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
AAR CORP COM 000361105 15,129 325,433 SH   DFND 17 211,428 0 114,005
ACCO BRANDS CORP COM 00081T108 1,675 120,945 SH   DFND 17 107,624 0 13,321
ACCO BRANDS CORP COM 00081T108 287 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 6,324 456,606 SH   DFND 21 283,942 0 172,664
AFLAC INC COM 001055102 488 11,347 SH   DFND 4 11,347 0 0
AFLAC INC COM 001055102 33,201 771,759 SH   DFND 17 481,213 0 290,546
AFLAC INC COM 001055102 170 3,942 SH   DFND 20 3,942 0 0
AFLAC INC COM 001055102 85,310 1,983,036 SH   DFND 21 1,195,081 0 787,955
AFLAC INC CALL 001055902 1,940 45,100 SH Call DFND 4 45,100 0 0
AFLAC INC PUT 001055952 20,237 470,400 SH Put DFND 4 470,400 0 0
AG MTG INVT TR INC COM 001228105 2,159 114,927 SH   DFND 17 32,827 0 82,100
AG MTG INVT TR INC COM 001228105 247 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 3,755 199,859 SH   DFND 21 98,995 0 100,864
AGNC INVT CORP COM 00123Q104 10,818 581,907 SH   DFND 17 222,457 0 359,450
AGNC INVT CORP COM 00123Q104 383 20,606 SH   DFND 20 20,606 0 0
AGNC INVT CORP COM 00123Q104 24,381 1,311,538 SH   DFND 21 667,740 0 643,798
AES CORP COM 00130H105 393 29,318 SH   DFND 17 29,318 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 2,977 2,600,000 PRN   DFND 17 2,600,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 1,480 146,560 SH   DFND 17 146,560 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 39,287 3,889,842 SH   DFND 20 3,889,842 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 23,904 23,000,000 PRN   DFND 17 21,100,000 0 1,900,000
ANI PHARMACEUTICALS INC COM 00182C103 5,511 82,505 SH   DFND 17 69,495 0 13,010
ANGI HOMESERVICES INC COM CL A 00183L102 500 33,385 SH   DFND 17 0 0 33,385
AT&T INC COM 00206R102 470 14,645 SH   DFND 4 14,645 0 0
AT&T INC COM 00206R102 190,116 5,920,776 SH   DFND 17 5,368,267 0 552,509
AT&T INC COM 00206R102 4,363 135,867 SH   DFND 20 135,867 0 0
AT&T INC COM 00206R102 297,064 9,251,455 SH   DFND 21 7,109,426 0 2,142,029
AT&T INC CALL 00206R902 43,178 1,344,700 SH Call DFND 4 1,344,700 0 0
AT&T INC PUT 00206R952 84,819 2,641,500 SH Put DFND 4 2,641,500 0 0
AT&T INC PUT 00206R952 14,244 443,600 SH Put DFND 21 443,600 0 0
A10 NETWORKS INC COM 002121101 593 95,215 SH   DFND 17 3,265 0 91,950
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 218 47,413 SH   DFND 17 47,413 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 223 52,817 SH   DFND 17 52,817 0 0
AXT INC COM 00246W103 3,220 456,781 SH   DFND 17 440,823 0 15,958
AARONS INC COM PAR $0.50 002535300 62 1,421 SH   DFND 17 1,421 0 0
AARONS INC COM PAR $0.50 002535300 2,730 62,822 SH   DFND 21 0 0 62,822
ABBOTT LABS COM 002824100 138,115 2,264,544 SH   DFND 17 2,167,364 0 97,180
ABBOTT LABS COM 002824100 2,173 35,633 SH   DFND 20 35,633 0 0
ABBOTT LABS COM 002824100 106,600 1,747,835 SH   DFND 21 1,303,823 0 444,012
ABBOTT LABS CALL 002824900 3,275 53,700 SH Call DFND 4 53,700 0 0
ABBOTT LABS PUT 002824950 26,165 429,000 SH Put DFND 4 429,000 0 0
ABBVIE INC COM 00287Y109 21,882 236,177 SH   DFND 4 236,177 0 0
ABBVIE INC COM 00287Y109 361,025 3,896,658 SH   DFND 17 3,644,246 0 252,412
ABBVIE INC COM 00287Y109 20,427 220,477 SH   DFND 20 55,238 0 165,239
ABBVIE INC COM 00287Y109 291,662 3,147,998 SH   DFND 21 2,569,807 0 578,191
ABBVIE INC COM 00287Y109 611 6,600 SH   DFND 24 6,600 0 0
ABBVIE INC CALL 00287Y909 20,846 225,000 SH Call DFND 4 225,000 0 0
ABBVIE INC PUT 00287Y959 86,081 929,100 SH Put DFND 4 929,100 0 0
ABERCROMBIE & FITCH CO CL A 002896207 297 12,138 SH   DFND 17 12,138 0 0
ABERCROMBIE & FITCH CO CL A 002896207 11,218 458,272 SH   DFND 21 394,636 0 63,636
ABEONA THERAPEUTICS INC COM 00289Y107 1,619 101,184 SH   DFND 17 97,773 0 3,411
ABIOMED INC COM 003654100 3,260 7,969 SH   DFND 17 7,969 0 0
ABIOMED INC COM 003654100 807 1,972 SH   DFND 21 1,972 0 0
ABRAXAS PETE CORP COM 003830106 3,322 1,149,380 SH   DFND 17 1,149,380 0 0
ABRAXAS PETE CORP COM 003830106 68 23,468 SH   DFND 21 23,468 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 22,814 29,350,000 PRN   DFND 17 29,350,000 0 0
ACHAOGEN INC COM 004449104 799 92,244 SH   DFND 17 89,032 0 3,212
ACTIVISION BLIZZARD INC COM 00507V109 5,568 72,952 SH   DFND 4 72,952 0 0
ACTIVISION BLIZZARD INC COM 00507V109 65,248 854,928 SH   DFND 17 607,635 0 247,293
ACTIVISION BLIZZARD INC COM 00507V109 1,165 15,269 SH   DFND 20 15,269 0 0
ACTIVISION BLIZZARD INC COM 00507V109 69,298 907,999 SH   DFND 21 907,999 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 3,442 45,100 SH Call DFND 4 45,100 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 29,948 392,400 SH Put DFND 4 392,400 0 0
ACUITY BRANDS INC COM 00508Y102 499 4,306 SH   DFND 21 4,306 0 0
ACXIOM CORP COM 005125109 19,398 647,665 SH   DFND 17 647,665 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,427 55,237 SH   DFND 17 52,901 0 2,336
ADDUS HOMECARE CORP COM 006739106 1,376 24,040 SH   DFND 17 24,040 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 1,167 138,904 SH   DFND 17 123,423 0 15,481
ADESTO TECHNOLOGIES CORP COM 00687D101 111 13,211 SH   DFND 21 13,211 0 0
ADOBE SYS INC COM 00724F101 314,622 1,290,440 SH   DFND 17 1,234,556 0 55,884
ADOBE SYS INC COM 00724F101 1,729 7,090 SH   DFND 20 7,090 0 0
ADOBE SYS INC COM 00724F101 157,261 645,016 SH   DFND 21 351,721 0 293,295
ADOBE SYS INC CALL 00724F901 8,021 32,900 SH Call DFND 4 32,900 0 0
ADOBE SYS INC PUT 00724F951 71,948 295,100 SH Put DFND 4 295,100 0 0
ADTRAN INC COM 00738A106 286 19,246 SH   DFND 17 19,246 0 0
AECOM COM 00766T100 7,706 233,300 SH   DFND 17 233,300 0 0
AECOM COM 00766T100 59 1,789 SH   DFND 21 1,789 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 15,341 23,680,000 PRN   DFND 17 23,680,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.250%12/1 00773VAB2 2,486 7,000,000 PRN   DFND 17 7,000,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 207 13,817 SH   DFND 17 13,817 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 103,257 51,040,000 PRN   DFND 17 49,040,000 0 2,000,000
ADVANCED ENERGY INDS COM 007973100 382 6,578 SH   DFND 17 6,578 0 0
ADVANCED ENERGY INDS COM 007973100 348 5,995 SH   DFND 20 5,995 0 0
ADVANCED ENERGY INDS COM 007973100 3,557 61,227 SH   DFND 21 51,229 0 9,998
AEROVIRONMENT INC COM 008073108 8,281 115,929 SH   DFND 17 44,848 0 71,081
AEROVIRONMENT INC COM 008073108 464 6,490 SH   DFND 21 6,490 0 0
AETNA INC NEW COM 00817Y108 83 452 SH   DFND 4 452 0 0
AETNA INC NEW COM 00817Y108 16,383 89,280 SH   DFND 17 86,152 0 3,128
AETNA INC NEW COM 00817Y108 1,113 6,065 SH   DFND 20 6,065 0 0
AETNA INC NEW COM 00817Y108 54,311 295,972 SH   DFND 21 253,587 0 42,385
AETNA INC NEW CALL 00817Y908 495 2,700 SH Call DFND 4 2,700 0 0
AETNA INC NEW PUT 00817Y958 3,248 17,700 SH Put DFND 4 17,700 0 0
AFFILIATED MANAGERS GROUP COM 008252108 12,183 81,944 SH   DFND 17 81,944 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 975 15,761 SH   DFND 4 15,761 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 49,867 806,388 SH   DFND 17 658,548 0 147,840
AGILENT TECHNOLOGIES INC COM 00846U101 13,412 216,883 SH   DFND 20 56,847 0 160,036
AGILENT TECHNOLOGIES INC COM 00846U101 111,482 1,802,753 SH   DFND 21 1,461,812 0 340,941
AGILENT TECHNOLOGIES INC CALL 00846U901 1,701 27,500 SH Call DFND 4 27,500 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 12,591 203,600 SH Put DFND 4 203,600 0 0
AGNICO EAGLE MINES LTD COM 008474108 340 7,431 SH   DFND 17 7,431 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,487 41,400 SH   DFND 17 41,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 328 3,900 SH   DFND 24 3,900 0 0
AIR LEASE CORP CL A 00912X302 15,880 378,368 SH   DFND 17 242,627 0 135,741
AIR LEASE CORP CL A 00912X302 336 7,998 SH   DFND 20 7,998 0 0
AIR LEASE CORP CL A 00912X302 14,569 347,138 SH   DFND 21 341,622 0 5,516
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 17,497 12,410,000 PRN   DFND 17 9,315,000 0 3,095,000
AIR PRODS & CHEMS INC COM 009158106 541 3,472 SH   DFND 4 3,472 0 0
AIR PRODS & CHEMS INC COM 009158106 14,351 92,150 SH   DFND 17 92,150 0 0
AIR PRODS & CHEMS INC COM 009158106 45,325 291,048 SH   DFND 21 228,821 0 62,227
AIR PRODS & CHEMS INC COM 009158106 483 3,100 SH   DFND 24 3,100 0 0
AIR PRODS & CHEMS INC CALL 009158906 1,900 12,200 SH Call DFND 4 12,200 0 0
AIR PRODS & CHEMS INC PUT 009158956 16,834 108,100 SH Put DFND 4 108,100 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 13,785 610,216 SH   DFND 17 398,545 0 211,671
AIR TRANSPORT SERVICES GRP I COM 00922R105 347 15,340 SH   DFND 21 2,718 0 12,622
AKAMAI TECHNOLOGIES INC COM 00971T101 3,752 51,233 SH   DFND 17 48,103 0 3,130
AKAMAI TECHNOLOGIES INC COM 00971T101 555 7,583 SH   DFND 21 4,059 0 3,524
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 48,942 48,800,000 PRN   DFND 17 48,800,000 0 0
AKORN INC COM 009728106 335 20,170 SH   DFND 21 20,170 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 1,160 116,212 SH   DFND 17 111,996 0 4,216
AKEBIA THERAPEUTICS INC COM 00972D105 77 7,716 SH   DFND 21 7,716 0 0
ALASKA AIR GROUP INC COM 011659109 199 3,297 SH   DFND 17 3,297 0 0
ALASKA AIR GROUP INC COM 011659109 679 11,238 SH   DFND 21 7,581 0 3,657
ALBEMARLE CORP COM 012653101 3,388 35,916 SH   DFND 17 33,871 0 2,045
ALBEMARLE CORP COM 012653101 7,452 79,000 SH   DFND 20 79,000 0 0
ALBEMARLE CORP COM 012653101 33,984 360,265 SH   DFND 21 339,468 0 20,797
ALBEMARLE CORP COM 012653101 3,773 40,000 SH   DFND 24 40,000 0 0
ALBIREO PHARMA INC COM 01345P106 1,250 35,214 SH   DFND 17 34,045 0 1,169
ALCOA CORP COM 013872106 7,797 166,318 SH   DFND 17 105,916 0 60,402
ALCOA CORP COM 013872106 19,430 414,470 SH   DFND 21 397,937 0 16,533
ALDER BIOPHARMACEUTICALS INC COM 014339105 229 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 120 7,600 SH   DFND 24 7,600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 36,263 287,415 SH   DFND 4 287,415 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 400 3,167 SH   DFND 17 3,167 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 308 2,481 SH   DFND 4 2,481 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 13,138 105,821 SH   DFND 17 105,821 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 236 1,897 SH   DFND 21 1,897 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 7,685 61,900 SH   DFND 24 61,900 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 1,043 8,400 SH Call DFND 4 8,400 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 16,673 134,300 SH Put DFND 4 134,300 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 820 84,977 SH   DFND 17 84,977 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 2,793 289,343 SH   DFND 21 282,202 0 7,141
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 343,041 1,848,977 SH   DFND 17 1,716,591 0 132,386
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 241,907 1,303,868 SH   DFND 20 1,100,585 0 203,283
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 72,899 392,924 SH   DFND 21 347,325 0 45,599
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,785 74,300 SH   DFND 24 74,300 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,684 9,079 SH   DFND 25 9,079 0 0
ALIGN TECHNOLOGY INC COM 016255101 21,637 63,241 SH   DFND 17 35,708 0 27,533
ALIGN TECHNOLOGY INC COM 016255101 45,058 131,694 SH   DFND 21 128,222 0 3,472
ALIGN TECHNOLOGY INC PUT 016255951 1,163 3,400 SH Put DFND 4 3,400 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,891 274,318 SH   DFND 17 175,807 0 98,511
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 45,152 23,855,000 PRN   DFND 17 21,690,000 0 2,165,000
ALLETE INC COM NEW 018522300 348 4,495 SH   DFND 17 4,495 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 409 1,755 SH   DFND 17 1,755 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 941 4,035 SH   DFND 21 4,035 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 5,747 362,614 SH   DFND 4 362,614 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 53 3,375 SH   DFND 17 3,375 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 26,894 1,465,630 SH   DFND 17 1,465,630 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 15,326 536,812 SH   DFND 17 536,812 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,762 43,512 SH   DFND 17 43,512 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 518 12,805 SH   DFND 20 12,805 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,288 130,590 SH   DFND 21 130,590 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 98 8,181 SH   DFND 20 8,181 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 352 29,296 SH   DFND 21 29,296 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 39,804 39,240,000 PRN   DFND 17 39,240,000 0 0
ALLSTATE CORP COM 020002101 520 5,701 SH   DFND 4 5,701 0 0
ALLSTATE CORP COM 020002101 121,391 1,330,016 SH   DFND 17 1,235,416 0 94,600
ALLSTATE CORP COM 020002101 1,291 14,140 SH   DFND 20 14,140 0 0
ALLSTATE CORP COM 020002101 58,718 643,346 SH   DFND 21 492,919 0 150,427
ALLSTATE CORP CALL 020002901 1,333 14,600 SH Call DFND 4 14,600 0 0
ALLSTATE CORP PUT 020002951 17,067 187,000 SH Put DFND 4 187,000 0 0
ALLY FINL INC COM 02005N100 142,493 5,424,188 SH   DFND 4 5,424,188 0 0
ALLY FINL INC COM 02005N100 17,392 662,029 SH   DFND 17 333,238 0 328,791
ALLY FINL INC COM 02005N100 634 24,125 SH   DFND 20 24,125 0 0
ALLY FINL INC COM 02005N100 43,133 1,641,913 SH   DFND 21 1,349,051 0 292,862
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 10,709 108,730 SH   DFND 17 108,730 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,659 27,000 SH   DFND 24 27,000 0 0
ALPHABET INC CAP STK CL C 02079K107 3,415 3,061 SH   DFND 4 3,061 0 0
ALPHABET INC CAP STK CL C 02079K107 110,927 99,428 SH   DFND 17 71,395 0 28,033
ALPHABET INC CAP STK CL C 02079K107 2,828 2,535 SH   DFND 20 2,535 0 0
ALPHABET INC CAP STK CL C 02079K107 216,570 194,120 SH   DFND 21 150,948 0 43,172
ALPHABET INC CAP STK CL A 02079K305 793 702 SH   DFND 4 702 0 0
ALPHABET INC CAP STK CL A 02079K305 692,212 613,016 SH   DFND 17 563,581 0 49,435
ALPHABET INC CAP STK CL A 02079K305 22,860 20,245 SH   DFND 20 2,479 0 17,766
ALPHABET INC CAP STK CL A 02079K305 250,803 222,109 SH   DFND 21 164,231 0 57,878
ALPHABET INC CALL 02079K905 27,665 24,500 SH Call DFND 4 24,500 0 0
ALPHABET INC CALL 02079K907 29,118 26,100 SH Call DFND 4 26,100 0 0
ALPHABET INC PUT 02079K955 214,320 189,800 SH Put DFND 4 189,800 0 0
ALPHABET INC PUT 02079K957 222,907 199,800 SH Put DFND 4 199,800 0 0
ALTICE USA INC CL A 02156K103 630 36,956 SH   DFND 21 32,927 0 4,029
ALTRIA GROUP INC COM 02209S103 191 3,364 SH   DFND 4 3,364 0 0
ALTRIA GROUP INC COM 02209S103 20,168 355,131 SH   DFND 17 340,131 0 15,000
ALTRIA GROUP INC COM 02209S103 552 9,716 SH   DFND 20 9,716 0 0
ALTRIA GROUP INC COM 02209S103 73,832 1,300,093 SH   DFND 21 1,232,799 0 67,294
ALTRIA GROUP INC CALL 02209S903 27,163 478,300 SH Call DFND 4 478,300 0 0
ALTRIA GROUP INC PUT 02209S953 47,738 840,600 SH Put DFND 4 840,600 0 0
AMAZON COM INC COM 023135106 7,122 4,190 SH   DFND 4 4,190 0 0
AMAZON COM INC COM 023135106 1,183,136 696,044 SH   DFND 17 587,739 0 108,305
AMAZON COM INC COM 023135106 6,458 3,799 SH   DFND 20 3,799 0 0
AMAZON COM INC COM 023135106 602,464 354,432 SH   DFND 21 285,482 0 68,950
AMAZON COM INC COM 023135106 11,899 7,000 SH   DFND 24 7,000 0 0
AMAZON COM INC CALL 023135906 63,403 37,300 SH Call DFND 4 37,300 0 0
AMAZON COM INC PUT 023135956 500,761 294,600 SH Put DFND 4 294,600 0 0
AMBER RD INC COM 02318Y108 3,564 378,781 SH   DFND 17 365,318 0 13,463
AMBEV SA SPONSORED ADR 02319V103 1,219 263,310 SH   DFND 21 212,738 0 50,572
AMERCO COM 023586100 5,173 14,526 SH   DFND 21 0 0 14,526
AMEREN CORP COM 023608102 9,617 158,048 SH   DFND 17 153,506 0 4,542
AMEREN CORP COM 023608102 86 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 31,147 511,858 SH   DFND 21 300,171 0 211,687
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 146 23,030 SH   DFND 17 23,030 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,146 30,200 SH   DFND 4 30,200 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 272 7,171 SH   DFND 17 7,171 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,644 95,997 SH   DFND 21 63,306 0 32,691
AMERICAN AIRLS GROUP INC CALL 02376R902 865 22,800 SH Call DFND 4 22,800 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 9,763 257,200 SH Put DFND 4 257,200 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 14,580 937,000 SH   DFND 4 937,000 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 23,339 544,286 SH   DFND 4 544,286 0 0
AMERICAN ELEC PWR INC COM 025537101 19 280 SH   DFND 4 280 0 0
AMERICAN ELEC PWR INC COM 025537101 33,621 485,495 SH   DFND 17 367,972 0 117,523
AMERICAN ELEC PWR INC COM 025537101 1,605 23,174 SH   DFND 20 23,174 0 0
AMERICAN ELEC PWR INC COM 025537101 69,812 1,008,121 SH   DFND 21 680,662 0 327,459
AMERICAN ELEC PWR INC CALL 025537901 1,891 27,300 SH Call DFND 4 27,300 0 0
AMERICAN ELEC PWR INC PUT 025537951 13,531 195,400 SH Put DFND 4 195,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,883 425,077 SH   DFND 17 190,568 0 234,509
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 240 10,319 SH   DFND 20 10,319 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 19,152 823,762 SH   DFND 21 628,817 0 194,945
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,846 106,837 SH   DFND 17 106,837 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 458 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 11,194 310,949 SH   DFND 21 245,268 0 65,681
AMERICAN EXPRESS CO COM 025816109 446 4,556 SH   DFND 4 4,556 0 0
AMERICAN EXPRESS CO COM 025816109 11,638 118,756 SH   DFND 17 108,868 0 9,888
AMERICAN EXPRESS CO COM 025816109 18,538 189,165 SH   DFND 20 12,553 0 176,612
AMERICAN EXPRESS CO COM 025816109 234,741 2,395,321 SH   DFND 21 1,965,199 0 430,122
AMERICAN EXPRESS CO CALL 025816909 3,724 38,000 SH Call DFND 4 38,000 0 0
AMERICAN EXPRESS CO PUT 025816959 31,272 319,100 SH Put DFND 4 319,100 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 45,788 426,612 SH   DFND 17 348,467 0 78,145
AMERICAN FINL GROUP INC OHIO COM 025932104 796 7,419 SH   DFND 20 7,419 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 40,122 373,817 SH   DFND 21 247,343 0 126,474
AMERICAN INTL GROUP INC COM NEW 026874784 3,257 61,421 SH   DFND 4 61,421 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 812 15,308 SH   DFND 17 15,308 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,362 120,000 SH   DFND 21 120,000 0 0
AMERICAN INTL GROUP INC CALL 026874904 3,711 70,000 SH Call DFND 4 70,000 0 0
AMERICAN INTL GROUP INC PUT 026874954 21,166 399,200 SH Put DFND 4 399,200 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,560 37,055 SH   DFND 17 37,055 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,475 37,363 SH   DFND 17 19,500 0 17,863
AMERICAN RAILCAR INDS INC COM 02916P103 2,005 50,790 SH   DFND 21 50,790 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,502 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 320 20,308 SH   DFND 17 20,308 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,558 98,787 SH   DFND 21 90,306 0 8,481
AMERICAN TOWER CORP NEW COM 03027X100 32,333 224,268 SH   DFND 4 224,268 0 0
AMERICAN TOWER CORP NEW COM 03027X100 34,628 240,186 SH   DFND 17 208,191 0 31,995
AMERICAN TOWER CORP NEW COM 03027X100 645 4,475 SH   DFND 21 2,200 0 2,275
AMERICAN TOWER CORP NEW CALL 03027X900 4,181 29,000 SH Call DFND 4 29,000 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 30,391 210,800 SH Put DFND 4 210,800 0 0
AMERICAN VANGUARD CORP COM 030371108 5,352 233,202 SH   DFND 17 226,639 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 68,448 801,681 SH   DFND 17 801,681 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 804 9,422 SH   DFND 21 4,153 0 5,269
AMERICAN WTR WKS CO INC NEW COM 030420103 2,903 34,000 SH   DFND 24 34,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,278 13,964 SH   DFND 17 13,964 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,460 28,848 SH   DFND 17 28,848 0 0
AMERISOURCEBERGEN CORP COM 03073E105 141 1,655 SH   DFND 20 1,655 0 0
AMERISOURCEBERGEN CORP COM 03073E105 34,031 399,092 SH   DFND 21 374,911 0 24,181
AMERIPRISE FINL INC COM 03076C106 2,418 17,287 SH   DFND 4 17,287 0 0
AMERIPRISE FINL INC COM 03076C106 97,484 696,913 SH   DFND 17 665,952 0 30,961
AMERIPRISE FINL INC COM 03076C106 227 1,626 SH   DFND 20 1,626 0 0
AMERIPRISE FINL INC COM 03076C106 34,928 249,698 SH   DFND 21 176,983 0 72,715
AMERIPRISE FINL INC CALL 03076C906 1,525 10,900 SH Call DFND 4 10,900 0 0
AMERIPRISE FINL INC PUT 03076C956 10,897 77,900 SH Put DFND 4 77,900 0 0
AMERIS BANCORP COM 03076K108 13,803 258,732 SH   DFND 17 148,940 0 109,792
AMERIGAS PARTNERS L P UNIT L P INT 030975106 23,273 551,221 SH   DFND 17 551,221 0 0
AMETEK INC NEW COM 031100100 25,798 357,509 SH   DFND 17 196,684 0 160,825
AMETEK INC NEW COM 031100100 14,344 198,785 SH   DFND 20 32,770 0 166,015
AMETEK INC NEW COM 031100100 159,863 2,215,400 SH   DFND 21 2,158,425 0 56,975
AMETEK INC NEW COM 031100100 7,726 107,072 SH   DFND 24 107,072 0 0
AMGEN INC COM 031162100 12,415 67,257 SH   DFND 4 67,257 0 0
AMGEN INC COM 031162100 87,225 472,536 SH   DFND 17 351,769 0 120,767
AMGEN INC COM 031162100 1,703 9,226 SH   DFND 20 9,226 0 0
AMGEN INC COM 031162100 136,170 737,691 SH   DFND 21 433,543 0 304,148
AMGEN INC COM 031162100 16,687 90,400 SH   DFND 24 90,400 0 0
AMGEN INC CALL 031162900 10,448 56,600 SH Call DFND 4 56,600 0 0
AMGEN INC PUT 031162950 64,736 350,700 SH Put DFND 4 350,700 0 0
AMICUS THERAPEUTICS INC COM 03152W109 7,699 492,890 SH   DFND 17 492,890 0 0
AMICUS THERAPEUTICS INC COM 03152W109 3,202 205,000 SH   DFND 24 205,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 139 16,203 SH   DFND 17 16,203 0 0
AMKOR TECHNOLOGY INC COM 031652100 785 91,351 SH   DFND 21 91,351 0 0
AMPHENOL CORP NEW CL A 032095101 343 3,933 SH   DFND 4 3,933 0 0
AMPHENOL CORP NEW CL A 032095101 88,898 1,020,061 SH   DFND 17 1,020,061 0 0
AMPHENOL CORP NEW CL A 032095101 1,447 16,600 SH   DFND 20 16,600 0 0
AMPHENOL CORP NEW CL A 032095101 59,152 678,733 SH   DFND 21 452,763 0 225,970
AMPHENOL CORP NEW CALL 032095901 1,734 19,900 SH Call DFND 4 19,900 0 0
AMPHENOL CORP NEW PUT 032095951 16,236 186,300 SH Put DFND 4 186,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,465 95,970 SH   DFND 17 95,970 0 0
AMTRUST FINL SVCS INC COM 032359309 822 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 21,185 1,453,988 SH   DFND 21 1,446,183 0 7,805
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 18,804 19,470,000 PRN   DFND 17 19,470,000 0 0
AMYRIS INC COM NEW 03236M200 2,636 412,485 SH   DFND 17 152,712 0 259,773
ANADARKO PETE CORP COM 032511107 56,795 775,364 SH   DFND 4 775,364 0 0
ANADARKO PETE CORP COM 032511107 6,950 94,874 SH   DFND 17 94,874 0 0
ANADARKO PETE CORP COM 032511107 110 1,496 SH   DFND 21 1,496 0 0
ANADARKO PETE CORP CALL 032511907 2,373 32,400 SH Call DFND 4 32,400 0 0
ANADARKO PETE CORP PUT 032511957 23,389 319,300 SH Put DFND 4 319,300 0 0
ANALOG DEVICES INC COM 032654105 62 646 SH   DFND 4 646 0 0
ANALOG DEVICES INC COM 032654105 604 6,298 SH   DFND 17 6,298 0 0
ANALOG DEVICES INC CALL 032654905 1,880 19,600 SH Call DFND 4 19,600 0 0
ANALOG DEVICES INC PUT 032654955 21,352 222,600 SH Put DFND 4 222,600 0 0
ANDEAVOR COM 03349M105 9,449 72,034 SH   DFND 17 48,729 0 23,305
ANDEAVOR COM 03349M105 39,074 297,864 SH   DFND 21 271,523 0 26,341
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 17,165 2,090,708 SH   DFND 21 2,090,708 0 0
ANIXTER INTL INC COM 035290105 1,977 31,225 SH   DFND 21 29,183 0 2,042
ANNALY CAP MGMT INC COM 035710409 23,856 2,318,321 SH   DFND 17 1,417,497 0 900,824
ANNALY CAP MGMT INC COM 035710409 445 43,284 SH   DFND 20 43,284 0 0
ANNALY CAP MGMT INC COM 035710409 60,739 5,902,746 SH   DFND 21 4,460,911 0 1,441,835
ANSYS INC COM 03662Q105 242 1,391 SH   DFND 17 1,391 0 0
ANSYS INC COM 03662Q105 3,135 17,996 SH   DFND 21 14,266 0 3,730
ANTARES PHARMA INC COM 036642106 1,959 759,173 SH   DFND 17 733,900 0 25,273
ANTERO RES CORP COM 03674X106 732 34,272 SH   DFND 17 34,272 0 0
ANTERO RES CORP COM 03674X106 3,380 158,321 SH   DFND 21 146,052 0 12,269
ANTHEM INC COM 036752103 6,519 27,386 SH   DFND 4 27,386 0 0
ANTHEM INC COM 036752103 294,077 1,235,462 SH   DFND 17 1,120,340 0 115,122
ANTHEM INC COM 036752103 1,538 6,461 SH   DFND 20 6,461 0 0
ANTHEM INC COM 036752103 143,410 602,488 SH   DFND 21 432,900 0 169,588
ANTHEM INC CALL 036752903 3,689 15,500 SH Call DFND 4 15,500 0 0
ANTHEM INC PUT 036752953 33,538 140,900 SH Put DFND 4 140,900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 472 94,891 SH   DFND 17 94,891 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,520 305,889 SH   DFND 21 184,385 0 121,504
APACHE CORP COM 037411105 41 870 SH   DFND 4 870 0 0
APACHE CORP COM 037411105 557 11,914 SH   DFND 17 11,914 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 21,468 507,527 SH   DFND 4 507,527 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 111 2,631 SH   DFND 17 2,631 0 0
APOLLO INVT CORP COM 03761U106 2,555 458,731 SH   DFND 17 168,544 0 290,187
APOLLO INVT CORP COM 03761U106 4,188 751,865 SH   DFND 21 751,865 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,638 89,600 SH   DFND 17 43,855 0 45,745
APOLLO COML REAL EST FIN INC COM 03762U105 891 48,769 SH   DFND 21 0 0 48,769
APPLE INC COM 037833100 29,233 157,922 SH   DFND 4 157,922 0 0
APPLE INC COM 037833100 1,043,523 5,637,313 SH   DFND 17 4,755,400 0 881,913
APPLE INC COM 037833100 22,466 121,363 SH   DFND 20 46,492 0 74,871
APPLE INC COM 037833100 943,522 5,097,088 SH   DFND 21 3,837,029 0 1,260,059
APPLE INC COM 037833100 119 642 SH   DFND 24 642 0 0
APPLE INC CALL 037833900 84,392 455,900 SH Call DFND 4 455,900 0 0
APPLE INC CALL 037833900 49,980 270,000 SH Call DFND 17 270,000 0 0
APPLE INC PUT 037833950 538,800 2,910,700 SH Put DFND 4 2,910,700 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,636 147,402 SH   DFND 17 28,345 0 119,057
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 239 13,387 SH   DFND 20 13,387 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 6,650 371,918 SH   DFND 21 88,089 0 283,829
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,517 21,619 SH   DFND 21 0 0 21,619
APPLIED MATLS INC COM 038222105 15,783 341,695 SH   DFND 4 341,695 0 0
APPLIED MATLS INC COM 038222105 215,697 4,669,772 SH   DFND 17 4,123,451 0 546,321
APPLIED MATLS INC COM 038222105 1,925 41,669 SH   DFND 20 41,669 0 0
APPLIED MATLS INC COM 038222105 97,744 2,116,137 SH   DFND 21 1,788,327 0 327,810
APPLIED MATLS INC CALL 038222905 5,594 121,100 SH Call DFND 4 121,100 0 0
APPLIED MATLS INC PUT 038222955 30,042 650,400 SH Put DFND 4 650,400 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 563 12,550 SH   DFND 17 12,550 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,687 37,565 SH   DFND 21 37,565 0 0
APPTIO INC CL A 03835C108 460 12,703 SH   DFND 17 12,703 0 0
AQUA AMERICA INC COM 03836W103 28,842 819,855 SH   DFND 17 819,855 0 0
AQUA AMERICA INC COM 03836W103 158 4,501 SH   DFND 21 4,501 0 0
ARAMARK COM 03852U106 4,547 122,566 SH   DFND 17 14,070 0 108,496
ARAMARK COM 03852U106 641 17,290 SH   DFND 20 17,290 0 0
ARAMARK COM 03852U106 1,855 50,000 SH   DFND 21 50,000 0 0
ARCBEST CORP COM 03937C105 353 7,734 SH   DFND 17 7,734 0 0
ARCBEST CORP COM 03937C105 149 3,268 SH   DFND 20 3,268 0 0
ARCBEST CORP COM 03937C105 2,253 49,309 SH   DFND 21 16,985 0 32,324
ARCH COAL INC CL A 039380407 1,234 15,728 SH   DFND 17 15,728 0 0
ARCH COAL INC CL A 039380407 11,020 140,510 SH   DFND 21 56,204 0 84,306
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 27,464 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 62,319 1,359,777 SH   DFND 17 1,359,777 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 44,037 960,880 SH   DFND 21 497,969 0 462,911
ARCHER DANIELS MIDLAND CO COM 039483102 5,660 123,500 SH   DFND 24 123,500 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 1,590 34,700 SH Call DFND 4 34,700 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 12,017 262,200 SH Put DFND 4 262,200 0 0
ARCONIC INC COM 03965L100 18,796 1,105,000 SH   DFND 4 1,105,000 0 0
ARCONIC INC COM 03965L100 31,171 1,832,514 SH   DFND 17 1,832,514 0 0
ARCONIC INC COM 03965L100 9,920 583,182 SH   DFND 21 583,182 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 631 14,475 SH   DFND 17 14,475 0 0
ARGAN INC COM 04010E109 16,461 401,979 SH   DFND 17 401,979 0 0
ARES COML REAL ESTATE CORP COM 04013V108 218 15,758 SH   DFND 17 15,758 0 0
ARES COML REAL ESTATE CORP COM 04013V108 207 14,997 SH   DFND 21 14,997 0 0
ARISTA NETWORKS INC COM 040413106 161,515 627,267 SH   DFND 17 569,802 0 57,465
ARISTA NETWORKS INC COM 040413106 19,120 74,257 SH   DFND 21 61,266 0 12,991
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,735 76,063 SH   DFND 17 61,266 0 14,797
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,396 236,576 SH   DFND 21 236,576 0 0
ARMSTRONG FLOORING INC COM 04238R106 154 10,945 SH   DFND 17 10,945 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 808 12,783 SH   DFND 17 12,783 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,115 33,461 SH   DFND 21 5,381 0 28,080
ARQULE INC COM 04269E107 109 19,735 SH   DFND 17 19,735 0 0
ARRAY BIOPHARMA INC COM 04269X105 3,733 222,470 SH   DFND 17 222,470 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,616 96,300 SH   DFND 24 96,300 0 0
ARROW ELECTRS INC COM 042735100 9,386 124,687 SH   DFND 17 111,375 0 13,312
ARROW ELECTRS INC COM 042735100 105 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 40,850 542,645 SH   DFND 21 356,044 0 186,601
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 494 16,399 SH   DFND 17 9,695 0 6,704
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 92 3,040 SH   DFND 20 3,040 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,151 303,511 SH   DFND 21 97,485 0 206,026
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 6,317 94,960 SH   DFND 17 94,960 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 3,492 52,500 SH   DFND 24 52,500 0 0
ASPEN TECHNOLOGY INC COM 045327103 7,564 81,565 SH   DFND 17 60,065 0 21,500
ASSEMBLY BIOSCIENCES INC COM 045396108 1,719 43,845 SH   DFND 17 42,439 0 1,406
ASSOCIATED BANC CORP COM 045487105 28,519 1,044,670 SH   DFND 17 1,044,670 0 0
ASSOCIATED BANC CORP COM 045487105 220 8,066 SH   DFND 21 8,066 0 0
ASSURANT INC COM 04621X108 91 882 SH   DFND 17 882 0 0
ASSURANT INC COM 04621X108 214 2,065 SH   DFND 21 2,065 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 938 837,245 SH   DFND 17 837,245 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,245 92,415 SH   DFND 17 92,415 0 0
ASURE SOFTWARE INC COM 04649U102 4,085 256,103 SH   DFND 17 247,039 0 9,064
AT HOME GROUP INC COM 04650Y100 345 8,860 SH   DFND 17 8,860 0 0
AT HOME GROUP INC COM 04650Y100 1,976 50,800 SH   DFND 21 47,611 0 3,189
ATHENAHEALTH INC COM 04685W103 1,339 8,415 SH   DFND 21 8,415 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 1,385 70,467 SH   DFND 17 62,643 0 7,824
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 403 5,624 SH   DFND 17 5,624 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 216 3,013 SH   DFND 20 3,013 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,685 79,292 SH   DFND 21 29,279 0 50,013
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 55,783 45,050,000 PRN   DFND 17 45,050,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 34,911 26,765,000 PRN   DFND 17 22,560,000 0 4,205,000
ATMOS ENERGY CORP COM 049560105 9,116 101,136 SH   DFND 17 43,036 0 58,100
ATMOS ENERGY CORP COM 049560105 19,833 220,020 SH   DFND 21 154,908 0 65,112
AUDENTES THERAPEUTICS INC COM 05070R104 2,662 69,673 SH   DFND 17 67,798 0 1,875
AUTODESK INC COM 052769106 28,616 218,289 SH   DFND 17 196,444 0 21,845
AUTODESK INC CALL 052769906 2,084 15,900 SH Call DFND 4 15,900 0 0
AUTODESK INC PUT 052769956 15,587 118,900 SH Put DFND 4 118,900 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 11,235 111,240 SH   DFND 17 98,840 0 12,400
AUTOHOME INC SP ADR RP CL A 05278C107 3,536 35,013 SH   DFND 21 35,013 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,997 52,160 SH   DFND 4 52,160 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,700 42,493 SH   DFND 17 42,493 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 20,885 155,693 SH   DFND 21 109,754 0 45,939
AUTOMATIC DATA PROCESSING IN CALL 053015903 3,005 22,400 SH Call DFND 4 22,400 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 26,882 200,400 SH Put DFND 4 200,400 0 0
AUTOZONE INC COM 053332102 7,131 10,629 SH   DFND 4 10,629 0 0
AUTOZONE INC COM 053332102 1,357 2,022 SH   DFND 17 2,022 0 0
AUTOZONE INC COM 053332102 494 736 SH   DFND 21 736 0 0
AVALONBAY CMNTYS INC COM 053484101 46,615 271,188 SH   DFND 4 271,188 0 0
AVALONBAY CMNTYS INC COM 053484101 620 3,605 SH   DFND 17 3,605 0 0
AVALONBAY CMNTYS INC CALL 053484901 3,180 18,500 SH Call DFND 4 18,500 0 0
AVALONBAY CMNTYS INC PUT 053484951 13,132 76,400 SH Put DFND 4 76,400 0 0
AVANGRID INC COM 05351W103 3,915 73,961 SH   DFND 17 66,434 0 7,527
AVANGRID INC COM 05351W103 110 2,074 SH   DFND 20 2,074 0 0
AVANGRID INC COM 05351W103 19,260 363,885 SH   DFND 21 325,223 0 38,662
AVERY DENNISON CORP COM 053611109 15,802 154,772 SH   DFND 17 71,106 0 83,666
AVERY DENNISON CORP COM 053611109 921 9,020 SH   DFND 20 9,020 0 0
AVERY DENNISON CORP COM 053611109 55,143 540,085 SH   DFND 21 452,803 0 87,282
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 24,852 27,700,000 PRN   DFND 17 27,700,000 0 0
AVISTA CORP COM 05379B107 28,135 534,267 SH   DFND 21 516,204 0 18,063
AVNET INC COM 053807103 483 11,270 SH   DFND 17 11,270 0 0
AVNET INC COM 053807103 9,683 225,764 SH   DFND 21 225,764 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,763 89,020 SH   DFND 17 89,020 0 0
AXOGEN INC COM 05463X106 8,864 176,402 SH   DFND 17 170,563 0 5,839
AXON ENTERPRISE INC COM 05464C101 19,800 313,388 SH   DFND 17 178,843 0 134,545
AXON ENTERPRISE INC COM 05464C101 154 2,433 SH   DFND 21 0 0 2,433
BBX CAP CORP NEW CL A 05491N104 1,317 145,800 SH   DFND 17 145,800 0 0
BB&T CORP COM 054937107 3,957 78,440 SH   DFND 4 78,440 0 0
BB&T CORP COM 054937107 101,432 2,010,944 SH   DFND 17 2,010,944 0 0
BB&T CORP COM 054937107 2,679 53,111 SH   DFND 21 14,208 0 38,903
BB&T CORP CALL 054937907 2,315 45,900 SH Call DFND 4 45,900 0 0
BB&T CORP PUT 054937957 18,365 364,100 SH Put DFND 4 364,100 0 0
BCE INC COM NEW 05534B760 4,194 103,619 SH   DFND 17 98,246 0 5,373
BCE INC COM NEW 05534B760 545 13,470 SH   DFND 20 13,470 0 0
BCE INC COM NEW 05534B760 33,416 825,634 SH   DFND 21 520,875 0 304,759
BGC PARTNERS INC CL A 05541T101 8,034 709,703 SH   DFND 17 394,160 0 315,543
BGC PARTNERS INC CL A 05541T101 81 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 20,535 1,814,014 SH   DFND 21 1,533,194 0 280,820
BOK FINL CORP COM NEW 05561Q201 12,482 132,777 SH   DFND 17 132,777 0 0
BWX TECHNOLOGIES INC COM 05605H100 6,766 108,570 SH   DFND 17 78,540 0 30,030
BWX TECHNOLOGIES INC COM 05605H100 231 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 668 10,723 SH   DFND 21 10,723 0 0
BADGER METER INC COM 056525108 3,732 83,487 SH   DFND 17 83,487 0 0
BADGER METER INC COM 056525108 84 1,877 SH   DFND 21 1,877 0 0
BAIDU INC SPON ADR REP A 056752108 139,595 574,465 SH   DFND 17 555,845 0 18,620
BAIDU INC SPON ADR REP A 056752108 56,566 232,783 SH   DFND 20 191,298 0 41,485
BAIDU INC SPON ADR REP A 056752108 597 2,456 SH   DFND 21 2,456 0 0
BAKER HUGHES A GE CO CL A 05722G100 21,136 639,895 SH   DFND 17 639,895 0 0
BAKER HUGHES A GE CO CL A 05722G100 23 703 SH   DFND 21 703 0 0
BALCHEM CORP COM 057665200 5,486 55,895 SH   DFND 17 55,895 0 0
BALCHEM CORP COM 057665200 3,857 39,300 SH   DFND 24 39,300 0 0
BALL CORP COM 058498106 210 5,894 SH   DFND 17 5,894 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 264 38,459 SH   DFND 17 38,459 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,012 147,544 SH   DFND 21 115,160 0 32,384
BANCO MACRO SA SPON ADR B 05961W105 61 1,046 SH   DFND 20 1,046 0 0
BANCO MACRO SA SPON ADR B 05961W105 184 3,132 SH   DFND 21 3,132 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,719 229,151 SH   DFND 17 216,251 0 12,900
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 77 10,221 SH   DFND 20 10,221 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,576 210,146 SH   DFND 21 210,146 0 0
BANCORP INC DEL COM 05969A105 2,286 218,560 SH   DFND 17 218,560 0 0
BANC OF CALIFORNIA INC COM 05990K106 208 10,632 SH   DFND 21 0 0 10,632
BANK AMER CORP COM 060505104 66,953 2,375,050 SH   DFND 4 2,375,050 0 0
BANK AMER CORP COM 060505104 463,255 16,433,297 SH   DFND 17 15,664,051 0 769,246
BANK AMER CORP COM 060505104 3,285 116,519 SH   DFND 20 116,519 0 0
BANK AMER CORP COM 060505104 268,734 9,532,962 SH   DFND 21 8,200,979 0 1,331,983
BANK AMER CORP 7.25%CNV PFD L 060505682 1,677 134,115 SH   DFND 17 127,100 0 7,015
BANK AMER CORP CALL 060505904 44,777 1,588,400 SH Call DFND 4 1,588,400 0 0
BANK AMER CORP PUT 060505954 132,758 4,709,400 SH Put DFND 4 4,709,400 0 0
BANK MONTREAL QUE COM 063671101 203 2,633 SH   DFND 20 2,633 0 0
BANK MONTREAL QUE COM 063671101 36,500 472,481 SH   DFND 21 441,425 0 31,056
BANK OF THE OZARKS COM 063904106 12,326 273,668 SH   DFND 17 273,668 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,883 72,004 SH   DFND 4 72,004 0 0
BANK NEW YORK MELLON CORP COM 064058100 30,012 556,497 SH   DFND 17 556,497 0 0
BANK NEW YORK MELLON CORP COM 064058100 220 4,088 SH   DFND 20 4,088 0 0
BANK NEW YORK MELLON CORP COM 064058100 47,229 875,740 SH   DFND 21 702,311 0 173,429
BANK NEW YORK MELLON CORP CALL 064058900 11,336 210,200 SH Call DFND 4 210,200 0 0
BANK NEW YORK MELLON CORP PUT 064058950 25,169 466,700 SH Put DFND 4 466,700 0 0
BANK N S HALIFAX COM 064149107 13,258 234,286 SH   DFND 17 234,286 0 0
BANK N S HALIFAX COM 064149107 1,167 20,631 SH   DFND 20 20,631 0 0
BANK N S HALIFAX COM 064149107 25,925 458,131 SH   DFND 21 353,470 0 104,661
BANKUNITED INC COM 06652K103 232 5,690 SH   DFND 21 0 0 5,690
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 28,320 1,163,029 SH   DFND 20 1,163,029 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 97,400 4,000,000 SH   DFND 25 0 0 4,000,000
BARRICK GOLD CORP COM 067901108 28,205 2,148,345 SH   DFND 21 2,148,345 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 3,046 31,540 SH   DFND 17 24,465 0 7,075
BASSETT FURNITURE INDS INC COM 070203104 322 11,696 SH   DFND 17 0 0 11,696
BAXTER INTL INC COM 071813109 211,270 2,861,189 SH   DFND 17 2,763,987 0 97,202
BAXTER INTL INC COM 071813109 2,311 31,304 SH   DFND 20 31,304 0 0
BAXTER INTL INC COM 071813109 100,867 1,366,024 SH   DFND 21 1,022,503 0 343,521
BAXTER INTL INC CALL 071813909 1,890 25,600 SH Call DFND 4 25,600 0 0
BAXTER INTL INC PUT 071813959 13,380 181,200 SH Put DFND 4 181,200 0 0
BECTON DICKINSON & CO COM 075887109 15,879 66,285 SH   DFND 17 61,348 0 4,937
BECTON DICKINSON & CO COM 075887109 1,781 7,433 SH   DFND 20 7,433 0 0
BECTON DICKINSON & CO COM 075887109 68,172 284,571 SH   DFND 21 186,359 0 98,212
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,899 4,686,665 SH   DFND 17 4,460,415 0 226,250
BECTON DICKINSON & CO CALL 075887909 3,569 14,900 SH Call DFND 4 14,900 0 0
BECTON DICKINSON & CO PUT 075887959 41,180 171,900 SH Put DFND 4 171,900 0 0
BEIGENE LTD SPONSORED ADR 07725L102 3,403 22,135 SH   DFND 17 22,135 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,153 7,500 SH   DFND 24 7,500 0 0
BENEFITFOCUS INC COM 08180D106 235 7,003 SH   DFND 21 7,003 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 27,401 146,802 SH   DFND 4 146,802 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 26,023 139,424 SH   DFND 17 131,547 0 7,877
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 102,749 550,491 SH   DFND 21 550,491 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 41,362 221,600 SH Call DFND 4 221,600 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 172,651 925,000 SH Put DFND 4 925,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 27,953 688,490 SH   DFND 17 688,490 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 37 906 SH   DFND 20 906 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 3,696 91,035 SH   DFND 21 89,481 0 1,554
BERRY GLOBAL GROUP INC COM 08579W103 4,192 91,241 SH   DFND 17 62,927 0 28,314
BERRY GLOBAL GROUP INC COM 08579W103 299 6,501 SH   DFND 21 6,501 0 0
BERRY GLOBAL GROUP INC COM 08579W103 413 9,000 SH   DFND 24 9,000 0 0
BEST BUY INC COM 086516101 117 1,567 SH   DFND 4 1,567 0 0
BEST BUY INC COM 086516101 20,320 272,459 SH   DFND 17 263,092 0 9,367
BEST BUY INC COM 086516101 1,809 24,252 SH   DFND 20 24,252 0 0
BEST BUY INC COM 086516101 75,021 1,005,912 SH   DFND 21 855,593 0 150,319
BIG 5 SPORTING GOODS CORP COM 08915P101 1,113 146,392 SH   DFND 17 28,523 0 117,869
BIG LOTS INC COM 089302103 1,100 26,327 SH   DFND 17 22,258 0 4,069
BIG LOTS INC COM 089302103 310 7,415 SH   DFND 20 7,415 0 0
BIG LOTS INC COM 089302103 18,877 451,827 SH   DFND 21 377,559 0 74,268
BIO RAD LABS INC CL A 090572207 18,560 64,323 SH   DFND 17 33,551 0 30,772
BIOCRYST PHARMACEUTICALS COM 09058V103 1,320 230,413 SH   DFND 17 222,326 0 8,087
BIOMARIN PHARMACEUTICAL INC COM 09061G101 35,485 376,696 SH   DFND 17 324,201 0 52,495
BIOMARIN PHARMACEUTICAL INC COM 09061G101 335 3,555 SH   DFND 21 0 0 3,555
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,263 77,100 SH   DFND 24 77,100 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 42,082 39,535,000 PRN   DFND 17 39,535,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 29,513 25,455,000 PRN   DFND 17 24,630,000 0 825,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 56,992 56,180,000 PRN   DFND 17 51,355,000 0 4,825,000
BIOGEN INC COM 09062X103 15,706 54,115 SH   DFND 4 54,115 0 0
BIOGEN INC COM 09062X103 134,513 463,453 SH   DFND 17 463,453 0 0
BIOGEN INC COM 09062X103 1,328 4,576 SH   DFND 20 4,576 0 0
BIOGEN INC COM 09062X103 37,665 129,772 SH   DFND 21 110,198 0 19,574
BIOGEN INC COM 09062X103 14,019 48,300 SH   DFND 24 48,300 0 0
BIOGEN INC CALL 09062X903 6,472 22,300 SH Call DFND 4 22,300 0 0
BIOGEN INC PUT 09062X953 47,280 162,900 SH Put DFND 4 162,900 0 0
BIOTELEMETRY INC COM 090672106 10,646 236,567 SH   DFND 17 229,924 0 6,643
BIOTELEMETRY INC COM 090672106 669 14,866 SH   DFND 21 14,866 0 0
BIO TECHNE CORP COM 09073M104 2,956 19,978 SH   DFND 17 19,978 0 0
BIO TECHNE CORP COM 09073M104 7,561 51,103 SH   DFND 21 48,226 0 2,877
BIO TECHNE CORP COM 09073M104 2,057 13,900 SH   DFND 24 13,900 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,984 66,512 SH   DFND 17 64,645 0 1,867
BJS RESTAURANTS INC COM 09180C106 253 4,214 SH   DFND 21 0 0 4,214
BLACK HILLS CORP COM 092113109 26,863 438,860 SH   DFND 17 438,860 0 0
BLACK KNIGHT INC COM 09215C105 2,809 52,454 SH   DFND 17 52,454 0 0
BLACK KNIGHT INC COM 09215C105 8,404 156,932 SH   DFND 21 156,932 0 0
BLACKROCK INC COM 09247X101 6,995 14,016 SH   DFND 4 14,016 0 0
BLACKROCK INC COM 09247X101 45,929 92,035 SH   DFND 17 66,209 0 25,826
BLACKROCK INC COM 09247X101 628 1,259 SH   DFND 20 1,259 0 0
BLACKROCK INC COM 09247X101 32,371 64,867 SH   DFND 21 59,221 0 5,646
BLACKROCK INC CALL 09247X901 3,743 7,500 SH Call DFND 4 7,500 0 0
BLACKROCK INC PUT 09247X951 59,486 119,200 SH Put DFND 4 119,200 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,182 130,000 SH   DFND 17 130,000 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 516 16,433 SH   DFND 17 16,433 0 0
BLOCK H & R INC COM 093671105 2,538 111,394 SH   DFND 17 111,394 0 0
BLOCK H & R INC COM 093671105 183 8,045 SH   DFND 20 8,045 0 0
BLOCK H & R INC COM 093671105 4,036 177,170 SH   DFND 21 139,638 0 37,532
BLOOMIN BRANDS INC COM 094235108 1,047 52,101 SH   DFND 21 5,688 0 46,413
BLUCORA INC COM 095229100 366 9,880 SH   DFND 17 9,880 0 0
BLUCORA INC COM 095229100 69 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 14,923 403,311 SH   DFND 21 387,029 0 16,282
BLUEBIRD BIO INC COM 09609G100 13,756 87,644 SH   DFND 17 70,955 0 16,689
BLUEBIRD BIO INC COM 09609G100 1,789 11,400 SH   DFND 24 11,400 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 394 44,215 SH   DFND 17 44,215 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,071 32,621 SH   DFND 17 32,621 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 641 10,100 SH   DFND 24 10,100 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 24,744 2,129,439 SH   DFND 17 2,129,439 0 0
BOEING CO COM 097023105 1,540 4,590 SH   DFND 4 4,590 0 0
BOEING CO COM 097023105 281,851 840,066 SH   DFND 17 767,384 0 72,682
BOEING CO COM 097023105 279 832 SH   DFND 20 832 0 0
BOEING CO COM 097023105 155,663 463,960 SH   DFND 21 336,024 0 127,936
BOEING CO COM 097023105 186 553 SH   DFND 24 553 0 0
BOEING CO CALL 097023905 14,326 42,700 SH Call DFND 4 42,700 0 0
BOEING CO PUT 097023955 118,871 354,300 SH Put DFND 4 354,300 0 0
BOINGO WIRELESS INC COM 09739C102 16,398 725,881 SH   DFND 17 585,889 0 139,992
BOOKING HLDGS INC COM 09857L108 22,146 10,925 SH   DFND 17 10,108 0 817
BOOKING HLDGS INC COM 09857L108 16,292 8,037 SH   DFND 20 0 0 8,037
BOOKING HLDGS INC COM 09857L108 75,312 37,153 SH   DFND 21 35,672 0 1,481
BOOKING HLDGS INC COM 09857L108 973 480 SH   DFND 24 480 0 0
BOOKING HLDGS INC COM 09857L108 4,360 2,151 SH   DFND 25 2,151 0 0
BOOKING HLDGS INC CALL 09857L908 4,865 2,400 SH Call DFND 4 2,400 0 0
BOOKING HLDGS INC PUT 09857L958 27,771 13,700 SH Put DFND 4 13,700 0 0
BOOT BARN HLDGS INC COM 099406100 1,681 81,000 SH   DFND 17 81,000 0 0
BOOT BARN HLDGS INC COM 099406100 1,385 66,732 SH   DFND 21 0 0 66,732
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 46,401 1,061,076 SH   DFND 17 1,061,076 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,731 39,575 SH   DFND 21 27,668 0 11,907
BORGWARNER INC COM 099724106 662 15,345 SH   DFND 17 15,345 0 0
BORGWARNER INC COM 099724106 174 4,041 SH   DFND 20 4,041 0 0
BORGWARNER INC COM 099724106 3,002 69,554 SH   DFND 21 62,108 0 7,446
BOSTON BEER INC CL A 100557107 1,196 3,990 SH   DFND 17 245 0 3,745
BOSTON BEER INC CL A 100557107 1,598 5,331 SH   DFND 21 0 0 5,331
BOSTON PRIVATE FINL HLDGS IN COM 101119105 602 37,890 SH   DFND 17 0 0 37,890
BOSTON PROPERTIES INC COM 101121101 23,367 186,307 SH   DFND 4 186,307 0 0
BOSTON PROPERTIES INC COM 101121101 325 2,592 SH   DFND 17 2,592 0 0
BOSTON SCIENTIFIC CORP COM 101137107 8,111 248,052 SH   DFND 17 240,600 0 7,452
BOSTON SCIENTIFIC CORP COM 101137107 68 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10,808 330,513 SH   DFND 21 258,937 0 71,576
BOSTON SCIENTIFIC CORP CALL 101137907 736 22,500 SH Call DFND 4 22,500 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 15,876 485,500 SH Put DFND 4 485,500 0 0
BOTTOMLINE TECH DEL INC COM 101388106 115 2,300 SH   DFND 17 2,300 0 0
BOTTOMLINE TECH DEL INC COM 101388106 411 8,257 SH   DFND 21 8,257 0 0
BOX INC CL A 10316T104 906 36,235 SH   DFND 17 36,235 0 0
BRADY CORP CL A 104674106 714 18,520 SH   DFND 17 18,520 0 0
BRADY CORP CL A 104674106 3,207 83,203 SH   DFND 21 83,203 0 0
BRASKEM S A SP ADR PFD A 105532105 916 35,217 SH   DFND 17 35,217 0 0
BRIGGS & STRATTON CORP COM 109043109 461 26,189 SH   DFND 21 11,859 0 14,330
BRIGHT HORIZONS FAM SOL IN D COM 109194100 17,000 165,821 SH   DFND 17 112,073 0 53,748
BRIGHTCOVE INC COM 10921T101 3,220 333,720 SH   DFND 17 322,349 0 11,371
BRIGHTHOUSE FINL INC COM 10922N103 66 1,638 SH   DFND 17 1,638 0 0
BRIGHTHOUSE FINL INC COM 10922N103 233 5,819 SH   DFND 21 611 0 5,208
BRINKER INTL INC COM 109641100 304 6,386 SH   DFND 21 0 0 6,386
BRINKS CO COM 109696104 11,922 149,495 SH   DFND 17 96,030 0 53,465
BRINKS CO COM 109696104 226 2,839 SH   DFND 21 679 0 2,160
BRISTOL MYERS SQUIBB CO COM 110122108 125,385 2,265,718 SH   DFND 17 2,090,652 0 175,066
BRISTOL MYERS SQUIBB CO COM 110122108 136 2,454 SH   DFND 20 2,454 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 37,140 671,118 SH   DFND 21 493,539 0 177,579
BRISTOL MYERS SQUIBB CO COM 110122108 1,146 20,700 SH   DFND 24 20,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 24,200 437,300 SH Call DFND 4 437,300 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 50,193 907,000 SH Put DFND 4 907,000 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 15,256 13,295,000 PRN   DFND 17 13,295,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 8,306 164,634 SH   DFND 17 164,634 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 15,388 305,024 SH   DFND 21 274,596 0 30,428
BRIXMOR PPTY GROUP INC COM 11120U105 4 256 SH   DFND 17 256 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 222 12,755 SH   DFND 21 12,755 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 14,381 124,946 SH   DFND 17 120,310 0 4,636
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 169 1,467 SH   DFND 20 1,467 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 54,187 470,781 SH   DFND 21 353,988 0 116,793
BROADCOM INC COM 11135F101 1,836 7,565 SH   DFND 4 7,565 0 0
BROADCOM INC COM 11135F101 476,610 1,964,269 SH   DFND 17 1,853,726 0 110,543
BROADCOM INC COM 11135F101 1,143 4,712 SH   DFND 20 4,712 0 0
BROADCOM INC COM 11135F101 50,483 208,057 SH   DFND 21 202,732 0 5,325
BROADCOM INC CALL 11135F901 6,527 26,900 SH Call DFND 4 26,900 0 0
BROADCOM INC CALL 11135F901 30,087 124,000 SH Call DFND 17 124,000 0 0
BROADCOM INC PUT 11135F951 56,220 231,700 SH Put DFND 4 231,700 0 0
BROOKDALE SR LIVING INC COM 112463104 56,813 6,250,043 SH   DFND 4 6,250,043 0 0
BROOKS AUTOMATION INC COM 114340102 1,384 42,427 SH   DFND 17 42,427 0 0
BROOKS AUTOMATION INC COM 114340102 8,247 252,811 SH   DFND 21 252,811 0 0
BROWN & BROWN INC COM 115236101 13,790 497,283 SH   DFND 17 288,112 0 209,171
BROWN FORMAN CORP CL B 115637209 438 8,933 SH   DFND 17 8,933 0 0
BROWN FORMAN CORP CL B 115637209 725 14,798 SH   DFND 21 14,798 0 0
BRUKER CORP COM 116794108 31,329 1,078,817 SH   DFND 17 1,024,017 0 54,800
BRUKER CORP COM 116794108 300 10,339 SH   DFND 20 10,339 0 0
BRUKER CORP COM 116794108 3,134 107,932 SH   DFND 21 100,613 0 7,319
BRUNSWICK CORP COM 117043109 47,315 733,786 SH   DFND 17 733,786 0 0
BUCKLE INC COM 118440106 893 33,189 SH   DFND 17 33,189 0 0
BUCKLE INC COM 118440106 1,894 70,392 SH   DFND 21 70,392 0 0
BURLINGTON STORES INC COM 122017106 46,264 307,340 SH   DFND 17 307,340 0 0
CAE INC COM 124765108 25,722 1,238,958 SH   DFND 17 1,238,958 0 0
CAE INC COM 124765108 69 3,305 SH   DFND 21 0 0 3,305
CAI INTERNATIONAL INC COM 12477X106 1,480 63,691 SH   DFND 17 58,422 0 5,269
CAI INTERNATIONAL INC COM 12477X106 34 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 5,290 227,630 SH   DFND 21 201,808 0 25,822
CBIZ INC COM 124805102 6,076 264,157 SH   DFND 17 152,681 0 111,476
CBIZ INC COM 124805102 28 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 2,910 126,513 SH   DFND 21 116,471 0 10,042
CBS CORP NEW CL B 124857202 21,231 377,639 SH   DFND 17 285,245 0 92,394
CBS CORP NEW PUT 124857952 2,907 51,700 SH Put DFND 4 51,700 0 0
CBRE GROUP INC CL A 12504L109 16 334 SH   DFND 4 334 0 0
CBRE GROUP INC CL A 12504L109 8,859 185,578 SH   DFND 17 154,183 0 31,395
CBRE GROUP INC CL A 12504L109 663 13,893 SH   DFND 21 0 0 13,893
CDW CORP COM 12514G108 21,532 266,517 SH   DFND 17 240,357 0 26,160
CDW CORP COM 12514G108 208 2,574 SH   DFND 20 2,574 0 0
CDW CORP COM 12514G108 24,208 299,635 SH   DFND 21 268,827 0 30,808
CF INDS HLDGS INC COM 125269100 18,422 414,920 SH   DFND 17 414,920 0 0
CF INDS HLDGS INC COM 125269100 2,592 58,368 SH   DFND 21 45,322 0 13,046
CF INDS HLDGS INC COM 125269100 10,199 229,700 SH   DFND 24 229,700 0 0
CIGNA CORPORATION COM 125509109 3,885 22,860 SH   DFND 4 22,860 0 0
CIGNA CORPORATION COM 125509109 12,384 72,871 SH   DFND 17 68,893 0 3,978
CIGNA CORPORATION COM 125509109 35,875 211,090 SH   DFND 21 90,904 0 120,186
CIGNA CORPORATION CALL 125509909 2,515 14,800 SH Call DFND 4 14,800 0 0
CIGNA CORPORATION PUT 125509959 20,785 122,300 SH Put DFND 4 122,300 0 0
CIT GROUP INC COM NEW 125581801 1,327 26,331 SH   DFND 4 26,331 0 0
CME GROUP INC COM CL A 12572Q105 222 1,354 SH   DFND 4 1,354 0 0
CME GROUP INC COM CL A 12572Q105 39,082 238,422 SH   DFND 17 159,929 0 78,493
CME GROUP INC COM CL A 12572Q105 12,130 74,000 SH   DFND 21 74,000 0 0
CME GROUP INC CALL 12572Q905 2,836 17,300 SH Call DFND 4 17,300 0 0
CME GROUP INC PUT 12572Q955 40,177 245,100 SH Put DFND 4 245,100 0 0
CMS ENERGY CORP COM 125896100 769 16,265 SH   DFND 17 16,265 0 0
CMS ENERGY CORP COM 125896100 2,555 54,040 SH   DFND 21 43,587 0 10,453
CNA FINL CORP COM 126117100 4,247 92,969 SH   DFND 17 69,273 0 23,696
CNA FINL CORP COM 126117100 224 4,899 SH   DFND 20 4,899 0 0
CNA FINL CORP COM 126117100 19,446 425,699 SH   DFND 21 343,048 0 82,651
CRA INTL INC COM 12618T105 3,291 64,666 SH   DFND 17 62,493 0 2,173
CNO FINL GROUP INC COM 12621E103 28,036 1,472,487 SH   DFND 17 1,459,465 0 13,022
CNO FINL GROUP INC COM 12621E103 455 23,910 SH   DFND 20 23,910 0 0
CNO FINL GROUP INC COM 12621E103 21,364 1,122,043 SH   DFND 21 596,975 0 525,068
CSG SYS INTL INC COM 126349109 285 6,963 SH   DFND 17 1,920 0 5,043
CSG SYS INTL INC COM 126349109 4,071 99,614 SH   DFND 21 31,639 0 67,975
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 27,015 25,620,000 PRN   DFND 17 25,620,000 0 0
CSX CORP COM 126408103 957 15,001 SH   DFND 17 15,001 0 0
CSX CORP COM 126408103 5,932 93,000 SH   DFND 21 93,000 0 0
CSX CORP CALL 126408903 3,584 56,200 SH Call DFND 4 56,200 0 0
CSX CORP PUT 126408953 26,768 419,700 SH Put DFND 4 419,700 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 28,757 1,483,068 SH   DFND 17 1,483,068 0 0
CVS HEALTH CORP COM 126650100 7,041 109,416 SH   DFND 4 109,416 0 0
CVS HEALTH CORP COM 126650100 73,080 1,135,667 SH   DFND 17 1,054,157 0 81,510
CVS HEALTH CORP COM 126650100 1,368 21,259 SH   DFND 20 21,259 0 0
CVS HEALTH CORP COM 126650100 157,011 2,439,948 SH   DFND 21 1,750,555 0 689,393
CVS HEALTH CORP CALL 126650900 4,112 63,900 SH Call DFND 4 63,900 0 0
CVS HEALTH CORP PUT 126650950 35,811 556,500 SH Put DFND 4 556,500 0 0
CYS INVTS INC COM 12673A108 4,694 625,821 SH   DFND 17 435,910 0 189,911
CYS INVTS INC COM 12673A108 3,876 516,744 SH   DFND 21 245,579 0 271,165
CA INC COM 12673P105 3,691 103,536 SH   DFND 17 103,536 0 0
CA INC COM 12673P105 34,283 961,648 SH   DFND 21 236,223 0 725,425
C&J ENERGY SVCS INC NEW COM 12674R100 103 4,359 SH   DFND 20 4,359 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 465 19,706 SH   DFND 21 13,458 0 6,248
CABOT CORP COM 127055101 30,697 496,958 SH   DFND 17 496,958 0 0
CABOT CORP COM 127055101 2,108 34,128 SH   DFND 21 34,128 0 0
CABOT OIL & GAS CORP COM 127097103 5,444 228,743 SH   DFND 17 228,743 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 6,953 64,639 SH   DFND 17 54,943 0 9,696
CABOT MICROELECTRONICS CORP COM 12709P103 217 2,018 SH   DFND 20 2,018 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 14,155 131,600 SH   DFND 21 110,732 0 20,868
CACI INTL INC CL A 127190304 5,823 34,548 SH   DFND 17 13,486 0 21,062
CACI INTL INC CL A 127190304 4,172 24,753 SH   DFND 21 24,753 0 0
CACTUS INC CL A 127203107 331 9,810 SH   DFND 17 9,810 0 0
CACTUS INC CL A 127203107 1,506 44,583 SH   DFND 21 40,896 0 3,687
CADENCE DESIGN SYSTEM INC COM 127387108 84,922 1,960,798 SH   DFND 17 1,960,798 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,045 116,497 SH   DFND 21 116,497 0 0
CAESARS ENTMT CORP COM 127686103 405,724 37,918,145 SH   DFND 4 37,918,145 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 138,998 81,153,179 PRN   DFND 4 81,153,179 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 185,178 107,280,000 PRN   DFND 17 101,490,000 0 5,790,000
CAL MAINE FOODS INC COM NEW 128030202 6,363 138,770 SH   DFND 17 138,770 0 0
CAL MAINE FOODS INC COM NEW 128030202 4,984 108,705 SH   DFND 24 108,705 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 12,666 11,900,000 PRN   DFND 17 11,900,000 0 0
CALAVO GROWERS INC COM 128246105 16,354 170,093 SH   DFND 17 131,748 0 38,345
CALAVO GROWERS INC COM 128246105 6,864 71,392 SH   DFND 24 71,392 0 0
CALLAWAY GOLF CO COM 131193104 7,868 414,756 SH   DFND 17 266,668 0 148,088
CALLON PETE CO DEL COM 13123X102 11,599 1,080,000 SH   DFND 4 1,080,000 0 0
CALLON PETE CO DEL COM 13123X102 14,311 1,332,468 SH   DFND 17 897,314 0 435,154
CAMDEN PPTY TR SH BEN INT 133131102 21,394 234,761 SH   DFND 4 234,761 0 0
CAMECO CORP COM 13321L108 13,653 1,214,303 SH   DFND 21 1,214,303 0 0
CAMPBELL SOUP CO COM 134429109 2,885 71,168 SH   DFND 17 71,168 0 0
CAMPBELL SOUP CO COM 134429109 20,269 499,968 SH   DFND 21 495,306 0 4,662
CAMPING WORLD HLDGS INC CL A 13462K109 50 1,996 SH   DFND 17 1,996 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 269 10,752 SH   DFND 21 1,555 0 9,197
CDN IMPERIAL BK COMM TORONTO COM 136069101 16,605 191,001 SH   DFND 17 176,779 0 14,222
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,128 12,970 SH   DFND 20 12,970 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 105,512 1,213,667 SH   DFND 21 769,804 0 443,863
CANADIAN NATL RY CO COM 136375102 329 4,024 SH   DFND 17 4,024 0 0
CANADIAN NATL RY CO COM 136375102 4,513 55,211 SH   DFND 21 28,784 0 26,427
CANADIAN NAT RES LTD COM 136385101 13,618 377,523 SH   DFND 17 377,523 0 0
CANADIAN NAT RES LTD COM 136385101 14,464 400,985 SH   DFND 21 176,990 0 223,995
CANADIAN PAC RY LTD COM 13645T100 18,623 101,685 SH   DFND 17 101,685 0 0
CANADIAN PAC RY LTD COM 13645T100 415 2,265 SH   DFND 21 2,265 0 0
CANNAE HLDGS INC COM 13765N107 2,262 121,963 SH   DFND 17 18,866 0 103,097
CANNAE HLDGS INC COM 13765N107 2,161 116,485 SH   DFND 21 107,333 0 9,152
CANTEL MEDICAL CORP COM 138098108 667 6,779 SH   DFND 17 6,779 0 0
CAPITAL ONE FINL CORP COM 14040H105 701 7,626 SH   DFND 4 7,626 0 0
CAPITAL ONE FINL CORP COM 14040H105 12,214 132,900 SH   DFND 17 124,614 0 8,286
CAPITAL ONE FINL CORP COM 14040H105 754 8,205 SH   DFND 20 8,205 0 0
CAPITAL ONE FINL CORP COM 14040H105 50,770 552,450 SH   DFND 21 379,975 0 172,475
CAPITAL ONE FINL CORP CALL 14040H905 2,564 27,900 SH Call DFND 4 27,900 0 0
CAPITAL ONE FINL CORP PUT 14040H955 21,183 230,500 SH Put DFND 4 230,500 0 0
CAPITOL FED FINL INC COM 14057J101 373 28,360 SH   DFND 17 28,360 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 31 21,400 SH   DFND 17 21,400 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 742 82,863 SH   DFND 17 82,863 0 0
CARA THERAPEUTICS INC COM 140755109 1,876 97,938 SH   DFND 17 94,710 0 3,228
CARBON BLACK INC COM 14081R103 758 29,137 SH   DFND 17 29,137 0 0
CARBONITE INC COM 141337105 6,628 189,900 SH   DFND 17 184,620 0 5,280
CARDINAL HEALTH INC COM 14149Y108 918 18,800 SH   DFND 4 18,800 0 0
CARDINAL HEALTH INC COM 14149Y108 260 5,318 SH   DFND 17 5,318 0 0
CARDINAL HEALTH INC COM 14149Y108 108 2,205 SH   DFND 20 2,205 0 0
CARDINAL HEALTH INC COM 14149Y108 24,171 495,008 SH   DFND 21 454,440 0 40,568
CARDINAL HEALTH INC CALL 14149Y908 635 13,000 SH Call DFND 4 13,000 0 0
CARDINAL HEALTH INC PUT 14149Y958 6,704 137,300 SH Put DFND 4 137,300 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 18,695 20,000,000 PRN   DFND 17 20,000,000 0 0
CARE COM INC COM 141633107 2,890 138,410 SH   DFND 17 63,115 0 75,295
CAREER EDUCATION CORP COM 141665109 23 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 730 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 250 14,995 SH   DFND 20 14,995 0 0
CARETRUST REIT INC COM 14174T107 880 52,738 SH   DFND 21 52,738 0 0
CARMAX INC COM 143130102 222 3,042 SH   DFND 17 3,042 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 976 17,030 SH   DFND 4 17,030 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 79,973 1,395,443 SH   DFND 17 1,395,443 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 41,160 718,203 SH   DFND 21 280,696 0 437,507
CARNIVAL CORP CALL 143658900 1,014 17,700 SH Call DFND 4 17,700 0 0
CARNIVAL CORP PUT 143658950 11,611 202,600 SH Put DFND 4 202,600 0 0
CARNIVAL PLC ADR 14365C103 5,768 100,057 SH   DFND 17 100,057 0 0
CAROLINA FINL CORP NEW COM 143873107 3,200 74,567 SH   DFND 17 74,567 0 0
CAROLINA FINL CORP NEW COM 143873107 431 10,045 SH   DFND 21 10,045 0 0
CARRIAGE SVCS INC COM 143905107 3,880 158,057 SH   DFND 17 151,207 0 6,850
CARRIZO OIL & GAS INC COM 144577103 1,098 39,417 SH   DFND 17 39,417 0 0
CARRIZO OIL & GAS INC COM 144577103 79 2,849 SH   DFND 21 2,849 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,927 331,790 SH   DFND 17 319,598 0 12,192
CARTER INC COM 146229109 31,022 286,203 SH   DFND 17 238,252 0 47,951
CARTER INC COM 146229109 1,535 14,166 SH   DFND 21 1,275 0 12,891
CASELLA WASTE SYS INC CL A 147448104 837 32,680 SH   DFND 17 0 0 32,680
CASELLA WASTE SYS INC CL A 147448104 395 15,420 SH   DFND 21 15,420 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 210 49,416 SH   DFND 21 49,416 0 0
CATALENT INC COM 148806102 26,551 633,818 SH   DFND 17 490,391 0 143,427
CATERPILLAR INC DEL COM 149123101 9,927 73,168 SH   DFND 4 73,168 0 0
CATERPILLAR INC DEL COM 149123101 269,347 1,985,312 SH   DFND 17 1,937,584 0 47,728
CATERPILLAR INC DEL COM 149123101 47,618 350,986 SH   DFND 21 306,907 0 44,079
CATERPILLAR INC DEL COM 149123101 87 641 SH   DFND 24 641 0 0
CATERPILLAR INC DEL CALL 149123901 5,128 37,800 SH Call DFND 4 37,800 0 0
CATERPILLAR INC DEL PUT 149123951 42,600 314,000 SH Put DFND 4 314,000 0 0
CATHAY GEN BANCORP COM 149150104 1,106 27,314 SH   DFND 21 2,572 0 24,742
CATO CORP NEW CL A 149205106 2,149 87,305 SH   DFND 17 71,900 0 15,405
CAVIUM INC COM 14964U108 7 83 SH   DFND 17 83 0 0
CAVIUM INC COM 14964U108 6,319 73,049 SH   DFND 21 73,049 0 0
CELANESE CORP DEL COM SER A 150870103 14,926 134,396 SH   DFND 17 134,396 0 0
CELANESE CORP DEL COM SER A 150870103 545 4,908 SH   DFND 20 4,908 0 0
CELANESE CORP DEL COM SER A 150870103 6,774 60,998 SH   DFND 21 40,802 0 20,196
CELESTICA INC SUB VTG SHS 15101Q108 264 22,193 SH   DFND 20 22,193 0 0
CELESTICA INC SUB VTG SHS 15101Q108 907 76,295 SH   DFND 21 76,295 0 0
CELGENE CORP COM 151020104 771 9,710 SH   DFND 4 9,710 0 0
CELGENE CORP COM 151020104 24,721 311,274 SH   DFND 17 308,759 0 2,515
CELGENE CORP COM 151020104 4,669 58,787 SH   DFND 20 0 0 58,787
CELGENE CORP COM 151020104 18,365 231,243 SH   DFND 21 208,504 0 22,739
CELGENE CORP COM 151020104 6,663 83,900 SH   DFND 24 83,900 0 0
CELGENE CORP COM 151020104 2,653 33,409 SH   DFND 25 33,409 0 0
CELGENE CORP CALL 151020904 19,124 240,800 SH Call DFND 4 240,800 0 0
CELGENE CORP PUT 151020954 35,930 452,400 SH Put DFND 4 452,400 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 23,088 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 5,777 46,891 SH   DFND 4 46,891 0 0
CENTENE CORP DEL COM 15135B101 15,337 124,482 SH   DFND 17 124,482 0 0
CENTENE CORP DEL COM 15135B101 568 4,608 SH   DFND 20 4,608 0 0
CENTENE CORP DEL COM 15135B101 61,089 495,813 SH   DFND 21 338,262 0 157,551
CENTENE CORP DEL PUT 15135B951 924 7,500 SH Put DFND 4 7,500 0 0
CENOVUS ENERGY INC COM 15135U109 1,291 124,426 SH   DFND 17 124,426 0 0
CENOVUS ENERGY INC COM 15135U109 3,876 373,549 SH   DFND 21 373,549 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 9,030 500,000 SH   DFND 4 500,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 25,250 911,222 SH   DFND 17 557,961 0 353,261
CENTERPOINT ENERGY INC COM 15189T107 1,204 43,437 SH   DFND 20 43,437 0 0
CENTERPOINT ENERGY INC COM 15189T107 79,393 2,865,151 SH   DFND 21 2,245,671 0 619,480
CENTERSTATE BK CORP COM 15201P109 14,480 485,588 SH   DFND 17 309,905 0 175,683
CENTRAL GARDEN & PET CO COM 153527106 2,142 49,260 SH   DFND 17 49,260 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,136 28,060 SH   DFND 17 18,913 0 9,147
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 293 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,500 86,480 SH   DFND 21 67,538 0 18,942
CENTURY CASINOS INC COM 156492100 3,419 390,724 SH   DFND 17 377,430 0 13,294
CENTURY CMNTYS INC COM 156504300 1,489 47,199 SH   DFND 17 41,905 0 5,294
CENTURYLINK INC COM 156700106 2,946 158,055 SH   DFND 17 158,055 0 0
CENTURYLINK INC COM 156700106 10,485 562,511 SH   DFND 21 504,351 0 58,160
CERNER CORP COM 156782104 62 1,031 SH   DFND 4 1,031 0 0
CERNER CORP COM 156782104 1,310 21,904 SH   DFND 17 21,904 0 0
CERNER CORP CALL 156782904 514 8,600 SH Call DFND 4 8,600 0 0
CERNER CORP PUT 156782954 3,348 56,000 SH Put DFND 4 56,000 0 0
CERUS CORP COM 157085101 2,198 329,500 SH   DFND 17 329,500 0 0
CEVA INC COM 157210105 2,888 95,642 SH   DFND 17 92,503 0 3,139
CHARLES RIV LABS INTL INC COM 159864107 12,057 107,400 SH   DFND 17 67,045 0 40,355
CHARLES RIV LABS INTL INC COM 159864107 510 4,545 SH   DFND 20 4,545 0 0
CHARLES RIV LABS INTL INC COM 159864107 11,483 102,290 SH   DFND 21 89,559 0 12,731
CHART INDS INC COM PAR $0.01 16115Q308 8,531 138,303 SH   DFND 17 88,808 0 49,495
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,872 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,530 5,217 SH   DFND 17 5,217 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 17,651 60,200 SH Call DFND 4 60,200 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 37,648 128,400 SH Put DFND 4 128,400 0 0
CHATHAM LODGING TR COM 16208T102 1,510 71,142 SH   DFND 17 65,590 0 5,552
CHATHAM LODGING TR COM 16208T102 6,602 311,099 SH   DFND 21 145,464 0 165,635
CHEFS WHSE INC COM 163086101 501 17,591 SH   DFND 21 10,967 0 6,624
CHEGG INC COM 163092109 966 34,770 SH   DFND 17 34,770 0 0
CHEMED CORP NEW COM 16359R103 484 1,503 SH   DFND 17 1,503 0 0
CHEMOURS CO COM 163851108 99,683 2,247,139 SH   DFND 17 2,169,810 0 77,329
CHEMOURS CO COM 163851108 340 7,654 SH   DFND 20 7,654 0 0
CHEMOURS CO COM 163851108 8,728 196,751 SH   DFND 21 189,174 0 7,577
CHENIERE ENERGY INC COM NEW 16411R208 11,681 179,180 SH   DFND 4 133,180 0 46,000
CHENIERE ENERGY INC COM NEW 16411R208 215 3,294 SH   DFND 21 3,294 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 159,195 200,710,000 PRN   DFND 17 190,040,000 0 10,670,000
CHESAPEAKE ENERGY CORP COM 165167107 37,333 7,124,680 SH   DFND 17 7,124,680 0 0
CHESAPEAKE ENERGY CORP COM 165167107 137 26,206 SH   DFND 21 26,206 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 73,083 71,650,000 PRN   DFND 17 71,650,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,527 48,252 SH   DFND 21 35,811 0 12,441
CHEVRON CORP NEW COM 166764100 418 3,307 SH   DFND 4 3,307 0 0
CHEVRON CORP NEW COM 166764100 196,012 1,550,360 SH   DFND 17 1,474,237 0 76,123
CHEVRON CORP NEW COM 166764100 844 6,674 SH   DFND 20 6,674 0 0
CHEVRON CORP NEW COM 166764100 199,364 1,576,876 SH   DFND 21 1,222,462 0 354,414
CHEVRON CORP NEW COM 166764100 2,409 19,051 SH   DFND 24 19,051 0 0
CHEVRON CORP NEW CALL 166764900 14,160 112,000 SH Call DFND 4 112,000 0 0
CHEVRON CORP NEW PUT 166764950 118,022 933,500 SH Put DFND 4 933,500 0 0
CHICOS FAS INC COM 168615102 28 3,415 SH   DFND 20 3,415 0 0
CHICOS FAS INC COM 168615102 1,588 195,147 SH   DFND 21 195,147 0 0
CHILDRENS PL INC COM 168905107 11,316 93,675 SH   DFND 17 58,418 0 35,257
CHILDRENS PL INC COM 168905107 185 1,534 SH   DFND 20 1,534 0 0
CHILDRENS PL INC COM 168905107 6,532 54,073 SH   DFND 21 40,745 0 13,328
CHIMERA INVT CORP COM NEW 16934Q208 5,758 314,968 SH   DFND 17 132,719 0 182,249
CHIMERA INVT CORP COM NEW 16934Q208 295 16,119 SH   DFND 20 16,119 0 0
CHIMERA INVT CORP COM NEW 16934Q208 10,401 568,987 SH   DFND 21 457,673 0 111,314
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 739 16,642 SH   DFND 17 16,642 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,693 105,717 SH   DFND 21 105,717 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 796 8,863 SH   DFND 17 8,863 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 179 414 SH   DFND 17 414 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 200 464 SH   DFND 21 464 0 0
CHURCH & DWIGHT INC COM 171340102 20,444 384,568 SH   DFND 17 384,568 0 0
CHURCH & DWIGHT INC COM 171340102 911 17,131 SH   DFND 21 0 0 17,131
CHURCHILL DOWNS INC COM 171484108 13,702 46,211 SH   DFND 17 30,701 0 15,510
CHURCHILL DOWNS INC COM 171484108 4,585 15,465 SH   DFND 21 15,465 0 0
CIENA CORP COM NEW 171779309 486 18,333 SH   DFND 17 18,333 0 0
CIENA CORP COM NEW 171779309 9,768 368,452 SH   DFND 21 368,452 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 42,583 32,185,000 PRN   DFND 17 30,450,000 0 1,735,000
CIMAREX ENERGY CO COM 171798101 583 5,735 SH   DFND 17 5,735 0 0
CIMAREX ENERGY CO COM 171798101 1,271 12,490 SH   DFND 21 12,490 0 0
CIRRUS LOGIC INC COM 172755100 98 2,549 SH   DFND 17 2,549 0 0
CIRRUS LOGIC INC COM 172755100 61 1,600 SH   DFND 20 1,600 0 0
CIRRUS LOGIC INC COM 172755100 7,000 182,612 SH   DFND 21 171,504 0 11,108
CISCO SYS INC COM 17275R102 22,618 525,643 SH   DFND 4 525,643 0 0
CISCO SYS INC COM 17275R102 215,903 5,017,506 SH   DFND 17 4,349,311 0 668,195
CISCO SYS INC COM 17275R102 5,303 123,246 SH   DFND 20 123,246 0 0
CISCO SYS INC COM 17275R102 321,353 7,468,126 SH   DFND 21 5,645,558 0 1,822,568
CISCO SYS INC CALL 17275R902 34,398 799,400 SH Call DFND 4 799,400 0 0
CISCO SYS INC PUT 17275R952 83,207 1,933,700 SH Put DFND 4 1,933,700 0 0
CINTAS CORP COM 172908105 91 491 SH   DFND 4 491 0 0
CINTAS CORP COM 172908105 266 1,437 SH   DFND 17 1,437 0 0
CINTAS CORP COM 172908105 3,306 17,864 SH   DFND 21 11,209 0 6,655
CITIGROUP INC COM NEW 172967424 130,892 1,955,954 SH   DFND 4 1,955,954 0 0
CITIGROUP INC COM NEW 172967424 136,089 2,033,604 SH   DFND 17 1,767,331 0 266,273
CITIGROUP INC COM NEW 172967424 14,821 221,472 SH   DFND 20 38,335 0 183,137
CITIGROUP INC COM NEW 172967424 209,324 3,127,974 SH   DFND 21 2,533,247 0 594,727
CITIGROUP INC COM NEW 172967424 4,921 73,529 SH   DFND 25 73,529 0 0
CITIGROUP INC CALL 172967904 35,809 535,100 SH Call DFND 4 535,100 0 0
CITIGROUP INC PUT 172967954 92,925 1,388,600 SH Put DFND 4 1,388,600 0 0
CITIZENS FINL GROUP INC COM 174610105 384 9,884 SH   DFND 4 9,884 0 0
CITIZENS FINL GROUP INC COM 174610105 108,308 2,784,256 SH   DFND 17 2,781,566 0 2,690
CITIZENS FINL GROUP INC COM 174610105 990 25,445 SH   DFND 20 25,445 0 0
CITIZENS FINL GROUP INC COM 174610105 44,450 1,142,675 SH   DFND 21 1,106,425 0 36,250
CITIZENS FINL GROUP INC CALL 174610905 2,505 64,400 SH Call DFND 4 64,400 0 0
CITIZENS FINL GROUP INC PUT 174610955 7,111 182,800 SH Put DFND 4 182,800 0 0
CITRIX SYS INC COM 177376100 230 2,192 SH   DFND 17 2,192 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 147,486 102,920,000 PRN   DFND 17 99,485,000 0 3,435,000
CLARUS CORP NEW COM 18270P109 801 97,060 SH   DFND 17 97,060 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 23,354 18,910,000 PRN   DFND 17 18,910,000 0 0
CLOROX CO DEL COM 189054109 104 771 SH   DFND 4 771 0 0
CLOROX CO DEL COM 189054109 2,692 19,906 SH   DFND 17 19,906 0 0
CLOVIS ONCOLOGY INC COM 189464100 6,294 138,425 SH   DFND 17 138,425 0 0
CLOVIS ONCOLOGY INC COM 189464100 2,592 57,000 SH   DFND 24 57,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 42,954 39,820,000 PRN   DFND 17 38,155,000 0 1,665,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 39,498 43,000,000 PRN   DFND 17 41,310,000 0 1,690,000
COCA COLA CO COM 191216100 5,726 130,546 SH   DFND 4 130,546 0 0
COCA COLA CO COM 191216100 6,773 154,429 SH   DFND 17 154,429 0 0
COCA COLA CO COM 191216100 12,643 288,251 SH   DFND 21 275,641 0 12,610
COCA COLA CO CALL 191216900 11,680 266,300 SH Call DFND 4 266,300 0 0
COCA COLA CO PUT 191216950 59,720 1,361,600 SH Put DFND 4 1,361,600 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 471 8,340 SH   DFND 21 8,340 0 0
CODEXIS INC COM 192005106 2,102 146,005 SH   DFND 17 141,143 0 4,862
COGNEX CORP COM 192422103 21,936 491,725 SH   DFND 17 388,525 0 103,200
COGNEX CORP COM 192422103 1,126 25,252 SH   DFND 20 25,252 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,119 77,466 SH   DFND 4 77,466 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,437 119,466 SH   DFND 17 104,227 0 15,239
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 725 9,176 SH   DFND 20 9,176 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 21,971 278,149 SH   DFND 21 192,024 0 86,125
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 2,125 26,900 SH Call DFND 4 26,900 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 12,133 153,600 SH Call DFND 17 153,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 27,331 346,000 SH Put DFND 4 346,000 0 0
COHERENT INC COM 192479103 28,667 183,271 SH   DFND 17 166,426 0 16,845
COHERENT INC COM 192479103 323 2,064 SH   DFND 20 2,064 0 0
COHERENT INC COM 192479103 5,675 36,280 SH   DFND 21 33,140 0 3,140
COHEN & STEERS INC COM 19247A100 253 6,059 SH   DFND 17 6,059 0 0
COHU INC COM 192576106 1,393 56,831 SH   DFND 17 8,816 0 48,015
COHU INC COM 192576106 556 22,667 SH   DFND 21 0 0 22,667
COLGATE PALMOLIVE CO COM 194162103 8,918 137,609 SH   DFND 4 137,609 0 0
COLGATE PALMOLIVE CO COM 194162103 2,108 32,532 SH   DFND 17 32,532 0 0
COLGATE PALMOLIVE CO COM 194162103 10,897 168,138 SH   DFND 21 60,061 0 108,077
COLGATE PALMOLIVE CO COM 194162103 428 6,600 SH   DFND 24 6,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 2,301 35,500 SH Call DFND 4 35,500 0 0
COLGATE PALMOLIVE CO PUT 194162953 32,865 507,100 SH Put DFND 4 507,100 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 449 5,903 SH   DFND 17 5,903 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 2,091 27,497 SH   DFND 21 25,338 0 2,159
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,178 5,500,000 PRN   DFND 17 5,500,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 12,283 1,968,500 SH   DFND 4 1,968,500 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 2,217 24,240 SH   DFND 17 24,240 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 11,458 264,249 SH   DFND 17 166,303 0 97,946
COLUMBUS MCKINNON CORP N Y COM 199333105 130 2,993 SH   DFND 21 2,993 0 0
COMFORT SYS USA INC COM 199908104 1,117 24,397 SH   DFND 17 24,397 0 0
COMFORT SYS USA INC COM 199908104 83 1,811 SH   DFND 21 1,811 0 0
COMCAST CORP NEW CL A 20030N101 234 7,140 SH   DFND 4 7,140 0 0
COMCAST CORP NEW CL A 20030N101 291,617 8,888,042 SH   DFND 17 8,018,119 0 869,923
COMCAST CORP NEW CL A 20030N101 2,532 77,164 SH   DFND 20 77,164 0 0
COMCAST CORP NEW CL A 20030N101 200,513 6,111,346 SH   DFND 21 4,243,250 0 1,868,096
COMCAST CORP NEW CALL 20030N901 43,057 1,312,300 SH Call DFND 4 1,312,300 0 0
COMCAST CORP NEW PUT 20030N951 56,207 1,713,100 SH Put DFND 4 1,713,100 0 0
COMERICA INC COM 200340107 12,587 138,445 SH   DFND 17 138,445 0 0
COMERICA INC COM 200340107 351 3,864 SH   DFND 20 3,864 0 0
COMERICA INC COM 200340107 1,024 11,267 SH   DFND 21 11,267 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,256 307,347 SH   DFND 17 297,421 0 9,926
COMMUNITY TR BANCORP INC COM 204149108 10,438 208,974 SH   DFND 17 208,974 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 143 25,600 SH   DFND 17 25,600 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 347 13,903 SH   DFND 21 13,903 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 26 1,900 SH   DFND 17 1,900 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 14,848 1,089,353 SH   DFND 21 1,089,353 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 656 37,910 SH   DFND 17 37,910 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 437 13,278 SH   DFND 21 0 0 13,278
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 364 11,423 SH   DFND 17 11,423 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 275 8,636 SH   DFND 21 8,636 0 0
CONAGRA BRANDS INC COM 205887102 900 25,190 SH   DFND 17 25,190 0 0
CONAGRA BRANDS INC COM 205887102 422 11,812 SH   DFND 20 11,812 0 0
CONAGRA BRANDS INC COM 205887102 5,585 156,325 SH   DFND 21 91,656 0 64,669
CONCHO RES INC COM 20605P101 489 3,536 SH   DFND 4 3,536 0 0
CONCHO RES INC COM 20605P101 6,634 47,951 SH   DFND 17 47,951 0 0
CONCHO RES INC COM 20605P101 858 6,200 SH   DFND 24 6,200 0 0
CONCHO RES INC CALL 20605P901 567 4,100 SH Call DFND 4 4,100 0 0
CONCHO RES INC PUT 20605P951 10,584 76,500 SH Put DFND 4 76,500 0 0
CONFORMIS INC COM 20717E101 158 126,168 SH   DFND 21 126,168 0 0
CONOCOPHILLIPS COM 20825C104 114 1,635 SH   DFND 4 1,635 0 0
CONOCOPHILLIPS COM 20825C104 144,444 2,074,748 SH   DFND 17 2,007,393 0 67,355
CONOCOPHILLIPS COM 20825C104 24,487 351,723 SH   DFND 21 54,947 0 296,776
CONOCOPHILLIPS COM 20825C104 1,246 17,900 SH   DFND 24 17,900 0 0
CONOCOPHILLIPS CALL 20825C904 4,755 68,300 SH Call DFND 4 68,300 0 0
CONOCOPHILLIPS PUT 20825C954 39,565 568,300 SH Put DFND 4 568,300 0 0
CONSOL ENERGY INC NEW COM 20854L108 631 16,443 SH   DFND 17 8,087 0 8,356
CONSOL ENERGY INC NEW COM 20854L108 293 7,647 SH   DFND 20 7,647 0 0
CONSOL ENERGY INC NEW COM 20854L108 6,022 157,025 SH   DFND 21 110,328 0 46,697
CONSOLIDATED EDISON INC COM 209115104 108 1,384 SH   DFND 4 1,384 0 0
CONSOLIDATED EDISON INC COM 209115104 6,542 83,897 SH   DFND 17 40,663 0 43,234
CONSOLIDATED EDISON INC COM 209115104 153 1,967 SH   DFND 20 1,967 0 0
CONSOLIDATED EDISON INC COM 209115104 22,244 285,255 SH   DFND 21 241,031 0 44,224
CONSOLIDATED EDISON INC CALL 209115904 1,318 16,900 SH Call DFND 4 16,900 0 0
CONSOLIDATED EDISON INC PUT 209115954 11,401 146,200 SH Put DFND 4 146,200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 84,645 386,738 SH   DFND 17 357,186 0 29,552
CONSTELLATION BRANDS INC CL A 21036P108 1,022 4,671 SH   DFND 20 4,671 0 0
CONSTELLATION BRANDS INC CL A 21036P108 111,251 508,295 SH   DFND 21 400,129 0 108,166
CONSTELLATION BRANDS INC CL A 21036P108 4,771 21,800 SH   DFND 24 21,800 0 0
CONSTELLATION BRANDS INC CALL 21036P908 2,429 11,100 SH Call DFND 4 11,100 0 0
CONSTELLATION BRANDS INC PUT 21036P958 28,190 128,800 SH Put DFND 4 128,800 0 0
CONTINENTAL RESOURCES INC COM 212015101 21,692 334,962 SH   DFND 17 287,991 0 46,971
CONTINENTAL RESOURCES INC COM 212015101 465 7,176 SH   DFND 21 3,271 0 3,905
CONTINENTAL RESOURCES INC COM 212015101 771 11,900 SH   DFND 24 11,900 0 0
CONTROL4 CORP COM 21240D107 106 4,343 SH   DFND 17 4,343 0 0
CONTROL4 CORP COM 21240D107 1,563 64,306 SH   DFND 21 62,041 0 2,265
CONVERGYS CORP COM 212485106 29,287 1,198,339 SH   DFND 17 1,198,339 0 0
CONVERGYS CORP COM 212485106 11,631 475,887 SH   DFND 21 420,545 0 55,342
COOPER COS INC COM NEW 216648402 15,345 65,174 SH   DFND 17 65,174 0 0
COOPER COS INC COM NEW 216648402 8,723 37,047 SH   DFND 20 4,508 0 32,539
COOPER COS INC COM NEW 216648402 48,261 204,974 SH   DFND 21 126,591 0 78,383
COOPER COS INC COM NEW 216648402 2,549 10,826 SH   DFND 25 10,826 0 0
COOPER STD HLDGS INC COM 21676P103 392 2,997 SH   DFND 17 2,997 0 0
COOPER STD HLDGS INC COM 21676P103 173 1,324 SH   DFND 20 1,324 0 0
COOPER STD HLDGS INC COM 21676P103 10,042 76,848 SH   DFND 21 61,130 0 15,718
COPART INC COM 217204106 216 3,824 SH   DFND 21 3,824 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 691 136,802 SH   DFND 17 131,770 0 5,032
CORCEPT THERAPEUTICS INC COM 218352102 314 19,992 SH   DFND 17 19,992 0 0
CORCEPT THERAPEUTICS INC COM 218352102 1,233 78,458 SH   DFND 21 71,366 0 7,092
CORESITE RLTY CORP COM 21870Q105 9,933 89,631 SH   DFND 4 89,631 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 20,717 436,795 SH   DFND 17 436,795 0 0
CORNING INC COM 219350105 221 8,043 SH   DFND 4 8,043 0 0
CORNING INC COM 219350105 12,281 446,431 SH   DFND 17 427,897 0 18,534
CORNING INC COM 219350105 35,135 1,277,155 SH   DFND 21 565,194 0 711,961
CORNING INC CALL 219350905 1,538 55,900 SH Call DFND 4 55,900 0 0
CORNING INC PUT 219350955 5,535 201,200 SH Put DFND 4 201,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,955 308,895 SH   DFND 4 308,895 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 37 1,285 SH   DFND 17 1,285 0 0
CORVEL CORP COM 221006109 264 4,883 SH   DFND 21 4,883 0 0
COSTCO WHSL CORP NEW COM 22160K105 222,783 1,066,049 SH   DFND 17 1,003,259 0 62,790
COSTCO WHSL CORP NEW COM 22160K105 26,951 128,964 SH   DFND 21 83,162 0 45,802
COSTCO WHSL CORP NEW CALL 22160K905 8,108 38,800 SH Call DFND 4 38,800 0 0
COSTCO WHSL CORP NEW PUT 22160K955 68,274 326,700 SH Put DFND 4 326,700 0 0
COSTAR GROUP INC COM 22160N109 2,061 4,994 SH   DFND 17 4,994 0 0
COSTAR GROUP INC COM 22160N109 7,188 17,420 SH   DFND 21 15,600 0 1,820
COTIVITI HLDGS INC COM 22164K101 19,415 439,952 SH   DFND 21 435,450 0 4,502
COUSINS PPTYS INC COM 222795106 21,278 2,195,830 SH   DFND 17 2,195,830 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 87 2,751 SH   DFND 17 0 0 2,751
COVENANT TRANSN GROUP INC CL A 22284P105 3,590 113,968 SH   DFND 21 39,260 0 74,708
CRANE CO COM 224399105 35,759 446,264 SH   DFND 17 446,264 0 0
CRAWFORD & CO CL A 224633206 58 6,758 SH   DFND 17 6,758 0 0
CRAWFORD & CO CL A 224633206 248 28,749 SH   DFND 21 28,749 0 0
CREDIT ACCEP CORP MICH COM 225310101 968 2,740 SH   DFND 17 2,740 0 0
CREDIT ACCEP CORP MICH COM 225310101 206 584 SH   DFND 21 584 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 52,099 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 54,805 1,318,380 SH   DFND 17 945,585 0 372,795
CREE INC COM 225447101 4,556 109,595 SH   DFND 21 109,595 0 0
CRESCENT PT ENERGY CORP COM 22576C101 3 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 638 86,877 SH   DFND 21 60,817 0 26,060
CRITEO S A SPONS ADS 226718104 120,845 3,678,705 SH   DFND 17 3,587,985 0 90,720
CROWN CASTLE INTL CORP NEW COM 22822V101 70 645 SH   DFND 4 645 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 891 8,262 SH   DFND 17 8,262 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 1,635 152,900 SH   DFND 17 146,485 0 6,415
CROWN CASTLE INTL CORP NEW CALL 22822V901 1,855 17,200 SH Call DFND 4 17,200 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 18,523 171,800 SH Put DFND 4 171,800 0 0
CROWN HOLDINGS INC COM 228368106 269 6,008 SH   DFND 21 6,008 0 0
CRYOLIFE INC COM 228903100 4,796 172,196 SH   DFND 17 166,661 0 5,535
CRYOPORT INC COM PAR $0.001 229050307 5,969 378,245 SH   DFND 17 365,766 0 12,479
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 600 12,590 SH   DFND 17 12,590 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 11,313 237,527 SH   DFND 20 237,527 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 167 3,513 SH   DFND 21 1,934 0 1,579
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 310 6,500 SH   DFND 24 6,500 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 44,607 42,150,000 PRN   DFND 17 37,460,000 0 4,690,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 76,857 74,800,000 PRN   DFND 17 74,800,000 0 0
CUBESMART COM 229663109 11,853 367,876 SH   DFND 4 367,876 0 0
CUBESMART COM 229663109 7,733 240,010 SH   DFND 17 227,208 0 12,802
CUBESMART COM 229663109 36,847 1,143,591 SH   DFND 21 784,831 0 358,760
CUMMINS INC COM 231021106 8,437 63,436 SH   DFND 4 63,436 0 0
CUMMINS INC COM 231021106 14,579 109,617 SH   DFND 17 109,617 0 0
CUMMINS INC COM 231021106 1,084 8,154 SH   DFND 20 8,154 0 0
CUMMINS INC COM 231021106 25,842 194,299 SH   DFND 21 135,061 0 59,238
CUMMINS INC CALL 231021906 1,756 13,200 SH Call DFND 4 13,200 0 0
CUMMINS INC PUT 231021956 23,009 173,000 SH Put DFND 4 173,000 0 0
CURO GROUP HLDGS CORP COM 23131L107 1,521 60,946 SH   DFND 17 60,946 0 0
CURTISS WRIGHT CORP COM 231561101 806 6,771 SH   DFND 17 6,771 0 0
CUTERA INC COM 232109108 6,319 156,792 SH   DFND 17 152,397 0 4,395
CUTERA INC COM 232109108 3,607 89,506 SH   DFND 21 87,239 0 2,267
CYMABAY THERAPEUTICS INC COM 23257D103 2,560 190,745 SH   DFND 17 185,617 0 5,128
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 30,517 22,895,000 PRN   DFND 17 22,895,000 0 0
CYTOKINETICS INC COM NEW 23282W605 952 114,691 SH   DFND 17 110,663 0 4,028
CYRUSONE INC COM 23283R100 28,277 484,522 SH   DFND 17 484,522 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,937 257,670 SH   DFND 17 245,843 0 11,827
CYTOMX THERAPEUTICS INC COM 23284F105 6,481 283,530 SH   DFND 17 280,318 0 3,212
CYTOMX THERAPEUTICS INC COM 23284F105 1,600 70,000 SH   DFND 24 70,000 0 0
DMC GLOBAL INC COM 23291C103 5,162 114,964 SH   DFND 17 101,663 0 13,301
DCT INDUSTRIAL TRUST INC COM NEW 233153204 18,930 283,685 SH   DFND 4 283,685 0 0
D R HORTON INC COM 23331A109 25 617 SH   DFND 4 617 0 0
D R HORTON INC COM 23331A109 131,900 3,217,074 SH   DFND 17 3,104,513 0 112,561
D R HORTON INC COM 23331A109 287 7,005 SH   DFND 20 7,005 0 0
D R HORTON INC COM 23331A109 35,599 868,268 SH   DFND 21 647,944 0 220,324
DTE ENERGY CO COM 233331107 11,227 108,337 SH   DFND 17 87,010 0 21,327
DTE ENERGY CO COM 233331107 1,215 11,727 SH   DFND 20 11,727 0 0
DTE ENERGY CO COM 233331107 41,743 402,810 SH   DFND 21 314,703 0 88,107
DSW INC CL A 23334L102 29,381 1,137,900 SH   DFND 17 1,137,900 0 0
DSW INC CL A 23334L102 2,000 77,455 SH   DFND 21 0 0 77,455
DXC TECHNOLOGY CO COM 23355L106 2,653 32,906 SH   DFND 4 32,906 0 0
DXC TECHNOLOGY CO COM 23355L106 129,542 1,607,026 SH   DFND 17 1,284,510 0 322,516
DXC TECHNOLOGY CO COM 23355L106 868 10,767 SH   DFND 20 10,767 0 0
DXC TECHNOLOGY CO COM 23355L106 40,901 507,392 SH   DFND 21 434,694 0 72,698
DXC TECHNOLOGY CO CALL 23355L906 895 11,100 SH Call DFND 4 11,100 0 0
DXC TECHNOLOGY CO PUT 23355L956 12,624 156,600 SH Put DFND 4 156,600 0 0
DANA INCORPORATED COM 235825205 23,229 1,150,509 SH   DFND 17 1,116,154 0 34,355
DANA INCORPORATED COM 235825205 72 3,572 SH   DFND 20 3,572 0 0
DANA INCORPORATED COM 235825205 2,287 113,268 SH   DFND 21 100,781 0 12,487
DANAHER CORP DEL COM 235851102 365 3,699 SH   DFND 4 3,699 0 0
DANAHER CORP DEL COM 235851102 56,676 574,342 SH   DFND 17 570,983 0 3,359
DANAHER CORP DEL COM 235851102 1,017 10,308 SH   DFND 20 10,308 0 0
DANAHER CORP DEL COM 235851102 67,731 686,367 SH   DFND 21 513,102 0 173,265
DANAHER CORP DEL COM 235851102 5,416 54,884 SH   DFND 24 54,884 0 0
DANAHER CORP DEL CALL 235851902 1,500 15,200 SH Call DFND 4 15,200 0 0
DANAHER CORP DEL PUT 235851952 29,209 296,000 SH Put DFND 4 296,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,531 405,000 PRN   DFND 4 405,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,907 45,838 SH   DFND 17 45,838 0 0
DARDEN RESTAURANTS INC COM 237194105 1,224 11,432 SH   DFND 20 11,432 0 0
DARDEN RESTAURANTS INC COM 237194105 37,807 353,139 SH   DFND 21 303,955 0 49,184
DASEKE INC COM 23753F107 4,099 412,800 SH   DFND 17 402,381 0 10,419
DATAWATCH CORP COM NEW 237917208 1,033 108,698 SH   DFND 17 96,961 0 11,737
DAVITA INC COM 23918K108 1,689 24,330 SH   DFND 17 24,330 0 0
DAVITA INC COM 23918K108 13,636 196,375 SH   DFND 21 196,375 0 0
DEAN FOODS CO NEW COM NEW 242370203 484 46,087 SH   DFND 17 46,087 0 0
DEAN FOODS CO NEW COM NEW 242370203 325 30,966 SH   DFND 21 0 0 30,966
DECKERS OUTDOOR CORP COM 243537107 2,188 19,385 SH   DFND 17 19,385 0 0
DECKERS OUTDOOR CORP COM 243537107 1,862 16,490 SH   DFND 21 0 0 16,490
DEERE & CO COM 244199105 1,841 13,172 SH   DFND 4 13,172 0 0
DEERE & CO COM 244199105 222,731 1,593,209 SH   DFND 17 1,593,209 0 0
DEERE & CO COM 244199105 608 4,349 SH   DFND 20 4,349 0 0
DEERE & CO COM 244199105 35,445 253,544 SH   DFND 21 224,059 0 29,485
DEERE & CO COM 244199105 8,738 62,500 SH   DFND 24 62,500 0 0
DEERE & CO CALL 244199905 3,132 22,400 SH Call DFND 4 22,400 0 0
DEERE & CO PUT 244199955 23,584 168,700 SH Put DFND 4 168,700 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 14,146 511,596 SH   DFND 17 511,596 0 0
DELEK US HLDGS INC NEW COM 24665A103 3,688 73,506 SH   DFND 17 51,168 0 22,338
DELEK US HLDGS INC NEW COM 24665A103 1,943 38,721 SH   DFND 21 38,721 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 122 1,443 SH   DFND 17 924 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 6,902 81,608 SH   DFND 21 81,608 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 780 15,753 SH   DFND 4 15,753 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,573 132,687 SH   DFND 17 132,687 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 244 4,933 SH   DFND 20 4,933 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 34,445 695,289 SH   DFND 21 686,066 0 9,223
DELTA AIR LINES INC DEL CALL 247361902 1,828 36,900 SH Call DFND 4 36,900 0 0
DELTA AIR LINES INC DEL PUT 247361952 17,230 347,800 SH Put DFND 4 347,800 0 0
DENBURY RES INC COM NEW 247916208 170 35,241 SH   DFND 20 35,241 0 0
DENBURY RES INC COM NEW 247916208 532 110,591 SH   DFND 21 110,591 0 0
DELUXE CORP COM 248019101 24,978 377,250 SH   DFND 17 377,250 0 0
DELUXE CORP COM 248019101 37 565 SH   DFND 20 565 0 0
DELUXE CORP COM 248019101 8,958 135,294 SH   DFND 21 76,182 0 59,112
DENALI THERAPEUTICS INC COM 24823R105 2,571 168,590 SH   DFND 17 168,590 0 0
DENALI THERAPEUTICS INC COM 24823R105 1,040 68,200 SH   DFND 24 68,200 0 0
DENTSPLY SIRONA INC COM 24906P109 167 3,817 SH   DFND 17 3,817 0 0
DENTSPLY SIRONA INC COM 24906P109 624 14,265 SH   DFND 21 0 0 14,265
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 42,127 51,140,000 PRN   DFND 17 51,140,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 18,158 22,280,000 PRN   DFND 17 22,280,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 19,782 450,000 SH   DFND 4 450,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 24,248 551,593 SH   DFND 17 551,593 0 0
DEVON ENERGY CORP NEW COM 25179M103 13 291 SH   DFND 21 291 0 0
DEVON ENERGY CORP NEW CALL 25179M903 655 14,900 SH Call DFND 4 14,900 0 0
DEVON ENERGY CORP NEW PUT 25179M953 7,108 161,700 SH Put DFND 4 161,700 0 0
DEXCOM INC COM 252131107 13,244 139,438 SH   DFND 17 112,905 0 26,533
DEXCOM INC COM 252131107 366 3,857 SH   DFND 21 3,857 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,354 160,800 SH   DFND 17 160,800 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 15 709 SH   DFND 21 709 0 0
DIAMONDBACK ENERGY INC COM 25278X109 18,002 136,821 SH   DFND 17 136,821 0 0
DIAMONDBACK ENERGY INC COM 25278X109 447 3,400 SH   DFND 24 3,400 0 0
DICKS SPORTING GOODS INC COM 253393102 2,723 77,243 SH   DFND 21 7,662 0 69,581
DIGITAL RLTY TR INC COM 253868103 45,506 407,831 SH   DFND 4 407,831 0 0
DIGITAL RLTY TR INC COM 253868103 13,717 122,938 SH   DFND 17 122,938 0 0
DIGITAL RLTY TR INC CALL 253868903 1,093 9,800 SH Call DFND 4 9,800 0 0
DIGITAL RLTY TR INC PUT 253868953 10,031 89,900 SH Put DFND 4 89,900 0 0
DILLARDS INC CL A 254067101 332 3,510 SH   DFND 17 3,510 0 0
DILLARDS INC CL A 254067101 4,858 51,407 SH   DFND 21 33,049 0 18,358
DINE BRANDS GLOBAL INC COM 254423106 8,081 108,033 SH   DFND 17 67,504 0 40,529
DISNEY WALT CO COM DISNEY 254687106 2,554 24,371 SH   DFND 4 24,371 0 0
DISNEY WALT CO COM DISNEY 254687106 166,882 1,592,230 SH   DFND 17 1,590,230 0 2,000
DISNEY WALT CO COM DISNEY 254687106 12,228 116,667 SH   DFND 20 0 0 116,667
DISNEY WALT CO COM DISNEY 254687106 42,693 407,340 SH   DFND 21 349,205 0 58,135
DISNEY WALT CO COM DISNEY 254687106 84 803 SH   DFND 24 803 0 0
DISNEY WALT CO CALL 254687906 14,097 134,500 SH Call DFND 4 134,500 0 0
DISNEY WALT CO PUT 254687956 81,574 778,300 SH Put DFND 4 778,300 0 0
DISCOVER FINL SVCS COM 254709108 57,324 814,142 SH   DFND 4 814,142 0 0
DISCOVER FINL SVCS COM 254709108 18,873 268,048 SH   DFND 17 268,048 0 0
DISCOVER FINL SVCS COM 254709108 4,088 58,058 SH   DFND 21 53,845 0 4,213
DISCOVER FINL SVCS CALL 254709908 1,303 18,500 SH Call DFND 4 18,500 0 0
DISCOVER FINL SVCS PUT 254709958 14,026 199,200 SH Put DFND 4 199,200 0 0
DISH NETWORK CORP CL A 25470M109 21,153 629,356 SH   DFND 4 629,356 0 0
DISH NETWORK CORP CL A 25470M109 129 3,845 SH   DFND 17 3,845 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,422 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 121,664 125,265,000 PRN   DFND 17 117,755,000 0 7,510,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 106,651 120,680,000 PRN   DFND 17 116,805,000 0 3,875,000
DR REDDYS LABS LTD ADR 256135203 39 1,200 SH   DFND 17 0 0 1,200
DR REDDYS LABS LTD ADR 256135203 468 14,532 SH   DFND 21 14,532 0 0
DOCUSIGN INC COM 256163106 5,839 110,280 SH   DFND 17 110,280 0 0
DOLBY LABORATORIES INC COM 25659T107 79,947 1,295,946 SH   DFND 17 1,179,921 0 116,025
DOLLAR GEN CORP NEW COM 256677105 15 149 SH   DFND 4 149 0 0
DOLLAR GEN CORP NEW COM 256677105 13,590 137,833 SH   DFND 17 137,833 0 0
DOLLAR GEN CORP NEW COM 256677105 22,986 233,128 SH   DFND 21 149,552 0 83,576
DOLLAR GEN CORP NEW CALL 256677905 1,469 14,900 SH Call DFND 4 14,900 0 0
DOLLAR GEN CORP NEW PUT 256677955 14,790 150,000 SH Put DFND 4 150,000 0 0
DOLLAR TREE INC COM 256746108 1,944 22,869 SH   DFND 4 22,869 0 0
DOLLAR TREE INC COM 256746108 34,285 403,355 SH   DFND 17 305,885 0 97,470
DOLLAR TREE INC COM 256746108 5,887 69,258 SH   DFND 21 37,742 0 31,516
DOLLAR TREE INC CALL 256746908 1,020 12,000 SH Call DFND 4 12,000 0 0
DOLLAR TREE INC PUT 256746958 10,311 121,300 SH Put DFND 4 121,300 0 0
DOMINION ENERGY INC COM 25746U109 3,556 52,158 SH   DFND 4 52,158 0 0
DOMINION ENERGY INC COM 25746U109 739 10,834 SH   DFND 17 10,834 0 0
DOMINION ENERGY INC COM 25746U109 6,182 90,672 SH   DFND 21 90,672 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 762 1,650,000 SH   DFND 17 1,650,000 0 0
DOMINION ENERGY INC CALL 25746U909 3,341 49,000 SH Call DFND 4 49,000 0 0
DOMINION ENERGY INC PUT 25746U959 18,143 266,100 SH Put DFND 4 266,100 0 0
DOMTAR CORP COM NEW 257559203 2,572 54,221 SH   DFND 17 50,480 0 3,741
DOMTAR CORP COM NEW 257559203 46 973 SH   DFND 20 973 0 0
DOMTAR CORP COM NEW 257559203 25,068 528,452 SH   DFND 21 372,112 0 156,340
DONALDSON INC COM 257651109 7,582 168,040 SH   DFND 24 168,040 0 0
DONALDSON INC COM 257651109 289 6,402 SH   DFND 25 6,402 0 0
DONEGAL GROUP INC CL A 257701201 75 5,487 SH   DFND 17 5,487 0 0
DONEGAL GROUP INC CL A 257701201 235 17,291 SH   DFND 21 17,291 0 0
DOUGLAS EMMETT INC COM 25960P109 17,402 433,100 SH   DFND 4 433,100 0 0
DOWDUPONT INC COM 26078J100 49 741 SH   DFND 4 741 0 0
DOWDUPONT INC COM 26078J100 223,484 3,390,223 SH   DFND 17 3,010,412 0 379,811
DOWDUPONT INC COM 26078J100 17,621 267,316 SH   DFND 20 267,316 0 0
DOWDUPONT INC COM 26078J100 101,204 1,535,262 SH   DFND 21 1,437,014 0 98,248
DOWDUPONT INC COM 26078J100 1,411 21,400 SH   DFND 24 21,400 0 0
DOWDUPONT INC CALL 26078J900 29,400 446,000 SH Call DFND 4 446,000 0 0
DOWDUPONT INC PUT 26078J950 87,443 1,326,500 SH Put DFND 4 1,326,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 369 3,022 SH   DFND 17 3,022 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,096 66,364 SH   DFND 21 26,375 0 39,989
DR PEPPER SNAPPLE GROUP INC CALL 26138E909 3,806 31,200 SH Call DFND 4 31,200 0 0
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 1,171 9,600 SH Put DFND 4 9,600 0 0
DROPBOX INC CL A 26210C104 265 8,180 SH   DFND 17 6,440 0 1,740
DUCOMMUN INC DEL COM 264147109 1,154 34,880 SH   DFND 17 30,962 0 3,918
DUKE REALTY CORP COM NEW 264411505 29,362 1,011,445 SH   DFND 4 1,011,445 0 0
DUKE REALTY CORP COM NEW 264411505 172 5,938 SH   DFND 17 5,938 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,977 164,097 SH   DFND 17 164,097 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 150 1,893 SH   DFND 20 1,893 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 39,990 505,695 SH   DFND 21 358,166 0 147,529
DUKE ENERGY CORP NEW CALL 26441C904 4,769 60,300 SH Call DFND 4 60,300 0 0
DUKE ENERGY CORP NEW PUT 26441C954 20,331 257,100 SH Put DFND 4 257,100 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 82,766 71,270,000 PRN   DFND 17 68,375,000 0 2,895,000
DYNEX CAP INC COM NEW 26817Q506 296 45,307 SH   DFND 17 45,307 0 0
DYNEX CAP INC COM NEW 26817Q506 779 119,335 SH   DFND 21 44,681 0 74,654
EOG RES INC COM 26875P101 115,630 929,281 SH   DFND 17 829,355 0 99,926
EOG RES INC COM 26875P101 23,934 192,353 SH   DFND 20 38,392 0 153,961
EOG RES INC COM 26875P101 73,185 588,166 SH   DFND 21 471,572 0 116,594
EOG RES INC COM 26875P101 1,381 11,100 SH   DFND 24 11,100 0 0
EOG RES INC COM 26875P101 4,935 39,663 SH   DFND 25 39,663 0 0
EOG RES INC CALL 26875P901 4,952 39,800 SH Call DFND 4 39,800 0 0
EOG RES INC PUT 26875P951 37,988 305,300 SH Put DFND 4 305,300 0 0
EQT CORP COM 26884L109 223 4,048 SH   DFND 17 4,048 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 8,775 170,100 SH   DFND 17 170,100 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 20,337 332,514 SH   DFND 17 290,934 0 41,580
E TRADE FINANCIAL CORP COM NEW 269246401 649 10,615 SH   DFND 20 10,615 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 36,564 597,849 SH   DFND 21 491,190 0 106,659
ETF MANAGERS TR PRIME CYBR SCRTY 26924G201 25,081 677,858 SH   DFND 20 677,858 0 0
EAGLE MATERIALS INC COM 26969P108 5,588 53,231 SH   DFND 17 30,751 0 22,480
EAGLE MATERIALS INC COM 26969P108 525 5,000 SH   DFND 24 5,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 2,141 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 13,558 207,939 SH   DFND 17 207,939 0 0
EAST WEST BANCORP INC COM 27579R104 1,051 16,115 SH   DFND 21 7,143 0 8,972
EASTGROUP PPTY INC COM 277276101 13,590 142,212 SH   DFND 4 142,212 0 0
EASTMAN CHEM CO COM 277432100 109,549 1,095,932 SH   DFND 17 1,089,285 0 6,647
EASTMAN CHEM CO COM 277432100 696 6,958 SH   DFND 20 6,958 0 0
EASTMAN CHEM CO COM 277432100 26,545 265,558 SH   DFND 21 185,754 0 79,804
EBAY INC COM 278642103 656 18,082 SH   DFND 4 18,082 0 0
EBAY INC COM 278642103 825 22,756 SH   DFND 17 22,756 0 0
EBAY INC COM 278642103 3,346 92,278 SH   DFND 21 26,188 0 66,090
EBAY INC CALL 278642903 5,109 140,900 SH Call DFND 4 140,900 0 0
EBAY INC PUT 278642953 20,084 553,900 SH Put DFND 4 553,900 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,752 128,259 SH   DFND 17 128,259 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 75,197 71,820,000 PRN   DFND 17 64,130,000 0 7,690,000
ECOLAB INC COM 278865100 7,618 54,287 SH   DFND 17 54,287 0 0
ECOLAB INC COM 278865100 20,261 144,383 SH   DFND 20 14,800 0 129,583
ECOLAB INC COM 278865100 150,287 1,070,951 SH   DFND 21 993,206 0 77,745
ECOLAB INC COM 278865100 5,383 38,360 SH   DFND 24 38,360 0 0
ECOLAB INC COM 278865100 281 2,000 SH   DFND 25 2,000 0 0
ECOLAB INC CALL 278865900 4,294 30,600 SH Call DFND 4 30,600 0 0
ECOLAB INC PUT 278865950 26,424 188,300 SH Put DFND 4 188,300 0 0
EDGEWELL PERS CARE CO COM 28035Q102 80 1,589 SH   DFND 20 1,589 0 0
EDGEWELL PERS CARE CO COM 28035Q102 231 4,572 SH   DFND 21 4,572 0 0
EDISON INTL COM 281020107 6,657 105,223 SH   DFND 17 105,223 0 0
EDISON INTL COM 281020107 700 11,064 SH   DFND 20 11,064 0 0
EDISON INTL COM 281020107 11,662 184,329 SH   DFND 21 102,184 0 82,145
EDISON INTL CALL 281020907 399 6,300 SH Call DFND 4 6,300 0 0
EDISON INTL PUT 281020957 2,227 35,200 SH Put DFND 4 35,200 0 0
EDITAS MEDICINE INC COM 28106W103 4,206 117,393 SH   DFND 17 117,393 0 0
EDITAS MEDICINE INC COM 28106W103 1,415 39,500 SH   DFND 24 39,500 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 8,330 200,730 SH   DFND 4 200,730 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 22,841 156,907 SH   DFND 17 137,042 0 19,865
EDWARDS LIFESCIENCES CORP COM 28176E108 1,238 8,502 SH   DFND 21 3,899 0 4,603
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,456 10,000 SH Call DFND 4 10,000 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 19,725 135,500 SH Put DFND 4 135,500 0 0
EGAIN CORP COM NEW 28225C806 2,450 162,271 SH   DFND 17 123,914 0 38,357
ELDORADO RESORTS INC COM 28470R102 1,635 41,813 SH   DFND 17 41,813 0 0
ELDORADO GOLD CORP NEW COM 284902103 5,564 5,502,696 SH   DFND 21 5,502,696 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 521 33,059 SH   DFND 17 20,491 0 12,568
ELECTRO SCIENTIFIC INDS COM 285229100 7,273 461,171 SH   DFND 21 228,584 0 232,587
ELECTRONIC ARTS INC COM 285512109 16,738 118,690 SH   DFND 4 118,690 0 0
ELECTRONIC ARTS INC COM 285512109 25,762 182,680 SH   DFND 17 147,500 0 35,180
ELECTRONIC ARTS INC COM 285512109 60 427 SH   DFND 21 427 0 0
ELECTRONIC ARTS INC CALL 285512909 5,345 37,900 SH Call DFND 4 37,900 0 0
ELECTRONIC ARTS INC PUT 285512959 33,182 235,300 SH Put DFND 4 235,300 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,037 5,070,000 PRN   DFND 17 5,070,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,848 56,405 SH   DFND 17 35,025 0 21,380
EMERGENT BIOSOLUTIONS INC COM 29089Q105 42 840 SH   DFND 20 840 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,395 47,427 SH   DFND 21 16,205 0 31,222
EMERSON ELEC CO COM 291011104 449 6,500 SH   DFND 4 6,500 0 0
EMERSON ELEC CO COM 291011104 740 10,699 SH   DFND 17 10,699 0 0
EMERSON ELEC CO COM 291011104 1,314 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 2,862 41,400 SH Call DFND 4 41,400 0 0
EMERSON ELEC CO PUT 291011954 19,892 287,700 SH Put DFND 4 287,700 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 1,215 170,434 SH   DFND 4 170,434 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,300 32,331 SH   DFND 17 3,883 0 28,448
ENBRIDGE INC COM 29250N105 5,752 160,983 SH   DFND 17 160,983 0 0
ENBRIDGE INC COM 29250N105 5 139 SH   DFND 21 139 0 0
ENBRIDGE INC COM 29250N105 865 24,200 SH   DFND 24 24,200 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 63 545 SH   DFND 17 545 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 233 2,013 SH   DFND 21 2,013 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 31,596 30,750,000 PRN   DFND 17 30,750,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 41,173 44,550,000 PRN   DFND 17 44,550,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 24,734 24,345,000 PRN   DFND 17 21,175,000 0 3,170,000
ENCORE WIRE CORP COM 292562105 572 12,065 SH   DFND 21 12,065 0 0
ENCOMPASS HEALTH CORP COM 29261A100 53,572 791,087 SH   DFND 17 791,087 0 0
ENCOMPASS HEALTH CORP COM 29261A100 10,915 161,182 SH   DFND 21 133,969 0 27,213
ENERGEN CORP COM 29265N108 15,521 213,144 SH   DFND 17 124,669 0 88,475
ENERGEN CORP COM 29265N108 43 593 SH   DFND 21 593 0 0
ENDOCYTE INC COM 29269A102 2,048 148,399 SH   DFND 17 143,454 0 4,945
ENERGY RECOVERY INC COM 29270J100 888 109,864 SH   DFND 17 109,864 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 24,038 381,792 SH   DFND 17 381,792 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 81 1,281 SH   DFND 21 1,281 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 216 12,510 SH   DFND 17 12,510 0 0
ENERSYS COM 29275Y102 26,673 357,351 SH   DFND 17 357,351 0 0
ENERSYS COM 29275Y102 914 12,247 SH   DFND 21 12,247 0 0
ENERPLUS CORP COM 292766102 33,285 2,640,840 SH   DFND 17 2,640,840 0 0
ENERPLUS CORP COM 292766102 37 2,963 SH   DFND 20 2,963 0 0
ENERPLUS CORP COM 292766102 4,390 348,279 SH   DFND 21 348,279 0 0
ENERGY XXI GULF COAST INC COM 29276K101 2,274 257,274 SH   DFND 17 257,274 0 0
ENERGY XXI GULF COAST INC COM 29276K101 11,269 1,274,827 SH   DFND 21 1,274,827 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 161 33,000 SH   DFND 21 33,000 0 0
ENNIS INC COM 293389102 18,355 901,969 SH   DFND 17 876,202 0 25,767
ENPRO INDS INC COM 29355X107 4,877 69,728 SH   DFND 17 41,827 0 27,901
ENOVA INTL INC COM 29357K103 797 21,800 SH   DFND 17 21,800 0 0
ENOVA INTL INC COM 29357K103 85 2,333 SH   DFND 20 2,333 0 0
ENOVA INTL INC COM 29357K103 216 5,913 SH   DFND 21 5,913 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 55,868 60,000,000 PRN   DFND 4 60,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 80,162 85,850,000 PRN   DFND 17 79,455,000 0 6,395,000
ENTEGRIS INC COM 29362U104 12,714 375,053 SH   DFND 17 267,898 0 107,155
ENTEGRIS INC COM 29362U104 104 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 5,239 154,538 SH   DFND 21 28,402 0 126,136
ENTERGY CORP NEW COM 29364G103 128,163 1,586,368 SH   DFND 17 1,472,154 0 114,214
ENTERGY CORP NEW COM 29364G103 958 11,862 SH   DFND 20 11,862 0 0
ENTERGY CORP NEW COM 29364G103 77,606 960,583 SH   DFND 21 623,230 0 337,353
ENTERPRISE FINL SVCS CORP COM 293712105 11,124 206,188 SH   DFND 17 201,171 0 5,017
ENVESTNET INC COM 29404K106 909 16,535 SH   DFND 17 0 0 16,535
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 16,753 15,850,000 PRN   DFND 17 12,385,000 0 3,465,000
EPAM SYS INC COM 29414B104 20,162 162,165 SH   DFND 17 108,739 0 53,426
EPAM SYS INC COM 29414B104 750 6,034 SH   DFND 21 6,034 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,246 28,302 SH   DFND 17 28,302 0 0
ENVISION HEALTHCARE CORP COM 29414D100 14,022 318,602 SH   DFND 21 308,000 0 10,602
EPLUS INC COM 294268107 426 4,530 SH   DFND 21 2,910 0 1,620
EQUIFAX INC COM 294429105 8,999 71,926 SH   DFND 17 58,628 0 13,298
EQUINIX INC COM PAR $0.001 29444U700 45,319 105,419 SH   DFND 4 105,419 0 0
EQUINIX INC COM PAR $0.001 29444U700 9,899 23,027 SH   DFND 17 19,219 0 3,808
EQUINIX INC CALL 29444U900 2,622 6,100 SH Call DFND 4 6,100 0 0
EQUINIX INC PUT 29444U950 24,676 57,400 SH Put DFND 4 57,400 0 0
EQUINOR ASA SPONSORED ADR 29446M102 11,835 448,126 SH   DFND 17 448,126 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 3,388 81,688 SH   DFND 17 81,688 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 11,548 125,661 SH   DFND 17 76,133 0 49,528
EQUITY LIFESTYLE PPTYS INC COM 29472R108 357 3,884 SH   DFND 21 3,884 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 59,460 933,582 SH   DFND 4 933,582 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 392 6,162 SH   DFND 17 6,162 0 0
EQUITY RESIDENTIAL CALL 29476L907 2,471 38,800 SH Call DFND 4 38,800 0 0
EQUITY RESIDENTIAL PUT 29476L957 10,999 172,700 SH Put DFND 4 172,700 0 0
ERIE INDTY CO CL A 29530P102 1,407 12,001 SH   DFND 21 12,001 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,740 44,405 SH   DFND 17 44,405 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 890 22,700 SH   DFND 24 22,700 0 0
ESSENDANT INC COM 296689102 1,525 115,380 SH   DFND 17 115,380 0 0
ESSEX PPTY TR INC COM 297178105 21,016 87,906 SH   DFND 4 87,906 0 0
ESSEX PPTY TR INC COM 297178105 1,611 6,737 SH   DFND 17 6,737 0 0
ESSEX PPTY TR INC COM 297178105 141 588 SH   DFND 21 588 0 0
ETSY INC COM 29786A106 1,451 34,400 SH   DFND 17 1,850 0 32,550
ETSY INC COM 29786A106 251 5,953 SH   DFND 21 0 0 5,953
EURONET WORLDWIDE INC COM 298736109 95 1,138 SH   DFND 20 1,138 0 0
EURONET WORLDWIDE INC COM 298736109 11,128 132,834 SH   DFND 21 120,491 0 12,343
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 28,520 23,260,000 PRN   DFND 17 19,195,000 0 4,065,000
EVANS BANCORP INC COM NEW 29911Q208 886 19,221 SH   DFND 17 17,085 0 2,136
EVERCORE INC CLASS A 29977A105 193 1,828 SH   DFND 20 1,828 0 0
EVERCORE INC CLASS A 29977A105 2,899 27,490 SH   DFND 21 27,490 0 0
EVERBRIDGE INC COM 29978A104 9,415 198,552 SH   DFND 17 164,038 0 34,514
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 8,999 6,325,000 PRN   DFND 17 4,825,000 0 1,500,000
EVERI HLDGS INC COM 30034T103 148 20,584 SH   DFND 21 20,584 0 0
EVERGY INC COM 30034W106 1,769 31,501 SH   DFND 17 31,501 0 0
EVERGY INC COM 30034W106 13,259 236,131 SH   DFND 21 12,148 0 223,983
EVERSOURCE ENERGY COM 30040W108 14,094 240,468 SH   DFND 17 240,468 0 0
EVERSOURCE ENERGY COM 30040W108 14 239 SH   DFND 21 0 0 239
EVOLUTION PETROLEUM CORP COM 30049A107 3,805 386,262 SH   DFND 17 373,766 0 12,496
EVOLENT HEALTH INC CL A 30050B101 267 12,706 SH   DFND 21 12,706 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 18,973 16,500,000 PRN   DFND 17 16,500,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 145,468 138,125,000 PRN   DFND 17 131,325,000 0 6,800,000
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 1,080 27,000 SH   DFND 24 27,000 0 0
EXELON CORP COM 30161N101 28,047 658,378 SH   DFND 17 439,087 0 219,291
EXELON CORP COM 30161N101 2,039 47,855 SH   DFND 20 47,855 0 0
EXELON CORP COM 30161N101 121,712 2,857,090 SH   DFND 21 1,669,215 0 1,187,875
EXELON CORP CALL 30161N901 3,395 79,700 SH Call DFND 4 79,700 0 0
EXELON CORP PUT 30161N951 13,193 309,700 SH Put DFND 4 309,700 0 0
EXELIXIS INC COM 30161Q104 12,882 598,592 SH   DFND 17 529,770 0 68,822
EXELIXIS INC COM 30161Q104 4,928 229,000 SH   DFND 24 229,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 763 13,472 SH   DFND 21 3,278 0 10,194
EXPEDIA GROUP INC COM NEW 30212P303 7,739 64,393 SH   DFND 4 64,393 0 0
EXPEDIA GROUP INC COM NEW 30212P303 709 5,898 SH   DFND 17 2,146 0 3,752
EXPEDITORS INTL WASH INC COM 302130109 215 2,938 SH   DFND 17 2,938 0 0
EXPONENT INC COM 30214U102 1,374 28,438 SH   DFND 21 28,438 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 280 3,625 SH   DFND 4 3,625 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,803 165,826 SH   DFND 17 162,843 0 2,983
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,158 14,995 SH   DFND 20 14,995 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 57,004 738,293 SH   DFND 21 651,774 0 86,519
EXPRESS SCRIPTS HLDG CO CALL 30219G908 2,062 26,700 SH Call DFND 4 26,700 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 21,395 277,100 SH Put DFND 4 277,100 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,538 117,440 SH   DFND 17 117,440 0 0
EXTRA SPACE STORAGE INC COM 30225T102 4,166 41,744 SH   DFND 17 41,744 0 0
EXTRA SPACE STORAGE INC COM 30225T102 11,378 113,994 SH   DFND 21 112,318 0 1,676
EXTREME NETWORKS INC COM 30226D106 325 40,785 SH   DFND 21 40,785 0 0
EXTERRAN CORP COM 30227H106 331 13,210 SH   DFND 17 0 0 13,210
EXXON MOBIL CORP COM 30231G102 2,239 27,067 SH   DFND 4 27,067 0 0
EXXON MOBIL CORP COM 30231G102 79,700 963,378 SH   DFND 17 941,896 0 21,482
EXXON MOBIL CORP COM 30231G102 1,683 20,340 SH   DFND 20 20,340 0 0
EXXON MOBIL CORP COM 30231G102 223,390 2,700,228 SH   DFND 21 2,057,122 0 643,106
EXXON MOBIL CORP COM 30231G102 2,134 25,800 SH   DFND 24 25,800 0 0
EXXON MOBIL CORP CALL 30231G902 33,630 406,500 SH Call DFND 4 406,500 0 0
EXXON MOBIL CORP PUT 30231G952 139,408 1,685,100 SH Put DFND 4 1,685,100 0 0
FLIR SYS INC COM 302445101 1,445 27,802 SH   DFND 17 16,841 0 10,961
FLIR SYS INC COM 302445101 12,369 238,005 SH   DFND 21 155,973 0 82,032
F M C CORP COM NEW 302491303 25,605 287,018 SH   DFND 17 259,753 0 27,265
F M C CORP COM NEW 302491303 864 9,685 SH   DFND 21 9,685 0 0
F M C CORP COM NEW 302491303 5,335 59,800 SH   DFND 24 59,800 0 0
FNB CORP PA COM 302520101 26,591 1,981,423 SH   DFND 17 1,981,423 0 0
FTI CONSULTING INC COM 302941109 362 5,988 SH   DFND 17 5,988 0 0
FTI CONSULTING INC COM 302941109 3,262 53,930 SH   DFND 21 45,751 0 8,179
FACEBOOK INC CL A 30303M102 106 544 SH   DFND 4 544 0 0
FACEBOOK INC CL A 30303M102 849,266 4,370,453 SH   DFND 17 3,670,723 0 699,730
FACEBOOK INC CL A 30303M102 18,141 93,354 SH   DFND 20 29,657 0 63,697
FACEBOOK INC CL A 30303M102 453,891 2,335,792 SH   DFND 21 1,949,279 0 386,513
FACEBOOK INC CL A 30303M102 2,645 13,612 SH   DFND 25 13,612 0 0
FACEBOOK INC CALL 30303M902 35,230 181,300 SH Call DFND 4 181,300 0 0
FACEBOOK INC CALL 30303M902 58,296 300,000 SH Call DFND 17 300,000 0 0
FACEBOOK INC PUT 30303M952 236,818 1,218,700 SH Put DFND 4 1,218,700 0 0
FAIR ISAAC CORP COM 303250104 2,401 12,422 SH   DFND 17 12,422 0 0
FANG HLDGS LTD ADR 30711Y102 161 41,500 SH   DFND 17 19,900 0 21,600
FANG HLDGS LTD ADR 30711Y102 388 100,000 SH   DFND 24 100,000 0 0
FASTENAL CO COM 311900104 231 4,790 SH   DFND 17 4,790 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 548 6,124 SH   DFND 17 1,999 0 4,125
FEDERAL AGRIC MTG CORP CL C 313148306 2,171 24,267 SH   DFND 21 1,769 0 22,498
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14,820 117,110 SH   DFND 4 117,110 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 153 1,211 SH   DFND 17 1,211 0 0
FEDERATED INVS INC PA CL B 314211103 646 27,684 SH   DFND 17 27,684 0 0
FEDERATED INVS INC PA CL B 314211103 730 31,313 SH   DFND 21 12,709 0 18,604
FEDEX CORP COM 31428X106 3,895 17,155 SH   DFND 4 17,155 0 0
FEDEX CORP COM 31428X106 30,241 133,183 SH   DFND 17 129,504 0 3,679
FEDEX CORP COM 31428X106 835 3,679 SH   DFND 20 3,679 0 0
FEDEX CORP COM 31428X106 75,469 332,375 SH   DFND 21 270,696 0 61,679
FEDEX CORP CALL 31428X906 4,132 18,200 SH Call DFND 4 18,200 0 0
FEDEX CORP PUT 31428X956 31,516 138,800 SH Put DFND 4 138,800 0 0
FIBROGEN INC COM 31572Q808 554 8,843 SH   DFND 17 8,843 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 17,463 164,700 SH   DFND 17 158,371 0 6,329
FIDELITY NATL INFORMATION SV COM 31620M106 482 4,547 SH   DFND 20 4,547 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 16,885 159,252 SH   DFND 21 107,911 0 51,341
FIDELITY NATL INFORMATION SV CALL 31620M906 2,619 24,700 SH Call DFND 4 24,700 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 19,085 180,000 SH Put DFND 4 180,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 720 19,141 SH   DFND 17 19,141 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,139 163,175 SH   DFND 21 163,175 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 6,023 237,032 SH   DFND 17 237,032 0 0
FIFTH THIRD BANCORP COM 316773100 447 15,566 SH   DFND 4 15,566 0 0
FIFTH THIRD BANCORP COM 316773100 12,633 440,169 SH   DFND 17 440,169 0 0
FIFTH THIRD BANCORP COM 316773100 15,436 537,828 SH   DFND 21 532,287 0 5,541
FIFTH THIRD BANCORP CALL 316773900 763 26,600 SH Call DFND 4 26,600 0 0
FIFTH THIRD BANCORP PUT 316773950 6,747 235,100 SH Put DFND 4 235,100 0 0
51JOB INC SP ADR REP COM 316827104 6,685 68,465 SH   DFND 17 57,780 0 10,685
FINANCIAL ENGINES INC COM 317485100 10,013 223,000 SH   DFND 21 223,000 0 0
FINISAR CORP COM NEW 31787A507 742 41,217 SH   DFND 21 2,887 0 38,330
FINISAR CORP NOTE 0.500%12/1 31787AAP6 90,481 99,765,000 PRN   DFND 17 99,765,000 0 0
FIREEYE INC COM 31816Q101 51,272 3,331,485 SH   DFND 17 3,316,155 0 15,330
FIREEYE INC COM 31816Q101 166 10,793 SH   DFND 21 10,793 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 31,702 33,180,000 PRN   DFND 17 33,180,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 38,729 42,390,000 PRN   DFND 17 42,390,000 0 0
FIRST AMERN FINL CORP COM 31847R102 37,598 726,952 SH   DFND 17 637,878 0 89,074
FIRST AMERN FINL CORP COM 31847R102 599 11,586 SH   DFND 20 11,586 0 0
FIRST AMERN FINL CORP COM 31847R102 58,437 1,129,879 SH   DFND 21 763,083 0 366,796
FIRST BANCORP P R COM NEW 318672706 889 116,189 SH   DFND 17 116,189 0 0
FIRST BANCORP P R COM NEW 318672706 2,725 356,251 SH   DFND 21 132,963 0 223,288
FIRST BANCORP N C COM 318910106 13,503 330,065 SH   DFND 17 330,065 0 0
FIRST BANCORP N C COM 318910106 494 12,069 SH   DFND 21 7,084 0 4,985
FIRST DEFIANCE FINL CORP COM 32006W106 3,421 51,008 SH   DFND 17 51,008 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,561 122,370 SH   DFND 17 88,125 0 34,245
FIRST DATA CORP NEW COM CL A 32008D106 242 11,554 SH   DFND 21 11,554 0 0
FIRST FINL BANCORP OH COM 320209109 253 8,265 SH   DFND 21 0 0 8,265
FIRST FINL BANKSHARES COM 32020R109 1,827 35,900 SH   DFND 17 35,900 0 0
FIRST FNDTN INC COM 32026V104 3,048 164,389 SH   DFND 17 164,389 0 0
FIRST HORIZON NATL CORP COM 320517105 22,122 1,240,000 SH   DFND 17 1,240,000 0 0
FIRST HAWAIIAN INC COM 32051X108 14,954 515,300 SH   DFND 17 515,300 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,894 356,753 SH   DFND 17 210,424 0 146,329
FIRST INTERNET BANCORP COM 320557101 3,000 87,990 SH   DFND 17 84,944 0 3,046
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 28,390 672,748 SH   DFND 17 672,748 0 0
FIRST MERCHANTS CORP COM 320817109 15,123 325,930 SH   DFND 17 202,212 0 123,718
FIRST MERCHANTS CORP COM 320817109 1,097 23,632 SH   DFND 21 5,987 0 17,645
FIRST REP BK SAN FRANCISCO C COM 33616C100 12,024 124,230 SH   DFND 17 106,375 0 17,855
FIRST SOLAR INC COM 336433107 328 6,237 SH   DFND 17 6,237 0 0
FIRST SOLAR INC COM 336433107 235 4,466 SH   DFND 21 0 0 4,466
FIRST SOLAR INC COM 336433107 1,843 35,000 SH   DFND 24 35,000 0 0
FIRSTCASH INC COM 33767D105 1,009 11,230 SH   DFND 17 0 0 11,230
FIRSTCASH INC COM 33767D105 1,499 16,681 SH   DFND 21 0 0 16,681
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 1,482 19,495 SH   DFND 17 19,495 0 0
FISERV INC COM 337738108 511 6,892 SH   DFND 17 6,892 0 0
FISERV INC COM 337738108 568 7,660 SH   DFND 21 1,610 0 6,050
FISERV INC CALL 337738908 1,222 16,500 SH Call DFND 4 16,500 0 0
FISERV INC PUT 337738958 16,937 228,600 SH Put DFND 4 228,600 0 0
FIRSTENERGY CORP COM 337932107 268 7,464 SH   DFND 17 7,464 0 0
FIRSTENERGY CORP COM 337932107 2,411 67,147 SH   DFND 21 32,309 0 34,838
FITBIT INC CL A 33812L102 41,312 6,326,460 SH   DFND 17 6,326,460 0 0
FITBIT INC CL A 33812L102 120 18,431 SH   DFND 21 18,431 0 0
FIVE9 INC COM 338307101 9,344 270,295 SH   DFND 17 214,167 0 56,128
FIVE9 INC COM 338307101 1,264 36,557 SH   DFND 21 36,557 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,361 25,450 SH   DFND 17 25,450 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 19,608 93,082 SH   DFND 21 90,900 0 2,182
FLEXION THERAPEUTICS INC COM 33938J106 7,527 291,181 SH   DFND 17 194,537 0 96,644
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 42,841 35,100,000 PRN   DFND 17 32,295,000 0 2,805,000
FLOOR & DECOR HLDGS INC CL A 339750101 28,142 570,475 SH   DFND 17 537,580 0 32,895
FLUOR CORP NEW COM 343412102 49,685 1,018,545 SH   DFND 17 1,018,545 0 0
FLOWSERVE CORP COM 34354P105 89 2,210 SH   DFND 17 2,210 0 0
FLOWSERVE CORP COM 34354P105 4,260 105,434 SH   DFND 21 105,434 0 0
FLOWSERVE CORP COM 34354P105 133 3,293 SH   DFND 25 3,293 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 317 22,481 SH   DFND 21 22,481 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1 12 SH   DFND 17 12 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 267 3,045 SH   DFND 21 0 0 3,045
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 465 5,300 SH   DFND 24 5,300 0 0
FOOT LOCKER INC COM 344849104 107 2,038 SH   DFND 17 2,038 0 0
FOOT LOCKER INC COM 344849104 5,165 98,095 SH   DFND 21 49,766 0 48,329
FORD MTR CO DEL COM PAR $0.01 345370860 563 50,883 SH   DFND 4 50,883 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 111,091 10,035,348 SH   DFND 17 9,190,212 0 845,136
FORD MTR CO DEL COM PAR $0.01 345370860 13,708 1,238,301 SH   DFND 21 972,447 0 265,854
FORD MTR CO DEL CALL 345370900 1,937 175,000 SH Call DFND 4 175,000 0 0
FORD MTR CO DEL PUT 345370950 18,268 1,650,200 SH Put DFND 4 1,650,200 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 1,727 50,409 SH   DFND 17 50,409 0 0
FORESTAR GROUP INC COM 346232101 203 9,777 SH   DFND 17 9,777 0 0
FORESTAR GROUP INC COM 346232101 1,403 67,607 SH   DFND 21 67,607 0 0
FORMFACTOR INC COM 346375108 4,750 357,155 SH   DFND 17 318,937 0 38,218
FORTIS INC COM 349553107 4,062 127,167 SH   DFND 17 127,167 0 0
FORTIS INC COM 349553107 841 26,324 SH   DFND 20 26,324 0 0
FORTIS INC COM 349553107 19,107 598,154 SH   DFND 21 456,685 0 141,469
FORTINET INC COM 34959E109 4,790 76,728 SH   DFND 17 76,728 0 0
FORTINET INC COM 34959E109 2,469 39,550 SH   DFND 21 1,899 0 37,651
FORTIVE CORP COM 34959J108 137 1,781 SH   DFND 4 1,781 0 0
FORTIVE CORP COM 34959J108 134,013 1,737,952 SH   DFND 17 1,569,047 0 168,905
FORTIVE CORP COM 34959J108 5,476 71,013 SH   DFND 20 71,013 0 0
FORTIVE CORP COM 34959J108 1,584 20,538 SH   DFND 21 16,399 0 4,139
FORTIVE CORP COM 34959J108 2,540 32,942 SH   DFND 24 32,942 0 0
FORTIVE CORP COM 34959J108 97 1,258 SH   DFND 25 1,258 0 0
FORTIVE CORP CALL 34959J908 1,326 17,200 SH Call DFND 4 17,200 0 0
FORTIVE CORP PUT 34959J958 12,569 163,000 SH Put DFND 4 163,000 0 0
FORWARD AIR CORP COM 349853101 895 15,154 SH   DFND 17 15,154 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 4,210 111,971 SH   DFND 17 107,042 0 4,929
FREEPORT-MCMORAN INC CL B 35671D857 127 7,335 SH   DFND 4 7,335 0 0
FREEPORT-MCMORAN INC CL B 35671D857 19,605 1,135,892 SH   DFND 17 978,112 0 157,780
FREEPORT-MCMORAN INC CL B 35671D857 999 57,890 SH   DFND 20 57,890 0 0
FREEPORT-MCMORAN INC CL B 35671D857 43,374 2,513,003 SH   DFND 21 2,487,041 0 25,962
FREEPORT-MCMORAN INC CALL 35671D907 2,860 165,700 SH Call DFND 4 165,700 0 0
FREEPORT-MCMORAN INC PUT 35671D957 8,174 473,600 SH Put DFND 4 473,600 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 12,361 245,500 SH   DFND 17 245,500 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 149 1,516,815 SH   DFND 17 1,516,815 0 0
FUSION CONNECT INC COM 36116X102 862 218,717 SH   DFND 17 194,401 0 24,316
GATX CORP COM 361448103 514 6,926 SH   DFND 17 6,926 0 0
GATX CORP COM 361448103 5,080 68,431 SH   DFND 21 60,606 0 7,825
GGP INC COM 36174X101 37,273 1,824,406 SH   DFND 4 1,824,406 0 0
GGP INC COM 36174X101 215 10,514 SH   DFND 17 10,514 0 0
GGP INC COM 36174X101 3,467 169,677 SH   DFND 20 169,677 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 794 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 614 4,400 SH   DFND 24 4,400 0 0
G-III APPAREL GROUP LTD COM 36237H101 8,906 200,578 SH   DFND 17 130,830 0 69,748
GTT COMMUNICATIONS INC COM 362393100 10,077 223,942 SH   DFND 17 146,561 0 77,381
GMS INC COM 36251C103 614 22,675 SH   DFND 17 0 0 22,675
GAIA INC NEW CL A 36269P104 4,666 230,440 SH   DFND 17 222,788 0 7,652
GALLAGHER ARTHUR J & CO COM 363576109 1,601 24,523 SH   DFND 17 24,523 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 65 181,088 SH   DFND 17 98,989 0 82,099
GAMING & LEISURE PPTYS INC COM 36467J108 129 359,835 SH   DFND 21 329,526 0 30,309
GAMESTOP CORP NEW CL A 36467W109 639 43,880 SH   DFND 17 43,880 0 0
GAMESTOP CORP NEW CL A 36467W109 1,156 79,373 SH   DFND 21 20,173 0 59,200
GANNETT CO INC COM 36473H104 413 38,556 SH   DFND 17 38,556 0 0
GANNETT CO INC COM 36473H104 4,655 435,005 SH   DFND 21 435,005 0 0
GAP INC DEL COM 364760108 23 708 SH   DFND 4 708 0 0
GAP INC DEL COM 364760108 660 20,386 SH   DFND 17 20,386 0 0
GAP INC DEL COM 364760108 20,210 623,957 SH   DFND 21 525,066 0 98,891
GARDNER DENVER HLDGS INC COM 36555P107 6,925 235,616 SH   DFND 17 135,679 0 99,937
GARTNER INC COM 366651107 201 1,515 SH   DFND 17 1,515 0 0
GENCOR INDS INC COM 368678108 970 60,088 SH   DFND 17 53,292 0 6,796
GENERAL DYNAMICS CORP COM 369550108 3,524 18,904 SH   DFND 4 18,904 0 0
GENERAL DYNAMICS CORP COM 369550108 69,826 374,583 SH   DFND 17 374,583 0 0
GENERAL DYNAMICS CORP CALL 369550908 2,572 13,800 SH Call DFND 4 13,800 0 0
GENERAL DYNAMICS CORP PUT 369550958 30,273 162,400 SH Put DFND 4 162,400 0 0
GENERAL ELECTRIC CO COM 369604103 16,612 1,220,577 SH   DFND 4 1,220,577 0 0
GENERAL ELECTRIC CO COM 369604103 29,206 2,145,940 SH   DFND 17 2,052,820 0 93,120
GENERAL ELECTRIC CO COM 369604103 3,197 234,883 SH   DFND 21 106,408 0 128,475
GENERAL ELECTRIC CO CALL 369604903 9,542 701,100 SH Call DFND 4 701,100 0 0
GENERAL ELECTRIC CO PUT 369604953 48,305 3,549,200 SH Put DFND 4 3,549,200 0 0
GENERAL MLS INC COM 370334104 7,365 166,396 SH   DFND 4 166,396 0 0
GENERAL MLS INC COM 370334104 7,947 179,552 SH   DFND 17 57,032 0 122,520
GENERAL MLS INC COM 370334104 14,515 327,945 SH   DFND 21 308,681 0 19,264
GENERAL MLS INC CALL 370334904 1,301 29,400 SH Call DFND 4 29,400 0 0
GENERAL MLS INC PUT 370334954 17,257 389,900 SH Put DFND 4 389,900 0 0
GENERAL MTRS CO COM 37045V100 762 19,343 SH   DFND 4 19,343 0 0
GENERAL MTRS CO COM 37045V100 94,148 2,389,537 SH   DFND 17 2,365,064 0 24,473
GENERAL MTRS CO COM 37045V100 1,611 40,891 SH   DFND 20 40,891 0 0
GENERAL MTRS CO COM 37045V100 110,612 2,807,422 SH   DFND 21 2,486,454 0 320,968
GENERAL MTRS CO CALL 37045V900 5,311 134,800 SH Call DFND 4 134,800 0 0
GENERAL MTRS CO PUT 37045V950 31,390 796,700 SH Put DFND 4 796,700 0 0
GENTEX CORP COM 371901109 1,278 55,513 SH   DFND 21 20,406 0 35,107
GENOMIC HEALTH INC COM 37244C101 3,772 74,840 SH   DFND 17 51,185 0 23,655
GENUINE PARTS CO COM 372460105 12,570 136,948 SH   DFND 17 136,948 0 0
GENWORTH FINL INC COM CL A 37247D106 3,439 764,294 SH   DFND 17 87,734 0 676,560
GILEAD SCIENCES INC COM 375558103 21,139 298,409 SH   DFND 4 298,409 0 0
GILEAD SCIENCES INC COM 375558103 172,841 2,439,877 SH   DFND 17 2,318,574 0 121,303
GILEAD SCIENCES INC COM 375558103 68,574 968,011 SH   DFND 21 755,618 0 212,393
GILEAD SCIENCES INC COM 375558103 15,769 222,600 SH   DFND 24 222,600 0 0
GILEAD SCIENCES INC CALL 375558903 7,481 105,600 SH Call DFND 4 105,600 0 0
GILEAD SCIENCES INC PUT 375558953 48,788 688,700 SH Put DFND 4 688,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 203 7,203 SH   DFND 21 0 0 7,203
GLATFELTER COM 377316104 231 11,773 SH   DFND 17 11,773 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,626 35,983 SH   DFND 17 35,983 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 506 11,200 SH   DFND 24 11,200 0 0
GLOBAL PMTS INC COM 37940X102 485 4,354 SH   DFND 17 4,354 0 0
GLOBAL PMTS INC COM 37940X102 697 6,252 SH   DFND 20 6,252 0 0
GLOBAL PMTS INC COM 37940X102 14,403 129,189 SH   DFND 21 129,189 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 26,726 852,504 SH   DFND 17 807,371 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,812 57,807 SH   DFND 21 47,799 0 10,008
GLOBUS MED INC CL A 379577208 7,239 143,455 SH   DFND 17 122,675 0 20,780
GLOBUS MED INC CL A 379577208 1,557 30,855 SH   DFND 21 0 0 30,855
GLU MOBILE INC COM 379890106 252 39,345 SH   DFND 17 0 0 39,345
GLU MOBILE INC COM 379890106 2,782 433,977 SH   DFND 21 246,595 0 187,382
GLYCOMIMETICS INC COM 38000Q102 178 11,064 SH   DFND 21 2,501 0 8,563
GOLDCORP INC NEW COM 380956409 27,720 2,020,160 SH   DFND 21 2,020,160 0 0
GOLDCORP INC NEW COM 380956409 708 51,600 SH   DFND 24 51,600 0 0
GOLDEN ENTMT INC COM 381013101 16,460 609,863 SH   DFND 17 424,261 0 185,602
GOLDMAN SACHS GROUP INC COM 38141G104 13,899 63,014 SH   DFND 4 63,014 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 36,957 167,552 SH   DFND 17 137,452 0 30,100
GOLDMAN SACHS GROUP INC COM 38141G104 13,033 59,088 SH   DFND 21 37,093 0 21,995
GOLDMAN SACHS GROUP INC COM 38141G104 144 652 SH   DFND 24 652 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 6,286 28,500 SH Call DFND 4 28,500 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 57,701 261,600 SH Put DFND 4 261,600 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 11,594 11,450,000 PRN   DFND 17 11,450,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 95 4,099 SH   DFND 17 4,099 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,653 70,962 SH   DFND 21 68,780 0 2,182
GOOSEHEAD INS INC COM CL A 38267D109 349 14,000 SH   DFND 20 14,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 173 10,910 SH   DFND 17 10,910 0 0
GRAHAM HLDGS CO COM 384637104 418 714 SH   DFND 17 714 0 0
GRAHAM HLDGS CO COM 384637104 398 679 SH   DFND 21 679 0 0
GRAINGER W W INC COM 384802104 535 1,736 SH   DFND 17 1,736 0 0
GRAINGER W W INC COM 384802104 269 871 SH   DFND 21 0 0 871
GRAMERCY PPTY TR COM NEW 385002308 17,485 640,011 SH   DFND 21 640,011 0 0
GRAN TIERRA ENERGY INC COM 38500T101 77 22,215 SH   DFND 17 22,215 0 0
GRAN TIERRA ENERGY INC COM 38500T101 139 40,155 SH   DFND 20 40,155 0 0
GRAN TIERRA ENERGY INC COM 38500T101 562 162,820 SH   DFND 21 116,396 0 46,424
GRAND CANYON ED INC COM 38526M106 731 6,550 SH   DFND 17 2,705 0 3,845
GRAND CANYON ED INC COM 38526M106 3,377 30,261 SH   DFND 21 1,189 0 29,072
GRANITE CONSTR INC COM 387328107 12,717 228,476 SH   DFND 17 142,171 0 86,305
GRANITE PT MTG TR INC COM 38741L107 108 5,881 SH   DFND 17 5,881 0 0
GRANITE PT MTG TR INC COM 38741L107 238 12,977 SH   DFND 21 0 0 12,977
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 3,692 90,565 SH   DFND 17 90,565 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 874 21,434 SH   DFND 21 0 0 21,434
GRAPHIC PACKAGING HLDG CO COM 388689101 26,213 1,806,580 SH   DFND 17 1,806,580 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 296 20,406 SH   DFND 21 0 0 20,406
GRAY TELEVISION INC COM 389375106 2,214 140,110 SH   DFND 17 115,220 0 24,890
GRAY TELEVISION INC COM 389375106 320 20,225 SH   DFND 20 20,225 0 0
GRAY TELEVISION INC COM 389375106 11,338 717,626 SH   DFND 21 538,786 0 178,840
GREAT SOUTHN BANCORP INC COM 390905107 415 7,259 SH   DFND 17 1,111 0 6,148
GREAT WESTN BANCORP INC COM 391416104 28,122 669,736 SH   DFND 17 669,736 0 0
GREAT WESTN BANCORP INC COM 391416104 346 8,233 SH   DFND 21 491 0 7,742
GREEN BANCORP INC COM 39260X100 85 3,919 SH   DFND 20 3,919 0 0
GREEN BANCORP INC COM 39260X100 250 11,555 SH   DFND 21 11,555 0 0
GREEN DOT CORP CL A 39304D102 2,441 33,267 SH   DFND 17 17,165 0 16,102
GREEN DOT CORP CL A 39304D102 3,094 42,163 SH   DFND 21 6,690 0 35,473
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 9,007 9,075,000 PRN   DFND 17 9,075,000 0 0
GREENBRIER COS INC COM 393657101 2,763 52,381 SH   DFND 21 0 0 52,381
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 69,679 60,645,000 PRN   DFND 17 54,295,000 0 6,350,000
GREENSKY INC CL A 39572G100 148,627 7,027,265 SH   DFND 4 7,027,265 0 0
GREENSKY INC CL A 39572G100 8,627 407,880 SH   DFND 17 238,285 0 169,595
GREIF INC CL A 397624107 2,054 38,835 SH   DFND 17 25,725 0 13,110
GROUP 1 AUTOMOTIVE INC COM 398905109 4,173 66,237 SH   DFND 21 44,052 0 22,185
GROUPE CGI INC CL A SUB VTG 39945C109 5,476 86,472 SH   DFND 17 81,633 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 96 1,514 SH   DFND 20 1,514 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 19,442 306,988 SH   DFND 21 229,428 0 77,560
GROUPON INC COM 399473107 810 188,285 SH   DFND 17 0 0 188,285
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 57 1,721 SH   DFND 20 1,721 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 171 5,175 SH   DFND 21 5,175 0 0
GRUBHUB INC COM 400110102 2,744 26,155 SH   DFND 17 26,155 0 0
GRUBHUB INC COM 400110102 156 1,491 SH   DFND 21 0 0 1,491
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 3,824 41,155 SH   DFND 17 41,155 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 110 1,184 SH   DFND 21 0 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 167 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 655 78,989 SH   DFND 21 78,989 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 4,526 50,980 SH   DFND 17 40,635 0 10,345
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 49,776 48,950,000 PRN   DFND 17 44,885,000 0 4,065,000
H & E EQUIPMENT SERVICES INC COM 404030108 2,580 68,605 SH   DFND 17 43,825 0 24,780
H & E EQUIPMENT SERVICES INC COM 404030108 77 2,050 SH   DFND 21 0 0 2,050
HCA HEALTHCARE INC COM 40412C101 9,446 92,065 SH   DFND 17 87,565 0 4,500
HCA HEALTHCARE INC COM 40412C101 190 1,850 SH   DFND 20 1,850 0 0
HCA HEALTHCARE INC COM 40412C101 15,904 155,006 SH   DFND 21 139,902 0 15,104
HCA HEALTHCARE INC CALL 40412C901 1,467 14,300 SH Call DFND 4 14,300 0 0
HCA HEALTHCARE INC PUT 40412C951 17,545 171,000 SH Put DFND 4 171,000 0 0
HCP INC COM 40414L109 202 7,837 SH   DFND 17 7,837 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 26,667 253,927 SH   DFND 17 227,927 0 26,000
HDFC BANK LTD ADR REPS 3 SHS 40415F101 16,253 154,760 SH   DFND 20 154,760 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,812 17,256 SH   DFND 21 10,412 0 6,844
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 2,931 3,000,000 PRN   DFND 17 3,000,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 523 12,193 SH   DFND 21 9,728 0 2,465
HMS HLDGS CORP COM 40425J101 1,697 78,480 SH   DFND 21 0 0 78,480
HRG GROUP INC COM 40434J100 520 39,737 SH   DFND 21 0 0 39,737
HP INC COM 40434L105 16,226 715,111 SH   DFND 4 715,111 0 0
HP INC COM 40434L105 117,348 5,171,782 SH   DFND 17 4,865,376 0 306,406
HP INC COM 40434L105 634 27,963 SH   DFND 20 27,963 0 0
HP INC COM 40434L105 84,388 3,719,179 SH   DFND 21 3,163,197 0 555,982
HP INC CALL 40434L905 969 42,700 SH Call DFND 4 42,700 0 0
HP INC PUT 40434L955 11,227 494,800 SH Put DFND 4 494,800 0 0
HACKETT GROUP INC COM 404609109 3,712 230,982 SH   DFND 17 220,490 0 10,492
HAEMONETICS CORP COM 405024100 10,225 114,012 SH   DFND 17 92,727 0 21,285
HAEMONETICS CORP COM 405024100 1,727 19,260 SH   DFND 21 17,739 0 1,521
HALCON RES CORP COM PAR NEW 40537Q605 567 129,066 SH   DFND 17 14,816 0 114,250
HALLIBURTON CO COM 406216101 895 19,865 SH   DFND 4 19,865 0 0
HALLIBURTON CO COM 406216101 15,619 346,624 SH   DFND 17 346,624 0 0
HALLIBURTON CO COM 406216101 856 19,000 SH   DFND 24 19,000 0 0
HALLIBURTON CO CALL 406216901 2,158 47,900 SH Call DFND 4 47,900 0 0
HALLIBURTON CO PUT 406216951 20,831 462,300 SH Put DFND 4 462,300 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 490 29,050 SH   DFND 17 29,050 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 493 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 13,985 244,279 SH   DFND 17 142,135 0 102,144
HALYARD HEALTH INC COM 40650V100 7,523 131,406 SH   DFND 21 98,574 0 32,832
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 85 2,937 SH   DFND 17 2,937 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 154 5,317 SH   DFND 21 4,334 0 983
HAMILTON LANE INC CL A 407497106 107 2,230 SH   DFND 17 0 0 2,230
HAMILTON LANE INC CL A 407497106 1,188 24,764 SH   DFND 21 13,992 0 10,772
HANESBRANDS INC COM 410345102 132 5,976 SH   DFND 17 5,976 0 0
HANESBRANDS INC COM 410345102 481 21,860 SH   DFND 21 21,860 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 363 18,361 SH   DFND 17 18,361 0 0
HANOVER INS GROUP INC COM 410867105 4,696 39,277 SH   DFND 17 39,277 0 0
HANOVER INS GROUP INC COM 410867105 84 702 SH   DFND 20 702 0 0
HANOVER INS GROUP INC COM 410867105 14,757 123,424 SH   DFND 21 80,995 0 42,429
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 297 190,667 SH   DFND 20 190,667 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 826 529,723 SH   DFND 21 529,723 0 0
HARRIS CORP DEL COM 413875105 13,993 96,812 SH   DFND 17 96,812 0 0
HARRIS CORP DEL COM 413875105 8,123 56,198 SH   DFND 21 12,377 0 43,821
HARSCO CORP COM 415864107 3,906 176,742 SH   DFND 17 103,383 0 73,359
HARTFORD FINL SVCS GROUP INC COM 416515104 14,053 274,852 SH   DFND 17 274,852 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 437 8,550 SH   DFND 20 8,550 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,171 101,143 SH   DFND 21 85,390 0 15,753
HASBRO INC COM 418056107 174 1,887 SH   DFND 17 1,887 0 0
HASBRO INC COM 418056107 222 2,401 SH   DFND 20 2,401 0 0
HASBRO INC COM 418056107 650 7,041 SH   DFND 21 7,041 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 347 10,120 SH   DFND 17 10,120 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,064 60,177 SH   DFND 21 0 0 60,177
HAWAIIAN HOLDINGS INC COM 419879101 770 21,410 SH   DFND 17 2,510 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 36 998 SH   DFND 20 998 0 0
HAWAIIAN HOLDINGS INC COM 419879101 535 14,876 SH   DFND 21 2,926 0 11,950
HAWKINS INC COM 420261109 72 2,038 SH   DFND 17 2,038 0 0
HAWKINS INC COM 420261109 188 5,310 SH   DFND 21 4,621 0 689
HEALTHCARE SVCS GRP INC COM 421906108 11,572 267,931 SH   DFND 17 173,762 0 94,169
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,017 31,435 SH   DFND 21 31,435 0 0
HEARTLAND FINL USA INC COM 42234Q102 21,105 384,770 SH   DFND 17 384,770 0 0
HEICO CORP NEW COM 422806109 36 500 SH   DFND 17 500 0 0
HEICO CORP NEW COM 422806109 1,763 24,178 SH   DFND 21 0 0 24,178
HEICO CORP NEW CL A 422806208 2,240 36,746 SH   DFND 17 33,949 0 2,797
HEICO CORP NEW CL A 422806208 44 726 SH   DFND 20 726 0 0
HEICO CORP NEW CL A 422806208 9,443 154,924 SH   DFND 21 135,314 0 19,610
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,962 56,045 SH   DFND 17 56,045 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 26,514 25,340,000 PRN   DFND 17 25,340,000 0 0
HELMERICH & PAYNE INC COM 423452101 3,943 61,841 SH   DFND 17 61,841 0 0
HELMERICH & PAYNE INC COM 423452101 1,021 16,013 SH   DFND 21 16,013 0 0
HENRY JACK & ASSOC INC COM 426281101 5,239 40,191 SH   DFND 21 0 0 40,191
HERITAGE COMMERCE CORP COM 426927109 1,555 91,534 SH   DFND 17 81,394 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 936 725,000 PRN   DFND 17 725,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 53 1,528 SH   DFND 17 1,528 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,901 54,537 SH   DFND 21 54,537 0 0
HERON THERAPEUTICS INC COM 427746102 4,963 127,744 SH   DFND 17 127,744 0 0
HERON THERAPEUTICS INC COM 427746102 1,465 37,700 SH   DFND 24 37,700 0 0
HERSHEY CO COM 427866108 13,070 140,444 SH   DFND 17 140,444 0 0
HERSHEY CO COM 427866108 34 368 SH   DFND 21 368 0 0
HESKA CORP COM RESTRC NEW 42805E306 3,772 36,341 SH   DFND 17 34,581 0 1,760
HERTZ GLOBAL HLDGS INC COM 42806J106 985 64,198 SH   DFND 17 64,198 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 5,911 385,314 SH   DFND 21 385,314 0 0
HESS CORP COM 42809H107 307 4,594 SH   DFND 17 4,594 0 0
HESS CORP COM 42809H107 148 2,218 SH   DFND 21 2,218 0 0
HESS CORP DEP PDF SR A 42809H404 1,169 1,550,935 SH   DFND 17 1,467,370 0 83,565
HEWLETT PACKARD ENTERPRISE C COM 42824C109 273 18,678 SH   DFND 4 18,678 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 8,192 560,716 SH   DFND 17 253,325 0 307,391
HEWLETT PACKARD ENTERPRISE C COM 42824C109 25,661 1,756,397 SH   DFND 21 1,326,946 0 429,451
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1,270 86,900 SH Call DFND 4 86,900 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 7,955 544,500 SH Put DFND 4 544,500 0 0
HEXCEL CORP NEW COM 428291108 20,811 313,518 SH   DFND 17 245,328 0 68,190
HEXCEL CORP NEW COM 428291108 335 5,049 SH   DFND 21 0 0 5,049
HEXCEL CORP NEW COM 428291108 10,037 151,200 SH   DFND 24 151,200 0 0
HEXCEL CORP NEW COM 428291108 477 7,180 SH   DFND 25 7,180 0 0
HILL ROM HLDGS INC COM 431475102 52,766 604,141 SH   DFND 17 526,634 0 77,507
HILL ROM HLDGS INC COM 431475102 650 7,438 SH   DFND 20 7,438 0 0
HILL ROM HLDGS INC COM 431475102 31,019 355,149 SH   DFND 21 241,331 0 113,818
HILTON WORLDWIDE HLDGS INC COM 43300A203 19,837 250,596 SH   DFND 4 250,596 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 640 8,086 SH   DFND 17 8,086 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 887 11,200 SH Put DFND 4 11,200 0 0
HOLLYFRONTIER CORP COM 436106108 11 157 SH   DFND 4 157 0 0
HOLLYFRONTIER CORP COM 436106108 9,967 145,659 SH   DFND 17 19,403 0 126,256
HOLLYFRONTIER CORP COM 436106108 6,701 97,932 SH   DFND 21 49,714 0 48,218
HOLLYFRONTIER CORP COM 436106108 411 6,000 SH   DFND 24 6,000 0 0
HOLOGIC INC COM 436440101 183 4,606 SH   DFND 17 4,606 0 0
HOLOGIC INC COM 436440101 4,150 104,393 SH   DFND 21 104,393 0 0
HOME BANCSHARES INC COM 436893200 516 22,872 SH   DFND 21 22,872 0 0
HOME DEPOT INC COM 437076102 53 272 SH   DFND 4 272 0 0
HOME DEPOT INC COM 437076102 426,607 2,186,605 SH   DFND 17 2,018,770 0 167,835
HOME DEPOT INC COM 437076102 3,618 18,546 SH   DFND 20 18,546 0 0
HOME DEPOT INC COM 437076102 187,122 959,108 SH   DFND 21 845,744 0 113,364
HOME DEPOT INC COM 437076102 140 720 SH   DFND 24 720 0 0
HOME DEPOT INC CALL 437076902 15,413 79,000 SH Call DFND 4 79,000 0 0
HOME DEPOT INC PUT 437076952 120,104 615,600 SH Put DFND 4 615,600 0 0
HONEYWELL INTL INC COM 438516106 3,196 22,187 SH   DFND 4 22,187 0 0
HONEYWELL INTL INC COM 438516106 167,604 1,163,510 SH   DFND 17 1,163,510 0 0
HONEYWELL INTL INC COM 438516106 1,691 11,739 SH   DFND 20 11,739 0 0
HONEYWELL INTL INC COM 438516106 41,323 286,866 SH   DFND 21 279,916 0 6,950
HONEYWELL INTL INC CALL 438516906 8,528 59,200 SH Call DFND 4 59,200 0 0
HONEYWELL INTL INC PUT 438516956 51,527 357,700 SH Put DFND 4 357,700 0 0
HOOKER FURNITURE CORP COM 439038100 637 13,586 SH   DFND 17 2,518 0 11,068
HOOKER FURNITURE CORP COM 439038100 459 9,787 SH   DFND 21 9,787 0 0
HOPE BANCORP INC COM 43940T109 18,017 1,010,500 SH   DFND 17 1,010,500 0 0
HORMEL FOODS CORP COM 440452100 170 4,566 SH   DFND 17 4,566 0 0
HORMEL FOODS CORP COM 440452100 70 1,892 SH   DFND 21 1,892 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 29,318 30,540,000 PRN   DFND 17 25,990,000 0 4,550,000
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 5,107 7,300,000 PRN   DFND 17 7,300,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 14,160 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 19,088 1,047,623 SH   DFND 17 1,006,673 0 40,950
HORTONWORKS INC COM 440894103 52 2,861 SH   DFND 21 2,861 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 224 7,820 SH   DFND 17 7,820 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,497 122,245 SH   DFND 21 14,064 0 108,181
HOST HOTELS & RESORTS INC COM 44107P104 17,493 830,228 SH   DFND 4 830,228 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,346 111,340 SH   DFND 17 111,340 0 0
HOULIHAN LOKEY INC CL A 441593100 30,301 591,589 SH   DFND 17 566,343 0 25,246
HOULIHAN LOKEY INC CL A 441593100 1,355 26,460 SH   DFND 21 26,460 0 0
HOWARD HUGHES CORP COM 44267D107 58,440 441,058 SH   DFND 4 441,058 0 0
HOWARD HUGHES CORP COM 44267D107 10,244 77,316 SH   DFND 17 44,953 0 32,363
HUB GROUP INC CL A 443320106 211 4,242 SH   DFND 21 4,242 0 0
HUBBELL INC COM 443510607 2,517 23,803 SH   DFND 17 23,803 0 0
HUBBELL INC COM 443510607 117 1,104 SH   DFND 21 441 0 663
HUBSPOT INC COM 443573100 12,253 97,715 SH   DFND 17 82,025 0 15,690
HUDBAY MINERALS INC COM 443628102 22,400 4,020,000 SH   DFND 4 4,020,000 0 0
HUDBAY MINERALS INC COM 443628102 28 5,054 SH   DFND 20 5,054 0 0
HUDBAY MINERALS INC COM 443628102 6,402 1,148,972 SH   DFND 21 1,148,972 0 0
HUDSON PAC PPTYS INC COM 444097109 16,484 465,262 SH   DFND 4 465,262 0 0
HUMANA INC COM 444859102 6,689 22,473 SH   DFND 4 22,473 0 0
HUMANA INC COM 444859102 11,704 39,323 SH   DFND 17 24,257 0 15,066
HUMANA INC COM 444859102 62 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 45,957 154,411 SH   DFND 21 134,415 0 19,996
HUMANA INC CALL 444859902 2,679 9,000 SH Call DFND 4 9,000 0 0
HUMANA INC PUT 444859952 29,733 99,900 SH Put DFND 4 99,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 273 18,519 SH   DFND 17 18,519 0 0
HUNTINGTON BANCSHARES INC COM 446150104 219 14,819 SH   DFND 21 14,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 29,134 134,389 SH   DFND 17 101,190 0 33,199
HUNTINGTON INGALLS INDS INC COM 446413106 648 2,990 SH   DFND 20 2,990 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 17,273 79,676 SH   DFND 21 59,446 0 20,230
HUNTSMAN CORP COM 447011107 26,498 907,459 SH   DFND 17 700,490 0 206,969
HUNTSMAN CORP COM 447011107 192 6,592 SH   DFND 20 6,592 0 0
HUNTSMAN CORP COM 447011107 1,684 57,681 SH   DFND 21 40,780 0 16,901
HUNTSMAN CORP COM 447011107 657 22,500 SH   DFND 24 22,500 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 24,605 26,245,000 PRN   DFND 17 26,245,000 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 9,154 303,729 SH   DFND 20 303,729 0 0
HYATT HOTELS CORP COM CL A 448579102 11,903 154,280 SH   DFND 17 121,995 0 32,285
IAC INTERACTIVECORP COM 44919P508 671 4,400 SH   DFND 17 0 0 4,400
IAC INTERACTIVECORP COM 44919P508 1,287 8,442 SH   DFND 21 958 0 7,484
ICF INTL INC COM 44925C103 2,336 32,881 SH   DFND 17 32,881 0 0
ICF INTL INC COM 44925C103 1,368 19,251 SH   DFND 21 12,188 0 7,063
IPG PHOTONICS CORP COM 44980X109 14,627 66,296 SH   DFND 17 44,796 0 21,500
IPG PHOTONICS CORP COM 44980X109 3,243 14,700 SH   DFND 21 13,120 0 1,580
IPG PHOTONICS CORP COM 44980X109 4,302 19,500 SH   DFND 24 19,500 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 207 2,547 SH   DFND 21 2,547 0 0
ITT INC COM 45073V108 29,722 568,629 SH   DFND 17 568,629 0 0
ITT INC COM 45073V108 80 1,522 SH   DFND 20 1,522 0 0
ITT INC COM 45073V108 234 4,473 SH   DFND 21 4,473 0 0
IBERIABANK CORP COM 450828108 13,545 178,690 SH   DFND 17 178,690 0 0
IAMGOLD CORP COM 450913108 399 68,479 SH   DFND 17 68,479 0 0
IAMGOLD CORP COM 450913108 5,216 895,736 SH   DFND 21 895,736 0 0
ICICI BK LTD ADR 45104G104 270 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 534 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC COM 451055107 48 81,725 SH   DFND 17 81,725 0 0
ICONIX BRAND GROUP INC COM 451055107 12 21,218 SH   DFND 21 21,218 0 0
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 45,336 68,825,000 PRN   DFND 17 65,635,000 0 3,190,000
IDACORP INC COM 451107106 381 4,135 SH   DFND 17 4,135 0 0
IDACORP INC COM 451107106 1,079 11,697 SH   DFND 21 11,697 0 0
IDEX CORP COM 45167R104 39,154 286,883 SH   DFND 17 286,883 0 0
IDEX CORP COM 45167R104 1,214 8,893 SH   DFND 21 6,116 0 2,777
IDEX CORP COM 45167R104 7,165 52,500 SH   DFND 24 52,500 0 0
IDEX CORP COM 45167R104 299 2,193 SH   DFND 25 2,193 0 0
IDEXX LABS INC COM 45168D104 13,934 63,934 SH   DFND 17 52,389 0 11,545
IDEXX LABS INC COM 45168D104 142 653 SH   DFND 21 653 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,012 21,739 SH   DFND 4 21,739 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,091 101,711 SH   DFND 17 101,711 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,047 65,300 SH   DFND 21 65,300 0 0
ILLINOIS TOOL WKS INC CALL 452308909 2,438 17,600 SH Call DFND 4 17,600 0 0
ILLINOIS TOOL WKS INC PUT 452308959 18,925 136,600 SH Put DFND 4 136,600 0 0
ILLUMINA INC COM 452327109 19,313 69,150 SH   DFND 17 69,150 0 0
ILLUMINA INC COM 452327109 10,189 36,482 SH   DFND 21 27,511 0 8,971
ILLUMINA INC COM 452327109 9,049 32,400 SH   DFND 24 32,400 0 0
ILLUMINA INC CALL 452327909 1,173 4,200 SH Call DFND 4 4,200 0 0
ILLUMINA INC PUT 452327959 26,616 95,300 SH Put DFND 4 95,300 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,553 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 148,843 112,695,000 PRN   DFND 17 105,850,000 0 6,845,000
IMMUNOGEN INC COM 45253H101 7,402 760,787 SH   DFND 17 583,202 0 177,585
IMMUNOMEDICS INC COM 452907108 595 25,121 SH   DFND 17 25,121 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,860 86,080 SH   DFND 21 11,317 0 74,763
INCYTE CORP COM 45337C102 13,023 194,373 SH   DFND 17 194,373 0 0
INCYTE CORP COM 45337C102 10,827 161,597 SH   DFND 20 161,597 0 0
INCYTE CORP COM 45337C102 4,677 69,800 SH   DFND 24 69,800 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 569 138,059 SH   DFND 17 122,712 0 15,347
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,150 19,916 SH   DFND 17 19,916 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 423 7,328 SH   DFND 20 7,328 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 5,940 102,859 SH   DFND 21 102,424 0 435
INFOSYS LTD SPONSORED ADR 456788108 1,329 68,400 SH   DFND   68,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,038 53,407 SH   DFND 17 53,407 0 0
INFOSYS LTD SPONSORED ADR 456788108 5,777 297,303 SH   DFND 20 297,303 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,253 167,435 SH   DFND 21 139,380 0 28,055
INFOSYS LTD SPONSORED ADR 456788108 315 16,200 SH   DFND 24 16,200 0 0
INFRAREIT INC COM 45685L100 27,312 1,231,924 SH   DFND 17 1,231,924 0 0
INGEVITY CORP COM 45688C107 13,915 172,084 SH   DFND 17 107,952 0 64,132
INGLES MKTS INC CL A 457030104 886 27,851 SH   DFND 17 3,276 0 24,575
INGLES MKTS INC CL A 457030104 516 16,242 SH   DFND 21 0 0 16,242
INGREDION INC COM 457187102 121,280 1,095,573 SH   DFND 17 1,068,569 0 27,004
INGREDION INC COM 457187102 1,210 10,926 SH   DFND 20 10,926 0 0
INGREDION INC COM 457187102 44,820 404,879 SH   DFND 21 278,264 0 126,615
INSIGHT ENTERPRISES INC COM 45765U103 1 12 SH   DFND 17 12 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,490 50,880 SH   DFND 21 13,272 0 37,608
INSMED INC COM PAR $.01 457669307 1,397 59,050 SH   DFND 17 59,050 0 0
INSMED INC COM PAR $.01 457669307 464 19,600 SH   DFND 24 19,600 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 44,317 48,175,000 PRN   DFND 17 42,970,000 0 5,205,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 14,812 13,800,000 PRN   DFND 17 13,800,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 40,139 42,245,000 PRN   DFND 17 42,245,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 843 214,960 SH   DFND 17 207,538 0 7,422
INNOPHOS HOLDINGS INC COM 45774N108 24,500 514,697 SH   DFND 17 514,697 0 0
INSPERITY INC COM 45778Q107 566 5,940 SH   DFND 17 1,515 0 4,425
INSPERITY INC COM 45778Q107 144 1,508 SH   DFND 20 1,508 0 0
INSPERITY INC COM 45778Q107 30,841 323,787 SH   DFND 21 183,876 0 139,911
INOGEN INC COM 45780L104 1,025 5,502 SH   DFND 17 5,502 0 0
INSTRUCTURE INC COM 45781U103 10,472 246,111 SH   DFND 17 194,147 0 51,964
INSULET CORP COM 45784P101 1,161 13,545 SH   DFND 17 13,545 0 0
INSULET CORP COM 45784P101 214 2,493 SH   DFND 21 2,493 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 989 650,000 PRN   DFND 17 650,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,360 42,658 SH   DFND 17 42,658 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 48,608 42,620,000 PRN   DFND 17 42,620,000 0 0
INTEL CORP COM 458140100 79 1,598 SH   DFND 4 1,598 0 0
INTEL CORP COM 458140100 411,415 8,276,294 SH   DFND 17 7,510,754 0 765,540
INTEL CORP COM 458140100 3,458 69,555 SH   DFND 20 69,555 0 0
INTEL CORP COM 458140100 323,134 6,500,387 SH   DFND 21 4,494,502 0 2,005,885
INTEL CORP CALL 458140900 30,616 615,900 SH Call DFND 4 615,900 0 0
INTEL CORP PUT 458140950 95,105 1,913,200 SH Put DFND 4 1,913,200 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 193,321 80,335,000 PRN   DFND 17 77,105,000 0 3,230,000
INTEGER HLDGS CORP COM 45826H109 72 1,110 SH   DFND 17 1,110 0 0
INTEGER HLDGS CORP COM 45826H109 672 10,388 SH   DFND 21 10,388 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 2,186 79,889 SH   DFND 17 77,228 0 2,661
INTER PARFUMS INC COM 458334109 1,188 22,202 SH   DFND 17 6,922 0 15,280
INTER PARFUMS INC COM 458334109 1,401 26,183 SH   DFND 21 24,038 0 2,145
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,197 34,107 SH   DFND 21 9,262 0 24,845
INTERCEPT PHARMACEUTICALS IN COM 45845P108 420 5,000 SH   DFND 17 5,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 235 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 38,287 43,385,000 PRN   DFND 17 43,385,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 25,241 20,500,000 PRN   DFND 17 18,200,000 0 2,300,000
INTERFACE INC COM 458665304 22,566 983,252 SH   DFND 17 983,252 0 0
INTERFACE INC COM 458665304 2,199 95,831 SH   DFND 21 58,204 0 37,627
INTERCONTINENTAL EXCHANGE IN COM 45866F104 136 1,843 SH   DFND 4 1,843 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,607 21,855 SH   DFND 17 21,855 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,514 142,945 SH   DFND 21 87,710 0 55,235
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 1,133 15,400 SH Call DFND 4 15,400 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 19,939 271,100 SH Put DFND 4 271,100 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 12,231 285,760 SH   DFND 17 285,760 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,950 64,069 SH   DFND 4 64,069 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 120,802 864,726 SH   DFND 17 802,412 0 62,314
INTERNATIONAL BUSINESS MACHS COM 459200101 37,555 268,826 SH   DFND 21 255,277 0 13,549
INTERNATIONAL BUSINESS MACHS COM 459200101 103 736 SH   DFND 24 736 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 25,775 184,500 SH Call DFND 4 184,500 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 75,340 539,300 SH Put DFND 4 539,300 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 629 5,073 SH   DFND 17 5,073 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11,414 92,076 SH   DFND 20 0 0 92,076
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 93,897 757,478 SH   DFND 21 651,631 0 105,847
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 806 6,500 SH   DFND 24 6,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,370 27,185 SH   DFND 25 27,185 0 0
INTL PAPER CO COM 460146103 664 12,755 SH   DFND 4 12,755 0 0
INTL PAPER CO COM 460146103 87,457 1,679,289 SH   DFND 17 1,677,809 0 1,480
INTL PAPER CO COM 460146103 202 3,874 SH   DFND 21 3,874 0 0
INTL PAPER CO CALL 460146903 1,453 27,900 SH Call DFND 4 27,900 0 0
INTL PAPER CO PUT 460146953 10,765 206,700 SH Put DFND 4 206,700 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,818 40,673 SH   DFND 17 20,050 0 20,623
INTERPUBLIC GROUP COS INC COM 460690100 153 6,523 SH   DFND 17 6,523 0 0
INTERPUBLIC GROUP COS INC COM 460690100 8 338 SH   DFND 20 338 0 0
INTERPUBLIC GROUP COS INC COM 460690100 58 2,476 SH   DFND 21 2,476 0 0
INTERSECT ENT INC COM 46071F103 4,629 123,605 SH   DFND 17 119,804 0 3,801
INVESCO QQQ TR UNIT SER 1 46090E103 9,024 52,570 SH   DFND 24 52,280 0 290
INVESCO QQQ TR PUT 46090E953 325,692 1,897,417 SH Put DFND 4 1,760,417 0 137,000
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 44,998 2,437,582 SH   DFND 25 437,582 0 2,000,000
INTUIT COM 461202103 11,426 55,925 SH   DFND 17 50,855 0 5,070
INTUIT COM 461202103 119,335 584,100 SH   DFND 21 499,979 0 84,121
INTUIT COM 461202103 5,408 26,468 SH   DFND 25 26,468 0 0
INTUIT CALL 461202903 2,084 10,200 SH Call DFND 4 10,200 0 0
INTUIT PUT 461202953 26,560 130,000 SH Put DFND 4 130,000 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 227,874 476,246 SH   DFND 17 464,916 0 11,330
INTUITIVE SURGICAL INC COM NEW 46120E602 1,329 2,778 SH   DFND 20 2,778 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 19,367 40,476 SH   DFND 21 36,599 0 3,877
INTUITIVE SURGICAL INC CALL 46120E902 670 1,400 SH Call DFND 4 1,400 0 0
INTUITIVE SURGICAL INC PUT 46120E952 28,135 58,800 SH Put DFND 4 58,800 0 0
INTRICON CORP COM 46121H109 2,124 52,697 SH   DFND 17 47,062 0 5,635
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,277 394,765 SH   DFND 17 110,249 0 284,516
INVESCO MORTGAGE CAPITAL INC COM 46131B100 225 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7,386 464,522 SH   DFND 21 331,339 0 133,183
INVESCO EXCHNG TRADED FD TR FNDMNTL HY CRP 46138E719 242 13,220 SH   DFND 17 13,220 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 11,276 425,170 SH   DFND 25 425,170 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 27,785 1,213,306 SH   DFND 17 1,213,306 0 0
INVESCO EXCHNG TRADED FD TR SOLAR ETF 46138G706 2,494 107,970 SH   DFND 17 107,970 0 0
INVESCO DB MLTI SECTR CMMTY OIL FD 46140H403 512 41,070 SH   DFND 24 41,070 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 1,661 45,295 SH   DFND 17 45,295 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 3,149 178,994 SH   DFND 17 178,994 0 0
INVITATION HOMES INC COM 46187W107 16,963 735,618 SH   DFND 4 735,618 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 378 15,555 SH   DFND 17 825 0 14,730
IONIS PHARMACEUTICALS INC COM 462222100 1,495 35,880 SH   DFND 17 35,880 0 0
IONIS PHARMACEUTICALS INC COM 462222100 979 23,500 SH   DFND 24 23,500 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 7,565 590,979 SH   DFND 17 585,187 0 5,792
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,501 117,300 SH   DFND 24 117,300 0 0
IQVIA HLDGS INC COM 46266C105 2,892 28,976 SH   DFND 17 28,976 0 0
IQVIA HLDGS INC COM 46266C105 432 4,327 SH   DFND 20 4,327 0 0
IQVIA HLDGS INC COM 46266C105 19,930 199,659 SH   DFND 21 196,175 0 3,484
IRON MTN INC NEW COM 46284V101 303 8,648 SH   DFND 17 8,648 0 0
ISHARES INC MSCI AUST ETF 464286103 5,520 244,118 SH   DFND 24 0 0 244,118
ISHARES INC MSCI WORLD ETF 464286392 2,750 31,445 SH   DFND 25 31,445 0 0
ISHARES INC JP MORGAN EM ETF 464286517 4,440 100,115 SH   DFND 24 0 0 100,115
ISHARES INC MSCI STH KOR ETF 464286772 1,120 16,540 SH   DFND 17 16,540 0 0
ISHARES TR TIPS BD ETF 464287176 1,411 12,500 SH   DFND 17 12,500 0 0
ISHARES TR TIPS BD ETF 464287176 9,411 83,380 SH   DFND 24 44,680 0 38,700
ISHARES TR CORE S&P500 ETF 464287200 1,055,468 3,865,475 SH   DFND 17 3,865,475 0 0
ISHARES TR CORE S&P500 ETF 464287200 14,604 53,483 SH   DFND 24 25,480 0 28,003
ISHARES TR CORE US AGGBD ET 464287226 876,926 8,247,990 SH   DFND 17 8,247,990 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 125,094 2,887,000 SH Put DFND 21 2,887,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,428 56,030 SH   DFND 24 45,030 0 11,000
ISHARES TR MSCI EMG MKT ETF 464287234 263 6,062 SH   DFND 25 6,062 0 0
ISHARES TR IBOXX INV CP ETF 464287242 248,661 2,170,387 SH   DFND 17 2,170,387 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,076 87,950 SH   DFND 21 87,950 0 0
ISHARES TR IBOXX INV CP ETF 464287242 630 5,500 SH   DFND 24 5,500 0 0
ISHARES TR IBOXX INV CP ETF 464287242 41,255 360,085 SH   DFND 25 63,340 0 296,745
ISHARES TR LATN AMER 40 ETF 464287390 4,251 143,656 SH   DFND 24 30,800 0 112,856
ISHARES TR BARCLAYS 7 10 YR 464287440 9 88 SH   DFND 17 88 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 2,470 24,100 SH   DFND 24 15,500 0 8,600
ISHARES TR MSCI EAFE ETF 464287465 41,130 614,153 SH   DFND 4 614,153 0 0
ISHARES TR NASDAQ BIOTECH 464287556 329 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 413 9,000 SH   DFND 24 0 0 9,000
ISHARES TR RUS 1000 VAL ETF 464287598 203 1,671 SH   DFND 17 1,671 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 2,229 15,500 SH   DFND 24 15,500 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 373 2,826 SH   DFND 17 2,826 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 262,033 1,600,009 SH   DFND 17 1,600,009 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,063 85,868 SH   DFND 24 29,255 0 56,613
ISHARES TR U.S. FIN SVC ETF 464287770 16,519 127,444 SH   DFND 20 127,444 0 0
ISHARES TR U.S. ENERGY ETF 464287796 710 16,940 SH   DFND 24 0 0 16,940
ISHARES TR U.S. BAS MTL ETF 464287838 495 5,000 SH   DFND 24 5,000 0 0
ISHARES TR PUT 464287954 622,458 14,372,508 SH Put DFND 4 14,372,508 0 0
ISHARES TR PUT 464287955 993,036 6,063,600 SH Put DFND 4 5,780,600 0 283,000
ISHARES TR PUT 464287959 34,276 425,367 SH Put DFND 4 425,367 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 5,453 76,083 SH   DFND 24 3,500 0 72,583
ISHARES TR MSCI ACWI ETF 464288257 151,282 2,127,131 SH   DFND 17 2,127,131 0 0
ISHARES TR MSCI ACWI ETF 464288257 6,926 97,379 SH   DFND 24 0 0 97,379
ISHARES TR JPMORGAN USD EMG 464288281 136 1,277 SH   DFND 17 1,277 0 0
ISHARES TR JPMORGAN USD EMG 464288281 417 3,907 SH   DFND 24 0 0 3,907
ISHARES TR JPMORGAN USD EMG 464288281 129,156 1,209,670 SH   DFND 25 309,670 0 900,000
ISHARES TR IBOXX HI YD ETF 464288513 10,917 128,311 SH   DFND 17 128,311 0 0
ISHARES TR MBS ETF 464288588 4,077 39,137 SH   DFND 17 39,137 0 0
ISHARES TR MBS ETF 464288588 6,821 65,470 SH   DFND 21 65,470 0 0
ISHARES TR US CR BD ETF 464288620 26,673 248,975 SH   DFND 17 248,975 0 0
ISHARES TR SHORT TREAS BD 464288679 9,582 86,765 SH   DFND 24 0 0 86,765
ISHARES TR S&P US PFD STK 464288687 1,138 30,165 SH   DFND 17 30,165 0 0
ISHARES TR U.S. MED DVC ETF 464288810 620 3,091 SH   DFND 4 3,091 0 0
ISHARES TR US TREAS BD ETF 46429B267 15,101 613,257 SH   DFND 17 613,257 0 0
ISHARES TR MSCI INDIA ETF 46429B598 919 27,600 SH   DFND 17 27,600 0 0
ISHARES TR MSCI INDIA ETF 46429B598 200 6,000 SH   DFND 24 6,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 6,476 154,180 SH   DFND 17 154,180 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 1,240 24,323 SH   DFND 17 24,323 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 18,839 369,400 SH   DFND 24 0 0 369,400
ISHARES TR FLTG RATE NT ETF 46429B655 1,055 20,685 SH   DFND 25 20,685 0 0
ISHARES TR MIN VOL USA ETF 46429B697 568 10,687 SH   DFND 17 10,687 0 0
ISHARES TR MIN VOL USA ETF 46429B697 53,160 1,000,000 SH   DFND 25 0 0 1,000,000
ISHARES TR USA QUALITY FCTR 46432F339 540 6,470 SH   DFND 17 6,470 0 0
ISHARES TR USA QUALITY FCTR 46432F339 61,358 735,272 SH   DFND 25 0 0 735,272
ISHARES TR EDGE MSCI USA VL 46432F388 56,187 680,142 SH   DFND 25 0 0 680,142
ISHARES TR USA MOMENTUM FCT 46432F396 539 4,914 SH   DFND 17 4,914 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 70,068 638,723 SH   DFND 25 0 0 638,723
ISHARES TR CORE MSCI EAFE 46432F842 7,068 111,539 SH   DFND 17 111,539 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 88,414 90,050,000 PRN   DFND 17 86,990,000 0 3,060,000
ISHARES INC CORE MSCI EMKT 46434G103 915 17,418 SH   DFND 17 17,418 0 0
ISHARES INC CORE MSCI EMKT 46434G103 5,685 108,267 SH   DFND 24 61,320 0 46,947
ISHARES INC MSCI TAIWAN ETF 46434G772 4,165 115,704 SH   DFND 17 115,704 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 4,343 74,999 SH   DFND 24 17,500 0 57,499
ISHARES TR 0-5YR HI YL CP 46434V407 2,718 58,300 SH   DFND 24 58,300 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 3,297 94,796 SH   DFND 24 0 0 94,796
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 398 38,335 SH   DFND 17 38,335 0 0
ITRON INC COM 465741106 10,045 167,280 SH   DFND 17 167,280 0 0
ITRON INC COM 465741106 155 2,587 SH   DFND 21 2,587 0 0
J & J SNACK FOODS CORP COM 466032109 197 1,290 SH   DFND 17 1,290 0 0
J & J SNACK FOODS CORP COM 466032109 2,058 13,495 SH   DFND 21 0 0 13,495
JPMORGAN CHASE & CO COM 46625H100 35,921 344,732 SH   DFND 4 344,732 0 0
JPMORGAN CHASE & CO COM 46625H100 624,450 5,992,802 SH   DFND 17 5,525,619 0 467,183
JPMORGAN CHASE & CO COM 46625H100 9,962 95,605 SH   DFND 20 95,605 0 0
JPMORGAN CHASE & CO COM 46625H100 414,238 3,975,415 SH   DFND 21 2,914,332 0 1,061,083
JPMORGAN CHASE & CO CALL 46625H900 32,437 311,300 SH Call DFND 4 311,300 0 0
JPMORGAN CHASE & CO PUT 46625H950 171,169 1,642,700 SH Put DFND 4 1,642,700 0 0
JABIL INC COM 466313103 3,293 119,052 SH   DFND 17 119,052 0 0
JABIL INC COM 466313103 98 3,542 SH   DFND 20 3,542 0 0
JABIL INC COM 466313103 19,410 701,753 SH   DFND 21 579,942 0 121,811
JACOBS ENGR GROUP INC DEL COM 469814107 13,847 218,098 SH   DFND 17 218,098 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 196 3,091 SH   DFND 20 3,091 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,347 52,721 SH   DFND 21 40,265 0 12,456
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 85,062 77,860,000 PRN   DFND 17 77,860,000 0 0
JD COM INC SPON ADR CL A 47215P106 399 10,250 SH   DFND 17 100 0 10,150
JD COM INC SPON ADR CL A 47215P106 40,387 1,036,891 SH   DFND 20 859,110 0 177,781
JD COM INC SPON ADR CL A 47215P106 160 4,095 SH   DFND 21 0 0 4,095
JD COM INC SPON ADR CL A 47215P106 491 12,600 SH   DFND 24 12,600 0 0
JD COM INC SPON ADR CL A 47215P106 763 19,587 SH   DFND 25 19,587 0 0
JEFFERIES FINL GROUP INC COM 47233W109 2,279 100,237 SH   DFND 17 100,237 0 0
JEFFERIES FINL GROUP INC COM 47233W109 13,688 601,947 SH   DFND 21 601,947 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,420 127,505 SH   DFND 17 127,505 0 0
JETBLUE AIRWAYS CORP COM 477143101 11,517 606,792 SH   DFND 21 455,090 0 151,702
JOHNSON & JOHNSON COM 478160104 390 3,210 SH   DFND 4 3,210 0 0
JOHNSON & JOHNSON COM 478160104 210,146 1,731,880 SH   DFND 17 1,466,382 0 265,498
JOHNSON & JOHNSON COM 478160104 4,940 40,711 SH   DFND 20 40,711 0 0
JOHNSON & JOHNSON COM 478160104 398,838 3,286,947 SH   DFND 21 2,425,359 0 861,588
JOHNSON & JOHNSON COM 478160104 93 766 SH   DFND 24 766 0 0
JOHNSON & JOHNSON CALL 478160904 67,319 554,800 SH Call DFND 4 554,800 0 0
JOHNSON & JOHNSON PUT 478160954 108,393 893,300 SH Put DFND 4 893,300 0 0
JONES LANG LASALLE INC COM 48020Q107 40 238 SH   DFND 4 238 0 0
JONES LANG LASALLE INC COM 48020Q107 870 5,240 SH   DFND 17 5,240 0 0
JONES LANG LASALLE INC COM 48020Q107 4,832 29,111 SH   DFND 21 26,709 0 2,402
J2 GLOBAL INC COM 48123V102 103 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 10,841 125,170 SH   DFND 21 122,560 0 2,610
JUNIPER NETWORKS INC COM 48203R104 2,707 98,739 SH   DFND 17 98,739 0 0
JUNIPER NETWORKS INC COM 48203R104 19,205 700,394 SH   DFND 21 579,230 0 121,164
KAR AUCTION SVCS INC COM 48238T109 6,488 118,389 SH   DFND 4 118,389 0 0
KAR AUCTION SVCS INC COM 48238T109 28,325 516,882 SH   DFND 17 441,038 0 75,844
KAR AUCTION SVCS INC COM 48238T109 22,165 404,473 SH   DFND 21 315,422 0 89,051
KBR INC COM 48242W106 21,768 1,214,710 SH   DFND 17 1,214,710 0 0
KLA-TENCOR CORP COM 482480100 13 126 SH   DFND 4 126 0 0
KLA-TENCOR CORP COM 482480100 5,699 55,581 SH   DFND 17 55,581 0 0
KLA-TENCOR CORP COM 482480100 562 5,483 SH   DFND 20 5,483 0 0
KLA-TENCOR CORP COM 482480100 25,914 252,748 SH   DFND 21 252,748 0 0
KMG CHEMICALS INC COM 482564101 5,227 70,840 SH   DFND 17 69,097 0 1,743
KMG CHEMICALS INC COM 482564101 597 8,092 SH   DFND 21 8,092 0 0
KT CORP SPONSORED ADR 48268K101 174 13,138 SH   DFND 17 13,138 0 0
KADANT INC COM 48282T104 3,923 40,800 SH   DFND 17 40,800 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,174 20,884 SH   DFND 17 14,395 0 6,489
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,960 66,849 SH   DFND 21 66,849 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 162,465 1,533,271 SH   DFND 17 1,376,361 0 156,910
KANSAS CITY SOUTHERN COM NEW 485170302 346 3,267 SH   DFND 20 3,267 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 24,534 231,538 SH   DFND 21 140,568 0 90,970
KANSAS CITY SOUTHERN COM NEW 485170302 212 2,000 SH   DFND 24 2,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 20,002 579,755 SH   DFND 4 579,755 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 31,210 904,648 SH   DFND 21 904,648 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,679 98,818 SH   DFND 17 95,843 0 2,975
KB HOME NOTE 1.375% 2/0 48666KAS8 24,807 22,775,000 PRN   DFND 17 22,775,000 0 0
KEARNY FINL CORP MD COM 48716P108 194 14,390 SH   DFND 17 14,390 0 0
KELLOGG CO COM 487836108 420 6,016 SH   DFND 17 6,016 0 0
KELLOGG CO COM 487836108 7,522 107,659 SH   DFND 21 49,577 0 58,082
KELLY SVCS INC CL A 488152208 1,174 52,315 SH   DFND 17 9,456 0 42,859
KELLY SVCS INC CL A 488152208 54 2,421 SH   DFND 20 2,421 0 0
KELLY SVCS INC CL A 488152208 4,106 182,887 SH   DFND 21 59,177 0 123,710
KEMET CORP COM NEW 488360207 3,380 139,969 SH   DFND 20 139,969 0 0
KEMPER CORP DEL COM 488401100 1,621 21,430 SH   DFND 17 13,570 0 7,860
KENNAMETAL INC COM 489170100 23,536 655,600 SH   DFND 17 655,600 0 0
KENNAMETAL INC COM 489170100 236 6,573 SH   DFND 20 6,573 0 0
KENNAMETAL INC COM 489170100 685 19,094 SH   DFND 21 19,094 0 0
KEYCORP NEW COM 493267108 64 3,291 SH   DFND 4 3,291 0 0
KEYCORP NEW COM 493267108 12,714 650,686 SH   DFND 17 650,686 0 0
KEYCORP NEW COM 493267108 442 22,609 SH   DFND 21 22,609 0 0
KEYCORP NEW CALL 493267908 725 37,100 SH Call DFND 4 37,100 0 0
KEYCORP NEW PUT 493267958 5,620 287,600 SH Put DFND 4 287,600 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,781 97,928 SH   DFND 17 59,738 0 38,190
KFORCE INC COM 493732101 3,009 87,714 SH   DFND 17 87,714 0 0
KILROY RLTY CORP COM 49427F108 18,712 247,377 SH   DFND 4 247,377 0 0
KILROY RLTY CORP COM 49427F108 11,124 147,059 SH   DFND 17 86,429 0 60,630
KIMBALL ELECTRONICS INC COM 49428J109 200 10,952 SH   DFND 21 9,514 0 1,438
KIMBERLY CLARK CORP COM 494368103 4,139 39,296 SH   DFND 4 39,296 0 0
KIMBERLY CLARK CORP COM 494368103 2,615 24,823 SH   DFND 17 15,277 0 9,546
KIMBERLY CLARK CORP COM 494368103 4,156 39,455 SH   DFND 21 38,306 0 1,149
KIMBERLY CLARK CORP CALL 494368903 2,191 20,800 SH Call DFND 4 20,800 0 0
KIMBERLY CLARK CORP PUT 494368953 23,027 218,600 SH Put DFND 4 218,600 0 0
KINDER MORGAN INC DEL COM 49456B101 3,861 218,526 SH   DFND 4 163,526 0 55,000
KINDER MORGAN INC DEL COM 49456B101 7,982 451,720 SH   DFND 17 451,720 0 0
KINDER MORGAN INC DEL COM 49456B101 636 36,000 SH   DFND 24 36,000 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 405 1,167,220 SH   DFND 17 1,167,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 2,097 118,700 SH Call DFND 4 118,700 0 0
KINDER MORGAN INC DEL PUT 49456B951 11,966 677,200 SH Put DFND 4 677,200 0 0
KINDRED HEALTHCARE INC COM 494580103 7,435 826,147 SH   DFND 21 826,147 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,652 2,299,334 SH   DFND 21 2,224,848 0 74,486
KINSALE CAP GROUP INC COM 49714P108 14,458 263,551 SH   DFND 17 154,332 0 109,219
KIRBY CORP COM 497266106 3,511 42,000 SH   DFND 4 42,000 0 0
KIRBY CORP COM 497266106 69 820 SH   DFND 17 820 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 54 2,574 SH   DFND 20 2,574 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 1,004 47,455 SH   DFND 21 23,820 0 23,635
KNOLL INC COM NEW 498904200 4,543 218,290 SH   DFND 17 218,290 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,090 28,538 SH   DFND 17 28,538 0 0
KOHLS CORP COM 500255104 7,481 102,620 SH   DFND 17 21,879 0 80,741
KOHLS CORP COM 500255104 474 6,501 SH   DFND 20 6,501 0 0
KOHLS CORP COM 500255104 41,277 566,216 SH   DFND 21 331,640 0 234,576
KOPPERS HOLDINGS INC COM 50060P106 2,614 68,167 SH   DFND 17 61,087 0 7,080
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,007 70,225 SH   DFND 17 70,225 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,007 279,416 SH   DFND 21 244,138 0 35,278
KORN FERRY INTL COM NEW 500643200 32,251 520,763 SH   DFND 17 433,421 0 87,342
KORN FERRY INTL COM NEW 500643200 3,277 52,910 SH   DFND 21 16,359 0 36,551
KRAFT HEINZ CO COM 500754106 6,472 103,018 SH   DFND 4 103,018 0 0
KRAFT HEINZ CO COM 500754106 3,221 51,275 SH   DFND 17 47,815 0 3,460
KRAFT HEINZ CO COM 500754106 17,837 283,941 SH   DFND 21 283,941 0 0
KRAFT HEINZ CO CALL 500754906 2,456 39,100 SH Call DFND 4 39,100 0 0
KRAFT HEINZ CO PUT 500754956 18,168 289,200 SH Put DFND 4 289,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 7,187 624,372 SH   DFND 17 422,755 0 201,617
KROGER CO COM 501044101 45,236 1,590,000 SH   DFND 4 1,590,000 0 0
KROGER CO COM 501044101 77,637 2,728,906 SH   DFND 17 2,728,906 0 0
KROGER CO COM 501044101 20,889 734,231 SH   DFND 21 222,808 0 511,423
KROGER CO CALL 501044901 1,465 51,500 SH Call DFND 4 51,500 0 0
KROGER CO PUT 501044951 9,568 336,300 SH Put DFND 4 336,300 0 0
KRONOS WORLDWIDE INC COM 50105F105 3,941 174,905 SH   DFND 21 167,422 0 7,483
L BRANDS INC COM 501797104 1,561 42,334 SH   DFND 17 42,334 0 0
LHC GROUP INC COM 50187A107 673 7,867 SH   DFND 17 7,867 0 0
LHC GROUP INC COM 50187A107 166 1,935 SH   DFND 20 1,935 0 0
LHC GROUP INC COM 50187A107 3,421 39,971 SH   DFND 21 32,387 0 7,584
LGI HOMES INC COM 50187T106 6,096 105,599 SH   DFND 17 88,060 0 17,539
LKQ CORP COM 501889208 8,062 252,731 SH   DFND 17 208,231 0 44,500
LPL FINL HLDGS INC COM 50212V100 14,208 216,788 SH   DFND 17 134,411 0 82,377
LPL FINL HLDGS INC COM 50212V100 157 2,397 SH   DFND 20 2,397 0 0
LPL FINL HLDGS INC COM 50212V100 2,665 40,668 SH   DFND 21 12,112 0 28,556
L3 TECHNOLOGIES INC COM 502413107 12,894 67,046 SH   DFND 17 56,186 0 10,860
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,398 82,212 SH   DFND 17 79,228 0 2,984
LA Z BOY INC COM 505336107 24,088 787,200 SH   DFND 17 787,200 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,204 45,697 SH   DFND 4 45,697 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 88,664 493,867 SH   DFND 17 492,570 0 1,297
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,117 6,222 SH   DFND 20 6,222 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 54,777 305,115 SH   DFND 21 270,872 0 34,243
LADDER CAP CORP CL A 505743104 236 15,118 SH   DFND 17 15,118 0 0
LADDER CAP CORP CL A 505743104 3,189 204,160 SH   DFND 21 0 0 204,160
LAM RESEARCH CORP COM 512807108 6,499 37,598 SH   DFND 4 37,598 0 0
LAM RESEARCH CORP COM 512807108 242,840 1,404,917 SH   DFND 17 1,265,409 0 139,508
LAM RESEARCH CORP COM 512807108 690 3,992 SH   DFND 20 3,992 0 0
LAM RESEARCH CORP COM 512807108 144,270 834,652 SH   DFND 21 571,399 0 263,253
LAM RESEARCH CORP CALL 512807908 2,143 12,400 SH Call DFND 4 12,400 0 0
LAM RESEARCH CORP PUT 512807958 16,421 95,000 SH Put DFND 4 95,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 12,962 189,749 SH   DFND 17 189,749 0 0
LAMB WESTON HLDGS INC COM 513272104 23,778 347,067 SH   DFND 17 141,804 0 205,263
LAMB WESTON HLDGS INC COM 513272104 678 9,895 SH   DFND 20 9,895 0 0
LAMB WESTON HLDGS INC COM 513272104 6,977 101,842 SH   DFND 21 94,323 0 7,519
LANTHEUS HLDGS INC COM 516544103 332 22,835 SH   DFND 17 5,060 0 17,775
LAS VEGAS SANDS CORP COM 517834107 11,048 144,687 SH   DFND 4 144,687 0 0
LAS VEGAS SANDS CORP COM 517834107 6,352 83,186 SH   DFND 17 83,186 0 0
LAS VEGAS SANDS CORP COM 517834107 459 6,006 SH   DFND 20 6,006 0 0
LAS VEGAS SANDS CORP COM 517834107 17,911 234,558 SH   DFND 21 188,313 0 46,245
LAUDER ESTEE COS INC CL A 518439104 68,108 477,314 SH   DFND 17 411,413 0 65,901
LAUDER ESTEE COS INC CL A 518439104 14,430 101,126 SH   DFND 20 10,500 0 90,626
LAUDER ESTEE COS INC CL A 518439104 195,862 1,372,638 SH   DFND 21 1,048,956 0 323,682
LAUDER ESTEE COS INC CL A 518439104 1,042 7,300 SH   DFND 24 7,300 0 0
LAUDER ESTEE COS INC CL A 518439104 5,455 38,229 SH   DFND 25 38,229 0 0
LAUDER ESTEE COS INC CALL 518439904 1,769 12,400 SH Call DFND 4 12,400 0 0
LAUDER ESTEE COS INC PUT 518439954 14,483 101,500 SH Put DFND 4 101,500 0 0
LEAR CORP COM NEW 521865204 49,767 267,837 SH   DFND 17 212,893 0 54,944
LEAR CORP COM NEW 521865204 1,028 5,531 SH   DFND 20 5,531 0 0
LEAR CORP COM NEW 521865204 97,410 524,246 SH   DFND 21 376,533 0 147,713
LEGACY RESVS LP UNIT LP INT 524707304 347 50,320 SH   DFND 17 0 0 50,320
LEGG MASON INC COM 524901105 220 6,348 SH   DFND 17 6,348 0 0
LEGG MASON INC COM 524901105 2,102 60,536 SH   DFND 21 28,045 0 32,491
LEIDOS HLDGS INC COM 525327102 2,778 47,085 SH   DFND 17 31,728 0 15,357
LEIDOS HLDGS INC COM 525327102 17,948 304,209 SH   DFND 21 197,896 0 106,313
LEMAITRE VASCULAR INC COM 525558201 7,072 211,235 SH   DFND 17 184,890 0 26,345
LEMAITRE VASCULAR INC COM 525558201 135 4,044 SH   DFND 20 4,044 0 0
LEMAITRE VASCULAR INC COM 525558201 1,721 51,410 SH   DFND 21 51,410 0 0
LENDINGCLUB CORP COM 52603A109 200 52,805 SH   DFND 17 0 0 52,805
LENDINGTREE INC NEW COM 52603B107 80,821 378,020 SH   DFND 17 378,020 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 53,577 44,405,000 PRN   DFND 17 42,540,000 0 1,865,000
LENNAR CORP CL A 526057104 866 16,492 SH   DFND 17 16,492 0 0
LENNAR CORP CL A 526057104 3,610 68,758 SH   DFND 21 64,489 0 4,269
LENNAR CORP CL B 526057302 1,330 31,150 SH   DFND 17 31,150 0 0
LENNAR CORP CL B 526057302 246 5,751 SH   DFND 20 5,751 0 0
LENNAR CORP CL B 526057302 724 16,955 SH   DFND 21 16,955 0 0
LENNOX INTL INC COM 526107107 1,300 6,497 SH   DFND 21 6,497 0 0
LEXINGTON REALTY TRUST COM 529043101 128 14,637 SH   DFND 17 14,637 0 0
LIBERTY PPTY TR SH BEN INT 531172104 417 9,397 SH   DFND 17 9,397 0 0
LIBERTY PPTY TR SH BEN INT 531172104 450 10,150 SH   DFND 21 1,279 0 8,871
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 689 26,785 SH   DFND 17 26,785 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 88,544 70,785,000 PRN   DFND 17 70,785,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 10,803 20,479,442 PRN   DFND 17 20,479,442 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 74,484 63,400,000 PRN   DFND 17 60,450,000 0 2,950,000
LIFEPOINT HEALTH INC COM 53219L109 1,552 31,795 SH   DFND 17 31,795 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,217 15,527 SH   DFND 17 9,024 0 6,503
LIFE STORAGE INC COM 53223X107 2,530 25,999 SH   DFND 21 25,999 0 0
LILLY ELI & CO COM 532457108 67,633 792,608 SH   DFND 17 778,860 0 13,748
LILLY ELI & CO COM 532457108 1,025 12,010 SH   DFND 20 12,010 0 0
LILLY ELI & CO COM 532457108 84,605 991,500 SH   DFND 21 590,310 0 401,190
LILLY ELI & CO CALL 532457908 3,618 42,400 SH Call DFND 4 42,400 0 0
LILLY ELI & CO PUT 532457958 40,523 474,900 SH Put DFND 4 474,900 0 0
LINCOLN NATL CORP IND COM 534187109 35,735 574,049 SH   DFND 17 507,968 0 66,081
LINCOLN NATL CORP IND COM 534187109 1,371 22,018 SH   DFND 20 22,018 0 0
LINCOLN NATL CORP IND COM 534187109 22,959 368,813 SH   DFND 21 298,880 0 69,933
LIQUIDITY SERVICES INC COM 53635B107 104 15,855 SH   DFND 17 0 0 15,855
LITTELFUSE INC COM 537008104 46,799 205,097 SH   DFND 21 205,097 0 0
LITTELFUSE INC COM 537008104 3,879 17,000 SH   DFND 24 17,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 26,205 539,521 SH   DFND 17 366,166 0 173,355
LIVE NATION ENTERTAINMENT IN COM 538034109 306 6,307 SH   DFND 21 0 0 6,307
LIVEPERSON INC COM 538146101 6,088 288,550 SH   DFND 17 257,220 0 31,330
LOCKHEED MARTIN CORP COM 539830109 8,826 29,876 SH   DFND 4 29,876 0 0
LOCKHEED MARTIN CORP COM 539830109 70,029 237,042 SH   DFND 17 236,627 0 415
LOCKHEED MARTIN CORP COM 539830109 13,028 44,100 SH   DFND 20 44,100 0 0
LOCKHEED MARTIN CORP CALL 539830909 4,579 15,500 SH Call DFND 4 15,500 0 0
LOCKHEED MARTIN CORP PUT 539830959 46,973 159,000 SH Put DFND 4 159,000 0 0
LOEWS CORP COM 540424108 3,821 79,140 SH   DFND 17 79,140 0 0
LOEWS CORP COM 540424108 12,222 253,157 SH   DFND 21 218,693 0 34,464
LOGMEIN INC COM 54142L109 4,395 42,568 SH   DFND 17 24,869 0 17,699
LOGMEIN INC COM 54142L109 23 227 SH   DFND 21 227 0 0
LOUISIANA PAC CORP COM 546347105 953 35,021 SH   DFND 17 35,021 0 0
LOUISIANA PAC CORP COM 546347105 230 8,432 SH   DFND 21 0 0 8,432
LOWES COS INC COM 548661107 5,121 53,580 SH   DFND 4 53,580 0 0
LOWES COS INC COM 548661107 7,457 78,025 SH   DFND 17 78,025 0 0
LOWES COS INC COM 548661107 477 4,994 SH   DFND 21 3,547 0 1,447
LOWES COS INC CALL 548661907 4,348 45,500 SH Call DFND 4 45,500 0 0
LOWES COS INC PUT 548661957 55,259 578,200 SH Put DFND 4 578,200 0 0
LOXO ONCOLOGY INC COM 548862101 612 3,525 SH   DFND 17 3,525 0 0
LULULEMON ATHLETICA INC COM 550021109 418 3,345 SH   DFND 17 3,345 0 0
LULULEMON ATHLETICA INC COM 550021109 15,356 122,992 SH   DFND 21 92,039 0 30,953
LUMENTUM HLDGS INC COM 55024U109 833 14,386 SH   DFND 17 14,386 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 77,123 66,800,000 PRN   DFND 17 63,785,000 0 3,015,000
LUMINEX CORP DEL COM 55027E102 312 10,552 SH   DFND 17 10,552 0 0
LUMINEX CORP DEL COM 55027E102 933 31,588 SH   DFND 21 31,588 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,022 44,060 SH   DFND 17 44,060 0 0
LYON WILLIAM HOMES CL A NEW 552074700 318 13,705 SH   DFND 21 13,705 0 0
M & T BK CORP COM 55261F104 3,957 23,254 SH   DFND 4 23,254 0 0
M & T BK CORP COM 55261F104 432 2,537 SH   DFND 17 2,537 0 0
M & T BK CORP COM 55261F104 271 1,591 SH   DFND 21 1,591 0 0
M & T BK CORP CALL 55261F904 2,722 16,000 SH Call DFND 4 16,000 0 0
M & T BK CORP PUT 55261F954 17,798 104,600 SH Put DFND 4 104,600 0 0
M D C HLDGS INC COM 552676108 28,951 940,872 SH   DFND 17 940,872 0 0
M D C HLDGS INC COM 552676108 1,755 57,048 SH   DFND 21 51,984 0 5,064
MDU RES GROUP INC COM 552690109 4,978 173,577 SH   DFND 17 100,379 0 73,198
MFA FINL INC COM 55272X102 1,436 189,382 SH   DFND 17 189,382 0 0
MFA FINL INC COM 55272X102 5,361 707,233 SH   DFND 21 530,967 0 176,266
MCBC HLDGS INC COM 55276F107 9,031 311,948 SH   DFND 17 233,019 0 78,929
MCBC HLDGS INC COM 55276F107 227 7,854 SH   DFND 20 7,854 0 0
MCBC HLDGS INC COM 55276F107 2,511 86,738 SH   DFND 21 81,136 0 5,602
MGIC INVT CORP WIS COM 552848103 1,063 99,147 SH   DFND 21 0 0 99,147
MGM RESORTS INTERNATIONAL COM 552953101 19,887 685,063 SH   DFND 17 650,808 0 34,255
MGP INGREDIENTS INC NEW COM 55303J106 11,599 130,606 SH   DFND 17 130,606 0 0
MGP INGREDIENTS INC NEW COM 55303J106 4,890 55,066 SH   DFND 24 55,066 0 0
M/I HOMES INC COM 55305B101 2,226 84,062 SH   DFND 17 84,062 0 0
MKS INSTRUMENT INC COM 55306N104 39,160 409,195 SH   DFND 17 384,153 0 25,042
MKS INSTRUMENT INC COM 55306N104 548 5,728 SH   DFND 20 5,728 0 0
MKS INSTRUMENT INC COM 55306N104 39,518 412,941 SH   DFND 21 280,922 0 132,019
MSA SAFETY INC COM 553498106 2,822 29,290 SH   DFND 17 23,140 0 6,150
MSA SAFETY INC COM 553498106 126 1,310 SH   DFND 21 1,310 0 0
MSCI INC COM 55354G100 55,568 335,899 SH   DFND 17 308,334 0 27,565
MSCI INC COM 55354G100 234 1,416 SH   DFND 20 1,416 0 0
MSCI INC COM 55354G100 8,369 50,592 SH   DFND 21 20,309 0 30,283
MSG NETWORK INC CL A 553573106 792 33,075 SH   DFND 17 0 0 33,075
MTGE INVT CORP COM 55378A105 4,212 214,873 SH   DFND 17 64,339 0 150,534
MTGE INVT CORP COM 55378A105 2,508 127,953 SH   DFND 21 127,953 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 18,157 18,320,000 PRN   DFND 17 18,320,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 62,768 70,625,000 PRN   DFND 17 70,625,000 0 0
MACROGENICS INC COM 556099109 1,976 95,687 SH   DFND 17 92,553 0 3,134
MACYS INC COM 55616P104 41,953 1,120,845 SH   DFND 17 1,106,851 0 13,994
MACYS INC COM 55616P104 22,232 593,964 SH   DFND 21 343,006 0 250,958
MADISON SQUARE GARDEN CO NEW CL A 55825T103 290 935 SH   DFND 17 935 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,112 42,852 SH   DFND 17 13,191 0 29,661
MAGELLAN HEALTH INC COM NEW 559079207 4,658 48,542 SH   DFND 21 45,968 0 2,574
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 23,576 341,280 SH   DFND 17 341,280 0 0
MAGNA INTL INC COM 559222401 40,880 703,321 SH   DFND 17 696,960 0 6,361
MAGNA INTL INC COM 559222401 729 12,549 SH   DFND 20 12,549 0 0
MAGNA INTL INC COM 559222401 70,227 1,208,216 SH   DFND 21 801,012 0 407,204
MALIBU BOATS INC COM CL A 56117J100 4,107 97,925 SH   DFND 17 36,735 0 61,190
MANITEX INTL INC COM 563420108 1,455 116,571 SH   DFND 17 103,924 0 12,647
MANPOWERGROUP INC COM 56418H100 12,733 147,960 SH   DFND 17 147,960 0 0
MANPOWERGROUP INC COM 56418H100 614 7,135 SH   DFND 20 7,135 0 0
MANPOWERGROUP INC COM 56418H100 13,185 153,208 SH   DFND 21 101,703 0 51,505
MANTECH INTL CORP CL A 564563104 7,530 140,372 SH   DFND 17 81,180 0 59,192
MANTECH INTL CORP CL A 564563104 15,425 287,565 SH   DFND 21 159,825 0 127,740
MANULIFE FINL CORP COM 56501R106 20,374 1,134,643 SH   DFND 17 1,115,236 0 19,407
MANULIFE FINL CORP COM 56501R106 1,365 76,041 SH   DFND 20 76,041 0 0
MANULIFE FINL CORP COM 56501R106 48,559 2,704,326 SH   DFND 21 2,163,677 0 540,649
MARATHON OIL CORP COM 565849106 34,419 1,650,000 SH   DFND 4 1,650,000 0 0
MARATHON OIL CORP COM 565849106 32,644 1,564,893 SH   DFND 17 1,503,538 0 61,355
MARATHON OIL CORP COM 565849106 3,888 186,404 SH   DFND 21 43,140 0 143,264
MARATHON PETE CORP COM 56585A102 147 2,102 SH   DFND 4 2,102 0 0
MARATHON PETE CORP COM 56585A102 42,615 607,394 SH   DFND 17 440,838 0 166,556
MARATHON PETE CORP COM 56585A102 963 13,727 SH   DFND 20 13,727 0 0
MARATHON PETE CORP COM 56585A102 78,353 1,116,774 SH   DFND 21 926,882 0 189,892
MARATHON PETE CORP COM 56585A102 660 9,400 SH   DFND 24 9,400 0 0
MARATHON PETE CORP CALL 56585A902 1,803 25,700 SH Call DFND 4 25,700 0 0
MARATHON PETE CORP PUT 56585A952 15,428 219,900 SH Put DFND 4 219,900 0 0
MARCUS & MILLICHAP INC COM 566324109 1,636 41,930 SH   DFND 17 19,700 0 22,230
MARCUS CORP COM 566330106 14 420 SH   DFND 17 420 0 0
MARCUS CORP COM 566330106 250 7,702 SH   DFND 21 7,702 0 0
MARKETAXESS HLDGS INC COM 57060D108 6,663 33,675 SH   DFND 17 27,270 0 6,405
MARKETAXESS HLDGS INC COM 57060D108 39,850 201,405 SH   DFND 21 201,405 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2,340 20,715 SH   DFND 17 13,615 0 7,100
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2,338 20,694 SH   DFND 21 5,295 0 15,399
MARSH & MCLENNAN COS INC COM 571748102 441 5,379 SH   DFND 4 5,379 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,024 12,487 SH   DFND 17 12,487 0 0
MARSH & MCLENNAN COS INC CALL 571748902 4,041 49,300 SH Call DFND 4 49,300 0 0
MARSH & MCLENNAN COS INC PUT 571748952 23,099 281,800 SH Put DFND 4 281,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 16,345 129,105 SH   DFND 4 129,105 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,824 61,799 SH   DFND 17 61,799 0 0
MARRIOTT INTL INC NEW CL A 571903202 49,983 394,811 SH   DFND 21 322,144 0 72,667
MARRIOTT INTL INC NEW CALL 571903902 3,583 28,300 SH Call DFND 4 28,300 0 0
MARRIOTT INTL INC NEW PUT 571903952 21,104 166,700 SH Put DFND 4 166,700 0 0
MARTEN TRANS LTD COM 573075108 1,655 70,581 SH   DFND 21 0 0 70,581
MARTIN MARIETTA MATLS INC COM 573284106 235 1,052 SH   DFND 17 1,052 0 0
MASCO CORP COM 574599106 6,282 167,884 SH   DFND 17 167,884 0 0
MASIMO CORP COM 574795100 3,539 36,242 SH   DFND 17 24,957 0 11,285
MASIMO CORP COM 574795100 95 971 SH   DFND 20 971 0 0
MASIMO CORP COM 574795100 13,181 134,980 SH   DFND 21 109,863 0 25,117
MASTERCARD INCORPORATED CL A 57636Q104 116,662 593,638 SH   DFND 17 455,297 0 138,341
MASTERCARD INCORPORATED CL A 57636Q104 160,211 815,242 SH   DFND 21 541,977 0 273,265
MASTERCARD INCORPORATED CALL 57636Q904 11,772 59,900 SH Call DFND 4 59,900 0 0
MASTERCARD INCORPORATED PUT 57636Q954 101,935 518,700 SH Put DFND 4 518,700 0 0
MATCH GROUP INC COM 57665R106 288 7,423 SH   DFND 21 0 0 7,423
MATSON INC COM 57686G105 1,942 50,600 SH   DFND 21 5,905 0 44,695
MAXIM INTEGRATED PRODS INC COM 57772K101 14,561 248,231 SH   DFND 17 79,477 0 168,754
MAXIM INTEGRATED PRODS INC COM 57772K101 10,907 185,939 SH   DFND 21 177,715 0 8,224
MCCORMICK & CO INC COM NON VTG 579780206 236 2,037 SH   DFND 17 2,037 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,463 38,442 SH   DFND 21 0 0 38,442
MCDONALDS CORP COM 580135101 8,324 53,125 SH   DFND 4 53,125 0 0
MCDONALDS CORP COM 580135101 247,372 1,578,737 SH   DFND 17 1,412,644 0 166,093
MCDONALDS CORP COM 580135101 15,302 97,660 SH   DFND 20 97,660 0 0
MCDONALDS CORP COM 580135101 93,202 594,819 SH   DFND 21 543,384 0 51,435
MCDONALDS CORP COM 580135101 108 692 SH   DFND 24 692 0 0
MCDONALDS CORP CALL 580135901 13,460 85,900 SH Call DFND 4 85,900 0 0
MCDONALDS CORP PUT 580135951 63,992 408,400 SH Put DFND 4 408,400 0 0
MCGRATH RENTCORP COM 580589109 944 14,916 SH   DFND 17 14,916 0 0
MCGRATH RENTCORP COM 580589109 10,131 160,127 SH   DFND 21 81,309 0 78,818
MCKESSON CORP COM 58155Q103 2,993 22,440 SH   DFND 4 22,440 0 0
MCKESSON CORP COM 58155Q103 110,369 827,356 SH   DFND 17 811,738 0 15,618
MCKESSON CORP COM 58155Q103 428 3,212 SH   DFND 20 3,212 0 0
MCKESSON CORP COM 58155Q103 51,249 384,179 SH   DFND 21 325,924 0 58,255
MCKESSON CORP CALL 58155Q903 1,481 11,100 SH Call DFND 4 11,100 0 0
MCKESSON CORP PUT 58155Q953 18,716 140,300 SH Put DFND 4 140,300 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 215 19,515 SH   DFND 17 19,515 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 115 8,192 SH   DFND 17 8,192 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 6,391 455,214 SH   DFND 21 27,530 0 427,684
MEDICINES CO COM 584688105 2,628 71,595 SH   DFND 17 71,595 0 0
MEDICINES CO COM 584688105 1,255 34,200 SH   DFND 24 34,200 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 10,499 8,620,000 PRN   DFND 17 8,620,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 11,219 11,200,000 PRN   DFND 17 11,200,000 0 0
MEDIFAST INC COM 58470H101 7,724 48,224 SH   DFND 17 46,802 0 1,422
MEDIFAST INC COM 58470H101 6,113 38,171 SH   DFND 21 38,171 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,726 21,431 SH   DFND 17 21,431 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 186 2,311 SH   DFND 21 2,311 0 0
MEDNAX INC COM 58502B106 6,359 146,919 SH   DFND 21 138,122 0 8,797
MEDPACE HLDGS INC COM 58506Q109 3,578 83,210 SH   DFND 17 56,715 0 26,495
MEET GROUP INC COM 58513U101 134 29,808 SH   DFND 17 29,808 0 0
MEET GROUP INC COM 58513U101 2,232 498,216 SH   DFND 21 419,420 0 78,796
MELCO RESORT ENTERTAINMENT L ADR 585464100 30,119 1,075,692 SH   DFND 17 956,592 0 119,100
MELCO RESORT ENTERTAINMENT L ADR 585464100 3,932 140,417 SH   DFND 21 10,707 0 129,710
MELCO RESORT ENTERTAINMENT L ADR 585464100 748 26,700 SH   DFND 24 26,700 0 0
MERCADOLIBRE INC COM 58733R102 501 1,675 SH   DFND 21 1,675 0 0
MERCER INTL INC COM 588056101 2,408 137,608 SH   DFND 17 134,800 0 2,808
MERCER INTL INC COM 588056101 120 6,885 SH   DFND 20 6,885 0 0
MERCER INTL INC COM 588056101 6,085 347,716 SH   DFND 21 243,624 0 104,092
MERCHANTS BANCORP IND COM 58844R108 320 11,209 SH   DFND 17 11,209 0 0
MERCHANTS BANCORP IND COM 58844R108 1,612 56,515 SH   DFND 21 52,481 0 4,034
MERCK & CO INC COM 58933Y105 51,043 840,899 SH   DFND 17 816,041 0 24,858
MERCK & CO INC COM 58933Y105 2,211 36,432 SH   DFND 20 36,432 0 0
MERCK & CO INC COM 58933Y105 137,227 2,260,749 SH   DFND 21 1,817,322 0 443,427
MERCK & CO INC CALL 58933Y905 15,236 251,000 SH Call DFND 4 251,000 0 0
MERCK & CO INC PUT 58933Y955 58,199 958,800 SH Put DFND 4 958,800 0 0
MEREDITH CORP COM 589433101 23,424 459,292 SH   DFND 17 459,292 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,081 160,882 SH   DFND 17 160,882 0 0
MERIT MED SYS INC COM 589889104 15,599 304,671 SH   DFND 17 194,486 0 110,185
MERIT MED SYS INC COM 589889104 125 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 2,669 52,121 SH   DFND 21 49,043 0 3,078
MERITAGE HOMES CORP COM 59001A102 346 7,882 SH   DFND 17 7,882 0 0
MERITAGE HOMES CORP COM 59001A102 2,030 46,199 SH   DFND 21 42,967 0 3,232
MERSANA THERAPEUTICS INC COM 59045L106 1,172 65,625 SH   DFND 20 65,625 0 0
MESA LABS INC COM 59064R109 4,421 20,944 SH   DFND 17 20,255 0 689
METHANEX CORP COM 59151K108 27,763 392,867 SH   DFND 17 392,867 0 0
METHANEX CORP COM 59151K108 3,293 46,600 SH   DFND 21 42,845 0 3,755
METHODE ELECTRS INC COM 591520200 27,400 679,912 SH   DFND 17 679,912 0 0
METLIFE INC COM 59156R108 1,251 28,702 SH   DFND 4 28,702 0 0
METLIFE INC COM 59156R108 72,824 1,670,274 SH   DFND 17 1,670,274 0 0
METLIFE INC COM 59156R108 3,004 68,901 SH   DFND 21 6,724 0 62,177
METLIFE INC CALL 59156R908 3,488 80,000 SH Call DFND 4 80,000 0 0
METLIFE INC PUT 59156R958 23,980 550,000 SH Put DFND 4 550,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 715 1,236 SH   DFND 17 1,236 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,309 2,263 SH   DFND 20 2,263 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,466 7,718 SH   DFND 21 7,718 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 143 8,300 SH   DFND 17 8,300 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 16 919 SH   DFND 20 919 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 883 51,121 SH   DFND 21 27,665 0 23,456
MICROSOFT CORP COM 594918104 16,963 172,017 SH   DFND 4 172,017 0 0
MICROSOFT CORP COM 594918104 940,376 9,536,315 SH   DFND 17 8,321,946 0 1,214,369
MICROSOFT CORP COM 594918104 41,512 420,971 SH   DFND 20 171,737 0 249,234
MICROSOFT CORP COM 594918104 839,113 8,509,406 SH   DFND 21 6,583,199 0 1,926,207
MICROSOFT CORP COM 594918104 9,593 97,287 SH   DFND 25 97,287 0 0
MICROSOFT CORP CALL 594918904 96,756 981,200 SH Call DFND 4 981,200 0 0
MICROSOFT CORP PUT 594918954 414,300 4,201,400 SH Put DFND 4 4,201,400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 92 1,013 SH   DFND 4 1,013 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 215,243 2,366,611 SH   DFND 17 2,021,266 0 345,345
MICROCHIP TECHNOLOGY INC COM 595017104 12,678 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 49,520 544,480 SH   DFND 21 512,532 0 31,948
MICROCHIP TECHNOLOGY INC COM 595017104 4,658 51,216 SH   DFND 25 51,216 0 0
MICROCHIP TECHNOLOGY INC CALL 595017904 1,201 13,200 SH Call DFND 4 13,200 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 8,704 95,700 SH Put DFND 4 95,700 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 216,408 185,360,000 PRN   DFND 17 171,085,000 0 14,275,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 91,733 77,330,000 PRN   DFND 17 77,330,000 0 0
MICRON TECHNOLOGY INC COM 595112103 111 2,111 SH   DFND 4 2,111 0 0
MICRON TECHNOLOGY INC COM 595112103 581,702 11,092,710 SH   DFND 17 10,127,435 0 965,275
MICRON TECHNOLOGY INC COM 595112103 28,509 543,658 SH   DFND 20 543,658 0 0
MICRON TECHNOLOGY INC COM 595112103 119,238 2,273,794 SH   DFND 21 1,747,184 0 526,610
MICRON TECHNOLOGY INC CALL 595112903 4,379 83,500 SH Call DFND 4 83,500 0 0
MICRON TECHNOLOGY INC CALL 595112903 18,469 352,200 SH Call DFND 17 352,200 0 0
MICRON TECHNOLOGY INC PUT 595112953 41,150 784,700 SH Put DFND 4 784,700 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 8,980 1,875,000 PRN   DFND 17 1,875,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 204,400 112,586,000 PRN   DFND 17 107,181,000 0 5,405,000
MID AMER APT CMNTYS INC COM 59522J103 21,893 217,470 SH   DFND 4 217,470 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,852 137,603 SH   DFND 17 137,603 0 0
MIDDLESEX WATER CO COM 596680108 448 10,630 SH   DFND 17 0 0 10,630
MIDLAND STS BANCORP INC ILL COM 597742105 78 2,271 SH   DFND 20 2,271 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 234 6,834 SH   DFND 21 6,834 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 47 3,490 SH   DFND 17 3,490 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 421 30,947 SH   DFND 21 0 0 30,947
MILLER HERMAN INC COM 600544100 4,989 147,165 SH   DFND 17 69,471 0 77,694
MILLER HERMAN INC COM 600544100 2,191 64,619 SH   DFND 21 42,755 0 21,864
MIMEDX GROUP INC COM 602496101 565 88,371 SH   DFND 21 88,371 0 0
MINDBODY INC COM CL A 60255W105 5,687 147,325 SH   DFND 17 55,265 0 92,060
MITEL NETWORKS CORP COM 60671Q104 13,985 1,274,847 SH   DFND 21 1,257,407 0 17,440
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21,334 2,416,134 SH   DFND 17 2,134,134 0 282,000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 742 84,045 SH   DFND 21 84,045 0 0
MOBILE MINI INC COM 60740F105 2,277 48,549 SH   DFND 21 48,549 0 0
MODEL N INC COM 607525102 6,687 359,536 SH   DFND 17 306,037 0 53,499
MODINE MFG CO COM 607828100 4,218 231,104 SH   DFND 17 231,104 0 0
MOELIS & CO CL A 60786M105 825 14,062 SH   DFND 17 14,062 0 0
MOELIS & CO CL A 60786M105 5,388 91,875 SH   DFND 21 64,237 0 27,638
MOHAWK INDS INC COM 608190104 2,151 10,040 SH   DFND 17 2,430 0 7,610
MOHAWK INDS INC COM 608190104 287 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 924 4,311 SH   DFND 21 4,311 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 19,896 8,215,000 PRN   DFND 17 6,225,000 0 1,990,000
MOLSON COORS BREWING CO CL B 60871R209 963 14,149 SH   DFND 17 14,149 0 0
MOLSON COORS BREWING CO CL B 60871R209 275 4,036 SH   DFND 20 4,036 0 0
MOLSON COORS BREWING CO CL B 60871R209 11,888 174,724 SH   DFND 21 31,465 0 143,259
MOMO INC ADR 60879B107 520 11,959 SH   DFND 21 11,959 0 0
MONDELEZ INTL INC CL A 609207105 3,392 82,740 SH   DFND 4 82,740 0 0
MONDELEZ INTL INC CL A 609207105 122,604 2,990,332 SH   DFND 17 2,721,181 0 269,151
MONDELEZ INTL INC CL A 609207105 1,577 38,463 SH   DFND 20 38,463 0 0
MONDELEZ INTL INC CL A 609207105 44,289 1,080,228 SH   DFND 21 889,311 0 190,917
MONDELEZ INTL INC CALL 609207905 4,211 102,700 SH Call DFND 4 102,700 0 0
MONDELEZ INTL INC PUT 609207955 34,260 835,600 SH Put DFND 4 835,600 0 0
MONGODB INC CL A 60937P106 33,520 675,405 SH   DFND 17 502,430 0 172,975
MONMOUTH REAL ESTATE INVT CO CL A 609720107 31,291 1,892,991 SH   DFND 17 1,856,636 0 36,355
MONMOUTH REAL ESTATE INVT CO CL A 609720107 800 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 15,130 113,192 SH   DFND 17 77,179 0 36,013
MONOLITHIC PWR SYS INC COM 609839105 303 2,269 SH   DFND 20 2,269 0 0
MONOLITHIC PWR SYS INC COM 609839105 836 6,255 SH   DFND 21 6,255 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,719 30,008 SH   DFND 4 30,008 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 35,933 627,109 SH   DFND 17 487,703 0 139,406
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,845 32,200 SH Call DFND 4 32,200 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 13,987 244,100 SH Put DFND 4 244,100 0 0
MOODYS CORP COM 615369105 821 4,812 SH   DFND 17 4,812 0 0
MOODYS CORP COM 615369105 11,304 66,276 SH   DFND 21 66,276 0 0
MOODYS CORP CALL 615369905 1,467 8,600 SH Call DFND 4 8,600 0 0
MOODYS CORP PUT 615369955 17,892 104,900 SH Put DFND 4 104,900 0 0
MORGAN STANLEY COM NEW 617446448 46,254 975,823 SH   DFND 4 975,823 0 0
MORGAN STANLEY COM NEW 617446448 107,342 2,264,597 SH   DFND 17 2,113,712 0 150,885
MORGAN STANLEY COM NEW 617446448 317 6,694 SH   DFND 20 6,694 0 0
MORGAN STANLEY COM NEW 617446448 68,483 1,444,785 SH   DFND 21 1,236,188 0 208,597
MORGAN STANLEY CALL 617446908 4,503 95,000 SH Call DFND 4 95,000 0 0
MORGAN STANLEY PUT 617446958 38,811 818,800 SH Put DFND 4 818,800 0 0
MOSAIC CO NEW COM 61945C103 8,744 311,726 SH   DFND 17 311,726 0 0
MOSAIC CO NEW COM 61945C103 181 6,456 SH   DFND 21 6,456 0 0
MOSAIC CO NEW COM 61945C103 6,395 228,000 SH   DFND 24 228,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 41,614 357,602 SH   DFND 17 307,642 0 49,960
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,315 45,671 SH   DFND 21 34,442 0 11,229
MOVADO GROUP INC COM 624580106 3,017 62,465 SH   DFND 17 56,505 0 5,960
MUELLER WTR PRODS INC COM SER A 624758108 18,785 1,602,839 SH   DFND 17 1,602,839 0 0
MUELLER WTR PRODS INC COM SER A 624758108 19,170 1,635,628 SH   DFND 21 1,635,628 0 0
MURPHY OIL CORP COM 626717102 390 11,552 SH   DFND 21 11,552 0 0
MYRIAD GENETICS INC COM 62855J104 2,811 75,208 SH   DFND 17 75,208 0 0
MYRIAD GENETICS INC COM 62855J104 18,594 497,563 SH   DFND 21 438,618 0 58,945
NCR CORP NEW COM 62886E108 1,602 53,427 SH   DFND 21 14,326 0 39,101
NRG ENERGY INC COM NEW 629377508 356 11,593 SH   DFND 17 11,593 0 0
NRG ENERGY INC COM NEW 629377508 1,174 38,233 SH   DFND 21 25,437 0 12,796
NRG YIELD INC CL A NEW 62942X306 468 27,443 SH   DFND 21 27,443 0 0
NVR INC COM 62944T105 10,545 3,550 SH   DFND 17 840 0 2,710
NVR INC COM 62944T105 11,412 3,842 SH   DFND 21 3,480 0 362
NV5 GLOBAL INC COM 62945V109 7,307 105,447 SH   DFND 17 100,982 0 4,465
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 66,236 83,710,000 PRN   DFND 17 83,710,000 0 0
NASDAQ INC COM 631103108 661 7,242 SH   DFND 17 7,242 0 0
NASDAQ INC COM 631103108 618 6,774 SH   DFND 21 0 0 6,774
NATIONAL BK HLDGS CORP CL A 633707104 1,965 50,925 SH   DFND 17 46,080 0 4,845
NATIONAL BEVERAGE CORP COM 635017106 570 5,328 SH   DFND 17 5,328 0 0
NATIONAL BEVERAGE CORP COM 635017106 276 2,582 SH   DFND 20 2,582 0 0
NATIONAL BEVERAGE CORP COM 635017106 940 8,797 SH   DFND 21 7,558 0 1,239
NATIONAL COMM CORP COM 63546L102 3,340 72,135 SH   DFND 17 69,736 0 2,399
NATIONAL FUEL GAS CO N J COM 636180101 28,399 536,243 SH   DFND 17 536,243 0 0
NATIONAL HEALTH INVS INC COM 63633D104 43,234 586,777 SH   DFND 17 586,777 0 0
NATIONAL INSTRS CORP COM 636518102 1,099 26,191 SH   DFND 17 15,351 0 10,840
NATIONAL INSTRS CORP COM 636518102 127 3,027 SH   DFND 20 3,027 0 0
NATIONAL INSTRS CORP COM 636518102 18,341 436,891 SH   DFND 21 382,840 0 54,051
NATIONAL OILWELL VARCO INC COM 637071101 33,241 765,933 SH   DFND 17 765,933 0 0
NATIONAL OILWELL VARCO INC COM 637071101 26 609 SH   DFND 21 609 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 318 1,035 SH   DFND 21 562 0 473
NATIONSTAR MTG HLDGS INC COM 63861C109 1,197 68,300 SH   DFND 4 68,300 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 41,526 40,170,000 PRN   DFND 17 34,585,000 0 5,585,000
NAVIGANT CONSULTING INC COM 63935N107 698 31,530 SH   DFND 17 31,530 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,938 87,539 SH   DFND 21 69,127 0 18,412
NAVIENT CORPORATION COM 63938C108 491 37,667 SH   DFND 21 34,168 0 3,499
NEENAH INC COM 640079109 29,167 343,746 SH   DFND 17 343,746 0 0
NEKTAR THERAPEUTICS COM 640268108 1,006 20,598 SH   DFND 17 20,598 0 0
NEKTAR THERAPEUTICS COM 640268108 938 19,200 SH   DFND 24 19,200 0 0
NEOGEN CORP COM 640491106 5,300 66,095 SH   DFND 17 66,095 0 0
NEOGEN CORP COM 640491106 3,736 46,594 SH   DFND 24 46,594 0 0
NEOGENOMICS INC COM NEW 64049M209 7,082 540,185 SH   DFND 17 521,727 0 18,458
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 400 44,103 SH   DFND 17 5,843 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 126 13,831 SH   DFND 21 13,831 0 0
NETAPP INC COM 64110D104 351,782 4,479,585 SH   DFND 17 3,748,750 0 730,835
NETAPP INC COM 64110D104 377 4,796 SH   DFND 20 4,796 0 0
NETAPP INC COM 64110D104 18,333 233,451 SH   DFND 21 207,946 0 25,505
NETAPP INC CALL 64110D904 37,694 480,000 SH Call DFND 17 480,000 0 0
NETFLIX INC COM 64110L106 363,074 927,558 SH   DFND 17 823,540 0 104,018
NETFLIX INC COM 64110L106 104,326 266,526 SH   DFND 21 194,185 0 72,341
NETFLIX INC CALL 64110L906 11,860 30,300 SH Call DFND 4 30,300 0 0
NETFLIX INC PUT 64110L956 129,994 332,100 SH Put DFND 4 332,100 0 0
NETEASE INC SPONSORED ADR 64110W102 10,677 42,255 SH   DFND 17 20,460 0 21,795
NETEASE INC SPONSORED ADR 64110W102 330 1,305 SH   DFND 20 1,305 0 0
NETEASE INC SPONSORED ADR 64110W102 5,913 23,402 SH   DFND 21 23,092 0 310
NETEASE INC CALL 64110W902 18,142 71,800 SH Call DFND 17 71,800 0 0
NETGEAR INC COM 64111Q104 389 6,226 SH   DFND 21 0 0 6,226
NEUROCRINE BIOSCIENCES INC COM 64125C109 31,788 323,580 SH   DFND 17 230,103 0 93,477
NEUROCRINE BIOSCIENCES INC COM 64125C109 736 7,489 SH   DFND 21 7,489 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,782 38,500 SH   DFND 24 38,500 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 122,059 83,875,000 PRN   DFND 17 78,575,000 0 5,300,000
NEVSUN RES LTD COM 64156L101 3,022 869,976 SH   DFND 21 869,976 0 0
NEVRO CORP COM 64157F103 25,756 322,553 SH   DFND 17 261,268 0 61,285
NEVRO CORP COM 64157F103 313 3,918 SH   DFND 21 0 0 3,918
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 1,619 1,500,000 PRN   DFND 17 1,500,000 0 0
NEW JERSEY RES COM 646025106 1,146 25,609 SH   DFND 21 25,609 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 374 20,214 SH   DFND 17 20,214 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,982 20,940 SH   DFND 17 18,640 0 2,300
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 62,412 659,328 SH   DFND 20 586,178 0 73,150
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 100 1,052 SH   DFND 21 0 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,622 27,700 SH   DFND 24 27,700 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 955 10,090 SH   DFND 25 10,090 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,049 403,039 SH   DFND 17 380,533 0 22,506
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 346 19,797 SH   DFND 20 19,797 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 32,369 1,850,700 SH   DFND 21 1,520,732 0 329,968
NEW RELIC INC COM 64829B100 13,128 130,510 SH   DFND 17 98,140 0 32,370
NEW YORK CMNTY BANCORP INC COM 649445103 1,014 91,886 SH   DFND 17 91,886 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 8,644 782,946 SH   DFND 21 778,306 0 4,640
NEW YORK MTG TR INC COM PAR $.02 649604501 191 31,785 SH   DFND 17 31,785 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,166 194,000 SH   DFND 21 140,140 0 53,860
NEW YORK REIT INC COM NEW 64976L208 29,184 1,599,999 SH   DFND 4 1,599,999 0 0
NEW YORK REIT INC COM NEW 64976L208 37 2,010 SH   DFND 17 2,010 0 0
NEWELL BRANDS INC COM 651229106 9,874 382,871 SH   DFND 17 324,201 0 58,670
NEWELL BRANDS INC COM 651229106 10,528 408,237 SH   DFND 21 315,409 0 92,828
NEWMONT MINING CORP COM 651639106 338 8,963 SH   DFND 17 8,963 0 0
NEWMONT MINING CORP COM 651639106 19,350 513,126 SH   DFND 21 498,857 0 14,269
NEWMONT MINING CORP COM 651639106 867 23,000 SH   DFND 24 23,000 0 0
NEWMONT MINING CORP PUT 651639956 317 8,400 SH Put DFND 4 8,400 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 3,128 288,291 SH   DFND 17 288,291 0 0
NEWS CORP NEW CL B 65249B208 187 11,774 SH   DFND 17 11,774 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 2,156 29,367 SH   DFND 17 29,367 0 0
NEXTERA ENERGY INC COM 65339F101 30,327 181,569 SH   DFND 17 76,187 0 105,382
NEXTERA ENERGY INC COM 65339F101 467 2,797 SH   DFND 20 2,797 0 0
NEXTERA ENERGY INC COM 65339F101 65,693 393,299 SH   DFND 21 377,602 0 15,697
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 1,629 2,853,380 SH   DFND 17 2,679,570 0 173,810
NEXTERA ENERGY INC CALL 65339F901 4,810 28,800 SH Call DFND 4 28,800 0 0
NEXTERA ENERGY INC PUT 65339F951 39,820 238,400 SH Put DFND 4 238,400 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 781 85,586 SH   DFND 17 85,586 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 3,695 404,666 SH   DFND 21 358,520 0 46,146
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 14,529 10,920,000 PRN   DFND 17 8,450,000 0 2,470,000
NIKE INC CL B 654106103 2,992 37,555 SH   DFND 17 37,555 0 0
NIKE INC CL B 654106103 1,000 12,554 SH   DFND 21 12,554 0 0
NIKE INC CALL 654106903 8,486 106,500 SH Call DFND 4 106,500 0 0
NIKE INC PUT 654106953 47,800 599,900 SH Put DFND 4 599,900 0 0
NINE ENERGY SVC INC COM 65441V101 2,102 63,480 SH   DFND 17 61,372 0 2,108
NISOURCE INC COM 65473P105 1,870 71,158 SH   DFND 17 71,158 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,427 46,530 SH   DFND 17 17,455 0 29,075
NOBLE ENERGY INC COM 655044105 11,539 327,055 SH   DFND 17 327,055 0 0
NOBLE ENERGY INC COM 655044105 25 720 SH   DFND 21 720 0 0
NORBORD INC COM NEW 65548P403 1,826 44,442 SH   DFND 17 42,046 0 2,396
NORBORD INC COM NEW 65548P403 6,000 146,001 SH   DFND 21 110,117 0 35,884
NORDSON CORP COM 655663102 7,651 59,580 SH   DFND 17 48,250 0 11,330
NORFOLK SOUTHERN CORP COM 655844108 31,036 205,714 SH   DFND 4 205,714 0 0
NORFOLK SOUTHERN CORP COM 655844108 23,921 158,557 SH   DFND 17 158,557 0 0
NORFOLK SOUTHERN CORP COM 655844108 423 2,802 SH   DFND 20 2,802 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,131 53,897 SH   DFND 21 44,638 0 9,259
NORFOLK SOUTHERN CORP CALL 655844908 3,259 21,600 SH Call DFND 4 21,600 0 0
NORFOLK SOUTHERN CORP PUT 655844958 20,383 135,100 SH Put DFND 4 135,100 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 102 32,330 SH   DFND 17 0 0 32,330
NORTHERN OIL & GAS INC NEV COM 665531109 962 305,519 SH   DFND 21 191,523 0 113,996
NORTHERN TR CORP COM 665859104 370 3,595 SH   DFND 17 3,595 0 0
NORTHERN TR CORP COM 665859104 255 2,477 SH   DFND 20 2,477 0 0
NORTHERN TR CORP COM 665859104 666 6,471 SH   DFND 21 6,471 0 0
NORTHERN TR CORP CALL 665859904 2,222 21,600 SH Call DFND 4 21,600 0 0
NORTHERN TR CORP PUT 665859954 13,942 135,500 SH Put DFND 4 135,500 0 0
NORTHROP GRUMMAN CORP COM 666807102 841 2,732 SH   DFND 4 2,732 0 0
NORTHROP GRUMMAN CORP COM 666807102 39,361 127,919 SH   DFND 17 77,872 0 50,047
NORTHROP GRUMMAN CORP COM 666807102 1,724 5,603 SH   DFND 20 5,603 0 0
NORTHROP GRUMMAN CORP COM 666807102 83,632 271,797 SH   DFND 21 228,308 0 43,489
NORTHROP GRUMMAN CORP CALL 666807902 3,785 12,300 SH Call DFND 4 12,300 0 0
NORTHROP GRUMMAN CORP PUT 666807952 32,616 106,000 SH Put DFND 4 106,000 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 50 2,850 SH   DFND 17 2,850 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,108 63,717 SH   DFND 21 63,717 0 0
NORTHWEST PIPE CO COM 667746101 1,064 54,955 SH   DFND 17 48,841 0 6,114
NORTHWESTERN CORP COM NEW 668074305 277 4,830 SH   DFND 17 4,830 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,247 42,981 SH   DFND 17 42,981 0 0
NOVAVAX INC COM 670002104 595 444,150 SH   DFND 17 444,150 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 191 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 106,143 20,420,000 PRN   DFND 17 19,675,000 0 745,000
NOVANTA INC COM 67000B104 520 8,349 SH   DFND 17 4,055 0 4,294
NOVANTA INC COM 67000B104 374 6,000 SH   DFND 20 6,000 0 0
NOVANTA INC COM 67000B104 2,177 34,944 SH   DFND 21 34,944 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 760 9,721 SH   DFND 17 9,721 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,926 37,417 SH   DFND 21 34,317 0 3,100
NUANCE COMMUNICATIONS INC COM 67020Y100 55,536 3,999,690 SH   DFND 17 3,999,690 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 419 30,193 SH   DFND 21 0 0 30,193
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 42,816 47,640,000 PRN   DFND 17 47,640,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 42,972 45,650,000 PRN   DFND 17 45,650,000 0 0
NUCOR CORP COM 670346105 14,995 239,922 SH   DFND 17 239,922 0 0
NUCOR CORP COM 670346105 12,896 206,339 SH   DFND 21 206,339 0 0
NUCOR CORP PUT 670346955 2,900 46,400 SH Put DFND 4 46,400 0 0
NUTANIX INC CL A 67059N108 45,288 878,190 SH   DFND 17 612,863 0 265,327
NUTANIX INC CL A 67059N108 792 15,363 SH   DFND 21 15,363 0 0
NVIDIA CORP COM 67066G104 5,888 24,853 SH   DFND 4 24,853 0 0
NVIDIA CORP COM 67066G104 588,307 2,483,357 SH   DFND 17 2,319,507 0 163,850
NVIDIA CORP COM 67066G104 3,325 14,037 SH   DFND 20 14,037 0 0
NVIDIA CORP COM 67066G104 127,732 539,179 SH   DFND 21 483,123 0 56,056
NVIDIA CORP CALL 67066G904 10,779 45,500 SH Call DFND 4 45,500 0 0
NVIDIA CORP PUT 67066G954 84,597 357,100 SH Put DFND 4 357,100 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 70,077 64,070,000 PRN   DFND 17 64,070,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 9,486 340,000 SH   DFND 21 340,000 0 0
NUTRIEN LTD COM 67077M108 19,147 352,157 SH   DFND 17 305,392 0 46,765
NUTRIEN LTD COM 67077M108 12,418 228,399 SH   DFND 21 228,399 0 0
NUTRIEN LTD COM 67077M108 6,660 122,500 SH   DFND 24 122,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 48 175 SH   DFND 4 175 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 386 1,410 SH   DFND 17 1,410 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 1,231 4,500 SH Call DFND 4 4,500 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 15,676 57,300 SH Put DFND 4 57,300 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 55,630 57,375,000 PRN   DFND 17 57,375,000 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 274 6,732 SH   DFND 21 6,732 0 0
OASIS PETE INC NEW COM 674215108 6,485 500,000 SH   DFND 4 500,000 0 0
OASIS PETE INC NEW COM 674215108 66 5,065 SH   DFND 21 5,065 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 98,641 76,035,000 PRN   DFND 17 72,030,000 0 4,005,000
OCCIDENTAL PETE CORP DEL COM 674599105 0 5 SH   DFND 4 5 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 301,532 3,603,390 SH   DFND 17 3,444,588 0 158,802
OCCIDENTAL PETE CORP DEL COM 674599105 72,077 861,343 SH   DFND 21 792,917 0 68,426
OCCIDENTAL PETE CORP DEL COM 674599105 2,075 24,800 SH   DFND 24 24,800 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 2,820 33,700 SH Call DFND 4 33,700 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 32,351 386,600 SH Put DFND 4 386,600 0 0
OCWEN FINL CORP COM NEW 675746309 915 231,115 SH   DFND 17 231,115 0 0
ODONATE THERAPEUTICS INC COM 676079106 3,855 174,590 SH   DFND 17 174,590 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,546 70,000 SH   DFND 24 70,000 0 0
OFFICE DEPOT INC COM 676220106 492 192,868 SH   DFND 21 83,592 0 109,276
OKTA INC CL A 679295105 80,503 1,598,241 SH   DFND 17 1,202,801 0 395,440
OKTA INC CL A 679295105 5,592 111,016 SH   DFND 20 111,016 0 0
OKTA INC CL A 679295105 7,365 146,225 SH   DFND 21 146,225 0 0
OLD DOMINION FGHT LINES INC COM 679580100 199 1,339 SH   DFND 17 1,339 0 0
OLD DOMINION FGHT LINES INC COM 679580100 943 6,329 SH   DFND 21 0 0 6,329
OLD LINE BANCSHARES INC COM 67984M100 524 15,020 SH   DFND 17 15,020 0 0
OLD NATL BANCORP IND COM 680033107 24,948 1,341,276 SH   DFND 17 1,341,276 0 0
OLD REP INTL CORP COM 680223104 25,379 1,274,670 SH   DFND 17 1,262,876 0 11,794
OLD REP INTL CORP COM 680223104 74 3,739 SH   DFND 20 3,739 0 0
OLD REP INTL CORP COM 680223104 22,206 1,115,311 SH   DFND 21 688,892 0 426,419
OMNICOM GROUP INC COM 681919106 295 3,870 SH   DFND 17 3,870 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 584 18,851 SH   DFND 17 18,851 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,002 129,110 SH   DFND 21 61,218 0 67,892
OMNICELL INC COM 68213N109 1,052 20,063 SH   DFND 17 20,063 0 0
OMEROS CORP COM 682143102 1,163 64,121 SH   DFND 17 64,121 0 0
ON SEMICONDUCTOR CORP COM 682189105 159,882 7,190,565 SH   DFND 17 6,911,349 0 279,216
ON SEMICONDUCTOR CORP COM 682189105 555 24,956 SH   DFND 20 24,956 0 0
ON SEMICONDUCTOR CORP COM 682189105 14,702 661,229 SH   DFND 21 540,437 0 120,792
ON SEMICONDUCTOR CORP COM 682189105 4,002 180,000 SH   DFND 24 180,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 140 6,275 SH   DFND 25 6,275 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 113,185 89,310,000 PRN   DFND 17 84,610,000 0 4,700,000
ONEOK INC NEW COM 682680103 68,906 986,769 SH   DFND 4 920,269 0 66,500
ONEOK INC NEW COM 682680103 621 8,894 SH   DFND 17 8,894 0 0
ONEOK INC NEW COM 682680103 873 12,495 SH   DFND 21 6,648 0 5,847
ONEOK INC NEW CALL 682680903 908 13,000 SH Call DFND 4 13,000 0 0
ONEOK INC NEW PUT 682680953 13,198 189,000 SH Put DFND 4 189,000 0 0
ONEMAIN HLDGS INC COM 68268W103 2,969 89,196 SH   DFND 17 27,144 0 62,052
ONEMAIN HLDGS INC COM 68268W103 2,475 74,360 SH   DFND 21 42,036 0 32,324
ONESPAN INC COM 68287N100 1,528 77,767 SH   DFND 17 77,767 0 0
OOMA INC COM 683416101 237 16,770 SH   DFND 17 0 0 16,770
OPEN TEXT CORP COM 683715106 198 5,619 SH   DFND 17 0 0 5,619
OPEN TEXT CORP COM 683715106 226 6,415 SH   DFND 20 6,415 0 0
OPEN TEXT CORP COM 683715106 15,779 448,595 SH   DFND 21 294,283 0 154,312
ORACLE CORP COM 68389X105 25,380 576,038 SH   DFND 4 576,038 0 0
ORACLE CORP COM 68389X105 205,956 4,674,441 SH   DFND 17 4,595,141 0 79,300
ORACLE CORP COM 68389X105 1,540 34,944 SH   DFND 20 34,944 0 0
ORACLE CORP COM 68389X105 67,347 1,528,533 SH   DFND 21 1,404,456 0 124,077
ORACLE CORP CALL 68389X905 11,689 265,300 SH Call DFND 4 265,300 0 0
ORACLE CORP PUT 68389X955 43,007 976,100 SH Put DFND 4 976,100 0 0
OPUS BK IRVINE CALIF COM 684000102 515 17,940 SH   DFND 21 17,940 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 242 14,676 SH   DFND 17 14,676 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 2,843 172,624 SH   DFND 21 172,624 0 0
ORBCOMM INC COM 68555P100 17,720 1,754,451 SH   DFND 17 1,294,681 0 459,770
ORBCOMM INC COM 68555P100 124 12,312 SH   DFND 21 12,312 0 0
ORITANI FINL CORP DEL COM 68633D103 265 16,347 SH   DFND 17 16,347 0 0
OSHKOSH CORP COM 688239201 214 3,043 SH   DFND 17 3,043 0 0
OSHKOSH CORP COM 688239201 819 11,642 SH   DFND 21 10,544 0 1,098
OUTFRONT MEDIA INC COM 69007J106 1,165 59,887 SH   DFND 21 52,856 0 7,031
OVERSTOCK COM INC DEL COM 690370101 64,626 1,920,540 SH   DFND 17 1,899,380 0 21,160
OWENS & MINOR INC NEW COM 690732102 402 24,072 SH   DFND 17 24,072 0 0
OWENS & MINOR INC NEW COM 690732102 72 4,337 SH   DFND 20 4,337 0 0
OWENS & MINOR INC NEW COM 690732102 4,317 258,365 SH   DFND 21 258,365 0 0
OWENS CORNING NEW COM 690742101 29,825 470,649 SH   DFND 17 353,090 0 117,559
OWENS CORNING NEW COM 690742101 784 12,378 SH   DFND 20 12,378 0 0
OWENS CORNING NEW COM 690742101 69,294 1,093,477 SH   DFND 21 754,387 0 339,090
OWENS ILL INC COM NEW 690768403 48 2,875 SH   DFND 20 2,875 0 0
OWENS ILL INC COM NEW 690768403 163 9,718 SH   DFND 21 9,718 0 0
PDVWIRELESS INC COM 69290R104 37,425 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 6,352 151,484 SH   DFND 17 93,223 0 58,261
PBF ENERGY INC CL A 69318G106 36,899 880,022 SH   DFND 21 349,108 0 530,914
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 5,910 5,650,000 PRN   DFND 17 5,650,000 0 0
PDL BIOPHARMA INC COM 69329Y104 803 343,316 SH   DFND 17 84,385 0 258,931
PDL BIOPHARMA INC COM 69329Y104 516 220,718 SH   DFND 21 57,384 0 163,334
PG&E CORP COM 69331C108 9,329 219,203 SH   DFND 17 211,513 0 7,690
PG&E CORP COM 69331C108 1,046 24,584 SH   DFND 20 24,584 0 0
PG&E CORP COM 69331C108 44,829 1,053,303 SH   DFND 21 695,856 0 357,447
PG&E CORP CALL 69331C908 1,813 42,600 SH Call DFND 4 42,600 0 0
PG&E CORP PUT 69331C958 4,124 96,900 SH Put DFND 4 96,900 0 0
PHH CORP COM NEW 693320202 1,413 130,078 SH   DFND 21 130,078 0 0
PGT INNOVATIONS INC COM 69336V101 2,922 140,157 SH   DFND 17 140,157 0 0
PGT INNOVATIONS INC COM 69336V101 213 10,216 SH   DFND 21 10,216 0 0
PLDT INC SPONSORED ADR 69344D408 944 40,385 SH   DFND 17 38,785 0 1,600
PNC FINL SVCS GROUP INC COM 693475105 5,837 43,205 SH   DFND 4 43,205 0 0
PNC FINL SVCS GROUP INC COM 693475105 14,594 108,020 SH   DFND 17 108,020 0 0
PNC FINL SVCS GROUP INC COM 693475105 763 5,650 SH   DFND 20 5,650 0 0
PNC FINL SVCS GROUP INC COM 693475105 48,074 355,841 SH   DFND 21 78,334 0 277,507
PNC FINL SVCS GROUP INC CALL 693475905 3,958 29,300 SH Call DFND 4 29,300 0 0
PNC FINL SVCS GROUP INC PUT 693475955 30,087 222,700 SH Put DFND 4 222,700 0 0
POSCO SPONSORED ADR 693483109 10,428 140,692 SH   DFND 17 140,692 0 0
PNM RES INC COM 69349H107 101 2,600 SH   DFND 17 2,600 0 0
PNM RES INC COM 69349H107 660 16,961 SH   DFND 21 16,961 0 0
PPG INDS INC COM 693506107 551 5,310 SH   DFND 4 5,310 0 0
PPG INDS INC COM 693506107 13,049 125,801 SH   DFND 17 125,801 0 0
PPG INDS INC CALL 693506907 1,763 17,000 SH Call DFND 4 17,000 0 0
PPG INDS INC PUT 693506957 13,620 131,300 SH Put DFND 4 131,300 0 0
PPL CORP COM 69351T106 143 5,002 SH   DFND 4 5,002 0 0
PPL CORP COM 69351T106 3,544 124,132 SH   DFND 17 124,132 0 0
PPL CORP COM 69351T106 1,350 47,286 SH   DFND 20 47,286 0 0
PPL CORP COM 69351T106 21,233 743,712 SH   DFND 21 743,712 0 0
PPL CORP CALL 69351T906 240 8,400 SH Call DFND 4 8,400 0 0
PPL CORP PUT 69351T956 443 15,500 SH Put DFND 4 15,500 0 0
PRA HEALTH SCIENCES INC COM 69354M108 27,360 293,062 SH   DFND 17 143,302 0 149,760
PRA HEALTH SCIENCES INC COM 69354M108 230 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 7,010 75,086 SH   DFND 21 71,517 0 3,569
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 33,839 31,700,000 PRN   DFND 17 31,700,000 0 0
PVH CORP COM 693656100 10,897 72,782 SH   DFND 17 36,568 0 36,214
PVH CORP COM 693656100 304 2,031 SH   DFND 20 2,031 0 0
PVH CORP COM 693656100 17,532 117,100 SH   DFND 21 103,011 0 14,089
PTC THERAPEUTICS INC COM 69366J200 1,875 55,585 SH   DFND 17 45,260 0 10,325
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 17,056 17,250,000 PRN   DFND 17 14,975,000 0 2,275,000
PTC INC COM 69370C100 144,389 1,539,164 SH   DFND 17 1,494,280 0 44,884
PACCAR INC COM 693718108 758 12,241 SH   DFND 4 12,241 0 0
PACCAR INC COM 693718108 15,508 250,296 SH   DFND 17 245,464 0 4,832
PACCAR INC COM 693718108 744 12,004 SH   DFND 20 12,004 0 0
PACCAR INC COM 693718108 44,205 713,452 SH   DFND 21 338,838 0 374,614
PACCAR INC CALL 693718908 477 7,700 SH Call DFND 4 7,700 0 0
PACCAR INC PUT 693718958 9,610 155,100 SH Put DFND 4 155,100 0 0
PACIFIC PREMIER BANCORP COM 69478X105 14,217 372,655 SH   DFND 17 233,655 0 139,000
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 34,446 36,890,000 PRN   DFND 17 36,890,000 0 0
PACKAGING CORP AMER COM 695156109 144 1,285 SH   DFND 4 1,285 0 0
PACKAGING CORP AMER COM 695156109 20,056 179,406 SH   DFND 17 179,406 0 0
PACKAGING CORP AMER COM 695156109 68 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 16,472 147,348 SH   DFND 21 147,348 0 0
PACWEST BANCORP DEL COM 695263103 650 13,155 SH   DFND 17 1,579 0 11,576
PALO ALTO NETWORKS INC COM 697435105 88,877 432,554 SH   DFND 17 324,774 0 107,780
PALO ALTO NETWORKS INC COM 697435105 4,507 21,933 SH   DFND 21 525 0 21,408
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 111,438 59,435,000 PRN   DFND 17 55,810,000 0 3,625,000
PANDORA MEDIA INC COM 698354107 201 25,520 SH   DFND 17 0 0 25,520
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 955 1,000,000 PRN   DFND 17 1,000,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 688 67,424 SH   DFND 17 64,856 0 2,568
PARK HOTELS RESORTS INC COM 700517105 43 1,392 SH   DFND 17 1,392 0 0
PARK HOTELS RESORTS INC COM 700517105 3,924 128,108 SH   DFND 21 17,607 0 110,501
PARK OHIO HLDGS CORP COM 700666100 1,427 38,245 SH   DFND 17 38,245 0 0
PARKER HANNIFIN CORP COM 701094104 784 5,032 SH   DFND 4 5,032 0 0
PARKER HANNIFIN CORP COM 701094104 28,044 179,944 SH   DFND 17 156,848 0 23,096
PARKER HANNIFIN CORP COM 701094104 1,480 9,499 SH   DFND 21 9,499 0 0
PARKER HANNIFIN CORP CALL 701094904 1,481 9,500 SH Call DFND 4 9,500 0 0
PARKER HANNIFIN CORP PUT 701094954 9,538 61,200 SH Put DFND 4 61,200 0 0
PARSLEY ENERGY INC CL A 701877102 13,141 433,990 SH   DFND 17 384,055 0 49,935
PARSLEY ENERGY INC CL A 701877102 527 17,400 SH   DFND 24 17,400 0 0
PATRICK INDS INC COM 703343103 845 14,866 SH   DFND 17 1,673 0 13,193
PATRICK INDS INC COM 703343103 37 658 SH   DFND 20 658 0 0
PATRICK INDS INC COM 703343103 4,035 70,976 SH   DFND 21 66,869 0 4,107
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 16,516 16,530,000 PRN   DFND 17 16,530,000 0 0
PATTERSON COMPANIES INC COM 703395103 3,138 138,407 SH   DFND 17 138,407 0 0
PATTERSON COMPANIES INC COM 703395103 13,105 578,088 SH   DFND 21 578,088 0 0
PAYCHEX INC COM 704326107 2,724 39,852 SH   DFND 17 17,824 0 22,028
PAYCHEX INC COM 704326107 2,129 31,151 SH   DFND 21 22,578 0 8,573
PAYCHEX INC CALL 704326907 1,237 18,100 SH Call DFND 4 18,100 0 0
PAYCHEX INC PUT 704326957 7,464 109,200 SH Put DFND 4 109,200 0 0
PAYCOM SOFTWARE INC COM 70432V102 81,228 821,899 SH   DFND 17 603,684 0 218,215
PAYCOM SOFTWARE INC COM 70432V102 66 664 SH   DFND 20 664 0 0
PAYCOM SOFTWARE INC COM 70432V102 10,461 105,852 SH   DFND 21 105,852 0 0
PAYPAL HLDGS INC COM 70450Y103 297 3,564 SH   DFND 4 3,564 0 0
PAYPAL HLDGS INC COM 70450Y103 300,696 3,611,091 SH   DFND 17 2,902,464 0 708,627
PAYPAL HLDGS INC COM 70450Y103 54,688 656,756 SH   DFND 21 643,226 0 13,530
PAYPAL HLDGS INC CALL 70450Y903 6,262 75,200 SH Call DFND 4 75,200 0 0
PAYPAL HLDGS INC PUT 70450Y953 55,458 666,000 SH Put DFND 4 666,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 66 1,445 SH   DFND 17 1,445 0 0
PEABODY ENERGY CORP NEW COM 704551100 6,996 153,821 SH   DFND 21 70,500 0 83,321
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,521 72,872 SH   DFND 17 54,999 0 17,873
PEGASYSTEMS INC COM 705573103 45,225 825,280 SH   DFND 17 825,280 0 0
PEMBINA PIPELINE CORP COM 706327103 10,306 297,758 SH   DFND 21 129,735 0 168,023
PENN NATL GAMING INC COM 707569109 1,187 35,348 SH   DFND 17 28,043 0 7,305
PENN NATL GAMING INC COM 707569109 3,215 95,705 SH   DFND 21 95,705 0 0
PENN VA CORP NEW COM 70788V102 10,774 126,915 SH   DFND 17 97,161 0 29,754
PENN VA CORP NEW COM 70788V102 486 5,720 SH   DFND 20 5,720 0 0
PENN VA CORP NEW COM 70788V102 13,906 163,814 SH   DFND 21 124,223 0 39,591
PENNYMAC MTG INVT TR COM 70931T103 37 1,970 SH   DFND 17 1,970 0 0
PENNYMAC MTG INVT TR COM 70931T103 597 31,426 SH   DFND 21 31,426 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 3,033 3,000,000 PRN   DFND 17 3,000,000 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 215 10,946 SH   DFND 17 6,897 0 4,049
PENNYMAC FINL SVCS INC CL A 70932B101 906 46,109 SH   DFND 21 23,984 0 22,125
PENSKE AUTOMOTIVE GRP INC COM 70959W103 688 14,687 SH   DFND 21 14,687 0 0
PENUMBRA INC COM 70975L107 306 2,214 SH   DFND 17 2,214 0 0
PENUMBRA INC COM 70975L107 1,439 10,419 SH   DFND 21 9,505 0 914
PEOPLES BANCORP INC COM 709789101 63 1,672 SH   DFND 17 1,672 0 0
PEOPLES BANCORP INC COM 709789101 513 13,568 SH   DFND 21 13,568 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,375 76,019 SH   DFND 17 76,019 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 10,777 595,716 SH   DFND 21 595,716 0 0
PEOPLES UTAH BANCORP COM 712706209 1,111 31,120 SH   DFND 17 27,677 0 3,443
PEPSICO INC COM 713448108 44 406 SH   DFND 4 406 0 0
PEPSICO INC COM 713448108 160,947 1,478,339 SH   DFND 17 1,413,835 0 64,504
PEPSICO INC COM 713448108 2,569 23,595 SH   DFND 20 23,595 0 0
PEPSICO INC COM 713448108 91,027 836,109 SH   DFND 21 813,374 0 22,735
PEPSICO INC CALL 713448908 29,221 268,400 SH Call DFND 4 268,400 0 0
PEPSICO INC PUT 713448958 52,606 483,200 SH Put DFND 4 483,200 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 17,631 480,406 SH   DFND 17 245,829 0 234,577
PERFORMANCE FOOD GROUP CO COM 71377A103 63 1,718 SH   DFND 21 1,718 0 0
PERKINELMER INC COM 714046109 18,907 258,183 SH   DFND 17 254,298 0 3,885
PERKINELMER INC COM 714046109 22,487 307,072 SH   DFND 21 266,047 0 41,025
PERSPECTA INC COM 715347100 163 7,952 SH   DFND 4 7,952 0 0
PERSPECTA INC COM 715347100 10,188 495,784 SH   DFND 17 382,773 0 113,011
PERSPECTA INC COM 715347100 111 5,382 SH   DFND 20 5,382 0 0
PERSPECTA INC COM 715347100 4,659 226,734 SH   DFND 21 213,725 0 13,009
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,451 55,790 SH   DFND 17 55,790 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,610 138,774 SH   DFND 21 123,715 0 15,059
PETMED EXPRESS INC COM 716382106 1,900 43,134 SH   DFND 17 43,134 0 0
PETMED EXPRESS INC COM 716382106 7,528 170,891 SH   DFND 21 140,959 0 29,932
PFIZER INC COM 717081103 8,367 230,610 SH   DFND 4 230,610 0 0
PFIZER INC COM 717081103 193,030 5,320,562 SH   DFND 17 4,416,027 0 904,535
PFIZER INC COM 717081103 3,989 109,940 SH   DFND 20 109,940 0 0
PFIZER INC COM 717081103 289,312 7,974,426 SH   DFND 21 5,999,695 0 1,974,731
PFIZER INC CALL 717081903 13,155 362,600 SH Call DFND 4 362,600 0 0
PFIZER INC PUT 717081953 80,161 2,209,500 SH Put DFND 4 2,209,500 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,696 80,267 SH   DFND 17 56,397 0 23,870
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 426 9,258 SH   DFND 21 9,258 0 0
PHILIP MORRIS INTL INC COM 718172109 177 2,191 SH   DFND 4 2,191 0 0
PHILIP MORRIS INTL INC COM 718172109 28,359 351,239 SH   DFND 17 275,004 0 76,235
PHILIP MORRIS INTL INC COM 718172109 26 328 SH   DFND 20 328 0 0
PHILIP MORRIS INTL INC COM 718172109 19,708 244,087 SH   DFND 21 226,084 0 18,003
PHILIP MORRIS INTL INC CALL 718172909 37,609 465,800 SH Call DFND 4 465,800 0 0
PHILIP MORRIS INTL INC PUT 718172959 54,273 672,200 SH Put DFND 4 672,200 0 0
PHILLIPS 66 COM 718546104 11 98 SH   DFND 4 98 0 0
PHILLIPS 66 COM 718546104 10,055 89,533 SH   DFND 17 89,533 0 0
PHILLIPS 66 COM 718546104 11,901 105,966 SH   DFND 21 75,862 0 30,104
PHILLIPS 66 COM 718546104 730 6,500 SH   DFND 24 6,500 0 0
PHILLIPS 66 CALL 718546904 3,650 32,500 SH Call DFND 4 32,500 0 0
PHILLIPS 66 PUT 718546954 20,980 186,800 SH Put DFND 4 186,800 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 863 170,254 SH   DFND 17 164,646 0 5,608
PILGRIMS PRIDE CORP NEW COM 72147K108 325 16,134 SH   DFND 17 16,134 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,785 188,021 SH   DFND 21 122,952 0 65,069
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 10,047 98,932 SH   DFND 4 98,932 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 48,538 1,711,547 SH   DFND 4 1,711,547 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 316,230 13,179,336 SH   DFND 4 13,179,336 0 0
PINNACLE WEST CAP CORP COM 723484101 5,830 72,371 SH   DFND 17 72,371 0 0
PINNACLE WEST CAP CORP COM 723484101 29 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 11,485 142,569 SH   DFND 21 77,087 0 65,482
PINNACLE FOODS INC DEL COM 72348P104 16,891 259,628 SH   DFND 17 168,200 0 91,428
PINNACLE FOODS INC DEL COM 72348P104 667 10,254 SH   DFND 20 10,254 0 0
PINNACLE FOODS INC DEL COM 72348P104 29,151 448,063 SH   DFND 21 394,770 0 53,293
PIONEER NAT RES CO COM 723787107 44,155 233,329 SH   DFND 4 233,329 0 0
PIONEER NAT RES CO COM 723787107 34,196 180,704 SH   DFND 17 169,139 0 11,565
PIONEER NAT RES CO COM 723787107 6,587 34,808 SH   DFND 20 34,808 0 0
PIONEER NAT RES CO COM 723787107 20,613 108,927 SH   DFND 21 108,927 0 0
PIONEER NAT RES CO COM 723787107 1,098 5,800 SH   DFND 24 5,800 0 0
PIONEER NAT RES CO CALL 723787907 1,949 10,300 SH Call DFND 4 10,300 0 0
PIONEER NAT RES CO PUT 723787957 19,624 103,700 SH Put DFND 4 103,700 0 0
PITNEY BOWES INC COM 724479100 2,949 344,142 SH   DFND 17 39,505 0 304,637
PITNEY BOWES INC COM 724479100 447 52,130 SH   DFND 21 52,130 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 5,139 217,366 SH   DFND 4 217,366 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 554 23,159 SH   DFND 17 23,159 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,657 69,308 SH   DFND 21 69,308 0 0
PLANET FITNESS INC CL A 72703H101 45 1,025 SH   DFND 17 1,025 0 0
PLANET FITNESS INC CL A 72703H101 1,120 25,500 SH   DFND 24 25,500 0 0
PLUG POWER INC COM NEW 72919P202 2,114 1,046,578 SH   DFND 17 1,012,088 0 34,490
POLARIS INDS INC COM 731068102 752 6,153 SH   DFND 17 6,153 0 0
POLARIS INDS INC COM 731068102 3,376 27,635 SH   DFND 21 24,669 0 2,966
POOL CORPORATION COM 73278L105 8,346 55,087 SH   DFND 17 32,316 0 22,771
POOL CORPORATION COM 73278L105 218 1,438 SH   DFND 20 1,438 0 0
POOL CORPORATION COM 73278L105 1,375 9,075 SH   DFND 21 9,075 0 0
POPULAR INC COM NEW 733174700 5,422 119,930 SH   DFND 21 1,362 0 118,568
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 31,818 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,275 76,592 SH   DFND 17 76,592 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,783 47,220 SH   DFND 17 47,220 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,095 29,000 SH   DFND 24 29,000 0 0
POTLATCHDELTIC CORPORATION COM 737630103 13,185 259,300 SH   DFND 17 259,300 0 0
PRAXAIR INC COM 74005P104 190 1,200 SH   DFND 4 1,200 0 0
PRAXAIR INC COM 74005P104 9,232 58,374 SH   DFND 17 58,374 0 0
PRAXAIR INC COM 74005P104 45,066 284,959 SH   DFND 21 237,469 0 47,490
PRAXAIR INC CALL 74005P904 1,961 12,400 SH Call DFND 4 12,400 0 0
PRAXAIR INC PUT 74005P954 22,615 143,000 SH Put DFND 4 143,000 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 18,776 305,501 SH   DFND 17 210,867 0 94,634
PREFERRED APT CMNTYS INC COM 74039L103 2,389 140,624 SH   DFND 21 0 0 140,624
PREMIER INC CL A 74051N102 559 15,355 SH   DFND 17 3,995 0 11,360
PRESTIGE BRANDS HLDGS INC COM 74112D101 4,132 107,666 SH   DFND 21 107,666 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,066 26,413 SH   DFND 17 26,413 0 0
PRICE T ROWE GROUP INC COM 74144T108 4,295 36,999 SH   DFND 21 10,388 0 26,611
PRICE T ROWE GROUP INC CALL 74144T908 3,680 31,700 SH Call DFND 4 31,700 0 0
PRICE T ROWE GROUP INC PUT 74144T958 21,825 188,000 SH Put DFND 4 188,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 81,788 52,625,000 PRN   DFND 17 46,320,000 0 6,305,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,663 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 141,510 118,995,000 PRN   DFND 17 118,995,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,757 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMO WTR CORP COM 74165N105 4,895 279,871 SH   DFND 17 227,694 0 52,177
PRINCIPAL FINL GROUP INC COM 74251V102 30,715 580,080 SH   DFND 17 432,820 0 147,260
PRINCIPAL FINL GROUP INC COM 74251V102 930 17,573 SH   DFND 20 17,573 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 30,813 581,917 SH   DFND 21 278,483 0 303,434
PROCTER AND GAMBLE CO COM 742718109 58,958 755,291 SH   DFND 17 472,634 0 282,657
PROCTER AND GAMBLE CO COM 742718109 2,286 29,289 SH   DFND 20 29,289 0 0
PROCTER AND GAMBLE CO COM 742718109 128,903 1,651,328 SH   DFND 21 1,569,922 0 81,406
PROCTER AND GAMBLE CO CALL 742718909 42,472 544,100 SH Call DFND 4 544,100 0 0
PROCTER AND GAMBLE CO PUT 742718959 72,049 923,000 SH Put DFND 4 923,000 0 0
PROFIRE ENERGY INC COM 74316X101 39 11,400 SH   DFND 17 11,400 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,873 232,984 SH   DFND 17 225,078 0 7,906
PROGRESS SOFTWARE CORP COM 743312100 4,152 106,956 SH   DFND 17 60,655 0 46,301
PROGRESS SOFTWARE CORP COM 743312100 9,010 232,107 SH   DFND 21 85,363 0 146,744
PROGRESSIVE CORP OHIO COM 743315103 28,940 489,267 SH   DFND 17 288,772 0 200,495
PROGRESSIVE CORP OHIO COM 743315103 927 15,666 SH   DFND 20 15,666 0 0
PROGRESSIVE CORP OHIO COM 743315103 63,819 1,078,939 SH   DFND 21 800,337 0 278,602
PROGRESSIVE CORP OHIO CALL 743315903 1,727 29,200 SH Call DFND 4 29,200 0 0
PROGRESSIVE CORP OHIO PUT 743315953 10,245 173,200 SH Put DFND 4 173,200 0 0
PROLOGIS INC COM 74340W103 62,186 946,657 SH   DFND 4 946,657 0 0
PROLOGIS INC COM 74340W103 30,631 466,298 SH   DFND 17 413,158 0 53,140
PROLOGIS INC COM 74340W103 7,971 121,349 SH   DFND 21 1,225 0 120,124
PROLOGIS INC CALL 74340W903 4,677 71,200 SH Call DFND 4 71,200 0 0
PROLOGIS INC PUT 74340W953 15,660 238,400 SH Put DFND 4 238,400 0 0
PROOFPOINT INC COM 743424103 125,444 1,087,884 SH   DFND 17 872,579 0 215,305
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 26,167 17,710,000 PRN   DFND 17 14,315,000 0 3,395,000
PROS HOLDINGS INC COM 74346Y103 2,786 76,190 SH   DFND 17 76,190 0 0
PROPETRO HLDG CORP COM 74347M108 12,448 793,902 SH   DFND 17 510,582 0 283,320
PROPETRO HLDG CORP COM 74347M108 83 5,316 SH   DFND 20 5,316 0 0
PROPETRO HLDG CORP COM 74347M108 1,828 116,577 SH   DFND 21 16,107 0 100,470
PROSPECT CAPITAL CORPORATION COM 74348T102 1,618 241,145 SH   DFND 17 151,306 0 89,839
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,014 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 36,057 37,000,000 PRN   DFND 17 37,000,000 0 0
PROVIDENT FINL SVCS INC COM 74386T105 129 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 474 17,217 SH   DFND 21 17,217 0 0
PRUDENTIAL FINL INC COM 744320102 3,829 40,946 SH   DFND 4 40,946 0 0
PRUDENTIAL FINL INC COM 744320102 36,572 391,100 SH   DFND 17 241,780 0 149,320
PRUDENTIAL FINL INC COM 744320102 1,366 14,603 SH   DFND 20 14,603 0 0
PRUDENTIAL FINL INC COM 744320102 103,052 1,102,041 SH   DFND 21 764,819 0 337,222
PRUDENTIAL FINL INC CALL 744320902 2,974 31,800 SH Call DFND 4 31,800 0 0
PRUDENTIAL FINL INC PUT 744320952 20,376 217,900 SH Put DFND 4 217,900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 30 545 SH   DFND 4 545 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 124,161 2,293,328 SH   DFND 17 2,287,421 0 5,907
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,248 23,056 SH   DFND 20 23,056 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 54,018 997,754 SH   DFND 21 671,777 0 325,977
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 1,153 21,300 SH Call DFND 4 21,300 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 8,440 155,900 SH Put DFND 4 155,900 0 0
PUBLIC STORAGE COM 74460D109 38,495 169,688 SH   DFND 4 169,688 0 0
PUBLIC STORAGE COM 74460D109 573 2,525 SH   DFND 17 2,525 0 0
PUBLIC STORAGE CALL 74460D909 4,719 20,800 SH Call DFND 4 20,800 0 0
PUBLIC STORAGE PUT 74460D959 20,100 88,600 SH Put DFND 4 88,600 0 0
PULTE GROUP INC COM 745867101 1,084 37,694 SH   DFND 17 37,694 0 0
PULTE GROUP INC COM 745867101 13,318 463,236 SH   DFND 21 430,358 0 32,878
PURE STORAGE INC CL A 74624M102 12,929 541,430 SH   DFND 17 431,755 0 109,675
PURE STORAGE INC CL A 74624M102 209 8,752 SH   DFND 21 8,752 0 0
QCR HOLDINGS INC COM 74727A104 577 12,152 SH   DFND 17 5,184 0 6,968
QAD INC CL A 74727D306 1,474 29,383 SH   DFND 17 26,126 0 3,257
QIWI PLC SPON ADR REP B 74735M108 1,066 67,678 SH   DFND 21 52,678 0 15,000
Q2 HLDGS INC COM 74736L109 1,086 19,044 SH   DFND 17 19,044 0 0
QUALCOMM INC COM 747525103 14,381 256,253 SH   DFND 4 256,253 0 0
QUALCOMM INC COM 747525103 86,149 1,535,081 SH   DFND 17 1,522,151 0 12,930
QUALCOMM INC COM 747525103 5,771 102,838 SH   DFND 21 5,027 0 97,811
QUALCOMM INC CALL 747525903 5,045 89,900 SH Call DFND 4 89,900 0 0
QUALCOMM INC PUT 747525953 43,667 778,100 SH Put DFND 4 778,100 0 0
QUALITY SYS INC COM 747582104 233 11,961 SH   DFND 21 11,961 0 0
QUALYS INC COM 74758T303 3,749 44,478 SH   DFND 17 44,478 0 0
QUALYS INC COM 74758T303 190 2,255 SH   DFND 21 898 0 1,357
QUANTA SVCS INC COM 74762E102 132 3,963 SH   DFND 17 3,963 0 0
QUANTA SVCS INC COM 74762E102 2,957 88,533 SH   DFND 21 88,533 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,500 59,120 SH   DFND 4 59,120 0 0
QUEST DIAGNOSTICS INC COM 74834L100 108,178 983,977 SH   DFND 17 962,444 0 21,533
QUEST DIAGNOSTICS INC COM 74834L100 286 2,601 SH   DFND 20 2,601 0 0
QUEST DIAGNOSTICS INC COM 74834L100 107,585 978,575 SH   DFND 21 730,577 0 247,998
QUIDEL CORP COM 74838J101 216 3,243 SH   DFND 21 3,243 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 15,232 7,120,000 PRN   DFND 17 6,490,000 0 630,000
QUOTIENT TECHNOLOGY INC COM 749119103 1,003 76,587 SH   DFND 17 76,587 0 0
QURATE RETAIL INC COM SER A 74915M100 447 21,078 SH   DFND 17 21,078 0 0
QURATE RETAIL INC COM SER A 74915M100 732 34,518 SH   DFND 21 25,163 0 9,355
R1 RCM INC COM 749397105 3,489 402,015 SH   DFND 17 402,015 0 0
R1 RCM INC COM 749397105 180 20,724 SH   DFND 21 20,724 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 291 1,107,305 SH   DFND 17 1,107,305 0 0
RPC INC COM 749660106 175 12,028 SH   DFND 21 12,028 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 38,268 38,030,000 PRN   DFND 17 38,030,000 0 0
RTI SURGICAL INC COM 74975N105 1,203 261,555 SH   DFND 17 261,555 0 0
RSP PERMIAN INC COM 74978Q105 572 13,000 SH   DFND 21 13,000 0 0
RADIUS HEALTH INC COM NEW 750469207 1,387 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 855 29,000 SH   DFND 24 29,000 0 0
RADNET INC COM 750491102 4,624 308,289 SH   DFND 17 298,951 0 9,338
RADNET INC COM 750491102 2,900 193,332 SH   DFND 21 176,253 0 17,079
RALPH LAUREN CORP CL A 751212101 1,851 14,726 SH   DFND 17 13,126 0 1,600
RALPH LAUREN CORP CL A 751212101 61 487 SH   DFND 21 487 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 196 14,875 SH   DFND 17 14,875 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 900 68,126 SH   DFND 21 68,126 0 0
RANGE RES CORP COM 75281A109 22,517 1,345,927 SH   DFND 21 1,252,331 0 93,596
RAPID7 INC COM 753422104 5,979 211,886 SH   DFND 17 156,706 0 55,180
RAYMOND JAMES FINANCIAL INC COM 754730109 12,749 142,686 SH   DFND 17 142,686 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 368 4,123 SH   DFND 20 4,123 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,349 15,103 SH   DFND 21 15,103 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 378 22,095 SH   DFND 17 22,095 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 147 120,000 SH   DFND 17 120,000 0 0
RAYTHEON CO COM NEW 755111507 830 4,299 SH   DFND 4 4,299 0 0
RAYTHEON CO COM NEW 755111507 183,812 951,507 SH   DFND 17 928,417 0 23,090
RAYTHEON CO COM NEW 755111507 345 1,786 SH   DFND 21 0 0 1,786
RAYTHEON CO CALL 755111907 2,820 14,600 SH Call DFND 4 14,600 0 0
RAYTHEON CO PUT 755111957 34,405 178,100 SH Put DFND 4 178,100 0 0
REALOGY HLDGS CORP COM 75605Y106 277 12,161 SH   DFND 21 10,000 0 2,161
REALPAGE INC COM 75606N109 15,458 280,537 SH   DFND 17 204,477 0 76,060
REALPAGE INC NOTE 1.500%11/1 75606NAB5 28,040 19,740,000 PRN   DFND 17 16,775,000 0 2,965,000
REALTY INCOME CORP COM 756109104 255 4,734 SH   DFND 17 4,734 0 0
RED HAT INC COM 756577102 148 1,105 SH   DFND 4 1,105 0 0
RED HAT INC COM 756577102 2,369 17,631 SH   DFND 17 17,631 0 0
RED HAT INC COM 756577102 7,561 56,271 SH   DFND 21 40,628 0 15,643
RED HAT INC CALL 756577902 1,505 11,200 SH Call DFND 4 11,200 0 0
RED HAT INC PUT 756577952 13,450 100,100 SH Put DFND 4 100,100 0 0
RED LION HOTELS CORP COM 756764106 1,214 104,214 SH   DFND 17 92,640 0 11,574
RED ROCK RESORTS INC CL A 75700L108 407 12,138 SH   DFND 21 0 0 12,138
REDFIN CORP COM 75737F108 55,170 2,389,349 SH   DFND 17 2,389,349 0 0
REGAL BELOIT CORP COM 758750103 31,303 382,678 SH   DFND 17 382,678 0 0
REGAL BELOIT CORP COM 758750103 540 6,603 SH   DFND 20 6,603 0 0
REGAL BELOIT CORP COM 758750103 6,252 76,434 SH   DFND 21 29,400 0 47,034
REGENCY CTRS CORP COM 758849103 17,792 286,605 SH   DFND 4 286,605 0 0
REGENCY CTRS CORP COM 758849103 152 2,456 SH   DFND 17 2,456 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,644 7,665 SH   DFND 4 7,665 0 0
REGENERON PHARMACEUTICALS COM 75886F107 12,812 37,138 SH   DFND 17 37,138 0 0
REGENERON PHARMACEUTICALS COM 75886F107 760 2,204 SH   DFND 21 2,204 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,296 15,350 SH   DFND 24 15,350 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 897 2,600 SH Call DFND 4 2,600 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 20,630 59,800 SH Put DFND 4 59,800 0 0
REGIS CORP MINN COM 758932107 271 16,405 SH   DFND 21 16,405 0 0
REGENXBIO INC COM 75901B107 5,310 74,005 SH   DFND 17 74,005 0 0
REGENXBIO INC COM 75901B107 2,547 35,500 SH   DFND 24 35,500 0 0
REGIONAL MGMT CORP COM 75902K106 136 3,895 SH   DFND 17 3,895 0 0
REGIONAL MGMT CORP COM 75902K106 320 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 35,325 1,986,761 SH   DFND 17 1,443,320 0 543,441
REGIONS FINL CORP NEW COM 7591EP100 30,347 1,706,789 SH   DFND 21 1,598,830 0 107,959
REGIONS FINL CORP NEW CALL 7591EP900 763 42,900 SH Call DFND 4 42,900 0 0
REGIONS FINL CORP NEW PUT 7591EP950 2,319 130,400 SH Put DFND 4 130,400 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 192 1,440 SH   DFND 4 1,440 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 87,528 655,739 SH   DFND 17 600,686 0 55,053
REINSURANCE GROUP AMER INC COM NEW 759351604 755 5,660 SH   DFND 20 5,660 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 23,842 178,615 SH   DFND 21 109,252 0 69,363
RELIANCE STEEL & ALUMINUM CO COM 759509102 764 8,726 SH   DFND 17 8,726 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 195 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,892 124,418 SH   DFND 21 50,513 0 73,905
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 48 2,680 SH   DFND 17 2,680 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 34 1,921 SH   DFND 20 1,921 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,752 210,200 SH   DFND 21 210,200 0 0
RENT A CTR INC NEW COM 76009N100 8,685 590,000 SH   DFND 21 590,000 0 0
REPUBLIC BANCORP KY CL A 760281204 15 335 SH   DFND 17 335 0 0
REPUBLIC BANCORP KY CL A 760281204 232 5,118 SH   DFND 21 5,118 0 0
REPUBLIC SVCS INC COM 760759100 5,625 82,284 SH   DFND 17 82,284 0 0
REPUBLIC SVCS INC COM 760759100 224 3,278 SH   DFND 20 3,278 0 0
REPUBLIC SVCS INC COM 760759100 45,081 659,467 SH   DFND 21 625,717 0 33,750
RESMED INC COM 761152107 247 2,388 SH   DFND 17 2,388 0 0
RESMED INC COM 761152107 6,417 61,956 SH   DFND 21 59,314 0 2,642
RESOLUTE FST PRODS INC COM 76117W109 375 36,225 SH   DFND 17 15,370 0 20,855
RESTAURANT BRANDS INTL INC COM 76131D103 18,785 236,880 SH   DFND 17 93,483 0 143,397
RESTAURANT BRANDS INTL INC COM 76131D103 21,462 270,644 SH   DFND 21 270,644 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 6,889 359,534 SH   DFND 17 210,870 0 148,664
RETAIL PPTYS AMER INC CL A 76131V202 988 77,340 SH   DFND 17 77,340 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,936 229,700 SH   DFND 21 229,700 0 0
REVANCE THERAPEUTICS INC COM 761330109 2,170 79,066 SH   DFND 17 76,889 0 2,177
REVLON INC CL A NEW 761525609 236 13,464 SH   DFND 21 0 0 13,464
REXFORD INDL RLTY INC COM 76169C100 12,304 391,979 SH   DFND 4 391,979 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 20,960 1,231,500 SH   DFND 17 1,231,500 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,291 456,024 SH   DFND 17 440,888 0 15,136
RINGCENTRAL INC CL A 76680R206 66,604 946,755 SH   DFND 17 695,405 0 251,350
RINGCENTRAL INC CL A 76680R206 7,279 103,475 SH   DFND 21 103,475 0 0
RING ENERGY INC COM 76680V108 3,628 287,490 SH   DFND 17 276,139 0 11,351
RIO TINTO PLC SPONSORED ADR 767204100 6,146 110,784 SH   DFND 17 110,784 0 0
RITE AID CORP COM 767754104 36 20,711 SH   DFND 21 20,711 0 0
ROCKWELL AUTOMATION INC COM 773903109 525 3,157 SH   DFND 4 3,157 0 0
ROCKWELL AUTOMATION INC COM 773903109 356 2,144 SH   DFND 17 2,144 0 0
ROCKWELL AUTOMATION INC CALL 773903909 332 2,000 SH Call DFND 4 2,000 0 0
ROCKWELL AUTOMATION INC PUT 773903959 7,497 45,100 SH Put DFND 4 45,100 0 0
ROCKWELL COLLINS INC COM 774341101 373 2,769 SH   DFND 17 2,769 0 0
ROCKWELL COLLINS INC COM 774341101 21,031 156,159 SH   DFND 21 156,159 0 0
ROCKWELL COLLINS INC CALL 774341901 1,468 10,900 SH Call DFND 4 10,900 0 0
ROCKWELL COLLINS INC PUT 774341951 6,088 45,200 SH Put DFND 4 45,200 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,590 54,571 SH   DFND 17 54,571 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 135 2,844 SH   DFND 20 2,844 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 22,589 475,888 SH   DFND 21 464,826 0 11,062
ROPER TECHNOLOGIES INC COM 776696106 794 2,879 SH   DFND 17 2,879 0 0
ROPER TECHNOLOGIES INC COM 776696106 17,012 61,658 SH   DFND 20 7,300 0 54,358
ROPER TECHNOLOGIES INC COM 776696106 107,798 390,700 SH   DFND 21 365,894 0 24,806
ROPER TECHNOLOGIES INC COM 776696106 9,822 35,600 SH   DFND 24 35,600 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,322 15,665 SH   DFND 25 15,665 0 0
ROPER TECHNOLOGIES INC CALL 776696906 3,808 13,800 SH Call DFND 4 13,800 0 0
ROPER TECHNOLOGIES INC PUT 776696956 20,169 73,100 SH Put DFND 4 73,100 0 0
ROSS STORES INC COM 778296103 1,483 17,495 SH   DFND 17 17,495 0 0
ROSS STORES INC COM 778296103 22,656 267,331 SH   DFND 21 258,771 0 8,560
ROSS STORES INC COM 778296103 805 9,500 SH   DFND 24 9,500 0 0
ROSS STORES INC CALL 778296903 1,466 17,300 SH Call DFND 4 17,300 0 0
ROSS STORES INC PUT 778296953 15,670 184,900 SH Put DFND 4 184,900 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 18,054 239,918 SH   DFND 17 183,902 0 56,016
ROYAL BK CDA MONTREAL QUE COM 780087102 2,928 38,904 SH   DFND 20 38,904 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 103,885 1,380,492 SH   DFND 21 1,017,456 0 363,036
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 189,724 2,740,489 SH   DFND 17 2,740,489 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 20,443 19,240,000 PRN   DFND 17 19,240,000 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,371 147,674 SH   DFND 17 41,254 0 106,420
RUDOLPH TECHNOLOGIES INC COM 781270103 2,761 93,289 SH   DFND 21 87,208 0 6,081
RUSH ENTERPRISES INC CL A 781846209 38 885 SH   DFND 17 885 0 0
RUSH ENTERPRISES INC CL A 781846209 254 5,859 SH   DFND 20 5,859 0 0
RUSH ENTERPRISES INC CL A 781846209 897 20,676 SH   DFND 21 20,676 0 0
RUSH ENTERPRISES INC CL B 781846308 1,405 32,005 SH   DFND 17 17,650 0 14,355
RUTHS HOSPITALITY GROUP INC COM 783332109 24,256 864,733 SH   DFND 17 864,733 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 138 4,911 SH   DFND 21 4,911 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,927 113,167 SH   DFND 17 98,734 0 14,433
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 70,757 619,427 SH   DFND 21 115,289 0 504,138
RYDER SYS INC COM 783549108 2,710 37,719 SH   DFND 17 37,719 0 0
RYDER SYS INC COM 783549108 16,272 226,447 SH   DFND 21 200,037 0 26,410
RYMAN HOSPITALITY PPTYS INC COM 78377T107 16,025 192,718 SH   DFND 4 192,718 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 802 9,645 SH   DFND 17 9,645 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 522 6,273 SH   DFND 21 0 0 6,273
S&P GLOBAL INC COM 78409V104 24,452 119,925 SH   DFND 17 72,256 0 47,669
S&P GLOBAL INC COM 78409V104 21,254 104,241 SH   DFND 20 22,960 0 81,281
S&P GLOBAL INC COM 78409V104 207,229 1,016,375 SH   DFND 21 872,985 0 143,390
S&P GLOBAL INC COM 78409V104 979 4,800 SH   DFND 24 4,800 0 0
S&P GLOBAL INC COM 78409V104 6,111 29,971 SH   DFND 25 29,971 0 0
S&P GLOBAL INC CALL 78409V904 3,120 15,300 SH Call DFND 4 15,300 0 0
S&P GLOBAL INC PUT 78409V954 18,146 89,000 SH Put DFND 4 89,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 19,496 118,069 SH   DFND 4 118,069 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 320 1,939 SH   DFND 17 1,939 0 0
SBA COMMUNICATIONS CORP NEW PUT 78410G954 545 3,300 SH Put DFND 4 3,300 0 0
SEI INVESTMENTS CO COM 784117103 1,020 16,317 SH   DFND 17 16,317 0 0
SEI INVESTMENTS CO COM 784117103 5,844 93,481 SH   DFND 21 26,732 0 66,749
SL GREEN RLTY CORP COM 78440X101 18,453 183,553 SH   DFND 4 183,553 0 0
SL GREEN RLTY CORP COM 78440X101 152 1,513 SH   DFND 17 1,513 0 0
SM ENERGY CO COM 78454L100 10,276 400,000 SH   DFND 4 400,000 0 0
SM ENERGY CO COM 78454L100 3,217 125,210 SH   DFND 17 125,210 0 0
SM ENERGY CO COM 78454L100 140 5,445 SH   DFND 21 5,445 0 0
SM ENERGY CO COM 78454L100 329 12,800 SH   DFND 24 12,800 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 19,593 18,940,000 PRN   DFND 17 18,940,000 0 0
SORL AUTO PTS INC COM 78461U101 515 110,291 SH   DFND 17 12,972 0 97,319
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,506 42,413 SH   DFND 4 42,413 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,970,686 7,264,398 SH   DFND 17 7,264,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,645 9,750 SH   DFND 21 9,750 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,500 12,900 SH   DFND 24 12,600 0 300
SPDR S&P 500 ETF TR TR UNIT 78462F103 26,396 97,300 SH   DFND 25 0 0 97,300
SPDR S&P 500 ETF TR PUT 78462F953 96,901 357,200 SH Put DFND 4 357,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,315 27,936 SH   DFND 4 27,936 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,563 30,030 SH   DFND 24 30,030 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 6,507 169,774 SH   DFND 24 80,135 0 89,639
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 1,566 40,000 SH   DFND 24 40,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,988 37,500 SH   DFND 24 37,500 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 241 6,800 SH   DFND 17 6,800 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 13,542 222,000 SH   DFND 4 222,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 13,995 325,000 SH   DFND 4 325,000 0 0
SPDR SERIES TRUST PUT 78464A958 18,984 480,000 SH Put DFND 4 480,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,602 30,872 SH   DFND 17 27,533 0 3,339
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,868 325,009 SH   DFND 20 2,779 0 322,230
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 120,853 2,328,583 SH   DFND 21 2,249,118 0 79,465
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 981 18,900 SH   DFND 24 18,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,508 67,584 SH   DFND 25 67,584 0 0
SP PLUS CORP COM 78469C103 1,626 43,707 SH   DFND 17 23,356 0 20,351
SP PLUS CORP COM 78469C103 3,081 82,836 SH   DFND 21 73,597 0 9,239
SRC ENERGY INC COM 78470V108 112 10,192 SH   DFND 20 10,192 0 0
SRC ENERGY INC COM 78470V108 550 49,877 SH   DFND 21 49,877 0 0
SVB FINL GROUP COM 78486Q101 424 1,467 SH   DFND 17 1,467 0 0
SVB FINL GROUP COM 78486Q101 123 425 SH   DFND 21 425 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,371 155,115 SH   DFND 21 15,434 0 139,681
SABRE CORP COM 78573M104 2 100 SH   DFND 17 100 0 0
SABRE CORP COM 78573M104 8,137 330,216 SH   DFND 21 313,568 0 16,648
SAGE THERAPEUTICS INC COM 78667J108 5,946 37,986 SH   DFND 17 28,191 0 9,795
SAIA INC COM 78709Y105 1,431 17,700 SH   DFND 17 17,700 0 0
SAIA INC COM 78709Y105 82 1,015 SH   DFND 21 1,015 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 1,281 52,191 SH   DFND 17 52,191 0 0
SALESFORCE COM INC COM 79466L302 598,819 4,390,165 SH   DFND 17 3,989,798 0 400,367
SALESFORCE COM INC COM 79466L302 1,604 11,760 SH   DFND 21 4,564 0 7,196
SALESFORCE COM INC CALL 79466L902 6,656 48,800 SH Call DFND 4 48,800 0 0
SALESFORCE COM INC PUT 79466L952 52,241 383,000 SH Put DFND 4 383,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 13,831 3,060,000 SH   DFND 4 3,060,000 0 0
SANDERSON FARMS INC COM 800013104 9,729 92,526 SH   DFND 17 92,526 0 0
SANDERSON FARMS INC COM 800013104 20,933 199,075 SH   DFND 21 67,240 0 131,835
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3,745 1,440,458 SH   DFND 17 1,440,458 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 222 12,525 SH   DFND 17 12,525 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,539 60,970 SH   DFND 17 58,926 0 2,044
SANGAMO THERAPEUTICS INC COM 800677106 2,767 194,867 SH   DFND 17 189,812 0 5,055
SANGAMO THERAPEUTICS INC COM 800677106 1,076 75,808 SH   DFND 21 2,842 0 72,966
SANMINA CORPORATION COM 801056102 1,219 41,602 SH   DFND 21 4,434 0 37,168
SANTANDER CONSUMER USA HDG I COM 80283M101 2,472 129,508 SH   DFND 17 129,508 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 11,335 593,742 SH   DFND 21 593,742 0 0
SAP SE SPON ADR 803054204 3,484 30,119 SH   DFND 17 30,119 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,648 42,730 SH   DFND 17 34,875 0 7,855
SAREPTA THERAPEUTICS INC COM 803607100 309 2,338 SH   DFND 21 2,338 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,710 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 602 15,641 SH   DFND 17 15,641 0 0
SCANA CORP NEW COM 80589M102 1,803 46,816 SH   DFND 21 45,488 0 1,328
SCHEIN HENRY INC COM 806407102 187 2,572 SH   DFND 17 2,572 0 0
SCHEIN HENRY INC COM 806407102 42,931 591,010 SH   DFND 21 591,010 0 0
SCHEIN HENRY INC COM 806407102 981 13,500 SH   DFND 24 13,500 0 0
SCHLUMBERGER LTD COM 806857108 4,961 74,011 SH   DFND 4 74,011 0 0
SCHLUMBERGER LTD COM 806857108 188,767 2,816,156 SH   DFND 17 2,732,212 0 83,944
SCHLUMBERGER LTD COM 806857108 17,405 259,656 SH   DFND 21 167,203 0 92,453
SCHLUMBERGER LTD COM 806857108 1,186 17,700 SH   DFND 24 17,700 0 0
SCHLUMBERGER LTD CALL 806857908 4,840 72,200 SH Call DFND 4 72,200 0 0
SCHLUMBERGER LTD PUT 806857958 44,856 669,200 SH Put DFND 4 669,200 0 0
SCHNITZER STL INDS CL A 806882106 560 16,615 SH   DFND 17 10,604 0 6,011
SCHNITZER STL INDS CL A 806882106 4,204 124,756 SH   DFND 21 81,632 0 43,124
SCHNEIDER NATIONAL INC CL B 80689H102 566 20,566 SH   DFND 17 20,566 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 3,403 123,709 SH   DFND 21 123,709 0 0
SCHOLASTIC CORP COM 807066105 256 5,780 SH   DFND 17 5,780 0 0
SCHWAB CHARLES CORP NEW COM 808513105 465 9,094 SH   DFND 4 9,094 0 0
SCHWAB CHARLES CORP NEW COM 808513105 16,823 329,211 SH   DFND 17 97,536 0 231,675
SCHWAB CHARLES CORP NEW COM 808513105 19,968 390,764 SH   DFND 20 86,200 0 304,564
SCHWAB CHARLES CORP NEW COM 808513105 168,428 3,296,053 SH   DFND 21 3,209,752 0 86,301
SCHWAB CHARLES CORP NEW COM 808513105 598 11,700 SH   DFND 24 11,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 6,851 134,069 SH   DFND 25 134,069 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 1,272 24,900 SH Call DFND 4 24,900 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 25,029 489,800 SH Put DFND 4 489,800 0 0
SCHWAB STRATEGIC TR SHT TM US TRES 808524862 2,097 42,165 SH   DFND 17 42,165 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 18,706 340,664 SH   DFND 17 340,664 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 20,054 458,702 SH   DFND 17 458,702 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,837 64,889 SH   DFND 21 34,503 0 30,386
SCIENCE APPLICATNS INTL CP N COM 808625107 467 5,767 SH   DFND 17 5,767 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 416 5,144 SH   DFND 21 5,144 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 27,147 26,875,000 PRN   DFND 17 26,875,000 0 0
SEABOARD CORP COM 811543107 59 15 SH   DFND 17 15 0 0
SEABOARD CORP COM 811543107 309 78 SH   DFND 21 78 0 0
SEACHANGE INTL INC COM 811699107 102 29,860 SH   DFND 17 29,860 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 10,125 320,604 SH   DFND 17 208,707 0 111,897
SEATTLE GENETICS INC COM 812578102 2,033 30,615 SH   DFND 17 30,615 0 0
SEATTLE GENETICS INC COM 812578102 1,195 18,000 SH   DFND 24 18,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 708 12,200 SH   DFND 24 12,200 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 542 6,500 SH   DFND 24 6,500 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,858 17,000 SH   DFND 24 17,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 4,323 56,920 SH   DFND 24 21,630 0 35,290
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,446 92,000 SH   DFND 24 92,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,092 29,200 SH   DFND 24 29,200 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 277,905 10,451,500 SH Put DFND 4 10,249,000 0 202,500
SELECT SECTOR SPDR TR PUT 81369Y956 27,118 357,100 SH Put DFND 4 357,100 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 33,555 307,000 SH Put DFND 4 307,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 180 8,000 SH   DFND 17 8,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 35 1,574 SH   DFND 20 1,574 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,233 54,891 SH   DFND 21 4,617 0 50,274
SEMPRA ENERGY COM 816851109 499 4,300 SH   DFND 4 4,300 0 0
SEMPRA ENERGY COM 816851109 502 4,320 SH   DFND 17 4,320 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,161 1,125,000 SH   DFND 17 1,125,000 0 0
SEMPRA ENERGY CALL 816851909 2,438 21,000 SH Call DFND 4 21,000 0 0
SEMPRA ENERGY PUT 816851959 23,129 199,200 SH Put DFND 4 199,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 221 12,210 SH   DFND 17 12,210 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 771 42,595 SH   DFND 21 42,595 0 0
SERVICE CORP INTL COM 817565104 15,118 422,417 SH   DFND 17 257,872 0 164,545
SERVICE CORP INTL COM 817565104 155 4,338 SH   DFND 20 4,338 0 0
SERVICE CORP INTL COM 817565104 23,725 662,896 SH   DFND 21 564,488 0 98,408
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 421 7,083 SH   DFND 17 7,083 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,189 53,627 SH   DFND 21 53,627 0 0
SERVICENOW INC COM 81762P102 298,032 1,728,025 SH   DFND 17 1,459,909 0 268,116
SERVICENOW INC COM 81762P102 12,361 71,669 SH   DFND 21 71,669 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 8,312 3,550,000 PRN   DFND 17 3,550,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,353 213,823 SH   DFND 21 178,211 0 35,612
SHERWIN WILLIAMS CO COM 824348106 295 725 SH   DFND 4 725 0 0
SHERWIN WILLIAMS CO COM 824348106 4,698 11,527 SH   DFND 17 11,527 0 0
SHERWIN WILLIAMS CO COM 824348106 13,081 32,094 SH   DFND 21 32,094 0 0
SHERWIN WILLIAMS CO CALL 824348906 3,098 7,600 SH Call DFND 4 7,600 0 0
SHERWIN WILLIAMS CO PUT 824348956 19,767 48,500 SH Put DFND 4 48,500 0 0
SHOE CARNIVAL INC COM 824889109 299 9,204 SH   DFND 21 0 0 9,204
SHORE BANCSHARES INC COM 825107105 325 17,095 SH   DFND 17 17,095 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 25 10,144 SH   DFND 20 10,144 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 168 69,533 SH   DFND 21 69,533 0 0
SIENTRA INC COM 82621J105 3,485 178,624 SH   DFND 17 169,442 0 9,182
SIERRA ONCOLOGY INC COM 82640U107 50 16,775 SH   DFND 17 16,775 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 957 7,485 SH   DFND 17 7,485 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 9,627 75,285 SH   DFND 20 0 0 75,285
SIGNATURE BK NEW YORK N Y COM 82669G104 895 7,000 SH   DFND 21 7,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 6,096 5,000,000 PRN   DFND 17 5,000,000 0 0
SILGAN HOLDINGS INC COM 827048109 23,551 877,777 SH   DFND 17 871,296 0 6,481
SILGAN HOLDINGS INC COM 827048109 48 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 6,714 250,224 SH   DFND 21 219,044 0 31,180
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 281 5,321 SH   DFND 17 5,321 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 28,274 945,618 SH   DFND 17 945,618 0 0
SIMON PPTY GROUP INC NEW COM 828806109 102,326 601,246 SH   DFND 4 601,246 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,089 6,401 SH   DFND 17 6,401 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 3,114 18,300 SH Call DFND 4 18,300 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 24,541 144,200 SH Put DFND 4 144,200 0 0
SIMPLY GOOD FOODS CO COM 82900L102 9,326 645,824 SH   DFND 17 380,393 0 265,431
SIMPLY GOOD FOODS CO COM 82900L102 280 19,406 SH   DFND 21 19,406 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,449 39,379 SH   DFND 21 33,003 0 6,376
SINCLAIR BROADCAST GROUP INC PUT 829226959 3,151 98,000 SH Put DFND 21 98,000 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 2,680 44,680 SH   DFND 17 44,680 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,991 99,805 SH   DFND 17 37,440 0 62,365
SKECHERS U S A INC CL A 830566105 4,893 163,038 SH   DFND 17 20,331 0 142,707
SKECHERS U S A INC CL A 830566105 153 5,103 SH   DFND 20 5,103 0 0
SKECHERS U S A INC CL A 830566105 1,647 54,876 SH   DFND 21 15,074 0 39,802
SKYWEST INC COM 830879102 6,998 134,831 SH   DFND 17 109,874 0 24,957
SKYWEST INC COM 830879102 253 4,880 SH   DFND 20 4,880 0 0
SKYWEST INC COM 830879102 14,594 281,202 SH   DFND 21 222,498 0 58,704
SKYWORKS SOLUTIONS INC COM 83088M102 24,647 255,015 SH   DFND 17 212,990 0 42,025
SKYWORKS SOLUTIONS INC COM 83088M102 974 10,076 SH   DFND 21 8,010 0 2,066
SLEEP NUMBER CORP COM 83125X103 397 13,682 SH   DFND 21 0 0 13,682
SMITH A O COM 831865209 13,048 220,592 SH   DFND 17 199,084 0 21,508
SMITH A O COM 831865209 985 16,648 SH   DFND 21 16,648 0 0
SMUCKER J M CO COM NEW 832696405 430 4,003 SH   DFND 17 1,914 0 2,089
SMUCKER J M CO COM NEW 832696405 70 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 18,059 168,020 SH   DFND 21 131,706 0 36,314
SNAP ON INC COM 833034101 1,041 6,477 SH   DFND 17 6,477 0 0
SNAP ON INC COM 833034101 189 1,176 SH   DFND 20 1,176 0 0
SNAP ON INC COM 833034101 11,609 72,234 SH   DFND 21 54,160 0 18,074
SNAP INC CL A 83304A106 105,442 8,055,120 SH   DFND 17 7,813,460 0 241,660
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,150 65,565 SH   DFND 17 65,565 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,292 47,692 SH   DFND 24 47,692 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 88,590 95,130,000 PRN   DFND 17 95,130,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 62 1,305 SH   DFND 17 1,305 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 157 3,282 SH   DFND 21 3,282 0 0
SONOCO PRODS CO COM 835495102 40,933 779,683 SH   DFND 17 779,683 0 0
SONY CORP SPONSORED ADR 835699307 9,373 182,852 SH   DFND 17 182,852 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 301 550,000 SH   DFND 17 550,000 0 0
SOUTH ST CORP COM 840441109 4,983 57,775 SH   DFND 17 57,775 0 0
SOUTHERN CO COM 842587107 1,087 23,470 SH   DFND 17 23,470 0 0
SOUTHERN CO COM 842587107 568 12,271 SH   DFND 20 12,271 0 0
SOUTHERN CO COM 842587107 5,835 126,002 SH   DFND 21 63,225 0 62,777
SOUTHERN CO CALL 842587907 7,095 153,200 SH Call DFND 4 153,200 0 0
SOUTHERN CO PUT 842587957 15,204 328,300 SH Put DFND 4 328,300 0 0
SOUTHWEST AIRLS CO COM 844741108 2,442 47,987 SH   DFND 4 47,987 0 0
SOUTHWEST AIRLS CO COM 844741108 15,014 295,096 SH   DFND 17 295,096 0 0
SOUTHWEST AIRLS CO COM 844741108 11,092 217,998 SH   DFND 21 207,746 0 10,252
SOUTHWEST AIRLS CO CALL 844741908 1,318 25,900 SH Call DFND 4 25,900 0 0
SOUTHWEST AIRLS CO PUT 844741958 15,773 310,000 SH Put DFND 4 310,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 17,694 3,338,504 SH   DFND 17 3,338,504 0 0
SOUTHWESTERN ENERGY CO COM 845467109 130 24,586 SH   DFND 21 24,586 0 0
SPARK ENERGY INC CL A COM 846511103 158 16,224 SH   DFND 21 0 0 16,224
SPARTAN MTRS INC COM 846819100 4,624 306,203 SH   DFND 17 298,954 0 7,249
SPARTANNASH CO COM 847215100 369 14,476 SH   DFND 17 14,476 0 0
SPARTANNASH CO COM 847215100 2,736 107,193 SH   DFND 21 95,355 0 11,838
SPECTRA ENERGY PARTNERS LP COM 84756N109 12,644 356,980 SH   DFND 17 356,980 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 307 17,667 SH   DFND 17 17,667 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 40 2,301 SH   DFND 20 2,301 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,754 101,011 SH   DFND 21 93,246 0 7,765
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 16,500 192,061 SH   DFND 17 166,061 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 446 5,186 SH   DFND 20 5,186 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 24,653 286,958 SH   DFND 21 152,658 0 134,300
SPIRE INC COM 84857L101 2,229 31,549 SH   DFND 17 4,456 0 27,093
SPIRIT RLTY CAP INC NEW COM 84860W102 4,463 555,853 SH   DFND 17 555,853 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,996 3,000,000 PRN   DFND 17 3,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 23,053 22,955,000 PRN   DFND 17 22,955,000 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 573 55,585 SH   DFND 17 55,585 0 0
SPLUNK INC COM 848637104 137,082 1,383,127 SH   DFND 17 1,301,572 0 81,555
SPLUNK INC COM 848637104 173 1,742 SH   DFND 21 1,742 0 0
SPROUTS FMRS MKT INC COM 85208M102 111 5,024 SH   DFND 20 5,024 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,710 168,115 SH   DFND 21 68,361 0 99,754
SQUARE INC CL A 852234103 352,187 5,713,605 SH   DFND 17 4,966,695 0 746,910
SQUARE INC CL A 852234103 17,418 282,574 SH   DFND 21 282,574 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 1,216 450,000 PRN   DFND 17 450,000 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 239 7,715 SH   DFND 17 0 0 7,715
STAG INDL INC COM 85254J102 12,860 472,285 SH   DFND 17 279,465 0 192,820
STANLEY BLACK & DECKER INC COM 854502101 768 5,782 SH   DFND 4 5,782 0 0
STANLEY BLACK & DECKER INC COM 854502101 10,779 81,158 SH   DFND 17 76,811 0 4,347
STANLEY BLACK & DECKER INC COM 854502101 1,289 9,702 SH   DFND 20 9,702 0 0
STANLEY BLACK & DECKER INC COM 854502101 67,382 507,357 SH   DFND 21 377,389 0 129,968
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 1,391 1,327,560 SH   DFND 17 1,282,400 0 45,160
STANLEY BLACK & DECKER INC CALL 854502901 545 4,100 SH Call DFND 4 4,100 0 0
STANLEY BLACK & DECKER INC PUT 854502951 8,646 65,100 SH Put DFND 4 65,100 0 0
STANTEC INC COM 85472N109 12,796 497,861 SH   DFND 17 497,861 0 0
STANTEC INC COM 85472N109 116 4,512 SH   DFND 21 4,512 0 0
STARBUCKS CORP COM 855244109 6,075 124,356 SH   DFND 4 124,356 0 0
STARBUCKS CORP COM 855244109 132,125 2,704,705 SH   DFND 17 2,589,103 0 115,602
STARBUCKS CORP COM 855244109 20,875 427,328 SH   DFND 21 241,715 0 185,613
STARBUCKS CORP CALL 855244909 7,513 153,800 SH Call DFND 4 153,800 0 0
STARBUCKS CORP PUT 855244959 24,943 510,600 SH Put DFND 4 510,600 0 0
STARS GROUP INC COM 85570W100 65 1,782 SH   DFND 20 1,782 0 0
STARS GROUP INC COM 85570W100 2,280 62,893 SH   DFND 21 15,038 0 47,855
STARWOOD PPTY TR INC COM 85571B105 3,919 180,494 SH   DFND 4 180,494 0 0
STARWOOD PPTY TR INC COM 85571B105 903 41,588 SH   DFND 17 41,588 0 0
STARWOOD PPTY TR INC COM 85571B105 3,184 146,649 SH   DFND 21 146,649 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,870 2,850,000 PRN   DFND 17 2,850,000 0 0
STATE STR CORP COM 857477103 634 6,809 SH   DFND 4 6,809 0 0
STATE STR CORP COM 857477103 21,414 230,038 SH   DFND 17 230,038 0 0
STATE STR CORP COM 857477103 612 6,579 SH   DFND 20 6,579 0 0
STATE STR CORP COM 857477103 9,041 97,123 SH   DFND 21 70,465 0 26,658
STATE STR CORP CALL 857477903 1,666 17,900 SH Call DFND 4 17,900 0 0
STATE STR CORP PUT 857477953 17,203 184,800 SH Put DFND 4 184,800 0 0
STEEL DYNAMICS INC COM 858119100 24,779 539,259 SH   DFND 17 539,259 0 0
STEEL DYNAMICS INC COM 858119100 2,233 48,587 SH   DFND 21 3,161 0 45,426
STEPAN CO COM 858586100 22,380 286,880 SH   DFND 17 286,880 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 405 824,690 SH   DFND 17 824,690 0 0
STERLING CONSTRUCTION CO INC COM 859241101 4,699 360,624 SH   DFND 17 351,799 0 8,825
STIFEL FINL CORP COM 860630102 21,647 414,305 SH   DFND 17 414,305 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 5,044 228,035 SH   DFND 17 167,175 0 60,860
STONERIDGE INC COM 86183P102 4,525 128,765 SH   DFND 17 86,986 0 41,779
STONERIDGE INC COM 86183P102 226 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 5,918 168,409 SH   DFND 21 107,770 0 60,639
STORE CAP CORP COM 862121100 209 7,614 SH   DFND 17 0 0 7,614
STORE CAP CORP COM 862121100 12,039 439,384 SH   DFND 21 119,579 0 319,805
STRYKER CORP COM 863667101 12,288 72,773 SH   DFND 17 70,963 0 1,810
STRYKER CORP COM 863667101 937 5,547 SH   DFND 20 5,547 0 0
STRYKER CORP COM 863667101 6,480 38,373 SH   DFND 21 19,672 0 18,701
STRYKER CORP CALL 863667901 3,782 22,400 SH Call DFND 4 22,400 0 0
STRYKER CORP PUT 863667951 34,177 202,400 SH Put DFND 4 202,400 0 0
SUN CMNTYS INC COM 866674104 50,100 511,856 SH   DFND 4 511,856 0 0
SUN LIFE FINL INC COM 866796105 1,889 47,045 SH   DFND 17 35,129 0 11,916
SUN LIFE FINL INC COM 866796105 702 17,478 SH   DFND 20 17,478 0 0
SUN LIFE FINL INC COM 866796105 24,407 607,730 SH   DFND 21 526,387 0 81,343
SUNCOR ENERGY INC NEW COM 867224107 24,304 597,577 SH   DFND 17 519,147 0 78,430
SUNCOR ENERGY INC NEW COM 867224107 35,768 879,460 SH   DFND 21 628,418 0 251,042
SUNCOR ENERGY INC NEW COM 867224107 1,545 38,000 SH   DFND 24 38,000 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 12,969 864,607 SH   DFND 17 864,607 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,411 6,825,000 PRN   DFND 17 6,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 30,035 35,335,000 PRN   DFND 17 35,335,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 98 12,795 SH   DFND 25 12,795 0 0
SUNOCO LP COM U REP LP 86765K109 84 3,375 SH   DFND 17 3,375 0 0
SUNOCO LP COM U REP LP 86765K109 429 17,174 SH   DFND 21 17,174 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,639 399,457 SH   DFND 4 399,457 0 0
SUNTRUST BKS INC COM 867914103 3,818 57,826 SH   DFND 4 57,826 0 0
SUNTRUST BKS INC COM 867914103 109,563 1,659,539 SH   DFND 17 1,659,539 0 0
SUNTRUST BKS INC COM 867914103 661 10,007 SH   DFND 20 10,007 0 0
SUNTRUST BKS INC COM 867914103 46,214 700,001 SH   DFND 21 584,944 0 115,057
SUNTRUST BKS INC CALL 867914903 1,802 27,300 SH Call DFND 4 27,300 0 0
SUNTRUST BKS INC PUT 867914953 13,019 197,200 SH Put DFND 4 197,200 0 0
SUPERIOR INDS INTL INC COM 868168105 85 4,722 SH   DFND 17 4,722 0 0
SUPERIOR INDS INTL INC COM 868168105 75 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 1,399 78,162 SH   DFND 21 68,131 0 10,031
SUPERNUS PHARMACEUTICALS INC COM 868459108 10,223 170,817 SH   DFND 17 98,805 0 72,012
SUPERVALU INC COM NEW 868536301 415 20,203 SH   DFND 17 20,203 0 0
SUPERVALU INC COM NEW 868536301 1,241 60,467 SH   DFND 21 60,467 0 0
SURMODICS INC COM 868873100 5,782 104,752 SH   DFND 17 100,871 0 3,881
SUTHERLAND ASSET MGMT CORP M COM 86933G105 264 16,253 SH   DFND 17 16,253 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 1,194 73,486 SH   DFND 21 67,664 0 5,822
SYKES ENTERPRISES INC COM 871237103 394 13,674 SH   DFND 17 13,674 0 0
SYKES ENTERPRISES INC COM 871237103 3,503 121,704 SH   DFND 21 80,492 0 41,212
SYMANTEC CORP COM 871503108 2,470 119,630 SH   DFND 17 90,560 0 29,070
SYMANTEC CORP COM 871503108 763 36,926 SH   DFND 21 36,926 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 76,902 78,165,000 PRN   DFND 17 74,805,000 0 3,360,000
SYNOPSYS INC COM 871607107 390 4,559 SH   DFND 17 4,559 0 0
SYNOPSYS INC COM 871607107 9,224 107,796 SH   DFND 21 30,543 0 77,253
SYNOVUS FINL CORP COM NEW 87161C501 313 5,921 SH   DFND 17 5,921 0 0
SYNOVUS FINL CORP COM NEW 87161C501 140 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,433 140,692 SH   DFND 21 79,524 0 61,168
SYNTEL INC COM 87162H103 1,930 60,135 SH   DFND 17 32,170 0 27,965
SYNTEL INC COM 87162H103 35 1,078 SH   DFND 21 1,078 0 0
SYNNEX CORP COM 87162W100 25,354 262,711 SH   DFND 17 262,711 0 0
SYNNEX CORP COM 87162W100 5,813 60,237 SH   DFND 21 19,319 0 40,918
SYNCHRONY FINL COM 87165B103 5,334 159,783 SH   DFND 4 159,783 0 0
SYNCHRONY FINL COM 87165B103 10,868 325,575 SH   DFND 17 276,570 0 49,005
SYNCHRONY FINL COM 87165B103 4,499 134,777 SH   DFND 21 53,372 0 81,405
SYNCHRONY FINL CALL 87165B903 1,202 36,000 SH Call DFND 4 36,000 0 0
SYNCHRONY FINL PUT 87165B953 11,152 334,100 SH Put DFND 4 334,100 0 0
SYSCO CORP COM 871829107 32,592 477,260 SH   DFND 17 348,671 0 128,589
SYSCO CORP COM 871829107 1,706 24,975 SH   DFND 20 24,975 0 0
SYSCO CORP COM 871829107 36,941 540,944 SH   DFND 21 412,826 0 128,118
SYSCO CORP CALL 871829907 1,482 21,700 SH Call DFND 4 21,700 0 0
SYSCO CORP PUT 871829957 13,822 202,400 SH Put DFND 4 202,400 0 0
TCF FINL CORP COM 872275102 18,511 751,865 SH   DFND 17 751,865 0 0
TCF FINL CORP COM 872275102 149 6,060 SH   DFND 20 6,060 0 0
TCF FINL CORP COM 872275102 1,379 56,008 SH   DFND 21 13,969 0 42,039
TC PIPELINES LP UT COM LTD PRT 87233Q108 15,494 597,072 SH   DFND 17 597,072 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 16,012 292,345 SH   DFND 17 292,345 0 0
TJX COS INC NEW COM 872540109 10,140 106,538 SH   DFND 4 106,538 0 0
TJX COS INC NEW COM 872540109 1,007 10,576 SH   DFND 17 10,576 0 0
TJX COS INC NEW COM 872540109 4,633 48,678 SH   DFND 21 19,288 0 29,390
TJX COS INC NEW CALL 872540909 3,293 34,600 SH Call DFND 4 34,600 0 0
TJX COS INC NEW PUT 872540959 28,059 294,800 SH Put DFND 4 294,800 0 0
T MOBILE US INC COM 872590104 5,942 99,452 SH   DFND 17 53,923 0 45,529
T MOBILE US INC COM 872590104 18,579 310,943 SH   DFND 21 308,226 0 2,717
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 2,985 3,000,000 PRN   DFND 17 3,000,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 43,463 444,630 SH   DFND 17 320,390 0 124,240
TABLEAU SOFTWARE INC CL A 87336U105 6,066 62,061 SH   DFND 21 62,061 0 0
TABULA RASA HEALTHCARE INC COM 873379101 11,215 175,706 SH   DFND 17 171,163 0 4,543
TABULA RASA HEALTHCARE INC COM 873379101 301 4,715 SH   DFND 21 4,715 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 7,883 151,598 SH   DFND 17 147,360 0 4,238
TAHOE RES INC COM 873868103 5,770 1,173,173 SH   DFND 21 1,110,201 0 62,972
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,374 557,277 SH   DFND 17 557,277 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 52,321 1,431,104 SH   DFND 20 1,431,104 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,470 477,850 SH   DFND 21 468,195 0 9,655
TAILORED BRANDS INC COM 87403A107 1,460 57,200 SH   DFND 17 57,200 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 197,987 1,672,751 SH   DFND 17 1,571,961 0 100,790
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 18,573 156,917 SH   DFND 21 156,917 0 0
TAL ED GROUP SPONSORED ADS 874080104 1,247 33,893 SH   DFND 21 26,398 0 7,495
TAL ED GROUP SPONSORED ADS 874080104 1,067 29,000 SH   DFND 24 29,000 0 0
TALOS ENERGY INC COM 87484T108 13,794 429,325 SH   DFND 17 429,325 0 0
TAPESTRY INC COM 876030107 7,893 168,973 SH   DFND 17 138,123 0 30,850
TARGET CORP COM 87612E106 32 418 SH   DFND 4 418 0 0
TARGET CORP COM 87612E106 181,041 2,378,357 SH   DFND 17 2,260,404 0 117,953
TARGET CORP COM 87612E106 69,861 917,771 SH   DFND 21 538,888 0 378,883
TARGET CORP CALL 87612E906 3,311 43,500 SH Call DFND 4 43,500 0 0
TARGET CORP PUT 87612E956 25,622 336,600 SH Put DFND 4 336,600 0 0
TARGA RES CORP COM 87612G101 10,844 219,125 SH   DFND 4 161,625 0 57,500
TATA MTRS LTD SPONSORED ADR 876568502 1,095 56,003 SH   DFND 17 56,003 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,170 59,855 SH   DFND 21 47,170 0 12,685
TAYLOR MORRISON HOME CORP CL A 87724P106 4,161 200,218 SH   DFND 17 168,823 0 31,395
TECH DATA CORP COM 878237106 518 6,310 SH   DFND 21 588 0 5,722
TECK RESOURCES LTD CL B 878742204 7,668 301,208 SH   DFND 17 298,074 0 3,134
TECK RESOURCES LTD CL B 878742204 133 5,218 SH   DFND 20 5,218 0 0
TECK RESOURCES LTD CL B 878742204 49,936 1,961,445 SH   DFND 21 1,798,251 0 163,194
TECHTARGET INC COM 87874R100 1,465 51,597 SH   DFND 17 13,781 0 37,816
TECHTARGET INC COM 87874R100 1,011 35,584 SH   DFND 21 19,641 0 15,943
TEGNA INC COM 87901J105 971 89,512 SH   DFND 21 89,512 0 0
TELARIA INC COM 879181105 1,051 260,094 SH   DFND 17 231,296 0 28,798
TELADOC INC COM 87918A105 1,077 18,546 SH   DFND 17 18,546 0 0
TELADOC INC COM 87918A105 190 3,267 SH   DFND 21 3,267 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 60 3,371 SH   DFND 20 3,371 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 175 9,875 SH   DFND 21 9,875 0 0
TELEFLEX INC COM 879369106 12,327 45,960 SH   DFND 17 40,631 0 5,329
TELEFLEX INC COM 879369106 429 1,598 SH   DFND 20 1,598 0 0
TELEFLEX INC COM 879369106 14,163 52,805 SH   DFND 21 35,949 0 16,856
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,273 191,523 SH   DFND 21 191,523 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 381 13,882 SH   DFND 21 0 0 13,882
TELUS CORP COM 87971M103 299 8,426 SH   DFND 20 8,426 0 0
TELUS CORP COM 87971M103 867 24,420 SH   DFND 21 24,420 0 0
TENNECO INC COM 880349105 18,419 418,996 SH   DFND 17 417,650 0 1,346
TENNECO INC COM 880349105 1,799 40,920 SH   DFND 21 31,170 0 9,750
TENNECO INC COM 880349105 3,385 77,000 SH   DFND 24 77,000 0 0
TENNECO INC COM 880349105 196 4,464 SH   DFND 25 4,464 0 0
TERADYNE INC COM 880770102 34,866 915,827 SH   DFND 17 733,222 0 182,605
TERADYNE INC COM 880770102 2,960 77,748 SH   DFND 21 48,136 0 29,612
TERADYNE INC NOTE 1.250%12/1 880770AG7 45,501 33,830,000 PRN   DFND 17 32,215,000 0 1,615,000
TEREX CORP NEW COM 880779103 676 16,020 SH   DFND 17 0 0 16,020
TERNIUM SA SPON ADR 880890108 6,652 191,031 SH   DFND 17 134,873 0 56,158
TERNIUM SA SPON ADR 880890108 5,689 163,379 SH   DFND 21 56,706 0 106,673
TESARO INC NOTE 3.000%10/0 881569AA5 1,177 785,000 PRN   DFND 17 785,000 0 0
TESLA INC COM 88160R101 266,174 776,132 SH   DFND 17 718,628 0 57,504
TESLA INC COM 88160R101 1,167 3,403 SH   DFND 25 3,403 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 91,070 82,135,000 PRN   DFND 17 77,640,000 0 4,495,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 62,115 55,000,000 PRN   DFND 4 55,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 97,979 86,260,000 PRN   DFND 17 86,260,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 72,948 60,000,000 PRN   DFND 4 60,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 61,211 50,450,000 PRN   DFND 17 47,670,000 0 2,780,000
TETRA TECH INC NEW COM 88162G103 21,740 371,630 SH   DFND 17 355,980 0 15,650
TETRA TECH INC NEW COM 88162G103 1,568 26,797 SH   DFND 21 26,797 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 52,274 56,480,000 PRN   DFND 17 56,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,534 16,762 SH   DFND 17 16,762 0 0
TEXAS INSTRS INC COM 882508104 243,944 2,212,643 SH   DFND 17 2,126,090 0 86,553
TEXAS INSTRS INC COM 882508104 453 4,112 SH   DFND 20 4,112 0 0
TEXAS INSTRS INC COM 882508104 114,765 1,040,954 SH   DFND 21 818,488 0 222,466
TEXAS INSTRS INC CALL 882508904 8,974 81,400 SH Call DFND 4 81,400 0 0
TEXAS INSTRS INC PUT 882508954 40,506 367,400 SH Put DFND 4 367,400 0 0
TEXAS ROADHOUSE INC COM 882681109 6,193 94,541 SH   DFND 17 60,810 0 33,731
TG THERAPEUTICS INC COM 88322Q108 2,042 155,312 SH   DFND 17 149,960 0 5,352
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,652 3,760,000 PRN   DFND 17 3,760,000 0 0
THE TRADE DESK INC COM CL A 88339J105 176,132 1,877,735 SH   DFND 17 1,820,665 0 57,070
THERMO FISHER SCIENTIFIC INC COM 883556102 147 710 SH   DFND 4 710 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 53,501 258,284 SH   DFND 17 225,091 0 33,193
THERMO FISHER SCIENTIFIC INC COM 883556102 14,484 69,924 SH   DFND 20 13,908 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 247,106 1,192,944 SH   DFND 21 904,599 0 288,345
THERMO FISHER SCIENTIFIC INC COM 883556102 870 4,200 SH   DFND 24 4,200 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 5,054 24,400 SH Call DFND 4 24,400 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 40,786 196,900 SH Put DFND 4 196,900 0 0
THOR INDS INC COM 885160101 36,521 375,002 SH   DFND 17 374,002 0 1,000
THOR INDS INC COM 885160101 203 2,085 SH   DFND 20 2,085 0 0
THOR INDS INC COM 885160101 21,564 221,423 SH   DFND 21 206,009 0 15,414
3M CO COM 88579Y101 1,171 5,955 SH   DFND 4 5,955 0 0
3M CO COM 88579Y101 86,732 440,890 SH   DFND 17 440,890 0 0
3M CO COM 88579Y101 18,218 92,609 SH   DFND 21 92,609 0 0
3M CO COM 88579Y101 135 686 SH   DFND 24 686 0 0
3M CO CALL 88579Y901 29,665 150,800 SH Call DFND 4 150,800 0 0
3M CO PUT 88579Y951 48,078 244,400 SH Put DFND 4 244,400 0 0
TIFFANY & CO NEW COM 886547108 221 1,682 SH   DFND 17 1,682 0 0
TIFFANY & CO NEW COM 886547108 68 517 SH   DFND 21 517 0 0
TIMKEN CO COM 887389104 5,583 128,207 SH   DFND 17 13,935 0 114,272
TIMKEN CO COM 887389104 12,846 294,967 SH   DFND 21 157,453 0 137,514
TITAN INTL INC ILL COM 88830M102 9,211 858,412 SH   DFND 17 858,412 0 0
TITAN INTL INC ILL COM 88830M102 5,386 501,943 SH   DFND 24 501,943 0 0
TITAN MACHY INC COM 88830R101 1,538 98,917 SH   DFND 17 98,917 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 13,569 13,575,000 PRN   DFND 17 13,575,000 0 0
TOLL BROTHERS INC COM 889478103 924 24,974 SH   DFND 17 24,974 0 0
TOLL BROTHERS INC COM 889478103 5,340 144,362 SH   DFND 21 66,164 0 78,198
TOPBUILD CORP COM 89055F103 5,295 67,594 SH   DFND 17 39,708 0 27,886
TOPBUILD CORP COM 89055F103 255 3,253 SH   DFND 21 3,253 0 0
TORCHMARK CORP COM 891027104 2,974 36,535 SH   DFND 17 36,535 0 0
TORCHMARK CORP COM 891027104 9,698 119,123 SH   DFND 21 115,673 0 3,450
TORONTO DOMINION BK ONT COM NEW 891160509 47,582 822,593 SH   DFND 17 600,930 0 221,663
TORONTO DOMINION BK ONT COM NEW 891160509 4,768 82,428 SH   DFND 20 82,428 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 133,972 2,316,111 SH   DFND 21 1,696,170 0 619,941
TOWER INTL INC COM 891826109 602 18,918 SH   DFND 17 18,918 0 0
TOWER INTL INC COM 891826109 2,245 70,593 SH   DFND 21 65,938 0 4,655
TOTAL SYS SVCS INC COM 891906109 145 1,714 SH   DFND 4 1,714 0 0
TOTAL SYS SVCS INC COM 891906109 20,131 238,178 SH   DFND 17 109,830 0 128,348
TOTAL SYS SVCS INC COM 891906109 924 10,931 SH   DFND 20 10,931 0 0
TOTAL SYS SVCS INC COM 891906109 84,253 996,839 SH   DFND 21 865,138 0 131,701
TOWN SPORTS INTL HLDGS INC COM 89214A102 1,052 72,310 SH   DFND 17 0 0 72,310
TRACTOR SUPPLY CO COM 892356106 14,951 195,461 SH   DFND 17 195,461 0 0
TRACTOR SUPPLY CO COM 892356106 833 10,887 SH   DFND 21 742 0 10,145
TRANSCANADA CORP COM 89353D107 32,639 754,844 SH   DFND 17 754,844 0 0
TRANSCANADA CORP COM 89353D107 8,869 205,119 SH   DFND 21 180,343 0 24,776
TRANSCANADA CORP COM 89353D107 385 8,900 SH   DFND 24 8,900 0 0
TRANSDIGM GROUP INC COM 893641100 559 1,621 SH   DFND 17 1,621 0 0
TRANSDIGM GROUP INC COM 893641100 1,468 4,253 SH   DFND 21 4,253 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 64,164 44,000,000 PRN   DFND 17 39,785,000 0 4,215,000
TRANSUNION COM 89400J107 12,870 179,648 SH   DFND 17 55,515 0 124,133
TRANSUNION COM 89400J107 17,059 238,124 SH   DFND 21 215,348 0 22,776
TRAVELERS COMPANIES INC COM 89417E109 832 6,804 SH   DFND 4 6,804 0 0
TRAVELERS COMPANIES INC COM 89417E109 12,776 104,434 SH   DFND 17 25,081 0 79,353
TRAVELERS COMPANIES INC COM 89417E109 162 1,327 SH   DFND 20 1,327 0 0
TRAVELERS COMPANIES INC COM 89417E109 22,777 186,178 SH   DFND 21 154,919 0 31,259
TRAVELERS COMPANIES INC COM 89417E109 107 872 SH   DFND 24 872 0 0
TRAVELERS COMPANIES INC CALL 89417E909 2,753 22,500 SH Call DFND 4 22,500 0 0
TRAVELERS COMPANIES INC PUT 89417E959 15,721 128,500 SH Put DFND 4 128,500 0 0
TRIBUNE MEDIA CO CL A 896047503 228 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 17,222 450,002 SH   DFND 21 450,002 0 0
TRIMBLE INC COM 896239100 56,534 1,721,502 SH   DFND 17 1,575,537 0 145,965
TRIMBLE INC COM 896239100 240 7,320 SH   DFND 21 0 0 7,320
TRIMBLE INC COM 896239100 6,765 206,000 SH   DFND 24 206,000 0 0
TRIMBLE INC COM 896239100 374 11,380 SH   DFND 25 11,380 0 0
TRINITY INDS INC COM 896522109 1,350 39,399 SH   DFND 21 39,399 0 0
TRIPLE-S MGMT CORP CL B 896749108 448 11,458 SH   DFND 17 11,458 0 0
TRIPLE-S MGMT CORP CL B 896749108 2,137 54,702 SH   DFND 21 50,346 0 4,356
TRIUMPH BANCORP INC COM 89679E300 4,085 100,247 SH   DFND 17 96,482 0 3,765
TRIPADVISOR INC COM 896945201 114,756 2,059,884 SH   DFND 17 2,059,884 0 0
TRIPADVISOR INC COM 896945201 75 1,352 SH   DFND 21 1,352 0 0
TRUECAR INC COM 89785L107 313 31,060 SH   DFND 17 0 0 31,060
TRUPANION INC COM 898202106 994 25,745 SH   DFND 17 25,745 0 0
TRUSTCO BK CORP N Y COM 898349105 105 11,815 SH   DFND 17 11,815 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,915 376,638 SH   DFND 17 364,082 0 12,556
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 7,062 7,000,000 PRN   DFND 17 7,000,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 871 17,526 SH   DFND 17 17,526 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 15 307 SH   DFND 4 307 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 360 7,306 SH   DFND 17 7,306 0 0
TWILIO INC CL A 90138F102 35,400 631,910 SH   DFND 17 631,910 0 0
TWITTER INC COM 90184L102 3,024 69,247 SH   DFND 17 54,352 0 14,895
TWITTER INC COM 90184L102 8,054 184,426 SH   DFND 21 30,082 0 154,344
TWITTER INC PUT 90184L952 974 22,300 SH Put DFND 4 22,300 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,085 3,180,000 PRN   DFND 17 3,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 63,587 65,635,000 PRN   DFND 17 65,635,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 7,819 494,884 SH   DFND 17 172,283 0 322,601
TWO HBRS INVT CORP COM NEW 90187B408 10,221 646,903 SH   DFND 21 361,423 0 285,480
II VI INC COM 902104108 4,496 103,486 SH   DFND 17 84,046 0 19,440
2U INC COM 90214J101 933 11,163 SH   DFND 17 11,163 0 0
TYLER TECHNOLOGIES INC COM 902252105 4,198 18,900 SH   DFND 17 10,830 0 8,070
TYSON FOODS INC CL A 902494103 767 11,136 SH   DFND 4 11,136 0 0
TYSON FOODS INC CL A 902494103 28,365 411,985 SH   DFND 17 276,824 0 135,161
TYSON FOODS INC CL A 902494103 1,547 22,470 SH   DFND 20 22,470 0 0
TYSON FOODS INC CL A 902494103 131,293 1,906,938 SH   DFND 21 1,277,207 0 629,731
TYSON FOODS INC CL A 902494103 578 8,400 SH   DFND 24 8,400 0 0
TYSON FOODS INC CALL 902494903 1,411 20,500 SH Call DFND 4 20,500 0 0
TYSON FOODS INC PUT 902494953 12,655 183,800 SH Put DFND 4 183,800 0 0
UDR INC COM 902653104 31,016 826,215 SH   DFND 4 826,215 0 0
UDR INC COM 902653104 1,074 28,619 SH   DFND 17 28,619 0 0
UGI CORP NEW COM 902681105 21,229 407,706 SH   DFND 17 293,909 0 113,797
UGI CORP NEW COM 902681105 3,628 69,673 SH   DFND 21 19,688 0 49,985
USA TRUCK INC COM 902925106 2,144 91,336 SH   DFND 17 84,321 0 7,015
US BANCORP DEL COM NEW 902973304 9,209 184,111 SH   DFND 4 184,111 0 0
US BANCORP DEL COM NEW 902973304 111,863 2,236,357 SH   DFND 17 2,233,592 0 2,765
US BANCORP DEL COM NEW 902973304 7,225 144,438 SH   DFND 21 144,438 0 0
US BANCORP DEL CALL 902973904 4,452 89,000 SH Call DFND 4 89,000 0 0
US BANCORP DEL PUT 902973954 38,150 762,700 SH Put DFND 4 762,700 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,213 10,520 SH   DFND 17 1,075 0 9,445
USA TECHNOLOGIES INC COM NO PAR 90328S500 14,875 1,062,528 SH   DFND 17 1,038,230 0 24,298
U S G CORP COM NEW 903293405 22,839 529,661 SH   DFND 4 529,661 0 0
U S G CORP COM NEW 903293405 9,163 212,500 SH   DFND 21 212,500 0 0
U S CONCRETE INC COM NEW 90333L201 3,823 72,825 SH   DFND 17 70,417 0 2,408
U S PHYSICAL THERAPY INC COM 90337L108 263 2,742 SH   DFND 17 2,742 0 0
U S SILICA HLDGS INC COM 90346E103 786 30,615 SH   DFND 17 30,615 0 0
U S SILICA HLDGS INC COM 90346E103 29 1,122 SH   DFND 20 1,122 0 0
ULTA BEAUTY INC COM 90384S303 85 36,380 SH   DFND 17 30,130 0 6,250
ULTA BEAUTY INC COM 90384S303 16 7,030 SH   DFND 21 7,030 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,914 115,274 SH   DFND 21 99,289 0 15,985
UMPQUA HLDGS CORP COM 904214103 16,499 730,389 SH   DFND 17 730,389 0 0
UMPQUA HLDGS CORP COM 904214103 4,503 199,356 SH   DFND 21 103,865 0 95,491
UNDER ARMOUR INC CL A 904311107 70 3,130 SH   DFND 17 3,130 0 0
UNDER ARMOUR INC CL A 904311107 140 6,231 SH   DFND 21 6,231 0 0
UNION PAC CORP COM 907818108 29,822 210,485 SH   DFND 4 210,485 0 0
UNION PAC CORP COM 907818108 285,554 2,015,487 SH   DFND 17 2,015,487 0 0
UNION PAC CORP COM 907818108 111,871 789,600 SH   DFND 21 712,295 0 77,305
UNION PAC CORP COM 907818108 652 4,600 SH   DFND 24 4,600 0 0
UNION PAC CORP COM 907818108 5,706 40,273 SH   DFND 25 40,273 0 0
UNION PAC CORP CALL 907818908 8,600 60,700 SH Call DFND 4 60,700 0 0
UNION PAC CORP PUT 907818958 57,890 408,600 SH Put DFND 4 408,600 0 0
UNISYS CORP COM NEW 909214306 131 10,160 SH   DFND 17 10,160 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 20,321 13,500,000 PRN   DFND 4 13,500,000 0 0
UNIT CORP COM 909218109 951 37,211 SH   DFND 21 13,581 0 23,630
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 17,007 554,518 SH   DFND 17 554,518 0 0
UNITED CONTL HLDGS INC COM 910047109 282 4,049 SH   DFND 17 4,049 0 0
UNITED CONTL HLDGS INC COM 910047109 190 2,728 SH   DFND 20 2,728 0 0
UNITED CONTL HLDGS INC COM 910047109 555 7,963 SH   DFND 21 7,963 0 0
UNITED FINL BANCORP INC NEW COM 910304104 927 52,935 SH   DFND 17 52,935 0 0
UNITED NAT FOODS INC COM 911163103 90 2,115 SH   DFND 20 2,115 0 0
UNITED NAT FOODS INC COM 911163103 3,087 72,371 SH   DFND 21 65,823 0 6,548
UNITED PARCEL SERVICE INC CL B 911312106 12,568 118,310 SH   DFND 4 118,310 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,178 29,913 SH   DFND 17 29,913 0 0
UNITED PARCEL SERVICE INC CL B 911312106 11,315 106,518 SH   DFND 21 5,548 0 100,970
UNITED PARCEL SERVICE INC CALL 911312906 7,542 71,000 SH Call DFND 4 71,000 0 0
UNITED PARCEL SERVICE INC PUT 911312956 47,389 446,100 SH Put DFND 4 446,100 0 0
UNITED RENTALS INC COM 911363109 120 810 SH   DFND 4 810 0 0
UNITED RENTALS INC COM 911363109 87,542 593,023 SH   DFND 17 498,068 0 94,955
UNITED RENTALS INC COM 911363109 151 1,023 SH   DFND 20 1,023 0 0
UNITED RENTALS INC COM 911363109 10,415 70,554 SH   DFND 21 62,307 0 8,247
US FOODS HLDG CORP COM 912008109 52 1,367 SH   DFND 17 1,367 0 0
US FOODS HLDG CORP COM 912008109 719 19,010 SH   DFND 20 19,010 0 0
US FOODS HLDG CORP COM 912008109 6,904 182,542 SH   DFND 21 92,979 0 89,563
UNITED STATES OIL FUND LP UNITS 91232N108 3,857 256,850 SH   DFND 24 256,850 0 0
UNITED STATES STL CORP NEW COM 912909108 38,399 1,105,000 SH   DFND 4 1,105,000 0 0
UNITED STATES STL CORP NEW COM 912909108 1,211 34,857 SH   DFND 21 0 0 34,857
UNITED TECHNOLOGIES CORP COM 913017109 2,545 20,357 SH   DFND 4 20,357 0 0
UNITED TECHNOLOGIES CORP COM 913017109 94,272 753,999 SH   DFND 17 753,999 0 0
UNITED TECHNOLOGIES CORP COM 913017109 375 3,000 SH   DFND 21 3,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 93 747 SH   DFND 24 747 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 5,651 45,200 SH Call DFND 4 45,200 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 44,198 353,500 SH Put DFND 4 353,500 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 6,627 53,000 SH Put DFND 21 53,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,593 22,914 SH   DFND 17 22,914 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 913 8,070 SH   DFND 21 6,776 0 1,294
UNITED THERAPEUTICS CORP DEL COM 91307C102 758 6,700 SH   DFND 24 6,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,877 32,105 SH   DFND 4 32,105 0 0
UNITEDHEALTH GROUP INC COM 91324P102 562,026 2,290,806 SH   DFND 17 2,054,272 0 236,534
UNITEDHEALTH GROUP INC COM 91324P102 45,581 185,787 SH   DFND 20 100,344 0 85,443
UNITEDHEALTH GROUP INC COM 91324P102 533,120 2,172,983 SH   DFND 21 1,790,491 0 382,492
UNITEDHEALTH GROUP INC COM 91324P102 1,155 4,709 SH   DFND 24 4,709 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,614 31,035 SH   DFND 25 31,035 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 18,621 75,900 SH Call DFND 4 75,900 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 120,609 491,600 SH Put DFND 4 491,600 0 0
UNITI GROUP INC COM 91325V108 233 11,651 SH   DFND 17 11,651 0 0
UNIVAR INC COM 91336L107 319 12,160 SH   DFND 17 0 0 12,160
UNIVERSAL CORP VA COM 913456109 25,080 379,709 SH   DFND 17 379,709 0 0
UNIVERSAL CORP VA COM 913456109 322 4,871 SH   DFND 21 869 0 4,002
UNIVERSAL FST PRODS INC COM 913543104 32,343 883,215 SH   DFND 17 883,215 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,706 46,581 SH   DFND 21 30,930 0 15,651
UNIVERSAL INS HLDGS INC COM 91359V107 5,044 143,696 SH   DFND 17 60,617 0 83,079
UNIVERSAL INS HLDGS INC COM 91359V107 12,294 350,255 SH   DFND 21 346,354 0 3,901
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,033 43,662 SH   DFND 17 39,238 0 4,424
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,124 42,810 SH   DFND 17 22,765 0 20,045
UNIVERSAL HLTH SVCS INC CL B 913903100 14,453 129,693 SH   DFND 17 129,693 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 27 243 SH   DFND 20 243 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 14,583 130,858 SH   DFND 21 129,466 0 1,392
UNUM GROUP COM 91529Y106 16,096 435,141 SH   DFND 17 435,141 0 0
UNUM GROUP COM 91529Y106 701 18,960 SH   DFND 20 18,960 0 0
UNUM GROUP COM 91529Y106 14,639 395,763 SH   DFND 21 340,118 0 55,645
UPLAND SOFTWARE INC COM 91544A109 5,137 149,455 SH   DFND 17 144,361 0 5,094
URBAN OUTFITTERS INC COM 917047102 2,198 49,336 SH   DFND 21 15,677 0 33,659
URSTADT BIDDLE PPTYS INC CL A 917286205 266 11,741 SH   DFND 21 11,741 0 0
UTAH MED PRODS INC COM 917488108 692 6,285 SH   DFND 17 6,285 0 0
V F CORP COM 918204108 56 688 SH   DFND 4 688 0 0
V F CORP COM 918204108 100,978 1,238,684 SH   DFND 17 1,238,684 0 0
V F CORP COM 918204108 17,843 218,873 SH   DFND 21 101,965 0 116,908
V F CORP CALL 918204908 1,092 13,400 SH Call DFND 4 13,400 0 0
V F CORP PUT 918204958 14,625 179,400 SH Put DFND 4 179,400 0 0
VEON LTD SPONSORED ADR 91822M106 1,307 549,245 SH   DFND 17 63,048 0 486,197
VEON LTD SPONSORED ADR 91822M106 141 59,274 SH   DFND 21 59,274 0 0
VAIL RESORTS INC COM 91879Q109 228 830 SH   DFND 17 830 0 0
VAIL RESORTS INC COM 91879Q109 79 288 SH   DFND 20 288 0 0
VAIL RESORTS INC COM 91879Q109 11,110 40,519 SH   DFND 21 29,694 0 10,825
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,569 67,459 SH   DFND 21 67,459 0 0
VALE S A ADR 91912E105 1,138 88,748 SH   DFND 17 88,748 0 0
VALE S A ADR 91912E105 2,545 198,519 SH   DFND 21 198,519 0 0
VALE S A ADR 91912E105 449 35,000 SH   DFND 24 35,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 226 2,035 SH   DFND 4 2,035 0 0
VALERO ENERGY CORP NEW COM 91913Y100 291,411 2,629,353 SH   DFND 17 2,502,663 0 126,690
VALERO ENERGY CORP NEW COM 91913Y100 2,170 19,584 SH   DFND 20 19,584 0 0
VALERO ENERGY CORP NEW COM 91913Y100 173,264 1,563,328 SH   DFND 21 1,201,269 0 362,059
VALERO ENERGY CORP NEW COM 91913Y100 1,064 9,600 SH   DFND 24 9,600 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,438 22,000 SH Call DFND 4 22,000 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 24,759 223,400 SH Put DFND 4 223,400 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 13,621 357,782 SH   DFND 17 357,782 0 0
VALLEY NATL BANCORP COM 919794107 349 28,663 SH   DFND 20 28,663 0 0
VALLEY NATL BANCORP COM 919794107 1,015 83,462 SH   DFND 21 83,462 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,581 135,460 SH   DFND 17 131,029 0 4,431
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 3,594 161,105 SH   DFND 17 161,105 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 5,171 289,570 SH   DFND 24 0 0 289,570
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 287 2,800 SH   DFND 24 2,800 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 466 7,500 SH   DFND 24 7,500 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 7,689 66,623 SH   DFND 17 66,623 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 55,455 755,828 SH   DFND 25 755,828 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,488 28,705 SH   DFND 17 28,705 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 92,372 2,188,904 SH   DFND 17 2,188,904 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 92,840 2,200,000 SH   DFND 25 0 0 2,200,000
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 5,045 89,874 SH   DFND 24 54,950 0 34,924
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,814 11,400 SH   DFND 24 11,400 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 3,757 20,710 SH   DFND 24 0 0 20,710
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 2,097 34,997 SH   DFND 17 34,997 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7,993 155,472 SH   DFND 17 155,472 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 33,455 382,037 SH   DFND 17 382,037 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,283 83,170 SH   DFND 25 83,170 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,824 33,807 SH   DFND 17 33,807 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 37,577 449,921 SH   DFND 25 0 0 449,921
VARONIS SYS INC COM 922280102 4,728 63,468 SH   DFND 17 58,308 0 5,160
VECTREN CORP COM 92240G101 4,372 61,188 SH   DFND 17 6,988 0 54,200
VECTREN CORP COM 92240G101 20,841 291,682 SH   DFND 21 282,928 0 8,754
VECTOR GROUP LTD COM 92240M108 377 19,751 SH   DFND 17 19,751 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 14,575 10,900,000 PRN   DFND 17 10,900,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,574 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 47,514 53,875,000 PRN   DFND 17 53,875,000 0 0
VEEVA SYS INC CL A COM 922475108 11,765 153,067 SH   DFND 17 93,429 0 59,638
VENTAS INC COM 92276F100 20,446 359,011 SH   DFND 4 359,011 0 0
VENTAS INC COM 92276F100 339 5,954 SH   DFND 17 5,954 0 0
VENTAS INC PUT 92276F950 2,067 36,300 SH Put DFND 4 36,300 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 47 189 SH   DFND 17 189 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,165 20,700 SH   DFND 24 20,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 30,191 121,000 SH   DFND 25 0 0 121,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 941 11,554 SH   DFND 17 11,554 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 22,678 278,427 SH   DFND 25 78,427 0 200,000
VANGUARD INDEX FDS SMALL CP ETF 922908751 25,751 165,419 SH   DFND 25 0 0 165,419
VANGUARD INDEX FDS TOTAL STK MKT 922908769 1,087 7,740 SH   DFND 24 0 0 7,740
VERA BRADLEY INC COM 92335C106 187 13,290 SH   DFND 17 0 0 13,290
VERASTEM INC COM 92337C104 1,666 242,184 SH   DFND 17 235,997 0 6,187
VERACYTE INC COM 92337F107 1,784 191,029 SH   DFND 20 191,029 0 0
VERIFONE SYS INC COM 92342Y109 21,223 930,000 SH   DFND 21 930,000 0 0
VERISIGN INC COM 92343E102 3,826 27,844 SH   DFND 17 27,844 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 162 3,216 SH   DFND 4 3,216 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 213,796 4,249,580 SH   DFND 17 4,086,236 0 163,344
VERIZON COMMUNICATIONS INC COM 92343V104 3,879 77,111 SH   DFND 20 77,111 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 245,172 4,873,221 SH   DFND 21 3,861,998 0 1,011,223
VERIZON COMMUNICATIONS INC CALL 92343V904 27,464 545,900 SH Call DFND 4 545,900 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 82,755 1,644,900 SH Put DFND 4 1,644,900 0 0
VERINT SYS INC COM 92343X100 5,135 115,774 SH   DFND 17 97,239 0 18,535
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 46,279 46,960,000 PRN   DFND 17 46,960,000 0 0
VERITEX HLDGS INC COM 923451108 4,424 142,379 SH   DFND 17 137,684 0 4,695
VERISK ANALYTICS INC COM 92345Y106 50,591 470,005 SH   DFND 17 448,530 0 21,475
VERITONE INC COM 92347M100 1,991 118,345 SH   DFND 17 118,345 0 0
VERSO CORP CL A 92531L207 144 6,611 SH   DFND 17 6,611 0 0
VERSO CORP CL A 92531L207 1,572 72,227 SH   DFND 21 66,225 0 6,002
VERTEX PHARMACEUTICALS INC COM 92532F100 7,063 41,557 SH   DFND 4 41,557 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 252,107 1,483,333 SH   DFND 17 1,448,153 0 35,180
VERTEX PHARMACEUTICALS INC COM 92532F100 554 3,262 SH   DFND 21 3,262 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,881 58,140 SH   DFND 24 58,140 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 663 3,900 SH Call DFND 4 3,900 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 22,282 131,100 SH Put DFND 4 131,100 0 0
VERSUM MATLS INC COM 92532W103 28,421 765,044 SH   DFND 17 765,044 0 0
VERSUM MATLS INC COM 92532W103 1,174 31,605 SH   DFND 21 29,424 0 2,181
VIAD CORP COM NEW 92552R406 919 16,946 SH   DFND 17 1,935 0 15,011
VIAD CORP COM NEW 92552R406 591 10,891 SH   DFND 21 1,630 0 9,261
VIACOM INC NEW CL B 92553P201 180 5,961 SH   DFND 17 5,961 0 0
VIACOM INC NEW CL B 92553P201 4,330 143,568 SH   DFND 21 0 0 143,568
VIAVI SOLUTIONS INC COM 925550105 144 14,055 SH   DFND 17 14,055 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 32,467 32,100,000 PRN   DFND 17 32,100,000 0 0
VICI PPTYS INC COM 925652109 587,831 28,480,165 SH   DFND 4 28,480,165 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 4,633 145,205 SH   DFND 17 145,205 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 129 11,885 SH   DFND 17 0 0 11,885
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 25,352 2,336,631 SH   DFND 20 2,130,920 0 205,711
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 62,454 63,405,000 PRN   DFND 17 63,405,000 0 0
VIRTU FINL INC CL A 928254101 349 13,160 SH   DFND 17 13,160 0 0
VIRTU FINL INC CL A 928254101 1,541 58,033 SH   DFND 21 54,108 0 3,925
VISA INC COM CL A 92826C839 81 610 SH   DFND 4 610 0 0
VISA INC COM CL A 92826C839 556,548 4,201,950 SH   DFND 17 3,946,945 0 255,005
VISA INC COM CL A 92826C839 36,049 272,167 SH   DFND 20 142,045 0 130,122
VISA INC COM CL A 92826C839 323,941 2,445,757 SH   DFND 21 1,924,534 0 521,223
VISA INC COM CL A 92826C839 1,151 8,691 SH   DFND 24 8,691 0 0
VISA INC COM CL A 92826C839 6,079 45,893 SH   DFND 25 45,893 0 0
VISA INC CALL 92826C909 17,444 131,700 SH Call DFND 4 131,700 0 0
VISA INC PUT 92826C959 126,702 956,600 SH Put DFND 4 956,600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 29,255 1,260,985 SH   DFND 17 1,243,058 0 17,927
VISHAY INTERTECHNOLOGY INC COM 928298108 10,053 433,333 SH   DFND 21 225,727 0 207,606
VISHAY PRECISION GROUP INC COM 92835K103 57 1,485 SH   DFND 17 1,485 0 0
VISHAY PRECISION GROUP INC COM 92835K103 308 8,081 SH   DFND 21 8,081 0 0
VISTEON CORP COM NEW 92839U206 6,866 53,127 SH   DFND 17 30,958 0 22,169
VISTRA ENERGY CORP COM 92840M102 213 174,357 SH   DFND 4 174,357 0 0
VISTRA ENERGY CORP COM 92840M102 22,404 946,934 SH   DFND 17 946,934 0 0
VISTRA ENERGY CORP COM 92840M102 9,502 401,591 SH   DFND 21 211,577 0 190,014
VMWARE INC CL A COM 928563402 6,155 41,880 SH   DFND 17 30,555 0 11,325
VMWARE INC CL A COM 928563402 540 3,672 SH   DFND 20 3,672 0 0
VMWARE INC CL A COM 928563402 2,385 16,231 SH   DFND 21 15,448 0 783
VOCERA COMMUNICATIONS INC COM 92857F107 7,763 259,718 SH   DFND 17 229,365 0 30,353
VOCERA COMMUNICATIONS INC COM 92857F107 224 7,499 SH   DFND 21 7,499 0 0
VORNADO RLTY TR SH BEN INT 929042109 21,566 291,743 SH   DFND 4 291,743 0 0
VORNADO RLTY TR SH BEN INT 929042109 214 2,897 SH   DFND 17 2,897 0 0
VOYA FINL INC COM 929089100 7,624 162,218 SH   DFND 17 40,283 0 121,935
VOYA FINL INC COM 929089100 329 6,990 SH   DFND 20 6,990 0 0
VOYA FINL INC COM 929089100 6,255 133,084 SH   DFND 21 43,403 0 89,681
VOYAGER THERAPEUTICS INC COM 92915B106 1,357 69,448 SH   DFND 17 67,129 0 2,319
VULCAN MATLS CO COM 929160109 44,499 344,792 SH   DFND 17 283,360 0 61,432
VULCAN MATLS CO COM 929160109 529 4,100 SH   DFND 24 4,100 0 0
W & T OFFSHORE INC COM 92922P106 937 131,050 SH   DFND 17 0 0 131,050
WD-40 CO COM 929236107 209 1,430 SH   DFND 17 1,430 0 0
WGL HLDGS INC COM 92924F106 376 4,233 SH   DFND 17 4,233 0 0
WGL HLDGS INC COM 92924F106 18,153 204,546 SH   DFND 21 204,546 0 0
WABCO HLDGS INC COM 92927K102 1,148 9,813 SH   DFND 17 9,813 0 0
WABCO HLDGS INC COM 92927K102 1,257 10,745 SH   DFND 21 10,745 0 0
WSFS FINL CORP COM 929328102 614 11,512 SH   DFND 17 1,322 0 10,190
WNS HOLDINGS LTD SPON ADR 92932M101 1,400 26,835 SH   DFND 17 18,735 0 8,100
WNS HOLDINGS LTD SPON ADR 92932M101 81 1,552 SH   DFND 20 1,552 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,985 57,203 SH   DFND 21 54,847 0 2,356
WEC ENERGY GROUP INC COM 92939U106 6,169 95,418 SH   DFND 17 95,418 0 0
WEC ENERGY GROUP INC COM 92939U106 11,752 181,773 SH   DFND 21 181,773 0 0
WEC ENERGY GROUP INC PUT 92939U956 524 8,100 SH Put DFND 4 8,100 0 0
WABASH NATL CORP COM 929566107 22,826 1,223,269 SH   DFND 17 1,223,269 0 0
WABASH NATL CORP COM 929566107 633 33,910 SH   DFND 21 0 0 33,910
WABTEC CORP COM 929740108 89,179 904,637 SH   DFND 21 872,577 0 32,060
WABTEC CORP COM 929740108 877 8,900 SH   DFND 24 8,900 0 0
WABTEC CORP COM 929740108 4,634 47,011 SH   DFND 25 47,011 0 0
WADDELL & REED FINL INC CL A 930059100 2,003 111,456 SH   DFND 21 90,432 0 21,024
WAGEWORKS INC COM 930427109 248 4,959 SH   DFND 21 4,959 0 0
WALMART INC COM 931142103 29 335 SH   DFND 4 335 0 0
WALMART INC COM 931142103 115,302 1,346,195 SH   DFND 17 1,336,760 0 9,435
WALMART INC COM 931142103 1,635 19,093 SH   DFND 20 19,093 0 0
WALMART INC COM 931142103 131,916 1,540,173 SH   DFND 21 1,069,507 0 470,666
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,088 84,786 SH   DFND 4 84,786 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 96,813 1,613,149 SH   DFND 17 1,604,146 0 9,003
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,985 149,706 SH   DFND 20 2,517 0 147,189
WALGREENS BOOTS ALLIANCE INC COM 931427108 67,693 1,127,940 SH   DFND 21 832,379 0 295,561
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,643 44,034 SH   DFND 25 44,034 0 0
WALGREENS BOOTS ALLIANCE INC CALL 931427908 2,389 39,800 SH Call DFND 4 39,800 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 25,368 422,700 SH Put DFND 4 422,700 0 0
WALKER & DUNLOP INC COM 93148P102 2,854 51,288 SH   DFND 17 18,442 0 32,846
WALKER & DUNLOP INC COM 93148P102 4,907 88,170 SH   DFND 21 28,377 0 59,793
WARRIOR MET COAL INC COM 93627C101 4,753 172,403 SH   DFND 21 58,730 0 113,673
WASHINGTON FED INC COM 938824109 27,591 843,764 SH   DFND 17 843,764 0 0
WASTE CONNECTIONS INC COM 94106B101 11,537 153,245 SH   DFND 17 124,120 0 29,125
WASTE MGMT INC DEL COM 94106L109 491 6,040 SH   DFND 4 6,040 0 0
WASTE MGMT INC DEL COM 94106L109 37,079 455,857 SH   DFND 17 307,326 0 148,531
WASTE MGMT INC DEL COM 94106L109 1,600 19,676 SH   DFND 20 19,676 0 0
WASTE MGMT INC DEL COM 94106L109 75,844 932,427 SH   DFND 21 721,715 0 210,712
WASTE MGMT INC DEL CALL 94106L909 1,700 20,900 SH Call DFND 4 20,900 0 0
WASTE MGMT INC DEL PUT 94106L959 14,698 180,700 SH Put DFND 4 180,700 0 0
WATERS CORP COM 941848103 408 2,110 SH   DFND 17 2,110 0 0
WATERS CORP COM 941848103 561 2,898 SH   DFND 21 2,766 0 132
WATTS WATER TECHNOLOGIES INC CL A 942749102 223 2,839 SH   DFND 21 2,839 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 56,396 43,780,000 PRN   DFND 17 43,780,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 60,275 61,200,000 PRN   DFND 17 61,200,000 0 0
WEB COM GROUP INC COM 94733A104 913 35,321 SH   DFND 17 11,106 0 24,215
WEB COM GROUP INC COM 94733A104 2,093 80,956 SH   DFND 21 80,956 0 0
WEIBO CORP SPONSORED ADR 948596101 435 4,899 SH   DFND 17 4,568 0 331
WEIBO CORP SPONSORED ADR 948596101 488 5,500 SH   DFND 24 5,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 603 5,963 SH   DFND 17 5,963 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,712 26,829 SH   DFND 21 24,596 0 2,233
WEIS MKTS INC COM 948849104 52 969 SH   DFND 17 969 0 0
WEIS MKTS INC COM 948849104 1,914 35,892 SH   DFND 21 8,592 0 27,300
WELLCARE HEALTH PLANS INC COM 94946T106 29,852 121,231 SH   DFND 17 53,793 0 67,438
WELLCARE HEALTH PLANS INC COM 94946T106 518 2,103 SH   DFND 20 2,103 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,748 27,403 SH   DFND 21 17,515 0 9,888
ANTHEM INC NOTE 2.750%10/1 94973VBG1 149,060 45,615,000 PRN   DFND 17 42,810,000 0 2,805,000
WELLS FARGO CO NEW COM 949746101 101,859 1,837,286 SH   DFND 4 1,837,286 0 0
WELLS FARGO CO NEW COM 949746101 14,697 265,091 SH   DFND 17 255,607 0 9,484
WELLS FARGO CO NEW COM 949746101 53 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 51,681 932,199 SH   DFND 21 859,891 0 72,308
WELLS FARGO CO NEW PERP PFD CNV A 949746804 140,228 111,340 SH   DFND 4 108,540 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 2,109 167,485 SH   DFND 17 161,975 0 5,510
WELLS FARGO CO NEW CALL 949746901 46,165 832,700 SH Call DFND 4 832,700 0 0
WELLS FARGO CO NEW PUT 949746951 113,763 2,052,000 SH Put DFND 4 2,052,000 0 0
WELLTOWER INC COM 95040Q104 21,931 349,838 SH   DFND 4 349,838 0 0
WELLTOWER INC COM 95040Q104 604 9,635 SH   DFND 17 9,635 0 0
WELLTOWER INC CALL 95040Q904 947 15,100 SH Call DFND 4 15,100 0 0
WELLTOWER INC PUT 95040Q954 6,852 109,300 SH Put DFND 4 109,300 0 0
WENDYS CO COM 95058W100 278 16,170 SH   DFND 21 16,170 0 0
WERNER ENTERPRISES INC COM 950755108 65 1,726 SH   DFND 17 1,726 0 0
WERNER ENTERPRISES INC COM 950755108 2,200 58,581 SH   DFND 21 7,083 0 51,498
WESBANCO INC COM 950810101 13,272 294,677 SH   DFND 17 294,677 0 0
WESCO INTL INC COM 95082P105 16,295 285,368 SH   DFND 17 285,368 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,406 54,443 SH   DFND 17 31,496 0 22,947
WESTERN ALLIANCE BANCORP COM 957638109 12,985 229,377 SH   DFND 17 135,083 0 94,294
WESTERN ASSET MTG CAP CORP COM 95790D105 804 77,140 SH   DFND 17 40,426 0 36,714
WESTERN ASSET MTG CAP CORP COM 95790D105 83 8,004 SH   DFND 20 8,004 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 1,142 109,580 SH   DFND 21 100,709 0 8,871
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 15,197 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 695 8,981 SH   DFND 4 8,981 0 0
WESTERN DIGITAL CORP COM 958102105 87,601 1,131,645 SH   DFND 17 1,131,645 0 0
WESTERN DIGITAL CORP COM 958102105 225 2,908 SH   DFND 20 2,908 0 0
WESTERN DIGITAL CORP COM 958102105 22,779 294,259 SH   DFND 21 254,684 0 39,575
WESTERN DIGITAL CORP CALL 958102905 1,672 21,600 SH Call DFND 4 21,600 0 0
WESTERN DIGITAL CORP PUT 958102955 14,816 191,400 SH Put DFND 4 191,400 0 0
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 8,914 249,341 SH   DFND 17 249,341 0 0
WESTERN UN CO COM 959802109 8,495 417,847 SH   DFND 17 370,747 0 47,100
WESTERN UN CO COM 959802109 714 35,108 SH   DFND 21 17,569 0 17,539
WESTLAKE CHEM CORP COM 960413102 233 2,165 SH   DFND 17 2,165 0 0
WESTLAKE CHEM CORP COM 960413102 260 2,414 SH   DFND 20 2,414 0 0
WESTLAKE CHEM CORP COM 960413102 12,266 113,962 SH   DFND 21 22,051 0 91,911
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 614 243,154 SH   DFND 17 216,053 0 27,101
WESTROCK CO COM 96145D105 243 4,268 SH   DFND 17 4,268 0 0
WESTROCK CO COM 96145D105 1,913 33,558 SH   DFND 21 11,398 0 22,160
WEX INC COM 96208T104 6,052 31,770 SH   DFND 17 25,735 0 6,035
WEYERHAEUSER CO COM 962166104 10,464 287,007 SH   DFND 4 287,007 0 0
WEYERHAEUSER CO COM 962166104 12,967 355,651 SH   DFND 17 355,651 0 0
WEYERHAEUSER CO CALL 962166904 1,214 33,300 SH Call DFND 4 33,300 0 0
WEYERHAEUSER CO PUT 962166954 13,589 372,700 SH Put DFND 4 372,700 0 0
WHIRLPOOL CORP COM 963320106 158 1,082 SH   DFND 17 1,082 0 0
WHIRLPOOL CORP COM 963320106 2,940 20,107 SH   DFND 21 6,278 0 13,829
WHITING PETE CORP NEW COM NEW 966387409 1,112 21,096 SH   DFND 21 21,096 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 16,705 17,505,000 PRN   DFND 17 17,505,000 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 9,011 355,314 SH   DFND 17 227,285 0 128,029
WILDHORSE RESOURCE DEV CORP COM 96812T102 194 7,652 SH   DFND 21 7,652 0 0
WILEY JOHN & SONS INC CL A 968223206 189 3,030 SH   DFND 17 3,030 0 0
WILEY JOHN & SONS INC CL A 968223206 148 2,378 SH   DFND 21 0 0 2,378
WILLDAN GROUP INC COM 96924N100 1,274 41,127 SH   DFND 17 5,036 0 36,091
WILLIAMS COS INC DEL COM 969457100 54,726 2,018,668 SH   DFND 4 1,863,668 0 155,000
WILLIAMS COS INC DEL COM 969457100 7,472 275,611 SH   DFND 17 275,611 0 0
WILLIAMS COS INC DEL COM 969457100 385 14,189 SH   DFND 21 2,581 0 11,608
WILLIAMS COS INC DEL COM 969457100 613 22,600 SH   DFND 24 22,600 0 0
WILLIAMS COS INC DEL CALL 969457900 1,385 51,100 SH Call DFND 4 51,100 0 0
WILLIAMS COS INC DEL PUT 969457950 8,540 315,000 SH Put DFND 4 315,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 228 5,617 SH   DFND 21 5,617 0 0
WILLIAMS SONOMA INC COM 969904101 722 11,765 SH   DFND 17 11,765 0 0
WILLIAMS SONOMA INC COM 969904101 24 397 SH   DFND 21 397 0 0
WILLSCOT CORP COM 971375126 318 21,485 SH   DFND 17 21,485 0 0
WILLSCOT CORP COM 971375126 1,638 110,699 SH   DFND 21 101,275 0 9,424
WINGSTOP INC COM 974155103 777 14,905 SH   DFND 17 0 0 14,905
WINGSTOP INC COM 974155103 1,485 28,495 SH   DFND 21 0 0 28,495
WIPRO LTD SPON ADR 1 SH 97651M109 1,355 282,942 SH   DFND 17 239,542 0 43,400
WIPRO LTD SPON ADR 1 SH 97651M109 1,222 255,156 SH   DFND 21 216,190 0 38,966
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4,375 81,040 SH   DFND 24 81,040 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 228 3,500 SH   DFND 24 3,500 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2 35 SH   DFND 17 35 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,023 32,040 SH   DFND 24 32,040 0 0
WOODWARD INC COM 980745103 344 4,477 SH   DFND 21 4,477 0 0
WOODWARD INC COM 980745103 7,978 103,800 SH   DFND 24 103,800 0 0
WORKDAY INC CL A 98138H101 147,071 1,214,260 SH   DFND 17 1,016,145 0 198,115
WORKDAY INC CL A 98138H101 4,509 37,225 SH   DFND 21 37,225 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 935 600,000 PRN   DFND 17 600,000 0 0
WORLD ACCEP CORP DEL COM 981419104 106 951 SH   DFND 17 951 0 0
WORLD ACCEP CORP DEL COM 981419104 952 8,576 SH   DFND 21 6,636 0 1,940
WORLD FUEL SVCS CORP COM 981475106 6,614 324,058 SH   DFND 17 324,058 0 0
WORLDPAY INC CL A 981558109 15,301 187,099 SH   DFND 17 151,876 0 35,223
WORLDPAY INC CL A 981558109 311 3,800 SH   DFND 21 3,800 0 0
WORTHINGTON INDS INC COM 981811102 466 11,108 SH   DFND 21 0 0 11,108
WPX ENERGY INC COM 98212B103 30,831 1,710,000 SH   DFND 4 1,710,000 0 0
WPX ENERGY INC COM 98212B103 6,127 339,834 SH   DFND 17 339,834 0 0
WPX ENERGY INC COM 98212B103 25 1,364 SH   DFND 21 1,364 0 0
WPX ENERGY INC COM 98212B103 288 16,000 SH   DFND 24 16,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 415 549,995 SH   DFND 17 479,165 0 70,830
WYNDHAM DESTINATIONS INC COM 98310W108 3,522 79,562 SH   DFND 21 77,028 0 2,534
WYNDHAM HOTELS & RESORTS INC COM 98311A105 3,981 67,675 SH   DFND 21 67,675 0 0
WYNN RESORTS LTD COM 983134107 85,162 508,916 SH   DFND 17 486,826 0 22,090
WYNN RESORTS LTD COM 983134107 2,500 14,939 SH   DFND 21 13,910 0 1,029
XPO LOGISTICS INC COM 983793100 19,119 190,850 SH   DFND 17 147,219 0 43,631
XPO LOGISTICS INC COM 983793100 1,959 19,557 SH   DFND 21 2,497 0 17,060
XCEL ENERGY INC COM 98389B100 2,199 48,133 SH   DFND 17 48,133 0 0
XCEL ENERGY INC COM 98389B100 1,121 24,543 SH   DFND 21 24,543 0 0
XCEL ENERGY INC CALL 98389B900 671 14,700 SH Call DFND 4 14,700 0 0
XCEL ENERGY INC PUT 98389B950 6,971 152,600 SH Put DFND 4 152,600 0 0
XILINX INC COM 983919101 37,410 573,244 SH   DFND 17 549,284 0 23,960
XILINX INC COM 983919101 1,338 20,500 SH   DFND 21 20,500 0 0
XCERRA CORP COM 98400J108 1,521 108,886 SH   DFND 17 108,886 0 0
XCERRA CORP COM 98400J108 7,918 566,815 SH   DFND 21 554,120 0 12,695
XENIA HOTELS & RESORTS INC COM 984017103 295 12,092 SH   DFND 17 12,092 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,450 59,528 SH   DFND 21 55,222 0 4,306
XEROX CORP COM NEW 984121608 2,053 85,544 SH   DFND 17 85,544 0 0
XEROX CORP COM NEW 984121608 265 11,046 SH   DFND 20 11,046 0 0
XEROX CORP COM NEW 984121608 12,676 528,159 SH   DFND 21 353,485 0 174,674
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,641 123,949 SH   DFND 21 123,949 0 0
XOMA CORP DEL COM NEW 98419J206 425 20,355 SH   DFND 17 1,045 0 19,310
XYLEM INC COM 98419M100 81,530 1,210,003 SH   DFND 17 1,107,882 0 102,121
XYLEM INC COM 98419M100 8,251 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 33,306 494,295 SH   DFND 21 316,681 0 177,614
XYLEM INC COM 98419M100 12,721 188,800 SH   DFND 24 188,800 0 0
YY INC ADS REPCOM CLA 98426T106 397 3,948 SH   DFND 17 3,948 0 0
YY INC ADS REPCOM CLA 98426T106 28,412 282,792 SH   DFND 20 217,543 0 65,249
YY INC ADS REPCOM CLA 98426T106 6,079 60,510 SH   DFND 21 55,751 0 4,759
YY INC ADS REPCOM CLA 98426T106 1,370 13,633 SH   DFND 25 13,633 0 0
YAHOO INC NOTE 12/0 984332AF3 144,377 105,065,000 PRN   DFND 17 99,060,000 0 6,005,000
YAMANA GOLD INC COM 98462Y100 1,240 425,913 SH   DFND 21 331,497 0 94,416
YELP INC CL A 985817105 119,682 3,054,662 SH   DFND 17 2,953,977 0 100,685
YELP INC CL A 985817105 70 1,775 SH   DFND 21 1,775 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 657 30,968 SH   DFND 17 3,555 0 27,413
YIRENDAI LTD SPONSORED ADR 98585L100 334 15,728 SH   DFND 21 15,728 0 0
YUM BRANDS INC COM 988498101 514 6,565 SH   DFND 4 6,565 0 0
YUM BRANDS INC COM 988498101 21,758 278,160 SH   DFND 17 219,355 0 58,805
YUM BRANDS INC COM 988498101 351 4,481 SH   DFND 21 0 0 4,481
YUM BRANDS INC COM 988498101 939 12,000 SH   DFND 24 12,000 0 0
YUM BRANDS INC CALL 988498901 1,572 20,100 SH Call DFND 4 20,100 0 0
YUM BRANDS INC PUT 988498951 15,965 204,100 SH Put DFND 4 204,100 0 0
YUM CHINA HLDGS INC COM 98850P109 1,831 47,600 SH   DFND   47,600 0 0
YUM CHINA HLDGS INC COM 98850P109 1,356 35,252 SH   DFND 17 14,502 0 20,750
YUM CHINA HLDGS INC COM 98850P109 19,231 500,015 SH   DFND 20 393,748 0 106,267
YUM CHINA HLDGS INC COM 98850P109 464 12,076 SH   DFND 21 12,076 0 0
ZAGG INC COM 98884U108 119 6,878 SH   DFND 17 0 0 6,878
ZAGG INC COM 98884U108 1,318 76,183 SH   DFND 21 43,164 0 33,019
ZEBRA TECHNOLOGIES CORP CL A 989207105 639 4,463 SH   DFND 17 4,463 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 299 2,087 SH   DFND 20 2,087 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,179 15,210 SH   DFND 21 14,217 0 993
ZENDESK INC COM 98936J101 30,033 551,171 SH   DFND 17 492,252 0 58,919
ZENDESK INC COM 98936J101 172 3,149 SH   DFND 21 3,149 0 0
ZILLOW GROUP INC CL A 98954M101 338 5,650 SH   DFND 17 100 0 5,550
ZILLOW GROUP INC CL C CAP STK 98954M200 6,682 113,133 SH   DFND 4 113,133 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 392 6,640 SH   DFND 17 0 0 6,640
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 48,467 38,320,000 PRN   DFND 17 38,320,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 398 3,569 SH   DFND 4 3,569 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,727 33,442 SH   DFND 17 33,442 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 603 5,408 SH   DFND 21 5,408 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 1,170 10,500 SH Call DFND 4 10,500 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 10,665 95,700 SH Put DFND 4 95,700 0 0
ZIONS BANCORPORATION COM 989701107 8,025 152,303 SH   DFND 17 152,303 0 0
ZOETIS INC CL A 98978V103 107,660 1,263,762 SH   DFND 17 1,023,709 0 240,053
ZOETIS INC CL A 98978V103 930 10,913 SH   DFND 20 10,913 0 0
ZOETIS INC CL A 98978V103 54,426 638,880 SH   DFND 21 553,410 0 85,470
ZOETIS INC CL A 98978V103 4,771 56,000 SH   DFND 24 56,000 0 0
ZOETIS INC CALL 98978V903 1,312 15,400 SH Call DFND 4 15,400 0 0
ZOETIS INC PUT 98978V953 21,400 251,200 SH Put DFND 4 251,200 0 0
ZSCALER INC COM 98980G102 742 20,763 SH   DFND 17 20,763 0 0
ZUMIEZ INC COM 989817101 808 32,246 SH   DFND 17 20,071 0 12,175
ZUMIEZ INC COM 989817101 1,615 64,459 SH   DFND 21 60,042 0 4,417
ZYNGA INC CL A 98986T108 32,729 8,041,444 SH   DFND 17 6,229,519 0 1,811,925
ZYNGA INC CL A 98986T108 3,888 955,252 SH   DFND 21 885,775 0 69,477
EURONAV NV ANTWERPEN SHS B38564108 127 13,793 SH   DFND 17 13,793 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 18,801 1,764,160 SH   DFND 21 1,157,162 0 606,998
AIRCASTLE LTD COM G0129K104 6,767 330,112 SH   DFND 17 142,212 0 187,900
AIRCASTLE LTD COM G0129K104 4,336 211,504 SH   DFND 21 168,647 0 42,857
ALKERMES PLC SHS G01767105 2,246 54,560 SH   DFND 17 54,560 0 0
ALKERMES PLC SHS G01767105 1,840 44,700 SH   DFND 24 44,700 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 123 1,589 SH   DFND 17 1,589 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 157 2,030 SH   DFND 21 2,030 0 0
ALLERGAN PLC SHS G0177J108 3,498 20,982 SH   DFND 4 20,982 0 0
ALLERGAN PLC SHS G0177J108 124,300 745,559 SH   DFND 17 745,559 0 0
ALLERGAN PLC SHS G0177J108 14,656 87,906 SH   DFND 21 72,952 0 14,954
ALLERGAN PLC CALL G0177J908 2,567 15,400 SH Call DFND 4 15,400 0 0
ALLERGAN PLC PUT G0177J958 39,046 234,200 SH Put DFND 4 234,200 0 0
AMDOCS LTD SHS G02602103 16,603 250,835 SH   DFND 17 250,835 0 0
AMDOCS LTD SHS G02602103 107 1,616 SH   DFND 20 1,616 0 0
AMDOCS LTD SHS G02602103 39,167 591,742 SH   DFND 21 485,909 0 105,833
AON PLC SHS CL A G0408V102 12,659 92,289 SH   DFND 17 92,289 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 84 1,437 SH   DFND 17 1,437 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 858 14,749 SH   DFND 21 14,749 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,457 35,800 SH   DFND 21 26,302 0 9,498
ARRIS INTL INC SHS G0551A103 779 31,849 SH   DFND 21 31,849 0 0
ATLASSIAN CORP PLC CL A G06242104 12,376 197,955 SH   DFND 17 157,415 0 40,540
ATLASSIAN CORP PLC CL A G06242104 443 7,087 SH   DFND 21 7,087 0 0
ATHENE HLDG LTD CL A G0684D107 6,844 156,118 SH   DFND 17 144,440 0 11,678
ATHENE HLDG LTD CL A G0684D107 672 15,332 SH   DFND 20 15,332 0 0
ATHENE HLDG LTD CL A G0684D107 30,456 694,715 SH   DFND 21 614,998 0 79,717
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 407 7,316 SH   DFND 21 2,681 0 4,635
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,691 101,972 SH   DFND 17 17,255 0 84,717
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 298 6,471 SH   DFND 20 6,471 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 6,136 133,394 SH   DFND 21 112,946 0 20,448
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 41,872 255,954 SH   DFND 17 208,958 0 46,996
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,602 89,260 SH   DFND 20 7,900 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 115,173 704,035 SH   DFND 21 584,376 0 119,659
MIMECAST LTD ORD SHS G14838109 4,084 99,094 SH   DFND 17 99,094 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 12,568 881,358 SH   DFND 17 881,358 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 134 9,373 SH   DFND 20 9,373 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 1,248 87,532 SH   DFND 21 56,517 0 31,015
BUNGE LIMITED COM G16962105 5,863 84,106 SH   DFND 17 84,106 0 0
BUNGE LIMITED COM G16962105 8,224 117,979 SH   DFND 21 106,735 0 11,244
BUNGE LIMITED COM G16962105 2,998 43,000 SH   DFND 24 43,000 0 0
CHINA YUCHAI INTL LTD COM G21082105 333 15,336 SH   DFND 17 15,336 0 0
CHINA YUCHAI INTL LTD COM G21082105 2,119 97,663 SH   DFND 21 91,576 0 6,087
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 837 8,425 SH   DFND 17 8,425 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 958 9,641 SH   DFND 21 9,641 0 0
CREDICORP LTD COM G2519Y108 33,895 150,562 SH   DFND 17 135,662 0 14,900
COSAN LTD SHS A G25343107 965 126,443 SH   DFND 17 126,443 0 0
COSAN LTD SHS A G25343107 1,104 144,698 SH   DFND 21 144,698 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 19,130 470,715 SH   DFND 17 470,715 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 189 4,659 SH   DFND 20 4,659 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,313 179,935 SH   DFND 21 46,632 0 133,303
DELPHI TECHNOLOGIES PLC SHS G2709G107 519 11,409 SH   DFND 21 11,409 0 0
EATON CORP PLC SHS G29183103 98,222 1,314,183 SH   DFND 17 1,308,160 0 6,023
EATON CORP PLC SHS G29183103 66,688 892,262 SH   DFND 21 610,080 0 282,182
ESSENT GROUP LTD COM G3198U102 9,136 255,060 SH   DFND 17 140,958 0 114,102
ESSENT GROUP LTD COM G3198U102 388 10,841 SH   DFND 20 10,841 0 0
ESSENT GROUP LTD COM G3198U102 4,705 131,347 SH   DFND 21 127,554 0 3,793
EVEREST RE GROUP LTD COM G3223R108 17,495 75,907 SH   DFND 17 72,987 0 2,920
EVEREST RE GROUP LTD COM G3223R108 932 4,043 SH   DFND 20 4,043 0 0
EVEREST RE GROUP LTD COM G3223R108 61,846 268,334 SH   DFND 21 157,574 0 110,760
FABRINET SHS G3323L100 89 2,401 SH   DFND 20 2,401 0 0
FABRINET SHS G3323L100 260 7,054 SH   DFND 21 7,054 0 0
FGL HLDGS ORD SHS G3402M102 1,297 154,614 SH   DFND 21 154,614 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 331 7,435 SH   DFND 17 7,435 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 76 1,703 SH   DFND 21 0 0 1,703
FRONTLINE LTD SHS NEW G3682E192 260 44,602 SH   DFND 17 44,602 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 637 39,164 SH   DFND 17 39,164 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 2,932 180,227 SH   DFND 21 165,975 0 14,252
GENPACT LIMITED SHS G3922B107 54 1,858 SH   DFND 17 1,858 0 0
GENPACT LIMITED SHS G3922B107 458 15,821 SH   DFND 20 15,821 0 0
GENPACT LIMITED SHS G3922B107 2,276 78,661 SH   DFND 21 78,661 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 131 15,110 SH   DFND 17 0 0 15,110
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 210 24,200 SH   DFND 21 24,200 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 773 14,384 SH   DFND 17 14,384 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 3,009 56,010 SH   DFND 21 51,300 0 4,710
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 716 23,289 SH   DFND 17 23,289 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 7,448 242,373 SH   DFND 21 160,063 0 82,310
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 350 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 330 14,894 SH   DFND 21 14,894 0 0
HORIZON PHARMA PLC SHS G4617B105 321 19,397 SH   DFND 17 19,397 0 0
HORIZON PHARMA PLC SHS G4617B105 2,103 126,973 SH   DFND 21 120,442 0 6,531
ICON PLC SHS G4705A100 93 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 10,527 79,429 SH   DFND 21 79,429 0 0
ICHOR HOLDINGS SHS G4740B105 2,832 133,454 SH   DFND 17 129,087 0 4,367
ICHOR HOLDINGS SHS G4740B105 75 3,530 SH   DFND 20 3,530 0 0
ICHOR HOLDINGS SHS G4740B105 333 15,680 SH   DFND 21 14,837 0 843
IHS MARKIT LTD SHS G47567105 316 6,116 SH   DFND 17 6,116 0 0
INGERSOLL-RAND PLC SHS G47791101 20,385 227,180 SH   DFND 17 227,180 0 0
INGERSOLL-RAND PLC SHS G47791101 419 4,675 SH   DFND 20 4,675 0 0
INGERSOLL-RAND PLC SHS G47791101 25,952 289,222 SH   DFND 21 242,362 0 46,860
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 59 2,536 SH   DFND 20 2,536 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 8,088 348,015 SH   DFND 21 297,525 0 50,490
INVESCO LTD SHS G491BT108 189 7,132 SH   DFND 17 7,132 0 0
INVESCO LTD SHS G491BT108 184 6,940 SH   DFND 20 6,940 0 0
INVESCO LTD SHS G491BT108 1,649 62,068 SH   DFND 21 47,535 0 14,533
JAMES RIV GROUP LTD COM G5005R107 1,260 32,069 SH   DFND 17 3,682 0 28,387
JAMES RIV GROUP LTD COM G5005R107 1,544 39,285 SH   DFND 21 38,478 0 807
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,715 38,971 SH   DFND 17 38,971 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 419 2,433 SH   DFND 20 2,433 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12,166 70,608 SH   DFND 21 67,076 0 3,532
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,842 28,100 SH   DFND 24 28,100 0 0
JOHNSON CTLS INTL PLC SHS G51502105 72,863 2,178,269 SH   DFND 17 2,178,269 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,635 48,882 SH   DFND 21 0 0 48,882
LAZARD LTD SHS A G54050102 14,322 292,828 SH   DFND 17 292,828 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 269 10,125 SH   DFND 21 10,125 0 0
LIVANOVA PLC SHS G5509L101 1,133 11,350 SH   DFND 17 11,350 0 0
LIVANOVA PLC SHS G5509L101 3,350 33,565 SH   DFND 21 4,207 0 29,358
LUXOFT HLDG INC ORD SHS CL A G57279104 1,794 48,687 SH   DFND 21 37,162 0 11,525
MALLINCKRODT PUB LTD CO SHS G5785G107 4,298 230,356 SH   DFND 17 26,443 0 203,913
MALLINCKRODT PUB LTD CO SHS G5785G107 642 34,405 SH   DFND 21 14,793 0 19,612
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 41,349 1,928,595 SH   DFND 17 1,813,050 0 115,545
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 937 43,726 SH   DFND 20 43,726 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12,058 562,407 SH   DFND 21 549,220 0 13,187
MARVELL TECHNOLOGY GROUP LTD PUT G5876H955 2,894 135,000 SH Put DFND 21 135,000 0 0
MEDTRONIC PLC SHS G5960L103 114,303 1,335,155 SH   DFND 17 1,305,844 0 29,311
MEDTRONIC PLC SHS G5960L103 89 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 71,449 834,588 SH   DFND 21 675,763 0 158,825
MICHAEL KORS HLDGS LTD SHS G60754101 385 5,775 SH   DFND 17 5,775 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 437 6,563 SH   DFND 20 6,563 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,193 62,965 SH   DFND 21 19,026 0 43,939
APTIV PLC SHS G6095L109 22,378 244,224 SH   DFND 17 193,791 0 50,433
APTIV PLC SHS G6095L109 778 8,487 SH   DFND 21 8,487 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 279 19,590 SH   DFND 17 0 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 321 22,524 SH   DFND 21 0 0 22,524
NABORS INDUSTRIES LTD SHS G6359F103 161 25,183 SH   DFND 21 25,183 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 376 815,000 SH   DFND 17 779,845 0 35,155
NIELSEN HLDGS PLC SHS EUR G6518L108 174 5,630 SH   DFND 17 5,630 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,170 264,147 SH   DFND 20 0 0 264,147
NIELSEN HLDGS PLC SHS EUR G6518L108 25,126 812,352 SH   DFND 21 756,008 0 56,344
NIELSEN HLDGS PLC SHS EUR G6518L108 2,718 87,872 SH   DFND 25 87,872 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 4,335 225,893 SH   DFND 17 225,893 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 230 11,968 SH   DFND 20 11,968 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 14,641 762,955 SH   DFND 21 749,148 0 13,807
NOVOCURE LTD ORD SHS G6674U108 21,369 682,723 SH   DFND 17 434,298 0 248,425
NOVOCURE LTD ORD SHS G6674U108 501 16,000 SH   DFND 20 16,000 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,736 109,000 SH   DFND 24 109,000 0 0
QUOTIENT LTD SHS G73268107 2,715 338,060 SH   DFND 17 338,060 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,495 79,601 SH   DFND 17 59,376 0 20,225
SEAGATE TECHNOLOGY PLC SHS G7945M107 17,403 308,186 SH   DFND 21 45,258 0 262,928
PENTAIR PLC SHS G7S00T104 120 2,851 SH   DFND 17 2,851 0 0
PENTAIR PLC SHS G7S00T104 4,587 109,000 SH   DFND 24 109,000 0 0
PENTAIR PLC SHS G7S00T104 72 1,702 SH   DFND 25 1,702 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 298 5,494 SH   DFND 17 0 0 5,494
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 3,467 64,271 SH   DFND 21 34,435 0 29,836
SHIP FINANCE INTERNATIONAL L SHS G81075106 24,841 1,661,586 SH   DFND 17 1,661,586 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 226 15,092 SH   DFND 21 7,155 0 7,937
SINA CORP ORD G81477104 277 3,270 SH   DFND 17 0 0 3,270
SINA CORP ORD G81477104 935 11,040 SH   DFND 21 9,495 0 1,545
SMART GLOBAL HLDGS INC SHS G8232Y101 944 29,619 SH   DFND 17 10,459 0 19,160
SMART GLOBAL HLDGS INC SHS G8232Y101 1,129 35,423 SH   DFND 21 32,954 0 2,469
STERIS PLC SHS USD G84720104 17,162 163,431 SH   DFND 17 160,560 0 2,871
STERIS PLC SHS USD G84720104 15,110 143,888 SH   DFND 21 106,933 0 36,955
TECHNIPFMC PLC COM G87110105 235 7,417 SH   DFND 17 7,417 0 0
TECHNIPFMC PLC COM G87110105 23,006 724,818 SH   DFND 21 398,630 0 326,188
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 56 3,498 SH   DFND 17 0 0 3,498
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 580 36,492 SH   DFND 21 20,727 0 15,765
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,218 119,655 SH   DFND 17 119,655 0 0
TRITON INTL LTD CL A G9078F107 5,504 179,503 SH   DFND 17 119,561 0 59,942
TRITON INTL LTD CL A G9078F107 80 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 11,983 390,848 SH   DFND 21 344,773 0 46,075
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 818 219,894 SH   DFND 17 55,442 0 164,452
VALIDUS HOLDINGS LTD COM SHS G9319H102 38,853 574,745 SH   DFND 21 574,745 0 0
VENATOR MATLS PLC SHS G9329Z100 430 26,298 SH   DFND 17 13,261 0 13,037
VENATOR MATLS PLC SHS G9329Z100 3,645 222,784 SH   DFND 21 155,388 0 67,396
WHITE MTNS INS GROUP LTD COM G9618E107 7,801 8,605 SH   DFND 21 8,605 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 339 2,233 SH   DFND 17 2,233 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,064 40,000 SH   DFND 21 40,000 0 0
PERRIGO CO PLC SHS G97822103 1,429 19,606 SH   DFND 17 19,606 0 0
PERRIGO CO PLC SHS G97822103 265 3,628 SH   DFND 21 3,628 0 0
XL GROUP LTD COM G98294104 242 4,333 SH   DFND 17 4,333 0 0
XL GROUP LTD COM G98294104 26,759 478,265 SH   DFND 21 478,265 0 0
CHUBB LIMITED COM H1467J104 16,689 131,390 SH   DFND 17 104,630 0 26,760
CHUBB LIMITED COM H1467J104 4,073 32,064 SH   DFND 21 25,782 0 6,282
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 4,980 84,757 SH   DFND 17 84,757 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,392 40,700 SH   DFND 24 40,700 0 0
GARMIN LTD SHS H2906T109 9,865 161,726 SH   DFND 17 33,684 0 128,042
GARMIN LTD SHS H2906T109 19,518 319,967 SH   DFND 21 284,385 0 35,582
UBS GROUP AG SHS H42097107 669 43,345 SH   DFND 17 16,565 0 26,780
UBS GROUP AG SHS H42097107 9,686 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 210,972 13,669,811 SH   DFND 21 9,869,930 0 3,799,881
UBS GROUP AG SHS H42097107 577 37,400 SH   DFND 24 37,400 0 0
UBS GROUP AG SHS H42097107 5,255 342,916 SH   DFND 25 342,916 0 0
LOGITECH INTL S A SHS H50430232 129 2,933 SH   DFND 20 2,933 0 0
LOGITECH INTL S A SHS H50430232 27,720 630,313 SH   DFND 21 473,961 0 156,352
TE CONNECTIVITY LTD REG SHS H84989104 50,180 557,186 SH   DFND 17 530,136 0 27,050
TE CONNECTIVITY LTD REG SHS H84989104 1,266 14,058 SH   DFND 20 14,058 0 0
TE CONNECTIVITY LTD REG SHS H84989104 84,254 935,536 SH   DFND 21 769,458 0 166,078
TRANSOCEAN LTD REG SHS H8817H100 5,251 390,706 SH   DFND 17 390,706 0 0
TRANSOCEAN LTD REG SHS H8817H100 485 36,109 SH   DFND 21 36,109 0 0
ORION ENGINEERED CARBONS S A COM L72967109 27,925 905,180 SH   DFND 17 905,180 0 0
ORION ENGINEERED CARBONS S A COM L72967109 343 11,118 SH   DFND 21 9,344 0 1,774
TRINSEO S A SHS L9340P101 6,342 89,387 SH   DFND 17 23,885 0 65,502
TRINSEO S A SHS L9340P101 144 2,025 SH   DFND 20 2,025 0 0
TRINSEO S A SHS L9340P101 16,446 231,795 SH   DFND 21 198,704 0 33,091
CHECK POINT SOFTWARE TECH LT ORD M22465104 535 5,478 SH   DFND 17 5,478 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 1,204 19,126 SH   DFND 17 19,126 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 161 2,556 SH   DFND 21 2,556 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 261 3,094 SH   DFND 21 2,429 0 665
ITURAN LOCATION AND CONTROL SHS M6158M104 62 2,028 SH   DFND 17 2,028 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 181 5,955 SH   DFND 21 5,955 0 0
KORNIT DIGITAL LTD SHS M6372Q113 2,391 134,301 SH   DFND 17 134,301 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 258 9,467 SH   DFND 17 9,467 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 1,951 71,605 SH   DFND 21 65,578 0 6,027
ORBOTECH LTD ORD M75253100 1,794 29,029 SH   DFND 17 10,889 0 18,140
ORBOTECH LTD ORD M75253100 107 1,736 SH   DFND 20 1,736 0 0
ORBOTECH LTD ORD M75253100 1,340 21,690 SH   DFND 21 19,690 0 2,000
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 227 2,666 SH   DFND 21 2,666 0 0
AERCAP HOLDINGS NV SHS N00985106 14,123 260,808 SH   DFND 17 161,547 0 99,261
AERCAP HOLDINGS NV SHS N00985106 310 5,716 SH   DFND 20 5,716 0 0
AERCAP HOLDINGS NV SHS N00985106 38,551 711,928 SH   DFND 21 575,048 0 136,880
ASML HOLDING N V N Y REGISTRY SHS N07059210 8,473 42,799 SH   DFND 17 33,514 0 9,285
CNH INDL N V SHS N20944109 1,187 112,724 SH   DFND 17 112,724 0 0
CNH INDL N V SHS N20944109 73,243 6,955,607 SH   DFND 21 5,632,465 0 1,323,142
CORE LABORATORIES N V COM N22717107 4,163 32,985 SH   DFND 17 32,985 0 0
CORE LABORATORIES N V COM N22717107 480 3,800 SH   DFND 24 3,800 0 0
FERRARI N V COM N3167Y103 26,711 197,842 SH   DFND 21 97,485 0 100,357
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 21,125 1,118,330 SH   DFND 17 623,233 0 495,097
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 871 46,100 SH   DFND 20 46,100 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 78,863 4,174,828 SH   DFND 21 2,921,627 0 1,253,201
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 27,046 246,213 SH   DFND 17 185,820 0 60,393
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 224 2,038 SH   DFND 20 2,038 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 86,966 791,676 SH   DFND 21 612,536 0 179,140
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 439 4,000 SH   DFND 24 4,000 0 0
MYLAN N V SHS EURO N59465109 19,347 535,329 SH   DFND 17 535,329 0 0
MYLAN N V SHS EURO N59465109 145 4,003 SH   DFND 20 4,003 0 0
MYLAN N V SHS EURO N59465109 5,220 144,427 SH   DFND 21 144,427 0 0
MYLAN N V SHS EURO N59465109 6,090 168,500 SH   DFND 24 168,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 29,477 269,766 SH   DFND 21 255,287 0 14,479
ORTHOFIX INTL N V COM N6748L102 774 13,629 SH   DFND 17 13,629 0 0
ORTHOFIX INTL N V COM N6748L102 3,955 69,607 SH   DFND 21 66,206 0 3,401
QIAGEN NV SHS NEW N72482123 4,458 123,277 SH   DFND 21 103,277 0 20,000
QIAGEN NV SHS NEW N72482123 1,516 41,925 SH   DFND 24 41,925 0 0
UNIQURE NV SHS N90064101 1,877 49,653 SH   DFND 17 48,007 0 1,646
YANDEX N V SHS CLASS A N97284108 11,444 322,430 SH   DFND 17 253,290 0 69,140
YANDEX N V SHS CLASS A N97284108 13,180 371,341 SH   DFND 21 87,541 0 283,800
COPA HOLDINGS SA CL A P31076105 12,010 126,933 SH   DFND 17 112,833 0 14,100
COPA HOLDINGS SA CL A P31076105 168 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 1,258 13,300 SH   DFND 21 13,300 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 9,515 91,847 SH   DFND 4 91,847 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 60,107 580,182 SH   DFND 17 454,474 0 125,708
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 973 9,394 SH   DFND 20 9,394 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 26,938 260,017 SH   DFND 21 253,032 0 6,985
ROYAL CARIBBEAN CRUISES LTD CALL V7780T903 1,077 10,400 SH Call DFND 4 10,400 0 0
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 6,081 58,700 SH Put DFND 4 58,700 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 5,351 1,140,937 SH   DFND 17 128,590 0 1,012,347
FLEX LTD ORD Y2573F102 12,515 886,960 SH   DFND 17 712,210 0 174,750
FLEX LTD ORD Y2573F102 686 48,652 SH   DFND 21 48,652 0 0
SCORPIO TANKERS INC SHS Y7542C106 897 319,157 SH   DFND 17 118,862 0 200,295
SCORPIO TANKERS INC SHS Y7542C106 1,197 425,926 SH   DFND 21 425,926 0 0
SEASPAN CORP SHS Y75638109 2,159 212,079 SH   DFND 17 24,345 0 187,734
TEEKAY TANKERS LTD CL A Y8565N102 461 394,251 SH   DFND 17 45,298 0 348,953
WAVE LIFE SCIENCES LTD SHS Y95308105 4,202 109,863 SH   DFND 17 108,557 0 1,306
WAVE LIFE SCIENCES LTD SHS Y95308105 918 24,000 SH   DFND 24 24,000 0 0