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
3M CO COM 88579Y101 4,288 20,349 SH   DFND 1 20,349 0 0
51JOB INC SP ADR REP COM 316827104 416 5,400 SH   DFND 4 5,400 0 0
58 COM INC SPON ADR REP A 31680Q104 13,012 176,800 SH   DFND 4 176,800 0 0
8X8 INC NEW COM 282914100 737 34,674 SH   DFND 1 34,674 0 0
A10 NETWORKS INC COM 002121101 72 11,800 SH   DFND 4 11,800 0 0
AAR CORP COM 000361105 5,753 120,131 SH   DFND 4 120,131 0 0
AARONS INC COM PAR $0.50 002535300 10,014 183,872 SH   DFND 1 183,872 0 0
AARONS INC COM PAR $0.50 002535300 22,375 410,856 SH   DFND 4 410,856 0 0
ABBOTT LABS COM 002824100 22,493 306,615 SH   DFND 1 306,615 0 0
ABBOTT LABS COM 002824100 7,633 104,047 SH   DFND 2 104,047 0 0
ABBVIE INC COM 00287Y109 7,551 79,843 SH   DFND 2 79,843 0 0
ABBVIE INC COM 00287Y109 2,260 23,900 SH   DFND 4 23,900 0 0
ABBVIE INC COM 00287Y109 4,886 51,657 SH   DFND 1 51,657 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 134 10,500 SH   DFND 4 10,500 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 133 10,429 SH   DFND 1 10,429 0 0
ABERCROMBIE & FITCH CO CL A 002896207 575 27,226 SH   DFND 1 27,226 0 0
ABERCROMBIE & FITCH CO CL A 002896207 15,939 754,694 SH   DFND 4 754,694 0 0
ABIOMED INC COM 003654100 2,590 5,757 SH   DFND 1 5,757 0 0
ABIOMED INC COM 003654100 238 530 SH   DFND 4 530 0 0
ABM INDS INC COM 000957100 387 12,001 SH   DFND 1 12,001 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,191 372,187 SH   DFND 4 372,187 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 7,130 202,547 SH   DFND 1 202,547 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 313 13,645 SH   DFND 1 13,645 0 0
ACCELERON PHARMA INC COM 00434H108 406 7,089 SH   DFND 1 7,089 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,185 95,097 SH   DFND 1 95,097 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,571 32,731 SH   DFND 2 32,731 0 0
ACCO BRANDS CORP COM 00081T108 983 87,005 SH   DFND 1 87,005 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 5,490 1,491,764 SH   DFND 4 1,491,764 0 0
ACI WORLDWIDE INC COM 004498101 7,887 280,275 SH   DFND 1 280,275 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 5,846 402,624 SH   DFND 3 402,624 0 0
ACORDA THERAPEUTICS INC COM 00484M106 231 11,764 SH   DFND 1 11,764 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,516 77,165 SH   DFND 4 77,165 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,846 22,184 SH   DFND 1 22,184 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,239 38,935 SH   DFND 2 38,935 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,912 35,000 SH   DFND 3 35,000 0 0
ACTUANT CORP CL A NEW 00508X203 5,077 181,949 SH   DFND 1 181,949 0 0
ACUITY BRANDS INC COM 00508Y102 2,625 16,700 SH   DFND 4 16,700 0 0
ACUITY BRANDS INC COM 00508Y102 1,773 11,278 SH   DFND 3 11,278 0 0
ACUITY BRANDS INC COM 00508Y102 5,366 34,130 SH   DFND 1 34,130 0 0
ACUITY BRANDS INC COM 00508Y102 6,624 42,135 SH   DFND 2 42,135 0 0
ACUSHNET HOLDINGS CORP COM 005098108 387 14,100 SH   DFND 4 14,100 0 0
ACXIOM HOLDINGS INC COM 005125109 9,829 198,937 SH   DFND 1 198,937 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 5,053 372,625 SH   DFND 3 372,625 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 356 26,277 SH   DFND 4 26,277 0 0
ADDUS HOMECARE CORP COM 006739106 1,346 19,192 SH   DFND 1 19,192 0 0
ADECOAGRO S A COM L00849106 226 30,781 SH   DFND 1 30,781 0 0
ADOBE SYS INC COM 00724F101 15,331 56,790 SH   DFND 3 56,790 0 0
ADOBE SYS INC COM 00724F101 7,074 26,206 SH   DFND 2 26,206 0 0
ADOBE SYS INC COM 00724F101 5,932 21,974 SH   DFND 1 21,974 0 0
ADOBE SYS INC COM 00724F101 275,690 1,021,262 SH   DFND 4 1,021,262 0 0
ADT INC COM 00090Q103 11,034 1,175,043 SH   DFND 1 1,175,043 0 0
ADT INC COM 00090Q103 9,649 1,027,598 SH   DFND 2 1,027,598 0 0
ADT INC COM 00090Q103 2,433 259,072 SH   DFND 3 259,072 0 0
ADT INC COM 00090Q103 6,543 696,775 SH   DFND 4 696,775 0 0
ADTALEM GLOBAL ED INC COM 00737L103 12,682 263,105 SH   DFND 1 263,105 0 0
ADTALEM GLOBAL ED INC COM 00737L103 87 1,800 SH   DFND 4 1,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,104 12,500 SH   DFND 4 12,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,454 8,638 SH   DFND 1 8,638 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 856 5,083 SH   DFND 2 5,083 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2 12 SH   DFND 3 12 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 2,158 79,692 SH   DFND 1 79,692 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 27 1,000 SH   DFND 4 1,000 0 0
ADVANCED ENERGY INDS COM 007973100 1,282 24,829 SH   DFND 1 24,829 0 0
ADVANCED ENERGY INDS COM 007973100 4,292 83,096 SH   DFND 4 83,096 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 9,716 2,500,000 PRN   DFND 3 2,500,000 0 0
ADVANSIX INC COM 00773T101 1,260 37,100 SH   DFND 4 37,100 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 861 142,310 SH   DFND 2 142,310 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,545 420,583 SH   DFND 4 420,583 0 0
AECOM COM 00766T100 5,288 161,925 SH   DFND 1 161,925 0 0
AECOM COM 00766T100 307 9,400 SH   DFND 4 9,400 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,866 299,436 SH   DFND 4 299,436 0 0
AERCAP HOLDINGS NV SHS N00985106 17,271 300,263 SH   DFND 4 300,263 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,608 42,377 SH   DFND 1 42,377 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 326 5,300 SH   DFND 4 5,300 0 0
AEROVIRONMENT INC COM 008073108 347 3,096 SH   DFND 1 3,096 0 0
AES CORP COM 00130H105 2,091 149,367 SH   DFND 1 149,367 0 0
AES CORP COM 00130H105 3,278 234,160 SH   DFND 2 234,160 0 0
AES CORP COM 00130H105 768 54,868 SH   DFND 3 54,868 0 0
AETNA INC NEW COM 00817Y108 3,435 16,932 SH   DFND 2 16,932 0 0
AETNA INC NEW COM 00817Y108 30,332 149,529 SH   DFND 3 149,529 0 0
AETNA INC NEW COM 00817Y108 5,923 29,200 SH   DFND 4 29,200 0 0
AFFILIATED MANAGERS GROUP COM 008252108 17,550 128,366 SH   DFND 3 128,366 0 0
AFFILIATED MANAGERS GROUP COM 008252108 415 3,039 SH   DFND 1 3,039 0 0
AFFILIATED MANAGERS GROUP COM 008252108 383 2,804 SH   DFND 2 2,804 0 0
AFLAC INC COM 001055102 7,621 161,900 SH   DFND 4 161,900 0 0
AFLAC INC COM 001055102 6,888 146,319 SH   DFND 1 146,319 0 0
AFLAC INC COM 001055102 10 215 SH   DFND 3 215 0 0
AGCO CORP COM 001084102 2,033 33,435 SH   DFND 1 33,435 0 0
AGCO CORP COM 001084102 270 4,438 SH   DFND 2 4,438 0 0
AGCO CORP COM 001084102 67 1,100 SH   DFND 4 1,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,147 214,735 SH   DFND 1 214,735 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,361 61,816 SH   DFND 2 61,816 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 32 452 SH   DFND 3 452 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,459 247,500 SH   DFND 4 247,500 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 590 7,648 SH   DFND 2 7,648 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 131 1,700 SH   DFND 4 1,700 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 645 8,369 SH   DFND 1 8,369 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 451 16,550 SH   DFND 1 16,550 0 0
AIR LEASE CORP CL A 00912X302 1,152 25,100 SH   DFND 1 25,100 0 0
AIR PRODS & CHEMS INC COM 009158106 1,568 9,387 SH   DFND 2 9,387 0 0
AIR PRODS & CHEMS INC COM 009158106 515 3,080 SH   DFND 3 3,080 0 0
AIR PRODS & CHEMS INC COM 009158106 67 400 SH   DFND 4 400 0 0
AK STL HLDG CORP COM 001547108 628 128,148 SH   DFND 1 128,148 0 0
AK STL HLDG CORP COM 001547108 4,300 877,597 SH   DFND 3 877,597 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 10,358 141,601 SH   DFND 1 141,601 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,316 17,985 SH   DFND 2 17,985 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,998 355,400 SH   DFND 4 355,400 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 10,092 10,145,000 PRN   DFND 3 10,145,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 2,703 306,119 SH   DFND 4 306,119 0 0
AKORN INC COM 009728106 817 62,978 SH   DFND 3 62,978 0 0
AKORN INC COM 009728106 971 74,769 SH   DFND 1 74,769 0 0
ALARM COM HLDGS INC COM 011642105 962 16,754 SH   DFND 1 16,754 0 0
ALASKA AIR GROUP INC COM 011659109 708 10,282 SH   DFND 1 10,282 0 0
ALASKA AIR GROUP INC COM 011659109 2,148 31,200 SH   DFND 4 31,200 0 0
ALBEMARLE CORP COM 012653101 539 5,403 SH   DFND 1 5,403 0 0
ALBEMARLE CORP COM 012653101 11,108 111,324 SH   DFND 3 111,324 0 0
ALCOA CORP COM 013872106 3,780 93,575 SH   DFND 2 93,575 0 0
ALCOA CORP COM 013872106 39,516 978,118 SH   DFND 3 978,118 0 0
ALCOA CORP COM 013872106 6,060 150,000 SH Call DFND 3 150,000 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,434 386,431 SH   DFND 3 386,431 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,116 127,060 SH   DFND 4 127,060 0 0
ALEXANDERS INC COM 014752109 349 1,016 SH   DFND 4 1,016 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 688 5,472 SH   DFND 2 5,472 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5 38 SH   DFND 3 38 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,210 15,900 SH   DFND 1 15,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 12,417 89,323 SH   DFND 2 89,323 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,762 12,678 SH   DFND 3 12,678 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,367 26,505 SH   DFND 3 26,505 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 80,871 490,842 SH   DFND 4 490,842 0 0
ALIGN TECHNOLOGY INC COM 016255101 7,715 19,720 SH   DFND 4 19,720 0 0
ALIGN TECHNOLOGY INC COM 016255101 806 2,060 SH   DFND 1 2,060 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,575 4,026 SH   DFND 2 4,026 0 0
ALKERMES PLC SHS G01767105 330 7,777 SH   DFND 2 7,777 0 0
ALKERMES PLC SHS G01767105 3,119 73,500 SH   DFND 4 73,500 0 0
ALLEGHANY CORP DEL COM 017175100 3,701 5,671 SH   DFND 1 5,671 0 0
ALLEGIANT TRAVEL CO COM 01748X102 578 4,561 SH   DFND 3 4,561 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,107 23,265 SH   DFND 1 23,265 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 108 1,196 SH   DFND 3 1,196 0 0
ALLERGAN PLC SHS G0177J108 4,571 23,997 SH   DFND 1 23,997 0 0
ALLERGAN PLC SHS G0177J108 3,370 17,690 SH   DFND 2 17,690 0 0
ALLERGAN PLC SHS G0177J108 17,066 89,595 SH   DFND 3 89,595 0 0
ALLERGAN PLC SHS G0177J108 5,067 26,600 SH   DFND 4 26,600 0 0
ALLETE INC COM NEW 018522300 16,574 220,956 SH   DFND 4 220,956 0 0
ALLETE INC COM NEW 018522300 10,338 137,820 SH   DFND 1 137,820 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,416 18,700 SH   DFND 4 18,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,517 40,300 SH   DFND 1 40,300 0 0
ALLIANT ENERGY CORP COM 018802108 1,612 37,853 SH   DFND 1 37,853 0 0
ALLIANT ENERGY CORP COM 018802108 509 11,954 SH   DFND 2 11,954 0 0
ALLIANT ENERGY CORP COM 018802108 281 6,601 SH   DFND 3 6,601 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 6,877 126,350 SH   DFND 4 126,350 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 14,061 270,354 SH   DFND 1 270,354 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 100,766 1,937,440 SH   DFND 4 1,937,440 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 11,369 797,849 SH   DFND 1 797,849 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 10,534 739,200 SH   DFND 4 739,200 0 0
ALLSTATE CORP COM 020002101 7,064 71,570 SH   DFND 1 71,570 0 0
ALLSTATE CORP COM 020002101 226,674 2,296,600 SH   DFND 4 2,296,600 0 0
ALLSTATE CORP COM 020002101 1,896 19,214 SH   DFND 2 19,214 0 0
ALLSTATE CORP COM 020002101 401 4,060 SH   DFND 3 4,060 0 0
ALLY FINL INC COM 02005N100 551 20,829 SH   DFND 2 20,829 0 0
ALLY FINL INC COM 02005N100 25,569 966,700 SH   DFND 4 966,700 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 395 4,510 SH   DFND 1 4,510 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,247 14,250 SH   DFND 2 14,250 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 578 6,600 SH   DFND 4 6,600 0 0
ALPHABET INC CAP STK CL A 02079K305 14,796 12,258 SH   DFND 2 12,258 0 0
ALPHABET INC CAP STK CL A 02079K305 158,041 130,928 SH   DFND 4 130,928 0 0
ALPHABET INC CAP STK CL A 02079K305 25,577 21,189 SH   DFND 3 21,189 0 0
ALPHABET INC CAP STK CL A 02079K305 7,595 6,292 SH   DFND 1 6,292 0 0
ALPHABET INC CAP STK CL C 02079K107 143,017 119,833 SH   DFND 4 119,833 0 0
ALPHABET INC CAP STK CL C 02079K107 35,474 29,723 SH   DFND 2 29,723 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 598 56,013 SH   DFND 3 56,013 0 0
ALTICE USA INC CL A 02156K103 1,204 66,354 SH   DFND 1 66,354 0 0
ALTICE USA INC CL A 02156K103 4,092 225,604 SH   DFND 3 225,604 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 9,298 288,483 SH   DFND 3 288,483 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 93 2,900 SH   DFND 4 2,900 0 0
ALTRIA GROUP INC COM 02209S103 433 7,167 SH   DFND 1 7,167 0 0
ALTRIA GROUP INC COM 02209S103 5,956 98,755 SH   DFND 2 98,755 0 0
ALTRIA GROUP INC COM 02209S103 43 719 SH   DFND 3 719 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 7,746 387,278 SH   DFND 4 387,278 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 283 14,127 SH   DFND 1 14,127 0 0
AMAZON COM INC COM 023135106 41,308 20,623 SH   DFND 4 20,623 0 0
AMAZON COM INC COM 023135106 11,088 5,536 SH   DFND 3 5,536 0 0
AMAZON COM INC COM 023135106 3,687 1,841 SH   DFND 1 1,841 0 0
AMAZON COM INC COM 023135106 48,765 24,346 SH   DFND 2 24,346 0 0
AMBAC FINL GROUP INC COM NEW 023139884 2,719 133,152 SH   DFND 3 133,152 0 0
AMBAC FINL GROUP INC COM NEW 023139884 14,796 724,606 SH   DFND 4 724,606 0 0
AMBARELLA INC SHS G037AX101 1,642 42,434 SH   DFND 1 42,434 0 0
AMBEV SA SPONSORED ADR 02319V103 5,608 1,227,200 SH   DFND 4 1,227,200 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 995 48,535 SH   DFND 1 48,535 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 6,369 310,700 SH   DFND 4 310,700 0 0
AMC NETWORKS INC CL A 00164V103 4,641 69,963 SH   DFND 1 69,963 0 0
AMC NETWORKS INC CL A 00164V103 3,980 60,000 SH   DFND 4 60,000 0 0
AMDOCS LTD SHS G02602103 12,520 189,752 SH   DFND 1 189,752 0 0
AMDOCS LTD SHS G02602103 567 8,600 SH   DFND 4 8,600 0 0
AMEDISYS INC COM 023436108 19,471 155,818 SH   DFND 1 155,818 0 0
AMEDISYS INC COM 023436108 125 1,000 SH   DFND 4 1,000 0 0
AMEREN CORP COM 023608102 5,304 83,905 SH   DFND 1 83,905 0 0
AMEREN CORP COM 023608102 471 7,454 SH   DFND 2 7,454 0 0
AMEREN CORP COM 023608102 308 4,865 SH   DFND 3 4,865 0 0
AMEREN CORP COM 023608102 2,263 35,800 SH   DFND 4 35,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 251 6,080 SH   DFND 2 6,080 0 0
AMERICAN ASSETS TR INC COM 024013104 30,528 818,670 SH   DFND 4 818,670 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4,892 197,038 SH   DFND 4 197,038 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,068 324,918 SH   DFND 1 324,918 0 0
AMERICAN ELEC PWR INC COM 025537101 3,424 48,300 SH   DFND 4 48,300 0 0
AMERICAN ELEC PWR INC COM 025537101 157 2,221 SH   DFND 3 2,221 0 0
AMERICAN ELEC PWR INC COM 025537101 1,567 22,110 SH   DFND 1 22,110 0 0
AMERICAN ELEC PWR INC COM 025537101 1,618 22,837 SH   DFND 2 22,837 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,736 190,510 SH   DFND 1 190,510 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 81 2,300 SH   DFND 4 2,300 0 0
AMERICAN EXPRESS CO COM 025816109 1,003 9,416 SH   DFND 1 9,416 0 0
AMERICAN EXPRESS CO COM 025816109 4,130 38,781 SH   DFND 2 38,781 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 12,311 110,933 SH   DFND 1 110,933 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 333 3,000 SH   DFND 4 3,000 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 8,918 407,400 SH   DFND 4 407,400 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,238 23,256 SH   DFND 1 23,256 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 78 1,457 SH   DFND 3 1,457 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,430 45,634 SH   DFND 2 45,634 0 0
AMERICAN NATL INS CO COM 028591105 5,362 41,473 SH   DFND 4 41,473 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 249 7,532 SH   DFND 1 7,532 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 8,834 267,297 SH   DFND 4 267,297 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 152 3,304 SH   DFND 1 3,304 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 152 3,300 SH   DFND 4 3,300 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,343 62,050 SH   DFND 1 62,050 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 65 3,000 SH   DFND 4 3,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 273 22,513 SH   DFND 4 22,513 0 0
AMERICAN STS WTR CO COM 029899101 6,262 102,425 SH   DFND 1 102,425 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,838 19,531 SH   DFND 2 19,531 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21 143 SH   DFND 3 143 0 0
AMERICAN TOWER CORP NEW COM 03027X100 29 200 SH   DFND 4 200 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 832 10,607 SH   DFND 1 10,607 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,631 18,541 SH   DFND 1 18,541 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 713 8,104 SH   DFND 2 8,104 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7 81 SH   DFND 3 81 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 9 100 SH   DFND 4 100 0 0
AMERICOLD RLTY TR COM 03064D108 5,303 211,941 SH   DFND 4 211,941 0 0
AMERIPRISE FINL INC COM 03076C106 230,486 1,560,925 SH   DFND 4 1,560,925 0 0
AMERIPRISE FINL INC COM 03076C106 3,766 25,506 SH   DFND 1 25,506 0 0
AMERIPRISE FINL INC COM 03076C106 1,134 7,678 SH   DFND 2 7,678 0 0
AMERIPRISE FINL INC COM 03076C106 2,792 18,908 SH   DFND 3 18,908 0 0
AMERISAFE INC COM 03071H100 756 12,199 SH   DFND 1 12,199 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,827 74,026 SH   DFND 3 74,026 0 0
AMERISOURCEBERGEN CORP COM 03073E105 18,257 197,978 SH   DFND 1 197,978 0 0
AMETEK INC NEW COM 031100100 4,624 58,440 SH   DFND 1 58,440 0 0
AMETEK INC NEW COM 031100100 949 11,996 SH   DFND 2 11,996 0 0
AMETEK INC NEW COM 031100100 69 870 SH   DFND 3 870 0 0
AMETEK INC NEW COM 031100100 95 1,200 SH   DFND 4 1,200 0 0
AMGEN INC COM 031162100 6,894 33,261 SH   DFND 1 33,261 0 0
AMGEN INC COM 031162100 1,762 8,500 SH   DFND 3 8,500 0 0
AMGEN INC COM 031162100 235,121 1,134,263 SH   DFND 4 1,134,263 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,242 102,723 SH   DFND 3 102,723 0 0
AMICUS THERAPEUTICS INC COM 03152W109 37 3,100 SH   DFND 4 3,100 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,149 95,000 SH   DFND 2 95,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 217 17,963 SH   DFND 1 17,963 0 0
AMKOR TECHNOLOGY INC COM 031652100 363 49,170 SH   DFND 1 49,170 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 15,802 288,871 SH   DFND 1 288,871 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 318 16,551 SH   DFND 1 16,551 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 37 1,900 SH   DFND 4 1,900 0 0
AMPHENOL CORP NEW CL A 032095101 4,958 52,742 SH   DFND 1 52,742 0 0
AMPHENOL CORP NEW CL A 032095101 2,285 24,307 SH   DFND 2 24,307 0 0
AMPHENOL CORP NEW CL A 032095101 13,497 143,550 SH   DFND 4 143,550 0 0
ANADARKO PETE CORP COM 032511107 480 7,125 SH   DFND 3 7,125 0 0
ANADARKO PETE CORP COM 032511107 4,022 59,666 SH   DFND 1 59,666 0 0
ANADARKO PETE CORP COM 032511107 1,873 27,778 SH   DFND 2 27,778 0 0
ANALOG DEVICES INC COM 032654105 37 400 SH   DFND 4 400 0 0
ANALOG DEVICES INC COM 032654105 3,532 38,199 SH   DFND 3 38,199 0 0
ANALOG DEVICES INC COM 032654105 10,454 113,065 SH   DFND 2 113,065 0 0
ANALOG DEVICES INC COM 032654105 4,196 45,387 SH   DFND 1 45,387 0 0
ANAPTYSBIO INC COM 032724106 536 5,374 SH   DFND 1 5,374 0 0
ANDEAVOR COM 03349M105 915 5,963 SH   DFND 2 5,963 0 0
ANDEAVOR COM 03349M105 0 3 SH   DFND 3 3 0 0
ANGIODYNAMICS INC COM 03475V101 1,312 60,368 SH   DFND 1 60,368 0 0
ANGIODYNAMICS INC COM 03475V101 9,883 454,596 SH   DFND 4 454,596 0 0
ANI PHARMACEUTICALS INC COM 00182C103 313 5,538 SH   DFND 1 5,538 0 0
ANI PHARMACEUTICALS INC COM 00182C103 158 2,800 SH   DFND 4 2,800 0 0
ANIKA THERAPEUTICS INC COM 035255108 1,334 31,621 SH   DFND 1 31,621 0 0
ANSYS INC COM 03662Q105 5,315 28,472 SH   DFND 1 28,472 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 721 42,627 SH   DFND 1 42,627 0 0
ANTERO RES CORP COM 03674X106 146 8,245 SH   DFND 2 8,245 0 0
ANTERO RES CORP COM 03674X106 97 5,500 SH   DFND 3 5,500 0 0
ANTERO RES CORP COM 03674X106 269 15,200 SH   DFND 4 15,200 0 0
ANTERO RES CORP COM 03674X106 292 16,493 SH   DFND 1 16,493 0 0
ANTHEM INC COM 036752103 17,959 65,531 SH   DFND 1 65,531 0 0
ANTHEM INC COM 036752103 3,633 13,255 SH   DFND 2 13,255 0 0
ANTHEM INC COM 036752103 19 70 SH   DFND 3 70 0 0
ANTHEM INC COM 036752103 6,939 25,320 SH   DFND 4 25,320 0 0
AON PLC SHS CL A G0408V102 498 3,238 SH   DFND 3 3,238 0 0
AON PLC SHS CL A G0408V102 62,550 406,750 SH   DFND 4 406,750 0 0
AON PLC SHS CL A G0408V102 797 5,180 SH   DFND 1 5,180 0 0
AON PLC SHS CL A G0408V102 1,036 6,739 SH   DFND 2 6,739 0 0
APACHE CORP COM 037411105 2,391 50,158 SH   DFND 1 50,158 0 0
APACHE CORP COM 037411105 1,039 21,805 SH   DFND 2 21,805 0 0
APACHE CORP COM 037411105 1,431 30,009 SH   DFND 3 30,009 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 478 10,842 SH   DFND 3 10,842 0 0
APERGY CORP COM 03755L104 1,075 24,682 SH   DFND 1 24,682 0 0
APERGY CORP COM 03755L104 70 1,600 SH   DFND 4 1,600 0 0
APOGEE ENTERPRISES INC COM 037598109 1,625 39,317 SH   DFND 1 39,317 0 0
APPFOLIO INC COM CL A 03783C100 476 6,073 SH   DFND 1 6,073 0 0
APPFOLIO INC COM CL A 03783C100 180 2,300 SH   DFND 4 2,300 0 0
APPLE INC COM 037833100 3,001 13,293 SH   DFND 1 13,293 0 0
APPLE INC COM 037833100 171,736 760,767 SH   DFND 4 760,767 0 0
APPLE INC COM 037833100 59,418 263,213 SH   DFND 2 263,213 0 0
APPLE INC COM 037833100 2,893 12,855 SH   DFND 3 12,855 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 946 129,650 SH   DFND 4 129,650 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 4,245 54,246 SH   DFND 1 54,246 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,895 37,000 SH   DFND 4 37,000 0 0
APPLIED MATLS INC COM 038222105 3,956 102,356 SH   DFND 1 102,356 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 247 10,000 SH   DFND 3 10,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 334 65,811 SH   DFND 4 65,811 0 0
AQUA AMERICA INC COM 03836W103 2,356 63,849 SH   DFND 1 63,849 0 0
ARAMARK COM 03852U106 4,394 102,149 SH   DFND 1 102,149 0 0
ARATANA THERAPEUTICS INC COM 03874P101 92 15,700 SH   DFND 4 15,700 0 0
ARCBEST CORP COM 03937C105 24,301 500,540 SH   DFND 4 500,540 0 0
ARCBEST CORP COM 03937C105 48 993 SH   DFND 1 993 0 0
ARCH CAP GROUP LTD ORD G0450A105 7,161 240,216 SH   DFND 1 240,216 0 0
ARCH CAP GROUP LTD ORD G0450A105 10,997 368,900 SH   DFND 4 368,900 0 0
ARCH COAL INC CL A 039380407 10,948 122,466 SH   DFND 4 122,466 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,115 22,178 SH   DFND 1 22,178 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,457 28,975 SH   DFND 2 28,975 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 42 840 SH   DFND 3 840 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 20,661 411,000 SH   DFND 4 411,000 0 0
ARCHROCK INC COM 03957W106 1,011 82,900 SH   DFND 3 82,900 0 0
ARCHROCK INC COM 03957W106 51 4,200 SH   DFND 4 4,200 0 0
ARCONIC INC COM 03965L100 471 21,415 SH   DFND 2 21,415 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 209 33,477 SH   DFND 1 33,477 0 0
ARDELYX INC COM 039697107 811 186,400 SH   DFND 4 186,400 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,037 313,404 SH   DFND 4 313,404 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 346 7,512 SH   DFND 1 7,512 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,738 59,500 SH   DFND 4 59,500 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 4,433 191,075 SH   DFND 2 191,075 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 3,595 154,945 SH   DFND 3 154,945 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 712 11,300 SH   DFND 4 11,300 0 0
ARISTA NETWORKS INC COM 040413106 259 973 SH   DFND 1 973 0 0
ARISTA NETWORKS INC COM 040413106 221 830 SH   DFND 4 830 0 0
ARMSTRONG FLOORING INC COM 04238R106 4,537 250,636 SH   DFND 4 250,636 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,696 38,726 SH   DFND 1 38,726 0 0
ARQULE INC COM 04269E107 222 39,223 SH   DFND 1 39,223 0 0
ARRAY BIOPHARMA INC COM 04269X105 416 27,329 SH   DFND 1 27,329 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,474 97,000 SH   DFND 4 97,000 0 0
ARRIS INTL INC SHS G0551A103 749 28,813 SH   DFND 1 28,813 0 0
ARROW ELECTRS INC COM 042735100 278 3,764 SH   DFND 1 3,764 0 0
ARROW ELECTRS INC COM 042735100 15 200 SH   DFND 4 200 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 322 16,785 SH   DFND 1 16,785 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,826 56,372 SH   DFND 1 56,372 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,767 69,328 SH   DFND 1 69,328 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 10,814 157,300 SH   DFND 4 157,300 0 0
ASGN INC COM 00191U102 158 2,000 SH   DFND 4 2,000 0 0
ASGN INC COM 00191U102 2,267 28,717 SH   DFND 1 28,717 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 294 3,515 SH   DFND 1 3,515 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 25,842 618,229 SH   DFND 3 618,229 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,738 161,197 SH   DFND 1 161,197 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,149 71,541 SH   DFND 1 71,541 0 0
ASPEN TECHNOLOGY INC COM 045327103 28,033 246,100 SH   DFND 4 246,100 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 213 5,742 SH   DFND 1 5,742 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 1,125 30,300 SH   DFND 4 30,300 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 239 40,624 SH   DFND 3 40,624 0 0
ASSOCIATED BANC CORP COM 045487105 721 27,738 SH   DFND 1 27,738 0 0
ASSURANT INC COM 04621X108 1,496 13,861 SH   DFND 1 13,861 0 0
ASSURANT INC COM 04621X108 464 4,300 SH   DFND 4 4,300 0 0
ASSURED GUARANTY LTD COM G0585R106 5,549 131,384 SH   DFND 1 131,384 0 0
ASSURED GUARANTY LTD COM G0585R106 84,056 1,990,436 SH   DFND 4 1,990,436 0 0
AT HOME GROUP INC COM 04650Y100 463 14,670 SH   DFND 1 14,670 0 0
AT HOME GROUP INC COM 04650Y100 1,955 62,000 SH   DFND 4 62,000 0 0
AT&T INC COM 00206R102 6,040 179,870 SH   DFND 1 179,870 0 0
AT&T INC COM 00206R102 12,649 376,675 SH   DFND 2 376,675 0 0
AT&T INC COM 00206R102 3,315 98,732 SH   DFND 3 98,732 0 0
AT&T INC COM 00206R102 48,599 1,447,248 SH   DFND 4 1,447,248 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 277 6,702 SH   DFND 1 6,702 0 0
ATHENAHEALTH INC COM 04685W103 10,921 81,749 SH   DFND 1 81,749 0 0
ATHENAHEALTH INC COM 04685W103 3,295 24,660 SH   DFND 3 24,660 0 0
ATHENAHEALTH INC COM 04685W103 1,576 11,800 SH   DFND 4 11,800 0 0
ATHENE HLDG LTD CL A G0684D107 2,122 41,083 SH   DFND 1 41,083 0 0
ATHENE HLDG LTD CL A G0684D107 81,353 1,574,781 SH   DFND 4 1,574,781 0 0
ATHENEX INC COM 04685N103 201 12,949 SH   DFND 1 12,949 0 0
ATKORE INTL GROUP INC COM 047649108 157 5,907 SH   DFND 1 5,907 0 0
ATKORE INTL GROUP INC COM 047649108 31,544 1,188,990 SH   DFND 4 1,188,990 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,312 596,160 SH   DFND 4 596,160 0 0
ATLANTICA YIELD PLC SHS G0751N103 20,641 1,002,967 SH   DFND 4 1,002,967 0 0
ATLASSIAN CORP PLC CL A G06242104 684 7,108 SH   DFND 1 7,108 0 0
ATLASSIAN CORP PLC CL A G06242104 433 4,500 SH   DFND 4 4,500 0 0
ATMOS ENERGY CORP COM 049560105 1,411 15,017 SH   DFND 1 15,017 0 0
ATMOS ENERGY CORP COM 049560105 433 4,615 SH   DFND 2 4,615 0 0
ATMOS ENERGY CORP COM 049560105 75 800 SH   DFND 4 800 0 0
ATN INTL INC COM 00215F107 446 6,041 SH   DFND 1 6,041 0 0
ATRICURE INC COM 04963C209 7,475 213,402 SH   DFND 3 213,402 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 383 57,700 SH   DFND 4 57,700 0 0
AUTODESK INC COM 052769106 2,844 18,215 SH   DFND 1 18,215 0 0
AUTODESK INC COM 052769106 1,780 11,400 SH   DFND 2 11,400 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 12,487 161,316 SH   DFND 4 161,316 0 0
AUTOLIV INC COM 052800109 407 4,700 SH   DFND 4 4,700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 15,851 105,208 SH   DFND 1 105,208 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,442 22,844 SH   DFND 2 22,844 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 110 727 SH   DFND 3 727 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,160 7,700 SH   DFND 4 7,700 0 0
AUTONATION INC COM 05329W102 29 700 SH   DFND 4 700 0 0
AUTONATION INC COM 05329W102 4,826 116,129 SH   DFND 1 116,129 0 0
AUTONATION INC COM 05329W102 135 3,253 SH   DFND 2 3,253 0 0
AUTOZONE INC COM 053332102 1,451 1,870 SH   DFND 4 1,870 0 0
AUTOZONE INC COM 053332102 7,916 10,204 SH   DFND 1 10,204 0 0
AUTOZONE INC COM 053332102 3,934 5,071 SH   DFND 2 5,071 0 0
AVALONBAY CMNTYS INC COM 053484101 1,721 9,500 SH   DFND 2 9,500 0 0
AVALONBAY CMNTYS INC COM 053484101 735 4,057 SH   DFND 3 4,057 0 0
AVANGRID INC COM 05351W103 5,286 110,271 SH   DFND 1 110,271 0 0
AVANGRID INC COM 05351W103 9,784 204,128 SH   DFND 4 204,128 0 0
AVANOS MED INC COM 05350V106 1,360 19,858 SH   DFND 1 19,858 0 0
AVAYA HLDGS CORP COM 05351X101 7,547 340,861 SH   DFND 1 340,861 0 0
AVAYA HLDGS CORP COM 05351X101 16,654 752,197 SH   DFND 4 752,197 0 0
AVERY DENNISON CORP COM 053611109 520 4,800 SH   DFND 4 4,800 0 0
AVERY DENNISON CORP COM 053611109 4,579 42,261 SH   DFND 1 42,261 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 2,685 3,000,000 PRN   DFND 3 3,000,000 0 0
AVIS BUDGET GROUP COM 053774105 309 9,600 SH   DFND 4 9,600 0 0
AVNET INC COM 053807103 5,010 111,897 SH   DFND 1 111,897 0 0
AVROBIO INC COM 05455M100 329 6,348 SH   DFND 1 6,348 0 0
AVX CORP NEW COM 002444107 11,039 611,601 SH   DFND 4 611,601 0 0
AXALTA COATING SYS LTD COM G0750C108 342 11,751 SH   DFND 1 11,751 0 0
AXALTA COATING SYS LTD COM G0750C108 991 33,982 SH   DFND 2 33,982 0 0
AXALTA COATING SYS LTD COM G0750C108 6,587 225,899 SH   DFND 3 225,899 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 5,024 87,059 SH   DFND 1 87,059 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 744 12,900 SH   DFND 4 12,900 0 0
AXOGEN INC COM 05463X106 8,288 224,913 SH   DFND 3 224,913 0 0
AXON ENTERPRISE INC COM 05464C101 1,699 24,821 SH   DFND 1 24,821 0 0
AXON ENTERPRISE INC COM 05464C101 34 500 SH   DFND 4 500 0 0
BAIDU INC SPON ADR REP A 056752108 85,650 374,540 SH   DFND 4 374,540 0 0
BAIDU INC SPON ADR REP A 056752108 8,496 37,154 SH   DFND 3 37,154 0 0
BAKER HUGHES A GE CO CL A 05722G100 351 10,374 SH   DFND 1 10,374 0 0
BALCHEM CORP COM 057665200 2,518 22,464 SH   DFND 1 22,464 0 0
BALL CORP COM 058498106 565 12,832 SH   DFND 1 12,832 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 49,645 7,012,059 SH   DFND 4 7,012,059 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 64,098 7,275,556 SH   DFND 4 7,275,556 0 0
BANCO SANTANDER S A SPONSORED ADR B 05969B103 884 113,944 SH   DFND 3 113,944 0 0
BANDWIDTH INC COM CL A 05988J103 348 6,500 SH   DFND 4 6,500 0 0
BANK AMER CORP COM 060505104 29,460 1,000,000 SH Call DFND 2 1,000,000 0 0
BANK AMER CORP COM 060505104 21 700 SH   DFND 4 700 0 0
BANK AMER CORP COM 060505104 14,988 508,761 SH   DFND 2 508,761 0 0
BANK AMER CORP COM 060505104 2,946 100,000 SH Call DFND 3 100,000 0 0
BANK HAWAII CORP COM 062540109 817 10,351 SH   DFND 1 10,351 0 0
BANK MONTREAL QUE COM 063671101 59,847 726,100 SH   DFND 4 726,100 0 0
BANK N S HALIFAX COM 064149107 801 13,435 SH   DFND 1 13,435 0 0
BANK N S HALIFAX COM 064149107 17,160 288,100 SH   DFND 4 288,100 0 0
BANK NEW YORK MELLON CORP COM 064058100 7,266 142,500 SH   DFND 2 142,500 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,830 54,563 SH   DFND 1 54,563 0 0
BANKUNITED INC COM 06652K103 1,805 50,974 SH   DFND 1 50,974 0 0
BANKUNITED INC COM 06652K103 3,942 111,353 SH   DFND 4 111,353 0 0
BANNER CORP COM NEW 06652V208 3,042 48,921 SH   DFND 1 48,921 0 0
BANNER CORP COM NEW 06652V208 4,694 75,500 SH   DFND 4 75,500 0 0
BARNES & NOBLE ED INC COM 06777U101 535 92,949 SH   DFND 4 92,949 0 0
BARNES GROUP INC COM 067806109 7,448 104,856 SH   DFND 1 104,856 0 0
BARNES GROUP INC COM 067806109 43 600 SH   DFND 4 600 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 1,010 15,125 SH   DFND 1 15,125 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 9,553 143,053 SH   DFND 4 143,053 0 0
BARRICK GOLD CORP COM 067901108 6,266 565,528 SH   DFND 3 565,528 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 626 62,700 SH   DFND 4 62,700 0 0
BAUSCH HEALTH COS INC COM 071734107 5,888 229,383 SH   DFND 1 229,383 0 0
BAUSCH HEALTH COS INC COM 071734107 4,639 180,700 SH   DFND 4 180,700 0 0
BAXTER INTL INC COM 071813109 2,703 35,060 SH   DFND 4 35,060 0 0
BAXTER INTL INC COM 071813109 33,424 433,575 SH   DFND 3 433,575 0 0
BAXTER INTL INC COM 071813109 2,048 26,571 SH   DFND 2 26,571 0 0
BAXTER INTL INC COM 071813109 23,052 299,032 SH   DFND 1 299,032 0 0
BB&T CORP COM 054937107 1,993 41,064 SH   DFND 2 41,064 0 0
BB&T CORP COM 054937107 54 1,106 SH   DFND 3 1,106 0 0
BB&T CORP COM 054937107 14,312 294,850 SH   DFND 4 294,850 0 0
BB&T CORP COM 054937107 550 11,320 SH   DFND 1 11,320 0 0
BBX CAP CORP NEW CL A 05491N104 4,689 631,874 SH   DFND 4 631,874 0 0
BCE INC COM NEW 05534B760 14,643 361,366 SH   DFND 1 361,366 0 0
BCE INC COM NEW 05534B760 17,388 429,500 SH   DFND 4 429,500 0 0
BECTON DICKINSON & CO COM 075887109 2,294 8,790 SH   DFND 4 8,790 0 0
BECTON DICKINSON & CO COM 075887109 4,308 16,505 SH   DFND 1 16,505 0 0
BECTON DICKINSON & CO COM 075887109 26,803 102,695 SH   DFND 3 102,695 0 0
BED BATH & BEYOND INC COM 075896100 5,265 350,993 SH   DFND 1 350,993 0 0
BED BATH & BEYOND INC COM 075896100 6,337 422,435 SH   DFND 4 422,435 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 764 124,100 SH   DFND 4 124,100 0 0
BEMIS INC COM 081437105 4,989 102,658 SH   DFND 1 102,658 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,312 66,846 SH   DFND 2 66,846 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,421 20,650 SH   DFND 4 20,650 0 0
BERRY GLOBAL GROUP INC COM 08579W103 914 18,883 SH   DFND 1 18,883 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,747 36,100 SH   DFND 4 36,100 0 0
BERRY PETE CORP COM 08579X101 3,172 180,000 SH   DFND 2 180,000 0 0
BEST BUY INC COM 086516101 8,053 101,479 SH   DFND 1 101,479 0 0
BEST BUY INC COM 086516101 3,770 47,500 SH   DFND 2 47,500 0 0
BEST BUY INC COM 086516101 167,537 2,111,099 SH   DFND 4 2,111,099 0 0
BGC PARTNERS INC CL A 05541T101 2,078 175,834 SH   DFND 1 175,834 0 0
BIG LOTS INC COM 089302103 2,117 50,649 SH   DFND 1 50,649 0 0
BIG LOTS INC COM 089302103 10,606 253,800 SH   DFND 4 253,800 0 0
BIO RAD LABS INC CL A 090572207 13,490 43,101 SH   DFND 1 43,101 0 0
BIO RAD LABS INC CL A 090572207 748 2,390 SH   DFND 4 2,390 0 0
BIO TECHNE CORP COM 09073M104 12,859 63,000 SH   DFND 1 63,000 0 0
BIO TECHNE CORP COM 09073M104 347 1,700 SH   DFND 4 1,700 0 0
BIOGEN INC COM 09062X103 5,019 14,205 SH   DFND 1 14,205 0 0
BIOGEN INC COM 09062X103 15,589 44,122 SH   DFND 2 44,122 0 0
BIOGEN INC COM 09062X103 103,825 293,865 SH   DFND 4 293,865 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,216 22,847 SH   DFND 3 22,847 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 533 5,500 SH   DFND 4 5,500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,048 52,060 SH   DFND 2 52,060 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 851 8,775 SH   DFND 1 8,775 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,555 10,950,000 PRN   DFND 3 10,950,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 3,616 3,020,000 PRN   DFND 3 3,020,000 0 0
BIOSCRIP INC COM 09069N108 55 17,800 SH   DFND 4 17,800 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,998 34,163 SH   DFND 4 34,163 0 0
BJS RESTAURANTS INC COM 09180C106 232 3,208 SH   DFND 1 3,208 0 0
BJS RESTAURANTS INC COM 09180C106 7,336 101,600 SH   DFND 4 101,600 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 152 5,702 SH   DFND 1 5,702 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 4,053 151,334 SH   DFND 2 151,334 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 10,481 391,345 SH   DFND 3 391,345 0 0
BLACK HILLS CORP COM 092113109 1,958 33,700 SH   DFND 4 33,700 0 0
BLACK HILLS CORP COM 092113109 3,473 59,779 SH   DFND 1 59,779 0 0
BLACK KNIGHT INC COM 09215C105 1,107 21,300 SH   DFND 4 21,300 0 0
BLACK KNIGHT INC COM 09215C105 12,886 248,063 SH   DFND 1 248,063 0 0
BLACKBAUD INC COM 09227Q100 3,271 32,239 SH   DFND 1 32,239 0 0
BLACKBERRY LTD COM 09228F103 2,003 176,033 SH   DFND 1 176,033 0 0
BLACKLINE INC COM 09239B109 307 5,452 SH   DFND 1 5,452 0 0
BLACKROCK INC COM 09247X101 702 1,489 SH   DFND 1 1,489 0 0
BLACKROCK INC COM 09247X101 3,025 6,417 SH   DFND 2 6,417 0 0
BLACKROCK INC COM 09247X101 19 40 SH   DFND 4 40 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 13,153 345,407 SH   DFND 2 345,407 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 8,652 227,208 SH   DFND 3 227,208 0 0
BLINK CHARGING CO COM 09354A100 143 58,500 SH   DFND 4 58,500 0 0
BLOCK H & R INC COM 093671105 13,138 510,186 SH   DFND 1 510,186 0 0
BLOCK H & R INC COM 093671105 323 12,531 SH   DFND 2 12,531 0 0
BLOCK H & R INC COM 093671105 2,178 84,600 SH   DFND 4 84,600 0 0
BLOOMIN BRANDS INC COM 094235108 5,911 298,666 SH   DFND 1 298,666 0 0
BLOOMIN BRANDS INC COM 094235108 10,404 525,684 SH   DFND 3 525,684 0 0
BLOOMIN BRANDS INC COM 094235108 10,770 544,190 SH   DFND 4 544,190 0 0
BLUCORA INC COM 095229100 1,565 38,880 SH   DFND 4 38,880 0 0
BLUEBIRD BIO INC COM 09609G100 614 4,209 SH   DFND 1 4,209 0 0
BLUEBIRD BIO INC COM 09609G100 277 1,900 SH   DFND 4 1,900 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,406 18,005 SH   DFND 1 18,005 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 70 900 SH   DFND 4 900 0 0
BMC STK HLDGS INC COM 05591B109 2,821 151,280 SH   DFND 4 151,280 0 0
BMC STK HLDGS INC COM 05591B109 141 7,563 SH   DFND 1 7,563 0 0
BOEING CO COM 097023105 149,276 401,388 SH   DFND 4 401,388 0 0
BOEING CO COM 097023105 10,867 29,220 SH   DFND 2 29,220 0 0
BOEING CO COM 097023105 9,946 26,743 SH   DFND 1 26,743 0 0
BOINGO WIRELESS INC COM 09739C102 344 9,843 SH   DFND 1 9,843 0 0
BOISE CASCADE CO DEL COM 09739D100 3,737 101,528 SH   DFND 1 101,528 0 0
BOISE CASCADE CO DEL COM 09739D100 3,062 83,206 SH   DFND 4 83,206 0 0
BOJANGLES INC COM 097488100 271 17,265 SH   DFND 1 17,265 0 0
BOJANGLES INC COM 097488100 168 10,700 SH   DFND 4 10,700 0 0
BOK FINL CORP COM NEW 05561Q201 224 2,300 SH   DFND 4 2,300 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 6,757 226,900 SH   DFND 4 226,900 0 0
BOOKING HLDGS INC COM 09857L108 4,910 2,475 SH   DFND 2 2,475 0 0
BOOKING HLDGS INC COM 09857L108 7,753 3,908 SH   DFND 3 3,908 0 0
BOOKING HLDGS INC COM 09857L108 4,133 2,083 SH   DFND 1 2,083 0 0
BOOKING HLDGS INC COM 09857L108 128,047 64,540 SH   DFND 4 64,540 0 0
BOOT BARN HLDGS INC COM 099406100 355 12,500 SH   DFND 4 12,500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 16,518 332,820 SH   DFND 1 332,820 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 25 500 SH   DFND 3 500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 35 700 SH   DFND 4 700 0 0
BOSTON BEER INC CL A 100557107 6,061 21,079 SH   DFND 1 21,079 0 0
BOSTON BEER INC CL A 100557107 15,781 54,890 SH   DFND 4 54,890 0 0
BOSTON PROPERTIES INC COM 101121101 982 7,980 SH   DFND 2 7,980 0 0
BOSTON PROPERTIES INC COM 101121101 41 334 SH   DFND 3 334 0 0
BOSTON PROPERTIES INC COM 101121101 98 800 SH   DFND 4 800 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,292 111,463 SH   DFND 1 111,463 0 0
BOSTON SCIENTIFIC CORP COM 101137107 22,769 591,400 SH   DFND 4 591,400 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,795 72,590 SH   DFND 2 72,590 0 0
BOTTOMLINE TECH DEL INC COM 101388106 4,994 68,677 SH   DFND 1 68,677 0 0
BOTTOMLINE TECH DEL INC COM 101388106 29 400 SH   DFND 4 400 0 0
BOX INC CL A 10316T104 282 11,792 SH   DFND 1 11,792 0 0
BOX INC CL A 10316T104 1,212 50,700 SH   DFND 4 50,700 0 0
BOYD GAMING CORP COM 103304101 3,845 113,607 SH   DFND 1 113,607 0 0
BOYD GAMING CORP COM 103304101 11,831 349,500 SH   DFND 4 349,500 0 0
BRADY CORP CL A 104674106 18,453 421,782 SH   DFND 1 421,782 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 6,660 56,518 SH   DFND 1 56,518 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 35 300 SH   DFND 4 300 0 0
BRIGHTHOUSE FINL INC COM 10922N103 4,499 101,702 SH   DFND 1 101,702 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 4,660 375,806 SH   DFND 3 375,806 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 750 60,470 SH   DFND 4 60,470 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 1,253 78,084 SH   DFND 1 78,084 0 0
BRINKER INTL INC COM 109641100 4,280 91,595 SH   DFND 1 91,595 0 0
BRINKER INTL INC COM 109641100 1,042 22,300 SH   DFND 4 22,300 0 0
BRINKS CO COM 109696104 307 4,400 SH   DFND 4 4,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 10,869 175,087 SH   DFND 1 175,087 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,223 68,028 SH   DFND 2 68,028 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 97,670 1,573,299 SH   DFND 4 1,573,299 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 246 14,028 SH   DFND 2 14,028 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 4,978 284,300 SH   DFND 4 284,300 0 0
BROADCOM INC COM 11135F101 1,992 8,072 SH   DFND 1 8,072 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 40 300 SH   DFND 4 300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 14,701 111,415 SH   DFND 1 111,415 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 40,396 1,933,300 SH Call DFND 3 1,933,300 0 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 4,691 224,108 SH   DFND 3 224,108 0 0
BROWN & BROWN INC COM 115236101 5,288 178,808 SH   DFND 1 178,808 0 0
BROWN & BROWN INC COM 115236101 86 2,900 SH   DFND 4 2,900 0 0
BROWN FORMAN CORP CL B 115637209 3,458 68,405 SH   DFND 1 68,405 0 0
BRP INC COM SUN VTG 05577W200 38,597 823,401 SH   DFND 4 823,401 0 0
BRUKER CORP COM 116794108 15,378 459,727 SH   DFND 1 459,727 0 0
BRUKER CORP COM 116794108 64 1,900 SH   DFND 4 1,900 0 0
BRUNSWICK CORP COM 117043109 4,389 65,487 SH   DFND 1 65,487 0 0
BRUNSWICK CORP COM 117043109 5,945 88,700 SH   DFND 4 88,700 0 0
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BUCKLE INC COM 118440106 171 7,400 SH   DFND 4 7,400 0 0
BUILD A BEAR WORKSHOP COM 120076104 215 23,767 SH   DFND 4 23,767 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 827 56,332 SH   DFND 1 56,332 0 0
BUNGE LIMITED COM G16962105 7,010 102,017 SH   DFND 3 102,017 0 0
BUNGE LIMITED COM G16962105 625 9,100 SH   DFND 4 9,100 0 0
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BWX TECHNOLOGIES INC COM 05605H100 9,018 144,200 SH   DFND 4 144,200 0 0
BWX TECHNOLOGIES INC COM 05605H100 2,358 37,693 SH   DFND 1 37,693 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,187 73,400 SH   DFND 4 73,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 56 574 SH   DFND 3 574 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,326 23,750 SH   DFND 2 23,750 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,542 46,389 SH   DFND 1 46,389 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 471 22,632 SH   DFND 1 22,632 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 2,384 114,623 SH   DFND 4 114,623 0 0
CA INC COM 12673P105 10,634 240,873 SH   DFND 1 240,873 0 0
CA INC COM 12673P105 666 15,093 SH   DFND 2 15,093 0 0
CA INC COM 12673P105 40,900 926,389 SH   DFND 3 926,389 0 0
CABLE ONE INC COM 12685J105 808 914 SH   DFND 1 914 0 0
CABLE ONE INC COM 12685J105 4,489 5,080 SH   DFND 4 5,080 0 0
CABOT CORP COM 127055101 201 3,200 SH   DFND 4 3,200 0 0
CABOT CORP COM 127055101 5,312 84,688 SH   DFND 1 84,688 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 3,333 32,310 SH   DFND 1 32,310 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 121 1,170 SH   DFND 4 1,170 0 0
CABOT OIL & GAS CORP COM 127097103 1,595 70,831 SH   DFND 1 70,831 0 0
CABOT OIL & GAS CORP COM 127097103 529 23,500 SH   DFND 2 23,500 0 0
CABOT OIL & GAS CORP COM 127097103 356 15,803 SH   DFND 3 15,803 0 0
CACI INTL INC CL A 127190304 15,486 84,097 SH   DFND 1 84,097 0 0
CACI INTL INC CL A 127190304 10,736 58,300 SH   DFND 4 58,300 0 0
CADENCE BANCORPORATION CL A 12739A100 2,932 112,247 SH   DFND 1 112,247 0 0
CADENCE BANCORPORATION CL A 12739A100 6,269 240,000 SH   DFND 4 240,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 108,870 2,402,259 SH   DFND 4 2,402,259 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 10,332 227,979 SH   DFND 1 227,979 0 0
CAE INC COM 124765108 1,140 56,200 SH   DFND 4 56,200 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 4,905 3,000,000 PRN   DFND 3 3,000,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 7,677 158,945 SH   DFND 1 158,945 0 0
CAL MAINE FOODS INC COM NEW 128030202 8,153 168,800 SH   DFND 4 168,800 0 0
CALAMP CORP COM 128126109 137 5,700 SH   DFND 4 5,700 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 2,112 2,000,000 PRN   DFND 3 2,000,000 0 0
CALAVO GROWERS INC COM 128246105 627 6,490 SH   DFND 1 6,490 0 0
CALERES INC COM 129500104 388 10,811 SH   DFND 1 10,811 0 0
CALERES INC COM 129500104 541 15,100 SH   DFND 4 15,100 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 787 16,221 SH   DFND 4 16,221 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 3,932 748,882 SH   DFND 4 748,882 0 0
CALLAWAY GOLF CO COM 131193104 3,546 146,016 SH   DFND 1 146,016 0 0
CALLON PETE CO DEL COM 13123X102 612 51,061 SH   DFND 1 51,061 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 209 17,669 SH   DFND 4 17,669 0 0
CAMBREX CORP COM 132011107 9,107 133,141 SH   DFND 1 133,141 0 0
CAMECO CORP COM 13321L108 5,423 475,684 SH   DFND 1 475,684 0 0
CAMPBELL SOUP CO COM 134429109 691 18,857 SH   DFND 1 18,857 0 0
CAMPBELL SOUP CO COM 134429109 185 5,063 SH   DFND 3 5,063 0 0
CAMPBELL SOUP CO COM 134429109 4,449 121,450 SH   DFND 4 121,450 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 727 11,275 SH   DFND 1 11,275 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 3,130 48,500 SH   DFND 4 48,500 0 0
CANADIAN NAT RES LTD COM 136385101 4,357 133,397 SH   DFND 1 133,397 0 0
CANADIAN NATL RY CO COM 136375102 6,123 68,300 SH   DFND 4 68,300 0 0
CANADIAN NATL RY CO COM 136375102 4,809 53,552 SH   DFND 1 53,552 0 0
CANADIAN PAC RY LTD COM 13645T100 3,613 17,048 SH   DFND 1 17,048 0 0
CANADIAN PAC RY LTD COM 13645T100 34,084 161,200 SH   DFND 4 161,200 0 0
CANADIAN SOLAR INC COM 136635109 1,011 69,693 SH   DFND 3 69,693 0 0
CANOPY GROWTH CORP COM 138035100 639 13,127 SH   DFND 1 13,127 0 0
CANTEL MEDICAL CORP COM 138098108 7,961 86,475 SH   DFND 1 86,475 0 0
CANTEL MEDICAL CORP COM 138098108 2,587 28,100 SH   DFND 4 28,100 0 0
CAPITAL ONE FINL CORP COM 14040H105 481 5,063 SH   DFND 1 5,063 0 0
CAPITAL ONE FINL CORP COM 14040H105 4,389 46,239 SH   DFND 2 46,239 0 0
CAPITAL ONE FINL CORP COM 14040H105 73,884 778,300 SH   DFND 4 778,300 0 0
CARA THERAPEUTICS INC COM 140755109 330 13,778 SH   DFND 1 13,778 0 0
CARBONITE INC COM 141337105 1,276 35,800 SH   DFND 4 35,800 0 0
CARBONITE INC COM 141337105 217 6,094 SH   DFND 1 6,094 0 0
CARDINAL HEALTH INC COM 14149Y108 23 422 SH   DFND 3 422 0 0
CARDINAL HEALTH INC COM 14149Y108 23,282 431,140 SH   DFND 1 431,140 0 0
CARDINAL HEALTH INC COM 14149Y108 898 16,625 SH   DFND 2 16,625 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 376 9,604 SH   DFND 1 9,604 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 7,816 199,700 SH   DFND 4 199,700 0 0
CARDTRONICS PLC SHS CL A G1991C105 861 27,202 SH   DFND 1 27,202 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,481 46,800 SH   DFND 4 46,800 0 0
CARE COM INC COM 141633107 225 10,186 SH   DFND 1 10,186 0 0
CARE COM INC COM 141633107 10,492 474,526 SH   DFND 4 474,526 0 0
CAREER EDUCATION CORP COM 141665109 185 12,385 SH   DFND 1 12,385 0 0
CARLISLE COS INC COM 142339100 73 600 SH   DFND 4 600 0 0
CARLISLE COS INC COM 142339100 829 6,804 SH   DFND 1 6,804 0 0
CARMAX INC COM 143130102 144 1,929 SH   DFND 1 1,929 0 0
CARMAX INC COM 143130102 747 10,000 SH   DFND 2 10,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 101,302 1,588,557 SH   DFND 3 1,588,557 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 14,342 224,900 SH   DFND 4 224,900 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,828 31,004 SH   DFND 1 31,004 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 83 1,400 SH   DFND 4 1,400 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 9,781 669,942 SH   DFND 4 669,942 0 0
CARS COM INC COM 14575E105 2,840 102,877 SH   DFND 1 102,877 0 0
CARS COM INC COM 14575E105 337 12,200 SH   DFND 4 12,200 0 0
CARTERS INC COM 146229109 3,936 39,922 SH   DFND 1 39,922 0 0
CARTERS INC COM 146229109 3,522 35,717 SH   DFND 4 35,717 0 0
CARVANA CO CL A 146869102 1,683 28,489 SH   DFND 4 28,489 0 0
CASA SYS INC COM 14713L102 1,843 124,988 SH   DFND 1 124,988 0 0
CATALENT INC COM 148806102 6,014 132,051 SH   DFND 1 132,051 0 0
CATALENT INC COM 148806102 2,533 55,600 SH   DFND 4 55,600 0 0
CATERPILLAR INC DEL COM 149123101 1,884 12,356 SH   DFND 1 12,356 0 0
CATERPILLAR INC DEL COM 149123101 4,768 31,267 SH   DFND 2 31,267 0 0
CATHAY GEN BANCORP COM 149150104 892 21,511 SH   DFND 1 21,511 0 0
CATHAY GEN BANCORP COM 149150104 15,834 382,100 SH   DFND 4 382,100 0 0
CATO CORP NEW CL A 149205106 4,784 227,599 SH   DFND 4 227,599 0 0
CBIZ INC COM 124805102 537 22,678 SH   DFND 1 22,678 0 0
CBL & ASSOC PPTYS INC COM 124830100 6,195 1,552,749 SH   DFND 4 1,552,749 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 529 5,508 SH   DFND 4 5,508 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 2,739 28,543 SH   DFND 1 28,543 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 593 6,175 SH   DFND 2 6,175 0 0
CBRE GROUP INC CL A 12504L109 31 700 SH   DFND 4 700 0 0
CBRE GROUP INC CL A 12504L109 254 5,754 SH   DFND 3 5,754 0 0
CBRE GROUP INC CL A 12504L109 800 18,149 SH   DFND 2 18,149 0 0
CBS CORP NEW CL B 124857202 732 12,739 SH   DFND 1 12,739 0 0
CBS CORP NEW CL B 124857202 1,064 18,525 SH   DFND 2 18,525 0 0
CBS CORP NEW CL B 124857202 3,447 60,000 SH   DFND 3 60,000 0 0
CBS CORP NEW CL B 124857202 18,235 317,400 SH   DFND 4 317,400 0 0
CDK GLOBAL INC COM 12508E101 13,190 210,839 SH   DFND 1 210,839 0 0
CDK GLOBAL INC COM 12508E101 231 3,700 SH   DFND 4 3,700 0 0
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CDW CORP COM 12514G108 3,005 33,802 SH   DFND 1 33,802 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 7,337 1,574,551 SH   DFND 4 1,574,551 0 0
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CELANESE CORP DEL COM 150870103 22,618 198,400 SH   DFND 4 198,400 0 0
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CELLDEX THERAPEUTICS INC NEW COM 15117B103 5 11,000 SH   DFND 4 11,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 4,568 4,500,000 PRN   DFND 3 4,500,000 0 0
CENOVUS ENERGY INC COM 15135U109 1,153 114,982 SH   DFND 1 114,982 0 0
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CENTENE CORP DEL COM 15135B101 3 18 SH   DFND 3 18 0 0
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CENTENE CORP DEL COM 15135B101 5,410 37,363 SH   DFND 1 37,363 0 0
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CENTERPOINT ENERGY INC COM 15189T107 47,224 1,707,903 SH   DFND 4 1,707,903 0 0
CENTERSTATE BK CORP COM 15201P109 2,500 89,125 SH   DFND 1 89,125 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 509 15,354 SH   DFND 1 15,354 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 19,662 743,930 SH   DFND 4 743,930 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 496 6,861 SH   DFND 4 6,861 0 0
CENTURY CASINOS INC COM 156492100 265 35,544 SH   DFND 4 35,544 0 0
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CENTURYLINK INC COM 156700106 379 17,875 SH   DFND 4 17,875 0 0
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CF INDS HLDGS INC COM 125269100 1,203 22,101 SH   DFND 1 22,101 0 0
CF INDS HLDGS INC COM 125269100 677 12,429 SH   DFND 2 12,429 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 16,903 1,280,544 SH   DFND 3 1,280,544 0 0
CHARLES RIV LABS INTL INC COM 159864107 11,190 83,170 SH   DFND 1 83,170 0 0
CHARLES RIV LABS INTL INC COM 159864107 713 5,300 SH   DFND 4 5,300 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 11,979 101,799 SH   DFND 1 101,799 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,251 27,630 SH   DFND 3 27,630 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 116,242 987,861 SH   DFND 4 987,861 0 0
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CHEESECAKE FACTORY INC COM 163072101 300 5,597 SH   DFND 4 5,597 0 0
CHEETAH MOBILE INC ADR 163075104 672 68,400 SH   DFND 4 68,400 0 0
CHEGG INC COM 163092109 623 21,889 SH   DFND 1 21,889 0 0
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CHEMOCENTRYX INC COM 16383L106 21 1,700 SH   DFND 4 1,700 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 4,425 63,680 SH   DFND 2 63,680 0 0
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CHICOS FAS INC COM 168615102 579 66,824 SH   DFND 1 66,824 0 0
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CHILDRENS PL INC COM 168905107 6,244 48,860 SH   DFND 1 48,860 0 0
CHIMERIX INC COM 16934W106 3,557 914,435 SH   DFND 4 914,435 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 90 1,124 SH   DFND 1 1,124 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 4,240 52,996 SH   DFND 3 52,996 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2,411 24,000 SH   DFND 4 24,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 700 1,541 SH   DFND 1 1,541 0 0
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CHOICE HOTELS INTL INC COM 169905106 5,287 63,470 SH   DFND 1 63,470 0 0
CHOICE HOTELS INTL INC COM 169905106 4,534 54,427 SH   DFND 4 54,427 0 0
CHUBB LIMITED COM H1467J104 3,272 24,486 SH   DFND 2 24,486 0 0
CHUBB LIMITED COM H1467J104 17 130 SH   DFND 3 130 0 0
CHUBB LIMITED COM H1467J104 6,420 48,040 SH   DFND 1 48,040 0 0
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CIENA CORP COM NEW 171779309 1,359 43,515 SH   DFND 1 43,515 0 0
CIENA CORP COM NEW 171779309 50 1,600 SH   DFND 4 1,600 0 0
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CIMAREX ENERGY CO COM 171798101 149 1,600 SH   DFND 4 1,600 0 0
CIMAREX ENERGY CO COM 171798101 825 8,875 SH   DFND 1 8,875 0 0
CIMPRESS N V SHS EURO N20146101 27 200 SH   DFND 4 200 0 0
CIMPRESS N V SHS EURO N20146101 1,939 14,193 SH   DFND 1 14,193 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 7,386 463,063 SH   DFND 4 463,063 0 0
CINCINNATI FINL CORP COM 172062101 8,474 110,328 SH   DFND 1 110,328 0 0
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CINEMARK HOLDINGS INC COM 17243V102 338 8,400 SH   DFND 4 8,400 0 0
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DIGITAL RLTY TR INC COM 253868103 34 300 SH   DFND 4 300 0 0
DILLARDS INC CL A 254067101 6,049 79,242 SH   DFND 1 79,242 0 0
DINE BRANDS GLOBAL INC COM 254423106 1,959 24,091 SH   DFND 4 24,091 0 0
DIODES INC COM 254543101 4,837 145,285 SH   DFND 4 145,285 0 0
DIPLOMAT PHARMACY INC COM 25456K101 9,386 483,565 SH   DFND 1 483,565 0 0
DISCOVER FINL SVCS COM 254709108 1,484 19,405 SH   DFND 2 19,405 0 0
DISCOVER FINL SVCS COM 254709108 31 409 SH   DFND 3 409 0 0
DISCOVER FINL SVCS COM 254709108 68,660 898,100 SH   DFND 4 898,100 0 0
DISCOVER FINL SVCS COM 254709108 2,719 35,571 SH   DFND 1 35,571 0 0
DISCOVERY INC COM SER A 25470F104 670 20,931 SH   DFND 1 20,931 0 0
DISCOVERY INC COM SER A 25470F104 18,191 568,479 SH   DFND 2 568,479 0 0
DISCOVERY INC COM SER A 25470F104 5,119 159,993 SH   DFND 3 159,993 0 0
DISH NETWORK CORP CL A 25470M109 1,890 52,847 SH   DFND 1 52,847 0 0
DISH NETWORK CORP CL A 25470M109 510 14,250 SH   DFND 2 14,250 0 0
DISH NETWORK CORP CL A 25470M109 275 7,700 SH   DFND 4 7,700 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 35,198 36,875,000 PRN   DFND 3 36,875,000 0 0
DISNEY WALT CO COM DISNEY 254687106 6,151 52,600 SH   DFND 4 52,600 0 0
DISNEY WALT CO COM DISNEY 254687106 412 3,526 SH   DFND 3 3,526 0 0
DISNEY WALT CO COM DISNEY 254687106 5,215 44,589 SH   DFND 1 44,589 0 0
DISNEY WALT CO COM DISNEY 254687106 22,174 189,620 SH   DFND 2 189,620 0 0
DOCUSIGN INC COM 256163106 545 10,367 SH   DFND 1 10,367 0 0
DOCUSIGN INC COM 256163106 590 11,220 SH   DFND 4 11,220 0 0
DOLBY LABORATORIES INC COM 25659T107 5,250 75,025 SH   DFND 1 75,025 0 0
DOLLAR GEN CORP NEW COM 256677105 7,168 65,589 SH   DFND 1 65,589 0 0
DOLLAR GEN CORP NEW COM 256677105 9,190 84,078 SH   DFND 2 84,078 0 0
DOLLAR GEN CORP NEW COM 256677105 6,093 55,746 SH   DFND 3 55,746 0 0
DOLLAR GEN CORP NEW COM 256677105 7,520 68,800 SH   DFND 4 68,800 0 0
DOLLAR TREE INC COM 256746108 6,266 76,832 SH   DFND 2 76,832 0 0
DOLLAR TREE INC COM 256746108 400 4,900 SH   DFND 4 4,900 0 0
DOMINION ENERGY INC COM 25746U109 2,439 34,700 SH   DFND 2 34,700 0 0
DOMINION ENERGY INC COM 25746U109 285 4,053 SH   DFND 3 4,053 0 0
DOMINION ENERGY INC COM 25746U109 7,091 100,900 SH   DFND 4 100,900 0 0
DOMINION ENERGY INC COM 25746U109 1,415 20,131 SH   DFND 1 20,131 0 0
DOMINOS PIZZA INC COM 25754A201 1,925 6,531 SH   DFND 1 6,531 0 0
DOMINOS PIZZA INC COM 25754A201 631 2,139 SH   DFND 2 2,139 0 0
DOMINOS PIZZA INC COM 25754A201 280 950 SH   DFND 4 950 0 0
DOMTAR CORP COM NEW 257559203 7,736 148,300 SH   DFND 1 148,300 0 0
DOMTAR CORP COM NEW 257559203 13,971 267,800 SH   DFND 4 267,800 0 0
DONALDSON INC COM 257651109 3,886 66,688 SH   DFND 1 66,688 0 0
DONNELLEY R R & SONS CO COM 257867200 320 59,200 SH   DFND 4 59,200 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,486 186,450 SH   DFND 4 186,450 0 0
DOVER CORP COM 260003108 274 3,092 SH   DFND 2 3,092 0 0
DOVER CORP COM 260003108 50 561 SH   DFND 3 561 0 0
DOVER CORP COM 260003108 6,221 70,271 SH   DFND 1 70,271 0 0
DOWDUPONT INC COM 26078J100 150 2,334 SH   DFND 1 2,334 0 0
DOWDUPONT INC COM 26078J100 5,681 88,349 SH   DFND 3 88,349 0 0
DRIL-QUIP INC COM 262037104 748 14,333 SH   DFND 1 14,333 0 0
DROPBOX INC CL A 26210C104 7,021 261,697 SH   DFND 1 261,697 0 0
DROPBOX INC CL A 26210C104 283 10,550 SH   DFND 4 10,550 0 0
DSW INC CL A 23334L102 10,083 297,603 SH   DFND 1 297,603 0 0
DSW INC CL A 23334L102 12,979 383,100 SH   DFND 4 383,100 0 0
DTE ENERGY CO COM 233331107 3,988 36,539 SH   DFND 1 36,539 0 0
DTE ENERGY CO COM 233331107 9,309 85,300 SH   DFND 4 85,300 0 0
DTE ENERGY CO COM 233331107 648 5,935 SH   DFND 2 5,935 0 0
DTE ENERGY CO COM 233331107 103 941 SH   DFND 3 941 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,824 47,794 SH   DFND 1 47,794 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,916 36,436 SH   DFND 2 36,436 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 404 5,047 SH   DFND 3 5,047 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,049 63,100 SH   DFND 4 63,100 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 15,191 106,593 SH   DFND 1 106,593 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 30,691 215,358 SH   DFND 3 215,358 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 342 2,400 SH   DFND 4 2,400 0 0
DUNKIN BRANDS GROUP INC COM 265504100 37 500 SH   DFND 4 500 0 0
DUNKIN BRANDS GROUP INC COM 265504100 4,048 54,902 SH   DFND 1 54,902 0 0
DXC TECHNOLOGY CO COM 23355L106 45,759 489,300 SH   DFND 4 489,300 0 0
DXC TECHNOLOGY CO COM 23355L106 5,973 63,866 SH   DFND 3 63,866 0 0
DXC TECHNOLOGY CO COM 23355L106 13,413 143,428 SH   DFND 1 143,428 0 0
DXC TECHNOLOGY CO COM 23355L106 679 7,264 SH   DFND 2 7,264 0 0
DYCOM INDS INC COM 267475101 2,115 25,000 SH   DFND 2 25,000 0 0
DYCOM INDS INC COM 267475101 423 5,000 SH   DFND 3 5,000 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 7,756 7,000,000 PRN   DFND 3 7,000,000 0 0
E L F BEAUTY INC COM 26856L103 800 62,833 SH   DFND 1 62,833 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 9,053 172,797 SH   DFND 2 172,797 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,592 68,549 SH   DFND 3 68,549 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 838 16,000 SH   DFND 4 16,000 0 0
EAGLE MATERIALS INC COM 26969P108 1,487 17,448 SH   DFND 1 17,448 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 14 200 SH   DFND 4 200 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 317 4,569 SH   DFND 1 4,569 0 0
EAST WEST BANCORP INC COM 27579R104 996 16,501 SH   DFND 1 16,501 0 0
EAST WEST BANCORP INC COM 27579R104 60 1,000 SH   DFND 4 1,000 0 0
EASTMAN CHEM CO COM 277432100 2,505 26,166 SH   DFND 1 26,166 0 0
EASTMAN CHEM CO COM 277432100 687 7,174 SH   DFND 2 7,174 0 0
EASTMAN CHEM CO COM 277432100 3,929 41,050 SH   DFND 4 41,050 0 0
EATON CORP PLC SHS G29183103 11,166 128,745 SH   DFND 1 128,745 0 0
EATON CORP PLC SHS G29183103 1,961 22,613 SH   DFND 2 22,613 0 0
EBAY INC COM 278642103 0 3 SH   DFND 3 3 0 0
EBAY INC COM 278642103 209,626 6,348,460 SH   DFND 4 6,348,460 0 0
EBAY INC COM 278642103 1,699 51,454 SH   DFND 2 51,454 0 0
EBAY INC COM 278642103 6,394 193,637 SH   DFND 1 193,637 0 0
EBIX INC COM NEW 278715206 190 2,400 SH   DFND 4 2,400 0 0
EBIX INC COM NEW 278715206 1,752 22,137 SH   DFND 1 22,137 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 22 722 SH   DFND 1 722 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 885 28,600 SH   DFND 4 28,600 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,046 1,000,000 PRN   DFND 3 1,000,000 0 0
ECHOSTAR CORP CL A 278768106 756 16,303 SH   DFND 1 16,303 0 0
ECHOSTAR CORP CL A 278768106 1,261 27,200 SH   DFND 4 27,200 0 0
ECOLAB INC COM 278865100 2,874 18,332 SH   DFND 1 18,332 0 0
ECOLAB INC COM 278865100 1,709 10,900 SH   DFND 4 10,900 0 0
ECOPETROL S A SPONSORED ADS 279158109 3,692 137,109 SH   DFND 4 137,109 0 0
EDGEWELL PERS CARE CO COM 28035Q102 927 20,047 SH   DFND 1 20,047 0 0
EDGEWELL PERS CARE CO COM 28035Q102 55 1,200 SH   DFND 4 1,200 0 0
EDGEWELL PERS CARE CO COM 28035Q102 238 5,149 SH   DFND 3 5,149 0 0
EDISON INTL COM 281020107 846 12,496 SH   DFND 1 12,496 0 0
EDISON INTL COM 281020107 1,148 16,957 SH   DFND 2 16,957 0 0
EDISON INTL COM 281020107 40 587 SH   DFND 3 587 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,762 61,818 SH   DFND 1 61,818 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,969 11,312 SH   DFND 2 11,312 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 15,401 88,464 SH   DFND 3 88,464 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,985 11,400 SH   DFND 4 11,400 0 0
EGAIN CORP COM NEW 28225C806 2,486 306,929 SH   DFND 4 306,929 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 6,460 569,198 SH   DFND 3 569,198 0 0
EL PASO ELEC CO COM NEW 283677854 8,253 144,274 SH   DFND 1 144,274 0 0
EL PASO ELEC CO COM NEW 283677854 7,110 124,300 SH   DFND 4 124,300 0 0
EL POLLO LOCO HLDGS INC COM 268603107 217 17,300 SH   DFND 4 17,300 0 0
EL POLLO LOCO HLDGS INC COM 268603107 186 14,812 SH   DFND 1 14,812 0 0
ELDORADO RESORTS INC COM 28470R102 1,422 29,257 SH   DFND 1 29,257 0 0
ELDORADO RESORTS INC COM 28470R102 384 7,900 SH   DFND 4 7,900 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 1,681 96,346 SH   DFND 4 96,346 0 0
ELECTRONIC ARTS INC COM 285512109 3,227 26,783 SH   DFND 1 26,783 0 0
ELECTRONIC ARTS INC COM 285512109 4,789 39,750 SH   DFND 2 39,750 0 0
ELECTRONIC ARTS INC COM 285512109 347 2,878 SH   DFND 3 2,878 0 0
ELECTRONIC ARTS INC COM 285512109 9,663 80,200 SH   DFND 4 80,200 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 624 18,315 SH   DFND 1 18,315 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 2,466 2,500,000 PRN   DFND 3 2,500,000 0 0
ELLIE MAE INC COM 28849P100 2,771 29,241 SH   DFND 1 29,241 0 0
ELLIS PERRY INTL INC COM 288853104 312 11,400 SH   DFND 4 11,400 0 0
EMCOR GROUP INC COM 29084Q100 8,806 117,239 SH   DFND 1 117,239 0 0
EMCOR GROUP INC COM 29084Q100 18,222 242,600 SH   DFND 4 242,600 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 969 58,777 SH   DFND 1 58,777 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 138 8,400 SH   DFND 4 8,400 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,652 70,672 SH   DFND 1 70,672 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 33,580 510,107 SH   DFND 4 510,107 0 0
EMERSON ELEC CO COM 291011104 46 600 SH   DFND 4 600 0 0
EMERSON ELEC CO COM 291011104 10,465 136,660 SH   DFND 1 136,660 0 0
EMERSON ELEC CO COM 291011104 11,738 153,284 SH   DFND 2 153,284 0 0
EMERSON ELEC CO COM 291011104 702 9,162 SH   DFND 3 9,162 0 0
EMPIRE ST RLTY TR INC CL A 292104106 9,611 578,600 SH   DFND 4 578,600 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,180 136,415 SH   DFND 4 136,415 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,190 47,616 SH   DFND 3 47,616 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,602 42,151 SH   DFND 1 42,151 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,245 26,266 SH   DFND 4 26,266 0 0
ENBRIDGE INC COM 29250N105 488 15,132 SH   DFND 1 15,132 0 0
ENCANA CORP COM 292505104 763 58,226 SH   DFND 1 58,226 0 0
ENCANA CORP COM 292505104 383 29,180 SH   DFND 2 29,180 0 0
ENCANA CORP COM 292505104 862 65,798 SH   DFND 3 65,798 0 0
ENCANA CORP COM 292505104 13,689 1,044,154 SH   DFND 4 1,044,154 0 0
ENCOMPASS HEALTH CORP COM 29261A100 390 5,000 SH   DFND 4 5,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 22,344 286,638 SH   DFND 1 286,638 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,071 1,135,000 PRN   DFND 3 1,135,000 0 0
ENCORE WIRE CORP COM 292562105 35 699 SH   DFND 1 699 0 0
ENCORE WIRE CORP COM 292562105 6,416 128,069 SH   DFND 4 128,069 0 0
ENDO INTL PLC SHS G30401106 4,519 268,498 SH   DFND 1 268,498 0 0
ENDO INTL PLC SHS G30401106 3,775 224,300 SH   DFND 4 224,300 0 0
ENDOCYTE INC COM 29269A102 306 17,250 SH   DFND 1 17,250 0 0
ENDOCYTE INC COM 29269A102 1,589 89,445 SH   DFND 2 89,445 0 0
ENDOCYTE INC COM 29269A102 996 56,118 SH   DFND 3 56,118 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 807 91,732 SH   DFND 1 91,732 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 2,553 290,123 SH   DFND 4 290,123 0 0
ENERGEN CORP COM 29265N108 860 9,988 SH   DFND 1 9,988 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,235 21,066 SH   DFND 1 21,066 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 9,613 163,900 SH   DFND 4 163,900 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 2,757 158,148 SH   DFND 3 158,148 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 4,139 237,451 SH   DFND 2 237,451 0 0
ENERPLUS CORP COM 292766102 1,246 100,994 SH   DFND 1 100,994 0 0
ENERSYS COM 29275Y102 8,119 93,186 SH   DFND 1 93,186 0 0
ENERSYS COM 29275Y102 3,883 44,563 SH   DFND 4 44,563 0 0
ENGILITY HLDGS INC NEW COM 29286C107 158 4,394 SH   DFND 1 4,394 0 0
ENGILITY HLDGS INC NEW COM 29286C107 335 9,300 SH   DFND 4 9,300 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 832 50,557 SH   DFND 1 50,557 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 64 3,900 SH   DFND 4 3,900 0 0
ENPRO INDS INC COM 29355X107 66 900 SH   DFND 4 900 0 0
ENPRO INDS INC COM 29355X107 2,996 41,073 SH   DFND 1 41,073 0 0
ENTEGRIS INC COM 29362U104 2,518 86,968 SH   DFND 1 86,968 0 0
ENTEGRIS INC COM 29362U104 365 12,600 SH   DFND 4 12,600 0 0
ENTERGY CORP NEW COM 29364G103 1,164 14,346 SH   DFND 1 14,346 0 0
ENTERGY CORP NEW COM 29364G103 447 5,504 SH   DFND 2 5,504 0 0
ENTERGY CORP NEW COM 29364G103 975 12,014 SH   DFND 3 12,014 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 4,103 142,809 SH   DFND 2 142,809 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 206 42,120 SH   DFND 4 42,120 0 0
ENVESTNET INC COM 29404K106 1,144 18,771 SH   DFND 1 18,771 0 0
ENVESTNET INC COM 29404K106 146 2,400 SH   DFND 4 2,400 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 4,420 4,000,000 PRN   DFND 3 4,000,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 41,344 904,098 SH   DFND 3 904,098 0 0
ENVISION HEALTHCARE CORP COM 29414D100 12,712 277,978 SH   DFND 1 277,978 0 0
EOG RES INC COM 26875P101 2,284 17,900 SH   DFND 4 17,900 0 0
EOG RES INC COM 26875P101 1,109 8,692 SH   DFND 3 8,692 0 0
EOG RES INC COM 26875P101 3,181 24,933 SH   DFND 1 24,933 0 0
EOG RES INC COM 26875P101 3,818 29,925 SH   DFND 2 29,925 0 0
EPAM SYS INC COM 29414B104 2,925 21,240 SH   DFND 1 21,240 0 0
EPAM SYS INC COM 29414B104 96 700 SH   DFND 4 700 0 0
EPLUS INC COM 294268107 1,075 11,600 SH   DFND 4 11,600 0 0
EQT CORP COM 26884L109 566 12,808 SH   DFND 2 12,808 0 0
EQT CORP COM 26884L109 652 14,735 SH   DFND 3 14,735 0 0
EQT CORP COM 26884L109 133 3,000 SH   DFND 4 3,000 0 0
EQUIFAX INC COM 294429105 26 200 SH   DFND 4 200 0 0
EQUIFAX INC COM 294429105 831 6,365 SH   DFND 2 6,365 0 0
EQUIFAX INC COM 294429105 8,641 66,178 SH   DFND 1 66,178 0 0
EQUINIX INC COM PAR $0.001 29444U700 32 74 SH   DFND 3 74 0 0
EQUINIX INC COM PAR $0.001 29444U700 64,823 149,745 SH   DFND 4 149,745 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,791 4,137 SH   DFND 2 4,137 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 14,175 441,733 SH   DFND 4 441,733 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 21,335 221,200 SH   DFND 4 221,200 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,353 20,425 SH   DFND 2 20,425 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13 194 SH   DFND 3 194 0 0
EROS INTL PLC SHS NEW G3788M114 594 49,262 SH   DFND 1 49,262 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 6,370 143,568 SH   DFND 3 143,568 0 0
ESSENDANT INC COM 296689102 7,826 610,491 SH   DFND 4 610,491 0 0
ESSENT GROUP LTD COM G3198U102 1,794 40,540 SH   DFND 1 40,540 0 0
ESSENT GROUP LTD COM G3198U102 58,984 1,332,981 SH   DFND 4 1,332,981 0 0
ESSEX PPTY TR INC COM 297178105 8 31 SH   DFND 3 31 0 0
ESSEX PPTY TR INC COM 297178105 4,873 19,750 SH   DFND 4 19,750 0 0
ESSEX PPTY TR INC COM 297178105 1,055 4,275 SH   DFND 2 4,275 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,243 59,900 SH   DFND 4 59,900 0 0
ETSY INC COM 29786A106 966 18,797 SH   DFND 1 18,797 0 0
ETSY INC COM 29786A106 2,163 42,100 SH   DFND 4 42,100 0 0
EURONET WORLDWIDE INC COM 298736109 12,275 122,478 SH   DFND 1 122,478 0 0
EURONET WORLDWIDE INC COM 298736109 50 500 SH   DFND 4 500 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 7,696 5,525,000 PRN   DFND 3 5,525,000 0 0
EVERCORE INC CLASS A 29977A105 14,801 147,200 SH   DFND 4 147,200 0 0
EVERCORE INC CLASS A 29977A105 704 7,004 SH   DFND 1 7,004 0 0
EVEREST RE GROUP LTD COM G3223R108 5,632 24,650 SH   DFND 4 24,650 0 0
EVEREST RE GROUP LTD COM G3223R108 928 4,062 SH   DFND 1 4,062 0 0
EVEREST RE GROUP LTD COM G3223R108 138 605 SH   DFND 3 605 0 0
EVERGY INC COM 30034W106 5,559 101,208 SH   DFND 1 101,208 0 0
EVERGY INC COM 30034W106 353 6,435 SH   DFND 2 6,435 0 0
EVERGY INC COM 30034W106 5 86 SH   DFND 3 86 0 0
EVERGY INC COM 30034W106 4,503 82,000 SH   DFND 4 82,000 0 0
EVERSOURCE ENERGY COM 30040W108 970 15,783 SH   DFND 1 15,783 0 0
EVERSOURCE ENERGY COM 30040W108 892 14,513 SH   DFND 2 14,513 0 0
EVERSOURCE ENERGY COM 30040W108 137 2,222 SH   DFND 3 2,222 0 0
EVERTEC INC COM 30040P103 860 35,669 SH   DFND 1 35,669 0 0
EVERTEC INC COM 30040P103 37,805 1,568,655 SH   DFND 4 1,568,655 0 0
EVOLENT HEALTH INC CL A 30050B101 1,449 51,028 SH   DFND 1 51,028 0 0
EVOLUS INC COM 30052C107 232 12,461 SH   DFND 1 12,461 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,799 162,820 SH   DFND 4 162,820 0 0
EXACT SCIENCES CORP COM 30063P105 728 9,224 SH   DFND 1 9,224 0 0
EXELIXIS INC COM 30161Q104 878 49,534 SH   DFND 1 49,534 0 0
EXELIXIS INC COM 30161Q104 234 13,200 SH   DFND 4 13,200 0 0
EXELON CORP COM 30161N101 7,462 170,896 SH   DFND 1 170,896 0 0
EXELON CORP COM 30161N101 1,864 42,705 SH   DFND 2 42,705 0 0
EXELON CORP COM 30161N101 168 3,848 SH   DFND 3 3,848 0 0
EXELON CORP COM 30161N101 256,948 5,885,203 SH   DFND 4 5,885,203 0 0
EXLSERVICE HOLDINGS INC COM 302081104 179 2,700 SH   DFND 4 2,700 0 0
EXLSERVICE HOLDINGS INC COM 302081104 6,901 104,249 SH   DFND 1 104,249 0 0
EXPEDIA GROUP INC COM NEW 30212P303 135,777 1,040,600 SH   DFND 4 1,040,600 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,701 13,033 SH   DFND 1 13,033 0 0
EXPEDIA GROUP INC COM NEW 30212P303 73 556 SH   DFND 3 556 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,435 87,515 SH   DFND 1 87,515 0 0
EXPEDITORS INTL WASH INC COM 302130109 8,882 120,800 SH   DFND 4 120,800 0 0
EXPRESS INC COM 30219E103 262 23,707 SH   DFND 1 23,707 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 21,299 224,177 SH   DFND 1 224,177 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,801 29,479 SH   DFND 2 29,479 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12 128 SH   DFND 3 128 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,734 39,300 SH   DFND 4 39,300 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,404 217,700 SH   DFND 4 217,700 0 0
EXTERRAN CORP COM 30227H106 3,117 117,500 SH   DFND 4 117,500 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,984 22,900 SH   DFND 4 22,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 568 6,555 SH   DFND 2 6,555 0 0
EXTRA SPACE STORAGE INC COM 30225T102 551 6,362 SH   DFND 3 6,362 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 1,252 110,900 SH   DFND 4 110,900 0 0
EXTREME NETWORKS INC COM 30226D106 470 85,697 SH   DFND 4 85,697 0 0
EXXON MOBIL CORP COM 30231G102 4,005 47,098 SH   DFND 1 47,098 0 0
EXXON MOBIL CORP COM 30231G102 19,220 226,065 SH   DFND 2 226,065 0 0
EXXON MOBIL CORP COM 30231G102 18,552 218,210 SH   DFND 4 218,210 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 4,891 3,940,000 PRN   DFND 3 3,940,000 0 0
F M C CORP COM NEW 302491303 1,628 18,678 SH   DFND 1 18,678 0 0
F5 NETWORKS INC COM 315616102 651 3,262 SH   DFND 2 3,262 0 0
F5 NETWORKS INC COM 315616102 26,014 130,450 SH   DFND 4 130,450 0 0
F5 NETWORKS INC COM 315616102 6,660 33,397 SH   DFND 1 33,397 0 0
FACEBOOK INC CL A 30303M102 3,443 20,932 SH   DFND 1 20,932 0 0
FACEBOOK INC CL A 30303M102 17,090 103,917 SH   DFND 2 103,917 0 0
FACEBOOK INC CL A 30303M102 35,984 218,800 SH   DFND 4 218,800 0 0
FACTSET RESH SYS INC COM 303075105 664 2,968 SH   DFND 1 2,968 0 0
FACTSET RESH SYS INC COM 303075105 4,452 19,900 SH   DFND 4 19,900 0 0
FAIR ISAAC CORP COM 303250104 7,901 34,569 SH   DFND 1 34,569 0 0
FAIR ISAAC CORP COM 303250104 25,323 110,800 SH   DFND 4 110,800 0 0
FALCON MINERALS CORP CL A COM 30607B109 288 26,198 SH   DFND 3 26,198 0 0
FARFETCH LTD ORD SH CL A 30744W107 24,905 914,611 SH   DFND 3 914,611 0 0
FASTENAL CO COM 311900104 2,256 38,887 SH   DFND 1 38,887 0 0
FASTENAL CO COM 311900104 18 304 SH   DFND 3 304 0 0
FASTENAL CO COM 311900104 1,503 25,900 SH   DFND 4 25,900 0 0
FCB FINL HLDGS INC CL A 30255G103 863 18,197 SH   DFND 1 18,197 0 0
FCB FINL HLDGS INC CL A 30255G103 11,624 245,224 SH   DFND 4 245,224 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 297 2,349 SH   DFND 3 2,349 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13 100 SH   DFND 4 100 0 0
FEDERATED INVS INC PA CL B 314211103 479 19,870 SH   DFND 1 19,870 0 0
FEDERATED INVS INC PA CL B 314211103 5,410 224,300 SH   DFND 4 224,300 0 0
FEDEX CORP COM 31428X106 1,529 6,348 SH   DFND 1 6,348 0 0
FEDEX CORP COM 31428X106 3,211 13,336 SH   DFND 2 13,336 0 0
FEDNAT HLDG CO COM 31431B109 9,023 354,135 SH   DFND 4 354,135 0 0
FERROGLOBE PLC SHS G33856108 1,645 201,402 SH   DFND 1 201,402 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,876 278,446 SH   DFND 3 278,446 0 0
FIBROGEN INC COM 31572Q808 416 6,846 SH   DFND 1 6,846 0 0
FIBROGEN INC COM 31572Q808 12,727 209,507 SH   DFND 3 209,507 0 0
FIBROGEN INC COM 31572Q808 2,460 40,500 SH   DFND 4 40,500 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,312 211,219 SH   DFND 1 211,219 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 24 600 SH   DFND 4 600 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,837 117,688 SH   DFND 1 117,688 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 920 8,434 SH   DFND 2 8,434 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 66 608 SH   DFND 3 608 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 55 500 SH   DFND 4 500 0 0
FIFTH THIRD BANCORP COM 316773100 1,091 39,091 SH   DFND 2 39,091 0 0
FIFTH THIRD BANCORP COM 316773100 4,555 163,138 SH   DFND 3 163,138 0 0
FIFTH THIRD BANCORP COM 316773100 2,410 86,314 SH   DFND 1 86,314 0 0
FIFTH THIRD BANCORP COM 316773100 4,141 148,300 SH   DFND 4 148,300 0 0
FINANCIAL INSTNS INC COM 317585404 5,029 160,173 SH   DFND 4 160,173 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,756 3,000,000 PRN   DFND 3 3,000,000 0 0
FINJAN HLDGS INC COM NEW 31788H303 2,269 526,474 SH   DFND 4 526,474 0 0
FIREEYE INC COM 31816Q101 598 35,199 SH   DFND 1 35,199 0 0
FIREEYE INC COM 31816Q101 17 1,000 SH   DFND 3 1,000 0 0
FIREEYE INC COM 31816Q101 343 20,200 SH   DFND 4 20,200 0 0
FIRST AMERN FINL CORP COM 31847R102 12,273 237,887 SH   DFND 1 237,887 0 0
FIRST AMERN FINL CORP COM 31847R102 7,043 136,516 SH   DFND 3 136,516 0 0
FIRST AMERN FINL CORP COM 31847R102 88 1,700 SH   DFND 4 1,700 0 0
FIRST BANCORP P R COM NEW 318672706 7,667 842,499 SH   DFND 4 842,499 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 72 160 SH   DFND 4 160 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 868 1,920 SH   DFND 1 1,920 0 0
FIRST DATA CORP NEW COM CL A 32008D106 11,134 454,994 SH   DFND 1 454,994 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,383 97,400 SH   DFND 4 97,400 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,721 164,235 SH   DFND 4 164,235 0 0
FIRST FINL BANCORP OH COM 320209109 2,180 73,433 SH   DFND 1 73,433 0 0
FIRST FINL BANKSHARES COM 32020R109 702 11,879 SH   DFND 1 11,879 0 0
FIRST FINL CORP IND COM 320218100 5,068 100,957 SH   DFND 4 100,957 0 0
FIRST HAWAIIAN INC COM 32051X108 4,323 159,159 SH   DFND 1 159,159 0 0
FIRST HAWAIIAN INC COM 32051X108 114 4,200 SH   DFND 4 4,200 0 0
FIRST HORIZON NATL CORP COM 320517105 190 10,993 SH   DFND 1 10,993 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,890 123,900 SH   DFND 4 123,900 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,992 74,929 SH   DFND 1 74,929 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,466 98,600 SH   DFND 4 98,600 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 730 7,600 SH   DFND 2 7,600 0 0
FIRSTCASH INC COM 33767D105 482 5,868 SH   DFND 1 5,868 0 0
FIRSTCASH INC COM 33767D105 16 200 SH   DFND 4 200 0 0
FIRSTENERGY CORP COM 337932107 1,234 33,187 SH   DFND 1 33,187 0 0
FIRSTENERGY CORP COM 337932107 942 25,340 SH   DFND 2 25,340 0 0
FIRSTENERGY CORP COM 337932107 351 9,440 SH   DFND 3 9,440 0 0
FISERV INC COM 337738108 12,681 153,924 SH   DFND 1 153,924 0 0
FISERV INC COM 337738108 189 2,300 SH   DFND 4 2,300 0 0
FITBIT INC CL A 33812L102 193 36,000 SH   DFND 4 36,000 0 0
FIVE BELOW INC COM 33829M101 1,662 12,778 SH   DFND 1 12,778 0 0
FIVE BELOW INC COM 33829M101 26 200 SH   DFND 4 200 0 0
FIVE9 INC COM 338307101 271 6,197 SH   DFND 1 6,197 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 10,290 45,164 SH   DFND 1 45,164 0 0
FLIR SYS INC COM 302445101 3,062 49,813 SH   DFND 1 49,813 0 0
FLIR SYS INC COM 302445101 384 6,241 SH   DFND 2 6,241 0 0
FLIR SYS INC COM 302445101 191 3,100 SH   DFND 4 3,100 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 265 8,782 SH   DFND 1 8,782 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1,949 64,600 SH   DFND 4 64,600 0 0
FLOTEK INDS INC DEL COM 343389102 83 34,400 SH   DFND 4 34,400 0 0
FLOWERS FOODS INC COM 343498101 2,331 124,886 SH   DFND 1 124,886 0 0
FLOWERS FOODS INC COM 343498101 689 36,900 SH   DFND 4 36,900 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 404 34,200 SH   DFND 4 34,200 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,093 77,540 SH   DFND 4 77,540 0 0
FNB CORP PA COM 302520101 9,443 742,350 SH   DFND 3 742,350 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 812 8,200 SH   DFND 4 8,200 0 0
FONAR CORP COM NEW 344437405 4,226 169,734 SH   DFND 4 169,734 0 0
FOOT LOCKER INC COM 344849104 9,039 177,293 SH   DFND 1 177,293 0 0
FOOT LOCKER INC COM 344849104 506 9,934 SH   DFND 3 9,934 0 0
FOOT LOCKER INC COM 344849104 21,539 422,500 SH   DFND 4 422,500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,850 200,000 SH   DFND 2 200,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 31 3,332 SH   DFND 3 3,332 0 0
FORRESTER RESH INC COM 346563109 2,921 63,649 SH   DFND 4 63,649 0 0
FORTINET INC COM 34959E109 9 100 SH   DFND 3 100 0 0
FORTINET INC COM 34959E109 997 10,800 SH   DFND 4 10,800 0 0
FORTINET INC COM 34959E109 9,832 106,563 SH   DFND 1 106,563 0 0
FORTINET INC COM 34959E109 732 7,929 SH   DFND 2 7,929 0 0
FORTIS INC COM 349553107 1,669 51,500 SH   DFND 4 51,500 0 0
FORTIVE CORP COM 34959J108 1,116 13,246 SH   DFND 1 13,246 0 0
FORTIVE CORP COM 34959J108 14,179 168,400 SH   DFND 4 168,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,839 73,311 SH   DFND 1 73,311 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 168 3,200 SH   DFND 4 3,200 0 0
FORWARD AIR CORP COM 349853101 4,493 62,660 SH   DFND 1 62,660 0 0
FORWARD AIR CORP COM 349853101 11,121 155,100 SH   DFND 4 155,100 0 0
FOSSIL GROUP INC COM 34988V106 2,375 102,000 SH   DFND 4 102,000 0 0
FRANCO NEVADA CORP COM 351858105 9,886 158,150 SH   DFND 4 158,150 0 0
FRANCO NEVADA CORP COM 351858105 477 7,627 SH   DFND 1 7,627 0 0
FRANKLIN RES INC COM 354613101 2,129 70,000 SH   DFND 3 70,000 0 0
FRANKLIN RES INC COM 354613101 2,925 96,158 SH   DFND 1 96,158 0 0
FRANKLIN RES INC COM 354613101 542 17,807 SH   DFND 2 17,807 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,884 207,203 SH   DFND 1 207,203 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,852 204,889 SH   DFND 2 204,889 0 0
FREEPORT-MCMORAN INC CL B 35671D857 30,505 2,191,437 SH   DFND 3 2,191,437 0 0
FREEPORT-MCMORAN INC CL B 35671D857 24,778 1,780,000 SH Call DFND 3 1,780,000 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 2,422 223,250 SH   DFND 3 223,250 0 0
FRONTDOOR INC COM 35905A109 1,181 28,800 SH   DFND 3 28,800 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 429 66,136 SH   DFND 1 66,136 0 0
FRONTLINE LTD SHS NEW G3682E192 385 66,000 SH   DFND 4 66,000 0 0
FS BANCORP INC COM 30263Y104 226 4,062 SH   DFND 4 4,062 0 0
FTI CONSULTING INC COM 302941109 25,640 350,322 SH   DFND 4 350,322 0 0
FTI CONSULTING INC COM 302941109 12,668 173,084 SH   DFND 1 173,084 0 0
FTS INTERNATIONAL INC COM 30283W104 3,833 325,130 SH   DFND 1 325,130 0 0
FTS INTERNATIONAL INC COM 30283W104 431 36,550 SH   DFND 3 36,550 0 0
FULLER H B CO COM 359694106 3,653 70,707 SH   DFND 1 70,707 0 0
FUTUREFUEL CORPORATION COM 36116M106 8,625 465,206 SH   DFND 4 465,206 0 0
GAIN CAP HLDGS INC COM 36268W100 4,277 657,926 SH   DFND 4 657,926 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,637 21,991 SH   DFND 1 21,991 0 0
GALLAGHER ARTHUR J & CO COM 363576109 7,210 96,859 SH   DFND 3 96,859 0 0
GAMESTOP CORP NEW CL A 36467W109 5,302 347,223 SH   DFND 1 347,223 0 0
GAMESTOP CORP NEW CL A 36467W109 31 2,025 SH   DFND 4 2,025 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 268 7,600 SH   DFND 4 7,600 0 0
GANNETT CO INC COM 36473H104 1,000 99,901 SH   DFND 1 99,901 0 0
GANNETT CO INC COM 36473H104 3,381 337,800 SH   DFND 4 337,800 0 0
GAP INC DEL COM 364760108 7,552 261,766 SH   DFND 1 261,766 0 0
GAP INC DEL COM 364760108 7,877 273,041 SH   DFND 2 273,041 0 0
GAP INC DEL COM 364760108 1,415 49,050 SH   DFND 3 49,050 0 0
GAP INC DEL COM 364760108 4,521 156,700 SH   DFND 4 156,700 0 0
GARDNER DENVER HLDGS INC COM 36555P107 4,239 149,589 SH   DFND 1 149,589 0 0
GARDNER DENVER HLDGS INC COM 36555P107 34 1,200 SH   DFND 4 1,200 0 0
GARMIN LTD SHS H2906T109 8,786 125,429 SH   DFND 1 125,429 0 0
GARMIN LTD SHS H2906T109 5,373 76,700 SH   DFND 4 76,700 0 0
GARTNER INC COM 366651107 768 4,845 SH   DFND 2 4,845 0 0
GARTNER INC COM 366651107 63 400 SH   DFND 4 400 0 0
GARTNER INC COM 366651107 4,102 25,881 SH   DFND 1 25,881 0 0
GASLOG LTD SHS G37585109 10,376 525,389 SH   DFND 4 525,389 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 1,492 76,515 SH   DFND 1 76,515 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 43 2,200 SH   DFND 4 2,200 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,434 102,430 SH   DFND 4 102,430 0 0
GENERAC HLDGS INC COM 368736104 9,784 173,440 SH   DFND 1 173,440 0 0
GENERAC HLDGS INC COM 368736104 7,553 133,900 SH   DFND 4 133,900 0 0
GENERAL DYNAMICS CORP COM 369550108 187 912 SH   DFND 3 912 0 0
GENERAL DYNAMICS CORP COM 369550108 164 800 SH   DFND 4 800 0 0
GENERAL ELECTRIC CO COM 369604103 411 36,400 SH   DFND 4 36,400 0 0
GENERAL ELECTRIC CO COM 369604103 1,162 102,934 SH   DFND 1 102,934 0 0
GENERAL ELECTRIC CO COM 369604103 33 2,886 SH   DFND 3 2,886 0 0
GENERAL MLS INC COM 370334104 125 2,920 SH   DFND 4 2,920 0 0
GENERAL MLS INC COM 370334104 717 16,706 SH   DFND 1 16,706 0 0
GENERAL MLS INC COM 370334104 420 9,796 SH   DFND 3 9,796 0 0
GENERAL MTRS CO COM 37045V100 796 23,648 SH   DFND 1 23,648 0 0
GENERAL MTRS CO COM 37045V100 15,026 446,278 SH   DFND 2 446,278 0 0
GENERAL MTRS CO COM 37045V100 1,426 42,358 SH   DFND 3 42,358 0 0
GENESCO INC COM 371532102 2,096 44,500 SH   DFND 4 44,500 0 0
GENESEE & WYO INC CL A 371559105 3,038 33,386 SH   DFND 1 33,386 0 0
GENESEE & WYO INC CL A 371559105 91 1,000 SH   DFND 4 1,000 0 0
GENOMIC HEALTH INC COM 37244C101 7,407 105,479 SH   DFND 1 105,479 0 0
GENOMIC HEALTH INC COM 37244C101 22,879 325,819 SH   DFND 4 325,819 0 0
GENPACT LIMITED SHS G3922B107 12,009 392,336 SH   DFND 1 392,336 0 0
GENPACT LIMITED SHS G3922B107 1,726 56,400 SH   DFND 4 56,400 0 0
GENTEX CORP COM 371901109 3,982 185,557 SH   DFND 1 185,557 0 0
GENTEX CORP COM 371901109 19 900 SH   DFND 4 900 0 0
GENUINE PARTS CO COM 372460105 2,486 25,010 SH   DFND 1 25,010 0 0
GENUINE PARTS CO COM 372460105 772 7,766 SH   DFND 2 7,766 0 0
GENUINE PARTS CO COM 372460105 22 217 SH   DFND 3 217 0 0
GENUINE PARTS CO COM 372460105 7,892 79,400 SH   DFND 4 79,400 0 0
GENWORTH FINL INC COM CL A 37247D106 6,953 1,667,448 SH   DFND 3 1,667,448 0 0
GENWORTH FINL INC COM CL A 37247D106 126 30,300 SH   DFND 4 30,300 0 0
GERDAU S A SPON ADR REP PFD 373737105 3,837 911,294 SH   DFND 3 911,294 0 0
GERDAU S A SPON ADR REP PFD 373737105 20,770 4,933,539 SH   DFND 4 4,933,539 0 0
GERON CORP COM 374163103 89 50,547 SH   DFND 1 50,547 0 0
GILDAN ACTIVEWEAR INC COM 375916103 8,838 290,425 SH   DFND 1 290,425 0 0
GILDAN ACTIVEWEAR INC COM 375916103 286 9,400 SH   DFND 4 9,400 0 0
GILEAD SCIENCES INC COM 375558103 6,009 77,823 SH   DFND 1 77,823 0 0
GILEAD SCIENCES INC COM 375558103 5,425 70,259 SH   DFND 2 70,259 0 0
GILEAD SCIENCES INC COM 375558103 379 4,905 SH   DFND 3 4,905 0 0
GILEAD SCIENCES INC COM 375558103 234,132 3,032,405 SH   DFND 4 3,032,405 0 0
GLACIER BANCORP INC NEW COM 37637Q105 1,638 38,023 SH   DFND 1 38,023 0 0
GLAUKOS CORP COM 377322102 534 8,230 SH   DFND 1 8,230 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 258 6,801 SH   DFND 1 6,801 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 42 1,100 SH   DFND 4 1,100 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 157 4,253 SH   DFND 1 4,253 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,155 139,697 SH   DFND 4 139,697 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 4,911 702,603 SH   DFND 3 702,603 0 0
GLOBAL MED REIT INC COM NEW 37954A204 2,789 296,024 SH   DFND 4 296,024 0 0
GLOBAL NET LEASE INC COM NEW 379378201 4,303 206,400 SH   DFND 4 206,400 0 0
GLOBAL PMTS INC COM 37940X102 4,111 32,270 SH   DFND 1 32,270 0 0
GLOBAL PMTS INC COM 37940X102 1,069 8,389 SH   DFND 2 8,389 0 0
GLOBANT S A COM L44385109 2,135 36,189 SH   DFND 1 36,189 0 0
GLOBUS MED INC CL A 379577208 16,733 294,794 SH   DFND 1 294,794 0 0
GLOBUS MED INC CL A 379577208 4,717 83,100 SH   DFND 4 83,100 0 0
GLU MOBILE INC COM 379890106 3,792 508,959 SH   DFND 4 508,959 0 0
GLYCOMIMETICS INC COM 38000Q102 5,933 411,995 SH   DFND 3 411,995 0 0
GMS INC COM 36251C103 7,462 321,641 SH   DFND 4 321,641 0 0
GNC HLDGS INC COM CL A 36191G107 1,183 285,764 SH   DFND 4 285,764 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 785 1,000,000 PRN   DFND 3 1,000,000 0 0
GODADDY INC CL A 380237107 4,050 48,573 SH   DFND 1 48,573 0 0
GODADDY INC CL A 380237107 575 6,900 SH   DFND 4 6,900 0 0
GOGO INC COM 38046C109 343 66,092 SH   DFND 4 66,092 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 2,970 2,842,000 PRN   DFND 3 2,842,000 0 0
GOLDCORP INC NEW COM 380956409 414 40,558 SH   DFND 3 40,558 0 0
GOLDCORP INC NEW COM 380956409 866 84,900 SH   DFND 4 84,900 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 2,961 302,782 SH   DFND 3 302,782 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 12,420 11,500,000 PRN   DFND 3 11,500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 244,654 1,091,035 SH   DFND 4 1,091,035 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,503 6,702 SH   DFND 1 6,702 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,255 18,977 SH   DFND 2 18,977 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,579 11,500 SH   DFND 3 11,500 0 0
GRACE W R & CO DEL NEW COM 38388F108 5,660 79,200 SH   DFND 4 79,200 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,353 18,936 SH   DFND 1 18,936 0 0
GRACO INC COM 384109104 6,884 148,555 SH   DFND 1 148,555 0 0
GRACO INC COM 384109104 3,286 70,900 SH   DFND 4 70,900 0 0
GRAFTECH INTL LTD COM 384313508 7,136 365,767 SH   DFND 1 365,767 0 0
GRAFTECH INTL LTD COM 384313508 1,452 74,400 SH   DFND 2 74,400 0 0
GRAFTECH INTL LTD COM 384313508 315 16,138 SH   DFND 4 16,138 0 0
GRAHAM HLDGS CO COM 384637104 12,300 21,231 SH   DFND 1 21,231 0 0
GRAHAM HLDGS CO COM 384637104 406 700 SH   DFND 4 700 0 0
GRAINGER W W INC COM 384802104 107 300 SH   DFND 3 300 0 0
GRAINGER W W INC COM 384802104 425 1,190 SH   DFND 4 1,190 0 0
GRAINGER W W INC COM 384802104 349 976 SH   DFND 2 976 0 0
GRAINGER W W INC COM 384802104 7,610 21,291 SH   DFND 1 21,291 0 0
GRAND CANYON ED INC COM 38526M106 282 2,500 SH   DFND 4 2,500 0 0
GRAND CANYON ED INC COM 38526M106 4,578 40,587 SH   DFND 1 40,587 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 21,926 510,924 SH   DFND 4 510,924 0 0
GREAT SOUTHN BANCORP INC COM 390905107 1,483 26,801 SH   DFND 4 26,801 0 0
GREAT WESTN BANCORP INC COM 391416104 1,424 33,759 SH   DFND 1 33,759 0 0
GREEN DOT CORP CL A 39304D102 713 8,022 SH   DFND 1 8,022 0 0
GREEN DOT CORP CL A 39304D102 44 500 SH   DFND 4 500 0 0
GREENBRIER COS INC COM 393657101 156 2,603 SH   DFND 1 2,603 0 0
GREENBRIER COS INC COM 393657101 709 11,800 SH   DFND 3 11,800 0 0
GREENBRIER COS INC COM 393657101 1,683 28,000 SH   DFND 4 28,000 0 0
GREENSKY INC CL A 39572G100 780 43,331 SH   DFND 1 43,331 0 0
GREIF INC CL A 397624107 494 9,200 SH   DFND 4 9,200 0 0
GRIFFON CORP COM 398433102 229 14,200 SH   DFND 4 14,200 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 20,392 954,222 SH   DFND 3 954,222 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,184 64,457 SH   DFND 1 64,457 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,757 73,300 SH   DFND 4 73,300 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 14,242 220,877 SH   DFND 1 220,877 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 70,990 1,101,838 SH   DFND 4 1,101,838 0 0
GROUPON INC COM 399473107 6,105 1,619,239 SH   DFND 1 1,619,239 0 0
GROUPON INC COM 399473107 10,326 2,738,956 SH   DFND 4 2,738,956 0 0
GRUBHUB INC COM 400110102 335 2,420 SH   DFND 1 2,420 0 0
GRUBHUB INC COM 400110102 915 6,600 SH   DFND 4 6,600 0 0
GUESS INC COM 401617105 297 13,155 SH   DFND 1 13,155 0 0
GULFMARK OFFSHORE INC COM 402629505 518 13,900 SH   DFND 3 13,900 0 0
GULFPORT ENERGY CORP COM NEW 402635304 6,050 581,200 SH   DFND 4 581,200 0 0
GULFPORT ENERGY CORP COM NEW 402635304 906 87,033 SH   DFND 1 87,033 0 0
HACKETT GROUP INC COM 404609109 2,673 132,643 SH   DFND 4 132,643 0 0
HAEMONETICS CORP COM 405024100 13,817 120,586 SH   DFND 1 120,586 0 0
HAEMONETICS CORP COM 405024100 66,747 582,534 SH   DFND 4 582,534 0 0
HALCON RES CORP COM PAR NEW 40537Q605 469 105,000 SH   DFND 4 105,000 0 0
HALLADOR ENERGY COMPANY COM 40609P105 2,304 370,343 SH   DFND 4 370,343 0 0
HALLIBURTON CO COM 406216101 2,163 53,367 SH   DFND 1 53,367 0 0
HALLIBURTON CO COM 406216101 5,344 131,853 SH   DFND 2 131,853 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 16,020 881,698 SH   DFND 4 881,698 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 5,385 296,354 SH   DFND 1 296,354 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 86 1,800 SH   DFND 4 1,800 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,159 66,440 SH   DFND 1 66,440 0 0
HANESBRANDS INC COM 410345102 3,664 198,792 SH   DFND 1 198,792 0 0
HANESBRANDS INC COM 410345102 203 11,000 SH   DFND 4 11,000 0 0
HANMI FINL CORP COM NEW 410495204 2,959 118,851 SH   DFND 4 118,851 0 0
HANOVER INS GROUP INC COM 410867105 3,989 32,340 SH   DFND 1 32,340 0 0
HARLEY DAVIDSON INC COM 412822108 1,239 27,350 SH   DFND 1 27,350 0 0
HARLEY DAVIDSON INC COM 412822108 409 9,018 SH   DFND 2 9,018 0 0
HARLEY DAVIDSON INC COM 412822108 157 3,473 SH   DFND 3 3,473 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 837 504,100 SH   DFND 4 504,100 0 0
HARRIS CORP DEL COM 413875105 1,059 6,257 SH   DFND 2 6,257 0 0
HARRIS CORP DEL COM 413875105 13 79 SH   DFND 3 79 0 0
HARRIS CORP DEL COM 413875105 14,559 86,042 SH   DFND 1 86,042 0 0
HARRIS CORP DEL COM 413875105 17,750 104,900 SH   DFND 4 104,900 0 0
HARSCO CORP COM 415864107 6,490 227,307 SH   DFND 4 227,307 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,192 103,924 SH   DFND 1 103,924 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 932 18,645 SH   DFND 2 18,645 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12,887 257,931 SH   DFND 3 257,931 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 9,308 186,300 SH   DFND 4 186,300 0 0
HASBRO INC COM 418056107 1,104 10,500 SH   DFND 4 10,500 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,673 46,997 SH   DFND 1 46,997 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 522 14,700 SH   DFND 4 14,700 0 0
HCA HEALTHCARE INC COM 40412C101 22,193 159,525 SH   DFND 1 159,525 0 0
HCA HEALTHCARE INC COM 40412C101 1,733 12,460 SH   DFND 4 12,460 0 0
HCI GROUP INC COM 40416E103 3,834 87,633 SH   DFND 4 87,633 0 0
HCP INC COM 40414L109 220 8,346 SH   DFND 3 8,346 0 0
HD SUPPLY HLDGS INC COM 40416M105 10,749 251,186 SH   DFND 1 251,186 0 0
HD SUPPLY HLDGS INC COM 40416M105 82,752 1,933,900 SH   DFND 4 1,933,900 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,305 24,500 SH   DFND 3 24,500 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,710 101,600 SH   DFND 4 101,600 0 0
HEALTHEQUITY INC COM 42226A107 8,734 92,513 SH   DFND 1 92,513 0 0
HEALTHEQUITY INC COM 42226A107 19 200 SH   DFND 4 200 0 0
HEALTHSTREAM INC COM 42222N103 1,342 43,284 SH   DFND 1 43,284 0 0
HEALTHSTREAM INC COM 42222N103 4,345 140,100 SH   DFND 4 140,100 0 0
HEARTLAND EXPRESS INC COM 422347104 246 12,469 SH   DFND 1 12,469 0 0
HEICO CORP NEW COM 422806109 5,455 58,900 SH   DFND 1 58,900 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,000 29,540 SH   DFND 1 29,540 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 12,973 383,257 SH   DFND 4 383,257 0 0
HELEN OF TROY CORP LTD COM G4388N106 4,348 33,215 SH   DFND 1 33,215 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 719 72,800 SH   DFND 4 72,800 0 0
HELMERICH & PAYNE INC COM 423452101 1,592 23,148 SH   DFND 1 23,148 0 0
HENRY JACK & ASSOC INC COM 426281101 14,257 89,059 SH   DFND 1 89,059 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 2,733 50,111 SH   DFND 1 50,111 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 38 700 SH   DFND 4 700 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 3,547 156,443 SH   DFND 4 156,443 0 0
HERSHEY CO COM 427866108 4,503 44,150 SH   DFND 4 44,150 0 0
HERSHEY CO COM 427866108 3,964 38,862 SH   DFND 1 38,862 0 0
HERSHEY CO COM 427866108 752 7,375 SH   DFND 2 7,375 0 0
HERSHEY CO COM 427866108 281 2,753 SH   DFND 3 2,753 0 0
HESKA CORP COM RESTRC NEW 42805E306 57 500 SH   DFND 4 500 0 0
HESKA CORP COM RESTRC NEW 42805E306 603 5,318 SH   DFND 1 5,318 0 0
HESS CORP COM 42809H107 1,819 25,413 SH   DFND 2 25,413 0 0
HESS CORP COM 42809H107 6,639 92,744 SH   DFND 3 92,744 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,960 304,097 SH   DFND 1 304,097 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,348 82,641 SH   DFND 2 82,641 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 26 1,600 SH   DFND 4 1,600 0 0
HEXCEL CORP NEW COM 428291108 6,221 92,780 SH   DFND 1 92,780 0 0
HFF INC CL A 40418F108 1,246 29,326 SH   DFND 1 29,326 0 0
HIBBETT SPORTS INC COM 428567101 6,741 358,580 SH   DFND 4 358,580 0 0
HILL ROM HLDGS INC COM 431475102 736 7,800 SH   DFND 4 7,800 0 0
HILL ROM HLDGS INC COM 431475102 22,755 241,044 SH   DFND 1 241,044 0 0
HILLENBRAND INC COM 431571108 15,360 293,690 SH   DFND 1 293,690 0 0
HILLENBRAND INC COM 431571108 10,596 202,600 SH   DFND 4 202,600 0 0
HILLTOP HOLDINGS INC COM 432748101 1,271 62,995 SH   DFND 1 62,995 0 0
HILLTOP HOLDINGS INC COM 432748101 14,604 724,024 SH   DFND 4 724,024 0 0
HILTON GRAND VACATIONS INC COM 43283X105 2,635 79,594 SH   DFND 1 79,594 0 0
HILTON GRAND VACATIONS INC COM 43283X105 3,962 119,700 SH   DFND 4 119,700 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,767 71,384 SH   DFND 1 71,384 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 0 1 SH   DFND 3 1 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 18,216 225,500 SH   DFND 4 225,500 0 0
HMS HLDGS CORP COM 40425J101 11,870 361,785 SH   DFND 1 361,785 0 0
HMS HLDGS CORP COM 40425J101 2,444 74,500 SH   DFND 4 74,500 0 0
HOLLYFRONTIER CORP COM 436106108 3,274 46,837 SH   DFND 1 46,837 0 0
HOLLYFRONTIER CORP COM 436106108 1,328 19,000 SH   DFND 4 19,000 0 0
HOLLYFRONTIER CORP COM 436106108 543 7,763 SH   DFND 2 7,763 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3,911 183,028 SH   DFND 3 183,028 0 0
HOLOGIC INC COM 436440101 23,944 584,299 SH   DFND 1 584,299 0 0
HOLOGIC INC COM 436440101 22,211 541,986 SH   DFND 3 541,986 0 0
HOLOGIC INC COM 436440101 221 5,400 SH   DFND 4 5,400 0 0
HOME BANCSHARES INC COM 436893200 1,010 46,116 SH   DFND 1 46,116 0 0
HOME DEPOT INC COM 437076102 10,607 51,203 SH   DFND 1 51,203 0 0
HOME DEPOT INC COM 437076102 6,650 32,102 SH   DFND 2 32,102 0 0
HOME DEPOT INC COM 437076102 764 3,689 SH   DFND 3 3,689 0 0
HOME DEPOT INC COM 437076102 39,296 189,700 SH   DFND 4 189,700 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,669 125,871 SH   DFND 4 125,871 0 0
HONEYWELL INTL INC COM 438516106 2,504 15,050 SH   DFND 4 15,050 0 0
HONEYWELL INTL INC COM 438516106 4,223 25,377 SH   DFND 3 25,377 0 0
HONEYWELL INTL INC COM 438516106 6,923 41,606 SH   DFND 1 41,606 0 0
HONEYWELL INTL INC COM 438516106 22,131 133,000 SH   DFND 2 133,000 0 0
HOPE BANCORP INC COM 43940T109 2,017 124,716 SH   DFND 1 124,716 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 4,122 91,800 SH   DFND 4 91,800 0 0
HORIZON PHARMA PLC SHS G4617B105 5,677 289,965 SH   DFND 1 289,965 0 0
HORIZON PHARMA PLC SHS G4617B105 94 4,800 SH   DFND 4 4,800 0 0
HORMEL FOODS CORP COM 440452100 7,829 198,714 SH   DFND 1 198,714 0 0
HORMEL FOODS CORP COM 440452100 7 167 SH   DFND 3 167 0 0
HORMEL FOODS CORP COM 440452100 71 1,800 SH   DFND 4 1,800 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 124 21,058 SH   DFND 4 21,058 0 0
HORTONWORKS INC COM 440894103 1,907 83,600 SH   DFND 4 83,600 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26 1,240 SH   DFND 3 1,240 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,791 274,472 SH   DFND 4 274,472 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 363 344,000 SH   DFND 3 344,000 0 0
HOSTESS BRANDS INC CL A 44109J106 3,642 329,007 SH   DFND 1 329,007 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 156 22,270 SH   DFND 1 22,270 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 297 42,470 SH   DFND 4 42,470 0 0
HP INC COM 40434L105 7,881 305,832 SH   DFND 1 305,832 0 0
HP INC COM 40434L105 2,256 87,574 SH   DFND 2 87,574 0 0
HP INC COM 40434L105 453 17,580 SH   DFND 3 17,580 0 0
HUBBELL INC COM 443510607 5,343 40,000 SH   DFND 2 40,000 0 0
HUBBELL INC COM 443510607 2,774 20,766 SH   DFND 3 20,766 0 0
HUBBELL INC COM 443510607 2,474 18,522 SH   DFND 1 18,522 0 0
HUBSPOT INC COM 443573100 91 600 SH   DFND 4 600 0 0
HUBSPOT INC COM 443573100 363 2,405 SH   DFND 1 2,405 0 0
HUDBAY MINERALS INC COM 443628102 8,160 1,612,689 SH   DFND 3 1,612,689 0 0
HUDBAY MINERALS INC COM 443628102 1,389 274,600 SH   DFND 4 274,600 0 0
HUDSON LTD COM CL A G46408103 540 23,931 SH   DFND 1 23,931 0 0
HUDSON PAC PPTYS INC COM 444097109 592 18,100 SH   DFND 4 18,100 0 0
HUMANA INC COM 444859102 129,585 382,800 SH   DFND 4 382,800 0 0
HUMANA INC COM 444859102 25,531 75,418 SH   DFND 1 75,418 0 0
HUMANA INC COM 444859102 2,415 7,135 SH   DFND 2 7,135 0 0
HUMANA INC COM 444859102 379 1,119 SH   DFND 3 1,119 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,782 31,800 SH   DFND 4 31,800 0 0
HUNT J B TRANS SVCS INC COM 445658107 55 462 SH   DFND 3 462 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,978 16,631 SH   DFND 2 16,631 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,326 19,553 SH   DFND 1 19,553 0 0
HUNTINGTON BANCSHARES INC COM 446150104 270 18,087 SH   DFND 1 18,087 0 0
HUNTINGTON BANCSHARES INC COM 446150104 814 54,532 SH   DFND 2 54,532 0 0
HUNTINGTON BANCSHARES INC COM 446150104 12,194 817,289 SH   DFND 3 817,289 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 12,395 48,401 SH   DFND 1 48,401 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 600 2,344 SH   DFND 2 2,344 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 766 2,993 SH   DFND 3 2,993 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 21,547 84,141 SH   DFND 4 84,141 0 0
HUNTSMAN CORP COM 447011107 1,240 45,525 SH   DFND 2 45,525 0 0
HUNTSMAN CORP COM 447011107 27,965 1,027,000 SH   DFND 4 1,027,000 0 0
HUNTSMAN CORP COM 447011107 2,455 90,146 SH   DFND 1 90,146 0 0
HURCO COMPANIES INC COM 447324104 6,520 144,559 SH   DFND 4 144,559 0 0
HURON CONSULTING GROUP INC COM 447462102 218 4,413 SH   DFND 1 4,413 0 0
HYATT HOTELS CORP COM CL A 448579102 8,625 108,371 SH   DFND 1 108,371 0 0
HYATT HOTELS CORP COM CL A 448579102 12,241 153,800 SH   DFND 4 153,800 0 0
IAC INTERACTIVECORP COM 44919P508 1,276 5,891 SH   DFND 1 5,891 0 0
IAC INTERACTIVECORP COM 44919P508 585 2,700 SH   DFND 4 2,700 0 0
IBERIABANK CORP COM 450828108 1,670 20,526 SH   DFND 1 20,526 0 0
IBERIABANK CORP COM 450828108 5,568 68,439 SH   DFND 3 68,439 0 0
ICF INTL INC COM 44925C103 13,117 173,852 SH   DFND 4 173,852 0 0
ICICI BK LTD ADR 45104G104 3,226 379,933 SH   DFND 3 379,933 0 0
ICON PLC SHS G4705A100 11,174 72,673 SH   DFND 1 72,673 0 0
ICU MED INC COM 44930G107 21,247 75,143 SH   DFND 4 75,143 0 0
ICU MED INC COM 44930G107 13,315 47,091 SH   DFND 1 47,091 0 0
IDACORP INC COM 451107106 10,615 106,978 SH   DFND 1 106,978 0 0
IDACORP INC COM 451107106 3,433 34,600 SH   DFND 4 34,600 0 0
IDEX CORP COM 45167R104 3,692 24,505 SH   DFND 1 24,505 0 0
IDEX CORP COM 45167R104 631 4,185 SH   DFND 2 4,185 0 0
IDEX CORP COM 45167R104 286 1,900 SH   DFND 4 1,900 0 0
IDEXX LABS INC COM 45168D104 4,406 17,651 SH   DFND 1 17,651 0 0
IDEXX LABS INC COM 45168D104 1,092 4,372 SH   DFND 2 4,372 0 0
IDEXX LABS INC COM 45168D104 73,857 295,830 SH   DFND 4 295,830 0 0
IDT CORP CL B NEW 448947507 202 37,900 SH   DFND 4 37,900 0 0
IHS MARKIT LTD SHS G47567105 6,845 126,864 SH   DFND 1 126,864 0 0
IHS MARKIT LTD SHS G47567105 178 3,300 SH   DFND 4 3,300 0 0
II VI INC COM 902104108 16 338 SH   DFND 1 338 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 2,345 2,000,000 PRN   DFND 3 2,000,000 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 25,937 1,432,992 SH   DFND 3 1,432,992 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,782 55,143 SH   DFND 1 55,143 0 0
ILLINOIS TOOL WKS INC COM 452308109 88 627 SH   DFND 3 627 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,361 30,900 SH   DFND 4 30,900 0 0
ILLUMINA INC COM 452327109 6,011 16,376 SH   DFND 1 16,376 0 0
ILLUMINA INC COM 452327109 2,868 7,813 SH   DFND 2 7,813 0 0
ILLUMINA INC COM 452327109 8,343 22,730 SH   DFND 4 22,730 0 0
ILLUMINA INC NOTE 6/1 452327AF6 10,384 7,154,000 PRN   DFND 3 7,154,000 0 0
IMAX CORP COM 45245E109 5,717 221,573 SH   DFND 1 221,573 0 0
IMAX CORP COM 45245E109 836 32,400 SH   DFND 4 32,400 0 0
IMMERSION CORP COM 452521107 11,829 1,119,102 SH   DFND 4 1,119,102 0 0
IMMUNOGEN INC COM 45253H101 3,402 359,200 SH   DFND 4 359,200 0 0
IMMUNOMEDICS INC COM 452907108 990 47,550 SH   DFND 1 47,550 0 0
IMMUNOMEDICS INC COM 452907108 2,177 104,500 SH   DFND 2 104,500 0 0
IMMUNOMEDICS INC COM 452907108 1,039 49,880 SH   DFND 3 49,880 0 0
IMMUNOMEDICS INC COM 452907108 27 1,300 SH   DFND 4 1,300 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,598 172,920 SH   DFND 1 172,920 0 0
IMPERIAL OIL LTD COM NEW 453038408 349 10,800 SH   DFND 4 10,800 0 0
IMPERVA INC COM 45321L100 5,353 115,241 SH   DFND 1 115,241 0 0
IMPERVA INC COM 45321L100 1,305 28,100 SH   DFND 4 28,100 0 0
INCYTE CORP COM 45337C102 1,874 27,130 SH   DFND 1 27,130 0 0
INCYTE CORP COM 45337C102 657 9,505 SH   DFND 2 9,505 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 16,142 682,553 SH   DFND 4 682,553 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,151 17,365 SH   DFND 1 17,365 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 39 14,395 SH   DFND 4 14,395 0 0
INFOSYS LTD SPONSORED ADR 456788108 75,623 7,435,900 SH   DFND 4 7,435,900 0 0
INFRAREIT INC COM 45685L100 5,458 258,078 SH   DFND 4 258,078 0 0
INGERSOLL-RAND PLC SHS G47791101 8,430 82,406 SH   DFND 1 82,406 0 0
INGERSOLL-RAND PLC SHS G47791101 5,006 48,933 SH   DFND 2 48,933 0 0
INGERSOLL-RAND PLC SHS G47791101 619 6,047 SH   DFND 3 6,047 0 0
INGERSOLL-RAND PLC SHS G47791101 53,810 526,000 SH   DFND 4 526,000 0 0
INGEVITY CORP COM 45688C107 395 3,880 SH   DFND 1 3,880 0 0
INGREDION INC COM 457187102 4,564 43,486 SH   DFND 1 43,486 0 0
INGREDION INC COM 457187102 1,480 14,100 SH   DFND 4 14,100 0 0
INGREDION INC COM 457187102 363 3,463 SH   DFND 2 3,463 0 0
INNERWORKINGS INC COM 45773Y105 959 121,052 SH   DFND 1 121,052 0 0
INNOSPEC INC COM 45768S105 4,754 61,938 SH   DFND 1 61,938 0 0
INNOSPEC INC COM 45768S105 1,996 26,000 SH   DFND 4 26,000 0 0
INNOVIVA INC COM 45781M101 311 20,434 SH   DFND 1 20,434 0 0
INNOVIVA INC COM 45781M101 17,596 1,154,575 SH   DFND 4 1,154,575 0 0
INOGEN INC COM 45780L104 1,873 7,672 SH   DFND 1 7,672 0 0
INOGEN INC COM 45780L104 3,781 15,490 SH   DFND 4 15,490 0 0
INOVALON HLDGS INC COM CL A 45781D101 1,105 109,950 SH   DFND 1 109,950 0 0
INOVALON HLDGS INC COM CL A 45781D101 180 17,960 SH   DFND 4 17,960 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,900 220,000 SH   DFND 4 220,000 0 0
INSPERITY INC COM 45778Q107 17,925 151,968 SH   DFND 1 151,968 0 0
INSPERITY INC COM 45778Q107 49,139 416,609 SH   DFND 4 416,609 0 0
INSULET CORP COM 45784P101 14,255 134,546 SH   DFND 3 134,546 0 0
INSULET CORP COM 45784P101 328 3,100 SH   DFND 4 3,100 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 9,188 5,000,000 PRN   DFND 3 5,000,000 0 0
INTEGER HLDGS CORP COM 45826H109 11,456 138,114 SH   DFND 1 138,114 0 0
INTEGER HLDGS CORP COM 45826H109 21,940 264,501 SH   DFND 4 264,501 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,572 54,236 SH   DFND 1 54,236 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 356 5,400 SH   DFND 4 5,400 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,221 25,973 SH   DFND 1 25,973 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 141 3,000 SH   DFND 4 3,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 9,045 6,000,000 PRN   DFND 3 6,000,000 0 0
INTEL CORP COM 458140100 17,133 362,300 SH   DFND 4 362,300 0 0
INTEL CORP COM 458140100 830 17,564 SH   DFND 1 17,564 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 927 32,400 SH   DFND 4 32,400 0 0
INTELSAT S A COM L5140P101 1,745 58,175 SH   DFND 1 58,175 0 0
INTELSAT S A COM L5140P101 759 25,293 SH   DFND 3 25,293 0 0
INTER PARFUMS INC COM 458334109 316 4,900 SH   DFND 4 4,900 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,471 26,597 SH   DFND 1 26,597 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 66 1,200 SH   DFND 4 1,200 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 548 4,338 SH   DFND 1 4,338 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,202 42,753 SH   DFND 2 42,753 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5,224 69,750 SH   DFND 4 69,750 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,846 38,006 SH   DFND 1 38,006 0 0
INTERDIGITAL INC COM 45867G101 6,388 79,856 SH   DFND 1 79,856 0 0
INTERDIGITAL INC COM 45867G101 2,552 31,900 SH   DFND 4 31,900 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 3,529 3,000,000 PRN   DFND 3 3,000,000 0 0
INTERFACE INC COM 458665304 10,207 437,134 SH   DFND 1 437,134 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 4,306 95,700 SH   DFND 4 95,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,190 93,844 SH   DFND 1 93,844 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,686 44,218 SH   DFND 2 44,218 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 694 4,590 SH   DFND 3 4,590 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 24,058 159,100 SH   DFND 4 159,100 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 77 3,900 SH   DFND 4 3,900 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,880 95,192 SH   DFND 1 95,192 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 6,329 144,500 SH   DFND 4 144,500 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 232 5,295 SH   DFND 1 5,295 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,500 153,015 SH   DFND 1 153,015 0 0
INTERSECT ENT INC COM 46071F103 296 10,289 SH   DFND 1 10,289 0 0
INTEST CORP COM 461147100 136 17,554 SH   DFND 4 17,554 0 0
INTL PAPER CO COM 460146103 209 4,244 SH   DFND 3 4,244 0 0
INTL PAPER CO COM 460146103 280 5,700 SH   DFND 4 5,700 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 6,561 302,348 SH   DFND 4 302,348 0 0
INTREXON CORP COM 46122T102 225 13,080 SH   DFND 1 13,080 0 0
INTUIT COM 461202103 14,824 65,189 SH   DFND 3 65,189 0 0
INTUIT COM 461202103 22,581 99,300 SH   DFND 4 99,300 0 0
INTUIT COM 461202103 2,413 10,611 SH   DFND 2 10,611 0 0
INTUIT COM 461202103 11,974 52,656 SH   DFND 1 52,656 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,257 5,675 SH   DFND 2 5,675 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,044 20,983 SH   DFND 4 20,983 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,296 2,258 SH   DFND 1 2,258 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 15,264 849,390 SH   DFND 1 849,390 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 32,716 1,411,988 SH   DFND 1 1,411,988 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 12,512 540,000 SH   DFND 3 540,000 0 0
INVESCO LTD SHS G491BT108 2,769 121,034 SH   DFND 3 121,034 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 223 1,200 SH Put DFND 3 1,200 0 0
INVESTORS BANCORP INC NEW COM 46146L101 4,703 383,257 SH   DFND 1 383,257 0 0
INVESTORS BANCORP INC NEW COM 46146L101 9,887 805,800 SH   DFND 4 805,800 0 0
INVITAE CORP COM 46185L103 1,108 66,200 SH   DFND 4 66,200 0 0
INVITATION HOMES INC COM 46187W107 8,470 369,700 SH   DFND 4 369,700 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 301 19,380 SH   DFND 4 19,380 0 0
IONIS PHARMACEUTICALS INC COM 462222100 623 12,077 SH   DFND 1 12,077 0 0
IPG PHOTONICS CORP COM 44980X109 702 4,500 SH   DFND 4 4,500 0 0
IQVIA HLDGS INC COM 46266C105 13,495 104,019 SH   DFND 1 104,019 0 0
IQVIA HLDGS INC COM 46266C105 1,993 15,362 SH   DFND 4 15,362 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 2,951 31,178 SH   DFND 1 31,178 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,962 87,184 SH   DFND 1 87,184 0 0
IROBOT CORP COM 462726100 547 4,972 SH   DFND 1 4,972 0 0
IRON MTN INC NEW COM 46284V101 501 14,500 SH   DFND 2 14,500 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 303 16,402 SH   DFND 1 16,402 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,051 111,100 SH   DFND 4 111,100 0 0
ISHARES INC MSCI AUST ETF 464286103 6,707 303,200 SH   DFND 4 303,200 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,894 145,100 SH   DFND 4 145,100 0 0
ISHARES INC MSCI CDA ETF 464286509 604 21,000 SH   DFND 4 21,000 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 2,814 85,741 SH   DFND 4 85,741 0 0
ISHARES INC MSCI TURKEY ETF 464286715 1,704 71,756 SH   DFND 4 71,756 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1,213 14,600 SH   DFND 4 14,600 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,465 103,806 SH   DFND 4 103,806 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,027 116,000 SH Put DFND 3 116,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,095 35,800 SH   DFND 4 35,800 0 0
ISHARES TR IBOXX HI YD ETF 464288513 121,353 1,403,904 SH   DFND 1 1,403,904 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,909 34,012 SH   DFND 1 34,012 0 0
ISHARES TR INTRM TR CRP ETF 464288638 2,158 40,641 SH   DFND 1 40,641 0 0
ISHARES TR MORTGE REL ETF 46435G342 7,127 163,606 SH   DFND 1 163,606 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 482 11,222 SH   DFND 3 11,222 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,309 40,300 SH   DFND 4 40,300 0 0
ISHARES TR NEW ZEALAND ETF 464289123 2,702 55,600 SH   DFND 4 55,600 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,211 13,116 SH   DFND 3 13,116 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9,308 8,800,000 PRN   DFND 3 8,800,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 51,443 4,685,185 SH   DFND 4 4,685,185 0 0
ITT INC COM 45073V108 6,297 102,797 SH   DFND 1 102,797 0 0
J & J SNACK FOODS CORP COM 466032109 3,106 20,585 SH   DFND 1 20,585 0 0
J ALEXANDERS HLDGS INC COM 46609J106 437 36,700 SH   DFND 4 36,700 0 0
J JILL INC COM 46620W102 1,277 206,700 SH   DFND 4 206,700 0 0
J2 GLOBAL INC COM 48123V102 7,841 94,647 SH   DFND 1 94,647 0 0
J2 GLOBAL INC COM 48123V102 24,350 293,900 SH   DFND 4 293,900 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 3,896 3,000,000 PRN   DFND 3 3,000,000 0 0
JABIL INC COM 466313103 313 11,540 SH   DFND 1 11,540 0 0
JABIL INC COM 466313103 1,075 39,700 SH   DFND 4 39,700 0 0
JACK IN THE BOX INC COM 466367109 3,178 37,916 SH   DFND 1 37,916 0 0
JACK IN THE BOX INC COM 466367109 12,154 144,983 SH   DFND 3 144,983 0 0
JACK IN THE BOX INC COM 466367109 1,190 14,200 SH   DFND 4 14,200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,295 30,000 SH   DFND 2 30,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 245 3,200 SH   DFND 4 3,200 0 0
JAGGED PEAK ENERGY INC COM 47009K107 5,031 363,769 SH   DFND 1 363,769 0 0
JAMES RIV GROUP LTD COM G5005R107 801 18,792 SH   DFND 1 18,792 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,892 107,276 SH   DFND 1 107,276 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,042 2,000,000 PRN   DFND 3 2,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 9,345 8,725,000 PRN   DFND 3 8,725,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,940 41,274 SH   DFND 1 41,274 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 535 3,184 SH   DFND 2 3,184 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,110 18,500 SH   DFND 4 18,500 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 5,031 5,000,000 PRN   DFND 3 5,000,000 0 0
JEFFERIES FINL GROUP INC COM 47233W109 555 25,273 SH   DFND 1 25,273 0 0
JEFFERIES FINL GROUP INC COM 47233W109 326 14,825 SH   DFND 2 14,825 0 0
JETBLUE AIRWAYS CORP COM 477143101 7,091 366,291 SH   DFND 3 366,291 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 585 4,905 SH   DFND 1 4,905 0 0
JOHNSON & JOHNSON COM 478160104 19,237 139,230 SH   DFND 2 139,230 0 0
JOHNSON & JOHNSON COM 478160104 117 844 SH   DFND 3 844 0 0
JOHNSON & JOHNSON COM 478160104 9,374 67,848 SH   DFND 1 67,848 0 0
JOHNSON & JOHNSON COM 478160104 22,971 166,250 SH   DFND 4 166,250 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,064 116,110 SH   DFND 1 116,110 0 0
JOHNSON OUTDOORS INC CL A 479167108 1,384 14,888 SH   DFND 4 14,888 0 0
JONES LANG LASALLE INC COM 48020Q107 734 5,083 SH   DFND 2 5,083 0 0
JONES LANG LASALLE INC COM 48020Q107 115 800 SH   DFND 4 800 0 0
JOUNCE THERAPEUTICS INC COM 481116101 1,299 199,819 SH   DFND 4 199,819 0 0
JPMORGAN CHASE & CO COM 46625H100 20,227 179,255 SH   DFND 2 179,255 0 0
JPMORGAN CHASE & CO COM 46625H100 508 4,500 SH   DFND 4 4,500 0 0
JPMORGAN CHASE & CO COM 46625H100 33,852 300,000 SH Call DFND 2 300,000 0 0
JPMORGAN CHASE & CO COM 46625H100 5,642 50,000 SH Call DFND 3 50,000 0 0
JUNIPER NETWORKS INC COM 48203R104 8,225 274,440 SH   DFND 1 274,440 0 0
JUNIPER NETWORKS INC COM 48203R104 27 900 SH   DFND 4 900 0 0
JUNIPER NETWORKS INC COM 48203R104 1,332 44,430 SH   DFND 3 44,430 0 0
JUNIPER NETWORKS INC COM 48203R104 4,496 150,000 SH   DFND 2 150,000 0 0
JUST ENERGY GROUP INC COM 48213W101 2,901 935,053 SH   DFND 4 935,053 0 0
K12 INC COM 48273U102 216 12,203 SH   DFND 1 12,203 0 0
K12 INC COM 48273U102 19,357 1,093,617 SH   DFND 4 1,093,617 0 0
K2M GROUP HLDGS INC COM 48273J107 5,416 197,884 SH   DFND 3 197,884 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 24 225 SH   DFND 1 225 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 19,418 178,050 SH   DFND 4 178,050 0 0
KAMAN CORP COM 483548103 9,800 146,751 SH   DFND 1 146,751 0 0
KAMAN CORP COM 483548103 53 800 SH   DFND 4 800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 563 4,971 SH   DFND 2 4,971 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 329 2,900 SH   DFND 4 2,900 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,467 30,609 SH   DFND 1 30,609 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 36,222 1,068,179 SH   DFND 3 1,068,179 0 0
KAR AUCTION SVCS INC COM 48238T109 17,577 294,469 SH   DFND 1 294,469 0 0
KAR AUCTION SVCS INC COM 48238T109 1,301 21,800 SH   DFND 4 21,800 0 0
KB HOME COM 48666K109 4,200 175,660 SH   DFND 1 175,660 0 0
KB HOME COM 48666K109 11,376 475,782 SH   DFND 4 475,782 0 0
KELLOGG CO COM 487836108 3,497 49,941 SH   DFND 1 49,941 0 0
KELLOGG CO COM 487836108 945 13,490 SH   DFND 2 13,490 0 0
KELLOGG CO COM 487836108 846 12,077 SH   DFND 3 12,077 0 0
KELLOGG CO COM 487836108 2,503 35,750 SH   DFND 4 35,750 0 0
KELLY SVCS INC CL A 488152208 1,211 50,380 SH   DFND 4 50,380 0 0
KELLY SVCS INC CL A 488152208 997 41,470 SH   DFND 1 41,470 0 0
KEMET CORP COM NEW 488360207 3,765 202,957 SH   DFND 4 202,957 0 0
KEMPER CORP DEL COM 488401100 688 8,552 SH   DFND 1 8,552 0 0
KENNAMETAL INC COM 489170100 1,439 33,039 SH   DFND 1 33,039 0 0
KENNAMETAL INC COM 489170100 4,935 113,296 SH   DFND 3 113,296 0 0
KENNAMETAL INC COM 489170100 2,165 49,700 SH   DFND 4 49,700 0 0
KEURIG DR PEPPER INC COM 49271V100 3,439 148,457 SH   DFND 1 148,457 0 0
KEURIG DR PEPPER INC COM 49271V100 37 1,600 SH   DFND 4 1,600 0 0
KEYCORP NEW COM 493267108 358 17,977 SH   DFND 1 17,977 0 0
KEYCORP NEW COM 493267108 1,135 57,041 SH   DFND 2 57,041 0 0
KEYCORP NEW COM 493267108 13,812 694,429 SH   DFND 3 694,429 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,735 56,348 SH   DFND 1 56,348 0 0
KFORCE INC COM 493732101 987 26,262 SH   DFND 1 26,262 0 0
KFORCE INC COM 493732101 7,892 209,900 SH   DFND 4 209,900 0 0
KIMBERLY CLARK CORP COM 494368103 2,073 18,240 SH   DFND 2 18,240 0 0
KIMBERLY CLARK CORP COM 494368103 24 214 SH   DFND 3 214 0 0
KIMBERLY CLARK CORP COM 494368103 13,404 117,950 SH   DFND 4 117,950 0 0
KIMBERLY CLARK CORP COM 494368103 4,992 43,927 SH   DFND 1 43,927 0 0
KIMCO RLTY CORP COM 49446R109 365 21,830 SH   DFND 2 21,830 0 0
KIMCO RLTY CORP COM 49446R109 1 79 SH   DFND 3 79 0 0
KINDER MORGAN INC DEL COM 49456B101 2,095 118,140 SH   DFND 1 118,140 0 0
KINDER MORGAN INC DEL COM 49456B101 1,521 85,805 SH   DFND 2 85,805 0 0
KINDRED BIOSCIENCES INC COM 494577109 942 67,540 SH   DFND 4 67,540 0 0
KIRBY CORP COM 497266106 3,290 40,000 SH   DFND 2 40,000 0 0
KIRBY CORP COM 497266106 1,806 21,957 SH   DFND 3 21,957 0 0
KIRBY CORP COM 497266106 652 7,928 SH   DFND 1 7,928 0 0
KITE RLTY GROUP TR COM NEW 49803T300 7,478 449,136 SH   DFND 4 449,136 0 0
KKR & CO INC CL A 48251W104 5,454 200,000 SH   DFND 2 200,000 0 0
KLA-TENCOR CORP COM 482480100 7,781 76,496 SH   DFND 1 76,496 0 0
KLA-TENCOR CORP COM 482480100 124 1,218 SH   DFND 3 1,218 0 0
KLA-TENCOR CORP COM 482480100 26,292 258,500 SH   DFND 4 258,500 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 309 9,660 SH   DFND 3 9,660 0 0
KLX INC COM 482539103 7,419 118,174 SH   DFND 1 118,174 0 0
KMG CHEMICALS INC COM 482564101 4,882 64,616 SH   DFND 3 64,616 0 0
KNOWLES CORP COM 49926D109 437 26,317 SH   DFND 1 26,317 0 0
KOHLS CORP COM 500255104 22,238 298,302 SH   DFND 2 298,302 0 0
KOHLS CORP COM 500255104 3,191 42,799 SH   DFND 3 42,799 0 0
KOHLS CORP COM 500255104 9,258 124,191 SH   DFND 1 124,191 0 0
KOHLS CORP COM 500255104 1,834 24,600 SH   DFND 4 24,600 0 0
KOPPERS HOLDINGS INC COM 50060P106 4,790 153,767 SH   DFND 4 153,767 0 0
KORN FERRY INTL COM NEW 500643200 15,921 323,332 SH   DFND 1 323,332 0 0
KORN FERRY INTL COM NEW 500643200 38,588 783,675 SH   DFND 4 783,675 0 0
KOSMOS ENERGY LTD SHS G5315B107 3,662 391,585 SH   DFND 1 391,585 0 0
KOSMOS ENERGY LTD SHS G5315B107 106 11,300 SH   DFND 4 11,300 0 0
KRAFT HEINZ CO COM 500754106 0 4 SH   DFND 1 4 0 0
KRAFT HEINZ CO COM 500754106 9 165 SH   DFND 3 165 0 0
KRAFT HEINZ CO COM 500754106 441 8,000 SH   DFND 4 8,000 0 0
KRATON CORPORATION COM 50077C106 10,099 214,197 SH   DFND 4 214,197 0 0
KROGER CO COM 501044101 4,483 154,000 SH   DFND 4 154,000 0 0
KROGER CO COM 501044101 474 16,272 SH   DFND 3 16,272 0 0
KROGER CO COM 501044101 1,317 45,240 SH   DFND 2 45,240 0 0
KROGER CO COM 501044101 10,223 351,202 SH   DFND 1 351,202 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,724 167,607 SH   DFND 1 167,607 0 0
KT CORP SPONSORED ADR 48268K101 37,523 2,526,827 SH   DFND 4 2,526,827 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,384 99,981 SH   DFND 4 99,981 0 0
L BRANDS INC COM 501797104 6,570 216,831 SH   DFND 1 216,831 0 0
L BRANDS INC COM 501797104 87 2,856 SH   DFND 3 2,856 0 0
L3 TECHNOLOGIES INC COM 502413107 12,309 57,892 SH   DFND 1 57,892 0 0
L3 TECHNOLOGIES INC COM 502413107 106 500 SH   DFND 3 500 0 0
L3 TECHNOLOGIES INC COM 502413107 319 1,500 SH   DFND 4 1,500 0 0
LA Z BOY INC COM 505336107 3,257 103,085 SH   DFND 1 103,085 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 7,486 43,100 SH   DFND 4 43,100 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 19,457 112,025 SH   DFND 1 112,025 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,447 14,091 SH   DFND 2 14,091 0 0
LAM RESEARCH CORP COM 512807108 2,220 14,630 SH   DFND 1 14,630 0 0
LAMB WESTON HLDGS INC COM 513272104 9,420 141,431 SH   DFND 1 141,431 0 0
LAMB WESTON HLDGS INC COM 513272104 766 11,500 SH   DFND 4 11,500 0 0
LANCASTER COLONY CORP COM 513847103 7,578 50,789 SH   DFND 1 50,789 0 0
LANCASTER COLONY CORP COM 513847103 3,581 24,000 SH   DFND 4 24,000 0 0
LANDSTAR SYS INC COM 515098101 6,204 50,849 SH   DFND 1 50,849 0 0
LANDSTAR SYS INC COM 515098101 10,028 82,200 SH   DFND 4 82,200 0 0
LANTHEUS HLDGS INC COM 516544103 2,472 165,342 SH   DFND 4 165,342 0 0
LANTHEUS HLDGS INC COM 516544103 1,335 89,307 SH   DFND 1 89,307 0 0
LAREDO PETROLEUM INC COM 516806106 800 97,948 SH   DFND 1 97,948 0 0
LAREDO PETROLEUM INC COM 516806106 13,331 1,631,700 SH   DFND 4 1,631,700 0 0
LAS VEGAS SANDS CORP COM 517834107 8,324 140,292 SH   DFND 1 140,292 0 0
LAS VEGAS SANDS CORP COM 517834107 1,218 20,529 SH   DFND 2 20,529 0 0
LAS VEGAS SANDS CORP COM 517834107 36 600 SH   DFND 4 600 0 0
LAUDER ESTEE COS INC CL A 518439104 873 6,007 SH   DFND 1 6,007 0 0
LAUDER ESTEE COS INC CL A 518439104 1,569 10,796 SH   DFND 2 10,796 0 0
LAUDER ESTEE COS INC CL A 518439104 23 160 SH   DFND 3 160 0 0
LAUDER ESTEE COS INC CL A 518439104 15 100 SH   DFND 4 100 0 0
LAUREATE EDUCATION INC CL A 518613203 201 13,036 SH   DFND 1 13,036 0 0
LAUREATE EDUCATION INC CL A 518613203 317 20,500 SH   DFND 4 20,500 0 0
LCI INDS COM 50189K103 478 5,776 SH   DFND 1 5,776 0 0
LEAR CORP COM NEW 521865204 1,392 9,600 SH   DFND 4 9,600 0 0
LEAR CORP COM NEW 521865204 2,902 20,010 SH   DFND 1 20,010 0 0
LEAR CORP COM NEW 521865204 732 5,046 SH   DFND 3 5,046 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,267 29,733 SH   DFND 1 29,733 0 0
LEGG MASON INC COM 524901105 4,813 154,116 SH   DFND 4 154,116 0 0
LEGGETT & PLATT INC COM 524660107 1,490 34,022 SH   DFND 1 34,022 0 0
LEGGETT & PLATT INC COM 524660107 57 1,305 SH   DFND 3 1,305 0 0
LEIDOS HLDGS INC COM 525327102 14,006 202,522 SH   DFND 1 202,522 0 0
LEIDOS HLDGS INC COM 525327102 5,280 76,340 SH   DFND 2 76,340 0 0
LEIDOS HLDGS INC COM 525327102 290 4,200 SH   DFND 4 4,200 0 0
LEMAITRE VASCULAR INC COM 525558201 11 280 SH   DFND 4 280 0 0
LEMAITRE VASCULAR INC COM 525558201 1,389 35,857 SH   DFND 1 35,857 0 0
LENNAR CORP CL A 526057104 2,427 51,986 SH   DFND 1 51,986 0 0
LENNOX INTL INC COM 526107107 4,705 21,539 SH   DFND 1 21,539 0 0
LENNOX INTL INC COM 526107107 44 200 SH   DFND 4 200 0 0
LHC GROUP INC COM 50187A107 6,117 59,403 SH   DFND 1 59,403 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,784 21,170 SH   DFND 1 21,170 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 991 21,067 SH   DFND 1 21,067 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 210 7,252 SH   DFND 2 7,252 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,931 135,866 SH   DFND 3 135,866 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 187 6,648 SH   DFND 3 6,648 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,017 142,647 SH   DFND 4 142,647 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 975 34,638 SH   DFND 2 34,638 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,503 88,874 SH   DFND 1 88,874 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,266 9,000,000 PRN   DFND 3 9,000,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4,020 92,551 SH   DFND 1 92,551 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 600 13,805 SH   DFND 2 13,805 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4,955 114,056 SH   DFND 4 114,056 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5,207 119,832 SH   DFND 1 119,832 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 9,073 208,805 SH   DFND 4 208,805 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 123 3,452 SH   DFND 2 3,452 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 2,317 62,300 SH   DFND 4 62,300 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 13,875 11,848,000 PRN   DFND 3 11,848,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,022 3,300,000 PRN   DFND 3 3,300,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 285 6,746 SH   DFND 2 6,746 0 0
LIFEPOINT HEALTH INC COM 53219L109 8,837 137,213 SH   DFND 3 137,213 0 0
LIFETIME BRANDS INC COM 53222Q103 344 31,573 SH   DFND 3 31,573 0 0
LIFEVANTAGE CORP COM NEW 53222K205 147 13,331 SH   DFND 4 13,331 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,442 5,252 SH   DFND 1 5,252 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 19,349 70,490 SH   DFND 4 70,490 0 0
LILLY ELI & CO COM 532457108 10,367 96,610 SH   DFND 1 96,610 0 0
LILLY ELI & CO COM 532457108 4,344 40,484 SH   DFND 2 40,484 0 0
LILLY ELI & CO COM 532457108 40,880 380,950 SH   DFND 4 380,950 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,023 203,800 SH   DFND 4 203,800 0 0
LINCOLN ELEC HLDGS INC COM 533900106 8,756 93,701 SH   DFND 1 93,701 0 0
LINCOLN ELEC HLDGS INC COM 533900106 112 1,200 SH   DFND 4 1,200 0 0
LINCOLN NATL CORP IND COM 534187109 5,087 75,197 SH   DFND 1 75,197 0 0
LINCOLN NATL CORP IND COM 534187109 26,178 386,900 SH   DFND 4 386,900 0 0
LINCOLN NATL CORP IND COM 534187109 1,469 21,706 SH   DFND 2 21,706 0 0
LINCOLN NATL CORP IND COM 534187109 4,104 60,657 SH   DFND 3 60,657 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,161 47,610 SH   DFND 1 47,610 0 0
LIVANOVA PLC SHS G5509L101 6,414 51,737 SH   DFND 1 51,737 0 0
LIVANOVA PLC SHS G5509L101 471 3,800 SH   DFND 4 3,800 0 0
LKQ CORP COM 501889208 760 24,000 SH   DFND 4 24,000 0 0
LOCKHEED MARTIN CORP COM 539830109 24,307 70,260 SH   DFND 4 70,260 0 0
LOEWS CORP COM 540424108 3,684 73,340 SH   DFND 1 73,340 0 0
LOEWS CORP COM 540424108 8,044 160,150 SH   DFND 4 160,150 0 0
LOGITECH INTL S A SHS H50430232 3,171 70,890 SH   DFND 1 70,890 0 0
LOGMEIN INC COM 54142L109 7,075 79,406 SH   DFND 1 79,406 0 0
LOGMEIN INC COM 54142L109 13,953 156,600 SH   DFND 4 156,600 0 0
LONESTAR RES US INC CL A VTG 54240F103 114 14,690 SH   DFND 4 14,690 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 350 7,700 SH   DFND 4 7,700 0 0
LOUISIANA PAC CORP COM 546347105 4,709 177,765 SH   DFND 1 177,765 0 0
LOUISIANA PAC CORP COM 546347105 60,577 2,286,773 SH   DFND 4 2,286,773 0 0
LOWES COS INC COM 548661107 9,745 84,875 SH   DFND 1 84,875 0 0
LOWES COS INC COM 548661107 5,052 44,000 SH   DFND 2 44,000 0 0
LOWES COS INC COM 548661107 12,020 104,687 SH   DFND 3 104,687 0 0
LOWES COS INC COM 548661107 4,742 41,300 SH   DFND 4 41,300 0 0
LOXO ONCOLOGY INC COM 548862101 828 4,845 SH   DFND 1 4,845 0 0
LOXO ONCOLOGY INC COM 548862101 3,820 22,363 SH   DFND 4 22,363 0 0
LPL FINL HLDGS INC COM 50212V100 142 2,200 SH   DFND 4 2,200 0 0
LPL FINL HLDGS INC COM 50212V100 1,142 17,710 SH   DFND 2 17,710 0 0
LSI INDS INC COM 50216C108 141 30,660 SH   DFND 4 30,660 0 0
LULULEMON ATHLETICA INC COM 550021109 1,284 7,900 SH   DFND 4 7,900 0 0
LULULEMON ATHLETICA INC COM 550021109 1,325 8,154 SH   DFND 1 8,154 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 113 7,319 SH   DFND 1 7,319 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,574 166,200 SH   DFND 4 166,200 0 0
LUMENTUM HLDGS INC COM 55024U109 300 5,000 SH   DFND 3 5,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5,469 4,570,000 PRN   DFND 3 4,570,000 0 0
LUMINEX CORP DEL COM 55027E102 309 10,196 SH   DFND 1 10,196 0 0
LUMINEX CORP DEL COM 55027E102 4,131 136,299 SH   DFND 4 136,299 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 15,702 331,612 SH   DFND 4 331,612 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 897 18,952 SH   DFND 1 18,952 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 38,011 370,800 SH   DFND 4 370,800 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 297 2,896 SH   DFND 3 2,896 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,927 18,802 SH   DFND 2 18,802 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,720 46,045 SH   DFND 1 46,045 0 0
M & T BK CORP COM 55261F104 1,749 10,626 SH   DFND 2 10,626 0 0
M & T BK CORP COM 55261F104 4,655 28,287 SH   DFND 3 28,287 0 0
M & T BK CORP COM 55261F104 16,528 100,450 SH   DFND 4 100,450 0 0
MACERICH CO COM 554382101 337 6,099 SH   DFND 2 6,099 0 0
MACERICH CO COM 554382101 0 1 SH   DFND 3 1 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 806 17,469 SH   DFND 1 17,469 0 0
MACROGENICS INC COM 556099109 133 6,215 SH   DFND 1 6,215 0 0
MACROGENICS INC COM 556099109 1,284 59,907 SH   DFND 4 59,907 0 0
MACYS INC COM 55616P104 7,306 210,360 SH   DFND 1 210,360 0 0
MACYS INC COM 55616P104 2,146 61,792 SH   DFND 2 61,792 0 0
MACYS INC COM 55616P104 236 6,800 SH   DFND 4 6,800 0 0
MADDEN STEVEN LTD COM 556269108 5,961 112,689 SH   DFND 1 112,689 0 0
MADDEN STEVEN LTD COM 556269108 37 700 SH   DFND 4 700 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,356 4,301 SH   DFND 1 4,301 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,917 6,080 SH   DFND 4 6,080 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,760 8,223 SH   DFND 1 8,223 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 3,931 18,358 SH   DFND 2 18,358 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,400 6,541 SH   DFND 3 6,541 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,532 21,264 SH   DFND 4 21,264 0 0
MAGELLAN HEALTH INC COM NEW 559079207 17,463 242,371 SH   DFND 1 242,371 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 3,812 456,528 SH   DFND 3 456,528 0 0
MAGNA INTL INC COM 559222401 2,204 41,953 SH   DFND 1 41,953 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,232 81,320 SH   DFND 1 81,320 0 0
MALIBU BOATS INC COM CL A 56117J100 607 11,100 SH   DFND 4 11,100 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 6,194 211,342 SH   DFND 1 211,342 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,954 134,891 SH   DFND 4 134,891 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 4,331 148,833 SH   DFND 4 148,833 0 0
MANHATTAN ASSOCS INC COM 562750109 7,722 141,432 SH   DFND 1 141,432 0 0
MANHATTAN ASSOCS INC COM 562750109 22,954 420,400 SH   DFND 4 420,400 0 0
MANPOWERGROUP INC COM 56418H100 21,254 247,256 SH   DFND 4 247,256 0 0
MANPOWERGROUP INC COM 56418H100 13,728 159,702 SH   DFND 1 159,702 0 0
MANPOWERGROUP INC COM 56418H100 268 3,113 SH   DFND 2 3,113 0 0
MANTECH INTL CORP CL A 564563104 819 12,938 SH   DFND 1 12,938 0 0
MANTECH INTL CORP CL A 564563104 633 10,000 SH   DFND 3 10,000 0 0
MANULIFE FINL CORP COM 56501R106 9,300 520,098 SH   DFND 1 520,098 0 0
MANULIFE FINL CORP COM 56501R106 3,130 175,200 SH   DFND 4 175,200 0 0
MARATHON OIL CORP COM 565849106 899 38,613 SH   DFND 1 38,613 0 0
MARATHON OIL CORP COM 565849106 780 33,508 SH   DFND 2 33,508 0 0
MARATHON OIL CORP COM 565849106 6,496 279,055 SH   DFND 3 279,055 0 0
MARATHON OIL CORP COM 565849106 1,176 50,500 SH   DFND 4 50,500 0 0
MARATHON PETE CORP COM 56585A102 50,429 630,600 SH   DFND 4 630,600 0 0
MARATHON PETE CORP COM 56585A102 5,255 65,709 SH   DFND 1 65,709 0 0
MARATHON PETE CORP COM 56585A102 6,306 78,851 SH   DFND 2 78,851 0 0
MARATHON PETE CORP COM 56585A102 1 9 SH   DFND 3 9 0 0
MARCUS CORP COM 566330106 5,355 127,340 SH   DFND 4 127,340 0 0
MARINEMAX INC COM 567908108 1,517 71,365 SH   DFND 4 71,365 0 0
MARINEMAX INC COM 567908108 546 25,682 SH   DFND 1 25,682 0 0
MARKEL CORP COM 570535104 797 670 SH   DFND 1 670 0 0
MARKEL CORP COM 570535104 6,199 5,216 SH   DFND 4 5,216 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 4,881 169,202 SH   DFND 4 169,202 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,344 48,046 SH   DFND 1 48,046 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,361 17,879 SH   DFND 2 17,879 0 0
MARRIOTT INTL INC NEW CL A 571903202 34 256 SH   DFND 3 256 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,944 22,300 SH   DFND 4 22,300 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,085 9,709 SH   DFND 1 9,709 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,008 36,366 SH   DFND 1 36,366 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,172 86,700 SH   DFND 4 86,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,059 12,808 SH   DFND 2 12,808 0 0
MARSH & MCLENNAN COS INC COM 571748102 154 1,867 SH   DFND 3 1,867 0 0
MARTIN MARIETTA MATLS INC COM 573284106 255 1,400 SH   DFND 4 1,400 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 629 32,587 SH   DFND 2 32,587 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 100 5,200 SH   DFND 4 5,200 0 0
MASCO CORP COM 574599106 6,161 168,336 SH   DFND 1 168,336 0 0
MASCO CORP COM 574599106 619 16,901 SH   DFND 2 16,901 0 0
MASCO CORP COM 574599106 39,652 1,083,400 SH   DFND 4 1,083,400 0 0
MASIMO CORP COM 574795100 11,295 90,699 SH   DFND 1 90,699 0 0
MASIMO CORP COM 574795100 12,389 99,476 SH   DFND 4 99,476 0 0
MASONITE INTL CORP NEW COM 575385109 4,734 73,848 SH   DFND 1 73,848 0 0
MASTEC INC COM 576323109 1,267 28,376 SH   DFND 1 28,376 0 0
MASTERCARD INCORPORATED CL A 57636Q104 9,019 40,516 SH   DFND 1 40,516 0 0
MASTERCARD INCORPORATED CL A 57636Q104 11,230 50,446 SH   DFND 2 50,446 0 0
MASTERCARD INCORPORATED CL A 57636Q104 27,027 121,413 SH   DFND 3 121,413 0 0
MASTERCARD INCORPORATED CL A 57636Q104 13,791 61,950 SH   DFND 4 61,950 0 0
MATADOR RES CO COM 576485205 1,377 41,661 SH   DFND 1 41,661 0 0
MATCH GROUP INC COM 57665R106 3,174 54,818 SH   DFND 1 54,818 0 0
MATCH GROUP INC COM 57665R106 11,136 192,300 SH   DFND 4 192,300 0 0
MATERION CORP COM 576690101 12,024 198,738 SH   DFND 4 198,738 0 0
MATRIX SVC CO COM 576853105 5,992 243,090 SH   DFND 4 243,090 0 0
MATTEL INC COM 577081102 191 12,194 SH   DFND 3 12,194 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 7,062 125,243 SH   DFND 1 125,243 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 846 15,010 SH   DFND 2 15,010 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 24,874 441,100 SH   DFND 4 441,100 0 0
MAXIMUS INC COM 577933104 14,157 217,612 SH   DFND 1 217,612 0 0
MAXIMUS INC COM 577933104 19,094 293,485 SH   DFND 4 293,485 0 0
MB FINANCIAL INC NEW COM 55264U108 2,447 53,073 SH   DFND 1 53,073 0 0
MBIA INC COM 55262C100 418 39,121 SH   DFND 1 39,121 0 0
MCBC HLDGS INC COM 55276F107 9,656 269,110 SH   DFND 4 269,110 0 0
MCCORMICK & CO INC COM NON VTG 579780206 860 6,526 SH   DFND 1 6,526 0 0
MCCORMICK & CO INC COM NON VTG 579780206 821 6,233 SH   DFND 2 6,233 0 0
MCCORMICK & CO INC COM NON VTG 579780206 97 736 SH   DFND 3 736 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,576 19,550 SH   DFND 4 19,550 0 0
MCDERMOTT INTL INC COM 580037703 5,927 321,587 SH   DFND 4 321,587 0 0
MCDONALDS CORP COM 580135101 2,150 12,850 SH   DFND 4 12,850 0 0
MCDONALDS CORP COM 580135101 1 6 SH   DFND 3 6 0 0
MCDONALDS CORP COM 580135101 2,191 13,094 SH   DFND 1 13,094 0 0
MCGRATH RENTCORP COM 580589109 633 11,625 SH   DFND 1 11,625 0 0
MCGRATH RENTCORP COM 580589109 5,596 102,741 SH   DFND 4 102,741 0 0
MCKESSON CORP COM 58155Q103 14,730 111,041 SH   DFND 1 111,041 0 0
MCKESSON CORP COM 58155Q103 1,449 10,925 SH   DFND 2 10,925 0 0
MDU RES GROUP INC COM 552690109 4,135 160,955 SH   DFND 1 160,955 0 0
MDU RES GROUP INC COM 552690109 2,402 93,508 SH   DFND 4 93,508 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 2,480 255,114 SH   DFND 4 255,114 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,194 2,350,000 PRN   DFND 3 2,350,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 205 2,800 SH   DFND 4 2,800 0 0
MEDIFAST INC COM 58470H101 590 2,665 SH   DFND 1 2,665 0 0
MEDIFAST INC COM 58470H101 21,402 96,599 SH   DFND 4 96,599 0 0
MEDNAX INC COM 58502B106 24,565 526,457 SH   DFND 1 526,457 0 0
MEDNAX INC COM 58502B106 107 2,300 SH   DFND 4 2,300 0 0
MEDPACE HLDGS INC COM 58506Q109 29,767 496,868 SH   DFND 4 496,868 0 0
MEDTRONIC PLC SHS G5960L103 23,292 236,772 SH   DFND 1 236,772 0 0
MEDTRONIC PLC SHS G5960L103 8,084 82,181 SH   DFND 2 82,181 0 0
MEDTRONIC PLC SHS G5960L103 0 3 SH   DFND 3 3 0 0
MEDTRONIC PLC SHS G5960L103 185,059 1,881,250 SH   DFND 4 1,881,250 0 0
MEET GROUP INC COM 58513U101 1,188 239,900 SH   DFND 4 239,900 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 7,671 362,700 SH   DFND 4 362,700 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,727 37,129 SH   DFND 1 37,129 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 7,687 104,650 SH   DFND 4 104,650 0 0
MERCER INTL INC COM 588056101 6,111 363,774 SH   DFND 4 363,774 0 0
MERCK & CO INC COM 58933Y105 8,572 120,839 SH   DFND 1 120,839 0 0
MERCK & CO INC COM 58933Y105 10,434 147,081 SH   DFND 2 147,081 0 0
MERCK & CO INC COM 58933Y105 74 1,048 SH   DFND 3 1,048 0 0
MERCK & CO INC COM 58933Y105 10,279 144,900 SH   DFND 4 144,900 0 0
MERCURY GENL CORP NEW COM 589400100 8,346 166,403 SH   DFND 1 166,403 0 0
MERCURY GENL CORP NEW COM 589400100 95 1,900 SH   DFND 4 1,900 0 0
MERCURY SYS INC COM 589378108 4,763 86,107 SH   DFND 1 86,107 0 0
MEREDITH CORP COM 589433101 296 5,804 SH   DFND 1 5,804 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 2,933 196,863 SH   DFND 4 196,863 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,335 89,608 SH   DFND 1 89,608 0 0
MERIT MED SYS INC COM 589889104 1,290 21,001 SH   DFND 1 21,001 0 0
MERITAGE HOMES CORP COM 59001A102 844 21,171 SH   DFND 1 21,171 0 0
MERITOR INC COM 59001K100 5,057 261,198 SH   DFND 1 261,198 0 0
MERITOR INC COM 59001K100 3,673 189,700 SH   DFND 4 189,700 0 0
METHANEX CORP COM 59151K108 4,932 62,342 SH   DFND 1 62,342 0 0
METHANEX CORP COM 59151K108 1,250 15,800 SH   DFND 4 15,800 0 0
METHODE ELECTRS INC COM 591520200 1,025 28,328 SH   DFND 1 28,328 0 0
METHODE ELECTRS INC COM 591520200 7 200 SH   DFND 4 200 0 0
METLIFE INC COM 59156R108 7,417 158,750 SH   DFND 1 158,750 0 0
METLIFE INC COM 59156R108 2,186 46,793 SH   DFND 2 46,793 0 0
METLIFE INC COM 59156R108 16,277 348,400 SH   DFND 4 348,400 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 14,188 23,298 SH   DFND 1 23,298 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 27,745 45,560 SH   DFND 4 45,560 0 0
MGIC INVT CORP WIS COM 552848103 44,651 3,354,703 SH   DFND 4 3,354,703 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 324 11,000 SH   DFND 4 11,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 544 19,510 SH   DFND 1 19,510 0 0
MGM RESORTS INTERNATIONAL COM 552953101 659 23,617 SH   DFND 2 23,617 0 0
MGP INGREDIENTS INC NEW COM 55303J106 297 3,759 SH   DFND 1 3,759 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 7,924 115,575 SH   DFND 1 115,575 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,543 22,500 SH   DFND 2 22,500 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 784 11,443 SH   DFND 3 11,443 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,565 52,000 SH   DFND 4 52,000 0 0
MICHAELS COS INC COM 59408Q106 177 10,900 SH   DFND 4 10,900 0 0
MICHAELS COS INC COM 59408Q106 5,943 366,161 SH   DFND 1 366,161 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 67 844 SH   DFND 3 844 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 3,945 2,606,000 PRN   DFND 3 2,606,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11,712 11,013,000 PRN   DFND 3 11,013,000 0 0
MICRON TECHNOLOGY INC COM 595112103 711 15,733 SH   DFND 1 15,733 0 0
MICRON TECHNOLOGY INC COM 595112103 27 600 SH   DFND 4 600 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 6,981 4,500,000 PRN   DFND 3 4,500,000 0 0
MICROSOFT CORP COM 594918104 10,313 90,171 SH   DFND 1 90,171 0 0
MICROSOFT CORP COM 594918104 43,398 379,452 SH   DFND 2 379,452 0 0
MICROSOFT CORP COM 594918104 22,189 194,016 SH   DFND 3 194,016 0 0
MICROSOFT CORP COM 594918104 386,762 3,381,670 SH   DFND 4 3,381,670 0 0
MICROSTRATEGY INC CL A NEW 594972408 17,296 123,000 SH   DFND 4 123,000 0 0
MICROSTRATEGY INC CL A NEW 594972408 9,574 68,086 SH   DFND 1 68,086 0 0
MID AMER APT CMNTYS INC COM 59522J103 347 3,463 SH   DFND 2 3,463 0 0
MID AMER APT CMNTYS INC COM 59522J103 5 52 SH   DFND 3 52 0 0
MIDDLEBY CORP COM 596278101 464 3,586 SH   DFND 1 3,586 0 0
MIDDLESEX WATER CO COM 596680108 912 18,845 SH   DFND 1 18,845 0 0
MILACRON HLDGS CORP COM 59870L106 134 6,593 SH   DFND 1 6,593 0 0
MILACRON HLDGS CORP COM 59870L106 107 5,300 SH   DFND 4 5,300 0 0
MILLER HERMAN INC COM 600544100 10,964 285,537 SH   DFND 1 285,537 0 0
MILLER HERMAN INC COM 600544100 27 700 SH   DFND 4 700 0 0
MIMECAST LTD ORD SHS G14838109 1,943 46,402 SH   DFND 1 46,402 0 0
MIMEDX GROUP INC COM 602496101 300 48,571 SH   DFND 1 48,571 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,360 49,700 SH   DFND 4 49,700 0 0
MINERALS TECHNOLOGIES INC COM 603158106 737 10,906 SH   DFND 1 10,906 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 74 13,223 SH   DFND 4 13,223 0 0
MIRATI THERAPEUTICS INC COM 60468T105 811 17,209 SH   DFND 1 17,209 0 0
MITEL NETWORKS CORP COM 60671Q104 39,209 3,557,957 SH   DFND 3 3,557,957 0 0
MKS INSTRUMENT INC COM 55306N104 1,697 21,171 SH   DFND 1 21,171 0 0
MKS INSTRUMENT INC COM 55306N104 104 1,300 SH   DFND 4 1,300 0 0
MOELIS & CO CL A 60786M105 897 16,372 SH   DFND 1 16,372 0 0
MOHAWK INDS INC COM 608190104 211 1,204 SH   DFND 1 1,204 0 0
MOLINA HEALTHCARE INC COM 60855R100 19,776 132,993 SH   DFND 1 132,993 0 0
MOLINA HEALTHCARE INC COM 60855R100 268 1,800 SH   DFND 4 1,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 7,187 116,864 SH   DFND 1 116,864 0 0
MOLSON COORS BREWING CO CL B 60871R209 26,131 424,900 SH   DFND 4 424,900 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 200 7,600 SH   DFND 4 7,600 0 0
MOMO INC ADR 60879B107 87,134 1,989,364 SH   DFND 4 1,989,364 0 0
MONDELEZ INTL INC CL A 609207105 2,278 53,018 SH   DFND 1 53,018 0 0
MONDELEZ INTL INC CL A 609207105 99 2,313 SH   DFND 3 2,313 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 134 25,000 SH   DFND 3 25,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 2,546 475,890 SH   DFND 4 475,890 0 0
MONOLITHIC PWR SYS INC COM 609839105 894 7,124 SH   DFND 1 7,124 0 0
MONOLITHIC PWR SYS INC COM 609839105 8,584 68,380 SH   DFND 4 68,380 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 661 32,721 SH   DFND 1 32,721 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,446 71,600 SH   DFND 4 71,600 0 0
MONRO INC COM 610236101 4,255 61,128 SH   DFND 1 61,128 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,279 21,945 SH   DFND 2 21,945 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 13,882 238,200 SH   DFND 4 238,200 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,803 48,090 SH   DFND 1 48,090 0 0
MOODYS CORP COM 615369105 1,355 8,105 SH   DFND 2 8,105 0 0
MOODYS CORP COM 615369105 331 1,979 SH   DFND 3 1,979 0 0
MOODYS CORP COM 615369105 1,266 7,570 SH   DFND 1 7,570 0 0
MOOG INC CL A 615394202 2,813 32,726 SH   DFND 1 32,726 0 0
MORGAN STANLEY COM NEW 617446448 3,339 71,686 SH   DFND 2 71,686 0 0
MORGAN STANLEY COM NEW 617446448 1,116 23,960 SH   DFND 3 23,960 0 0
MORGAN STANLEY COM NEW 617446448 281,141 6,036,960 SH   DFND 4 6,036,960 0 0
MORNINGSTAR INC COM 617700109 790 6,274 SH   DFND 1 6,274 0 0
MORNINGSTAR INC COM 617700109 50 400 SH   DFND 4 400 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 55 422 SH   DFND 3 422 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,003 7,706 SH   DFND 2 7,706 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,124 31,685 SH   DFND 1 31,685 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 18,695 143,650 SH   DFND 4 143,650 0 0
MOVADO GROUP INC COM 624580106 32 759 SH   DFND 1 759 0 0
MOVADO GROUP INC COM 624580106 1,156 27,600 SH   DFND 4 27,600 0 0
MRC GLOBAL INC COM 55345K103 2,826 150,554 SH   DFND 1 150,554 0 0
MRC GLOBAL INC COM 55345K103 216 11,500 SH   DFND 4 11,500 0 0
MSA SAFETY INC COM 553498106 2,337 21,959 SH   DFND 1 21,959 0 0
MSA SAFETY INC COM 553498106 224 2,100 SH   DFND 4 2,100 0 0
MSC INDL DIRECT INC CL A 553530106 8,353 94,797 SH   DFND 1 94,797 0 0
MSC INDL DIRECT INC CL A 553530106 476 5,400 SH   DFND 4 5,400 0 0
MSCI INC COM 55354G100 57,018 321,390 SH   DFND 4 321,390 0 0
MSCI INC COM 55354G100 740 4,173 SH   DFND 2 4,173 0 0
MSG NETWORK INC CL A 553573106 7,766 301,019 SH   DFND 1 301,019 0 0
MSG NETWORK INC CL A 553573106 3,795 147,100 SH   DFND 4 147,100 0 0
MUELLER WTR PRODS INC COM SER A 624758108 6,703 582,392 SH   DFND 1 582,392 0 0
MUELLER WTR PRODS INC COM SER A 624758108 70 6,100 SH   DFND 4 6,100 0 0
MURPHY OIL CORP COM 626717102 2,147 64,397 SH   DFND 1 64,397 0 0
MURPHY OIL CORP COM 626717102 729 21,858 SH   DFND 3 21,858 0 0
MURPHY OIL CORP COM 626717102 140 4,200 SH   DFND 4 4,200 0 0
MURPHY USA INC COM 626755102 11,939 139,699 SH   DFND 1 139,699 0 0
MURPHY USA INC COM 626755102 6,751 79,000 SH   DFND 4 79,000 0 0
MYLAN N V SHS EURO N59465109 4,735 129,358 SH   DFND 1 129,358 0 0
MYLAN N V SHS EURO N59465109 8 229 SH   DFND 3 229 0 0
MYOKARDIA INC COM 62857M105 1,730 26,536 SH   DFND 1 26,536 0 0
MYOKARDIA INC COM 62857M105 29 451 SH   DFND 4 451 0 0
MYOKARDIA INC COM 62857M105 8,128 124,666 SH   DFND 3 124,666 0 0
MYRIAD GENETICS INC COM 62855J104 6,085 132,272 SH   DFND 1 132,272 0 0
NABORS INDUSTRIES LTD SHS G6359F103 7 1,089 SH   DFND 3 1,089 0 0
NABORS INDUSTRIES LTD SHS G6359F103 155 25,100 SH   DFND 4 25,100 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1,822 2,700,000 PRN   DFND 3 2,700,000 0 0
NASDAQ INC COM 631103108 2,563 29,873 SH   DFND 1 29,873 0 0
NASDAQ INC COM 631103108 475 5,537 SH   DFND 2 5,537 0 0
NASDAQ INC COM 631103108 54 626 SH   DFND 3 626 0 0
NASDAQ INC COM 631103108 360 4,200 SH   DFND 4 4,200 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,426 17,301 SH   DFND 4 17,301 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,959 16,799 SH   DFND 1 16,799 0 0
NATIONAL BEVERAGE CORP COM 635017106 3,802 32,600 SH   DFND 4 32,600 0 0
NATIONAL CINEMEDIA INC COM 635309107 989 93,428 SH   DFND 1 93,428 0 0
NATIONAL FUEL GAS CO N J COM 636180101 5,010 89,375 SH   DFND 1 89,375 0 0
NATIONAL INSTRS CORP COM 636518102 5,161 106,787 SH   DFND 1 106,787 0 0
NATIONAL OILWELL VARCO INC COM 637071101 926 21,476 SH   DFND 1 21,476 0 0
NATIONAL OILWELL VARCO INC COM 637071101 34 800 SH   DFND 4 800 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 514 20,200 SH   DFND 4 20,200 0 0
NATIONAL VISION HLDGS INC COM 63845R107 1,117 24,751 SH   DFND 1 24,751 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 7,184 308,576 SH   DFND 4 308,576 0 0
NATUS MEDICAL INC DEL COM 639050103 775 21,743 SH   DFND 1 21,743 0 0
NATUS MEDICAL INC DEL COM 639050103 43 1,200 SH   DFND 4 1,200 0 0
NAUTILUS INC COM 63910B102 361 25,900 SH   DFND 4 25,900 0 0
NAVIENT CORPORATION COM 63938C108 27,081 2,009,002 SH   DFND 4 2,009,002 0 0
NAVIENT CORPORATION COM 63938C108 653 48,393 SH   DFND 1 48,393 0 0
NAVIGANT CONSULTING INC COM 63935N107 993 43,051 SH   DFND 1 43,051 0 0
NAVIGANT CONSULTING INC COM 63935N107 62 2,700 SH   DFND 4 2,700 0 0
NAVISTAR INTL CORP NEW COM 63934E108 15,807 410,565 SH   DFND 3 410,565 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 3,041 3,000,000 PRN   DFND 3 3,000,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 150 9,917 SH   DFND 1 9,917 0 0
NCI BUILDING SYS INC COM NEW 628852204 4,413 291,300 SH   DFND 4 291,300 0 0
NCR CORP NEW COM 62886E108 404 14,233 SH   DFND 1 14,233 0 0
NCR CORP NEW COM 62886E108 13,694 482,000 SH   DFND 4 482,000 0 0
NEKTAR THERAPEUTICS COM 640268108 7,643 125,381 SH   DFND 3 125,381 0 0
NEKTAR THERAPEUTICS COM 640268108 5,354 87,822 SH   DFND 1 87,822 0 0
NELNET INC CL A 64031N108 12,882 225,331 SH   DFND 4 225,331 0 0
NEOGEN CORP COM 640491106 10,207 142,696 SH   DFND 1 142,696 0 0
NEOGENOMICS INC COM NEW 64049M209 323 21,074 SH   DFND 1 21,074 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 930 116,269 SH   DFND 1 116,269 0 0
NETAPP INC COM 64110D104 5,132 59,751 SH   DFND 1 59,751 0 0
NETAPP INC COM 64110D104 13,734 159,900 SH   DFND 4 159,900 0 0
NETFLIX INC COM 64110L106 314 841 SH   DFND 1 841 0 0
NETFLIX INC COM 64110L106 8,620 23,040 SH   DFND 2 23,040 0 0
NETFLIX INC COM 64110L106 37 100 SH   DFND 4 100 0 0
NETGEAR INC COM 64111Q104 1,923 30,586 SH   DFND 1 30,586 0 0
NETSCOUT SYS INC COM 64115T104 30 1,200 SH   DFND 4 1,200 0 0
NETSCOUT SYS INC COM 64115T104 5,713 226,249 SH   DFND 1 226,249 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 713 5,800 SH   DFND 4 5,800 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,094 8,904 SH   DFND 1 8,904 0 0
NEVRO CORP COM 64157F103 228 4,003 SH   DFND 1 4,003 0 0
NEVRO CORP COM 64157F103 530 9,300 SH   DFND 3 9,300 0 0
NEVRO CORP COM 64157F103 325 5,700 SH   DFND 4 5,700 0 0
NEVSUN RES LTD COM 64156L101 38,195 8,616,356 SH   DFND 3 8,616,356 0 0
NEW JERSEY RES COM 646025106 7,952 172,484 SH   DFND 1 172,484 0 0
NEW JERSEY RES COM 646025106 10,377 225,100 SH   DFND 4 225,100 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 900 57,371 SH   DFND 1 57,371 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,247 70,900 SH   DFND 4 70,900 0 0
NEW RELIC INC COM 64829B100 6,370 67,600 SH   DFND 4 67,600 0 0
NEW RELIC INC COM 64829B100 2,227 23,640 SH   DFND 1 23,640 0 0
NEW SR INVT GROUP INC COM 648691103 1,480 250,900 SH   DFND 4 250,900 0 0
NEW YORK TIMES CO CL A 650111107 204 8,800 SH   DFND 1 8,800 0 0
NEWFIELD EXPL CO COM 651290108 2 61 SH   DFND 3 61 0 0
NEWFIELD EXPL CO COM 651290108 9,995 346,700 SH   DFND 4 346,700 0 0
NEWLINK GENETICS CORP COM 651511107 60 25,300 SH   DFND 4 25,300 0 0
NEWMARK GROUP INC CL A 65158N102 957 85,500 SH   DFND 2 85,500 0 0
NEWMONT MINING CORP COM 651639106 510 16,885 SH   DFND 1 16,885 0 0
NEWMONT MINING CORP COM 651639106 735 24,322 SH   DFND 2 24,322 0 0
NEWMONT MINING CORP COM 651639106 9,575 317,050 SH   DFND 4 317,050 0 0
NEWS CORP NEW CL A 65249B109 3,817 289,438 SH   DFND 1 289,438 0 0
NEWS CORP NEW CL A 65249B109 383 29,000 SH   DFND 4 29,000 0 0
NEXA RES S A COM L67359106 6,639 550,496 SH   DFND 3 550,496 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 3,634 109,466 SH   DFND 4 109,466 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 3,197 39,282 SH   DFND 1 39,282 0 0
NEXTERA ENERGY INC COM 65339F101 4,136 24,680 SH   DFND 1 24,680 0 0
NEXTERA ENERGY INC COM 65339F101 3,587 21,400 SH   DFND 2 21,400 0 0
NEXTERA ENERGY INC COM 65339F101 457 2,728 SH   DFND 3 2,728 0 0
NEXTERA ENERGY INC COM 65339F101 14,221 84,850 SH   DFND 4 84,850 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,347 67,081 SH   DFND 1 67,081 0 0
NIC INC COM 62914B100 832 56,216 SH   DFND 1 56,216 0 0
NIC INC COM 62914B100 9,809 662,774 SH   DFND 4 662,774 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 11,191 404,598 SH   DFND 1 404,598 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 473 17,100 SH   DFND 4 17,100 0 0
NIKE INC CL B 654106103 9,401 110,955 SH   DFND 1 110,955 0 0
NIKE INC CL B 654106103 1,542 18,200 SH   DFND 4 18,200 0 0
NIKE INC CL B 654106103 5,693 67,200 SH   DFND 2 67,200 0 0
NIKE INC CL B 654106103 6,137 72,245 SH   DFND 3 72,245 0 0
NISOURCE INC COM 65473P105 436 17,480 SH   DFND 2 17,480 0 0
NISOURCE INC COM 65473P105 109 4,393 SH   DFND 3 4,393 0 0
NISOURCE INC COM 65473P105 90 3,600 SH   DFND 4 3,600 0 0
NOBLE CORP PLC SHS USD G65431101 7,655 1,088,953 SH   DFND 4 1,088,953 0 0
NOBLE ENERGY INC COM 655044105 889 28,500 SH   DFND 2 28,500 0 0
NOBLE ENERGY INC COM 655044105 0 14 SH   DFND 3 14 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,330 263,053 SH   DFND 1 263,053 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,117 252,543 SH   DFND 4 252,543 0 0
NORDSON CORP COM 655663102 4,734 34,077 SH   DFND 1 34,077 0 0
NORDSTROM INC COM 655664100 347 5,800 SH   DFND 4 5,800 0 0
NORDSTROM INC COM 655664100 3,202 53,533 SH   DFND 2 53,533 0 0
NORDSTROM INC COM 655664100 9,082 151,856 SH   DFND 1 151,856 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,319 46,094 SH   DFND 1 46,094 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,679 14,844 SH   DFND 2 14,844 0 0
NORFOLK SOUTHERN CORP COM 655844108 325 1,800 SH   DFND 4 1,800 0 0
NORTHERN TR CORP COM 665859104 954 9,337 SH   DFND 2 9,337 0 0
NORTHERN TR CORP COM 665859104 32 317 SH   DFND 3 317 0 0
NORTHERN TR CORP COM 665859104 51 500 SH   DFND 4 500 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,236 25,950 SH   DFND 4 25,950 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 5,705 402,900 SH   DFND 4 402,900 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 5,965 344,372 SH   DFND 1 344,372 0 0
NORTHWESTERN CORP COM NEW 668074305 9,514 162,202 SH   DFND 1 162,202 0 0
NORTHWESTERN CORP COM NEW 668074305 13,990 238,500 SH   DFND 4 238,500 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,735 47,629 SH   DFND 1 47,629 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 6,737 117,313 SH   DFND 3 117,313 0 0
NOVANTA INC COM 67000B104 237 3,458 SH   DFND 1 3,458 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,232 2,000,000 PRN   DFND 3 2,000,000 0 0
NOVOCURE LTD ORD SHS G6674U108 1,774 33,839 SH   DFND 1 33,839 0 0
NOVOCURE LTD ORD SHS G6674U108 7,174 136,917 SH   DFND 4 136,917 0 0
NRG ENERGY INC COM NEW 629377508 2,253 60,241 SH   DFND 1 60,241 0 0
NRG ENERGY INC COM NEW 629377508 0 13 SH   DFND 3 13 0 0
NRG ENERGY INC COM NEW 629377508 50,681 1,355,100 SH   DFND 4 1,355,100 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,507 433,455 SH   DFND 1 433,455 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 4,029 232,600 SH   DFND 4 232,600 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,238 129,200 SH   DFND 3 129,200 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,313 10,947,000 PRN   DFND 3 10,947,000 0 0
NUCOR CORP COM 670346105 2,138 33,698 SH   DFND 1 33,698 0 0
NUCOR CORP COM 670346105 1,728 27,231 SH   DFND 2 27,231 0 0
NUCOR CORP COM 670346105 24,677 388,929 SH   DFND 3 388,929 0 0
NUTANIX INC CL A 67059N108 1,122 26,273 SH   DFND 1 26,273 0 0
NUTANIX INC CL A 67059N108 103 2,400 SH   DFND 4 2,400 0 0
NUTRI SYS INC NEW COM 67069D108 551 14,862 SH   DFND 1 14,862 0 0
NUTRI SYS INC NEW COM 67069D108 22,054 595,238 SH   DFND 4 595,238 0 0
NUTRIEN LTD COM 67077M108 329 5,700 SH   DFND 4 5,700 0 0
NUTRIEN LTD COM 67077M108 1,589 27,541 SH   DFND 1 27,541 0 0
NUVASIVE INC COM 670704105 6,568 92,528 SH   DFND 1 92,528 0 0
NUVASIVE INC COM 670704105 1,398 19,700 SH   DFND 4 19,700 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,607 3,672,000 PRN   DFND 3 3,672,000 0 0
NUVECTRA CORP COM 67075N108 5,742 261,255 SH   DFND 4 261,255 0 0
NVE CORP COM NEW 629445206 2,491 23,525 SH   DFND 4 23,525 0 0
NVENT ELECTRIC PLC SHS G6700G107 4,217 155,272 SH   DFND 1 155,272 0 0
NVENT ELECTRIC PLC SHS G6700G107 3,034 111,700 SH   DFND 4 111,700 0 0
NVIDIA CORP COM 67066G104 10,636 37,847 SH   DFND 3 37,847 0 0
NVIDIA CORP COM 67066G104 37 130 SH   DFND 4 130 0 0
NVR INC COM 62944T105 4,586 1,856 SH   DFND 1 1,856 0 0
NVR INC COM 62944T105 161 65 SH   DFND 4 65 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,591 100,484 SH   DFND 3 100,484 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,832 103,300 SH Call DFND 3 103,300 0 0
NXP SEMICONDUCTORS N V COM N6596X109 641 7,500 SH   DFND 4 7,500 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 9,172 8,790,000 PRN   DFND 3 8,790,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 8,464 303,459 SH   DFND 1 303,459 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,595 18,988 SH   DFND 1 18,988 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,852 11,090 SH   DFND 2 11,090 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,042 5,880 SH   DFND 4 5,880 0 0
OASIS PETE INC NEW COM 674215108 1,265 89,243 SH   DFND 1 89,243 0 0
OASIS PETE INC NEW COM 674215108 4,022 283,614 SH   DFND 4 283,614 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 15,885 193,327 SH   DFND 3 193,327 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,290 76,550 SH   DFND 4 76,550 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,941 35,793 SH   DFND 2 35,793 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,923 47,750 SH   DFND 1 47,750 0 0
OCEAN RIG UDW INC COM CL A G66964118 30,589 883,564 SH   DFND 3 883,564 0 0
OCULAR THERAPEUTIX INC COM 67576A100 3,461 503,117 SH   DFND 3 503,117 0 0
OCWEN FINL CORP COM NEW 675746309 8,139 2,065,809 SH   DFND 3 2,065,809 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 888 109,690 SH   DFND 2 109,690 0 0
OFG BANCORP COM 67103X102 10,152 628,597 SH   DFND 4 628,597 0 0
OGE ENERGY CORP COM 670837103 9,781 269,285 SH   DFND 1 269,285 0 0
OGE ENERGY CORP COM 670837103 15,825 435,700 SH   DFND 4 435,700 0 0
OKTA INC CL A 679295105 1,493 21,222 SH   DFND 1 21,222 0 0
OKTA INC CL A 679295105 14 200 SH   DFND 4 200 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2,790 17,301 SH   DFND 1 17,301 0 0
OLD NATL BANCORP IND COM 680033107 2,880 149,203 SH   DFND 1 149,203 0 0
OLD REP INTL CORP COM 680223104 8,860 395,900 SH   DFND 4 395,900 0 0
OLD REP INTL CORP COM 680223104 714 31,907 SH   DFND 1 31,907 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,158 74,941 SH   DFND 4 74,941 0 0
OLIN CORP COM PAR $1 680665205 1,645 64,045 SH   DFND 1 64,045 0 0
OLIN CORP COM PAR $1 680665205 218 8,500 SH   DFND 4 8,500 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,566 37,112 SH   DFND 1 37,112 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 38 400 SH   DFND 4 400 0 0
OMEROS CORP COM 682143102 286 11,732 SH   DFND 1 11,732 0 0
OMNICOM GROUP INC COM 681919106 8,293 121,918 SH   DFND 1 121,918 0 0
OMNICOM GROUP INC COM 681919106 403 5,919 SH   DFND 3 5,919 0 0
OMNICOM GROUP INC COM 681919106 12,420 182,600 SH   DFND 4 182,600 0 0
OMNOVA SOLUTIONS INC COM 682129101 2,872 291,527 SH   DFND 4 291,527 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,355 73,500 SH   DFND 4 73,500 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 3,929 3,376,000 PRN   DFND 3 3,376,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 7,454 6,655,000 PRN   DFND 3 6,655,000 0 0
ONE GAS INC COM 68235P108 6,746 81,989 SH   DFND 1 81,989 0 0
ONE GAS INC COM 68235P108 173 2,100 SH   DFND 4 2,100 0 0
ONEOK INC NEW COM 682680103 697 10,288 SH   DFND 1 10,288 0 0
ONEOK INC NEW COM 682680103 1,417 20,900 SH   DFND 2 20,900 0 0
ONEOK INC NEW COM 682680103 491 7,237 SH   DFND 3 7,237 0 0
ONEOK INC NEW COM 682680103 41 600 SH   DFND 4 600 0 0
ONESPAN INC COM 68287N100 425 22,330 SH   DFND 1 22,330 0 0
OOMA INC COM 683416101 486 29,300 SH   DFND 4 29,300 0 0
OPEN TEXT CORP COM 683715106 9,412 247,408 SH   DFND 1 247,408 0 0
OPEN TEXT CORP COM 683715106 1,365 35,900 SH   DFND 4 35,900 0 0
OPHTHOTECH CORP COM 683745103 393 166,344 SH   DFND 4 166,344 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 8,125 257,125 SH   DFND 4 257,125 0 0
ORACLE CORP COM 68389X105 12,449 241,459 SH   DFND 1 241,459 0 0
ORACLE CORP COM 68389X105 225 4,368 SH   DFND 3 4,368 0 0
ORACLE CORP COM 68389X105 83,984 1,628,850 SH   DFND 4 1,628,850 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 662 42,851 SH   DFND 1 42,851 0 0
ORION ENGINEERED CARBONS S A COM L72967109 4,252 132,482 SH   DFND 1 132,482 0 0
ORION ENGINEERED CARBONS S A COM L72967109 21,950 683,789 SH   DFND 4 683,789 0 0
ORION GROUP HOLDINGS INC COM 68628V308 2,161 286,210 SH   DFND 4 286,210 0 0
ORMAT TECHNOLOGIES INC COM 686688102 313 5,781 SH   DFND 1 5,781 0 0
ORTHOFIX MED INC COM 68752M108 1,336 23,117 SH   DFND 1 23,117 0 0
ORTHOFIX MED INC COM 68752M108 12,530 216,742 SH   DFND 4 216,742 0 0
OSHKOSH CORP COM 688239201 7,687 107,907 SH   DFND 1 107,907 0 0
OSI SYSTEMS INC COM 671044105 3,352 43,922 SH   DFND 1 43,922 0 0
OTONOMY INC COM 68906L105 954 346,763 SH   DFND 4 346,763 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1,460 463,383 SH   DFND 4 463,383 0 0
OWENS & MINOR INC NEW COM 690732102 564 34,122 SH   DFND 1 34,122 0 0
OWENS & MINOR INC NEW COM 690732102 1,320 79,922 SH   DFND 4 79,922 0 0
OWENS CORNING NEW COM 690742101 2,122 39,085 SH   DFND 1 39,085 0 0
OWENS CORNING NEW COM 690742101 1,047 19,300 SH   DFND 4 19,300 0 0
PACCAR INC COM 693718108 3,492 51,205 SH   DFND 1 51,205 0 0
PACCAR INC COM 693718108 23,211 340,381 SH   DFND 3 340,381 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 177 93,300 SH   DFND 4 93,300 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 2,251 45,817 SH   DFND 1 45,817 0 0
PACKAGING CORP AMER COM 695156109 2,313 21,093 SH   DFND 1 21,093 0 0
PACKAGING CORP AMER COM 695156109 503 4,584 SH   DFND 2 4,584 0 0
PACKAGING CORP AMER COM 695156109 107 971 SH   DFND 3 971 0 0
PACKAGING CORP AMER COM 695156109 505 4,600 SH   DFND 4 4,600 0 0
PACWEST BANCORP DEL COM 695263103 331 6,949 SH   DFND 1 6,949 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 469 16,956 SH   DFND 1 16,956 0 0
PALO ALTO NETWORKS INC COM 697435105 1,644 7,297 SH   DFND 1 7,297 0 0
PALO ALTO NETWORKS INC COM 697435105 1,057 4,691 SH   DFND 2 4,691 0 0
PALO ALTO NETWORKS INC COM 697435105 10,362 46,000 SH   DFND 4 46,000 0 0
PAN AMERICAN SILVER CORP COM 697900108 646 43,787 SH   DFND 1 43,787 0 0
PANDORA MEDIA INC COM 698354107 11,674 1,227,512 SH   DFND 3 1,227,512 0 0
PAPA JOHNS INTL INC COM 698813102 2,415 47,099 SH   DFND 1 47,099 0 0
PARAMOUNT GROUP INC COM 69924R108 58,423 3,871,624 SH   DFND 4 3,871,624 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,987 204,883 SH   DFND 3 204,883 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 23 2,420 SH   DFND 4 2,420 0 0
PARKER HANNIFIN CORP COM 701094104 12,144 66,030 SH   DFND 1 66,030 0 0
PARKER HANNIFIN CORP COM 701094104 5,654 30,740 SH   DFND 2 30,740 0 0
PARKER HANNIFIN CORP COM 701094104 458 2,490 SH   DFND 3 2,490 0 0
PARSLEY ENERGY INC CL A 701877102 394 13,486 SH   DFND 1 13,486 0 0
PARSLEY ENERGY INC CL A 701877102 572 19,547 SH   DFND 3 19,547 0 0
PARTY CITY HOLDCO INC COM 702149105 8,111 598,586 SH   DFND 1 598,586 0 0
PARTY CITY HOLDCO INC COM 702149105 98 7,200 SH   DFND 4 7,200 0 0
PATRICK INDS INC COM 703343103 151 2,549 SH   DFND 1 2,549 0 0
PATRICK INDS INC COM 703343103 1,095 18,500 SH   DFND 4 18,500 0 0
PATTERSON COMPANIES INC COM 703395103 90 3,693 SH   DFND 2 3,693 0 0
PATTERSON COMPANIES INC COM 703395103 1,359 55,580 SH   DFND 4 55,580 0 0
PATTERSON COMPANIES INC COM 703395103 18,735 766,274 SH   DFND 1 766,274 0 0
PAYCHEX INC COM 704326107 16,522 224,332 SH   DFND 1 224,332 0 0
PAYCHEX INC COM 704326107 366 4,965 SH   DFND 3 4,965 0 0
PAYCHEX INC COM 704326107 20,165 273,800 SH   DFND 4 273,800 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,214 7,815 SH   DFND 1 7,815 0 0
PAYCOM SOFTWARE INC COM 70432V102 78 500 SH   DFND 4 500 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,253 28,053 SH   DFND 1 28,053 0 0
PAYLOCITY HLDG CORP COM 70438V106 9,372 116,679 SH   DFND 4 116,679 0 0
PAYPAL HLDGS INC COM 70450Y103 561 6,381 SH   DFND 1 6,381 0 0
PAYPAL HLDGS INC COM 70450Y103 114 1,300 SH   DFND 4 1,300 0 0
PAYPAL HLDGS INC COM 70450Y103 14,906 169,690 SH   DFND 2 169,690 0 0
PAYPAL HLDGS INC COM 70450Y103 13,155 149,754 SH   DFND 3 149,754 0 0
PBF ENERGY INC CL A 69318G106 3,970 79,552 SH   DFND 1 79,552 0 0
PBF ENERGY INC CL A 69318G106 20,877 418,300 SH   DFND 4 418,300 0 0
PDL BIOPHARMA INC COM 69329Y104 242 92,100 SH   DFND 4 92,100 0 0
PEABODY ENERGY CORP NEW COM 704551100 3,905 109,566 SH   DFND 1 109,566 0 0
PEABODY ENERGY CORP NEW COM 704551100 16,809 471,619 SH   DFND 4 471,619 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 7,980 219,400 SH   DFND 4 219,400 0 0
PEGASYSTEMS INC COM 705573103 2,787 44,517 SH   DFND 1 44,517 0 0
PEGASYSTEMS INC COM 705573103 695 11,100 SH   DFND 4 11,100 0 0
PEMBINA PIPELINE CORP COM 706327103 946 27,827 SH   DFND 1 27,827 0 0
PENN NATL GAMING INC COM 707569109 7 200 SH   DFND 4 200 0 0
PENN NATL GAMING INC COM 707569109 7,349 223,260 SH   DFND 1 223,260 0 0
PENN VA CORP NEW COM 70788V102 293 3,639 SH   DFND 3 3,639 0 0
PENN VA CORP NEW COM 70788V102 854 10,600 SH   DFND 4 10,600 0 0
PENNEY J C INC COM 708160106 2 1,500 SH   DFND 3 1,500 0 0
PENNEY J C INC COM 708160106 187 112,900 SH   DFND 4 112,900 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 5,828 278,864 SH   DFND 4 278,864 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,717 99,546 SH   DFND 1 99,546 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 66 1,400 SH   DFND 4 1,400 0 0
PENTAIR PLC SHS G7S00T104 6,128 141,366 SH   DFND 1 141,366 0 0
PENTAIR PLC SHS G7S00T104 1,526 35,200 SH   DFND 4 35,200 0 0
PENUMBRA INC COM 70975L107 1,210 8,078 SH   DFND 1 8,078 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,121 65,500 SH   DFND 4 65,500 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1 42 SH   DFND 3 42 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,465 85,537 SH   DFND 1 85,537 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 243 14,203 SH   DFND 2 14,203 0 0
PEPSICO INC COM 713448108 5,095 45,574 SH   DFND 1 45,574 0 0
PEPSICO INC COM 713448108 8,253 73,815 SH   DFND 2 73,815 0 0
PEPSICO INC COM 713448108 625 5,588 SH   DFND 3 5,588 0 0
PEPSICO INC COM 713448108 75,918 679,055 SH   DFND 4 679,055 0 0
PERFICIENT INC COM 71375U101 760 28,514 SH   DFND 1 28,514 0 0
PERFICIENT INC COM 71375U101 2,963 111,200 SH   DFND 4 111,200 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 18,175 545,803 SH   DFND 4 545,803 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,594 288,137 SH   DFND 1 288,137 0 0
PERKINELMER INC COM 714046109 10,667 109,667 SH   DFND 1 109,667 0 0
PERKINELMER INC COM 714046109 41 421 SH   DFND 3 421 0 0
PERRIGO CO PLC SHS G97822103 7,937 112,106 SH   DFND 1 112,106 0 0
PERRIGO CO PLC SHS G97822103 78 1,100 SH   DFND 4 1,100 0 0
PERSPECTA INC COM 715347100 13,582 528,094 SH   DFND 1 528,094 0 0
PERSPECTA INC COM 715347100 2,573 100,040 SH   DFND 3 100,040 0 0
PERSPECTA INC COM 715347100 20,433 794,459 SH   DFND 4 794,459 0 0
PETMED EXPRESS INC COM 716382106 515 15,602 SH   DFND 1 15,602 0 0
PETMED EXPRESS INC COM 716382106 5,653 171,263 SH   DFND 4 171,263 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,820 365,243 SH   DFND 4 365,243 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 23,314 1,931,600 SH   DFND 4 1,931,600 0 0
PFENEX INC COM 717071104 472 92,354 SH   DFND 4 92,354 0 0
PFIZER INC COM 717081103 6,729 152,700 SH   DFND 4 152,700 0 0
PFIZER INC COM 717081103 774 17,557 SH   DFND 3 17,557 0 0
PFIZER INC COM 717081103 13,239 300,403 SH   DFND 1 300,403 0 0
PFIZER INC COM 717081103 14,056 318,958 SH   DFND 2 318,958 0 0
PG&E CORP COM 69331C108 3,228 70,171 SH   DFND 1 70,171 0 0
PG&E CORP COM 69331C108 1,279 27,805 SH   DFND 2 27,805 0 0
PG&E CORP COM 69331C108 4 89 SH   DFND 3 89 0 0
PG&E CORP COM 69331C108 39,380 855,908 SH   DFND 4 855,908 0 0
PHH CORP COM NEW 693320202 7,676 698,432 SH   DFND 3 698,432 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 313 7,288 SH   DFND 1 7,288 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 6,639 154,758 SH   DFND 4 154,758 0 0
PHILIP MORRIS INTL INC COM 718172109 2,227 27,304 SH   DFND 1 27,304 0 0
PHILIP MORRIS INTL INC COM 718172109 3,278 40,200 SH   DFND 4 40,200 0 0
PHILIP MORRIS INTL INC COM 718172109 6,968 85,455 SH   DFND 3 85,455 0 0
PHILIP MORRIS INTL INC COM 718172109 6,581 80,708 SH   DFND 2 80,708 0 0
PHILLIPS 66 COM 718546104 7,112 63,091 SH   DFND 1 63,091 0 0
PHILLIPS 66 COM 718546104 2,618 23,230 SH   DFND 2 23,230 0 0
PHILLIPS 66 COM 718546104 0 1 SH   DFND 3 1 0 0
PHILLIPS 66 COM 718546104 5,929 52,600 SH   DFND 4 52,600 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 4,704 248,500 SH   DFND 4 248,500 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 82 14,600 SH   DFND 4 14,600 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 2,040 112,774 SH   DFND 1 112,774 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 96 5,300 SH   DFND 4 5,300 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 15,094 150,000 SH   DFND 1 150,000 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 7,674 227,781 SH   DFND 1 227,781 0 0
PINNACLE FOODS INC DEL COM 72348P104 11,229 173,264 SH   DFND 1 173,264 0 0
PINNACLE WEST CAP CORP COM 723484101 223 2,822 SH   DFND 2 2,822 0 0
PINNACLE WEST CAP CORP COM 723484101 2 29 SH   DFND 3 29 0 0
PINNACLE WEST CAP CORP COM 723484101 111 1,400 SH   DFND 4 1,400 0 0
PINNACLE WEST CAP CORP COM 723484101 3,969 50,119 SH   DFND 1 50,119 0 0
PIONEER NAT RES CO COM 723787107 2,204 12,655 SH   DFND 1 12,655 0 0
PIONEER NAT RES CO COM 723787107 1,592 9,139 SH   DFND 2 9,139 0 0
PIONEER NAT RES CO COM 723787107 305 1,753 SH   DFND 3 1,753 0 0
PIONEER NAT RES CO COM 723787107 17 100 SH   DFND 4 100 0 0
PITNEY BOWES INC COM 724479100 9,069 1,280,932 SH   DFND 1 1,280,932 0 0
PITNEY BOWES INC COM 724479100 2,974 420,014 SH   DFND 4 420,014 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 217 11,047 SH   DFND 1 11,047 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 33 1,700 SH   DFND 4 1,700 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 973 49,692 SH   DFND 3 49,692 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 1,958 100,000 SH   DFND 2 100,000 0 0
PLANET FITNESS INC CL A 72703H101 1,234 22,832 SH   DFND 1 22,832 0 0
PLANET FITNESS INC CL A 72703H101 43 800 SH   DFND 4 800 0 0
PLANTRONICS INC NEW COM 727493108 1,729 28,677 SH   DFND 1 28,677 0 0
PLANTRONICS INC NEW COM 727493108 19,851 329,203 SH   DFND 4 329,203 0 0
PLURALSIGHT INC COM CL A 72941B106 566 17,669 SH   DFND 1 17,669 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,960 29,073 SH   DFND 1 29,073 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,661 26,878 SH   DFND 2 26,878 0 0
PNC FINL SVCS GROUP INC COM 693475105 13,837 101,600 SH   DFND 4 101,600 0 0
PNM RES INC COM 69349H107 4,062 102,965 SH   DFND 1 102,965 0 0
PNM RES INC COM 69349H107 32 800 SH   DFND 4 800 0 0
POLARIS INDS INC COM 731068102 1,632 16,159 SH   DFND 1 16,159 0 0
POLYONE CORP COM 73179P106 2,081 47,602 SH   DFND 1 47,602 0 0
POLYONE CORP COM 73179P106 171 3,900 SH   DFND 4 3,900 0 0
POOL CORPORATION COM 73278L105 1,000 5,988 SH   DFND 1 5,988 0 0
POOL CORPORATION COM 73278L105 17,038 102,100 SH   DFND 4 102,100 0 0
POPULAR INC COM NEW 733174700 2,615 51,030 SH   DFND 1 51,030 0 0
POPULAR INC COM NEW 733174700 22,366 436,400 SH   DFND 4 436,400 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,803 171,090 SH   DFND 1 171,090 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 55,722 1,221,700 SH   DFND 4 1,221,700 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 355 13,339 SH   DFND 4 13,339 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 201 7,552 SH   DFND 1 7,552 0 0
POST HLDGS INC COM 737446104 1,696 17,300 SH   DFND 4 17,300 0 0
POTBELLY CORP COM 73754Y100 2,911 236,639 SH   DFND 4 236,639 0 0
POWER INTEGRATIONS INC COM 739276103 1,395 22,081 SH   DFND 1 22,081 0 0
PPG INDS INC COM 693506107 1,061 9,727 SH   DFND 1 9,727 0 0
PPG INDS INC COM 693506107 11,527 105,624 SH   DFND 3 105,624 0 0
PPL CORP COM 69351T106 2,432 83,116 SH   DFND 1 83,116 0 0
PPL CORP COM 69351T106 1,076 36,765 SH   DFND 2 36,765 0 0
PPL CORP COM 69351T106 387 13,212 SH   DFND 3 13,212 0 0
PRA HEALTH SCIENCES INC COM 69354M108 9,829 89,203 SH   DFND 1 89,203 0 0
PRA HEALTH SCIENCES INC COM 69354M108 419 3,800 SH   DFND 4 3,800 0 0
PRAXAIR INC COM 74005P104 2,140 13,316 SH   DFND 2 13,316 0 0
PRAXAIR INC COM 74005P104 4,316 26,850 SH   DFND 4 26,850 0 0
PRAXAIR INC COM 74005P104 2,344 14,584 SH   DFND 1 14,584 0 0
PREMIER INC CL A 74051N102 24,422 533,471 SH   DFND 1 533,471 0 0
PRESIDIO INC COM 74102M103 730 47,901 SH   DFND 1 47,901 0 0
PRESIDIO INC COM 74102M103 8 500 SH   DFND 4 500 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 7,091 187,159 SH   DFND 1 187,159 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 9,300 245,456 SH   DFND 4 245,456 0 0
PRICE T ROWE GROUP INC COM 74144T108 666 6,095 SH   DFND 1 6,095 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,357 12,428 SH   DFND 2 12,428 0 0
PRICE T ROWE GROUP INC COM 74144T108 131 1,200 SH   DFND 4 1,200 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 16,059 10,600,000 PRN   DFND 3 10,600,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 296 250,000 PRN   DFND 3 250,000 0 0
PRIMERICA INC COM 74164M108 4,459 36,991 SH   DFND 1 36,991 0 0
PRIMERICA INC COM 74164M108 11,016 91,380 SH   DFND 4 91,380 0 0
PRIMO WTR CORP COM 74165N105 1,329 73,620 SH   DFND 4 73,620 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 9,492 161,994 SH   DFND 1 161,994 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,698 46,050 SH   DFND 3 46,050 0 0
PROASSURANCE CORP COM 74267C106 6,186 131,761 SH   DFND 1 131,761 0 0
PROCTER AND GAMBLE CO COM 742718109 10,183 122,355 SH   DFND 1 122,355 0 0
PROCTER AND GAMBLE CO COM 742718109 10,888 130,815 SH   DFND 2 130,815 0 0
PROCTER AND GAMBLE CO COM 742718109 32 390 SH   DFND 3 390 0 0
PROCTER AND GAMBLE CO COM 742718109 232,511 2,793,600 SH   DFND 4 2,793,600 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 194 30,937 SH   DFND 1 30,937 0 0
PROGRESS SOFTWARE CORP COM 743312100 34,025 964,141 SH   DFND 4 964,141 0 0
PROGRESS SOFTWARE CORP COM 743312100 12,558 355,863 SH   DFND 1 355,863 0 0
PROGRESSIVE CORP OHIO COM 743315103 186 2,625 SH   DFND 3 2,625 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,925 41,162 SH   DFND 1 41,162 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,016 28,377 SH   DFND 2 28,377 0 0
PROLOGIS INC COM 74340W103 1,874 27,645 SH   DFND 2 27,645 0 0
PROLOGIS INC COM 74340W103 147 2,174 SH   DFND 3 2,174 0 0
PROLOGIS INC COM 74340W103 23,442 345,800 SH   DFND 4 345,800 0 0
PROOFPOINT INC COM 743424103 224 2,109 SH   DFND 1 2,109 0 0
PROOFPOINT INC COM 743424103 691 6,500 SH   DFND 4 6,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 921 125,712 SH   DFND 1 125,712 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 166 22,600 SH   DFND 3 22,600 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 755 750,000 PRN   DFND 3 750,000 0 0
PROTHENA CORP PLC SHS G72800108 2,050 156,706 SH   DFND 4 156,706 0 0
PROVIDENCE SVC CORP COM 743815102 1,319 19,600 SH   DFND 4 19,600 0 0
PROVIDENCE SVC CORP COM 743815102 1,350 20,064 SH   DFND 1 20,064 0 0
PRUDENTIAL FINL INC COM 744320102 7,472 73,746 SH   DFND 1 73,746 0 0
PRUDENTIAL FINL INC COM 744320102 3,094 30,538 SH   DFND 2 30,538 0 0
PRUDENTIAL FINL INC COM 744320102 8,764 86,500 SH   DFND 4 86,500 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 32,027 252,006 SH   DFND 4 252,006 0 0
PTC INC COM 69370C100 1,642 15,464 SH   DFND 1 15,464 0 0
PTC INC COM 69370C100 648 6,100 SH   DFND 4 6,100 0 0
PTC THERAPEUTICS INC COM 69366J200 1,116 23,750 SH   DFND 2 23,750 0 0
PTC THERAPEUTICS INC COM 69366J200 6,747 143,554 SH   DFND 4 143,554 0 0
PUBLIC STORAGE COM 74460D109 789 3,913 SH   DFND 3 3,913 0 0
PUBLIC STORAGE COM 74460D109 40 200 SH   DFND 4 200 0 0
PUBLIC STORAGE COM 74460D109 1,628 8,075 SH   DFND 2 8,075 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 837 15,853 SH   DFND 2 15,853 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 30 571 SH   DFND 3 571 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 481 9,110 SH   DFND 1 9,110 0 0
PULTE GROUP INC COM 745867101 6,660 268,900 SH   DFND 1 268,900 0 0
PULTE GROUP INC COM 745867101 238 9,621 SH   DFND 3 9,621 0 0
PULTE GROUP INC COM 745867101 866 34,981 SH   DFND 4 34,981 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 323 7,060 SH   DFND 1 7,060 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 37 800 SH   DFND 4 800 0 0
PURE STORAGE INC CL A 74624M102 1,902 73,281 SH   DFND 1 73,281 0 0
PVH CORP COM 693656100 1,460 10,110 SH   DFND 3 10,110 0 0
PVH CORP COM 693656100 5,177 35,850 SH   DFND 4 35,850 0 0
PVH CORP COM 693656100 7,796 53,986 SH   DFND 2 53,986 0 0
Q2 HLDGS INC COM 74736L109 377 6,223 SH   DFND 1 6,223 0 0
QEP RES INC COM 74733V100 474 41,884 SH   DFND 1 41,884 0 0
QEP RES INC COM 74733V100 435 38,433 SH   DFND 3 38,433 0 0
QIAGEN NV SHS NEW N72482123 13,701 361,706 SH   DFND 1 361,706 0 0
QIAGEN NV SHS NEW N72482123 417 11,000 SH   DFND 3 11,000 0 0
QIAGEN NV SHS NEW N72482123 591 15,600 SH   DFND 4 15,600 0 0
QORVO INC COM 74736K101 492 6,404 SH   DFND 2 6,404 0 0
QORVO INC COM 74736K101 223 2,900 SH   DFND 4 2,900 0 0
QTS RLTY TR INC COM CL A 74736A103 33,443 783,748 SH   DFND 4 783,748 0 0
QUAD / GRAPHICS INC COM CL A 747301109 987 47,357 SH   DFND 1 47,357 0 0
QUALCOMM INC COM 747525103 3,289 45,650 SH   DFND 1 45,650 0 0
QUALCOMM INC COM 747525103 223 3,100 SH   DFND 4 3,100 0 0
QUALCOMM INC COM 747525103 23,441 325,432 SH   DFND 2 325,432 0 0
QUALCOMM INC COM 747525103 7,050 97,875 SH   DFND 3 97,875 0 0
QUALYS INC COM 74758T303 1,970 22,106 SH   DFND 1 22,106 0 0
QUALYS INC COM 74758T303 36 400 SH   DFND 4 400 0 0
QUANTA SVCS INC COM 74762E102 2,702 80,948 SH   DFND 1 80,948 0 0
QUANTA SVCS INC COM 74762E102 4,593 137,600 SH   DFND 4 137,600 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 413 22,400 SH   DFND 4 22,400 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,043 28,200 SH   DFND 4 28,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 17,814 165,081 SH   DFND 1 165,081 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,988 18,424 SH   DFND 2 18,424 0 0
QUEST DIAGNOSTICS INC COM 74834L100 0 1 SH   DFND 3 1 0 0
QUIDEL CORP COM 74838J101 4,929 75,641 SH   DFND 1 75,641 0 0
QUINSTREET INC COM 74874Q100 444 32,731 SH   DFND 1 32,731 0 0
QUINSTREET INC COM 74874Q100 632 46,539 SH   DFND 4 46,539 0 0
QURATE RETAIL INC COM SER A 74915M100 9,942 447,626 SH   DFND 1 447,626 0 0
RADIAN GROUP INC COM 750236101 306 14,809 SH   DFND 1 14,809 0 0
RADIAN GROUP INC COM 750236101 72,547 3,509,769 SH   DFND 4 3,509,769 0 0
RADIUS HEALTH INC COM NEW 750469207 8,613 483,837 SH   DFND 3 483,837 0 0
RADIUS HEALTH INC COM NEW 750469207 217 12,200 SH   DFND 4 12,200 0 0
RADNET INC COM 750491102 1,148 76,275 SH   DFND 1 76,275 0 0
RADNET INC COM 750491102 90 6,000 SH   DFND 4 6,000 0 0
RALPH LAUREN CORP CL A 751212101 282 2,053 SH   DFND 3 2,053 0 0
RALPH LAUREN CORP CL A 751212101 28 200 SH   DFND 4 200 0 0
RALPH LAUREN CORP CL A 751212101 9,316 67,730 SH   DFND 1 67,730 0 0
RAMACO RES INC COM 75134P303 82 10,987 SH   DFND 3 10,987 0 0
RAMACO RES INC COM 75134P303 1,031 138,147 SH   DFND 2 138,147 0 0
RAMBUS INC DEL COM 750917106 3,482 319,120 SH   DFND 1 319,120 0 0
RANDGOLD RES LTD ADR 752344309 13,064 185,175 SH   DFND 3 185,175 0 0
RANGE RES CORP COM 75281A109 160 9,428 SH   DFND 2 9,428 0 0
RANGE RES CORP COM 75281A109 7,402 435,657 SH   DFND 3 435,657 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 709 7,705 SH   DFND 1 7,705 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 531 5,769 SH   DFND 2 5,769 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,748 18,991 SH   DFND 3 18,991 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 700 38,000 SH   DFND 4 38,000 0 0
RAYTHEON CO COM NEW 755111507 12,550 60,725 SH   DFND 1 60,725 0 0
RAYTHEON CO COM NEW 755111507 102,245 494,750 SH   DFND 4 494,750 0 0
RAYTHEON CO COM NEW 755111507 475 2,298 SH   DFND 3 2,298 0 0
RBC BEARINGS INC COM 75524B104 1,725 11,474 SH   DFND 1 11,474 0 0
REALOGY HLDGS CORP COM 75605Y106 2,213 107,200 SH   DFND 4 107,200 0 0
REALPAGE INC COM 75606N109 125 1,894 SH   DFND 1 1,894 0 0
REALPAGE INC COM 75606N109 811 12,300 SH   DFND 4 12,300 0 0
REALTY INCOME CORP COM 756109104 853 15,000 SH   DFND 2 15,000 0 0
REALTY INCOME CORP COM 756109104 128 2,248 SH   DFND 3 2,248 0 0
RED HAT INC COM 756577102 5,741 42,127 SH   DFND 1 42,127 0 0
RED HAT INC COM 756577102 6,128 44,967 SH   DFND 4 44,967 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,719 67,719 SH   DFND 4 67,719 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 241 6,002 SH   DFND 1 6,002 0 0
RED ROCK RESORTS INC CL A 75700L108 1,351 50,688 SH   DFND 1 50,688 0 0
REGAL BELOIT CORP COM 758750103 8,575 104,000 SH   DFND 4 104,000 0 0
REGAL BELOIT CORP COM 758750103 9,440 114,495 SH   DFND 1 114,495 0 0
REGENERON PHARMACEUTICALS COM 75886F107 766 1,897 SH   DFND 1 1,897 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,725 4,269 SH   DFND 2 4,269 0 0
REGENXBIO INC COM 75901B107 2,164 28,658 SH   DFND 1 28,658 0 0
REGENXBIO INC COM 75901B107 69 910 SH   DFND 4 910 0 0
REGIONAL MGMT CORP COM 75902K106 6,799 235,825 SH   DFND 4 235,825 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,175 64,014 SH   DFND 2 64,014 0 0
REGIONS FINL CORP NEW COM 7591EP100 64 3,500 SH   DFND 4 3,500 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,310 22,900 SH   DFND 4 22,900 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 5,313 36,752 SH   DFND 1 36,752 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 26 300 SH   DFND 4 300 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,450 40,447 SH   DFND 1 40,447 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,454 33,339 SH   DFND 1 33,339 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 868 6,500 SH   DFND 4 6,500 0 0
RENASANT CORP COM 75970E107 2,060 49,976 SH   DFND 1 49,976 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 18,810 653,129 SH   DFND 4 653,129 0 0
RENT A CTR INC NEW COM 76009N100 557 38,729 SH   DFND 1 38,729 0 0
RENT A CTR INC NEW COM 76009N100 18,443 1,282,555 SH   DFND 3 1,282,555 0 0
REPUBLIC BANCORP KY CL A 760281204 4,458 96,712 SH   DFND 4 96,712 0 0
REPUBLIC SVCS INC COM 760759100 7,562 104,080 SH   DFND 4 104,080 0 0
REPUBLIC SVCS INC COM 760759100 14,780 203,407 SH   DFND 1 203,407 0 0
REPUBLIC SVCS INC COM 760759100 11 156 SH   DFND 3 156 0 0
RESMED INC COM 761152107 22,525 195,298 SH   DFND 1 195,298 0 0
RESMED INC COM 761152107 10,565 91,600 SH   DFND 4 91,600 0 0
RESOLUTE FST PRODS INC COM 76117W109 6,829 527,335 SH   DFND 4 527,335 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,457 58,318 SH   DFND 1 58,318 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 149 2,512 SH   DFND 3 2,512 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 385 6,500 SH   DFND 4 6,500 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 3,094 2,500,000 PRN   DFND 3 2,500,000 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 1,211 1,000,000 PRN   DFND 3 1,000,000 0 0
RETAIL PPTYS AMER INC CL A 76131V202 12,706 1,042,314 SH   DFND 4 1,042,314 0 0
RETAIL VALUE INC COM 76133Q102 1,946 59,519 SH   DFND 4 59,519 0 0
RETROPHIN INC COM 761299106 305 10,630 SH   DFND 1 10,630 0 0
RETROPHIN INC COM 761299106 1,756 61,112 SH   DFND 4 61,112 0 0
REXFORD INDL RLTY INC COM 76169C100 4,116 128,800 SH   DFND 4 128,800 0 0
REXNORD CORP NEW COM 76169B102 588 19,100 SH   DFND 4 19,100 0 0
REXNORD CORP NEW COM 76169B102 8,747 283,998 SH   DFND 1 283,998 0 0
RH COM 74967X103 1,083 8,264 SH   DFND 1 8,264 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 117 4,026 SH   DFND 1 4,026 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 1,527 52,334 SH   DFND 4 52,334 0 0
RINGCENTRAL INC CL A 76680R206 365 3,923 SH   DFND 1 3,923 0 0
RINGCENTRAL INC CL A 76680R206 307 3,300 SH   DFND 4 3,300 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 5,536 153,249 SH   DFND 1 153,249 0 0
RLI CORP COM 749607107 9,111 115,939 SH   DFND 1 115,939 0 0
ROBERT HALF INTL INC COM 770323103 1,203 17,100 SH   DFND 4 17,100 0 0
ROBERT HALF INTL INC COM 770323103 18,335 260,519 SH   DFND 1 260,519 0 0
ROBERT HALF INTL INC COM 770323103 384 5,456 SH   DFND 2 5,456 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 277 11,258 SH   DFND 1 11,258 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,375 18,000 SH   DFND 3 18,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 55,993 298,600 SH   DFND 4 298,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,503 56,010 SH   DFND 1 56,010 0 0
ROCKWELL COLLINS INC COM 774341101 1,212 8,626 SH   DFND 2 8,626 0 0
ROCKWELL COLLINS INC COM 774341101 370 2,632 SH   DFND 3 2,632 0 0
ROCKY BRANDS INC COM 774515100 5,849 206,693 SH   DFND 4 206,693 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 10,478 203,810 SH   DFND 1 203,810 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 183,089 3,562,560 SH   DFND 4 3,562,560 0 0
ROKU INC COM CL A 77543R102 1,342 18,370 SH   DFND 1 18,370 0 0
ROLLINS INC COM 775711104 5,193 85,564 SH   DFND 1 85,564 0 0
ROPER TECHNOLOGIES INC COM 776696106 41 140 SH   DFND 4 140 0 0
ROPER TECHNOLOGIES INC COM 776696106 25 83 SH   DFND 3 83 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,349 4,554 SH   DFND 2 4,554 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,369 14,747 SH   DFND 1 14,747 0 0
ROSETTA STONE INC COM 777780107 694 34,900 SH   DFND 4 34,900 0 0
ROSS STORES INC COM 778296103 6,808 68,702 SH   DFND 1 68,702 0 0
ROSS STORES INC COM 778296103 5,967 60,209 SH   DFND 2 60,209 0 0
ROSS STORES INC COM 778296103 614 6,195 SH   DFND 3 6,195 0 0
ROSS STORES INC COM 778296103 9,761 98,500 SH   DFND 4 98,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 27,190 339,440 SH   DFND 4 339,440 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,976 15,206 SH   DFND 1 15,206 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 23,695 182,350 SH   DFND 4 182,350 0 0
RPC INC COM 749660106 466 30,111 SH   DFND 1 30,111 0 0
RPM INTL INC COM 749685103 8,006 123,285 SH   DFND 1 123,285 0 0
RPM INTL INC COM 749685103 26 400 SH   DFND 4 400 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,731 70,800 SH   DFND 4 70,800 0 0
RUSH ENTERPRISES INC CL A 781846209 6,015 153,009 SH   DFND 4 153,009 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 240 7,618 SH   DFND 1 7,618 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 11,475 363,710 SH   DFND 4 363,710 0 0
RYDER SYS INC COM 783549108 899 12,300 SH   DFND 4 12,300 0 0
RYERSON HLDG CORP COM 783754104 503 44,551 SH   DFND 4 44,551 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 33,389 387,475 SH   DFND 4 387,475 0 0
S&P GLOBAL INC COM 78409V104 349 1,788 SH   DFND 3 1,788 0 0
S&P GLOBAL INC COM 78409V104 50,919 260,600 SH   DFND 4 260,600 0 0
S&P GLOBAL INC COM 78409V104 2,292 11,730 SH   DFND 1 11,730 0 0
S&P GLOBAL INC COM 78409V104 2,352 12,038 SH   DFND 2 12,038 0 0
SABRE CORP COM 78573M104 13,542 519,261 SH   DFND 1 519,261 0 0
SABRE CORP COM 78573M104 422 16,200 SH   DFND 4 16,200 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 92 11,407 SH   DFND 3 11,407 0 0
SAFETY INS GROUP INC COM 78648T100 749 8,355 SH   DFND 1 8,355 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,759 12,452 SH   DFND 1 12,452 0 0
SAGE THERAPEUTICS INC COM 78667J108 424 3,000 SH   DFND 4 3,000 0 0
SAIA INC COM 78709Y105 1,125 14,716 SH   DFND 1 14,716 0 0
SAIA INC COM 78709Y105 252 3,300 SH   DFND 4 3,300 0 0
SALESFORCE COM INC COM 79466L302 5,909 37,155 SH   DFND 2 37,155 0 0
SALESFORCE COM INC COM 79466L302 1 4 SH   DFND 3 4 0 0
SALESFORCE COM INC COM 79466L302 1,363 8,575 SH   DFND 1 8,575 0 0
SALESFORCE COM INC COM 79466L302 3,960 24,900 SH   DFND 4 24,900 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 7,534 409,719 SH   DFND 1 409,719 0 0
SANDERSON FARMS INC COM 800013104 890 8,609 SH   DFND 1 8,609 0 0
SANDERSON FARMS INC COM 800013104 879 8,500 SH   DFND 4 8,500 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 10,288 946,444 SH   DFND 4 946,444 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 944 13,226 SH   DFND 1 13,226 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 14 200 SH   DFND 4 200 0 0
SANGAMO THERAPEUTICS INC COM 800677106 635 37,451 SH   DFND 1 37,451 0 0
SANGAMO THERAPEUTICS INC COM 800677106 1,793 105,801 SH   DFND 4 105,801 0 0
SANMINA CORPORATION COM 801056102 19 700 SH   DFND 4 700 0 0
SANMINA CORPORATION COM 801056102 1,001 36,282 SH   DFND 1 36,282 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 8,368 417,580 SH   DFND 4 417,580 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,170 58,401 SH   DFND 1 58,401 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,184 7,335 SH   DFND 1 7,335 0 0
SAREPTA THERAPEUTICS INC COM 803607100 258 1,600 SH   DFND 4 1,600 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,054 6,563 SH   DFND 2 6,563 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 46 285 SH   DFND 3 285 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 26,231 163,300 SH   DFND 4 163,300 0 0
SCANA CORP NEW COM 80589M102 212 5,445 SH   DFND 3 5,445 0 0
SCHEIN HENRY INC COM 806407102 13,913 163,619 SH   DFND 1 163,619 0 0
SCHEIN HENRY INC COM 806407102 325 3,825 SH   DFND 3 3,825 0 0
SCHLUMBERGER LTD COM 806857108 7,463 122,503 SH   DFND 2 122,503 0 0
SCHLUMBERGER LTD COM 806857108 251 4,114 SH   DFND 3 4,114 0 0
SCHLUMBERGER LTD COM 806857108 3,269 53,659 SH   DFND 1 53,659 0 0
SCHLUMBERGER LTD COM 806857108 731 12,000 SH   DFND 4 12,000 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 3,934 157,481 SH   DFND 1 157,481 0 0
SCHNITZER STL INDS CL A 806882106 3,571 132,014 SH   DFND 4 132,014 0 0
SCHOLASTIC CORP COM 807066105 755 16,165 SH   DFND 1 16,165 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,979 60,615 SH   DFND 2 60,615 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4,178 85,000 SH   DFND 3 85,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 25 500 SH   DFND 4 500 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,442 142,066 SH   DFND 1 142,066 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 6,867 85,200 SH   DFND 4 85,200 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 12,835 159,243 SH   DFND 1 159,243 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 322 4,000 SH   DFND 3 4,000 0 0
SCIENTIFIC GAMES CORP COM 80874P109 2,814 110,796 SH   DFND 1 110,796 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 9,536 11,121,000 PRN   DFND 3 11,121,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 307 152,800 SH   DFND 3 152,800 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,734 34,729 SH   DFND 1 34,729 0 0
SEACOR HOLDINGS INC COM 811904101 7,387 149,507 SH   DFND 4 149,507 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 1,950 2,000,000 PRN   DFND 3 2,000,000 0 0
SEADRILL LTD COM G7998G106 139,080 5,606,327 SH   DFND 3 5,606,327 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,380 134,739 SH   DFND 1 134,739 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 670 14,148 SH   DFND 2 14,148 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 800 16,900 SH   DFND 4 16,900 0 0
SEALED AIR CORP NEW COM 81211K100 10 261 SH   DFND 3 261 0 0
SEALED AIR CORP NEW COM 81211K100 153 3,800 SH   DFND 4 3,800 0 0
SEALED AIR CORP NEW COM 81211K100 3,044 75,822 SH   DFND 1 75,822 0 0
SEATTLE GENETICS INC COM 812578102 379 4,917 SH   DFND 2 4,917 0 0
SEATTLE GENETICS INC COM 812578102 293 3,800 SH   DFND 4 3,800 0 0
SEATTLE GENETICS INC COM 812578102 624 8,097 SH   DFND 1 8,097 0 0
SEI INVESTMENTS CO COM 784117103 995 16,293 SH   DFND 1 16,293 0 0
SEI INVESTMENTS CO COM 784117103 10,069 164,800 SH   DFND 4 164,800 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,638 74,655 SH   DFND 4 74,655 0 0
SELECT MED HLDGS CORP COM 81619Q105 4,500 244,599 SH   DFND 1 244,599 0 0
SELECT MED HLDGS CORP COM 81619Q105 151 8,200 SH   DFND 4 8,200 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 17,717 186,200 SH   DFND 4 186,200 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 17,672 234,600 SH   DFND 4 234,600 0 0
SELECTA BIOSCIENCES INC COM 816212104 4,001 257,315 SH   DFND 3 257,315 0 0
SELECTIVE INS GROUP INC COM 816300107 4,843 76,263 SH   DFND 1 76,263 0 0
SEMPRA ENERGY COM 816851109 1,436 12,624 SH   DFND 2 12,624 0 0
SEMPRA ENERGY COM 816851109 8,887 78,130 SH   DFND 3 78,130 0 0
SEMPRA ENERGY COM 816851109 978 8,600 SH   DFND 4 8,600 0 0
SEMTECH CORP COM 816850101 3,859 69,404 SH   DFND 1 69,404 0 0
SENDGRID INC COM 816883102 231 6,283 SH   DFND 1 6,283 0 0
SENDGRID INC COM 816883102 2,196 59,700 SH   DFND 4 59,700 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5,396 307,293 SH   DFND 4 307,293 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 2,860 57,728 SH   DFND 1 57,728 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 154 3,100 SH   DFND 4 3,100 0 0
SERVICE CORP INTL COM 817565104 44 1,000 SH   DFND 4 1,000 0 0
SERVICE CORP INTL COM 817565104 12,002 271,535 SH   DFND 1 271,535 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,248 52,352 SH   DFND 1 52,352 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 385 6,200 SH   DFND 4 6,200 0 0
SERVICENOW INC COM 81762P102 489 2,499 SH   DFND 1 2,499 0 0
SERVICENOW INC COM 81762P102 1,654 8,455 SH   DFND 2 8,455 0 0
SERVICENOW INC COM 81762P102 39 200 SH   DFND 4 200 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 8,955 6,000,000 PRN   DFND 3 6,000,000 0 0
SHAKE SHACK INC CL A 819047101 2,111 33,494 SH   DFND 1 33,494 0 0
SHAKE SHACK INC CL A 819047101 1,185 18,800 SH   DFND 4 18,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,626 83,402 SH   DFND 1 83,402 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 921 47,300 SH   DFND 4 47,300 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 2,467 63,656 SH   DFND 4 63,656 0 0
SHERWIN WILLIAMS CO COM 824348106 793 1,741 SH   DFND 1 1,741 0 0
SHERWIN WILLIAMS CO COM 824348106 360 790 SH   DFND 4 790 0 0
SHERWIN WILLIAMS CO COM 824348106 2,959 6,500 SH   DFND 3 6,500 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 11,555 831,276 SH   DFND 4 831,276 0 0
SHIRE PLC SPONSORED ADR 82481R106 203 1,118 SH   DFND 3 1,118 0 0
SHOE CARNIVAL INC COM 824889109 523 13,573 SH   DFND 1 13,573 0 0
SHOE CARNIVAL INC COM 824889109 2,106 54,700 SH   DFND 4 54,700 0 0
SHOPIFY INC CL A 82509L107 238 1,448 SH   DFND 1 1,448 0 0
SHORE BANCSHARES INC COM 825107105 2,299 129,008 SH   DFND 4 129,008 0 0
SHUTTERFLY INC COM 82568P304 824 12,507 SH   DFND 1 12,507 0 0
SHUTTERFLY INC COM 82568P304 916 13,900 SH   DFND 4 13,900 0 0
SHUTTERSTOCK INC COM 825690100 4,323 79,197 SH   DFND 4 79,197 0 0
SHUTTERSTOCK INC COM 825690100 1,880 34,437 SH   DFND 1 34,437 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 608 244,353 SH   DFND 3 244,353 0 0
SIERRA BANCORP COM 82620P102 5,036 174,271 SH   DFND 4 174,271 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 281 2,451 SH   DFND 2 2,451 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 17,819 155,159 SH   DFND 3 155,159 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 5,535 48,200 SH   DFND 4 48,200 0 0
SIGNET JEWELERS LIMITED SHS G81276100 12,908 195,795 SH   DFND 1 195,795 0 0
SIGNET JEWELERS LIMITED SHS G81276100 8,324 126,249 SH   DFND 4 126,249 0 0
SILGAN HOLDINGS INC COM 827048109 792 28,494 SH   DFND 1 28,494 0 0
SILICON LABORATORIES INC COM 826919102 2,584 28,139 SH   DFND 1 28,139 0 0
SILVERBOW RES INC COM 82836G102 2,622 98,304 SH   DFND 4 98,304 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 990 33,625 SH   DFND 1 33,625 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,947 16,672 SH   DFND 2 16,672 0 0
SIMON PPTY GROUP INC NEW COM 828806109 29,595 167,440 SH   DFND 4 167,440 0 0
SIMON PPTY GROUP INC NEW COM 828806109 99 559 SH   DFND 3 559 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 5,362 74,005 SH   DFND 1 74,005 0 0
SINA CORP ORD G81477104 1,618 23,292 SH   DFND 1 23,292 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 3,189 112,473 SH   DFND 1 112,473 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 380 13,400 SH   DFND 4 13,400 0 0
SIRIUS XM HLDGS INC COM 82968B103 4,478 708,529 SH   DFND 1 708,529 0 0
SIRIUS XM HLDGS INC COM 82968B103 265 41,924 SH   DFND 2 41,924 0 0
SIRIUS XM HLDGS INC COM 82968B103 617 97,600 SH   DFND 4 97,600 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 300 4,300 SH   DFND 4 4,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 5,115 73,246 SH   DFND 1 73,246 0 0
SKECHERS U S A INC CL A 830566105 597 21,398 SH   DFND 1 21,398 0 0
SKECHERS U S A INC CL A 830566105 1,187 42,500 SH   DFND 4 42,500 0 0
SKYWEST INC COM 830879102 1,410 23,943 SH   DFND 1 23,943 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 305 3,364 SH   DFND 1 3,364 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 61 674 SH   DFND 3 674 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,180 101,200 SH   DFND 4 101,200 0 0
SLEEP NUMBER CORP COM 83125X103 453 12,328 SH   DFND 1 12,328 0 0
SLEEP NUMBER CORP COM 83125X103 18,831 512,000 SH   DFND 4 512,000 0 0
SLM CORP COM 78442P106 316 28,350 SH   DFND 1 28,350 0 0
SLM CORP COM 78442P106 14 1,300 SH   DFND 4 1,300 0 0
SM ENERGY CO COM 78454L100 1,138 36,100 SH   DFND 4 36,100 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 4,101 142,700 SH   DFND 4 142,700 0 0
SMITH A O COM 831865209 85 1,600 SH   DFND 4 1,600 0 0
SMITH A O COM 831865209 3,050 57,139 SH   DFND 1 57,139 0 0
SMUCKER J M CO COM NEW 832696405 3,973 38,725 SH   DFND 1 38,725 0 0
SMUCKER J M CO COM NEW 832696405 1 9 SH   DFND 3 9 0 0
SMUCKER J M CO COM NEW 832696405 5,428 52,900 SH   DFND 4 52,900 0 0
SNAP INC CL A 83304A106 567 66,910 SH   DFND 1 66,910 0 0
SNAP ON INC COM 833034101 6,003 32,691 SH   DFND 1 32,691 0 0
SNAP ON INC COM 833034101 25 134 SH   DFND 3 134 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 615 4,296 SH   DFND 1 4,296 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 38,455 268,763 SH   DFND 3 268,763 0 0
SOLAR CAP LTD COM 83413U100 2,459 115,033 SH   DFND 4 115,033 0 0
SONIC CORP COM 835451105 41 956 SH   DFND 3 956 0 0
SONIC CORP COM 835451105 2,397 55,301 SH   DFND 4 55,301 0 0
SONOCO PRODS CO COM 835495102 5,776 104,082 SH   DFND 1 104,082 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,118 253,990 SH   DFND 4 253,990 0 0
SOTHEBYS COM 835898107 5,790 117,695 SH   DFND 1 117,695 0 0
SOUTH ST CORP COM 840441109 3,368 41,075 SH   DFND 1 41,075 0 0
SOUTHERN CO COM 842587107 5,084 116,606 SH   DFND 1 116,606 0 0
SOUTHERN CO COM 842587107 2,299 52,725 SH   DFND 2 52,725 0 0
SOUTHERN CO COM 842587107 842 19,301 SH   DFND 3 19,301 0 0
SOUTHERN CO COM 842587107 10,678 244,900 SH   DFND 4 244,900 0 0
SOUTHERN COPPER CORP COM 84265V105 17 400 SH   DFND 4 400 0 0
SOUTHERN COPPER CORP COM 84265V105 25 581 SH   DFND 3 581 0 0
SOUTHERN COPPER CORP COM 84265V105 1,462 33,894 SH   DFND 1 33,894 0 0
SOUTHWEST AIRLS CO COM 844741108 462 7,403 SH   DFND 2 7,403 0 0
SOUTHWEST AIRLS CO COM 844741108 2,136 34,200 SH   DFND 4 34,200 0 0
SOUTHWEST AIRLS CO COM 844741108 2,461 39,416 SH   DFND 1 39,416 0 0
SOUTHWESTERN ENERGY CO COM 845467109 193 37,882 SH   DFND 1 37,882 0 0
SOUTHWESTERN ENERGY CO COM 845467109 86 16,860 SH   DFND 2 16,860 0 0
SOUTHWESTERN ENERGY CO COM 845467109 298 58,383 SH   DFND 3 58,383 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,134 222,000 SH   DFND 4 222,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 316 5,800 SH   DFND 4 5,800 0 0
SPARK THERAPEUTICS INC COM 84652J103 246 4,510 SH   DFND 1 4,510 0 0
SPARK THERAPEUTICS INC COM 84652J103 777 14,250 SH   DFND 2 14,250 0 0
SPARTANNASH CO COM 847215100 1,113 55,462 SH   DFND 1 55,462 0 0
SPARTANNASH CO COM 847215100 632 31,500 SH   DFND 4 31,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 552 1,900 SH   DFND 4 1,900 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 67,594 1,875,006 SH   DFND 1 1,875,006 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 375 10,400 SH   DFND 4 10,400 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 750 44,671 SH   DFND 1 44,671 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,402 143,000 SH   DFND 4 143,000 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 561 31,418 SH   DFND 4 31,418 0 0
SPIRE INC COM 84857L101 3,721 50,593 SH   DFND 1 50,593 0 0
SPIRE INC COM 84857L101 22 300 SH   DFND 4 300 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,493 27,200 SH   DFND 4 27,200 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,395 47,938 SH   DFND 3 47,938 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 11,116 121,253 SH   DFND 1 121,253 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,195 148,300 SH   DFND 4 148,300 0 0
SPLUNK INC COM 848637104 1,990 16,458 SH   DFND 1 16,458 0 0
SPLUNK INC COM 848637104 916 7,575 SH   DFND 2 7,575 0 0
SPLUNK INC COM 848637104 339 2,800 SH   DFND 4 2,800 0 0
SPOK HLDGS INC COM 84863T106 9,697 629,702 SH   DFND 4 629,702 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 406 69,475 SH   DFND 4 69,475 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 36 200 SH   DFND 4 200 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 867 4,796 SH   DFND 1 4,796 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 3,556 19,665 SH   DFND 2 19,665 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 5,503 30,430 SH   DFND 3 30,430 0 0
SPRINT CORP COM SER 1 85207U105 251 38,317 SH   DFND 2 38,317 0 0
SPROUTS FMRS MKT INC COM 85208M102 7,979 291,096 SH   DFND 2 291,096 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,051 74,828 SH   DFND 3 74,828 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,406 51,300 SH   DFND 4 51,300 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,997 145,798 SH   DFND 1 145,798 0 0
SPS COMM INC COM 78463M107 456 4,591 SH   DFND 1 4,591 0 0
SPS COMM INC COM 78463M107 6,431 64,800 SH   DFND 4 64,800 0 0
SPX FLOW INC COM 78469X107 6,430 123,669 SH   DFND 1 123,669 0 0
SPX FLOW INC COM 78469X107 5,528 106,300 SH   DFND 4 106,300 0 0
SQUARE INC CL A 852234103 1,268 12,808 SH   DFND 2 12,808 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,182 20,800 SH   DFND 4 20,800 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 921 16,204 SH   DFND 1 16,204 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 2,107 43,905 SH   DFND 1 43,905 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 43 900 SH   DFND 4 900 0 0
STAMPS COM INC COM NEW 852857200 6,466 28,583 SH   DFND 1 28,583 0 0
STAMPS COM INC COM NEW 852857200 8,225 36,360 SH   DFND 4 36,360 0 0
STANLEY BLACK & DECKER INC COM 854502101 695 4,745 SH   DFND 1 4,745 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,183 8,076 SH   DFND 2 8,076 0 0
STARBUCKS CORP COM 855244109 3,849 67,713 SH   DFND 1 67,713 0 0
STARBUCKS CORP COM 855244109 1,597 28,090 SH   DFND 2 28,090 0 0
STARBUCKS CORP COM 855244109 372 6,550 SH   DFND 3 6,550 0 0
STARS GROUP INC COM 85570W100 735 29,513 SH   DFND 3 29,513 0 0
STARS GROUP INC COM 85570W100 357 14,400 SH   DFND 4 14,400 0 0
STARS GROUP INC COM 85570W100 12,503 502,396 SH   DFND 2 502,396 0 0
STARS GROUP INC COM 85570W100 994 39,935 SH   DFND 1 39,935 0 0
STATE STR CORP COM 857477103 1,573 18,777 SH   DFND 2 18,777 0 0
STATE STR CORP COM 857477103 1,985 23,689 SH   DFND 3 23,689 0 0
STATE STR CORP COM 857477103 3,673 43,835 SH   DFND 1 43,835 0 0
STEEL DYNAMICS INC COM 858119100 4,235 93,721 SH   DFND 1 93,721 0 0
STEEL DYNAMICS INC COM 858119100 2,563 56,722 SH   DFND 2 56,722 0 0
STEEL DYNAMICS INC COM 858119100 172 3,800 SH   DFND 4 3,800 0 0
STEELCASE INC CL A 858155203 13,249 716,158 SH   DFND 1 716,158 0 0
STEELCASE INC CL A 858155203 11 600 SH   DFND 4 600 0 0
STEPAN CO COM 858586100 9,318 107,089 SH   DFND 4 107,089 0 0
STERICYCLE INC COM 858912108 21 351 SH   DFND 3 351 0 0
STERICYCLE INC COM 858912108 469 8,000 SH   DFND 4 8,000 0 0
STERICYCLE INC COM 858912108 8,409 143,293 SH   DFND 1 143,293 0 0
STERIS PLC SHS USD G84720104 69 600 SH   DFND 4 600 0 0
STERIS PLC SHS USD G84720104 24,615 215,169 SH   DFND 1 215,169 0 0
STERLING BANCORP DEL COM 85917A100 1,202 54,643 SH   DFND 1 54,643 0 0
STEWART INFORMATION SVCS COR COM 860372101 780 17,322 SH   DFND 1 17,322 0 0
STIFEL FINL CORP COM 860630102 522 10,181 SH   DFND 1 10,181 0 0
STIFEL FINL CORP COM 860630102 8,228 160,514 SH   DFND 3 160,514 0 0
STITCH FIX INC COM CL A 860897107 2,269 51,848 SH   DFND 4 51,848 0 0
STONECASTLE FINL CORP COM 861780104 1,193 53,223 SH   DFND 4 53,223 0 0
STONERIDGE INC COM 86183P102 1,581 53,181 SH   DFND 4 53,181 0 0
STRATEGIC ED INC COM 86272C103 617 4,500 SH   DFND 4 4,500 0 0
STRATEGIC ED INC COM 86272C103 1,581 11,537 SH   DFND 1 11,537 0 0
STRYKER CORP COM 863667101 15,130 85,156 SH   DFND 1 85,156 0 0
STRYKER CORP COM 863667101 3,106 17,480 SH   DFND 2 17,480 0 0
STURM RUGER & CO INC COM 864159108 1,740 25,200 SH   DFND 4 25,200 0 0
SUN LIFE FINL INC COM 866796105 12,813 322,243 SH   DFND 1 322,243 0 0
SUN LIFE FINL INC COM 866796105 3,003 75,600 SH   DFND 4 75,600 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 1,166 76,485 SH   DFND 3 76,485 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,925 127,297 SH   DFND 1 127,297 0 0
SUNCOR ENERGY INC NEW COM 867224107 580 15,017 SH   DFND 3 15,017 0 0
SUNCOR ENERGY INC NEW COM 867224107 50 1,300 SH   DFND 4 1,300 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,014 4,750,000 PRN   DFND 3 4,750,000 0 0
SUNTRUST BKS INC COM 867914103 40 600 SH   DFND 4 600 0 0
SUNTRUST BKS INC COM 867914103 21 318 SH   DFND 3 318 0 0
SUNTRUST BKS INC COM 867914103 1,680 25,157 SH   DFND 2 25,157 0 0
SUNTRUST BKS INC COM 867914103 2,747 41,126 SH   DFND 1 41,126 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 4,010 79,645 SH   DFND 1 79,645 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,730 34,365 SH   DFND 4 34,365 0 0
SURFACE ONCOLOGY INC COM 86877M209 1,490 136,195 SH   DFND 2 136,195 0 0
SURMODICS INC COM 868873100 879 11,778 SH   DFND 1 11,778 0 0
SURMODICS INC COM 868873100 3,436 46,023 SH   DFND 4 46,023 0 0
SVB FINL GROUP COM 78486Q101 808 2,601 SH   DFND 1 2,601 0 0
SVB FINL GROUP COM 78486Q101 236 760 SH   DFND 4 760 0 0
SVMK INC COM 78489X103 135 8,441 SH   DFND 3 8,441 0 0
SVMK INC COM 78489X103 618 38,559 SH   DFND 2 38,559 0 0
SYKES ENTERPRISES INC COM 871237103 859 28,180 SH   DFND 1 28,180 0 0
SYKES ENTERPRISES INC COM 871237103 1,698 55,700 SH   DFND 4 55,700 0 0
SYMANTEC CORP COM 871503108 7,614 357,812 SH   DFND 1 357,812 0 0
SYMANTEC CORP COM 871503108 2,887 135,699 SH   DFND 3 135,699 0 0
SYMANTEC CORP COM 871503108 22,774 1,070,197 SH   DFND 4 1,070,197 0 0
SYNAPTICS INC COM 87157D109 158 3,454 SH   DFND 1 3,454 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 12,679 13,200,000 PRN   DFND 3 13,200,000 0 0
SYNCHRONY FINL COM 87165B103 46,996 1,512,100 SH   DFND 4 1,512,100 0 0
SYNCHRONY FINL COM 87165B103 816 26,248 SH   DFND 1 26,248 0 0
SYNCHRONY FINL COM 87165B103 1,267 40,777 SH   DFND 2 40,777 0 0
SYNCHRONY FINL COM 87165B103 135 4,334 SH   DFND 3 4,334 0 0
SYNEOS HEALTH INC CL A 87166B102 2,209 42,851 SH   DFND 1 42,851 0 0
SYNEOS HEALTH INC CL A 87166B102 163 3,166 SH   DFND 4 3,166 0 0
SYNNEX CORP COM 87162W100 222 2,622 SH   DFND 1 2,622 0 0
SYNNEX CORP COM 87162W100 5,649 66,700 SH   DFND 4 66,700 0 0
SYNOPSYS INC COM 871607107 8,991 91,173 SH   DFND 1 91,173 0 0
SYNOPSYS INC COM 871607107 172 1,749 SH   DFND 3 1,749 0 0
SYNOPSYS INC COM 871607107 1,154 11,700 SH   DFND 4 11,700 0 0
SYNOVUS FINL CORP COM NEW 87161C501 5,164 112,775 SH   DFND 1 112,775 0 0
SYNOVUS FINL CORP COM NEW 87161C501 875 19,100 SH   DFND 4 19,100 0 0
SYNTEL INC COM 87162H103 16,472 401,956 SH   DFND 1 401,956 0 0
SYSCO CORP COM 871829107 17,127 233,813 SH   DFND 1 233,813 0 0
SYSCO CORP COM 871829107 7,402 101,050 SH   DFND 4 101,050 0 0
SYSCO CORP COM 871829107 1,819 24,833 SH   DFND 2 24,833 0 0
SYSCO CORP COM 871829107 119 1,619 SH   DFND 3 1,619 0 0
SYSTEMAX INC COM 871851101 148 4,494 SH   DFND 1 4,494 0 0
SYSTEMAX INC COM 871851101 145 4,400 SH   DFND 4 4,400 0 0
T MOBILE US INC COM 872590104 894 12,737 SH   DFND 1 12,737 0 0
T MOBILE US INC COM 872590104 1,106 15,756 SH   DFND 2 15,756 0 0
T MOBILE US INC COM 872590104 62,863 895,739 SH   DFND 4 895,739 0 0
TABLEAU SOFTWARE INC CL A 87336U105 487 4,352 SH   DFND 1 4,352 0 0
TABLEAU SOFTWARE INC CL A 87336U105 123 1,100 SH   DFND 4 1,100 0 0
TAILORED BRANDS INC COM 87403A107 4,182 166,000 SH   DFND 4 166,000 0 0
TAILORED BRANDS INC COM 87403A107 545 21,651 SH   DFND 1 21,651 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 94,789 2,146,500 SH   DFND 4 2,146,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,879 20,863 SH   DFND 1 20,863 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 828 6,000 SH   DFND 2 6,000 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,867 81,600 SH   DFND 4 81,600 0 0
TAPESTRY INC COM 876030107 11,176 222,316 SH   DFND 1 222,316 0 0
TAPESTRY INC COM 876030107 5,273 104,900 SH   DFND 4 104,900 0 0
TARGA RES CORP COM 87612G101 507 8,999 SH   DFND 2 8,999 0 0
TARGET CORP COM 87612E106 8,702 98,648 SH   DFND 1 98,648 0 0
TARGET CORP COM 87612E106 2,286 25,921 SH   DFND 2 25,921 0 0
TARGET CORP COM 87612E106 30,115 341,400 SH   DFND 4 341,400 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3,704 37,682 SH   DFND 1 37,682 0 0
TAUBMAN CTRS INC COM 876664103 1,065 17,800 SH   DFND 4 17,800 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 2,449 135,732 SH   DFND 4 135,732 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 4,176 231,464 SH   DFND 1 231,464 0 0
TCF FINL CORP COM 872275102 1,299 54,539 SH   DFND 1 54,539 0 0
TCF FINL CORP COM 872275102 19,798 831,500 SH   DFND 4 831,500 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 7,207 136,420 SH   DFND 2 136,420 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 8,062 152,602 SH   DFND 3 152,602 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 32 600 SH   DFND 4 600 0 0
TE CONNECTIVITY LTD REG SHS H84989104 3,377 38,401 SH   DFND 1 38,401 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,589 29,441 SH   DFND 2 29,441 0 0
TE CONNECTIVITY LTD REG SHS H84989104 229 2,600 SH   DFND 4 2,600 0 0
TECH DATA CORP COM 878237106 326 4,556 SH   DFND 1 4,556 0 0
TECH DATA CORP COM 878237106 13,362 186,700 SH   DFND 4 186,700 0 0
TECHNIPFMC PLC COM G87110105 1,046 33,491 SH   DFND 3 33,491 0 0
TECHTARGET INC COM 87874R100 507 26,094 SH   DFND 1 26,094 0 0
TECHTARGET INC COM 87874R100 5,956 306,671 SH   DFND 4 306,671 0 0
TECK RESOURCES LTD CL B 878742204 1,496 62,059 SH   DFND 1 62,059 0 0
TECK RESOURCES LTD CL B 878742204 4,579 190,000 SH   DFND 2 190,000 0 0
TECK RESOURCES LTD CL B 878742204 32,951 1,367,288 SH   DFND 3 1,367,288 0 0
TEGNA INC COM 87901J105 2,349 196,457 SH   DFND 1 196,457 0 0
TEGNA INC COM 87901J105 2,917 243,900 SH   DFND 4 243,900 0 0
TELARIA INC COM 879181105 345 90,935 SH   DFND 4 90,935 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,470 14,065 SH   DFND 1 14,065 0 0
TELEFLEX INC COM 879369106 3,167 11,904 SH   DFND 1 11,904 0 0
TELEFLEX INC COM 879369106 2,860 10,750 SH   DFND 4 10,750 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,308 75,849 SH   DFND 1 75,849 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 20,353 668,842 SH   DFND 4 668,842 0 0
TELUS CORP COM 87971M103 16,118 437,503 SH   DFND 1 437,503 0 0
TELUS CORP COM 87971M103 16,166 438,900 SH   DFND 4 438,900 0 0
TEMPUR SEALY INTL INC COM 88023U101 3,792 71,682 SH   DFND 3 71,682 0 0
TENARIS S A SPONSORED ADR 88031M109 3,205 95,621 SH   DFND 3 95,621 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,220 78,001 SH   DFND 1 78,001 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,713 60,200 SH   DFND 4 60,200 0 0
TENNECO INC COM 880349105 5,554 131,800 SH   DFND 4 131,800 0 0
TENNECO INC COM 880349105 1,329 31,528 SH   DFND 1 31,528 0 0
TERADATA CORP DEL COM 88076W103 196 5,200 SH   DFND 4 5,200 0 0
TERADATA CORP DEL COM 88076W103 9,278 246,017 SH   DFND 1 246,017 0 0
TERADYNE INC COM 880770102 3,239 87,588 SH   DFND 1 87,588 0 0
TERADYNE INC COM 880770102 163 4,400 SH   DFND 4 4,400 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 11,734 9,000,000 PRN   DFND 3 9,000,000 0 0
TEREX CORP NEW COM 880779103 6,206 155,504 SH   DFND 1 155,504 0 0
TEREX CORP NEW COM 880779103 4,929 123,500 SH   DFND 4 123,500 0 0
TESARO INC COM 881569107 466 11,942 SH   DFND 1 11,942 0 0
TESLA INC COM 88160R101 1,769 6,681 SH   DFND 2 6,681 0 0
TESLA INC COM 88160R101 15,118 57,100 SH Put DFND 3 57,100 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 19,875 20,000,000 PRN   DFND 3 20,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 868 850,000 PRN   DFND 3 850,000 0 0
TETRA TECH INC NEW COM 88162G103 123 1,800 SH   DFND 4 1,800 0 0
TETRA TECH INC NEW COM 88162G103 9,111 133,398 SH   DFND 1 133,398 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,441 884,415 SH   DFND 4 884,415 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3,623 3,854,000 PRN   DFND 3 3,854,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 93 4,300 SH   DFND 4 4,300 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,266 15,313 SH   DFND 1 15,313 0 0
TEXAS INSTRS INC COM 882508104 3,669 34,196 SH   DFND 1 34,196 0 0
TEXAS INSTRS INC COM 882508104 5,626 52,440 SH   DFND 2 52,440 0 0
TEXAS INSTRS INC COM 882508104 9,791 91,257 SH   DFND 3 91,257 0 0
TEXAS INSTRS INC COM 882508104 34,698 323,400 SH   DFND 4 323,400 0 0
TEXAS ROADHOUSE INC COM 882681109 2,133 30,783 SH   DFND 1 30,783 0 0
TEXAS ROADHOUSE INC COM 882681109 395 5,700 SH   DFND 4 5,700 0 0
THE TRADE DESK INC COM CL A 88339J105 1,148 7,604 SH   DFND 1 7,604 0 0
THERAPEUTICSMD INC COM 88338N107 258 39,376 SH   DFND 1 39,376 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 292 8,942 SH   DFND 1 8,942 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,601 55,720 SH   DFND 1 55,720 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,967 32,639 SH   DFND 2 32,639 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 30,868 126,466 SH   DFND 3 126,466 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,297 21,700 SH   DFND 4 21,700 0 0
THIRD PT REINS LTD COM G8827U100 3,677 282,796 SH   DFND 1 282,796 0 0
THIRD PT REINS LTD COM G8827U100 28,369 2,182,246 SH   DFND 4 2,182,246 0 0
THOMSON REUTERS CORP COM 884903105 1,833 40,143 SH   DFND 1 40,143 0 0
THOMSON REUTERS CORP COM 884903105 292 6,400 SH   DFND 4 6,400 0 0
THOR INDS INC COM 885160101 720 8,600 SH   DFND 4 8,600 0 0
THOR INDS INC COM 885160101 2,007 23,977 SH   DFND 1 23,977 0 0
TIER REIT INC COM NEW 88650V208 8,366 347,131 SH   DFND 4 347,131 0 0
TIFFANY & CO NEW COM 886547108 6,133 47,552 SH   DFND 1 47,552 0 0
TIFFANY & CO NEW COM 886547108 1,225 9,500 SH   DFND 2 9,500 0 0
TIFFANY & CO NEW COM 886547108 143 1,112 SH   DFND 3 1,112 0 0
TIFFANY & CO NEW COM 886547108 3,695 28,650 SH   DFND 4 28,650 0 0
TILLYS INC CL A 886885102 523 27,600 SH   DFND 4 27,600 0 0
TILRAY INC COM CL 2 88688T100 2,166 15,084 SH   DFND 1 15,084 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 21,237 1,465,617 SH   DFND 4 1,465,617 0 0
TIMKEN CO COM 887389104 744 14,927 SH   DFND 1 14,927 0 0
TIMKEN CO COM 887389104 70 1,400 SH   DFND 4 1,400 0 0
TIMKEN CO COM 887389104 4,165 83,550 SH   DFND 3 83,550 0 0
TITAN MACHY INC COM 88830R101 4,441 286,769 SH   DFND 4 286,769 0 0
TIVITY HEALTH INC COM 88870R102 12,308 382,845 SH   DFND 1 382,845 0 0
TIVITY HEALTH INC COM 88870R102 11,881 369,542 SH   DFND 3 369,542 0 0
TIVITY HEALTH INC COM 88870R102 6,861 213,400 SH   DFND 4 213,400 0 0
TIVO CORP COM 88870P106 5,475 439,728 SH   DFND 1 439,728 0 0
TJX COS INC NEW COM 872540109 9,690 86,505 SH   DFND 1 86,505 0 0
TJX COS INC NEW COM 872540109 13,480 120,342 SH   DFND 2 120,342 0 0
TJX COS INC NEW COM 872540109 1,789 15,970 SH   DFND 3 15,970 0 0
TJX COS INC NEW COM 872540109 24,734 220,800 SH   DFND 4 220,800 0 0
TOLL BROTHERS INC COM 889478103 3,747 113,447 SH   DFND 1 113,447 0 0
TOLL BROTHERS INC COM 889478103 109 3,300 SH   DFND 4 3,300 0 0
TOOTSIE ROLL INDS INC COM 890516107 976 33,378 SH   DFND 1 33,378 0 0
TOPBUILD CORP COM 89055F103 3,785 66,608 SH   DFND 1 66,608 0 0
TOPBUILD CORP COM 89055F103 45 800 SH   DFND 4 800 0 0
TORCHMARK CORP COM 891027104 8,949 103,228 SH   DFND 1 103,228 0 0
TORCHMARK CORP COM 891027104 321 3,700 SH   DFND 3 3,700 0 0
TORCHMARK CORP COM 891027104 733 8,450 SH   DFND 4 8,450 0 0
TORO CO COM 891092108 7,925 132,147 SH   DFND 1 132,147 0 0
TORO CO COM 891092108 20,318 338,800 SH   DFND 4 338,800 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 112,528 1,853,150 SH   DFND 4 1,853,150 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,770 45,562 SH   DFND 1 45,562 0 0
TOTAL SYS SVCS INC COM 891906109 10 100 SH   DFND 4 100 0 0
TOTAL SYS SVCS INC COM 891906109 798 8,080 SH   DFND 2 8,080 0 0
TOTAL SYS SVCS INC COM 891906109 11,448 115,936 SH   DFND 1 115,936 0 0
TOWER INTL INC COM 891826109 2,484 82,127 SH   DFND 4 82,127 0 0
TRACTOR SUPPLY CO COM 892356106 5,338 58,743 SH   DFND 1 58,743 0 0
TRACTOR SUPPLY CO COM 892356106 371 4,084 SH   DFND 3 4,084 0 0
TRACTOR SUPPLY CO COM 892356106 55 600 SH   DFND 4 600 0 0
TRANSALTA CORP COM 89346D107 1,148 204,100 SH   DFND 4 204,100 0 0
TRANSCANADA CORP COM 89353D107 1,416 34,980 SH   DFND 1 34,980 0 0
TRANSCANADA CORP COM 89353D107 28 700 SH   DFND 4 700 0 0
TRANSDIGM GROUP INC COM 893641100 1,033 2,775 SH   DFND 2 2,775 0 0
TRANSDIGM GROUP INC COM 893641100 26 70 SH   DFND 4 70 0 0
TRANSDIGM GROUP INC COM 893641100 1,722 4,626 SH   DFND 1 4,626 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 342 8,884 SH   DFND 3 8,884 0 0
TRANSOCEAN LTD REG SHS H8817H100 396 28,400 SH   DFND 4 28,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 20,925 1,500,000 SH Put DFND 3 1,500,000 0 0
TRANSUNION COM 89400J107 5,892 80,075 SH   DFND 1 80,075 0 0
TRANSUNION COM 89400J107 103 1,400 SH   DFND 4 1,400 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,913 53,296 SH   DFND 1 53,296 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 13,186 781,597 SH   DFND 1 781,597 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,550 506,800 SH   DFND 4 506,800 0 0
TREEHOUSE FOODS INC COM 89469A104 1,618 33,830 SH   DFND 1 33,830 0 0
TREX CO INC COM 89531P105 464 6,033 SH   DFND 1 6,033 0 0
TREX CO INC COM 89531P105 38 500 SH   DFND 4 500 0 0
TRI POINTE GROUP INC COM 87265H109 4,414 356,000 SH   DFND 1 356,000 0 0
TRI POINTE GROUP INC COM 87265H109 63 5,100 SH   DFND 4 5,100 0 0
TRIBUNE MEDIA CO CL A 896047503 3,179 82,727 SH   DFND 1 82,727 0 0
TRIBUNE MEDIA CO CL A 896047503 12,678 329,888 SH   DFND 3 329,888 0 0
TRICIDA INC COM 89610F101 253 8,271 SH   DFND 1 8,271 0 0
TRIMBLE INC COM 896239100 522 12,014 SH   DFND 1 12,014 0 0
TRIMBLE INC COM 896239100 230 5,300 SH   DFND 4 5,300 0 0
TRINET GROUP INC COM 896288107 349 6,211 SH   DFND 1 6,211 0 0
TRINET GROUP INC COM 896288107 214 3,800 SH   DFND 4 3,800 0 0
TRINITY INDS INC COM 896522109 2,573 70,213 SH   DFND 1 70,213 0 0
TRINITY INDS INC COM 896522109 2,654 72,430 SH   DFND 3 72,430 0 0
TRINITY INDS INC COM 896522109 234 6,400 SH   DFND 4 6,400 0 0
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TRINSEO S A SHS L9340P101 17,849 227,955 SH   DFND 4 227,955 0 0
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TRIPADVISOR INC COM 896945201 199 3,900 SH   DFND 4 3,900 0 0
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TRUEBLUE INC COM 89785X101 6,731 258,371 SH   DFND 4 258,371 0 0
TRUSTMARK CORP COM 898402102 4,791 142,380 SH   DFND 1 142,380 0 0
TTEC HLDGS INC COM 89854H102 677 26,158 SH   DFND 1 26,158 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,126 70,734 SH   DFND 1 70,734 0 0
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U S PHYSICAL THERAPY INC COM 90337L108 1,325 11,168 SH   DFND 1 11,168 0 0
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UDR INC COM 902653104 475 11,744 SH   DFND 3 11,744 0 0
UGI CORP NEW COM 902681105 10,581 190,720 SH   DFND 1 190,720 0 0
UGI CORP NEW COM 902681105 286 5,150 SH   DFND 2 5,150 0 0
UGI CORP NEW COM 902681105 58,109 1,047,386 SH   DFND 4 1,047,386 0 0
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ULTIMATE SOFTWARE GROUP INC COM 90385D107 93 290 SH   DFND 4 290 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 293 3,840 SH   DFND 1 3,840 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 3,477 45,544 SH   DFND 4 45,544 0 0
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UNISYS CORP COM NEW 909214306 876 42,953 SH   DFND 1 42,953 0 0
UNISYS CORP COM NEW 909214306 4,974 243,809 SH   DFND 4 243,809 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,744 47,966 SH   DFND 1 47,966 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3,365 120,639 SH   DFND 1 120,639 0 0
UNITED CONTL HLDGS INC COM 910047109 649 7,286 SH   DFND 1 7,286 0 0
UNITED CONTL HLDGS INC COM 910047109 330 3,705 SH   DFND 2 3,705 0 0
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UNITED NAT FOODS INC COM 911163103 4,964 165,740 SH   DFND 1 165,740 0 0
UNITED NAT FOODS INC COM 911163103 536 17,900 SH   DFND 4 17,900 0 0
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UNITED PARCEL SERVICE INC CL B 911312106 112 963 SH   DFND 3 963 0 0
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UNITED RENTALS INC COM 911363109 756 4,623 SH   DFND 2 4,623 0 0
UNITED RENTALS INC COM 911363109 46,511 284,300 SH   DFND 4 284,300 0 0
UNITED STATES CELLULAR CORP COM 911684108 3,454 77,128 SH   DFND 4 77,128 0 0
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UNITED STATES STL CORP NEW COM 912909108 6,972 228,731 SH   DFND 3 228,731 0 0
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UNITED THERAPEUTICS CORP DEL COM 91307C102 5,767 45,100 SH   DFND 1 45,100 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 338 1,270 SH   DFND 4 1,270 0 0
UNITEDHEALTH GROUP INC COM 91324P102 24,714 92,897 SH   DFND 1 92,897 0 0
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UNITIL CORP COM 913259107 920 18,071 SH   DFND 1 18,071 0 0
UNITIL CORP COM 913259107 3,313 65,097 SH   DFND 4 65,097 0 0
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UNIVAR INC COM 91336L107 5,706 186,112 SH   DFND 4 186,112 0 0
UNIVERSAL CORP VA COM 913456109 1,027 15,806 SH   DFND 1 15,806 0 0
UNIVERSAL FST PRODS INC COM 913543104 5,686 160,926 SH   DFND 1 160,926 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,113 31,500 SH   DFND 4 31,500 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12,695 99,300 SH   DFND 4 99,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 18,720 146,439 SH   DFND 1 146,439 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 539 4,215 SH   DFND 2 4,215 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 15 117 SH   DFND 3 117 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 2,102 43,300 SH   DFND 4 43,300 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 782 16,097 SH   DFND 1 16,097 0 0
UNUM GROUP COM 91529Y106 4,920 125,925 SH   DFND 1 125,925 0 0
UNUM GROUP COM 91529Y106 459 11,742 SH   DFND 2 11,742 0 0
UNUM GROUP COM 91529Y106 17,710 453,295 SH   DFND 4 453,295 0 0
URBAN OUTFITTERS INC COM 917047102 2,294 56,105 SH   DFND 1 56,105 0 0
URBAN OUTFITTERS INC COM 917047102 2,863 70,000 SH   DFND 2 70,000 0 0
URBAN OUTFITTERS INC COM 917047102 614 15,000 SH   DFND 3 15,000 0 0
URBAN OUTFITTERS INC COM 917047102 36,264 886,645 SH   DFND 4 886,645 0 0
UROGEN PHARMA LTD COM M96088105 4,768 100,947 SH   DFND 3 100,947 0 0
UROGEN PHARMA LTD COM M96088105 265 5,601 SH   DFND 1 5,601 0 0
UROVANT SCIENCES LTD SHS G9381B108 251 20,915 SH   DFND 2 20,915 0 0
UROVANT SCIENCES LTD SHS G9381B108 49 4,085 SH   DFND 3 4,085 0 0
US BANCORP DEL COM NEW 902973304 2,033 38,493 SH   DFND 1 38,493 0 0
US BANCORP DEL COM NEW 902973304 4,778 90,490 SH   DFND 2 90,490 0 0
US BANCORP DEL COM NEW 902973304 390 7,380 SH   DFND 3 7,380 0 0
US BANCORP DEL COM NEW 902973304 16,305 308,750 SH   DFND 4 308,750 0 0
US ECOLOGY INC COM 91732J102 419 5,677 SH   DFND 1 5,677 0 0
US ECOLOGY INC COM 91732J102 52 700 SH   DFND 4 700 0 0
US FOODS HLDG CORP COM 912008109 11,989 388,977 SH   DFND 1 388,977 0 0
US FOODS HLDG CORP COM 912008109 41,962 1,361,531 SH   DFND 4 1,361,531 0 0
USA TRUCK INC COM 902925106 2,159 106,700 SH   DFND 4 106,700 0 0
USANA HEALTH SCIENCES INC COM 90328M107 20,366 168,945 SH   DFND 4 168,945 0 0
UTAH MED PRODS INC COM 917488108 536 5,689 SH   DFND 4 5,689 0 0
V F CORP COM 918204108 2,405 25,733 SH   DFND 1 25,733 0 0
V F CORP COM 918204108 1,468 15,713 SH   DFND 2 15,713 0 0
V F CORP COM 918204108 9 94 SH   DFND 3 94 0 0
V F CORP COM 918204108 6,953 74,400 SH   DFND 4 74,400 0 0
VAIL RESORTS INC COM 91879Q109 2,603 9,487 SH   DFND 1 9,487 0 0
VAIL RESORTS INC COM 91879Q109 2,140 7,800 SH   DFND 4 7,800 0 0
VALE S A ADR 91912E105 106,875 7,201,800 SH   DFND 4 7,201,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 15,641 137,500 SH   DFND 4 137,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,633 49,527 SH   DFND 1 49,527 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,465 48,045 SH   DFND 2 48,045 0 0
VALLEY NATL BANCORP COM 919794107 728 64,676 SH   DFND 1 64,676 0 0
VANDA PHARMACEUTICALS INC COM 921659108 4,166 181,525 SH   DFND 4 181,525 0 0
VANDA PHARMACEUTICALS INC COM 921659108 333 14,510 SH   DFND 1 14,510 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 13,264 426,095 SH   DFND 1 426,095 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 396 18,349 SH   DFND 1 18,349 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 7,348 340,800 SH   DFND 4 340,800 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 359 21,334 SH   DFND 1 21,334 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 4,104 52,592 SH   DFND 1 52,592 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 362 4,600 SH   DFND 4 4,600 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 11,355 140,746 SH   DFND 1 140,746 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 307 3,800 SH   DFND 4 3,800 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 312 7,600 SH   DFND 4 7,600 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 585 6,999 SH   DFND 1 6,999 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,876 24,000 SH   DFND 4 24,000 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 325 7,500 SH   DFND 4 7,500 0 0
VAREX IMAGING CORP COM 92214X106 1,311 45,747 SH   DFND 1 45,747 0 0
VAREX IMAGING CORP COM 92214X106 914 31,900 SH   DFND 4 31,900 0 0
VARIAN MED SYS INC COM 92220P105 22,913 204,701 SH   DFND 1 204,701 0 0
VARIAN MED SYS INC COM 92220P105 511 4,565 SH   DFND 2 4,565 0 0
VARIAN MED SYS INC COM 92220P105 32,455 289,959 SH   DFND 4 289,959 0 0
VARONIS SYS INC COM 922280102 1,443 19,698 SH   DFND 1 19,698 0 0
VECTOR GROUP LTD COM 92240M108 5,292 384,049 SH   DFND 4 384,049 0 0
VECTRUS INC COM 92242T101 11,912 381,911 SH   DFND 4 381,911 0 0
VEEVA SYS INC CL A COM 922475108 5,699 52,350 SH   DFND 1 52,350 0 0
VEEVA SYS INC CL A COM 922475108 2,613 24,000 SH   DFND 4 24,000 0 0
VENATOR MATLS PLC SHS G9329Z100 3,984 442,640 SH   DFND 1 442,640 0 0
VENATOR MATLS PLC SHS G9329Z100 1,361 151,200 SH   DFND 4 151,200 0 0
VEONEER INCORPORATED COM 92336X109 1,623 29,470 SH   DFND 1 29,470 0 0
VEONEER INCORPORATED COM 92336X109 16,300 295,988 SH   DFND 3 295,988 0 0
VERA BRADLEY INC COM 92335C106 3,685 241,493 SH   DFND 4 241,493 0 0
VERASTEM INC COM 92337C104 5,419 747,400 SH   DFND 4 747,400 0 0
VERINT SYS INC COM 92343X100 6,847 136,662 SH   DFND 1 136,662 0 0
VERINT SYS INC COM 92343X100 20,105 401,300 SH   DFND 4 401,300 0 0
VERISIGN INC COM 92343E102 800 4,998 SH   DFND 2 4,998 0 0
VERISIGN INC COM 92343E102 83,374 520,700 SH   DFND 4 520,700 0 0
VERISIGN INC COM 92343E102 11,011 68,768 SH   DFND 1 68,768 0 0
VERISK ANALYTICS INC COM 92345Y106 4,035 33,472 SH   DFND 1 33,472 0 0
VERISK ANALYTICS INC COM 92345Y106 19 157 SH   DFND 3 157 0 0
VERISK ANALYTICS INC COM 92345Y106 2,881 23,900 SH   DFND 4 23,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 15,835 296,588 SH   DFND 1 296,588 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,437 214,225 SH   DFND 2 214,225 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 460 8,614 SH   DFND 3 8,614 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 125,871 2,357,575 SH   DFND 4 2,357,575 0 0
VERSO CORP CL A 92531L207 31,576 937,801 SH   DFND 4 937,801 0 0
VERSUM MATLS INC COM 92532W103 2,225 61,800 SH   DFND 4 61,800 0 0
VERSUM MATLS INC COM 92532W103 2,584 71,754 SH   DFND 1 71,754 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,053 78,100 SH   DFND 4 78,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 783 4,062 SH   DFND 1 4,062 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,582 13,395 SH   DFND 2 13,395 0 0
VIACOM INC NEW CL B 92553P201 5,856 173,434 SH   DFND 1 173,434 0 0
VIACOM INC NEW CL B 92553P201 14,034 415,700 SH   DFND 4 415,700 0 0
VIASAT INC COM 92552V100 335 5,241 SH   DFND 1 5,241 0 0
VIAVI SOLUTIONS INC COM 925550105 2,559 225,679 SH   DFND 1 225,679 0 0
VIAVI SOLUTIONS INC COM 925550105 36 3,200 SH   DFND 4 3,200 0 0
VICI PPTYS INC COM 925652109 73,036 3,378,189 SH   DFND 4 3,378,189 0 0
VIKING THERAPEUTICS INC COM 92686J106 211 12,087 SH   DFND 1 12,087 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 583 13,853 SH   DFND 3 13,853 0 0
VIRTUSA CORP COM 92827P102 304 5,664 SH   DFND 1 5,664 0 0
VIRTUSA CORP COM 92827P102 86 1,600 SH   DFND 4 1,600 0 0
VISA INC COM CL A 92826C839 13,379 89,139 SH   DFND 1 89,139 0 0
VISA INC COM CL A 92826C839 14,663 97,691 SH   DFND 2 97,691 0 0
VISA INC COM CL A 92826C839 37,804 251,875 SH   DFND 3 251,875 0 0
VISA INC COM CL A 92826C839 30 200 SH   DFND 4 200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,763 86,615 SH   DFND 1 86,615 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 20,394 1,002,175 SH   DFND 4 1,002,175 0 0
VISTA OUTDOOR INC COM 928377100 977 54,600 SH   DFND 4 54,600 0 0
VISTEON CORP COM NEW 92839U206 569 6,132 SH   DFND 1 6,132 0 0
VISTEON CORP COM NEW 92839U206 3,326 35,800 SH   DFND 4 35,800 0 0
VISTRA ENERGY CORP COM 92840M102 315 12,660 SH   DFND 2 12,660 0 0
VISTRA ENERGY CORP COM 92840M102 13,891 558,300 SH   DFND 4 558,300 0 0
VISTRA ENERGY CORP COM 92840M102 4,630 186,091 SH   DFND 1 186,091 0 0
VMWARE INC CL A COM 928563402 3,560 22,813 SH   DFND 3 22,813 0 0
VMWARE INC CL A COM 928563402 6,994 44,815 SH   DFND 1 44,815 0 0
VONAGE HLDGS CORP COM 92886T201 8,886 627,526 SH   DFND 1 627,526 0 0
VONAGE HLDGS CORP COM 92886T201 2,865 202,300 SH   DFND 4 202,300 0 0
VORNADO RLTY TR SH BEN INT 929042109 645 8,835 SH   DFND 2 8,835 0 0
VORNADO RLTY TR SH BEN INT 929042109 24 326 SH   DFND 3 326 0 0
VOYA FINL INC COM 929089100 565 11,373 SH   DFND 1 11,373 0 0
VOYA FINL INC COM 929089100 3,748 75,463 SH   DFND 2 75,463 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 245 12,934 SH   DFND 1 12,934 0 0
W & T OFFSHORE INC COM 92922P106 9,022 935,855 SH   DFND 4 935,855 0 0
W R BERKLEY CORPORATION COM 084423102 4,101 51,306 SH   DFND 1 51,306 0 0
W R BERKLEY CORPORATION COM 084423102 395 4,936 SH   DFND 2 4,936 0 0
WABCO HLDGS INC COM 92927K102 5,927 50,251 SH   DFND 1 50,251 0 0
WABCO HLDGS INC COM 92927K102 332 2,817 SH   DFND 2 2,817 0 0
WABCO HLDGS INC COM 92927K102 71 600 SH   DFND 4 600 0 0
WABTEC CORP COM 929740108 468 4,458 SH   DFND 2 4,458 0 0
WADDELL & REED FINL INC CL A 930059100 4,539 214,300 SH   DFND 4 214,300 0 0
WAGEWORKS INC COM 930427109 8,494 198,680 SH   DFND 1 198,680 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,914 163,435 SH   DFND 1 163,435 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,186 43,700 SH   DFND 2 43,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,896 122,033 SH   DFND 3 122,033 0 0
WALKER & DUNLOP INC COM 93148P102 4,085 77,257 SH   DFND 1 77,257 0 0
WALMART INC COM 931142103 29,323 312,250 SH   DFND 4 312,250 0 0
WALMART INC COM 931142103 113 1,200 SH   DFND 3 1,200 0 0
WALMART INC COM 931142103 1,768 18,831 SH   DFND 1 18,831 0 0
WALMART INC COM 931142103 7,382 78,603 SH   DFND 2 78,603 0 0
WARRIOR MET COAL INC COM 93627C101 11,629 430,069 SH   DFND 3 430,069 0 0
WARRIOR MET COAL INC COM 93627C101 2,880 106,500 SH   DFND 4 106,500 0 0
WASHINGTON FED INC COM 938824109 6,208 193,982 SH   DFND 1 193,982 0 0
WASHINGTON FED INC COM 938824109 9,306 290,814 SH   DFND 4 290,814 0 0
WASTE CONNECTIONS INC COM 94106B101 7,104 89,050 SH   DFND 4 89,050 0 0
WASTE MGMT INC DEL COM 94106L109 32,896 364,050 SH   DFND 4 364,050 0 0
WASTE MGMT INC DEL COM 94106L109 159 1,756 SH   DFND 3 1,756 0 0
WASTE MGMT INC DEL COM 94106L109 2,027 22,426 SH   DFND 2 22,426 0 0
WASTE MGMT INC DEL COM 94106L109 14,784 163,615 SH   DFND 1 163,615 0 0
WATERS CORP COM 941848103 803 4,126 SH   DFND 2 4,126 0 0
WATERS CORP COM 941848103 51,396 264,000 SH   DFND 4 264,000 0 0
WATERS CORP COM 941848103 8,910 45,765 SH   DFND 1 45,765 0 0
WATSCO INC COM 942622200 7,457 41,871 SH   DFND 1 41,871 0 0
WATSCO INC COM 942622200 18 100 SH   DFND 4 100 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,448 113,835 SH   DFND 1 113,835 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 287 5,748 SH   DFND 1 5,748 0 0
WAYFAIR INC CL A 94419L101 2,459 16,652 SH   DFND 4 16,652 0 0
WD-40 CO COM 929236107 16,002 92,978 SH   DFND 4 92,978 0 0
WD-40 CO COM 929236107 4,771 27,723 SH   DFND 1 27,723 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 8,054 8,500,000 PRN   DFND 3 8,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 125 46,226 SH   DFND 2 46,226 0 0
WEB COM GROUP INC COM 94733A104 862 30,879 SH   DFND 1 30,879 0 0
WEBSTER FINL CORP CONN COM 947890109 1,136 19,269 SH   DFND 1 19,269 0 0
WEBSTER FINL CORP CONN COM 947890109 41 700 SH   DFND 4 700 0 0
WEC ENERGY GROUP INC COM 92939U106 3,930 58,876 SH   DFND 1 58,876 0 0
WEC ENERGY GROUP INC COM 92939U106 981 14,689 SH   DFND 2 14,689 0 0
WEC ENERGY GROUP INC COM 92939U106 81 1,214 SH   DFND 3 1,214 0 0
WEC ENERGY GROUP INC COM 92939U106 73 1,100 SH   DFND 4 1,100 0 0
WEIBO CORP SPONSORED ADR 948596101 943 12,900 SH   DFND 3 12,900 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,111 57,104 SH   DFND 4 57,104 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,460 34,179 SH   DFND 1 34,179 0 0
WEIS MKTS INC COM 948849104 1,092 25,166 SH   DFND 1 25,166 0 0
WEIS MKTS INC COM 948849104 942 21,700 SH   DFND 4 21,700 0 0
WELBILT INC COM 949090104 372 17,814 SH   DFND 1 17,814 0 0
WELBILT INC COM 949090104 2,610 125,000 SH   DFND 4 125,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 22,551 70,365 SH   DFND 1 70,365 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 113,316 353,572 SH   DFND 4 353,572 0 0
WELLS FARGO CO NEW COM 949746101 2,085 39,668 SH   DFND 1 39,668 0 0
WELLS FARGO CO NEW COM 949746101 12,885 245,138 SH   DFND 2 245,138 0 0
WELLS FARGO CO NEW COM 949746101 3,981 75,726 SH   DFND 3 75,726 0 0
WELLS FARGO CO NEW COM 949746101 2,271 43,200 SH   DFND 4 43,200 0 0
WELLTOWER INC COM 95040Q104 45 694 SH   DFND 3 694 0 0
WELLTOWER INC COM 95040Q104 542 8,426 SH   DFND 2 8,426 0 0
WENDYS CO COM 95058W100 110 6,400 SH   DFND 4 6,400 0 0
WENDYS CO COM 95058W100 1,745 101,821 SH   DFND 1 101,821 0 0
WENDYS CO COM 95058W100 11,061 645,325 SH   DFND 3 645,325 0 0
WESCO INTL INC COM 95082P105 6,070 98,772 SH   DFND 1 98,772 0 0
WESCO INTL INC COM 95082P105 9,562 155,600 SH   DFND 4 155,600 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 15,100 122,302 SH   DFND 1 122,302 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,275 22,411 SH   DFND 1 22,411 0 0
WESTERN DIGITAL CORP COM 958102105 5,854 100,000 SH Call DFND 3 100,000 0 0
WESTERN DIGITAL CORP COM 958102105 3,180 54,329 SH   DFND 1 54,329 0 0
WESTERN DIGITAL CORP COM 958102105 1,893 32,324 SH   DFND 3 32,324 0 0
WESTERN DIGITAL CORP COM 958102105 23,416 400,000 SH Call DFND 2 400,000 0 0
WESTERN UN CO COM 959802109 955 50,100 SH   DFND 4 50,100 0 0
WESTERN UN CO COM 959802109 266 13,953 SH   DFND 3 13,953 0 0
WESTERN UN CO COM 959802109 9,993 524,287 SH   DFND 1 524,287 0 0
WESTLAKE CHEM CORP COM 960413102 648 7,799 SH   DFND 1 7,799 0 0
WESTLAKE CHEM CORP COM 960413102 3,135 37,720 SH   DFND 2 37,720 0 0
WESTLAKE CHEM CORP COM 960413102 8 100 SH   DFND 4 100 0 0
WESTROCK CO COM 96145D105 725 13,571 SH   DFND 2 13,571 0 0
WESTROCK CO COM 96145D105 53 1,000 SH   DFND 4 1,000 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 514 9,930 SH   DFND 4 9,930 0 0
WEX INC COM 96208T104 3,192 15,902 SH   DFND 1 15,902 0 0
WEX INC COM 96208T104 80 400 SH   DFND 4 400 0 0
WEYERHAEUSER CO COM 962166104 1,120 34,693 SH   DFND 2 34,693 0 0
WEYERHAEUSER CO COM 962166104 23 700 SH   DFND 4 700 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 175 10,000 SH   DFND 4 10,000 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 1,165 66,569 SH   DFND 1 66,569 0 0
WHIRLPOOL CORP COM 963320106 515 4,336 SH   DFND 1 4,336 0 0
WHIRLPOOL CORP COM 963320106 452 3,810 SH   DFND 2 3,810 0 0
WHIRLPOOL CORP COM 963320106 1,496 12,600 SH   DFND 4 12,600 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 10,887 11,633 SH   DFND 4 11,633 0 0
WHITING PETE CORP NEW COM NEW 966387409 718 13,540 SH   DFND 3 13,540 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,903 35,875 SH   DFND 4 35,875 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 296 12,509 SH   DFND 3 12,509 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 760 32,164 SH   DFND 1 32,164 0 0
WILEY JOHN & SONS INC CL A 968223206 9,181 151,500 SH   DFND 4 151,500 0 0
WILEY JOHN & SONS INC CL A 968223206 6,879 113,507 SH   DFND 1 113,507 0 0
WILLIAMS COS INC DEL COM 969457100 1,394 51,257 SH   DFND 1 51,257 0 0
WILLIAMS SONOMA INC COM 969904101 6,573 100,020 SH   DFND 1 100,020 0 0
WILLIAMS SONOMA INC COM 969904101 565 8,600 SH   DFND 4 8,600 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 685 4,860 SH   DFND 1 4,860 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 391 2,776 SH   DFND 2 2,776 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5 37 SH   DFND 3 37 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 42 300 SH   DFND 4 300 0 0
WINGSTOP INC COM 974155103 321 4,700 SH   DFND 4 4,700 0 0
WINGSTOP INC COM 974155103 1,178 17,257 SH   DFND 1 17,257 0 0
WINMARK CORP COM 974250102 1,037 6,244 SH   DFND 4 6,244 0 0
WIX COM LTD SHS M98068105 461 3,855 SH   DFND 1 3,855 0 0
WOLVERINE WORLD WIDE INC COM 978097103 7,033 180,087 SH   DFND 1 180,087 0 0
WOODWARD INC COM 980745103 100 1,231 SH   DFND 1 1,231 0 0
WOODWARD INC COM 980745103 889 11,000 SH   DFND 4 11,000 0 0
WORKDAY INC CL A 98138H101 1,138 7,791 SH   DFND 1 7,791 0 0
WORKDAY INC CL A 98138H101 1,040 7,125 SH   DFND 2 7,125 0 0
WORKDAY INC CL A 98138H101 365 2,500 SH   DFND 4 2,500 0 0
WORLD FUEL SVCS CORP COM 981475106 305 11,012 SH   DFND 1 11,012 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 9,647 99,736 SH   DFND 4 99,736 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,829 18,906 SH   DFND 1 18,906 0 0
WORLDPAY INC CL A 981558109 4,193 41,400 SH   DFND 4 41,400 0 0
WORLDPAY INC CL A 981558109 1,557 15,377 SH   DFND 2 15,377 0 0
WORLDPAY INC CL A 981558109 4,781 47,204 SH   DFND 3 47,204 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,459 6,800,000 PRN   DFND 3 6,800,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 15,703 541,121 SH   DFND 3 541,121 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,609 60,159 SH   DFND 1 60,159 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 0 10 SH   DFND 3 10 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,753 63,500 SH   DFND 4 63,500 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 309 5,563 SH   DFND 1 5,563 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 5,417 97,469 SH   DFND 3 97,469 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,751 31,503 SH   DFND 4 31,503 0 0
WYNN RESORTS LTD COM 983134107 1,249 9,828 SH   DFND 1 9,828 0 0
XCEL ENERGY INC COM 98389B100 132 2,800 SH   DFND 4 2,800 0 0
XCEL ENERGY INC COM 98389B100 51 1,076 SH   DFND 3 1,076 0 0
XCEL ENERGY INC COM 98389B100 2,422 51,312 SH   DFND 1 51,312 0 0
XCEL ENERGY INC COM 98389B100 1,090 23,094 SH   DFND 2 23,094 0 0
XENIA HOTELS & RESORTS INC COM 984017103 26,366 1,112,483 SH   DFND 4 1,112,483 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 673 50,000 SH   DFND 3 50,000 0 0
XEROX CORP COM NEW 984121608 4,977 184,487 SH   DFND 2 184,487 0 0
XEROX CORP COM NEW 984121608 1,962 72,707 SH   DFND 3 72,707 0 0
XEROX CORP COM NEW 984121608 453 16,800 SH   DFND 4 16,800 0 0
XILINX INC COM 983919101 3,815 47,581 SH   DFND 3 47,581 0 0
XILINX INC COM 983919101 2,397 29,900 SH   DFND 4 29,900 0 0
XILINX INC COM 983919101 3,694 46,077 SH   DFND 1 46,077 0 0
XILINX INC COM 983919101 10,284 128,283 SH   DFND 2 128,283 0 0
XO GROUP INC COM 983772104 11,864 344,085 SH   DFND 4 344,085 0 0
XYLEM INC COM 98419M100 3,125 39,125 SH   DFND 1 39,125 0 0
XYLEM INC COM 98419M100 6,409 80,240 SH   DFND 4 80,240 0 0
Y MABS THERAPEUTICS INC COM 984241109 889 33,464 SH   DFND 2 33,464 0 0
Y MABS THERAPEUTICS INC COM 984241109 174 6,536 SH   DFND 3 6,536 0 0
YAHOO INC NOTE 12/0 984332AF3 9,572 7,500,000 PRN   DFND 3 7,500,000 0 0
YANDEX N V SHS CLASS A N97284108 1,504 45,752 SH   DFND 1 45,752 0 0
YELP INC CL A 985817105 983 19,985 SH   DFND 1 19,985 0 0
YELP INC CL A 985817105 10,199 207,300 SH   DFND 4 207,300 0 0
YEXT INC COM 98585N106 610 25,727 SH   DFND 1 25,727 0 0
YUM BRANDS INC COM 988498101 128 1,403 SH   DFND 3 1,403 0 0
YUM BRANDS INC COM 988498101 3,333 36,668 SH   DFND 1 36,668 0 0
YUM BRANDS INC COM 988498101 1,502 16,519 SH   DFND 2 16,519 0 0
YUM CHINA HLDGS INC COM 98850P109 2,207 62,868 SH   DFND 1 62,868 0 0
YUM CHINA HLDGS INC COM 98850P109 2,008 57,193 SH   DFND 3 57,193 0 0
YY INC ADS REPCOM CLA 98426T106 25,724 343,350 SH   DFND 4 343,350 0 0
ZAI LAB LTD ADR 98887Q104 390 20,000 SH   DFND 2 20,000 0 0
ZAI LAB LTD ADR 98887Q104 195 10,000 SH   DFND 3 10,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 3,203 92,254 SH   DFND 1 92,254 0 0
ZAYO GROUP HLDGS INC COM 98919V105 990 28,500 SH   DFND 4 28,500 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 24,703 139,700 SH   DFND 4 139,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 875 4,946 SH   DFND 1 4,946 0 0
ZENDESK INC COM 98936J101 690 9,712 SH   DFND 1 9,712 0 0
ZENDESK INC COM 98936J101 2,315 32,602 SH   DFND 4 32,602 0 0
ZILLOW GROUP INC CL A 98954M101 1,488 33,662 SH   DFND 1 33,662 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 31 700 SH   DFND 4 700 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 3,259 3,000,000 PRN   DFND 3 3,000,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 19,539 148,620 SH   DFND 1 148,620 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,386 10,545 SH   DFND 2 10,545 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 21,480 163,380 SH   DFND 3 163,380 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 927 7,050 SH   DFND 4 7,050 0 0
ZIONS BANCORPORATION COM 989701107 198 3,945 SH   DFND 1 3,945 0 0
ZIONS BANCORPORATION COM 989701107 527 10,517 SH   DFND 2 10,517 0 0
ZIX CORP COM 98974P100 5,228 942,058 SH   DFND 4 942,058 0 0
ZOETIS INC CL A 98978V103 32,156 351,200 SH   DFND 4 351,200 0 0
ZOETIS INC CL A 98978V103 3,205 35,000 SH   DFND 3 35,000 0 0
ZOETIS INC CL A 98978V103 11,393 124,424 SH   DFND 1 124,424 0 0
ZOETIS INC CL A 98978V103 3,138 34,268 SH   DFND 2 34,268 0 0
ZOGENIX INC COM NEW 98978L204 1,087 21,908 SH   DFND 1 21,908 0 0
ZOGENIX INC COM NEW 98978L204 35 700 SH   DFND 4 700 0 0
ZSCALER INC COM 98980G102 361 8,844 SH   DFND 1 8,844 0 0
ZSCALER INC COM 98980G102 544 13,334 SH   DFND 2 13,334 0 0
ZSCALER INC COM 98980G102 631 15,480 SH   DFND 3 15,480 0 0
ZUMIEZ INC COM 989817101 108 4,087 SH   DFND 1 4,087 0 0
ZUMIEZ INC COM 989817101 10,123 384,170 SH   DFND 4 384,170 0 0
ZYNGA INC CL A 98986T108 2,791 696,000 SH   DFND 4 696,000 0 0