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
ALLEGION PLC ORD SHS G0176J109 307 3,863 SH   SOLE   3,863 0 0
ALLERGAN PLC SHS G0177J108 2,203 13,467 SH   SOLE   13,467 0 0
AMBARELLA INC SHS G037AX101 1,555 26,461 SH   DFND 1 26,461 0 0
AMBARELLA INC SHS G037AX101 4,047 68,880 SH   SOLE   68,880 0 0
AON PLC SHS CL A G0408V102 14,463 107,934 SH   SOLE   107,934 0 0
AON PLC SHS CL A G0408V102 3,048 22,745 SH   DFND 1 22,745 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 7,312 118,600 SH   DFND 1 118,600 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 11,649 188,956 SH   SOLE   188,956 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 525 12,925 SH   SOLE   12,925 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 990 38,525 SH   SOLE   38,525 0 0
ASSURED GUARANTY LTD COM G0585R106 43,799 1,293,149 SH   DFND 1 1,293,149 0 0
ASSURED GUARANTY LTD COM G0585R106 59,371 1,752,911 SH   SOLE   1,752,911 0 0
ACCENTURE PLC SHS CLASS A G1151C101 3,880 25,343 SH   SOLE   25,343 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,544 10,086 SH   DFND 3 8,819 0 1,267
BELMOND LTD CL A G1154H107 638 52,056 SH   SOLE   52,056 0 0
CARDTRONICS PLC SHS CL A G1991C105 525 28,359 SH   SOLE   28,359 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 172 13,680 SH   DFND 1 13,680 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 642 50,924 SH   SOLE   50,924 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,395 26,578 SH   DFND 1 26,578 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 4,708 89,736 SH   SOLE   89,736 0 0
EATON CORP SHS G29183103 16,800 212,630 SH   DFND 1 212,630 0 0
EATON CORP SHS G29183103 51,196 647,974 SH   SOLE   647,974 0 0
EATON CORP PLC SHS G29183103 2,169 27,453 SH   DFND 3 27,453 0 0
ENDO INTERNATIONAL PLC SHS G30401106 340 43,886 SH   SOLE   43,886 0 0
ENSCO PLC SHS CLASS A G3157S106 558 94,435 SH   SOLE   94,435 0 0
ESSENT GROUP LTD COM G3198U102 1,503 34,618 SH   DFND 1 34,618 0 0
ESSENT GROUP LTD COM G3198U102 3,915 90,170 SH   SOLE   90,170 0 0
EVEREST RE GROUP LTD COM G3223R108 370 1,674 SH   SOLE   1,674 0 0
FABRINET SHS G3323L100 667 23,238 SH   SOLE   23,238 0 0
HELEN OF TROY LTD COM G4388N106 570 5,912 SH   SOLE   5,912 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,503 39,292 SH   SOLE   39,292 0 0
IHS MARKIT LTD SHS G47567105 670 14,839 SH   SOLE   14,839 0 0
INGERSOLL-RAND PLC SHS G47791101 12,385 138,860 SH   DFND 1 138,860 0 0
INGERSOLL-RAND PLC SHS G47791101 33,881 379,869 SH   SOLE   379,869 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 24,683 5,919,274 SH   DFND 1 5,919,274 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 35,122 8,422,456 SH   SOLE   8,422,456 0 0
INVESCO LTD SHS G491BT108 1,088 29,780 SH   DFND 1 29,780 0 0
INVESCO LTD SHS G491BT108 5,218 142,812 SH   SOLE   142,812 0 0
JOHNSON CONTROLS INTERNATIONAL SHS G51502105 1,442 37,830 SH   SOLE   37,830 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 665 18,559 SH   SOLE   18,559 0 0
LIVANOVA PLC SHS G5509L101 760 9,505 SH   SOLE   9,505 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 291 44,161 SH   SOLE   44,161 0 0
MALLINCKRODT PLC SHS G5785G107 467 20,695 SH   SOLE   20,695 0 0
MEDTRONIC PLC SHS G5960L103 38,616 478,222 SH   DFND 1 478,222 0 0
MEDTRONIC PLC SHS G5960L103 121,914 1,509,770 SH   SOLE   1,509,770 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 391 6,212 SH   SOLE   6,212 0 0
APTIV PLC SHS G6095L109 8,123 95,754 SH   DFND 1 95,754 0 0
APTIV PLC SHS G6095L109 23,809 280,673 SH   SOLE   280,673 0 0
NABORS INDUSTRIES LTD SHS G6359F103 4,931 721,909 SH   SOLE   721,909 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,201 175,800 SH   DFND 1 175,800 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 496 13,629 SH   SOLE   13,629 0 0
NOBLE CORP PLC SHS USD G65431101 695 153,670 SH   SOLE   153,670 0 0
NORWEGIAN CRUISE LINE HOLDINGS SHS G66721104 4,954 93,040 SH   DFND 1 93,040 0 0
NORWEGIAN CRUISE LINE HOLDINGS SHS G66721104 15,726 295,323 SH   SOLE   295,323 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 4,031 240,670 SH   DFND 1 240,670 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 15,382 918,347 SH   SOLE   918,347 0 0
PROTHENA CORP PLC SHS G72800108 1,155 30,810 SH   SOLE   30,810 0 0
PROTHENA CORP PLC SHS G72800108 444 11,830 SH   DFND 1 11,830 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,092 8,697 SH   SOLE   8,697 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 818 52,250 SH   DFND 1 52,250 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,513 160,476 SH   SOLE   160,476 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 490 11,713 SH   SOLE   11,713 0 0
PENTAIR PLC SHS G7S00T104 474 6,719 SH   SOLE   6,719 0 0
SIGNET JEWELERS LTD SHS G81276100 992 17,550 SH   DFND 1 17,550 0 0
SIGNET JEWELERS LTD SHS G81276100 3,227 57,057 SH   SOLE   57,057 0 0
STERIS PLC SHS USD G84720104 1,625 18,575 SH   SOLE   18,575 0 0
TECHNIPFMC PLC COM G87110105 554 17,689 SH   SOLE   17,689 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 820 55,976 SH   SOLE   55,976 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,460 188,225 SH   DFND 1 188,225 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,874 678,978 SH   SOLE   678,978 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 809 5,371 SH   SOLE   5,371 0 0
PERRIGO CO PLC SHS G97822103 2,636 30,249 SH   DFND 1 30,249 0 0
PERRIGO CO PLC SHS G97822103 8,625 98,958 SH   SOLE   98,958 0 0
XL GROUP LTD COM G98294104 366 10,419 SH   SOLE   10,419 0 0
CHUBB LTD COM H1467J104 24,832 169,929 SH   DFND 1 169,929 0 0
CHUBB LTD COM H1467J104 43,643 298,661 SH   SOLE   298,661 0 0
GARMIN LTD SHS H2906T109 270 4,532 SH   SOLE   4,532 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,367 56,471 SH   SOLE   56,471 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,295 66,235 SH   DFND 1 66,235 0 0
TRANSOCEAN LTD REG SHS H8817H100 903 84,556 SH   SOLE   84,556 0 0
INTELSAT SA COM L5140P101 88 26,076 SH   SOLE   26,076 0 0
TRINSEO SA SHS L9340P101 1,137 15,665 SH   DFND 1 15,665 0 0
TRINSEO SA SHS L9340P101 3,862 53,202 SH   SOLE   53,202 0 0
CORE LABORATORIES N.V. COM N22717107 1,052 9,604 SH   SOLE   9,604 0 0
INTERXION HOLDING NV SHS N47279109 869 14,750 SH   SOLE   14,750 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 1,452 13,163 SH   SOLE   13,163 0 0
MYLAN NV SHS EURO N59465109 2,965 70,072 SH   DFND 1 70,072 0 0
MYLAN NV SHS EURO N59465109 10,088 238,420 SH   SOLE   238,420 0 0
NXP SEMICONDUCTOR NV COM N6596X109 11,939 101,962 SH   SOLE   101,962 0 0
NXP SEMICONDUCTOR NV COM N6596X109 4,819 41,158 SH   DFND 1 41,158 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 616 11,262 SH   SOLE   11,262 0 0
WRIGHT MEDICAL GROUP INC ORD SHS 0.03 PAR N96617118 5,868 264,340 SH   SOLE   264,340 0 0
WRIGHT MEDICAL GROUP INC ORD SHS 0.03 PAR N96617118 1,896 85,410 SH   DFND 1 85,410 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 837 7,014 SH   SOLE   7,014 0 0
BROADCOM LTD SHS Y09827109 4,236 16,489 SH   SOLE   16,489 0 0
COSTAMARE INC SHS Y1771G102 168 29,070 SH   DFND 1 29,070 0 0
COSTAMARE INC SHS Y1771G102 624 108,073 SH   SOLE   108,073 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 228 12,330 SH   DFND 1 12,330 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 848 45,934 SH   SOLE   45,934 0 0
TEEKAY TANKERS LTD CL A Y8565N102 346 246,974 SH   SOLE   246,974 0 0
TEEKAY TANKERS LTD CL A Y8565N102 93 66,432 SH   DFND 1 66,432 0 0
AAR CORP COM 000361105 784 19,953 SH   SOLE   19,953 0 0
ACCO BRANDS CORP COM 00081T108 765 62,742 SH   DFND 1 62,742 0 0
ACCO BRANDS CORP COM 00081T108 2,917 239,117 SH   SOLE   239,117 0 0
ABM INDUSTRIES INC COM 000957100 1,297 34,388 SH   SOLE   34,388 0 0
AFLAC INC COM 001055102 1,589 18,103 SH   SOLE   18,103 0 0
AFLAC INC COM 001055102 775 8,820 SH   DFND 3 8,820 0 0
AGCO CORP COM 001084102 37,030 518,415 SH   DFND 1 518,415 0 0
AGCO CORP COM 001084102 50,203 702,830 SH   SOLE   702,830 0 0
AG MORTGAGE INVESTMENT TRUST I COM 001228105 1,159 60,993 SH   SOLE   60,993 0 0
AG MORTGAGE INVESTMENT TRUST I COM 001228105 312 16,408 SH   DFND 1 16,408 0 0
AGNC INVESTMENT CORP COM 00123Q104 924 45,742 SH   DFND 1 45,742 0 0
AGNC INVESTMENT CORP COM 00123Q104 3,557 176,183 SH   SOLE   176,183 0 0
AES CORP COM 00130H105 958 88,460 SH   DFND 1 88,460 0 0
AES CORP COM 00130H105 3,508 323,942 SH   SOLE   323,942 0 0
AK STEEL HOLDING CORP COM 001547108 151 26,718 SH   DFND 1 26,718 0 0
AK STEEL HOLDING CORP COM 001547108 1,666 294,331 SH   SOLE   294,331 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 291 21,932 SH   SOLE   21,932 0 0
AMC NETWORKS INC CL A 00164V103 591 10,928 SH   SOLE   10,928 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,476 29,961 SH   SOLE   29,961 0 0
ANI PHARMACEUTICALS INC COM 00182C103 362 5,611 SH   SOLE   5,611 0 0
AT&T INC COM 00206R102 2,662 68,463 SH   DFND 1 68,463 0 0
AT&T INC COM 00206R102 21,020 540,650 SH   SOLE   540,650 0 0
AT&T INC COM 00206R102 1,876 48,271 SH   DFND 3 41,803 0 6,469
ATN INTERNATIONAL INC COM 00215F107 378 6,845 SH   SOLE   6,845 0 0
AZZ INC COM 002474104 16,027 313,647 SH   DFND 1 313,647 0 0
AZZ INC COM 002474104 28,927 566,094 SH   SOLE   566,094 0 0
AARONS INC COM PAR $0.50 002535300 538 13,497 SH   SOLE   13,497 0 0
ABAXIS INC COM 002567105 700 14,129 SH   SOLE   14,129 0 0
ABBOTT LABORATORIES COM 002824100 4,197 73,540 SH   SOLE   73,540 0 0
ABBOTT LABS COM 002824100 665 11,664 SH   DFND 3 11,664 0 0
ABBVIE INC COM 00287Y109 6,255 64,677 SH   SOLE   64,677 0 0
ABBVIE INC COM 00287Y109 1,071 11,074 SH   DFND 3 11,074 0 0
ABERCROMBIE & FITCH CO CL A 002896207 737 42,284 SH   SOLE   42,284 0 0
ABERDEEN ASSET MANAGEMENT PLC COM 003009107 1,296 265,639 SH   DFND 1 265,639 0 0
ABERDEEN ASSET MANAGEMENT PLC COM 003009107 620 126,978 SH   SOLE   126,978 0 0
ABIOMED INC COM 003654100 9,673 51,615 SH   SOLE   51,615 0 0
ABIOMED INC COM 003654100 3,059 16,320 SH   DFND 1 16,320 0 0
ABIOMED INC COM 003654100 375 2,000 SH   DFND 3 2,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 261 106,262 SH   DFND 1 106,262 0 0
ABRAXAS PETROLEUM CORP COM 003830106 972 395,059 SH   SOLE   395,059 0 0
ACADIA HEALTHCARE COM 00404A109 1,962 60,128 SH   DFND 1 60,128 0 0
ACADIA HEALTHCARE COM 00404A109 4,399 134,829 SH   SOLE   134,829 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 2,757 100,773 SH   SOLE   100,773 0 0
ACETO CORP COM 004446100 192 18,597 SH   SOLE   18,597 0 0
ACI WORLDWIDE INC COM 004498101 586 25,864 SH   SOLE   25,864 0 0
ACORDA THERAPEUTICS INC COM 00484M106 625 29,124 SH   SOLE   29,124 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,952 30,825 SH   SOLE   30,825 0 0
ACTUANT CORP CL A NEW 00508X203 321 12,670 SH   DFND 1 12,670 0 0
ACTUANT CORP CL A NEW 00508X203 2,019 79,787 SH   SOLE   79,787 0 0
ACUITY BRANDS INC COM 00508Y102 300 1,703 SH   SOLE   1,703 0 0
ACXIOM CORP COM 005125109 478 17,337 SH   SOLE   17,337 0 0
ADOBE SYSTEMS INC COM 00724F101 3,520 20,084 SH   SOLE   20,084 0 0
ADOBE SYS INC COM 00724F101 1,015 5,792 SH   DFND 3 5,792 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 555 13,193 SH   SOLE   13,193 0 0
ADTRAN INC COM 00738A106 812 41,980 SH   DFND 1 41,980 0 0
ADTRAN INC COM 00738A106 3,656 188,960 SH   SOLE   188,960 0 0
ADVANCE AUTO PARTS COM 00751Y106 298 2,989 SH   SOLE   2,989 0 0
AECOM COM 00766T100 1,226 33,010 SH   DFND 1 33,010 0 0
AECOM COM 00766T100 5,394 145,204 SH   SOLE   145,204 0 0
AEGION CORP COM 00770F104 1,108 43,584 SH   DFND 1 43,584 0 0
AEGION CORP COM 00770F104 4,622 181,740 SH   SOLE   181,740 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,770 29,628 SH   DFND 1 29,628 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,617 77,272 SH   SOLE   77,272 0 0
ADVANSIX INC COM 00773T101 796 18,913 SH   SOLE   18,913 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 1,453 46,568 SH   SOLE   46,568 0 0
ADVANCED MICRO DEVICES INC COM 007903107 999 97,160 SH   DFND 1 97,160 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,429 333,550 SH   SOLE   333,550 0 0
ADVANCED DISPOSAL SRVCES COM 00790X101 3,099 129,452 SH   DFND 1 129,452 0 0
ADVANCED DISPOSAL SRVCES COM 00790X101 11,848 494,887 SH   SOLE   494,887 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 1,663 24,646 SH   SOLE   24,646 0 0
AEROVIRONMENT INC COM 008073108 745 13,261 SH   SOLE   13,261 0 0
AETNA INC COM 00817Y108 12,334 68,376 SH   DFND 1 68,376 0 0
AETNA INC COM 00817Y108 22,079 122,397 SH   SOLE   122,397 0 0
AETNA INC NEW COM 00817Y108 225 1,245 SH   DFND 3 735 0 510
AFFILIATED MANAGERS GROUP COM 008252108 8,868 43,208 SH   DFND 1 43,208 0 0
AFFILIATED MANAGERS GROUP COM 008252108 26,273 128,005 SH   SOLE   128,005 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,838 102,100 SH   DFND 1 102,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 22,461 335,387 SH   SOLE   335,387 0 0
AGREE REALTY CORP COM 008492100 1,749 34,010 SH   SOLE   34,010 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 1,447 8,820 SH   SOLE   8,820 0 0
AKAMAI TECHNOLOGIES COM 00971T101 76,482 1,175,927 SH   SOLE   1,175,927 0 0
AKAMAI TECHNOLOGIES COM 00971T101 51,931 798,449 SH   DFND 1 798,449 0 0
AKORN INC COM 009728106 660 20,478 SH   SOLE   20,478 0 0
ALAMO GROUP INC COM 011311107 665 5,896 SH   SOLE   5,896 0 0
ALARM.COM HOLDINGS INC COM 011642105 589 15,606 SH   SOLE   15,606 0 0
ALASKA AIR GROUP INC COM 011659109 367 4,989 SH   SOLE   4,989 0 0
ALBANY INTL CORP CL A 012348108 1,102 17,934 SH   SOLE   17,934 0 0
ALBEMARLE CORP COM 012653101 573 4,482 SH   SOLE   4,482 0 0
ALCOA CORP COM 013872106 934 17,329 SH   SOLE   17,329 0 0
ALCOA CORP COM 013872106 250 4,650 SH   DFND 1 4,650 0 0
ALEXANDER & BALDWIN INVESTMENT COM 014491104 498 17,947 SH   SOLE   17,947 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,275 17,420 SH   DFND 1 17,420 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 11,213 85,861 SH   SOLE   85,861 0 0
ALEXANDRIA REAL ESTATE EQUITY PFD CONV SER D 015271505 465 12,721 SH   SOLE   12,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 35,874 299,975 SH   DFND 1 299,975 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 82,021 685,851 SH   SOLE   685,851 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,087 13,892 SH   DFND 1 13,892 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,662 29,984 SH   SOLE   29,984 0 0
ALLEGHANY CORP. COM 017175100 2,063 3,461 SH   SOLE   3,461 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 659 27,304 SH   SOLE   27,304 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,208 7,804 SH   SOLE   7,804 0 0
ALLETE INC COM NEW 018522300 2,352 31,627 SH   SOLE   31,627 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 90,933 358,738 SH   DFND 1 358,738 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 171,866 678,025 SH   SOLE   678,025 0 0
ALLIANCEBERNSTEIN LP COM 01879R106 322 25,250 SH   SOLE   25,250 0 0
ALLIANT ENERGY CORP COM 018802108 401 9,406 SH   SOLE   9,406 0 0
ALLIANZ GLOBAL INVESTORS US LL COM 01883A107 788 60,375 SH   DFND 1 60,375 0 0
ALLIANZ GLOBAL INVESTORS US LL COM 01883A107 437 33,450 SH   SOLE   33,450 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 574 39,452 SH   SOLE   39,452 0 0
ALLSTATE CORP COM 020002101 1,747 16,680 SH   SOLE   16,680 0 0
ALLSTATE CORP COM 020002101 526 5,029 SH   DFND 3 5,029 0 0
ALLY FINANCIAL INC COM 02005N100 32,366 1,109,950 SH   DFND 1 1,109,950 0 0
ALLY FINANCIAL INC COM 02005N100 41,355 1,418,200 SH   SOLE   1,418,200 0 0
ALMOST FAMILY INC COM 020409108 434 7,834 SH   SOLE   7,834 0 0
ALPHABET INC CAP STK CL C 02079K107 91,177 87,134 SH   DFND 1 87,134 0 0
ALPHABET INC CAP STK CL C 02079K107 200,839 191,933 SH   SOLE   191,933 0 0
ALPHABET INC CAP STK CL A 02079K305 103,666 98,411 SH   DFND 1 98,411 0 0
ALPHABET INC CAP STK CL A 02079K305 234,551 222,661 SH   SOLE   222,661 0 0
ALTABA INC COM 021346101 796 11,400 SH   DFND 1 11,400 0 0
ALTABA INC COM 021346101 705 10,100 SH   SOLE   10,100 0 0
ALTRIA GROUP INC COM 02209S103 42,946 601,404 SH   SOLE   601,404 0 0
ALTRIA GROUP INC COM 02209S103 12,973 181,669 SH   DFND 1 181,669 0 0
ALTRIA GROUP INC COM 02209S103 549 7,690 SH   DFND 3 7,690 0 0
AMAZON.COM INC COM 023135106 193,868 165,774 SH   DFND 1 165,774 0 0
AMAZON.COM INC COM 023135106 443,938 379,606 SH   SOLE   379,606 0 0
AMAZON COM INC COM 023135106 322 275 SH   DFND 3 275 0 0
AMEDISYS INC COM 023436108 931 17,671 SH   SOLE   17,671 0 0
AMEREN CORP COM 023608102 583 9,886 SH   SOLE   9,886 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 899 17,272 SH   SOLE   17,272 0 0
AMERICAN ASSETS TRUST INC COM 024013104 1,668 43,631 SH   SOLE   43,631 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 23,970 1,407,490 SH   DFND 1 1,407,490 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 32,112 1,885,589 SH   SOLE   1,885,589 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 314 7,650 SH   DFND 1 7,650 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 3,557 86,682 SH   SOLE   86,682 0 0
AMERICAN ELEC POWER CO COM 025537101 1,625 22,087 SH   SOLE   22,087 0 0
AMERICAN ELEC PWR INC COM 025537101 295 4,010 SH   DFND 3 4,010 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 692 36,802 SH   SOLE   36,802 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 1,700 55,321 SH   SOLE   55,321 0 0
AMERICAN EXPRESS CO COM 025816109 2,912 29,321 SH   SOLE   29,321 0 0
AMERICAN FINANCIAL GROUP COM 025932104 1,613 14,862 SH   SOLE   14,862 0 0
AMERICAN HOMES 4 RENT-A CL A 02665T306 2,062 94,400 SH   SOLE   94,400 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 8,988 150,860 SH   DFND 1 150,860 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 26,053 437,279 SH   SOLE   437,279 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 750 29,927 SH   SOLE   29,927 0 0
VEREIT INC NOTE 3.000% 02917TAA2 13,500 13,500,000 SH   SOLE   13,500,000 0 0
VEREIT INC NOTE 3.750% 02917TAB0 9,242 9,000,000 SH   SOLE   9,000,000 0 0
AMERICAN RENAL ASSOCIATES HOLD COM 029227105 478 27,445 SH   SOLE   27,445 0 0
AMERICAN SOFTWARE INC/GA CL A 029683109 337 28,963 SH   SOLE   28,963 0 0
AMERICAN STATES WATER CO COM 029899101 313 5,406 SH   DFND 1 5,406 0 0
AMERICAN STATES WATER CO COM 029899101 2,481 42,837 SH   SOLE   42,837 0 0
AMERICAN TOWER CORP COM 03027X100 4,688 32,856 SH   DFND 1 32,856 0 0
AMERICAN TOWER CORP COM 03027X100 18,379 128,819 SH   SOLE   128,819 0 0
AMERICAN VANGUARD CORP COM 030371108 421 21,414 SH   DFND 1 21,414 0 0
AMERICAN VANGUARD CORP COM 030371108 1,883 95,835 SH   SOLE   95,835 0 0
AMERICAN WATER WORKS CO INC COM 030420103 663 7,252 SH   SOLE   7,252 0 0
AMERICAN WOODMARK CORP COM 030506109 1,159 8,895 SH   SOLE   8,895 0 0
AMERISAFE INC COM 03071H100 734 11,915 SH   SOLE   11,915 0 0
AMERISOURCEBERGEN CORP COM 03073E105 602 6,552 SH   SOLE   6,552 0 0
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AMERIS BANCORP COM 03076K108 1,523 31,600 SH   DFND 1 31,600 0 0
AMERIS BANCORP COM 03076K108 5,104 105,885 SH   SOLE   105,885 0 0
AMETEK INC COM 031100100 5,190 71,614 SH   DFND 1 71,614 0 0
AMETEK INC COM 031100100 20,978 289,471 SH   SOLE   289,471 0 0
AMGEN INC COM 031162100 6,345 36,489 SH   DFND 1 36,489 0 0
AMGEN INC COM 031162100 32,051 184,306 SH   SOLE   184,306 0 0
AMPHENOL CORP CL A 032095101 6,040 68,798 SH   DFND 1 68,798 0 0
AMPHENOL CORP CL A 032095101 19,887 226,507 SH   SOLE   226,507 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 429 22,300 SH   SOLE   22,300 0 0
ANADARKO PETROLEUM CORP COM 032511107 8,499 158,450 SH   DFND 1 158,450 0 0
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ANDEAVOR COM 03349M105 622 5,440 SH   DFND 1 5,440 0 0
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ANDERSONS INC/THE COM 034164103 513 16,465 SH   SOLE   16,465 0 0
ANGIODYNAMICS INC COM 03475V101 380 22,840 SH   SOLE   22,840 0 0
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ANTHEM INC COM 036752103 4,296 19,091 SH   SOLE   19,091 0 0
ANTHEM INC COM 036752103 2,152 9,564 SH   DFND 1 9,564 0 0
APACHE CORP COM 037411105 650 15,394 SH   SOLE   15,394 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 396 9,050 SH   DFND 1 9,050 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,454 79,012 SH   SOLE   79,012 0 0
APOGEE ENTERPRISES, INC. COM 037598109 821 17,944 SH   SOLE   17,944 0 0
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APPLE INC COM 037833100 171,697 1,014,575 SH   DFND 1 1,014,575 0 0
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ARAMARK COM 03852U106 10,674 249,753 SH   SOLE   249,753 0 0
ARCBEST CORP COM 03937C105 956 26,740 SH   DFND 1 26,740 0 0
ARCBEST CORP COM 03937C105 4,127 115,438 SH   SOLE   115,438 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 908 22,644 SH   SOLE   22,644 0 0
ARCHROCK INC COM 03957W106 2,125 202,351 SH   DFND 1 202,351 0 0
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ARMADA HOFFLER PROPERTIES INC COM 04208T108 2,330 150,002 SH   DFND 1 150,002 0 0
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ASHFORD HOSPITALITY PRIME INC COM 044102101 198 20,310 SH   DFND 1 20,310 0 0
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ASSURANT INC COM 04621X108 221 2,195 SH   SOLE   2,195 0 0
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ATKORE INTERNATIONAL GROUP INC COM 047649108 227 10,590 SH   DFND 1 10,590 0 0
ATKORE INTERNATIONAL GROUP INC COM 047649108 764 35,638 SH   SOLE   35,638 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 921 15,700 SH   SOLE   15,700 0 0
ATMOS ENERGY CORP COM 049560105 2,078 24,195 SH   SOLE   24,195 0 0
ATRION CORPORATION COM 049904105 3,398 5,389 SH   SOLE   5,389 0 0
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AVALONBAY COMMUNITIES INC COM 053484101 1,386 7,770 SH   DFND 1 7,770 0 0
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AVISTA CORP COM 05379B107 2,062 40,050 SH   SOLE   40,050 0 0
AVNET INC COM 053807103 1,049 26,476 SH   SOLE   26,476 0 0
AVON PRODUCTS INC COM 054303102 207 96,062 SH   SOLE   96,062 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 555 19,352 SH   SOLE   19,352 0 0
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BB&T CORPORATION COM 054937107 1,598 32,133 SH   SOLE   32,133 0 0
BB&T CORP COM 054937107 469 9,447 SH   DFND 3 9,447 0 0
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BP PLC SPONSORED ADR 055622104 919 21,858 SH   DFND 3 20,130 0 1,728
BOFI HOLDING INC COM 05566U108 1,038 34,714 SH   SOLE   34,714 0 0
BWX TECHNOLOGIES INC COM 05605H100 5,967 98,650 SH   DFND 1 98,650 0 0
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BAKER HUGHES A GE CO LLC CL A 05722G100 555 17,539 SH   SOLE   17,539 0 0
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BANK OF AMERICA CORP COM 060505104 178,750 6,055,212 SH   SOLE   6,055,212 0 0
BANK AMER CORP COM 060505104 1,052 35,632 SH   DFND 3 33,716 0 1,916
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,832 1,400 SH   DFND 1 1,400 0 0
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BANNER CORP COM NEW 06652V208 1,138 20,647 SH   SOLE   20,647 0 0
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BARNES & NOBLE INC COM 067774109 236 35,245 SH   SOLE   35,245 0 0
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BARNES GROUP INC COM 067806109 514 8,126 SH   DFND 1 8,126 0 0
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BILL BARRETT CORP COM 06846N104 306 59,729 SH   SOLE   59,729 0 0
BAXTER INTERNATIONAL COM 071813109 1,310 20,273 SH   SOLE   20,273 0 0
BECTON DICKINSON AND CO COM 075887109 2,307 10,777 SH   SOLE   10,777 0 0
BECTON DICKINSON & CO COM 075887109 247 1,155 SH   DFND 3 1,155 0 0
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BED BATH & BEYOND INC COM 075896100 692 31,455 SH   SOLE   31,455 0 0
BELDEN INC COM 077454106 11,625 150,640 SH   DFND 1 150,640 0 0
BELDEN INC COM 077454106 19,234 249,241 SH   SOLE   249,241 0 0
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BEMIS CO COM 081437105 946 19,789 SH   SOLE   19,789 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 4,184 143,772 SH   DFND 1 143,772 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 16,943 582,250 SH   SOLE   582,250 0 0
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BIG LOTS INC COM 089302103 520 9,264 SH   SOLE   9,264 0 0
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BIO-RAD LABORATORIES INC CL A 090572207 1,054 4,418 SH   SOLE   4,418 0 0
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BIOVERATIV INC COM 09075E100 1,268 23,515 SH   SOLE   23,515 0 0
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H&R BLOCK INC COM 093671105 224 8,560 SH   SOLE   8,560 0 0
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BOB EVANS FARMS COM 096761101 974 12,354 SH   SOLE   12,354 0 0
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BOEING COMPANY COM 097023105 80,061 271,475 SH   SOLE   271,475 0 0
BOEING CO COM 097023105 1,891 6,413 SH   DFND 3 6,413 0 0
BOISE CASCADE CO COM 09739D100 1,778 44,569 SH   DFND 1 44,569 0 0
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BRIGGS & STRATTON CORP COM 109043109 673 26,533 SH   SOLE   26,533 0 0
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CSX CORP COM 126408103 73,751 1,340,690 SH   DFND 1 1,340,690 0 0
CSX CORP COM 126408103 131,231 2,385,582 SH   SOLE   2,385,582 0 0
CSX CORP COM 126408103 725 13,195 SH   DFND 3 13,195 0 0
CTS CORP COM 126501105 526 20,423 SH   SOLE   20,423 0 0
CSRA INC COM 12650T104 12,189 407,390 SH   DFND 1 407,390 0 0
CSRA INC COM 12650T104 19,726 659,300 SH   SOLE   659,300 0 0
CNX RESOURCES CORP COM 12653C108 656 44,825 SH   SOLE   44,825 0 0
CVB FINANCIAL CORP COM 126600105 1,498 63,594 SH   SOLE   63,594 0 0
CVS HEALTH CORPORATION COM 126650100 32,363 446,380 SH   DFND 1 446,380 0 0
CVS HEALTH CORPORATION COM 126650100 68,905 950,420 SH   SOLE   950,420 0 0
CYS INVESTMENTS INC COM 12673A108 1,121 139,564 SH   DFND 1 139,564 0 0
CYS INVESTMENTS INC COM 12673A108 4,261 530,657 SH   SOLE   530,657 0 0
CA INC COM 12673P105 2,821 84,772 SH   DFND 1 84,772 0 0
CA INC COM 12673P105 11,093 333,312 SH   SOLE   333,312 0 0
CABLE ONE INC COM 12685J105 722 1,026 SH   SOLE   1,026 0 0
CABOT CORP COM 127055101 830 13,483 SH   SOLE   13,483 0 0
CABOT OIL & GAS CORP COM 127097103 534 18,673 SH   SOLE   18,673 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 1,478 15,710 SH   SOLE   15,710 0 0
CACI INTERNATIONAL INC CL A 127190304 2,020 15,261 SH   SOLE   15,261 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 482 11,515 SH   SOLE   11,515 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 966 76,331 SH   DFND 1 76,331 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 932 73,669 SH   SOLE   73,669 0 0
CAESARS ENTERTAINMENT CORP NOTE 5.000%10/0 127686AA1 967 500,000 SH   SOLE   500,000 0 0
CAL-MAINE FOODS INC COM NEW 128030202 817 18,382 SH   SOLE   18,382 0 0
CALAMP CORP COM 128126109 470 21,953 SH   SOLE   21,953 0 0
CALATLANTIC GROUP INC COM 128195104 932 16,533 SH   SOLE   16,533 0 0
CALAVO GROWERS INC COM 128246105 821 9,732 SH   SOLE   9,732 0 0
CALERES INC COM 129500104 5,714 170,670 SH   SOLE   170,670 0 0
CALERES INC COM 129500104 1,370 40,933 SH   DFND 1 40,933 0 0
CALGON CARBON CORP COM 129603106 680 31,940 SH   SOLE   31,940 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 1,351 29,787 SH   SOLE   29,787 0 0
CALLAWAY GOLF CO. COM 131193104 1,233 88,503 SH   SOLE   88,503 0 0
CALLON PETROLEUM COMPANY COM 13123X102 6,101 502,136 SH   DFND 1 502,136 0 0
CALLON PETROLEUM COMPANY COM 13123X102 11,471 944,075 SH   SOLE   944,075 0 0
CAMBREX CORP COM 132011107 978 20,382 SH   SOLE   20,382 0 0
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CAMDEN PROPERTY TRUST SH BEN INT 133131102 26,788 290,984 SH   DFND 1 290,984 0 0
CAMPBELL SOUP COMPANY COM 134429109 376 7,807 SH   SOLE   7,807 0 0
CAMPBELL SOUP CO COM 134429109 1,733 36,019 SH   DFND 3 850 0 35,169
CANTEL MEDICAL CORP COM 138098108 2,268 22,050 SH   SOLE   22,050 0 0
CAPELLA EDUCATION CO COM 139594105 566 7,314 SH   SOLE   7,314 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 12,154 122,050 SH   DFND 1 122,050 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 33,999 341,423 SH   SOLE   341,423 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 517 59,748 SH   SOLE   59,748 0 0
CARBO CERAMICS, INC. COM 140781105 141 13,853 SH   SOLE   13,853 0 0
CARDINAL HEALTH INC COM 14149Y108 786 12,835 SH   SOLE   12,835 0 0
CARDINAL HEALTH INC COM 14149Y108 222 3,624 SH   DFND 3 3,624 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 1,007 42,515 SH   DFND 1 42,515 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 2,620 110,601 SH   SOLE   110,601 0 0
CARDTRONICS INC NOTE 1.000% 14161HAG3 12,017 13,550,000 SH   SOLE   13,550,000 0 0
CAREER EDUCATION CORP COM 141665109 495 40,958 SH   SOLE   40,958 0 0
CARETRUST REIT INC COM 14174T107 1,015 60,535 SH   SOLE   60,535 0 0
CARLISLE COS INC COM 142339100 1,532 13,479 SH   SOLE   13,479 0 0
CARMAX INC COM 143130102 473 7,368 SH   SOLE   7,368 0 0
CARNIVAL CORPORATION UNIT 143658300 1,234 18,586 SH   SOLE   18,586 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 517 10,142 SH   SOLE   10,142 0 0
CARRIZO OIL & GAS INC COM 144577103 1,034 48,588 SH   SOLE   48,588 0 0
CARS.COM INC COM 14575E105 447 15,495 SH   SOLE   15,495 0 0
CARTER'S INC COM 146229109 1,218 10,366 SH   SOLE   10,366 0 0
CASELLA WASTE SYSTEMS INC. CL A 147448104 868 37,705 SH   DFND 1 37,705 0 0
CASELLA WASTE SYSTEMS INC. CL A 147448104 2,260 98,155 SH   SOLE   98,155 0 0
CASEY'S GENERAL STORES INC COM 147528103 928 8,286 SH   SOLE   8,286 0 0
CATALENT INC COM 148806102 10,198 248,250 SH   DFND 1 248,250 0 0
CATALENT INC COM 148806102 20,076 488,704 SH   SOLE   488,704 0 0
CATERPILLAR INC COM 149123101 5,787 36,726 SH   DFND 1 36,726 0 0
CATERPILLAR INC COM 149123101 13,969 88,645 SH   SOLE   88,645 0 0
CATHAY GENERAL BANCORP COM 149150104 3,236 76,730 SH   DFND 1 76,730 0 0
CATHAY GENERAL BANCORP COM 149150104 12,256 290,637 SH   SOLE   290,637 0 0
CATO CORP CL A 149205106 234 14,710 SH   SOLE   14,710 0 0
CAVCO INDUSTRIES INC COM 149568107 805 5,274 SH   SOLE   5,274 0 0
CAVIUM INC COM 14964U108 2,248 26,812 SH   DFND 1 26,812 0 0
CAVIUM INC COM 14964U108 5,846 69,740 SH   SOLE   69,740 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 2,963 45,596 SH   DFND 1 45,596 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 4,742 72,964 SH   SOLE   72,964 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 456 74,980 SH   DFND 1 74,980 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,048 336,770 SH   SOLE   336,770 0 0
CELANESE CORP COM SER A 150870103 2,438 22,771 SH   DFND 1 22,771 0 0
CELANESE CORP COM SER A 150870103 7,562 70,617 SH   SOLE   70,617 0 0
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CELGENE CORP COM 151020104 121,399 1,163,269 SH   SOLE   1,163,269 0 0
CELGENE CORP COM 151020104 623 5,970 SH   DFND 3 5,970 0 0
CENTENE CORP COM 15135B101 702 6,958 SH   SOLE   6,958 0 0
CENTERPOINT ENERGY INC COM 15189T107 497 17,537 SH   SOLE   17,537 0 0
CENTERSTATE BK CORP COM 15201P109 312 12,133 SH   DFND 3 12,133 0 0
CENTRAL GARDEN & PET CO COM 153527106 251 6,447 SH   SOLE   6,447 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 821 21,759 SH   SOLE   21,759 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 3,510 117,666 SH   DFND 1 117,666 0 0
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CENTURY ALUMINUM COMPANY COM 156431108 611 31,134 SH   SOLE   31,134 0 0
CENTURY CASINOS INC COM 156492100 355 38,932 SH   SOLE   38,932 0 0
CENTURYLINK INC COM 156700106 650 38,979 SH   SOLE   38,979 0 0
CERNER CORP COM 156782104 859 12,753 SH   SOLE   12,753 0 0
CEVA INC COM 157210105 629 13,619 SH   SOLE   13,619 0 0
CHARLES & COLVARD LTD COM 159765106 68 50,540 SH   DFND 3 0 0 50,540
CHARLES RIVER LABORATORIES COM 159864107 1,131 10,335 SH   SOLE   10,335 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 897 19,148 SH   SOLE   19,148 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 211 627 SH   DFND 1 627 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 2,830 8,424 SH   SOLE   8,424 0 0
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CHATHAM LODGING TRUST COM 16208T102 7,117 312,688 SH   SOLE   312,688 0 0
CHEESECAKE FACTORY (THE) COM 163072101 444 9,221 SH   SOLE   9,221 0 0
CHEMED CORP COM 16359R103 7,442 30,623 SH   DFND 1 30,623 0 0
CHEMED CORP COM 16359R103 14,278 58,752 SH   SOLE   58,752 0 0
CHEMED CORP NEW COM 16359R103 357 1,471 SH   DFND 3 1,471 0 0
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CHEMOURS CO/THE COM 163851108 7,798 155,772 SH   SOLE   155,772 0 0
CHERRY HILL MORTGAGE INVESTMEN COM 164651101 368 20,454 SH   SOLE   20,454 0 0
CHESAPEAKE ENERGY CORP COM 165167107 144 36,446 SH   SOLE   36,446 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 1,751 64,643 SH   SOLE   64,643 0 0
CHEVRON CORP COM 166764100 59,368 474,221 SH   DFND 1 474,221 0 0
CHEVRON CORP COM 166764100 127,412 1,017,749 SH   SOLE   1,017,749 0 0
CHEVRON CORP NEW COM 166764100 1,326 10,590 SH   DFND 3 9,531 0 1,059
CHICO'S FAS INC COM 168615102 700 79,385 SH   SOLE   79,385 0 0
CHILDREN'S PLACE INC/THE COM 168905107 11,123 76,528 SH   DFND 1 76,528 0 0
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CHIPOTLE MEXICAN GRILL COM 169656105 3,841 13,290 SH   SOLE   13,290 0 0
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CHURCH & DWIGHT CO INC COM 171340102 510 10,161 SH   SOLE   10,161 0 0
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CIENA CORP COM NEW 171779309 11,559 552,250 SH   DFND 1 552,250 0 0
CIENA CORP COM NEW 171779309 22,655 1,082,438 SH   SOLE   1,082,438 0 0
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CIRCOR INTERNATIONAL INC COM 17273K109 514 10,561 SH   DFND 1 10,561 0 0
CIRRUS LOGIC INC. COM 172755100 719 13,862 SH   SOLE   13,862 0 0
CISCO SYSTEMS INC COM 17275R102 93,998 2,454,266 SH   DFND 1 2,454,266 0 0
CISCO SYSTEMS INC COM 17275R102 251,171 6,557,980 SH   SOLE   6,557,980 0 0
CISCO SYS INC COM 17275R102 533 13,929 SH   DFND 3 13,259 0 670
CINTAS CORP COM 172908105 546 3,504 SH   SOLE   3,504 0 0
CITIGROUP INC COM NEW 172967424 120,374 1,617,713 SH   DFND 1 1,617,713 0 0
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CITI TRENDS INC COM 17306X102 500 18,879 SH   SOLE   18,879 0 0
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CITY HOLDING CO COM 177835105 655 9,701 SH   SOLE   9,701 0 0
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CLOROX CO COM 189054109 784 5,268 SH   SOLE   5,268 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 208 46,803 SH   SOLE   46,803 0 0
COBIZ FINANCIAL INC COM 190897108 8,018 401,088 SH   DFND 1 401,088 0 0
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COCA-COLA BOTTLING CO CONSOL COM 191098102 621 2,887 SH   SOLE   2,887 0 0
COCA-COLA CO COM 191216100 7,352 160,252 SH   SOLE   160,252 0 0
COCA COLA CO COM 191216100 7,129 155,375 SH   DFND 3 84,867 0 70,508
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COGNEX CORP COM 192422103 1,761 28,796 SH   DFND 1 28,796 0 0
COGNEX CORP COM 192422103 6,896 112,754 SH   SOLE   112,754 0 0
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COHERENT INC COM 192479103 1,511 5,354 SH   SOLE   5,354 0 0
COHEN & STEERS INC COM 19248C105 238 9,141 SH   SOLE   9,141 0 0
COHEN & STEERS LTD DUR PFD I COM 19248C105 1,660 63,696 SH   DFND 3 55,405 0 8,291
COHERUS BIOSCIENCES INC COM 19249H103 139 15,830 SH   DFND 1 15,830 0 0
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COHU INC COM 192576106 370 16,862 SH   SOLE   16,862 0 0
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COLGATE-PALMOLIVE CO COM 194162103 2,788 36,948 SH   SOLE   36,948 0 0
COLGATE PALMOLIVE CO COM 194162103 334 4,425 SH   DFND 3 3,801 0 624
COLONY NORTHSTAR INC CL A COM 19625W104 341 29,887 SH   SOLE   29,887 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 1,957 45,062 SH   SOLE   45,062 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 2,624 60,120 SH   DFND 1 60,120 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 10,454 239,505 SH   SOLE   239,505 0 0
COMCAST CORP CL A 20030N101 279,301 6,973,817 SH   SOLE   6,973,817 0 0
COMCAST CORP CL A 20030N101 119,146 2,974,935 SH   DFND 1 2,974,935 0 0
COMERICA INC COM 200340107 23,192 267,154 SH   DFND 1 267,154 0 0
COMERICA INC COM 200340107 64,545 743,518 SH   SOLE   743,518 0 0
COMMERCE BANCSHARES INC COM 200525103 1,140 20,413 SH   SOLE   20,413 0 0
COMMERCEHUB INC COM SER C 20084V306 258 12,548 SH   DFND 1 12,548 0 0
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COMMVAULT SYSTEMS INC COM 204166102 3,381 64,398 SH   SOLE   64,398 0 0
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CONNECTICUT WATER SERVICE INC COM 207797101 240 4,187 SH   DFND 1 4,187 0 0
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COTT CORPORATION COM 22163N106 15,156 909,713 SH   DFND 1 909,713 0 0
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CRANE CO. COM 224399105 3,831 42,938 SH   DFND 1 42,938 0 0
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CYTOKINETICS INC COM NEW 23282W605 255 31,256 SH   SOLE   31,256 0 0
CYRUSONE INC COM 23283R100 5,458 91,680 SH   DFND 1 91,680 0 0
CYRUSONE INC COM 23283R100 13,018 218,683 SH   SOLE   218,683 0 0
DBX ETF TR XTRACK MSCI EURP 233051853 5,048 177,609 SH   DFND 3 173,058 0 4,551
DCT INDUSTRIAL TRUST INC COM NEW 233153204 3,187 54,226 SH   SOLE   54,226 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 317 5,400 SH   DFND 1 5,400 0 0
DDR CORP COM 23317H102 2,703 301,697 SH   SOLE   301,697 0 0
DDR CORP COM 23317H102 527 58,790 SH   DFND 1 58,790 0 0
DR HORTON INC COM 23331A109 712 13,937 SH   SOLE   13,937 0 0
DHI GROUP INC COM 23331S100 55 28,757 SH   SOLE   28,757 0 0
DST SYSTEMS INC COM 233326107 8,984 144,737 SH   DFND 1 144,737 0 0
DST SYSTEMS INC COM 233326107 23,959 386,004 SH   SOLE   386,004 0 0
DSP GROUP, INC. COM 23332B106 173 13,863 SH   SOLE   13,863 0 0
DTE ENERGY CO COM 233331107 802 7,331 SH   SOLE   7,331 0 0
DSW INC-CLASS A CL A 23334L102 966 45,120 SH   SOLE   45,120 0 0
DXP ENTERPRISES INC COM NEW 233377407 292 9,864 SH   SOLE   9,864 0 0
DXC TECHNOLOGY CO COM 23355L106 1,098 11,573 SH   SOLE   11,573 0 0
DAKTRONICS INC COM 234264109 221 24,177 SH   SOLE   24,177 0 0
DANA HOLDING CORP COM 235825205 1,009 31,519 SH   SOLE   31,519 0 0
DANAHER CORP COM 235851102 2,288 24,653 SH   DFND 1 24,653 0 0
DANAHER CORP COM 235851102 12,387 133,447 SH   SOLE   133,447 0 0
DANAHER CORP DBCV 1/2 235851AF9 177 50,000 SH   SOLE   50,000 0 0
DARDEN RESTAURANTS INC COM 237194105 483 5,033 SH   SOLE   5,033 0 0
DARLING INGREDIENTS INC COM 237266101 2,246 123,878 SH   SOLE   123,878 0 0
DAVE & BUSTER'S ENTERTAINMENT COM 238337109 1,443 26,156 SH   SOLE   26,156 0 0
DAVITA INC COM 23918K108 442 6,111 SH   SOLE   6,111 0 0
DEAN FOODS CO COM NEW 242370203 229 19,788 SH   SOLE   19,788 0 0
DECKERS OUTDOOR CORP COM 243537107 561 6,987 SH   SOLE   6,987 0 0
DEERE & CO COM 244199105 2,036 13,008 SH   SOLE   13,008 0 0
DEERE & CO COM 244199105 281 1,789 SH   DFND 3 1,789 0 0
DELEK US HOLDINGS INC COM 24665A103 296 8,460 SH   DFND 1 8,460 0 0
DELEK US HOLDINGS INC COM 24665A103 991 28,360 SH   SOLE   28,360 0 0
DELTA AIR LINES INC COM NEW 247361702 37,838 675,683 SH   DFND 1 675,683 0 0
DELTA AIR LINES INC COM NEW 247361702 56,558 1,009,957 SH   SOLE   1,009,957 0 0
DELTIC TIMBER CORP COM 247850100 621 6,784 SH   SOLE   6,784 0 0
DENBURY RESOURCES INC COM NEW 247916208 558 252,590 SH   SOLE   252,590 0 0
DELUXE CORP COM 248019101 803 10,454 SH   SOLE   10,454 0 0
DENTSPLY SIRONA INC COM 24906P109 613 9,309 SH   SOLE   9,309 0 0
DESCARTES SYSTEMS GROUP INC/TH COM 249906108 1,326 46,700 SH   DFND 1 46,700 0 0
DESCARTES SYSTEMS GROUP INC/TH COM 249906108 3,456 121,700 SH   SOLE   121,700 0 0
DEPOMED INC COM 249908104 317 39,366 SH   SOLE   39,366 0 0
DEVON ENERGY CORP COM 25179M103 11,920 287,920 SH   DFND 1 287,920 0 0
DEVON ENERGY CORP COM 25179M103 32,631 788,180 SH   SOLE   788,180 0 0
DEXCOM INC COM 252131107 2,241 39,040 SH   DFND 1 39,040 0 0
DEXCOM INC COM 252131107 6,947 121,050 SH   SOLE   121,050 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 126 11,154 SH   DFND 1 11,154 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,411 213,548 SH   SOLE   213,548 0 0
DICK'S SPORTING GOODS INC COM 253393102 519 18,063 SH   SOLE   18,063 0 0
DIEBOLD NIXDORF, INC. COM 253651103 269 16,478 SH   SOLE   16,478 0 0
DIGI INTERNATIONAL INC COM 253798102 158 16,587 SH   SOLE   16,587 0 0
DIGITAL REALTY TRUST INC COM 253868103 24,164 212,148 SH   DFND 1 212,148 0 0
DIGITAL REALTY TRUST INC COM 253868103 37,984 333,483 SH   SOLE   333,483 0 0
DIME COMMUNITY BANCSHARES COM 253922108 399 19,040 SH   SOLE   19,040 0 0
DILLARDS INC CL A 254067101 275 4,583 SH   SOLE   4,583 0 0
DINEEQUITY INC COM 254423106 570 11,242 SH   SOLE   11,242 0 0
DIODES INC COM 254543101 683 23,840 SH   SOLE   23,840 0 0
DIPLOMAT PHARMACY INC COM 25456K101 599 29,838 SH   SOLE   29,838 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 63,562 591,221 SH   SOLE   591,221 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 33,774 314,143 SH   DFND 1 314,143 0 0
DISNEY WALT CO COM DISNEY 254687106 1,238 11,518 SH   DFND 3 10,653 0 865
DISCOVER FINANCIAL SVS COM 254709108 1,139 14,813 SH   SOLE   14,813 0 0
DISH NETWORK CORP CL A 25470M109 34,512 722,757 SH   SOLE   722,757 0 0
DISH NETWORK CORP CL A 25470M109 26,631 557,710 SH   DFND 1 557,710 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 1,993 1,832,000 SH   DFND 1 1,832,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 25,090 23,058,000 SH   SOLE   23,058,000 0 0
DOLBY LABORATORIES INC- CL A COM 25659T107 20,757 334,790 SH   DFND 1 334,790 0 0
DOLBY LABORATORIES INC- CL A COM 25659T107 37,966 612,360 SH   SOLE   612,360 0 0
DOLLAR GENERAL CORP COM 256677105 984 10,578 SH   SOLE   10,578 0 0
DOLLAR TREE INC COM 256746108 34,191 318,616 SH   DFND 1 318,616 0 0
DOLLAR TREE INC COM 256746108 57,440 535,268 SH   SOLE   535,268 0 0
DOMINION ENERGY INC COM 25746U109 2,132 26,306 SH   SOLE   26,306 0 0
DOMINION ENERGY INC COM 25746U109 430 5,304 SH   DFND 3 5,304 0 0
DOMINO'S PIZZA INC COM 25754A201 1,802 9,539 SH   SOLE   9,539 0 0
DOMTAR CORP COM NEW 257559203 676 13,661 SH   SOLE   13,661 0 0
DONALDSON COMPANY, INC. COM 257651109 1,384 28,275 SH   SOLE   28,275 0 0
RR DONNELLEY & SONS CO COM 257867200 408 43,837 SH   SOLE   43,837 0 0
DONNELLEY FINANCIAL SOLUTIONS COM 25787G100 408 20,915 SH   SOLE   20,915 0 0
DORMAN PRODUCTS INC COM 258278100 1,163 19,015 SH   SOLE   19,015 0 0
DOUGLAS EMMETT INC COM 25960P109 1,574 38,324 SH   DFND 1 38,324 0 0
DOUGLAS EMMETT INC COM 25960P109 7,900 192,412 SH   SOLE   192,412 0 0
DOVER CORP COM 260003108 12,855 127,291 SH   SOLE   127,291 0 0
DOVER CORP COM 260003108 3,270 32,380 SH   DFND 1 32,380 0 0
DOWDUPONT INC COM 26078J100 6,735 94,562 SH   SOLE   94,562 0 0
DOWDUPONT INC COM 26078J100 599 8,423 SH   DFND 3 8,295 0 128
DR PEPPER SNAPPLE GROUP COM 26138E109 819 8,434 SH   SOLE   8,434 0 0
DRIL-QUIP INC COM 262037104 391 8,207 SH   SOLE   8,207 0 0
DUKE REALTY LP COM NEW 264411505 25,333 931,025 SH   DFND 1 931,025 0 0
DUKE REALTY LP COM NEW 264411505 36,151 1,328,595 SH   SOLE   1,328,595 0 0
DUKE ENERGY CORPORATION COM NEW 26441C204 2,396 28,486 SH   SOLE   28,486 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 857 10,182 SH   DFND 3 8,533 0 1,649
DULUTH HOLDINGS INC COM CL B 26443V101 2,976 166,706 SH   DFND 1 166,706 0 0
DULUTH HOLDINGS INC COM CL B 26443V101 7,745 433,891 SH   SOLE   433,891 0 0
DUN & BRADSTREET CORP COM 26483E100 1,612 13,616 SH   SOLE   13,616 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 1,269 19,679 SH   SOLE   19,679 0 0
DYCOM INDUSTRIES INC COM 267475101 3,506 31,468 SH   DFND 1 31,468 0 0
DYCOM INDUSTRIES INC COM 267475101 8,479 76,097 SH   SOLE   76,097 0 0
DYCOM INDUSTRIES INC NOTE 0.750% 9/1 267475AB7 25,423 19,500,000 SH   SOLE   19,500,000 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 815 116,333 SH   DFND 1 116,333 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 2,969 423,559 SH   SOLE   423,559 0 0
DYNEGY INC COM 26817R108 1,696 143,152 SH   DFND 1 143,152 0 0
DYNEGY INC COM 26817R108 2,612 220,408 SH   SOLE   220,408 0 0
ELF BEAUTY INC COM 26856L103 2,140 95,908 SH   DFND 1 95,908 0 0
ELF BEAUTY INC COM 26856L103 5,569 249,610 SH   SOLE   249,610 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 133 13,465 SH   SOLE   13,465 0 0
EOG RESOURCES INC COM 26875P101 2,532 23,466 SH   SOLE   23,466 0 0
EQT CORP COM 26884L109 8,013 140,781 SH   DFND 1 140,781 0 0
EQT CORP COM 26884L109 21,985 386,245 SH   SOLE   386,245 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 246 3,754 SH   DFND 1 3,754 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 1,994 30,456 SH   SOLE   30,456 0 0
EPR PROPERTIES PFD C CNV 5.75% 26884U208 7,801 289,800 SH   SOLE   289,800 0 0
EPR PROPERTIES CONV PFD 9% SR E 26884U307 6,338 172,000 SH   SOLE   172,000 0 0
ERA GROUP INC COM 26885G109 243 22,600 SH   DFND 1 22,600 0 0
ERA GROUP INC COM 26885G109 1,040 96,763 SH   SOLE   96,763 0 0
EAGLE BANCORP INC COM 268948106 840 14,503 SH   DFND 1 14,503 0 0
EAGLE BANCORP INC COM 268948106 3,216 55,548 SH   SOLE   55,548 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 643,265 22,961,435 SH   DFND 3 21,072,741 0 1,888,695
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 1,482 52,896 SH   DFND 4 52,896 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 573,421 17,163,152 SH   DFND 3 15,729,602 0 1,433,551
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 1,382 41,365 SH   DFND 4 41,365 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 534,611 10,862,921 SH   DFND 3 10,094,826 0 768,095
ETF SER SOLUTIONS VIDENT CORE US 26922A602 386 7,850 SH   DFND 4 7,850 0 0
ETFS PRECIOUS METALS BASKET PHYS PM BSKT 26922W109 612 9,415 SH   DFND 3 9,415 0 0
ETRADE FINANCIAL CORP COM NEW 269246401 61,259 1,235,807 SH   DFND 1 1,235,807 0 0
ETRADE FINANCIAL CORP COM NEW 269246401 117,265 2,365,649 SH   SOLE   2,365,649 0 0
EAGLE MATERIALS INC COM 26969P108 408 3,604 SH   DFND 1 3,604 0 0
EAGLE MATERIALS INC COM 26969P108 1,825 16,104 SH   SOLE   16,104 0 0
EAGLE PHARMACEUTICALS INC/DE COM 269796108 284 5,315 SH   SOLE   5,315 0 0
EAST WEST BANCORP INC COM 27579R104 5,636 92,655 SH   DFND 1 92,655 0 0
EAST WEST BANCORP INC COM 27579R104 22,191 364,799 SH   SOLE   364,799 0 0
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EASTGROUP PROPERTIES COM 277276101 2,975 33,663 SH   SOLE   33,663 0 0
EASTMAN CHEMICAL CO COM 277432100 54,853 592,113 SH   SOLE   592,113 0 0
EASTMAN CHEMICAL CO COM 277432100 31,149 336,236 SH   DFND 1 336,236 0 0
EATON VANCE CORP COM NON VTG 278265103 1,450 25,708 SH   SOLE   25,708 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 157 16,289 SH   DFND 3 16,289 0 0
EBAY INC COM 278642103 15,469 409,875 SH   SOLE   409,875 0 0
EBAY INC COM 278642103 3,287 87,101 SH   DFND 1 87,101 0 0
EBIX INC COM NEW 278715206 1,081 13,639 SH   SOLE   13,639 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 466 16,648 SH   SOLE   16,648 0 0
ECOLAB INC COM 278865100 2,725 20,311 SH   DFND 1 20,311 0 0
ECOLAB INC COM 278865100 12,966 96,632 SH   SOLE   96,632 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 723 12,171 SH   SOLE   12,171 0 0
EDISON INTERNATIONAL COM 281020107 892 14,105 SH   SOLE   14,105 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 1,511 43,268 SH   SOLE   43,268 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 27,226 241,555 SH   DFND 1 241,555 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 35,892 318,443 SH   SOLE   318,443 0 0
EHEALTH INC COM 28238P109 175 10,069 SH   SOLE   10,069 0 0
8X8 INC COM 282914100 805 57,086 SH   SOLE   57,086 0 0
EL PASO ELECTRIC CO COM NEW 283677854 1,398 25,258 SH   SOLE   25,258 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 431 20,127 SH   SOLE   20,127 0 0
ELECTRONIC ARTS INC COM 285512109 1,318 12,547 SH   SOLE   12,547 0 0
ELECTRONICS FOR IMAGING COM 286082102 852 28,869 SH   SOLE   28,869 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 280 23,272 SH   DFND 1 23,272 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 1,141 94,780 SH   SOLE   94,780 0 0
EMCOR GROUP INC COM 29084Q100 4,808 58,819 SH   DFND 1 58,819 0 0
EMCOR GROUP INC COM 29084Q100 19,352 236,718 SH   SOLE   236,718 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,013 21,790 SH   SOLE   21,790 0 0
EMERSON ELECTRIC CO COM 291011104 670 9,615 SH   DFND 1 9,615 0 0
EMERSON ELECTRIC CO COM 291011104 4,658 66,844 SH   SOLE   66,844 0 0
EMERSON ELEC CO COM 291011104 246 3,535 SH   DFND 3 3,535 0 0
EMERALD EXPOSITIONS EVENTS INC COM 29103B100 221 10,873 SH   DFND 1 10,873 0 0
EMERALD EXPOSITIONS EVENTS INC COM 29103B100 768 37,739 SH   SOLE   37,739 0 0
EMPIRE STATE REALTY TRUST INC CL A 292104106 614 29,919 SH   SOLE   29,919 0 0
EMPLOYERS HOLDINGS COM 292218104 2,390 53,837 SH   DFND 1 53,837 0 0
EMPLOYERS HOLDINGS COM 292218104 10,225 230,302 SH   SOLE   230,302 0 0
ENBRIDGE INC COM 29250N105 1,366 34,935 SH   SOLE   34,935 0 0
ENBRIDGE INC COM 29250N105 1,740 44,485 SH   DFND 1 44,485 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 523 8,906 SH   SOLE   8,906 0 0
ENCORE CAPITAL GROUP INC COM 292554102 620 14,720 SH   SOLE   14,720 0 0
ENCORE WIRE CORP COM 292562105 9,043 185,876 SH   DFND 1 185,876 0 0
ENCORE WIRE CORP COM 292562105 16,642 342,086 SH   SOLE   342,086 0 0
ENERGEN CORP COM 29265N108 1,211 21,030 SH   SOLE   21,030 0 0
ENDURANCE INTERNATIONAL GROUP COM 29272B105 470 55,976 SH   DFND 1 55,976 0 0
ENDURANCE INTERNATIONAL GROUP COM 29272B105 1,887 224,675 SH   SOLE   224,675 0 0
ENERGIZER SPINCO INC COM 29272W109 630 13,136 SH   SOLE   13,136 0 0
ENERSYS COM 29275Y102 1,114 16,000 SH   SOLE   16,000 0 0
ENGILITY HOLDINGS INC COM 29286C107 347 12,220 SH   DFND 1 12,220 0 0
ENGILITY HOLDINGS INC COM 29286C107 1,700 59,940 SH   SOLE   59,940 0 0
ENPRO INDUSTRIES INC COM 29355X107 1,235 13,210 SH   SOLE   13,210 0 0
ENOVA INTERNATIONAL INC COM 29357K103 315 20,705 SH   SOLE   20,705 0 0
ENSIGN GROUP INC/THE COM 29358P101 661 29,787 SH   SOLE   29,787 0 0
ENTEGRIS INC COM 29362U104 234 7,680 SH   DFND 1 7,680 0 0
ENTEGRIS INC COM 29362U104 784 25,737 SH   SOLE   25,737 0 0
ENTERGY CORP COM 29364G103 599 7,358 SH   SOLE   7,358 0 0
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ENTERPRISE FINANCIAL SERVICES COM 293712105 14,881 329,596 SH   SOLE   329,596 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 1,485 56,000 SH   SOLE   56,000 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 1,891 71,350 SH   DFND 1 71,350 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,245 46,980 SH   DFND 3 3,947 0 43,033
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ENTRAVISION COMMUNICATIONS CL A 29382R107 120 16,795 SH   DFND 1 16,795 0 0
ENVESTNET INC COM 29404K106 4,980 99,890 SH   DFND 1 99,890 0 0
ENVESTNET INC COM 29404K106 9,574 192,050 SH   SOLE   192,050 0 0
EPLUS INC COM 294268107 667 8,865 SH   SOLE   8,865 0 0
EQUIFAX INC COM 294429105 578 4,899 SH   SOLE   4,899 0 0
EQUINIX INC COM PAR $0.001 29444U700 2,754 6,077 SH   DFND 1 6,077 0 0
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EQUITY COMMONWEALTH COM SH BEN INT 294628102 441 14,441 SH   DFND 1 14,441 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 1,928 63,204 SH   SOLE   63,204 0 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 1,759 27,590 SH   DFND 1 27,590 0 0
ESSENDANT INC COM 296689102 219 23,677 SH   SOLE   23,677 0 0
ESSEX PROPERTY TRUST INC COM 297178105 868 3,595 SH   DFND 1 3,595 0 0
ESSEX PROPERTY TRUST INC COM 297178105 7,806 32,341 SH   SOLE   32,341 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 429 5,738 SH   SOLE   5,738 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 449 15,710 SH   SOLE   15,710 0 0
EURONET WORLDWIDE INC COM 298736109 1,112 13,190 SH   DFND 1 13,190 0 0
EURONET WORLDWIDE INC COM 298736109 3,437 40,790 SH   SOLE   40,790 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 22,706 18,460,000 SH   SOLE   18,460,000 0 0
EVERCORE INC CLASS A 29977A105 2,192 24,350 SH   SOLE   24,350 0 0
EVERTEC INC COM 30040P103 3,323 243,469 SH   DFND 1 243,469 0 0
EVERTEC INC COM 30040P103 12,662 927,620 SH   SOLE   927,620 0 0
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EVERSOURCE ENERGY COM 30040W108 2,766 43,779 SH   SOLE   43,779 0 0
EVOLENT HEALTH INC CL A 30050B101 1,021 82,970 SH   DFND 1 82,970 0 0
EVOLENT HEALTH INC CL A 30050B101 2,655 215,880 SH   SOLE   215,880 0 0
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EXELON CORPORATION COM 30161N101 1,541 39,091 SH   SOLE   39,091 0 0
EXELON CORP COM 30161N101 207 5,258 SH   DFND 3 5,258 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,059 50,688 SH   SOLE   50,688 0 0
EXLSERVICE HOLDINGS INC COM 302081104 533 8,830 SH   DFND 1 8,830 0 0
EXPEDIA INC COM NEW 30212P303 1,955 16,324 SH   DFND 1 16,324 0 0
EXPEDIA INC COM NEW 30212P303 6,647 55,495 SH   SOLE   55,495 0 0
EXPEDITORS INTL WASH INC COM 302130109 509 7,865 SH   SOLE   7,865 0 0
EXPONENT INC COM 30214U102 1,136 15,975 SH   SOLE   15,975 0 0
EXPRESS INC COM 30219E103 493 48,557 SH   SOLE   48,557 0 0
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EXPRESS SCRIPTS HOLDING CO COM 30219G108 36,606 490,435 SH   SOLE   490,435 0 0
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EXTREME NETWORKS INC COM 30226D106 354 28,257 SH   DFND 1 28,257 0 0
EXTERRAN CORP COM 30227H106 4,165 132,485 SH   SOLE   132,485 0 0
EXTERRAN CORP COM 30227H106 959 30,504 SH   DFND 1 30,504 0 0
EZCORP INC CL A NON VTG 302301106 389 31,909 SH   SOLE   31,909 0 0
EXXON MOBIL CORP COM 30231G102 6,736 80,532 SH   DFND 1 80,532 0 0
EXXON MOBIL CORP COM 30231G102 43,124 515,591 SH   SOLE   515,591 0 0
EXXON MOBIL CORP COM 30231G102 8,744 104,529 SH   DFND 3 101,814 0 2,715
FBL FINANCIAL GROUP INC CL A 30239F106 575 8,254 SH   DFND 1 8,254 0 0
FBL FINANCIAL GROUP INC CL A 30239F106 2,234 32,076 SH   SOLE   32,076 0 0
FLIR SYSTEMS INC COM 302445101 10,914 234,097 SH   DFND 1 234,097 0 0
FLIR SYSTEMS INC COM 302445101 36,799 789,347 SH   SOLE   789,347 0 0
FMC CORP COM NEW 302491303 3,405 35,975 SH   DFND 1 35,975 0 0
FMC CORP COM NEW 302491303 10,102 106,723 SH   SOLE   106,723 0 0
FNB CORP COM 302520101 974 70,510 SH   SOLE   70,510 0 0
FTD COS INC COM 30281V108 141 19,620 SH   DFND 1 19,620 0 0
FTD COS INC COM 30281V108 600 83,424 SH   SOLE   83,424 0 0
FTI CONSULTING INC COM 302941109 1,054 24,534 SH   SOLE   24,534 0 0
FACEBOOK INC CL A 30303M102 109,891 622,754 SH   DFND 1 622,754 0 0
FACEBOOK INC CL A 30303M102 284,408 1,611,740 SH   SOLE   1,611,740 0 0
FACEBOOK INC CL A 30303M102 227 1,287 SH   DFND 3 1,287 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 1,660 8,613 SH   SOLE   8,613 0 0
FAIR ISAAC CORP COM 303250104 999 6,521 SH   SOLE   6,521 0 0
FARO TECHNOLOGIES INC COM 311642102 488 10,375 SH   SOLE   10,375 0 0
FASTENAL CO COM 311900104 642 11,731 SH   SOLE   11,731 0 0
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FEDERAL SIGNAL CORP COM 313855108 4,694 233,669 SH   SOLE   233,669 0 0
FEDERATED INVESTORS INC CL B 314211103 743 20,605 SH   SOLE   20,605 0 0
FEDEX CORP COM 31428X106 2,489 9,975 SH   SOLE   9,975 0 0
FERRO CORP COM 315405100 1,885 79,923 SH   DFND 1 79,923 0 0
FERRO CORP COM 315405100 6,679 283,136 SH   SOLE   283,136 0 0
F5 NETWORKS INC COM 315616102 2,698 20,558 SH   SOLE   20,558 0 0
F5 NETWORKS INC COM 315616102 1,534 11,688 SH   DFND 1 11,688 0 0
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FIDELITY NATIONAL INFORMATION COM 31620M106 22,676 241,003 SH   SOLE   241,003 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 248 2,641 SH   DFND 3 2,641 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 407 10,383 SH   DFND 1 10,383 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,041 26,517 SH   SOLE   26,517 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 10,398 3,400,000 SH   SOLE   3,400,000 0 0
FIDELITY SOUTHERN CORP COM 316394105 298 13,649 SH   SOLE   13,649 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 322 16,924 SH   SOLE   16,924 0 0
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FIFTH THIRD BANCORP COM 316773100 66,727 2,199,313 SH   SOLE   2,199,313 0 0
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FINANCIAL INSTITUTIONS INC COM 317585404 681 21,894 SH   DFND 1 21,894 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 2,561 82,341 SH   SOLE   82,341 0 0
THE FINISH LINE- CL A CL A 317923100 360 24,782 SH   SOLE   24,782 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 1,351 24,106 SH   SOLE   24,106 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 3,623 710,424 SH   DFND 1 710,424 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 14,376 2,818,821 SH   SOLE   2,818,821 0 0
FIRST BUSEY CORP COM NEW 319383204 1,022 34,130 SH   DFND 1 34,130 0 0
FIRST BUSEY CORP COM NEW 319383204 4,107 137,177 SH   SOLE   137,177 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 2,303 160,805 SH   DFND 1 160,805 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 9,191 641,797 SH   SOLE   641,797 0 0
FIRST CONNECTICUT BANCORP INC COM 319850103 1,082 41,376 SH   SOLE   41,376 0 0
FIRST CONNECTICUT BANCORP INC COM 319850103 311 11,888 SH   DFND 1 11,888 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 694 13,355 SH   DFND 1 13,355 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 2,524 48,567 SH   SOLE   48,567 0 0
FIRST FINANCIAL BANCORP COM 320209109 678 25,730 SH   DFND 1 25,730 0 0
FIRST FINANCIAL BANCORP COM 320209109 3,542 134,403 SH   SOLE   134,403 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 1,849 41,039 SH   SOLE   41,039 0 0
FIRST FINANCIAL CORP/IN COM 320218100 633 13,953 SH   DFND 1 13,953 0 0
FIRST FINANCIAL CORP/IN COM 320218100 2,382 52,531 SH   SOLE   52,531 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 1,413 70,689 SH   SOLE   70,689 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 219 6,950 SH   DFND 1 6,950 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 2,767 87,936 SH   SOLE   87,936 0 0
FIRST INTERSTATE BANCSYSTEM IN COM CL A 32055Y201 4,569 114,089 SH   DFND 1 114,089 0 0
FIRST INTERSTATE BANCSYSTEM IN COM CL A 32055Y201 8,913 222,543 SH   SOLE   222,543 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 368 12,905 SH   DFND 1 12,905 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 1,443 50,624 SH   SOLE   50,624 0 0
FIRST MERCHANTS CORP COM 320817109 575 13,671 SH   SOLE   13,671 0 0
FIRST MERCHANTS CORP COM 320817109 365 8,670 SH   DFND 3 8,670 0 0
FIRST MID-ILLINOIS BANCSHARES COM 320866106 302 7,826 SH   SOLE   7,826 0 0
FIRST MIDWEST BANCORP INC COM 320867104 552 22,988 SH   DFND 1 22,988 0 0
FIRST MIDWEST BANCORP INC COM 320867104 3,386 141,013 SH   SOLE   141,013 0 0
FIRST REPUBLIC BANK COM 33616C100 32,086 370,340 SH   DFND 1 370,340 0 0
FIRST REPUBLIC BANK COM 33616C100 47,057 543,130 SH   SOLE   543,130 0 0
FIRST SOLAR INC COM 336433107 1,196 17,720 SH   SOLE   17,720 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 376 12,177 SH   DFND 3 12,177 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,869 31,920 SH   DFND 3 31,410 0 510
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 4,173 85,922 SH   DFND 3 84,331 0 1,591
FIRSTCASH INC COM 33767D105 1,996 29,587 SH   SOLE   29,587 0 0
FISERV INC COM 337738108 19,718 150,367 SH   SOLE   150,367 0 0
FISERV INC COM 337738108 4,365 33,290 SH   DFND 1 33,290 0 0
FIRSTENERGY CORP COM 337932107 552 18,043 SH   SOLE   18,043 0 0
FIVE BELOW INC COM 33829M101 2,457 37,050 SH   DFND 1 37,050 0 0
FIVE BELOW INC COM 33829M101 8,681 130,899 SH   SOLE   130,899 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 163,040 6,534,639 SH   DFND 3 6,092,423 0 442,217
FLOTEK INDUSTRIES INC COM 343389102 167 35,796 SH   SOLE   35,796 0 0
FLUOR CORP COM 343412102 294 5,694 SH   SOLE   5,694 0 0
FLOWERS FOODS INC COM 343498101 776 40,201 SH   SOLE   40,201 0 0
FLOWSERVE CORPORATION COM 34354P105 225 5,342 SH   SOLE   5,342 0 0
FOOT LOCKER INC COM 344849104 237 5,046 SH   SOLE   5,046 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,978 158,368 SH   SOLE   158,368 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 222 17,748 SH   DFND 3 17,748 0 0
FOREST CITY REALTY TRUST INC COM CL A 345605109 783 32,493 SH   SOLE   32,493 0 0
FORRESTER RESEARCH INC COM 346563109 1,013 22,912 SH   DFND 1 22,912 0 0
FORRESTER RESEARCH INC COM 346563109 3,913 88,535 SH   SOLE   88,535 0 0
FORTINET INC COM 34959E109 4,297 98,359 SH   DFND 1 98,359 0 0
FORTINET INC COM 34959E109 14,699 336,443 SH   SOLE   336,443 0 0
FORTIVE CORPORATION COM 34959J108 1,610 22,255 SH   DFND 1 22,255 0 0
FORTIVE CORPORATION COM 34959J108 7,313 101,081 SH   SOLE   101,081 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 12,143 177,426 SH   SOLE   177,426 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 3,790 55,382 SH   DFND 1 55,382 0 0
FORWARD AIR CORPORATION COM 349853101 1,082 18,841 SH   SOLE   18,841 0 0
FOSSIL GROUP INC COM 34988V106 208 26,819 SH   SOLE   26,819 0 0
FOUR CORNERS PROPERTY TRUST IN COM 35086T109 1,441 56,082 SH   SOLE   56,082 0 0
FOX FACTORY HOLDING CORP COM 35138V102 906 23,310 SH   SOLE   23,310 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 168 23,014 SH   SOLE   23,014 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 539 11,733 SH   DFND 1 11,733 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 3,109 67,736 SH   SOLE   67,736 0 0
FRANKLIN RESOURCES INC COM 354613101 985 22,738 SH   DFND 1 22,738 0 0
FRANKLIN RESOURCES INC COM 354613101 4,752 109,671 SH   SOLE   109,671 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 2,458 228,886 SH   SOLE   228,886 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 439 40,830 SH   DFND 1 40,830 0 0
FRED'S INC CL A 356108100 90 22,300 SH   SOLE   22,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 607 32,021 SH   DFND 1 32,021 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,611 190,435 SH   SOLE   190,435 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 341 50,488 SH   SOLE   50,488 0 0
HB FULLER CO COM 359694106 1,695 31,460 SH   SOLE   31,460 0 0
FULTON FINANCIAL CORP COM 360271100 684 38,199 SH   SOLE   38,199 0 0
FUTUREFUEL CORP COM 36116M106 222 15,751 SH   SOLE   15,751 0 0
GATX CORP COM 361448103 520 8,363 SH   SOLE   8,363 0 0
GEO GROUP INC/THE COM 36162J106 4,253 180,219 SH   SOLE   180,219 0 0
GEO GROUP INC/THE COM 36162J106 954 40,425 SH   DFND 1 40,425 0 0
GGP INC COM 36174X101 24,227 1,035,777 SH   DFND 1 1,035,777 0 0
GGP INC COM 36174X101 36,814 1,573,934 SH   SOLE   1,573,934 0 0
G-III APPAREL GROUP LTD COM 36237H101 4,874 132,118 SH   DFND 1 132,118 0 0
G-III APPAREL GROUP LTD COM 36237H101 10,100 273,791 SH   SOLE   273,791 0 0
GMS INC COM 36251C103 357 9,480 SH   DFND 1 9,480 0 0
GMS INC COM 36251C103 1,328 35,292 SH   SOLE   35,292 0 0
GAIN CAPITAL HOLDINGS IN COM 36268W100 138 13,795 SH   DFND 1 13,795 0 0
GAIN CAPITAL HOLDINGS IN COM 36268W100 513 51,283 SH   SOLE   51,283 0 0
AUTHUR J GALLAGHER & CO COM 363576109 464 7,334 SH   SOLE   7,334 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 535 14,450 SH   SOLE   14,450 0 0
GAMESTOP CORP CL A 36467W109 398 22,146 SH   SOLE   22,146 0 0
GANNETT CO INC COM 36473H104 820 70,724 SH   SOLE   70,724 0 0
GAP INC COM 364760108 302 8,881 SH   SOLE   8,881 0 0
GARTNER INC COM 366651107 453 3,676 SH   SOLE   3,676 0 0
GASTAR EXPL INC NEW COM 36729W202 33 31,000 SH   DFND 3 31,000 0 0
GENERAL CABLE CORP COM 369300108 920 31,093 SH   SOLE   31,093 0 0
GENERAL COMMUNICATION INC CL A 369385109 640 16,403 SH   SOLE   16,403 0 0
GENERAL DYNAMICS CORP COM 369550108 2,296 11,283 SH   SOLE   11,283 0 0
GENERAL ELECTRIC CO COM 369604103 6,144 352,089 SH   SOLE   352,089 0 0
GENERAL ELECTRIC CO COM 369604103 868 49,795 SH   DFND 3 49,795 0 0
GENERAL MILLS INC COM 370334104 1,365 23,020 SH   SOLE   23,020 0 0
GENERAL MOTORS CO COM 37045V100 961 23,440 SH   DFND 1 23,440 0 0
GENERAL MOTORS CO COM 37045V100 3,815 93,064 SH   SOLE   93,064 0 0
GENESCO INC. COM 371532102 396 12,180 SH   SOLE   12,180 0 0
GENESEE & WYOMING INC CL A 371559105 8,289 105,290 SH   DFND 1 105,290 0 0
GENESEE & WYOMING INC CL A 371559105 14,325 181,956 SH   SOLE   181,956 0 0
GENTEX CORP COM 371901109 1,295 61,812 SH   SOLE   61,812 0 0
GENMARK DIAGNOSTICS INC COM 372309104 682 163,500 SH   DFND 1 163,500 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,774 425,470 SH   SOLE   425,470 0 0
GENUINE PARTS COMPANY COM 372460105 610 6,424 SH   SOLE   6,424 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 338 108,731 SH   SOLE   108,731 0 0
GENTHERM INC COM 37253A103 728 22,932 SH   SOLE   22,932 0 0
GETTY REALTY CORP COM 374297109 705 25,971 SH   SOLE   25,971 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 2,719 82,389 SH   SOLE   82,389 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 556 16,843 SH   DFND 1 16,843 0 0
GILEAD SCIENCES INC COM 375558103 3,822 53,355 SH   SOLE   53,355 0 0
GLACIER BANCORP INC COM 37637Q105 1,907 48,415 SH   SOLE   48,415 0 0
GLATFELTER COM 377316104 581 27,094 SH   SOLE   27,094 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 18,054 509,001 SH   DFND 1 509,001 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 33,699 950,064 SH   SOLE   950,064 0 0
GLOBAL PAYMENTS INC COM 37940X102 3,175 31,670 SH   DFND 1 31,670 0 0
GLOBAL PAYMENTS INC COM 37940X102 10,489 104,635 SH   SOLE   104,635 0 0
GLOBUS MEDICAL INC CL A 379577208 651 15,837 SH   SOLE   15,837 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 20 22,300 SH   DFND 3 22,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 171,488 673,134 SH   SOLE   673,134 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 83,943 329,497 SH   DFND 1 329,497 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 236 928 SH   DFND 3 928 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 3,306 3,200,000 SH   SOLE   3,200,000 0 0
GOLUB CAPITAL BDC INC COM 38173M102 2,262 124,294 SH   SOLE   124,294 0 0
GOLUB CAPITAL BDC INC COM 38173M102 3,393 186,442 SH   DFND 1 186,442 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 323 9,995 SH   SOLE   9,995 0 0
GORMAN-RUPP CO/THE COM 383082104 216 6,915 SH   DFND 1 6,915 0 0
GORMAN-RUPP CO/THE COM 383082104 811 25,998 SH   SOLE   25,998 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 1,427 76,975 SH   SOLE   76,975 0 0
WR GRACE & CO COM 38388F108 370 5,270 SH   DFND 1 5,270 0 0
WR GRACE & CO COM 38388F108 1,246 17,762 SH   SOLE   17,762 0 0
GRACO INC COM 384109104 1,667 36,873 SH   SOLE   36,873 0 0
GRAHAM HOLDINGS CO COM 384637104 563 1,008 SH   SOLE   1,008 0 0
WW GRAINGER INC COM 384802104 501 2,122 SH   SOLE   2,122 0 0
GRAMERCY PROPERTY TRUST INC COM NEW 385002308 957 35,901 SH   SOLE   35,901 0 0
GRANITE CONSTRUCTION INC COM 387328107 5,198 81,953 SH   DFND 1 81,953 0 0
GRANITE CONSTRUCTION INC COM 387328107 10,221 161,142 SH   SOLE   161,142 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 1,098 71,050 SH   DFND 1 71,050 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 3,687 238,660 SH   SOLE   238,660 0 0
GRAY TELEVISION INC COM 389375106 804 47,980 SH   DFND 1 47,980 0 0
GRAY TELEVISION INC COM 389375106 2,701 161,252 SH   SOLE   161,252 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 7,508 145,359 SH   SOLE   145,359 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 1,955 37,853 SH   DFND 1 37,853 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,520 47,132 SH   SOLE   47,132 0 0
GREAT WESTERN BANCORP INC COM 391416104 1,453 36,500 SH   SOLE   36,500 0 0
GREEN BANCORP INC COM 39260X100 332 16,332 SH   DFND 1 16,332 0 0
GREEN BANCORP INC COM 39260X100 1,232 60,713 SH   SOLE   60,713 0 0
GREEN DOT CORP CL A 39304D102 1,700 28,216 SH   SOLE   28,216 0 0
GREEN PLAINS INC COM 393222104 409 24,299 SH   SOLE   24,299 0 0
GREENBRIER COS INC COM 393657101 946 17,740 SH   SOLE   17,740 0 0
GREENHILL & CO INC COM 395259104 293 15,027 SH   SOLE   15,027 0 0
GREIF INC CL A 397624107 341 5,636 SH   SOLE   5,636 0 0
GRIFFON CORP COM 398433102 384 18,852 SH   SOLE   18,852 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 870 12,252 SH   SOLE   12,252 0 0
GUESS INC COM 401617105 628 37,224 SH   SOLE   37,224 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 8,916 120,068 SH   DFND 1 120,068 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 18,209 245,207 SH   SOLE   245,207 0 0
GULFPORT ENERGY CORP COM NEW 402635304 453 35,494 SH   SOLE   35,494 0 0
HCA HEALTHCARE INC COM 40412C101 1,005 11,440 SH   SOLE   11,440 0 0
HCA HEALTHCARE INC COM 40412C101 8,478 96,521 SH   DFND 3 96,521 0 0
HCP INC COM 40414L109 692 26,550 SH   DFND 1 26,550 0 0
HCP INC COM 40414L109 4,241 162,626 SH   SOLE   162,626 0 0
HFF INC CL A 40418F108 1,791 36,813 SH   DFND 1 36,813 0 0
HFF INC CL A 40418F108 7,419 152,538 SH   SOLE   152,538 0 0
HNI CORP COM 404251100 364 9,426 SH   SOLE   9,426 0 0
HMS HOLDINGS CORP COM 40425J101 3,277 193,350 SH   DFND 1 193,350 0 0
HMS HOLDINGS CORP COM 40425J101 6,162 363,518 SH   SOLE   363,518 0 0
HP INC COM 40434L105 3,042 144,775 SH   DFND 1 144,775 0 0
HP INC COM 40434L105 14,320 681,570 SH   SOLE   681,570 0 0
HABIT RESTAURANTS INC/THE COM CL A 40449J103 716 75,000 SH   DFND 1 75,000 0 0
HABIT RESTAURANTS INC/THE COM CL A 40449J103 1,866 195,410 SH   SOLE   195,410 0 0
HAEMONETICS CORP. COM 405024100 1,893 32,593 SH   SOLE   32,593 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 25,954 612,267 SH   DFND 1 612,267 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 39,238 925,638 SH   SOLE   925,638 0 0
HALLIBURTON CO COM 406216101 104,545 2,139,245 SH   SOLE   2,139,245 0 0
HALLIBURTON CO COM 406216101 60,147 1,230,752 SH   DFND 1 1,230,752 0 0
HALYARD HEALTH INC COM 40650V100 473 10,252 SH   SOLE   10,252 0 0
HAMILTON LANE INC CL A 407497106 7,450 210,500 SH   DFND 1 210,500 0 0
HAMILTON LANE INC CL A 407497106 11,848 334,783 SH   SOLE   334,783 0 0
HANCOCK HOLDING CO COM 410120109 7,775 157,070 SH   DFND 1 157,070 0 0
HANCOCK HOLDING CO COM 410120109 13,424 271,185 SH   SOLE   271,185 0 0
HANESBRANDS INC COM 410345102 314 14,993 SH   SOLE   14,993 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 12,781 421,126 SH   DFND 1 421,126 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 23,482 773,696 SH   SOLE   773,696 0 0
HANOVER INSURANCE GROUP INC COM 410867105 12,736 117,841 SH   DFND 1 117,841 0 0
HANOVER INSURANCE GROUP INC COM 410867105 28,771 266,205 SH   SOLE   266,205 0 0
HARLEY-DAVIDSON INC COM 412822108 20,777 408,361 SH   DFND 1 408,361 0 0
HARLEY-DAVIDSON INC COM 412822108 55,314 1,087,150 SH   SOLE   1,087,150 0 0
HARMONIC INC COM 413160102 210 50,077 SH   SOLE   50,077 0 0
HARRIS CORPORATION COM 413875105 686 4,846 SH   SOLE   4,846 0 0
HARSCO CORP COM 415864107 1,623 87,020 SH   DFND 1 87,020 0 0
HARSCO CORP COM 415864107 6,946 372,449 SH   SOLE   372,449 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,931 69,855 SH   DFND 1 69,855 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 17,351 308,304 SH   SOLE   308,304 0 0
HASBRO INC COM 418056107 418 4,600 SH   SOLE   4,600 0 0
HAVERTY FURNITURE COM 419596101 800 35,307 SH   DFND 1 35,307 0 0
HAVERTY FURNITURE COM 419596101 3,247 143,359 SH   SOLE   143,359 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 861 23,807 SH   SOLE   23,807 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,331 33,399 SH   SOLE   33,399 0 0
HAWKINS INC COM 420261109 208 5,896 SH   SOLE   5,896 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 250 7,804 SH   SOLE   7,804 0 0
HEALTHCARE SERVICES GROUP COM 421906108 2,117 40,150 SH   DFND 1 40,150 0 0
HEALTHCARE SERVICES GROUP COM 421906108 7,905 149,952 SH   SOLE   149,952 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,061 21,473 SH   SOLE   21,473 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 233 7,250 SH   DFND 1 7,250 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 2,588 80,571 SH   SOLE   80,571 0 0
HEALTHSTREAM INC COM 42222N103 704 30,387 SH   SOLE   30,387 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 1,620 53,919 SH   SOLE   53,919 0 0
HEALTHEQUITY INC COM 42226A107 1,469 31,491 SH   SOLE   31,491 0 0
HEARTLAND EXPRESS INC COM 422347104 727 31,152 SH   SOLE   31,152 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 2,423 45,170 SH   DFND 1 45,170 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 9,630 179,494 SH   SOLE   179,494 0 0
HEICO CORP COM 422806109 3,084 32,685 SH   DFND 1 32,685 0 0
HEICO CORP COM 422806109 8,385 88,871 SH   SOLE   88,871 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 890 36,233 SH   SOLE   36,233 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 654 86,771 SH   SOLE   86,771 0 0
HELMERICH & PAYNE INC COM 423452101 286 4,423 SH   SOLE   4,423 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 276 23,901 SH   SOLE   23,901 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 1,970 16,843 SH   SOLE   16,843 0 0
HERITAGE COMMERCE CORP COM 426927109 7,070 461,495 SH   SOLE   461,495 0 0
HERITAGE COMMERCE CORP COM 426927109 3,933 256,743 SH   DFND 1 256,743 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 1,301 42,232 SH   DFND 1 42,232 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 4,916 159,603 SH   SOLE   159,603 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 694 39,899 SH   SOLE   39,899 0 0
HERSHEY COMPANY/THE COM 427866108 748 6,588 SH   SOLE   6,588 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,763 34,444 SH   DFND 1 34,444 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,770 59,466 SH   SOLE   59,466 0 0
HESS CORP COM 42809H107 522 10,988 SH   SOLE   10,988 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 930 64,761 SH   SOLE   64,761 0 0
HIBBETT SPORTS INC COM 428567101 241 11,794 SH   SOLE   11,794 0 0
HIGHWOODS PROPERTIES INC COM 431284108 21,715 426,533 SH   SOLE   426,533 0 0
HIGHWOODS PROPERTIES INC COM 431284108 5,134 100,835 SH   DFND 1 100,835 0 0
HILL-ROM HOLDINGS INC COM 431475102 1,205 14,301 SH   SOLE   14,301 0 0
HILLENBRAND INC COM 431571108 337 7,550 SH   DFND 1 7,550 0 0
HILLENBRAND INC COM 431571108 2,885 64,536 SH   SOLE   64,536 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A203 2,129 26,659 SH   SOLE   26,659 0 0
HOLLYFRONTIER CORP COM 436106108 1,275 24,890 SH   DFND 1 24,890 0 0
HOLLYFRONTIER CORP COM 436106108 5,936 115,896 SH   SOLE   115,896 0 0
HOLOGIC INC COM 436440101 21,762 509,063 SH   SOLE   509,063 0 0
HOLOGIC INC COM 436440101 5,206 121,767 SH   DFND 1 121,767 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,564 2,600,000 SH   SOLE   2,600,000 0 0
HOME BANCSHARES INC COM 436893200 798 34,305 SH   SOLE   34,305 0 0
HOME DEPOT INC COM 437076102 7,542 39,795 SH   DFND 1 39,795 0 0
HOME DEPOT INC COM 437076102 41,132 217,019 SH   SOLE   217,019 0 0
HOME DEPOT INC COM 437076102 1,784 9,416 SH   DFND 3 8,796 0 620
HOMESTREET INC COM 43785V102 483 16,679 SH   SOLE   16,679 0 0
HOMETRUST BANCSHARES INC COM 437872104 880 34,170 SH   DFND 1 34,170 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,334 129,479 SH   SOLE   129,479 0 0
HONEYWELL INTERNATIONAL COM 438516106 53,392 348,151 SH   DFND 1 348,151 0 0
HONEYWELL INTERNATIONAL COM 438516106 110,175 718,407 SH   SOLE   718,407 0 0
HONEYWELL INTL INC COM 438516106 814 5,313 SH   DFND 3 3,705 0 1,608
HOPE BANCORP INC COM 43940T109 6,304 345,440 SH   DFND 1 345,440 0 0
HOPE BANCORP INC COM 43940T109 13,968 765,388 SH   SOLE   765,388 0 0
HORACE MANN EDUCATORS CORP COM 440327104 14,419 326,958 SH   SOLE   326,958 0 0
HORACE MANN EDUCATORS CORP COM 440327104 8,317 188,594 SH   DFND 1 188,594 0 0
HORIZON BANCORP/IN COM 440407104 822 29,577 SH   DFND 1 29,577 0 0
HORIZON BANCORP/IN COM 440407104 3,056 109,944 SH   SOLE   109,944 0 0
HORMEL FOODS CORP COM 440452100 397 10,907 SH   SOLE   10,907 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 2,791 93,489 SH   DFND 1 93,489 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 10,950 366,847 SH   SOLE   366,847 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26,321 1,325,981 SH   DFND 1 1,325,981 0 0
HOST HOTELS & RESORTS INC COM 44107P104 38,508 1,939,968 SH   SOLE   1,939,968 0 0
HOULIHAN LOKEY INC CL A 441593100 8,230 181,165 SH   DFND 1 181,165 0 0
HOULIHAN LOKEY INC CL A 441593100 13,099 288,340 SH   SOLE   288,340 0 0
HUB GROUP INC- CL A CL A 443320106 999 20,861 SH   SOLE   20,861 0 0
HUBBELL INC COM 443510607 1,114 8,230 SH   DFND 1 8,230 0 0
HUBBELL INC COM 443510607 5,363 39,624 SH   SOLE   39,624 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 1,865 54,459 SH   SOLE   54,459 0 0
HUMANA INC COM 444859102 1,446 5,829 SH   SOLE   5,829 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 2,266 19,704 SH   DFND 1 19,704 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 7,402 64,377 SH   SOLE   64,377 0 0
HUNTINGTON BANCSHARES INC COM 446150104 45,337 3,113,796 SH   DFND 1 3,113,796 0 0
HUNTINGTON BANCSHARES INC COM 446150104 65,432 4,493,956 SH   SOLE   4,493,956 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 12,508 8,900 SH   SOLE   8,900 0 0
HUNTINGTON INGALLS INDUS COM 446413106 49,773 211,170 SH   DFND 1 211,170 0 0
HUNTINGTON INGALLS INDUS COM 446413106 65,980 279,932 SH   SOLE   279,932 0 0
HYATT HOTELS CORPS COM CL A 448579102 746 10,148 SH   DFND 1 10,148 0 0
HYATT HOTELS CORPS COM CL A 448579102 2,506 34,083 SH   SOLE   34,083 0 0
HYSTER-YALE MATERIALS HANDLING CL A 449172105 329 3,862 SH   DFND 1 3,862 0 0
HYSTER-YALE MATERIALS HANDLING CL A 449172105 1,108 13,009 SH   SOLE   13,009 0 0
IAC/INTERACTIVECORP COM 44919P508 1,839 15,043 SH   DFND 1 15,043 0 0
IAC/INTERACTIVECORP COM 44919P508 5,707 46,671 SH   SOLE   46,671 0 0
ICF INTERNATIONAL INC COM 44925C103 6,417 122,226 SH   DFND 1 122,226 0 0
ICF INTERNATIONAL INC COM 44925C103 11,088 211,203 SH   SOLE   211,203 0 0
ICU MEDICAL INC COM 44930G107 2,012 9,314 SH   SOLE   9,314 0 0
ILG INC COM 44967H101 653 22,944 SH   SOLE   22,944 0 0
IPG PHOTONICS CORP COM 44980X109 1,740 8,126 SH   SOLE   8,126 0 0
ITT INC COM 45073V108 1,041 19,503 SH   DFND 1 19,503 0 0
ITT INC COM 45073V108 4,658 87,273 SH   SOLE   87,273 0 0
IBERIABANK CORP COM 450828108 11,267 145,387 SH   DFND 1 145,387 0 0
IBERIABANK CORP COM 450828108 18,012 232,418 SH   SOLE   232,418 0 0
IBERIABANK CORP COM 450828108 941 12,141 SH   DFND 3 12,141 0 0
IDACORP INC COM 451107106 1,006 11,010 SH   SOLE   11,010 0 0
IDEX CORP COM 45167R104 2,198 16,653 SH   SOLE   16,653 0 0
IDEXX LABORATORIES INC COM 45168D104 555 3,547 SH   SOLE   3,547 0 0
ILLINOIS TOOL WORKS INC COM 452308109 2,092 12,537 SH   SOLE   12,537 0 0
ILLUMINA INC COM 452327109 1,295 5,929 SH   SOLE   5,929 0 0
ILLUMINA INC NOTE 6/1 452327AF6 12,912 11,900,000 SH   SOLE   11,900,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11,051 9,350,000 SH   SOLE   9,350,000 0 0
IMPAX LABORATORIES INC COM 45256B101 769 46,201 SH   SOLE   46,201 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 14,890 15,350,000 SH   SOLE   15,350,000 0 0
INC RESEARCH HOLDINGS INC CL A 45329R109 536 12,282 SH   SOLE   12,282 0 0
INCYTE CORP COM 45337C102 675 7,126 SH   SOLE   7,126 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 660 65,389 SH   SOLE   65,389 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 1,187 16,995 SH   SOLE   16,995 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 1,896 84,854 SH   SOLE   84,854 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 510 22,810 SH   DFND 1 22,810 0 0
INFINITY PROP & CASUALTY COM 45665Q103 12,603 118,896 SH   SOLE   118,896 0 0
INFINITY PROP & CASUALTY COM 45665Q103 7,425 70,051 SH   DFND 1 70,051 0 0
INFRAREIT INC COM 45685L100 2,774 149,284 SH   DFND 1 149,284 0 0
INFRAREIT INC COM 45685L100 10,330 555,966 SH   SOLE   555,966 0 0
INGEVITY CORP COM 45688C107 1,851 26,268 SH   SOLE   26,268 0 0
INGREDION INC COM 457187102 17,209 123,100 SH   DFND 1 123,100 0 0
INGREDION INC COM 457187102 24,148 172,729 SH   SOLE   172,729 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,508 65,493 SH   DFND 1 65,493 0 0
INSIGHT ENTERPRISES INC COM 45765U103 10,083 263,326 SH   SOLE   263,326 0 0
INNOSPEC INC COM 45768S105 2,775 39,309 SH   DFND 1 39,309 0 0
INNOSPEC INC COM 45768S105 11,044 156,426 SH   SOLE   156,426 0 0
INNOPHOS HOLDINGS INC COM 45774N108 567 12,129 SH   SOLE   12,129 0 0
INSTEEL INDUSTRIES INC COM 45774W108 321 11,323 SH   SOLE   11,323 0 0
INSPERITY INC. COM 45778Q107 1,328 23,156 SH   SOLE   23,156 0 0
INOGEN INC COM 45780L104 4,159 34,923 SH   DFND 1 34,923 0 0
INOGEN INC COM 45780L104 12,075 101,405 SH   SOLE   101,405 0 0
INSTALLED BUILDING PRODUCTS IN COM 45780R101 988 13,006 SH   SOLE   13,006 0 0
INNOVIVA INC COM 45781M101 657 46,323 SH   SOLE   46,323 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 1,880 39,274 SH   SOLE   39,274 0 0
INTEGRATED DEVICE TECH INC COM 458118106 867 29,147 SH   SOLE   29,147 0 0
INTEGRATED DEVICE TECH INC NOTE 0.875%11/1 458118AC0 10,933 9,800,000 SH   SOLE   9,800,000 0 0
INTEL CORPORATION COM 458140100 49,902 1,081,073 SH   SOLE   1,081,073 0 0
INTEL CORPORATION COM 458140100 12,498 270,764 SH   DFND 1 270,764 0 0
INTEL CORP COM 458140100 1,121 24,290 SH   DFND 3 23,790 0 500
INTEL CORPORATION SDCV 3.250% 8/0 458140AF7 1,784 803,000 SH   DFND 1 803,000 0 0
INTEL CORPORATION SDCV 3.250% 8/0 458140AF7 27,426 12,347,000 SH   SOLE   12,347,000 0 0
INTEGER HOLDINGS CORP COM 45826H109 789 17,413 SH   SOLE   17,413 0 0
INTER PARFUMS INC COM 458334109 760 17,500 SH   DFND 1 17,500 0 0
INTER PARFUMS INC COM 458334109 3,096 71,243 SH   SOLE   71,243 0 0
INTERACTIVE BROKERS GRO COM 45841N107 47,803 807,340 SH   DFND 1 807,340 0 0
INTERACTIVE BROKERS GRO COM 45841N107 88,564 1,495,761 SH   SOLE   1,495,761 0 0
INTERFACE INC COM 458665304 4,138 164,521 SH   DFND 1 164,521 0 0
INTERFACE INC COM 458665304 16,777 667,061 SH   SOLE   667,061 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 25,313 358,750 SH   SOLE   358,750 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 7,340 104,020 SH   DFND 1 104,020 0 0
INTERDIGITAL INC/PA COM 45867G101 577 7,576 SH   SOLE   7,576 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 467 11,773 SH   SOLE   11,773 0 0
IBM CORP COM 459200101 5,424 35,357 SH   SOLE   35,357 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,832 11,940 SH   DFND 3 11,940 0 0
INTL FLAVOR & FRAGRANCES COM 459506101 490 3,214 SH   SOLE   3,214 0 0
INTERNATIONAL PAPER CO COM 460146103 1,638 28,278 SH   DFND 1 28,278 0 0
INTERNATIONAL PAPER CO COM 460146103 6,476 111,763 SH   SOLE   111,763 0 0
INTL SPEEDWAY CORP CL A 460335201 10,069 252,663 SH   SOLE   252,663 0 0
INTL SPEEDWAY CORP CL A 460335201 2,620 65,739 SH   DFND 1 65,739 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 319 15,823 SH   SOLE   15,823 0 0
INTERSECT ENT INC COM 46071F103 2,303 71,078 SH   DFND 1 71,078 0 0
INTERSECT ENT INC COM 46071F103 5,993 184,975 SH   SOLE   184,975 0 0
INTL. FCSTONE INC COM 46116V105 411 9,660 SH   SOLE   9,660 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 198 13,670 SH   DFND 1 13,670 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 517 35,680 SH   SOLE   35,680 0 0
INTUIT INC COM 461202103 1,555 9,858 SH   SOLE   9,858 0 0
INVACARE CORP COM 461203101 343 20,331 SH   SOLE   20,331 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,648 4,517 SH   SOLE   4,517 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,298 72,818 SH   SOLE   72,818 0 0
INVESCO LTD COM 46131H107 88 20,092 SH   DFND 1 20,092 0 0
INVESCO LTD COM 46131H107 88 20,092 SH   SOLE   20,092 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 919 47,745 SH   SOLE   47,745 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 329 17,100 SH   DFND 1 17,100 0 0
INVESTORS BANCORP INC COM 46146L101 1,032 74,370 SH   DFND 1 74,370 0 0
INVESTORS BANCORP INC COM 46146L101 3,469 249,896 SH   SOLE   249,896 0 0
INVITATION HOMES INC COM 46187W107 2,176 92,300 SH   SOLE   92,300 0 0
IQVIA HOLDINGS INC COM 46266C105 579 5,915 SH   SOLE   5,915 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 612 51,863 SH   SOLE   51,863 0 0
IROBOT CORP COM 462726100 1,318 17,189 SH   SOLE   17,189 0 0
IRON MOUNTAIN INC COM 46284V101 3,452 91,499 SH   SOLE   91,499 0 0
IRON MOUNTAIN INC COM 46284V101 602 15,950 SH   DFND 1 15,950 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,852 123,549 SH   SOLE   123,549 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 717 47,837 SH   DFND 1 47,837 0 0
ISHARES GOLD TRUST ISHARES 464285105 85,099 6,802,413 SH   DFND 3 6,216,711 0 585,702
ISHARES GOLD TRUST ISHARES 464285105 164 13,090 SH   DFND 4 13,090 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 6,963 114,603 SH   DFND 3 111,457 0 3,147
ISHARES INC MSCI EURZONE ETF 464286608 394 9,063 SH   DFND 3 4,925 0 4,138
ISHARES TR CORE S&P TTL STK 464287150 37,955 620,791 SH   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 10,804 176,704 SH   DFND 3 174,168 0 2,536
ISHARES TR SELECT DIVID ETF 464287168 1,940 19,682 SH   DFND 3 18,971 0 711
ISHARES TR TIPS BD ETF 464287176 9,278 81,333 PRN   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 7,414 64,994 SH   DFND 3 27,258 0 37,736
ISHARES TR CORE S&P500 ETF 464287200 24,912 92,658 SH   DFND 3 88,930 0 3,728
ISHARES TR CORE US AGGBD ET 464287226 31,181 285,199 SH   DFND 3 276,244 0 8,954
ISHARES TR CORE US AGGBD ET 464287226 868 7,935 SH   DFND 4 7,935 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 748 15,863 SH   DFND 3 15,863 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 29,459 242,345 SH   DFND 1 242,345 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 32,134 264,350 SH   SOLE   264,350 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,077 25,315 SH   DFND 3 24,210 0 1,105
ISHARES TR S&P 500 GRWT ETF 464287309 3,137 20,531 SH   DFND 3 20,277 0 254
ISHARES TR GLOB HLTHCRE ETF 464287325 294 2,611 SH   DFND 3 2,611 0 0
ISHARES TR S&P 500 VAL ETF 464287408 6,627 58,014 SH   DFND 3 56,533 0 1,481
ISHARES TR 20 YR TR BD ETF 464287432 41,128 324,202 PRN   DFND 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 9,291 73,237 SH   DFND 3 71,687 0 1,550
ISHARES TR BARCLAYS 7 10 YR 464287440 7,374 69,849 SH   DFND 3 67,159 0 2,690
ISHARES TR 1 3 YR TREAS BD 464287457 674 8,036 SH   DFND 3 6,295 0 1,741
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 4,376 62,236 SH   DFND 1 62,236 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 4,895 69,620 SH   SOLE   69,620 0 0
ISHARES TR MSCI EAFE ETF 464287465 2,546 36,215 SH   DFND 3 36,215 0 0
ISHARES TR RUS MID CAP ETF 464287499 467 2,245 SH   DFND 3 2,245 0 0
ISHARES TR CORE S&P MCP ETF 464287507 7,615 40,129 SH   DFND 3 39,178 0 951
ISHARES TR RUS 1000 VAL ETF 464287598 1,839 14,791 SH   DFND 3 14,791 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 8,860 65,785 SH   DFND 3 65,224 0 561
ISHARES TR RUS 1000 ETF 464287622 430 2,887 SH   DFND 3 2,887 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 6,211 33,267 SH   DFND 1 33,267 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 16,161 86,560 SH   SOLE   86,560 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,791 11,742 SH   DFND 3 11,742 0 0
ISHARES INDEX FUNDS U.S. REAL ES ETF 464287739 5,914 73,000 SH   SOLE   73,000 0 0
ISHARES TR U.S. REAL ES ETF 464287739 386 4,768 SH   DFND 3 4,768 0 0
ISHARES TR CORE S&P SCP ETF 464287804 4,085 53,184 SH   DFND 3 50,778 0 2,406
ISHARES TR EUROPE ETF 464287861 684 14,481 SH   DFND 3 14,481 0 0
ISHARES TR MSCI ACWI EX US 464288240 23,338 467,223 SH   DFND 3 456,710 0 10,513
ISHARES TR MSCI ACWI ETF 464288257 8,455 117,278 SH   DFND 3 111,915 0 5,363
ISHARES TR MSCI ACWI ETF 464288257 1,790 24,832 SH   DFND 4 24,832 0 0
ISHARES TR EAFE SML CP ETF 464288273 553 8,577 SH   DFND 3 8,577 0 0
ISHARES INDEX FUNDS JPMORGAN USD EMG 464288281 4,644 40,000 SH   DFND 1 40,000 0 0
ISHARES INDEX FUNDS JPMORGAN USD EMG 464288281 9,329 80,350 SH   SOLE   80,350 0 0
ISHARES TR JPMORGAN USD EMG 464288281 3,575 30,797 SH   DFND 3 29,551 0 1,245
ISHARES TR NATIONAL MUN ETF 464288414 10,356 93,516 SH   DFND 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 5,512 49,770 SH   DFND 3 49,606 0 164
ISHARES TR NATIONAL MUN ETF 464288414 561 5,063 SH   DFND 4 5,063 0 0
ISHARES TR INTL SEL DIV ETF 464288448 957 28,319 SH   DFND 3 26,370 0 1,949
ISHARES TR IBOXX HI YD ETF 464288513 1,202 13,780 SH   DFND 3 13,647 0 133
ISHARES TR MBS ETF 464288588 5,139 48,210 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 1,356 12,721 SH   DFND 3 12,497 0 224
ISHARES INDEX FUNDS INTRMD CR BD ETF 464288638 2,793 25,575 SH   SOLE   25,575 0 0
ISHARES TR INTRMD CR BD ETF 464288638 12,671 116,027 SH   DFND 3 111,177 0 4,850
ISHARES INDEX FUNDS 1 3 YR CR BD ETF 464288646 5,122 49,000 SH   DFND 1 49,000 0 0
ISHARES INDEX FUNDS 1 3 YR CR BD ETF 464288646 24,567 235,000 SH   SOLE   235,000 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 911 8,711 SH   DFND 3 4,884 0 3,827
ISHARES TR SHORT TREAS BD 464288679 538 4,882 SH   DFND 3 4,882 0 0
ISHARES TR S&P US PFD STK 464288687 2,238 58,797 SH   DFND 2 0 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,028 64,270 SH   DFND 3 64,270 0 0
ISHARES TR US TREAS BD ETF 46429B267 516 20,584 SH   DFND 3 20,584 0 0
ISHARES TR MIN VOL USA ETF 46429B697 3,347 63,405 SH   DFND 3 60,800 0 2,605
ISHARES TR 0-5 YR TIPS ETF 46429B747 4,781 47,869 SH   DFND 3 47,838 0 31
ISHARES TR 0-5 YR TIPS ETF 46429B747 220 2,202 SH   DFND 4 2,202 0 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 4,113 82,060 SH   DFND 3 78,927 0 3,133
ISHARES TR USA MOMENTUM FCT 46432F396 2,854 27,671 SH   DFND 3 26,656 0 1,015
ISHARES TR CORE MSCI EAFE 46432F842 3,994 60,437 SH   DFND 3 58,969 0 1,468
ISHARES TR CORE 1 5 YR USD 46432F859 1,041 20,893 SH   DFND 3 15,707 0 5,186
ISHARES INC CORE MSCI EMKT 46434G103 280,959 4,937,756 SH   DFND 3 4,587,064 0 350,692
ISHARES INC CORE MSCI EMKT 46434G103 449 7,891 SH   DFND 4 7,891 0 0
ISHARES INDEX FUNDS 0-5YR HI YL CP 46434V407 394 8,350 SH   DFND 1 8,350 0 0
ISHARES INDEX FUNDS 0-5YR HI YL CP 46434V407 394 8,350 SH   SOLE   8,350 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 1,795 38,088 SH   DFND 3 497 0 37,591
ISHARES TR CORE MSCI PAC 46434V696 278,412 4,668,992 SH   DFND 3 4,273,797 0 395,195
ISHARES TR CORE MSCI PAC 46434V696 539 9,045 SH   DFND 4 9,045 0 0
ISHARES TR CORE MSCI EURO 46434V738 471 9,383 SH   DFND 3 9,383 0 0
ISHARES TR HDG MSCI EAFE 46434V803 9,363 315,414 SH   DFND 3 304,141 0 11,273
ITRON INC COM 465741106 1,443 21,157 SH   SOLE   21,157 0 0
JBG SMITH PROPERTIES COM 46590V100 1,979 56,989 SH   SOLE   56,989 0 0
J&J SNACK FOODS CORP. COM 466032109 1,417 9,334 SH   SOLE   9,334 0 0
JPMORGAN CHASE & CO COM 46625H100 64,214 600,468 SH   SOLE   600,468 0 0
JPMORGAN CHASE & CO COM 46625H100 25,376 237,295 SH   DFND 1 237,295 0 0
JPMORGAN CHASE & CO COM 46625H100 2,043 19,104 SH   DFND 3 15,970 0 3,134
JABIL INC COM 466313103 1,014 38,619 SH   SOLE   38,619 0 0
JACK IN THE BOX INC. COM 466367109 627 6,389 SH   SOLE   6,389 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 412 6,253 SH   DFND 1 6,253 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 2,072 31,407 SH   SOLE   31,407 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,564 69,995 SH   SOLE   69,995 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,174 19,617 SH   SOLE   19,617 0 0
JOHNSON & JOHNSON COM 478160104 10,390 74,363 SH   DFND 1 74,363 0 0
JOHNSON & JOHNSON COM 478160104 63,720 456,058 SH   SOLE   456,058 0 0
JOHNSON & JOHNSON COM 478160104 1,804 12,915 SH   DFND 3 12,458 0 457
JONES LANG LASALLE INC COM 48020Q107 1,460 9,802 SH   SOLE   9,802 0 0
J2 GLOBAL INC COM 48123V102 788 10,496 SH   SOLE   10,496 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,134 9,800,000 SH   SOLE   9,800,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,609 91,549 SH   SOLE   91,549 0 0
JUNIPER NETWORKS INC COM 48203R104 1,412 49,531 SH   DFND 1 49,531 0 0
KAR AUCTION SERVICES INC COM 48238T109 5,275 104,443 SH   DFND 1 104,443 0 0
KAR AUCTION SERVICES INC COM 48238T109 19,867 393,333 SH   SOLE   393,333 0 0
KBR INC COM 48242W106 603 30,397 SH   SOLE   30,397 0 0
KLA-TENCOR CORPORATION COM 482480100 669 6,368 SH   SOLE   6,368 0 0
KLX INC COM 482539103 765 11,210 SH   SOLE   11,210 0 0
K12 INC COM 48273U102 375 23,605 SH   DFND 1 23,605 0 0
K12 INC COM 48273U102 1,442 90,681 SH   SOLE   90,681 0 0
KADANT INC COM 48282T104 1,620 16,133 SH   DFND 1 16,133 0 0
KADANT INC COM 48282T104 6,344 63,186 SH   SOLE   63,186 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,128 10,558 SH   SOLE   10,558 0 0
KAMAN CORP COM 483548103 1,017 17,291 SH   SOLE   17,291 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 443 4,213 SH   SOLE   4,213 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 1,232 54,301 SH   SOLE   54,301 0 0
KB HOME COM 48666K109 586 18,336 SH   SOLE   18,336 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 7,037 5,750,000 SH   SOLE   5,750,000 0 0
KELLOGG CO COM 487836108 683 10,044 SH   SOLE   10,044 0 0
KELLY SERVICES INC CL A 488152208 515 18,872 SH   SOLE   18,872 0 0
KELLY SVCS INC CL A 488152208 545 20,000 SH   DFND 4 20,000 0 0
KEMET CORP COM NEW 488360207 467 30,991 SH   SOLE   30,991 0 0
KEMPER CORP COM 488401100 735 10,670 SH   SOLE   10,670 0 0
KENNAMETAL INC COM 489170100 851 17,573 SH   SOLE   17,573 0 0
KEYCORP COM 493267108 51,391 2,547,915 SH   DFND 1 2,547,915 0 0
KEYCORP COM 493267108 67,138 3,328,585 SH   SOLE   3,328,585 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,373 129,158 SH   DFND 1 129,158 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 21,947 527,572 SH   SOLE   527,572 0 0
KEYW HOLDING CORP/THE COM 493723100 188 32,096 SH   DFND 1 32,096 0 0
KEYW HOLDING CORP/THE COM 493723100 300 51,143 SH   SOLE   51,143 0 0
KFORCE INC COM 493732101 1,121 44,394 SH   DFND 1 44,394 0 0
KFORCE INC COM 493732101 4,167 165,027 SH   SOLE   165,027 0 0
KILROY REALTY CORP COM 49427F108 418 5,600 SH   DFND 1 5,600 0 0
KILROY REALTY CORP COM 49427F108 5,058 67,758 SH   SOLE   67,758 0 0
KIMBERLY-CLARK CORP COM 494368103 15,101 125,152 SH   DFND 1 125,152 0 0
KIMBERLY-CLARK CORP COM 494368103 27,314 226,368 SH   SOLE   226,368 0 0
KIMBERLY CLARK CORP COM 494368103 493 4,091 SH   DFND 3 4,091 0 0
KIMCO REALTY CORP COM 49446R109 433 23,832 SH   DFND 1 23,832 0 0
KIMCO REALTY CORP COM 49446R109 2,874 158,351 SH   SOLE   158,351 0 0
KINDER MORGAN INC COM 49456B101 1,411 78,093 SH   SOLE   78,093 0 0
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KIRBY CORP COM 497266106 22,514 337,040 SH   DFND 1 337,040 0 0
KIRBY CORP COM 497266106 40,771 610,339 SH   SOLE   610,339 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,668 85,126 SH   SOLE   85,126 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 1,220 27,914 SH   SOLE   27,914 0 0
KNOWLES CORP COM 49926D109 285 19,452 SH   SOLE   19,452 0 0
KOHLS CORP COM 500255104 371 6,833 SH   SOLE   6,833 0 0
KOPIN CORP COM 500600101 122 38,071 SH   SOLE   38,071 0 0
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KORN/FERRY INTERNATIONAL COM NEW 500643200 1,492 36,051 SH   SOLE   36,051 0 0
KRAFT HEINZ CO/THE COM 500754106 1,883 24,210 SH   SOLE   24,210 0 0
KRATON CORP COM 50077C106 303 6,299 SH   DFND 1 6,299 0 0
KRATON CORP COM 50077C106 1,951 40,499 SH   SOLE   40,499 0 0
KROGER CO COM 501044101 995 36,257 SH   SOLE   36,257 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 2,045 84,023 SH   SOLE   84,023 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 1,103 45,306 SH   DFND 1 45,306 0 0
L BRANDS INC COM 501797104 603 10,018 SH   SOLE   10,018 0 0
L BRANDS INC COM 501797104 254 4,223 SH   DFND 3 4,223 0 0
LHC GROUP INC COM 50187A107 620 10,130 SH   SOLE   10,130 0 0
LGI HOMES INC COM 50187T106 805 10,732 SH   SOLE   10,732 0 0
LKQ CORP COM 501889208 511 12,558 SH   SOLE   12,558 0 0
LCI INDUSTRIES COM 50189K103 2,022 15,557 SH   SOLE   15,557 0 0
LSB INDUSTRIES INC COM 502160104 112 12,772 SH   SOLE   12,772 0 0
LTC PROPERTIES INC COM 502175102 1,369 31,426 SH   SOLE   31,426 0 0
LSC COMMUNICATIONS INC COM 50218P107 331 21,823 SH   SOLE   21,823 0 0
L-3 TECHNOLOGIES INC COM 502413107 3,775 19,080 SH   DFND 1 19,080 0 0
L-3 TECHNOLOGIES INC COM 502413107 12,361 62,477 SH   SOLE   62,477 0 0
LA-Z-BOY INC COM 505336107 817 26,175 SH   DFND 1 26,175 0 0
LA-Z-BOY INC COM 505336107 3,685 118,108 SH   SOLE   118,108 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 487 3,050 SH   DFND 1 3,050 0 0
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LAKELAND BANCORP INC COM 511637100 420 21,799 SH   DFND 1 21,799 0 0
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LAM RESEARCH CORP COM 512807108 6,285 34,147 SH   DFND 1 34,147 0 0
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LAM RESEARCH CORP COM 512807108 229 1,245 SH   DFND 3 1,245 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 4,465 1,460,000 SH   SOLE   1,460,000 0 0
LAMAR ADVERTISING CO CL A 512816109 2,441 32,883 SH   SOLE   32,883 0 0
LAMAR ADVERTISING CO CL A 512816109 347 4,673 SH   DFND 1 4,673 0 0
LAMB WESTON HLD COM 513272104 1,798 31,858 SH   SOLE   31,858 0 0
LANCASTER COLONY CORP. COM 513847103 549 4,248 SH   SOLE   4,248 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 425 23,463 SH   DFND 3 23,463 0 0
LANDSTAR SYSTEM INC COM 515098101 947 9,098 SH   SOLE   9,098 0 0
LANNETT COMPANY INC COM 516012101 434 18,709 SH   SOLE   18,709 0 0
LANTHEUS HOLDINGS INC COM 516544103 373 18,250 SH   SOLE   18,250 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,661 59,157 SH   SOLE   59,157 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 1,156 9,083 SH   SOLE   9,083 0 0
LEGGETT & PLATT INC COM 524660107 257 5,394 SH   SOLE   5,394 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 1,108 26,248 SH   SOLE   26,248 0 0
LEGG MASON INC COM 524901105 779 18,545 SH   SOLE   18,545 0 0
LEIDOS HOLDINGS INC COM 525327102 2,006 31,068 SH   SOLE   31,068 0 0
LEMAITRE VASCULAR INC COM 525558201 298 9,365 SH   SOLE   9,365 0 0
LENDINGTREE INC COM 52603B107 1,601 4,703 SH   SOLE   4,703 0 0
LENNAR CORP CL A 526057104 528 8,344 SH   SOLE   8,344 0 0
LENNOX INTERNATIONAL INC COM 526107107 1,707 8,197 SH   SOLE   8,197 0 0
LEUCADIA NATIONAL CORP COM 527288104 2,465 93,071 SH   DFND 1 93,071 0 0
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LIBERTY PROPERTY TRUST SH BEN INT 531172104 11,956 277,979 SH   SOLE   277,979 0 0
LIBERTY MEDIA CORP COM A SIRIUSXM 531229409 536 13,514 SH   DFND 1 13,514 0 0
LIBERTY MEDIA CORP COM A SIRIUSXM 531229409 1,801 45,404 SH   SOLE   45,404 0 0
LIBERTY MEDIA CORP COM C SIRIUSXM 531229607 2,293 57,807 SH   DFND 1 57,807 0 0
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LIBERTY MEDIA CORP DEB 2.250% 9/3 531229AE2 2,082 2,000,000 SH   SOLE   2,000,000 0 0
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LIFEPOINT HEALTH INC COM 53219L109 423 8,501 SH   SOLE   8,501 0 0
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LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,794 13,098 SH   SOLE   13,098 0 0
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ELI LILLY & CO COM 532457108 1,033 12,227 SH   DFND 1 12,227 0 0
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LILLY ELI & CO COM 532457108 2,919 34,554 SH   DFND 3 34,554 0 0
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LINCOLN NATIONAL CORP COM 534187109 686 8,919 SH   SOLE   8,919 0 0
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LIQUIDITY SERVICES INC COM 53635B107 77 15,863 SH   SOLE   15,863 0 0
LITHIA MOTORS INC CL A 536797103 1,329 11,696 SH   DFND 1 11,696 0 0
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LOCKHEED MARTIN CORP COM 539830109 2,580 8,035 SH   DFND 1 8,035 0 0
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LOEWS CORP COM 540424108 3,575 71,450 SH   DFND 1 71,450 0 0
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LOGMEIN INC COM 54142L109 1,314 11,476 SH   SOLE   11,476 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 218 4,938 SH   SOLE   4,938 0 0
LOUISIANA-PACIFIC CORP COM 546347105 827 31,477 SH   SOLE   31,477 0 0
LOWE'S COMPANIES INC COM 548661107 57,938 623,392 SH   DFND 1 623,392 0 0
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LOWES COS INC COM 548661107 216 2,323 SH   DFND 3 2,323 0 0
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LYDALL INC COM 550819106 545 10,732 SH   SOLE   10,732 0 0
WILLIAM LYON HOMES INC CL A NEW 552074700 504 17,335 SH   SOLE   17,335 0 0
M&T BANK CORP COM 55261F104 1,052 6,155 SH   SOLE   6,155 0 0
MB FINANCIAL INC COM 55264U108 809 18,174 SH   SOLE   18,174 0 0
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MSC INDUSTRIAL DIRECT CO. CL A 553530106 939 9,712 SH   SOLE   9,712 0 0
MSCI INC COM 55354G100 2,478 19,584 SH   SOLE   19,584 0 0
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MTGE INVESTMENT CORP COM 55378A105 889 48,050 SH   DFND 1 48,050 0 0
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MYR GROUP INC COM 55405W104 694 19,418 SH   DFND 1 19,418 0 0
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MACERICH CO COM 554382101 412 6,275 SH   DFND 1 6,275 0 0
MACERICH CO COM 554382101 2,993 45,566 SH   SOLE   45,566 0 0
MACK-CALI REALTY CORP COM 554489104 1,394 64,659 SH   SOLE   64,659 0 0
MACQUARIE INFRASTRUCTURE CORP NOTE 2.875% 7/1 55608BAA3 11,533 11,190,000 SH   SOLE   11,190,000 0 0
MACQUARIE INFRASTRUCTURE CORP NOTE 2.000%10/0 55608BAB1 10,028 10,500,000 SH   SOLE   10,500,000 0 0
MACY'S INC COM 55616P104 313 12,442 SH   SOLE   12,442 0 0
STEVEN MADDEN LTD COM 556269108 243 5,200 SH   DFND 1 5,200 0 0
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MAGELLAN HEALTH INC COM NEW 559079207 2,290 23,717 SH   DFND 1 23,717 0 0
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MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,748 48,137 SH   DFND 3 48,137 0 0
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MANPOWER GROUP INC COM 56418H100 1,815 14,394 SH   SOLE   14,394 0 0
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MATTHEWS INTL CORP - CLASS A CL A 577128101 1,057 20,025 SH   SOLE   20,025 0 0
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MAXLINEAR INC COM 57776J100 987 37,367 SH   SOLE   37,367 0 0
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MEDIFAST INC COM 58470H101 454 6,498 SH   SOLE   6,498 0 0
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MERCK & CO INC COM 58933Y105 49,031 871,346 SH   DFND 1 871,346 0 0
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MOMENTA PHARMACEUTICALS INC COM 60877T100 662 47,456 SH   SOLE   47,456 0 0
MONARCH CASINO & RESORT INC COM 609027107 313 6,978 SH   SOLE   6,978 0 0
MONDELEZ INTERNATIONAL CL A 609207105 2,597 60,682 SH   SOLE   60,682 0 0
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MONMOUTH REIT - CL A CL A 609720107 6,749 379,169 SH   SOLE   379,169 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 6,362 56,618 SH   DFND 1 56,618 0 0
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MONRO INC COM 610236101 1,156 20,290 SH   SOLE   20,290 0 0
MONSANTO COMPANY COM 61166W101 2,084 17,847 SH   SOLE   17,847 0 0
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MOODY'S CORP COM 615369105 997 6,757 SH   SOLE   6,757 0 0
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MULTI-COLOR CORP COM 625383104 665 8,890 SH   SOLE   8,890 0 0
MURPHY OIL CORP COM 626717102 1,085 34,957 SH   SOLE   34,957 0 0
MURPHY USA INC COM 626755102 566 7,047 SH   SOLE   7,047 0 0
MYERS INDUSTRIES INC COM 628464109 1,473 75,536 SH   DFND 1 75,536 0 0
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NCI BUILDING SYSTEMS INC COM NEW 628852204 3,633 188,241 SH   DFND 1 188,241 0 0
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NATIONAL COMM CORP COM 63546L102 289 7,168 SH   DFND 3 7,168 0 0
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NATIONAL FUEL GAS CO COM 636180101 1,022 18,606 SH   SOLE   18,606 0 0
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NATIONAL OILWELL VARCO INC COM 637071101 555 15,420 SH   SOLE   15,420 0 0
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NAUTILUS INC COM 63910B102 255 19,137 SH   SOLE   19,137 0 0
NAVIGANT CONSULTING INC. COM 63935N107 1,136 58,532 SH   DFND 1 58,532 0 0
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NETSCOUT SYSTEMS INC COM 64115T104 576 18,905 SH   SOLE   18,905 0 0
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NEW JERSEY RESOURCES CORP COM 646025106 6,532 162,487 SH   SOLE   162,487 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 555 33,092 SH   SOLE   33,092 0 0
NEW RELIC INC COM 64829B100 6,657 115,234 SH   DFND 1 115,234 0 0
NEW RELIC INC COM 64829B100 16,261 281,479 SH   SOLE   281,479 0 0
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NY COMMUNITY CAP TRUST V UNIT 11/01/2051 64944P307 6,599 130,075 SH   SOLE   130,075 0 0
NEW YORK TIMES CO CL A 650111107 506 27,350 SH   SOLE   27,350 0 0
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NICE LTD SPONSORED ADR 653656108 2,488 27,065 SH   DFND 1 27,065 0 0
NIKE INC CL B 654106103 3,826 61,162 SH   DFND 1 61,162 0 0
NIKE INC CL B 654106103 10,068 160,953 SH   SOLE   160,953 0 0
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NORTHWEST NATURAL GAS CO COM 667655104 1,064 17,842 SH   SOLE   17,842 0 0
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NOVELLUS SYSTEMS INC NOTE 2.625% 5/1 670008AD3 17,636 3,205,000 SH   SOLE   3,205,000 0 0
NOW INC/DE COM 67011P100 257 23,280 SH   SOLE   23,280 0 0
NU SKIN ASIA PACIFIC INC. CL A 67018T105 733 10,748 SH   SOLE   10,748 0 0
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NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,635 8,000,000 SH   SOLE   8,000,000 0 0
NUCOR CORP COM 670346105 1,654 26,010 SH   DFND 1 26,010 0 0
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NUTANIX INC CL A 67059N108 1,184 33,570 SH   DFND 1 33,570 0 0
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OGE ENERGY CORP COM 670837103 6,389 194,121 SH   DFND 1 194,121 0 0
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O'REILLY AUTOMOTIVE INC COM 67103H107 1,256 5,222 SH   DFND 1 5,222 0 0
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OFG BANCORP COM 67103X102 152 16,220 SH   DFND 1 16,220 0 0
OFG BANCORP COM 67103X102 823 87,604 SH   SOLE   87,604 0 0
OSI SYSTEMS, INC. COM 671044105 701 10,885 SH   SOLE   10,885 0 0
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OCEANEERING INTL INC COM 675232102 450 21,296 SH   SOLE   21,296 0 0
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OIL STATES INTERNATIONAL INC COM 678026105 18,764 663,026 SH   DFND 1 663,026 0 0
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OLIN CORP COM PAR $1 680665205 1,292 36,302 SH   SOLE   36,302 0 0
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OMNICOM GROUP INC COM 681919106 683 9,376 SH   SOLE   9,376 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2,435 88,429 SH   SOLE   88,429 0 0
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OMNOVA SOLUTIONS INC COM 682129101 1,366 136,560 SH   DFND 1 136,560 0 0
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ON ASSIGNMENT, INC. COM 682159108 2,159 33,588 SH   DFND 1 33,588 0 0
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ONEOK INC COM 682680103 1,781 33,325 SH   DFND 1 33,325 0 0
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ORACLE CORP COM 68389X105 36,547 772,983 SH   DFND 1 772,983 0 0
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OPUS BANK COM 684000102 304 11,129 SH   SOLE   11,129 0 0
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ORITANI FINANCIAL CORP COM 68633D103 398 24,268 SH   SOLE   24,268 0 0
OSHKOSH CO COM 688239201 67,659 744,404 SH   DFND 1 744,404 0 0
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OWENS & MINOR INC COM 690732102 257 13,589 SH   SOLE   13,589 0 0
OWENS-ILLINOIS INC COM NEW 690768403 25,480 1,149,291 SH   DFND 1 1,149,291 0 0
OWENS-ILLINOIS INC COM NEW 690768403 40,525 1,827,935 SH   SOLE   1,827,935 0 0
OXFORD INDUSTRIES INC COM 691497309 7,012 93,251 SH   DFND 1 93,251 0 0
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PDF SOLUTIONS INC COM 693282105 271 17,240 SH   SOLE   17,240 0 0
PG&E CORP COM 69331C108 58,640 1,308,056 SH   DFND 1 1,308,056 0 0
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PS BUSINESS PARKS INC COM 69360J107 2,090 16,712 SH   SOLE   16,712 0 0
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PTC INC COM 69370C100 1,530 25,184 SH   SOLE   25,184 0 0
PACCAR INC COM 693718108 1,013 14,250 SH   SOLE   14,250 0 0
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PALO ALTO NETWORKS INC COM 697435105 2,578 17,790 SH   DFND 1 17,790 0 0
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PAPA JOHN'S INTERNATIONAL INC. COM 698813102 4,110 73,250 SH   DFND 1 73,250 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 8,166 145,539 SH   SOLE   145,539 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 217 11,250 SH   DFND 1 11,250 0 0
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PARK HOTELS & RESORTS INC COM 700517105 799 27,800 SH   SOLE   27,800 0 0
PARKER DRILLING CO COM 701081101 19 18,537 SH   DFND 3 18,537 0 0
PARKER-HANNIFIN CORP COM 701094104 5,999 30,056 SH   DFND 1 30,056 0 0
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PATRICK INDUSTRIES INC COM 703343103 1,029 14,812 SH   SOLE   14,812 0 0
PATTERSON-UTI ENERGY INC COM 703481101 21,593 938,405 SH   DFND 1 938,405 0 0
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PAYCHEX INC COM 704326107 886 13,008 SH   SOLE   13,008 0 0
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PAYPAL HOLDINGS INC COM 70450Y103 92,767 1,260,085 SH   DFND 1 1,260,085 0 0
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PEAPACK GLADSTONE FINANCIAL CO COM 704699107 311 8,871 SH   DFND 1 8,871 0 0
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PEGASYSTEMS, INC. COM 705573103 9,080 192,573 SH   DFND 1 192,573 0 0
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PENN NATIONAL GAMING INC COM 707569109 1,640 52,352 SH   SOLE   52,352 0 0
JC PENNEY CO INC COM 708160106 618 195,647 SH   SOLE   195,647 0 0
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PEOPLES BANCORP INC/OH COM 709789101 202 6,190 SH   DFND 1 6,190 0 0
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PEOPLE'S UNITED FINANCIAL COM 712704105 264 14,134 SH   SOLE   14,134 0 0
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PERFICIENT INC COM 71375U101 416 21,810 SH   SOLE   21,810 0 0
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PETMED EXPRESS INC COM 716382106 582 12,782 SH   SOLE   12,782 0 0
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PFIZER INC COM 717081103 99,855 2,756,915 SH   SOLE   2,756,915 0 0
PFIZER INC COM 717081103 2,443 67,470 SH   DFND 3 60,851 0 6,618
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 400 11,946 SH   SOLE   11,946 0 0
PHILIP MORRIS INTL INC COM 718172109 4,109 38,893 SH   DFND 1 38,893 0 0
PHILIP MORRIS INTL INC COM 718172109 13,889 131,462 SH   SOLE   131,462 0 0
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PIONEER ENERGY SERVICES CORP COM 723664108 523 171,580 SH   DFND 1 171,580 0 0
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PIONEER NATURAL RESOURCES CO COM 723787107 20,987 121,419 SH   DFND 1 121,419 0 0
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PIPER JAFFRAY COS COM 724078100 761 8,824 SH   SOLE   8,824 0 0
PITNEY BOWES INC COM 724479100 453 40,530 SH   SOLE   40,530 0 0
PLANTRONICS INC COM 727493108 954 18,943 SH   DFND 1 18,943 0 0
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PLEXUS CORP COM 729132100 6,256 103,030 SH   DFND 1 103,030 0 0
PLEXUS CORP COM 729132100 11,208 184,581 SH   SOLE   184,581 0 0
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PLY GEM HOLDINGS INC COM 72941W100 1,304 70,472 SH   SOLE   70,472 0 0
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POLYONE CORP COM 73179P106 767 17,628 SH   SOLE   17,628 0 0
POOL CORP COM 73278L105 1,140 8,791 SH   SOLE   8,791 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 414 9,090 SH   DFND 1 9,090 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 1,394 30,578 SH   SOLE   30,578 0 0
POST HOLDINGS INC COM 737446104 1,137 14,354 SH   SOLE   14,354 0 0
POTLATCH CORP COM 737630103 792 15,881 SH   SOLE   15,881 0 0
POWER INTEGRATIONS INC COM 739276103 1,355 18,423 SH   SOLE   18,423 0 0
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POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 229 5,049 SH   DFND 3 5,049 0 0
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POWERSHARES VAR RATE PFD POR 73937B597 341 13,300 SH   DFND 1 13,300 0 0
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PRAXAIR INC COM 74005P104 1,799 11,630 SH   SOLE   11,630 0 0
PREFERRED BANK LOS ANGELES COM NEW 740367404 235 3,996 SH   SOLE   3,996 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 512 11,539 SH   SOLE   11,539 0 0
T ROWE PRICE GROUP INC COM 74144T108 1,028 9,800 SH   SOLE   9,800 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 32,237 18,551 SH   DFND 1 18,551 0 0
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PRIMERICA INC COM 74164M108 16,141 158,945 SH   SOLE   158,945 0 0
PRIMERICA INC COM 74164M108 9,530 93,850 SH   DFND 1 93,850 0 0
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PROASSURANCE CORP COM 74267C106 1,897 33,194 SH   SOLE   33,194 0 0
PROCTER & GAMBLE CO COM 742718109 9,531 103,730 SH   SOLE   103,730 0 0
PROCTER AND GAMBLE CO COM 742718109 5,148 56,027 SH   DFND 3 33,790 0 22,237
PROGENICS PHARMACEUTICALS INC COM 743187106 257 43,263 SH   SOLE   43,263 0 0
PROGRESS SOFTWARE CORP. COM 743312100 1,965 46,162 SH   DFND 1 46,162 0 0
PROGRESS SOFTWARE CORP. COM 743312100 8,488 199,381 SH   SOLE   199,381 0 0
PROGRESSIVE CORP COM 743315103 1,551 27,544 SH   SOLE   27,544 0 0
PROLOGIS INC COM 74340W103 15,979 247,705 SH   SOLE   247,705 0 0
PROLOGIS INC COM 74340W103 2,645 41,000 SH   DFND 1 41,000 0 0
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PROSPECT CAPITAL CORP NOTE 4.950% 7/1 74348TAR3 2,996 3,000,000 SH   SOLE   3,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,056 15,069 SH   SOLE   15,069 0 0
PROTO LABS INC COM 743713109 6,002 58,273 SH   SOLE   58,273 0 0
PROTO LABS INC COM 743713109 1,699 16,492 SH   DFND 1 16,492 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 419 7,059 SH   SOLE   7,059 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 3,799 140,860 SH   DFND 1 140,860 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 15,511 575,115 SH   SOLE   575,115 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 5,850 50,875 SH   DFND 1 50,875 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 17,434 151,626 SH   SOLE   151,626 0 0
PRUDENTIAL FINANCIAL INC COM 74433A109 278 19,314 SH   SOLE   19,314 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 39,605 769,027 SH   SOLE   769,027 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 30,119 584,840 SH   DFND 1 584,840 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 505 9,807 SH   DFND 3 9,807 0 0
PUBLIC STORAGE COM 74460D109 12,427 59,460 SH   SOLE   59,460 0 0
PUBLIC STORAGE COM 74460D109 2,322 11,110 SH   DFND 1 11,110 0 0
PULTEGROUP INC COM 745867101 367 11,035 SH   SOLE   11,035 0 0
QCR HOLDINGS INC COM 74727A104 510 11,896 SH   DFND 1 11,896 0 0
QCR HOLDINGS INC COM 74727A104 1,908 44,528 SH   SOLE   44,528 0 0
QUAD/GRAPHICS INC COM CL A 747301109 676 29,913 SH   SOLE   29,913 0 0
QUAKER CHEMICAL CORP COM 747316107 1,244 8,253 SH   SOLE   8,253 0 0
QEP RESOURCES INC COM 74733V100 498 52,036 SH   SOLE   52,036 0 0
QTS REALTY TRUST INC COM CL A 74736A103 634 11,700 SH   SOLE   11,700 0 0
QORVO INC COM 74736K101 341 5,124 SH   SOLE   5,124 0 0
Q2 HOLDINGS INC COM 74736L109 4,504 122,225 SH   DFND 1 122,225 0 0
Q2 HOLDINGS INC COM 74736L109 10,582 287,160 SH   SOLE   287,160 0 0
QUALCOMM INC COM 747525103 3,829 59,811 SH   SOLE   59,811 0 0
QUALCOMM INC COM 747525103 596 9,303 SH   DFND 3 9,303 0 0
QUALITY CARE PROPERTIES INC COM 747545101 510 36,954 SH   SOLE   36,954 0 0
QUALITY SYSTEMS INC COM 747582104 395 29,094 SH   SOLE   29,094 0 0
QUALYS INC COM 74758T303 1,156 19,484 SH   SOLE   19,484 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 502 21,468 SH   SOLE   21,468 0 0
QUANTA SERVICES INC COM 74762E102 247 6,325 SH   SOLE   6,325 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 2,778 227,717 SH   DFND 1 227,717 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 7,230 592,630 SH   SOLE   592,630 0 0
QUEST DIAGNOSTICS INC COM 74834L100 545 5,535 SH   SOLE   5,535 0 0
QUINSTREET INC COM 74874Q100 184 21,953 SH   SOLE   21,953 0 0
QUORUM HEALTH CORP COM 74909E106 110 17,648 SH   SOLE   17,648 0 0
RLI CORP COM 749607107 1,464 24,136 SH   SOLE   24,136 0 0
RLJ LODGING TRUST COM 74965L101 727 33,084 SH   SOLE   33,084 0 0
RPC INC COM 749660106 4,011 157,120 SH   DFND 1 157,120 0 0
RPC INC COM 749660106 6,385 250,080 SH   SOLE   250,080 0 0
RMR GROUP INC/THE CL A 74967R106 348 5,864 SH   SOLE   5,864 0 0
RH COM 74967X103 998 11,578 SH   SOLE   11,578 0 0
RPM INTERNATIONAL INC COM 749685103 2,128 40,590 SH   DFND 1 40,590 0 0
RPM INTERNATIONAL INC COM 749685103 8,115 154,808 SH   SOLE   154,808 0 0
RPM INTERNATIONAL INC NOTE 2.250%12/1 749685AT0 174 151,000 SH   DFND 1 151,000 0 0
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RADIANT LOGISTICS INC COM 75025X100 524 113,846 SH   SOLE   113,846 0 0
RADIANT LOGISTICS INC COM 75025X100 141 30,604 SH   DFND 1 30,604 0 0
RADNET INC COM 750491102 548 54,260 SH   DFND 1 54,260 0 0
RADNET INC COM 750491102 2,038 201,754 SH   SOLE   201,754 0 0
RAMBUS INC. COM 750917106 962 67,654 SH   SOLE   67,654 0 0
RALPH LAUREN CORP CL A 751212101 234 2,255 SH   SOLE   2,255 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 361 24,490 SH   DFND 1 24,490 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 2,224 150,952 SH   SOLE   150,952 0 0
RAVEN INDUSTRIES INC COM 754212108 10,185 296,507 SH   SOLE   296,507 0 0
RAVEN INDUSTRIES INC COM 754212108 5,881 171,208 SH   DFND 1 171,208 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 34,427 385,525 SH   SOLE   385,525 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 26,614 298,029 SH   DFND 1 298,029 0 0
RAYONIER INC COM 754907103 228 7,200 SH   DFND 1 7,200 0 0
RAYONIER INC COM 754907103 1,601 50,618 SH   SOLE   50,618 0 0
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RAYTHEON COMPANY COM NEW 755111507 6,100 32,472 SH   DFND 1 32,472 0 0
RAYTHEON COMPANY COM NEW 755111507 28,283 150,563 SH   SOLE   150,563 0 0
RE/MAX HOLDINGS INC CL A 75524W108 500 10,300 SH   DFND 1 10,300 0 0
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RED HAT INC COM 756577102 165,077 1,374,496 SH   SOLE   1,374,496 0 0
RED HAT INC COM 756577102 98,774 822,430 SH   DFND 1 822,430 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 22,948 13,950,000 SH   SOLE   13,950,000 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 452 8,018 SH   SOLE   8,018 0 0
REGAL-BELOIT CORP COM 758750103 737 9,620 SH   SOLE   9,620 0 0
REGAL BELOIT CORP COM 758750103 352 4,595 SH   DFND 3 4,595 0 0
REGENCY CENTERS CORP COM 758849103 590 8,525 SH   DFND 1 8,525 0 0
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REGIS CORP COM 758932107 334 21,739 SH   SOLE   21,739 0 0
REGIONS FINANCIAL CORP COM 7591EP100 709 41,026 SH   DFND 1 41,026 0 0
REGIONS FINANCIAL CORP COM 7591EP100 3,200 185,175 SH   SOLE   185,175 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 2,193 14,061 SH   SOLE   14,061 0 0
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RENASANT CORP COM 75970E107 1,446 35,368 SH   DFND 3 35,368 0 0
REPLIGEN CORP COM 759916109 877 24,162 SH   SOLE   24,162 0 0
RENT-A-CENTER INC COM 76009N100 370 33,378 SH   SOLE   33,378 0 0
REPUBLIC SERVICES INC COM 760759100 667 9,865 SH   SOLE   9,865 0 0
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RESOURCES CONNECTION INC COM 76122Q105 270 17,454 SH   SOLE   17,454 0 0
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REX AMERICAN RESOURCES CORP COM 761624105 298 3,601 SH   SOLE   3,601 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 775 26,578 SH   SOLE   26,578 0 0
RIBBON COMMUNICATIONS INC COM 762544104 279 36,129 SH   SOLE   36,129 0 0
ROADRUNNER TRANSPORTATION SYST COM 76973Q105 151 19,586 SH   SOLE   19,586 0 0
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ROLLINS INC COM 775711104 977 20,995 SH   SOLE   20,995 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,340 24,480 SH   DFND 1 24,480 0 0
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ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 218 3,270 SH   DFND 3 3,004 0 266
ROYAL GOLD INC COM 780287108 1,170 14,246 SH   SOLE   14,246 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 1,270 53,123 SH   DFND 1 53,123 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 5,120 214,220 SH   SOLE   214,220 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 408 18,862 SH   DFND 1 18,862 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 1,914 88,388 SH   SOLE   88,388 0 0
RYDER SYSTEM INC COM 783549108 967 11,483 SH   SOLE   11,483 0 0
RYERSON HOLDING CORP COM 783754104 613 58,980 SH   DFND 1 58,980 0 0
RYERSON HOLDING CORP COM 783754104 2,280 219,273 SH   SOLE   219,273 0 0
CALATLANTIC GROUP INC NOTE 1.625% 5/1 783764AQ6 16,226 9,030,000 SH   SOLE   9,030,000 0 0
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SBA COMMUNICATIONS CORP CL A 78410G104 21,643 132,486 SH   SOLE   132,486 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,041 28,408 SH   SOLE   28,408 0 0
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SLM CORP COM 78442P106 3,000 265,530 SH   DFND 1 265,530 0 0
SLM CORP COM 78442P106 8,900 787,570 SH   SOLE   787,570 0 0
SM ENERGY COMPANY COM 78454L100 487 22,060 SH   SOLE   22,060 0 0
SPDR TR UNIT 78462F103 33,526 125,630 SH   DFND 1 125,630 0 0
SPDR TR UNIT 78462F103 109,381 409,882 SH   SOLE   409,882 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,682 152,447 SH   DFND 3 150,029 0 2,418
SPX CORPORATION COM 784635104 2,536 80,802 SH   DFND 1 80,802 0 0
SPX CORPORATION COM 784635104 9,918 315,958 SH   SOLE   315,958 0 0
SPS COMMERCE INC COM 78463M107 520 10,701 SH   SOLE   10,701 0 0
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SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 1,996 49,300 SH   DFND 1 49,300 0 0
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SP PLUS CORP COM 78469C103 691 18,620 SH   DFND 1 18,620 0 0
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SAIA INC COM 78709Y105 7,914 111,859 SH   DFND 1 111,859 0 0
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SANTANDER CONSUMER USA HOLDING COM 80283M101 15,976 858,011 SH   SOLE   858,011 0 0
SAREPTA THERAPEUTICS INC COM 803607100 279 5,017 SH   DFND 1 5,017 0 0
SAREPTA THERAPEUTICS INC COM 803607100 222 3,983 SH   SOLE   3,983 0 0
SAUL CENTERS INC COM 804395101 344 5,566 SH   DFND 1 5,566 0 0
SAUL CENTERS INC COM 804395101 1,882 30,483 SH   SOLE   30,483 0 0
SCANA CORP COM 80589M102 235 5,897 SH   SOLE   5,897 0 0
SCANSOURCE INC COM 806037107 316 8,817 SH   DFND 1 8,817 0 0
SCANSOURCE INC COM 806037107 1,740 48,610 SH   SOLE   48,610 0 0
HENRY SCHEIN INC COM 806407102 447 6,397 SH   SOLE   6,397 0 0
SCHLUMBERGER LTD COM 806857108 3,845 57,062 SH   SOLE   57,062 0 0
SCHLUMBERGER LTD COM 806857108 329 4,876 SH   DFND 3 4,726 0 150
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 943 28,160 SH   DFND 1 28,160 0 0
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 3,170 94,630 SH   SOLE   94,630 0 0
SCHOLASTIC CORP COM 807066105 694 17,301 SH   SOLE   17,301 0 0
A SCHULMAN INC COM 808194104 1,361 36,548 SH   SOLE   36,548 0 0
SCHWAB (CHARLES) CORP COM 808513105 2,488 48,432 SH   SOLE   48,432 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 9,098 200,569 SH   SOLE   200,569 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,261 49,847 SH   DFND 1 49,847 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 716 9,350 SH   SOLE   9,350 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,680 32,756 SH   SOLE   32,756 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 5,961 55,718 SH   DFND 1 55,718 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 10,487 98,021 SH   SOLE   98,021 0 0
EW SCRIPPS CO CL A NEW 811054402 538 34,422 SH   SOLE   34,422 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 333 3,901 SH   SOLE   3,901 0 0
SEABOARD CORP COM 811543107 564 128 SH   SOLE   128 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 7,863 311,892 SH   DFND 1 311,892 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 18,945 751,468 SH   SOLE   751,468 0 0
SEACOR HOLDINGS INC COM 811904101 482 10,436 SH   SOLE   10,436 0 0
SEALED AIR CORP COM 81211K100 361 7,316 SH   SOLE   7,316 0 0
SPDR SBI MATERIALS 81369Y100 17,062 281,881 SH   DFND 1 281,881 0 0
SPDR SBI MATERIALS 81369Y100 28,662 473,509 SH   SOLE   473,509 0 0
SPDR ENERGY 81369Y506 1,850 25,604 SH   DFND 1 25,604 0 0
SPDR ENERGY 81369Y506 2,088 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 477 6,603 SH   DFND 3 6,026 0 577
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 382 13,666 SH   DFND 3 1,203 0 12,463
SPDR SBI INT-UTILS 81369Y886 5,494 104,295 SH   DFND 1 104,295 0 0
SPDR SBI INT-UTILS 81369Y886 9,661 183,393 SH   SOLE   183,393 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 1,165 66,022 SH   SOLE   66,022 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 2,649 45,128 SH   SOLE   45,128 0 0
SEMTECH CORP COM 816850101 1,407 41,151 SH   SOLE   41,151 0 0
SEMPRA ENERGY COM 816851109 1,094 10,235 SH   SOLE   10,235 0 0
SENECA FOODS CORP CL A 817070501 217 7,062 SH   DFND 1 7,062 0 0
SENECA FOODS CORP CL A 817070501 939 30,521 SH   SOLE   30,521 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 254 13,256 SH   DFND 1 13,256 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 2,135 111,499 SH   SOLE   111,499 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 7,743 105,850 SH   DFND 1 105,850 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 12,981 177,455 SH   SOLE   177,455 0 0
SEQUANS COMMUNICATIONS SA SPONSORED ADS 817323108 1,373 718,934 SH   SOLE   718,934 0 0
SEQUANS COMMUNICATIONS SA SPONSORED ADS 817323108 527 276,016 SH   DFND 1 276,016 0 0
SERVICE CORP INTERNATIONAL COM 817565104 1,519 40,711 SH   SOLE   40,711 0 0
SERVICENOW INC COM 81762P102 13,688 104,979 SH   SOLE   104,979 0 0
SERVICENOW INC COM 81762P102 4,425 33,939 SH   DFND 1 33,939 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,158 27,900 SH   SOLE   27,900 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,211 29,188 SH   DFND 3 29,188 0 0
SHAKE SHACK INC CL A 819047101 487 11,262 SH   SOLE   11,262 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 1,368 3,336 SH   SOLE   3,336 0 0
SHUTTERFLY INC COM 82568P304 1,032 20,739 SH   SOLE   20,739 0 0
SHUTTERSTOCK INC COM 825690100 489 11,374 SH   SOLE   11,374 0 0
SIGNATURE BANK COM 82669G104 1,603 11,675 SH   SOLE   11,675 0 0
SILICON LABORATORIES INC COM 826919102 1,530 17,322 SH   SOLE   17,322 0 0
SILICON LABORATORIES INC COM 826919102 218 2,470 SH   DFND 1 2,470 0 0
SILGAN HOLDINGS INC COM 827048109 476 16,213 SH   SOLE   16,213 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 1,389 24,330 SH   SOLE   24,330 0 0
SIMON PROPERTY GROUP INC COM 828806109 4,051 23,589 SH   DFND 1 23,589 0 0
SIMON PROPERTY GROUP INC COM 828806109 25,068 145,966 SH   SOLE   145,966 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 1,501 26,145 SH   SOLE   26,145 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 19,940 259,975 SH   DFND 1 259,975 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 25,472 332,100 SH   SOLE   332,100 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 40,281 605,093 SH   DFND 1 605,093 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 65,825 988,805 SH   SOLE   988,805 0 0
SKECHERS USA INC-CL A CL A 830566105 1,105 29,212 SH   SOLE   29,212 0 0
SKYWEST INC COM 830879102 1,711 32,225 SH   SOLE   32,225 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 708 7,452 SH   SOLE   7,452 0 0
SLEEP NUMBER CORP COM 83125X103 959 25,513 SH   SOLE   25,513 0 0
SMITH (A.O.) CORP COM 831865209 365 5,950 SH   SOLE   5,950 0 0
JM SMUCKER COMPANY COM NEW 832696405 575 4,625 SH   SOLE   4,625 0 0
SNAP-ON INC COM 833034101 404 2,316 SH   SOLE   2,316 0 0
SNYDERS-LANCE INC COM 833551104 936 18,682 SH   SOLE   18,682 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 817 21,749 SH   SOLE   21,749 0 0
SONIC CORP COM 835451105 713 25,944 SH   SOLE   25,944 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 289 15,679 SH   SOLE   15,679 0 0
SONOCO PRODUCTS CO COM 835495102 1,149 21,615 SH   SOLE   21,615 0 0
SOTHEBY'S COM 835898107 416 8,071 SH   SOLE   8,071 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 1,543 49,394 SH   SOLE   49,394 0 0
SOUTHERN COMPANY COM 842587107 2,067 42,988 SH   SOLE   42,988 0 0
SOUTHERN CO COM 842587107 1,004 20,894 SH   DFND 3 18,368 0 2,526
SOUTHSIDE BANCSHARES INC COM 84470P109 578 17,162 SH   SOLE   17,162 0 0
SOUTHWEST AIRLINES CO COM 844741108 105,602 1,613,469 SH   DFND 1 1,613,469 0 0
SOUTHWEST AIRLINES CO COM 844741108 190,833 2,915,701 SH   SOLE   2,915,701 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 4,708 58,500 SH   DFND 1 58,500 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 8,370 103,997 SH   SOLE   103,997 0 0
SOUTHWESTERN ENERGY CO COM 845467109 614 110,063 SH   SOLE   110,063 0 0
SPARTANNASH CO COM 847215100 1,786 66,941 SH   DFND 1 66,941 0 0
SPARTANNASH CO COM 847215100 7,033 263,616 SH   SOLE   263,616 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,120 59,111 SH   SOLE   59,111 0 0
SPIRE INC COM 84857L101 597 7,950 SH   DFND 1 7,950 0 0
SPIRE INC COM 84857L101 4,258 56,656 SH   SOLE   56,656 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 762 88,760 SH   SOLE   88,760 0 0
SPIRIT REALTY CAPITAL INC NOTE 2.875% 5/1 84860WAA0 12,373 12,350,000 SH   SOLE   12,350,000 0 0
SPIRIT REALTY CAPITAL INC NOTE 3.750% 5/1 84860WAB8 9,585 9,250,000 SH   SOLE   9,250,000 0 0
SPOK HOLDINGS INC COM 84863T106 195 12,456 SH   SOLE   12,456 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 659 27,070 SH   SOLE   27,070 0 0
STAG INDUSTRIAL INC COM 85254J102 339 12,400 SH   SOLE   12,400 0 0
STAMPS.COM COM NEW 852857200 8,405 44,710 SH   DFND 1 44,710 0 0
STAMPS.COM COM NEW 852857200 15,285 81,303 SH   SOLE   81,303 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 573 12,762 SH   SOLE   12,762 0 0
STANDEX INTERNATIONAL CORP COM 854231107 810 7,957 SH   SOLE   7,957 0 0
STANLEY BLACK & DECKER COM 854502101 949 5,590 SH   DFND 1 5,590 0 0
STANLEY BLACK & DECKER COM 854502101 5,086 29,975 SH   SOLE   29,975 0 0
STANLEY BLACK & DECKER UNIT 05/15/2020 854502887 811 6,605 SH   DFND 1 6,605 0 0
STANLEY BLACK & DECKER UNIT 05/15/2020 854502887 2,258 18,395 SH   SOLE   18,395 0 0
STARBUCKS CORP COM 855244109 1,290 22,464 SH   DFND 1 22,464 0 0
STARBUCKS CORP COM 855244109 5,586 97,258 SH   SOLE   97,258 0 0
STATE AUTO FINANCIAL CORP COM 855707105 5,859 201,189 SH   SOLE   201,189 0 0
STATE AUTO FINANCIAL CORP COM 855707105 3,663 125,801 SH   DFND 1 125,801 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 214 10,000 SH   SOLE   10,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 1/1 85571BAB1 9,108 8,275,000 SH   SOLE   8,275,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.375% 4/0 85571BAH8 4,065 4,000,000 SH   SOLE   4,000,000 0 0
STATE BANK FINANCIAL CORP COM 856190103 499 16,716 SH   DFND 1 16,716 0 0
STATE BANK FINANCIAL CORP COM 856190103 1,928 64,612 SH   SOLE   64,612 0 0
STATE STREET CORP COM 857477103 32,553 333,496 SH   DFND 1 333,496 0 0
STATE STREET CORP COM 857477103 57,680 590,927 SH   SOLE   590,927 0 0
STEEL DYNAMICS INC COM 858119100 65,104 1,509,489 SH   DFND 1 1,509,489 0 0
STEEL DYNAMICS INC COM 858119100 85,553 1,983,617 SH   SOLE   1,983,617 0 0
STEPAN CO COM 858586100 971 12,292 SH   SOLE   12,292 0 0
STERICYCLE INC COM 858912108 236 3,475 SH   SOLE   3,475 0 0
STERLING BANCORP/DE COM 85917A100 13,398 544,615 SH   SOLE   544,615 0 0
STERLING BANCORP/DE COM 85917A100 7,637 310,430 SH   DFND 1 310,430 0 0
STEWART INFORMATION SVCS CORP COM 860372101 623 14,730 SH   SOLE   14,730 0 0
STIFEL FINANCIAL CORP COM 860630102 12,297 206,456 SH   DFND 1 206,456 0 0
STIFEL FINANCIAL CORP COM 860630102 23,510 394,728 SH   SOLE   394,728 0 0
STIFEL FINL CORP COM 860630102 697 11,698 SH   DFND 3 11,698 0 0
STORE CAPITAL CORP COM 862121100 1,069 41,046 SH   SOLE   41,046 0 0
STRAYER EDUCATION, INC. COM 863236105 590 6,590 SH   SOLE   6,590 0 0
STRYKER CORP COM 863667101 2,197 14,192 SH   SOLE   14,192 0 0
STRYKER CORP COM 863667101 449 2,900 SH   DFND 3 2,900 0 0
STURM RUGER & CO INC COM 864159108 614 10,997 SH   SOLE   10,997 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 281 15,659 SH   SOLE   15,659 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 1,960 128,715 SH   DFND 1 128,715 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 8,466 555,862 SH   SOLE   555,862 0 0
SUN COMMUNITIES COM 866674104 1,816 19,578 SH   SOLE   19,578 0 0
SUNCOKE ENERGY INC COM 86722A103 345 28,801 SH   DFND 1 28,801 0 0
SUNCOKE ENERGY INC COM 86722A103 1,763 147,007 SH   SOLE   147,007 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,257 76,031 SH   SOLE   76,031 0 0
SUNTRUST BANKS INC COM 867914103 1,252 19,382 SH   SOLE   19,382 0 0
SUNTRUST BKS INC COM 867914103 345 5,341 SH   DFND 3 5,291 0 50
SUPER MICRO COMPUTER INC COM 86800U104 497 23,748 SH   SOLE   23,748 0 0
SUPERIOR ENERGY SERVICES COM 868157108 320 33,194 SH   SOLE   33,194 0 0
SUPERIOR INDUSTRIES INT'L INC COM 868168105 214 14,404 SH   SOLE   14,404 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,263 31,705 SH   SOLE   31,705 0 0
SUPERVALU INC COM NEW 868536301 516 23,873 SH   SOLE   23,873 0 0
SURMODICS INC COM 868873100 229 8,192 SH   SOLE   8,192 0 0
SYKES ENTERPRISES INC. COM 871237103 780 24,809 SH   SOLE   24,809 0 0
SYMANTEC CORP COM 871503108 707 25,190 SH   SOLE   25,190 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 237 26,554 SH   SOLE   26,554 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 5,292 5,900,000 SH   SOLE   5,900,000 0 0
SYNAPTICS INC COM 87157D109 296 7,399 SH   SOLE   7,399 0 0
SYNOPSYS INC COM 871607107 4,678 54,885 SH   DFND 1 54,885 0 0
SYNOPSYS INC COM 871607107 17,154 201,242 SH   SOLE   201,242 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 20,081 418,870 SH   DFND 1 418,870 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 46,876 977,796 SH   SOLE   977,796 0 0
SYNNEX CORP COM 87162W100 861 6,336 SH   SOLE   6,336 0 0
SNYCHRONY FINANCIAL COM 87165B103 35,135 910,007 SH   DFND 1 910,007 0 0
SNYCHRONY FINANCIAL COM 87165B103 65,993 1,709,230 SH   SOLE   1,709,230 0 0
SYSCO CORP COM 871829107 1,247 20,528 SH   SOLE   20,528 0 0
SYSTEMAX INC COM 871851101 340 10,220 SH   DFND 1 10,220 0 0
SYSTEMAX INC COM 871851101 1,267 38,077 SH   SOLE   38,077 0 0
TCF FINANCIAL CORP COM 872275102 769 37,516 SH   SOLE   37,516 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 4,044 79,091 SH   DFND 1 79,091 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 11,507 225,059 SH   SOLE   225,059 0 0
TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 3,017 2,894,000 SH   SOLE   2,894,000 0 0
TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 5,484 5,350,000 SH   SOLE   5,350,000 0 0
TJX COMPANIES INC COM 872540109 2,130 27,859 SH   SOLE   27,859 0 0
TRI POINTE HOMES INC COM 87265H109 585 32,671 SH   SOLE   32,671 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 2,617 2,550,000 SH   SOLE   2,550,000 0 0
TPI COMPOSITES INC COM 87266J104 2,572 125,700 SH   DFND 1 125,700 0 0
TPI COMPOSITES INC COM 87266J104 6,697 327,300 SH   SOLE   327,300 0 0
TTM TECHNOLOGIES COM 87305R109 890 56,810 SH   SOLE   56,810 0 0
TTM TECHNOLOGIES NOTE 1.750%12/1 87305RAD1 10,614 6,200,000 SH   SOLE   6,200,000 0 0
TACTILE SYSTEMS TECHNOLOGY INC COM 87357P100 10,167 350,837 SH   SOLE   350,837 0 0
TACTILE SYSTEMS TECHNOLOGY INC COM 87357P100 3,802 131,199 SH   DFND 1 131,199 0 0
TAILORED BRANDS INC COM 87403A107 667 30,573 SH   SOLE   30,573 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 2,719 24,769 SH   SOLE   24,769 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,383 52,157 SH   SOLE   52,157 0 0
TAPESTRY INC COM 876030107 511 11,550 SH   SOLE   11,550 0 0
TARGET CORPORATION COM 87612E106 1,448 22,185 SH   SOLE   22,185 0 0
TAUBMAN CENTERS INC COM 876664103 236 3,600 SH   DFND 1 3,600 0 0
TAUBMAN CENTERS INC COM 876664103 2,394 36,596 SH   SOLE   36,596 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,345 54,965 SH   DFND 1 54,965 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 5,030 205,562 SH   SOLE   205,562 0 0
TEAM INC COM 878155100 277 18,617 SH   SOLE   18,617 0 0
TECH DATA CORP COM 878237106 737 7,519 SH   SOLE   7,519 0 0
TEGNA INC COM 87901J105 659 46,775 SH   SOLE   46,775 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,407 7,769 SH   SOLE   7,769 0 0
TELEFLEX INC COM 879369106 14,774 59,377 SH   DFND 1 59,377 0 0
TELEFLEX INC COM 879369106 32,050 128,808 SH   SOLE   128,808 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 241 8,652 SH   DFND 1 8,652 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 1,496 53,800 SH   SOLE   53,800 0 0
TELETECH HOLDINGS INC COM 879939106 355 8,824 SH   SOLE   8,824 0 0
TEMPLETON COM 880198106 1,400 216,763 SH   DFND 1 216,763 0 0
TEMPLETON COM 880198106 1,173 181,534 SH   SOLE   181,534 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 624 9,958 SH   SOLE   9,958 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 262 17,315 SH   SOLE   17,315 0 0
TENNANT CO COM 880345103 809 11,129 SH   SOLE   11,129 0 0
TENNECO INC COM 880349105 282 4,815 SH   SOLE   4,815 0 0
TERADATA CORP COM 88076W103 32,440 843,475 SH   DFND 1 843,475 0 0
TERADATA CORP COM 88076W103 42,442 1,103,524 SH   SOLE   1,103,524 0 0
TERADYNE INC COM 880770102 27,934 667,162 SH   DFND 1 667,162 0 0
TERADYNE INC COM 880770102 37,553 896,884 SH   SOLE   896,884 0 0
TEREX CORP COM 880779103 8,481 175,880 SH   DFND 1 175,880 0 0
TEREX CORP COM 880779103 14,453 299,736 SH   SOLE   299,736 0 0
TERRAFORM POWER INC COM CL A 88104R209 226 18,900 SH   DFND 1 18,900 0 0
TERRAFORM POWER INC COM CL A 88104R209 958 80,126 SH   SOLE   80,126 0 0
TERRITORIAL BANCORP INC COM 88145X108 297 9,630 SH   DFND 1 9,630 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,107 35,863 SH   SOLE   35,863 0 0
TERRENO REALTY CORP COM 88146M101 6,517 185,891 SH   DFND 1 185,891 0 0
TERRENO REALTY CORP COM 88146M101 10,708 305,409 SH   SOLE   305,409 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 314 73,632 SH   SOLE   73,632 0 0
TETRA TECH INC COM 88162G103 1,699 35,282 SH   SOLE   35,282 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 956 10,759 SH   SOLE   10,759 0 0
TEXAS INSTRUMENTS INC COM 882508104 18,773 179,750 SH   DFND 1 179,750 0 0
TEXAS INSTRUMENTS INC COM 882508104 53,866 515,764 SH   SOLE   515,764 0 0
TEXAS INSTRS INC COM 882508104 214 2,056 SH   DFND 3 1,756 0 300
TEXAS ROADHOUSE INC COM 882681109 749 14,226 SH   SOLE   14,226 0 0
TEXTRON INC COM 883203101 606 10,713 SH   SOLE   10,713 0 0
THERMO FISHER SCIENTIFIC COM 883556102 6,044 31,829 SH   DFND 1 31,829 0 0
THERMO FISHER SCIENTIFIC COM 883556102 28,702 151,157 SH   SOLE   151,157 0 0
THOR INDUSTRIES INC COM 885160101 1,616 10,721 SH   SOLE   10,721 0 0
3D SYSTEMS CORP COM NEW 88554D205 216 24,978 SH   SOLE   24,978 0 0
3M CO COM 88579Y101 5,907 25,095 SH   SOLE   25,095 0 0
3M CO COM 88579Y101 907 3,850 SH   DFND 3 3,850 0 0
TIFFANY & CO COM 886547108 431 4,149 SH   SOLE   4,149 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 208 21,616 SH   SOLE   21,616 0 0
TIME INC COM 887228104 25,770 1,396,757 SH   DFND 1 1,396,757 0 0
TIME INC COM 887228104 33,967 1,841,033 SH   SOLE   1,841,033 0 0
TIME WARNER INC COM NEW 887317303 6,369 69,632 SH   SOLE   69,632 0 0
TIMKEN CO COM 887389104 726 14,773 SH   SOLE   14,773 0 0
TIMKENSTEEL CORP COM 887399103 368 24,228 SH   SOLE   24,228 0 0
TITAN INTERNATIONAL INC COM 88830M102 400 31,052 SH   SOLE   31,052 0 0
TIVO CORP COM 88870P106 1,212 77,698 SH   SOLE   77,698 0 0
TIVITY HEALTH INC COM 88870R102 768 21,004 SH   SOLE   21,004 0 0
TOLL BROTHERS INC COM 889478103 36,956 769,593 SH   DFND 1 769,593 0 0
TOLL BROTHERS INC COM 889478103 55,582 1,157,474 SH   SOLE   1,157,474 0 0
TOMPKINS FINANCIAL CORP COM 890110109 622 7,641 SH   SOLE   7,641 0 0
TOPBUILD CORP COM 89055F103 1,667 22,004 SH   SOLE   22,004 0 0
TORCHMARK CORP COM 891027104 397 4,373 SH   SOLE   4,373 0 0
TORO CO COM 891092108 1,534 23,512 SH   SOLE   23,512 0 0
TOWER INTERNATIONAL INC COM 891826109 3,129 102,416 SH   DFND 1 102,416 0 0
TOWER INTERNATIONAL INC COM 891826109 11,808 386,516 SH   SOLE   386,516 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 4,539 57,393 SH   DFND 1 57,393 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 18,188 229,964 SH   SOLE   229,964 0 0
TOTAL SYS SVCS INC COM 891906109 467 5,910 SH   DFND 3 5,910 0 0
TRACTOR SUPPLY CO COM 892356106 380 5,090 SH   SOLE   5,090 0 0
TRANSDIGM GROUP INC COM 893641100 540 1,968 SH   SOLE   1,968 0 0
TRANSUNION COM 89400J107 6,081 110,640 SH   DFND 1 110,640 0 0
TRANSUNION COM 89400J107 9,671 175,960 SH   SOLE   175,960 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,550 11,431 SH   SOLE   11,431 0 0
TREDEGAR CORP COM 894650100 306 15,955 SH   SOLE   15,955 0 0
TREEHOUSE FOODS INC COM 89469A104 613 12,384 SH   SOLE   12,384 0 0
TREX COMPANY INC COM 89531P105 1,996 18,413 SH   SOLE   18,413 0 0
TRICO BANCSHARES COM 896095106 1,812 47,855 SH   DFND 1 47,855 0 0
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TRIMAS CORP COM NEW 896215209 2,383 89,080 SH   DFND 1 89,080 0 0
TRIMAS CORP COM NEW 896215209 8,702 325,321 SH   SOLE   325,321 0 0
TRIMBLE IND COM 896239100 856 21,066 SH   DFND 1 21,066 0 0
TRIMBLE IND COM 896239100 5,099 125,469 SH   SOLE   125,469 0 0
TRINITY INDUSTRIES INC COM 896522109 1,241 33,126 SH   SOLE   33,126 0 0
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 27,478 17,453,000 SH   SOLE   17,453,000 0 0
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 625 397,000 SH   DFND 1 397,000 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 937 37,703 SH   DFND 1 37,703 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 3,483 140,163 SH   SOLE   140,163 0 0
TRISTATE CAPITAL HOLDINGS INC COM 89678F100 725 31,531 SH   DFND 1 31,531 0 0
TRISTATE CAPITAL HOLDINGS INC COM 89678F100 2,696 117,215 SH   SOLE   117,215 0 0
TRIUMPH BANCORP INC COM 89679E300 514 16,305 SH   DFND 1 16,305 0 0
TRIUMPH BANCORP INC COM 89679E300 1,909 60,608 SH   SOLE   60,608 0 0
TRIUMPH GROUP INC COM 896818101 845 31,052 SH   SOLE   31,052 0 0
TRUEBLUE INC COM 89785X101 1,146 41,662 SH   DFND 1 41,662 0 0
TRUEBLUE INC COM 89785X101 4,942 179,722 SH   SOLE   179,722 0 0
TRUSTCO BANK CORP NY COM 898349105 7,168 779,169 SH   SOLE   779,169 0 0
TRUSTCO BANK CORP NY COM 898349105 1,757 190,952 SH   DFND 1 190,952 0 0
TRUSTMARK CORP COM 898402102 470 14,743 SH   SOLE   14,743 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 13,990 223,126 SH   DFND 1 223,126 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 23,184 369,764 SH   SOLE   369,764 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 5,568 5,050,000 SH   SOLE   5,050,000 0 0
21ST CENTURY FOX INC CL A 90130A101 1,471 42,591 SH   SOLE   42,591 0 0
21ST CENTURY FOX INC CL B 90130A200 606 17,750 SH   SOLE   17,750 0 0
TWITTER INC COM 90184L102 46,046 1,917,770 SH   DFND 1 1,917,770 0 0
TWITTER INC COM 90184L102 59,215 2,466,246 SH   SOLE   2,466,246 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 11,221 11,750,000 SH   SOLE   11,750,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 13,279 14,250,000 SH   SOLE   14,250,000 0 0
II-VI INC COM 902104108 1,628 34,684 SH   SOLE   34,684 0 0
2U INC COM 90214J101 3,969 61,520 SH   DFND 1 61,520 0 0
2U INC COM 90214J101 10,329 160,120 SH   SOLE   160,120 0 0
TYLER TECHNOLOGIES INC COM 902252105 6,846 38,669 SH   DFND 1 38,669 0 0
TYLER TECHNOLOGIES INC COM 902252105 20,045 113,216 SH   SOLE   113,216 0 0
TYSON FOODS INC CL A 902494103 974 12,011 SH   SOLE   12,011 0 0
UDR INC COM 902653104 1,024 26,589 SH   DFND 1 26,589 0 0
UDR INC COM 902653104 5,983 155,310 SH   SOLE   155,310 0 0
UGI CORP COM 902681105 2,828 60,240 SH   DFND 1 60,240 0 0
UGI CORP COM 902681105 11,475 244,403 SH   SOLE   244,403 0 0
UMB FINANCIAL CORP COM 902788108 688 9,567 SH   SOLE   9,567 0 0
US BANCORP COM NEW 902973304 3,585 66,916 SH   SOLE   66,916 0 0
US BANCORP DEL COM NEW 902973304 253 4,712 SH   DFND 3 4,712 0 0
US CONCRETE INC COM NEW 90333L201 787 9,405 SH   SOLE   9,405 0 0
US PHYSICAL THERAPY INC COM 90337L108 566 7,834 SH   SOLE   7,834 0 0
US SILICA HOLDINGS INC COM 90346E103 1,638 50,312 SH   SOLE   50,312 0 0
ULTA BEAUTY INC COM 90384S303 1,248 5,581 SH   DFND 1 5,581 0 0
ULTA BEAUTY INC COM 90384S303 4,409 19,711 SH   SOLE   19,711 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,399 6,410 SH   DFND 1 6,410 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,993 22,878 SH   SOLE   22,878 0 0
UMPQUA HOLDINGS CORP COM 904214103 998 47,981 SH   SOLE   47,981 0 0
UNIFI INC. COM NEW 904677200 378 10,538 SH   SOLE   10,538 0 0
UNIFIRST CORP/MA COM 904708104 1,595 9,671 SH   SOLE   9,671 0 0
UNION BANKSHARES CORP COM 90539J109 724 20,028 SH   DFND 1 20,028 0 0
UNION BANKSHARES CORP COM 90539J109 2,546 70,389 SH   SOLE   70,389 0 0
UNION PACIFIC CORP COM 907818108 4,340 32,364 SH   SOLE   32,364 0 0
UNIT CORP COM 909218109 729 33,143 SH   SOLE   33,143 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 4,926 175,070 SH   DFND 1 175,070 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 9,127 324,360 SH   SOLE   324,360 0 0
UNITED BANKSHARES NC COM 909907107 796 22,903 SH   SOLE   22,903 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 30,821 457,280 SH   DFND 1 457,280 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 43,251 641,700 SH   SOLE   641,700 0 0
UNITED FIRE GROUP INC COM 910340108 1,410 30,944 SH   SOLE   30,944 0 0
UNITED FIRE GROUP INC COM 910340108 218 4,790 SH   DFND 1 4,790 0 0
UNITED INSURANCE HOLDINGS CORP COM 910710102 220 12,772 SH   SOLE   12,772 0 0
UNITED NATURAL FOODS INC COM 911163103 544 11,036 SH   SOLE   11,036 0 0
UNITED PARCEL SERVICE INC CL B 911312106 28,546 239,578 SH   DFND 1 239,578 0 0
UNITED PARCEL SERVICE INC CL B 911312106 62,971 528,504 SH   SOLE   528,504 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,021 8,573 SH   DFND 3 8,573 0 0
UNITED RENTALS INC COM 911363109 6,956 40,465 SH   DFND 1 40,465 0 0
UNITED RENTALS INC COM 911363109 22,118 128,658 SH   SOLE   128,658 0 0
US CELLULAR CORP COM 911684108 374 9,952 SH   SOLE   9,952 0 0
US FOODS HOLDING CORP COM 912008109 6,127 191,879 SH   DFND 1 191,879 0 0
US FOODS HOLDING CORP COM 912008109 23,044 721,717 SH   SOLE   721,717 0 0
UNITED STATES STEEL CORP COM 912909108 957 27,190 SH   DFND 1 27,190 0 0
UNITED STATES STEEL CORP COM 912909108 4,899 139,215 SH   SOLE   139,215 0 0
UNITED TECHNOLOGIES CORP COM 913017109 46,747 366,442 SH   SOLE   366,442 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,200 103,472 SH   DFND 1 103,472 0 0
UNITED TECHNOLOGIES CORP COM 913017109 413 3,233 SH   DFND 3 3,133 0 100
UNITED THERAPEUTICS CORP. COM 91307C102 1,381 9,331 SH   SOLE   9,331 0 0
UNITEDHEALTH GROUP INC COM 91324P102 104,319 473,187 SH   DFND 1 473,187 0 0
UNITEDHEALTH GROUP INC COM 91324P102 266,454 1,208,626 SH   SOLE   1,208,626 0 0
UNITEDHEALTH GROUP INC COM 91324P102 563 2,554 SH   DFND 3 2,554 0 0
UNITIL CORP COM 913259107 596 13,061 SH   SOLE   13,061 0 0
UNITI GROUP INC COM 91325V108 1,161 65,252 SH   SOLE   65,252 0 0
UNIVERSAL CORP COM 913456109 832 15,853 SH   SOLE   15,853 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 426 9,008 SH   SOLE   9,008 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,433 38,101 SH   SOLE   38,101 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 727 9,673 SH   SOLE   9,673 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 556 20,321 SH   SOLE   20,321 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 719 30,279 SH   DFND 1 30,279 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 2,676 112,671 SH   SOLE   112,671 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 25,788 227,509 SH   DFND 1 227,509 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 33,255 293,382 SH   SOLE   293,382 0 0
UNUM GROUP COM 91529Y106 458 8,340 SH   DFND 1 8,340 0 0
UNUM GROUP COM 91529Y106 2,043 37,217 SH   SOLE   37,217 0 0
URBAN OUTFITTERS INC COM 917047102 610 17,413 SH   SOLE   17,413 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,547 60,702 SH   SOLE   60,702 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 1,441 66,265 SH   DFND 1 66,265 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 5,781 265,898 SH   SOLE   265,898 0 0
US ECOLOGY INC COM 91732J102 694 13,608 SH   SOLE   13,608 0 0
VF CORPORATION COM 918204108 2,841 38,386 SH   DFND 1 38,386 0 0
VF CORPORATION COM 918204108 9,793 132,333 SH   SOLE   132,333 0 0
V F CORP COM 918204108 263 3,565 SH   DFND 3 3,565 0 0
VAIL RESORTS INC COM 91879Q109 2,563 12,061 SH   DFND 1 12,061 0 0
VAIL RESORTS INC COM 91879Q109 6,652 31,310 SH   SOLE   31,310 0 0
VALERO ENERGY CORP COM 91913Y100 1,636 17,797 SH   SOLE   17,797 0 0
VALLEY NATIONAL BANCORP COM 919794107 647 57,675 SH   SOLE   57,675 0 0
VALMOUNT INDUSTRIES INC COM 920253101 8,080 48,718 SH   SOLE   48,718 0 0
VALMOUNT INDUSTRIES INC COM 920253101 4,516 27,232 SH   DFND 1 27,232 0 0
VALVOLINE INC COM 92047W101 1,657 66,116 SH   SOLE   66,116 0 0
VALVOLINE INC COM 92047W101 357 14,233 SH   DFND 1 14,233 0 0
VANECK VECTORS OIL SVCS ETF 92189F718 10,037 385,300 SH   DFND 1 385,300 0 0
VANECK VECTORS OIL SVCS ETF 92189F718 17,573 674,590 SH   SOLE   674,590 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 6,155 77,816 SH   DFND 3 70,825 0 6,991
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 663 8,133 SH   DFND 3 8,133 0 0
VANGUARD FTSE DEV MKT ETF 921943858 4,902 109,272 SH   SOLE   109,272 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 60,467 1,347,890 SH   DFND 3 1,327,168 0 20,722
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 980 21,844 SH   DFND 2 0 0 0
VANGUARD HIGH DIV YLD 921946406 2,141 25,000 SH   SOLE   25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,056 23,011 SH   DFND 3 21,798 0 1,213
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 332 4,548 SH   DFND 3 4,548 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 281,573 4,760,324 SH   DFND 3 4,370,244 0 390,080
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 866 14,634 SH   DFND 4 14,634 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 269 1,634 SH   DFND 3 0 0 1,634
VANGUARD SHRT TRM CORP BD 92206C409 25,804 325,400 SH   DFND 1 325,400 0 0
VANGUARD SHRT TRM CORP BD 92206C409 80,727 1,017,995 SH   SOLE   1,017,995 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 4,510 56,872 SH   DFND 3 56,268 0 604
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 20,975 264,504 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 279,199 4,366,715 SH   DFND 3 4,079,009 0 287,706
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 228 4,350 SH   DFND 3 4,350 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 20,047 229,399 SH   DFND 3 219,116 0 10,283
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 35,968 411,584 SH   DFND 2 0 0 0
VAREX IMAGING CORP COM 92214X106 939 23,381 SH   SOLE   23,381 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 415 3,733 SH   SOLE   3,733 0 0
VASCO DATA SECURITY INTL COM 92230Y104 680 48,913 SH   SOLE   48,913 0 0
VECTREN CORP COM 92240G101 1,178 18,110 SH   SOLE   18,110 0 0
VEECO INSTRUMENTS INC COM 922417100 449 30,243 SH   SOLE   30,243 0 0
VECTRUS INC COM 92242T101 1,442 46,754 SH   DFND 1 46,754 0 0
VECTRUS INC COM 92242T101 5,547 179,806 SH   SOLE   179,806 0 0
VEEVA SYSTEMS INC CL A COM 922475108 3,280 59,330 SH   DFND 1 59,330 0 0
VEEVA SYSTEMS INC CL A COM 922475108 8,538 154,450 SH   SOLE   154,450 0 0
VENTAS INC COM 92276F100 1,191 19,850 SH   DFND 1 19,850 0 0
VENTAS INC COM 92276F100 7,818 130,280 SH   SOLE   130,280 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 25,293 103,116 SH   DFND 3 95,393 0 7,723
VANGUARD INDEX FDS REIT ETF 922908553 3,217 38,762 SH   DFND 3 35,101 0 3,661
VANGUARD INDEX FDS SM CP VAL ETF 922908611 239 1,797 SH   DFND 3 1,797 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 209 1,708 SH   DFND 3 1,708 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 5,789 51,813 SH   DFND 3 47,997 0 3,816
VANGUARD INDEX FDS GROWTH ETF 922908736 15,435 109,739 SH   DFND 3 108,114 0 1,625
VANGUARD INDEX FDS VALUE ETF 922908744 8,950 84,183 SH   DFND 3 83,769 0 414
VANGUARD INDEX FDS SMALL CP ETF 922908751 409 2,767 SH   DFND 3 2,655 0 112
VANGUARD INDEX FDS TOTAL STK MKT 922908769 5,578 40,646 SH   DFND 3 40,124 0 522
VERA BRADLEY INC COM 92335C106 146 11,976 SH   SOLE   11,976 0 0
VEREIT INC COM 92339V100 543 69,734 SH   SOLE   69,734 0 0
VERIFONE SYSTEMS INC COM 92342Y109 433 24,468 SH   SOLE   24,468 0 0
VERISIGN INC COM 92343E102 392 3,423 SH   SOLE   3,423 0 0
VERIZON COMMUNICATIONS COM 92343V104 32,965 622,801 SH   DFND 1 622,801 0 0
VERIZON COMMUNICATIONS COM 92343V104 95,929 1,812,367 SH   SOLE   1,812,367 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 933 17,618 SH   DFND 3 17,618 0 0
VERINT SYSTEMS INC COM 92343X100 1,745 41,703 SH   DFND 1 41,703 0 0
VERINT SYSTEMS INC COM 92343X100 6,142 146,756 SH   SOLE   146,756 0 0
VERINT SYSTEMS INC NOTE 1.500% 6/0 92343XAA8 9,956 10,251,000 SH   SOLE   10,251,000 0 0
VERITIV CORP COM 923454102 200 6,937 SH   SOLE   6,937 0 0
VERISK ANALYTICS INC COM 92345Y106 17,198 179,150 SH   DFND 1 179,150 0 0
VERISK ANALYTICS INC COM 92345Y106 28,420 296,041 SH   SOLE   296,041 0 0
VERSO CORP CL A 92531L207 2,218 126,266 SH   DFND 1 126,266 0 0
VERSO CORP CL A 92531L207 5,810 330,680 SH   SOLE   330,680 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,067 80,525 SH   SOLE   80,525 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,389 22,613 SH   DFND 1 22,613 0 0
VERSUM MATERIALS INC COM 92532W103 897 23,709 SH   SOLE   23,709 0 0
VIAD CORP COM NEW 92552R406 703 12,690 SH   SOLE   12,690 0 0
VIASAT INC COM 92552V100 887 11,849 SH   SOLE   11,849 0 0
VIACOM INC CL B 92553P201 443 14,380 SH   SOLE   14,380 0 0
VIAVI SOLUTIONS INC COM 925550105 1,223 139,960 SH   SOLE   139,960 0 0
VICOR CORP COM 925815102 210 10,058 SH   SOLE   10,058 0 0
VISA INC COM CL A 92826C839 228,176 2,001,195 SH   SOLE   2,001,195 0 0
VISA INC COM CL A 92826C839 83,347 730,990 SH   DFND 1 730,990 0 0
VIRTUSA CORP COM 92827P102 25,668 582,312 SH   SOLE   582,312 0 0
VIRTUSA CORP COM 92827P102 13,974 317,018 SH   DFND 1 317,018 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 518 4,499 SH   SOLE   4,499 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 599 28,861 SH   SOLE   28,861 0 0
VISTA OUTDOOR INC COM 928377100 522 35,847 SH   SOLE   35,847 0 0
VITAMIN SHOPPE INC COM 92849E101 66 14,934 SH   SOLE   14,934 0 0
VONAGE HOLDINGS CORP COM 92886T201 366 35,975 SH   DFND 1 35,975 0 0
VONAGE HOLDINGS CORP COM 92886T201 2,659 261,420 SH   SOLE   261,420 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 6,669 85,300 SH   SOLE   85,300 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 1,107 14,160 SH   DFND 1 14,160 0 0
VULCAN MATERIALS CO COM 929160109 692 5,390 SH   SOLE   5,390 0 0
W&T OFFSHORE INC COM 92922P106 372 112,269 SH   SOLE   112,269 0 0
W&T OFFSHORE INC COM 92922P106 100 30,198 SH   DFND 1 30,198 0 0
WD-40 CO COM 929236107 1,029 8,722 SH   SOLE   8,722 0 0
WGL HOLDINGS INC COM 92924F106 959 11,167 SH   SOLE   11,167 0 0
WABCO HOLDINGS INC COM 92927K102 43,346 302,065 SH   DFND 1 302,065 0 0
WABCO HOLDINGS INC COM 92927K102 58,454 407,345 SH   SOLE   407,345 0 0
WSFS FINANCIAL CORP COM 929328102 1,799 37,604 SH   DFND 1 37,604 0 0
WSFS FINANCIAL CORP COM 929328102 6,620 138,339 SH   SOLE   138,339 0 0
WP CAREY INC COM 92936U109 238 3,450 SH   SOLE   3,450 0 0
WEC ENERGY GROUP INC COM 92939U106 956 14,394 SH   SOLE   14,394 0 0
WABASH NATIONAL CORP COM 929566107 794 36,602 SH   SOLE   36,602 0 0
WABTEC CORP COM 929740108 1,515 18,600 SH   SOLE   18,600 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 1,159 51,893 SH   SOLE   51,893 0 0
WAGEWORKS INC COM 930427109 3,466 55,897 SH   DFND 1 55,897 0 0
WAGEWORKS INC COM 930427109 10,550 170,167 SH   SOLE   170,167 0 0
WAL-MART STORES INC COM 931142103 25,500 258,228 SH   DFND 1 258,228 0 0
WAL-MART STORES INC COM 931142103 85,346 864,268 SH   SOLE   864,268 0 0
WAL-MART STORES INC COM 931142103 796 8,068 SH   DFND 3 8,068 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,556 35,191 SH   SOLE   35,191 0 0
WALKER & DUNLOP INC COM 93148P102 835 17,587 SH   SOLE   17,587 0 0
WASHINGTON FEDERAL INC COM 938824109 649 18,940 SH   SOLE   18,940 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 74 10,400 SH   DFND 1 10,400 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 620 87,009 SH   SOLE   87,009 0 0
WASHINGTON REIT SH BEN INT 939653101 296 9,515 SH   SOLE   9,515 0 0
WASHINGTON TRUST BANCORP INC COM 940610108 788 14,792 SH   DFND 1 14,792 0 0
WASHINGTON TRUST BANCORP INC COM 940610108 2,962 55,623 SH   SOLE   55,623 0 0
WASTE CONNECTIONS INC COM 94106B101 14,314 201,771 SH   DFND 1 201,771 0 0
WASTE CONNECTIONS INC COM 94106B101 31,687 446,670 SH   SOLE   446,670 0 0
WASTE MANAGEMENT INC COM 94106L109 1,637 18,966 SH   SOLE   18,966 0 0
WATERS CORP COM 941848103 25,221 130,549 SH   DFND 1 130,549 0 0
WATERS CORP COM 941848103 33,297 172,355 SH   SOLE   172,355 0 0
WATSCO INC. COM 942622200 1,800 10,583 SH   DFND 1 10,583 0 0
WATSCO INC. COM 942622200 5,815 34,200 SH   SOLE   34,200 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,305 17,179 SH   SOLE   17,179 0 0
WEBSTER FINANCIAL CORP COM 947890109 1,126 20,043 SH   SOLE   20,043 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 220 6,700 SH   DFND 1 6,700 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 2,304 70,092 SH   SOLE   70,092 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,956 9,725 SH   SOLE   9,725 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 151 49,000 SH   DFND 1 49,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 26,749 8,697,000 SH   SOLE   8,697,000 0 0
WELLS FARGO & COMPANY COM 949746101 11,668 192,325 SH   SOLE   192,325 0 0
WELLS FARGO CO NEW COM 949746101 1,345 22,159 SH   DFND 3 10,799 0 11,360
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 27,358 20,991 SH   SOLE   20,991 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 5,733 4,399 SH   DFND 1 4,399 0 0
WELLTOWER INC COM 95040Q104 1,322 20,733 SH   DFND 1 20,733 0 0
WELLTOWER INC COM 95040Q104 9,374 146,994 SH   SOLE   146,994 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 23,255 388,425 SH   SOLE   388,425 0 0
WENDY'S COMPANY COM 95058W100 650 39,594 SH   SOLE   39,594 0 0
WERNER ENTERPRISES INC COM 950755108 377 9,757 SH   SOLE   9,757 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 4,606 46,684 SH   DFND 1 46,684 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 8,922 90,420 SH   SOLE   90,420 0 0
WESTAMERICA BANCOPORATION COM 957090103 971 16,312 SH   SOLE   16,312 0 0
WESTAR ENERGY INC COM 95709T100 1,638 31,024 SH   SOLE   31,024 0 0
WESTERN ALLIANCE BANCORP COM 957638109 24,727 436,726 SH   SOLE   436,726 0 0
WESTERN ALLIANCE BANCORP COM 957638109 6,832 120,659 SH   DFND 1 120,659 0 0
WESTERN ASSET COM 95766A101 1,035 66,582 SH   SOLE   66,582 0 0
WESTERN ASSET COM 95766A101 1,527 98,178 SH   DFND 1 98,178 0 0
WESTERN ASSET COM 95766J102 80 11,515 SH   DFND 1 11,515 0 0
WESTERN ASSET COM 95766J102 278 39,956 SH   SOLE   39,956 0 0
WESTERN ASSET COM 95766K109 854 168,426 SH   DFND 1 168,426 0 0
WESTERN ASSET COM 95766K109 737 145,457 SH   SOLE   145,457 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 511 51,354 SH   DFND 1 51,354 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 1,900 190,911 SH   SOLE   190,911 0 0
WESTERN DIGITAL CORP COM 958102105 954 11,999 SH   SOLE   11,999 0 0
WESTERN UNION CO COM 959802109 355 18,655 SH   SOLE   18,655 0 0
WESTROCK CO COM 96145D105 38,063 602,160 SH   DFND 1 602,160 0 0
WESTROCK CO COM 96145D105 79,953 1,264,876 SH   SOLE   1,264,876 0 0
WEX, INC. COM 96208T104 1,229 8,701 SH   SOLE   8,701 0 0
WEYERHAEUSER CO COM 962166104 4,453 126,304 SH   DFND 1 126,304 0 0
WEYERHAEUSER CO COM 962166104 17,210 488,077 SH   SOLE   488,077 0 0
WHIRLPOOL CORP COM 963320106 25,680 152,275 SH   DFND 1 152,275 0 0
WHIRLPOOL CORP COM 963320106 33,438 198,279 SH   SOLE   198,279 0 0
WHITESTONE REIT COM 966084204 440 30,552 SH   SOLE   30,552 0 0
WHITING PETROLEUM CORP COM NEW 966387409 584 22,066 SH   DFND 1 22,066 0 0
WHITING PETROLEUM CORP COM NEW 966387409 2,172 82,031 SH   SOLE   82,031 0 0
WHITING PETROLEUM CORP NOTE 1.250% 4/0 966387AL6 847 921,000 SH   DFND 1 921,000 0 0
WHITING PETROLEUM CORP NOTE 1.250% 4/0 966387AL6 14,089 15,314,000 SH   SOLE   15,314,000 0 0
JOHN WILEY & SONS INC CL A 968223206 637 9,686 SH   SOLE   9,686 0 0
WILLDAN GROUP INC COM 96924N100 1,849 77,248 SH   DFND 1 77,248 0 0
WILLDAN GROUP INC COM 96924N100 4,814 201,066 SH   SOLE   201,066 0 0
WILLIAMS COS INC COM 969457100 1,890 62,000 SH   DFND 1 62,000 0 0
WILLIAMS COS INC COM 969457100 2,505 82,158 SH   SOLE   82,158 0 0
WILLIAMS-SONOMA INC. COM 969904101 877 16,964 SH   SOLE   16,964 0 0
WINGSTOP INC COM 974155103 2,543 65,240 SH   DFND 1 65,240 0 0
WINGSTOP INC COM 974155103 7,317 187,724 SH   SOLE   187,724 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 991 17,821 SH   SOLE   17,821 0 0
WINTRUST FINANCIAL CORP COM 97650W108 999 12,133 SH   SOLE   12,133 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 902 71,867 SH   SOLE   71,867 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,770 118,940 PRN   DFND 2 0 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,914 60,034 SH   SOLE   60,034 0 0
WOODWARD INC COM 980745103 918 11,990 SH   SOLE   11,990 0 0
WORLD ACCEPTANCE CORP COM 981419104 294 3,644 SH   SOLE   3,644 0 0
WORLD FUEL SERVICES CORP COM 981475106 416 14,777 SH   SOLE   14,777 0 0
WORLD WRESTLING ENTERTAIN CL A 98156Q108 743 24,289 SH   SOLE   24,289 0 0
WORTHINGTON INDUSTIES COM 981811102 427 9,690 SH   SOLE   9,690 0 0
WPX ENERGY INC COM 98212B103 21,055 1,496,435 SH   DFND 1 1,496,435 0 0
WPX ENERGY INC COM 98212B103 33,123 2,354,127 SH   SOLE   2,354,127 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 684 5,900 SH   DFND 1 5,900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,779 23,984 SH   SOLE   23,984 0 0
WYNN RESORTS LTD COM 983134107 546 3,236 SH   SOLE   3,236 0 0
XO GROUP INC COM 983772104 374 20,273 SH   DFND 1 20,273 0 0
XO GROUP INC COM 983772104 1,795 97,212 SH   SOLE   97,212 0 0
XCEL ENERGY INC COM 98389B100 1,132 23,529 SH   SOLE   23,529 0 0
XILINX INC COM 983919101 7,293 108,167 SH   DFND 1 108,167 0 0
XILINX INC COM 983919101 19,258 285,640 SH   SOLE   285,640 0 0
XENIA HOTELS & RESORTS INC COM 984017103 581 26,905 SH   DFND 1 26,905 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,953 90,453 SH   SOLE   90,453 0 0
XEROX CORP COM NEW 984121608 546 18,725 SH   DFND 1 18,725 0 0
XEROX CORP COM NEW 984121608 2,085 71,530 SH   SOLE   71,530 0 0
XYLEM INC COM 98419M100 499 7,313 SH   SOLE   7,313 0 0
XPERI CORP COM 98421B100 752 30,838 SH   SOLE   30,838 0 0
ALTABA INC NOTE 12/0 984332AF3 24,839 18,425,000 SH   SOLE   18,425,000 0 0
YUM! BRANDS INC COM 988498101 1,120 13,719 SH   SOLE   13,719 0 0
YUM BRANDS INC COM 988498101 541 6,629 SH   DFND 3 6,629 0 0
YUM CHINA HLDGS INC COM 98850P109 247 6,169 SH   DFND 3 6,169 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,510 41,020 SH   DFND 1 41,020 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 2,325 63,190 SH   SOLE   63,190 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 1,197 11,531 SH   SOLE   11,531 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 999 8,277 SH   SOLE   8,277 0 0
ZIONS BANCORPORATION COM 989701107 134,748 2,650,947 SH   SOLE   2,650,947 0 0
ZIONS BANCORPORATION COM 989701107 89,875 1,768,139 SH   DFND 1 1,768,139 0 0
ZIX CORP COM 98974P100 1,908 435,553 SH   SOLE   435,553 0 0
ZIX CORP COM 98974P100 482 110,142 SH   DFND 1 110,142 0 0
ZOETIS INC CL A 98978V103 24,164 335,421 SH   DFND 1 335,421 0 0
ZOETIS INC CL A 98978V103 79,427 1,102,540 SH   SOLE   1,102,540 0 0
ZOETIS INC CL A 98978V103 436 6,058 SH   DFND 3 6,058 0 0
ZOE'S KITCHEN INC COM 98979J109 3,293 196,924 SH   DFND 1 196,924 0 0
ZOE'S KITCHEN INC COM 98979J109 6,525 390,236 SH   SOLE   390,236 0 0
ZUMIEZ INC COM 989817101 3,137 150,640 SH   DFND 1 150,640 0 0
ZUMIEZ INC COM 989817101 5,279 253,503 SH   SOLE   253,503 0 0