10,700 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,952 522,798 SH   DFND 17 471,198 0 51,600
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 8,205 1,085,270 SH   DFND 21 366,818 0 718,452
MODEL N INC COM 607525102 5,976 340,696 SH   DFND 17 313,100 0 27,596
MOELIS & CO CL A 60786M105 83 2,005 SH   DFND 17 2,005 0 0
MOELIS & CO CL A 60786M105 964 23,179 SH   DFND 21 0 0 23,179
MOHAWK INDS INC COM 608190104 522 4,139 SH   DFND 17 4,139 0 0
MOLINA HEALTHCARE INC COM 60855R100 399 2,810 SH   DFND 17 2,810 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,023 14,254 SH   DFND 21 0 0 14,254
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 70,618 20,570,000 PRN   DFND 17 19,095,000 0 1,475,000
MOLSON COORS BREWING CO CL B 60871R209 1,173 19,659 SH   DFND 17 19,659 0 0
MOLSON COORS BREWING CO CL B 60871R209 241 4,036 SH   DFND 20 4,036 0 0
MOLSON COORS BREWING CO CL B 60871R209 10,366 173,779 SH   DFND 21 148,808 0 24,971
MOMO INC ADR 60879B107 5,078 132,800 SH   DFND 4 132,800 0 0
MONDELEZ INTL INC CL A 609207105 0 1 SH   DFND 4 1 0 0
MONDELEZ INTL INC CL A 609207105 130,195 2,608,074 SH   DFND 17 2,457,601 0 150,473
MONDELEZ INTL INC CL A 609207105 953 19,094 SH   DFND 20 19,094 0 0
MONDELEZ INTL INC CL A 609207105 41,331 827,952 SH   DFND 21 663,839 0 164,113
MONDELEZ INTL INC CALL 609207905 2,431 48,700 SH Call DFND 4 48,700 0 0
MONDELEZ INTL INC PUT 609207955 10,154 203,400 SH Put DFND 4 203,400 0 0
MONGODB INC CL A 60937P106 107,326 730,010 SH   DFND 17 521,000 0 209,010
MONMOUTH REAL ESTATE INVT CO CL A 609720107 15,261 1,157,915 SH   DFND 17 1,157,915 0 0
MONOLITHIC PWR SYS INC COM 609839105 10,119 74,683 SH   DFND 17 51,989 0 22,694
MONSTER BEVERAGE CORP NEW COM 61174X109 342 6,261 SH   DFND 4 6,261 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 23,713 434,455 SH   DFND 17 392,763 0 41,692
MONSTER BEVERAGE CORP NEW CALL 61174X909 262 4,800 SH Call DFND 4 4,800 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 1,190 21,800 SH Put DFND 4 21,800 0 0
MOODYS CORP COM 615369105 1,833 10,122 SH   DFND 17 10,122 0 0
MOOG INC CL A 615394202 1,848 21,254 SH   DFND 17 21,254 0 0
MORGAN STANLEY COM NEW 617446448 2,410 57,113 SH   DFND 4 57,113 0 0
MORGAN STANLEY COM NEW 617446448 112,659 2,669,634 SH   DFND 17 2,503,499 0 166,135
MORGAN STANLEY COM NEW 617446448 49,785 1,179,738 SH   DFND 21 1,007,822 0 171,916
MORGAN STANLEY CALL 617446908 3,271 77,500 SH Call DFND 4 77,500 0 0
MORGAN STANLEY PUT 617446958 12,913 306,000 SH Put DFND 4 306,000 0 0
MORNINGSTAR INC COM 617700109 282 2,236 SH   DFND 17 2,236 0 0
MOSAIC CO NEW COM 61945C103 7,894 289,048 SH   DFND 17 278,951 0 10,097
MOSAIC CO NEW COM 61945C103 1,207 44,214 SH   DFND 20 44,214 0 0
MOSAIC CO NEW COM 61945C103 12,624 462,232 SH   DFND 21 289,727 0 172,505
MOSAIC CO NEW COM 61945C103 6,254 229,000 SH   DFND 24 229,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 36,291 258,448 SH   DFND 17 226,304 0 32,144
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,397 88,282 SH   DFND 21 44,280 0 44,002
MOTOROLA SOLUTIONS INC PUT 620076957 253 1,800 SH Put DFND 4 1,800 0 0
MUELLER WTR PRODS INC COM SER A 624758108 11,569 1,152,272 SH   DFND 17 1,152,272 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,808 279,683 SH   DFND 21 279,683 0 0
MURPHY OIL CORP COM 626717102 7,223 246,531 SH   DFND 17 246,531 0 0
MURPHY OIL CORP COM 626717102 342 11,664 SH   DFND 21 11,664 0 0
MYRIAD GENETICS INC COM 62855J104 1,830 55,109 SH   DFND 17 55,109 0 0
MYRIAD GENETICS INC COM 62855J104 586 17,651 SH   DFND 21 17,651 0 0
MYRIAD GENETICS INC COM 62855J104 385 11,600 SH   DFND 24 11,600 0 0
NIC INC COM 62914B100 820 47,966 SH   DFND 17 2,891 0 45,075
NRG ENERGY INC COM NEW 629377508 4,943 116,361 SH   DFND 17 95,994 0 20,367
NRG ENERGY INC COM NEW 629377508 93 2,199 SH   DFND 21 2,199 0 0
NVR INC COM 62944T105 769 278 SH   DFND 17 278 0 0
NVR INC COM 62944T105 526 190 SH   DFND 21 20 0 170
NV5 GLOBAL INC COM 62945V109 5,959 100,384 SH   DFND 17 96,691 0 3,693
NV5 GLOBAL INC COM 62945V109 419 7,056 SH   DFND 21 0 0 7,056
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 108,255 105,000,000 PRN   DFND 17 105,000,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 59,539 83,710,000 PRN   DFND 17 83,710,000 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,917 140,666 SH   DFND 17 135,408 0 5,258
NAPCO SEC TECHNOLOGIES INC COM 630402105 493 23,774 SH   DFND 21 23,774 0 0
NASDAQ INC COM 631103108 1,024 11,703 SH   DFND 17 11,703 0 0
NASDAQ INC COM 631103108 2,096 23,956 SH   DFND 21 0 0 23,956
NATERA INC COM 632307104 11,624 563,702 SH   DFND 17 406,541 0 157,161
NATIONAL CINEMEDIA INC COM 635309107 1,057 149,998 SH   DFND 17 78,083 0 71,915
NATIONAL CINEMEDIA INC COM 635309107 87 12,310 SH   DFND 20 12,310 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,713 526,639 SH   DFND 21 449,307 0 77,332
NATIONAL FUEL GAS CO N J COM 636180101 15,312 251,174 SH   DFND 17 251,174 0 0
NATIONAL FUEL GAS CO N J COM 636180101 4,283 70,251 SH   DFND 21 64,966 0 5,285
NATIONAL GEN HLDGS CORP COM 636220303 682 28,754 SH   DFND 17 5,891 0 22,863
NATIONAL GEN HLDGS CORP COM 636220303 1,995 84,077 SH   DFND 21 84,077 0 0
NATIONAL HEALTH INVS INC COM 63633D104 26,260 334,303 SH   DFND 17 334,303 0 0
NATIONAL INSTRS CORP COM 636518102 222 4,998 SH   DFND 17 4,998 0 0
NATIONAL INSTRS CORP COM 636518102 1,180 26,597 SH   DFND 21 3,837 0 22,760
NATIONAL OILWELL VARCO INC COM 637071101 1,010 37,922 SH   DFND 4 37,922 0 0
NATIONAL OILWELL VARCO INC COM 637071101 36,536 1,371,479 SH   DFND 17 1,371,479 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,318 23,792 SH   DFND 17 9,078 0 14,714
NATIONAL RETAIL PPTYS INC COM 637417106 90 1,632 SH   DFND 20 1,632 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 346 6,255 SH   DFND 21 6,255 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 457 16,024 SH   DFND 17 16,024 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 2,359 82,728 SH   DFND 21 82,728 0 0
NAVIGATORS GROUP INC COM 638904102 1,820 26,047 SH   DFND 17 26,047 0 0
NAVIGATORS GROUP INC COM 638904102 10,849 155,271 SH   DFND 21 155,271 0 0
NAVISTAR INTL CORP NEW COM 63934E108 72 2,215 SH   DFND 17 2,215 0 0
NAVISTAR INTL CORP NEW COM 63934E108 291 9,000 SH   DFND 21 9,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 55,318 55,290,000 PRN   DFND 17 49,640,000 0 5,650,000
NAVIGANT CONSULTING INC COM 63935N107 1,499 76,972 SH   DFND 17 14,449 0 62,523
NAVIGANT CONSULTING INC COM 63935N107 3,777 194,016 SH   DFND 21 178,267 0 15,749
NAVIENT CORPORATION COM 63938C108 138 11,963 SH   DFND 17 11,963 0 0
NAVIENT CORPORATION COM 63938C108 307 26,492 SH   DFND 20 26,492 0 0
NAVIENT CORPORATION COM 63938C108 4,224 365,097 SH   DFND 21 365,097 0 0
NEENAH INC COM 640079109 10,833 168,326 SH   DFND 17 168,326 0 0
NEKTAR THERAPEUTICS COM 640268108 74 2,200 SH   DFND 4 2,200 0 0
NEKTAR THERAPEUTICS COM 640268108 1,006 29,940 SH   DFND 17 29,940 0 0
NEKTAR THERAPEUTICS COM 640268108 259 7,700 SH   DFND 24 7,700 0 0
NEOGEN CORP COM 640491106 191 3,321 SH   DFND 17 3,321 0 0
NEOGEN CORP COM 640491106 168 2,935 SH   DFND 21 2,935 0 0
NEOGENOMICS INC COM NEW 64049M209 11,956 584,380 SH   DFND 17 568,826 0 15,554
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 158 44,103 SH   DFND 17 5,843 0 38,260
NETAPP INC COM 64110D104 611 8,807 SH   DFND 4 8,807 0 0
NETAPP INC COM 64110D104 341,401 4,923,584 SH   DFND 17 4,388,634 0 534,950
NETAPP INC COM 64110D104 460 6,635 SH   DFND 20 6,635 0 0
NETAPP INC COM 64110D104 33,618 484,826 SH   DFND 21 428,012 0 56,814
NETFLIX INC COM 64110L106 5,041 14,137 SH   DFND 4 14,137 0 0
NETFLIX INC COM 64110L106 360,599 1,011,327 SH   DFND 17 965,453 0 45,874
NETFLIX INC COM 64110L106 148 415 SH   DFND 20 415 0 0
NETFLIX INC COM 64110L106 128,932 361,600 SH   DFND 21 271,387 0 90,213
NETFLIX INC CALL 64110L906 13,799 38,700 SH Call DFND 4 38,700 0 0
NETFLIX INC PUT 64110L956 46,959 131,700 SH Put DFND 4 131,700 0 0
NETEASE INC SPONSORED ADR 64110W102 16,102 66,690 SH   DFND 20 55,675 0 11,015
NETEASE INC SPONSORED ADR 64110W102 75 310 SH   DFND 21 0 0 310
NEUROCRINE BIOSCIENCES INC COM 64125C109 10,993 124,773 SH   DFND 17 104,374 0 20,399
NEUROCRINE BIOSCIENCES INC COM 64125C109 611 6,932 SH   DFND 21 6,932 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,898 32,900 SH   DFND 24 32,900 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 81,630 61,500,000 PRN   DFND 17 60,080,000 0 1,420,000
NEVRO CORP COM 64157F103 83 1,331 SH   DFND 17 1,331 0 0
NEVRO CORP COM 64157F103 1,631 26,093 SH   DFND 21 26,093 0 0
NEW JERSEY RES COM 646025106 195 3,922 SH   DFND 17 3,922 0 0
NEW JERSEY RES COM 646025106 1,267 25,452 SH   DFND 21 25,452 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9 100 SH   DFND 17 100 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,026 33,584 SH   DFND 20 33,584 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 21,563 239,352 SH   DFND 21 238,300 0 1,052
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,293 312,989 SH   DFND 17 290,483 0 22,506
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 113 6,709 SH   DFND 20 6,709 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 22,852 1,351,411 SH   DFND 21 1,013,773 0 337,638
NEW RELIC INC COM 64829B100 18,275 185,160 SH   DFND 17 118,313 0 66,847
NEW RELIC INC COM 64829B100 3,566 36,128 SH   DFND 21 0 0 36,128
NEW YORK CMNTY BANCORP INC COM 649445103 1,616 139,711 SH   DFND 17 139,711 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 2,040 334,903 SH   DFND 17 73,548 0 261,355
NEW YORK MTG TR INC COM PAR $.02 649604501 1,104 181,228 SH   DFND 21 181,228 0 0
NEW YORK TIMES CO CL A 650111107 272 8,284 SH   DFND 17 8,284 0 0
NEWELL BRANDS INC COM 651229106 402 26,230 SH   DFND 17 26,230 0 0
NEWELL BRANDS INC COM 651229106 164 10,676 SH   DFND 21 10,676 0 0
NEWMARK GROUP INC CL A 65158N102 1,315 157,692 SH   DFND 17 133,099 0 24,593
NEWMARK GROUP INC CL A 65158N102 28 3,327 SH   DFND 20 3,327 0 0
NEWMARK GROUP INC CL A 65158N102 6,977 836,548 SH   DFND 21 603,309 0 233,239
NEWMONT MNG CORP COM 651639106 1,159 32,389 SH   DFND 17 32,389 0 0
NEWMONT MNG CORP COM 651639106 23,099 645,769 SH   DFND 21 645,769 0 0
NEWMONT MNG CORP COM 651639106 823 23,000 SH   DFND 24 23,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 3,137 342,502 SH   DFND 17 342,502 0 0
NEWS CORP NEW CL A 65249B109 290 23,347 SH   DFND 17 23,347 0 0
NEWS CORP NEW CL B 65249B208 238 19,068 SH   DFND 17 19,068 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 270 13,728 SH   DFND 21 0 0 13,728
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,415 123,792 SH   DFND 17 69,029 0 54,763
NEXTERA ENERGY INC COM 65339F101 32,481 168,016 SH   DFND 17 77,752 0 90,264
NEXTERA ENERGY INC COM 65339F101 395 2,045 SH   DFND 20 2,045 0 0
NEXTERA ENERGY INC COM 65339F101 67,276 348,004 SH   DFND 21 345,929 0 2,075
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 169,698 2,743,255 SH   DFND 17 2,580,595 0 162,660
NEXTERA ENERGY INC CALL 65339F901 5,123 26,500 SH Call DFND 4 26,500 0 0
NEXTERA ENERGY INC PUT 65339F951 17,959 92,900 SH Put DFND 4 92,900 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 563 12,061 SH   DFND 21 12,061 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 42 2,488 SH   DFND 17 2,488 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,074 63,813 SH   DFND 21 63,813 0 0
NIKE INC CL B 654106103 1,526 18,121 SH   DFND 4 18,121 0 0
NIKE INC CL B 654106103 206,035 2,446,681 SH   DFND 17 2,446,681 0 0
NIKE INC CL B 654106103 1,488 17,666 SH   DFND 20 17,666 0 0
NIKE INC CL B 654106103 18,821 223,502 SH   DFND 21 219,863 0 3,639
NIKE INC CALL 654106903 10,678 126,800 SH Call DFND 4 126,800 0 0
NIKE INC PUT 654106953 29,457 349,800 SH Put DFND 4 349,800 0 0
NIGHTSTAR THERAPEUTICS PLC ADR 65413A101 3,726 146,864 SH   DFND 21 146,864 0 0
NISOURCE INC COM 65473P105 645 22,509 SH   DFND 17 22,509 0 0
NOKIA CORP SPONSORED ADR 654902204 4,546 794,690 SH   DFND 17 638,580 0 156,110
NOBLE ENERGY INC COM 655044105 204 8,252 SH   DFND 4 8,252 0 0
NOBLE ENERGY INC COM 655044105 712 28,801 SH   DFND 17 28,801 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 11,058 307,080 SH   DFND 4 307,080 0 0
NORBORD INC COM NEW 65548P403 1,814 65,802 SH   DFND 17 65,802 0 0
NORBORD INC COM NEW 65548P403 235 8,532 SH   DFND 20 8,532 0 0
NORBORD INC COM NEW 65548P403 2,298 83,372 SH   DFND 21 71,540 0 11,832
NORDSON CORP COM 655663102 347 2,620 SH   DFND 17 2,620 0 0
NORDSTROM INC COM 655664100 244 5,500 SH   DFND 4 5,500 0 0
NORDSTROM INC COM 655664100 317 7,140 SH   DFND 17 7,140 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,159 6,200 SH   DFND 4 6,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 20,215 108,167 SH   DFND 17 108,167 0 0
NORFOLK SOUTHERN CORP COM 655844108 918 4,912 SH   DFND 20 4,912 0 0
NORFOLK SOUTHERN CORP COM 655844108 54,100 289,477 SH   DFND 21 245,319 0 44,158
NORFOLK SOUTHERN CORP CALL 655844908 4,728 25,300 SH Call DFND 4 25,300 0 0
NORFOLK SOUTHERN CORP PUT 655844958 15,250 81,600 SH Put DFND 4 81,600 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 2,576 940,104 SH   DFND 17 907,774 0 32,330
NORTHERN OIL & GAS INC NEV COM 665531109 79 28,837 SH   DFND 20 28,837 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 9,027 3,294,708 SH   DFND 21 2,879,919 0 414,789
NORTHERN TR CORP COM 665859104 1,146 12,678 SH   DFND 17 12,678 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,295 4,803 SH   DFND 4 4,803 0 0
NORTHROP GRUMMAN CORP COM 666807102 33,628 124,733 SH   DFND 17 78,928 0 45,805
NORTHROP GRUMMAN CORP COM 666807102 860 3,191 SH   DFND 20 3,191 0 0
NORTHROP GRUMMAN CORP COM 666807102 18,764 69,600 SH   DFND 21 69,600 0 0
NORTHROP GRUMMAN CORP CALL 666807902 1,267 4,700 SH Call DFND 4 4,700 0 0
NORTHROP GRUMMAN CORP PUT 666807952 5,742 21,300 SH Put DFND 4 21,300 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 165 9,741 SH   DFND 17 9,741 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 829 48,867 SH   DFND 21 48,867 0 0
NORTHWESTERN CORP COM NEW 668074305 1,637 23,255 SH   DFND 17 23,255 0 0
NORTHWESTERN CORP COM NEW 668074305 4,352 61,808 SH   DFND 21 55,151 0 6,657
NOVARTIS A G SPONSORED ADR 66987V109 15,364 159,811 SH   DFND 17 159,811 0 0
NOVAVAX INC COM 670002104 9 16,916 SH   DFND 17 16,916 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 113,089 19,850,000 PRN   DFND 17 19,170,000 0 680,000
NOVANTA INC COM 67000B104 832 9,821 SH   DFND 17 5,527 0 4,294
NOVO-NORDISK A S ADR 670100205 291 5,565 SH   DFND 17 5,535 0 30
NU SKIN ENTERPRISES INC CL A 67018T105 210 4,384 SH   DFND 17 4,384 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,275 429,715 SH   DFND 17 429,715 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 44,528 47,640,000 PRN   DFND 17 47,640,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 38,668 38,850,000 PRN   DFND 17 38,850,000 0 0
NUCOR CORP COM 670346105 17,709 303,500 SH   DFND 17 303,500 0 0
NUCOR CORP COM 670346105 26,756 458,543 SH   DFND 21 401,433 0 57,110
NUSTAR ENERGY LP UNIT COM 67058H102 14,252 530,000 SH   DFND 4 530,000 0 0
NUTANIX INC CL A 67059N108 65,881 1,745,650 SH   DFND 17 1,391,290 0 354,360
NUTANIX INC NOTE 1/1 67059NAB4 62,643 59,335,000 PRN   DFND 17 59,335,000 0 0
NVIDIA CORP COM 67066G104 15,548 86,590 SH   DFND 4 86,590 0 0
NVIDIA CORP COM 67066G104 356,353 1,984,588 SH   DFND 17 1,953,834 0 30,754
NVIDIA CORP COM 67066G104 51,678 287,802 SH   DFND 21 280,875 0 6,927
NVIDIA CORP CALL 67066G904 12,264 68,300 SH Call DFND 4 68,300 0 0
NVIDIA CORP PUT 67066G954 36,056 200,800 SH Put DFND 4 200,800 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 85,921 77,545,000 PRN   DFND 17 77,545,000 0 0
NUTRIEN LTD COM 67077M108 25,650 486,187 SH   DFND 17 408,061 0 78,126
NUTRIEN LTD COM 67077M108 1,813 34,357 SH   DFND 20 34,357 0 0
NUTRIEN LTD COM 67077M108 75,181 1,425,030 SH   DFND 21 1,226,306 0 198,724
NUTRIEN LTD COM 67077M108 6,220 117,900 SH   DFND 24 117,900 0 0
OGE ENERGY CORP COM 670837103 8,115 188,187 SH   DFND 17 29,690 0 158,497
OGE ENERGY CORP COM 670837103 1,687 39,115 SH   DFND 21 16,306 0 22,809
OI S A SPONSORED ADR NE 670851500 2,827 1,503,537 SH   DFND 4 1,503,537 0 0
OI S A SPONSORED ADR NE 670851500 127 67,399 SH   DFND 17 67,399 0 0
OI S A SPONSORED ADR NE 670851500 153 81,217 SH   DFND 21 81,217 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 23 59 SH   DFND 4 59 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 25,524 65,732 SH   DFND 17 43,242 0 22,490
O REILLY AUTOMOTIVE INC NEW COM 67103H107 292 751 SH   DFND 20 751 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 93,262 240,179 SH   DFND 21 197,776 0 42,403
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 660 1,700 SH Put DFND 4 1,700 0 0
OFG BANCORP COM 67103X102 750 37,881 SH   DFND 17 37,881 0 0
OFG BANCORP COM 67103X102 376 18,978 SH   DFND 21 18,978 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 72,358 70,875,000 PRN   DFND 17 66,950,000 0 3,925,000
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 3,719 183,000 SH   DFND 4 183,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 14 705 SH   DFND 17 705 0 0
OASIS PETE INC NEW COM 674215108 19,328 3,200,000 SH   DFND 4 3,200,000 0 0
OASIS PETE INC NEW COM 674215108 73 12,164 SH   DFND 17 12,164 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 86,377 92,160,000 PRN   DFND 17 87,365,000 0 4,795,000
OCCIDENTAL PETE CORP COM 674599105 447 6,750 SH   DFND 4 6,750 0 0
OCCIDENTAL PETE CORP COM 674599105 305,915 4,621,074 SH   DFND 17 4,452,832 0 168,242
OCCIDENTAL PETE CORP COM 674599105 52,759 796,965 SH   DFND 21 721,316 0 75,649
OCCIDENTAL PETE CORP COM 674599105 1,311 19,800 SH   DFND 24 19,800 0 0
OCCIDENTAL PETE CORP CALL 674599905 1,668 25,200 SH Call DFND 4 25,200 0 0
OCCIDENTAL PETE CORP PUT 674599955 5,236 79,100 SH Put DFND 4 79,100 0 0
ODONATE THERAPEUTICS INC COM 676079106 927 41,946 SH   DFND 17 41,946 0 0
ODONATE THERAPEUTICS INC COM 676079106 884 40,000 SH   DFND 24 40,000 0 0
OFFICE DEPOT INC COM 676220106 4,005 1,103,208 SH   DFND 17 684,709 0 418,499
OFFICE DEPOT INC COM 676220106 8,824 2,430,732 SH   DFND 21 2,232,706 0 198,026
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 59 2,150 SH   DFND 17 2,150 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 347 12,541 SH   DFND 21 0 0 12,541
OKTA INC CL A 679295105 245,162 2,963,394 SH   DFND 17 2,510,644 0 452,750
OKTA INC CL A 679295105 3,643 44,039 SH   DFND 20 44,039 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 91,151 50,570,000 PRN   DFND 17 47,775,000 0 2,795,000
OLD DOMINION FREIGHT LINE IN COM 679580100 2,182 15,112 SH   DFND 17 15,112 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 14,961 103,615 SH   DFND 21 55,877 0 47,738
OLD REP INTL CORP COM 680223104 16,659 796,314 SH   DFND 17 780,482 0 15,832
OLD REP INTL CORP COM 680223104 170 8,146 SH   DFND 20 8,146 0 0
OLD REP INTL CORP COM 680223104 44,951 2,148,708 SH   DFND 21 1,570,376 0 578,332
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 8,895 104,244 SH   DFND 17 62,376 0 41,868
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,519 17,799 SH   DFND 21 17,511 0 288
OMNICOM GROUP INC COM 681919106 555 7,600 SH   DFND 4 7,600 0 0
OMNICOM GROUP INC COM 681919106 997 13,654 SH   DFND 17 13,654 0 0
OMNICOM GROUP INC COM 681919106 246 3,377 SH   DFND 21 0 0 3,377
OMEGA HEALTHCARE INVS INC COM 681936100 4,350 114,026 SH   DFND 17 114,026 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,590 67,892 SH   DFND 21 0 0 67,892
OMNICELL INC COM 68213N109 7,340 90,798 SH   DFND 17 54,345 0 36,453
OMNICELL INC COM 68213N109 1,352 16,723 SH   DFND 21 16,723 0 0
OMEROS CORP COM 682143102 1,304 75,044 SH   DFND 17 75,044 0 0
ON DECK CAP INC COM 682163100 13 2,319 SH   DFND 17 2,319 0 0
ON DECK CAP INC COM 682163100 638 117,760 SH   DFND 21 0 0 117,760
ON SEMICONDUCTOR CORP COM 682189105 195 9,500 SH   DFND 4 9,500 0 0
ON SEMICONDUCTOR CORP COM 682189105 272,703 13,257,315 SH   DFND 17 11,755,270 0 1,502,045
ON SEMICONDUCTOR CORP COM 682189105 190 9,249 SH   DFND 20 9,249 0 0
ON SEMICONDUCTOR CORP COM 682189105 10,440 507,524 SH   DFND 21 405,677 0 101,847
ON SEMICONDUCTOR CORP COM 682189105 2,674 130,000 SH   DFND 24 130,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 157,195 127,635,000 PRN   DFND 17 119,855,000 0 7,780,000
ONE GAS INC COM 68235P108 5,561 62,457 SH   DFND 4 62,457 0 0
ONE GAS INC COM 68235P108 283 3,180 SH   DFND 17 3,180 0 0
ONE GAS INC COM 68235P108 1,683 18,903 SH   DFND 21 18,903 0 0
ONEOK INC NEW COM 682680103 130,096 1,862,770 SH   DFND 4 1,862,770 0 0
ONEOK INC NEW COM 682680103 1,736 24,862 SH   DFND 17 24,862 0 0
ONEOK INC NEW COM 682680103 874 12,516 SH   DFND 21 8,665 0 3,851
ONEOK INC NEW PUT 682680953 440 6,300 SH Put DFND 4 6,300 0 0
ONEMAIN HLDGS INC COM 68268W103 2,767 87,159 SH   DFND 17 80,453 0 6,706
ONEMAIN HLDGS INC COM 68268W103 81 2,560 SH   DFND 20 2,560 0 0
ONEMAIN HLDGS INC COM 68268W103 13,396 421,906 SH   DFND 21 295,361 0 126,545
ONESPAN INC COM 68287N100 16,659 866,739 SH   DFND 17 866,739 0 0
OOMA INC COM 683416101 260 19,611 SH   DFND 17 2,841 0 16,770
OPEN TEXT CORP COM 683715106 216 5,619 SH   DFND 17 0 0 5,619
OPEN TEXT CORP COM 683715106 170 4,433 SH   DFND 20 4,433 0 0
OPEN TEXT CORP COM 683715106 17,562 457,259 SH   DFND 21 315,474 0 141,785
OPKO HEALTH INC COM 68375N103 38 14,400 SH   DFND 17 14,400 0 0
ORACLE CORP COM 68389X105 9,465 176,225 SH   DFND 4 176,225 0 0
ORACLE CORP COM 68389X105 146,850 2,734,127 SH   DFND 17 2,592,601 0 141,526
ORACLE CORP COM 68389X105 1,511 28,139 SH   DFND 20 28,139 0 0
ORACLE CORP COM 68389X105 49,319 918,246 SH   DFND 21 859,597 0 58,649
ORACLE CORP CALL 68389X905 14,985 279,000 SH Call DFND 4 279,000 0 0
ORACLE CORP PUT 68389X955 20,329 378,500 SH Put DFND 4 378,500 0 0
OPTIMIZERX CORP COM NEW 68401U204 477 37,519 SH   DFND 17 32,127 0 5,392
ORASURE TECHNOLOGIES INC COM 68554V108 194 17,379 SH   DFND 17 17,379 0 0
ORITANI FINL CORP DEL COM 68633D103 346 20,809 SH   DFND 17 20,809 0 0
ORTHOPEDIATRICS CORP COM 68752L100 5,893 133,235 SH   DFND 17 128,659 0 4,576
ORTHOFIX MED INC COM 68752M108 232 4,113 SH   DFND 17 4,113 0 0
ORTHOFIX MED INC COM 68752M108 314 5,573 SH   DFND 21 5,573 0 0
OSHKOSH CORP COM 688239201 275 3,655 SH   DFND 17 3,655 0 0
OSHKOSH CORP COM 688239201 6,093 81,095 SH   DFND 21 64,830 0 16,265
OUTFRONT MEDIA INC COM 69007J106 1,740 74,342 SH   DFND 17 74,342 0 0
OUTFRONT MEDIA INC COM 69007J106 651 27,816 SH   DFND 21 27,816 0 0
OVERSTOCK COM INC DEL COM 690370101 32,398 1,949,347 SH   DFND 17 1,928,187 0 21,160
OWENS CORNING NEW COM 690742101 1,255 26,633 SH   DFND 17 26,633 0 0
OWENS CORNING NEW COM 690742101 323 6,860 SH   DFND 20 6,860 0 0
OWENS CORNING NEW COM 690742101 18,501 392,632 SH   DFND 21 192,851 0 199,781
PDVWIRELESS INC COM 69290R104 47,753 1,358,156 SH   DFND 4 1,358,156 0 0
PDVWIRELESS INC COM 69290R104 15 424 SH   DFND 17 424 0 0
PBF ENERGY INC CL A 69318G106 10,883 349,496 SH   DFND 17 272,417 0 77,079
PBF ENERGY INC CL A 69318G106 15,741 505,492 SH   DFND 21 140,982 0 364,510
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 1,548 1,650,000 PRN   DFND 17 1,650,000 0 0
PDL BIOPHARMA INC COM 69329Y104 483 129,724 SH   DFND 17 52,318 0 77,406
PDL BIOPHARMA INC COM 69329Y104 28 7,557 SH   DFND 21 7,557 0 0
PG&E CORP COM 69331C108 418 23,457 SH   DFND 17 23,457 0 0
PGT INNOVATIONS INC COM 69336V101 1,993 143,904 SH   DFND 17 143,904 0 0
PGT INNOVATIONS INC COM 69336V101 170 12,275 SH   DFND 21 12,275 0 0
PLDT INC SPONSORED ADR 69344D408 1,432 66,085 SH   DFND 17 66,085 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,565 12,756 SH   DFND 4 12,756 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,740 46,799 SH   DFND 17 46,799 0 0
PNC FINL SVCS GROUP INC COM 693475105 29,954 244,205 SH   DFND 21 105,463 0 138,742
PNC FINL SVCS GROUP INC CALL 693475905 1,938 15,800 SH Call DFND 4 15,800 0 0
PNC FINL SVCS GROUP INC PUT 693475955 5,556 45,300 SH Put DFND 4 45,300 0 0
PNM RES INC COM 69349H107 2,741 57,898 SH   DFND 17 51,867 0 6,031
PNM RES INC COM 69349H107 108 2,274 SH   DFND 20 2,274 0 0
PNM RES INC COM 69349H107 14,422 304,646 SH   DFND 21 251,614 0 53,032
PPG INDS INC COM 693506107 10 88 SH   DFND 4 88 0 0
PPG INDS INC COM 693506107 1,660 14,703 SH   DFND 17 14,703 0 0
PPG INDS INC PUT 693506957 632 5,600 SH Put DFND 4 5,600 0 0
PPL CORP COM 69351T106 3,937 124,039 SH   DFND 17 124,039 0 0
PPL CORP COM 69351T106 57 1,781 SH   DFND 20 1,781 0 0
PPL CORP COM 69351T106 15,651 493,087 SH   DFND 21 483,340 0 9,747
PRA HEALTH SCIENCES INC COM 69354M108 14,913 135,217 SH   DFND 17 69,491 0 65,726
PRA HEALTH SCIENCES INC COM 69354M108 1,660 15,051 SH   DFND 21 8,842 0 6,209
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 28,470 31,700,000 PRN   DFND 17 31,700,000 0 0
PPDAI GROUP INC SPONSORED ADR 69354V108 531 140,421 SH   DFND 21 122,043 0 18,378
PS BUSINESS PKS INC CALIF COM 69360J107 140 895 SH   DFND 17 895 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 498 3,176 SH   DFND 21 3,176 0 0
PVH CORP COM 693656100 3,305 27,102 SH   DFND 17 26,186 0 916
PVH CORP COM 693656100 9,641 79,057 SH   DFND 21 69,427 0 9,630
PTC THERAPEUTICS INC COM 69366J200 926 24,614 SH   DFND 17 24,614 0 0
PTC THERAPEUTICS INC COM 69366J200 433 11,500 SH   DFND 24 11,500 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 32,786 31,695,000 PRN   DFND 17 27,200,000 0 4,495,000
PTC INC COM 69370C100 139,882 1,517,483 SH   DFND 17 1,489,511 0 27,972
PACCAR INC COM 693718108 838 12,300 SH   DFND 4 12,300 0 0
PACCAR INC COM 693718108 28,630 420,161 SH   DFND 17 415,329 0 4,832
PACCAR INC COM 693718108 307 4,508 SH   DFND 20 4,508 0 0
PACCAR INC COM 693718108 78,507 1,152,142 SH   DFND 21 676,161 0 475,981
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 38,216 38,800,000 PRN   DFND 17 38,800,000 0 0
PACKAGING CORP AMER COM 695156109 129 1,300 SH   DFND 4 1,300 0 0
PACKAGING CORP AMER COM 695156109 20,225 203,507 SH   DFND 17 203,507 0 0
PACKAGING CORP AMER COM 695156109 60 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 6,406 64,458 SH   DFND 21 62,653 0 1,805
PACWEST BANCORP DEL COM 695263103 209 5,545 SH   DFND 17 5,545 0 0
PACWEST BANCORP DEL COM 695263103 2,112 56,164 SH   DFND 21 56,164 0 0
PALO ALTO NETWORKS INC COM 697435105 150,954 621,516 SH   DFND 17 539,046 0 82,470
PALO ALTO NETWORKS INC COM 697435105 5,890 24,249 SH   DFND 21 2,841 0 21,408
PAPA JOHNS INTL INC COM 698813102 53 998 SH   DFND 17 998 0 0
PAPA JOHNS INTL INC COM 698813102 477 9,000 SH   DFND 21 9,000 0 0
PARETEUM CORP COM NEW 69946T207 3,887 854,257 SH   DFND 17 833,266 0 20,991
PARK HOTELS RESORTS INC COM 700517105 6,579 211,667 SH   DFND 17 205,582 0 6,085
PARK HOTELS RESORTS INC COM 700517105 1,257 40,458 SH   DFND 20 40,458 0 0
PARK HOTELS RESORTS INC COM 700517105 40,559 1,304,976 SH   DFND 21 819,963 0 485,013
PARK OHIO HLDGS CORP COM 700666100 1,100 33,962 SH   DFND 17 33,962 0 0
PARK OHIO HLDGS CORP COM 700666100 44 1,345 SH   DFND 21 1,345 0 0
PARKER HANNIFIN CORP COM 701094104 686 4,000 SH   DFND 4 4,000 0 0
PARKER HANNIFIN CORP COM 701094104 4,799 27,963 SH   DFND 17 27,038 0 925
PARSLEY ENERGY INC CL A 701877102 8,182 423,959 SH   DFND 17 378,692 0 45,267
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 26,962 30,040,000 PRN   DFND 17 30,040,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 80 3,641 SH   DFND 17 3,641 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,276 57,987 SH   DFND 21 57,987 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 36,420 36,195,000 PRN   DFND 17 36,195,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,565 71,631 SH   DFND 17 71,631 0 0
PATTERSON COMPANIES INC COM 703395103 4,973 227,575 SH   DFND 21 227,575 0 0
PAYCHEX INC COM 704326107 4,112 51,275 SH   DFND 17 29,247 0 22,028
PAYCHEX INC COM 704326107 7,306 91,102 SH   DFND 21 77,511 0 13,591
PAYCHEX INC CALL 704326907 201 2,500 SH Call DFND 4 2,500 0 0
PAYCHEX INC PUT 704326957 986 12,300 SH Put DFND 4 12,300 0 0
PAYCOM SOFTWARE INC COM 70432V102 216,817 1,146,392 SH   DFND 17 895,452 0 250,940
PAYCOM SOFTWARE INC COM 70432V102 148 782 SH   DFND 21 0 0 782
PAYPAL HLDGS INC COM 70450Y103 467,053 4,497,812 SH   DFND 17 3,967,485 0 530,327
PAYPAL HLDGS INC COM 70450Y103 66,503 640,434 SH   DFND 21 629,637 0 10,797
PAYPAL HLDGS INC CALL 70450Y903 12,336 118,800 SH Call DFND 4 118,800 0 0
PAYPAL HLDGS INC PUT 70450Y953 33,457 322,200 SH Put DFND 4 322,200 0 0
PEABODY ENERGY CORP NEW COM 704551100 100 3,523 SH   DFND 17 3,523 0 0
PEABODY ENERGY CORP NEW COM 704551100 950 33,547 SH   DFND 21 28,655 0 4,892
PEAPACK-GLADSTONE FINL CORP COM 704699107 556 21,188 SH   DFND 17 3,315 0 17,873
PEBBLEBROOK HOTEL TR COM 70509V100 3,199 103,000 SH   DFND 4 103,000 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 655 21,092 SH   DFND 17 21,092 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 2,350 75,648 SH   DFND 21 75,648 0 0
PEGASYSTEMS INC COM 705573103 32,981 507,407 SH   DFND 17 507,407 0 0
PEGASYSTEMS INC COM 705573103 780 11,999 SH   DFND 21 11,999 0 0
PEMBINA PIPELINE CORP COM 706327103 1,041 28,329 SH   DFND 21 23,216 0 5,113
PENN NATL GAMING INC COM 707569109 629 31,297 SH   DFND 17 31,297 0 0
PENN VA CORP NEW COM 70788V102 3,524 79,899 SH   DFND 17 75,422 0 4,477
PENN VA CORP NEW COM 70788V102 54 1,223 SH   DFND 20 1,223 0 0
PENN VA CORP NEW COM 70788V102 9,063 205,500 SH   DFND 21 162,842 0 42,658
PENNEY J C CORP INC COM 708160106 21 14,138 SH   DFND 17 14,138 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,276 61,616 SH   DFND 17 9,499 0 52,117
PENNYMAC MTG INVT TR COM 70931T103 229 11,054 SH   DFND 20 11,054 0 0
PENNYMAC MTG INVT TR COM 70931T103 3,120 150,662 SH   DFND 21 116,991 0 33,671
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,501 1,500,000 PRN   DFND 17 1,500,000 0 0
PENNYMAC FINL SVCS INC COM 70932M107 20 889 SH   DFND 17 889 0 0
PENNYMAC FINL SVCS INC COM 70932M107 184 8,281 SH   DFND 21 0 0 8,281
PENSKE AUTOMOTIVE GRP INC COM 70959W103 72 1,605 SH   DFND 17 1,605 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 399 8,943 SH   DFND 21 8,943 0 0
PENUMBRA INC COM 70975L107 853 5,799 SH   DFND 17 5,799 0 0
PENUMBRA INC COM 70975L107 316 2,151 SH   DFND 21 2,151 0 0
PEOPLES BANCORP INC COM 709789101 76 2,467 SH   DFND 17 2,467 0 0
PEOPLES BANCORP INC COM 709789101 381 12,316 SH   DFND 21 12,316 0 0
PEOPLES UTD FINL INC COM 712704105 1,394 84,822 SH   DFND 17 84,822 0 0
PEOPLES UTD FINL INC COM 712704105 811 49,316 SH   DFND 21 44,693 0 4,623
PEOPLES UTAH BANCORP COM 712706209 742 28,128 SH   DFND 17 24,211 0 3,917
PEPSICO INC COM 713448108 3,476 28,363 SH   DFND 4 28,363 0 0
PEPSICO INC COM 713448108 130,512 1,064,973 SH   DFND 17 1,000,469 0 64,504
PEPSICO INC COM 713448108 73,608 600,637 SH   DFND 21 585,733 0 14,904
PEPSICO INC CALL 713448908 15,760 128,600 SH Call DFND 4 128,600 0 0
PEPSICO INC PUT 713448958 42,292 345,100 SH Put DFND 4 345,100 0 0
PERFICIENT INC COM 71375U101 5,631 205,579 SH   DFND 17 105,632 0 99,947
PERFORMANCE FOOD GROUP CO COM 71377A103 13,675 344,984 SH   DFND 17 127,531 0 217,453
PERFORMANCE FOOD GROUP CO COM 71377A103 1,769 44,630 SH   DFND 21 44,630 0 0
PERKINELMER INC COM 714046109 17,948 186,260 SH   DFND 17 186,260 0 0
PERKINELMER INC COM 714046109 6,575 68,231 SH   DFND 21 55,470 0 12,761
PERSPECTA INC COM 715347100 10,594 523,930 SH   DFND 17 523,045 0 885
PERSPECTA INC COM 715347100 69 3,435 SH   DFND 20 3,435 0 0
PERSPECTA INC COM 715347100 7,039 348,118 SH   DFND 21 335,365 0 12,753
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,189 43,310 SH   DFND 17 43,310 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,646 132,779 SH   DFND 20 132,779 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,451 52,850 SH   DFND 21 37,791 0 15,059
PETMED EXPRESS INC COM 716382106 560 24,593 SH   DFND 17 24,593 0 0
PETMED EXPRESS INC COM 716382106 3,245 142,440 SH   DFND 21 142,440 0 0
PETIQ INC COM CL A 71639T106 27 856 SH   DFND 17 856 0 0
PETIQ INC COM CL A 71639T106 1,226 39,023 SH   DFND 21 39,023 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,406 98,290 SH   DFND 17 98,290 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 5,560 388,795 SH   DFND 21 370,205 0 18,590
PFIZER INC COM 717081103 12,682 298,622 SH   DFND 4 298,622 0 0
PFIZER INC COM 717081103 207,473 4,885,167 SH   DFND 17 4,008,089 0 877,078
PFIZER INC COM 717081103 3,343 78,705 SH   DFND 20 78,705 0 0
PFIZER INC COM 717081103 326,524 7,688,345 SH   DFND 21 5,704,576 0 1,983,769
PFIZER INC CALL 717081903 16,597 390,800 SH Call DFND 4 390,800 0 0
PFIZER INC PUT 717081953 37,594 885,200 SH Put DFND 4 885,200 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 65 1,960 SH   DFND 17 1,960 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 694 21,044 SH   DFND 21 21,044 0 0
PHILIP MORRIS INTL INC COM 718172109 3,175 35,920 SH   DFND 4 35,920 0 0
PHILIP MORRIS INTL INC COM 718172109 112,450 1,272,203 SH   DFND 17 1,237,398 0 34,805
PHILIP MORRIS INTL INC COM 718172109 20,314 229,822 SH   DFND 21 217,037 0 12,785
PHILIP MORRIS INTL INC CALL 718172909 7,840 88,700 SH Call DFND 4 88,700 0 0
PHILIP MORRIS INTL INC PUT 718172959 36,655 414,700 SH Put DFND 4 414,700 0 0
PHILLIPS 66 COM 718546104 1,157 12,154 SH   DFND 4 12,154 0 0
PHILLIPS 66 COM 718546104 9,964 104,695 SH   DFND 17 104,695 0 0
PHILLIPS 66 COM 718546104 444 4,667 SH   DFND 20 4,667 0 0
PHILLIPS 66 COM 718546104 9,255 97,245 SH   DFND 21 92,066 0 5,179
PHILLIPS 66 COM 718546104 761 8,000 SH   DFND 24 8,000 0 0
PHILLIPS 66 CALL 718546904 1,085 11,400 SH Call DFND 4 11,400 0 0
PHILLIPS 66 PUT 718546954 3,483 36,600 SH Put DFND 4 36,600 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 10,732 205,000 SH   DFND 4 205,000 0 0
PHOTRONICS INC COM 719405102 156 16,530 SH   DFND 17 2,932 0 13,598
PHOTRONICS INC COM 719405102 2,637 279,100 SH   DFND 21 119,996 0 159,104
PIERIS PHARMACEUTICALS INC COM 720795103 39 11,689 SH   DFND 17 11,689 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 4,342 194,774 SH   DFND 17 194,774 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,845 172,500 SH   DFND 24 172,500 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 48,471 1,711,547 SH   DFND 4 1,711,547 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 310,853 13,179,336 SH   DFND 4 13,179,336 0 0
PINDUODUO INC SPONSORED ADS 722304102 3,152 127,100 SH   DFND 4 127,100 0 0
PINDUODUO INC SPONSORED ADS 722304102 5,042 203,292 SH   DFND 20 203,292 0 0
PINDUODUO INC SPONSORED ADS 722304102 496 20,000 SH   DFND 24 20,000 0 0
PINNACLE WEST CAP CORP COM 723484101 1,141 11,940 SH   DFND 17 11,940 0 0
PINNACLE WEST CAP CORP COM 723484101 34 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 9,055 94,733 SH   DFND 21 45,277 0 49,456
PIONEER NAT RES CO COM 723787107 68,748 451,461 SH   DFND 4 451,461 0 0
PIONEER NAT RES CO COM 723787107 23,966 157,379 SH   DFND 17 134,204 0 23,175
PIONEER NAT RES CO COM 723787107 7,341 48,208 SH   DFND 20 48,208 0 0
PIONEER NAT RES CO COM 723787107 11,888 78,069 SH   DFND 21 78,069 0 0
PIONEER NAT RES CO COM 723787107 761 5,000 SH   DFND 24 5,000 0 0
PIONEER NAT RES CO CALL 723787907 335 2,200 SH Call DFND 4 2,200 0 0
PIONEER NAT RES CO PUT 723787957 1,508 9,900 SH Put DFND 4 9,900 0 0
PITNEY BOWES INC COM 724479100 2,422 352,602 SH   DFND 17 47,965 0 304,637
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 37,423 1,526,854 SH   DFND 4 1,526,854 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 25,032 1,004,489 SH   DFND 4 1,004,489 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,066 42,775 SH   DFND 17 42,775 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 175 7,036 SH   DFND 21 0 0 7,036
PLANET FITNESS INC CL A 72703H101 612 8,911 SH   DFND 17 8,911 0 0
PLANET FITNESS INC CL A 72703H101 2,071 30,133 SH   DFND 21 29,746 0 387
PLANET FITNESS INC CL A 72703H101 2,584 37,600 SH   DFND 24 37,600 0 0
PLANTRONICS INC NEW COM 727493108 69 1,495 SH   DFND 17 1,495 0 0
PLANTRONICS INC NEW COM 727493108 271 5,867 SH   DFND 21 0 0 5,867
PLAYAGS INC COM 72814N104 6,138 256,490 SH   DFND 17 145,730 0 110,760
PLURALSIGHT INC COM CL A 72941B106 5,239 165,064 SH   DFND 17 135,816 0 29,248
POLARIS INDS INC COM 731068102 224 2,656 SH   DFND 17 2,656 0 0
POLARIS INDS INC COM 731068102 184 2,176 SH   DFND 21 2,176 0 0
POOL CORPORATION COM 73278L105 4,349 26,360 SH   DFND 17 14,201 0 12,159
POOL CORPORATION COM 73278L105 2,236 13,553 SH   DFND 21 13,553 0 0
POPULAR INC COM NEW 733174700 2,383 45,710 SH   DFND 17 40,722 0 4,988
POPULAR INC COM NEW 733174700 1,551 29,754 SH   DFND 20 29,754 0 0
POPULAR INC COM NEW 733174700 45,158 866,248 SH   DFND 21 565,918 0 300,330
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 31,650 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,001 77,178 SH   DFND 17 70,943 0 6,235
PORTLAND GEN ELEC CO COM NEW 736508847 8,688 167,592 SH   DFND 21 120,961 0 46,631
PORTOLA PHARMACEUTICALS INC COM 737010108 1,035 29,837 SH   DFND 17 29,837 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 420 12,100 SH   DFND 24 12,100 0 0
POST HLDGS INC COM 737446104 320 2,926 SH   DFND 17 2,926 0 0
POST HLDGS INC COM 737446104 6,398 58,485 SH   DFND 21 55,629 0 2,856
POTLATCHDELTIC CORPORATION COM 737630103 8,310 219,893 SH   DFND 17 219,893 0 0
PQ GROUP HLDGS INC COM 73943T103 88 5,808 SH   DFND 17 1,648 0 4,160
PQ GROUP HLDGS INC COM 73943T103 778 51,262 SH   DFND 21 25,049 0 26,213
PREFERRED BK LOS ANGELES CA COM NEW 740367404 6,334 140,858 SH   DFND 17 103,943 0 36,915
PREFERRED APT CMNTYS INC COM 74039L103 27 1,837 SH   DFND 17 1,837 0 0
PREFERRED APT CMNTYS INC COM 74039L103 1,330 89,745 SH   DFND 21 0 0 89,745
PREMIER INC CL A 74051N102 629 18,244 SH   DFND 17 6,884 0 11,360
PRICE T ROWE GROUP INC COM 74144T108 2,085 20,823 SH   DFND 4 20,823 0 0
PRICE T ROWE GROUP INC COM 74144T108 10,814 108,010 SH   DFND 17 108,010 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,981 89,700 SH   DFND 21 88,671 0 1,029
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 64,390 47,415,000 PRN   DFND 17 44,645,000 0 2,770,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,074 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 119,960 107,975,000 PRN   DFND 17 107,975,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,444 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 237 1,939 SH   DFND 17 1,939 0 0
PRIMO WTR CORP COM 74165N105 3,966 256,531 SH   DFND 17 248,375 0 8,156
PRINCIPAL FINL GROUP INC COM 74251V102 3,094 61,644 SH   DFND 17 61,644 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 10,843 216,043 SH   DFND 21 143,881 0 72,162
PROCTER AND GAMBLE CO COM 742718109 2,383 22,900 SH   DFND 4 22,900 0 0
PROCTER AND GAMBLE CO COM 742718109 100,030 961,366 SH   DFND 17 671,609 0 289,757
PROCTER AND GAMBLE CO COM 742718109 3,042 29,234 SH   DFND 20 29,234 0 0
PROCTER AND GAMBLE CO COM 742718109 223,974 2,152,563 SH   DFND 21 1,748,648 0 403,915
PROCTER AND GAMBLE CO CALL 742718909 19,676 189,100 SH Call DFND 4 189,100 0 0
PROCTER AND GAMBLE CO PUT 742718959 70,598 678,500 SH Put DFND 4 678,500 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,133 244,265 SH   DFND 17 236,359 0 7,906
PROGRESS SOFTWARE CORP COM 743312100 1,132 25,520 SH   DFND 17 2,830 0 22,690
PROGRESS SOFTWARE CORP COM 743312100 1,843 41,546 SH   DFND 21 0 0 41,546
PROGRESSIVE CORP OHIO COM 743315103 1,083 15,021 SH   DFND 4 15,021 0 0
PROGRESSIVE CORP OHIO COM 743315103 229,462 3,182,987 SH   DFND 17 2,836,914 0 346,073
PROGRESSIVE CORP OHIO COM 743315103 1,296 17,974 SH   DFND 20 17,974 0 0
PROGRESSIVE CORP OHIO COM 743315103 94,236 1,307,198 SH   DFND 21 816,221 0 490,977
PROGRESSIVE CORP OHIO CALL 743315903 1,521 21,100 SH Call DFND 4 21,100 0 0
PROGRESSIVE CORP OHIO PUT 743315953 2,545 35,300 SH Put DFND 4 35,300 0 0
PROLOGIS INC COM 74340W103 59,745 830,366 SH   DFND 4 830,366 0 0
PROLOGIS INC COM 74340W103 31,445 437,037 SH   DFND 17 390,152 0 46,885
PROLOGIS INC COM 74340W103 277 3,853 SH   DFND 21 0 0 3,853
PROLOGIS INC CALL 74340W903 216 3,000 SH Call DFND 4 3,000 0 0
PROLOGIS INC PUT 74340W953 820 11,400 SH Put DFND 4 11,400 0 0
PROOFPOINT INC COM 743424103 111,477 918,036 SH   DFND 17 801,431 0 116,605
PROOFPOINT INC COM 743424103 1,238 10,196 SH   DFND 21 10,196 0 0
PROS HOLDINGS INC COM 74346Y103 3,712 87,880 SH   DFND 17 87,880 0 0
PROPETRO HLDG CORP COM 74347M108 6,497 288,263 SH   DFND 17 201,939 0 86,324
PROPETRO HLDG CORP COM 74347M108 270 12,000 SH   DFND 24 12,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 5,363 822,610 SH   DFND 17 238,201 0 584,409
PROSPECT CAPITAL CORPORATION COM 74348T102 9,158 1,404,549 SH   DFND 21 881,079 0 523,470
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 35,494 35,875,000 PRN   DFND 17 35,875,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 29,550 30,000,000 PRN   DFND 17 30,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 208 3,015 SH   DFND 17 3,015 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 695 55,315 SH   DFND 17 55,315 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 272 21,600 SH   DFND 24 21,600 0 0
PRUDENTIAL FINL INC COM 744320102 726 7,907 SH   DFND 4 7,907 0 0
PRUDENTIAL FINL INC COM 744320102 29,525 321,340 SH   DFND 17 203,269 0 118,071
PRUDENTIAL FINL INC COM 744320102 1,109 12,074 SH   DFND 20 12,074 0 0
PRUDENTIAL FINL INC COM 744320102 103,828 1,130,039 SH   DFND 21 771,474 0 358,565
PRUDENTIAL FINL INC CALL 744320902 1,911 20,800 SH Call DFND 4 20,800 0 0
PRUDENTIAL FINL INC PUT 744320952 5,586 60,800 SH Put DFND 4 60,800 0 0
PRUDENTIAL PLC ADR 74435K204 433 10,774 SH   DFND 17 10,716 0 58
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 113,565 1,911,554 SH   DFND 17 1,897,129 0 14,425
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 193 3,253 SH   DFND 20 3,253 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 88,735 1,493,609 SH   DFND 21 911,715 0 581,894
PUBLIC SVC ENTERPRISE GRP IN CALL 744573906 303 5,100 SH Call DFND 4 5,100 0 0
PUBLIC SVC ENTERPRISE GRP IN PUT 744573956 600 10,100 SH Put DFND 4 10,100 0 0
PUBLIC STORAGE COM 74460D109 18,009 82,693 SH   DFND 4 82,693 0 0
PUBLIC STORAGE COM 74460D109 8,997 41,313 SH   DFND 17 41,313 0 0
PUBLIC STORAGE CALL 74460D909 1,045 4,800 SH Call DFND 4 4,800 0 0
PUBLIC STORAGE PUT 74460D959 2,504 11,500 SH Put DFND 4 11,500 0 0
PULTE GROUP INC COM 745867101 428 15,300 SH   DFND 4 15,300 0 0
PULTE GROUP INC COM 745867101 1,118 39,983 SH   DFND 17 39,983 0 0
PULTE GROUP INC COM 745867101 3,445 123,207 SH   DFND 21 121,213 0 1,994
PURE STORAGE INC CL A 74624M102 30,915 1,418,763 SH   DFND 17 1,264,568 0 154,195
QCR HOLDINGS INC COM 74727A104 412 12,151 SH   DFND 17 5,183 0 6,968
QAD INC CL A 74727D306 995 23,091 SH   DFND 17 19,834 0 3,257
QEP RES INC COM 74733V100 83 10,669 SH   DFND 17 10,669 0 0
QEP RES INC COM 74733V100 1,560 200,309 SH   DFND 21 0 0 200,309
QIWI PLC SPON ADR REP B 74735M108 974 67,678 SH   DFND 21 52,678 0 15,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 10,862 100,000 SH   DFND 17 100,000 0 0
QORVO INC COM 74736K101 546 7,615 SH   DFND 17 7,615 0 0
Q2 HLDGS INC COM 74736L109 1,055 15,229 SH   DFND 17 15,229 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 7,819 6,000,000 PRN   DFND 17 4,490,000 0 1,510,000
QUALCOMM INC COM 747525103 25,806 452,500 SH   DFND 4 452,500 0 0
QUALCOMM INC COM 747525103 135,606 2,377,806 SH   DFND 17 2,365,366 0 12,440
QUALCOMM INC COM 747525103 106 1,863 SH   DFND 21 1,863 0 0
QUALCOMM INC CALL 747525903 6,473 113,500 SH Call DFND 4 113,500 0 0
QUALCOMM INC PUT 747525953 15,934 279,400 SH Put DFND 4 279,400 0 0
QUALYS INC COM 74758T303 9,555 115,481 SH   DFND 17 115,481 0 0
QUALYS INC COM 74758T303 192 2,323 SH   DFND 20 2,323 0 0
QUALYS INC COM 74758T303 6,598 79,742 SH   DFND 21 27,295 0 52,447
QUANTA SVCS INC COM 74762E102 388 10,278 SH   DFND 17 10,278 0 0
QUANTERIX CORP COM 74766Q101 5,359 207,484 SH   DFND 17 200,854 0 6,630
QUDIAN INC ADR 747798106 68 13,500 SH   DFND 17 13,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 109,855 1,221,701 SH   DFND 17 1,195,625 0 26,076
QUEST DIAGNOSTICS INC COM 74834L100 233 2,588 SH   DFND 20 2,588 0 0
QUEST DIAGNOSTICS INC COM 74834L100 58,690 652,690 SH   DFND 21 415,049 0 237,641
QUINSTREET INC COM 74874Q100 4,286 320,072 SH   DFND 17 312,351 0 7,721
QUINSTREET INC COM 74874Q100 282 21,079 SH   DFND 21 21,079 0 0
QURATE RETAIL INC COM SER A 74915M100 299 18,693 SH   DFND 17 18,693 0 0
RBB BANCORP COM 74930B105 115 6,138 SH   DFND 17 6,138 0 0
RBB BANCORP COM 74930B105 161 8,583 SH   DFND 21 8,583 0 0
R1 RCM INC COM 749397105 14,822 1,532,803 SH   DFND 17 1,092,966 0 439,837
R1 RCM INC COM 749397105 1,069 110,568 SH   DFND 21 110,568 0 0
RLI CORP COM 749607107 224 3,125 SH   DFND 17 3,125 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 27,860 1,107,305 SH   DFND 17 1,107,305 0 0
RPM INTL INC COM 749685103 339 5,847 SH   DFND 17 5,847 0 0
RPT REALTY COM SH BEN INT 74971D101 1,997 166,294 SH   DFND 17 43,109 0 123,185
RPT REALTY COM SH BEN INT 74971D101 1,906 158,731 SH   DFND 21 158,731 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 32,932 33,285,000 PRN   DFND 17 33,285,000 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 1,073 178,611 SH   DFND 17 178,611 0 0
RADIAN GROUP INC COM 750236101 2,177 104,979 SH   DFND 17 104,979 0 0
RADIAN GROUP INC COM 750236101 2,327 112,196 SH   DFND 21 112,196 0 0
RADIUS HEALTH INC COM NEW 750469207 888 44,556 SH   DFND 17 44,556 0 0
RADIUS HEALTH INC COM NEW 750469207 383 19,200 SH   DFND 24 19,200 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 11,647 13,950,000 PRN   DFND 17 13,950,000 0 0
RADNET INC COM 750491102 3,908 315,435 SH   DFND 17 306,097 0 9,338
RADNET INC COM 750491102 2,051 165,522 SH   DFND 21 162,473 0 3,049
RALPH LAUREN CORP CL A 751212101 1,066 8,220 SH   DFND 17 8,220 0 0
RALPH LAUREN CORP CL A 751212101 159 1,229 SH   DFND 20 1,229 0 0
RALPH LAUREN CORP CL A 751212101 5,678 43,787 SH   DFND 21 42,431 0 1,356
RANGE RES CORP COM 75281A109 110 9,764 SH   DFND 17 9,764 0 0
RANGE RES CORP COM 75281A109 2,491 221,590 SH   DFND 21 127,994 0 93,596
RAPID7 INC COM 753422104 34,573 683,130 SH   DFND 17 613,305 0 69,825
RAVEN INDS INC COM 754212108 2,490 64,894 SH   DFND 17 64,894 0 0
RAVEN INDS INC COM 754212108 1,765 46,000 SH   DFND 24 46,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,458 167,368 SH   DFND 17 167,368 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 460 5,726 SH   DFND 21 5,726 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 5,918 60,000 SH   DFND 17 60,000 0 0
RAYTHEON CO COM NEW 755111507 1,815 9,966 SH   DFND 4 9,966 0 0
RAYTHEON CO COM NEW 755111507 176,819 971,108 SH   DFND 17 971,108 0 0
RAYTHEON CO COM NEW 755111507 21,687 119,106 SH   DFND 20 119,106 0 0
RAYTHEON CO COM NEW 755111507 4,304 23,640 SH   DFND 21 23,640 0 0
RAYTHEON CO CALL 755111907 1,584 8,700 SH Call DFND 4 8,700 0 0
RAYTHEON CO PUT 755111957 6,063 33,300 SH Put DFND 4 33,300 0 0
READY CAP CORP COM 75574U101 116 7,891 SH   DFND 17 7,891 0 0
READY CAP CORP COM 75574U101 252 17,192 SH   DFND 21 16,283 0 909
READY CAP CORP 7% CN SR NT 2023 75574U200 19,022 720,000 SH   DFND 17 720,000 0 0
REALPAGE INC COM 75606N109 17,823 293,672 SH   DFND 17 200,706 0 92,966
REALPAGE INC NOTE 1.500%11/1 75606NAB5 88,117 56,945,000 PRN   DFND 17 53,490,000 0 3,455,000
REALTY INCOME CORP COM 756109104 1,326 18,028 SH   DFND 17 18,028 0 0
REALTY INCOME CORP CALL 756109904 566 7,700 SH Call DFND 4 7,700 0 0
REALTY INCOME CORP PUT 756109954 1,162 15,800 SH Put DFND 4 15,800 0 0
RED HAT INC COM 756577102 28,247 154,606 SH   DFND 4 139,237 0 15,369
RED HAT INC COM 756577102 42,541 232,845 SH   DFND 17 232,845 0 0
RED HAT INC COM 756577102 12,561 68,750 SH   DFND 21 68,750 0 0
RED HAT INC CALL 756577902 402 2,200 SH Call DFND 4 2,200 0 0
RED HAT INC PUT 756577952 420 2,300 SH Put DFND 4 2,300 0 0
RED LION HOTELS CORP COM 756764106 704 87,114 SH   DFND 17 74,761 0 12,353
RED ROCK RESORTS INC CL A 75700L108 81 3,129 SH   DFND 17 3,129 0 0
RED ROCK RESORTS INC CL A 75700L108 5,087 196,782 SH   DFND 21 16,002 0 180,780
REDFIN CORP COM 75737F108 46,430 2,290,596 SH   DFND 17 2,272,701 0 17,895
REGAL BELOIT CORP COM 758750103 13,183 161,019 SH   DFND 17 161,019 0 0
REGAL BELOIT CORP COM 758750103 417 5,094 SH   DFND 20 5,094 0 0
REGAL BELOIT CORP COM 758750103 13,904 169,833 SH   DFND 21 104,255 0 65,578
REGENCY CTRS CORP COM 758849103 22,269 329,960 SH   DFND 4 329,960 0 0
REGENCY CTRS CORP COM 758849103 644 9,544 SH   DFND 17 9,544 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,381 15,540 SH   DFND 4 15,540 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,617 28,291 SH   DFND 17 27,327 0 964
REGENERON PHARMACEUTICALS COM 75886F107 24,435 59,507 SH   DFND 21 49,178 0 10,329
REGENERON PHARMACEUTICALS COM 75886F107 5,400 13,150 SH   DFND 24 13,150 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 370 900 SH Call DFND 4 900 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 2,094 5,100 SH Put DFND 4 5,100 0 0
REGIS CORP MINN COM 758932107 27 1,388 SH   DFND 17 1,388 0 0
REGIS CORP MINN COM 758932107 323 16,405 SH   DFND 21 16,405 0 0
REGENXBIO INC COM 75901B107 3,829 66,813 SH   DFND 17 39,857 0 26,956
REGIONAL MGMT CORP COM 75902K106 105 4,307 SH   DFND 17 4,307 0 0
REGIONAL MGMT CORP COM 75902K106 863 35,321 SH   DFND 21 35,321 0 0
REGIONS FINL CORP NEW COM 7591EP100 25,486 1,801,135 SH   DFND 17 1,217,896 0 583,239
REGIONS FINL CORP NEW COM 7591EP100 19,662 1,389,532 SH   DFND 21 1,121,379 0 268,153
REINSURANCE GRP OF AMERICA I COM NEW 759351604 89,083 627,432 SH   DFND 17 622,813 0 4,619
REINSURANCE GRP OF AMERICA I COM NEW 759351604 10,493 73,905 SH   DFND 21 71,416 0 2,489
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,551 94,732 SH   DFND 17 91,236 0 3,496
RELIANCE STEEL & ALUMINUM CO COM 759509102 367 4,064 SH   DFND 20 4,064 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 48,921 541,998 SH   DFND 21 361,601 0 180,397
RENASANT CORP COM 75970E107 12,622 372,885 SH   DFND 17 372,885 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,624 119,506 SH   DFND 17 119,506 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,655 75,382 SH   DFND 21 75,382 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,240 102,000 SH   DFND 24 102,000 0 0
REPLIGEN CORP COM 759916109 1,008 17,061 SH   DFND 17 1,756 0 15,305
RENT A CTR INC NEW COM 76009N100 42 1,992 SH   DFND 17 1,992 0 0
RENT A CTR INC NEW COM 76009N100 1,387 66,471 SH   DFND 21 66,471 0 0
REPUBLIC BANCORP KY CL A 760281204 19 432 SH   DFND 17 432 0 0
REPUBLIC BANCORP KY CL A 760281204 1,408 31,475 SH   DFND 21 30,454 0 1,021
REPUBLIC SVCS INC COM 760759100 4,353 54,156 SH   DFND 17 54,156 0 0
REPUBLIC SVCS INC COM 760759100 51 629 SH   DFND 20 629 0 0
REPUBLIC SVCS INC COM 760759100 6,432 80,020 SH   DFND 21 70,283 0 9,737
RESMED INC COM 761152107 1,397 13,439 SH   DFND 17 12,500 0 939
RESMED INC COM 761152107 5,424 52,165 SH   DFND 21 25,344 0 26,821
RESOLUTE FST PRODS INC COM 76117W109 921 116,610 SH   DFND 17 54,725 0 61,885
RESOLUTE FST PRODS INC COM 76117W109 822 104,035 SH   DFND 21 68,487 0 35,548
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,481 128,633 SH   DFND 17 128,632 0 1
RESIDEO TECHNOLOGIES INC COM 76118Y104 6 321 SH   DFND 20 321 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 844 43,752 SH   DFND 21 42,790 0 962
RESOURCES CONNECTION INC COM 76122Q105 816 49,350 SH   DFND 17 9,714 0 39,636
RESOURCES CONNECTION INC COM 76122Q105 237 14,318 SH   DFND 21 14,318 0 0
RETROPHIN INC COM 761299106 436 19,275 SH   DFND 17 19,275 0 0
RETROPHIN INC COM 761299106 192 8,500 SH   DFND 24 8,500 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 9,054 9,570,000 PRN   DFND 17 9,570,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 36,790 423,167 SH   DFND 17 380,540 0 42,627
RESTAURANT BRANDS INTL INC COM 76131D103 28,498 327,790 SH   DFND 21 327,790 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,507 369,723 SH   DFND 17 74,243 0 295,480
REXNORD CORP NEW COM 76169B102 7,768 309,006 SH   DFND 17 309,006 0 0
REXNORD CORP NEW COM 76169B102 1,575 62,668 SH   DFND 21 62,668 0 0
REXFORD INDL RLTY INC COM 76169C100 7,530 210,283 SH   DFND 4 210,283 0 0
REXFORD INDL RLTY INC COM 76169C100 149 4,147 SH   DFND 17 4,147 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,232 479,273 SH   DFND 17 464,137 0 15,136
RINGCENTRAL INC CL A 76680R206 117,597 1,090,881 SH   DFND 17 823,701 0 267,180
RINGCENTRAL INC NOTE 3/1 76680RAD9 75,685 53,315,000 PRN   DFND 17 49,220,000 0 4,095,000
RING ENERGY INC COM 76680V108 437 74,371 SH   DFND 17 64,155 0 10,216
RIO TINTO PLC SPONSORED ADR 767204100 2,112 35,892 SH   DFND 17 35,892 0 0
RITE AID CORP COM 767754104 7,748 12,201,169 SH   DFND 4 12,201,169 0 0
RITE AID CORP COM 767754104 31 48,658 SH   DFND 17 48,658 0 0
RITE AID CORP COM 767754104 376 592,020 SH   DFND 21 592,020 0 0
ROAN RES INC CL A COM 769755109 1,485 243,034 SH   DFND 17 243,034 0 0
ROBERT HALF INTL INC COM 770323103 1,119 17,180 SH   DFND 4 17,180 0 0
ROBERT HALF INTL INC COM 770323103 1,034 15,867 SH   DFND 17 15,867 0 0
ROBERT HALF INTL INC COM 770323103 25,321 388,601 SH   DFND 21 221,612 0 166,989
ROCKWELL AUTOMATION INC COM 773903109 3 19 SH   DFND 4 19 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,293 7,368 SH   DFND 17 7,368 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 6,793 126,265 SH   DFND 17 112,426 0 13,839
ROGERS COMMUNICATIONS INC CL B 775109200 174 3,241 SH   DFND 20 3,241 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 40,858 759,483 SH   DFND 21 503,471 0 256,012
ROKU INC COM CL A 77543R102 64,151 994,439 SH   DFND 17 994,439 0 0
ROLLINS INC COM 775711104 369 8,864 SH   DFND 17 8,864 0 0
ROPER TECHNOLOGIES INC COM 776696106 25,814 75,485 SH   DFND 17 61,665 0 13,820
ROPER TECHNOLOGIES INC COM 776696106 21,974 64,258 SH   DFND 20 64,258 0 0
ROPER TECHNOLOGIES INC COM 776696106 104,756 306,330 SH   DFND 21 292,895 0 13,435
ROPER TECHNOLOGIES INC COM 776696106 8,960 26,200 SH   DFND 24 26,200 0 0
ROSETTA STONE INC COM 777780107 11,300 517,178 SH   DFND 17 378,813 0 138,365
ROSS STORES INC COM 778296103 326 3,497 SH   DFND 4 3,497 0 0
ROSS STORES INC COM 778296103 8,837 94,924 SH   DFND 17 94,924 0 0
ROSS STORES INC COM 778296103 44,055 473,196 SH   DFND 21 468,818 0 4,378
ROSS STORES INC COM 778296103 1,443 15,500 SH   DFND 24 15,500 0 0
ROSS STORES INC PUT 778296953 521 5,600 SH Put DFND 4 5,600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 6,360 84,278 SH   DFND 17 37,443 0 46,835
ROYAL BK CDA MONTREAL QUE COM 780087102 1,460 19,351 SH   DFND 20 19,351 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 85,927 1,138,587 SH   DFND 21 865,446 0 273,141
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 151,492 2,420,383 SH   DFND 17 2,402,291 0 18,092
ROYAL GOLD INC COM 780287108 268 2,949 SH   DFND 17 2,949 0 0
ROYAL GOLD INC COM 780287108 25 273 SH   DFND 21 273 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,189 139,861 SH   DFND 17 33,441 0 106,420
RUDOLPH TECHNOLOGIES INC COM 781270103 1,352 59,304 SH   DFND 21 58,167 0 1,137
RUMBLEON INC CL B 781386206 505 102,154 SH   DFND 17 87,563 0 14,591
RUSH ENTERPRISES INC CL A 781846209 238 5,684 SH   DFND 17 5,684 0 0
RUSH ENTERPRISES INC CL A 781846209 262 6,274 SH   DFND 20 6,274 0 0
RUSH ENTERPRISES INC CL A 781846209 1,393 33,308 SH   DFND 21 33,308 0 0
RUSH ENTERPRISES INC CL B 781846308 1,245 29,968 SH   DFND 17 15,613 0 14,355
RUTHS HOSPITALITY GROUP INC COM 783332109 15,790 617,051 SH   DFND 17 617,051 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 16,373 218,478 SH   DFND 17 206,228 0 12,250
RYANAIR HLDGS PLC SPONSORED ADS 783513203 47,385 632,307 SH   DFND 21 111,480 0 520,827
RYDER SYS INC COM 783549108 2,134 34,417 SH   DFND 17 34,417 0 0
RYDER SYS INC COM 783549108 10,339 166,786 SH   DFND 21 160,784 0 6,002
RYMAN HOSPITALITY PPTYS INC COM 78377T107 15,322 186,308 SH   DFND 4 186,308 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,944 60,112 SH   DFND 17 53,976 0 6,136
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,828 58,711 SH   DFND 21 28,677 0 30,034
S&P GLOBAL INC COM 78409V104 860 4,085 SH   DFND 4 4,085 0 0
S&P GLOBAL INC COM 78409V104 86,583 411,224 SH   DFND 17 389,676 0 21,548
S&P GLOBAL INC COM 78409V104 21,198 100,681 SH   DFND 20 100,681 0 0
S&P GLOBAL INC COM 78409V104 173,588 824,449 SH   DFND 21 707,654 0 116,795
S&P GLOBAL INC COM 78409V104 9,622 45,700 SH   DFND 24 45,700 0 0
S&P GLOBAL INC CALL 78409V904 1,832 8,700 SH Call DFND 4 8,700 0 0
S&P GLOBAL INC PUT 78409V954 5,453 25,900 SH Put DFND 4 25,900 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 28,165 141,066 SH   DFND 4 141,066 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,367 6,846 SH   DFND 17 6,846 0 0
SBA COMMUNICATIONS CORP NEW CALL 78410G904 419 2,100 SH Call DFND 4 2,100 0 0
SBA COMMUNICATIONS CORP NEW PUT 78410G954 1,138 5,700 SH Put DFND 4 5,700 0 0
SEI INVESTMENTS CO COM 784117103 306 5,861 SH   DFND 17 5,861 0 0
SJW GROUP COM 784305104 456 7,378 SH   DFND 17 7,378 0 0
SL GREEN RLTY CORP COM 78440X101 15,957 177,463 SH   DFND 4 177,463 0 0
SL GREEN RLTY CORP COM 78440X101 451 5,019 SH   DFND 17 5,019 0 0
SLM CORP COM 78442P106 195 19,664 SH   DFND 17 19,664 0 0
SM ENERGY CO COM 78454L100 1,414 80,869 SH   DFND 17 80,869 0 0
SM ENERGY CO COM 78454L100 1,091 62,375 SH   DFND 21 62,375 0 0
SORL AUTO PTS INC COM 78461U101 318 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,947 13,974 SH   DFND 4 13,974 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,940,468 6,869,398 SH   DFND 17 6,869,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,141 7,580 SH   DFND 21 7,580 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,770 45,205 SH   DFND 24 19,350 0 25,855
SPDR S&P 500 ETF TR TR UNIT 78462F103 137,850 488,000 SH   DFND 25 0 0 488,000
SPS COMMERCE INC COM 78463M107 8,809 83,061 SH   DFND 17 55,258 0 27,803
SPS COMMERCE INC COM 78463M107 331 3,120 SH   DFND 20 3,120 0 0
SPS COMMERCE INC COM 78463M107 21,869 206,196 SH   DFND 21 184,900 0 21,296
SPDR GOLD TRUST GOLD SHS 78463V107 48,519 397,664 SH   DFND 20 397,664 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,637 21,610 SH   DFND 24 21,610 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 624 5,114 SH   DFND 25 5,114 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,430 39,080 SH   DFND 24 6,570 0 32,510
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 4,626 88,541 SH   DFND 24 0 0 88,541
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 149 2,850 SH   DFND 25 2,850 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 4,805 133,577 SH   DFND 24 0 0 133,577
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 5,478 196,410 SH   DFND 24 196,410 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 3,109 60,561 SH   DFND 4 60,561 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 57,479 1,869,860 SH   DFND 4 1,869,860 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 877 8,818 SH   DFND 24 0 0 8,818
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 17,618 276,626 SH   DFND 17 271,032 0 5,594
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 20,639 324,050 SH   DFND 20 324,050 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 132,576 2,081,589 SH   DFND 21 2,020,542 0 61,047
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,898 29,800 SH   DFND 24 29,800 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 2,007 67,440 SH   DFND 24 67,440 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 3,261 119,687 SH   DFND 24 20,000 0 99,687
SP PLUS CORP COM 78469C103 1,304 38,215 SH   DFND 17 17,864 0 20,351
SP PLUS CORP COM 78469C103 1,044 30,599 SH   DFND 21 30,599 0 0
SRC ENERGY INC COM 78470V108 56 10,934 SH   DFND 17 10,934 0 0
SSR MNG INC COM 784730103 225 17,777 SH   DFND 21 17,777 0 0
SVB FINL GROUP COM 78486Q101 89 400 SH   DFND 4 400 0 0
SVB FINL GROUP COM 78486Q101 56,615 254,610 SH   DFND 17 237,790 0 16,820
SVB FINL GROUP COM 78486Q101 5,867 26,386 SH   DFND 21 25,000 0 1,386
SABRA HEALTH CARE REIT INC COM 78573L106 3,736 191,899 SH   DFND 4 191,899 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,399 174,593 SH   DFND 17 38,551 0 136,042
SABRA HEALTH CARE REIT INC COM 78573L106 1,297 66,597 SH   DFND 21 0 0 66,597
SABRE CORP COM 78573M104 5,831 272,582 SH   DFND 17 250,444 0 22,138
SABRE CORP COM 78573M104 1,542 72,085 SH   DFND 20 72,085 0 0
SABRE CORP COM 78573M104 63,640 2,975,218 SH   DFND 21 2,155,594 0 819,624
SAGE THERAPEUTICS INC COM 78667J108 15,359 96,569 SH   DFND 17 79,597 0 16,972
SAGE THERAPEUTICS INC COM 78667J108 2,545 16,000 SH   DFND 24 16,000 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 31,114 1,083,360 SH   DFND 17 1,083,360 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 214 7,455 SH   DFND 21 0 0 7,455
SALESFORCE COM INC COM 79466L302 5,041 31,828 SH   DFND 4 31,828 0 0
SALESFORCE COM INC COM 79466L302 472,619 2,984,271 SH   DFND 17 2,750,068 0 234,203
SALESFORCE COM INC COM 79466L302 475 2,999 SH   DFND 20 2,999 0 0
SALESFORCE COM INC COM 79466L302 39,274 247,992 SH   DFND 21 169,692 0 78,300
SALESFORCE COM INC CALL 79466L902 10,009 63,200 SH Call DFND 4 63,200 0 0
SALESFORCE COM INC PUT 79466L952 32,355 204,300 SH Put DFND 4 204,300 0 0
SANDERSON FARMS INC COM 800013104 5,791 43,922 SH   DFND 17 43,922 0 0
SANDERSON FARMS INC COM 800013104 50 380 SH   DFND 21 380 0 0
SANDERSON FARMS INC COM 800013104 5,274 40,000 SH   DFND 24 40,000 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 1,463 622,702 SH   DFND 17 622,702 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 224 29,043 SH   DFND 4 0 0 29,043
SANDRIDGE ENERGY INC COM NEW 80007P869 112 13,903 SH   DFND 17 13,903 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,115 57,261 SH   DFND 17 55,461 0 1,800
SANGAMO THERAPEUTICS INC COM 800677106 2,224 233,115 SH   DFND 17 228,060 0 5,055
SANGAMO THERAPEUTICS INC COM 800677106 446 46,800 SH   DFND 24 46,800 0 0
SANMINA CORPORATION COM 801056102 1,531 53,072 SH   DFND 17 53,072 0 0
SANMINA CORPORATION COM 801056102 128 4,434 SH   DFND 21 4,434 0 0
SANOFI SPONSORED ADR 80105N105 6,422 145,037 SH   DFND 17 144,996 0 41
SANTANDER CONSUMER USA HDG I COM 80283M101 4,504 213,174 SH   DFND 17 191,072 0 22,102
SANTANDER CONSUMER USA HDG I COM 80283M101 148 7,009 SH   DFND 20 7,009 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 41,769 1,976,754 SH   DFND 21 1,769,443 0 207,311
SAP SE SPON ADR 803054204 2,584 22,384 SH   DFND 17 22,367 0 17
SAREPTA THERAPEUTICS INC COM 803607100 27,809 233,316 SH   DFND 17 184,052 0 49,264
SAREPTA THERAPEUTICS INC COM 803607100 297 2,495 SH   DFND 21 0 0 2,495
SAREPTA THERAPEUTICS INC COM 803607100 2,110 17,700 SH   DFND 24 17,700 0 0
HENRY SCHEIN INC COM 806407102 647 10,760 SH   DFND 17 9,239 0 1,521
HENRY SCHEIN INC COM 806407102 36,947 614,657 SH   DFND 21 605,080 0 9,577
HENRY SCHEIN INC COM 806407102 1,455 24,200 SH   DFND 24 24,200 0 0
SCHLUMBERGER LTD COM 806857108 2,563 58,814 SH   DFND 4 58,814 0 0
SCHLUMBERGER LTD COM 806857108 63,434 1,455,899 SH   DFND 17 1,451,764 0 4,135
SCHLUMBERGER LTD COM 806857108 8,013 183,909 SH   DFND 21 172,409 0 11,500
SCHLUMBERGER LTD COM 806857108 610 14,000 SH   DFND 24 14,000 0 0
SCHLUMBERGER LTD CALL 806857908 4,048 92,900 SH Call DFND 4 92,900 0 0
SCHLUMBERGER LTD PUT 806857958 11,629 266,900 SH Put DFND 4 266,900 0 0
SCHNITZER STL INDS CL A 806882106 172 7,186 SH   DFND 17 1,175 0 6,011
SCHNITZER STL INDS CL A 806882106 2,559 106,624 SH   DFND 21 41,201 0 65,423
SCHNEIDER NATIONAL INC CL B 80689H102 478 22,714 SH   DFND 17 22,714 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 1,806 42,237 SH   DFND 4 42,237 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 9,375 219,257 SH   DFND 17 94,957 0 124,300
THE CHARLES SCHWAB CORPORATI COM 808513105 17,885 418,255 SH   DFND 20 418,255 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 120,433 2,816,479 SH   DFND 21 2,813,979 0 2,500
THE CHARLES SCHWAB CORPORATI COM 808513105 1,574 36,800 SH   DFND 24 36,800 0 0
THE CHARLES SCHWAB CORPORATI CALL 808513905 1,522 35,600 SH Call DFND 4 35,600 0 0
THE CHARLES SCHWAB CORPORATI PUT 808513955 6,572 153,700 SH Put DFND 4 153,700 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 3,114 56,611 SH   DFND 17 56,611 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 13,575 350,587 SH   DFND 17 350,587 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,998 51,603 SH   DFND 21 24,307 0 27,296
SCIENCE APPLICATNS INTL CP N COM 808625107 8,173 106,211 SH   DFND 17 106,211 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,535 19,945 SH   DFND 21 7,415 0 12,530
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 23,487 26,875,000 PRN   DFND 17 26,875,000 0 0
SEACHANGE INTL INC COM 811699107 29 21,960 SH   DFND 17 21,960 0 0
SEALED AIR CORP NEW COM 81211K100 441 9,572 SH   DFND 17 9,572 0 0
SEALED AIR CORP NEW COM 81211K100 38 821 SH   DFND 21 821 0 0
SEATTLE GENETICS INC COM 812578102 4,250 58,031 SH   DFND 17 58,031 0 0
SEATTLE GENETICS INC COM 812578102 2,109 28,800 SH   DFND 24 28,800 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,515 27,000 SH   DFND 24 9,000 0 18,000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10,012 389,432 SH   DFND 4 389,432 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 300 4,000 SH   DFND 24 4,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,019 13,765 SH   DFND 4 13,765 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 4,003 54,100 SH Put DFND 4 54,100 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 110,181 4,285,527 SH Put DFND 4 4,285,527 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 31,339 473,976 SH Put DFND 4 473,976 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 18,216 160,000 SH Put DFND 4 160,000 0 0
SECUREWORKS CORP CL A 81374A105 7,973 433,336 SH   DFND 17 433,336 0 0
SECUREWORKS CORP CL A 81374A105 208 11,317 SH   DFND 21 11,317 0 0
SEMTECH CORP COM 816850101 25,989 510,490 SH   DFND 17 458,543 0 51,947
SEMPRA ENERGY COM 816851109 8 64 SH   DFND 4 64 0 0
SEMPRA ENERGY COM 816851109 8,836 70,203 SH   DFND 17 70,203 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 135,000 1,277,200 SH   DFND 17 1,277,200 0 0
SEMPRA ENERGY CALL 816851909 302 2,400 SH Call DFND 4 2,400 0 0
SEMPRA ENERGY PUT 816851959 1,183 9,400 SH Put DFND 4 9,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,293 194,642 SH   DFND 17 181,012 0 13,630
SENIOR HSG PPTYS TR SH BEN INT 81721M109 14,595 1,238,925 SH   DFND 21 1,161,153 0 77,772
SENSEONICS HLDGS INC COM 81727U105 2,662 1,086,706 SH   DFND 17 1,053,763 0 32,943
SERVICE CORP INTL COM 817565104 4,884 121,645 SH   DFND 17 64,750 0 56,895
SERVICE CORP INTL COM 817565104 1,626 40,486 SH   DFND 21 10,671 0 29,815
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 6,730 144,110 SH   DFND 17 30,070 0 114,040
SERVICENOW INC COM 81762P102 607,793 2,465,793 SH   DFND 17 2,246,483 0 219,310
SERVICENOW INC COM 81762P102 1,827 7,413 SH   DFND 21 6,440 0 973
SERVICENOW INC NOTE 6/0 81762PAC6 145,353 78,720,000 PRN   DFND 17 74,980,000 0 3,740,000
SHERWIN WILLIAMS CO COM 824348106 203 471 SH   DFND 4 471 0 0
SHERWIN WILLIAMS CO COM 824348106 6,399 14,857 SH   DFND 17 14,857 0 0
SHERWIN WILLIAMS CO COM 824348106 1,643 3,814 SH   DFND 21 3,814 0 0
SHERWIN WILLIAMS CO CALL 824348906 345 800 SH Call DFND 4 800 0 0
SHERWIN WILLIAMS CO PUT 824348956 1,680 3,900 SH Put DFND 4 3,900 0 0
SHOE CARNIVAL INC COM 824889109 15 455 SH   DFND 17 455 0 0
SHOE CARNIVAL INC COM 824889109 282 8,278 SH   DFND 21 8,278 0 0
SHOPIFY INC CL A 82509L107 16,344 79,149 SH   DFND 17 71,839 0 7,310
SHOPIFY INC CL A 82509L107 146 709 SH   DFND 21 709 0 0
SHOTSPOTTER INC COM 82536T107 780 20,198 SH   DFND 17 17,356 0 2,842
SIENTRA INC COM 82621J105 1,754 204,473 SH   DFND 17 195,291 0 9,182
SIGNATURE BK NEW YORK N Y COM 82669G104 9,944 77,643 SH   DFND 17 77,643 0 0
SILGAN HOLDINGS INC COM 827048109 16,672 562,661 SH   DFND 17 556,180 0 6,481
SILGAN HOLDINGS INC COM 827048109 53 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 6,344 214,094 SH   DFND 21 146,045 0 68,049
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 211 5,321 SH   DFND 17 5,321 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 13,208 539,544 SH   DFND 17 539,544 0 0
SIMON PPTY GROUP INC NEW COM 828806109 35,718 196,025 SH   DFND 4 196,025 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,324 23,729 SH   DFND 17 23,729 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,270 6,971 SH   DFND 21 6,971 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 4,482 24,600 SH Call DFND 4 24,600 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 13,629 74,800 SH Put DFND 4 74,800 0 0
SIMPLY GOOD FOODS CO COM 82900L102 14,604 709,297 SH   DFND 17 384,450 0 324,847
SIMPLY GOOD FOODS CO COM 82900L102 3,097 150,422 SH   DFND 21 148,185 0 2,237
SIRIUS XM HLDGS INC COM 82968B103 71 12,500 SH   DFND 4 12,500 0 0
SIRIUS XM HLDGS INC COM 82968B103 427 75,241 SH   DFND 17 75,241 0 0
SKYWEST INC COM 830879102 4,643 85,529 SH   DFND 17 60,572 0 24,957
SKYWEST INC COM 830879102 63 1,152 SH   DFND 20 1,152 0 0
SKYWEST INC COM 830879102 19,688 362,645 SH   DFND 21 268,134 0 94,511
SKYWORKS SOLUTIONS INC COM 83088M102 6,597 79,986 SH   DFND 17 64,146 0 15,840
SKYWORKS SOLUTIONS INC COM 83088M102 872 10,570 SH   DFND 21 10,040 0 530
SMITH A O CORP COM 831865209 7,029 131,835 SH   DFND 17 131,835 0 0
SMITH A O CORP COM 831865209 3,508 65,793 SH   DFND 21 65,793 0 0
SMARTSHEET INC COM CL A 83200N103 4,714 115,565 SH   DFND 17 96,435 0 19,130
SMUCKER J M CO COM NEW 832696405 4,050 34,766 SH   DFND 17 34,766 0 0
SMUCKER J M CO COM NEW 832696405 76 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 12,462 106,969 SH   DFND 21 98,188 0 8,781
SNAP ON INC COM 833034101 1,183 7,558 SH   DFND 4 7,558 0 0
SNAP ON INC COM 833034101 528 3,376 SH   DFND 17 3,376 0 0
SNAP ON INC COM 833034101 1,081 6,906 SH   DFND 21 6,906 0 0
SNAP INC CL A 83304A106 75,748 6,873,670 SH   DFND 17 6,694,980 0 178,690
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 769 20,000 SH   DFND 21 20,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 92,157 95,130,000 PRN   DFND 17 95,130,000 0 0
SONOCO PRODS CO COM 835495102 273 4,438 SH   DFND 17 4,438 0 0
SONOCO PRODS CO COM 835495102 286 4,645 SH   DFND 20 4,645 0 0
SONOCO PRODS CO COM 835495102 5,952 96,736 SH   DFND 21 96,736 0 0
SONY CORP SPONSORED ADR 835699307 6,126 145,019 SH   DFND 17 145,019 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 11,606 225,000 SH   DFND 17 225,000 0 0
SOUTH ST CORP COM 840441109 13,567 198,516 SH   DFND 17 198,516 0 0
SOUTHERN CO COM 842587107 201 3,881 SH   DFND 4 3,881 0 0
SOUTHERN CO COM 842587107 15,162 293,378 SH   DFND 17 293,378 0 0
SOUTHERN CO COM 842587107 459 8,880 SH   DFND 20 8,880 0 0
SOUTHERN CO COM 842587107 1,762 34,099 SH   DFND 21 34,099 0 0
SOUTHERN CO CALL 842587907 2,078 40,200 SH Call DFND 4 40,200 0 0
SOUTHERN CO PUT 842587957 7,674 148,500 SH Put DFND 4 148,500 0 0
SOUTHERN COPPER CORP COM 84265V105 18,733 472,090 SH   DFND 17 472,090 0 0
SOUTHWEST AIRLS CO COM 844741108 944 18,191 SH   DFND 4 18,191 0 0
SOUTHWEST AIRLS CO COM 844741108 14,291 275,307 SH   DFND 17 275,307 0 0
SOUTHWEST AIRLS CO COM 844741108 158 3,043 SH   DFND 21 3,043 0 0
SOUTHWEST AIRLS CO CALL 844741908 498 9,600 SH Call DFND 4 9,600 0 0
SOUTHWEST AIRLS CO PUT 844741958 1,542 29,700 SH Put DFND 4 29,700 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 27,249 331,260 SH   DFND 17 331,260 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 425 5,164 SH   DFND 21 5,164 0 0
SOUTHWESTERN ENERGY CO COM 845467109 15,378 3,278,787 SH   DFND 17 3,278,787 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,155 246,275 SH   DFND 21 246,275 0 0
SPARK THERAPEUTICS INC COM 84652J103 23,941 210,228 SH   DFND 4 186,373 0 23,855
SPARK THERAPEUTICS INC COM 84652J103 161 1,417 SH   DFND 17 1,417 0 0
SPARK THERAPEUTICS INC COM 84652J103 6,844 60,100 SH   DFND 21 60,100 0 0
SPARTANNASH CO COM 847215100 156 9,843 SH   DFND 17 9,843 0 0
SPARTANNASH CO COM 847215100 419 26,420 SH   DFND 21 24,722 0 1,698
SPEEDWAY MOTORSPORTS INC COM 847788106 63 4,347 SH   DFND 17 4,347 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 104 7,202 SH   DFND 21 7,202 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,487 16,250 SH   DFND 17 16,250 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12,999 142,018 SH   DFND 21 130,160 0 11,858
SPIRIT AIRLS INC COM 848577102 1,032 19,526 SH   DFND 17 17,617 0 1,909
SPIRIT AIRLS INC COM 848577102 130 2,463 SH   DFND 20 2,463 0 0
SPIRIT AIRLS INC COM 848577102 2,685 50,801 SH   DFND 21 20,957 0 29,844
SPIRE INC COM 84857L101 2,779 33,767 SH   DFND 17 6,674 0 27,093
SPIRE INC COM 84857L101 2,564 31,160 SH   DFND 21 31,160 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 3,832 96,452 SH   DFND 17 91,397 0 5,055
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 242 6,092 SH   DFND 20 6,092 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 19,662 494,900 SH   DFND 21 465,793 0 29,107
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 22,967 22,955,000 PRN   DFND 17 22,955,000 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 90 13,814 SH   DFND 17 13,814 0 0
SPLUNK INC COM 848637104 94,600 759,232 SH   DFND 17 730,359 0 28,873
SPLUNK INC COM 848637104 1,674 13,431 SH   DFND 21 13,431 0 0
SPRINT CORPORATION COM 85207U105 483 85,400 SH   DFND 4 85,400 0 0
SPRINT CORPORATION COM 85207U105 167 29,593 SH   DFND 17 29,593 0 0
SPRINT CORPORATION COM 85207U105 311 55,000 SH   DFND 21 55,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 122 5,646 SH   DFND 17 5,646 0 0
SPROUTS FMRS MKT INC COM 85208M102 128 5,965 SH   DFND 21 0 0 5,965
SQUARE INC CL A 852234103 405,335 5,410,241 SH   DFND 17 4,915,046 0 495,195
SQUARE INC CL A 852234103 4,283 57,170 SH   DFND 21 57,170 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 1,885 575,000 PRN   DFND 17 575,000 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 8,362 244,569 SH   DFND 17 127,898 0 116,671
STAAR SURGICAL CO COM PAR $0.01 852312305 1,153 33,722 SH   DFND 21 16,446 0 17,276
STAG INDL INC COM 85254J102 12,233 412,581 SH   DFND 17 215,806 0 196,775
STANLEY BLACK & DECKER INC COM 854502101 5 39 SH   DFND 4 39 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,695 34,477 SH   DFND 17 34,477 0 0
STANLEY BLACK & DECKER INC COM 854502101 11,041 81,083 SH   DFND 21 1,581 0 79,502
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 119,244 1,223,020 SH   DFND 17 1,194,985 0 28,035
STANTEC INC COM 85472N109 5,840 247,041 SH   DFND 17 247,041 0 0
STANTEC INC COM 85472N109 1,562 66,062 SH   DFND 21 66,062 0 0
STARBUCKS CORP COM 855244109 810 10,900 SH   DFND 4 10,900 0 0
STARBUCKS CORP COM 855244109 176,754 2,377,637 SH   DFND 17 2,375,672 0 1,965
STARBUCKS CORP COM 855244109 50,862 684,181 SH   DFND 21 381,207 0 302,974
STARBUCKS CORP CALL 855244909 10,571 142,200 SH Call DFND 4 142,200 0 0
STARBUCKS CORP PUT 855244959 22,124 297,600 SH Put DFND 4 297,600 0 0
STATE AUTO FINL CORP COM 855707105 242 7,339 SH   DFND 17 7,339 0 0
STARS GROUP INC COM 85570W100 743 42,507 SH   DFND 21 0 0 42,507
STARWOOD PPTY TR INC COM 85571B105 545 24,376 SH   DFND 17 24,376 0 0
STATE STR CORP COM 857477103 2,598 39,471 SH   DFND 4 39,471 0 0
STATE STR CORP COM 857477103 15,203 231,018 SH   DFND 17 231,018 0 0
STATE STR CORP COM 857477103 26 395 SH   DFND 21 395 0 0
STATE STR CORP CALL 857477903 467 7,100 SH Call DFND 4 7,100 0 0
STATE STR CORP PUT 857477953 1,296 19,700 SH Put DFND 4 19,700 0 0
STEEL DYNAMICS INC COM 858119100 28,040 795,000 SH   DFND 4 795,000 0 0
STEEL DYNAMICS INC COM 858119100 20,675 586,192 SH   DFND 17 578,946 0 7,246
STEEL DYNAMICS INC COM 858119100 237 6,728 SH   DFND 20 6,728 0 0
STEEL DYNAMICS INC COM 858119100 29,824 845,603 SH   DFND 21 730,691 0 114,912
STEELCASE INC CL A 858155203 609 41,822 SH   DFND 17 8,238 0 33,584
STEELCASE INC CL A 858155203 3,085 212,007 SH   DFND 21 141,157 0 70,850
STEPAN CO COM 858586100 15,340 175,276 SH   DFND 17 173,969 0 1,307
STEPAN CO COM 858586100 1,412 16,131 SH   DFND 21 7,881 0 8,250
STEMLINE THERAPEUTICS INC COM 85858C107 255 19,882 SH   DFND 17 17,334 0 2,548
STERICYCLE INC COM 858912108 20,785 381,934 SH   DFND 17 381,934 0 0
STERICYCLE INC COM 858912108 901 16,557 SH   DFND 21 16,557 0 0
STERLING CONSTRUCTION CO INC COM 859241101 3,776 301,590 SH   DFND 17 291,857 0 9,733
STMICROELECTRONICS N V NY REGISTRY 861012102 3,315 223,235 SH   DFND 17 164,665 0 58,570
STONERIDGE INC COM 86183P102 392 13,568 SH   DFND 17 13,568 0 0
STONERIDGE INC COM 86183P102 1,633 56,589 SH   DFND 21 9,065 0 47,524
STORE CAP CORP COM 862121100 4,273 127,546 SH   DFND 4 127,546 0 0
STORE CAP CORP COM 862121100 6,050 180,594 SH   DFND 17 170,440 0 10,154
STORE CAP CORP COM 862121100 26,041 777,338 SH   DFND 21 249,617 0 527,721
STRATEGIC ED INC COM 86272C103 11,995 91,346 SH   DFND 17 50,827 0 40,519
STRATEGIC ED INC COM 86272C103 69 525 SH   DFND 21 525 0 0
STRYKER CORP COM 863667101 96 484 SH   DFND 4 484 0 0
STRYKER CORP COM 863667101 10,878 55,071 SH   DFND 17 49,394 0 5,677
STRYKER CORP COM 863667101 862 4,365 SH   DFND 20 4,365 0 0
STRYKER CORP COM 863667101 28,829 145,954 SH   DFND 21 69,231 0 76,723
STRYKER CORP CALL 863667901 2,825 14,300 SH Call DFND 4 14,300 0 0
STRYKER CORP PUT 863667951 10,251 51,900 SH Put DFND 4 51,900 0 0
SUN CMNTYS INC COM 866674104 54,342 458,509 SH   DFND 4 458,509 0 0
SUN CMNTYS INC COM 866674104 450 3,799 SH   DFND 17 3,799 0 0
SUN LIFE FINL INC COM 866796105 4,793 124,712 SH   DFND 17 124,712 0 0
SUN LIFE FINL INC COM 866796105 7,433 193,412 SH   DFND 21 142,752 0 50,660
SUNCOR ENERGY INC NEW COM 867224107 22,292 687,608 SH   DFND 17 569,738 0 117,870
SUNCOR ENERGY INC NEW COM 867224107 46,620 1,438,033 SH   DFND 21 1,088,524 0 349,509
SUNCOR ENERGY INC NEW COM 867224107 1,362 42,000 SH   DFND 24 42,000 0 0
SUNPOWER CORP COM 867652406 119 18,294 SH   DFND 17 18,294 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,787 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 29,063 35,335,000 PRN   DFND 17 35,335,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,480 450,000 SH   DFND 4 450,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 148 10,277 SH   DFND 17 10,277 0 0
SUNTRUST BKS INC COM 867914103 9 146 SH   DFND 4 146 0 0
SUNTRUST BKS INC COM 867914103 2,878 48,573 SH   DFND 17 48,573 0 0
SUNTRUST BKS INC COM 867914103 116 1,961 SH   DFND 20 1,961 0 0
SUNTRUST BKS INC COM 867914103 21,953 370,518 SH   DFND 21 265,786 0 104,732
SUPERNUS PHARMACEUTICALS INC COM 868459108 4,809 137,241 SH   DFND 17 84,894 0 52,347
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 48,641 50,230,000 PRN   DFND 17 50,230,000 0 0
SURMODICS INC COM 868873100 4,590 105,576 SH   DFND 17 101,695 0 3,881
SYKES ENTERPRISES INC COM 871237103 100 3,535 SH   DFND 17 3,535 0 0
SYKES ENTERPRISES INC COM 871237103 3,416 120,805 SH   DFND 21 80,111 0 40,694
SYMANTEC CORP COM 871503108 8,445 367,331 SH   DFND 17 283,521 0 83,810
SYMANTEC CORP COM 871503108 131 5,683 SH   DFND 20 5,683 0 0
SYMANTEC CORP COM 871503108 2,088 90,834 SH   DFND 21 78,334 0 12,500
SYMANTEC CORP CALL 871503908 1,035 45,000 SH Call DFND 21 45,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,958 7,000,000 PRN   DFND 17 7,000,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 65,582 71,230,000 PRN   DFND 17 71,230,000 0 0
SYNOPSYS INC COM 871607107 1,965 17,064 SH   DFND 17 11,507 0 5,557
SYNOPSYS INC COM 871607107 10,387 90,206 SH   DFND 21 55,293 0 34,913
SYNOVUS FINL CORP COM NEW 87161C501 1,747 50,839 SH   DFND 17 50,839 0 0
SYNOVUS FINL CORP COM NEW 87161C501 12,259 356,784 SH   DFND 21 251,568 0 105,216
SYNNEX CORP COM 87162W100 13,953 146,276 SH   DFND 17 146,276 0 0
SYNNEX CORP COM 87162W100 17,054 178,778 SH   DFND 21 122,136 0 56,642
SYNCHRONY FINL COM 87165B103 614 19,245 SH   DFND 4 19,245 0 0
SYNCHRONY FINL COM 87165B103 2,875 90,121 SH   DFND 17 90,121 0 0
SYNCHRONY FINL COM 87165B103 4,206 131,844 SH   DFND 21 118,468 0 13,376
SYNCHRONY FINL CALL 87165B903 345 10,800 SH Call DFND 4 10,800 0 0
SYNCHRONY FINL PUT 87165B953 1,053 33,000 SH Put DFND 4 33,000 0 0
SYSCO CORP COM 871829107 2 30 SH   DFND 4 30 0 0
SYSCO CORP COM 871829107 13,935 208,740 SH   DFND 17 169,105 0 39,635
SYSCO CORP COM 871829107 1,364 20,424 SH   DFND 20 20,424 0 0
SYSCO CORP COM 871829107 53,173 796,484 SH   DFND 21 691,589 0 104,895
SYSCO CORP PUT 871829957 207 3,100 SH Put DFND 4 3,100 0 0
TCF FINL CORP COM 872275102 13,377 646,564 SH   DFND 17 646,564 0 0
TCG BDC INC COM 872280102 158 10,944 SH   DFND 17 10,944 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 17,802 356,112 SH   DFND 17 356,112 0 0
TJX COS INC NEW COM 872540109 702 13,200 SH   DFND 4 13,200 0 0
TJX COS INC NEW COM 872540109 10,145 190,656 SH   DFND 17 174,619 0 16,037
TJX COS INC NEW COM 872540109 230 4,329 SH   DFND 20 4,329 0 0
TJX COS INC NEW COM 872540109 66,619 1,251,996 SH   DFND 21 988,090 0 263,906
TJX COS INC NEW CALL 872540909 3,879 72,900 SH Call DFND 4 72,900 0 0
TJX COS INC NEW PUT 872540959 11,158 209,700 SH Put DFND 4 209,700 0 0
T MOBILE US INC COM 872590104 9,310 134,734 SH   DFND 17 69,793 0 64,941
T MOBILE US INC COM 872590104 28,915 418,455 SH   DFND 21 390,610 0 27,845
TPG SPECIALTY LENDING INC COM 87265K102 231 11,555 SH   DFND 20 11,555 0 0
TPG SPECIALTY LENDING INC COM 87265K102 2,602 130,090 SH   DFND 21 130,090 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,534 1,500,000 PRN   DFND 17 1,500,000 0 0
TPI COMPOSITES INC COM 87266J104 12,766 446,066 SH   DFND 17 225,067 0 220,999
TPG RE FIN TR INC COM 87266M107 597 30,476 SH   DFND 17 30,476 0 0
TABLEAU SOFTWARE INC CL A 87336U105 60,774 477,480 SH   DFND 17 364,835 0 112,645
TABLEAU SOFTWARE INC CL A 87336U105 681 5,352 SH   DFND 21 4,591 0 761
TABULA RASA HEALTHCARE INC COM 873379101 12,169 215,679 SH   DFND 17 175,974 0 39,705
TABULA RASA HEALTHCARE INC COM 873379101 888 15,735 SH   DFND 21 15,735 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 6,736 127,762 SH   DFND 17 124,211 0 3,551
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 56,178 1,371,539 SH   DFND 17 1,345,820 0 25,719
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 77,794 1,899,259 SH   DFND 20 1,899,259 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 31,954 780,123 SH   DFND 21 767,305 0 12,818
TAILORED BRANDS INC COM 87403A107 169 21,575 SH   DFND 17 21,575 0 0
TAILORED BRANDS INC COM 87403A107 493 62,904 SH   DFND 21 62,904 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 153,335 1,624,828 SH   DFND 17 1,593,768 0 31,060
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 15,211 161,182 SH   DFND 21 160,630 0 552
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 355 17,416 SH   DFND 21 17,416 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 6,251 173,259 SH   DFND 17 173,259 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 102 2,815 SH   DFND 21 0 0 2,815
TAL EDUCATION GROUP SPONSORED ADS 874080104 722 20,000 SH   DFND 24 20,000 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 24,324 967,527 SH   DFND 4 967,527 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 1,719 68,370 SH   DFND 21 68,370 0 0
TALOS ENERGY INC COM 87484T108 11,427 430,235 SH   DFND 17 430,235 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 980 15,438 SH   DFND 17 2,293 0 13,145
TAPESTRY INC COM 876030107 117 3,600 SH   DFND 4 3,600 0 0
TAPESTRY INC COM 876030107 10,401 320,116 SH   DFND 17 318,736 0 1,380
TARGET CORP COM 87612E106 52 653 SH   DFND 4 653 0 0
TARGET CORP COM 87612E106 383,708 4,780,816 SH   DFND 17 4,652,531 0 128,285
TARGET CORP COM 87612E106 306 3,812 SH   DFND 20 3,812 0 0
TARGET CORP COM 87612E106 140,541 1,751,066 SH   DFND 21 1,150,224 0 600,842
TARGET CORP CALL 87612E906 2,649 33,000 SH Call DFND 4 33,000 0 0
TARGET CORP PUT 87612E956 5,610 69,900 SH Put DFND 4 69,900 0 0
TARGA RES CORP COM 87612G101 38,772 933,148 SH   DFND 4 933,148 0 0
TARGA RES CORP COM 87612G101 426 10,251 SH   DFND 17 10,251 0 0
TATA MTRS LTD SPONSORED ADR 876568502 159 12,685 SH   DFND 21 0 0 12,685
TECH DATA CORP COM 878237106 171 1,669 SH   DFND 17 1,669 0 0
TECH DATA CORP COM 878237106 6,152 60,072 SH   DFND 21 60,072 0 0
TECK RESOURCES LTD CL B 878742204 7,841 338,787 SH   DFND 17 335,653 0 3,134
TECK RESOURCES LTD CL B 878742204 138 5,946 SH   DFND 20 5,946 0 0
TECK RESOURCES LTD CL B 878742204 51,510 2,225,524 SH   DFND 21 1,964,456 0 261,068
TECK RESOURCES LTD CL B 878742204 250 10,800 SH   DFND 24 10,800 0 0
TECHTARGET INC COM 87874R100 669 41,114 SH   DFND 17 41,114 0 0
TECHTARGET INC COM 87874R100 274 16,862 SH   DFND 21 1,596 0 15,266
TELADOC HEALTH INC COM 87918A105 8,437 151,747 SH   DFND 17 92,834 0 58,913
TELADOC HEALTH INC COM 87918A105 1,694 30,474 SH   DFND 21 30,474 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 1,489 1,000,000 PRN   DFND 17 1,000,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 616 2,600 SH   DFND 17 2,600 0 0
TELEFLEX INC COM 879369106 1,927 6,377 SH   DFND 17 6,377 0 0
TELEFLEX INC COM 879369106 876 2,899 SH   DFND 21 471 0 2,428
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 563 46,666 SH   DFND 17 46,666 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 679 56,234 SH   DFND 21 56,234 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 767 24,968 SH   DFND 17 14,953 0 10,015
TELEPHONE & DATA SYS INC COM NEW 879433829 11,706 380,918 SH   DFND 21 127,632 0 253,286
TELUS CORP COM 87971M103 124 3,356 SH   DFND 20 3,356 0 0
TELUS CORP COM 87971M103 1,017 27,481 SH   DFND 21 27,481 0 0
TENABLE HLDGS INC COM 88025T102 42 1,333 SH   DFND 17 1,333 0 0
TENABLE HLDGS INC COM 88025T102 182 5,754 SH   DFND 20 5,754 0 0
TENABLE HLDGS INC COM 88025T102 698 22,046 SH   DFND 21 22,046 0 0
TENNECO INC CL A VTG COM STK 880349105 104 4,691 SH   DFND 17 3,345 0 1,346
TENNECO INC CL A VTG COM STK 880349105 207 9,363 SH   DFND 21 6,099 0 3,264
TERADATA CORP DEL COM 88076W103 234 5,372 SH   DFND 17 5,372 0 0
TERADYNE INC COM 880770102 47,594 1,194,618 SH   DFND 17 1,037,748 0 156,870
TERADYNE INC COM 880770102 125 3,145 SH   DFND 21 0 0 3,145
TERADYNE INC NOTE 1.250%12/1 880770AG7 53,427 38,165,000 PRN   DFND 17 38,165,000 0 0
TERNIUM SA SPONSORED ADS 880890108 5,137 188,729 SH   DFND 17 132,571 0 56,158
TERNIUM SA SPONSORED ADS 880890108 3,996 146,797 SH   DFND 21 97,648 0 49,149
TERRAFORM PWR INC COM CL A 88104R209 281 20,464 SH   DFND 17 20,464 0 0
TERRITORIAL BANCORP INC COM 88145X108 227 8,436 SH   DFND 17 8,436 0 0
TESLA INC COM 88160R101 249,599 891,872 SH   DFND 17 849,583 0 42,289
TESLA INC COM 88160R101 1,072 3,831 SH   DFND 21 3,831 0 0
TESLA INC CALL 88160R901 566,717 2,025,000 SH Call DFND 4 2,025,000 0 0
TESLA INC PUT 88160R951 559,720 2,000,000 SH Put DFND 4 2,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 55,399 54,060,000 PRN   DFND 17 54,060,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 95,447 87,455,000 PRN   DFND 17 78,525,000 0 8,930,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 30,932 1,972,674 SH   DFND 17 1,972,674 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 186 11,877 SH   DFND 20 11,877 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 750 47,860 SH   DFND 21 47,860 0 0
TETRA TECH INC NEW COM 88162G103 32,234 540,926 SH   DFND 17 447,763 0 93,163
TETRA TECH INC NEW COM 88162G103 5,537 92,910 SH   DFND 21 87,814 0 5,096
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 50,624 54,480,000 PRN   DFND 17 54,480,000 0 0
TEXAS INSTRS INC COM 882508104 2,200 20,741 SH   DFND 4 20,741 0 0
TEXAS INSTRS INC COM 882508104 254,605 2,400,348 SH   DFND 17 2,288,087 0 112,261
TEXAS INSTRS INC COM 882508104 297 2,801 SH   DFND 20 2,801 0 0
TEXAS INSTRS INC COM 882508104 65,970 621,945 SH   DFND 21 309,395 0 312,550
TEXAS INSTRS INC CALL 882508904 9,886 93,200 SH Call DFND 4 93,200 0 0
TEXAS INSTRS INC PUT 882508954 25,648 241,800 SH Put DFND 4 241,800 0 0
TEXAS ROADHOUSE INC COM 882681109 5,581 89,745 SH   DFND 17 50,696 0 39,049
TEXTRON INC COM 883203101 502 9,900 SH   DFND 4 9,900 0 0
TEXTRON INC COM 883203101 558 11,016 SH   DFND 17 11,016 0 0
THE TRADE DESK INC COM CL A 88339J105 94,418 476,977 SH   DFND 17 435,331 0 41,646
THE TRADE DESK INC COM CL A 88339J105 3,048 15,398 SH   DFND 21 15,398 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 64,081 234,113 SH   DFND 17 193,711 0 40,402
THERMO FISHER SCIENTIFIC INC COM 883556102 18,532 67,704 SH   DFND 20 67,704 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 259,877 949,427 SH   DFND 21 680,506 0 268,921
THERMO FISHER SCIENTIFIC INC COM 883556102 9,484 34,650 SH   DFND 24 34,650 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 8,951 32,700 SH Call DFND 4 32,700 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 24,744 90,400 SH Put DFND 4 90,400 0 0
THOR INDS INC COM 885160101 204 3,272 SH   DFND 17 3,272 0 0
THOR INDS INC COM 885160101 1,310 21,009 SH   DFND 21 21,009 0 0
3M CO COM 88579Y101 86,005 413,922 SH   DFND 17 413,922 0 0
3M CO COM 88579Y101 24 116 SH   DFND 21 116 0 0
3M CO CALL 88579Y901 13,298 64,000 SH Call DFND 4 64,000 0 0
3M CO PUT 88579Y951 35,717 171,900 SH Put DFND 4 171,900 0 0
TIFFANY & CO NEW COM 886547108 776 7,350 SH   DFND 17 7,350 0 0
TIMKEN CO COM 887389104 5,905 135,379 SH   DFND 17 17,034 0 118,345
TIMKEN CO COM 887389104 19,529 447,708 SH   DFND 21 254,227 0 193,481
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 13,659 13,575,000 PRN   DFND 17 13,575,000 0 0
TIVO CORP CALL 88870P906 466 50,000 SH Call DFND 21 50,000 0 0
TOLL BROTHERS INC COM 889478103 1,033 28,526 SH   DFND 17 28,526 0 0
TOLL BROTHERS INC COM 889478103 4,089 112,965 SH   DFND 21 55,413 0 57,552
TOOTSIE ROLL INDS INC COM 890516107 263 7,059 SH   DFND 17 7,059 0 0
TORCHMARK CORP COM 891027104 622 7,595 SH   DFND 4 7,595 0 0
TORCHMARK CORP COM 891027104 756 9,222 SH   DFND 17 9,222 0 0
TORCHMARK CORP COM 891027104 13,122 160,120 SH   DFND 21 51,870 0 108,250
TORO CO COM 891092108 321 4,661 SH   DFND 17 4,661 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 41,223 759,387 SH   DFND 17 551,574 0 207,813
TORONTO DOMINION BK ONT COM NEW 891160509 4,639 85,466 SH   DFND 20 85,466 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 103,083 1,898,947 SH   DFND 21 1,100,595 0 798,352
TOTAL S A SPONSORED ADS 89151E109 85,804 1,541,851 SH   DFND 17 1,529,756 0 12,095
TOWER INTL INC COM 891826109 79 3,745 SH   DFND 17 3,745 0 0
TOWER INTL INC COM 891826109 329 15,649 SH   DFND 21 14,403 0 1,246
TOTAL SYS SVCS INC COM 891906109 21,668 228,063 SH   DFND 17 122,836 0 105,227
TOTAL SYS SVCS INC COM 891906109 255 2,683 SH   DFND 20 2,683 0 0
TOTAL SYS SVCS INC COM 891906109 68,538 721,377 SH   DFND 21 530,738 0 190,639
TOWNEBANK PORTSMOUTH VA COM 89214P109 1,605 64,865 SH   DFND 17 64,865 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 418 3,544 SH   DFND 21 3,544 0 0
TRACTOR SUPPLY CO COM 892356106 28,580 292,350 SH   DFND 17 211,869 0 80,481
TRACTOR SUPPLY CO COM 892356106 22,359 228,714 SH   DFND 21 192,669 0 36,045
TRACTOR SUPPLY CO COM 892356106 3,715 38,000 SH   DFND 24 38,000 0 0
TRANSCANADA CORP COM 89353D107 3,969 88,335 SH   DFND 4 88,335 0 0
TRANSCANADA CORP COM 89353D107 74,220 1,651,934 SH   DFND 17 1,643,777 0 8,157
TRANSCANADA CORP COM 89353D107 10,242 227,961 SH   DFND 21 205,401 0 22,560
TRANSCANADA CORP COM 89353D107 400 8,900 SH   DFND 24 8,900 0 0
TRANSDIGM GROUP INC COM 893641100 1,338 2,948 SH   DFND 17 2,948 0 0
TRANSDIGM GROUP INC COM 893641100 5,718 12,596 SH   DFND 21 12,596 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 87,236 77,810,000 PRN   DFND 17 73,525,000 0 4,285,000
TRANSUNION COM 89400J107 1,274 19,054 SH   DFND 17 19,054 0 0
TRANSUNION COM 89400J107 97 1,455 SH   DFND 21 1,455 0 0
TRAVELERS COMPANIES INC COM 89417E109 87 636 SH   DFND 4 636 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,341 17,066 SH   DFND 17 17,066 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,483 10,815 SH   DFND 21 9,774 0 1,041
TRAVELERS COMPANIES INC CALL 89417E909 892 6,500 SH Call DFND 4 6,500 0 0
TRAVELERS COMPANIES INC PUT 89417E959 2,716 19,800 SH Put DFND 4 19,800 0 0
TREEHOUSE FOODS INC COM 89469A104 158 2,453 SH   DFND 17 2,453 0 0
TREEHOUSE FOODS INC COM 89469A104 51 783 SH   DFND 21 783 0 0
TRIBUNE MEDIA CO CL A 896047503 24,923 540,166 SH   DFND 4 481,164 0 59,002
TRIBUNE MEDIA CO CL A 896047503 183 3,966 SH   DFND 17 3,966 0 0
TRIBUNE MEDIA CO CL A 896047503 11,248 243,781 SH   DFND 21 243,781 0 0
TRIMBLE INC COM 896239100 76,024 1,881,783 SH   DFND 17 1,761,631 0 120,152
TRIMBLE INC COM 896239100 866 21,424 SH   DFND 21 14,104 0 7,320
TRIMBLE INC COM 896239100 8,322 206,000 SH   DFND 24 206,000 0 0
TRINET GROUP INC COM 896288107 230 3,850 SH   DFND 17 3,850 0 0
TRIUMPH BANCORP INC COM 89679E300 2,950 100,380 SH   DFND 17 96,615 0 3,765
TRIPADVISOR INC COM 896945201 40,299 783,273 SH   DFND 17 783,273 0 0
TRIPADVISOR INC COM 896945201 46 898 SH   DFND 21 0 0 898
TRUECAR INC COM 89785L107 235 35,322 SH   DFND 17 4,262 0 31,060
TRUPANION INC COM 898202106 38 1,157 SH   DFND 17 1,157 0 0
TRUPANION INC COM 898202106 1,275 38,949 SH   DFND 21 38,949 0 0
TRUSTCO BK CORP N Y COM 898349105 124 16,028 SH   DFND 17 16,028 0 0
T2 BIOSYSTEMS INC COM 89853L104 1,280 486,589 SH   DFND 17 469,319 0 17,270
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 244 45,556 SH   DFND 17 45,556 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 294 54,897 SH   DFND 21 54,897 0 0
TURNING PT BRANDS INC COM 90041L105 2,125 46,096 SH   DFND 17 29,956 0 16,140
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 15,932 16,580,000 PRN   DFND 17 16,580,000 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 367 46,197 SH   DFND 21 46,197 0 0
TWILIO INC CL A 90138F102 263,828 2,042,327 SH   DFND 17 1,626,282 0 416,045
TWITTER INC COM 90184L102 78 2,363 SH   DFND 4 2,363 0 0
TWITTER INC COM 90184L102 3,277 99,651 SH   DFND 17 84,756 0 14,895
TWITTER INC COM 90184L102 10 314 SH   DFND 20 314 0 0
TWITTER INC COM 90184L102 6,483 197,164 SH   DFND 21 54,344 0 142,820
TWITTER INC CALL 90184L902 365 11,100 SH Call DFND 4 11,100 0 0
TWITTER INC PUT 90184L952 1,309 39,800 SH Put DFND 4 39,800 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 72,267 76,635,000 PRN   DFND 17 76,635,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 8,504 628,556 SH   DFND 17 175,600 0 452,956
TWO HBRS INVT CORP COM NEW 90187B408 6,566 485,322 SH   DFND 21 430,005 0 55,317
II VI INC COM 902104108 2,761 74,134 SH   DFND 17 55,424 0 18,710
II VI INC NOTE 0.250% 9/0 902104AB4 43,920 42,110,000 PRN   DFND 17 38,130,000 0 3,980,000
2U INC COM 90214J101 1,277 18,019 SH   DFND 17 18,019 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,342 26,134 SH   DFND 17 11,394 0 14,740
TYSON FOODS INC CL A 902494103 22,234 320,238 SH   DFND 17 310,862 0 9,376
TYSON FOODS INC CL A 902494103 690 9,937 SH   DFND 20 9,937 0 0
TYSON FOODS INC CL A 902494103 106,816 1,538,465 SH   DFND 21 1,098,717 0 439,748
TYSON FOODS INC CL A 902494103 6,068 87,400 SH   DFND 24 87,400 0 0
UDR INC COM 902653104 20,801 457,558 SH   DFND 4 457,558 0 0
UDR INC COM 902653104 762 16,757 SH   DFND 17 16,757 0 0
UGI CORP NEW COM 902681105 23,641 426,575 SH   DFND 17 276,784 0 149,791
UGI CORP NEW COM 902681105 5,914 106,714 SH   DFND 21 55,647 0 51,067
USA TRUCK INC COM 902925106 653 45,253 SH   DFND 17 39,396 0 5,857
US BANCORP DEL COM NEW 902973304 4,796 99,519 SH   DFND 4 99,519 0 0
US BANCORP DEL COM NEW 902973304 97,570 2,024,688 SH   DFND 17 2,010,477 0 14,211
US BANCORP DEL COM NEW 902973304 12,680 263,126 SH   DFND 21 258,664 0 4,462
US BANCORP DEL CALL 902973904 7,229 150,000 SH Call DFND 4 150,000 0 0
US BANCORP DEL PUT 902973954 13,204 274,000 SH Put DFND 4 274,000 0 0
USANA HEALTH SCIENCES INC COM 90328M107 897 10,701 SH   DFND 17 1,311 0 9,390
U S G CORP COM NEW 903293405 27,902 644,389 SH   DFND 4 583,904 0 60,485
U S G CORP COM NEW 903293405 160 3,690 SH   DFND 17 3,690 0 0
U S G CORP COM NEW 903293405 13,164 304,023 SH   DFND 21 304,023 0 0
U S CONCRETE INC COM NEW 90333L201 3,121 75,349 SH   DFND 17 72,941 0 2,408
U S PHYSICAL THERAPY INC COM 90337L108 217 2,070 SH   DFND 17 2,070 0 0
ULTA BEAUTY INC COM 90384S303 209 600 SH   DFND 4 600 0 0
ULTA BEAUTY INC COM 90384S303 10,399 29,821 SH   DFND 17 24,243 0 5,578
ULTA BEAUTY INC COM 90384S303 3,761 10,785 SH   DFND 21 10,785 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 454 1,375 SH   DFND 17 1,375 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 5,282 16,000 SH   DFND 21 16,000 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,537 22,164 SH   DFND 17 22,164 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 638 9,200 SH   DFND 24 9,200 0 0
UMPQUA HLDGS CORP COM 904214103 14,441 875,205 SH   DFND 17 875,205 0 0
UMPQUA HLDGS CORP COM 904214103 5,982 362,521 SH   DFND 21 298,036 0 64,485
UNDER ARMOUR INC CL A 904311107 242 11,444 SH   DFND 17 11,444 0 0
UNDER ARMOUR INC CL C 904311206 221 11,722 SH   DFND 17 11,722 0 0
UNILEVER PLC SPON ADR NEW 904767704 406 7,027 SH   DFND 17 6,986 0 41
UNILEVER N V N Y SHS NEW 904784709 4,237 72,683 SH   DFND 17 72,683 0 0
UNION BANKSHARES CORP NEW COM 90539J109 12,309 380,738 SH   DFND 17 380,738 0 0
UNION PACIFIC CORP COM 907818108 4,804 28,735 SH   DFND 4 28,735 0 0
UNION PACIFIC CORP COM 907818108 310,660 1,858,014 SH   DFND 17 1,851,674 0 6,340
UNION PACIFIC CORP COM 907818108 168,151 1,005,687 SH   DFND 21 891,470 0 114,217
UNION PACIFIC CORP COM 907818108 1,806 10,800 SH   DFND 24 10,800 0 0
UNION PACIFIC CORP CALL 907818908 9,430 56,400 SH Call DFND 4 56,400 0 0
UNION PACIFIC CORP PUT 907818958 39,710 237,500 SH Put DFND 4 237,500 0 0
UNISYS CORP COM NEW 909214306 1,087 93,124 SH   DFND 17 22,805 0 70,319
UNISYS CORP COM NEW 909214306 167 14,305 SH   DFND 21 0 0 14,305
UNISYS CORP NOTE 5.500% 3/0 909214BS6 16,874 12,000,000 PRN   DFND 4 12,000,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 13,578 544,633 SH   DFND 17 544,633 0 0
UNITED CONTL HLDGS INC COM 910047109 665 8,338 SH   DFND 4 8,338 0 0
UNITED CONTL HLDGS INC COM 910047109 1,275 15,981 SH   DFND 17 14,751 0 1,230
UNITED CONTL HLDGS INC COM 910047109 403 5,048 SH   DFND 20 5,048 0 0
UNITED CONTL HLDGS INC COM 910047109 18,753 235,061 SH   DFND 21 153,658 0 81,403
UNITED CONTL HLDGS INC PUT 910047959 439 5,500 SH Put DFND 4 5,500 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 509 270,931 SH   DFND 17 270,931 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 48 25,363 SH   DFND 21 0 0 25,363
UNITED NAT FOODS INC COM 911163103 30 2,296 SH   DFND 17 2,296 0 0
UNITED NAT FOODS INC COM 911163103 917 69,400 SH   DFND 21 69,400 0 0
UNITED PARCEL SERVICE INC CL B 911312106 793 7,100 SH   DFND 4 7,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 6,785 60,719 SH   DFND 17 60,719 0 0
UNITED PARCEL SERVICE INC CALL 911312906 6,280 56,200 SH Call DFND 4 56,200 0 0
UNITED PARCEL SERVICE INC PUT 911312956 20,214 180,900 SH Put DFND 4 180,900 0 0
UNITED RENTALS INC COM 911363109 16,750 146,610 SH   DFND 17 133,774 0 12,836
UNITED RENTALS INC COM 911363109 117 1,023 SH   DFND 20 1,023 0 0
UNITED RENTALS INC COM 911363109 12,293 107,601 SH   DFND 21 103,874 0 3,727
UNITED STATES CELLULAR CORP COM 911684108 160 3,490 SH   DFND 17 594 0 2,896
UNITED STATES CELLULAR CORP COM 911684108 2,017 43,928 SH   DFND 21 25,315 0 18,613
US FOODS HLDG CORP COM 912008109 387 11,092 SH   DFND 17 11,092 0 0
US FOODS HLDG CORP COM 912008109 4,550 130,345 SH   DFND 21 50,125 0 80,220
UNITED STATES STL CORP NEW COM 912909108 7,309 375,000 SH   DFND 4 375,000 0 0
UNITED STATES STL CORP NEW COM 912909108 157 8,063 SH   DFND 17 8,063 0 0
UNITED STATES STL CORP NEW COM 912909108 3,003 154,090 SH   DFND 21 64,090 0 90,000
UNITED TECHNOLOGIES CORP COM 913017109 57,086 442,908 SH   DFND 17 439,975 0 2,933
UNITED TECHNOLOGIES CORP COM 913017109 1,119 8,682 SH   DFND 21 8,682 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 10,053 78,000 SH Call DFND 4 78,000 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 31,307 242,900 SH Put DFND 4 242,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 47 400 SH   DFND 4 400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,270 10,821 SH   DFND 17 10,821 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 173 1,475 SH   DFND 20 1,475 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 10,900 92,872 SH   DFND 21 92,872 0 0
UNITEDHEALTH GROUP INC COM 91324P102 25,733 104,071 SH   DFND 4 104,071 0 0
UNITEDHEALTH GROUP INC COM 91324P102 486,159 1,966,187 SH   DFND 17 1,834,672 0 131,515
UNITEDHEALTH GROUP INC COM 91324P102 32,235 130,368 SH   DFND 20 130,368 0 0
UNITEDHEALTH GROUP INC COM 91324P102 524,297 2,120,428 SH   DFND 21 1,756,256 0 364,172
UNITEDHEALTH GROUP INC COM 91324P102 940 3,800 SH   DFND 24 3,800 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 11,695 47,300 SH Call DFND 4 47,300 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 56,326 227,800 SH Put DFND 4 227,800 0 0
UNITIL CORP COM 913259107 624 11,517 SH   DFND 17 4,687 0 6,830
UNITIL CORP COM 913259107 59 1,093 SH   DFND 21 1,093 0 0
UNITI GROUP INC COM 91325V108 377 33,685 SH   DFND 17 33,685 0 0
UNIVAR INC COM 91336L107 253 11,435 SH   DFND 17 11,435 0 0
UNIVAR INC COM 91336L107 251 11,337 SH   DFND 21 11,337 0 0
UNIVERSAL CORP VA COM 913456109 14,207 246,526 SH   DFND 17 246,526 0 0
UNIVERSAL CORP VA COM 913456109 354 6,144 SH   DFND 21 0 0 6,144
UNIVERSAL DISPLAY CORP COM 91347P105 3,575 23,390 SH   DFND 17 12,735 0 10,655
UNIVERSAL DISPLAY CORP COM 91347P105 248 1,621 SH   DFND 21 1,621 0 0
UNIVERSAL FST PRODS INC COM 913543104 15,511 518,922 SH   DFND 17 518,922 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,508 50,454 SH   DFND 21 10,803 0 39,651
UNIVERSAL INS HLDGS INC COM 91359V107 4,508 145,430 SH   DFND 17 40,017 0 105,413
UNIVERSAL INS HLDGS INC COM 91359V107 9,365 302,096 SH   DFND 21 290,516 0 11,580
UNIVERSAL STAINLESS & ALLOY COM 913837100 570 34,392 SH   DFND 17 29,705 0 4,687
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,080 54,867 SH   DFND 17 34,822 0 20,045
UNIVERSAL HLTH SVCS INC CL B 913903100 109 818 SH   DFND 4 818 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 15,245 113,962 SH   DFND 17 113,962 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 9,715 72,628 SH   DFND 21 72,628 0 0
UNUM GROUP COM 91529Y106 1,238 36,603 SH   DFND 17 36,603 0 0
UNUM GROUP COM 91529Y106 70 2,071 SH   DFND 20 2,071 0 0
UNUM GROUP COM 91529Y106 11,121 328,718 SH   DFND 21 322,283 0 6,435
UPLAND SOFTWARE INC COM 91544A109 6,551 154,645 SH   DFND 17 149,551 0 5,094
UPWORK INC COM 91688F104 1,261 65,883 SH   DFND 17 65,883 0 0
URBAN OUTFITTERS INC COM 917047102 99 3,354 SH   DFND 17 3,354 0 0
URBAN OUTFITTERS INC COM 917047102 6,740 227,392 SH   DFND 21 193,733 0 33,659
URBAN EDGE PPTYS COM 91704F104 3,306 174,000 SH   DFND 4 174,000 0 0
URBAN EDGE PPTYS COM 91704F104 93 4,921 SH   DFND 17 4,921 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 27 1,331 SH   DFND 17 1,331 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 242 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 502 5,684 SH   DFND 17 5,684 0 0
UXIN LTD ADS 91818X108 18,539 4,891,600 SH   DFND 20 4,891,600 0 0
V F CORP COM 918204108 12,021 138,317 SH   DFND 17 113,287 0 25,030
V F CORP COM 918204108 11,548 132,873 SH   DFND 21 26,868 0 106,005
V F CORP CALL 918204908 243 2,800 SH Call DFND 4 2,800 0 0
V F CORP PUT 918204958 269 3,100 SH Put DFND 4 3,100 0 0
VEON LTD SPONSORED ADR 91822M106 1,148 549,245 SH   DFND 17 63,048 0 486,197
VAIL RESORTS INC COM 91879Q109 430 1,981 SH   DFND 17 1,981 0 0
VAIL RESORTS INC COM 91879Q109 418 1,923 SH   DFND 21 1,923 0 0
VALE S A SPONSORED ADS 91912E105 4,606 352,680 SH   DFND 4 352,680 0 0
VALE S A SPONSORED ADS 91912E105 260 19,879 SH   DFND 21 19,879 0 0
VALERO ENERGY CORP NEW COM 91913Y100 953 11,239 SH   DFND 4 11,239 0 0
VALERO ENERGY CORP NEW COM 91913Y100 259,066 3,053,943 SH   DFND 17 2,911,268 0 142,675
VALERO ENERGY CORP NEW COM 91913Y100 257 3,024 SH   DFND 20 3,024 0 0
VALERO ENERGY CORP NEW COM 91913Y100 90,900 1,071,553 SH   DFND 21 793,259 0 278,294
VALERO ENERGY CORP NEW COM 91913Y100 950 11,200 SH   DFND 24 11,200 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 1,137 13,400 SH Call DFND 4 13,400 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 3,682 43,400 SH Put DFND 4 43,400 0 0
VALLEY NATL BANCORP COM 919794107 139 14,512 SH   DFND 17 14,512 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,614 142,059 SH   DFND 17 137,628 0 4,431
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 6,314 281,625 SH   DFND 17 281,625 0 0
VANECK VECTORS ETF TR EGYPT INDX ETF 92189F775 1,234 37,347 SH   DFND 24 0 0 37,347
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 4,544 136,200 SH   DFND 17 136,200 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 2,238 67,079 SH   DFND 24 0 0 67,079
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 6,537 80,519 SH   DFND 24 0 0 80,519
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 7,317 100,000 SH   DFND 24 0 0 100,000
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 37,641 514,428 SH   DFND 25 514,428 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 150,371 3,538,144 SH   DFND 17 3,538,144 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 100 2,350 SH   DFND 24 0 0 2,350
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 38,250 900,000 SH   DFND 25 0 0 900,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 115 SH   DFND 17 115 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 5,007 93,400 SH   DFND 24 61,400 0 32,000
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 784 9,387 SH   DFND 24 0 0 9,387
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,906 93,692 SH   DFND 17 93,692 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 17,148 187,346 SH   DFND 17 187,346 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 11,350 124,000 SH   DFND 24 124,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,780 85,000 SH   DFND 25 85,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,805 32,294 SH   DFND 17 32,294 0 0
VAPOTHERM INC COM 922107107 1,824 92,824 SH   DFND 17 92,824 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 621 60,764 SH   DFND 17 60,764 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 120 11,731 SH   DFND 21 2,056 0 9,675
VARIAN MED SYS INC COM 92220P105 791 5,581 SH   DFND 17 5,581 0 0
VARONIS SYS INC COM 922280102 9,493 159,197 SH   DFND 17 159,197 0 0
VECTOR GROUP LTD COM 92240M108 290 26,914 SH   DFND 17 26,914 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,177 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 23 2,136 SH   DFND 17 2,136 0 0
VEECO INSTRS INC DEL COM 922417100 113 10,442 SH   DFND 21 10,442 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 44,163 51,875,000 PRN   DFND 17 51,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 512 48,476 SH   DFND 17 48,476 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,691 160,110 SH   DFND 21 150,187 0 9,923
VEEVA SYS INC CL A COM 922475108 29,699 234,107 SH   DFND 17 93,850 0 140,257
VEEVA SYS INC CL A COM 922475108 6,841 53,926 SH   DFND 21 18,758 0 35,168
VENTAS INC COM 92276F100 43,935 688,535 SH   DFND 4 688,535 0 0
VENTAS INC COM 92276F100 1,507 23,611 SH   DFND 17 23,611 0 0
VENTAS INC PUT 92276F950 370 5,800 SH Put DFND 4 5,800 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,141 4,395 SH   DFND 17 4,395 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,229 12,440 SH   DFND 24 12,440 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 137,816 531,000 SH   DFND 25 0 0 531,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 142,070 1,634,674 SH   DFND 25 4,674 0 1,630,000
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,913 27,040 SH   DFND 24 26,700 0 340
VERASTEM INC NOTE 5.000%11/0 92337CAA2 19,159 24,000,000 PRN   DFND 17 24,000,000 0 0
VERACYTE INC COM 92337F107 9,085 363,098 SH   DFND 17 353,367 0 9,731
VERACYTE INC COM 92337F107 5,425 216,837 SH   DFND 20 216,837 0 0
VEREIT INC COM 92339V100 548 65,413 SH   DFND 17 65,413 0 0
VERISIGN INC COM 92343E102 34,868 192,048 SH   DFND 17 192,048 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,649 44,800 SH   DFND 4 44,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 163,442 2,764,119 SH   DFND 17 2,593,953 0 170,166
VERIZON COMMUNICATIONS INC COM 92343V104 7,993 135,179 SH   DFND 20 135,179 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 278,041 4,702,204 SH   DFND 21 3,728,600 0 973,604
VERIZON COMMUNICATIONS INC CALL 92343V904 20,743 350,800 SH Call DFND 4 350,800 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 45,903 776,300 SH Put DFND 4 776,300 0 0
VERINT SYS INC COM 92343X100 28,789 480,943 SH   DFND 17 457,248 0 23,695
VERINT SYS INC COM 92343X100 87 1,457 SH   DFND 20 1,457 0 0
VERINT SYS INC COM 92343X100 15,198 253,892 SH   DFND 21 209,186 0 44,706
VERITEX HLDGS INC COM 923451108 3,601 148,667 SH   DFND 17 143,972 0 4,695
VERISK ANALYTICS INC COM 92345Y106 32,815 246,730 SH   DFND 17 226,290 0 20,440
VERISK ANALYTICS INC CALL 92345Y906 213 1,600 SH Call DFND 4 1,600 0 0
VERISK ANALYTICS INC PUT 92345Y956 1,011 7,600 SH Put DFND 4 7,600 0 0
VERICEL CORP COM 92346J108 4,053 231,492 SH   DFND 17 226,237 0 5,255
VERITONE INC COM 92347M100 577 111,046 SH   DFND 17 111,046 0 0
VERSO CORP CL A 92531L207 996 46,476 SH   DFND 17 40,220 0 6,256
VERSO CORP CL A 92531L207 44 2,042 SH   DFND 20 2,042 0 0
VERSO CORP CL A 92531L207 10,631 496,303 SH   DFND 21 445,181 0 51,122
VERTEX PHARMACEUTICALS INC COM 92532F100 1,668 9,065 SH   DFND 4 9,065 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 277,989 1,511,222 SH   DFND 17 1,511,222 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 338 1,837 SH   DFND 21 1,304 0 533
VERTEX PHARMACEUTICALS INC COM 92532F100 7,715 41,940 SH   DFND 24 41,940 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 1,564 8,500 SH Call DFND 4 8,500 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 8,682 47,200 SH Put DFND 4 47,200 0 0
VERSUM MATLS INC COM 92532W103 300 5,962 SH   DFND 17 5,962 0 0
VIAD CORP COM NEW 92552R406 491 8,725 SH   DFND 17 2,851 0 5,874
VIACOM INC NEW CL A 92553P102 15 453 SH   DFND 17 453 0 0
VIACOM INC NEW CL A 92553P102 74 2,283 SH   DFND 20 2,283 0 0
VIACOM INC NEW CL A 92553P102 215 6,631 SH   DFND 21 6,631 0 0
VIACOM INC NEW CL B 92553P201 704 25,092 SH   DFND 4 25,092 0 0
VIACOM INC NEW CL B 92553P201 2,196 78,223 SH   DFND 17 78,223 0 0
VIACOM INC NEW CL B 92553P201 1,080 38,486 SH   DFND 20 38,486 0 0
VIACOM INC NEW CL B 92553P201 15,016 534,942 SH   DFND 21 382,912 0 152,030
VIAVI SOLUTIONS INC COM 925550105 5,315 429,335 SH   DFND 17 347,270 0 82,065
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 69,808 61,505,000 PRN   DFND 17 55,095,000 0 6,410,000
VICI PPTYS INC COM 925652109 621,683 28,413,319 SH   DFND 4 28,413,319 0 0
VICI PPTYS INC COM 925652109 401 18,343 SH   DFND 17 18,343 0 0
VIEWRAY INC COM 92672L107 3,318 448,942 SH   DFND 17 448,942 0 0
VIKING THERAPEUTICS INC COM 92686J106 1,797 180,799 SH   DFND 17 174,777 0 6,022
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 95 11,885 SH   DFND 17 0 0 11,885
VISA INC COM CL A 92826C839 3,845 24,615 SH   DFND 4 24,615 0 0
VISA INC COM CL A 92826C839 660,101 4,226,270 SH   DFND 17 3,995,238 0 231,032
VISA INC COM CL A 92826C839 38,864 248,827 SH   DFND 20 248,827 0 0
VISA INC COM CL A 92826C839 406,041 2,599,662 SH   DFND 21 2,137,462 0 462,200
VISA INC COM CL A 92826C839 4,842 31,000 SH   DFND 24 31,000 0 0
VISA INC CALL 92826C909 25,724 164,700 SH Call DFND 4 164,700 0 0
VISA INC PUT 92826C959 62,804 402,100 SH Put DFND 4 402,100 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 16,762 907,537 SH   DFND 17 892,207 0 15,330
VISHAY INTERTECHNOLOGY INC COM 928298108 314 16,993 SH   DFND 20 16,993 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 13,764 745,197 SH   DFND 21 396,899 0 348,298
VISHAY PRECISION GROUP INC COM 92835K103 67 1,948 SH   DFND 17 1,948 0 0
VISHAY PRECISION GROUP INC COM 92835K103 276 8,081 SH   DFND 21 8,081 0 0
VISTRA ENERGY CORP COM 92840M102 382 174,357 SH   DFND 4 174,357 0 0
VISTRA ENERGY CORP COM 92840M102 21,313 818,805 SH   DFND 17 818,805 0 0
VISTRA ENERGY CORP COM 92840M102 13,994 537,609 SH   DFND 21 304,037 0 233,572
VMWARE INC CL A COM 928563402 8,363 46,329 SH   DFND 17 33,985 0 12,344
VMWARE INC CL A COM 928563402 8,819 48,855 SH   DFND 21 33,613 0 15,242
VOCERA COMMUNICATIONS INC COM 92857F107 6,738 213,030 SH   DFND 17 206,933 0 6,097
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 186 10,236 SH   DFND 17 9,468 0 768
VORNADO RLTY TR SH BEN INT 929042109 18,483 274,060 SH   DFND 4 274,060 0 0
VORNADO RLTY TR SH BEN INT 929042109 712 10,552 SH   DFND 17 10,552 0 0
VOYA FINL INC COM 929089100 1,241 24,849 SH   DFND 17 24,849 0 0
VOYA FINL INC COM 929089100 378 7,560 SH   DFND 20 7,560 0 0
VOYA FINL INC COM 929089100 16,056 321,378 SH   DFND 21 169,937 0 151,441
VOYAGER THERAPEUTICS INC COM 92915B106 1,543 80,609 SH   DFND 17 78,104 0 2,505
VULCAN MATLS CO COM 929160109 38,019 321,104 SH   DFND 17 287,854 0 33,250
VULCAN MATLS CO COM 929160109 592 5,000 SH   DFND 24 5,000 0 0
W & T OFFSHORE INC COM 92922P106 115 16,665 SH   DFND 17 16,665 0 0
WD-40 CO COM 929236107 338 1,994 SH   DFND 17 1,994 0 0
WD-40 CO COM 929236107 1,468 8,666 SH   DFND 21 8,666 0 0
WABCO HLDGS INC COM 92927K102 21,346 161,917 SH   DFND 4 143,459 0 18,458
WABCO HLDGS INC COM 92927K102 706 5,357 SH   DFND 17 5,357 0 0
WABCO HLDGS INC COM 92927K102 43 324 SH   DFND 21 324 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 8,543 160,379 SH   DFND 17 127,145 0 33,234
WNS HOLDINGS LTD SPON ADR 92932M101 126 2,356 SH   DFND 21 0 0 2,356
W P CAREY INC COM 92936U109 704 8,983 SH   DFND 17 8,983 0 0
WEC ENERGY GROUP INC COM 92939U106 6,792 85,887 SH   DFND 17 85,887 0 0
WEC ENERGY GROUP INC COM 92939U106 11,550 146,056 SH   DFND 21 146,056 0 0
WABTEC CORP COM 929740108 50 682 SH   DFND 4 682 0 0
WABTEC CORP COM 929740108 1,388 18,833 SH   DFND 17 18,333 0 500
WABTEC CORP COM 929740108 2,107 28,587 SH   DFND 20 28,587 0 0
WABTEC CORP COM 929740108 77,277 1,048,245 SH   DFND 21 1,047,849 0 396
WABTEC CORP COM 929740108 634 8,600 SH   DFND 24 8,600 0 0
WAGEWORKS INC COM 930427109 69 1,824 SH   DFND 17 1,824 0 0
WAGEWORKS INC COM 930427109 999 26,454 SH   DFND 21 26,454 0 0
WALMART INC COM 931142103 5,665 58,085 SH   DFND 4 58,085 0 0
WALMART INC COM 931142103 115,463 1,183,871 SH   DFND 17 1,166,456 0 17,415
WALMART INC COM 931142103 36,818 377,502 SH   DFND 21 303,472 0 74,030
WALMART INC CALL 931142903 9,363 96,000 SH Call DFND 4 96,000 0 0
WALMART INC PUT 931142953 33,570 344,200 SH Put DFND 4 344,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,662 26,273 SH   DFND 4 26,273 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 106,534 1,683,799 SH   DFND 17 1,674,796 0 9,003
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,232 114,305 SH   DFND 20 114,305 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 118,100 1,866,599 SH   DFND 21 1,484,305 0 382,294
WALGREENS BOOTS ALLIANCE INC CALL 931427908 3,195 50,500 SH Call DFND 4 50,500 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 5,973 94,400 SH Put DFND 4 94,400 0 0
WALKER & DUNLOP INC COM 93148P102 2,211 43,429 SH   DFND 17 10,583 0 32,846
WARRIOR MET COAL INC COM 93627C101 2,928 96,331 SH   DFND 17 81,667 0 14,664
WARRIOR MET COAL INC COM 93627C101 123 4,054 SH   DFND 20 4,054 0 0
WARRIOR MET COAL INC COM 93627C101 31,602 1,039,540 SH   DFND 21 720,605 0 318,935
WASHINGTON FED INC COM 938824109 14,783 511,702 SH   DFND 17 511,702 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,585 280,613 SH   DFND 17 39,820 0 240,793
WASTE CONNECTIONS INC COM 94106B101 11,623 131,173 SH   DFND 17 103,452 0 27,721
WASTE CONNECTIONS INC COM 94106B101 1,041 11,754 SH   DFND 21 11,754 0 0
WASTE MGMT INC DEL COM 94106L109 229 2,200 SH   DFND 4 2,200 0 0
WASTE MGMT INC DEL COM 94106L109 45,968 442,387 SH   DFND 17 293,856 0 148,531
WASTE MGMT INC DEL COM 94106L109 1,211 11,654 SH   DFND 20 11,654 0 0
WASTE MGMT INC DEL COM 94106L109 91,486 880,435 SH   DFND 21 671,412 0 209,023
WASTE MGMT INC DEL COM 94106L109 4,364 42,000 SH   DFND 24 42,000 0 0
WASTE MGMT INC DEL CALL 94106L909 2,515 24,200 SH Call DFND 4 24,200 0 0
WASTE MGMT INC DEL PUT 94106L959 5,216 50,200 SH Put DFND 4 50,200 0 0
WATERS CORP COM 941848103 1,156 4,592 SH   DFND 17 4,592 0 0
WATERS CORP COM 941848103 51 202 SH   DFND 21 202 0 0
WATERSTONE FINL INC MD COM 94188P101 360 21,853 SH   DFND 17 21,853 0 0
WATSCO INC COM 942622200 206 1,438 SH   DFND 17 1,438 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 7,087 87,683 SH   DFND 17 87,683 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,852 22,909 SH   DFND 21 22,909 0 0
WAYFAIR INC CL A 94419L101 386 2,597 SH   DFND 17 2,597 0 0
WAYFAIR INC CL A 94419L101 225 1,514 SH   DFND 21 1,514 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 46,189 57,200,000 PRN   DFND 17 57,200,000 0 0
WEBSTER FINL CORP CONN COM 947890109 209 4,130 SH   DFND 17 4,130 0 0
WEBSTER FINL CORP CONN COM 947890109 380 7,505 SH   DFND 21 0 0 7,505
WEIBO CORP SPONSORED ADR 948596101 15,325 247,214 SH   DFND 17 246,883 0 331
WEIBO CORP SPONSORED ADR 948596101 1,023 16,500 SH   DFND 24 16,500 0 0
WEIS MKTS INC COM 948849104 652 15,983 SH   DFND 17 15,983 0 0
WEIS MKTS INC COM 948849104 270 6,627 SH   DFND 20 6,627 0 0
WEIS MKTS INC COM 948849104 2,967 72,709 SH   DFND 21 42,130 0 30,579
WELLCARE HEALTH PLANS INC COM 94946T106 19,575 72,569 SH   DFND 17 36,909 0 35,660
WELLCARE HEALTH PLANS INC COM 94946T106 19,355 71,751 SH   DFND 21 67,485 0 4,266
ANTHEM INC NOTE 2.750%10/1 94973VBG1 92,061 23,525,000 PRN   DFND 17 21,825,000 0 1,700,000
WELLS FARGO CO NEW COM 949746101 10,636 220,111 SH   DFND 4 220,111 0 0
WELLS FARGO CO NEW COM 949746101 18,382 380,430 SH   DFND 17 376,946 0 3,484
WELLS FARGO CO NEW COM 949746101 46 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 38,803 803,050 SH   DFND 21 755,009 0 48,041
WELLS FARGO CO NEW PERP PFD CNV A 949746804 129,545 100,240 SH   DFND 4 97,440 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 356,288 275,690 SH   DFND 17 261,030 0 14,660
WELLS FARGO CO NEW CALL 949746901 18,410 381,000 SH Call DFND 4 381,000 0 0
WELLS FARGO CO NEW PUT 949746951 38,453 795,800 SH Put DFND 4 795,800 0 0
WELLTOWER INC COM 95040Q104 16,539 213,125 SH   DFND 4 213,125 0 0
WELLTOWER INC COM 95040Q104 1,904 24,532 SH   DFND 17 24,532 0 0
WELLTOWER INC CALL 95040Q904 264 3,400 SH Call DFND 4 3,400 0 0
WELLTOWER INC PUT 95040Q954 1,164 15,000 SH Put DFND 4 15,000 0 0
WERNER ENTERPRISES INC COM 950755108 12,946 379,095 SH   DFND 17 379,095 0 0
WERNER ENTERPRISES INC COM 950755108 606 17,755 SH   DFND 21 2,226 0 15,529
WESBANCO INC COM 950810101 829 20,855 SH   DFND 17 18,656 0 2,199
WESBANCO INC COM 950810101 21 536 SH   DFND 20 536 0 0
WESBANCO INC COM 950810101 4,006 100,777 SH   DFND 21 82,441 0 18,336
WESCO INTL INC COM 95082P105 15,240 287,485 SH   DFND 17 287,485 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 449 4,076 SH   DFND 17 4,076 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,261 176,931 SH   DFND 17 90,648 0 86,283
WESTERN ASSET MTG CAP CORP COM 95790D105 977 95,498 SH   DFND 17 24,254 0 71,244
WESTERN ASSET MTG CAP CORP COM 95790D105 519 50,709 SH   DFND 21 50,709 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 14,625 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 42,821 890,998 SH   DFND 17 890,998 0 0
WESTERN DIGITAL CORP COM 958102105 17 348 SH   DFND 20 348 0 0
WESTERN DIGITAL CORP COM 958102105 2,451 50,991 SH   DFND 21 36,969 0 14,022
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 21,473 684,716 SH   DFND 4 684,716 0 0
WESTERN UN CO COM 959802109 500 27,082 SH   DFND 17 27,082 0 0
WESTERN UN CO COM 959802109 537 29,085 SH   DFND 21 29,085 0 0
WESTLAKE CHEM CORP COM 960413102 205 3,016 SH   DFND 4 3,016 0 0
WESTLAKE CHEM CORP COM 960413102 1,453 21,408 SH   DFND 17 21,408 0 0
WESTLAKE CHEM CORP COM 960413102 11,098 163,549 SH   DFND 21 71,638 0 91,911
WESTROCK CO COM 96145D105 7,058 184,053 SH   DFND 17 56,233 0 127,820
WESTROCK CO COM 96145D105 1,673 43,621 SH   DFND 21 11,398 0 32,223
WEX INC COM 96208T104 21,731 113,188 SH   DFND 17 73,898 0 39,290
WEX INC COM 96208T104 1,093 5,695 SH   DFND 21 5,695 0 0
WEYERHAEUSER CO COM 962166104 14,318 543,598 SH   DFND 17 543,598 0 0
WEYERHAEUSER CO COM 962166104 10,056 381,765 SH   DFND 21 0 0 381,765
WHIRLPOOL CORP COM 963320106 510 3,836 SH   DFND 17 3,836 0 0
WHIRLPOOL CORP COM 963320106 327 2,459 SH   DFND 21 2,459 0 0
WHITING PETE CORP NEW COM NEW 966387409 23,526 900,000 SH   DFND 4 900,000 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,368 52,315 SH   DFND 17 52,315 0 0
WHITING PETE CORP NEW COM NEW 966387409 415 15,887 SH   DFND 21 15,887 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,958 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLDAN GROUP INC COM 96924N100 1,541 41,559 SH   DFND 17 5,468 0 36,091
WILLIAMS COS INC DEL COM 969457100 65,342 2,275,148 SH   DFND 4 2,275,148 0 0
WILLIAMS COS INC DEL COM 969457100 14,256 496,383 SH   DFND 17 496,383 0 0
WILLIAMS COS INC DEL COM 969457100 948 33,000 SH   DFND 24 33,000 0 0
WILLIAMS COS INC DEL CALL 969457900 345 12,000 SH Call DFND 4 12,000 0 0
WILLIAMS COS INC DEL PUT 969457950 482 16,800 SH Put DFND 4 16,800 0 0
WILLIAMS SONOMA INC COM 969904101 779 13,843 SH   DFND 17 13,843 0 0
WINGSTOP INC COM 974155103 830 10,912 SH   DFND 17 1,307 0 9,605
WINTRUST FINL CORP COM 97650W108 12,846 190,793 SH   DFND 17 190,793 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 824 207,066 SH   DFND 17 207,066 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 207 51,954 SH   DFND 21 0 0 51,954
WISDOMTREE TR JAPN HEDGE EQT 97717W851 581 11,480 SH   DFND 24 11,480 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 815 12,750 SH   DFND 24 0 0 12,750
WOODWARD INC COM 980745103 229 2,417 SH   DFND 17 2,417 0 0
WORKDAY INC CL A 98138H101 245,606 1,273,559 SH   DFND 17 1,121,580 0 151,979
WORKDAY INC CL A 98138H101 316 1,639 SH   DFND 21 1,639 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 168,538 119,150,000 PRN   DFND 17 113,815,000 0 5,335,000
WORLD ACCEP CORP DEL COM 981419104 143 1,225 SH   DFND 17 1,225 0 0
WORLD ACCEP CORP DEL COM 981419104 331 2,827 SH   DFND 21 2,827 0 0
WORLD FUEL SVCS CORP COM 981475106 88 3,033 SH   DFND 17 3,033 0 0
WORLD FUEL SVCS CORP COM 981475106 676 23,414 SH   DFND 21 7,116 0 16,298
WORLDPAY INC CL A 981558109 28,997 255,478 SH   DFND 17 203,174 0 52,304
WORLDPAY INC CL A 981558109 1,187 10,461 SH   DFND 21 10,461 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 11,675 134,536 SH   DFND 17 79,688 0 54,848
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 18,575 5,335,000 PRN   DFND 17 3,990,000 0 1,345,000
WPX ENERGY INC COM 98212B103 32,767 2,499,355 SH   DFND 4 2,499,355 0 0
WPX ENERGY INC COM 98212B103 13,119 1,000,703 SH   DFND 17 598,184 0 402,519
WPX ENERGY INC COM 98212B103 1,122 85,598 SH   DFND 21 0 0 85,598
WPX ENERGY INC COM 98212B103 210 16,000 SH   DFND 24 16,000 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 175 4,319 SH   DFND 17 4,319 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 500 12,360 SH   DFND 21 9,826 0 2,534
WYNDHAM HOTELS & RESORTS INC COM 98311A105 221 4,426 SH   DFND 17 4,426 0 0
WYNN RESORTS LTD COM 983134107 4,330 36,292 SH   DFND 4 36,292 0 0
WYNN RESORTS LTD COM 983134107 67,933 569,338 SH   DFND 17 569,338 0 0
XPO LOGISTICS INC COM 983793100 8,305 154,533 SH   DFND 17 123,030 0 31,503
XPO LOGISTICS INC COM 983793100 134 2,497 SH   DFND 21 2,497 0 0
XCEL ENERGY INC COM 98389B100 3,550 63,153 SH   DFND 17 63,153 0 0
XCEL ENERGY INC COM 98389B100 1,359 24,174 SH   DFND 21 22,603 0 1,571
XCEL ENERGY INC PUT 98389B950 1,439 25,600 SH Put DFND 4 25,600 0 0
XILINX INC COM 983919101 7,493 59,101 SH   DFND 4 59,101 0 0
XILINX INC COM 983919101 39,180 309,017 SH   DFND 17 280,360 0 28,657
XILINX INC COM 983919101 17,487 137,924 SH   DFND 21 123,586 0 14,338
XILINX INC COM 983919101 1,268 10,000 SH   DFND 24 10,000 0 0
XILINX INC CALL 983919901 533 4,200 SH Call DFND 4 4,200 0 0
XILINX INC PUT 983919951 2,650 20,900 SH Put DFND 4 20,900 0 0
XENIA HOTELS & RESORTS INC COM 984017103 652 29,773 SH   DFND 17 29,773 0 0
XENIA HOTELS & RESORTS INC COM 984017103 5,270 240,508 SH   DFND 21 170,370 0 70,138
XEROX CORP COM NEW 984121608 483 15,095 SH   DFND 17 15,095 0 0
XEROX CORP COM NEW 984121608 11,271 352,448 SH   DFND 21 352,448 0 0
XYLEM INC COM 98419M100 72,413 916,155 SH   DFND 17 914,447 0 1,708
XYLEM INC COM 98419M100 9,679 122,455 SH   DFND 20 122,455 0 0
XYLEM INC COM 98419M100 34,375 434,906 SH   DFND 21 324,547 0 110,359
XYLEM INC COM 98419M100 12,393 156,800 SH   DFND 24 156,800 0 0
YY INC SPONSORED ADS A 98426T106 55 657 SH   DFND 17 657 0 0
YY INC SPONSORED ADS A 98426T106 167 1,990 SH   DFND 21 0 0 1,990
YELP INC CL A 985817105 80,050 2,320,287 SH   DFND 17 2,222,202 0 98,085
YIRENDAI LTD SPONSORED ADR 98585L100 420 30,968 SH   DFND 17 3,555 0 27,413
YEXT INC COM 98585N106 3,100 141,834 SH   DFND 17 80,544 0 61,290
YETI HLDGS INC COM 98585X104 6,856 226,639 SH   DFND 17 188,956 0 37,683
YORK WTR CO COM 987184108 20 577 SH   DFND 17 577 0 0
YORK WTR CO COM 987184108 444 12,924 SH   DFND 21 12,924 0 0
YUM BRANDS INC COM 988498101 1,702 17,054 SH   DFND 4 17,054 0 0
YUM BRANDS INC COM 988498101 25,429 254,778 SH   DFND 17 205,478 0 49,300
YUM BRANDS INC COM 988498101 595 5,964 SH   DFND 21 1,483 0 4,481
YUM BRANDS INC COM 988498101 1,467 14,700 SH   DFND 24 14,700 0 0
YUM BRANDS INC PUT 988498951 469 4,700 SH Put DFND 4 4,700 0 0
YUM CHINA HLDGS INC COM 98850P109 1,702 37,900 SH   DFND   37,900 0 0
YUM CHINA HLDGS INC COM 98850P109 21,217 472,444 SH   DFND 17 428,444 0 44,000
YUM CHINA HLDGS INC COM 98850P109 16,802 374,116 SH   DFND 20 310,092 0 64,024
ZAGG INC COM 98884U108 546 60,145 SH   DFND 17 60,145 0 0
ZAGG INC COM 98884U108 286 31,499 SH   DFND 21 4,157 0 27,342
ZAYO GROUP HLDGS INC COM 98919V105 660 23,209 SH   DFND 17 23,209 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,895 13,816 SH   DFND 17 5,240 0 8,576
ZEBRA TECHNOLOGIES CORP CL A 989207105 7,436 35,490 SH   DFND 21 23,319 0 12,171
ZENDESK INC COM 98936J101 18,196 214,070 SH   DFND 17 167,229 0 46,841
ZENDESK INC COM 98936J101 2,239 26,338 SH   DFND 21 15,099 0 11,239
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 103,408 70,940,000 PRN   DFND 17 67,500,000 0 3,440,000
ZILLOW GROUP INC CL A 98954M101 280 8,194 SH   DFND 17 2,644 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 421 12,132 SH   DFND 17 5,492 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 39,700 38,790,000 PRN   DFND 17 38,790,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 38,735 42,350,000 PRN   DFND 17 42,350,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,797 37,567 SH   DFND 17 37,567 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 306 2,400 SH Call DFND 4 2,400 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 996 7,800 SH Put DFND 4 7,800 0 0
ZIONS BANCORPORATION N A COM 989701107 521 11,479 SH   DFND 17 11,479 0 0
ZIONS BANCORPORATION N A COM 989701107 85 1,871 SH   DFND 21 0 0 1,871
ZIX CORP COM 98974P100 800 116,246 SH   DFND 17 100,760 0 15,486
ZIX CORP COM 98974P100 192 27,889 SH   DFND 21 27,889 0 0
ZOETIS INC CL A 98978V103 89,281 886,864 SH   DFND 17 745,873 0 140,991
ZOETIS INC CL A 98978V103 60,810 604,048 SH   DFND 21 520,074 0 83,974
ZOETIS INC CALL 98978V903 2,950 29,300 SH Call DFND 4 29,300 0 0
ZOETIS INC PUT 98978V953 7,973 79,200 SH Put DFND 4 79,200 0 0
ZSCALER INC COM 98980G102 144,849 2,042,144 SH   DFND 17 1,924,564 0 117,580
ZSCALER INC COM 98980G102 70 981 SH   DFND 20 981 0 0
ZSCALER INC COM 98980G102 737 10,385 SH   DFND 21 10,385 0 0
ZUMIEZ INC COM 989817101 440 17,669 SH   DFND 17 834 0 16,835
ZUMIEZ INC COM 989817101 4,126 165,789 SH   DFND 21 127,454 0 38,335
ZYNGA INC CL A 98986T108 43,165 8,098,483 SH   DFND 17 6,171,124 0 1,927,359
ZYNGA INC CL A 98986T108 392 73,568 SH   DFND 21 0 0 73,568
EURONAV NV ANTWERPEN SHS B38564108 90 11,091 SH   DFND 17 11,091 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 8,048 989,376 SH   DFND 21 625,945 0 363,431
DEUTSCHE BANK AG CALL D18190908 1,627 200,000 SH Call DFND 21 200,000 0 0
AIRCASTLE LTD COM G0129K104 5,485 270,994 SH   DFND 17 83,094 0 187,900
AIRCASTLE LTD COM G0129K104 5,997 296,301 SH   DFND 21 276,870 0 19,431
ALKERMES PLC SHS G01767105 253 6,946 SH   DFND 17 6,946 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 526 5,796 SH   DFND 17 5,796 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 436 4,806 SH   DFND 21 4,806 0 0
ALLERGAN PLC SHS G0177J108 671 4,586 SH   DFND 4 4,586 0 0
ALLERGAN PLC SHS G0177J108 108,514 741,166 SH   DFND 17 741,166 0 0
ALLERGAN PLC SHS G0177J108 20,022 136,754 SH   DFND 21 135,755 0 999
ALLERGAN PLC CALL G0177J908 2,416 16,500 SH Call DFND 4 16,500 0 0
ALLERGAN PLC PUT G0177J958 6,632 45,300 SH Put DFND 4 45,300 0 0
AMDOCS LTD SHS G02602103 14,740 272,407 SH   DFND 17 272,407 0 0
AMDOCS LTD SHS G02602103 100 1,841 SH   DFND 20 1,841 0 0
AMDOCS LTD SHS G02602103 28,224 521,604 SH   DFND 21 351,125 0 170,479
AMBARELLA INC SHS G037AX101 1,335 30,905 SH   DFND 17 30,905 0 0
AON PLC SHS CL A G0408V102 9,353 54,791 SH   DFND 17 54,791 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 1,119 57,843 SH   DFND 17 49,662 0 8,181
ARCH CAP GROUP LTD ORD G0450A105 567 17,554 SH   DFND 17 17,554 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 224 3,167 SH   DFND 17 3,167 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 83 1,169 SH   DFND 21 1,169 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 234 7,396 SH   DFND 17 7,396 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 9,691 306,580 SH   DFND 21 306,580 0 0
ASSURED GUARANTY LTD COM G0585R106 208 4,675 SH   DFND 17 4,675 0 0
ASSURED GUARANTY LTD COM G0585R106 3,753 84,467 SH   DFND 21 84,467 0 0
ATLASSIAN CORP PLC CL A G06242104 42,839 381,168 SH   DFND 17 316,559 0 64,609
ATLASSIAN CORP PLC CL A G06242104 4,231 37,650 SH   DFND 21 22,242 0 15,408
ATHENE HLDG LTD CL A G0684D107 8,244 202,055 SH   DFND 17 184,291 0 17,764
ATHENE HLDG LTD CL A G0684D107 553 13,559 SH   DFND 20 13,559 0 0
ATHENE HLDG LTD CL A G0684D107 45,373 1,112,087 SH   DFND 21 875,832 0 236,255
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 203 3,707 SH   DFND 17 3,707 0 0
AXALTA COATING SYS LTD COM G0750C108 236 9,366 SH   DFND 17 9,366 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,683 137,729 SH   DFND 17 57,071 0 80,658
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,428 71,400 SH   DFND 21 58,955 0 12,445
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 3,117 60,554 SH   DFND 17 58,628 0 1,926
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,145 86,039 SH   DFND 17 76,250 0 9,789
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,713 100,633 SH   DFND 20 100,633 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 101,238 575,149 SH   DFND 21 506,200 0 68,949
MIMECAST LTD ORD SHS G14838109 33,209 701,351 SH   DFND 17 701,351 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 15,499 1,143,012 SH   DFND 17 1,143,012 0 0
BUNGE LIMITED COM G16962105 1,479 27,871 SH   DFND 17 27,871 0 0
BUNGE LIMITED COM G16962105 6,875 129,547 SH   DFND 21 128,076 0 1,471
CAPRI HOLDINGS LIMITED SHS G1890L107 1,611 35,216 SH   DFND 17 35,216 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 3,700 80,869 SH   DFND 21 32,635 0 48,234
CHINA YUCHAI INTL LTD COM G21082105 389 24,533 SH   DFND 17 24,533 0 0
CHINA YUCHAI INTL LTD COM G21082105 1,250 78,863 SH   DFND 21 76,687 0 2,176
CREDICORP LTD COM G2519Y108 26,416 110,089 SH   DFND 17 100,889 0 9,200
COSAN LTD SHS A G25343107 358 30,870 SH   DFND 17 30,870 0 0
COSAN LTD SHS A G25343107 2,206 190,353 SH   DFND 21 190,353 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 18,581 359,118 SH   DFND 17 351,796 0 7,322
COCA COLA EUROPEAN PARTNERS SHS G25839104 36,489 705,232 SH   DFND 21 316,102 0 389,130
DELPHI TECHNOLOGIES PLC SHS G2709G107 327 16,982 SH   DFND 21 16,982 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 344 19,336 SH   DFND 17 19,336 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 1,308 73,485 SH   DFND 21 72,113 0 1,372
EATON CORP PLC SHS G29183103 104,249 1,294,051 SH   DFND 17 1,274,615 0 19,436
EATON CORP PLC SHS G29183103 289 3,589 SH   DFND 20 3,589 0 0
EATON CORP PLC SHS G29183103 98,173 1,218,638 SH   DFND 21 894,035 0 324,603
ENDO INTL PLC SHS G30401106 81 10,077 SH   DFND 17 10,077 0 0
ESSENT GROUP LTD COM G3198U102 5,687 130,886 SH   DFND 17 53,322 0 77,564
ESSENT GROUP LTD COM G3198U102 2,091 48,113 SH   DFND 21 48,113 0 0
EVEREST RE GROUP LTD COM G3223R108 17,729 82,092 SH   DFND 17 79,677 0 2,415
EVEREST RE GROUP LTD COM G3223R108 137 633 SH   DFND 20 633 0 0
EVEREST RE GROUP LTD COM G3223R108 35,075 162,414 SH   DFND 21 78,030 0 84,384
FABRINET SHS G3323L100 4,580 87,463 SH   DFND 17 80,646 0 6,817
FABRINET SHS G3323L100 126 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 9,470 180,866 SH   DFND 21 50,701 0 130,165
FGL HLDGS ORD SHS G3402M102 52 6,626 SH   DFND 17 6,626 0 0
FGL HLDGS ORD SHS G3402M102 176 22,334 SH   DFND 20 22,334 0 0
FGL HLDGS ORD SHS G3402M102 2,120 269,327 SH   DFND 21 269,327 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 238 8,797 SH   DFND 17 8,797 0 0
FRONTLINE LTD SHS NEW G3682E192 655 101,383 SH   DFND 17 101,383 0 0
FRONTLINE LTD SHS NEW G3682E192 1,790 277,109 SH   DFND 21 272,753 0 4,356
GASLOG LTD SHS G37585109 32 1,844 SH   DFND 17 1,844 0 0
GASLOG LTD SHS G37585109 436 24,946 SH   DFND 21 21,778 0 3,168
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 29 2,010 SH   DFND 17 2,010 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 958 66,777 SH   DFND 21 66,777 0 0
GENPACT LIMITED SHS G3922B107 4,030 114,557 SH   DFND 17 44,772 0 69,785
GENPACT LIMITED SHS G3922B107 855 24,296 SH   DFND 21 24,296 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,349 11,630 SH   DFND 17 6,795 0 4,835
HELEN OF TROY CORP LTD COM G4388N106 69 591 SH   DFND 21 591 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 769 14,505 SH   DFND 17 14,505 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 2,565 48,402 SH   DFND 21 47,549 0 853
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 74 2,964 SH   DFND 17 2,964 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,729 69,213 SH   DFND 21 8,106 0 61,107
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 284 13,575 SH   DFND 17 13,575 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 343 16,358 SH   DFND 21 16,358 0 0
HORIZON PHARMA PLC SHS G4617B105 18,157 686,990 SH   DFND 17 508,576 0 178,414
HORIZON PHARMA PLC SHS G4617B105 938 35,478 SH   DFND 21 17,277 0 18,201
HORIZON PHARMA PLC SHS G4617B105 2,297 86,900 SH   DFND 24 86,900 0 0
ICON PLC SHS G4705A100 96 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 11,172 81,801 SH   DFND 21 79,584 0 2,217
ICHOR HOLDINGS SHS G4740B105 3,218 142,513 SH   DFND 17 138,146 0 4,367
IHS MARKIT LTD SHS G47567105 1,254 23,065 SH   DFND 17 23,065 0 0
INGERSOLL-RAND PLC SHS G47791101 13,892 128,693 SH   DFND 17 124,416 0 4,277
INGERSOLL-RAND PLC SHS G47791101 593 5,490 SH   DFND 20 5,490 0 0
INGERSOLL-RAND PLC SHS G47791101 83,988 778,028 SH   DFND 21 620,048 0 157,980
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 58 4,467 SH   DFND 17 4,467 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,177 167,592 SH   DFND 21 167,592 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 31 45,019 SH   DFND 17 45,019 0 0
INVESCO LTD SHS G491BT108 483 25,009 SH   DFND 17 25,009 0 0
INVESCO LTD SHS G491BT108 374 19,374 SH   DFND 21 19,374 0 0
JAMES RIV GROUP LTD COM G5005R107 662 16,506 SH   DFND 17 2,935 0 13,571
JAMES RIV GROUP LTD COM G5005R107 837 20,872 SH   DFND 21 20,872 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 379 2,653 SH   DFND 17 2,653 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 150 1,048 SH   DFND 20 1,048 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,068 42,445 SH   DFND 21 38,267 0 4,178
JOHNSON CTLS INTL PLC SHS G51502105 79,181 2,143,514 SH   DFND 17 2,143,514 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 245 10,125 SH   DFND 21 10,125 0 0
LINDE PLC COM G5494J103 17,711 100,672 SH   DFND 17 100,672 0 0
LINDE PLC COM G5494J103 71,315 405,358 SH   DFND 21 110,291 0 295,067
LINDE PLC COM G5494J103 1,056 6,000 SH   DFND 24 6,000 0 0
LIVANOVA PLC SHS G5509L101 1,393 14,325 SH   DFND 17 14,325 0 0
LIVANOVA PLC SHS G5509L101 395 4,057 SH   DFND 21 4,057 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 9,206 156,800 SH   DFND 21 156,800 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 5,903 271,548 SH   DFND 17 34,614 0 236,934
MALLINCKRODT PUB LTD CO SHS G5785G107 2,800 128,789 SH   DFND 21 126,726 0 2,063
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 80,938 4,069,270 SH   DFND 17 4,011,080 0 58,190
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 591 29,703 SH   DFND 21 29,703 0 0
MEDTRONIC PLC SHS G5960L103 125,384 1,376,632 SH   DFND 17 1,317,859 0 58,773
MEDTRONIC PLC SHS G5960L103 95 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 118,957 1,306,074 SH   DFND 21 976,255 0 329,819
APTIV PLC SHS G6095L109 67,189 845,257 SH   DFND 17 845,257 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 236 20,487 SH   DFND 17 897 0 19,590
NABORS INDUSTRIES LTD SHS G6359F103 10,320 3,000,000 SH   DFND 4 3,000,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 54 15,569 SH   DFND 17 15,569 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 15,411 567,000 SH   DFND 17 567,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 514 21,710 SH   DFND 17 21,710 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 21,371 902,874 SH   DFND 21 902,874 0 0
NIELSEN HLDGS PLC CALL G6518L908 852 36,000 SH Call DFND 21 36,000 0 0
NOBLE CORP PLC SHS USD G65431101 32 11,126 SH   DFND 17 11,126 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 80 3,907 SH   DFND 17 3,907 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 185 9,057 SH   DFND 20 9,057 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 10,464 511,671 SH   DFND 21 497,549 0 14,122
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,271 23,125 SH   DFND 17 15,559 0 7,566
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 5,127 93,289 SH   DFND 21 45,517 0 47,772
NOVOCURE LTD ORD SHS G6674U108 14,974 310,867 SH   DFND 17 191,323 0 119,544
NOVOCURE LTD ORD SHS G6674U108 1,840 38,200 SH   DFND 24 38,200 0 0
NVENT ELECTRIC PLC SHS G6700G107 197 7,303 SH   DFND 17 7,303 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,941 109,000 SH   DFND 24 109,000 0 0
QUOTIENT LTD SHS G73268107 4,509 500,429 SH   DFND 17 500,429 0 0
QUOTIENT LTD SHS G73268107 1,287 142,839 SH   DFND 24 142,839 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 258 1,795 SH   DFND 17 1,795 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,191 108,396 SH   DFND 17 62,392 0 46,004
SEAGATE TECHNOLOGY PLC SHS G7945M107 18,167 379,345 SH   DFND 21 59,183 0 320,162
PENTAIR PLC SHS G7S00T104 426 9,562 SH   DFND 17 9,562 0 0
PENTAIR PLC SHS G7S00T104 2,744 61,659 SH   DFND 21 34,396 0 27,263
PENTAIR PLC SHS G7S00T104 2,626 59,000 SH   DFND 24 59,000 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 330 7,319 SH   DFND 17 7,319 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 760 16,881 SH   DFND 21 6,088 0 10,793
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 2,521 56,000 SH   DFND 24 56,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 14,779 1,197,654 SH   DFND 17 1,197,654 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 88 7,155 SH   DFND 21 7,155 0 0
SINA CORP ORD G81477104 364 6,139 SH   DFND 17 2,869 0 3,270
SINA CORP ORD G81477104 296 5,002 SH   DFND 21 3,457 0 1,545
STERIS PLC SHS USD G8473T100 17,194 134,294 SH   DFND 17 131,423 0 2,871
STERIS PLC SHS USD G8473T100 1,058 8,265 SH   DFND 20 8,265 0 0
STERIS PLC SHS USD G8473T100 2,135 16,672 SH   DFND 21 15,729 0 943
STONECO LTD COM CL A G85158106 4,976 121,050 SH   DFND 21 121,050 0 0
TECHNIPFMC PLC COM G87110105 1,016 43,215 SH   DFND 4 43,215 0 0
TECHNIPFMC PLC COM G87110105 152 6,468 SH   DFND 17 6,468 0 0
TECHNIPFMC PLC COM G87110105 7,557 321,322 SH   DFND 21 173,180 0 148,142
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 12 1,225 SH   DFND 17 1,225 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 136 14,119 SH   DFND 21 5,620 0 8,499
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,848 181,047 SH   DFND 17 165,704 0 15,343
TRAVELPORT WORLDWIDE LTD SHS G9019D104 71 4,512 SH   DFND 20 4,512 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 18,306 1,163,757 SH   DFND 21 1,026,274 0 137,483
TRITON INTL LTD CL A G9078F107 2,188 70,363 SH   DFND 17 10,421 0 59,942
TRITON INTL LTD CL A G9078F107 82 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 3,996 128,474 SH   DFND 21 58,534 0 69,940
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 682 219,894 SH   DFND 17 55,442 0 164,452
VENATOR MATLS PLC SHS G9329Z100 16 2,823 SH   DFND 17 2,823 0 0
VENATOR MATLS PLC SHS G9329Z100 339 60,242 SH   DFND 21 33,256 0 26,986
GOLAR LNG LTD BERMUDA SHS G9456A100 90 4,281 SH   DFND 17 4,281 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 552 26,187 SH   DFND 21 26,187 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 128 138 SH   DFND 17 138 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,857 2,006 SH   DFND 21 2,006 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,393 7,933 SH   DFND 17 7,933 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,958 51,000 SH   DFND 21 51,000 0 0
PERRIGO CO PLC SHS G97822103 372 7,715 SH   DFND 17 7,715 0 0
CHUBB LIMITED COM H1467J104 3,974 28,366 SH   DFND 17 28,366 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,265 63,416 SH   DFND 17 63,416 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 575 16,100 SH   DFND 24 16,100 0 0
GARMIN LTD SHS H2906T109 12,823 148,499 SH   DFND 17 37,900 0 110,599
GARMIN LTD SHS H2906T109 7,917 91,686 SH   DFND 21 90,766 0 920
UBS GROUP AG SHS H42097107 1,052 86,833 SH   DFND 17 60,678 0 26,155
UBS GROUP AG SHS H42097107 7,612 627,628 SH   DFND 20 627,628 0 0
UBS GROUP AG SHS H42097107 151,525 12,501,187 SH   DFND 21 7,846,272 0 4,654,915
UBS GROUP AG SHS H42097107 974 80,400 SH   DFND 24 80,400 0 0
LOGITECH INTL S A SHS H50430232 81 2,068 SH   DFND 20 2,068 0 0
LOGITECH INTL S A SHS H50430232 17,192 438,688 SH   DFND 21 297,072 0 141,616
TE CONNECTIVITY LTD REG SHS H84989104 51,173 633,722 SH   DFND 17 616,065 0 17,657
TE CONNECTIVITY LTD REG SHS H84989104 841 10,411 SH   DFND 20 10,411 0 0
TE CONNECTIVITY LTD REG SHS H84989104 39,879 493,852 SH   DFND 21 424,727 0 69,125
TRANSOCEAN LTD REG SHS H8817H100 2,077 238,422 SH   DFND 17 238,422 0 0
ADECOAGRO S A COM L00849106 198 28,788 SH   DFND 21 28,788 0 0
GLOBANT S A COM L44385109 205 2,869 SH   DFND 20 2,869 0 0
GLOBANT S A COM L44385109 809 11,336 SH   DFND 21 11,336 0 0
ORION ENGINEERED CARBONS S A COM L72967109 12,195 642,203 SH   DFND 17 642,203 0 0
ORION ENGINEERED CARBONS S A COM L72967109 27 1,421 SH   DFND 21 0 0 1,421
TRINSEO S A SHS L9340P101 2,131 47,032 SH   DFND 17 28,813 0 18,219
TRINSEO S A SHS L9340P101 79 1,734 SH   DFND 20 1,734 0 0
TRINSEO S A SHS L9340P101 12,222 269,796 SH   DFND 21 214,875 0 54,921
ATTUNITY LTD SHS NEW M15332121 3,005 128,150 SH   DFND 21 128,150 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,188 41,016 SH   DFND 17 41,016 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 730 5,775 SH   DFND 21 5,775 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 37,431 314,413 SH   DFND 17 300,348 0 14,065
CYBERARK SOFTWARE LTD SHS M2682V108 466 3,911 SH   DFND 21 3,911 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,267 27,601 SH   DFND 17 24,815 0 2,786
MELLANOX TECHNOLOGIES LTD SHS M51363113 24,075 203,403 SH   DFND 21 109,920 0 93,483
MELLANOX TECHNOLOGIES LTD CALL M51363903 1,420 12,000 SH Call DFND 21 12,000 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 2,425 466,174 SH   DFND 17 466,174 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 2,153 413,869 SH   DFND 24 413,869 0 0
KORNIT DIGITAL LTD SHS M6372Q113 5,425 227,952 SH   DFND 17 227,952 0 0
RADWARE LTD ORD M81873107 3,503 134,050 SH   DFND 17 45,885 0 88,165
AERCAP HOLDINGS NV SHS N00985106 11,197 240,597 SH   DFND 17 141,336 0 99,261
AERCAP HOLDINGS NV SHS N00985106 199 4,277 SH   DFND 20 4,277 0 0
AERCAP HOLDINGS NV SHS N00985106 51,196 1,100,052 SH   DFND 21 871,804 0 228,248
ASML HOLDING N V N Y REGISTRY SHS N07059210 49,390 262,644 SH   DFND 17 262,644 0 0
ELASTIC N V ORD SHS N14506104 23,722 297,007 SH   DFND 17 234,398 0 62,609
CNH INDL N V SHS N20944109 30 2,912 SH   DFND 17 2,912 0 0
CNH INDL N V SHS N20944109 73,831 7,238,360 SH   DFND 21 5,794,634 0 1,443,726
CORE LABORATORIES N V COM N22717107 2,218 32,175 SH   DFND 17 32,175 0 0
FERRARI N V COM N3167Y103 10,923 81,635 SH   DFND 21 49,528 0 32,107
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 17,427 1,173,518 SH   DFND 17 606,809 0 566,709
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 386 26,001 SH   DFND 20 26,001 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 55,331 3,725,960 SH   DFND 21 2,455,421 0 1,270,539
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 34,301 407,953 SH   DFND 17 347,560 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,611 19,155 SH   DFND 20 19,155 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 90,715 1,078,917 SH   DFND 21 878,341 0 200,576
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 614 7,300 SH   DFND 24 7,300 0 0
MYLAN N V SHS EURO N59465109 6,413 226,302 SH   DFND 17 226,302 0 0
MYLAN N V SHS EURO N59465109 3,539 124,893 SH   DFND 21 122,764 0 2,129
MYLAN N V SHS EURO N59465109 638 22,500 SH   DFND 24 22,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 9,980 112,909 SH   DFND 17 112,909 0 0
NXP SEMICONDUCTORS N V COM N6596X109 9,518 107,684 SH   DFND 21 66,788 0 40,896
PROQR THRAPEUTICS N V SHS EURO N71542109 401 28,945 SH   DFND 17 28,945 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 183 13,200 SH   DFND 24 13,200 0 0
QIAGEN NV SHS NEW N72482123 408 10,028 SH   DFND 17 10,028 0 0
QIAGEN NV SHS NEW N72482123 6,134 150,777 SH   DFND 21 100,777 0 50,000
QIAGEN NV DEBT 0.875% 3/1 N72482AB3 4,389 3,000,000 PRN   DFND 21 3,000,000 0 0
UNIQURE NV SHS N90064101 4,315 72,345 SH   DFND 17 70,990 0 1,355
UNIQURE NV SHS N90064101 394 6,600 SH   DFND 24 6,600 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 2,058 65,430 SH   DFND 17 65,430 0 0
YANDEX N V SHS CLASS A N97284108 11,117 313,325 SH   DFND 17 232,400 0 80,925
YANDEX N V SHS CLASS A N97284108 10,275 289,574 SH   DFND 21 69,344 0 220,230
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10,385 90,607 SH   DFND 4 90,607 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 53,941 470,607 SH   DFND 17 435,531 0 35,076
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,289 11,245 SH   DFND 20 11,245 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 26,021 227,020 SH   DFND 21 200,127 0 26,893
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 321 2,800 SH Put DFND 4 2,800 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,343 973,715 SH   DFND 17 132,745 0 840,970
SEASPAN CORP SHS Y75638109 1,845 212,079 SH   DFND 17 24,345 0 187,734
TEEKAY TANKERS LTD CL A Y8565N102 391 402,824 SH   DFND 17 53,871 0 348,953
WAVE LIFE SCIENCES LTD SHS Y95308105 3,141 80,856 SH   DFND 17 79,550 0 1,306
WAVE LIFE SCIENCES LTD SHS Y95308105 932 24,000 SH   DFND 24 24,000 0 0