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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21VIANET GROUP INC SPONSORED ADS A 90138A103 3,929 283,493 SH   DFND 4 283,493 0 0
3M CO COM 88579Y101 639 4,679 SH   DFND 1 4,679 0 0
3M CO COM 88579Y101 52 382 SH   DFND 3 382 0 0
3M CO COM 88579Y101 4,108 30,093 SH   DFND 4 30,093 0 0
8X8 INC NEW COM 282914100 0 9 SH   DFND 1 9 0 0
8X8 INC NEW COM 282914100 224 16,170 SH   DFND 3 16,170 0 0
AARONS INC COM PAR $0.50 002535300 565 24,805 SH   DFND 1 24,805 0 0
AARONS INC COM PAR $0.50 002535300 1,058 46,460 SH   DFND 4 46,460 0 0
ABBOTT LABS COM 002824100 3,462 43,870 SH   DFND 2 43,870 0 0
ABBOTT LABS COM 002824100 19 246 SH   DFND 3 246 0 0
ABBOTT LABS COM 002824100 5,432 68,832 SH   DFND 1 68,832 0 0
ABBOTT LABS COM 002824100 2,525 32,000 SH   DFND 4 32,000 0 0
ABBVIE INC COM 00287Y109 3,358 44,070 SH   DFND 1 44,070 0 0
ABBVIE INC COM 00287Y109 140,053 1,838,206 SH   DFND 4 1,838,206 0 0
ABIOMED INC COM 003654100 785 5,409 SH   DFND 1 5,409 0 0
ABIOMED INC COM 003654100 62 430 SH   DFND 3 430 0 0
ABIOMED INC COM 003654100 392 2,700 SH   DFND 4 2,700 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,080 113,351 SH   DFND 1 113,351 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,095 49,585 SH   DFND 1 49,585 0 0
ACCELERON PHARMA INC COM 00434H108 448 4,986 SH   DFND 1 4,986 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 888 5,438 SH   DFND 1 5,438 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,460 27,321 SH   DFND 4 27,321 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 848 5,192 SH   DFND 2 5,192 0 0
ACI WORLDWIDE INC COM 004498101 1,233 51,075 SH   DFND 1 51,075 0 0
ACI WORLDWIDE INC COM 004498101 492 20,390 SH   DFND 4 20,390 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 97 93,518 SH   DFND 3 93,518 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,006 33,730 SH   DFND 1 33,730 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,331 123,254 SH   DFND 2 123,254 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,437 91,411 SH   DFND 3 91,411 0 0
ACTIVISION BLIZZARD INC COM 00507V109 15,698 263,915 SH   DFND 4 263,915 0 0
ACUITY BRANDS INC COM 00508Y102 1,139 13,300 SH   DFND 4 13,300 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 92 33,822 SH   DFND 3 33,822 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 621 22,343 SH   DFND 1 22,343 0 0
ADIENT PLC ORD SHS G0084W101 1,659 182,914 SH   DFND 1 182,914 0 0
ADIENT PLC ORD SHS G0084W101 52 5,700 SH   DFND 4 5,700 0 0
ADOBE INC COM 00724F101 928 2,916 SH   DFND 1 2,916 0 0
ADOBE INC COM 00724F101 2,632 8,271 SH   DFND 2 8,271 0 0
ADOBE INC COM 00724F101 17,050 53,577 SH   DFND 3 53,577 0 0
ADOBE INC COM 00724F101 51,770 162,675 SH   DFND 4 162,675 0 0
ADT INC COM 00090Q103 72 16,716 SH   DFND 4 16,716 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 571 6,117 SH   DFND 4 6,117 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 120 1,286 SH   DFND 3 1,286 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,820 40,930 SH   DFND 1 40,930 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 3,524 119,713 SH   DFND 4 119,713 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,049 23,072 SH   DFND 1 23,072 0 0
AECOM COM 00766T100 556 18,614 SH   DFND 1 18,614 0 0
AECOM COM 00766T100 15 500 SH   DFND 4 500 0 0
AERCAP HOLDINGS NV SHS N00985106 1 36 SH   DFND 1 36 0 0
AERCAP HOLDINGS NV SHS N00985106 8,638 379,044 SH   DFND 4 379,044 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,579 37,758 SH   DFND 1 37,758 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 891 21,297 SH   DFND 4 21,297 0 0
AES CORP COM 00130H105 3,066 225,438 SH   DFND 1 225,438 0 0
AES CORP COM 00130H105 3,803 279,640 SH   DFND 4 279,640 0 0
AFLAC INC COM 001055102 291 8,502 SH   DFND 1 8,502 0 0
AGILE THERAPEUTICS INC COM 00847L100 29 15,700 SH   DFND 4 15,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,067 14,903 SH   DFND 1 14,903 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 93 1,300 SH   DFND 4 1,300 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 207 5,840 SH   DFND 1 5,840 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,655 192,385 SH   DFND 4 192,385 0 0
AIR PRODS & CHEMS INC COM 009158106 281 1,406 SH   DFND 1 1,406 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 645 7,052 SH   DFND 1 7,052 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,403 37,200 SH   DFND 4 37,200 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 16,494 14,700,000 PRN   DFND 3 14,700,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 1,661 219,106 SH   DFND 4 219,106 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 92 18,350 SH   DFND 1 18,350 0 0
ALARM COM HLDGS INC COM 011642105 2,071 53,228 SH   DFND 1 53,228 0 0
ALBANY INTL CORP CL A 012348108 791 16,704 SH   DFND 1 16,704 0 0
ALBANY INTL CORP CL A 012348108 1 29 SH   DFND 4 29 0 0
ALBEMARLE CORP COM 012653101 30 533 SH   DFND 1 533 0 0
ALBEMARLE CORP COM 012653101 571 10,121 SH   DFND 3 10,121 0 0
ALCOA CORP COM 013872106 2,387 387,493 SH   DFND 3 387,493 0 0
ALCOA CORP COM 013872106 2,033 330,039 SH   DFND 4 330,039 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 6,134 546,744 SH   DFND 4 546,744 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 43,637 485,988 SH   DFND 4 485,988 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 3,017 225,140 SH   DFND 1 225,140 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 319,998 1,645,402 SH   DFND 4 1,645,402 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 635 3,263 SH   DFND 2 3,263 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,339 7,695 SH   DFND 1 7,695 0 0
ALIGN TECHNOLOGY INC COM 016255101 18,409 105,832 SH   DFND 4 105,832 0 0
ALKERMES PLC SHS G01767105 756 52,399 SH   DFND 1 52,399 0 0
ALKERMES PLC SHS G01767105 1,022 70,867 SH   DFND 4 70,867 0 0
ALLAKOS INC COM 01671P100 256 5,759 SH   DFND 1 5,759 0 0
ALLEGHANY CORP DEL COM 017175100 2,531 4,582 SH   DFND 1 4,582 0 0
ALLEGHANY CORP DEL COM 017175100 906 1,640 SH   DFND 4 1,640 0 0
ALLEGION PLC ORD SHS G0176J109 2,315 25,163 SH   DFND 1 25,163 0 0
ALLEGION PLC ORD SHS G0176J109 74 800 SH   DFND 4 800 0 0
ALLETE INC COM NEW 018522300 213 3,514 SH   DFND 1 3,514 0 0
ALLETE INC COM NEW 018522300 3,638 59,955 SH   DFND 4 59,955 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,244 36,967 SH   DFND 1 36,967 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 93 2,761 SH   DFND 3 2,761 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,557 46,264 SH   DFND 4 46,264 0 0
ALLIANT ENERGY CORP COM 018802108 1 13 SH   DFND 1 13 0 0
ALLIANT ENERGY CORP COM 018802108 8 168 SH   DFND 3 168 0 0
ALLIANT ENERGY CORP COM 018802108 367 7,600 SH   DFND 4 7,600 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 1,021 43,063 SH   DFND 4 43,063 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 49,601 1,521,041 SH   DFND 4 1,521,041 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,027 92,831 SH   DFND 1 92,831 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 2,731 140,489 SH   DFND 1 140,489 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 710 100,840 SH   DFND 4 100,840 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 468 66,533 SH   DFND 1 66,533 0 0
ALLSTATE CORP COM 020002101 331 3,608 SH   DFND 1 3,608 0 0
ALLSTATE CORP COM 020002101 65 712 SH   DFND 3 712 0 0
ALLSTATE CORP COM 020002101 130,769 1,425,585 SH   DFND 4 1,425,585 0 0
ALLY FINL INC COM 02005N100 41,255 2,858,949 SH   DFND 4 2,858,949 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 294 2,700 SH   DFND 1 2,700 0 0
ALPHABET INC CAP STK CL A 02079K305 8,951 7,703 SH   DFND 2 7,703 0 0
ALPHABET INC CAP STK CL A 02079K305 64,529 55,535 SH   DFND 4 55,535 0 0
ALPHABET INC CAP STK CL A 02079K305 4,922 4,236 SH   DFND 3 4,236 0 0
ALPHABET INC CAP STK CL A 02079K305 2,555 2,199 SH   DFND 1 2,199 0 0
ALPHABET INC CAP STK CL C 02079K107 93,395 80,318 SH   DFND 4 80,318 0 0
ALPHABET INC CAP STK CL C 02079K107 9,147 7,866 SH   DFND 2 7,866 0 0
ALTICE USA INC CL A 02156K103 6,090 273,229 SH   DFND 4 273,229 0 0
ALTRIA GROUP INC COM 02209S103 1,307 33,808 SH   DFND 2 33,808 0 0
ALTRIA GROUP INC COM 02209S103 294 7,599 SH   DFND 3 7,599 0 0
ALTRIA GROUP INC COM 02209S103 7,653 197,900 SH   DFND 4 197,900 0 0
AMAZON COM INC COM 023135106 32,365 16,600 SH   DFND 3 16,600 0 0
AMAZON COM INC COM 023135106 325,361 166,876 SH   DFND 4 166,876 0 0
AMAZON COM INC COM 023135106 22,320 11,448 SH   DFND 2 11,448 0 0
AMAZON COM INC COM 023135106 4,001 2,052 SH   DFND 1 2,052 0 0
AMBARELLA INC SHS G037AX101 51 1,045 SH   DFND 4 1,045 0 0
AMBARELLA INC SHS G037AX101 939 19,343 SH   DFND 1 19,343 0 0
AMC NETWORKS INC CL A 00164V103 1,394 57,330 SH   DFND 4 57,330 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 22 125,000 SH   DFND 3 125,000 0 0
AMCOR PLC ORD G0250X107 2,148 264,549 SH   DFND 1 264,549 0 0
AMCOR PLC ORD G0250X107 18 2,215 SH   DFND 3 2,215 0 0
AMCOR PLC ORD G0250X107 283 34,800 SH   DFND 4 34,800 0 0
AMDOCS LTD SHS G02602103 1,606 29,214 SH   DFND 1 29,214 0 0
AMDOCS LTD SHS G02602103 412 7,500 SH   DFND 4 7,500 0 0
AMEDISYS INC COM 023436108 18,609 101,389 SH   DFND 4 101,389 0 0
AMEDISYS INC COM 023436108 2,312 12,595 SH   DFND 1 12,595 0 0
AMER STATES WTR CO COM 029899101 806 9,862 SH   DFND 1 9,862 0 0
AMER STATES WTR CO COM 029899101 2,822 34,520 SH   DFND 4 34,520 0 0
AMEREN CORP COM 023608102 326 4,472 SH   DFND 1 4,472 0 0
AMEREN CORP COM 023608102 13 172 SH   DFND 3 172 0 0
AMEREN CORP COM 023608102 8,465 116,232 SH   DFND 4 116,232 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 40 11,174 SH   DFND 4 11,174 0 0
AMERICAN ELEC PWR CO INC COM 025537101 28 345 SH   DFND 3 345 0 0
AMERICAN ELEC PWR CO INC COM 025537101 184 2,300 SH   DFND 4 2,300 0 0
AMERICAN ELEC PWR CO INC COM 025537101 0 3 SH   DFND 1 3 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,607 85,489 SH   DFND 4 85,489 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 442 23,523 SH   DFND 1 23,523 0 0
AMERICAN EXPRESS CO COM 025816109 3,138 36,658 SH   DFND 1 36,658 0 0
AMERICAN EXPRESS CO COM 025816109 295 3,443 SH   DFND 3 3,443 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 67 10,713 SH   DFND 4 10,713 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,241 31,971 SH   DFND 1 31,971 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 463 6,603 SH   DFND 4 6,603 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,855 77,518 SH   DFND 4 77,518 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,062 18,655 SH   DFND 4 18,655 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,878 40,800 SH   DFND 4 40,800 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 0 2 SH   DFND 3 2 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,401 20,081 SH   DFND 1 20,081 0 0
AMERICAS CAR MART INC COM 03062T105 298 5,297 SH   DFND 4 5,297 0 0
AMERIPRISE FINL INC COM 03076C106 1,085 10,590 SH   DFND 1 10,590 0 0
AMERIPRISE FINL INC COM 03076C106 291 2,844 SH   DFND 3 2,844 0 0
AMERIPRISE FINL INC COM 03076C106 110,802 1,081,204 SH   DFND 4 1,081,204 0 0
AMERISOURCEBERGEN CORP COM 03073E105 379 4,282 SH   DFND 1 4,282 0 0
AMERISOURCEBERGEN CORP COM 03073E105 0 3 SH   DFND 3 3 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,785 42,772 SH   DFND 4 42,772 0 0
AMETEK INC COM 031100100 1,610 22,354 SH   DFND 1 22,354 0 0
AMETEK INC COM 031100100 30 422 SH   DFND 3 422 0 0
AMETEK INC COM 031100100 50 700 SH   DFND 4 700 0 0
AMGEN INC COM 031162100 369 1,818 SH   DFND 1 1,818 0 0
AMGEN INC COM 031162100 4,360 21,505 SH   DFND 2 21,505 0 0
AMGEN INC COM 031162100 56,910 280,719 SH   DFND 4 280,719 0 0
AMICUS THERAPEUTICS INC COM 03152W109 262 28,366 SH   DFND 1 28,366 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,900 205,598 SH   DFND 4 205,598 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,398 179,500 SH   DFND 4 179,500 0 0
AMN HEALTHCARE SVCS INC COM 001744101 335 5,802 SH   DFND 4 5,802 0 0
AMN HEALTHCARE SVCS INC COM 001744101 376 6,503 SH   DFND 1 6,503 0 0
AMPHENOL CORP NEW CL A 032095101 243 3,337 SH   DFND 4 3,337 0 0
AMPHENOL CORP NEW CL A 032095101 37 513 SH   DFND 3 513 0 0
AMPHENOL CORP NEW CL A 032095101 189 2,592 SH   DFND 1 2,592 0 0
ANALOG DEVICES INC COM 032654105 510 5,691 SH   DFND 1 5,691 0 0
ANAPLAN INC COM 03272L108 2,334 77,148 SH   DFND 1 77,148 0 0
ANAPLAN INC COM 03272L108 366 12,097 SH   DFND 3 12,097 0 0
ANAPLAN INC COM 03272L108 54 1,795 SH   DFND 4 1,795 0 0
ANAPTYSBIO INC COM 032724106 1,507 106,650 SH   DFND 4 106,650 0 0
ANGIODYNAMICS INC COM 03475V101 230 22,089 SH   DFND 4 22,089 0 0
ANGIODYNAMICS INC COM 03475V101 14 1,302 SH   DFND 1 1,302 0 0
ANGIODYNAMICS INC COM 03475V101 27 2,580 SH   DFND 3 2,580 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,855 70,082 SH   DFND 4 70,082 0 0
ANSYS INC COM 03662Q105 2,704 11,633 SH   DFND 1 11,633 0 0
ANTHEM INC COM 036752103 4,091 18,019 SH   DFND 1 18,019 0 0
ANTHEM INC COM 036752103 38 168 SH   DFND 3 168 0 0
ANTHEM INC COM 036752103 6,145 27,066 SH   DFND 4 27,066 0 0
AON PLC SHS CL A G0408V102 745 4,514 SH   DFND 1 4,514 0 0
AON PLC SHS CL A G0408V102 69,495 421,081 SH   DFND 4 421,081 0 0
APACHE CORP COM 037411105 1 200 SH Put DFND 1 200 0 0
APACHE CORP COM 037411105 1 131 SH   DFND 1 131 0 0
APACHE CORP COM 037411105 237 56,647 SH   DFND 3 56,647 0 0
APACHE CORP COM 037411105 1 200 SH Call DFND 1 200 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 4,944 140,665 SH   DFND 4 140,665 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 0 2 SH   DFND 3 2 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 347 12,962 SH   DFND 1 12,962 0 0
APERGY CORP COM 03755L104 1 171 SH   DFND 1 171 0 0
APERGY CORP COM 03755L104 214 37,269 SH   DFND 4 37,269 0 0
APPFOLIO INC COM CL A 03783C100 1,349 12,155 SH   DFND 1 12,155 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 338 36,888 SH   DFND 4 36,888 0 0
APPLE INC COM 037833100 2,201 8,505 SH   DFND 3 8,505 0 0
APPLE INC COM 037833100 261,198 1,027,167 SH   DFND 4 1,027,167 0 0
APPLE INC COM 037833100 25,763 101,313 SH   DFND 2 101,313 0 0
APPLE INC COM 037833100 584 2,297 SH   DFND 1 2,297 0 0
APPLIED MATLS INC COM 038222105 6,254 136,484 SH   DFND 3 136,484 0 0
APPLIED MATLS INC COM 038222105 120,521 2,630,319 SH   DFND 4 2,630,319 0 0
APPLIED MATLS INC COM 038222105 4,157 90,726 SH   DFND 1 90,726 0 0
APTARGROUP INC COM 038336103 1,363 13,697 SH   DFND 1 13,697 0 0
APTARGROUP INC COM 038336103 119 1,200 SH   DFND 4 1,200 0 0
APTIV PLC SHS G6095L109 2,531 51,398 SH   DFND 1 51,398 0 0
APTIV PLC SHS G6095L109 17 337 SH   DFND 3 337 0 0
APTIV PLC SHS G6095L109 154 3,132 SH   DFND 4 3,132 0 0
ARCBEST CORP COM 03937C105 1,261 71,971 SH   DFND 4 71,971 0 0
ARCH CAP GROUP LTD ORD G0450A105 949 33,331 SH   DFND 1 33,331 0 0
ARCH CAP GROUP LTD ORD G0450A105 167 5,873 SH   DFND 4 5,873 0 0
ARCH CAP GROUP LTD ORD G0450A105 9,897 347,748 SH   DFND 3 347,748 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 60 1,701 SH   DFND 1 1,701 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 149 4,242 SH   DFND 3 4,242 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 774 22,000 SH   DFND 4 22,000 0 0
ARCOSA INC COM 039653100 1,367 34,389 SH   DFND 1 34,389 0 0
ARCOSA INC COM 039653100 1,005 25,284 SH   DFND 4 25,284 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,670 318,108 SH   DFND 4 318,108 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 10,595 252,272 SH   DFND 4 252,272 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 287 9,291 SH   DFND 1 9,291 0 0
ARISTA NETWORKS INC COM 040413106 1 5 SH   DFND 1 5 0 0
ARISTA NETWORKS INC COM 040413106 4,785 23,624 SH   DFND 4 23,624 0 0
ARMSTRONG WORLD INDS INC COM 04247X102 3,321 41,814 SH   DFND 1 41,814 0 0
ARMSTRONG WORLD INDS INC COM 04247X102 4,067 51,204 SH   DFND 4 51,204 0 0
ARROW ELECTRS INC COM 042735100 406 7,821 SH   DFND 1 7,821 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 392 13,614 SH   DFND 1 13,614 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,263 43,900 SH   DFND 4 43,900 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,495 162,616 SH   DFND 1 162,616 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,329 154,900 SH   DFND 4 154,900 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 6,054 109,618 SH   DFND 4 109,618 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,977 53,910 SH   DFND 1 53,910 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 3,458 69,070 SH   DFND 1 69,070 0 0
ASPEN TECHNOLOGY INC COM 045327103 818 8,604 SH   DFND 1 8,604 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,927 93,900 SH   DFND 4 93,900 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 635 42,826 SH   DFND 4 42,826 0 0
ASSOCIATED BANC CORP COM 045487105 2,620 204,838 SH   DFND 1 204,838 0 0
ASSOCIATED BANC CORP COM 045487105 522 40,790 SH   DFND 4 40,790 0 0
ASSURANT INC COM 04621X108 3,595 34,533 SH   DFND 1 34,533 0 0
ASSURED GUARANTY LTD COM G0585R106 28,508 1,105,408 SH   DFND 4 1,105,408 0 0
AT&T INC COM 00206R102 13,718 470,599 SH   DFND 4 470,599 0 0
AT&T INC COM 00206R102 613 21,031 SH   DFND 1 21,031 0 0
ATHENE HLDG LTD CL A G0684D107 250 10,089 SH   DFND 1 10,089 0 0
ATHENE HLDG LTD CL A G0684D107 44,549 1,794,900 SH   DFND 4 1,794,900 0 0
ATKORE INTL GROUP INC COM 047649108 8 370 SH   DFND 1 370 0 0
ATKORE INTL GROUP INC COM 047649108 12,306 584,054 SH   DFND 4 584,054 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 912 426,220 SH   DFND 4 426,220 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 668 30,488 SH   DFND 1 30,488 0 0
ATLANTICA YIELD PLC SHS G0751N103 13,988 627,247 SH   DFND 4 627,247 0 0
ATLASSIAN CORP PLC CL A G06242104 2,624 19,115 SH   DFND 1 19,115 0 0
ATLASSIAN CORP PLC CL A G06242104 62 450 SH   DFND 4 450 0 0
ATRICURE INC COM 04963C209 609 18,117 SH   DFND 3 18,117 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 9 629 SH   DFND 1 629 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 1,204 82,959 SH   DFND 4 82,959 0 0
AUTODESK INC COM 052769106 605 3,877 SH   DFND 3 3,877 0 0
AUTODESK INC COM 052769106 69,304 443,973 SH   DFND 4 443,973 0 0
AUTODESK INC COM 052769106 2,055 13,166 SH   DFND 1 13,166 0 0
AUTOLIV INC COM 052800109 1,940 42,159 SH   DFND 1 42,159 0 0
AUTOLIV INC COM 052800109 1,638 35,593 SH   DFND 3 35,593 0 0
AUTOLIV INC COM 052800109 92 2,000 SH   DFND 4 2,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 838 6,130 SH   DFND 1 6,130 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,882 28,400 SH   DFND 4 28,400 0 0
AUTONATION INC COM 05329W102 3,245 115,648 SH   DFND 1 115,648 0 0
AUTONATION INC COM 05329W102 429 15,286 SH   DFND 4 15,286 0 0
AUTOZONE INC COM 053332102 23,607 27,904 SH   DFND 4 27,904 0 0
AVANGRID INC COM 05351W103 972 22,204 SH   DFND 1 22,204 0 0
AVANGRID INC COM 05351W103 5,658 129,226 SH   DFND 4 129,226 0 0
AVANTOR INC COM 05352A100 407 32,551 SH   DFND 1 32,551 0 0
AVANTOR INC COM 05352A100 393 31,469 SH   DFND 4 31,469 0 0
AVAYA HLDGS CORP COM 05351X101 27 3,382 SH   DFND 1 3,382 0 0
AVAYA HLDGS CORP COM 05351X101 861 106,399 SH   DFND 4 106,399 0 0
AVERY DENNISON CORP COM 053611109 4,202 41,244 SH   DFND 1 41,244 0 0
AVERY DENNISON CORP COM 053611109 3,470 34,064 SH   DFND 4 34,064 0 0
AVIS BUDGET GROUP COM 053774105 1,103 79,376 SH   DFND 1 79,376 0 0
AVISTA CORP COM 05379B107 4,560 107,311 SH   DFND 1 107,311 0 0
AXALTA COATING SYS LTD COM G0750C108 3,973 230,052 SH   DFND 1 230,052 0 0
AXALTA COATING SYS LTD COM G0750C108 20,284 1,174,538 SH   DFND 4 1,174,538 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,213 57,259 SH   DFND 4 57,259 0 0
AXON ENTERPRISE INC COM 05464C101 332 4,694 SH   DFND 3 4,694 0 0
AZZ INC COM 002474104 14 491 SH   DFND 1 491 0 0
AZZ INC COM 002474104 2,040 72,562 SH   DFND 4 72,562 0 0
B2GOLD CORP COM 11777Q209 32,070 10,715,206 SH   DFND 4 10,715,206 0 0
BADGER METER INC COM 056525108 10 192 SH   DFND 1 192 0 0
BADGER METER INC COM 056525108 1,172 21,868 SH   DFND 4 21,868 0 0
BAIDU INC SPON ADR REP A 056752108 18,050 179,082 SH   DFND 4 179,082 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,284 217,512 SH   DFND 1 217,512 0 0
BAKER HUGHES COMPANY CL A 05722G100 8 759 SH   DFND 3 759 0 0
BALCHEM CORP COM 057665200 641 6,492 SH   DFND 1 6,492 0 0
BALL CORP COM 058498106 27,047 418,300 SH   DFND 4 418,300 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,263 119,597 SH   DFND 1 119,597 0 0
BANK HAWAII CORP COM 062540109 3,083 55,815 SH   DFND 1 55,815 0 0
BANK MONTREAL COM 063671101 9,348 187,240 SH   DFND 4 187,240 0 0
BANK NEW YORK MELLON CORP COM 064058100 62,553 1,857,271 SH   DFND 4 1,857,271 0 0
BANK NEW YORK MELLON CORP COM 064058100 931 27,636 SH   DFND 1 27,636 0 0
BANK NEW YORK MELLON CORP COM 064058100 80 2,364 SH   DFND 3 2,364 0 0
BANK NOVA SCOTIA B C COM 064149107 9,311 231,289 SH   DFND 4 231,289 0 0
BANK NOVA SCOTIA B C COM 064149107 194 4,822 SH   DFND 3 4,822 0 0
BANK NOVA SCOTIA B C COM 064149107 1,999 49,231 SH   DFND 1 49,231 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,390 81,603 SH   DFND 4 81,603 0 0
BANK OZK COM 06417N103 254 15,228 SH   DFND 1 15,228 0 0
BANK OZK COM 06417N103 5 300 SH   DFND 4 300 0 0
BANKUNITED INC COM 06652K103 2,347 125,519 SH   DFND 1 125,519 0 0
BANKUNITED INC COM 06652K103 950 50,789 SH   DFND 4 50,789 0 0
BANNER CORP COM NEW 06652V208 3,952 119,620 SH   DFND 1 119,620 0 0
BARNES GROUP INC COM 067806109 25 600 SH   DFND 4 600 0 0
BARNES GROUP INC COM 067806109 1,733 41,433 SH   DFND 1 41,433 0 0
BARRETT BUSINESS SVCS INC COM 068463108 6 146 SH   DFND 1 146 0 0
BARRETT BUSINESS SVCS INC COM 068463108 1,784 44,993 SH   DFND 4 44,993 0 0
BARRICK GOLD CORPORATION COM 067901108 45,851 2,502,810 SH   DFND 4 2,502,810 0 0
BAUSCH HEALTH COS INC COM 071734107 243 15,700 SH   DFND 4 15,700 0 0
BAXTER INTL INC COM 071813109 498 6,130 SH   DFND 1 6,130 0 0
BAXTER INTL INC COM 071813109 329 4,050 SH   DFND 3 4,050 0 0
BAXTER INTL INC COM 071813109 1,892 23,300 SH   DFND 4 23,300 0 0
BBX CAP CORP NEW CL A 05491N104 491 212,614 SH   DFND 4 212,614 0 0
BCE INC COM NEW 05534B760 1,530 37,449 SH   DFND 1 37,449 0 0
BCE INC COM NEW 05534B760 17,865 440,468 SH   DFND 4 440,468 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,828 170,950 SH   DFND 1 170,950 0 0
BECTON DICKINSON & CO COM 075887109 871 3,789 SH   DFND 1 3,789 0 0
BECTON DICKINSON & CO COM 075887109 3,055 13,297 SH   DFND 4 13,297 0 0
BENEFYTT TECHNOLOGIES INC COM CL A 08182C106 202 9,029 SH   DFND 4 9,029 0 0
BERKLEY W R CORP COM 084423102 2,450 46,958 SH   DFND 1 46,958 0 0
BERKLEY W R CORP COM 084423102 43 815 SH   DFND 3 815 0 0
BERKLEY W R CORP COM 084423102 52 1,000 SH   DFND 4 1,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,053 44,046 SH   DFND 2 44,046 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,171 6,407 SH   DFND 3 6,407 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 34,032 186,140 SH   DFND 4 186,140 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,161 34,440 SH   DFND 4 34,440 0 0
BEST BUY INC COM 086516101 34,984 613,763 SH   DFND 4 613,763 0 0
BEST BUY INC COM 086516101 1,563 27,421 SH   DFND 1 27,421 0 0
BEST BUY INC COM 086516101 126 2,206 SH   DFND 3 2,206 0 0
BGC PARTNERS INC CL A 05541T101 115 45,762 SH   DFND 4 45,762 0 0
BIO RAD LABS INC CL A 090572207 3,004 8,568 SH   DFND 1 8,568 0 0
BIO RAD LABS INC CL A 090572207 70 200 SH   DFND 4 200 0 0
BIOGEN INC COM 09062X103 394 1,244 SH   DFND 1 1,244 0 0
BIOGEN INC COM 09062X103 179,276 566,648 SH   DFND 4 566,648 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 84 1,000 SH   DFND 4 1,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 240 2,845 SH   DFND 1 2,845 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,094 24,778 SH   DFND 3 24,778 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 8,629 8,300,000 PRN   DFND 3 8,300,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,876 33,161 SH   DFND 4 33,161 0 0
BIO-TECHNE CORP COM 09073M104 3,743 19,740 SH   DFND 1 19,740 0 0
BIO-TECHNE CORP COM 09073M104 209 1,100 SH   DFND 4 1,100 0 0
BIOTELEMETRY INC COM 090672106 4,384 113,834 SH   DFND 1 113,834 0 0
BIOTELEMETRY INC COM 090672106 3,330 86,479 SH   DFND 4 86,479 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,607 250,956 SH   DFND 3 250,956 0 0
BK OF AMERICA CORP COM 060505104 361 17,008 SH   DFND 3 17,008 0 0
BK OF AMERICA CORP COM 060505104 2,709 127,600 SH   DFND 4 127,600 0 0
BK OF AMERICA CORP COM 060505104 3,257 153,408 SH   DFND 2 153,408 0 0
BK OF AMERICA CORP COM 060505104 3,447 162,377 SH   DFND 1 162,377 0 0
BLACK HILLS CORP COM 092113109 1,795 28,034 SH   DFND 4 28,034 0 0
BLACK KNIGHT INC COM 09215C105 542 9,335 SH   DFND 1 9,335 0 0
BLACK KNIGHT INC COM 09215C105 104 1,789 SH   DFND 4 1,789 0 0
BLACKBAUD INC COM 09227Q100 5,600 100,811 SH   DFND 1 100,811 0 0
BLACKLINE INC COM 09239B109 1,758 33,416 SH   DFND 1 33,416 0 0
BLACKLINE INC COM 09239B109 11 200 SH   DFND 4 200 0 0
BLACKROCK INC COM 09247X101 467 1,062 SH   DFND 1 1,062 0 0
BLACKROCK INC COM 09247X101 5,771 13,116 SH   DFND 3 13,116 0 0
BLACKROCK INC COM 09247X101 1,162 2,640 SH   DFND 4 2,640 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 355 7,789 SH   DFND 1 7,789 0 0
BLOCK H & R INC COM 093671105 1,344 95,463 SH   DFND 4 95,463 0 0
BLOCK H & R INC COM 093671105 35 2,511 SH   DFND 3 2,511 0 0
BLOOMIN BRANDS INC COM 094235108 81 11,400 SH   DFND 4 11,400 0 0
BLUCORA INC COM 095229100 8 627 SH   DFND 1 627 0 0
BLUCORA INC COM 095229100 119 9,866 SH   DFND 4 9,866 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,433 41,605 SH   DFND 1 41,605 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,149 36,747 SH   DFND 4 36,747 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 103 18,421 SH   DFND 4 18,421 0 0
BMC STK HLDGS INC COM 05591B109 7,644 431,151 SH   DFND 4 431,151 0 0
BMC STK HLDGS INC COM 05591B109 12 652 SH   DFND 1 652 0 0
BOEING CO COM 097023105 1,134 7,605 SH   DFND 2 7,605 0 0
BOEING CO COM 097023105 94 629 SH   DFND 3 629 0 0
BOISE CASCADE CO DEL COM 09739D100 4 163 SH   DFND 1 163 0 0
BOISE CASCADE CO DEL COM 09739D100 4,952 208,251 SH   DFND 4 208,251 0 0
BOK FINL CORP COM NEW 05561Q201 3,800 89,295 SH   DFND 1 89,295 0 0
BOOKING HLDGS INC COM 09857L108 3,420 2,542 SH   DFND 1 2,542 0 0
BOOKING HLDGS INC COM 09857L108 1,065 792 SH   DFND 2 792 0 0
BOOKING HLDGS INC COM 09857L108 53,947 40,100 SH   DFND 4 40,100 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,471 65,141 SH   DFND 1 65,141 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,508 65,683 SH   DFND 4 65,683 0 0
BOSTON BEER INC CL A 100557107 1,951 5,308 SH   DFND 1 5,308 0 0
BOSTON BEER INC CL A 100557107 6,233 16,957 SH   DFND 4 16,957 0 0
BOSTON BEER INC CL A 100557107 6,477 17,621 SH   DFND 2 17,621 0 0
BOSTON PROPERTIES INC COM 101121101 0 2 SH   DFND 3 2 0 0
BOSTON PROPERTIES INC COM 101121101 203 2,200 SH   DFND 4 2,200 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,315 70,932 SH   DFND 1 70,932 0 0
BOSTON SCIENTIFIC CORP COM 101137107 636 19,482 SH   DFND 3 19,482 0 0
BOSTON SCIENTIFIC CORP COM 101137107 111 3,400 SH   DFND 4 3,400 0 0
BOTTOMLINE TECH DEL INC COM 101388106 442 12,065 SH   DFND 1 12,065 0 0
BOX INC CL A 10316T104 255 18,171 SH   DFND 4 18,171 0 0
BOX INC CL A 10316T104 2,268 161,561 SH   DFND 1 161,561 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,720 26,662 SH   DFND 1 26,662 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 20 200 SH   DFND 4 200 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 2,523 394,818 SH   DFND 4 394,818 0 0
BRINKER INTL INC COM 109641100 1 124 SH   DFND 1 124 0 0
BRINKER INTL INC COM 109641100 1,515 126,141 SH   DFND 4 126,141 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 3,501 62,816 SH   DFND 1 62,816 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,363 42,385 SH   DFND 2 42,385 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 57,501 1,031,585 SH   DFND 4 1,031,585 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 2,110 555,155 SH   DFND 3 555,155 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 189 19,879 SH   DFND 4 19,879 0 0
BROADCOM INC COM 11135F101 578 2,437 SH   DFND 1 2,437 0 0
BROADCOM INC COM 11135F101 968 4,084 SH   DFND 3 4,084 0 0
BROADCOM INC COM 11135F101 1,868 7,878 SH   DFND 2 7,878 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 600 6,322 SH   DFND 1 6,322 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 987 22,297 SH   DFND 1 22,297 0 0
BROOKS AUTOMATION INC NEW COM 114340102 1,492 48,923 SH   DFND 1 48,923 0 0
BROWN & BROWN INC COM 115236101 3,460 95,518 SH   DFND 1 95,518 0 0
BROWN FORMAN CORP CL B 115637209 340 6,127 SH   DFND 1 6,127 0 0
BROWN FORMAN CORP CL B 115637209 1,538 27,700 SH   DFND 4 27,700 0 0
BRUKER CORP COM 116794108 614 17,136 SH   DFND 1 17,136 0 0
BRUNSWICK CORP COM 117043109 2,765 78,178 SH   DFND 1 78,178 0 0
BRUNSWICK CORP COM 117043109 120 3,400 SH   DFND 4 3,400 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 20,529 1,678,597 SH   DFND 4 1,678,597 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 47 3,805 SH   DFND 1 3,805 0 0
BURLINGTON STORES INC COM 122017106 71 447 SH   DFND 1 447 0 0
BURLINGTON STORES INC COM 122017106 1,004 6,335 SH   DFND 4 6,335 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,849 37,969 SH   DFND 1 37,969 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,319 27,088 SH   DFND 4 27,088 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 48 724 SH   DFND 3 724 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,088 152,384 SH   DFND 4 152,384 0 0
CABLE ONE INC COM 12685J105 9,359 5,693 SH   DFND 4 5,693 0 0
CABOT CORP COM 127055101 2,077 79,514 SH   DFND 1 79,514 0 0
CABOT CORP COM 127055101 2,617 100,187 SH   DFND 4 100,187 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 574 5,029 SH   DFND 4 5,029 0 0
CABOT OIL & GAS CORP COM 127097103 3,338 194,207 SH   DFND 3 194,207 0 0
CABOT OIL & GAS CORP COM 127097103 4,183 243,337 SH   DFND 4 243,337 0 0
CACI INTL INC CL A 127190304 31 149 SH   DFND 1 149 0 0
CACI INTL INC CL A 127190304 26,294 124,527 SH   DFND 4 124,527 0 0
CADENCE BANCORPORATION CL A 12739A100 2,134 325,877 SH   DFND 1 325,877 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,017 45,684 SH   DFND 1 45,684 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 131,597 1,992,691 SH   DFND 4 1,992,691 0 0
CALAVO GROWERS INC COM 128246105 13 222 SH   DFND 1 222 0 0
CALAVO GROWERS INC COM 128246105 6,373 110,464 SH   DFND 4 110,464 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 222 4,404 SH   DFND 4 4,404 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 260 5,175 SH   DFND 1 5,175 0 0
CALLON PETE CO DEL COM 13123X102 300 547,210 SH   DFND 3 547,210 0 0
CAMDEN PPTY TR SH BEN INT 133131102 14,644 184,805 SH   DFND 4 184,805 0 0
CAMECO CORP COM 13321L108 135 17,918 SH   DFND 3 17,918 0 0
CAMPBELL SOUP CO COM 134429109 1,202 26,043 SH   DFND 1 26,043 0 0
CAMPBELL SOUP CO COM 134429109 0 2 SH   DFND 3 2 0 0
CANADIAN IMP BK COMM COM 136069101 25 425 SH   DFND 1 425 0 0
CANADIAN IMP BK COMM COM 136069101 9,846 170,898 SH   DFND 4 170,898 0 0
CANADIAN NAT RES LTD COM 136385101 2,853 210,522 SH   DFND 1 210,522 0 0
CANADIAN NAT RES LTD COM 136385101 987 72,840 SH   DFND 3 72,840 0 0
CANADIAN NATL RY CO COM 136375102 3,108 40,032 SH   DFND 1 40,032 0 0
CANADIAN NATL RY CO COM 136375102 2,004 25,919 SH   DFND 4 25,919 0 0
CANADIAN PAC RY LTD COM 13645T100 3,756 17,103 SH   DFND 1 17,103 0 0
CANADIAN PAC RY LTD COM 13645T100 131 600 SH   DFND 4 600 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,173 62,922 SH   DFND 1 62,922 0 0
CAPITAL ONE FINL CORP COM 14040H105 21,438 425,183 SH   DFND 4 425,183 0 0
CARDINAL HEALTH INC COM 14149Y108 1 13 SH   DFND 3 13 0 0
CARDINAL HEALTH INC COM 14149Y108 79,481 1,657,926 SH   DFND 4 1,657,926 0 0
CARDTRONICS PLC SHS CL A G1991C105 18 872 SH   DFND 1 872 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,366 65,289 SH   DFND 4 65,289 0 0
CARGURUS INC COM CL A 141788109 1,731 91,380 SH   DFND 1 91,380 0 0
CARLISLE COS INC COM 142339100 4,836 38,600 SH   DFND 4 38,600 0 0
CARLYLE GROUP INC COM 14316J108 3,295 152,188 SH   DFND 1 152,188 0 0
CARMAX INC COM 143130102 718 13,341 SH   DFND 1 13,341 0 0
CARMAX INC COM 143130102 32 600 SH   DFND 4 600 0 0
CARTERS INC COM 146229109 2,984 45,392 SH   DFND 1 45,392 0 0
CARVANA CO CL A 146869102 216 3,924 SH   DFND 1 3,924 0 0
CASELLA WASTE SYS INC CL A 147448104 1,295 33,157 SH   DFND 1 33,157 0 0
CASELLA WASTE SYS INC CL A 147448104 3,381 86,557 SH   DFND 2 86,557 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 417 108,300 SH   DFND 4 108,300 0 0
CATERPILLAR INC DEL COM 149123101 42 364 SH   DFND 3 364 0 0
CATERPILLAR INC DEL COM 149123101 491 4,234 SH   DFND 1 4,234 0 0
CAVCO INDS INC DEL COM 149568107 1,238 8,540 SH   DFND 4 8,540 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 2,643 29,612 SH   DFND 1 29,612 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 6 72 SH   DFND 3 72 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 32,905 368,687 SH   DFND 4 368,687 0 0
CBRE GROUP INC CL A 12504L109 18,846 499,761 SH   DFND 4 499,761 0 0
CDK GLOBAL INC COM 12508E101 708 21,561 SH   DFND 1 21,561 0 0
CDK GLOBAL INC COM 12508E101 10,758 327,496 SH   DFND 4 327,496 0 0
CDW CORP COM 12514G108 1,328 14,243 SH   DFND 1 14,243 0 0
CDW CORP COM 12514G108 37,478 401,821 SH   DFND 4 401,821 0 0
CELANESE CORP DEL COM 150870103 150 2,047 SH   DFND 3 2,047 0 0
CELANESE CORP DEL COM 150870103 20,418 278,210 SH   DFND 4 278,210 0 0
CELANESE CORP DEL COM 150870103 1,068 14,551 SH   DFND 1 14,551 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,930 555,944 SH   DFND 4 555,944 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,218 140,180 SH   DFND 3 140,180 0 0
CELSIUS HLDGS INC COM NEW 15118V207 259 61,545 SH   DFND 4 61,545 0 0
CENOVUS ENERGY INC COM 15135U109 557 275,872 SH   DFND 1 275,872 0 0
CENTERPOINT ENERGY INC COM 15189T107 170 11,000 SH   DFND 4 11,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 0 16 SH   DFND 1 16 0 0
CENTERPOINT ENERGY INC COM 15189T107 51 3,273 SH   DFND 3 3,273 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,248 141,387 SH   DFND 4 141,387 0 0
CENTURY ALUM CO COM 156431108 37 10,235 SH   DFND 4 10,235 0 0
CENTURYLINK INC COM 156700106 34,933 3,692,692 SH   DFND 4 3,692,692 0 0
CERNER CORP COM 156782104 648 10,292 SH   DFND 1 10,292 0 0
CERNER CORP COM 156782104 5,643 89,592 SH   DFND 4 89,592 0 0
CERUS CORP COM 157085101 321 69,080 SH   DFND 4 69,080 0 0
CGI INC CL A SUB VTG 12532H104 627 11,532 SH   DFND 1 11,532 0 0
CGI INC CL A SUB VTG 12532H104 16,629 310,646 SH   DFND 4 310,646 0 0
CHANGE HEALTHCARE INC COM 15912K100 141 14,078 SH   DFND 4 14,078 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 8,640 807,468 SH   DFND 3 807,468 0 0
CHARLES RIV LABS INTL INC COM 159864107 5,199 41,197 SH   DFND 1 41,197 0 0
CHART INDS INC COM PAR $0.01 16115Q308 2,561 88,355 SH   DFND 1 88,355 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,850 8,825 SH   DFND 3 8,825 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,493 5,714 SH   DFND 1 5,714 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 914 9,090 SH   DFND 1 9,090 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 760 7,559 SH   DFND 3 7,559 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 59,295 589,763 SH   DFND 4 589,763 0 0
CHEGG INC COM 163092109 168 4,685 SH   DFND 1 4,685 0 0
CHEGG INC COM 163092109 102 2,843 SH   DFND 3 2,843 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 9,691 6,789,000 PRN   DFND 3 6,789,000 0 0
CHEMED CORP NEW COM 16359R103 19,445 44,886 SH   DFND 4 44,886 0 0
CHEMED CORP NEW COM 16359R103 555 1,281 SH   DFND 1 1,281 0 0
CHEMOCENTRYX INC COM 16383L106 202 5,017 SH   DFND 4 5,017 0 0
CHEMOCENTRYX INC COM 16383L106 1,080 26,870 SH   DFND 1 26,870 0 0
CHENIERE ENERGY INC COM NEW 16411R208 714 21,319 SH   DFND 4 21,319 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 8,512 12,970,000 PRN   DFND 3 12,970,000 0 0
CHEVRON CORP NEW COM 166764100 2,837 39,151 SH   DFND 1 39,151 0 0
CHEVRON CORP NEW COM 166764100 372 5,139 SH   DFND 2 5,139 0 0
CHEVRON CORP NEW COM 166764100 3,012 41,573 SH   DFND 3 41,573 0 0
CHEWY INC CL A 16679L109 2,825 75,362 SH   DFND 4 75,362 0 0
CHILDRENS PL INC COM 168905107 232 11,875 SH   DFND 4 11,875 0 0
CHIMERIX INC COM 16934W106 591 410,383 SH   DFND 4 410,383 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 1,536 14,234 SH   DFND 1 14,234 0 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 353 52,736 SH   DFND 4 52,736 0 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 2,861 3,000,000 PRN   DFND 3 3,000,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 267 408 SH   DFND 1 408 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16 24 SH   DFND 3 24 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,861 2,844 SH   DFND 4 2,844 0 0
CHOICE HOTELS INTL INC COM 169905106 11,299 184,478 SH   DFND 4 184,478 0 0
CHUBB LIMITED COM H1467J104 1,122 10,047 SH   DFND 2 10,047 0 0
CHUBB LIMITED COM H1467J104 15 134 SH   DFND 3 134 0 0
CHURCH & DWIGHT INC COM 171340102 2,571 40,065 SH   DFND 1 40,065 0 0
CHURCH & DWIGHT INC COM 171340102 11 171 SH   DFND 3 171 0 0
CHURCHILL DOWNS INC COM 171484108 164 1,590 SH   DFND 1 1,590 0 0
CHURCHILL DOWNS INC COM 171484108 4,571 44,400 SH   DFND 4 44,400 0 0
CIGNA CORP NEW COM 125523100 609 3,435 SH   DFND 1 3,435 0 0
CIGNA CORP NEW COM 125523100 6,592 37,206 SH   DFND 2 37,206 0 0
CIGNA CORP NEW COM 125523100 18,291 103,236 SH   DFND 4 103,236 0 0
CIMAREX ENERGY CO COM 171798101 0 20 SH   DFND 1 20 0 0
CIMAREX ENERGY CO COM 171798101 889 52,809 SH   DFND 3 52,809 0 0
CIMAREX ENERGY CO COM 171798101 29 1,739 SH   DFND 4 1,739 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 1,148 78,406 SH   DFND 3 78,406 0 0
CINCINNATI FINL CORP COM 172062101 3,561 47,196 SH   DFND 1 47,196 0 0
CINCINNATI FINL CORP COM 172062101 17 221 SH   DFND 3 221 0 0
CINTAS CORP COM 172908105 1,756 10,137 SH   DFND 1 10,137 0 0
CINTAS CORP COM 172908105 3,678 21,236 SH   DFND 2 21,236 0 0
CINTAS CORP COM 172908105 34 199 SH   DFND 4 199 0 0
CIRRUS LOGIC INC COM 172755100 2,529 38,534 SH   DFND 1 38,534 0 0
CIRRUS LOGIC INC COM 172755100 8,951 136,387 SH   DFND 4 136,387 0 0
CISCO SYS INC COM 17275R102 2,588 65,830 SH   DFND 1 65,830 0 0
CISCO SYS INC COM 17275R102 2,046 52,048 SH   DFND 2 52,048 0 0
CISCO SYS INC COM 17275R102 112 2,857 SH   DFND 3 2,857 0 0
CISCO SYS INC COM 17275R102 80,088 2,037,347 SH   DFND 4 2,037,347 0 0
CIT GROUP INC COM NEW 125581801 3,184 184,500 SH   DFND 4 184,500 0 0
CITIGROUP INC COM NEW 172967424 127,397 3,024,622 SH   DFND 4 3,024,622 0 0
CITIGROUP INC COM NEW 172967424 213 5,061 SH   DFND 3 5,061 0 0
CITIGROUP INC COM NEW 172967424 1,615 38,342 SH   DFND 2 38,342 0 0
CITIGROUP INC COM NEW 172967424 1,725 40,950 SH   DFND 1 40,950 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 2,236 118,852 SH   DFND 1 118,852 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 938 49,855 SH   DFND 3 49,855 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 13,757 731,387 SH   DFND 4 731,387 0 0
CITRIX SYS INC COM 177376100 1,621 11,454 SH   DFND 1 11,454 0 0
CITRIX SYS INC COM 177376100 5,181 36,604 SH   DFND 2 36,604 0 0
CITRIX SYS INC COM 177376100 79,925 564,638 SH   DFND 4 564,638 0 0
CLEAN HARBORS INC COM 184496107 336 6,550 SH   DFND 4 6,550 0 0
CLEAN HARBORS INC COM 184496107 3,808 74,174 SH   DFND 1 74,174 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 64 100,448 SH   DFND 3 100,448 0 0
CLOROX CO DEL COM 189054109 2,276 13,137 SH   DFND 3 13,137 0 0
CLOROX CO DEL COM 189054109 863 4,981 SH   DFND 2 4,981 0 0
CLOUDERA INC COM 18914U100 1,598 203,000 SH   DFND 1 203,000 0 0
CLOUDERA INC COM 18914U100 9 1,146 SH   DFND 4 1,146 0 0
CME GROUP INC COM 12572Q105 448 2,592 SH   DFND 1 2,592 0 0
CME GROUP INC COM 12572Q105 23 134 SH   DFND 3 134 0 0
CME GROUP INC COM 12572Q105 8,964 51,842 SH   DFND 4 51,842 0 0
CMS ENERGY CORP COM 125896100 12 198 SH   DFND 3 198 0 0
CMS ENERGY CORP COM 125896100 952 16,200 SH   DFND 4 16,200 0 0
CMS ENERGY CORP COM 125896100 2,837 48,295 SH   DFND 1 48,295 0 0
CNA FINL CORP COM 126117100 1,459 47,000 SH   DFND 4 47,000 0 0
CNO FINL GROUP INC COM 12621E103 2,673 215,772 SH   DFND 1 215,772 0 0
CNO FINL GROUP INC COM 12621E103 1,566 126,405 SH   DFND 4 126,405 0 0
CNX RESOURCES CORPORATION COM 12653C108 2,187 411,029 SH   DFND 3 411,029 0 0
COCA COLA CO COM 191216100 5,758 130,128 SH   DFND 1 130,128 0 0
COCA COLA CO COM 191216100 4,960 112,099 SH   DFND 2 112,099 0 0
COCA COLA CO COM 191216100 119 2,678 SH   DFND 3 2,678 0 0
COCA COLA CO COM 191216100 13,806 312,008 SH   DFND 4 312,008 0 0
COCA COLA CONSOLIDATED INC COM 191098102 2,631 12,617 SH   DFND 4 12,617 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,607 202,687 SH   DFND 4 202,687 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,713 178,864 SH   DFND 1 178,864 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 275 7,322 SH   DFND 3 7,322 0 0
CODEXIS INC COM 192005106 18 1,647 SH   DFND 1 1,647 0 0
CODEXIS INC COM 192005106 104 9,290 SH   DFND 4 9,290 0 0
COEUR MNG INC COM NEW 192108504 169 52,605 SH   DFND 4 52,605 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 0 1 SH   DFND 1 1 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 18,549 226,288 SH   DFND 4 226,288 0 0
COGNEX CORP COM 192422103 398 9,417 SH   DFND 3 9,417 0 0
COGNEX CORP COM 192422103 19 449 SH   DFND 4 449 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 634 13,653 SH   DFND 1 13,653 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,682 165,304 SH   DFND 4 165,304 0 0
COHEN & STEERS INC COM 19247A100 1,815 39,936 SH   DFND 1 39,936 0 0
COHERENT INC COM 192479103 2,733 25,680 SH   DFND 1 25,680 0 0
COHERENT INC COM 192479103 21 200 SH   DFND 4 200 0 0
COHERUS BIOSCIENCES INC COM 19249H103 282 17,400 SH   DFND 4 17,400 0 0
COLGATE PALMOLIVE CO COM 194162103 5,874 88,511 SH   DFND 1 88,511 0 0
COLGATE PALMOLIVE CO COM 194162103 2,349 35,393 SH   DFND 2 35,393 0 0
COLGATE PALMOLIVE CO COM 194162103 97 1,458 SH   DFND 3 1,458 0 0
COLGATE PALMOLIVE CO COM 194162103 325 4,900 SH   DFND 4 4,900 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 530 32,431 SH   DFND 4 32,431 0 0
COLUMBIA BKG SYS INC COM 197236102 1,234 46,043 SH   DFND 4 46,043 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 2,827 226,168 SH   DFND 4 226,168 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 9 369 SH   DFND 1 369 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 802 32,064 SH   DFND 4 32,064 0 0
COMCAST CORP NEW CL A 20030N101 4,280 124,484 SH   DFND 1 124,484 0 0
COMCAST CORP NEW CL A 20030N101 4,596 133,688 SH   DFND 2 133,688 0 0
COMCAST CORP NEW CL A 20030N101 13,010 378,426 SH   DFND 3 378,426 0 0
COMCAST CORP NEW CL A 20030N101 2,097 61,000 SH   DFND 4 61,000 0 0
COMERICA INC COM 200340107 458 15,599 SH   DFND 4 15,599 0 0
COMERICA INC COM 200340107 1,109 37,810 SH   DFND 1 37,810 0 0
COMERICA INC COM 200340107 108 3,668 SH   DFND 3 3,668 0 0
COMFORT SYS USA INC COM 199908104 2,991 81,827 SH   DFND 4 81,827 0 0
COMFORT SYS USA INC COM 199908104 4,096 112,066 SH   DFND 1 112,066 0 0
COMMERCE BANCSHARES INC COM 200525103 399 7,934 SH   DFND 1 7,934 0 0
COMMERCIAL METALS CO COM 201723103 2,117 134,049 SH   DFND 3 134,049 0 0
COMMVAULT SYSTEMS INC COM 204166102 1,011 24,972 SH   DFND 1 24,972 0 0
COMMVAULT SYSTEMS INC COM 204166102 8,104 200,207 SH   DFND 4 200,207 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 177 135,091 SH   DFND 3 135,091 0 0
COMPASS MINERALS INTL INC COM 20451N101 2,107 54,769 SH   DFND 1 54,769 0 0
COMPASS MINERALS INTL INC COM 20451N101 2,869 74,570 SH   DFND 4 74,570 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 235 10,542 SH   DFND 4 10,542 0 0
CONAGRA BRANDS INC COM 205887102 423 14,419 SH   DFND 1 14,419 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 747 84,501 SH   DFND 4 84,501 0 0
CONCHO RES INC COM 20605P101 248 5,789 SH   DFND 1 5,789 0 0
CONCHO RES INC COM 20605P101 3,413 79,651 SH   DFND 3 79,651 0 0
CONDUENT INC COM 206787103 32 12,995 SH   DFND 1 12,995 0 0
CONMED CORP COM 207410101 368 6,424 SH   DFND 1 6,424 0 0
CONMED CORP COM 207410101 632 11,039 SH   DFND 3 11,039 0 0
CONMED CORP COM 207410101 292 5,100 SH   DFND 4 5,100 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,411 2,565,000 PRN   DFND 3 2,565,000 0 0
CONOCOPHILLIPS COM 20825C104 4,518 146,690 SH   DFND 2 146,690 0 0
CONOCOPHILLIPS COM 20825C104 1,886 61,229 SH   DFND 3 61,229 0 0
CONOCOPHILLIPS COM 20825C104 11,383 369,563 SH   DFND 4 369,563 0 0
CONOCOPHILLIPS COM 20825C104 988 32,070 SH   DFND 1 32,070 0 0
CONSOLIDATED EDISON INC COM 209115104 1,867 23,934 SH   DFND 1 23,934 0 0
CONSOLIDATED EDISON INC COM 209115104 20 256 SH   DFND 3 256 0 0
CONSOLIDATED EDISON INC COM 209115104 2,216 28,411 SH   DFND 4 28,411 0 0
CONSTELLATION BRANDS INC CL A 21036P108 2,690 18,763 SH   DFND 1 18,763 0 0
CONSTELLIUM SE CL A SHS F21107101 12 2,221 SH   DFND 3 2,221 0 0
CONSTELLIUM SE CL A SHS F21107101 2,890 554,743 SH   DFND 4 554,743 0 0
CONTINENTAL RES INC COM 212015101 715 93,566 SH   DFND 3 93,566 0 0
CONTINENTAL RES INC COM 212015101 32 4,163 SH   DFND 4 4,163 0 0
CONTINENTAL RES INC COM 212015101 285 37,338 SH   DFND 1 37,338 0 0
COOPER COS INC COM NEW 216648402 2,970 10,772 SH   DFND 4 10,772 0 0
COOPER COS INC COM NEW 216648402 657 2,385 SH   DFND 1 2,385 0 0
COPART INC COM 217204106 4,069 59,381 SH   DFND 1 59,381 0 0
CORCEPT THERAPEUTICS INC COM 218352102 2,300 193,452 SH   DFND 1 193,452 0 0
CORCEPT THERAPEUTICS INC COM 218352102 6,638 558,255 SH   DFND 4 558,255 0 0
CORELOGIC INC COM 21871D103 3,852 126,119 SH   DFND 1 126,119 0 0
CORELOGIC INC COM 21871D103 5,164 169,094 SH   DFND 4 169,094 0 0
CORESITE RLTY CORP COM 21870Q105 5,099 43,997 SH   DFND 4 43,997 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 42 9,200 SH   DFND 4 9,200 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 7 1,632 SH   DFND 1 1,632 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 3,094 97,438 SH   DFND 1 97,438 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 13,585 427,880 SH   DFND 4 427,880 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2,828 127,800 SH   DFND 4 127,800 0 0
CORTEVA INC COM 22052L104 262 11,152 SH   DFND 1 11,152 0 0
CORTEVA INC COM 22052L104 63 2,662 SH   DFND 3 2,662 0 0
CORTEVA INC COM 22052L104 1,095 46,600 SH   DFND 4 46,600 0 0
CORVEL CORP COM 221006109 9 164 SH   DFND 1 164 0 0
CORVEL CORP COM 221006109 2,264 41,530 SH   DFND 4 41,530 0 0
COSTAMARE INC SHS Y1771G102 82 18,134 SH   DFND 4 18,134 0 0
COSTAR GROUP INC COM 22160N109 4,830 8,225 SH   DFND 2 8,225 0 0
COSTAR GROUP INC COM 22160N109 1,245 2,120 SH   DFND 1 2,120 0 0
COSTCO WHSL CORP NEW COM 22160K105 19,491 68,357 SH   DFND 4 68,357 0 0
COSTCO WHSL CORP NEW COM 22160K105 29 103 SH   DFND 1 103 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,441 12,067 SH   DFND 2 12,067 0 0
COUPA SOFTWARE INC COM 22266L106 371 2,653 SH   DFND 1 2,653 0 0
COUPA SOFTWARE INC COM 22266L106 1,400 10,018 SH   DFND 3 10,018 0 0
COVANTA HLDG CORP COM 22282E102 318 37,231 SH   DFND 1 37,231 0 0
COWEN INC CL A NEW 223622606 1,567 162,241 SH   DFND 4 162,241 0 0
CRA INTL INC COM 12618T105 1,221 36,556 SH   DFND 4 36,556 0 0
CRANE CO COM 224399105 66 1,345 SH   DFND 1 1,345 0 0
CRANE CO COM 224399105 379 7,700 SH   DFND 4 7,700 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 6,785 7,350,000 PRN   DFND 3 7,350,000 0 0
CRESCENT PT ENERGY CORP COM 22576C101 1,074 1,402,259 SH   DFND 4 1,402,259 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 9 211 SH   DFND 1 211 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 424 9,995 SH   DFND 4 9,995 0 0
CRITEO S A SPONS ADS 226718104 143 18,000 SH   DFND 4 18,000 0 0
CROCS INC COM 227046109 2,067 121,639 SH   DFND 1 121,639 0 0
CROCS INC COM 227046109 342 20,126 SH   DFND 4 20,126 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 0 3 SH   DFND 1 3 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 340 6,109 SH   DFND 3 6,109 0 0
CROWN HLDGS INC COM 228368106 46 800 SH   DFND 4 800 0 0
CROWN HLDGS INC COM 228368106 2,364 40,732 SH   DFND 1 40,732 0 0
CSG SYS INTL INC COM 126349109 4,289 102,477 SH   DFND 1 102,477 0 0
CSG SYS INTL INC COM 126349109 1,580 37,756 SH   DFND 4 37,756 0 0
CSW INDUSTRIALS INC COM 126402106 8 127 SH   DFND 1 127 0 0
CSW INDUSTRIALS INC COM 126402106 699 10,786 SH   DFND 4 10,786 0 0
CSX CORP COM 126408103 1,242 21,684 SH   DFND 1 21,684 0 0
CSX CORP COM 126408103 2,843 49,614 SH   DFND 2 49,614 0 0
CSX CORP COM 126408103 128 2,235 SH   DFND 3 2,235 0 0
CSX CORP COM 126408103 16,336 285,103 SH   DFND 4 285,103 0 0
CTRIP COM INTL LTD DBCV 1.990% 7/0 22943FAH3 1,952 2,000,000 PRN   DFND 3 2,000,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,664 4,780,000 PRN   DFND 3 4,780,000 0 0
CULLEN FROST BANKERS INC COM 229899109 2,846 51,020 SH   DFND 1 51,020 0 0
CULLEN FROST BANKERS INC COM 229899109 28 500 SH   DFND 4 500 0 0
CUMMINS INC COM 231021106 735 5,433 SH   DFND 1 5,433 0 0
CUMMINS INC COM 231021106 193 1,423 SH   DFND 3 1,423 0 0
CUMMINS INC COM 231021106 460 3,400 SH   DFND 4 3,400 0 0
CURTISS WRIGHT CORP COM 231561101 1,936 20,954 SH   DFND 1 20,954 0 0
CURTISS WRIGHT CORP COM 231561101 23,423 253,466 SH   DFND 4 253,466 0 0
CUSTOMERS BANCORP INC COM 23204G100 1,410 128,988 SH   DFND 4 128,988 0 0
CVB FINL CORP COM 126600105 584 29,147 SH   DFND 1 29,147 0 0
CVB FINL CORP COM 126600105 1,629 81,261 SH   DFND 4 81,261 0 0
CVS HEALTH CORP COM 126650100 272 4,590 SH   DFND 1 4,590 0 0
CVS HEALTH CORP COM 126650100 5,679 95,712 SH   DFND 2 95,712 0 0
CVS HEALTH CORP COM 126650100 20 338 SH   DFND 3 338 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 439 5,130 SH   DFND 1 5,130 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,161 92,662 SH   DFND 3 92,662 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 2,089 272,410 SH   DFND 4 272,410 0 0
D R HORTON INC COM 23331A109 1,496 43,987 SH   DFND 1 43,987 0 0
D R HORTON INC COM 23331A109 1,515 44,551 SH   DFND 2 44,551 0 0
D R HORTON INC COM 23331A109 58 1,694 SH   DFND 3 1,694 0 0
D R HORTON INC COM 23331A109 8,929 262,627 SH   DFND 4 262,627 0 0
DANA INCORPORATED COM 235825205 1,655 211,960 SH   DFND 4 211,960 0 0
DANAHER CORPORATION COM 235851102 285 2,056 SH   DFND 1 2,056 0 0
DANAHER CORPORATION COM 235851102 1,870 13,514 SH   DFND 2 13,514 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 452 7,800 SH   DFND 4 7,800 0 0
DARLING INGREDIENTS INC COM 237266101 3,506 182,867 SH   DFND 1 182,867 0 0
DARLING INGREDIENTS INC COM 237266101 2,879 150,200 SH   DFND 4 150,200 0 0
DATADOG INC CL A COM 23804L103 223 6,191 SH   DFND 1 6,191 0 0
DATADOG INC CL A COM 23804L103 76 2,103 SH   DFND 4 2,103 0 0
DAVITA INC COM 23918K108 282 3,708 SH   DFND 1 3,708 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 371 9,017 SH   DFND 1 9,017 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 1,514 36,769 SH   DFND 4 36,769 0 0
DECKERS OUTDOOR CORP COM 243537107 4,235 31,601 SH   DFND 4 31,601 0 0
DEERE & CO COM 244199105 276 2,001 SH   DFND 1 2,001 0 0
DELUXE CORP COM 248019101 2,681 103,387 SH   DFND 4 103,387 0 0
DENNYS CORP COM 24869P104 663 86,319 SH   DFND 4 86,319 0 0
DENTSPLY SIRONA INC COM 24906P109 643 16,570 SH   DFND 1 16,570 0 0
DENTSPLY SIRONA INC COM 24906P109 337 8,671 SH   DFND 4 8,671 0 0
DEVON ENERGY CORP NEW COM 25179M103 0 18 SH   DFND 1 18 0 0
DEVON ENERGY CORP NEW COM 25179M103 160 23,167 SH   DFND 3 23,167 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,846 846,001 SH   DFND 4 846,001 0 0
DEXCOM INC COM 252131107 2,590 9,620 SH   DFND 1 9,620 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 5,588 728,504 SH   DFND 4 728,504 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 447 4,955 SH   DFND 4 4,955 0 0
DIAMONDBACK ENERGY INC COM 25278X109 217 8,280 SH   DFND 4 8,280 0 0
DIAMONDBACK ENERGY INC COM 25278X109 555 21,197 SH   DFND 3 21,197 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1 49 SH   DFND 1 49 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 432 85,100 SH   DFND 4 85,100 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 20 1,072 SH   DFND 1 1,072 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,440 78,400 SH   DFND 4 78,400 0 0
DICKS SPORTING GOODS INC COM 253393102 440 20,713 SH   DFND 4 20,713 0 0
DIGITAL RLTY TR INC COM 253868103 3,024 21,772 SH   DFND 3 21,772 0 0
DIGITAL TURBINE INC COM NEW 25400W102 37 8,505 SH   DFND 1 8,505 0 0
DIGITAL TURBINE INC COM NEW 25400W102 4,596 1,066,352 SH   DFND 4 1,066,352 0 0
DIODES INC COM 254543101 595 14,649 SH   DFND 1 14,649 0 0
DISCOVER FINL SVCS COM 254709108 1,717 48,149 SH   DFND 1 48,149 0 0
DISCOVER FINL SVCS COM 254709108 7,299 204,631 SH   DFND 4 204,631 0 0
DISCOVERY INC COM SER A 25470F104 690 35,483 SH   DFND 1 35,483 0 0
DISCOVERY INC COM SER A 25470F104 657 33,821 SH   DFND 3 33,821 0 0
DISCOVERY INC COM SER C 25470F302 1,081 61,638 SH   DFND 4 61,638 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 17,351 21,500,000 PRN   DFND 3 21,500,000 0 0
DISNEY WALT CO COM DISNEY 254687106 3,108 32,171 SH   DFND 2 32,171 0 0
DISNEY WALT CO COM DISNEY 254687106 9,443 97,758 SH   DFND 3 97,758 0 0
DOCUSIGN INC COM 256163106 2,544 27,528 SH   DFND 1 27,528 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 4,227 3,000,000 PRN   DFND 3 3,000,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 138 2,541 SH   DFND 4 2,541 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 3,220 59,398 SH   DFND 1 59,398 0 0
DOLLAR GEN CORP NEW COM 256677105 3,749 24,824 SH   DFND 1 24,824 0 0
DOLLAR GEN CORP NEW COM 256677105 51,480 340,902 SH   DFND 4 340,902 0 0
DOLLAR TREE INC COM 256746108 409 5,564 SH   DFND 1 5,564 0 0
DOLLAR TREE INC COM 256746108 2,099 28,566 SH   DFND 4 28,566 0 0
DOMINION ENERGY INC COM 25746U109 564 7,813 SH   DFND 1 7,813 0 0
DOMINION ENERGY INC COM 25746U109 41 574 SH   DFND 3 574 0 0
DOMINION ENERGY INC COM 25746U109 5,688 78,792 SH   DFND 4 78,792 0 0
DOMINOS PIZZA INC COM 25754A201 2,422 7,475 SH   DFND 1 7,475 0 0
DOMINOS PIZZA INC COM 25754A201 585 1,805 SH   DFND 3 1,805 0 0
DOMTAR CORP COM NEW 257559203 493 22,770 SH   DFND 4 22,770 0 0
DOMTAR CORP COM NEW 257559203 2 74 SH   DFND 1 74 0 0
DORIAN LPG LTD SHS USD Y2106R110 5,300 608,452 SH   DFND 4 608,452 0 0
DORMAN PRODUCTS INC COM 258278100 281 5,083 SH   DFND 1 5,083 0 0
DOUGLAS EMMETT INC COM 25960P109 2,624 86,000 SH   DFND 4 86,000 0 0
DOVER CORP COM 260003108 1,022 12,176 SH   DFND 1 12,176 0 0
DOVER CORP COM 260003108 6,575 78,327 SH   DFND 4 78,327 0 0
DOW INC COM 260557103 314 10,724 SH   DFND 3 10,724 0 0
DOW INC COM 260557103 282 9,654 SH   DFND 1 9,654 0 0
DOW INC COM 260557103 367 12,550 SH   DFND 2 12,550 0 0
DR REDDYS LABS LTD ADR 256135203 3,798 94,176 SH   DFND 4 94,176 0 0
DRIL QUIP INC COM 262037104 1,120 36,737 SH   DFND 1 36,737 0 0
DROPBOX INC CL A 26210C104 4,550 251,371 SH   DFND 1 251,371 0 0
DROPBOX INC CL A 26210C104 7,772 429,417 SH   DFND 4 429,417 0 0
DTE ENERGY CO COM 233331107 3,256 34,282 SH   DFND 1 34,282 0 0
DTE ENERGY CO COM 233331107 79 835 SH   DFND 3 835 0 0
DTE ENERGY CO COM 233331107 39 410 SH   DFND 4 410 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,579 29,734 SH   DFND 1 29,734 0 0
DUNKIN BRANDS GROUP INC COM 265504100 966 18,200 SH   DFND 4 18,200 0 0
DXC TECHNOLOGY CO COM 23355L106 18 1,365 SH   DFND 3 1,365 0 0
DXC TECHNOLOGY CO COM 23355L106 1,866 142,980 SH   DFND 4 142,980 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 6,817 8,000,000 PRN   DFND 3 8,000,000 0 0
DYNATRACE INC COM 268150109 1,188 49,837 SH   DFND 4 49,837 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,059 60,000 SH   DFND 3 60,000 0 0
EAGLE MATERIALS INC COM 26969P108 438 7,500 SH   DFND 4 7,500 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 3,160 68,692 SH   DFND 4 68,692 0 0
EASTGROUP PPTY INC COM 277276101 1,792 17,151 SH   DFND 4 17,151 0 0
EASTMAN CHEM CO COM 277432100 2,824 60,621 SH   DFND 1 60,621 0 0
EASTMAN CHEM CO COM 277432100 467 10,024 SH   DFND 3 10,024 0 0
EASTMAN CHEM CO COM 277432100 1,309 28,100 SH   DFND 4 28,100 0 0
EATON CORP PLC SHS G29183103 2,975 38,297 SH   DFND 1 38,297 0 0
EATON CORP PLC SHS G29183103 768 9,888 SH   DFND 2 9,888 0 0
EATON VANCE CORP COM NON VTG 278265103 1,542 47,800 SH   DFND 4 47,800 0 0
EATON VANCE CORP COM NON VTG 278265103 214 6,646 SH   DFND 1 6,646 0 0
EBAY INC COM 278642103 3,747 124,665 SH   DFND 1 124,665 0 0
EBAY INC COM 278642103 161,146 5,360,805 SH   DFND 4 5,360,805 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 997 1,000,000 PRN   DFND 3 1,000,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,379 57,269 SH   DFND 1 57,269 0 0
EDGEWELL PERS CARE CO COM 28035Q102 7 301 SH   DFND 4 301 0 0
EDISON INTL COM 281020107 257 4,685 SH   DFND 1 4,685 0 0
EDISON INTL COM 281020107 170 3,100 SH   DFND 4 3,100 0 0
EDITAS MEDICINE INC COM 28106W103 7 343 SH   DFND 1 343 0 0
EDITAS MEDICINE INC COM 28106W103 1,404 70,800 SH   DFND 4 70,800 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,513 34,530 SH   DFND 3 34,530 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 27,618 146,423 SH   DFND 4 146,423 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,777 9,419 SH   DFND 1 9,419 0 0
EHEALTH INC COM 28238P109 841 5,971 SH   DFND 1 5,971 0 0
EHEALTH INC COM 28238P109 982 6,972 SH   DFND 4 6,972 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 272 12,148 SH   DFND 4 12,148 0 0
ELASTIC N V ORD SHS N14506104 796 14,263 SH   DFND 1 14,263 0 0
ELASTIC N V ORD SHS N14506104 113 2,023 SH   DFND 4 2,023 0 0
ELDORADO RESORTS INC COM 28470R102 248 17,209 SH   DFND 4 17,209 0 0
ELECTRONIC ARTS INC COM 285512109 74,951 748,234 SH   DFND 4 748,234 0 0
ELECTRONIC ARTS INC COM 285512109 4,127 41,200 SH   DFND 3 41,200 0 0
ELECTRONIC ARTS INC COM 285512109 7,102 70,893 SH   DFND 2 70,893 0 0
ELECTRONIC ARTS INC COM 285512109 5,148 51,392 SH   DFND 1 51,392 0 0
ELEMENT SOLUTIONS INC COM 28618M106 1,329 158,952 SH   DFND 1 158,952 0 0
ELEMENT SOLUTIONS INC COM 28618M106 2,757 329,800 SH   DFND 4 329,800 0 0
EMCOR GROUP INC COM 29084Q100 3,309 53,957 SH   DFND 1 53,957 0 0
EMCOR GROUP INC COM 29084Q100 12,288 200,393 SH   DFND 4 200,393 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,560 26,965 SH   DFND 4 26,965 0 0
EMERSON ELEC CO COM 291011104 1,582 33,200 SH   DFND 4 33,200 0 0
EMERSON ELEC CO COM 291011104 250 5,240 SH   DFND 1 5,240 0 0
EMERSON ELEC CO COM 291011104 434 9,103 SH   DFND 3 9,103 0 0
EMPIRE ST RLTY TR INC CL A 292104106 5,167 576,642 SH   DFND 4 576,642 0 0
EMPLOYERS HOLDINGS INC COM 292218104 4,469 110,324 SH   DFND 4 110,324 0 0
EMPLOYERS HOLDINGS INC COM 292218104 11 272 SH   DFND 1 272 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 10,111 196,605 SH   DFND 4 196,605 0 0
ENBRIDGE INC COM 29250N105 17,826 618,403 SH   DFND 4 618,403 0 0
ENCOMPASS HEALTH CORP COM 29261A100 4,604 71,901 SH   DFND 1 71,901 0 0
ENCOMPASS HEALTH CORP COM 29261A100 218 3,400 SH   DFND 4 3,400 0 0
ENCORE WIRE CORP COM 292562105 13 320 SH   DFND 1 320 0 0
ENCORE WIRE CORP COM 292562105 1,533 36,520 SH   DFND 4 36,520 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 65 33,767 SH   DFND 4 33,767 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 54 11,698 SH   DFND 1 11,698 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 14 828 SH   DFND 1 828 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 258 15,577 SH   DFND 4 15,577 0 0
ENERPLUS CORP COM 292766102 288 194,758 SH   DFND 3 194,758 0 0
ENERPLUS CORP COM 292766102 1,251 860,478 SH   DFND 4 860,478 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 140 126,954 SH   DFND 1 126,954 0 0
ENPRO INDS INC COM 29355X107 7 176 SH   DFND 1 176 0 0
ENPRO INDS INC COM 29355X107 2,048 51,750 SH   DFND 4 51,750 0 0
ENSIGN GROUP INC COM 29358P101 939 24,969 SH   DFND 4 24,969 0 0
ENSTAR GROUP LIMITED SHS G3075P101 747 4,696 SH   DFND 1 4,696 0 0
ENSTAR GROUP LIMITED SHS G3075P101 2,139 13,446 SH   DFND 4 13,446 0 0
ENTEGRIS INC COM 29362U104 3,491 77,978 SH   DFND 1 77,978 0 0
ENTERGY CORP NEW COM 29364G103 3,023 32,174 SH   DFND 1 32,174 0 0
ENTERGY CORP NEW COM 29364G103 0 2 SH   DFND 3 2 0 0
ENTERGY CORP NEW COM 29364G103 3,162 33,648 SH   DFND 4 33,648 0 0
ENVESTNET INC COM 29404K106 1,432 26,626 SH   DFND 1 26,626 0 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 575 38,505 SH   DFND 1 38,505 0 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 769 51,500 SH   DFND 4 51,500 0 0
EOG RES INC COM 26875P101 30,160 839,636 SH   DFND 4 839,636 0 0
EOG RES INC COM 26875P101 164 4,569 SH   DFND 1 4,569 0 0
EOG RES INC COM 26875P101 1,884 52,460 SH   DFND 3 52,460 0 0
EPAM SYS INC COM 29414B104 910 4,900 SH   DFND 4 4,900 0 0
EPAM SYS INC COM 29414B104 757 4,076 SH   DFND 1 4,076 0 0
EPIZYME INC COM 29428V104 382 24,643 SH   DFND 1 24,643 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,169 48,285 SH   DFND 4 48,285 0 0
EQUIFAX INC COM 294429105 2,076 17,382 SH   DFND 1 17,382 0 0
EQUINIX INC COM 29444U700 19,936 31,919 SH   DFND 4 31,919 0 0
EQUITABLE HLDGS INC COM 29452E101 254 17,568 SH   DFND 1 17,568 0 0
EQUITABLE HLDGS INC COM 29452E101 613 42,417 SH   DFND 4 42,417 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 15,528 270,147 SH   DFND 4 270,147 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 47 757 SH   DFND 3 757 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 302 4,900 SH   DFND 4 4,900 0 0
ESCO TECHNOLOGIES INC COM 296315104 2,066 27,221 SH   DFND 1 27,221 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 15 461 SH   DFND 1 461 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 114 3,623 SH   DFND 3 3,623 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 71 2,254 SH   DFND 4 2,254 0 0
ESSENT GROUP LTD COM G3198U102 2,269 86,124 SH   DFND 1 86,124 0 0
ESSENT GROUP LTD COM G3198U102 24,409 926,687 SH   DFND 4 926,687 0 0
ESSENTIAL UTILS INC COM 29670G102 936 22,992 SH   DFND 1 22,992 0 0
ESSEX PPTY TR INC COM 297178105 0 1 SH   DFND 3 1 0 0
ESSEX PPTY TR INC COM 297178105 21,467 97,473 SH   DFND 4 97,473 0 0
ETSY INC COM 29786A106 1 17 SH   DFND 1 17 0 0
ETSY INC COM 29786A106 1,983 51,580 SH   DFND 4 51,580 0 0
EURONAV NV ANTWERPEN SHS B38564108 215 19,035 SH   DFND 3 19,035 0 0
EURONET WORLDWIDE INC COM 298736109 618 7,213 SH   DFND 1 7,213 0 0
EURONET WORLDWIDE INC COM 298736109 2,994 34,926 SH   DFND 3 34,926 0 0
EURONET WORLDWIDE INC COM 298736109 3,745 43,686 SH   DFND 4 43,686 0 0
EURONET WORLDWIDE INC COM 298736109 2,494 29,100 SH Put DFND 3 29,100 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 5,198 5,500,000 PRN   DFND 3 5,500,000 0 0
EVERBRIDGE INC COM 29978A104 1,371 12,892 SH   DFND 1 12,892 0 0
EVERCORE INC CLASS A 29977A105 25,291 549,092 SH   DFND 4 549,092 0 0
EVEREST RE GROUP LTD COM G3223R108 2,643 13,736 SH   DFND 1 13,736 0 0
EVEREST RE GROUP LTD COM G3223R108 14 73 SH   DFND 3 73 0 0
EVEREST RE GROUP LTD COM G3223R108 6,422 33,375 SH   DFND 4 33,375 0 0
EVERGY INC COM 30034W106 33 603 SH   DFND 1 603 0 0
EVERGY INC COM 30034W106 65 1,188 SH   DFND 3 1,188 0 0
EVERGY INC COM 30034W106 30,063 546,110 SH   DFND 4 546,110 0 0
EVERI HLDGS INC COM 30034T103 252 76,269 SH   DFND 4 76,269 0 0
EVERTEC INC COM 30040P103 4,442 195,415 SH   DFND 1 195,415 0 0
EVERTEC INC COM 30040P103 12,867 566,096 SH   DFND 4 566,096 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 417 159,937 SH   DFND 4 159,937 0 0
EXACT SCIENCES CORP COM 30063P105 264 4,553 SH   DFND 1 4,553 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 5,147 6,500,000 PRN   DFND 3 6,500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 9,087 10,750,000 PRN   DFND 3 10,750,000 0 0
EXELIXIS INC COM 30161Q104 8,499 493,534 SH   DFND 4 493,534 0 0
EXELON CORP COM 30161N101 847 22,997 SH   DFND 1 22,997 0 0
EXELON CORP COM 30161N101 129 3,501 SH   DFND 3 3,501 0 0
EXELON CORP COM 30161N101 63,557 1,726,632 SH   DFND 4 1,726,632 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,793 53,689 SH   DFND 1 53,689 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,640 31,526 SH   DFND 4 31,526 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,113 19,776 SH   DFND 1 19,776 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3 60 SH   DFND 3 60 0 0
EXPEDIA GROUP INC COM NEW 30212P303 36,354 646,072 SH   DFND 4 646,072 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,903 43,515 SH   DFND 1 43,515 0 0
EXPEDITORS INTL WASH INC COM 302130109 13,295 199,269 SH   DFND 4 199,269 0 0
EXPONENT INC COM 30214U102 1,745 24,268 SH   DFND 4 24,268 0 0
EXPONENT INC COM 30214U102 4,621 64,261 SH   DFND 1 64,261 0 0
EXXON MOBIL CORP COM 30231G102 128 3,359 SH   DFND 1 3,359 0 0
EXXON MOBIL CORP COM 30231G102 854 22,497 SH   DFND 2 22,497 0 0
EXXON MOBIL CORP COM 30231G102 2,122 55,887 SH   DFND 3 55,887 0 0
EZCORP INC CL A NON VTG 302301106 85 20,281 SH   DFND 4 20,281 0 0
F M C CORP COM NEW 302491303 592 7,241 SH   DFND 1 7,241 0 0
F M C CORP COM NEW 302491303 45 545 SH   DFND 3 545 0 0
F M C CORP COM NEW 302491303 41 500 SH   DFND 4 500 0 0
F N B CORP COM 302520101 1,868 253,500 SH   DFND 1 253,500 0 0
F N B CORP COM 302520101 78 10,549 SH   DFND 4 10,549 0 0
F5 NETWORKS INC COM 315616102 141 1,319 SH   DFND 3 1,319 0 0
F5 NETWORKS INC COM 315616102 12,822 120,248 SH   DFND 4 120,248 0 0
FABRINET SHS G3323L100 3,648 66,861 SH   DFND 1 66,861 0 0
FABRINET SHS G3323L100 1,618 29,660 SH   DFND 4 29,660 0 0
FACEBOOK INC CL A 30303M102 4,537 27,203 SH   DFND 1 27,203 0 0
FACEBOOK INC CL A 30303M102 7,230 43,344 SH   DFND 2 43,344 0 0
FACEBOOK INC CL A 30303M102 8,571 51,387 SH   DFND 3 51,387 0 0
FACEBOOK INC CL A 30303M102 170,285 1,020,896 SH   DFND 4 1,020,896 0 0
FACTSET RESH SYS INC COM 303075105 0 1 SH   DFND 1 1 0 0
FACTSET RESH SYS INC COM 303075105 51,328 196,899 SH   DFND 4 196,899 0 0
FAIR ISAAC CORP COM 303250104 19,214 62,445 SH   DFND 4 62,445 0 0
FAIR ISAAC CORP COM 303250104 2,913 9,468 SH   DFND 1 9,468 0 0
FARFETCH LTD ORD SH CL A 30744W107 235 29,756 SH   DFND 1 29,756 0 0
FASTENAL CO COM 311900104 320 10,249 SH   DFND 1 10,249 0 0
FASTENAL CO COM 311900104 4 113 SH   DFND 3 113 0 0
FASTENAL CO COM 311900104 2,404 76,937 SH   DFND 4 76,937 0 0
FASTLY INC CL A 31188V100 22 1,171 SH   DFND 1 1,171 0 0
FASTLY INC CL A 31188V100 643 33,857 SH   DFND 3 33,857 0 0
FASTLY INC CL A 31188V100 52 2,746 SH   DFND 4 2,746 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 419 7,527 SH   DFND 4 7,527 0 0
FEDERATED HERMES INC CL B 314211103 752 39,454 SH   DFND 4 39,454 0 0
FEDERATED HERMES INC CL B 314211103 231 12,114 SH   DFND 1 12,114 0 0
FEDNAT HLDG CO COM 31431B109 974 84,838 SH   DFND 4 84,838 0 0
FIBROGEN INC COM 31572Q808 2,290 65,912 SH   DFND 4 65,912 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,292 132,314 SH   DFND 1 132,314 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,757 70,623 SH   DFND 4 70,623 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,867 15,347 SH   DFND 1 15,347 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,507 61,714 SH   DFND 2 61,714 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 86 709 SH   DFND 3 709 0 0
FIFTH THIRD BANCORP COM 316773100 2,210 148,827 SH   DFND 1 148,827 0 0
FIFTH THIRD BANCORP COM 316773100 67 4,497 SH   DFND 3 4,497 0 0
FIFTH THIRD BANCORP COM 316773100 155 10,416 SH   DFND 4 10,416 0 0
FINANCIAL INSTNS INC COM 317585404 429 23,671 SH   DFND 4 23,671 0 0
FIREEYE INC COM 31816Q101 3,581 338,501 SH   DFND 1 338,501 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 4,707 5,600,000 PRN   DFND 3 5,600,000 0 0
FIRST AMERN FINL CORP COM 31847R102 3,393 80,000 SH   DFND 1 80,000 0 0
FIRST AMERN FINL CORP COM 31847R102 215 5,077 SH   DFND 4 5,077 0 0
FIRST BANCORP P R COM NEW 318672706 6,275 1,179,493 SH   DFND 4 1,179,493 0 0
FIRST BUSEY CORP COM NEW 319383204 422 24,678 SH   DFND 4 24,678 0 0
FIRST FINL BANCORP OH COM 320209109 2,624 176,020 SH   DFND 1 176,020 0 0
FIRST FINL BANKSHARES COM 32020R109 3,916 145,888 SH   DFND 1 145,888 0 0
FIRST HAWAIIAN INC COM 32051X108 3,155 190,850 SH   DFND 1 190,850 0 0
FIRST INDL RLTY TR INC COM 32054K103 6,459 194,383 SH   DFND 4 194,383 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 497 80,364 SH   DFND 1 80,364 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 348 56,471 SH   DFND 4 56,471 0 0
FIRST MERCHANTS CORP COM 320817109 696 26,271 SH   DFND 4 26,271 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 2,223 167,944 SH   DFND 1 167,944 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 0 3 SH   DFND 3 3 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 5,162 62,741 SH   DFND 4 62,741 0 0
FIRSTCASH INC COM 33767D105 3,376 47,063 SH   DFND 1 47,063 0 0
FIRSTENERGY CORP COM 337932107 2,433 60,727 SH   DFND 1 60,727 0 0
FIRSTENERGY CORP COM 337932107 37 933 SH   DFND 3 933 0 0
FIRSTENERGY CORP COM 337932107 14,452 360,681 SH   DFND 4 360,681 0 0
FISERV INC COM 337738108 550 5,788 SH   DFND 1 5,788 0 0
FIVE BELOW INC COM 33829M101 2,027 28,800 SH   DFND 1 28,800 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 105 46,078 SH   DFND 3 46,078 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 425 187,265 SH   DFND 4 187,265 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 672 3,600 SH   DFND 1 3,600 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,669 14,310 SH   DFND 4 14,310 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 3,283 102,314 SH   DFND 1 102,314 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 273 8,515 SH   DFND 4 8,515 0 0
FLOWERS FOODS INC COM 343498101 2,556 124,572 SH   DFND 1 124,572 0 0
FLOWSERVE CORP COM 34354P105 41 1,733 SH   DFND 4 1,733 0 0
FLOWSERVE CORP COM 34354P105 3,238 135,554 SH   DFND 1 135,554 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,573 118,911 SH   DFND 4 118,911 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 2,106 299,140 SH   DFND 4 299,140 0 0
FONAR CORP COM NEW 344437405 382 26,095 SH   DFND 4 26,095 0 0
FOOT LOCKER INC COM 344849104 390 17,703 SH   DFND 1 17,703 0 0
FORD MTR CO DEL COM 345370860 6 1,200 SH Put DFND 1 1,200 0 0
FORD MTR CO DEL COM 345370860 2 320 SH   DFND 1 320 0 0
FORD MTR CO DEL COM 345370860 49 10,150 SH   DFND 3 10,150 0 0
FORD MTR CO DEL COM 345370860 402 83,200 SH   DFND 4 83,200 0 0
FORD MTR CO DEL COM 345370860 6 1,200 SH Call DFND 1 1,200 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 3,188 100,922 SH   DFND 3 100,922 0 0
FORMFACTOR INC COM 346375108 3,866 192,450 SH   DFND 4 192,450 0 0
FORMFACTOR INC COM 346375108 23 1,143 SH   DFND 1 1,143 0 0
FORRESTER RESH INC COM 346563109 1,496 51,189 SH   DFND 4 51,189 0 0
FORTINET INC COM 34959E109 5,388 53,261 SH   DFND 1 53,261 0 0
FORTINET INC COM 34959E109 36,873 364,462 SH   DFND 4 364,462 0 0
FORTIS INC COM 349553107 3,546 91,973 SH   DFND 1 91,973 0 0
FORTIS INC COM 349553107 6,943 182,089 SH   DFND 4 182,089 0 0
FORTIVE CORP COM 34959J108 824 14,933 SH   DFND 4 14,933 0 0
FORTIVE CORP COM 34959J108 13 236 SH   DFND 1 236 0 0
FORTIVE CORP COM 34959J108 18 326 SH   DFND 3 326 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 23,386 25,100,000 PRN   DFND 3 25,100,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 4,386 101,410 SH   DFND 1 101,410 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,086 25,100 SH   DFND 4 25,100 0 0
FORTY SEVEN INC COM 34983P104 11,747 123,104 SH   DFND 3 123,104 0 0
FORWARD AIR CORP COM 349853101 443 8,751 SH   DFND 1 8,751 0 0
FORWARD AIR CORP COM 349853101 6,557 129,457 SH   DFND 4 129,457 0 0
FOUNDATION BLDG MATLS INC COM 350392106 7 703 SH   DFND 1 703 0 0
FOUNDATION BLDG MATLS INC COM 350392106 1,822 177,031 SH   DFND 4 177,031 0 0
FOX CORP CL A COM 35137L105 1,568 66,358 SH   DFND 4 66,358 0 0
FOX CORP CL A COM 35137L105 685 28,992 SH   DFND 1 28,992 0 0
FOX CORP CL B COM 35137L204 341 14,892 SH   DFND 4 14,892 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,584 37,722 SH   DFND 1 37,722 0 0
FRANCO NEVADA CORP COM 351858105 18,468 186,950 SH   DFND 4 186,950 0 0
FRANKLIN COVEY CO COM 353469109 728 46,823 SH   DFND 4 46,823 0 0
FRANKLIN RESOURCES INC COM 354613101 270 16,203 SH   DFND 3 16,203 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,157 319,486 SH   DFND 3 319,486 0 0
FREEPORT-MCMORAN INC CL B 35671D857 39 5,800 SH   DFND 4 5,800 0 0
FRONTDOOR INC COM 35905A109 0 6 SH   DFND 1 6 0 0
FRONTDOOR INC COM 35905A109 5,918 170,169 SH   DFND 4 170,169 0 0
FTI CONSULTING INC COM 302941109 7,354 61,400 SH   DFND 4 61,400 0 0
FTI CONSULTING INC COM 302941109 208 1,733 SH   DFND 1 1,733 0 0
FULLER H B CO COM 359694106 1,721 61,610 SH   DFND 4 61,610 0 0
FULLER H B CO COM 359694106 2,080 74,458 SH   DFND 1 74,458 0 0
FUTUREFUEL CORP COM 36116M106 693 61,508 SH   DFND 4 61,508 0 0
GAIN CAP HLDGS INC COM 36268W100 1,357 243,164 SH   DFND 3 243,164 0 0
GAIN CAP HLDGS INC COM 36268W100 22 3,975 SH   DFND 4 3,975 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,133 13,898 SH   DFND 1 13,898 0 0
GALLAGHER ARTHUR J & CO COM 363576109 65 800 SH   DFND 4 800 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 456 16,472 SH   DFND 4 16,472 0 0
GAP INC COM 364760108 104 14,722 SH   DFND 3 14,722 0 0
GAP INC COM 364760108 53 7,500 SH   DFND 4 7,500 0 0
GARMIN LTD SHS H2906T109 1,100 14,681 SH   DFND 1 14,681 0 0
GARMIN LTD SHS H2906T109 2,591 34,567 SH   DFND 4 34,567 0 0
GARTNER INC COM 366651107 3,146 31,599 SH   DFND 4 31,599 0 0
GARTNER INC COM 366651107 4,246 42,640 SH   DFND 1 42,640 0 0
GASLOG LTD SHS G37585109 723 199,728 SH   DFND 4 199,728 0 0
GATX CORP COM 361448103 1,797 28,718 SH   DFND 1 28,718 0 0
GCI LIBERTY INC COM CLASS A 36164V305 501 8,790 SH   DFND 1 8,790 0 0
GCI LIBERTY INC COM CLASS A 36164V305 332 5,827 SH   DFND 4 5,827 0 0
GENERAC HLDGS INC COM 368736104 3,834 41,150 SH   DFND 4 41,150 0 0
GENERAL DYNAMICS CORP COM 369550108 119 900 SH   DFND 4 900 0 0
GENERAL DYNAMICS CORP COM 369550108 1,404 10,609 SH   DFND 1 10,609 0 0
GENERAL DYNAMICS CORP COM 369550108 81 610 SH   DFND 3 610 0 0
GENERAL ELECTRIC CO COM 369604103 4,057 510,900 SH   DFND 4 510,900 0 0
GENERAL ELECTRIC CO COM 369604103 1,334 168,070 SH   DFND 2 168,070 0 0
GENERAL MLS INC COM 370334104 367 6,956 SH   DFND 1 6,956 0 0
GENERAL MLS INC COM 370334104 22 422 SH   DFND 3 422 0 0
GENERAL MLS INC COM 370334104 3,802 72,056 SH   DFND 4 72,056 0 0
GENERAL MTRS CO COM 37045V100 23 1,091 SH   DFND 3 1,091 0 0
GENERAL MTRS CO COM 37045V100 7,530 362,384 SH   DFND 4 362,384 0 0
GENESCO INC COM 371532102 636 47,649 SH   DFND 4 47,649 0 0
GENPACT LIMITED SHS G3922B107 8,092 277,119 SH   DFND 4 277,119 0 0
GENPACT LIMITED SHS G3922B107 630 21,582 SH   DFND 1 21,582 0 0
GENTEX CORP COM 371901109 7,175 323,800 SH   DFND 4 323,800 0 0
GENUINE PARTS CO COM 372460105 3,939 58,496 SH   DFND 4 58,496 0 0
GENUINE PARTS CO COM 372460105 18 272 SH   DFND 3 272 0 0
GENWORTH FINL INC COM CL A 37247D106 7,724 2,326,495 SH   DFND 3 2,326,495 0 0
GIBRALTAR INDS INC COM 374689107 14 330 SH   DFND 1 330 0 0
GIBRALTAR INDS INC COM 374689107 659 15,346 SH   DFND 4 15,346 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 4,402 620,807 SH   DFND 3 620,807 0 0
GILDAN ACTIVEWEAR INC COM 375916103 572 44,811 SH   DFND 1 44,811 0 0
GILEAD SCIENCES INC COM 375558103 37,392 500,165 SH   DFND 4 500,165 0 0
GILEAD SCIENCES INC COM 375558103 3,964 53,028 SH   DFND 1 53,028 0 0
GILEAD SCIENCES INC COM 375558103 1,797 24,033 SH   DFND 2 24,033 0 0
GLACIER BANCORP INC NEW COM 37637Q105 500 14,700 SH   DFND 4 14,700 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,374 69,804 SH   DFND 1 69,804 0 0
GLAUKOS CORP COM 377322102 720 23,337 SH   DFND 1 23,337 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 490 9,600 SH   DFND 1 9,600 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 2,031 638,580 SH   DFND 3 638,580 0 0
GLOBAL PMTS INC COM 37940X102 579 4,016 SH   DFND 1 4,016 0 0
GLOBALSCAPE INC COM 37940G109 144 20,205 SH   DFND 4 20,205 0 0
GLOBANT S A COM L44385109 564 6,413 SH   DFND 1 6,413 0 0
GLOBANT S A COM L44385109 5,605 63,780 SH   DFND 4 63,780 0 0
GLOBE LIFE INC COM 37959E102 2,742 38,100 SH   DFND 4 38,100 0 0
GLOBE LIFE INC COM 37959E102 6,077 84,432 SH   DFND 3 84,432 0 0
GLOBUS MED INC CL A 379577208 4,729 111,190 SH   DFND 1 111,190 0 0
GLOBUS MED INC CL A 379577208 221 5,200 SH   DFND 4 5,200 0 0
GMS INC COM 36251C103 10 660 SH   DFND 1 660 0 0
GMS INC COM 36251C103 2,930 186,278 SH   DFND 4 186,278 0 0
GODADDY INC CL A 380237107 4,156 72,770 SH   DFND 1 72,770 0 0
GODADDY INC CL A 380237107 5,060 88,603 SH   DFND 4 88,603 0 0
GOLAR LNG LTD SHS G9456A100 349 44,228 SH   DFND 3 44,228 0 0
GOLAR LNG LTD SHS G9456A100 13 1,650 SH   DFND 4 1,650 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 11,301 2,379,257 SH   DFND 4 2,379,257 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 2,670 3,000,000 PRN   DFND 3 3,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 88,402 571,847 SH   DFND 4 571,847 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 902 5,836 SH   DFND 2 5,836 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 361 2,336 SH   DFND 1 2,336 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 2,014 200,000 SH   DFND 3 200,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 615 17,278 SH   DFND 1 17,278 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,280 35,956 SH   DFND 4 35,956 0 0
GRACO INC COM 384109104 4,237 86,951 SH   DFND 1 86,951 0 0
GRACO INC COM 384109104 6,816 139,882 SH   DFND 4 139,882 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,603 295,349 SH   DFND 1 295,349 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 9,276 760,344 SH   DFND 4 760,344 0 0
GRAY TELEVISION INC COM 389375106 113 10,555 SH   DFND 4 10,555 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 8 1,004 SH   DFND 1 1,004 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 928 111,811 SH   DFND 4 111,811 0 0
GREEN PLAINS INC COM 393222104 58 12,000 SH   DFND 4 12,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 21,159 1,050,572 SH   DFND 3 1,050,572 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,469 33,196 SH   DFND 4 33,196 0 0
GRUBHUB INC COM 400110102 4,951 121,554 SH   DFND 3 121,554 0 0
GUARDANT HEALTH INC COM 40131M109 308 4,429 SH   DFND 1 4,429 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,393 17,567 SH   DFND 1 17,567 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 492 6,206 SH   DFND 3 6,206 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 8,578 8,775,000 PRN   DFND 3 8,775,000 0 0
HACKETT GROUP INC COM 404609109 2,313 181,819 SH   DFND 4 181,819 0 0
HAEMONETICS CORP COM 405024100 6,254 62,750 SH   DFND 4 62,750 0 0
HAEMONETICS CORP COM 405024100 1,939 19,461 SH   DFND 1 19,461 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,670 102,794 SH   DFND 1 102,794 0 0
HALLIBURTON CO COM 406216101 1,893 276,309 SH   DFND 1 276,309 0 0
HALLIBURTON CO COM 406216101 2 223 SH   DFND 3 223 0 0
HALLIBURTON CO COM 406216101 1 200 SH Put DFND 1 200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1 60 SH   DFND 1 60 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,504 83,623 SH   DFND 4 83,623 0 0
HANESBRANDS INC COM 410345102 36 4,617 SH   DFND 3 4,617 0 0
HANESBRANDS INC COM 410345102 2,508 318,653 SH   DFND 1 318,653 0 0
HANOVER INS GROUP INC COM 410867105 2,803 30,947 SH   DFND 1 30,947 0 0
HANOVER INS GROUP INC COM 410867105 27 300 SH   DFND 4 300 0 0
HARLEY DAVIDSON INC COM 412822108 11 580 SH   DFND 3 580 0 0
HARLEY DAVIDSON INC COM 412822108 1,365 72,126 SH   DFND 4 72,126 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,053 1,400,681 SH   DFND 4 1,400,681 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,861 52,810 SH   DFND 1 52,810 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 18 511 SH   DFND 3 511 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,942 140,240 SH   DFND 4 140,240 0 0
HASBRO INC COM 418056107 129 1,800 SH   DFND 4 1,800 0 0
HASBRO INC COM 418056107 220 3,076 SH   DFND 1 3,076 0 0
HASBRO INC COM 418056107 57 790 SH   DFND 3 790 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 13 300 SH   DFND 4 300 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 748 17,376 SH   DFND 1 17,376 0 0
HC2 HLDGS INC COM 404139107 25 16,260 SH   DFND 4 16,260 0 0
HCA HEALTHCARE INC COM 40412C101 5,045 56,154 SH   DFND 1 56,154 0 0
HCA HEALTHCARE INC COM 40412C101 54,288 604,211 SH   DFND 4 604,211 0 0
HCI GROUP INC COM 40416E103 2,991 74,313 SH   DFND 4 74,313 0 0
HD SUPPLY HLDGS INC COM 40416M105 3,529 124,134 SH   DFND 1 124,134 0 0
HD SUPPLY HLDGS INC COM 40416M105 11,950 420,318 SH   DFND 4 420,318 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 1,224 31,837 SH   DFND 3 31,837 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 210 8,803 SH   DFND 1 8,803 0 0
HEALTHSTREAM INC COM 42222N103 27 1,143 SH   DFND 1 1,143 0 0
HEALTHSTREAM INC COM 42222N103 1,504 62,780 SH   DFND 4 62,780 0 0
HECLA MNG CO COM 422704106 97 53,313 SH   DFND 4 53,313 0 0
HEICO CORP NEW COM 422806109 549 7,357 SH   DFND 1 7,357 0 0
HEICO CORP NEW COM 422806109 221 2,959 SH   DFND 3 2,959 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 8 341 SH   DFND 1 341 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,879 83,495 SH   DFND 4 83,495 0 0
HELEN OF TROY CORP LTD COM G4388N106 2,658 18,452 SH   DFND 1 18,452 0 0
HELMERICH & PAYNE INC COM 423452101 114 7,255 SH   DFND 3 7,255 0 0
HELMERICH & PAYNE INC COM 423452101 199 12,705 SH   DFND 4 12,705 0 0
HENRY JACK & ASSOC INC COM 426281101 1,994 12,844 SH   DFND 1 12,844 0 0
HENRY JACK & ASSOC INC COM 426281101 26,926 173,445 SH   DFND 4 173,445 0 0
HENRY SCHEIN INC COM 806407102 39 763 SH   DFND 3 763 0 0
HENRY SCHEIN INC COM 806407102 1,632 32,300 SH   DFND 4 32,300 0 0
HENRY SCHEIN INC COM 806407102 4,582 90,699 SH   DFND 1 90,699 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4,107 5,100,000 PRN   DFND 3 5,100,000 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 4,874 167,145 SH   DFND 1 167,145 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 5,578 191,277 SH   DFND 4 191,277 0 0
HERC HLDGS INC COM 42704L104 290 14,155 SH   DFND 4 14,155 0 0
HERITAGE COMMERCE CORP COM 426927109 1,192 155,412 SH   DFND 4 155,412 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 658 183,800 SH   DFND 4 183,800 0 0
HERSHEY CO COM 427866108 37,888 285,949 SH   DFND 4 285,949 0 0
HERSHEY CO COM 427866108 5,503 41,531 SH   DFND 1 41,531 0 0
HERSHEY CO COM 427866108 14 104 SH   DFND 3 104 0 0
HESS CORP COM 42809H107 2,537 76,185 SH   DFND 3 76,185 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 513 52,880 SH   DFND 1 52,880 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 0 6 SH   DFND 3 6 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 72 7,400 SH   DFND 4 7,400 0 0
HIBBETT SPORTS INC COM 428567101 2,587 236,600 SH   DFND 4 236,600 0 0
HILL ROM HLDGS INC COM 431475102 608 6,046 SH   DFND 1 6,046 0 0
HILL ROM HLDGS INC COM 431475102 8,364 83,145 SH   DFND 4 83,145 0 0
HILLENBRAND INC COM 431571108 222 11,609 SH   DFND 4 11,609 0 0
HILLTOP HOLDINGS INC COM 432748101 3,582 236,900 SH   DFND 4 236,900 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 948 13,892 SH   DFND 1 13,892 0 0
HMS HLDGS CORP COM 40425J101 5,178 204,897 SH   DFND 1 204,897 0 0
HMS HLDGS CORP COM 40425J101 20 800 SH   DFND 4 800 0 0
HOLLYFRONTIER CORP COM 436106108 2,845 116,072 SH   DFND 1 116,072 0 0
HOLLYFRONTIER CORP COM 436106108 316 12,879 SH   DFND 3 12,879 0 0
HOLLYFRONTIER CORP COM 436106108 6,805 277,637 SH   DFND 4 277,637 0 0
HOLOGIC INC COM 436440101 62,364 1,776,765 SH   DFND 4 1,776,765 0 0
HOLOGIC INC COM 436440101 840 23,939 SH   DFND 1 23,939 0 0
HOLOGIC INC COM 436440101 252 7,185 SH   DFND 3 7,185 0 0
HOME BANCSHARES INC COM 436893200 3,207 267,459 SH   DFND 1 267,459 0 0
HOME DEPOT INC COM 437076102 9,632 51,590 SH   DFND 2 51,590 0 0
HOME DEPOT INC COM 437076102 87 467 SH   DFND 3 467 0 0
HOME DEPOT INC COM 437076102 53,188 284,869 SH   DFND 4 284,869 0 0
HOME DEPOT INC COM 437076102 1,134 6,073 SH   DFND 1 6,073 0 0
HONEYWELL INTL INC COM 438516106 1,639 12,247 SH   DFND 1 12,247 0 0
HONEYWELL INTL INC COM 438516106 130 974 SH   DFND 3 974 0 0
HONEYWELL INTL INC COM 438516106 5,695 42,568 SH   DFND 4 42,568 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 511 13,955 SH   DFND 4 13,955 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 1,483 50,080 SH   DFND 4 50,080 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 2,199 74,254 SH   DFND 1 74,254 0 0
HORMEL FOODS CORP COM 440452100 1,498 32,113 SH   DFND 4 32,113 0 0
HORMEL FOODS CORP COM 440452100 9 194 SH   DFND 3 194 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 196 344,000 SH   DFND 3 344,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5 2,876 SH   DFND 1 2,876 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 52 27,415 SH   DFND 4 27,415 0 0
HOULIHAN LOKEY INC CL A 441593100 311 5,968 SH   DFND 1 5,968 0 0
HOULIHAN LOKEY INC CL A 441593100 6,417 123,114 SH   DFND 4 123,114 0 0
HP INC COM 40434L105 41,269 2,377,250 SH   DFND 4 2,377,250 0 0
HUAMI CORP SPONSORED ADS 44331K103 9,261 705,900 SH   DFND 4 705,900 0 0
HUB GROUP INC CL A 443320106 960 21,123 SH   DFND 4 21,123 0 0
HUBBELL INC COM 443510607 642 5,598 SH   DFND 1 5,598 0 0
HUBBELL INC COM 443510607 172 1,500 SH   DFND 4 1,500 0 0
HUBSPOT INC COM 443573100 2,881 21,630 SH   DFND 1 21,630 0 0
HUDBAY MINERALS INC COM 443628102 117 62,408 SH   DFND 3 62,408 0 0
HUDBAY MINERALS INC COM 443628102 335 179,100 SH   DFND 4 179,100 0 0
HUDSON PAC PPTYS INC COM 444097109 3,721 146,722 SH   DFND 4 146,722 0 0
HUMANA INC COM 444859102 4,936 15,718 SH   DFND 1 15,718 0 0
HUMANA INC COM 444859102 134,844 429,413 SH   DFND 4 429,413 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,917 42,466 SH   DFND 4 42,466 0 0
HUNT J B TRANS SVCS INC COM 445658107 945 10,245 SH   DFND 1 10,245 0 0
HUNT J B TRANS SVCS INC COM 445658107 44 472 SH   DFND 3 472 0 0
HUNTINGTON BANCSHARES INC COM 446150104 92 11,196 SH   DFND 4 11,196 0 0
HUNTINGTON BANCSHARES INC COM 446150104 74 9,074 SH   DFND 3 9,074 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 36 195 SH   DFND 3 195 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,324 18,240 SH   DFND 4 18,240 0 0
HURON CONSULTING GROUP INC COM 447462102 7 157 SH   DFND 1 157 0 0
HURON CONSULTING GROUP INC COM 447462102 1,716 37,821 SH   DFND 4 37,821 0 0
HYATT HOTELS CORP COM CL A 448579102 693 14,466 SH   DFND 1 14,466 0 0
IAC INTERACTIVECORP COM 44919P508 5,050 28,178 SH   DFND 4 28,178 0 0
IBERIABANK CORP COM 450828108 2,101 58,091 SH   DFND 4 58,091 0 0
ICHOR HOLDINGS SHS G4740B105 30 1,557 SH   DFND 1 1,557 0 0
ICHOR HOLDINGS SHS G4740B105 2,029 105,891 SH   DFND 4 105,891 0 0
ICON PLC SHS G4705A100 4,617 33,947 SH   DFND 1 33,947 0 0
ICU MED INC COM 44930G107 941 4,664 SH   DFND 1 4,664 0 0
IDACORP INC COM 451107106 713 8,120 SH   DFND 1 8,120 0 0
IDACORP INC COM 451107106 1,703 19,400 SH   DFND 4 19,400 0 0
IDEX CORP COM 45167R104 1,509 10,929 SH   DFND 1 10,929 0 0
IDEX CORP COM 45167R104 49 355 SH   DFND 3 355 0 0
IDEX CORP COM 45167R104 163 1,183 SH   DFND 4 1,183 0 0
IDEXX LABS INC COM 45168D104 36,585 151,029 SH   DFND 4 151,029 0 0
IDEXX LABS INC COM 45168D104 4,466 18,435 SH   DFND 1 18,435 0 0
IDEXX LABS INC COM 45168D104 3,957 16,333 SH   DFND 3 16,333 0 0
IHS MARKIT LTD SHS G47567105 6,161 102,677 SH   DFND 3 102,677 0 0
IHS MARKIT LTD SHS G47567105 228 3,793 SH   DFND 1 3,793 0 0
ILLINOIS TOOL WKS INC COM 452308109 229 1,611 SH   DFND 1 1,611 0 0
ILLINOIS TOOL WKS INC COM 452308109 15,388 108,278 SH   DFND 4 108,278 0 0
ILLUMINA INC COM 452327109 2,433 8,910 SH   DFND 1 8,910 0 0
ILLUMINA INC COM 452327109 5,592 20,476 SH   DFND 3 20,476 0 0
ILLUMINA INC COM 452327109 90 330 SH   DFND 4 330 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 3,692 3,000,000 PRN   DFND 3 3,000,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 15,078 15,500,000 PRN   DFND 3 15,500,000 0 0
IMAX CORP COM 45245E109 322 35,580 SH   DFND 4 35,580 0 0
IMMUNOGEN INC COM 45253H101 737 215,995 SH   DFND 4 215,995 0 0
IMMUNOMEDICS INC COM 452907108 67 4,958 SH   DFND 1 4,958 0 0
IMMUNOMEDICS INC COM 452907108 212 15,700 SH   DFND 4 15,700 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,756 244,506 SH   DFND 1 244,506 0 0
IMPERIAL OIL LTD COM NEW 453038408 90 7,948 SH   DFND 3 7,948 0 0
INCYTE CORP COM 45337C102 4,054 55,360 SH   DFND 1 55,360 0 0
INCYTE CORP COM 45337C102 59,733 815,687 SH   DFND 4 815,687 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 774 60,165 SH   DFND 4 60,165 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,575 108,739 SH   DFND 1 108,739 0 0
INDEPENDENT BK GROUP INC COM 45384B106 474 20,000 SH   DFND 4 20,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,614 318,400 SH   DFND 4 318,400 0 0
INGERSOLL RAND INC COM 45687V106 841 33,893 SH   DFND 1 33,893 0 0
INGERSOLL RAND INC COM 45687V106 53 2,145 SH   DFND 3 2,145 0 0
INGERSOLL RAND INC COM 45687V106 208 8,400 SH   DFND 4 8,400 0 0
INGEVITY CORP COM 45688C107 88 2,489 SH   DFND 1 2,489 0 0
INGEVITY CORP COM 45688C107 527 14,959 SH   DFND 4 14,959 0 0
INGREDION INC COM 457187102 46 604 SH   DFND 1 604 0 0
INGREDION INC COM 457187102 181 2,400 SH   DFND 4 2,400 0 0
INNOSPEC INC COM 45768S105 1,889 27,184 SH   DFND 4 27,184 0 0
INNOVIVA INC COM 45781M101 14,693 1,249,427 SH   DFND 4 1,249,427 0 0
INPHI CORP COM 45772F107 2,233 28,200 SH   DFND 4 28,200 0 0
INPHI CORP COM 45772F107 284 3,585 SH   DFND 1 3,585 0 0
INSPERITY INC COM 45778Q107 4,153 111,352 SH   DFND 1 111,352 0 0
INSPERITY INC COM 45778Q107 60 1,600 SH   DFND 4 1,600 0 0
INSTALLED BLDG PRODS INC COM 45780R101 363 9,106 SH   DFND 1 9,106 0 0
INSTALLED BLDG PRODS INC COM 45780R101 2,806 70,375 SH   DFND 4 70,375 0 0
INSULET CORP COM 45784P101 2,101 12,682 SH   DFND 1 12,682 0 0
INTEGER HLDGS CORP COM 45826H109 2,559 40,715 SH   DFND 1 40,715 0 0
INTEGER HLDGS CORP COM 45826H109 13,257 210,905 SH   DFND 4 210,905 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,367 75,375 SH   DFND 1 75,375 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 94 2,100 SH   DFND 4 2,100 0 0
INTEL CORP COM 458140100 43 800 SH   DFND 3 800 0 0
INTEL CORP COM 458140100 7,665 141,635 SH   DFND 2 141,635 0 0
INTEL CORP COM 458140100 4,027 74,417 SH   DFND 1 74,417 0 0
INTEL CORP COM 458140100 204,655 3,781,495 SH   DFND 4 3,781,495 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 217 5,018 SH   DFND 1 5,018 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,313 28,647 SH   DFND 1 28,647 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,816 34,879 SH   DFND 2 34,879 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 114,539 1,418,442 SH   DFND 4 1,418,442 0 0
INTERDIGITAL INC COM 45867G101 214 4,802 SH   DFND 1 4,802 0 0
INTERDIGITAL INC COM 45867G101 13 283 SH   DFND 4 283 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 271 10,074 SH   DFND 4 10,074 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,824 16,443 SH   DFND 2 16,443 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 20 182 SH   DFND 3 182 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 518 4,674 SH   DFND 1 4,674 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 22 200 SH   DFND 4 200 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 344 57,864 SH   DFND 1 57,864 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 146 16,045 SH   DFND 4 16,045 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 1,344 56,239 SH   DFND 3 56,239 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 75 3,133 SH   DFND 4 3,133 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,000 61,776 SH   DFND 1 61,776 0 0
INTERPUBLIC GROUP COS INC COM 460690100 108 6,653 SH   DFND 3 6,653 0 0
INTERSECT ENT INC COM 46071F103 45 3,827 SH   DFND 4 3,827 0 0
INTERSECT ENT INC COM 46071F103 179 15,091 SH   DFND 3 15,091 0 0
INTL PAPER CO COM 460146103 97 3,100 SH   DFND 4 3,100 0 0
INTL PAPER CO COM 460146103 33 1,056 SH   DFND 3 1,056 0 0
INTL PAPER CO COM 460146103 3,031 97,378 SH   DFND 1 97,378 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 400 26,000 SH   DFND 4 26,000 0 0
INTUIT COM 461202103 4,542 19,747 SH   DFND 1 19,747 0 0
INTUIT COM 461202103 156,228 679,254 SH   DFND 4 679,254 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,645 7,360 SH   DFND 1 7,360 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 238 481 SH   DFND 3 481 0 0
INVACARE CORP COM 461203101 82 10,985 SH   DFND 4 10,985 0 0
INVESCO LTD SHS G491BT108 105 11,558 SH   DFND 3 11,558 0 0
INVESTORS BANCORP INC NEW COM 46146L101 3,848 481,540 SH   DFND 4 481,540 0 0
INVITATION HOMES INC COM 46187W107 6,120 286,390 SH   DFND 4 286,390 0 0
IONIS PHARMACEUTICALS INC COM 462222100 459 9,700 SH   DFND 4 9,700 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 534 17,850 SH   DFND 1 17,850 0 0
IPG PHOTONICS CORP COM 44980X109 2,948 26,731 SH   DFND 3 26,731 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 8,757 8,700,000 PRN   DFND 3 8,700,000 0 0
IQVIA HLDGS INC COM 46266C105 5,166 47,899 SH   DFND 1 47,899 0 0
IQVIA HLDGS INC COM 46266C105 66,814 619,451 SH   DFND 4 619,451 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,157 51,803 SH   DFND 1 51,803 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,591 256,763 SH   DFND 1 256,763 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 5,399 535,100 SH   DFND 4 535,100 0 0
ISHARES INC MSCI HONG KG ETF 464286871 356 17,832 SH   DFND 1 17,832 0 0
ISHARES INC MSCI MEXICO ETF 464286822 236 8,339 SH   DFND 1 8,339 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 330 10,000 SH   DFND 1 10,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 4,196 36,372 SH   DFND 1 36,372 0 0
ISHARES TR IBOXX HI YD ETF 464288513 359 4,664 SH   DFND 1 4,664 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,318 43,050 SH   DFND 4 43,050 0 0
ISHARES TR IBOXX HI YD ETF 464288513 12,917 167,600 SH Put DFND 3 167,600 0 0
ISHARES TR IBOXX INV CP ETF 464287242 833 6,741 SH   DFND 1 6,741 0 0
ISHARES TR JPMORGAN USD EMG 464288281 686 7,095 SH   DFND 1 7,095 0 0
ISHARES TR TIPS BD ETF 464287176 6,758 57,311 SH   DFND 1 57,311 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,777 7,690,000 PRN   DFND 3 7,690,000 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 642 142,969 SH   DFND 3 142,969 0 0
ITRON INC COM 465741106 611 10,948 SH   DFND 4 10,948 0 0
ITRON INC COM 465741106 1,947 34,868 SH   DFND 1 34,868 0 0
ITT INC COM 45073V108 2,719 59,946 SH   DFND 1 59,946 0 0
ITT INC COM 45073V108 428 9,430 SH   DFND 4 9,430 0 0
J & J SNACK FOODS CORP COM 466032109 3,329 27,516 SH   DFND 1 27,516 0 0
J & J SNACK FOODS CORP COM 466032109 121 1,000 SH   DFND 4 1,000 0 0
J ALEXANDERS HLDGS INC COM 46609J106 520 135,744 SH   DFND 3 135,744 0 0
J ALEXANDERS HLDGS INC COM 46609J106 19 5,000 SH   DFND 4 5,000 0 0
J2 GLOBAL INC COM 48123V102 2,678 35,773 SH   DFND 4 35,773 0 0
J2 GLOBAL INC COM 48123V102 3,667 48,991 SH   DFND 1 48,991 0 0
JABIL INC COM 466313103 750 30,505 SH   DFND 4 30,505 0 0
JACK IN THE BOX INC COM 466367109 841 24,000 SH   DFND 4 24,000 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,746 113,979 SH   DFND 1 113,979 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 81 5,300 SH   DFND 4 5,300 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 4,688 5,350,000 PRN   DFND 3 5,350,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 16,976 17,740,000 PRN   DFND 3 17,740,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,129 31,369 SH   DFND 1 31,369 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 16,743 167,865 SH   DFND 4 167,865 0 0
JD COM INC SPON ADR CL A 47215P106 85,824 2,119,113 SH   DFND 4 2,119,113 0 0
JEFFERIES FINL GROUP INC COM 47233W109 544 39,805 SH   DFND 1 39,805 0 0
JELD-WEN HLDG INC COM 47580P103 2,560 263,066 SH   DFND 4 263,066 0 0
JETBLUE AWYS CORP COM 477143101 8 897 SH   DFND 4 897 0 0
JETBLUE AWYS CORP COM 477143101 2,568 286,968 SH   DFND 1 286,968 0 0
JOHNSON & JOHNSON COM 478160104 4,304 32,825 SH   DFND 1 32,825 0 0
JOHNSON & JOHNSON COM 478160104 6,862 52,328 SH   DFND 2 52,328 0 0
JOHNSON & JOHNSON COM 478160104 35 270 SH   DFND 3 270 0 0
JOHNSON & JOHNSON COM 478160104 102,765 783,685 SH   DFND 4 783,685 0 0
JOHNSON CTLS INTL PLC SHS G51502105 47,181 1,750,050 SH   DFND 4 1,750,050 0 0
JOHNSON CTLS INTL PLC SHS G51502105 282 10,447 SH   DFND 1 10,447 0 0
JOHNSON CTLS INTL PLC SHS G51502105 373 13,841 SH   DFND 2 13,841 0 0
JOHNSON CTLS INTL PLC SHS G51502105 0 13 SH   DFND 3 13 0 0
JOINT CORP COM 47973J102 133 12,217 SH   DFND 4 12,217 0 0
JONES LANG LASALLE INC COM 48020Q107 1,688 16,719 SH   DFND 2 16,719 0 0
JONES LANG LASALLE INC COM 48020Q107 466 4,612 SH   DFND 4 4,612 0 0
JPMORGAN CHASE & CO COM 46625H100 335 3,726 SH   DFND 1 3,726 0 0
JPMORGAN CHASE & CO COM 46625H100 4,968 55,177 SH   DFND 2 55,177 0 0
JPMORGAN CHASE & CO COM 46625H100 4,800 53,317 SH   DFND 3 53,317 0 0
JUNIPER NETWORKS INC COM 48203R104 3,241 169,332 SH   DFND 1 169,332 0 0
JUNIPER NETWORKS INC COM 48203R104 948 49,510 SH   DFND 3 49,510 0 0
JUNIPER NETWORKS INC COM 48203R104 506 26,443 SH   DFND 4 26,443 0 0
K12 INC COM 48273U102 12 646 SH   DFND 1 646 0 0
K12 INC COM 48273U102 2,707 143,526 SH   DFND 4 143,526 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 7,804 112,650 SH   DFND 4 112,650 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,270 61,637 SH   DFND 1 61,637 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,453 27,148 SH   DFND 1 27,148 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 373 2,933 SH   DFND 2 2,933 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 64 500 SH   DFND 3 500 0 0
KAR AUCTION SVCS INC COM 48238T109 3,602 300,153 SH   DFND 1 300,153 0 0
KB HOME COM 48666K109 14,048 776,138 SH   DFND 4 776,138 0 0
KBR INC COM 48242W106 2,387 115,447 SH   DFND 1 115,447 0 0
KELLOGG CO COM 487836108 3,181 53,032 SH   DFND 4 53,032 0 0
KELLOGG CO COM 487836108 10 174 SH   DFND 3 174 0 0
KELLOGG CO COM 487836108 4,607 76,800 SH   DFND 1 76,800 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,363 101,594 SH   DFND 1 101,594 0 0
KEURIG DR PEPPER INC COM 49271V100 2,172 89,513 SH   DFND 1 89,513 0 0
KEURIG DR PEPPER INC COM 49271V100 6,514 268,382 SH   DFND 4 268,382 0 0
KEYCORP COM 493267108 1,223 117,905 SH   DFND 1 117,905 0 0
KEYCORP COM 493267108 62 5,958 SH   DFND 3 5,958 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 419 5,002 SH   DFND 1 5,002 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 52,002 621,437 SH   DFND 4 621,437 0 0
KFORCE INC COM 493732101 1,862 72,831 SH   DFND 4 72,831 0 0
KIMBERLY CLARK CORP COM 494368103 4,185 32,725 SH   DFND 1 32,725 0 0
KIMBERLY CLARK CORP COM 494368103 39 304 SH   DFND 3 304 0 0
KIMBERLY CLARK CORP COM 494368103 4,362 34,110 SH   DFND 4 34,110 0 0
KINDER MORGAN INC DEL COM 49456B101 1,603 115,132 SH   DFND 1 115,132 0 0
KINDER MORGAN INC DEL COM 49456B101 2,290 164,538 SH   DFND 3 164,538 0 0
KINDER MORGAN INC DEL COM 49456B101 1,189 85,400 SH   DFND 4 85,400 0 0
KINROSS GOLD CORP COM 496902404 7,971 2,002,853 SH   DFND 4 2,002,853 0 0
KINSALE CAP GROUP INC COM 49714P108 1 13 SH   DFND 1 13 0 0
KINSALE CAP GROUP INC COM 49714P108 1,098 10,500 SH   DFND 4 10,500 0 0
KIRBY CORP COM 497266106 2,884 66,337 SH   DFND 1 66,337 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 36,156 1,221,490 SH   DFND 4 1,221,490 0 0
KKR & CO INC CL A 48251W104 536 22,821 SH   DFND 1 22,821 0 0
KLA CORPORATION COM NEW 482480100 583 4,053 SH   DFND 1 4,053 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,043 31,811 SH   DFND 2 31,811 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 13 400 SH   DFND 4 400 0 0
KNOWLES CORP COM 49926D109 993 74,203 SH   DFND 1 74,203 0 0
KNOWLES CORP COM 49926D109 103 7,725 SH   DFND 4 7,725 0 0
KOHLS CORP COM 500255104 1,667 114,252 SH   DFND 1 114,252 0 0
KOHLS CORP COM 500255104 14 983 SH   DFND 3 983 0 0
KOHLS CORP COM 500255104 1 100 SH Call DFND 1 100 0 0
KOHLS CORP COM 500255104 1 100 SH Put DFND 1 100 0 0
KOSMOS ENERGY LTD COM 500688106 80 88,906 SH   DFND 3 88,906 0 0
KOSMOS ENERGY LTD COM 500688106 20 22,600 SH   DFND 4 22,600 0 0
KRAFT HEINZ CO COM 500754106 876 35,400 SH   DFND 4 35,400 0 0
KRAFT HEINZ CO COM 500754106 893 36,099 SH   DFND 3 36,099 0 0
KROGER CO COM 501044101 958 31,814 SH   DFND 1 31,814 0 0
KROGER CO COM 501044101 6 205 SH   DFND 3 205 0 0
KROGER CO COM 501044101 17,671 586,700 SH   DFND 4 586,700 0 0
KULICKE & SOFFA INDS INC COM 501242101 21 1,014 SH   DFND 1 1,014 0 0
KULICKE & SOFFA INDS INC COM 501242101 639 30,605 SH   DFND 4 30,605 0 0
KURA ONCOLOGY INC COM 50127T109 136 13,710 SH   DFND 3 13,710 0 0
KURA SUSHI USA INC CL A COM 501270102 131 10,983 SH   DFND 4 10,983 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 89 496 SH   DFND 3 496 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 10,627 59,000 SH   DFND 4 59,000 0 0
LA Z BOY INC COM 505336107 1,690 82,237 SH   DFND 1 82,237 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,648 28,865 SH   DFND 1 28,865 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 15 117 SH   DFND 3 117 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 173 1,370 SH   DFND 4 1,370 0 0
LAM RESEARCH CORP COM 512807108 3,207 13,363 SH   DFND 1 13,363 0 0
LAM RESEARCH CORP COM 512807108 54,656 227,734 SH   DFND 4 227,734 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,800 35,100 SH   DFND 4 35,100 0 0
LAMB WESTON HLDGS INC COM 513272104 17,844 312,502 SH   DFND 4 312,502 0 0
LAMB WESTON HLDGS INC COM 513272104 3,163 55,387 SH   DFND 1 55,387 0 0
LANCASTER COLONY CORP COM 513847103 0 2 SH   DFND 1 2 0 0
LANCASTER COLONY CORP COM 513847103 3,557 24,589 SH   DFND 4 24,589 0 0
LANDSTAR SYS INC COM 515098101 1,102 11,491 SH   DFND 1 11,491 0 0
LANDSTAR SYS INC COM 515098101 17,677 184,403 SH   DFND 4 184,403 0 0
LANTHEUS HLDGS INC COM 516544103 14 1,067 SH   DFND 1 1,067 0 0
LANTHEUS HLDGS INC COM 516544103 2,325 182,172 SH   DFND 4 182,172 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2,088 117,148 SH   DFND 4 117,148 0 0
LAUREATE EDUCATION INC CL A 518613203 2,871 273,147 SH   DFND 1 273,147 0 0
LCI INDS COM 50189K103 1,365 20,430 SH   DFND 1 20,430 0 0
LEGG MASON INC COM 524901105 1,066 21,826 SH   DFND 3 21,826 0 0
LEGGETT & PLATT INC COM 524660107 684 25,648 SH   DFND 1 25,648 0 0
LEGGETT & PLATT INC COM 524660107 214 8,034 SH   DFND 3 8,034 0 0
LEIDOS HOLDINGS INC COM 525327102 2,057 22,449 SH   DFND 1 22,449 0 0
LEIDOS HOLDINGS INC COM 525327102 8,866 96,734 SH   DFND 4 96,734 0 0
LENNOX INTL INC COM 526107107 2,088 11,486 SH   DFND 1 11,486 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 577 65,100 SH   DFND 4 65,100 0 0
LEXINGTON REALTY TRUST COM 529043101 1,895 190,800 SH   DFND 4 190,800 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,157 137,318 SH   DFND 1 137,318 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 1,309 41,300 SH   DFND 4 41,300 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3,969 125,525 SH   DFND 4 125,525 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 288 9,118 SH   DFND 3 9,118 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 6,462 6,821,000 PRN   DFND 3 6,821,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,244 6,590,000 PRN   DFND 3 6,590,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 493 273,981 SH   DFND 4 273,981 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 2,537 34,892 SH   DFND 4 34,892 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 10,352 12,500,000 PRN   DFND 3 12,500,000 0 0
LILLY ELI & CO COM 532457108 2,244 16,179 SH   DFND 1 16,179 0 0
LILLY ELI & CO COM 532457108 4,781 34,467 SH   DFND 2 34,467 0 0
LILLY ELI & CO COM 532457108 16,660 120,100 SH   DFND 4 120,100 0 0
LINCOLN ELEC HLDGS INC COM 533900106 9,280 134,500 SH   DFND 4 134,500 0 0
LINCOLN NATL CORP IND COM 534187109 434 16,494 SH   DFND 3 16,494 0 0
LINCOLN NATL CORP IND COM 534187109 27,132 1,030,843 SH   DFND 4 1,030,843 0 0
LINCOLN NATL CORP IND COM 534187109 2,615 99,341 SH   DFND 1 99,341 0 0
LINDE PLC SHS G5494J103 1,093 6,316 SH   DFND 1 6,316 0 0
LINDE PLC SHS G5494J103 487 2,816 SH   DFND 3 2,816 0 0
LINDE PLC SHS G5494J103 86 500 SH   DFND 4 500 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 370 60,776 SH   DFND 4 60,776 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,735 310,975 SH   DFND 4 310,975 0 0
LITHIA MTRS INC CL A 536797103 2,317 28,329 SH   DFND 1 28,329 0 0
LITHIA MTRS INC CL A 536797103 3,312 40,490 SH   DFND 4 40,490 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 399 8,775 SH   DFND 3 8,775 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 137 3,015 SH   DFND 1 3,015 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 8,612 9,100,000 PRN   DFND 3 9,100,000 0 0
LIVEPERSON INC COM 538146101 362 15,894 SH   DFND 1 15,894 0 0
LKQ CORP COM 501889208 3,690 179,902 SH   DFND 1 179,902 0 0
LKQ CORP COM 501889208 14,667 715,116 SH   DFND 4 715,116 0 0
LOGMEIN INC COM 54142L109 6,042 72,551 SH   DFND 3 72,551 0 0
LOWES COS INC COM 548661107 3,134 36,420 SH   DFND 4 36,420 0 0
LPL FINL HLDGS INC COM 50212V100 2,347 43,112 SH   DFND 1 43,112 0 0
LPL FINL HLDGS INC COM 50212V100 11,661 214,242 SH   DFND 4 214,242 0 0
LSI INDS INC COM 50216C108 69 18,225 SH   DFND 4 18,225 0 0
LULULEMON ATHLETICA INC COM 550021109 601 3,173 SH   DFND 2 3,173 0 0
LULULEMON ATHLETICA INC COM 550021109 9,820 51,809 SH   DFND 4 51,809 0 0
LULULEMON ATHLETICA INC COM 550021109 145 763 SH   DFND 1 763 0 0
LUMENTUM HLDGS INC COM 55024U109 2,846 38,617 SH   DFND 4 38,617 0 0
LYFT INC CL A COM 55087P104 351 13,078 SH   DFND 3 13,078 0 0
LYFT INC CL A COM 55087P104 261 9,713 SH   DFND 4 9,713 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 381 7,679 SH   DFND 3 7,679 0 0
M & T BK CORP COM 55261F104 870 8,413 SH   DFND 3 8,413 0 0
M & T BK CORP COM 55261F104 6,697 64,746 SH   DFND 4 64,746 0 0
M D C HLDGS INC COM 552676108 2,819 121,509 SH   DFND 1 121,509 0 0
M D C HLDGS INC COM 552676108 21 900 SH   DFND 4 900 0 0
MACROGENICS INC COM 556099109 1,110 190,762 SH   DFND 4 190,762 0 0
MADDEN STEVEN LTD COM 556269108 2,586 111,339 SH   DFND 1 111,339 0 0
MADDEN STEVEN LTD COM 556269108 718 30,899 SH   DFND 4 30,899 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 318 1,502 SH   DFND 4 1,502 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,997 9,448 SH   DFND 1 9,448 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,282 26,655 SH   DFND 1 26,655 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,139 44,462 SH   DFND 4 44,462 0 0
MAGNA INTL INC COM 559222401 3,360 105,272 SH   DFND 1 105,272 0 0
MAGNA INTL INC COM 559222401 14,006 443,900 SH   DFND 4 443,900 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 871 217,627 SH   DFND 1 217,627 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 1,719 429,646 SH   DFND 3 429,646 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 31 15,498 SH   DFND 4 15,498 0 0
MANHATTAN ASSOCS INC COM 562750109 1,361 27,317 SH   DFND 1 27,317 0 0
MANHATTAN ASSOCS INC COM 562750109 14,947 300,013 SH   DFND 4 300,013 0 0
MANITOWOC CO INC COM NEW 563571405 153 18,044 SH   DFND 4 18,044 0 0
MANPOWERGROUP INC COM 56418H100 1,245 23,491 SH   DFND 1 23,491 0 0
MANPOWERGROUP INC COM 56418H100 106 2,000 SH   DFND 4 2,000 0 0
MANTECH INTL CORP CL A 564563104 592 8,143 SH   DFND 1 8,143 0 0
MANULIFE FINL CORP COM 56501R106 271 21,628 SH   DFND 1 21,628 0 0
MANULIFE FINL CORP COM 56501R106 3,860 310,900 SH   DFND 4 310,900 0 0
MARATHON OIL CORP COM 565849106 545 165,648 SH   DFND 1 165,648 0 0
MARATHON OIL CORP COM 565849106 1,230 373,770 SH   DFND 3 373,770 0 0
MARATHON PETE CORP COM 56585A102 10,270 434,786 SH   DFND 4 434,786 0 0
MARATHON PETE CORP COM 56585A102 114 4,842 SH   DFND 3 4,842 0 0
MARCUS & MILLICHAP INC COM 566324109 16 590 SH   DFND 1 590 0 0
MARCUS & MILLICHAP INC COM 566324109 416 15,355 SH   DFND 4 15,355 0 0
MARCUS CORP COM 566330106 690 55,983 SH   DFND 4 55,983 0 0
MARINEMAX INC COM 567908108 1,074 103,107 SH   DFND 4 103,107 0 0
MARKEL CORP COM 570535104 3,416 3,682 SH   DFND 4 3,682 0 0
MARKETAXESS HLDGS INC COM 57060D108 549 1,650 SH   DFND 1 1,650 0 0
MARKETAXESS HLDGS INC COM 57060D108 88 265 SH   DFND 3 265 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,110 6,345 SH   DFND 4 6,345 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,626 29,261 SH   DFND 1 29,261 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 33 600 SH   DFND 4 600 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,652 42,237 SH   DFND 4 42,237 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,790 20,703 SH   DFND 1 20,703 0 0
MARSH & MCLENNAN COS INC COM 571748102 799 9,241 SH   DFND 2 9,241 0 0
MASCO CORP COM 574599106 452 13,087 SH   DFND 1 13,087 0 0
MASCO CORP COM 574599106 24,401 705,857 SH   DFND 4 705,857 0 0
MASIMO CORP COM 574795100 4,969 28,054 SH   DFND 1 28,054 0 0
MASIMO CORP COM 574795100 14,063 79,400 SH   DFND 4 79,400 0 0
MASONITE INTL CORP NEW COM 575385109 3,748 78,998 SH   DFND 1 78,998 0 0
MASONITE INTL CORP NEW COM 575385109 5,267 111,006 SH   DFND 4 111,006 0 0
MASTERCARD INC CL A 57636Q104 4,664 19,308 SH   DFND 2 19,308 0 0
MASTERCARD INC CL A 57636Q104 14,457 59,849 SH   DFND 3 59,849 0 0
MASTERCARD INC CL A 57636Q104 3,591 14,866 SH   DFND 1 14,866 0 0
MASTERCARD INC CL A 57636Q104 17 70 SH   DFND 4 70 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,860 254,850 SH   DFND 4 254,850 0 0
MATADOR RES CO COM 576485205 292 117,822 SH   DFND 3 117,822 0 0
MATCH GROUP INC COM 57665R106 785 11,890 SH   DFND 3 11,890 0 0
MATCH GROUP INC COM 57665R106 1,882 28,500 SH   DFND 4 28,500 0 0
MATERION CORP COM 576690101 4,413 126,044 SH   DFND 4 126,044 0 0
MATTHEWS INTL CORP CL A 577128101 7 291 SH   DFND 1 291 0 0
MATTHEWS INTL CORP CL A 577128101 211 8,711 SH   DFND 4 8,711 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 6,212 127,800 SH   DFND 4 127,800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2 36 SH   DFND 3 36 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,091 43,015 SH   DFND 1 43,015 0 0
MAXIMUS INC COM 577933104 17,730 304,638 SH   DFND 4 304,638 0 0
MAXIMUS INC COM 577933104 561 9,640 SH   DFND 1 9,640 0 0
MAXLINEAR INC COM 57776J100 34 2,907 SH   DFND 1 2,907 0 0
MAXLINEAR INC COM 57776J100 274 23,494 SH   DFND 4 23,494 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,735 26,450 SH   DFND 1 26,450 0 0
MCCORMICK & CO INC COM NON VTG 579780206 0 1 SH   DFND 3 1 0 0
MCCORMICK & CO INC COM NON VTG 579780206 650 4,600 SH   DFND 4 4,600 0 0
MCDONALDS CORP COM 580135101 6,502 39,320 SH   DFND 4 39,320 0 0
MCDONALDS CORP COM 580135101 1 4 SH   DFND 1 4 0 0
MCDONALDS CORP COM 580135101 182 1,100 SH   DFND 3 1,100 0 0
MCGRATH RENTCORP COM 580589109 2,031 38,781 SH   DFND 4 38,781 0 0
MCKESSON CORP COM 58155Q103 1,753 12,963 SH   DFND 1 12,963 0 0
MDU RES GROUP INC COM 552690109 4,636 215,650 SH   DFND 1 215,650 0 0
MDU RES GROUP INC COM 552690109 22,705 1,056,067 SH   DFND 4 1,056,067 0 0
MEDIFAST INC COM 58470H101 5,950 95,200 SH   DFND 4 95,200 0 0
MEDPACE HLDGS INC COM 58506Q109 2,793 38,065 SH   DFND 1 38,065 0 0
MEDPACE HLDGS INC COM 58506Q109 13,792 187,951 SH   DFND 4 187,951 0 0
MEDTRONIC PLC SHS G5960L103 2,850 31,605 SH   DFND 1 31,605 0 0
MEDTRONIC PLC SHS G5960L103 2,102 23,308 SH   DFND 2 23,308 0 0
MEDTRONIC PLC SHS G5960L103 60,929 675,637 SH   DFND 4 675,637 0 0
MEET GROUP INC COM 58513U101 1,700 289,654 SH   DFND 3 289,654 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 418 33,711 SH   DFND 4 33,711 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,850 31,731 SH   DFND 3 31,731 0 0
MERCADOLIBRE INC COM 58733R102 365 748 SH   DFND 1 748 0 0
MERCADOLIBRE INC COM 58733R102 256 523 SH   DFND 4 523 0 0
MERCK & CO. INC COM 58933Y105 4,503 58,526 SH   DFND 1 58,526 0 0
MERCK & CO. INC COM 58933Y105 151,221 1,965,445 SH   DFND 4 1,965,445 0 0
MERCURY GENL CORP NEW COM 589400100 3,577 87,850 SH   DFND 1 87,850 0 0
MERCURY GENL CORP NEW COM 589400100 24 600 SH   DFND 4 600 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 114 13,621 SH   DFND 4 13,621 0 0
MERITAGE HOMES CORP COM 59001A102 10,831 296,654 SH   DFND 4 296,654 0 0
MERITAGE HOMES CORP COM 59001A102 1,868 51,164 SH   DFND 1 51,164 0 0
MERITOR INC COM 59001K100 576 43,481 SH   DFND 1 43,481 0 0
MESA LABS INC COM 59064R109 1,812 8,013 SH   DFND 4 8,013 0 0
MESA LABS INC COM 59064R109 11 49 SH   DFND 1 49 0 0
METLIFE INC COM 59156R108 52 1,705 SH   DFND 3 1,705 0 0
METLIFE INC COM 59156R108 31,399 1,027,113 SH   DFND 4 1,027,113 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 757 1,097 SH   DFND 1 1,097 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,756 14,128 SH   DFND 4 14,128 0 0
MGIC INVT CORP WIS COM 552848103 28,541 4,494,641 SH   DFND 4 4,494,641 0 0
MGIC INVT CORP WIS COM 552848103 1,661 261,610 SH   DFND 1 261,610 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 142 2,100 SH   DFND 4 2,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2 32 SH   DFND 3 32 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 314 4,632 SH   DFND 2 4,632 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,714 25,282 SH   DFND 1 25,282 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 2,071 2,000,000 PRN   DFND 3 2,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 479 11,388 SH   DFND 1 11,388 0 0
MICRON TECHNOLOGY INC COM 595112103 3,110 73,937 SH   DFND 2 73,937 0 0
MICRON TECHNOLOGY INC COM 595112103 6,654 158,208 SH   DFND 3 158,208 0 0
MICRON TECHNOLOGY INC COM 595112103 20,361 484,094 SH   DFND 4 484,094 0 0
MICROSOFT CORP COM 594918104 23,820 151,039 SH   DFND 3 151,039 0 0
MICROSOFT CORP COM 594918104 360,627 2,286,645 SH   DFND 4 2,286,645 0 0
MICROSOFT CORP COM 594918104 25,924 164,380 SH   DFND 2 164,380 0 0
MICROSOFT CORP COM 594918104 1,672 10,600 SH   DFND 1 10,600 0 0
MIDDLEBY CORP COM 596278101 131 2,300 SH   DFND 4 2,300 0 0
MIDDLEBY CORP COM 596278101 205 3,608 SH   DFND 1 3,608 0 0
MIMECAST LTD ORD SHS G14838109 4,508 127,706 SH   DFND 1 127,706 0 0
MIMECAST LTD ORD SHS G14838109 1,374 38,917 SH   DFND 4 38,917 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,185 115,424 SH   DFND 1 115,424 0 0
MINERALS TECHNOLOGIES INC COM 603158106 62 1,700 SH   DFND 4 1,700 0 0
MIRATI THERAPEUTICS INC COM 60468T105 604 7,860 SH   DFND 1 7,860 0 0
MOBILE MINI INC COM 60740F105 898 34,253 SH   DFND 4 34,253 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 114 14,952 SH   DFND 4 14,952 0 0
MODEL N INC COM 607525102 563 25,370 SH   DFND 4 25,370 0 0
MODEL N INC COM 607525102 30 1,362 SH   DFND 1 1,362 0 0
MODERNA INC COM 60770K107 847 28,275 SH   DFND 1 28,275 0 0
MOELIS & CO CL A 60786M105 3,258 115,944 SH   DFND 1 115,944 0 0
MOLECULAR TEMPLATES INC COM 608550109 186 13,989 SH   DFND 3 13,989 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,588 11,365 SH   DFND 1 11,365 0 0
MOLINA HEALTHCARE INC COM 60855R100 140 1,000 SH   DFND 4 1,000 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 40 1,016 SH   DFND 3 1,016 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 394 10,100 SH   DFND 4 10,100 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 116 4,276 SH   DFND 1 4,276 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,597 58,709 SH   DFND 4 58,709 0 0
MONDELEZ INTL INC CL A 609207105 136 2,712 SH   DFND 3 2,712 0 0
MONDELEZ INTL INC CL A 609207105 27,409 547,307 SH   DFND 4 547,307 0 0
MONDELEZ INTL INC CL A 609207105 5,219 104,218 SH   DFND 1 104,218 0 0
MONOLITHIC PWR SYS INC COM 609839105 4,145 24,750 SH   DFND 1 24,750 0 0
MONOLITHIC PWR SYS INC COM 609839105 9,257 55,281 SH   DFND 4 55,281 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,237 93,083 SH   DFND 1 93,083 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 50,196 892,210 SH   DFND 4 892,210 0 0
MOODYS CORP COM 615369105 382 1,808 SH   DFND 1 1,808 0 0
MOODYS CORP COM 615369105 14,659 69,310 SH   DFND 4 69,310 0 0
MOOG INC CL A 615394202 1,461 28,904 SH   DFND 1 28,904 0 0
MOOG INC CL A 615394202 10 200 SH   DFND 4 200 0 0
MORGAN STANLEY COM NEW 617446448 400 11,761 SH   DFND 1 11,761 0 0
MORGAN STANLEY COM NEW 617446448 639 18,794 SH   DFND 2 18,794 0 0
MORGAN STANLEY COM NEW 617446448 303 8,920 SH   DFND 3 8,920 0 0
MORGAN STANLEY COM NEW 617446448 84,402 2,482,425 SH   DFND 4 2,482,425 0 0
MORNINGSTAR INC COM 617700109 0 1 SH   DFND 1 1 0 0
MORNINGSTAR INC COM 617700109 237 2,043 SH   DFND 4 2,043 0 0
MOSAIC CO NEW COM 61945C103 334 30,875 SH   DFND 1 30,875 0 0
MOSAIC CO NEW COM 61945C103 14 1,282 SH   DFND 3 1,282 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,186 31,490 SH   DFND 3 31,490 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,012 97,894 SH   DFND 4 97,894 0 0
MR COOPER GROUP INC COM 62482R107 126 17,251 SH   DFND 4 17,251 0 0
MSC INDL DIRECT INC CL A 553530106 928 16,882 SH   DFND 1 16,882 0 0
MSC INDL DIRECT INC CL A 553530106 38 700 SH   DFND 4 700 0 0
MSG NETWORK INC CL A 553573106 3,786 371,131 SH   DFND 4 371,131 0 0
MUELLER INDS INC COM 624756102 776 32,400 SH   DFND 4 32,400 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,685 335,238 SH   DFND 1 335,238 0 0
MUELLER WTR PRODS INC COM SER A 624758108 231 28,873 SH   DFND 4 28,873 0 0
MURPHY OIL CORP COM 626717102 1,762 287,371 SH   DFND 3 287,371 0 0
MURPHY USA INC COM 626755102 10,657 126,329 SH   DFND 4 126,329 0 0
MYERS INDS INC COM 628464109 897 83,484 SH   DFND 4 83,484 0 0
MYLAN NV SHS EURO N59465109 245 16,462 SH   DFND 4 16,462 0 0
MYLAN NV SHS EURO N59465109 5 317 SH   DFND 3 317 0 0
MYOKARDIA INC COM 62857M105 473 10,094 SH   DFND 1 10,094 0 0
NASDAQ INC COM 631103108 348 3,670 SH   DFND 1 3,670 0 0
NASDAQ INC COM 631103108 1,514 15,947 SH   DFND 2 15,947 0 0
NASDAQ INC COM 631103108 180 1,900 SH   DFND 4 1,900 0 0
NATERA INC COM 632307104 2,827 94,681 SH   DFND 1 94,681 0 0
NATERA INC COM 632307104 1,236 41,400 SH   DFND 4 41,400 0 0
NATHANS FAMOUS INC NEW COM 632347100 380 6,223 SH   DFND 4 6,223 0 0
NATIONAL BEVERAGE CORP COM 635017106 847 19,858 SH   DFND 1 19,858 0 0
NATIONAL BEVERAGE CORP COM 635017106 4,716 110,568 SH   DFND 4 110,568 0 0
NATIONAL FUEL GAS CO N J COM 636180101 326 8,752 SH   DFND 1 8,752 0 0
NATIONAL GEN HLDGS CORP COM 636220303 1,641 99,136 SH   DFND 4 99,136 0 0
NATIONAL INSTRS CORP COM 636518102 3,334 100,794 SH   DFND 1 100,794 0 0
NATIONAL INSTRS CORP COM 636518102 2,934 88,690 SH   DFND 4 88,690 0 0
NATIONAL VISION HLDGS INC COM 63845R107 1,693 87,166 SH   DFND 1 87,166 0 0
NATIONAL VISION HLDGS INC COM 63845R107 132 6,803 SH   DFND 4 6,803 0 0
NATUS MED INC DEL COM 639050103 27 1,184 SH   DFND 1 1,184 0 0
NATUS MED INC DEL COM 639050103 1,117 48,286 SH   DFND 4 48,286 0 0
NAVIENT CORPORATION COM 63938C108 4,017 529,913 SH   DFND 4 529,913 0 0
NAVIENT CORPORATION COM 63938C108 2,830 373,336 SH   DFND 1 373,336 0 0
NCR CORP NEW COM 62886E108 7,320 413,582 SH   DFND 4 413,582 0 0
NEOGENOMICS INC COM NEW 64049M209 1,153 41,768 SH   DFND 1 41,768 0 0
NEOPHOTONICS CORP COM 64051T100 494 68,200 SH   DFND 4 68,200 0 0
NETAPP INC COM 64110D104 106 2,546 SH   DFND 3 2,546 0 0
NETAPP INC COM 64110D104 1,444 34,633 SH   DFND 4 34,633 0 0
NETEASE INC SPONSORED ADS 64110W102 99,065 308,652 SH   DFND 4 308,652 0 0
NETFLIX INC COM 64110L106 3,128 8,329 SH   DFND 2 8,329 0 0
NETFLIX INC COM 64110L106 631 1,681 SH   DFND 3 1,681 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 247 2,857 SH   DFND 1 2,857 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,877 44,800 SH   DFND 4 44,800 0 0
NEVRO CORP COM 64157F103 892 8,918 SH   DFND 1 8,918 0 0
NEVRO CORP COM 64157F103 115 1,146 SH   DFND 4 1,146 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 72,237 667,376 SH   DFND 4 667,376 0 0
NEW RELIC INC COM 64829B100 334 7,215 SH   DFND 1 7,215 0 0
NEW RELIC INC COM 64829B100 412 8,900 SH   DFND 4 8,900 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 5,583 6,600,000 PRN   DFND 3 6,600,000 0 0
NEW SR INVT GROUP INC COM 648691103 639 249,437 SH   DFND 4 249,437 0 0
NEWELL BRANDS INC COM 651229106 1,376 103,599 SH   DFND 1 103,599 0 0
NEWELL BRANDS INC COM 651229106 17 1,245 SH   DFND 3 1,245 0 0
NEWMARKET CORP COM 651587107 8 20 SH   DFND 4 20 0 0
NEWMARKET CORP COM 651587107 4,094 10,693 SH   DFND 1 10,693 0 0
NEWMONT CORP COM 651639106 21,121 466,463 SH   DFND 4 466,463 0 0
NEWMONT CORP COM 651639106 0 10 SH   DFND 3 10 0 0
NEWMONT CORP COM 651639106 137 3,016 SH   DFND 1 3,016 0 0
NEXTERA ENERGY INC COM 65339F101 4,888 20,313 SH   DFND 1 20,313 0 0
NEXTERA ENERGY INC COM 65339F101 2,132 8,861 SH   DFND 2 8,861 0 0
NEXTERA ENERGY INC COM 65339F101 1 6 SH   DFND 3 6 0 0
NIC INC COM 62914B100 20 876 SH   DFND 1 876 0 0
NIC INC COM 62914B100 8,318 361,649 SH   DFND 4 361,649 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 17,800 10,000,000 PRN   DFND 3 10,000,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 11 890 SH   DFND 3 890 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,499 119,536 SH   DFND 4 119,536 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 157 12,559 SH   DFND 1 12,559 0 0
NIKE INC CL B 654106103 7,312 87,865 SH   DFND 3 87,865 0 0
NIKE INC CL B 654106103 3,797 45,891 SH   DFND 4 45,891 0 0
NIKE INC CL B 654106103 5,982 72,297 SH   DFND 2 72,297 0 0
NISOURCE INC COM 65473P105 748 29,964 SH   DFND 1 29,964 0 0
NISOURCE INC COM 65473P105 7 262 SH   DFND 3 262 0 0
NMI HLDGS INC CL A 629209305 700 60,315 SH   DFND 4 60,315 0 0
NOBLE ENERGY INC COM 655044105 2,731 452,168 SH   DFND 3 452,168 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 726 39,134 SH   DFND 1 39,134 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 2,303 508,494 SH   DFND 4 508,494 0 0
NORDSON CORP COM 655663102 149 1,102 SH   DFND 1 1,102 0 0
NORDSON CORP COM 655663102 113 840 SH   DFND 4 840 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,104 41,812 SH   DFND 2 41,812 0 0
NORFOLK SOUTHERN CORP COM 655844108 158 1,081 SH   DFND 3 1,081 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,717 32,305 SH   DFND 4 32,305 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 413 622,235 SH   DFND 3 622,235 0 0
NORTHERN TR CORP COM 665859104 331 4,392 SH   DFND 1 4,392 0 0
NORTHERN TR CORP COM 665859104 127 1,688 SH   DFND 3 1,688 0 0
NORTHWEST NAT HLDG CO COM 66765N105 2,454 39,738 SH   DFND 1 39,738 0 0
NORTHWESTERN CORP COM NEW 668074305 2,928 48,942 SH   DFND 4 48,942 0 0
NORTHWESTERN CORP COM NEW 668074305 3,349 55,976 SH   DFND 1 55,976 0 0
NORTONLIFELOCK INC COM 668771108 710 37,949 SH   DFND 1 37,949 0 0
NOVAGOLD RES INC COM NEW 66987E206 90 12,130 SH   DFND 4 12,130 0 0
NOVAGOLD RES INC COM NEW 66987E206 1,164 157,762 SH   DFND 1 157,762 0 0
NOVANTA INC COM 67000B104 2,731 34,189 SH   DFND 1 34,189 0 0
NOVANTA INC COM 67000B104 13 160 SH   DFND 4 160 0 0
NOVOCURE LTD ORD SHS G6674U108 335 4,974 SH   DFND 1 4,974 0 0
NOVOCURE LTD ORD SHS G6674U108 413 6,129 SH   DFND 3 6,129 0 0
NOVOCURE LTD ORD SHS G6674U108 965 14,334 SH   DFND 4 14,334 0 0
NRG ENERGY INC COM NEW 629377508 92,324 3,386,798 SH   DFND 4 3,386,798 0 0
NRG ENERGY INC COM NEW 629377508 2,082 76,387 SH   DFND 1 76,387 0 0
NRG ENERGY INC COM NEW 629377508 53 1,960 SH   DFND 3 1,960 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 11,023 11,390,000 PRN   DFND 3 11,390,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 815 48,599 SH   DFND 1 48,599 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 848 50,518 SH   DFND 4 50,518 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 9,382 9,744,000 PRN   DFND 3 9,744,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 3,906 3,760,000 PRN   DFND 3 3,760,000 0 0
NUCOR CORP COM 670346105 2,512 69,740 SH   DFND 3 69,740 0 0
NUCOR CORP COM 670346105 112 3,100 SH   DFND 4 3,100 0 0
NUTANIX INC NOTE 1/1 67059NAB4 6,775 8,400,000 PRN   DFND 3 8,400,000 0 0
NUVASIVE INC COM 670704105 4,231 83,522 SH   DFND 4 83,522 0 0
NUVASIVE INC COM 670704105 5,772 113,927 SH   DFND 1 113,927 0 0
NUVASIVE INC COM 670704105 93 1,844 SH   DFND 3 1,844 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 6,317 6,000,000 PRN   DFND 3 6,000,000 0 0
NVE CORP COM NEW 629445206 1,119 21,515 SH   DFND 4 21,515 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,133 126,432 SH   DFND 1 126,432 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,054 62,495 SH   DFND 4 62,495 0 0
NVIDIA CORP COM 67066G104 3,474 13,180 SH   DFND 1 13,180 0 0
NVIDIA CORP COM 67066G104 2,637 10,003 SH   DFND 2 10,003 0 0
NVIDIA CORP COM 67066G104 3,936 14,933 SH   DFND 3 14,933 0 0
NVIDIA CORP COM 67066G104 78,878 299,232 SH   DFND 4 299,232 0 0
NVR INC COM 62944T105 2,017 785 SH   DFND 1 785 0 0
NVR INC COM 62944T105 4,383 1,706 SH   DFND 4 1,706 0 0
NXP SEMICONDUCTORS N V COM N6596X109 561 6,766 SH   DFND 1 6,766 0 0
NXP SEMICONDUCTORS N V COM N6596X109 21,229 255,982 SH   DFND 4 255,982 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,187 50,492 SH   DFND 3 50,492 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 578 1,919 SH   DFND 1 1,919 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5 15 SH   DFND 3 15 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,455 21,440 SH   DFND 4 21,440 0 0
OASIS PETROLEUM INC COM 674215108 48 136,956 SH   DFND 3 136,956 0 0
OCCIDENTAL PETE CORP COM 674599105 493 42,609 SH   DFND 3 42,609 0 0
OCCIDENTAL PETE CORP COM 674599105 2 200 SH Call DFND 1 200 0 0
OCCIDENTAL PETE CORP COM 674599105 2 200 SH Put DFND 1 200 0 0
OCWEN FINL CORP COM NEW 675746309 1,079 2,158,327 SH   DFND 3 2,158,327 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 250 9,160 SH   DFND 4 9,160 0 0
OFG BANCORP COM 67103X102 394 35,199 SH   DFND 4 35,199 0 0
OGE ENERGY CORP COM 670837103 4,610 150,016 SH   DFND 1 150,016 0 0
OGE ENERGY CORP COM 670837103 1,474 47,982 SH   DFND 4 47,982 0 0
O-I GLASS INC COM 67098H104 137 19,302 SH   DFND 1 19,302 0 0
O-I GLASS INC COM 67098H104 294 41,330 SH   DFND 4 41,330 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 1,181 9,001 SH   DFND 1 9,001 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 19,410 147,874 SH   DFND 4 147,874 0 0
OLD NATL BANCORP IND COM 680033107 2,865 217,233 SH   DFND 1 217,233 0 0
OLD REP INTL CORP COM 680223104 566 37,100 SH   DFND 4 37,100 0 0
OLD REP INTL CORP COM 680223104 3,574 234,334 SH   DFND 1 234,334 0 0
OMNICELL INC COM 68213N109 1,635 24,927 SH   DFND 4 24,927 0 0
OMNICELL INC COM 68213N109 5,544 84,539 SH   DFND 1 84,539 0 0
OMNICOM GROUP INC COM 681919106 323 5,889 SH   DFND 3 5,889 0 0
OMNICOM GROUP INC COM 681919106 4,356 79,352 SH   DFND 4 79,352 0 0
ON SEMICONDUCTOR CORP COM 682189105 227 18,228 SH   DFND 3 18,228 0 0
ON SEMICONDUCTOR CORP COM 682189105 252 20,256 SH   DFND 4 20,256 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 10,793 10,826,000 PRN   DFND 3 10,826,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3,956 3,955,000 PRN   DFND 3 3,955,000 0 0
ONE GAS INC COM 68235P108 4,456 53,291 SH   DFND 1 53,291 0 0
ONE GAS INC COM 68235P108 293 3,500 SH   DFND 4 3,500 0 0
ONEOK INC NEW COM 682680103 70 3,198 SH   DFND 3 3,198 0 0
ONEOK INC NEW COM 682680103 157 7,200 SH   DFND 4 7,200 0 0
ONTO INNOVATION INC COM 683344105 983 33,139 SH   DFND 4 33,139 0 0
ONTO INNOVATION INC COM 683344105 26 881 SH   DFND 1 881 0 0
OPEN TEXT CORP COM 683715106 1,008 28,869 SH   DFND 1 28,869 0 0
OPEN TEXT CORP COM 683715106 37,281 1,078,326 SH   DFND 4 1,078,326 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,114 107,000 SH   DFND 4 107,000 0 0
ORACLE CORP COM 68389X105 831 17,200 SH   DFND 1 17,200 0 0
ORACLE CORP COM 68389X105 533 11,031 SH   DFND 3 11,031 0 0
ORACLE CORP COM 68389X105 41,599 860,732 SH   DFND 4 860,732 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 289 26,821 SH   DFND 3 26,821 0 0
ORBCOMM INC COM 68555P100 33 13,700 SH   DFND 4 13,700 0 0
ORION ENGINEERED CARBONS S A COM L72967109 3,385 453,761 SH   DFND 4 453,761 0 0
ORION GROUP HOLDINGS INC COM 68628V308 30 11,400 SH   DFND 4 11,400 0 0
ORMAT TECHNOLOGIES INC COM 686688102 855 12,638 SH   DFND 1 12,638 0 0
ORTHOFIX MED INC COM 68752M108 44 1,554 SH   DFND 3 1,554 0 0
ORTHOFIX MED INC COM 68752M108 4,102 146,443 SH   DFND 4 146,443 0 0
OSI SYSTEMS INC COM 671044105 389 5,637 SH   DFND 1 5,637 0 0
OSI SYSTEMS INC COM 671044105 152 2,202 SH   DFND 3 2,202 0 0
OSI SYSTEMS INC COM 671044105 2,432 35,286 SH   DFND 4 35,286 0 0
OTONOMY INC COM 68906L105 145 73,615 SH   DFND 4 73,615 0 0
OVINTIV INC COM 69047Q102 493 182,565 SH   DFND 1 182,565 0 0
OVINTIV INC COM 69047Q102 4 1,474 SH   DFND 3 1,474 0 0
OWENS CORNING NEW COM 690742101 4,192 108,010 SH   DFND 4 108,010 0 0
OWENS CORNING NEW COM 690742101 3,438 88,598 SH   DFND 1 88,598 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 202 21,811 SH   DFND 3 21,811 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5 530 SH   DFND 4 530 0 0
PACCAR INC COM 693718108 2 28 SH   DFND 1 28 0 0
PACCAR INC COM 693718108 305 4,994 SH   DFND 3 4,994 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,945 103,215 SH   DFND 4 103,215 0 0
PACIRA BIOSCIENCES COM 695127100 342 10,204 SH   DFND 1 10,204 0 0
PACIRA BIOSCIENCES COM 695127100 7,701 229,679 SH   DFND 4 229,679 0 0
PACKAGING CORP AMER COM 695156109 92 1,061 SH   DFND 1 1,061 0 0
PACKAGING CORP AMER COM 695156109 139 1,600 SH   DFND 4 1,600 0 0
PAGERDUTY INC COM 69553P100 0 9 SH   DFND 1 9 0 0
PAGERDUTY INC COM 69553P100 180 10,434 SH   DFND 4 10,434 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 626 32,378 SH   DFND 1 32,378 0 0
PALO ALTO NETWORKS INC COM 697435105 2,053 12,523 SH   DFND 1 12,523 0 0
PALO ALTO NETWORKS INC COM 697435105 607 3,700 SH   DFND 4 3,700 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 38,555 40,050,000 PRN   DFND 3 40,050,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 44 14,025 SH   DFND 4 14,025 0 0
PARKER HANNIFIN CORP COM 701094104 252 1,939 SH   DFND 3 1,939 0 0
PARSLEY ENERGY INC CL A 701877102 1,247 217,566 SH   DFND 3 217,566 0 0
PARSLEY ENERGY INC CL A 701877102 260 45,300 SH   DFND 4 45,300 0 0
PARSLEY ENERGY INC CL A 701877102 84 14,736 SH   DFND 1 14,736 0 0
PARTY CITY HOLDCO INC COM 702149105 10 22,398 SH   DFND 4 22,398 0 0
PATTERSON UTI ENERGY INC COM 703481101 269 114,408 SH   DFND 4 114,408 0 0
PAYCHEX INC COM 704326107 757 12,032 SH   DFND 1 12,032 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,210 10,940 SH   DFND 1 10,940 0 0
PAYCOM SOFTWARE INC COM 70432V102 4,512 22,335 SH   DFND 4 22,335 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,493 28,229 SH   DFND 4 28,229 0 0
PAYLOCITY HLDG CORP COM 70438V106 1,295 14,664 SH   DFND 1 14,664 0 0
PAYLOCITY HLDG CORP COM 70438V106 678 7,682 SH   DFND 3 7,682 0 0
PAYPAL HLDGS INC COM 70450Y103 1,149 12,000 SH   DFND 4 12,000 0 0
PAYPAL HLDGS INC COM 70450Y103 61 633 SH   DFND 3 633 0 0
PAYPAL HLDGS INC COM 70450Y103 5,899 61,614 SH   DFND 2 61,614 0 0
PAYPAL HLDGS INC COM 70450Y103 5,142 53,704 SH   DFND 1 53,704 0 0
PDC ENERGY INC COM 69327R101 786 126,571 SH   DFND 3 126,571 0 0
PEABODY ENERGY CORP NEW COM 704551100 146 50,361 SH   DFND 3 50,361 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 257 9,697 SH   DFND 3 9,697 0 0
PEMBINA PIPELINE CORP COM 706327103 1,096 58,244 SH   DFND 1 58,244 0 0
PEMBINA PIPELINE CORP COM 706327103 26 1,400 SH   DFND 4 1,400 0 0
PENNYMAC FINL SVCS INC COM 70932M107 1,381 62,451 SH   DFND 4 62,451 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,572 127,570 SH   DFND 1 127,570 0 0
PENTAIR PLC SHS G7S00T104 2,407 80,883 SH   DFND 1 80,883 0 0
PENTAIR PLC SHS G7S00T104 108 3,615 SH   DFND 3 3,615 0 0
PENTAIR PLC SHS G7S00T104 239 8,017 SH   DFND 4 8,017 0 0
PENUMBRA INC COM 70975L107 3,451 21,391 SH   DFND 1 21,391 0 0
PEOPLES UTD FINL INC COM 712704105 672 60,844 SH   DFND 3 60,844 0 0
PEPSICO INC COM 713448108 5,412 45,059 SH   DFND 1 45,059 0 0
PEPSICO INC COM 713448108 2,874 23,933 SH   DFND 2 23,933 0 0
PEPSICO INC COM 713448108 83 694 SH   DFND 3 694 0 0
PEPSICO INC COM 713448108 37,628 313,304 SH   DFND 4 313,304 0 0
PERFICIENT INC COM 71375U101 22 809 SH   DFND 1 809 0 0
PERFICIENT INC COM 71375U101 9,189 339,196 SH   DFND 4 339,196 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 228 9,224 SH   DFND 1 9,224 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 23,704 958,912 SH   DFND 4 958,912 0 0
PERION NETWORK LTD SHS NEW M78673114 1,632 333,645 SH   DFND 4 333,645 0 0
PERKINELMER INC COM 714046109 573 7,616 SH   DFND 1 7,616 0 0
PERSPECTA INC COM 715347100 2,247 123,211 SH   DFND 1 123,211 0 0
PERSPECTA INC COM 715347100 3,956 216,900 SH   DFND 4 216,900 0 0
PETMED EXPRESS INC COM 716382106 10,168 353,311 SH   DFND 4 353,311 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 221 40,975 SH   DFND 4 40,975 0 0
PFENEX INC COM 717071104 277 31,383 SH   DFND 4 31,383 0 0
PFIZER INC COM 717081103 4,763 145,919 SH   DFND 2 145,919 0 0
PFIZER INC COM 717081103 10 304 SH   DFND 3 304 0 0
PFIZER INC COM 717081103 520 15,919 SH   DFND 1 15,919 0 0
PFIZER INC COM 717081103 30,191 924,984 SH   DFND 4 924,984 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,695 111,497 SH   DFND 4 111,497 0 0
PHILIP MORRIS INTL INC COM 718172109 2,129 29,184 SH   DFND 1 29,184 0 0
PHILIP MORRIS INTL INC COM 718172109 2,127 29,156 SH   DFND 2 29,156 0 0
PHILIP MORRIS INTL INC COM 718172109 6 84 SH   DFND 3 84 0 0
PHILIP MORRIS INTL INC COM 718172109 7,283 99,825 SH   DFND 4 99,825 0 0
PHILLIPS 66 COM 718546104 771 14,377 SH   DFND 1 14,377 0 0
PHILLIPS 66 COM 718546104 1,209 22,543 SH   DFND 3 22,543 0 0
PHILLIPS 66 COM 718546104 107 1,986 SH   DFND 4 1,986 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,864 558,524 SH   DFND 4 558,524 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 87 38,000 SH   DFND 4 38,000 0 0
PILGRIMS PRIDE CORP COM 72147K108 1,755 96,861 SH   DFND 1 96,861 0 0
PILGRIMS PRIDE CORP COM 72147K108 3,355 185,180 SH   DFND 4 185,180 0 0
PINDUODUO INC SPONSORED ADS 722304102 5,935 164,713 SH   DFND 4 164,713 0 0
PINNACLE WEST CAP CORP COM 723484101 3,151 41,575 SH   DFND 1 41,575 0 0
PINNACLE WEST CAP CORP COM 723484101 58 759 SH   DFND 3 759 0 0
PINNACLE WEST CAP CORP COM 723484101 6,612 87,238 SH   DFND 4 87,238 0 0
PINTEREST INC CL A 72352L106 746 48,313 SH   DFND 1 48,313 0 0
PINTEREST INC CL A 72352L106 124 8,000 SH   DFND 4 8,000 0 0
PIONEER NAT RES CO COM 723787107 2,024 28,859 SH   DFND 1 28,859 0 0
PIONEER NAT RES CO COM 723787107 2,324 33,126 SH   DFND 3 33,126 0 0
PIONEER NAT RES CO COM 723787107 3,426 48,832 SH   DFND 4 48,832 0 0
PIPER SANDLER COMPANIES COM 724078100 14 271 SH   DFND 1 271 0 0
PIPER SANDLER COMPANIES COM 724078100 373 7,374 SH   DFND 4 7,374 0 0
PLANET FITNESS INC CL A 72703H101 1,124 23,081 SH   DFND 1 23,081 0 0
PLANET FITNESS INC CL A 72703H101 1,537 31,561 SH   DFND 2 31,561 0 0
PLANET FITNESS INC CL A 72703H101 1,301 26,714 SH   DFND 4 26,714 0 0
PLAYAGS INC COM 72814N104 49 18,650 SH   DFND 4 18,650 0 0
PLEXUS CORP COM 729132100 3,473 63,651 SH   DFND 1 63,651 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,038 10,842 SH   DFND 3 10,842 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,613 27,300 SH   DFND 4 27,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 450 4,699 SH   DFND 1 4,699 0 0
PNM RES INC COM 69349H107 0 2 SH   DFND 1 2 0 0
PNM RES INC COM 69349H107 571 15,027 SH   DFND 4 15,027 0 0
POLARIS INC COM 731068102 2,790 57,948 SH   DFND 1 57,948 0 0
POLARIS INC COM 731068102 40 840 SH   DFND 4 840 0 0
POLYONE CORP COM 73179P106 3,937 207,525 SH   DFND 1 207,525 0 0
POLYONE CORP COM 73179P106 6,208 327,251 SH   DFND 4 327,251 0 0
POOL CORPORATION COM 73278L105 2,423 12,313 SH   DFND 1 12,313 0 0
POOL CORPORATION COM 73278L105 18,534 94,192 SH   DFND 4 94,192 0 0
POPULAR INC COM NEW 733174700 1,205 34,417 SH   DFND 1 34,417 0 0
POPULAR INC COM NEW 733174700 22,587 645,338 SH   DFND 4 645,338 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,260 88,860 SH   DFND 4 88,860 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,036 84,182 SH   DFND 1 84,182 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 8 1,091 SH   DFND 1 1,091 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 500 70,139 SH   DFND 4 70,139 0 0
POWER INTEGRATIONS INC COM 739276103 1,532 17,342 SH   DFND 1 17,342 0 0
POWER INTEGRATIONS INC COM 739276103 2,355 26,657 SH   DFND 4 26,657 0 0
PPG INDS INC COM 693506107 992 11,862 SH   DFND 1 11,862 0 0
PPG INDS INC COM 693506107 1,787 21,372 SH   DFND 2 21,372 0 0
PPG INDS INC COM 693506107 3,328 39,814 SH   DFND 4 39,814 0 0
PPL CORP COM 69351T106 793 32,120 SH   DFND 1 32,120 0 0
PPL CORP COM 69351T106 136 5,500 SH   DFND 4 5,500 0 0
PPL CORP COM 69351T106 12 505 SH   DFND 3 505 0 0
PRA GROUP INC COM 69354N106 1,864 67,257 SH   DFND 1 67,257 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,657 19,956 SH   DFND 1 19,956 0 0
PRA HEALTH SCIENCES INC COM 69354M108 174 2,100 SH   DFND 4 2,100 0 0
PRECISION DRILLING CORP COM 2010 74022D308 20 65,300 SH   DFND 4 65,300 0 0
PREMIER INC CL A 74051N102 4,212 128,724 SH   DFND 1 128,724 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 3,534 96,348 SH   DFND 1 96,348 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 9,672 263,684 SH   DFND 4 263,684 0 0
PRETIUM RES INC COM 74139C102 3,085 544,116 SH   DFND 1 544,116 0 0
PRICE T ROWE GROUP INC COM 74144T108 13,327 136,477 SH   DFND 4 136,477 0 0
PRICE T ROWE GROUP INC COM 74144T108 402 4,117 SH   DFND 1 4,117 0 0
PRICE T ROWE GROUP INC COM 74144T108 61 623 SH   DFND 3 623 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 667 600,000 PRN   DFND 3 600,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9,738 9,650,000 PRN   DFND 3 9,650,000 0 0
PRICESMART INC COM 741511109 2,205 41,952 SH   DFND 1 41,952 0 0
PRICESMART INC COM 741511109 133 2,535 SH   DFND 4 2,535 0 0
PRIMERICA INC COM 74164M108 283 3,203 SH   DFND 1 3,203 0 0
PRIMERICA INC COM 74164M108 15,199 171,777 SH   DFND 4 171,777 0 0
PRIMO WATER CORPORATION COM 74167P108 8,273 913,120 SH   DFND 4 913,120 0 0
PRIMO WATER CORPORATION COM 74167P108 5,246 579,053 SH   DFND 1 579,053 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 574 18,313 SH   DFND 1 18,313 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 45 1,434 SH   DFND 3 1,434 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 623 10,500 SH   DFND 1 10,500 0 0
PROCTER & GAMBLE CO COM 742718109 392 3,563 SH   DFND 1 3,563 0 0
PROCTER & GAMBLE CO COM 742718109 4,752 43,202 SH   DFND 2 43,202 0 0
PROCTER & GAMBLE CO COM 742718109 71 645 SH   DFND 3 645 0 0
PROCTER & GAMBLE CO COM 742718109 190,445 1,731,321 SH   DFND 4 1,731,321 0 0
PROGRESS SOFTWARE CORP COM 743312100 635 19,859 SH   DFND 1 19,859 0 0
PROGRESS SOFTWARE CORP COM 743312100 26,782 836,934 SH   DFND 4 836,934 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,946 26,358 SH   DFND 1 26,358 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,448 46,700 SH   DFND 4 46,700 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,052 14,248 SH   DFND 2 14,248 0 0
PROGRESSIVE CORP OHIO COM 743315103 66 898 SH   DFND 3 898 0 0
PROLOGIS INC. COM 74340W103 6,161 76,662 SH   DFND 2 76,662 0 0
PROLOGIS INC. COM 74340W103 4,469 55,609 SH   DFND 3 55,609 0 0
PROLOGIS INC. COM 74340W103 7,859 97,788 SH   DFND 4 97,788 0 0
PROOFPOINT INC COM 743424103 3,825 37,287 SH   DFND 1 37,287 0 0
PROOFPOINT INC COM 743424103 123 1,200 SH   DFND 4 1,200 0 0
PROS HOLDINGS INC COM 74346Y103 2,960 95,401 SH   DFND 1 95,401 0 0
PROSPERITY BANCSHARES INC COM 743606105 3,258 67,516 SH   DFND 1 67,516 0 0
PROTHENA CORP PLC SHS G72800108 750 70,123 SH   DFND 4 70,123 0 0
PROTO LABS INC COM 743713109 3,850 50,567 SH   DFND 1 50,567 0 0
PRUDENTIAL FINL INC COM 744320102 1,277 24,500 SH   DFND 4 24,500 0 0
PRUDENTIAL FINL INC COM 744320102 125 2,389 SH   DFND 3 2,389 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 15,311 112,981 SH   DFND 4 112,981 0 0
PTC INC COM 69370C100 518 8,465 SH   DFND 1 8,465 0 0
PTC INC COM 69370C100 116 1,900 SH   DFND 4 1,900 0 0
PTC THERAPEUTICS INC COM 69366J200 385 8,641 SH   DFND 1 8,641 0 0
PTC THERAPEUTICS INC COM 69366J200 2,049 45,937 SH   DFND 4 45,937 0 0
PUBLIC STORAGE COM 74460D109 480 2,417 SH   DFND 3 2,417 0 0
PUBLIC STORAGE COM 74460D109 33,779 170,075 SH   DFND 4 170,075 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 2,011 44,772 SH   DFND 1 44,772 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 76 1,686 SH   DFND 3 1,686 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 13,993 311,571 SH   DFND 4 311,571 0 0
PULTE GROUP INC COM 745867101 3,314 148,497 SH   DFND 1 148,497 0 0
PULTE GROUP INC COM 745867101 12 531 SH   DFND 3 531 0 0
PULTE GROUP INC COM 745867101 52,933 2,371,562 SH   DFND 4 2,371,562 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 288 34,134 SH   DFND 4 34,134 0 0
PURE STORAGE INC CL A 74624M102 1,577 128,230 SH   DFND 1 128,230 0 0
PURE STORAGE INC CL A 74624M102 129 10,506 SH   DFND 4 10,506 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 12,988 14,995,000 PRN   DFND 3 14,995,000 0 0
PURECYCLE CORP COM NEW 746228303 138 12,415 SH   DFND 4 12,415 0 0
PVH CORPORATION COM 693656100 365 9,690 SH   DFND 4 9,690 0 0
PVH CORPORATION COM 693656100 15 400 SH   DFND 3 400 0 0
PVH CORPORATION COM 693656100 1,560 41,454 SH   DFND 1 41,454 0 0
QEP RESOURCES INC COM 74733V100 163 486,979 SH   DFND 3 486,979 0 0
QORVO INC COM 74736K101 614 7,617 SH   DFND 1 7,617 0 0
QORVO INC COM 74736K101 19,788 245,422 SH   DFND 4 245,422 0 0
QUALCOMM INC COM 747525103 617 9,117 SH   DFND 1 9,117 0 0
QUALCOMM INC COM 747525103 157,219 2,324,012 SH   DFND 4 2,324,012 0 0
QUALYS INC COM 74758T303 2,534 29,128 SH   DFND 1 29,128 0 0
QUALYS INC COM 74758T303 18,599 213,808 SH   DFND 4 213,808 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 11 1,067 SH   DFND 1 1,067 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 699 69,344 SH   DFND 4 69,344 0 0
QUANTA SVCS INC COM 74762E102 29 929 SH   DFND 3 929 0 0
QUANTA SVCS INC COM 74762E102 38 1,200 SH   DFND 4 1,200 0 0
QUANTA SVCS INC COM 74762E102 1,800 56,724 SH   DFND 1 56,724 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,040 62,760 SH   DFND 1 62,760 0 0
QUEST DIAGNOSTICS INC COM 74834L100 21 267 SH   DFND 3 267 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,562 69,270 SH   DFND 4 69,270 0 0
QUIDEL CORP COM 74838J101 3,077 31,464 SH   DFND 1 31,464 0 0
QUIDEL CORP COM 74838J101 42 429 SH   DFND 4 429 0 0
QURATE RETAIL INC COM SER A 74915M100 1,578 258,514 SH   DFND 4 258,514 0 0
RADIAN GROUP INC COM 750236101 11,307 873,145 SH   DFND 4 873,145 0 0
RALPH LAUREN CORP CL A 751212101 2,203 32,970 SH   DFND 1 32,970 0 0
RALPH LAUREN CORP CL A 751212101 76 1,141 SH   DFND 3 1,141 0 0
RALPH LAUREN CORP CL A 751212101 379 5,672 SH   DFND 4 5,672 0 0
RAMBUS INC DEL COM 750917106 31 2,832 SH   DFND 1 2,832 0 0
RAMBUS INC DEL COM 750917106 1,277 115,090 SH   DFND 4 115,090 0 0
RAPID7 INC COM 753422104 2,125 49,031 SH   DFND 1 49,031 0 0
RAPID7 INC COM 753422104 39 900 SH   DFND 4 900 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 32 502 SH   DFND 3 502 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 318 5,035 SH   DFND 1 5,035 0 0
RAYTHEON CO COM NEW 755111507 58,323 444,706 SH   DFND 4 444,706 0 0
REALPAGE INC COM 75606N109 64 1,200 SH   DFND 3 1,200 0 0
REALPAGE INC COM 75606N109 2,218 41,905 SH   DFND 1 41,905 0 0
RED ROCK RESORTS INC CL A 75700L108 527 61,613 SH   DFND 1 61,613 0 0
REGAL BELOIT CORP COM 758750103 3,060 48,610 SH   DFND 1 48,610 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,120 6,390 SH   DFND 1 6,390 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,863 24,294 SH   DFND 4 24,294 0 0
REGIONAL MGMT CORP COM 75902K106 1,002 73,347 SH   DFND 4 73,347 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 60 6,703 SH   DFND 3 6,703 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,483 276,841 SH   DFND 1 276,841 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 1,489 17,700 SH   DFND 4 17,700 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,552 29,131 SH   DFND 1 29,131 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 158 1,800 SH   DFND 4 1,800 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 852 5,704 SH   DFND 4 5,704 0 0
RENASANT CORP COM 75970E107 1,360 62,279 SH   DFND 1 62,279 0 0
RENASANT CORP COM 75970E107 70 3,200 SH   DFND 4 3,200 0 0
RENT A CTR INC NEW COM 76009N100 3,596 254,342 SH   DFND 4 254,342 0 0
REPLIGEN CORP COM 759916109 677 7,017 SH   DFND 1 7,017 0 0
REPLIGEN CORP COM 759916109 1,477 15,300 SH   DFND 4 15,300 0 0
REPUBLIC SVCS INC COM 760759100 3,855 51,355 SH   DFND 1 51,355 0 0
REPUBLIC SVCS INC COM 760759100 16,898 225,132 SH   DFND 4 225,132 0 0
RESMED INC COM 761152107 515 3,498 SH   DFND 1 3,498 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,191 79,703 SH   DFND 1 79,703 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 52 1,300 SH   DFND 4 1,300 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 139 16,790 SH   DFND 4 16,790 0 0
RETAIL PPTYS AMER INC CL A 76131V202 7,878 1,523,812 SH   DFND 4 1,523,812 0 0
RETAIL VALUE INC COM 76133Q102 204 16,663 SH   DFND 4 16,663 0 0
RETROPHIN INC COM 761299106 817 55,977 SH   DFND 4 55,977 0 0
REXNORD CORP COM 76169B102 789 34,801 SH   DFND 1 34,801 0 0
REXNORD CORP COM 76169B102 3,639 160,540 SH   DFND 4 160,540 0 0
RH COM 74967X103 10,909 108,578 SH   DFND 4 108,578 0 0
RINGCENTRAL INC CL A 76680R206 4,674 22,057 SH   DFND 3 22,057 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 1,073 31,399 SH   DFND 1 31,399 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 3,772 110,900 SH   DFND 4 110,900 0 0
RLI CORP COM 749607107 395 4,492 SH   DFND 1 4,492 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 59 95,000 SH   DFND 3 95,000 0 0
RMR GROUP INC CL A 74967R106 14 519 SH   DFND 1 519 0 0
RMR GROUP INC CL A 74967R106 2,642 97,949 SH   DFND 4 97,949 0 0
ROBERT HALF INTL INC COM 770323103 4,913 130,148 SH   DFND 4 130,148 0 0
ROBERT HALF INTL INC COM 770323103 1 23 SH   DFND 1 23 0 0
ROBERT HALF INTL INC COM 770323103 75 1,984 SH   DFND 3 1,984 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,180 54,207 SH   DFND 4 54,207 0 0
ROCKWELL AUTOMATION INC COM 773903109 0 1 SH   DFND 1 1 0 0
ROCKWELL AUTOMATION INC COM 773903109 60 399 SH   DFND 3 399 0 0
ROCKY BRANDS INC COM 774515100 1,001 51,749 SH   DFND 4 51,749 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 12,659 306,745 SH   DFND 4 306,745 0 0
ROKU INC COM CL A 77543R102 198 2,262 SH   DFND 1 2,262 0 0
ROKU INC COM CL A 77543R102 8 94 SH   DFND 3 94 0 0
ROPER TECHNOLOGIES INC COM 776696106 42 135 SH   DFND 1 135 0 0
ROPER TECHNOLOGIES INC COM 776696106 19 60 SH   DFND 3 60 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,129 3,622 SH   DFND 4 3,622 0 0
ROSS STORES INC COM 778296103 2,449 28,162 SH   DFND 2 28,162 0 0
ROSS STORES INC COM 778296103 41,178 473,474 SH   DFND 4 473,474 0 0
ROSS STORES INC COM 778296103 7 80 SH   DFND 3 80 0 0
ROYAL BK CDA COM 780087102 758 12,315 SH   DFND 1 12,315 0 0
ROYAL BK CDA COM 780087102 10,013 163,500 SH   DFND 4 163,500 0 0
ROYAL GOLD INC COM 780287108 211 2,409 SH   DFND 4 2,409 0 0
RPM INTL INC COM 749685103 319 5,361 SH   DFND 1 5,361 0 0
RPM INTL INC COM 749685103 34 577 SH   DFND 4 577 0 0
RUBICON PROJ INC COM 78112V102 340 61,212 SH   DFND 4 61,212 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,377 206,106 SH   DFND 4 206,106 0 0
RYERSON HLDG CORP COM 783754104 77 14,380 SH   DFND 4 14,380 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 6,277 175,095 SH   DFND 4 175,095 0 0
S&P GLOBAL INC COM 78409V104 5,628 22,969 SH   DFND 2 22,969 0 0
S&P GLOBAL INC COM 78409V104 53,304 217,524 SH   DFND 4 217,524 0 0
S&P GLOBAL INC COM 78409V104 487 1,988 SH   DFND 1 1,988 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 607 55,599 SH   DFND 4 55,599 0 0
SABRE CORP COM 78573M104 1,404 236,765 SH   DFND 1 236,765 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 39 11,407 SH   DFND 3 11,407 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,072 37,316 SH   DFND 4 37,316 0 0
SAIA INC COM 78709Y105 1,953 26,556 SH   DFND 1 26,556 0 0
SALESFORCE COM INC COM 79466L302 13,578 94,304 SH   DFND 4 94,304 0 0
SALESFORCE COM INC COM 79466L302 6,177 42,900 SH   DFND 3 42,900 0 0
SALESFORCE COM INC COM 79466L302 2,021 14,037 SH   DFND 2 14,037 0 0
SALESFORCE COM INC COM 79466L302 988 6,861 SH   DFND 1 6,861 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 242 30,008 SH   DFND 4 30,008 0 0
SANDERSON FARMS INC COM 800013104 251 2,035 SH   DFND 1 2,035 0 0
SANDERSON FARMS INC COM 800013104 652 5,291 SH   DFND 4 5,291 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,238 25,030 SH   DFND 4 25,030 0 0
SANGAMO THERAPEUTICS INC COM 800677106 356 55,949 SH   DFND 4 55,949 0 0
SANMINA CORPORATION COM 801056102 1,884 69,072 SH   DFND 1 69,072 0 0
SAUL CTRS INC COM 804395101 2,314 70,665 SH   DFND 4 70,665 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 43,760 162,093 SH   DFND 4 162,093 0 0
SCHLUMBERGER LTD COM 806857108 708 52,506 SH   DFND 3 52,506 0 0
SCHLUMBERGER LTD COM 806857108 11,890 881,400 SH   DFND 4 881,400 0 0
SCHLUMBERGER LTD COM 806857108 1,143 84,719 SH   DFND 1 84,719 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,786 144,059 SH   DFND 1 144,059 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,847 147,200 SH   DFND 4 147,200 0 0
SCHWAB CHARLES CORP COM 808513105 484 14,392 SH   DFND 1 14,392 0 0
SCHWAB CHARLES CORP COM 808513105 9,142 271,912 SH   DFND 3 271,912 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 28 374 SH   DFND 1 374 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 724 9,700 SH   DFND 4 9,700 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 336 4,500 SH   DFND 3 4,500 0 0
SCORPIO TANKERS INC SHS Y7542C130 1,578 82,535 SH   DFND 4 82,535 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 209 4,288 SH   DFND 1 4,288 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 31 637 SH   DFND 3 637 0 0
SEATTLE GENETICS INC COM 812578102 3,566 30,904 SH   DFND 1 30,904 0 0
SEAWORLD ENTMT INC COM 81282V100 847 76,843 SH   DFND 4 76,843 0 0
SEI INVESTMENTS CO COM 784117103 13,806 297,918 SH   DFND 4 297,918 0 0
SEI INVESTMENTS CO COM 784117103 356 7,682 SH   DFND 1 7,682 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 84 40,667 SH   DFND 4 40,667 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,230 215,340 SH   DFND 4 215,340 0 0
SELECT MED HLDGS CORP COM 81619Q105 4,624 308,291 SH   DFND 1 308,291 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2,407 54,400 SH   DFND 4 54,400 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,055 36,300 SH Put DFND 1 36,300 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,055 36,300 SH Call DFND 1 36,300 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 88 3,045 SH   DFND 1 3,045 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 57 580 SH   DFND 1 580 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 98 1,000 SH Call DFND 1 1,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 88 900 SH Put DFND 1 900 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 43 789 SH   DFND 1 789 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 741 13,600 SH   DFND 4 13,600 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 27 500 SH Call DFND 1 500 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 71 800 SH Put DFND 1 800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,364 15,400 SH   DFND 4 15,400 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 81 912 SH   DFND 1 912 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 89 1,000 SH Call DFND 1 1,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 500 24,000 SH Call DFND 1 24,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 506 24,300 SH Put DFND 1 24,300 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 395 6,700 SH Put DFND 1 6,700 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 395 6,700 SH Call DFND 1 6,700 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 149 2,696 SH   DFND 1 2,696 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 188 3,400 SH Call DFND 1 3,400 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 211 3,800 SH Put DFND 1 3,800 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 572 12,700 SH   DFND 4 12,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 63 1,400 SH Call DFND 1 1,400 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 63 1,400 SH Put DFND 1 1,400 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 144 3,199 SH   DFND 1 3,199 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,147 51,600 SH   DFND 4 51,600 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 24 300 SH Call DFND 1 300 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 16 200 SH Put DFND 1 200 0 0
SELECTA BIOSCIENCES INC COM 816212104 93 38,623 SH   DFND 3 38,623 0 0
SEMTECH CORP COM 816850101 1,631 43,497 SH   DFND 4 43,497 0 0
SEMTECH CORP COM 816850101 0 11 SH   DFND 1 11 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 710 24,538 SH   DFND 4 24,538 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 627 21,666 SH   DFND 1 21,666 0 0
SERVICE CORP INTL COM 817565104 3,345 85,522 SH   DFND 1 85,522 0 0
SERVICE CORP INTL COM 817565104 51 1,300 SH   DFND 4 1,300 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 237 8,763 SH   DFND 4 8,763 0 0
SERVICENOW INC COM 81762P102 1,854 6,468 SH   DFND 1 6,468 0 0
SERVICENOW INC COM 81762P102 3,637 12,690 SH   DFND 3 12,690 0 0
SERVICENOW INC COM 81762P102 100 350 SH   DFND 4 350 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 27,681 12,950,000 PRN   DFND 3 12,950,000 0 0
SFL CORPORATION LTD SHS G7738W106 2,210 233,409 SH   DFND 1 233,409 0 0
SFL CORPORATION LTD SHS G7738W106 1,145 120,959 SH   DFND 4 120,959 0 0
SHAKE SHACK INC CL A 819047101 241 6,386 SH   DFND 1 6,386 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 426 26,284 SH   DFND 1 26,284 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 419 26,100 SH   DFND 4 26,100 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 253 5,134 SH   DFND 4 5,134 0 0
SHERWIN WILLIAMS CO COM 824348106 6,792 14,782 SH   DFND 2 14,782 0 0
SHERWIN WILLIAMS CO COM 824348106 21,415 46,604 SH   DFND 4 46,604 0 0
SHOCKWAVE MED INC COM 82489T104 484 14,586 SH   DFND 4 14,586 0 0
SHOPIFY INC CL A 82509L107 592 1,420 SH   DFND 1 1,420 0 0
SHUTTERSTOCK INC COM 825690100 3,012 93,647 SH   DFND 1 93,647 0 0
SHUTTERSTOCK INC COM 825690100 504 15,660 SH   DFND 4 15,660 0 0
SI BONE INC COM 825704109 223 18,632 SH   DFND 3 18,632 0 0
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 18,198 3,855,509 SH   DFND 4 3,855,509 0 0
SIERRA BANCORP COM 82620P102 350 19,883 SH   DFND 4 19,883 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 314 3,900 SH   DFND 4 3,900 0 0
SIGNET JEWELERS LIMITED SHS G81276100 95 14,699 SH   DFND 4 14,699 0 0
SILGAN HOLDINGS INC COM 827048109 125 4,300 SH   DFND 4 4,300 0 0
SILGAN HOLDINGS INC COM 827048109 2,062 71,055 SH   DFND 1 71,055 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 10,771 293,811 SH   DFND 4 293,811 0 0
SIMON PPTY GROUP INC NEW COM 828806109 112 2,036 SH   DFND 3 2,036 0 0
SIMON PPTY GROUP INC NEW COM 828806109 20,043 365,345 SH   DFND 4 365,345 0 0
SIMPLY GOOD FOODS CO COM 82900L102 2,418 125,565 SH   DFND 1 125,565 0 0
SIMPLY GOOD FOODS CO COM 82900L102 1,777 92,289 SH   DFND 4 92,289 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,859 30,000 SH   DFND 4 30,000 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,508 24,328 SH   DFND 1 24,328 0 0
SIRIUS XM HLDGS INC COM 82968B103 3,233 654,500 SH   DFND 4 654,500 0 0
SITE CENTERS CORP COM 82981J109 346 66,459 SH   DFND 4 66,459 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,931 53,397 SH   DFND 1 53,397 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 176 14,066 SH   DFND 1 14,066 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 120 9,600 SH   DFND 4 9,600 0 0
SJW GROUP COM 784305104 1,255 21,720 SH   DFND 4 21,720 0 0
SKECHERS U S A INC CL A 830566105 2,589 109,048 SH   DFND 1 109,048 0 0
SKECHERS U S A INC CL A 830566105 81 3,400 SH   DFND 4 3,400 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 206 13,145 SH   DFND 4 13,145 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,013 78,465 SH   DFND 4 78,465 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 288 3,219 SH   DFND 2 3,219 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 656 7,336 SH   DFND 1 7,336 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 469 17,456 SH   DFND 3 17,456 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 352 13,129 SH   DFND 1 13,129 0 0
SLEEP NUMBER CORP COM 83125X103 7,392 385,808 SH   DFND 4 385,808 0 0
SLM CORP COM 78442P106 249 34,700 SH   DFND 4 34,700 0 0
SM ENERGY CO COM 78454L100 187 153,409 SH   DFND 3 153,409 0 0
SM ENERGY CO COM 78454L100 0 34 SH   DFND 4 34 0 0
SMITH A O CORP COM 831865209 3,530 93,349 SH   DFND 1 93,349 0 0
SMITH A O CORP COM 831865209 79 2,082 SH   DFND 3 2,082 0 0
SMITH A O CORP COM 831865209 639 16,900 SH   DFND 4 16,900 0 0
SMUCKER J M CO COM NEW 832696405 42 375 SH   DFND 3 375 0 0
SMUCKER J M CO COM NEW 832696405 7,804 70,309 SH   DFND 4 70,309 0 0
SNAP INC CL A 83304A106 2,511 211,213 SH   DFND 1 211,213 0 0
SNAP ON INC COM 833034101 193 1,772 SH   DFND 3 1,772 0 0
SNAP ON INC COM 833034101 706 6,491 SH   DFND 4 6,491 0 0
SOLAR CAP LTD COM 83413U100 396 33,987 SH   DFND 4 33,987 0 0
SOLARWINDS CORP COM 83417Q105 1,468 93,669 SH   DFND 1 93,669 0 0
SONOCO PRODS CO COM 835495102 1,302 28,085 SH   DFND 1 28,085 0 0
SONOS INC COM 83570H108 22 2,544 SH   DFND 1 2,544 0 0
SONOS INC COM 83570H108 593 69,900 SH   DFND 4 69,900 0 0
SOUTH ST CORP COM 840441109 241 4,100 SH   DFND 4 4,100 0 0
SOUTH ST CORP COM 840441109 131 2,234 SH   DFND 1 2,234 0 0
SOUTHERN CO COM 842587107 40 732 SH   DFND 3 732 0 0
SOUTHERN CO COM 842587107 982 18,147 SH   DFND 1 18,147 0 0
SOUTHERN COPPER CORP COM 84265V105 259 9,195 SH   DFND 3 9,195 0 0
SOUTHWEST AIRLS CO COM 844741108 4,160 116,812 SH   DFND 4 116,812 0 0
SOUTHWESTERN ENERGY CO COM 845467109 642 379,849 SH   DFND 3 379,849 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 51 127,000 SH   DFND 3 127,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,094 50,800 SH Put DFND 3 50,800 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 340 3,587 SH   DFND 1 3,587 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 56 1,551 SH   DFND 4 1,551 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 4,205 115,613 SH   DFND 1 115,613 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 61 26,172 SH   DFND 4 26,172 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,832 201,924 SH   DFND 4 201,924 0 0
SPIRIT AIRLS INC COM 848577102 159 12,340 SH   DFND 1 12,340 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 207 7,900 SH   DFND 4 7,900 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 16,825 15,675,000 PRN   DFND 3 15,675,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 10,160 9,202,000 PRN   DFND 3 9,202,000 0 0
SPOK HLDGS INC COM 84863T106 1,064 99,514 SH   DFND 4 99,514 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 126 20,422 SH   DFND 4 20,422 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 49 400 SH   DFND 4 400 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 3,649 30,050 SH   DFND 1 30,050 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 3,589 29,552 SH   DFND 3 29,552 0 0
SPRINT CORPORATION COM 85207U105 6,758 783,988 SH   DFND 3 783,988 0 0
SPROUTS FMRS MKT INC COM 85208M102 19,072 1,025,908 SH   DFND 4 1,025,908 0 0
SPS COMMERCE INC COM 78463M107 4,852 104,320 SH   DFND 1 104,320 0 0
SPS COMMERCE INC COM 78463M107 6,548 140,790 SH   DFND 4 140,790 0 0
SPX CORP COM 784635104 762 23,355 SH   DFND 1 23,355 0 0
SPX FLOW INC COM 78469X107 310 10,893 SH   DFND 1 10,893 0 0
SPX FLOW INC COM 78469X107 77 2,703 SH   DFND 4 2,703 0 0
SQUARE INC CL A 852234103 596 11,387 SH   DFND 1 11,387 0 0
SQUARE INC CL A 852234103 43 816 SH   DFND 3 816 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 12,293 11,939,000 PRN   DFND 3 11,939,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,191 50,009 SH   DFND 1 50,009 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 27,821 634,899 SH   DFND 4 634,899 0 0
STANLEY BLACK & DECKER INC COM 854502101 112 1,122 SH   DFND 3 1,122 0 0
STANLEY BLACK & DECKER INC COM 854502101 23,296 232,962 SH   DFND 4 232,962 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,393 23,934 SH   DFND 1 23,934 0 0
STANTEC INC COM 85472N109 1,396 55,201 SH   DFND 4 55,201 0 0
STARBUCKS CORP COM 855244109 179 2,724 SH   DFND 3 2,724 0 0
STARBUCKS CORP COM 855244109 10,405 158,274 SH   DFND 4 158,274 0 0
STATE STR CORP COM 857477103 3,765 70,673 SH   DFND 4 70,673 0 0
STATE STR CORP COM 857477103 2,161 40,564 SH   DFND 1 40,564 0 0
STATE STR CORP COM 857477103 59 1,105 SH   DFND 3 1,105 0 0
STEEL DYNAMICS INC COM 858119100 1,230 54,562 SH   DFND 4 54,562 0 0
STEEL DYNAMICS INC COM 858119100 850 37,699 SH   DFND 3 37,699 0 0
STEEL DYNAMICS INC COM 858119100 2,498 110,815 SH   DFND 1 110,815 0 0
STEELCASE INC CL A 858155203 884 89,554 SH   DFND 1 89,554 0 0
STEELCASE INC CL A 858155203 145 14,726 SH   DFND 4 14,726 0 0
STERIS PLC SHS USD G8473T100 3,116 22,262 SH   DFND 1 22,262 0 0
STERIS PLC SHS USD G8473T100 2,254 16,100 SH   DFND 4 16,100 0 0
STERLING BANCORP DEL COM 85917A100 139 13,335 SH   DFND 4 13,335 0 0
STEWART INFORMATION SVCS COR COM 860372101 11 395 SH   DFND 1 395 0 0
STEWART INFORMATION SVCS COR COM 860372101 216 8,100 SH   DFND 4 8,100 0 0
STIFEL FINL CORP COM 860630102 3,403 82,426 SH   DFND 1 82,426 0 0
STIFEL FINL CORP COM 860630102 1,408 34,100 SH   DFND 4 34,100 0 0
STORE CAP CORP COM 862121100 418 23,056 SH   DFND 4 23,056 0 0
STRATEGIC ED INC COM 86272C103 1,094 7,831 SH   DFND 1 7,831 0 0
STRYKER CORP COM 863667101 2,633 15,812 SH   DFND 1 15,812 0 0
STRYKER CORP COM 863667101 48 286 SH   DFND 3 286 0 0
SUMMIT MATLS INC CL A 86614U100 3,612 240,794 SH   DFND 1 240,794 0 0
SUMMIT MATLS INC CL A 86614U100 922 61,459 SH   DFND 4 61,459 0 0
SUN CMNTYS INC COM 866674104 271 2,174 SH   DFND 4 2,174 0 0
SUN LIFE FINL INC COM 866796105 2,573 80,188 SH   DFND 1 80,188 0 0
SUN LIFE FINL INC COM 866796105 2,159 67,876 SH   DFND 4 67,876 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,018 64,407 SH   DFND 1 64,407 0 0
SUNCOR ENERGY INC NEW COM 867224107 12,979 822,507 SH   DFND 4 822,507 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,052 66,608 SH   DFND 3 66,608 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,347 154,599 SH   DFND 4 154,599 0 0
SUPER MICRO COMPUTER INC COM 86800U104 1,141 53,600 SH   DFND 4 53,600 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,268 126,091 SH   DFND 4 126,091 0 0
SURGERY PARTNERS INC COM 86881A100 10 1,551 SH   DFND 1 1,551 0 0
SURGERY PARTNERS INC COM 86881A100 108 16,531 SH   DFND 4 16,531 0 0
SVB FINANCIAL GROUP COM 78486Q101 131 866 SH   DFND 4 866 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,008 6,669 SH   DFND 1 6,669 0 0
SVB FINANCIAL GROUP COM 78486Q101 13 83 SH   DFND 3 83 0 0
SVMK INC COM 78489X103 1,862 137,859 SH   DFND 1 137,859 0 0
SVMK INC COM 78489X103 2,600 192,466 SH   DFND 4 192,466 0 0
SWITCH INC CL A 87105L104 19 1,291 SH   DFND 1 1,291 0 0
SWITCH INC CL A 87105L104 316 21,870 SH   DFND 4 21,870 0 0
SYNAPTICS INC COM 87157D109 1,313 22,695 SH   DFND 1 22,695 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 9,486 9,109,000 PRN   DFND 3 9,109,000 0 0
SYNCHRONY FINL COM 87165B103 1,871 116,303 SH   DFND 1 116,303 0 0
SYNCHRONY FINL COM 87165B103 60 3,706 SH   DFND 3 3,706 0 0
SYNCHRONY FINL COM 87165B103 16,671 1,036,095 SH   DFND 4 1,036,095 0 0
SYNEOS HEALTH INC CL A 87166B102 852 21,623 SH   DFND 4 21,623 0 0
SYNEOS HEALTH INC CL A 87166B102 4,233 107,389 SH   DFND 1 107,389 0 0
SYNNEX CORP COM 87162W100 58 800 SH   DFND 4 800 0 0
SYNNEX CORP COM 87162W100 799 10,925 SH   DFND 1 10,925 0 0
SYNOPSYS INC COM 871607107 712 5,526 SH   DFND 1 5,526 0 0
SYNOPSYS INC COM 871607107 14,165 109,986 SH   DFND 4 109,986 0 0
SYSCO CORP COM 871829107 553 12,120 SH   DFND 1 12,120 0 0
SYSCO CORP COM 871829107 39 854 SH   DFND 3 854 0 0
SYSCO CORP COM 871829107 33,313 730,067 SH   DFND 4 730,067 0 0
T MOBILE US INC COM 872590104 3,501 41,731 SH   DFND 1 41,731 0 0
T MOBILE US INC COM 872590104 3,215 38,321 SH   DFND 4 38,321 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2,856 59,751 SH   DFND 3 59,751 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 232,789 4,871,090 SH   DFND 4 4,871,090 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 34,621 291,892 SH   DFND 4 291,892 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 4,839 90,853 SH   DFND 3 90,853 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 79 1,483 SH   DFND 4 1,483 0 0
TALOS ENERGY INC COM 87484T108 89 15,530 SH   DFND 3 15,530 0 0
TALOS ENERGY INC COM 87484T108 9 1,600 SH   DFND 4 1,600 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 3,539 54,998 SH   DFND 4 54,998 0 0
TAPESTRY INC COM 876030107 182 14,059 SH   DFND 3 14,059 0 0
TAPESTRY INC COM 876030107 257 19,852 SH   DFND 4 19,852 0 0
TARGET CORP COM 87612E106 91,010 978,921 SH   DFND 4 978,921 0 0
TARGET CORP COM 87612E106 2,597 27,938 SH   DFND 1 27,938 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,025 852,800 SH   DFND 4 852,800 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 3,029 275,377 SH   DFND 1 275,377 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 16,762 1,523,853 SH   DFND 4 1,523,853 0 0
TC ENERGY CORP COM 87807B107 2,501 56,447 SH   DFND 1 56,447 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 799 35,263 SH   DFND 4 35,263 0 0
TE CONNECTIVITY LTD REG SHS H84989104 697 11,071 SH   DFND 1 11,071 0 0
TE CONNECTIVITY LTD REG SHS H84989104 82 1,303 SH   DFND 3 1,303 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,310 36,675 SH   DFND 4 36,675 0 0
TECH DATA CORP COM 878237106 15,947 121,869 SH   DFND 3 121,869 0 0
TECHNIPFMC PLC COM G87110105 302 44,815 SH   DFND 1 44,815 0 0
TECHNIPFMC PLC COM G87110105 54 8,025 SH   DFND 3 8,025 0 0
TECHNIPFMC PLC COM G87110105 2,386 353,991 SH   DFND 4 353,991 0 0
TECK RESOURCES LTD CL B 878742204 2,219 293,484 SH   DFND 3 293,484 0 0
TECK RESOURCES LTD CL B 878742204 4,555 607,585 SH   DFND 4 607,585 0 0
TEEKAY CORPORATION COM Y8564W103 120 37,836 SH   DFND 4 37,836 0 0
TEEKAY TANKERS LTD CL A Y8565N300 5,347 240,410 SH   DFND 4 240,410 0 0
TELADOC HEALTH INC COM 87918A105 3,395 21,901 SH   DFND 1 21,901 0 0
TELADOC HEALTH INC COM 87918A105 2,713 17,500 SH   DFND 3 17,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,613 12,153 SH   DFND 1 12,153 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,037 13,580 SH   DFND 4 13,580 0 0
TELEFLEX INCORPORATED COM 879369106 2,459 8,398 SH   DFND 1 8,398 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,102 65,761 SH   DFND 1 65,761 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 270 16,124 SH   DFND 4 16,124 0 0
TELUS CORPORATION COM 87971M103 5,082 322,045 SH   DFND 1 322,045 0 0
TELUS CORPORATION COM 87971M103 5,218 333,808 SH   DFND 4 333,808 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,192 50,157 SH   DFND 1 50,157 0 0
TEMPUR SEALY INTL INC COM 88023U101 12,698 290,512 SH   DFND 4 290,512 0 0
TENABLE HLDGS INC COM 88025T102 2,615 119,605 SH   DFND 1 119,605 0 0
TENABLE HLDGS INC COM 88025T102 31 1,398 SH   DFND 4 1,398 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,921 202,818 SH   DFND 1 202,818 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,489 172,872 SH   DFND 4 172,872 0 0
TERADATA CORP DEL COM 88076W103 603 29,423 SH   DFND 1 29,423 0 0
TERADYNE INC COM 880770102 600 11,076 SH   DFND 1 11,076 0 0
TERADYNE INC COM 880770102 764 14,100 SH   DFND 4 14,100 0 0
TERRAFORM PWR INC COM CL A 88104R209 222 14,100 SH   DFND 4 14,100 0 0
TESLA INC COM 88160R101 1,229 2,345 SH   DFND 1 2,345 0 0
TESLA INC COM 88160R101 1,086 2,072 SH   DFND 2 2,072 0 0
TESLA INC COM 88160R101 3,930 7,500 SH Put DFND 3 7,500 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 8,269 4,500,000 PRN   DFND 3 4,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 1,500 850,000 PRN   DFND 3 850,000 0 0
TETRA TECH INC NEW COM 88162G103 1,332 18,863 SH   DFND 4 18,863 0 0
TETRA TECH INC NEW COM 88162G103 4,251 60,199 SH   DFND 1 60,199 0 0
TEXAS INSTRS INC COM 882508104 25,545 255,627 SH   DFND 4 255,627 0 0
TEXAS INSTRS INC COM 882508104 59 591 SH   DFND 3 591 0 0
TEXAS INSTRS INC COM 882508104 1,975 19,762 SH   DFND 2 19,762 0 0
TEXAS INSTRS INC COM 882508104 3,324 33,260 SH   DFND 1 33,260 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 2,116 5,569 SH   DFND 1 5,569 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 2,776 7,304 SH   DFND 3 7,304 0 0
TEXAS ROADHOUSE INC COM 882681109 1,427 34,564 SH   DFND 1 34,564 0 0
TEXAS ROADHOUSE INC COM 882681109 6,312 152,838 SH   DFND 4 152,838 0 0
TFI INTL INC COM 87241L109 2,570 117,800 SH   DFND 4 117,800 0 0
THE TRADE DESK INC COM CL A 88339J105 439 2,276 SH   DFND 1 2,276 0 0
THE TRADE DESK INC COM CL A 88339J105 96 500 SH   DFND 4 500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,788 9,832 SH   DFND 1 9,832 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,006 7,072 SH   DFND 2 7,072 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 107 378 SH   DFND 4 378 0 0
THIRD PT REINS LTD COM G8827U100 13 1,719 SH   DFND 1 1,719 0 0
THIRD PT REINS LTD COM G8827U100 3,823 515,916 SH   DFND 4 515,916 0 0
THOMSON REUTERS CORP COM NEW 884903709 4,477 65,974 SH   DFND 1 65,974 0 0
THOMSON REUTERS CORP COM NEW 884903709 869 12,900 SH   DFND 4 12,900 0 0
TIFFANY & CO NEW COM 886547108 4,250 32,820 SH   DFND 3 32,820 0 0
TILLYS INC CL A 886885102 313 75,690 SH   DFND 4 75,690 0 0
TIMKEN CO COM 887389104 1,945 60,157 SH   DFND 4 60,157 0 0
TIMKEN CO COM 887389104 735 22,719 SH   DFND 1 22,719 0 0
TIVO CORP COM 88870P106 1,095 154,619 SH   DFND 4 154,619 0 0
TJX COS INC NEW COM 872540109 3,068 64,173 SH   DFND 1 64,173 0 0
TJX COS INC NEW COM 872540109 2,490 52,080 SH   DFND 2 52,080 0 0
TJX COS INC NEW COM 872540109 42,475 888,405 SH   DFND 4 888,405 0 0
TOPBUILD CORP COM 89055F103 3,045 42,500 SH   DFND 4 42,500 0 0
TORO CO COM 891092108 2,779 42,700 SH   DFND 4 42,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 765 18,043 SH   DFND 1 18,043 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,002 333,100 SH   DFND 4 333,100 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 21 75,000 SH   DFND 3 75,000 0 0
TRACTOR SUPPLY CO COM 892356106 2,562 30,305 SH   DFND 1 30,305 0 0
TRACTOR SUPPLY CO COM 892356106 54 640 SH   DFND 3 640 0 0
TRACTOR SUPPLY CO COM 892356106 2,480 29,335 SH   DFND 4 29,335 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 1,845 22,335 SH   DFND 1 22,335 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 83 1,000 SH   DFND 4 1,000 0 0
TRANSALTA CORP COM 89346D107 1,676 324,157 SH   DFND 4 324,157 0 0
TRANSDIGM GROUP INC COM 893641100 1,072 3,348 SH   DFND 1 3,348 0 0
TRANSDIGM GROUP INC COM 893641100 265 827 SH   DFND 2 827 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2,680 7,550,000 PRN   DFND 3 7,550,000 0 0
TRANSUNION COM 89400J107 4,343 65,622 SH   DFND 1 65,622 0 0
TRANSUNION COM 89400J107 28,551 431,407 SH   DFND 4 431,407 0 0
TRAVELERS COMPANIES INC COM 89417E109 312 3,138 SH   DFND 3 3,138 0 0
TRAVELERS COMPANIES INC COM 89417E109 248 2,500 SH   DFND 4 2,500 0 0
TRI POINTE GROUP INC COM 87265H109 3,159 360,221 SH   DFND 1 360,221 0 0
TRI POINTE GROUP INC COM 87265H109 3,421 390,078 SH   DFND 4 390,078 0 0
TRIMBLE INC COM 896239100 622 19,534 SH   DFND 1 19,534 0 0
TRIMBLE INC COM 896239100 332 10,436 SH   DFND 4 10,436 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 114 190,000 SH   DFND 3 190,000 0 0
TRINSEO S A SHS L9340P101 840 46,382 SH   DFND 4 46,382 0 0
TRIPADVISOR INC COM 896945201 3,620 208,154 SH   DFND 1 208,154 0 0
TRIPADVISOR INC COM 896945201 16,754 963,422 SH   DFND 4 963,422 0 0
TRISTATE CAP HLDGS INC COM 89678F100 458 47,351 SH   DFND 4 47,351 0 0
TTEC HLDGS INC COM 89854H102 1,215 33,100 SH   DFND 4 33,100 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,388 7,350,000 PRN   DFND 3 7,350,000 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 765 17,129 SH   DFND 1 17,129 0 0
TWILIO INC CL A 90138F102 644 7,195 SH   DFND 1 7,195 0 0
TWILIO INC CL A 90138F102 3,961 44,257 SH   DFND 3 44,257 0 0
TWILIO INC CL A 90138F102 206 2,300 SH   DFND 4 2,300 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 695 500,000 PRN   DFND 3 500,000 0 0
TWITTER INC COM 90184L102 1,553 63,216 SH   DFND 1 63,216 0 0
TWITTER INC COM 90184L102 400 16,283 SH   DFND 2 16,283 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 15,695 17,526,000 PRN   DFND 3 17,526,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 8,204 8,600,000 PRN   DFND 3 8,600,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,469 8,325 SH   DFND 1 8,325 0 0
TYLER TECHNOLOGIES INC COM 902252105 4,997 16,851 SH   DFND 4 16,851 0 0
TYSON FOODS INC CL A 902494103 2,531 43,738 SH   DFND 1 43,738 0 0
TYSON FOODS INC CL A 902494103 56,058 968,696 SH   DFND 4 968,696 0 0
U S PHYSICAL THERAPY INC COM 90337L108 9 127 SH   DFND 1 127 0 0
U S PHYSICAL THERAPY INC COM 90337L108 559 8,100 SH   DFND 4 8,100 0 0
UBER TECHNOLOGIES INC COM 90353T100 764 27,366 SH   DFND 3 27,366 0 0
UBIQUITI INC COM 90353W103 3,771 26,634 SH   DFND 1 26,634 0 0
UGI CORP NEW COM 902681105 1,049 39,341 SH   DFND 1 39,341 0 0
UGI CORP NEW COM 902681105 1,213 45,500 SH   DFND 4 45,500 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 27 1,956 SH   DFND 1 1,956 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 842 61,000 SH   DFND 4 61,000 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,659 37,348 SH   DFND 4 37,348 0 0
UMB FINL CORP COM 902788108 4,514 97,326 SH   DFND 1 97,326 0 0
UNDER ARMOUR INC CL A 904311107 93 10,100 SH   DFND 4 10,100 0 0
UNDER ARMOUR INC CL C 904311206 141 17,460 SH   DFND 4 17,460 0 0
UNIFIRST CORP MASS COM 904708104 2,597 17,187 SH   DFND 1 17,187 0 0
UNIFIRST CORP MASS COM 904708104 1,876 12,417 SH   DFND 4 12,417 0 0
UNION PAC CORP COM 907818108 21,457 152,133 SH   DFND 4 152,133 0 0
UNION PAC CORP COM 907818108 1,166 8,270 SH   DFND 1 8,270 0 0
UNION PAC CORP COM 907818108 5,908 41,889 SH   DFND 2 41,889 0 0
UNION PAC CORP COM 907818108 99 703 SH   DFND 3 703 0 0
UNIQURE NV SHS N90064101 91 1,922 SH   DFND 4 1,922 0 0
UNIQURE NV SHS N90064101 315 6,637 SH   DFND 1 6,637 0 0
UNITED PARCEL SERVICE INC CL B 911312106 12 124 SH   DFND 1 124 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,883 41,567 SH   DFND 2 41,567 0 0
UNITED PARCEL SERVICE INC CL B 911312106 249 2,670 SH   DFND 3 2,670 0 0
UNITED RENTALS INC COM 911363109 245 2,380 SH   DFND 1 2,380 0 0
UNITED RENTALS INC COM 911363109 14,262 138,602 SH   DFND 4 138,602 0 0
UNITED TECHNOLOGIES CORP COM 913017109 531 5,628 SH   DFND 1 5,628 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,138 33,264 SH   DFND 2 33,264 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 257 2,711 SH   DFND 1 2,711 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,486 5,960 SH   DFND 1 5,960 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,860 39,538 SH   DFND 2 39,538 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18,111 72,626 SH   DFND 4 72,626 0 0
UNITIL CORP COM 913259107 19 356 SH   DFND 1 356 0 0
UNITIL CORP COM 913259107 2,753 52,611 SH   DFND 4 52,611 0 0
UNIVERSAL ELECTRS INC COM 913483103 22 585 SH   DFND 1 585 0 0
UNIVERSAL ELECTRS INC COM 913483103 472 12,300 SH   DFND 4 12,300 0 0
UNIVERSAL FST PRODS INC COM 913543104 2,781 74,790 SH   DFND 1 74,790 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,584 36,173 SH   DFND 1 36,173 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 60 606 SH   DFND 3 606 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,254 63,118 SH   DFND 4 63,118 0 0
UNUM GROUP COM 91529Y106 83 5,543 SH   DFND 3 5,543 0 0
UNUM GROUP COM 91529Y106 10,603 706,378 SH   DFND 4 706,378 0 0
URBAN EDGE PPTYS COM 91704F104 377 42,830 SH   DFND 4 42,830 0 0
US BANCORP DEL COM NEW 902973304 136 3,951 SH   DFND 1 3,951 0 0
US BANCORP DEL COM NEW 902973304 151 4,386 SH   DFND 3 4,386 0 0
US BANCORP DEL COM NEW 902973304 4,771 138,500 SH   DFND 4 138,500 0 0
US FOODS HLDG CORP COM 912008109 606 34,202 SH   DFND 1 34,202 0 0
US FOODS HLDG CORP COM 912008109 24,679 1,393,483 SH   DFND 4 1,393,483 0 0
USANA HEALTH SCIENCES INC COM 90328M107 4,698 81,331 SH   DFND 1 81,331 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,760 65,097 SH   DFND 4 65,097 0 0
VAIL RESORTS INC COM 91879Q109 397 2,691 SH   DFND 1 2,691 0 0
VALE S A SPONSORED ADS 91912E105 2,318 279,615 SH   DFND 3 279,615 0 0
VALE S A SPONSORED ADS 91912E105 49,465 5,966,850 SH   DFND 4 5,966,850 0 0
VALERO ENERGY CORP COM 91913Y100 197 4,347 SH   DFND 2 4,347 0 0
VALERO ENERGY CORP COM 91913Y100 2,063 45,479 SH   DFND 3 45,479 0 0
VALERO ENERGY CORP COM 91913Y100 17,513 386,085 SH   DFND 4 386,085 0 0
VALMONT INDS INC COM 920253101 2,761 26,054 SH   DFND 1 26,054 0 0
VALMONT INDS INC COM 920253101 556 5,248 SH   DFND 4 5,248 0 0
VALVOLINE INC COM 92047W101 1,140 87,114 SH   DFND 1 87,114 0 0
VALVOLINE INC COM 92047W101 9 700 SH   DFND 4 700 0 0
VANDA PHARMACEUTICALS INC COM 921659108 4,264 411,552 SH   DFND 4 411,552 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 467 16,408 SH   DFND 1 16,408 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 6,107 74,318 SH   DFND 1 74,318 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 924 10,607 SH   DFND 1 10,607 0 0
VAREX IMAGING CORP COM 92214X106 30 1,300 SH   DFND 1 1,300 0 0
VAREX IMAGING CORP COM 92214X106 1,307 57,540 SH   DFND 4 57,540 0 0
VARIAN MED SYS INC COM 92220P105 403 3,923 SH   DFND 1 3,923 0 0
VARIAN MED SYS INC COM 92220P105 5,122 49,894 SH   DFND 4 49,894 0 0
VARONIS SYS INC COM 922280102 253 3,966 SH   DFND 1 3,966 0 0
VARONIS SYS INC COM 922280102 504 7,909 SH   DFND 3 7,909 0 0
VARONIS SYS INC COM 922280102 62 977 SH   DFND 4 977 0 0
VECTOR GROUP LTD COM 92240M108 6,822 724,246 SH   DFND 4 724,246 0 0
VECTOR GROUP LTD COM 92240M108 1,594 169,231 SH   DFND 1 169,231 0 0
VECTRUS INC COM 92242T101 2,120 51,206 SH   DFND 4 51,206 0 0
VEEVA SYS INC CL A COM 922475108 2,683 17,161 SH   DFND 4 17,161 0 0
VEEVA SYS INC CL A COM 922475108 2,575 16,468 SH   DFND 1 16,468 0 0
VERINT SYS INC COM 92343X100 699 16,249 SH   DFND 1 16,249 0 0
VERINT SYS INC COM 92343X100 1,631 37,933 SH   DFND 4 37,933 0 0
VERISIGN INC COM 92343E102 2,653 14,731 SH   DFND 1 14,731 0 0
VERISIGN INC COM 92343E102 82,513 458,176 SH   DFND 4 458,176 0 0
VERISK ANALYTICS INC COM 92345Y106 84 600 SH   DFND 4 600 0 0
VERISK ANALYTICS INC COM 92345Y106 1,579 11,332 SH   DFND 1 11,332 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 54,016 1,005,324 SH   DFND 4 1,005,324 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 170 3,169 SH   DFND 3 3,169 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,089 150,557 SH   DFND 2 150,557 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 704 13,095 SH   DFND 1 13,095 0 0
VERRA MOBILITY CORP COM 92511U102 652 91,309 SH   DFND 1 91,309 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,426 14,400 SH   DFND 1 14,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 155,524 653,600 SH   DFND 4 653,600 0 0
VIACOMCBS INC CL B 92556H206 1 86 SH   DFND 1 86 0 0
VIACOMCBS INC CL B 92556H206 259 18,518 SH   DFND 3 18,518 0 0
VIACOMCBS INC CL B 92556H206 1 100 SH Call DFND 1 100 0 0
VIACOMCBS INC CL B 92556H206 1 100 SH Put DFND 1 100 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15,756 14,788,000 PRN   DFND 3 14,788,000 0 0
VICI PPTYS INC COM 925652109 1,047 62,900 SH   DFND 4 62,900 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 72,418 4,648,170 SH   DFND 4 4,648,170 0 0
VISA INC COM CL A 92826C839 982 6,094 SH   DFND 1 6,094 0 0
VISA INC COM CL A 92826C839 28,833 178,952 SH   DFND 3 178,952 0 0
VISA INC COM CL A 92826C839 4,350 27,000 SH   DFND 4 27,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 4,266 4,777,000 PRN   DFND 3 4,777,000 0 0
VISTRA ENERGY CORP COM 92840M102 3,691 231,241 SH   DFND 1 231,241 0 0
VISTRA ENERGY CORP COM 92840M102 50,546 3,167,073 SH   DFND 4 3,167,073 0 0
VMWARE INC CL A COM 928563402 4,383 36,191 SH   DFND 1 36,191 0 0
VMWARE INC CL A COM 928563402 242 2,000 SH   DFND 4 2,000 0 0
VONAGE HLDGS CORP COM 92886T201 153 21,135 SH   DFND 1 21,135 0 0
VONAGE HLDGS CORP COM 92886T201 69 9,500 SH   DFND 4 9,500 0 0
VORNADO RLTY TR SH BEN INT 929042109 35 960 SH   DFND 3 960 0 0
VORNADO RLTY TR SH BEN INT 929042109 245 6,766 SH   DFND 4 6,766 0 0
VOYA FINANCIAL INC COM 929089100 897 22,126 SH   DFND 1 22,126 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 1,253 136,938 SH   DFND 4 136,938 0 0
VULCAN MATLS CO COM 929160109 1,806 16,714 SH   DFND 1 16,714 0 0
VULCAN MATLS CO COM 929160109 0 3 SH   DFND 3 3 0 0
W & T OFFSHORE INC COM 92922P106 2,089 1,228,586 SH   DFND 4 1,228,586 0 0
WABASH NATL CORP COM 929566107 608 84,190 SH   DFND 4 84,190 0 0
WABTEC COM 929740108 1,450 30,118 SH   DFND 1 30,118 0 0
WABTEC COM 929740108 28 587 SH   DFND 3 587 0 0
WABTEC COM 929740108 72 1,500 SH   DFND 4 1,500 0 0
WADDELL & REED FINL INC CL A 930059100 9 778 SH   DFND 1 778 0 0
WADDELL & REED FINL INC CL A 930059100 3,814 335,118 SH   DFND 4 335,118 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1 25 SH   DFND 1 25 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 266 5,817 SH   DFND 3 5,817 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 20,676 451,926 SH   DFND 4 451,926 0 0
WALKER & DUNLOP INC COM 93148P102 1,398 34,712 SH   DFND 1 34,712 0 0
WALKER & DUNLOP INC COM 93148P102 1,440 35,769 SH   DFND 4 35,769 0 0
WALMART INC COM 931142103 19,997 176,000 SH   DFND 4 176,000 0 0
WALMART INC COM 931142103 143 1,262 SH   DFND 3 1,262 0 0
WALMART INC COM 931142103 2,399 21,110 SH   DFND 2 21,110 0 0
WARRIOR MET COAL INC COM 93627C101 655 61,689 SH   DFND 4 61,689 0 0
WASTE CONNECTIONS INC COM 94106B101 3,456 44,597 SH   DFND 4 44,597 0 0
WASTE MGMT INC DEL COM 94106L109 986 10,656 SH   DFND 1 10,656 0 0
WASTE MGMT INC DEL COM 94106L109 2,928 31,635 SH   DFND 4 31,635 0 0
WATERS CORP COM 941848103 3,576 19,644 SH   DFND 1 19,644 0 0
WATERS CORP COM 941848103 43,929 241,304 SH   DFND 4 241,304 0 0
WATSCO INC COM 942622200 2,364 14,960 SH   DFND 1 14,960 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 6,240 73,714 SH   DFND 4 73,714 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,050 36,035 SH   DFND 1 36,035 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 7,209 10,500,000 PRN   DFND 3 10,500,000 0 0
WD-40 CO COM 929236107 18,875 93,975 SH   DFND 4 93,975 0 0
WEBSTER FINL CORP CONN COM 947890109 939 41,012 SH   DFND 1 41,012 0 0
WEBSTER FINL CORP CONN COM 947890109 668 29,192 SH   DFND 4 29,192 0 0
WEC ENERGY GROUP INC COM 92939U106 1,393 15,806 SH   DFND 1 15,806 0 0
WEC ENERGY GROUP INC COM 92939U106 19 220 SH   DFND 3 220 0 0
WEC ENERGY GROUP INC COM 92939U106 300 3,400 SH   DFND 4 3,400 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 364 25,252 SH   DFND 4 25,252 0 0
WELLS FARGO CO NEW COM 949746101 7,281 253,697 SH   DFND 4 253,697 0 0
WELLS FARGO CO NEW COM 949746101 2,062 71,848 SH   DFND 2 71,848 0 0
WELLS FARGO CO NEW COM 949746101 1,167 40,665 SH   DFND 3 40,665 0 0
WENDYS CO COM 95058W100 526 35,330 SH   DFND 4 35,330 0 0
WENDYS CO COM 95058W100 285 19,156 SH   DFND 1 19,156 0 0
WESCO INTL INC COM 95082P105 1,190 52,097 SH   DFND 4 52,097 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,522 29,700 SH   DFND 1 29,700 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,378 35,326 SH   DFND 4 35,326 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,719 88,825 SH   DFND 1 88,825 0 0
WESTERN ALLIANCE BANCORP COM 957638109 450 14,712 SH   DFND 4 14,712 0 0
WESTERN DIGITAL CORP. COM 958102105 10,236 245,934 SH   DFND 4 245,934 0 0
WESTERN UN CO COM 959802109 46 2,519 SH   DFND 3 2,519 0 0
WESTERN UN CO COM 959802109 7,890 435,175 SH   DFND 4 435,175 0 0
WESTERN UN CO COM 959802109 4,698 259,131 SH   DFND 1 259,131 0 0
WESTLAKE CHEM CORP COM 960413102 42 1,100 SH   DFND 4 1,100 0 0
WESTLAKE CHEM CORP COM 960413102 705 18,476 SH   DFND 1 18,476 0 0
WESTROCK CO COM 96145D105 208 7,365 SH   DFND 3 7,365 0 0
WESTROCK CO COM 96145D105 615 21,747 SH   DFND 4 21,747 0 0
WEX INC COM 96208T104 543 5,196 SH   DFND 1 5,196 0 0
WEX INC COM 96208T104 3,453 33,030 SH   DFND 4 33,030 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 37 1,348 SH   DFND 1 1,348 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 36,777 1,335,895 SH   DFND 4 1,335,895 0 0
WHIRLPOOL CORP COM 963320106 108 1,253 SH   DFND 3 1,253 0 0
WHIRLPOOL CORP COM 963320106 1,197 13,956 SH   DFND 1 13,956 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 583 641 SH   DFND 4 641 0 0
WHITING PETE CORP NEW COM NEW 966387409 168 249,929 SH   DFND 3 249,929 0 0
WILEY JOHN & SONS INC CL A 968223206 2,971 79,240 SH   DFND 4 79,240 0 0
WILLIAMS COS INC COM 969457100 1,381 97,587 SH   DFND 1 97,587 0 0
WILLIAMS COS INC COM 969457100 3,374 238,442 SH   DFND 3 238,442 0 0
WILLIAMS COS INC COM 969457100 3,849 272,013 SH   DFND 4 272,013 0 0
WILLIAMS SONOMA INC COM 969904101 2,544 59,824 SH   DFND 1 59,824 0 0
WILLIAMS SONOMA INC COM 969904101 502 11,810 SH   DFND 4 11,810 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 10,512 61,890 SH   DFND 4 61,890 0 0
WINGSTOP INC COM 974155103 1,961 24,607 SH   DFND 1 24,607 0 0
WINGSTOP INC COM 974155103 10,809 135,626 SH   DFND 4 135,626 0 0
WINMARK CORP COM 974250102 872 6,843 SH   DFND 4 6,843 0 0
WINNEBAGO INDS INC COM 974637100 2,383 85,700 SH   DFND 4 85,700 0 0
WINTRUST FINL CORP COM 97650W108 2,079 63,273 SH   DFND 1 63,273 0 0
WINTRUST FINL CORP COM 97650W108 1,837 55,904 SH   DFND 4 55,904 0 0
WIX COM LTD NOTE 7/0 92940WAB5 7,024 7,100,000 PRN   DFND 3 7,100,000 0 0
WIX COM LTD SHS M98068105 2,192 21,737 SH   DFND 1 21,737 0 0
WIX COM LTD SHS M98068105 20 200 SH   DFND 4 200 0 0
WOLVERINE WORLD WIDE INC COM 978097103 3,287 216,223 SH   DFND 1 216,223 0 0
WOLVERINE WORLD WIDE INC COM 978097103 775 51,000 SH   DFND 4 51,000 0 0
WORKDAY INC CL A 98138H101 5,171 39,712 SH   DFND 1 39,712 0 0
WORKDAY INC CL A 98138H101 1,810 13,900 SH   DFND 4 13,900 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 18,356 16,500,000 PRN   DFND 3 16,500,000 0 0
WORKIVA INC COM CL A 98139A105 2,585 79,954 SH   DFND 1 79,954 0 0
WORKIVA INC COM CL A 98139A105 26 800 SH   DFND 4 800 0 0
WORLD FUEL SVCS CORP COM 981475106 244 9,705 SH   DFND 1 9,705 0 0
WORLD FUEL SVCS CORP COM 981475106 71 2,800 SH   DFND 4 2,800 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,001 88,433 SH   DFND 1 88,433 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 566 16,686 SH   DFND 3 16,686 0 0
WORTHINGTON INDS INC COM 981811102 162 6,181 SH   DFND 4 6,181 0 0
WORTHINGTON INDS INC COM 981811102 3,095 117,917 SH   DFND 1 117,917 0 0
WPX ENERGY INC COM 98212B103 227 74,526 SH   DFND 1 74,526 0 0
WPX ENERGY INC COM 98212B103 1,096 359,386 SH   DFND 4 359,386 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 787 27,468 SH   DFND 3 27,468 0 0
WW INTL INC COM 98262P101 1,641 97,064 SH   DFND 4 97,064 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,503 115,354 SH   DFND 1 115,354 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 33 1,500 SH   DFND 4 1,500 0 0
XCEL ENERGY INC COM 98389B100 279 4,631 SH   DFND 1 4,631 0 0
XCEL ENERGY INC COM 98389B100 60 1,002 SH   DFND 3 1,002 0 0
XENCOR INC COM 98401F105 1,223 40,937 SH   DFND 4 40,937 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 22 1,151 SH   DFND 3 1,151 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 188 9,900 SH   DFND 4 9,900 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,277 67,438 SH   DFND 1 67,438 0 0
XILINX INC COM 983919101 709 9,091 SH   DFND 1 9,091 0 0
XILINX INC COM 983919101 51 649 SH   DFND 3 649 0 0
XILINX INC COM 983919101 850 10,900 SH   DFND 4 10,900 0 0
XP INC CL A G98239109 292 15,162 SH   DFND 1 15,162 0 0
XPERI CORP COM 98421B100 30 2,152 SH   DFND 1 2,152 0 0
XPERI CORP COM 98421B100 3,158 227,017 SH   DFND 4 227,017 0 0
XPO LOGISTICS INC COM 983793100 216 4,441 SH   DFND 4 4,441 0 0
XYLEM INC COM 98419M100 1,062 16,300 SH   DFND 4 16,300 0 0
XYLEM INC COM 98419M100 475 7,298 SH   DFND 1 7,298 0 0
YANDEX N V SHS CLASS A N97284108 1,395 40,974 SH   DFND 1 40,974 0 0
YELP INC CL A 985817105 2,933 162,646 SH   DFND 4 162,646 0 0
YELP INC CL A 985817105 2,880 159,732 SH   DFND 1 159,732 0 0
YETI HLDGS INC COM 98585X104 372 19,065 SH   DFND 1 19,065 0 0
YUM BRANDS INC COM 988498101 1,782 26,006 SH   DFND 1 26,006 0 0
YUM BRANDS INC COM 988498101 117 1,708 SH   DFND 3 1,708 0 0
YUM BRANDS INC COM 988498101 4,091 59,696 SH   DFND 4 59,696 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,702 20,165 SH   DFND 4 20,165 0 0
ZENDESK INC COM 98936J101 4,036 63,059 SH   DFND 1 63,059 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,191 1,000,000 PRN   DFND 3 1,000,000 0 0
ZILLOW GROUP INC CL A 98954M101 2,551 75,100 SH   DFND 1 75,100 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 9,701 9,600,000 PRN   DFND 3 9,600,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 2,569 25,415 SH   DFND 1 25,415 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 281 2,777 SH   DFND 3 2,777 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 2,690 26,608 SH   DFND 4 26,608 0 0
ZIONS BANCORPORATION N A COM 989701107 2,292 85,645 SH   DFND 1 85,645 0 0
ZIONS BANCORPORATION N A COM 989701107 955 35,699 SH   DFND 3 35,699 0 0
ZIONS BANCORPORATION N A COM 989701107 2,728 101,949 SH   DFND 4 101,949 0 0
ZOETIS INC CL A 98978V103 4,837 41,100 SH   DFND 4 41,100 0 0
ZOETIS INC CL A 98978V103 4,692 39,868 SH   DFND 1 39,868 0 0
ZOETIS INC CL A 98978V103 4,950 42,061 SH   DFND 3 42,061 0 0
ZOGENIX INC COM NEW 98978L204 776 31,365 SH   DFND 4 31,365 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 951 6,506 SH   DFND 3 6,506 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 955 6,536 SH   DFND 1 6,536 0 0
ZSCALER INC COM 98980G102 3,274 53,793 SH   DFND 1 53,793 0 0
ZSCALER INC COM 98980G102 670 11,013 SH   DFND 3 11,013 0 0
ZUMIEZ INC COM 989817101 437 25,231 SH   DFND 4 25,231 0 0
ZUORA INC COM CL A 98983V106 21 2,593 SH   DFND 1 2,593 0 0
ZUORA INC COM CL A 98983V106 156 19,383 SH   DFND 4 19,383 0 0
ZYNGA INC CL A 98986T108 29 4,200 SH   DFND 4 4,200 0 0
ZYNGA INC CL A 98986T108 1,181 172,383 SH   DFND 1 172,383 0 0
ZYNGA INC CL A 98986T108 4,473 652,967 SH   DFND 3 652,967 0 0