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
AAON INC COM PAR $0.004 000360206 1,067 28,216 SH   SOLE   28,216 0 0
AAR CORP COM 000361105 1,081 22,576 SH   SOLE   22,576 0 0
ACCO BRANDS CORP COM 00081T108 554 49,016 SH   DFND 1 49,016 0 0
ACCO BRANDS CORP COM 00081T108 1,864 164,989 SH   SOLE   164,989 0 0
ABM INDS INC COM 000957100 1,482 45,949 SH   SOLE   45,949 0 0
AFLAC INC COM 001055102 13,532 287,477 SH   DFND 1 287,477 0 0
AFLAC INC COM 001055102 45,197 960,213 SH   SOLE   960,213 0 0
AFLAC INC COM 001055102 502 10,661 SH   DFND 3 10,661 0 0
AGCO CORP COM 001084102 41,632 684,851 SH   SOLE   684,851 0 0
AGCO CORP COM 001084102 33,736 554,964 SH   DFND 1 554,964 0 0
AG MTG INVT TR INC COM 001228105 336 18,488 SH   SOLE   18,488 0 0
AGNC INVT CORP COM 00123Q104 466 25,000 SH   SOLE   25,000 0 0
AES CORP COM 00130H105 1,083 77,364 SH   DFND 1 77,364 0 0
AES CORP COM 00130H105 3,755 268,243 SH   SOLE   268,243 0 0
AK STL HLDG CORP COM 001547108 1,080 220,397 SH   SOLE   220,397 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 482 24,095 SH   SOLE   24,095 0 0
AMC NETWORKS INC CL A 00164V103 735 11,082 SH   SOLE   11,082 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,772 32,398 SH   SOLE   32,398 0 0
ANI PHARMACEUTICALS INC COM 00182C103 359 6,351 SH   SOLE   6,351 0 0
ASGN INC COM 00191U102 2,410 30,539 SH   DFND 1 30,539 0 0
ASGN INC COM 00191U102 9,083 115,077 SH   SOLE   115,077 0 0
AT&T INC COM 00206R102 3,260 97,081 SH   DFND 1 97,081 0 0
AT&T INC COM 00206R102 30,228 900,167 SH   SOLE   900,167 0 0
AT&T INC COM 00206R102 1,509 44,937 SH   DFND 3 41,733 0 3,204
ATN INTL INC COM 00215F107 560 7,574 SH   SOLE   7,574 0 0
AZZ INC COM 002474104 922 18,262 SH   SOLE   18,262 0 0
AARONS INC COM PAR $0.50 002535300 901 16,551 SH   SOLE   16,551 0 0
ABBOTT LABS COM 002824100 9,713 132,401 SH   SOLE   132,401 0 0
ABBOTT LABS COM 002824100 1,049 14,298 SH   DFND 3 14,298 0 0
ABBVIE INC COM 00287Y109 6,154 65,070 SH   SOLE   65,070 0 0
ABBVIE INC COM 00287Y109 1,536 16,233 SH   DFND 3 16,233 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,007 47,695 SH   SOLE   47,695 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 476 114,931 SH   SOLE   114,931 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 1,055 254,842 SH   DFND 1 254,842 0 0
ABIOMED INC COM 003654100 1,275 2,834 SH   DFND 1 2,834 0 0
ABIOMED INC COM 003654100 4,115 9,149 SH   SOLE   9,149 0 0
ABIOMED INC COM 003654100 1,800 4,002 SH   DFND 3 4,002 0 0
ABRAXAS PETE CORP COM 003830106 202 86,521 SH   DFND 1 86,521 0 0
ABRAXAS PETE CORP COM 003830106 678 291,158 SH   SOLE   291,158 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,129 32,080 SH   DFND 1 32,080 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,554 72,565 SH   SOLE   72,565 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,144 112,171 SH   SOLE   112,171 0 0
ACETO CORP COM 004446100 49 21,679 SH   SOLE   21,679 0 0
ACI WORLDWIDE INC COM 004498101 790 28,086 SH   SOLE   28,086 0 0
ACORDA THERAPEUTICS INC COM 00484M106 528 26,849 SH   SOLE   26,849 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,719 32,684 SH   SOLE   32,684 0 0
ACTUANT CORP CL A NEW 00508X203 1,186 42,506 SH   SOLE   42,506 0 0
ACUITY BRANDS INC COM 00508Y102 31,507 200,424 SH   SOLE   200,424 0 0
ACUITY BRANDS INC COM 00508Y102 26,307 167,350 SH   DFND 1 167,350 0 0
ACXIOM HOLDINGS INC COM 005125109 918 18,583 SH   SOLE   18,583 0 0
ADOBE SYS INC COM 00724F101 12,372 45,831 SH   SOLE   45,831 0 0
ADOBE SYS INC COM 00724F101 1,552 5,751 SH   DFND 1 5,751 0 0
ADOBE SYS INC COM 00724F101 700 2,594 SH   DFND 3 2,594 0 0
ADTALEM GLOBAL ED INC COM 00737L103 700 14,528 SH   SOLE   14,528 0 0
ADTRAN INC COM 00738A106 593 33,583 SH   SOLE   33,583 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 535 3,179 SH   SOLE   3,179 0 0
AECOM COM 00766T100 995 30,471 SH   DFND 1 30,471 0 0
AECOM COM 00766T100 4,341 132,927 SH   SOLE   132,927 0 0
AEGION CORP COM 00770F104 2,640 104,010 SH   SOLE   104,010 0 0
AEGION CORP COM 00770F104 623 24,557 SH   DFND 1 24,557 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,324 70,244 SH   SOLE   70,244 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,658 26,942 SH   DFND 1 26,942 0 0
ADVANSIX INC COM 00773T101 723 21,302 SH   SOLE   21,302 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 6,246 183,762 SH   SOLE   183,762 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,796 52,827 SH   DFND 1 52,827 0 0
ADVANCED MICRO DEVICES INC COM 007903107 21,004 679,950 SH   DFND 1 679,950 0 0
ADVANCED MICRO DEVICES INC COM 007903107 28,954 937,318 SH   SOLE   937,318 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 24,465 6,300,000 SH   SOLE   6,300,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 1,069 39,480 SH   DFND 1 39,480 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 3,309 122,210 SH   SOLE   122,210 0 0
ADVANCED ENERGY INDS COM 007973100 1,421 27,519 SH   SOLE   27,519 0 0
AEROVIRONMENT INC COM 008073108 1,666 14,855 SH   SOLE   14,855 0 0
AETNA INC NEW COM 00817Y108 41,738 205,756 SH   SOLE   205,756 0 0
AETNA INC NEW COM 00817Y108 22,109 108,993 SH   DFND 1 108,993 0 0
AETNA INC NEW COM 00817Y108 235 1,160 SH   DFND 3 650 0 510
AFFILIATED MANAGERS GROUP COM 008252108 2,351 17,199 SH   DFND 1 17,199 0 0
AFFILIATED MANAGERS GROUP COM 008252108 6,820 49,883 SH   SOLE   49,883 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 22,615 320,594 SH   SOLE   320,594 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,737 95,510 SH   DFND 1 95,510 0 0
AGILYSYS INC COM 00847J105 176 10,812 SH   SOLE   10,812 0 0
AGREE REALTY CORP COM 008492100 2,419 45,531 SH   SOLE   45,531 0 0
AIR PRODS & CHEMS INC COM 009158106 1,572 9,412 SH   SOLE   9,412 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 75,661 1,034,322 SH   SOLE   1,034,322 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 59,429 812,429 SH   DFND 1 812,429 0 0
AKORN INC COM 009728106 294 22,659 SH   SOLE   22,659 0 0
ALAMO GROUP INC COM 011311107 614 6,704 SH   SOLE   6,704 0 0
ALARM COM HLDGS INC COM 011642105 1,362 23,737 SH   SOLE   23,737 0 0
ALASKA AIR GROUP INC COM 011659109 364 5,292 SH   SOLE   5,292 0 0
ALBANY INTL CORP CL A 012348108 1,612 20,281 SH   SOLE   20,281 0 0
ALBEMARLE CORP COM 012653101 475 4,756 SH   SOLE   4,756 0 0
ALCOA CORP COM 013872106 11,750 290,837 SH   DFND 1 290,837 0 0
ALCOA CORP COM 013872106 21,379 529,193 SH   SOLE   529,193 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 854 37,622 SH   SOLE   37,622 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 28,600 227,361 SH   DFND 1 227,361 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,686 323,441 SH   SOLE   323,441 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 9,390 270,721 SH   SOLE   270,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,328 9,554 SH   SOLE   9,554 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,212 3,097 SH   SOLE   3,097 0 0
ALLEGHANY CORP DEL COM 017175100 2,350 3,601 SH   SOLE   3,601 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 896 30,322 SH   SOLE   30,322 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,123 8,854 SH   SOLE   8,854 0 0
ALLETE INC COM NEW 018522300 2,193 29,239 SH   SOLE   29,239 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 71,280 301,830 SH   SOLE   301,830 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 60,596 256,590 SH   DFND 1 256,590 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 294 25,250 SH   SOLE   25,250 0 0
ALLIANT ENERGY CORP COM 018802108 423 9,940 SH   SOLE   9,940 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 411 31,375 SH   SOLE   31,375 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 764 58,300 SH   DFND 1 58,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 612 42,945 SH   SOLE   42,945 0 0
ALLSTATE CORP COM 020002101 41,377 419,216 SH   SOLE   419,216 0 0
ALLSTATE CORP COM 020002101 4,918 49,832 SH   DFND 1 49,832 0 0
ALLSTATE CORP COM 020002101 489 4,955 SH   DFND 3 4,955 0 0
ALLY FINL INC COM 02005N100 36,271 1,371,300 SH   SOLE   1,371,300 0 0
ALLY FINL INC COM 02005N100 30,997 1,171,900 SH   DFND 1 1,171,900 0 0
ALPHABET INC CAP STK CL C 02079K107 129,287 108,329 SH   SOLE   108,329 0 0
ALPHABET INC CAP STK CL C 02079K107 62,185 52,104 SH   DFND 1 52,104 0 0
ALPHABET INC CAP STK CL C 02079K107 369 310 SH   DFND 3 310 0 0
ALPHABET INC CAP STK CL A 02079K305 111,619 92,470 SH   DFND 1 92,470 0 0
ALPHABET INC CAP STK CL A 02079K305 259,581 215,049 SH   SOLE   215,049 0 0
ALPHABET INC CAP STK CL A 02079K305 325 270 SH   DFND 3 270 0 0
ALTABA INC COM 021346101 1,061 15,581 SH   DFND 1 15,581 0 0
ALTABA INC COM 021346101 1,391 20,419 SH   SOLE   20,419 0 0
ALTRA INDL MOTION CORP COM 02208R106 378 9,162 SH   SOLE   9,162 0 0
ALTRIA GROUP INC COM 02209S103 67,715 1,122,786 SH   SOLE   1,122,786 0 0
ALTRIA GROUP INC COM 02209S103 19,733 327,186 SH   DFND 1 327,186 0 0
ALTRIA GROUP INC COM 02209S103 366 6,068 SH   DFND 3 6,068 0 0
AMAZON COM INC COM 023135106 235,965 117,806 SH   DFND 1 117,806 0 0
AMAZON COM INC COM 023135106 527,546 263,378 SH   SOLE   263,378 0 0
AMAZON COM INC COM 023135106 1,167 583 SH   DFND 3 501 0 82
AMBAC FINL GROUP INC COM NEW 023139884 648 31,753 SH   SOLE   31,753 0 0
AMEDISYS INC COM 023436108 2,468 19,754 SH   SOLE   19,754 0 0
AMEREN CORP COM 023608102 804 12,725 SH   SOLE   12,725 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 739 17,891 SH   SOLE   17,891 0 0
AMERICAN ASSETS TR INC COM 024013104 1,807 48,462 SH   SOLE   48,462 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 25,613 1,468,628 SH   DFND 1 1,468,628 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 31,897 1,828,971 SH   SOLE   1,828,971 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 3,931 95,498 SH   SOLE   95,498 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 282 6,850 SH   DFND 1 6,850 0 0
AMERICAN ELEC PWR INC COM 025537101 1,744 24,609 SH   SOLE   24,609 0 0
AMERICAN ELEC PWR INC COM 025537101 321 4,525 SH   DFND 3 4,525 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,005 40,475 SH   SOLE   40,475 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,166 61,269 SH   SOLE   61,269 0 0
AMERICAN EXPRESS CO COM 025816109 1,706 16,017 SH   DFND 1 16,017 0 0
AMERICAN EXPRESS CO COM 025816109 12,348 115,951 SH   SOLE   115,951 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 10,961 98,770 SH   DFND 1 98,770 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 53,669 483,631 SH   SOLE   483,631 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,066 94,400 SH   SOLE   94,400 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 22,375 420,271 SH   SOLE   420,271 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,201 191,606 SH   DFND 1 191,606 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 375 11,356 SH   SOLE   11,356 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 7,363 7,300,000 SH   SOLE   7,300,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 298 24,584 SH   SOLE   24,584 0 0
AMERICAN STS WTR CO COM 029899101 1,570 25,676 SH   SOLE   25,676 0 0
AMERICAN TOWER CORP NEW COM 03027X100 39,449 271,503 SH   SOLE   271,503 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,259 22,430 SH   DFND 1 22,430 0 0
AMERICAN VANGUARD CORP COM 030371108 333 18,486 SH   SOLE   18,486 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 673 7,645 SH   SOLE   7,645 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 837 10,669 SH   SOLE   10,669 0 0
AMERICOLD RLTY TR COM 03064D108 1,315 52,550 SH   DFND 1 52,550 0 0
AMERICOLD RLTY TR COM 03064D108 2,313 92,450 SH   SOLE   92,450 0 0
AMERISAFE INC COM 03071H100 837 13,511 SH   SOLE   13,511 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,212 23,985 SH   DFND 1 23,985 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7,493 81,253 SH   SOLE   81,253 0 0
AMERIPRISE FINL INC COM 03076C106 917 6,210 SH   SOLE   6,210 0 0
AMERIS BANCORP COM 03076K108 1,313 28,729 SH   DFND 1 28,729 0 0
AMERIS BANCORP COM 03076K108 4,713 103,123 SH   SOLE   103,123 0 0
AMETEK INC NEW COM 031100100 5,918 74,793 SH   DFND 1 74,793 0 0
AMETEK INC NEW COM 031100100 35,548 449,287 SH   SOLE   449,287 0 0
AMGEN INC COM 031162100 37,692 181,832 SH   SOLE   181,832 0 0
AMGEN INC COM 031162100 6,420 30,973 SH   DFND 1 30,973 0 0
AMPHENOL CORP NEW CL A 032095101 10,995 116,948 SH   DFND 1 116,948 0 0
AMPHENOL CORP NEW CL A 032095101 55,941 594,990 SH   SOLE   594,990 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 482 25,062 SH   SOLE   25,062 0 0
ANADARKO PETE CORP COM 032511107 37,027 549,285 SH   DFND 1 549,285 0 0
ANADARKO PETE CORP COM 032511107 73,799 1,094,772 SH   SOLE   1,094,772 0 0
ANALOG DEVICES INC COM 032654105 1,473 15,926 SH   SOLE   15,926 0 0
ANDEAVOR COM 03349M105 28,216 183,820 SH   DFND 1 183,820 0 0
ANDEAVOR COM 03349M105 33,828 220,380 SH   SOLE   220,380 0 0
ANDERSONS INC COM 034164103 698 18,534 SH   SOLE   18,534 0 0
ANGIODYNAMICS INC COM 03475V101 560 25,781 SH   SOLE   25,781 0 0
ANIKA THERAPEUTICS INC COM 035255108 434 10,289 SH   SOLE   10,289 0 0
ANIXTER INTL INC COM 035290105 1,430 20,342 SH   SOLE   20,342 0 0
ANNALY CAP MGMT INC COM 035710409 344 33,600 SH   SOLE   33,600 0 0
ANSYS INC COM 03662Q105 673 3,607 SH   SOLE   3,607 0 0
ANTHEM INC COM 036752103 2,860 10,437 SH   DFND 1 10,437 0 0
ANTHEM INC COM 036752103 9,522 34,744 SH   SOLE   34,744 0 0
APACHE CORP COM 037411105 782 16,410 SH   SOLE   16,410 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,750 84,987 SH   SOLE   84,987 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 351 7,950 SH   DFND 1 7,950 0 0
APERGY CORP COM 03755L104 813 18,672 SH   SOLE   18,672 0 0
APOGEE ENTERPRISES INC COM 037598109 814 19,709 SH   SOLE   19,709 0 0
APOLLO INVT CORP COM 03761U106 2,955 543,128 SH   DFND 1 543,128 0 0
APOLLO INVT CORP COM 03761U106 1,701 312,598 SH   SOLE   312,598 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,477 78,261 SH   SOLE   78,261 0 0
APPLE INC COM 037833100 350,377 1,552,128 SH   SOLE   1,552,128 0 0
APPLE INC COM 037833100 144,836 641,605 SH   DFND 1 641,605 0 0
APPLE INC COM 037833100 4,836 21,426 SH   DFND 3 21,335 0 91
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 259 14,800 SH   SOLE   14,800 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,052 26,230 SH   SOLE   26,230 0 0
APPLIED MATLS INC COM 038222105 8,798 227,622 SH   SOLE   227,622 0 0
APPLIED MATLS INC COM 038222105 1,661 42,973 SH   DFND 1 42,973 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 338 13,708 SH   SOLE   13,708 0 0
APTARGROUP INC COM 038336103 1,620 15,036 SH   SOLE   15,036 0 0
AQUA AMERICA INC COM 03836W103 1,584 42,920 SH   SOLE   42,920 0 0
ARCBEST CORP COM 03937C105 871 17,945 SH   SOLE   17,945 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,378 146,766 SH   DFND 1 146,766 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 46,394 922,895 SH   SOLE   922,895 0 0
ARCHROCK INC COM 03957W106 13,518 1,108,023 SH   SOLE   1,108,023 0 0
ARCHROCK INC COM 03957W106 3,793 310,903 SH   DFND 1 310,903 0 0
ARCONIC INC COM 03965L100 402 18,244 SH   SOLE   18,244 0 0
ARDELYX INC COM 039697107 72 16,585 SH   DFND 1 16,585 0 0
ARDELYX INC COM 039697107 244 56,088 SH   SOLE   56,088 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 710 15,428 SH   DFND 1 15,428 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,841 40,002 SH   SOLE   40,002 0 0
ARES CAP CORP COM 04010L103 2,901 168,750 SH   SOLE   168,750 0 0
ARES CAP CORP COM 04010L103 5,135 298,715 SH   DFND 1 298,715 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 5,559 5,500,000 SH   SOLE   5,500,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 541 38,694 SH   DFND 1 38,694 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,800 128,878 SH   SOLE   128,878 0 0
ARISTA NETWORKS INC COM 040413106 20,001 75,231 SH   SOLE   75,231 0 0
ARISTA NETWORKS INC COM 040413106 12,286 46,214 SH   DFND 1 46,214 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,672 640,082 SH   SOLE   640,082 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,420 160,191 SH   DFND 1 160,191 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 659 29,337 SH   SOLE   29,337 0 0
ARROW ELECTRS INC COM 042735100 4,961 67,300 SH   DFND 1 67,300 0 0
ARROW ELECTRS INC COM 042735100 17,627 239,101 SH   SOLE   239,101 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,052 55,783 SH   SOLE   55,783 0 0
ARTESIAN RESOURCES CORP CL A 043113208 610 16,576 SH   DFND 1 16,576 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 955 13,884 SH   SOLE   13,884 0 0
ASCENA RETAIL GROUP INC COM 04351G101 549 120,087 SH   SOLE   120,087 0 0
ASCENT CAP GROUP INC COM SER A 043632108 65 36,452 SH   SOLE   36,452 0 0
ASCENT CAP GROUP INC COM SER A 043632108 19 10,816 SH   DFND 1 10,816 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 965 150,967 SH   SOLE   150,967 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 292 45,633 SH   DFND 1 45,633 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 276 3,290 SH   DFND 1 3,290 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,703 20,303 SH   SOLE   20,303 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 261 44,409 SH   SOLE   44,409 0 0
ASSOCIATED BANC CORP COM 045487105 1,059 40,731 SH   SOLE   40,731 0 0
ASSURANT INC COM 04621X108 244 2,262 SH   SOLE   2,262 0 0
ASTEC INDS INC COM 046224101 793 15,739 SH   SOLE   15,739 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 78 60,119 SH   DFND 1 60,119 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 263 202,239 SH   SOLE   202,239 0 0
ATKORE INTL GROUP INC COM 047649108 259 9,775 SH   DFND 1 9,775 0 0
ATKORE INTL GROUP INC COM 047649108 803 30,254 SH   SOLE   30,254 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,142 17,918 SH   SOLE   17,918 0 0
ATMOS ENERGY CORP COM 049560105 4,998 53,225 SH   SOLE   53,225 0 0
ATRION CORP COM 049904105 732 1,053 SH   DFND 1 1,053 0 0
ATRION CORP COM 049904105 2,473 3,559 SH   SOLE   3,559 0 0
AUTODESK INC COM 052769106 80,147 513,398 SH   SOLE   513,398 0 0
AUTODESK INC COM 052769106 33,829 216,697 SH   DFND 1 216,697 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,692 31,140 SH   DFND 1 31,140 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 44,151 293,050 SH   SOLE   293,050 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 697 4,623 SH   DFND 3 4,623 0 0
AUTONATION INC COM 05329W102 591 14,212 SH   SOLE   14,212 0 0
AUTOZONE INC COM 053332102 888 1,145 SH   SOLE   1,145 0 0
AVALONBAY CMNTYS INC COM 053484101 1,603 8,850 SH   DFND 1 8,850 0 0
AVALONBAY CMNTYS INC COM 053484101 15,508 85,611 SH   SOLE   85,611 0 0
AVANOS MED INC COM 05350V106 777 11,346 SH   SOLE   11,346 0 0
AVERY DENNISON CORP COM 053611109 409 3,779 SH   SOLE   3,779 0 0
AVIS BUDGET GROUP COM 053774105 511 15,896 SH   SOLE   15,896 0 0
AVISTA CORP COM 05379B107 2,254 44,579 SH   SOLE   44,579 0 0
AVNET INC COM 053807103 1,274 28,459 SH   SOLE   28,459 0 0
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W R BERKLEY CORPORATION COM 084423102 1,939 24,257 SH   SOLE   24,257 0 0
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BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,831 1,800,000 SH   SOLE   1,800,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 24,876 653,245 SH   DFND 1 653,245 0 0
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BLOCK H & R INC COM 093671105 231 8,982 SH   SOLE   8,982 0 0
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CF INDS HLDGS INC COM 125269100 15,534 285,337 SH   DFND 1 285,337 0 0
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EAGLE PHARMACEUTICALS INC COM 269796108 524 7,556 SH   SOLE   7,556 0 0
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EASTMAN CHEM CO COM 277432100 25,911 270,697 SH   DFND 1 270,697 0 0
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EBAY INC COM 278642103 1,311 39,691 SH   SOLE   39,691 0 0
EBIX INC COM NEW 278715206 1,222 15,445 SH   SOLE   15,445 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 577 18,649 SH   SOLE   18,649 0 0
ECOLAB INC COM 278865100 1,748 11,149 SH   SOLE   11,149 0 0
EDGEWELL PERS CARE CO COM 28035Q102 602 13,029 SH   SOLE   13,029 0 0
EDISON INTL COM 281020107 16,762 247,672 SH   DFND 1 247,672 0 0
EDISON INTL COM 281020107 28,156 416,015 SH   SOLE   416,015 0 0
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EHEALTH INC COM 28238P109 331 11,701 SH   SOLE   11,701 0 0
8X8 INC NEW COM 282914100 1,386 65,233 SH   SOLE   65,233 0 0
EL PASO ELEC CO COM NEW 283677854 1,628 28,458 SH   SOLE   28,458 0 0
ELDORADO RESORTS INC COM 28470R102 755 15,526 SH   SOLE   15,526 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 421 24,105 SH   SOLE   24,105 0 0
ELECTRONIC ARTS INC COM 285512109 1,984 16,464 SH   SOLE   16,464 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,068 31,324 SH   SOLE   31,324 0 0
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ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 155 13,719 SH   DFND 1 13,719 0 0
ELLIS PERRY INTL INC COM 288853104 243 8,884 SH   SOLE   8,884 0 0
EMCOR GROUP INC COM 29084Q100 22,161 295,047 SH   SOLE   295,047 0 0
EMCOR GROUP INC COM 29084Q100 5,879 78,275 SH   DFND 1 78,275 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,975 30,000 SH   SOLE   30,000 0 0
EMERSON ELEC CO COM 291011104 18,259 238,436 SH   SOLE   238,436 0 0
EMERSON ELEC CO COM 291011104 3,774 49,287 SH   DFND 1 49,287 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 531 32,191 SH   SOLE   32,191 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 167 10,130 SH   DFND 1 10,130 0 0
EMPIRE ST RLTY TR INC CL A 292104106 5,661 340,814 SH   SOLE   340,814 0 0
EMPIRE ST RLTY TR INC CL A 292104106 1,568 94,412 SH   DFND 1 94,412 0 0
EMPLOYERS HOLDINGS INC COM 292218104 2,088 46,087 SH   DFND 1 46,087 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,949 175,466 SH   SOLE   175,466 0 0
ENBRIDGE INC COM 29250N105 1,149 35,570 SH   SOLE   35,570 0 0
ENBRIDGE INC COM 29250N105 1,457 45,120 SH   DFND 1 45,120 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 927 10,849 SH   SOLE   10,849 0 0
ENCORE CAP GROUP INC COM 292554102 644 17,960 SH   SOLE   17,960 0 0
ENCORE WIRE CORP COM 292562105 9,874 197,094 SH   DFND 1 197,094 0 0
ENCORE WIRE CORP COM 292562105 14,229 284,020 SH   SOLE   284,020 0 0
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ENERGEN CORP COM 29265N108 1,688 19,592 SH   SOLE   19,592 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 202 22,954 SH   DFND 1 22,954 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 680 77,281 SH   SOLE   77,281 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 844 14,387 SH   SOLE   14,387 0 0
ENERSYS COM 29275Y102 885 10,160 SH   SOLE   10,160 0 0
ENGILITY HLDGS INC NEW COM 29286C107 446 12,392 SH   SOLE   12,392 0 0
ENPRO INDS INC COM 29355X107 1,074 14,723 SH   SOLE   14,723 0 0
ENOVA INTL INC COM 29357K103 684 23,742 SH   SOLE   23,742 0 0
ENSIGN GROUP INC COM 29358P101 1,290 34,016 SH   SOLE   34,016 0 0
ENTERGY CORP NEW COM 29364G103 45,238 557,604 SH   SOLE   557,604 0 0
ENTERGY CORP NEW COM 29364G103 29,282 360,925 SH   DFND 1 360,925 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 13,994 263,783 SH   SOLE   263,783 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,874 73,034 SH   DFND 1 73,034 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,638 57,000 SH   SOLE   57,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,079 72,350 SH   DFND 1 72,350 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,288 44,818 SH   DFND 3 1,785 0 43,033
ENVESTNET INC COM 29404K106 2,775 45,529 SH   SOLE   45,529 0 0
ENVESTNET INC COM 29404K106 1,070 17,561 SH   DFND 1 17,561 0 0
ENVISION HEALTHCARE CORP COM 29414D100 238 5,201 SH   SOLE   5,201 0 0
EPLUS INC COM 294268107 887 9,565 SH   SOLE   9,565 0 0
EPIZYME INC COM 29428V104 898 84,672 SH   SOLE   84,672 0 0
EPIZYME INC COM 29428V104 265 25,039 SH   DFND 1 25,039 0 0
EQUIFAX INC COM 294429105 674 5,165 SH   SOLE   5,165 0 0
EQUINIX INC COM PAR $0.001 29444U700 2,343 5,412 SH   DFND 1 5,412 0 0
EQUINIX INC COM PAR $0.001 29444U700 20,528 47,421 SH   SOLE   47,421 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,481 25,728 SH   SOLE   25,728 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,239 229,993 SH   SOLE   229,993 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,239 18,700 SH   DFND 1 18,700 0 0
ESCO TECHNOLOGIES INC COM 296315104 3,592 52,779 SH   SOLE   52,779 0 0
ESCO TECHNOLOGIES INC COM 296315104 702 10,311 SH   DFND 1 10,311 0 0
ESSENDANT INC COM 296689102 338 26,386 SH   SOLE   26,386 0 0
ESSEX PPTY TR INC COM 297178105 808 3,275 SH   DFND 1 3,275 0 0
ESSEX PPTY TR INC COM 297178105 10,004 40,549 SH   SOLE   40,549 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 568 6,242 SH   SOLE   6,242 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 366 17,623 SH   SOLE   17,623 0 0
EURONET WORLDWIDE INC COM 298736109 3,535 35,270 SH   SOLE   35,270 0 0
EURONET WORLDWIDE INC COM 298736109 1,278 12,750 SH   DFND 1 12,750 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 24,314 17,460,000 SH   SOLE   17,460,000 0 0
EVERCORE INC CLASS A 29977A105 987 9,815 SH   SOLE   9,815 0 0
EVERGY INC COM 30034W106 640 11,645 SH   SOLE   11,645 0 0
EVERTEC INC COM 30040P103 3,274 135,846 SH   DFND 1 135,846 0 0
EVERTEC INC COM 30040P103 11,800 489,640 SH   SOLE   489,640 0 0
EVERSOURCE ENERGY COM 30040W108 836 13,607 SH   SOLE   13,607 0 0
EVOLENT HEALTH INC CL A 30050B101 4,062 143,038 SH   SOLE   143,038 0 0
EVOLENT HEALTH INC CL A 30050B101 1,566 55,144 SH   DFND 1 55,144 0 0
EXCHANGE TRADED CONCEPTS TR FLAG FRNSIC ACC 301505400 3,209 75,689 SH   DFND 3 72,387 0 3,301
EXELON CORP COM 30161N101 11,298 258,765 SH   SOLE   258,765 0 0
EXELIXIS INC COM 30161Q104 1,853 104,561 SH   SOLE   104,561 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,091 31,588 SH   SOLE   31,588 0 0
EXPEDIA GROUP INC COM NEW 30212P303 37,283 285,740 SH   SOLE   285,740 0 0
EXPEDIA GROUP INC COM NEW 30212P303 28,268 216,644 SH   DFND 1 216,644 0 0
EXPEDITORS INTL WASH INC COM 302130109 551 7,500 SH   SOLE   7,500 0 0
EXPONENT INC COM 30214U102 1,953 36,433 SH   SOLE   36,433 0 0
EXPRESS INC COM 30219E103 586 52,948 SH   SOLE   52,948 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 21,345 224,657 SH   DFND 1 224,657 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 44,693 470,402 SH   SOLE   470,402 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 11,294 558,279 SH   SOLE   558,279 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,357 165,927 SH   DFND 1 165,927 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,757 77,984 SH   SOLE   77,984 0 0
EXTRA SPACE STORAGE INC COM 30225T102 550 6,350 SH   DFND 1 6,350 0 0
EXTREME NETWORKS INC COM 30226D106 447 81,612 SH   SOLE   81,612 0 0
EXTERRAN CORP COM 30227H106 961 36,207 SH   DFND 1 36,207 0 0
EXTERRAN CORP COM 30227H106 3,828 144,277 SH   SOLE   144,277 0 0
EZCORP INC CL A NON VTG 302301106 386 36,037 SH   SOLE   36,037 0 0
EXXON MOBIL CORP COM 30231G102 7,271 85,519 SH   DFND 1 85,519 0 0
EXXON MOBIL CORP COM 30231G102 52,006 611,697 SH   SOLE   611,697 0 0
EXXON MOBIL CORP COM 30231G102 8,845 104,037 SH   DFND 3 101,527 0 2,510
FBL FINL GROUP INC CL A 30239F106 620 8,233 SH   DFND 1 8,233 0 0
FBL FINL GROUP INC CL A 30239F106 2,231 29,648 SH   SOLE   29,648 0 0
FLIR SYS INC COM 302445101 6,597 107,320 SH   DFND 1 107,320 0 0
FLIR SYS INC COM 302445101 18,676 303,822 SH   SOLE   303,822 0 0
F M C CORP COM NEW 302491303 1,265 14,512 SH   SOLE   14,512 0 0
F M C CORP COM NEW 302491303 475 5,448 SH   DFND 1 5,448 0 0
FNB CORP PA COM 302520101 994 78,155 SH   SOLE   78,155 0 0
FTI CONSULTING INC COM 302941109 1,937 26,461 SH   SOLE   26,461 0 0
FACEBOOK INC CL A 30303M102 83,063 505,063 SH   DFND 1 505,063 0 0
FACEBOOK INC CL A 30303M102 207,037 1,258,891 SH   SOLE   1,258,891 0 0
FACEBOOK INC CL A 30303M102 320 1,945 SH   DFND 3 1,793 0 152
FACTSET RESH SYS INC COM 303075105 2,052 9,174 SH   SOLE   9,174 0 0
FAIR ISAAC CORP COM 303250104 1,593 6,972 SH   SOLE   6,972 0 0
FARO TECHNOLOGIES INC COM 311642102 762 11,835 SH   SOLE   11,835 0 0
FASTENAL CO COM 311900104 717 12,351 SH   SOLE   12,351 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 5,304 41,939 SH   SOLE   41,939 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 462 3,650 SH   DFND 1 3,650 0 0
FEDERAL SIGNAL CORP COM 313855108 4,096 152,958 SH   SOLE   152,958 0 0
FEDERAL SIGNAL CORP COM 313855108 900 33,609 SH   DFND 1 33,609 0 0
FEDERATED INVS INC PA CL B 314211103 555 23,011 SH   SOLE   23,011 0 0
FEDEX CORP COM 31428X106 2,542 10,557 SH   SOLE   10,557 0 0
F5 NETWORKS INC COM 315616102 2,670 13,388 SH   SOLE   13,388 0 0
F5 NETWORKS INC COM 315616102 1,343 6,737 SH   DFND 1 6,737 0 0
FIBROGEN INC COM 31572Q808 218 3,588 SH   DFND 1 3,588 0 0
FIBROGEN INC COM 31572Q808 736 12,112 SH   SOLE   12,112 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 23,502 215,477 SH   SOLE   215,477 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 694 6,364 SH   DFND 1 6,364 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 291 2,671 SH   DFND 3 2,671 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 384 15,502 SH   SOLE   15,502 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 427 15,966 SH   SOLE   15,966 0 0
FIFTH THIRD BANCORP COM 316773100 29,042 1,040,199 SH   DFND 1 1,040,199 0 0
FIFTH THIRD BANCORP COM 316773100 58,643 2,100,378 SH   SOLE   2,100,378 0 0
FINANCIAL INSTNS INC COM 317585404 820 26,110 SH   DFND 1 26,110 0 0
FINANCIAL INSTNS INC COM 317585404 2,800 89,170 SH   SOLE   89,170 0 0
FINISAR CORP COM NEW 31787A507 1,529 80,267 SH   SOLE   80,267 0 0
FIRST AMERN FINL CORP COM 31847R102 12,201 236,503 SH   SOLE   236,503 0 0
FIRST AMERN FINL CORP COM 31847R102 2,474 47,946 SH   DFND 1 47,946 0 0
FIRST BANCORP P R COM NEW 318672706 1,348 148,156 SH   SOLE   148,156 0 0
FIRST BUSEY CORP COM NEW 319383204 1,108 35,699 SH   DFND 1 35,699 0 0
FIRST BUSEY CORP COM NEW 319383204 4,244 136,699 SH   SOLE   136,699 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,310 205,058 SH   SOLE   205,058 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 705 43,654 SH   DFND 1 43,654 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,800 59,767 SH   DFND 1 59,767 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 5,854 194,423 SH   SOLE   194,423 0 0
FIRST FINL BANCORP OH COM 320209109 2,030 68,343 SH   SOLE   68,343 0 0
FIRST FINL BANKSHARES COM 32020R109 2,724 46,087 SH   SOLE   46,087 0 0
FIRST FINL CORP IND COM 320218100 2,272 45,252 SH   SOLE   45,252 0 0
FIRST FINL CORP IND COM 320218100 662 13,180 SH   DFND 1 13,180 0 0
FIRST HORIZON NATL CORP COM 320517105 1,362 78,918 SH   SOLE   78,918 0 0
FIRST HAWAIIAN INC COM 32051X108 8,220 302,659 SH   DFND 1 302,659 0 0
FIRST HAWAIIAN INC COM 32051X108 28,906 1,064,298 SH   SOLE   1,064,298 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 10,713 341,168 SH   SOLE   341,168 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 412 13,116 SH   DFND 1 13,116 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 16,619 370,949 SH   SOLE   370,949 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 10,512 234,633 SH   DFND 1 234,633 0 0
FIRST LONG IS CORP COM 320734106 500 23,005 SH   SOLE   23,005 0 0
FIRST MERCHANTS CORP COM 320817109 522 11,600 SH   SOLE   11,600 0 0
FIRST MERCHANTS CORP COM 320817109 311 6,920 SH   DFND 3 6,920 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 276 6,834 SH   SOLE   6,834 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 3,072 115,536 SH   SOLE   115,536 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 373 14,011 SH   DFND 1 14,011 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 39,276 409,126 SH   SOLE   409,126 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 33,559 349,570 SH   DFND 1 349,570 0 0
FIRST SOLAR INC COM 336433107 874 18,042 SH   SOLE   18,042 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 385 12,177 SH   DFND 3 12,177 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,591 25,495 SH   DFND 3 25,495 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 4,985 104,295 SH   DFND 3 102,724 0 1,571
FIRSTCASH INC COM 33767D105 2,480 30,238 SH   SOLE   30,238 0 0
FISERV INC COM 337738108 40,944 497,009 SH   SOLE   497,009 0 0
FISERV INC COM 337738108 4,707 57,142 SH   DFND 1 57,142 0 0
FIRSTENERGY CORP COM 337932107 715 19,249 SH   SOLE   19,249 0 0
FIVE BELOW INC COM 33829M101 13,565 104,296 SH   SOLE   104,296 0 0
FIVE BELOW INC COM 33829M101 4,557 35,036 SH   DFND 1 35,036 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 875 3,841 SH   SOLE   3,841 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 180,074 7,431,860 SH   DFND 3 6,985,459 0 446,401
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 473 19,509 SH   DFND 4 19,509 0 0
FLOTEK INDS INC DEL COM 343389102 96 40,078 SH   SOLE   40,078 0 0
FLUOR CORP NEW COM 343412102 351 6,036 SH   SOLE   6,036 0 0
FLOWERS FOODS INC COM 343498101 835 44,771 SH   SOLE   44,771 0 0
FLOWSERVE CORP COM 34354P105 307 5,618 SH   SOLE   5,618 0 0
FOOT LOCKER INC COM 344849104 259 5,072 SH   SOLE   5,072 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,555 168,059 SH   SOLE   168,059 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 164 17,698 SH   DFND 3 17,698 0 0
FORMFACTOR INC COM 346375108 699 50,836 SH   SOLE   50,836 0 0
FORRESTER RESH INC COM 346563109 945 20,599 SH   DFND 1 20,599 0 0
FORRESTER RESH INC COM 346563109 3,369 73,390 SH   SOLE   73,390 0 0
FORTINET INC COM 34959E109 5,552 60,169 SH   DFND 1 60,169 0 0
FORTINET INC COM 34959E109 18,537 200,904 SH   SOLE   200,904 0 0
FORTIVE CORP COM 34959J108 1,109 13,171 SH   SOLE   13,171 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,433 27,362 SH   DFND 1 27,362 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 4,275 81,640 SH   SOLE   81,640 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,159 111,955 SH   DFND 1 111,955 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 3,772 364,489 SH   SOLE   364,489 0 0
FORWARD AIR CORP COM 349853101 1,478 20,615 SH   SOLE   20,615 0 0
FOSSIL GROUP INC COM 34988V106 720 30,911 SH   SOLE   30,911 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,083 81,081 SH   SOLE   81,081 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,847 26,370 SH   SOLE   26,370 0 0
FRANCESCAS HLDGS CORP COM 351793104 91 24,411 SH   SOLE   24,411 0 0
FRANKLIN ELEC INC COM 353514102 2,463 52,125 SH   SOLE   52,125 0 0
FRANKLIN ELEC INC COM 353514102 351 7,422 SH   DFND 1 7,422 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 330 8,449 SH   SOLE   8,449 0 0
FRANKLIN RES INC COM 354613101 416 13,686 SH   SOLE   13,686 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 266 33,296 SH   DFND 1 33,296 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,495 187,053 SH   SOLE   187,053 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,785 200,068 SH   SOLE   200,068 0 0
FREEPORT-MCMORAN INC CL B 35671D857 641 46,021 SH   DFND 1 46,021 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 468 72,070 SH   SOLE   72,070 0 0
FULLER H B CO COM 359694106 1,774 34,331 SH   SOLE   34,331 0 0
FULTON FINL CORP PA COM 360271100 705 42,354 SH   SOLE   42,354 0 0
FUTUREFUEL CORPORATION COM 36116M106 332 17,885 SH   SOLE   17,885 0 0
GATX CORP COM 361448103 787 9,089 SH   SOLE   9,089 0 0
GEO GROUP INC NEW COM 36162J106 2,010 79,889 SH   SOLE   79,889 0 0
GEE GROUP INC COM 36165A102 266 107 SH   SOLE   107 0 0
G-III APPAREL GROUP LTD COM 36237H101 12,927 268,241 SH   SOLE   268,241 0 0
G-III APPAREL GROUP LTD COM 36237H101 6,931 143,829 SH   DFND 1 143,829 0 0
GABELLI EQUITY TR INC COM 362397101 167 25,730 SH   DFND 3 25,730 0 0
GMS INC COM 36251C103 340 14,654 SH   SOLE   14,654 0 0
GALLAGHER ARTHUR J & CO COM 363576109 14,760 198,286 SH   SOLE   198,286 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,191 29,430 SH   DFND 1 29,430 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,090 30,923 SH   SOLE   30,923 0 0
GAMESTOP CORP NEW CL A 36467W109 1,095 71,707 SH   SOLE   71,707 0 0
GANNETT CO INC COM 36473H104 791 79,069 SH   SOLE   79,069 0 0
GAP INC DEL COM 364760108 269 9,317 SH   SOLE   9,317 0 0
GARTNER INC COM 366651107 621 3,917 SH   SOLE   3,917 0 0
GENERAL DYNAMICS CORP COM 369550108 3,660 17,876 SH   DFND 1 17,876 0 0
GENERAL DYNAMICS CORP COM 369550108 28,883 141,086 SH   SOLE   141,086 0 0
GENERAL ELECTRIC CO COM 369604103 5,424 480,391 SH   SOLE   480,391 0 0
GENERAL ELECTRIC CO COM 369604103 282 25,021 SH   DFND 1 25,021 0 0
GENERAL ELECTRIC CO COM 369604103 450 39,907 SH   DFND 3 39,907 0 0
GENERAL MLS INC COM 370334104 1,093 25,457 SH   SOLE   25,457 0 0
GENERAL MTRS CO COM 37045V100 4,912 145,885 SH   SOLE   145,885 0 0
GENERAL MTRS CO COM 37045V100 1,615 47,956 SH   DFND 1 47,956 0 0
GENESCO INC COM 371532102 657 13,953 SH   SOLE   13,953 0 0
GENESEE & WYO INC CL A 371559105 16,594 182,377 SH   SOLE   182,377 0 0
GENESEE & WYO INC CL A 371559105 11,068 121,644 SH   DFND 1 121,644 0 0
GENTEX CORP COM 371901109 1,418 66,061 SH   SOLE   66,061 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,093 148,673 SH   DFND 1 148,673 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,843 386,793 SH   SOLE   386,793 0 0
GENOMIC HEALTH INC COM 37244C101 508 7,239 SH   SOLE   7,239 0 0
GENUINE PARTS CO COM 372460105 626 6,301 SH   SOLE   6,301 0 0
GENWORTH FINL INC COM CL A 37247D106 502 120,343 SH   SOLE   120,343 0 0
GENTHERM INC COM 37253A103 1,124 24,721 SH   SOLE   24,721 0 0
GETTY RLTY CORP NEW COM 374297109 1,736 60,788 SH   SOLE   60,788 0 0
GETTY RLTY CORP NEW COM 374297109 278 9,730 SH   DFND 1 9,730 0 0
GIBRALTAR INDS INC COM 374689107 1,013 22,209 SH   SOLE   22,209 0 0
GILEAD SCIENCES INC COM 375558103 21,310 275,998 SH   DFND 1 275,998 0 0
GILEAD SCIENCES INC COM 375558103 47,964 621,220 SH   SOLE   621,220 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,484 57,642 SH   SOLE   57,642 0 0
GLADSTONE COML CORP COM 376536108 280 14,608 SH   SOLE   14,608 0 0
GLATFELTER COM 377316104 586 30,680 SH   SOLE   30,680 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 33,719 839,406 SH   SOLE   839,406 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19,241 478,996 SH   DFND 1 478,996 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,651 79,166 SH   SOLE   79,166 0 0
GLOBAL PMTS INC COM 37940X102 20,058 157,440 SH   SOLE   157,440 0 0
GLOBAL PMTS INC COM 37940X102 6,913 54,260 SH   DFND 1 54,260 0 0
GLOBUS MED INC CL A 379577208 1,003 17,669 SH   SOLE   17,669 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 16 22,300 SH   DFND 3 22,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 158,903 708,629 SH   SOLE   708,629 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 77,842 347,136 SH   DFND 1 347,136 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 291 1,297 SH   DFND 3 1,297 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 2,258 2,240,000 SH   SOLE   2,240,000 0 0
GOLUB CAP BDC INC COM 38173M102 2,474 131,929 SH   SOLE   131,929 0 0
GOLUB CAP BDC INC COM 38173M102 3,711 197,896 SH   DFND 1 197,896 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 241 10,297 SH   SOLE   10,297 0 0
GORMAN RUPP CO COM 383082104 2,064 56,546 SH   SOLE   56,546 0 0
GORMAN RUPP CO COM 383082104 618 16,933 SH   DFND 1 16,933 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,137 100,715 SH   SOLE   100,715 0 0
GRACO INC COM 384109104 1,874 40,448 SH   SOLE   40,448 0 0
GRAHAM HLDGS CO COM 384637104 616 1,064 SH   SOLE   1,064 0 0
GRAINGER W W INC COM 384802104 782 2,188 SH   SOLE   2,188 0 0
GRAN TIERRA ENERGY INC COM 38500T101 5,401 1,413,941 SH   SOLE   1,413,941 0 0
GRAN TIERRA ENERGY INC COM 38500T101 1,654 433,102 SH   DFND 1 433,102 0 0
GRANITE CONSTR INC COM 387328107 7,219 157,956 SH   SOLE   157,956 0 0
GRANITE CONSTR INC COM 387328107 4,086 89,409 SH   DFND 1 89,409 0 0
GRANITE PT MTG TR INC COM 38741L107 644 33,396 SH   SOLE   33,396 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,378 42,963 SH   DFND 1 42,963 0 0
GREAT SOUTHN BANCORP INC COM 390905107 8,412 151,980 SH   SOLE   151,980 0 0
GREAT WESTN BANCORP INC COM 391416104 1,736 41,140 SH   SOLE   41,140 0 0
GREEN BANCORP INC COM 39260X100 408 18,483 SH   SOLE   18,483 0 0
GREEN DOT CORP CL A 39304D102 2,902 32,673 SH   SOLE   32,673 0 0
GREEN PLAINS INC COM 393222104 468 27,184 SH   SOLE   27,184 0 0
GREENBRIER COS INC COM 393657101 1,319 21,941 SH   SOLE   21,941 0 0
GREENHILL & CO INC COM 395259104 344 13,037 SH   SOLE   13,037 0 0
GREIF INC CL A 397624107 335 6,246 SH   SOLE   6,246 0 0
GRIFFON CORP COM 398433102 383 23,730 SH   SOLE   23,730 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 837 12,896 SH   SOLE   12,896 0 0
GUESS INC COM 401617105 925 40,928 SH   SOLE   40,928 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 23,597 233,610 SH   SOLE   233,610 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 12,773 126,448 SH   DFND 1 126,448 0 0
GULFPORT ENERGY CORP COM NEW 402635304 393 37,718 SH   SOLE   37,718 0 0
HCA HEALTHCARE INC COM 40412C101 1,669 11,999 SH   SOLE   11,999 0 0
HCA HEALTHCARE INC COM 40412C101 5,828 41,889 SH   DFND 3 41,889 0 0
HCP INC COM 40414L109 630 23,950 SH   DFND 1 23,950 0 0
HCP INC COM 40414L109 6,316 239,975 SH   SOLE   239,975 0 0
HCI GROUP INC COM 40416E103 232 5,305 SH   SOLE   5,305 0 0
HFF INC CL A 40418F108 1,103 25,955 SH   SOLE   25,955 0 0
HNI CORP COM 404251100 464 10,495 SH   SOLE   10,495 0 0
HMS HLDGS CORP COM 40425J101 1,914 58,351 SH   SOLE   58,351 0 0
HP INC COM 40434L105 1,816 70,476 SH   SOLE   70,476 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 2,834 177,707 SH   SOLE   177,707 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,088 68,199 SH   DFND 1 68,199 0 0
HAEMONETICS CORP COM 405024100 1,443 12,591 SH   SOLE   12,591 0 0
HAIN CELESTIAL GROUP INC COM 405217100 37,978 1,400,353 SH   DFND 1 1,400,353 0 0
HAIN CELESTIAL GROUP INC COM 405217100 48,548 1,790,134 SH   SOLE   1,790,134 0 0
HALLIBURTON CO COM 406216101 44,359 1,094,472 SH   SOLE   1,094,472 0 0
HALLIBURTON CO COM 406216101 28,396 700,607 SH   DFND 1 700,607 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 25,334 1,394,284 SH   DFND 1 1,394,284 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 31,642 1,741,446 SH   SOLE   1,741,446 0 0
HAMILTON LANE INC CL A 407497106 10,326 233,199 SH   DFND 1 233,199 0 0
HAMILTON LANE INC CL A 407497106 17,613 397,754 SH   SOLE   397,754 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 8,883 186,807 SH   DFND 1 186,807 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 13,815 290,534 SH   SOLE   290,534 0 0
HANESBRANDS INC COM 410345102 285 15,474 SH   SOLE   15,474 0 0
HANMI FINL CORP COM NEW 410495204 219 8,784 SH   DFND 1 8,784 0 0
HANMI FINL CORP COM NEW 410495204 1,304 52,357 SH   SOLE   52,357 0 0
HANOVER INS GROUP INC COM 410867105 1,203 9,754 SH   DFND 1 9,754 0 0
HANOVER INS GROUP INC COM 410867105 5,318 43,106 SH   SOLE   43,106 0 0
HARLEY DAVIDSON INC COM 412822108 46,974 1,036,964 SH   SOLE   1,036,964 0 0
HARLEY DAVIDSON INC COM 412822108 23,501 518,775 SH   DFND 1 518,775 0 0
HARMONIC INC COM 413160102 331 60,233 SH   SOLE   60,233 0 0
HARRIS CORP DEL COM 413875105 862 5,097 SH   SOLE   5,097 0 0
HARSCO CORP COM 415864107 1,610 56,388 SH   SOLE   56,388 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,614 112,361 SH   DFND 1 112,361 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 24,222 484,818 SH   SOLE   484,818 0 0
HASBRO INC COM 418056107 513 4,882 SH   SOLE   4,882 0 0
HAVERTY FURNITURE INC COM 419596101 942 42,638 SH   SOLE   42,638 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 935 26,266 SH   SOLE   26,266 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,426 35,573 SH   SOLE   35,573 0 0
HAWKINS INC COM 420261109 277 6,671 SH   SOLE   6,671 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 309 8,707 SH   SOLE   8,707 0 0
HEALTHCARE SVCS GRP INC COM 421906108 7,522 185,168 SH   SOLE   185,168 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,637 64,930 SH   DFND 1 64,930 0 0
HEALTHCARE RLTY TR COM 421946104 3,022 103,276 SH   SOLE   103,276 0 0
HEALTHSTREAM INC COM 42222N103 561 18,103 SH   SOLE   18,103 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,611 60,419 SH   SOLE   60,419 0 0
HEALTHEQUITY INC COM 42226A107 1,196 12,667 SH   SOLE   12,667 0 0
HEARTLAND EXPRESS INC COM 422347104 679 34,405 SH   SOLE   34,405 0 0
HEARTLAND FINL USA INC COM 42234Q102 585 10,076 SH   SOLE   10,076 0 0
HEICO CORP NEW COM 422806109 11,708 126,421 SH   SOLE   126,421 0 0
HEICO CORP NEW COM 422806109 4,313 46,569 SH   DFND 1 46,569 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 446 13,180 SH   SOLE   13,180 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 2,996 303,286 SH   SOLE   303,286 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 658 66,607 SH   DFND 1 66,607 0 0
HELMERICH & PAYNE INC COM 423452101 322 4,675 SH   SOLE   4,675 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 287 20,563 SH   SOLE   20,563 0 0
HENRY JACK & ASSOC INC COM 426281101 2,985 18,648 SH   SOLE   18,648 0 0
HERITAGE COMMERCE CORP COM 426927109 9,151 613,336 SH   DFND 1 613,336 0 0
HERITAGE COMMERCE CORP COM 426927109 13,832 927,078 SH   SOLE   927,078 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,198 3,300,000 SH   SOLE   3,300,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 795 22,605 SH   SOLE   22,605 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,049 46,271 SH   SOLE   46,271 0 0
HERSHEY CO COM 427866108 612 5,999 SH   SOLE   5,999 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,507 39,780 SH   DFND 1 39,780 0 0
HESKA CORP COM RESTRC NEW 42805E306 6,786 59,889 SH   SOLE   59,889 0 0
HESS CORP COM 42809H107 805 11,243 SH   SOLE   11,243 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,069 65,565 SH   SOLE   65,565 0 0
HIBBETT SPORTS INC COM 428567101 250 13,289 SH   SOLE   13,289 0 0
HIGHPOINT RES CORP COM 43114K108 338 69,234 SH   SOLE   69,234 0 0
HIGHWOODS PPTYS INC COM 431284108 4,371 92,497 SH   DFND 1 92,497 0 0
HIGHWOODS PPTYS INC COM 431284108 29,414 622,390 SH   SOLE   622,390 0 0
HILL ROM HLDGS INC COM 431475102 12,161 128,829 SH   SOLE   128,829 0 0
HILL ROM HLDGS INC COM 431475102 2,911 30,842 SH   DFND 1 30,842 0 0
HILLENBRAND INC COM 431571108 2,555 48,851 SH   SOLE   48,851 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,442 30,229 SH   SOLE   30,229 0 0
HOLLYFRONTIER CORP COM 436106108 5,192 74,272 SH   SOLE   74,272 0 0
HOLLYFRONTIER CORP COM 436106108 1,682 24,060 SH   DFND 1 24,060 0 0
HOLOGIC INC COM 436440101 480 11,723 SH   SOLE   11,723 0 0
HOME BANCSHARES INC COM 436893200 833 38,058 SH   SOLE   38,058 0 0
HOME DEPOT INC COM 437076102 59,124 285,418 SH   SOLE   285,418 0 0
HOME DEPOT INC COM 437076102 6,873 33,177 SH   DFND 1 33,177 0 0
HOME DEPOT INC COM 437076102 3,363 16,232 SH   DFND 3 15,612 0 620
HOMESTREET INC COM 43785V102 500 18,863 SH   SOLE   18,863 0 0
HOMETRUST BANCSHARES INC COM 437872104 987 33,857 SH   DFND 1 33,857 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,444 118,145 SH   SOLE   118,145 0 0
HONEYWELL INTL INC COM 438516106 76,819 461,650 SH   DFND 1 461,650 0 0
HONEYWELL INTL INC COM 438516106 190,463 1,144,611 SH   SOLE   1,144,611 0 0
HONEYWELL INTL INC COM 438516106 744 4,472 SH   DFND 3 2,996 0 1,476
HOPE BANCORP INC COM 43940T109 1,362 84,233 SH   SOLE   84,233 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 10,855 241,765 SH   SOLE   241,765 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 6,992 155,724 SH   DFND 1 155,724 0 0
HORIZON BANCORP INC COM 440407104 3,010 152,390 SH   SOLE   152,390 0 0
HORIZON BANCORP INC COM 440407104 900 45,564 SH   DFND 1 45,564 0 0
HORMEL FOODS CORP COM 440452100 457 11,596 SH   SOLE   11,596 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,615 55,994 SH   DFND 1 55,994 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7,419 257,244 SH   SOLE   257,244 0 0
HOST HOTELS & RESORTS INC COM 44107P104 42,470 2,012,776 SH   SOLE   2,012,776 0 0
HOST HOTELS & RESORTS INC COM 44107P104 29,252 1,386,371 SH   DFND 1 1,386,371 0 0
HOULIHAN LOKEY INC CL A 441593100 7,268 161,772 SH   DFND 1 161,772 0 0
HOULIHAN LOKEY INC CL A 441593100 9,976 222,038 SH   SOLE   222,038 0 0
HUB GROUP INC CL A 443320106 1,073 23,539 SH   SOLE   23,539 0 0
HUBBELL INC COM 443510607 9,018 67,518 SH   SOLE   67,518 0 0
HUBBELL INC COM 443510607 2,277 17,050 SH   DFND 1 17,050 0 0
HUDSON PAC PPTYS INC COM 444097109 40,950 1,251,532 SH   SOLE   1,251,532 0 0
HUDSON PAC PPTYS INC COM 444097109 10,826 330,883 SH   DFND 1 330,883 0 0
HUMANA INC COM 444859102 2,001 5,911 SH   SOLE   5,911 0 0
HUMANA INC COM 444859102 278 820 SH   DFND 3 820 0 0
HUNT J B TRANS SVCS INC COM 445658107 10,569 88,864 SH   SOLE   88,864 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,663 30,794 SH   DFND 1 30,794 0 0
HUNTINGTON BANCSHARES INC COM 446150104 60,123 4,029,718 SH   SOLE   4,029,718 0 0
HUNTINGTON BANCSHARES INC COM 446150104 44,878 3,007,914 SH   DFND 1 3,007,914 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 80,612 314,791 SH   SOLE   314,791 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 69,870 272,845 SH   DFND 1 272,845 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 219 3,566 SH   DFND 1 3,566 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 679 11,043 SH   SOLE   11,043 0 0
IAC INTERACTIVECORP COM 44919P508 3,152 14,543 SH   DFND 1 14,543 0 0
IAC INTERACTIVECORP COM 44919P508 8,745 40,351 SH   SOLE   40,351 0 0
ICF INTL INC COM 44925C103 311 4,117 SH   DFND 1 4,117 0 0
ICF INTL INC COM 44925C103 1,333 17,669 SH   SOLE   17,669 0 0
ICU MED INC COM 44930G107 1,121 3,965 SH   SOLE   3,965 0 0
IPG PHOTONICS CORP COM 44980X109 252 1,613 SH   SOLE   1,613 0 0
ISTAR INC COM 45031U101 565 50,540 SH   SOLE   50,540 0 0
ITT INC COM 45073V108 1,291 21,081 SH   SOLE   21,081 0 0
IBERIABANK CORP COM 450828108 18,352 225,599 SH   SOLE   225,599 0 0
IBERIABANK CORP COM 450828108 13,055 160,479 SH   DFND 1 160,479 0 0
IBERIABANK CORP COM 450828108 990 12,167 SH   DFND 3 12,167 0 0
IDACORP INC COM 451107106 1,204 12,131 SH   SOLE   12,131 0 0
IDEX CORP COM 45167R104 2,787 18,496 SH   SOLE   18,496 0 0
IDEXX LABS INC COM 45168D104 931 3,729 SH   SOLE   3,729 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,110 50,382 SH   SOLE   50,382 0 0
ILLINOIS TOOL WKS INC COM 452308109 200 1,415 SH   DFND 3 1,415 0 0
ILLUMINA INC COM 452327109 44,200 120,415 SH   SOLE   120,415 0 0
ILLUMINA INC COM 452327109 17,509 47,700 SH   DFND 1 47,700 0 0
ILLUMINA INC NOTE 6/1 452327AF6 9,865 6,800,000 SH   SOLE   6,800,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,066 5,350,000 SH   SOLE   5,350,000 0 0
IMMUNOMEDICS INC COM 452907108 608 29,184 SH   DFND 1 29,184 0 0
IMMUNOMEDICS INC COM 452907108 1,580 75,859 SH   SOLE   75,859 0 0
INCYTE CORP COM 45337C102 522 7,553 SH   SOLE   7,553 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 929 88,257 SH   SOLE   88,257 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,593 19,289 SH   SOLE   19,289 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,068 129,704 SH   SOLE   129,704 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 916 38,743 SH   DFND 1 38,743 0 0
INFRAREIT INC COM 45685L100 12,995 614,401 SH   SOLE   614,401 0 0
INFRAREIT INC COM 45685L100 3,745 177,056 SH   DFND 1 177,056 0 0
INGEVITY CORP COM 45688C107 2,920 28,664 SH   SOLE   28,664 0 0
INGREDION INC COM 457187102 1,782 16,978 SH   SOLE   16,978 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,340 24,776 SH   SOLE   24,776 0 0
INNOSPEC INC COM 45768S105 2,773 36,127 SH   DFND 1 36,127 0 0
INNOSPEC INC COM 45768S105 10,388 135,353 SH   SOLE   135,353 0 0
INNOPHOS HOLDINGS INC COM 45774N108 608 13,691 SH   SOLE   13,691 0 0
INSTEEL INDUSTRIES INC COM 45774W108 454 12,664 SH   SOLE   12,664 0 0
INSPERITY INC COM 45778Q107 3,085 26,157 SH   SOLE   26,157 0 0
INOGEN INC COM 45780L104 10,398 42,593 SH   SOLE   42,593 0 0
INOGEN INC COM 45780L104 3,607 14,774 SH   DFND 1 14,774 0 0
INSTALLED BLDG PRODS INC COM 45780R101 568 14,566 SH   SOLE   14,566 0 0
INNOVIVA INC COM 45781M101 734 48,166 SH   SOLE   48,166 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 7,358 6,650,000 SH   SOLE   6,650,000 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,120 17,010 SH   SOLE   17,010 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,466 31,177 SH   SOLE   31,177 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 20,288 13,500,000 SH   SOLE   13,500,000 0 0
INTEL CORP COM 458140100 9,678 204,660 SH   SOLE   204,660 0 0
INTEL CORP COM 458140100 257 5,427 SH   DFND 1 5,427 0 0
INTEL CORP COM 458140100 1,317 27,838 SH   DFND 3 27,338 0 500
INTEL CORP SDCV 3.250% 8/0 458140AF7 28,031 12,214,000 SH   SOLE   12,214,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,066 1,336,000 SH   DFND 1 1,336,000 0 0
INTEGER HLDGS CORP COM 45826H109 1,650 19,897 SH   SOLE   19,897 0 0
INTER PARFUMS INC COM 458334109 743 11,530 SH   DFND 1 11,530 0 0
INTER PARFUMS INC COM 458334109 3,073 47,679 SH   SOLE   47,679 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 834 15,071 SH   DFND 1 15,071 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 3,163 57,183 SH   SOLE   57,183 0 0
INTERFACE INC COM 458665304 9,804 419,882 SH   SOLE   419,882 0 0
INTERFACE INC COM 458665304 2,652 113,585 SH   DFND 1 113,585 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 15,582 208,066 SH   SOLE   208,066 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,923 65,740 SH   DFND 1 65,740 0 0
INTERDIGITAL INC COM 45867G101 670 8,375 SH   SOLE   8,375 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 588 13,060 SH   SOLE   13,060 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,054 40,034 SH   SOLE   40,034 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,733 11,461 SH   DFND 3 11,461 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 471 3,389 SH   SOLE   3,389 0 0
INTL PAPER CO COM 460146103 3,097 63,020 SH   SOLE   63,020 0 0
INTL PAPER CO COM 460146103 718 14,612 SH   DFND 1 14,612 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,461 33,366 SH   DFND 1 33,366 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 5,025 114,735 SH   SOLE   114,735 0 0
INTERPUBLIC GROUP COS INC COM 460690100 379 16,554 SH   SOLE   16,554 0 0
INTERSECT ENT INC COM 46071F103 1,290 44,872 SH   DFND 1 44,872 0 0
INTERSECT ENT INC COM 46071F103 3,352 116,597 SH   SOLE   116,597 0 0
INTL FCSTONE INC COM 46116V105 529 10,956 SH   SOLE   10,956 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 270 12,428 SH   DFND 1 12,428 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 704 32,428 SH   SOLE   32,428 0 0
INTUIT COM 461202103 21,170 93,098 SH   SOLE   93,098 0 0
INVACARE CORP COM 461203101 337 23,169 SH   SOLE   23,169 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,314 24,938 SH   DFND 1 24,938 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 38,921 67,806 SH   SOLE   67,806 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,236 78,102 SH   SOLE   78,102 0 0
INVESCO SR INCOME TR COM 46131H107 90 20,905 SH   DFND 1 20,905 0 0
INVESCO SR INCOME TR COM 46131H107 90 20,905 SH   SOLE   20,905 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 13,156 567,801 SH   DFND 1 567,801 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 12,473 538,340 SH   SOLE   538,340 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 261 10,500 SH   SOLE   10,500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 12,493 576,793 SH   DFND 1 576,793 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 20,408 942,205 SH   SOLE   942,205 0 0
INVITATION HOMES INC COM 46187W107 2,852 124,500 SH   SOLE   124,500 0 0
IQVIA HLDGS INC COM 46266C105 910 7,016 SH   SOLE   7,016 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,477 65,648 SH   SOLE   65,648 0 0
IROBOT CORP COM 462726100 2,054 18,684 SH   SOLE   18,684 0 0
IRON MTN INC NEW COM 46284V101 3,947 114,345 SH   SOLE   114,345 0 0
IRON MTN INC NEW COM 46284V101 492 14,250 SH   DFND 1 14,250 0 0
ISHARES GOLD TRUST ISHARES 464285105 79,178 6,927,302 SH   DFND 3 6,298,238 0 629,064
ISHARES GOLD TRUST ISHARES 464285105 136 11,855 SH   DFND 4 11,855 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 4,372 73,720 SH   DFND 3 71,285 0 2,435
ISHARES TR CORE S&P TTL STK 464287150 104,462 1,567,790 SH   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 18,693 280,558 SH   DFND 3 277,159 0 3,399
ISHARES TR SELECT DIVID ETF 464287168 1,823 18,280 SH   DFND 3 17,586 0 694
ISHARES TR TIPS BD ETF 464287176 10,467 94,625 PRN   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 7,258 65,610 SH   DFND 3 27,580 0 38,030
ISHARES TR CORE S&P500 ETF 464287200 34,838 119,011 SH   DFND 3 112,398 0 6,613
ISHARES TR CORE US AGGBD ET 464287226 13,746 130,269 SH   DFND 3 123,282 0 6,987
ISHARES TR MSCI EMG MKT ETF 464287234 637 14,825 SH   DFND 3 14,825 0 0
ISHARES TR IBOXX INV CP ETF 464287242 8,740 76,050 SH   SOLE   76,050 0 0
ISHARES TR IBOXX INV CP ETF 464287242 5,792 50,395 SH   DFND 1 50,395 0 0
ISHARES TR IBOXX INV CP ETF 464287242 12,658 110,135 SH   DFND 3 103,478 0 6,657
ISHARES TR GLOBAL TECH ETF 464287291 7,741 44,203 SH   DFND 3 41,612 0 2,591
ISHARES TR S&P 500 GRWT ETF 464287309 5,299 29,906 SH   DFND 3 28,239 0 1,667
ISHARES TR GLOB HLTHCRE ETF 464287325 222 3,527 SH   DFND 3 3,527 0 0
ISHARES TR S&P 500 VAL ETF 464287408 6,675 57,617 SH   DFND 3 54,745 0 2,872
ISHARES TR 20 YR TR BD ETF 464287432 43,058 367,169 PRN   DFND 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 7,317 62,396 SH   DFND 3 61,501 0 895
ISHARES TR 1 3 YR TREAS BD 464287457 579 6,971 SH   DFND 3 6,815 0 156
ISHARES TR MSCI EAFE ETF 464287465 1,715 25,219 SH   DFND 3 25,219 0 0
ISHARES TR RUS MID CAP ETF 464287499 458 2,078 SH   DFND 3 2,078 0 0
ISHARES TR CORE S&P MCP ETF 464287507 302 1,501 SH   DFND 1 1,501 0 0
ISHARES TR CORE S&P MCP ETF 464287507 936 4,649 SH   SOLE   4,649 0 0
ISHARES TR CORE S&P MCP ETF 464287507 10,407 51,702 SH   DFND 3 49,310 0 2,392
ISHARES TR RUS 1000 VAL ETF 464287598 1,713 13,526 SH   DFND 3 13,526 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 14,732 94,445 SH   DFND 3 93,980 0 465
ISHARES TR RUS 1000 ETF 464287622 279 1,726 SH   DFND 3 1,726 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 5,266 24,486 SH   DFND 1 24,486 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 14,462 67,242 SH   SOLE   67,242 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 12,053 71,511 SH   DFND 1 71,511 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 16,317 96,809 SH   SOLE   96,809 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,904 11,298 SH   DFND 3 11,298 0 0
ISHARES TR CORE S&P SCP ETF 464287804 14,449 165,622 SH   SOLE   165,622 0 0
ISHARES TR CORE S&P SCP ETF 464287804 451 5,175 SH   DFND 1 5,175 0 0
ISHARES TR CORE S&P SCP ETF 464287804 4,802 55,046 SH   DFND 3 52,096 0 2,950
ISHARES TR MSCI ACWI EX US 464288240 3,275 68,676 SH   DFND 3 59,982 0 8,694
ISHARES TR MSCI ACWI ETF 464288257 7,416 99,868 SH   DFND 3 94,505 0 5,363
ISHARES TR MSCI ACWI ETF 464288257 1,844 24,832 SH   DFND 4 24,832 0 0
ISHARES TR EAFE SML CP ETF 464288273 491 7,888 SH   DFND 3 7,888 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,805 128,050 SH   SOLE   128,050 0 0
ISHARES TR JPMORGAN USD EMG 464288281 7,223 67,000 SH   DFND 1 67,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 6,222 57,708 SH   DFND 3 54,835 0 2,873
ISHARES TR INTL SEL DIV ETF 464288448 1,213 37,149 SH   DFND 3 35,200 0 1,949
ISHARES TR IBOXX HI YD ETF 464288513 411 4,752 SH   DFND 3 4,752 0 0
ISHARES TR MSCI KLD400 SOC 464288570 218 2,038 SH   DFND 3 2,038 0 0
ISHARES TR MBS ETF 464288588 4,378 42,372 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 1,127 10,909 SH   DFND 3 10,625 0 284
ISHARES TR INTRMD CR BD ETF 464288638 8,043 151,485 SH   DFND 3 142,996 0 8,489
ISHARES TR SH TR CRPORT ETF 464288646 24,360 470,000 SH   SOLE   470,000 0 0
ISHARES TR SH TR CRPORT ETF 464288646 5,079 98,000 SH   DFND 1 98,000 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 401 7,728 SH   DFND 3 2,268 0 5,460
ISHARES TR SHORT TREAS BD 464288679 20,676 187,219 SH   DFND 3 178,077 0 9,142
ISHARES TR S&P US PFD STK 464288687 2,077 55,945 SH   DFND 2 0 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 871 63,453 SH   DFND 3 63,453 0 0
ISHARES TR US TREAS BD ETF 46429B267 4,034 165,757 SH   DFND 3 157,186 0 8,571
ISHARES TR FLTG RATE NT ETF 46429B655 1,386 27,165 SH   DFND 3 23,367 0 3,798
ISHARES TR MIN VOL USA ETF 46429B697 5,024 88,073 SH   DFND 3 82,958 0 5,115
ISHARES US ETF TR SHT MAT BD ETF 46431W507 17,634 351,371 SH   DFND 3 331,977 0 19,393
ISHARES TR USA MOMENTUM FCT 46432F396 11,114 93,388 SH   DFND 3 87,990 0 5,398
ISHARES TR CORE MSCI EAFE 46432F842 12,596 196,572 SH   DFND 3 185,474 0 11,098
ISHARES TR CORE 1 5 YR USD 46432F859 259 5,291 SH   DFND 3 3,920 0 1,371
ISHARES INC CORE MSCI EMKT 46434G103 261,161 5,043,667 SH   DFND 3 4,703,075 0 340,592
ISHARES INC CORE MSCI EMKT 46434G103 446 8,607 SH   DFND 4 8,607 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 1,320 28,042 SH   DFND 3 0 0 28,042
ISHARES TR CORE MSCI PAC 46434V696 285,844 4,856,336 SH   DFND 3 4,488,164 0 368,172
ISHARES TR CORE MSCI PAC 46434V696 575 9,763 SH   DFND 4 9,763 0 0
ITRON INC COM 465741106 1,462 22,770 SH   SOLE   22,770 0 0
JBG SMITH PPTYS COM 46590V100 2,691 73,059 SH   SOLE   73,059 0 0
J & J SNACK FOODS CORP COM 466032109 1,574 10,433 SH   SOLE   10,433 0 0
JPMORGAN CHASE & CO COM 46625H100 64,807 574,324 SH   SOLE   574,324 0 0
JPMORGAN CHASE & CO COM 46625H100 26,410 234,048 SH   DFND 1 234,048 0 0
JPMORGAN CHASE & CO COM 46625H100 1,921 17,019 SH   DFND 3 16,819 0 200
JABIL INC COM 466313103 993 36,672 SH   SOLE   36,672 0 0
JACK IN THE BOX INC COM 466367109 575 6,855 SH   SOLE   6,855 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 25,438 332,521 SH   SOLE   332,521 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 8,755 114,450 SH   DFND 1 114,450 0 0
JEFFERIES FINL GROUP INC COM 47233W109 9,942 452,748 SH   SOLE   452,748 0 0
JEFFERIES FINL GROUP INC COM 47233W109 2,922 133,070 SH   DFND 1 133,070 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,478 76,338 SH   SOLE   76,338 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,575 21,587 SH   SOLE   21,587 0 0
JOHNSON & JOHNSON COM 478160104 120,948 875,355 SH   SOLE   875,355 0 0
JOHNSON & JOHNSON COM 478160104 40,805 295,326 SH   DFND 1 295,326 0 0
JOHNSON & JOHNSON COM 478160104 1,594 11,540 SH   DFND 3 11,277 0 263
JONES LANG LASALLE INC COM 48020Q107 1,582 10,965 SH   SOLE   10,965 0 0
J2 GLOBAL INC COM 48123V102 927 11,189 SH   SOLE   11,189 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 18,006 13,900,000 SH   SOLE   13,900,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,192 39,765 SH   DFND 1 39,765 0 0
JUNIPER NETWORKS INC COM 48203R104 2,358 78,691 SH   SOLE   78,691 0 0
KAR AUCTION SVCS INC COM 48238T109 11,437 191,599 SH   SOLE   191,599 0 0
KAR AUCTION SVCS INC COM 48238T109 3,451 57,819 SH   DFND 1 57,819 0 0
KBR INC COM 48242W106 717 33,937 SH   SOLE   33,937 0 0
KLA-TENCOR CORP COM 482480100 681 6,693 SH   SOLE   6,693 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 455 14,201 SH   SOLE   14,201 0 0
KADANT INC COM 48282T104 1,261 11,693 SH   DFND 1 11,693 0 0
KADANT INC COM 48282T104 4,692 43,508 SH   SOLE   43,508 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,273 11,669 SH   SOLE   11,669 0 0
KAMAN CORP COM 483548103 1,304 19,529 SH   SOLE   19,529 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 499 4,405 SH   SOLE   4,405 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,089 61,601 SH   SOLE   61,601 0 0
KB HOME COM 48666K109 487 20,354 SH   SOLE   20,354 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 22,884 22,550,000 SH   SOLE   22,550,000 0 0
KEANE GROUP INC COM 48669A108 201 16,288 SH   SOLE   16,288 0 0
KELLOGG CO COM 487836108 751 10,723 SH   SOLE   10,723 0 0
KELLY SVCS INC CL A 488152208 516 21,463 SH   SOLE   21,463 0 0
KELLY SVCS INC CL A 488152208 481 20,000 SH   DFND 4 20,000 0 0
KEMET CORP COM NEW 488360207 726 39,112 SH   SOLE   39,112 0 0
KEMPER CORP DEL COM 488401100 18,094 224,912 SH   SOLE   224,912 0 0
KEMPER CORP DEL COM 488401100 12,420 154,382 SH   DFND 1 154,382 0 0
KENNAMETAL INC COM 489170100 857 19,681 SH   SOLE   19,681 0 0
KEYCORP NEW COM 493267108 134,653 6,769,883 SH   SOLE   6,769,883 0 0
KEYCORP NEW COM 493267108 79,991 4,021,650 SH   DFND 1 4,021,650 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 41,050 619,342 SH   SOLE   619,342 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 11,030 166,409 SH   DFND 1 166,409 0 0
KEYW HLDG CORP COM 493723100 6,504 751,074 SH   DFND 1 751,074 0 0
KEYW HLDG CORP COM 493723100 8,820 1,018,485 SH   SOLE   1,018,485 0 0
KFORCE INC COM 493732101 1,587 42,196 SH   DFND 1 42,196 0 0
KFORCE INC COM 493732101 5,344 142,125 SH   SOLE   142,125 0 0
KILROY RLTY CORP COM 49427F108 373 5,200 SH   DFND 1 5,200 0 0
KILROY RLTY CORP COM 49427F108 6,145 85,717 SH   SOLE   85,717 0 0
KIMBERLY CLARK CORP COM 494368103 12,747 112,167 SH   DFND 1 112,167 0 0
KIMBERLY CLARK CORP COM 494368103 22,561 198,533 SH   SOLE   198,533 0 0
KIMBERLY CLARK CORP COM 494368103 239 2,109 SH   DFND 3 2,109 0 0
KIMCO RLTY CORP COM 49446R109 362 21,632 SH   DFND 1 21,632 0 0
KIMCO RLTY CORP COM 49446R109 3,260 194,751 SH   SOLE   194,751 0 0
KINDER MORGAN INC DEL COM 49456B101 1,444 81,461 SH   SOLE   81,461 0 0
KIRBY CORP COM 497266106 29,350 356,838 SH   SOLE   356,838 0 0
KIRBY CORP COM 497266106 18,091 219,957 SH   DFND 1 219,957 0 0
KIRKLANDS INC COM 497498105 112 11,074 SH   SOLE   11,074 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,718 103,193 SH   SOLE   103,193 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,068 30,984 SH   SOLE   30,984 0 0
KNOWLES CORP COM 49926D109 1,047 63,025 SH   SOLE   63,025 0 0
KOHLS CORP COM 500255104 539 7,224 SH   SOLE   7,224 0 0
KOPIN CORP COM 500600101 103 42,525 SH   SOLE   42,525 0 0
KOPPERS HOLDINGS INC COM 50060P106 648 20,790 SH   SOLE   20,790 0 0
KORN FERRY INTL COM NEW 500643200 12,357 250,955 SH   SOLE   250,955 0 0
KORN FERRY INTL COM NEW 500643200 3,037 61,669 SH   DFND 1 61,669 0 0
KRAFT HEINZ CO COM 500754106 1,414 25,650 SH   SOLE   25,650 0 0
KRATON CORPORATION COM 50077C106 1,053 22,325 SH   SOLE   22,325 0 0
KROGER CO COM 501044101 40,045 1,375,629 SH   SOLE   1,375,629 0 0
KROGER CO COM 501044101 17,816 612,015 SH   DFND 1 612,015 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,410 59,138 SH   SOLE   59,138 0 0
KULICKE & SOFFA INDS INC COM 501242101 819 34,373 SH   DFND 1 34,373 0 0
L BRANDS INC COM 501797104 316 10,415 SH   SOLE   10,415 0 0
LHC GROUP INC COM 50187A107 31,732 308,105 SH   SOLE   308,105 0 0
LHC GROUP INC COM 50187A107 18,346 178,138 SH   DFND 1 178,138 0 0
LGI HOMES INC COM 50187T106 599 12,619 SH   SOLE   12,619 0 0
LKQ CORP COM 501889208 1,192 37,651 SH   DFND 1 37,651 0 0
LKQ CORP COM 501889208 4,113 129,875 SH   SOLE   129,875 0 0
LCI INDS COM 50189K103 1,461 17,649 SH   SOLE   17,649 0 0
LSB INDS INC COM 502160104 139 14,197 SH   SOLE   14,197 0 0
LTC PPTYS INC COM 502175102 1,769 40,114 SH   SOLE   40,114 0 0
LSC COMMUNICATIONS INC COM 50218P107 258 23,341 SH   SOLE   23,341 0 0
L3 TECHNOLOGIES INC COM 502413107 3,923 18,450 SH   DFND 1 18,450 0 0
L3 TECHNOLOGIES INC COM 502413107 11,615 54,630 SH   SOLE   54,630 0 0
LA Z BOY INC COM 505336107 1,045 33,071 SH   SOLE   33,071 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 763 4,393 SH   SOLE   4,393 0 0
LADDER CAP CORP CL A 505743104 5,295 312,588 SH   SOLE   312,588 0 0
LADDER CAP CORP CL A 505743104 1,599 94,383 SH   DFND 1 94,383 0 0
LAKELAND BANCORP INC COM 511637100 335 18,554 SH   DFND 1 18,554 0 0
LAKELAND BANCORP INC COM 511637100 1,186 65,734 SH   SOLE   65,734 0 0
LAKELAND BANCORP INC COM 511637100 554 30,718 SH   DFND 3 30,718 0 0
LAM RESEARCH CORP COM 512807108 15,631 103,038 SH   SOLE   103,038 0 0
LAM RESEARCH CORP COM 512807108 3,164 20,856 SH   DFND 1 20,856 0 0
LAM RESEARCH CORP COM 512807108 204 1,345 SH   DFND 3 1,345 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,637 46,753 SH   SOLE   46,753 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 327 4,206 SH   DFND 1 4,206 0 0
LAMB WESTON HLDGS INC COM 513272104 2,348 35,259 SH   SOLE   35,259 0 0
LANCASTER COLONY CORP COM 513847103 699 4,687 SH   SOLE   4,687 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 325 23,463 SH   DFND 3 23,463 0 0
LANDSTAR SYS INC COM 515098101 1,237 10,143 SH   SOLE   10,143 0 0
LANNET INC COM 516012101 101 21,361 SH   SOLE   21,361 0 0
LANTHEUS HLDGS INC COM 516544103 391 26,127 SH   SOLE   26,127 0 0
LAREDO PETROLEUM INC COM 516806106 852 104,273 SH   SOLE   104,273 0 0
LAS VEGAS SANDS CORP COM 517834107 50,065 843,847 SH   SOLE   843,847 0 0
LAS VEGAS SANDS CORP COM 517834107 22,987 387,448 SH   DFND 1 387,448 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,462 71,186 SH   SOLE   71,186 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 683 85,380 SH   DFND 1 85,380 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,084 135,490 SH   SOLE   135,490 0 0
LAUDER ESTEE COS INC CL A 518439104 1,398 9,617 SH   SOLE   9,617 0 0
LAUREATE EDUCATION INC CL A 518613203 250 16,166 SH   SOLE   16,166 0 0
LEGGETT & PLATT INC COM 524660107 247 5,637 SH   SOLE   5,637 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,326 31,138 SH   SOLE   31,138 0 0
LEGG MASON INC COM 524901105 644 20,609 SH   SOLE   20,609 0 0
LEIDOS HLDGS INC COM 525327102 2,490 35,997 SH   SOLE   35,997 0 0
LEMAITRE VASCULAR INC COM 525558201 414 10,698 SH   SOLE   10,698 0 0
LENDINGTREE INC NEW COM 52603B107 435 1,892 SH   SOLE   1,892 0 0
LENNAR CORP CL A 526057104 549 11,748 SH   SOLE   11,748 0 0
LENNOX INTL INC COM 526107107 1,893 8,667 SH   SOLE   8,667 0 0
LEXINGTON REALTY TRUST COM 529043101 1,258 151,577 SH   SOLE   151,577 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 24,372 18,756,966 SH   SOLE   18,756,966 0 0
LIBERTY PPTY TR SH BEN INT 531172104 10,390 245,929 SH   SOLE   245,929 0 0
LIBERTY PPTY TR SH BEN INT 531172104 397 9,400 SH   DFND 1 9,400 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5,924 136,364 SH   SOLE   136,364 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 542 12,474 SH   DFND 1 12,474 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 4,528 104,214 SH   SOLE   104,214 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,416 32,584 SH   DFND 1 32,584 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3,803 3,254,000 SH   SOLE   3,254,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,233 1,911,000 SH   DFND 1 1,911,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,103 141,589 SH   SOLE   141,589 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 630 42,444 SH   DFND 1 42,444 0 0
LIFEPOINT HEALTH INC COM 53219L109 603 9,358 SH   SOLE   9,358 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,072 16,646 SH   DFND 3 16,646 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,949 14,387 SH   SOLE   14,387 0 0
LIFE STORAGE INC COM 53223X107 216 2,271 SH   DFND 1 2,271 0 0
LIFE STORAGE INC COM 53223X107 3,113 32,713 SH   SOLE   32,713 0 0
LILLY ELI & CO COM 532457108 31,969 297,908 SH   SOLE   297,908 0 0
LILLY ELI & CO COM 532457108 1,146 10,675 SH   DFND 1 10,675 0 0
LILLY ELI & CO COM 532457108 2,871 26,761 SH   DFND 3 26,761 0 0
LINCOLN ELEC HLDGS INC COM 533900106 3,493 37,385 SH   DFND 1 37,385 0 0
LINCOLN ELEC HLDGS INC COM 533900106 12,869 137,725 SH   SOLE   137,725 0 0
LINCOLN NATL CORP IND COM 534187109 635 9,391 SH   SOLE   9,391 0 0
LINDSAY CORP COM 535555106 13,889 138,561 SH   SOLE   138,561 0 0
LINDSAY CORP COM 535555106 9,630 96,070 SH   DFND 1 96,070 0 0
LIQUIDITY SERVICES INC COM 53635B107 116 18,197 SH   SOLE   18,197 0 0
LITHIA MTRS INC CL A 536797103 1,293 15,834 SH   SOLE   15,834 0 0
LITTELFUSE INC COM 537008104 1,189 6,009 SH   SOLE   6,009 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,785 32,765 SH   SOLE   32,765 0 0
LIVEPERSON INC COM 538146101 1,014 39,092 SH   SOLE   39,092 0 0
LOCKHEED MARTIN CORP COM 539830109 2,427 7,016 SH   DFND 1 7,016 0 0
LOCKHEED MARTIN CORP COM 539830109 32,452 93,802 SH   SOLE   93,802 0 0
LOCKHEED MARTIN CORP COM 539830109 728 2,104 SH   DFND 3 2,104 0 0
LOEWS CORP COM 540424108 27,698 551,428 SH   SOLE   551,428 0 0
LOEWS CORP COM 540424108 4,703 93,632 SH   DFND 1 93,632 0 0
LOGMEIN INC COM 54142L109 1,122 12,592 SH   SOLE   12,592 0 0
LOUISIANA PAC CORP COM 546347105 928 35,035 SH   SOLE   35,035 0 0
LOWES COS INC COM 548661107 121,964 1,062,222 SH   SOLE   1,062,222 0 0
LOWES COS INC COM 548661107 64,975 565,882 SH   DFND 1 565,882 0 0
LOWES COS INC COM 548661107 276 2,407 SH   DFND 3 2,407 0 0
LULULEMON ATHLETICA INC COM 550021109 35,772 220,150 SH   SOLE   220,150 0 0
LULULEMON ATHLETICA INC COM 550021109 31,251 192,325 SH   DFND 1 192,325 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 310 20,036 SH   SOLE   20,036 0 0
LUMENTUM HLDGS INC COM 55024U109 909 15,166 SH   SOLE   15,166 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 19,272 16,100,000 SH   SOLE   16,100,000 0 0
LUMINEX CORP DEL COM 55027E102 880 29,036 SH   SOLE   29,036 0 0
LYDALL INC DEL COM 550819106 523 12,130 SH   SOLE   12,130 0 0
LYON WILLIAM HOMES CL A NEW 552074700 311 19,545 SH   SOLE   19,545 0 0
M & T BK CORP COM 55261F104 1,026 6,236 SH   SOLE   6,236 0 0
MB FINANCIAL INC NEW COM 55264U108 935 20,274 SH   SOLE   20,274 0 0
M D C HLDGS INC COM 552676108 927 31,346 SH   SOLE   31,346 0 0
MDU RES GROUP INC COM 552690109 4,285 166,811 SH   DFND 1 166,811 0 0
MDU RES GROUP INC COM 552690109 8,451 328,968 SH   SOLE   328,968 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 643 171,118 SH   SOLE   171,118 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 950 252,650 SH   DFND 1 252,650 0 0
MGIC INVT CORP WIS COM 552848103 679 51,000 SH   SOLE   51,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 601 21,517 SH   SOLE   21,517 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 745 25,250 SH   SOLE   25,250 0 0
MGP INGREDIENTS INC NEW COM 55303J106 7,469 94,569 SH   DFND 1 94,569 0 0
MGP INGREDIENTS INC NEW COM 55303J106 13,760 174,222 SH   SOLE   174,222 0 0
M/I HOMES INC COM 55305B101 478 19,971 SH   SOLE   19,971 0 0
MKS INSTRUMENT INC COM 55306N104 1,057 13,189 SH   SOLE   13,189 0 0
MPLX LP COM UNIT REP LTD 55336V100 942 27,152 SH   DFND 3 27,152 0 0
MRC GLOBAL INC COM 55345K103 19,299 1,028,162 SH   DFND 1 1,028,162 0 0
MRC GLOBAL INC COM 55345K103 29,450 1,569,005 SH   SOLE   1,569,005 0 0
MSA SAFETY INC COM 553498106 875 8,220 SH   SOLE   8,220 0 0
MSC INDL DIRECT INC CL A 553530106 975 11,061 SH   SOLE   11,061 0 0
MSCI INC COM 55354G100 678 3,822 SH   SOLE   3,822 0 0
MTS SYS CORP COM 553777103 681 12,440 SH   SOLE   12,440 0 0
MYR GROUP INC DEL COM 55405W104 379 11,620 SH   SOLE   11,620 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 8,331 404,425 SH   SOLE   404,425 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,977 241,578 SH   DFND 1 241,578 0 0
MACERICH CO COM 554382101 301 5,450 SH   DFND 1 5,450 0 0
MACERICH CO COM 554382101 3,493 63,169 SH   SOLE   63,169 0 0
MACK CALI RLTY CORP COM 554489104 1,594 74,957 SH   SOLE   74,957 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 1,178 1,190,000 SH   SOLE   1,190,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 6,740 7,500,000 SH   SOLE   7,500,000 0 0
MACYS INC COM 55616P104 457 13,155 SH   SOLE   13,155 0 0
MADDEN STEVEN LTD COM 556269108 1,951 36,888 SH   SOLE   36,888 0 0
MAGELLAN HEALTH INC COM NEW 559079207 5,867 81,425 SH   SOLE   81,425 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,426 19,792 SH   DFND 1 19,792 0 0
MAGNA INTL INC COM 559222401 7,820 148,876 SH   SOLE   148,876 0 0
MAGNA INTL INC COM 559222401 19,927 379,341 SH   DFND 1 379,341 0 0
MANHATTAN ASSOCS INC COM 562750109 880 16,109 SH   SOLE   16,109 0 0
MANPOWERGROUP INC COM 56418H100 1,366 15,886 SH   SOLE   15,886 0 0
MANTECH INTL CORP CL A 564563104 629 9,937 SH   DFND 1 9,937 0 0
MANTECH INTL CORP CL A 564563104 3,290 51,972 SH   SOLE   51,972 0 0
MARATHON OIL CORP COM 565849106 70,013 3,007,425 SH   SOLE   3,007,425 0 0
MARATHON OIL CORP COM 565849106 34,328 1,474,559 SH   DFND 1 1,474,559 0 0
MARATHON PETE CORP COM 56585A102 19,935 249,280 SH   DFND 1 249,280 0 0
MARATHON PETE CORP COM 56585A102 37,777 472,392 SH   SOLE   472,392 0 0
MARCUS CORP COM 566330106 571 13,589 SH   SOLE   13,589 0 0
MARINEMAX INC COM 567908108 330 15,517 SH   SOLE   15,517 0 0
MARKEL CORP COM 570535104 65,047 54,731 SH   SOLE   54,731 0 0
MARKEL CORP COM 570535104 45,545 38,322 SH   DFND 1 38,322 0 0
MARKETAXESS HLDGS INC COM 57060D108 7,091 39,726 SH   SOLE   39,726 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,104 11,788 SH   DFND 1 11,788 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,104 9,877 SH   SOLE   9,877 0 0
MARSH & MCLENNAN COS INC COM 571748102 13,673 165,287 SH   SOLE   165,287 0 0
MARSH & MCLENNAN COS INC COM 571748102 537 6,484 SH   DFND 3 6,484 0 0
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MARTIN MARIETTA MATLS INC COM 573284106 3,568 19,610 SH   DFND 1 19,610 0 0
MARTIN MARIETTA MATLS INC COM 573284106 10,399 57,153 SH   SOLE   57,153 0 0
MASCO CORP COM 574599106 1,732 47,330 SH   DFND 1 47,330 0 0
MASCO CORP COM 574599106 5,283 144,341 SH   SOLE   144,341 0 0
MASIMO CORP COM 574795100 1,431 11,489 SH   SOLE   11,489 0 0
MASONITE INTL CORP NEW COM 575385109 3,473 54,181 SH   DFND 1 54,181 0 0
MASONITE INTL CORP NEW COM 575385109 8,358 130,389 SH   SOLE   130,389 0 0
MASTERCARD INCORPORATED CL A 57636Q104 244,653 1,099,022 SH   SOLE   1,099,022 0 0
MASTERCARD INCORPORATED CL A 57636Q104 79,441 356,862 SH   DFND 1 356,862 0 0
MATADOR RES CO COM 576485205 825 24,963 SH   SOLE   24,963 0 0
MATERION CORP COM 576690101 856 14,144 SH   SOLE   14,144 0 0
MATRIX SVC CO COM 576853105 462 18,725 SH   SOLE   18,725 0 0
MATSON INC COM 57686G105 1,182 29,817 SH   SOLE   29,817 0 0
MATTEL INC COM 577081102 232 14,771 SH   SOLE   14,771 0 0
MATTHEWS INTL CORP CL A 577128101 1,126 22,444 SH   SOLE   22,444 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,710 65,790 SH   SOLE   65,790 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,338 23,720 SH   DFND 1 23,720 0 0
MAXLINEAR INC COM 57776J100 863 43,405 SH   SOLE   43,405 0 0
MAXIMUS INC COM 577933104 1,023 15,730 SH   SOLE   15,730 0 0
MCCORMICK & CO INC COM NON VTG 579780206 686 5,208 SH   SOLE   5,208 0 0
MCDERMOTT INTL INC COM 580037703 799 43,348 SH   SOLE   43,348 0 0
MCDONALDS CORP COM 580135101 58,780 351,365 SH   SOLE   351,365 0 0
MCDONALDS CORP COM 580135101 15,807 94,488 SH   DFND 1 94,488 0 0
MCDONALDS CORP COM 580135101 559 3,345 SH   DFND 3 3,195 0 150
MCKESSON CORP COM 58155Q103 1,151 8,676 SH   SOLE   8,676 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 277 18,550 SH   DFND 1 18,550 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,314 222,236 SH   SOLE   222,236 0 0
MEDICINES CO COM 584688105 1,357 45,367 SH   SOLE   45,367 0 0
MEDIFAST INC COM 58470H101 1,805 8,145 SH   SOLE   8,145 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,047 14,280 SH   SOLE   14,280 0 0
MEDNAX INC COM 58502B106 1,062 22,765 SH   SOLE   22,765 0 0
MEDPACE HLDGS INC COM 58506Q109 895 14,931 SH   DFND 1 14,931 0 0
MEDPACE HLDGS INC COM 58506Q109 3,025 50,492 SH   SOLE   50,492 0 0
MERCANTILE BANK CORP COM 587376104 547 16,382 SH   SOLE   16,382 0 0
MERCER INTL INC COM 588056101 1,274 75,819 SH   DFND 1 75,819 0 0
MERCER INTL INC COM 588056101 4,393 261,493 SH   SOLE   261,493 0 0
MERCK & CO INC COM 58933Y105 60,555 853,612 SH   DFND 1 853,612 0 0
MERCK & CO INC COM 58933Y105 109,189 1,539,173 SH   SOLE   1,539,173 0 0
MERCK & CO INC COM 58933Y105 609 8,590 SH   DFND 3 8,590 0 0
MERCURY SYS INC COM 589378108 3,034 54,847 SH   DFND 1 54,847 0 0
MERCURY SYS INC COM 589378108 9,755 176,331 SH   SOLE   176,331 0 0
MERCURY GENL CORP NEW COM 589400100 325 6,486 SH   SOLE   6,486 0 0
MEREDITH CORP COM 589433101 489 9,583 SH   SOLE   9,583 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 440 29,534 SH   SOLE   29,534 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,750 161,785 SH   DFND 1 161,785 0 0
MERIDIAN BANCORP INC MD COM 58958U103 9,992 587,787 SH   SOLE   587,787 0 0
MERIT MED SYS INC COM 589889104 8,025 130,594 SH   SOLE   130,594 0 0
MERIT MED SYS INC COM 589889104 2,182 35,511 SH   DFND 1 35,511 0 0
MERITAGE HOMES CORP COM 59001A102 1,069 26,801 SH   SOLE   26,801 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 23,524 24,650,000 SH   SOLE   24,650,000 0 0
META FINL GROUP INC COM 59100U108 526 6,363 SH   SOLE   6,363 0 0
METHANEX CORP COM 59151K108 19,345 244,564 SH   DFND 1 244,564 0 0
METHANEX CORP COM 59151K108 7,477 94,527 SH   SOLE   94,527 0 0
METHODE ELECTRS INC COM 591520200 935 25,819 SH   SOLE   25,819 0 0
METLIFE INC COM 59156R108 21,425 458,586 SH   DFND 1 458,586 0 0
METLIFE INC COM 59156R108 34,420 736,732 SH   SOLE   736,732 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 663 1,089 SH   SOLE   1,089 0 0
MICHAELS COS INC COM 59408Q106 7,926 488,373 SH   SOLE   488,373 0 0
MICHAELS COS INC COM 59408Q106 5,449 335,758 SH   DFND 1 335,758 0 0
MICROSOFT CORP COM 594918104 170,627 1,491,884 SH   DFND 1 1,491,884 0 0
MICROSOFT CORP COM 594918104 402,175 3,516,441 SH   SOLE   3,516,441 0 0
MICROSOFT CORP COM 594918104 2,189 19,138 SH   DFND 3 18,306 0 832
MICROSTRATEGY INC CL A NEW 594972408 924 6,574 SH   SOLE   6,574 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 796 10,092 SH   SOLE   10,092 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,789 8,450,000 SH   SOLE   8,450,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11,098 10,426,000 SH   SOLE   10,426,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 399 375,000 SH   DFND 1 375,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 1,055 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 3,354 74,146 SH   DFND 1 74,146 0 0
MICRON TECHNOLOGY INC COM 595112103 21,100 466,497 SH   SOLE   466,497 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,210 780,000 SH   DFND 1 780,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 11,315 7,295,000 SH   SOLE   7,295,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,145 61,338 SH   SOLE   61,338 0 0
MID AMER APT CMNTYS INC COM 59522J103 578 5,765 SH   DFND 1 5,765 0 0
MIDDLEBY CORP COM 596278101 312 2,409 SH   DFND 3 2,409 0 0
MIDDLESEX WATER CO COM 596680108 431 8,910 SH   DFND 1 8,910 0 0
MIDDLESEX WATER CO COM 596680108 1,452 29,985 SH   SOLE   29,985 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 6,862 205,998 SH   SOLE   205,998 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,845 55,390 SH   DFND 1 55,390 0 0
MILACRON HLDGS CORP COM 59870L106 4,821 238,074 SH   SOLE   238,074 0 0
MILACRON HLDGS CORP COM 59870L106 1,450 71,621 SH   DFND 1 71,621 0 0
MILLER HERMAN INC COM 600544100 553 14,389 SH   SOLE   14,389 0 0
MIMEDX GROUP INC COM 602496101 448 72,573 SH   SOLE   72,573 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,715 99,334 SH   SOLE   99,334 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,835 27,144 SH   DFND 1 27,144 0 0
MOBILE MINI INC COM 60740F105 1,377 31,399 SH   SOLE   31,399 0 0
MODINE MFG CO COM 607828100 2,682 180,005 SH   SOLE   180,005 0 0
MODINE MFG CO COM 607828100 797 53,494 SH   DFND 1 53,494 0 0
MOHAWK INDS INC COM 608190104 477 2,723 SH   SOLE   2,723 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,196 14,766 SH   SOLE   14,766 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,637 26,617 SH   DFND 1 26,617 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,559 90,385 SH   SOLE   90,385 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,428 54,299 SH   SOLE   54,299 0 0
MONARCH CASINO & RESORT INC COM 609027107 363 7,992 SH   SOLE   7,992 0 0
MONDELEZ INTL INC CL A 609207105 20,456 476,167 SH   SOLE   476,167 0 0
MONDELEZ INTL INC CL A 609207105 1,526 35,517 SH   DFND 3 35,517 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 124 23,198 SH   DFND 1 23,198 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 419 78,317 SH   SOLE   78,317 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 2,919 174,602 SH   DFND 1 174,602 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 10,260 613,611 SH   SOLE   613,611 0 0
MONOLITHIC PWR SYS INC COM 609839105 8,519 67,864 SH   DFND 1 67,864 0 0
MONOLITHIC PWR SYS INC COM 609839105 23,474 187,000 SH   SOLE   187,000 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 269 13,322 SH   DFND 1 13,322 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,476 73,064 SH   SOLE   73,064 0 0
MONRO INC COM 610236101 1,605 23,061 SH   SOLE   23,061 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,881 118,062 SH   SOLE   118,062 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,133 36,598 SH   DFND 1 36,598 0 0
MOODYS CORP COM 615369105 1,198 7,168 SH   SOLE   7,168 0 0
MOOG INC CL A 615394202 1,665 19,368 SH   DFND 1 19,368 0 0
MOOG INC CL A 615394202 7,340 85,384 SH   SOLE   85,384 0 0
MORGAN STANLEY COM NEW 617446448 2,825 60,665 SH   DFND 1 60,665 0 0
MORGAN STANLEY COM NEW 617446448 14,860 319,089 SH   SOLE   319,089 0 0
MOSAIC CO NEW COM 61945C103 489 15,060 SH   SOLE   15,060 0 0
MOTORCAR PTS AMER INC COM 620071100 314 13,402 SH   SOLE   13,402 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 906 6,962 SH   SOLE   6,962 0 0
MOVADO GROUP INC COM 624580106 460 10,971 SH   SOLE   10,971 0 0
MUELLER INDS INC COM 624756102 2,598 89,632 SH   SOLE   89,632 0 0
MUELLER INDS INC COM 624756102 404 13,933 SH   DFND 1 13,933 0 0
MULTI COLOR CORP COM 625383104 607 9,745 SH   SOLE   9,745 0 0
MURPHY OIL CORP COM 626717102 1,308 39,242 SH   SOLE   39,242 0 0
MURPHY USA INC COM 626755102 637 7,449 SH   SOLE   7,449 0 0
MYERS INDS INC COM 628464109 5,180 222,789 SH   SOLE   222,789 0 0
MYERS INDS INC COM 628464109 1,386 59,593 SH   DFND 1 59,593 0 0
MYRIAD GENETICS INC COM 62855J104 49,317 1,072,099 SH   DFND 1 1,072,099 0 0
MYRIAD GENETICS INC COM 62855J104 59,820 1,300,427 SH   SOLE   1,300,427 0 0
NBT BANCORP INC COM 628778102 1,448 37,728 SH   SOLE   37,728 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,642 174,366 SH   DFND 1 174,366 0 0
NCI BUILDING SYS INC COM NEW 628852204 9,532 629,190 SH   SOLE   629,190 0 0
NCR CORP NEW COM 62886E108 811 28,539 SH   SOLE   28,539 0 0
NIC INC COM 62914B100 687 46,406 SH   SOLE   46,406 0 0
NMI HLDGS INC CL A 629209305 1,014 44,757 SH   SOLE   44,757 0 0
NRG ENERGY INC COM NEW 629377508 480 12,845 SH   SOLE   12,845 0 0
NVR INC COM 62944T105 2,006 812 SH   SOLE   812 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 366 470,000 SH   DFND 1 470,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 25,150 32,330,000 SH   SOLE   32,330,000 0 0
NANOMETRICS INC COM 630077105 628 16,741 SH   SOLE   16,741 0 0
NASDAQ INC COM 631103108 716 8,343 SH   SOLE   8,343 0 0
NATIONAL BK HLDGS CORP CL A 633707104 2,530 67,187 SH   DFND 1 67,187 0 0
NATIONAL BK HLDGS CORP CL A 633707104 4,168 110,695 SH   SOLE   110,695 0 0
NATIONAL COMM CORP COM 63546L102 296 7,168 SH   DFND 3 7,168 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,355 17,974 SH   DFND 1 17,974 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,536 60,178 SH   SOLE   60,178 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,162 20,723 SH   SOLE   20,723 0 0
NATIONAL HEALTH INVS INC COM 63633D104 213 2,820 SH   SOLE   2,820 0 0
NATIONAL INSTRS CORP COM 636518102 14,180 293,400 SH   DFND 1 293,400 0 0
NATIONAL INSTRS CORP COM 636518102 23,025 476,417 SH   SOLE   476,417 0 0
NATIONAL OILWELL VARCO INC COM 637071101 707 16,404 SH   SOLE   16,404 0 0
NATIONAL PRESTO INDS INC COM 637215104 457 3,527 SH   SOLE   3,527 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,581 102,214 SH   SOLE   102,214 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 350 7,800 SH   DFND 1 7,800 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 2,175 85,508 SH   DFND 1 85,508 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 8,754 344,096 SH   SOLE   344,096 0 0
NAVIGATORS GROUP INC COM 638904102 1,094 15,839 SH   SOLE   15,839 0 0
NATUS MEDICAL INC DEL COM 639050103 834 23,390 SH   SOLE   23,390 0 0
NAUTILUS INC COM 63910B102 298 21,361 SH   SOLE   21,361 0 0
NAVIGANT CONSULTING INC COM 63935N107 731 31,695 SH   SOLE   31,695 0 0
NAVIENT CORPORATION COM 63938C108 760 56,345 SH   SOLE   56,345 0 0
NEENAH INC COM 640079109 2,047 23,714 SH   SOLE   23,714 0 0
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NEOGEN CORP COM 640491106 2,528 35,340 SH   SOLE   35,340 0 0
NETAPP INC COM 64110D104 988 11,504 SH   SOLE   11,504 0 0
NETFLIX INC COM 64110L106 110,165 294,456 SH   SOLE   294,456 0 0
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NETGEAR INC COM 64111Q104 1,383 21,997 SH   SOLE   21,997 0 0
NETSCOUT SYS INC COM 64115T104 437 17,324 SH   SOLE   17,324 0 0
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NEVRO CORP COM 64157F103 2,575 45,175 SH   DFND 1 45,175 0 0
NEVRO CORP COM 64157F103 6,677 117,149 SH   SOLE   117,149 0 0
NEW JERSEY RES COM 646025106 7,566 164,124 SH   SOLE   164,124 0 0
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NEW MEDIA INVT GROUP INC COM 64704V106 580 36,993 SH   SOLE   36,993 0 0
NEW RELIC INC COM 64829B100 6,510 69,087 SH   DFND 1 69,087 0 0
NEW RELIC INC COM 64829B100 15,882 168,550 SH   SOLE   168,550 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,228 118,403 SH   SOLE   118,403 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 12,040 244,575 SH   SOLE   244,575 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 583 95,822 SH   SOLE   95,822 0 0
NEW YORK TIMES CO CL A 650111107 781 33,724 SH   SOLE   33,724 0 0
NEWELL BRANDS INC COM 651229106 7,081 348,835 SH   SOLE   348,835 0 0
NEWELL BRANDS INC COM 651229106 2,408 118,600 SH   DFND 1 118,600 0 0
NEWFIELD EXPL CO COM 651290108 247 8,576 SH   SOLE   8,576 0 0
NEWMARKET CORP COM 651587107 896 2,209 SH   SOLE   2,209 0 0
NEWMONT MINING CORP COM 651639106 21,042 696,771 SH   SOLE   696,771 0 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 793 76,596 SH   DFND 1 76,596 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 6,629 640,504 SH   SOLE   640,504 0 0
NEWS CORP NEW CL A 65249B109 2,566 194,563 SH   DFND 1 194,563 0 0
NEWS CORP NEW CL A 65249B109 8,565 649,389 SH   SOLE   649,389 0 0
NEWS CORP NEW CL B 65249B208 1,230 90,451 SH   DFND 1 90,451 0 0
NEWS CORP NEW CL B 65249B208 4,197 308,623 SH   SOLE   308,623 0 0
NEXTERA ENERGY INC COM 65339F101 21,432 127,873 SH   SOLE   127,873 0 0
NEXTERA ENERGY INC COM 65339F101 1,295 7,731 SH   DFND 3 6,981 0 750
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 24,904 435,000 SH   SOLE   435,000 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 15,216 1,242,092 SH   SOLE   1,242,092 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 11,177 912,437 SH   DFND 1 912,437 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 664 33,066 SH   SOLE   33,066 0 0
NICE LTD SPONSORED ADR 653656108 2,995 26,165 SH   DFND 1 26,165 0 0
NICE LTD SPONSORED ADR 653656108 8,293 72,450 SH   SOLE   72,450 0 0
NIKE INC CL B 654106103 34,813 410,916 SH   DFND 1 410,916 0 0
NIKE INC CL B 654106103 91,898 1,084,731 SH   SOLE   1,084,731 0 0
NIKE INC CL B 654106103 222 2,618 SH   DFND 3 2,618 0 0
NINE ENERGY SVC INC COM 65441V101 10,241 334,880 SH   DFND 1 334,880 0 0
NINE ENERGY SVC INC COM 65441V101 15,938 521,196 SH   SOLE   521,196 0 0
NISOURCE INC COM 65473P105 361 14,486 SH   SOLE   14,486 0 0
NOBLE ENERGY INC COM 655044105 649 20,802 SH   SOLE   20,802 0 0
NORDSON CORP COM 655663102 1,711 12,318 SH   SOLE   12,318 0 0
NORDSTROM INC COM 655664100 302 5,043 SH   SOLE   5,043 0 0
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NORFOLK SOUTHERN CORP COM 655844108 53,628 297,107 SH   DFND 1 297,107 0 0
NORFOLK SOUTHERN CORP COM 655844108 991 5,490 SH   DFND 3 5,490 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 1,004 250,970 SH   SOLE   250,970 0 0
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NOW INC COM 67011P100 432 26,080 SH   SOLE   26,080 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,105 13,411 SH   SOLE   13,411 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 5,208 5,140,000 SH   SOLE   5,140,000 0 0
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NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9,727 9,450,000 SH   SOLE   9,450,000 0 0
NUCOR CORP COM 670346105 2,028 31,962 SH   DFND 1 31,962 0 0
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OGE ENERGY CORP COM 670837103 1,751 48,208 SH   SOLE   48,208 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,035 17,375 SH   SOLE   17,375 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,758 5,062 SH   DFND 1 5,062 0 0
OFG BANCORP COM 67103X102 497 30,770 SH   SOLE   30,770 0 0
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OCCIDENTAL PETE CORP DEL COM 674599105 7,466 90,862 SH   SOLE   90,862 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 808 9,829 SH   DFND 3 9,829 0 0
OCEANEERING INTL INC COM 675232102 656 23,770 SH   SOLE   23,770 0 0
OCLARO INC COM NEW 67555N206 1,067 119,323 SH   SOLE   119,323 0 0
OFFICE DEPOT INC COM 676220106 1,228 382,645 SH   SOLE   382,645 0 0
OIL STS INTL INC COM 678026105 1,388 41,799 SH   SOLE   41,799 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,529 21,882 SH   DFND 1 21,882 0 0
OLD DOMINION FGHT LINES INC COM 679580100 12,319 76,393 SH   SOLE   76,393 0 0
OLD NATL BANCORP IND COM 680033107 2,006 103,929 SH   SOLE   103,929 0 0
OLD REP INTL CORP COM 680223104 1,522 68,018 SH   SOLE   68,018 0 0
OLD SECOND BANCORP INC ILL COM 680277100 327 21,134 SH   DFND 1 21,134 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,099 71,113 SH   SOLE   71,113 0 0
OLIN CORP COM PAR $1 680665205 1,036 40,340 SH   SOLE   40,340 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,156 12,028 SH   SOLE   12,028 0 0
OLYMPIC STEEL INC COM 68162K106 542 25,983 SH   SOLE   25,983 0 0
OMNICOM GROUP INC COM 681919106 664 9,759 SH   SOLE   9,759 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,862 117,849 SH   SOLE   117,849 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 329 10,050 SH   DFND 1 10,050 0 0
OMNOVA SOLUTIONS INC COM 682129101 4,234 429,880 SH   SOLE   429,880 0 0
OMNOVA SOLUTIONS INC COM 682129101 1,250 126,916 SH   DFND 1 126,916 0 0
OMNICELL INC COM 68213N109 27,907 388,143 SH   SOLE   388,143 0 0
OMNICELL INC COM 68213N109 18,890 262,723 SH   DFND 1 262,723 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 15,255 13,150,000 SH   SOLE   13,150,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 418 372,000 SH   DFND 1 372,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 9,687 8,628,000 SH   SOLE   8,628,000 0 0
ONE GAS INC COM 68235P108 2,276 27,656 SH   SOLE   27,656 0 0
ONE LIBERTY PPTYS INC COM 682406103 532 19,167 SH   DFND 1 19,167 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,724 62,063 SH   SOLE   62,063 0 0
ONEOK INC NEW COM 682680103 2,402 35,426 SH   DFND 1 35,426 0 0
ONEOK INC NEW COM 682680103 8,643 127,498 SH   SOLE   127,498 0 0
ONESPAN INC COM 68287N100 405 21,249 SH   SOLE   21,249 0 0
ORACLE CORP COM 68389X105 37,538 728,052 SH   DFND 1 728,052 0 0
ORACLE CORP COM 68389X105 110,177 2,136,864 SH   SOLE   2,136,864 0 0
ORACLE CORP COM 68389X105 306 5,925 SH   DFND 3 5,925 0 0
OPUS BK IRVINE CALIF COM 684000102 404 14,737 SH   SOLE   14,737 0 0
OPTINOSE INC COM 68404V100 5,807 467,146 SH   DFND 1 467,146 0 0
OPTINOSE INC COM 68404V100 10,132 815,085 SH   SOLE   815,085 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 662 42,838 SH   SOLE   42,838 0 0
ORBCOMM INC COM 68555P100 4,702 432,924 SH   SOLE   432,924 0 0
ORBCOMM INC COM 68555P100 1,821 167,696 SH   DFND 1 167,696 0 0
ORION GROUP HOLDINGS INC COM 68628V308 175 23,219 SH   SOLE   23,219 0 0
ORITANI FINL CORP DEL COM 68633D103 431 27,730 SH   SOLE   27,730 0 0
ORTHOFIX MED INC COM 68752M108 763 13,194 SH   SOLE   13,194 0 0
OSHKOSH CORP COM 688239201 37,894 531,916 SH   SOLE   531,916 0 0
OSHKOSH CORP COM 688239201 29,741 417,477 SH   DFND 1 417,477 0 0
OUTFRONT MEDIA INC COM 69007J106 1,435 71,939 SH   SOLE   71,939 0 0
OUTFRONT MEDIA INC COM 69007J106 425 21,315 SH   DFND 1 21,315 0 0
OWENS & MINOR INC NEW COM 690732102 713 43,130 SH   SOLE   43,130 0 0
OWENS ILL INC COM NEW 690768403 31,249 1,663,085 SH   SOLE   1,663,085 0 0
OWENS ILL INC COM NEW 690768403 27,096 1,442,065 SH   DFND 1 1,442,065 0 0
OXFORD INDS INC COM 691497309 15,001 166,311 SH   SOLE   166,311 0 0
OXFORD INDS INC COM 691497309 8,382 92,927 SH   DFND 1 92,927 0 0
PBF ENERGY INC CL A 69318G106 1,423 28,511 SH   SOLE   28,511 0 0
PCSB FINL CORP COM 69324R104 9,459 465,025 SH   DFND 1 465,025 0 0
PCSB FINL CORP COM 69324R104 12,919 635,157 SH   SOLE   635,157 0 0
PDC ENERGY INC COM 69327R101 2,192 44,767 SH   SOLE   44,767 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,823 7,050,000 SH   SOLE   7,050,000 0 0
PDF SOLUTIONS INC COM 693282105 174 19,283 SH   SOLE   19,283 0 0
PG&E CORP COM 69331C108 50,848 1,105,150 SH   DFND 1 1,105,150 0 0
PG&E CORP COM 69331C108 83,700 1,819,165 SH   SOLE   1,819,165 0 0
PGT INNOVATIONS INC COM 69336V101 866 40,092 SH   SOLE   40,092 0 0
PGIM GLOBAL SHORT DURATION H COM 69346J106 283 20,383 SH   SOLE   20,383 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,745 20,159 SH   SOLE   20,159 0 0
PNM RES INC COM 69349H107 11,707 296,764 SH   SOLE   296,764 0 0
PNM RES INC COM 69349H107 8,630 218,766 SH   DFND 1 218,766 0 0
PPG INDS INC COM 693506107 1,168 10,706 SH   SOLE   10,706 0 0
PPL CORP COM 69351T106 878 30,015 SH   SOLE   30,015 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,532 13,907 SH   SOLE   13,907 0 0
PRA GROUP INC COM 69354N106 1,144 31,767 SH   SOLE   31,767 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,568 20,205 SH   SOLE   20,205 0 0
PVH CORP COM 693656100 2,573 17,816 SH   DFND 1 17,816 0 0
PVH CORP COM 693656100 8,013 55,494 SH   SOLE   55,494 0 0
PTC INC COM 69370C100 2,693 25,359 SH   SOLE   25,359 0 0
PACCAR INC COM 693718108 1,030 15,107 SH   SOLE   15,107 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,139 30,623 SH   SOLE   30,623 0 0
PACKAGING CORP AMER COM 695156109 4,476 40,810 SH   SOLE   40,810 0 0
PACKAGING CORP AMER COM 695156109 1,672 15,242 SH   DFND 1 15,242 0 0
PACWEST BANCORP DEL COM 695263103 5,309 111,424 SH   SOLE   111,424 0 0
PACWEST BANCORP DEL COM 695263103 1,493 31,341 SH   DFND 1 31,341 0 0
PALO ALTO NETWORKS INC COM 697435105 13,338 59,210 SH   SOLE   59,210 0 0
PALO ALTO NETWORKS INC COM 697435105 4,807 21,340 SH   DFND 1 21,340 0 0
PAPA JOHNS INTL INC COM 698813102 291 5,669 SH   SOLE   5,669 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 360 17,670 SH   SOLE   17,670 0 0
PARAMOUNT GROUP INC COM 69924R108 547 36,246 SH   DFND 1 36,246 0 0
PARAMOUNT GROUP INC COM 69924R108 2,350 155,705 SH   SOLE   155,705 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 260 13,340 SH   SOLE   13,340 0 0
PARK HOTELS RESORTS INC COM 700517105 1,165 35,500 SH   SOLE   35,500 0 0
PARK NATL CORP COM 700658107 276 2,612 SH   SOLE   2,612 0 0
PARKER HANNIFIN CORP COM 701094104 2,410 13,102 SH   DFND 1 13,102 0 0
PARKER HANNIFIN CORP COM 701094104 9,519 51,755 SH   SOLE   51,755 0 0
PARSLEY ENERGY INC CL A 701877102 40,867 1,397,173 SH   SOLE   1,397,173 0 0
PARSLEY ENERGY INC CL A 701877102 32,276 1,103,454 SH   DFND 1 1,103,454 0 0
PATRICK INDS INC COM 703343103 970 16,382 SH   SOLE   16,382 0 0
PATTERSON COMPANIES INC COM 703395103 480 19,632 SH   SOLE   19,632 0 0
PATTERSON UTI ENERGY INC COM 703481101 22,911 1,339,014 SH   DFND 1 1,339,014 0 0
PATTERSON UTI ENERGY INC COM 703481101 33,216 1,941,348 SH   SOLE   1,941,348 0 0
PAYCHEX INC COM 704326107 5,031 68,306 SH   SOLE   68,306 0 0
PAYPAL HLDGS INC COM 70450Y103 69,384 789,896 SH   DFND 1 789,896 0 0
PAYPAL HLDGS INC COM 70450Y103 171,538 1,952,846 SH   SOLE   1,952,846 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,127 36,472 SH   SOLE   36,472 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 335 10,838 SH   DFND 1 10,838 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 606 16,674 SH   SOLE   16,674 0 0
PEGASYSTEMS INC COM 705573103 6,696 106,965 SH   SOLE   106,965 0 0
PEGASYSTEMS INC COM 705573103 4,902 78,307 SH   DFND 1 78,307 0 0
PENN NATL GAMING INC COM 707569109 1,949 59,199 SH   SOLE   59,199 0 0
PENN VA CORP NEW COM 70788V102 756 9,385 SH   SOLE   9,385 0 0
PENNEY J C INC COM 708160106 369 222,149 SH   SOLE   222,149 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 790 83,556 SH   SOLE   83,556 0 0
PENNYMAC MTG INVT TR COM 70931T103 863 42,629 SH   SOLE   42,629 0 0
PEOPLES BANCORP INC COM 709789101 206 5,882 SH   DFND 1 5,882 0 0
PEOPLES BANCORP INC COM 709789101 695 19,834 SH   SOLE   19,834 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 256 14,937 SH   SOLE   14,937 0 0
PEPSICO INC COM 713448108 55,261 494,286 SH   SOLE   494,286 0 0
PEPSICO INC COM 713448108 6,739 60,278 SH   DFND 1 60,278 0 0
PEPSICO INC COM 713448108 1,719 15,375 SH   DFND 3 15,345 0 30
PERFICIENT INC COM 71375U101 654 24,543 SH   SOLE   24,543 0 0
PERKINELMER INC COM 714046109 11,814 121,451 SH   DFND 1 121,451 0 0
PERKINELMER INC COM 714046109 16,861 173,345 SH   SOLE   173,345 0 0
PERSPECTA INC COM 715347100 884 34,368 SH   SOLE   34,368 0 0
PETMED EXPRESS INC COM 716382106 477 14,440 SH   SOLE   14,440 0 0
PFIZER INC COM 717081103 124,467 2,824,293 SH   SOLE   2,824,293 0 0
PFIZER INC COM 717081103 45,221 1,026,111 SH   DFND 1 1,026,111 0 0
PFIZER INC COM 717081103 2,797 63,473 SH   DFND 3 56,855 0 6,618
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 595 13,862 SH   SOLE   13,862 0 0
PHILIP MORRIS INTL INC COM 718172109 3,026 37,107 SH   DFND 1 37,107 0 0
PHILIP MORRIS INTL INC COM 718172109 11,210 137,484 SH   SOLE   137,484 0 0
PHILIP MORRIS INTL INC COM 718172109 555 6,811 SH   DFND 3 6,811 0 0
PHILLIPS 66 COM 718546104 9,098 80,714 SH   DFND 1 80,714 0 0
PHILLIPS 66 COM 718546104 19,838 175,990 SH   SOLE   175,990 0 0
PHOTRONICS INC COM 719405102 483 49,043 SH   SOLE   49,043 0 0
PHYSICIANS RLTY TR COM 71943U104 5,001 296,638 SH   SOLE   296,638 0 0
PHYSICIANS RLTY TR COM 71943U104 3,075 182,388 SH   DFND 1 182,388 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 255 13,463 SH   SOLE   13,463 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 146 17,395 SH   DFND 3 17,395 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,073 17,831 SH   SOLE   17,831 0 0
PINNACLE WEST CAP CORP COM 723484101 381 4,806 SH   SOLE   4,806 0 0
PIONEER ENERGY SVCS CORP COM 723664108 518 175,525 SH   SOLE   175,525 0 0
PIONEER ENERGY SVCS CORP COM 723664108 106 35,967 SH   DFND 1 35,967 0 0
PIONEER NAT RES CO COM 723787107 75,176 431,574 SH   SOLE   431,574 0 0
PIONEER NAT RES CO COM 723787107 33,208 190,644 SH   DFND 1 190,644 0 0
PIPER JAFFRAY COS COM 724078100 762 9,978 SH   SOLE   9,978 0 0
PITNEY BOWES INC COM 724479100 320 45,151 SH   SOLE   45,151 0 0
PLANET FITNESS INC CL A 72703H101 6,291 116,437 SH   SOLE   116,437 0 0
PLANET FITNESS INC CL A 72703H101 2,426 44,895 SH   DFND 1 44,895 0 0
PLANTRONICS INC NEW COM 727493108 478 7,923 SH   SOLE   7,923 0 0
PLEXUS CORP COM 729132100 19,222 328,533 SH   SOLE   328,533 0 0
PLEXUS CORP COM 729132100 13,149 224,734 SH   DFND 1 224,734 0 0
POLARIS INDS INC COM 731068102 2,728 27,020 SH   DFND 1 27,020 0 0
POLARIS INDS INC COM 731068102 8,989 89,040 SH   SOLE   89,040 0 0
POLYONE CORP COM 73179P106 844 19,295 SH   SOLE   19,295 0 0
POOL CORPORATION COM 73278L105 1,628 9,756 SH   SOLE   9,756 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,358 139,406 SH   SOLE   139,406 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,800 39,455 SH   DFND 1 39,455 0 0
POST HLDGS INC COM 737446104 1,590 16,223 SH   SOLE   16,223 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,367 33,381 SH   SOLE   33,381 0 0
POWELL INDS INC COM 739128106 221 6,093 SH   SOLE   6,093 0 0
POWER INTEGRATIONS INC COM 739276103 1,305 20,644 SH   SOLE   20,644 0 0
PRAXAIR INC COM 74005P104 1,983 12,340 SH   SOLE   12,340 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 564 9,645 SH   SOLE   9,645 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 485 12,790 SH   SOLE   12,790 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,135 10,397 SH   SOLE   10,397 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 18,742 12,350,000 SH   SOLE   12,350,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,322 2,800,000 SH   SOLE   2,800,000 0 0
PRIMORIS SVCS CORP COM 74164F103 19,789 797,286 SH   SOLE   797,286 0 0
PRIMORIS SVCS CORP COM 74164F103 14,339 577,709 SH   DFND 1 577,709 0 0
PRIMERICA INC COM 74164M108 13,074 108,452 SH   DFND 1 108,452 0 0
PRIMERICA INC COM 74164M108 19,215 159,391 SH   SOLE   159,391 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 207 3,541 SH   DFND 1 3,541 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,313 22,411 SH   SOLE   22,411 0 0
PROASSURANCE CORP COM 74267C106 1,759 37,466 SH   SOLE   37,466 0 0
PROCTER AND GAMBLE CO COM 742718109 8,986 107,970 SH   SOLE   107,970 0 0
PROCTER AND GAMBLE CO COM 742718109 2,700 32,438 SH   DFND 3 10,963 0 21,475
PROGENICS PHARMACEUTICALS IN COM 743187106 364 58,064 SH   SOLE   58,064 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,118 31,685 SH   SOLE   31,685 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,142 30,156 SH   SOLE   30,156 0 0
PROLOGIS INC COM 74340W103 26,494 390,821 SH   SOLE   390,821 0 0
PROLOGIS INC COM 74340W103 2,810 41,449 SH   DFND 1 41,449 0 0
PROOFPOINT INC COM 743424103 17,412 163,754 SH   SOLE   163,754 0 0
PROOFPOINT INC COM 743424103 6,714 63,144 SH   DFND 1 63,144 0 0
PROPETRO HLDG CORP COM 74347M108 830 50,320 SH   SOLE   50,320 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 9,340 73,246 SH   SOLE   73,246 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 2,867 22,484 SH   DFND 1 22,484 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 6,549 6,500,000 SH   SOLE   6,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,975 2,000,000 SH   SOLE   2,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,100 15,864 SH   SOLE   15,864 0 0
PROTO LABS INC COM 743713109 2,980 18,425 SH   SOLE   18,425 0 0
PROVIDENCE SVC CORP COM 743815102 515 7,648 SH   SOLE   7,648 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,401 138,547 SH   DFND 1 138,547 0 0
PROVIDENT FINL SVCS INC COM 74386T105 13,278 540,848 SH   SOLE   540,848 0 0
PRUDENTIAL FINL INC COM 744320102 10,119 99,872 SH   DFND 1 99,872 0 0
PRUDENTIAL FINL INC COM 744320102 21,833 215,489 SH   SOLE   215,489 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 32,600 617,540 SH   DFND 1 617,540 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 44,085 835,101 SH   SOLE   835,101 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 399 7,549 SH   DFND 3 7,549 0 0
PUBLIC STORAGE COM 74460D109 2,017 10,002 SH   DFND 1 10,002 0 0
PUBLIC STORAGE COM 74460D109 15,128 75,029 SH   SOLE   75,029 0 0
PULTE GROUP INC COM 745867101 279 11,280 SH   SOLE   11,280 0 0
QCR HOLDINGS INC COM 74727A104 3,813 93,350 SH   SOLE   93,350 0 0
QCR HOLDINGS INC COM 74727A104 1,159 28,373 SH   DFND 1 28,373 0 0
QUAKER CHEM CORP COM 747316107 1,824 9,019 SH   SOLE   9,019 0 0
QEP RES INC COM 74733V100 649 57,309 SH   SOLE   57,309 0 0
QORVO INC COM 74736K101 418 5,430 SH   SOLE   5,430 0 0
Q2 HLDGS INC COM 74736L109 7,192 118,775 SH   DFND 1 118,775 0 0
Q2 HLDGS INC COM 74736L109 15,977 263,863 SH   SOLE   263,863 0 0
QUALCOMM INC COM 747525103 4,349 60,383 SH   SOLE   60,383 0 0
QUALCOMM INC COM 747525103 603 8,373 SH   DFND 3 8,373 0 0
QUALYS INC COM 74758T303 2,034 22,833 SH   SOLE   22,833 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 447 24,547 SH   SOLE   24,547 0 0
QUANTA SVCS INC COM 74762E102 214 6,424 SH   SOLE   6,424 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 4,539 245,990 SH   DFND 1 245,990 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 12,380 671,017 SH   SOLE   671,017 0 0
QUEST DIAGNOSTICS INC COM 74834L100 629 5,832 SH   SOLE   5,832 0 0
QUINSTREET INC COM 74874Q100 350 25,778 SH   SOLE   25,778 0 0
QUORUM HEALTH CORP COM 74909E106 116 19,818 SH   SOLE   19,818 0 0
RA MED SYS INC COM 74933X104 511 28,062 SH   DFND 1 28,062 0 0
RA MED SYS INC COM 74933X104 1,327 72,938 SH   SOLE   72,938 0 0
RLI CORP COM 749607107 2,081 26,477 SH   SOLE   26,477 0 0
RLJ LODGING TR COM 74965L101 839 38,084 SH   SOLE   38,084 0 0
RH COM 74967X103 25,822 197,100 SH   DFND 1 197,100 0 0
RH COM 74967X103 31,320 239,065 SH   SOLE   239,065 0 0
RPM INTL INC COM 749685103 3,176 48,910 SH   DFND 1 48,910 0 0
RPM INTL INC COM 749685103 10,892 167,718 SH   SOLE   167,718 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 4,906 3,985,000 SH   SOLE   3,985,000 0 0
RADIAN GROUP INC COM 750236101 29,516 1,427,950 SH   SOLE   1,427,950 0 0
RADIAN GROUP INC COM 750236101 25,922 1,254,100 SH   DFND 1 1,254,100 0 0
RADIANT LOGISTICS INC COM 75025X100 172 29,090 SH   DFND 1 29,090 0 0
RADIANT LOGISTICS INC COM 75025X100 579 97,950 SH   SOLE   97,950 0 0
RAMBUS INC DEL COM 750917106 822 75,377 SH   SOLE   75,377 0 0
RALPH LAUREN CORP CL A 751212101 329 2,390 SH   SOLE   2,390 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,248 91,798 SH   SOLE   91,798 0 0
RANGE RES CORP COM 75281A109 841 49,506 SH   SOLE   49,506 0 0
RAVEN INDS INC COM 754212108 9,115 199,234 SH   SOLE   199,234 0 0
RAVEN INDS INC COM 754212108 5,819 127,194 SH   DFND 1 127,194 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 378 4,106 SH   DFND 1 4,106 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,681 18,262 SH   SOLE   18,262 0 0
RAYONIER INC COM 754907103 2,434 71,976 SH   SOLE   71,976 0 0
RAYONIER INC COM 754907103 220 6,500 SH   DFND 1 6,500 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 672 36,441 SH   SOLE   36,441 0 0
RAYTHEON CO COM NEW 755111507 7,501 36,295 SH   SOLE   36,295 0 0
RE MAX HLDGS INC CL A 75524W108 1,702 38,379 SH   SOLE   38,379 0 0
RE MAX HLDGS INC CL A 75524W108 341 7,690 SH   DFND 1 7,690 0 0
REALOGY HLDGS CORP COM 75605Y106 635 30,754 SH   SOLE   30,754 0 0
REALTY INCOME CORP COM 756109104 822 14,453 SH   DFND 1 14,453 0 0
REALTY INCOME CORP COM 756109104 6,532 114,812 SH   SOLE   114,812 0 0
RED HAT INC COM 756577102 101,799 746,982 SH   DFND 1 746,982 0 0
RED HAT INC COM 756577102 142,966 1,049,058 SH   SOLE   1,049,058 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 19,384 10,493,000 SH   SOLE   10,493,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 312 169,000 SH   DFND 1 169,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 364 9,075 SH   SOLE   9,075 0 0
REDWOOD TR INC COM 758075402 943 58,090 SH   SOLE   58,090 0 0
REGAL BELOIT CORP COM 758750103 874 10,595 SH   SOLE   10,595 0 0
REGAL BELOIT CORP COM 758750103 383 4,643 SH   DFND 3 4,643 0 0
REGENCY CTRS CORP COM 758849103 11,368 175,792 SH   SOLE   175,792 0 0
REGENCY CTRS CORP COM 758849103 1,494 23,095 SH   DFND 1 23,095 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,342 3,322 SH   SOLE   3,322 0 0
REGIS CORP MINN COM 758932107 495 24,251 SH   SOLE   24,251 0 0
REGENXBIO INC COM 75901B107 1,543 20,438 SH   SOLE   20,438 0 0
REGIONS FINL CORP NEW COM 7591EP100 885 48,225 SH   SOLE   48,225 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 2,200 15,222 SH   SOLE   15,222 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,118 71,728 SH   DFND 1 71,728 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 21,314 249,906 SH   SOLE   249,906 0 0
RENASANT CORP COM 75970E107 1,392 33,779 SH   DFND 3 33,779 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 732 25,417 SH   SOLE   25,417 0 0
REPLIGEN CORP COM 759916109 1,461 26,350 SH   SOLE   26,350 0 0
RENT A CTR INC NEW COM 76009N100 436 30,296 SH   SOLE   30,296 0 0
REPUBLIC SVCS INC COM 760759100 696 9,574 SH   SOLE   9,574 0 0
RESMED INC COM 761152107 707 6,129 SH   SOLE   6,129 0 0
RESOURCES CONNECTION INC COM 76122Q105 169 10,172 SH   DFND 1 10,172 0 0
RESOURCES CONNECTION INC COM 76122Q105 915 55,114 SH   SOLE   55,114 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,746 147,056 SH   SOLE   147,056 0 0
RETAIL PPTYS AMER INC CL A 76131V202 10,787 884,935 SH   SOLE   884,935 0 0
RETAIL PPTYS AMER INC CL A 76131V202 3,076 252,316 SH   DFND 1 252,316 0 0
REX AMERICAN RESOURCES CORP COM 761624105 298 3,938 SH   SOLE   3,938 0 0
REXFORD INDL RLTY INC COM 76169C100 1,089 34,078 SH   SOLE   34,078 0 0
RING ENERGY INC COM 76680V108 6,287 634,401 SH   SOLE   634,401 0 0
RING ENERGY INC COM 76680V108 4,326 436,480 SH   DFND 1 436,480 0 0
ROBERT HALF INTL INC COM 770323103 373 5,305 SH   SOLE   5,305 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,011 5,392 SH   SOLE   5,392 0 0
ROCKWELL COLLINS INC COM 774341101 991 7,052 SH   SOLE   7,052 0 0
ROGERS CORP COM 775133101 10,689 72,557 SH   DFND 1 72,557 0 0
ROGERS CORP COM 775133101 20,501 139,161 SH   SOLE   139,161 0 0
ROLLINS INC COM 775711104 257 4,233 SH   SOLE   4,233 0 0
ROPER TECHNOLOGIES INC COM 776696106 16,778 56,641 SH   SOLE   56,641 0 0
ROPER TECHNOLOGIES INC COM 776696106 5,510 18,600 SH   DFND 1 18,600 0 0
ROSS STORES INC COM 778296103 21,423 216,175 SH   SOLE   216,175 0 0
ROSS STORES INC COM 778296103 4,374 44,138 SH   DFND 1 44,138 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 229 3,360 SH   DFND 3 3,095 0 265
ROYAL GOLD INC COM 780287108 1,216 15,784 SH   SOLE   15,784 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,184 48,411 SH   DFND 1 48,411 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,488 183,571 SH   SOLE   183,571 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 639 20,251 SH   SOLE   20,251 0 0
RYDER SYS INC COM 783549108 936 12,811 SH   SOLE   12,811 0 0
RYERSON HLDG CORP COM 783754104 1,042 92,187 SH   SOLE   92,187 0 0
RYERSON HLDG CORP COM 783754104 313 27,719 SH   DFND 1 27,719 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 396 4,600 SH   SOLE   4,600 0 0
S & T BANCORP INC COM 783859101 1,059 24,434 SH   SOLE   24,434 0 0
S&P GLOBAL INC COM 78409V104 2,108 10,791 SH   SOLE   10,791 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,304 33,018 SH   DFND 1 33,018 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 19,582 121,910 SH   SOLE   121,910 0 0
SEI INVESTMENTS CO COM 784117103 1,933 31,643 SH   SOLE   31,643 0 0
SL GREEN RLTY CORP COM 78440X101 444 4,550 SH   DFND 1 4,550 0 0
SL GREEN RLTY CORP COM 78440X101 5,336 54,711 SH   SOLE   54,711 0 0
SLM CORP COM 78442P106 9,270 831,435 SH   SOLE   831,435 0 0
SLM CORP COM 78442P106 3,117 279,541 SH   DFND 1 279,541 0 0
SM ENERGY CO COM 78454L100 1,859 58,966 SH   DFND 1 58,966 0 0
SM ENERGY CO COM 78454L100 13,914 441,287 SH   SOLE   441,287 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 10,399 9,500,000 SH   SOLE   9,500,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 112,139 385,728 SH   SOLE   385,728 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 34,476 118,589 SH   DFND 1 118,589 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 38,166 131,283 SH   DFND 3 129,487 0 1,796
SPX CORP COM 784635104 5,515 165,567 SH   SOLE   165,567 0 0
SPX CORP COM 784635104 1,364 40,951 SH   DFND 1 40,951 0 0
SPS COMM INC COM 78463M107 1,204 12,133 SH   SOLE   12,133 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,712 41,791 SH   DFND 3 41,431 0 360
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2,907 75,960 SH   SOLE   75,960 0 0
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 2,097 54,836 SH   DFND 3 54,737 0 99
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,301 36,100 SH   SOLE   36,100 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,398 316,161 SH   DFND 2 0 0 0
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 2,023 65,013 SH   DFND 3 64,751 0 262
SPDR SERIES TRUST HLTH CR EQUIP 78464A581 10,488 119,437 SH   SOLE   119,437 0 0
SPDR SERIES TRUST HLTH CR EQUIP 78464A581 7,610 86,659 SH   DFND 1 86,659 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 7,225 141,618 SH   DFND 1 141,618 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 9,856 193,179 SH   SOLE   193,179 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,522 58,250 SH   SOLE   58,250 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,294 53,000 SH   DFND 1 53,000 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 248 2,530 SH   DFND 3 2,530 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 16,607 173,224 SH   SOLE   173,224 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,422 66,989 SH   DFND 1 66,989 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,548 40,259 SH   SOLE   40,259 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 812 21,121 SH   DFND 1 21,121 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,153 20,280 SH   DFND 1 20,280 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,990 52,613 SH   SOLE   52,613 0 0
SP PLUS CORP COM 78469C103 646 17,700 SH   DFND 1 17,700 0 0
SP PLUS CORP COM 78469C103 2,171 59,477 SH   SOLE   59,477 0 0
SPX FLOW INC COM 78469X107 811 15,600 SH   DFND 1 15,600 0 0
SPX FLOW INC COM 78469X107 4,286 82,428 SH   SOLE   82,428 0 0
SRC ENERGY INC COM 78470V108 1,497 168,400 SH   SOLE   168,400 0 0
SVB FINL GROUP COM 78486Q101 20,551 66,116 SH   SOLE   66,116 0 0
SVB FINL GROUP COM 78486Q101 7,266 23,375 SH   DFND 1 23,375 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 208 8,993 SH   DFND 1 8,993 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,879 124,542 SH   SOLE   124,542 0 0
SABRE CORP COM 78573M104 1,591 60,999 SH   SOLE   60,999 0 0
SAFETY INS GROUP INC COM 78648T100 888 9,906 SH   SOLE   9,906 0 0
SAGE THERAPEUTICS INC COM 78667J108 748 5,297 SH   DFND 1 5,297 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,952 13,821 SH   SOLE   13,821 0 0
SAIA INC COM 78709Y105 1,370 17,919 SH   SOLE   17,919 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 9,233 271,388 SH   DFND 1 271,388 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 15,456 454,327 SH   SOLE   454,327 0 0
ST JOE CO COM 790148100 246 14,620 SH   SOLE   14,620 0 0
SALESFORCE COM INC COM 79466L302 95,080 597,873 SH   DFND 1 597,873 0 0
SALESFORCE COM INC COM 79466L302 221,368 1,391,987 SH   SOLE   1,391,987 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 542 29,447 SH   SOLE   29,447 0 0
SANCHEZ ENERGY CORP COM 79970Y105 44 19,161 SH   DFND 1 19,161 0 0
SANCHEZ ENERGY CORP COM 79970Y105 149 64,688 SH   SOLE   64,688 0 0
SANDERSON FARMS INC COM 800013104 501 4,849 SH   SOLE   4,849 0 0
SANDY SPRING BANCORP INC COM 800363103 8,934 227,262 SH   SOLE   227,262 0 0
SANDY SPRING BANCORP INC COM 800363103 2,475 62,952 SH   DFND 1 62,952 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,713 94,042 SH   DFND 1 94,042 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 9,481 132,828 SH   SOLE   132,828 0 0
SANMINA CORPORATION COM 801056102 1,327 48,088 SH   SOLE   48,088 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 14,718 734,445 SH   SOLE   734,445 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 9,250 461,571 SH   DFND 1 461,571 0 0
SAUL CTRS INC COM 804395101 1,895 33,842 SH   SOLE   33,842 0 0
SAUL CTRS INC COM 804395101 336 5,999 SH   DFND 1 5,999 0 0
SCANA CORP NEW COM 80589M102 238 6,124 SH   SOLE   6,124 0 0
SCANSOURCE INC COM 806037107 391 9,795 SH   DFND 1 9,795 0 0
SCANSOURCE INC COM 806037107 2,025 50,741 SH   SOLE   50,741 0 0
SCHEIN HENRY INC COM 806407102 562 6,613 SH   SOLE   6,613 0 0
SCHLUMBERGER LTD COM 806857108 3,678 60,375 SH   SOLE   60,375 0 0
SCHLUMBERGER LTD COM 806857108 381 6,245 SH   DFND 3 6,245 0 0
SCHOLASTIC CORP COM 807066105 897 19,204 SH   SOLE   19,204 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,534 51,558 SH   SOLE   51,558 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 212 3,015 SH   DFND 3 3,015 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 212 3,045 SH   DFND 3 3,045 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 233 3,063 SH   DFND 3 3,063 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6,954 181,527 SH   SOLE   181,527 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,860 48,551 SH   DFND 1 48,551 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 820 10,174 SH   SOLE   10,174 0 0
SCIENTIFIC GAMES CORP COM 80874P109 328 12,906 SH   SOLE   12,906 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 13,945 177,127 SH   DFND 1 177,127 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 19,720 250,476 SH   SOLE   250,476 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 639 38,726 SH   SOLE   38,726 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 19,352 662,757 SH   SOLE   662,757 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 11,906 407,746 SH   DFND 1 407,746 0 0
SEACOR HOLDINGS INC COM 811904101 589 11,916 SH   SOLE   11,916 0 0
SEALED AIR CORP NEW COM 81211K100 278 6,920 SH   SOLE   6,920 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5,678 98,013 SH   DFND 1 98,013 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 10,824 186,848 SH   SOLE   186,848 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,939 25,604 SH   DFND 1 25,604 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,189 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 329 4,347 SH   DFND 3 4,308 0 39
SELECT MED HLDGS CORP COM 81619Q105 1,378 74,866 SH   SOLE   74,866 0 0
SELECTIVE INS GROUP INC COM 816300107 2,549 40,135 SH   SOLE   40,135 0 0
SEMTECH CORP COM 816850101 2,510 45,136 SH   SOLE   45,136 0 0
SEMPRA ENERGY COM 816851109 1,290 11,342 SH   SOLE   11,342 0 0
SENECA FOODS CORP NEW CL A 817070501 919 27,276 SH   SOLE   27,276 0 0
SENECA FOODS CORP NEW CL A 817070501 226 6,712 SH   DFND 1 6,712 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 213 12,133 SH   DFND 1 12,133 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,549 145,147 SH   SOLE   145,147 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 16,145 211,020 SH   DFND 1 211,020 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 22,913 299,477 SH   SOLE   299,477 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 356 250,982 SH   DFND 1 250,982 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 923 650,187 SH   SOLE   650,187 0 0
SERVICE CORP INTL COM 817565104 1,907 43,149 SH   SOLE   43,149 0 0
SERVICENOW INC COM 81762P102 5,865 29,979 SH   DFND 1 29,979 0 0
SERVICENOW INC COM 81762P102 16,206 82,839 SH   SOLE   82,839 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,239 31,655 SH   SOLE   31,655 0 0
SHAKE SHACK INC CL A 819047101 1,104 17,519 SH   SOLE   17,519 0 0
SHERWIN WILLIAMS CO COM 824348106 1,609 3,535 SH   SOLE   3,535 0 0
SHOE CARNIVAL INC COM 824889109 292 7,575 SH   SOLE   7,575 0 0
SHUTTERFLY INC COM 82568P304 1,536 23,317 SH   SOLE   23,317 0 0
SHUTTERSTOCK INC COM 825690100 706 12,934 SH   SOLE   12,934 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,487 12,948 SH   SOLE   12,948 0 0
SILICON LABORATORIES INC COM 826919102 957 10,427 SH   SOLE   10,427 0 0
SILGAN HOLDINGS INC COM 827048109 498 17,896 SH   SOLE   17,896 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,853 62,906 SH   SOLE   62,906 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,404 19,260 SH   DFND 1 19,260 0 0
SIMON PPTY GROUP INC NEW COM 828806109 31,442 177,888 SH   SOLE   177,888 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,090 28,837 SH   SOLE   28,837 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 23,422 310,889 SH   DFND 1 310,889 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 31,339 415,968 SH   SOLE   415,968 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 41,437 593,486 SH   DFND 1 593,486 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 60,121 861,083 SH   SOLE   861,083 0 0
SKECHERS U S A INC CL A 830566105 915 32,749 SH   SOLE   32,749 0 0
SKYWEST INC COM 830879102 2,138 36,303 SH   SOLE   36,303 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 709 7,818 SH   SOLE   7,818 0 0
SLEEP NUMBER CORP COM 83125X103 896 24,374 SH   SOLE   24,374 0 0
SMITH A O COM 831865209 332 6,230 SH   SOLE   6,230 0 0
SMUCKER J M CO COM NEW 832696405 501 4,878 SH   SOLE   4,878 0 0
SNAP ON INC COM 833034101 446 2,429 SH   SOLE   2,429 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,097 29,141 SH   SOLE   29,141 0 0
SONIC CORP COM 835451105 1,013 23,379 SH   SOLE   23,379 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 331 17,104 SH   SOLE   17,104 0 0
SONOCO PRODS CO COM 835495102 5,616 101,195 SH   SOLE   101,195 0 0
SONOCO PRODS CO COM 835495102 1,269 22,856 SH   DFND 1 22,856 0 0
SOTHEBYS COM 835898107 436 8,861 SH   SOLE   8,861 0 0
SOUTH JERSEY INDS INC COM 838518108 2,047 58,029 SH   SOLE   58,029 0 0
SOUTHERN CO COM 842587107 5,653 129,656 SH   SOLE   129,656 0 0
SOUTHERN CO COM 842587107 842 19,310 SH   DFND 3 19,310 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 782 22,457 SH   SOLE   22,457 0 0
SOUTHWEST AIRLS CO COM 844741108 153,026 2,450,384 SH   SOLE   2,450,384 0 0
SOUTHWEST AIRLS CO COM 844741108 102,627 1,643,351 SH   DFND 1 1,643,351 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 5,339 67,555 SH   DFND 1 67,555 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 8,287 104,863 SH   SOLE   104,863 0 0
SOUTHWESTERN ENERGY CO COM 845467109 716 140,020 SH   SOLE   140,020 0 0
SPARTANNASH CO COM 847215100 404 20,157 SH   DFND 1 20,157 0 0
SPARTANNASH CO COM 847215100 1,864 92,945 SH   SOLE   92,945 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,098 65,366 SH   SOLE   65,366 0 0
SPIRE INC COM 84857L101 302 4,108 SH   DFND 1 4,108 0 0
SPIRE INC COM 84857L101 3,468 47,147 SH   SOLE   47,147 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 26,528 3,291,332 SH   SOLE   3,291,332 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 7,671 951,707 SH   DFND 1 951,707 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 7,835 7,850,000 SH   SOLE   7,850,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,102 6,050,000 SH   SOLE   6,050,000 0 0
SPOK HLDGS INC COM 84863T106 214 13,885 SH   SOLE   13,885 0 0
SPROUTS FMRS MKT INC COM 85208M102 811 29,577 SH   SOLE   29,577 0 0
STAG INDL INC COM 85254J102 341 12,400 SH   SOLE   12,400 0 0
STAMPS COM INC COM NEW 852857200 14,866 65,721 SH   SOLE   65,721 0 0
STAMPS COM INC COM NEW 852857200 8,958 39,601 SH   DFND 1 39,601 0 0
STANDARD MTR PRODS INC COM 853666105 699 14,199 SH   SOLE   14,199 0 0
STANDEX INTL CORP COM 854231107 902 8,652 SH   DFND 1 8,652 0 0
STANDEX INTL CORP COM 854231107 3,834 36,773 SH   SOLE   36,773 0 0
STANLEY BLACK & DECKER INC COM 854502101 970 6,625 SH   SOLE   6,625 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4,856 44,300 SH   SOLE   44,300 0 0
STARBUCKS CORP COM 855244109 3,368 59,253 SH   SOLE   59,253 0 0
STATE AUTO FINL CORP COM 855707105 4,438 145,325 SH   DFND 1 145,325 0 0
STATE AUTO FINL CORP COM 855707105 6,120 200,387 SH   SOLE   200,387 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,001 2,000,000 SH   SOLE   2,000,000 0 0
STATE STR CORP COM 857477103 26,359 314,621 SH   DFND 1 314,621 0 0
STATE STR CORP COM 857477103 44,435 530,378 SH   SOLE   530,378 0 0
STEEL DYNAMICS INC COM 858119100 40,485 895,889 SH   DFND 1 895,889 0 0
STEEL DYNAMICS INC COM 858119100 51,555 1,140,851 SH   SOLE   1,140,851 0 0
STEPAN CO COM 858586100 1,845 21,204 SH   SOLE   21,204 0 0
STEPAN CO COM 858586100 203 2,333 SH   DFND 1 2,333 0 0
STERICYCLE INC COM 858912108 216 3,674 SH   SOLE   3,674 0 0
STERLING BANCORP DEL COM 85917A100 9,559 434,487 SH   DFND 1 434,487 0 0
STERLING BANCORP DEL COM 85917A100 14,285 649,324 SH   SOLE   649,324 0 0
STEWART INFORMATION SVCS COR COM 860372101 747 16,589 SH   SOLE   16,589 0 0
STIFEL FINL CORP COM 860630102 7,488 146,081 SH   DFND 1 146,081 0 0
STIFEL FINL CORP COM 860630102 13,111 255,775 SH   SOLE   255,775 0 0
STIFEL FINL CORP COM 860630102 600 11,698 SH   DFND 3 11,698 0 0
STORE CAP CORP COM 862121100 1,141 41,046 SH   SOLE   41,046 0 0
STRATEGIC ED INC COM 86272C103 1,997 14,570 SH   SOLE   14,570 0 0
STRYKER CORP COM 863667101 4,473 25,174 SH   SOLE   25,174 0 0
STRYKER CORP COM 863667101 515 2,900 SH   DFND 3 2,900 0 0
STURM RUGER & CO INC COM 864159108 847 12,270 SH   SOLE   12,270 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 1,673 123,631 SH   SOLE   123,631 0 0
SUN CMNTYS INC COM 866674104 2,988 29,428 SH   SOLE   29,428 0 0
SUNCOKE ENERGY INC COM 86722A103 526 45,291 SH   SOLE   45,291 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,527 93,331 SH   SOLE   93,331 0 0
SUNTRUST BKS INC COM 867914103 1,333 19,958 SH   SOLE   19,958 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 362 37,183 SH   SOLE   37,183 0 0
SUPERIOR INDS INTL INC COM 868168105 277 16,237 SH   SOLE   16,237 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,826 36,269 SH   SOLE   36,269 0 0
SUPERVALU INC COM NEW 868536301 866 26,885 SH   SOLE   26,885 0 0
SURMODICS INC COM 868873100 687 9,208 SH   SOLE   9,208 0 0
SYKES ENTERPRISES INC COM 871237103 852 27,932 SH   SOLE   27,932 0 0
SYMANTEC CORP COM 871503108 568 26,687 SH   SOLE   26,687 0 0
SYNAPTICS INC COM 87157D109 381 8,349 SH   SOLE   8,349 0 0
SYNOPSYS INC COM 871607107 47,617 482,886 SH   SOLE   482,886 0 0
SYNOPSYS INC COM 871607107 9,165 92,945 SH   DFND 1 92,945 0 0
SYNOVUS FINL CORP COM NEW 87161C501 35,384 772,737 SH   SOLE   772,737 0 0
SYNOVUS FINL CORP COM NEW 87161C501 19,091 416,924 SH   DFND 1 416,924 0 0
SYNNEX CORP COM 87162W100 598 7,057 SH   SOLE   7,057 0 0
SYNCHRONY FINL COM 87165B103 39,346 1,265,943 SH   SOLE   1,265,943 0 0
SYNCHRONY FINL COM 87165B103 22,719 730,977 SH   DFND 1 730,977 0 0
SYNEOS HEALTH INC CL A 87166B102 14,371 278,785 SH   SOLE   278,785 0 0
SYNEOS HEALTH INC CL A 87166B102 10,022 194,406 SH   DFND 1 194,406 0 0
SYSCO CORP COM 871829107 1,507 20,580 SH   SOLE   20,580 0 0
TCF FINL CORP COM 872275102 967 40,620 SH   SOLE   40,620 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,406 45,542 SH   SOLE   45,542 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 875 16,565 SH   DFND 1 16,565 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,918 2,894,000 SH   SOLE   2,894,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,371 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 3,266 29,153 SH   SOLE   29,153 0 0
TRI POINTE GROUP INC COM 87265H109 455 36,663 SH   SOLE   36,663 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 2,208 2,200,000 SH   SOLE   2,200,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,257 1,250,000 SH   SOLE   1,250,000 0 0
TPI COMPOSITES INC COM 87266J104 8,693 304,475 SH   SOLE   304,475 0 0
TPI COMPOSITES INC COM 87266J104 3,346 117,196 SH   DFND 1 117,196 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,037 65,154 SH   SOLE   65,154 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 15,673 9,300,000 SH   SOLE   9,300,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 927 11,418 SH   SOLE   11,418 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 6,682 94,043 SH   DFND 1 94,043 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 18,158 255,568 SH   SOLE   255,568 0 0
TAILORED BRANDS INC COM 87403A107 885 35,123 SH   SOLE   35,123 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 678 4,912 SH   SOLE   4,912 0 0
TALOS ENERGY INC COM 87484T108 6,365 193,931 SH   DFND 1 193,931 0 0
TALOS ENERGY INC COM 87484T108 10,572 322,109 SH   SOLE   322,109 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,429 62,441 SH   SOLE   62,441 0 0
TAPESTRY INC COM 876030107 1,351 26,880 SH   DFND 1 26,880 0 0
TAPESTRY INC COM 876030107 4,368 86,888 SH   SOLE   86,888 0 0
TARGET CORP COM 87612E106 2,019 22,891 SH   SOLE   22,891 0 0
TAUBMAN CTRS INC COM 876664103 2,779 46,448 SH   SOLE   46,448 0 0
TEAM INC COM 878155100 471 20,940 SH   SOLE   20,940 0 0
TECH DATA CORP COM 878237106 656 9,168 SH   SOLE   9,168 0 0
TEGNA INC COM 87901J105 623 52,050 SH   SOLE   52,050 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,127 8,622 SH   SOLE   8,622 0 0
TELEFLEX INC COM 879369106 18,945 71,196 SH   DFND 1 71,196 0 0
TELEFLEX INC COM 879369106 39,089 146,902 SH   SOLE   146,902 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 995 32,690 SH   SOLE   32,690 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,276 208,446 SH   DFND 1 208,446 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,054 172,251 SH   SOLE   172,251 0 0
TEMPUR SEALY INTL INC COM 88023U101 590 11,154 SH   SOLE   11,154 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 560 19,686 SH   SOLE   19,686 0 0
TENNANT CO COM 880345103 954 12,567 SH   SOLE   12,567 0 0
TERADATA CORP DEL COM 88076W103 23,715 628,884 SH   DFND 1 628,884 0 0
TERADATA CORP DEL COM 88076W103 27,830 738,006 SH   SOLE   738,006 0 0
TERADYNE INC COM 880770102 32,180 870,200 SH   SOLE   870,200 0 0
TERADYNE INC COM 880770102 26,069 704,962 SH   DFND 1 704,962 0 0
TEREX CORP NEW COM 880779103 8,107 203,142 SH   DFND 1 203,142 0 0
TEREX CORP NEW COM 880779103 11,844 296,762 SH   SOLE   296,762 0 0
TERRITORIAL BANCORP INC COM 88145X108 270 9,153 SH   DFND 1 9,153 0 0
TERRITORIAL BANCORP INC COM 88145X108 912 30,852 SH   SOLE   30,852 0 0
TERRENO RLTY CORP COM 88146M101 10,869 288,315 SH   SOLE   288,315 0 0
TERRENO RLTY CORP COM 88146M101 7,690 203,973 SH   DFND 1 203,973 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,006 93,149 SH   DFND 1 93,149 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,248 104,351 SH   SOLE   104,351 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 396 87,701 SH   SOLE   87,701 0 0
TETRA TECH INC NEW COM 88162G103 2,574 37,692 SH   SOLE   37,692 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 990 11,981 SH   SOLE   11,981 0 0
TEXAS INSTRS INC COM 882508104 24,626 229,531 SH   DFND 1 229,531 0 0
TEXAS INSTRS INC COM 882508104 61,998 577,855 SH   SOLE   577,855 0 0
TEXAS ROADHOUSE INC COM 882681109 1,098 15,848 SH   SOLE   15,848 0 0
TEXTRON INC COM 883203101 786 10,994 SH   SOLE   10,994 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 19,436 79,631 SH   DFND 1 79,631 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 79,727 326,641 SH   SOLE   326,641 0 0
THOR INDS INC COM 885160101 989 11,821 SH   SOLE   11,821 0 0
3-D SYS CORP DEL COM NEW 88554D205 1,495 79,108 SH   SOLE   79,108 0 0
3M CO COM 88579Y101 5,371 25,492 SH   SOLE   25,492 0 0
3M CO COM 88579Y101 674 3,202 SH   DFND 3 3,202 0 0
TIFFANY & CO NEW COM 886547108 564 4,374 SH   SOLE   4,374 0 0
TILE SHOP HLDGS INC COM 88677Q109 172 24,093 SH   SOLE   24,093 0 0
TIMKEN CO COM 887389104 821 16,462 SH   SOLE   16,462 0 0
TIMKENSTEEL CORP COM 887399103 407 27,360 SH   SOLE   27,360 0 0
TITAN INTL INC ILL COM 88830M102 257 34,652 SH   SOLE   34,652 0 0
TIVO CORP COM 88870P106 1,071 86,053 SH   SOLE   86,053 0 0
TIVITY HEALTH INC COM 88870R102 876 27,251 SH   SOLE   27,251 0 0
TOLL BROTHERS INC COM 889478103 36,370 1,101,124 SH   SOLE   1,101,124 0 0
TOLL BROTHERS INC COM 889478103 26,538 803,441 SH   DFND 1 803,441 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 705 8,686 SH   SOLE   8,686 0 0
TOPBUILD CORP COM 89055F103 1,411 24,828 SH   SOLE   24,828 0 0
TORCHMARK CORP COM 891027104 393 4,534 SH   SOLE   4,534 0 0
TORO CO COM 891092108 1,532 25,547 SH   SOLE   25,547 0 0
TOWER INTL INC COM 891826109 2,048 67,717 SH   DFND 1 67,717 0 0
TOWER INTL INC COM 891826109 6,838 226,041 SH   SOLE   226,041 0 0
TOTAL SYS SVCS INC COM 891906109 703 7,124 SH   SOLE   7,124 0 0
TOTAL SYS SVCS INC COM 891906109 522 5,282 SH   DFND 3 5,282 0 0
TRACTOR SUPPLY CO COM 892356106 476 5,240 SH   SOLE   5,240 0 0
TRANSDIGM GROUP INC COM 893641100 5,269 14,153 SH   SOLE   14,153 0 0
TRANSDIGM GROUP INC COM 893641100 1,612 4,330 SH   DFND 1 4,330 0 0
TRANSUNION COM 89400J107 6,793 92,317 SH   SOLE   92,317 0 0
TRANSUNION COM 89400J107 4,989 67,810 SH   DFND 1 67,810 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,505 11,605 SH   SOLE   11,605 0 0
TREDEGAR CORP COM 894650100 384 17,731 SH   SOLE   17,731 0 0
TREEHOUSE FOODS INC COM 89469A104 650 13,586 SH   SOLE   13,586 0 0
TREX CO INC COM 89531P105 3,082 40,042 SH   SOLE   40,042 0 0
TRICO BANCSHARES COM 896095106 3,382 87,566 SH   SOLE   87,566 0 0
TRICO BANCSHARES COM 896095106 1,010 26,141 SH   DFND 1 26,141 0 0
TRIMAS CORP COM NEW 896215209 6,945 228,439 SH   SOLE   228,439 0 0
TRIMAS CORP COM NEW 896215209 2,127 69,968 SH   DFND 1 69,968 0 0
TRIMBLE INC COM 896239100 2,821 64,921 SH   SOLE   64,921 0 0
TRINITY INDS INC COM 896522109 1,320 36,028 SH   SOLE   36,028 0 0
TRIUMPH BANCORP INC COM 89679E300 618 16,170 SH   SOLE   16,170 0 0
TRIUMPH GROUP INC NEW COM 896818101 811 34,794 SH   SOLE   34,794 0 0
TRIPADVISOR INC COM 896945201 235 4,601 SH   SOLE   4,601 0 0
TRUEBLUE INC COM 89785X101 742 28,481 SH   SOLE   28,481 0 0
TRUSTCO BK CORP N Y COM 898349105 5,857 689,067 SH   SOLE   689,067 0 0
TRUSTCO BK CORP N Y COM 898349105 1,515 178,214 SH   DFND 1 178,214 0 0
TRUSTMARK CORP COM 898402102 550 16,348 SH   SOLE   16,348 0 0
TTEC HLDGS INC COM 89854H102 258 9,961 SH   SOLE   9,961 0 0
TUPPERWARE BRANDS CORP COM 899896104 412 12,327 SH   SOLE   12,327 0 0
TURNING PT BRANDS INC COM 90041L105 11,173 269,487 SH   DFND 1 269,487 0 0
TURNING PT BRANDS INC COM 90041L105 15,540 374,822 SH   SOLE   374,822 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 6,681 6,550,000 SH   SOLE   6,550,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,097 45,258 SH   SOLE   45,258 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 864 18,858 SH   SOLE   18,858 0 0
TWITTER INC COM 90184L102 48,270 1,696,047 SH   SOLE   1,696,047 0 0
TWITTER INC COM 90184L102 41,857 1,470,720 SH   DFND 1 1,470,720 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,536 6,750,000 SH   SOLE   6,750,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 8,660 9,450,000 SH   SOLE   9,450,000 0 0
II VI INC COM 902104108 1,897 40,106 SH   SOLE   40,106 0 0
2U INC COM 90214J101 965 12,833 SH   DFND 1 12,833 0 0
2U INC COM 90214J101 2,477 32,944 SH   SOLE   32,944 0 0
TYLER TECHNOLOGIES INC COM 902252105 6,763 27,598 SH   DFND 1 27,598 0 0
TYLER TECHNOLOGIES INC COM 902252105 20,219 82,505 SH   SOLE   82,505 0 0
TYSON FOODS INC CL A 902494103 761 12,779 SH   SOLE   12,779 0 0
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 278 13,440 SH   DFND 3 12,700 0 740
UDR INC COM 902653104 7,617 188,409 SH   SOLE   188,409 0 0
UDR INC COM 902653104 552 13,650 SH   DFND 1 13,650 0 0
UGI CORP NEW COM 902681105 8,602 155,052 SH   DFND 1 155,052 0 0
UGI CORP NEW COM 902681105 40,338 727,070 SH   SOLE   727,070 0 0
UMB FINL CORP COM 902788108 753 10,618 SH   SOLE   10,618 0 0
US BANCORP DEL COM NEW 902973304 18,520 350,690 SH   DFND 1 350,690 0 0
US BANCORP DEL COM NEW 902973304 52,417 992,553 SH   SOLE   992,553 0 0
US BANCORP DEL COM NEW 902973304 254 4,809 SH   DFND 3 4,809 0 0
U S CONCRETE INC COM NEW 90333L201 507 11,068 SH   SOLE   11,068 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,051 8,863 SH   SOLE   8,863 0 0
U S SILICA HLDGS INC COM 90346E103 1,027 54,519 SH   SOLE   54,519 0 0
ULTA BEAUTY INC COM 90384S303 3,527 12,501 SH   DFND 1 12,501 0 0
ULTA BEAUTY INC COM 90384S303 10,519 37,284 SH   SOLE   37,284 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,105 18,947 SH   SOLE   18,947 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,426 4,427 SH   DFND 1 4,427 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 338 26,962 SH   SOLE   26,962 0 0
UMPQUA HLDGS CORP COM 904214103 1,105 53,134 SH   SOLE   53,134 0 0
UNIFI INC COM NEW 904677200 339 11,952 SH   SOLE   11,952 0 0
UNIFIRST CORP MASS COM 904708104 516 2,969 SH   DFND 1 2,969 0 0
UNIFIRST CORP MASS COM 904708104 3,631 20,909 SH   SOLE   20,909 0 0
UNION PAC CORP COM 907818108 5,214 32,022 SH   SOLE   32,022 0 0
UNION PAC CORP COM 907818108 250 1,535 SH   DFND 3 1,535 0 0
UNISYS CORP COM NEW 909214306 727 35,659 SH   SOLE   35,659 0 0
UNIT CORP COM 909218109 8,058 309,218 SH   SOLE   309,218 0 0
UNIT CORP COM 909218109 2,193 84,160 SH   DFND 1 84,160 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 6,775 242,911 SH   DFND 1 242,911 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,066 396,758 SH   SOLE   396,758 0 0
UNITED BANKSHARES INC WEST V COM 909907107 921 25,340 SH   SOLE   25,340 0 0
UNITED CONTL HLDGS INC COM 910047109 54,564 612,670 SH   SOLE   612,670 0 0
UNITED CONTL HLDGS INC COM 910047109 42,816 480,750 SH   DFND 1 480,750 0 0
UNITED FINL BANCORP INC NEW COM 910304104 4,244 252,148 SH   SOLE   252,148 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,266 75,213 SH   DFND 1 75,213 0 0
UNITED FIRE GROUP INC COM 910340108 231 4,554 SH   DFND 1 4,554 0 0
UNITED FIRE GROUP INC COM 910340108 1,531 30,154 SH   SOLE   30,154 0 0
UNITED INS HLDGS CORP COM 910710102 322 14,379 SH   SOLE   14,379 0 0
UNITED NAT FOODS INC COM 911163103 364 12,169 SH   SOLE   12,169 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,298 156,727 SH   DFND 1 156,727 0 0
UNITED PARCEL SERVICE INC CL B 911312106 33,161 284,038 SH   SOLE   284,038 0 0
UNITED PARCEL SERVICE INC CL B 911312106 896 7,676 SH   DFND 3 7,676 0 0
UNITED RENTALS INC COM 911363109 13,177 80,541 SH   SOLE   80,541 0 0
UNITED RENTALS INC COM 911363109 4,539 27,745 SH   DFND 1 27,745 0 0
UNITED STATES LIME & MINERAL COM 911922102 4,718 59,758 SH   DFND 1 59,758 0 0
UNITED STATES LIME & MINERAL COM 911922102 6,466 81,898 SH   SOLE   81,898 0 0
UNITED STATES STL CORP NEW COM 912909108 1,300 42,664 SH   SOLE   42,664 0 0
UNITED TECHNOLOGIES CORP COM 913017109 35,056 250,737 SH   DFND 1 250,737 0 0
UNITED TECHNOLOGIES CORP COM 913017109 74,649 533,929 SH   SOLE   533,929 0 0
UNITED TECHNOLOGIES CORP COM 913017109 463 3,312 SH   DFND 3 3,212 0 100
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,334 10,430 SH   SOLE   10,430 0 0
UNITEDHEALTH GROUP INC COM 91324P102 93,936 353,089 SH   DFND 1 353,089 0 0
UNITEDHEALTH GROUP INC COM 91324P102 244,526 919,131 SH   SOLE   919,131 0 0
UNITEDHEALTH GROUP INC COM 91324P102 646 2,428 SH   DFND 3 2,428 0 0
UNITIL CORP COM 913259107 581 11,421 SH   SOLE   11,421 0 0
UNITI GROUP INC COM 91325V108 1,999 99,218 SH   SOLE   99,218 0 0
UNIVAR INC COM 91336L107 14,421 470,359 SH   SOLE   470,359 0 0
UNIVAR INC COM 91336L107 10,571 344,793 SH   DFND 1 344,793 0 0
UNIVERSAL CORP VA COM 913456109 1,132 17,410 SH   SOLE   17,410 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,697 14,392 SH   DFND 1 14,392 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,412 37,420 SH   SOLE   37,420 0 0
UNIVERSAL ELECTRS INC COM 913483103 389 9,897 SH   SOLE   9,897 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,520 43,029 SH   SOLE   43,029 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 948 12,734 SH   SOLE   12,734 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,109 22,845 SH   SOLE   22,845 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,059 28,779 SH   DFND 1 28,779 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,567 96,929 SH   SOLE   96,929 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 34,031 266,199 SH   DFND 1 266,199 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 45,729 357,704 SH   SOLE   357,704 0 0
UNUM GROUP COM 91529Y106 1,080 27,638 SH   DFND 1 27,638 0 0
UNUM GROUP COM 91529Y106 3,708 94,911 SH   SOLE   94,911 0 0
URBAN OUTFITTERS INC COM 917047102 746 18,237 SH   SOLE   18,237 0 0
URBAN EDGE PPTYS COM 91704F104 1,664 75,342 SH   SOLE   75,342 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,697 79,732 SH   DFND 1 79,732 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 6,186 290,573 SH   SOLE   290,573 0 0
US ECOLOGY INC COM 91732J102 1,130 15,326 SH   SOLE   15,326 0 0
V F CORP COM 918204108 4,645 49,704 SH   SOLE   49,704 0 0
V F CORP COM 918204108 1,206 12,906 SH   DFND 1 12,906 0 0
V F CORP COM 918204108 334 3,579 SH   DFND 3 3,579 0 0
VAIL RESORTS INC COM 91879Q109 7,808 28,452 SH   SOLE   28,452 0 0
VAIL RESORTS INC COM 91879Q109 3,009 10,966 SH   DFND 1 10,966 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,105 18,502 SH   SOLE   18,502 0 0
VALLEY NATL BANCORP COM 919794107 892 79,267 SH   SOLE   79,267 0 0
VALMONT INDS INC COM 920253101 7,996 57,734 SH   DFND 1 57,734 0 0
VALMONT INDS INC COM 920253101 12,371 89,322 SH   SOLE   89,322 0 0
VALVOLINE INC COM 92047W101 1,015 47,203 SH   SOLE   47,203 0 0
VANDA PHARMACEUTICALS INC COM 921659108 832 36,259 SH   SOLE   36,259 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 218 9,068 SH   DFND 3 8,818 0 250
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 6,803 87,181 SH   DFND 3 81,318 0 5,863
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 5,048 116,672 SH   SOLE   116,672 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 48,138 1,112,503 SH   DFND 3 1,095,886 0 16,617
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,177 25,000 SH   SOLE   25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 959 23,388 SH   SOLE   23,388 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 594 14,503 SH   DFND 3 14,149 0 354
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 326 4,590 SH   DFND 3 4,590 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 170,590 3,034,330 SH   DFND 3 2,802,446 0 231,885
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 768 13,654 SH   DFND 4 13,654 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 22,308 285,420 SH   DFND 1 285,420 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 11,108 142,120 SH   SOLE   142,120 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 17,995 230,239 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 4,434 56,730 SH   DFND 3 56,380 0 350
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 271,473 4,372,246 SH   DFND 3 4,114,429 0 257,816
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 703 11,321 SH   DFND 4 11,321 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 39,502 472,910 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 19,061 228,197 SH   DFND 3 218,986 0 9,211
VAREX IMAGING CORP COM 92214X106 763 26,616 SH   SOLE   26,616 0 0
VARIAN MED SYS INC COM 92220P105 440 3,928 SH   SOLE   3,928 0 0
VECTREN CORP COM 92240G101 1,434 20,052 SH   SOLE   20,052 0 0
VEECO INSTRS INC DEL COM 922417100 349 34,076 SH   SOLE   34,076 0 0
VEEVA SYS INC CL A COM 922475108 5,446 50,027 SH   DFND 1 50,027 0 0
VEEVA SYS INC CL A COM 922475108 14,386 132,136 SH   SOLE   132,136 0 0
VENTAS INC COM 92276F100 990 18,200 SH   DFND 1 18,200 0 0
VENTAS INC COM 92276F100 9,018 165,824 SH   SOLE   165,824 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 28,810 107,883 SH   DFND 3 100,966 0 6,917
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 11,346 140,634 SH   SOLE   140,634 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 8,278 102,604 SH   DFND 1 102,604 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 3,107 38,515 SH   DFND 3 34,850 0 3,665
VANGUARD INDEX FDS LARGE CAP ETF 922908637 228 1,708 SH   DFND 3 1,708 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 6,062 49,436 SH   DFND 3 45,189 0 4,247
VANGUARD INDEX FDS GROWTH ETF 922908736 14,902 92,532 SH   DFND 3 91,102 0 1,430
VANGUARD INDEX FDS VALUE ETF 922908744 15,326 138,473 SH   DFND 3 137,966 0 507
VANGUARD INDEX FDS SMALL CP ETF 922908751 487 2,998 SH   DFND 3 2,886 0 112
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,726 31,580 SH   DFND 3 31,053 0 527
VERA BRADLEY INC COM 92335C106 202 13,208 SH   SOLE   13,208 0 0
VEREIT INC COM 92339V100 416 57,234 SH   SOLE   57,234 0 0
VERISIGN INC COM 92343E102 683 4,265 SH   DFND 1 4,265 0 0
VERISIGN INC COM 92343E102 3,590 22,423 SH   SOLE   22,423 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 57,249 1,072,273 SH   DFND 1 1,072,273 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 139,241 2,607,996 SH   SOLE   2,607,996 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 867 16,249 SH   DFND 3 16,249 0 0
VERINT SYS INC COM 92343X100 3,441 68,679 SH   DFND 1 68,679 0 0
VERINT SYS INC COM 92343X100 11,301 225,564 SH   SOLE   225,564 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 14,419 14,000,000 SH   SOLE   14,000,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 249 242,000 SH   DFND 1 242,000 0 0
VERITIV CORP COM 923454102 285 7,838 SH   SOLE   7,838 0 0
VERISK ANALYTICS INC COM 92345Y106 53,757 445,930 SH   SOLE   445,930 0 0
VERISK ANALYTICS INC COM 92345Y106 37,597 311,875 SH   DFND 1 311,875 0 0
VERSO CORP CL A 92531L207 5,512 163,693 SH   SOLE   163,693 0 0
VERSO CORP CL A 92531L207 2,105 62,505 SH   DFND 1 62,505 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 48,374 250,979 SH   SOLE   250,979 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,905 92,897 SH   DFND 1 92,897 0 0
VERSUM MATLS INC COM 92532W103 947 26,291 SH   SOLE   26,291 0 0
VIAD CORP COM NEW 92552R406 846 14,272 SH   SOLE   14,272 0 0
VIASAT INC COM 92552V100 845 13,221 SH   SOLE   13,221 0 0
VIACOM INC NEW CL B 92553P201 512 15,156 SH   SOLE   15,156 0 0
VIAVI SOLUTIONS INC COM 925550105 1,799 158,669 SH   SOLE   158,669 0 0
VICI PPTYS INC COM 925652109 320 14,800 SH   SOLE   14,800 0 0
VICOR CORP COM 925815102 528 11,468 SH   SOLE   11,468 0 0
VISA INC COM CL A 92826C839 256,149 1,706,633 SH   SOLE   1,706,633 0 0
VISA INC COM CL A 92826C839 99,195 660,904 SH   DFND 1 660,904 0 0
VISA INC COM CL A 92826C839 225 1,496 SH   DFND 3 1,496 0 0
VIRTUSA CORP COM 92827P102 30,599 569,716 SH   SOLE   569,716 0 0
VIRTUSA CORP COM 92827P102 18,923 352,321 SH   DFND 1 352,321 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 573 5,041 SH   SOLE   5,041 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 649 31,884 SH   SOLE   31,884 0 0
VISTA OUTDOOR INC COM 928377100 719 40,213 SH   SOLE   40,213 0 0
VISTEON CORP COM NEW 92839U206 662 7,130 SH   SOLE   7,130 0 0
VISTRA ENERGY CORP COM 92840M102 1,467 58,979 SH   SOLE   58,979 0 0
VISTRA ENERGY CORP COM 92840M102 916 36,803 SH   DFND 1 36,803 0 0
VITAMIN SHOPPE INC COM 92849E101 106 10,617 SH   SOLE   10,617 0 0
VONAGE HLDGS CORP COM 92886T201 2,133 150,656 SH   SOLE   150,656 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,978 95,592 SH   SOLE   95,592 0 0
VORNADO RLTY TR SH BEN INT 929042109 909 12,450 SH   DFND 1 12,450 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 101 13,760 SH   DFND 1 13,760 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 101 13,760 SH   SOLE   13,760 0 0
VULCAN MATLS CO COM 929160109 631 5,675 SH   SOLE   5,675 0 0
W & T OFFSHORE INC COM 92922P106 162 16,842 SH   DFND 1 16,842 0 0
W & T OFFSHORE INC COM 92922P106 546 56,673 SH   SOLE   56,673 0 0
WD-40 CO COM 929236107 1,672 9,717 SH   SOLE   9,717 0 0
WABCO HLDGS INC COM 92927K102 37,714 319,777 SH   DFND 1 319,777 0 0
WABCO HLDGS INC COM 92927K102 46,546 394,659 SH   SOLE   394,659 0 0
WSFS FINL CORP COM 929328102 12,658 268,470 SH   SOLE   268,470 0 0
WSFS FINL CORP COM 929328102 3,740 79,330 SH   DFND 1 79,330 0 0
WEC ENERGY GROUP INC COM 92939U106 1,076 16,124 SH   SOLE   16,124 0 0
WEC ENERGY GROUP INC COM 92939U106 339 5,087 SH   DFND 3 5,087 0 0
WABASH NATL CORP COM 929566107 740 40,596 SH   SOLE   40,596 0 0
WABTEC CORP COM 929740108 2,167 20,661 SH   SOLE   20,661 0 0
WADDELL & REED FINL INC CL A 930059100 1,146 54,103 SH   SOLE   54,103 0 0
WAGEWORKS INC COM 930427109 6,797 158,990 SH   SOLE   158,990 0 0
WAGEWORKS INC COM 930427109 2,172 50,816 SH   DFND 1 50,816 0 0
WALMART INC COM 931142103 50,123 533,734 SH   SOLE   533,734 0 0
WALMART INC COM 931142103 22,054 234,841 SH   DFND 1 234,841 0 0
WALMART INC COM 931142103 718 7,647 SH   DFND 3 7,647 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,669 36,618 SH   SOLE   36,618 0 0
WALKER & DUNLOP INC COM 93148P102 1,047 19,800 SH   SOLE   19,800 0 0
WASHINGTON FED INC COM 938824109 652 20,386 SH   SOLE   20,386 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,444 197,847 SH   SOLE   197,847 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 292 9,515 SH   SOLE   9,515 0 0
WASHINGTON TR BANCORP COM 940610108 2,968 53,673 SH   SOLE   53,673 0 0
WASHINGTON TR BANCORP COM 940610108 867 15,686 SH   DFND 1 15,686 0 0
WASTE CONNECTIONS INC COM 94106B101 48,248 604,838 SH   SOLE   604,838 0 0
WASTE CONNECTIONS INC COM 94106B101 18,254 228,830 SH   DFND 1 228,830 0 0
WASTE MGMT INC DEL COM 94106L109 1,543 17,080 SH   SOLE   17,080 0 0
WATERS CORP COM 941848103 2,976 15,286 SH   SOLE   15,286 0 0
WATERS CORP COM 941848103 1,449 7,442 SH   DFND 1 7,442 0 0
WATSCO INC COM 942622200 1,713 9,620 SH   DFND 1 9,620 0 0
WATSCO INC COM 942622200 5,834 32,758 SH   SOLE   32,758 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,616 19,469 SH   SOLE   19,469 0 0
WEBSTER FINL CORP CONN COM 947890109 1,310 22,214 SH   SOLE   22,214 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 644 8,952 SH   SOLE   8,952 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,656 89,253 SH   SOLE   89,253 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 678 2,114 SH   SOLE   2,114 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 22,888 6,064,000 SH   SOLE   6,064,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 57 15,000 SH   DFND 1 15,000 0 0
WELLS FARGO CO NEW COM 949746101 20,718 394,169 SH   SOLE   394,169 0 0
WELLS FARGO CO NEW COM 949746101 2,778 52,852 SH   DFND 1 52,852 0 0
WELLS FARGO CO NEW COM 949746101 1,363 25,923 SH   DFND 3 14,873 0 11,050
WELLS FARGO CO NEW PERP PFD CNV A 949746804 7,406 5,795 SH   DFND 1 5,795 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 28,921 22,630 SH   SOLE   22,630 0 0
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WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 79 10,012 SH   DFND 1 10,012 0 0
WELLTOWER INC COM 95040Q104 11,915 185,242 SH   SOLE   185,242 0 0
WELLTOWER INC COM 95040Q104 1,221 18,979 SH   DFND 1 18,979 0 0
WENDYS CO COM 95058W100 1,006 58,690 SH   DFND 1 58,690 0 0
WENDYS CO COM 95058W100 2,356 137,474 SH   SOLE   137,474 0 0
WERNER ENTERPRISES INC COM 950755108 382 10,810 SH   SOLE   10,810 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,658 53,927 SH   DFND 1 53,927 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 11,324 91,712 SH   SOLE   91,712 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,122 18,643 SH   SOLE   18,643 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,936 34,038 SH   SOLE   34,038 0 0
WESTERN ALLIANCE BANCORP COM 957638109 748 13,148 SH   DFND 1 13,148 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 1,346 100,314 SH   DFND 1 100,314 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 888 66,163 SH   SOLE   66,163 0 0
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WESTERN ASSET HIGH INCM FD I COM 95766J102 78 12,245 SH   DFND 1 12,245 0 0
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WESTERN ASSET HIGH INCM OPP COM 95766K109 692 145,385 SH   SOLE   145,385 0 0
WESTERN DIGITAL CORP COM 958102105 752 12,849 SH   SOLE   12,849 0 0
WESTERN UN CO COM 959802109 377 19,783 SH   SOLE   19,783 0 0
WESTROCK CO COM 96145D105 46,937 878,303 SH   SOLE   878,303 0 0
WESTROCK CO COM 96145D105 27,152 508,075 SH   DFND 1 508,075 0 0
WEX INC COM 96208T104 2,069 10,305 SH   SOLE   10,305 0 0
WEYERHAEUSER CO COM 962166104 7,294 226,035 SH   DFND 1 226,035 0 0
WEYERHAEUSER CO COM 962166104 37,932 1,175,465 SH   SOLE   1,175,465 0 0
WHIRLPOOL CORP COM 963320106 19,312 162,625 SH   DFND 1 162,625 0 0
WHIRLPOOL CORP COM 963320106 23,046 194,070 SH   SOLE   194,070 0 0
WHITESTONE REIT COM 966084204 387 27,849 SH   SOLE   27,849 0 0
WHITING PETE CORP NEW COM NEW 966387409 5,510 103,882 SH   SOLE   103,882 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,584 29,867 SH   DFND 1 29,867 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 864 901,000 SH   DFND 1 901,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 19,079 19,894,000 SH   SOLE   19,894,000 0 0
WILEY JOHN & SONS INC CL A 968223206 656 10,822 SH   SOLE   10,822 0 0
WILLDAN GROUP INC COM 96924N100 6,207 182,781 SH   SOLE   182,781 0 0
WILLDAN GROUP INC COM 96924N100 2,385 70,238 SH   DFND 1 70,238 0 0
WILLIAMS COS INC DEL COM 969457100 1,707 62,765 SH   DFND 1 62,765 0 0
WILLIAMS COS INC DEL COM 969457100 2,729 100,366 SH   SOLE   100,366 0 0
WILLIAMS SONOMA INC COM 969904101 1,267 19,272 SH   SOLE   19,272 0 0
WINGSTOP INC COM 974155103 2,245 32,882 SH   DFND 1 32,882 0 0
WINGSTOP INC COM 974155103 7,225 105,835 SH   SOLE   105,835 0 0
WINNEBAGO INDS INC COM 974637100 667 20,109 SH   SOLE   20,109 0 0
WINTRUST FINL CORP COM 97650W108 3,087 36,347 SH   DFND 1 36,347 0 0
WINTRUST FINL CORP COM 97650W108 11,231 132,226 SH   SOLE   132,226 0 0
WISDOMTREE INVTS INC COM 97717P104 688 81,085 SH   SOLE   81,085 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,520 118,641 PRN   DFND 2 0 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,520 64,531 SH   SOLE   64,531 0 0
WOODWARD INC COM 980745103 1,079 13,344 SH   SOLE   13,344 0 0
WORLD ACCEP CORP DEL COM 981419104 487 4,257 SH   SOLE   4,257 0 0
WORLD FUEL SVCS CORP COM 981475106 452 16,333 SH   SOLE   16,333 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,004 10,377 SH   SOLE   10,377 0 0
WORTHINGTON INDS INC COM 981811102 5,111 117,885 SH   SOLE   117,885 0 0
WORTHINGTON INDS INC COM 981811102 1,420 32,740 SH   DFND 1 32,740 0 0
WPX ENERGY INC COM 98212B103 44,918 2,232,483 SH   SOLE   2,232,483 0 0
WPX ENERGY INC COM 98212B103 35,364 1,757,659 SH   DFND 1 1,757,659 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,043 24,054 SH   SOLE   24,054 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,336 24,038 SH   SOLE   24,038 0 0
WYNN RESORTS LTD COM 983134107 462 3,636 SH   SOLE   3,636 0 0
XO GROUP INC COM 983772104 588 17,057 SH   SOLE   17,057 0 0
XCEL ENERGY INC COM 98389B100 1,261 26,709 SH   SOLE   26,709 0 0
XILINX INC COM 983919101 31,074 387,602 SH   DFND 1 387,602 0 0
XILINX INC COM 983919101 82,561 1,029,824 SH   SOLE   1,029,824 0 0
XEROX CORP COM NEW 984121608 248 9,186 SH   SOLE   9,186 0 0
XYLEM INC COM 98419M100 617 7,726 SH   SOLE   7,726 0 0
XPERI CORP COM 98421B100 511 34,417 SH   SOLE   34,417 0 0
YAHOO INC NOTE 12/0 984332AF3 24,557 19,325,000 SH   SOLE   19,325,000 0 0
YUM BRANDS INC COM 988498101 1,262 13,879 SH   SOLE   13,879 0 0
YUM BRANDS INC COM 988498101 759 8,353 SH   DFND 3 8,353 0 0
YUM CHINA HLDGS INC COM 98850P109 292 8,328 SH   DFND 3 8,328 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,341 38,610 SH   DFND 1 38,610 0 0
ZAYO GROUP HLDGS INC COM 98919V105 2,147 61,847 SH   SOLE   61,847 0 0
ZAYO GROUP HLDGS INC COM 98919V105 258 7,441 SH   DFND 3 7,441 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,274 12,857 SH   SOLE   12,857 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,147 8,728 SH   SOLE   8,728 0 0
ZIONS BANCORPORATION COM 989701107 119,192 2,376,712 SH   SOLE   2,376,712 0 0
ZIONS BANCORPORATION COM 989701107 89,476 1,784,160 SH   DFND 1 1,784,160 0 0
ZIX CORP COM 98974P100 2,097 377,752 SH   SOLE   377,752 0 0
ZIX CORP COM 98974P100 559 100,804 SH   DFND 1 100,804 0 0
ZOETIS INC CL A 98978V103 18,701 204,246 SH   DFND 1 204,246 0 0
ZOETIS INC CL A 98978V103 50,149 547,717 SH   SOLE   547,717 0 0
ZOETIS INC CL A 98978V103 566 6,180 SH   DFND 3 6,180 0 0
ZUMIEZ INC COM 989817101 4,584 173,959 SH   DFND 1 173,959 0 0
ZUMIEZ INC COM 989817101 6,690 253,905 SH   SOLE   253,905 0 0
EURONAV NV ANTWERPEN SHS B38564108 9,886 1,136,275 SH   DFND 1 1,136,275 0 0
EURONAV NV ANTWERPEN SHS B38564108 13,439 1,544,712 SH   SOLE   1,544,712 0 0
ADIENT PLC ORD SHS G0084W101 816 20,761 SH   SOLE   20,761 0 0
AIRCASTLE LTD COM G0129K104 203 9,284 SH   SOLE   9,284 0 0
ALKERMES PLC SHS G01767105 292 6,869 SH   SOLE   6,869 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 369 4,077 SH   SOLE   4,077 0 0
ALLERGAN PLC SHS G0177J108 2,632 13,816 SH   SOLE   13,816 0 0
AMBARELLA INC SHS G037AX101 931 24,060 SH   DFND 1 24,060 0 0
AMBARELLA INC SHS G037AX101 2,422 62,614 SH   SOLE   62,614 0 0
AON PLC SHS CL A G0408V102 1,955 12,711 SH   SOLE   12,711 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,838 61,660 SH   DFND 1 61,660 0 0
ARCH CAP GROUP LTD ORD G0450A105 4,524 151,762 SH   SOLE   151,762 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 13,654 216,552 SH   SOLE   216,552 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,938 157,618 SH   DFND 1 157,618 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 602 14,396 SH   SOLE   14,396 0 0
ARRIS INTL INC SHS G0551A103 1,096 42,187 SH   SOLE   42,187 0 0
ASSURED GUARANTY LTD COM G0585R106 67,638 1,601,665 SH   DFND 1 1,601,665 0 0
ASSURED GUARANTY LTD COM G0585R106 81,803 1,937,082 SH   SOLE   1,937,082 0 0
ATLASSIAN CORP PLC CL A G06242104 1,788 18,600 SH   DFND 1 18,600 0 0
ATLASSIAN CORP PLC CL A G06242104 4,964 51,630 SH   SOLE   51,630 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,771 28,031 SH   SOLE   28,031 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,048 29,659 SH   DFND 3 28,223 0 1,436
BELMOND LTD CL A G1154H107 1,074 58,852 SH   SOLE   58,852 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 3,416 275,524 SH   DFND 1 275,524 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 12,036 970,646 SH   SOLE   970,646 0 0
BUNGE LIMITED COM G16962105 450 6,547 SH   DFND 1 6,547 0 0
BUNGE LIMITED COM G16962105 371 5,399 SH   SOLE   5,399 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,028 32,484 SH   SOLE   32,484 0 0
CONSOLIDATED WATER CO INC ORD G23773107 180 13,001 SH   DFND 1 13,001 0 0
CONSOLIDATED WATER CO INC ORD G23773107 607 43,811 SH   SOLE   43,811 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 672 21,422 SH   SOLE   21,422 0 0
EATON CORP PLC SHS G29183103 1,629 18,777 SH   SOLE   18,777 0 0
EATON CORP PLC SHS G29183103 2,067 23,828 SH   DFND 3 23,828 0 0
ENDO INTL PLC SHS G30401106 2,288 135,956 SH   SOLE   135,956 0 0
ENSCO PLC SHS CLASS A G3157S106 890 105,488 SH   SOLE   105,488 0 0
ESSENT GROUP LTD COM G3198U102 7,831 176,962 SH   SOLE   176,962 0 0
ESSENT GROUP LTD COM G3198U102 4,330 97,851 SH   DFND 1 97,851 0 0
EVEREST RE GROUP LTD COM G3223R108 402 1,759 SH   SOLE   1,759 0 0
FABRINET SHS G3323L100 1,189 25,711 SH   SOLE   25,711 0 0
HELEN OF TROY CORP LTD COM G4388N106 840 6,415 SH   SOLE   6,415 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,086 40,267 SH   SOLE   40,267 0 0
ICHOR HOLDINGS SHS G4740B105 348 17,018 SH   SOLE   17,018 0 0
IHS MARKIT LTD SHS G47567105 825 15,291 SH   SOLE   15,291 0 0
INGERSOLL-RAND PLC SHS G47791101 59,345 580,109 SH   SOLE   580,109 0 0
INGERSOLL-RAND PLC SHS G47791101 22,411 219,070 SH   DFND 1 219,070 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 18,415 6,795,370 SH   SOLE   6,795,370 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 12,465 4,599,807 SH   DFND 1 4,599,807 0 0
INVESCO LTD SHS G491BT108 1,972 86,173 SH   DFND 1 86,173 0 0
INVESCO LTD SHS G491BT108 6,766 295,705 SH   SOLE   295,705 0 0
JAMES RIV GROUP LTD COM G5005R107 894 20,983 SH   SOLE   20,983 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12,437 73,970 SH   SOLE   73,970 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,160 30,690 SH   DFND 1 30,690 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,392 39,769 SH   SOLE   39,769 0 0
LIVANOVA PLC SHS G5509L101 1,441 11,622 SH   SOLE   11,622 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 135 47,198 SH   SOLE   47,198 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 588 20,046 SH   SOLE   20,046 0 0
MEDTRONIC PLC SHS G5960L103 104,149 1,058,751 SH   SOLE   1,058,751 0 0
MEDTRONIC PLC SHS G5960L103 42,303 430,041 SH   DFND 1 430,041 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 441 6,436 SH   SOLE   6,436 0 0
APTIV PLC SHS G6095L109 17,848 212,728 SH   SOLE   212,728 0 0
APTIV PLC SHS G6095L109 8,503 101,343 SH   DFND 1 101,343 0 0
NABORS INDUSTRIES LTD SHS G6359F103 973 157,942 SH   SOLE   157,942 0 0
NABORS INDUSTRIES LTD SHS G6359F103 145 23,541 SH   DFND 1 23,541 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 398 14,378 SH   SOLE   14,378 0 0
NOBLE CORP PLC SHS USD G65431101 1,212 172,398 SH   SOLE   172,398 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 13,411 233,526 SH   SOLE   233,526 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 4,640 80,800 SH   DFND 1 80,800 0 0
NOVOCURE LTD ORD SHS G6674U108 4,527 86,385 SH   SOLE   86,385 0 0
NOVOCURE LTD ORD SHS G6674U108 1,737 33,157 SH   DFND 1 33,157 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,061 39,052 SH   SOLE   39,052 0 0
PROTHENA CORP PLC SHS G72800108 325 24,878 SH   DFND 1 24,878 0 0
PROTHENA CORP PLC SHS G72800108 1,040 79,516 SH   SOLE   79,516 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,297 9,710 SH   SOLE   9,710 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 572 30,379 SH   SOLE   30,379 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,141 108,578 SH   DFND 1 108,578 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,580 54,492 SH   SOLE   54,492 0 0
PENTAIR PLC SHS G7S00T104 302 6,970 SH   SOLE   6,970 0 0
SIGNET JEWELERS LIMITED SHS G81276100 819 12,417 SH   SOLE   12,417 0 0
STERIS PLC SHS USD G84720104 2,335 20,409 SH   SOLE   20,409 0 0
TECHNIPFMC PLC COM G87110105 3,994 127,821 SH   DFND 1 127,821 0 0
TECHNIPFMC PLC COM G87110105 12,760 408,321 SH   SOLE   408,321 0 0
THIRD PT REINS LTD COM G8827U100 694 53,414 SH   SOLE   53,414 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 302 14,502 SH   SOLE   14,502 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,490 88,321 SH   SOLE   88,321 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 798 5,661 SH   SOLE   5,661 0 0
PERRIGO CO PLC SHS G97822103 6,125 86,518 SH   SOLE   86,518 0 0
PERRIGO CO PLC SHS G97822103 2,071 29,249 SH   DFND 1 29,249 0 0
CHUBB LIMITED COM H1467J104 35,012 261,984 SH   SOLE   261,984 0 0
CHUBB LIMITED COM H1467J104 19,991 149,587 SH   DFND 1 149,587 0 0
GARMIN LTD SHS H2906T109 335 4,776 SH   SOLE   4,776 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,110 46,745 SH   SOLE   46,745 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,220 82,106 SH   DFND 1 82,106 0 0
TRANSOCEAN LTD REG SHS H8817H100 18,503 1,326,381 SH   DFND 1 1,326,381 0 0
TRANSOCEAN LTD REG SHS H8817H100 28,438 2,038,589 SH   SOLE   2,038,589 0 0
TRINSEO S A SHS L9340P101 7,689 98,197 SH   SOLE   98,197 0 0
TRINSEO S A SHS L9340P101 2,363 30,177 SH   DFND 1 30,177 0 0
CORE LABORATORIES N V COM N22717107 1,232 10,633 SH   SOLE   10,633 0 0
INTERXION HOLDING N.V SHS N47279109 993 14,750 SH   SOLE   14,750 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,415 13,805 SH   SOLE   13,805 0 0
MYLAN N V SHS EURO N59465109 2,479 67,742 SH   DFND 1 67,742 0 0
MYLAN N V SHS EURO N59465109 7,664 209,410 SH   SOLE   209,410 0 0
NXP SEMICONDUCTORS N V COM N6596X109 689 8,059 SH   DFND 1 8,059 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,521 17,791 SH   SOLE   17,791 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 200 20,808 SH   SOLE   20,808 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 3,611 124,440 SH   DFND 1 124,440 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,001 344,620 SH   SOLE   344,620 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 945 7,274 SH   SOLE   7,274 0 0
COSTAMARE INC SHS Y1771G102 648 99,918 SH   DFND 1 99,918 0 0
COSTAMARE INC SHS Y1771G102 2,245 345,847 SH   SOLE   345,847 0 0
FLEX LTD ORD Y2573F102 3,027 230,679 SH   DFND 1 230,679 0 0
FLEX LTD ORD Y2573F102 11,063 843,246 SH   SOLE   843,246 0 0
TEEKAY TANKERS LTD CL A Y8565N102 62 63,142 SH   DFND 1 63,142 0 0
TEEKAY TANKERS LTD CL A Y8565N102 210 212,491 SH   SOLE   212,491 0 0