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
1ST CONSTITUTION BANCORP COM 31986N102 232 10,759 SH   DFND 3 10,759 0 0
1ST SOURCE CORP COM 336901103 305 6,033 SH   DFND 1 6,033 0 0
2U INC COM 90214J101 311 3,709 SH   DFND 1 3,709 0 0
3M CO COM 88579Y101 2,602 11,853 SH   DFND 1 11,853 0 0
3M CO COM 88579Y101 6,093 27,754 SH   DFND 2 27,754 0 0
3M CO COM 88579Y101 461 2,099 SH   DFND 3 2,099 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 19,942 9,836,000 PRN   DFND 3 9,836,000 0 0
51JOB INC SP ADR REP COM 316827104 3,628 42,165 SH   DFND 3 42,165 0 0
51JOB INC SP ADR REP COM 316827104 318 3,700 SH   DFND 5 3,700 0 0
58 COM INC SPON ADR REP A 31680Q104 5,095 63,800 SH   DFND 5 63,800 0 0
8X8 INC NEW COM 282914100 538 28,844 SH   DFND 1 28,844 0 0
A10 NETWORKS INC COM 002121101 270 46,372 SH   DFND 1 46,372 0 0
AAR CORP COM 000361105 4,620 104,731 SH   DFND 5 104,731 0 0
AARONS INC COM PAR $0.50 002535300 1,319 28,303 SH   DFND 1 28,303 0 0
ABAXIS INC COM 002567105 507 7,175 SH   DFND 1 7,175 0 0
ABBOTT LABS COM 002824100 11,447 191,037 SH   DFND 1 191,037 0 0
ABBOTT LABS COM 002824100 6,133 102,358 SH   DFND 2 102,358 0 0
ABBVIE INC COM 00287Y109 3,497 36,950 SH   DFND 1 36,950 0 0
ABBVIE INC COM 00287Y109 11,406 120,510 SH   DFND 2 120,510 0 0
ABBVIE INC COM 00287Y109 86,188 910,600 SH   DFND 5 910,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,290 94,600 SH   DFND 5 94,600 0 0
ABIOMED INC COM 003654100 1,990 6,840 SH   DFND 1 6,840 0 0
ABIOMED INC COM 003654100 390 1,340 SH   DFND 5 1,340 0 0
ABRAXAS PETE CORP COM 003830106 85 38,400 SH   DFND 5 38,400 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,609 41,084 SH   DFND 1 41,084 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 142 6,314 SH   DFND 1 6,314 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,359 67,487 SH   DFND 1 67,487 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,943 32,200 SH   DFND 2 32,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 675 4,400 SH   DFND 5 4,400 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 5,773 1,556,164 SH   DFND 5 1,556,164 0 0
ACI WORLDWIDE INC COM 004498101 3,010 126,904 SH   DFND 1 126,904 0 0
ACI WORLDWIDE INC COM 004498101 3,012 127,000 SH   DFND 5 127,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,205 106,800 SH   DFND 5 106,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,435 65,741 SH   DFND 1 65,741 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,584 38,303 SH   DFND 2 38,303 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,294 34,007 SH   DFND 3 34,007 0 0
ACTUANT CORP CL A NEW 00508X203 309 13,272 SH   DFND 1 13,272 0 0
ACUITY BRANDS INC COM 00508Y102 292 2,100 SH   DFND 2 2,100 0 0
ACUITY BRANDS INC COM 00508Y102 648 4,651 SH   DFND 1 4,651 0 0
ADOBE SYS INC COM 00724F101 1,890 8,749 SH   DFND 1 8,749 0 0
ADOBE SYS INC COM 00724F101 3,349 15,500 SH   DFND 2 15,500 0 0
ADOBE SYS INC COM 00724F101 17,032 78,824 SH   DFND 3 78,824 0 0
ADOBE SYS INC COM 00724F101 244,378 1,130,962 SH   DFND 5 1,130,962 0 0
ADT INC COM 00090Q103 3,304 416,744 SH   DFND 1 416,744 0 0
ADT INC COM 00090Q103 6,349 800,637 SH   DFND 2 800,637 0 0
ADT INC COM 00090Q103 397 50,031 SH   DFND 3 50,031 0 0
ADTALEM GLOBAL ED INC COM 00737L103 3,453 72,618 SH   DFND 1 72,618 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 593 5,000 SH   DFND 2 5,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 688 5,800 SH   DFND 5 5,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 11,274 95,101 SH   DFND 3 95,101 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 364 14,040 SH   DFND 1 14,040 0 0
ADVANCED ENERGY INDS COM 007973100 3,663 57,332 SH   DFND 1 57,332 0 0
ADVANCED ENERGY INDS COM 007973100 11,498 179,934 SH   DFND 5 179,934 0 0
ADVANCED MICRO DEVICES INC COM 007903107 70 6,961 SH   DFND 1 6,961 0 0
ADVANCED MICRO DEVICES INC COM 007903107 200 19,868 SH   DFND 3 19,868 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6,030 600,000 SH Call DFND 2 600,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,017 101,200 SH Call DFND 3 101,200 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 293 200,000 PRN   DFND 4 200,000 0 0
ADVANSIX INC COM 00773T101 3,077 88,477 SH   DFND 5 88,477 0 0
ADVANSIX INC COM 00773T101 163 4,673 SH   DFND 1 4,673 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 6,641 1,145,040 SH   DFND 5 1,145,040 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 812 140,000 SH   DFND 2 140,000 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 122 21,008 SH   DFND 3 21,008 0 0
AECOM COM 00766T100 547 15,354 SH   DFND 1 15,354 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,209 43,229 SH   DFND 1 43,229 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,138 40,700 SH   DFND 5 40,700 0 0
AES CORP COM 00130H105 1,085 95,400 SH   DFND 5 95,400 0 0
AETNA INC NEW COM 00817Y108 10,113 59,844 SH   DFND 1 59,844 0 0
AETNA INC NEW COM 00817Y108 1,898 11,231 SH   DFND 2 11,231 0 0
AETNA INC NEW COM 00817Y108 18,451 109,180 SH   DFND 3 109,180 0 0
AETNA INC NEW COM 00817Y108 338 2,000 SH   DFND 5 2,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,791 14,722 SH   DFND 1 14,722 0 0
AFFILIATED MANAGERS GROUP COM 008252108 523 2,759 SH   DFND 2 2,759 0 0
AFLAC INC COM 001055102 4,135 94,481 SH   DFND 1 94,481 0 0
AFLAC INC COM 001055102 6,516 148,900 SH   DFND 5 148,900 0 0
AGCO CORP COM 001084102 2,332 35,956 SH   DFND 1 35,956 0 0
AGCO CORP COM 001084102 283 4,366 SH   DFND 2 4,366 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,414 51,024 SH   DFND 1 51,024 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,068 60,812 SH   DFND 2 60,812 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 930 13,900 SH   DFND 5 13,900 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,227 15,000 SH   DFND 2 15,000 0 0
AGNC INVT CORP COM 00123Q104 405 21,400 SH   DFND 5 21,400 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 447 300,000 PRN   DFND 4 300,000 0 0
AIR PRODS & CHEMS INC COM 009158106 1,132 7,119 SH   DFND 1 7,119 0 0
AIR PRODS & CHEMS INC COM 009158106 1,469 9,235 SH   DFND 2 9,235 0 0
AK STL HLDG CORP COM 001547108 5,678 1,253,265 SH   DFND 3 1,253,265 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,138 114,655 SH   DFND 1 114,655 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,256 17,693 SH   DFND 2 17,693 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 354 4,985 SH   DFND 3 4,985 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 15,573 219,400 SH   DFND 5 219,400 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 5,314 5,145,000 PRN   DFND 3 5,145,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 921 900,000 PRN   DFND 4 900,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 1,920 201,419 SH   DFND 5 201,419 0 0
AKORN INC COM 009728106 31,147 1,664,756 SH   DFND 3 1,664,756 0 0
ALAMO GROUP INC COM 011311107 1,670 15,195 SH   DFND 5 15,195 0 0
ALASKA AIR GROUP INC COM 011659109 225 3,622 SH   DFND 1 3,622 0 0
ALASKA AIR GROUP INC COM 011659109 25,445 410,666 SH   DFND 3 410,666 0 0
ALASKA AIR GROUP INC COM 011659109 1,369 22,100 SH   DFND 5 22,100 0 0
ALBEMARLE CORP COM 012653101 2 24 SH   DFND 1 24 0 0
ALBEMARLE CORP COM 012653101 10,416 112,310 SH   DFND 3 112,310 0 0
ALBEMARLE CORP COM 012653101 297 3,200 SH   DFND 5 3,200 0 0
ALCOA CORP COM 013872106 2,613 58,116 SH   DFND 2 58,116 0 0
ALCOA CORP COM 013872106 33,016 734,346 SH   DFND 3 734,346 0 0
ALCOA CORP COM 013872106 15,064 335,062 SH   DFND 5 335,062 0 0
ALCOA CORP COM 013872106 4,928 109,600 SH Call DFND 3 109,600 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 4,530 356,714 SH   DFND 5 356,714 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,835 34,407 SH   DFND 3 34,407 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,994 89,668 SH   DFND 2 89,668 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,706 80,125 SH   DFND 3 80,125 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 198,976 1,084,100 SH   DFND 5 1,084,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,950 15,729 SH   DFND 1 15,729 0 0
ALIGN TECHNOLOGY INC COM 016255101 995 3,961 SH   DFND 2 3,961 0 0
ALKERMES PLC SHS G01767105 443 7,650 SH   DFND 2 7,650 0 0
ALLEGHANY CORP DEL COM 017175100 131 213 SH   DFND 1 213 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 252 10,657 SH   DFND 1 10,657 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,725 20,230 SH   DFND 1 20,230 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 405 4,750 SH   DFND 2 4,750 0 0
ALLERGAN PLC SHS G0177J108 2,827 16,800 SH   DFND 5 16,800 0 0
ALLERGAN PLC SHS G0177J108 1,398 8,307 SH   DFND 1 8,307 0 0
ALLERGAN PLC SHS G0177J108 6,546 38,898 SH   DFND 2 38,898 0 0
ALLERGAN PLC SHS G0177J108 101 600 SH   DFND 3 600 0 0
ALLETE INC COM NEW 018522300 21,387 296,018 SH   DFND 5 296,018 0 0
ALLETE INC COM NEW 018522300 1,275 17,652 SH   DFND 1 17,652 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,031 37,727 SH   DFND 1 37,727 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 1,421 35,746 SH   DFND 5 35,746 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,789 122,619 SH   DFND 1 122,619 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 83,228 2,130,769 SH   DFND 5 2,130,769 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,590 209,700 SH   DFND 1 209,700 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 11,177 905,000 SH   DFND 5 905,000 0 0
ALLSTATE CORP COM 020002101 3,706 39,103 SH   DFND 1 39,103 0 0
ALLSTATE CORP COM 020002101 1,702 17,957 SH   DFND 2 17,957 0 0
ALLSTATE CORP COM 020002101 24,572 259,200 SH   DFND 5 259,200 0 0
ALLY FINL INC COM 02005N100 556 20,491 SH   DFND 2 20,491 0 0
ALLY FINL INC COM 02005N100 40,434 1,489,300 SH   DFND 5 1,489,300 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 286 2,400 SH   DFND 5 2,400 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,168 269,751 SH   DFND 5 269,751 0 0
ALPHABET INC CAP STK CL A 02079K305 10,687 10,304 SH   DFND 1 10,304 0 0
ALPHABET INC CAP STK CL A 02079K305 23,824 22,971 SH   DFND 3 22,971 0 0
ALPHABET INC CAP STK CL A 02079K305 159,464 153,754 SH   DFND 5 153,754 0 0
ALPHABET INC CAP STK CL C 02079K107 28,928 28,037 SH   DFND 2 28,037 0 0
ALPHABET INC CAP STK CL C 02079K107 108,537 105,193 SH   DFND 5 105,193 0 0
ALTAIR ENGR INC COM CL A 021369103 422 13,460 SH   DFND 1 13,460 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 7,662 288,483 SH   DFND 3 288,483 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 812 30,585 SH   DFND 1 30,585 0 0
ALTRIA GROUP INC COM 02209S103 1,377 22,100 SH   DFND 5 22,100 0 0
ALTRIA GROUP INC COM 02209S103 1,541 24,722 SH   DFND 3 24,722 0 0
ALTRIA GROUP INC COM 02209S103 1,597 25,620 SH   DFND 2 25,620 0 0
ALTRIA GROUP INC COM 02209S103 86 1,378 SH   DFND 1 1,378 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 9,333 463,178 SH   DFND 5 463,178 0 0
AMAZON COM INC COM 023135106 1,775 1,226 SH   DFND 1 1,226 0 0
AMAZON COM INC COM 023135106 25,920 17,909 SH   DFND 2 17,909 0 0
AMAZON COM INC COM 023135106 17,882 12,355 SH   DFND 3 12,355 0 0
AMAZON COM INC COM 023135106 9,631 6,654 SH   DFND 5 6,654 0 0
AMBARELLA INC SHS G037AX101 2,102 42,909 SH   DFND 1 42,909 0 0
AMC NETWORKS INC CL A 00164V103 1,351 26,131 SH   DFND 1 26,131 0 0
AMDOCS LTD SHS G02602103 781 11,700 SH   DFND 5 11,700 0 0
AMDOCS LTD SHS G02602103 11,236 168,417 SH   DFND 1 168,417 0 0
AMEDISYS INC COM 023436108 7,930 131,416 SH   DFND 1 131,416 0 0
AMEREN CORP COM 023608102 415 7,333 SH   DFND 2 7,333 0 0
AMEREN CORP COM 023608102 49 872 SH   DFND 3 872 0 0
AMEREN CORP COM 023608102 9,757 172,300 SH   DFND 5 172,300 0 0
AMEREN CORP COM 023608102 177 3,125 SH   DFND 1 3,125 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 85,485 4,478,017 SH   DFND 5 4,478,017 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 84 1,614 SH   DFND 1 1,614 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 296 5,690 SH   DFND 2 5,690 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,829 73,694 SH   DFND 3 73,694 0 0
AMERICAN ASSETS TR INC COM 024013104 18,697 559,614 SH   DFND 5 559,614 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 498 32,700 SH   DFND 5 32,700 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,365 168,810 SH   DFND 1 168,810 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5,280 264,931 SH   DFND 3 264,931 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11,769 590,500 SH   DFND 5 590,500 0 0
AMERICAN ELEC PWR INC COM 025537101 1,541 22,466 SH   DFND 2 22,466 0 0
AMERICAN ELEC PWR INC COM 025537101 792 11,547 SH   DFND 3 11,547 0 0
AMERICAN ELEC PWR INC COM 025537101 261 3,800 SH   DFND 5 3,800 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 5,787 197,100 SH   DFND 5 197,100 0 0
AMERICAN EXPRESS CO COM 025816109 3,552 38,079 SH   DFND 1 38,079 0 0
AMERICAN EXPRESS CO COM 025816109 14,120 151,367 SH   DFND 2 151,367 0 0
AMERICAN EXPRESS CO COM 025816109 5,521 59,186 SH   DFND 3 59,186 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 5,004 44,592 SH   DFND 1 44,592 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 8,697 433,100 SH   DFND 5 433,100 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 862 15,836 SH   DFND 1 15,836 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 62,305 1,144,900 SH   DFND 5 1,144,900 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,443 44,893 SH   DFND 2 44,893 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,609 47,948 SH   DFND 3 47,948 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 6,752 157,032 SH   DFND 5 157,032 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 5,785 154,651 SH   DFND 3 154,651 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 590 31,306 SH   DFND 1 31,306 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 14,436 14,400,000 PRN   DFND 3 14,400,000 0 0
AMERICAN STS WTR CO COM 029899101 2,685 50,600 SH   DFND 5 50,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,793 19,214 SH   DFND 2 19,214 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 52 628 SH   DFND 3 628 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 655 7,972 SH   DFND 2 7,972 0 0
AMERIPRISE FINL INC COM 03076C106 227,646 1,538,775 SH   DFND 5 1,538,775 0 0
AMERIPRISE FINL INC COM 03076C106 2,844 19,223 SH   DFND 2 19,223 0 0
AMERIPRISE FINL INC COM 03076C106 5,143 34,765 SH   DFND 1 34,765 0 0
AMERIS BANCORP COM 03076K108 871 16,455 SH   DFND 1 16,455 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,760 101,602 SH   DFND 1 101,602 0 0
AMERISOURCEBERGEN CORP COM 03073E105 720 8,350 SH   DFND 2 8,350 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,906 45,301 SH   DFND 3 45,301 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,431 51,400 SH   DFND 5 51,400 0 0
AMERISOURCEBERGEN CORP COM 03073E105 12,104 140,400 SH Call DFND 3 140,400 0 0
AMETEK INC NEW COM 031100100 3,163 41,633 SH   DFND 1 41,633 0 0
AMETEK INC NEW COM 031100100 897 11,801 SH   DFND 2 11,801 0 0
AMGEN INC COM 031162100 6,338 37,178 SH   DFND 2 37,178 0 0
AMGEN INC COM 031162100 2,813 16,500 SH   DFND 3 16,500 0 0
AMGEN INC COM 031162100 2,923 17,148 SH   DFND 1 17,148 0 0
AMGEN INC COM 031162100 152,130 892,363 SH   DFND 5 892,363 0 0
AMICUS THERAPEUTICS INC COM 03152W109 32 2,099 SH   DFND 1 2,099 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,064 137,208 SH   DFND 2 137,208 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,081 138,371 SH   DFND 3 138,371 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,621 159,987 SH   DFND 1 159,987 0 0
AMKOR TECHNOLOGY INC COM 031652100 579 57,200 SH   DFND 5 57,200 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 8,433 148,601 SH   DFND 1 148,601 0 0
AMPHENOL CORP NEW CL A 032095101 2,029 23,555 SH   DFND 1 23,555 0 0
AMPHENOL CORP NEW CL A 032095101 2,060 23,912 SH   DFND 2 23,912 0 0
AMPHENOL CORP NEW CL A 032095101 10,280 119,350 SH   DFND 5 119,350 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 274 37,500 SH   DFND 5 37,500 0 0
ANADARKO PETE CORP COM 032511107 10,207 168,974 SH   DFND 3 168,974 0 0
ANADARKO PETE CORP COM 032511107 1,651 27,327 SH   DFND 2 27,327 0 0
ANADARKO PETE CORP COM 032511107 68 1,121 SH   DFND 1 1,121 0 0
ANALOGIC CORP COM PAR $0.05 032657207 559 5,827 SH   DFND 1 5,827 0 0
ANALOGIC CORP COM PAR $0.05 032657207 20,828 217,189 SH   DFND 5 217,189 0 0
ANDEAVOR COM 03349M105 590 5,866 SH   DFND 2 5,866 0 0
ANDEAVOR COM 03349M105 362 3,600 SH   DFND 5 3,600 0 0
ANGIODYNAMICS INC COM 03475V101 590 34,177 SH   DFND 1 34,177 0 0
ANGIODYNAMICS INC COM 03475V101 10,964 635,596 SH   DFND 5 635,596 0 0
ANIKA THERAPEUTICS INC COM 035255108 548 11,013 SH   DFND 1 11,013 0 0
ANIXTER INTL INC COM 035290105 386 5,100 SH   DFND 5 5,100 0 0
ANIXTER INTL INC COM 035290105 2,168 28,621 SH   DFND 1 28,621 0 0
ANSYS INC COM 03662Q105 4,881 31,154 SH   DFND 1 31,154 0 0
ANSYS INC COM 03662Q105 407 2,600 SH   DFND 5 2,600 0 0
ANTERO RES CORP COM 03674X106 161 8,111 SH   DFND 2 8,111 0 0
ANTERO RES CORP COM 03674X106 3,488 175,700 SH   DFND 5 175,700 0 0
ANTHEM INC COM 036752103 10,262 46,711 SH   DFND 1 46,711 0 0
ANTHEM INC COM 036752103 6,162 28,049 SH   DFND 2 28,049 0 0
ANTHEM INC COM 036752103 24,244 110,350 SH   DFND 5 110,350 0 0
AON PLC SHS CL A G0408V102 2,251 16,044 SH   DFND 1 16,044 0 0
AON PLC SHS CL A G0408V102 930 6,630 SH   DFND 2 6,630 0 0
AON PLC SHS CL A G0408V102 8,946 63,750 SH   DFND 5 63,750 0 0
APACHE CORP COM 037411105 1,962 51,000 SH   DFND 3 51,000 0 0
APACHE CORP COM 037411105 243 6,311 SH   DFND 1 6,311 0 0
APOLLO INVT CORP COM 03761U106 687 131,566 SH   DFND 1 131,566 0 0
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 416 26,086 SH   DFND 3 26,086 0 0
APPFOLIO INC COM CL A 03783C100 966 23,652 SH   DFND 1 23,652 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 460 26,200 SH   DFND 5 26,200 0 0
APPLE INC COM 037833100 4,924 29,351 SH   DFND 1 29,351 0 0
APPLE INC COM 037833100 38,025 226,641 SH   DFND 2 226,641 0 0
APPLE INC COM 037833100 1,211 7,215 SH   DFND 3 7,215 0 0
APPLE INC COM 037833100 99,589 593,567 SH   DFND 5 593,567 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 1,831 475,592 SH   DFND 5 475,592 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,437 33,420 SH   DFND 1 33,420 0 0
APPLIED MATLS INC COM 038222105 2,923 52,564 SH   DFND 2 52,564 0 0
APPLIED MATLS INC COM 038222105 7,937 142,740 SH   DFND 3 142,740 0 0
APPLIED MATLS INC COM 038222105 4,990 89,735 SH   DFND 1 89,735 0 0
APPLIED MATLS INC COM 038222105 107,696 1,936,631 SH   DFND 5 1,936,631 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 20 804 SH   DFND 1 804 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 213 8,500 SH   DFND 3 8,500 0 0
APPTIO INC CL A 03835C108 1,162 41,000 SH   DFND 5 41,000 0 0
APTARGROUP INC COM 038336103 1,168 13,000 SH   DFND 1 13,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 63 19,400 SH   DFND 5 19,400 0 0
APTIV PLC SHS G6095L109 663 7,810 SH   DFND 1 7,810 0 0
APTIV PLC SHS G6095L109 2,446 28,792 SH   DFND 3 28,792 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 291 23,400 SH   DFND 5 23,400 0 0
ARAMARK COM 03852U106 31 779 SH   DFND 1 779 0 0
ARCBEST CORP COM 03937C105 27,359 853,640 SH   DFND 5 853,640 0 0
ARCH CAP GROUP LTD ORD G0450A105 8,165 95,400 SH   DFND 5 95,400 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,041 12,161 SH   DFND 3 12,161 0 0
ARCH CAP GROUP LTD ORD G0450A105 78 916 SH   DFND 1 916 0 0
ARCH COAL INC CL A 039380407 11,430 124,400 SH   DFND 5 124,400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 203 4,676 SH   DFND 3 4,676 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 15,496 357,300 SH   DFND 5 357,300 0 0
ARCHROCK INC COM 03957W106 5,464 624,476 SH   DFND 3 624,476 0 0
ARCHROCK INC COM 03957W106 24,645 2,816,589 SH   DFND 5 2,816,589 0 0
ARCONIC INC COM 03965L100 11 473 SH   DFND 3 473 0 0
ARCONIC INC COM 03965L100 795 34,500 SH   DFND 5 34,500 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 540 58,964 SH   DFND 1 58,964 0 0
ARDAGH GROUP S A CL A L0223L101 1,236 66,181 SH   DFND 2 66,181 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,140 281,614 SH   DFND 5 281,614 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 5,712 144,600 SH   DFND 5 144,600 0 0
ARES CAP CORP COM 04010L103 13,194 831,357 SH   DFND 3 831,357 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 1,459 68,183 SH   DFND 2 68,183 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 4,530 211,686 SH   DFND 3 211,686 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 3,745 175,000 SH Call DFND 2 175,000 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 541 25,300 SH Call DFND 3 25,300 0 0
ARGAN INC COM 04010E109 7,928 184,597 SH   DFND 5 184,597 0 0
ARISTA NETWORKS INC COM 040413106 490 1,917 SH   DFND 1 1,917 0 0
ARISTA NETWORKS INC COM 040413106 4,595 17,999 SH   DFND 3 17,999 0 0
ARISTA NETWORKS INC COM 040413106 1,892 7,410 SH   DFND 5 7,410 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 396 7,025 SH   DFND 1 7,025 0 0
ARRIS INTL INC SHS G0551A103 2,059 77,482 SH   DFND 1 77,482 0 0
ARROW ELECTRS INC COM 042735100 1,024 13,290 SH   DFND 1 13,290 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,196 186,047 SH   DFND 1 186,047 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 5,925 87,787 SH   DFND 1 87,787 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 13,898 205,900 SH   DFND 5 205,900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 448 9,998 SH   DFND 3 9,998 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,005 101,464 SH   DFND 1 101,464 0 0
ASPEN TECHNOLOGY INC COM 045327103 589 7,470 SH   DFND 3 7,470 0 0
ASPEN TECHNOLOGY INC COM 045327103 22,436 284,400 SH   DFND 5 284,400 0 0
ASSOCIATED BANC CORP COM 045487105 9,150 368,211 SH   DFND 3 368,211 0 0
ASSURANT INC COM 04621X108 12,240 133,900 SH   DFND 5 133,900 0 0
ASSURANT INC COM 04621X108 752 8,224 SH   DFND 1 8,224 0 0
ASSURED GUARANTY LTD COM G0585R106 1,554 42,935 SH   DFND 1 42,935 0 0
ASSURED GUARANTY LTD COM G0585R106 71,561 1,976,836 SH   DFND 5 1,976,836 0 0
ASTEC INDS INC COM 046224101 245 4,436 SH   DFND 1 4,436 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 5,401 154,455 SH   DFND 2 154,455 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,219 34,866 SH   DFND 3 34,866 0 0
AT&T INC COM 00206R102 2,238 62,774 SH   DFND 1 62,774 0 0
AT&T INC COM 00206R102 6,871 192,737 SH   DFND 2 192,737 0 0
AT&T INC COM 00206R102 227 6,367 SH   DFND 3 6,367 0 0
AT&T INC COM 00206R102 160,944 4,514,550 SH   DFND 5 4,514,550 0 0
ATHENE HLDG LTD CL A G0684D107 54,613 1,142,300 SH   DFND 5 1,142,300 0 0
ATKORE INTL GROUP INC COM 047649108 27,160 1,368,238 SH   DFND 5 1,368,238 0 0
ATLANTIC COAST FINL CORP COM 048426100 125 12,103 SH   DFND 3 12,103 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,133 539,460 SH   DFND 5 539,460 0 0
ATLANTICA YIELD PLC SHS G0751N103 2,725 139,155 SH   DFND 1 139,155 0 0
ATLANTICA YIELD PLC SHS G0751N103 21,431 1,094,524 SH   DFND 5 1,094,524 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 254 4,203 SH   DFND 1 4,203 0 0
ATLASSIAN CORP PLC CL A G06242104 3,091 57,335 SH   DFND 1 57,335 0 0
ATLASSIAN CORP PLC CL A G06242104 593 11,000 SH   DFND 5 11,000 0 0
ATMOS ENERGY CORP COM 049560105 382 4,540 SH   DFND 2 4,540 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 962 32,018 SH   DFND 5 32,018 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 170 32,800 SH   DFND 5 32,800 0 0
AUTODESK INC COM 052769106 301 2,399 SH   DFND 1 2,399 0 0
AUTODESK INC COM 052769106 2,684 21,374 SH   DFND 2 21,374 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 6,152 71,580 SH   DFND 3 71,580 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 35,752 416,016 SH   DFND 5 416,016 0 0
AUTOLIV INC COM 052800109 2,452 16,800 SH   DFND 5 16,800 0 0
AUTOLIV INC COM 052800109 7,557 51,781 SH   DFND 3 51,781 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,493 92,466 SH   DFND 1 92,466 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,550 22,473 SH   DFND 2 22,473 0 0
AUTONATION INC COM 05329W102 2,235 47,774 SH   DFND 1 47,774 0 0
AUTONATION INC COM 05329W102 150 3,200 SH   DFND 2 3,200 0 0
AUTONATION INC COM 05329W102 351 7,500 SH   DFND 5 7,500 0 0
AUTOWEB INC COM 05335B100 38 12,844 SH   DFND 5 12,844 0 0
AUTOZONE INC COM 053332102 77 119 SH   DFND 3 119 0 0
AUTOZONE INC COM 053332102 2,524 3,890 SH   DFND 1 3,890 0 0
AUTOZONE INC COM 053332102 2,024 3,120 SH   DFND 2 3,120 0 0
AVALONBAY CMNTYS INC COM 053484101 718 4,363 SH   DFND 3 4,363 0 0
AVANGRID INC COM 05351W103 6,136 120,028 SH   DFND 5 120,028 0 0
AVAYA HLDGS CORP COM 05351X101 944 42,141 SH   DFND 1 42,141 0 0
AVAYA HLDGS CORP COM 05351X101 1,228 54,800 SH   DFND 5 54,800 0 0
AVEO PHARMACEUTICALS INC COM 053588109 44 15,232 SH   DFND 3 15,232 0 0
AVERY DENNISON CORP COM 053611109 3,999 37,642 SH   DFND 1 37,642 0 0
AVERY DENNISON CORP COM 053611109 680 6,400 SH   DFND 5 6,400 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 3,222 380,417 SH   DFND 5 380,417 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 2,512 3,000,000 PRN   DFND 3 3,000,000 0 0
AVNET INC COM 053807103 362 8,663 SH   DFND 1 8,663 0 0
AVON PRODS INC COM 054303102 254 89,500 SH   DFND 5 89,500 0 0
AVX CORP NEW COM 002444107 5,595 338,051 SH   DFND 5 338,051 0 0
AXALTA COATING SYS LTD COM G0750C108 1,298 43,000 SH   DFND 5 43,000 0 0
AXALTA COATING SYS LTD COM G0750C108 9,251 306,434 SH   DFND 3 306,434 0 0
AXALTA COATING SYS LTD COM G0750C108 88 2,900 SH   DFND 1 2,900 0 0
AXALTA COATING SYS LTD COM G0750C108 1,009 33,430 SH   DFND 2 33,430 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 276 4,800 SH   DFND 5 4,800 0 0
B & G FOODS INC NEW COM 05508R106 290 12,254 SH   DFND 1 12,254 0 0
BAIDU INC SPON ADR REP A 056752108 3,817 17,100 SH   DFND 3 17,100 0 0
BAKER HUGHES A GE CO CL A 05722G100 139 4,992 SH   DFND 1 4,992 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,602 93,681 SH   DFND 3 93,681 0 0
BALCHEM CORP COM 057665200 1,453 17,771 SH   DFND 1 17,771 0 0
BALL CORP COM 058498106 354 8,898 SH   DFND 1 8,898 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 94,662 7,875,336 SH   DFND 5 7,875,336 0 0
BANCO SANTANDER S A SPONSORED ADR B 05969B103 985 137,440 SH   DFND 3 137,440 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,851 89,664 SH   DFND 1 89,664 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 1,132 35,600 SH   DFND 5 35,600 0 0
BANK AMER CORP COM 060505104 1,232 41,107 SH   DFND 1 41,107 0 0
BANK AMER CORP COM 060505104 19,600 653,551 SH   DFND 2 653,551 0 0
BANK HAWAII CORP COM 062540109 3,732 44,910 SH   DFND 1 44,910 0 0
BANK MONTREAL QUE COM 063671101 12,908 171,000 SH   DFND 5 171,000 0 0
BANK N S HALIFAX COM 064149107 4,922 79,775 SH   DFND 1 79,775 0 0
BANK N S HALIFAX COM 064149107 28,614 464,850 SH   DFND 5 464,850 0 0
BANK NEW YORK MELLON CORP COM 064058100 551 10,693 SH   DFND 1 10,693 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,725 105,284 SH   DFND 1 105,284 0 0
BANKUNITED INC COM 06652K103 4,094 102,403 SH   DFND 1 102,403 0 0
BANKUNITED INC COM 06652K103 4,002 100,100 SH   DFND 5 100,100 0 0
BANNER CORP COM NEW 06652V208 3,922 70,675 SH   DFND 1 70,675 0 0
BARNES & NOBLE ED INC COM 06777U101 2,106 305,700 SH   DFND 5 305,700 0 0
BARNES GROUP INC COM 067806109 5,078 84,795 SH   DFND 1 84,795 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 10,262 123,815 SH   DFND 5 123,815 0 0
BARRICK GOLD CORP COM 067901108 542 43,547 SH   DFND 1 43,547 0 0
BASSETT FURNITURE INDS INC COM 070203104 793 26,120 SH   DFND 5 26,120 0 0
BAXTER INTL INC COM 071813109 4,446 68,360 SH   DFND 5 68,360 0 0
BAXTER INTL INC COM 071813109 9,086 139,697 SH   DFND 1 139,697 0 0
BAXTER INTL INC COM 071813109 1,700 26,139 SH   DFND 2 26,139 0 0
BB&T CORP COM 054937107 11,181 214,850 SH   DFND 5 214,850 0 0
BB&T CORP COM 054937107 13,657 262,439 SH   DFND 3 262,439 0 0
BB&T CORP COM 054937107 2,102 40,397 SH   DFND 2 40,397 0 0
BB&T CORP COM 054937107 1,782 34,236 SH   DFND 1 34,236 0 0
BBX CAP CORP NEW CL A 05491N104 13,050 1,416,953 SH   DFND 5 1,416,953 0 0
BCE INC COM NEW 05534B760 4,129 95,948 SH   DFND 1 95,948 0 0
BCE INC COM NEW 05534B760 11,492 267,250 SH   DFND 5 267,250 0 0
BEACON ROOFING SUPPLY INC COM 073685109 228 4,296 SH   DFND 1 4,296 0 0
BEACON ROOFING SUPPLY INC COM 073685109 9,738 183,500 SH   DFND 5 183,500 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 99 6,194 SH   DFND 1 6,194 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,652 103,546 SH   DFND 5 103,546 0 0
BECTON DICKINSON & CO COM 075887109 5,134 23,690 SH   DFND 5 23,690 0 0
BECTON DICKINSON & CO COM 075887109 9 43 SH   DFND 3 43 0 0
BED BATH & BEYOND INC COM 075896100 2,431 115,842 SH   DFND 1 115,842 0 0
BED BATH & BEYOND INC COM 075896100 638 30,400 SH   DFND 5 30,400 0 0
BELDEN INC COM 077454106 1,039 15,077 SH   DFND 1 15,077 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 417 63,500 SH   DFND 5 63,500 0 0
BEMIS INC COM 081437105 2,644 60,771 SH   DFND 1 60,771 0 0
BENCHMARK ELECTRS INC COM 08160H101 3,190 106,872 SH   DFND 1 106,872 0 0
BENCHMARK ELECTRS INC COM 08160H101 7,505 251,434 SH   DFND 5 251,434 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,009 60,200 SH   DFND 2 60,200 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,328 41,750 SH   DFND 5 41,750 0 0
BERRY GLOBAL GROUP INC COM 08579W103 966 17,621 SH   DFND 1 17,621 0 0
BEST BUY INC COM 086516101 126,822 1,811,999 SH   DFND 5 1,811,999 0 0
BEST BUY INC COM 086516101 930 13,290 SH   DFND 2 13,290 0 0
BEST BUY INC COM 086516101 4,986 71,230 SH   DFND 1 71,230 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1,365 34,348 SH   DFND 3 34,348 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 456 62,888 SH   DFND 5 62,888 0 0
BIG LOTS INC COM 089302103 1,071 24,613 SH   DFND 1 24,613 0 0
BIG LOTS INC COM 089302103 433 9,957 SH   DFND 3 9,957 0 0
BIG LOTS INC COM 089302103 17,795 408,800 SH   DFND 5 408,800 0 0
BIO RAD LABS INC CL A 090572207 1,836 7,344 SH   DFND 1 7,344 0 0
BIO TECHNE CORP COM 09073M104 2,330 15,432 SH   DFND 1 15,432 0 0
BIO TECHNE CORP COM 09073M104 347 2,300 SH   DFND 5 2,300 0 0
BIOGEN INC COM 09062X103 2,151 7,857 SH   DFND 3 7,857 0 0
BIOGEN INC COM 09062X103 59,567 217,540 SH   DFND 5 217,540 0 0
BIOGEN INC COM 09062X103 12,525 45,742 SH   DFND 2 45,742 0 0
BIOGEN INC COM 09062X103 1,914 6,990 SH   DFND 1 6,990 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 588 7,259 SH   DFND 3 7,259 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,002 61,700 SH   DFND 5 61,700 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,910 48,227 SH   DFND 2 48,227 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,299 12,000,000 PRN   DFND 3 12,000,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,496 3,700,000 PRN   DFND 4 3,700,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 331 300,000 PRN   DFND 4 300,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,659 37,423 SH   DFND 5 37,423 0 0
BJS RESTAURANTS INC COM 09180C106 880 19,592 SH   DFND 1 19,592 0 0
BJS RESTAURANTS INC COM 09180C106 7,247 161,400 SH   DFND 5 161,400 0 0
BLACK KNIGHT INC COM 09215C105 264 5,600 SH   DFND 5 5,600 0 0
BLACK KNIGHT INC COM 09215C105 6,706 142,395 SH   DFND 1 142,395 0 0
BLACKBAUD INC COM 09227Q100 1,378 13,533 SH   DFND 1 13,533 0 0
BLACKBERRY LTD COM 09228F103 6,870 597,369 SH   DFND 1 597,369 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 6,757 6,115,000 PRN   DFND 3 6,115,000 0 0
BLACKROCK INC COM 09247X101 3,545 6,545 SH   DFND 1 6,545 0 0
BLACKROCK INC COM 09247X101 3,420 6,313 SH   DFND 2 6,313 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 7,029 220,000 SH   DFND 2 220,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,879 58,799 SH   DFND 3 58,799 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 493 500,000 PRN   DFND 4 500,000 0 0
BLOCK H & R INC COM 093671105 5,052 198,814 SH   DFND 1 198,814 0 0
BLOCK H & R INC COM 093671105 313 12,327 SH   DFND 2 12,327 0 0
BLOOMIN BRANDS INC COM 094235108 6,876 283,200 SH   DFND 5 283,200 0 0
BLOOMIN BRANDS INC COM 094235108 5,908 243,337 SH   DFND 1 243,337 0 0
BLUCORA INC COM 095229100 982 39,900 SH   DFND 1 39,900 0 0
BLUCORA INC COM 095229100 11,096 451,067 SH   DFND 5 451,067 0 0
BLUEBIRD BIO INC COM 09609G100 83 486 SH   DFND 1 486 0 0
BLUEBIRD BIO INC COM 09609G100 164 960 SH   DFND 3 960 0 0
BLUEBIRD BIO INC COM 09609G100 5,532 32,400 SH   DFND 5 32,400 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 229 10,800 SH   DFND 5 10,800 0 0
BOEING CO COM 097023105 7,676 23,412 SH   DFND 1 23,412 0 0
BOEING CO COM 097023105 14,100 43,002 SH   DFND 2 43,002 0 0
BOEING CO COM 097023105 212,453 647,959 SH   DFND 5 647,959 0 0
BOFI HLDG INC COM 05566U108 3,937 97,132 SH   DFND 1 97,132 0 0
BOISE CASCADE CO DEL COM 09739D100 14,869 385,205 SH   DFND 5 385,205 0 0
BOISE CASCADE CO DEL COM 09739D100 171 4,431 SH   DFND 1 4,431 0 0
BOJANGLES INC COM 097488100 247 17,800 SH   DFND 5 17,800 0 0
BOJANGLES INC COM 097488100 870 62,791 SH   DFND 1 62,791 0 0
BOK FINL CORP COM NEW 05561Q201 4,044 40,853 SH   DFND 1 40,853 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 3,422 123,500 SH   DFND 5 123,500 0 0
BOOKING HLDGS INC COM 09857L108 2,022 972 SH   DFND 1 972 0 0
BOOKING HLDGS INC COM 09857L108 5,409 2,600 SH   DFND 2 2,600 0 0
BOOKING HLDGS INC COM 09857L108 2,392 1,150 SH   DFND 3 1,150 0 0
BOOKING HLDGS INC COM 09857L108 29,891 14,368 SH   DFND 5 14,368 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 9,034 233,308 SH   DFND 1 233,308 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 116 3,000 SH   DFND 3 3,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 561 14,500 SH   DFND 5 14,500 0 0
BOSTON BEER INC CL A 100557107 541 2,861 SH   DFND 1 2,861 0 0
BOSTON BEER INC CL A 100557107 13,687 72,400 SH   DFND 5 72,400 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 307 20,392 SH   DFND 1 20,392 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,612 168,801 SH   DFND 1 168,801 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,994 73,000 SH   DFND 2 73,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,322 121,600 SH   DFND 5 121,600 0 0
BOTTOMLINE TECH DEL INC COM 101388106 943 24,348 SH   DFND 1 24,348 0 0
BOX INC CL A 10316T104 689 33,528 SH   DFND 1 33,528 0 0
BOYD GAMING CORP COM 103304101 3,231 101,402 SH   DFND 1 101,402 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 864 54,400 SH   DFND 5 54,400 0 0
BRIGGS & STRATTON CORP COM 109043109 5,817 271,700 SH   DFND 5 271,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,729 17,330 SH   DFND 1 17,330 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,102 21,445 SH   DFND 1 21,445 0 0
BRIGHTHOUSE FINL INC COM 10922N103 215 4,185 SH   DFND 2 4,185 0 0
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BRINKER INTL INC COM 109641100 2,873 79,579 SH   DFND 5 79,579 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,698 58,455 SH   DFND 1 58,455 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,824 76,269 SH   DFND 2 76,269 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,228 145,900 SH   DFND 5 145,900 0 0
BRISTOW GROUP INC COM 110394103 292 22,500 SH   DFND 5 22,500 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 210 13,800 SH   DFND 2 13,800 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 8,128 532,956 SH   DFND 5 532,956 0 0
BROADCOM LTD SHS Y09827109 3,841 16,300 SH   DFND 2 16,300 0 0
BROADCOM LTD SHS Y09827109 18,025 76,487 SH   DFND 3 76,487 0 0
BROADCOM LTD SHS Y09827109 813 3,450 SH   DFND 1 3,450 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,026 109,642 SH   DFND 1 109,642 0 0
BROOKDALE SR LIVING INC COM 112463104 53 7,916 SH   DFND 1 7,916 0 0
BROOKDALE SR LIVING INC COM 112463104 2 263 SH   DFND 3 263 0 0
BROOKDALE SR LIVING INC COM 112463104 2,298 342,500 SH   DFND 5 342,500 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 551 14,136 SH   DFND 1 14,136 0 0
BROWN & BROWN INC COM 115236101 1,936 76,118 SH   DFND 1 76,118 0 0
BROWN FORMAN CORP CL B 115637209 3,338 61,365 SH   DFND 1 61,365 0 0
BROWN FORMAN CORP CL B 115637209 729 13,400 SH   DFND 2 13,400 0 0
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BRUKER CORP COM 116794108 311 10,400 SH   DFND 5 10,400 0 0
BRUNSWICK CORP COM 117043109 621 10,452 SH   DFND 1 10,452 0 0
BUCKLE INC COM 118440106 439 19,800 SH   DFND 5 19,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 10,015 504,800 SH   DFND 5 504,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,540 77,635 SH   DFND 1 77,635 0 0
BUNGE LIMITED COM G16962105 2,012 27,205 SH   DFND 3 27,205 0 0
BUNGE LIMITED COM G16962105 9,413 127,300 SH   DFND 5 127,300 0 0
BURLINGTON STORES INC COM 122017106 1,212 9,101 SH   DFND 1 9,101 0 0
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BURLINGTON STORES INC COM 122017106 1,385 10,400 SH   DFND 5 10,400 0 0
BWX TECHNOLOGIES INC COM 05605H100 15,743 247,800 SH   DFND 5 247,800 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,909 30,045 SH   DFND 1 30,045 0 0
BWX TECHNOLOGIES INC COM 05605H100 436 6,866 SH   DFND 3 6,866 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,337 78,300 SH   DFND 5 78,300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,092 11,655 SH   DFND 1 11,655 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 138 1,472 SH   DFND 3 1,472 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 5,146 199,332 SH   DFND 3 199,332 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 604 23,400 SH   DFND 5 23,400 0 0
CA INC COM 12673P105 8,334 245,837 SH   DFND 1 245,837 0 0
CA INC COM 12673P105 503 14,848 SH   DFND 2 14,848 0 0
CA INC COM 12673P105 1,953 57,600 SH   DFND 5 57,600 0 0
CABLE ONE INC COM 12685J105 26 38 SH   DFND 1 38 0 0
CABLE ONE INC COM 12685J105 3,710 5,400 SH   DFND 5 5,400 0 0
CABOT CORP COM 127055101 2,516 45,159 SH   DFND 1 45,159 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,130 19,886 SH   DFND 1 19,886 0 0
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CAE INC COM 124765108 621 33,400 SH   DFND 5 33,400 0 0
CAESARSTONE LTD ORD SHS M20598104 552 28,100 SH   DFND 5 28,100 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 2,132 2,000,000 PRN   DFND 3 2,000,000 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 5,888 934,682 SH   DFND 5 934,682 0 0
CALLAWAY GOLF CO COM 131193104 1,062 64,900 SH   DFND 5 64,900 0 0
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CAMBREX CORP COM 132011107 1,296 24,772 SH   DFND 1 24,772 0 0
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CAMPBELL SOUP CO COM 134429109 1,328 30,675 SH   DFND 1 30,675 0 0
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CAMPING WORLD HLDGS INC CL A 13462K109 3,260 101,100 SH   DFND 5 101,100 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 30 911 SH   DFND 1 911 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 2,065 61,800 SH   DFND 5 61,800 0 0
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CANADIAN NATL RY CO COM 136375102 4,272 58,412 SH   DFND 1 58,412 0 0
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CANTEL MEDICAL CORP COM 138098108 1,087 9,761 SH   DFND 1 9,761 0 0
CAPELLA EDUCATION COMPANY COM 139594105 857 9,806 SH   DFND 1 9,806 0 0
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CAPITAL ONE FINL CORP COM 14040H105 4,359 45,489 SH   DFND 2 45,489 0 0
CAPITAL ONE FINL CORP COM 14040H105 0 3 SH   DFND 3 3 0 0
CAPITAL ONE FINL CORP COM 14040H105 18,196 189,900 SH   DFND 5 189,900 0 0
CAPITOL FED FINL INC COM 14057J101 301 24,348 SH   DFND 1 24,348 0 0
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CARE COM INC COM 141633107 6,095 374,611 SH   DFND 5 374,611 0 0
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CARMAX INC COM 143130102 23 365 SH   DFND 1 365 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 1,705 38,632 SH   DFND 1 38,632 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 6,752 602,823 SH   DFND 5 602,823 0 0
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CARVANA CO CL A 146869102 1,532 66,800 SH   DFND 5 66,800 0 0
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CATALENT INC COM 148806102 2,246 54,700 SH   DFND 5 54,700 0 0
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CBL & ASSOC PPTYS INC COM 124830100 11,026 2,644,049 SH   DFND 5 2,644,049 0 0
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CBS CORP NEW CL B 124857202 1,028 20,000 SH   DFND 5 20,000 0 0
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CHANGYOU COM LTD ADS REP CL A 15911M107 23,599 846,137 SH   DFND 3 846,137 0 0
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CHART INDS INC NOTE 2.000% 8/0 16115QAC4 615 600,000 PRN   DFND 4 600,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 407 1,309 SH   DFND 1 1,309 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,997 12,843 SH   DFND 2 12,843 0 0
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CHECK POINT SOFTWARE TECH LT ORD M22465104 5,237 52,718 SH   DFND 3 52,718 0 0
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CHILDRENS PL INC COM 168905107 4,095 30,278 SH   DFND 1 30,278 0 0
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CHINA YUCHAI INTL LTD COM G21082105 2,051 96,893 SH   DFND 5 96,893 0 0
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CHUBB LIMITED COM H1467J104 3,141 22,965 SH   DFND 1 22,965 0 0
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CIENA CORP COM NEW 171779309 1,294 49,942 SH   DFND 1 49,942 0 0
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CIMAREX ENERGY CO COM 171798101 306 3,273 SH   DFND 1 3,273 0 0
CIMAREX ENERGY CO COM 171798101 442 4,725 SH   DFND 2 4,725 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 7,537 544,183 SH   DFND 5 544,183 0 0
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CIT GROUP INC COM NEW 125581801 1,001 19,441 SH   DFND 2 19,441 0 0
CIT GROUP INC COM NEW 125581801 3,262 63,347 SH   DFND 1 63,347 0 0
CITI TRENDS INC COM 17306X102 10,944 354,075 SH   DFND 5 354,075 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 85 1,856,253 SH   DFND 3 1,856,253 0 0
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CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6,072 4,600,000 PRN   DFND 4 4,600,000 0 0
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COLUMBIA SPORTSWEAR CO COM 198516106 4,853 63,503 SH   DFND 1 63,503 0 0
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CONSTELLIUM NV CL A N22035104 5,131 472,915 SH   DFND 3 472,915 0 0
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 338 95,098 SH   DFND 5 95,098 0 0
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COPART INC COM 217204106 1,682 33,022 SH   DFND 1 33,022 0 0
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CORESITE RLTY CORP COM 21870Q105 20,636 205,826 SH   DFND 5 205,826 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 700 700,000 PRN   DFND 4 700,000 0 0
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COTT CORP QUE COM 22163N106 210 14,298 SH   DFND 1 14,298 0 0
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CRA INTL INC COM 12618T105 6,825 130,517 SH   DFND 5 130,517 0 0
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CRANE CO COM 224399105 4,904 52,879 SH   DFND 1 52,879 0 0
CRANE CO COM 224399105 10,711 115,500 SH   DFND 5 115,500 0 0
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CREE INC COM 225447101 302 7,500 SH   DFND 5 7,500 0 0
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CROWN HOLDINGS INC COM 228368106 1,551 30,563 SH   DFND 1 30,563 0 0
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CRYOPORT INC COM PAR $0.001 229050307 92 10,719 SH   DFND 3 10,719 0 0
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CSRA INC COM 12650T104 8,355 202,661 SH   DFND 3 202,661 0 0
CSX CORP COM 126408103 6,217 111,590 SH   DFND 2 111,590 0 0
CSX CORP COM 126408103 606 10,877 SH   DFND 3 10,877 0 0
CSX CORP COM 126408103 2,464 44,231 SH   DFND 1 44,231 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5,585 119,809 SH   DFND 3 119,809 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 7,525 6,990,000 PRN   DFND 3 6,990,000 0 0
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CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 3,648 3,000,000 PRN   DFND 3 3,000,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 5,800 5,000,000 PRN   DFND 4 5,000,000 0 0
CULLEN FROST BANKERS INC COM 229899109 4,169 39,304 SH   DFND 1 39,304 0 0
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CUMMINS INC COM 231021106 5,494 33,897 SH   DFND 1 33,897 0 0
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CUMMINS INC COM 231021106 24,759 152,750 SH   DFND 5 152,750 0 0
CURTISS WRIGHT CORP COM 231561101 5,925 43,867 SH   DFND 1 43,867 0 0
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CUSTOMERS BANCORP INC COM 23204G100 7,723 264,935 SH   DFND 5 264,935 0 0
CUTERA INC COM 232109108 526 10,464 SH   DFND 1 10,464 0 0
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CYTOKINETICS INC COM NEW 23282W605 378 52,500 SH   DFND 5 52,500 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 11,593 407,483 SH   DFND 5 407,483 0 0
CYTOSORBENTS CORP COM NEW 23283X206 97 13,760 SH   DFND 3 13,760 0 0
D R HORTON INC COM 23331A109 916 20,888 SH   DFND 1 20,888 0 0
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DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 32,881 671,726 SH   DFND 5 671,726 0 0
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DATA I O CORP COM 237690102 283 38,100 SH   DFND 5 38,100 0 0
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DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 2,486 12,035 SH   DFND 5 12,035 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 1,100 105,400 SH   DFND 5 105,400 0 0
DICKS SPORTING GOODS INC COM 253393102 1,247 35,579 SH   DFND 1 35,579 0 0
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DIGITAL TURBINE INC COM NEW 25400W102 26 12,757 SH   DFND 3 12,757 0 0
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DISNEY WALT CO COM DISNEY 254687106 1,427 14,205 SH   DFND 1 14,205 0 0
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DISNEY WALT CO COM DISNEY 254687106 110,534 1,100,500 SH   DFND 5 1,100,500 0 0
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DOMTAR CORP COM NEW 257559203 2,632 61,869 SH   DFND 1 61,869 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,044 8,819 SH   DFND 2 8,819 0 0
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DUKE ENERGY CORP NEW COM NEW 26441C204 3,486 45,000 SH   DFND 5 45,000 0 0
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DUN & BRADSTREET CORP DEL NE COM 26483E100 4,183 35,746 SH   DFND 1 35,746 0 0
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DXC TECHNOLOGY CO COM 23355L106 8,896 88,494 SH   DFND 1 88,494 0 0
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EHI CAR SVCS LTD SPON ADS CL A 26853A100 1,432 115,000 SH   DFND 3 115,000 0 0
EL PASO ELEC CO COM NEW 283677854 1,820 35,686 SH   DFND 1 35,686 0 0
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EL POLLO LOCO HLDGS INC COM 268603107 619 65,143 SH   DFND 1 65,143 0 0
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EMCOR GROUP INC COM 29084Q100 3,802 48,781 SH   DFND 1 48,781 0 0
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EMERSON ELEC CO COM 291011104 1,906 27,913 SH   DFND 1 27,913 0 0
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ENERGEN CORP COM 29265N108 2,701 42,972 SH   DFND 1 42,972 0 0
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ENPRO INDS INC COM 29355X107 583 7,541 SH   DFND 1 7,541 0 0
ENPRO INDS INC COM 29355X107 1,787 23,100 SH   DFND 5 23,100 0 0
ENSCO PLC SHS CLASS A G3157S106 947 215,850 SH   DFND 3 215,850 0 0
ENSIGN GROUP INC COM 29358P101 243 9,258 SH   DFND 1 9,258 0 0
ENTEGRIS INC COM 29362U104 2,018 57,977 SH   DFND 1 57,977 0 0
ENTEGRIS INC COM 29362U104 2,579 74,100 SH   DFND 5 74,100 0 0
ENTERGY CORP NEW COM 29364G103 330 4,194 SH   DFND 1 4,194 0 0
ENTERGY CORP NEW COM 29364G103 427 5,415 SH   DFND 2 5,415 0 0
ENTERGY CORP NEW COM 29364G103 634 8,044 SH   DFND 3 8,044 0 0
ENVESTNET INC COM 29404K106 2,116 36,925 SH   DFND 1 36,925 0 0
ENVESTNET INC COM 29404K106 504 8,800 SH   DFND 5 8,800 0 0
ENVISION HEALTHCARE CORP COM 29414D100 17 450 SH   DFND 3 450 0 0
ENVISION HEALTHCARE CORP COM 29414D100 905 23,538 SH   DFND 1 23,538 0 0
EOG RES INC COM 26875P101 4,527 43,000 SH   DFND 5 43,000 0 0
EOG RES INC COM 26875P101 559 5,310 SH   DFND 2 5,310 0 0
EOG RES INC COM 26875P101 562 5,337 SH   DFND 1 5,337 0 0
EPAM SYS INC COM 29414B104 457 3,993 SH   DFND 1 3,993 0 0
EPAM SYS INC COM 29414B104 215 1,874 SH   DFND 3 1,874 0 0
EPAM SYS INC COM 29414B104 366 3,200 SH   DFND 5 3,200 0 0
EQT CORP COM 26884L109 164 3,456 SH   DFND 1 3,456 0 0
EQT CORP COM 26884L109 599 12,600 SH   DFND 2 12,600 0 0
EQT CORP COM 26884L109 1,967 41,400 SH   DFND 5 41,400 0 0
EQUIFAX INC COM 294429105 2,108 17,898 SH   DFND 1 17,898 0 0
EQUIFAX INC COM 294429105 508 4,315 SH   DFND 5 4,315 0 0
EQUINIX INC COM PAR $0.001 29444U700 60,323 144,265 SH   DFND 5 144,265 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,184 38,600 SH   DFND 5 38,600 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5,214 59,400 SH   DFND 5 59,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 431 6,993 SH   DFND 3 6,993 0 0
ERA GROUP INC COM 26885G109 1,042 111,490 SH   DFND 5 111,490 0 0
ESSENT GROUP LTD COM G3198U102 583 13,697 SH   DFND 1 13,697 0 0
ESSENT GROUP LTD COM G3198U102 65,142 1,530,581 SH   DFND 5 1,530,581 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 2,086 28,515 SH   DFND 1 28,515 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 31 1,342 SH   DFND 1 1,342 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,258 54,800 SH   DFND 5 54,800 0 0
ETSY INC COM 29786A106 645 22,996 SH   DFND 1 22,996 0 0
ETSY INC COM 29786A106 4,240 151,100 SH   DFND 5 151,100 0 0
EURONET WORLDWIDE INC COM 298736109 7,866 99,670 SH   DFND 1 99,670 0 0
EURONET WORLDWIDE INC COM 298736109 2,083 26,400 SH   DFND 5 26,400 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,828 10,025,000 PRN   DFND 3 10,025,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 3,906 3,300,000 PRN   DFND 4 3,300,000 0 0
EVERCORE INC CLASS A 29977A105 3,860 44,273 SH   DFND 1 44,273 0 0
EVERCORE INC CLASS A 29977A105 7,447 85,400 SH   DFND 5 85,400 0 0
EVEREST RE GROUP LTD COM G3223R108 133 519 SH   DFND 1 519 0 0
EVEREST RE GROUP LTD COM G3223R108 969 3,773 SH   DFND 3 3,773 0 0
EVEREST RE GROUP LTD COM G3223R108 29,586 115,200 SH   DFND 5 115,200 0 0
EVERI HLDGS INC COM 30034T103 900 136,921 SH   DFND 5 136,921 0 0
EVERSOURCE ENERGY COM 30040W108 1,123 19,061 SH   DFND 3 19,061 0 0
EVERSOURCE ENERGY COM 30040W108 27 458 SH   DFND 1 458 0 0
EVERSOURCE ENERGY COM 30040W108 799 13,564 SH   DFND 2 13,564 0 0
EVERTEC INC COM 30040P103 968 59,235 SH   DFND 1 59,235 0 0
EVERTEC INC COM 30040P103 13,930 852,018 SH   DFND 5 852,018 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,093 135,788 SH   DFND 5 135,788 0 0
EXACT SCIENCES CORP COM 30063P105 78 1,944 SH   DFND 1 1,944 0 0
EXACT SCIENCES CORP COM 30063P105 363 8,989 SH   DFND 3 8,989 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 13,325 15,000,000 PRN   DFND 3 15,000,000 0 0
EXELIXIS INC COM 30161Q104 483 21,801 SH   DFND 1 21,801 0 0
EXELIXIS INC COM 30161Q104 673 30,400 SH   DFND 5 30,400 0 0
EXELON CORP COM 30161N101 22,891 586,800 SH   DFND 5 586,800 0 0
EXELON CORP COM 30161N101 2,186 56,047 SH   DFND 1 56,047 0 0
EXELON CORP COM 30161N101 1,639 42,012 SH   DFND 2 42,012 0 0
EXELON CORP COM 30161N101 131 3,354 SH   DFND 3 3,354 0 0
EXLSERVICE HOLDINGS INC COM 302081104 8,117 145,546 SH   DFND 1 145,546 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1 5 SH   DFND 1 5 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,838 25,700 SH   DFND 5 25,700 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,630 41,548 SH   DFND 1 41,548 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,862 108,400 SH   DFND 5 108,400 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,382 135,816 SH   DFND 1 135,816 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,003 29,000 SH   DFND 2 29,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 23 328 SH   DFND 3 328 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 146,988 2,127,800 SH   DFND 5 2,127,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,656 235,500 SH   DFND 5 235,500 0 0
EXTERRAN CORP COM 30227H106 14,665 549,268 SH   DFND 5 549,268 0 0
EXTRA SPACE STORAGE INC COM 30225T102 496 5,676 SH   DFND 2 5,676 0 0
EXTRA SPACE STORAGE INC COM 30225T102 39 450 SH   DFND 3 450 0 0
EXTREME NETWORKS INC COM 30226D106 3,630 327,955 SH   DFND 5 327,955 0 0
EXXON MOBIL CORP COM 30231G102 2,145 28,747 SH   DFND 1 28,747 0 0
EXXON MOBIL CORP COM 30231G102 14,351 192,341 SH   DFND 2 192,341 0 0
EXXON MOBIL CORP COM 30231G102 11,979 160,560 SH   DFND 5 160,560 0 0
EZCORP INC CL A NON VTG 302301106 265 20,067 SH   DFND 1 20,067 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 2,192 2,075,000 PRN   DFND 3 2,075,000 0 0
F M C CORP COM NEW 302491303 288 3,757 SH   DFND 1 3,757 0 0
F M C CORP COM NEW 302491303 796 10,400 SH   DFND 3 10,400 0 0
F M C CORP COM NEW 302491303 291 3,800 SH   DFND 5 3,800 0 0
F5 NETWORKS INC COM 315616102 51 354 SH   DFND 3 354 0 0
F5 NETWORKS INC COM 315616102 36,302 251,037 SH   DFND 5 251,037 0 0
F5 NETWORKS INC COM 315616102 4,177 28,885 SH   DFND 1 28,885 0 0
F5 NETWORKS INC COM 315616102 464 3,209 SH   DFND 2 3,209 0 0
FACEBOOK INC CL A 30303M102 19,409 121,465 SH   DFND 2 121,465 0 0
FACEBOOK INC CL A 30303M102 5,206 32,581 SH   DFND 3 32,581 0 0
FACEBOOK INC CL A 30303M102 343,277 2,148,300 SH   DFND 5 2,148,300 0 0
FACEBOOK INC CL A 30303M102 33,268 208,200 SH Call DFND 3 208,200 0 0
FACEBOOK INC CL A 30303M102 1,598 10,000 SH Put DFND 3 10,000 0 0
FACEBOOK INC CL A 30303M102 10,269 64,268 SH   DFND 1 64,268 0 0
FACTSET RESH SYS INC COM 303075105 1,921 9,629 SH   DFND 1 9,629 0 0
FAIR ISAAC CORP COM 303250104 6,655 39,295 SH   DFND 1 39,295 0 0
FAIR ISAAC CORP COM 303250104 36,533 215,700 SH   DFND 5 215,700 0 0
FANG HLDGS LTD ADR 30711Y102 592 115,200 SH   DFND 3 115,200 0 0
FARMLAND PARTNERS INC COM 31154R109 2,098 251,300 SH   DFND 3 251,300 0 0
FASTENAL CO COM 311900104 459 8,400 SH   DFND 5 8,400 0 0
FASTENAL CO COM 311900104 1,433 26,258 SH   DFND 1 26,258 0 0
FCB FINL HLDGS INC CL A 30255G103 596 11,667 SH   DFND 1 11,667 0 0
FCB FINL HLDGS INC CL A 30255G103 12,030 235,424 SH   DFND 5 235,424 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,401 50,569 SH   DFND 5 50,569 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 514 4,430 SH   DFND 3 4,430 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 940 8,100 SH   DFND 5 8,100 0 0
FEDERATED INVS INC PA CL B 314211103 4,956 148,398 SH   DFND 1 148,398 0 0
FEDERATED INVS INC PA CL B 314211103 9,633 288,400 SH   DFND 5 288,400 0 0
FEDEX CORP COM 31428X106 6,257 26,059 SH   DFND 2 26,059 0 0
FEDEX CORP COM 31428X106 577 2,402 SH   DFND 1 2,402 0 0
FERRO CORP COM 315405100 650 28,007 SH   DFND 1 28,007 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,156 300,000 SH Call DFND 2 300,000 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 6,246 320,300 SH   DFND 5 320,300 0 0
FIBROGEN INC COM 31572Q808 73 1,570 SH   DFND 1 1,570 0 0
FIBROGEN INC COM 31572Q808 2,237 48,428 SH   DFND 5 48,428 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,692 67,265 SH   DFND 1 67,265 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,962 113,835 SH   DFND 1 113,835 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 799 8,297 SH   DFND 2 8,297 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 202 2,100 SH   DFND 5 2,100 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 307 13,304 SH   DFND 1 13,304 0 0
FIFTH THIRD BANCORP COM 316773100 1,221 38,456 SH   DFND 2 38,456 0 0
FIFTH THIRD BANCORP COM 316773100 1,718 54,123 SH   DFND 3 54,123 0 0
FIFTH THIRD BANCORP COM 316773100 3,399 107,066 SH   DFND 1 107,066 0 0
FINANCIAL INSTNS INC COM 317585404 4,566 154,273 SH   DFND 5 154,273 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,749 3,000,000 PRN   DFND 3 3,000,000 0 0
FINISH LINE INC CL A 317923100 6,542 483,126 SH   DFND 5 483,126 0 0
FIREEYE INC COM 31816Q101 115 6,784 SH   DFND 1 6,784 0 0
FIREEYE INC COM 31816Q101 169 10,000 SH   DFND 3 10,000 0 0
FIRST AMERN FINL CORP COM 31847R102 4,368 74,438 SH   DFND 1 74,438 0 0
FIRST BANCORP P R COM NEW 318672706 220 36,516 SH   DFND 1 36,516 0 0
FIRST BANCORP P R COM NEW 318672706 8,227 1,366,679 SH   DFND 5 1,366,679 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 250 17,331 SH   DFND 3 17,331 0 0
FIRST CMNTY CORP S C COM 319835104 242 10,568 SH   DFND 3 10,568 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 308 21,817 SH   DFND 1 21,817 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 771 1,866 SH   DFND 1 1,866 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 86 208 SH   DFND 3 208 0 0
FIRST DATA CORP NEW COM CL A 32008D106 7,722 482,600 SH   DFND 1 482,600 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,851 170,235 SH   DFND 5 170,235 0 0
FIRST FINL BANKSHARES COM 32020R109 3,921 84,683 SH   DFND 1 84,683 0 0
FIRST FINL CORP IND COM 320218100 4,782 114,957 SH   DFND 5 114,957 0 0
FIRST HAWAIIAN INC COM 32051X108 4,584 164,688 SH   DFND 1 164,688 0 0
FIRST HORIZON NATL CORP COM 320517105 2,536 134,681 SH   DFND 3 134,681 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,023 35,000 SH   DFND 5 35,000 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 96 15,664 SH   DFND 1 15,664 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,940 78,895 SH   DFND 1 78,895 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 5,094 55,000 SH   DFND 5 55,000 0 0
FIRST SOLAR INC COM 336433107 4,585 64,589 SH   DFND 1 64,589 0 0
FIRST SOLAR INC COM 336433107 60,468 851,900 SH   DFND 5 851,900 0 0
FIRSTCASH INC COM 33767D105 6,241 76,814 SH   DFND 1 76,814 0 0
FIRSTENERGY CORP COM 337932107 2,128 62,558 SH   DFND 1 62,558 0 0
FIRSTENERGY CORP COM 337932107 755 22,200 SH   DFND 2 22,200 0 0
FIRSTENERGY CORP COM 337932107 821 24,147 SH   DFND 3 24,147 0 0
FISERV INC COM 337738108 9,528 133,613 SH   DFND 1 133,613 0 0
FIVE BELOW INC COM 33829M101 518 7,061 SH   DFND 1 7,061 0 0
FIVE BELOW INC COM 33829M101 6,205 84,600 SH   DFND 5 84,600 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,254 25,948 SH   DFND 1 25,948 0 0
FLEX LTD ORD Y2573F102 686 41,986 SH   DFND 1 41,986 0 0
FLIR SYS INC COM 302445101 510 10,200 SH   DFND 5 10,200 0 0
FLIR SYS INC COM 302445101 943 18,852 SH   DFND 1 18,852 0 0
FLIR SYS INC COM 302445101 307 6,139 SH   DFND 2 6,139 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 8,277 158,809 SH   DFND 5 158,809 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1 28 SH   DFND 3 28 0 0
FLOTEK INDS INC DEL COM 343389102 168 27,500 SH   DFND 5 27,500 0 0
FLOWERS FOODS INC COM 343498101 3,056 139,794 SH   DFND 1 139,794 0 0
FLOWERS FOODS INC COM 343498101 1,121 51,300 SH   DFND 5 51,300 0 0
FLOWSERVE CORP COM 34354P105 798 18,410 SH   DFND 1 18,410 0 0
FLUOR CORP NEW COM 343412102 1,148 20,055 SH   DFND 1 20,055 0 0
FLUOR CORP NEW COM 343412102 108 1,881 SH   DFND 3 1,881 0 0
FLUSHING FINL CORP COM 343873105 1,684 62,478 SH   DFND 5 62,478 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 362 30,700 SH   DFND 5 30,700 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,353 101,662 SH   DFND 5 101,662 0 0
FNB CORP PA COM 302520101 6,182 459,623 SH   DFND 3 459,623 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,423 26,500 SH   DFND 3 26,500 0 0
FONAR CORP COM NEW 344437405 5,206 174,705 SH   DFND 5 174,705 0 0
FOOT LOCKER INC COM 344849104 1,854 40,711 SH   DFND 1 40,711 0 0
FOOT LOCKER INC COM 344849104 3,144 69,049 SH   DFND 3 69,049 0 0
FOOT LOCKER INC COM 344849104 12,820 281,500 SH   DFND 5 281,500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 526 47,511 SH   DFND 1 47,511 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,175 106,069 SH   DFND 3 106,069 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 10,610 523,716 SH   DFND 5 523,716 0 0
FORESTAR GROUP INC COM 346232101 657 31,045 SH   DFND 1 31,045 0 0
FORMFACTOR INC COM 346375108 172 12,592 SH   DFND 1 12,592 0 0
FORRESTER RESH INC COM 346563109 2,802 67,605 SH   DFND 5 67,605 0 0
FORTINET INC COM 34959E109 3,520 65,700 SH   DFND 5 65,700 0 0
FORTINET INC COM 34959E109 54 1,000 SH   DFND 3 1,000 0 0
FORTINET INC COM 34959E109 418 7,800 SH   DFND 2 7,800 0 0
FORTINET INC COM 34959E109 10,788 201,341 SH   DFND 1 201,341 0 0
FORTIVE CORP COM 34959J108 1,326 17,106 SH   DFND 1 17,106 0 0
FORTIVE CORP COM 34959J108 1,318 17,000 SH   DFND 2 17,000 0 0
FORTIVE CORP COM 34959J108 4,372 56,400 SH   DFND 5 56,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,228 54,804 SH   DFND 1 54,804 0 0
FORWARD AIR CORP COM 349853101 2,645 50,041 SH   DFND 1 50,041 0 0
FORWARD AIR CORP COM 349853101 8,199 155,100 SH   DFND 5 155,100 0 0
FOSSIL GROUP INC COM 34988V106 4,939 388,900 SH   DFND 5 388,900 0 0
FRANCESCAS HLDGS CORP COM 351793104 84 17,600 SH   DFND 5 17,600 0 0
FRANCO NEVADA CORP COM 351858105 8,076 118,450 SH   DFND 5 118,450 0 0
FRANKLIN ELEC INC COM 353514102 391 9,590 SH   DFND 1 9,590 0 0
FRANKLIN RES INC COM 354613101 608 17,518 SH   DFND 2 17,518 0 0
FRANKLIN RES INC COM 354613101 2,428 70,000 SH   DFND 3 70,000 0 0
FRANKLIN RES INC COM 354613101 4,466 128,774 SH   DFND 1 128,774 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,525 200,592 SH   DFND 1 200,592 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,542 201,563 SH   DFND 2 201,563 0 0
FREEPORT-MCMORAN INC CL B 35671D857 21,787 1,240,057 SH   DFND 3 1,240,057 0 0
FREEPORT-MCMORAN INC CL B 35671D857 260 14,800 SH   DFND 5 14,800 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,343 588,700 SH Call DFND 3 588,700 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,867 63,374 SH   DFND 1 63,374 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 116 11,500 SH   DFND 5 11,500 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 2,944 292,900 SH   DFND 3 292,900 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 557 75,100 SH   DFND 5 75,100 0 0
FS BANCORP INC COM 30263Y104 77 1,442 SH   DFND 3 1,442 0 0
FS BANCORP INC COM 30263Y104 405 7,562 SH   DFND 5 7,562 0 0
FTI CONSULTING INC COM 302941109 6,730 139,020 SH   DFND 1 139,020 0 0
FTS INTERNATIONAL INC COM 30283W104 3,380 183,799 SH   DFND 3 183,799 0 0
FULLER H B CO COM 359694106 651 13,100 SH   DFND 5 13,100 0 0
FUTUREFUEL CORPORATION COM 36116M106 7,454 621,689 SH   DFND 5 621,689 0 0
GAIN CAP HLDGS INC COM 36268W100 357 52,900 SH   DFND 5 52,900 0 0
GALLAGHER ARTHUR J & CO COM 363576109 89 1,291 SH   DFND 1 1,291 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,392 20,260 SH   DFND 3 20,260 0 0
GAMESTOP CORP NEW CL A 36467W109 7,904 626,300 SH   DFND 5 626,300 0 0
GAMESTOP CORP NEW CL A 36467W109 2,313 183,317 SH   DFND 1 183,317 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 532 15,900 SH   DFND 5 15,900 0 0
GAP INC DEL COM 364760108 362 11,600 SH   DFND 2 11,600 0 0
GAP INC DEL COM 364760108 237 7,600 SH   DFND 5 7,600 0 0
GAP INC DEL COM 364760108 2,816 90,256 SH   DFND 1 90,256 0 0
GARMIN LTD SHS H2906T109 3,285 55,753 SH   DFND 1 55,753 0 0
GARMIN LTD SHS H2906T109 22 368 SH   DFND 3 368 0 0
GARMIN LTD SHS H2906T109 2,292 38,900 SH   DFND 5 38,900 0 0
GASLOG LTD SHS G37585109 12,951 787,289 SH   DFND 5 787,289 0 0
GENER8 MARITIME INC COM Y26889108 1,081 191,272 SH   DFND 5 191,272 0 0
GENERAC HLDGS INC COM 368736104 1,813 39,488 SH   DFND 1 39,488 0 0
GENERAC HLDGS INC COM 368736104 3,778 82,300 SH   DFND 5 82,300 0 0
GENERAL DYNAMICS CORP COM 369550108 3,614 16,359 SH   DFND 1 16,359 0 0
GENERAL ELECTRIC CO COM 369604103 929 68,900 SH   DFND 3 68,900 0 0
GENERAL ELECTRIC CO COM 369604103 5,931 440,000 SH   DFND 2 440,000 0 0
GENERAL FIN CORP DEL COM 369822101 98 13,562 SH   DFND 3 13,562 0 0
GENERAL MLS INC COM 370334104 1,781 39,518 SH   DFND 1 39,518 0 0
GENERAL MLS INC COM 370334104 1,128 25,031 SH   DFND 3 25,031 0 0
GENERAL MTRS CO COM 37045V100 1 33 SH   DFND 1 33 0 0
GENERAL MTRS CO COM 37045V100 5,337 146,855 SH   DFND 2 146,855 0 0
GENERAL MTRS CO COM 37045V100 247 6,810 SH   DFND 3 6,810 0 0
GENESCO INC COM 371532102 2,113 52,056 SH   DFND 5 52,056 0 0
GENESEE & WYO INC CL A 371559105 1,062 15,007 SH   DFND 1 15,007 0 0
GENOMIC HEALTH INC COM 37244C101 8,347 266,776 SH   DFND 5 266,776 0 0
GENPACT LIMITED SHS G3922B107 10,821 338,263 SH   DFND 1 338,263 0 0
GENPACT LIMITED SHS G3922B107 637 19,900 SH   DFND 5 19,900 0 0
GENTEX CORP COM 371901109 3,372 146,472 SH   DFND 1 146,472 0 0
GENUINE PARTS CO COM 372460105 1,093 12,172 SH   DFND 1 12,172 0 0
GENUINE PARTS CO COM 372460105 686 7,640 SH   DFND 2 7,640 0 0
GENUINE PARTS CO COM 372460105 4,914 54,695 SH   DFND 3 54,695 0 0
GENUINE PARTS CO COM 372460105 5,121 57,000 SH   DFND 5 57,000 0 0
GERDAU S A SPON ADR REP PFD 373737105 6,647 1,426,300 SH   DFND 5 1,426,300 0 0
GGP INC COM 36174X101 4,717 230,521 SH   DFND 3 230,521 0 0
GILDAN ACTIVEWEAR INC COM 375916103 5,017 173,659 SH   DFND 1 173,659 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,201 41,600 SH   DFND 5 41,600 0 0
GILEAD SCIENCES INC COM 375558103 5,169 68,558 SH   DFND 2 68,558 0 0
GILEAD SCIENCES INC COM 375558103 157 2,088 SH   DFND 3 2,088 0 0
GILEAD SCIENCES INC COM 375558103 150,886 2,001,405 SH   DFND 5 2,001,405 0 0
GILEAD SCIENCES INC COM 375558103 4,498 59,658 SH   DFND 1 59,658 0 0
GLACIER BANCORP INC NEW COM 37637Q105 5,041 131,331 SH   DFND 1 131,331 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,402 29,022 SH   DFND 5 29,022 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 7,224 215,957 SH   DFND 5 215,957 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 556 54,475 SH   DFND 1 54,475 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 5,906 579,035 SH   DFND 3 579,035 0 0
GLOBAL MED REIT INC COM NEW 37954A204 318 45,800 SH   DFND 5 45,800 0 0
GLOBAL NET LEASE INC COM NEW 379378201 27,377 1,621,880 SH   DFND 5 1,621,880 0 0
GLOBAL PMTS INC COM 37940X102 204 1,829 SH   DFND 1 1,829 0 0
GLOBAL PMTS INC COM 37940X102 948 8,500 SH   DFND 2 8,500 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 636 60,685 SH   DFND 1 60,685 0 0
GLOBUS MED INC CL A 379577208 8,373 168,084 SH   DFND 1 168,084 0 0
GLOBUS MED INC CL A 379577208 976 19,600 SH   DFND 5 19,600 0 0
GLU MOBILE INC COM 379890106 2,031 538,700 SH   DFND 5 538,700 0 0
GMS INC COM 36251C103 8,865 290,095 SH   DFND 5 290,095 0 0
GNC HLDGS INC COM CL A 36191G107 3,883 1,005,904 SH   DFND 5 1,005,904 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 725 1,000,000 PRN   DFND 3 1,000,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 17,887 17,391,000 PRN   DFND 3 17,391,000 0 0
GOLDCORP INC NEW COM 380956409 104 7,497 SH   DFND 1 7,497 0 0
GOLDCORP INC NEW COM 380956409 3,175 229,781 SH   DFND 3 229,781 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 11,716 11,500,000 PRN   DFND 3 11,500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 97,594 387,492 SH   DFND 5 387,492 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,659 42,321 SH   DFND 3 42,321 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,615 38,177 SH   DFND 2 38,177 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 716 2,842 SH   DFND 1 2,842 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 172 6,461 SH   DFND 1 6,461 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 17,925 674,362 SH   DFND 3 674,362 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,771 28,917 SH   DFND 1 28,917 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,737 28,369 SH   DFND 2 28,369 0 0
GRACE W R & CO DEL NEW COM 38388F108 3,264 53,300 SH   DFND 5 53,300 0 0
GRACO INC COM 384109104 4,767 104,276 SH   DFND 1 104,276 0 0
GRACO INC COM 384109104 3,612 79,000 SH   DFND 5 79,000 0 0
GRAHAM HLDGS CO COM 384637104 2,558 4,248 SH   DFND 5 4,248 0 0
GRAHAM HLDGS CO COM 384637104 6,002 9,965 SH   DFND 1 9,965 0 0
GRAINGER W W INC COM 384802104 923 3,270 SH   DFND 5 3,270 0 0
GRAINGER W W INC COM 384802104 80 284 SH   DFND 3 284 0 0
GRAINGER W W INC COM 384802104 1,949 6,904 SH   DFND 1 6,904 0 0
GRAINGER W W INC COM 384802104 271 960 SH   DFND 2 960 0 0
GRAN TIERRA ENERGY INC COM 38500T101 292 104,800 SH   DFND 5 104,800 0 0
GRAND CANYON ED INC COM 38526M106 532 5,069 SH   DFND 1 5,069 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 12,589 319,444 SH   DFND 5 319,444 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,575 232,852 SH   DFND 1 232,852 0 0
GREAT SOUTHN BANCORP INC COM 390905107 787 15,750 SH   DFND 5 15,750 0 0
GREAT WESTN BANCORP INC COM 391416104 2,257 56,039 SH   DFND 1 56,039 0 0
GREEN DOT CORP CL A 39304D102 2,584 40,274 SH   DFND 1 40,274 0 0
GREENBRIER COS INC COM 393657101 36,156 719,526 SH   DFND 3 719,526 0 0
GREIF INC CL A 397624107 496 9,500 SH   DFND 5 9,500 0 0
GREIF INC CL A 397624107 172 3,289 SH   DFND 1 3,289 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 918 14,051 SH   DFND 1 14,051 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 287 4,400 SH   DFND 5 4,400 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 11,670 202,476 SH   DFND 1 202,476 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 10,794 187,300 SH   DFND 5 187,300 0 0
GROUPON INC COM 399473107 927 213,638 SH   DFND 1 213,638 0 0
GROUPON INC COM 399473107 65 14,900 SH   DFND 5 14,900 0 0
GULFPORT ENERGY CORP COM NEW 402635304 138 14,266 SH   DFND 1 14,266 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,297 33,700 SH   DFND 5 33,700 0 0
HACKETT GROUP INC COM 404609109 2,890 179,954 SH   DFND 5 179,954 0 0
HAEMONETICS CORP COM 405024100 1,643 22,458 SH   DFND 1 22,458 0 0
HAEMONETICS CORP COM 405024100 7,931 108,400 SH   DFND 5 108,400 0 0
HALCON RES CORP COM PAR NEW 40537Q605 5,665 1,163,200 SH   DFND 5 1,163,200 0 0
HALLADOR ENERGY COMPANY COM 40609P105 2,309 336,058 SH   DFND 5 336,058 0 0
HALLIBURTON CO COM 406216101 1,459 31,071 SH   DFND 1 31,071 0 0
HALLIBURTON CO COM 406216101 6,089 129,713 SH   DFND 2 129,713 0 0
HALLIBURTON CO COM 406216101 25,981 553,498 SH   DFND 3 553,498 0 0
HALLIBURTON CO COM 406216101 17,438 371,500 SH   DFND 5 371,500 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 6,089 310,798 SH   DFND 5 310,798 0 0
HALYARD HEALTH INC COM 40650V100 5,134 111,423 SH   DFND 1 111,423 0 0
HAMILTON LANE INC CL A 407497106 689 18,513 SH   DFND 1 18,513 0 0
HANCOCK HLDG CO COM 410120109 1,935 37,427 SH   DFND 1 37,427 0 0
HANESBRANDS INC COM 410345102 1,773 96,270 SH   DFND 1 96,270 0 0
HANESBRANDS INC COM 410345102 347 18,833 SH   DFND 2 18,833 0 0
HANMI FINL CORP COM NEW 410495204 309 10,044 SH   DFND 1 10,044 0 0
HANMI FINL CORP COM NEW 410495204 2,714 88,251 SH   DFND 5 88,251 0 0
HANOVER INS GROUP INC COM 410867105 2,564 21,756 SH   DFND 1 21,756 0 0
HARLEY DAVIDSON INC COM 412822108 141 3,289 SH   DFND 1 3,289 0 0
HARLEY DAVIDSON INC COM 412822108 380 8,872 SH   DFND 2 8,872 0 0
HARLEY DAVIDSON INC COM 412822108 820 19,117 SH   DFND 3 19,117 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 4,163 1,741,647 SH   DFND 5 1,741,647 0 0
HARRIS CORP DEL COM 413875105 24,039 149,050 SH   DFND 5 149,050 0 0
HARRIS CORP DEL COM 413875105 4,660 28,890 SH   DFND 1 28,890 0 0
HARRIS CORP DEL COM 413875105 4,620 28,646 SH   DFND 2 28,646 0 0
HARRIS CORP DEL COM 413875105 879 5,448 SH   DFND 3 5,448 0 0
HARSCO CORP COM 415864107 6,020 291,507 SH   DFND 5 291,507 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 945 18,342 SH   DFND 2 18,342 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 13,829 268,405 SH   DFND 3 268,405 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,489 28,900 SH   DFND 5 28,900 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 307 5,956 SH   DFND 1 5,956 0 0
HASBRO INC COM 418056107 1,862 22,085 SH   DFND 1 22,085 0 0
HASBRO INC COM 418056107 357 4,233 SH   DFND 2 4,233 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,137 33,091 SH   DFND 1 33,091 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,738 96,590 SH   DFND 3 96,590 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,059 53,200 SH   DFND 5 53,200 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 560 15,100 SH   DFND 5 15,100 0 0
HCA HEALTHCARE INC COM 40412C101 11,664 120,242 SH   DFND 1 120,242 0 0
HCA HEALTHCARE INC COM 40412C101 57,168 589,360 SH   DFND 5 589,360 0 0
HCA HEALTHCARE INC COM 40412C101 99 1,022 SH   DFND 3 1,022 0 0
HCI GROUP INC COM 40416E103 7,882 206,539 SH   DFND 5 206,539 0 0
HCP INC COM 40414L109 496 21,351 SH   DFND 3 21,351 0 0
HD SUPPLY HLDGS INC COM 40416M105 4,324 113,963 SH   DFND 1 113,963 0 0
HD SUPPLY HLDGS INC COM 40416M105 7,245 190,949 SH   DFND 3 190,949 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,096 28,900 SH   DFND 5 28,900 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,716 27,500 SH   DFND 3 27,500 0 0
HEALTHCARE SVCS GRP INC COM 421906108 207 4,744 SH   DFND 1 4,744 0 0
HEALTHCARE SVCS GRP INC COM 421906108 200 4,600 SH   DFND 5 4,600 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,414 280,300 SH   DFND 5 280,300 0 0
HEALTHEQUITY INC COM 42226A107 1,163 19,211 SH   DFND 1 19,211 0 0
HEALTHSTREAM INC COM 42222N103 564 22,700 SH   DFND 1 22,700 0 0
HEARTLAND EXPRESS INC COM 422347104 2,704 150,295 SH   DFND 3 150,295 0 0
HEARTLAND EXPRESS INC COM 422347104 343 19,026 SH   DFND 1 19,026 0 0
HEARTLAND FINL USA INC COM 42234Q102 229 4,324 SH   DFND 1 4,324 0 0
HEICO CORP NEW COM 422806109 1,419 16,349 SH   DFND 1 16,349 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 356 11,394 SH   DFND 1 11,394 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 10,773 344,744 SH   DFND 5 344,744 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,147 13,184 SH   DFND 1 13,184 0 0
HELMERICH & PAYNE INC COM 423452101 995 14,953 SH   DFND 1 14,953 0 0
HELMERICH & PAYNE INC COM 423452101 219 3,284 SH   DFND 3 3,284 0 0
HENRY JACK & ASSOC INC COM 426281101 7,888 65,214 SH   DFND 1 65,214 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,301 23,599 SH   DFND 1 23,599 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 4,855 4,000,000 PRN   DFND 3 4,000,000 0 0
HERITAGE INS HLDGS INC NOTE 5.875% 8/0 42727JAB8 3,548 3,000,000 PRN   DFND 4 3,000,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,883 161,043 SH   DFND 5 161,043 0 0
HERSHEY CO COM 427866108 2,814 28,435 SH   DFND 1 28,435 0 0
HERSHEY CO COM 427866108 536 5,413 SH   DFND 3 5,413 0 0
HERSHEY CO COM 427866108 3,934 39,750 SH   DFND 5 39,750 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 43 2,179 SH   DFND 1 2,179 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 210 10,600 SH   DFND 5 10,600 0 0
HESS CORP COM 42809H107 1,266 25,000 SH   DFND 2 25,000 0 0
HESS CORP COM 42809H107 30 594 SH   DFND 3 594 0 0
HESS CORP COM 42809H107 415 8,200 SH   DFND 5 8,200 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,063 174,637 SH   DFND 1 174,637 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,426 81,300 SH   DFND 2 81,300 0 0
HEXCEL CORP NEW COM 428291108 3,852 59,647 SH   DFND 1 59,647 0 0
HFF INC CL A 40418F108 5,457 109,800 SH   DFND 5 109,800 0 0
HIBBETT SPORTS INC COM 428567101 21,651 904,027 SH   DFND 5 904,027 0 0
HIGHPOINT RES CORP COM 43114K108 793 156,098 SH   DFND 5 156,098 0 0
HILL ROM HLDGS INC COM 431475102 11,565 132,931 SH   DFND 1 132,931 0 0
HILL ROM HLDGS INC COM 431475102 6,438 74,000 SH   DFND 5 74,000 0 0
HILLENBRAND INC COM 431571108 5,554 121,003 SH   DFND 1 121,003 0 0
HILLENBRAND INC COM 431571108 13,129 286,028 SH   DFND 5 286,028 0 0
HILLTOP HOLDINGS INC COM 432748101 4,435 189,048 SH   DFND 1 189,048 0 0
HILLTOP HOLDINGS INC COM 432748101 26,365 1,123,847 SH   DFND 5 1,123,847 0 0
HILTON GRAND VACATIONS INC COM 43283X105 19,897 462,500 SH   DFND 5 462,500 0 0
HILTON GRAND VACATIONS INC COM 43283X105 7,163 166,499 SH   DFND 1 166,499 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 851 10,800 SH   DFND 5 10,800 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,870 36,438 SH   DFND 1 36,438 0 0
HMS HLDGS CORP COM 40425J101 4,310 255,937 SH   DFND 1 255,937 0 0
HNI CORP COM 404251100 212 5,885 SH   DFND 1 5,885 0 0
HOLLYFRONTIER CORP COM 436106108 2,555 52,284 SH   DFND 1 52,284 0 0
HOLLYFRONTIER CORP COM 436106108 373 7,637 SH   DFND 2 7,637 0 0
HOLLYFRONTIER CORP COM 436106108 6,154 125,945 SH   DFND 3 125,945 0 0
HOLLYFRONTIER CORP COM 436106108 371 7,600 SH   DFND 5 7,600 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 30 1,199 SH   DFND 1 1,199 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3,325 134,490 SH   DFND 3 134,490 0 0
HOLOGIC INC COM 436440101 99 2,646 SH   DFND 3 2,646 0 0
HOLOGIC INC COM 436440101 1,603 42,900 SH   DFND 5 42,900 0 0
HOLOGIC INC COM 436440101 1,274 34,076 SH   DFND 1 34,076 0 0
HOME BANCSHARES INC COM 436893200 408 17,896 SH   DFND 1 17,896 0 0
HOME DEPOT INC COM 437076102 2,114 11,859 SH   DFND 1 11,859 0 0
HOME DEPOT INC COM 437076102 6,994 39,237 SH   DFND 2 39,237 0 0
HOME DEPOT INC COM 437076102 2,691 15,100 SH   DFND 5 15,100 0 0
HOMETRUST BANCSHARES INC COM 437872104 6,551 251,478 SH   DFND 5 251,478 0 0
HONEYWELL INTL INC COM 438516106 3,671 25,406 SH   DFND 1 25,406 0 0
HONEYWELL INTL INC COM 438516106 12,696 87,857 SH   DFND 2 87,857 0 0
HONEYWELL INTL INC COM 438516106 3,267 22,605 SH   DFND 3 22,605 0 0
HONEYWELL INTL INC COM 438516106 282 1,950 SH   DFND 5 1,950 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 4,540 106,200 SH   DFND 5 106,200 0 0
HORIZON PHARMA PLC SHS G4617B105 1,005 70,800 SH   DFND 5 70,800 0 0
HORIZON PHARMA PLC SHS G4617B105 1,336 94,099 SH   DFND 3 94,099 0 0
HORIZON PHARMA PLC SHS G4617B105 2,083 146,657 SH   DFND 2 146,657 0 0
HORIZON PHARMA PLC SHS G4617B105 28 1,978 SH   DFND 1 1,978 0 0
HOST HOTELS & RESORTS INC COM 44107P104 635 34,061 SH   DFND 2 34,061 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,763 309,200 SH   DFND 5 309,200 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 812 344,000 SH   DFND 3 344,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 440 63,280 SH   DFND 1 63,280 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 190 103,615 SH   DFND 5 103,615 0 0
HOWARD HUGHES CORP COM 44267D107 171 1,228 SH   DFND 1 1,228 0 0
HP INC COM 40434L105 4,765 217,396 SH   DFND 1 217,396 0 0
HP INC COM 40434L105 1,889 86,152 SH   DFND 2 86,152 0 0
HRG GROUP INC COM 40434J100 597 36,200 SH   DFND 5 36,200 0 0
HUB GROUP INC CL A 443320106 372 8,901 SH   DFND 1 8,901 0 0
HUB GROUP INC CL A 443320106 27,885 666,299 SH   DFND 3 666,299 0 0
HUBBELL INC COM 443510607 3,694 30,334 SH   DFND 1 30,334 0 0
HUBBELL INC COM 443510607 2,699 22,167 SH   DFND 2 22,167 0 0
HUBBELL INC COM 443510607 1,291 10,600 SH   DFND 5 10,600 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 5 109,243 SH   DFND 3 109,243 0 0
HUDBAY MINERALS INC COM 443628102 2,565 362,600 SH   DFND 5 362,600 0 0
HUDSON PAC PPTYS INC COM 444097109 3,194 98,200 SH   DFND 5 98,200 0 0
HUMANA INC COM 444859102 10,372 38,584 SH   DFND 1 38,584 0 0
HUMANA INC COM 444859102 2,016 7,501 SH   DFND 2 7,501 0 0
HUMANA INC COM 444859102 30,593 113,800 SH   DFND 5 113,800 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,993 25,547 SH   DFND 1 25,547 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,952 25,200 SH   DFND 5 25,200 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,917 16,361 SH   DFND 2 16,361 0 0
HUNTINGTON BANCSHARES INC COM 446150104 338 22,423 SH   DFND 1 22,423 0 0
HUNTINGTON BANCSHARES INC COM 446150104 810 53,647 SH   DFND 2 53,647 0 0
HUNTINGTON BANCSHARES INC COM 446150104 808 53,477 SH   DFND 3 53,477 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,639 21,876 SH   DFND 1 21,876 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,173 4,549 SH   DFND 2 4,549 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 155 600 SH   DFND 3 600 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 11,764 45,638 SH   DFND 5 45,638 0 0
HUNTSMAN CORP COM 447011107 97 3,325 SH   DFND 3 3,325 0 0
HUNTSMAN CORP COM 447011107 9,992 341,600 SH   DFND 5 341,600 0 0
HUNTSMAN CORP COM 447011107 1,310 44,786 SH   DFND 2 44,786 0 0
HURCO COMPANIES INC COM 447324104 8,547 186,205 SH   DFND 5 186,205 0 0
HYATT HOTELS CORP COM CL A 448579102 9,084 119,118 SH   DFND 1 119,118 0 0
HYATT HOTELS CORP COM CL A 448579102 6,627 86,900 SH   DFND 5 86,900 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 3,567 51,015 SH   DFND 5 51,015 0 0
IAC INTERACTIVECORP COM 44919P508 804 5,142 SH   DFND 1 5,142 0 0
IAC INTERACTIVECORP COM 44919P508 798 5,100 SH   DFND 5 5,100 0 0
IAMGOLD CORP COM 450913108 2,194 422,602 SH   DFND 1 422,602 0 0
IAMGOLD CORP COM 450913108 774 149,200 SH   DFND 5 149,200 0 0
IBERIABANK CORP COM 450828108 1,357 17,400 SH   DFND 5 17,400 0 0
IBERIABANK CORP COM 450828108 53 677 SH   DFND 1 677 0 0
IBERIABANK CORP COM 450828108 10,743 137,730 SH   DFND 3 137,730 0 0
ICF INTL INC COM 44925C103 134 2,295 SH   DFND 1 2,295 0 0
ICF INTL INC COM 44925C103 2,525 43,200 SH   DFND 5 43,200 0 0
ICICI BK LTD ADR 45104G104 4,834 546,188 SH   DFND 3 546,188 0 0
ICON PLC SHS G4705A100 4,225 35,761 SH   DFND 1 35,761 0 0
ICU MED INC COM 44930G107 688 2,725 SH   DFND 1 2,725 0 0
IDACORP INC COM 451107106 2,461 27,877 SH   DFND 1 27,877 0 0
IDACORP INC COM 451107106 2,330 26,400 SH   DFND 5 26,400 0 0
IDEX CORP COM 45167R104 5,183 36,367 SH   DFND 1 36,367 0 0
IDEX CORP COM 45167R104 1,919 13,463 SH   DFND 2 13,463 0 0
IDEXX LABS INC COM 45168D104 823 4,301 SH   DFND 2 4,301 0 0
IDEXX LABS INC COM 45168D104 7,235 37,800 SH   DFND 5 37,800 0 0
IDEXX LABS INC COM 45168D104 5,897 30,810 SH   DFND 1 30,810 0 0
IHS MARKIT LTD SHS G47567105 1,409 29,216 SH   DFND 1 29,216 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 42,174 2,113,965 SH   DFND 3 2,113,965 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,195 26,773 SH   DFND 1 26,773 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,468 15,751 SH   DFND 2 15,751 0 0
ILLUMINA INC COM 452327109 1,813 7,667 SH   DFND 1 7,667 0 0
ILLUMINA INC COM 452327109 3,187 13,480 SH   DFND 2 13,480 0 0
ILLUMINA INC COM 452327109 2,932 12,400 SH   DFND 3 12,400 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,459 3,130,000 PRN   DFND 3 3,130,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 4,482 4,500,000 PRN   DFND 4 4,500,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,644 99,788 SH   DFND 1 99,788 0 0
IMPERVA INC COM 45321L100 3,750 86,601 SH   DFND 1 86,601 0 0
IMPERVA INC COM 45321L100 403 9,300 SH   DFND 5 9,300 0 0
INCYTE CORP COM 45337C102 779 9,350 SH   DFND 2 9,350 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 3,382 894,586 SH   DFND 3 894,586 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 13,764 601,047 SH   DFND 5 601,047 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,862 140,700 SH   DFND 5 140,700 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 46 21,900 SH   DFND 5 21,900 0 0
INFOSYS LTD SPONSORED ADR 456788108 61,297 3,434,000 SH   DFND 5 3,434,000 0 0
INFRAREIT INC COM 45685L100 5,318 273,716 SH   DFND 5 273,716 0 0
INGERSOLL-RAND PLC SHS G47791101 5,728 66,990 SH   DFND 1 66,990 0 0
INGERSOLL-RAND PLC SHS G47791101 1,095 12,800 SH   DFND 2 12,800 0 0
INGERSOLL-RAND PLC SHS G47791101 13,870 162,200 SH   DFND 5 162,200 0 0
INGEVITY CORP COM 45688C107 107 1,462 SH   DFND 1 1,462 0 0
INGLES MKTS INC CL A 457030104 1,822 53,814 SH   DFND 5 53,814 0 0
INGREDION INC COM 457187102 439 3,407 SH   DFND 2 3,407 0 0
INGREDION INC COM 457187102 2,235 17,337 SH   DFND 1 17,337 0 0
INNOSPEC INC COM 45768S105 1,939 28,251 SH   DFND 1 28,251 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 7,177 268,311 SH   DFND 5 268,311 0 0
INNOVIVA INC COM 45781M101 17,476 1,048,375 SH   DFND 5 1,048,375 0 0
INOGEN INC COM 45780L104 3,666 29,838 SH   DFND 1 29,838 0 0
INOVALON HLDGS INC COM CL A 45781D101 556 52,483 SH   DFND 1 52,483 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 796 169,000 SH   DFND 5 169,000 0 0
INSPERITY INC COM 45778Q107 9,019 129,670 SH   DFND 1 129,670 0 0
INSPERITY INC COM 45778Q107 37,051 532,724 SH   DFND 5 532,724 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 4,650 3,000,000 PRN   DFND 3 3,000,000 0 0
INTEGER HLDGS CORP COM 45826H109 2,867 50,700 SH   DFND 5 50,700 0 0
INTEGER HLDGS CORP COM 45826H109 438 7,740 SH   DFND 1 7,740 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,399 25,282 SH   DFND 1 25,282 0 0
INTEL CORP COM 458140100 4,331 83,173 SH   DFND 1 83,173 0 0
INTEL CORP COM 458140100 12,239 235,000 SH   DFND 2 235,000 0 0
INTEL CORP COM 458140100 682 13,100 SH   DFND 5 13,100 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 1,502 600,000 PRN   DFND 4 600,000 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 2,984 141,500 SH   DFND 5 141,500 0 0
INTER PARFUMS INC COM 458334109 273 5,800 SH   DFND 5 5,800 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,053 30,535 SH   DFND 1 30,535 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 326 5,300 SH   DFND 5 5,300 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2,818 3,500,000 PRN   DFND 3 3,500,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2,656 3,300,000 PRN   DFND 4 3,300,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,050 42,059 SH   DFND 2 42,059 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,760 51,850 SH   DFND 5 51,850 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5,558 76,647 SH   DFND 1 76,647 0 0
INTERDIGITAL INC COM 45867G101 4,674 63,509 SH   DFND 1 63,509 0 0
INTERDIGITAL INC COM 45867G101 1,766 24,000 SH   DFND 5 24,000 0 0
INTERFACE INC COM 458665304 6,725 266,885 SH   DFND 1 266,885 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 829 21,300 SH   DFND 5 21,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 322 2,100 SH   DFND 5 2,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10,551 68,773 SH   DFND 1 68,773 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,674 43,500 SH   DFND 2 43,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,399 9,120 SH   DFND 3 9,120 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,454 10,622 SH   DFND 1 10,622 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 561 4,100 SH   DFND 2 4,100 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,579 59,095 SH   DFND 1 59,095 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 249 9,300 SH   DFND 5 9,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 895 20,301 SH   DFND 1 20,301 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,148 48,700 SH   DFND 5 48,700 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,734 162,149 SH   DFND 1 162,149 0 0
INTERSECT ENT INC COM 46071F103 7,066 179,804 SH   DFND 5 179,804 0 0
INTERXION HOLDING N.V SHS N47279109 575 9,256 SH   DFND 1 9,256 0 0
INTEST CORP COM 461147100 162 24,300 SH   DFND 5 24,300 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 4,563 216,759 SH   DFND 5 216,759 0 0
INTUIT COM 461202103 5,981 34,504 SH   DFND 1 34,504 0 0
INTUIT COM 461202103 46,889 270,490 SH   DFND 5 270,490 0 0
INTUIT COM 461202103 1,809 10,438 SH   DFND 2 10,438 0 0
INTUIT COM 461202103 12,368 71,348 SH   DFND 3 71,348 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 8,780 21,269 SH   DFND 1 21,269 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,305 5,583 SH   DFND 2 5,583 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 8,074 19,558 SH   DFND 5 19,558 0 0
INVESCO LTD SHS G491BT108 3,560 111,200 SH   DFND 1 111,200 0 0
INVESCO LTD SHS G491BT108 16,240 507,347 SH   DFND 3 507,347 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 443 22,432 SH   DFND 1 22,432 0 0
INVESTORS BANCORP INC NEW COM 46146L101 2,580 189,130 SH   DFND 1 189,130 0 0
INVESTORS BANCORP INC NEW COM 46146L101 2,139 156,800 SH   DFND 5 156,800 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 384 74,000 SH   DFND 5 74,000 0 0
INVITATION HOMES INC COM 46187W107 283 12,400 SH   DFND 5 12,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 203 4,600 SH   DFND 5 4,600 0 0
IPG PHOTONICS CORP COM 44980X109 1,175 5,035 SH   DFND 1 5,035 0 0
IQVIA HLDGS INC COM 46266C105 2,511 25,602 SH   DFND 1 25,602 0 0
IQVIA HLDGS INC COM 46266C105 457 4,662 SH   DFND 5 4,662 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 3,635 81,000 SH   DFND 5 81,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 20,973 467,315 SH   DFND 1 467,315 0 0
ISHARES INC MSCI CHILE ETF 464286640 2,860 53,940 SH   DFND 1 53,940 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 3,191 90,873 SH   DFND 1 90,873 0 0
ISHARES INC MSCI HONG KG ETF 464286871 7,347 290,300 SH   DFND 5 290,300 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 655 10,800 SH   DFND 5 10,800 0 0
ISHARES INC MSCI TURKEY ETF 464286715 6,380 150,400 SH   DFND 5 150,400 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1,295 15,500 SH   DFND 5 15,500 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,927 69,214 SH   DFND 1 69,214 0 0
ISHARES TR LATN AMER 40 ETF 464287390 4,185 111,379 SH   DFND 1 111,379 0 0
ISHARES TR MORTGE REL ETF 46435G342 576 13,571 SH   DFND 1 13,571 0 0
ISHARES TR MSCI EAFE ETF 464287465 14,791 212,276 SH   DFND 3 212,276 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 8,473 175,500 SH Put DFND 3 175,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 10,380 215,000 SH   DFND 5 215,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 18,744 388,233 SH   DFND 1 388,233 0 0
ISHARES TR MSCI PERU ETF 464289842 1,441 33,839 SH   DFND 1 33,839 0 0
ISHARES TR TIPS BD ETF 464287176 1,934 17,106 SH   DFND 1 17,106 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,730 6,800,000 PRN   DFND 3 6,800,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 122,692 7,864,900 SH   DFND 5 7,864,900 0 0
ITT INC COM 45073V108 3,084 62,979 SH   DFND 1 62,979 0 0
ITT INC COM 45073V108 9,507 194,100 SH   DFND 5 194,100 0 0
J & J SNACK FOODS CORP COM 466032109 1,482 10,855 SH   DFND 1 10,855 0 0
J ALEXANDERS HLDGS INC COM 46609J106 480 41,900 SH   DFND 5 41,900 0 0
J JILL INC COM 46620W102 802 181,500 SH   DFND 5 181,500 0 0
J2 GLOBAL INC COM 48123V102 7,346 93,081 SH   DFND 1 93,081 0 0
J2 GLOBAL INC COM 48123V102 482 6,102 SH   DFND 5 6,102 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,736 4,500,000 PRN   DFND 3 4,500,000 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 470 71,672 SH   DFND 3 71,672 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 17,677 2,694,668 SH   DFND 5 2,694,668 0 0
JABIL INC COM 466313103 824 28,686 SH   DFND 1 28,686 0 0
JACK IN THE BOX INC COM 466367109 4,705 55,135 SH   DFND 3 55,135 0 0
JACK IN THE BOX INC COM 466367109 5,733 67,192 SH   DFND 1 67,192 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2 37 SH   DFND 1 37 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,171 19,800 SH   DFND 5 19,800 0 0
JAMBA INC COM NEW 47023A309 54 6,260 SH   DFND 3 6,260 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 4,366 131,942 SH   DFND 1 131,942 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 238 7,200 SH   DFND 5 7,200 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,575 7,225,000 PRN   DFND 3 7,225,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 524 500,000 PRN   DFND 4 500,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,883 12,474 SH   DFND 1 12,474 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 473 3,133 SH   DFND 2 3,133 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 10,211 10,000,000 PRN   DFND 3 10,000,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 861 42,398 SH   DFND 1 42,398 0 0
JOHNSON & JOHNSON COM 478160104 59,545 464,650 SH   DFND 5 464,650 0 0
JOHNSON & JOHNSON COM 478160104 87 680 SH   DFND 3 680 0 0
JOHNSON & JOHNSON COM 478160104 17,194 134,166 SH   DFND 2 134,166 0 0
JOHNSON & JOHNSON COM 478160104 4,692 36,611 SH   DFND 1 36,611 0 0
JOHNSON OUTDOORS INC CL A 479167108 1,395 22,502 SH   DFND 5 22,502 0 0
JONES LANG LASALLE INC COM 48020Q107 1,821 10,429 SH   DFND 1 10,429 0 0
JONES LANG LASALLE INC COM 48020Q107 873 5,000 SH   DFND 2 5,000 0 0
JPMORGAN CHASE & CO COM 46625H100 3,822 34,758 SH   DFND 1 34,758 0 0
JPMORGAN CHASE & CO COM 46625H100 21,926 199,381 SH   DFND 2 199,381 0 0
JPMORGAN CHASE & CO COM 46625H100 3,156 28,700 SH   DFND 5 28,700 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,034 356,687 SH   DFND 3 356,687 0 0
JUNIPER NETWORKS INC COM 48203R104 404 16,602 SH   DFND 2 16,602 0 0
JUNIPER NETWORKS INC COM 48203R104 2,148 88,300 SH   DFND 5 88,300 0 0
JUNIPER NETWORKS INC COM 48203R104 2,332 95,870 SH   DFND 1 95,870 0 0
JUST ENERGY GROUP INC COM 48213W101 4,555 1,032,153 SH   DFND 5 1,032,153 0 0
K12 INC COM 48273U102 862 60,782 SH   DFND 1 60,782 0 0
K12 INC COM 48273U102 14,908 1,051,317 SH   DFND 5 1,051,317 0 0
KADMON HLDGS INC COM 48283N106 39 9,070 SH   DFND 3 9,070 0 0
KADMON HLDGS INC COM 48283N106 109 25,700 SH   DFND 5 25,700 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,398 43,593 SH   DFND 1 43,593 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 21,113 209,250 SH   DFND 5 209,250 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,401 30,956 SH   DFND 1 30,956 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 537 4,891 SH   DFND 2 4,891 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,445 158,700 SH   DFND 5 158,700 0 0
KAR AUCTION SVCS INC COM 48238T109 6,802 125,497 SH   DFND 1 125,497 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 226 3,900 SH   DFND 5 3,900 0 0
KB HOME COM 48666K109 2,939 103,298 SH   DFND 1 103,298 0 0
KB HOME COM 48666K109 13,494 474,300 SH   DFND 5 474,300 0 0
KBR INC COM 48242W106 2,161 133,492 SH   DFND 1 133,492 0 0
KEANE GROUP INC COM 48669A108 1,449 97,905 SH   DFND 2 97,905 0 0
KEANE GROUP INC COM 48669A108 332 22,458 SH   DFND 3 22,458 0 0
KEARNY FINL CORP MD COM 48716P108 300 23,042 SH   DFND 1 23,042 0 0
KELLOGG CO COM 487836108 3,474 53,433 SH   DFND 1 53,433 0 0
KELLOGG CO COM 487836108 1,761 27,090 SH   DFND 3 27,090 0 0
KELLOGG CO COM 487836108 1,759 27,050 SH   DFND 5 27,050 0 0
KELLY SVCS INC CL A 488152208 112 3,865 SH   DFND 1 3,865 0 0
KELLY SVCS INC CL A 488152208 404 13,900 SH   DFND 5 13,900 0 0
KEMET CORP COM NEW 488360207 3,382 186,557 SH   DFND 5 186,557 0 0
KEMET CORP COM NEW 488360207 29 1,574 SH   DFND 1 1,574 0 0
KEMPER CORP DEL COM 488401100 2,528 44,354 SH   DFND 1 44,354 0 0
KENNAMETAL INC COM 489170100 209 5,200 SH   DFND 5 5,200 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 212 12,022 SH   DFND 3 12,022 0 0
KEYCORP NEW COM 493267108 2,415 123,562 SH   DFND 1 123,562 0 0
KEYCORP NEW COM 493267108 1,097 56,115 SH   DFND 2 56,115 0 0
KEYCORP NEW COM 493267108 3,966 202,877 SH   DFND 3 202,877 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 299 5,700 SH   DFND 5 5,700 0 0
KFORCE INC COM 493732101 2,670 98,700 SH   DFND 5 98,700 0 0
KFORCE INC COM 493732101 38 1,395 SH   DFND 1 1,395 0 0
KILROY RLTY CORP COM 49427F108 255 3,600 SH   DFND 5 3,600 0 0
KIMBALL INTL INC CL B 494274103 361 21,213 SH   DFND 1 21,213 0 0
KIMBERLY CLARK CORP COM 494368103 787 7,145 SH   DFND 1 7,145 0 0
KIMBERLY CLARK CORP COM 494368103 368 3,337 SH   DFND 2 3,337 0 0
KIMBERLY CLARK CORP COM 494368103 2,967 26,940 SH   DFND 3 26,940 0 0
KIMBERLY CLARK CORP COM 494368103 27,532 250,000 SH Call DFND 2 250,000 0 0
KIMBERLY CLARK CORP COM 494368103 2,324 21,100 SH Call DFND 3 21,100 0 0
KIMCO RLTY CORP COM 49446R109 309 21,476 SH   DFND 2 21,476 0 0
KIMCO RLTY CORP COM 49446R109 22 1,527 SH   DFND 3 1,527 0 0
KINDER MORGAN INC DEL COM 49456B101 971 64,450 SH   DFND 1 64,450 0 0
KINDER MORGAN INC DEL COM 49456B101 1,271 84,412 SH   DFND 2 84,412 0 0
KINDRED HEALTHCARE INC COM 494580103 345 37,695 SH   DFND 1 37,695 0 0
KINDRED HEALTHCARE INC COM 494580103 677 74,006 SH   DFND 5 74,006 0 0
KIRBY CORP COM 497266106 3,840 49,906 SH   DFND 2 49,906 0 0
KIRBY CORP COM 497266106 318 4,128 SH   DFND 3 4,128 0 0
KIRBY CORP COM 497266106 248 3,223 SH   DFND 1 3,223 0 0
KIRKLANDS INC COM 497498105 554 57,150 SH   DFND 5 57,150 0 0
KITE RLTY GROUP TR COM NEW 49803T300 20,966 1,376,616 SH   DFND 5 1,376,616 0 0
KKR & CO L P DEL COM UNITS 48248M102 5,497 270,792 SH   DFND 2 270,792 0 0
KKR & CO L P DEL COM UNITS 48248M102 1,308 64,453 SH   DFND 3 64,453 0 0
KLA-TENCOR CORP COM 482480100 5,841 53,578 SH   DFND 1 53,578 0 0
KLA-TENCOR CORP COM 482480100 883 8,100 SH   DFND 2 8,100 0 0
KLA-TENCOR CORP COM 482480100 22,314 204,700 SH   DFND 5 204,700 0 0
KLX INC COM 482539103 429 6,039 SH   DFND 1 6,039 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 42,271 918,735 SH   DFND 3 918,735 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,848 40,166 SH   DFND 2 40,166 0 0
KNOLL INC COM NEW 498904200 349 17,270 SH   DFND 1 17,270 0 0
KNOWLES CORP COM 49926D109 679 53,913 SH   DFND 1 53,913 0 0
KOHLS CORP COM 500255104 5,851 89,325 SH   DFND 1 89,325 0 0
KOHLS CORP COM 500255104 5,364 81,874 SH   DFND 2 81,874 0 0
KOHLS CORP COM 500255104 8,796 134,274 SH   DFND 3 134,274 0 0
KOHLS CORP COM 500255104 7,573 115,601 SH   DFND 5 115,601 0 0
KOHLS CORP COM 500255104 9,826 150,000 SH Call DFND 2 150,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 145 3,539 SH   DFND 1 3,539 0 0
KOPPERS HOLDINGS INC COM 50060P106 9,016 219,367 SH   DFND 5 219,367 0 0
KORN FERRY INTL COM NEW 500643200 3,725 72,207 SH   DFND 1 72,207 0 0
KORN FERRY INTL COM NEW 500643200 2,755 53,400 SH   DFND 5 53,400 0 0
KOSMOS ENERGY LTD SHS G5315B107 885 140,456 SH   DFND 1 140,456 0 0
KRAFT HEINZ CO COM 500754106 95 1,523 SH   DFND 1 1,523 0 0
KRAFT HEINZ CO COM 500754106 1,170 18,776 SH   DFND 3 18,776 0 0
KRATON CORPORATION COM 50077C106 172 3,596 SH   DFND 1 3,596 0 0
KRATON CORPORATION COM 50077C106 2,204 46,197 SH   DFND 5 46,197 0 0
KROGER CO COM 501044101 1,065 44,506 SH   DFND 2 44,506 0 0
KROGER CO COM 501044101 1,012 42,288 SH   DFND 3 42,288 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,114 49,297 SH   DFND 1 49,297 0 0
KULICKE & SOFFA INDS INC COM 501242101 176 7,045 SH   DFND 1 7,045 0 0
KULICKE & SOFFA INDS INC COM 501242101 21,711 868,081 SH   DFND 5 868,081 0 0
L BRANDS INC COM 501797104 1,831 47,937 SH   DFND 1 47,937 0 0
L BRANDS INC COM 501797104 110 2,879 SH   DFND 3 2,879 0 0
L3 TECHNOLOGIES INC COM 502413107 4,964 23,864 SH   DFND 1 23,864 0 0
L3 TECHNOLOGIES INC COM 502413107 104 500 SH   DFND 3 500 0 0
LA Z BOY INC COM 505336107 2,658 88,727 SH   DFND 1 88,727 0 0
LA Z BOY INC COM 505336107 7,087 236,618 SH   DFND 5 236,618 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,387 64,211 SH   DFND 1 64,211 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,242 13,863 SH   DFND 2 13,863 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,472 27,650 SH   DFND 5 27,650 0 0
LADDER CAP CORP CL A 505743104 8,957 593,988 SH   DFND 3 593,988 0 0
LAKELAND BANCORP INC COM 511637100 304 15,293 SH   DFND 1 15,293 0 0
LAKELAND FINL CORP COM 511656100 304 6,576 SH   DFND 1 6,576 0 0
LAKELAND INDS INC COM 511795106 3,174 245,111 SH   DFND 5 245,111 0 0
LAM RESEARCH CORP COM 512807108 3,950 19,443 SH   DFND 1 19,443 0 0
LAM RESEARCH CORP COM 512807108 2,032 10,000 SH   DFND 2 10,000 0 0
LAMB WESTON HLDGS INC COM 513272104 648 11,122 SH   DFND 1 11,122 0 0
LAMB WESTON HLDGS INC COM 513272104 161 2,779 SH   DFND 3 2,779 0 0
LAMB WESTON HLDGS INC COM 513272104 396 6,800 SH   DFND 5 6,800 0 0
LANCASTER COLONY CORP COM 513847103 2,746 22,300 SH   DFND 5 22,300 0 0
LANDSTAR SYS INC COM 515098101 3,272 29,843 SH   DFND 1 29,843 0 0
LANDSTAR SYS INC COM 515098101 10,044 91,600 SH   DFND 5 91,600 0 0
LANTHEUS HLDGS INC COM 516544103 549 34,505 SH   DFND 1 34,505 0 0
LANTHEUS HLDGS INC COM 516544103 2,182 137,256 SH   DFND 5 137,256 0 0
LAS VEGAS SANDS CORP COM 517834107 1,452 20,195 SH   DFND 2 20,195 0 0
LAS VEGAS SANDS CORP COM 517834107 1,107 15,400 SH   DFND 5 15,400 0 0
LAS VEGAS SANDS CORP COM 517834107 9,035 125,663 SH   DFND 1 125,663 0 0
LAUDER ESTEE COS INC CL A 518439104 2,051 13,698 SH   DFND 1 13,698 0 0
LAUDER ESTEE COS INC CL A 518439104 1,590 10,621 SH   DFND 2 10,621 0 0
LAUDER ESTEE COS INC CL A 518439104 2,052 13,707 SH   DFND 3 13,707 0 0
LAUDER ESTEE COS INC CL A 518439104 113,593 758,701 SH   DFND 5 758,701 0 0
LAUREATE EDUCATION INC CL A 518613203 715 52,000 SH   DFND 5 52,000 0 0
LCI INDS COM 50189K103 321 3,076 SH   DFND 1 3,076 0 0
LEAR CORP COM NEW 521865204 3,059 16,440 SH   DFND 1 16,440 0 0
LEAR CORP COM NEW 521865204 19 100 SH   DFND 3 100 0 0
LEAR CORP COM NEW 521865204 43,375 233,084 SH   DFND 5 233,084 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 58 5,857 SH   DFND 3 5,857 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 2,838 285,263 SH   DFND 2 285,263 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 378 8,837 SH   DFND 1 8,837 0 0
LEGG MASON INC COM 524901105 12,963 318,900 SH   DFND 5 318,900 0 0
LEGG MASON INC COM 524901105 3,582 88,115 SH   DFND 1 88,115 0 0
LEGGETT & PLATT INC COM 524660107 640 14,428 SH   DFND 1 14,428 0 0
LEGGETT & PLATT INC COM 524660107 22 487 SH   DFND 3 487 0 0
LEIDOS HLDGS INC COM 525327102 8,609 131,634 SH   DFND 1 131,634 0 0
LEIDOS HLDGS INC COM 525327102 4,912 75,101 SH   DFND 2 75,101 0 0
LEIDOS HLDGS INC COM 525327102 560 8,565 SH   DFND 3 8,565 0 0
LEMAITRE VASCULAR INC COM 525558201 310 8,563 SH   DFND 1 8,563 0 0
LENNOX INTL INC COM 526107107 983 4,814 SH   DFND 1 4,814 0 0
LEUCADIA NATL CORP COM 527288104 331 14,584 SH   DFND 2 14,584 0 0
LEUCADIA NATL CORP COM 527288104 548 24,100 SH   DFND 5 24,100 0 0
LEUCADIA NATL CORP COM 527288104 470 20,687 SH   DFND 1 20,687 0 0
LHC GROUP INC COM 50187A107 304 4,933 SH   DFND 1 4,933 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 306 3,572 SH   DFND 1 3,572 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1,021 26,000 SH   DFND 5 26,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 223 7,135 SH   DFND 2 7,135 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,439 173,727 SH   DFND 3 173,727 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,037 34,076 SH   DFND 2 34,076 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,325 43,523 SH   DFND 3 43,523 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 5,063 201,189 SH   DFND 1 201,189 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 569 22,600 SH   DFND 5 22,600 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,773 67,451 SH   DFND 1 67,451 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 558 13,581 SH   DFND 2 13,581 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 19,970 485,892 SH   DFND 5 485,892 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 309 7,550 SH   DFND 1 7,550 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 10,473 256,378 SH   DFND 5 256,378 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 12,973 12,350,000 PRN   DFND 3 12,350,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,171 4,500,000 PRN   DFND 3 4,500,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 264 6,636 SH   DFND 2 6,636 0 0
LIFEPOINT HEALTH INC COM 53219L109 4,582 97,500 SH   DFND 1 97,500 0 0
LIFETIME BRANDS INC COM 53222Q103 392 31,573 SH   DFND 3 31,573 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 27,119 164,200 SH   DFND 5 164,200 0 0
LILLY ELI & CO COM 532457108 12,546 162,150 SH   DFND 5 162,150 0 0
LILLY ELI & CO COM 532457108 32 420 SH   DFND 3 420 0 0
LILLY ELI & CO COM 532457108 3,805 49,173 SH   DFND 2 49,173 0 0
LILLY ELI & CO COM 532457108 2,851 36,855 SH   DFND 1 36,855 0 0
LIMELIGHT NETWORKS INC COM 53261M104 57 13,800 SH   DFND 5 13,800 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,627 29,202 SH   DFND 1 29,202 0 0
LINCOLN NATL CORP IND COM 534187109 2,724 37,294 SH   DFND 1 37,294 0 0
LINCOLN NATL CORP IND COM 534187109 1,560 21,353 SH   DFND 2 21,353 0 0
LINCOLN NATL CORP IND COM 534187109 19,075 261,087 SH   DFND 5 261,087 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,717 143,920 SH   DFND 1 143,920 0 0
LIVANOVA PLC SHS G5509L101 1,577 17,816 SH   DFND 1 17,816 0 0
LIVANOVA PLC SHS G5509L101 690 7,800 SH   DFND 5 7,800 0 0
LKQ CORP COM 501889208 3,219 84,809 SH   DFND 1 84,809 0 0
LOCKHEED MARTIN CORP COM 539830109 8,789 26,009 SH   DFND 1 26,009 0 0
LOCKHEED MARTIN CORP COM 539830109 86,743 256,690 SH   DFND 5 256,690 0 0
LOEWS CORP COM 540424108 4,943 99,400 SH   DFND 5 99,400 0 0
LOEWS CORP COM 540424108 2,108 42,389 SH   DFND 1 42,389 0 0
LOGITECH INTL S A SHS H50430232 1,211 32,991 SH   DFND 1 32,991 0 0
LOGMEIN INC COM 54142L109 5,016 43,414 SH   DFND 1 43,414 0 0
LOGMEIN INC COM 54142L109 4,899 42,400 SH   DFND 5 42,400 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 312 7,500 SH   DFND 5 7,500 0 0
LOUISIANA PAC CORP COM 546347105 3,944 137,059 SH   DFND 1 137,059 0 0
LOUISIANA PAC CORP COM 546347105 52,340 1,819,273 SH   DFND 5 1,819,273 0 0
LOWES COS INC COM 548661107 3,145 35,837 SH   DFND 1 35,837 0 0
LOWES COS INC COM 548661107 3,534 40,277 SH   DFND 2 40,277 0 0
LPL FINL HLDGS INC COM 50212V100 1,064 17,422 SH   DFND 2 17,422 0 0
LSC COMMUNICATIONS INC COM 50218P107 259 14,819 SH   DFND 1 14,819 0 0
LSC COMMUNICATIONS INC COM 50218P107 720 41,262 SH   DFND 5 41,262 0 0
LULULEMON ATHLETICA INC COM 550021109 12,429 139,459 SH   DFND 3 139,459 0 0
LULULEMON ATHLETICA INC COM 550021109 2,112 23,700 SH   DFND 5 23,700 0 0
LULULEMON ATHLETICA INC COM 550021109 2,370 26,589 SH   DFND 2 26,589 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 3,779 3,000,000 PRN   DFND 3 3,000,000 0 0
LUMINEX CORP DEL COM 55027E102 493 23,400 SH   DFND 5 23,400 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 943 23,039 SH   DFND 1 23,039 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 17,459 426,357 SH   DFND 5 426,357 0 0
LYON WILLIAM HOMES CL A NEW 552074700 90 3,271 SH   DFND 1 3,271 0 0
LYON WILLIAM HOMES CL A NEW 552074700 753 27,400 SH   DFND 5 27,400 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,857 17,572 SH   DFND 2 17,572 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,383 50,940 SH   DFND 3 50,940 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,055 47,826 SH   DFND 1 47,826 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 16,581 156,900 SH   DFND 5 156,900 0 0
M & T BK CORP COM 55261F104 5,180 28,102 SH   DFND 1 28,102 0 0
M & T BK CORP COM 55261F104 1,927 10,453 SH   DFND 2 10,453 0 0
M & T BK CORP COM 55261F104 38 208 SH   DFND 3 208 0 0
M & T BK CORP COM 55261F104 11,163 60,550 SH   DFND 5 60,550 0 0
M D C HLDGS INC COM 552676108 469 16,798 SH   DFND 1 16,798 0 0
MACERICH CO COM 554382101 336 6,000 SH   DFND 2 6,000 0 0
MACERICH CO COM 554382101 452 8,070 SH   DFND 3 8,070 0 0
MACK CALI RLTY CORP COM 554489104 304 18,200 SH   DFND 5 18,200 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 694 700,000 PRN   DFND 4 700,000 0 0
MACYS INC COM 55616P104 4,563 153,447 SH   DFND 1 153,447 0 0
MACYS INC COM 55616P104 7,435 250,000 SH Call DFND 2 250,000 0 0
MACYS INC COM 55616P104 49,716 1,671,700 SH   DFND 5 1,671,700 0 0
MACYS INC COM 55616P104 452 15,184 SH   DFND 2 15,184 0 0
MADDEN STEVEN LTD COM 556269108 3,702 84,341 SH   DFND 1 84,341 0 0
MADDEN STEVEN LTD COM 556269108 720 16,400 SH   DFND 5 16,400 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,760 35,108 SH   DFND 1 35,108 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 3,437 409,128 SH   DFND 3 409,128 0 0
MAGNA INTL INC COM 559222401 3,585 63,606 SH   DFND 1 63,606 0 0
MAGNA INTL INC COM 559222401 1,008 17,900 SH   DFND 5 17,900 0 0
MALIBU BOATS INC COM CL A 56117J100 1,541 46,400 SH   DFND 5 46,400 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 158 10,965 SH   DFND 1 10,965 0 0
MANHATTAN ASSOCS INC COM 562750109 8,512 203,250 SH   DFND 1 203,250 0 0
MANHATTAN ASSOCS INC COM 562750109 14,826 354,000 SH   DFND 5 354,000 0 0
MANPOWERGROUP INC COM 56418H100 353 3,063 SH   DFND 2 3,063 0 0
MANPOWERGROUP INC COM 56418H100 52,213 453,631 SH   DFND 5 453,631 0 0
MANPOWERGROUP INC COM 56418H100 4,155 36,096 SH   DFND 1 36,096 0 0
MANTECH INTL CORP CL A 564563104 986 17,776 SH   DFND 1 17,776 0 0
MANTECH INTL CORP CL A 564563104 277 5,000 SH   DFND 3 5,000 0 0
MARATHON OIL CORP COM 565849106 1,542 95,607 SH   DFND 1 95,607 0 0
MARATHON OIL CORP COM 565849106 531 32,963 SH   DFND 2 32,963 0 0
MARATHON OIL CORP COM 565849106 7,881 488,600 SH   DFND 5 488,600 0 0
MARATHON PETE CORP COM 56585A102 88,448 1,209,800 SH   DFND 5 1,209,800 0 0
MARATHON PETE CORP COM 56585A102 2,834 38,758 SH   DFND 1 38,758 0 0
MARATHON PETE CORP COM 56585A102 1,728 23,641 SH   DFND 2 23,641 0 0
MARCHEX INC CL B 56624R108 144 52,603 SH   DFND 3 52,603 0 0
MARCUS & MILLICHAP INC COM 566324109 160 4,433 SH   DFND 1 4,433 0 0
MARCUS & MILLICHAP INC COM 566324109 2,603 72,190 SH   DFND 5 72,190 0 0
MARKEL CORP COM 570535104 92 79 SH   DFND 1 79 0 0
MARKEL CORP COM 570535104 4,520 3,862 SH   DFND 5 3,862 0 0
MARKETAXESS HLDGS INC COM 57060D108 809 3,722 SH   DFND 1 3,722 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 5,085 179,350 SH   DFND 5 179,350 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,313 61,130 SH   DFND 1 61,130 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,392 17,589 SH   DFND 2 17,589 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,665 19,600 SH   DFND 5 19,600 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 213 1,600 SH   DFND 5 1,600 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 170 1,275 SH   DFND 1 1,275 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,510 42,500 SH   DFND 5 42,500 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,451 17,569 SH   DFND 3 17,569 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,905 35,176 SH   DFND 1 35,176 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,041 12,600 SH   DFND 2 12,600 0 0
MARTEN TRANS LTD COM 573075108 52 2,266 SH   DFND 1 2,266 0 0
MARTEN TRANS LTD COM 573075108 3,161 138,644 SH   DFND 5 138,644 0 0
MARTIN MARIETTA MATLS INC COM 573284106 217 1,049 SH   DFND 1 1,049 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,820 134,314 SH   DFND 1 134,314 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 8,115 386,439 SH   DFND 2 386,439 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 620 29,516 SH   DFND 3 29,516 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 246 11,700 SH   DFND 5 11,700 0 0
MASCO CORP COM 574599106 2,912 72,012 SH   DFND 1 72,012 0 0
MASCO CORP COM 574599106 2,778 68,700 SH   DFND 5 68,700 0 0
MASCO CORP COM 574599106 4,397 108,734 SH   DFND 3 108,734 0 0
MASCO CORP COM 574599106 672 16,627 SH   DFND 2 16,627 0 0
MASIMO CORP COM 574795100 3,061 34,804 SH   DFND 1 34,804 0 0
MASIMO CORP COM 574795100 15,727 178,818 SH   DFND 5 178,818 0 0
MASONITE INTL CORP NEW COM 575385109 1,021 16,641 SH   DFND 1 16,641 0 0
MASTEC INC COM 576323109 401 8,516 SH   DFND 2 8,516 0 0
MASTEC INC COM 576323109 278 5,898 SH   DFND 3 5,898 0 0
MASTERCARD INCORPORATED CL A 57636Q104 4,931 28,150 SH   DFND 5 28,150 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,646 32,232 SH   DFND 1 32,232 0 0
MASTERCARD INCORPORATED CL A 57636Q104 6,385 36,449 SH   DFND 2 36,449 0 0
MASTERCARD INCORPORATED CL A 57636Q104 15,275 87,207 SH   DFND 3 87,207 0 0
MATCH GROUP INC COM 57665R106 7,344 165,247 SH   DFND 1 165,247 0 0
MATERION CORP COM 576690101 10,941 214,321 SH   DFND 5 214,321 0 0
MATERION CORP COM 576690101 172 3,370 SH   DFND 1 3,370 0 0
MATTEL INC COM 577081102 1,113 84,660 SH   DFND 3 84,660 0 0
MAUI LD & PINEAPPLE INC COM 577345101 3,402 292,058 SH   DFND 5 292,058 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,021 83,377 SH   DFND 1 83,377 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 843 14,000 SH   DFND 2 14,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 9,593 159,300 SH   DFND 5 159,300 0 0
MAXIMUS INC COM 577933104 9,867 147,853 SH   DFND 1 147,853 0 0
MAXIMUS INC COM 577933104 29,718 445,285 SH   DFND 5 445,285 0 0
MB FINANCIAL INC NEW COM 55264U108 3,326 82,170 SH   DFND 1 82,170 0 0
MBT FINL CORP COM 578877102 144 13,400 SH   DFND 5 13,400 0 0
MCBC HLDGS INC COM 55276F107 8,805 349,417 SH   DFND 5 349,417 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,436 13,500 SH   DFND 5 13,500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 106 994 SH   DFND 3 994 0 0
MCDERMOTT INTL INC COM 580037109 1,637 268,698 SH   DFND 1 268,698 0 0
MCDERMOTT INTL INC COM 580037109 636 104,500 SH   DFND 5 104,500 0 0
MCDONALDS CORP COM 580135101 4,465 28,553 SH   DFND 1 28,553 0 0
MCDONALDS CORP COM 580135101 4,540 29,031 SH   DFND 2 29,031 0 0
MCDONALDS CORP COM 580135101 2,834 18,124 SH   DFND 3 18,124 0 0
MCDONALDS CORP COM 580135101 8,265 52,850 SH   DFND 5 52,850 0 0
MCGRATH RENTCORP COM 580589109 118 2,196 SH   DFND 1 2,196 0 0
MCGRATH RENTCORP COM 580589109 1,763 32,841 SH   DFND 5 32,841 0 0
MCKESSON CORP COM 58155Q103 10,004 71,011 SH   DFND 1 71,011 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 163 22,700 SH   DFND 5 22,700 0 0
MDU RES GROUP INC COM 552690109 9,062 321,808 SH   DFND 5 321,808 0 0
MDU RES GROUP INC COM 552690109 1,406 49,914 SH   DFND 1 49,914 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 1,712 162,914 SH   DFND 5 162,914 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,874 3,000,000 PRN   DFND 4 3,000,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 956 15,235 SH   DFND 1 15,235 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 4,484 3,986,000 PRN   DFND 3 3,986,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 2,250 2,000,000 PRN   DFND 4 2,000,000 0 0
MEDIFAST INC COM 58470H101 18,382 196,709 SH   DFND 5 196,709 0 0
MEDNAX INC COM 58502B106 8,326 149,675 SH   DFND 1 149,675 0 0
MEDPACE HLDGS INC COM 58506Q109 9,758 279,525 SH   DFND 5 279,525 0 0
MEDTRONIC PLC SHS G5960L103 12,177 151,791 SH   DFND 1 151,791 0 0
MEDTRONIC PLC SHS G5960L103 56,760 707,550 SH   DFND 5 707,550 0 0
MEDTRONIC PLC SHS G5960L103 6,485 80,847 SH   DFND 2 80,847 0 0
MEDTRONIC PLC SHS G5960L103 379 4,719 SH   DFND 3 4,719 0 0
MEET GROUP INC COM 58513U101 104 50,000 SH   DFND 5 50,000 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 10,908 376,400 SH   DFND 5 376,400 0 0
MELINTA THERAPEUTICS INC COM 58549G100 1,136 153,541 SH   DFND 5 153,541 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,492 47,927 SH   DFND 1 47,927 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,258 31,000 SH   DFND 5 31,000 0 0
MERCADOLIBRE INC COM 58733R102 1,396 3,918 SH   DFND 1 3,918 0 0
MERCER INTL INC COM 588056101 164 13,197 SH   DFND 1 13,197 0 0
MERCER INTL INC COM 588056101 8,423 676,556 SH   DFND 5 676,556 0 0
MERCK & CO INC COM 58933Y105 2,714 49,825 SH   DFND 1 49,825 0 0
MERCK & CO INC COM 58933Y105 6,316 115,950 SH   DFND 5 115,950 0 0
MERCK & CO INC COM 58933Y105 7,881 144,693 SH   DFND 2 144,693 0 0
MERCK & CO INC COM 58933Y105 126 2,317 SH   DFND 3 2,317 0 0
MERCURY GENL CORP NEW COM 589400100 1,119 24,378 SH   DFND 1 24,378 0 0
MEREDITH CORP COM 589433101 650 12,085 SH   DFND 1 12,085 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 550 38,762 SH   DFND 1 38,762 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 3,001 211,363 SH   DFND 5 211,363 0 0
MERIT MED SYS INC COM 589889104 1,439 31,738 SH   DFND 1 31,738 0 0
MERITOR INC COM 59001K100 3,486 169,554 SH   DFND 1 169,554 0 0
MERITOR INC COM 59001K100 2,019 98,200 SH   DFND 5 98,200 0 0
METHANEX CORP COM 59151K108 734 12,102 SH   DFND 2 12,102 0 0
METHANEX CORP COM 59151K108 4,297 70,853 SH   DFND 1 70,853 0 0
METHODE ELECTRS INC COM 591520200 1,923 49,173 SH   DFND 1 49,173 0 0
METLIFE INC COM 59156R108 2,113 46,034 SH   DFND 2 46,034 0 0
METLIFE INC COM 59156R108 2,716 59,192 SH   DFND 3 59,192 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,377 4,135 SH   DFND 1 4,135 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 740 1,287 SH   DFND 2 1,287 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 17,257 30,010 SH   DFND 5 30,010 0 0
MGIC INVT CORP WIS COM 552848103 2,937 225,960 SH   DFND 1 225,960 0 0
MGIC INVT CORP WIS COM 552848103 281 21,611 SH   DFND 3 21,611 0 0
MGIC INVT CORP WIS COM 552848103 33,994 2,614,909 SH   DFND 5 2,614,909 0 0
MGM RESORTS INTERNATIONAL COM 552953101 590 16,848 SH   DFND 1 16,848 0 0
MGM RESORTS INTERNATIONAL COM 552953101 814 23,234 SH   DFND 2 23,234 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,662 58,996 SH   DFND 1 58,996 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 428 6,900 SH   DFND 5 6,900 0 0
MICHAELS COS INC COM 59408Q106 2,827 143,425 SH   DFND 1 143,425 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 6,188 3,506,000 PRN   DFND 3 3,506,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 706 400,000 PRN   DFND 4 400,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 18,554 15,620,000 PRN   DFND 3 15,620,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 5,938 5,000,000 PRN   DFND 4 5,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,623 50,309 SH   DFND 1 50,309 0 0
MICRON TECHNOLOGY INC COM 595112103 2,765 53,037 SH   DFND 2 53,037 0 0
MICRON TECHNOLOGY INC COM 595112103 38,078 730,300 SH   DFND 5 730,300 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8,089 4,500,000 PRN   DFND 3 4,500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 539 300,000 PRN   DFND 4 300,000 0 0
MICROSEMI CORP COM 595137100 529 8,168 SH   DFND 1 8,168 0 0
MICROSEMI CORP COM 595137100 37,228 575,215 SH   DFND 3 575,215 0 0
MICROSOFT CORP COM 594918104 9,550 104,643 SH   DFND 1 104,643 0 0
MICROSOFT CORP COM 594918104 33,277 364,594 SH   DFND 2 364,594 0 0
MICROSOFT CORP COM 594918104 9,644 105,666 SH   DFND 3 105,666 0 0
MICROSOFT CORP COM 594918104 208,668 2,286,270 SH   DFND 5 2,286,270 0 0
MICROSTRATEGY INC CL A NEW 594972408 9,668 74,949 SH   DFND 1 74,949 0 0
MICROSTRATEGY INC CL A NEW 594972408 18,162 140,800 SH   DFND 5 140,800 0 0
MID AMER APT CMNTYS INC COM 59522J103 311 3,407 SH   DFND 2 3,407 0 0
MID AMER APT CMNTYS INC COM 59522J103 37 409 SH   DFND 3 409 0 0
MID AMER APT CMNTYS INC COM 59522J103 347 3,800 SH   DFND 5 3,800 0 0
MIDDLEBY CORP COM 596278101 729 5,882 SH   DFND 1 5,882 0 0
MILLER HERMAN INC COM 600544100 4,690 146,804 SH   DFND 1 146,804 0 0
MIMECAST LTD ORD SHS G14838109 212 5,971 SH   DFND 1 5,971 0 0
MINDBODY INC COM CL A 60255W105 272 7,000 SH   DFND 5 7,000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,387 20,725 SH   DFND 1 20,725 0 0
MINERALS TECHNOLOGIES INC COM 603158106 449 6,700 SH   DFND 5 6,700 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 227 32,323 SH   DFND 5 32,323 0 0
MKS INSTRUMENT INC COM 55306N104 4,810 41,597 SH   DFND 1 41,597 0 0
MKS INSTRUMENT INC COM 55306N104 337 2,912 SH   DFND 3 2,912 0 0
MKS INSTRUMENT INC COM 55306N104 9,645 83,400 SH   DFND 5 83,400 0 0
MOBILE MINI INC COM 60740F105 3,291 75,644 SH   DFND 1 75,644 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 33,554 2,945,908 SH   DFND 5 2,945,908 0 0
MODINE MFG CO COM 607828100 2,592 122,567 SH   DFND 5 122,567 0 0
MOELIS & CO CL A 60786M105 681 13,393 SH   DFND 1 13,393 0 0
MOHAWK INDS INC COM 608190104 358 1,538 SH   DFND 1 1,538 0 0
MOLINA HEALTHCARE INC COM 60855R100 7,769 95,699 SH   DFND 1 95,699 0 0
MOLINA HEALTHCARE INC COM 60855R100 438 5,400 SH   DFND 3 5,400 0 0
MOLINA HEALTHCARE INC COM 60855R100 9,222 113,600 SH   DFND 5 113,600 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 6,049 3,000,000 PRN   DFND 3 3,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 141 1,876 SH   DFND 1 1,876 0 0
MOLSON COORS BREWING CO CL B 60871R209 623 8,267 SH   DFND 2 8,267 0 0
MOLSON COORS BREWING CO CL B 60871R209 662 8,794 SH   DFND 3 8,794 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,872 51,400 SH   DFND 5 51,400 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 537 29,600 SH   DFND 5 29,600 0 0
MOMO INC ADR 60879B107 34,685 927,900 SH   DFND 5 927,900 0 0
MONARCH CASINO & RESORT INC COM 609027107 233 5,500 SH   DFND 5 5,500 0 0
MONDELEZ INTL INC CL A 609207105 2,056 49,272 SH   DFND 1 49,272 0 0
MONDELEZ INTL INC CL A 609207105 904 21,671 SH   DFND 3 21,671 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 862 100,000 SH   DFND 3 100,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 2,921 338,890 SH   DFND 5 338,890 0 0
MONOLITHIC PWR SYS INC COM 609839105 857 7,406 SH   DFND 1 7,406 0 0
MONOLITHIC PWR SYS INC COM 609839105 262 2,264 SH   DFND 3 2,264 0 0
MONOLITHIC PWR SYS INC COM 609839105 7,951 68,680 SH   DFND 5 68,680 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 603 26,851 SH   DFND 1 26,851 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 777 34,600 SH   DFND 5 34,600 0 0
MONRO INC COM 610236101 1,222 22,808 SH   DFND 1 22,808 0 0
MONSANTO CO NEW COM 61166W101 91,220 781,728 SH   DFND 3 781,728 0 0
MONSANTO CO NEW COM 61166W101 10,222 87,600 SH   DFND 5 87,600 0 0
MONSANTO CO NEW COM 61166W101 2,446 20,960 SH   DFND 2 20,960 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,168 20,411 SH   DFND 2 20,411 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,203 38,500 SH   DFND 5 38,500 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,344 23,487 SH   DFND 1 23,487 0 0
MOODYS CORP COM 615369105 907 5,625 SH   DFND 1 5,625 0 0
MOODYS CORP COM 615369105 1,286 7,974 SH   DFND 2 7,974 0 0
MOOG INC CL A 615394202 3,185 38,652 SH   DFND 1 38,652 0 0
MOOG INC CL A 615394202 4,069 49,378 SH   DFND 5 49,378 0 0
MORGAN STANLEY COM NEW 617446448 1,586 29,399 SH   DFND 1 29,399 0 0
MORGAN STANLEY COM NEW 617446448 5,762 106,796 SH   DFND 2 106,796 0 0
MORGAN STANLEY COM NEW 617446448 238,782 4,425,160 SH   DFND 5 4,425,160 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,088 38,816 SH   DFND 1 38,816 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,261 87,950 SH   DFND 5 87,950 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 798 7,581 SH   DFND 2 7,581 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 98 927 SH   DFND 3 927 0 0
MSA SAFETY INC COM 553498106 2,356 28,303 SH   DFND 1 28,303 0 0
MSC INDL DIRECT INC CL A 553530106 3,023 32,968 SH   DFND 1 32,968 0 0
MSC INDL DIRECT INC CL A 553530106 14,000 152,652 SH   DFND 3 152,652 0 0
MSC INDL DIRECT INC CL A 553530106 2,550 27,800 SH   DFND 5 27,800 0 0
MSCI INC COM 55354G100 2,184 14,610 SH   DFND 1 14,610 0 0
MSCI INC COM 55354G100 614 4,106 SH   DFND 2 4,106 0 0
MSCI INC COM 55354G100 20,089 134,400 SH   DFND 5 134,400 0 0
MSG NETWORK INC CL A 553573106 3,960 175,200 SH   DFND 5 175,200 0 0
MSG NETWORK INC CL A 553573106 3,780 167,278 SH   DFND 1 167,278 0 0
MUELLER WTR PRODS INC COM SER A 624758108 758 69,764 SH   DFND 1 69,764 0 0
MULESOFT INC CL A 625207105 2,732 62,115 SH   DFND 1 62,115 0 0
MURPHY OIL CORP COM 626717102 340 13,130 SH   DFND 1 13,130 0 0
MURPHY OIL CORP COM 626717102 2,736 105,900 SH   DFND 5 105,900 0 0
MURPHY USA INC COM 626755102 1,539 21,144 SH   DFND 1 21,144 0 0
MVB FINANCIAL CORP COM 553810102 246 12,433 SH   DFND 3 12,433 0 0
MYLAN N V SHS EURO N59465109 1,073 26,056 SH   DFND 1 26,056 0 0
MYLAN N V SHS EURO N59465109 24 586 SH   DFND 3 586 0 0
MYOKARDIA INC COM 62857M105 199 4,087 SH   DFND 1 4,087 0 0
MYOKARDIA INC COM 62857M105 3,919 80,300 SH   DFND 5 80,300 0 0
MYRIAD GENETICS INC COM 62855J104 745 25,200 SH   DFND 5 25,200 0 0
MYRIAD GENETICS INC COM 62855J104 1,709 57,857 SH   DFND 1 57,857 0 0
NABORS INDUSTRIES LTD SHS G6359F103 6 788 SH   DFND 1 788 0 0
NABORS INDUSTRIES LTD SHS G6359F103 14,509 2,075,594 SH   DFND 3 2,075,594 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 2,010 2,700,000 PRN   DFND 3 2,700,000 0 0
NASDAQ INC COM 631103108 3,188 36,983 SH   DFND 1 36,983 0 0
NASDAQ INC COM 631103108 470 5,447 SH   DFND 2 5,447 0 0
NASDAQ INC COM 631103108 36 423 SH   DFND 3 423 0 0
NASDAQ INC COM 631103108 345 4,000 SH   DFND 5 4,000 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,212 16,401 SH   DFND 5 16,401 0 0
NATIONAL FUEL GAS CO N J COM 636180101 751 14,600 SH   DFND 1 14,600 0 0
NATIONAL FUEL GAS CO N J COM 636180101 4,512 87,700 SH   DFND 5 87,700 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 989 900,000 PRN   DFND 4 900,000 0 0
NATIONAL INSTRS CORP COM 636518102 2,707 53,539 SH   DFND 1 53,539 0 0
NATIONAL OILWELL VARCO INC COM 637071101 663 18,003 SH   DFND 3 18,003 0 0
NATIONAL OILWELL VARCO INC COM 637071101 221 5,989 SH   DFND 1 5,989 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 688 2,256 SH   DFND 5 2,256 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,415 78,796 SH   DFND 3 78,796 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2,554 134,342 SH   DFND 5 134,342 0 0
NAVIENT CORPORATION COM 63938C108 1,764 134,454 SH   DFND 1 134,454 0 0
NAVIENT CORPORATION COM 63938C108 34,698 2,644,702 SH   DFND 5 2,644,702 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 2,475 1,375,222 SH   DFND 3 1,375,222 0 0
NAVISTAR INTL CORP NEW COM 63934E108 9,803 280,317 SH   DFND 3 280,317 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,991 169,000 SH   DFND 5 169,000 0 0
NCR CORP NEW COM 62886E108 15,574 494,100 SH   DFND 5 494,100 0 0
NCR CORP NEW COM 62886E108 1,080 34,263 SH   DFND 1 34,263 0 0
NEKTAR THERAPEUTICS COM 640268108 3,400 32,000 SH   DFND 5 32,000 0 0
NELNET INC CL A 64031N108 10,262 195,804 SH   DFND 5 195,804 0 0
NEOGEN CORP COM 640491106 1,320 19,704 SH   DFND 1 19,704 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 971 102,654 SH   DFND 1 102,654 0 0
NETAPP INC COM 64110D104 3,514 56,966 SH   DFND 1 56,966 0 0
NETFLIX INC COM 64110L106 232 785 SH   DFND 1 785 0 0
NETFLIX INC COM 64110L106 2,819 9,546 SH   DFND 2 9,546 0 0
NETGEAR INC COM 64111Q104 1,346 23,542 SH   DFND 1 23,542 0 0
NETSCOUT SYS INC COM 64115T104 544 20,637 SH   DFND 1 20,637 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 28 10,700 SH   DFND 5 10,700 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 373 4,500 SH   DFND 5 4,500 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 245 2,949 SH   DFND 3 2,949 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,244 15,000 SH   DFND 2 15,000 0 0
NEVSUN RES LTD COM 64156L101 2,289 961,793 SH   DFND 3 961,793 0 0
NEW JERSEY RES COM 646025106 1,873 46,709 SH   DFND 1 46,709 0 0
NEW RELIC INC COM 64829B100 1,621 21,881 SH   DFND 1 21,881 0 0
NEW RELIC INC COM 64829B100 3,321 44,800 SH   DFND 5 44,800 0 0
NEW SR INVT GROUP INC COM 648691103 1,726 211,000 SH   DFND 5 211,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,248 172,463 SH   DFND 1 172,463 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 284 21,833 SH   DFND 2 21,833 0 0
NEWELL BRANDS INC COM 651229106 246 9,663 SH   DFND 2 9,663 0 0
NEWELL BRANDS INC COM 651229106 209 8,206 SH   DFND 3 8,206 0 0
NEWFIELD EXPL CO COM 651290108 140 5,752 SH   DFND 1 5,752 0 0
NEWFIELD EXPL CO COM 651290108 10,525 431,000 SH   DFND 5 431,000 0 0
NEWLINK GENETICS CORP COM 651511107 148 20,375 SH   DFND 5 20,375 0 0
NEWMARK GROUP INC CL A 65158N102 1,671 110,000 SH   DFND 2 110,000 0 0
NEWMARK GROUP INC CL A 65158N102 538 35,400 SH   DFND 5 35,400 0 0
NEWMARKET CORP COM 651587107 1,124 2,800 SH   DFND 1 2,800 0 0
NEWMONT MINING CORP COM 651639106 2,303 58,944 SH   DFND 1 58,944 0 0
NEWMONT MINING CORP COM 651639106 935 23,927 SH   DFND 2 23,927 0 0
NEWMONT MINING CORP COM 651639106 6,642 170,000 SH   DFND 5 170,000 0 0
NEWS CORP NEW CL A 65249B109 2,171 137,416 SH   DFND 1 137,416 0 0
NEWS CORP NEW CL A 65249B109 7,260 459,500 SH   DFND 5 459,500 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 772 42,745 SH   DFND 5 42,745 0 0
NEXA RES S A COM L67359106 4,386 250,475 SH   DFND 3 250,475 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,772 71,336 SH   DFND 5 71,336 0 0
NEXTERA ENERGY INC COM 65339F101 1,927 11,800 SH   DFND 5 11,800 0 0
NEXTERA ENERGY INC COM 65339F101 263 1,609 SH   DFND 3 1,609 0 0
NEXTERA ENERGY INC COM 65339F101 3,438 21,052 SH   DFND 2 21,052 0 0
NEXTERA ENERGY INC COM 65339F101 2,744 16,806 SH   DFND 1 16,806 0 0
NIC INC COM 62914B100 959 72,068 SH   DFND 1 72,068 0 0
NIC INC COM 62914B100 12,156 913,974 SH   DFND 5 913,974 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4,225 3,400,000 PRN   DFND 4 3,400,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 4,391 138,114 SH   DFND 1 138,114 0 0
NIKE INC CL B 654106103 1,547 23,287 SH   DFND 1 23,287 0 0
NIKE INC CL B 654106103 5,216 78,513 SH   DFND 3 78,513 0 0
NIKE INC CL B 654106103 9,886 148,800 SH Put DFND 3 148,800 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,938 41,046 SH   DFND 3 41,046 0 0
NOBLE CORP PLC SHS USD G65431101 1,713 461,700 SH   DFND 5 461,700 0 0
NOBLE ENERGY INC COM 655044105 717 23,661 SH   DFND 2 23,661 0 0
NOBLE ENERGY INC COM 655044105 149 4,915 SH   DFND 3 4,915 0 0
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NOMAD FOODS LTD USD ORD SHS G6564A105 216 13,700 SH   DFND 5 13,700 0 0
NORDSON CORP COM 655663102 1,991 14,600 SH   DFND 5 14,600 0 0
NORDSTROM INC COM 655664100 3,289 67,942 SH   DFND 1 67,942 0 0
NORDSTROM INC COM 655664100 321 6,636 SH   DFND 2 6,636 0 0
NORDSTROM INC COM 655664100 1,302 26,900 SH   DFND 5 26,900 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,385 10,200 SH   DFND 5 10,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,499 33,135 SH   DFND 1 33,135 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,162 23,290 SH   DFND 2 23,290 0 0
NORTHERN TR CORP COM 665859104 1,822 17,664 SH   DFND 1 17,664 0 0
NORTHERN TR CORP COM 665859104 947 9,185 SH   DFND 2 9,185 0 0
NORTHROP GRUMMAN CORP COM 666807102 800 2,289 SH   DFND 1 2,289 0 0
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NORTHROP GRUMMAN CORP COM 666807102 339 970 SH   DFND 5 970 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,358 181,100 SH   DFND 5 181,100 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 4,374 264,126 SH   DFND 1 264,126 0 0
NORTHWESTERN CORP COM NEW 668074305 694 12,910 SH   DFND 1 12,910 0 0
NORTHWESTERN CORP COM NEW 668074305 339 6,300 SH   DFND 5 6,300 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 175 6,457 SH   DFND 1 6,457 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 430 15,990 SH   DFND 5 15,990 0 0
NOVOCURE LTD ORD SHS G6674U108 3,094 141,917 SH   DFND 5 141,917 0 0
NRG ENERGY INC COM NEW 629377508 76 2,494 SH   DFND 1 2,494 0 0
NRG ENERGY INC COM NEW 629377508 34,163 1,119,000 SH   DFND 5 1,119,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,365 32,083 SH   DFND 1 32,083 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 5,764 78,200 SH   DFND 5 78,200 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 6,374 404,701 SH   DFND 1 404,701 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,337 84,900 SH   DFND 3 84,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 301 19,100 SH   DFND 5 19,100 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,110 7,500,000 PRN   DFND 3 7,500,000 0 0
NUCOR CORP COM 670346105 1,637 26,789 SH   DFND 2 26,789 0 0
NUCOR CORP COM 670346105 136 2,234 SH   DFND 3 2,234 0 0
NUCOR CORP COM 670346105 238 3,900 SH   DFND 5 3,900 0 0
NUTANIX INC CL A 67059N108 873 17,774 SH   DFND 1 17,774 0 0
NUTANIX INC CL A 67059N108 195 3,962 SH   DFND 3 3,962 0 0
NUTRI SYS INC NEW COM 67069D108 469 17,400 SH   DFND 5 17,400 0 0
NUTRIEN LTD COM 67077M108 5,473 115,822 SH   DFND 1 115,822 0 0
NUVASIVE INC COM 670704105 3,812 73,006 SH   DFND 1 73,006 0 0
NUVASIVE INC COM 670704105 1,937 37,100 SH   DFND 5 37,100 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 11,712 10,600,000 PRN   DFND 3 10,600,000 0 0
NUVECTRA CORP COM 67075N108 656 50,400 SH   DFND 5 50,400 0 0
NVE CORP COM NEW 629445206 2,504 30,125 SH   DFND 5 30,125 0 0
NVIDIA CORP COM 67066G104 1,000 4,319 SH   DFND 1 4,319 0 0
NVIDIA CORP COM 67066G104 3,944 17,028 SH   DFND 2 17,028 0 0
NVIDIA CORP COM 67066G104 60 261 SH   DFND 3 261 0 0
NVR INC COM 62944T105 2,229 796 SH   DFND 1 796 0 0
NVR INC COM 62944T105 336 120 SH   DFND 5 120 0 0
NXP SEMICONDUCTORS N V COM N6596X109 119,446 1,020,909 SH   DFND 3 1,020,909 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 14,598 11,690,000 PRN   DFND 3 11,690,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,747 11,103 SH   DFND 1 11,103 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,699 10,910 SH   DFND 2 10,910 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 257 11,534 SH   DFND 3 11,534 0 0
OASIS PETE INC NEW COM 674215108 4,994 616,500 SH   DFND 5 616,500 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 310 300,000 PRN   DFND 4 300,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,155 33,183 SH   DFND 1 33,183 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,348 36,151 SH   DFND 2 36,151 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 9,383 144,450 SH   DFND 5 144,450 0 0
OCEAN RIG UDW INC COM CL A G66964118 9,873 391,339 SH   DFND 3 391,339 0 0
OCEANEERING INTL INC COM 675232102 408 22,000 SH   DFND 5 22,000 0 0
OCEANEERING INTL INC COM 675232102 4 226 SH   DFND 3 226 0 0
OCEANEERING INTL INC COM 675232102 59 3,180 SH   DFND 1 3,180 0 0
OCWEN FINL CORP COM NEW 675746309 3,032 735,807 SH   DFND 3 735,807 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 907 109,690 SH   DFND 2 109,690 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 1 141 SH   DFND 3 141 0 0
OFG BANCORP COM 67103X102 292 27,954 SH   DFND 1 27,954 0 0
OFG BANCORP COM 67103X102 9,868 944,295 SH   DFND 5 944,295 0 0
OGE ENERGY CORP COM 670837103 373 11,360 SH   DFND 1 11,360 0 0
OIL STS INTL INC COM 678026105 1,014 38,708 SH   DFND 1 38,708 0 0
OIL STS INTL INC COM 678026105 201 7,655 SH   DFND 3 7,655 0 0
OKTA INC CL A 679295105 371 9,300 SH   DFND 5 9,300 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,586 10,789 SH   DFND 1 10,789 0 0
OLD REP INTL CORP COM 680223104 12,394 577,800 SH   DFND 5 577,800 0 0
OLD REP INTL CORP COM 680223104 3,872 180,493 SH   DFND 1 180,493 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,042 74,941 SH   DFND 5 74,941 0 0
OLIN CORP COM PAR $1 680665205 597 19,627 SH   DFND 1 19,627 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 499 8,268 SH   DFND 1 8,268 0 0
OMNICELL INC COM 68213N109 591 13,620 SH   DFND 1 13,620 0 0
OMNICOM GROUP INC COM 681919106 4,751 65,382 SH   DFND 1 65,382 0 0
OMNICOM GROUP INC COM 681919106 433 5,964 SH   DFND 3 5,964 0 0
OMNICOM GROUP INC COM 681919106 1,730 23,800 SH   DFND 5 23,800 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,786 360,555 SH   DFND 5 360,555 0 0
ON ASSIGNMENT INC COM 682159108 848 10,357 SH   DFND 1 10,357 0 0
ON SEMICONDUCTOR CORP COM 682189105 411 16,800 SH   DFND 5 16,800 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,548 145,047 SH   DFND 1 145,047 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8,937 6,276,000 PRN   DFND 3 6,276,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1,141 800,000 PRN   DFND 4 800,000 0 0
ONE GAS INC COM 68235P108 243 3,679 SH   DFND 1 3,679 0 0
ONEOK INC NEW COM 682680103 893 15,690 SH   DFND 1 15,690 0 0
OOMA INC COM 683416101 229 21,000 SH   DFND 5 21,000 0 0
OPEN TEXT CORP COM 683715106 6,427 184,687 SH   DFND 1 184,687 0 0
OPHTHOTECH CORP COM 683745103 504 184,044 SH   DFND 5 184,044 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 7,386 286,830 SH   DFND 5 286,830 0 0
OPUS BK IRVINE CALIF COM 684000102 255 9,099 SH   DFND 1 9,099 0 0
ORACLE CORP COM 68389X105 7,058 154,285 SH   DFND 1 154,285 0 0
ORACLE CORP COM 68389X105 1,627 35,571 SH   DFND 2 35,571 0 0
ORACLE CORP COM 68389X105 61,907 1,353,150 SH   DFND 5 1,353,150 0 0
ORBOTECH LTD ORD M75253100 3,242 52,134 SH   DFND 1 52,134 0 0
ORION ENGINEERED CARBONS S A COM L72967109 135 4,982 SH   DFND 1 4,982 0 0
ORION ENGINEERED CARBONS S A COM L72967109 21,910 808,489 SH   DFND 5 808,489 0 0
ORITANI FINL CORP DEL COM 68633D103 305 19,862 SH   DFND 1 19,862 0 0
ORTHOFIX INTL N V COM N6748L102 514 8,742 SH   DFND 1 8,742 0 0
ORTHOFIX INTL N V COM N6748L102 10,279 174,877 SH   DFND 5 174,877 0 0
OSI SYSTEMS INC COM 671044105 555 8,497 SH   DFND 1 8,497 0 0
OTONOMY INC COM 68906L105 1,607 382,600 SH   DFND 5 382,600 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 4,406 1,551,442 SH   DFND 5 1,551,442 0 0
OWENS & MINOR INC NEW COM 690732102 363 23,326 SH   DFND 1 23,326 0 0
OWENS & MINOR INC NEW COM 690732102 1,537 98,822 SH   DFND 5 98,822 0 0
OWENS CORNING NEW COM 690742101 2,073 25,783 SH   DFND 5 25,783 0 0
OWENS CORNING NEW COM 690742101 2,639 32,826 SH   DFND 1 32,826 0 0
OWENS ILL INC COM NEW 690768403 267 12,303 SH   DFND 1 12,303 0 0
OXFORD INDS INC COM 691497309 52 695 SH   DFND 1 695 0 0
OXFORD INDS INC COM 691497309 887 11,900 SH   DFND 5 11,900 0 0
PACCAR INC COM 693718108 3,876 58,588 SH   DFND 1 58,588 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 943 314,200 SH   DFND 5 314,200 0 0
PACKAGING CORP AMER COM 695156109 1,601 14,207 SH   DFND 1 14,207 0 0
PACKAGING CORP AMER COM 695156109 508 4,509 SH   DFND 2 4,509 0 0
PACKAGING CORP AMER COM 695156109 654 5,800 SH   DFND 5 5,800 0 0
PACWEST BANCORP DEL COM 695263103 2,827 57,083 SH   DFND 1 57,083 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 3,020 78,805 SH   DFND 1 78,805 0 0
PALO ALTO NETWORKS INC COM 697435105 2,741 15,100 SH   DFND 5 15,100 0 0
PALO ALTO NETWORKS INC COM 697435105 1,527 8,413 SH   DFND 1 8,413 0 0
PALO ALTO NETWORKS INC COM 697435105 935 5,152 SH   DFND 2 5,152 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 661 400,000 PRN   DFND 4 400,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 5,039 5,500,000 PRN   DFND 3 5,500,000 0 0
PAPA JOHNS INTL INC COM 698813102 4,018 70,127 SH   DFND 1 70,127 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 2,435 187,287 SH   DFND 3 187,287 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 4,674 359,536 SH   DFND 5 359,536 0 0
PARKER HANNIFIN CORP COM 701094104 1,251 7,316 SH   DFND 3 7,316 0 0
PARKER HANNIFIN CORP COM 701094104 20 119 SH   DFND 1 119 0 0
PARKER HANNIFIN CORP COM 701094104 10,012 58,539 SH   DFND 2 58,539 0 0
PATTERSON COMPANIES INC COM 703395103 2,254 101,400 SH   DFND 5 101,400 0 0
PATTERSON COMPANIES INC COM 703395103 140 6,286 SH   DFND 3 6,286 0 0
PATTERSON COMPANIES INC COM 703395103 6,857 308,428 SH   DFND 1 308,428 0 0
PATTERSON COMPANIES INC COM 703395103 81 3,633 SH   DFND 2 3,633 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,823 161,214 SH   DFND 3 161,214 0 0
PATTERSON UTI ENERGY INC COM 703481101 257 14,700 SH   DFND 5 14,700 0 0
PAYCHEX INC COM 704326107 10,782 175,059 SH   DFND 1 175,059 0 0
PAYCHEX INC COM 704326107 357 5,800 SH   DFND 5 5,800 0 0
PAYCOM SOFTWARE INC COM 70432V102 373 3,472 SH   DFND 1 3,472 0 0
PAYCOM SOFTWARE INC COM 70432V102 8,144 75,835 SH   DFND 3 75,835 0 0
PAYCOM SOFTWARE INC COM 70432V102 9,370 87,250 SH   DFND 5 87,250 0 0
PAYLOCITY HLDG CORP COM 70438V106 9,517 185,779 SH   DFND 5 185,779 0 0
PAYLOCITY HLDG CORP COM 70438V106 1,789 34,924 SH   DFND 1 34,924 0 0
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PAYPAL HLDGS INC COM 70450Y103 1,795 23,658 SH   DFND 1 23,658 0 0
PAYPAL HLDGS INC COM 70450Y103 9,120 120,207 SH   DFND 2 120,207 0 0
PBF ENERGY INC CL A 69318G106 1,971 58,139 SH   DFND 1 58,139 0 0
PCM INC COM 69323K100 466 56,116 SH   DFND 5 56,116 0 0
PDC ENERGY INC COM 69327R101 530 10,800 SH   DFND 5 10,800 0 0
PDL BIOPHARMA INC COM 69329Y104 3,215 1,093,640 SH   DFND 5 1,093,640 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 305 300,000 PRN   DFND 4 300,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,796 76,606 SH   DFND 1 76,606 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,902 79,500 SH   DFND 5 79,500 0 0
PEGASYSTEMS INC COM 705573103 2,351 38,769 SH   DFND 1 38,769 0 0
PEGASYSTEMS INC COM 705573103 1,468 24,200 SH   DFND 5 24,200 0 0
PEMBINA PIPELINE CORP COM 706327103 454 14,561 SH   DFND 1 14,561 0 0
PENN NATL GAMING INC COM 707569109 9,043 344,380 SH   DFND 1 344,380 0 0
PENN VA CORP NEW COM 70788V102 671 19,142 SH   DFND 5 19,142 0 0
PENNEY J C INC COM 708160106 3,113 1,030,765 SH   DFND 5 1,030,765 0 0
PENNEY J C INC COM 708160106 1,208 400,000 SH Call DFND 2 400,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 13,781 608,452 SH   DFND 5 608,452 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,985 44,786 SH   DFND 1 44,786 0 0
PENTAIR PLC SHS G7S00T104 4,294 63,025 SH   DFND 1 63,025 0 0
PENTAIR PLC SHS G7S00T104 266 3,900 SH   DFND 5 3,900 0 0
PENUMBRA INC COM 70975L107 405 3,502 SH   DFND 1 3,502 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 3,685 197,483 SH   DFND 1 197,483 0 0
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PEOPLES UNITED FINANCIAL INC COM 712704105 261 13,973 SH   DFND 2 13,973 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 240 12,871 SH   DFND 3 12,871 0 0
PEPSICO INC COM 713448108 3,989 36,542 SH   DFND 1 36,542 0 0
PEPSICO INC COM 713448108 8,124 74,427 SH   DFND 2 74,427 0 0
PEPSICO INC COM 713448108 2,964 27,159 SH   DFND 3 27,159 0 0
PEPSICO INC COM 713448108 46,280 424,005 SH   DFND 5 424,005 0 0
PERFICIENT INC COM 71375U101 974 42,497 SH   DFND 1 42,497 0 0
PERFICIENT INC COM 71375U101 7,879 343,780 SH   DFND 5 343,780 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 16,753 561,223 SH   DFND 5 561,223 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 249 8,320 SH   DFND 1 8,320 0 0
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PERRIGO CO PLC SHS G97822103 729 8,740 SH   DFND 1 8,740 0 0
PETMED EXPRESS INC COM 716382106 62 1,478 SH   DFND 1 1,478 0 0
PETMED EXPRESS INC COM 716382106 6,733 161,263 SH   DFND 5 161,263 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,482 175,500 SH   DFND 5 175,500 0 0
PFENEX INC COM 717071104 771 128,554 SH   DFND 5 128,554 0 0
PFIZER INC COM 717081103 4,125 116,227 SH   DFND 1 116,227 0 0
PFIZER INC COM 717081103 13,126 369,855 SH   DFND 2 369,855 0 0
PFIZER INC COM 717081103 741 20,873 SH   DFND 3 20,873 0 0
PFIZER INC COM 717081103 11,662 328,600 SH   DFND 5 328,600 0 0
PFSWEB INC COM NEW 717098206 251 28,748 SH   DFND 3 28,748 0 0
PG&E CORP COM 69331C108 33,984 773,600 SH   DFND 5 773,600 0 0
PG&E CORP COM 69331C108 996 22,680 SH   DFND 2 22,680 0 0
PG&E CORP COM 69331C108 78 1,774 SH   DFND 3 1,774 0 0
PHH CORP COM NEW 693320202 6,997 668,911 SH   DFND 3 668,911 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 7,660 192,958 SH   DFND 5 192,958 0 0
PHILIP MORRIS INTL INC COM 718172109 296 2,975 SH   DFND 1 2,975 0 0
PHILIP MORRIS INTL INC COM 718172109 1,594 16,034 SH   DFND 2 16,034 0 0
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PHILLIPS 66 COM 718546104 2,339 24,383 SH   DFND 1 24,383 0 0
PHILLIPS 66 COM 718546104 268 2,798 SH   DFND 5 2,798 0 0
PHOTRONICS INC COM 719405102 380 46,100 SH   DFND 5 46,100 0 0
PHOTRONICS INC COM 719405102 35 4,183 SH   DFND 1 4,183 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,785 215,200 SH   DFND 5 215,200 0 0
PIER 1 IMPORTS INC COM 720279108 987 306,499 SH   DFND 5 306,499 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 117 17,200 SH   DFND 5 17,200 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 3,477 34,892 SH   DFND 1 34,892 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 4,158 137,885 SH   DFND 1 137,885 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,608 29,712 SH   DFND 1 29,712 0 0
PINNACLE FOODS INC DEL COM 72348P104 249 4,600 SH   DFND 5 4,600 0 0
PINNACLE WEST CAP CORP COM 723484101 947 11,860 SH   DFND 1 11,860 0 0
PINNACLE WEST CAP CORP COM 723484101 222 2,776 SH   DFND 2 2,776 0 0
PINNACLE WEST CAP CORP COM 723484101 467 5,849 SH   DFND 3 5,849 0 0
PIONEER NAT RES CO COM 723787107 1,525 8,877 SH   DFND 2 8,877 0 0
PIONEER NAT RES CO COM 723787107 1,147 6,675 SH   DFND 1 6,675 0 0
PIPER JAFFRAY COS COM 724078100 698 8,405 SH   DFND 1 8,405 0 0
PIPER JAFFRAY COS COM 724078100 12,810 154,243 SH   DFND 5 154,243 0 0
PITNEY BOWES INC COM 724479100 1,557 142,940 SH   DFND 1 142,940 0 0
PITNEY BOWES INC COM 724479100 2 180 SH   DFND 3 180 0 0
PITNEY BOWES INC COM 724479100 868 79,700 SH   DFND 5 79,700 0 0
PIXELWORKS INC COM NEW 72581M305 221 57,000 SH   DFND 5 57,000 0 0
PJT PARTNERS INC COM CL A 69343T107 501 10,000 SH   DFND 5 10,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 17,931 813,919 SH   DFND 3 813,919 0 0
PLANET FITNESS INC CL A 72703H101 2,350 62,215 SH   DFND 1 62,215 0 0
PLANTRONICS INC NEW COM 727493108 4,310 71,402 SH   DFND 1 71,402 0 0
PLANTRONICS INC NEW COM 727493108 19,168 317,503 SH   DFND 5 317,503 0 0
PNC FINL SVCS GROUP INC COM 693475105 770 5,090 SH   DFND 1 5,090 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,192 74,000 SH   DFND 5 74,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,800 25,120 SH   DFND 2 25,120 0 0
PNM RES INC COM 69349H107 284 7,426 SH   DFND 1 7,426 0 0
PNM RES INC COM 69349H107 2,524 66,000 SH   DFND 5 66,000 0 0
POLARIS INDS INC COM 731068102 2,349 20,512 SH   DFND 1 20,512 0 0
POLARIS INDS INC COM 731068102 4,928 43,031 SH   DFND 3 43,031 0 0
POLYONE CORP COM 73179P106 2,846 66,943 SH   DFND 1 66,943 0 0
POOL CORPORATION COM 73278L105 1,478 10,109 SH   DFND 1 10,109 0 0
POOL CORPORATION COM 73278L105 23,439 160,300 SH   DFND 5 160,300 0 0
POPULAR INC COM NEW 733174700 1,653 39,711 SH   DFND 1 39,711 0 0
POPULAR INC COM NEW 733174700 12,382 297,500 SH   DFND 5 297,500 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,044 25,771 SH   DFND 1 25,771 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 22,398 552,900 SH   DFND 5 552,900 0 0
POSCO SPONSORED ADR 693483109 252 3,200 SH   DFND 5 3,200 0 0
POST HLDGS INC COM 737446104 220 2,900 SH   DFND 5 2,900 0 0
POTBELLY CORP COM 73754Y100 3,584 297,439 SH   DFND 5 297,439 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,025 38,900 SH   DFND 5 38,900 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 18,394 1,083,266 SH   DFND 1 1,083,266 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 39,015 1,686,759 SH   DFND 1 1,686,759 0 0
PPG INDS INC COM 693506107 2,859 25,613 SH   DFND 1 25,613 0 0
PPG INDS INC COM 693506107 2,158 19,340 SH   DFND 2 19,340 0 0
PPL CORP COM 69351T106 955 33,743 SH   DFND 3 33,743 0 0
PPL CORP COM 69351T106 364 12,883 SH   DFND 1 12,883 0 0
PPL CORP COM 69351T106 876 30,964 SH   DFND 2 30,964 0 0
PRA GROUP INC COM 69354N106 209 5,491 SH   DFND 1 5,491 0 0
PRA HEALTH SCIENCES INC COM 69354M108 249 3,005 SH   DFND 3 3,005 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,137 13,709 SH   DFND 1 13,709 0 0
PRAXAIR INC COM 74005P104 4,582 31,750 SH   DFND 1 31,750 0 0
PRAXAIR INC COM 74005P104 1,890 13,100 SH   DFND 2 13,100 0 0
PRAXAIR INC COM 74005P104 7,872 54,550 SH   DFND 5 54,550 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,300 468,776 SH   DFND 3 468,776 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 243 3,790 SH   DFND 1 3,790 0 0
PREMIER INC CL A 74051N102 9,878 315,503 SH   DFND 1 315,503 0 0
PREMIER INC CL A 74051N102 432 13,800 SH   DFND 5 13,800 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 8,944 265,258 SH   DFND 5 265,258 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,582 23,912 SH   DFND 1 23,912 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,320 12,226 SH   DFND 2 12,226 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,186 2,600,000 PRN   DFND 4 2,600,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,177 5,700,000 PRN   DFND 3 5,700,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 312 250,000 PRN   DFND 3 250,000 0 0
PRIMERICA INC COM 74164M108 791 8,188 SH   DFND 1 8,188 0 0
PRIMERICA INC COM 74164M108 9,813 101,580 SH   DFND 5 101,580 0 0
PRIMORIS SVCS CORP COM 74164F103 6,278 251,324 SH   DFND 5 251,324 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,424 56,215 SH   DFND 1 56,215 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 17,540 287,967 SH   DFND 3 287,967 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 341 5,600 SH   DFND 5 5,600 0 0
PROASSURANCE CORP COM 74267C106 631 13,000 SH   DFND 5 13,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,172 14,780 SH   DFND 1 14,780 0 0
PROCTER AND GAMBLE CO COM 742718109 10,996 138,700 SH   DFND 5 138,700 0 0
PROCTER AND GAMBLE CO COM 742718109 925 11,663 SH   DFND 3 11,663 0 0
PROCTER AND GAMBLE CO COM 742718109 3,662 46,194 SH   DFND 2 46,194 0 0
PROGRESS SOFTWARE CORP COM 743312100 9,687 251,943 SH   DFND 1 251,943 0 0
PROGRESS SOFTWARE CORP COM 743312100 46,019 1,196,841 SH   DFND 5 1,196,841 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,628 43,144 SH   DFND 1 43,144 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,701 27,917 SH   DFND 2 27,917 0 0
PROGRESSIVE CORP OHIO COM 743315103 11 181 SH   DFND 3 181 0 0
PROGRESSIVE CORP OHIO COM 743315103 463 7,600 SH   DFND 5 7,600 0 0
PROLOGIS INC COM 74340W103 1,512 23,996 SH   DFND 2 23,996 0 0
PROOFPOINT INC COM 743424103 295 2,600 SH   DFND 5 2,600 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 2,692 411,038 SH   DFND 1 411,038 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 148 22,600 SH   DFND 3 22,600 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 754 750,000 PRN   DFND 3 750,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 4,885 67,254 SH   DFND 1 67,254 0 0
PROTO LABS INC COM 743713109 222 1,889 SH   DFND 1 1,889 0 0
PROTO LABS INC COM 743713109 1,152 9,800 SH   DFND 5 9,800 0 0
PROVIDENCE SVC CORP COM 743815102 560 8,098 SH   DFND 1 8,098 0 0
PROVIDENCE SVC CORP COM 743815102 1,459 21,100 SH   DFND 5 21,100 0 0
PRUDENTIAL FINL INC COM 744320102 1,465 14,148 SH   DFND 1 14,148 0 0
PRUDENTIAL FINL INC COM 744320102 3,111 30,042 SH   DFND 2 30,042 0 0
PRUDENTIAL FINL INC COM 744320102 18,183 175,600 SH   DFND 5 175,600 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 13,106 115,944 SH   DFND 5 115,944 0 0
PTC INC COM 69370C100 328 4,200 SH   DFND 5 4,200 0 0
PUBLIC STORAGE COM 74460D109 626 3,124 SH   DFND 3 3,124 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 69 1,373 SH   DFND 1 1,373 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 783 15,595 SH   DFND 2 15,595 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 88 1,745 SH   DFND 3 1,745 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 55,656 1,107,800 SH   DFND 5 1,107,800 0 0
PULTE GROUP INC COM 745867101 3,921 132,969 SH   DFND 1 132,969 0 0
PURE STORAGE INC CL A 74624M102 89 4,456 SH   DFND 1 4,456 0 0
PURE STORAGE INC CL A 74624M102 577 28,900 SH   DFND 5 28,900 0 0
PVH CORP COM 693656100 1,378 9,100 SH   DFND 5 9,100 0 0
PVH CORP COM 693656100 2,445 16,143 SH   DFND 1 16,143 0 0
PVH CORP COM 693656100 6,662 43,991 SH   DFND 2 43,991 0 0
PVH CORP COM 693656100 10,208 67,416 SH   DFND 3 67,416 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 6,149 5,200,000 PRN   DFND 4 5,200,000 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 4,007 3,400,000 PRN   DFND 3 3,400,000 0 0
QIAGEN NV SHS NEW N72482123 265 8,183 SH   DFND 1 8,183 0 0
QORVO INC COM 74736K101 444 6,300 SH   DFND 2 6,300 0 0
QTS RLTY TR INC COM CL A 74736A103 34,737 959,048 SH   DFND 5 959,048 0 0
QUAD / GRAPHICS INC COM CL A 747301109 346 13,659 SH   DFND 1 13,659 0 0
QUAD / GRAPHICS INC COM CL A 747301109 3,130 123,467 SH   DFND 5 123,467 0 0
QUALCOMM INC COM 747525103 109 1,959 SH   DFND 1 1,959 0 0
QUALCOMM INC COM 747525103 4,025 72,646 SH   DFND 2 72,646 0 0
QUALCOMM INC COM 747525103 3,712 66,988 SH   DFND 3 66,988 0 0
QUALCOMM INC COM 747525103 332 6,000 SH   DFND 5 6,000 0 0
QUALITY SYS INC COM 747582104 574 42,057 SH   DFND 1 42,057 0 0
QUALYS INC COM 74758T303 2,080 28,593 SH   DFND 1 28,593 0 0
QUANTA SVCS INC COM 74762E102 62 1,793 SH   DFND 1 1,793 0 0
QUANTA SVCS INC COM 74762E102 320 9,330 SH   DFND 2 9,330 0 0
QUEST DIAGNOSTICS INC COM 74834L100 10,709 106,772 SH   DFND 1 106,772 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,818 18,125 SH   DFND 2 18,125 0 0
QUEST DIAGNOSTICS INC COM 74834L100 205 2,045 SH   DFND 3 2,045 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,625 16,200 SH   DFND 5 16,200 0 0
QUICKLOGIC CORP COM 74837P108 76 50,099 SH   DFND 3 50,099 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 868 500,000 PRN   DFND 4 500,000 0 0
QUINSTREET INC COM 74874Q100 948 74,254 SH   DFND 1 74,254 0 0
QUINSTREET INC COM 74874Q100 10,840 848,898 SH   DFND 5 848,898 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 462 35,288 SH   DFND 1 35,288 0 0
RADIAN GROUP INC COM 750236101 1,037 54,451 SH   DFND 1 54,451 0 0
RADIAN GROUP INC COM 750236101 13,055 685,668 SH   DFND 5 685,668 0 0
RALPH LAUREN CORP CL A 751212101 2,649 23,695 SH   DFND 1 23,695 0 0
RALPH LAUREN CORP CL A 751212101 311 2,785 SH   DFND 2 2,785 0 0
RALPH LAUREN CORP CL A 751212101 230 2,053 SH   DFND 3 2,053 0 0
RAMACO RES INC COM 75134P303 1,233 171,554 SH   DFND 2 171,554 0 0
RAMACO RES INC COM 75134P303 486 67,541 SH   DFND 3 67,541 0 0
RAMBUS INC DEL COM 750917106 2,080 154,900 SH   DFND 1 154,900 0 0
RAMBUS INC DEL COM 750917106 902 67,200 SH   DFND 5 67,200 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 507 5,676 SH   DFND 2 5,676 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 5,713 63,900 SH   DFND 5 63,900 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 170 7,917 SH   DFND 1 7,917 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 520 24,200 SH   DFND 5 24,200 0 0
RAYTHEON CO COM NEW 755111507 5,196 24,075 SH   DFND 1 24,075 0 0
RAYTHEON CO COM NEW 755111507 10,099 46,794 SH   DFND 2 46,794 0 0
RAYTHEON CO COM NEW 755111507 22 100 SH   DFND 3 100 0 0
RAYTHEON CO COM NEW 755111507 54,236 251,300 SH   DFND 5 251,300 0 0
RBC BEARINGS INC COM 75524B104 745 5,995 SH   DFND 1 5,995 0 0
RE MAX HLDGS INC CL A 75524W108 777 12,856 SH   DFND 1 12,856 0 0
REALOGY HLDGS CORP COM 75605Y106 1,522 55,796 SH   DFND 1 55,796 0 0
REALOGY HLDGS CORP COM 75605Y106 2,698 98,900 SH   DFND 5 98,900 0 0
REALTY INCOME CORP COM 756109104 745 14,408 SH   DFND 2 14,408 0 0
REALTY INCOME CORP COM 756109104 170 3,293 SH   DFND 3 3,293 0 0
RED HAT INC COM 756577102 2,499 16,716 SH   DFND 1 16,716 0 0
RED HAT INC COM 756577102 1,278 8,545 SH   DFND 2 8,545 0 0
RED HAT INC COM 756577102 2,148 14,367 SH   DFND 5 14,367 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 14,210 7,000,000 PRN   DFND 3 7,000,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 406 200,000 PRN   DFND 4 200,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 748 12,898 SH   DFND 1 12,898 0 0
RED ROCK RESORTS INC CL A 75700L108 13 455 SH   DFND 1 455 0 0
RED ROCK RESORTS INC CL A 75700L108 378 12,900 SH   DFND 5 12,900 0 0
REDFIN CORP COM 75737F108 221 9,646 SH   DFND 1 9,646 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 1,000 1,000,000 PRN   DFND 4 1,000,000 0 0
REGAL BELOIT CORP COM 758750103 2,240 30,543 SH   DFND 1 30,543 0 0
REGAL BELOIT CORP COM 758750103 8,677 118,300 SH   DFND 5 118,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 428 1,241 SH   DFND 1 1,241 0 0
REGENERON PHARMACEUTICALS COM 75886F107 289 840 SH   DFND 5 840 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,446 4,200 SH   DFND 2 4,200 0 0
REGIONAL MGMT CORP COM 75902K106 7,769 243,991 SH   DFND 5 243,991 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,846 260,795 SH   DFND 1 260,795 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,170 62,975 SH   DFND 2 62,975 0 0
REGIONS FINL CORP NEW COM 7591EP100 20,765 1,117,600 SH   DFND 5 1,117,600 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 2,980 19,346 SH   DFND 1 19,346 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 36,360 236,106 SH   DFND 5 236,106 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,739 31,937 SH   DFND 1 31,937 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 748 5,400 SH   DFND 5 5,400 0 0
RENASANT CORP COM 75970E107 927 21,788 SH   DFND 1 21,788 0 0
RENEWABLE ENERGY GROUP INC NOTE 2.750% 6/1 75972AAA1 1,121 1,009,000 PRN   DFND 3 1,009,000 0 0
RENT A CTR INC NEW COM 76009N100 1,113 128,984 SH   DFND 3 128,984 0 0
REPUBLIC BANCORP KY CL A 760281204 4,058 105,947 SH   DFND 5 105,947 0 0
REPUBLIC SVCS INC COM 760759100 6,089 91,934 SH   DFND 1 91,934 0 0
REPUBLIC SVCS INC COM 760759100 7,650 115,500 SH   DFND 5 115,500 0 0
RESMED INC COM 761152107 10,159 103,165 SH   DFND 1 103,165 0 0
RESMED INC COM 761152107 2,353 23,900 SH   DFND 5 23,900 0 0
RESOLUTE FST PRODS INC COM 76117W109 1,366 164,541 SH   DFND 5 164,541 0 0
RESOURCES CONNECTION INC COM 76122Q105 327 20,174 SH   DFND 1 20,174 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 6,918 121,544 SH   DFND 1 121,544 0 0
RETAIL PPTYS AMER INC CL A 76131V202 5,029 431,314 SH   DFND 5 431,314 0 0
RETROPHIN INC COM 761299106 1,183 52,912 SH   DFND 5 52,912 0 0
REVANCE THERAPEUTICS INC COM 761330109 1,374 44,600 SH   DFND 5 44,600 0 0
REX AMERICAN RESOURCES CORP COM 761624105 542 7,451 SH   DFND 5 7,451 0 0
REXNORD CORP NEW COM 76169B102 2,835 95,501 SH   DFND 1 95,501 0 0
REXNORD CORP NEW COM 76169B102 778 26,200 SH   DFND 5 26,200 0 0
RH COM 74967X103 2,906 30,499 SH   DFND 1 30,499 0 0
RH COM 74967X103 905 9,500 SH   DFND 5 9,500 0 0
RINGCENTRAL INC CL A 76680R206 190 2,998 SH   DFND 1 2,998 0 0
RINGCENTRAL INC CL A 76680R206 1,524 24,000 SH   DFND 5 24,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,807 35,060 SH   DFND 2 35,060 0 0
RLI CORP COM 749607107 1,824 28,775 SH   DFND 1 28,775 0 0
ROBERT HALF INTL INC COM 770323103 6,115 105,643 SH   DFND 1 105,643 0 0
ROBERT HALF INTL INC COM 770323103 311 5,367 SH   DFND 2 5,367 0 0
ROBERT HALF INTL INC COM 770323103 208 3,600 SH   DFND 5 3,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,643 9,432 SH   DFND 1 9,432 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,136 18,000 SH   DFND 3 18,000 0 0
ROCKWELL COLLINS INC COM 774341101 5,835 43,272 SH   DFND 3 43,272 0 0
ROCKWELL COLLINS INC COM 774341101 1,144 8,486 SH   DFND 2 8,486 0 0
ROCKY BRANDS INC COM 774515100 38 1,758 SH   DFND 3 1,758 0 0
ROCKY BRANDS INC COM 774515100 3,927 183,080 SH   DFND 5 183,080 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,212 71,893 SH   DFND 1 71,893 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 23,989 537,500 SH   DFND 5 537,500 0 0
ROGERS CORP COM 775133101 904 7,561 SH   DFND 1 7,561 0 0
ROLLINS INC COM 775711104 668 13,100 SH   DFND 1 13,100 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,257 4,480 SH   DFND 2 4,480 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,748 6,229 SH   DFND 1 6,229 0 0
ROSS STORES INC COM 778296103 2,566 32,900 SH   DFND 5 32,900 0 0
ROSS STORES INC COM 778296103 16,339 209,525 SH   DFND 3 209,525 0 0
ROSS STORES INC COM 778296103 4,619 59,231 SH   DFND 2 59,231 0 0
ROSS STORES INC COM 778296103 4,642 59,521 SH   DFND 1 59,521 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,726 149,618 SH   DFND 1 149,618 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,493 216,103 SH   DFND 3 216,103 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 23,287 2,017,931 SH   DFND 5 2,017,931 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,227 54,687 SH   DFND 1 54,687 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 27,885 361,240 SH   DFND 5 361,240 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,290 61,917 SH   DFND 1 61,917 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,546 47,103 SH   DFND 3 47,103 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 134,912 1,145,850 SH   DFND 5 1,145,850 0 0
ROYAL GOLD INC COM 780287108 1,248 14,529 SH   DFND 1 14,529 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 211 200,000 PRN   DFND 4 200,000 0 0
RPC INC COM 749660106 191 10,599 SH   DFND 1 10,599 0 0
RPX CORP COM 74972G103 358 33,521 SH   DFND 1 33,521 0 0
RPX CORP COM 74972G103 19,873 1,859,062 SH   DFND 5 1,859,062 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 173 6,263 SH   DFND 1 6,263 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,861 175,500 SH   DFND 5 175,500 0 0
RUSH ENTERPRISES INC CL A 781846209 27,426 645,475 SH   DFND 5 645,475 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 896 36,640 SH   DFND 1 36,640 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 12,951 529,710 SH   DFND 5 529,710 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,652 102,986 SH   DFND 3 102,986 0 0
RYDER SYS INC COM 783549108 534 7,327 SH   DFND 1 7,327 0 0
RYDER SYS INC COM 783549108 1,470 20,200 SH   DFND 5 20,200 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 10,733 138,586 SH   DFND 5 138,586 0 0
S & T BANCORP INC COM 783859101 304 7,602 SH   DFND 1 7,602 0 0
S&P GLOBAL INC COM 78409V104 3,271 17,120 SH   DFND 1 17,120 0 0
S&P GLOBAL INC COM 78409V104 2,263 11,843 SH   DFND 2 11,843 0 0
S&P GLOBAL INC COM 78409V104 3,286 17,200 SH   DFND 5 17,200 0 0
SABRE CORP COM 78573M104 7,569 352,874 SH   DFND 1 352,874 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 187 131,881 SH   DFND 3 131,881 0 0
SAGE THERAPEUTICS INC COM 78667J108 225 1,399 SH   DFND 3 1,399 0 0
SAIA INC COM 78709Y105 638 8,495 SH   DFND 1 8,495 0 0
SAIA INC COM 78709Y105 5,070 67,460 SH   DFND 3 67,460 0 0
SALESFORCE COM INC COM 79466L302 396 3,405 SH   DFND 1 3,405 0 0
SALESFORCE COM INC COM 79466L302 4,150 35,684 SH   DFND 2 35,684 0 0
SALESFORCE COM INC COM 79466L302 2,186 18,800 SH   DFND 5 18,800 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 3,143 191,087 SH   DFND 1 191,087 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 418 25,400 SH   DFND 5 25,400 0 0
SANDERSON FARMS INC COM 800013104 1,931 16,228 SH   DFND 1 16,228 0 0
SANDERSON FARMS INC COM 800013104 9,602 80,674 SH   DFND 5 80,674 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 2,620 180,569 SH   DFND 3 180,569 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 2,303 158,700 SH   DFND 5 158,700 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 109 22,916 SH   DFND 1 22,916 0 0
SANDY SPRING BANCORP INC COM 800363103 299 7,704 SH   DFND 1 7,704 0 0
SANDY SPRING BANCORP INC COM 800363103 10,933 282,059 SH   DFND 5 282,059 0 0
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SANMINA CORPORATION COM 801056102 875 33,450 SH   DFND 1 33,450 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 4 223 SH   DFND 3 223 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 236 14,500 SH   DFND 5 14,500 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,495 91,702 SH   DFND 1 91,702 0 0
SAUL CTRS INC COM 804395101 1,707 33,497 SH   DFND 5 33,497 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,103 6,456 SH   DFND 2 6,456 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 18,938 110,800 SH   DFND 5 110,800 0 0
SCANA CORP NEW COM 80589M102 524 13,961 SH   DFND 3 13,961 0 0
SCANA CORP NEW COM 80589M102 3,592 95,651 SH   DFND 5 95,651 0 0
SCHEIN HENRY INC COM 806407102 9 140 SH   DFND 3 140 0 0
SCHEIN HENRY INC COM 806407102 5,358 79,721 SH   DFND 1 79,721 0 0
SCHEIN HENRY INC COM 806407102 538 8,000 SH   DFND 2 8,000 0 0
SCHLUMBERGER LTD COM 806857108 1,730 26,700 SH   DFND 5 26,700 0 0
SCHLUMBERGER LTD COM 806857108 13,796 212,969 SH   DFND 3 212,969 0 0
SCHLUMBERGER LTD COM 806857108 2,418 37,328 SH   DFND 1 37,328 0 0
SCHLUMBERGER LTD COM 806857108 10,834 167,244 SH   DFND 2 167,244 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 199 7,622 SH   DFND 1 7,622 0 0
SCHNITZER STL INDS CL A 806882106 171 5,292 SH   DFND 1 5,292 0 0
SCHNITZER STL INDS CL A 806882106 17,715 547,606 SH   DFND 5 547,606 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,118 21,404 SH   DFND 1 21,404 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,114 59,631 SH   DFND 2 59,631 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,655 70,000 SH   DFND 3 70,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 226 5,769 SH   DFND 1 5,769 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 8,282 105,100 SH   DFND 5 105,100 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 134 1,700 SH   DFND 3 1,700 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 10,180 129,188 SH   DFND 1 129,188 0 0
SCIENTIFIC GAMES CORP COM 80874P109 1,441 34,640 SH   DFND 1 34,640 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,781 20,770 SH   DFND 1 20,770 0 0
SEADRILL LIMITED SHS G7945E105 81 414,127 SH   DFND 3 414,127 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,427 41,477 SH   DFND 1 41,477 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 815 13,919 SH   DFND 2 13,919 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 509 8,700 SH   DFND 5 8,700 0 0
SEALED AIR CORP NEW COM 81211K100 2,583 60,355 SH   DFND 1 60,355 0 0
SEALED AIR CORP NEW COM 81211K100 29 670 SH   DFND 3 670 0 0
SEALED AIR CORP NEW COM 81211K100 5,558 129,900 SH   DFND 5 129,900 0 0
SEATTLE GENETICS INC COM 812578102 253 4,837 SH   DFND 2 4,837 0 0
SEATTLE GENETICS INC COM 812578102 450 8,600 SH   DFND 5 8,600 0 0
SEI INVESTMENTS CO COM 784117103 2,135 28,500 SH   DFND 5 28,500 0 0
SEI INVESTMENTS CO COM 784117103 3,504 46,785 SH   DFND 1 46,785 0 0
SELECT BANCORP INC NEW COM 81617L108 203 15,179 SH   DFND 3 15,179 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 788 40,455 SH   DFND 5 40,455 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,307 133,753 SH   DFND 1 133,753 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 7,354 109,100 SH   DFND 5 109,100 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,071 58,359 SH   DFND 3 58,359 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 18,779 329,800 SH   DFND 5 329,800 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 14,262 218,000 SH   DFND 5 218,000 0 0
SEMPRA ENERGY COM 816851109 1,980 17,800 SH   DFND 5 17,800 0 0
SEMPRA ENERGY COM 816851109 99 886 SH   DFND 3 886 0 0
SENDGRID INC COM 816883102 416 14,784 SH   DFND 1 14,784 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 10,605 677,200 SH   DFND 5 677,200 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 570 10,992 SH   DFND 1 10,992 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,906 27,014 SH   DFND 1 27,014 0 0
SERVICE CORP INTL COM 817565104 6,382 169,098 SH   DFND 1 169,098 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,760 54,290 SH   DFND 1 54,290 0 0
SERVICENOW INC COM 81762P102 286 1,727 SH   DFND 1 1,727 0 0
SERVICENOW INC COM 81762P102 1,376 8,318 SH   DFND 2 8,318 0 0
SERVICENOW INC COM 81762P102 5,382 32,531 SH   DFND 3 32,531 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 669 300,000 PRN   DFND 4 300,000 0 0
SHAKE SHACK INC CL A 819047101 203 4,879 SH   DFND 1 4,879 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,413 125,349 SH   DFND 5 125,349 0 0
SHERWIN WILLIAMS CO COM 824348106 553 1,410 SH   DFND 5 1,410 0 0
SHERWIN WILLIAMS CO COM 824348106 117 298 SH   DFND 1 298 0 0
SHERWIN WILLIAMS CO COM 824348106 2,941 7,500 SH   DFND 3 7,500 0 0
SHILOH INDS INC COM 824543102 3,577 411,117 SH   DFND 5 411,117 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,933 135,125 SH   DFND 1 135,125 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 16,448 1,150,229 SH   DFND 5 1,150,229 0 0
SHOE CARNIVAL INC COM 824889109 6,292 264,375 SH   DFND 5 264,375 0 0
SHOPIFY INC CL A 82509L107 327 2,627 SH   DFND 1 2,627 0 0
SHORE BANCSHARES INC COM 825107105 2,478 131,408 SH   DFND 5 131,408 0 0
SHUTTERFLY INC COM 82568P304 5,366 66,034 SH   DFND 1 66,034 0 0
SHUTTERFLY INC COM 82568P304 19,996 246,100 SH   DFND 5 246,100 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 10,110 8,000,000 PRN   DFND 3 8,000,000 0 0
SHUTTERSTOCK INC COM 825690100 2,590 53,800 SH   DFND 5 53,800 0 0
SHUTTERSTOCK INC COM 825690100 4,158 86,360 SH   DFND 1 86,360 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 835 209,227 SH   DFND 3 209,227 0 0
SIERRA BANCORP COM 82620P102 6,284 235,892 SH   DFND 5 235,892 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 342 2,411 SH   DFND 2 2,411 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 8,096 57,029 SH   DFND 3 57,029 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,194 30,981 SH   DFND 1 30,981 0 0
SIGNET JEWELERS LIMITED SHS G81276100 23 586 SH   DFND 3 586 0 0
SIGNET JEWELERS LIMITED SHS G81276100 320 8,300 SH   DFND 5 8,300 0 0
SILVERBOW RES INC COM 82836G102 3,267 112,253 SH   DFND 5 112,253 0 0
SIMON PPTY GROUP INC NEW COM 828806109 21,893 141,840 SH   DFND 5 141,840 0 0
SIMON PPTY GROUP INC NEW COM 828806109 169 1,092 SH   DFND 3 1,092 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,869 32,451 SH   DFND 1 32,451 0 0
SINA CORP ORD G81477104 532 5,100 SH   DFND 5 5,100 0 0
SINA CORP ORD G81477104 7,867 75,449 SH   DFND 1 75,449 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,206 193,285 SH   DFND 1 193,285 0 0
SIRIUS XM HLDGS INC COM 82968B103 257 41,244 SH   DFND 2 41,244 0 0
SIRIUS XM HLDGS INC COM 82968B103 321 51,500 SH   DFND 5 51,500 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 9,253 148,617 SH   DFND 1 148,617 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 243 3,900 SH   DFND 5 3,900 0 0
SJW GROUP COM 784305104 6,817 129,323 SH   DFND 5 129,323 0 0
SKECHERS U S A INC CL A 830566105 132 3,394 SH   DFND 1 3,394 0 0
SKECHERS U S A INC CL A 830566105 6,038 155,271 SH   DFND 3 155,271 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,988 39,779 SH   DFND 1 39,779 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,928 29,200 SH   DFND 5 29,200 0 0
SLEEP NUMBER CORP COM 83125X103 24,981 710,700 SH   DFND 5 710,700 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 3,693 74,100 SH   DFND 5 74,100 0 0
SMITH A O COM 831865209 3,585 56,374 SH   DFND 1 56,374 0 0
SMUCKER J M CO COM NEW 832696405 2,109 17,009 SH   DFND 1 17,009 0 0
SMUCKER J M CO COM NEW 832696405 1,353 10,907 SH   DFND 3 10,907 0 0
SMUCKER J M CO COM NEW 832696405 54,961 443,200 SH   DFND 5 443,200 0 0
SNAP ON INC COM 833034101 3,813 25,840 SH   DFND 1 25,840 0 0
SNAP ON INC COM 833034101 93 628 SH   DFND 3 628 0 0
SNAP ON INC COM 833034101 590 4,000 SH   DFND 5 4,000 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 4,454 48,500 SH   DFND 5 48,500 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 103 1,123 SH   DFND 1 1,123 0 0
SOHU COM INC COM 83408W103 2,606 84,276 SH   DFND 1 84,276 0 0
SOLAR CAP LTD COM 83413U100 2,336 115,033 SH   DFND 5 115,033 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,844 2,000,000 PRN   DFND 3 2,000,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,029 19,564 SH   DFND 1 19,564 0 0
SONIC CORP COM 835451105 871 34,539 SH   DFND 1 34,539 0 0
SONIC CORP COM 835451105 1,481 58,700 SH   DFND 5 58,700 0 0
SONOCO PRODS CO COM 835495102 398 8,207 SH   DFND 1 8,207 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 6,914 1,342,616 SH   DFND 5 1,342,616 0 0
SOTHEBYS COM 835898107 5,146 100,281 SH   DFND 1 100,281 0 0
SOTHEBYS COM 835898107 1,565 30,500 SH   DFND 5 30,500 0 0
SOUTH ST CORP COM 840441109 1,528 17,916 SH   DFND 1 17,916 0 0
SOUTHERN CO COM 842587107 5,743 128,600 SH   DFND 5 128,600 0 0
SOUTHERN CO COM 842587107 2,046 45,810 SH   DFND 3 45,810 0 0
SOUTHERN CO COM 842587107 1,916 42,898 SH   DFND 2 42,898 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 306 8,794 SH   DFND 1 8,794 0 0
SOUTHWEST AIRLS CO COM 844741108 1,625 28,363 SH   DFND 1 28,363 0 0
SOUTHWEST AIRLS CO COM 844741108 417 7,283 SH   DFND 2 7,283 0 0
SOUTHWEST AIRLS CO COM 844741108 27,471 479,600 SH   DFND 5 479,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 168 38,800 SH   DFND 1 38,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 72 16,586 SH   DFND 2 16,586 0 0
SOUTHWESTERN ENERGY CO COM 845467109 25 5,741 SH   DFND 3 5,741 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 264 2,100 SH   DFND 5 2,100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 316 1,200 SH   DFND 5 1,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 68,393 259,900 SH Call DFND 3 259,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,921 22,500 SH Put DFND 3 22,500 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 337 9,400 SH   DFND 5 9,400 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 9,479 269,143 SH   DFND 3 269,143 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 43 416 SH   DFND 1 416 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 311 3,000 SH   DFND 5 3,000 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,562 97,068 SH   DFND 5 97,068 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 647 36,318 SH   DFND 5 36,318 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,422 40,890 SH   DFND 1 40,890 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 52,345 625,383 SH   DFND 5 625,383 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 304 300,000 PRN   DFND 4 300,000 0 0
SPLUNK INC COM 848637104 441 4,475 SH   DFND 1 4,475 0 0
SPLUNK INC COM 848637104 1,299 13,200 SH   DFND 5 13,200 0 0
SPLUNK INC COM 848637104 733 7,452 SH   DFND 2 7,452 0 0
SPOK HLDGS INC COM 84863T106 9,571 640,202 SH   DFND 5 640,202 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 127 8,276 SH   DFND 3 8,276 0 0
SPRINT CORP COM SER 1 85207U105 184 37,695 SH   DFND 2 37,695 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,112 47,364 SH   DFND 1 47,364 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,528 192,913 SH   DFND 2 192,913 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,689 157,198 SH   DFND 3 157,198 0 0
SPROUTS FMRS MKT INC COM 85208M102 854 36,400 SH   DFND 5 36,400 0 0
SPS COMM INC COM 78463M107 917 14,311 SH   DFND 1 14,311 0 0
SPS COMM INC COM 78463M107 481 7,500 SH   DFND 5 7,500 0 0
SPX FLOW INC COM 78469X107 4,045 82,228 SH   DFND 1 82,228 0 0
SPX FLOW INC COM 78469X107 6,757 137,364 SH   DFND 5 137,364 0 0
SQUARE INC CL A 852234103 620 12,600 SH   DFND 2 12,600 0 0
SQUARE INC CL A 852234103 92 1,862 SH   DFND 1 1,862 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7,663 142,855 SH   DFND 1 142,855 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 408 7,600 SH   DFND 5 7,600 0 0
SSR MNG INC COM 784730103 171 17,789 SH   DFND 1 17,789 0 0
ST JOE CO COM 790148100 765 40,595 SH   DFND 1 40,595 0 0
STAMPS COM INC COM NEW 852857200 6,824 33,943 SH   DFND 1 33,943 0 0
STANLEY BLACK & DECKER INC COM 854502101 9 57 SH   DFND 1 57 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,466 35,677 SH   DFND 2 35,677 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,646 23,800 SH   DFND 5 23,800 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 1,498 128,837 SH   DFND 3 128,837 0 0
STARBUCKS CORP COM 855244109 1,600 27,634 SH   DFND 2 27,634 0 0
STARBUCKS CORP COM 855244109 6,460 111,595 SH   DFND 1 111,595 0 0
STARS GROUP INC COM 85570W100 685 24,867 SH   DFND 3 24,867 0 0
STARS GROUP INC COM 85570W100 30,757 1,115,109 SH   DFND 5 1,115,109 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 8,438 7,840,000 PRN   DFND 3 7,840,000 0 0
STATE BK FINL CORP COM 856190103 307 10,215 SH   DFND 1 10,215 0 0
STATE STR CORP COM 857477103 6,760 67,780 SH   DFND 1 67,780 0 0
STATE STR CORP COM 857477103 1,842 18,472 SH   DFND 2 18,472 0 0
STATE STR CORP COM 857477103 103,231 1,035,100 SH   DFND 5 1,035,100 0 0
STATOIL ASA SPONSORED ADR 85771P102 3,104 131,242 SH   DFND 2 131,242 0 0
STEEL DYNAMICS INC COM 858119100 1,434 32,436 SH   DFND 2 32,436 0 0
STEEL DYNAMICS INC COM 858119100 199 4,505 SH   DFND 3 4,505 0 0
STEEL DYNAMICS INC COM 858119100 1,819 41,131 SH   DFND 1 41,131 0 0
STEEL DYNAMICS INC COM 858119100 1,605 36,300 SH   DFND 5 36,300 0 0
STEELCASE INC CL A 858155203 4,843 356,122 SH   DFND 1 356,122 0 0
STEPAN CO COM 858586100 9,939 119,489 SH   DFND 5 119,489 0 0
STERIS PLC SHS USD G84720104 10,377 111,145 SH   DFND 1 111,145 0 0
STERLING BANCORP DEL COM 85917A100 487 21,600 SH   DFND 3 21,600 0 0
STIFEL FINL CORP COM 860630102 4,785 80,790 SH   DFND 3 80,790 0 0
STITCH FIX INC COM CL A 860897107 1,974 97,328 SH   DFND 5 97,328 0 0
STONECASTLE FINL CORP COM 861780104 993 45,501 SH   DFND 5 45,501 0 0
STONERIDGE INC COM 86183P102 11,647 422,000 SH   DFND 5 422,000 0 0
STRAYER ED INC COM 863236105 811 8,024 SH   DFND 1 8,024 0 0
STRYKER CORP COM 863667101 4,298 26,712 SH   DFND 1 26,712 0 0
STRYKER CORP COM 863667101 2,707 16,824 SH   DFND 2 16,824 0 0
STUDENT TRANSN INC COM 86388A108 2,452 327,400 SH   DFND 3 327,400 0 0
STURM RUGER & CO INC COM 864159108 32 617 SH   DFND 1 617 0 0
STURM RUGER & CO INC COM 864159108 1,937 36,900 SH   DFND 5 36,900 0 0
SUN LIFE FINL INC COM 866796105 3,140 76,353 SH   DFND 1 76,353 0 0
SUN LIFE FINL INC COM 866796105 628 15,300 SH   DFND 5 15,300 0 0
SUNCOKE ENERGY INC COM 86722A103 140 12,969 SH   DFND 1 12,969 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 1,868 104,918 SH   DFND 3 104,918 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,094 89,579 SH   DFND 1 89,579 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 3,848 4,750,000 PRN   DFND 3 4,750,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 15,824 1,039,700 SH   DFND 5 1,039,700 0 0
SUNTRUST BKS INC COM 867914103 3,802 55,872 SH   DFND 1 55,872 0 0
SUNTRUST BKS INC COM 867914103 1,684 24,749 SH   DFND 2 24,749 0 0
SUNTRUST BKS INC COM 867914103 112 1,649 SH   DFND 3 1,649 0 0
SUPER MICRO COMPUTER INC COM 86800U104 481 28,300 SH   DFND 5 28,300 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 139 16,533 SH   DFND 1 16,533 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 10 1,217 SH   DFND 3 1,217 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,147 25,049 SH   DFND 1 25,049 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,534 208,165 SH   DFND 5 208,165 0 0
SUPERVALU INC COM NEW 868536301 538 35,300 SH   DFND 5 35,300 0 0
SURMODICS INC COM 868873100 1,598 41,989 SH   DFND 5 41,989 0 0
SUSSEX BANCORP COM 869245100 299 9,842 SH   DFND 3 9,842 0 0
SVB FINL GROUP COM 78486Q101 254 1,060 SH   DFND 5 1,060 0 0
SVB FINL GROUP COM 78486Q101 174 724 SH   DFND 1 724 0 0
SYKES ENTERPRISES INC COM 871237103 964 33,297 SH   DFND 1 33,297 0 0
SYMANTEC CORP COM 871503108 5,371 207,775 SH   DFND 1 207,775 0 0
SYMANTEC CORP COM 871503108 571 22,100 SH   DFND 5 22,100 0 0
SYNAPTICS INC COM 87157D109 1,597 34,923 SH   DFND 1 34,923 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 569 600,000 PRN   DFND 4 600,000 0 0
SYNCHRONY FINL COM 87165B103 3,963 118,188 SH   DFND 1 118,188 0 0
SYNCHRONY FINL COM 87165B103 1,345 40,115 SH   DFND 2 40,115 0 0
SYNCHRONY FINL COM 87165B103 3,959 118,092 SH   DFND 3 118,092 0 0
SYNCHRONY FINL COM 87165B103 31,183 930,000 SH   DFND 5 930,000 0 0
SYNNEX CORP COM 87162W100 239 2,016 SH   DFND 3 2,016 0 0
SYNOPSYS INC COM 871607107 24,289 291,800 SH   DFND 5 291,800 0 0
SYNOPSYS INC COM 871607107 5,633 67,675 SH   DFND 1 67,675 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,534 90,791 SH   DFND 1 90,791 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,084 21,700 SH   DFND 5 21,700 0 0
SYNTEL INC COM 87162H103 11,134 436,148 SH   DFND 1 436,148 0 0
SYSCO CORP COM 871829107 1,393 23,222 SH   DFND 1 23,222 0 0
SYSCO CORP COM 871829107 1,465 24,430 SH   DFND 2 24,430 0 0
SYSCO CORP COM 871829107 122 2,041 SH   DFND 3 2,041 0 0
SYSCO CORP COM 871829107 4,662 77,750 SH   DFND 5 77,750 0 0
T MOBILE US INC COM 872590104 946 15,500 SH   DFND 2 15,500 0 0
T MOBILE US INC COM 872590104 98,653 1,616,200 SH   DFND 5 1,616,200 0 0
TABLEAU SOFTWARE INC CL A 87336U105 573 7,089 SH   DFND 1 7,089 0 0
TAHOE RES INC COM 873868103 1 134 SH   DFND 3 134 0 0
TAHOE RES INC COM 873868103 153 32,554 SH   DFND 1 32,554 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 233,514 5,336,238 SH   DFND 5 5,336,238 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 526 5,378 SH   DFND 1 5,378 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 557 5,700 SH   DFND 5 5,700 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 454 100,000 PRN   DFND 4 100,000 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2 130 SH   DFND 3 130 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 11,616 528,000 SH   DFND 5 528,000 0 0
TAPESTRY INC COM 876030107 1 16 SH   DFND 1 16 0 0
TAPESTRY INC COM 876030107 737 14,000 SH   DFND 2 14,000 0 0
TAPESTRY INC COM 876030107 8,691 165,208 SH   DFND 3 165,208 0 0
TARGA RES CORP COM 87612G101 60 1,365 SH   DFND 1 1,365 0 0
TARGA RES CORP COM 87612G101 390 8,853 SH   DFND 2 8,853 0 0
TARGET CORP COM 87612E106 5,805 83,606 SH   DFND 1 83,606 0 0
TARGET CORP COM 87612E106 1,770 25,500 SH   DFND 2 25,500 0 0
TARGET CORP COM 87612E106 78,550 1,131,361 SH   DFND 5 1,131,361 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 2,483 25,146 SH   DFND 1 25,146 0 0
TAUBMAN CTRS INC COM 876664103 376 6,600 SH   DFND 5 6,600 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,744 74,909 SH   DFND 1 74,909 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 24,146 1,037,196 SH   DFND 5 1,037,196 0 0
TCF FINL CORP COM 872275102 919 40,291 SH   DFND 1 40,291 0 0
TCF FINL CORP COM 872275102 17,253 756,400 SH   DFND 5 756,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 438 7,400 SH   DFND 5 7,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 642 10,847 SH   DFND 1 10,847 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,181 87,477 SH   DFND 2 87,477 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 524 8,846 SH   DFND 3 8,846 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,894 28,964 SH   DFND 2 28,964 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,163 41,679 SH   DFND 1 41,679 0 0
TECH DATA CORP COM 878237106 3,318 38,975 SH   DFND 1 38,975 0 0
TECH DATA CORP COM 878237106 5,014 58,900 SH   DFND 5 58,900 0 0
TECHTARGET INC COM 87874R100 1,465 73,700 SH   DFND 5 73,700 0 0
TECK RESOURCES LTD CL B 878742204 4,021 156,095 SH   DFND 1 156,095 0 0
TECK RESOURCES LTD CL B 878742204 10,736 416,797 SH   DFND 3 416,797 0 0
TECK RESOURCES LTD CL B 878742204 14,351 557,100 SH   DFND 5 557,100 0 0
TECK RESOURCES LTD CL B 878742204 5,152 200,000 SH Call DFND 2 200,000 0 0
TEEKAY CORPORATION COM Y8564W103 1,433 177,100 SH   DFND 5 177,100 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 852 4,551 SH   DFND 1 4,551 0 0
TELEFLEX INC COM 879369106 2,127 8,343 SH   DFND 1 8,343 0 0
TELEFLEX INC COM 879369106 1,759 6,900 SH   DFND 5 6,900 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 29,651 1,057,842 SH   DFND 5 1,057,842 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,058 73,426 SH   DFND 1 73,426 0 0
TELUS CORP COM 87971M103 1,032 29,328 SH   DFND 1 29,328 0 0
TELUS CORP COM 87971M103 12,517 356,700 SH   DFND 5 356,700 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,699 59,600 SH   DFND 5 59,600 0 0
TENARIS S A SPONSORED ADR 88031M109 10,846 312,827 SH   DFND 3 312,827 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 310 12,795 SH   DFND 1 12,795 0 0
TENNECO INC COM 880349105 2,530 46,096 SH   DFND 1 46,096 0 0
TENNECO INC COM 880349105 6,222 113,400 SH   DFND 5 113,400 0 0
TERADATA CORP DEL COM 88076W103 2,987 75,300 SH   DFND 5 75,300 0 0
TERADATA CORP DEL COM 88076W103 10,145 255,755 SH   DFND 1 255,755 0 0
TERADYNE INC COM 880770102 1,417 31,000 SH   DFND 5 31,000 0 0
TERADYNE INC COM 880770102 5,062 110,748 SH   DFND 1 110,748 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 9,912 6,500,000 PRN   DFND 3 6,500,000 0 0
TEREX CORP NEW COM 880779103 3,388 90,560 SH   DFND 1 90,560 0 0
TESARO INC COM 881569107 251 4,400 SH   DFND 5 4,400 0 0
TESLA INC COM 88160R101 293 1,101 SH   DFND 1 1,101 0 0
TESLA INC COM 88160R101 70 263 SH   DFND 3 263 0 0
TESLA INC COM 88160R101 6,627 24,900 SH Put DFND 3 24,900 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 11,476 11,500,000 PRN   DFND 3 11,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 20,824 21,045,000 PRN   DFND 3 21,045,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,024 3,850,000 PRN   DFND 3 3,850,000 0 0
TETRA TECH INC NEW COM 88162G103 4,189 85,584 SH   DFND 1 85,584 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 5,140 1,674,341 SH   DFND 5 1,674,341 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3,530 4,000,000 PRN   DFND 3 4,000,000 0 0
TEXAS INSTRS INC COM 882508104 5,471 52,662 SH   DFND 1 52,662 0 0
TEXAS INSTRS INC COM 882508104 5,402 52,000 SH   DFND 2 52,000 0 0
TEXAS INSTRS INC COM 882508104 6,094 58,656 SH   DFND 3 58,656 0 0
TEXAS INSTRS INC COM 882508104 2,680 25,800 SH   DFND 5 25,800 0 0
TEXAS ROADHOUSE INC COM 882681109 4,376 75,736 SH   DFND 1 75,736 0 0
TEXAS ROADHOUSE INC COM 882681109 12,619 218,400 SH   DFND 5 218,400 0 0
TEXTRON INC COM 883203101 216 3,657 SH   DFND 1 3,657 0 0
THE TRADE DESK INC COM CL A 88339J105 214 4,305 SH   DFND 1 4,305 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 322 300,000 PRN   DFND 4 300,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,259 10,944 SH   DFND 1 10,944 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,858 9,000 SH   DFND 5 9,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,629 32,109 SH   DFND 2 32,109 0 0
THIRD PT REINS LTD COM G8827U100 31,734 2,274,871 SH   DFND 5 2,274,871 0 0
THOMSON REUTERS CORP COM 884903105 4,335 112,140 SH   DFND 1 112,140 0 0
THOMSON REUTERS CORP COM 884903105 340 8,800 SH   DFND 5 8,800 0 0
THOR INDS INC COM 885160101 376 3,263 SH   DFND 1 3,263 0 0
THOR INDS INC COM 885160101 956 8,300 SH   DFND 5 8,300 0 0
TIDEWATER INC NEW COM 88642R109 1,725 60,281 SH   DFND 5 60,281 0 0
TIER REIT INC COM NEW 88650V208 1,403 75,900 SH   DFND 5 75,900 0 0
TIFFANY & CO NEW COM 886547108 5,738 58,750 SH   DFND 5 58,750 0 0
TIFFANY & CO NEW COM 886547108 2,607 26,701 SH   DFND 1 26,701 0 0
TIFFANY & CO NEW COM 886547108 4,494 46,018 SH   DFND 3 46,018 0 0
TILLYS INC CL A 886885102 1,125 99,556 SH   DFND 5 99,556 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 11,494 530,421 SH   DFND 5 530,421 0 0
TIME WARNER INC COM NEW 887317303 3,670 38,800 SH   DFND 2 38,800 0 0
TIME WARNER INC COM NEW 887317303 35,184 371,998 SH   DFND 3 371,998 0 0
TIME WARNER INC COM NEW 887317303 9,165 96,900 SH   DFND 5 96,900 0 0
TIMKEN CO COM 887389104 534 11,709 SH   DFND 1 11,709 0 0
TITAN INTL INC ILL COM 88830M102 629 49,900 SH   DFND 5 49,900 0 0
TITAN MACHY INC COM 88830R101 1,981 84,068 SH   DFND 5 84,068 0 0
TIVITY HEALTH INC COM 88870R102 10,324 260,366 SH   DFND 1 260,366 0 0
TIVITY HEALTH INC COM 88870R102 4,298 108,400 SH   DFND 5 108,400 0 0
TIVO CORP COM 88870P106 4,524 333,880 SH   DFND 1 333,880 0 0
TJX COS INC NEW COM 872540109 3,344 40,991 SH   DFND 1 40,991 0 0
TJX COS INC NEW COM 872540109 10,758 131,900 SH   DFND 5 131,900 0 0
TJX COS INC NEW COM 872540109 583 7,142 SH   DFND 3 7,142 0 0
TJX COS INC NEW COM 872540109 6,607 81,006 SH   DFND 2 81,006 0 0
TOLL BROTHERS INC COM 889478103 2,271 52,504 SH   DFND 1 52,504 0 0
TOLL BROTHERS INC COM 889478103 14,627 338,200 SH   DFND 5 338,200 0 0
TORCHMARK CORP COM 891027104 4,211 50,035 SH   DFND 1 50,035 0 0
TORCHMARK CORP COM 891027104 30 354 SH   DFND 3 354 0 0
TORCHMARK CORP COM 891027104 1,275 15,150 SH   DFND 5 15,150 0 0
TORO CO COM 891092108 2,506 40,130 SH   DFND 1 40,130 0 0
TORO CO COM 891092108 22,825 365,500 SH   DFND 5 365,500 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 50,339 887,700 SH   DFND 5 887,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 264 4,643 SH   DFND 1 4,643 0 0
TOTAL SYS SVCS INC COM 891906109 11,329 131,335 SH   DFND 1 131,335 0 0
TOTAL SYS SVCS INC COM 891906109 686 7,949 SH   DFND 2 7,949 0 0
TOWER INTL INC COM 891826109 2,262 81,518 SH   DFND 5 81,518 0 0
TRACTOR SUPPLY CO COM 892356106 2,854 45,281 SH   DFND 1 45,281 0 0
TRACTOR SUPPLY CO COM 892356106 259 4,117 SH   DFND 3 4,117 0 0
TRACTOR SUPPLY CO COM 892356106 580 9,200 SH   DFND 5 9,200 0 0
TRANSALTA CORP COM 89346D107 372 68,800 SH   DFND 5 68,800 0 0
TRANSCANADA CORP COM 89353D107 2,388 57,800 SH   DFND 1 57,800 0 0
TRANSDIGM GROUP INC COM 893641100 1,683 5,482 SH   DFND 1 5,482 0 0
TRANSDIGM GROUP INC COM 893641100 838 2,730 SH   DFND 2 2,730 0 0
TRANSDIGM GROUP INC COM 893641100 795 2,590 SH   DFND 5 2,590 0 0
TRANSOCEAN LTD REG SHS H8817H100 44,466 4,491,500 SH   DFND 5 4,491,500 0 0
TRANSUNION COM 89400J107 2,268 39,940 SH   DFND 1 39,940 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,228 30,446 SH   DFND 1 30,446 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,453 46,470 SH   DFND 3 46,470 0 0
TRAVELERS COMPANIES INC COM 89417E109 33,687 242,600 SH   DFND 5 242,600 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 12,318 753,824 SH   DFND 1 753,824 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 16,713 1,022,800 SH   DFND 5 1,022,800 0 0
TREEHOUSE FOODS INC COM 89469A104 1,883 49,200 SH   DFND 5 49,200 0 0
TREX CO INC COM 89531P105 261 2,402 SH   DFND 1 2,402 0 0
TREX CO INC COM 89531P105 1,447 13,300 SH   DFND 5 13,300 0 0
TRIBUNE MEDIA CO CL A 896047503 628 15,494 SH   DFND 1 15,494 0 0
TRIMBLE INC COM 896239100 1,333 37,166 SH   DFND 1 37,166 0 0
TRINET GROUP INC COM 896288107 3,944 85,159 SH   DFND 1 85,159 0 0
TRINET GROUP INC COM 896288107 334 7,200 SH   DFND 5 7,200 0 0
TRINITY INDS INC COM 896522109 4,033 123,603 SH   DFND 3 123,603 0 0
TRINITY INDS INC COM 896522109 235 7,200 SH   DFND 5 7,200 0 0
TRINITY INDS INC COM 896522109 200 6,130 SH   DFND 1 6,130 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 14,988 11,000,000 PRN   DFND 3 11,000,000 0 0
TRINSEO S A SHS L9340P101 1,816 24,526 SH   DFND 1 24,526 0 0
TRINSEO S A SHS L9340P101 7,820 105,600 SH   DFND 5 105,600 0 0
TRIPADVISOR INC COM 896945201 627 15,339 SH   DFND 1 15,339 0 0
TRIPLE-S MGMT CORP CL B 896749108 564 21,576 SH   DFND 1 21,576 0 0
TRIPLE-S MGMT CORP CL B 896749108 4,872 186,367 SH   DFND 5 186,367 0 0
TRITON INTL LTD CL A G9078F107 2,014 65,828 SH   DFND 3 65,828 0 0
TRITON INTL LTD CL A G9078F107 30 969 SH   DFND 1 969 0 0
TRIUMPH GROUP INC NEW COM 896818101 345 13,700 SH   DFND 5 13,700 0 0
TRIUMPH GROUP INC NEW COM 896818101 1,343 53,298 SH   DFND 1 53,298 0 0
TRUEBLUE INC COM 89785X101 353 13,643 SH   DFND 1 13,643 0 0
TRUEBLUE INC COM 89785X101 6,599 254,771 SH   DFND 5 254,771 0 0
TRUECAR INC COM 89785L107 105 11,063 SH   DFND 1 11,063 0 0
TRUSTCO BK CORP N Y COM 898349105 201 23,814 SH   DFND 1 23,814 0 0
TRUSTMARK CORP COM 898402102 3,784 121,428 SH   DFND 1 121,428 0 0
TTM TECHNOLOGIES INC COM 87305R109 749 48,986 SH   DFND 1 48,986 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 503 300,000 PRN   DFND 4 300,000 0 0
TUCOWS INC COM NEW 898697206 713 12,725 SH   DFND 1 12,725 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,583 53,400 SH   DFND 5 53,400 0 0
TUPPERWARE BRANDS CORP COM 899896104 999 20,636 SH   DFND 1 20,636 0 0
TURNING PT BRANDS INC COM 90041L105 307 15,800 SH   DFND 5 15,800 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,718 74,092 SH   DFND 2 74,092 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,669 100,000 SH   DFND 3 100,000 0 0
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TWITTER INC COM 90184L102 924 31,858 SH   DFND 1 31,858 0 0
TWITTER INC COM 90184L102 937 32,300 SH   DFND 2 32,300 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 556 600,000 PRN   DFND 4 600,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,068 5,065 SH   DFND 1 5,065 0 0
TYSON FOODS INC CL A 902494103 220 3,012 SH   DFND 1 3,012 0 0
TYSON FOODS INC CL A 902494103 1,011 13,819 SH   DFND 2 13,819 0 0
TYSON FOODS INC CL A 902494103 173,948 2,376,667 SH   DFND 5 2,376,667 0 0
U S G CORP COM NEW 903293405 709 17,542 SH   DFND 1 17,542 0 0
U S PHYSICAL THERAPY INC COM 90337L108 559 6,878 SH   DFND 1 6,878 0 0
UBIQUITI NETWORKS INC COM 90347A100 1,716 24,943 SH   DFND 1 24,943 0 0
UBIQUITI NETWORKS INC COM 90347A100 40 581 SH   DFND 3 581 0 0
UGI CORP NEW COM 902681105 2,043 45,990 SH   DFND 1 45,990 0 0
UGI CORP NEW COM 902681105 225 5,066 SH   DFND 2 5,066 0 0
UGI CORP NEW COM 902681105 5,481 123,400 SH   DFND 5 123,400 0 0
ULTA BEAUTY INC COM 90384S303 79 388 SH   DFND 1 388 0 0
ULTA BEAUTY INC COM 90384S303 2,996 14,666 SH   DFND 3 14,666 0 0
ULTA BEAUTY INC COM 90384S303 10,257 50,213 SH   DFND 5 50,213 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,480 6,075 SH   DFND 1 6,075 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 176 9,162 SH   DFND 1 9,162 0 0
UMB FINL CORP COM 902788108 5,818 80,371 SH   DFND 1 80,371 0 0
UMH PPTYS INC COM 903002103 1,358 101,300 SH   DFND 5 101,300 0 0
UMPQUA HLDGS CORP COM 904214103 3,455 161,364 SH   DFND 1 161,364 0 0
UNIFIRST CORP MASS COM 904708104 3,607 22,310 SH   DFND 1 22,310 0 0
UNION PAC CORP COM 907818108 3,741 27,827 SH   DFND 1 27,827 0 0
UNION PAC CORP COM 907818108 5,162 38,395 SH   DFND 2 38,395 0 0
UNION PAC CORP COM 907818108 9,963 74,113 SH   DFND 3 74,113 0 0
UNION PAC CORP COM 907818108 2,648 19,700 SH   DFND 5 19,700 0 0
UNISYS CORP COM NEW 909214306 857 79,679 SH   DFND 1 79,679 0 0
UNISYS CORP COM NEW 909214306 782 72,700 SH   DFND 5 72,700 0 0
UNITED BANKSHARES INC WEST V COM 909907107 348 9,853 SH   DFND 1 9,853 0 0
UNITED BANKSHARES INC WEST V COM 909907107 9,970 282,823 SH   DFND 3 282,823 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3,561 112,496 SH   DFND 1 112,496 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,102 66,400 SH   DFND 5 66,400 0 0
UNITED CONTL HLDGS INC COM 910047109 264 3,804 SH   DFND 2 3,804 0 0
UNITED CONTL HLDGS INC COM 910047109 9,909 142,635 SH   DFND 3 142,635 0 0
UNITED PARCEL SERVICE INC CL B 911312106 80 767 SH   DFND 1 767 0 0
UNITED PARCEL SERVICE INC CL B 911312106 102 971 SH   DFND 3 971 0 0
UNITED RENTALS INC COM 911363109 2,764 16,000 SH   DFND 5 16,000 0 0
UNITED RENTALS INC COM 911363109 192 1,111 SH   DFND 1 1,111 0 0
UNITED RENTALS INC COM 911363109 5,128 29,688 SH   DFND 2 29,688 0 0
UNITED RENTALS INC COM 911363109 264 1,529 SH   DFND 3 1,529 0 0
UNITED STATES CELLULAR CORP COM 911684108 6,129 152,490 SH   DFND 5 152,490 0 0
UNITED STATES STL CORP NEW COM 912909108 225 6,399 SH   DFND 3 6,399 0 0
UNITED STATES STL CORP NEW COM 912909108 424 12,046 SH   DFND 5 12,046 0 0
UNITED STATES STL CORP NEW COM 912909108 3,600 102,296 SH   DFND 2 102,296 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,961 31,480 SH   DFND 1 31,480 0 0
UNITED TECHNOLOGIES CORP COM 913017109 396 3,147 SH   DFND 3 3,147 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,646 23,545 SH   DFND 1 23,545 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 232 2,063 SH   DFND 2 2,063 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 921 8,200 SH   DFND 5 8,200 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,693 49,964 SH   DFND 1 49,964 0 0
UNITEDHEALTH GROUP INC COM 91324P102 835 3,900 SH   DFND 5 3,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1 7 SH   DFND 3 7 0 0
UNITEDHEALTH GROUP INC COM 91324P102 16,130 75,376 SH   DFND 2 75,376 0 0
UNITIL CORP COM 913259107 4,302 92,697 SH   DFND 5 92,697 0 0
UNIVAR INC COM 91336L107 440 15,855 SH   DFND 1 15,855 0 0
UNIVAR INC COM 91336L107 6,332 228,187 SH   DFND 2 228,187 0 0
UNIVAR INC COM 91336L107 208 7,500 SH   DFND 5 7,500 0 0
UNIVERSAL CORP VA COM 913456109 1,077 22,200 SH   DFND 5 22,200 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 377 3,738 SH   DFND 1 3,738 0 0
UNIVERSAL FST PRODS INC COM 913543104 3,855 118,800 SH   DFND 5 118,800 0 0
UNIVERSAL FST PRODS INC COM 913543104 718 22,119 SH   DFND 1 22,119 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,784 48,850 SH   DFND 5 48,850 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 35 299 SH   DFND 3 299 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,002 84,472 SH   DFND 1 84,472 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 491 4,147 SH   DFND 2 4,147 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 40 1,269 SH   DFND 1 1,269 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,244 39,000 SH   DFND 5 39,000 0 0
UNIVEST CORP PA COM 915271100 271 9,790 SH   DFND 1 9,790 0 0
UNUM GROUP COM 91529Y106 3,311 69,538 SH   DFND 1 69,538 0 0
UNUM GROUP COM 91529Y106 550 11,551 SH   DFND 2 11,551 0 0
URBAN OUTFITTERS INC COM 917047102 1,084 29,335 SH   DFND 3 29,335 0 0
URBAN OUTFITTERS INC COM 917047102 1,024 27,700 SH   DFND 5 27,700 0 0
URBAN OUTFITTERS INC COM 917047102 2,257 61,075 SH   DFND 1 61,075 0 0
US BANCORP DEL COM NEW 902973304 4,462 88,365 SH   DFND 2 88,365 0 0
US BANCORP DEL COM NEW 902973304 126 2,495 SH   DFND 3 2,495 0 0
US BANCORP DEL COM NEW 902973304 11,057 218,950 SH   DFND 5 218,950 0 0
US BANCORP DEL COM NEW 902973304 3,804 75,333 SH   DFND 1 75,333 0 0
US FOODS HLDG CORP COM 912008109 1,069 32,623 SH   DFND 1 32,623 0 0
US FOODS HLDG CORP COM 912008109 900 27,459 SH   DFND 2 27,459 0 0
US FOODS HLDG CORP COM 912008109 2,918 89,060 SH   DFND 3 89,060 0 0
US FOODS HLDG CORP COM 912008109 104,888 3,200,731 SH   DFND 5 3,200,731 0 0
USANA HEALTH SCIENCES INC COM 90328M107 11,433 133,100 SH   DFND 5 133,100 0 0
V F CORP COM 918204108 2,505 33,800 SH   DFND 5 33,800 0 0
V F CORP COM 918204108 5,347 72,140 SH   DFND 1 72,140 0 0
V F CORP COM 918204108 1,146 15,458 SH   DFND 2 15,458 0 0
VAIL RESORTS INC COM 91879Q109 4,393 19,817 SH   DFND 1 19,817 0 0
VALE S A ADR 91912E105 1,778 139,759 SH   DFND 2 139,759 0 0
VALE S A ADR 91912E105 6,305 495,685 SH   DFND 3 495,685 0 0
VALE S A ADR 91912E105 35,573 2,796,600 SH   DFND 5 2,796,600 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,235 34,865 SH   DFND 1 34,865 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,402 36,672 SH   DFND 2 36,672 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,197 12,900 SH   DFND 5 12,900 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 11,716 173,703 SH   DFND 3 173,703 0 0
VALMONT INDS INC COM 920253101 252 1,718 SH   DFND 1 1,718 0 0
VALMONT INDS INC COM 920253101 293 2,000 SH   DFND 5 2,000 0 0
VALVOLINE INC COM 92047W101 219 9,857 SH   DFND 1 9,857 0 0
VANDA PHARMACEUTICALS INC COM 921659108 8,705 516,600 SH   DFND 5 516,600 0 0
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VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 9,912 319,845 SH   DFND 1 319,845 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 6,199 316,269 SH   DFND 1 316,269 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2,611 114,806 SH   DFND 1 114,806 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 8,225 361,700 SH   DFND 5 361,700 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 7,040 359,900 SH   DFND 5 359,900 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 3,494 178,620 SH   DFND 1 178,620 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 216 2,700 SH   DFND 5 2,700 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 317 4,200 SH   DFND 5 4,200 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 20,174 429,417 SH   DFND 1 429,417 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 371 7,900 SH   DFND 5 7,900 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,906 24,300 SH   DFND 5 24,300 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 593 13,400 SH   DFND 5 13,400 0 0
VAREX IMAGING CORP COM 92214X106 1,191 33,300 SH   DFND 5 33,300 0 0
VARIAN MED SYS INC COM 92220P105 8,468 69,042 SH   DFND 1 69,042 0 0
VARIAN MED SYS INC COM 92220P105 551 4,491 SH   DFND 2 4,491 0 0
VARIAN MED SYS INC COM 92220P105 466 3,800 SH   DFND 5 3,800 0 0
VARONIS SYS INC COM 922280102 363 5,996 SH   DFND 1 5,996 0 0
VASCO DATA SEC INTL INC COM 92230Y104 965 74,534 SH   DFND 1 74,534 0 0
VECTOR GROUP LTD COM 92240M108 318 15,614 SH   DFND 1 15,614 0 0
VECTOR GROUP LTD COM 92240M108 4,406 216,077 SH   DFND 5 216,077 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 5,488 5,000,000 PRN   DFND 3 5,000,000 0 0
VECTREN CORP COM 92240G101 695 10,879 SH   DFND 1 10,879 0 0
VECTRUS INC COM 92242T101 13,465 361,581 SH   DFND 5 361,581 0 0
VEEVA SYS INC CL A COM 922475108 1,989 27,243 SH   DFND 1 27,243 0 0
VEEVA SYS INC CL A COM 922475108 9,076 124,300 SH   DFND 5 124,300 0 0
VENATOR MATLS PLC SHS G9329Z100 555 30,667 SH   DFND 1 30,667 0 0
VENATOR MATLS PLC SHS G9329Z100 5,349 295,700 SH   DFND 5 295,700 0 0
VERA BRADLEY INC COM 92335C106 249 23,500 SH   DFND 5 23,500 0 0
VERASTEM INC COM 92337C104 270 90,586 SH   DFND 5 90,586 0 0
VERINT SYS INC COM 92343X100 25,939 608,900 SH   DFND 5 608,900 0 0
VERINT SYS INC COM 92343X100 8,287 194,542 SH   DFND 1 194,542 0 0
VERISIGN INC COM 92343E102 7,774 65,564 SH   DFND 1 65,564 0 0
VERISIGN INC COM 92343E102 583 4,917 SH   DFND 2 4,917 0 0
VERISIGN INC COM 92343E102 28,893 243,700 SH   DFND 5 243,700 0 0
VERISK ANALYTICS INC COM 92345Y106 1,242 11,943 SH   DFND 1 11,943 0 0
VERISK ANALYTICS INC COM 92345Y106 271 2,605 SH   DFND 3 2,605 0 0
VERISK ANALYTICS INC COM 92345Y106 1,654 15,900 SH   DFND 5 15,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 262 5,490 SH   DFND 1 5,490 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 255,621 5,345,475 SH   DFND 5 5,345,475 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,039 21,730 SH   DFND 3 21,730 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,010 125,679 SH   DFND 2 125,679 0 0
VERSO CORP CL A 92531L207 21,179 1,257,680 SH   DFND 5 1,257,680 0 0
VERSUM MATLS INC COM 92532W103 1,547 41,111 SH   DFND 1 41,111 0 0
VERSUM MATLS INC COM 92532W103 2,341 62,200 SH   DFND 5 62,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,538 9,434 SH   DFND 1 9,434 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,918 48,583 SH   DFND 2 48,583 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 668 4,100 SH   DFND 3 4,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,230 50,500 SH   DFND 5 50,500 0 0
VIACOM INC NEW CL B 92553P201 2,656 85,542 SH   DFND 1 85,542 0 0
VIACOM INC NEW CL B 92553P201 575 18,500 SH   DFND 5 18,500 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5,154 310,100 SH   DFND 5 310,100 0 0
VIRTUSA CORP COM 92827P102 795 16,399 SH   DFND 1 16,399 0 0
VISA INC COM CL A 92826C839 8,563 71,587 SH   DFND 1 71,587 0 0
VISA INC COM CL A 92826C839 9,562 79,938 SH   DFND 2 79,938 0 0
VISA INC COM CL A 92826C839 18,295 152,941 SH   DFND 3 152,941 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,476 240,647 SH   DFND 1 240,647 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,295 177,175 SH   DFND 5 177,175 0 0
VISTA OUTDOOR INC COM 928377100 31 1,905 SH   DFND 1 1,905 0 0
VISTA OUTDOOR INC COM 928377100 1,002 61,400 SH   DFND 5 61,400 0 0
VISTEON CORP COM NEW 92839U206 206 1,869 SH   DFND 1 1,869 0 0
VISTEON CORP COM NEW 92839U206 4,465 40,500 SH   DFND 5 40,500 0 0
VISTRA ENERGY CORP COM 92840M102 3,882 186,348 SH   DFND 1 186,348 0 0
VISTRA ENERGY CORP COM 92840M102 259 12,454 SH   DFND 2 12,454 0 0
VISTRA ENERGY CORP COM 92840M102 442 21,208 SH   DFND 3 21,208 0 0
VISTRA ENERGY CORP COM 92840M102 1,050 50,400 SH   DFND 5 50,400 0 0
VMWARE INC CL A COM 928563402 9,972 82,230 SH   DFND 1 82,230 0 0
VMWARE INC CL A COM 928563402 263 2,163 SH   DFND 3 2,163 0 0
VONAGE HLDGS CORP COM 92886T201 4,452 418,000 SH   DFND 5 418,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 521 7,735 SH   DFND 2 7,735 0 0
VORNADO RLTY TR SH BEN INT 929042109 42 628 SH   DFND 3 628 0 0
VOYA FINL INC COM 929089100 3,749 74,238 SH   DFND 2 74,238 0 0
W R BERKLEY CORPORATION COM 084423102 3,535 48,620 SH   DFND 1 48,620 0 0
W R BERKLEY CORPORATION COM 084423102 353 4,856 SH   DFND 2 4,856 0 0
WABASH NATL CORP COM 929566107 418 20,092 SH   DFND 3 20,092 0 0
WABASH NATL CORP COM 929566107 445 21,400 SH   DFND 5 21,400 0 0
WABCO HLDGS INC COM 92927K102 2,475 18,493 SH   DFND 1 18,493 0 0
WABCO HLDGS INC COM 92927K102 1,339 10,000 SH   DFND 2 10,000 0 0
WADDELL & REED FINL INC CL A 930059100 3,459 171,158 SH   DFND 1 171,158 0 0
WADDELL & REED FINL INC CL A 930059100 11,493 568,700 SH   DFND 5 568,700 0 0
WAGEWORKS INC COM 930427109 3,307 73,180 SH   DFND 1 73,180 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 187,674 2,866,562 SH   DFND 5 2,866,562 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,797 42,717 SH   DFND 1 42,717 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,823 104,219 SH   DFND 3 104,219 0 0
WALKER & DUNLOP INC COM 93148P102 302 5,083 SH   DFND 1 5,083 0 0
WALKER & DUNLOP INC COM 93148P102 3,512 59,100 SH   DFND 5 59,100 0 0
WALMART INC COM 931142103 1,271 14,288 SH   DFND 1 14,288 0 0
WALMART INC COM 931142103 7,780 87,450 SH   DFND 2 87,450 0 0
WALMART INC COM 931142103 7,767 87,301 SH   DFND 3 87,301 0 0
WALMART INC COM 931142103 9,208 103,500 SH   DFND 5 103,500 0 0
WARRIOR MET COAL INC COM 93627C101 167 5,945 SH   DFND 1 5,945 0 0
WARRIOR MET COAL INC COM 93627C101 6,256 223,324 SH   DFND 3 223,324 0 0
WASHINGTON FED INC COM 938824109 894 25,839 SH   DFND 1 25,839 0 0
WASHINGTON FED INC COM 938824109 12,138 350,814 SH   DFND 5 350,814 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 549 82,306 SH   DFND 5 82,306 0 0
WASHINGTON TR BANCORP COM 940610108 301 5,594 SH   DFND 1 5,594 0 0
WASTE CONNECTIONS INC COM 94106B101 4,609 64,250 SH   DFND 5 64,250 0 0
WASTE MGMT INC DEL COM 94106L109 7,050 83,813 SH   DFND 1 83,813 0 0
WASTE MGMT INC DEL COM 94106L109 1,856 22,062 SH   DFND 2 22,062 0 0
WASTE MGMT INC DEL COM 94106L109 321 3,818 SH   DFND 3 3,818 0 0
WASTE MGMT INC DEL COM 94106L109 7,377 87,700 SH   DFND 5 87,700 0 0
WATERS CORP COM 941848103 2,682 13,500 SH   DFND 5 13,500 0 0
WATERS CORP COM 941848103 494 2,485 SH   DFND 3 2,485 0 0
WATERS CORP COM 941848103 3,962 19,947 SH   DFND 2 19,947 0 0
WATERS CORP COM 941848103 2,512 12,646 SH   DFND 1 12,646 0 0
WATSCO INC COM 942622200 5,547 30,651 SH   DFND 1 30,651 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,880 37,066 SH   DFND 1 37,066 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 219 5,458 SH   DFND 5 5,458 0 0
WAYFAIR INC CL A 94419L101 114 1,688 SH   DFND 1 1,688 0 0
WAYFAIR INC CL A 94419L101 8 123 SH   DFND 3 123 0 0
WAYFAIR INC CL A 94419L101 1,587 23,500 SH   DFND 5 23,500 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 2,857 3,000,000 PRN   DFND 3 3,000,000 0 0
WD-40 CO COM 929236107 12,901 97,955 SH   DFND 5 97,955 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 5,842 6,500,000 PRN   DFND 3 6,500,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 270 300,000 PRN   DFND 4 300,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 104 45,476 SH   DFND 2 45,476 0 0
WEB COM GROUP INC COM 94733A104 964 53,263 SH   DFND 1 53,263 0 0
WEB COM GROUP INC COM 94733A104 17,769 981,697 SH   DFND 5 981,697 0 0
WEBSTER FINL CORP CONN COM 947890109 1,851 33,414 SH   DFND 1 33,414 0 0
WEBSTER FINL CORP CONN COM 947890109 2,329 42,032 SH   DFND 3 42,032 0 0
WEC ENERGY GROUP INC COM 92939U106 68 1,090 SH   DFND 1 1,090 0 0
WEC ENERGY GROUP INC COM 92939U106 906 14,451 SH   DFND 2 14,451 0 0
WEC ENERGY GROUP INC COM 92939U106 587 9,368 SH   DFND 3 9,368 0 0
WEIBO CORP SPONSORED ADR 948596101 7,639 63,900 SH   DFND 5 63,900 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 847 13,300 SH   DFND 5 13,300 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 945 14,840 SH   DFND 1 14,840 0 0
WELBILT INC COM 949090104 4,493 231,000 SH   DFND 5 231,000 0 0
WELBILT INC COM 949090104 195 10,076 SH   DFND 1 10,076 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 10,547 54,471 SH   DFND 1 54,471 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 27,437 141,700 SH   DFND 5 141,700 0 0
WELLS FARGO CO NEW COM 949746101 3,944 75,238 SH   DFND 1 75,238 0 0
WELLS FARGO CO NEW COM 949746101 20,149 384,438 SH   DFND 2 384,438 0 0
WELLS FARGO CO NEW COM 949746101 3,283 62,641 SH   DFND 3 62,641 0 0
WELLS FARGO CO NEW COM 949746101 577 11,000 SH   DFND 5 11,000 0 0
WELLTOWER INC COM 95040Q104 451 8,289 SH   DFND 2 8,289 0 0
WELLTOWER INC COM 95040Q104 73 1,335 SH   DFND 3 1,335 0 0
WENDYS CO COM 95058W100 3,601 205,197 SH   DFND 1 205,197 0 0
WENDYS CO COM 95058W100 7,922 451,375 SH   DFND 3 451,375 0 0
WENDYS CO COM 95058W100 697 39,700 SH   DFND 5 39,700 0 0
WERNER ENTERPRISES INC COM 950755108 2,164 59,300 SH   DFND 5 59,300 0 0
WESCO INTL INC COM 95082P105 2,328 37,511 SH   DFND 1 37,511 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,003 56,668 SH   DFND 1 56,668 0 0
WESTAR ENERGY INC COM 95709T100 108 2,053 SH   DFND 1 2,053 0 0
WESTAR ENERGY INC COM 95709T100 333 6,331 SH   DFND 2 6,331 0 0
WESTAR ENERGY INC COM 95709T100 568 10,800 SH   DFND 5 10,800 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,682 28,942 SH   DFND 1 28,942 0 0
WESTERN DIGITAL CORP COM 958102105 1,344 14,568 SH   DFND 2 14,568 0 0
WESTERN DIGITAL CORP COM 958102105 1,218 13,200 SH   DFND 3 13,200 0 0
WESTERN DIGITAL CORP COM 958102105 16,941 183,600 SH   DFND 5 183,600 0 0
WESTERN DIGITAL CORP COM 958102105 2,540 27,524 SH   DFND 1 27,524 0 0
WESTERN UN CO COM 959802109 10,977 570,801 SH   DFND 1 570,801 0 0
WESTERN UN CO COM 959802109 138 7,154 SH   DFND 3 7,154 0 0
WESTERN UN CO COM 959802109 263 13,700 SH   DFND 5 13,700 0 0
WESTLAKE CHEM CORP COM 960413102 2,496 22,456 SH   DFND 1 22,456 0 0
WESTROCK CO COM 96145D105 1,606 25,023 SH   DFND 1 25,023 0 0
WESTROCK CO COM 96145D105 857 13,350 SH   DFND 2 13,350 0 0
WESTROCK CO COM 96145D105 282 4,400 SH   DFND 5 4,400 0 0
WEYERHAEUSER CO COM 962166104 1,195 34,130 SH   DFND 2 34,130 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 1,716 84,233 SH   DFND 1 84,233 0 0
WHIRLPOOL CORP COM 963320106 853 5,573 SH   DFND 1 5,573 0 0
WHIRLPOOL CORP COM 963320106 574 3,748 SH   DFND 2 3,748 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 9,714 11,810 SH   DFND 5 11,810 0 0
WHITING PETE CORP NEW COM NEW 966387409 1 32 SH   DFND 1 32 0 0
WHITING PETE CORP NEW COM NEW 966387409 4,931 145,725 SH   DFND 5 145,725 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 4,725 5,000,000 PRN   DFND 3 5,000,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 472 500,000 PRN   DFND 4 500,000 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 244 12,800 SH   DFND 5 12,800 0 0
WILEY JOHN & SONS INC CL A 968223206 4,432 69,575 SH   DFND 1 69,575 0 0
WILEY JOHN & SONS INC CL A 968223206 9,788 153,660 SH   DFND 5 153,660 0 0
WILLIAMS COS INC DEL COM 969457100 1,061 42,668 SH   DFND 1 42,668 0 0
WILLIAMS COS INC DEL COM 969457100 996 40,040 SH   DFND 2 40,040 0 0
WILLIAMS SONOMA INC COM 969904101 4,893 92,750 SH   DFND 1 92,750 0 0
WILLIAMS SONOMA INC COM 969904101 2,311 43,800 SH   DFND 5 43,800 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 925 6,075 SH   DFND 1 6,075 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 416 2,731 SH   DFND 2 2,731 0 0
WILLSCOT CORP *W EXP 09/10/202 971375118 334 199,730 SH   DFND 3 199,730 0 0
WINGSTOP INC COM 974155103 211 4,471 SH   DFND 1 4,471 0 0
WINGSTOP INC COM 974155103 1,167 24,700 SH   DFND 5 24,700 0 0
WINMARK CORP COM 974250102 1,231 9,411 SH   DFND 5 9,411 0 0
WINTRUST FINL CORP COM 97650W108 1,357 15,764 SH   DFND 1 15,764 0 0
WIX COM LTD SHS M98068105 306 3,851 SH   DFND 1 3,851 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,744 60,357 SH   DFND 1 60,357 0 0
WOLVERINE WORLD WIDE INC COM 978097103 644 22,300 SH   DFND 5 22,300 0 0
WOODWARD INC COM 980745103 3,438 47,975 SH   DFND 1 47,975 0 0
WOODWARD INC COM 980745103 416 5,800 SH   DFND 3 5,800 0 0
WOODWARD INC COM 980745103 788 11,000 SH   DFND 5 11,000 0 0
WORKDAY INC CL A 98138H101 134 1,053 SH   DFND 1 1,053 0 0
WORKDAY INC CL A 98138H101 203 1,600 SH   DFND 5 1,600 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 325 200,000 PRN   DFND 4 200,000 0 0
WORKIVA INC COM CL A 98139A105 770 32,500 SH   DFND 5 32,500 0 0
WORLD ACCEP CORP DEL COM 981419104 530 5,035 SH   DFND 1 5,035 0 0
WORLD FUEL SVCS CORP COM 981475106 1,102 44,900 SH   DFND 5 44,900 0 0
WORLD FUEL SVCS CORP COM 981475106 22,647 922,494 SH   DFND 3 922,494 0 0
WORLD FUEL SVCS CORP COM 981475106 760 30,973 SH   DFND 1 30,973 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,473 96,436 SH   DFND 5 96,436 0 0
WORLDPAY INC CL A 981558109 1,378 16,754 SH   DFND 1 16,754 0 0
WORLDPAY INC CL A 981558109 1,275 15,500 SH   DFND 2 15,500 0 0
WORLDPAY INC CL A 981558109 14,208 172,754 SH   DFND 3 172,754 0 0
WORLDPAY INC CL A 981558109 206 2,500 SH   DFND 5 2,500 0 0
WORTHINGTON INDS INC COM 981811102 1,379 32,143 SH   DFND 1 32,143 0 0
WORTHINGTON INDS INC COM 981811102 983 22,900 SH   DFND 5 22,900 0 0
WPX ENERGY INC COM 98212B103 208 14,081 SH   DFND 1 14,081 0 0
WPX ENERGY INC COM 98212B103 2,751 186,121 SH   DFND 2 186,121 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 17,484 17,500,000 PRN   DFND 3 17,500,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 3,192 2,800,000 PRN   DFND 3 2,800,000 0 0
WSFS FINL CORP COM 929328102 306 6,385 SH   DFND 1 6,385 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,570 66,151 SH   DFND 1 66,151 0 0
WYNN RESORTS LTD COM 983134107 3,230 17,712 SH   DFND 1 17,712 0 0
WYNN RESORTS LTD COM 983134107 665 3,648 SH   DFND 2 3,648 0 0
WYNN RESORTS LTD COM 983134107 1,678 9,200 SH   DFND 5 9,200 0 0
XCEL ENERGY INC COM 98389B100 722 15,883 SH   DFND 3 15,883 0 0
XCEL ENERGY INC COM 98389B100 268 5,900 SH   DFND 5 5,900 0 0
XCEL ENERGY INC COM 98389B100 146 3,210 SH   DFND 1 3,210 0 0
XCEL ENERGY INC COM 98389B100 1,033 22,719 SH   DFND 2 22,719 0 0
XEROX CORP COM NEW 984121608 1,527 53,065 SH   DFND 1 53,065 0 0
XEROX CORP COM NEW 984121608 269 9,333 SH   DFND 2 9,333 0 0
XEROX CORP COM NEW 984121608 224 7,800 SH   DFND 5 7,800 0 0
XILINX INC COM 983919101 4,581 63,412 SH   DFND 1 63,412 0 0
XILINX INC COM 983919101 910 12,600 SH   DFND 2 12,600 0 0
XILINX INC COM 983919101 1,727 23,900 SH   DFND 5 23,900 0 0
XL GROUP LTD COM G98294104 48,103 870,478 SH   DFND 3 870,478 0 0
XO GROUP INC COM 983772104 8,493 409,290 SH   DFND 5 409,290 0 0
XPO LOGISTICS INC COM 983793100 8,184 80,386 SH   DFND 3 80,386 0 0
XYLEM INC COM 98419M100 3,736 48,558 SH   DFND 1 48,558 0 0
XYLEM INC COM 98419M100 6,007 78,090 SH   DFND 5 78,090 0 0
YAHOO INC NOTE 12/0 984332AF3 5,955 4,270,000 PRN   DFND 3 4,270,000 0 0
YAHOO INC NOTE 12/0 984332AF3 420 300,000 PRN   DFND 4 300,000 0 0
YANDEX N V SHS CLASS A N97284108 3,957 100,312 SH   DFND 1 100,312 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 920 900,000 PRN   DFND 4 900,000 0 0
YELP INC CL A 985817105 4,429 106,086 SH   DFND 1 106,086 0 0
YELP INC CL A 985817105 8,818 211,200 SH   DFND 5 211,200 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 25,505 633,968 SH   DFND 5 633,968 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 14,820 1,678,372 SH   DFND 3 1,678,372 0 0
YUM BRANDS INC COM 988498101 8,987 105,573 SH   DFND 1 105,573 0 0
YUM BRANDS INC COM 988498101 1,383 16,250 SH   DFND 2 16,250 0 0
YUM CHINA HLDGS INC COM 98850P109 3,077 74,151 SH   DFND 3 74,151 0 0
YUM CHINA HLDGS INC COM 98850P109 794 19,127 SH   DFND 1 19,127 0 0
YY INC ADS REPCOM CLA 98426T106 69,812 663,611 SH   DFND 5 663,611 0 0
ZAFGEN INC COM 98885E103 1,020 136,927 SH   DFND 5 136,927 0 0
ZAYO GROUP HLDGS INC COM 98919V105 86 2,508 SH   DFND 1 2,508 0 0
ZAYO GROUP HLDGS INC COM 98919V105 417 12,200 SH   DFND 5 12,200 0 0
ZENDESK INC COM 98936J101 189 3,938 SH   DFND 1 3,938 0 0
ZENDESK INC COM 98936J101 7,305 152,600 SH   DFND 5 152,600 0 0
ZILLOW GROUP INC CL A 98954M101 5,673 105,063 SH   DFND 1 105,063 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 3,667 3,000,000 PRN   DFND 3 3,000,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,814 44,150 SH   DFND 5 44,150 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,441 77,405 SH   DFND 1 77,405 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,894 17,374 SH   DFND 2 17,374 0 0
ZIONS BANCORPORATION COM 989701107 131 2,492 SH   DFND 1 2,492 0 0
ZIONS BANCORPORATION COM 989701107 546 10,347 SH   DFND 2 10,347 0 0
ZIX CORP COM 98974P100 4,938 1,156,373 SH   DFND 5 1,156,373 0 0
ZOETIS INC CL A 98978V103 3,524 42,187 SH   DFND 1 42,187 0 0
ZOETIS INC CL A 98978V103 2,815 33,712 SH   DFND 2 33,712 0 0
ZOETIS INC CL A 98978V103 3,006 36,000 SH   DFND 3 36,000 0 0
ZOETIS INC CL A 98978V103 501 6,000 SH   DFND 5 6,000 0 0
ZUMIEZ INC COM 989817101 13,769 576,098 SH   DFND 5 576,098 0 0
ZYNGA INC CL A 98986T108 3,277 895,311 SH   DFND 5 895,311 0 0