The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21VIANET GROUP INC SPONSORED ADR 90138A103 202 23,400 SH   DFND 4 23,400 0 0
3M CO COM 88579Y101 529 2,779 SH   DFND 1 2,779 0 0
3M CO COM 88579Y101 572 3,000 SH   DFND 4 3,000 0 0
58 COM INC SPON ADR REP A 31680Q104 9,834 181,400 SH   DFND 4 181,400 0 0
A10 NETWORKS INC COM 002121101 74 11,800 SH   DFND 4 11,800 0 0
AAR CORP COM 000361105 4,945 132,421 SH   DFND 4 132,421 0 0
AARONS INC COM PAR $0.50 002535300 2,601 61,855 SH   DFND 1 61,855 0 0
AARONS INC COM PAR $0.50 002535300 16,160 384,306 SH   DFND 4 384,306 0 0
ABBOTT LABS COM 002824100 5,716 79,030 SH   DFND 1 79,030 0 0
ABBOTT LABS COM 002824100 7,526 104,047 SH   DFND 2 104,047 0 0
ABBOTT LABS COM 002824100 593 8,200 SH   DFND 4 8,200 0 0
ABBVIE INC COM 00287Y109 4,610 50,004 SH   DFND 1 50,004 0 0
ABBVIE INC COM 00287Y109 7,360 79,843 SH   DFND 2 79,843 0 0
ABERCROMBIE & FITCH CO CL A 002896207 9,868 492,179 SH   DFND 4 492,179 0 0
ABIOMED INC COM 003654100 385 1,185 SH   DFND 1 1,185 0 0
ABM INDS INC COM 000957100 5,298 164,983 SH   DFND 1 164,983 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 316 8,316 SH   DFND 1 8,316 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 815 31,723 SH   DFND 1 31,723 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 806 49,861 SH   DFND 1 49,861 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,893 20,516 SH   DFND 1 20,516 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,615 32,731 SH   DFND 2 32,731 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 2,287 1,438,113 SH   DFND 4 1,438,113 0 0
ACI WORLDWIDE INC COM 004498101 2,054 74,241 SH   DFND 1 74,241 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 4,925 666,430 SH   DFND 3 666,430 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,094 134,411 SH   DFND 4 134,411 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,960 42,079 SH   DFND 2 42,079 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,328 50,000 SH   DFND 3 50,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 268 5,750 SH   DFND 4 5,750 0 0
ACUITY BRANDS INC COM 00508Y102 1,092 9,500 SH   DFND 4 9,500 0 0
ACUSHNET HOLDINGS CORP COM 005098108 320 15,200 SH   DFND 4 15,200 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 6,003 1,044,011 SH   DFND 3 1,044,011 0 0
ADECOAGRO S A COM L00849106 79 11,375 SH   DFND 1 11,375 0 0
ADIENT PLC ORD SHS G0084W101 275 18,254 SH   DFND 3 18,254 0 0
ADOBE INC COM 00724F101 20,347 89,936 SH   DFND 3 89,936 0 0
ADOBE INC COM 00724F101 126,180 557,726 SH   DFND 4 557,726 0 0
ADOBE INC COM 00724F101 6,150 27,185 SH   DFND 2 27,185 0 0
ADOBE INC COM 00724F101 592 2,615 SH   DFND 1 2,615 0 0
ADT INC COM 00090Q103 4,974 827,598 SH   DFND 2 827,598 0 0
ADT INC COM 00090Q103 49 8,200 SH   DFND 4 8,200 0 0
ADT INC COM 00090Q103 1,460 242,979 SH   DFND 1 242,979 0 0
ADTALEM GLOBAL ED INC COM 00737L103 4,786 101,140 SH   DFND 1 101,140 0 0
ADTALEM GLOBAL ED INC COM 00737L103 2,461 52,000 SH   DFND 4 52,000 0 0
ADTRAN INC COM 00738A106 319 29,700 SH   DFND 4 29,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,021 6,481 SH   DFND 1 6,481 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 800 5,083 SH   DFND 2 5,083 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2 11 SH   DFND 3 11 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,890 12,000 SH   DFND 4 12,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,234 51,511 SH   DFND 1 51,511 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 24 1,000 SH   DFND 4 1,000 0 0
ADVANCED ENERGY INDS COM 007973100 4,778 111,296 SH   DFND 4 111,296 0 0
ADVANCED ENERGY INDS COM 007973100 1,864 43,429 SH   DFND 1 43,429 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,157 116,824 SH   DFND 2 116,824 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 6,081 2,500,000 PRN   DFND 3 2,500,000 0 0
ADVANSIX INC COM 00773T101 1,344 55,200 SH   DFND 4 55,200 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 448 142,310 SH   DFND 2 142,310 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,262 400,583 SH   DFND 4 400,583 0 0
AECOM COM 00766T100 2,320 87,553 SH   DFND 1 87,553 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 932 124,408 SH   DFND 4 124,408 0 0
AERCAP HOLDINGS NV SHS N00985106 9,019 227,763 SH   DFND 4 227,763 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 871 24,720 SH   DFND 4 24,720 0 0
AES CORP COM 00130H105 5,465 377,906 SH   DFND 1 377,906 0 0
AES CORP COM 00130H105 516 35,660 SH   DFND 2 35,660 0 0
AFFILIATED MANAGERS GROUP COM 008252108 273 2,804 SH   DFND 2 2,804 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,574 118,785 SH   DFND 3 118,785 0 0
AFFILIATED MANAGERS GROUP COM 008252108 127 1,300 SH   DFND 4 1,300 0 0
AFLAC INC COM 001055102 734 16,111 SH   DFND 1 16,111 0 0
AFLAC INC COM 001055102 1,393 30,580 SH   DFND 2 30,580 0 0
AFLAC INC COM 001055102 1,851 40,626 SH   DFND 3 40,626 0 0
AFLAC INC COM 001055102 9,404 206,400 SH   DFND 4 206,400 0 0
AGCO CORP COM 001084102 50 900 SH   DFND 4 900 0 0
AGCO CORP COM 001084102 933 16,773 SH   DFND 1 16,773 0 0
AGCO CORP COM 001084102 247 4,438 SH   DFND 2 4,438 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 53,664 795,500 SH   DFND 4 795,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,533 82,022 SH   DFND 1 82,022 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,170 61,816 SH   DFND 2 61,816 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 821 17,809 SH   DFND 1 17,809 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 698 15,148 SH   DFND 2 15,148 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 65 1,400 SH   DFND 4 1,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 432 10,690 SH   DFND 1 10,690 0 0
AGNICO EAGLE MINES LTD COM 008474108 755 18,690 SH   DFND 3 18,690 0 0
AIR PRODS & CHEMS INC COM 009158106 1,981 12,378 SH   DFND 1 12,378 0 0
AIR PRODS & CHEMS INC COM 009158106 2,798 17,482 SH   DFND 2 17,482 0 0
AIR PRODS & CHEMS INC COM 009158106 256 1,599 SH   DFND 3 1,599 0 0
AK STL HLDG CORP COM 001547108 4,611 2,049,376 SH   DFND 3 2,049,376 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 27,707 453,614 SH   DFND 4 453,614 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,182 35,719 SH   DFND 1 35,719 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 562 9,202 SH   DFND 2 9,202 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 12,075 12,145,000 PRN   DFND 3 12,145,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 2,200 397,804 SH   DFND 4 397,804 0 0
AKORN INC COM 009728106 844 249,039 SH   DFND 3 249,039 0 0
AKORN INC COM 009728106 258 75,995 SH   DFND 4 75,995 0 0
ALASKA AIR GROUP INC COM 011659109 3 56 SH   DFND 1 56 0 0
ALASKA AIR GROUP INC COM 011659109 2,288 37,600 SH   DFND 4 37,600 0 0
ALBEMARLE CORP COM 012653101 15,252 197,905 SH   DFND 3 197,905 0 0
ALBEMARLE CORP COM 012653101 39 500 SH   DFND 4 500 0 0
ALCOA CORP COM 013872106 531 19,985 SH   DFND 1 19,985 0 0
ALCOA CORP COM 013872106 213 8,000 SH   DFND 4 8,000 0 0
ALCOA CORP COM 013872106 27,921 1,050,479 SH   DFND 3 1,050,479 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 3,290 178,985 SH   DFND 4 178,985 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 631 5,472 SH   DFND 2 5,472 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4 38 SH   DFND 3 38 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 222 2,282 SH   DFND 1 2,282 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,696 89,323 SH   DFND 2 89,323 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 210 2,157 SH   DFND 3 2,157 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,227 12,600 SH   DFND 4 12,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 54,299 396,142 SH   DFND 4 396,142 0 0
ALIGN TECHNOLOGY INC COM 016255101 28,125 134,294 SH   DFND 4 134,294 0 0
ALIGN TECHNOLOGY INC COM 016255101 810 3,871 SH   DFND 1 3,871 0 0
ALKERMES PLC SHS G01767105 229 7,777 SH   DFND 2 7,777 0 0
ALLEGHANY CORP DEL COM 017175100 480 770 SH   DFND 4 770 0 0
ALLEGHANY CORP DEL COM 017175100 3,813 6,117 SH   DFND 1 6,117 0 0
ALLEGIANT TRAVEL CO COM 01748X102 457 4,561 SH   DFND 3 4,561 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,535 19,254 SH   DFND 1 19,254 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 241 3,023 SH   DFND 3 3,023 0 0
ALLERGAN PLC SHS G0177J108 1,682 12,581 SH   DFND 1 12,581 0 0
ALLERGAN PLC SHS G0177J108 3,033 22,690 SH   DFND 2 22,690 0 0
ALLERGAN PLC SHS G0177J108 3,916 29,300 SH   DFND 4 29,300 0 0
ALLETE INC COM NEW 018522300 15,054 197,503 SH   DFND 1 197,503 0 0
ALLETE INC COM NEW 018522300 15,485 203,156 SH   DFND 4 203,156 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,112 7,408 SH   DFND 1 7,408 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,167 21,100 SH   DFND 4 21,100 0 0
ALLIANT ENERGY CORP COM 018802108 5,233 123,856 SH   DFND 1 123,856 0 0
ALLIANT ENERGY CORP COM 018802108 505 11,954 SH   DFND 2 11,954 0 0
ALLIANT ENERGY CORP COM 018802108 33 770 SH   DFND 3 770 0 0
ALLIANT ENERGY CORP COM 018802108 270 6,400 SH   DFND 4 6,400 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 4,981 111,450 SH   DFND 4 111,450 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,963 90,264 SH   DFND 1 90,264 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 88,590 2,017,540 SH   DFND 4 2,017,540 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 944 97,959 SH   DFND 1 97,959 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 7,587 787,000 SH   DFND 4 787,000 0 0
ALLSTATE CORP COM 020002101 1,588 19,214 SH   DFND 2 19,214 0 0
ALLSTATE CORP COM 020002101 7,626 92,285 SH   DFND 3 92,285 0 0
ALLSTATE CORP COM 020002101 3,553 42,998 SH   DFND 1 42,998 0 0
ALLSTATE CORP COM 020002101 174,853 2,116,091 SH   DFND 4 2,116,091 0 0
ALLY FINL INC COM 02005N100 472 20,829 SH   DFND 2 20,829 0 0
ALLY FINL INC COM 02005N100 26,891 1,186,700 SH   DFND 4 1,186,700 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,039 14,250 SH   DFND 2 14,250 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 571 7,829 SH   DFND 4 7,829 0 0
ALPHABET INC CAP STK CL A 02079K305 1,996 1,910 SH   DFND 1 1,910 0 0
ALPHABET INC CAP STK CL A 02079K305 12,809 12,258 SH   DFND 2 12,258 0 0
ALPHABET INC CAP STK CL A 02079K305 35,168 33,655 SH   DFND 3 33,655 0 0
ALPHABET INC CAP STK CL C 02079K107 26,111 25,213 SH   DFND 2 25,213 0 0
ALPHABET INC CAP STK CL C 02079K107 2,880 2,781 SH   DFND 4 2,781 0 0
ALTAIR ENGR INC COM CL A 021369103 753 27,300 SH   DFND 4 27,300 0 0
ALTICE USA INC CL A 02156K103 465 28,162 SH   DFND 3 28,162 0 0
ALTICE USA INC CL A 02156K103 1,165 70,775 SH   DFND 1 70,775 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 6,488 288,483 SH   DFND 3 288,483 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 67 3,000 SH   DFND 4 3,000 0 0
ALTRIA GROUP INC COM 02209S103 1,274 25,799 SH   DFND 1 25,799 0 0
ALTRIA GROUP INC COM 02209S103 5,358 108,485 SH   DFND 2 108,485 0 0
ALTRIA GROUP INC COM 02209S103 511 10,349 SH   DFND 3 10,349 0 0
ALTRIA GROUP INC COM 02209S103 193 3,900 SH   DFND 4 3,900 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,824 185,927 SH   DFND 4 185,927 0 0
AMAZON COM INC COM 023135106 28,779 19,161 SH   DFND 4 19,161 0 0
AMAZON COM INC COM 023135106 34,228 22,789 SH   DFND 2 22,789 0 0
AMAZON COM INC COM 023135106 22,153 14,749 SH   DFND 3 14,749 0 0
AMBAC FINL GROUP INC COM NEW 023139884 12,153 704,906 SH   DFND 4 704,906 0 0
AMBAC FINL GROUP INC COM NEW 023139884 78 4,538 SH   DFND 1 4,538 0 0
AMBAC FINL GROUP INC COM NEW 023139884 787 45,672 SH   DFND 3 45,672 0 0
AMBARELLA INC SHS G037AX101 1,527 43,651 SH   DFND 1 43,651 0 0
AMBEV SA SPONSORED ADR 02319V103 500 127,500 SH   DFND 4 127,500 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 74 5,994 SH   DFND 1 5,994 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 2,911 237,053 SH   DFND 4 237,053 0 0
AMC NETWORKS INC CL A 00164V103 2,468 44,967 SH   DFND 1 44,967 0 0
AMC NETWORKS INC CL A 00164V103 8,188 149,200 SH   DFND 4 149,200 0 0
AMDOCS LTD SHS G02602103 4,733 80,785 SH   DFND 1 80,785 0 0
AMDOCS LTD SHS G02602103 621 10,600 SH   DFND 4 10,600 0 0
AMEDISYS INC COM 023436108 6,225 53,152 SH   DFND 1 53,152 0 0
AMEDISYS INC COM 023436108 10,282 87,800 SH   DFND 4 87,800 0 0
AMEREN CORP COM 023608102 5,806 89,003 SH   DFND 1 89,003 0 0
AMEREN CORP COM 023608102 486 7,454 SH   DFND 2 7,454 0 0
AMEREN CORP COM 023608102 257 3,946 SH   DFND 3 3,946 0 0
AMEREN CORP COM 023608102 13,832 212,048 SH   DFND 4 212,048 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,618 253,900 SH   DFND 4 253,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2 58 SH   DFND 1 58 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 195 6,080 SH   DFND 2 6,080 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 186 5,800 SH   DFND 4 5,800 0 0
AMERICAN ASSETS TR INC COM 024013104 10,110 251,684 SH   DFND 4 251,684 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,361 392,912 SH   DFND 3 392,912 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,148 111,125 SH   DFND 1 111,125 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,474 179,700 SH   DFND 4 179,700 0 0
AMERICAN ELEC PWR INC COM 025537101 885 11,837 SH   DFND 2 11,837 0 0
AMERICAN ELEC PWR INC COM 025537101 547 7,319 SH   DFND 3 7,319 0 0
AMERICAN ELEC PWR INC COM 025537101 4,141 55,400 SH   DFND 4 55,400 0 0
AMERICAN ELEC PWR INC COM 025537101 647 8,658 SH   DFND 1 8,658 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,534 90,683 SH   DFND 1 90,683 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,427 230,041 SH   DFND 4 230,041 0 0
AMERICAN EXPRESS CO COM 025816109 1,086 11,389 SH   DFND 2 11,389 0 0
AMERICAN EXPRESS CO COM 025816109 91 953 SH   DFND 3 953 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 5,939 65,609 SH   DFND 1 65,609 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 290 3,200 SH   DFND 4 3,200 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,051 52,037 SH   DFND 2 52,037 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 71 1,800 SH   DFND 4 1,800 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9 239 SH   DFND 3 239 0 0
AMERICAN NATL INS CO COM 028591105 4,641 36,473 SH   DFND 4 36,473 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,121 87,149 SH   DFND 4 87,149 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 9 300 SH   DFND 1 300 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 6,935 243,676 SH   DFND 4 243,676 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 117 10,143 SH   DFND 1 10,143 0 0
AMERICAN SOFTWARE INC CL A 029683109 175 16,713 SH   DFND 4 16,713 0 0
AMERICAN STS WTR CO COM 029899101 3,995 59,586 SH   DFND 1 59,586 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,919 18,451 SH   DFND 2 18,451 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23 143 SH   DFND 3 143 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 823 9,067 SH   DFND 1 9,067 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 9 100 SH   DFND 4 100 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 736 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
AMERICAS CAR MART INC COM 03062T105 337 4,651 SH   DFND 4 4,651 0 0
AMERIPRISE FINL INC COM 03076C106 1,739 16,667 SH   DFND 1 16,667 0 0
AMERIPRISE FINL INC COM 03076C106 801 7,678 SH   DFND 2 7,678 0 0
AMERIPRISE FINL INC COM 03076C106 5,913 56,653 SH   DFND 3 56,653 0 0
AMERIPRISE FINL INC COM 03076C106 128,444 1,230,659 SH   DFND 4 1,230,659 0 0
AMERIS BANCORP COM 03076K108 259 8,189 SH   DFND 1 8,189 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,606 88,794 SH   DFND 1 88,794 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,444 73,172 SH   DFND 3 73,172 0 0
AMETEK INC NEW COM 031100100 74 1,100 SH   DFND 4 1,100 0 0
AMETEK INC NEW COM 031100100 5,442 80,389 SH   DFND 2 80,389 0 0
AMETEK INC NEW COM 031100100 1,658 24,494 SH   DFND 1 24,494 0 0
AMGEN INC COM 031162100 1,655 8,500 SH   DFND 3 8,500 0 0
AMGEN INC COM 031162100 155,374 798,139 SH   DFND 4 798,139 0 0
AMGEN INC COM 031162100 3,811 19,576 SH   DFND 1 19,576 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,389 145,000 SH   DFND 2 145,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 18 1,900 SH   DFND 4 1,900 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,893 68,708 SH   DFND 1 68,708 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 34 600 SH   DFND 4 600 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 1,237 91,400 SH   DFND 4 91,400 0 0
AMPHENOL CORP NEW CL A 032095101 639 7,883 SH   DFND 3 7,883 0 0
AMPHENOL CORP NEW CL A 032095101 13,818 170,550 SH   DFND 4 170,550 0 0
AMPHENOL CORP NEW CL A 032095101 2,374 29,307 SH   DFND 2 29,307 0 0
AMPHENOL CORP NEW CL A 032095101 1,909 23,568 SH   DFND 1 23,568 0 0
ANADARKO PETE CORP COM 032511107 2,237 51,021 SH   DFND 2 51,021 0 0
ANADARKO PETE CORP COM 032511107 1,828 41,688 SH   DFND 1 41,688 0 0
ANALOG DEVICES INC COM 032654105 4,080 47,539 SH   DFND 1 47,539 0 0
ANALOG DEVICES INC COM 032654105 1,895 22,076 SH   DFND 3 22,076 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 525 16,170 SH   DFND 3 16,170 0 0
ANGIODYNAMICS INC COM 03475V101 128 6,351 SH   DFND 1 6,351 0 0
ANGIODYNAMICS INC COM 03475V101 5,582 277,296 SH   DFND 4 277,296 0 0
ANSYS INC COM 03662Q105 2,128 14,889 SH   DFND 1 14,889 0 0
ANTERO RES CORP COM 03674X106 58 6,200 SH   DFND 4 6,200 0 0
ANTERO RES CORP COM 03674X106 77 8,245 SH   DFND 2 8,245 0 0
ANTHEM INC COM 036752103 10,663 40,600 SH   DFND 4 40,600 0 0
ANTHEM INC COM 036752103 18 70 SH   DFND 3 70 0 0
ANTHEM INC COM 036752103 4,549 17,321 SH   DFND 2 17,321 0 0
ANTHEM INC COM 036752103 3,527 13,431 SH   DFND 1 13,431 0 0
AON PLC SHS CL A G0408V102 4,344 29,887 SH   DFND 1 29,887 0 0
AON PLC SHS CL A G0408V102 2,065 14,206 SH   DFND 2 14,206 0 0
AON PLC SHS CL A G0408V102 1,419 9,761 SH   DFND 3 9,761 0 0
AON PLC SHS CL A G0408V102 68,733 472,850 SH   DFND 4 472,850 0 0
APACHE CORP COM 037411105 907 34,546 SH   DFND 1 34,546 0 0
APACHE CORP COM 037411105 539 20,533 SH   DFND 2 20,533 0 0
APACHE CORP COM 037411105 6,587 250,907 SH   DFND 3 250,907 0 0
APHRIA INC COM 03765K104 74 12,900 SH   DFND 4 12,900 0 0
APPLE INC COM 037833100 2,330 14,773 SH   DFND 1 14,773 0 0
APPLE INC COM 037833100 17,243 109,310 SH   DFND 4 109,310 0 0
APPLE INC COM 037833100 44,334 281,058 SH   DFND 2 281,058 0 0
APPLE INC COM 037833100 1,958 12,391 SH   DFND 3 12,391 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,481 27,443 SH   DFND 1 27,443 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,769 32,800 SH   DFND 4 32,800 0 0
APPLIED MATLS INC COM 038222105 3,648 111,403 SH   DFND 1 111,403 0 0
APPLIED MATLS INC COM 038222105 1,876 57,306 SH   DFND 2 57,306 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 296 19,191 SH   DFND 3 19,191 0 0
APTARGROUP INC COM 038336103 1,898 20,172 SH   DFND 1 20,172 0 0
APTIV PLC SHS G6095L109 1,376 22,347 SH   DFND 1 22,347 0 0
AQUA AMERICA INC COM 03836W103 209 6,122 SH   DFND 1 6,122 0 0
ARAMARK COM 03852U106 4,636 160,026 SH   DFND 1 160,026 0 0
ARATANA THERAPEUTICS INC COM 03874P101 210 34,310 SH   DFND 4 34,310 0 0
ARCBEST CORP COM 03937C105 13,359 389,939 SH   DFND 4 389,939 0 0
ARCH CAP GROUP LTD ORD G0450A105 4,764 178,287 SH   DFND 1 178,287 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,820 105,541 SH   DFND 3 105,541 0 0
ARCH CAP GROUP LTD ORD G0450A105 13,443 503,100 SH   DFND 4 503,100 0 0
ARCH COAL INC CL A 039380407 7,342 88,466 SH   DFND 4 88,466 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,351 32,978 SH   DFND 1 32,978 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,187 28,975 SH   DFND 2 28,975 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 34 840 SH   DFND 3 840 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 11,275 275,200 SH   DFND 4 275,200 0 0
ARCHROCK INC COM 03957W106 172 22,902 SH   DFND 4 22,902 0 0
ARCONIC INC COM 03965L100 418 24,767 SH   DFND 2 24,767 0 0
ARCOSA INC COM 039653100 2,054 74,190 SH   DFND 4 74,190 0 0
ARDELYX INC COM 039697107 263 147,200 SH   DFND 4 147,200 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,385 296,604 SH   DFND 4 296,604 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 794 20,390 SH   DFND 1 20,390 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,794 71,741 SH   DFND 4 71,741 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 947 53,244 SH   DFND 1 53,244 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 5,828 327,759 SH   DFND 2 327,759 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 1,426 80,218 SH   DFND 3 80,218 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,818 41,900 SH   DFND 4 41,900 0 0
ARISTA NETWORKS INC COM 040413106 316 1,500 SH   DFND 4 1,500 0 0
ARISTA NETWORKS INC COM 040413106 639 3,033 SH   DFND 2 3,033 0 0
ARMSTRONG FLOORING INC COM 04238R106 2,583 218,165 SH   DFND 4 218,165 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,210 20,775 SH   DFND 1 20,775 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,007 17,300 SH   DFND 4 17,300 0 0
ARRIS INTL INC SHS G0551A103 479 15,652 SH   DFND 1 15,652 0 0
ARRIS INTL INC SHS G0551A103 21,058 688,843 SH   DFND 3 688,843 0 0
ARROW ELECTRS INC COM 042735100 931 13,492 SH   DFND 1 13,492 0 0
ARROW ELECTRS INC COM 042735100 76 1,100 SH   DFND 4 1,100 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,208 54,615 SH   DFND 1 54,615 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,139 47,094 SH   DFND 1 47,094 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 7,386 110,800 SH   DFND 4 110,800 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 6,459 103,084 SH   DFND 3 103,084 0 0
ASGN INC COM 00191U102 1,542 28,300 SH   DFND 4 28,300 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 5,405 76,174 SH   DFND 1 76,174 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 22,386 533,138 SH   DFND 3 533,138 0 0
ASPEN TECHNOLOGY INC COM 045327103 22,287 271,196 SH   DFND 4 271,196 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,410 29,335 SH   DFND 1 29,335 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 875 38,700 SH   DFND 4 38,700 0 0
ASSOCIATED BANC CORP COM 045487105 529 26,728 SH   DFND 1 26,728 0 0
ASSOCIATED BANC CORP COM 045487105 277 14,000 SH   DFND 4 14,000 0 0
ASSURANT INC COM 04621X108 35 387 SH   DFND 3 387 0 0
ASSURANT INC COM 04621X108 864 9,663 SH   DFND 4 9,663 0 0
ASSURED GUARANTY LTD COM G0585R106 3,847 100,489 SH   DFND 1 100,489 0 0
ASSURED GUARANTY LTD COM G0585R106 72,940 1,905,436 SH   DFND 4 1,905,436 0 0
AT HOME GROUP INC COM 04650Y100 624 33,460 SH   DFND 4 33,460 0 0
AT&T INC COM 00206R102 37,665 1,319,729 SH   DFND 4 1,319,729 0 0
AT&T INC COM 00206R102 196 6,865 SH   DFND 3 6,865 0 0
AT&T INC COM 00206R102 10,750 376,675 SH   DFND 2 376,675 0 0
AT&T INC COM 00206R102 8,234 288,490 SH   DFND 1 288,490 0 0
ATHENAHEALTH INC COM 04685W103 1,333 10,109 SH   DFND 1 10,109 0 0
ATHENAHEALTH INC COM 04685W103 8,836 66,976 SH   DFND 3 66,976 0 0
ATHENAHEALTH INC COM 04685W103 4,301 32,600 SH   DFND 4 32,600 0 0
ATHENE HLDG LTD CL A G0684D107 2,506 62,903 SH   DFND 1 62,903 0 0
ATHENE HLDG LTD CL A G0684D107 3,414 85,711 SH   DFND 3 85,711 0 0
ATHENE HLDG LTD CL A G0684D107 94,486 2,372,232 SH   DFND 4 2,372,232 0 0
ATKORE INTL GROUP INC COM 047649108 24,255 1,222,508 SH   DFND 4 1,222,508 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,311 604,360 SH   DFND 4 604,360 0 0
ATLANTICA YIELD PLC SHS G0751N103 19,808 1,010,595 SH   DFND 4 1,010,595 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 426 10,100 SH   DFND 3 10,100 0 0
ATLASSIAN CORP PLC CL A G06242104 116 1,300 SH   DFND 4 1,300 0 0
ATLASSIAN CORP PLC CL A G06242104 274 3,081 SH   DFND 1 3,081 0 0
ATMOS ENERGY CORP COM 049560105 4,257 45,910 SH   DFND 1 45,910 0 0
ATMOS ENERGY CORP COM 049560105 428 4,615 SH   DFND 2 4,615 0 0
ATMOS ENERGY CORP COM 049560105 65 700 SH   DFND 4 700 0 0
ATRICURE INC COM 04963C209 9,838 321,491 SH   DFND 3 321,491 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 143 20,900 SH   DFND 4 20,900 0 0
AUTODESK INC COM 052769106 1,821 14,160 SH   DFND 1 14,160 0 0
AUTODESK INC COM 052769106 2,109 16,400 SH   DFND 2 16,400 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,125 31,463 SH   DFND 1 31,463 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,651 27,844 SH   DFND 2 27,844 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 105 800 SH   DFND 4 800 0 0
AUTONATION INC COM 05329W102 795 22,256 SH   DFND 1 22,256 0 0
AUTONATION INC COM 05329W102 116 3,253 SH   DFND 2 3,253 0 0
AUTOZONE INC COM 053332102 3,471 4,140 SH   DFND 1 4,140 0 0
AUTOZONE INC COM 053332102 1,951 2,327 SH   DFND 2 2,327 0 0
AUTOZONE INC COM 053332102 1,106 1,319 SH   DFND 3 1,319 0 0
AUTOZONE INC COM 053332102 1,408 1,680 SH   DFND 4 1,680 0 0
AVALARA INC COM 05338G106 317 10,174 SH   DFND 1 10,174 0 0
AVALARA INC COM 05338G106 164 5,250 SH   DFND 4 5,250 0 0
AVALONBAY CMNTYS INC COM 053484101 653 3,753 SH   DFND 3 3,753 0 0
AVALONBAY CMNTYS INC COM 053484101 5,291 30,400 SH   DFND 4 30,400 0 0
AVALONBAY CMNTYS INC COM 053484101 1,131 6,500 SH   DFND 2 6,500 0 0
AVANGRID INC COM 05351W103 13,521 269,928 SH   DFND 4 269,928 0 0
AVANGRID INC COM 05351W103 10,820 216,022 SH   DFND 1 216,022 0 0
AVAYA HLDGS CORP COM 05351X101 1,258 86,440 SH   DFND 1 86,440 0 0
AVAYA HLDGS CORP COM 05351X101 6,220 427,197 SH   DFND 4 427,197 0 0
AVERY DENNISON CORP COM 053611109 1,722 19,173 SH   DFND 1 19,173 0 0
AVERY DENNISON CORP COM 053611109 254 2,831 SH   DFND 3 2,831 0 0
AVERY DENNISON CORP COM 053611109 2,425 27,000 SH   DFND 4 27,000 0 0
AVNET INC COM 053807103 1,389 38,454 SH   DFND 1 38,454 0 0
AVX CORP NEW COM 002444107 8,801 577,091 SH   DFND 4 577,091 0 0
AXA EQUITABLE HLDGS INC COM 054561105 868 52,197 SH   DFND 1 52,197 0 0
AXALTA COATING SYS LTD COM G0750C108 1,282 54,719 SH   DFND 1 54,719 0 0
AXALTA COATING SYS LTD COM G0750C108 98 4,200 SH   DFND 4 4,200 0 0
AXALTA COATING SYS LTD COM G0750C108 7,121 304,055 SH   DFND 3 304,055 0 0
AXALTA COATING SYS LTD COM G0750C108 796 33,982 SH   DFND 2 33,982 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,004 77,532 SH   DFND 1 77,532 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 18,445 357,190 SH   DFND 4 357,190 0 0
AXOGEN INC COM 05463X106 50 2,430 SH   DFND 1 2,430 0 0
AXOGEN INC COM 05463X106 5,275 258,228 SH   DFND 3 258,228 0 0
AXOS FINL INC COM 05465C100 1,114 44,258 SH   DFND 1 44,258 0 0
BAIDU INC SPON ADR REP A 056752108 3,008 18,963 SH   DFND 3 18,963 0 0
BAIDU INC SPON ADR REP A 056752108 50,965 321,340 SH   DFND 4 321,340 0 0
BAKER HUGHES A GE CO CL A 05722G100 612 28,462 SH   DFND 1 28,462 0 0
BALL CORP COM 058498106 989 21,505 SH   DFND 1 21,505 0 0
BALL CORP COM 058498106 47 1,029 SH   DFND 3 1,029 0 0
BALL CORP COM 058498106 2,708 58,900 SH   DFND 4 58,900 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 63,494 6,419,983 SH   DFND 4 6,419,983 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 77,622 6,974,113 SH   DFND 4 6,974,113 0 0
BANK AMER CORP COM 060505104 242 9,823 SH   DFND 1 9,823 0 0
BANK AMER CORP COM 060505104 25,106 1,018,909 SH   DFND 2 1,018,909 0 0
BANK AMER CORP COM 060505104 1,667 67,673 SH   DFND 3 67,673 0 0
BANK AMER CORP COM 060505104 62 2,500 SH   DFND 4 2,500 0 0
BANK HAWAII CORP COM 062540109 2,562 38,056 SH   DFND 1 38,056 0 0
BANK MONTREAL QUE COM 063671101 301 4,600 SH   DFND 1 4,600 0 0
BANK MONTREAL QUE COM 063671101 20,276 310,500 SH   DFND 4 310,500 0 0
BANK N S HALIFAX COM 064149107 20,443 410,300 SH   DFND 4 410,300 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,794 59,362 SH   DFND 2 59,362 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,722 36,598 SH   DFND 1 36,598 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1 46 SH   DFND 1 46 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,637 84,100 SH   DFND 4 84,100 0 0
BANK OZK COM 06417N103 1,348 59,034 SH   DFND 1 59,034 0 0
BANKUNITED INC COM 06652K103 1,983 66,217 SH   DFND 1 66,217 0 0
BANKUNITED INC COM 06652K103 4,175 139,453 SH   DFND 4 139,453 0 0
BANNER CORP COM NEW 06652V208 3,511 65,641 SH   DFND 1 65,641 0 0
BANNER CORP COM NEW 06652V208 3,658 68,400 SH   DFND 4 68,400 0 0
BARNES & NOBLE ED INC COM 06777U101 449 112,049 SH   DFND 4 112,049 0 0
BARNES & NOBLE INC COM 067774109 354 50,000 SH   DFND 3 50,000 0 0
BARNES GROUP INC COM 067806109 1,183 22,070 SH   DFND 1 22,070 0 0
BARNES GROUP INC COM 067806109 2,530 47,180 SH   DFND 4 47,180 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 6,250 109,163 SH   DFND 4 109,163 0 0
BARRICK GOLD CORP COM 067901108 559 41,301 SH   DFND 1 41,301 0 0
BARRICK GOLD CORP COM 067901108 4,040 298,343 SH   DFND 3 298,343 0 0
BARRICK GOLD CORP COM 067901108 596 44,000 SH   DFND 4 44,000 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 909 236,639 SH   DFND 4 236,639 0 0
BAUSCH HEALTH COS INC COM 071734107 680 36,830 SH   DFND 1 36,830 0 0
BAUSCH HEALTH COS INC COM 071734107 16,725 905,539 SH   DFND 4 905,539 0 0
BAXTER INTL INC COM 071813109 3,456 52,500 SH   DFND 4 52,500 0 0
BAXTER INTL INC COM 071813109 5,561 84,502 SH   DFND 1 84,502 0 0
BAXTER INTL INC COM 071813109 1,417 21,525 SH   DFND 2 21,525 0 0
BAXTER INTL INC COM 071813109 28,203 428,487 SH   DFND 3 428,487 0 0
BB&T CORP COM 054937107 17,575 405,700 SH   DFND 4 405,700 0 0
BB&T CORP COM 054937107 23 525 SH   DFND 3 525 0 0
BB&T CORP COM 054937107 2,337 53,943 SH   DFND 2 53,943 0 0
BBX CAP CORP NEW CL A 05491N104 3,302 576,296 SH   DFND 4 576,296 0 0
BCE INC COM NEW 05534B760 6,402 161,933 SH   DFND 1 161,933 0 0
BCE INC COM NEW 05534B760 21,938 555,600 SH   DFND 4 555,600 0 0
BECTON DICKINSON & CO COM 075887109 4,068 18,051 SH   DFND 1 18,051 0 0
BECTON DICKINSON & CO COM 075887109 2,969 13,176 SH   DFND 2 13,176 0 0
BECTON DICKINSON & CO COM 075887109 529 2,349 SH   DFND 3 2,349 0 0
BED BATH & BEYOND INC COM 075896100 1,380 121,858 SH   DFND 1 121,858 0 0
BED BATH & BEYOND INC COM 075896100 3,785 334,400 SH   DFND 4 334,400 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 77 26,200 SH   DFND 4 26,200 0 0
BEMIS INC COM 081437105 5,730 124,842 SH   DFND 3 124,842 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,649 66,846 SH   DFND 2 66,846 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,821 80,381 SH   DFND 1 80,381 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,720 99,300 SH   DFND 4 99,300 0 0
BERRY PETE CORP COM 08579X101 850 97,137 SH   DFND 2 97,137 0 0
BEST BUY INC COM 086516101 3,717 70,179 SH   DFND 1 70,179 0 0
BEST BUY INC COM 086516101 772 14,571 SH   DFND 2 14,571 0 0
BEST BUY INC COM 086516101 33,187 626,636 SH   DFND 4 626,636 0 0
BGC PARTNERS INC CL A 05541T101 112 21,647 SH   DFND 1 21,647 0 0
BIG LOTS INC COM 089302103 474 16,389 SH   DFND 1 16,389 0 0
BIG LOTS INC COM 089302103 2,192 75,800 SH   DFND 4 75,800 0 0
BIO RAD LABS INC CL A 090572207 3,248 13,990 SH   DFND 1 13,990 0 0
BIO RAD LABS INC CL A 090572207 330 1,420 SH   DFND 4 1,420 0 0
BIO TECHNE CORP COM 09073M104 2,979 20,587 SH   DFND 1 20,587 0 0
BIO TECHNE CORP COM 09073M104 333 2,300 SH   DFND 4 2,300 0 0
BIOGEN INC COM 09062X103 2,265 7,528 SH   DFND 1 7,528 0 0
BIOGEN INC COM 09062X103 3,473 11,540 SH   DFND 2 11,540 0 0
BIOGEN INC COM 09062X103 122,470 406,985 SH   DFND 4 406,985 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,433 52,060 SH   DFND 2 52,060 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,959 23,006 SH   DFND 3 23,006 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2,931 2,950,000 PRN   DFND 3 2,950,000 0 0
BIOSCRIP INC COM 09069N108 69 19,400 SH   DFND 4 19,400 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,064 34,063 SH   DFND 4 34,063 0 0
BJS RESTAURANTS INC COM 09180C106 12,230 241,840 SH   DFND 4 241,840 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 351 15,861 SH   DFND 3 15,861 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,047 47,264 SH   DFND 1 47,264 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 2,872 129,596 SH   DFND 2 129,596 0 0
BLACK HILLS CORP COM 092113109 10,369 165,168 SH   DFND 1 165,168 0 0
BLACK HILLS CORP COM 092113109 2,116 33,700 SH   DFND 4 33,700 0 0
BLACK KNIGHT INC COM 09215C105 3,338 74,077 SH   DFND 1 74,077 0 0
BLACKBAUD INC COM 09227Q100 438 6,958 SH   DFND 1 6,958 0 0
BLACKBAUD INC COM 09227Q100 19 300 SH   DFND 4 300 0 0
BLACKBERRY LTD COM 09228F103 4,836 680,238 SH   DFND 1 680,238 0 0
BLACKROCK INC COM 09247X101 687 1,747 SH   DFND 1 1,747 0 0
BLACKROCK INC COM 09247X101 3,115 7,929 SH   DFND 2 7,929 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 12,625 423,517 SH   DFND 2 423,517 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,321 77,875 SH   DFND 3 77,875 0 0
BLINK CHARGING CO COM 09354A100 47 27,400 SH   DFND 4 27,400 0 0
BLOCK H & R INC COM 093671105 5,740 226,219 SH   DFND 1 226,219 0 0
BLOCK H & R INC COM 093671105 318 12,531 SH   DFND 2 12,531 0 0
BLOCK H & R INC COM 093671105 68,862 2,714,300 SH   DFND 4 2,714,300 0 0
BLOOMIN BRANDS INC COM 094235108 2,045 114,319 SH   DFND 1 114,319 0 0
BLOOMIN BRANDS INC COM 094235108 6,702 374,574 SH   DFND 3 374,574 0 0
BLOOMIN BRANDS INC COM 094235108 6,249 349,290 SH   DFND 4 349,290 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 271 5,035 SH   DFND 1 5,035 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 81 1,500 SH   DFND 4 1,500 0 0
BOEING CO COM 097023105 10,227 31,711 SH   DFND 2 31,711 0 0
BOEING CO COM 097023105 193,907 601,263 SH   DFND 4 601,263 0 0
BOEING CO COM 097023105 2,060 6,385 SH   DFND 1 6,385 0 0
BOINGO WIRELESS INC COM 09739C102 356 17,300 SH   DFND 4 17,300 0 0
BOINGO WIRELESS INC COM 09739C102 81 3,932 SH   DFND 1 3,932 0 0
BOISE CASCADE CO DEL COM 09739D100 958 40,169 SH   DFND 4 40,169 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 256 12,400 SH   DFND 4 12,400 0 0
BOOKING HLDGS INC COM 09857L108 2,981 1,731 SH   DFND 1 1,731 0 0
BOOKING HLDGS INC COM 09857L108 4,263 2,475 SH   DFND 2 2,475 0 0
BOOKING HLDGS INC COM 09857L108 19,918 11,564 SH   DFND 3 11,564 0 0
BOOKING HLDGS INC COM 09857L108 295,319 171,456 SH   DFND 4 171,456 0 0
BOOT BARN HLDGS INC COM 099406100 3,165 185,849 SH   DFND 4 185,849 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 86 1,900 SH   DFND 4 1,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 23 500 SH   DFND 3 500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,567 101,317 SH   DFND 1 101,317 0 0
BOSTON BEER INC CL A 100557107 11,941 49,581 SH   DFND 4 49,581 0 0
BOSTON BEER INC CL A 100557107 4,160 17,273 SH   DFND 1 17,273 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 605 57,200 SH   DFND 4 57,200 0 0
BOSTON PROPERTIES INC COM 101121101 898 7,980 SH   DFND 2 7,980 0 0
BOSTON PROPERTIES INC COM 101121101 3 31 SH   DFND 3 31 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,417 124,967 SH   DFND 1 124,967 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,965 55,603 SH   DFND 2 55,603 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,686 104,300 SH   DFND 4 104,300 0 0
BOTTOMLINE TECH DEL INC COM 101388106 462 9,632 SH   DFND 1 9,632 0 0
BOTTOMLINE TECH DEL INC COM 101388106 58 1,200 SH   DFND 4 1,200 0 0
BOX INC CL A 10316T104 928 55,000 SH   DFND 4 55,000 0 0
BOX INC CL A 10316T104 2 116 SH   DFND 1 116 0 0
BOYD GAMING CORP COM 103304101 1,057 50,866 SH   DFND 1 50,866 0 0
BOYD GAMING CORP COM 103304101 6,566 316,000 SH   DFND 4 316,000 0 0
BRADY CORP CL A 104674106 4,753 109,366 SH   DFND 1 109,366 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 503 39,100 SH   DFND 4 39,100 0 0
BRIDGEPOINT ED INC COM 10807M105 107 15,300 SH   DFND 4 15,300 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 3,766 33,794 SH   DFND 1 33,794 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 1,874 175,446 SH   DFND 3 175,446 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 834 78,070 SH   DFND 4 78,070 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 859 84,130 SH   DFND 1 84,130 0 0
BRINKER INTL INC COM 109641100 2,354 53,534 SH   DFND 4 53,534 0 0
BRINKER INTL INC COM 109641100 1,221 27,762 SH   DFND 1 27,762 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 164,516 3,164,980 SH   DFND 4 3,164,980 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 13,087 251,768 SH   DFND 3 251,768 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,901 55,807 SH   DFND 2 55,807 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,790 130,639 SH   DFND 1 130,639 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,340 91,200 SH   DFND 4 91,200 0 0
BROADCOM INC COM 11135F101 2,341 9,209 SH   DFND 1 9,209 0 0
BROADCOM INC COM 11135F101 7,240 28,471 SH   DFND 2 28,471 0 0
BROADCOM INC COM 11135F101 780 3,068 SH   DFND 3 3,068 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,011 31,282 SH   DFND 1 31,282 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 221 2,300 SH   DFND 4 2,300 0 0
BROOKDALE SR LIVING INC COM 112463104 499 74,478 SH   DFND 1 74,478 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 396 10,343 SH   DFND 4 10,343 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,176 82,820 SH   DFND 1 82,820 0 0
BROOKS AUTOMATION INC COM 114340102 1,182 45,168 SH   DFND 1 45,168 0 0
BROWN & BROWN INC COM 115236101 1,036 37,600 SH   DFND 4 37,600 0 0
BROWN & BROWN INC COM 115236101 3,107 112,748 SH   DFND 1 112,748 0 0
BROWN FORMAN CORP CL B 115637209 5,010 105,297 SH   DFND 1 105,297 0 0
BROWN FORMAN CORP CL B 115637209 670 14,077 SH   DFND 2 14,077 0 0
BRP INC COM SUN VTG 05577W200 19,511 754,054 SH   DFND 4 754,054 0 0
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BRUKER CORP COM 116794108 917 30,800 SH   DFND 4 30,800 0 0
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BRUNSWICK CORP COM 117043109 2,522 54,300 SH   DFND 4 54,300 0 0
BUNGE LIMITED COM G16962105 1,870 34,984 SH   DFND 1 34,984 0 0
BUNGE LIMITED COM G16962105 462 8,650 SH   DFND 4 8,650 0 0
BURLINGTON STORES INC COM 122017106 1,381 8,491 SH   DFND 1 8,491 0 0
BURLINGTON STORES INC COM 122017106 4,614 28,362 SH   DFND 2 28,362 0 0
BURLINGTON STORES INC COM 122017106 627 3,854 SH   DFND 3 3,854 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 279 3,322 SH   DFND 1 3,322 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 22,519 267,800 SH   DFND 4 267,800 0 0
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CAE INC COM 124765108 9,231 502,499 SH   DFND 4 502,499 0 0
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CAL MAINE FOODS INC COM NEW 128030202 9,817 232,079 SH   DFND 1 232,079 0 0
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COPART INC COM 217204106 2,683 56,152 SH   DFND 1 56,152 0 0
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ELASTIC N V ORD SHS N14506104 329 4,596 SH   DFND 1 4,596 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 6,024 201,054 SH   DFND 3 201,054 0 0
ELECTRONIC ARTS INC COM 285512109 1,573 19,939 SH   DFND 1 19,939 0 0
ELECTRONIC ARTS INC COM 285512109 2,541 32,199 SH   DFND 2 32,199 0 0
ELECTRONIC ARTS INC COM 285512109 12,097 153,300 SH   DFND 4 153,300 0 0
ELLIE MAE INC COM 28849P100 320 5,097 SH   DFND 1 5,097 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 4,924 222,500 SH   DFND 4 222,500 0 0
EMC INS GROUP INC COM 268664109 658 20,653 SH   DFND 3 20,653 0 0
EMCOR GROUP INC COM 29084Q100 3,314 55,516 SH   DFND 1 55,516 0 0
EMCOR GROUP INC COM 29084Q100 17,047 285,600 SH   DFND 4 285,600 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 79 6,442 SH   DFND 1 6,442 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 383 31,000 SH   DFND 4 31,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,816 47,500 SH   DFND 1 47,500 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 30,950 522,102 SH   DFND 4 522,102 0 0
EMERSON ELEC CO COM 291011104 2,755 46,101 SH   DFND 1 46,101 0 0
EMERSON ELEC CO COM 291011104 2,645 44,274 SH   DFND 2 44,274 0 0
EMERSON ELEC CO COM 291011104 388 6,500 SH   DFND 4 6,500 0 0
EMPIRE ST RLTY TR INC CL A 292104106 6,388 448,900 SH   DFND 4 448,900 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,594 157,115 SH   DFND 4 157,115 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 481 17,763 SH   DFND 3 17,763 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,781 25,139 SH   DFND 4 25,139 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 492 6,949 SH   DFND 1 6,949 0 0
ENBRIDGE INC COM 29250N105 678 21,828 SH   DFND 1 21,828 0 0
ENCANA CORP COM 292505104 252 43,602 SH   DFND 1 43,602 0 0
ENCANA CORP COM 292505104 723 125,100 SH   DFND 4 125,100 0 0
ENCOMPASS HEALTH CORP COM 29261A100 5,570 90,268 SH   DFND 1 90,268 0 0
ENCOMPASS HEALTH CORP COM 29261A100 697 11,300 SH   DFND 4 11,300 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 947 1,135,000 PRN   DFND 3 1,135,000 0 0
ENCORE WIRE CORP COM 292562105 5,767 114,929 SH   DFND 4 114,929 0 0
ENDO INTL PLC SHS G30401106 1,774 243,000 SH   DFND 4 243,000 0 0
ENDO INTL PLC SHS G30401106 92 12,646 SH   DFND 1 12,646 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,808 271,923 SH   DFND 4 271,923 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 71 10,725 SH   DFND 1 10,725 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 602 13,332 SH   DFND 1 13,332 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 7,000 155,047 SH   DFND 4 155,047 0 0
ENERGY FUELS INC COM NEW 292671708 159 55,815 SH   DFND 4 55,815 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 3,137 237,451 SH   DFND 2 237,451 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 427 32,302 SH   DFND 3 32,302 0 0
ENERPLUS CORP COM 292766102 1,411 181,895 SH   DFND 1 181,895 0 0
ENERPLUS CORP COM 292766102 3,821 492,388 SH   DFND 3 492,388 0 0
ENERSYS COM 29275Y102 1,430 18,424 SH   DFND 1 18,424 0 0
ENERSYS COM 29275Y102 6,726 86,663 SH   DFND 4 86,663 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 160 16,843 SH   DFND 1 16,843 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 303 31,878 SH   DFND 4 31,878 0 0
ENPRO INDS INC COM 29355X107 156 2,600 SH   DFND 4 2,600 0 0
ENPRO INDS INC COM 29355X107 1,228 20,439 SH   DFND 1 20,439 0 0
ENSCO PLC SHS CLASS A G3157S106 499 140,176 SH   DFND 1 140,176 0 0
ENSIGN GROUP INC COM 29358P101 966 24,900 SH   DFND 4 24,900 0 0
ENTEGRIS INC COM 29362U104 1,151 41,256 SH   DFND 1 41,256 0 0
ENTEGRIS INC COM 29362U104 128 4,600 SH   DFND 4 4,600 0 0
ENTERGY CORP NEW COM 29364G103 541 6,285 SH   DFND 1 6,285 0 0
ENTERGY CORP NEW COM 29364G103 474 5,504 SH   DFND 2 5,504 0 0
ENTERGY CORP NEW COM 29364G103 87 1,005 SH   DFND 3 1,005 0 0
ENTERGY CORP NEW COM 29364G103 146 1,700 SH   DFND 4 1,700 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 3,512 142,809 SH   DFND 2 142,809 0 0
ENVESTNET INC COM 29404K106 20 400 SH   DFND 4 400 0 0
ENVESTNET INC COM 29404K106 651 13,234 SH   DFND 1 13,234 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 7,437 7,318,000 PRN   DFND 3 7,318,000 0 0
EOG RES INC COM 26875P101 1,605 18,404 SH   DFND 1 18,404 0 0
EOG RES INC COM 26875P101 3,682 42,222 SH   DFND 2 42,222 0 0
EOG RES INC COM 26875P101 11,632 133,381 SH   DFND 3 133,381 0 0
EOG RES INC COM 26875P101 209 2,400 SH   DFND 4 2,400 0 0
EPAM SYS INC COM 29414B104 551 4,752 SH   DFND 1 4,752 0 0
EPAM SYS INC COM 29414B104 128 1,100 SH   DFND 4 1,100 0 0
EPIZYME INC COM 29428V104 107 17,300 SH   DFND 4 17,300 0 0
EQT CORP COM 26884L109 2,686 142,183 SH   DFND 3 142,183 0 0
EQT CORP COM 26884L109 242 12,808 SH   DFND 2 12,808 0 0
EQUIFAX INC COM 294429105 923 9,912 SH   DFND 1 9,912 0 0
EQUIFAX INC COM 294429105 65 700 SH   DFND 4 700 0 0
EQUINIX INC COM PAR $0.001 29444U700 610 1,729 SH   DFND 2 1,729 0 0
EQUINIX INC COM PAR $0.001 29444U700 26 74 SH   DFND 3 74 0 0
EQUINIX INC COM PAR $0.001 29444U700 50,373 142,878 SH   DFND 4 142,878 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 205 10,246 SH   DFND 2 10,246 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,720 38,300 SH   DFND 4 38,300 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,348 20,425 SH   DFND 2 20,425 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 498 7,551 SH   DFND 3 7,551 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 40 600 SH   DFND 4 600 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 7,535 163,786 SH   DFND 3 163,786 0 0
ESSENT GROUP LTD COM G3198U102 2,440 71,378 SH   DFND 1 71,378 0 0
ESSENT GROUP LTD COM G3198U102 58,773 1,719,506 SH   DFND 4 1,719,506 0 0
ESSEX PPTY TR INC COM 297178105 1,048 4,275 SH   DFND 2 4,275 0 0
ESSEX PPTY TR INC COM 297178105 334 1,361 SH   DFND 3 1,361 0 0
ESSEX PPTY TR INC COM 297178105 25 100 SH   DFND 4 100 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,027 58,400 SH   DFND 4 58,400 0 0
EURONET WORLDWIDE INC COM 298736109 2,265 22,130 SH   DFND 1 22,130 0 0
EURONET WORLDWIDE INC COM 298736109 2,726 26,626 SH   DFND 3 26,626 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 20,863 14,650,000 PRN   DFND 3 14,650,000 0 0
EVERCORE INC CLASS A 29977A105 322 4,502 SH   DFND 1 4,502 0 0
EVERCORE INC CLASS A 29977A105 19,443 271,700 SH   DFND 4 271,700 0 0
EVEREST RE GROUP LTD COM G3223R108 119 547 SH   DFND 3 547 0 0
EVEREST RE GROUP LTD COM G3223R108 35,825 164,518 SH   DFND 4 164,518 0 0
EVEREST RE GROUP LTD COM G3223R108 1,728 7,932 SH   DFND 1 7,932 0 0
EVERGY INC COM 30034W106 365 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 18,510 326,050 SH   DFND 4 326,050 0 0
EVERGY INC COM 30034W106 11,211 197,476 SH   DFND 1 197,476 0 0
EVERSOURCE ENERGY COM 30040W108 1,749 26,884 SH   DFND 1 26,884 0 0
EVERSOURCE ENERGY COM 30040W108 944 14,513 SH   DFND 2 14,513 0 0
EVERSOURCE ENERGY COM 30040W108 3 44 SH   DFND 3 44 0 0
EVERTEC INC COM 30040P103 4,217 146,951 SH   DFND 1 146,951 0 0
EVERTEC INC COM 30040P103 35,257 1,228,465 SH   DFND 4 1,228,465 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,105 162,020 SH   DFND 4 162,020 0 0
EXACT SCIENCES CORP COM 30063P105 509 8,071 SH   DFND 1 8,071 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 12,110 11,000,000 PRN   DFND 3 11,000,000 0 0
EXELIXIS INC COM 30161Q104 497 25,248 SH   DFND 1 25,248 0 0
EXELIXIS INC COM 30161Q104 391 19,900 SH   DFND 4 19,900 0 0
EXELON CORP COM 30161N101 10,558 234,111 SH   DFND 1 234,111 0 0
EXELON CORP COM 30161N101 979 21,705 SH   DFND 2 21,705 0 0
EXELON CORP COM 30161N101 12 258 SH   DFND 3 258 0 0
EXELON CORP COM 30161N101 257,834 5,716,932 SH   DFND 4 5,716,932 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,869 35,508 SH   DFND 1 35,508 0 0
EXPEDIA GROUP INC COM NEW 30212P303 293 2,596 SH   DFND 1 2,596 0 0
EXPEDIA GROUP INC COM NEW 30212P303 676 6,003 SH   DFND 3 6,003 0 0
EXPEDIA GROUP INC COM NEW 30212P303 87,391 775,774 SH   DFND 4 775,774 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,310 33,922 SH   DFND 1 33,922 0 0
EXPEDITORS INTL WASH INC COM 302130109 24,240 356,000 SH   DFND 4 356,000 0 0
EXPONENT INC COM 30214U102 1,930 38,064 SH   DFND 1 38,064 0 0
EXPRESS INC COM 30219E103 6 1,089 SH   DFND 1 1,089 0 0
EXPRESS INC COM 30219E103 74 14,500 SH   DFND 4 14,500 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8,634 557,033 SH   DFND 4 557,033 0 0
EXTERRAN CORP COM 30227H106 3,760 212,433 SH   DFND 4 212,433 0 0
EXTRA SPACE STORAGE INC COM 30225T102 593 6,555 SH   DFND 2 6,555 0 0
EXTRA SPACE STORAGE INC COM 30225T102 516 5,708 SH   DFND 3 5,708 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 181 42,200 SH   DFND 4 42,200 0 0
EXTREME NETWORKS INC COM 30226D106 2,375 389,297 SH   DFND 4 389,297 0 0
EXXON MOBIL CORP COM 30231G102 11,622 170,442 SH   DFND 3 170,442 0 0
EXXON MOBIL CORP COM 30231G102 15,415 226,065 SH   DFND 2 226,065 0 0
EXXON MOBIL CORP COM 30231G102 2,674 39,210 SH   DFND 1 39,210 0 0
EXXON MOBIL CORP COM 30231G102 25,523 374,290 SH   DFND 4 374,290 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 2,947 2,940,000 PRN   DFND 3 2,940,000 0 0
F5 NETWORKS INC COM 315616102 2,467 15,221 SH   DFND 1 15,221 0 0
F5 NETWORKS INC COM 315616102 529 3,262 SH   DFND 2 3,262 0 0
F5 NETWORKS INC COM 315616102 51,312 316,681 SH   DFND 4 316,681 0 0
FABRINET SHS G3323L100 1,788 34,865 SH   DFND 1 34,865 0 0
FACEBOOK INC CL A 30303M102 649 4,956 SH   DFND 1 4,956 0 0
FACEBOOK INC CL A 30303M102 18,418 140,500 SH   DFND 2 140,500 0 0
FACEBOOK INC CL A 30303M102 514 3,922 SH   DFND 3 3,922 0 0
FACEBOOK INC CL A 30303M102 51,716 394,505 SH   DFND 4 394,505 0 0
FACTSET RESH SYS INC COM 303075105 8,646 43,200 SH   DFND 4 43,200 0 0
FAIR ISAAC CORP COM 303250104 2,839 15,182 SH   DFND 1 15,182 0 0
FAIR ISAAC CORP COM 303250104 23,768 127,100 SH   DFND 4 127,100 0 0
FALCON MINERALS CORP CL A COM 30607B109 227 26,706 SH   DFND 3 26,706 0 0
FARFETCH LTD ORD SH CL A 30744W107 16,629 938,972 SH   DFND 3 938,972 0 0
FASTENAL CO COM 311900104 238 4,551 SH   DFND 3 4,551 0 0
FCB FINL HLDGS INC CL A 30255G103 461 13,734 SH   DFND 1 13,734 0 0
FEDERAL SIGNAL CORP COM 313855108 1,073 53,900 SH   DFND 4 53,900 0 0
FEDERATED INVS INC PA CL B 314211103 909 34,204 SH   DFND 1 34,204 0 0
FEDERATED INVS INC PA CL B 314211103 5,289 199,200 SH   DFND 4 199,200 0 0
FEDEX CORP COM 31428X106 2,854 17,689 SH   DFND 1 17,689 0 0
FEDEX CORP COM 31428X106 3,079 19,084 SH   DFND 2 19,084 0 0
FEDNAT HLDG CO COM 31431B109 6,011 301,766 SH   DFND 4 301,766 0 0
FERRARI N V COM N3167Y103 363 3,653 SH   DFND 1 3,653 0 0
FIBROGEN INC COM 31572Q808 7,804 168,620 SH   DFND 3 168,620 0 0
FIBROGEN INC COM 31572Q808 8,659 187,100 SH   DFND 4 187,100 0 0
FIBROGEN INC COM 31572Q808 560 12,101 SH   DFND 1 12,101 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,316 73,675 SH   DFND 1 73,675 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 129 4,100 SH   DFND 4 4,100 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,608 35,187 SH   DFND 1 35,187 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,141 20,875 SH   DFND 2 20,875 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 53 515 SH   DFND 3 515 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 31 300 SH   DFND 4 300 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,382 89,100 SH   DFND 4 89,100 0 0
FIFTH THIRD BANCORP COM 316773100 2,270 96,455 SH   DFND 1 96,455 0 0
FIFTH THIRD BANCORP COM 316773100 8,887 377,700 SH   DFND 4 377,700 0 0
FIFTH THIRD BANCORP COM 316773100 920 39,091 SH   DFND 2 39,091 0 0
FIFTH THIRD BANCORP COM 316773100 5,276 224,251 SH   DFND 3 224,251 0 0
FINANCIAL INSTNS INC COM 317585404 3,777 146,973 SH   DFND 4 146,973 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,860 3,000,000 PRN   DFND 3 3,000,000 0 0
FINJAN HLDGS INC COM NEW 31788H303 915 364,502 SH   DFND 4 364,502 0 0
FIRST AMERN FINL CORP COM 31847R102 2,553 57,191 SH   DFND 1 57,191 0 0
FIRST AMERN FINL CORP COM 31847R102 4,455 99,794 SH   DFND 3 99,794 0 0
FIRST AMERN FINL CORP COM 31847R102 80 1,800 SH   DFND 4 1,800 0 0
FIRST BANCORP P R COM NEW 318672706 4,496 522,743 SH   DFND 1 522,743 0 0
FIRST BANCORP P R COM NEW 318672706 7,695 894,819 SH   DFND 4 894,819 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 784 2,080 SH   DFND 1 2,080 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 60 160 SH   DFND 4 160 0 0
FIRST DATA CORP NEW COM CL A 32008D106 369 21,836 SH   DFND 1 21,836 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,256 145,809 SH   DFND 4 145,809 0 0
FIRST FINL CORP IND COM 320218100 3,127 77,872 SH   DFND 4 77,872 0 0
FIRST HAWAIIAN INC COM 32051X108 2,779 123,443 SH   DFND 1 123,443 0 0
FIRST HAWAIIAN INC COM 32051X108 644 28,600 SH   DFND 4 28,600 0 0
FIRST HORIZON NATL CORP COM 320517105 513 38,950 SH   DFND 1 38,950 0 0
FIRST INTERNET BANCORP COM 320557101 82 4,000 SH   DFND 4 4,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 660 7,600 SH   DFND 2 7,600 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 14,851 170,900 SH   DFND 4 170,900 0 0
FIRST SOLAR INC COM 336433107 297 7,000 SH   DFND 4 7,000 0 0
FIRSTCASH INC COM 33767D105 562 7,774 SH   DFND 1 7,774 0 0
FISERV INC COM 337738108 3,710 50,479 SH   DFND 1 50,479 0 0
FISERV INC COM 337738108 537 7,303 SH   DFND 3 7,303 0 0
FITBIT INC CL A 33812L102 243 48,800 SH   DFND 4 48,800 0 0
FIVE BELOW INC COM 33829M101 806 7,879 SH   DFND 1 7,879 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 4,810 517,241 SH   DFND 3 517,241 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 482 18,255 SH   DFND 1 18,255 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,037 10,969 SH   DFND 1 10,969 0 0
FLIR SYS INC COM 302445101 1,543 35,441 SH   DFND 1 35,441 0 0
FLIR SYS INC COM 302445101 272 6,241 SH   DFND 2 6,241 0 0
FLIR SYS INC COM 302445101 67 1,534 SH   DFND 3 1,534 0 0
FLIR SYS INC COM 302445101 1,010 23,200 SH   DFND 4 23,200 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 2,301 88,833 SH   DFND 4 88,833 0 0
FLOTEK INDS INC DEL COM 343389102 35 31,698 SH   DFND 4 31,698 0 0
FLOWERS FOODS INC COM 343498101 4,285 232,013 SH   DFND 1 232,013 0 0
FLOWERS FOODS INC COM 343498101 478 25,900 SH   DFND 4 25,900 0 0
FLOWSERVE CORP COM 34354P105 219 5,759 SH   DFND 1 5,759 0 0
FLUOR CORP NEW COM 343412102 1,354 42,056 SH   DFND 1 42,056 0 0
FLUOR CORP NEW COM 343412102 193 6,000 SH   DFND 4 6,000 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,416 115,795 SH   DFND 4 115,795 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,071 101,440 SH   DFND 4 101,440 0 0
FNB CORP PA COM 302520101 115 11,723 SH   DFND 1 11,723 0 0
FNB CORP PA COM 302520101 7,625 774,848 SH   DFND 3 774,848 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 1,527 425,278 SH   DFND 4 425,278 0 0
FONAR CORP COM NEW 344437405 2,982 147,348 SH   DFND 4 147,348 0 0
FOOT LOCKER INC COM 344849104 1,432 26,911 SH   DFND 1 26,911 0 0
FOOT LOCKER INC COM 344849104 4,112 77,300 SH   DFND 4 77,300 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 728 95,147 SH   DFND 1 95,147 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,810 498,107 SH   DFND 3 498,107 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 760 99,400 SH   DFND 4 99,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,792 365,000 SH Put DFND 3 365,000 0 0
FORRESTER RESH INC COM 346563109 2,415 54,034 SH   DFND 4 54,034 0 0
FORTINET INC COM 34959E109 3,950 56,080 SH   DFND 1 56,080 0 0
FORTINET INC COM 34959E109 558 7,929 SH   DFND 2 7,929 0 0
FORTINET INC COM 34959E109 28 394 SH   DFND 3 394 0 0
FORTINET INC COM 34959E109 3,662 52,000 SH   DFND 4 52,000 0 0
FORTIS INC COM 349553107 12,592 377,900 SH   DFND 4 377,900 0 0
FORTIVE CORP COM 34959J108 7,118 105,200 SH   DFND 4 105,200 0 0
FORTIVE CORP COM 34959J108 1,081 15,977 SH   DFND 2 15,977 0 0
FORTUNA SILVER MINES INC COM 349915108 526 144,475 SH   DFND 4 144,475 0 0
FORWARD AIR CORP COM 349853101 1,832 33,405 SH   DFND 1 33,405 0 0
FORWARD AIR CORP COM 349853101 9,122 166,300 SH   DFND 4 166,300 0 0
FOSSIL GROUP INC COM 34988V106 2,547 161,902 SH   DFND 4 161,902 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,708 29,010 SH   DFND 1 29,010 0 0
FRANCO NEVADA CORP COM 351858105 17,856 254,750 SH   DFND 4 254,750 0 0
FRANKLIN RES INC COM 354613101 6,878 231,918 SH   DFND 1 231,918 0 0
FREEPORT-MCMORAN INC CL B 35671D857 27,387 2,656,327 SH   DFND 3 2,656,327 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,301 999,100 SH Call DFND 3 999,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,112 204,889 SH   DFND 2 204,889 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,198 213,129 SH   DFND 1 213,129 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 466 16,500 SH   DFND 4 16,500 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,882 66,559 SH   DFND 1 66,559 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 106 44,416 SH   DFND 1 44,416 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 21 8,849 SH   DFND 3 8,849 0 0
FTI CONSULTING INC COM 302941109 18,261 274,022 SH   DFND 4 274,022 0 0
FULTON FINL CORP PA COM 360271100 828 53,462 SH   DFND 1 53,462 0 0
FUTUREFUEL CORPORATION COM 36116M106 6,370 401,644 SH   DFND 4 401,644 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,394 18,911 SH   DFND 1 18,911 0 0
GALLAGHER ARTHUR J & CO COM 363576109 10,560 143,275 SH   DFND 3 143,275 0 0
GANNETT CO INC COM 36473H104 2,638 309,300 SH   DFND 4 309,300 0 0
GANNETT CO INC COM 36473H104 78 9,187 SH   DFND 1 9,187 0 0
GAP INC DEL COM 364760108 7,205 279,700 SH   DFND 4 279,700 0 0
GAP INC DEL COM 364760108 885 34,344 SH   DFND 1 34,344 0 0
GARMIN LTD SHS H2906T109 3,983 62,911 SH   DFND 1 62,911 0 0
GARMIN LTD SHS H2906T109 617 9,737 SH   DFND 3 9,737 0 0
GARMIN LTD SHS H2906T109 7,453 117,700 SH   DFND 4 117,700 0 0
GARTNER INC COM 366651107 267 2,086 SH   DFND 1 2,086 0 0
GARTNER INC COM 366651107 619 4,845 SH   DFND 2 4,845 0 0
GASLOG LTD SHS G37585109 5,751 349,389 SH   DFND 4 349,389 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 835 63,068 SH   DFND 1 63,068 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 29 2,200 SH   DFND 4 2,200 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 795 32,400 SH   DFND 1 32,400 0 0
GENERAC HLDGS INC COM 368736104 764 15,382 SH   DFND 1 15,382 0 0
GENERAC HLDGS INC COM 368736104 6,461 130,000 SH   DFND 4 130,000 0 0
GENERAL DYNAMICS CORP COM 369550108 4 26 SH   DFND 3 26 0 0
GENERAL DYNAMICS CORP COM 369550108 47 300 SH   DFND 4 300 0 0
GENERAL DYNAMICS CORP COM 369550108 2,244 14,274 SH   DFND 2 14,274 0 0
GENERAL ELECTRIC CO COM 369604103 1,215 160,444 SH   DFND 2 160,444 0 0
GENERAL ELECTRIC CO COM 369604103 12,090 1,597,100 SH   DFND 4 1,597,100 0 0
GENERAL MLS INC COM 370334104 76 1,942 SH   DFND 1 1,942 0 0
GENERAL MLS INC COM 370334104 1,308 33,588 SH   DFND 2 33,588 0 0
GENERAL MTRS CO COM 37045V100 2,437 72,847 SH   DFND 2 72,847 0 0
GENESCO INC COM 371532102 1,887 42,600 SH   DFND 4 42,600 0 0
GENOMIC HEALTH INC COM 37244C101 16,142 250,619 SH   DFND 4 250,619 0 0
GENOMIC HEALTH INC COM 37244C101 1,881 29,202 SH   DFND 1 29,202 0 0
GENPACT LIMITED SHS G3922B107 1,061 39,300 SH   DFND 4 39,300 0 0
GENPACT LIMITED SHS G3922B107 4,383 162,404 SH   DFND 1 162,404 0 0
GENTEX CORP COM 371901109 5,574 275,799 SH   DFND 1 275,799 0 0
GENTEX CORP COM 371901109 2,298 113,700 SH   DFND 4 113,700 0 0
GENUINE PARTS CO COM 372460105 1,920 19,997 SH   DFND 1 19,997 0 0
GENUINE PARTS CO COM 372460105 746 7,766 SH   DFND 2 7,766 0 0
GENUINE PARTS CO COM 372460105 749 7,800 SH   DFND 3 7,800 0 0
GENUINE PARTS CO COM 372460105 9,890 103,000 SH   DFND 4 103,000 0 0
GENWORTH FINL INC COM CL A 37247D106 4,580 982,859 SH   DFND 3 982,859 0 0
GERDAU S A SPON ADR REP PFD 373737105 50,899 13,536,877 SH   DFND 4 13,536,877 0 0
G-III APPAREL GROUP LTD COM 36237H101 472 16,928 SH   DFND 1 16,928 0 0
G-III APPAREL GROUP LTD COM 36237H101 117 4,200 SH   DFND 4 4,200 0 0
GILDAN ACTIVEWEAR INC COM 375916103 4,067 133,965 SH   DFND 1 133,965 0 0
GILEAD SCIENCES INC COM 375558103 3,921 62,686 SH   DFND 1 62,686 0 0
GILEAD SCIENCES INC COM 375558103 6,200 99,116 SH   DFND 2 99,116 0 0
GILEAD SCIENCES INC COM 375558103 0 3 SH   DFND 3 3 0 0
GILEAD SCIENCES INC COM 375558103 235,674 3,767,764 SH   DFND 4 3,767,764 0 0
GLACIER BANCORP INC NEW COM 37637Q105 1,728 43,615 SH   DFND 1 43,615 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,540 61,231 SH   DFND 4 61,231 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 4,570 708,483 SH   DFND 3 708,483 0 0
GLOBAL MED REIT INC COM NEW 37954A204 2,387 268,468 SH   DFND 4 268,468 0 0
GLOBAL NET LEASE INC COM NEW 379378201 2,210 125,400 SH   DFND 4 125,400 0 0
GLOBAL PMTS INC COM 37940X102 586 5,684 SH   DFND 1 5,684 0 0
GLOBAL PMTS INC COM 37940X102 865 8,389 SH   DFND 2 8,389 0 0
GLOBANT S A COM L44385109 560 9,940 SH   DFND 1 9,940 0 0
GLOBUS MED INC CL A 379577208 6,457 149,194 SH   DFND 1 149,194 0 0
GLOBUS MED INC CL A 379577208 3,367 77,800 SH   DFND 4 77,800 0 0
GLYCOMIMETICS INC COM 38000Q102 5,638 595,386 SH   DFND 3 595,386 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 756 1,000,000 PRN   DFND 3 1,000,000 0 0
GODADDY INC CL A 380237107 316 4,811 SH   DFND 1 4,811 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 406 2,431 SH   DFND 1 2,431 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,357 62,001 SH   DFND 2 62,001 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,511 15,031 SH   DFND 3 15,031 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 214,547 1,284,330 SH   DFND 4 1,284,330 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 281 13,751 SH   DFND 1 13,751 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,001 30,819 SH   DFND 1 30,819 0 0
GRACE W R & CO DEL NEW COM 38388F108 4,557 70,200 SH   DFND 4 70,200 0 0
GRACO INC COM 384109104 1,022 24,436 SH   DFND 1 24,436 0 0
GRACO INC COM 384109104 10,069 240,600 SH   DFND 4 240,600 0 0
GRAFTECH INTL LTD COM 384313508 2,488 217,549 SH   DFND 1 217,549 0 0
GRAFTECH INTL LTD COM 384313508 851 74,400 SH   DFND 2 74,400 0 0
GRAHAM HLDGS CO COM 384637104 4,948 7,724 SH   DFND 1 7,724 0 0
GRAINGER W W INC COM 384802104 302 1,069 SH   DFND 1 1,069 0 0
GRAINGER W W INC COM 384802104 276 976 SH   DFND 2 976 0 0
GRAINGER W W INC COM 384802104 32 113 SH   DFND 3 113 0 0
GRAN TIERRA ENERGY INC COM 38500T101 42 19,500 SH   DFND 4 19,500 0 0
GRAND CANYON ED INC COM 38526M106 1,015 10,555 SH   DFND 1 10,555 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 20,727 532,024 SH   DFND 4 532,024 0 0
GRAY TELEVISION INC COM 389375106 17 1,152 SH   DFND 1 1,152 0 0
GRAY TELEVISION INC COM 389375106 1,910 129,600 SH   DFND 4 129,600 0 0
GREAT SOUTHN BANCORP INC COM 390905107 976 21,201 SH   DFND 4 21,201 0 0
GREAT WESTN BANCORP INC COM 391416104 2,384 76,312 SH   DFND 1 76,312 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 2,864 3,250,000 PRN   DFND 3 3,250,000 0 0
GREENSKY INC CL A 39572G100 68 7,134 SH   DFND 1 7,134 0 0
GREENSKY INC CL A 39572G100 99 10,321 SH   DFND 3 10,321 0 0
GREIF INC CL A 397624107 549 14,800 SH   DFND 4 14,800 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 18,081 984,826 SH   DFND 3 984,826 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 55,427 906,620 SH   DFND 4 906,620 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 4,133 67,546 SH   DFND 1 67,546 0 0
GROUPON INC COM 399473107 80 25,209 SH   DFND 3 25,209 0 0
GROUPON INC COM 399473107 2,060 643,680 SH   DFND 4 643,680 0 0
GRUBHUB INC COM 400110102 346 4,500 SH   DFND 4 4,500 0 0
GUESS INC COM 401617105 1,821 87,682 SH   DFND 1 87,682 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 4,844 5,000,000 PRN   DFND 3 5,000,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 114 17,335 SH   DFND 1 17,335 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,126 171,900 SH   DFND 4 171,900 0 0
HACKETT GROUP INC COM 404609109 1,803 112,643 SH   DFND 4 112,643 0 0
HAEMONETICS CORP COM 405024100 4,638 46,356 SH   DFND 1 46,356 0 0
HAEMONETICS CORP COM 405024100 17,619 176,100 SH   DFND 4 176,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 320 20,200 SH   DFND 4 20,200 0 0
HALCON RES CORP COM PAR NEW 40537Q605 82 48,360 SH   DFND 3 48,360 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,768 348,643 SH   DFND 4 348,643 0 0
HALLIBURTON CO COM 406216101 1,607 60,476 SH   DFND 1 60,476 0 0
HALLIBURTON CO COM 406216101 4,550 171,193 SH   DFND 2 171,193 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 3,800 259,748 SH   DFND 1 259,748 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 15,182 1,037,698 SH   DFND 4 1,037,698 0 0
HANESBRANDS INC COM 410345102 260 20,739 SH   DFND 2 20,739 0 0
HANESBRANDS INC COM 410345102 336 26,800 SH   DFND 4 26,800 0 0
HANMI FINL CORP COM NEW 410495204 2,087 105,951 SH   DFND 4 105,951 0 0
HANOVER INS GROUP INC COM 410867105 907 7,762 SH   DFND 1 7,762 0 0
HANOVER INS GROUP INC COM 410867105 222 1,900 SH   DFND 4 1,900 0 0
HARLEY DAVIDSON INC COM 412822108 308 9,018 SH   DFND 2 9,018 0 0
HARLEY DAVIDSON INC COM 412822108 567 16,606 SH   DFND 3 16,606 0 0
HARLEY DAVIDSON INC COM 412822108 981 28,737 SH   DFND 1 28,737 0 0
HARRIS CORP DEL COM 413875105 843 6,257 SH   DFND 2 6,257 0 0
HARRIS CORP DEL COM 413875105 11 79 SH   DFND 3 79 0 0
HARRIS CORP DEL COM 413875105 20,938 155,500 SH   DFND 4 155,500 0 0
HARRIS CORP DEL COM 413875105 2,541 18,874 SH   DFND 1 18,874 0 0
HARSCO CORP COM 415864107 3,793 191,007 SH   DFND 4 191,007 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,271 51,083 SH   DFND 1 51,083 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 829 18,645 SH   DFND 2 18,645 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,089 91,984 SH   DFND 3 91,984 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,145 183,250 SH   DFND 4 183,250 0 0
HASBRO INC COM 418056107 91 1,126 SH   DFND 3 1,126 0 0
HASBRO INC COM 418056107 780 9,600 SH   DFND 4 9,600 0 0
HASBRO INC COM 418056107 896 11,022 SH   DFND 1 11,022 0 0
HASBRO INC COM 418056107 559 6,882 SH   DFND 2 6,882 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,011 27,608 SH   DFND 1 27,608 0 0
HCA HEALTHCARE INC COM 40412C101 7,852 63,089 SH   DFND 1 63,089 0 0
HCA HEALTHCARE INC COM 40412C101 478 3,838 SH   DFND 3 3,838 0 0
HCA HEALTHCARE INC COM 40412C101 125,429 1,007,864 SH   DFND 4 1,007,864 0 0
HCI GROUP INC COM 40416E103 4,717 92,833 SH   DFND 4 92,833 0 0
HCP INC COM 40414L109 233 8,346 SH   DFND 3 8,346 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,122 56,569 SH   DFND 1 56,569 0 0
HD SUPPLY HLDGS INC COM 40416M105 105,067 2,800,300 SH   DFND 4 2,800,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,072 20,000 SH   DFND 3 20,000 0 0
HEALTHEQUITY INC COM 42226A107 1,203 20,161 SH   DFND 1 20,161 0 0
HEALTHSTREAM INC COM 42222N103 135 5,592 SH   DFND 1 5,592 0 0
HEALTHSTREAM INC COM 42222N103 3,358 139,066 SH   DFND 4 139,066 0 0
HEICO CORP NEW COM 422806109 3,682 47,517 SH   DFND 1 47,517 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 12,453 399,257 SH   DFND 4 399,257 0 0
HELEN OF TROY CORP LTD COM G4388N106 3,235 24,659 SH   DFND 1 24,659 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 320 59,100 SH   DFND 4 59,100 0 0
HELMERICH & PAYNE INC COM 423452101 268 5,600 SH   DFND 4 5,600 0 0
HENRY JACK & ASSOC INC COM 426281101 3,261 25,770 SH   DFND 1 25,770 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 17,297 12,500,000 PRN   DFND 3 12,500,000 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 2,779 47,143 SH   DFND 1 47,143 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 2,146 36,400 SH   DFND 4 36,400 0 0
HERON THERAPEUTICS INC COM 427746102 1,547 59,625 SH   DFND 1 59,625 0 0
HERON THERAPEUTICS INC COM 427746102 30 1,157 SH   DFND 4 1,157 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,524 143,900 SH   DFND 4 143,900 0 0
HERSHEY CO COM 427866108 4,562 42,558 SH   DFND 1 42,558 0 0
HERSHEY CO COM 427866108 790 7,375 SH   DFND 2 7,375 0 0
HERSHEY CO COM 427866108 8,296 77,404 SH   DFND 3 77,404 0 0
HERSHEY CO COM 427866108 18,472 172,350 SH   DFND 4 172,350 0 0
HESKA CORP COM RESTRC NEW 42805E306 78 901 SH   DFND 1 901 0 0
HESKA CORP COM RESTRC NEW 42805E306 138 1,600 SH   DFND 4 1,600 0 0
HESS CORP COM 42809H107 1,029 25,413 SH   DFND 2 25,413 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 20 1,500 SH   DFND 4 1,500 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,761 133,305 SH   DFND 1 133,305 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,243 169,802 SH   DFND 2 169,802 0 0
HEXCEL CORP NEW COM 428291108 2,326 40,575 SH   DFND 1 40,575 0 0
HEXCEL CORP NEW COM 428291108 195 3,400 SH   DFND 4 3,400 0 0
HFF INC CL A 40418F108 3,533 106,543 SH   DFND 1 106,543 0 0
HIBBETT SPORTS INC COM 428567101 10,391 726,630 SH   DFND 4 726,630 0 0
HILL ROM HLDGS INC COM 431475102 5,985 67,580 SH   DFND 1 67,580 0 0
HILL ROM HLDGS INC COM 431475102 717 8,100 SH   DFND 4 8,100 0 0
HILLENBRAND INC COM 431571108 3,450 90,975 SH   DFND 1 90,975 0 0
HILLENBRAND INC COM 431571108 3,258 85,900 SH   DFND 4 85,900 0 0
HILLTOP HOLDINGS INC COM 432748101 8,667 486,103 SH   DFND 4 486,103 0 0
HILTON GRAND VACATIONS INC COM 43283X105 393 14,910 SH   DFND 1 14,910 0 0
HILTON GRAND VACATIONS INC COM 43283X105 3,444 130,500 SH   DFND 4 130,500 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,707 23,771 SH   DFND 1 23,771 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 18,366 255,800 SH   DFND 4 255,800 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,967 27,398 SH   DFND 2 27,398 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 0 1 SH   DFND 3 1 0 0
HMS HLDGS CORP COM 40425J101 4,066 144,545 SH   DFND 1 144,545 0 0
HMS HLDGS CORP COM 40425J101 4,819 171,300 SH   DFND 4 171,300 0 0
HOLLYFRONTIER CORP COM 436106108 2,273 44,464 SH   DFND 1 44,464 0 0
HOLLYFRONTIER CORP COM 436106108 397 7,763 SH   DFND 2 7,763 0 0
HOLLYFRONTIER CORP COM 436106108 51 1,000 SH   DFND 4 1,000 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,508 86,125 SH   DFND 3 86,125 0 0
HOLOGIC INC COM 436440101 6,153 149,693 SH   DFND 1 149,693 0 0
HOLOGIC INC COM 436440101 15,627 380,205 SH   DFND 3 380,205 0 0
HOLOGIC INC COM 436440101 148 3,600 SH   DFND 4 3,600 0 0
HOME DEPOT INC COM 437076102 2,827 16,450 SH   DFND 1 16,450 0 0
HOME DEPOT INC COM 437076102 36,572 212,850 SH   DFND 4 212,850 0 0
HOME DEPOT INC COM 437076102 11,358 66,102 SH   DFND 2 66,102 0 0
HOME DEPOT INC COM 437076102 643 3,743 SH   DFND 3 3,743 0 0
HOMETRUST BANCSHARES INC COM 437872104 316 12,077 SH   DFND 4 12,077 0 0
HONEYWELL INTL INC COM 438516106 2,529 19,138 SH   DFND 1 19,138 0 0
HONEYWELL INTL INC COM 438516106 22,196 168,000 SH   DFND 2 168,000 0 0
HONEYWELL INTL INC COM 438516106 3,709 28,075 SH   DFND 3 28,075 0 0
HONEYWELL INTL INC COM 438516106 4,822 36,500 SH   DFND 4 36,500 0 0
HOPE BANCORP INC COM 43940T109 1,220 102,848 SH   DFND 1 102,848 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 8,078 215,700 SH   DFND 4 215,700 0 0
HORIZON PHARMA PLC SHS G4617B105 1,596 81,673 SH   DFND 4 81,673 0 0
HORIZON PHARMA PLC SHS G4617B105 2,309 118,173 SH   DFND 1 118,173 0 0
HORMEL FOODS CORP COM 440452100 385 9,026 SH   DFND 3 9,026 0 0
HORMEL FOODS CORP COM 440452100 675 15,820 SH   DFND 2 15,820 0 0
HORMEL FOODS CORP COM 440452100 3,028 70,946 SH   DFND 1 70,946 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26,388 1,582,972 SH   DFND 4 1,582,972 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 299 344,000 SH   DFND 3 344,000 0 0
HOSTESS BRANDS INC CL A 44109J106 80 7,267 SH   DFND 1 7,267 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,935 218,344 SH   DFND 4 218,344 0 0
HOULIHAN LOKEY INC CL A 441593100 1,240 33,700 SH   DFND 4 33,700 0 0
HOWARD HUGHES CORP COM 44267D107 332 3,400 SH   DFND 4 3,400 0 0
HP INC COM 40434L105 78 3,797 SH   DFND 3 3,797 0 0
HP INC COM 40434L105 5,256 256,920 SH   DFND 1 256,920 0 0
HP INC COM 40434L105 2,916 142,531 SH   DFND 2 142,531 0 0
HUB GROUP INC CL A 443320106 981 26,472 SH   DFND 1 26,472 0 0
HUB GROUP INC CL A 443320106 1,735 46,800 SH   DFND 4 46,800 0 0
HUBBELL INC COM 443510607 643 6,473 SH   DFND 1 6,473 0 0
HUBBELL INC COM 443510607 3,974 40,000 SH   DFND 2 40,000 0 0
HUBBELL INC COM 443510607 119 1,200 SH   DFND 4 1,200 0 0
HUBSPOT INC COM 443573100 1 10 SH   DFND 1 10 0 0
HUBSPOT INC COM 443573100 1,535 12,211 SH   DFND 2 12,211 0 0
HUBSPOT INC COM 443573100 38 300 SH   DFND 4 300 0 0
HUDBAY MINERALS INC COM 443628102 1,763 372,666 SH   DFND 3 372,666 0 0
HUDBAY MINERALS INC COM 443628102 2,324 491,400 SH   DFND 4 491,400 0 0
HUMANA INC COM 444859102 97,803 341,396 SH   DFND 4 341,396 0 0
HUMANA INC COM 444859102 4,512 15,750 SH   DFND 1 15,750 0 0
HUMANA INC COM 444859102 618 2,157 SH   DFND 3 2,157 0 0
HUMANA INC COM 444859102 3,628 12,664 SH   DFND 2 12,664 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,843 19,813 SH   DFND 1 19,813 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,547 16,631 SH   DFND 2 16,631 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,954 42,500 SH   DFND 4 42,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1 115 SH   DFND 1 115 0 0
HUNTINGTON BANCSHARES INC COM 446150104 650 54,532 SH   DFND 2 54,532 0 0
HUNTINGTON BANCSHARES INC COM 446150104 7,372 618,465 SH   DFND 3 618,465 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 693 3,641 SH   DFND 4 3,641 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,463 12,942 SH   DFND 1 12,942 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 472 2,479 SH   DFND 2 2,479 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 710 3,729 SH   DFND 3 3,729 0 0
HUNTSMAN CORP COM 447011107 10,876 563,800 SH   DFND 4 563,800 0 0
HUNTSMAN CORP COM 447011107 1,723 89,286 SH   DFND 1 89,286 0 0
HUNTSMAN CORP COM 447011107 878 45,525 SH   DFND 2 45,525 0 0
HURCO COMPANIES INC COM 447324104 4,719 132,176 SH   DFND 4 132,176 0 0
HYATT HOTELS CORP COM CL A 448579102 2,261 33,452 SH   DFND 1 33,452 0 0
HYATT HOTELS CORP COM CL A 448579102 10,742 158,900 SH   DFND 4 158,900 0 0
IAC INTERACTIVECORP COM 44919P508 2,222 12,139 SH   DFND 1 12,139 0 0
IAC INTERACTIVECORP COM 44919P508 439 2,400 SH   DFND 4 2,400 0 0
IBERIABANK CORP COM 450828108 692 10,759 SH   DFND 1 10,759 0 0
IBERIABANK CORP COM 450828108 2,604 40,506 SH   DFND 3 40,506 0 0
IBERIABANK CORP COM 450828108 5,245 81,600 SH   DFND 4 81,600 0 0
ICF INTL INC COM 44925C103 5,160 79,652 SH   DFND 4 79,652 0 0
ICICI BK LTD ADR 45104G104 2,252 218,877 SH   DFND 3 218,877 0 0
ICON PLC SHS G4705A100 3,048 23,587 SH   DFND 1 23,587 0 0
ICU MED INC COM 44930G107 4,494 19,569 SH   DFND 1 19,569 0 0
ICU MED INC COM 44930G107 1,249 5,440 SH   DFND 4 5,440 0 0
IDACORP INC COM 451107106 14,498 155,791 SH   DFND 1 155,791 0 0
IDACORP INC COM 451107106 2,466 26,500 SH   DFND 4 26,500 0 0
IDEX CORP COM 45167R104 1,765 13,981 SH   DFND 1 13,981 0 0
IDEX CORP COM 45167R104 5,012 39,696 SH   DFND 2 39,696 0 0
IDEX CORP COM 45167R104 240 1,900 SH   DFND 4 1,900 0 0
IDEXX LABS INC COM 45168D104 77,495 416,597 SH   DFND 4 416,597 0 0
IDEXX LABS INC COM 45168D104 3,742 20,116 SH   DFND 1 20,116 0 0
IDEXX LABS INC COM 45168D104 813 4,372 SH   DFND 2 4,372 0 0
IDT CORP CL B NEW 448947507 126 20,382 SH   DFND 4 20,382 0 0
IHS MARKIT LTD SHS G47567105 40 825 SH   DFND 3 825 0 0
IHS MARKIT LTD SHS G47567105 1,273 26,534 SH   DFND 1 26,534 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 2,863 140,479 SH   DFND 3 140,479 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,565 12,348 SH   DFND 1 12,348 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,628 76,000 SH   DFND 4 76,000 0 0
ILLUMINA INC COM 452327109 885 2,951 SH   DFND 1 2,951 0 0
ILLUMINA INC COM 452327109 5,069 16,901 SH   DFND 2 16,901 0 0
ILLUMINA INC COM 452327109 615 2,052 SH   DFND 3 2,052 0 0
ILLUMINA INC COM 452327109 7,334 24,454 SH   DFND 4 24,454 0 0
ILLUMINA INC NOTE 6/1 452327AF6 11,225 9,154,000 PRN   DFND 3 9,154,000 0 0
IMAX CORP COM 45245E109 2,854 151,719 SH   DFND 1 151,719 0 0
IMAX CORP COM 45245E109 609 32,400 SH   DFND 4 32,400 0 0
IMMERSION CORP COM 452521107 10,039 1,120,422 SH   DFND 4 1,120,422 0 0
IMMUNOGEN INC COM 45253H101 2,163 450,555 SH   DFND 4 450,555 0 0
IMMUNOMEDICS INC COM 452907108 3,689 258,486 SH   DFND 2 258,486 0 0
IMMUNOMEDICS INC COM 452907108 567 39,763 SH   DFND 3 39,763 0 0
IMPERIAL OIL LTD COM NEW 453038408 3,220 127,179 SH   DFND 1 127,179 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,284 90,200 SH   DFND 4 90,200 0 0
IMPERVA INC COM 45321L100 9,358 168,042 SH   DFND 3 168,042 0 0
INCYTE CORP COM 45337C102 1,866 29,333 SH   DFND 1 29,333 0 0
INCYTE CORP COM 45337C102 604 9,505 SH   DFND 2 9,505 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 10,091 480,058 SH   DFND 4 480,058 0 0
INDEPENDENT BK GROUP INC COM 45384B106 594 12,977 SH   DFND 1 12,977 0 0
INFINERA CORPORATION COM 45667G103 137 34,300 SH   DFND 4 34,300 0 0
INFOSYS LTD SPONSORED ADR 456788108 82,306 8,645,563 SH   DFND 4 8,645,563 0 0
INFRAREIT INC COM 45685L100 18,545 882,270 SH   DFND 3 882,270 0 0
INGERSOLL-RAND PLC SHS G47791101 3,749 41,104 SH   DFND 1 41,104 0 0
INGERSOLL-RAND PLC SHS G47791101 5,610 61,493 SH   DFND 2 61,493 0 0
INGERSOLL-RAND PLC SHS G47791101 443 4,858 SH   DFND 3 4,858 0 0
INGERSOLL-RAND PLC SHS G47791101 68,924 755,500 SH   DFND 4 755,500 0 0
INGREDION INC COM 457187102 1,430 15,636 SH   DFND 1 15,636 0 0
INGREDION INC COM 457187102 317 3,463 SH   DFND 2 3,463 0 0
INGREDION INC COM 457187102 1,545 16,900 SH   DFND 4 16,900 0 0
INNOSPEC INC COM 45768S105 3,525 57,070 SH   DFND 1 57,070 0 0
INNOVIVA INC COM 45781M101 28,602 1,639,077 SH   DFND 4 1,639,077 0 0
INOGEN INC COM 45780L104 12 100 SH   DFND 4 100 0 0
INOGEN INC COM 45780L104 519 4,177 SH   DFND 1 4,177 0 0
INOVALON HLDGS INC COM CL A 45781D101 49 3,464 SH   DFND 1 3,464 0 0
INOVALON HLDGS INC COM CL A 45781D101 170 11,960 SH   DFND 4 11,960 0 0
INPHI CORP COM 45772F107 563 17,501 SH   DFND 1 17,501 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,561 62,843 SH   DFND 1 62,843 0 0
INSIGHT ENTERPRISES INC COM 45765U103 6,613 162,281 SH   DFND 4 162,281 0 0
INSMED INC COM PAR $.01 457669307 7,042 536,761 SH   DFND 3 536,761 0 0
INSPERITY INC COM 45778Q107 4,923 52,739 SH   DFND 1 52,739 0 0
INSPERITY INC COM 45778Q107 25,863 277,027 SH   DFND 4 277,027 0 0
INSULET CORP COM 45784P101 8,657 109,130 SH   DFND 3 109,130 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 7,125 5,000,000 PRN   DFND 3 5,000,000 0 0
INTEGER HLDGS CORP COM 45826H109 5,732 75,170 SH   DFND 1 75,170 0 0
INTEGER HLDGS CORP COM 45826H109 16,371 214,680 SH   DFND 4 214,680 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,490 33,033 SH   DFND 1 33,033 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 410 9,100 SH   DFND 4 9,100 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,037 21,418 SH   DFND 1 21,418 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 12,178 251,464 SH   DFND 3 251,464 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 9,308 6,000,000 PRN   DFND 3 6,000,000 0 0
INTEL CORP COM 458140100 863 18,385 SH   DFND 1 18,385 0 0
INTEL CORP COM 458140100 12,528 266,948 SH   DFND 2 266,948 0 0
INTEL CORP COM 458140100 264 5,622 SH   DFND 3 5,622 0 0
INTEL CORP COM 458140100 94,869 2,021,500 SH   DFND 4 2,021,500 0 0
INTELSAT S A COM L5140P101 946 44,208 SH   DFND 1 44,208 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 470 4,662 SH   DFND 1 4,662 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 10 100 SH   DFND 4 100 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 762 10,114 SH   DFND 1 10,114 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,271 30,143 SH   DFND 2 30,143 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 503 6,682 SH   DFND 3 6,682 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 17,058 226,450 SH   DFND 4 226,450 0 0
INTERDIGITAL INC COM 45867G101 4,117 61,977 SH   DFND 1 61,977 0 0
INTERDIGITAL INC COM 45867G101 2,810 42,300 SH   DFND 4 42,300 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 5,288 5,000,000 PRN   DFND 3 5,000,000 0 0
INTERNAP CORP COM PAR 45885A409 215 51,817 SH   DFND 4 51,817 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 4,259 123,800 SH   DFND 4 123,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,708 23,826 SH   DFND 1 23,826 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,744 15,346 SH   DFND 3 15,346 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 34,783 306,000 SH   DFND 4 306,000 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,054 277,159 SH   DFND 3 277,159 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 9,342 212,991 SH   DFND 3 212,991 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,293 159,627 SH   DFND 1 159,627 0 0
INTERPUBLIC GROUP COS INC COM 460690100 63 3,068 SH   DFND 3 3,068 0 0
INTERSECT ENT INC COM 46071F103 9,341 331,487 SH   DFND 3 331,487 0 0
INTEST CORP COM 461147100 80 13,101 SH   DFND 4 13,101 0 0
INTL PAPER CO COM 460146103 1,667 41,296 SH   DFND 1 41,296 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 2,276 199,803 SH   DFND 4 199,803 0 0
INTRICON CORP COM 46121H109 283 10,710 SH   DFND 4 10,710 0 0
INTUIT COM 461202103 3,756 19,081 SH   DFND 1 19,081 0 0
INTUIT COM 461202103 123,130 625,500 SH   DFND 4 625,500 0 0
INTUIT COM 461202103 5,025 25,527 SH   DFND 3 25,527 0 0
INTUIT COM 461202103 3,377 17,157 SH   DFND 2 17,157 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 692 1,444 SH   DFND 1 1,444 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,698 5,633 SH   DFND 2 5,633 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 139 290 SH   DFND 4 290 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 647 29,688 SH   DFND 1 29,688 0 0
INVESCO LTD SHS G491BT108 3,197 190,966 SH   DFND 3 190,966 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,512 145,412 SH   DFND 1 145,412 0 0
INVESTORS BANCORP INC NEW COM 46146L101 10,249 985,500 SH   DFND 4 985,500 0 0
INVITAE CORP COM 46185L103 4,080 368,886 SH   DFND 4 368,886 0 0
INVITATION HOMES INC COM 46187W107 8,845 440,500 SH   DFND 4 440,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 158 2,924 SH   DFND 1 2,924 0 0
IONIS PHARMACEUTICALS INC COM 462222100 119 2,200 SH   DFND 4 2,200 0 0
IPG PHOTONICS CORP COM 44980X109 227 2,000 SH   DFND 4 2,000 0 0
IQVIA HLDGS INC COM 46266C105 2,572 22,148 SH   DFND 1 22,148 0 0
IQVIA HLDGS INC COM 46266C105 2,110 18,162 SH   DFND 4 18,162 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 700 10,078 SH   DFND 1 10,078 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 5,445 78,360 SH   DFND 3 78,360 0 0
IRON MTN INC NEW COM 46284V101 470 14,500 SH   DFND 2 14,500 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 373 35,973 SH   DFND 1 35,973 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 2,828 74,037 SH   DFND 1 74,037 0 0
ISHARES INC MSCI CDA ETF 464286509 3,376 140,900 SH   DFND 4 140,900 0 0
ISHARES INC MSCI ITALY ETF 46434G830 261 10,800 SH   DFND 4 10,800 0 0
ISHARES INC MSCI MEXICO ETF 464286822 284 6,900 SH   DFND 4 6,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 1,014 35,900 SH   DFND 4 35,900 0 0
ISHARES INC MSCI TURKEY ETF 464286715 1,772 72,215 SH   DFND 4 72,215 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 786 9,400 SH   DFND 4 9,400 0 0
ISHARES TR 20 YR TR BD ETF 464287432 352 2,900 SH   DFND 4 2,900 0 0
ISHARES TR CORE US AGGBD ET 464287226 26,099 245,081 SH   DFND 1 245,081 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,452 17,900 SH   DFND 4 17,900 0 0
ISHARES TR IBOXX HI YD ETF 464288513 44,402 547,500 SH Call DFND 3 547,500 0 0
ISHARES TR IBOXX HI YD ETF 464288513 12,165 150,000 SH Put DFND 3 150,000 0 0
ISHARES TR INTRM TR CRP ETF 464288638 762 14,527 SH   DFND 1 14,527 0 0
ISHARES TR MORTGE REL ETF 46435G342 840 21,034 SH   DFND 1 21,034 0 0
ISHARES TR MSCI INDIA ETF 46429B598 1,997 59,900 SH   DFND 4 59,900 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 712 28,704 SH   DFND 1 28,704 0 0
ISHARES TR MSCI POLAND ETF 46429B606 2,186 94,900 SH   DFND 4 94,900 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,834 62,500 SH   DFND 4 62,500 0 0
ISHARES TR TIPS BD ETF 464287176 350 3,200 SH   DFND 4 3,200 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,227 5,800,000 PRN   DFND 3 5,800,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 9,116 997,377 SH   DFND 4 997,377 0 0
ITT INC COM 45073V108 2,580 53,445 SH   DFND 1 53,445 0 0
J & J SNACK FOODS CORP COM 466032109 6,019 41,624 SH   DFND 1 41,624 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,504 182,722 SH   DFND 4 182,722 0 0
J JILL INC COM 46620W102 65 12,129 SH   DFND 4 12,129 0 0
J2 GLOBAL INC COM 48123V102 14,382 207,300 SH   DFND 4 207,300 0 0
J2 GLOBAL INC COM 48123V102 2,812 40,517 SH   DFND 1 40,517 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 689 600,000 PRN   DFND 3 600,000 0 0
JABIL INC COM 466313103 7,380 297,684 SH   DFND 1 297,684 0 0
JABIL INC COM 466313103 1,373 55,400 SH   DFND 4 55,400 0 0
JACK IN THE BOX INC COM 466367109 1,840 23,693 SH   DFND 1 23,693 0 0
JACK IN THE BOX INC COM 466367109 303 3,900 SH   DFND 4 3,900 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 501 8,570 SH   DFND 1 8,570 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,754 30,000 SH   DFND 2 30,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 509 8,700 SH   DFND 4 8,700 0 0
JAGGED PEAK ENERGY INC COM 47009K107 3,193 350,063 SH   DFND 1 350,063 0 0
JAGGED PEAK ENERGY INC COM 47009K107 3,972 435,525 SH   DFND 3 435,525 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,416 68,362 SH   DFND 1 68,362 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 3,182 3,500,000 PRN   DFND 3 3,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 8,434 8,725,000 PRN   DFND 3 8,725,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 395 3,184 SH   DFND 2 3,184 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,310 26,700 SH   DFND 4 26,700 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,221 25,982 SH   DFND 1 25,982 0 0
JEFFERIES FINL GROUP INC COM 47233W109 314 18,059 SH   DFND 1 18,059 0 0
JEFFERIES FINL GROUP INC COM 47233W109 257 14,825 SH   DFND 2 14,825 0 0
JELD-WEN HLDG INC COM 47580P103 196 13,800 SH   DFND 4 13,800 0 0
JETBLUE AIRWAYS CORP COM 477143101 2 109 SH   DFND 1 109 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,878 116,966 SH   DFND 3 116,966 0 0
JETBLUE AIRWAYS CORP COM 477143101 31,524 1,962,900 SH   DFND 4 1,962,900 0 0
JOHNSON & JOHNSON COM 478160104 1,192 9,233 SH   DFND 3 9,233 0 0
JOHNSON & JOHNSON COM 478160104 20,077 155,573 SH   DFND 2 155,573 0 0
JOHNSON & JOHNSON COM 478160104 3,653 28,312 SH   DFND 1 28,312 0 0
JOHNSON & JOHNSON COM 478160104 65,667 508,850 SH   DFND 4 508,850 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,146 72,370 SH   DFND 1 72,370 0 0
JOHNSON OUTDOORS INC CL A 479167108 857 14,588 SH   DFND 4 14,588 0 0
JONES LANG LASALLE INC COM 48020Q107 2,547 20,119 SH   DFND 1 20,119 0 0
JONES LANG LASALLE INC COM 48020Q107 644 5,083 SH   DFND 2 5,083 0 0
JPMORGAN CHASE & CO COM 46625H100 30,094 308,275 SH   DFND 2 308,275 0 0
JPMORGAN CHASE & CO COM 46625H100 957 9,801 SH   DFND 3 9,801 0 0
JPMORGAN CHASE & CO COM 46625H100 1,484 15,200 SH   DFND 4 15,200 0 0
JUNIPER NETWORKS INC COM 48203R104 445 16,538 SH   DFND 3 16,538 0 0
JUNIPER NETWORKS INC COM 48203R104 2,984 110,900 SH   DFND 4 110,900 0 0
JUNIPER NETWORKS INC COM 48203R104 4,036 150,000 SH   DFND 2 150,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,521 93,700 SH   DFND 1 93,700 0 0
JUST ENERGY GROUP INC COM 48213W101 3,060 926,653 SH   DFND 4 926,653 0 0
K12 INC COM 48273U102 17,577 709,029 SH   DFND 4 709,029 0 0
KADANT INC COM 48282T104 554 6,800 SH   DFND 4 6,800 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 807 9,038 SH   DFND 1 9,038 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 14,684 164,450 SH   DFND 4 164,450 0 0
KAMAN CORP COM 483548103 2,553 45,518 SH   DFND 1 45,518 0 0
KAMAN CORP COM 483548103 45 800 SH   DFND 4 800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 233 2,440 SH   DFND 1 2,440 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 474 4,971 SH   DFND 2 4,971 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 162 1,700 SH   DFND 4 1,700 0 0
KAR AUCTION SVCS INC COM 48238T109 5,532 115,914 SH   DFND 1 115,914 0 0
KAR AUCTION SVCS INC COM 48238T109 253 5,300 SH   DFND 4 5,300 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 172 18,400 SH   DFND 4 18,400 0 0
KB HOME COM 48666K109 814 42,617 SH   DFND 1 42,617 0 0
KB HOME COM 48666K109 6,542 342,500 SH   DFND 4 342,500 0 0
KEANE GROUP INC COM 48669A108 638 78,037 SH   DFND 1 78,037 0 0
KEANE GROUP INC COM 48669A108 190 23,206 SH   DFND 4 23,206 0 0
KELLOGG CO COM 487836108 615 10,793 SH   DFND 1 10,793 0 0
KELLOGG CO COM 487836108 769 13,490 SH   DFND 2 13,490 0 0
KELLOGG CO COM 487836108 104 1,820 SH   DFND 3 1,820 0 0
KELLOGG CO COM 487836108 5,159 90,500 SH   DFND 4 90,500 0 0
KEMET CORP COM NEW 488360207 3,561 203,040 SH   DFND 4 203,040 0 0
KEMPER CORP DEL COM 488401100 8,309 125,179 SH   DFND 3 125,179 0 0
KEMPER CORP DEL COM 488401100 40 600 SH   DFND 4 600 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 4,080 224,539 SH   DFND 1 224,539 0 0
KEURIG DR PEPPER INC COM 49271V100 265 10,340 SH   DFND 1 10,340 0 0
KEURIG DR PEPPER INC COM 49271V100 2,120 82,700 SH   DFND 4 82,700 0 0
KEYCORP NEW COM 493267108 1 97 SH   DFND 1 97 0 0
KEYCORP NEW COM 493267108 843 57,041 SH   DFND 2 57,041 0 0
KEYCORP NEW COM 493267108 9,728 658,169 SH   DFND 3 658,169 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,142 34,506 SH   DFND 1 34,506 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 137 2,200 SH   DFND 4 2,200 0 0
KFORCE INC COM 493732101 5,491 177,600 SH   DFND 4 177,600 0 0
KIMBERLY CLARK CORP COM 494368103 202 1,774 SH   DFND 3 1,774 0 0
KIMBERLY CLARK CORP COM 494368103 2,078 18,240 SH   DFND 2 18,240 0 0
KIMBERLY CLARK CORP COM 494368103 3,147 27,624 SH   DFND 1 27,624 0 0
KIMBERLY CLARK CORP COM 494368103 1,646 14,450 SH   DFND 4 14,450 0 0
KIMCO RLTY CORP COM 49446R109 320 21,830 SH   DFND 2 21,830 0 0
KINDER MORGAN INC DEL COM 49456B101 813 52,826 SH   DFND 1 52,826 0 0
KINDER MORGAN INC DEL COM 49456B101 2,468 160,475 SH   DFND 2 160,475 0 0
KINDER MORGAN INC DEL COM 49456B101 17,739 1,153,400 SH   DFND 4 1,153,400 0 0
KIRBY CORP COM 497266106 307 4,564 SH   DFND 1 4,564 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 3,896 149,322 SH   DFND 4 149,322 0 0
KKR & CO INC CL A 48251W104 1,479 75,363 SH   DFND 1 75,363 0 0
KKR & CO INC CL A 48251W104 3,926 200,000 SH   DFND 2 200,000 0 0
KLA-TENCOR CORP COM 482480100 53,282 595,400 SH   DFND 4 595,400 0 0
KLA-TENCOR CORP COM 482480100 3,134 35,026 SH   DFND 1 35,026 0 0
KNOLL INC COM NEW 498904200 440 26,700 SH   DFND 4 26,700 0 0
KNOWLES CORP COM 49926D109 447 33,601 SH   DFND 1 33,601 0 0
KOHLS CORP COM 500255104 3,478 52,417 SH   DFND 1 52,417 0 0
KOHLS CORP COM 500255104 15,629 235,591 SH   DFND 2 235,591 0 0
KOHLS CORP COM 500255104 619 9,336 SH   DFND 3 9,336 0 0
KOHLS CORP COM 500255104 2,355 35,500 SH   DFND 4 35,500 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,725 101,225 SH   DFND 4 101,225 0 0
KORN FERRY INTL COM NEW 500643200 3,465 87,635 SH   DFND 1 87,635 0 0
KORN FERRY INTL COM NEW 500643200 28,064 709,752 SH   DFND 4 709,752 0 0
KOSMOS ENERGY LTD COM 500688106 359 88,200 SH   DFND 4 88,200 0 0
KRATON CORPORATION COM 50077C106 7,128 326,359 SH   DFND 4 326,359 0 0
KROGER CO COM 501044101 4,780 173,816 SH   DFND 1 173,816 0 0
KROGER CO COM 501044101 175 6,347 SH   DFND 3 6,347 0 0
KROGER CO COM 501044101 1,254 45,585 SH   DFND 2 45,585 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,893 164,287 SH   DFND 1 164,287 0 0
KT CORP SPONSORED ADR 48268K101 36,433 2,562,127 SH   DFND 4 2,562,127 0 0
KULICKE & SOFFA INDS INC COM 501242101 4,268 210,564 SH   DFND 4 210,564 0 0
L BRANDS INC COM 501797104 350 13,624 SH   DFND 2 13,624 0 0
L BRANDS INC COM 501797104 73 2,856 SH   DFND 3 2,856 0 0
L BRANDS INC COM 501797104 1,530 59,600 SH   DFND 4 59,600 0 0
L3 TECHNOLOGIES INC COM 502413107 2,871 16,533 SH   DFND 1 16,533 0 0
LA Z BOY INC COM 505336107 1,470 53,056 SH   DFND 1 53,056 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 746 5,901 SH   DFND 2 5,901 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,773 53,600 SH   DFND 4 53,600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,226 49,271 SH   DFND 1 49,271 0 0
LAM RESEARCH CORP COM 512807108 936 6,872 SH   DFND 2 6,872 0 0
LAM RESEARCH CORP COM 512807108 1,616 11,867 SH   DFND 1 11,867 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 6,593 95,300 SH   DFND 4 95,300 0 0
LAMB WESTON HLDGS INC COM 513272104 6,421 87,291 SH   DFND 1 87,291 0 0
LAMB WESTON HLDGS INC COM 513272104 4,252 57,800 SH   DFND 4 57,800 0 0
LANCASTER COLONY CORP COM 513847103 7,201 40,714 SH   DFND 1 40,714 0 0
LANCASTER COLONY CORP COM 513847103 4,156 23,500 SH   DFND 4 23,500 0 0
LANDSTAR SYS INC COM 515098101 4,054 42,375 SH   DFND 1 42,375 0 0
LANDSTAR SYS INC COM 515098101 10,964 114,600 SH   DFND 4 114,600 0 0
LANNET INC COM 516012101 231 46,500 SH   DFND 4 46,500 0 0
LANTHEUS HLDGS INC COM 516544103 141 8,979 SH   DFND 1 8,979 0 0
LANTHEUS HLDGS INC COM 516544103 1,732 110,642 SH   DFND 4 110,642 0 0
LAREDO PETROLEUM INC COM 516806106 9,453 2,611,340 SH   DFND 4 2,611,340 0 0
LAS VEGAS SANDS CORP COM 517834107 746 14,324 SH   DFND 1 14,324 0 0
LAUDER ESTEE COS INC CL A 518439104 4,533 34,847 SH   DFND 1 34,847 0 0
LAUDER ESTEE COS INC CL A 518439104 1,698 13,053 SH   DFND 2 13,053 0 0
LAUDER ESTEE COS INC CL A 518439104 8,939 68,712 SH   DFND 3 68,712 0 0
LEAR CORP COM NEW 521865204 1,797 14,628 SH   DFND 1 14,628 0 0
LEAR CORP COM NEW 521865204 191 1,558 SH   DFND 3 1,558 0 0
LEAR CORP COM NEW 521865204 98 800 SH   DFND 4 800 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,396 43,500 SH   DFND 1 43,500 0 0
LEGGETT & PLATT INC COM 524660107 1,657 46,231 SH   DFND 1 46,231 0 0
LEIDOS HLDGS INC COM 525327102 1,987 37,680 SH   DFND 1 37,680 0 0
LEIDOS HLDGS INC COM 525327102 433 8,219 SH   DFND 2 8,219 0 0
LEIDOS HLDGS INC COM 525327102 311 5,900 SH   DFND 4 5,900 0 0
LENNAR CORP CL A 526057104 2,128 54,355 SH   DFND 1 54,355 0 0
LENNAR CORP CL A 526057104 670 17,116 SH   DFND 2 17,116 0 0
LENNOX INTL INC COM 526107107 1,405 6,419 SH   DFND 1 6,419 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 136 20,500 SH   DFND 4 20,500 0 0
LHC GROUP INC COM 50187A107 690 7,353 SH   DFND 1 7,353 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,318 32,183 SH   DFND 1 32,183 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1,701 43,500 SH   DFND 1 43,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 192 9,000 SH   DFND 4 9,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 155 7,252 SH   DFND 2 7,252 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 78 3,640 SH   DFND 3 3,640 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 715 34,638 SH   DFND 2 34,638 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,436 69,601 SH   DFND 1 69,601 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,735 4,350,000 PRN   DFND 3 4,350,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,574 69,946 SH   DFND 1 69,946 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 508 13,805 SH   DFND 2 13,805 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4,730 128,535 SH   DFND 4 128,535 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,664 99,091 SH   DFND 1 99,091 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7,478 202,210 SH   DFND 4 202,210 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 103 3,452 SH   DFND 2 3,452 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,616 52,644 SH   DFND 1 52,644 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,860 60,600 SH   DFND 4 60,600 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 9,426 9,180,000 PRN   DFND 3 9,180,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 3,568 3,300,000 PRN   DFND 3 3,300,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 283 6,746 SH   DFND 2 6,746 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 9,834 618,905 SH   DFND 4 618,905 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 31 229 SH   DFND 1 229 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 9,520 70,153 SH   DFND 4 70,153 0 0
LILLY ELI & CO COM 532457108 3,917 33,850 SH   DFND 1 33,850 0 0
LILLY ELI & CO COM 532457108 4,685 40,484 SH   DFND 2 40,484 0 0
LILLY ELI & CO COM 532457108 11 99 SH   DFND 3 99 0 0
LILLY ELI & CO COM 532457108 34,745 300,250 SH   DFND 4 300,250 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,373 30,097 SH   DFND 1 30,097 0 0
LINCOLN ELEC HLDGS INC COM 533900106 11,078 140,500 SH   DFND 4 140,500 0 0
LINCOLN NATL CORP IND COM 534187109 7,088 138,150 SH   DFND 1 138,150 0 0
LINCOLN NATL CORP IND COM 534187109 48,175 938,900 SH   DFND 4 938,900 0 0
LINCOLN NATL CORP IND COM 534187109 2,624 51,143 SH   DFND 3 51,143 0 0
LINCOLN NATL CORP IND COM 534187109 3,679 71,706 SH   DFND 2 71,706 0 0
LINDE PLC COM G5494J103 4,999 32,034 SH   DFND 2 32,034 0 0
LINDE PLC COM G5494J103 37 236 SH   DFND 3 236 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 260 16,143 SH   DFND 1 16,143 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 51 3,439 SH   DFND 3 3,439 0 0
LITHIA MTRS INC CL A 536797103 436 5,715 SH   DFND 1 5,715 0 0
LIVANOVA PLC SHS G5509L101 2,863 31,308 SH   DFND 1 31,308 0 0
LIVANOVA PLC SHS G5509L101 155 1,700 SH   DFND 4 1,700 0 0
LIVERAMP HLDGS INC COM 53815P108 844 21,842 SH   DFND 1 21,842 0 0
LOCKHEED MARTIN CORP COM 539830109 3,647 13,928 SH   DFND 4 13,928 0 0
LOEWS CORP COM 540424108 107 2,370 SH   DFND 1 2,370 0 0
LOEWS CORP COM 540424108 2,274 49,950 SH   DFND 4 49,950 0 0
LOGITECH INTL S A SHS H50430232 2,580 82,472 SH   DFND 1 82,472 0 0
LOGMEIN INC COM 54142L109 2,036 24,967 SH   DFND 1 24,967 0 0
LOGMEIN INC COM 54142L109 14,364 176,100 SH   DFND 4 176,100 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 276 7,400 SH   DFND 4 7,400 0 0
LOUISIANA PAC CORP COM 546347105 4,394 197,764 SH   DFND 1 197,764 0 0
LOUISIANA PAC CORP COM 546347105 5,469 246,140 SH   DFND 2 246,140 0 0
LOUISIANA PAC CORP COM 546347105 56,878 2,559,773 SH   DFND 4 2,559,773 0 0
LOWES COS INC COM 548661107 1,507 16,309 SH   DFND 1 16,309 0 0
LOWES COS INC COM 548661107 5,066 54,847 SH   DFND 2 54,847 0 0
LOWES COS INC COM 548661107 21,224 229,800 SH   DFND 4 229,800 0 0
LOXO ONCOLOGY INC COM 548862101 960 6,857 SH   DFND 1 6,857 0 0
LOXO ONCOLOGY INC COM 548862101 2,451 17,500 SH   DFND 4 17,500 0 0
LPL FINL HLDGS INC COM 50212V100 1,685 27,593 SH   DFND 1 27,593 0 0
LPL FINL HLDGS INC COM 50212V100 1,082 17,710 SH   DFND 2 17,710 0 0
LPL FINL HLDGS INC COM 50212V100 330 5,400 SH   DFND 4 5,400 0 0
LSC COMMUNICATIONS INC COM 50218P107 152 21,662 SH   DFND 4 21,662 0 0
LSI INDS INC COM 50216C108 66 20,725 SH   DFND 4 20,725 0 0
LULULEMON ATHLETICA INC COM 550021109 3,281 26,978 SH   DFND 1 26,978 0 0
LULULEMON ATHLETICA INC COM 550021109 21,151 173,928 SH   DFND 4 173,928 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 722 75,797 SH   DFND 4 75,797 0 0
LUMENTUM HLDGS INC COM 55024U109 3,567 84,900 SH   DFND 4 84,900 0 0
LUMENTUM HLDGS INC COM 55024U109 41 966 SH   DFND 1 966 0 0
LUMENTUM HLDGS INC COM 55024U109 378 9,000 SH   DFND 3 9,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 7,897 7,920,000 PRN   DFND 3 7,920,000 0 0
LUMINEX CORP DEL COM 55027E102 1,620 70,099 SH   DFND 4 70,099 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 64 2,088 SH   DFND 1 2,088 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 7,950 261,355 SH   DFND 4 261,355 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,878 34,614 SH   DFND 1 34,614 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,457 29,547 SH   DFND 2 29,547 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1 11 SH   DFND 3 11 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 37,946 456,300 SH   DFND 4 456,300 0 0
M & T BK CORP COM 55261F104 19,043 133,050 SH   DFND 4 133,050 0 0
M & T BK CORP COM 55261F104 2,020 14,115 SH   DFND 1 14,115 0 0
M & T BK CORP COM 55261F104 669 4,671 SH   DFND 2 4,671 0 0
M & T BK CORP COM 55261F104 222 1,551 SH   DFND 3 1,551 0 0
MACERICH CO COM 554382101 0 1 SH   DFND 3 1 0 0
MACERICH CO COM 554382101 264 6,099 SH   DFND 2 6,099 0 0
MACROGENICS INC COM 556099109 2,408 189,586 SH   DFND 4 189,586 0 0
MACYS INC COM 55616P104 1,417 47,586 SH   DFND 1 47,586 0 0
MACYS INC COM 55616P104 1,840 61,792 SH   DFND 2 61,792 0 0
MADDEN STEVEN LTD COM 556269108 2,280 75,318 SH   DFND 1 75,318 0 0
MADDEN STEVEN LTD COM 556269108 1,383 45,700 SH   DFND 4 45,700 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 5,762 51,115 SH   DFND 2 51,115 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,121 9,941 SH   DFND 3 9,941 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,805 66,886 SH   DFND 1 66,886 0 0
MAGNA INTL INC COM 559222401 2,788 61,326 SH   DFND 1 61,326 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 2,466 219,974 SH   DFND 1 219,974 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 46 27,800 SH   DFND 4 27,800 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,482 60,920 SH   DFND 1 60,920 0 0
MALIBU BOATS INC COM CL A 56117J100 1,542 44,300 SH   DFND 4 44,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 726 45,888 SH   DFND 1 45,888 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,391 151,338 SH   DFND 4 151,338 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 2,129 118,433 SH   DFND 4 118,433 0 0
MANHATTAN ASSOCS INC COM 562750109 1,180 27,852 SH   DFND 1 27,852 0 0
MANHATTAN ASSOCS INC COM 562750109 21,795 514,400 SH   DFND 4 514,400 0 0
MANPOWERGROUP INC COM 56418H100 1,464 22,592 SH   DFND 1 22,592 0 0
MANPOWERGROUP INC COM 56418H100 202 3,113 SH   DFND 2 3,113 0 0
MANPOWERGROUP INC COM 56418H100 470 7,253 SH   DFND 4 7,253 0 0
MANTECH INTL CORP CL A 564563104 68 1,296 SH   DFND 1 1,296 0 0
MANTECH INTL CORP CL A 564563104 575 11,000 SH   DFND 3 11,000 0 0
MANULIFE FINL CORP COM 56501R106 2,234 157,419 SH   DFND 1 157,419 0 0
MANULIFE FINL CORP COM 56501R106 10,000 705,100 SH   DFND 4 705,100 0 0
MARATHON OIL CORP COM 565849106 252 17,575 SH   DFND 1 17,575 0 0
MARATHON OIL CORP COM 565849106 480 33,508 SH   DFND 2 33,508 0 0
MARATHON OIL CORP COM 565849106 741 51,700 SH   DFND 4 51,700 0 0
MARATHON PETE CORP COM 56585A102 2,761 46,774 SH   DFND 1 46,774 0 0
MARATHON PETE CORP COM 56585A102 4,902 83,064 SH   DFND 2 83,064 0 0
MARATHON PETE CORP COM 56585A102 1 9 SH   DFND 3 9 0 0
MARATHON PETE CORP COM 56585A102 43,113 730,600 SH   DFND 4 730,600 0 0
MARCUS CORP COM 566330106 6,705 169,740 SH   DFND 4 169,740 0 0
MARCUS CORP COM 566330106 80 2,019 SH   DFND 1 2,019 0 0
MARINEMAX INC COM 567908108 17 910 SH   DFND 1 910 0 0
MARINEMAX INC COM 567908108 10,803 589,989 SH   DFND 4 589,989 0 0
MARKEL CORP COM 570535104 1,133 1,092 SH   DFND 1 1,092 0 0
MARKEL CORP COM 570535104 7,374 7,104 SH   DFND 4 7,104 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,117 5,285 SH   DFND 1 5,285 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 3,283 147,033 SH   DFND 4 147,033 0 0
MARRIOTT INTL INC NEW CL A 571903202 3,387 31,202 SH   DFND 1 31,202 0 0
MARRIOTT INTL INC NEW CL A 571903202 3,526 32,473 SH   DFND 2 32,473 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,994 46,000 SH   DFND 4 46,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,549 107,200 SH   DFND 4 107,200 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,661 33,360 SH   DFND 1 33,360 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,915 24,015 SH   DFND 2 24,015 0 0
MARSH & MCLENNAN COS INC COM 571748102 48 597 SH   DFND 3 597 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,434 88,555 SH   DFND 1 88,555 0 0
MASCO CORP COM 574599106 494 16,901 SH   DFND 2 16,901 0 0
MASCO CORP COM 574599106 58,819 2,011,584 SH   DFND 4 2,011,584 0 0
MASCO CORP COM 574599106 1,826 62,433 SH   DFND 1 62,433 0 0
MASIMO CORP COM 574795100 5,332 49,663 SH   DFND 1 49,663 0 0
MASIMO CORP COM 574795100 15,051 140,176 SH   DFND 4 140,176 0 0
MASONITE INTL CORP NEW COM 575385109 2,504 55,851 SH   DFND 1 55,851 0 0
MASONITE INTL CORP NEW COM 575385109 18 400 SH   DFND 4 400 0 0
MASTEC INC COM 576323109 605 14,909 SH   DFND 1 14,909 0 0
MASTERCARD INCORPORATED CL A 57636Q104 15,856 84,050 SH   DFND 4 84,050 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,278 6,775 SH   DFND 1 6,775 0 0
MASTERCARD INCORPORATED CL A 57636Q104 13,233 70,148 SH   DFND 2 70,148 0 0
MASTERCARD INCORPORATED CL A 57636Q104 20,032 106,186 SH   DFND 3 106,186 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 9,183 491,059 SH   DFND 4 491,059 0 0
MATCH GROUP INC COM 57665R106 1,086 25,400 SH   DFND 4 25,400 0 0
MATCH GROUP INC COM 57665R106 944 22,072 SH   DFND 1 22,072 0 0
MATERION CORP COM 576690101 8,580 190,703 SH   DFND 4 190,703 0 0
MATRIX SVC CO COM 576853105 7,190 400,798 SH   DFND 4 400,798 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,638 51,872 SH   DFND 1 51,872 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 804 15,810 SH   DFND 2 15,810 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 20,040 394,100 SH   DFND 4 394,100 0 0
MAXIMUS INC COM 577933104 4,571 70,225 SH   DFND 1 70,225 0 0
MAXIMUS INC COM 577933104 63,172 970,535 SH   DFND 4 970,535 0 0
MB FINANCIAL INC NEW COM 55264U108 1,962 49,511 SH   DFND 1 49,511 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,279 23,550 SH   DFND 4 23,550 0 0
MCCORMICK & CO INC COM NON VTG 579780206 625 4,487 SH   DFND 3 4,487 0 0
MCCORMICK & CO INC COM NON VTG 579780206 868 6,233 SH   DFND 2 6,233 0 0
MCCORMICK & CO INC COM NON VTG 579780206 6,182 44,399 SH   DFND 1 44,399 0 0
MCDONALDS CORP COM 580135101 3,075 17,318 SH   DFND 1 17,318 0 0
MCDONALDS CORP COM 580135101 6,732 37,914 SH   DFND 3 37,914 0 0
MCDONALDS CORP COM 580135101 6,233 35,100 SH   DFND 4 35,100 0 0
MCGRATH RENTCORP COM 580589109 5,341 103,741 SH   DFND 4 103,741 0 0
MCKESSON CORP COM 58155Q103 3,604 32,624 SH   DFND 1 32,624 0 0
MCKESSON CORP COM 58155Q103 655 5,926 SH   DFND 2 5,926 0 0
MCKESSON CORP COM 58155Q103 2,486 22,500 SH   DFND 4 22,500 0 0
MDU RES GROUP INC COM 552690109 813 34,100 SH   DFND 4 34,100 0 0
MDU RES GROUP INC COM 552690109 10,661 447,223 SH   DFND 1 447,223 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 3,841 561,488 SH   DFND 4 561,488 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 1,854 2,350,000 PRN   DFND 3 2,350,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 474 7,030 SH   DFND 1 7,030 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 292 4,331 SH   DFND 4 4,331 0 0
MEDIFAST INC COM 58470H101 1,203 9,626 SH   DFND 1 9,626 0 0
MEDIFAST INC COM 58470H101 8,539 68,299 SH   DFND 4 68,299 0 0
MEDNAX INC COM 58502B106 6,136 185,965 SH   DFND 1 185,965 0 0
MEDNAX INC COM 58502B106 76 2,300 SH   DFND 4 2,300 0 0
MEDPACE HLDGS INC COM 58506Q109 13,366 252,516 SH   DFND 4 252,516 0 0
MEDPACE HLDGS INC COM 58506Q109 1,420 26,824 SH   DFND 1 26,824 0 0
MEDTRONIC PLC SHS G5960L103 189,716 2,085,703 SH   DFND 4 2,085,703 0 0
MEDTRONIC PLC SHS G5960L103 1,544 16,970 SH   DFND 3 16,970 0 0
MEDTRONIC PLC SHS G5960L103 7,475 82,181 SH   DFND 2 82,181 0 0
MEDTRONIC PLC SHS G5960L103 6,838 75,168 SH   DFND 1 75,168 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,822 30,543 SH   DFND 1 30,543 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,813 52,100 SH   DFND 4 52,100 0 0
MERCER INTL INC COM 588056101 6,046 579,153 SH   DFND 4 579,153 0 0
MERCK & CO INC COM 58933Y105 2,365 30,953 SH   DFND 1 30,953 0 0
MERCK & CO INC COM 58933Y105 11,238 147,081 SH   DFND 2 147,081 0 0
MERCK & CO INC COM 58933Y105 240 3,138 SH   DFND 3 3,138 0 0
MERCK & CO INC COM 58933Y105 13,719 179,550 SH   DFND 4 179,550 0 0
MERCURY GENL CORP NEW COM 589400100 3,787 73,235 SH   DFND 1 73,235 0 0
MERCURY GENL CORP NEW COM 589400100 98 1,900 SH   DFND 4 1,900 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 137 7,875 SH   DFND 1 7,875 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 3,529 203,263 SH   DFND 4 203,263 0 0
MERIT MED SYS INC COM 589889104 39 700 SH   DFND 4 700 0 0
MERIT MED SYS INC COM 589889104 222 3,970 SH   DFND 1 3,970 0 0
MERITAGE HOMES CORP COM 59001A102 703 19,154 SH   DFND 1 19,154 0 0
MERITOR INC COM 59001K100 1,988 117,567 SH   DFND 1 117,567 0 0
MERITOR INC COM 59001K100 4,792 283,400 SH   DFND 4 283,400 0 0
METHANEX CORP COM 59151K108 3,388 70,346 SH   DFND 1 70,346 0 0
METHANEX CORP COM 59151K108 1,065 22,100 SH   DFND 4 22,100 0 0
METLIFE INC COM 59156R108 42,887 1,044,500 SH   DFND 4 1,044,500 0 0
METLIFE INC COM 59156R108 420 10,214 SH   DFND 1 10,214 0 0
METLIFE INC COM 59156R108 5,373 130,854 SH   DFND 2 130,854 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 26,169 46,270 SH   DFND 4 46,270 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 834 1,475 SH   DFND 2 1,475 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,812 4,972 SH   DFND 1 4,972 0 0
MGIC INVT CORP WIS COM 552848103 252 24,173 SH   DFND 1 24,173 0 0
MGIC INVT CORP WIS COM 552848103 42,727 4,084,803 SH   DFND 4 4,084,803 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 17 473 SH   DFND 1 473 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 308 8,121 SH   DFND 2 8,121 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,404 63,398 SH   DFND 4 63,398 0 0
MICHAELS COS INC COM 59408Q106 3,320 245,205 SH   DFND 1 245,205 0 0
MICHAELS COS INC COM 59408Q106 1,898 140,200 SH   DFND 4 140,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 817 11,353 SH   DFND 3 11,353 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,613 50,233 SH   DFND 2 50,233 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 3,646 2,606,000 PRN   DFND 3 2,606,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 18,227 18,663,000 PRN   DFND 3 18,663,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 5,169 5,300,000 PRN   DFND 3 5,300,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,330 41,922 SH   DFND 1 41,922 0 0
MICRON TECHNOLOGY INC COM 595112103 4,031 127,049 SH   DFND 2 127,049 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 18,841 17,000,000 PRN   DFND 3 17,000,000 0 0
MICROSOFT CORP COM 594918104 1,608 15,833 SH   DFND 1 15,833 0 0
MICROSOFT CORP COM 594918104 43,935 432,560 SH   DFND 2 432,560 0 0
MICROSOFT CORP COM 594918104 28,622 281,793 SH   DFND 3 281,793 0 0
MICROSOFT CORP COM 594918104 279,513 2,751,922 SH   DFND 4 2,751,922 0 0
MICROSTRATEGY INC CL A NEW 594972408 14,027 109,800 SH   DFND 4 109,800 0 0
MICROSTRATEGY INC CL A NEW 594972408 681 5,330 SH   DFND 1 5,330 0 0
MID AMER APT CMNTYS INC COM 59522J103 5 52 SH   DFND 3 52 0 0
MID AMER APT CMNTYS INC COM 59522J103 331 3,463 SH   DFND 2 3,463 0 0
MIDDLESEX WATER CO COM 596680108 677 12,698 SH   DFND 1 12,698 0 0
MILACRON HLDGS CORP COM 59870L106 4,538 381,705 SH   DFND 4 381,705 0 0
MILLER HERMAN INC COM 600544100 3,991 131,945 SH   DFND 1 131,945 0 0
MILLER HERMAN INC COM 600544100 54 1,800 SH   DFND 4 1,800 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,212 23,610 SH   DFND 1 23,610 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,253 24,400 SH   DFND 4 24,400 0 0
MIRATI THERAPEUTICS INC COM 60468T105 772 18,200 SH   DFND 1 18,200 0 0
MKS INSTRUMENT INC COM 55306N104 149 2,300 SH   DFND 4 2,300 0 0
MKS INSTRUMENT INC COM 55306N104 1,085 16,797 SH   DFND 1 16,797 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,241 320,100 SH   DFND 4 320,100 0 0
MODERNA INC COM 60770K107 988 64,717 SH   DFND 3 64,717 0 0
MODERNA INC COM 60770K107 3,826 250,584 SH   DFND 2 250,584 0 0
MOLINA HEALTHCARE INC COM 60855R100 512 4,409 SH   DFND 1 4,409 0 0
MOLINA HEALTHCARE INC COM 60855R100 898 7,723 SH   DFND 4 7,723 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,222 57,361 SH   DFND 1 57,361 0 0
MOLSON COORS BREWING CO CL B 60871R209 0 4 SH   DFND 3 4 0 0
MOLSON COORS BREWING CO CL B 60871R209 23,778 423,400 SH   DFND 4 423,400 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,465 223,318 SH   DFND 4 223,318 0 0
MOMO INC ADR 60879B107 66,619 2,805,008 SH   DFND 4 2,805,008 0 0
MONDELEZ INTL INC CL A 609207105 3,359 83,907 SH   DFND 2 83,907 0 0
MONDELEZ INTL INC CL A 609207105 54 1,351 SH   DFND 3 1,351 0 0
MONDELEZ INTL INC CL A 609207105 1,741 43,500 SH   DFND 4 43,500 0 0
MONDELEZ INTL INC CL A 609207105 1,034 25,828 SH   DFND 1 25,828 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,737 868,422 SH   DFND 4 868,422 0 0
MONGODB INC CL A 60937P106 500 5,975 SH   DFND 1 5,975 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 286 23,100 SH   DFND 4 23,100 0 0
MONOLITHIC PWR SYS INC COM 609839105 501 4,311 SH   DFND 1 4,311 0 0
MONOLITHIC PWR SYS INC COM 609839105 8,574 73,753 SH   DFND 4 73,753 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 59 3,792 SH   DFND 1 3,792 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 993 64,000 SH   DFND 4 64,000 0 0
MONRO INC COM 610236101 3,522 51,231 SH   DFND 1 51,231 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,080 21,945 SH   DFND 2 21,945 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 12,866 261,400 SH   DFND 4 261,400 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,122 63,414 SH   DFND 1 63,414 0 0
MOODYS CORP COM 615369105 1,151 8,216 SH   DFND 2 8,216 0 0
MOOG INC CL A 615394202 3,386 43,706 SH   DFND 1 43,706 0 0
MOOG INC CL A 615394202 1,106 14,275 SH   DFND 4 14,275 0 0
MORGAN STANLEY COM NEW 617446448 8,848 223,168 SH   DFND 2 223,168 0 0
MORGAN STANLEY COM NEW 617446448 536 13,518 SH   DFND 3 13,518 0 0
MORGAN STANLEY COM NEW 617446448 274,215 6,915,885 SH   DFND 4 6,915,885 0 0
MORNINGSTAR INC COM 617700109 1,637 14,899 SH   DFND 1 14,899 0 0
MOSAIC CO NEW COM 61945C103 186 6,358 SH   DFND 1 6,358 0 0
MOSAIC CO NEW COM 61945C103 82 2,800 SH   DFND 4 2,800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 886 7,706 SH   DFND 2 7,706 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 12 103 SH   DFND 3 103 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 21,139 183,750 SH   DFND 4 183,750 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 332 2,881 SH   DFND 1 2,881 0 0
MOVADO GROUP INC COM 624580106 2,204 69,700 SH   DFND 4 69,700 0 0
MR COOPER GROUP INC COM 62482R107 4,369 374,367 SH   DFND 4 374,367 0 0
MSA SAFETY INC COM 553498106 2,434 25,820 SH   DFND 1 25,820 0 0
MSA SAFETY INC COM 553498106 160 1,700 SH   DFND 4 1,700 0 0
MSC INDL DIRECT INC CL A 553530106 3,235 42,066 SH   DFND 1 42,066 0 0
MSC INDL DIRECT INC CL A 553530106 223 2,900 SH   DFND 4 2,900 0 0
MSCI INC COM 55354G100 53,088 360,090 SH   DFND 4 360,090 0 0
MSCI INC COM 55354G100 639 4,335 SH   DFND 1 4,335 0 0
MSCI INC COM 55354G100 615 4,173 SH   DFND 2 4,173 0 0
MSG NETWORK INC CL A 553573106 5,413 229,732 SH   DFND 1 229,732 0 0
MSG NETWORK INC CL A 553573106 3,661 155,400 SH   DFND 4 155,400 0 0
MUELLER WTR PRODS INC COM SER A 624758108 3,615 397,196 SH   DFND 1 397,196 0 0
MUELLER WTR PRODS INC COM SER A 624758108 56 6,100 SH   DFND 4 6,100 0 0
MURPHY OIL CORP COM 626717102 6,238 266,687 SH   DFND 3 266,687 0 0
MURPHY USA INC COM 626755102 3,151 41,115 SH   DFND 1 41,115 0 0
MURPHY USA INC COM 626755102 11,688 152,500 SH   DFND 4 152,500 0 0
MYLAN N V SHS EURO N59465109 1,694 61,815 SH   DFND 1 61,815 0 0
MYLAN N V SHS EURO N59465109 5,965 217,700 SH   DFND 4 217,700 0 0
MYOKARDIA INC COM 62857M105 970 19,862 SH   DFND 1 19,862 0 0
MYOKARDIA INC COM 62857M105 5,548 113,554 SH   DFND 3 113,554 0 0
MYR GROUP INC DEL COM 55405W104 1,142 40,532 SH   DFND 4 40,532 0 0
NABORS INDUSTRIES LTD SHS G6359F103 381 190,392 SH   DFND 1 190,392 0 0
NANOMETRICS INC COM 630077105 2,168 79,314 SH   DFND 4 79,314 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1,620 2,700,000 PRN   DFND 3 2,700,000 0 0
NASDAQ INC COM 631103108 452 5,537 SH   DFND 2 5,537 0 0
NASDAQ INC COM 631103108 44 537 SH   DFND 3 537 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,127 16,955 SH   DFND 4 16,955 0 0
NATIONAL BEVERAGE CORP COM 635017106 5,306 73,930 SH   DFND 1 73,930 0 0
NATIONAL BEVERAGE CORP COM 635017106 8,610 119,968 SH   DFND 4 119,968 0 0
NATIONAL CINEMEDIA INC COM 635309107 82 12,672 SH   DFND 1 12,672 0 0
NATIONAL FUEL GAS CO N J COM 636180101 8,481 165,723 SH   DFND 1 165,723 0 0
NATIONAL GEN HLDGS CORP COM 636220303 276 11,400 SH   DFND 4 11,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 249 3,300 SH   DFND 4 3,300 0 0
NATIONAL INSTRS CORP COM 636518102 4,996 110,100 SH   DFND 1 110,100 0 0
NATIONAL OILWELL VARCO INC COM 637071101 447 17,386 SH   DFND 1 17,386 0 0
NATIONAL VISION HLDGS INC COM 63845R107 663 23,523 SH   DFND 1 23,523 0 0
NATIONAL VISION HLDGS INC COM 63845R107 896 31,800 SH   DFND 4 31,800 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 4,469 241,706 SH   DFND 4 241,706 0 0
NAVIENT CORPORATION COM 63938C108 2,003 227,404 SH   DFND 1 227,404 0 0
NAVIENT CORPORATION COM 63938C108 15,551 1,765,102 SH   DFND 4 1,765,102 0 0
NAVIGANT CONSULTING INC COM 63935N107 6,498 270,190 SH   DFND 4 270,190 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159143 210 64,731 SH   DFND 3 64,731 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,918 151,000 SH   DFND 1 151,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 7,392 284,849 SH   DFND 3 284,849 0 0
NCI BUILDING SYS INC COM NEW 628852204 4,487 618,916 SH   DFND 4 618,916 0 0
NCR CORP NEW COM 62886E108 18,686 809,600 SH   DFND 4 809,600 0 0
NCR CORP NEW COM 62886E108 472 20,453 SH   DFND 1 20,453 0 0
NEKTAR THERAPEUTICS COM 640268108 755 22,981 SH   DFND 1 22,981 0 0
NEKTAR THERAPEUTICS COM 640268108 102 3,100 SH   DFND 4 3,100 0 0
NELNET INC CL A 64031N108 500 9,553 SH   DFND 4 9,553 0 0
NEOGEN CORP COM 640491106 2,328 40,835 SH   DFND 1 40,835 0 0
NEOGEN CORP COM 640491106 274 4,800 SH   DFND 4 4,800 0 0
NETAPP INC COM 64110D104 2,722 45,631 SH   DFND 1 45,631 0 0
NETAPP INC COM 64110D104 48,262 808,820 SH   DFND 4 808,820 0 0
NETFLIX INC COM 64110L106 2,190 8,183 SH   DFND 1 8,183 0 0
NETFLIX INC COM 64110L106 3,709 13,857 SH   DFND 2 13,857 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 180 29,304 SH   DFND 4 29,304 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,497 90,976 SH   DFND 4 90,976 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 420 5,882 SH   DFND 3 5,882 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,276 17,867 SH   DFND 1 17,867 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,939 41,159 SH   DFND 2 41,159 0 0
NEVRO CORP COM 64157F103 868 22,308 SH   DFND 1 22,308 0 0
NEVRO CORP COM 64157F103 297 7,634 SH   DFND 4 7,634 0 0
NEVSUN RES LTD COM 64156L101 44,052 10,044,369 SH   DFND 3 10,044,369 0 0
NEW JERSEY RES COM 646025106 11,793 258,214 SH   DFND 1 258,214 0 0
NEW JERSEY RES COM 646025106 9,038 197,900 SH   DFND 4 197,900 0 0
NEW RELIC INC COM 64829B100 436 5,387 SH   DFND 1 5,387 0 0
NEW RELIC INC COM 64829B100 3,522 43,500 SH   DFND 4 43,500 0 0
NEW SR INVT GROUP INC COM 648691103 993 240,900 SH   DFND 4 240,900 0 0
NEW YORK TIMES CO CL A 650111107 459 20,590 SH   DFND 1 20,590 0 0
NEWFIELD EXPL CO COM 651290108 436 29,757 SH   DFND 1 29,757 0 0
NEWFIELD EXPL CO COM 651290108 3,954 269,700 SH   DFND 4 269,700 0 0
NEWMARK GROUP INC CL A 65158N102 686 85,500 SH   DFND 2 85,500 0 0
NEWMARKET CORP COM 651587107 173 420 SH   DFND 4 420 0 0
NEWMONT MINING CORP COM 651639106 843 24,322 SH   DFND 2 24,322 0 0
NEWMONT MINING CORP COM 651639106 17,808 513,940 SH   DFND 4 513,940 0 0
NEWS CORP NEW CL A 65249B109 2,986 263,074 SH   DFND 1 263,074 0 0
NEWS CORP NEW CL A 65249B109 101 8,900 SH   DFND 4 8,900 0 0
NEXA RES S A COM L67359106 6,823 573,364 SH   DFND 3 573,364 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 5,288 150,874 SH   DFND 4 150,874 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,768 22,479 SH   DFND 1 22,479 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,809 23,000 SH   DFND 4 23,000 0 0
NEXTERA ENERGY INC COM 65339F101 1,808 10,400 SH   DFND 2 10,400 0 0
NEXTERA ENERGY INC COM 65339F101 656 3,776 SH   DFND 3 3,776 0 0
NEXTERA ENERGY INC COM 65339F101 20,867 120,050 SH   DFND 4 120,050 0 0
NEXTERA ENERGY INC COM 65339F101 9,414 54,159 SH   DFND 1 54,159 0 0
NIC INC COM 62914B100 66 5,287 SH   DFND 1 5,287 0 0
NIC INC COM 62914B100 8,259 661,774 SH   DFND 4 661,774 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4,812 3,500,000 PRN   DFND 3 3,500,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 206 8,856 SH   DFND 1 8,856 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 236 10,100 SH   DFND 4 10,100 0 0
NIKE INC CL B 654106103 5,520 74,559 SH   DFND 3 74,559 0 0
NIKE INC CL B 654106103 26,438 356,600 SH   DFND 4 356,600 0 0
NIKE INC CL B 654106103 3,045 41,065 SH   DFND 1 41,065 0 0
NIKE INC CL B 654106103 6,274 84,626 SH   DFND 2 84,626 0 0
NOBLE CORP PLC SHS USD G65431101 2,576 983,245 SH   DFND 4 983,245 0 0
NOBLE ENERGY INC COM 655044105 509 27,134 SH   DFND 2 27,134 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 3,553 212,477 SH   DFND 1 212,477 0 0
NOODLES & CO COM CL A 65540B105 452 64,616 SH   DFND 3 64,616 0 0
NORDSON CORP COM 655663102 1,535 12,858 SH   DFND 1 12,858 0 0
NORDSTROM INC COM 655664100 1,573 33,752 SH   DFND 1 33,752 0 0
NORDSTROM INC COM 655664100 297 6,378 SH   DFND 2 6,378 0 0
NORDSTROM INC COM 655664100 550 11,800 SH   DFND 4 11,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,220 14,844 SH   DFND 2 14,844 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,852 19,076 SH   DFND 1 19,076 0 0
NORTHERN TR CORP COM 665859104 208 2,486 SH   DFND 1 2,486 0 0
NORTHERN TR CORP COM 665859104 780 9,337 SH   DFND 2 9,337 0 0
NORTHROP GRUMMAN CORP COM 666807102 6,239 25,474 SH   DFND 4 25,474 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,790 105,723 SH   DFND 1 105,723 0 0
NORTHWESTERN CORP COM NEW 668074305 13,403 225,499 SH   DFND 1 225,499 0 0
NORTHWESTERN CORP COM NEW 668074305 11,793 198,400 SH   DFND 4 198,400 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,909 45,047 SH   DFND 1 45,047 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 14,274 336,715 SH   DFND 3 336,715 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 10,458 246,700 SH   DFND 4 246,700 0 0
NOVANTA INC COM 67000B104 2,334 37,043 SH   DFND 1 37,043 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,225 2,000,000 PRN   DFND 3 2,000,000 0 0
NOVOCURE LTD ORD SHS G6674U108 468 13,984 SH   DFND 1 13,984 0 0
NRG ENERGY INC COM NEW 629377508 8,558 216,127 SH   DFND 1 216,127 0 0
NRG ENERGY INC COM NEW 629377508 50,363 1,271,792 SH   DFND 4 1,271,792 0 0
NRG ENERGY INC COM NEW 629377508 1 13 SH   DFND 3 13 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,315 54,066 SH   DFND 1 54,066 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 202 3,300 SH   DFND 4 3,300 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,946 147,065 SH   DFND 1 147,065 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 4,453 336,600 SH   DFND 4 336,600 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 12,627 14,447,000 PRN   DFND 3 14,447,000 0 0
NUCOR CORP COM 670346105 3,069 59,242 SH   DFND 1 59,242 0 0
NUCOR CORP COM 670346105 1,411 27,231 SH   DFND 2 27,231 0 0
NUCOR CORP COM 670346105 1,368 26,396 SH   DFND 3 26,396 0 0
NUTRI SYS INC NEW COM 67069D108 18,978 432,500 SH   DFND 4 432,500 0 0
NUVASIVE INC COM 670704105 2,775 56,000 SH   DFND 4 56,000 0 0
NUVASIVE INC COM 670704105 4,293 86,618 SH   DFND 1 86,618 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 13,427 12,800,000 PRN   DFND 3 12,800,000 0 0
NUVECTRA CORP COM 67075N108 3,248 198,769 SH   DFND 4 198,769 0 0
NVE CORP COM NEW 629445206 1,989 22,725 SH   DFND 4 22,725 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,173 96,723 SH   DFND 1 96,723 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,195 53,200 SH   DFND 4 53,200 0 0
NVIDIA CORP COM 67066G104 2,344 17,557 SH   DFND 2 17,557 0 0
NVIDIA CORP COM 67066G104 662 4,961 SH   DFND 3 4,961 0 0
NVIDIA CORP COM 67066G104 13 100 SH   DFND 4 100 0 0
NVR INC COM 62944T105 13,391 5,495 SH   DFND 4 5,495 0 0
NVR INC COM 62944T105 5,183 2,127 SH   DFND 1 2,127 0 0
NVR INC COM 62944T105 487 200 SH   DFND 2 200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 19,492 266,000 SH   DFND 4 266,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,566 75,952 SH   DFND 3 75,952 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,569 21,413 SH   DFND 1 21,413 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 13,888 13,790,000 PRN   DFND 3 13,790,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 4,919 171,843 SH   DFND 1 171,843 0 0
NXSTAGE MEDICAL INC COM 67072V103 6,869 240,000 SH   DFND 3 240,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,358 6,850 SH   DFND 1 6,850 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,273 6,602 SH   DFND 2 6,602 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 33 95 SH   DFND 3 95 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,434 7,070 SH   DFND 4 7,070 0 0
OASIS PETE INC NEW COM 674215108 261 47,185 SH   DFND 1 47,185 0 0
OASIS PETE INC NEW COM 674215108 1,405 254,000 SH   DFND 4 254,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,105 50,579 SH   DFND 1 50,579 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,871 63,073 SH   DFND 2 63,073 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,992 48,750 SH   DFND 4 48,750 0 0
OCULAR THERAPEUTIX INC COM 67576A100 4,726 1,187,508 SH   DFND 3 1,187,508 0 0
OCWEN FINL CORP COM NEW 675746309 3,872 2,889,858 SH   DFND 3 2,889,858 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 365 109,690 SH   DFND 2 109,690 0 0
OFG BANCORP COM 67103X102 9,019 547,937 SH   DFND 4 547,937 0 0
OGE ENERGY CORP COM 670837103 12,197 311,234 SH   DFND 1 311,234 0 0
OGE ENERGY CORP COM 670837103 1,184 30,200 SH   DFND 4 30,200 0 0
OKTA INC CL A 679295105 870 13,633 SH   DFND 1 13,633 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,292 10,458 SH   DFND 1 10,458 0 0
OLD REP INTL CORP COM 680223104 1,473 71,600 SH   DFND 4 71,600 0 0
OLD REP INTL CORP COM 680223104 3,569 173,510 SH   DFND 1 173,510 0 0
OLD SECOND BANCORP INC ILL COM 680277100 664 51,041 SH   DFND 4 51,041 0 0
OLIN CORP COM PAR $1 680665205 2,807 139,600 SH   DFND 4 139,600 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,232 33,552 SH   DFND 1 33,552 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,317 19,800 SH   DFND 4 19,800 0 0
OMNICOM GROUP INC COM 681919106 3,430 46,828 SH   DFND 1 46,828 0 0
OMNICOM GROUP INC COM 681919106 3,156 43,092 SH   DFND 3 43,092 0 0
OMNICOM GROUP INC COM 681919106 43,109 588,600 SH   DFND 4 588,600 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,169 432,275 SH   DFND 4 432,275 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,129 68,368 SH   DFND 1 68,368 0 0
ON SEMICONDUCTOR CORP COM 682189105 315 19,100 SH   DFND 4 19,100 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,919 5,376,000 PRN   DFND 3 5,376,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 8,197 7,655,000 PRN   DFND 3 7,655,000 0 0
ONE GAS INC COM 68235P108 7,900 99,247 SH   DFND 1 99,247 0 0
ONE GAS INC COM 68235P108 199 2,500 SH   DFND 4 2,500 0 0
ONEOK INC NEW COM 682680103 1,584 29,362 SH   DFND 1 29,362 0 0
ONEOK INC NEW COM 682680103 7,945 147,270 SH   DFND 3 147,270 0 0
ONEOK INC NEW COM 682680103 38 700 SH   DFND 4 700 0 0
OOMA INC COM 683416101 404 29,100 SH   DFND 4 29,100 0 0
OPEN TEXT CORP COM 683715106 2,283 70,020 SH   DFND 1 70,020 0 0
OPEN TEXT CORP COM 683715106 6,663 204,500 SH   DFND 4 204,500 0 0
OPKO HEALTH INC COM 68375N103 762 253,004 SH   DFND 1 253,004 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 7,702 301,458 SH   DFND 4 301,458 0 0
ORACLE CORP COM 68389X105 230,886 5,113,750 SH   DFND 4 5,113,750 0 0
ORACLE CORP COM 68389X105 817 18,086 SH   DFND 3 18,086 0 0
ORACLE CORP COM 68389X105 7,850 173,860 SH   DFND 2 173,860 0 0
ORACLE CORP COM 68389X105 4,520 100,116 SH   DFND 1 100,116 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 111 9,525 SH   DFND 1 9,525 0 0
ORBOTECH LTD ORD M75253100 1,758 31,093 SH   DFND 1 31,093 0 0
ORION ENGINEERED CARBONS S A COM L72967109 5,995 237,144 SH   DFND 1 237,144 0 0
ORION ENGINEERED CARBONS S A COM L72967109 18,262 722,389 SH   DFND 4 722,389 0 0
ORTHOFIX MED INC COM 68752M108 136 2,596 SH   DFND 1 2,596 0 0
ORTHOFIX MED INC COM 68752M108 11,828 225,342 SH   DFND 4 225,342 0 0
OSHKOSH CORP COM 688239201 2,298 37,489 SH   DFND 1 37,489 0 0
OTONOMY INC COM 68906L105 273 147,740 SH   DFND 4 147,740 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 630 379,648 SH   DFND 4 379,648 0 0
OWENS & MINOR INC NEW COM 690732102 70 11,017 SH   DFND 1 11,017 0 0
OWENS & MINOR INC NEW COM 690732102 343 54,222 SH   DFND 4 54,222 0 0
OWENS CORNING NEW COM 690742101 1,793 40,765 SH   DFND 1 40,765 0 0
OWENS CORNING NEW COM 690742101 266 6,037 SH   DFND 2 6,037 0 0
OWENS CORNING NEW COM 690742101 388 8,829 SH   DFND 4 8,829 0 0
OWENS ILL INC COM NEW 690768403 172 10,000 SH   DFND 4 10,000 0 0
OWENS RLTY MTG INC COM 690828108 4,493 239,143 SH   DFND 3 239,143 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 2,217 173,443 SH   DFND 3 173,443 0 0
PACCAR INC COM 693718108 1,760 30,799 SH   DFND 1 30,799 0 0
PACCAR INC COM 693718108 1,143 20,000 SH   DFND 2 20,000 0 0
PACIFIC PREMIER BANCORP COM 69478X105 780 30,550 SH   DFND 1 30,550 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 540 12,551 SH   DFND 1 12,551 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 72 1,666 SH   DFND 4 1,666 0 0
PACKAGING CORP AMER COM 695156109 1,578 18,905 SH   DFND 1 18,905 0 0
PACKAGING CORP AMER COM 695156109 383 4,584 SH   DFND 2 4,584 0 0
PACKAGING CORP AMER COM 695156109 484 5,800 SH   DFND 4 5,800 0 0
PALO ALTO NETWORKS INC COM 697435105 320 1,699 SH   DFND 1 1,699 0 0
PALO ALTO NETWORKS INC COM 697435105 2,989 15,868 SH   DFND 2 15,868 0 0
PALO ALTO NETWORKS INC COM 697435105 421 2,235 SH   DFND 3 2,235 0 0
PALO ALTO NETWORKS INC COM 697435105 11,197 59,450 SH   DFND 4 59,450 0 0
PAN AMERICAN SILVER CORP COM 697900108 276 18,894 SH   DFND 1 18,894 0 0
PANDORA MEDIA INC COM 698354107 375 46,341 SH   DFND 1 46,341 0 0
PANDORA MEDIA INC COM 698354107 17,161 2,121,202 SH   DFND 3 2,121,202 0 0
PAPA JOHNS INTL INC COM 698813102 682 17,131 SH   DFND 1 17,131 0 0
PARAMOUNT GROUP INC COM 69924R108 44,346 3,530,724 SH   DFND 4 3,530,724 0 0
PARKER HANNIFIN CORP COM 701094104 5,472 36,689 SH   DFND 2 36,689 0 0
PARKER HANNIFIN CORP COM 701094104 2,176 14,595 SH   DFND 1 14,595 0 0
PARSLEY ENERGY INC CL A 701877102 2,284 142,952 SH   DFND 1 142,952 0 0
PARTY CITY HOLDCO INC COM 702149105 48 4,764 SH   DFND 3 4,764 0 0
PARTY CITY HOLDCO INC COM 702149105 108 10,800 SH   DFND 4 10,800 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 8,617 462,768 SH   DFND 1 462,768 0 0
PATTERSON COMPANIES INC COM 703395103 4,486 228,195 SH   DFND 1 228,195 0 0
PATTERSON COMPANIES INC COM 703395103 0 19 SH   DFND 3 19 0 0
PATTERSON COMPANIES INC COM 703395103 1,374 69,880 SH   DFND 4 69,880 0 0
PAYCHEX INC COM 704326107 590 9,063 SH   DFND 3 9,063 0 0
PAYCHEX INC COM 704326107 952 14,616 SH   DFND 2 14,616 0 0
PAYCHEX INC COM 704326107 3,383 51,929 SH   DFND 1 51,929 0 0
PAYCHEX INC COM 704326107 20,086 308,300 SH   DFND 4 308,300 0 0
PAYCOM SOFTWARE INC COM 70432V102 387 3,156 SH   DFND 1 3,156 0 0
PAYCOM SOFTWARE INC COM 70432V102 98 800 SH   DFND 4 800 0 0
PAYLOCITY HLDG CORP COM 70438V106 1,659 27,545 SH   DFND 1 27,545 0 0
PAYLOCITY HLDG CORP COM 70438V106 5,598 92,979 SH   DFND 4 92,979 0 0
PAYPAL HLDGS INC COM 70450Y103 1,464 17,402 SH   DFND 1 17,402 0 0
PAYPAL HLDGS INC COM 70450Y103 19,294 229,440 SH   DFND 2 229,440 0 0
PAYPAL HLDGS INC COM 70450Y103 6,202 73,752 SH   DFND 3 73,752 0 0
PAYPAL HLDGS INC COM 70450Y103 109 1,300 SH   DFND 4 1,300 0 0
PBF ENERGY INC CL A 69318G106 10,944 335,000 SH   DFND 4 335,000 0 0
PBF ENERGY INC CL A 69318G106 1,752 53,624 SH   DFND 1 53,624 0 0
PDC ENERGY INC COM 69327R101 601 20,197 SH   DFND 1 20,197 0 0
PDL BIOPHARMA INC COM 69329Y104 124 42,700 SH   DFND 4 42,700 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,473 81,125 SH   DFND 1 81,125 0 0
PEABODY ENERGY CORP NEW COM 704551100 9,718 318,824 SH   DFND 3 318,824 0 0
PEABODY ENERGY CORP NEW COM 704551100 10,102 331,419 SH   DFND 4 331,419 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 6,670 235,600 SH   DFND 4 235,600 0 0
PEGASYSTEMS INC COM 705573103 250 5,223 SH   DFND 1 5,223 0 0
PEGASYSTEMS INC COM 705573103 464 9,700 SH   DFND 4 9,700 0 0
PEMBINA PIPELINE CORP COM 706327103 1,750 58,994 SH   DFND 1 58,994 0 0
PENN NATL GAMING INC COM 707569109 2,504 133,000 SH   DFND 4 133,000 0 0
PENN VA CORP NEW COM 70788V102 2,279 42,162 SH   DFND 3 42,162 0 0
PENNEY J C INC COM 708160106 56 53,500 SH   DFND 4 53,500 0 0
PENNYMAC FINL SVCS INC COM 70932M107 3,583 168,534 SH   DFND 4 168,534 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 892 22,110 SH   DFND 1 22,110 0 0
PENTAIR PLC SHS G7S00T104 4,408 116,658 SH   DFND 1 116,658 0 0
PENTAIR PLC SHS G7S00T104 12,044 318,800 SH   DFND 4 318,800 0 0
PENUMBRA INC COM 70975L107 252 2,064 SH   DFND 1 2,064 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,672 185,152 SH   DFND 1 185,152 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 205 14,203 SH   DFND 2 14,203 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1 42 SH   DFND 3 42 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 896 62,100 SH   DFND 4 62,100 0 0
PEPSICO INC COM 713448108 14,371 130,077 SH   DFND 3 130,077 0 0
PEPSICO INC COM 713448108 35,902 324,968 SH   DFND 4 324,968 0 0
PEPSICO INC COM 713448108 90 815 SH   DFND 2 815 0 0
PEPSICO INC COM 713448108 2,981 26,978 SH   DFND 1 26,978 0 0
PERFICIENT INC COM 71375U101 2,382 107,000 SH   DFND 4 107,000 0 0
PERFICIENT INC COM 71375U101 66 2,973 SH   DFND 1 2,973 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 5,205 161,308 SH   DFND 1 161,308 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 5,591 173,260 SH   DFND 3 173,260 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 13,173 408,203 SH   DFND 4 408,203 0 0
PERKINELMER INC COM 714046109 3,099 39,455 SH   DFND 1 39,455 0 0
PERRIGO CO PLC SHS G97822103 884 22,800 SH   DFND 4 22,800 0 0
PERSPECTA INC COM 715347100 3,334 193,577 SH   DFND 1 193,577 0 0
PERSPECTA INC COM 715347100 579 33,645 SH   DFND 3 33,645 0 0
PERSPECTA INC COM 715347100 7,468 433,664 SH   DFND 4 433,664 0 0
PETMED EXPRESS INC COM 716382106 2 100 SH   DFND 3 100 0 0
PETMED EXPRESS INC COM 716382106 4,488 192,963 SH   DFND 4 192,963 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 542 8,800 SH   DFND 4 8,800 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,480 127,728 SH   DFND 4 127,728 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 11,308 869,200 SH   DFND 4 869,200 0 0
PFENEX INC COM 717071104 236 73,854 SH   DFND 4 73,854 0 0
PFIZER INC COM 717081103 4,630 106,049 SH   DFND 1 106,049 0 0
PFIZER INC COM 717081103 13,923 318,958 SH   DFND 2 318,958 0 0
PFIZER INC COM 717081103 227 5,199 SH   DFND 3 5,199 0 0
PFIZER INC COM 717081103 7,835 179,500 SH   DFND 4 179,500 0 0
PG&E CORP COM 69331C108 13,915 585,885 SH   DFND 4 585,885 0 0
PG&E CORP COM 69331C108 660 27,805 SH   DFND 2 27,805 0 0
PG&E CORP COM 69331C108 270 11,352 SH   DFND 3 11,352 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 5,080 157,958 SH   DFND 4 157,958 0 0
PHILIP MORRIS INTL INC COM 718172109 5,948 89,102 SH   DFND 2 89,102 0 0
PHILIP MORRIS INTL INC COM 718172109 19,144 286,757 SH   DFND 3 286,757 0 0
PHILIP MORRIS INTL INC COM 718172109 4,440 66,500 SH   DFND 4 66,500 0 0
PHILIP MORRIS INTL INC COM 718172109 5,677 85,044 SH   DFND 1 85,044 0 0
PHILLIPS 66 COM 718546104 2,732 31,714 SH   DFND 1 31,714 0 0
PHILLIPS 66 COM 718546104 2,909 33,770 SH   DFND 2 33,770 0 0
PHILLIPS 66 COM 718546104 0 1 SH   DFND 3 1 0 0
PHILLIPS 66 COM 718546104 3,636 42,200 SH   DFND 4 42,200 0 0
PHOTRONICS INC COM 719405102 1,540 159,100 SH   DFND 4 159,100 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 7,350 7,000,000 PRN   DFND 3 7,000,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 4,480 262,900 SH   DFND 4 262,900 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 40 15,200 SH   DFND 4 15,200 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,228 208,094 SH   DFND 1 208,094 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 366 23,600 SH   DFND 4 23,600 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 205 2,157 SH   DFND 1 2,157 0 0
PINNACLE WEST CAP CORP COM 723484101 10,102 118,561 SH   DFND 1 118,561 0 0
PINNACLE WEST CAP CORP COM 723484101 1 12 SH   DFND 3 12 0 0
PINNACLE WEST CAP CORP COM 723484101 16,563 194,400 SH   DFND 4 194,400 0 0
PIONEER NAT RES CO COM 723787107 159 1,209 SH   DFND 1 1,209 0 0
PIONEER NAT RES CO COM 723787107 2,104 15,994 SH   DFND 2 15,994 0 0
PIONEER NAT RES CO COM 723787107 8,124 61,773 SH   DFND 3 61,773 0 0
PITNEY BOWES INC COM 724479100 1,964 332,400 SH   DFND 4 332,400 0 0
PITNEY BOWES INC COM 724479100 1,860 314,667 SH   DFND 1 314,667 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 344 21,067 SH   DFND 1 21,067 0 0
PLANET FITNESS INC CL A 72703H101 27 500 SH   DFND 4 500 0 0
PLANET FITNESS INC CL A 72703H101 965 17,989 SH   DFND 1 17,989 0 0
PLEXUS CORP COM 729132100 2,090 40,909 SH   DFND 1 40,909 0 0
PLURALSIGHT INC COM CL A 72941B106 568 24,157 SH   DFND 1 24,157 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,821 15,579 SH   DFND 1 15,579 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,142 26,878 SH   DFND 2 26,878 0 0
PNC FINL SVCS GROUP INC COM 693475105 15,678 134,100 SH   DFND 4 134,100 0 0
PNM RES INC COM 69349H107 6,930 168,640 SH   DFND 1 168,640 0 0
PNM RES INC COM 69349H107 682 16,600 SH   DFND 4 16,600 0 0
POLYONE CORP COM 73179P106 618 21,600 SH   DFND 4 21,600 0 0
POOL CORPORATION COM 73278L105 1,969 13,244 SH   DFND 1 13,244 0 0
POOL CORPORATION COM 73278L105 16,500 111,000 SH   DFND 4 111,000 0 0
POPULAR INC COM NEW 733174700 5,001 105,920 SH   DFND 1 105,920 0 0
POPULAR INC COM NEW 733174700 18,902 400,300 SH   DFND 4 400,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 10,829 236,182 SH   DFND 1 236,182 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 27,450 598,700 SH   DFND 4 598,700 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 760 38,936 SH   DFND 1 38,936 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 12 600 SH   DFND 4 600 0 0
POST HLDGS INC COM 737446104 3,256 36,536 SH   DFND 1 36,536 0 0
POST HLDGS INC COM 737446104 5,161 57,900 SH   DFND 4 57,900 0 0
POTBELLY CORP COM 73754Y100 1,095 136,039 SH   DFND 4 136,039 0 0
PPG INDS INC COM 693506107 2,306 22,556 SH   DFND 2 22,556 0 0
PPG INDS INC COM 693506107 2,119 20,728 SH   DFND 1 20,728 0 0
PPL CORP COM 69351T106 235 8,300 SH   DFND 4 8,300 0 0
PPL CORP COM 69351T106 1,545 54,532 SH   DFND 1 54,532 0 0
PPL CORP COM 69351T106 1 51 SH   DFND 3 51 0 0
PRA HEALTH SCIENCES INC COM 69354M108 3,206 34,867 SH   DFND 1 34,867 0 0
PRA HEALTH SCIENCES INC COM 69354M108 543 5,900 SH   DFND 4 5,900 0 0
PREMIER INC CL A 74051N102 6,883 184,278 SH   DFND 1 184,278 0 0
PREMIER INC CL A 74051N102 187 5,000 SH   DFND 4 5,000 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,806 90,867 SH   DFND 1 90,867 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 9,167 296,856 SH   DFND 4 296,856 0 0
PRETIUM RES INC COM 74139C102 2,583 305,688 SH   DFND 3 305,688 0 0
PRICE T ROWE GROUP INC COM 74144T108 494 5,348 SH   DFND 2 5,348 0 0
PRICE T ROWE GROUP INC COM 74144T108 625 6,774 SH   DFND 1 6,774 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 15,674 11,600,000 PRN   DFND 3 11,600,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,572 5,050,000 PRN   DFND 3 5,050,000 0 0
PRIMERICA INC COM 74164M108 9,613 98,380 SH   DFND 4 98,380 0 0
PRIMO WTR CORP COM 74165N105 932 66,520 SH   DFND 4 66,520 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,802 108,720 SH   DFND 1 108,720 0 0
PROASSURANCE CORP COM 74267C106 2,086 51,449 SH   DFND 1 51,449 0 0
PROASSURANCE CORP COM 74267C106 110 2,700 SH   DFND 4 2,700 0 0
PROCTER AND GAMBLE CO COM 742718109 1,642 17,859 SH   DFND 1 17,859 0 0
PROCTER AND GAMBLE CO COM 742718109 305 3,315 SH   DFND 2 3,315 0 0
PROCTER AND GAMBLE CO COM 742718109 457 4,975 SH   DFND 3 4,975 0 0
PROCTER AND GAMBLE CO COM 742718109 258,695 2,814,346 SH   DFND 4 2,814,346 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,555 72,008 SH   DFND 1 72,008 0 0
PROGRESS SOFTWARE CORP COM 743312100 30,863 869,618 SH   DFND 4 869,618 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,712 28,377 SH   DFND 2 28,377 0 0
PROGRESSIVE CORP OHIO COM 743315103 164 2,720 SH   DFND 3 2,720 0 0
PROGRESSIVE CORP OHIO COM 743315103 597 9,900 SH   DFND 4 9,900 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,343 38,834 SH   DFND 1 38,834 0 0
PROLOGIS INC COM 74340W103 1,623 27,645 SH   DFND 2 27,645 0 0
PROLOGIS INC COM 74340W103 178 3,023 SH   DFND 3 3,023 0 0
PROLOGIS INC COM 74340W103 35 600 SH   DFND 4 600 0 0
PROOFPOINT INC COM 743424103 573 6,833 SH   DFND 1 6,833 0 0
PROOFPOINT INC COM 743424103 578 6,900 SH   DFND 4 6,900 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 3,236 3,000,000 PRN   DFND 3 3,000,000 0 0
PROSHARES TR II SHT VIX ST TRM 74347W130 1,556 36,792 SH   DFND 3 36,792 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 143 22,600 SH   DFND 3 22,600 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,541 244,289 SH   DFND 1 244,289 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 740 750,000 PRN   DFND 3 750,000 0 0
PROTHENA CORP PLC SHS G72800108 1,299 126,074 SH   DFND 4 126,074 0 0
PROTO LABS INC COM 743713109 237 2,100 SH   DFND 4 2,100 0 0
PROVIDENCE SVC CORP COM 743815102 136 2,258 SH   DFND 1 2,258 0 0
PROVIDENCE SVC CORP COM 743815102 870 14,500 SH   DFND 4 14,500 0 0
PRUDENTIAL FINL INC COM 744320102 1,107 13,575 SH   DFND 1 13,575 0 0
PRUDENTIAL FINL INC COM 744320102 1,336 16,387 SH   DFND 2 16,387 0 0
PRUDENTIAL FINL INC COM 744320102 55,552 681,200 SH   DFND 4 681,200 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 23,048 175,941 SH   DFND 4 175,941 0 0
PTC INC COM 69370C100 183 2,210 SH   DFND 1 2,210 0 0
PTC INC COM 69370C100 116 1,400 SH   DFND 4 1,400 0 0
PTC THERAPEUTICS INC COM 69366J200 297 8,653 SH   DFND 3 8,653 0 0
PTC THERAPEUTICS INC COM 69366J200 3,351 97,654 SH   DFND 4 97,654 0 0
PTC THERAPEUTICS INC COM 69366J200 1,673 48,750 SH   DFND 2 48,750 0 0
PUBLIC STORAGE COM 74460D109 1,634 8,075 SH   DFND 2 8,075 0 0
PUBLIC STORAGE COM 74460D109 1,115 5,510 SH   DFND 3 5,510 0 0
PUBLIC STORAGE COM 74460D109 162 800 SH   DFND 4 800 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,037 135,192 SH   DFND 1 135,192 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 825 15,853 SH   DFND 2 15,853 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 371 7,124 SH   DFND 3 7,124 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,048 20,130 SH   DFND 4 20,130 0 0
PULTE GROUP INC COM 745867101 2,940 113,089 SH   DFND 1 113,089 0 0
PULTE GROUP INC COM 745867101 2,365 91,000 SH   DFND 4 91,000 0 0
PULTE GROUP INC COM 745867101 230 8,847 SH   DFND 3 8,847 0 0
PULTE GROUP INC COM 745867101 409 15,734 SH   DFND 2 15,734 0 0
PURE STORAGE INC CL A 74624M102 292 18,176 SH   DFND 1 18,176 0 0
PVH CORP COM 693656100 723 7,782 SH   DFND 1 7,782 0 0
PVH CORP COM 693656100 419 4,511 SH   DFND 2 4,511 0 0
PVH CORP COM 693656100 16 171 SH   DFND 3 171 0 0
PVH CORP COM 693656100 566 6,090 SH   DFND 4 6,090 0 0
PYXUS INTL INC COM 74737V106 80 6,753 SH   DFND 3 6,753 0 0
PYXUS INTL INC COM 74737V106 66 5,594 SH   DFND 4 5,594 0 0
QEP RES INC COM 74733V100 3,271 581,047 SH   DFND 3 581,047 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 3,600 3,000,000 PRN   DFND 3 3,000,000 0 0
QIAGEN NV SHS NEW N72482123 3,579 103,899 SH   DFND 1 103,899 0 0
QIAGEN NV SHS NEW N72482123 4,520 131,200 SH   DFND 4 131,200 0 0
QORVO INC COM 74736K101 325 5,354 SH   DFND 1 5,354 0 0
QTS RLTY TR INC COM CL A 74736A103 26,869 725,199 SH   DFND 4 725,199 0 0
QUAD / GRAPHICS INC COM CL A 747301109 4,377 355,294 SH   DFND 4 355,294 0 0
QUALCOMM INC COM 747525103 663 11,654 SH   DFND 1 11,654 0 0
QUALCOMM INC COM 747525103 13,991 245,852 SH   DFND 2 245,852 0 0
QUALCOMM INC COM 747525103 9,768 171,634 SH   DFND 3 171,634 0 0
QUALYS INC COM 74758T303 321 4,300 SH   DFND 1 4,300 0 0
QUALYS INC COM 74758T303 142 1,900 SH   DFND 4 1,900 0 0
QUANTA SVCS INC COM 74762E102 5,748 190,957 SH   DFND 4 190,957 0 0
QUANTA SVCS INC COM 74762E102 158 5,262 SH   DFND 1 5,262 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 327 22,786 SH   DFND 4 22,786 0 0
QUEST DIAGNOSTICS INC COM 74834L100 7,381 88,628 SH   DFND 1 88,628 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,534 18,424 SH   DFND 2 18,424 0 0
QUEST DIAGNOSTICS INC COM 74834L100 323 3,883 SH   DFND 3 3,883 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,848 34,200 SH   DFND 4 34,200 0 0
QURATE RETAIL INC COM SER A 74915M100 3,168 162,339 SH   DFND 1 162,339 0 0
RA PHARMACEUTICALS INC COM 74933V108 2,209 121,359 SH   DFND 2 121,359 0 0
RA PHARMACEUTICALS INC COM 74933V108 331 18,204 SH   DFND 3 18,204 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,236 67,918 SH   DFND 4 67,918 0 0
RADIAN GROUP INC COM 750236101 401 24,516 SH   DFND 1 24,516 0 0
RADIAN GROUP INC COM 750236101 49,595 3,031,457 SH   DFND 4 3,031,457 0 0
RADIUS HEALTH INC COM NEW 750469207 6,625 401,762 SH   DFND 3 401,762 0 0
RADNET INC COM 750491102 130 12,765 SH   DFND 1 12,765 0 0
RADNET INC COM 750491102 61 6,000 SH   DFND 4 6,000 0 0
RALPH LAUREN CORP CL A 751212101 2,250 21,748 SH   DFND 1 21,748 0 0
RALPH LAUREN CORP CL A 751212101 2,461 23,785 SH   DFND 2 23,785 0 0
RALPH LAUREN CORP CL A 751212101 212 2,053 SH   DFND 3 2,053 0 0
RALPH LAUREN CORP CL A 751212101 445 4,300 SH   DFND 4 4,300 0 0
RAMACO RES INC COM 75134P303 684 138,147 SH   DFND 2 138,147 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1,737 2,000,000 PRN   DFND 3 2,000,000 0 0
RANDGOLD RES LTD ADR 752344309 38,560 465,193 SH   DFND 3 465,193 0 0
RANGE RES CORP COM 75281A109 90 9,428 SH   DFND 2 9,428 0 0
RANGE RES CORP COM 75281A109 4,503 470,479 SH   DFND 3 470,479 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,263 16,971 SH   DFND 1 16,971 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,344 58,378 SH   DFND 3 58,378 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 429 5,769 SH   DFND 2 5,769 0 0
RAYTHEON CO COM NEW 755111507 4,397 28,670 SH   DFND 1 28,670 0 0
RAYTHEON CO COM NEW 755111507 339 2,208 SH   DFND 3 2,208 0 0
RAYTHEON CO COM NEW 755111507 25,212 164,409 SH   DFND 4 164,409 0 0
RBC BEARINGS INC COM 75524B104 767 5,855 SH   DFND 1 5,855 0 0
REALTY INCOME CORP COM 756109104 946 15,000 SH   DFND 2 15,000 0 0
REALTY INCOME CORP COM 756109104 750 11,894 SH   DFND 3 11,894 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 3,922 69,900 SH   DFND 3 69,900 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 22 400 SH   DFND 4 400 0 0
RED HAT INC COM 756577102 40,190 228,821 SH   DFND 3 228,821 0 0
RED HAT INC COM 756577102 18,788 106,967 SH   DFND 4 106,967 0 0
RED HAT INC COM 756577102 1,756 10,000 SH   DFND 2 10,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,319 49,350 SH   DFND 4 49,350 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,470 55,042 SH   DFND 3 55,042 0 0
REGAL BELOIT CORP COM 758750103 3,046 43,492 SH   DFND 1 43,492 0 0
REGAL BELOIT CORP COM 758750103 6,746 96,300 SH   DFND 4 96,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 525 1,407 SH   DFND 1 1,407 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,594 4,269 SH   DFND 2 4,269 0 0
REGENXBIO INC COM 75901B107 417 9,929 SH   DFND 1 9,929 0 0
REGENXBIO INC COM 75901B107 1,733 41,310 SH   DFND 4 41,310 0 0
REGIONAL MGMT CORP COM 75902K106 4,802 199,688 SH   DFND 4 199,688 0 0
REGIONS FINL CORP NEW COM 7591EP100 857 64,014 SH   DFND 2 64,014 0 0
REGIONS FINL CORP NEW COM 7591EP100 803 60,014 SH   DFND 1 60,014 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 15,636 111,500 SH   DFND 4 111,500 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 4,938 35,217 SH   DFND 1 35,217 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,363 33,193 SH   DFND 1 33,193 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 57 800 SH   DFND 4 800 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,090 15,632 SH   DFND 1 15,632 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,310 9,800 SH   DFND 4 9,800 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 14,521 565,029 SH   DFND 4 565,029 0 0
RENT A CTR INC NEW COM 76009N100 7,577 468,053 SH   DFND 3 468,053 0 0
RENT A CTR INC NEW COM 76009N100 162 10,000 SH   DFND 4 10,000 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 9,512 5,575,000 PRN   DFND 3 5,575,000 0 0
REPUBLIC BANCORP KY CL A 760281204 3,280 84,720 SH   DFND 4 84,720 0 0
REPUBLIC SVCS INC COM 760759100 6,069 84,177 SH   DFND 1 84,177 0 0
REPUBLIC SVCS INC COM 760759100 1,248 17,305 SH   DFND 3 17,305 0 0
REPUBLIC SVCS INC COM 760759100 10,067 139,650 SH   DFND 4 139,650 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,016 98,121 SH   DFND 1 98,121 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 0 1 SH   DFND 2 1 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2 84 SH   DFND 3 84 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 3,985 193,900 SH   DFND 4 193,900 0 0
RESMED INC COM 761152107 6,728 59,090 SH   DFND 1 59,090 0 0
RESMED INC COM 761152107 114 998 SH   DFND 3 998 0 0
RESMED INC COM 761152107 18,766 164,800 SH   DFND 4 164,800 0 0
RESOLUTE FST PRODS INC COM 76117W109 3,446 434,494 SH   DFND 4 434,494 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 324 6,200 SH   DFND 4 6,200 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 265 5,059 SH   DFND 3 5,059 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,064 58,571 SH   DFND 1 58,571 0 0
RETAIL PPTYS AMER INC CL A 76131V202 4,880 449,800 SH   DFND 4 449,800 0 0
RETROPHIN INC COM 761299106 1,462 64,612 SH   DFND 4 64,612 0 0
REXFORD INDL RLTY INC COM 76169C100 545 18,500 SH   DFND 4 18,500 0 0
REXNORD CORP NEW COM 76169B102 2,444 106,531 SH   DFND 1 106,531 0 0
REXNORD CORP NEW COM 76169B102 379 16,500 SH   DFND 4 16,500 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,194 67,046 SH   DFND 1 67,046 0 0
RLI CORP COM 749607107 2,813 40,774 SH   DFND 1 40,774 0 0
RLJ LODGING TR COM 74965L101 231 14,100 SH   DFND 4 14,100 0 0
ROBERT HALF INTL INC COM 770323103 5,760 100,700 SH   DFND 4 100,700 0 0
ROBERT HALF INTL INC COM 770323103 4,701 82,190 SH   DFND 1 82,190 0 0
ROBERT HALF INTL INC COM 770323103 312 5,456 SH   DFND 2 5,456 0 0
ROCKWELL AUTOMATION INC COM 773903109 56,565 375,900 SH   DFND 4 375,900 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,757 24,963 SH   DFND 1 24,963 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,010 20,000 SH   DFND 3 20,000 0 0
ROCKY BRANDS INC COM 774515100 4,489 172,642 SH   DFND 4 172,642 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,990 155,873 SH   DFND 1 155,873 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 238,268 4,651,614 SH   DFND 4 4,651,614 0 0
ROKU INC COM CL A 77543R102 1,664 54,295 SH   DFND 1 54,295 0 0
ROLLINS INC COM 775711104 575 15,912 SH   DFND 1 15,912 0 0
ROLLINS INC COM 775711104 258 7,156 SH   DFND 3 7,156 0 0
ROPER TECHNOLOGIES INC COM 776696106 231 866 SH   DFND 3 866 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,926 7,228 SH   DFND 1 7,228 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,214 4,554 SH   DFND 2 4,554 0 0
ROSETTA STONE INC COM 777780107 710 43,278 SH   DFND 4 43,278 0 0
ROSS STORES INC COM 778296103 4,279 51,423 SH   DFND 1 51,423 0 0
ROSS STORES INC COM 778296103 3,429 41,209 SH   DFND 2 41,209 0 0
ROSS STORES INC COM 778296103 68 815 SH   DFND 3 815 0 0
ROSS STORES INC COM 778296103 30,426 365,700 SH   DFND 4 365,700 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,168 17,045 SH   DFND 1 17,045 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 32,975 481,990 SH   DFND 4 481,990 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 657 6,714 SH   DFND 1 6,714 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 912 9,325 SH   DFND 2 9,325 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 420 4,300 SH   DFND 4 4,300 0 0
ROYAL GOLD INC COM 780287108 149 1,740 SH   DFND 4 1,740 0 0
ROYAL GOLD INC COM 780287108 1,079 12,592 SH   DFND 1 12,592 0 0
RPM INTL INC COM 749685103 2,499 42,508 SH   DFND 1 42,508 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 761 37,181 SH   DFND 4 37,181 0 0
RUSH ENTERPRISES INC CL A 781846209 1,959 56,807 SH   DFND 4 56,807 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 8,365 368,010 SH   DFND 4 368,010 0 0
RYDER SYS INC COM 783549108 337 7,000 SH   DFND 4 7,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 33,857 507,681 SH   DFND 4 507,681 0 0
S&P GLOBAL INC COM 78409V104 1,280 7,533 SH   DFND 1 7,533 0 0
S&P GLOBAL INC COM 78409V104 1,080 6,354 SH   DFND 2 6,354 0 0
S&P GLOBAL INC COM 78409V104 48,246 283,900 SH   DFND 4 283,900 0 0
SABRE CORP COM 78573M104 1,641 75,812 SH   DFND 1 75,812 0 0
SABRE CORP COM 78573M104 247 11,400 SH   DFND 4 11,400 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 44 11,407 SH   DFND 3 11,407 0 0
SAIA INC COM 78709Y105 2,862 51,275 SH   DFND 1 51,275 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 1,290 54,900 SH   DFND 4 54,900 0 0
SALESFORCE COM INC COM 79466L302 532 3,883 SH   DFND 1 3,883 0 0
SALESFORCE COM INC COM 79466L302 5,586 40,782 SH   DFND 2 40,782 0 0
SALESFORCE COM INC COM 79466L302 2,729 19,926 SH   DFND 3 19,926 0 0
SALESFORCE COM INC COM 79466L302 699 5,100 SH   DFND 4 5,100 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,994 175,618 SH   DFND 1 175,618 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 5,810 763,450 SH   DFND 4 763,450 0 0
SANGAMO THERAPEUTICS INC COM 800677106 795 69,278 SH   DFND 4 69,278 0 0
SANMINA CORPORATION COM 801056102 724 30,064 SH   DFND 1 30,064 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 3,052 173,500 SH   DFND 4 173,500 0 0
SAREPTA THERAPEUTICS INC COM 803607100 273 2,500 SH   DFND 4 2,500 0 0
SAUL CTRS INC COM 804395101 694 14,687 SH   DFND 4 14,687 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 46 285 SH   DFND 3 285 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 34,458 212,850 SH   DFND 4 212,850 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,062 6,563 SH   DFND 2 6,563 0 0
SCANA CORP NEW COM 80589M102 3,227 67,544 SH   DFND 3 67,544 0 0
SCANSOURCE INC COM 806037107 256 7,440 SH   DFND 4 7,440 0 0
SCHEIN HENRY INC COM 806407102 5,397 68,735 SH   DFND 1 68,735 0 0
SCHEIN HENRY INC COM 806407102 80 1,020 SH   DFND 3 1,020 0 0
SCHLUMBERGER LTD COM 806857108 271 7,500 SH   DFND 4 7,500 0 0
SCHLUMBERGER LTD COM 806857108 3,076 85,251 SH   DFND 1 85,251 0 0
SCHLUMBERGER LTD COM 806857108 5,167 143,207 SH   DFND 2 143,207 0 0
SCHLUMBERGER LTD COM 806857108 63 1,735 SH   DFND 3 1,735 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 1,987 106,424 SH   DFND 1 106,424 0 0
SCHNITZER STL INDS CL A 806882106 4,158 192,950 SH   DFND 4 192,950 0 0
SCHNITZER STL INDS CL A 806882106 2,056 95,392 SH   DFND 3 95,392 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,860 44,793 SH   DFND 2 44,793 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,530 85,000 SH   DFND 3 85,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,363 52,796 SH   DFND 1 52,796 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 191 3,000 SH   DFND 3 3,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 6,860 107,700 SH   DFND 4 107,700 0 0
SCORPIO TANKERS INC SHS Y7542C106 269 152,800 SH   DFND 3 152,800 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,133 34,713 SH   DFND 1 34,713 0 0
SEACOR HOLDINGS INC COM 811904101 5,944 160,653 SH   DFND 4 160,653 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 920 1,000,000 PRN   DFND 3 1,000,000 0 0
SEADRILL LTD COM G7998G106 44,993 4,641,572 SH   DFND 3 4,641,572 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 546 14,148 SH   DFND 2 14,148 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,644 68,507 SH   DFND 1 68,507 0 0
SEALED AIR CORP NEW COM 81211K100 1,115 32,017 SH   DFND 1 32,017 0 0
SEALED AIR CORP NEW COM 81211K100 45 1,300 SH   DFND 4 1,300 0 0
SEATTLE GENETICS INC COM 812578102 279 4,917 SH   DFND 2 4,917 0 0
SEATTLE GENETICS INC COM 812578102 113 2,000 SH   DFND 4 2,000 0 0
SEI INVESTMENTS CO COM 784117103 362 7,834 SH   DFND 1 7,834 0 0
SEI INVESTMENTS CO COM 784117103 10,610 229,650 SH   DFND 4 229,650 0 0
SELECT MED HLDGS CORP COM 81619Q105 4,429 288,477 SH   DFND 1 288,477 0 0
SELECT MED HLDGS CORP COM 81619Q105 4,488 292,400 SH   DFND 4 292,400 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 3,228 78,200 SH   DFND 4 78,200 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 8,997 104,000 SH   DFND 4 104,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,906 80,000 SH   DFND 3 80,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,894 37,500 SH   DFND 3 37,500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 12,303 198,500 SH   DFND 4 198,500 0 0
SELECTA BIOSCIENCES INC COM 816212104 1,421 534,458 SH   DFND 3 534,458 0 0
SELECTIVE INS GROUP INC COM 816300107 2,204 36,176 SH   DFND 1 36,176 0 0
SEMPRA ENERGY COM 816851109 208 1,926 SH   DFND 1 1,926 0 0
SEMPRA ENERGY COM 816851109 706 6,524 SH   DFND 3 6,524 0 0
SEMPRA ENERGY COM 816851109 7,270 67,200 SH   DFND 4 67,200 0 0
SEMTECH CORP COM 816850101 1,361 29,688 SH   DFND 1 29,688 0 0
SEMTECH CORP COM 816850101 9 200 SH   DFND 4 200 0 0
SENDGRID INC COM 816883102 160 3,707 SH   DFND 1 3,707 0 0
SENDGRID INC COM 816883102 5,873 136,033 SH   DFND 3 136,033 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6,208 529,714 SH   DFND 4 529,714 0 0
SENSEONICS HLDGS INC COM 81727U105 96 37,200 SH   DFND 4 37,200 0 0
SERVICE CORP INTL COM 817565104 4,901 121,740 SH   DFND 1 121,740 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,284 116,610 SH   DFND 1 116,610 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4 100 SH   DFND 4 100 0 0
SERVICENOW INC COM 81762P102 423 2,372 SH   DFND 1 2,372 0 0
SERVICENOW INC COM 81762P102 1,505 8,455 SH   DFND 2 8,455 0 0
SERVICENOW INC COM 81762P102 4,422 24,835 SH   DFND 3 24,835 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 4,215 3,000,000 PRN   DFND 3 3,000,000 0 0
SHAKE SHACK INC CL A 819047101 902 19,857 SH   DFND 1 19,857 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,725 95,327 SH   DFND 1 95,327 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 483 26,700 SH   DFND 4 26,700 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 6,555 148,137 SH   DFND 4 148,137 0 0
SHERWIN WILLIAMS CO COM 824348106 1,240 3,152 SH   DFND 1 3,152 0 0
SHERWIN WILLIAMS CO COM 824348106 2,723 6,920 SH   DFND 2 6,920 0 0
SHERWIN WILLIAMS CO COM 824348106 2,557 6,500 SH   DFND 3 6,500 0 0
SHERWIN WILLIAMS CO COM 824348106 110 280 SH   DFND 4 280 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 364 34,598 SH   DFND 1 34,598 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,064 575,876 SH   DFND 4 575,876 0 0
SHIRE PLC SPONSORED ADR 82481R106 18,762 107,800 SH Call DFND 3 107,800 0 0
SHOE CARNIVAL INC COM 824889109 2,246 67,028 SH   DFND 4 67,028 0 0
SHOPIFY INC CL A 82509L107 219 1,576 SH   DFND 1 1,576 0 0
SHORE BANCSHARES INC COM 825107105 737 50,677 SH   DFND 4 50,677 0 0
SHUTTERFLY INC COM 82568P304 220 5,468 SH   DFND 1 5,468 0 0
SHUTTERFLY INC COM 82568P304 12 300 SH   DFND 4 300 0 0
SHUTTERSTOCK INC COM 825690100 264 7,326 SH   DFND 1 7,326 0 0
SHUTTERSTOCK INC COM 825690100 2,633 73,120 SH   DFND 4 73,120 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 1,993 704,325 SH   DFND 3 704,325 0 0
SIERRA BANCORP COM 82620P102 3,692 153,648 SH   DFND 4 153,648 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 505 4,916 SH   DFND 1 4,916 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 252 2,451 SH   DFND 2 2,451 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 16,514 160,622 SH   DFND 3 160,622 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 679 6,600 SH   DFND 4 6,600 0 0
SIGNET JEWELERS LIMITED SHS G81276100 25 800 SH   DFND 4 800 0 0
SIGNET JEWELERS LIMITED SHS G81276100 830 26,140 SH   DFND 1 26,140 0 0
SILGAN HOLDINGS INC COM 827048109 17 700 SH   DFND 4 700 0 0
SILGAN HOLDINGS INC COM 827048109 2,936 124,305 SH   DFND 1 124,305 0 0
SILICON LABORATORIES INC COM 826919102 377 4,791 SH   DFND 1 4,791 0 0
SILVERBOW RES INC COM 82836G102 1,187 50,222 SH   DFND 4 50,222 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,808 10,764 SH   DFND 2 10,764 0 0
SIMON PPTY GROUP INC NEW COM 828806109 77 460 SH   DFND 3 460 0 0
SIMON PPTY GROUP INC NEW COM 828806109 40,346 240,170 SH   DFND 4 240,170 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 382 7,046 SH   DFND 1 7,046 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,656 100,838 SH   DFND 1 100,838 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5 167 SH   DFND 3 167 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 20,076 762,202 SH   DFND 4 762,202 0 0
SIRIUS XM HLDGS INC COM 82968B103 3,027 530,113 SH   DFND 1 530,113 0 0
SIRIUS XM HLDGS INC COM 82968B103 239 41,924 SH   DFND 2 41,924 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,640 987,800 SH   DFND 4 987,800 0 0
SKECHERS U S A INC CL A 830566105 592 25,872 SH   DFND 1 25,872 0 0
SKECHERS U S A INC CL A 830566105 821 35,854 SH   DFND 4 35,854 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 148 10,100 SH   DFND 4 10,100 0 0
SKYWEST INC COM 830879102 262 5,900 SH   DFND 4 5,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 962 14,343 SH   DFND 1 14,343 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 383 5,716 SH   DFND 3 5,716 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,860 132,200 SH   DFND 4 132,200 0 0
SLEEP NUMBER CORP COM 83125X103 15,024 473,500 SH   DFND 4 473,500 0 0
SM ENERGY CO COM 78454L100 4,133 266,991 SH   DFND 4 266,991 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 713 24,000 SH   DFND 4 24,000 0 0
SMITH A O COM 831865209 599 14,019 SH   DFND 1 14,019 0 0
SMUCKER J M CO COM NEW 832696405 2,290 24,487 SH   DFND 1 24,487 0 0
SMUCKER J M CO COM NEW 832696405 616 6,585 SH   DFND 2 6,585 0 0
SMUCKER J M CO COM NEW 832696405 1 9 SH   DFND 3 9 0 0
SMUCKER J M CO COM NEW 832696405 6,791 72,643 SH   DFND 4 72,643 0 0
SOLAR CAP LTD COM 83413U100 2,207 115,033 SH   DFND 4 115,033 0 0
SONOCO PRODS CO COM 835495102 3,171 59,681 SH   DFND 1 59,681 0 0
SOTHEBYS COM 835898107 825 20,752 SH   DFND 1 20,752 0 0
SOTHEBYS COM 835898107 2,273 57,200 SH   DFND 4 57,200 0 0
SOUTH JERSEY INDS INC COM 838518108 235 8,468 SH   DFND 1 8,468 0 0
SOUTH ST CORP COM 840441109 2,053 34,243 SH   DFND 1 34,243 0 0
SOUTHERN CO COM 842587107 7,134 162,429 SH   DFND 1 162,429 0 0
SOUTHERN CO COM 842587107 15,741 358,400 SH   DFND 4 358,400 0 0
SOUTHERN CO COM 842587107 1,174 26,725 SH   DFND 2 26,725 0 0
SOUTHERN CO COM 842587107 83 1,889 SH   DFND 3 1,889 0 0
SOUTHERN COPPER CORP COM 84265V105 948 30,802 SH   DFND 1 30,802 0 0
SOUTHWEST AIRLS CO COM 844741108 1,448 31,140 SH   DFND 1 31,140 0 0
SOUTHWEST AIRLS CO COM 844741108 1,227 26,391 SH   DFND 2 26,391 0 0
SOUTHWEST AIRLS CO COM 844741108 29 633 SH   DFND 3 633 0 0
SOUTHWEST AIRLS CO COM 844741108 1,985 42,700 SH   DFND 4 42,700 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,273 29,709 SH   DFND 1 29,709 0 0
SOUTHWESTERN ENERGY CO COM 845467109 57 16,860 SH   DFND 2 16,860 0 0
SPARTANNASH CO COM 847215100 814 47,400 SH   DFND 4 47,400 0 0
SPARTANNASH CO COM 847215100 100 5,843 SH   DFND 1 5,843 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,997 40,000 SH Put DFND 3 40,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 350 1,400 SH   DFND 4 1,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,024 12,100 SH   DFND 3 12,100 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 312 9,300 SH   DFND 4 9,300 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 811 24,945 SH   DFND 3 24,945 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 637 24,010 SH   DFND 3 24,010 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,197 25,592 SH   DFND 3 25,592 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 770 18,218 SH   DFND 1 18,218 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 72 1,700 SH   DFND 4 1,700 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 116 13,300 SH   DFND 4 13,300 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 381 23,403 SH   DFND 4 23,403 0 0
SPIRE INC COM 84857L101 3,112 42,013 SH   DFND 1 42,013 0 0
SPIRE INC COM 84857L101 22 300 SH   DFND 4 300 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 14,591 202,400 SH   DFND 4 202,400 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 259 3,598 SH   DFND 1 3,598 0 0
SPIRIT AIRLS INC COM 848577102 1,331 22,975 SH   DFND 1 22,975 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,096 31,080 SH   DFND 4 31,080 0 0
SPLUNK INC COM 848637104 290 2,764 SH   DFND 1 2,764 0 0
SPLUNK INC COM 848637104 883 8,423 SH   DFND 2 8,423 0 0
SPLUNK INC COM 848637104 31 300 SH   DFND 4 300 0 0
SPOK HLDGS INC COM 84863T106 7,750 584,428 SH   DFND 4 584,428 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 49 11,100 SH   DFND 4 11,100 0 0
SPRINT CORP COM SER 1 85207U105 223 38,317 SH   DFND 2 38,317 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,359 57,797 SH   DFND 1 57,797 0 0
SPROUTS FMRS MKT INC COM 85208M102 442 18,800 SH   DFND 4 18,800 0 0
SPROUTS FMRS MKT INC COM 85208M102 6,844 291,096 SH   DFND 2 291,096 0 0
SPS COMM INC COM 78463M107 35 424 SH   DFND 1 424 0 0
SPS COMM INC COM 78463M107 4,811 58,400 SH   DFND 4 58,400 0 0
SPX FLOW INC COM 78469X107 6,979 229,416 SH   DFND 4 229,416 0 0
SQUARE INC CL A 852234103 366 6,522 SH   DFND 1 6,522 0 0
SQUARE INC CL A 852234103 871 15,528 SH   DFND 2 15,528 0 0
SQUARE INC CL A 852234103 1,105 19,700 SH   DFND 3 19,700 0 0
SRC ENERGY INC COM 78470V108 215 45,810 SH   DFND 1 45,810 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 192 4,248 SH   DFND 1 4,248 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,051 23,300 SH   DFND 4 23,300 0 0
STAMPS COM INC COM NEW 852857200 0 3 SH   DFND 1 3 0 0
STAMPS COM INC COM NEW 852857200 6,001 38,560 SH   DFND 4 38,560 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,579 38,239 SH   DFND 2 38,239 0 0
STANLEY BLACK & DECKER INC COM 854502101 388 3,241 SH   DFND 3 3,241 0 0
STANLEY BLACK & DECKER INC COM 854502101 956 7,980 SH   DFND 1 7,980 0 0
STANTEC INC COM 85472N109 1,347 61,500 SH   DFND 4 61,500 0 0
STARBUCKS CORP COM 855244109 6,273 97,411 SH   DFND 1 97,411 0 0
STARBUCKS CORP COM 855244109 6,639 103,090 SH   DFND 2 103,090 0 0
STARBUCKS CORP COM 855244109 64 1,000 SH   DFND 3 1,000 0 0
STARBUCKS CORP COM 855244109 40,057 622,000 SH   DFND 4 622,000 0 0
STARS GROUP INC COM 85570W100 9,124 552,396 SH   DFND 2 552,396 0 0
STARS GROUP INC COM 85570W100 738 44,659 SH   DFND 3 44,659 0 0
STATE STR CORP COM 857477103 430 6,817 SH   DFND 1 6,817 0 0
STATE STR CORP COM 857477103 505 8,000 SH   DFND 3 8,000 0 0
STATE STR CORP COM 857477103 531 8,413 SH   DFND 2 8,413 0 0
STEEL DYNAMICS INC COM 858119100 5,536 184,281 SH   DFND 1 184,281 0 0
STEEL DYNAMICS INC COM 858119100 1,704 56,722 SH   DFND 2 56,722 0 0
STEEL DYNAMICS INC COM 858119100 117 3,888 SH   DFND 3 3,888 0 0
STEEL DYNAMICS INC COM 858119100 22,560 751,000 SH   DFND 4 751,000 0 0
STEELCASE INC CL A 858155203 5,888 397,083 SH   DFND 1 397,083 0 0
STEELCASE INC CL A 858155203 68 4,600 SH   DFND 4 4,600 0 0
STEPAN CO COM 858586100 4,510 60,944 SH   DFND 4 60,944 0 0
STERICYCLE INC COM 858912108 449 12,235 SH   DFND 4 12,235 0 0
STERIS PLC SHS USD G84720104 118 1,100 SH   DFND 4 1,100 0 0
STERIS PLC SHS USD G84720104 6,334 59,282 SH   DFND 1 59,282 0 0
STIFEL FINL CORP COM 860630102 8,271 199,699 SH   DFND 3 199,699 0 0
STIFEL FINL CORP COM 860630102 50 1,200 SH   DFND 4 1,200 0 0
STITCH FIX INC COM CL A 860897107 821 48,048 SH   DFND 4 48,048 0 0
STONECASTLE FINL CORP COM 861780104 824 42,716 SH   DFND 4 42,716 0 0
STONECO LTD COM CL A G85158106 2,381 129,095 SH   DFND 2 129,095 0 0
STRYKER CORP COM 863667101 6,703 42,765 SH   DFND 1 42,765 0 0
STRYKER CORP COM 863667101 855 5,455 SH   DFND 2 5,455 0 0
STRYKER CORP COM 863667101 244 1,554 SH   DFND 3 1,554 0 0
STURM RUGER & CO INC COM 864159108 762 14,309 SH   DFND 4 14,309 0 0
SUN LIFE FINL INC COM 866796105 3,919 118,067 SH   DFND 1 118,067 0 0
SUN LIFE FINL INC COM 866796105 3,200 96,500 SH   DFND 4 96,500 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 814 76,485 SH   DFND 3 76,485 0 0
SUNCOR ENERGY INC NEW COM 867224107 530 19,000 SH   DFND 4 19,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 9,351 334,322 SH   DFND 3 334,322 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,867 138,263 SH   DFND 1 138,263 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,008 4,750,000 PRN   DFND 3 4,750,000 0 0
SUNTRUST BKS INC COM 867914103 612 12,143 SH   DFND 2 12,143 0 0
SUNTRUST BKS INC COM 867914103 32 639 SH   DFND 3 639 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2 69 SH   DFND 1 69 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 209 6,279 SH   DFND 4 6,279 0 0
SURFACE ONCOLOGY INC COM 86877M209 577 136,195 SH   DFND 2 136,195 0 0
SURGERY PARTNERS INC COM 86881A100 128 13,068 SH   DFND 1 13,068 0 0
SURMODICS INC COM 868873100 101 2,128 SH   DFND 1 2,128 0 0
SURMODICS INC COM 868873100 1,700 35,974 SH   DFND 4 35,974 0 0
SVB FINL GROUP COM 78486Q101 204 1,074 SH   DFND 1 1,074 0 0
SYKES ENTERPRISES INC COM 871237103 69 2,780 SH   DFND 1 2,780 0 0
SYKES ENTERPRISES INC COM 871237103 1,473 59,546 SH   DFND 4 59,546 0 0
SYMANTEC CORP COM 871503108 436 23,048 SH   DFND 1 23,048 0 0
SYMANTEC CORP COM 871503108 2,698 142,783 SH   DFND 2 142,783 0 0
SYMANTEC CORP COM 871503108 495 26,217 SH   DFND 3 26,217 0 0
SYMANTEC CORP COM 871503108 16,023 848,000 SH   DFND 4 848,000 0 0
SYNAPTICS INC COM 87157D109 1,152 30,952 SH   DFND 1 30,952 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 11,546 13,200,000 PRN   DFND 3 13,200,000 0 0
SYNCHRONY FINL COM 87165B103 2,894 123,349 SH   DFND 1 123,349 0 0
SYNCHRONY FINL COM 87165B103 957 40,777 SH   DFND 2 40,777 0 0
SYNCHRONY FINL COM 87165B103 42,596 1,815,700 SH   DFND 4 1,815,700 0 0
SYNEOS HEALTH INC CL A 87166B102 2,678 68,066 SH   DFND 4 68,066 0 0
SYNNEX CORP COM 87162W100 4,402 54,456 SH   DFND 4 54,456 0 0
SYNNEX CORP COM 87162W100 361 4,465 SH   DFND 1 4,465 0 0
SYNOPSYS INC COM 871607107 3,384 40,177 SH   DFND 1 40,177 0 0
SYNOPSYS INC COM 871607107 3,252 38,605 SH   DFND 4 38,605 0 0
SYNOVUS FINL CORP COM NEW 87161C501 3,337 104,322 SH   DFND 1 104,322 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,267 39,600 SH   DFND 4 39,600 0 0
SYSCO CORP COM 871829107 4,718 75,306 SH   DFND 1 75,306 0 0
SYSCO CORP COM 871829107 1,556 24,833 SH   DFND 2 24,833 0 0
SYSCO CORP COM 871829107 559 8,918 SH   DFND 3 8,918 0 0
SYSCO CORP COM 871829107 18,738 299,050 SH   DFND 4 299,050 0 0
T MOBILE US INC COM 872590104 1,002 15,756 SH   DFND 2 15,756 0 0
T MOBILE US INC COM 872590104 122,146 1,920,234 SH   DFND 4 1,920,234 0 0
T MOBILE US INC COM 872590104 1,333 20,957 SH   DFND 1 20,957 0 0
TAHOE RES INC COM 873868103 2,683 735,000 SH   DFND 3 735,000 0 0
TAILORED BRANDS INC COM 87403A107 1,794 131,500 SH   DFND 4 131,500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 57,587 1,560,200 SH   DFND 4 1,560,200 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 211 2,052 SH   DFND 1 2,052 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 687 6,675 SH   DFND 2 6,675 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 643 26,435 SH   DFND 1 26,435 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,674 82,800 SH   DFND 4 82,800 0 0
TAPESTRY INC COM 876030107 3,675 108,900 SH   DFND 4 108,900 0 0
TAPESTRY INC COM 876030107 4,840 143,410 SH   DFND 1 143,410 0 0
TAPESTRY INC COM 876030107 7,006 207,584 SH   DFND 3 207,584 0 0
TARGA RES CORP COM 87612G101 2,093 58,100 SH   DFND 4 58,100 0 0
TARGA RES CORP COM 87612G101 471 13,079 SH   DFND 2 13,079 0 0
TARGA RES CORP COM 87612G101 913 25,348 SH   DFND 1 25,348 0 0
TARGET CORP COM 87612E106 2,975 45,006 SH   DFND 1 45,006 0 0
TARGET CORP COM 87612E106 2,598 39,314 SH   DFND 2 39,314 0 0
TARGET CORP COM 87612E106 301 4,547 SH   DFND 3 4,547 0 0
TARGET CORP COM 87612E106 3,371 51,000 SH   DFND 4 51,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,196 98,200 SH   DFND 4 98,200 0 0
TAUBMAN CTRS INC COM 876664103 13,547 297,810 SH   DFND 4 297,810 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,465 92,123 SH   DFND 1 92,123 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,534 96,474 SH   DFND 4 96,474 0 0
TCF FINL CORP COM 872275102 2,017 103,469 SH   DFND 1 103,469 0 0
TCF FINL CORP COM 872275102 12,294 630,800 SH   DFND 4 630,800 0 0
TCG BDC INC COM 872280102 384 31,000 SH   DFND 4 31,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 738 15,073 SH   DFND 1 15,073 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 8,638 176,420 SH   DFND 2 176,420 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,545 51,981 SH   DFND 3 51,981 0 0
TE CONNECTIVITY LTD REG SHS H84989104 3,373 44,590 SH   DFND 1 44,590 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,227 29,441 SH   DFND 2 29,441 0 0
TE CONNECTIVITY LTD REG SHS H84989104 121 1,600 SH   DFND 4 1,600 0 0
TECH DATA CORP COM 878237106 1,449 17,712 SH   DFND 1 17,712 0 0
TECH DATA CORP COM 878237106 19,839 242,500 SH   DFND 4 242,500 0 0
TECHNIPFMC PLC COM G87110105 80 4,100 SH   DFND 4 4,100 0 0
TECHNIPFMC PLC COM G87110105 342 17,502 SH   DFND 3 17,502 0 0
TECHTARGET INC COM 87874R100 233 19,100 SH   DFND 4 19,100 0 0
TECHTARGET INC COM 87874R100 80 6,521 SH   DFND 1 6,521 0 0
TECK RESOURCES LTD CL B 878742204 3,005 139,512 SH   DFND 1 139,512 0 0
TECK RESOURCES LTD CL B 878742204 20,346 944,578 SH   DFND 3 944,578 0 0
TECK RESOURCES LTD CL B 878742204 6,005 278,800 SH   DFND 4 278,800 0 0
TEEKAY CORPORATION COM Y8564W103 127 37,900 SH   DFND 4 37,900 0 0
TEGNA INC COM 87901J105 1,319 121,331 SH   DFND 1 121,331 0 0
TEGNA INC COM 87901J105 9,590 882,200 SH   DFND 4 882,200 0 0
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TELEFLEX INC COM 879369106 460 1,780 SH   DFND 4 1,780 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 884 74,100 SH   DFND 4 74,100 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,924 89,877 SH   DFND 1 89,877 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 43,745 1,344,349 SH   DFND 4 1,344,349 0 0
TELLURIAN INC NEW COM 87968A104 3,273 470,914 SH   DFND 3 470,914 0 0
TELLURIAN INC NEW COM 87968A104 691 99,460 SH   DFND 1 99,460 0 0
TELUS CORP COM 87971M103 9,402 283,706 SH   DFND 1 283,706 0 0
TELUS CORP COM 87971M103 20,322 613,400 SH   DFND 4 613,400 0 0
TEMPUR SEALY INTL INC COM 88023U101 686 16,560 SH   DFND 3 16,560 0 0
TENABLE HLDGS INC COM 88025T102 18 792 SH   DFND 1 792 0 0
TENABLE HLDGS INC COM 88025T102 272 12,254 SH   DFND 4 12,254 0 0
TENARIS S A SPONSORED ADR 88031M109 1,399 65,613 SH   DFND 3 65,613 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,740 101,483 SH   DFND 1 101,483 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,288 133,500 SH   DFND 4 133,500 0 0
TENNECO INC CL A VTG COM STK 880349105 473 17,259 SH   DFND 1 17,259 0 0
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TERADATA CORP DEL COM 88076W103 457 11,922 SH   DFND 1 11,922 0 0
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TERADYNE INC COM 880770102 1,401 44,630 SH   DFND 1 44,630 0 0
TERADYNE INC COM 880770102 88 2,800 SH   DFND 4 2,800 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 4,536 3,800,000 PRN   DFND 3 3,800,000 0 0
TEREX CORP NEW COM 880779103 954 34,600 SH   DFND 4 34,600 0 0
TERNIUM SA SPON ADR 880890108 1,204 44,415 SH   DFND 3 44,415 0 0
TESARO INC COM 881569107 22,356 301,085 SH   DFND 3 301,085 0 0
TESLA INC COM 88160R101 59 176 SH   DFND 3 176 0 0
TESLA INC COM 88160R101 2,474 7,434 SH   DFND 2 7,434 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 17,364 15,400,000 PRN   DFND 3 15,400,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 5,876 4,850,000 PRN   DFND 3 4,850,000 0 0
TETRA TECH INC NEW COM 88162G103 5,230 101,040 SH   DFND 1 101,040 0 0
TETRA TECH INC NEW COM 88162G103 1,771 34,200 SH   DFND 4 34,200 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 742 656,378 SH   DFND 4 656,378 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 7,199 140,906 SH   DFND 3 140,906 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,742 34,100 SH   DFND 4 34,100 0 0
TEXAS INSTRS INC COM 882508104 1,968 20,828 SH   DFND 1 20,828 0 0
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TEXAS INSTRS INC COM 882508104 15,196 160,802 SH   DFND 3 160,802 0 0
TEXAS INSTRS INC COM 882508104 33,217 351,500 SH   DFND 4 351,500 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 882 1,628 SH   DFND 1 1,628 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 2,913 5,378 SH   DFND 3 5,378 0 0
TEXAS ROADHOUSE INC COM 882681109 2,951 49,425 SH   DFND 1 49,425 0 0
TEXAS ROADHOUSE INC COM 882681109 82 1,380 SH   DFND 4 1,380 0 0
TEXTRON INC COM 883203101 285 6,200 SH   DFND 4 6,200 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,240 3,000,000 PRN   DFND 3 3,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,622 20,654 SH   DFND 1 20,654 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,304 32,639 SH   DFND 2 32,639 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 23,974 107,128 SH   DFND 3 107,128 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 9,207 41,140 SH   DFND 4 41,140 0 0
THIRD PT REINS LTD COM G8827U100 85 8,767 SH   DFND 1 8,767 0 0
THIRD PT REINS LTD COM G8827U100 19,272 1,999,129 SH   DFND 4 1,999,129 0 0
THOMSON REUTERS CORP COM NEW 884903709 5,155 106,703 SH   DFND 1 106,703 0 0
THOR INDS INC COM 885160101 586 11,275 SH   DFND 1 11,275 0 0
THOR INDS INC COM 885160101 785 15,100 SH   DFND 4 15,100 0 0
TIER REIT INC COM NEW 88650V208 6,628 321,289 SH   DFND 4 321,289 0 0
TIFFANY & CO NEW COM 886547108 442 5,486 SH   DFND 1 5,486 0 0
TIFFANY & CO NEW COM 886547108 765 9,500 SH   DFND 2 9,500 0 0
TIFFANY & CO NEW COM 886547108 20 253 SH   DFND 3 253 0 0
TIFFANY & CO NEW COM 886547108 2,258 28,050 SH   DFND 4 28,050 0 0
TILLYS INC CL A 886885102 296 27,300 SH   DFND 4 27,300 0 0
TIMKEN CO COM 887389104 295 7,900 SH   DFND 4 7,900 0 0
TITAN MACHY INC COM 88830R101 515 39,127 SH   DFND 4 39,127 0 0
TIVITY HEALTH INC COM 88870R102 8,344 336,300 SH   DFND 4 336,300 0 0
TIVITY HEALTH INC COM 88870R102 6,027 242,905 SH   DFND 1 242,905 0 0
TIVO CORP COM 88870P106 776 82,446 SH   DFND 1 82,446 0 0
TJX COS INC NEW COM 872540109 4,383 97,956 SH   DFND 1 97,956 0 0
TJX COS INC NEW COM 872540109 8,531 190,684 SH   DFND 2 190,684 0 0
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TORO CO COM 891092108 21,452 383,900 SH   DFND 4 383,900 0 0
TORO CO COM 891092108 4,152 74,316 SH   DFND 1 74,316 0 0
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TORONTO DOMINION BK ONT COM NEW 891160509 33,989 684,083 SH   DFND 4 684,083 0 0
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TRUEBLUE INC COM 89785X101 4,259 191,399 SH   DFND 4 191,399 0 0
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TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,130 7,000,000 PRN   DFND 3 7,000,000 0 0
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TWENTY FIRST CENTY FOX INC CL A 90130A101 1,591 33,066 SH   DFND 1 33,066 0 0
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TYLER TECHNOLOGIES INC COM 902252105 309 1,661 SH   DFND 1 1,661 0 0
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U S G CORP COM NEW 903293405 14,507 340,066 SH   DFND 3 340,066 0 0
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UGI CORP NEW COM 902681105 275 5,150 SH   DFND 2 5,150 0 0
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ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,815 41,744 SH   DFND 4 41,744 0 0
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UMPQUA HLDGS CORP COM 904214103 1,589 99,958 SH   DFND 1 99,958 0 0
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UNISYS CORP COM NEW 909214306 3,113 267,709 SH   DFND 4 267,709 0 0
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UNIT CORP COM 909218109 216 15,100 SH   DFND 4 15,100 0 0
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US BANCORP DEL COM NEW 902973304 1,140 24,960 SH   DFND 1 24,960 0 0
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VICI PPTYS INC COM 925652109 59,621 3,174,687 SH   DFND 4 3,174,687 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 297 29,100 SH   DFND 4 29,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 108 19,847 SH   DFND 3 19,847 0 0
VIRTU FINL INC CL A 928254101 271 10,496 SH   DFND 1 10,496 0 0
VIRTUSA CORP COM 92827P102 45 1,061 SH   DFND 1 1,061 0 0
VIRTUSA CORP COM 92827P102 202 4,733 SH   DFND 4 4,733 0 0
VISA INC COM CL A 92826C839 30,203 228,913 SH   DFND 3 228,913 0 0
VISA INC COM CL A 92826C839 2,555 19,366 SH   DFND 1 19,366 0 0
VISA INC COM CL A 92826C839 18,714 141,837 SH   DFND 2 141,837 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,405 77,965 SH   DFND 1 77,965 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 50 2,800 SH   DFND 4 2,800 0 0
VISTA OUTDOOR INC COM 928377100 1,958 172,500 SH   DFND 4 172,500 0 0
VISTEON CORP COM NEW 92839U206 550 9,123 SH   DFND 1 9,123 0 0
VISTEON CORP COM NEW 92839U206 2,321 38,500 SH   DFND 4 38,500 0 0
VISTRA ENERGY CORP COM 92840M102 10,086 440,639 SH   DFND 1 440,639 0 0
VISTRA ENERGY CORP COM 92840M102 290 12,660 SH   DFND 2 12,660 0 0
VISTRA ENERGY CORP COM 92840M102 13,282 580,268 SH   DFND 4 580,268 0 0
VITAMIN SHOPPE INC COM 92849E101 614 129,448 SH   DFND 4 129,448 0 0
VMWARE INC CL A COM 928563402 2,054 14,979 SH   DFND 1 14,979 0 0
VONAGE HLDGS CORP COM 92886T201 2,677 306,700 SH   DFND 4 306,700 0 0
VONAGE HLDGS CORP COM 92886T201 2,105 241,170 SH   DFND 1 241,170 0 0
VORNADO RLTY TR SH BEN INT 929042109 548 8,835 SH   DFND 2 8,835 0 0
VORNADO RLTY TR SH BEN INT 929042109 5 81 SH   DFND 3 81 0 0
VOYA FINL INC COM 929089100 3,029 75,463 SH   DFND 2 75,463 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 10 1,041 SH   DFND 1 1,041 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 95 10,100 SH   DFND 4 10,100 0 0
VULCAN MATLS CO COM 929160109 738 7,470 SH   DFND 1 7,470 0 0
W R BERKLEY CORPORATION COM 084423102 4,139 55,997 SH   DFND 1 55,997 0 0
W R BERKLEY CORPORATION COM 084423102 365 4,936 SH   DFND 2 4,936 0 0
WABASH NATL CORP COM 929566107 731 55,900 SH   DFND 4 55,900 0 0
WABCO HLDGS INC COM 92927K102 988 9,203 SH   DFND 1 9,203 0 0
WABCO HLDGS INC COM 92927K102 302 2,817 SH   DFND 2 2,817 0 0
WABCO HLDGS INC COM 92927K102 1,030 9,600 SH   DFND 4 9,600 0 0
WADDELL & REED FINL INC CL A 930059100 646 35,699 SH   DFND 1 35,699 0 0
WADDELL & REED FINL INC CL A 930059100 2,276 125,900 SH   DFND 4 125,900 0 0
WAGEWORKS INC COM 930427109 1,013 37,322 SH   DFND 1 37,322 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,333 34,150 SH   DFND 1 34,150 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,638 53,248 SH   DFND 2 53,248 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 781 11,437 SH   DFND 3 11,437 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 136,072 1,991,396 SH   DFND 4 1,991,396 0 0
WALKER & DUNLOP INC COM 93148P102 1,931 44,669 SH   DFND 1 44,669 0 0
WALMART INC COM 931142103 20,158 216,400 SH   DFND 4 216,400 0 0
WALMART INC COM 931142103 1,047 11,245 SH   DFND 3 11,245 0 0
WALMART INC COM 931142103 1,019 10,945 SH   DFND 1 10,945 0 0
WALMART INC COM 931142103 7,322 78,603 SH   DFND 2 78,603 0 0
WARRIOR MET COAL INC COM 93627C101 6,074 251,928 SH   DFND 3 251,928 0 0
WARRIOR MET COAL INC COM 93627C101 3,867 160,400 SH   DFND 4 160,400 0 0
WASHINGTON FED INC COM 938824109 3,402 127,378 SH   DFND 1 127,378 0 0
WASHINGTON FED INC COM 938824109 1,347 50,414 SH   DFND 4 50,414 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 271 11,800 SH   DFND 4 11,800 0 0
WASTE CONNECTIONS INC COM 94106B101 7,845 105,655 SH   DFND 4 105,655 0 0
WASTE MGMT INC DEL COM 94106L109 3,001 33,713 SH   DFND 1 33,713 0 0
WASTE MGMT INC DEL COM 94106L109 15,818 177,749 SH   DFND 4 177,749 0 0
WASTE MGMT INC DEL COM 94106L109 1,996 22,426 SH   DFND 2 22,426 0 0
WASTE MGMT INC DEL COM 94106L109 1,680 18,874 SH   DFND 3 18,874 0 0
WATERS CORP COM 941848103 2,779 14,733 SH   DFND 1 14,733 0 0
WATERS CORP COM 941848103 778 4,126 SH   DFND 2 4,126 0 0
WATERS CORP COM 941848103 71,404 378,500 SH   DFND 4 378,500 0 0
WATSCO INC COM 942622200 3,958 28,452 SH   DFND 1 28,452 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,534 23,769 SH   DFND 1 23,769 0 0
WAYFAIR INC CL A 94419L101 1,089 12,089 SH   DFND 4 12,089 0 0
WAYFAIR INC CL A 94419L101 270 2,992 SH   DFND 1 2,992 0 0
WD-40 CO COM 929236107 20,795 113,471 SH   DFND 4 113,471 0 0
WD-40 CO COM 929236107 5,863 31,997 SH   DFND 1 31,997 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3,200 5,000,000 PRN   DFND 3 5,000,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 26 46,226 SH   DFND 2 46,226 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 44 79,385 SH   DFND 3 79,385 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 391 700,000 SH Call DFND 3 700,000 0 0
WEBSTER FINL CORP CONN COM 947890109 1,303 26,442 SH   DFND 1 26,442 0 0
WEC ENERGY GROUP INC COM 92939U106 437 6,308 SH   DFND 3 6,308 0 0
WEC ENERGY GROUP INC COM 92939U106 4,807 69,400 SH   DFND 4 69,400 0 0
WEC ENERGY GROUP INC COM 92939U106 1,017 14,689 SH   DFND 2 14,689 0 0
WEC ENERGY GROUP INC COM 92939U106 6,206 89,603 SH   DFND 1 89,603 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,841 73,694 SH   DFND 4 73,694 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 868 22,504 SH   DFND 1 22,504 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 81 342 SH   DFND 1 342 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 10,658 45,145 SH   DFND 4 45,145 0 0
WELLS FARGO CO NEW COM 949746101 1,505 32,665 SH   DFND 1 32,665 0 0
WELLS FARGO CO NEW COM 949746101 12,287 266,638 SH   DFND 2 266,638 0 0
WELLS FARGO CO NEW COM 949746101 2,994 64,977 SH   DFND 3 64,977 0 0
WELLS FARGO CO NEW COM 949746101 111 2,400 SH   DFND 4 2,400 0 0
WELLTOWER INC COM 95040Q104 48 694 SH   DFND 3 694 0 0
WELLTOWER INC COM 95040Q104 585 8,426 SH   DFND 2 8,426 0 0
WENDYS CO COM 95058W100 1,458 93,400 SH   DFND 4 93,400 0 0
WENDYS CO COM 95058W100 1,033 66,171 SH   DFND 1 66,171 0 0
WESCO INTL INC COM 95082P105 1,589 33,110 SH   DFND 1 33,110 0 0
WESCO INTL INC COM 95082P105 14,621 304,602 SH   DFND 4 304,602 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,664 47,577 SH   DFND 1 47,577 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,299 32,908 SH   DFND 1 32,908 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,019 25,800 SH   DFND 4 25,800 0 0
WESTERN UN CO COM 959802109 2,743 160,771 SH   DFND 1 160,771 0 0
WESTERN UN CO COM 959802109 100 5,883 SH   DFND 3 5,883 0 0
WESTERN UN CO COM 959802109 20,830 1,221,000 SH   DFND 4 1,221,000 0 0
WESTLAKE CHEM CORP COM 960413102 354 5,354 SH   DFND 1 5,354 0 0
WESTLAKE CHEM CORP COM 960413102 2,496 37,720 SH   DFND 2 37,720 0 0
WESTLAKE CHEM CORP COM 960413102 99 1,500 SH   DFND 4 1,500 0 0
WESTROCK CO COM 96145D105 1,341 35,507 SH   DFND 1 35,507 0 0
WESTROCK CO COM 96145D105 512 13,571 SH   DFND 2 13,571 0 0
WESTROCK CO COM 96145D105 4,588 121,500 SH   DFND 4 121,500 0 0
WEX INC COM 96208T104 417 2,973 SH   DFND 1 2,973 0 0
WEX INC COM 96208T104 602 4,300 SH   DFND 4 4,300 0 0
WEYERHAEUSER CO COM 962166104 758 34,693 SH   DFND 2 34,693 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 874 44,746 SH   DFND 1 44,746 0 0
WHIRLPOOL CORP COM 963320106 916 8,575 SH   DFND 4 8,575 0 0
WHIRLPOOL CORP COM 963320106 407 3,810 SH   DFND 2 3,810 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 10,482 12,221 SH   DFND 4 12,221 0 0
WHITING PETE CORP NEW COM NEW 966387409 540 23,811 SH   DFND 1 23,811 0 0
WHITING PETE CORP NEW COM NEW 966387409 3,632 160,061 SH   DFND 3 160,061 0 0
WHITING PETE CORP NEW COM NEW 966387409 901 39,700 SH   DFND 4 39,700 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 619 43,871 SH   DFND 1 43,871 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 5,124 363,095 SH   DFND 3 363,095 0 0
WILEY JOHN & SONS INC CL A 968223206 3,810 81,115 SH   DFND 1 81,115 0 0
WILEY JOHN & SONS INC CL A 968223206 7,553 160,800 SH   DFND 4 160,800 0 0
WILLIAMS COS INC DEL COM 969457100 4,357 197,600 SH   DFND 4 197,600 0 0
WILLIAMS SONOMA INC COM 969904101 208 4,137 SH   DFND 1 4,137 0 0
WILLIAMS SONOMA INC COM 969904101 247 4,900 SH   DFND 4 4,900 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 422 2,776 SH   DFND 2 2,776 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 325 2,140 SH   DFND 3 2,140 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,481 9,752 SH   DFND 1 9,752 0 0
WINGSTOP INC COM 974155103 516 8,036 SH   DFND 1 8,036 0 0
WINGSTOP INC COM 974155103 5,221 81,340 SH   DFND 3 81,340 0 0
WINGSTOP INC COM 974155103 149 2,326 SH   DFND 4 2,326 0 0
WINMARK CORP COM 974250102 993 6,244 SH   DFND 4 6,244 0 0
WINTRUST FINL CORP COM 97650W108 887 13,343 SH   DFND 1 13,343 0 0
WIX COM LTD SHS M98068105 18 200 SH   DFND 4 200 0 0
WIX COM LTD SHS M98068105 346 3,831 SH   DFND 1 3,831 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,589 81,186 SH   DFND 1 81,186 0 0
WORKDAY INC CL A 98138H101 755 4,729 SH   DFND 1 4,729 0 0
WORKDAY INC CL A 98138H101 1,356 8,493 SH   DFND 2 8,493 0 0
WORLD FUEL SVCS CORP COM 981475106 834 38,931 SH   DFND 1 38,931 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,210 16,195 SH   DFND 1 16,195 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 8,304 111,141 SH   DFND 4 111,141 0 0
WORLDPAY INC CL A 981558109 5,442 71,202 SH   DFND 3 71,202 0 0
WORLDPAY INC CL A 981558109 1,261 16,500 SH   DFND 4 16,500 0 0
WORTHINGTON INDS INC COM 981811102 3,721 106,809 SH   DFND 1 106,809 0 0
WORTHINGTON INDS INC COM 981811102 178 5,100 SH   DFND 4 5,100 0 0
WPX ENERGY INC COM 98212B103 424 37,358 SH   DFND 1 37,358 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,094 4,800,000 PRN   DFND 3 4,800,000 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 15,735 578,100 SH   DFND 3 578,100 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 3,073 112,886 SH   DFND 1 112,886 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 162 4,542 SH   DFND 1 4,542 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 0 10 SH   DFND 3 10 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,372 38,275 SH   DFND 4 38,275 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 726 16,002 SH   DFND 1 16,002 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 722 15,913 SH   DFND 3 15,913 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 672 14,803 SH   DFND 4 14,803 0 0
XCEL ENERGY INC COM 98389B100 1,138 23,094 SH   DFND 2 23,094 0 0
XCEL ENERGY INC COM 98389B100 47 958 SH   DFND 3 958 0 0
XCEL ENERGY INC COM 98389B100 6,947 141,000 SH   DFND 4 141,000 0 0
XCEL ENERGY INC COM 98389B100 3,133 63,604 SH   DFND 1 63,604 0 0
XENIA HOTELS & RESORTS INC COM 984017103 11,520 669,754 SH   DFND 4 669,754 0 0
XEROX CORP COM NEW 984121608 705 35,688 SH   DFND 1 35,688 0 0
XEROX CORP COM NEW 984121608 266 13,437 SH   DFND 2 13,437 0 0
XEROX CORP COM NEW 984121608 186 9,400 SH   DFND 4 9,400 0 0
XILINX INC COM 983919101 3,024 35,500 SH   DFND 4 35,500 0 0
XILINX INC COM 983919101 2,373 27,870 SH   DFND 1 27,870 0 0
XILINX INC COM 983919101 3,096 36,346 SH   DFND 2 36,346 0 0
XILINX INC COM 983919101 206 2,423 SH   DFND 3 2,423 0 0
XPO LOGISTICS INC COM 983793100 896 15,700 SH   DFND 4 15,700 0 0
XYLEM INC COM 98419M100 4,313 64,640 SH   DFND 4 64,640 0 0
YANDEX N V SHS CLASS A N97284108 343 12,550 SH   DFND 1 12,550 0 0
YELP INC CL A 985817105 714 20,400 SH   DFND 4 20,400 0 0
YEXT INC COM 98585N106 405 27,316 SH   DFND 1 27,316 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,280 406,368 SH   DFND 4 406,368 0 0
YUM BRANDS INC COM 988498101 3,533 38,434 SH   DFND 1 38,434 0 0
YUM BRANDS INC COM 988498101 1,518 16,519 SH   DFND 2 16,519 0 0
YUM BRANDS INC COM 988498101 37 406 SH   DFND 3 406 0 0
YUM BRANDS INC COM 988498101 12,758 138,800 SH   DFND 4 138,800 0 0
YUM CHINA HLDGS INC COM 98850P109 3,190 95,125 SH   DFND 1 95,125 0 0
YUM CHINA HLDGS INC COM 98850P109 1,106 32,982 SH   DFND 3 32,982 0 0
YY INC ADS REPCOM CLA 98426T106 10,203 170,450 SH   DFND 4 170,450 0 0
ZAGG INC COM 98884U108 1,384 141,508 SH   DFND 4 141,508 0 0
ZAYO GROUP HLDGS INC COM 98919V105 112 4,900 SH   DFND 1 4,900 0 0
ZAYO GROUP HLDGS INC COM 98919V105 278 12,190 SH   DFND 2 12,190 0 0
ZAYO GROUP HLDGS INC COM 98919V105 149 6,525 SH   DFND 4 6,525 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 11,367 71,385 SH   DFND 4 71,385 0 0
ZENDESK INC COM 98936J101 2 34 SH   DFND 1 34 0 0
ZENDESK INC COM 98936J101 1,280 21,936 SH   DFND 2 21,936 0 0
ZENDESK INC COM 98936J101 910 15,597 SH   DFND 4 15,597 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,199 4,300,000 PRN   DFND 3 4,300,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 104 1,000 SH   DFND 4 1,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 18,215 175,616 SH   DFND 3 175,616 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,987 57,724 SH   DFND 1 57,724 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 621 5,986 SH   DFND 2 5,986 0 0
ZIONS BANCORPORATION N A COM 989701107 542 13,296 SH   DFND 1 13,296 0 0
ZIONS BANCORPORATION N A COM 989701107 428 10,517 SH   DFND 2 10,517 0 0
ZIX CORP COM 98974P100 4,093 714,330 SH   DFND 4 714,330 0 0
ZOETIS INC CL A 98978V103 31,368 366,700 SH   DFND 4 366,700 0 0
ZOETIS INC CL A 98978V103 2,688 31,426 SH   DFND 1 31,426 0 0
ZOETIS INC CL A 98978V103 3,228 37,731 SH   DFND 2 37,731 0 0
ZOETIS INC CL A 98978V103 2,566 30,000 SH   DFND 3 30,000 0 0