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
21VIANET GROUP INC SPONSORED ADS A 90138A103 160 20,100 SH   DFND 4 20,100 0 0
2U INC COM 90214J101 616 8,682 SH   DFND 1 8,682 0 0
3M CO COM 88579Y101 793 3,819 SH   DFND 1 3,819 0 0
58 COM INC SPON ADR REP A 31680Q104 10,204 155,359 SH   DFND 4 155,359 0 0
8X8 INC NEW COM 282914100 541 26,811 SH   DFND 1 26,811 0 0
A10 NETWORKS INC COM 002121101 115 16,276 SH   DFND 1 16,276 0 0
A10 NETWORKS INC COM 002121101 84 11,800 SH   DFND 4 11,800 0 0
AAR CORP COM 000361105 7 219 SH   DFND 1 219 0 0
AAR CORP COM 000361105 1,242 38,217 SH   DFND 4 38,217 0 0
AARONS INC COM PAR $0.50 002535300 4,171 79,290 SH   DFND 1 79,290 0 0
AARONS INC COM PAR $0.50 002535300 13,190 250,756 SH   DFND 4 250,756 0 0
ABBOTT LABS COM 002824100 10,254 128,273 SH   DFND 1 128,273 0 0
ABBOTT LABS COM 002824100 4,992 62,447 SH   DFND 2 62,447 0 0
ABBOTT LABS COM 002824100 230 2,882 SH   DFND 3 2,882 0 0
ABBVIE INC COM 00287Y109 3,671 45,559 SH   DFND 1 45,559 0 0
ABBVIE INC COM 00287Y109 4,228 52,461 SH   DFND 2 52,461 0 0
ABBVIE INC COM 00287Y109 70,194 871,000 SH   DFND 4 871,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 7 257 SH   DFND 1 257 0 0
ABERCROMBIE & FITCH CO CL A 002896207 9,175 334,729 SH   DFND 4 334,729 0 0
ABIOMED INC COM 003654100 3,144 11,009 SH   DFND 1 11,009 0 0
ABIOMED INC COM 003654100 29 102 SH   DFND 3 102 0 0
ABIOMED INC COM 003654100 825 2,890 SH   DFND 4 2,890 0 0
ABM INDS INC COM 000957100 560 15,413 SH   DFND 1 15,413 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 1,753 30,566 SH   DFND 1 30,566 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 67 2,300 SH   DFND 4 2,300 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,455 49,622 SH   DFND 1 49,622 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,273 47,415 SH   DFND 1 47,415 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 21 800 SH   DFND 4 800 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 208 9,898 SH   DFND 1 9,898 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,802 50,005 SH   DFND 1 50,005 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,785 21,506 SH   DFND 2 21,506 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 2,005 677,459 SH   DFND 4 677,459 0 0
ACI WORLDWIDE INC COM 004498101 8,573 260,802 SH   DFND 1 260,802 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 7,101 1,185,528 SH   DFND 3 1,185,528 0 0
ACORDA THERAPEUTICS INC COM 00484M106 5,858 440,812 SH   DFND 4 440,812 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,958 64,969 SH   DFND 1 64,969 0 0
ACTIVISION BLIZZARD INC COM 00507V109 86 1,880 SH   DFND 3 1,880 0 0
ACUITY BRANDS INC COM 00508Y102 1,008 8,400 SH   DFND 4 8,400 0 0
ACUITY BRANDS INC COM 00508Y102 715 5,956 SH   DFND 1 5,956 0 0
ACUSHNET HOLDINGS CORP COM 005098108 207 8,959 SH   DFND 3 8,959 0 0
ACUSHNET HOLDINGS CORP COM 005098108 127 5,500 SH   DFND 4 5,500 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 5,756 1,338,630 SH   DFND 3 1,338,630 0 0
ADECOAGRO S A COM L00849106 192 27,849 SH   DFND 1 27,849 0 0
ADIENT PLC ORD SHS G0084W101 516 39,816 SH   DFND 1 39,816 0 0
ADOBE INC COM 00724F101 161,293 605,248 SH   DFND 4 605,248 0 0
ADOBE INC COM 00724F101 6,458 24,234 SH   DFND 1 24,234 0 0
ADOBE INC COM 00724F101 4,760 17,861 SH   DFND 2 17,861 0 0
ADOBE INC COM 00724F101 17,662 66,277 SH   DFND 3 66,277 0 0
ADTALEM GLOBAL ED INC COM 00737L103 3,029 65,400 SH   DFND 4 65,400 0 0
ADTALEM GLOBAL ED INC COM 00737L103 4,397 94,944 SH   DFND 1 94,944 0 0
ADTRAN INC COM 00738A106 95 6,906 SH   DFND 1 6,906 0 0
ADTRAN INC COM 00738A106 271 19,800 SH   DFND 4 19,800 0 0
ADURO BIOTECH INC COM 00739L101 52 13,000 SH   DFND 4 13,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,471 14,490 SH   DFND 1 14,490 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 569 3,339 SH   DFND 2 3,339 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 252 1,480 SH   DFND 4 1,480 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 6,072 216,833 SH   DFND 1 216,833 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 56 2,000 SH   DFND 4 2,000 0 0
ADVANCED ENERGY INDS COM 007973100 6,096 122,696 SH   DFND 4 122,696 0 0
ADVANCED ENERGY INDS COM 007973100 2,640 53,130 SH   DFND 1 53,130 0 0
ADVANCED MICRO DEVICES INC COM 007903107 742 29,103 SH   DFND 1 29,103 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 8,172 2,500,000 PRN   DFND 3 2,500,000 0 0
ADVANSIX INC COM 00773T101 38 1,316 SH   DFND 1 1,316 0 0
ADVANSIX INC COM 00773T101 1,600 56,000 SH   DFND 4 56,000 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 202 38,506 SH   DFND 2 38,506 0 0
AECOM COM 00766T100 1,115 37,580 SH   DFND 1 37,580 0 0
AECOM COM 00766T100 362 12,200 SH   DFND 4 12,200 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 725 90,109 SH   DFND 4 90,109 0 0
AERCAP HOLDINGS NV SHS N00985106 597 12,837 SH   DFND 1 12,837 0 0
AERCAP HOLDINGS NV SHS N00985106 33,326 716,062 SH   DFND 4 716,062 0 0
AEROVIRONMENT INC COM 008073108 838 12,248 SH   DFND 1 12,248 0 0
AES CORP COM 00130H105 13,845 765,749 SH   DFND 1 765,749 0 0
AES CORP COM 00130H105 430 23,786 SH   DFND 2 23,786 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 197 1,843 SH   DFND 2 1,843 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 9,955 92,936 SH   DFND 3 92,936 0 0
AFLAC INC COM 001055102 9,250 185,009 SH   DFND 1 185,009 0 0
AFLAC INC COM 001055102 1,885 37,694 SH   DFND 2 37,694 0 0
AFLAC INC COM 001055102 5,955 119,100 SH   DFND 4 119,100 0 0
AGCO CORP COM 001084102 3,786 54,428 SH   DFND 1 54,428 0 0
AGCO CORP COM 001084102 1,683 24,200 SH   DFND 4 24,200 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,459 117,673 SH   DFND 1 117,673 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 496 6,168 SH   DFND 2 6,168 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 106,544 1,325,500 SH   DFND 4 1,325,500 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,230 18,240 SH   DFND 1 18,240 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 503 7,453 SH   DFND 2 7,453 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,649 73,779 SH   DFND 1 73,779 0 0
AIR PRODS & CHEMS INC COM 009158106 1,834 9,602 SH   DFND 1 9,602 0 0
AIR PRODS & CHEMS INC COM 009158106 1,490 7,805 SH   DFND 2 7,805 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,575 111,710 SH   DFND 3 111,710 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,572 119,546 SH   DFND 1 119,546 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 434 6,046 SH   DFND 2 6,046 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 50,671 706,614 SH   DFND 4 706,614 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 4,819 588,408 SH   DFND 4 588,408 0 0
AKORN INC COM 009728106 167 47,473 SH   DFND 4 47,473 0 0
ALARM COM HLDGS INC COM 011642105 1,633 25,163 SH   DFND 1 25,163 0 0
ALASKA AIR GROUP INC COM 011659109 0 5 SH   DFND 3 5 0 0
ALASKA AIR GROUP INC COM 011659109 831 14,813 SH   DFND 4 14,813 0 0
ALBEMARLE CORP COM 012653101 2,130 25,985 SH   DFND 1 25,985 0 0
ALBEMARLE CORP COM 012653101 13,972 170,436 SH   DFND 3 170,436 0 0
ALBIREO PHARMA INC COM 01345P106 646 20,071 SH   DFND 3 20,071 0 0
ALBIREO PHARMA INC COM 01345P106 55 1,700 SH   DFND 4 1,700 0 0
ALCOA CORP COM 013872106 11,889 422,166 SH   DFND 3 422,166 0 0
ALCOA CORP COM 013872106 14,429 512,400 SH Call DFND 3 512,400 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 5,355 210,509 SH   DFND 4 210,509 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,926 21,648 SH   DFND 2 21,648 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 207 1,534 SH   DFND 3 1,534 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,056 93,900 SH   DFND 4 93,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 112,780 618,142 SH   DFND 4 618,142 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,831 70,323 SH   DFND 3 70,323 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,844 17,039 SH   DFND 1 17,039 0 0
ALIGN TECHNOLOGY INC COM 016255101 15,887 55,874 SH   DFND 4 55,874 0 0
ALKERMES PLC SHS G01767105 54 1,481 SH   DFND 1 1,481 0 0
ALKERMES PLC SHS G01767105 186 5,110 SH   DFND 2 5,110 0 0
ALLEGHANY CORP DEL COM 017175100 8,686 14,184 SH   DFND 1 14,184 0 0
ALLEGHANY CORP DEL COM 017175100 441 720 SH   DFND 4 720 0 0
ALLEGIANT TRAVEL CO COM 01748X102 460 3,555 SH   DFND 3 3,555 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,133 23,509 SH   DFND 1 23,509 0 0
ALLERGAN PLC SHS G0177J108 3,451 23,567 SH   DFND 1 23,567 0 0
ALLERGAN PLC SHS G0177J108 1,019 6,958 SH   DFND 2 6,958 0 0
ALLERGAN PLC SHS G0177J108 6,383 43,600 SH   DFND 4 43,600 0 0
ALLETE INC COM NEW 018522300 17,536 213,256 SH   DFND 4 213,256 0 0
ALLETE INC COM NEW 018522300 15,515 188,675 SH   DFND 1 188,675 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11,935 68,206 SH   DFND 1 68,206 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,252 24,300 SH   DFND 4 24,300 0 0
ALLIANT ENERGY CORP COM 018802108 1,117 23,702 SH   DFND 1 23,702 0 0
ALLIANT ENERGY CORP COM 018802108 425 9,028 SH   DFND 2 9,028 0 0
ALLIANT ENERGY CORP COM 018802108 1 11 SH   DFND 3 11 0 0
ALLIANT ENERGY CORP COM 018802108 273 5,800 SH   DFND 4 5,800 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 3,290 95,704 SH   DFND 4 95,704 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,841 152,307 SH   DFND 1 152,307 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 71,061 1,581,940 SH   DFND 4 1,581,940 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 977 33,800 SH   DFND 1 33,800 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 3,963 415,345 SH   DFND 1 415,345 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 7,218 756,600 SH   DFND 4 756,600 0 0
ALLSTATE CORP COM 020002101 12,144 128,946 SH   DFND 1 128,946 0 0
ALLSTATE CORP COM 020002101 182,275 1,935,391 SH   DFND 4 1,935,391 0 0
ALLSTATE CORP COM 020002101 2,051 21,773 SH   DFND 2 21,773 0 0
ALLSTATE CORP COM 020002101 6,553 69,577 SH   DFND 3 69,577 0 0
ALLY FINL INC COM 02005N100 376 13,687 SH   DFND 2 13,687 0 0
ALLY FINL INC COM 02005N100 46,804 1,702,600 SH   DFND 4 1,702,600 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 420 4,497 SH   DFND 1 4,497 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 357 3,817 SH   DFND 2 3,817 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 262 2,800 SH   DFND 3 2,800 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 836 8,948 SH   DFND 4 8,948 0 0
ALPHABET INC CAP STK CL A 02079K305 7,421 6,306 SH   DFND 2 6,306 0 0
ALPHABET INC CAP STK CL A 02079K305 32,792 27,864 SH   DFND 3 27,864 0 0
ALPHABET INC CAP STK CL A 02079K305 5,751 4,887 SH   DFND 4 4,887 0 0
ALPHABET INC CAP STK CL A 02079K305 7,706 6,548 SH   DFND 1 6,548 0 0
ALPHABET INC CAP STK CL C 02079K107 4,873 4,153 SH   DFND 4 4,153 0 0
ALPHABET INC CAP STK CL C 02079K107 18,268 15,570 SH   DFND 2 15,570 0 0
ALTAIR ENGR INC COM CL A 021369103 1,207 32,800 SH   DFND 4 32,800 0 0
ALTERYX INC COM CL A 02156B103 1,138 13,566 SH   DFND 1 13,566 0 0
ALTICE USA INC CL A 02156K103 2,034 98,037 SH   DFND 1 98,037 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 218 9,222 SH   DFND 1 9,222 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 6,828 288,483 SH   DFND 3 288,483 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 69 2,900 SH   DFND 4 2,900 0 0
ALTRA INDL MOTION CORP COM 02208R106 247 7,963 SH   DFND 1 7,963 0 0
ALTRA INDL MOTION CORP COM 02208R106 112 3,600 SH   DFND 4 3,600 0 0
ALTRIA GROUP INC COM 02209S103 4,094 71,280 SH   DFND 2 71,280 0 0
ALTRIA GROUP INC COM 02209S103 1 9 SH   DFND 3 9 0 0
ALTRIA GROUP INC COM 02209S103 22,581 393,200 SH   DFND 4 393,200 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,315 179,727 SH   DFND 4 179,727 0 0
AMAZON COM INC COM 023135106 6,692 3,758 SH   DFND 1 3,758 0 0
AMAZON COM INC COM 023135106 24,790 13,921 SH   DFND 2 13,921 0 0
AMAZON COM INC COM 023135106 23,837 13,386 SH   DFND 3 13,386 0 0
AMAZON COM INC COM 023135106 137,753 77,357 SH   DFND 4 77,357 0 0
AMBAC FINL GROUP INC COM NEW 023139884 160 8,818 SH   DFND 1 8,818 0 0
AMBAC FINL GROUP INC COM NEW 023139884 386 21,276 SH   DFND 3 21,276 0 0
AMBAC FINL GROUP INC COM NEW 023139884 13,257 731,606 SH   DFND 4 731,606 0 0
AMBARELLA INC SHS G037AX101 3,563 82,492 SH   DFND 1 82,492 0 0
AMC NETWORKS INC CL A 00164V103 9,150 161,200 SH   DFND 4 161,200 0 0
AMC NETWORKS INC CL A 00164V103 8,257 145,474 SH   DFND 1 145,474 0 0
AMDOCS LTD SHS G02602103 10,999 203,279 SH   DFND 1 203,279 0 0
AMDOCS LTD SHS G02602103 1,320 24,400 SH   DFND 4 24,400 0 0
AMEDISYS INC COM 023436108 11,766 95,457 SH   DFND 1 95,457 0 0
AMEDISYS INC COM 023436108 27,598 223,900 SH   DFND 4 223,900 0 0
AMERCO COM 023586100 372 1,001 SH   DFND 1 1,001 0 0
AMEREN CORP COM 023608102 16,037 218,048 SH   DFND 4 218,048 0 0
AMEREN CORP COM 023608102 15,885 215,983 SH   DFND 1 215,983 0 0
AMEREN CORP COM 023608102 693 9,427 SH   DFND 2 9,427 0 0
AMEREN CORP COM 023608102 744 10,117 SH   DFND 3 10,117 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 14,673 1,027,503 SH   DFND 4 1,027,503 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 102 3,200 SH   DFND 3 3,200 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 127 3,995 SH   DFND 2 3,995 0 0
AMERICAN ASSETS TR INC COM 024013104 6,315 137,699 SH   DFND 4 137,699 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 968 43,676 SH   DFND 1 43,676 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 104 4,700 SH   DFND 4 4,700 0 0
AMERICAN ELEC PWR CO INC COM 025537101 4,438 52,985 SH   DFND 1 52,985 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,595 19,040 SH   DFND 2 19,040 0 0
AMERICAN ELEC PWR CO INC COM 025537101 970 11,587 SH   DFND 3 11,587 0 0
AMERICAN ELEC PWR CO INC COM 025537101 8,476 101,200 SH   DFND 4 101,200 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 917 33,941 SH   DFND 1 33,941 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,424 237,741 SH   DFND 4 237,741 0 0
AMERICAN EXPRESS CO COM 025816109 1,208 11,051 SH   DFND 1 11,051 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 954 88,300 SH   DFND 4 88,300 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 13,014 135,267 SH   DFND 1 135,267 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 5,799 60,277 SH   DFND 3 60,277 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 510 5,300 SH   DFND 4 5,300 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,878 43,622 SH   DFND 2 43,622 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 0 3 SH   DFND 3 3 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,992 185,600 SH   DFND 4 185,600 0 0
AMERICAN MIDSTREAM PARTNERS COM UNITS 02752P100 4,102 793,444 SH   DFND 3 793,444 0 0
AMERICAN NATL INS CO COM 028591105 3,011 24,923 SH   DFND 4 24,923 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 82 2,707 SH   DFND 1 2,707 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 7,355 244,176 SH   DFND 4 244,176 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 85 13,835 SH   DFND 1 13,835 0 0
AMERICAN SOFTWARE INC CL A 029683109 134 11,213 SH   DFND 4 11,213 0 0
AMERICAN STS WTR CO COM 029899101 8,712 122,190 SH   DFND 1 122,190 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,829 19,431 SH   DFND 2 19,431 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,318 6,690 SH   DFND 3 6,690 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,116 29,883 SH   DFND 1 29,883 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 727 6,970 SH   DFND 2 6,970 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 126 1,211 SH   DFND 3 1,211 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 21 200 SH   DFND 4 200 0 0
AMERICAS CAR MART INC COM 03062T105 361 3,951 SH   DFND 4 3,951 0 0
AMERIPRISE FINL INC COM 03076C106 1,425 11,129 SH   DFND 1 11,129 0 0
AMERIPRISE FINL INC COM 03076C106 144,043 1,124,459 SH   DFND 4 1,124,459 0 0
AMERIPRISE FINL INC COM 03076C106 362 2,823 SH   DFND 3 2,823 0 0
AMERIPRISE FINL INC COM 03076C106 646 5,044 SH   DFND 2 5,044 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,023 75,739 SH   DFND 1 75,739 0 0
AMETEK INC NEW COM 031100100 5,422 65,350 SH   DFND 1 65,350 0 0
AMETEK INC NEW COM 031100100 664 8,006 SH   DFND 2 8,006 0 0
AMETEK INC NEW COM 031100100 100 1,200 SH   DFND 4 1,200 0 0
AMGEN INC COM 031162100 4,330 22,791 SH   DFND 1 22,791 0 0
AMGEN INC COM 031162100 4,046 21,298 SH   DFND 2 21,298 0 0
AMGEN INC COM 031162100 14 73 SH   DFND 3 73 0 0
AMGEN INC COM 031162100 112,356 591,409 SH   DFND 4 591,409 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,296 95,273 SH   DFND 2 95,273 0 0
AMICUS THERAPEUTICS INC COM 03152W109 543 39,912 SH   DFND 1 39,912 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,841 215,562 SH   DFND 1 215,562 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 546 11,600 SH   DFND 4 11,600 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 5,760 122,326 SH   DFND 1 122,326 0 0
AMPHENOL CORP NEW CL A 032095101 2,996 31,722 SH   DFND 1 31,722 0 0
AMPHENOL CORP NEW CL A 032095101 1,989 21,060 SH   DFND 2 21,060 0 0
AMPHENOL CORP NEW CL A 032095101 84 890 SH   DFND 3 890 0 0
AMPHENOL CORP NEW CL A 032095101 17,986 190,450 SH   DFND 4 190,450 0 0
ANADARKO PETE CORP COM 032511107 2,066 45,431 SH   DFND 1 45,431 0 0
ANADARKO PETE CORP COM 032511107 1,162 25,552 SH   DFND 2 25,552 0 0
ANADARKO PETE CORP COM 032511107 12,331 271,127 SH   DFND 3 271,127 0 0
ANALOG DEVICES INC COM 032654105 2,154 20,457 SH   DFND 1 20,457 0 0
ANALOG DEVICES INC COM 032654105 358 3,400 SH   DFND 4 3,400 0 0
ANALOG DEVICES INC COM 032654105 106 1,009 SH   DFND 3 1,009 0 0
ANALOG DEVICES INC COM 032654105 842 8,000 SH   DFND 2 8,000 0 0
ANAPLAN INC COM 03272L108 1,233 31,328 SH   DFND 1 31,328 0 0
ANAPTYSBIO INC COM 032724106 260 3,557 SH   DFND 1 3,557 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 1,140 32,340 SH   DFND 3 32,340 0 0
ANGIODYNAMICS INC COM 03475V101 140 6,106 SH   DFND 1 6,106 0 0
ANGIODYNAMICS INC COM 03475V101 6,119 267,693 SH   DFND 4 267,693 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,867 218,877 SH   DFND 4 218,877 0 0
ANIXTER INTL INC COM 035290105 5,280 94,094 SH   DFND 1 94,094 0 0
ANIXTER INTL INC COM 035290105 45 800 SH   DFND 4 800 0 0
ANSYS INC COM 03662Q105 8,278 45,307 SH   DFND 1 45,307 0 0
ANTHEM INC COM 036752103 45,280 157,780 SH   DFND 4 157,780 0 0
ANTHEM INC COM 036752103 74 257 SH   DFND 3 257 0 0
ANTHEM INC COM 036752103 7,378 25,709 SH   DFND 1 25,709 0 0
ANTHEM INC COM 036752103 4,698 16,371 SH   DFND 2 16,371 0 0
AON PLC SHS CL A G0408V102 12,107 70,924 SH   DFND 1 70,924 0 0
AON PLC SHS CL A G0408V102 2,026 11,869 SH   DFND 2 11,869 0 0
AON PLC SHS CL A G0408V102 71,626 419,600 SH   DFND 4 419,600 0 0
APACHE CORP COM 037411105 9,049 261,091 SH   DFND 3 261,091 0 0
APHRIA INC COM 03765K104 300 32,200 SH   DFND 4 32,200 0 0
APPFOLIO INC COM CL A 03783C100 327 4,122 SH   DFND 1 4,122 0 0
APPLE INC COM 037833100 29,993 157,899 SH   DFND 2 157,899 0 0
APPLE INC COM 037833100 2,345 12,391 SH   DFND 3 12,391 0 0
APPLE INC COM 037833100 1,256 6,610 SH   DFND 4 6,610 0 0
APPLE INC COM 037833100 3,280 17,267 SH   DFND 1 17,267 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,915 32,200 SH   DFND 4 32,200 0 0
APPLIED MATLS INC COM 038222105 4,153 104,717 SH   DFND 1 104,717 0 0
APPLIED MATLS INC COM 038222105 1,818 45,840 SH   DFND 2 45,840 0 0
APPLIED MATLS INC COM 038222105 358 9,019 SH   DFND 3 9,019 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 146 12,000 SH   DFND 3 12,000 0 0
APTARGROUP INC COM 038336103 2,056 19,326 SH   DFND 1 19,326 0 0
APTIV PLC SHS G6095L109 4,267 53,682 SH   DFND 1 53,682 0 0
AQUA AMERICA INC COM 03836W103 296 8,105 SH   DFND 1 8,105 0 0
ARAMARK COM 03852U106 214 7,257 SH   DFND 4 7,257 0 0
ARAMARK COM 03852U106 1,217 41,195 SH   DFND 1 41,195 0 0
ARCBEST CORP COM 03937C105 9 283 SH   DFND 1 283 0 0
ARCBEST CORP COM 03937C105 8,258 268,218 SH   DFND 4 268,218 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,270 101,193 SH   DFND 1 101,193 0 0
ARCH CAP GROUP LTD ORD G0450A105 15,399 476,455 SH   DFND 4 476,455 0 0
ARCH COAL INC CL A 039380407 6,514 71,366 SH   DFND 4 71,366 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 601 13,951 SH   DFND 1 13,951 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9,523 220,800 SH   DFND 4 220,800 0 0
ARCOSA INC COM 039653100 2,074 67,890 SH   DFND 4 67,890 0 0
ARDAGH GROUP S A CL A L0223L101 389 29,900 SH   DFND 4 29,900 0 0
ARDELYX INC COM 039697107 393 140,200 SH   DFND 4 140,200 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,790 290,604 SH   DFND 4 290,604 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,841 41,066 SH   DFND 1 41,066 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 3,324 74,141 SH   DFND 4 74,141 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 2,364 101,845 SH   DFND 2 101,845 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 487 21,000 SH   DFND 3 21,000 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,561 64,550 SH   DFND 4 64,550 0 0
ARISTA NETWORKS INC COM 040413106 1 4 SH   DFND 1 4 0 0
ARISTA NETWORKS INC COM 040413106 583 1,854 SH   DFND 2 1,854 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 5,896 74,247 SH   DFND 1 74,247 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,756 34,700 SH   DFND 4 34,700 0 0
ARRAY BIOPHARMA INC COM 04269X105 342 14,013 SH   DFND 1 14,013 0 0
ARRAY BIOPHARMA INC COM 04269X105 44 1,800 SH   DFND 4 1,800 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 29,512 933,631 SH   DFND 3 933,631 0 0
ARROW ELECTRS INC COM 042735100 2,211 28,701 SH   DFND 1 28,701 0 0
ARROW ELECTRS INC COM 042735100 92 1,200 SH   DFND 4 1,200 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,953 157,057 SH   DFND 1 157,057 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,463 64,339 SH   DFND 1 64,339 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 8,174 117,842 SH   DFND 4 117,842 0 0
ASGN INC COM 00191U102 497 7,822 SH   DFND 1 7,822 0 0
ASGN INC COM 00191U102 63 1,000 SH   DFND 4 1,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 5,522 70,679 SH   DFND 1 70,679 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,899 85,354 SH   DFND 1 85,354 0 0
ASPEN TECHNOLOGY INC COM 045327103 28,682 275,096 SH   DFND 4 275,096 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 1,501 76,225 SH   DFND 4 76,225 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 84 16,600 SH   DFND 4 16,600 0 0
ASSOCIATED BANC CORP COM 045487105 4,799 224,781 SH   DFND 1 224,781 0 0
ASSURED GUARANTY LTD COM G0585R106 81,166 1,826,836 SH   DFND 4 1,826,836 0 0
ASSURED GUARANTY LTD COM G0585R106 9,632 216,788 SH   DFND 1 216,788 0 0
AT HOME GROUP INC COM 04650Y100 211 11,802 SH   DFND 1 11,802 0 0
AT HOME GROUP INC COM 04650Y100 29 1,639 SH   DFND 3 1,639 0 0
AT HOME GROUP INC COM 04650Y100 84 4,678 SH   DFND 4 4,678 0 0
AT&T INC COM 00206R102 4,397 140,203 SH   DFND 1 140,203 0 0
AT&T INC COM 00206R102 7,761 247,496 SH   DFND 2 247,496 0 0
AT&T INC COM 00206R102 0 2 SH   DFND 3 2 0 0
AT&T INC COM 00206R102 13,108 417,984 SH   DFND 4 417,984 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,128 28,377 SH   DFND 1 28,377 0 0
ATHENE HLDG LTD CL A G0684D107 95,233 2,334,132 SH   DFND 4 2,334,132 0 0
ATHENE HLDG LTD CL A G0684D107 6,684 163,824 SH   DFND 3 163,824 0 0
ATKORE INTL GROUP INC COM 047649108 34 1,560 SH   DFND 1 1,560 0 0
ATKORE INTL GROUP INC COM 047649108 22,066 1,024,908 SH   DFND 4 1,024,908 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,523 604,360 SH   DFND 4 604,360 0 0
ATLANTICA YIELD PLC SHS G0751N103 14,283 733,969 SH   DFND 4 733,969 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,810 35,805 SH   DFND 1 35,805 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 511 10,100 SH   DFND 3 10,100 0 0
ATLASSIAN CORP PLC CL A G06242104 766 6,815 SH   DFND 1 6,815 0 0
ATLASSIAN CORP PLC CL A G06242104 146 1,300 SH   DFND 4 1,300 0 0
ATMOS ENERGY CORP COM 049560105 3,175 30,853 SH   DFND 1 30,853 0 0
ATMOS ENERGY CORP COM 049560105 442 4,293 SH   DFND 2 4,293 0 0
ATMOS ENERGY CORP COM 049560105 72 700 SH   DFND 4 700 0 0
ATRICURE INC COM 04963C209 9,205 343,612 SH   DFND 3 343,612 0 0
ATTUNITY LTD SHS NEW M15332121 301 12,829 SH   DFND 3 12,829 0 0
AUTODESK INC COM 052769106 2,759 17,703 SH   DFND 1 17,703 0 0
AUTODESK INC COM 052769106 1,121 7,196 SH   DFND 2 7,196 0 0
AUTODESK INC COM 052769106 452 2,900 SH   DFND 4 2,900 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 21,478 204,321 SH   DFND 4 204,321 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,917 62,087 SH   DFND 1 62,087 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,862 17,915 SH   DFND 2 17,915 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 128 800 SH   DFND 4 800 0 0
AUTONATION INC COM 05329W102 1,413 39,557 SH   DFND 1 39,557 0 0
AUTOZONE INC COM 053332102 1,416 1,383 SH   DFND 3 1,383 0 0
AUTOZONE INC COM 053332102 24,864 24,278 SH   DFND 4 24,278 0 0
AUTOZONE INC COM 053332102 2,776 2,711 SH   DFND 2 2,711 0 0
AUTOZONE INC COM 053332102 4,520 4,413 SH   DFND 1 4,413 0 0
AVALARA INC COM 05338G106 845 15,146 SH   DFND 1 15,146 0 0
AVALONBAY CMNTYS INC COM 053484101 858 4,272 SH   DFND 2 4,272 0 0
AVALONBAY CMNTYS INC COM 053484101 6,102 30,400 SH   DFND 4 30,400 0 0
AVANGRID INC COM 05351W103 15,790 313,595 SH   DFND 1 313,595 0 0
AVANGRID INC COM 05351W103 15,046 298,828 SH   DFND 4 298,828 0 0
AVAYA HLDGS CORP COM 05351X101 4,485 266,492 SH   DFND 1 266,492 0 0
AVAYA HLDGS CORP COM 05351X101 5,757 342,097 SH   DFND 4 342,097 0 0
AVERY DENNISON CORP COM 053611109 4,577 40,507 SH   DFND 1 40,507 0 0
AVERY DENNISON CORP COM 053611109 1,616 14,300 SH   DFND 4 14,300 0 0
AVID TECHNOLOGY INC COM 05367P100 1,118 150,000 SH Call DFND 3 150,000 0 0
AVIS BUDGET GROUP INC COM 053774105 851 24,417 SH   DFND 1 24,417 0 0
AVISTA CORP COM 05379B107 2,218 54,600 SH   DFND 4 54,600 0 0
AVISTA CORP COM 05379B107 10,372 255,319 SH   DFND 1 255,319 0 0
AVX CORP NEW COM 002444107 7,248 417,991 SH   DFND 4 417,991 0 0
AXA EQUITABLE HLDGS INC COM 054561105 397 19,721 SH   DFND 1 19,721 0 0
AXA EQUITABLE HLDGS INC COM 054561105 2,467 122,500 SH   DFND 4 122,500 0 0
AXALTA COATING SYS LTD COM G0750C108 261 10,332 SH   DFND 1 10,332 0 0
AXALTA COATING SYS LTD COM G0750C108 563 22,328 SH   DFND 2 22,328 0 0
AXALTA COATING SYS LTD COM G0750C108 5,216 206,898 SH   DFND 3 206,898 0 0
AXALTA COATING SYS LTD COM G0750C108 297 11,800 SH   DFND 4 11,800 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,048 73,906 SH   DFND 1 73,906 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 50,530 922,408 SH   DFND 4 922,408 0 0
AXOGEN INC COM 05463X106 9,043 429,404 SH   DFND 3 429,404 0 0
AXON ENTERPRISE INC COM 05464C101 932 17,137 SH   DFND 1 17,137 0 0
AXOS FINL INC COM 05465C100 271 9,372 SH   DFND 1 9,372 0 0
B & G FOODS INC NEW COM 05508R106 16,927 693,174 SH   DFND 1 693,174 0 0
B2GOLD CORP COM 11777Q209 18,523 6,616,662 SH   DFND 4 6,616,662 0 0
BAIDU INC SPON ADR REP A 056752108 9,761 59,213 SH   DFND 3 59,213 0 0
BAIDU INC SPON ADR REP A 056752108 51,984 315,340 SH   DFND 4 315,340 0 0
BAKER HUGHES A GE CO CL A 05722G100 5,086 183,497 SH   DFND 1 183,497 0 0
BAKER HUGHES A GE CO CL A 05722G100 480 17,330 SH   DFND 2 17,330 0 0
BAKER HUGHES A GE CO CL A 05722G100 24 867 SH   DFND 3 867 0 0
BALCHEM CORP COM 057665200 3,779 40,722 SH   DFND 1 40,722 0 0
BALL CORP COM 058498106 3,709 64,100 SH   DFND 4 64,100 0 0
BALL CORP COM 058498106 641 11,084 SH   DFND 3 11,084 0 0
BALL CORP COM 058498106 1,117 19,299 SH   DFND 1 19,299 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 41,328 3,788,083 SH   DFND 4 3,788,083 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 62,211 5,539,698 SH   DFND 4 5,539,698 0 0
BANCORP INC DEL COM 05969A105 553 68,400 SH   DFND 4 68,400 0 0
BANK AMER CORP COM 060505104 12,777 463,105 SH   DFND 2 463,105 0 0
BANK AMER CORP COM 060505104 1,506 54,600 SH   DFND 4 54,600 0 0
BANK HAWAII CORP COM 062540109 4,521 57,325 SH   DFND 1 57,325 0 0
BANK MONTREAL QUE COM 063671101 1,085 14,504 SH   DFND 1 14,504 0 0
BANK MONTREAL QUE COM 063671101 34,203 456,987 SH   DFND 4 456,987 0 0
BANK N S HALIFAX COM 064149107 3,471 65,164 SH   DFND 1 65,164 0 0
BANK N S HALIFAX COM 064149107 23,036 432,600 SH   DFND 4 432,600 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,011 39,865 SH   DFND 1 39,865 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,392 27,594 SH   DFND 2 27,594 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,964 82,600 SH   DFND 4 82,600 0 0
BANK OZK COM 06417N103 2,455 84,730 SH   DFND 1 84,730 0 0
BANKUNITED INC COM 06652K103 2,756 82,504 SH   DFND 1 82,504 0 0
BANKUNITED INC COM 06652K103 10,894 326,153 SH   DFND 4 326,153 0 0
BANNER CORP COM NEW 06652V208 3,698 68,269 SH   DFND 1 68,269 0 0
BARCLAYS PLC ADR 06738E204 2,678 334,700 SH Call DFND 3 334,700 0 0
BARNES & NOBLE ED INC COM 06777U101 171 40,698 SH   DFND 4 40,698 0 0
BARNES GROUP INC COM 067806109 7,764 151,019 SH   DFND 1 151,019 0 0
BARNES GROUP INC COM 067806109 1,027 19,980 SH   DFND 4 19,980 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 9,187 118,803 SH   DFND 4 118,803 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 159 2,062 SH   DFND 1 2,062 0 0
BARRICK GOLD CORPORATION COM 067901108 11,544 842,000 SH   DFND 4 842,000 0 0
BARRICK GOLD CORPORATION COM 067901108 3,165 230,883 SH   DFND 3 230,883 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 952 250,539 SH   DFND 4 250,539 0 0
BAUSCH HEALTH COS INC COM 071734107 1,228 49,706 SH   DFND 1 49,706 0 0
BAUSCH HEALTH COS INC COM 071734107 2,864 115,939 SH   DFND 4 115,939 0 0
BAXTER INTL INC COM 071813109 12,009 147,693 SH   DFND 1 147,693 0 0
BAXTER INTL INC COM 071813109 3,323 40,873 SH   DFND 2 40,873 0 0
BAXTER INTL INC COM 071813109 28,310 348,177 SH   DFND 3 348,177 0 0
BAXTER INTL INC COM 071813109 4,521 55,600 SH   DFND 4 55,600 0 0
BB&T CORP COM 054937107 5,209 111,936 SH   DFND 3 111,936 0 0
BB&T CORP COM 054937107 22,986 494,000 SH   DFND 4 494,000 0 0
BB&T CORP COM 054937107 1,653 35,518 SH   DFND 2 35,518 0 0
BB&T CORP COM 054937107 464 9,973 SH   DFND 1 9,973 0 0
BBX CAP CORP NEW CL A 05491N104 3,418 577,296 SH   DFND 4 577,296 0 0
BCE INC COM NEW 05534B760 9,094 204,864 SH   DFND 1 204,864 0 0
BCE INC COM NEW 05534B760 26,584 598,500 SH   DFND 4 598,500 0 0
BEACON ROOFING SUPPLY INC COM 073685109 676 21,012 SH   DFND 1 21,012 0 0
BECTON DICKINSON & CO COM 075887109 5,548 22,217 SH   DFND 1 22,217 0 0
BECTON DICKINSON & CO COM 075887109 3,716 14,882 SH   DFND 2 14,882 0 0
BED BATH & BEYOND INC COM 075896100 2,201 129,549 SH   DFND 1 129,549 0 0
BED BATH & BEYOND INC COM 075896100 11,908 700,900 SH   DFND 4 700,900 0 0
BELDEN INC COM 077454106 20 372 SH   DFND 1 372 0 0
BELDEN INC COM 077454106 961 17,900 SH   DFND 4 17,900 0 0
BEMIS CO INC COM 081437105 15,586 280,934 SH   DFND 3 280,934 0 0
BERKLEY W R CORP COM 084423102 7,020 82,865 SH   DFND 1 82,865 0 0
BERKLEY W R CORP COM 084423102 275 3,243 SH   DFND 2 3,243 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,292 46,253 SH   DFND 2 46,253 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 121 600 SH   DFND 4 600 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,059 75,359 SH   DFND 1 75,359 0 0
BERRY GLOBAL GROUP INC COM 08579W103 10,300 191,200 SH   DFND 4 191,200 0 0
BEST BUY INC COM 086516101 5,979 84,139 SH   DFND 1 84,139 0 0
BEST BUY INC COM 086516101 680 9,575 SH   DFND 2 9,575 0 0
BEST BUY INC COM 086516101 30,584 430,400 SH   DFND 4 430,400 0 0
BIG LOTS INC COM 089302103 1,800 47,331 SH   DFND 4 47,331 0 0
BIO RAD LABS INC CL A 090572207 364 1,190 SH   DFND 4 1,190 0 0
BIO RAD LABS INC CL A 090572207 7,866 25,732 SH   DFND 1 25,732 0 0
BIO TECHNE CORP COM 09073M104 5,741 28,916 SH   DFND 1 28,916 0 0
BIOGEN INC COM 09062X103 1,998 8,452 SH   DFND 2 8,452 0 0
BIOGEN INC COM 09062X103 69,714 294,925 SH   DFND 4 294,925 0 0
BIOGEN INC COM 09062X103 1,840 7,783 SH   DFND 1 7,783 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 2,495 48,484 SH   DFND 1 48,484 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 618 6,949 SH   DFND 1 6,949 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,455 27,636 SH   DFND 2 27,636 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 433 4,870 SH   DFND 3 4,870 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 346 3,900 SH   DFND 4 3,900 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,017 2,950,000 PRN   DFND 3 2,950,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,117 33,963 SH   DFND 4 33,963 0 0
BIOTELEMETRY INC COM 090672106 1,390 22,198 SH   DFND 1 22,198 0 0
BJS RESTAURANTS INC COM 09180C106 12,914 273,140 SH   DFND 4 273,140 0 0
BJS RESTAURANTS INC COM 09180C106 2,747 58,108 SH   DFND 3 58,108 0 0
BJS RESTAURANTS INC COM 09180C106 62 1,318 SH   DFND 1 1,318 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 629 22,954 SH   DFND 1 22,954 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 60 2,200 SH   DFND 4 2,200 0 0
BLACK HILLS CORP COM 092113109 14,893 201,063 SH   DFND 1 201,063 0 0
BLACK HILLS CORP COM 092113109 2,807 37,900 SH   DFND 4 37,900 0 0
BLACK KNIGHT INC COM 09215C105 10,056 184,513 SH   DFND 1 184,513 0 0
BLACK KNIGHT INC COM 09215C105 82 1,500 SH   DFND 4 1,500 0 0
BLACKBAUD INC COM 09227Q100 9,332 117,048 SH   DFND 1 117,048 0 0
BLACKBERRY LTD COM 09228F103 3,325 329,518 SH   DFND 1 329,518 0 0
BLACKLINE INC COM 09239B109 1,256 27,118 SH   DFND 1 27,118 0 0
BLACKLINE INC COM 09239B109 19 400 SH   DFND 4 400 0 0
BLACKROCK INC COM 09247X101 2,189 5,123 SH   DFND 2 5,123 0 0
BLACKROCK INC COM 09247X101 1,385 3,240 SH   DFND 1 3,240 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,751 193,038 SH   DFND 2 193,038 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,541 44,053 SH   DFND 3 44,053 0 0
BLOCK H & R INC COM 093671105 8,980 375,102 SH   DFND 1 375,102 0 0
BLOCK H & R INC COM 093671105 197 8,234 SH   DFND 2 8,234 0 0
BLOCK H & R INC COM 093671105 45,678 1,908,014 SH   DFND 4 1,908,014 0 0
BLOOMIN BRANDS INC COM 094235108 3,155 154,264 SH   DFND 1 154,264 0 0
BLOOMIN BRANDS INC COM 094235108 3,126 152,833 SH   DFND 3 152,833 0 0
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BLUEBIRD BIO INC COM 09609G100 1,208 7,681 SH   DFND 1 7,681 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 190 12,800 SH   DFND 4 12,800 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 674 8,424 SH   DFND 1 8,424 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 194 2,425 SH   DFND 4 2,425 0 0
BOEING CO COM 097023105 4,495 11,786 SH   DFND 1 11,786 0 0
BOEING CO COM 097023105 10,947 28,699 SH   DFND 2 28,699 0 0
BOEING CO COM 097023105 4,884 12,805 SH   DFND 3 12,805 0 0
BOEING CO COM 097023105 172,948 453,433 SH   DFND 4 453,433 0 0
BOINGO WIRELESS INC COM 09739C102 66 2,814 SH   DFND 1 2,814 0 0
BOINGO WIRELESS INC COM 09739C102 140 6,000 SH   DFND 4 6,000 0 0
BOISE CASCADE CO DEL COM 09739D100 2,747 102,669 SH   DFND 4 102,669 0 0
BOOKING HLDGS INC COM 09857L108 2,839 1,627 SH   DFND 2 1,627 0 0
BOOKING HLDGS INC COM 09857L108 21,872 12,535 SH   DFND 3 12,535 0 0
BOOKING HLDGS INC COM 09857L108 5,836 3,345 SH   DFND 1 3,345 0 0
BOOKING HLDGS INC COM 09857L108 138,448 79,344 SH   DFND 4 79,344 0 0
BOOT BARN HLDGS INC COM 099406100 7 235 SH   DFND 1 235 0 0
BOOT BARN HLDGS INC COM 099406100 1,343 45,604 SH   DFND 4 45,604 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,278 142,375 SH   DFND 1 142,375 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 110 1,900 SH   DFND 4 1,900 0 0
BOSTON BEER INC CL A 100557107 11,958 40,573 SH   DFND 1 40,573 0 0
BOSTON BEER INC CL A 100557107 16,931 57,446 SH   DFND 4 57,446 0 0
BOSTON PROPERTIES INC COM 101121101 702 5,244 SH   DFND 2 5,244 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,654 43,100 SH   DFND 4 43,100 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,108 185,206 SH   DFND 1 185,206 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,878 74,980 SH   DFND 2 74,980 0 0
BOTTOMLINE TECH DEL INC COM 101388106 90 1,800 SH   DFND 4 1,800 0 0
BOTTOMLINE TECH DEL INC COM 101388106 3,373 67,337 SH   DFND 1 67,337 0 0
BOX INC CL A 10316T104 826 42,744 SH   DFND 1 42,744 0 0
BOX INC CL A 10316T104 87 4,500 SH   DFND 4 4,500 0 0
BOYD GAMING CORP COM 103304101 6,938 253,597 SH   DFND 1 253,597 0 0
BOYD GAMING CORP COM 103304101 9,084 332,000 SH   DFND 4 332,000 0 0
BRADY CORP CL A 104674106 2,499 53,860 SH   DFND 1 53,860 0 0
BRIDGEPOINT ED INC COM 10807M105 123 20,100 SH   DFND 4 20,100 0 0
BRIGGS & STRATTON CORP COM 109043109 253 21,400 SH   DFND 4 21,400 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 7,847 61,732 SH   DFND 1 61,732 0 0
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BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 759 55,970 SH   DFND 4 55,970 0 0
BRINKER INTL INC COM 109641100 1,171 26,385 SH   DFND 1 26,385 0 0
BRINKER INTL INC COM 109641100 3,572 80,484 SH   DFND 3 80,484 0 0
BRINKER INTL INC COM 109641100 5,048 113,734 SH   DFND 4 113,734 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,938 82,552 SH   DFND 1 82,552 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,215 88,342 SH   DFND 2 88,342 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 23,015 482,402 SH   DFND 3 482,402 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 103,425 2,167,780 SH   DFND 4 2,167,780 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,087 169,500 SH Call DFND 3 169,500 0 0
BROADCOM INC COM 11135F101 4,151 13,805 SH   DFND 2 13,805 0 0
BROADCOM INC COM 11135F101 407 1,352 SH   DFND 3 1,352 0 0
BROADCOM INC COM 11135F101 62,259 207,040 SH   DFND 4 207,040 0 0
BROADCOM INC COM 11135F101 3,908 12,995 SH   DFND 1 12,995 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,117 87,926 SH   DFND 1 87,926 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 757 7,300 SH   DFND 4 7,300 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,594 77,029 SH   DFND 1 77,029 0 0
BROWN & BROWN INC COM 115236101 3,239 109,757 SH   DFND 1 109,757 0 0
BROWN & BROWN INC COM 115236101 1 46 SH   DFND 3 46 0 0
BROWN & BROWN INC COM 115236101 1,080 36,600 SH   DFND 4 36,600 0 0
BROWN FORMAN CORP CL B 115637209 2,266 42,924 SH   DFND 1 42,924 0 0
BROWN FORMAN CORP CL B 115637209 468 8,866 SH   DFND 2 8,866 0 0
BROWN FORMAN CORP CL B 115637209 6,466 122,500 SH   DFND 4 122,500 0 0
BRP INC COM SUN VTG 05577W200 12,911 465,154 SH   DFND 4 465,154 0 0
BRUKER CORP COM 116794108 4,498 117,005 SH   DFND 1 117,005 0 0
BRUKER CORP COM 116794108 730 19,000 SH   DFND 4 19,000 0 0
BRUNSWICK CORP COM 117043109 3,675 73,031 SH   DFND 1 73,031 0 0
BRUNSWICK CORP COM 117043109 166 3,300 SH   DFND 4 3,300 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 7,120 533,725 SH   DFND 1 533,725 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 64 4,800 SH   DFND 4 4,800 0 0
BURLINGTON STORES INC COM 122017106 358 2,282 SH   DFND 2 2,282 0 0
BURLINGTON STORES INC COM 122017106 7,398 47,216 SH   DFND 4 47,216 0 0
BWX TECHNOLOGIES INC COM 05605H100 984 19,850 SH   DFND 1 19,850 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,639 73,400 SH   DFND 4 73,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 446 5,122 SH   DFND 2 5,122 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 26,471 304,300 SH   DFND 4 304,300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 662 7,613 SH   DFND 1 7,613 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 16,853 1,085,867 SH   DFND 4 1,085,867 0 0
CABLE ONE INC COM 12685J105 1,547 1,576 SH   DFND 1 1,576 0 0
CABLE ONE INC COM 12685J105 5,977 6,090 SH   DFND 4 6,090 0 0
CABOT OIL & GAS CORP COM 127097103 3,391 129,894 SH   DFND 1 129,894 0 0
CABOT OIL & GAS CORP COM 127097103 403 15,440 SH   DFND 2 15,440 0 0
CABOT OIL & GAS CORP COM 127097103 14,915 571,466 SH   DFND 3 571,466 0 0
CABOT OIL & GAS CORP COM 127097103 5,747 220,200 SH   DFND 4 220,200 0 0
CACI INTL INC CL A 127190304 7,345 40,353 SH   DFND 1 40,353 0 0
CACI INTL INC CL A 127190304 9,177 50,420 SH   DFND 4 50,420 0 0
CADENCE BANCORPORATION CL A 12739A100 4,127 222,476 SH   DFND 4 222,476 0 0
CADENCE BANCORPORATION CL A 12739A100 759 40,893 SH   DFND 1 40,893 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 7,115 112,026 SH   DFND 1 112,026 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 169,377 2,666,930 SH   DFND 4 2,666,930 0 0
CAE INC COM 124765108 9,583 432,355 SH   DFND 4 432,355 0 0
CAESARS ENTMT CORP COM 127686103 278 32,015 SH   DFND 1 32,015 0 0
CAESARS ENTMT CORP COM 127686103 377 43,410 SH   DFND 3 43,410 0 0
CAESARS ENTMT CORP COM 127686103 269 30,900 SH   DFND 4 30,900 0 0
CAL MAINE FOODS INC COM NEW 128030202 8,798 197,115 SH   DFND 1 197,115 0 0
CALAMP CORP COM 128126109 103 8,186 SH   DFND 1 8,186 0 0
CALAMP CORP COM 128126109 226 18,000 SH   DFND 4 18,000 0 0
CALAVO GROWERS INC COM 128246105 281 3,346 SH   DFND 1 3,346 0 0
CALAVO GROWERS INC COM 128246105 377 4,500 SH   DFND 4 4,500 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 474 8,737 SH   DFND 1 8,737 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 2,394 355,120 SH   DFND 4 355,120 0 0
CALLAWAY GOLF CO COM 131193104 256 16,100 SH   DFND 4 16,100 0 0
CALLAWAY GOLF CO COM 131193104 1,366 85,741 SH   DFND 3 85,741 0 0
CALLON PETE CO DEL COM 13123X102 9,414 1,246,901 SH   DFND 3 1,246,901 0 0
CAMBREX CORP COM 132011107 1,616 41,604 SH   DFND 1 41,604 0 0
CAMECO CORP COM 13321L108 1,358 115,146 SH   DFND 1 115,146 0 0
CAMECO CORP COM 13321L108 107 9,100 SH   DFND 4 9,100 0 0
CAMPBELL SOUP CO COM 134429109 2,814 73,806 SH   DFND 1 73,806 0 0
CAMPBELL SOUP CO COM 134429109 237 6,204 SH   DFND 2 6,204 0 0
CAMPBELL SOUP CO COM 134429109 101 2,650 SH   DFND 3 2,650 0 0
CAMPBELL SOUP CO COM 134429109 3,014 79,050 SH   DFND 4 79,050 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 1,395 29,051 SH   DFND 1 29,051 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 7,774 161,892 SH   DFND 3 161,892 0 0
CANADIAN NAT RES LTD COM 136385101 148 5,375 SH   DFND 3 5,375 0 0
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CANADIAN NATL RY CO COM 136375102 5,073 56,696 SH   DFND 1 56,696 0 0
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CANTEL MEDICAL CORP COM 138098108 457 6,835 SH   DFND 1 6,835 0 0
CANTEL MEDICAL CORP COM 138098108 234 3,500 SH   DFND 4 3,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 355 4,352 SH   DFND 1 4,352 0 0
CAPITAL ONE FINL CORP COM 14040H105 27,726 339,400 SH   DFND 4 339,400 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,373 16,808 SH   DFND 2 16,808 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 2,004 43,820 SH   DFND 1 43,820 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 244 5,336 SH   DFND 2 5,336 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 474 10,360 SH   DFND 4 10,360 0 0
CARBON BLACK INC COM 14081R103 229 16,410 SH   DFND 4 16,410 0 0
CARDINAL HEALTH INC COM 14149Y108 5,483 113,879 SH   DFND 1 113,879 0 0
CARDINAL HEALTH INC COM 14149Y108 5 100 SH   DFND 4 100 0 0
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CARDIOVASCULAR SYS INC DEL COM 141619106 7,164 185,300 SH   DFND 4 185,300 0 0
CARDTRONICS PLC SHS CL A G1991C105 28 800 SH   DFND 4 800 0 0
CARDTRONICS PLC SHS CL A G1991C105 328 9,222 SH   DFND 1 9,222 0 0
CARE COM INC COM 141633107 63 3,211 SH   DFND 1 3,211 0 0
CARE COM INC COM 141633107 5,833 295,203 SH   DFND 4 295,203 0 0
CAREER EDUCATION CORP COM 141665109 121 7,342 SH   DFND 1 7,342 0 0
CAREER EDUCATION CORP COM 141665109 144 8,700 SH   DFND 4 8,700 0 0
CARGURUS INC COM CL A 141788109 1,804 45,035 SH   DFND 1 45,035 0 0
CARLISLE COS INC COM 142339100 5,690 46,400 SH   DFND 4 46,400 0 0
CARMAX INC COM 143130102 904 12,950 SH   DFND 1 12,950 0 0
CARMAX INC COM 143130102 1 8 SH   DFND 3 8 0 0
CARMAX INC COM 143130102 4,858 69,600 SH   DFND 4 69,600 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 56,872 1,121,300 SH   DFND 4 1,121,300 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 158 3,120 SH   DFND 2 3,120 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 61,817 1,218,796 SH   DFND 3 1,218,796 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 60 1,300 SH   DFND 4 1,300 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 3,146 68,606 SH   DFND 1 68,606 0 0
CARRIZO OIL & GAS INC COM 144577103 4,302 344,985 SH   DFND 4 344,985 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 702 70,456 SH   DFND 3 70,456 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,751 175,669 SH   DFND 4 175,669 0 0
CARS COM INC COM 14575E105 1,999 87,661 SH   DFND 1 87,661 0 0
CARTERS INC COM 146229109 6,323 62,729 SH   DFND 1 62,729 0 0
CARTERS INC COM 146229109 383 3,800 SH   DFND 4 3,800 0 0
CASA SYS INC COM 14713L102 100 12,037 SH   DFND 1 12,037 0 0
CASA SYS INC COM 14713L102 88 10,600 SH   DFND 4 10,600 0 0
CASEYS GEN STORES INC COM 147528103 1,942 15,084 SH   DFND 1 15,084 0 0
CATALENT INC COM 148806102 1,146 28,233 SH   DFND 1 28,233 0 0
CATALENT INC COM 148806102 37 900 SH   DFND 4 900 0 0
CATERPILLAR INC DEL COM 149123101 0 2 SH   DFND 3 2 0 0
CATERPILLAR INC DEL COM 149123101 2,195 16,200 SH   DFND 4 16,200 0 0
CATERPILLAR INC DEL COM 149123101 826 6,099 SH   DFND 1 6,099 0 0
CATHAY GEN BANCORP COM 149150104 11,655 343,700 SH   DFND 4 343,700 0 0
CBIZ INC COM 124805102 121 5,962 SH   DFND 1 5,962 0 0
CBIZ INC COM 124805102 97 4,800 SH   DFND 4 4,800 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 1 7 SH   DFND 1 7 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 387 4,057 SH   DFND 2 4,057 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 47 493 SH   DFND 3 493 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 143 1,500 SH   DFND 4 1,500 0 0
CBRE GROUP INC CL A 12504L109 1,753 35,450 SH   DFND 1 35,450 0 0
CBRE GROUP INC CL A 12504L109 930 18,800 SH   DFND 4 18,800 0 0
CBRE GROUP INC CL A 12504L109 590 11,925 SH   DFND 2 11,925 0 0
CBS CORP NEW CL B 124857202 5,174 108,844 SH   DFND 1 108,844 0 0
CBS CORP NEW CL B 124857202 579 12,172 SH   DFND 2 12,172 0 0
CBS CORP NEW CL B 124857202 28 585 SH   DFND 3 585 0 0
CBS CORP NEW CL B 124857202 18,651 392,400 SH   DFND 4 392,400 0 0
CDK GLOBAL INC COM 12508E101 10,267 174,538 SH   DFND 1 174,538 0 0
CDK GLOBAL INC COM 12508E101 11,399 193,800 SH   DFND 4 193,800 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 22,140 280,100 SH   DFND 4 280,100 0 0
CDW CORP COM 12514G108 1,332 13,825 SH   DFND 1 13,825 0 0
CDW CORP COM 12514G108 60,661 629,455 SH   DFND 4 629,455 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,329 82,265 SH   DFND 3 82,265 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,518 1,034,812 SH   DFND 4 1,034,812 0 0
CELANESE CORP DEL COM 150870103 469 4,753 SH   DFND 2 4,753 0 0
CELANESE CORP DEL COM 150870103 19,535 198,100 SH   DFND 4 198,100 0 0
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CENOVUS ENERGY INC COM 15135U109 988 113,802 SH   DFND 1 113,802 0 0
CENOVUS ENERGY INC COM 15135U109 4,915 566,205 SH   DFND 3 566,205 0 0
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CENTENE CORP DEL COM 15135B101 1,452 27,346 SH   DFND 2 27,346 0 0
CENTENE CORP DEL COM 15135B101 75,986 1,431,000 SH   DFND 4 1,431,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 573 18,635 SH   DFND 1 18,635 0 0
CENTERPOINT ENERGY INC COM 15189T107 82,535 2,688,425 SH   DFND 4 2,688,425 0 0
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CENTERSTATE BK CORP COM 15201P109 3,792 159,248 SH   DFND 1 159,248 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 10,683 370,423 SH   DFND 4 370,423 0 0
CENTURYLINK INC COM 156700106 2,259 188,437 SH   DFND 1 188,437 0 0
CENTURYLINK INC COM 156700106 2,777 231,600 SH   DFND 4 231,600 0 0
CERNER CORP COM 156782104 6,691 116,961 SH   DFND 1 116,961 0 0
CERNER CORP COM 156782104 562 9,828 SH   DFND 2 9,828 0 0
CERNER CORP COM 156782104 2,140 37,400 SH   DFND 4 37,400 0 0
CERUS CORP COM 157085101 3,720 597,146 SH   DFND 4 597,146 0 0
CF INDS HLDGS INC COM 125269100 334 8,167 SH   DFND 2 8,167 0 0
CF INDS HLDGS INC COM 125269100 135 3,300 SH   DFND 4 3,300 0 0
CF INDS HLDGS INC COM 125269100 546 13,335 SH   DFND 1 13,335 0 0
CGI INC CL A SUB VTG 12532H104 27,633 401,828 SH   DFND 4 401,828 0 0
CGI INC CL A SUB VTG 12532H104 11,909 173,196 SH   DFND 1 173,196 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 8,043 470,329 SH   DFND 4 470,329 0 0
CHARLES RIV LABS INTL INC COM 159864107 6,239 42,956 SH   DFND 1 42,956 0 0
CHARLES RIV LABS INTL INC COM 159864107 7,974 54,900 SH   DFND 4 54,900 0 0
CHART INDS INC COM PAR $0.01 16115Q308 6,115 67,549 SH   DFND 1 67,549 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,604 16,154 SH   DFND 1 16,154 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,396 9,790 SH   DFND 2 9,790 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,156 29,276 SH   DFND 3 29,276 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 39,437 311,783 SH   DFND 4 311,783 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 9,750 77,086 SH   DFND 1 77,086 0 0
CHEESECAKE FACTORY INC COM 163072101 1,653 33,778 SH   DFND 1 33,778 0 0
CHEGG INC COM 163092109 1,007 26,429 SH   DFND 1 26,429 0 0
CHEGG INC COM 163092109 9,992 262,127 SH   DFND 3 262,127 0 0
CHEMED CORP NEW COM 16359R103 9,741 30,433 SH   DFND 1 30,433 0 0
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CHEMOCENTRYX INC COM 16383L106 60 4,301 SH   DFND 1 4,301 0 0
CHEMOCENTRYX INC COM 16383L106 981 70,660 SH   DFND 4 70,660 0 0
CHEMOURS CO COM 163851108 294 7,900 SH   DFND 4 7,900 0 0
CHEMOURS CO COM 163851108 367 9,870 SH   DFND 1 9,870 0 0
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CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,896 4,970,000 PRN   DFND 3 4,970,000 0 0
CHEVRON CORP NEW COM 166764100 5,938 48,205 SH   DFND 1 48,205 0 0
CHEVRON CORP NEW COM 166764100 7,858 63,794 SH   DFND 2 63,794 0 0
CHEVRON CORP NEW COM 166764100 18,796 152,587 SH   DFND 3 152,587 0 0
CHEVRON CORP NEW COM 166764100 20,399 165,600 SH   DFND 4 165,600 0 0
CHILDRENS PL INC COM 168905107 3,279 33,702 SH   DFND 1 33,702 0 0
CHIMERIX INC COM 16934W106 1,727 822,429 SH   DFND 4 822,429 0 0
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CHOICE HOTELS INTL INC COM 169905106 1,308 16,828 SH   DFND 1 16,828 0 0
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CHUBB LIMITED COM H1467J104 5,221 37,276 SH   DFND 1 37,276 0 0
CHUBB LIMITED COM H1467J104 3,151 22,496 SH   DFND 2 22,496 0 0
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CHURCHILL DOWNS INC COM 171484108 217 2,400 SH   DFND 4 2,400 0 0
CIENA CORP COM NEW 171779309 7,509 201,100 SH   DFND 4 201,100 0 0
CIGNA CORP NEW COM 125523100 2,049 12,743 SH   DFND 2 12,743 0 0
CIGNA CORP NEW COM 125523100 0 1 SH   DFND 3 1 0 0
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CIGNA CORP NEW COM 125523100 14,137 87,906 SH   DFND 4 87,906 0 0
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CIMAREX ENERGY CO COM 171798101 867 12,400 SH   DFND 4 12,400 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 2,720 285,118 SH   DFND 4 285,118 0 0
CINCINNATI FINL CORP COM 172062101 10,062 117,137 SH   DFND 1 117,137 0 0
CINCINNATI FINL CORP COM 172062101 56 650 SH   DFND 3 650 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,876 121,928 SH   DFND 1 121,928 0 0
CINTAS CORP COM 172908105 1,116 5,525 SH   DFND 1 5,525 0 0
CINTAS CORP COM 172908105 121 600 SH   DFND 4 600 0 0
CIRRUS LOGIC INC COM 172755100 16,395 389,700 SH   DFND 4 389,700 0 0
CIRRUS LOGIC INC COM 172755100 5,689 135,231 SH   DFND 1 135,231 0 0
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CISCO SYS INC COM 17275R102 9,824 181,948 SH   DFND 1 181,948 0 0
CISCO SYS INC COM 17275R102 8,068 149,438 SH   DFND 2 149,438 0 0
CISION LTD SHS G1992S109 2,691 195,400 SH   DFND 4 195,400 0 0
CIT GROUP INC COM NEW 125581801 1,458 30,388 SH   DFND 1 30,388 0 0
CIT GROUP INC COM NEW 125581801 623 12,985 SH   DFND 2 12,985 0 0
CIT GROUP INC COM NEW 125581801 384 8,000 SH   DFND 4 8,000 0 0
CITI TRENDS INC COM 17306X102 1,702 88,149 SH   DFND 4 88,149 0 0
CITIGROUP INC COM NEW 172967424 938 15,069 SH   DFND 1 15,069 0 0
CITIGROUP INC COM NEW 172967424 7,158 115,051 SH   DFND 2 115,051 0 0
CITIGROUP INC COM NEW 172967424 216,395 3,477,904 SH   DFND 4 3,477,904 0 0
CITIZENS FINL GROUP INC COM 174610105 1,666 51,253 SH   DFND 1 51,253 0 0
CITIZENS FINL GROUP INC COM 174610105 59,171 1,820,631 SH   DFND 4 1,820,631 0 0
CITIZENS FINL GROUP INC COM 174610105 562 17,292 SH   DFND 2 17,292 0 0
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CITRIX SYS INC COM 177376100 503 5,046 SH   DFND 2 5,046 0 0
CITRIX SYS INC COM 177376100 239 2,396 SH   DFND 3 2,396 0 0
CITRIX SYS INC COM 177376100 205,626 2,063,273 SH   DFND 4 2,063,273 0 0
CLEAN HARBORS INC COM 184496107 2,091 29,224 SH   DFND 1 29,224 0 0
CLEAN HARBORS INC COM 184496107 2,217 31,000 SH   DFND 4 31,000 0 0
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CLEARWAY ENERGY INC CL C 18539C204 89 5,900 SH   DFND 4 5,900 0 0
CLEVELAND CLIFFS INC COM 185899101 6,703 670,974 SH   DFND 3 670,974 0 0
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CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 4,641 3,400,000 PRN   DFND 3 3,400,000 0 0
CLOROX CO DEL COM 189054109 2,488 15,505 SH   DFND 1 15,505 0 0
CLOROX CO DEL COM 189054109 791 4,927 SH   DFND 2 4,927 0 0
CLOROX CO DEL COM 189054109 168 1,047 SH   DFND 3 1,047 0 0
CLOROX CO DEL COM 189054109 1,268 7,900 SH   DFND 4 7,900 0 0
CLOUDERA INC COM 18914U100 674 61,607 SH   DFND 1 61,607 0 0
CLOUDERA INC COM 18914U100 2,057 188,000 SH   DFND 4 188,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 4,158 167,524 SH   DFND 4 167,524 0 0
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CME GROUP INC COM CL A 12572Q105 1,280 7,776 SH   DFND 3 7,776 0 0
CME GROUP INC COM CL A 12572Q105 8 47 SH   DFND 1 47 0 0
CME GROUP INC COM CL A 12572Q105 21,313 129,500 SH   DFND 4 129,500 0 0
CMS ENERGY CORP COM 125896100 2,711 48,822 SH   DFND 1 48,822 0 0
CMS ENERGY CORP COM 125896100 608 10,941 SH   DFND 2 10,941 0 0
CMS ENERGY CORP COM 125896100 381 6,863 SH   DFND 3 6,863 0 0
CNA FINL CORP COM 126117100 5,646 130,241 SH   DFND 1 130,241 0 0
CNA FINL CORP COM 126117100 3,754 86,600 SH   DFND 4 86,600 0 0
CNO FINL GROUP INC COM 12621E103 3,322 205,330 SH   DFND 1 205,330 0 0
CNO FINL GROUP INC COM 12621E103 6,646 410,741 SH   DFND 4 410,741 0 0
CNX RESOURCES CORPORATION COM 12653C108 172 16,000 SH   DFND 4 16,000 0 0
COCA COLA CO COM 191216100 691 14,736 SH   DFND 3 14,736 0 0
COCA COLA CO COM 191216100 14,566 310,850 SH   DFND 4 310,850 0 0
COCA COLA CO COM 191216100 6,689 142,742 SH   DFND 2 142,742 0 0
COCA COLA CO COM 191216100 12,580 268,454 SH   DFND 1 268,454 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 160 3,087 SH   DFND 3 3,087 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,373 123,164 SH   DFND 4 123,164 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 25,249 487,999 SH   DFND 1 487,999 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3,880 71,526 SH   DFND 1 71,526 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 22,450 413,832 SH   DFND 4 413,832 0 0
COGNEX CORP COM 192422103 1,132 22,248 SH   DFND 1 22,248 0 0
COGNEX CORP COM 192422103 305 6,005 SH   DFND 2 6,005 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,971 110,018 SH   DFND 1 110,018 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,172 16,180 SH   DFND 2 16,180 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 124,672 1,720,800 SH   DFND 4 1,720,800 0 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 9,277 48,487 SH   DFND 1 48,487 0 0
EGAIN CORP COM NEW 28225C806 1,073 102,711 SH   DFND 4 102,711 0 0
EL PASO ELEC CO COM NEW 283677854 16,474 280,072 SH   DFND 1 280,072 0 0
EL PASO ELEC CO COM NEW 283677854 23,251 395,296 SH   DFND 4 395,296 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 4,695 146,401 SH   DFND 4 146,401 0 0
ELASTIC N V ORD SHS N14506104 864 10,817 SH   DFND 1 10,817 0 0
ELASTIC N V ORD SHS N14506104 48 600 SH   DFND 4 600 0 0
ELDORADO RESORTS INC COM 28470R102 593 12,702 SH   DFND 1 12,702 0 0
ELECTRONIC ARTS INC COM 285512109 6,087 59,897 SH   DFND 4 59,897 0 0
ELECTRONIC ARTS INC COM 285512109 3,557 35,000 SH Call DFND 3 35,000 0 0
ELECTRONIC ARTS INC COM 285512109 1 13 SH   DFND 3 13 0 0
ELECTRONIC ARTS INC COM 285512109 1,030 10,132 SH   DFND 2 10,132 0 0
ELECTRONIC ARTS INC COM 285512109 9,229 90,803 SH   DFND 1 90,803 0 0
ELEMENT SOLUTIONS INC COM 28618M106 1,388 137,468 SH   DFND 1 137,468 0 0
EMC INS GROUP INC COM 268664109 784 24,594 SH   DFND 3 24,594 0 0
EMCOR GROUP INC COM 29084Q100 4,838 66,191 SH   DFND 1 66,191 0 0
EMCOR GROUP INC COM 29084Q100 43,355 593,258 SH   DFND 4 593,258 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 51 4,014 SH   DFND 1 4,014 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 178 14,000 SH   DFND 4 14,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 653 12,911 SH   DFND 1 12,911 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 22,450 444,386 SH   DFND 4 444,386 0 0
EMERSON ELEC CO COM 291011104 1,484 21,670 SH   DFND 1 21,670 0 0
EMERSON ELEC CO COM 291011104 1,426 20,826 SH   DFND 2 20,826 0 0
EMPIRE ST RLTY TR INC CL A 292104106 12,599 797,400 SH   DFND 4 797,400 0 0
EMPLOYERS HOLDINGS INC COM 292218104 15,329 382,162 SH   DFND 4 382,162 0 0
EMPLOYERS HOLDINGS INC COM 292218104 376 9,369 SH   DFND 1 9,369 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 4,410 46,172 SH   DFND 1 46,172 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,382 24,939 SH   DFND 4 24,939 0 0
ENBRIDGE INC COM 29250N105 1,285 35,450 SH   DFND 1 35,450 0 0
ENCANA CORP COM 292505104 1,771 244,487 SH   DFND 1 244,487 0 0
ENCANA CORP COM 292505104 14,138 1,952,698 SH   DFND 3 1,952,698 0 0
ENCOMPASS HEALTH CORP COM 29261A100 11,095 189,986 SH   DFND 1 189,986 0 0
ENCOMPASS HEALTH CORP COM 29261A100 204 3,500 SH   DFND 4 3,500 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,051 1,135,000 PRN   DFND 3 1,135,000 0 0
ENCORE WIRE CORP COM 292562105 7,286 127,329 SH   DFND 4 127,329 0 0
ENCORE WIRE CORP COM 292562105 62 1,088 SH   DFND 1 1,088 0 0
ENDO INTL PLC SHS G30401106 286 35,640 SH   DFND 1 35,640 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 2,640 364,073 SH   DFND 4 364,073 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 340 46,828 SH   DFND 1 46,828 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 446 50,000 SH   DFND 3 50,000 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 23,302 2,609,388 SH   DFND 4 2,609,388 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 6,454 143,647 SH   DFND 4 143,647 0 0
ENERGY FUELS INC COM NEW 292671708 135 40,515 SH   DFND 4 40,515 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 180 11,698 SH   DFND 1 11,698 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 496 32,302 SH   DFND 3 32,302 0 0
ENERPLUS CORP COM 292766102 629 75,000 SH   DFND 4 75,000 0 0
ENERPLUS CORP COM 292766102 3,794 451,134 SH   DFND 1 451,134 0 0
ENERPLUS CORP COM 292766102 2,883 343,045 SH   DFND 3 343,045 0 0
ENERSYS COM 29275Y102 327 5,015 SH   DFND 1 5,015 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 588 45,978 SH   DFND 4 45,978 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 626 48,976 SH   DFND 1 48,976 0 0
ENOVA INTL INC COM 29357K103 347 15,200 SH   DFND 4 15,200 0 0
ENPRO INDS INC COM 29355X107 4,362 67,683 SH   DFND 1 67,683 0 0
ENPRO INDS INC COM 29355X107 8,186 127,018 SH   DFND 4 127,018 0 0
ENSIGN GROUP INC COM 29358P101 4,258 83,196 SH   DFND 1 83,196 0 0
ENSIGN GROUP INC COM 29358P101 2,908 56,800 SH   DFND 4 56,800 0 0
ENTEGRIS INC COM 29362U104 3,014 84,445 SH   DFND 1 84,445 0 0
ENTEGRIS INC COM 29362U104 514 14,400 SH   DFND 4 14,400 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 55 10,400 SH   DFND 4 10,400 0 0
ENTERGY CORP NEW COM 29364G103 1,340 14,012 SH   DFND 1 14,012 0 0
ENTERGY CORP NEW COM 29364G103 3,462 36,200 SH   DFND 4 36,200 0 0
ENTERGY CORP NEW COM 29364G103 668 6,986 SH   DFND 2 6,986 0 0
ENTERGY CORP NEW COM 29364G103 793 8,294 SH   DFND 3 8,294 0 0
ENVESTNET INC COM 29404K106 3,744 57,253 SH   DFND 1 57,253 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 11,530 10,318,000 PRN   DFND 3 10,318,000 0 0
EOG RES INC COM 26875P101 3,107 32,641 SH   DFND 1 32,641 0 0
EOG RES INC COM 26875P101 1,645 17,283 SH   DFND 2 17,283 0 0
EOG RES INC COM 26875P101 20,550 215,910 SH   DFND 3 215,910 0 0
EOG RES INC COM 26875P101 333 3,500 SH   DFND 4 3,500 0 0
EPAM SYS INC COM 29414B104 4,448 26,295 SH   DFND 1 26,295 0 0
EPAM SYS INC COM 29414B104 101 600 SH   DFND 4 600 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 4,043 87,573 SH   DFND 3 87,573 0 0
EQT CORP COM 26884L109 373 17,966 SH   DFND 1 17,966 0 0
EQT CORP COM 26884L109 10,976 529,212 SH   DFND 3 529,212 0 0
EQUIFAX INC COM 294429105 1,435 12,108 SH   DFND 1 12,108 0 0
EQUINIX INC COM 29444U700 1,909 4,213 SH   DFND 2 4,213 0 0
EQUINIX INC COM 29444U700 72,976 161,038 SH   DFND 4 161,038 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,236 37,800 SH   DFND 4 37,800 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,846 24,900 SH   DFND 4 24,900 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 509 6,764 SH   DFND 2 6,764 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 255 3,388 SH   DFND 3 3,388 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 9,399 234,117 SH   DFND 3 234,117 0 0
ESSENT GROUP LTD COM G3198U102 4,933 113,547 SH   DFND 1 113,547 0 0
ESSENT GROUP LTD COM G3198U102 61,156 1,407,506 SH   DFND 4 1,407,506 0 0
ESSEX PPTY TR INC COM 297178105 812 2,808 SH   DFND 2 2,808 0 0
ESSEX PPTY TR INC COM 297178105 40 140 SH   DFND 4 140 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,148 60,000 SH   DFND 4 60,000 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 7 357 SH   DFND 1 357 0 0
ETSY INC COM 29786A106 1,125 16,731 SH   DFND 1 16,731 0 0
ETSY INC COM 29786A106 28 415 SH   DFND 4 415 0 0
EURONET WORLDWIDE INC COM 298736109 11,863 83,194 SH   DFND 1 83,194 0 0
EURONET WORLDWIDE INC COM 298736109 17,007 119,269 SH   DFND 3 119,269 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 34,770 17,650,000 PRN   DFND 3 17,650,000 0 0
EVERBRIDGE INC COM 29978A104 677 9,024 SH   DFND 1 9,024 0 0
EVERCORE INC CLASS A 29977A105 1,089 11,971 SH   DFND 1 11,971 0 0
EVERCORE INC CLASS A 29977A105 34,243 376,300 SH   DFND 4 376,300 0 0
EVEREST RE GROUP LTD COM G3223R108 4,214 19,514 SH   DFND 1 19,514 0 0
EVEREST RE GROUP LTD COM G3223R108 20,401 94,468 SH   DFND 4 94,468 0 0
EVEREST RE GROUP LTD COM G3223R108 14,114 65,354 SH   DFND 3 65,354 0 0
EVERGY INC COM 30034W106 16,670 287,178 SH   DFND 1 287,178 0 0
EVERGY INC COM 30034W106 609 10,494 SH   DFND 2 10,494 0 0
EVERGY INC COM 30034W106 25,678 442,344 SH   DFND 4 442,344 0 0
EVERSOURCE ENERGY COM 30040W108 1,787 25,178 SH   DFND 1 25,178 0 0
EVERSOURCE ENERGY COM 30040W108 868 12,237 SH   DFND 2 12,237 0 0
EVERSOURCE ENERGY COM 30040W108 885 12,472 SH   DFND 3 12,472 0 0
EVERTEC INC COM 30040P103 13,714 493,133 SH   DFND 1 493,133 0 0
EVERTEC INC COM 30040P103 32,631 1,173,365 SH   DFND 4 1,173,365 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,285 190,372 SH   DFND 4 190,372 0 0
EXACT SCIENCES CORP COM 30063P105 1,842 21,257 SH   DFND 1 21,257 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2,589 1,900,000 PRN   DFND 3 1,900,000 0 0
EXELIXIS INC COM 30161Q104 317 13,313 SH   DFND 4 13,313 0 0
EXELIXIS INC COM 30161Q104 948 39,809 SH   DFND 1 39,809 0 0
EXELON CORP COM 30161N101 16,295 325,050 SH   DFND 1 325,050 0 0
EXELON CORP COM 30161N101 1,870 37,311 SH   DFND 2 37,311 0 0
EXELON CORP COM 30161N101 1,273 25,395 SH   DFND 3 25,395 0 0
EXELON CORP COM 30161N101 245,764 4,902,532 SH   DFND 4 4,902,532 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,069 51,138 SH   DFND 1 51,138 0 0
EXPEDIA GROUP INC COM NEW 30212P303 6,956 58,456 SH   DFND 1 58,456 0 0
EXPEDIA GROUP INC COM NEW 30212P303 116,810 981,594 SH   DFND 4 981,594 0 0
EXPEDITORS INTL WASH INC COM 302130109 29,009 382,200 SH   DFND 4 382,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,347 70,449 SH   DFND 1 70,449 0 0
EXPONENT INC COM 30214U102 4,794 83,065 SH   DFND 1 83,065 0 0
EXPRESS INC COM 30219E103 46 10,700 SH   DFND 4 10,700 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 9,603 535,000 SH   DFND 4 535,000 0 0
EXTERRAN CORP COM 30227H106 2,454 145,633 SH   DFND 4 145,633 0 0
EXTRA SPACE STORAGE INC COM 30225T102 439 4,307 SH   DFND 2 4,307 0 0
EXTRA SPACE STORAGE INC COM 30225T102 186 1,822 SH   DFND 3 1,822 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 124 29,300 SH   DFND 4 29,300 0 0
EXTREME NETWORKS INC COM 30226D106 3,890 519,385 SH   DFND 4 519,385 0 0
EXXON MOBIL CORP COM 30231G102 3,195 39,539 SH   DFND 1 39,539 0 0
EXXON MOBIL CORP COM 30231G102 12,002 148,537 SH   DFND 2 148,537 0 0
EXXON MOBIL CORP COM 30231G102 18,058 223,490 SH   DFND 4 223,490 0 0
F M C CORP COM NEW 302491303 2,952 38,425 SH   DFND 1 38,425 0 0
F M C CORP COM NEW 302491303 192 2,500 SH   DFND 4 2,500 0 0
F5 NETWORKS INC COM 315616102 336 2,144 SH   DFND 2 2,144 0 0
F5 NETWORKS INC COM 315616102 38,366 244,481 SH   DFND 4 244,481 0 0
F5 NETWORKS INC COM 315616102 4,732 30,155 SH   DFND 1 30,155 0 0
FABRINET SHS G3323L100 6,205 118,508 SH   DFND 1 118,508 0 0
FABRINET SHS G3323L100 3,393 64,800 SH   DFND 4 64,800 0 0
FACEBOOK INC CL A 30303M102 8,970 53,808 SH   DFND 1 53,808 0 0
FACEBOOK INC CL A 30303M102 13,413 80,467 SH   DFND 2 80,467 0 0
FACEBOOK INC CL A 30303M102 28,253 169,494 SH   DFND 3 169,494 0 0
FACEBOOK INC CL A 30303M102 258,495 1,550,750 SH   DFND 4 1,550,750 0 0
FACTSET RESH SYS INC COM 303075105 10,825 43,600 SH   DFND 4 43,600 0 0
FACTSET RESH SYS INC COM 303075105 441 1,775 SH   DFND 1 1,775 0 0
FAIR ISAAC CORP COM 303250104 30,026 110,540 SH   DFND 4 110,540 0 0
FAIR ISAAC CORP COM 303250104 7,515 27,666 SH   DFND 1 27,666 0 0
FALCON MINERALS CORP CL A COM 30607B109 349 39,527 SH   DFND 3 39,527 0 0
FARFETCH LTD ORD SH CL A 30744W107 1,419 52,754 SH   DFND 1 52,754 0 0
FARFETCH LTD ORD SH CL A 30744W107 28,380 1,054,608 SH   DFND 3 1,054,608 0 0
FASTENAL CO COM 311900104 2,093 32,557 SH   DFND 1 32,557 0 0
FEDERAL SIGNAL CORP COM 313855108 55 2,102 SH   DFND 1 2,102 0 0
FEDERAL SIGNAL CORP COM 313855108 2,134 82,100 SH   DFND 4 82,100 0 0
FEDERATED INVS INC PA CL B 314211103 864 29,478 SH   DFND 1 29,478 0 0
FEDERATED INVS INC PA CL B 314211103 1,509 51,500 SH   DFND 4 51,500 0 0
FEDEX CORP COM 31428X106 1,212 6,683 SH   DFND 1 6,683 0 0
FEDNAT HLDG CO COM 31431B109 4,845 302,066 SH   DFND 4 302,066 0 0
FERRARI N V COM N3167Y103 180 1,348 SH   DFND 1 1,348 0 0
FERRARI N V COM N3167Y103 4,895 36,588 SH   DFND 3 36,588 0 0
FIBROGEN INC COM 31572Q808 1,598 29,402 SH   DFND 1 29,402 0 0
FIBROGEN INC COM 31572Q808 8,512 156,630 SH   DFND 3 156,630 0 0
FIBROGEN INC COM 31572Q808 5,788 106,500 SH   DFND 4 106,500 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,437 230,825 SH   DFND 1 230,825 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 13,764 121,699 SH   DFND 1 121,699 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,234 10,907 SH   DFND 2 10,907 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 47,819 422,800 SH   DFND 4 422,800 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,080 82,400 SH   DFND 4 82,400 0 0
FIFTH THIRD BANCORP COM 316773100 6,169 244,603 SH   DFND 3 244,603 0 0
FIFTH THIRD BANCORP COM 316773100 648 25,685 SH   DFND 2 25,685 0 0
FIFTH THIRD BANCORP COM 316773100 199 7,876 SH   DFND 1 7,876 0 0
FIFTH THIRD BANCORP COM 316773100 15,382 609,900 SH   DFND 4 609,900 0 0
FINANCIAL INSTNS INC COM 317585404 4,016 147,773 SH   DFND 4 147,773 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,914 3,000,000 PRN   DFND 3 3,000,000 0 0
FINJAN HLDGS INC COM NEW 31788H303 1,048 357,608 SH   DFND 4 357,608 0 0
FIREEYE INC COM 31816Q101 297 17,719 SH   DFND 1 17,719 0 0
FIREEYE INC COM 31816Q101 238 14,200 SH   DFND 4 14,200 0 0
FIRST AMERN FINL CORP COM 31847R102 9,617 186,746 SH   DFND 1 186,746 0 0
FIRST AMERN FINL CORP COM 31847R102 3,754 72,889 SH   DFND 3 72,889 0 0
FIRST BANCORP P R COM NEW 318672706 5,384 469,824 SH   DFND 1 469,824 0 0
FIRST BANCORP P R COM NEW 318672706 17,821 1,555,018 SH   DFND 4 1,555,018 0 0
FIRST DATA CORP NEW COM CL A 32008D106 30,337 1,154,789 SH   DFND 3 1,154,789 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,282 144,909 SH   DFND 4 144,909 0 0
FIRST FINL BANCORP OH COM 320209109 504 20,968 SH   DFND 1 20,968 0 0
FIRST FINL BANKSHARES COM 32020R109 2,849 49,308 SH   DFND 1 49,308 0 0
FIRST FINL CORP IND COM 320218100 1,241 29,538 SH   DFND 4 29,538 0 0
FIRST HAWAIIAN INC COM 32051X108 1,680 64,457 SH   DFND 1 64,457 0 0
FIRST HAWAIIAN INC COM 32051X108 3,397 130,400 SH   DFND 4 130,400 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 897 43,848 SH   DFND 1 43,848 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,886 18,770 SH   DFND 1 18,770 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 502 4,993 SH   DFND 2 4,993 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 19,429 193,400 SH   DFND 4 193,400 0 0
FIRST SOLAR INC COM 336433107 0 5 SH   DFND 1 5 0 0
FIRST SOLAR INC COM 336433107 248 4,700 SH   DFND 4 4,700 0 0
FIRSTCASH INC COM 33767D105 10,326 119,367 SH   DFND 1 119,367 0 0
FIRSTENERGY CORP COM 337932107 179 4,300 SH   DFND 4 4,300 0 0
FIRSTENERGY CORP COM 337932107 482 11,582 SH   DFND 3 11,582 0 0
FIRSTENERGY CORP COM 337932107 949 22,816 SH   DFND 1 22,816 0 0
FISERV INC COM 337738108 12,200 138,194 SH   DFND 1 138,194 0 0
FISERV INC COM 337738108 2,070 23,448 SH   DFND 2 23,448 0 0
FISERV INC COM 337738108 282 3,200 SH   DFND 4 3,200 0 0
FIVE BELOW INC COM 33829M101 9,001 72,443 SH   DFND 1 72,443 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 7,787 581,094 SH   DFND 3 581,094 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 151 11,300 SH   DFND 4 11,300 0 0
FIVE9 INC COM 338307101 1,593 30,149 SH   DFND 1 30,149 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,832 55,648 SH   DFND 1 55,648 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 10 300 SH   DFND 4 300 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 8,891 36,056 SH   DFND 1 36,056 0 0
FLEX LTD ORD Y2573F102 216 21,625 SH   DFND 4 21,625 0 0
FLIR SYS INC COM 302445101 195 4,100 SH   DFND 2 4,100 0 0
FLIR SYS INC COM 302445101 190 4,000 SH   DFND 4 4,000 0 0
FLIR SYS INC COM 302445101 1,852 38,933 SH   DFND 1 38,933 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 17 421 SH   DFND 1 421 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 772 18,733 SH   DFND 4 18,733 0 0
FLOWERS FOODS INC COM 343498101 12,536 588,019 SH   DFND 1 588,019 0 0
FLOWSERVE CORP COM 34354P105 3,300 73,105 SH   DFND 1 73,105 0 0
FLUIDIGM CORP DEL COM 34385P108 8 600 SH   DFND 4 600 0 0
FLUIDIGM CORP DEL COM 34385P108 169 12,695 SH   DFND 1 12,695 0 0
FLUOR CORP NEW COM 343412102 15 400 SH   DFND 4 400 0 0
FLUOR CORP NEW COM 343412102 5 133 SH   DFND 3 133 0 0
FLUOR CORP NEW COM 343412102 181 4,908 SH   DFND 2 4,908 0 0
FLUOR CORP NEW COM 343412102 802 21,793 SH   DFND 1 21,793 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 9,812 538,211 SH   DFND 4 538,211 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,100 79,456 SH   DFND 4 79,456 0 0
FNB CORP PA COM 302520101 9,338 880,994 SH   DFND 3 880,994 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 1,167 311,171 SH   DFND 4 311,171 0 0
FONAR CORP COM NEW 344437405 2,878 140,607 SH   DFND 4 140,607 0 0
FOOT LOCKER INC COM 344849104 6,215 102,548 SH   DFND 1 102,548 0 0
FOOT LOCKER INC COM 344849104 4 67 SH   DFND 3 67 0 0
FOOT LOCKER INC COM 344849104 89,676 1,479,800 SH   DFND 4 1,479,800 0 0
FORD MTR CO DEL COM 345370860 878 100,000 SH Put DFND 3 100,000 0 0
FORRESTER RESH INC COM 346563109 3,125 64,634 SH   DFND 4 64,634 0 0
FORTINET INC COM 34959E109 437 5,210 SH   DFND 2 5,210 0 0
FORTINET INC COM 34959E109 382 4,551 SH   DFND 3 4,551 0 0
FORTINET INC COM 34959E109 5,181 61,700 SH   DFND 4 61,700 0 0
FORTINET INC COM 34959E109 11,153 132,825 SH   DFND 1 132,825 0 0
FORTIS INC COM 349553107 9,142 247,168 SH   DFND 1 247,168 0 0
FORTIS INC COM 349553107 22,293 603,000 SH   DFND 4 603,000 0 0
FORTIVE CORP COM 34959J108 17 209 SH   DFND 1 209 0 0
FORTIVE CORP COM 34959J108 880 10,493 SH   DFND 2 10,493 0 0
FORTIVE CORP COM 34959J108 1,946 23,200 SH   DFND 4 23,200 0 0
FORTUNA SILVER MINES INC COM 349915108 792 236,553 SH   DFND 4 236,553 0 0
FORTUNA SILVER MINES INC COM 349915108 48 14,448 SH   DFND 1 14,448 0 0
FORWARD AIR CORP COM 349853101 11,645 179,900 SH   DFND 4 179,900 0 0
FORWARD AIR CORP COM 349853101 3,288 50,785 SH   DFND 1 50,785 0 0
FOSTER L B CO COM 350060109 294 15,620 SH   DFND 4 15,620 0 0
FOX CORP CL A COM 35137L105 603 16,414 SH   DFND 2 16,414 0 0
FOX CORP CL A COM 35137L105 238 6,474 SH   DFND 3 6,474 0 0
FOX CORP CL A COM 35137L105 3,257 88,733 SH   DFND 4 88,733 0 0
FOX CORP CL B COM 35137L204 2,410 67,159 SH   DFND 4 67,159 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,464 35,249 SH   DFND 1 35,249 0 0
FRANCO NEVADA CORP COM 351858105 27,745 369,950 SH   DFND 4 369,950 0 0
FRANKLIN RES INC COM 354613101 1,193 36,001 SH   DFND 1 36,001 0 0
FREEPORT-MCMORAN INC CL B 35671D857 22,437 1,740,604 SH   DFND 3 1,740,604 0 0
FREEPORT-MCMORAN INC CL B 35671D857 39,443 3,060,000 SH Call DFND 3 3,060,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 556 43,105 SH   DFND 2 43,105 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 416 15,400 SH   DFND 4 15,400 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 1,961 211,500 SH   DFND 3 211,500 0 0
FTI CONSULTING INC COM 302941109 7,082 92,181 SH   DFND 1 92,181 0 0
FTI CONSULTING INC COM 302941109 15,537 202,247 SH   DFND 4 202,247 0 0
FULLER H B CO COM 359694106 7,776 159,877 SH   DFND 1 159,877 0 0
FULTON FINL CORP PA COM 360271100 536 34,637 SH   DFND 1 34,637 0 0
FUTUREFUEL CORPORATION COM 36116M106 5,531 412,744 SH   DFND 4 412,744 0 0
GALLAGHER ARTHUR J & CO COM 363576109 739 9,467 SH   DFND 1 9,467 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,386 68,957 SH   DFND 3 68,957 0 0
GAMESTOP CORP NEW CL A 36467W109 450 44,295 SH   DFND 1 44,295 0 0
GAP INC COM 364760108 7,927 302,800 SH   DFND 4 302,800 0 0
GAP INC COM 364760108 10 373 SH   DFND 3 373 0 0
GAP INC COM 364760108 1,695 64,752 SH   DFND 1 64,752 0 0
GARDNER DENVER HLDGS INC COM 36555P107 1,354 48,700 SH   DFND 4 48,700 0 0
GARMIN LTD SHS H2906T109 5,491 63,587 SH   DFND 1 63,587 0 0
GARMIN LTD SHS H2906T109 11,890 137,700 SH   DFND 4 137,700 0 0
GARTNER INC COM 366651107 9,972 65,740 SH   DFND 1 65,740 0 0
GARTNER INC COM 366651107 483 3,183 SH   DFND 2 3,183 0 0
GASLOG LTD SHS G37585109 6,659 381,389 SH   DFND 4 381,389 0 0
GATX CORP COM 361448103 549 7,186 SH   DFND 1 7,186 0 0
GENERAC HLDGS INC COM 368736104 764 14,918 SH   DFND 1 14,918 0 0
GENERAC HLDGS INC COM 368736104 7,618 148,700 SH   DFND 4 148,700 0 0
GENERAL DYNAMICS CORP COM 369550108 1,513 8,936 SH   DFND 2 8,936 0 0
GENERAL ELECTRIC CO COM 369604103 7,493 750,000 SH Put DFND 2 750,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,499 150,000 SH Put DFND 3 150,000 0 0
GENERAL MLS INC COM 370334104 1,293 24,992 SH   DFND 1 24,992 0 0
GENERAL MLS INC COM 370334104 1,142 22,068 SH   DFND 2 22,068 0 0
GENERAL MLS INC COM 370334104 274 5,300 SH   DFND 4 5,300 0 0
GENERAL MTRS CO COM 37045V100 1,552 41,832 SH   DFND 2 41,832 0 0
GENERAL MTRS CO COM 37045V100 6 162 SH   DFND 3 162 0 0
GENESCO INC COM 371532102 7 150 SH   DFND 1 150 0 0
GENESCO INC COM 371532102 3,088 67,800 SH   DFND 4 67,800 0 0
GENESEE & WYO INC CL A 371559105 1,192 13,686 SH   DFND 1 13,686 0 0
GENESEE & WYO INC CL A 371559105 44 500 SH   DFND 4 500 0 0
GENFIT S A ADS 372279109 4,365 181,881 SH   DFND 3 181,881 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,019 143,700 SH   DFND 4 143,700 0 0
GENOMIC HEALTH INC COM 37244C101 759 10,845 SH   DFND 1 10,845 0 0
GENOMIC HEALTH INC COM 37244C101 39,238 560,136 SH   DFND 4 560,136 0 0
GENPACT LIMITED SHS G3922B107 13,229 376,034 SH   DFND 1 376,034 0 0
GENPACT LIMITED SHS G3922B107 1,298 36,900 SH   DFND 4 36,900 0 0
GENTEX CORP COM 371901109 5,357 259,015 SH   DFND 1 259,015 0 0
GENTEX CORP COM 371901109 1,623 78,500 SH   DFND 4 78,500 0 0
GENTHERM INC COM 37253A103 1,095 29,727 SH   DFND 1 29,727 0 0
GENUINE PARTS CO COM 372460105 5,039 44,981 SH   DFND 1 44,981 0 0
GENUINE PARTS CO COM 372460105 572 5,102 SH   DFND 2 5,102 0 0
GENUINE PARTS CO COM 372460105 16,491 147,200 SH   DFND 4 147,200 0 0
GENWORTH FINL INC COM CL A 37247D106 7,809 2,038,994 SH   DFND 3 2,038,994 0 0
GERDAU S A SPON ADR REP PFD 373737105 37,601 9,690,872 SH   DFND 4 9,690,872 0 0
G-III APPAREL GROUP LTD COM 36237H101 84 2,100 SH   DFND 4 2,100 0 0
G-III APPAREL GROUP LTD COM 36237H101 640 16,010 SH   DFND 1 16,010 0 0
GILDAN ACTIVEWEAR INC COM 375916103 9,316 258,999 SH   DFND 1 258,999 0 0
GILEAD SCIENCES INC COM 375558103 6,293 96,792 SH   DFND 1 96,792 0 0
GILEAD SCIENCES INC COM 375558103 2,397 36,866 SH   DFND 2 36,866 0 0
GILEAD SCIENCES INC COM 375558103 18,649 286,854 SH   DFND 3 286,854 0 0
GILEAD SCIENCES INC COM 375558103 240,456 3,698,755 SH   DFND 4 3,698,755 0 0
GLACIER BANCORP INC NEW COM 37637Q105 9,460 236,098 SH   DFND 1 236,098 0 0
GLAUKOS CORP COM 377322102 2,795 35,659 SH   DFND 1 35,659 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,175 22,200 SH   DFND 4 22,200 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 883 16,687 SH   DFND 1 16,687 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,333 154,854 SH   DFND 4 154,854 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 36 1,057 SH   DFND 1 1,057 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 4,911 699,641 SH   DFND 3 699,641 0 0
GLOBAL MED REIT INC COM NEW 37954A204 2,210 225,068 SH   DFND 4 225,068 0 0
GLOBAL NET LEASE INC COM NEW 379378201 12,270 649,200 SH   DFND 4 649,200 0 0
GLOBAL PMTS INC COM 37940X102 5,501 40,297 SH   DFND 1 40,297 0 0
GLOBANT S A COM L44385109 5,445 76,254 SH   DFND 1 76,254 0 0
GLOBUS MED INC CL A 379577208 7,378 149,324 SH   DFND 1 149,324 0 0
GLOBUS MED INC CL A 379577208 3,755 76,000 SH   DFND 4 76,000 0 0
GLU MOBILE INC COM 379890106 11 1,047 SH   DFND 1 1,047 0 0
GLU MOBILE INC COM 379890106 1,152 105,300 SH   DFND 4 105,300 0 0
GLYCOMIMETICS INC COM 38000Q102 6,809 546,470 SH   DFND 3 546,470 0 0
GODADDY INC CL A 380237107 4,136 55,010 SH   DFND 1 55,010 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 6,743 319,752 SH   DFND 3 319,752 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 156 7,400 SH   DFND 4 7,400 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,044 49,489 SH   DFND 1 49,489 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 507 2,639 SH   DFND 1 2,639 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,102 21,365 SH   DFND 2 21,365 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 25 129 SH   DFND 3 129 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 142,411 741,760 SH   DFND 4 741,760 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 347 19,166 SH   DFND 1 19,166 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,705 93,935 SH   DFND 3 93,935 0 0
GRACE W R & CO DEL NEW COM 38388F108 4,799 61,500 SH   DFND 4 61,500 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,921 24,622 SH   DFND 1 24,622 0 0
GRACO INC COM 384109104 13,078 264,100 SH   DFND 4 264,100 0 0
GRACO INC COM 384109104 9,442 190,667 SH   DFND 1 190,667 0 0
GRAFTECH INTL LTD COM 384313508 4,252 332,504 SH   DFND 1 332,504 0 0
GRAHAM HLDGS CO COM 384637104 5,681 8,316 SH   DFND 1 8,316 0 0
GRAHAM HLDGS CO COM 384637104 109 160 SH   DFND 4 160 0 0
GRAINGER W W INC COM 384802104 1,056 3,511 SH   DFND 1 3,511 0 0
GRAINGER W W INC COM 384802104 193 642 SH   DFND 2 642 0 0
GRAND CANYON ED INC COM 38526M106 1,042 9,099 SH   DFND 1 9,099 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 29,313 613,324 SH   DFND 4 613,324 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 980 77,623 SH   DFND 1 77,623 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 25 2,000 SH   DFND 4 2,000 0 0
GRAY TELEVISION INC COM 389375106 1,337 62,603 SH   DFND 1 62,603 0 0
GRAY TELEVISION INC COM 389375106 2,085 97,600 SH   DFND 4 97,600 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 342 38,400 SH   DFND 4 38,400 0 0
GREAT SOUTHN BANCORP INC COM 390905107 1,240 23,901 SH   DFND 4 23,901 0 0
GREAT WESTN BANCORP INC COM 391416104 2,260 71,534 SH   DFND 1 71,534 0 0
GREAT WESTN BANCORP INC COM 391416104 111 3,500 SH   DFND 4 3,500 0 0
GREEN DOT CORP CL A 39304D102 4,383 72,271 SH   DFND 1 72,271 0 0
GREENSKY INC CL A 39572G100 321 24,810 SH   DFND 1 24,810 0 0
GREIF INC CL A 397624107 2,611 63,300 SH   DFND 4 63,300 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 29,209 1,452,471 SH   DFND 3 1,452,471 0 0
GROUPON INC COM 399473107 1,401 394,600 SH   DFND 4 394,600 0 0
GRUBHUB INC COM 400110102 521 7,500 SH   DFND 4 7,500 0 0
GRUBHUB INC COM 400110102 11 167 SH   DFND 1 167 0 0
GUARDANT HEALTH INC COM 40131M109 661 8,618 SH   DFND 1 8,618 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 2,294 23,616 SH   DFND 1 23,616 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 146 1,500 SH   DFND 4 1,500 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 5,438 5,000,000 PRN   DFND 3 5,000,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,313 163,725 SH   DFND 1 163,725 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,120 264,288 SH   DFND 3 264,288 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 274 25,361 SH   DFND 3 25,361 0 0
HACKETT GROUP INC COM 404609109 1,754 111,043 SH   DFND 4 111,043 0 0
HAEMONETICS CORP COM 405024100 3,265 37,313 SH   DFND 1 37,313 0 0
HAEMONETICS CORP COM 405024100 12,571 143,700 SH   DFND 4 143,700 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,631 310,043 SH   DFND 4 310,043 0 0
HALLIBURTON CO COM 406216101 1,821 62,157 SH   DFND 1 62,157 0 0
HALLIBURTON CO COM 406216101 1,232 42,048 SH   DFND 2 42,048 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 10,172 631,800 SH   DFND 4 631,800 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,299 142,778 SH   DFND 1 142,778 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 2,808 69,500 SH   DFND 4 69,500 0 0
HANESBRANDS INC COM 410345102 4,956 277,138 SH   DFND 1 277,138 0 0
HANESBRANDS INC COM 410345102 244 13,627 SH   DFND 2 13,627 0 0
HANESBRANDS INC COM 410345102 52 2,900 SH   DFND 4 2,900 0 0
HANMI FINL CORP COM NEW 410495204 2,256 106,051 SH   DFND 4 106,051 0 0
HANOVER INS GROUP INC COM 410867105 4,443 38,913 SH   DFND 1 38,913 0 0
HARLEY DAVIDSON INC COM 412822108 57 1,606 SH   DFND 3 1,606 0 0
HARLEY DAVIDSON INC COM 412822108 269 7,551 SH   DFND 1 7,551 0 0
HARLEY DAVIDSON INC COM 412822108 211 5,926 SH   DFND 2 5,926 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2,378 1,251,569 SH   DFND 4 1,251,569 0 0
HARRIS CORP DEL COM 413875105 1,437 9,002 SH   DFND 1 9,002 0 0
HARRIS CORP DEL COM 413875105 657 4,111 SH   DFND 2 4,111 0 0
HARRIS CORP DEL COM 413875105 16,290 102,000 SH   DFND 4 102,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,259 145,994 SH   DFND 1 145,994 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 609 12,250 SH   DFND 2 12,250 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,868 158,249 SH   DFND 3 158,249 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 21,772 437,900 SH   DFND 4 437,900 0 0
HASBRO INC COM 418056107 1,190 14,000 SH   DFND 4 14,000 0 0
HASBRO INC COM 418056107 8,937 105,119 SH   DFND 1 105,119 0 0
HASBRO INC COM 418056107 384 4,521 SH   DFND 2 4,521 0 0
HASBRO INC COM 418056107 0 1 SH   DFND 3 1 0 0
HAVERTY FURNITURE INC COM 419596101 219 10,000 SH   DFND 4 10,000 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 6,579 161,359 SH   DFND 1 161,359 0 0
HCA HEALTHCARE INC COM 40412C101 11,722 89,909 SH   DFND 1 89,909 0 0
HCA HEALTHCARE INC COM 40412C101 640 4,912 SH   DFND 2 4,912 0 0
HCA HEALTHCARE INC COM 40412C101 70 535 SH   DFND 3 535 0 0
HCA HEALTHCARE INC COM 40412C101 119,045 913,064 SH   DFND 4 913,064 0 0
HCI GROUP INC COM 40416E103 3,800 88,933 SH   DFND 4 88,933 0 0
HCP INC COM 40414L109 520 16,612 SH   DFND 2 16,612 0 0
HD SUPPLY HLDGS INC COM 40416M105 3,281 75,700 SH   DFND 1 75,700 0 0
HD SUPPLY HLDGS INC COM 40416M105 120,400 2,777,385 SH   DFND 4 2,777,385 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 224 8,361 SH   DFND 1 8,361 0 0
HEALTHCARE SVCS GRP INC COM 421906108 1,000 30,319 SH   DFND 1 30,319 0 0
HEALTHEQUITY INC COM 42226A107 5,675 76,714 SH   DFND 1 76,714 0 0
HEALTHSTREAM INC COM 42222N103 191 6,804 SH   DFND 1 6,804 0 0
HEALTHSTREAM INC COM 42222N103 3,852 137,266 SH   DFND 4 137,266 0 0
HEICO CORP NEW COM 422806109 2,780 29,298 SH   DFND 1 29,298 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 146 3,807 SH   DFND 1 3,807 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 15,614 407,360 SH   DFND 4 407,360 0 0
HELEN OF TROY CORP LTD COM G4388N106 5,406 46,622 SH   DFND 1 46,622 0 0
HELEN OF TROY CORP LTD COM G4388N106 12 100 SH   DFND 4 100 0 0
HENRY JACK & ASSOC INC COM 426281101 9,673 69,717 SH   DFND 1 69,717 0 0
HENRY JACK & ASSOC INC COM 426281101 40 290 SH   DFND 3 290 0 0
HENRY SCHEIN INC COM 806407102 5,005 83,257 SH   DFND 1 83,257 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 14,955 12,000,000 PRN   DFND 3 12,000,000 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 9,603 181,223 SH   DFND 1 181,223 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 2,819 53,200 SH   DFND 4 53,200 0 0
HERON THERAPEUTICS INC COM 427746102 1,076 44,040 SH   DFND 1 44,040 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,718 158,600 SH   DFND 4 158,600 0 0
HERSHEY CO COM 427866108 10,561 91,970 SH   DFND 1 91,970 0 0
HERSHEY CO COM 427866108 556 4,845 SH   DFND 2 4,845 0 0
HERSHEY CO COM 427866108 461 4,015 SH   DFND 3 4,015 0 0
HERSHEY CO COM 427866108 29,483 256,750 SH   DFND 4 256,750 0 0
HESS CORP COM 42809H107 1,323 21,970 SH   DFND 1 21,970 0 0
HESS CORP COM 42809H107 583 9,675 SH   DFND 2 9,675 0 0
HESS CORP COM 42809H107 0 5 SH   DFND 3 5 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,491 96,582 SH   DFND 1 96,582 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,123 72,800 SH   DFND 4 72,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,478 95,777 SH   DFND 2 95,777 0 0
HEXCEL CORP NEW COM 428291108 9,499 137,351 SH   DFND 1 137,351 0 0
HEXCEL CORP NEW COM 428291108 62 900 SH   DFND 4 900 0 0
HFF INC CL A 40418F108 12,040 252,154 SH   DFND 1 252,154 0 0
HIBBETT SPORTS INC COM 428567101 10,826 474,600 SH   DFND 4 474,600 0 0
HILL ROM HLDGS INC COM 431475102 10,583 99,971 SH   DFND 1 99,971 0 0
HILL ROM HLDGS INC COM 431475102 1,302 12,300 SH   DFND 4 12,300 0 0
HILLENBRAND INC COM 431571108 2,801 67,464 SH   DFND 1 67,464 0 0
HILLENBRAND INC COM 431571108 13,228 318,507 SH   DFND 4 318,507 0 0
HILLTOP HOLDINGS INC COM 432748101 7,185 393,703 SH   DFND 4 393,703 0 0
HILLTOP HOLDINGS INC COM 432748101 2,358 129,188 SH   DFND 1 129,188 0 0
HILTON GRAND VACATIONS INC COM 43283X105 962 31,174 SH   DFND 1 31,174 0 0
HILTON GRAND VACATIONS INC COM 43283X105 4,226 137,000 SH   DFND 4 137,000 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,498 42,090 SH   DFND 1 42,090 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,711 20,588 SH   DFND 2 20,588 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 24,060 289,500 SH   DFND 4 289,500 0 0
HMS HLDGS CORP COM 40425J101 986 33,299 SH   DFND 1 33,299 0 0
HMS HLDGS CORP COM 40425J101 4,205 142,000 SH   DFND 4 142,000 0 0
HNI CORP COM 404251100 222 6,127 SH   DFND 4 6,127 0 0
HOLLYFRONTIER CORP COM 436106108 4,292 87,120 SH   DFND 1 87,120 0 0
HOLLYFRONTIER CORP COM 436106108 251 5,101 SH   DFND 2 5,101 0 0
HOLLYFRONTIER CORP COM 436106108 1,311 26,600 SH   DFND 4 26,600 0 0
HOLOGIC INC COM 436440101 19,502 402,927 SH   DFND 3 402,927 0 0
HOLOGIC INC COM 436440101 9,762 201,700 SH   DFND 4 201,700 0 0
HOLOGIC INC COM 436440101 8,319 171,882 SH   DFND 1 171,882 0 0
HOME BANCSHARES INC COM 436893200 1,977 112,558 SH   DFND 1 112,558 0 0
HOME DEPOT INC COM 437076102 3,116 16,238 SH   DFND 1 16,238 0 0
HOME DEPOT INC COM 437076102 7,809 40,694 SH   DFND 2 40,694 0 0
HOME DEPOT INC COM 437076102 21,799 113,600 SH   DFND 4 113,600 0 0
HOMETRUST BANCSHARES INC COM 437872104 589 23,377 SH   DFND 4 23,377 0 0
HONEYWELL INTL INC COM 438516106 4,964 31,233 SH   DFND 1 31,233 0 0
HONEYWELL INTL INC COM 438516106 5,194 32,681 SH   DFND 2 32,681 0 0
HONEYWELL INTL INC COM 438516106 59 369 SH   DFND 3 369 0 0
HONEYWELL INTL INC COM 438516106 21,693 136,500 SH   DFND 4 136,500 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 5,248 149,040 SH   DFND 4 149,040 0 0
HORIZON PHARMA PLC SHS G4617B105 1,709 64,680 SH   DFND 1 64,680 0 0
HORIZON PHARMA PLC SHS G4617B105 2,032 76,873 SH   DFND 4 76,873 0 0
HORMEL FOODS CORP COM 440452100 8,639 193,010 SH   DFND 1 193,010 0 0
HORMEL FOODS CORP COM 440452100 438 9,793 SH   DFND 2 9,793 0 0
HORMEL FOODS CORP COM 440452100 211 4,708 SH   DFND 3 4,708 0 0
HOST HOTELS & RESORTS INC COM 44107P104 19,878 1,051,772 SH   DFND 4 1,051,772 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 447 344,000 SH   DFND 3 344,000 0 0
HOSTESS BRANDS INC CL A 44109J106 302 24,198 SH   DFND 1 24,198 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 18 2,446 SH   DFND 1 2,446 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,330 320,427 SH   DFND 4 320,427 0 0
HOWARD HUGHES CORP COM 44267D107 2,420 22,001 SH   DFND 1 22,001 0 0
HP INC COM 40434L105 4,912 252,846 SH   DFND 1 252,846 0 0
HP INC COM 40434L105 1,418 72,942 SH   DFND 2 72,942 0 0
HUB GROUP INC CL A 443320106 5 129 SH   DFND 1 129 0 0
HUB GROUP INC CL A 443320106 1,348 33,000 SH   DFND 4 33,000 0 0
HUBBELL INC COM 443510607 716 6,068 SH   DFND 1 6,068 0 0
HUBBELL INC COM 443510607 153 1,300 SH   DFND 4 1,300 0 0
HUBSPOT INC COM 443573100 2,418 14,543 SH   DFND 1 14,543 0 0
HUBSPOT INC COM 443573100 1,334 8,023 SH   DFND 2 8,023 0 0
HUBSPOT INC COM 443573100 1,346 8,100 SH   DFND 4 8,100 0 0
HUDBAY MINERALS INC COM 443628102 91 12,754 SH   DFND 1 12,754 0 0
HUDBAY MINERALS INC COM 443628102 2,759 386,003 SH   DFND 3 386,003 0 0
HUDBAY MINERALS INC COM 443628102 6,251 874,500 SH   DFND 4 874,500 0 0
HUMANA INC COM 444859102 7,140 26,843 SH   DFND 1 26,843 0 0
HUMANA INC COM 444859102 1,843 6,928 SH   DFND 2 6,928 0 0
HUMANA INC COM 444859102 104,681 393,536 SH   DFND 4 393,536 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,471 14,523 SH   DFND 1 14,523 0 0
HUNT J B TRANS SVCS INC COM 445658107 341 3,365 SH   DFND 2 3,365 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,386 43,300 SH   DFND 4 43,300 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,176 92,689 SH   DFND 1 92,689 0 0
HUNTINGTON BANCSHARES INC COM 446150104 454 35,830 SH   DFND 2 35,830 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5,425 427,847 SH   DFND 3 427,847 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,572 26,891 SH   DFND 4 26,891 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,886 13,930 SH   DFND 1 13,930 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 338 1,629 SH   DFND 2 1,629 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1 7 SH   DFND 3 7 0 0
HUNTSMAN CORP COM 447011107 4,943 219,800 SH   DFND 4 219,800 0 0
HUNTSMAN CORP COM 447011107 1,387 61,668 SH   DFND 1 61,668 0 0
HURCO COMPANIES INC COM 447324104 5,298 131,376 SH   DFND 4 131,376 0 0
HYATT HOTELS CORP COM CL A 448579102 279 3,837 SH   DFND 1 3,837 0 0
HYATT HOTELS CORP COM CL A 448579102 15 200 SH   DFND 4 200 0 0
IAC INTERACTIVECORP COM 44919P508 1,663 7,915 SH   DFND 1 7,915 0 0
IBERIABANK CORP COM 450828108 5,125 71,468 SH   DFND 1 71,468 0 0
IBERIABANK CORP COM 450828108 4,828 67,324 SH   DFND 3 67,324 0 0
IBERIABANK CORP COM 450828108 6,045 84,300 SH   DFND 4 84,300 0 0
ICON PLC SHS G4705A100 7,266 53,201 SH   DFND 1 53,201 0 0
ICU MED INC COM 44930G107 645 2,695 SH   DFND 4 2,695 0 0
ICU MED INC COM 44930G107 1,625 6,792 SH   DFND 1 6,792 0 0
IDACORP INC COM 451107106 15,880 159,532 SH   DFND 1 159,532 0 0
IDACORP INC COM 451107106 2,857 28,700 SH   DFND 4 28,700 0 0
IDEX CORP COM 45167R104 4,923 32,450 SH   DFND 1 32,450 0 0
IDEX CORP COM 45167R104 421 2,772 SH   DFND 2 2,772 0 0
IDEX CORP COM 45167R104 212 1,400 SH   DFND 4 1,400 0 0
IDEXX LABS INC COM 45168D104 9,084 40,626 SH   DFND 1 40,626 0 0
IDEXX LABS INC COM 45168D104 643 2,874 SH   DFND 2 2,874 0 0
IDEXX LABS INC COM 45168D104 99,121 443,297 SH   DFND 4 443,297 0 0
IDT CORP CL B NEW 448947507 156 23,482 SH   DFND 4 23,482 0 0
IHS MARKIT LTD SHS G47567105 2,001 36,794 SH   DFND 1 36,794 0 0
IHS MARKIT LTD SHS G47567105 576 10,600 SH   DFND 4 10,600 0 0
II VI INC COM 902104108 961 25,811 SH   DFND 1 25,811 0 0
ILLINOIS TOOL WKS INC COM 452308109 11,353 79,100 SH   DFND 4 79,100 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,946 27,496 SH   DFND 1 27,496 0 0
ILLUMINA INC COM 452327109 3,413 10,988 SH   DFND 1 10,988 0 0
ILLUMINA INC COM 452327109 1,525 4,907 SH   DFND 2 4,907 0 0
ILLUMINA INC NOTE 6/1 452327AF6 8,159 6,654,000 PRN   DFND 3 6,654,000 0 0
IMAX CORP COM 45245E109 2,590 114,217 SH   DFND 1 114,217 0 0
IMAX CORP COM 45245E109 735 32,400 SH   DFND 4 32,400 0 0
IMMERSION CORP COM 452521107 6,644 788,084 SH   DFND 4 788,084 0 0
IMMUNE DESIGN CORP COM 45252L103 5,850 1,000,000 SH   DFND 3 1,000,000 0 0
IMMUNOGEN INC COM 45253H101 1,211 446,955 SH   DFND 4 446,955 0 0
IMMUNOMEDICS INC COM 452907108 1,229 63,974 SH   DFND 1 63,974 0 0
IMPERIAL OIL LTD COM NEW 453038408 3,899 142,473 SH   DFND 1 142,473 0 0
IMPERIAL OIL LTD COM NEW 453038408 153 5,597 SH   DFND 3 5,597 0 0
INCYTE CORP COM 45337C102 537 6,245 SH   DFND 2 6,245 0 0
INCYTE CORP COM 45337C102 126 1,467 SH   DFND 1 1,467 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,158 146,884 SH   DFND 4 146,884 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,226 43,403 SH   DFND 1 43,403 0 0
INFOSYS LTD SPONSORED ADR 456788108 60,812 5,563,763 SH   DFND 4 5,563,763 0 0
INGERSOLL-RAND PLC SHS G47791101 3,315 30,716 SH   DFND 1 30,716 0 0
INGERSOLL-RAND PLC SHS G47791101 3,401 31,506 SH   DFND 2 31,506 0 0
INGERSOLL-RAND PLC SHS G47791101 59,103 547,500 SH   DFND 4 547,500 0 0
INGEVITY CORP COM 45688C107 830 7,857 SH   DFND 1 7,857 0 0
INGEVITY CORP COM 45688C107 327 3,100 SH   DFND 4 3,100 0 0
INGREDION INC COM 457187102 15,804 166,899 SH   DFND 1 166,899 0 0
INGREDION INC COM 457187102 549 5,800 SH   DFND 4 5,800 0 0
INGREDION INC COM 457187102 215 2,275 SH   DFND 2 2,275 0 0
INNOSPEC INC COM 45768S105 1,084 13,000 SH   DFND 4 13,000 0 0
INNOVIVA INC COM 45781M101 4,378 312,023 SH   DFND 1 312,023 0 0
INNOVIVA INC COM 45781M101 23,332 1,663,008 SH   DFND 4 1,663,008 0 0
INOGEN INC COM 45780L104 2,749 28,823 SH   DFND 1 28,823 0 0
INOGEN INC COM 45780L104 57 600 SH   DFND 4 600 0 0
INSIGHT ENTERPRISES INC COM 45765U103 5,033 91,404 SH   DFND 1 91,404 0 0
INSIGHT ENTERPRISES INC COM 45765U103 10,383 188,581 SH   DFND 4 188,581 0 0
INSMED INC COM PAR $.01 457669307 351 12,091 SH   DFND 1 12,091 0 0
INSMED INC COM PAR $.01 457669307 9,878 339,816 SH   DFND 3 339,816 0 0
INSPERITY INC COM 45778Q107 5,178 41,873 SH   DFND 1 41,873 0 0
INSPERITY INC COM 45778Q107 28,915 233,827 SH   DFND 4 233,827 0 0
INSULET CORP COM 45784P101 13,406 140,983 SH   DFND 3 140,983 0 0
INTEGER HLDGS CORP COM 45826H109 10,402 137,929 SH   DFND 1 137,929 0 0
INTEGER HLDGS CORP COM 45826H109 33,520 444,451 SH   DFND 4 444,451 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,794 68,087 SH   DFND 1 68,087 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 234 4,200 SH   DFND 4 4,200 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,298 26,490 SH   DFND 1 26,490 0 0
INTEL CORP COM 458140100 2,419 45,044 SH   DFND 1 45,044 0 0
INTEL CORP COM 458140100 7,734 144,014 SH   DFND 2 144,014 0 0
INTEL CORP COM 458140100 37,778 703,500 SH   DFND 4 703,500 0 0
INTELSAT S A COM L5140P101 2,286 145,983 SH   DFND 1 145,983 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,759 15,727 SH   DFND 1 15,727 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 22 200 SH   DFND 4 200 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,814 36,953 SH   DFND 2 36,953 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 212 2,779 SH   DFND 3 2,779 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 19,998 262,650 SH   DFND 4 262,650 0 0
INTERDIGITAL INC COM 45867G101 6,710 101,708 SH   DFND 1 101,708 0 0
INTERDIGITAL INC COM 45867G101 2,573 39,000 SH   DFND 4 39,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 5,262 5,000,000 PRN   DFND 3 5,000,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 3,928 103,300 SH   DFND 4 103,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 28,488 201,900 SH   DFND 4 201,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,799 62,360 SH   DFND 1 62,360 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,581 32,465 SH   DFND 2 32,465 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 495 3,510 SH   DFND 3 3,510 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 35 807 SH   DFND 1 807 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 12,529 287,174 SH   DFND 3 287,174 0 0
INTERPUBLIC GROUP COS INC COM 460690100 973 46,332 SH   DFND 1 46,332 0 0
INTERPUBLIC GROUP COS INC COM 460690100 250 11,900 SH   DFND 4 11,900 0 0
INTERSECT ENT INC COM 46071F103 12,854 399,800 SH   DFND 3 399,800 0 0
INTERXION HOLDING N.V SHS N47279109 2,266 33,961 SH   DFND 1 33,961 0 0
INTEST CORP COM 461147100 100 14,901 SH   DFND 4 14,901 0 0
INTL PAPER CO COM 460146103 3,042 65,743 SH   DFND 1 65,743 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 2,960 243,003 SH   DFND 4 243,003 0 0
INTRICON CORP COM 46121H109 218 8,679 SH   DFND 4 8,679 0 0
INTUIT COM 461202103 2,131 8,153 SH   DFND 2 8,153 0 0
INTUIT COM 461202103 108,195 413,890 SH   DFND 4 413,890 0 0
INTUIT COM 461202103 8,866 33,917 SH   DFND 1 33,917 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,169 10,812 SH   DFND 1 10,812 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,657 11,667 SH   DFND 2 11,667 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 886 1,552 SH   DFND 3 1,552 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 7,641 272,909 SH   DFND 1 272,909 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 15,559 687,222 SH   DFND 1 687,222 0 0
INVESCO LTD SHS G491BT108 331 17,121 SH   DFND 3 17,121 0 0
INVESTORS BANCORP INC NEW COM 46146L101 448 37,778 SH   DFND 1 37,778 0 0
INVESTORS BANCORP INC NEW COM 46146L101 20,051 1,692,039 SH   DFND 4 1,692,039 0 0
INVITAE CORP COM 46185L103 5,084 217,100 SH   DFND 4 217,100 0 0
INVITATION HOMES INC COM 46187W107 12,053 495,400 SH   DFND 4 495,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,698 20,924 SH   DFND 1 20,924 0 0
IPG PHOTONICS CORP COM 44980X109 363 2,392 SH   DFND 1 2,392 0 0
IQVIA HLDGS INC COM 46266C105 75,147 522,400 SH   DFND 4 522,400 0 0
IQVIA HLDGS INC COM 46266C105 7,140 49,636 SH   DFND 1 49,636 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 324 4,317 SH   DFND 1 4,317 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 8,282 110,488 SH   DFND 3 110,488 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 97 1,300 SH   DFND 4 1,300 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,896 71,699 SH   DFND 1 71,699 0 0
IROBOT CORP COM 462726100 2,291 19,464 SH   DFND 1 19,464 0 0
IRON MTN INC NEW COM 46284V101 338 9,527 SH   DFND 2 9,527 0 0
IRON MTN INC NEW COM 46284V101 132 3,725 SH   DFND 3 3,725 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,212 89,600 SH   DFND 4 89,600 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 0 27 SH   DFND 1 27 0 0
ISHARES INC MSCI AUST ETF 464286103 1,466 68,100 SH   DFND 4 68,100 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 11,973 292,091 SH   DFND 1 292,091 0 0
ISHARES INC MSCI ITALY ETF 46434G830 3,832 137,900 SH   DFND 4 137,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 4,693 155,300 SH   DFND 4 155,300 0 0
ISHARES INC MSCI TURKEY ETF 464286715 3,629 149,515 SH   DFND 4 149,515 0 0
ISHARES TR 20 YR TR BD ETF 464287432 417 3,300 SH   DFND 4 3,300 0 0
ISHARES TR CORE US AGGBD ET 464287226 27,131 248,746 SH   DFND 1 248,746 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,382 27,550 SH   DFND 4 27,550 0 0
ISHARES TR IBOXX HI YD ETF 464288513 125,359 1,449,737 SH   DFND 1 1,449,737 0 0
ISHARES TR IBOXX INV CP ETF 464287242 77,653 652,214 SH   DFND 1 652,214 0 0
ISHARES TR INTRM TR CRP ETF 464288638 5,514 100,000 SH   DFND 1 100,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 53,363 484,854 SH   DFND 1 484,854 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,381 41,551 SH   DFND 1 41,551 0 0
ISHARES TR MORTGE REL ETF 46435G342 5,352 123,497 SH   DFND 1 123,497 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 20,285 472,624 SH   DFND 1 472,624 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 2,578 100,381 SH   DFND 1 100,381 0 0
ISHARES TR MSCI PERU ETF 464289842 1,266 32,222 SH   DFND 1 32,222 0 0
ISHARES TR MSCI PHILIPS ETF 46429B408 1,960 57,139 SH   DFND 1 57,139 0 0
ISHARES TR TIPS BD ETF 464287176 407 3,600 SH   DFND 4 3,600 0 0
ISHARES TR TIPS BD ETF 464287176 63,273 559,594 SH   DFND 1 559,594 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8,802 6,500,000 PRN   DFND 3 6,500,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 11,422 1,296,477 SH   DFND 4 1,296,477 0 0
ITT INC COM 45073V108 3,614 62,298 SH   DFND 1 62,298 0 0
J & J SNACK FOODS CORP COM 466032109 4,321 27,198 SH   DFND 1 27,198 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,804 183,688 SH   DFND 4 183,688 0 0
J2 GLOBAL INC COM 48123V102 17,779 205,300 SH   DFND 4 205,300 0 0
J2 GLOBAL INC COM 48123V102 12,152 140,315 SH   DFND 1 140,315 0 0
JABIL INC COM 466313103 1,579 59,404 SH   DFND 1 59,404 0 0
JABIL INC COM 466313103 4,321 162,500 SH   DFND 4 162,500 0 0
JACK IN THE BOX INC COM 466367109 3,817 47,098 SH   DFND 1 47,098 0 0
JACK IN THE BOX INC COM 466367109 5,261 64,910 SH   DFND 3 64,910 0 0
JACK IN THE BOX INC COM 466367109 178 2,200 SH   DFND 4 2,200 0 0
JACOBS ENGR GROUP INC COM 469814107 294 3,914 SH   DFND 2 3,914 0 0
JAGGED PEAK ENERGY INC COM 47009K107 2,730 260,750 SH   DFND 1 260,750 0 0
JAMES RIV GROUP LTD COM G5005R107 368 9,180 SH   DFND 1 9,180 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 3,412 3,500,000 PRN   DFND 3 3,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 8,885 8,725,000 PRN   DFND 3 8,725,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 299 2,093 SH   DFND 2 2,093 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 19,527 136,600 SH   DFND 4 136,600 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,328 23,284 SH   DFND 1 23,284 0 0
JD COM INC SPON ADR CL A 47215P106 20,586 682,800 SH   DFND 4 682,800 0 0
JETBLUE AWYS CORP COM 477143101 2,680 163,800 SH   DFND 4 163,800 0 0
JOHNSON & JOHNSON COM 478160104 7,955 56,909 SH   DFND 1 56,909 0 0
JOHNSON & JOHNSON COM 478160104 12,547 89,759 SH   DFND 2 89,759 0 0
JOHNSON & JOHNSON COM 478160104 19,696 140,900 SH   DFND 4 140,900 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,940 133,730 SH   DFND 1 133,730 0 0
JOHNSON OUTDOORS INC CL A 479167108 884 12,388 SH   DFND 4 12,388 0 0
JOHNSON OUTDOORS INC CL A 479167108 35 487 SH   DFND 1 487 0 0
JONES LANG LASALLE INC COM 48020Q107 515 3,339 SH   DFND 2 3,339 0 0
JONES LANG LASALLE INC COM 48020Q107 1 11 SH   DFND 1 11 0 0
JOUNCE THERAPEUTICS INC COM 481116101 121 19,451 SH   DFND 4 19,451 0 0
JPMORGAN CHASE & CO COM 46625H100 15,373 151,863 SH   DFND 2 151,863 0 0
JPMORGAN CHASE & CO COM 46625H100 3,282 32,426 SH   DFND 3 32,426 0 0
JPMORGAN CHASE & CO COM 46625H100 769 7,600 SH   DFND 4 7,600 0 0
JUNIPER NETWORKS INC COM 48203R104 6,975 263,502 SH   DFND 1 263,502 0 0
JUNIPER NETWORKS INC COM 48203R104 322 12,173 SH   DFND 2 12,173 0 0
JUNIPER NETWORKS INC COM 48203R104 389 14,700 SH   DFND 4 14,700 0 0
JUST ENERGY GROUP INC COM 48213W101 3,307 975,253 SH   DFND 4 975,253 0 0
K12 INC COM 48273U102 19,271 564,629 SH   DFND 4 564,629 0 0
K12 INC COM 48273U102 152 4,443 SH   DFND 1 4,443 0 0
KADMON HLDGS INC COM 48283N106 73 27,600 SH   DFND 4 27,600 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 19,757 188,650 SH   DFND 4 188,650 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,574 62,767 SH   DFND 1 62,767 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 268 9,381 SH   DFND 4 9,381 0 0
KAMAN CORP COM 483548103 2,071 35,436 SH   DFND 1 35,436 0 0
KAMAN CORP COM 483548103 47 800 SH   DFND 4 800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,781 58,463 SH   DFND 1 58,463 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 379 3,267 SH   DFND 2 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5 43 SH   DFND 3 43 0 0
KAR AUCTION SVCS INC COM 48238T109 7,937 154,699 SH   DFND 1 154,699 0 0
KAR AUCTION SVCS INC COM 48238T109 575 11,200 SH   DFND 4 11,200 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 311 8,400 SH   DFND 4 8,400 0 0
KB HOME COM 48666K109 8,237 340,800 SH   DFND 4 340,800 0 0
KB HOME COM 48666K109 837 34,642 SH   DFND 1 34,642 0 0
KBR INC COM 48242W106 289 15,128 SH   DFND 1 15,128 0 0
KEANE GROUP INC COM 48669A108 10 895 SH   DFND 1 895 0 0
KEANE GROUP INC COM 48669A108 145 13,300 SH   DFND 4 13,300 0 0
KELLOGG CO COM 487836108 11,969 208,600 SH   DFND 1 208,600 0 0
KELLOGG CO COM 487836108 509 8,864 SH   DFND 2 8,864 0 0
KELLOGG CO COM 487836108 8,802 153,400 SH   DFND 4 153,400 0 0
KEMET CORP COM NEW 488360207 99 5,822 SH   DFND 1 5,822 0 0
KEMET CORP COM NEW 488360207 2,295 135,257 SH   DFND 4 135,257 0 0
KEMPER CORP DEL COM 488401100 4,737 62,222 SH   DFND 3 62,222 0 0
KEMPER CORP DEL COM 488401100 623 8,184 SH   DFND 1 8,184 0 0
KENNAMETAL INC COM 489170100 768 20,917 SH   DFND 1 20,917 0 0
KENNAMETAL INC COM 489170100 7 200 SH   DFND 4 200 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 8,703 406,885 SH   DFND 1 406,885 0 0
KEURIG DR PEPPER INC COM 49271V100 748 26,768 SH   DFND 1 26,768 0 0
KEURIG DR PEPPER INC COM 49271V100 4,400 157,300 SH   DFND 4 157,300 0 0
KEYCORP NEW COM 493267108 590 37,480 SH   DFND 2 37,480 0 0
KEYCORP NEW COM 493267108 4,895 310,790 SH   DFND 3 310,790 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,404 39,031 SH   DFND 1 39,031 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 571 6,550 SH   DFND 2 6,550 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 93 1,070 SH   DFND 3 1,070 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,171 24,900 SH   DFND 4 24,900 0 0
KFORCE INC COM 493732101 141 4,020 SH   DFND 1 4,020 0 0
KFORCE INC COM 493732101 6,725 191,500 SH   DFND 4 191,500 0 0
KIMBERLY CLARK CORP COM 494368103 11,106 89,638 SH   DFND 1 89,638 0 0
KIMBERLY CLARK CORP COM 494368103 1,485 11,985 SH   DFND 2 11,985 0 0
KIMBERLY CLARK CORP COM 494368103 168 1,357 SH   DFND 3 1,357 0 0
KINDER MORGAN INC DEL COM 49456B101 3,388 169,325 SH   DFND 1 169,325 0 0
KINDER MORGAN INC DEL COM 49456B101 1,125 56,216 SH   DFND 2 56,216 0 0
KINDER MORGAN INC DEL COM 49456B101 1,891 94,500 SH   DFND 4 94,500 0 0
KIRBY CORP COM 497266106 2,429 32,346 SH   DFND 1 32,346 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 28,170 926,345 SH   DFND 4 926,345 0 0
KLA-TENCOR CORP COM 482480100 67,144 562,300 SH   DFND 4 562,300 0 0
KLA-TENCOR CORP COM 482480100 2,932 24,557 SH   DFND 1 24,557 0 0
KLA-TENCOR CORP COM 482480100 659 5,519 SH   DFND 2 5,519 0 0
KNOWLES CORP COM 49926D109 1,786 101,293 SH   DFND 1 101,293 0 0
KOHLS CORP COM 500255104 409 5,951 SH   DFND 2 5,951 0 0
KOHLS CORP COM 500255104 61 885 SH   DFND 3 885 0 0
KOHLS CORP COM 500255104 8,246 119,900 SH   DFND 4 119,900 0 0
KOHLS CORP COM 500255104 9,110 132,470 SH   DFND 1 132,470 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,591 99,725 SH   DFND 4 99,725 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 705 54,200 SH   DFND 4 54,200 0 0
KORN FERRY COM NEW 500643200 6,791 151,652 SH   DFND 1 151,652 0 0
KORN FERRY COM NEW 500643200 30,126 672,752 SH   DFND 4 672,752 0 0
KOSMOS ENERGY LTD COM 500688106 102 16,300 SH   DFND 4 16,300 0 0
KRAFT HEINZ CO COM 500754106 4,018 123,035 SH   DFND 3 123,035 0 0
KRATON CORPORATION COM 50077C106 12,330 383,159 SH   DFND 4 383,159 0 0
KROGER CO COM 501044101 715 29,061 SH   DFND 3 29,061 0 0
KROGER CO COM 501044101 737 29,952 SH   DFND 2 29,952 0 0
KROGER CO COM 501044101 2,882 117,168 SH   DFND 1 117,168 0 0
KT CORP SPONSORED ADR 48268K101 19,770 1,589,257 SH   DFND 4 1,589,257 0 0
KULICKE & SOFFA INDS INC COM 501242101 107 4,821 SH   DFND 1 4,821 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,066 93,464 SH   DFND 4 93,464 0 0
KURA ONCOLOGY INC COM 50127T109 1,610 97,057 SH   DFND 3 97,057 0 0
L BRANDS INC COM 501797104 1,621 58,788 SH   DFND 1 58,788 0 0
L BRANDS INC COM 501797104 247 8,953 SH   DFND 2 8,953 0 0
L BRANDS INC COM 501797104 388 14,051 SH   DFND 3 14,051 0 0
L3 TECHNOLOGIES INC COM 502413107 7,342 35,579 SH   DFND 1 35,579 0 0
LA Z BOY INC COM 505336107 548 16,598 SH   DFND 1 16,598 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 7,237 47,306 SH   DFND 1 47,306 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 593 3,877 SH   DFND 2 3,877 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,201 34,000 SH   DFND 4 34,000 0 0
LAM RESEARCH CORP COM 512807108 3,702 20,676 SH   DFND 1 20,676 0 0
LAM RESEARCH CORP COM 512807108 1,158 6,469 SH   DFND 2 6,469 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 8,449 106,600 SH   DFND 4 106,600 0 0
LAMB WESTON HLDGS INC COM 513272104 8,354 111,471 SH   DFND 1 111,471 0 0
LAMB WESTON HLDGS INC COM 513272104 421 5,618 SH   DFND 2 5,618 0 0
LAMB WESTON HLDGS INC COM 513272104 408 5,439 SH   DFND 3 5,439 0 0
LAMB WESTON HLDGS INC COM 513272104 4,646 62,000 SH   DFND 4 62,000 0 0
LANCASTER COLONY CORP COM 513847103 7,198 45,942 SH   DFND 1 45,942 0 0
LANCASTER COLONY CORP COM 513847103 4,419 28,200 SH   DFND 4 28,200 0 0
LANDSTAR SYS INC COM 515098101 5,652 51,660 SH   DFND 1 51,660 0 0
LANDSTAR SYS INC COM 515098101 14,800 135,300 SH   DFND 4 135,300 0 0
LANNET INC COM 516012101 1,801 228,900 SH   DFND 4 228,900 0 0
LANTHEUS HLDGS INC COM 516544103 168 6,851 SH   DFND 1 6,851 0 0
LANTHEUS HLDGS INC COM 516544103 3,636 148,542 SH   DFND 4 148,542 0 0
LAREDO PETROLEUM INC COM 516806106 3,723 1,204,838 SH   DFND 4 1,204,838 0 0
LAS VEGAS SANDS CORP COM 517834107 1,795 29,443 SH   DFND 1 29,443 0 0
LAUDER ESTEE COS INC CL A 518439104 4,854 29,317 SH   DFND 1 29,317 0 0
LAUDER ESTEE COS INC CL A 518439104 1,420 8,577 SH   DFND 2 8,577 0 0
LAUDER ESTEE COS INC CL A 518439104 4,675 28,242 SH   DFND 3 28,242 0 0
LCI INDS COM 50189K103 291 3,794 SH   DFND 1 3,794 0 0
LEAR CORP COM NEW 521865204 1,330 9,800 SH   DFND 4 9,800 0 0
LEAR CORP COM NEW 521865204 2,824 20,805 SH   DFND 1 20,805 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 2,231 59,671 SH   DFND 1 59,671 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 7 200 SH   DFND 4 200 0 0
LEGGETT & PLATT INC COM 524660107 4,370 103,504 SH   DFND 1 103,504 0 0
LEIDOS HLDGS INC COM 525327102 7,782 121,414 SH   DFND 1 121,414 0 0
LEIDOS HLDGS INC COM 525327102 346 5,400 SH   DFND 2 5,400 0 0
LENNAR CORP CL A 526057104 1,264 25,744 SH   DFND 1 25,744 0 0
LENNAR CORP CL A 526057104 554 11,284 SH   DFND 2 11,284 0 0
LENNOX INTL INC COM 526107107 3,218 12,170 SH   DFND 1 12,170 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 3,270 311,401 SH   DFND 4 311,401 0 0
LEXINGTON REALTY TRUST COM 529043101 583 64,300 SH   DFND 4 64,300 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,119 23,100 SH   DFND 1 23,100 0 0
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 1,975 46,147 SH   DFND 1 46,147 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 119 4,766 SH   DFND 2 4,766 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 41 1,638 SH   DFND 3 1,638 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,567 64,723 SH   DFND 1 64,723 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 551 22,758 SH   DFND 2 22,758 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,968 77,740 SH   DFND 1 77,740 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 346 9,071 SH   DFND 2 9,071 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 8,779 229,947 SH   DFND 3 229,947 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5,656 148,135 SH   DFND 4 148,135 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 2,020 52,827 SH   DFND 1 52,827 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 8,371 218,910 SH   DFND 4 218,910 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 77 2,268 SH   DFND 2 2,268 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,099 31,351 SH   DFND 1 31,351 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 5,188 10,000,000 PRN   DFND 3 10,000,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 8,998 7,980,000 PRN   DFND 3 7,980,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 3,669 3,300,000 PRN   DFND 3 3,300,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 9,052 637,900 SH   DFND 4 637,900 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 859 6,831 SH   DFND 1 6,831 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,340 34,523 SH   DFND 4 34,523 0 0
LILLY ELI & CO COM 532457108 5,095 39,271 SH   DFND 1 39,271 0 0
LILLY ELI & CO COM 532457108 3,452 26,601 SH   DFND 2 26,601 0 0
LILLY ELI & CO COM 532457108 175 1,346 SH   DFND 3 1,346 0 0
LILLY ELI & CO COM 532457108 26,160 201,600 SH   DFND 4 201,600 0 0
LINCOLN ELEC HLDGS INC COM 533900106 12,690 151,300 SH   DFND 4 151,300 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,825 21,752 SH   DFND 1 21,752 0 0
LINCOLN NATL CORP IND COM 534187109 78,247 1,333,000 SH   DFND 4 1,333,000 0 0
LINCOLN NATL CORP IND COM 534187109 731 12,450 SH   DFND 3 12,450 0 0
LINCOLN NATL CORP IND COM 534187109 410 6,993 SH   DFND 2 6,993 0 0
LINCOLN NATL CORP IND COM 534187109 7,754 132,101 SH   DFND 1 132,101 0 0
LINDE PLC COM G5494J103 3,703 21,048 SH   DFND 2 21,048 0 0
LINDE PLC COM G5494J103 70 400 SH   DFND 4 400 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,965 253,526 SH   DFND 1 253,526 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 22 1,400 SH   DFND 4 1,400 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 83 5,500 SH   DFND 4 5,500 0 0
LITHIA MTRS INC CL A 536797103 3,188 34,365 SH   DFND 1 34,365 0 0
LITHIA MTRS INC CL A 536797103 2,569 27,700 SH   DFND 4 27,700 0 0
LIVANOVA PLC SHS G5509L101 58 600 SH   DFND 4 600 0 0
LIVANOVA PLC SHS G5509L101 698 7,175 SH   DFND 1 7,175 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,502 86,587 SH   DFND 1 86,587 0 0
LIVENT CORP COM 53814L108 0 19 SH   DFND 3 19 0 0
LIVENT CORP COM 53814L108 14 1,100 SH   DFND 4 1,100 0 0
LIVENT CORP COM 53814L108 390 31,785 SH   DFND 1 31,785 0 0
LIVERAMP HLDGS INC COM 53815P108 7,365 134,966 SH   DFND 1 134,966 0 0
LKQ CORP COM 501889208 1,840 64,812 SH   DFND 1 64,812 0 0
LKQ CORP COM 501889208 184 6,500 SH   DFND 4 6,500 0 0
LOEWS CORP COM 540424108 2,406 50,205 SH   DFND 1 50,205 0 0
LOEWS CORP COM 540424108 456 9,507 SH   DFND 2 9,507 0 0
LOEWS CORP COM 540424108 2,725 56,850 SH   DFND 4 56,850 0 0
LOGITECH INTL S A SHS H50430232 1,436 36,490 SH   DFND 1 36,490 0 0
LOGMEIN INC COM 54142L109 5,807 72,497 SH   DFND 4 72,497 0 0
LOGMEIN INC COM 54142L109 10,509 131,201 SH   DFND 1 131,201 0 0
LOUISIANA PAC CORP COM 546347105 2,734 112,138 SH   DFND 1 112,138 0 0
LOUISIANA PAC CORP COM 546347105 339 13,890 SH   DFND 2 13,890 0 0
LOUISIANA PAC CORP COM 546347105 55,393 2,272,073 SH   DFND 4 2,272,073 0 0
LOWES COS INC COM 548661107 906 8,274 SH   DFND 1 8,274 0 0
LOWES COS INC COM 548661107 4,280 39,101 SH   DFND 2 39,101 0 0
LOWES COS INC COM 548661107 72,064 658,300 SH   DFND 4 658,300 0 0
LPL FINL HLDGS INC COM 50212V100 1,392 19,990 SH   DFND 1 19,990 0 0
LPL FINL HLDGS INC COM 50212V100 265 3,800 SH   DFND 4 3,800 0 0
LSI INDS INC COM 50216C108 55 21,025 SH   DFND 4 21,025 0 0
LULULEMON ATHLETICA INC COM 550021109 16,400 100,082 SH   DFND 4 100,082 0 0
LULULEMON ATHLETICA INC COM 550021109 4,746 28,961 SH   DFND 1 28,961 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 732 72,502 SH   DFND 4 72,502 0 0
LUMENTUM HLDGS INC COM 55024U109 2,646 46,806 SH   DFND 3 46,806 0 0
LUMENTUM HLDGS INC COM 55024U109 322 5,700 SH   DFND 4 5,700 0 0
LUMENTUM HLDGS INC COM 55024U109 104 1,838 SH   DFND 1 1,838 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 7,841 6,620,000 PRN   DFND 3 6,620,000 0 0
LUMINEX CORP DEL COM 55027E102 137 5,936 SH   DFND 1 5,936 0 0
LUMINEX CORP DEL COM 55027E102 1,815 78,899 SH   DFND 4 78,899 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 1,531 26,075 SH   DFND 4 26,075 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,271 50,800 SH   DFND 4 50,800 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 659 7,834 SH   DFND 1 7,834 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,350 16,058 SH   DFND 2 16,058 0 0
M & T BK CORP COM 55261F104 23,137 147,350 SH   DFND 4 147,350 0 0
M & T BK CORP COM 55261F104 0 2 SH   DFND 3 2 0 0
M & T BK CORP COM 55261F104 4,170 26,556 SH   DFND 1 26,556 0 0
M & T BK CORP COM 55261F104 543 3,458 SH   DFND 2 3,458 0 0
M D C HLDGS INC COM 552676108 4,322 148,725 SH   DFND 1 148,725 0 0
M D C HLDGS INC COM 552676108 362 12,440 SH   DFND 4 12,440 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 392 9,524 SH   DFND 1 9,524 0 0
MACROGENICS INC COM 556099109 4,721 262,586 SH   DFND 4 262,586 0 0
MACYS INC COM 55616P104 4,342 180,689 SH   DFND 1 180,689 0 0
MACYS INC COM 55616P104 284 11,825 SH   DFND 2 11,825 0 0
MACYS INC COM 55616P104 123 5,100 SH   DFND 4 5,100 0 0
MADDEN STEVEN LTD COM 556269108 1,797 53,100 SH   DFND 4 53,100 0 0
MADDEN STEVEN LTD COM 556269108 7,591 224,305 SH   DFND 1 224,305 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 786 6,275 SH   DFND 3 6,275 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 828 6,607 SH   DFND 1 6,607 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 2,376 18,966 SH   DFND 2 18,966 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,989 30,171 SH   DFND 1 30,171 0 0
MAGNA INTL INC COM 559222401 5,798 119,076 SH   DFND 1 119,076 0 0
MAGNA INTL INC COM 559222401 1,159 23,800 SH   DFND 4 23,800 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 444 36,990 SH   DFND 1 36,990 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 3,764 313,693 SH   DFND 3 313,693 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 21 27,800 SH   DFND 4 27,800 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 900 32,622 SH   DFND 1 32,622 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,242 103,091 SH   DFND 1 103,091 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,370 154,991 SH   DFND 4 154,991 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 4 266 SH   DFND 1 266 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 1,605 96,400 SH   DFND 4 96,400 0 0
MANHATTAN ASSOCS INC COM 562750109 8,702 157,903 SH   DFND 1 157,903 0 0
MANHATTAN ASSOCS INC COM 562750109 28,260 512,800 SH   DFND 4 512,800 0 0
MANPOWERGROUP INC COM 56418H100 4,104 49,630 SH   DFND 1 49,630 0 0
MANPOWERGROUP INC COM 56418H100 169 2,045 SH   DFND 2 2,045 0 0
MANPOWERGROUP INC COM 56418H100 116 1,400 SH   DFND 4 1,400 0 0
MANTECH INTL CORP CL A 564563104 317 5,864 SH   DFND 1 5,864 0 0
MANTECH INTL CORP CL A 564563104 486 9,000 SH   DFND 3 9,000 0 0
MANULIFE FINL CORP COM 56501R106 4,681 276,700 SH   DFND 4 276,700 0 0
MANULIFE FINL CORP COM 56501R106 9,212 544,773 SH   DFND 1 544,773 0 0
MARATHON OIL CORP COM 565849106 531 31,800 SH   DFND 4 31,800 0 0
MARATHON OIL CORP COM 565849106 10,707 640,776 SH   DFND 3 640,776 0 0
MARATHON OIL CORP COM 565849106 5,760 344,710 SH   DFND 1 344,710 0 0
MARATHON OIL CORP COM 565849106 368 22,017 SH   DFND 2 22,017 0 0
MARATHON PETE CORP COM 56585A102 3,019 50,449 SH   DFND 2 50,449 0 0
MARATHON PETE CORP COM 56585A102 340 5,676 SH   DFND 3 5,676 0 0
MARATHON PETE CORP COM 56585A102 23,874 398,900 SH   DFND 4 398,900 0 0
MARCUS CORP COM 566330106 204 5,105 SH   DFND 1 5,105 0 0
MARCUS CORP COM 566330106 12,355 308,495 SH   DFND 4 308,495 0 0
MARINEMAX INC COM 567908108 17 910 SH   DFND 1 910 0 0
MARINEMAX INC COM 567908108 5,491 286,580 SH   DFND 4 286,580 0 0
MARKEL CORP COM 570535104 877 880 SH   DFND 3 880 0 0
MARKEL CORP COM 570535104 7,524 7,552 SH   DFND 4 7,552 0 0
MARKETAXESS HLDGS INC COM 57060D108 4,703 19,112 SH   DFND 1 19,112 0 0
MARRIOTT INTL INC NEW CL A 571903202 667 5,331 SH   DFND 1 5,331 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,180 17,434 SH   DFND 2 17,434 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,591 36,700 SH   DFND 4 36,700 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 28 300 SH   DFND 4 300 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 4,350 4,579,000 PRN   DFND 3 4,579,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,901 105,444 SH   DFND 1 105,444 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,928 20,537 SH   DFND 2 20,537 0 0
MARSH & MCLENNAN COS INC COM 571748102 11,418 121,600 SH   DFND 4 121,600 0 0
MASCO CORP COM 574599106 437 11,105 SH   DFND 2 11,105 0 0
MASCO CORP COM 574599106 55,371 1,408,584 SH   DFND 4 1,408,584 0 0
MASCO CORP COM 574599106 4,558 115,936 SH   DFND 1 115,936 0 0
MASIMO CORP COM 574795100 16,466 119,076 SH   DFND 4 119,076 0 0
MASIMO CORP COM 574795100 9,927 71,787 SH   DFND 1 71,787 0 0
MASONITE INTL CORP NEW COM 575385109 1,336 26,764 SH   DFND 1 26,764 0 0
MASONITE INTL CORP NEW COM 575385109 15 300 SH   DFND 4 300 0 0
MASTERCARD INC CL A 57636Q104 7,696 32,688 SH   DFND 1 32,688 0 0
MASTERCARD INC CL A 57636Q104 8,387 35,622 SH   DFND 2 35,622 0 0
MASTERCARD INC CL A 57636Q104 39,451 167,552 SH   DFND 3 167,552 0 0
MASTERCARD INC CL A 57636Q104 12,726 54,050 SH   DFND 4 54,050 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 9,498 420,802 SH   DFND 4 420,802 0 0
MATADOR RES CO COM 576485205 7,390 382,295 SH   DFND 3 382,295 0 0
MATADOR RES CO COM 576485205 876 45,305 SH   DFND 1 45,305 0 0
MATCH GROUP INC COM 57665R106 175 3,100 SH   DFND 4 3,100 0 0
MATCH GROUP INC COM 57665R106 5,047 89,155 SH   DFND 1 89,155 0 0
MATERION CORP COM 576690101 10,568 185,203 SH   DFND 4 185,203 0 0
MATRIX SVC CO COM 576853105 9,058 462,598 SH   DFND 4 462,598 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,576 48,450 SH   DFND 1 48,450 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 22,007 413,900 SH   DFND 4 413,900 0 0
MAXIMUS INC COM 577933104 10,776 151,814 SH   DFND 1 151,814 0 0
MAXIMUS INC COM 577933104 68,910 970,835 SH   DFND 4 970,835 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 9,601 2,147,775 SH   DFND 3 2,147,775 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,345 8,926 SH   DFND 3 8,926 0 0
MCCORMICK & CO INC COM NON VTG 579780206 16,410 108,942 SH   DFND 1 108,942 0 0
MCCORMICK & CO INC COM NON VTG 579780206 617 4,096 SH   DFND 2 4,096 0 0
MCDONALDS CORP COM 580135101 15,496 81,600 SH   DFND 4 81,600 0 0
MCDONALDS CORP COM 580135101 626 3,299 SH   DFND 3 3,299 0 0
MCDONALDS CORP COM 580135101 5,686 29,942 SH   DFND 1 29,942 0 0
MCDONALDS CORP COM 580135101 5,235 27,567 SH   DFND 2 27,567 0 0
MCGRATH RENTCORP COM 580589109 63 1,120 SH   DFND 1 1,120 0 0
MCGRATH RENTCORP COM 580589109 5,897 104,241 SH   DFND 4 104,241 0 0
MCKESSON CORP COM 58155Q103 6,567 56,093 SH   DFND 1 56,093 0 0
MCKESSON CORP COM 58155Q103 1,468 12,538 SH   DFND 2 12,538 0 0
MCKESSON CORP COM 58155Q103 2,283 19,500 SH   DFND 4 19,500 0 0
MDU RES GROUP INC COM 552690109 8,726 337,834 SH   DFND 1 337,834 0 0
MDU RES GROUP INC COM 552690109 313 12,100 SH   DFND 4 12,100 0 0
MEDICINES CO COM 584688105 1,640 58,673 SH   DFND 1 58,673 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 1,973 2,350,000 PRN   DFND 3 2,350,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 4,721 64,463 SH   DFND 1 64,463 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 229 3,131 SH   DFND 4 3,131 0 0
MEDIFAST INC COM 58470H101 3,499 27,430 SH   DFND 1 27,430 0 0
MEDIFAST INC COM 58470H101 9,222 72,299 SH   DFND 4 72,299 0 0
MEDNAX INC COM 58502B106 2,429 89,374 SH   DFND 1 89,374 0 0
MEDNAX INC COM 58502B106 49 1,800 SH   DFND 4 1,800 0 0
MEDPACE HLDGS INC COM 58506Q109 4,727 80,151 SH   DFND 1 80,151 0 0
MEDPACE HLDGS INC COM 58506Q109 14,219 241,116 SH   DFND 4 241,116 0 0
MEDTRONIC PLC SHS G5960L103 197,025 2,163,203 SH   DFND 4 2,163,203 0 0
MEDTRONIC PLC SHS G5960L103 9,106 99,971 SH   DFND 1 99,971 0 0
MEDTRONIC PLC SHS G5960L103 4,919 53,998 SH   DFND 2 53,998 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 3,576 158,300 SH   DFND 4 158,300 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 7,102 60,000 SH   DFND 3 60,000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,486 37,896 SH   DFND 1 37,896 0 0
MERCADOLIBRE INC COM 58733R102 2,166 4,265 SH   DFND 1 4,265 0 0
MERCER INTL INC COM 588056101 13 996 SH   DFND 1 996 0 0
MERCER INTL INC COM 588056101 1,735 128,431 SH   DFND 4 128,431 0 0
MERCK & CO INC COM 58933Y105 6,289 75,623 SH   DFND 1 75,623 0 0
MERCK & CO INC COM 58933Y105 8,038 96,640 SH   DFND 2 96,640 0 0
MERCK & CO INC COM 58933Y105 172 2,068 SH   DFND 3 2,068 0 0
MERCK & CO INC COM 58933Y105 10,317 124,050 SH   DFND 4 124,050 0 0
MERCURY GENL CORP NEW COM 589400100 9,718 194,092 SH   DFND 1 194,092 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 163 9,239 SH   DFND 1 9,239 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 3,815 216,663 SH   DFND 4 216,663 0 0
MERITAGE HOMES CORP COM 59001A102 2,706 60,527 SH   DFND 1 60,527 0 0
MERITAGE HOMES CORP COM 59001A102 3,242 72,514 SH   DFND 4 72,514 0 0
MERITOR INC COM 59001K100 4,456 218,980 SH   DFND 1 218,980 0 0
MERITOR INC COM 59001K100 5,494 270,000 SH   DFND 4 270,000 0 0
METHANEX CORP COM 59151K108 3,048 53,615 SH   DFND 1 53,615 0 0
METLIFE INC COM 59156R108 10,978 257,886 SH   DFND 1 257,886 0 0
METLIFE INC COM 59156R108 1,157 27,173 SH   DFND 2 27,173 0 0
METLIFE INC COM 59156R108 8,859 208,100 SH   DFND 4 208,100 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 29,759 41,160 SH   DFND 4 41,160 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,205 7,199 SH   DFND 1 7,199 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 701 969 SH   DFND 2 969 0 0
MGIC INVT CORP WIS COM 552848103 2,493 189,060 SH   DFND 1 189,060 0 0
MGIC INVT CORP WIS COM 552848103 56,929 4,316,103 SH   DFND 4 4,316,103 0 0
MGM RESORTS INTERNATIONAL COM 552953101 526 20,500 SH   DFND 4 20,500 0 0
MICHAELS COS INC COM 59408Q106 3,291 288,217 SH   DFND 1 288,217 0 0
MICHAELS COS INC COM 59408Q106 1,024 89,700 SH   DFND 4 89,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,999 36,159 SH   DFND 1 36,159 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1 8 SH   DFND 3 8 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 4,271 2,606,000 PRN   DFND 3 2,606,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 20,772 18,843,000 PRN   DFND 3 18,843,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 5,846 5,300,000 PRN   DFND 3 5,300,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,631 39,454 SH   DFND 2 39,454 0 0
MICRON TECHNOLOGY INC COM 595112103 249 6,034 SH   DFND 3 6,034 0 0
MICRON TECHNOLOGY INC COM 595112103 574 13,900 SH   DFND 4 13,900 0 0
MICRON TECHNOLOGY INC COM 595112103 1,878 45,432 SH   DFND 1 45,432 0 0
MICROSOFT CORP COM 594918104 9,066 76,870 SH   DFND 1 76,870 0 0
MICROSOFT CORP COM 594918104 28,703 243,367 SH   DFND 2 243,367 0 0
MICROSOFT CORP COM 594918104 35,794 303,493 SH   DFND 3 303,493 0 0
MICROSOFT CORP COM 594918104 218,097 1,849,222 SH   DFND 4 1,849,222 0 0
MICROSTRATEGY INC CL A NEW 594972408 396 2,742 SH   DFND 1 2,742 0 0
MICROSTRATEGY INC CL A NEW 594972408 14,540 100,800 SH   DFND 4 100,800 0 0
MID AMER APT CMNTYS INC COM 59522J103 249 2,275 SH   DFND 2 2,275 0 0
MIDDLEBY CORP COM 596278101 1,260 9,691 SH   DFND 1 9,691 0 0
MIDDLESEX WATER CO COM 596680108 462 8,244 SH   DFND 1 8,244 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 487 49,800 SH   DFND 4 49,800 0 0
MILACRON HLDGS CORP COM 59870L106 26 2,336 SH   DFND 1 2,336 0 0
MILACRON HLDGS CORP COM 59870L106 11,030 974,395 SH   DFND 4 974,395 0 0
MILLER HERMAN INC COM 600544100 2,597 73,822 SH   DFND 1 73,822 0 0
MILLER HERMAN INC COM 600544100 35 1,000 SH   DFND 4 1,000 0 0
MIMECAST LTD ORD SHS G14838109 453 9,568 SH   DFND 1 9,568 0 0
MIMECAST LTD ORD SHS G14838109 1,724 36,400 SH   DFND 4 36,400 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,660 62,257 SH   DFND 1 62,257 0 0
MINERALS TECHNOLOGIES INC COM 603158106 59 1,000 SH   DFND 4 1,000 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,065 14,539 SH   DFND 1 14,539 0 0
MKS INSTRUMENT INC COM 55306N104 5,834 62,699 SH   DFND 1 62,699 0 0
MKS INSTRUMENT INC COM 55306N104 344 3,700 SH   DFND 4 3,700 0 0
MOBILEIRON INC COM NEW 60739U204 447 81,629 SH   DFND 4 81,629 0 0
MODERNA INC COM 60770K107 1,955 96,104 SH   DFND 1 96,104 0 0
MOELIS & CO CL A 60786M105 1,434 34,461 SH   DFND 1 34,461 0 0
MOHAWK INDS INC COM 608190104 429 3,400 SH   DFND 4 3,400 0 0
MOHAWK INDS INC COM 608190104 265 2,101 SH   DFND 2 2,101 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,299 16,193 SH   DFND 1 16,193 0 0
MOLINA HEALTHCARE INC COM 60855R100 99 700 SH   DFND 4 700 0 0
MOLSON COORS BREWING CO CL B 60871R209 10,817 181,337 SH   DFND 1 181,337 0 0
MOLSON COORS BREWING CO CL B 60871R209 376 6,298 SH   DFND 2 6,298 0 0
MOLSON COORS BREWING CO CL B 60871R209 16,165 271,000 SH   DFND 4 271,000 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,841 126,676 SH   DFND 4 126,676 0 0
MOMO INC ADR 60879B107 59,284 1,550,308 SH   DFND 4 1,550,308 0 0
MONDELEZ INTL INC CL A 609207105 2,752 55,132 SH   DFND 2 55,132 0 0
MONDELEZ INTL INC CL A 609207105 118 2,356 SH   DFND 3 2,356 0 0
MONDELEZ INTL INC CL A 609207105 12,516 250,713 SH   DFND 1 250,713 0 0
MONDELEZ INTL INC CL A 609207105 7,598 152,200 SH   DFND 4 152,200 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 93 45,388 SH   DFND 4 45,388 0 0
MONGODB INC CL A 60937P106 1,338 9,100 SH   DFND 1 9,100 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 673 51,100 SH   DFND 4 51,100 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,757 20,350 SH   DFND 1 20,350 0 0
MONOLITHIC PWR SYS INC COM 609839105 10,995 81,153 SH   DFND 4 81,153 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 318 15,991 SH   DFND 1 15,991 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,420 71,400 SH   DFND 4 71,400 0 0
MONRO INC COM 610236101 619 7,156 SH   DFND 1 7,156 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 787 14,418 SH   DFND 2 14,418 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 208,092 3,812,600 SH   DFND 4 3,812,600 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 18,437 337,795 SH   DFND 1 337,795 0 0
MONTAGE RES CORP COM 61179L100 727 48,343 SH   DFND 3 48,343 0 0
MONTAGE RES CORP COM 61179L100 7,267 483,197 SH   DFND 2 483,197 0 0
MOODYS CORP COM 615369105 0 1 SH   DFND 1 1 0 0
MOODYS CORP COM 615369105 982 5,422 SH   DFND 2 5,422 0 0
MOOG INC CL A 615394202 4,031 46,358 SH   DFND 1 46,358 0 0
MOOG INC CL A 615394202 606 6,975 SH   DFND 4 6,975 0 0
MORGAN STANLEY COM NEW 617446448 4,300 101,906 SH   DFND 2 101,906 0 0
MORGAN STANLEY COM NEW 617446448 5,605 132,808 SH   DFND 3 132,808 0 0
MORGAN STANLEY COM NEW 617446448 236,957 5,615,092 SH   DFND 4 5,615,092 0 0
MORNINGSTAR INC COM 617700109 983 7,800 SH   DFND 4 7,800 0 0
MORNINGSTAR INC COM 617700109 1,362 10,815 SH   DFND 1 10,815 0 0
MOSAIC CO NEW COM 61945C103 3,911 143,200 SH   DFND 4 143,200 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 466 3,321 SH   DFND 2 3,321 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 25,732 183,250 SH   DFND 4 183,250 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,038 7,392 SH   DFND 1 7,392 0 0
MR COOPER GROUP INC COM 62482R107 4,437 462,667 SH   DFND 4 462,667 0 0
MRC GLOBAL INC COM 55345K103 4,289 245,387 SH   DFND 1 245,387 0 0
MSA SAFETY INC COM 553498106 10,045 97,144 SH   DFND 1 97,144 0 0
MSA SAFETY INC COM 553498106 176 1,700 SH   DFND 4 1,700 0 0
MSC INDL DIRECT INC CL A 553530106 695 8,408 SH   DFND 1 8,408 0 0
MSC INDL DIRECT INC CL A 553530106 223 2,700 SH   DFND 4 2,700 0 0
MSCI INC COM 55354G100 545 2,741 SH   DFND 2 2,741 0 0
MSCI INC COM 55354G100 71,163 357,890 SH   DFND 4 357,890 0 0
MSCI INC COM 55354G100 6,581 33,095 SH   DFND 1 33,095 0 0
MSG NETWORK INC CL A 553573106 3,530 162,300 SH   DFND 4 162,300 0 0
MSG NETWORK INC CL A 553573106 5,567 255,931 SH   DFND 1 255,931 0 0
MUELLER WTR PRODS INC COM SER A 624758108 3,096 308,455 SH   DFND 1 308,455 0 0
MUELLER WTR PRODS INC COM SER A 624758108 61 6,100 SH   DFND 4 6,100 0 0
MURPHY OIL CORP COM 626717102 11,294 385,471 SH   DFND 3 385,471 0 0
MURPHY OIL CORP COM 626717102 188 6,400 SH   DFND 4 6,400 0 0
MURPHY USA INC COM 626755102 4,875 56,938 SH   DFND 1 56,938 0 0
MURPHY USA INC COM 626755102 15,155 177,000 SH   DFND 4 177,000 0 0
MYERS INDS INC COM 628464109 253 14,800 SH   DFND 4 14,800 0 0
MYLAN N V SHS EURO N59465109 14,615 515,700 SH   DFND 4 515,700 0 0
MYOKARDIA INC COM 62857M105 747 14,359 SH   DFND 1 14,359 0 0
MYOKARDIA INC COM 62857M105 192 3,700 SH   DFND 4 3,700 0 0
MYR GROUP INC DEL COM 55405W104 1,407 40,632 SH   DFND 4 40,632 0 0
NANOMETRICS INC COM 630077105 129 4,180 SH   DFND 1 4,180 0 0
NANOMETRICS INC COM 630077105 2,567 83,114 SH   DFND 4 83,114 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 4,888 204,275 SH   DFND 4 204,275 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1,618 2,700,000 PRN   DFND 3 2,700,000 0 0
NASDAQ INC COM 631103108 72 819 SH   DFND 1 819 0 0
NASDAQ INC COM 631103108 318 3,638 SH   DFND 2 3,638 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,146 16,755 SH   DFND 4 16,755 0 0
NATIONAL BEVERAGE CORP COM 635017106 13,041 225,887 SH   DFND 1 225,887 0 0
NATIONAL BEVERAGE CORP COM 635017106 7,388 127,968 SH   DFND 4 127,968 0 0
NATIONAL CINEMEDIA INC COM 635309107 89 12,672 SH   DFND 1 12,672 0 0
NATIONAL CINEMEDIA INC COM 635309107 8 1,100 SH   DFND 4 1,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 14,195 232,855 SH   DFND 1 232,855 0 0
NATIONAL HEALTH INVS INC COM 63633D104 267 3,400 SH   DFND 4 3,400 0 0
NATIONAL INSTRS CORP COM 636518102 1,010 22,767 SH   DFND 1 22,767 0 0
NATIONAL INSTRS CORP COM 636518102 84 1,900 SH   DFND 4 1,900 0 0
NATIONAL VISION HLDGS INC COM 63845R107 515 16,400 SH   DFND 4 16,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 260 989 SH   DFND 1 989 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2,644 204,017 SH   DFND 4 204,017 0 0
NAVIENT CORPORATION COM 63938C108 3,368 291,118 SH   DFND 1 291,118 0 0
NAVIENT CORPORATION COM 63938C108 16,001 1,383,002 SH   DFND 4 1,383,002 0 0
NAVIGANT CONSULTING INC COM 63935N107 92 4,700 SH   DFND 4 4,700 0 0
NAVIGANT CONSULTING INC COM 63935N107 153 7,860 SH   DFND 1 7,860 0 0
NAVIGATORS GROUP INC COM 638904102 1,228 17,577 SH   DFND 1 17,577 0 0
NAVISTAR INTL CORP NEW COM 63934E108 9,865 305,406 SH   DFND 3 305,406 0 0
NAVISTAR INTL CORP NEW COM 63934E108 554 17,153 SH   DFND 1 17,153 0 0
NCI BUILDING SYS INC COM NEW 628852204 3,283 532,877 SH   DFND 4 532,877 0 0
NCR CORP NEW COM 62886E108 23,327 854,800 SH   DFND 4 854,800 0 0
NEKTAR THERAPEUTICS COM 640268108 513 15,268 SH   DFND 1 15,268 0 0
NEOGEN CORP COM 640491106 876 15,257 SH   DFND 1 15,257 0 0
NEOGEN CORP COM 640491106 207 3,600 SH   DFND 4 3,600 0 0
NEOGENOMICS INC COM NEW 64049M209 160 7,797 SH   DFND 1 7,797 0 0
NEOGENOMICS INC COM NEW 64049M209 43 2,100 SH   DFND 4 2,100 0 0
NETAPP INC COM 64110D104 54,543 786,600 SH   DFND 4 786,600 0 0
NETAPP INC COM 64110D104 2,430 35,039 SH   DFND 1 35,039 0 0
NETFLIX INC COM 64110L106 138 388 SH   DFND 3 388 0 0
NETFLIX INC COM 64110L106 5,209 14,610 SH   DFND 2 14,610 0 0
NETFLIX INC COM 64110L106 1,816 5,094 SH   DFND 1 5,094 0 0
NETSCOUT SYS INC COM 64115T104 1,808 64,425 SH   DFND 1 64,425 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 264 40,604 SH   DFND 4 40,604 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,029 11,684 SH   DFND 1 11,684 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,694 53,281 SH   DFND 2 53,281 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,331 15,113 SH   DFND 3 15,113 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 537 6,100 SH   DFND 4 6,100 0 0
NEVRO CORP COM 64157F103 1,017 16,274 SH   DFND 1 16,274 0 0
NEW AGE BEVERAGES CORP COM 64157V108 114 21,684 SH   DFND 3 21,684 0 0
NEW JERSEY RES COM 646025106 25 500 SH   DFND 4 500 0 0
NEW JERSEY RES COM 646025106 16,873 338,875 SH   DFND 1 338,875 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 186 17,700 SH   DFND 4 17,700 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,342 37,100 SH   DFND 4 37,100 0 0
NEW RELIC INC COM 64829B100 2,078 21,052 SH   DFND 1 21,052 0 0
NEW RELIC INC COM 64829B100 3,464 35,100 SH   DFND 4 35,100 0 0
NEW SR INVT GROUP INC COM 648691103 1,309 240,200 SH   DFND 4 240,200 0 0
NEW YORK TIMES CO CL A 650111107 592 18,016 SH   DFND 1 18,016 0 0
NEWELL BRANDS INC COM 651229106 2,809 183,084 SH   DFND 1 183,084 0 0
NEWMARKET CORP COM 651587107 3,374 7,783 SH   DFND 1 7,783 0 0
NEWMONT MNG CORP COM 651639106 36,862 1,030,540 SH   DFND 4 1,030,540 0 0
NEWMONT MNG CORP COM 651639106 1,369 38,274 SH   DFND 1 38,274 0 0
NEWMONT MNG CORP COM 651639106 572 15,981 SH   DFND 2 15,981 0 0
NEWMONT MNG CORP COM 651639106 75 2,110 SH   DFND 3 2,110 0 0
NEWS CORP NEW CL A 65249B109 60 4,800 SH   DFND 4 4,800 0 0
NEWS CORP NEW CL A 65249B109 3,253 261,531 SH   DFND 1 261,531 0 0
NEXA RES S A COM L67359106 3,399 272,993 SH   DFND 3 272,993 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 5,735 149,574 SH   DFND 4 149,574 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 3,209 29,612 SH   DFND 1 29,612 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 2,948 27,200 SH   DFND 4 27,200 0 0
NEXTERA ENERGY INC COM 65339F101 19,275 99,702 SH   DFND 1 99,702 0 0
NEXTERA ENERGY INC COM 65339F101 3,522 18,216 SH   DFND 2 18,216 0 0
NEXTERA ENERGY INC COM 65339F101 1,191 6,162 SH   DFND 3 6,162 0 0
NEXTERA ENERGY INC COM 65339F101 25,103 129,850 SH   DFND 4 129,850 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 190 11,272 SH   DFND 1 11,272 0 0
NIC INC COM 62914B100 355 20,761 SH   DFND 1 20,761 0 0
NIC INC COM 62914B100 11,687 683,874 SH   DFND 4 683,874 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 9,172 6,000,000 PRN   DFND 3 6,000,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 5,033 212,648 SH   DFND 1 212,648 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 326 13,773 SH   DFND 2 13,773 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 807 34,100 SH   DFND 4 34,100 0 0
NIKE INC CL B 654106103 2,906 34,501 SH   DFND 1 34,501 0 0
NIKE INC CL B 654106103 2,709 32,174 SH   DFND 2 32,174 0 0
NIKE INC CL B 654106103 3,125 36,906 SH   DFND 3 36,906 0 0
NIKE INC CL B 654106103 42,880 509,200 SH   DFND 4 509,200 0 0
NISOURCE INC COM 65473P105 564 19,666 SH   DFND 3 19,666 0 0
NOBLE CORP PLC SHS USD G65431101 2,947 1,026,945 SH   DFND 4 1,026,945 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,207 59,023 SH   DFND 1 59,023 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,356 66,300 SH   DFND 4 66,300 0 0
NORDSON CORP COM 655663102 948 7,156 SH   DFND 1 7,156 0 0
NORDSTROM INC COM 655664100 3,428 77,228 SH   DFND 1 77,228 0 0
NORDSTROM INC COM 655664100 186 4,191 SH   DFND 2 4,191 0 0
NORDSTROM INC COM 655664100 71 1,600 SH   DFND 4 1,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,057 21,713 SH   DFND 1 21,713 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,823 9,754 SH   DFND 2 9,754 0 0
NORFOLK SOUTHERN CORP COM 655844108 83,764 448,200 SH   DFND 4 448,200 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 262 95,800 SH   DFND 4 95,800 0 0
NORTHERN TR CORP COM 665859104 859 9,508 SH   DFND 1 9,508 0 0
NORTHERN TR CORP COM 665859104 555 6,135 SH   DFND 2 6,135 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,414 12,664 SH   DFND 4 12,664 0 0
NORTHWEST NAT HLDG CO COM 66765N105 2,940 44,798 SH   DFND 1 44,798 0 0
NORTHWESTERN CORP COM NEW 668074305 6,259 88,900 SH   DFND 4 88,900 0 0
NORTHWESTERN CORP COM NEW 668074305 19,578 278,054 SH   DFND 1 278,054 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,675 48,669 SH   DFND 1 48,669 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 11,874 216,041 SH   DFND 3 216,041 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 58,576 1,065,800 SH   DFND 4 1,065,800 0 0
NOVANTA INC COM 67000B104 2,076 24,496 SH   DFND 1 24,496 0 0
NOVOCURE LTD ORD SHS G6674U108 351 7,293 SH   DFND 1 7,293 0 0
NOVOCURE LTD ORD SHS G6674U108 34 700 SH   DFND 4 700 0 0
NRG ENERGY INC COM NEW 629377508 89,246 2,100,892 SH   DFND 4 2,100,892 0 0
NRG ENERGY INC COM NEW 629377508 26,669 627,782 SH   DFND 1 627,782 0 0
NRG ENERGY INC COM NEW 629377508 498 11,723 SH   DFND 2 11,723 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 105 2,200 SH   DFND 4 2,200 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,250 47,023 SH   DFND 1 47,023 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,834 698,946 SH   DFND 1 698,946 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 18,284 1,080,000 SH   DFND 4 1,080,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,656 11,447,000 PRN   DFND 3 11,447,000 0 0
NUCOR CORP COM 670346105 2,732 46,823 SH   DFND 1 46,823 0 0
NUCOR CORP COM 670346105 656 11,239 SH   DFND 2 11,239 0 0
NUCOR CORP COM 670346105 1,807 30,967 SH   DFND 3 30,967 0 0
NUTANIX INC CL A 67059N108 1,825 48,379 SH   DFND 1 48,379 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,151 3,900,000 PRN   DFND 3 3,900,000 0 0
NUTRIEN LTD COM 67077M108 2,641 50,062 SH   DFND 1 50,062 0 0
NUVASIVE INC COM 670704105 8,893 156,599 SH   DFND 1 156,599 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 14,225 12,800,000 PRN   DFND 3 12,800,000 0 0
NUVECTRA CORP COM 67075N108 3,170 287,933 SH   DFND 4 287,933 0 0
NVE CORP COM NEW 629445206 2,427 24,795 SH   DFND 4 24,795 0 0
NVENT ELECTRIC PLC SHS G6700G107 5,102 189,100 SH   DFND 4 189,100 0 0
NVIDIA CORP COM 67066G104 241 1,343 SH   DFND 1 1,343 0 0
NVIDIA CORP COM 67066G104 3,478 19,370 SH   DFND 2 19,370 0 0
NVIDIA CORP COM 67066G104 384 2,137 SH   DFND 3 2,137 0 0
NVR INC COM 62944T105 13,935 5,036 SH   DFND 4 5,036 0 0
NVR INC COM 62944T105 4,292 1,551 SH   DFND 1 1,551 0 0
NVR INC COM 62944T105 365 132 SH   DFND 2 132 0 0
NXP SEMICONDUCTORS N V COM N6596X109 52,822 597,600 SH   DFND 4 597,600 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,453 61,693 SH   DFND 3 61,693 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,104 23,813 SH   DFND 1 23,813 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 13,157 12,790,000 PRN   DFND 3 12,790,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,710 4,405 SH   DFND 1 4,405 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,493 8,995 SH   DFND 2 8,995 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 616 1,587 SH   DFND 3 1,587 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,132 5,490 SH   DFND 4 5,490 0 0
OCCIDENTAL PETE CORP COM 674599105 3,382 51,087 SH   DFND 1 51,087 0 0
OCCIDENTAL PETE CORP COM 674599105 2,107 31,822 SH   DFND 2 31,822 0 0
OCCIDENTAL PETE CORP COM 674599105 159 2,400 SH   DFND 4 2,400 0 0
OCEANEERING INTL INC COM 675232102 827 52,454 SH   DFND 1 52,454 0 0
OCEANEERING INTL INC COM 675232102 66 4,200 SH   DFND 4 4,200 0 0
OCULAR THERAPEUTIX INC COM 67576A100 6,842 1,723,456 SH   DFND 3 1,723,456 0 0
OCWEN FINL CORP COM NEW 675746309 5,260 2,889,858 SH   DFND 3 2,889,858 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 785 109,690 SH   DFND 2 109,690 0 0
OFFICE DEPOT INC COM 676220106 114 31,300 SH   DFND 4 31,300 0 0
OFG BANCORP COM 67103X102 7,482 378,080 SH   DFND 4 378,080 0 0
OGE ENERGY CORP COM 670837103 23,469 544,267 SH   DFND 1 544,267 0 0
OGE ENERGY CORP COM 670837103 333 7,717 SH   DFND 2 7,717 0 0
OGE ENERGY CORP COM 670837103 448 10,400 SH   DFND 4 10,400 0 0
OKTA INC CL A 679295105 1,024 12,372 SH   DFND 1 12,372 0 0
OKTA INC CL A 679295105 3,723 45,000 SH   DFND 3 45,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 1,937 13,419 SH   DFND 1 13,419 0 0
OLD REP INTL CORP COM 680223104 1,939 92,700 SH   DFND 4 92,700 0 0
OLD REP INTL CORP COM 680223104 10,841 518,214 SH   DFND 1 518,214 0 0
OLD SECOND BANCORP INC ILL COM 680277100 643 51,041 SH   DFND 4 51,041 0 0
OLIN CORP COM PAR $1 680665205 3,034 131,100 SH   DFND 4 131,100 0 0
OLIN CORP COM PAR $1 680665205 1,072 46,318 SH   DFND 1 46,318 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,435 28,535 SH   DFND 1 28,535 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 597 7,000 SH   DFND 4 7,000 0 0
OMNICELL INC COM 68213N109 2,143 26,499 SH   DFND 1 26,499 0 0
OMNICELL INC COM 68213N109 113 1,400 SH   DFND 4 1,400 0 0
OMNICOM GROUP INC COM 681919106 5,571 76,318 SH   DFND 1 76,318 0 0
OMNICOM GROUP INC COM 681919106 828 11,348 SH   DFND 3 11,348 0 0
OMNICOM GROUP INC COM 681919106 27,517 377,000 SH   DFND 4 377,000 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,298 469,840 SH   DFND 4 469,840 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,672 81,298 SH   DFND 1 81,298 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,596 77,600 SH   DFND 4 77,600 0 0
ON SEMICONDUCTOR CORP COM 682189105 314 15,248 SH   DFND 2 15,248 0 0
ON SEMICONDUCTOR CORP COM 682189105 16,840 818,650 SH   DFND 3 818,650 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,165 4,176,000 PRN   DFND 3 4,176,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 5,870 4,755,000 PRN   DFND 3 4,755,000 0 0
ONE GAS INC COM 68235P108 26,746 300,416 SH   DFND 1 300,416 0 0
ONE GAS INC COM 68235P108 935 10,500 SH   DFND 4 10,500 0 0
ONEMAIN HLDGS INC COM 68268W103 1,315 41,427 SH   DFND 1 41,427 0 0
ONEMAIN HLDGS INC COM 68268W103 457 14,400 SH   DFND 4 14,400 0 0
ONEOK INC NEW COM 682680103 7,221 103,397 SH   DFND 1 103,397 0 0
ONEOK INC NEW COM 682680103 203 2,900 SH   DFND 4 2,900 0 0
OOMA INC COM 683416101 520 39,300 SH   DFND 4 39,300 0 0
OPEN TEXT CORP COM 683715106 72,214 1,880,223 SH   DFND 4 1,880,223 0 0
OPEN TEXT CORP COM 683715106 9,314 242,359 SH   DFND 1 242,359 0 0
OPKO HEALTH INC COM 68375N103 251 96,200 SH   DFND 4 96,200 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,846 3,000,000 PRN   DFND 3 3,000,000 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 7,945 305,358 SH   DFND 4 305,358 0 0
ORACLE CORP COM 68389X105 12,114 225,556 SH   DFND 1 225,556 0 0
ORACLE CORP COM 68389X105 3,838 71,462 SH   DFND 2 71,462 0 0
ORACLE CORP COM 68389X105 244,770 4,557,250 SH   DFND 4 4,557,250 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 177 15,847 SH   DFND 1 15,847 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 45 4,000 SH   DFND 4 4,000 0 0
ORION ENGINEERED CARBONS S A COM L72967109 11,723 617,344 SH   DFND 4 617,344 0 0
ORION ENGINEERED CARBONS S A COM L72967109 2,110 111,117 SH   DFND 1 111,117 0 0
ORMAT TECHNOLOGIES INC COM 686688102 234 4,249 SH   DFND 1 4,249 0 0
ORTHOFIX MED INC COM 68752M108 15,002 265,942 SH   DFND 4 265,942 0 0
ORTHOFIX MED INC COM 68752M108 174 3,088 SH   DFND 1 3,088 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 226 20,100 SH   DFND 4 20,100 0 0
OTONOMY INC COM 68906L105 379 144,140 SH   DFND 4 144,140 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 653 285,277 SH   DFND 4 285,277 0 0
OWENS & MINOR INC NEW COM 690732102 242 59,010 SH   DFND 4 59,010 0 0
OWENS CORNING NEW COM 690742101 3,520 74,704 SH   DFND 1 74,704 0 0
OWENS CORNING NEW COM 690742101 187 3,968 SH   DFND 2 3,968 0 0
OWENS CORNING NEW COM 690742101 75 1,600 SH   DFND 4 1,600 0 0
OWENS ILL INC COM NEW 690768403 4,064 214,100 SH   DFND 4 214,100 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 6,145 356,624 SH   DFND 3 356,624 0 0
PACCAR INC COM 693718108 4,113 60,356 SH   DFND 1 60,356 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 139 19,185 SH   DFND 1 19,185 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 4,845 670,176 SH   DFND 3 670,176 0 0
PACKAGING CORP AMER COM 695156109 1,512 15,218 SH   DFND 1 15,218 0 0
PACKAGING CORP AMER COM 695156109 299 3,012 SH   DFND 2 3,012 0 0
PACKAGING CORP AMER COM 695156109 15,464 155,600 SH   DFND 4 155,600 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 259 8,689 SH   DFND 1 8,689 0 0
PALO ALTO NETWORKS INC COM 697435105 5,070 20,872 SH   DFND 1 20,872 0 0
PALO ALTO NETWORKS INC COM 697435105 878 3,613 SH   DFND 2 3,613 0 0
PALO ALTO NETWORKS INC COM 697435105 30,744 126,580 SH   DFND 4 126,580 0 0
PARAMOUNT GROUP INC COM 69924R108 44,263 3,119,324 SH   DFND 4 3,119,324 0 0
PARKER HANNIFIN CORP COM 701094104 2,326 13,552 SH   DFND 1 13,552 0 0
PARKER HANNIFIN CORP COM 701094104 814 4,741 SH   DFND 2 4,741 0 0
PARKER HANNIFIN CORP COM 701094104 1 7 SH   DFND 3 7 0 0
PARSLEY ENERGY INC CL A 701877102 9,606 497,732 SH   DFND 3 497,732 0 0
PARTY CITY HOLDCO INC COM 702149105 7 832 SH   DFND 1 832 0 0
PARTY CITY HOLDCO INC COM 702149105 98 12,300 SH   DFND 4 12,300 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 13,901 631,854 SH   DFND 1 631,854 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 231 10,500 SH   DFND 4 10,500 0 0
PATTERSON COMPANIES INC COM 703395103 6,649 304,289 SH   DFND 1 304,289 0 0
PAYCHEX INC COM 704326107 29,289 365,200 SH   DFND 4 365,200 0 0
PAYCHEX INC COM 704326107 9,863 122,980 SH   DFND 1 122,980 0 0
PAYCHEX INC COM 704326107 1,227 15,294 SH   DFND 2 15,294 0 0
PAYCHEX INC COM 704326107 12 150 SH   DFND 3 150 0 0
PAYCOM SOFTWARE INC COM 70432V102 113 600 SH   DFND 4 600 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,526 13,358 SH   DFND 1 13,358 0 0
PAYLOCITY HLDG CORP COM 70438V106 5,040 56,513 SH   DFND 1 56,513 0 0
PAYLOCITY HLDG CORP COM 70438V106 7,428 83,279 SH   DFND 4 83,279 0 0
PAYPAL HLDGS INC COM 70450Y103 8,490 81,759 SH   DFND 1 81,759 0 0
PAYPAL HLDGS INC COM 70450Y103 10,864 104,622 SH   DFND 2 104,622 0 0
PAYPAL HLDGS INC COM 70450Y103 878 8,457 SH   DFND 3 8,457 0 0
PBF ENERGY INC CL A 69318G106 1,935 62,137 SH   DFND 1 62,137 0 0
PBF ENERGY INC CL A 69318G106 330 10,600 SH   DFND 4 10,600 0 0
PCM INC COM 69323K100 1,550 42,308 SH   DFND 4 42,308 0 0
PDL BIOPHARMA INC COM 69329Y104 132 35,600 SH   DFND 4 35,600 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,773 97,874 SH   DFND 1 97,874 0 0
PEABODY ENERGY CORP NEW COM 704551100 8,022 283,164 SH   DFND 3 283,164 0 0
PEABODY ENERGY CORP NEW COM 704551100 31,094 1,097,547 SH   DFND 4 1,097,547 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,118 36,000 SH   DFND 4 36,000 0 0
PEGASYSTEMS INC COM 705573103 7,213 110,969 SH   DFND 1 110,969 0 0
PEGASYSTEMS INC COM 705573103 208 3,200 SH   DFND 4 3,200 0 0
PEMBINA PIPELINE CORP COM 706327103 5,014 136,393 SH   DFND 1 136,393 0 0
PEMBINA PIPELINE CORP COM 706327103 132 3,600 SH   DFND 4 3,600 0 0
PENN NATL GAMING INC COM 707569109 3,214 159,900 SH   DFND 1 159,900 0 0
PENN NATL GAMING INC COM 707569109 10,603 527,503 SH   DFND 4 527,503 0 0
PENNYMAC FINL SVCS INC COM 70932M107 3,268 146,934 SH   DFND 4 146,934 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 22 500 SH   DFND 4 500 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,081 91,406 SH   DFND 1 91,406 0 0
PENTAIR PLC SHS G7S00T104 4,165 93,562 SH   DFND 1 93,562 0 0
PENTAIR PLC SHS G7S00T104 18,476 415,100 SH   DFND 4 415,100 0 0
PENUMBRA INC COM 70975L107 239 1,627 SH   DFND 1 1,627 0 0
PEOPLES UTD FINL INC COM 712704105 8,674 527,629 SH   DFND 1 527,629 0 0
PEOPLES UTD FINL INC COM 712704105 153 9,331 SH   DFND 2 9,331 0 0
PEOPLES UTD FINL INC COM 712704105 753 45,800 SH   DFND 4 45,800 0 0
PEPSICO INC COM 713448108 21,947 179,083 SH   DFND 1 179,083 0 0
PEPSICO INC COM 713448108 5,769 47,071 SH   DFND 2 47,071 0 0
PEPSICO INC COM 713448108 11,865 96,814 SH   DFND 3 96,814 0 0
PEPSICO INC COM 713448108 57,509 469,268 SH   DFND 4 469,268 0 0
PERFICIENT INC COM 71375U101 3,221 117,600 SH   DFND 4 117,600 0 0
PERFICIENT INC COM 71375U101 340 12,424 SH   DFND 1 12,424 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 31,829 802,949 SH   DFND 4 802,949 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 8,007 202,010 SH   DFND 1 202,010 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 2,878 72,604 SH   DFND 3 72,604 0 0
PERKINELMER INC COM 714046109 5,197 53,927 SH   DFND 1 53,927 0 0
PERRIGO CO PLC SHS G97822103 482 10,000 SH   DFND 4 10,000 0 0
PERSPECTA INC COM 715347100 7,161 354,174 SH   DFND 1 354,174 0 0
PERSPECTA INC COM 715347100 499 24,703 SH   DFND 3 24,703 0 0
PERSPECTA INC COM 715347100 5,512 272,600 SH   DFND 4 272,600 0 0
PETMED EXPRESS INC COM 716382106 7 311 SH   DFND 1 311 0 0
PETMED EXPRESS INC COM 716382106 6,055 265,811 SH   DFND 4 265,811 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 19,881 1,390,300 SH   DFND 4 1,390,300 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 26,265 1,649,800 SH   DFND 4 1,649,800 0 0
PFENEX INC COM 717071104 420 67,884 SH   DFND 4 67,884 0 0
PFIZER INC COM 717081103 3,413 80,371 SH   DFND 1 80,371 0 0
PFIZER INC COM 717081103 8,162 192,180 SH   DFND 2 192,180 0 0
PFIZER INC COM 717081103 421 9,908 SH   DFND 3 9,908 0 0
PFIZER INC COM 717081103 6,889 162,200 SH   DFND 4 162,200 0 0
PG&E CORP COM 69331C108 3,560 200,000 SH Call DFND 2 200,000 0 0
PG&E CORP COM 69331C108 801 45,000 SH Call DFND 3 45,000 0 0
PGT INNOVATIONS INC COM 69336V101 197 14,200 SH   DFND 4 14,200 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 5,846 177,158 SH   DFND 4 177,158 0 0
PHILIP MORRIS INTL INC COM 718172109 8,065 91,235 SH   DFND 3 91,235 0 0
PHILIP MORRIS INTL INC COM 718172109 16,644 188,300 SH   DFND 4 188,300 0 0
PHILIP MORRIS INTL INC COM 718172109 5,175 58,545 SH   DFND 2 58,545 0 0
PHILIP MORRIS INTL INC COM 718172109 10,083 114,070 SH   DFND 1 114,070 0 0
PHILLIPS 66 COM 718546104 1,622 17,039 SH   DFND 2 17,039 0 0
PHILLIPS 66 COM 718546104 6,795 71,400 SH   DFND 4 71,400 0 0
PHILLIPS 66 COM 718546104 1,735 18,234 SH   DFND 1 18,234 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,674 464,000 SH   DFND 4 464,000 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 51 15,200 SH   DFND 4 15,200 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,627 73,000 SH   DFND 1 73,000 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 368 16,500 SH   DFND 4 16,500 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 8,218 82,028 SH   DFND 1 82,028 0 0
PINDUODUO INC SPONSORED ADS 722304102 453 18,252 SH   DFND 3 18,252 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,739 31,783 SH   DFND 1 31,783 0 0
PINNACLE WEST CAP CORP COM 723484101 19,574 204,789 SH   DFND 1 204,789 0 0
PINNACLE WEST CAP CORP COM 723484101 7,838 82,000 SH   DFND 4 82,000 0 0
PINNACLE WEST CAP CORP COM 723484101 413 4,325 SH   DFND 2 4,325 0 0
PIONEER NAT RES CO COM 723787107 2,867 18,827 SH   DFND 1 18,827 0 0
PIONEER NAT RES CO COM 723787107 1,279 8,399 SH   DFND 2 8,399 0 0
PIONEER NAT RES CO COM 723787107 292 1,918 SH   DFND 3 1,918 0 0
PITNEY BOWES INC COM 724479100 3,113 453,173 SH   DFND 1 453,173 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 673 32,247 SH   DFND 1 32,247 0 0
PLANET FITNESS INC CL A 72703H101 750 10,903 SH   DFND 1 10,903 0 0
PLANTRONICS INC NEW COM 727493108 1,222 26,500 SH   DFND 4 26,500 0 0
PLEXUS CORP COM 729132100 1,537 25,216 SH   DFND 1 25,216 0 0
PLURALSIGHT INC COM CL A 72941B106 1,596 50,262 SH   DFND 1 50,262 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,828 14,908 SH   DFND 1 14,908 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,930 15,734 SH   DFND 2 15,734 0 0
PNC FINL SVCS GROUP INC COM 693475105 17,970 146,500 SH   DFND 4 146,500 0 0
PNM RES INC COM 69349H107 5,176 109,335 SH   DFND 1 109,335 0 0
PNM RES INC COM 69349H107 38 800 SH   DFND 4 800 0 0
POLARIS INDS INC COM 731068102 781 9,256 SH   DFND 1 9,256 0 0
POLYONE CORP COM 73179P106 9,326 318,198 SH   DFND 1 318,198 0 0
POLYONE CORP COM 73179P106 1,849 63,100 SH   DFND 4 63,100 0 0
POOL CORPORATION COM 73278L105 4,235 25,671 SH   DFND 1 25,671 0 0
POOL CORPORATION COM 73278L105 19,433 117,800 SH   DFND 4 117,800 0 0
POPULAR INC COM NEW 733174700 8,052 154,468 SH   DFND 1 154,468 0 0
POPULAR INC COM NEW 733174700 46,693 895,700 SH   DFND 4 895,700 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 12,244 236,182 SH   DFND 1 236,182 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 17,019 328,300 SH   DFND 4 328,300 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 950 27,390 SH   DFND 1 27,390 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 2,665 76,800 SH   DFND 4 76,800 0 0
POSCO SPONSORED ADR 693483109 491 8,900 SH   DFND 4 8,900 0 0
POST HLDGS INC COM 737446104 3,913 35,768 SH   DFND 1 35,768 0 0
POST HLDGS INC COM 737446104 6,531 59,700 SH   DFND 4 59,700 0 0
POTBELLY CORP COM 73754Y100 981 115,239 SH   DFND 4 115,239 0 0
POWER INTEGRATIONS INC COM 739276103 1,334 19,073 SH   DFND 1 19,073 0 0
PPG INDS INC COM 693506107 2,562 22,702 SH   DFND 1 22,702 0 0
PPG INDS INC COM 693506107 973 8,619 SH   DFND 2 8,619 0 0
PPL CORP COM 69351T106 858 27,028 SH   DFND 2 27,028 0 0
PPL CORP COM 69351T106 8,164 257,202 SH   DFND 1 257,202 0 0
PRA GROUP INC COM 69354N106 428 15,977 SH   DFND 1 15,977 0 0
PRA HEALTH SCIENCES INC COM 69354M108 5,095 46,200 SH   DFND 4 46,200 0 0
PRA HEALTH SCIENCES INC COM 69354M108 6,552 59,404 SH   DFND 1 59,404 0 0
PREMIER INC CL A 74051N102 7,039 204,105 SH   DFND 1 204,105 0 0
PREMIER INC CL A 74051N102 87 2,510 SH   DFND 4 2,510 0 0
PRESIDIO INC COM 74102M103 319 21,586 SH   DFND 1 21,586 0 0
PRESIDIO INC COM 74102M103 105 7,100 SH   DFND 4 7,100 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,175 72,741 SH   DFND 1 72,741 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 10,446 349,256 SH   DFND 4 349,256 0 0
PRETIUM RES INC COM 74139C102 1,715 200,321 SH   DFND 1 200,321 0 0
PRETIUM RES INC COM 74139C102 2,614 305,393 SH   DFND 3 305,393 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,327 13,253 SH   DFND 1 13,253 0 0
PRICE T ROWE GROUP INC COM 74144T108 355 3,550 SH   DFND 2 3,550 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 13,056 9,600,000 PRN   DFND 3 9,600,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,584 5,050,000 PRN   DFND 3 5,050,000 0 0
PRIMERICA INC COM 74164M108 2,673 21,882 SH   DFND 1 21,882 0 0
PRIMERICA INC COM 74164M108 13,239 108,380 SH   DFND 4 108,380 0 0
PRIMO WTR CORP COM 74165N105 402 26,020 SH   DFND 4 26,020 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,797 115,511 SH   DFND 1 115,511 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1 23 SH   DFND 3 23 0 0
PROASSURANCE CORP COM 74267C106 1,125 32,510 SH   DFND 1 32,510 0 0
PROCTER AND GAMBLE CO COM 742718109 179 1,721 SH   DFND 3 1,721 0 0
PROCTER AND GAMBLE CO COM 742718109 141,089 1,355,976 SH   DFND 4 1,355,976 0 0
PROCTER AND GAMBLE CO COM 742718109 9,281 89,195 SH   DFND 2 89,195 0 0
PROCTER AND GAMBLE CO COM 742718109 8,637 83,011 SH   DFND 1 83,011 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 88 19,000 SH   DFND 4 19,000 0 0
PROGRESS SOFTWARE CORP COM 743312100 13,504 304,341 SH   DFND 1 304,341 0 0
PROGRESS SOFTWARE CORP COM 743312100 38,860 875,818 SH   DFND 4 875,818 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,416 61,255 SH   DFND 1 61,255 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,782 24,713 SH   DFND 2 24,713 0 0
PROGRESSIVE CORP OHIO COM 743315103 42 586 SH   DFND 3 586 0 0
PROLOGIS INC COM 74340W103 1,502 20,871 SH   DFND 2 20,871 0 0
PROOFPOINT INC COM 743424103 4,153 34,199 SH   DFND 1 34,199 0 0
PROOFPOINT INC COM 743424103 1,044 8,600 SH   DFND 4 8,600 0 0
PROPETRO HLDG CORP COM 74347M108 5,854 259,714 SH   DFND 4 259,714 0 0
PROPETRO HLDG CORP COM 74347M108 1,418 62,894 SH   DFND 1 62,894 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 757 750,000 PRN   DFND 3 750,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,073 15,539 SH   DFND 1 15,539 0 0
PROTHENA CORP PLC SHS G72800108 1,551 127,874 SH   DFND 4 127,874 0 0
PROTO LABS INC COM 743713109 6,562 62,418 SH   DFND 1 62,418 0 0
PROVIDENCE SVC CORP COM 743815102 69 1,041 SH   DFND 1 1,041 0 0
PROVIDENCE SVC CORP COM 743815102 966 14,500 SH   DFND 4 14,500 0 0
PRUDENTIAL FINL INC COM 744320102 6,072 66,089 SH   DFND 1 66,089 0 0
PRUDENTIAL FINL INC COM 744320102 707 7,700 SH   DFND 2 7,700 0 0
PRUDENTIAL FINL INC COM 744320102 28,226 307,200 SH   DFND 4 307,200 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,094 26,104 SH   DFND 4 26,104 0 0
PTC INC COM 69370C100 138 1,500 SH   DFND 4 1,500 0 0
PTC INC COM 69370C100 1,246 13,520 SH   DFND 1 13,520 0 0
PTC THERAPEUTICS INC COM 69366J200 3,800 100,954 SH   DFND 4 100,954 0 0
PTC THERAPEUTICS INC COM 69366J200 1,298 34,497 SH   DFND 3 34,497 0 0
PTC THERAPEUTICS INC COM 69366J200 18 468 SH   DFND 1 468 0 0
PTC THERAPEUTICS INC COM 69366J200 1,472 39,101 SH   DFND 2 39,101 0 0
PUBLIC STORAGE COM 74460D109 687 3,156 SH   DFND 2 3,156 0 0
PUBLIC STORAGE COM 74460D109 39 179 SH   DFND 3 179 0 0
PUBLIC STORAGE COM 74460D109 218 1,000 SH   DFND 4 1,000 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 5,733 96,501 SH   DFND 1 96,501 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,160 19,518 SH   DFND 2 19,518 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 20 340 SH   DFND 3 340 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 9,850 165,800 SH   DFND 4 165,800 0 0
PULTE GROUP INC COM 745867101 5,812 207,872 SH   DFND 1 207,872 0 0
PULTE GROUP INC COM 745867101 3,635 130,000 SH   DFND 4 130,000 0 0
PULTE GROUP INC COM 745867101 289 10,338 SH   DFND 2 10,338 0 0
PVH CORP COM 693656100 1,639 13,436 SH   DFND 1 13,436 0 0
PVH CORP COM 693656100 361 2,964 SH   DFND 2 2,964 0 0
PVH CORP COM 693656100 14 118 SH   DFND 3 118 0 0
PVH CORP COM 693656100 560 4,590 SH   DFND 4 4,590 0 0
Q2 HLDGS INC COM 74736L109 1,009 14,577 SH   DFND 1 14,577 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 11,835 9,000,000 PRN   DFND 3 9,000,000 0 0
QIAGEN NV SHS NEW N72482123 3,703 91,043 SH   DFND 1 91,043 0 0
QIAGEN NV SHS NEW N72482123 5,724 140,700 SH   DFND 4 140,700 0 0
QORVO INC COM 74736K101 774 10,787 SH   DFND 1 10,787 0 0
QTS RLTY TR INC COM CL A 74736A103 23,219 516,099 SH   DFND 4 516,099 0 0
QUAD / GRAPHICS INC COM CL A 747301109 9,880 830,294 SH   DFND 4 830,294 0 0
QUALCOMM INC COM 747525103 2,998 52,565 SH   DFND 2 52,565 0 0
QUALCOMM INC COM 747525103 90 1,583 SH   DFND 3 1,583 0 0
QUALCOMM INC COM 747525103 18,740 328,600 SH Call DFND 2 328,600 0 0
QUALCOMM INC COM 747525103 4,277 75,000 SH Call DFND 3 75,000 0 0
QUALCOMM INC COM 747525103 1,857 32,558 SH   DFND 1 32,558 0 0
QUALYS INC COM 74758T303 6,264 75,704 SH   DFND 1 75,704 0 0
QUALYS INC COM 74758T303 116 1,400 SH   DFND 4 1,400 0 0
QUANTA SVCS INC COM 74762E102 932 24,678 SH   DFND 1 24,678 0 0
QUANTA SVCS INC COM 74762E102 151 4,000 SH   DFND 4 4,000 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 102 4,199 SH   DFND 4 4,199 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,053 125,471 SH   DFND 3 125,471 0 0
QUDIAN INC ADR 747798106 2,495 493,056 SH   DFND 4 493,056 0 0
QUEST DIAGNOSTICS INC COM 74834L100 9,260 102,976 SH   DFND 1 102,976 0 0
QUEST DIAGNOSTICS INC COM 74834L100 413 4,593 SH   DFND 2 4,593 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,291 36,600 SH   DFND 4 36,600 0 0
QUIDEL CORP COM 74838J101 4,189 63,989 SH   DFND 1 63,989 0 0
QUIDEL CORP COM 74838J101 33 500 SH   DFND 4 500 0 0
QUINSTREET INC COM 74874Q100 168 12,544 SH   DFND 1 12,544 0 0
QUINSTREET INC COM 74874Q100 178 13,300 SH   DFND 4 13,300 0 0
QURATE RETAIL INC COM SER A 74915M100 1,621 101,453 SH   DFND 1 101,453 0 0
QURATE RETAIL INC COM SER A 74915M100 478 29,900 SH   DFND 4 29,900 0 0
RA PHARMACEUTICALS INC COM 74933V108 262 11,704 SH   DFND 3 11,704 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,321 58,953 SH   DFND 2 58,953 0 0
RADIAN GROUP INC COM 750236101 39,900 1,923,820 SH   DFND 4 1,923,820 0 0
RADIUS HEALTH INC COM NEW 750469207 8,994 451,012 SH   DFND 3 451,012 0 0
RADWARE LTD ORD M81873107 1,908 73,033 SH   DFND 4 73,033 0 0
RALPH LAUREN CORP CL A 751212101 6,052 46,670 SH   DFND 1 46,670 0 0
RALPH LAUREN CORP CL A 751212101 279 2,149 SH   DFND 2 2,149 0 0
RALPH LAUREN CORP CL A 751212101 91 700 SH   DFND 4 700 0 0
RAMBUS INC DEL COM 750917106 83 7,912 SH   DFND 1 7,912 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1,877 2,000,000 PRN   DFND 3 2,000,000 0 0
RAPID7 INC COM 753422104 1,846 36,472 SH   DFND 1 36,472 0 0
RAPID7 INC COM 753422104 51 1,000 SH   DFND 3 1,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 105 1,300 SH   DFND 4 1,300 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,992 49,651 SH   DFND 3 49,651 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 305 3,790 SH   DFND 2 3,790 0 0
RAYTHEON CO COM NEW 755111507 21,979 120,709 SH   DFND 4 120,709 0 0
RAYTHEON CO COM NEW 755111507 4,390 24,111 SH   DFND 1 24,111 0 0
RBC BEARINGS INC COM 75524B104 677 5,325 SH   DFND 1 5,325 0 0
RE MAX HLDGS INC CL A 75524W108 255 6,608 SH   DFND 1 6,608 0 0
REALOGY HLDGS CORP COM 75605Y106 1,861 163,259 SH   DFND 1 163,259 0 0
REALPAGE INC COM 75606N109 360 5,930 SH   DFND 1 5,930 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 3,853 2,500,000 PRN   DFND 3 2,500,000 0 0
REALTY INCOME CORP COM 756109104 224 3,044 SH   DFND 2 3,044 0 0
REALTY INCOME CORP COM 756109104 1,273 17,306 SH   DFND 3 17,306 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,803 21,090 SH   DFND 4 21,090 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,919 22,453 SH   DFND 1 22,453 0 0
RED HAT INC COM 756577102 91 500 SH   DFND 4 500 0 0
RED HAT INC COM 756577102 1,133 6,203 SH   DFND 2 6,203 0 0
RED HAT INC COM 756577102 51,334 280,973 SH   DFND 3 280,973 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 513 17,800 SH   DFND 4 17,800 0 0
RED ROCK RESORTS INC CL A 75700L108 211 8,179 SH   DFND 1 8,179 0 0
RED ROCK RESORTS INC CL A 75700L108 34 1,300 SH   DFND 4 1,300 0 0
REDFIN CORP COM 75737F108 1,892 93,360 SH   DFND 1 93,360 0 0
REGAL BELOIT CORP COM 758750103 4,069 49,696 SH   DFND 1 49,696 0 0
REGAL BELOIT CORP COM 758750103 4,560 55,700 SH   DFND 4 55,700 0 0
REGENERON PHARMACEUTICALS COM 75886F107 275 670 SH   DFND 4 670 0 0
REGENERON PHARMACEUTICALS COM 75886F107 894 2,178 SH   DFND 1 2,178 0 0
REGENERON PHARMACEUTICALS COM 75886F107 485 1,181 SH   DFND 2 1,181 0 0
REGENXBIO INC COM 75901B107 2,344 40,894 SH   DFND 4 40,894 0 0
REGENXBIO INC COM 75901B107 749 13,060 SH   DFND 1 13,060 0 0
REGIONAL MGMT CORP COM 75902K106 4,651 190,473 SH   DFND 4 190,473 0 0
REGIONS FINL CORP NEW COM 7591EP100 565 39,933 SH   DFND 1 39,933 0 0
REGIONS FINL CORP NEW COM 7591EP100 595 42,061 SH   DFND 2 42,061 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,551 250,903 SH   DFND 3 250,903 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,790 126,500 SH   DFND 4 126,500 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 8,798 61,966 SH   DFND 1 61,966 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,646 32,720 SH   DFND 4 32,720 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,796 75,295 SH   DFND 1 75,295 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 592 4,124 SH   DFND 3 4,124 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 818 5,700 SH   DFND 4 5,700 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 63 441 SH   DFND 1 441 0 0
RENASANT CORP COM 75970E107 4,497 132,833 SH   DFND 1 132,833 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5 208 SH   DFND 1 208 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,010 228,148 SH   DFND 3 228,148 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 12,046 548,529 SH   DFND 4 548,529 0 0
RENT A CTR INC NEW COM 76009N100 7 327 SH   DFND 1 327 0 0
RENT A CTR INC NEW COM 76009N100 13,019 623,832 SH   DFND 4 623,832 0 0
REPLIGEN CORP COM 759916109 2,903 49,129 SH   DFND 1 49,129 0 0
REPLIGEN CORP COM 759916109 1,217 20,600 SH   DFND 4 20,600 0 0
REPUBLIC BANCORP KY CL A 760281204 3,668 82,020 SH   DFND 4 82,020 0 0
REPUBLIC SVCS INC COM 760759100 611 7,604 SH   DFND 2 7,604 0 0
REPUBLIC SVCS INC COM 760759100 627 7,800 SH   DFND 3 7,800 0 0
REPUBLIC SVCS INC COM 760759100 17,760 220,950 SH   DFND 4 220,950 0 0
REPUBLIC SVCS INC COM 760759100 13,520 168,196 SH   DFND 1 168,196 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,697 139,776 SH   DFND 1 139,776 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 120 6,242 SH   DFND 3 6,242 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 3,067 159,000 SH   DFND 4 159,000 0 0
RESMED INC COM 761152107 7,531 72,427 SH   DFND 1 72,427 0 0
RESOLUTE FST PRODS INC COM 76117W109 3,383 428,194 SH   DFND 4 428,194 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 5,670 87,077 SH   DFND 1 87,077 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,119 17,184 SH   DFND 3 17,184 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,715 41,700 SH   DFND 4 41,700 0 0
RETAIL PPTYS AMER INC CL A 76131V202 8,784 720,600 SH   DFND 4 720,600 0 0
RETROPHIN INC COM 761299106 10 433 SH   DFND 1 433 0 0
RETROPHIN INC COM 761299106 1,383 61,112 SH   DFND 4 61,112 0 0
REXNORD CORP NEW COM 76169B102 415 16,500 SH   DFND 4 16,500 0 0
REXNORD CORP NEW COM 76169B102 1,056 41,999 SH   DFND 1 41,999 0 0
RH COM 74967X103 493 4,782 SH   DFND 1 4,782 0 0
RH COM 74967X103 10 100 SH   DFND 4 100 0 0
RIBBON COMMUNICATIONS INC COM 762544104 64 12,400 SH   DFND 4 12,400 0 0
RINGCENTRAL INC CL A 76680R206 305 2,829 SH   DFND 1 2,829 0 0
RINGCENTRAL INC CL A 76680R206 291 2,700 SH   DFND 4 2,700 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 2,135 1,500,000 PRN   DFND 3 1,500,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,822 83,008 SH   DFND 1 83,008 0 0
RLI CORP COM 749607107 3,495 48,714 SH   DFND 1 48,714 0 0
RMR GROUP INC CL A 74967R106 270 4,434 SH   DFND 1 4,434 0 0
ROBERT HALF INTL INC COM 770323103 3,577 54,900 SH   DFND 4 54,900 0 0
ROBERT HALF INTL INC COM 770323103 234 3,584 SH   DFND 2 3,584 0 0
ROBERT HALF INTL INC COM 770323103 3,781 58,034 SH   DFND 1 58,034 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,993 11,355 SH   DFND 1 11,355 0 0
ROCKWELL AUTOMATION INC COM 773903109 33 188 SH   DFND 3 188 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,352 59,000 SH   DFND 4 59,000 0 0
ROCKY BRANDS INC COM 774515100 4,144 172,942 SH   DFND 4 172,942 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 10,724 199,254 SH   DFND 1 199,254 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 170,669 3,172,464 SH   DFND 4 3,172,464 0 0
ROKU INC COM CL A 77543R102 2,238 34,695 SH   DFND 1 34,695 0 0
ROLLINS INC COM 775711104 71 1,700 SH   DFND 4 1,700 0 0
ROLLINS INC COM 775711104 1,085 26,049 SH   DFND 1 26,049 0 0
ROLLINS INC COM 775711104 185 4,453 SH   DFND 3 4,453 0 0
ROPER TECHNOLOGIES INC COM 776696106 38 110 SH   DFND 4 110 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,644 4,806 SH   DFND 1 4,806 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,969 5,759 SH   DFND 2 5,759 0 0
ROSETTA STONE INC COM 777780107 402 18,378 SH   DFND 4 18,378 0 0
ROSS STORES INC COM 778296103 3,035 32,601 SH   DFND 1 32,601 0 0
ROSS STORES INC COM 778296103 2,952 31,704 SH   DFND 2 31,704 0 0
ROSS STORES INC COM 778296103 84 901 SH   DFND 3 901 0 0
ROSS STORES INC COM 778296103 25,295 271,700 SH   DFND 4 271,700 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 573 53,143 SH   DFND 1 53,143 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 3,428 45,372 SH   DFND 1 45,372 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 31,726 420,390 SH   DFND 4 420,390 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,706 14,882 SH   DFND 1 14,882 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 596 5,200 SH   DFND 4 5,200 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 0 3 SH   DFND 3 3 0 0
ROYAL GOLD INC COM 780287108 2,841 31,254 SH   DFND 1 31,254 0 0
ROYAL GOLD INC COM 780287108 2,004 22,040 SH   DFND 4 22,040 0 0
RPC INC COM 749660106 1,335 117,012 SH   DFND 1 117,012 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 113 4,959 SH   DFND 1 4,959 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 820 35,981 SH   DFND 4 35,981 0 0
RUSH ENTERPRISES INC CL A 781846209 2,396 57,307 SH   DFND 4 57,307 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 66 2,586 SH   DFND 1 2,586 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 9,371 366,210 SH   DFND 4 366,210 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 11,064 147,633 SH   DFND 3 147,633 0 0
RYDER SYS INC COM 783549108 552 8,912 SH   DFND 1 8,912 0 0
RYDER SYS INC COM 783549108 68 1,100 SH   DFND 4 1,100 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 26,253 319,229 SH   DFND 4 319,229 0 0
S&P GLOBAL INC COM 78409V104 884 4,199 SH   DFND 2 4,199 0 0
S&P GLOBAL INC COM 78409V104 52,301 248,400 SH   DFND 4 248,400 0 0
SABRE CORP COM 78573M104 7,372 344,664 SH   DFND 1 344,664 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 52 11,407 SH   DFND 3 11,407 0 0
SAFETY INS GROUP INC COM 78648T100 377 4,327 SH   DFND 1 4,327 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,102 13,215 SH   DFND 1 13,215 0 0
SAIA INC COM 78709Y105 3,497 57,223 SH   DFND 1 57,223 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 723 25,168 SH   DFND 1 25,168 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 4,317 150,300 SH   DFND 4 150,300 0 0
SALESFORCE COM INC COM 79466L302 3,184 20,103 SH   DFND 1 20,103 0 0
SALESFORCE COM INC COM 79466L302 554 3,500 SH   DFND 4 3,500 0 0
SALESFORCE COM INC COM 79466L302 9,995 63,109 SH   DFND 3 63,109 0 0
SALESFORCE COM INC COM 79466L302 4,244 26,797 SH   DFND 2 26,797 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,777 150,859 SH   DFND 1 150,859 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,213 65,900 SH   DFND 4 65,900 0 0
SANDERSON FARMS INC COM 800013104 1,564 11,861 SH   DFND 1 11,861 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 4,938 615,736 SH   DFND 4 615,736 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 246 3,418 SH   DFND 1 3,418 0 0
SANGAMO THERAPEUTICS INC COM 800677106 981 102,798 SH   DFND 4 102,798 0 0
SANMINA CORPORATION COM 801056102 2,792 96,780 SH   DFND 1 96,780 0 0
SAREPTA THERAPEUTICS INC COM 803607100 501 4,200 SH   DFND 4 4,200 0 0
SAREPTA THERAPEUTICS INC COM 803607100 665 5,582 SH   DFND 1 5,582 0 0
SAREPTA THERAPEUTICS INC COM 803607100 3,576 30,000 SH   DFND 3 30,000 0 0
SAUL CTRS INC COM 804395101 2,398 46,687 SH   DFND 4 46,687 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 57 284 SH   DFND 3 284 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 33,253 166,550 SH   DFND 4 166,550 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 861 4,313 SH   DFND 2 4,313 0 0
SCHLUMBERGER LTD COM 806857108 3,794 87,077 SH   DFND 1 87,077 0 0
SCHLUMBERGER LTD COM 806857108 2,474 56,783 SH   DFND 2 56,783 0 0
SCHLUMBERGER LTD COM 806857108 1 21 SH   DFND 3 21 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,395 113,754 SH   DFND 1 113,754 0 0
SCHNITZER STL INDS CL A 806882106 28 1,184 SH   DFND 1 1,184 0 0
SCHNITZER STL INDS CL A 806882106 1,445 60,200 SH   DFND 4 60,200 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 231 3,000 SH   DFND 3 3,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 7,526 97,800 SH   DFND 4 97,800 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 10,272 133,493 SH   DFND 1 133,493 0 0
SCIENTIFIC GAMES CORP COM 80874P109 1,012 49,545 SH   DFND 1 49,545 0 0
SCORPIO TANKERS INC SHS Y7542C130 357 17,978 SH   DFND 3 17,978 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,460 18,572 SH   DFND 1 18,572 0 0
SEA LTD SPONSORED ADS 81141R100 529 22,500 SH   DFND 3 22,500 0 0
SEA LTD SPONSORED ADS 81141R100 56 2,400 SH   DFND 4 2,400 0 0
SEACOR HOLDINGS INC COM 811904101 5,815 137,542 SH   DFND 4 137,542 0 0
SEADRILL LTD COM G7998G106 7,232 870,243 SH   DFND 3 870,243 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 786 16,413 SH   DFND 1 16,413 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 445 9,296 SH   DFND 2 9,296 0 0
SEALED AIR CORP NEW COM 81211K100 40 862 SH   DFND 3 862 0 0
SEALED AIR CORP NEW COM 81211K100 60 1,300 SH   DFND 4 1,300 0 0
SEALED AIR CORP NEW COM 81211K100 3,104 67,393 SH   DFND 1 67,393 0 0
SEATTLE GENETICS INC COM 812578102 237 3,231 SH   DFND 2 3,231 0 0
SEATTLE GENETICS INC COM 812578102 300 4,100 SH   DFND 4 4,100 0 0
SEATTLE GENETICS INC COM 812578102 239 3,258 SH   DFND 1 3,258 0 0
SEAWORLD ENTMT INC COM 81282V100 1,883 73,070 SH   DFND 3 73,070 0 0
SEI INVESTMENTS CO COM 784117103 75 1,437 SH   DFND 1 1,437 0 0
SEI INVESTMENTS CO COM 784117103 15,557 297,750 SH   DFND 4 297,750 0 0
SELECT MED HLDGS CORP COM 81619Q105 6,086 431,945 SH   DFND 1 431,945 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,482 247,100 SH   DFND 4 247,100 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 7,479 159,900 SH   DFND 4 159,900 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 33 494 SH   DFND 1 494 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 622 9,400 SH   DFND 4 9,400 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 119 1,045 SH   DFND 1 1,045 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 649 5,700 SH   DFND 4 5,700 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 189 2,548 SH   DFND 1 2,548 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8,850 119,600 SH   DFND 4 119,600 0 0
SELECTA BIOSCIENCES INC COM 816212104 8,651 3,650,072 SH   DFND 3 3,650,072 0 0
SELECTIVE INS GROUP INC COM 816300107 2,158 34,090 SH   DFND 1 34,090 0 0
SEMPRA ENERGY COM 816851109 547 4,342 SH   DFND 1 4,342 0 0
SEMPRA ENERGY COM 816851109 1,330 10,568 SH   DFND 2 10,568 0 0
SEMPRA ENERGY COM 816851109 14 114 SH   DFND 3 114 0 0
SEMPRA ENERGY COM 816851109 12,724 101,100 SH   DFND 4 101,100 0 0
SEMTECH CORP COM 816850101 76 1,500 SH   DFND 4 1,500 0 0
SEMTECH CORP COM 816850101 2,488 48,873 SH   DFND 1 48,873 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6,935 588,714 SH   DFND 4 588,714 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 320 7,100 SH   DFND 4 7,100 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 634 14,075 SH   DFND 1 14,075 0 0
SENSEONICS HLDGS INC COM 81727U105 167 68,200 SH   DFND 4 68,200 0 0
SERVICE CORP INTL COM 817565104 7,823 194,836 SH   DFND 1 194,836 0 0
SERVICE CORP INTL COM 817565104 209 5,200 SH   DFND 4 5,200 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,669 99,976 SH   DFND 1 99,976 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 327 7,000 SH   DFND 4 7,000 0 0
SERVICENOW INC COM 81762P102 1,109 4,500 SH   DFND 1 4,500 0 0
SERVICENOW INC COM 81762P102 1,369 5,555 SH   DFND 2 5,555 0 0
SERVICENOW INC COM 81762P102 11,052 44,837 SH   DFND 3 44,837 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 9,256 5,000,000 PRN   DFND 3 5,000,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 402 19,300 SH   DFND 4 19,300 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,650 79,167 SH   DFND 1 79,167 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 5,356 120,737 SH   DFND 4 120,737 0 0
SHERWIN WILLIAMS CO COM 824348106 5,425 12,597 SH   DFND 1 12,597 0 0
SHERWIN WILLIAMS CO COM 824348106 1,290 2,994 SH   DFND 2 2,994 0 0
SHERWIN WILLIAMS CO COM 824348106 25 58 SH   DFND 3 58 0 0
SHERWIN WILLIAMS CO COM 824348106 16,272 37,780 SH   DFND 4 37,780 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 140 11,380 SH   DFND 1 11,380 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,878 476,376 SH   DFND 4 476,376 0 0
SHOE CARNIVAL INC COM 824889109 88 2,598 SH   DFND 1 2,598 0 0
SHOE CARNIVAL INC COM 824889109 3,952 116,128 SH   DFND 4 116,128 0 0
SHOPIFY INC CL A 82509L107 643 3,109 SH   DFND 1 3,109 0 0
SHUTTERFLY INC COM 82568P304 6,685 164,500 SH   DFND 4 164,500 0 0
SHUTTERSTOCK INC COM 825690100 1,922 41,220 SH   DFND 4 41,220 0 0
SHUTTERSTOCK INC COM 825690100 3,146 67,484 SH   DFND 1 67,484 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 541 130,933 SH   DFND 3 130,933 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 4,978 1,205,300 SH   DFND 4 1,205,300 0 0
SIERRA BANCORP COM 82620P102 3,144 129,385 SH   DFND 4 129,385 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 206 1,610 SH   DFND 2 1,610 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 5,523 43,123 SH   DFND 3 43,123 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,072 76,302 SH   DFND 1 76,302 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,905 70,151 SH   DFND 4 70,151 0 0
SILGAN HOLDINGS INC COM 827048109 1,383 46,678 SH   DFND 1 46,678 0 0
SIMON PPTY GROUP INC NEW COM 828806109 67,765 371,905 SH   DFND 4 371,905 0 0
SIMON PPTY GROUP INC NEW COM 828806109 0 2 SH   DFND 3 2 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,003 10,995 SH   DFND 2 10,995 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 426 7,185 SH   DFND 1 7,185 0 0
SINA CORP ORD G81477104 2,604 43,955 SH   DFND 1 43,955 0 0
SINA CORP ORD G81477104 39,152 660,897 SH   DFND 4 660,897 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,815 151,117 SH   DFND 1 151,117 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 10,613 275,800 SH   DFND 4 275,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,994 1,057,228 SH   DFND 1 1,057,228 0 0
SIRIUS XM HLDGS INC COM 82968B103 156 27,548 SH   DFND 2 27,548 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,545 978,000 SH   DFND 4 978,000 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,349 58,600 SH   DFND 1 58,600 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 979 19,836 SH   DFND 1 19,836 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 449 9,100 SH   DFND 4 9,100 0 0
SJW GROUP COM 784305104 3,390 54,900 SH   DFND 4 54,900 0 0
SKECHERS U S A INC CL A 830566105 8,824 262,545 SH   DFND 1 262,545 0 0
SKECHERS U S A INC CL A 830566105 6,011 178,854 SH   DFND 4 178,854 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,168 50,545 SH   DFND 1 50,545 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 11,819 143,300 SH   DFND 4 143,300 0 0
SLEEP NUMBER CORP COM 83125X103 7 140 SH   DFND 1 140 0 0
SLEEP NUMBER CORP COM 83125X103 26,812 570,462 SH   DFND 4 570,462 0 0
SLM CORP COM 78442P106 565 57,013 SH   DFND 1 57,013 0 0
SLM CORP COM 78442P106 16 1,600 SH   DFND 4 1,600 0 0
SM ENERGY CO COM 78454L100 585 33,440 SH   DFND 1 33,440 0 0
SM ENERGY CO COM 78454L100 4,822 275,700 SH   DFND 4 275,700 0 0
SMITH A O CORP COM 831865209 7,750 145,344 SH   DFND 1 145,344 0 0
SMUCKER J M CO COM NEW 832696405 3,223 27,663 SH   DFND 1 27,663 0 0
SMUCKER J M CO COM NEW 832696405 515 4,421 SH   DFND 2 4,421 0 0
SMUCKER J M CO COM NEW 832696405 20 175 SH   DFND 3 175 0 0
SMUCKER J M CO COM NEW 832696405 8,353 71,700 SH   DFND 4 71,700 0 0
SNAP INC CL A 83304A106 2,025 183,786 SH   DFND 1 183,786 0 0
SNAP ON INC COM 833034101 2,845 18,173 SH   DFND 1 18,173 0 0
SOLAR CAP LTD COM 83413U100 2,397 115,033 SH   DFND 4 115,033 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,357 36,009 SH   DFND 1 36,009 0 0
SOLARWINDS CORP COM 83417Q105 2,889 147,980 SH   DFND 1 147,980 0 0
SOLARWINDS CORP COM 83417Q105 273 14,000 SH   DFND 4 14,000 0 0
SONOCO PRODS CO COM 835495102 432 7,010 SH   DFND 1 7,010 0 0
SOTHEBYS COM 835898107 1,603 42,452 SH   DFND 1 42,452 0 0
SOTHEBYS COM 835898107 2,382 63,100 SH   DFND 4 63,100 0 0
SOUTH JERSEY INDS INC COM 838518108 515 16,063 SH   DFND 1 16,063 0 0
SOUTH ST CORP COM 840441109 246 3,594 SH   DFND 1 3,594 0 0
SOUTHERN CO COM 842587107 16,455 318,400 SH   DFND 1 318,400 0 0
SOUTHERN CO COM 842587107 1,864 36,063 SH   DFND 2 36,063 0 0
SOUTHERN CO COM 842587107 316 6,119 SH   DFND 3 6,119 0 0
SOUTHERN CO COM 842587107 21,804 421,900 SH   DFND 4 421,900 0 0
SOUTHWEST AIRLS CO COM 844741108 1,264 24,352 SH   DFND 2 24,352 0 0
SOUTHWEST AIRLS CO COM 844741108 25,875 498,465 SH   DFND 4 498,465 0 0
SOUTHWEST AIRLS CO COM 844741108 1,312 25,272 SH   DFND 1 25,272 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 757 9,200 SH   DFND 4 9,200 0 0
SOUTHWESTERN ENERGY CO COM 845467109 301 64,156 SH   DFND 1 64,156 0 0
SPARK THERAPEUTICS INC COM 84652J103 6,150 54,000 SH   DFND 3 54,000 0 0
SPARTANNASH CO COM 847215100 37 2,312 SH   DFND 1 2,312 0 0
SPARTANNASH CO COM 847215100 560 35,300 SH   DFND 4 35,300 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 268 2,200 SH   DFND 4 2,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 847 3,000 SH   DFND 4 3,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 67,444 1,875,006 SH   DFND 1 1,875,006 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 457 12,700 SH   DFND 4 12,700 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 3,067 59,738 SH   DFND 3 59,738 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 399 27,578 SH   DFND 4 27,578 0 0
SPIRE INC COM 84857L101 25 300 SH   DFND 4 300 0 0
SPIRE INC COM 84857L101 582 7,075 SH   DFND 1 7,075 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,429 15,610 SH   DFND 1 15,610 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 76,394 834,636 SH   DFND 4 834,636 0 0
SPLUNK INC COM 848637104 1,621 13,004 SH   DFND 1 13,004 0 0
SPLUNK INC COM 848637104 690 5,535 SH   DFND 2 5,535 0 0
SPLUNK INC COM 848637104 947 7,600 SH   DFND 4 7,600 0 0
SPOK HLDGS INC COM 84863T106 7,964 584,728 SH   DFND 4 584,728 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 53 11,100 SH   DFND 4 11,100 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 222 1,600 SH   DFND 4 1,600 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 6,506 46,868 SH   DFND 3 46,868 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 820 5,909 SH   DFND 1 5,909 0 0
SPRINT CORPORATION COM 85207U105 2,765 489,307 SH   DFND 4 489,307 0 0
SPRINT CORPORATION COM 85207U105 142 25,176 SH   DFND 2 25,176 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,180 101,238 SH   DFND 1 101,238 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,325 154,341 SH   DFND 2 154,341 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,317 153,989 SH   DFND 3 153,989 0 0
SPROUTS FMRS MKT INC COM 85208M102 43 2,000 SH   DFND 4 2,000 0 0
SPS COMMERCE INC COM 78463M107 9,585 90,375 SH   DFND 1 90,375 0 0
SPS COMMERCE INC COM 78463M107 6,608 62,300 SH   DFND 4 62,300 0 0
SPX FLOW INC COM 78469X107 6,773 212,316 SH   DFND 4 212,316 0 0
SQUARE INC CL A 852234103 764 10,203 SH   DFND 2 10,203 0 0
SQUARE INC CL A 852234103 482 6,439 SH   DFND 1 6,439 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 934 14,667 SH   DFND 1 14,667 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 911 14,300 SH   DFND 4 14,300 0 0
ST JOE CO COM 790148100 269 16,332 SH   DFND 1 16,332 0 0
ST JOE CO COM 790148100 23 1,400 SH   DFND 4 1,400 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 373 10,913 SH   DFND 1 10,913 0 0
STAMPS COM INC COM NEW 852857200 199 2,444 SH   DFND 1 2,444 0 0
STAMPS COM INC COM NEW 852857200 10,150 124,680 SH   DFND 4 124,680 0 0
STANLEY BLACK & DECKER INC COM 854502101 123 904 SH   DFND 1 904 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,421 25,126 SH   DFND 2 25,126 0 0
STANTEC INC COM 85472N109 376 15,900 SH   DFND 4 15,900 0 0
STARBUCKS CORP COM 855244109 168 2,264 SH   DFND 3 2,264 0 0
STARBUCKS CORP COM 855244109 314,644 4,232,500 SH   DFND 4 4,232,500 0 0
STARBUCKS CORP COM 855244109 3,070 41,297 SH   DFND 2 41,297 0 0
STARBUCKS CORP COM 855244109 7,863 105,780 SH   DFND 1 105,780 0 0
STARS GROUP INC COM 85570W100 5,637 321,912 SH   DFND 1 321,912 0 0
STATE STR CORP COM 857477103 874 13,267 SH   DFND 1 13,267 0 0
STATE STR CORP COM 857477103 3 46 SH   DFND 3 46 0 0
STEEL DYNAMICS INC COM 858119100 7,713 218,695 SH   DFND 1 218,695 0 0
STEEL DYNAMICS INC COM 858119100 293 8,305 SH   DFND 2 8,305 0 0
STEEL DYNAMICS INC COM 858119100 19,398 550,000 SH   DFND 4 550,000 0 0
STEELCASE INC CL A 858155203 2,228 153,127 SH   DFND 1 153,127 0 0
STEELCASE INC CL A 858155203 115 7,900 SH   DFND 4 7,900 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 5,822 453,108 SH   DFND 3 453,108 0 0
STEPAN CO COM 858586100 4,852 55,444 SH   DFND 4 55,444 0 0
STERICYCLE INC COM 858912108 1,991 36,594 SH   DFND 1 36,594 0 0
STERICYCLE INC COM 858912108 209 3,835 SH   DFND 4 3,835 0 0
STERIS PLC SHS USD G8473T100 7,780 60,767 SH   DFND 1 60,767 0 0
STERIS PLC SHS USD G8473T100 192 1,500 SH   DFND 4 1,500 0 0
STERLING CONSTRUCTION CO INC COM 859241101 1,220 97,472 SH   DFND 4 97,472 0 0
STEWART INFORMATION SVCS COR COM 860372101 320 7,493 SH   DFND 1 7,493 0 0
STONECASTLE FINL CORP COM 861780104 869 40,316 SH   DFND 4 40,316 0 0
STRATEGIC ED INC COM 86272C103 202 1,539 SH   DFND 1 1,539 0 0
STRATEGIC ED INC COM 86272C103 131 1,000 SH   DFND 4 1,000 0 0
STRYKER CORP COM 863667101 5,216 26,407 SH   DFND 1 26,407 0 0
STRYKER CORP COM 863667101 3,987 20,190 SH   DFND 2 20,190 0 0
SUMMIT MATLS INC CL A 86614U100 1,674 105,503 SH   DFND 1 105,503 0 0
SUN LIFE FINL INC COM 866796105 11,114 289,200 SH   DFND 4 289,200 0 0
SUN LIFE FINL INC COM 866796105 8,415 219,093 SH   DFND 1 219,093 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 952 76,485 SH   DFND 3 76,485 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,287 101,344 SH   DFND 1 101,344 0 0
SUNCOR ENERGY INC NEW COM 867224107 18,617 574,113 SH   DFND 3 574,113 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 3,848 4,750,000 PRN   DFND 3 4,750,000 0 0
SUNTRUST BKS INC COM 867914103 888 14,980 SH   DFND 2 14,980 0 0
SUNTRUST BKS INC COM 867914103 38 638 SH   DFND 3 638 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,255 92,878 SH   DFND 1 92,878 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,562 44,579 SH   DFND 4 44,579 0 0
SURFACE ONCOLOGY INC COM 86877M209 272 56,987 SH   DFND 2 56,987 0 0
SURMODICS INC COM 868873100 107 2,451 SH   DFND 1 2,451 0 0
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SVB FINL GROUP COM 78486Q101 63 285 SH   DFND 3 285 0 0
SVB FINL GROUP COM 78486Q101 396 1,780 SH   DFND 2 1,780 0 0
SYKES ENTERPRISES INC COM 871237103 333 11,766 SH   DFND 1 11,766 0 0
SYKES ENTERPRISES INC COM 871237103 45 1,600 SH   DFND 4 1,600 0 0
SYMANTEC CORP COM 871503108 6,368 277,001 SH   DFND 1 277,001 0 0
SYMANTEC CORP COM 871503108 632 27,482 SH   DFND 2 27,482 0 0
SYMANTEC CORP COM 871503108 178 7,762 SH   DFND 3 7,762 0 0
SYMANTEC CORP COM 871503108 61,282 2,665,600 SH   DFND 4 2,665,600 0 0
SYNAPTICS INC COM 87157D109 1 17 SH   DFND 1 17 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 11,217 12,200,000 PRN   DFND 3 12,200,000 0 0
SYNCHRONY FINL COM 87165B103 855 26,792 SH   DFND 2 26,792 0 0
SYNCHRONY FINL COM 87165B103 62,396 1,956,000 SH   DFND 4 1,956,000 0 0
SYNCHRONY FINL COM 87165B103 2,628 82,394 SH   DFND 1 82,394 0 0
SYNEOS HEALTH INC CL A 87166B102 2,475 47,830 SH   DFND 1 47,830 0 0
SYNNEX CORP COM 87162W100 5,686 59,606 SH   DFND 1 59,606 0 0
SYNOPSYS INC COM 871607107 5,954 51,710 SH   DFND 1 51,710 0 0
SYNOPSYS INC COM 871607107 4,814 41,805 SH   DFND 4 41,805 0 0
SYSCO CORP COM 871829107 2,122 31,786 SH   DFND 1 31,786 0 0
SYSCO CORP COM 871829107 1,089 16,316 SH   DFND 2 16,316 0 0
SYSCO CORP COM 871829107 457 6,839 SH   DFND 3 6,839 0 0
SYSCO CORP COM 871829107 18,322 274,450 SH   DFND 4 274,450 0 0
T MOBILE US INC COM 872590104 48,461 701,320 SH   DFND 4 701,320 0 0
T MOBILE US INC COM 872590104 2,109 30,522 SH   DFND 1 30,522 0 0
T MOBILE US INC COM 872590104 715 10,353 SH   DFND 2 10,353 0 0
TABLEAU SOFTWARE INC CL A 87336U105 1,568 12,324 SH   DFND 1 12,324 0 0
TAILORED BRANDS INC COM 87403A107 787 100,407 SH   DFND 4 100,407 0 0
TAILORED BRANDS INC COM 87403A107 7 864 SH   DFND 1 864 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 6,138 149,854 SH   DFND 3 149,854 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 49,250 1,202,400 SH   DFND 4 1,202,400 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,183 58,100 SH Call DFND 3 58,100 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,738 29,008 SH   DFND 1 29,008 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 4,748 131,593 SH   DFND 3 131,593 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 524 20,843 SH   DFND 1 20,843 0 0
TALOS ENERGY INC COM 87484T108 266 10,000 SH   DFND 3 10,000 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 25 400 SH   DFND 4 400 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 2,009 31,642 SH   DFND 1 31,642 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 8,625 411,100 SH   DFND 4 411,100 0 0
TAPESTRY INC COM 876030107 3,755 115,558 SH   DFND 1 115,558 0 0
TAPESTRY INC COM 876030107 330 10,170 SH   DFND 2 10,170 0 0
TAPESTRY INC COM 876030107 1,454 44,753 SH   DFND 3 44,753 0 0
TAPESTRY INC COM 876030107 1,342 41,300 SH   DFND 4 41,300 0 0
TARGA RES CORP COM 87612G101 357 8,593 SH   DFND 2 8,593 0 0
TARGET CORP COM 87612E106 5,156 64,234 SH   DFND 1 64,234 0 0
TARGET CORP COM 87612E106 1,900 23,678 SH   DFND 2 23,678 0 0
TARGET CORP COM 87612E106 1 15 SH   DFND 3 15 0 0
TARGET CORP COM 87612E106 27,690 345,000 SH   DFND 4 345,000 0 0
TAUBMAN CTRS INC COM 876664103 16,161 305,610 SH   DFND 4 305,610 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 5,108 287,819 SH   DFND 1 287,819 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,426 80,332 SH   DFND 4 80,332 0 0
TCF FINL CORP COM 872275102 3,485 168,415 SH   DFND 1 168,415 0 0
TCG BDC INC COM 872280102 595 41,068 SH   DFND 4 41,068 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1 17 SH   DFND 1 17 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 460 9,210 SH   DFND 2 9,210 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,825 96,535 SH   DFND 3 96,535 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,734 114,700 SH   DFND 4 114,700 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,838 22,752 SH   DFND 1 22,752 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,947 24,109 SH   DFND 2 24,109 0 0
TE CONNECTIVITY LTD REG SHS H84989104 129 1,600 SH   DFND 4 1,600 0 0
TECH DATA CORP COM 878237106 30,605 298,847 SH   DFND 4 298,847 0 0
TECH DATA CORP COM 878237106 5,335 52,096 SH   DFND 1 52,096 0 0
TECHNIPFMC PLC COM G87110105 40 1,700 SH   DFND 4 1,700 0 0
TECHNIPFMC PLC COM G87110105 1,344 57,164 SH   DFND 1 57,164 0 0
TECHNIPFMC PLC COM G87110105 33 1,407 SH   DFND 3 1,407 0 0
TECHTARGET INC COM 87874R100 84 5,192 SH   DFND 1 5,192 0 0
TECHTARGET INC COM 87874R100 241 14,800 SH   DFND 4 14,800 0 0
TECK RESOURCES LTD CL B 878742204 2,635 113,676 SH   DFND 1 113,676 0 0
TECK RESOURCES LTD CL B 878742204 21,712 936,676 SH   DFND 3 936,676 0 0
TECK RESOURCES LTD CL B 878742204 26,088 1,125,450 SH   DFND 4 1,125,450 0 0
TECK RESOURCES LTD CL B 878742204 12,749 550,000 SH Call DFND 3 550,000 0 0
TEEKAY CORPORATION COM Y8564W103 122 31,200 SH   DFND 4 31,200 0 0
TEGNA INC COM 87901J105 3,010 213,489 SH   DFND 1 213,489 0 0
TEGNA INC COM 87901J105 12,452 883,100 SH   DFND 4 883,100 0 0
TELADOC HEALTH INC COM 87918A105 386 6,935 SH   DFND 1 6,935 0 0
TELADOC HEALTH INC COM 87918A105 4,220 75,900 SH   DFND 3 75,900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 213 900 SH   DFND 4 900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,888 12,185 SH   DFND 1 12,185 0 0
TELEFLEX INC COM 879369106 9,159 30,312 SH   DFND 1 30,312 0 0
TELEFLEX INC COM 879369106 284 940 SH   DFND 4 940 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 8,501 276,617 SH   DFND 1 276,617 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 43,598 1,418,749 SH   DFND 4 1,418,749 0 0
TELLURIAN INC NEW COM 87968A104 660 58,958 SH   DFND 1 58,958 0 0
TELLURIAN INC NEW COM 87968A104 5,344 477,133 SH   DFND 3 477,133 0 0
TELUS CORP COM 87971M103 25,934 700,500 SH   DFND 4 700,500 0 0
TELUS CORP COM 87971M103 9,947 268,542 SH   DFND 1 268,542 0 0
TEMPUR SEALY INTL INC COM 88023U101 87 1,500 SH   DFND 4 1,500 0 0
TEMPUR SEALY INTL INC COM 88023U101 418 7,245 SH   DFND 3 7,245 0 0
TEMPUR SEALY INTL INC COM 88023U101 3,093 53,635 SH   DFND 1 53,635 0 0
TENABLE HLDGS INC COM 88025T102 1,154 36,443 SH   DFND 1 36,443 0 0
TENABLE HLDGS INC COM 88025T102 293 9,254 SH   DFND 4 9,254 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 6,286 217,969 SH   DFND 1 217,969 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 131 4,539 SH   DFND 3 4,539 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,305 114,600 SH   DFND 4 114,600 0 0
TERADATA CORP DEL COM 88076W103 9,309 213,270 SH   DFND 1 213,270 0 0
TERADATA CORP DEL COM 88076W103 157 3,600 SH   DFND 4 3,600 0 0
TERADYNE INC COM 880770102 127 3,200 SH   DFND 4 3,200 0 0
TERADYNE INC COM 880770102 4,465 112,081 SH   DFND 1 112,081 0 0
TEREX CORP NEW COM 880779103 1,655 51,500 SH   DFND 4 51,500 0 0
TESLA INC COM 88160R101 1,187 4,240 SH   DFND 3 4,240 0 0
TESLA INC COM 88160R101 2,453 8,766 SH   DFND 1 8,766 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 19,956 19,400,000 PRN   DFND 3 19,400,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,213 3,850,000 PRN   DFND 3 3,850,000 0 0
TETRA TECH INC NEW COM 88162G103 5,719 95,969 SH   DFND 1 95,969 0 0
TETRA TECH INC NEW COM 88162G103 4,100 68,800 SH   DFND 4 68,800 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 705 526,454 SH   DFND 4 526,454 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8,245 151,041 SH   DFND 3 151,041 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,691 49,300 SH   DFND 4 49,300 0 0
TEXAS INSTRS INC COM 882508104 3,666 34,563 SH   DFND 2 34,563 0 0
TEXAS INSTRS INC COM 882508104 2,346 22,119 SH   DFND 1 22,119 0 0
TEXAS INSTRS INC COM 882508104 42,269 398,500 SH   DFND 4 398,500 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 962 1,243 SH   DFND 1 1,243 0 0
TEXAS ROADHOUSE INC COM 882681109 8,910 143,269 SH   DFND 1 143,269 0 0
TEXAS ROADHOUSE INC COM 882681109 1,118 17,980 SH   DFND 4 17,980 0 0
TEXTRON INC COM 883203101 2,199 43,400 SH   DFND 4 43,400 0 0
TG THERAPEUTICS INC COM 88322Q108 1,062 132,117 SH   DFND 2 132,117 0 0
TG THERAPEUTICS INC COM 88322Q108 463 57,619 SH   DFND 3 57,619 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 443 10,350 SH   DFND 1 10,350 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 1,463 34,225 SH   DFND 2 34,225 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 34 806 SH   DFND 3 806 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 188 4,400 SH   DFND 4 4,400 0 0
THE TRADE DESK INC COM CL A 88339J105 707 3,569 SH   DFND 1 3,569 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5,094 5,000,000 PRN   DFND 3 5,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,987 25,524 SH   DFND 1 25,524 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,259 15,560 SH   DFND 2 15,560 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 10,204 37,280 SH   DFND 4 37,280 0 0
THIRD PT REINS LTD COM G8827U100 131 12,661 SH   DFND 1 12,661 0 0
THIRD PT REINS LTD COM G8827U100 16,666 1,605,629 SH   DFND 4 1,605,629 0 0
THOMSON REUTERS CORP COM NEW 884903709 13,202 223,015 SH   DFND 1 223,015 0 0
THOMSON REUTERS CORP COM NEW 884903709 207 3,500 SH   DFND 4 3,500 0 0
THOR INDS INC COM 885160101 2,314 37,100 SH   DFND 4 37,100 0 0
TIER REIT INC COM NEW 88650V208 1,631 56,900 SH   DFND 4 56,900 0 0
TIFFANY & CO NEW COM 886547108 1,052 9,965 SH   DFND 1 9,965 0 0
TIFFANY & CO NEW COM 886547108 3 30 SH   DFND 3 30 0 0
TIFFANY & CO NEW COM 886547108 3,446 32,650 SH   DFND 4 32,650 0 0
TILLYS INC CL A 886885102 287 25,800 SH   DFND 4 25,800 0 0
TILRAY INC COM CL 2 88688T100 1,448 22,087 SH   DFND 1 22,087 0 0
TIMKEN CO COM 887389104 761 17,441 SH   DFND 1 17,441 0 0
TIMKEN CO COM 887389104 3,098 71,038 SH   DFND 3 71,038 0 0
TITAN INTL INC ILL COM 88830M102 72 12,000 SH   DFND 4 12,000 0 0
TITAN MACHY INC COM 88830R101 1,096 70,448 SH   DFND 4 70,448 0 0
TIVITY HEALTH INC COM 88870R102 53 3,002 SH   DFND 1 3,002 0 0
TIVITY HEALTH INC COM 88870R102 15,036 856,271 SH   DFND 4 856,271 0 0
TIVO CORP COM 88870P106 7,813 838,256 SH   DFND 1 838,256 0 0
TIVO CORP COM 88870P106 2,181 234,029 SH   DFND 4 234,029 0 0
TJX COS INC NEW COM 872540109 4,021 75,564 SH   DFND 1 75,564 0 0
TJX COS INC NEW COM 872540109 6,667 125,290 SH   DFND 2 125,290 0 0
TJX COS INC NEW COM 872540109 126 2,375 SH   DFND 3 2,375 0 0
TJX COS INC NEW COM 872540109 46,793 879,400 SH   DFND 4 879,400 0 0
TOLL BROTHERS INC COM 889478103 1,598 44,153 SH   DFND 1 44,153 0 0
TOOTSIE ROLL INDS INC COM 890516107 328 8,798 SH   DFND 1 8,798 0 0
TOPBUILD CORP COM 89055F103 1,398 21,562 SH   DFND 1 21,562 0 0
TORCHMARK CORP COM 891027104 6,470 78,958 SH   DFND 1 78,958 0 0
TORCHMARK CORP COM 891027104 4,261 52,000 SH   DFND 4 52,000 0 0
TORO CO COM 891092108 4,832 70,201 SH   DFND 1 70,201 0 0
TORO CO COM 891092108 27,681 402,100 SH   DFND 4 402,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,925 53,832 SH   DFND 1 53,832 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 28,844 531,353 SH   DFND 4 531,353 0 0
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TOTAL SYS SVCS INC COM 891906109 504 5,308 SH   DFND 2 5,308 0 0
TOWER INTL INC COM 891826109 2,848 135,420 SH   DFND 4 135,420 0 0
TPI COMPOSITES INC COM 87266J104 35 1,222 SH   DFND 1 1,222 0 0
TPI COMPOSITES INC COM 87266J104 226 7,900 SH   DFND 4 7,900 0 0
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TRACTOR SUPPLY CO COM 892356106 3,414 34,928 SH   DFND 1 34,928 0 0
TRACTOR SUPPLY CO COM 892356106 461 4,716 SH   DFND 2 4,716 0 0
TRACTOR SUPPLY CO COM 892356106 399 4,084 SH   DFND 3 4,084 0 0
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TRANSUNION COM 89400J107 294 4,400 SH   DFND 4 4,400 0 0
TRAVELERS COMPANIES INC COM 89417E109 12,505 91,171 SH   DFND 1 91,171 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,154 8,410 SH   DFND 2 8,410 0 0
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TRINET GROUP INC COM 896288107 317 5,300 SH   DFND 4 5,300 0 0
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TRUEBLUE INC COM 89785X101 122 5,169 SH   DFND 1 5,169 0 0
TRUSTMARK CORP COM 898402102 3,068 91,240 SH   DFND 1 91,240 0 0
TTEC HLDGS INC COM 89854H102 352 9,713 SH   DFND 1 9,713 0 0
TTM TECHNOLOGIES INC COM 87305R109 263 22,388 SH   DFND 1 22,388 0 0
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TUPPERWARE BRANDS CORP COM 899896104 2,547 99,587 SH   DFND 1 99,587 0 0
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TYSON FOODS INC CL A 902494103 11,668 168,057 SH   DFND 1 168,057 0 0
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U S G CORP COM NEW 903293405 15,739 363,501 SH   DFND 3 363,501 0 0
U S SILICA HLDGS INC COM 90346E103 252 14,541 SH   DFND 4 14,541 0 0
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UGI CORP NEW COM 902681105 372 6,716 SH   DFND 2 6,716 0 0
UGI CORP NEW COM 902681105 9,800 176,826 SH   DFND 4 176,826 0 0
ULTA BEAUTY INC COM 90384S303 1,926 5,524 SH   DFND 1 5,524 0 0
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ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 3,540 51,044 SH   DFND 4 51,044 0 0
UMB FINL CORP COM 902788108 3,808 59,468 SH   DFND 1 59,468 0 0
UMPQUA HLDGS CORP COM 904214103 3,173 192,298 SH   DFND 1 192,298 0 0
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UNION PACIFIC CORP COM 907818108 198 1,187 SH   DFND 3 1,187 0 0
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UNIQURE NV SHS N90064101 1,849 31,004 SH   DFND 1 31,004 0 0
UNISYS CORP COM NEW 909214306 251 21,469 SH   DFND 1 21,469 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,700 46,898 SH   DFND 1 46,898 0 0
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UNITED CONTL HLDGS INC COM 910047109 0 5 SH   DFND 1 5 0 0
UNITED CONTL HLDGS INC COM 910047109 196 2,456 SH   DFND 2 2,456 0 0
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UNITED PARCEL SERVICE INC CL B 911312106 4,683 41,910 SH   DFND 1 41,910 0 0
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UNITED RENTALS INC COM 911363109 46,272 405,006 SH   DFND 4 405,006 0 0
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UNITED RENTALS INC COM 911363109 1,492 13,055 SH   DFND 1 13,055 0 0
UNITED STATES CELLULAR CORP COM 911684108 2,192 47,751 SH   DFND 4 47,751 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,190 9,233 SH   DFND 1 9,233 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,716 28,833 SH   DFND 2 28,833 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 8,695 35,168 SH   DFND 1 35,168 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,950 32,154 SH   DFND 2 32,154 0 0
UNITEDHEALTH GROUP INC COM 91324P102 28 115 SH   DFND 3 115 0 0
UNITEDHEALTH GROUP INC COM 91324P102 99,871 403,910 SH   DFND 4 403,910 0 0
UNITIL CORP COM 913259107 3,156 58,261 SH   DFND 4 58,261 0 0
UNIVAR INC COM 91336L107 158 7,120 SH   DFND 1 7,120 0 0
UNIVAR INC COM 91336L107 2,050 92,512 SH   DFND 4 92,512 0 0
UNIVERSAL CORP VA COM 913456109 5,845 101,424 SH   DFND 4 101,424 0 0
UNIVERSAL CORP VA COM 913456109 118 2,042 SH   DFND 1 2,042 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,462 9,567 SH   DFND 1 9,567 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,233 41,244 SH   DFND 1 41,244 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,598 79,227 SH   DFND 1 79,227 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 370 2,769 SH   DFND 2 2,769 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 113 843 SH   DFND 3 843 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 17,584 131,450 SH   DFND 4 131,450 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 367 11,847 SH   DFND 1 11,847 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 2,248 72,500 SH   DFND 4 72,500 0 0
UNUM GROUP COM 91529Y106 8,120 240,023 SH   DFND 1 240,023 0 0
UNUM GROUP COM 91529Y106 261 7,716 SH   DFND 2 7,716 0 0
UNUM GROUP COM 91529Y106 21,276 628,920 SH   DFND 4 628,920 0 0
URBAN OUTFITTERS INC COM 917047102 37 1,258 SH   DFND 1 1,258 0 0
URBAN OUTFITTERS INC COM 917047102 12,656 427,000 SH   DFND 4 427,000 0 0
UROGEN PHARMA LTD COM M96088105 13 349 SH   DFND 1 349 0 0
UROGEN PHARMA LTD COM M96088105 6,599 178,647 SH   DFND 3 178,647 0 0
US BANCORP DEL COM NEW 902973304 2,869 59,544 SH   DFND 2 59,544 0 0
US BANCORP DEL COM NEW 902973304 21,977 456,050 SH   DFND 4 456,050 0 0
US FOODS HLDG CORP COM 912008109 4,151 118,916 SH   DFND 1 118,916 0 0
US FOODS HLDG CORP COM 912008109 5,645 161,700 SH   DFND 4 161,700 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 72 17,264 SH   DFND 4 17,264 0 0
USA TRUCK INC COM 902925106 1,821 126,106 SH   DFND 4 126,106 0 0
USANA HEALTH SCIENCES INC COM 90328M107 7,052 84,083 SH   DFND 1 84,083 0 0
USANA HEALTH SCIENCES INC COM 90328M107 11,406 135,995 SH   DFND 4 135,995 0 0
UTAH MED PRODS INC COM 917488108 343 3,889 SH   DFND 4 3,889 0 0
V F CORP COM 918204108 1,476 16,985 SH   DFND 2 16,985 0 0
V F CORP COM 918204108 3,502 40,300 SH   DFND 4 40,300 0 0
V F CORP COM 918204108 2,332 26,833 SH   DFND 1 26,833 0 0
VAIL RESORTS INC COM 91879Q109 65 300 SH   DFND 4 300 0 0
VAIL RESORTS INC COM 91879Q109 2,416 11,118 SH   DFND 1 11,118 0 0
VALE S A SPONSORED ADS 91912E105 131,541 10,072,076 SH   DFND 4 10,072,076 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,000 23,586 SH   DFND 1 23,586 0 0
VALERO ENERGY CORP NEW COM 91913Y100 33,855 399,090 SH   DFND 4 399,090 0 0
VALMONT INDS INC COM 920253101 3,073 23,621 SH   DFND 1 23,621 0 0
VALVOLINE INC COM 92047W101 1,383 74,473 SH   DFND 1 74,473 0 0
VANDA PHARMACEUTICALS INC COM 921659108 271 14,721 SH   DFND 4 14,721 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 19,205 305,951 SH   DFND 1 305,951 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 2,774 83,167 SH   DFND 1 83,167 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2,484 120,603 SH   DFND 1 120,603 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 4,738 230,000 SH   DFND 4 230,000 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 1,599 96,528 SH   DFND 1 96,528 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 8,050 101,146 SH   DFND 1 101,146 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 560 6,900 SH   DFND 4 6,900 0 0
VANGUARD GROUP DIV APP ETF 921908844 219 2,000 SH   DFND 4 2,000 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 19,101 219,782 SH   DFND 1 219,782 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 313 3,600 SH   DFND 4 3,600 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 29,347 690,522 SH   DFND 1 690,522 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 565 13,300 SH   DFND 4 13,300 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1,957 22,530 SH   DFND 1 22,530 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,059 13,275 SH   DFND 4 13,275 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 871 21,300 SH   DFND 4 21,300 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 214 2,500 SH   DFND 4 2,500 0 0
VAREX IMAGING CORP COM 92214X106 161 4,743 SH   DFND 1 4,743 0 0
VAREX IMAGING CORP COM 92214X106 407 12,000 SH   DFND 4 12,000 0 0
VARIAN MED SYS INC COM 92220P105 425 3,000 SH   DFND 2 3,000 0 0
VARIAN MED SYS INC COM 92220P105 65,733 463,820 SH   DFND 4 463,820 0 0
VARIAN MED SYS INC COM 92220P105 4,832 34,093 SH   DFND 1 34,093 0 0
VARONIS SYS INC COM 922280102 3,205 53,752 SH   DFND 1 53,752 0 0
VECTOR GROUP LTD COM 92240M108 4,005 371,188 SH   DFND 1 371,188 0 0
VECTOR GROUP LTD COM 92240M108 13,181 1,221,627 SH   DFND 4 1,221,627 0 0
VECTRUS INC COM 92242T101 9,056 340,563 SH   DFND 4 340,563 0 0
VEEVA SYS INC CL A COM 922475108 4,497 35,447 SH   DFND 1 35,447 0 0
VEEVA SYS INC CL A COM 922475108 42,003 331,097 SH   DFND 4 331,097 0 0
VENATOR MATLS PLC SHS G9329Z100 1,248 222,093 SH   DFND 4 222,093 0 0
VENTAS INC COM 92276F100 804 12,603 SH   DFND 2 12,603 0 0
VENTAS INC COM 92276F100 0 1 SH   DFND 3 1 0 0
VEONEER INCORPORATED COM 92336X109 110 4,815 SH   DFND 1 4,815 0 0
VEONEER INCORPORATED COM 92336X109 1,507 65,860 SH   DFND 3 65,860 0 0
VERASTEM INC COM 92337C104 1,485 501,780 SH   DFND 4 501,780 0 0
VERINT SYS INC COM 92343X100 12,728 212,632 SH   DFND 1 212,632 0 0
VERINT SYS INC COM 92343X100 20,352 340,000 SH   DFND 4 340,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 6,036 5,450,000 PRN   DFND 3 5,450,000 0 0
VERISIGN INC COM 92343E102 8,317 45,804 SH   DFND 1 45,804 0 0
VERISIGN INC COM 92343E102 792 4,362 SH   DFND 2 4,362 0 0
VERISIGN INC COM 92343E102 36 200 SH   DFND 3 200 0 0
VERISIGN INC COM 92343E102 106,376 585,900 SH   DFND 4 585,900 0 0
VERISK ANALYTICS INC COM 92345Y106 3,369 25,334 SH   DFND 1 25,334 0 0
VERISK ANALYTICS INC COM 92345Y106 3,990 30,000 SH   DFND 4 30,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,620 95,052 SH   DFND 1 95,052 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 40,664 687,698 SH   DFND 4 687,698 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,685 146,876 SH   DFND 2 146,876 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,275 21,568 SH   DFND 3 21,568 0 0
VERSO CORP CL A 92531L207 29 1,352 SH   DFND 1 1,352 0 0
VERSO CORP CL A 92531L207 10,879 507,904 SH   DFND 4 507,904 0 0
VERSUM MATLS INC COM 92532W103 16,641 330,774 SH   DFND 3 330,774 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,308 50,600 SH   DFND 4 50,600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 570 3,101 SH   DFND 3 3,101 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,038 21,953 SH   DFND 1 21,953 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,760 31,311 SH   DFND 2 31,311 0 0
VIACOM INC NEW CL B 92553P201 2,618 93,271 SH   DFND 1 93,271 0 0
VIACOM INC NEW CL B 92553P201 353 12,558 SH   DFND 2 12,558 0 0
VIACOM INC NEW CL B 92553P201 29,504 1,051,100 SH   DFND 4 1,051,100 0 0
VIASAT INC COM 92552V100 276 3,556 SH   DFND 1 3,556 0 0
VIAVI SOLUTIONS INC COM 925550105 834 67,386 SH   DFND 1 67,386 0 0
VIAVI SOLUTIONS INC COM 925550105 40 3,200 SH   DFND 4 3,200 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,644 5,000,000 PRN   DFND 3 5,000,000 0 0
VICI PPTYS INC COM 925652109 65,417 2,989,787 SH   DFND 4 2,989,787 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 338 22,500 SH   DFND 4 22,500 0 0
VIEWRAY INC COM 92672L107 89 12,100 SH   DFND 4 12,100 0 0
VIRTU FINL INC CL A 928254101 2,440 102,717 SH   DFND 1 102,717 0 0
VIRTUSA CORP COM 92827P102 187 3,490 SH   DFND 1 3,490 0 0
VIRTUSA CORP COM 92827P102 107 2,000 SH   DFND 4 2,000 0 0
VISA INC COM CL A 92826C839 7,720 49,428 SH   DFND 1 49,428 0 0
VISA INC COM CL A 92826C839 14,556 93,195 SH   DFND 2 93,195 0 0
VISA INC COM CL A 92826C839 41,783 267,510 SH   DFND 3 267,510 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,864 263,349 SH   DFND 1 263,349 0 0
VISTEON CORP COM NEW 92839U206 1,845 27,400 SH   DFND 4 27,400 0 0
VISTRA ENERGY CORP COM 92840M102 14,724 565,648 SH   DFND 1 565,648 0 0
VISTRA ENERGY CORP COM 92840M102 339 13,018 SH   DFND 2 13,018 0 0
VISTRA ENERGY CORP COM 92840M102 8,991 345,400 SH   DFND 4 345,400 0 0
VITAMIN SHOPPE INC COM 92849E101 818 116,248 SH   DFND 4 116,248 0 0
VMWARE INC CL A COM 928563402 13,169 72,956 SH   DFND 1 72,956 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 15,332 484,729 SH   DFND 3 484,729 0 0
VONAGE HLDGS CORP COM 92886T201 790 78,633 SH   DFND 1 78,633 0 0
VONAGE HLDGS CORP COM 92886T201 2,387 237,700 SH   DFND 4 237,700 0 0
VORNADO RLTY TR SH BEN INT 929042109 391 5,805 SH   DFND 2 5,805 0 0
VORNADO RLTY TR SH BEN INT 929042109 0 1 SH   DFND 3 1 0 0
VOYA FINL INC COM 929089100 2,477 49,582 SH   DFND 2 49,582 0 0
VULCAN MATLS CO COM 929160109 2,304 19,458 SH   DFND 1 19,458 0 0
VULCAN MATLS CO COM 929160109 523 4,415 SH   DFND 2 4,415 0 0
W & T OFFSHORE INC COM 92922P106 40 5,815 SH   DFND 1 5,815 0 0
W & T OFFSHORE INC COM 92922P106 2,332 338,000 SH   DFND 4 338,000 0 0
WABASH NATL CORP COM 929566107 13 934 SH   DFND 1 934 0 0
WABASH NATL CORP COM 929566107 4,512 333,015 SH   DFND 4 333,015 0 0
WABCO HLDGS INC COM 92927K102 3,285 24,917 SH   DFND 1 24,917 0 0
WABCO HLDGS INC COM 92927K102 12,053 91,430 SH   DFND 3 91,430 0 0
WABCO HLDGS INC COM 92927K102 13 100 SH   DFND 4 100 0 0
WABTEC CORP COM 929740108 1,049 14,227 SH   DFND 1 14,227 0 0
WABTEC CORP COM 929740108 133 1,810 SH   DFND 2 1,810 0 0
WADDELL & REED FINL INC CL A 930059100 1,495 86,487 SH   DFND 1 86,487 0 0
WADDELL & REED FINL INC CL A 930059100 2,177 125,900 SH   DFND 4 125,900 0 0
WAGEWORKS INC COM 930427109 2,553 67,607 SH   DFND 1 67,607 0 0
WAITR HLDGS INC COM 930752100 484 39,401 SH   DFND 4 39,401 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 857 13,556 SH   DFND 1 13,556 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,192 34,650 SH   DFND 2 34,650 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,635 168,084 SH   DFND 3 168,084 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 66,066 1,044,196 SH   DFND 4 1,044,196 0 0
WALKER & DUNLOP INC COM 93148P102 3,027 59,459 SH   DFND 1 59,459 0 0
WALKER & DUNLOP INC COM 93148P102 3,650 71,700 SH   DFND 4 71,700 0 0
WALMART INC COM 931142103 140 1,433 SH   DFND 3 1,433 0 0
WALMART INC COM 931142103 26,655 273,300 SH   DFND 4 273,300 0 0
WALMART INC COM 931142103 5,549 56,902 SH   DFND 2 56,902 0 0
WALMART INC COM 931142103 2,582 26,481 SH   DFND 1 26,481 0 0
WARRIOR MET COAL INC COM 93627C101 6,369 209,494 SH   DFND 3 209,494 0 0
WARRIOR MET COAL INC COM 93627C101 5,340 175,650 SH   DFND 4 175,650 0 0
WARRIOR MET COAL INC COM 93627C101 17 565 SH   DFND 1 565 0 0
WASHINGTON FED INC COM 938824109 1,581 54,722 SH   DFND 1 54,722 0 0
WASTE CONNECTIONS INC COM 94106B101 10,733 121,155 SH   DFND 4 121,155 0 0
WASTE CONNECTIONS INC COM 94106B101 839 9,465 SH   DFND 2 9,465 0 0
WASTE MGMT INC DEL COM 94106L109 18,699 179,949 SH   DFND 4 179,949 0 0
WASTE MGMT INC DEL COM 94106L109 749 7,204 SH   DFND 3 7,204 0 0
WASTE MGMT INC DEL COM 94106L109 8,059 77,553 SH   DFND 1 77,553 0 0
WASTE MGMT INC DEL COM 94106L109 1,483 14,269 SH   DFND 2 14,269 0 0
WATERS CORP COM 941848103 8,167 32,444 SH   DFND 1 32,444 0 0
WATERS CORP COM 941848103 682 2,711 SH   DFND 2 2,711 0 0
WATERS CORP COM 941848103 91,101 361,930 SH   DFND 4 361,930 0 0
WATSCO INC COM 942622200 2,476 17,290 SH   DFND 1 17,290 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,203 27,268 SH   DFND 1 27,268 0 0
WAYFAIR INC CL A 94419L101 1,641 11,052 SH   DFND 1 11,052 0 0
WAYFAIR INC CL A 94419L101 535 3,603 SH   DFND 4 3,603 0 0
WD-40 CO COM 929236107 2,243 13,237 SH   DFND 1 13,237 0 0
WD-40 CO COM 929236107 23,148 136,616 SH   DFND 4 136,616 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 2,438 3,000,000 PRN   DFND 3 3,000,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 489 700,000 SH Call DFND 3 700,000 0 0
WEC ENERGY GROUP INC COM 92939U106 17,627 222,897 SH   DFND 1 222,897 0 0
WEC ENERGY GROUP INC COM 92939U106 964 12,186 SH   DFND 2 12,186 0 0
WEC ENERGY GROUP INC COM 92939U106 813 10,284 SH   DFND 3 10,284 0 0
WEC ENERGY GROUP INC COM 92939U106 6,326 80,000 SH   DFND 4 80,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 3,315 164,471 SH   DFND 1 164,471 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,489 73,900 SH   DFND 4 73,900 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 455 1,686 SH   DFND 2 1,686 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,115 11,547 SH   DFND 3 11,547 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 750 2,780 SH   DFND 4 2,780 0 0
WELLS FARGO CO NEW COM 949746101 3,042 62,966 SH   DFND 1 62,966 0 0
WELLS FARGO CO NEW COM 949746101 7,199 149,000 SH   DFND 2 149,000 0 0
WELLS FARGO CO NEW COM 949746101 807 16,700 SH   DFND 4 16,700 0 0
WELLTOWER INC COM 95040Q104 1,022 13,172 SH   DFND 2 13,172 0 0
WELLTOWER INC COM 95040Q104 1,095 14,113 SH   DFND 3 14,113 0 0
WENDYS CO COM 95058W100 1,364 76,218 SH   DFND 1 76,218 0 0
WENDYS CO COM 95058W100 284 15,900 SH   DFND 4 15,900 0 0
WESCO INTL INC COM 95082P105 803 15,146 SH   DFND 1 15,146 0 0
WESCO INTL INC COM 95082P105 15,569 293,702 SH   DFND 4 293,702 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,920 53,720 SH   DFND 1 53,720 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 22 200 SH   DFND 4 200 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,386 301,800 SH   DFND 4 301,800 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,178 28,720 SH   DFND 1 28,720 0 0
WESTERN UN CO COM 959802109 12,768 691,281 SH   DFND 1 691,281 0 0
WESTERN UN CO COM 959802109 63 3,400 SH   DFND 4 3,400 0 0
WESTLAKE CHEM CORP COM 960413102 385 5,664 SH   DFND 1 5,664 0 0
WESTLAKE CHEM CORP COM 960413102 102 1,496 SH   DFND 2 1,496 0 0
WESTLAKE CHEM CORP COM 960413102 129 1,900 SH   DFND 4 1,900 0 0
WESTROCK CO COM 96145D105 342 8,916 SH   DFND 2 8,916 0 0
WESTROCK CO COM 96145D105 648 16,900 SH   DFND 4 16,900 0 0
WEX INC COM 96208T104 4,694 24,448 SH   DFND 1 24,448 0 0
WEX INC COM 96208T104 115 600 SH   DFND 4 600 0 0
WEYERHAEUSER CO COM 962166104 665 25,228 SH   DFND 2 25,228 0 0
WHIRLPOOL CORP COM 963320106 3,055 22,989 SH   DFND 1 22,989 0 0
WHIRLPOOL CORP COM 963320106 333 2,503 SH   DFND 2 2,503 0 0
WHIRLPOOL CORP COM 963320106 186 1,400 SH   DFND 4 1,400 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 11,829 12,781 SH   DFND 4 12,781 0 0
WHITING PETE CORP NEW COM NEW 966387409 6,182 236,500 SH   DFND 4 236,500 0 0
WHITING PETE CORP NEW COM NEW 966387409 468 17,888 SH   DFND 1 17,888 0 0
WHITING PETE CORP NEW COM NEW 966387409 7,080 270,878 SH   DFND 3 270,878 0 0
WILEY JOHN & SONS INC CL A 968223206 2,999 67,818 SH   DFND 1 67,818 0 0
WILEY JOHN & SONS INC CL A 968223206 6,620 149,700 SH   DFND 4 149,700 0 0
WILLIAMS COS INC DEL COM 969457100 1,815 63,197 SH   DFND 1 63,197 0 0
WILLIAMS COS INC DEL COM 969457100 6,353 221,200 SH   DFND 4 221,200 0 0
WILLIAMS SONOMA INC COM 969904101 8,543 151,815 SH   DFND 1 151,815 0 0
WILLIAMS SONOMA INC COM 969904101 259 4,600 SH   DFND 4 4,600 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,784 38,621 SH   DFND 1 38,621 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 762 4,340 SH   DFND 2 4,340 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 38 219 SH   DFND 3 219 0 0
WINGSTOP INC COM 974155103 1,295 17,039 SH   DFND 1 17,039 0 0
WINMARK CORP COM 974250102 1,178 6,244 SH   DFND 4 6,244 0 0
WINTRUST FINL CORP COM 97650W108 5,297 78,673 SH   DFND 1 78,673 0 0
WIX COM LTD SHS M98068105 2,598 21,500 SH   DFND 3 21,500 0 0
WIX COM LTD SHS M98068105 623 5,151 SH   DFND 1 5,151 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 19,878 373,162 SH   DFND 4 373,162 0 0
WOLVERINE WORLD WIDE INC COM 978097103 6,685 187,124 SH   DFND 1 187,124 0 0
WOLVERINE WORLD WIDE INC COM 978097103 89 2,500 SH   DFND 4 2,500 0 0
WOODWARD INC COM 980745103 3,394 35,765 SH   DFND 1 35,765 0 0
WOODWARD INC COM 980745103 133 1,400 SH   DFND 4 1,400 0 0
WORKDAY INC CL A 98138H101 3,783 19,618 SH   DFND 1 19,618 0 0
WORKDAY INC CL A 98138H101 1,076 5,580 SH   DFND 2 5,580 0 0
WORKDAY INC CL A 98138H101 559 2,900 SH   DFND 4 2,900 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 249 2,866 SH   DFND 1 2,866 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 11,806 136,041 SH   DFND 4 136,041 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 13,907 3,930,000 PRN   DFND 3 3,930,000 0 0
WORLDPAY INC CL A 981558109 1,197 10,544 SH   DFND 2 10,544 0 0
WORLDPAY INC CL A 981558109 41,542 366,009 SH   DFND 3 366,009 0 0
WORLDPAY INC CL A 981558109 1 11 SH   DFND 1 11 0 0
WORTHINGTON INDS INC COM 981811102 45 1,200 SH   DFND 4 1,200 0 0
WORTHINGTON INDS INC COM 981811102 3,485 93,367 SH   DFND 1 93,367 0 0
WPX ENERGY INC COM 98212B103 2,899 221,112 SH   DFND 1 221,112 0 0
WPX ENERGY INC COM 98212B103 151 11,500 SH   DFND 4 11,500 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4,654 3,000,000 PRN   DFND 3 3,000,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 3,038 96,613 SH   DFND 1 96,613 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 19,301 613,713 SH   DFND 3 613,713 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,355 33,464 SH   DFND 1 33,464 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 497 12,275 SH   DFND 4 12,275 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 5 100 SH   DFND 4 100 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 899 17,975 SH   DFND 1 17,975 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 646 12,925 SH   DFND 3 12,925 0 0
XCEL ENERGY INC COM 98389B100 6,312 112,300 SH   DFND 4 112,300 0 0
XCEL ENERGY INC COM 98389B100 413 7,343 SH   DFND 3 7,343 0 0
XCEL ENERGY INC COM 98389B100 1,105 19,660 SH   DFND 2 19,660 0 0
XCEL ENERGY INC COM 98389B100 2,617 46,558 SH   DFND 1 46,558 0 0
XENCOR INC COM 98401F105 2,432 78,311 SH   DFND 4 78,311 0 0
XENIA HOTELS & RESORTS INC COM 984017103 9,959 454,554 SH   DFND 4 454,554 0 0
XEROX CORP COM NEW 984121608 1,086 33,942 SH   DFND 1 33,942 0 0
XEROX CORP COM NEW 984121608 282 8,828 SH   DFND 2 8,828 0 0
XEROX CORP COM NEW 984121608 3,879 121,300 SH   DFND 4 121,300 0 0
XILINX INC COM 983919101 3,044 24,005 SH   DFND 1 24,005 0 0
XILINX INC COM 983919101 866 6,828 SH   DFND 2 6,828 0 0
XILINX INC COM 983919101 16 129 SH   DFND 3 129 0 0
XILINX INC COM 983919101 1,826 14,400 SH   DFND 4 14,400 0 0
XPERI CORP COM 98421B100 54 2,326 SH   DFND 1 2,326 0 0
XPERI CORP COM 98421B100 5,550 237,200 SH   DFND 4 237,200 0 0
XPO LOGISTICS INC COM 983793100 321 5,968 SH   DFND 2 5,968 0 0
XPO LOGISTICS INC COM 983793100 2,026 37,700 SH   DFND 4 37,700 0 0
XYLEM INC COM 98419M100 5,900 74,640 SH   DFND 4 74,640 0 0
XYLEM INC COM 98419M100 625 7,914 SH   DFND 1 7,914 0 0
YANDEX N V SHS CLASS A N97284108 7,936 231,080 SH   DFND 1 231,080 0 0
YELP INC CL A 985817105 6,090 176,525 SH   DFND 1 176,525 0 0
YELP INC CL A 985817105 122 3,539 SH   DFND 3 3,539 0 0
YELP INC CL A 985817105 8,694 252,000 SH   DFND 4 252,000 0 0
YEXT INC COM 98585N106 2,733 125,016 SH   DFND 1 125,016 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 680 101,600 SH   DFND 4 101,600 0 0
YUM BRANDS INC COM 988498101 10,266 102,858 SH   DFND 1 102,858 0 0
YUM BRANDS INC COM 988498101 1,546 15,489 SH   DFND 2 15,489 0 0
YUM BRANDS INC COM 988498101 175 1,749 SH   DFND 3 1,749 0 0
YUM BRANDS INC COM 988498101 8,624 86,400 SH   DFND 4 86,400 0 0
YUM CHINA HLDGS INC COM 98850P109 6,398 142,465 SH   DFND 1 142,465 0 0
YUM CHINA HLDGS INC COM 98850P109 37,049 824,958 SH   DFND 4 824,958 0 0
YY INC SPONSORED ADS A 98426T106 13,446 160,050 SH   DFND 4 160,050 0 0
ZAGG INC COM 98884U108 3,034 334,538 SH   DFND 4 334,538 0 0
ZAYO GROUP HLDGS INC COM 98919V105 777 27,339 SH   DFND 1 27,339 0 0
ZAYO GROUP HLDGS INC COM 98919V105 217 7,639 SH   DFND 2 7,639 0 0
ZAYO GROUP HLDGS INC COM 98919V105 3,991 140,425 SH   DFND 4 140,425 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,307 15,785 SH   DFND 4 15,785 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 271 1,291 SH   DFND 1 1,291 0 0
ZENDESK INC COM 98936J101 434 5,100 SH   DFND 4 5,100 0 0
ZENDESK INC COM 98936J101 648 7,625 SH   DFND 1 7,625 0 0
ZENDESK INC COM 98936J101 1,225 14,414 SH   DFND 2 14,414 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5,182 3,550,000 PRN   DFND 3 3,550,000 0 0
ZILLOW GROUP INC CL A 98954M101 1,935 56,590 SH   DFND 1 56,590 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,410 4,300,000 PRN   DFND 3 4,300,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 11,557 90,500 SH   DFND 4 90,500 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 27,214 213,114 SH   DFND 3 213,114 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,522 43,240 SH   DFND 1 43,240 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,622 12,700 SH   DFND 2 12,700 0 0
ZIONS BANCORPORATION N A COM 989701107 1,665 36,655 SH   DFND 1 36,655 0 0
ZIONS BANCORPORATION N A COM 989701107 314 6,910 SH   DFND 2 6,910 0 0
ZIX CORP COM 98974P100 6,212 902,934 SH   DFND 4 902,934 0 0
ZOETIS INC CL A 98978V103 5,113 50,783 SH   DFND 1 50,783 0 0
ZOETIS INC CL A 98978V103 1,304 12,953 SH   DFND 2 12,953 0 0
ZOETIS INC CL A 98978V103 27 265 SH   DFND 3 265 0 0
ZOETIS INC CL A 98978V103 11,849 117,700 SH   DFND 4 117,700 0 0
ZOGENIX INC COM NEW 98978L204 1,352 24,577 SH   DFND 1 24,577 0 0
ZSCALER INC COM 98980G102 1,091 15,372 SH   DFND 1 15,372 0 0
ZYNGA INC CL A 98986T108 3,092 579,951 SH   DFND 1 579,951 0 0