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 1,011 28,850 SH   SOLE   28,850 0 0
AAR CORP COM 000361105 862 23,083 SH   SOLE   23,083 0 0
ACCO BRANDS CORP COM 00081T108 332 49,016 SH   DFND 1 49,016 0 0
ACCO BRANDS CORP COM 00081T108 1,119 164,989 SH   SOLE   164,989 0 0
ABM INDS INC COM 000957100 1,509 46,982 SH   SOLE   46,982 0 0
AFLAC INC COM 001055102 502 10,661 SH   DFND 3 10,661 0 0
AFLAC INC COM 001055102 16,919 371,350 SH   DFND 1 371,350 0 0
AFLAC INC COM 001055102 53,161 1,166,834 SH   SOLE   1,166,834 0 0
AGCO CORP COM 001084102 39,551 710,456 SH   SOLE   710,456 0 0
AGCO CORP COM 001084102 32,309 580,358 SH   DFND 1 580,358 0 0
AG MTG INVT TR INC COM 001228105 368 23,081 SH   DFND 1 23,081 0 0
AG MTG INVT TR INC COM 001228105 1,232 77,366 SH   SOLE   77,366 0 0
AES CORP COM 00130H105 418 28,909 SH   SOLE   28,909 0 0
AK STL HLDG CORP COM 001547108 507 225,353 SH   SOLE   225,353 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 374 24,636 SH   SOLE   24,636 0 0
AMC NETWORKS INC CL A 00164V103 634 11,545 SH   SOLE   11,545 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,877 33,126 SH   SOLE   33,126 0 0
ANI PHARMACEUTICALS INC COM 00182C103 263 5,851 SH   SOLE   5,851 0 0
ASGN INC COM 00191U102 1,770 32,479 SH   DFND 1 32,479 0 0
ASGN INC COM 00191U102 5,351 98,185 SH   SOLE   98,185 0 0
AT&T INC COM 00206R102 1,509 44,937 SH   DFND 3 41,733 0 3,204
AT&T INC COM 00206R102 3,660 128,252 SH   DFND 1 128,252 0 0
AT&T INC COM 00206R102 26,962 944,697 SH   SOLE   944,697 0 0
ATN INTL INC COM 00215F107 554 7,744 SH   SOLE   7,744 0 0
AZZ INC COM 002474104 7,063 174,990 SH   SOLE   174,990 0 0
AZZ INC COM 002474104 1,910 47,323 SH   DFND 1 47,323 0 0
AARONS INC COM PAR $0.50 002535300 739 17,576 SH   SOLE   17,576 0 0
ABBOTT LABS COM 002824100 9,751 134,815 SH   SOLE   134,815 0 0
ABBOTT LABS COM 002824100 1,049 14,298 SH   DFND 3 14,298 0 0
ABBVIE INC COM 00287Y109 6,106 66,238 SH   SOLE   66,238 0 0
ABBVIE INC COM 00287Y109 1,536 16,233 SH   DFND 3 16,233 0 0
ABERCROMBIE & FITCH CO CL A 002896207 931 46,443 SH   SOLE   46,443 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 986 254,842 SH   DFND 1 254,842 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 445 114,931 SH   SOLE   114,931 0 0
ABIOMED INC COM 003654100 1,800 4,002 SH   DFND 3 4,002 0 0
ABIOMED INC COM 003654100 9,657 29,709 SH   SOLE   29,709 0 0
ABIOMED INC COM 003654100 3,310 10,184 SH   DFND 1 10,184 0 0
ABRAXAS PETE CORP COM 003830106 242 222,135 SH   SOLE   222,135 0 0
ABRAXAS PETE CORP COM 003830106 72 66,033 SH   DFND 1 66,033 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,162 45,203 SH   SOLE   45,203 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,000 126,256 SH   SOLE   126,256 0 0
ACI WORLDWIDE INC COM 004498101 814 29,400 SH   SOLE   29,400 0 0
ACORDA THERAPEUTICS INC COM 00484M106 428 27,452 SH   SOLE   27,452 0 0
ACTIVISION BLIZZARD INC COM 00507V109 60,741 1,304,293 SH   SOLE   1,304,293 0 0
ACTIVISION BLIZZARD INC COM 00507V109 27,103 581,989 SH   DFND 1 581,989 0 0
ACTUANT CORP CL A NEW 00508X203 912 43,461 SH   SOLE   43,461 0 0
ACUITY BRANDS INC COM 00508Y102 23,715 206,309 SH   SOLE   206,309 0 0
ACUITY BRANDS INC COM 00508Y102 19,771 172,000 SH   DFND 1 172,000 0 0
ADDUS HOMECARE CORP COM 006739106 473 6,966 SH   SOLE   6,966 0 0
ADOBE SYS INC COM 00724F101 700 2,594 SH   DFND 3 2,594 0 0
ADOBE INC COM 00724F101 4,870 21,525 SH   SOLE   21,525 0 0
ADTALEM GLOBAL ED INC COM 00737L103 712 15,048 SH   SOLE   15,048 0 0
ADTRAN INC COM 00738A106 369 34,338 SH   SOLE   34,338 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 510 3,236 SH   SOLE   3,236 0 0
AECOM COM 00766T100 1,062 40,062 SH   SOLE   40,062 0 0
AEGION CORP COM 00770F104 1,706 104,521 SH   SOLE   104,521 0 0
AEGION CORP COM 00770F104 401 24,557 SH   DFND 1 24,557 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,065 29,490 SH   DFND 1 29,490 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,782 77,069 SH   SOLE   77,069 0 0
ADVANSIX INC COM 00773T101 510 20,950 SH   SOLE   20,950 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,288 64,938 SH   DFND 1 64,938 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 7,782 220,897 SH   SOLE   220,897 0 0
ADVANCED MICRO DEVICES INC COM 007903107 33,714 1,826,304 SH   SOLE   1,826,304 0 0
ADVANCED MICRO DEVICES INC COM 007903107 26,365 1,428,232 SH   DFND 1 1,428,232 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 23,195 9,550,000 SH   SOLE   9,550,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 473 19,749 SH   SOLE   19,749 0 0
ADVANCED ENERGY INDS COM 007973100 1,163 27,102 SH   SOLE   27,102 0 0
AEROVIRONMENT INC COM 008073108 1,032 15,189 SH   SOLE   15,189 0 0
AETNA INC NEW COM 00817Y108 235 1,160 SH   DFND 3 650 0 510
AFFILIATED MANAGERS GROUP COM 008252108 1,676 17,199 SH   DFND 1 17,199 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,865 49,924 SH   SOLE   49,924 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 8,768 129,980 SH   DFND 1 129,980 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 29,730 440,704 SH   SOLE   440,704 0 0
AGILYSYS INC COM 00847J105 178 12,412 SH   SOLE   12,412 0 0
AGREE REALTY CORP COM 008492100 3,085 52,189 SH   SOLE   52,189 0 0
AIR PRODS & CHEMS INC COM 009158106 1,533 9,581 SH   SOLE   9,581 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 49,390 808,619 SH   DFND 1 808,619 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 62,179 1,017,993 SH   SOLE   1,017,993 0 0
AKORN INC COM 009728106 226 66,611 SH   SOLE   66,611 0 0
ALAMO GROUP INC COM 011311107 530 6,854 SH   SOLE   6,854 0 0
ALARM COM HLDGS INC COM 011642105 1,282 24,717 SH   SOLE   24,717 0 0
ALASKA AIR GROUP INC COM 011659109 328 5,387 SH   SOLE   5,387 0 0
ALBANY INTL CORP CL A 012348108 1,295 20,737 SH   SOLE   20,737 0 0
ALBEMARLE CORP COM 012653101 373 4,841 SH   SOLE   4,841 0 0
ALCOA CORP COM 013872106 14,616 549,903 SH   SOLE   549,903 0 0
ALCOA CORP COM 013872106 8,130 305,887 SH   DFND 1 305,887 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 316 17,201 SH   SOLE   17,201 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 38,145 331,003 SH   SOLE   331,003 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 25,044 217,323 SH   DFND 1 217,323 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 1,904 56,721 SH   SOLE   56,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 947 9,725 SH   SOLE   9,725 0 0
ALIGN TECHNOLOGY INC COM 016255101 660 3,152 SH   SOLE   3,152 0 0
ALLEGHANY CORP DEL COM 017175100 2,382 3,822 SH   SOLE   3,822 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 695 31,911 SH   SOLE   31,911 0 0
ALLEGIANT TRAVEL CO COM 01748X102 907 9,053 SH   SOLE   9,053 0 0
ALLETE INC COM NEW 018522300 3,029 39,738 SH   SOLE   39,738 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,625 310,667 SH   SOLE   310,667 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 39,582 263,740 SH   DFND 1 263,740 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 266 25,250 SH   SOLE   25,250 0 0
ALLIANT ENERGY CORP COM 018802108 427 10,118 SH   SOLE   10,118 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 335 31,375 SH   SOLE   31,375 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 623 58,300 SH   DFND 1 58,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 427 44,332 SH   SOLE   44,332 0 0
ALLSTATE CORP COM 020002101 489 4,955 SH   DFND 3 4,955 0 0
ALLSTATE CORP COM 020002101 5,449 65,939 SH   DFND 1 65,939 0 0
ALLSTATE CORP COM 020002101 36,144 437,417 SH   SOLE   437,417 0 0
ALLY FINL INC COM 02005N100 27,297 1,204,650 SH   DFND 1 1,204,650 0 0
ALLY FINL INC COM 02005N100 31,908 1,408,100 SH   SOLE   1,408,100 0 0
ALPHABET INC CAP STK CL C 02079K107 369 310 SH   DFND 3 310 0 0
ALPHABET INC CAP STK CL C 02079K107 52,367 50,566 SH   DFND 1 50,566 0 0
ALPHABET INC CAP STK CL C 02079K107 110,902 107,089 SH   SOLE   107,089 0 0
ALPHABET INC CAP STK CL A 02079K305 325 270 SH   DFND 3 270 0 0
ALPHABET INC CAP STK CL A 02079K305 95,233 91,136 SH   DFND 1 91,136 0 0
ALPHABET INC CAP STK CL A 02079K305 220,014 210,548 SH   SOLE   210,548 0 0
ALTRA INDL MOTION CORP COM 02208R106 238 9,472 SH   DFND 1 9,472 0 0
ALTRA INDL MOTION CORP COM 02208R106 735 29,231 SH   SOLE   29,231 0 0
ALTRIA GROUP INC COM 02209S103 366 6,068 SH   DFND 3 6,068 0 0
ALTRIA GROUP INC COM 02209S103 53,995 1,093,228 SH   SOLE   1,093,228 0 0
ALTRIA GROUP INC COM 02209S103 13,668 276,745 SH   DFND 1 276,745 0 0
AMAZON COM INC COM 023135106 1,167 583 SH   DFND 3 501 0 82
AMAZON COM INC COM 023135106 306,074 203,782 SH   SOLE   203,782 0 0
AMAZON COM INC COM 023135106 127,206 84,693 SH   DFND 1 84,693 0 0
AMBAC FINL GROUP INC COM NEW 023139884 560 32,467 SH   SOLE   32,467 0 0
AMEDISYS INC COM 023436108 2,392 20,429 SH   SOLE   20,429 0 0
AMEREN CORP COM 023608102 852 13,054 SH   SOLE   13,054 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 585 18,212 SH   SOLE   18,212 0 0
AMERICAN ASSETS TR INC COM 024013104 1,954 48,638 SH   SOLE   48,638 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 18,891 1,701,912 SH   DFND 1 1,701,912 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 22,450 2,022,512 SH   SOLE   2,022,512 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 5,326 128,684 SH   SOLE   128,684 0 0
AMERICAN ELEC PWR INC COM 025537101 321 4,525 SH   DFND 3 4,525 0 0
AMERICAN ELEC PWR INC COM 025537101 2,262 30,259 SH   SOLE   30,259 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 827 42,797 SH   SOLE   42,797 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,778 63,652 SH   SOLE   63,652 0 0
AMERICAN EXPRESS CO COM 025816109 2,632 27,611 SH   DFND 1 27,611 0 0
AMERICAN EXPRESS CO COM 025816109 15,777 165,511 SH   SOLE   165,511 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 53,102 586,572 SH   SOLE   586,572 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,145 123,103 SH   DFND 1 123,103 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 4,615 232,506 SH   SOLE   232,506 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 17,208 436,643 SH   SOLE   436,643 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,000 203,006 SH   DFND 1 203,006 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 330 11,611 SH   SOLE   11,611 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 7,191 7,300,000 SH   SOLE   7,300,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 256 24,501 SH   SOLE   24,501 0 0
AMERICAN STS WTR CO COM 029899101 1,735 25,873 SH   SOLE   25,873 0 0
AMERICAN TOWER CORP NEW COM 03027X100 25,663 162,226 SH   SOLE   162,226 0 0
AMERICAN VANGUARD CORP COM 030371108 287 18,901 SH   SOLE   18,901 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,322 14,568 SH   SOLE   14,568 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 607 10,908 SH   SOLE   10,908 0 0
AMERICOLD RLTY TR COM 03064D108 1,356 53,091 SH   SOLE   53,091 0 0
AMERISAFE INC COM 03071H100 783 13,814 SH   SOLE   13,814 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,034 81,106 SH   SOLE   81,106 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,784 23,985 SH   DFND 1 23,985 0 0
AMERIPRISE FINL INC COM 03076C106 855 8,190 SH   SOLE   8,190 0 0
AMERIS BANCORP COM 03076K108 3,298 104,137 SH   SOLE   104,137 0 0
AMERIS BANCORP COM 03076K108 910 28,727 SH   DFND 1 28,727 0 0
AMETEK INC NEW COM 031100100 6,065 89,591 SH   DFND 1 89,591 0 0
AMETEK INC NEW COM 031100100 30,840 455,543 SH   SOLE   455,543 0 0
AMGEN INC COM 031162100 7,985 41,016 SH   DFND 1 41,016 0 0
AMGEN INC COM 031162100 37,582 193,057 SH   SOLE   193,057 0 0
AMPHENOL CORP NEW CL A 032095101 11,775 145,333 SH   DFND 1 145,333 0 0
AMPHENOL CORP NEW CL A 032095101 54,762 675,910 SH   SOLE   675,910 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 486 24,399 SH   SOLE   24,399 0 0
ANADARKO PETE CORP COM 032511107 49,157 1,121,285 SH   SOLE   1,121,285 0 0
ANADARKO PETE CORP COM 032511107 24,897 567,917 SH   DFND 1 567,917 0 0
ANALOG DEVICES INC COM 032654105 1,391 16,212 SH   SOLE   16,212 0 0
ANDERSONS INC COM 034164103 566 18,950 SH   SOLE   18,950 0 0
ANGIODYNAMICS INC COM 03475V101 531 26,360 SH   SOLE   26,360 0 0
ANIKA THERAPEUTICS INC COM 035255108 354 10,520 SH   SOLE   10,520 0 0
ANIXTER INTL INC COM 035290105 1,099 20,239 SH   SOLE   20,239 0 0
ANSYS INC COM 03662Q105 28,644 200,391 SH   DFND 1 200,391 0 0
ANSYS INC COM 03662Q105 33,666 235,524 SH   SOLE   235,524 0 0
ANTHEM INC COM 036752103 3,131 11,920 SH   DFND 1 11,920 0 0
ANTHEM INC COM 036752103 7,168 27,295 SH   SOLE   27,295 0 0
APACHE CORP COM 037411105 438 16,704 SH   SOLE   16,704 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,307 75,358 SH   SOLE   75,358 0 0
APERGY CORP COM 03755L104 532 19,650 SH   SOLE   19,650 0 0
APOGEE ENTERPRISES INC COM 037598109 602 20,152 SH   SOLE   20,152 0 0
APOLLO INVT CORP COM NEW 03761U502 1,327 107,039 SH   SOLE   107,039 0 0
APOLLO INVT CORP COM NEW 03761U502 2,306 185,977 SH   DFND 1 185,977 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,333 80,021 SH   SOLE   80,021 0 0
APPLE INC COM 037833100 4,836 21,426 SH   DFND 3 21,335 0 91
APPLE INC COM 037833100 97,062 615,326 SH   DFND 1 615,326 0 0
APPLE INC COM 037833100 237,927 1,508,349 SH   SOLE   1,508,349 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,470 27,245 SH   SOLE   27,245 0 0
APPLIED MATLS INC COM 038222105 1,443 44,061 SH   SOLE   44,061 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 216 14,016 SH   SOLE   14,016 0 0
APTARGROUP INC COM 038336103 1,513 16,083 SH   SOLE   16,083 0 0
AQUA AMERICA INC COM 03836W103 2,224 65,063 SH   SOLE   65,063 0 0
ARCBEST CORP COM 03937C105 629 18,348 SH   SOLE   18,348 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 16,868 411,722 SH   SOLE   411,722 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,801 68,367 SH   DFND 1 68,367 0 0
ARCHROCK INC COM 03957W106 2,482 331,411 SH   DFND 1 331,411 0 0
ARCHROCK INC COM 03957W106 8,778 1,171,981 SH   SOLE   1,171,981 0 0
ARCOSA INC COM 039653100 3,210 115,909 SH   DFND 1 115,909 0 0
ARCOSA INC COM 039653100 5,197 187,678 SH   SOLE   187,678 0 0
ARCONIC INC COM 03965L100 313 18,571 SH   SOLE   18,571 0 0
ARDELYX INC COM 039697107 30 16,585 SH   DFND 1 16,585 0 0
ARDELYX INC COM 039697107 100 56,088 SH   SOLE   56,088 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,566 40,206 SH   SOLE   40,206 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 601 15,427 SH   DFND 1 15,427 0 0
ARES CAP CORP COM 04010L103 2,688 172,559 SH   SOLE   172,559 0 0
ARES CAP CORP COM 04010L103 4,759 305,458 SH   DFND 1 305,458 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 5,496 5,500,000 SH   SOLE   5,500,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,494 114,577 SH   SOLE   114,577 0 0
ARES COML REAL ESTATE CORP COM 04013V108 444 34,053 SH   DFND 1 34,053 0 0
ARISTA NETWORKS INC COM 040413106 12,805 60,775 SH   DFND 1 60,775 0 0
ARISTA NETWORKS INC COM 040413106 22,285 105,768 SH   SOLE   105,768 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,215 655,399 SH   SOLE   655,399 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,457 174,716 SH   DFND 1 174,716 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 615 29,996 SH   SOLE   29,996 0 0
ARROW ELECTRS INC COM 042735100 4,368 63,354 SH   DFND 1 63,354 0 0
ARROW ELECTRS INC COM 042735100 15,711 227,866 SH   SOLE   227,866 0 0
ARTESIAN RESOURCES CORP CL A 043113208 578 16,576 SH   DFND 1 16,576 0 0
ARTESIAN RESOURCES CORP CL A 043113208 1,945 55,783 SH   SOLE   55,783 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 921 13,818 SH   SOLE   13,818 0 0
ASCENA RETAIL GROUP INC COM 04351G101 308 122,787 SH   SOLE   122,787 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 183 45,633 SH   DFND 1 45,633 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 603 150,827 SH   SOLE   150,827 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,125 15,850 SH   SOLE   15,850 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 164 45,407 SH   SOLE   45,407 0 0
ASSOCIATED BANC CORP COM 045487105 841 42,489 SH   SOLE   42,489 0 0
ASSURANT INC COM 04621X108 206 2,302 SH   SOLE   2,302 0 0
ASTEC INDS INC COM 046224101 486 16,092 SH   SOLE   16,092 0 0
ATKORE INTL GROUP INC COM 047649108 598 30,152 SH   SOLE   30,152 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 773 18,320 SH   SOLE   18,320 0 0
ATMOS ENERGY CORP COM 049560105 5,134 55,368 SH   SOLE   55,368 0 0
ATRION CORP COM 049904105 780 1,053 SH   DFND 1 1,053 0 0
ATRION CORP COM 049904105 2,638 3,559 SH   SOLE   3,559 0 0
AUTODESK INC COM 052769106 25,718 199,966 SH   DFND 1 199,966 0 0
AUTODESK INC COM 052769106 64,252 499,589 SH   SOLE   499,589 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 697 4,623 SH   DFND 3 4,623 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 37,286 284,369 SH   SOLE   284,369 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,402 41,197 SH   DFND 1 41,197 0 0
AUTONATION INC COM 05329W102 522 14,609 SH   SOLE   14,609 0 0
AUTOZONE INC COM 053332102 3,520 4,199 SH   SOLE   4,199 0 0
AVALONBAY CMNTYS INC COM 053484101 16,754 96,258 SH   SOLE   96,258 0 0
AVANOS MED INC COM 05350V106 538 12,011 SH   SOLE   12,011 0 0
AVERY DENNISON CORP COM 053611109 345 3,846 SH   SOLE   3,846 0 0
AVIS BUDGET GROUP COM 053774105 380 16,902 SH   SOLE   16,902 0 0
AVISTA CORP COM 05379B107 1,968 46,323 SH   SOLE   46,323 0 0
AVNET INC COM 053807103 1,029 28,493 SH   SOLE   28,493 0 0
AVON PRODS INC COM 054303102 478 314,255 SH   SOLE   314,255 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 408 22,947 SH   SOLE   22,947 0 0
AXON ENTERPRISE INC COM 05464C101 1,802 41,188 SH   SOLE   41,188 0 0
AXOS FINL INC COM 05465C100 861 34,181 SH   DFND 1 34,181 0 0
AXOS FINL INC COM 05465C100 3,675 145,933 SH   SOLE   145,933 0 0
BB&T CORP COM 054937107 452 9,308 SH   DFND 3 9,308 0 0
BB&T CORP COM 054937107 1,476 34,082 SH   SOLE   34,082 0 0
B & G FOODS INC NEW COM 05508R106 1,343 46,469 SH   SOLE   46,469 0 0
BOK FINL CORP COM NEW 05561Q201 5,505 75,065 SH   DFND 1 75,065 0 0
BOK FINL CORP COM NEW 05561Q201 7,691 104,882 SH   SOLE   104,882 0 0
BP PLC SPONSORED ADR 055622104 871 18,890 SH   DFND 3 17,162 0 1,728
BP PLC SPONSORED ADR 055622104 8,150 214,930 SH   DFND 1 214,930 0 0
BP PLC SPONSORED ADR 055622104 18,010 474,940 SH   SOLE   474,940 0 0
BWX TECHNOLOGIES INC COM 05605H100 10,698 279,828 SH   SOLE   279,828 0 0
BWX TECHNOLOGIES INC COM 05605H100 5,293 138,463 SH   DFND 1 138,463 0 0
BADGER METER INC COM 056525108 1,022 20,772 SH   SOLE   20,772 0 0
BAKER HUGHES A GE CO CL A 05722G100 488 22,704 SH   SOLE   22,704 0 0
BALCHEM CORP COM 057665200 8,064 102,924 SH   SOLE   102,924 0 0
BALCHEM CORP COM 057665200 4,792 61,165 SH   DFND 1 61,165 0 0
BALL CORP COM 058498106 30,361 660,316 SH   SOLE   660,316 0 0
BALL CORP COM 058498106 26,035 566,225 SH   DFND 1 566,225 0 0
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BANK OF MARIN BANCORP COM 063425102 229 5,557 SH   DFND 1 5,557 0 0
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BECTON DICKINSON & CO COM 075887109 302 1,159 SH   DFND 3 1,159 0 0
BECTON DICKINSON & CO COM 075887109 23,455 104,098 SH   DFND 1 104,098 0 0
BECTON DICKINSON & CO COM 075887109 57,973 257,292 SH   SOLE   257,292 0 0
BED BATH & BEYOND INC COM 075896100 403 35,592 SH   SOLE   35,592 0 0
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BEMIS INC COM 081437105 1,061 23,119 SH   SOLE   23,119 0 0
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W R BERKLEY CORPORATION COM 084423102 1,912 25,872 SH   SOLE   25,872 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 320 1 SH   DFND 3 0 0 1
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,081 29,782 SH   DFND 1 29,782 0 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 760 28,181 SH   SOLE   28,181 0 0
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BIO RAD LABS INC CL A 090572207 1,182 5,089 SH   SOLE   5,089 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 23,540 276,456 SH   DFND 1 276,456 0 0
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BIOGEN INC COM 09062X103 89,132 296,197 SH   SOLE   296,197 0 0
BIOGEN INC COM 09062X103 44,796 148,862 SH   DFND 1 148,862 0 0
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BIO TECHNE CORP COM 09073M104 637 4,400 SH   DFND 1 4,400 0 0
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BLACKBAUD INC COM 09227Q100 776 12,336 SH   SOLE   12,336 0 0
BLACKLINE INC COM 09239B109 16,903 412,765 SH   SOLE   412,765 0 0
BLACKLINE INC COM 09239B109 8,676 211,856 SH   DFND 1 211,856 0 0
BLACKROCK INC COM 09247X101 2,118 5,391 SH   SOLE   5,391 0 0
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BLACKROCK CR ALLCTN INC TR COM 092508100 123 11,000 SH   DFND 1 11,000 0 0
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BLACKROCK ENHANCED EQT DIV T COM 09251A104 123 15,800 SH   SOLE   15,800 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,760 1,800,000 SH   SOLE   1,800,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 20,295 680,805 SH   DFND 1 680,805 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 32,087 1,076,378 SH   SOLE   1,076,378 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 95 10,256 SH   DFND 1 10,256 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 336 36,201 SH   SOLE   36,201 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 505 71,516 SH   DFND 1 71,516 0 0
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BLOCK H & R INC COM 093671105 232 9,143 SH   SOLE   9,143 0 0
BLUCORA INC COM 095229100 894 33,569 SH   SOLE   33,569 0 0
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BOEING CO COM 097023105 2,152 5,784 SH   DFND 3 5,784 0 0
BOEING CO COM 097023105 115,134 357,004 SH   SOLE   357,004 0 0
BOEING CO COM 097023105 56,474 175,114 SH   DFND 1 175,114 0 0
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BONANZA CREEK ENERGY INC COM NEW 097793400 272 13,160 SH   SOLE   13,160 0 0
BOOKING HLDGS INC COM 09857L108 98,479 57,175 SH   SOLE   57,175 0 0
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BOSTON PROPERTIES INC COM 101121101 11,110 98,713 SH   SOLE   98,713 0 0
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BRADY CORP CL A 104674106 2,176 50,064 SH   SOLE   50,064 0 0
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BRIGGS & STRATTON CORP COM 109043109 397 30,329 SH   SOLE   30,329 0 0
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BRINKS CO COM 109696104 29,337 453,789 SH   SOLE   453,789 0 0
BRINKS CO COM 109696104 24,181 374,023 SH   DFND 1 374,023 0 0
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BROOKS AUTOMATION INC COM 114340102 1,318 50,355 SH   SOLE   50,355 0 0
BROWN & BROWN INC COM 115236101 12,986 471,182 SH   SOLE   471,182 0 0
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CBIZ INC COM 124805102 1,126 57,157 SH   DFND 1 57,157 0 0
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CBL & ASSOC PPTYS INC COM 124830100 237 123,551 SH   SOLE   123,551 0 0
CBS CORP NEW CL B 124857202 32,681 747,509 SH   SOLE   747,509 0 0
CBS CORP NEW CL B 124857202 13,684 313,002 SH   DFND 1 313,002 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 481 4,916 SH   SOLE   4,916 0 0
CBRE GROUP INC CL A 12504L109 561 14,013 SH   SOLE   14,013 0 0
CDK GLOBAL INC COM 12508E101 472 9,859 SH   DFND 1 9,859 0 0
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CDW CORP COM 12514G108 4,823 59,507 SH   SOLE   59,507 0 0
CDW CORP COM 12514G108 1,565 19,308 SH   DFND 1 19,308 0 0
CF INDS HLDGS INC COM 125269100 13,146 302,127 SH   DFND 1 302,127 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 512 6,086 SH   SOLE   6,086 0 0
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CIGNA CORP NEW COM 125523100 9,368 49,328 SH   DFND 1 49,328 0 0
CME GROUP INC COM CL A 12572Q105 2,975 15,815 SH   SOLE   15,815 0 0
CMS ENERGY CORP COM 125896100 7,024 141,469 SH   SOLE   141,469 0 0
CSS INDS INC COM 125906107 788 87,813 SH   SOLE   87,813 0 0
CSS INDS INC COM 125906107 234 26,083 SH   DFND 1 26,083 0 0
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CSG SYS INTL INC COM 126349109 1,002 31,542 SH   SOLE   31,542 0 0
CSW INDUSTRIALS INC COM 126402106 398 8,229 SH   SOLE   8,229 0 0
CSX CORP COM 126408103 899 12,132 SH   DFND 3 12,132 0 0
CSX CORP COM 126408103 136,573 2,198,178 SH   SOLE   2,198,178 0 0
CSX CORP COM 126408103 80,922 1,302,470 SH   DFND 1 1,302,470 0 0
CTS CORP COM 126501105 610 23,560 SH   SOLE   23,560 0 0
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C&J ENERGY SVCS INC NEW COM 12674R100 612 45,366 SH   SOLE   45,366 0 0
CABLE ONE INC COM 12685J105 1,031 1,257 SH   SOLE   1,257 0 0
CABOT CORP COM 127055101 659 15,352 SH   SOLE   15,352 0 0
CABOT OIL & GAS CORP COM 127097103 441 19,734 SH   SOLE   19,734 0 0
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CADENCE DESIGN SYSTEM INC COM 127387108 536 12,322 SH   SOLE   12,322 0 0
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CAL MAINE FOODS INC COM NEW 128030202 896 21,177 SH   SOLE   21,177 0 0
CALAMP CORP COM 128126109 332 25,533 SH   SOLE   25,533 0 0
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CALERES INC COM 129500104 863 30,997 SH   SOLE   30,997 0 0
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CAPSTEAD MTG CORP COM NO PAR 14067E506 441 66,072 SH   SOLE   66,072 0 0
CARBO CERAMICS INC COM 140781105 55 15,757 SH   SOLE   15,757 0 0
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CARETRUST REIT INC COM 14174T107 1,369 74,168 SH   SOLE   74,168 0 0
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CARMAX INC COM 143130102 488 7,783 SH   SOLE   7,783 0 0
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CARNIVAL CORP UNIT 99/99/9999 143658300 4,079 82,745 SH   SOLE   82,745 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 427 11,999 SH   SOLE   11,999 0 0
CARRIZO OIL & GAS INC COM 144577103 671 59,416 SH   SOLE   59,416 0 0
CARS COM INC COM 14575E105 350 16,294 SH   SOLE   16,294 0 0
CARTERS INC COM 146229109 958 11,735 SH   SOLE   11,735 0 0
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CHARTER COMMUNICATIONS INC N CL A 16119P108 2,686 9,427 SH   SOLE   9,427 0 0
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EMERALD EXPOSITIONS EVENTS I COM 29103B100 464 37,613 SH   DFND 1 37,613 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 1,558 126,216 SH   SOLE   126,216 0 0
EMPIRE ST RLTY TR INC CL A 292104106 4,535 318,695 SH   SOLE   318,695 0 0
EMPIRE ST RLTY TR INC CL A 292104106 1,343 94,412 SH   DFND 1 94,412 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,382 175,876 SH   SOLE   175,876 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,934 46,087 SH   DFND 1 46,087 0 0
ENBRIDGE INC COM 29250N105 1,106 35,570 SH   SOLE   35,570 0 0
ENBRIDGE INC COM 29250N105 1,402 45,120 SH   DFND 1 45,120 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 786 11,092 SH   SOLE   11,092 0 0
ENCORE CAP GROUP INC COM 292554102 432 18,363 SH   SOLE   18,363 0 0
ENCORE WIRE CORP COM 292562105 15,710 313,080 SH   SOLE   313,080 0 0
ENCORE WIRE CORP COM 292562105 11,347 226,134 SH   DFND 1 226,134 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,550 25,116 SH   SOLE   25,116 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 204 30,648 SH   SOLE   30,648 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 686 15,186 SH   SOLE   15,186 0 0
ENERSYS COM 29275Y102 830 10,699 SH   SOLE   10,699 0 0
ENGILITY HLDGS INC NEW COM 29286C107 361 12,670 SH   SOLE   12,670 0 0
ENPRO INDS INC COM 29355X107 877 14,599 SH   SOLE   14,599 0 0
ENOVA INTL INC COM 29357K103 472 24,275 SH   SOLE   24,275 0 0
ENSIGN GROUP INC COM 29358P101 1,349 34,780 SH   SOLE   34,780 0 0
ENTERGY CORP NEW COM 29364G103 31,934 371,025 SH   DFND 1 371,025 0 0
ENTERGY CORP NEW COM 29364G103 42,606 495,015 SH   SOLE   495,015 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,257 59,985 SH   DFND 1 59,985 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 7,590 201,690 SH   SOLE   201,690 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,288 44,818 SH   DFND 3 1,785 0 43,033
ENTERPRISE PRODS PARTNERS L COM 293792107 1,779 72,350 SH   DFND 1 72,350 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,402 57,000 SH   SOLE   57,000 0 0
ENVESTNET INC COM 29404K106 864 17,560 SH   DFND 1 17,560 0 0
ENVESTNET INC COM 29404K106 2,251 45,763 SH   SOLE   45,763 0 0
EPLUS INC COM 294268107 696 9,780 SH   SOLE   9,780 0 0
EQUIFAX INC COM 294429105 490 5,257 SH   SOLE   5,257 0 0
EQUINIX INC COM PAR $0.001 29444U700 15,784 44,769 SH   SOLE   44,769 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,362 68,050 SH   SOLE   68,050 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 543 27,133 SH   DFND 1 27,133 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5,987 61,636 SH   SOLE   61,636 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,242 230,907 SH   SOLE   230,907 0 0
ESCO TECHNOLOGIES INC COM 296315104 522 7,915 SH   DFND 1 7,915 0 0
ESCO TECHNOLOGIES INC COM 296315104 2,984 45,246 SH   SOLE   45,246 0 0
ESSENDANT INC COM 296689102 291 23,142 SH   SOLE   23,142 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 501 36,194 SH   SOLE   36,194 0 0
ESSEX PPTY TR INC COM 297178105 10,360 42,249 SH   SOLE   42,249 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 817 6,726 SH   SOLE   6,726 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 317 18,019 SH   SOLE   18,019 0 0
EURONET WORLDWIDE INC COM 298736109 3,611 35,270 SH   SOLE   35,270 0 0
EURONET WORLDWIDE INC COM 298736109 1,305 12,750 SH   DFND 1 12,750 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 10,952 7,710,000 SH   SOLE   7,710,000 0 0
EVERCORE INC CLASS A 29977A105 744 10,398 SH   SOLE   10,398 0 0
EVERGY INC COM 30034W106 951 16,749 SH   SOLE   16,749 0 0
EVERTEC INC COM 30040P103 3,559 123,994 SH   DFND 1 123,994 0 0
EVERTEC INC COM 30040P103 12,948 451,159 SH   SOLE   451,159 0 0
EVERSOURCE ENERGY COM 30040W108 901 13,851 SH   SOLE   13,851 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 125 18,285 SH   SOLE   18,285 0 0
EVOLENT HEALTH INC CL A 30050B101 1,100 55,143 SH   DFND 1 55,143 0 0
EVOLENT HEALTH INC CL A 30050B101 2,869 143,790 SH   SOLE   143,790 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 15,624 346,423 SH   DFND 1 346,423 0 0
EXELON CORP COM 30161N101 30,727 681,306 SH   SOLE   681,306 0 0
EXELIXIS INC COM 30161Q104 1,489 75,724 SH   SOLE   75,724 0 0
EXLSERVICE HOLDINGS INC COM 302081104 463 8,793 SH   DFND 1 8,793 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,795 53,112 SH   SOLE   53,112 0 0
EXPEDIA GROUP INC COM NEW 30212P303 32,931 292,333 SH   SOLE   292,333 0 0
EXPEDIA GROUP INC COM NEW 30212P303 25,019 222,094 SH   DFND 1 222,094 0 0
EXPEDITORS INTL WASH INC COM 302130109 520 7,634 SH   SOLE   7,634 0 0
EXPONENT INC COM 30214U102 1,860 36,680 SH   SOLE   36,680 0 0
EXPRESS INC COM 30219E103 277 54,138 SH   SOLE   54,138 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,572 165,927 SH   DFND 1 165,927 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8,659 558,617 SH   SOLE   558,617 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,078 89,281 SH   SOLE   89,281 0 0
EXTREME NETWORKS INC COM 30226D106 509 83,447 SH   SOLE   83,447 0 0
EXTERRAN CORP COM 30227H106 922 52,072 SH   DFND 1 52,072 0 0
EXTERRAN CORP COM 30227H106 3,472 196,180 SH   SOLE   196,180 0 0
EZCORP INC CL A NON VTG 302301106 285 36,847 SH   SOLE   36,847 0 0
EXXON MOBIL CORP COM 30231G102 8,845 104,037 SH   DFND 3 101,527 0 2,510
EXXON MOBIL CORP COM 30231G102 7,721 113,224 SH   DFND 1 113,224 0 0
EXXON MOBIL CORP COM 30231G102 43,890 643,648 SH   SOLE   643,648 0 0
FBL FINL GROUP INC CL A 30239F106 1,994 30,367 SH   SOLE   30,367 0 0
FBL FINL GROUP INC CL A 30239F106 584 8,899 SH   DFND 1 8,899 0 0
FLIR SYS INC COM 302445101 4,630 106,329 SH   SOLE   106,329 0 0
FLIR SYS INC COM 302445101 1,578 36,231 SH   DFND 1 36,231 0 0
F M C CORP COM NEW 302491303 721 9,745 SH   SOLE   9,745 0 0
FNB CORP PA COM 302520101 810 82,355 SH   SOLE   82,355 0 0
FTI CONSULTING INC COM 302941109 7,134 107,056 SH   SOLE   107,056 0 0
FACEBOOK INC CL A 30303M102 320 1,945 SH   DFND 3 1,793 0 152
FACEBOOK INC CL A 30303M102 160,877 1,227,223 SH   SOLE   1,227,223 0 0
FACEBOOK INC CL A 30303M102 63,912 487,540 SH   DFND 1 487,540 0 0
FACTSET RESH SYS INC COM 303075105 1,949 9,737 SH   SOLE   9,737 0 0
FAIR ISAAC CORP COM 303250104 1,385 7,405 SH   SOLE   7,405 0 0
FARO TECHNOLOGIES INC COM 311642102 492 12,101 SH   SOLE   12,101 0 0
FASTENAL CO COM 311900104 657 12,572 SH   SOLE   12,572 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,225 35,795 SH   SOLE   35,795 0 0
FEDERAL SIGNAL CORP COM 313855108 1,070 53,760 SH   DFND 1 53,760 0 0
FEDERAL SIGNAL CORP COM 313855108 4,400 221,090 SH   SOLE   221,090 0 0
FEDERATED INVS INC PA CL B 314211103 646 24,321 SH   SOLE   24,321 0 0
FEDEX CORP COM 31428X106 1,734 10,746 SH   SOLE   10,746 0 0
F5 NETWORKS INC COM 315616102 1,031 6,366 SH   SOLE   6,366 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 291 2,671 SH   DFND 3 2,671 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 19,108 186,327 SH   SOLE   186,327 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 412 15,850 SH   SOLE   15,850 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 253 16,325 SH   SOLE   16,325 0 0
FIFTH THIRD BANCORP COM 316773100 44,825 1,905,026 SH   SOLE   1,905,026 0 0
FIFTH THIRD BANCORP COM 316773100 22,940 974,939 SH   DFND 1 974,939 0 0
FINANCIAL INSTNS INC COM 317585404 2,313 89,990 SH   SOLE   89,990 0 0
FINANCIAL INSTNS INC COM 317585404 691 26,900 SH   DFND 1 26,900 0 0
FINISAR CORP COM NEW 31787A507 1,788 82,772 SH   SOLE   82,772 0 0
FIRST AMERN FINL CORP COM 31847R102 1,754 39,300 SH   DFND 1 39,300 0 0
FIRST AMERN FINL CORP COM 31847R102 8,958 200,661 SH   SOLE   200,661 0 0
FIRST BANCORP P R COM NEW 318672706 1,318 153,232 SH   SOLE   153,232 0 0
FIRST BUSEY CORP COM NEW 319383204 1,315 53,568 SH   DFND 1 53,568 0 0
FIRST BUSEY CORP COM NEW 319383204 4,496 183,227 SH   SOLE   183,227 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,040 86,108 SH   SOLE   86,108 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,772 194,702 SH   SOLE   194,702 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,483 60,487 SH   DFND 1 60,487 0 0
FIRST FINL BANCORP OH COM 320209109 1,658 69,879 SH   SOLE   69,879 0 0
FIRST FINL BANKSHARES COM 32020R109 2,749 47,656 SH   SOLE   47,656 0 0
FIRST FINL CORP IND COM 320218100 1,830 45,585 SH   SOLE   45,585 0 0
FIRST FINL CORP IND COM 320218100 541 13,483 SH   DFND 1 13,483 0 0
FIRST HORIZON NATL CORP COM 320517105 1,087 82,576 SH   SOLE   82,576 0 0
FIRST HAWAIIAN INC COM 32051X108 18,814 835,805 SH   SOLE   835,805 0 0
FIRST HAWAIIAN INC COM 32051X108 5,720 254,124 SH   DFND 1 254,124 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 9,570 331,588 SH   SOLE   331,588 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 12,378 338,559 SH   SOLE   338,559 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 8,988 245,829 SH   DFND 1 245,829 0 0
FIRST LONG IS CORP COM 320734106 459 23,005 SH   SOLE   23,005 0 0
FIRST MERCHANTS CORP COM 320817109 311 6,920 SH   DFND 3 6,920 0 0
FIRST MERCHANTS CORP COM 320817109 300 8,762 SH   SOLE   8,762 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 236 7,397 SH   SOLE   7,397 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 2,343 118,263 SH   SOLE   118,263 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 278 14,011 SH   DFND 1 14,011 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 37,120 427,156 SH   SOLE   427,156 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 31,225 359,320 SH   DFND 1 359,320 0 0
FIRST SOLAR INC COM 336433107 814 19,163 SH   SOLE   19,163 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 2,237 30,918 SH   SOLE   30,918 0 0
FISERV INC COM 337738108 5,395 73,405 SH   DFND 1 73,405 0 0
FISERV INC COM 337738108 37,496 510,215 SH   SOLE   510,215 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 549 20,797 SH   SOLE   20,797 0 0
FIRSTENERGY CORP COM 337932107 807 21,487 SH   SOLE   21,487 0 0
FIVE BELOW INC COM 33829M101 5,356 52,347 SH   DFND 1 52,347 0 0
FIVE BELOW INC COM 33829M101 15,702 153,457 SH   SOLE   153,457 0 0
FIVE9 INC COM 338307101 927 21,193 SH   DFND 1 21,193 0 0
FIVE9 INC COM 338307101 2,422 55,397 SH   SOLE   55,397 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 726 3,909 SH   SOLE   3,909 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
FLOWERS FOODS INC COM 343498101 1,325 71,746 SH   SOLE   71,746 0 0
FLOWSERVE CORP COM 34354P105 217 5,718 SH   SOLE   5,718 0 0
FOOT LOCKER INC COM 344849104 275 5,163 SH   SOLE   5,163 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 164 17,698 SH   DFND 3 17,698 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,309 171,077 SH   SOLE   171,077 0 0
FORMFACTOR INC COM 346375108 732 51,979 SH   SOLE   51,979 0 0
FORRESTER RESH INC COM 346563109 3,281 73,403 SH   SOLE   73,403 0 0
FORRESTER RESH INC COM 346563109 921 20,599 SH   DFND 1 20,599 0 0
FORTINET INC COM 34959E109 3,265 46,363 SH   DFND 1 46,363 0 0
FORTINET INC COM 34959E109 9,487 134,702 SH   SOLE   134,702 0 0
FORTIVE CORP COM 34959J108 907 13,407 SH   SOLE   13,407 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 242 6,378 SH   SOLE   6,378 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,157 280,075 SH   SOLE   280,075 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 360 87,225 SH   DFND 1 87,225 0 0
FORWARD AIR CORP COM 349853101 1,130 20,606 SH   SOLE   20,606 0 0
FOSSIL GROUP INC COM 34988V106 497 31,606 SH   SOLE   31,606 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,194 83,723 SH   SOLE   83,723 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,587 26,963 SH   SOLE   26,963 0 0
FRANCESCAS HLDGS CORP COM 351793104 24 24,959 SH   SOLE   24,959 0 0
FRANKLIN ELEC INC COM 353514102 2,261 52,733 SH   SOLE   52,733 0 0
FRANKLIN ELEC INC COM 353514102 318 7,422 SH   DFND 1 7,422 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 228 8,639 SH   SOLE   8,639 0 0
FRANKLIN RES INC COM 354613101 413 13,931 SH   SOLE   13,931 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 207 33,296 SH   DFND 1 33,296 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,176 188,740 SH   SOLE   188,740 0 0
FREEPORT-MCMORAN INC CL B 35671D857 474 46,021 SH   DFND 1 46,021 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,122 205,774 SH   SOLE   205,774 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 175 73,690 SH   SOLE   73,690 0 0
FULLER H B CO COM 359694106 1,525 35,741 SH   SOLE   35,741 0 0
FULTON FINL CORP PA COM 360271100 691 44,670 SH   SOLE   44,670 0 0
FUTUREFUEL CORPORATION COM 36116M106 290 18,287 SH   SOLE   18,287 0 0
GATX CORP COM 361448103 678 9,576 SH   SOLE   9,576 0 0
GEO GROUP INC NEW COM 36162J106 346 17,542 SH   DFND 1 17,542 0 0
GEO GROUP INC NEW COM 36162J106 3,019 153,258 SH   SOLE   153,258 0 0
GEE GROUP INC COM 36165A102 92 107 SH   SOLE   107 0 0
G-III APPAREL GROUP LTD COM 36237H101 4,450 159,565 SH   DFND 1 159,565 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,855 281,638 SH   SOLE   281,638 0 0
GABELLI EQUITY TR INC COM 362397101 167 25,730 SH   DFND 3 25,730 0 0
GALLAGHER ARTHUR J & CO COM 363576109 17,084 231,806 SH   SOLE   231,806 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,578 34,980 SH   DFND 1 34,980 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,800 55,723 SH   SOLE   55,723 0 0
GAMESTOP CORP NEW CL A 36467W109 925 73,319 SH   SOLE   73,319 0 0
GANNETT CO INC COM 36473H104 690 80,847 SH   SOLE   80,847 0 0
GAP INC DEL COM 364760108 244 9,484 SH   SOLE   9,484 0 0
GARDNER DENVER HLDGS INC COM 36555P107 306 14,940 SH   SOLE   14,940 0 0
GARRETT MOTION INC COM 366505105 649 52,567 SH   SOLE   52,567 0 0
GARTNER INC COM 366651107 510 3,987 SH   SOLE   3,987 0 0
GENERAL DYNAMICS CORP COM 369550108 4,498 28,614 SH   DFND 1 28,614 0 0
GENERAL DYNAMICS CORP COM 369550108 27,481 174,806 SH   SOLE   174,806 0 0
GENERAL ELECTRIC CO COM 369604103 450 39,907 SH   DFND 3 39,907 0 0
GENERAL ELECTRIC CO COM 369604103 2,874 379,621 SH   SOLE   379,621 0 0
GENERAL MLS INC COM 370334104 1,289 33,094 SH   SOLE   33,094 0 0
GENERAL MTRS CO COM 37045V100 3,652 109,186 SH   SOLE   109,186 0 0
GENESCO INC COM 371532102 632 14,266 SH   SOLE   14,266 0 0
GENESEE & WYO INC CL A 371559105 14,605 197,315 SH   SOLE   197,315 0 0
GENESEE & WYO INC CL A 371559105 10,287 138,973 SH   DFND 1 138,973 0 0
GENTEX CORP COM 371901109 1,358 67,180 SH   SOLE   67,180 0 0
GENMARK DIAGNOSTICS INC COM 372309104 629 129,482 SH   DFND 1 129,482 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,639 337,255 SH   SOLE   337,255 0 0
GENOMIC HEALTH INC COM 37244C101 221 3,432 SH   DFND 1 3,432 0 0
GENOMIC HEALTH INC COM 37244C101 747 11,597 SH   SOLE   11,597 0 0
GENUINE PARTS CO COM 372460105 737 7,674 SH   SOLE   7,674 0 0
GENWORTH FINL INC COM CL A 37247D106 592 127,056 SH   SOLE   127,056 0 0
GENTHERM INC COM 37253A103 983 24,585 SH   SOLE   24,585 0 0
GETTY RLTY CORP NEW COM 374297109 298 10,138 SH   DFND 1 10,138 0 0
GETTY RLTY CORP NEW COM 374297109 1,704 57,926 SH   SOLE   57,926 0 0
GIBRALTAR INDS INC COM 374689107 808 22,708 SH   SOLE   22,708 0 0
GILEAD SCIENCES INC COM 375558103 18,080 289,042 SH   DFND 1 289,042 0 0
GILEAD SCIENCES INC COM 375558103 44,253 707,484 SH   SOLE   707,484 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,361 59,586 SH   SOLE   59,586 0 0
GLADSTONE COML CORP COM 376536108 414 23,101 SH   SOLE   23,101 0 0
GLATFELTER COM 377316104 306 31,369 SH   SOLE   31,369 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,083 54,518 SH   SOLE   54,518 0 0
GLOBAL NET LEASE INC COM NEW 379378201 940 53,332 SH   SOLE   53,332 0 0
GLOBAL PMTS INC COM 37940X102 4,655 45,137 SH   DFND 1 45,137 0 0
GLOBAL PMTS INC COM 37940X102 13,610 131,972 SH   SOLE   131,972 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,460 97,823 SH   SOLE   97,823 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 753 29,952 SH   DFND 1 29,952 0 0
GLOBUS MED INC CL A 379577208 842 19,447 SH   SOLE   19,447 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 291 1,297 SH   DFND 3 1,297 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 33,097 198,129 SH   DFND 1 198,129 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 67,686 405,184 SH   SOLE   405,184 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 2,167 2,240,000 SH   SOLE   2,240,000 0 0
GOLUB CAP BDC INC COM 38173M102 2,215 134,299 SH   SOLE   134,299 0 0
GOLUB CAP BDC INC COM 38173M102 3,322 201,451 SH   DFND 1 201,451 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 214 10,481 SH   SOLE   10,481 0 0
GORMAN RUPP CO COM 383082104 569 17,553 SH   DFND 1 17,553 0 0
GORMAN RUPP CO COM 383082104 1,851 57,104 SH   SOLE   57,104 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 936 136,239 SH   SOLE   136,239 0 0
GRACO INC COM 384109104 1,777 42,469 SH   SOLE   42,469 0 0
GRAHAM HLDGS CO COM 384637104 711 1,110 SH   SOLE   1,110 0 0
GRAINGER W W INC COM 384802104 569 2,016 SH   SOLE   2,016 0 0
GRAN TIERRA ENERGY INC COM 38500T101 768 354,079 SH   DFND 1 354,079 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,506 1,154,748 SH   SOLE   1,154,748 0 0
GRANITE CONSTR INC COM 387328107 6,753 167,642 SH   SOLE   167,642 0 0
GRANITE CONSTR INC COM 387328107 4,002 99,365 SH   DFND 1 99,365 0 0
GRANITE PT MTG TR INC COM 38741L107 614 34,081 SH   SOLE   34,081 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,138 46,451 SH   DFND 1 46,451 0 0
GREAT SOUTHN BANCORP INC COM 390905107 7,117 154,625 SH   SOLE   154,625 0 0
GREAT WESTN BANCORP INC COM 391416104 1,271 40,662 SH   SOLE   40,662 0 0
GREEN DOT CORP CL A 39304D102 2,657 33,407 SH   SOLE   33,407 0 0
GREEN PLAINS INC COM 393222104 364 27,795 SH   SOLE   27,795 0 0
GREENBRIER COS INC COM 393657101 901 22,795 SH   SOLE   22,795 0 0
GREENHILL & CO INC COM 395259104 299 12,262 SH   SOLE   12,262 0 0
GREIF INC CL A 397624107 245 6,591 SH   SOLE   6,591 0 0
GRIFFON CORP COM 398433102 254 24,263 SH   SOLE   24,263 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 676 12,819 SH   SOLE   12,819 0 0
GUESS INC COM 401617105 830 39,972 SH   SOLE   39,972 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 26,196 326,513 SH   SOLE   326,513 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 13,444 167,562 SH   DFND 1 167,562 0 0
GULFPORT ENERGY CORP COM NEW 402635304 732 111,702 SH   SOLE   111,702 0 0
HCA HEALTHCARE INC COM 40412C101 5,828 41,889 SH   DFND 3 41,889 0 0
HCA HEALTHCARE INC COM 40412C101 1,477 11,867 SH   SOLE   11,867 0 0
HCP INC COM 40414L109 6,344 227,123 SH   SOLE   227,123 0 0
HCI GROUP INC COM 40416E103 276 5,424 SH   SOLE   5,424 0 0
HFF INC CL A 40418F108 913 27,525 SH   SOLE   27,525 0 0
HNI CORP COM 404251100 393 11,104 SH   SOLE   11,104 0 0
HMS HLDGS CORP COM 40425J101 1,678 59,663 SH   SOLE   59,663 0 0
HP INC COM 40434L105 1,431 69,948 SH   SOLE   69,948 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 450 42,826 SH   DFND 1 42,826 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,174 111,817 SH   SOLE   111,817 0 0
HAEMONETICS CORP COM 405024100 1,314 13,134 SH   SOLE   13,134 0 0
HAIN CELESTIAL GROUP INC COM 405217100 25,974 1,637,705 SH   DFND 1 1,637,705 0 0
HAIN CELESTIAL GROUP INC COM 405217100 31,849 2,008,119 SH   SOLE   2,008,119 0 0
HALLIBURTON CO COM 406216101 29,261 1,100,866 SH   SOLE   1,100,866 0 0
HALLIBURTON CO COM 406216101 18,371 691,148 SH   DFND 1 691,148 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 28,511 1,948,779 SH   SOLE   1,948,779 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 23,609 1,613,726 SH   DFND 1 1,613,726 0 0
HAMILTON LANE INC CL A 407497106 15,588 421,293 SH   SOLE   421,293 0 0
HAMILTON LANE INC CL A 407497106 9,530 257,563 SH   DFND 1 257,563 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 10,333 298,224 SH   DFND 1 298,224 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 14,685 423,799 SH   SOLE   423,799 0 0
HANESBRANDS INC COM 410345102 197 15,751 SH   SOLE   15,751 0 0
HANMI FINL CORP COM NEW 410495204 857 43,478 SH   SOLE   43,478 0 0
HANOVER INS GROUP INC COM 410867105 1,018 8,714 SH   DFND 1 8,714 0 0
HANOVER INS GROUP INC COM 410867105 4,696 40,217 SH   SOLE   40,217 0 0
HARLEY DAVIDSON INC COM 412822108 13,356 391,456 SH   DFND 1 391,456 0 0
HARLEY DAVIDSON INC COM 412822108 24,081 705,761 SH   SOLE   705,761 0 0
HARMONIC INC COM 413160102 291 61,587 SH   SOLE   61,587 0 0
HARRIS CORP DEL COM 413875105 699 5,188 SH   SOLE   5,188 0 0
HARSCO CORP COM 415864107 1,145 57,656 SH   SOLE   57,656 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 39,442 887,334 SH   SOLE   887,334 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 15,355 345,448 SH   DFND 1 345,448 0 0
HASBRO INC COM 418056107 404 4,969 SH   SOLE   4,969 0 0
HAVERTY FURNITURE INC COM 419596101 806 42,942 SH   SOLE   42,942 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,013 27,664 SH   SOLE   27,664 0 0
HAWAIIAN HOLDINGS INC COM 419879101 918 34,769 SH   SOLE   34,769 0 0
HAWKINS INC COM 420261109 279 6,821 SH   SOLE   6,821 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 235 8,902 SH   SOLE   8,902 0 0
HEALTHCARE SVCS GRP INC COM 421906108 7,514 186,998 SH   SOLE   186,998 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,609 64,929 SH   DFND 1 64,929 0 0
HEALTHCARE RLTY TR COM 421946104 2,842 99,930 SH   SOLE   99,930 0 0
HEALTHSTREAM INC COM 42222N103 447 18,510 SH   SOLE   18,510 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,197 284,356 SH   SOLE   284,356 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,081 42,726 SH   DFND 1 42,726 0 0
HEALTHEQUITY INC COM 42226A107 820 13,745 SH   SOLE   13,745 0 0
HEARTLAND EXPRESS INC COM 422347104 613 33,479 SH   SOLE   33,479 0 0
HEARTLAND FINL USA INC COM 42234Q102 443 10,076 SH   SOLE   10,076 0 0
HEICO CORP NEW COM 422806109 3,608 46,567 SH   DFND 1 46,567 0 0
HEICO CORP NEW COM 422806109 9,842 127,030 SH   SOLE   127,030 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 420 13,476 SH   SOLE   13,476 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 78 14,353 SH   DFND 1 14,353 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 777 143,587 SH   SOLE   143,587 0 0
HELMERICH & PAYNE INC COM 423452101 228 4,758 SH   SOLE   4,758 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 250 20,563 SH   SOLE   20,563 0 0
HENRY JACK & ASSOC INC COM 426281101 429 3,387 SH   SOLE   3,387 0 0
HERITAGE COMMERCE CORP COM 426927109 9,852 868,765 SH   DFND 1 868,765 0 0
HERITAGE COMMERCE CORP COM 426927109 13,868 1,222,965 SH   SOLE   1,222,965 0 0
HERC HLDGS INC COM 42704L104 343 13,207 SH   SOLE   13,207 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,123 3,300,000 SH   SOLE   3,300,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 687 23,113 SH   SOLE   23,113 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 464 26,467 SH   SOLE   26,467 0 0
HERSHEY CO COM 427866108 654 6,106 SH   SOLE   6,106 0 0
HESKA CORP COM RESTRC NEW 42805E306 6,018 69,892 SH   SOLE   69,892 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,271 49,603 SH   DFND 1 49,603 0 0
HESS CORP COM 42809H107 463 11,444 SH   SOLE   11,444 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 831 62,884 SH   SOLE   62,884 0 0
HIBBETT SPORTS INC COM 428567101 194 13,587 SH   SOLE   13,587 0 0
HIGHPOINT RES CORP COM 43114K108 194 77,757 SH   SOLE   77,757 0 0
HIGHWOODS PPTYS INC COM 431284108 30,093 777,804 SH   SOLE   777,804 0 0
HIGHWOODS PPTYS INC COM 431284108 5,239 135,403 SH   DFND 1 135,403 0 0
HILL ROM HLDGS INC COM 431475102 1,856 20,960 SH   DFND 1 20,960 0 0
HILL ROM HLDGS INC COM 431475102 7,796 88,036 SH   SOLE   88,036 0 0
HILLENBRAND INC COM 431571108 1,667 43,953 SH   SOLE   43,953 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,376 47,013 SH   SOLE   47,013 0 0
HOLLYFRONTIER CORP COM 436106108 360 7,045 SH   SOLE   7,045 0 0
HOLOGIC INC COM 436440101 490 11,933 SH   SOLE   11,933 0 0
HOME BANCSHARES INC COM 436893200 667 40,808 SH   SOLE   40,808 0 0
HOME DEPOT INC COM 437076102 3,363 16,232 SH   DFND 3 15,612 0 620
HOME DEPOT INC COM 437076102 53,522 311,499 SH   SOLE   311,499 0 0
HOME DEPOT INC COM 437076102 7,742 45,058 SH   DFND 1 45,058 0 0
HOMESTREET INC COM 43785V102 409 19,287 SH   SOLE   19,287 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,150 120,316 SH   SOLE   120,316 0 0
HOMETRUST BANCSHARES INC COM 437872104 940 35,921 SH   DFND 1 35,921 0 0
HONEYWELL INTL INC COM 438516106 744 4,472 SH   DFND 3 2,996 0 1,476
HONEYWELL INTL INC COM 438516106 62,777 475,151 SH   DFND 1 475,151 0 0
HONEYWELL INTL INC COM 438516106 158,997 1,203,430 SH   SOLE   1,203,430 0 0
HOPE BANCORP INC COM 43940T109 1,021 86,127 SH   SOLE   86,127 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 9,960 265,955 SH   SOLE   265,955 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 6,756 180,396 SH   DFND 1 180,396 0 0
HORIZON BANCORP INC COM 440407104 2,282 144,587 SH   SOLE   144,587 0 0
HORIZON BANCORP INC COM 440407104 679 43,037 SH   DFND 1 43,037 0 0
HORMEL FOODS CORP COM 440452100 2,184 51,167 SH   SOLE   51,167 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,139 47,694 SH   DFND 1 47,694 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,316 222,593 SH   SOLE   222,593 0 0
HOST HOTELS & RESORTS INC COM 44107P104 32,950 1,976,600 SH   SOLE   1,976,600 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22,523 1,351,102 SH   DFND 1 1,351,102 0 0
HOULIHAN LOKEY INC CL A 441593100 6,810 185,049 SH   DFND 1 185,049 0 0
HOULIHAN LOKEY INC CL A 441593100 8,936 242,814 SH   SOLE   242,814 0 0
HUB GROUP INC CL A 443320106 892 24,068 SH   SOLE   24,068 0 0
HUBBELL INC COM 443510607 2,888 29,073 SH   DFND 1 29,073 0 0
HUBBELL INC COM 443510607 10,794 108,656 SH   SOLE   108,656 0 0
HUDSON PAC PPTYS INC COM 444097109 8,902 306,319 SH   DFND 1 306,319 0 0
HUDSON PAC PPTYS INC COM 444097109 34,000 1,170,004 SH   SOLE   1,170,004 0 0
HUMANA INC COM 444859102 278 820 SH   DFND 3 820 0 0
HUMANA INC COM 444859102 1,724 6,017 SH   SOLE   6,017 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,865 30,794 SH   DFND 1 30,794 0 0
HUNT J B TRANS SVCS INC COM 445658107 8,274 88,930 SH   SOLE   88,930 0 0
HUNTINGTON BANCSHARES INC COM 446150104 39,086 3,279,024 SH   DFND 1 3,279,024 0 0
HUNTINGTON BANCSHARES INC COM 446150104 54,124 4,540,635 SH   SOLE   4,540,635 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 52,420 275,445 SH   DFND 1 275,445 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 60,754 319,235 SH   SOLE   319,235 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 835 13,479 SH   SOLE   13,479 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 266 4,297 SH   DFND 1 4,297 0 0
IAC INTERACTIVECORP COM 44919P508 8,640 47,201 SH   SOLE   47,201 0 0
IAC INTERACTIVECORP COM 44919P508 3,112 17,003 SH   DFND 1 17,003 0 0
ICU MED INC COM 44930G107 965 4,204 SH   SOLE   4,204 0 0
ISTAR INC COM 45031U101 445 48,506 SH   SOLE   48,506 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 25,783 28,615,000 SH   SOLE   28,615,000 0 0
ITT INC COM 45073V108 1,074 22,245 SH   SOLE   22,245 0 0
IBERIABANK CORP COM 450828108 990 12,167 SH   DFND 3 12,167 0 0
IBERIABANK CORP COM 450828108 14,566 226,596 SH   SOLE   226,596 0 0
IBERIABANK CORP COM 450828108 10,706 166,554 SH   DFND 1 166,554 0 0
IDACORP INC COM 451107106 1,191 12,796 SH   SOLE   12,796 0 0
IDEX CORP COM 45167R104 2,459 19,478 SH   SOLE   19,478 0 0
IDEXX LABS INC COM 45168D104 706 3,795 SH   SOLE   3,795 0 0
ILLINOIS TOOL WKS INC COM 452308109 11,195 88,367 SH   SOLE   88,367 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,362 10,749 SH   DFND 1 10,749 0 0
ILLINOIS TOOL WKS INC COM 452308109 200 1,415 SH   DFND 3 1,415 0 0
ILLUMINA INC COM 452327109 36,486 121,649 SH   SOLE   121,649 0 0
ILLUMINA INC COM 452327109 14,550 48,511 SH   DFND 1 48,511 0 0
ILLUMINA INC NOTE 6/1 452327AF6 8,964 7,350,000 SH   SOLE   7,350,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,023 5,350,000 SH   SOLE   5,350,000 0 0
IMMUNOMEDICS INC COM 452907108 463 32,427 SH   DFND 1 32,427 0 0
IMMUNOMEDICS INC COM 452907108 1,209 84,714 SH   SOLE   84,714 0 0
IMPERVA INC COM 45321L100 310 5,568 SH   SOLE   5,568 0 0
INCYTE CORP COM 45337C102 489 7,688 SH   SOLE   7,688 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 572 62,327 SH   SOLE   62,327 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,387 19,722 SH   SOLE   19,722 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 957 45,514 SH   DFND 1 45,514 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,188 151,656 SH   SOLE   151,656 0 0
INGEVITY CORP COM 45688C107 2,473 29,547 SH   SOLE   29,547 0 0
INGREDION INC COM 457187102 1,649 18,037 SH   SOLE   18,037 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,032 25,333 SH   SOLE   25,333 0 0
INNOSPEC INC COM 45768S105 2,288 37,047 SH   DFND 1 37,047 0 0
INNOSPEC INC COM 45768S105 8,555 138,524 SH   SOLE   138,524 0 0
INNOPHOS HOLDINGS INC COM 45774N108 343 13,998 SH   SOLE   13,998 0 0
INSTEEL INDUSTRIES INC COM 45774W108 314 12,948 SH   SOLE   12,948 0 0
INSPERITY INC COM 45778Q107 904 9,688 SH   SOLE   9,688 0 0
INOGEN INC COM 45780L104 16,271 131,040 SH   SOLE   131,040 0 0
INOGEN INC COM 45780L104 5,850 47,112 SH   DFND 1 47,112 0 0
INSTALLED BLDG PRODS INC COM 45780R101 519 15,392 SH   SOLE   15,392 0 0
INNOVIVA INC COM 45781M101 832 47,663 SH   SOLE   47,663 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 7,568 6,300,000 SH   SOLE   6,300,000 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 810 17,952 SH   SOLE   17,952 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,591 32,860 SH   SOLE   32,860 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 18,714 12,100,000 SH   SOLE   12,100,000 0 0
INTEL CORP COM 458140100 208 4,427 SH   DFND 1 4,427 0 0
INTEL CORP COM 458140100 9,685 206,374 SH   SOLE   206,374 0 0
INTEL CORP COM 458140100 1,317 27,838 SH   DFND 3 27,338 0 500
INTEGER HLDGS CORP COM 45826H109 1,600 20,983 SH   SOLE   20,983 0 0
INTER PARFUMS INC COM 458334109 584 8,904 SH   DFND 1 8,904 0 0
INTER PARFUMS INC COM 458334109 2,609 39,787 SH   SOLE   39,787 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 824 15,070 SH   DFND 1 15,070 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 3,188 58,332 SH   SOLE   58,332 0 0
INTERFACE INC COM 458665304 1,806 126,759 SH   DFND 1 126,759 0 0
INTERFACE INC COM 458665304 6,502 456,305 SH   SOLE   456,305 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 92,140 1,223,152 SH   SOLE   1,223,152 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 38,545 511,684 SH   DFND 1 511,684 0 0
INTERDIGITAL INC COM 45867G101 575 8,655 SH   SOLE   8,655 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 479 13,924 SH   SOLE   13,924 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,631 40,743 SH   SOLE   40,743 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,733 11,461 SH   DFND 3 11,461 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 596 4,441 SH   SOLE   4,441 0 0
INTL PAPER CO COM 460146103 730 18,099 SH   SOLE   18,099 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,151 26,244 SH   DFND 1 26,244 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,995 91,085 SH   SOLE   91,085 0 0
INTERPUBLIC GROUP COS INC COM 460690100 348 16,851 SH   SOLE   16,851 0 0
INTERSECT ENT INC COM 46071F103 3,303 117,207 SH   SOLE   117,207 0 0
INTERSECT ENT INC COM 46071F103 1,264 44,871 SH   DFND 1 44,871 0 0
INTL FCSTONE INC COM 46116V105 410 11,202 SH   SOLE   11,202 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 142 12,427 SH   DFND 1 12,427 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 371 32,590 SH   SOLE   32,590 0 0
INTUIT COM 461202103 9,545 48,487 SH   SOLE   48,487 0 0
INVACARE CORP COM 461203101 102 23,690 SH   SOLE   23,690 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 53,406 111,513 SH   SOLE   111,513 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,362 46,692 SH   DFND 1 46,692 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,156 79,858 SH   SOLE   79,858 0 0
INVESCO SR INCOME TR COM 46131H107 83 21,194 SH   DFND 1 21,194 0 0
INVESCO SR INCOME TR COM 46131H107 83 21,194 SH   SOLE   21,194 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 7,961 365,500 SH   DFND 1 365,500 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 9,591 440,375 SH   SOLE   440,375 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 240 10,500 SH   SOLE   10,500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 18,104 598,688 SH   SOLE   598,688 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11,777 389,453 SH   DFND 1 389,453 0 0
INVITATION HOMES INC COM 46187W107 5,933 295,481 SH   SOLE   295,481 0 0
IQVIA HLDGS INC COM 46266C105 830 7,142 SH   SOLE   7,142 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,260 68,273 SH   SOLE   68,273 0 0
IROBOT CORP COM 462726100 1,633 19,506 SH   SOLE   19,506 0 0
IRON MTN INC NEW COM 46284V101 1,096 33,812 SH   SOLE   33,812 0 0
ISHARES GOLD TRUST ISHARES 464285105 136 11,855 SH   DFND 4 11,855 0 0
ISHARES GOLD TRUST ISHARES 464285105 79,178 6,927,302 SH   DFND 3 6,298,238 0 629,064
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 18,693 280,558 SH   DFND 3 277,159 0 3,399
ISHARES TR CORE S&P TTL STK 464287150 104,462 1,567,790 SH   DFND 2 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 1,823 18,280 SH   DFND 3 17,586 0 694
ISHARES TR TIPS BD ETF 464287176 7,258 65,610 SH   DFND 3 27,580 0 38,030
ISHARES TR TIPS BD ETF 464287176 10,467 94,625 PRN   DFND 2 0 0 0
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 10,966 97,200 SH   SOLE   97,200 0 0
ISHARES TR IBOXX INV CP ETF 464287242 7,942 70,395 SH   DFND 1 70,395 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 7,317 62,396 SH   DFND 3 61,501 0 895
ISHARES TR 20 YR TR BD ETF 464287432 43,058 367,169 PRN   DFND 2 0 0 0
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 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 VAL ETF 464287630 6,219 57,828 SH   DFND 1 57,828 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,189 76,147 SH   SOLE   76,147 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 5,564 33,119 SH   DFND 1 33,119 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 15,097 89,865 SH   SOLE   89,865 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,904 11,298 SH   DFND 3 11,298 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 10,420 77,822 SH   DFND 1 77,822 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 13,722 102,478 SH   SOLE   102,478 0 0
ISHARES TR CORE S&P SCP ETF 464287804 12,281 177,171 SH   SOLE   177,171 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 1,844 24,832 SH   DFND 4 24,832 0 0
ISHARES TR MSCI ACWI ETF 464288257 7,416 99,868 SH   DFND 3 94,505 0 5,363
ISHARES TR EAFE SML CP ETF 464288273 491 7,888 SH   DFND 3 7,888 0 0
ISHARES TR JPMORGAN USD EMG 464288281 6,222 57,708 SH   DFND 3 54,835 0 2,873
ISHARES TR JPMORGAN USD EMG 464288281 6,962 67,000 SH   DFND 1 67,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,306 128,050 SH   SOLE   128,050 0 0
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 13,626 168,019 SH   SOLE   168,019 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,137 51,016 SH   DFND 1 51,016 0 0
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 1,127 10,909 SH   DFND 3 10,625 0 284
ISHARES TR MBS ETF 464288588 4,378 42,372 PRN   DFND 2 0 0 0
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 24,271 470,000 SH   SOLE   470,000 0 0
ISHARES TR SH TR CRPORT ETF 464288646 5,061 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 446 8,607 SH   DFND 4 8,607 0 0
ISHARES INC CORE MSCI EMKT 46434G103 261,161 5,043,667 SH   DFND 3 4,703,075 0 340,592
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 575 9,763 SH   DFND 4 9,763 0 0
ISHARES TR CORE MSCI PAC 46434V696 285,844 4,856,336 SH   DFND 3 4,488,164 0 368,172
ITRON INC COM 465741106 1,116 23,597 SH   SOLE   23,597 0 0
JBG SMITH PPTYS COM 46590V100 2,464 70,775 SH   SOLE   70,775 0 0
J & J SNACK FOODS CORP COM 466032109 1,542 10,667 SH   SOLE   10,667 0 0
JPMORGAN CHASE & CO COM 46625H100 1,921 17,019 SH   DFND 3 16,819 0 200
JPMORGAN CHASE & CO COM 46625H100 59,352 607,990 SH   SOLE   607,990 0 0
JPMORGAN CHASE & CO COM 46625H100 24,527 251,251 SH   DFND 1 251,251 0 0
JABIL INC COM 466313103 914 36,850 SH   SOLE   36,850 0 0
JACK IN THE BOX INC COM 466367109 512 6,592 SH   SOLE   6,592 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,816 65,273 SH   SOLE   65,273 0 0
JEFFERIES FINL GROUP INC COM 47233W109 230 13,252 SH   SOLE   13,252 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,254 78,106 SH   SOLE   78,106 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,599 22,265 SH   SOLE   22,265 0 0
JOHNSON & JOHNSON COM 478160104 1,594 11,540 SH   DFND 3 11,277 0 263
JOHNSON & JOHNSON COM 478160104 53,943 418,003 SH   DFND 1 418,003 0 0
JOHNSON & JOHNSON COM 478160104 145,063 1,124,082 SH   SOLE   1,124,082 0 0
JONES LANG LASALLE INC COM 48020Q107 1,463 11,553 SH   SOLE   11,553 0 0
J2 GLOBAL INC COM 48123V102 825 11,886 SH   SOLE   11,886 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 14,218 12,400,000 SH   SOLE   12,400,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,168 43,407 SH   SOLE   43,407 0 0
KAR AUCTION SVCS INC COM 48238T109 2,455 51,445 SH   DFND 1 51,445 0 0
KAR AUCTION SVCS INC COM 48238T109 8,111 169,964 SH   SOLE   169,964 0 0
KBR INC COM 48242W106 543 35,748 SH   SOLE   35,748 0 0
KLA-TENCOR CORP COM 482480100 610 6,813 SH   SOLE   6,813 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 564 29,442 SH   SOLE   29,442 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 370 15,766 SH   SOLE   15,766 0 0
KADANT INC COM 48282T104 4,603 56,506 SH   SOLE   56,506 0 0
KADANT INC COM 48282T104 1,375 16,874 SH   DFND 1 16,874 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,040 11,644 SH   SOLE   11,644 0 0
KAMAN CORP COM 483548103 1,120 19,968 SH   SOLE   19,968 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 428 4,484 SH   SOLE   4,484 0 0
KB HOME COM 48666K109 415 21,742 SH   SOLE   21,742 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 22,906 23,050,000 SH   SOLE   23,050,000 0 0
KELLOGG CO COM 487836108 1,748 30,668 SH   SOLE   30,668 0 0
KELLY SVCS INC CL A 488152208 481 20,000 SH   DFND 4 20,000 0 0
KELLY SVCS INC CL A 488152208 449 21,945 SH   SOLE   21,945 0 0
KEMET CORP COM NEW 488360207 701 39,991 SH   SOLE   39,991 0 0
KEMPER CORP DEL COM 488401100 16,461 247,988 SH   SOLE   247,988 0 0
KEMPER CORP DEL COM 488401100 11,763 177,210 SH   DFND 1 177,210 0 0
KENNAMETAL INC COM 489170100 690 20,730 SH   SOLE   20,730 0 0
KEYCORP NEW COM 493267108 41,134 2,783,103 SH   DFND 1 2,783,103 0 0
KEYCORP NEW COM 493267108 53,586 3,625,602 SH   SOLE   3,625,602 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,415 135,543 SH   DFND 1 135,543 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 28,053 451,882 SH   SOLE   451,882 0 0
KEYW HLDG CORP COM 493723100 9,556 1,428,444 SH   SOLE   1,428,444 0 0
KEYW HLDG CORP COM 493723100 7,184 1,073,850 SH   DFND 1 1,073,850 0 0
KFORCE INC COM 493732101 4,394 142,125 SH   SOLE   142,125 0 0
KFORCE INC COM 493732101 1,305 42,196 SH   DFND 1 42,196 0 0
KILROY RLTY CORP COM 49427F108 6,039 96,037 SH   SOLE   96,037 0 0
KIMBERLY CLARK CORP COM 494368103 239 2,109 SH   DFND 3 2,109 0 0
KIMBERLY CLARK CORP COM 494368103 23,430 205,632 SH   SOLE   205,632 0 0
KIMBERLY CLARK CORP COM 494368103 13,347 117,137 SH   DFND 1 117,137 0 0
KIMCO RLTY CORP COM 49446R109 1,587 108,360 SH   SOLE   108,360 0 0
KINDER MORGAN INC DEL COM 49456B101 1,275 82,924 SH   SOLE   82,924 0 0
KIRBY CORP COM 497266106 5,446 80,852 SH   DFND 1 80,852 0 0
KIRBY CORP COM 497266106 9,643 143,161 SH   SOLE   143,161 0 0
KIRKLANDS INC COM 497498105 108 11,323 SH   SOLE   11,323 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,191 84,509 SH   SOLE   84,509 0 0
KNOLL INC COM NEW 498904200 1,697 103,001 SH   SOLE   103,001 0 0
KNOLL INC COM NEW 498904200 517 31,346 SH   DFND 1 31,346 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 808 32,225 SH   SOLE   32,225 0 0
KNOWLES CORP COM 49926D109 858 64,442 SH   SOLE   64,442 0 0
KOHLS CORP COM 500255104 488 7,353 SH   SOLE   7,353 0 0
KOPIN CORP COM 500600101 43 43,481 SH   SOLE   43,481 0 0
KOPPERS HOLDINGS INC COM 50060P106 259 15,217 SH   SOLE   15,217 0 0
KORN FERRY INTL COM NEW 500643200 2,075 52,477 SH   DFND 1 52,477 0 0
KORN FERRY INTL COM NEW 500643200 8,388 212,152 SH   SOLE   212,152 0 0
KRAFT HEINZ CO COM 500754106 1,184 27,498 SH   SOLE   27,498 0 0
KRATON CORPORATION COM 50077C106 950 43,488 SH   SOLE   43,488 0 0
KROGER CO COM 501044101 15,115 549,650 SH   DFND 1 549,650 0 0
KROGER CO COM 501044101 36,318 1,320,667 SH   SOLE   1,320,667 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,792 88,411 SH   SOLE   88,411 0 0
KULICKE & SOFFA INDS INC COM 501242101 541 26,708 SH   DFND 1 26,708 0 0
L BRANDS INC COM 501797104 272 10,602 SH   SOLE   10,602 0 0
LHC GROUP INC COM 50187A107 18,588 197,995 SH   DFND 1 197,995 0 0
LHC GROUP INC COM 50187A107 31,234 332,698 SH   SOLE   332,698 0 0
LGI HOMES INC COM 50187T106 583 12,902 SH   SOLE   12,902 0 0
LKQ CORP COM 501889208 321 13,537 SH   SOLE   13,537 0 0
LCI INDS COM 50189K103 1,205 18,045 SH   SOLE   18,045 0 0
LSB INDS INC COM 502160104 80 14,516 SH   SOLE   14,516 0 0
LTC PPTYS INC COM 502175102 1,181 28,337 SH   SOLE   28,337 0 0
LSC COMMUNICATIONS INC COM 50218P107 167 23,865 SH   SOLE   23,865 0 0
L3 TECHNOLOGIES INC COM 502413107 947 5,452 SH   DFND 1 5,452 0 0
L3 TECHNOLOGIES INC COM 502413107 3,217 18,526 SH   SOLE   18,526 0 0
LA Z BOY INC COM 505336107 914 32,997 SH   SOLE   32,997 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 565 4,471 SH   SOLE   4,471 0 0
LAKELAND BANCORP INC COM 511637100 554 30,718 SH   DFND 3 30,718 0 0
LAKELAND BANCORP INC COM 511637100 295 19,943 SH   DFND 1 19,943 0 0
LAKELAND BANCORP INC COM 511637100 996 67,259 SH   SOLE   67,259 0 0
LAM RESEARCH CORP COM 512807108 204 1,345 SH   DFND 3 1,345 0 0
LAM RESEARCH CORP COM 512807108 14,005 102,851 SH   SOLE   102,851 0 0
LAM RESEARCH CORP COM 512807108 2,840 20,856 SH   DFND 1 20,856 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,509 21,817 SH   SOLE   21,817 0 0
LAMB WESTON HLDGS INC COM 513272104 472 6,410 SH   SOLE   6,410 0 0
LANCASTER COLONY CORP COM 513847103 877 4,958 SH   SOLE   4,958 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 325 23,463 SH   DFND 3 23,463 0 0
LANDSTAR SYS INC COM 515098101 999 10,442 SH   SOLE   10,442 0 0
LANNET INC COM 516012101 108 21,841 SH   SOLE   21,841 0 0
LANTHEUS HLDGS INC COM 516544103 418 26,714 SH   SOLE   26,714 0 0
LAREDO PETROLEUM INC COM 516806106 386 106,618 SH   SOLE   106,618 0 0
LAS VEGAS SANDS CORP COM 517834107 18,069 347,142 SH   DFND 1 347,142 0 0
LAS VEGAS SANDS CORP COM 517834107 42,350 813,636 SH   SOLE   813,636 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 409 59,060 SH   SOLE   59,060 0 0
LAUDER ESTEE COS INC CL A 518439104 1,274 9,789 SH   SOLE   9,789 0 0
LEGGETT & PLATT INC COM 524660107 206 5,738 SH   SOLE   5,738 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,022 31,838 SH   SOLE   31,838 0 0
LEGG MASON INC COM 524901105 553 21,697 SH   SOLE   21,697 0 0
LEIDOS HLDGS INC COM 525327102 2,015 38,223 SH   SOLE   38,223 0 0
LEMAITRE VASCULAR INC COM 525558201 259 10,938 SH   SOLE   10,938 0 0
LENDINGTREE INC NEW COM 52603B107 413 1,880 SH   SOLE   1,880 0 0
LENNAR CORP CL A 526057104 506 12,934 SH   SOLE   12,934 0 0
LENNOX INTL INC COM 526107107 2,014 9,202 SH   SOLE   9,202 0 0
LEXINGTON REALTY TRUST COM 529043101 1,218 148,326 SH   SOLE   148,326 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 22,850 19,460,493 SH   SOLE   19,460,493 0 0
LIBERTY PPTY TR SH BEN INT 531172104 9,059 216,307 SH   SOLE   216,307 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5,013 136,235 SH   SOLE   136,235 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 459 12,474 SH   DFND 1 12,474 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,250 33,797 SH   DFND 1 33,797 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,855 104,257 SH   SOLE   104,257 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3,351 3,254,000 SH   SOLE   3,254,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 1,968 1,911,000 SH   DFND 1 1,911,000 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,072 16,646 SH   DFND 3 16,646 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 20,139 148,409 SH   SOLE   148,409 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 17,746 130,775 SH   DFND 1 130,775 0 0
LIFE STORAGE INC COM 53223X107 2,299 24,720 SH   SOLE   24,720 0 0
LILLY ELI & CO COM 532457108 2,871 26,761 SH   DFND 3 26,761 0 0
LILLY ELI & CO COM 532457108 34,762 300,397 SH   SOLE   300,397 0 0
LILLY ELI & CO COM 532457108 1,865 16,115 SH   DFND 1 16,115 0 0
LINCOLN ELEC HLDGS INC COM 533900106 25,398 322,106 SH   SOLE   322,106 0 0
LINCOLN ELEC HLDGS INC COM 533900106 7,203 91,356 SH   DFND 1 91,356 0 0
LINCOLN NATL CORP IND COM 534187109 490 9,559 SH   SOLE   9,559 0 0
LINDSAY CORP COM 535555106 10,586 109,983 SH   DFND 1 109,983 0 0
LINDSAY CORP COM 535555106 14,629 151,987 SH   SOLE   151,987 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 308 19,140 SH   SOLE   19,140 0 0
LIQUIDITY SERVICES INC COM 53635B107 115 18,606 SH   SOLE   18,606 0 0
LITHIA MTRS INC CL A 536797103 1,211 15,864 SH   SOLE   15,864 0 0
LITTELFUSE INC COM 537008104 1,092 6,367 SH   SOLE   6,367 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,747 35,463 SH   SOLE   35,463 0 0
LIVEPERSON INC COM 538146101 776 41,129 SH   SOLE   41,129 0 0
LIVERAMP HLDGS INC COM 53815P108 669 17,324 SH   SOLE   17,324 0 0
LOCKHEED MARTIN CORP COM 539830109 728 2,104 SH   DFND 3 2,104 0 0
LOCKHEED MARTIN CORP COM 539830109 33,575 128,227 SH   SOLE   128,227 0 0
LOCKHEED MARTIN CORP COM 539830109 4,791 18,297 SH   DFND 1 18,297 0 0
LOEWS CORP COM 540424108 1,969 43,249 SH   DFND 1 43,249 0 0
LOEWS CORP COM 540424108 6,779 148,923 SH   SOLE   148,923 0 0
LOGMEIN INC COM 54142L109 1,074 13,170 SH   SOLE   13,170 0 0
LOUISIANA PAC CORP COM 546347105 806 36,261 SH   SOLE   36,261 0 0
LOWES COS INC COM 548661107 276 2,407 SH   DFND 3 2,407 0 0
LOWES COS INC COM 548661107 101,840 1,102,639 SH   SOLE   1,102,639 0 0
LOWES COS INC COM 548661107 54,964 595,102 SH   DFND 1 595,102 0 0
LULULEMON ATHLETICA INC COM 550021109 27,532 226,400 SH   SOLE   226,400 0 0
LULULEMON ATHLETICA INC COM 550021109 24,039 197,675 SH   DFND 1 197,675 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 195 20,486 SH   SOLE   20,486 0 0
LUMENTUM HLDGS INC COM 55024U109 786 18,708 SH   SOLE   18,708 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,347 14,300,000 SH   SOLE   14,300,000 0 0
LUMINEX CORP DEL COM 55027E102 686 29,688 SH   SOLE   29,688 0 0
LYDALL INC DEL COM 550819106 252 12,402 SH   SOLE   12,402 0 0
LYON WILLIAM HOMES CL A NEW 552074700 248 23,212 SH   SOLE   23,212 0 0
M & T BK CORP COM 55261F104 909 6,348 SH   SOLE   6,348 0 0
MB FINANCIAL INC NEW COM 55264U108 848 21,393 SH   SOLE   21,393 0 0
M D C HLDGS INC COM 552676108 901 32,050 SH   SOLE   32,050 0 0
MDU RES GROUP INC COM 552690109 9,230 387,162 SH   SOLE   387,162 0 0
MDU RES GROUP INC COM 552690109 1,392 58,388 SH   DFND 1 58,388 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 464 126,350 SH   DFND 1 126,350 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 347 94,568 SH   SOLE   94,568 0 0
MGIC INVT CORP WIS COM 552848103 533 51,000 SH   SOLE   51,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 531 21,903 SH   SOLE   21,903 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 1,578 59,750 SH   SOLE   59,750 0 0
MGP INGREDIENTS INC NEW COM 55303J106 515 9,025 SH   SOLE   9,025 0 0
M/I HOMES INC COM 55305B101 429 20,420 SH   SOLE   20,420 0 0
MKS INSTRUMENT INC COM 55306N104 361 5,588 SH   DFND 1 5,588 0 0
MKS INSTRUMENT INC COM 55306N104 2,006 31,052 SH   SOLE   31,052 0 0
MPLX LP COM UNIT REP LTD 55336V100 942 27,152 SH   DFND 3 27,152 0 0
MRC GLOBAL INC COM 55345K103 20,380 1,666,400 SH   SOLE   1,666,400 0 0
MRC GLOBAL INC COM 55345K103 13,910 1,137,358 SH   DFND 1 1,137,358 0 0
MSA SAFETY INC COM 553498106 836 8,873 SH   SOLE   8,873 0 0
MSC INDL DIRECT INC CL A 553530106 894 11,629 SH   SOLE   11,629 0 0
MSCI INC COM 55354G100 7,179 48,692 SH   SOLE   48,692 0 0
MSCI INC COM 55354G100 2,302 15,617 SH   DFND 1 15,617 0 0
MTS SYS CORP COM 553777103 510 12,719 SH   SOLE   12,719 0 0
MYR GROUP INC DEL COM 55405W104 335 11,881 SH   SOLE   11,881 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,562 245,475 SH   DFND 1 245,475 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5,332 367,462 SH   SOLE   367,462 0 0
MACERICH CO COM 554382101 2,480 57,302 SH   SOLE   57,302 0 0
MACK CALI RLTY CORP COM 554489104 1,284 65,551 SH   SOLE   65,551 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 1,181 1,190,000 SH   SOLE   1,190,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 6,490 7,500,000 SH   SOLE   7,500,000 0 0
MACYS INC COM 55616P104 399 13,391 SH   SOLE   13,391 0 0
MADDEN STEVEN LTD COM 556269108 1,712 56,575 SH   SOLE   56,575 0 0
MAGELLAN HEALTH INC COM NEW 559079207 728 12,797 SH   DFND 1 12,797 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,299 57,985 SH   SOLE   57,985 0 0
MAGNA INTL INC COM 559222401 18,402 404,890 SH   DFND 1 404,890 0 0
MAGNA INTL INC COM 559222401 6,661 146,557 SH   SOLE   146,557 0 0
MANHATTAN ASSOCS INC COM 562750109 708 16,703 SH   SOLE   16,703 0 0
MANITOWOC CO INC COM NEW 563571405 150 10,187 SH   SOLE   10,187 0 0
MANPOWERGROUP INC COM 56418H100 1,024 15,795 SH   SOLE   15,795 0 0
MANTECH INTL CORP CL A 564563104 2,740 52,386 SH   SOLE   52,386 0 0
MANTECH INTL CORP CL A 564563104 520 9,937 SH   DFND 1 9,937 0 0
MARATHON OIL CORP COM 565849106 44,650 3,113,645 SH   SOLE   3,113,645 0 0
MARATHON OIL CORP COM 565849106 22,257 1,552,119 SH   DFND 1 1,552,119 0 0
MARATHON PETE CORP COM 56585A102 29,346 497,313 SH   SOLE   497,313 0 0
MARATHON PETE CORP COM 56585A102 13,274 224,943 SH   DFND 1 224,943 0 0
MARCUS & MILLICHAP INC COM 566324109 518 15,099 SH   SOLE   15,099 0 0
MARCUS CORP COM 566330106 549 13,894 SH   SOLE   13,894 0 0
MARINEMAX INC COM 567908108 290 15,865 SH   SOLE   15,865 0 0
MARKEL CORP COM 570535104 40,247 38,772 SH   DFND 1 38,772 0 0
MARKEL CORP COM 570535104 57,474 55,367 SH   SOLE   55,367 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,491 11,787 SH   DFND 1 11,787 0 0
MARKETAXESS HLDGS INC COM 57060D108 8,526 40,349 SH   SOLE   40,349 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 858 12,172 SH   DFND 1 12,172 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3,382 47,964 SH   SOLE   47,964 0 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAB3 6,949 8,100,000 SH   SOLE   8,100,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 537 6,484 SH   DFND 3 6,484 0 0
MARSH & MCLENNAN COS INC COM 571748102 13,226 165,840 SH   SOLE   165,840 0 0
MARRIOTT INTL INC NEW CL A 571903202 340 2,575 SH   DFND 3 2,575 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,359 12,518 SH   SOLE   12,518 0 0
MARTEN TRANS LTD COM 573075108 448 27,673 SH   SOLE   27,673 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,370 19,610 SH   DFND 1 19,610 0 0
MARTIN MARIETTA MATLS INC COM 573284106 9,831 57,201 SH   SOLE   57,201 0 0
MASCO CORP COM 574599106 1,384 47,330 SH   DFND 1 47,330 0 0
MASCO CORP COM 574599106 4,228 144,580 SH   SOLE   144,580 0 0
MASIMO CORP COM 574795100 1,340 12,476 SH   SOLE   12,476 0 0
MASONITE INTL CORP NEW COM 575385109 1,833 40,885 SH   DFND 1 40,885 0 0
MASONITE INTL CORP NEW COM 575385109 6,072 135,436 SH   SOLE   135,436 0 0
MASTEC INC COM 576323109 670 16,511 SH   SOLE   16,511 0 0
MASTERCARD INCORPORATED CL A 57636Q104 67,381 357,177 SH   DFND 1 357,177 0 0
MASTERCARD INCORPORATED CL A 57636Q104 200,529 1,062,970 SH   SOLE   1,062,970 0 0
MATADOR RES CO COM 576485205 409 26,306 SH   SOLE   26,306 0 0
MATERION CORP COM 576690101 651 14,462 SH   SOLE   14,462 0 0
MATRIX SVC CO COM 576853105 550 30,652 SH   SOLE   30,652 0 0
MATSON INC COM 57686G105 976 30,487 SH   SOLE   30,487 0 0
MATTEL INC COM 577081102 150 15,036 SH   SOLE   15,036 0 0
MATTHEWS INTL CORP CL A 577128101 932 22,948 SH   SOLE   22,948 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 619 12,170 SH   SOLE   12,170 0 0
MAXLINEAR INC COM 57776J100 781 44,381 SH   SOLE   44,381 0 0
MAXIMUS INC COM 577933104 1,062 16,313 SH   SOLE   16,313 0 0
MCCORMICK & CO INC COM NON VTG 579780206 738 5,301 SH   SOLE   5,301 0 0
MCDERMOTT INTL INC COM 580037703 902 137,849 SH   SOLE   137,849 0 0
MCDERMOTT INTL INC COM 580037703 195 29,800 SH   DFND 1 29,800 0 0
MCDONALDS CORP COM 580135101 559 3,345 SH   DFND 3 3,195 0 150
MCDONALDS CORP COM 580135101 98,883 556,865 SH   SOLE   556,865 0 0
MCDONALDS CORP COM 580135101 31,658 178,283 SH   DFND 1 178,283 0 0
MCKESSON CORP COM 58155Q103 5,656 51,196 SH   SOLE   51,196 0 0
MCKESSON CORP COM 58155Q103 1,516 13,726 SH   DFND 1 13,726 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,491 92,702 SH   SOLE   92,702 0 0
MEDICINES CO COM 584688105 888 46,387 SH   SOLE   46,387 0 0
MEDIFAST INC COM 58470H101 1,055 8,438 SH   SOLE   8,438 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,058 15,688 SH   SOLE   15,688 0 0
MEDNAX INC COM 58502B106 756 22,909 SH   SOLE   22,909 0 0
MEDPACE HLDGS INC COM 58506Q109 974 18,411 SH   SOLE   18,411 0 0
MERCANTILE BANK CORP COM 587376104 462 16,335 SH   SOLE   16,335 0 0
MERCER INTL INC COM 588056101 725 69,426 SH   DFND 1 69,426 0 0
MERCER INTL INC COM 588056101 2,447 234,353 SH   SOLE   234,353 0 0
MERCK & CO INC COM 58933Y105 609 8,590 SH   DFND 3 8,590 0 0
MERCK & CO INC COM 58933Y105 68,204 892,602 SH   DFND 1 892,602 0 0
MERCK & CO INC COM 58933Y105 121,668 1,592,302 SH   SOLE   1,592,302 0 0
MERCURY SYS INC COM 589378108 2,594 54,846 SH   DFND 1 54,846 0 0
MERCURY SYS INC COM 589378108 8,411 177,857 SH   SOLE   177,857 0 0
MERCURY GENL CORP NEW COM 589400100 356 6,887 SH   SOLE   6,887 0 0
MEREDITH CORP COM 589433101 525 10,101 SH   SOLE   10,101 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 524 30,198 SH   SOLE   30,198 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,178 152,072 SH   DFND 1 152,072 0 0
MERIDIAN BANCORP INC MD COM 58958U103 7,389 515,998 SH   SOLE   515,998 0 0
MERIT MED SYS INC COM 589889104 7,648 137,036 SH   SOLE   137,036 0 0
MERIT MED SYS INC COM 589889104 2,099 37,610 SH   DFND 1 37,610 0 0
MERITAGE HOMES CORP COM 59001A102 973 26,507 SH   SOLE   26,507 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 25,015 28,650,000 SH   SOLE   28,650,000 0 0
META FINL GROUP INC COM 59100U108 378 19,518 SH   SOLE   19,518 0 0
METHANEX CORP COM 59151K108 4,501 93,449 SH   SOLE   93,449 0 0
METHANEX CORP COM 59151K108 12,584 261,241 SH   DFND 1 261,241 0 0
METHODE ELECTRS INC COM 591520200 1,602 68,771 SH   SOLE   68,771 0 0
METHODE ELECTRS INC COM 591520200 320 13,729 SH   DFND 1 13,729 0 0
METLIFE INC COM 59156R108 19,559 476,346 SH   DFND 1 476,346 0 0
METLIFE INC COM 59156R108 31,253 761,159 SH   SOLE   761,159 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 627 1,108 SH   SOLE   1,108 0 0
MICHAELS COS INC COM 59408Q106 312 23,032 SH   SOLE   23,032 0 0
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MICROSOFT CORP COM 594918104 358,740 3,531,949 SH   SOLE   3,531,949 0 0
MICROSOFT CORP COM 594918104 151,612 1,492,687 SH   DFND 1 1,492,687 0 0
MICROSTRATEGY INC CL A NEW 594972408 5,671 44,393 SH   SOLE   44,393 0 0
MICROSTRATEGY INC CL A NEW 594972408 1,483 11,605 SH   DFND 1 11,605 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 739 10,273 SH   SOLE   10,273 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,487 8,850,000 SH   SOLE   8,850,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 10,184 10,426,000 SH   SOLE   10,426,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 366 375,000 SH   DFND 1 375,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 981 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 15,555 490,238 SH   SOLE   490,238 0 0
MICRON TECHNOLOGY INC COM 595112103 2,353 74,146 SH   DFND 1 74,146 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 865 780,000 SH   DFND 1 780,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 14,738 13,295,000 SH   SOLE   13,295,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,137 53,674 SH   SOLE   53,674 0 0
MIDDLEBY CORP COM 596278101 312 2,409 SH   DFND 3 2,409 0 0
MIDDLESEX WATER CO COM 596680108 1,600 29,985 SH   SOLE   29,985 0 0
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MIDWESTONE FINL GROUP INC NE COM 598511103 1,546 62,277 SH   DFND 1 62,277 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 5,304 213,600 SH   SOLE   213,600 0 0
MILACRON HLDGS CORP COM 59870L106 3,609 303,547 SH   SOLE   303,547 0 0
MILACRON HLDGS CORP COM 59870L106 1,091 91,791 SH   DFND 1 91,791 0 0
MILLER HERMAN INC COM 600544100 457 15,096 SH   SOLE   15,096 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,394 27,144 SH   DFND 1 27,144 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,120 99,726 SH   SOLE   99,726 0 0
MOBILE MINI INC COM 60740F105 1,019 32,105 SH   SOLE   32,105 0 0
MODINE MFG CO COM 607828100 578 53,494 SH   DFND 1 53,494 0 0
MODINE MFG CO COM 607828100 1,946 180,005 SH   SOLE   180,005 0 0
MOHAWK INDS INC COM 608190104 324 2,771 SH   SOLE   2,771 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,856 15,972 SH   SOLE   15,972 0 0
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MOLSON COORS BREWING CO CL B 60871R209 5,068 90,236 SH   SOLE   90,236 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 748 67,789 SH   SOLE   67,789 0 0
MONARCH CASINO & RESORT INC COM 609027107 312 8,171 SH   SOLE   8,171 0 0
MONDELEZ INTL INC CL A 609207105 1,526 35,517 SH   DFND 3 35,517 0 0
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MONEYGRAM INTL INC COM NEW 60935Y208 157 78,317 SH   SOLE   78,317 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 46 23,198 SH   DFND 1 23,198 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 11,503 927,663 SH   SOLE   927,663 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,472 279,960 SH   DFND 1 279,960 0 0
MONOLITHIC PWR SYS INC COM 609839105 13,460 115,788 SH   DFND 1 115,788 0 0
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MONRO INC COM 610236101 1,621 23,579 SH   SOLE   23,579 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 31,642 642,875 SH   DFND 1 642,875 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 74,082 1,505,120 SH   SOLE   1,505,120 0 0
MOODYS CORP COM 615369105 1,022 7,296 SH   SOLE   7,296 0 0
MOOG INC CL A 615394202 6,621 85,454 SH   SOLE   85,454 0 0
MOOG INC CL A 615394202 1,501 19,368 SH   DFND 1 19,368 0 0
MORGAN STANLEY COM NEW 617446448 9,916 250,076 SH   DFND 1 250,076 0 0
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MOSAIC CO NEW COM 61945C103 448 15,330 SH   SOLE   15,330 0 0
MOTORCAR PTS AMER INC COM 620071100 228 13,703 SH   SOLE   13,703 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,668 31,885 SH   SOLE   31,885 0 0
MOVADO GROUP INC COM 624580106 355 11,217 SH   SOLE   11,217 0 0
MUELLER INDS INC COM 624756102 3,007 128,705 SH   SOLE   128,705 0 0
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MULTI COLOR CORP COM 625383104 350 9,964 SH   SOLE   9,964 0 0
MURPHY OIL CORP COM 626717102 967 41,330 SH   SOLE   41,330 0 0
MURPHY USA INC COM 626755102 583 7,603 SH   SOLE   7,603 0 0
MYERS INDS INC COM 628464109 2,682 177,471 SH   SOLE   177,471 0 0
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MYRIAD GENETICS INC COM 62855J104 1,538 52,892 SH   SOLE   52,892 0 0
NBT BANCORP INC COM 628778102 1,077 31,135 SH   SOLE   31,135 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,129 293,655 SH   SOLE   293,655 0 0
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NCR CORP NEW COM 62886E108 691 29,956 SH   SOLE   29,956 0 0
NIC INC COM 62914B100 592 47,449 SH   SOLE   47,449 0 0
NMI HLDGS INC CL A 629209305 834 46,709 SH   SOLE   46,709 0 0
NRG ENERGY INC COM NEW 629377508 518 13,075 SH   SOLE   13,075 0 0
NVR INC COM 62944T105 2,106 864 SH   SOLE   864 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 289 470,000 SH   DFND 1 470,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 21,718 35,330,000 SH   SOLE   35,330,000 0 0
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NASDAQ INC COM 631103108 417 5,109 SH   SOLE   5,109 0 0
NATERA INC COM 632307104 1,191 85,306 SH   DFND 1 85,306 0 0
NATERA INC COM 632307104 3,117 223,258 SH   SOLE   223,258 0 0
NATIONAL BK HLDGS CORP CL A 633707104 3,676 119,070 SH   SOLE   119,070 0 0
NATIONAL BK HLDGS CORP CL A 633707104 2,373 76,858 SH   DFND 1 76,858 0 0
NATIONAL COMM CORP COM 63546L102 296 7,168 SH   DFND 3 7,168 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,410 17,974 SH   DFND 1 17,974 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,727 60,258 SH   SOLE   60,258 0 0
NATIONAL FUEL GAS CO N J COM 636180101 2,250 43,954 SH   SOLE   43,954 0 0
NATIONAL FUEL GAS CO N J COM 636180101 367 7,170 SH   DFND 1 7,170 0 0
NATIONAL HEALTH INVS INC COM 63633D104 493 6,520 SH   SOLE   6,520 0 0
NATIONAL INSTRS CORP COM 636518102 24,529 540,518 SH   SOLE   540,518 0 0
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NATIONAL OILWELL VARCO INC COM 637071101 429 16,698 SH   SOLE   16,698 0 0
NATIONAL PRESTO INDS INC COM 637215104 422 3,606 SH   SOLE   3,606 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 3,827 78,901 SH   SOLE   78,901 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 5,183 195,872 SH   SOLE   195,872 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,046 39,528 SH   DFND 1 39,528 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 567 1,886 SH   SOLE   1,886 0 0
NAVIGATORS GROUP INC COM 638904102 1,138 16,383 SH   SOLE   16,383 0 0
NATUS MEDICAL INC DEL COM 639050103 814 23,916 SH   SOLE   23,916 0 0
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NAVIENT CORPORATION COM 63938C108 518 58,806 SH   SOLE   58,806 0 0
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NETAPP INC COM 64110D104 664 11,131 SH   SOLE   11,131 0 0
NETFLIX INC COM 64110L106 75,605 282,467 SH   SOLE   282,467 0 0
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NETSCOUT SYS INC COM 64115T104 423 17,895 SH   SOLE   17,895 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 22,086 309,289 SH   DFND 1 309,289 0 0
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NEVRO CORP COM 64157F103 2,365 60,811 SH   SOLE   60,811 0 0
NEVRO CORP COM 64157F103 906 23,295 SH   DFND 1 23,295 0 0
NEW JERSEY RES COM 646025106 8,123 177,859 SH   SOLE   177,859 0 0
NEW JERSEY RES COM 646025106 5,409 118,446 SH   DFND 1 118,446 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 438 37,824 SH   SOLE   37,824 0 0
NEW RELIC INC COM 64829B100 4,925 60,831 SH   DFND 1 60,831 0 0
NEW RELIC INC COM 64829B100 13,481 166,494 SH   SOLE   166,494 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,642 174,471 SH   SOLE   174,471 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 12,555 284,575 SH   SOLE   284,575 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 646 109,746 SH   SOLE   109,746 0 0
NEW YORK TIMES CO CL A 650111107 799 35,854 SH   SOLE   35,854 0 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 137 19,944 SH   DFND 1 19,944 0 0
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NEWS CORP NEW CL A 65249B109 2,208 194,563 SH   DFND 1 194,563 0 0
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NEXTERA ENERGY INC COM 65339F101 1,295 7,731 SH   DFND 3 6,981 0 750
NEXTERA ENERGY INC COM 65339F101 22,387 128,794 SH   SOLE   128,794 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 23,921 415,000 SH   SOLE   415,000 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 5,429 632,003 SH   SOLE   632,003 0 0
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NEXTGEN HEALTHCARE INC COM 65343C102 512 33,809 SH   SOLE   33,809 0 0
NICE LTD SPONSORED ADR 653656108 7,840 72,450 SH   SOLE   72,450 0 0
NICE LTD SPONSORED ADR 653656108 2,831 26,165 SH   DFND 1 26,165 0 0
NIKE INC CL B 654106103 222 2,618 SH   DFND 3 2,618 0 0
NIKE INC CL B 654106103 44,501 600,227 SH   DFND 1 600,227 0 0
NIKE INC CL B 654106103 113,496 1,530,830 SH   SOLE   1,530,830 0 0
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NISOURCE INC COM 65473P105 407 16,066 SH   SOLE   16,066 0 0
NOKIA CORP SPONSORED ADR 654902204 1,952 335,310 SH   SOLE   335,310 0 0
NOBLE ENERGY INC COM 655044105 397 21,175 SH   SOLE   21,175 0 0
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NOW INC COM 67011P100 321 27,540 SH   SOLE   27,540 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 865 14,096 SH   SOLE   14,096 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 4,812 5,140,000 SH   SOLE   5,140,000 0 0
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NUCOR CORP COM 670346105 1,656 31,962 SH   DFND 1 31,962 0 0
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OGE ENERGY CORP COM 670837103 1,989 50,747 SH   SOLE   50,747 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,004 17,438 SH   SOLE   17,438 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,743 5,062 SH   DFND 1 5,062 0 0
OFG BANCORP COM 67103X102 518 31,461 SH   SOLE   31,461 0 0
OSI SYSTEMS INC COM 671044105 890 12,145 SH   SOLE   12,145 0 0
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OCEANEERING INTL INC COM 675232102 303 25,025 SH   SOLE   25,025 0 0
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OLD NATL BANCORP IND COM 680033107 1,636 106,266 SH   SOLE   106,266 0 0
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OLIN CORP COM PAR $1 680665205 853 42,430 SH   SOLE   42,430 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 868 13,057 SH   SOLE   13,057 0 0
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OMEGA HEALTHCARE INVS INC COM 681936100 2,394 68,122 SH   SOLE   68,122 0 0
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ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 12,694 11,828,000 SH   SOLE   11,828,000 0 0
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ONE GAS INC COM 68235P108 2,256 28,339 SH   SOLE   28,339 0 0
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ORACLE CORP COM 68389X105 306 5,925 SH   DFND 3 5,925 0 0
ORACLE CORP COM 68389X105 84,148 1,863,753 SH   SOLE   1,863,753 0 0
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OPUS BK IRVINE CALIF COM 684000102 295 15,068 SH   SOLE   15,068 0 0
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PDF SOLUTIONS INC COM 693282105 166 19,716 SH   SOLE   19,716 0 0
PG&E CORP COM 69331C108 39,037 1,643,675 SH   SOLE   1,643,675 0 0
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PPL CORP COM 69351T106 902 31,848 SH   SOLE   31,848 0 0
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PTC INC COM 69370C100 2,267 27,347 SH   SOLE   27,347 0 0
PACCAR INC COM 693718108 879 15,378 SH   SOLE   15,378 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,312 51,407 SH   SOLE   51,407 0 0
PACKAGING CORP AMER COM 695156109 4,488 53,778 SH   SOLE   53,778 0 0
PACKAGING CORP AMER COM 695156109 1,168 13,992 SH   DFND 1 13,992 0 0
PACWEST BANCORP DEL COM 695263103 3,754 112,792 SH   SOLE   112,792 0 0
PACWEST BANCORP DEL COM 695263103 1,043 31,340 SH   DFND 1 31,340 0 0
PALO ALTO NETWORKS INC COM 697435105 4,019 21,340 SH   DFND 1 21,340 0 0
PALO ALTO NETWORKS INC COM 697435105 11,152 59,210 SH   SOLE   59,210 0 0
PAPA JOHNS INTL INC COM 698813102 227 5,699 SH   SOLE   5,699 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 280 19,711 SH   SOLE   19,711 0 0
PARAMOUNT GROUP INC COM 69924R108 963 76,700 SH   SOLE   76,700 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 246 13,640 SH   SOLE   13,640 0 0
PARK HOTELS RESORTS INC COM 700517105 2,372 91,300 SH   SOLE   91,300 0 0
PARK NATL CORP COM 700658107 222 2,612 SH   SOLE   2,612 0 0
PARKER HANNIFIN CORP COM 701094104 7,009 46,999 SH   SOLE   46,999 0 0
PARKER HANNIFIN CORP COM 701094104 1,269 8,511 SH   DFND 1 8,511 0 0
PATRICK INDS INC COM 703343103 476 16,076 SH   SOLE   16,076 0 0
PATTERSON COMPANIES INC COM 703395103 412 20,958 SH   SOLE   20,958 0 0
PATTERSON UTI ENERGY INC COM 703481101 17,740 1,713,985 SH   DFND 1 1,713,985 0 0
PATTERSON UTI ENERGY INC COM 703481101 22,727 2,195,814 SH   SOLE   2,195,814 0 0
PAYCHEX INC COM 704326107 4,466 68,552 SH   SOLE   68,552 0 0
PAYPAL HLDGS INC COM 70450Y103 61,438 730,625 SH   DFND 1 730,625 0 0
PAYPAL HLDGS INC COM 70450Y103 154,575 1,838,213 SH   SOLE   1,838,213 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 210 8,357 SH   SOLE   8,357 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,786 63,101 SH   SOLE   63,101 0 0
PEGASYSTEMS INC COM 705573103 5,633 117,761 SH   SOLE   117,761 0 0
PEGASYSTEMS INC COM 705573103 4,292 89,743 SH   DFND 1 89,743 0 0
PENN NATL GAMING INC COM 707569109 510 27,063 SH   SOLE   27,063 0 0
PENN VA CORP NEW COM 70788V102 519 9,596 SH   SOLE   9,596 0 0
PENNEY J C INC COM 708160106 236 227,144 SH   SOLE   227,144 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 269 45,230 SH   SOLE   45,230 0 0
PENNYMAC MTG INVT TR COM 70931T103 812 43,587 SH   SOLE   43,587 0 0
PEOPLES BANCORP INC COM 709789101 597 19,834 SH   SOLE   19,834 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 219 15,205 SH   SOLE   15,205 0 0
PEPSICO INC COM 713448108 1,719 15,375 SH   DFND 3 15,345 0 30
PEPSICO INC COM 713448108 10,692 96,775 SH   DFND 1 96,775 0 0
PEPSICO INC COM 713448108 63,886 578,260 SH   SOLE   578,260 0 0
PERFICIENT INC COM 71375U101 521 23,395 SH   SOLE   23,395 0 0
PERKINELMER INC COM 714046109 10,880 138,515 SH   DFND 1 138,515 0 0
PERKINELMER INC COM 714046109 14,657 186,595 SH   SOLE   186,595 0 0
PERSPECTA INC COM 715347100 623 36,184 SH   SOLE   36,184 0 0
PETMED EXPRESS INC COM 716382106 343 14,764 SH   SOLE   14,764 0 0
PFIZER INC COM 717081103 2,797 63,473 SH   DFND 3 56,855 0 6,618
PFIZER INC COM 717081103 118,743 2,720,337 SH   SOLE   2,720,337 0 0
PFIZER INC COM 717081103 45,189 1,035,256 SH   DFND 1 1,035,256 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 456 14,173 SH   SOLE   14,173 0 0
PHILIP MORRIS INTL INC COM 718172109 555 6,811 SH   DFND 3 6,811 0 0
PHILIP MORRIS INTL INC COM 718172109 22,672 339,611 SH   SOLE   339,611 0 0
PHILIP MORRIS INTL INC COM 718172109 2,100 31,460 SH   DFND 1 31,460 0 0
PHILLIPS 66 COM 718546104 7,437 86,323 SH   DFND 1 86,323 0 0
PHILLIPS 66 COM 718546104 15,841 183,879 SH   SOLE   183,879 0 0
PHOTRONICS INC COM 719405102 467 48,212 SH   SOLE   48,212 0 0
PHYSICIANS RLTY TR COM 71943U104 9,432 588,406 SH   SOLE   588,406 0 0
PHYSICIANS RLTY TR COM 71943U104 5,559 346,772 SH   DFND 1 346,772 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 856 18,578 SH   SOLE   18,578 0 0
PINNACLE WEST CAP CORP COM 723484101 417 4,892 SH   SOLE   4,892 0 0
PIONEER ENERGY SVCS CORP COM 723664108 217 176,741 SH   SOLE   176,741 0 0
PIONEER ENERGY SVCS CORP COM 723664108 44 35,967 SH   DFND 1 35,967 0 0
PIONEER NAT RES CO COM 723787107 56,448 429,196 SH   SOLE   429,196 0 0
PIONEER NAT RES CO COM 723787107 22,767 173,109 SH   DFND 1 173,109 0 0
PIPER JAFFRAY COS COM 724078100 990 15,043 SH   SOLE   15,043 0 0
PITNEY BOWES INC COM 724479100 282 47,738 SH   SOLE   47,738 0 0
PLANET FITNESS INC CL A 72703H101 5,646 105,298 SH   DFND 1 105,298 0 0
PLANET FITNESS INC CL A 72703H101 15,680 292,431 SH   SOLE   292,431 0 0
PLANTRONICS INC NEW COM 727493108 277 8,365 SH   SOLE   8,365 0 0
PLEXUS CORP COM 729132100 18,393 360,084 SH   SOLE   360,084 0 0
PLEXUS CORP COM 729132100 13,142 257,281 SH   DFND 1 257,281 0 0
POLARIS INDS INC COM 731068102 6,880 89,729 SH   SOLE   89,729 0 0
POLARIS INDS INC COM 731068102 2,072 27,020 SH   DFND 1 27,020 0 0
POLYONE CORP COM 73179P106 581 20,306 SH   SOLE   20,306 0 0
POOL CORPORATION COM 73278L105 1,525 10,258 SH   SOLE   10,258 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 309 6,747 SH   DFND 1 6,747 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 955 20,821 SH   SOLE   20,821 0 0
POST HLDGS INC COM 737446104 1,508 16,922 SH   SOLE   16,922 0 0
POTLATCHDELTIC CORPORATION COM 737630103 550 17,381 SH   SOLE   17,381 0 0
POWER INTEGRATIONS INC COM 739276103 1,259 20,646 SH   SOLE   20,646 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 427 9,861 SH   SOLE   9,861 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 406 13,137 SH   SOLE   13,137 0 0
PRICE T ROWE GROUP INC COM 74144T108 977 10,583 SH   SOLE   10,583 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 16,626 12,350,000 SH   SOLE   12,350,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,090 2,800,000 SH   SOLE   2,800,000 0 0
PRIMORIS SVCS CORP COM 74164F103 12,641 660,813 SH   DFND 1 660,813 0 0
PRIMORIS SVCS CORP COM 74164F103 16,709 873,440 SH   SOLE   873,440 0 0
PRIMERICA INC COM 74164M108 16,962 173,598 SH   SOLE   173,598 0 0
PRIMERICA INC COM 74164M108 12,111 123,948 SH   DFND 1 123,948 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 10,145 229,674 SH   SOLE   229,674 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,760 62,482 SH   DFND 1 62,482 0 0
PROASSURANCE CORP COM 74267C106 1,554 38,308 SH   SOLE   38,308 0 0
PROCTER AND GAMBLE CO COM 742718109 2,700 32,438 SH   DFND 3 10,963 0 21,475
PROCTER AND GAMBLE CO COM 742718109 10,103 109,909 SH   SOLE   109,909 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 249 59,369 SH   SOLE   59,369 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,557 43,876 SH   SOLE   43,876 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,536 25,455 SH   SOLE   25,455 0 0
PROLOGIS INC COM 74340W103 21,584 367,577 SH   SOLE   367,577 0 0
PROOFPOINT INC COM 743424103 13,798 164,629 SH   SOLE   164,629 0 0
PROOFPOINT INC COM 743424103 5,292 63,142 SH   DFND 1 63,142 0 0
PROPETRO HLDG CORP COM 74347M108 634 51,451 SH   SOLE   51,451 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 20,436 220,169 SH   SOLE   220,169 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 6,163 66,395 SH   DFND 1 66,395 0 0
PROSHARES TR ULTRAPRO QQQ 74347X831 1,521 41,075 SH   SOLE   41,075 0 0
PROSHARES TR ULTRAPRO QQQ 74347X831 459 12,394 SH   DFND 1 12,394 0 0
PROSHARES TR ULTRPRO S&P500 74347X864 2,731 78,528 SH   SOLE   78,528 0 0
PROSHARES TR ULTRPRO S&P500 74347X864 824 23,698 SH   DFND 1 23,698 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 6,429 6,500,000 SH   SOLE   6,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,913 2,000,000 SH   SOLE   2,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,049 16,837 SH   SOLE   16,837 0 0
PROTO LABS INC COM 743713109 2,143 18,998 SH   SOLE   18,998 0 0
PROVIDENCE SVC CORP COM 743815102 469 7,819 SH   SOLE   7,819 0 0
PROVIDENT FINL SVCS INC COM 74386T105 11,988 496,794 SH   SOLE   496,794 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,261 135,144 SH   DFND 1 135,144 0 0
PRUDENTIAL FINL INC COM 744320102 18,252 223,812 SH   SOLE   223,812 0 0
PRUDENTIAL FINL INC COM 744320102 8,619 105,692 SH   DFND 1 105,692 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 399 7,549 SH   DFND 3 7,549 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 42,365 813,924 SH   SOLE   813,924 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 33,041 634,790 SH   DFND 1 634,790 0 0
PUBLIC STORAGE COM 74460D109 14,955 73,887 SH   SOLE   73,887 0 0
PULTE GROUP INC COM 745867101 298 11,482 SH   SOLE   11,482 0 0
QCR HOLDINGS INC COM 74727A104 925 28,834 SH   DFND 1 28,834 0 0
QCR HOLDINGS INC COM 74727A104 3,005 93,658 SH   SOLE   93,658 0 0
QUAKER CHEM CORP COM 747316107 1,670 9,396 SH   SOLE   9,396 0 0
QEP RES INC COM 74733V100 339 60,157 SH   SOLE   60,157 0 0
QTS RLTY TR INC COM CL A 74736A103 20,163 544,200 SH   SOLE   544,200 0 0
QTS RLTY TR INC COM CL A 74736A103 17,766 479,525 SH   DFND 1 479,525 0 0
QORVO INC COM 74736K101 336 5,527 SH   SOLE   5,527 0 0
Q2 HLDGS INC COM 74736L109 13,749 277,476 SH   SOLE   277,476 0 0
Q2 HLDGS INC COM 74736L109 6,454 130,244 SH   DFND 1 130,244 0 0
QUALCOMM INC COM 747525103 603 8,373 SH   DFND 3 8,373 0 0
QUALCOMM INC COM 747525103 3,028 53,200 SH   SOLE   53,200 0 0
QUALYS INC COM 74758T303 1,784 23,873 SH   SOLE   23,873 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 341 25,099 SH   SOLE   25,099 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 2,885 201,029 SH   DFND 1 201,029 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 7,534 525,017 SH   SOLE   525,017 0 0
QUEST DIAGNOSTICS INC COM 74834L100 494 5,936 SH   SOLE   5,936 0 0
QUINSTREET INC COM 74874Q100 428 26,357 SH   SOLE   26,357 0 0
QUORUM HEALTH CORP COM 74909E106 59 20,263 SH   SOLE   20,263 0 0
RA MED SYS INC COM 74933X104 170 21,365 SH   DFND 1 21,365 0 0
RA MED SYS INC COM 74933X104 443 55,769 SH   SOLE   55,769 0 0
RLI CORP COM 749607107 1,898 27,515 SH   SOLE   27,515 0 0
RLJ LODGING TR COM 74965L101 1,439 87,729 SH   SOLE   87,729 0 0
RH COM 74967X103 31,860 265,900 SH   DFND 1 265,900 0 0
RH COM 74967X103 36,703 306,320 SH   SOLE   306,320 0 0
RPM INTL INC COM 749685103 1,950 33,169 SH   DFND 1 33,169 0 0
RPM INTL INC COM 749685103 7,392 125,759 SH   SOLE   125,759 0 0
RPT REALTY COM SH BEN INT 74971D101 685 57,354 SH   SOLE   57,354 0 0
RADIAN GROUP INC COM 750236101 24,038 1,469,300 SH   SOLE   1,469,300 0 0
RADIAN GROUP INC COM 750236101 21,091 1,289,200 SH   DFND 1 1,289,200 0 0
RADIANT LOGISTICS INC COM 75025X100 182 42,762 SH   SOLE   42,762 0 0
RADIANT LOGISTICS INC COM 75025X100 54 12,654 SH   DFND 1 12,654 0 0
RAMBUS INC DEL COM 750917106 591 77,072 SH   SOLE   77,072 0 0
RALPH LAUREN CORP CL A 751212101 252 2,432 SH   SOLE   2,432 0 0
RANGE RES CORP COM 75281A109 503 52,607 SH   SOLE   52,607 0 0
RAVEN INDS INC COM 754212108 5,946 164,300 SH   SOLE   164,300 0 0
RAVEN INDS INC COM 754212108 3,824 105,659 SH   DFND 1 105,659 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 18,299 245,926 SH   DFND 1 245,926 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 32,706 439,538 SH   SOLE   439,538 0 0
RAYONIER INC COM 754907103 911 32,892 SH   SOLE   32,892 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 397 37,260 SH   SOLE   37,260 0 0
RAYTHEON CO COM NEW 755111507 10,891 71,019 SH   SOLE   71,019 0 0
RAYTHEON CO COM NEW 755111507 1,502 9,796 SH   DFND 1 9,796 0 0
RE MAX HLDGS INC CL A 75524W108 236 7,690 SH   DFND 1 7,690 0 0
RE MAX HLDGS INC CL A 75524W108 1,189 38,658 SH   SOLE   38,658 0 0
REALOGY HLDGS CORP COM 75605Y106 444 30,279 SH   SOLE   30,279 0 0
REALTY INCOME CORP COM 756109104 3,021 47,918 SH   SOLE   47,918 0 0
RED HAT INC COM 756577102 80,045 455,731 SH   DFND 1 455,731 0 0
RED HAT INC COM 756577102 119,493 680,329 SH   SOLE   680,329 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 20,238 8,493,000 SH   SOLE   8,493,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 403 169,000 SH   DFND 1 169,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 248 9,279 SH   SOLE   9,279 0 0
RED ROCK RESORTS INC CL A 75700L108 10,423 513,195 SH   DFND 1 513,195 0 0
RED ROCK RESORTS INC CL A 75700L108 16,669 820,713 SH   SOLE   820,713 0 0
REDWOOD TR INC COM 758075402 895 59,396 SH   SOLE   59,396 0 0
REGAL BELOIT CORP COM 758750103 383 4,643 SH   DFND 3 4,643 0 0
REGAL BELOIT CORP COM 758750103 21,727 310,170 SH   SOLE   310,170 0 0
REGAL BELOIT CORP COM 758750103 5,848 83,485 SH   DFND 1 83,485 0 0
REGENCY CTRS CORP COM 758849103 10,980 187,121 SH   SOLE   187,121 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,263 3,381 SH   SOLE   3,381 0 0
REGIS CORP MINN COM 758932107 397 23,420 SH   SOLE   23,420 0 0
REGENXBIO INC COM 75901B107 888 21,180 SH   SOLE   21,180 0 0
REGIONS FINL CORP NEW COM 7591EP100 611 45,688 SH   SOLE   45,688 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 4,814 34,331 SH   SOLE   34,331 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 757 5,399 SH   DFND 1 5,399 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 16,962 238,333 SH   SOLE   238,333 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,860 68,290 SH   DFND 1 68,290 0 0
RENASANT CORP COM 75970E107 1,392 33,779 SH   DFND 3 33,779 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 668 25,988 SH   SOLE   25,988 0 0
REPLIGEN CORP COM 759916109 1,450 27,491 SH   SOLE   27,491 0 0
RENT A CTR INC NEW COM 76009N100 502 30,977 SH   SOLE   30,977 0 0
REPUBLIC SVCS INC COM 760759100 703 9,745 SH   SOLE   9,745 0 0
RESMED INC COM 761152107 710 6,239 SH   SOLE   6,239 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 646 31,434 SH   SOLE   31,434 0 0
RESOURCES CONNECTION INC COM 76122Q105 260 18,317 SH   DFND 1 18,317 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,180 83,113 SH   SOLE   83,113 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,479 156,080 SH   SOLE   156,080 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,807 258,669 SH   DFND 1 258,669 0 0
RETAIL PPTYS AMER INC CL A 76131V202 10,512 968,891 SH   SOLE   968,891 0 0
REX AMERICAN RESOURCES CORP COM 761624105 274 4,026 SH   SOLE   4,026 0 0
REXFORD INDL RLTY INC COM 76169C100 2,342 79,478 SH   SOLE   79,478 0 0
RING ENERGY INC COM 76680V108 197 38,694 SH   SOLE   38,694 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 5,567 170,127 SH   DFND 1 170,127 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 10,246 313,153 SH   SOLE   313,153 0 0
ROBERT HALF INTL INC COM 770323103 309 5,400 SH   SOLE   5,400 0 0
ROCKWELL AUTOMATION INC COM 773903109 826 5,488 SH   SOLE   5,488 0 0
ROGERS CORP COM 775133101 15,035 151,781 SH   DFND 1 151,781 0 0
ROGERS CORP COM 775133101 24,843 250,785 SH   SOLE   250,785 0 0
ROLLINS INC COM 775711104 233 6,463 SH   SOLE   6,463 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,957 18,600 SH   DFND 1 18,600 0 0
ROPER TECHNOLOGIES INC COM 776696106 15,117 56,720 SH   SOLE   56,720 0 0
ROSS STORES INC COM 778296103 6,874 82,618 SH   DFND 1 82,618 0 0
ROSS STORES INC COM 778296103 29,374 353,050 SH   SOLE   353,050 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 1,426 16,649 SH   SOLE   16,649 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 2,891 141,211 SH   SOLE   141,211 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 719 35,116 SH   DFND 1 35,116 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 471 20,706 SH   SOLE   20,706 0 0
RYDER SYS INC COM 783549108 649 13,484 SH   SOLE   13,484 0 0
RYERSON HLDG CORP COM 783754104 574 90,569 SH   SOLE   90,569 0 0
RYERSON HLDG CORP COM 783754104 160 25,261 SH   DFND 1 25,261 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,007 15,100 SH   SOLE   15,100 0 0
S & T BANCORP INC COM 783859101 945 24,983 SH   SOLE   24,983 0 0
S&P GLOBAL INC COM 78409V104 8,279 48,715 SH   DFND 1 48,715 0 0
S&P GLOBAL INC COM 78409V104 20,153 118,587 SH   SOLE   118,587 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,398 27,168 SH   DFND 1 27,168 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 15,314 94,598 SH   SOLE   94,598 0 0
SEI INVESTMENTS CO COM 784117103 6,577 142,349 SH   SOLE   142,349 0 0
SEI INVESTMENTS CO COM 784117103 1,489 32,227 SH   DFND 1 32,227 0 0
SL GREEN RLTY CORP COM 78440X101 4,079 51,579 SH   SOLE   51,579 0 0
SLM CORP COM 78442P106 11,918 1,434,210 SH   SOLE   1,434,210 0 0
SLM CORP COM 78442P106 6,064 729,720 SH   DFND 1 729,720 0 0
SM ENERGY CO COM 78454L100 4,154 268,362 SH   SOLE   268,362 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 8,673 9,500,000 SH   SOLE   9,500,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 38,166 131,283 SH   DFND 3 129,487 0 1,796
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,133 92,561 SH   DFND 1 92,561 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 76,487 306,044 SH   SOLE   306,044 0 0
SPX CORP COM 784635104 3,472 123,948 SH   SOLE   123,948 0 0
SPX CORP COM 784635104 780 27,860 SH   DFND 1 27,860 0 0
SPS COMM INC COM 78463M107 1,022 12,405 SH   SOLE   12,405 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 2,527 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 11,793 351,100 SH   SOLE   351,100 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,038 150,000 SH   DFND 1 150,000 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 S&P RETAIL ETF 78464A714 5,839 142,458 SH   SOLE   142,458 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 4,304 105,008 SH   DFND 1 105,008 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,545 58,250 SH   SOLE   58,250 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,406 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 SEMICNDCTR 78464A862 3,371 52,106 SH   SOLE   52,106 0 0
SPDR SERIES TRUST S&P SEMICNDCTR 78464A862 2,557 39,516 SH   DFND 1 39,516 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 12,228 170,426 SH   SOLE   170,426 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 4,625 64,457 SH   DFND 1 64,457 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 732 22,519 SH   SOLE   22,519 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 585 22,464 SH   DFND 1 22,464 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 948 36,421 SH   SOLE   36,421 0 0
SP PLUS CORP COM 78469C103 592 20,047 SH   DFND 1 20,047 0 0
SP PLUS CORP COM 78469C103 2,001 67,729 SH   SOLE   67,729 0 0
SPX FLOW INC COM 78469X107 3,843 126,334 SH   SOLE   126,334 0 0
SPX FLOW INC COM 78469X107 876 28,784 SH   DFND 1 28,784 0 0
SRC ENERGY INC COM 78470V108 809 172,187 SH   SOLE   172,187 0 0
SVB FINL GROUP COM 78486Q101 4,439 23,374 SH   DFND 1 23,374 0 0
SVB FINL GROUP COM 78486Q101 13,035 68,636 SH   SOLE   68,636 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,595 96,789 SH   SOLE   96,789 0 0
SABRE CORP COM 78573M104 1,512 69,884 SH   SOLE   69,884 0 0
SAFETY INS GROUP INC COM 78648T100 829 10,128 SH   SOLE   10,128 0 0
SAGE THERAPEUTICS INC COM 78667J108 4,044 42,214 SH   SOLE   42,214 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,499 15,649 SH   DFND 1 15,649 0 0
SAIA INC COM 78709Y105 1,023 18,321 SH   SOLE   18,321 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 12,986 552,851 SH   SOLE   552,851 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 7,691 327,399 SH   DFND 1 327,399 0 0
ST JOE CO COM 790148100 362 27,478 SH   SOLE   27,478 0 0
SALESFORCE COM INC COM 79466L302 185,203 1,352,142 SH   SOLE   1,352,142 0 0
SALESFORCE COM INC COM 79466L302 80,189 585,448 SH   DFND 1 585,448 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 520 30,507 SH   SOLE   30,507 0 0
SANDERSON FARMS INC COM 800013104 506 5,097 SH   SOLE   5,097 0 0
SANDY SPRING BANCORP INC COM 800363103 7,655 244,268 SH   SOLE   244,268 0 0
SANDY SPRING BANCORP INC COM 800363103 2,256 71,982 SH   DFND 1 71,982 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 12,098 217,354 SH   SOLE   217,354 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 8,925 160,352 SH   DFND 1 160,352 0 0
SANMINA CORPORATION COM 801056102 1,156 48,067 SH   SOLE   48,067 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 13,091 744,216 SH   SOLE   744,216 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 8,431 479,318 SH   DFND 1 479,318 0 0
SAUL CTRS INC COM 804395101 1,396 29,557 SH   SOLE   29,557 0 0
SAUL CTRS INC COM 804395101 299 6,324 SH   DFND 1 6,324 0 0
SCANSOURCE INC COM 806037107 522 15,173 SH   DFND 1 15,173 0 0
SCANSOURCE INC COM 806037107 2,363 68,744 SH   SOLE   68,744 0 0
SCHEIN HENRY INC COM 806407102 529 6,731 SH   SOLE   6,731 0 0
SCHLUMBERGER LTD COM 806857108 381 6,245 SH   DFND 3 6,245 0 0
SCHLUMBERGER LTD COM 806857108 2,217 61,443 SH   SOLE   61,443 0 0
SCHOLASTIC CORP COM 807066105 791 19,635 SH   SOLE   19,635 0 0
SCHWAB CHARLES CORP NEW COM 808513105 20,701 498,455 SH   SOLE   498,455 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,403 202,328 SH   DFND 1 202,328 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 1,062 42,384 SH   DFND 1 42,384 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,977 158,782 SH   SOLE   158,782 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 687 10,781 SH   SOLE   10,781 0 0
SCIENTIFIC GAMES CORP COM 80874P109 249 13,937 SH   SOLE   13,937 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 16,968 276,075 SH   SOLE   276,075 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 12,463 202,783 SH   DFND 1 202,783 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 623 39,596 SH   SOLE   39,596 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 18,588 714,363 SH   SOLE   714,363 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 11,914 457,882 SH   DFND 1 457,882 0 0
SEACOR HOLDINGS INC COM 811904101 451 12,183 SH   SOLE   12,183 0 0
SEALED AIR CORP NEW COM 81211K100 245 7,044 SH   SOLE   7,044 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5,378 106,458 SH   SOLE   106,458 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 329 4,347 SH   DFND 3 4,308 0 39
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,468 25,604 SH   DFND 1 25,604 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,657 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,973 56,180 SH   SOLE   56,180 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,175 76,549 SH   SOLE   76,549 0 0
SELECTIVE INS GROUP INC COM 816300107 2,522 41,385 SH   SOLE   41,385 0 0
SEMTECH CORP COM 816850101 2,126 46,348 SH   SOLE   46,348 0 0
SEMPRA ENERGY COM 816851109 1,308 12,091 SH   SOLE   12,091 0 0
SENECA FOODS CORP NEW CL A 817070501 773 27,381 SH   SOLE   27,381 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 708 60,380 SH   SOLE   60,380 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,137 20,356 SH   SOLE   20,356 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 434 556,235 SH   SOLE   556,235 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 167 214,592 SH   DFND 1 214,592 0 0
SERVICE CORP INTL COM 817565104 1,867 46,365 SH   SOLE   46,365 0 0
SERVICENOW INC COM 81762P102 13,343 74,939 SH   SOLE   74,939 0 0
SERVICENOW INC COM 81762P102 4,832 27,139 SH   DFND 1 27,139 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,032 32,366 SH   SOLE   32,366 0 0
SHAKE SHACK INC CL A 819047101 826 18,193 SH   SOLE   18,193 0 0
SHERWIN WILLIAMS CO COM 824348106 1,416 3,598 SH   SOLE   3,598 0 0
SHOE CARNIVAL INC COM 824889109 237 7,070 SH   SOLE   7,070 0 0
SHUTTERFLY INC COM 82568P304 960 23,841 SH   SOLE   23,841 0 0
SHUTTERSTOCK INC COM 825690100 476 13,224 SH   SOLE   13,224 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,406 13,677 SH   SOLE   13,677 0 0
SILICON LABORATORIES INC COM 826919102 402 5,099 SH   DFND 1 5,099 0 0
SILICON LABORATORIES INC COM 826919102 2,226 28,241 SH   SOLE   28,241 0 0
SILGAN HOLDINGS INC COM 827048109 464 19,663 SH   SOLE   19,663 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,574 65,225 SH   SOLE   65,225 0 0
SIMON PPTY GROUP INC NEW COM 828806109 29,025 172,779 SH   SOLE   172,779 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,596 29,485 SH   SOLE   29,485 0 0
SITE CENTERS CORP COM 82981J109 851 76,903 SH   SOLE   76,903 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 29,662 536,682 SH   SOLE   536,682 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 22,850 413,433 SH   DFND 1 413,433 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,009 18,144 SH   SOLE   18,144 0 0
SKECHERS U S A INC CL A 830566105 786 34,319 SH   SOLE   34,319 0 0
SKYWEST INC COM 830879102 1,624 36,530 SH   SOLE   36,530 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 533 7,958 SH   SOLE   7,958 0 0
SLEEP NUMBER CORP COM 83125X103 742 23,386 SH   SOLE   23,386 0 0
SMITH A O COM 831865209 271 6,341 SH   SOLE   6,341 0 0
SMUCKER J M CO COM NEW 832696405 464 4,965 SH   SOLE   4,965 0 0
SNAP ON INC COM 833034101 359 2,472 SH   SOLE   2,472 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,063 30,296 SH   SOLE   30,296 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 241 17,488 SH   SOLE   17,488 0 0
SONOCO PRODS CO COM 835495102 1,344 25,302 SH   SOLE   25,302 0 0
SOTHEBYS COM 835898107 354 8,916 SH   SOLE   8,916 0 0
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SOUTHERN CO COM 842587107 842 19,310 SH   DFND 3 19,310 0 0
SOUTHERN CO COM 842587107 6,665 151,750 SH   SOLE   151,750 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 729 22,962 SH   SOLE   22,962 0 0
SOUTHWEST AIRLS CO COM 844741108 64,179 1,380,786 SH   DFND 1 1,380,786 0 0
SOUTHWEST AIRLS CO COM 844741108 82,887 1,783,288 SH   SOLE   1,783,288 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 5,901 77,141 SH   DFND 1 77,141 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,695 126,734 SH   SOLE   126,734 0 0
SOUTHWESTERN ENERGY CO COM 845467109 508 148,967 SH   SOLE   148,967 0 0
SPARTANNASH CO COM 847215100 346 20,157 SH   DFND 1 20,157 0 0
SPARTANNASH CO COM 847215100 1,606 93,509 SH   SOLE   93,509 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 626 71,594 SH   SOLE   71,594 0 0
SPIRE INC COM 84857L101 2,645 35,702 SH   SOLE   35,702 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 2,120 60,149 SH   DFND 1 60,149 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 7,999 226,916 SH   SOLE   226,916 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 11,327 11,350,000 SH   SOLE   11,350,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 3,475 3,550,000 SH   SOLE   3,550,000 0 0
SPOK HLDGS INC COM 84863T106 169 12,763 SH   SOLE   12,763 0 0
SPROUTS FMRS MKT INC COM 85208M102 759 32,289 SH   SOLE   32,289 0 0
STAG INDL INC COM 85254J102 709 28,500 SH   SOLE   28,500 0 0
STAMPS COM INC COM NEW 852857200 7,054 45,323 SH   DFND 1 45,323 0 0
STAMPS COM INC COM NEW 852857200 11,134 71,540 SH   SOLE   71,540 0 0
STANDARD MTR PRODS INC COM 853666105 703 14,518 SH   SOLE   14,518 0 0
STANDEX INTL CORP COM 854231107 2,061 30,674 SH   DFND 1 30,674 0 0
STANDEX INTL CORP COM 854231107 7,384 109,912 SH   SOLE   109,912 0 0
STANLEY BLACK & DECKER INC COM 854502101 807 6,743 SH   SOLE   6,743 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4,007 44,300 SH   SOLE   44,300 0 0
STARBUCKS CORP COM 855244109 6,894 107,054 SH   SOLE   107,054 0 0
STATE AUTO FINL CORP COM 855707105 5,651 166,008 SH   DFND 1 166,008 0 0
STATE AUTO FINL CORP COM 855707105 7,415 217,830 SH   SOLE   217,830 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 6,912 7,000,000 SH   SOLE   7,000,000 0 0
STATE STR CORP COM 857477103 16,118 255,560 SH   SOLE   255,560 0 0
STATE STR CORP COM 857477103 9,681 153,496 SH   DFND 1 153,496 0 0
STEEL DYNAMICS INC COM 858119100 37,231 1,239,376 SH   SOLE   1,239,376 0 0
STEEL DYNAMICS INC COM 858119100 28,374 944,554 SH   DFND 1 944,554 0 0
STEPAN CO COM 858586100 1,590 21,489 SH   SOLE   21,489 0 0
STERICYCLE INC COM 858912108 794 21,631 SH   SOLE   21,631 0 0
STERLING BANCORP DEL COM 85917A100 946 57,289 SH   SOLE   57,289 0 0
STEWART INFORMATION SVCS COR COM 860372101 702 16,962 SH   SOLE   16,962 0 0
STIFEL FINL CORP COM 860630102 600 11,698 SH   DFND 3 11,698 0 0
STIFEL FINL CORP COM 860630102 6,735 162,606 SH   DFND 1 162,606 0 0
STIFEL FINL CORP COM 860630102 11,308 273,020 SH   SOLE   273,020 0 0
STORE CAP CORP COM 862121100 3,073 108,546 SH   SOLE   108,546 0 0
STRATEGIC ED INC COM 86272C103 1,729 15,242 SH   SOLE   15,242 0 0
STRYKER CORP COM 863667101 515 2,900 SH   DFND 3 2,900 0 0
STRYKER CORP COM 863667101 3,946 25,173 SH   SOLE   25,173 0 0
STURM RUGER & CO INC COM 864159108 668 12,545 SH   SOLE   12,545 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 957 98,330 SH   SOLE   98,330 0 0
SUN CMNTYS INC COM 866674104 6,929 68,128 SH   SOLE   68,128 0 0
SUNCOKE ENERGY INC COM 86722A103 396 46,309 SH   SOLE   46,309 0 0
SUNOPTA INC COM 8676EP108 5,040 1,302,336 SH   DFND 1 1,302,336 0 0
SUNOPTA INC COM 8676EP108 6,606 1,707,029 SH   SOLE   1,707,029 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,814 216,331 SH   SOLE   216,331 0 0
SUNTRUST BKS INC COM 867914103 5,630 111,620 SH   SOLE   111,620 0 0
SUNTRUST BKS INC COM 867914103 1,394 27,641 SH   DFND 1 27,641 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 367 109,416 SH   SOLE   109,416 0 0
SUPERIOR INDS INTL INC COM 868168105 80 16,602 SH   SOLE   16,602 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,232 37,084 SH   SOLE   37,084 0 0
SURMODICS INC COM 868873100 445 9,415 SH   SOLE   9,415 0 0
SYKES ENTERPRISES INC COM 871237103 706 28,560 SH   SOLE   28,560 0 0
SYMANTEC CORP COM 871503108 513 27,166 SH   SOLE   27,166 0 0
SYNAPTICS INC COM 87157D109 334 8,982 SH   SOLE   8,982 0 0
SYNOPSYS INC COM 871607107 9,646 114,502 SH   DFND 1 114,502 0 0
SYNOPSYS INC COM 871607107 40,697 483,105 SH   SOLE   483,105 0 0
SYNOVUS FINL CORP COM NEW 87161C501 26,280 821,505 SH   SOLE   821,505 0 0
SYNOVUS FINL CORP COM NEW 87161C501 14,785 462,163 SH   DFND 1 462,163 0 0
SYNNEX CORP COM 87162W100 858 10,612 SH   SOLE   10,612 0 0
SYNCHRONY FINL COM 87165B103 686 29,231 SH   SOLE   29,231 0 0
SYNEOS HEALTH INC CL A 87166B102 15,761 400,531 SH   SOLE   400,531 0 0
SYNEOS HEALTH INC CL A 87166B102 11,528 292,962 SH   DFND 1 292,962 0 0
SYSCO CORP COM 871829107 1,313 20,949 SH   SOLE   20,949 0 0
TCF FINL CORP COM 872275102 830 42,589 SH   SOLE   42,589 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,894 2,894,000 SH   SOLE   2,894,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,337 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 9,250 206,742 SH   SOLE   206,742 0 0
TRI POINTE GROUP INC COM 87265H109 399 36,465 SH   SOLE   36,465 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 2,209 2,200,000 SH   SOLE   2,200,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 3,187 3,250,000 SH   SOLE   3,250,000 0 0
TPI COMPOSITES INC COM 87266J104 3,026 123,114 SH   DFND 1 123,114 0 0
TPI COMPOSITES INC COM 87266J104 7,908 321,718 SH   SOLE   321,718 0 0
TTM TECHNOLOGIES INC COM 87305R109 648 66,619 SH   SOLE   66,619 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9,454 8,150,000 SH   SOLE   8,150,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 762 11,949 SH   SOLE   11,949 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 4,284 94,041 SH   DFND 1 94,041 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 11,708 257,042 SH   SOLE   257,042 0 0
TAILORED BRANDS INC COM 87403A107 490 35,912 SH   SOLE   35,912 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,137 30,477 SH   DFND 1 30,477 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 9,204 89,414 SH   SOLE   89,414 0 0
TALOS ENERGY INC COM 87484T108 6,358 389,613 SH   SOLE   389,613 0 0
TALOS ENERGY INC COM 87484T108 3,797 232,689 SH   DFND 1 232,689 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 482 23,859 SH   SOLE   23,859 0 0
TAPESTRY INC COM 876030107 2,940 87,109 SH   SOLE   87,109 0 0
TAPESTRY INC COM 876030107 907 26,880 SH   DFND 1 26,880 0 0
TARGET CORP COM 87612E106 1,540 23,302 SH   SOLE   23,302 0 0
TAUBMAN CTRS INC COM 876664103 1,788 39,296 SH   SOLE   39,296 0 0
TEAM INC COM 878155100 314 21,410 SH   SOLE   21,410 0 0
TECH DATA CORP COM 878237106 781 9,550 SH   SOLE   9,550 0 0
TECHTARGET INC COM 87874R100 188 15,426 SH   SOLE   15,426 0 0
TEGNA INC COM 87901J105 594 54,648 SH   SOLE   54,648 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,888 9,116 SH   SOLE   9,116 0 0
TELEFLEX INC COM 879369106 18,063 69,882 SH   DFND 1 69,882 0 0
TELEFLEX INC COM 879369106 37,815 146,298 SH   SOLE   146,298 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 761 23,387 SH   SOLE   23,387 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 842 139,601 SH   DFND 1 139,601 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 696 115,412 SH   SOLE   115,412 0 0
TEMPUR SEALY INTL INC COM 88023U101 481 11,609 SH   SOLE   11,609 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 361 21,073 SH   SOLE   21,073 0 0
TENNANT CO COM 880345103 670 12,849 SH   SOLE   12,849 0 0
TERADATA CORP DEL COM 88076W103 24,799 646,484 SH   DFND 1 646,484 0 0
TERADATA CORP DEL COM 88076W103 29,168 760,385 SH   SOLE   760,385 0 0
TERADYNE INC COM 880770102 28,029 893,200 SH   SOLE   893,200 0 0
TERADYNE INC COM 880770102 22,740 724,662 SH   DFND 1 724,662 0 0
TEREX CORP NEW COM 880779103 6,394 231,928 SH   DFND 1 231,928 0 0
TEREX CORP NEW COM 880779103 8,845 320,803 SH   SOLE   320,803 0 0
TERRITORIAL BANCORP INC COM 88145X108 802 30,852 SH   SOLE   30,852 0 0
TERRITORIAL BANCORP INC COM 88145X108 238 9,153 SH   DFND 1 9,153 0 0
TERRENO RLTY CORP COM 88146M101 11,476 326,302 SH   SOLE   326,302 0 0
TERRENO RLTY CORP COM 88146M101 8,204 233,269 SH   DFND 1 233,269 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,609 104,351 SH   SOLE   104,351 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,436 93,149 SH   DFND 1 93,149 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 151 89,673 SH   SOLE   89,673 0 0
TETRA TECH INC NEW COM 88162G103 2,017 38,954 SH   SOLE   38,954 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 651 12,736 SH   SOLE   12,736 0 0
TEXAS INSTRS INC COM 882508104 27,401 289,954 SH   DFND 1 289,954 0 0
TEXAS INSTRS INC COM 882508104 65,058 688,448 SH   SOLE   688,448 0 0
TEXAS ROADHOUSE INC COM 882681109 1,008 16,883 SH   SOLE   16,883 0 0
TEXTRON INC COM 883203101 515 11,191 SH   SOLE   11,191 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 75,640 337,997 SH   SOLE   337,997 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 19,976 89,260 SH   DFND 1 89,260 0 0
THOR INDS INC COM 885160101 661 12,713 SH   SOLE   12,713 0 0
3-D SYS CORP DEL COM NEW 88554D205 823 80,887 SH   SOLE   80,887 0 0
3M CO COM 88579Y101 4,905 25,744 SH   SOLE   25,744 0 0
3M CO COM 88579Y101 674 3,202 SH   DFND 3 3,202 0 0
TIFFANY & CO NEW COM 886547108 358 4,452 SH   SOLE   4,452 0 0
TILE SHOP HLDGS INC COM 88677Q109 151 27,538 SH   SOLE   27,538 0 0
TIMKEN CO COM 887389104 3,978 106,604 SH   SOLE   106,604 0 0
TIMKEN CO COM 887389104 983 26,330 SH   DFND 1 26,330 0 0
TIMKENSTEEL CORP COM 887399103 244 27,975 SH   SOLE   27,975 0 0
TITAN INTL INC ILL COM 88830M102 281 60,289 SH   SOLE   60,289 0 0
TIVO CORP COM 88870P106 828 87,988 SH   SOLE   87,988 0 0
TIVITY HEALTH INC COM 88870R102 716 28,876 SH   SOLE   28,876 0 0
TOLL BROTHERS INC COM 889478103 34,196 1,038,447 SH   DFND 1 1,038,447 0 0
TOLL BROTHERS INC COM 889478103 43,600 1,324,019 SH   SOLE   1,324,019 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 666 8,881 SH   SOLE   8,881 0 0
TOPBUILD CORP COM 89055F103 1,120 24,892 SH   SOLE   24,892 0 0
TORCHMARK CORP COM 891027104 1,187 15,928 SH   SOLE   15,928 0 0
TORO CO COM 891092108 1,493 26,720 SH   SOLE   26,720 0 0
TOWER INTL INC COM 891826109 1,499 63,001 SH   DFND 1 63,001 0 0
TOWER INTL INC COM 891826109 4,891 205,490 SH   SOLE   205,490 0 0
TOTAL SYS SVCS INC COM 891906109 522 5,282 SH   DFND 3 5,282 0 0
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TOWNEBANK PORTSMOUTH VA COM 89214P109 281 11,736 SH   DFND 1 11,736 0 0
TRACTOR SUPPLY CO COM 892356106 445 5,334 SH   SOLE   5,334 0 0
TRANSDIGM GROUP INC COM 893641100 4,825 14,190 SH   SOLE   14,190 0 0
TRANSDIGM GROUP INC COM 893641100 1,472 4,330 SH   DFND 1 4,330 0 0
TRANSUNION COM 89400J107 4,408 77,614 SH   DFND 1 77,614 0 0
TRANSUNION COM 89400J107 5,785 101,842 SH   SOLE   101,842 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,415 11,813 SH   SOLE   11,813 0 0
TREDEGAR CORP COM 894650100 288 18,129 SH   SOLE   18,129 0 0
TREEHOUSE FOODS INC COM 89469A104 20,723 408,650 SH   DFND 1 408,650 0 0
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TREX CO INC COM 89531P105 2,458 41,405 SH   SOLE   41,405 0 0
TRICO BANCSHARES COM 896095106 883 26,141 SH   DFND 1 26,141 0 0
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TRIMAS CORP COM NEW 896215209 5,980 219,141 SH   SOLE   219,141 0 0
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TRIMBLE INC COM 896239100 2,275 69,119 SH   SOLE   69,119 0 0
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TRIPADVISOR INC COM 896945201 253 4,683 SH   SOLE   4,683 0 0
TRUEBLUE INC COM 89785X101 648 29,121 SH   SOLE   29,121 0 0
TRUSTCO BK CORP N Y COM 898349105 1,289 187,854 SH   DFND 1 187,854 0 0
TRUSTCO BK CORP N Y COM 898349105 4,800 699,774 SH   SOLE   699,774 0 0
TRUSTMARK CORP COM 898402102 488 17,166 SH   SOLE   17,166 0 0
TTEC HLDGS INC COM 89854H102 291 10,185 SH   SOLE   10,185 0 0
TUPPERWARE BRANDS CORP COM 899896104 393 12,435 SH   SOLE   12,435 0 0
TURNING PT BRANDS INC COM 90041L105 18,045 662,916 SH   SOLE   662,916 0 0
TURNING PT BRANDS INC COM 90041L105 11,561 424,737 SH   DFND 1 424,737 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 6,029 6,550,000 SH   SOLE   6,550,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,217 46,070 SH   SOLE   46,070 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,029 21,537 SH   SOLE   21,537 0 0
TWITTER INC COM 90184L102 33,399 1,162,120 SH   DFND 1 1,162,120 0 0
TWITTER INC COM 90184L102 37,767 1,314,101 SH   SOLE   1,314,101 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,549 6,750,000 SH   SOLE   6,750,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 8,619 9,450,000 SH   SOLE   9,450,000 0 0
II VI INC COM 902104108 1,367 42,117 SH   SOLE   42,117 0 0
2U INC COM 90214J101 793 15,947 SH   SOLE   15,947 0 0
2U INC COM 90214J101 303 6,104 SH   DFND 1 6,104 0 0
TYLER TECHNOLOGIES INC COM 902252105 19,896 107,074 SH   SOLE   107,074 0 0
TYLER TECHNOLOGIES INC COM 902252105 6,720 36,166 SH   DFND 1 36,166 0 0
TYSON FOODS INC CL A 902494103 695 13,008 SH   SOLE   13,008 0 0
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 278 13,440 SH   DFND 3 12,700 0 740
UDR INC COM 902653104 5,946 150,075 SH   SOLE   150,075 0 0
UGI CORP NEW COM 902681105 6,619 124,073 SH   DFND 1 124,073 0 0
UGI CORP NEW COM 902681105 27,116 508,266 SH   SOLE   508,266 0 0
UMB FINL CORP COM 902788108 698 11,443 SH   SOLE   11,443 0 0
US BANCORP DEL COM NEW 902973304 254 4,809 SH   DFND 3 4,809 0 0
US BANCORP DEL COM NEW 902973304 16,819 368,020 SH   DFND 1 368,020 0 0
US BANCORP DEL COM NEW 902973304 46,409 1,015,518 SH   SOLE   1,015,518 0 0
UMH PPTYS INC COM 903002103 177 14,913 SH   SOLE   14,913 0 0
U S CONCRETE INC COM NEW 90333L201 399 11,316 SH   SOLE   11,316 0 0
U S PHYSICAL THERAPY INC COM 90337L108 928 9,062 SH   SOLE   9,062 0 0
U S SILICA HLDGS INC COM 90346E103 567 55,745 SH   SOLE   55,745 0 0
ULTA BEAUTY INC COM 90384S303 3,061 12,501 SH   DFND 1 12,501 0 0
ULTA BEAUTY INC COM 90384S303 9,139 37,328 SH   SOLE   37,328 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,786 19,545 SH   SOLE   19,545 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,084 4,427 SH   DFND 1 4,427 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 132 15,641 SH   DFND 1 15,641 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 642 75,841 SH   SOLE   75,841 0 0
UMPQUA HLDGS CORP COM 904214103 1,346 84,652 SH   SOLE   84,652 0 0
UNIFI INC COM NEW 904677200 234 10,244 SH   SOLE   10,244 0 0
UNIFIRST CORP MASS COM 904708104 447 3,122 SH   DFND 1 3,122 0 0
UNIFIRST CORP MASS COM 904708104 3,074 21,483 SH   SOLE   21,483 0 0
UNION PAC CORP COM 907818108 250 1,535 SH   DFND 3 1,535 0 0
UNION PAC CORP COM 907818108 4,506 32,597 SH   SOLE   32,597 0 0
UNISYS CORP COM NEW 909214306 424 36,460 SH   SOLE   36,460 0 0
UNIT CORP COM 909218109 4,667 326,832 SH   SOLE   326,832 0 0
UNIT CORP COM 909218109 1,282 89,768 SH   DFND 1 89,768 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,962 231,220 SH   DFND 1 231,220 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 7,709 359,243 SH   SOLE   359,243 0 0
UNITED BANKSHARES INC WEST V COM 909907107 820 26,364 SH   SOLE   26,364 0 0
UNITED CONTL HLDGS INC COM 910047109 41,325 493,550 SH   DFND 1 493,550 0 0
UNITED CONTL HLDGS INC COM 910047109 52,495 626,951 SH   SOLE   626,951 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,106 75,213 SH   DFND 1 75,213 0 0
UNITED FINL BANCORP INC NEW COM 910304104 3,706 252,106 SH   SOLE   252,106 0 0
UNITED FIRE GROUP INC COM 910340108 841 15,168 SH   SOLE   15,168 0 0
UNITED INS HLDGS CORP COM 910710102 244 14,702 SH   SOLE   14,702 0 0
UNITED NAT FOODS INC COM 911163103 378 35,726 SH   SOLE   35,726 0 0
UNITED PARCEL SERVICE INC CL B 911312106 896 7,676 SH   DFND 3 7,676 0 0
UNITED PARCEL SERVICE INC CL B 911312106 28,729 294,565 SH   SOLE   294,565 0 0
UNITED PARCEL SERVICE INC CL B 911312106 15,952 163,557 SH   DFND 1 163,557 0 0
UNITED RENTALS INC COM 911363109 2,845 27,745 SH   DFND 1 27,745 0 0
UNITED RENTALS INC COM 911363109 8,264 80,605 SH   SOLE   80,605 0 0
UNITED STATES LIME & MINERAL COM 911922102 5,436 76,562 SH   DFND 1 76,562 0 0
UNITED STATES LIME & MINERAL COM 911922102 7,144 100,624 SH   SOLE   100,624 0 0
UNITED STATES STL CORP NEW COM 912909108 821 45,012 SH   SOLE   45,012 0 0
UNITED TECHNOLOGIES CORP COM 913017109 463 3,312 SH   DFND 3 3,212 0 100
UNITED TECHNOLOGIES CORP COM 913017109 28,763 270,124 SH   DFND 1 270,124 0 0
UNITED TECHNOLOGIES CORP COM 913017109 61,139 574,186 SH   SOLE   574,186 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,204 11,060 SH   SOLE   11,060 0 0
UNITEDHEALTH GROUP INC COM 91324P102 646 2,428 SH   DFND 3 2,428 0 0
UNITEDHEALTH GROUP INC COM 91324P102 91,878 368,809 SH   DFND 1 368,809 0 0
UNITEDHEALTH GROUP INC COM 91324P102 240,293 964,568 SH   SOLE   964,568 0 0
UNITIL CORP COM 913259107 626 12,358 SH   SOLE   12,358 0 0
UNITI GROUP INC COM 91325V108 715 45,895 SH   SOLE   45,895 0 0
UNIVERSAL CORP VA COM 913456109 964 17,801 SH   SOLE   17,801 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,347 14,391 SH   DFND 1 14,391 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,527 48,378 SH   SOLE   48,378 0 0
UNIVERSAL ELECTRS INC COM 913483103 256 10,119 SH   SOLE   10,119 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,142 43,996 SH   SOLE   43,996 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 561 9,134 SH   SOLE   9,134 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 858 22,625 SH   SOLE   22,625 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,753 96,929 SH   SOLE   96,929 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 521 28,779 SH   DFND 1 28,779 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 32,515 278,959 SH   DFND 1 278,959 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 44,548 382,191 SH   SOLE   382,191 0 0
UNUM GROUP COM 91529Y106 812 27,638 SH   DFND 1 27,638 0 0
UNUM GROUP COM 91529Y106 2,785 94,784 SH   SOLE   94,784 0 0
URBAN OUTFITTERS INC COM 917047102 643 19,373 SH   SOLE   19,373 0 0
URBAN EDGE PPTYS COM 91704F104 1,204 72,441 SH   SOLE   72,441 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,552 80,735 SH   DFND 1 80,735 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 5,442 283,158 SH   SOLE   283,158 0 0
US ECOLOGY INC COM 91732J102 987 15,670 SH   SOLE   15,670 0 0
V F CORP COM 918204108 334 3,579 SH   DFND 3 3,579 0 0
V F CORP COM 918204108 1,021 14,309 SH   SOLE   14,309 0 0
VAIL RESORTS INC COM 91879Q109 4,945 23,456 SH   DFND 1 23,456 0 0
VAIL RESORTS INC COM 91879Q109 13,322 63,190 SH   SOLE   63,190 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,412 18,834 SH   SOLE   18,834 0 0
VALLEY NATL BANCORP COM 919794107 747 84,144 SH   SOLE   84,144 0 0
VALMONT INDS INC COM 920253101 7,268 65,506 SH   DFND 1 65,506 0 0
VALMONT INDS INC COM 920253101 10,758 96,963 SH   SOLE   96,963 0 0
VALVOLINE INC COM 92047W101 937 48,441 SH   SOLE   48,441 0 0
VANDA PHARMACEUTICALS INC COM 921659108 969 37,074 SH   SOLE   37,074 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 218 9,068 SH   DFND 3 8,818 0 250
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2,217 25,403 SH   SOLE   25,403 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,682 19,266 SH   DFND 1 19,266 0 0
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 4,329 116,672 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 1,950 25,000 SH   SOLE   25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 891 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 768 13,654 SH   DFND 4 13,654 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 SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 10,543 135,270 SH   SOLE   135,270 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 20,336 260,920 SH   DFND 1 260,920 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 703 11,321 SH   DFND 4 11,321 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 271,473 4,372,246 SH   DFND 3 4,114,429 0 257,816
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 644 27,214 SH   SOLE   27,214 0 0
VARIAN MED SYS INC COM 92220P105 453 3,998 SH   SOLE   3,998 0 0
VECTREN CORP COM 92240G101 1,519 21,106 SH   SOLE   21,106 0 0
VEECO INSTRS INC DEL COM 922417100 258 34,842 SH   SOLE   34,842 0 0
VEEVA SYS INC CL A COM 922475108 17,243 193,046 SH   SOLE   193,046 0 0
VEEVA SYS INC CL A COM 922475108 6,417 71,842 SH   DFND 1 71,842 0 0
VENTAS INC COM 92276F100 7,209 123,048 SH   SOLE   123,048 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 8,755 117,400 SH   DFND 1 117,400 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 21,435 287,448 SH   SOLE   287,448 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 116 13,505 SH   SOLE   13,505 0 0
VEREIT INC COM 92339V100 944 132,034 SH   SOLE   132,034 0 0
VERISIGN INC COM 92343E102 835 5,633 SH   DFND 1 5,633 0 0
VERISIGN INC COM 92343E102 3,633 24,502 SH   SOLE   24,502 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 148,408 2,639,778 SH   SOLE   2,639,778 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 63,719 1,133,383 SH   DFND 1 1,133,383 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 867 16,249 SH   DFND 3 16,249 0 0
VERINT SYS INC COM 92343X100 2,682 63,381 SH   DFND 1 63,381 0 0
VERINT SYS INC COM 92343X100 8,816 208,370 SH   SOLE   208,370 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 234 242,000 SH   DFND 1 242,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 13,543 14,000,000 SH   SOLE   14,000,000 0 0
VERITEX HLDGS INC COM 923451108 684 31,981 SH   SOLE   31,981 0 0
VERITIV CORP COM 923454102 223 8,927 SH   SOLE   8,927 0 0
VERISK ANALYTICS INC COM 92345Y106 34,819 319,325 SH   DFND 1 319,325 0 0
VERISK ANALYTICS INC COM 92345Y106 49,590 454,786 SH   SOLE   454,786 0 0
VERSO CORP CL A 92531L207 1,400 62,505 SH   DFND 1 62,505 0 0
VERSO CORP CL A 92531L207 3,667 163,693 SH   SOLE   163,693 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,129 169,747 SH   DFND 1 169,747 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 71,556 431,812 SH   SOLE   431,812 0 0
VERSUM MATLS INC COM 92532W103 767 27,681 SH   SOLE   27,681 0 0
VIAD CORP COM NEW 92552R406 731 14,592 SH   SOLE   14,592 0 0
VIASAT INC COM 92552V100 838 14,220 SH   SOLE   14,220 0 0
VIACOM INC NEW CL B 92553P201 396 15,428 SH   SOLE   15,428 0 0
VIAVI SOLUTIONS INC COM 925550105 1,630 162,237 SH   SOLE   162,237 0 0
VICI PPTYS INC COM 925652109 1,573 83,750 SH   SOLE   83,750 0 0
VICOR CORP COM 925815102 443 11,725 SH   SOLE   11,725 0 0
VISA INC COM CL A 92826C839 200,777 1,521,731 SH   SOLE   1,521,731 0 0
VISA INC COM CL A 92826C839 79,383 601,661 SH   DFND 1 601,661 0 0
VISA INC COM CL A 92826C839 225 1,496 SH   DFND 3 1,496 0 0
VIRTUSA CORP COM 92827P102 25,746 604,509 SH   SOLE   604,509 0 0
VIRTUSA CORP COM 92827P102 16,817 394,865 SH   DFND 1 394,865 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 409 5,154 SH   SOLE   5,154 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 795 44,148 SH   SOLE   44,148 0 0
VISTA OUTDOOR INC COM 928377100 467 41,117 SH   SOLE   41,117 0 0
VISTEON CORP COM NEW 92839U206 450 7,457 SH   SOLE   7,457 0 0
VISTRA ENERGY CORP COM 92840M102 517 22,607 SH   SOLE   22,607 0 0
VITAMIN SHOPPE INC COM 92849E101 51 10,855 SH   SOLE   10,855 0 0
VONAGE HLDGS CORP COM 92886T201 1,356 155,377 SH   SOLE   155,377 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,492 72,424 SH   SOLE   72,424 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 83 14,144 SH   DFND 1 14,144 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 83 14,144 SH   SOLE   14,144 0 0
VULCAN MATLS CO COM 929160109 571 5,776 SH   SOLE   5,776 0 0
WD-40 CO COM 929236107 1,788 9,756 SH   SOLE   9,756 0 0
WABCO HLDGS INC COM 92927K102 44,502 414,585 SH   SOLE   414,585 0 0
WABCO HLDGS INC COM 92927K102 34,705 323,318 SH   DFND 1 323,318 0 0
WSFS FINL CORP COM 929328102 2,241 59,106 SH   DFND 1 59,106 0 0
WSFS FINL CORP COM 929328102 7,334 193,455 SH   SOLE   193,455 0 0
WEC ENERGY GROUP INC COM 92939U106 4,129 59,623 SH   SOLE   59,623 0 0
WEC ENERGY GROUP INC COM 92939U106 339 5,087 SH   DFND 3 5,087 0 0
WABASH NATL CORP COM 929566107 517 39,493 SH   SOLE   39,493 0 0
WABTEC CORP COM 929740108 1,530 21,783 SH   SOLE   21,783 0 0
WADDELL & REED FINL INC CL A 930059100 1,000 55,319 SH   SOLE   55,319 0 0
WAGEWORKS INC COM 930427109 4,354 160,307 SH   SOLE   160,307 0 0
WAGEWORKS INC COM 930427109 1,380 50,814 SH   DFND 1 50,814 0 0
WALMART INC COM 931142103 78,580 843,583 SH   SOLE   843,583 0 0
WALMART INC COM 931142103 32,579 349,751 SH   DFND 1 349,751 0 0
WALMART INC COM 931142103 718 7,647 SH   DFND 3 7,647 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,429 35,549 SH   SOLE   35,549 0 0
WALKER & DUNLOP INC COM 93148P102 876 20,245 SH   SOLE   20,245 0 0
WASHINGTON FED INC COM 938824109 558 20,886 SH   SOLE   20,886 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 646 133,001 SH   SOLE   133,001 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 371 16,115 SH   SOLE   16,115 0 0
WASHINGTON TR BANCORP COM 940610108 768 16,155 SH   DFND 1 16,155 0 0
WASHINGTON TR BANCORP COM 940610108 2,575 54,169 SH   SOLE   54,169 0 0
WASTE CONNECTIONS INC COM 94106B101 18,450 248,479 SH   DFND 1 248,479 0 0
WASTE CONNECTIONS INC COM 94106B101 42,519 572,646 SH   SOLE   572,646 0 0
WASTE MGMT INC DEL COM 94106L109 1,547 17,386 SH   SOLE   17,386 0 0
WATERS CORP COM 941848103 1,639 8,690 SH   SOLE   8,690 0 0
WATSCO INC COM 942622200 4,632 33,293 SH   SOLE   33,293 0 0
WATSCO INC COM 942622200 1,338 9,619 SH   DFND 1 9,619 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,697 26,295 SH   SOLE   26,295 0 0
WEBSTER FINL CORP CONN COM 947890109 1,154 23,421 SH   SOLE   23,421 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 378 9,813 SH   SOLE   9,813 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,075 83,655 SH   SOLE   83,655 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 508 2,151 SH   SOLE   2,151 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 21,927 6,064,000 SH   SOLE   6,064,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 54 15,000 SH   DFND 1 15,000 0 0
WELLS FARGO CO NEW COM 949746101 15,822 343,359 SH   SOLE   343,359 0 0
WELLS FARGO CO NEW COM 949746101 2,215 48,072 SH   DFND 1 48,072 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 24,567 19,530 SH   SOLE   19,530 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,567 2,836 SH   DFND 1 2,836 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 74 10,235 SH   DFND 1 10,235 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 74 10,235 SH   SOLE   10,235 0 0
WELLTOWER INC COM 95040Q104 11,718 168,830 SH   SOLE   168,830 0 0
WENDYS CO COM 95058W100 742 47,555 SH   SOLE   47,555 0 0
WERNER ENTERPRISES INC COM 950755108 333 11,280 SH   SOLE   11,280 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 9,788 99,847 SH   SOLE   99,847 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,043 61,649 SH   DFND 1 61,649 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,061 19,062 SH   SOLE   19,062 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,351 34,206 SH   SOLE   34,206 0 0
WESTERN ALLIANCE BANCORP COM 957638109 519 13,147 SH   DFND 1 13,147 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 1,262 102,663 SH   DFND 1 102,663 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 832 67,708 SH   SOLE   67,708 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 250 43,429 SH   SOLE   43,429 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 72 12,513 SH   DFND 1 12,513 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 648 147,864 SH   SOLE   147,864 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 759 173,346 SH   DFND 1 173,346 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 215 25,721 SH   SOLE   25,721 0 0
WESTERN DIGITAL CORP COM 958102105 484 13,079 SH   SOLE   13,079 0 0
WESTERN UN CO COM 959802109 344 20,138 SH   SOLE   20,138 0 0
WESTROCK CO COM 96145D105 14,750 390,623 SH   DFND 1 390,623 0 0
WESTROCK CO COM 96145D105 22,264 589,627 SH   SOLE   589,627 0 0
WEX INC COM 96208T104 1,533 10,942 SH   SOLE   10,942 0 0
WEYERHAEUSER CO COM 962166104 8,841 404,458 SH   SOLE   404,458 0 0
WEYERHAEUSER CO COM 962166104 1,925 88,047 SH   DFND 1 88,047 0 0
WHIRLPOOL CORP COM 963320106 428 4,009 SH   SOLE   4,009 0 0
WHITESTONE REIT COM 966084204 349 28,475 SH   SOLE   28,475 0 0
WHITING PETE CORP NEW COM NEW 966387409 389 17,139 SH   SOLE   17,139 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 852 901,000 SH   DFND 1 901,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 18,808 19,894,000 SH   SOLE   19,894,000 0 0
WILEY JOHN & SONS INC CL A 968223206 542 11,547 SH   SOLE   11,547 0 0
WILLDAN GROUP INC COM 96924N100 2,788 79,698 SH   DFND 1 79,698 0 0
WILLDAN GROUP INC COM 96924N100 7,285 208,261 SH   SOLE   208,261 0 0
WILLIAMS COS INC DEL COM 969457100 1,384 62,765 SH   DFND 1 62,765 0 0
WILLIAMS COS INC DEL COM 969457100 2,271 103,001 SH   SOLE   103,001 0 0
WILLIAMS SONOMA INC COM 969904101 1,032 20,463 SH   SOLE   20,463 0 0
WINGSTOP INC COM 974155103 2,111 32,881 SH   DFND 1 32,881 0 0
WINGSTOP INC COM 974155103 6,850 106,721 SH   SOLE   106,721 0 0
WINNEBAGO INDS INC COM 974637100 498 20,561 SH   SOLE   20,561 0 0
WINTRUST FINL CORP COM 97650W108 12,076 181,617 SH   SOLE   181,617 0 0
WINTRUST FINL CORP COM 97650W108 3,378 50,808 SH   DFND 1 50,808 0 0
WISDOMTREE INVTS INC COM 97717P104 551 82,908 SH   SOLE   82,908 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 2,133 66,874 SH   SOLE   66,874 0 0
WOODWARD INC COM 980745103 1,046 14,078 SH   SOLE   14,078 0 0
WORLD ACCEP CORP DEL COM 981419104 482 4,709 SH   SOLE   4,709 0 0
WORLD FUEL SVCS CORP COM 981475106 370 17,263 SH   SOLE   17,263 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 823 11,019 SH   SOLE   11,019 0 0
WORTHINGTON INDS INC COM 981811102 539 15,461 SH   DFND 1 15,461 0 0
WORTHINGTON INDS INC COM 981811102 2,065 59,283 SH   SOLE   59,283 0 0
WPX ENERGY INC COM 98212B103 19,375 1,707,078 SH   DFND 1 1,707,078 0 0
WPX ENERGY INC COM 98212B103 24,059 2,119,700 SH   SOLE   2,119,700 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 895 24,968 SH   SOLE   24,968 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,152 25,384 SH   SOLE   25,384 0 0
WYNN RESORTS LTD COM 983134107 428 4,323 SH   SOLE   4,323 0 0
XPO LOGISTICS INC COM 983793100 8,617 151,069 SH   DFND 1 151,069 0 0
XPO LOGISTICS INC COM 983793100 19,175 336,161 SH   SOLE   336,161 0 0
XCEL ENERGY INC COM 98389B100 6,392 129,728 SH   SOLE   129,728 0 0
XILINX INC COM 983919101 85,560 1,004,579 SH   SOLE   1,004,579 0 0
XILINX INC COM 983919101 34,966 410,547 SH   DFND 1 410,547 0 0
XYLEM INC COM 98419M100 525 7,864 SH   SOLE   7,864 0 0
XPERI CORP COM 98421B100 626 34,053 SH   SOLE   34,053 0 0
YELP INC CL A 985817105 684 19,555 SH   SOLE   19,555 0 0
YUM BRANDS INC COM 988498101 1,299 14,128 SH   SOLE   14,128 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 624 27,327 SH   SOLE   27,327 0 0
ZAYO GROUP HLDGS INC COM 98919V105 258 7,441 SH   DFND 3 7,441 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,197 13,796 SH   SOLE   13,796 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 921 8,884 SH   SOLE   8,884 0 0
ZIONS BANCORPORATION N A COM 989701107 109,677 2,692,109 SH   SOLE   2,692,109 0 0
ZIONS BANCORPORATION N A COM 989701107 82,875 2,034,233 SH   DFND 1 2,034,233 0 0
ZIX CORP COM 98974P100 2,251 392,930 SH   SOLE   392,930 0 0
ZIX CORP COM 98974P100 658 114,755 SH   DFND 1 114,755 0 0
ZOETIS INC CL A 98978V103 17,721 207,168 SH   DFND 1 207,168 0 0
ZOETIS INC CL A 98978V103 47,228 552,113 SH   SOLE   552,113 0 0
ZOETIS INC CL A 98978V103 566 6,180 SH   DFND 3 6,180 0 0
ZUMIEZ INC COM 989817101 5,245 273,619 SH   SOLE   273,619 0 0
ZUMIEZ INC COM 989817101 3,806 198,551 SH   DFND 1 198,551 0 0
ZUORA INC COM CL A 98983V106 1,362 75,086 SH   DFND 1 75,086 0 0
ZUORA INC COM CL A 98983V106 3,847 212,078 SH   SOLE   212,078 0 0
EURONAV NV ANTWERPEN SHS B38564108 11,830 1,707,130 SH   SOLE   1,707,130 0 0
EURONAV NV ANTWERPEN SHS B38564108 9,016 1,300,989 SH   DFND 1 1,300,989 0 0
ADIENT PLC ORD SHS G0084W101 332 22,060 SH   SOLE   22,060 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 331 4,150 SH   SOLE   4,150 0 0
ALLERGAN PLC SHS G0177J108 2,937 21,973 SH   SOLE   21,973 0 0
ALLERGAN PLC SHS G0177J108 218 1,630 SH   DFND 1 1,630 0 0
AMBARELLA INC SHS G037AX101 2,013 57,555 SH   SOLE   57,555 0 0
AMBARELLA INC SHS G037AX101 770 22,014 SH   DFND 1 22,014 0 0
AON PLC SHS CL A G0408V102 1,888 12,989 SH   SOLE   12,989 0 0
ARCH CAP GROUP LTD ORD G0450A105 915 34,247 SH   DFND 1 34,247 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,302 123,565 SH   SOLE   123,565 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,496 81,731 SH   SOLE   81,731 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,169 61,992 SH   DFND 1 61,992 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 637 15,162 SH   SOLE   15,162 0 0
ARRIS INTL INC SHS G0551A103 1,281 41,900 SH   SOLE   41,900 0 0
ASSURED GUARANTY LTD COM G0585R106 76,151 1,989,311 SH   SOLE   1,989,311 0 0
ASSURED GUARANTY LTD COM G0585R106 63,436 1,657,150 SH   DFND 1 1,657,150 0 0
ATLASSIAN CORP PLC CL A G06242104 4,594 51,630 SH   SOLE   51,630 0 0
ATLASSIAN CORP PLC CL A G06242104 1,655 18,600 SH   DFND 1 18,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,048 29,659 SH   DFND 3 28,223 0 1,436
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,026 28,553 SH   SOLE   28,553 0 0
BELMOND LTD CL A G1154H107 1,582 63,200 SH   SOLE   63,200 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 11,469 1,073,856 SH   SOLE   1,073,856 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 3,429 321,098 SH   DFND 1 321,098 0 0
BUNGE LIMITED COM G16962105 716 13,400 SH   SOLE   13,400 0 0
BUNGE LIMITED COM G16962105 860 16,096 SH   DFND 1 16,096 0 0
CARDTRONICS PLC SHS CL A G1991C105 2,496 96,015 SH   SOLE   96,015 0 0
CONSOLIDATED WATER CO INC ORD G23773107 152 13,001 SH   DFND 1 13,001 0 0
CONSOLIDATED WATER CO INC ORD G23773107 511 43,811 SH   SOLE   43,811 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 357 24,918 SH   DFND 1 24,918 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,424 99,466 SH   SOLE   99,466 0 0
EATON CORP PLC SHS G29183103 2,067 23,828 SH   DFND 3 23,828 0 0
EATON CORP PLC SHS G29183103 1,312 19,114 SH   SOLE   19,114 0 0
ENDO INTL PLC SHS G30401106 1,027 140,652 SH   SOLE   140,652 0 0
ENSCO PLC SHS CLASS A G3157S106 395 110,929 SH   SOLE   110,929 0 0
ESSENT GROUP LTD COM G3198U102 4,974 145,516 SH   SOLE   145,516 0 0
ESSENT GROUP LTD COM G3198U102 2,353 68,850 SH   DFND 1 68,850 0 0
EVEREST RE GROUP LTD COM G3223R108 390 1,790 SH   SOLE   1,790 0 0
FABRINET SHS G3323L100 1,349 26,289 SH   SOLE   26,289 0 0
HELEN OF TROY CORP LTD COM G4388N106 878 6,693 SH   SOLE   6,693 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 886 42,755 SH   SOLE   42,755 0 0
HORIZON PHARMA PLC SHS G4617B105 458 23,450 SH   SOLE   23,450 0 0
ICHOR HOLDINGS SHS G4740B105 263 16,110 SH   SOLE   16,110 0 0
IHS MARKIT LTD SHS G47567105 747 15,565 SH   SOLE   15,565 0 0
INGERSOLL-RAND PLC SHS G47791101 44,663 489,563 SH   SOLE   489,563 0 0
INGERSOLL-RAND PLC SHS G47791101 21,051 230,750 SH   DFND 1 230,750 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 2,459 4,399,097 SH   DFND 1 4,399,097 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,355 6,001,410 SH   SOLE   6,001,410 0 0
INVESCO LTD SHS G491BT108 301 17,953 SH   SOLE   17,953 0 0
JAMES RIV GROUP LTD COM G5005R107 784 21,454 SH   SOLE   21,454 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,356 35,140 SH   DFND 1 35,140 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,980 80,510 SH   SOLE   80,510 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,200 40,483 SH   SOLE   40,483 0 0
LINDE PLC COM G5494J103 3,772 24,173 SH   SOLE   24,173 0 0
LIVANOVA PLC SHS G5509L101 1,129 12,341 SH   SOLE   12,341 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 80 48,259 SH   SOLE   48,259 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 334 21,137 SH   SOLE   21,137 0 0
MEDTRONIC PLC SHS G5960L103 33,542 368,757 SH   DFND 1 368,757 0 0
MEDTRONIC PLC SHS G5960L103 82,169 903,350 SH   SOLE   903,350 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 248 6,551 SH   SOLE   6,551 0 0
APTIV PLC SHS G6095L109 20,424 331,718 SH   SOLE   331,718 0 0
APTIV PLC SHS G6095L109 9,760 158,517 SH   DFND 1 158,517 0 0
NABORS INDUSTRIES LTD SHS G6359F103 710 355,239 SH   SOLE   355,239 0 0
NABORS INDUSTRIES LTD SHS G6359F103 81 40,400 SH   DFND 1 40,400 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 341 14,636 SH   SOLE   14,636 0 0
NOBLE CORP PLC SHS USD G65431101 462 176,275 SH   SOLE   176,275 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 9,906 233,685 SH   SOLE   233,685 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,425 80,800 SH   DFND 1 80,800 0 0
NOVOCURE LTD ORD SHS G6674U108 3,409 101,826 SH   SOLE   101,826 0 0
NOVOCURE LTD ORD SHS G6674U108 1,301 38,847 SH   DFND 1 38,847 0 0
NVENT ELECTRIC PLC SHS G6700G107 929 41,372 SH   SOLE   41,372 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,366 10,218 SH   SOLE   10,218 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 271 32,299 SH   SOLE   32,299 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 444 11,511 SH   SOLE   11,511 0 0
PENTAIR PLC SHS G7S00T104 268 7,095 SH   SOLE   7,095 0 0
SIGNET JEWELERS LIMITED SHS G81276100 419 13,182 SH   SOLE   13,182 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 260 8,769 SH   SOLE   8,769 0 0
STERIS PLC SHS USD G84720104 2,295 21,477 SH   SOLE   21,477 0 0
TECHNIPFMC PLC COM G87110105 2,184 111,534 SH   DFND 1 111,534 0 0
TECHNIPFMC PLC COM G87110105 7,129 364,103 SH   SOLE   364,103 0 0
THIRD PT REINS LTD COM G8827U100 506 52,475 SH   SOLE   52,475 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 281 19,431 SH   DFND 1 19,431 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 926 63,927 SH   SOLE   63,927 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,446 92,553 SH   SOLE   92,553 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 875 5,762 SH   SOLE   5,762 0 0
PERRIGO CO PLC SHS G97822103 218 5,628 SH   SOLE   5,628 0 0
CHUBB LIMITED COM H1467J104 20,152 155,997 SH   DFND 1 155,997 0 0
CHUBB LIMITED COM H1467J104 35,042 271,262 SH   SOLE   271,262 0 0
GARMIN LTD SHS H2906T109 308 4,861 SH   SOLE   4,861 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,157 15,304 SH   SOLE   15,304 0 0
TRANSOCEAN LTD REG SHS H8817H100 703 101,285 SH   DFND 1 101,285 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,730 393,320 SH   SOLE   393,320 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2,383 178,526 SH   DFND 1 178,526 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 6,720 503,398 SH   SOLE   503,398 0 0
CORE LABORATORIES N V COM N22717107 669 11,218 SH   SOLE   11,218 0 0
INTERXION HOLDING N.V SHS N47279109 1,097 20,250 SH   SOLE   20,250 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,169 14,052 SH   SOLE   14,052 0 0
MYLAN N V SHS EURO N59465109 1,898 69,255 SH   DFND 1 69,255 0 0
MYLAN N V SHS EURO N59465109 5,998 218,910 SH   SOLE   218,910 0 0
NXP SEMICONDUCTORS N V COM N6596X109 591 8,059 SH   DFND 1 8,059 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,304 17,791 SH   SOLE   17,791 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 150 20,808 SH   SOLE   20,808 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 9,381 344,620 SH   SOLE   344,620 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 3,387 124,440 SH   DFND 1 124,440 0 0
TRONOX LTD SHS CL A Q9235V101 79 10,174 SH   DFND 1 10,174 0 0
TRONOX LTD SHS CL A Q9235V101 244 31,397 SH   SOLE   31,397 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 724 7,404 SH   SOLE   7,404 0 0
COSTAMARE INC SHS Y1771G102 1,518 345,847 SH   SOLE   345,847 0 0
COSTAMARE INC SHS Y1771G102 439 99,918 SH   DFND 1 99,918 0 0
TEEKAY TANKERS LTD CL A Y8565N102 59 63,142 SH   DFND 1 63,142 0 0
TEEKAY TANKERS LTD CL A Y8565N102 197 212,491 SH   SOLE   212,491 0 0