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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COM INC CL ACOM68243Q10642922,716SH OTR1,2022,7160
1 800 FLOWERS COM INC CL ACOM68243Q10610548SH DFND154800
1ST SOURCE CORPORATIONCOM3369011032926,300SH OTR1,206,3000
21VIANET GROUP INC ADRCOM90138A10310713,715SH OTR1,2013,7150
3M COCOM88579Y1013,39719,600SHCallDFND1000
3M COCOM88579Y1017,80045,000SHPutDFND1000
3M COCOM88579Y1018504,906SH OTR1,404,9060
3M COCOM88579Y1011,3397,723SH DFND17,72300
3M COCOM88579Y10187500SH OTR1,305000
A10 NETWORKS INCCOM002121101172,482SH OTR1,402,4820
A10 NETWORKS INCCOM00212110115723,050SH DFND123,05000
AAC HOLDINGS INCCOM0003071085158,900SH OTR1,2058,9000
AAR CORPCOM00036110515398SH OTR1,403980
AAR CORPCOM00036110571019,288SH OTR1,2019,2880
AAR CORPCOM0003611051,39337,857SH DFND137,85700
ABBOTT LABSCOM0028241004635,500SH OTR1,305,5000
ABBOTT LABSCOM0028241002452,910SH DFND12,91000
ABBVIE INCCOM00287Y1096408,800SHCallDFND1000
ABBVIE INCCOM00287Y1091,65822,800SHPutDFND1000
ABBVIE INCCOM00287Y10911,414156,964SH OTR1,20156,9640
ABBVIE INCCOM00287Y10996713,293SH DFND113,29300
ABERCROMBIE and FITCH CO CL ACOM002896207955,933SH OTR1,405,9330
ABERCROMBIE and FITCH CO CL ACOM00289620716510,278SH OTR1,2010,2780
ABIOMED INCCOM0036541002871,100SHCallDFND1000
ACADIA PHARMACEUTICALS INCCOM00422510868625,673SH OTR1,2025,6730
ACCENTURE PLC CL ACOMG1151C1016823,692SH OTR1,403,6920
ACCENTURE PLC CL ACOMG1151C1014302,328SH DFND12,32800
ACCO BRANDS CORPCOM00081T10810313,150SH OTR1,4013,1500
ACCO BRANDS CORPCOM00081T10812315,631SH OTR1,2015,6310
ACCURAY INCCOM00439710551,400SH OTR1,401,4000
ACCURAY INCCOM00439710533887,271SH OTR1,2087,2710
ACHILLION PHARMACEUTICALSCOM00448Q2017427,430SH OTR1,2027,4300
ACI WORLDWIDE INCCOM004498101702,050SH DFND12,05000
ACI WORLDWIDE INCCOM0044981011,60346,677SH OTR1,2046,6770
ACLARIS THERAPEUTICS INCCOM00461U1054520,500SH OTR1,2020,5000
ACM RESEARCH INC CLASS ACOM00108J10982552,823SH OTR1,2052,8230
ACTIVISION BLIZZARD INCCOM00507V1091,83638,900SHCallDFND1000
ACTIVISION BLIZZARD INCCOM00507V1092,11544,800SHPutDFND1000
ACTUANT CORP CL ACOM00508X203351,428SH OTR1,401,4280
ACTUANT CORP CL ACOM00508X203491,968SH DFND11,96800
ACTUANT CORP CL ACOM00508X20351120,600SH OTR1,2020,6000
ACUITY BRANDS INCCOM00508Y102110800SH OTR1,308000
ACUITY BRANDS INCCOM00508Y1022211,605SH OTR1,401,6050
ACUITY BRANDS INCCOM00508Y1024483,248SH OTR1,203,2480
ADAMS RESOURCES and ENERGY INCCOM0063513083299,600SH OTR1,209,6000
ADECOAGRO SACOML0084910619327,035SH DFND127,03500
ADTALEM GLOBAL EDUCATION INCCOM00737L1032786,176SH OTR1,406,1760
ADTALEM GLOBAL EDUCATION INCCOM00737L1031,60535,633SH OTR1,2035,6330
ADTALEM GLOBAL EDUCATION INCCOM00737L1032625,811SH DFND15,81100
ADTRAN INCCOM00738A106030SH OTR1,40300
ADTRAN INCCOM00738A106023SH DFND12300
ADTRAN INCCOM00738A10619512,783SH OTR1,2012,7830
ADVANCE AUTO PARTSCOM00751Y1061,0026,500SHCallDFND1000
ADVANCE AUTO PARTSCOM00751Y1068175,300SHPutDFND1000
ADVANCE AUTO PARTSCOM00751Y1062421,568SH OTR1,401,5680
ADVANCED DISPOSAL SERVICES ICOM00790X101331,032SH DFND11,03200
ADVANCED DISPOSAL SERVICES ICOM00790X1013,308103,654SH OTR1,20103,6540
ADVANCED MAGNETICS INCCOM00163U10639539,539SH OTR1,2039,5390
ADVANCED MICRO DEVICESCOM00790310732210,600SH OTR1,3010,6000
ADVANSIX INC WICOM00773T101391,581SH OTR1,401,5810
ADVANSIX INC WICOM00773T10125710,500SH OTR1,2010,5000
AERCAP HOLDINGS NVCOMN009851061613,100SH OTR1,303,1000
AERCAP HOLDINGS NVCOMN0098510699619,142SH OTR1,2019,1420
AEROHIVE NETWORKS INCCOM00778610622751,327SH OTR1,2051,3270
AES CORPCOM00130H10598758,905SH DFND158,90500
AGCO CORPCOM00108410216200SH OTR1,402000
AGCO CORPCOM00108410291911,841SH OTR1,2011,8410
AGILENT TECHNOLOGIES INCCOM00846U10161819SH OTR1,208190
AGILENT TECHNOLOGIES INCCOM00846U1012,35231,500SHCallDFND1000
AGILENT TECHNOLOGIES INCCOM00846U1012,63635,300SHPutDFND1000
AGILENT TECHNOLOGIES INCCOM00846U1014996,677SH DFND16,67700
AGROFRESH SOLUTIONS INCCOM00856G109214141,991SH OTR1,20141,9910
AIR PRODUCTS and CHEMICALS INCCOM0091581065662,500SHCallDFND1000
AIR PRODUCTS and CHEMICALS INCCOM0091581061,1325,000SHPutDFND1000
AIRCASTLE LTDCOMG0129K10433715,850SH OTR1,2015,8500
AIRCASTLE LTDCOMG0129K10406SH OTR1,4060
AKAMAI TECHNOLOGIESCOM00971T1012,40430,003SH OTR1,2030,0030
ALAMO GROUP INCCOM0113111072452,450SH DFND12,45000
ALASKA AIRGROUP INCCOM0116591094987,789SH OTR1,407,7890
ALASKA AIRGROUP INCCOM01165910921324SH DFND132400
ALBANY INTL CORP CL ACOM01234810821250SH OTR1,402500
ALBANY INTL CORP CL ACOM0123481082002,409SH DFND12,40900
ALBEMARLE CORPCOM0126531014596,519SH OTR1,206,5190
ALBEMARLE CORPCOM012653101456SH DFND15600
ALCON INCCOMH013011282303,700SH OTR1,203,7000
ALERIAN MLP ETFCOM00162Q866101,027SH DFND11,02700
ALERIAN MLP ETFCOM00162Q86622222,500SH OTR1,2022,5000
ALGONQUIN POWER and UTILITIESCOM015857105352,900SH OTR1,402,9000
ALGONQUIN POWER and UTILITIESCOM01585710521717,952SH OTR1,2017,9520
ALIGN TECHNOLOGY INCCOM0162551013,11011,364SH OTR1,2011,3640
ALIGN TECHNOLOGY INCCOM0162551011,9437,100SH OTR1,307,1000
ALLEGHANY CORPCOM017175100613900SH OTR1,209000
ALLEGION PLC WICOMG0176J1096155,561SH OTR1,205,5610
ALLENA PHARMACEUTICALS INCCOM01811910721252,100SH OTR1,2052,1000
ALLERGAN PLCCOMG0177J1088,40950,226SH OTR1,2050,2260
ALLERGAN PLCCOMG0177J10892547SH OTR1,405470
ALLETE INCCOM0185223004084,907SH OTR1,404,9070
ALLETE INCCOM0185223004675,608SH OTR1,205,6080
ALLETE INCCOM0185223003123,750SH DFND13,75000
ALLIANT ENERGY CORPCOM01880210869214,100SH OTR1,2014,1000
ALLIANT ENERGY CORPCOM0188021082064,200SH OTR1,304,2000
ALLIANT ENERGY CORPCOM01880210858111,845SH DFND111,84500
ALLISON TRANSMISSION HOLDINGCOM01973R1012094,516SH OTR1,204,5160
ALLISON TRANSMISSION HOLDINGCOM01973R1013367,247SH DFND17,24700
ALLISON TRANSMISSION HOLDINGCOM01973R101561,200SH OTR1,301,2000
ALLSCRIPTS HEALTHCARE SOLUTIONCOM01988P10883872,094SH OTR1,2072,0940
ALLSTATE CORPCOM0200021013763,700SH OTR1,303,7000
ALLY FINANCIAL INCCOM02005N10045914,808SH OTR1,4014,8080
ALLY FINANCIAL INCCOM02005N1001,41145,530SH OTR1,2045,5300
ALLY FINANCIAL INCCOM02005N10012400SH OTR1,304000
ALPHABET INC CL ACOM02079K305596550SH DFND155000
ALPHABET INC CL ACOM02079K107310287SH OTR1,202870
ALTA MESA RESOURCES INCCOM02133L10963434,665SH OTR1,20434,6650
ALTABA INCCOM0213461012,47735,700SH OTR1,2035,7000
ALTERYX LLC ACOM02156B10302SH DFND1200
ALTERYX LLC ACOM02156B1032031,858SH OTR1,401,8580
ALTERYX LLC ACOM02156B1036,22357,032SH OTR1,2057,0320
ALTISOURCE PORTFOLIO SOLCOML0175J10452126,500SH OTR1,2026,5000
ALTRIA GROUP INCCOM02209S10368314,416SH OTR1,4014,4160
ALTRIA GROUP INCCOM02209S1034,54195,908SH OTR1,2095,9080
ALTRIA GROUP INCCOM02209S1031863,922SH DFND13,92200
AMAZON COM INCCOM0231351069852SH DFND15200
AMAZON COM INCCOM023135106275145SH OTR1,301450
AMCOR PLCCOMG0250X10755047,900SH OTR1,2047,9000
AMER CONS STAPLES SPDR IDXETF81369Y3087,684132,321SH DFND1132,32100
AMER CONS STAPLES SPDR IDXETF81369Y3084,67680,521SH OTR1,2080,5210
AMEREN CORPORATIONCOM02360810287911,700SH OTR1,3011,7000
AMEREN CORPORATIONCOM0236081021,65322,012SH DFND122,01200
AMERICAN ASSETS TRUST INCCOM0240131043286,951SH OTR1,206,9510
AMERICAN CAMPUS COMMUNITIESCOM0248351004189,062SH OTR1,409,0620
AMERICAN EAGLE OUTFITTERSCOM02553E106593,473SH DFND13,47300
AMERICAN EAGLE OUTFITTERSCOM02553E10689452,903SH OTR1,2052,9030
AMERICAN EAGLE OUTFITTERSCOM02553E10625715,200SH OTR1,3015,2000
AMERICAN ELECTRIC POWERCOM0255371015696,467SH DFND16,46700
AMERICAN ELECTRIC POWERCOM0255371011,06512,100SHCallDFND1000
AMERICAN ELECTRIC POWERCOM0255371012823,200SHPutDFND1000
AMERICAN ELECTRIC POWERCOM0255371011,95422,200SH OTR1,3022,2000
AMERICAN EXPRESS COMPANYCOM02581610926209SH OTR1,402090
AMERICAN EXPRESS COMPANYCOM02581610915,250123,538SH OTR1,20123,5380
AMERICAN EXPRESS COMPANYCOM0258161091,34510,900SH OTR1,3010,9000
AMERICAN FINANCIAL GROUP INCCOM02593210416157SH DFND115700
AMERICAN FINANCIAL GROUP INCCOM0259321041,02910,043SH OTR1,4010,0430
AMERICAN FINANCIAL GROUP INCCOM0259321043743,649SH OTR1,203,6490
AMERICAN INTL GRPCOM02687478414255SH DFND125500
AMERICAN INTL GRPCOM0268747841,95236,633SH OTR1,2036,6330
AMERICAN INTL GRPCOM0268747844007,510SH OTR1,307,5100
AMERICAN OUTDOOR BRANDS CORPCOM02874P10337241,312SH OTR1,2041,3120
AMERICAN TOWER CORP CL ACOM03027X1005162,524SH DFND12,52400
AMERICAN TOWER CORP CL ACOM03027X1004292,100SHCallDFND1000
AMERICAN TOWER CORP CL ACOM03027X1001,2276,000SHPutDFND1000
AMERICAN VANGUARD CORPCOM03037110818011,700SH OTR1,2011,7000
AMERICAS CAR MART INCCOM03062T1052462,859SH DFND12,85900
AMERICOLD REALTY TRUSTCOM03064D1081,59849,300SH OTR1,4049,3000
AMERICOLD REALTY TRUSTCOM03064D1088,857273,200SH OTR1,20273,2000
AMERIPRISE FINANCIAL INCCOM03076C1061,0086,944SH OTR1,406,9440
AMERIPRISE FINANCIAL INCCOM03076C1062,56917,700SH OTR1,2017,7000
AMERIPRISE FINANCIAL INCCOM03076C1062031,400SH OTR1,301,4000
AMERISOURCEBERGEN CORPCOM03073E1051691,977SH DFND11,97700
AMERISOURCEBERGEN CORPCOM03073E1051,26214,800SH OTR1,3014,8000
AMEX ENERGY SELECT SPDR IDXCOM81369Y5062,53639,800SHCallDFND1000
AMEX ENERGY SELECT SPDR IDXCOM81369Y5063,67657,700SHPutDFND1000
AMEX ENERGY SELECT SPDR IDXCOM81369Y5066,457101,363SH DFND1101,36300
AMEX ENERGY SELECT SPDR IDXCOM81369Y50640,489635,526SH OTR1,20635,5260
AMEX FINANCIAL SELECT SPDR IDXCOM81369Y6051,99372,200SHCallDFND1000
AMEX FINANCIAL SELECT SPDR IDXCOM81369Y6056,933251,200SHPutDFND1000
AMGEN INCCOM03116210018,06198,006SH OTR1,2098,0060
AMGEN INCCOM0311621003131,700SH OTR1,301,7000
AMN HEALTHCARE SERVICES INCCOM0017441011272,348SH OTR1,402,3480
AMN HEALTHCARE SERVICES INCCOM0017441011803,315SH OTR1,203,3150
AMN HEALTHCARE SERVICES INCCOM00174410138700SH OTR1,307000
AMN HEALTHCARE SERVICES INCCOM001744101246SH DFND14600
AMPHASTAR PHARMACEUTICALS INCOM03209R10324811,758SH DFND111,75800
AMPHENOL CORP CL ACOM0320951012582,687SH DFND12,68700
AMPHENOL CORP CL ACOM0320951011,96720,500SH OTR1,3020,5000
AMPHENOL CORP CL ACOM0320951012973,100SHPutDFND1000
AMPIO PHARMACEUTICALS INCCOM03209T109171440,300SH OTR1,20440,3000
ANADARKO PETROLEUM CORPCOM0325111077,706109,215SH OTR1,20109,2150
ANALOG DEVICESCOM032654105107947SH DFND194700
ANALOG DEVICESCOM0326541056,48057,410SH OTR1,2057,4100
ANALOG DEVICESCOM0326541051,95317,300SH OTR1,3017,3000
ANGIODYNAMICS INCCOM03475V1016300SH OTR1,403000
ANGIODYNAMICS INCCOM03475V101241,215SH OTR1,201,2150
ANGIODYNAMICS INCCOM03475V10138219,393SH DFND119,39300
ANTERO RESOURCES CORPCOM03674X106963174,188SH DFND1174,18800
AON PLCCOMG0408V102158817SH OTR1,408170
AON PLCCOMG0408V102116600SH OTR1,306000
APACHE CORPCOM03741110539413,597SH DFND113,59700
APACHE CORPCOM03741110546916,200SH OTR1,3016,2000
APACHE CORPCOM0374111051,20541,600SHCallDFND1000
APACHE CORPCOM0374111051,11838,600SHPutDFND1000
APARTMENT INVT and MGMT CO ACOM03748R7543,30866,000SH OTR1,2066,0000
APERGY CORPCOM03755L1041113,300SH OTR1,203,3000
APERGY CORPCOM03755L10427795SH DFND179500
APERGY CORPCOM03755L1043159,400SH OTR1,409,4000
APPLE INCCOM03783310096,187485,987SH OTR1,20485,9870
APPLIED MATERIALS INCCOM0382221052044,538SH OTR1,404,5380
APPLIED MATERIALS INCCOM0382221052,13947,627SH OTR1,2047,6270
APPLIED MATERIALS INCCOM0382221051,15325,682SH DFND125,68200
APPLIED MATERIALS INCCOM0382221051,63036,300SHCallDFND1000
APPLIED MATERIALS INCCOM0382221051,02822,900SHPutDFND1000
APPROACH RESOURCES INCCOM03834A10332111,200SH OTR1,20111,2000
APTINYX INCCOM03836N10320762,000SH OTR1,2062,0000
APTIVE PLCCOMG6095L1091021,267SH DFND11,26700
APTIVE PLCCOMG6095L10992311,419SH OTR1,4011,4190
APTIVE PLCCOMG6095L1091,32816,424SH OTR1,2016,4240
APTIVE PLCCOMG6095L1092102,600SHCallDFND1000
APTIVE PLCCOMG6095L1094695,800SHPutDFND1000
AQUANTIA CORPCOM03842Q1081,413108,458SH OTR1,20108,4580
AQUESTIVE THERAPEUTICS INCCOM03843E10421350,700SH OTR1,2050,7000
ARAMARKCOM03852U10670419,535SH OTR1,4019,5350
ARAMARKCOM03852U1061,51842,100SH OTR1,3042,1000
ARBOR REALTY TRUST INCCOM0389231083,611297,905SH OTR1,20297,9050
ARBUTUS BIOPHARMA CORPCOM03879J100327157,300SH OTR1,20157,3000
ARCH COAL INCCOM03938040785900SH OTR1,309000
ARCH COAL INCCOM03938040755589SH DFND158900
ARCH COAL INCCOM0393804075465,800SH OTR1,205,8000
ARCHER DANIELS MIDLAND COCOM0394831025,218127,900SHCallDFND1000
ARCHER DANIELS MIDLAND COCOM0394831024,419108,300SHPutDFND1000
ARCHER DANIELS MIDLAND COCOM0394831022967,261SH DFND17,26100
ARCHROCK INCCOM03957W10620819,646SH DFND119,64600
ARCONIC INCCOM03965L10010,563409,108SH OTR1,20409,1080
ARDMORE SHIPPING CORPCOMY0207T10028535,000SH DFND135,00000
ARGAN INCCOM04010E1092305,669SH DFND15,66900
ARISTA NETWORKS INCCOM04041310688338SH OTR1,403380
ARISTA NETWORKS INCCOM040413106248956SH DFND195600
ARLO TECHNOLOGIES INCCOM04206A10130776,500SH OTR1,2076,5000
ARMSTRONG WORLD INDUSTRIESCOM04247X10293960SH OTR1,409600
ARMSTRONG WORLD INDUSTRIESCOM04247X10297210,000SH OTR1,3010,0000
ARQULE INCCOM04269E10711410,357SH OTR1,2010,3570
ARRAY BIOPHARMA INCCOM04269X10526556SH DFND155600
ARRAY BIOPHARMA INCCOM04269X1052,48553,646SH OTR1,2053,6460
ARROW ELECTRONICS INCCOM0427351001922,694SH OTR1,202,6940
ARROW ELECTRONICS INCCOM0427351001502,100SH OTR1,302,1000
ARROW ELECTRONICS INCCOM04273510082011,500SH OTR1,4011,5000
ARROW ELECTRONICS INCCOM0427351002924,098SH DFND14,09800
ASCENA RETAIL GROUP INCCOM04351G10165106,715SH OTR1,20106,7150
ASCENT CAPITAL GRP INCCOM043632AA6365337,727SH DFND1337,72700
ASHFORD HOSPITALITY TRUSTCOM04410310917057,400SH OTR1,2057,4000
ASHLAND GLOBAL HOLDINGS INCCOM04418610486110,763SH OTR1,4010,7630
ASHLAND GLOBAL HOLDINGS INCCOM0441861046327,900SH OTR1,307,9000
ASPEN TECH INCCOM0453271032,09516,857SH OTR1,2016,8570
ASPEN TECH INCCOM0453271031,0698,600SH OTR1,308,6000
ASSOCIATED BANC CORPCOM045487105854,021SH DFND14,02100
ASSOCIATED BANC CORPCOM0454871051,21957,661SH OTR1,2057,6610
ASSURANT INCCOM04621X1081,24511,700SH OTR1,3011,7000
ASSURED GUARANTY LTDCOMG0585R1061824,314SH OTR1,404,3140
ASSURED GUARANTY LTDCOMG0585R1061583,747SH DFND13,74700
ASSURED GUARANTY LTDCOMG0585R1061,30931,099SH OTR1,2031,0990
ASTRONICS CORPCOM046433108651,616SH OTR1,201,6160
ASTRONICS CORPCOM0464331081884,670SH DFND14,67000
ASURE SOFTWARE INCCOM04649U10255667,500SH OTR1,2067,5000
AT HOME GROUP INCCOM04650Y10011216,800SH OTR1,4016,8000
AT HOME GROUP INCCOM04650Y10021131,635SH DFND131,63500
AT HOME GROUP INCCOM04650Y100375,600SH OTR1,305,6000
AT and T INCCOM00206R1021,36140,609SH DFND140,60900
ATHENE HOLDING LTD CLASS ACOMG0684D10787020,200SH OTR1,3020,2000
ATKORE INTERNATIONAL GROUP ICOM0476491084155SH OTR1,401550
ATKORE INTERNATIONAL GROUP ICOM04764910832812,662SH DFND112,66200
ATLANTIC TELE NETWORK INCCOM00215F1072303,983SH DFND13,98300
ATLAS AIR WORLDWIDE HOLDINGSCOM0491642052365,283SH DFND15,28300
ATRION CORPORATIONCOM049904105322378SH DFND137800
AUBURN NATL BANCORPORATIONCOM05047310735210,500SH OTR1,2010,5000
AUTODESK INCCOM052769106319SH DFND11900
AUTODESK INCCOM0527691061,0756,600SHCallDFND1000
AUTODESK INCCOM0527691068315,100SHPutDFND1000
AUTODESK INCCOM05276910630,910189,751SH OTR1,20189,7510
AUTODESK INCCOM0527691061,71010,500SH OTR1,3010,5000
AUTONATION INCCOM05329W102771,828SH OTR1,401,8280
AUTONATION INCCOM05329W1021263,000SH OTR1,303,0000
AUTONATION INCCOM05329W1023758,942SH OTR1,208,9420
AUTOZONECOM0533321024844SH DFND14400
AUTOZONECOM0533321024,0923,722SH OTR1,203,7220
AUTOZONECOM053332102352320SH OTR1,303200
AVALARA INCCOM05338G1067100SH OTR1,301000
AVALARA INCCOM05338G10678910,934SH OTR1,4010,9340
AVALARA INCCOM05338G1063,62750,231SH OTR1,2050,2310
AVALONBAY COMMUNITIES INCCOM0534841016613,253SH OTR1,403,2530
AVALONBAY COMMUNITIES INCCOM0534841016503,200SHCallDFND1000
AVANGRID INCCOM05351W10375915,039SH DFND115,03900
AVANOS MEDICAL INCCOM05350V1062686,153SH OTR1,406,1530
AVANTOR INCCOM05352A10077340,498SH OTR1,4040,4980
AVEO PHARMACEUTICALS INCCOM053588109321477,128SH OTR1,20477,1280
AVERY DENNISON CORPCOM0536111098757,560SH OTR1,207,5600
AVIS BUDGET GROUP INCCOM0537741051,03329,377SH OTR1,2029,3770
AVIS BUDGET GROUP INCCOM053774105252SH OTR1,40520
AVISTA CORPCOM05379B1072906,502SH OTR1,206,5020
AVNET INCCOM053807103721,600SH OTR1,301,6000
AVNET INCCOM0538071032,55856,508SH OTR1,2056,5080
AVON PRODUCTS INCCOM05430310221555,435SH OTR1,2055,4350
AXA EQUITABLE HOLDINGS INCCOM0545611051,35664,900SH OTR1,3064,9000
AXALTA COATING SYSTEMS LTDCOMG0750C108391,310SH DFND11,31000
AXALTA COATING SYSTEMS LTDCOMG0750C10844915,092SH OTR1,4015,0920
AXALTA COATING SYSTEMS LTDCOMG0750C1081,13738,200SH OTR1,2038,2000
AXALTA COATING SYSTEMS LTDCOMG0750C1081,46849,300SH OTR1,3049,3000
AXIS CAPITAL HOLDINGS LTDCOMG0692U1099144SH OTR1,401440
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091472,462SH OTR1,202,4620
AXIS CAPITAL HOLDINGS LTDCOMG0692U1091192,000SH OTR1,302,0000
AXIS CAPITAL HOLDINGS LTDCOMG0692U109581SH DFND18100
B and G FOODS INC CLASS ACOM05508R10634416,535SH OTR1,2016,5350
BABCOCK and WILCOX ENTERPRCOM05614L20997282,600SH OTR1,20282,6000
BALL CORPCOM0584981062523,606SH OTR1,403,6060
BALL CORPCOM0584981065327,602SH DFND17,60200
BALL CORPCOM0584981061,28118,300SHPutDFND1000
BANCO SANTANDER BRASIL ADSADR05967A10729725,062SH OTR1,2025,0620
BANCO SANTANDER BRASIL ADSADR05967A107736,146SH OTR1,406,1460
BANCO SANTANDER MEXICO ADRADR05969B1031,002130,975SH OTR1,20130,9750
BANCO SANTANDER MEXICO ADRADR05969B1031100SH OTR1,401000
BANK OF AMERICA CORPCOM06050510490631,250SH OTR1,4031,2500
BANK OF AMERICA CORPCOM06050510453,8241,856,000SH OTR1,201,856,0000
BANK OF AMERICA CORPCOM0605051041,88865,100SH OTR1,3065,1000
BANK OF HAWAII CORPCOM0625401091,54218,596SH OTR1,2018,5960
BANK OF MONTREALCOM06367110194412,511SH DFND112,51100
BANK OF MONTREALCOM06367110115200SH OTR1,402000
BANK OF NEW YORK MELLON CORPCOM0640581002044,623SH OTR1,404,6230
BANK OF NEW YORK MELLON CORPCOM0640581001,78840,493SH OTR1,2040,4930
BANK OF NEW YORK MELLON CORPCOM0640581001,96044,400SH OTR1,3044,4000
BANK OF NEW YORK MELLON CORPCOM0640581001,11925,358SH DFND125,35800
BANK OF NEW YORK MELLON CORPCOM0640581001,99145,100SHCallDFND1000
BANK OF NEW YORK MELLON CORPCOM0640581003,33375,500SHPutDFND1000
BANK OF NT BUTTERFIELD and SONCOMG0772R2081484,365SH OTR1,404,3650
BANK OF NT BUTTERFIELD and SONCOMG0772R2081193,500SH OTR1,203,5000
BANK OF NT BUTTERFIELD and SONCOMG0772R20819558SH DFND155800
BANK OZKCOM06417N103812,700SH OTR1,302,7000
BANK OZKCOM06417N1034124SH DFND112400
BANK OZKCOM06417N1032,06568,613SH OTR1,2068,6130
BANKUNITED INCCOM06652K10358217,239SH OTR1,2017,2390
BANKUNITED INCCOM06652K10368220,200SH OTR1,3020,2000
BANKUNITED INCCOM06652K103521,542SH DFND11,54200
BARRICK GOLD CORPCOM06790110823614,943SH DFND114,94300
BASIC ENERGY SERVICES INCCOM06985P20916285,200SH OTR1,2085,2000
BAUSCH HEALTH COS INCCOM07173410758023,000SHCallDFND1000
BAUSCH HEALTH COS INCCOM07173410730011,900SHPutDFND1000
BAXTER INTERNATIONALCOM07181310936435SH OTR1,404350
BAXTER INTERNATIONALCOM0718131094,67257,042SH OTR1,2057,0420
BB and T CORPCOM0549371071833,721SH OTR1,403,7210
BB and T CORPCOM0549371071,00820,523SH DFND120,52300
BCE INCCOM05534B760731,598SH OTR1,401,5980
BCE INCCOM05534B7601,09724,111SH DFND124,11100
BEASLEY BROADCAST GRP INC ACOM07401410111435,400SH OTR1,2035,4000
BED BATH AND BEYOND INCCOM07589610048541,722SH OTR1,2041,7220
BELDEN INCCOM077454106771,300SH OTR1,301,3000
BELDEN INCCOM0774541065789,698SH OTR1,209,6980
BELDEN INCCOM0774541062744,595SH DFND14,59500
BELLICUM PHARMACEUTICALS INCCOM079481107307180,400SH OTR1,20180,4000
BENCHMARK ELECTRONICS INCCOM08160H1011,18247,041SH OTR1,2047,0410
BENCHMARK ELECTRONICS INCCOM08160H1011124,462SH DFND14,46200
BERRY GLOBAL GROUP INCCOM08579W10372913,868SH OTR1,4013,8680
BERRY GLOBAL GROUP INCCOM08579W10399418,900SH OTR1,3018,9000
BERRY GLOBAL GROUP INCCOM08579W103761,451SH OTR1,201,4510
BERRY GLOBAL GROUP INCCOM08579W1031683,197SH DFND13,19700
BEST BUY COMPANY INCCOM0865161011452,074SH DFND12,07400
BEST BUY COMPANY INCCOM0865161012994,294SH OTR1,204,2940
BEST BUY COMPANY INCCOM0865161012,12730,500SHCallDFND1000
BEST BUY COMPANY INCCOM0865161011,34619,300SHPutDFND1000
BIG 5 SPORTING GOODS CORPCOM08915P10117790,813SH OTR1,2090,8130
BIG LOTS INCCOM08930210349517,300SH OTR1,3017,3000
BIG LOTS INCCOM0893021031043,636SH OTR1,403,6360
BIG LOTS INCCOM089302103481,679SH OTR1,201,6790
BIG LOTS INCCOM0893021034152SH DFND115200
BIGLARI HOLDINGS INC BCOM08986R3094364,200SH OTR1,204,2000
BIOGEN INCCOM09062X10311,75850,277SH OTR1,2050,2770
BIOGEN INCCOM09062X103218931SH DFND193100
BIOGEN INCCOM09062X1038653,700SHCallDFND1000
BIOGEN INCCOM09062X1031,2865,500SHPutDFND1000
BIOMARIN PHARMACEUTICAL INCCOM09061G10112145SH OTR1,401450
BIOMARIN PHARMACEUTICAL INCCOM09061G1013083,599SH DFND13,59900
BIO-RAD LABORATORIES CL ACOM0905722076131,960SH OTR1,401,9600
BIO-RAD LABORATORIES CL ACOM09057220746148SH OTR1,201480
BIOSCRIP INCCOM09069N1086324,300SH OTR1,2024,3000
BIOTELEMETRY INCCOM0906721063076,373SH DFND16,37300
BJS WHOLESALE CLUB HOLDINGSCOM05550J10129010,998SH OTR1,4010,9980
BJS WHOLESALE CLUB HOLDINGSCOM05550J1011,48956,400SH OTR1,2056,4000
BJS WHOLESALE CLUB HOLDINGSCOM05550J101401,500SH OTR1,301,5000
BLACK KNIGHT INCCOM09215C1051,33522,200SH OTR1,3022,2000
BLACK KNIGHT INCCOM09215C1051532,540SH OTR1,402,5400
BLACKBERRY LTDCOM09228F10346462,145SH DFND162,14500
BLACKROCK INCCOM09247X10111,55724,627SH OTR1,2024,6270
BLOCK H and RCOM09367110562221,212SH OTR1,2021,2120
BLOCK H and RCOM0936711052588,815SH DFND18,81500
BLOOM ENERGY CORP CLASS ACOM09371210731926,006SH OTR1,2026,0060
BLUEBIRD BIO INCCOM09609G1006,66552,400SH OTR1,2052,4000
BOEING COCOM097023105185507SH DFND150700
BOEING COCOM0970231051,7584,830SH OTR1,404,8300
BOEING COCOM0970231058192,250SH OTR1,302,2500
BOEING COCOM0970231055101,400SHCallDFND1000
BOEING COCOM0970231055821,600SHPutDFND1000
BOK FINANCIAL CORPORATIONCOM05561Q20178310,378SH OTR1,2010,3780
BOK FINANCIAL CORPORATIONCOM05561Q201568SH OTR1,40680
BOK FINANCIAL CORPORATIONCOM05561Q201861,134SH DFND11,13400
BONANZA CREEK ENERGY INCCOM0977934002,098100,470SH DFND1100,47000
BOOKING HOLDINGS INCCOM09857L10842,63822,744SH OTR1,2022,7440
BOOKING HOLDINGS INCCOM09857L1081,9501,040SH OTR1,301,0400
BOOKING HOLDINGS INCCOM09857L1085831SH DFND13100
BOOKING HOLDINGS INCCOM09857L1081,500800SHCallDFND1000
BOOKING HOLDINGS INCCOM09857L1081,500800SHPutDFND1000
BOOZ ALLEN HAMILTON HOLDINGCOM0995021061211,823SH OTR1,401,8230
BOOZ ALLEN HAMILTON HOLDINGCOM09950210610155SH DFND115500
BOOZ ALLEN HAMILTON HOLDINGCOM09950210692413,950SH OTR1,2013,9500
BOOZ ALLEN HAMILTON HOLDINGCOM0995021061,82727,600SH OTR1,3027,6000
BORG WARNER AUTO INCCOM0997241061,25129,800SH OTR1,3029,8000
BORG WARNER AUTO INCCOM099724106631,493SH DFND11,49300
BOSTON BEER CO INC CL ACOM100557107286756SH OTR1,407560
BOSTON BEER CO INC CL ACOM100557107323856SH DFND185600
BOSTON PROPERTIES INCCOM1011211019447,319SH OTR1,207,3190
BOX INC CLASS ACOM10316T10492652,600SH OTR1,3052,6000
BOYD GAMING CORPCOM1033041012659,834SH DFND19,83400
BP PLC SPONS ADRADR05562210470917,000SH OTR1,4017,0000
BRANDYWINE REALTY TRUSTCOM105368203171,180SH OTR1,401,1800
BRANDYWINE REALTY TRUSTCOM10536820391363,758SH OTR1,2063,7580
BRIGGS and STRATTONCOM10904310925124,478SH DFND124,47800
BRIGGS and STRATTONCOM109043109252,400SH OTR1,202,4000
BRIGHTHOUSE FINANCIAL INC WICOM10922N10391024,800SH OTR1,2024,8000
BRINKS CO THECOM1096961044145,100SH OTR1,305,1000
BRISTOL MYERS SQUIBBCOM1101221082094,600SHPutDFND1000
BROADCOM INCCOM11135F10117,13559,526SH OTR1,2059,5260
BROADCOM INCCOM11135F1017682,667SH DFND12,66700
BROADCOM INCCOM11135F1016622,300SHCallDFND1000
BROADCOM INCCOM11135F1017772,700SHPutDFND1000
BROADRIDGE FINANCIAL SOLUTIOCOM11133T1031,95415,300SH OTR1,3015,3000
BROOKDALE SENIOR LIVING INCCOM1124631048611,935SH DFND111,93500
BROOKFIELD ASSET MANAGE CL ACOM11258510463513,300SH OTR1,4013,3000
BROOKFIELD ASSET MANAGE CL ACOM11258510452410,969SH DFND110,96900
BROOKFIELD PROPERTY REIT I ACOM11282X1034,235224,168SH OTR1,20224,1680
BROWN FORMAN CORP CL BCOM11563720911,699211,064SH OTR1,20211,0640
BROWN FORMAN CORP CL BCOM11563720940717SH DFND171700
BRUNSWICK CORPCOM117043109571,237SH DFND11,23700
BRUNSWICK CORPCOM11704310968014,820SH OTR1,4014,8200
BUNGE LTDCOMG169621051,87733,700SH OTR1,3033,7000
BUNGE LTDCOMG169621051172,107SH DFND12,10700
BUNGE LTDCOMG169621051,50427,000SHCallDFND1000
BURLINGTON STORES INCCOM1220171066473,800SH OTR1,303,8000
BURLINGTON STORES INCCOM122017106317SH DFND11700
BWX TECHNOLOGIES INCCOM05605H10097818,768SH OTR1,2018,7680
C and J ENERGY SERVICES INCCOM12674R10069358,800SH OTR1,2058,8000
CH ROBINSON WORLDWIDE INCCOM12541W2098100SH OTR1,401000
CH ROBINSON WORLDWIDE INCCOM12541W2091982,347SH OTR1,202,3470
CABOT CORPCOM1270551012815,889SH OTR1,405,8890
CABOT CORPCOM12705510180516,873SH OTR1,2016,8730
CABOT CORPCOM12705510129600SH OTR1,306000
CABOT OIL and GAS CORPCOM12709710343318,840SH OTR1,2018,8400
CABOT OIL and GAS CORPCOM12709710378234,055SH DFND134,05500
CACI INTERNATIONAL INC CL ACOM1271903041,5697,668SH OTR1,407,6680
CACI INTERNATIONAL INC CL ACOM12719030413,24164,722SH OTR1,2064,7220
CACI INTERNATIONAL INC CL ACOM1271903046443,150SH OTR1,303,1500
CADENCE BANCORPCOM12739A10024311,667SH OTR1,2011,6670
CADENCE BANCORPCOM12739A1001065,100SH OTR1,305,1000
CADENCE DESIGN SYS INCCOM1273871083,37047,598SH OTR1,2047,5980
CADENCE DESIGN SYS INCCOM127387108991,400SH OTR1,301,4000
CADENCE DESIGN SYS INCCOM127387108901,264SH DFND11,26400
CADIZ INCCOM12753720735131,175SH OTR1,2031,1750
CAE INCCOM1247651082147,962SH OTR1,207,9620
CAE INCCOM1247651083100SH OTR1,401000
CAESAR STONE SDOT YAM LTDCOMM2059810423115,376SH DFND115,37600
CAESARS ENTERTAINMENT INCCOM12768610356948,176SH OTR1,2048,1760
CAI INTERNATIONAL INCCOM12477X1062168,720SH DFND18,72000
CAI INTERNATIONAL INCCOM12477X106381,550SH OTR1,401,5500
CAI INTERNATIONAL INCCOM12477X106522,100SH OTR1,202,1000
CALAVO GROWERS INCCOM1282461053113,210SH DFND13,21000
CALERES INCCOM12950010448024,099SH OTR1,2024,0990
CALERES INCCOM12950010429114,617SH DFND114,61700
CALIFORNIA WATER SERVICE GRPCOM13078810278815,555SH OTR1,2015,5550
CALLAWAY GOLF COMPANYCOM13119310446627,143SH OTR1,4027,1430
CALLAWAY GOLF COMPANYCOM13119310429417,116SH OTR1,2017,1160
CALLON PETROLEUM CORPCOM13123X102274,083SH OTR1,404,0830
CALLON PETROLEUM CORPCOM13123X1022,539385,340SH DFND1385,34000
CAMDEN PROPERTY TRUSTCOM1331311022612,500SH OTR1,402,5000
CAMPBELL SOUP COCOM1344291093999,955SH OTR1,209,9550
CAMPBELL SOUP COCOM1344291092416,024SH DFND16,02400
CANADIAN SOLAR INCCOM13663510926812,276SH OTR1,2012,2760
CANTEL MEDICAL CORPCOM1380981084685,798SH OTR1,205,7980
CAPITAL ONE FINLCOM14040H1058549,415SH DFND19,41500
CAPITAL ONE FINLCOM14040H1051111,222SH OTR1,401,2220
CAPITAL SENIOR LIVING CORPCOM14047510434768,934SH OTR1,2068,9340
CAPRI HOLDINGS LTDCOMG1890L107441,279SH OTR1,401,2790
CAPRI HOLDINGS LTDCOMG1890L1072828,126SH DFND18,12600
CARBO CERAMICS INCCOM1407811058663,839SH OTR1,2063,8390
CARDINAL HEALTH INCCOM14149Y1083166,700SHCallDFND1000
CAREER EDUCATION CORPCOM14166510932116,835SH DFND116,83500
CAREER EDUCATION CORPCOM14166510911600SH OTR1,406000
CARMAX INCCOM1431301022,73031,440SH OTR1,2031,4400
CARMAX INCCOM1431301022953,400SH OTR1,303,4000
CARMAX INCCOM1431301026587,580SH DFND17,58000
CARNIVAL CORPCOM1436583004,34893,413SH DFND193,41300
CARNIVAL CORPCOM1436583001853,977SH OTR1,203,9770
CARPENTER TECHNOLOGYCOM1442851031202,509SH OTR1,402,5090
CARPENTER TECHNOLOGYCOM1442851032625,459SH DFND15,45900
CARRIZO OIL and GAS INCCOM1445771031,871186,688SH DFND1186,68800
CARTERS INCCOM1462291091,29213,241SH OTR1,4013,2410
CARVANA COCOM14686910213200SH OTR1,302000
CARVANA COCOM1468691025,04580,599SH OTR1,2080,5990
CASEYS GENERAL STORES INCCOM147528103126807SH OTR1,208070
CASEYS GENERAL STORES INCCOM14752810379509SH DFND150900
CASTLE BRANDS INCCOM148435100152328,634SH OTR1,20328,6340
CATALYST BIOSCIENCES INCCOM14888D20847163,900SH OTR1,2063,9000
CATERPILLAR INCCOM1491231012,17215,938SH OTR1,4015,9380
CATERPILLAR INCCOM1491231017,68756,400SH OTR1,2056,4000
CATHAY GENERAL BANCORPCOM14915010464818,037SH OTR1,2018,0370
CATHAY GENERAL BANCORPCOM14915010414400SH OTR1,404000
CB FINANCIAL SERVICES INCCOM12479G10151421,623SH OTR1,2021,6230
CBL and ASSOCIATES PROPERTIESCOM124830100189182,100SH OTR1,20182,1000
CBOE GLOBAL MARKETS INCCOM12503M1084324,170SH OTR1,204,1700
CBOE GLOBAL MARKETS INCCOM12503M108661SH DFND16100
CBS CORP CL BCOM1248572021,56731,400SH OTR1,3031,4000
CBS CORP CL BCOM1248572021,25825,219SH DFND125,21900
CBS CORP CL BCOM12485720266913,400SHPutDFND1000
CDK GLOBAL INC WICOM12508E1012,08042,071SH OTR1,2042,0710
CDK GLOBAL INC WICOM12508E10125500SH OTR1,305000
CDK GLOBAL INC WICOM12508E101621,257SH DFND11,25700
CDW CORP DECOM12514G1084,23338,138SH OTR1,2038,1380
CELANESE CORP COMMONCOM1508701032962,742SH OTR1,402,7420
CELANESE CORP COMMONCOM1508701031,78716,581SH OTR1,2016,5810
CELANESE CORP COMMONCOM150870103101934SH DFND193400
CELESTICA INCCOM15101Q10819328,211SH DFND128,21100
CELGENE CORPCOM1510201047,97786,294SH OTR1,2086,2940
CELGENE CORPCOM15102010468735SH DFND173500
CELL THERAPEUTICS INCCOM12648L601197229,800SH OTR1,20229,8000
CENOVUS ENERGY INCCOM15135U109232,600SH OTR1,402,6000
CENOVUS ENERGY INCCOM15135U10958566,358SH DFND166,35800
CENTENE CORPCOM15135B10170313,399SH OTR1,4013,3990
CENTENE CORPCOM15135B1011,98237,800SH OTR1,3037,8000
CENTENE CORPCOM15135B1011,68332,088SH DFND132,08800
CENTERPOINT ENERGY INCCOM15189T10741714,553SH DFND114,55300
CENTRAL PUERTO SPONSORED ADRADR15503820179886,052SH OTR1,2086,0520
CENTRAL PUERTO SPONSORED ADRADR1550382012200SH OTR1,402000
CENTURY ALUMINUM COMPANYCOM15643110825136,303SH OTR1,2036,3030
CENTURYLINK INCCOM15670010623520,000SHCallDFND1000
CENTURYLINK INCCOM15670010648941,600SHPutDFND1000
CENTURYLINK INCCOM15670010647140,075SH DFND140,07500
CERIDIAN HCM HOLDING INCCOM15677J1082264,500SH OTR1,204,5000
CERIDIAN HCM HOLDING INCCOM15677J108951,900SH OTR1,301,9000
CERIDIAN HCM HOLDING INCCOM15677J1089184SH DFND118400
CEVA INCCOM1572101052369,680SH DFND19,68000
CEVA INCCOM157210105411,700SH OTR1,201,7000
CF INDUSTRIES HOLDINGS INCCOM1252691002,03743,600SH OTR1,2043,6000
CF INDUSTRIES HOLDINGS INCCOM1252691002785,943SH DFND15,94300
CGI GROUP INC CL ACOM12532H1044325,628SH DFND15,62800
CGI GROUP INC CL ACOM12532H10420265SH OTR1,402650
CHAPARRAL ENERGY INC CLASS ACOM15942R20810,7562,283,654SH DFND12,283,65400
CHARTER COMMUNICATIONS CL ACOM16119P10811,47229,031SH OTR1,2029,0310
CHARTER COMMUNICATIONS CL ACOM16119P10879200SH OTR1,402000
CHECK POINT SOFTWARE TECHCOMM224651041,51913,141SH OTR1,2013,1410
CHEGG INCCOM16309210996024,886SH OTR1,2024,8860
CHEGG INCCOM16309210927711SH DFND171100
CHEMOURS CO THECOM1638511081,46360,954SH OTR1,2060,9540
CHEMOURS CO THECOM1638511082189,100SH OTR1,309,1000
CHEMOURS CO THECOM163851108984,080SH OTR1,404,0800
CHEMOURS CO THECOM163851108502,090SH DFND12,09000
CHESAPEAKE ENERGY CORPCOM1651671072,0411,046,478SH DFND11,046,47800
CHEVRON CORPCOM1667641005064,064SH DFND14,06400
CHICOS FAS INCCOM16861510214342,394SH OTR1,4042,3940
CHICOS FAS INCCOM168615102379112,591SH OTR1,20112,5910
CHIPOTLE MEXICAN GRILL CL ACOM1696561052,6163,570SH OTR1,203,5700
CHIPOTLE MEXICAN GRILL CL ACOM169656105341465SH DFND146500
CHUBB LTDCOMH1467J1046,51044,200SH OTR1,2044,2000
CHUBB LTDCOMH1467J1041,62011,000SH OTR1,3011,0000
CHURCH and DWIGHT COCOM1713401021,95126,700SH OTR1,3026,7000
CHURCH and DWIGHT COCOM1713401021,45419,904SH DFND119,90400
CIA SANEAMENTO BASICO DE ADRADR20441A10236530,003SH OTR1,2030,0030
CIA SANEAMENTO BASICO DE ADRADR20441A102201,652SH OTR1,401,6520
CIENA CORPCOM17177930912,679308,276SH OTR1,20308,2760
CIENA CORPCOM1717793091,13127,500SH OTR1,3027,5000
CIENA CORPCOM1717793093277,945SH DFND17,94500
CIENA CORPCOM1717793091654,000SH OTR1,404,0000
CIGNA CORPCOM1255231004813,050SH OTR1,203,0500
CIGNA CORPCOM12552310063400SH OTR1,304000
CIMAREX ENERGY COCOM1717981012674,496SH OTR1,404,4960
CIMAREX ENERGY COCOM17179810190815,300SH OTR1,3015,3000
CIMAREX ENERGY COCOM17179810112,001202,273SH DFND1202,27300
CINCINNATI BELL INCCOM17187150219539,400SH OTR1,2039,4000
CINCINNATI BELL INCCOM171871502469,355SH OTR1,409,3550
CINCINNATI FINANCIAL CORPCOM17206210110,367100,000SHPutDFND1000
CINEMARK HOLDINGS INCCOM17243V1022266,266SH OTR1,406,2660
CIRRUS LOGIC INCCOM17275510064714,803SH OTR1,2014,8030
CIRRUS LOGIC INCCOM1727551003026,900SH OTR1,306,9000
CISCO SYSTEMS INCCOM17275R10249900SH OTR1,409000
CISCO SYSTEMS INCCOM17275R10274713,649SH DFND113,64900
CISCO SYSTEMS INCCOM17275R10284,2051,538,554SH OTR1,201,538,5540
CISCO SYSTEMS INCCOM17275R1021,97036,000SH OTR1,3036,0000
CIT GROUP INCCOM12558180173714,021SH OTR1,4014,0210
CIT GROUP INCCOM1255818012,89855,167SH OTR1,2055,1670
CITIGROUP INCCOM17296742439,537564,569SH OTR1,20564,5690
CITIGROUP INCCOM1729674242,03129,000SH OTR1,3029,0000
CITIZENS FINANCIAL GROUPCOM17461010586024,329SH OTR1,2024,3290
CITIZENS FINANCIAL GROUPCOM17461010540311,400SH OTR1,3011,4000
CITIZENS FINANCIAL GROUPCOM17461010540111,334SH DFND111,33400
CITRIX SYSTEMS INCCOM1773761003063,119SH DFND13,11900
CITRIX SYSTEMS INCCOM1773761008839,000SHCallDFND1000
CITRIX SYSTEMS INCCOM1773761008839,000SHPutDFND1000
CLEAN HARBORS INCCOM1844961073645,124SH OTR1,405,1240
CLEAN HARBORS INCCOM1844961072593,639SH OTR1,203,6390
CLEAR CHANNEL OUTDOOR HOLDINGSCOM18453H106912193,212SH DFND1193,21200
CLEARSIDE BIOMEDICAL INCCOM185063104122125,800SH OTR1,20125,8000
CLEARWATER PAPER CORPCOM18538R10337720,400SH OTR1,2020,4000
CLEVELAND CLIFFS INCCOM18589910136734,415SH OTR1,2034,4150
CLEVELAND CLIFFS INCCOM18589910114213,339SH DFND113,33900
CLOUDERA INCCOM18914U100305,700SH OTR1,405,7000
CLOUDERA INCCOM18914U100407,600SH OTR1,307,6000
CLOUDERA INCCOM18914U100122,300SH DFND12,30000
CME GROUP INCCOM12572Q1052141,100SH OTR1,301,1000
CME GROUP INCCOM12572Q1057573,900SHCallDFND1000
CME GROUP INCCOM12572Q10559304SH OTR1,403040
CNO FINANCIAL GROUP INCCOM12621E10334020,354SH OTR1,4020,3540
CNO FINANCIAL GROUP INCCOM12621E1031,33279,869SH OTR1,2079,8690
CNO FINANCIAL GROUP INCCOM12621E1036387SH DFND138700
CNX RESOURCES CORPCOM12653C1087,7681,062,746SH DFND11,062,74600
CNX RESOURCES CORPCOM12653C108719,700SH OTR1,409,7000
COCA COLA CONSOLIDATED INCCOM191098102129430SH DFND143000
COCA COLA CONSOLIDATED INCCOM1910981021,1403,810SH OTR1,203,8100
COCA COLA EUROPEAN PARTNERSCOMG258391041,28322,700SH OTR1,3022,7000
COCA COLA EUROPEAN PARTNERSCOMG25839104931,639SH OTR1,201,6390
COCA COLA EUROPEAN PARTNERSCOMG25839104831,462SH DFND11,46200
CODEXIS INCCOM19200510645124,493SH OTR1,2024,4930
CODEXIS INCCOM19200510616846SH DFND184600
COGNIZANT TECH SOLUTIONS CRPCOM192446102651,030SH DFND11,03000
COGNIZANT TECH SOLUTIONS CRPCOM19244610272911,500SHCallDFND1000
COGNIZANT TECH SOLUTIONS CRPCOM1924461021,08017,032SH OTR1,4017,0320
COGNIZANT TECH SOLUTIONS CRPCOM1924461021,15418,202SH OTR1,2018,2020
COHBAR INCCOM19249J10916998,226SH OTR1,2098,2260
COHERENT INCCOM1924791034463,273SH OTR1,203,2730
COHU INCCOM19257610623114,968SH DFND114,96800
COHU INCCOM192576106158SH OTR1,40580
COLGATE PALMOLIVECOM1941621037,427103,627SH OTR1,20103,6270
COLGATE PALMOLIVECOM1941621031,95727,300SH OTR1,3027,3000
COLGATE PALMOLIVECOM1941621032,21430,893SH DFND130,89300
COLGATE PALMOLIVECOM1941621035888,200SHCallDFND1000
COLGATE PALMOLIVECOM1941621031,15416,100SHPutDFND1000
COLONY CAPITAL INCCOM19626G1087915,856SH OTR1,4015,8560
COLONY CREDIT REAL ESTATE INCCOM19625T10119812,800SH OTR1,2012,8000
COLUMBIA PROPERTY TRUST INCCOM1982872031,18457,079SH OTR1,2057,0790
COLUMBUS MCKINNON CORP NYCOM1993331052806,671SH DFND16,67100
COLUMBUS MCKINNON CORP NYCOM1993331057164SH OTR1,401640
COMCAST CORP CL ACOM20030N1011,98346,900SH OTR1,3046,9000
COMCAST CORP CL ACOM20030N10179718,860SH DFND118,86000
COMCAST CORP CL ACOM20030N1011,36132,200SHCallDFND1000
COMCAST CORP CL ACOM20030N10187920,800SHPutDFND1000
COMERICA INCCOM2003401074,01055,198SH OTR1,2055,1980
COMERICA INCCOM2003401071482,042SH DFND12,04200
COMFORT SYSTEMS USA INCCOM1999081044238,294SH DFND18,29400
COMFORT SYSTEMS USA INCCOM19990810440788SH OTR1,407880
COMFORT SYSTEMS USA INCCOM1999081041583,101SH OTR1,203,1010
COMM SERV SELECT SECTOR SPDRCOM81369Y85293,5591,900,824SH OTR1,201,900,8240
COMMERCE BANCSHARES INCCOM2005251035659,472SH OTR1,209,4720
COMMERCIAL METALS COCOM2017231031,16265,124SH DFND165,12400
COMMERCIAL METALS COCOM201723103573,169SH OTR1,403,1690
COMMERCIAL METALS COCOM2017231037400SH OTR1,304000
COMMSCOPE HOLDING CO INCCOM20337X10922214,100SH OTR1,3014,1000
COMMUNITY HEALTH SYSTEMSCOM2036681082710,053SH OTR1,4010,0530
COMMUNITY HEALTH SYSTEMSCOM203668108319119,500SH OTR1,20119,5000
COMMVAULT SYSTEMS INCCOM20416610230606SH DFND160600
COMMVAULT SYSTEMS INCCOM20416610298419,837SH OTR1,2019,8370
COMTECH TELECOMMUNICATIONSCOM20582620934112,118SH DFND112,11800
CONAGRA BRANDS INCCOM20588710233312,557SH DFND112,55700
CONAGRA BRANDS INCCOM20588710230211,400SHCallDFND1000
CONAGRA BRANDS INCCOM20588710295536,000SHPutDFND1000
CONCHO RESOURCES INCCOM20605P1014043,917SH DFND13,91700
CONCHO RESOURCES INCCOM20605P1011,14511,100SHCallDFND1000
CONCHO RESOURCES INCCOM20605P1011,17611,400SHPutDFND1000
CONCHO RESOURCES INCCOM20605P1019599,291SH OTR1,409,2910
CONCHO RESOURCES INCCOM20605P1011,70216,500SH OTR1,3016,5000
CONOCOPHILLIPSCOM20825C1042253,684SH OTR1,403,6840
CONOCOPHILLIPSCOM20825C1042443,992SH OTR1,203,9920
CONOCOPHILLIPSCOM20825C1041,95832,100SH OTR1,3032,1000
CONSOLIDATED COMMUNICATIONSCOM20903410740081,200SH OTR1,2081,2000
CONSOLIDATED EDISON INCCOM2091151042322,642SH DFND12,64200
CONSTELLATION BRANDS INC ACOM21036P1083701,879SH OTR1,401,8790
CONSTELLATION BRANDS INC ACOM21036P1081,6548,400SH OTR1,308,4000
CONSTELLATION BRANDS INC ACOM21036P1081,6778,513SH DFND18,51300
CONSTELLIUM SECOMN2203510418618,571SH DFND118,57100
CONSUMER DISCRET SELECT SPDRETF81369Y4073,11126,100SHCallDFND1000
CONSUMER DISCRET SELECT SPDRETF81369Y40713,720115,100SHPutDFND1000
CONSUMER DISCRET SELECT SPDRETF81369Y4073893,267SH DFND13,26700
CONTAINER STORE GROUP INC THCOM21075110313918,946SH OTR1,2018,9460
CONTINENTAL BUILDING PRODUCTCOM21117110348718,320SH OTR1,2018,3200
COOPER COMPANIES INCCOM2166484021,6304,838SH OTR1,204,8380
COOPER TIRE AND RUBBER COCOM2168311071605,060SH OTR1,405,0600
COOPER TIRE AND RUBBER COCOM2168311071845,833SH OTR1,205,8330
COOPER TIRE AND RUBBER COCOM2168311077235SH DFND123500
CORE LABORATORIES NVCOMN2271710798818,900SH OTR1,3018,9000
CORELOGIC INCCOM21871D10347611,368SH OTR1,4011,3680
COREPOINT LODGING INCCOM21872L10420416,500SH OTR1,2016,5000
CORNING INCCOM2193501053309,942SH OTR1,209,9420
CORNING INCCOM21935010549214,800SHCallDFND1000
CORNING INCCOM21935010570421,200SHPutDFND1000
CORNING INCCOM219350105257SH OTR1,40570
CORVUS PHARMACEUTICALS INCCOM22101510014939,787SH OTR1,2039,7870
COSTCO WHOLESALE CORPCOM22160K10598369SH OTR1,403690
COSTCO WHOLESALE CORPCOM22160K105143543SH DFND154300
COSTCO WHOLESALE CORPCOM22160K1053701,400SH OTR1,301,4000
COTT CORPORATIONCOM22163N10613710,267SH DFND110,26700
COTY INC CL ACOM22207020332324,086SH OTR1,4024,0860
COUNTY BANCORP INCCOM22190710839523,126SH OTR1,2023,1260
COUPA SOFTWARE INCCOM22266L10617,437137,721SH OTR1,20137,7210
COUPA SOFTWARE INCCOM22266L1063,24925,662SH DFND125,66200
COVETRUS INCCOM22304C10029712,146SH OTR1,4012,1460
CRANE COCOM2243991051011,205SH OTR1,401,2050
CRANE COCOM2243991051792,143SH OTR1,202,1430
CRANE COCOM2243991051211,452SH DFND11,45200
CRANE COCOM2243991052002,400SH OTR1,302,4000
CRAWFORD and CO CL BCOM22463310749853,500SH OTR1,2053,5000
CREDICORP LTDCOMG2519Y1085212,278SH OTR1,402,2780
CREDICORP LTDCOMG2519Y1086873,000SH OTR1,303,0000
CREDIT ACCEPTANCE CORPCOM2253101018981,855SH OTR1,201,8550
CREDIT SWISS GROUP SPON ADRADR22540110815512,973SH OTR1,4012,9730
CREDIT SWISS GROUP SPON ADRADR22540110839733,174SH OTR1,2033,1740
CREE RESEARCH INCCOM22544710114,616260,159SH OTR1,20260,1590
CREE RESEARCH INCCOM2254471012754,900SH OTR1,304,9000
CREE RESEARCH INCCOM2254471014067,218SH DFND17,21800
CRESUD SA SPONS ADRADR22640610617016,259SH OTR1,2016,2590
CROWDSTRIKE HOLDINGS INC ACOM22788C1053825,600SH OTR1,205,6000
CROWN CASTLE INTL CORPCOM22822V1014433,400SHCallDFND1000
CROWN CASTLE INTL CORPCOM22822V1017826,000SHPutDFND1000
CROWN HOLDINGSCOM22836810688014,400SH OTR1,3014,4000
CRYOLIFE INCCOM2289031003100SH OTR1,401000
CRYOLIFE INCCOM2289031002668,895SH DFND18,89500
CSX CORPCOM1264081032,55132,972SH OTR1,2032,9720
CSX CORPCOM1264081031,95025,200SH OTR1,3025,2000
CSX CORPCOM1264081033,02039,035SH DFND139,03500
CTRIP COM INT LTD 1.25 15SEP22SDBCV22943FAM213,80213,850,000PRN DFND113,850,00000
CTRIP COM INTERNATIONAL ADRCOM22943F1001,03027,909SH OTR1,2027,9090
CTRIP COM INTERNATIONAL ADRCOM22943F10046912,700SH DFND112,70000
CUBESMARTCOM22966310974622,300SH OTR1,4022,3000
CUBIC CORPCOM22966910618284SH OTR1,402840
CUBIC CORPCOM22966910636555SH DFND155500
CUBIC CORPCOM2296691061,05116,300SH OTR1,2016,3000
CULLEN FROST BANKERS INCCOM2298991095605,978SH OTR1,405,9780
CULLEN FROST BANKERS INCCOM2298991093,19334,088SH OTR1,2034,0880
CULLEN FROST BANKERS INCCOM2298991091171,249SH DFND11,24900
CUMMINS INCCOM2310211063411,992SH DFND11,99200
CVR ENERGY INCCOM12662P1082104,200SH OTR1,304,2000
CVR ENERGY INCCOM12662P1083306,593SH DFND16,59300
CVS HEALTH CORPCOM126650100601,100SH OTR1,401,1000
CVS HEALTH CORPCOM1266501001,00718,475SH DFND118,47500
CVS HEALTH CORPCOM1266501003,29760,500SHCallDFND1000
CVS HEALTH CORPCOM1266501005,30297,300SHPutDFND1000
CYBER ARK SOFTWARE LTD ISRAECOMM2682V1086254,889SH OTR1,204,8890
CYPRESS SEMICONDUCTOR CORPCOM2328061092039,111SH OTR1,209,1110
DR HORTON INCCOM23331A1091703,938SH OTR1,203,9380
DR HORTON INCCOM23331A1091,63938,000SH OTR1,3038,0000
DR HORTON INCCOM23331A10961914,359SH DFND114,35900
DARDEN RESTAURANTS INCCOM2371941051,64313,500SHCallDFND1000
DARDEN RESTAURANTS INCCOM2371941051,78914,700SHPutDFND1000
DARDEN RESTAURANTS INCCOM2371941052682,198SH OTR1,202,1980
DARDEN RESTAURANTS INCCOM2371941051,30810,745SH DFND110,74500
DARLING INGREDIENTS INCCOM2372661011527,662SH OTR1,407,6620
DARLING INGREDIENTS INCCOM23726610128214,176SH DFND114,17600
DAVE and BUSTERS ENTERTAINMENCOM2383371093939,707SH OTR1,209,7070
DAVE and BUSTERS ENTERTAINMENCOM2383371093498,616SH DFND18,61600
DAVE and BUSTERS ENTERTAINMENCOM238337109932,300SH OTR1,302,3000
DAVITA INCCOM23918K10899717,722SH OTR1,4017,7220
DAWSON GEOPHYSICAL COCOM23936010020983,788SH OTR1,2083,7880
DEAN FOODS COCOM2423702031718,306SH OTR1,2018,3060
DECKERS OUTDOOR CORPCOM2435371073211,825SH DFND11,82500
DEERE and COCOM244199105318SH DFND11800
DEERE and COCOM2441991052,02012,190SH OTR1,4012,1900
DEERE and COCOM2441991052,42914,661SH OTR1,2014,6610
DEL FRISCOS RESTAURANT GROUCOM2450771021,196150,191SH OTR1,20150,1910
DELEK US HOLDINGS INGCOM24665A103912,251SH OTR1,402,2510
DELEK US HOLDINGS INGCOM24665A1031553,820SH DFND13,82000
DELEK US HOLDINGS INGCOM24665A1031,35633,453SH OTR1,2033,4530
DELL TECHNOLOGIES CCOM24703L20295218,738SH OTR1,4018,7380
DELL TECHNOLOGIES CCOM24703L2026,058119,250SH OTR1,20119,2500
DELPHI TECHNOLOGIES PLCCOMG2709G107422,100SH OTR1,302,1000
DELPHI TECHNOLOGIES PLCCOMG2709G10747023,482SH OTR1,2023,4820
DELTA AIR LINES INCCOM2473617021192,100SH OTR1,302,1000
DELTA AIR LINES INCCOM2473617021,88433,200SHCallDFND1000
DELTA AIR LINES INCCOM2473617022,66246,900SHPutDFND1000
DELTA AIR LINES INCCOM24736170293016,383SH OTR1,4016,3830
DELTA AIR LINES INCCOM24736170215,597274,841SH OTR1,20274,8410
DELTA AIR LINES INCCOM2473617021,74630,765SH DFND130,76500
DELUXE CORPCOM2480191013177,800SH OTR1,407,8000
DELUXE CORPCOM24801910190722,319SH OTR1,2022,3190
DELUXE CORPCOM24801910110254SH DFND125400
DENBURY RESOURCES INCCOM2479162082621,200SH OTR1,2021,2000
DENBURY RESOURCES INCCOM2479162082,2311,799,234SH DFND11,799,23400
DENTSPLY SIRONA INCCOM24906P10981113,900SH OTR1,3013,9000
DESIGNER BRANDS INCCOM25056510896650,408SH OTR1,2050,4080
DEVON ENERGY CORPORATIONCOM25179M1035,410189,685SH OTR1,20189,6850
DHT HOLDINGS INCCOMY2065G12120234,222SH OTR1,2034,2220
DHT HOLDINGS INCCOMY2065G12139066,050SH DFND166,05000
DHT HOLDINGS INCCOMY2065G121183,101SH OTR1,403,1010
DIAMOND S SHIPPING INCCOMY2067610547237,000SH DFND137,00000
DIAMONDROCK HOSPITALITY COCOM25278430155854,000SH OTR1,2054,0000
DICKS SPORTING GOODS INCCOM25339310253215,363SH OTR1,4015,3630
DICKS SPORTING GOODS INCCOM25339310299428,701SH OTR1,2028,7010
DIGITAL REALTY TRUST INCCOM2538681039428,000SHCallDFND1000
DIGITAL REALTY TRUST INCCOM2538681034714,000SHPutDFND1000
DIGITAL REALTY TRUST INCCOM2538681034653,951SH DFND13,95100
DILLARD INC CL ACOM2540671011282,060SH DFND12,06000
DILLARD INC CL ACOM2540671012994,800SH OTR1,204,8000
DINE BRANDS GLOBAL INCCOM2544231061271,334SH OTR1,401,3340
DINE BRANDS GLOBAL INCCOM2544231061531,600SH OTR1,201,6000
DINE BRANDS GLOBAL INCCOM25442310632333SH DFND133300
DIODES INCCOM254543101561,544SH OTR1,201,5440
DIODES INCCOM25454310157815,901SH DFND115,90100
DISCOVER FINANCIAL SERVICESCOM2547091084,35556,132SH OTR1,2056,1320
DISCOVER FINANCIAL SERVICESCOM25470910897512,562SH DFND112,56200
DISCOVERY COMMUNICATIONS CCOM25470F30246216,230SH OTR1,2016,2300
DISCOVERY INC ACOM25470F1041936,300SH OTR1,306,3000
DISCOVERY INC ACOM25470F104501,641SH DFND11,64100
DOCUSIGN INCCOM2561631061,65533,299SH OTR1,3033,2990
DOLBY LABORATORIES INC CL ACOM25659T1071822,822SH OTR1,402,8220
DOLBY LABORATORIES INC CL ACOM25659T10740618SH DFND161800
DOLBY LABORATORIES INC CL ACOM25659T1071,10817,147SH OTR1,2017,1470
DOLLAR GENERAL CORPCOM2566771056,75850,000SHPutDFND1000
DOLLAR GENERAL CORPCOM2566771051781,322SH DFND11,32200
DOLLAR GENERAL CORPCOM2566771055,48740,598SH OTR1,2040,5980
DOLLAR GENERAL CORPCOM2566771051,94614,400SH OTR1,3014,4000
DOLLAR TREE STORES INCCOM25674610822201SH DFND120100
DOLLAR TREE STORES INCCOM2567461081,94418,100SH OTR1,3018,1000
DOMINION ENERGY INCCOM25746U1092733,532SH DFND13,53200
DOMINOS PIZZA INCCOM25754A2016402,300SHPutDFND1000
DOMTAR CORPCOM2575592031413,159SH OTR1,203,1590
DOMTAR CORPCOM25755920336800SH OTR1,308000
DOMTAR CORPCOM2575592033006,738SH DFND16,73800
DONALDSON CO INCCOM257651109681,334SH OTR1,401,3340
DONALDSON CO INCCOM25765110940792SH DFND179200
DONALDSON CO INCCOM2576511091,74234,245SH OTR1,2034,2450
DONNELLEY FINANCIAL SOLU-WICOM25787G10020515,400SH OTR1,2015,4000
DOVA PHARMACEUTICALS INCCOM25985T10221415,200SH OTR1,2015,2000
DOVER DOWNS ENTERTAINMENTCOM2601741073014,429SH OTR1,2014,4290
DUCOMMUN INCCOM2641471094109,093SH DFND19,09300
DUKE REALTY CORPCOM26441150548015,193SH OTR1,4015,1930
DUKE REALTY CORPCOM264411505401,254SH OTR1,201,2540
DULUTH HOLDINGS INCCOM26443V10116312,017SH DFND112,01700
DUPONT DE NEMOURS INCCOM26614N1021201,597SH DFND11,59700
DUPONT DE NEMOURS INCCOM26614N1023234,297SH OTR1,204,2970
DUPONT DE NEMOURS INCCOM26614N1021,98226,400SH OTR1,3026,4000
DURECT CORPORATIONCOM266605104460705,000SH OTR1,20705,0000
DYNEX CAPITAL INCCOM26817Q88622813,600SH OTR1,2013,6000
E TRADE FINANCIAL CORPCOM2692464012174,859SH OTR1,404,8590
E TRADE FINANCIAL CORPCOM2692464011,32529,700SH OTR1,3029,7000
E TRADE FINANCIAL CORPCOM26924640183818,799SH DFND118,79900
EAGLE BULK SHIPPING INCCOMY2187A1439818,669SH OTR1,2018,6690
EAGLE MATERIALS INCCOM26969P1083714,000SH OTR1,304,0000
EAGLE PHARMACEUTICALS INCCOM2697961082875,163SH OTR1,205,1630
EASTMAN CHEMICAL COMPANYCOM2774321001,67321,500SH OTR1,4021,5000
EASTMAN CHEMICAL COMPANYCOM27743210022286SH OTR1,202860
EASTMAN KODAK COCOM27746140619179,567SH OTR1,2079,5670
EATON CORP PLCCOMG291831034,47853,775SH OTR1,2053,7750
EATON CORP PLCCOMG291831035506,600SHCallDFND1000
EATON CORP PLCCOMG291831034615,541SH DFND15,54100
EATON VANCE CORPCOM2782651033698,561SH OTR1,408,5610
EATON VANCE CORPCOM27826510370116,254SH OTR1,2016,2540
EBAY INCCOM27864210314,375363,932SH OTR1,20363,9320
EBAY INCCOM27864210354613,833SH DFND113,83300
EBAY INCCOM2786421031584,000SH OTR1,304,0000
EBIX INCCOM2787152061,23824,661SH OTR1,2024,6610
EBIX INCCOM2787152061803,593SH DFND13,59300
EDISON INTERNATIONALCOM2810201072964,389SH OTR1,404,3890
EDISON INTERNATIONALCOM2810201071572,328SH DFND12,32800
EDWARDS LIFESCIENCES CORPCOM28176E1081,7479,457SH OTR1,409,4570
EDWARDS LIFESCIENCES CORPCOM28176E10834,153184,871SH OTR1,20184,8710
EDWARDS LIFESCIENCES CORPCOM28176E1081,94010,500SH OTR1,3010,5000
EDWARDS LIFESCIENCES CORPCOM28176E10838205SH DFND120500
EGAIN CORPCOM28225C80620224,854SH OTR1,2024,8540
EGAIN CORPCOM28225C8061100SH OTR1,401000
EIDOS THERAPEUTICS INCCOM28249H10475824,399SH OTR1,2024,3990
EL PASO ELECTRIC COCOM2836778541,74526,683SH OTR1,2026,6830
ELANCO ANIMAL HEALTH INCCOM28414H10339511,700SH OTR1,3011,7000
ELECTRONIC ARTS INCCOM2855121095575,500SHCallDFND1000
ELECTRONIC ARTS INCCOM2855121098518,400SHPutDFND1000
ELECTRONICS FOR IMAGINGCOM28608210247812,956SH OTR1,2012,9560
ELEMENT SOLUTIONS INCCOM28618M1061,416136,915SH OTR1,20136,9150
ELEMENT SOLUTIONS INCCOM28618M10626125,266SH DFND125,26600
ELF BEAUTY INCCOM26856L10320114,273SH OTR1,2014,2730
EMERGENT BIOSOLUTIONS INCCOM29089Q1052154,453SH OTR1,404,4530
EMERGENT BIOSOLUTIONS INCCOM29089Q10510197SH DFND119700
EMERSON ELECTRIC COCOM2910111042,16832,500SHCallDFND1000
EMERSON ELECTRIC COCOM2910111041,32119,800SHPutDFND1000
EMERSON ELECTRIC COCOM2910111044176,245SH DFND16,24500
EMERSON ELECTRIC COCOM29101110440600SH OTR1,406000
EMPIRE STATE REALTY TRUST INCOM29210410625917,471SH OTR1,4017,4710
EMPLOYERS HOLDINGS INCCOM2922181043598,500SH OTR1,208,5000
EMPLOYERS HOLDINGS INCCOM292218104892,100SH DFND12,10000
ENCOMPASS HEALTH CORPCOM29261A1002113,338SH OTR1,203,3380
ENCOMPASS HEALTH CORPCOM29261A1003675,800SH OTR1,305,8000
ENCOMPASS HEALTH CORPCOM29261A100641,012SH OTR1,401,0120
ENCOMPASS HEALTH CORPCOM29261A10002SH DFND1200
ENCORE WIRE CORPCOM2925621052644,503SH DFND14,50300
ENCORE WIRE CORPCOM2925621056100SH OTR1,201000
ENDO INTERNATIONAL PLCCOMG304011066315,401SH DFND115,40100
ENDO INTERNATIONAL PLCCOMG30401106358,475SH OTR1,408,4750
ENDOLOGIX INCCOM29266S30426937,100SH OTR1,2037,1000
ENERSYSCOM29275Y1022153,143SH DFND13,14300
ENERSYSCOM29275Y102761,108SH OTR1,401,1080
ENI SPA ADRADR26874R1082367,148SH OTR1,207,1480
ENLINK MIDSTREAM LLCCOM29336T1003,427339,639SH OTR1,20339,6390
ENLINK MIDSTREAM LLCCOM29336T10024724,500SH OTR1,3024,5000
ENNIS INCCOM29338910264931,607SH DFND131,60700
ENNIS INCCOM29338910212605SH OTR1,206050
ENSCO ROWAN PLCCOMG3166L1008510,000SHCallDFND1000
ENTEGRA FINANCIAL CORPCOM29363J10884027,885SH OTR1,2027,8850
ENTEGRIS INCCOM29362U10413,201353,721SH OTR1,20353,7210
ENTEGRIS INCCOM29362U1043068,200SH OTR1,308,2000
ENTEGRIS INCCOM29362U1041183,156SH DFND13,15600
ENTRAVISION COMMUNICAT CL ACOM29382R1074012,700SH OTR1,2012,7000
EOG RESOURCES INCCOM26875P1011,69618,200SHCallDFND1000
EOG RESOURCES INCCOM26875P1011,43515,400SHPutDFND1000
EOG RESOURCES INCCOM26875P1011892,028SH OTR1,402,0280
EOG RESOURCES INCCOM26875P10153574SH DFND157400
EPAM SYSTEMS INCCOM29414B1047274,200SH OTR1,304,2000
EPLUS INCCOM2942681072073,007SH OTR1,203,0070
EQT CORPCOM26884L10938124,100SH OTR1,3024,1000
EQT CORPCOM26884L1091086,847SH OTR1,406,8470
EQT CORPCOM26884L109158SH DFND15800
EQUIFAX INCCOM2944291058936,600SH OTR1,306,6000
EQUIFAX INCCOM29442910554400SH OTR1,404000
EQUILLIUM INCCOM29446K10611720,660SH OTR1,2020,6600
EQUINIX INCCOM29444U7003,3286,600SHCallDFND1000
EQUINIX INCCOM29444U7002,2694,500SHPutDFND1000
EQUINIX INCCOM29444U700303600SH DFND160000
EQUINIX INCCOM29444U70090178SH OTR1,201780
EQUITRANS MIDSTREAM CORPCOM29460010131115,800SH OTR1,3015,8000
EQUITY COMMONWEALTHCOM29462810297029,830SH OTR1,2029,8300
ERICSSON LM TEL SP ADRADR2948216089910,473SH OTR1,2010,4730
ESSENT GROUP LTDCOMG3198U1024098,700SH OTR1,308,7000
ESSENT GROUP LTDCOMG3198U102362SH DFND16200
ESTEE LAUDER COMPANIES CL ACOM5184391045863,200SHCallDFND1000
ESTEE LAUDER COMPANIES CL ACOM5184391041,2276,700SHPutDFND1000
ETHAN ALLEN INTERIORS INCCOM29760210437717,910SH OTR1,2017,9100
ETHAN ALLEN INTERIORS INCCOM2976021043147SH DFND114700
ETSY INCCOM29786A10619,847323,402SH OTR1,20323,4020
ETSY INCCOM29786A1061,99532,500SH OTR1,3032,5000
ETSY INCCOM29786A10640645SH DFND164500
EURONAV SA TEMPORARYCOMB3856410846749,449SH DFND149,44900
EURONET WORLDWIDE INCCOM2987361093241,924SH DFND11,92400
EVERBRIDGE INCCOM29978A104941,046SH OTR1,401,0460
EVERBRIDGE INCCOM29978A1041361,524SH DFND11,52400
EVERCORE INCCOM29977A10597411,001SH OTR1,4011,0010
EVERCORE INCCOM29977A1054044,558SH OTR1,204,5580
EVERCORE INCCOM29977A1053193,600SH OTR1,303,6000
EVEREST RE GROUP LTDCOMG3223R1083751,518SH OTR1,201,5180
EVEREST RE GROUP LTDCOMG3223R1089894,000SH OTR1,304,0000
EVEREST RE GROUP LTDCOMG3223R10849200SH OTR1,402000
EVERGY INCCOM30034W1069,645160,342SH OTR1,20160,3420
EVERGY INCCOM30034W1066100SH OTR1,401000
EXELIXIS INCCOM30161Q1041,12752,729SH OTR1,2052,7290
EXELIXIS INCCOM30161Q1041185,541SH OTR1,405,5410
EXELIXIS INCCOM30161Q1046274SH DFND127400
EXELON CORPCOM30161N10160512,610SH OTR1,4012,6100
EXELON CORPCOM30161N1016,011125,394SH DFND1125,39400
EXELON CORPCOM30161N1011974,100SH OTR1,304,1000
EXPRESS INCCOM30219E10310839,656SH OTR1,4039,6560
EXTENDED STAY AMERICA INCCOM30224P20038522,800SH OTR1,2022,8000
EXTRACTION OIL and GAS LLCCOM30227M1051,413326,336SH DFND1326,33600
EXTREME NETWORK INCCOM30226D10615924,506SH DFND124,50600
EXTREME NETWORK INCCOM30226D106588,896SH OTR1,208,8960
F5 NETWORKS INCCOM3156161024,21128,918SH OTR1,2028,9180
FABRINETCOMG3323L1004168,376SH DFND18,37600
FABRINETCOMG3323L1001593,199SH OTR1,403,1990
FACEBOOK INC ACOM30303M1027934,110SH DFND14,11000
FACTSET RESEARCH SYS INCCOM3030751058743,050SH OTR1,303,0500
FAIR ISAAC CORPCOM3032501044401,400SH OTR1,301,4000
FAIR ISAAC CORPCOM30325010496306SH OTR1,403060
FARMLAND PARTNERS INCCOM31154R10924835,119SH OTR1,2035,1190
FASTENAL CORPCOM31190010459618,300SHCallDFND1000
FASTENAL CORPCOM3119001042618,000SHPutDFND1000
FASTENAL CORPCOM3119001041,16435,713SH DFND135,71300
FATE THERAPEUTICS INCCOM31189P10263131,100SH OTR1,2031,1000
FEDEX CORPCOM31428X1062,20013,400SHCallDFND1000
FEDEX CORPCOM31428X1061,74010,600SHPutDFND1000
FEDEX CORPCOM31428X1061,86311,345SH OTR1,4011,3450
FEDEX CORPCOM31428X1061,81011,021SH OTR1,2011,0210
FEDEX CORPCOM31428X1063031,847SH DFND11,84700
FENNEC PHARMACEUTICALS INCCOM31447P10021854,400SH OTR1,2054,4000
FERRO CORPCOM31540510028217,836SH DFND117,83600
FERRO CORPCOM315405100412,624SH OTR1,402,6240
FERRO CORPCOM3154051001036,496SH OTR1,206,4960
FIAT CHRYSLER AUTOMOBILES NVCOMN3173810238828,078SH DFND128,07800
FIAT CHRYSLER AUTOMOBILES NVCOMN3173810213963SH OTR1,409630
FIAT CHRYSLER AUTOMOBILES NVCOMN31738102251,800SH OTR1,301,8000
FIDELITY NATIONAL INFORMATIOCOM31620M1061,1389,275SH OTR1,209,2750
FIDELITY NATIONAL INFORMATIOCOM31620M106757SH DFND15700
FIDELITY SOUTHERN CORPCOM3163941054,210135,947SH OTR1,20135,9470
FIFTH THIRD BANCORPCOM3167731006,878246,507SH OTR1,20246,5070
FIFTH THIRD BANCORPCOM3167731001,00736,100SH OTR1,3036,1000
FINISAR CORPORATIONCOM31787A5074,330189,345SH OTR1,20189,3450
FINISAR CORPORATIONCOM31787A50735015,291SH DFND115,29100
FIRST AMERICAN FINANCIALCOM31847R1024187,775SH OTR1,207,7750
FIRST AMERICAN FINANCIALCOM31847R1021,79433,400SH OTR1,3033,4000
FIRST AMERICAN FINANCIALCOM31847R1021683,136SH OTR1,403,1360
FIRST AMERICAN FINANCIALCOM31847R10232587SH DFND158700
FIRST CITIZENS BCSHS CL ACOM31946M1035851,300SH OTR1,201,3000
FIRST COMMONWEALTH FINL CORPCOM31982910715511,523SH OTR1,2011,5230
FIRST COMMUNITY CORPCOM31983510463534,300SH OTR1,2034,3000
FIRST DATA CORP CLASS ACOM32008D1066,305232,909SH OTR1,20232,9090
FIRST HAWAIIAN INCCOM32051X10826810,349SH OTR1,2010,3490
FIRST HAWAIIAN INCCOM32051X1081184,558SH DFND14,55800
FIRST HORIZON NATIONAL CORPCOM32051710583856,125SH OTR1,2056,1250
FIRST HORIZON NATIONAL CORPCOM3205171051,12975,600SH OTR1,3075,6000
FIRST MAJESTIC SILVER CORPCOM32076V1039612,095SH DFND112,09500
FIRST MERCHANTS CORPORATIONCOM3208171092,85575,327SH OTR1,2075,3270
FIRST MERCHANTS CORPORATIONCOM32081710916430SH OTR1,404300
FIRST REPUBLIC BANK SAN FRANCOM33616C1009679,900SH OTR1,309,9000
FIRST REPUBLIC BANK SAN FRANCOM33616C1004764,879SH DFND14,87900
FIRST SAVINGS FINANCIAL GRPCOM33621E1095288,800SH OTR1,208,8000
FIRST TRUST LOW DURATION OPPCOM33739Q20095218,413SH DFND118,41300
FIRST UNITED CORPCOM33741H10765533,212SH OTR1,2033,2120
FIRSTENERGY CORPCOM3379321073848,972SH DFND18,97200
FIRSTENERGY CORPCOM3379321073989,300SH OTR1,309,3000
FISERV INCCOM3377381082092,296SH DFND12,29600
FIVE BELOWCOM33829M10114,906124,199SH OTR1,20124,1990
FIVE BELOWCOM33829M1011,54812,900SH OTR1,3012,9000
FIVE POINT HOLDINGS LLC CL ACOM33833Q10611114,814SH OTR1,2014,8140
FIVE PRIME THERAPEUTICS INCCOM33830X10422537,300SH OTR1,2037,3000
FLEX LTDCOMY2573F10217218,019SH OTR1,2018,0190
FLEX LTDCOMY2573F10276780,100SH OTR1,3080,1000
FLIR SYSTEMS INCCOM3024451014057,488SH OTR1,207,4880
FLIR SYSTEMS INCCOM3024451011893,500SH OTR1,303,5000
FLOOR and DECOR HOLDINGS INC ACOM3397501012325,543SH OTR1,205,5430
FLOWSERVE CORPCOM34354P1053616,853SH OTR1,206,8530
FLOWSERVE CORPCOM34354P1052464,665SH DFND14,66500
FLOWSERVE CORPCOM34354P105631,200SH OTR1,301,2000
FLUOR CORP NEWCOM34341210233990SH OTR1,409900
FLUOR CORP NEWCOM3434121021945,751SH DFND15,75100
FMC CORPCOM3024913032,18826,380SH OTR1,2026,3800
FMC CORPCOM30249130393711,300SH OTR1,3011,3000
FNB CORPCOM30252010127223,113SH OTR1,4023,1130
FNB CORPCOM30252010168758,393SH OTR1,2058,3930
FNF GROUPCOM31620R3032155,335SH OTR1,205,3350
FONAR CORPCOM34443740568431,800SH OTR1,2031,8000
FORD MOTOR CORPCOM34537086043042,058SH OTR1,2042,0580
FORD MOTOR CORPCOM34537086040139,158SH DFND139,15800
FORMFACTOR INCCOM34637510829018,488SH DFND118,48800
FORRESTER RESEARCH INCCOM3465631092555,423SH DFND15,42300
FORTINET INCCOM34959E1091,22915,991SH OTR1,2015,9910
FORTINET INCCOM34959E1093855,009SH DFND15,00900
FORTINET INCCOM34959E10976810,000SHCallDFND1000
FORTINET INCCOM34959E1093925,100SHPutDFND1000
FORTIVE CORP WICOM34959J1081,68820,707SH OTR1,4020,7070
FORTIVE CORP WICOM34959J1082,68232,900SH OTR1,2032,9000
FORTRESS BIOTECH INCCOM34960Q109246164,100SH OTR1,20164,1000
FORTUNE BRANDS HOME and SECURICOM34964C1062233,900SH OTR1,303,9000
FORTUNE BRANDS HOME and SECURICOM34964C1061472,566SH OTR1,202,5660
FORUM ENERGY TECHNOLOGIES INCOM34984V10017049,615SH DFND149,61500
FOSSIL GROUP INCCOM34988V10611510,040SH DFND110,04000
FOX FACTORY HOLDING CORPCOM35138V1022523,053SH DFND13,05300
FOX FACTORY HOLDING CORPCOM35138V10232387SH OTR1,403870
FREIGHTCAR AMERICA INCCOM35702310031153,000SH OTR1,2053,0000
FRONTDOOR INCCOM35905A1093117,152SH OTR1,407,1520
FRONTDOOR INCCOM35905A10956212,900SH OTR1,2012,9000
FRONTIER COMMUNICATIONS CORPCOM35906A3063922,200SH OTR1,2022,2000
FRONTIER COMMUNICATIONS CORPCOM35906A3065330,000SH OTR1030,0000
FRONTIER COMMUNICATIONS CORPCOM35906A306525300,000SH DFND1300,00000
FRONTLINE LTDCOMG3682E1922,995374,332SH OTR1,20374,3320
FRONTLINE LTDCOMG3682E1929611,961SH DFND111,96100
FS KKR CAPITAL CORPCOM3026351079716,210SH OTR1,2016,2100
FS KKR CAPITAL CORPCOM302635107447,388SH DFND17,38800
FTS INTERNATIONAL INCCOM30283W10414125,181SH DFND125,18100
FULTON FIN CORPCOM36027110092756,598SH OTR1,2056,5980
FULTON FIN CORPCOM3602711008500SH OTR1,405000
FUTUREFUEL CORPCOM36116M10621718,578SH DFND118,57800
GAIN CAPITAL HOLDINGS INCCOM36268W10016840,600SH OTR1,2040,6000
GALLAGHER ARTHUR J and COCOM3635761091621,845SH OTR1,401,8450
GALLAGHER ARTHUR J and COCOM3635761092062,348SH DFND12,34800
GAMESTOP CORPCOM36467W1091,473269,198SH OTR1,20269,1980
GAMING AND LEISURE PROPE WICOM36467J1081,43736,853SH OTR1,2036,8530
GAP INCCOM36476010826214,593SH DFND114,59300
GAP INCCOM364760108341,873SH OTR1,401,8730
GARMIN LTDCOMH2906T1091,46218,316SH DFND118,31600
GARMIN LTDCOMH2906T1093434,300SHCallDFND1000
GARMIN LTDCOMH2906T1095917,400SHPutDFND1000
GARMIN LTDCOMH2906T10923286SH OTR1,402860
GARMIN LTDCOMH2906T10916200SH OTR1,302000
GARRETT MOTION INC WICOM3665051051,670108,772SH OTR1,20108,7720
GARTNER INCCOM3666511073222,000SH OTR1,302,0000
GASLOG LTDCOMG3758510919013,165SH DFND113,16500
GATES INDUSTRIAL CORP PLCCOMG3910810820918,297SH DFND118,29700
GATES INDUSTRIAL CORP PLCCOMG39108108272,400SH OTR1,202,4000
GATX CORPCOM3614481031,09413,792SH OTR1,2013,7920
GCI LIBERTY INC CLASS ACOM36164V3054627,524SH OTR1,207,5240
GCP APPLIED TECHNOLOGIESCOM36164Y1012,615115,501SH OTR1,20115,5010
GCP APPLIED TECHNOLOGIESCOM36164Y1011787,863SH DFND17,86300
GENERAL ELECTRIC COCOM3696041032,609248,500SHCallDFND1000
GENERAL ELECTRIC COCOM36960410372569,000SHPutDFND1000
GENERAL MILLS INCCOM3703341043917,445SH DFND17,44500
GENERAL MILLS INCCOM37033410411200SH OTR1,402000
GENERAL MOTORS COCOM37045V10099925,940SH OTR1,4025,9400
GENERAL MOTORS COCOM37045V1002,60767,658SH OTR1,2067,6580
GENERAL MOTORS COCOM37045V10059215,367SH DFND115,36700
GENESCO INCCOM37153210294622,358SH OTR1,2022,3580
GENESEE and WYOMING INC CL ACOM3715591053303,298SH OTR1,403,2980
GENPACT LTDCOMG3922B1071,16230,500SH OTR1,3030,5000
GENTEX CORPCOM3719011092,638107,189SH OTR1,20107,1890
GEOPARK LTDCOMG3832710518610,027SH DFND110,02700
GEOPARK LTDCOMG38327105341,841SH OTR1,401,8410
GIBRALTAR INDUSTRIES INCCOM3746891072245,547SH DFND15,54700
GILEAD SCIENCES INCCOM3755581033,06945,431SH OTR1,2045,4310
GILEAD SCIENCES INCCOM3755581031,98029,300SH OTR1,3029,3000
GILEAD SCIENCES INCCOM37555810369610,300SH DFND110,30000
GILEAD SCIENCES INCCOM37555810353785SH OTR1,407850
GLOBAL BRASS and COPPERCOM37953G1034,30198,357SH OTR1,2098,3570
GLOBAL BRASS and COPPERCOM37953G10320446SH DFND144600
GLOBAL PAYMENTS INCCOM37940X1021,1857,400SH OTR1,307,4000
GLOBALSTAR INCCOM3789734084082,839SH OTR1,2082,8390
GLOBUS MEDICAL INC ACOM3795772081002,372SH OTR1,402,3720
GLOBUS MEDICAL INC ACOM3795772081804,262SH DFND14,26200
GLU MOBILE INCCOM37989010646364,470SH OTR1,2064,4700
GMS INCCOM36251C10326011,832SH DFND111,83200
GODADDY INC CLASS ACOM3802371071,30818,643SH OTR1,2018,6430
GODADDY INC CLASS ACOM3802371072,02728,900SH OTR1,3028,9000
GODADDY INC CLASS ACOM3802371072,31332,978SH DFND132,97800
GOLAR LNG LTDSDBCV38046YAB76,4927,000,000PRN DFND17,000,00000
GOLDMAN SACHS GROUP INCCOM38141G1046963,403SH OTR1,403,4030
GOLDMAN SACHS GROUP INCCOM38141G1045,46426,706SH OTR1,2026,7060
GOLDMAN SACHS GROUP INCCOM38141G1042,14810,500SHCallDFND1000
GOLDMAN SACHS GROUP INCCOM38141G1042,47612,100SHPutDFND1000
GOLDMAN SACHS GROUP INCCOM38141G104199974SH DFND197400
GOODYEAR TIRE and RUBBER COCOM38255010189758,610SH OTR1,2058,6100
GOODYEAR TIRE and RUBBER COCOM38255010193661,200SH OTR1,3061,2000
GOODYEAR TIRE and RUBBER COCOM38255010112754SH OTR1,407540
GRACO INCCOM38410910487817,500SH OTR1,3017,5000
GRACO INCCOM384109104961,921SH OTR1,201,9210
GRACO INCCOM3841091041643,266SH DFND13,26600
GRAINGER WW INCCOM3848021042,1407,979SH OTR1,207,9790
GRAINGER WW INCCOM38480210462230SH OTR1,402300
GRAND CANYON EDUCATION INCCOM38526M1066425,490SH OTR1,405,4900
GRAND CANYON EDUCATION INCCOM38526M1061401,200SH OTR1,301,2000
GRAPHIC PACKAGING HOLDINGSCOM38868910131922,833SH OTR1,4022,8330
GRAPHIC PACKAGING HOLDINGSCOM38868910156140,100SH OTR1,3040,1000
GRAY TELEVISION INCCOM38937510626215,980SH OTR1,4015,9800
GRAY TELEVISION INCCOM389375106513,139SH DFND13,13900
GREAT LAKES DREDGE and DOCK COCOM39060710935432,104SH DFND132,10400
GREAT WESTERN BANCORP INCCOM3914161041093,047SH OTR1,403,0470
GREAT WESTERN BANCORP INCCOM3914161041183,314SH OTR1,203,3140
GREAT WESTERN BANCORP INCCOM391416104248SH DFND14800
GREEN DOT CORP CLASS ACOM39304D1022304,700SH OTR1,304,7000
GREENHILL and CO INCCOM39525910422516,545SH OTR1,2016,5450
GREENHILL and CO INCCOM395259104342,517SH OTR1,402,5170
GREENSKY INC CLASS ACOM39572G10016313,300SH OTR1,2013,3000
GREENSKY INC CLASS ACOM39572G100131,047SH DFND11,04700
GREIF INC CL ACOM3976241071534,691SH OTR1,404,6910
GREIF INC CL ACOM397624107541,661SH DFND11,66100
GRIFFON CORPORATIONCOM39843310225214,874SH DFND114,87400
GRIFFON CORPORATIONCOM3984331023150SH OTR1,401500
GROUP 1 AUTOMOTIVE INCCOM3989051092252,742SH OTR1,202,7420
GROUP 1 AUTOMOTIVE INCCOM3989051091361,663SH OTR1,401,6630
GRUPO AEROPORTUARIO PAC ADRCOM40050610142406SH OTR1,404060
GRUPO AEROPORTUARIO PAC ADRCOM4005061011811,731SH OTR1,201,7310
GT COMMUNICATIONS INCCOM36239310065337,100SH OTR1,2037,1000
GT COMMUNICATIONS INCCOM362393100241,366SH DFND11,36600
GUESS INCCOM40161710588454,734SH OTR1,2054,7340
GUESS INCCOM4016171053213SH OTR1,402130
GUESS INCCOM40161710510595SH DFND159500
GUIDEWIRE SOFT 1.25 15MAR25SDBCV40171VAA87,8547,027,000PRN DFND17,027,00000
GULFPORT ENERGY CORPCOM402635304542110,400SH OTR1,20110,4000
GULFPORT ENERGY CORPCOM402635304142,935SH DFND12,93500
HB FULLER COCOM35969410646810,091SH OTR1,2010,0910
HB FULLER COCOM3596941061483,191SH OTR1,403,1910
HB FULLER COCOM359694106358SH DFND15800
HAIN CELESTIAL GROUP INCCOM40521710087740,057SH OTR1,2040,0570
HALCON RESOURCES CORPCOM40537Q605105592,400SH OTR1,20592,4000
HALLIBURTON COCOM4062161011,49665,800SH OTR1,3065,8000
HALLIBURTON COCOM40621610137116,316SH DFND116,31600
HALLIBURTON COCOM40621610163728,000SHCallDFND1000
HALLIBURTON COCOM40621610194641,600SHPutDFND1000
HALLIBURTON COCOM406216101873,807SH OTR1,403,8070
HANOVER INSURANCE GROUP INCCOM410867105110860SH OTR1,408600
HANOVER INSURANCE GROUP INCCOM4108671051,91014,886SH OTR1,2014,8860
HARLEY DAVIDSON INCCOM41282210840711,347SH OTR1,2011,3470
HARLEY DAVIDSON INCCOM41282210854115,100SH OTR1,3015,1000
HARRIS CORPCOM41387510558309SH DFND130900
HARRIS CORPCOM4138751055112,700SH OTR1,302,7000
HARRIS CORPCOM4138751052,08311,016SH OTR1,4011,0160
HARRIS CORPCOM4138751052461,300SHCallDFND1000
HARRIS CORPCOM4138751055863,100SHPutDFND1000
HARRIS CORPCOM4138751053972,100SHCallDFND1000
HARRIS CORPCOM4138751052271,200SHCallDFND1000
HARTFORD FIN SVCS GROUP INCCOM4165151041,13620,390SH OTR1,4020,3900
HARTFORD FIN SVCS GROUP INCCOM4165151043025,424SH DFND15,42400
HARVARD BIOSCIENCE INCCOM416906105323161,700SH OTR1,20161,7000
HAWAIIAN HOLDINGS INCCOM4198791012117,700SH OTR1,207,7000
HAWAIIAN HOLDINGS INCCOM419879101541,982SH DFND11,98200
HC2 HOLDINGS INCCOM404139107461195,446SH OTR1,20195,4460
HCA HEALTHCARE INCCOM40412C1011,37710,188SH OTR1,4010,1880
HCA HEALTHCARE INCCOM40412C1019406,954SH OTR1,206,9540
HD SUPPLY HOLDINGS INCCOM40416M1052,29957,072SH OTR1,2057,0720
HD SUPPLY HOLDINGS INCCOM40416M10524600SH OTR1,406000
HD SUPPLY HOLDINGS INCCOM40416M10511275SH DFND127500
HEALTH CARE SELECT SECTORCOM81369Y2091,20413,000SHCallDFND1000
HEALTH CARE SELECT SECTORCOM81369Y2091,25113,500SHPutDFND1000
HEALTH CARE SELECT SECTORCOM81369Y20964,643697,785SH OTR1,20697,7850
HEALTH CARE SELECT SECTORCOM81369Y2098979,681SH DFND19,68100
HEALTH INSURANCE INNOVATIO ACOM42225K10633713,000SH OTR1,2013,0000
HEALTHCARE TRUST OF AMERICACOM42225P50141415,088SH OTR1,2015,0880
HEALTHEQUITY INCCOM42226A1071,29119,734SH OTR1,3019,7340
HEALTHEQUITY INCCOM42226A1071231,888SH DFND11,88800
HEICO CORPCOM4228061092,61219,519SH OTR1,2019,5190
HEICO CORP CL ACOM4228062084924,759SH OTR1,204,7590
HEICO CORP CL ACOM4228062081521,469SH OTR1,401,4690
HEIDRICK and STRUGGLES INTLCOM42281910234611,553SH DFND111,55300
HELEN OF TROY LTDCOMG4388N1065694,354SH OTR1,204,3540
HELIUS MEDICAL TECHNOLOGIESCOM42328V50417780,400SH OTR1,2080,4000
HELIX ENERGY SOLUTIONS GROUPCOM42330P10739746,024SH OTR1,2046,0240
HELMERICH and PAYNECOM4234521012434,800SH OTR1,304,8000
HELMERICH and PAYNECOM423452101599SH DFND19900
HENRY JACK and ASSOCIATESCOM4262811015764,300SH OTR1,304,3000
HENRY SCHEIN INCCOM8064071021,97428,247SH OTR1,2028,2470
HENRY SCHEIN INCCOM8064071024196,000SH OTR1,306,0000
HENRY SCHEIN INCCOM8064071021692,411SH DFND12,41100
HERBALIFE NUTRITION LTDCOMG4412G10182119,210SH OTR1,4019,2100
HERBALIFE NUTRITION LTDCOMG4412G10173017,081SH OTR1,2017,0810
HERBALIFE NUTRITION LTDCOMG4412G1011192,780SH DFND12,78000
HERC HOLDINGS INCCOM42704L1042475,400SH OTR1,205,4000
HERC HOLDINGS INCCOM42704L1042605,680SH DFND15,68000
HERC HOLDINGS INCCOM42704L104480SH OTR1,40800
HERITAGE CRYSTAL CLEAN INCCOM42726M1062328,830SH DFND18,83000
HERTZ GLOBAL HOLDINGS INCCOM42806J10625716,100SH OTR1,3016,1000
HERTZ GLOBAL HOLDINGS-RT WIRT42806J1145727,888SH OTR1,2027,8880
HESS CORPCOM42809H1071,87229,443SH OTR1,2029,4430
HESS CORPCOM42809H10737585SH OTR1,405850
HEWLETT PACKARD ENTERPRIS WICOM42824C10916711,167SH OTR1,2011,1670
HIBBETT SPORTS INCCOM42856710151728,381SH OTR1,2028,3810
HIGHWOODS PROPERTIES INCCOM43128410846211,191SH OTR1,4011,1910
HIGHWOODS PROPERTIES INCCOM4312841082235,400SH OTR1,205,4000
HILLENBRAND INCCOM43157110842810,825SH OTR1,2010,8250
HILLENBRAND INCCOM4315711082586,532SH DFND16,53200
HILLENBRAND INCCOM4315711081644,150SH OTR1,404,1500
HILL ROM HOLDINGS INCCOM4314751022952,815SH OTR1,402,8150
HILL ROM HOLDINGS INCCOM4314751021151,100SH OTR1,301,1000
HILL ROM HOLDINGS INCCOM431475102324SH DFND12400
HILLTOP HOLDINGS INCCOM43274810121910,291SH OTR1,2010,2910
HILLTOP HOLDINGS INCCOM432748101592,752SH OTR1,402,7520
HILLTOP HOLDINGS INCCOM4327481018364SH DFND136400
HILTON GRAND VACATIONSCOM43283X1051,58249,723SH OTR1,2049,7230
HILTON GRAND VACATIONSCOM43283X105511,618SH OTR1,401,6180
HOLOGIC INCCOM4364401012,82958,919SH OTR1,2058,9190
HOLOGIC INCCOM4364401011,15224,000SH OTR1,3024,0000
HOLOGIC INCCOM4364401012625,451SH DFND15,45100
HOME DEPOT INCCOM4370761021,9999,610SH OTR1,409,6100
HOME DEPOT INCCOM43707610257,955278,669SH OTR1,20278,6690
HONEYWELL INTL INCCOM4385161061,6829,634SH OTR1,309,6340
HONEYWELL INTL INCCOM4385161063672,102SH DFND12,10200
HONEYWELL INTL INCCOM438516106140800SH OTR1,408000
HOPE BANCORP INCCOM43940T10934925,349SH OTR1,2025,3490
HOPE BANCORP INCCOM43940T109181,280SH DFND11,28000
HOPE BANCORP INC 2 15MAY38SDBCV43940TAB510,97012,000,000PRN DFND112,000,00000
HORIZON THERAPEUTICS PLCCOMG4618810151621,439SH OTR1,4021,4390
HORIZON THERAPEUTICS PLCCOMG4618810111,271468,469SH OTR1,20468,4690
HORIZON THERAPEUTICS PLCCOMG461881011546,411SH DFND16,41100
HORMEL FOODS CORPCOM4404521001,42835,236SH OTR1,2035,2360
HORMEL FOODS CORPCOM44045210089021,937SH DFND121,93700
HOVNANIAN ENTERPRISES INC ACOM44248740116421,600SH OTR1,2021,6000
HP INCCOM40434L1054,960238,580SH OTR1,20238,5800
HP INCCOM40434L10521110,167SH DFND110,16700
HP INCCOM40434L1053,181153,000SHCallDFND1000
HP INCCOM40434L1054,067195,600SHPutDFND1000
HUBBELL INC CL BCOM4435106072201,687SH OTR1,201,6870
HUBSPOT INCCOM44357310014,67986,081SH OTR1,2086,0810
HUBSPOT INCCOM443573100169994SH OTR1,409940
HUBSPOT INCCOM44357310085500SH OTR1,305000
HUBSPOT INCCOM443573100157923SH DFND192300
HUDSON PACIFIC PROPERTIES INCOM44409710944813,465SH OTR1,4013,4650
HUDSON PACIFIC PROPERTIES INCOM444097109581,731SH OTR1,201,7310
HUMANA INCCOM444859102240906SH OTR1,409060
HUMANA INCCOM444859102193728SH OTR1,207280
HUNTINGTON INGALLS INDUSTRIECOM4464131061,7177,641SH OTR1,407,6410
HUNTINGTON INGALLS INDUSTRIECOM446413106939SH OTR1,20390
HUNTSMAN CORPCOM4470111071,15456,445SH OTR1,4056,4450
HURON CONSULTING GROUP INCCOM4474621022204,366SH DFND14,36600
HYATT HOTELS CORP CL ACOM4485791024345,700SH OTR1,205,7000
IAA INCCOM4492531031,67943,293SH OTR1,2043,2930
IAA INCCOM44925310384521,800SH OTR1,3021,8000
IAA INCCOM449253103932,401SH OTR1,402,4010
IAC INTERACTIVECORPCOM44919P5087613,500SH OTR1,303,5000
IAC INTERACTIVECORPCOM44919P5083921,800SHCallDFND1000
IAC INTERACTIVECORPCOM44919P5084352,000SHPutDFND1000
IBERIABANK CORPCOM45082810891512,062SH OTR1,2012,0620
IBM CORPCOM4592001011,42910,363SH OTR1,4010,3630
IBM CORPCOM45920010114,237103,241SH OTR1,20103,2410
IBM CORPCOM45920010153381SH DFND138100
ICF INTERNATIONAL INCCOM44925C1032463,384SH DFND13,38400
ICON PLCCOMG4705A1002411,565SH OTR1,201,5650
ICON PLCCOMG4705A1002001,300SH OTR1,301,3000
IDACORP INCCOM45110710614,425143,636SH OTR1,20143,6360
IDACORP INCCOM45110710651507SH OTR1,405070
IDACORP INCCOM45110710602SH DFND1200
IDERA PHARMACEUTICALS INCCOM45168K40522885,400SH OTR1,2085,4000
IDEX CORPCOM45167R1041,5639,078SH OTR1,209,0780
II VI INCCOM9021041082506,826SH DFND16,82600
IMMUNOGEN INCCOM45253H10111251,400SH OTR1,2051,4000
IMPAC MORTGAGE HOLDINGS INCCOM45254P5088025,700SH OTR1,2025,7000
INCYTE CORPCOM45337C1022222,608SH DFND12,60800
INCYTE CORPCOM45337C1023994,700SHCallDFND1000
INDUSTRIAL SELECT SECT SPDRETF81369Y7042,90337,500SHCallDFND1000
INDUSTRIAL SELECT SECT SPDRETF81369Y7041,86624,100SHPutDFND1000
INDUSTRIAL SELECT SECT SPDRETF81369Y7041902,451SH DFND12,45100
INDUSTRIAL SELECT SECT SPDRETF81369Y70453,703693,656SH OTR1,20693,6560
INFOSYS TECH ADRADR45678810812411,616SH OTR1,4011,6160
INFRASTRUCTURE AND ENERGY ALCOM45686J10414169,064SH OTR1,2069,0640
INGERSOLL RAND PLCCOMG477911011,1539,100SH OTR1,309,1000
INGEVITY CORP WICOM45688C1072592,466SH OTR1,402,4660
INNOVATE BIOPHARMACEUTICALS INCOM45782F10510489,694SH OTR1,2089,6940
INNOVATIVE INDUSTRIAL PROPERCOM45781V1018366,769SH OTR1,206,7690
INNOVIVA INCCOM45781M10137725,909SH OTR1,2025,9090
INNOVIVA INCCOM45781M101684,646SH DFND14,64600
INOGEN INCCOM45780L1041872,800SH OTR1,302,8000
INOGEN INCCOM45780L1041281,923SH DFND11,92300
INSPERITY INCCOM45778Q1071,57412,883SH OTR1,2012,8830
INSPERITY INCCOM45778Q1073252,663SH DFND12,66300
INSULET CORPCOM45784P1013542,969SH OTR1,402,9690
INSULET CORPCOM45784P10118SH OTR1,2080
INTEL CORPCOM4581401004,01283,800SHCallDFND1000
INTEL CORPCOM4581401003,67276,700SHPutDFND1000
INTELLIGENT SYSTEMS CORPCOM45816D10049717,268SH OTR1,2017,2680
INTER PARFUMS INCCOM4583341093445,172SH OTR1,205,1720
INTER PARFUMS INCCOM4583341092473,718SH DFND13,71800
INTERACTIVE BROKERS GRO CL ACOM45841N1074979,175SH OTR1,209,1750
INTERCONTINENTAL EXCHANGE INCCOM45866F1042,45328,544SH OTR1,2028,5440
INTERCONTINENTAL EXCHANGE INCCOM45866F1042663,100SH OTR1,303,1000
INTERDIGITAL INCCOM45867G1015077,876SH OTR1,207,8760
INTERMOLECULAR INCCOM45882D109132112,900SH OTR1,20112,9000
INTERNAP CORPCOM45885A409317105,251SH OTR1,20105,2510
INTERNATIONAL BANCSHARES CRPCOM4590441032165,720SH DFND15,72000
INTERNATIONAL PAPER COCOM46014610391221,055SH OTR1,2021,0550
INTERNATIONAL PAPER COCOM4601461032,31853,505SH DFND153,50500
INTERNATIONAL PAPER COCOM4601461032,17050,100SHCallDFND1000
INTERNATIONAL PAPER COCOM4601461033,01569,600SHPutDFND1000
INTERNATIONAL SEAWAYS INC WICOMY410531023142SH OTR1,401420
INTERNATIONAL SEAWAYS INC WICOMY410531021889,900SH DFND19,90000
INTERPUBLIC GROUP COSCOM46069010078034,513SH OTR1,4034,5130
INTERPUBLIC GROUP COSCOM4606901001,47565,300SH OTR1,3065,3000
INTL FLAVORS and FRAGRANCESCOM4595061012221,528SH DFND11,52800
INTUIT INCCOM4612021031,5555,950SH OTR1,305,9500
INTUIT INCCOM46120210349189SH DFND118900
INTUITIVE SURGICAL INCCOM46120E6021,2722,425SH OTR1,302,4250
INTUITIVE SURGICAL INCCOM46120E6026071,158SH DFND11,15800
INTUITIVE SURGICAL INCCOM46120E6021,7313,300SHCallDFND1000
INTUITIVE SURGICAL INCCOM46120E6023,3056,300SHPutDFND1000
INVESCO LTDCOMG491BT1081,12955,186SH OTR1,4055,1860
INVESCO LTDCOMG491BT10831815,543SH OTR1,2015,5430
INVESCO LTDCOMG491BT108512,476SH DFND12,47600
INVESCO PREFERRED ETFCOM46138E51163143,099SH DFND143,09900
INVESCO QQQ TRUST SERIES 1COM46090E10385,004455,200SHCallDFND1000
INVESCO QQQ TRUST SERIES 1COM46090E10378,356419,600SHPutDFND1000
INVESCO QQQ TRUST SERIES 1COM46090E1039,59951,405SH OTR1,2051,4050
INVESCO QQQ TRUST SERIES 1COM46090E10310,28655,082SH DFND155,08200
INVESCO SandP 500 LOW VOLATILITYCOM46138E3544247,700SH OTR1,207,7000
INVESCO SandP 500 LOW VOLATILITYCOM46138E354731,331SH DFND11,33100
INVESCO SENIOR INCOME TRUSTCOM46131H10718542,842SH OTR1,2042,8420
INVESCO SENIOR LOAN ETFCOM46138G50888739,163SH DFND139,16300
INVESCO SENIOR LOAN ETFCOM46138G50829,4581,300,000SHPutDFND1000
INVESTORS BANCORP INCCOM46146L10170162,902SH OTR1,2062,9020
INVESTORS BANCORP INCCOM46146L101181,640SH DFND11,64000
ION GEOPHYSICALCOM46204420738547,800SH OTR1,2047,8000
ION GEOPHYSICALCOM462044207293,592SH OTR1,403,5920
IPG PHOTONICS CORPCOM44980X1094012,602SH OTR1,202,6020
IQVIA HOLDINGS INCCOM46266C1052991,856SH DFND11,85600
ISHARES 0 to 5 YEAR TIPS BOND ECOM46429B7475245,212SH DFND15,21200
ISHARES BARCLAYS 20 YR TREASCOM4642874323,08123,199SH DFND123,19900
ISHARES BARCLAYS 7 to 10 YEARETF4642874401,27511,593SH DFND111,59300
ISHARES BARCLAYS 7 to 10 YEARETF46428744026232SH OTR1,202320
ISHARES BARCLAYS TIPS BONDETF4642871768147,051SH DFND17,05100
ISHARES DJ US REAL ESTATECOM46428773966,484761,476SH OTR1,20761,4760
ISHARES DJ US REAL ESTATECOM4642877398579,814SH DFND19,81400
ISHARES DJ US REAL ESTATECOM4642877392713,100SHCallDFND1000
ISHARES FTSE CHINA 25 INDEX FUCOM4642871841,79642,002SH OTR1,2042,0020
ISHARES FTSE CHINA 25 INDEX FUCOM46428718426604SH DFND160400
ISHARES IBOXX INVESTMENT GRACOM4642872422,48720,000SHPutDFND1000
ISHARES IBOXX INVESTMENT GRACOM46428724225,061201,500SH OTR10201,5000
ISHARES IBOXX USD HIGH YIELDCOM46428851311,333130,000SH OTR10130,0000
ISHARES IBOXX USD HIGH YIELDCOM4642885132112,419SH DFND12,41900
ISHARES IBOXX USD HIGH YIELDCOM46428851377,721891,500SHPutDFND1000
ISHARES INTERMEDIATE TERM COCOM46428863870012,298SH DFND112,29800
ISHARES MBS ETFCOM4642885882,01518,731SH DFND118,73100
ISHARES MORTGAGE REAL ESTATE ECOM46435G3422115,000SH DFND15,00000
ISHARES MSCI BRAZIL ETFCOM46428640017,145392,166SH OTR1,20392,1660
ISHARES MSCI BRAZIL ETFCOM46428640016374SH DFND137400
ISHARES MSCI EAFE INDEX FUNDCOM4642874651,01615,458SH OTR1,2015,4580
ISHARES MSCI EMERGING MKT INCOM4642872345,915137,854SH DFND1137,85400
ISHARES MSCI EMERGING MKT INCOM46428723413,680318,800SHCallOTR1000
ISHARES NASDAQ BIOTECH INDXCOM4642875561,48713,633SH DFND113,63300
ISHARES NASDAQ BIOTECH INDXCOM4642875563,00027,500SHCallDFND1000
ISHARES NASDAQ BIOTECH INDXCOM4642875565,17147,400SHPutDFND1000
ISHARES PREFERRED and INCOME SECCOM46428868747512,894SH DFND112,89400
ISHARES S and P 500 BARRA VALUECOM46428740811,06694,932SH DFND194,93200
ISHARES S and P NAT MUNI BONDCOM4642884141,13510,034SH DFND110,03400
ISHARES SILVER TRUSTCOM46428Q1093,439240,000SHCallDFND1000
ISHARES SILVER TRUSTCOM46428Q10914,4511,008,374SH DFND11,008,37400
ISHARES TR RUSSELL 2000 IDXCOM46428765516,899108,669SH DFND1108,66900
ISHARES TR RUSSELL 2000 IDXCOM46428765548,672313,000SHCallDFND1000
ISHARES TR RUSSELL 2000 IDXCOM46428765585,370549,000SHPutDFND1000
ISHARES TR RUSSELL 2000 IDXCOM46428765501SH OTR1,2010
ISTAR INCCOM45031U10145136,300SH OTR1,2036,3000
ITT INCCOM45073V10881512,445SH OTR1,2012,4450
ITT INCCOM45073V10883212,700SH OTR1,3012,7000
ITT INCCOM45073V10818277SH DFND127700
J2 GLOBAL INCCOM48123V1021,33014,961SH OTR1,2014,9610
JABIL INCCOM4663131031,77756,228SH OTR1,2056,2280
JABIL INCCOM46631310335511,248SH DFND111,24800
JABIL INCCOM4663131031263,981SH OTR1,403,9810
JABIL INCCOM4663131033100SH OTR1,301000
JACOBS ENGINEERING GROUP INCCOM4698141076818,065SH OTR1,208,0650
JAZZ INVESTMENTS 1.875 15AUG21SDBCV472145AB722,35221,881,000PRN DFND121,881,00000
JAZZ INVESTMENTS I 1.5 15AUG24SDBCV472145AD318,88719,100,000PRN DFND119,100,00000
JAZZ PHARMACEUTICALS PLCCOMG508711052,49717,518SH OTR1,2017,5180
JAZZ PHARMACEUTICALS PLCCOMG50871105141992SH DFND199200
JEFFERIES FINANCIAL GROUP INCOM47233W10980141,645SH OTR1,2041,6450
JETBLUE AIRWAYS CORPCOM4771431011,23266,632SH OTR1,2066,6320
JETBLUE AIRWAYS CORPCOM47714310121311,500SH OTR1,3011,5000
JETBLUE AIRWAYS CORPCOM477143101563,002SH OTR1,403,0020
JINKOSOLAR HOLDING CO ADRCOM47759T10031214,362SH OTR1,2014,3620
JOHN BEAN TECHNOLOGIES CORPCOM4778391044573,771SH OTR1,203,7710
JOHN BEAN TECHNOLOGIES CORPCOM47783910428232SH DFND123200
JOHNSON and JOHNSONCOM4781601046,35745,645SH OTR1,2045,6450
JOHNSON and JOHNSONCOM4781601041,95014,000SH OTR1,3014,0000
JOHNSON CONTROLS INTERNATIONCOMG5150210531,987774,308SH OTR1,20774,3080
JOHNSON CONTROLS INTERNATIONCOMG515021053698,924SH DFND18,92400
JONES LANG LASALLE INCCOM48020Q1073102,201SH OTR1,402,2010
JONES LANG LASALLE INCCOM48020Q107139985SH DFND198500
JPMORGAN CHASE and COCOM46625H100119,7251,070,882SH OTR1,201,070,8820
JPMORGAN CHASE and COCOM46625H1001441,291SH OTR1,401,2910
JUNIPER NETWORKS INCCOM48203R1042338,760SH OTR1,408,7600
JUNIPER NETWORKS INCCOM48203R1044,176156,832SH OTR1,20156,8320
JUNIPER NETWORKS INCCOM48203R10433612,600SH OTR1,3012,6000
JUNIPER NETWORKS INCCOM48203R10410367SH DFND136700
K12 INCCOM48273U10250816,693SH OTR1,2016,6930
K12 INCCOM48273U10232210,574SH DFND110,57400
KANSAS CITY SOUTHERN INDSCOM4851703022922,400SH OTR1,302,4000
KAR AUCTION SERVICES INCCOM48238T10954821,934SH OTR1,4021,9340
KAR AUCTION SERVICES INCCOM48238T10987935,149SH OTR1,2035,1490
KAR AUCTION SERVICES INCCOM48238T109401,600SH OTR1,301,6000
KB HOME CORPCOM48666K10970127,229SH OTR1,2027,2290
KB HOME CORPCOM48666K1091274,930SH OTR1,404,9300
KEARNY FINANCIAL CORPCOM48716P10837628,285SH OTR1,2028,2850
KELLOGG COCOM48783610865412,200SHCallDFND1000
KELLOGG COCOM48783610867012,500SHPutDFND1000
KELLOGG COCOM4878361084247,929SH DFND17,92900
KELLOGG COCOM487836108921,719SH OTR1,401,7190
KELLY SERVICES INC CL ACOM4881522082539,676SH DFND19,67600
KELLY SERVICES INC CL ACOM4881522083100SH OTR1,401000
KEMPER CORPCOM4884011003423,966SH OTR1,403,9660
KEMPER CORPCOM4884011006,25472,481SH OTR1,2072,4810
KEMPER CORPCOM48840110045518SH DFND151800
KENNAMETAL INCCOM48917010037310,071SH OTR1,4010,0710
KENNAMETAL INCCOM4891701001514,080SH OTR1,204,0800
KENNEDY WILSON HOLDINGS INCCOM48939810744121,439SH OTR1,2021,4390
KENNEDY WILSON HOLDINGS INCCOM48939810720610,033SH DFND110,03300
KEY ENERGY SERVICES INCCOM49309J10310446,000SH OTR1,2046,0000
KEYCORPCOM49326710817910,059SH OTR1,4010,0590
KEYCORPCOM49326710825214,176SH DFND114,17600
KEYCORPCOM4932671081749,825SH OTR1,209,8250
KEYCORPCOM493267108211,163SH OTR1,301,1630
KEYSIGHT TECHNOLOGIES IN WICOM49338L1032,38826,592SH OTR1,2026,5920
KEYSIGHT TECHNOLOGIES IN WICOM49338L10318201SH DFND120100
KILROY REALTY CORPCOM49427F1083985,393SH OTR1,405,3930
KIMBERLY CLARK CORPCOM4943681032932,197SH OTR1,402,1970
KINDER MORGAN INCCOM49456B1013,000143,700SHCallDFND1000
KINDER MORGAN INCCOM49456B1011,97194,400SHPutDFND1000
KINDER MORGAN INCCOM49456B1011,99095,300SH OTR1,3095,3000
KINDER MORGAN INCCOM49456B1011818,687SH OTR1,208,6870
KINDER MORGAN INCCOM49456B101502,416SH DFND12,41600
KINGSTONE COS INCCOM49671910540146,400SH OTR1,2046,4000
KINROSS GOLD CORPCOM49690240424162,200SH OTR1,2062,2000
KINROSS GOLD CORPCOM496902404123,000SH OTR1,403,0000
KIRKLANDS INCCOM49749810515066,200SH OTR1,2066,2000
KLA CORPCOM4824801004263,600SHCallDFND1000
KLA CORPCOM4824801001,56013,201SH OTR1,2013,2010
KLA CORPCOM4824801004633,919SH DFND13,91900
KOHLS CORPCOM50025510495120,000SHCallOTR1000
KOHLS CORPCOM50025510462813,200SHCallDFND1000
KOHLS CORPCOM5002551043316,964SH OTR1,406,9640
KOHLS CORPCOM5002551041052,203SH OTR1,202,2030
KOHLS CORPCOM5002551041122,352SH DFND12,35200
KONTOOR BRANDS INCCOM50050N1033,849137,352SH OTR1,20137,3520
KOPIN CORPCOM500600101280257,115SH OTR1,20257,1150
KORN FERRYCOM50064320073318,297SH DFND118,29700
KORN FERRYCOM500643200481,200SH OTR1,301,2000
KOSMOS ENERGY LTDCOM500688106548,600SH OTR1,408,6000
KOSMOS ENERGY LTDCOM500688106386,099SH DFND16,09900
KRAFT HEINZ CO THECOM5007541063,104100,000SHCallOTR1000
KRAFT HEINZ CO THECOM5007541061,60551,700SH OTR1,3051,7000
KROGER COCOM50104410151023,509SH DFND123,50900
KRONOS WORLDWIDE INCCOM50105F10530619,969SH OTR1,2019,9690
KRONOS WORLDWIDE INCCOM50105F105352,300SH OTR1,402,3000
KT CORP SP ADRCOM48268K10137230,105SH OTR1,2030,1050
KT CORP SP ADRCOM48268K101514,156SH OTR1,404,1560
L BRANDS INCCOM5017971041,09642,006SH DFND142,00600
L3 Technologies IncCOM50241310768,395278,972SH OTR1,20278,9720
L3 Technologies IncCOM5024131074051,650SH OTR1,301,6500
LABORATORY CRP OF AMER HLDGSCOM50540R4092451,415SH OTR1,401,4150
LABORATORY CRP OF AMER HLDGSCOM50540R4091,1586,700SH OTR1,206,7000
LABORATORY CRP OF AMER HLDGSCOM50540R40969400SH OTR1,304000
LAM RESEARCHCOM5128071082,38512,697SH OTR1,2012,6970
LAMAR ADVERTISING COCOM5128161093033,749SH OTR1,403,7490
LAMB WESTON HOLDING INC WICOM5132721045899,300SH OTR1,309,3000
LAMB WESTON HOLDING INC WICOM513272104692SH OTR1,40920
LAMB WESTON HOLDING INC WICOM5132721041442,266SH OTR1,202,2660
LAMB WESTON HOLDING INC WICOM5132721047115SH DFND111500
LANDSTAR SYSTEM INCCOM5150981011,46013,516SH OTR1,2013,5160
LANTHEUS HOLDINGS INCCOM51654410344715,792SH DFND115,79200
LAREDO PETROLEUM INCCOM516806106882304,278SH DFND1304,27800
LAS VEGAS SANDS CORPCOM5178341074727,983SH OTR1,407,9830
LAS VEGAS SANDS CORPCOM5178341071,88731,933SH OTR1,2031,9330
LAS VEGAS SANDS CORPCOM5178341071,95033,000SH OTR1,3033,0000
LAS VEGAS SANDS CORPCOM5178341073826,454SH DFND16,45400
LAWSON PRODUCTS INCCOM5207761053569,700SH OTR1,209,7000
LA Z BOY INCCOM50533610733510,925SH OTR1,2010,9250
LA Z BOY INCCOM50533610782927,047SH DFND127,04700
LA Z BOY INCCOM5053361071494,853SH OTR1,404,8530
LEAR CORPCOM5218652041,60011,487SH OTR1,4011,4870
LEAR CORPCOM5218652041,61611,600SH OTR1,3011,6000
LEGG MASON INCCOM5249011052346,100SH OTR1,306,1000
LEGGETT and PLATT INCCOM5246601072245,844SH OTR1,405,8440
LEGGETT and PLATT INCCOM5246601073,74797,646SH OTR1,2097,6460
LEIDOS HOLDINGS INCCOM5253271022,80835,164SH OTR1,2035,1640
LEIDOS HOLDINGS INCCOM52532710287811,000SH OTR1,3011,0000
LEIDOS HOLDINGS INCCOM525327102831,039SH DFND11,03900
LENDINGTREE INCCOM52603B1079,19821,899SH OTR1,2021,8990
LENNAR CORPCOM52605710464713,359SH OTR1,4013,3590
LENNAR CORPCOM5260571043617,445SH OTR1,207,4450
LENNAR CORPCOM5260571041,73535,800SH OTR1,3035,8000
LENNAR CORPCOM5260571041,06221,920SH DFND121,92000
LENNOX INTERNATIONAL INCCOM5261071071,5055,472SH OTR1,205,4720
LENNOX INTERNATIONAL INCCOM52610710755200SH OTR1,302000
LHC GROUP INCCOM50187A1073222,695SH DFND12,69500
LHC GROUP INCCOM50187A10724200SH OTR1,402000
LIBERTY BROADBAND ACOM5303071072062,000SH OTR1,202,0000
LIBERTY EXPEDIA HOLD A WICOM53046P1091,98341,504SH OTR1,2041,5040
LIBERTY SIRIUS GROUP CCOM5312296071,29734,144SH OTR1,2034,1440
LIBERTY SIRIUSXM GROUPCOM5312294091,16830,888SH OTR1,2030,8880
LIBERTYMEDCORP 1 30JAN23 144ASDBCV531229AF941,11134,946,000PRN DFND134,946,00000
LIGAND PHARMACEUTICALS CL BCOM53220K5042,31520,281SH OTR1,2020,2810
LILIS ENERGY INCCOM532403201101165,400SH OTR1,20165,4000
LILLY ELI and COCOM5324571083,14028,343SH OTR1,2028,3430
LILLY ELI and COCOM5324571086706,045SH DFND16,04500
LILLY ELI and COCOM5324571081281,153SH OTR1,401,1530
LINCOLN EDUCATIONAL SERVICESCOM5335351004017,295SH OTR1,2017,2950
LINCOLN ELECTRIC HOLDINGS INCCOM5339001061,61919,670SH OTR1,2019,6700
LINCOLN ELECTRIC HOLDINGS INCCOM5339001061972,388SH OTR1,402,3880
LINCOLN NATIONAL CORPCOM5341871092,30935,825SH OTR1,2035,8250
LINCOLN NATIONAL CORPCOM53418710910148SH DFND114800
LINDE PLCCOMG5494J1037833,900SHCallDFND1000
LINDE PLCCOMG5494J1035022,500SHPutDFND1000
LINDE PLCCOMG5494J1031,9559,736SH OTR1,409,7360
LINDE PLCCOMG5494J10315,10375,212SH OTR1,2075,2120
LINDE PLCCOMG5494J103181900SH OTR1,309000
LINDE PLCCOMG5494J10393463SH DFND146300
LIONS GATE ENTERTAINMENT BCOM53591950022619,469SH OTR1,4019,4690
LIONS GATE ENTERTAINMENT BCOM535919500161,342SH OTR1,201,3420
LITHIA MOTORS INC CL ACOM5367971036525,491SH OTR1,405,4910
LITHIA MOTORS INC CL ACOM5367971032412,030SH OTR1,202,0300
LITHIA MOTORS INC CL ACOM5367971031191,000SH OTR1,301,0000
LITTELFUSECOM5370081047084,000SH OTR1,204,0000
LIVANOVA PLCCOMG5509L1013094,300SH OTR1,304,3000
LIVANOVA PLCCOMG5509L101861,200SH OTR1,401,2000
LIVANOVA PLCCOMG5509L1011492,068SH DFND12,06800
LIVE NATIONCOM5380341096209,364SH OTR1,209,3640
LIVE NATION 2.50 15MAR23SDBCV538034AQ22,3732,000,000PRN DFND12,000,00000
LIVERAMP HOLDINGS INCCOM53815P1082394,927SH OTR1,204,9270
LIVERAMP HOLDINGS INCCOM53815P1081032,131SH OTR1,402,1310
LKQ CORPCOM5018892081,17944,300SH OTR1,3044,3000
LKQ CORPCOM5018892089350SH DFND135000
LLOYDS TSB GROUP PLC SP ADRADR5394391093411,868SH OTR1,2011,8680
LOMA NEGRA CIA IND SPON ADRADR54150E10420917,880SH OTR1,2017,8800
LOUISIANA PACIFIC CORPCOM5463471053,287125,358SH OTR1,20125,3580
LOWES COCOM5486611076466,400SHCallDFND1000
LOWES COCOM5486611071,34213,300SHPutDFND1000
LOWES COCOM5486611075605,553SH OTR1,405,5530
LOWES COCOM5486611079,29692,124SH OTR1,2092,1240
LOWES COCOM5486611072,00819,900SH OTR1,3019,9000
LOWES COCOM5486611072292,273SH DFND12,27300
LOWES CORPCOM5404241084,54183,061SH OTR1,2083,0610
LPL FINANCIAL HOLDINGS INCCOM50212V10091111,174SH OTR1,2011,1740
LPL FINANCIAL HOLDINGS INCCOM50212V10090511,100SH OTR1,3011,1000
LPL FINANCIAL HOLDINGS INCCOM50212V10057703SH OTR1,407030
LSC COMMUNICATIONS INCCOM50218P1075514,900SH OTR1,2014,9000
LULULEMON ATHLETICA INCCOM5500211097284,044SH DFND14,04400
LUMBER LIQUIDATORS INCCOM55003T10716214,005SH OTR1,2014,0050
LUMENTUM HOLDINGS INCCOM55024U1091,40226,247SH OTR1,2026,2470
LYONDELLBASELL INDU CL ACOMN537451003,91545,450SH OTR1,2045,4500
LYONDELLBASELL INDU CL ACOMN537451002,26526,296SH DFND126,29600
LYONDELLBASELL INDU CL ACOMN537451001,93822,500SH OTR1,3022,5000
LYONDELLBASELL INDU CL ACOMN537451001,87421,758SH OTR1,4021,7580
MandT BANK CORPORATIONCOM55261F1043,38519,901SH OTR1,2019,9010
MI SCHOTTENSTEIN HOMES INCCOM55305B1012308,069SH DFND18,06900
MI SCHOTTENSTEIN HOMES INCCOM55305B101341,200SH OTR1,201,2000
MACQUARIE INFRSTRUCTURE CORPCOM55608B1051,05826,098SH OTR1,2026,0980
MACQUARIE INFRSTRUCTURE CORPCOM55608B1051824,500SH OTR1,304,5000
MACQUARIE INFRSTRUCTURE CORPCOM55608B10530740SH DFND174000
MACYS INCCOM55616P1041,90888,900SHCallDFND1000
MACYS INCCOM55616P1041,73480,800SHPutDFND1000
MACYS INCCOM55616P10437717,558SH DFND117,55800
MACYS INCCOM55616P1041939,009SH OTR1,409,0090
MADISON SQUARE GARDEN CO ACOM55825T1038172,918SH OTR1,402,9180
MADISON SQUARE GARDEN CO ACOM55825T10398350SH OTR1,303500
MAGELLAN HEALTH INCCOM55907920793912,647SH OTR1,2012,6470
MAGELLAN HEALTH INCCOM559079207799SH DFND19900
MALIBU BOATS INC ACOM56117J10050312,955SH DFND112,95500
MALLINCKRODT PLC WICOMG5785G107111,200SH OTR1,301,2000
MALLINCKRODT PLC WICOMG5785G107909,818SH DFND19,81800
MANHATTAN ASSOCIATES INCCOM56275010992913,400SH OTR1,2013,4000
MANITEX INTERNATIONAL INCCOM56342010839464,442SH OTR1,2064,4420
MANITOWOC COMPANY INCCOM56357140526514,869SH DFND114,86900
MANPOWERGROUPCOM56418H1001,88519,517SH OTR1,2019,5170
MANULIFE FINANCIAL CORPCOM56501R10635819,703SH DFND119,70300
MARATHON OIL CORPCOM5658491061,697119,400SHCallDFND1000
MARATHON OIL CORPCOM5658491061,461102,800SHPutDFND1000
MARATHON OIL CORPCOM56584910617112,029SH DFND112,02900
MARATHON OIL CORPCOM5658491061077,496SH OTR1,407,4960
MARATHON OIL CORPCOM5658491061359,489SH OTR1,209,4890
MARATHON PETROLEUM CORPCOM56585A1021,43625,700SHCallDFND1000
MARATHON PETROLEUM CORPCOM56585A1021,64329,400SHPutDFND1000
MARATHON PETROLEUM CORPCOM56585A1026,046108,200SH OTR1,20108,2000
MARATHON PETROLEUM CORPCOM56585A1021,97835,400SH OTR1,3035,4000
MARATHON PETROLEUM CORPCOM56585A1024558,138SH DFND18,13800
MARKETAXESS HOLDINGS INCCOM57060D108299930SH OTR1,409300
MARKETAXESS HOLDINGS INCCOM57060D10817,37554,056SH OTR1,2054,0560
MARTIN MARIETTA MATERIALSCOM5732841065292,300SHCallDFND1000
MARTIN MARIETTA MATERIALSCOM5732841066192,689SH OTR1,202,6890
MARTIN MARIETTA MATERIALSCOM57328410652226SH OTR1,402260
MARTIN MARIETTA MATERIALSCOM573284106150650SH OTR1,306500
MARVELL TECHNOLOGY GROUP LTDCOMG5876H1052,387100,000SHPutDFND1000
MARVELL TECHNOLOGY GROUP LTDCOMG5876H1051,95782,000SH OTR1,3082,0000
MARVELL TECHNOLOGY GROUP LTDCOMG5876H105482,000SH OTR1,402,0000
MARVELL TECHNOLOGY GROUP LTDCOMG5876H1051516,338SH DFND16,33800
MASCO CORPCOM57459910677519,748SH OTR1,2019,7480
MASCO CORPCOM574599106611,564SH OTR1,401,5640
MASCO CORPCOM5745991061965,000SH OTR1,305,0000
MASONITE INTERNATIONAL CORPCOM57538510963212,000SH OTR1,2012,0000
MASONITE INTERNATIONAL CORPCOM57538510913256SH OTR1,402560
MASTEC INCCOM57632310955910,848SH OTR1,2010,8480
MASTEC INCCOM5763231092755,344SH DFND15,34400
MASTEC INCCOM5763231095100SH OTR1,301000
MASTERCARD INCCOM57636Q1044,87818,439SH OTR1,2018,4390
MASTERCARD INCCOM57636Q1041,9847,500SH OTR1,307,5000
MASTERCARD INCCOM57636Q1047402,797SH DFND12,79700
MASTERCRAFT BOAT HOLDINGS INCCOM57637H10331215,950SH DFND115,95000
MASTERCRAFT BOAT HOLDINGS INCCOM57637H1038400SH OTR1,404000
MATCH GROUP INCCOM57665R1061,88628,035SH OTR1,2028,0350
MATCH GROUP INCCOM57665R1061,03915,436SH DFND115,43600
MATERIALS SELECT SECTOR SPDRETF81369Y1004,82982,536SH DFND182,53600
MATERIALS SELECT SECTOR SPDRETF81369Y100232SH OTR1,20320
MATERION CORPCOM5766901012483,651SH DFND13,65100
MAXIM INTERGRATED PRODUCTSCOM57772K10194615,820SH OTR1,2015,8200
MAXIMUS INCCOM5779331046468,900SH OTR1,308,9000
MAXIMUS INCCOM5779331041001,383SH DFND11,38300
MBIA INCCOM55262C1009410,092SH OTR1,2010,0920
MBIA INCCOM55262C100485,193SH OTR1,405,1930
MCDONALDS CORPCOM5801351013,72017,912SH OTR1,2017,9120
MCDONALDS CORPCOM5801351013521,697SH DFND11,69700
MCKESSON CORPCOM58155Q1036995,200SHCallDFND1000
MCKESSON CORPCOM58155Q1036454,800SHPutDFND1000
MCKESSON CORPCOM58155Q1036474,816SH DFND14,81600
MCKESSON CORPCOM58155Q10394700SH OTR1,307000
MDC HOLDINGS INCCOM55267610861118,630SH DFND118,63000
MDU RESOURCES GROUP INCCOM55269010977430,000SH OTR1,3030,0000
MDU RESOURCES GROUP INCCOM5526901095186SH OTR1,401860
MDU RESOURCES GROUP INCCOM552690109632,441SH DFND12,44100
MEDIDATA SOLUTIONS INCCOM58471A10513,715151,528SH OTR1,20151,5280
MEDIDATA SOLUTIONS INCCOM58471A10599611,000SH OTR1,3011,0000
MEDIDATA SOLUTIONS INCCOM58471A10573803SH DFND180300
MEDIFASTCOM58470H1014043,146SH OTR1,203,1460
MEDIFASTCOM58470H101115898SH DFND189800
MEDNAX INCCOM58502B10640415,999SH OTR1,4015,9990
MEDNAX INCCOM58502B1062339,248SH OTR1,209,2480
MEDNAX INCCOM58502B10656522,400SH OTR1,3022,4000
MEDNAX INCCOM58502B1062489,821SH DFND19,82100
MEDTRONIC PLCCOMG5960L1031,35513,914SH DFND113,91400
MEDTRONIC PLCCOMG5960L1031,94820,000SH OTR1,3020,0000
MEDTRONIC PLCCOMG5960L1037427,619SH OTR1,407,6190
MELINTA THERAPEUTICS INCCOM58549G20920530,800SH OTR1,2030,8000
MELLANOX TECHNOLOGIES LTDCOMM513631132,40821,761SH OTR1,2021,7610
MELLANOX TECHNOLOGIES LTDCOMM513631135545,005SH DFND15,00500
MERCADOLIBRE INCCOM58733R102306500SHCallDFND1000
MERCER INTERNATIONAL INCCOM58805610134422,232SH DFND122,23200
MERCHANTS BANCORP INCOM58844R10836621,500SH OTR1,2021,5000
MERCK and COCOM58933Y10584010,014SH OTR1,2010,0140
MERCK and COCOM58933Y1051,96223,400SH OTR1,3023,4000
MERCK and COCOM58933Y1052332,777SH DFND12,77700
MERCURY GENERAL CORPCOM5894001001,06817,085SH OTR1,2017,0850
MEREDITH CORPCOM58943310164811,767SH OTR1,2011,7670
MERIDIAN BIOSCIENCE INCCOM58958410153144,702SH DFND144,70200
MERITAGE HOMES CORPCOM59001A10260211,720SH OTR1,2011,7200
MERITAGE HOMES CORPCOM59001A10215291SH DFND129100
MERITOR INCCOM59001K10026410,889SH DFND110,88900
MERITOR INCCOM59001K100441,798SH OTR1,401,7980
MERITOR INCCOM59001K100277SH OTR1,20770
METHODE ELECTRONICS INCCOM59152020050517,670SH DFND117,67000
METLIFE INCCOM59156R1082,64753,300SHCallDFND1000
METLIFE INCCOM59156R1082,61852,700SHPutDFND1000
MFA FINANCIAL INCCOM55272X10265491,017SH OTR1,2091,0170
MGIC INVESTMENT CORPCOM55284810379360,343SH OTR1,4060,3430
MGIC INVESTMENT CORPCOM55284810312,592958,300SH OTR1,20958,3000
MGIC INVESTMENT CORPCOM552848103826,216SH DFND16,21600
MGM RESORTS INTERNATIONALCOM5529531011,42950,000SHCallDFND1000
MGM RESORTS INTERNATIONALCOM5529531011,95668,446SH OTR1,2068,4460
MGM RESORTS INTERNATIONALCOM5529531011,14940,200SH OTR1,3040,2000
MGM RESORTS INTERNATIONALCOM55295310173125,570SH DFND125,57000
MGP INGREDIENTS INCCOM55303J1061,03715,642SH OTR1,2015,6420
MGP INGREDIENTS INCCOM55303J1061261,902SH DFND11,90200
MICROCHIP TECH 1.625 15FEB27SDBCV595017AF11,7731,500,000PRN DFND11,500,00000
MICROCHIP TECH INCCOM5950171041,16013,374SH OTR1,4013,3740
MICROCHIP TECH INCCOM5950171043814,400SH OTR1,304,4000
MICROCHIP TECH INCCOM5950171041551,781SH DFND11,78100
MICRON TECH INCCOM5951121033599,300SHCallDFND1000
MICRON TECH INCCOM59511210385222,100SHPutDFND1000
MICRON TECH INCCOM59511210390923,562SH OTR1,2023,5620
MICRON TECH INCCOM59511210337965SH DFND196500
MICROSOFT CORPCOM5949181044,32732,300SHCallDFND1000
MICROSOFT CORPCOM5949181044,12630,800SHPutDFND1000
MIDDLEFIELD BANC CORPCOM59630420459914,600SH OTR1,2014,6000
MIDSTATES PETROLEUM CO INCCOM59804T4078815,000SH OTR1,2015,0000
MILLER HERMAN INCCOM60054410094021,038SH DFND121,03800
MILLER HERMAN INCCOM60054410027600SH OTR1,406000
MILLER HERMAN INCCOM60054410028618SH OTR1,206180
MIMECAST LTDCOMG1483810950710,849SH OTR1,2010,8490
MIRAGEN THERAPEUTICS INCCOM60463E103239116,700SH OTR1,20116,7000
MKS INSTRUMENTS INCCOM55306N1045957,639SH OTR1,207,6390
MODINE MANUFACTURING COCOM60782810026118,252SH DFND118,25200
MODINE MANUFACTURING COCOM6078281006400SH OTR1,204000
MOHAWK INDUSTRIES INCCOM6081901042291,553SH OTR1,401,5530
MOHAWK INDUSTRIES INCCOM6081901041,67111,331SH OTR1,2011,3310
MOHAWK INDUSTRIES INCCOM6081901041921,300SH OTR1,301,3000
MOLINA HEALTHCARE INCCOM60855R1001,1458,000SH OTR1,308,0000
MOLINA HEALTHCARE INCCOM60855R1003282,289SH DFND12,28900
MONDELEZ INTERNATIONAL INCCOM60920710592217,100SHCallDFND1000
MONDELEZ INTERNATIONAL INCCOM60920710572813,500SHPutDFND1000
MONDELEZ INTERNATIONAL INCCOM6092071051,19122,100SH OTR1,3022,1000
MONDELEZ INTERNATIONAL INCCOM60920710556410,458SH DFND110,45800
MONEYGRAM INTERNATIONAL INCCOM60935Y20818875,966SH OTR1,2075,9660
MONOLITHIC POWER SYSTEMS INCCOM6098391052701,991SH DFND11,99100
MONSTER BEVERAGE CORPCOM61174X1095,53586,708SH OTR1,2086,7080
MONSTER BEVERAGE CORPCOM61174X1092744,300SH OTR1,304,3000
MONTAGE RESOURCES CORPCOM61179L10035257,778SH DFND157,77800
MOODYS CORPORATIONCOM6153691058464,331SH OTR1,404,3310
MOODYS CORPORATIONCOM61536910529,815152,656SH OTR1,20152,6560
MOODYS CORPORATIONCOM6153691056453,300SH OTR1,303,3000
MOODYS CORPORATIONCOM6153691057713,948SH DFND13,94800
MOOG INC CL ACOM6153942022552,722SH DFND12,72200
MOOG INC CL ACOM61539420284900SH OTR1,209000
MORGAN STANLEYCOM6174464486,274143,209SH OTR1,20143,2090
MORGAN STANLEYCOM6174464481,99345,500SH OTR1,3045,5000
MORGAN STANLEYCOM6174464481042,364SH DFND12,36400
MOTOROLA SOLUTIONS INCCOM62007630756334SH OTR1,403340
MOTOROLA SOLUTIONS INCCOM620076307154924SH DFND192400
MRC GLOBAL INCCOM55345K10347927,975SH OTR1,2027,9750
MRC GLOBAL INCCOM55345K103231,315SH OTR1,401,3150
MSA SAFETY INCCOM5534981061591,505SH OTR1,401,5050
MSA SAFETY INCCOM553498106104990SH OTR1,209900
MSC INDUSTRIAL DIRECT CO ACOM5535301066058,142SH DFND18,14200
MSC INDUSTRIAL DIRECT CO ACOM5535301061882,533SH OTR1,202,5330
MUELLER INDUSTRIES INCCOM6247561022659,062SH OTR1,209,0620
MUELLER INDUSTRIES INCCOM624756102531,823SH OTR1,401,8230
MUELLER INDUSTRIES INCCOM62475610227921SH DFND192100
MUELLER WATER PRODUCTS INC ACOM62475810810310,507SH OTR1,4010,5070
MURPHY USA INCCOM6267551022773,302SH OTR1,203,3020
MURPHY USA INCCOM62675510280951SH OTR1,409510
MURPHY USA INCCOM62675510240476SH DFND147600
MYRIAD GENETICS INCCOM62855J1042228,003SH OTR1,408,0030
MYRIAD GENETICS INCCOM62855J10411397SH DFND139700
NANTHEALTH INCCOM6301041074891,100SH OTR1,2091,1000
NANTKWEST INCCOM63016Q102127124,080SH OTR1,20124,0800
NATIONAL CINEMEDIA INCCOM63530910733851,536SH OTR1,2051,5360
NATIONAL CINEMEDIA INCCOM6353091071226SH DFND122600
NATIONAL FUEL GAS COCOM6361801014,09277,578SH OTR1,2077,5780
NATIONAL FUEL GAS COCOM63618010147900SH OTR1,309000
NATIONAL FUEL GAS COCOM6361801011122,114SH DFND12,11400
NATIONAL OILWELL VARCO INCCOM63707110130813,874SH DFND113,87400
NATIONAL OILWELL VARCO INCCOM6370711012100SH OTR1,301000
NATURAL HEALTH TRENDS CORPCOM63888P40635343,900SH OTR1,2043,9000
NAUTILUS INCCOM63910B102291131,500SH OTR1,20131,5000
NAVIENT CORPCOM63938C1081,937141,912SH OTR1,20141,9120
NAVIGANT CONSULTING INCCOM63935N10784136,265SH OTR1,2036,2650
NAVIGANT CONSULTING INCCOM63935N10719821SH OTR1,408210
NBHSA INC ACOM08986R408212400SH OTR1,204000
NCR CORPORATIONCOM62886E1083119,987SH OTR1,409,9870
NCR CORPORATIONCOM62886E10843013,823SH OTR1,3013,8230
NELNET INC CL ACOM64031N1085459,200SH OTR1,209,2000
NELNET INC CL ACOM64031N108234SH DFND13400
NEOS THERAPEUTICS INCCOM64052L106275213,200SH OTR1,20213,2000
NETAPP INCCOM64110D10419300SH OTR1,403000
NETAPP INCCOM64110D1041111,805SH DFND11,80500
NETAPP INCCOM64110D10487014,100SHCallDFND1000
NETAPP INCCOM64110D10491314,800SHPutDFND1000
NETAPP INCCOM64110D1042,90147,022SH OTR1,2047,0220
NETAPP INCCOM64110D1043275,300SH OTR1,305,3000
NETSCOUT SYSTEMS INCCOM64115T104612,405SH OTR1,402,4050
NETSCOUT SYSTEMS INCCOM64115T1041997,836SH DFND17,83600
NETSCOUT SYSTEMS INCCOM64115T10499639,220SH OTR1,2039,2200
NEW HOME CO INC THECOM64537010713234,400SH OTR1,2034,4000
NEW RELIC INCCOM64829B1008,671100,235SH OTR1,20100,2350
NEW RELIC INCCOM64829B1001,07312,400SH OTR1,3012,4000
NEW RELIC INCCOM64829B10071826SH DFND182600
NEW YORK COMMUNITY BANCORPCOM649445103151,517SH OTR1,401,5170
NEW YORK COMMUNITY BANCORPCOM649445103898,947SH OTR1,208,9470
NEW YORK COMMUNITY BANCORPCOM649445103212,153SH DFND12,15300
NEW YORK TIMES CO CL ACOM650111107852,600SH OTR1,302,6000
NEW YORK TIMES CO CL ACOM650111107772,356SH DFND12,35600
NEW YORK TIMES CO CL ACOM6501111072938,990SH OTR1,408,9900
NEW YORK TIMES CO CL ACOM65011110710,032307,548SH OTR1,20307,5480
NEWELL BRANDS INCCOM6512291062,425157,256SH OTR1,20157,2560
NEWELL BRANDS INCCOM65122910640726,400SH OTR1,3026,4000
NEWLINK GENETICS CORPCOM651511107191129,300SH OTR1,20129,3000
NEWMARKET CORPCOM6515871071,7174,283SH OTR1,204,2830
NEWMONT GOLDCORP CORPCOM65163910649212,800SHCallDFND1000
NEWMONT GOLDCORP CORPCOM6516391062346,079SH DFND16,07900
NEXSTAR MEDIA GROUP INCCOM65336K10333324SH DFND132400
NEXSTAR MEDIA GROUP INCCOM65336K1038,81087,226SH OTR1,2087,2260
NEXTERA ENERGY INCCOM65339F101149727SH OTR1,407270
NEXTERA ENERGY INCCOM65339F101104506SH DFND150600
NEXTGEN HEALTHCARE INCCOM65343C10228514,316SH DFND114,31600
NIELSEN HOLDINGS PLCCOMG6518L1081,27756,500SH OTR1,3056,5000
NIELSEN HOLDINGS PLCCOMG6518L108301,335SH OTR1,401,3350
NIELSEN HOLDINGS PLCCOMG6518L10819857SH DFND185700
NIKE INC CL B STOCKCOM6541061031,82221,700SH OTR1,3021,7000
NIO INC ADRADR62914V106824323,229SH OTR1,20323,2290
NMAIDEN HOLDINGS LTDCOMG5753U112143224,000SH OTR1,20224,0000
NOBLE ENERGY INCCOM65504410526411,800SH OTR1,4011,8000
NOBLE ENERGY INCCOM65504410545220,200SH OTR1,3020,2000
NOBLE ENERGY INCCOM6550441051104,909SH OTR1,204,9090
NORDIC AMERICAN TANKERS LTDCOMG657731062510,755SH OTR1,2010,7550
NORDSON CORPCOM6556631022121,497SH OTR1,201,4970
NORFOLK SOUTHERN CORPCOM6558441089814,923SH OTR1,204,9230
NORFOLK SOUTHERN CORPCOM6558441083571,790SH DFND11,79000
NORTHERN TRUST CORPCOM66585910455613SH DFND161300
NORTHERN TRUST CORPCOM6658591041,35415,044SH OTR1,2015,0440
NORTHWEST NATURAL GAS COCOM66765N10534494SH OTR1,404940
NORTHWEST NATURAL GAS COCOM66765N1052423,483SH DFND13,48300
NORWEGIAN CRUISE LINE HOLDINCOMG6672110478314,603SH OTR1,2014,6030
NORWEGIAN CRUISE LINE HOLDINCOMG6672110432600SH OTR1,306000
NORWEGIAN CRUISE LINE HOLDINCOMG667211041162,168SH DFND12,16800
NOVARTIS AG ADRADR66987V1092012,206SH OTR1,402,2060
NOW INC DE WICOM67011P10018412,497SH DFND112,49700
NOW INC DE WICOM67011P100352,385SH OTR1,202,3850
NRG ENERGY INCCOM629377508521,471SH DFND11,47100
NRG ENERGY INCCOM6293775089,159260,794SH OTR1,20260,7940
NRG ENERGY INCCOM6293775081073,052SH OTR1,403,0520
NU SKIN ENTERPRISES INC ACOM67018T10561712,500SH OTR1,4012,5000
NUANCE COMM INCCOM67020Y1001227,633SH DFND17,63300
NUANCE COMM INCCOM67020Y10040925,635SH OTR1,2025,6350
NUCOR CORPCOM67034610574913,600SHCallDFND1000
NUCOR CORPCOM6703461051,65330,000SHPutDFND1000
NUCOR CORPCOM6703461053295,979SH DFND15,97900
NUTRIEN LTDCOM67077M1081162,178SH DFND12,17800
NUTRIEN LTDCOM67077M1084017,500SH OTR1,307,5000
NUVECTRA CORPCOM67075N10826177,800SH OTR1,2077,8000
NVENT ELECTRIC PLCCOMG6700G1071676,742SH OTR1,406,7420
NVENT ELECTRIC PLCCOMG6700G10713539SH DFND153900
NVENT ELECTRIC PLCCOMG6700G1073,752151,370SH OTR1,20151,3700
NVENT ELECTRIC PLCCOMG6700G1072339,400SH OTR1,309,4000
NVIDIA CORPCOM67066G104141857SH DFND185700
NVIDIA CORPCOM67066G1042,56215,600SHCallDFND1000
NVIDIA CORPCOM67066G1042,21713,500SHPutDFND1000
NVIDIA CORPCOM67066G1046083,700SH OTR1,303,7000
NVR INCCOM62944T105489145SH OTR1,201450
NXP SEMICONDUCTORS NVCOMN6596X10949,507507,187SH OTR1,20507,1870
NXP SEMICONDUCTORS NVCOMN6596X1091,95220,000SH OTR1,3020,0000
NXP SEMICONDUCTORS NVCOMN6596X1094925,043SH DFND15,04300
OCCIDENTAL PETRO USDCOM67459910550310,000SH OTR1010,0000
OCCIDENTAL PETRO USDCOM6745991051763,500SH OTR1,303,5000
OCCIDENTAL PETRO USDCOM67459910552810,493SH DFND110,49300
OCEANEERING INTL INCCOM6752321021678,200SH OTR1,308,2000
OCEANEERING INTL INCCOM67523210220710,148SH OTR1,2010,1480
OFFICE DEPOT INCCOM676220106295143,286SH OTR1,20143,2860
OKTA INCCOM6792951053713,000SH OTR1,303,0000
OLD DOMINION FREIGHT LINECOM6795801001701,141SH OTR1,201,1410
OLD DOMINION FREIGHT LINECOM6795801008845,922SH OTR1,405,9220
OLD NATL BANCORP INCOM68003310711674SH OTR1,406740
OLD NATL BANCORP INCOM6800331071579,470SH DFND19,47000
OLD REPUBLIC INTL CORPCOM6802231041888,400SH OTR1,408,4000
OLD REPUBLIC INTL CORPCOM68022310401SH OTR1,2010
OLD REPUBLIC INTL CORPCOM680223104341,538SH DFND11,53800
OLIN CORPCOM680665205944,300SH OTR1,404,3000
OLIN CORPCOM680665205371,700SH OTR1,301,7000
OLIN CORPCOM68066520527112,359SH DFND112,35900
OLLIES BARGAIN OUTLET HOLDICOM6811161091491,705SH DFND11,70500
OLLIES BARGAIN OUTLET HOLDICOM6811161099,705111,415SH OTR1,20111,4150
OLLIES BARGAIN OUTLET HOLDICOM6811161096917,927SH OTR1,307,9270
OMEGA FLEX INCCOM6820951042002,605SH OTR1,202,6050
OMEROS CORPCOM682143102885,635SH OTR1,205,6350
OMEROS CORPCOM682143102925,859SH DFND15,85900
ON DECK CAPITAL INCCOM6821631004611,183SH OTR1,4011,1830
ON SEMICONDUCTOR 1 1DEC20SDBCV682189AK16,1365,000,000PRN DFND15,000,00000
ON SEMICONDUCTOR 1.625 15OCT23SDBCV682189AP011,5979,500,000PRN DFND19,500,00000
ON SEMICONDUCTOR CORPCOM68218910590044,554SH OTR1,2044,5540
ON SEMICONDUCTOR CORPCOM68218910532716,188SH DFND116,18800
ONE GAS INCCOM68235P10856618SH OTR1,406180
ONE GAS INCCOM68235P10847515SH DFND151500
ONE GAS INCCOM68235P1082412,664SH OTR1,202,6640
ONEMAIN HOLDINGS INCCOM68268W10352615,569SH OTR1,4015,5690
ONEMAIN HOLDINGS INCCOM68268W10389426,440SH OTR1,2026,4400
OPEN TEXT CORPCOM6837151063,38982,259SH OTR1,2082,2590
OPEN TEXT CORPCOM6837151061,33832,465SH DFND132,46500
ORACLE CORPCOM68389X1052,84950,000SHPutDFND1000
ORACLE CORPCOM68389X1054998,755SH OTR1,408,7550
ORACLE CORPCOM68389X10580,6881,416,319SH OTR1,201,416,3190
ORACLE CORPCOM68389X1051,66429,198SH DFND129,19800
ORASURE TECHNOLOGIES INCCOM68554V1082260SH OTR1,402600
ORASURE TECHNOLOGIES INCCOM68554V10822424,173SH DFND124,17300
ORBCOMM INCCOM68555P10024133,174SH DFND133,17400
OREILLY AUTOMOTIVE INCCOM67103H10737100SH OTR1,401000
OREILLY AUTOMOTIVE INCCOM67103H107185500SH OTR1,305000
OREILLY AUTOMOTIVE INCCOM67103H1075171,400SHCallDFND1000
OREILLY AUTOMOTIVE INCCOM67103H1077822,117SH OTR1,202,1170
ORGANOVO HOLDINGS INCCOM68620A104283540,400SH OTR1,20540,4000
ORION GROUP HOLDINGS INCCOM68628V308534199,411SH OTR1,20199,4110
ORMAT TECHNOLOGIES INCCOM6866881022634,152SH DFND14,15200
ORTHOFIX MEDICAL INCCOM68752M1082444,618SH DFND14,61800
OSHKOSH CORPCOM6882392018100SH OTR1,301000
OSHKOSH CORPCOM68823920185110,189SH OTR1,4010,1890
OSHKOSH CORPCOM6882392013674,400SH OTR1,204,4000
OSHKOSH CORPCOM6882392013113,722SH DFND13,72200
OVID THERAPEUTICS INCCOM69046910110959,100SH OTR1,2059,1000
OWENS CORNING INCCOM6907421015078,714SH OTR1,408,7140
OXFORD IMMUNOTEC GLOBAL PLCCOMG6855A1031,749127,118SH OTR1,20127,1180
OXFORD INDUSTRIES INCCOM6914973093144,136SH DFND14,13600
PACCAR INCCOM6937181081,33218,585SH DFND118,58500
PACIFIC BIOSCIENCES OF CALIFCOM69404D10801SH DFND1100
PACIFIC BIOSCIENCES OF CALIFCOM69404D108804132,928SH OTR1,20132,9280
PACKAGING CORP OF AMERICACOM6951561095105,355SH OTR1,405,3550
PACKAGING CORP OF AMERICACOM695156109659SH DFND15900
PACWEST BANCORPCOM69526310324614SH DFND161400
PACWEST BANCORPCOM6952631031,57040,443SH OTR1,2040,4430
PALO ALTO NETWORKS INCCOM697435105169831SH OTR1,408310
PALO ALTO NETWORKS INCCOM697435105116567SH OTR1,205670
PALO ALTO NETWORKS INCCOM697435105104512SH DFND151200
PALO ALTO NETWORKS INCCOM6974351053461,700SHPutDFND1000
PALO ALTO NETWORKS INCCOM6974351052451,200SH OTR1,301,2000
PAN AMERICAN SILVER CORPCOM69790010824919,291SH OTR1,2019,2910
PAR PACIFIC HOLDINGS INCCOM69888T2074204SH OTR1,402040
PAR PACIFIC HOLDINGS INCCOM69888T2072049,930SH DFND19,93000
PARAMOUNT GROUP INCCOM69924R1081,14581,737SH OTR1,2081,7370
PARK CITY GROUP INCCOM70021530430657,086SH OTR1,2057,0860
PARK HOTELS and RESORTS INC WICOM7005171051,19743,437SH OTR1,2043,4370
PARKER HANNIFIN CORPCOM7010941049855,794SH OTR1,205,7940
PARKER HANNIFIN CORPCOM7010941041,93811,400SH OTR1,3011,4000
PARKER HANNIFIN CORPCOM7010941044,14824,400SHCallDFND1000
PARKER HANNIFIN CORPCOM7010941043,48520,500SHPutDFND1000
PARKER HANNIFIN CORPCOM701094104102600SH OTR1,406000
PARSLEY ENERGY INC CLASS ACOM7018771022,457129,223SH DFND1129,22300
PATTERSON COS INCCOM70339510388538,628SH DFND138,62800
PATTERSON UTI ENERGY INCCOM70348110182871,942SH OTR1,2071,9420
PATTERSON UTI ENERGY INCCOM703481101474,100SH OTR1,304,1000
PAYCHEX INCCOM7043261074,62756,226SH DFND156,22600
PAYCHEX INCCOM70432610792211,200SHCallDFND1000
PAYCHEX INCCOM7043261074535,500SHPutDFND1000
PAYCHEX INCCOM7043261071,96723,900SH OTR1,3023,9000
PAYCOM SOFTWARE INCCOM70432V10223100SH OTR1,301000
PAYCOM SOFTWARE INCCOM70432V1025992,641SH OTR1,202,6410
PAYCOM SOFTWARE INCCOM70432V1023371,487SH DFND11,48700
PAYLOCITY HOLDING CORPCOM70438V1066,26766,801SH OTR1,2066,8010
PAYLOCITY HOLDING CORPCOM70438V10644464SH DFND146400
PAYPAL HOLDINGS INCCOM70450Y1031,95717,100SH OTR1,3017,1000
PBF ENERGY INCCOM69318G1061,38344,200SH OTR1,3044,2000
PDC ENERGY INCCOM69327R1011,15632,046SH DFND132,04600
PDC ENERGY INCCOM69327R101255SH OTR1,40550
PDL BIOPHARMA INCCOM69329Y104632201,247SH OTR1,20201,2470
PEABODY ENERGY CORPCOM70455110070429,220SH OTR1,2029,2200
PEABODY ENERGY CORPCOM70455110051821,500SH OTR1,3021,5000
PEABODY ENERGY CORPCOM704551100281,179SH OTR1,401,1790
PENNEY JC COCOM708160106170149,366SH OTR1,20149,3660
PENNEY JC COCOM708160106342300,000SH DFND1300,00000
PENNYMAC FINANCIAL SERVICES INCOM70932M1071,73178,054SH OTR1,2078,0540
PENNYMAC FINANCIAL SERVICES INCOM70932M10711504SH OTR1,405040
PENTAIR PLCCOMG7S00T1041273,418SH OTR1,403,4180
PENTAIR PLCCOMG7S00T1041343,600SH OTR1,303,6000
PENTAIR PLCCOMG7S00T1045140SH DFND114000
PENUMBRA INCCOM70975L1073522,200SH OTR1,302,2000
PEPSICO INCCOM7134481083,37225,713SH OTR1,2025,7130
PEPSICO INCCOM7134481086765,154SH DFND15,15400
PERFORMANT FINANCIAL CORPCOM71377E1053634,295SH OTR1,2034,2950
PERKINELMER INCCOM7140461098679,000SH OTR1,309,0000
PERKINELMER INCCOM71404610912123SH OTR1,401230
PERRIGO CO PLCCOMG978221032194,593SH DFND14,59300
PERSPECTA INC WHEN ISSUEDCOM7153471001,54766,100SH OTR1,3066,1000
PERSPECTA INC WHEN ISSUEDCOM7153471001857,900SH OTR1,207,9000
PERSPECTA INC WHEN ISSUEDCOM71534710010434SH DFND143400
PETROLEO BRASILEIRO SA ADRADR71654V10126718,768SH OTR1,2018,7680
PETROLEO BRASILEIRO SA ADRADR71654V408483,111SH OTR1,403,1110
PETROLEO BRASILEIRO SA ADRADR71654V4081097,007SH OTR1,207,0070
PETROLEO BRASILEIRO SA ADRADR71654V10111800SH OTR1,408000
PFIZER INCCOM7170811032154,971SH OTR1,404,9710
PFIZER INCCOM71708110326,038601,067SH OTR1,20601,0670
PFIZER INCCOM7170811031964,535SH DFND14,53500
PFSWEB INCCOM71709820627768,400SH OTR1,2068,4000
PHILIP MORRIS INTERNATIONALCOM7181721093894,949SH DFND14,94900
PHILIP MORRIS INTERNATIONALCOM7181721093534,500SHCallDFND1000
PHILIP MORRIS INTERNATIONALCOM7181721095507,000SHPutDFND1000
PHILIP MORRIS INTERNATIONALCOM71817210955700SH OTR1,307000
PHILLIPS 66 WICOM7185461044685,000SHPutDFND1000
PHILLIPS 66 WICOM71854610494210,075SH OTR1,4010,0750
PHILLIPS 66 WICOM7185461048198,747SH DFND18,74700
PIER 1 IMPORTS INC DELCOM72027950413618,100SH OTR1,2018,1000
PIERIS PHARMACEUTICALS INCCOM7207951039219,500SH OTR1,2019,5000
PILGRIMS PRIDE CORPCOM72147K10847618,748SH OTR1,2018,7480
PIMCO 0 to 5 YEAR H Y CORP BONDCOM72201R7832362,354SH DFND12,35400
PIMCO CORPORATE and INCOME OPPORCOM72201B10143323,888SH OTR1,2023,8880
PINNACLE FINANCIAL PARTNERSCOM72346Q10484314,666SH OTR1,2014,6660
PINNACLE WEST CAPITALCOM7234841011,28913,700SH OTR1,3013,7000
PINNACLE WEST CAPITALCOM7234841012,24623,874SH DFND123,87400
PIONEER ENERGY SERVICES CORPCOM72366410886339,590SH OTR1,20339,5900
PIONEER NATURAL RESOURCES COCOM7237871072001,300SH OTR1,301,3000
PIONEER NATURAL RESOURCES COCOM7237871071571,018SH DFND11,01800
PIPER JAFFRAY COSCOM7240781004906,600SH OTR1,206,6000
PITNEY BOWES INCCOM72447910022151,676SH OTR1,2051,6760
PIVOTAL SOFTWARE INC CL ACOM72582H10729527,900SH OTR1,3027,9000
PIVOTAL SOFTWARE INC CL ACOM72582H107252,377SH DFND12,37700
PLAINS GP HOLDINGS LP CL ACOM72651A20742817,141SH OTR1,2017,1410
PLANET FITNESS INC CL ACOM72703H1011,08715,000SHPutDFND1000
PLANET FITNESS INC CL ACOM72703H1015117,059SH DFND17,05900
PLANET FITNESS INC CL ACOM72703H10117,756245,109SH OTR1,20245,1090
PLANET FITNESS INC CL ACOM72703H1011,99927,600SH OTR1,3027,6000
PLANET FITNESS INC CL ACOM72703H1018109SH OTR1,401090
PLEXUS CORPCOM7291321005729,800SH OTR1,209,8000
PLEXUS CORPCOM729132100695SH OTR1,40950
PNC FINANCIAL SERVICES GROUPCOM6934751053,09622,549SH OTR1,2022,5490
PNC FINANCIAL SERVICES GROUPCOM6934751052701,969SH DFND11,96900
PNC FINANCIAL SERVICES GROUPCOM6934751051,44110,500SHCallDFND1000
PNC FINANCIAL SERVICES GROUPCOM6934751051,86713,600SHPutDFND1000
PNM RESOURCES INCCOM69349H1073416,700SH OTR1,406,7000
PNM RESOURCES INCCOM69349H10794418,539SH OTR1,2018,5390
PNM RESOURCES INCCOM69349H1072124,167SH DFND14,16700
POLARIS INDUSTRIES INCCOM7310681027187,872SH OTR1,207,8720
POLARIS INDUSTRIES INCCOM7310681028309,100SH OTR1,309,1000
POLARIS INDUSTRIES INCCOM7310681021942,129SH OTR1,402,1290
POLARIS INDUSTRIES INCCOM73106810213140SH DFND114000
POOL CORPCOM73278L1057684,023SH OTR1,204,0230
POPULAR INCCOM7331747001,97336,368SH OTR1,2036,3680
POPULAR INCCOM733174700741,363SH DFND11,36300
PORTLAND GENERAL ELECTRIC COCOM7365088473276,036SH OTR1,406,0360
PORTLAND GENERAL ELECTRIC COCOM7365088471,65930,631SH OTR1,2030,6310
PORTLAND GENERAL ELECTRIC COCOM7365088473636,700SH OTR1,306,7000
PORTLAND GENERAL ELECTRIC COCOM736508847246SH DFND14600
POSCO ADRADR69348310980215,118SH OTR1,2015,1180
POSCO ADRADR69348310910196SH OTR1,401960
PPG INDUSTRIES INCCOM6935061078997,700SH OTR1,207,7000
PRA GROUP INCCOM69354N1065185SH OTR1,401850
PRA GROUP INCCOM69354N1061404,978SH OTR1,204,9780
PRA GROUP INCCOM69354N106692,445SH DFND12,44500
PRA HEALTH SCIENCES INCCOM69354M1082222,241SH OTR1,202,2410
PRA HEALTH SCIENCES INCCOM69354M1081,22012,300SH OTR1,3012,3000
PREMIER INC CLASS ACOM74051N1022275,800SH OTR1,205,8000
PRICESMART INCCOM74151110963912,500SH OTR1,2012,5000
PRICESMART INCCOM74151110915300SH OTR1,403000
PRICESMART INCCOM741511109230SH DFND13000
PRIMERICA INCCOM74164M1085524,601SH OTR1,404,6010
PRIMERICA INCCOM74164M10813,834115,329SH OTR1,20115,3290
PRIMERICA INCCOM74164M1083122,600SH OTR1,302,6000
PRIMORIS SERVICES CORPCOM74164F10326012,434SH DFND112,43400
PRIMORIS SERVICES CORPCOM74164F1033151SH OTR1,401510
PROCTER and GAMBLECOM7427181091,95217,800SH OTR1,3017,8000
PROFIRE ENERGY INCCOM74316X101175116,106SH OTR1,20116,1060
PROGRESS SOFTWARE CORPCOM7433121002305,262SH OTR1,205,2620
PROGRESSIVE CORP OHIOCOM7433151033,12339,077SH OTR1,2039,0770
PROGRESSIVE CORP OHIOCOM7433151031,98224,800SH OTR1,3024,8000
PROGRESSIVE CORP OHIOCOM7433151031,63120,400SHCallDFND1000
PROGRESSIVE CORP OHIOCOM7433151031602,000SH OTR1,402,0000
PROGRESSIVE CORP OHIOCOM7433151031451,820SH DFND11,82000
PROPETRO HOLDING CORPCOM74347M10831715,306SH DFND115,30600
PROSPERITY BANCSHARES INCCOM7436061054266,454SH OTR1,406,4540
PROTEOSTASIS THERAPEUTICS INCOM74373B109150153,900SH OTR1,20153,9000
PRUDENTIAL FINANCIAL INCCOM7443201022,80127,728SH OTR1,2027,7280
PRUDENTIAL FINANCIAL INCCOM7443201022572,543SH DFND12,54300
PTC INCCOM69370C1005,10456,858SH OTR1,2056,8580
PUBLIC SERVICE ENTERPRISE GPCOM74457310665111,071SH DFND111,07100
PUBLIC STORAGECOM74460D1094471,878SH OTR1,201,8780
PULTEGROUP INCCOM7458671012447,727SH OTR1,207,7270
PULTEGROUP INCCOM7458671011264,000SH OTR1,404,0000
PULTEGROUP INCCOM745867101822,585SH DFND12,58500
PURE STORAGE INC CLASS ACOM74624M10238825,400SH OTR1,3025,4000
PUTNAM PREMIER INCOME TRUSTCOM7468531005911,557SH OTR1,2011,5570
PVH CORPCOM6936561002362,492SH DFND12,49200
Q2 HOLDINGS INCCOM74736L10997012,700SH DFND112,70000
Q2 HOLDINGS INCCOM74736L10958760SH OTR1,407600
QEP RESOURCES INCCOM74733V10021930,276SH DFND130,27600
QORVO INCCOM74736K1012,03630,572SH OTR1,2030,5720
QUAD GRAPHICS INCCOM74730110916921,406SH DFND121,40600
QUALCOMM INCCOM7475251031,65121,700SHCallDFND1000
QUALCOMM INCCOM7475251032,17628,600SHPutDFND1000
QUALCOMM INCCOM7475251032072,723SH DFND12,72300
QUALYS INCCOM74758T3033203,673SH OTR1,203,6730
QUALYS INCCOM74758T30365742SH DFND174200
QUANTA SERVICES INCCOM74762E10250113,120SH OTR1,4013,1200
QUANTA SERVICES INCCOM74762E10289223,365SH OTR1,2023,3650
QUANTA SERVICES INCCOM74762E10276820,100SH OTR1,3020,1000
QUANTA SERVICES INCCOM74762E1021313,442SH DFND13,44200
QUINTANA ENERGY SERVICES INCCOM74875T1034427,600SH OTR1,2027,6000
QUORUM HEALTH CORP WICOM74909E106187134,500SH OTR1,20134,5000
QUOTIENT LTDCOMG7326810715616,666SH OTR1,2016,6660
RADIAN GROUP INCCOM75023610193941,100SH OTR1,2041,1000
RADNET INCCOM75049110221315,469SH DFND115,46900
RADNET INCCOM7504911024300SH OTR1,403000
RADNET INCCOM750491102161,191SH OTR1,201,1910
RADWARE LTDCOMM81873107642,583SH OTR1,202,5830
RADWARE LTDCOMM818731072058,290SH DFND18,29000
RALPH LAUREN CORPCOM7512121016235,485SH OTR1,205,4850
RALPH LAUREN CORPCOM7512121012171,907SH DFND11,90700
RANGE RESOURCES CORPCOM75281A1095,637807,650SH DFND1807,65000
RANGE RESOURCES CORPCOM75281A109486,900SH OTR1,206,9000
RAYMOND JAMES FINANCIAL INCCOM7547301093554,200SH OTR1,304,2000
RAYMOND JAMES FINANCIAL INCCOM7547301092222,630SH DFND12,63000
RAYONIER ADVANCED MATERIALSCOM75508B10431248,092SH OTR1,2048,0920
RAYONIER INCCOM7549071032899,552SH OTR1,409,5520
RAYONIER INCCOM7549071031,22940,563SH OTR1,2040,5630
RAYTHEON COMPANYCOM7551115075,32530,624SH OTR1,2030,6240
RAYTHEON COMPANYCOM7551115071,94711,200SH OTR1,3011,2000
RE MAX HOLDINGS INC CL ACOM75524W108662,156SH OTR1,402,1560
RE MAX HOLDINGS INC CL ACOM75524W1081916,223SH DFND16,22300
RECRO PHARMA INCCOM75629F10910610,462SH OTR1,2010,4620
RECRO PHARMA INCCOM75629F1093275SH OTR1,402750
RED HAT INCCOM7565771023,60219,184SH OTR1,2019,1840
RED HAT INCCOM7565771023181,691SH DFND11,69100
REGAL BELOITCOM7587501034004,895SH OTR1,404,8950
REGAL BELOITCOM7587501035226,393SH OTR1,206,3930
REGAL BELOITCOM7587501033213,932SH DFND13,93200
REGENERON PHARMACEUTIACALCOM75886F1072,5358,100SHCallDFND1000
REGENERON PHARMACEUTIACALCOM75886F1072,5358,100SHPutDFND1000
REGIONS FINANCIAL CORPCOM7591EP10017411,673SH OTR1,4011,6730
REGIONS FINANCIAL CORPCOM7591EP10097665,302SH OTR1,2065,3020
REGIONS FINANCIAL CORPCOM7591EP100875,800SH OTR1,305,8000
REGIONS FINANCIAL CORPCOM7591EP100473,151SH DFND13,15100
REGIS CORPCOM75893210734220,600SH OTR1,2020,6000
REGIS CORPCOM75893210719211,557SH DFND111,55700
REINSURANCE GROUP OF AMERI ACOM7593516046003,843SH OTR1,403,8430
REINSURANCE GROUP OF AMERI ACOM7593516042961,900SH OTR1,201,9000
RELIANCE STEEL and ALUMINUMCOM7595091022232,357SH OTR1,402,3570
RELIANCE STEEL and ALUMINUMCOM7595091023573,768SH OTR1,203,7680
RELIANCE STEEL and ALUMINUMCOM75950910213140SH DFND114000
REMARK MEDIA INCCOM75955K102112131,240SH OTR1,20131,2400
RENT A CENTER INCCOM76009N10030711,524SH DFND111,52400
REPUBLIC SERVICES INCCOM7607591001,34815,564SH OTR1,2015,5640
REPUBLIC SERVICES INCCOM7607591001391,600SH OTR1,301,6000
RESIDEO TECHNOLOGIES INC WICOM76118Y1041,11150,700SH OTR1,2050,7000
RESIDEO TECHNOLOGIES INC WICOM76118Y10445220,600SH OTR1,3020,6000
RESIDEO TECHNOLOGIES INC WICOM76118Y1041315,985SH DFND15,98500
REVLON INC CL ACOM76152560927414,200SH OTR1,2014,2000
REVLON INC CL ACOM7615256091367,055SH DFND17,05500
REX AMERICAN RESOURCES CORPCOM7616241052673,660SH DFND13,66000
REXNORD CORPCOM76169B1022257,438SH DFND17,43800
REXNORD CORPCOM76169B1027233SH OTR1,402330
RHCOM74967X1031,60713,900SH OTR1,2013,9000
RHCOM74967X1036135,300SH OTR1,305,3000
RHCOM74967X10345387SH DFND138700
RINGCENTRAL INC 0 15MAR23SDBCV76680RAD911,2707,500,000PRN DFND17,500,00000
RINGCENTRAL INC CLASS ACOM76680R2067246,298SH OTR1,206,2980
RITCHIE BROS AUCTIONEERSCOM7677441052367,115SH DFND17,11500
RITCHIE BROS AUCTIONEERSCOM767744105381,151SH OTR1,401,1510
RITE AID CORPCOM76775487225031,249SH OTR1,2031,2490
RLJ LODGING TRUSTCOM74965L10127515,500SH OTR1,2015,5000
RLJ LODGING TRUSTCOM74965L1019500SH OTR1,405000
ROBERT HALF INTL INCCOM7703231034327,570SH OTR1,407,5700
ROBERT HALF INTL INCCOM7703231035539,700SH OTR1,309,7000
ROBERT HALF INTL INCCOM77032310319338SH DFND133800
ROCKWELL INTL CORPCOM7739031095903,600SHCallDFND1000
ROCKWELL INTL CORPCOM7739031091,1186,827SH OTR1,206,8270
ROCKWELL INTL CORPCOM773903109123750SH DFND175000
ROKU INCCOM77543R1022362,600SH OTR1,302,6000
ROLLINS INCCOM77571110465118,137SH OTR1,2018,1370
ROLLINS INCCOM77571110460616,881SH DFND116,88100
ROLLINS INCCOM775711104571,576SH OTR1,401,5760
ROPER TECHNOLOGIES INCCOM7766961067311,995SH OTR1,401,9950
ROPER TECHNOLOGIES INCCOM77669610631,64586,400SH OTR1,2086,4000
ROPER TECHNOLOGIES INCCOM7766961069342,550SH OTR1,302,5500
ROSS STORES INCCOM77829610310,256103,470SH OTR1,20103,4700
ROSS STORES INCCOM7782961031621,636SH OTR1,401,6360
ROSS STORES INCCOM77829610320200SH OTR1,302000
ROSS STORES INCCOM77829610346465SH DFND146500
ROYAL BANK OF CANADACOM7800871023724,689SH OTR1,404,6890
ROYAL BANK OF CANADACOM7800871027889,922SH DFND19,92200
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032982,456SH OTR1,402,4560
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1034323,568SH DFND13,56800
RPM INC INTERNATIONAL INCCOM7496851031,77929,117SH OTR1,2029,1170
RPM INC INTERNATIONAL INCCOM7496851038123SH DFND112300
RPT REALTYCOM74971D10122218,300SH OTR1,2018,3000
RPT REALTYCOM74971D1016455SH OTR1,404550
RR DONNELLEY and SONS COCOM2578672002110,684SH OTR1,4010,6840
RR DONNELLEY and SONS COCOM25786720014674,100SH OTR1,2074,1000
RUSH ENTERPRISES INC CL ACOM78184620961716,885SH OTR1,2016,8850
RUSH ENTERPRISES INC CL ACOM781846209401,100SH OTR1,401,1000
RUSH ENTERPRISES INC CL ACOM78184620920538SH DFND153800
S and T BANCORP INCCOM78385910159115,759SH OTR1,2015,7590
S and P GLOBAL INCCOM78409V1041,8778,238SH OTR1,408,2380
S and P GLOBAL INCCOM78409V1042,33310,242SH OTR1,2010,2420
S and P GLOBAL INCCOM78409V1041,9488,550SH OTR1,308,5500
SALESFORCE COM INCCOM79466L3022861,884SH DFND11,88400
SANDERSON FARMS INCCOM8000131042471,807SH DFND11,80700
SANDERSON FARMS INCCOM800013104109800SH OTR1,308000
SANMINA CORPCOM80105610240213,271SH OTR1,2013,2710
SANMINA CORPCOM8010561022608,591SH DFND18,59100
SANTANDER CONSUMER USA HOLDICOM80283M10152121,754SH OTR1,2021,7540
SAP AG ADRADR8030542043,62126,471SH OTR1,2026,4710
SAREPTA THERAPEUTICS INCCOM8036071003122,054SH OTR1,402,0540
SCHLUMBERGER LTDCOM8068571081,07727,100SHCallDFND1000
SCHLUMBERGER LTDCOM8068571081,49437,600SHPutDFND1000
SCHNEIDER NATIONAL INC CL BCOM80689H10218710,231SH OTR1,2010,2310
SCHNEIDER NATIONAL INC CL BCOM80689H10224413,364SH DFND113,36400
SCHNEIDER NATIONAL INC CL BCOM80689H102995,418SH OTR1,405,4180
SCHOLASTIC CORPCOM80706610540612,200SH OTR1,2012,2000
SCHWAB CHARLES CORPCOM8085131051,64040,800SHCallDFND1000
SCHWAB CHARLES CORPCOM80851310542210,500SHPutDFND1000
SCHWAB CHARLES CORPCOM80851310552913,168SH OTR1,4013,1680
SCHWAB CHARLES CORPCOM8085131051,94948,500SH OTR1,3048,5000
SCHWAB CHARLES CORPCOM8085131053618,971SH DFND18,97100
SCIENCE APPLICATIONS INTE WICOM8086251077628,800SH OTR1,308,8000
SCIENCE APPLICATIONS INTE WICOM8086251071101,272SH OTR1,401,2720
SCIENCE APPLICATIONS INTE WICOM808625107560SH DFND16000
SCIENTIFIC GAMES CORP ACOM80874P10930515,400SH OTR1,3015,4000
SCIENTIFIC GAMES CORP ACOM80874P109733,701SH DFND13,70100
SCORPIO TANKERS INCCOMY7542C13062721,254SH OTR1,2021,2540
SCORPIO TANKERS INCCOMY7542C1302939,924SH DFND19,92400
SCOTTS MIRACLE-GRO CO CL ACOM81018610639394SH DFND139400
SCOTTS MIRACLE-GRO CO CL ACOM8101861061,17511,924SH OTR1,2011,9240
SCOTTS MIRACLE-GRO CO CL ACOM8101861064044,100SH OTR1,304,1000
SCPHARMACEUTICALS INCCOM8106481059630,000SH OTR1,2030,0000
SEACOR HOLDINGS INCCOM8119041012575,419SH DFND15,41900
SEAGATE TECHNOLOGYCOMG7945M1071,14824,360SH OTR1,2024,3600
SEAGATE TECHNOLOGYCOMG7945M107521,100SH OTR1,301,1000
SEAGATE TECHNOLOGYCOMG7945M10713275SH DFND127500
SEALED AIR CORP NEWCOM81211K1003558,301SH OTR1,408,3010
SEALED AIR CORP NEWCOM81211K1002235,205SH OTR1,205,2050
SEALED AIR CORP NEWCOM81211K10017400SH OTR1,304000
SEALED AIR CORP NEWCOM81211K10019434SH DFND143400
SEATTLE GENETICS INC WACOM8125781023214,637SH DFND14,63700
SEATTLE GENETICS INC WACOM812578102687SH OTR1,40870
SEATTLE GENETICS INC WACOM8125781021041,500SH OTR1,301,5000
SEI INVESTMENTS COMPANYCOM7841171032,07837,048SH OTR1,2037,0480
SEI INVESTMENTS COMPANYCOM78411710311192SH OTR1,401920
SELECTA BIOSCIENCES INCCOM816212104275153,900SH OTR1,20153,9000
SENSATA TECHNOLOGIES HOLDINGCOMG8060N10288217,990SH OTR1,4017,9900
SENSATA TECHNOLOGIES HOLDINGCOMG8060N102731,480SH OTR1,201,4800
SENSATA TECHNOLOGIES HOLDINGCOMG8060N102982,000SH OTR1,302,0000
SENSATA TECHNOLOGIES HOLDINGCOMG8060N102501,023SH DFND11,02300
SENSIENT TECHNOLOGIES CORPCOM81725T1003094,200SH OTR1,304,2000
SENSIENT TECHNOLOGIES CORPCOM81725T100343SH DFND14300
SERVICE CORP INTERNATIONALCOM81756510447010,048SH OTR1,4010,0480
SERVICE CORP INTERNATIONALCOM8175651049200SH OTR1,302000
SERVICEMASTER GLOBAL HOLDINGCOM81761R10957711,070SH OTR1,4011,0700
SERVICEMASTER GLOBAL HOLDINGCOM81761R1091,02719,708SH OTR1,2019,7080
SERVICEMASTER GLOBAL HOLDINGCOM81761R1092554,900SH OTR1,304,9000
SERVICEMASTER GLOBAL HOLDINGCOM81761R10913258SH DFND125800
SERVICENOW INCCOM81762P1028743,183SH OTR1,403,1830
SERVICENOW INCCOM81762P1024,04114,716SH OTR1,2014,7160
SERVICENOW INCCOM81762P1021,9367,050SH OTR1,307,0500
SERVICENOW INCCOM81762P102109397SH DFND139700
SERVICESOURCE INTERNATIONALCOM81763U100336353,330SH OTR1,20353,3300
SHAW COMMUNICATIONS INCCOM82028K2001,36166,767SH DFND166,76700
SHENANDOAH TELECOMMUN COCOM82312B1062777,195SH OTR1,207,1950
SHENANDOAH TELECOMMUN COCOM82312B10611297SH OTR1,402970
SHERWIN WILLIAMSCOM824348106320698SH OTR1,406980
SHERWIN WILLIAMSCOM824348106141308SH OTR1,203080
SHERWIN WILLIAMSCOM82434810669150SH OTR1,301500
SHILOH INDUSTRIES INCCOM82454310232466,600SH OTR1,2066,6000
SHIP FINANCE INTL LTDCOMG8107510625420,328SH DFND120,32800
SHOPIFY INCCOM82509L107229764SH OTR1,207640
SIENNA BIOPHARMACEUTICALS INCOM82622H1086068,678SH OTR1,2068,6780
SIGNET JEWELERS LTDCOMG8127610024913,900SH OTR1,3013,9000
SIGNET JEWELERS LTDCOMG8127610031017,325SH DFND117,32500
SILVER RUN ACQUISITION CW22RT02133L1171209,900SH DFND1209,90000
SIMON PROPERTY GROUP INCCOM8288061094,69729,400SHCallDFND1000
SIMON PROPERTY GROUP INCCOM8288061096,66241,700SHPutDFND1000
SIMON PROPERTY GROUP INCCOM8288061093,71223,234SH OTR1,2023,2340
SIMON PROPERTY GROUP INCCOM8288061091,0956,856SH DFND16,85600
SINCLAIR BROADCAST GROUP ACOM82922610911,240209,584SH OTR1,20209,5840
SINCLAIR BROADCAST GROUP ACOM8292261095100SH OTR1,301000
SIRIUS XM HOLDINGS INCCOM82968B1032,286409,732SH OTR1,20409,7320
SIRIUS XM HOLDINGS INCCOM82968B10313423,927SH DFND123,92700
SITE CENTERS CORPCOM82981J10992770,015SH OTR1,2070,0150
SITEONE LANDSCAPE SUPPLY INCCOM82982L1032493,600SH OTR1,303,6000
SIX FLAGS ENTERTAINMENT CORPCOM83001A1021,54531,100SH OTR1,3031,1000
SIX FLAGS ENTERTAINMENT CORPCOM83001A1021292,600SH OTR1,402,6000
SIX FLAGS ENTERTAINMENT CORPCOM83001A10222439SH DFND143900
SKYWEST INCCOM83087910275312,415SH OTR1,2012,4150
SKYWORKS SOLUTIONS INCCOM83088M1023945,100SH OTR1,305,1000
SLEEP NUMBER CORPCOM83125X10359814,800SH OTR1,2014,8000
SLM CORPCOM78442P1061,267130,355SH OTR1,20130,3550
SM ENERGY COCOM78454L1004296SH OTR1,402960
SM ENERGY COCOM78454L10069655,629SH DFND155,62900
SM ENERGY CO 1.5 01JUL21SDBCV78454LAM22,7743,000,000PRN DFND13,000,00000
SMART GLOBAL HOLDINGS INCCOMG8232Y10133214,444SH OTR1,2014,4440
SMART GLOBAL HOLDINGS INCCOMG8232Y10172731,633SH DFND131,63300
SMART GLOBAL HOLDINGS INCCOMG8232Y1013150SH OTR1,401500
SMITH AO CORPCOM8318652091322,800SH OTR1,302,8000
SMITH AO CORPCOM8318652093,35171,060SH OTR1,2071,0600
SMUCKER JM CO NEW COCOM8326964052892,512SH OTR1,202,5120
SMUCKER JM CO NEW COCOM8326964057956,900SH OTR1,306,9000
SNAP INC ACOM83304A10648233,686SH DFND133,68600
SOLAREDGE TECHNOLOGIES INCCOM83417M1042193,501SH OTR1,203,5010
SOTHEBYSCOM8358981072904,985SH OTR1,204,9850
SOUTH JERSEY INDCOM8385181083249,598SH OTR1,409,5980
SOUTH JERSEY INDCOM8385181083059,055SH OTR1,209,0550
SOUTH STATE CORPCOM8404411096769,171SH OTR1,209,1710
SOUTH STATE CORPCOM84044110928375SH DFND137500
SOUTHERN COPPER CORPCOM84265V1052877,384SH OTR1,207,3840
SOUTHERN COPPER CORPCOM84265V1051193,073SH DFND13,07300
SOUTHWEST AIRLINESCOM8447411085,082100,082SH OTR1,20100,0820
SOUTHWEST AIRLINESCOM84474110816310SH OTR1,403100
SOUTHWEST AIRLINESCOM8447411081522,993SH DFND12,99300
SOUTHWESTERN ENERGY COCOM8454671091,090344,968SH OTR1,20344,9680
SOUTHWESTERN ENERGY COCOM845467109113,476SH DFND13,47600
SP PLUS CORPCOM78469C1032377,407SH DFND17,40700
SPDR BLACKSTONE GSO SEN LOANCOM78467V60894220,375SH DFND120,37500
SPDR DJ INTERNATIONAL REAL ECOM78463X8633428,820SH DFND18,82000
SPDR DOW JONES INDUSTRIAL AVERETF78467X1098783,305SH DFND13,30500
SPDR DOW JONES INDUSTRIAL AVERETF78467X1093,69513,900SHCallDFND1000
SPDR DOW JONES INDUSTRIAL AVERETF78467X1099,06534,100SHPutDFND1000
SPDR GOLD TRUSTCOM78463V1075,72843,000SHCallDFND1000
SPDR GOLD TRUSTCOM78463V1075,32840,000SHPutDFND1000
SPDR GOLD TRUSTCOM78463V10719,505146,433SH DFND1146,43300
SPDR METALS and MINING ETFCOM78464A7554,575161,200SHCallDFND1000
SPDR METALS and MINING ETFCOM78464A75511,749414,000SHPutDFND1000
SPDR METALS and MINING ETFCOM78464A7556,826240,506SH OTR1,20240,5060
SPDR METALS and MINING ETFCOM78464A7551,60356,469SH DFND156,46900
SPDR NUVEEN BLOOMBERG BARCLAYSCOM78468R7211,40027,911SH DFND127,91100
SPDR S and P MORTGAGE FINANCE ETFCOM78464A69813,358250,000SHPutDFND1000
SPDR S and P OUL and GAS EXPLORATIONCOM78464A7305,733210,400SHCallDFND1000
SPDR S and P OUL and GAS EXPLORATIONCOM78464A7308,069296,100SHPutDFND1000
SPDR S and P OUL and GAS EXPLORATIONCOM78464A73036513,395SH OTR1,2013,3950
SPDR S and P OUL and GAS EXPLORATIONCOM78464A7302,903106,536SH DFND1106,53600
SPDR S and P500 ETF TRUSTCOM78462F1032,5238,610SH DFND18,61000
SPDR S and P500 ETF TRUSTCOM78462F103745,4512,544,200SHCallDFND1000
SPDR S and P500 ETF TRUSTCOM78462F103229,947784,800SHPutDFND1000
SPDR S and P500 ETF TRUSTCOM78462F1031,1003,755SH OTR1,203,7550
SPECTRUM BRANDS HOLDINGS INCCOM84790A1051,58429,452SH OTR1,2029,4520
SPECTRUM BRANDS HOLDINGS INCCOM84790A1053396,300SH OTR1,306,3000
SPECTRUM BRANDS HOLDINGS INCCOM84790A105881,630SH OTR1,401,6300
SPECTRUM BRANDS HOLDINGS INCCOM84790A10520381SH DFND138100
SPIRE INCCOM84857L1015706,795SH OTR1,206,7950
SPIRE INCCOM84857L1011872,229SH OTR1,402,2290
SPIRIT AEROSYSTEMS HOLD CL ACOM84857410989511,000SH OTR1,2011,0000
SPIRIT AEROSYSTEMS HOLD CL ACOM8485741093354,114SH DFND14,11400
SPIRIT AIRLINES INCCOM84857710259212,397SH OTR1,4012,3970
SPIRIT AIRLINES INCCOM84857710266814,000SH OTR1,3014,0000
SPIRIT AIRLINES INCCOM8485771021232,572SH DFND12,57200
SPRING BANK PHARMACEUTICALSCOM84943110123062,300SH OTR1,2062,3000
SPRINT CORPCOM85207U10536255,039SH DFND155,03900
SPROUTS FARMERS MARKETS INCCOM85208M10271237,682SH OTR1,2037,6820
SPROUTS FARMERS MARKETS INCCOM85208M10213689SH DFND168900
SQUARE INC ACOM8522341032,90840,100SHCallDFND1000
SQUARE INC ACOM8522341033,31545,700SHPutDFND1000
SQUARE INC ACOM8522341031,28417,700SH OTR1,3017,7000
SQUARE INC ACOM8522341034456,125SH DFND16,12500
SRC ENERGY INCCOM78470V1086,6791,346,530SH DFND11,346,53000
SRERLING CONSTRUCTION COCOM85924110120014,892SH OTR1,2014,8920
SS and C TECHNOLOGIES HOLDINGSCOM78467J1003175,500SH OTR1,305,5000
SS and C TECHNOLOGIES HOLDINGSCOM78467J1001,13919,765SH DFND119,76500
STANLEY BLACK and DECKER INCCOM8545021011,0127,000SH OTR1,307,0000
STAR BULK CARRIERS CORPCOMY8162K20422823,675SH DFND123,67500
STARBUCKS CORPCOM8552441094,19250,000SHPutDFND1000
STARBUCKS CORPCOM85524410919,462232,155SH OTR1,20232,1550
STARBUCKS CORPCOM8552441091,98723,700SH OTR1,3023,7000
STARBUCKS CORPCOM855244109781SH OTR1,40810
STATE STREET CORPCOM85747710377913,900SHCallDFND1000
STATE STREET CORPCOM8574771033315,900SHPutDFND1000
STATE STREET CORPCOM8574771031,98535,400SH OTR1,3035,4000
STATE STREET CORPCOM8574771034588,173SH DFND18,17300
STATE STREET CORPCOM857477103841,500SH OTR1,401,5000
STATOIL ASA SPON ADRADR29446M10221710,962SH OTR1,2010,9620
STEEL DYNAMICS INCCOM85811910066121,900SH OTR1,4021,9000
STEEL DYNAMICS INCCOM8581191001,89562,744SH OTR1,2062,7440
STEELCASE INC CL ACOM85815520362936,787SH DFND136,78700
STERLING BANCORP INC MICOM85917W10221721,800SH OTR1,2021,8000
STERLING BANCORP DECOM85917A1001,48369,701SH OTR1,2069,7010
STEVEN MADDEN LTDCOM5562691082336,858SH OTR1,206,8580
STEWARDSHIP FINANCIAL CORPCOM8603261071,00965,283SH OTR1,2065,2830
STIFEL FINANCIAL CORPCOM86063010270411,920SH OTR1,2011,9200
STURM RUGER and CO INCCOM86415910897417,881SH OTR1,2017,8810
SUNCOKE ENERGY INCCOM86722A10324527,598SH DFND127,59800
SUNCOR ENERGY INCCOM8672241071,05033,700SHCallDFND1000
SUNCOR ENERGY INCCOM86722410743614,000SHPutDFND1000
SUNCOR ENERGY INCCOM8672241072056,588SH DFND16,58800
SUNTRUST BANKS INCCOM8679141031,13518,059SH OTR1,2018,0590
SUNTRUST BANKS INCCOM8679141034597,300SH OTR1,307,3000
SUNTRUST BANKS INCCOM8679141034166,625SH DFND16,62500
SUPERIOR ENERGY SERVICES INCCOM868157108239183,821SH OTR1,20183,8210
SUPERIOR INDUSTRIES INTLCOM868168105463133,800SH OTR1,20133,8000
SUPERIOR INDUSTRIES INTLCOM86816810526777,084SH OTR1077,0840
SUPERIOR INDUSTRIES INTLCOM8681681053894SH OTR1,408940
SURFACE ONCOLOGY INCCOM86877M20911942,374SH OTR1,2042,3740
SYKES ENTERPRISES INCCOM871237103963,485SH OTR1,203,4850
SYKES ENTERPRISES INCCOM8712371032438,833SH DFND18,83300
SYMANTEC CORPCOM8715031081,08850,000SHCallDFND1000
SYMANTEC CORPCOM87150310815702SH DFND170200
SYMANTEC CORPCOM8715031085,660260,112SH OTR1,20260,1120
SYNCHRONY FINANCIALCOM87165B1037,832225,915SH OTR1,20225,9150
SYNNEX CORPCOM87162W1004174,237SH OTR1,404,2370
SYNNEX CORPCOM87162W10011,708118,985SH OTR1,20118,9850
SYNNEX CORPCOM87162W1004414,480SH DFND14,48000
SYNOPSYS INCCOM8716071071,87914,600SH OTR1,3014,6000
SYNOPSYS INCCOM87160710720156SH DFND115600
SYNOVUS FINANCIAL CORPCOM87161C5011,06630,448SH OTR1,4030,4480
SYNOVUS FINANCIAL CORPCOM87161C5012,33866,798SH OTR1,2066,7980
SYNOVUS FINANCIAL CORPCOM87161C50169719,900SH OTR1,3019,9000
T ROWE PRICE GROUP INCCOM74144T1089448,600SH OTR1,408,6000
T2 BIOSYSTEMS INCCOM89853L104235139,700SH OTR1,20139,7000
TABLEAU SOFTWARE INC CL ACOM87336U1052,51415,143SH OTR1,2015,1430
TAKE TWO INTERACTIVE SOFTWRECOM87405410970616SH DFND161600
TAKE TWO INTERACTIVE SOFTWRECOM8740541093633,200SHCallDFND1000
TAKE TWO INTERACTIVE SOFTWRECOM8740541092382,100SH OTR1,302,1000
TALLGRASS ENERGY LPCOM8746961073130SH DFND113000
TALLGRASS ENERGY LPCOM87469610734516,341SH OTR1,2016,3410
TALLGRASS ENERGY LPCOM8746961071,62577,000SH OTR1,3077,0000
TANDEM DIABETES CARE INCCOM8753722036100SH OTR1,301000
TANDEM DIABETES CARE INCCOM875372203233SH DFND13300
TANDEM DIABETES CARE INCCOM87537220385613,269SH OTR1,2013,2690
TANGER FACTORY OUTLET CENTERCOM8754651066,990431,237SH OTR1,20431,2370
TARGA RESOURCES CORPCOM87612G10151813,200SH OTR1,3013,2000
TARGET CORPCOM87612E1061191,371SH DFND11,37100
TARGET CORPCOM87612E1069,245106,744SH OTR1,20106,7440
TARGET CORPCOM87612E1065376,200SH OTR1,306,2000
TAUBMAN CENTERS INCCOM8766641033027,400SH OTR1,407,4000
TAUBMAN CENTERS INCCOM87666410389922,013SH OTR1,2022,0130
TAYLOR MORRISON HOME CORP ACOM87724P1061547,355SH OTR1,407,3550
TAYLOR MORRISON HOME CORP ACOM87724P1061,23759,034SH OTR1,2059,0340
TAYLOR MORRISON HOME CORP ACOM87724P10621010,007SH DFND110,00700
TCF FINANCIAL CORPCOM8722751022100SH OTR1,301000
TCF FINANCIAL CORPCOM8722751022,351113,091SH OTR1,20113,0910
TD AMERITRADE HOLDING CORPCOM87236Y10879115,842SH OTR1,4015,8420
TD AMERITRADE HOLDING CORPCOM87236Y1084318,632SH DFND18,63200
TE CONNECTIVITY LTDCOMH8498910494988SH OTR1,209880
TE CONNECTIVITY LTDCOMH849891044214,400SH OTR1,304,4000
TE CONNECTIVITY LTDCOMH849891046707,000SHCallDFND1000
TECH DATA CORPCOM87823710697924SH DFND192400
TECH DATA CORPCOM8782371061,45313,895SH OTR1,2013,8950
TECHNIPFMC PLCCOMG8711010541015,802SH OTR1,2015,8020
TECHNIPFMC PLCCOMG87110105582,238SH DFND12,23800
TECHNOLOGY SELECT SECT SPDRCOM81369Y8039,162117,400SHCallDFND1000
TECHNOLOGY SELECT SECT SPDRCOM81369Y80312,159155,800SHPutDFND1000
TECHNOLOGY SELECT SECT SPDRCOM81369Y8036167,895SH DFND17,89500
TEEKAY CORPCOMY8564W1034914,226SH OTR1,2014,2260
TEGNA INCCOM87901J105523,414SH OTR1,403,4140
TEGNA INCCOM87901J105422,800SH OTR1,302,8000
TEGNA INCCOM87901J10516711,021SH OTR1,2011,0210
TEGNA INCCOM87901J10531120,508SH DFND120,50800
TELEDYNE TECHNOLOGIES INCCOM879360105222812SH OTR1,408120
TELEFLEX INCCOM8793691061,9375,850SH OTR1,305,8500
TELEPHONE and DATA SYSTEMS INCCOM87943382917570SH DFND157000
TELEPHONE and DATA SYSTEMS INCCOM87943382951116,821SH OTR1,4016,8210
TELIGENT INCCOM87960W104120189,726SH OTR1,20189,7260
TELUS CORPCOM87971M1033178,593SH DFND18,59300
TEMPUR SEALY INTERNATIONAL INCCOM88023U101731,000SH OTR1,301,0000
TEMPUR SEALY INTERNATIONAL INCCOM88023U1011902,583SH DFND12,58300
TENNECO INC CLASS ACOM88034910520618,551SH OTR1,4018,5510
TERADATA CORPCOM88076W103381,053SH OTR1,401,0530
TERADATA CORPCOM88076W103521,456SH DFND11,45600
TERADATA CORPCOM88076W1032,33465,106SH OTR1,2065,1060
TERADYNE INCCOM8807701022,58553,953SH OTR1,2053,9530
TERRAFORM POWER INC ACOM88104R20924617,176SH DFND117,17600
TESLA INCCOM88160R1012461,100SHCallDFND1000
TESLA INCCOM88160R10113,47560,300SHPutOTR1000
TESLA INCCOM88160R1013351,500SHPutDFND1000
TESLA INC 2.0 15MAY24SDBCV88160RAG6491500,000PRN DFND1500,00000
TESLA INC 2.375 15MAR22SDBCV88160RAD39861,000,000PRN DFND11,000,00000
TESLA MOTORS INC 1.25 1MAR21SDBCV88160RAC512,44813,100,000PRN DFND113,100,00000
TETRA TECH INCCOM88162G103891,139SH DFND11,13900
TETRA TECH INCCOM88162G1031,02113,004SH OTR1,2013,0040
TETRA TECHNOLOGIES INCCOM88162F1052616,000SH OTR1,2016,0000
TETRAPHASE PHARMACEUTICALS ICOM88165N105115240,209SH OTR1,20240,2090
TEXAS INSTRUMENTS INCCOM8825081041,41012,287SH OTR1,4012,2870
TEXAS INSTRUMENTS INCCOM8825081047,52965,604SH OTR1,2065,6040
TEXAS INSTRUMENTS INCCOM8825081045855,100SH OTR1,305,1000
TEXTRON INCCOM8832031011,52428,737SH OTR1,2028,7370
THE BUCKLE INCCOM11844010620411,795SH OTR1,2011,7950
THE BUCKLE INCCOM11844010626315,210SH DFND115,21000
THE HERSHEY COMPANYCOM4278661081,34010,000SH OTR1,3010,0000
THE HERSHEY COMPANYCOM4278661083242,414SH DFND12,41400
THE HERSHEY COMPANYCOM427866108126938SH OTR1,409380
THERMO FISHER SCIENTIFIC INCCOM883556102231788SH OTR1,207880
THERMO FISHER SCIENTIFIC INCCOM8835561021,9686,700SH OTR1,306,7000
THERMON GROUP HOLDINGS INCCOM88362T10334313,363SH DFND113,36300
THOMSON REUTERS CORPCOM8849037092,23734,707SH DFND134,70700
THOR INDUSTRIES INCCOM88516010153914SH DFND191400
THOR INDUSTRIES INCCOM88516010174812,800SH OTR1,4012,8000
TIDEWATER INCCOM88642R109291,242SH OTR1,401,2420
TIDEWATER INCCOM88642R10925610,900SH DFND110,90000
TIFFANY and COCOM8865471084715,038SH DFND15,03800
TIFFANY and COCOM8865471083283,500SHCallDFND1000
TIFFANY and COCOM8865471085626,000SHPutDFND1000
TILE SHOP HLDGS INCCOM88677Q1098822,100SH OTR1,2022,1000
TIMKEN COCOM887389104731,413SH OTR1,401,4130
TIMKEN COCOM8873891044288,328SH OTR1,208,3280
TIMKEN COCOM8873891042675,208SH DFND15,20800
TIMKENSTEEL CORPCOM8873991035587SH OTR1,405870
TIMKENSTEEL CORPCOM88739910338547,300SH OTR1,2047,3000
TIPTREE INCCOM88822Q1036310,000SH OTR1,2010,0000
TITAN INTERNATIONAL INCCOM88830M102193,815SH OTR1,403,8150
TITAN INTERNATIONAL INCCOM88830M10229359,900SH OTR1,2059,9000
TIVITY HEALTH INCCOM88870R1021408,499SH OTR1,208,4990
TIVITY HEALTH INCCOM88870R1021237,500SH DFND17,50000
TJX COMPANIES INCCOM8725401094869,200SHCallDFND1000
TJX COMPANIES INCCOM87254010960811,500SHPutDFND1000
TJX COMPANIES INCCOM8725401094,04376,463SH OTR1,2076,4630
T MOBILE US INCCOM8725901044,53761,199SH OTR1,2061,1990
T MOBILE US INCCOM8725901041,18616,000SH OTR1,3016,0000
T MOBILE US INCCOM8725901042,09128,199SH DFND128,19900
TOLL BROTHERS INCCOM88947810381222,186SH OTR1,4022,1860
TOLL BROTHERS INCCOM88947810351013,918SH OTR1,2013,9180
TOLL BROTHERS INCCOM8894781033058,323SH DFND18,32300
TOPBUILD CORPCOM89055F1036047,303SH OTR1,207,3030
TOPBUILD CORPCOM89055F1033844,645SH DFND14,64500
TORCHMARK CORPCOM8910271041141,269SH OTR1,401,2690
TORCHMARK CORPCOM8910271041261,406SH OTR1,201,4060
TORO COCOM89109210883012,400SH OTR1,3012,4000
TOTAL SA SPON ADRADR89151E1094087,322SH OTR1,207,3220
TOTAL SYSTEM SERVICES INCCOM8919061094373,405SH OTR1,203,4050
TOWER SEMICONDUCTOR LTDCOMM8791527425616,248SH DFND116,24800
TOWN SPORTS INTERNATIONALCOM89214A10214064,400SH OTR1,2064,4000
TRADE DESK INC THE CLASS ACOM88339J10516,63073,011SH OTR1,2073,0110
TRADE DESK INC THE CLASS ACOM88339J1059574,200SH OTR1,304,2000
TRANSENTERIX INCCOM89366M2012719,640SH OTR1,2019,6400
TRANSOCEAN LTDCOMH8817H10026942,013SH DFND142,01300
TREX COMPANY INCCOM89531P1051,97827,593SH OTR1,2027,5930
TREX COMPANY INCCOM89531P10592512,900SH OTR1,3012,9000
TRI POINTE GROUP INCCOM87265H109968,000SH OTR1,208,0000
TRI POINTE GROUP INCCOM87265H10921017,571SH OTR1,4017,5710
TRIBUNE MEDIA CO ACOM8960475038,364180,964SH OTR1,20180,9640
TRINITY INDUSTRIESCOM8965221092,457118,424SH OTR1,20118,4240
TRINITY PLACE HOLDINGS INCCOM89656D10128672,464SH OTR1,2072,4640
TRINSEO SACOML9340P101932,200SH OTR1,402,2000
TRINSEO SACOML9340P1011994,700SH OTR1,304,7000
TRINSEO SACOML9340P1013758,853SH OTR1,208,8530
TRIPADVISOR INCCOM8969452013938,500SH OTR1,308,5000
TRIUMPH GROUP INCCOM8968181011255,478SH DFND15,47800
TRIUMPH GROUP INCCOM89681810185337,261SH OTR1,2037,2610
TRONOX HOLDINGS PLC CLASS ACOMG9087Q102796,201SH OTR1,406,2010
TRONOX HOLDINGS PLC CLASS ACOMG9087Q10218914,759SH DFND114,75900
TRUEBLUE INCCOM89785X101472,108SH OTR1,202,1080
TRUEBLUE INCCOM89785X10124411,053SH DFND111,05300
TRUSTMARK CORPCOM89840210263919,211SH OTR1,2019,2110
TTM TECHNOLOGIESCOM87305R10931731,068SH DFND131,06800
TURTLE BEACH CORPCOM90045020648742,100SH OTR1,2042,1000
TWILIO INC ACOM90138F1021361,000SH OTR1,301,0000
TWILIO INC ACOM90138F102118864SH DFND186400
TWITTER INCCOM90184L1021995,711SH DFND15,71100
TWITTER INCCOM90184L10264618,500SH OTR1,3018,5000
TWITTER INC CV 0.25 15JUN24SDBCV90184LAF9734750,000PRN DFND1750,00000
TYLER TECHNOLOGIES INCCOM9022521054682,167SH OTR1,202,1670
TYLER TECHNOLOGIES INCCOM9022521055402,500SH OTR1,302,5000
TYME TECHNOLOGIES INCCOM90238J103238194,700SH OTR1,20194,7000
UBIQUITI NETWORKS INCCOM90347A1009607,300SHCallDFND1000
UBIQUITI NETWORKS INCCOM90347A1005003,800SHPutDFND1000
UBIQUITI NETWORKS INCCOM90347A1003062,330SH OTR1,202,3300
UBIQUITI NETWORKS INCCOM90347A1003042,309SH DFND12,30900
UGI CORPCOM9026811054388,200SH OTR1,408,2000
UGI CORPCOM9026811054,95192,699SH OTR1,2092,6990
ULTA SALON COSMETICS and FRAGRCOM90384S303208600SHCallDFND1000
ULTA SALON COSMETICS and FRAGRCOM90384S303104300SH OTR1,303000
ULTA SALON COSMETICS and FRAGRCOM90384S303101291SH DFND129100
ULTA SALON COSMETICS and FRAGRCOM90384S3031,4734,247SH OTR1,204,2470
ULTRA PETROLEUM CORPCOM903914208127706,700SH OTR1,20706,7000
ULTRAPAR PARTICPAC SPON ADRADR90400P10113024,745SH OTR1,2024,7450
UMB FINANCIAL CORPCOM9027881086409,721SH OTR1,209,7210
UMPQUA HOLDINGS CORPCOM9042141038500SH OTR1,405000
UMPQUA HOLDINGS CORPCOM904214103342,038SH DFND12,03800
UMPQUA HOLDINGS CORPCOM90421410343626,274SH OTR1,2026,2740
UNIFIRST CORP MACOM904708104115609SH DFND160900
UNIFIRST CORP MACOM9047081042261,200SH OTR1,201,2000
UNILEVER N V NY SHARESADR90478470969211,400SH OTR1,2011,4000
UNION PACIFIC CORPCOM9078181082911,722SH OTR1,401,7220
UNION PACIFIC CORPCOM90781810822,053130,405SH OTR1,20130,4050
UNION PACIFIC CORPCOM9078181081,97911,700SH OTR1,3011,7000
UNITED AIRLINES HOLDINGS INCCOM9100471092,46928,200SHCallDFND1000
UNITED AIRLINES HOLDINGS INCCOM91004710998911,300SHPutDFND1000
UNITED AIRLINES HOLDINGS INCCOM9100471092,94233,600SH OTR1,2033,6000
UNITED COMMUNITY FINANCIALCOM90983910210010,457SH OTR1,2010,4570
UNITED HEALTH GROUP INCCOM91324P10214,36958,886SH OTR1,2058,8860
UNITED HEALTH GROUP INCCOM91324P1021,9898,150SH OTR1,308,1500
UNITED RENTALS INCCOM9113631092792,100SHPutDFND1000
UNITED RENTALS INCCOM91136310914104SH DFND110400
UNITED RENTALS INCCOM9113631096765,100SH OTR1,305,1000
UNITED TECHNOLOGIESCOM9130171092,82021,655SH DFND121,65500
UNITIL CORPCOM9132591072434,063SH DFND14,06300
UNIVERSAL CORP VACOM91345610918300SH OTR1,403000
UNIVERSAL CORP VACOM9134561092373,900SH OTR1,203,9000
UNIVERSAL DISPLAY CORPCOM91347P10529154SH DFND115400
UNIVERSAL DISPLAY CORPCOM91347P1055142,733SH OTR1,202,7330
UNIVERSAL ELECTRONICS INCCOM9134831032225,402SH DFND15,40200
UNIVERSAL HEALTH SERVICES BCOM9139031003,95430,327SH OTR1,2030,3270
UNIVERSAL STAINLESS and ALLOYCOM91383710068642,900SH OTR1,2042,9000
UNUM GROUPCOM91529Y106972,904SH OTR1,402,9040
UNUM GROUPCOM91529Y106842,500SH OTR1,302,5000
UNUM GROUPCOM91529Y1061243,699SH DFND13,69900
UNUM THERAPEUTICS INCCOM90321410422786,700SH OTR1,2086,7000
URBAN OUTFITTERS INCCOM9170471021,14250,194SH OTR1,2050,1940
URBAN OUTFITTERS INCCOM91704710231213,717SH DFND113,71700
US BANCORP NEWCOM90297330410,774205,607SH OTR1,20205,6070
US BANCORP NEWCOM9029733044518,612SH DFND18,61200
US CONCRETE INCCOM90333L2012555,135SH DFND15,13500
US FOODS HOLDING CORPCOM912008109261SH DFND16100
US FOODS HOLDING CORPCOM91200810968719,203SH OTR1,4019,2030
US FOODS HOLDING CORPCOM9120081092687,500SH OTR1,307,5000
US WELL SERVICES INCCOM91274U1012,367511,442SH DFND1511,44200
USA TRUCK INCCOM90292510644544,000SH OTR1,2044,0000
USANA HEALTH SCIENCES INCCOM90328M1072903,646SH DFND13,64600
UTILITIES SELECT SECTOR INDXCOM81369Y8861,42923,950SH DFND123,95000
UTILITIES SELECT SECTOR INDXCOM81369Y8864,11268,953SH OTR1,2068,9530
VAIL RESORTS INCCOM91879Q1094902,197SH OTR1,202,1970
VAIL RESORTS INCCOM91879Q1091,9538,750SH OTR1,308,7500
VAIL RESORTS INCCOM91879Q1092931,314SH DFND11,31400
VALERO ENERGY CORPCOM91913Y1008139,500SHCallDFND1000
VALERO ENERGY CORPCOM91913Y1001712,000SH DFND12,00000
VALERO ENERGY CORPCOM91913Y1001,78920,900SH OTR1,3020,9000
VALLEY NATIONAL BANCORPCOM91979410729327,201SH OTR1,2027,2010
VALVOLINE INCCOM92047W10138019,455SH OTR1,4019,4550
VALVOLINE INCCOM92047W101613,104SH OTR1,203,1040
VALVOLINE INCCOM92047W101532,700SH OTR1,302,7000
VANECK VECTORS GOLD MINERS ETCOM92189F10639,9391,562,540SH OTR1,201,562,5400
VANECK VECTORS GOLD MINERS ETCOM92189F1063,934153,900SHCallDFND1000
VANECK VECTORS GOLD MINERS ETCOM92189F1068,330325,900SHPutDFND1000
VANECK VECTORS GOLD MINERS ETCOM92189F1061425,535SH DFND15,53500
VANECK VECTORS HIGH YIELD MUNCOM92189H4092163,385SH DFND13,38500
VANECK VECTORS SEMICONDUCTORCOM92189F6767,09664,400SHPutDFND1000
VANECK VECTORS SEMICONDUCTORCOM92189F6762752,500SHCallDFND1000
VANGUARD FTSE EUROPE ETFCOM9220428745,02691,550SH DFND191,55000
VANGUARD FTSE PACIFIC ETFCOM9220428663004,547SH OTR1,204,5470
VANGUARD FTSE PACIFIC ETFCOM92204286622339SH DFND133900
VANGUARD GLBL EX US REAL ESTCOM9220426761031,749SH OTR1,201,7490
VANGUARD GLBL EX US REAL ESTCOM9220426761632,756SH DFND12,75600
VANGUARD TAX EXEMPT BOND ETFCOM9229077461,59029,955SH DFND129,95500
VAREX IMAGING CORP WICOM92214X10644514,517SH OTR1,2014,5170
VAREX IMAGING CORP WICOM92214X106441,422SH OTR1,401,4220
VAREX IMAGING CORP WICOM92214X10613419SH DFND141900
VECTOR GROUP LTDCOM92240M10821221,766SH DFND121,76600
VECTRUS INCCOM92242T10158314,377SH DFND114,37700
VEEVA SYSTEMS INC CLASS ACOM92247510835220SH DFND122000
VEEVA SYSTEMS INC CLASS ACOM9224751083,26320,131SH OTR1,2020,1310
VEEVA SYSTEMS INC CLASS ACOM9224751082,02612,500SH OTR1,3012,5000
VERA BRADLEY INCCOM92335C10620216,832SH OTR1,2016,8320
VERASTEM INCCOM92337C104315208,400SH OTR1,20208,4000
VERICEL CORPCOM92346J10835018,546SH OTR1,2018,5460
VERINT SYSTEMS INCCOM92343X1002194,074SH DFND14,07400
VERISK ANALYTICS INC CLASS ACOM92345Y1067765,300SH OTR1,305,3000
VERITONE INCCOM92347M10031938,200SH OTR1,2038,2000
VERSUM MATERIALS INC WICOM92532W1033286,363SH DFND16,36300
VF CORPCOM91820410890710,383SH OTR1,4010,3830
VF CORPCOM9182041089,360107,151SH OTR1,20107,1510
VIACOM INC CLASS BCOM92553P20130110,076SH DFND110,07600
VIAD CORPCOM92552R4062063,111SH DFND13,11100
VIASAT INCCOM92552V10011,224138,877SH OTR1,20138,8770
VIASAT INCCOM92552V1002603,215SH DFND13,21500
VIPSHOP HOLDINGS LTD ADRADR92763W10353361,767SH OTR1,2061,7670
VISHAY INTERTECHNOLOGY INCCOM92829810861237,031SH DFND137,03100
VISHAY INTERTECHNOLOGY INCCOM92829810815888SH OTR1,408880
VISHAY INTERTECHNOLOGY INCCOM928298108633,800SH OTR1,303,8000
VISHAY PRECISION GROUP WICOM92835K1033258,009SH DFND18,00900
VISTA OUTDOOR INCCOM92837710016718,763SH DFND118,76300
VISTRA ENERGY CORPCOM92840M10273532,479SH OTR1,4032,4790
VISTRA ENERGY CORPCOM92840M1023,295145,558SH OTR1,20145,5580
VISTRA ENERGY CORPCOM92840M1021,73976,828SH DFND176,82800
VISTRA ENERGY CORPCOM92840M1021406,200SH OTR1,306,2000
VMWARE INC CLASS ACOM928563402134800SH OTR1,308000
VMWARE INC CLASS ACOM9285634027714,609SH OTR1,204,6090
VONAGE HOLDINGS CORPCOM92886T20112911,377SH OTR1,4011,3770
VONAGE HOLDINGS CORPCOM92886T20166859,000SH DFND159,00000
VOYA FINANCIAL INCCOM92908910065811,900SH OTR1,3011,9000
VOYA FINANCIAL INCCOM9290891002,11838,300SH OTR1,2038,3000
VULCAN MATERIALS COCOM929160109538SH DFND13800
VULCAN MATERIALS COCOM9291601091,2088,800SH OTR1,308,8000
VUZIX CORPCOM92921W300646157,855SH OTR1,20157,8550
W and T OFFSHORE INCCOM92922P1060100SH OTR1,401000
W and T OFFSHORE INCCOM92922P10622946,233SH OTR1,2046,2330
WABASH NATIONAL CORPCOM92956610726816,501SH DFND116,50100
WABCO HOLDINGS INCCOM92927K1025,55741,906SH OTR1,2041,9060
WABCO HOLDINGS INCCOM92927K1027035,300SH OTR1,305,3000
WADDEL and REED FINANCIAL INC ACOM93005910063838,278SH OTR1,2038,2780
WADDEL and REED FINANCIAL INC ACOM9300591001428,532SH OTR1,408,5320
WADDEL and REED FINANCIAL INC ACOM930059100231,380SH DFND11,38000
WALGREENS BOOTS ALLIANCE INCCOM9314271082,20940,400SHCallDFND1000
WALGREENS BOOTS ALLIANCE INCCOM9314271082,43344,500SHPutDFND1000
WALGREENS BOOTS ALLIANCE INCCOM93142710815,768288,419SH OTR1,20288,4190
WALGREENS BOOTS ALLIANCE INCCOM9314271082173,962SH DFND13,96200
WALGREENS BOOTS ALLIANCE INCCOM93142710827500SH OTR1,305000
WALMART INCCOM93114210317,172155,415SH OTR1,20155,4150
WALMART INCCOM9311421033202,900SH OTR1,302,9000
WALMART INCCOM9311421032,05018,553SH DFND118,55300
WARRIOR MET COAL INCCOM93627C10133212,711SH DFND112,71100
WASHINGTON FEDERAL INCCOM93882410963118,051SH OTR1,2018,0510
WASTE CONNECTIONS INCCOM94106B1016787,089SH DFND17,08900
WASTE MANAGEMENT INCCOM94106L1091,15610,021SH OTR1,4010,0210
WASTE MANAGEMENT INCCOM94106L1091721,490SH DFND11,49000
WASTE MANAGEMENT INCCOM94106L1099588,300SH OTR1,308,3000
WATERS CORPCOM9418481039,28143,119SH OTR1,2043,1190
WAYFAIR INC CLASS ACOM94419L1013362,300SH OTR1,302,3000
WAYFAIR INC CLASS ACOM94419L10167460SH OTR1,404600
WAYFAIR INC CLASS ACOM94419L10171488SH DFND148800
WD 40 COCOM9292361074492,826SH OTR1,202,8260
WD 40 COCOM9292361073232,030SH DFND12,03000
WEBSTER FINANCIAL CORPCOM94789010983317,428SH OTR1,2017,4280
WEBSTER FINANCIAL CORPCOM94789010960212,600SH OTR1,3012,6000
WEBSTER FINANCIAL CORPCOM94789010932671SH DFND167100
WEC ENERGY GROUP INCCOM92939U1062462,955SH OTR1,202,9550
WELLCARE HEALTH PLANS INCCOM94946T1061,6005,614SH OTR1,205,6140
WELLS FARGO and COMPANYCOM9497461014,15287,745SH OTR1,2087,7450
WELLTOWER INCCOM95040Q1044605,646SH DFND15,64600
WENDYS CO THECOM95058W10050325,693SH OTR1,2025,6930
WENDYS CO THECOM95058W100291,456SH DFND11,45600
WERNER ENTERPRISES INCCOM9507551082257,230SH OTR1,207,2300
WESCO AIRCRAFT HOLDINGS INCCOM95081410386277,700SH OTR1,2077,7000
WESCO INTERNATIONAL INCCOM95082P10556611,182SH OTR1,4011,1820
WESCO INTERNATIONAL INCCOM95082P10579915,768SH OTR1,2015,7680
WESCO INTERNATIONAL INCCOM95082P10544862SH DFND186200
WEST PHARMACEUTICAL SERVICESCOM9553061051,75814,048SH OTR1,2014,0480
WEST PHARMACEUTICAL SERVICESCOM9553061052882,300SH OTR1,302,3000
WESTERN ALLIANCE BANCORPCOM95763810952611,752SH OTR1,4011,7520
WESTERN ALLIANCE BANCORPCOM95763810980618,023SH OTR1,2018,0230
WESTERN ALLIANCE BANCORPCOM957638109851,900SH OTR1,301,9000
WESTERN ALLIANCE BANCORPCOM95763810943952SH DFND195200
WESTROCK CO WHEN ISSUEDCOM96145D10544512,200SH OTR1,3012,2000
WESTROCK CO WHEN ISSUEDCOM96145D1053138,592SH DFND18,59200
WEX INCCOM96208T1042831,362SH OTR1,401,3620
WEX INCCOM96208T1043541,700SH OTR1,301,7000
WHITE MOUNTAINS INSURANCE GPCOMG9618E107715700SH OTR1,207000
WHITING PETROLEUM CORPCOM96638740970337,625SH DFND137,62500
WIDEOPENWEST INCCOM96758W10115120,800SH OTR1,2020,8000
WILEY JOHN and SONS CL ACOM9682232062796,074SH OTR1,406,0740
WILLIAMS COMPANIES INCCOM9694571001,26545,100SHCallDFND1000
WILLIAMS COMPANIES INCCOM9694571002,31382,500SHPutDFND1000
WILLIAMS COMPANIES INCCOM96945710064322,934SH DFND122,93400
WILLIAMS COMPANIES INCCOM9694571001,17241,800SH OTR1,3041,8000
WILLIAMS SONOMA INCCOM9699041014947,600SH OTR1,407,6000
WILLIS TOWERS WATSON PLCCOMG966291038434,400SH OTR1,304,4000
WINNEBAGO INDUSTRIESCOM97463710039710,259SH DFND110,25900
WINNEBAGO INDUSTRIESCOM974637100471,204SH OTR1,201,2040
WINTRUST FINANCIAL CORPCOM97650W10859800SH OTR1,408000
WINTRUST FINANCIAL CORPCOM97650W10823312SH DFND131200
WINTRUST FINANCIAL CORPCOM97650W1086829,316SH OTR1,209,3160
WIPRO LTD ADRADR97651M1095913,733SH OTR1,4013,7330
WIPRO LTD ADRADR97651M109454104,945SH OTR1,20104,9450
WIX COM LTDCOMM980681053092,178SH OTR1,202,1780
WOLVERINE WORLD WIDECOM9780971034154SH OTR1,401540
WOLVERINE WORLD WIDECOM97809710310355SH DFND135500
WOLVERINE WORLD WIDECOM9780971031,32948,247SH OTR1,2048,2470
WOODWARD INCCOM9807451031511,337SH DFND11,33700
WOODWARD INCCOM98074510314,594128,972SH OTR1,20128,9720
WORLD WRESTLING ENTMNT INCCOM98156Q10814193SH DFND119300
WORLD WRESTLING ENTMNT INCCOM98156Q1089,233127,864SH OTR1,20127,8640
WORLDPAY INCCOM98155810928,654233,815SH OTR1,20233,8150
WORTHINGTON INDUSTRIESCOM981811102461,151SH OTR1,401,1510
WORTHINGTON INDUSTRIESCOM98181110253513,290SH OTR1,2013,2900
WP CAREY INCCOM92936U1091,21815,000SH OTR1,4015,0000
WPP PLC SPONSORED ADRADR92937A1025188,231SH OTR1,208,2310
WPX ENERGY INC WICOM98212B10390778,800SH OTR1,3078,8000
WPX ENERGY INC WICOM98212B1034,681406,694SH DFND1406,69400
WR BERKLEY CORPCOM0844231021081,643SH OTR1,401,6430
WR BERKLEY CORPCOM0844231025608,500SH OTR1,308,5000
WR GRACE and CO NEWCOM38388F1081,81123,791SH OTR1,2023,7910
WR GRACE and CO NEWCOM38388F10818233SH DFND123300
WYNDHAM DESTINATIONS INCCOM98310W10882918,874SH OTR1,4018,8740
WYNDHAM DESTINATIONS INCCOM98310W1082,05046,691SH OTR1,2046,6910
WYNDHAM HOTELS and RESORTS INCCOM98311A1051,33323,907SH OTR1,2023,9070
WYNDHAM HOTELS and RESORTS INCCOM98311A1053406,100SH OTR1,306,1000
WYNDHAM HOTELS and RESORTS INCCOM98311A1051001,802SH OTR1,401,8020
WYNDHAM HOTELS and RESORTS INCCOM98311A1058143SH DFND114300
WYNN RESORTS LTDCOM9831341072361,900SH OTR1,301,9000
WYNN RESORTS LTDCOM9831341072822,278SH DFND12,27800
XCEL ENERGY INCCOM98389B1002954,965SH OTR1,204,9650
XEROX CORPCOM98412160810286SH DFND128600
XEROX CORPCOM9841216082,65474,942SH OTR1,2074,9420
XILINX INCCOM9839191016,36854,000SHPutDFND1000
XILINX INCCOM9839191011621,371SH OTR1,201,3710
XILINX INCCOM9839191015304,497SH DFND14,49700
XOMA CORPCOM98419J20651034,300SH OTR1,2034,3000
XPERI CORPCOM98421B10027413,298SH DFND113,29800
XPO LOGISTICS INCCOM9837931003,75965,029SH OTR1,2065,0290
YANDEX NV ACOMN972841088200SH OTR1,302000
YANDEX NV ACOMN9728410879120,808SH DFND120,80800
YELP INCCOM9858171051454,249SH OTR1,404,2490
YELP INCCOM98581710561417,967SH OTR1,2017,9670
YETI HOLDINGS INCCOM98585X1041,66657,540SH OTR1,2057,5400
YUM CHINA HOLDINGS INC WICOM98850P10951311,100SH OTR1,3011,1000
YUM BRANDSCOM9884981013,32030,000SHPutDFND1000
ZAFGEN INCCOM98885E103163137,000SH OTR1,20137,0000
ZAYO GROUP HOLDINGS INCCOM98919V1057,175218,029SH OTR1,20218,0290
ZAYO GROUP HOLDINGS INCCOM98919V1053199,700SH OTR1,309,7000
ZILLOW GROUP INC ACOM98954M1011,91241,782SH OTR1,2041,7820
ZIMMER BIOMET HOLDINGS INCCOM98956P1024003,400SHCallDFND1000
ZIMMER BIOMET HOLDINGS INCCOM98956P1025654,800SHPutDFND1000
ZIMMER BIOMET HOLDINGS INCCOM98956P1021221,036SH DFND11,03600
ZIMMER BIOMET HOLDINGS INCCOM98956P1022,00217,000SH OTR1,3017,0000
ZION OIL and GAS INCCOM98969610979235,438SH OTR1,20235,4380
ZIONS BANCORPORATIONCOM989701107571,229SH OTR1,401,2290
ZIONS BANCORPORATIONCOM9897011071,31328,565SH OTR1,2028,5650
ZOETIS INCCOM98978V1033222,835SH OTR1,202,8350
ZOETIS INCCOM98978V1031,26011,100SH OTR1,3011,1000
ZOETIS INCCOM98978V1036826,011SH DFND16,01100
ZOMEDICA PHARMACEUTICALS CORCOM98979F10745197,200SH OTR1,20197,2000
ZSCALER INCCOM98980G10231400SH OTR1,304000
ZSCALER INCCOM98980G10211,978156,295SH OTR1,20156,2950
ZUMIEZ INCCOM9898171012389,103SH DFND19,10300
ZYNGA INCCOM98986T1088,1941,336,733SH OTR1,201,336,7330
ZYNGA INCCOM98986T1082,348382,966SH DFND1382,96600