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
ABBVIE INC COM 00287Y109 296 3,678 SH   DFND 2 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,088 11,443 SH   DFND 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 515 439 SH   DFND 2 0 0 0
AMAZON COM INC COM 023135106 976 548 SH   DFND 2 0 0 0
AMGEN INC COM 031162100 445 2,342 SH   DFND 2 0 0 0
ANALOG DEVICES INC COM 032654105 601 5,706 SH   DFND 2 0 0 0
APPLE INC COM 037833100 1,718 9,042 SH   DFND 2 0 0 0
BAIDU INC SPON ADR REP A 056752108 1,225 7,431 SH   DFND 2 0 0 0
BANK NEW YORK MELLON CORP COM 064058100 397 7,865 SH   DFND 2 0 0 0
BECTON DICKINSON & CO COM 075887109 432 1,729 SH   DFND 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 495 2,466 SH   DFND 2 0 0 0
BOEING CO COM 097023105 981 2,572 SH   DFND 2 0 0 0
CALAVO GROWERS INC COM 128246105 562 6,699 SH   DFND 2 0 0 0
CAMECO CORP COM 13321L108 202 17,144 SH   DFND 2 0 0 0
CANADIAN NATL RY CO COM 136375102 581 6,498 SH   DFND 2 0 0 0
CHEVRON CORP NEW COM 166764100 441 3,577 SH   DFND 2 0 0 0
CHURCH & DWIGHT INC COM 171340102 401 5,636 SH   DFND 2 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 538 7,422 SH   DFND 2 0 0 0
COMERICA INC COM 200340107 369 5,027 SH   DFND 2 0 0 0
CUMMINS INC COM 231021106 459 2,910 SH   DFND 2 0 0 0
CURTISS WRIGHT CORP COM 231561101 324 2,860 SH   DFND 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 483 4,354 SH   DFND 2 0 0 0
DOWDUPONT INC COM 26078J100 409 7,674 SH   DFND 2 0 0 0
EAST WEST BANCORP INC COM 27579R104 449 9,367 SH   DFND 2 0 0 0
ECOLAB INC COM 278865100 358 2,029 SH   DFND 2 0 0 0
EXXON MOBIL CORP COM 30231G102 2,002 24,783 SH   DFND 2 0 0 0
FACEBOOK INC CL A 30303M102 295 1,772 SH   DFND 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 1,040 32,024 PRN   DFND 2 0 0 0
FLEXSHARES TR QUALT DIVD IDX 33939L860 5,516 123,117 PRN   DFND 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 3,020 150,394 PRN   DFND 2 0 0 0
HOME DEPOT INC COM 437076102 252 1,312 SH   DFND 2 0 0 0
HONEYWELL INTL INC COM 438516106 575 3,617 SH   DFND 2 0 0 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 5,686 284,143 PRN   DFND 2 0 0 0
INTEL CORP COM 458140100 575 10,715 SH   DFND 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 200 1,419 SH   DFND 2 0 0 0
IQIYI INC SPONSORED ADS 46267X108 1,513 63,259 PRN   DFND 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 221 17,814 PRN   DFND 2 0 0 0
ISHARES INC EM HGHYL BD ETF 464286285 527 11,272 PRN   DFND 2 0 0 0
ISHARES INC EM MKTS DIV ETF 464286319 1,205 29,972 PRN   DFND 2 0 0 0
ISHARES INC MSCI EM ASIA ETF 464286426 1,479 21,867 PRN   DFND 2 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 403 9,183 PRN   DFND 2 0 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,546 26,076 SH   DFND 2 0 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 1,469 9,179 PRN   DFND 2 0 0 0
AAON INC COM PAR $0.004 000360206 1,433 31,041 SH   SOLE   31,041 0 0
AAR CORP COM 000361105 810 24,912 SH   SOLE   24,912 0 0
ACCO BRANDS CORP COM 00081T108 1,412 164,989 SH   SOLE   164,989 0 0
ACCO BRANDS CORP COM 00081T108 420 49,016 SH   DFND 1 49,016 0 0
ABM INDS INC COM 000957100 1,829 50,309 SH   SOLE   50,309 0 0
AFLAC INC COM 001055102 57,573 1,151,467 SH   SOLE   1,151,467 0 0
AFLAC INC COM 001055102 18,604 372,080 SH   DFND 1 372,080 0 0
AGCO CORP COM 001084102 47,397 681,475 SH   DFND 1 681,475 0 0
AGCO CORP COM 001084102 56,136 807,131 SH   SOLE   807,131 0 0
AG MTG INVT TR INC COM 001228105 1,303 77,366 SH   SOLE   77,366 0 0
AG MTG INVT TR INC COM 001228105 389 23,081 SH   DFND 1 23,081 0 0
AES CORP COM 00130H105 534 29,559 SH   SOLE   29,559 0 0
AK STL HLDG CORP COM 001547108 661 240,394 SH   SOLE   240,394 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 340 26,386 SH   SOLE   26,386 0 0
AMC NETWORKS INC CL A 00164V103 662 11,662 SH   SOLE   11,662 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,687 35,823 SH   SOLE   35,823 0 0
ANI PHARMACEUTICALS INC COM 00182C103 446 6,326 SH   SOLE   6,326 0 0
ASGN INC COM 00191U102 6,668 105,031 SH   SOLE   105,031 0 0
ASGN INC COM 00191U102 2,187 34,447 SH   DFND 1 34,447 0 0
AT&T INC COM 00206R102 29,617 944,424 SH   SOLE   944,424 0 0
AT&T INC COM 00206R102 4,022 128,252 SH   DFND 1 128,252 0 0
ATN INTL INC COM 00215F107 466 8,272 SH   SOLE   8,272 0 0
AZZ INC COM 002474104 9,144 223,395 SH   SOLE   223,395 0 0
AZZ INC COM 002474104 2,535 61,927 SH   DFND 1 61,927 0 0
AARONS INC COM PAR $0.50 002535300 935 17,778 SH   SOLE   17,778 0 0
ABBOTT LABS COM 002824100 70,985 887,975 SH   SOLE   887,975 0 0
ABBOTT LABS COM 002824100 27,471 343,645 SH   DFND 1 343,645 0 0
ABBVIE INC COM 00287Y109 5,338 66,238 SH   SOLE   66,238 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,380 50,348 SH   SOLE   50,348 0 0
ABIOMED INC COM 003654100 3,124 10,940 SH   DFND 1 10,940 0 0
ABIOMED INC COM 003654100 9,095 31,847 SH   SOLE   31,847 0 0
ABRAXAS PETE CORP COM 003830106 278 222,135 SH   SOLE   222,135 0 0
ABRAXAS PETE CORP COM 003830106 83 66,033 SH   DFND 1 66,033 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 670 22,871 SH   SOLE   22,871 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,028 147,708 SH   SOLE   147,708 0 0
ACI WORLDWIDE INC COM 004498101 988 30,066 SH   SOLE   30,066 0 0
ACORDA THERAPEUTICS INC COM 00484M106 401 30,161 SH   SOLE   30,161 0 0
ACTIVISION BLIZZARD INC COM 00507V109 26,498 581,989 SH   DFND 1 581,989 0 0
ACTIVISION BLIZZARD INC COM 00507V109 59,002 1,295,894 SH   SOLE   1,295,894 0 0
ACTUANT CORP CL A NEW 00508X203 1,137 46,655 SH   SOLE   46,655 0 0
ACUITY BRANDS INC COM 00508Y102 20,582 171,500 SH   DFND 1 171,500 0 0
ACUITY BRANDS INC COM 00508Y102 23,521 195,988 SH   SOLE   195,988 0 0
ADDUS HOMECARE CORP COM 006739106 490 7,702 SH   SOLE   7,702 0 0
ADOBE INC COM 00724F101 5,790 21,725 SH   SOLE   21,725 0 0
ADTALEM GLOBAL ED INC COM 00737L103 705 15,219 SH   SOLE   15,219 0 0
ADTRAN INC COM 00738A106 499 36,412 SH   SOLE   36,412 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 552 3,237 SH   SOLE   3,237 0 0
AECOM COM 00766T100 1,203 40,532 SH   SOLE   40,532 0 0
AEGION CORP COM 00770F104 431 24,557 SH   DFND 1 24,557 0 0
AEGION CORP COM 00770F104 1,862 105,957 SH   SOLE   105,957 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,570 33,058 SH   DFND 1 33,058 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,125 86,840 SH   SOLE   86,840 0 0
ADVANSIX INC COM 00773T101 650 22,768 SH   SOLE   22,768 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 6,286 176,926 SH   SOLE   176,926 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,650 46,446 SH   DFND 1 46,446 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 246 166,000 SH   DFND 1 166,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 8,375 5,644,000 SH   SOLE   5,644,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 31,968 1,252,645 SH   DFND 1 1,252,645 0 0
ADVANCED MICRO DEVICES INC COM 007903107 41,175 1,613,440 SH   SOLE   1,613,440 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 23,832 7,300,000 SH   SOLE   7,300,000 0 0
ADVANCED ENERGY INDS COM 007973100 1,461 29,404 SH   SOLE   29,404 0 0
AEROVIRONMENT INC COM 008073108 1,114 16,287 SH   SOLE   16,287 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 254 2,374 SH   SOLE   2,374 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 35,309 439,280 SH   SOLE   439,280 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 10,455 130,069 SH   DFND 1 130,069 0 0
AGILYSYS INC COM 00847J105 286 13,507 SH   SOLE   13,507 0 0
AGREE REALTY CORP COM 008492100 4,592 66,221 SH   SOLE   66,221 0 0
AIR PRODS & CHEMS INC COM 009158106 1,872 9,804 SH   SOLE   9,804 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 70,445 982,362 SH   SOLE   982,362 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 58,975 822,416 SH   DFND 1 822,416 0 0
AKORN INC COM 009728106 253 71,875 SH   SOLE   71,875 0 0
ALAMO GROUP INC COM 011311107 1,062 10,627 SH   SOLE   10,627 0 0
ALARM COM HLDGS INC COM 011642105 1,737 26,769 SH   SOLE   26,769 0 0
ALASKA AIR GROUP INC COM 011659109 308 5,497 SH   SOLE   5,497 0 0
ALBANY INTL CORP CL A 012348108 1,586 22,148 SH   SOLE   22,148 0 0
ALBEMARLE CORP COM 012653101 397 4,842 SH   SOLE   4,842 0 0
ALCOA CORP COM 013872106 11,538 409,737 SH   DFND 1 409,737 0 0
ALCOA CORP COM 013872106 19,870 705,603 SH   SOLE   705,603 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 2,145 84,325 SH   SOLE   84,325 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 525 20,638 SH   DFND 1 20,638 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 39,614 277,873 SH   DFND 1 277,873 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 56,139 393,793 SH   SOLE   393,793 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 936 24,721 SH   SOLE   24,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,349 9,977 SH   SOLE   9,977 0 0
ALIGN TECHNOLOGY INC COM 016255101 924 3,248 SH   SOLE   3,248 0 0
ALLEGHANY CORP DEL COM 017175100 7,548 12,326 SH   SOLE   12,326 0 0
ALLEGHANY CORP DEL COM 017175100 1,063 1,736 SH   DFND 1 1,736 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 833 32,581 SH   SOLE   32,581 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 9,237 4,850,000 SH   SOLE   4,850,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,263 9,752 SH   SOLE   9,752 0 0
ALLETE INC COM NEW 018522300 3,291 40,027 SH   SOLE   40,027 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,280 264,490 SH   DFND 1 264,490 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,467 288,418 SH   SOLE   288,418 0 0
ALLIANT ENERGY CORP COM 018802108 32,845 696,900 SH   DFND 1 696,900 0 0
ALLIANT ENERGY CORP COM 018802108 36,045 764,790 SH   SOLE   764,790 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 703 58,300 SH   DFND 1 58,300 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 378 31,375 SH   SOLE   31,375 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 432 45,292 SH   SOLE   45,292 0 0
ALLSTATE CORP COM 020002101 6,217 66,014 SH   DFND 1 66,014 0 0
ALLSTATE CORP COM 020002101 41,085 436,236 SH   SOLE   436,236 0 0
ALLY FINL INC COM 02005N100 42,912 1,561,000 SH   SOLE   1,561,000 0 0
ALLY FINL INC COM 02005N100 39,645 1,442,150 SH   DFND 1 1,442,150 0 0
ALPHABET INC CAP STK CL C 02079K107 72,137 61,482 SH   DFND 1 61,482 0 0
ALPHABET INC CAP STK CL C 02079K107 161,531 137,671 SH   SOLE   137,671 0 0
ALPHABET INC CAP STK CL A 02079K305 280,881 238,664 SH   SOLE   238,664 0 0
ALPHABET INC CAP STK CL A 02079K305 119,420 101,471 SH   DFND 1 101,471 0 0
ALTRA INDL MOTION CORP COM 02208R106 908 29,231 SH   SOLE   29,231 0 0
ALTRA INDL MOTION CORP COM 02208R106 294 9,472 SH   DFND 1 9,472 0 0
ALTRIA GROUP INC COM 02209S103 15,893 276,745 SH   DFND 1 276,745 0 0
ALTRIA GROUP INC COM 02209S103 59,189 1,030,622 SH   SOLE   1,030,622 0 0
AMAZON COM INC COM 023135106 327,961 184,170 SH   SOLE   184,170 0 0
AMAZON COM INC COM 023135106 135,588 76,141 SH   DFND 1 76,141 0 0
AMBAC FINL GROUP INC COM NEW 023139884 628 34,684 SH   SOLE   34,684 0 0
AMEDISYS INC COM 023436108 927 7,517 SH   SOLE   7,517 0 0
AMEREN CORP COM 023608102 946 12,864 SH   SOLE   12,864 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 579 18,215 SH   SOLE   18,215 0 0
AMERICAN ASSETS TR INC COM 024013104 2,482 54,118 SH   SOLE   54,118 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 29,650 2,072,008 SH   SOLE   2,072,008 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 24,855 1,736,886 SH   DFND 1 1,736,886 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 5,392 113,330 SH   DFND 1 113,330 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 12,595 264,712 SH   SOLE   264,712 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,604 31,087 SH   SOLE   31,087 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 2,572 50,000 SH   SOLE   50,000 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 968 43,680 SH   SOLE   43,680 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,865 69,013 SH   SOLE   69,013 0 0
AMERICAN EXPRESS CO COM 025816109 19,220 175,844 SH   SOLE   175,844 0 0
AMERICAN EXPRESS CO COM 025816109 3,018 27,611 SH   DFND 1 27,611 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 57,670 599,417 SH   SOLE   599,417 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,814 122,797 SH   DFND 1 122,797 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,085 223,806 SH   SOLE   223,806 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 18,744 435,297 SH   SOLE   435,297 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,759 203,416 SH   DFND 1 203,416 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 378 12,544 SH   SOLE   12,544 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 4,439 4,450,000 SH   SOLE   4,450,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 293 24,501 SH   SOLE   24,501 0 0
AMERICAN STS WTR CO COM 029899101 2,002 28,074 SH   SOLE   28,074 0 0
AMERICAN TOWER CORP NEW COM 03027X100 30,650 155,537 SH   SOLE   155,537 0 0
AMERICAN VANGUARD CORP COM 030371108 350 20,328 SH   SOLE   20,328 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 842 8,072 SH   SOLE   8,072 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 970 11,735 SH   SOLE   11,735 0 0
AMERICOLD RLTY TR COM 03064D108 2,544 83,391 SH   SOLE   83,391 0 0
AMERISAFE INC COM 03071H100 873 14,692 SH   SOLE   14,692 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,907 23,985 SH   DFND 1 23,985 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,450 81,107 SH   SOLE   81,107 0 0
AMERIPRISE FINL INC COM 03076C106 1,049 8,190 SH   SOLE   8,190 0 0
AMERIS BANCORP COM 03076K108 1,006 29,287 SH   DFND 1 29,287 0 0
AMERIS BANCORP COM 03076K108 3,709 107,966 SH   SOLE   107,966 0 0
AMETEK INC NEW COM 031100100 7,444 89,723 SH   DFND 1 89,723 0 0
AMETEK INC NEW COM 031100100 37,674 454,064 SH   SOLE   454,064 0 0
AMGEN INC COM 031162100 7,792 41,015 SH   DFND 1 41,015 0 0
AMGEN INC COM 031162100 36,428 191,747 SH   SOLE   191,747 0 0
AMPHENOL CORP NEW CL A 032095101 63,431 671,649 SH   SOLE   671,649 0 0
AMPHENOL CORP NEW CL A 032095101 13,725 145,333 SH   DFND 1 145,333 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 540 26,426 SH   SOLE   26,426 0 0
ANADARKO PETE CORP COM 032511107 1,024 22,515 SH   SOLE   22,515 0 0
ANALOG DEVICES INC COM 032654105 1,732 16,449 SH   SOLE   16,449 0 0
ANDERSONS INC COM 034164103 651 20,207 SH   SOLE   20,207 0 0
ANGIODYNAMICS INC COM 03475V101 649 28,386 SH   SOLE   28,386 0 0
ANIKA THERAPEUTICS INC COM 035255108 328 10,849 SH   SOLE   10,849 0 0
ANIXTER INTL INC COM 035290105 1,234 21,991 SH   SOLE   21,991 0 0
ANNALY CAP MGMT INC COM 035710409 3,412 341,497 SH   SOLE   341,497 0 0
ANSYS INC COM 03662Q105 44,554 243,850 SH   SOLE   243,850 0 0
ANSYS INC COM 03662Q105 37,015 202,591 SH   DFND 1 202,591 0 0
ANTHEM INC COM 036752103 3,059 10,659 SH   DFND 1 10,659 0 0
ANTHEM INC COM 036752103 5,129 17,872 SH   SOLE   17,872 0 0
APACHE CORP COM 037411105 581 16,759 SH   SOLE   16,759 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 761 15,137 SH   DFND 1 15,137 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 6,296 125,201 SH   SOLE   125,201 0 0
APERGY CORP COM 03755L104 822 20,024 SH   SOLE   20,024 0 0
APOGEE ENTERPRISES INC COM 037598109 807 21,538 SH   SOLE   21,538 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,565 85,976 SH   SOLE   85,976 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 3,755 3,850,000 SH   SOLE   3,850,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,438 2,500,000 SH   SOLE   2,500,000 0 0
APPLE INC COM 037833100 116,711 614,429 SH   DFND 1 614,429 0 0
APPLE INC COM 037833100 281,155 1,480,152 SH   SOLE   1,480,152 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 864 52,977 SH   SOLE   52,977 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 256 15,684 SH   DFND 1 15,684 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,759 29,578 SH   SOLE   29,578 0 0
APPLIED MATLS INC COM 038222105 1,747 44,061 SH   SOLE   44,061 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 175 14,383 SH   SOLE   14,383 0 0
APTARGROUP INC COM 038336103 1,732 16,276 SH   SOLE   16,276 0 0
AQUA AMERICA INC COM 03836W103 1,680 46,102 SH   SOLE   46,102 0 0
ARCBEST CORP COM 03937C105 605 19,644 SH   SOLE   19,644 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,126 49,294 SH   DFND 1 49,294 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,637 177,068 SH   SOLE   177,068 0 0
ARCHROCK INC COM 03957W106 2,876 294,100 SH   DFND 1 294,100 0 0
ARCHROCK INC COM 03957W106 10,338 1,057,096 SH   SOLE   1,057,096 0 0
ARCOSA INC COM 039653100 9,257 303,002 SH   DFND 1 303,002 0 0
ARCOSA INC COM 039653100 13,400 438,636 SH   SOLE   438,636 0 0
ARCONIC INC COM 03965L100 368 19,263 SH   SOLE   19,263 0 0
ARDELYX INC COM 039697107 157 56,088 SH   SOLE   56,088 0 0
ARDELYX INC COM 039697107 46 16,585 SH   DFND 1 16,585 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,845 41,165 SH   SOLE   41,165 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 705 15,725 SH   DFND 1 15,725 0 0
ARES CAP CORP COM 04010L103 3,031 176,866 SH   SOLE   176,866 0 0
ARES CAP CORP COM 04010L103 5,366 313,082 SH   DFND 1 313,082 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,287 4,300,000 SH   SOLE   4,300,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 459 30,243 SH   DFND 1 30,243 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,549 101,948 SH   SOLE   101,948 0 0
ARISTA NETWORKS INC COM 040413106 20,255 64,411 SH   DFND 1 64,411 0 0
ARISTA NETWORKS INC COM 040413106 36,390 115,723 SH   SOLE   115,723 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 196 24,633 SH   DFND 1 24,633 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 630 79,204 SH   SOLE   79,204 0 0
ARLO TECHNOLOGIES INC COM 04206A101 234 56,647 SH   SOLE   56,647 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 274 17,603 SH   DFND 1 17,603 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,698 108,908 SH   SOLE   108,908 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,169 59,859 SH   SOLE   59,859 0 0
ARROW ELECTRS INC COM 042735100 17,545 227,679 SH   SOLE   227,679 0 0
ARROW ELECTRS INC COM 042735100 4,882 63,354 SH   DFND 1 63,354 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,079 55,783 SH   SOLE   55,783 0 0
ARTESIAN RESOURCES CORP CL A 043113208 618 16,576 SH   DFND 1 16,576 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,037 14,948 SH   SOLE   14,948 0 0
ASCENA RETAIL GROUP INC COM 04351G101 143 132,170 SH   SOLE   132,170 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 729 153,384 SH   SOLE   153,384 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 221 46,452 SH   DFND 1 46,452 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,265 16,187 SH   SOLE   16,187 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 248 48,847 SH   SOLE   48,847 0 0
ASSOCIATED BANC CORP COM 045487105 917 42,957 SH   SOLE   42,957 0 0
ASSURANT INC COM 04621X108 261 2,755 SH   SOLE   2,755 0 0
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AVNET INC COM 053807103 1,250 28,827 SH   SOLE   28,827 0 0
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B & G FOODS INC NEW COM 05508R106 1,230 50,374 SH   SOLE   50,374 0 0
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BP PLC SPONSORED ADR 055622104 42,722 977,170 SH   SOLE   977,170 0 0
BP PLC SPONSORED ADR 055622104 24,475 559,820 SH   DFND 1 559,820 0 0
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BAKER HUGHES A GE CO CL A 05722G100 636 22,926 SH   SOLE   22,926 0 0
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BANC OF CALIFORNIA INC COM 05990K106 451 32,590 SH   SOLE   32,590 0 0
BANK AMER CORP COM 060505104 207,898 7,535,261 SH   SOLE   7,535,261 0 0
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BAXTER INTL INC COM 071813109 28,159 346,318 SH   SOLE   346,318 0 0
BECTON DICKINSON & CO COM 075887109 25,996 104,098 SH   DFND 1 104,098 0 0
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BED BATH & BEYOND INC COM 075896100 608 35,787 SH   SOLE   35,787 0 0
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BENCHMARK ELECTRS INC COM 08160H101 7,147 272,252 SH   SOLE   272,252 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,929 73,473 SH   DFND 1 73,473 0 0
BERKLEY W R CORP COM 084423102 2,219 26,192 SH   SOLE   26,192 0 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 841 30,888 SH   SOLE   30,888 0 0
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BIG LOTS INC COM 089302103 1,165 30,644 SH   SOLE   30,644 0 0
BIO RAD LABS INC CL A 090572207 3,290 10,763 SH   SOLE   10,763 0 0
BIO RAD LABS INC CL A 090572207 501 1,639 SH   DFND 1 1,639 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 59,625 671,221 SH   SOLE   671,221 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 24,558 276,456 SH   DFND 1 276,456 0 0
BIOGEN INC COM 09062X103 22,619 95,688 SH   DFND 1 95,688 0 0
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BIO TECHNE CORP COM 09073M104 1,395 7,024 SH   DFND 1 7,024 0 0
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BJS RESTAURANTS INC COM 09180C106 770 16,282 SH   SOLE   16,282 0 0
BLACK HILLS CORP COM 092113109 1,036 13,983 SH   SOLE   13,983 0 0
BLACKBAUD INC COM 09227Q100 1,002 12,573 SH   SOLE   12,573 0 0
BLACKLINE INC COM 09239B109 19,190 414,300 SH   SOLE   414,300 0 0
BLACKLINE INC COM 09239B109 9,594 207,120 SH   DFND 1 207,120 0 0
BLACKROCK INC COM 09247X101 2,321 5,432 SH   SOLE   5,432 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 137 11,012 SH   SOLE   11,012 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 138 11,122 SH   DFND 1 11,122 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 141 16,511 SH   DFND 1 16,511 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 137 16,065 SH   SOLE   16,065 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,791 1,800,000 SH   SOLE   1,800,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 23,842 681,795 SH   DFND 1 681,795 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 37,527 1,073,108 SH   SOLE   1,073,108 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 107 10,403 SH   DFND 1 10,403 0 0
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BLOCK H & R INC COM 093671105 220 9,178 SH   SOLE   9,178 0 0
BLUCORA INC COM 095229100 1,223 36,642 SH   SOLE   36,642 0 0
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BOEING CO COM 097023105 47,670 124,981 SH   DFND 1 124,981 0 0
BOEING CO COM 097023105 111,101 291,282 SH   SOLE   291,282 0 0
BOISE CASCADE CO DEL COM 09739D100 796 29,752 SH   SOLE   29,752 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 324 14,283 SH   SOLE   14,283 0 0
BOOKING HLDGS INC COM 09857L108 98,308 56,340 SH   SOLE   56,340 0 0
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BOSTON BEER INC CL A 100557107 656 2,227 SH   SOLE   2,227 0 0
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BOTTOMLINE TECH DEL INC COM 101388106 1,401 27,976 SH   SOLE   27,976 0 0
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BRADY CORP CL A 104674106 1,735 37,388 SH   SOLE   37,388 0 0
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BRIGGS & STRATTON CORP COM 109043109 383 32,413 SH   SOLE   32,413 0 0
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BRINKER INTL INC COM 109641100 444 10,006 SH   SOLE   10,006 0 0
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BRIXMOR PPTY GROUP INC COM 11120U105 7,704 419,395 SH   SOLE   419,395 0 0
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BROADCOM INC COM 11135F101 5,319 17,687 SH   SOLE   17,687 0 0
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BROOKS AUTOMATION INC COM 114340102 1,609 54,866 SH   SOLE   54,866 0 0
BROWN & BROWN INC COM 115236101 5,243 177,670 SH   SOLE   177,670 0 0
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CBIZ INC COM 124805102 7,007 346,196 SH   SOLE   346,196 0 0
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CF INDS HLDGS INC COM 125269100 33,743 825,406 SH   SOLE   825,406 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 532 6,110 SH   SOLE   6,110 0 0
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CME GROUP INC COM CL A 12572Q105 2,628 15,968 SH   SOLE   15,968 0 0
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CMS ENERGY CORP COM 125896100 32,610 587,150 SH   DFND 1 587,150 0 0
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CRA INTL INC COM 12618T105 297 5,873 SH   SOLE   5,873 0 0
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CENTRAL PAC FINL CORP COM NEW 154760409 4,915 170,433 SH   SOLE   170,433 0 0
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EAGLE PHARMACEUTICALS INC COM 269796108 424 8,398 SH   SOLE   8,398 0 0
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EASTGROUP PPTY INC COM 277276101 290 2,597 SH   DFND 1 2,597 0 0
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EASTMAN CHEMICAL CO COM 277432100 49,115 647,270 SH   SOLE   647,270 0 0
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EATON VANCE CORP COM NON VTG 278265103 1,218 30,210 SH   SOLE   30,210 0 0
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EBIX INC COM NEW 278715206 1,008 20,423 SH   DFND 1 20,423 0 0
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ECHO GLOBAL LOGISTICS INC COM 27875T101 540 21,792 SH   SOLE   21,792 0 0
ECHOSTAR CORP CL A 278768106 257 7,064 SH   DFND 1 7,064 0 0
ECHOSTAR CORP CL A 278768106 795 21,812 SH   SOLE   21,812 0 0
ECOLAB INC COM 278865100 2,004 11,350 SH   SOLE   11,350 0 0
EDGEWELL PERS CARE CO COM 28035Q102 615 14,002 SH   SOLE   14,002 0 0
EDISON INTL COM 281020107 901 14,547 SH   SOLE   14,547 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 79,490 415,458 SH   DFND 1 415,458 0 0
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EHEALTH INC COM 28238P109 873 14,002 SH   SOLE   14,002 0 0
8X8 INC NEW COM 282914100 1,473 72,926 SH   SOLE   72,926 0 0
EL PASO ELEC CO COM NEW 283677854 1,829 31,100 SH   SOLE   31,100 0 0
ELDORADO RESORTS INC COM 28470R102 786 16,841 SH   SOLE   16,841 0 0
ELECTRONIC ARTS INC COM 285512109 1,363 13,412 SH   SOLE   13,412 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 903 33,556 SH   SOLE   33,556 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 750 63,029 SH   SOLE   63,029 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 215 18,086 SH   DFND 1 18,086 0 0
EMCOR GROUP INC COM 29084Q100 31,165 426,453 SH   SOLE   426,453 0 0
EMCOR GROUP INC COM 29084Q100 8,497 116,274 SH   DFND 1 116,274 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,729 34,223 SH   SOLE   34,223 0 0
EMERSON ELEC CO COM 291011104 4,468 65,248 SH   DFND 1 65,248 0 0
EMERSON ELEC CO COM 291011104 17,439 254,693 SH   SOLE   254,693 0 0
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EMPIRE ST RLTY TR INC CL A 292104106 416 26,298 SH   DFND 1 26,298 0 0
EMPIRE ST RLTY TR INC CL A 292104106 1,824 115,413 SH   SOLE   115,413 0 0
EMPLOYERS HOLDINGS INC COM 292218104 349 8,713 SH   DFND 1 8,713 0 0
EMPLOYERS HOLDINGS INC COM 292218104 2,186 54,499 SH   SOLE   54,499 0 0
ENBRIDGE INC COM 29250N105 1,636 45,120 SH   DFND 1 45,120 0 0
ENBRIDGE INC COM 29250N105 1,290 35,570 SH   SOLE   35,570 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,146 12,002 SH   SOLE   12,002 0 0
ENCORE CAP GROUP INC COM 292554102 533 19,581 SH   SOLE   19,581 0 0
ENCORE WIRE CORP COM 292562105 19,456 340,018 SH   SOLE   340,018 0 0
ENCORE WIRE CORP COM 292562105 13,417 234,480 SH   DFND 1 234,480 0 0
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ENERGIZER HLDGS INC NEW COM 29272W109 740 16,466 SH   SOLE   16,466 0 0
ENERSYS COM 29275Y102 712 10,926 SH   SOLE   10,926 0 0
ENPRO INDS INC COM 29355X107 1,022 15,861 SH   SOLE   15,861 0 0
ENOVA INTL INC COM 29357K103 598 26,209 SH   SOLE   26,209 0 0
ENSIGN GROUP INC COM 29358P101 1,923 37,575 SH   SOLE   37,575 0 0
ENTERGY CORP NEW COM 29364G103 48,076 502,726 SH   SOLE   502,726 0 0
ENTERGY CORP NEW COM 29364G103 37,379 390,875 SH   DFND 1 390,875 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,572 38,546 SH   DFND 1 38,546 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 5,263 129,100 SH   SOLE   129,100 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,659 57,000 SH   SOLE   57,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,105 72,350 SH   DFND 1 72,350 0 0
ENVESTNET INC COM 29404K106 3,064 46,857 SH   SOLE   46,857 0 0
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EPLUS INC COM 294268107 926 10,462 SH   SOLE   10,462 0 0
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EQUINIX INC COM 29444U700 19,338 42,673 SH   SOLE   42,673 0 0
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EQUITY COMWLTH COM SH BEN INT 294628102 309 9,450 SH   DFND 1 9,450 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,043 31,920 SH   SOLE   31,920 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 11,760 102,883 SH   SOLE   102,883 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,238 10,828 SH   DFND 1 10,828 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,620 207,386 SH   SOLE   207,386 0 0
ESCO TECHNOLOGIES INC COM 296315104 531 7,915 SH   DFND 1 7,915 0 0
ESCO TECHNOLOGIES INC COM 296315104 3,119 46,525 SH   SOLE   46,525 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 716 36,694 SH   SOLE   36,694 0 0
ESSEX PPTY TR INC COM 297178105 12,379 42,798 SH   SOLE   42,798 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 361 18,885 SH   SOLE   18,885 0 0
ETSY INC COM 29786A106 29,383 437,113 SH   DFND 1 437,113 0 0
ETSY INC COM 29786A106 31,782 472,811 SH   SOLE   472,811 0 0
EURONET WORLDWIDE INC COM 298736109 11,973 83,969 SH   SOLE   83,969 0 0
EURONET WORLDWIDE INC COM 298736109 2,502 17,546 SH   DFND 1 17,546 0 0
EVERCORE INC CLASS A 29977A105 954 10,488 SH   SOLE   10,488 0 0
EVERGY INC COM 30034W106 1,001 17,237 SH   SOLE   17,237 0 0
EVERTEC INC COM 30040P103 3,631 130,565 SH   SOLE   130,565 0 0
EVERTEC INC COM 30040P103 695 24,985 SH   DFND 1 24,985 0 0
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EVOLUTION PETROLEUM CORP COM 30049A107 123 18,285 SH   SOLE   18,285 0 0
EXELON CORP COM 30161N101 17,395 347,003 SH   DFND 1 347,003 0 0
EXELON CORP COM 30161N101 34,109 680,416 SH   SOLE   680,416 0 0
EXELIXIS INC COM 30161Q104 1,845 77,507 SH   SOLE   77,507 0 0
EXLSERVICE HOLDINGS INC COM 302081104 982 16,357 SH   DFND 1 16,357 0 0
EXLSERVICE HOLDINGS INC COM 302081104 4,840 80,635 SH   SOLE   80,635 0 0
EXPEDIA GROUP INC COM NEW 30212P303 43,872 368,673 SH   SOLE   368,673 0 0
EXPEDIA GROUP INC COM NEW 30212P303 35,048 294,518 SH   DFND 1 294,518 0 0
EXP WORLD HOLDINGS INC COM 30212W100 183 16,878 SH   SOLE   16,878 0 0
EXPEDITORS INTL WASH INC COM 302130109 582 7,668 SH   SOLE   7,668 0 0
EXPONENT INC COM 30214U102 2,295 39,765 SH   SOLE   39,765 0 0
EXPRESS INC COM 30219E103 224 52,349 SH   SOLE   52,349 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,980 165,997 SH   DFND 1 165,997 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 10,027 558,625 SH   SOLE   558,625 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,178 90,055 SH   SOLE   90,055 0 0
EXTREME NETWORKS INC COM 30226D106 677 90,370 SH   SOLE   90,370 0 0
EXTERRAN CORP COM 30227H106 3,322 197,155 SH   SOLE   197,155 0 0
EXTERRAN CORP COM 30227H106 877 52,072 SH   DFND 1 52,072 0 0
EZCORP INC CL A NON VTG 302301106 367 39,387 SH   SOLE   39,387 0 0
EXXON MOBIL CORP COM 30231G102 51,980 643,323 SH   SOLE   643,323 0 0
EXXON MOBIL CORP COM 30231G102 9,159 113,352 SH   DFND 1 113,352 0 0
FBL FINL GROUP INC CL A 30239F106 558 8,899 SH   DFND 1 8,899 0 0
FBL FINL GROUP INC CL A 30239F106 1,905 30,367 SH   SOLE   30,367 0 0
FLIR SYS INC COM 302445101 288 6,050 SH   SOLE   6,050 0 0
F M C CORP COM NEW 302491303 1,008 13,118 SH   SOLE   13,118 0 0
FNB CORP PA COM 302520101 890 83,997 SH   SOLE   83,997 0 0
FTI CONSULTING INC COM 302941109 2,253 29,333 SH   SOLE   29,333 0 0
FACEBOOK INC CL A 30303M102 220,590 1,323,354 SH   SOLE   1,323,354 0 0
FACEBOOK INC CL A 30303M102 88,265 529,513 SH   DFND 1 529,513 0 0
FACTSET RESH SYS INC COM 303075105 2,447 9,856 SH   SOLE   9,856 0 0
FAIR ISAAC CORP COM 303250104 2,038 7,504 SH   SOLE   7,504 0 0
FARMLAND PARTNERS INC COM 31154R109 96 15,054 SH   DFND 1 15,054 0 0
FARMLAND PARTNERS INC COM 31154R109 323 50,395 SH   SOLE   50,395 0 0
FARO TECHNOLOGIES INC COM 311642102 578 13,171 SH   SOLE   13,171 0 0
FASTENAL CO COM 311900104 822 12,775 SH   SOLE   12,775 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,703 34,116 SH   SOLE   34,116 0 0
FEDERAL SIGNAL CORP COM 313855108 9,747 375,021 SH   SOLE   375,021 0 0
FEDERAL SIGNAL CORP COM 313855108 2,603 100,165 SH   DFND 1 100,165 0 0
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FEDEX CORP COM 31428X106 1,950 10,747 SH   SOLE   10,747 0 0
FERRO CORP COM 315405100 1,205 63,678 SH   SOLE   63,678 0 0
F5 NETWORKS INC COM 315616102 1,486 9,467 SH   SOLE   9,467 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 21,093 186,499 SH   SOLE   186,499 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 462 16,880 SH   SOLE   16,880 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 235 17,925 SH   SOLE   17,925 0 0
FIFTH THIRD BANCORP COM 316773100 47,998 1,903,165 SH   SOLE   1,903,165 0 0
FIFTH THIRD BANCORP COM 316773100 24,636 976,839 SH   DFND 1 976,839 0 0
58 COM INC SPON ADR REP A 31680Q104 2,885 43,926 SH   SOLE   43,926 0 0
58 COM INC SPON ADR REP A 31680Q104 1,360 20,703 SH   DFND 1 20,703 0 0
FINANCIAL INSTNS INC COM 317585404 731 26,900 SH   DFND 1 26,900 0 0
FINANCIAL INSTNS INC COM 317585404 2,446 89,990 SH   SOLE   89,990 0 0
FINISAR CORP COM NEW 31787A507 2,079 89,736 SH   SOLE   89,736 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 18,636 19,000,000 SH   SOLE   19,000,000 0 0
FIRST AMERN FINL CORP COM 31847R102 2,024 39,300 SH   DFND 1 39,300 0 0
FIRST AMERN FINL CORP COM 31847R102 10,366 201,282 SH   SOLE   201,282 0 0
FIRST BANCORP P R COM NEW 318672706 1,902 165,967 SH   SOLE   165,967 0 0
FIRST BUSEY CORP COM NEW 319383204 1,307 53,568 SH   DFND 1 53,568 0 0
FIRST BUSEY CORP COM NEW 319383204 4,476 183,440 SH   SOLE   183,440 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,336 15,561 SH   SOLE   15,561 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,953 4,795 SH   DFND 1 4,795 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 957 75,968 SH   SOLE   75,968 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 5,321 185,154 SH   SOLE   185,154 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,657 57,648 SH   DFND 1 57,648 0 0
FIRST FINL BANCORP OH COM 320209109 1,800 74,808 SH   SOLE   74,808 0 0
FIRST FINL BANKSHARES COM 32020R109 1,018 17,618 SH   SOLE   17,618 0 0
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FIRST FINL CORP IND COM 320218100 2,858 68,039 SH   SOLE   68,039 0 0
FIRST HORIZON NATL CORP COM 320517105 1,174 83,977 SH   SOLE   83,977 0 0
FIRST HAWAIIAN INC COM 32051X108 17,980 690,218 SH   SOLE   690,218 0 0
FIRST HAWAIIAN INC COM 32051X108 5,542 212,737 SH   DFND 1 212,737 0 0
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FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 9,832 246,910 SH   DFND 1 246,910 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13,553 340,349 SH   SOLE   340,349 0 0
FIRST LONG IS CORP COM 320734106 284 12,936 SH   SOLE   12,936 0 0
FIRST MERCHANTS CORP COM 320817109 323 8,762 SH   SOLE   8,762 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 246 7,397 SH   SOLE   7,397 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 2,547 124,497 SH   SOLE   124,497 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 287 14,011 SH   DFND 1 14,011 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 43,782 435,816 SH   SOLE   435,816 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 37,740 375,672 SH   DFND 1 375,672 0 0
FIRST SOLAR INC COM 336433107 1,034 19,560 SH   SOLE   19,560 0 0
FIRSTCASH INC COM 33767D105 2,896 33,474 SH   SOLE   33,474 0 0
FISERV INC COM 337738108 11,882 134,597 SH   SOLE   134,597 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 739 22,460 SH   SOLE   22,460 0 0
FIRSTENERGY CORP COM 337932107 936 22,485 SH   SOLE   22,485 0 0
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FIVE BELOW INC COM 33829M101 20,994 168,966 SH   SOLE   168,966 0 0
FIVE9 INC COM 338307101 2,431 46,011 SH   DFND 1 46,011 0 0
FIVE9 INC COM 338307101 6,383 120,820 SH   SOLE   120,820 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 964 3,910 SH   SOLE   3,910 0 0
FLUOR CORP NEW COM 343412102 229 6,232 SH   SOLE   6,232 0 0
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FLOWSERVE CORP COM 34354P105 264 5,851 SH   SOLE   5,851 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,094 55,200 SH   SOLE   55,200 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,492 27,000 SH   DFND 1 27,000 0 0
FOOT LOCKER INC COM 344849104 313 5,165 SH   SOLE   5,165 0 0
FORD MTR CO DEL COM 345370860 1,530 174,302 SH   SOLE   174,302 0 0
FORMFACTOR INC COM 346375108 911 56,626 SH   SOLE   56,626 0 0
FORRESTER RESH INC COM 346563109 1,319 27,288 SH   DFND 1 27,288 0 0
FORRESTER RESH INC COM 346563109 4,674 96,672 SH   SOLE   96,672 0 0
FORTINET INC COM 34959E109 544 6,477 SH   SOLE   6,477 0 0
FORTIVE CORP COM 34959J108 1,125 13,407 SH   SOLE   13,407 0 0
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FORTIVE CORP 5% PFD CNV SER A 34959J207 1,931 1,841 SH   DFND 1 1,841 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 304 6,379 SH   SOLE   6,379 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,050 205,508 SH   SOLE   205,508 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 333 65,150 SH   DFND 1 65,150 0 0
FORWARD AIR CORP COM 349853101 1,444 22,312 SH   SOLE   22,312 0 0
FOSSIL GROUP INC COM 34988V106 477 34,768 SH   SOLE   34,768 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,938 99,270 SH   SOLE   99,270 0 0
FOX CORP CL A COM 35137L105 578 15,752 SH   SOLE   15,752 0 0
FOX CORP CL B COM 35137L204 260 7,249 SH   SOLE   7,249 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,027 29,009 SH   SOLE   29,009 0 0
FRANKLIN ELEC INC COM 353514102 1,666 32,607 SH   SOLE   32,607 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 270 9,308 SH   SOLE   9,308 0 0
FRANKLIN RES INC COM 354613101 462 13,931 SH   SOLE   13,931 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,583 220,129 SH   SOLE   220,129 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 300 41,761 SH   DFND 1 41,761 0 0
FREEPORT-MCMORAN INC CL B 35671D857 833 64,656 SH   SOLE   64,656 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 161 80,709 SH   SOLE   80,709 0 0
FULLER H B CO COM 359694106 1,885 38,758 SH   SOLE   38,758 0 0
FULTON FINL CORP PA COM 360271100 706 45,622 SH   SOLE   45,622 0 0
FUTUREFUEL CORPORATION COM 36116M106 264 19,724 SH   SOLE   19,724 0 0
GATX CORP COM 361448103 744 9,743 SH   SOLE   9,743 0 0
GEO GROUP INC NEW COM 36162J106 497 25,875 SH   DFND 1 25,875 0 0
GEO GROUP INC NEW COM 36162J106 2,238 116,557 SH   SOLE   116,557 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 696 19,500 SH   SOLE   19,500 0 0
G-III APPAREL GROUP LTD COM 36237H101 11,454 286,624 SH   SOLE   286,624 0 0
G-III APPAREL GROUP LTD COM 36237H101 6,424 160,772 SH   DFND 1 160,772 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,732 34,980 SH   DFND 1 34,980 0 0
GALLAGHER ARTHUR J & CO COM 363576109 17,910 229,317 SH   SOLE   229,317 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,063 27,560 SH   DFND 1 27,560 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,108 132,423 SH   SOLE   132,423 0 0
GAMESTOP CORP NEW CL A 36467W109 792 77,955 SH   SOLE   77,955 0 0
GANNETT CO INC COM 36473H104 912 86,490 SH   SOLE   86,490 0 0
GAP INC COM 364760108 250 9,539 SH   SOLE   9,539 0 0
GARRETT MOTION INC COM 366505105 834 56,598 SH   SOLE   56,598 0 0
GARTNER INC COM 366651107 607 4,004 SH   SOLE   4,004 0 0
GEE GROUP COM 36165A102 372 272,834 SH   SOLE   272,834 0 0
GENERAL DYNAMICS CORP COM 369550108 29,478 174,138 SH   SOLE   174,138 0 0
GENERAL DYNAMICS CORP COM 369550108 4,844 28,614 SH   DFND 1 28,614 0 0
GENERAL ELECTRIC CO COM 369604103 3,879 388,321 SH   SOLE   388,321 0 0
GENERAL MLS INC COM 370334104 1,750 33,826 SH   SOLE   33,826 0 0
GENERAL MTRS CO COM 37045V100 3,548 95,631 SH   SOLE   95,631 0 0
GENESCO INC COM 371532102 703 15,438 SH   SOLE   15,438 0 0
GENESEE & WYO INC CL A 371559105 1,268 14,546 SH   SOLE   14,546 0 0
GENTEX CORP COM 371901109 1,405 67,917 SH   SOLE   67,917 0 0
GENMARK DIAGNOSTICS INC COM 372309104 918 129,482 SH   DFND 1 129,482 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,393 337,467 SH   SOLE   337,467 0 0
GENUINE PARTS CO COM 372460105 3,663 32,699 SH   SOLE   32,699 0 0
GENWORTH FINL INC COM CL A 37247D106 496 129,466 SH   SOLE   129,466 0 0
GENTHERM INC COM 37253A103 982 26,651 SH   SOLE   26,651 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 134 10,360 SH   SOLE   10,360 0 0
GETTY RLTY CORP NEW COM 374297109 261 8,145 SH   DFND 1 8,145 0 0
GETTY RLTY CORP NEW COM 374297109 1,676 52,329 SH   SOLE   52,329 0 0
GIBRALTAR INDS INC COM 374689107 994 24,488 SH   SOLE   24,488 0 0
GILEAD SCIENCES INC COM 375558103 24,544 377,549 SH   DFND 1 377,549 0 0
GILEAD SCIENCES INC COM 375558103 60,863 936,209 SH   SOLE   936,209 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,587 64,552 SH   SOLE   64,552 0 0
GLADSTONE COML CORP COM 376536108 325 15,626 SH   DFND 1 15,626 0 0
GLADSTONE COML CORP COM 376536108 1,065 51,279 SH   SOLE   51,279 0 0
GLATFELTER COM 377316104 472 33,453 SH   SOLE   33,453 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,653 39,558 SH   SOLE   39,558 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,336 70,713 SH   SOLE   70,713 0 0
GLOBAL PMTS INC COM 37940X102 18,026 132,036 SH   SOLE   132,036 0 0
GLOBAL PMTS INC COM 37940X102 6,162 45,137 SH   DFND 1 45,137 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,582 45,943 SH   DFND 1 45,943 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,112 148,425 SH   SOLE   148,425 0 0
GLOBUS MED INC CL A 379577208 974 19,707 SH   SOLE   19,707 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,597 49,985 SH   DFND 1 49,985 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,827 92,856 SH   SOLE   92,856 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 2,202 2,240,000 SH   SOLE   2,240,000 0 0
GOLUB CAP BDC INC COM 38173M102 2,467 137,968 SH   SOLE   137,968 0 0
GOLUB CAP BDC INC COM 38173M102 3,700 206,955 SH   DFND 1 206,955 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,096 60,404 SH   SOLE   60,404 0 0
GORMAN RUPP CO COM 383082104 1,938 57,104 SH   SOLE   57,104 0 0
GORMAN RUPP CO COM 383082104 596 17,553 SH   DFND 1 17,553 0 0
GRACO INC COM 384109104 2,135 43,119 SH   SOLE   43,119 0 0
GRAHAM HLDGS CO COM 384637104 767 1,123 SH   SOLE   1,123 0 0
GRAINGER W W INC COM 384802104 609 2,023 SH   SOLE   2,023 0 0
GRAN TIERRA ENERGY INC COM 38500T101 1,181 520,084 SH   SOLE   520,084 0 0
GRAN TIERRA ENERGY INC COM 38500T101 366 161,072 SH   DFND 1 161,072 0 0
GRANITE CONSTR INC COM 387328107 7,318 169,597 SH   SOLE   169,597 0 0
GRANITE CONSTR INC COM 387328107 4,319 100,103 SH   DFND 1 100,103 0 0
GRANITE PT MTG TR INC COM 38741L107 768 41,367 SH   SOLE   41,367 0 0
GREAT SOUTHN BANCORP INC COM 390905107 8,033 154,780 SH   SOLE   154,780 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,413 46,491 SH   DFND 1 46,491 0 0
GREAT WESTN BANCORP INC COM 391416104 1,392 44,070 SH   SOLE   44,070 0 0
GREEN DOT CORP CL A 39304D102 745 12,287 SH   SOLE   12,287 0 0
GREEN PLAINS INC COM 393222104 496 29,729 SH   SOLE   29,729 0 0
GREENBRIER COS INC COM 393657101 797 24,731 SH   SOLE   24,731 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 10,551 11,050,000 SH   SOLE   11,050,000 0 0
GREENHILL & CO INC COM 395259104 286 13,317 SH   SOLE   13,317 0 0
GREIF INC CL A 397624107 277 6,716 SH   SOLE   6,716 0 0
GRIFFON CORP COM 398433102 477 25,831 SH   SOLE   25,831 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 902 13,936 SH   SOLE   13,936 0 0
GUESS INC COM 401617105 850 43,348 SH   SOLE   43,348 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 16,411 168,907 SH   DFND 1 168,907 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 32,083 330,206 SH   SOLE   330,206 0 0
GULF ISLAND FABRICATION INC COM 402307102 96 10,473 SH   SOLE   10,473 0 0
GULFPORT ENERGY CORP COM NEW 402635304 967 120,590 SH   SOLE   120,590 0 0
HCA HEALTHCARE INC COM 40412C101 1,554 11,920 SH   SOLE   11,920 0 0
HCP INC COM 40414L109 8,174 261,142 SH   SOLE   261,142 0 0
HCI GROUP INC COM 40416E103 236 5,533 SH   SOLE   5,533 0 0
HFF INC CL A 40418F108 1,427 29,876 SH   SOLE   29,876 0 0
HNI CORP COM 404251100 412 11,347 SH   SOLE   11,347 0 0
HMS HLDGS CORP COM 40425J101 1,899 64,120 SH   SOLE   64,120 0 0
HP INC COM 40434L105 1,359 69,948 SH   SOLE   69,948 0 0
HAEMONETICS CORP COM 405024100 1,171 13,381 SH   SOLE   13,381 0 0
HAIN CELESTIAL GROUP INC COM 405217100 45,806 1,981,216 SH   DFND 1 1,981,216 0 0
HAIN CELESTIAL GROUP INC COM 405217100 53,082 2,295,919 SH   SOLE   2,295,919 0 0
HALLIBURTON CO COM 406216101 19,841 677,168 SH   DFND 1 677,168 0 0
HALLIBURTON CO COM 406216101 31,878 1,087,993 SH   SOLE   1,087,993 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 26,971 1,675,243 SH   DFND 1 1,675,243 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 32,113 1,994,587 SH   SOLE   1,994,587 0 0
HAMILTON LANE INC CL A 407497106 11,680 268,015 SH   DFND 1 268,015 0 0
HAMILTON LANE INC CL A 407497106 19,569 449,047 SH   SOLE   449,047 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 17,226 426,395 SH   SOLE   426,395 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 12,102 299,556 SH   DFND 1 299,556 0 0
HANESBRANDS INC COM 410345102 288 16,131 SH   SOLE   16,131 0 0
HANMI FINL CORP COM NEW 410495204 517 24,290 SH   SOLE   24,290 0 0
HANOVER INS GROUP INC COM 410867105 1,198 10,491 SH   SOLE   10,491 0 0
HARLEY DAVIDSON INC COM 412822108 25,095 703,722 SH   SOLE   703,722 0 0
HARLEY DAVIDSON INC COM 412822108 13,984 392,156 SH   DFND 1 392,156 0 0
HARMONIC INC COM 413160102 359 66,177 SH   SOLE   66,177 0 0
HARRIS CORP DEL COM 413875105 841 5,265 SH   SOLE   5,265 0 0
HARSCO CORP COM 415864107 1,239 61,440 SH   SOLE   61,440 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 15,397 309,676 SH   DFND 1 309,676 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 47,048 946,263 SH   SOLE   946,263 0 0
HASBRO INC COM 418056107 439 5,169 SH   SOLE   5,169 0 0
HAVERTY FURNITURE INC COM 419596101 727 33,216 SH   SOLE   33,216 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,150 28,218 SH   SOLE   28,218 0 0
HAWAIIAN HOLDINGS INC COM 419879101 992 37,792 SH   SOLE   37,792 0 0
HAWKINS INC COM 420261109 270 7,333 SH   SOLE   7,333 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 313 9,549 SH   SOLE   9,549 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,184 66,196 SH   DFND 1 66,196 0 0
HEALTHCARE SVCS GRP INC COM 421906108 6,311 191,295 SH   SOLE   191,295 0 0
HEALTHCARE RLTY TR COM 421946104 5,011 156,067 SH   SOLE   156,067 0 0
HEALTHCARE RLTY TR COM 421946104 547 17,037 SH   DFND 1 17,037 0 0
HEALTHSTREAM INC COM 42222N103 548 19,520 SH   SOLE   19,520 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,646 232,471 SH   SOLE   232,471 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 808 28,265 SH   DFND 1 28,265 0 0
HEALTHEQUITY INC COM 42226A107 1,040 14,063 SH   SOLE   14,063 0 0
HEARTLAND EXPRESS INC COM 422347104 701 36,335 SH   SOLE   36,335 0 0
HEARTLAND FINL USA INC COM 42234Q102 430 10,076 SH   SOLE   10,076 0 0
HEICO CORP NEW COM 422806109 10,247 108,011 SH   SOLE   108,011 0 0
HEICO CORP NEW COM 422806109 3,902 41,129 SH   DFND 1 41,129 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 554 14,466 SH   SOLE   14,466 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 841 106,348 SH   SOLE   106,348 0 0
HELMERICH & PAYNE INC COM 423452101 271 4,885 SH   SOLE   4,885 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 290 20,563 SH   SOLE   20,563 0 0
HENRY JACK & ASSOC INC COM 426281101 478 3,446 SH   SOLE   3,446 0 0
HERITAGE COMMERCE CORP COM 426927109 14,873 1,229,177 SH   SOLE   1,229,177 0 0
HERITAGE COMMERCE CORP COM 426927109 10,558 872,523 SH   DFND 1 872,523 0 0
HERC HLDGS INC COM 42704L104 515 13,207 SH   SOLE   13,207 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 2,735 2,800,000 SH   SOLE   2,800,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 764 25,336 SH   SOLE   25,336 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 475 27,735 SH   SOLE   27,735 0 0
HERSHEY CO COM 427866108 5,029 43,794 SH   SOLE   43,794 0 0
HESKA CORP COM RESTRC NEW 42805E306 443 5,208 SH   SOLE   5,208 0 0
HESS CORP COM 42809H107 689 11,445 SH   SOLE   11,445 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 970 62,884 SH   SOLE   62,884 0 0
HIBBETT SPORTS INC COM 428567101 323 14,182 SH   SOLE   14,182 0 0
HIGHPOINT RES CORP COM 43114K108 186 84,109 SH   SOLE   84,109 0 0
HIGHWOODS PPTYS INC COM 431284108 1,331 28,453 SH   DFND 1 28,453 0 0
HIGHWOODS PPTYS INC COM 431284108 19,768 422,583 SH   SOLE   422,583 0 0
HILL ROM HLDGS INC COM 431475102 1,846 17,440 SH   SOLE   17,440 0 0
HILLENBRAND INC COM 431571108 2,299 55,349 SH   SOLE   55,349 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,982 47,914 SH   SOLE   47,914 0 0
HOLLYFRONTIER CORP COM 436106108 347 7,046 SH   SOLE   7,046 0 0
HOLOGIC INC COM 436440101 579 11,954 SH   SOLE   11,954 0 0
HOME BANCSHARES INC COM 436893200 725 41,243 SH   SOLE   41,243 0 0
HOME DEPOT INC COM 437076102 8,656 45,111 SH   DFND 1 45,111 0 0
HOME DEPOT INC COM 437076102 59,593 310,560 SH   SOLE   310,560 0 0
HOMESTREET INC COM 43785V102 543 20,617 SH   SOLE   20,617 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,032 120,316 SH   SOLE   120,316 0 0
HOMETRUST BANCSHARES INC COM 437872104 905 35,921 SH   DFND 1 35,921 0 0
HONEYWELL INTL INC COM 438516106 75,577 475,566 SH   DFND 1 475,566 0 0
HONEYWELL INTL INC COM 438516106 188,911 1,188,716 SH   SOLE   1,188,716 0 0
HOPE BANCORP INC COM 43940T109 1,223 93,479 SH   SOLE   93,479 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 6,381 181,216 SH   DFND 1 181,216 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 9,482 269,308 SH   SOLE   269,308 0 0
HORIZON BANCORP INC COM 440407104 2,326 144,587 SH   SOLE   144,587 0 0
HORIZON BANCORP INC COM 440407104 692 43,037 SH   DFND 1 43,037 0 0
HORMEL FOODS CORP COM 440452100 545 12,177 SH   SOLE   12,177 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,246 47,368 SH   DFND 1 47,368 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,816 221,042 SH   SOLE   221,042 0 0
HOST HOTELS & RESORTS INC COM 44107P104 34,965 1,849,994 SH   SOLE   1,849,994 0 0
HOST HOTELS & RESORTS INC COM 44107P104 25,651 1,357,202 SH   DFND 1 1,357,202 0 0
HOULIHAN LOKEY INC CL A 441593100 11,197 244,206 SH   SOLE   244,206 0 0
HOULIHAN LOKEY INC CL A 441593100 8,523 185,890 SH   DFND 1 185,890 0 0
HOWARD HUGHES CORP COM 44267D107 410 3,729 SH   SOLE   3,729 0 0
HUB GROUP INC CL A 443320106 249 6,106 SH   DFND 1 6,106 0 0
HUB GROUP INC CL A 443320106 1,835 44,913 SH   SOLE   44,913 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 3,266 77,507 SH   SOLE   77,507 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 1,602 38,010 SH   DFND 1 38,010 0 0
HUBBELL INC COM 443510607 20,748 175,864 SH   SOLE   175,864 0 0
HUBBELL INC COM 443510607 5,751 48,746 SH   DFND 1 48,746 0 0
HUDSON PAC PPTYS INC COM 444097109 5,950 172,857 SH   SOLE   172,857 0 0
HUDSON PAC PPTYS INC COM 444097109 383 11,138 SH   DFND 1 11,138 0 0
HUMANA INC COM 444859102 1,610 6,052 SH   SOLE   6,052 0 0
HUNT J B TRANS SVCS INC COM 445658107 7,078 69,881 SH   SOLE   69,881 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,414 23,829 SH   DFND 1 23,829 0 0
HUNTINGTON BANCSHARES INC COM 446150104 13,240 1,044,171 SH   DFND 1 1,044,171 0 0
HUNTINGTON BANCSHARES INC COM 446150104 21,610 1,704,268 SH   SOLE   1,704,268 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 66,423 320,576 SH   SOLE   320,576 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 59,724 288,245 SH   DFND 1 288,245 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 841 13,479 SH   SOLE   13,479 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 268 4,297 SH   DFND 1 4,297 0 0
IAC INTERACTIVECORP COM 44919P508 9,917 47,201 SH   SOLE   47,201 0 0
IAC INTERACTIVECORP COM 44919P508 3,572 17,003 SH   DFND 1 17,003 0 0
ICU MED INC COM 44930G107 1,030 4,302 SH   SOLE   4,302 0 0
IPG PHOTONICS CORP COM 44980X109 249 1,642 SH   SOLE   1,642 0 0
ISTAR INC COM 45031U101 1,044 124,020 SH   SOLE   124,020 0 0
ISTAR INC COM 45031U101 180 21,394 SH   DFND 1 21,394 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 12,492 13,615,000 SH   SOLE   13,615,000 0 0
ITT INC COM 45073V108 1,317 22,705 SH   SOLE   22,705 0 0
IBERIABANK CORP COM 450828108 17,521 244,336 SH   SOLE   244,336 0 0
IBERIABANK CORP COM 450828108 12,224 170,461 SH   DFND 1 170,461 0 0
IDACORP INC COM 451107106 1,300 13,058 SH   SOLE   13,058 0 0
IDEX CORP COM 45167R104 14,138 93,175 SH   SOLE   93,175 0 0
IDEX CORP COM 45167R104 3,381 22,280 SH   DFND 1 22,280 0 0
IDEXX LABS INC COM 45168D104 858 3,838 SH   SOLE   3,838 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,709 88,549 SH   SOLE   88,549 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,543 10,749 SH   DFND 1 10,749 0 0
ILLUMINA INC COM 452327109 21,030 67,687 SH   DFND 1 67,687 0 0
ILLUMINA INC COM 452327109 55,080 177,282 SH   SOLE   177,282 0 0
ILLUMINA INC NOTE 6/1 452327AF6 8,993 7,350,000 SH   SOLE   7,350,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,233 5,350,000 SH   SOLE   5,350,000 0 0
IMMUNOMEDICS INC COM 452907108 635 33,058 SH   DFND 1 33,058 0 0
IMMUNOMEDICS INC COM 452907108 1,666 86,745 SH   SOLE   86,745 0 0
INCYTE CORP COM 45337C102 682 7,927 SH   SOLE   7,927 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 734 67,994 SH   SOLE   67,994 0 0
INDEPENDENT BANK CORP MASS COM 453836108 2,127 26,261 SH   SOLE   26,261 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,801 130,286 SH   SOLE   130,286 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 850 39,525 SH   DFND 1 39,525 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 380 18,820 SH   SOLE   18,820 0 0
INGEVITY CORP COM 45688C107 1,136 10,753 SH   SOLE   10,753 0 0
INGREDION INC COM 457187102 1,632 17,237 SH   SOLE   17,237 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,492 27,106 SH   SOLE   27,106 0 0
INNOSPEC INC COM 45768S105 11,498 137,944 SH   SOLE   137,944 0 0
INNOSPEC INC COM 45768S105 3,048 36,563 SH   DFND 1 36,563 0 0
INSPIRE MED SYS INC COM 457730109 6,444 113,492 SH   SOLE   113,492 0 0
INSPIRE MED SYS INC COM 457730109 2,457 43,277 SH   DFND 1 43,277 0 0
INNOPHOS HOLDINGS INC COM 45774N108 665 22,057 SH   SOLE   22,057 0 0
INSTEEL INDUSTRIES INC COM 45774W108 292 13,950 SH   SOLE   13,950 0 0
INSPERITY INC COM 45778Q107 1,219 9,860 SH   SOLE   9,860 0 0
INOGEN INC COM 45780L104 4,980 52,222 SH   DFND 1 52,222 0 0
INOGEN INC COM 45780L104 13,881 145,547 SH   SOLE   145,547 0 0
INSTALLED BLDG PRODS INC COM 45780R101 810 16,707 SH   SOLE   16,707 0 0
INNOVIVA INC COM 45781M101 726 51,729 SH   SOLE   51,729 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,637 3,400,000 SH   SOLE   3,400,000 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 611 7,476 SH   SOLE   7,476 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,020 18,314 SH   SOLE   18,314 0 0
INTEL CORP COM 458140100 11,077 206,278 SH   SOLE   206,278 0 0
INTEGER HLDGS CORP COM 45826H109 1,717 22,760 SH   SOLE   22,760 0 0
INTER PARFUMS INC COM 458334109 1,327 17,490 SH   SOLE   17,490 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 8,340 160,746 SH   SOLE   160,746 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 2,691 51,871 SH   DFND 1 51,871 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 2,301 2,200,000 SH   SOLE   2,200,000 0 0
INTERFACE INC COM 458665304 9,115 594,953 SH   SOLE   594,953 0 0
INTERFACE INC COM 458665304 2,595 169,357 SH   DFND 1 169,357 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 37,571 493,446 SH   DFND 1 493,446 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 89,628 1,177,148 SH   SOLE   1,177,148 0 0
INTERDIGITAL INC COM 45867G101 579 8,769 SH   SOLE   8,769 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 541 14,216 SH   SOLE   14,216 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 34,667 245,691 SH   SOLE   245,691 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,374 38,089 SH   DFND 1 38,089 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 583 4,523 SH   SOLE   4,523 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 7,841 157,000 SH   SOLE   157,000 0 0
INTL PAPER CO COM 460146103 838 18,101 SH   SOLE   18,101 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,039 23,823 SH   DFND 1 23,823 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,623 83,041 SH   SOLE   83,041 0 0
INTERPUBLIC GROUP COS INC COM 460690100 361 17,189 SH   SOLE   17,189 0 0
INTERSECT ENT INC COM 46071F103 3,859 120,021 SH   SOLE   120,021 0 0
INTERSECT ENT INC COM 46071F103 1,471 45,745 SH   DFND 1 45,745 0 0
INTL FCSTONE INC COM 46116V105 470 12,130 SH   SOLE   12,130 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 154 12,668 SH   DFND 1 12,668 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 406 33,365 SH   SOLE   33,365 0 0
INTUIT COM 461202103 11,233 42,970 SH   SOLE   42,970 0 0
INVACARE CORP COM 461203101 212 25,330 SH   SOLE   25,330 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 37,064 64,959 SH   DFND 1 64,959 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 84,679 148,408 SH   SOLE   148,408 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,518 96,082 SH   SOLE   96,082 0 0
INVESCO SR INCOME TR COM 46131H107 91 21,655 SH   DFND 1 21,655 0 0
INVESCO SR INCOME TR COM 46131H107 91 21,655 SH   SOLE   21,655 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 8,275 365,500 SH   DFND 1 365,500 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 9,970 440,375 SH   SOLE   440,375 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,177 47,900 SH   SOLE   47,900 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,571 63,900 SH   DFND 1 63,900 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 750 12,516 SH   SOLE   12,516 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 223 3,717 SH   DFND 1 3,717 0 0
INVITATION HOMES INC COM 46187W107 6,356 261,258 SH   SOLE   261,258 0 0
IQVIA HLDGS INC COM 46266C105 1,028 7,143 SH   SOLE   7,143 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,957 74,025 SH   SOLE   74,025 0 0
IROBOT CORP COM 462726100 2,488 21,144 SH   SOLE   21,144 0 0
IRON MTN INC NEW COM 46284V101 1,220 34,399 SH   SOLE   34,399 0 0
ISHARES TR IBOXX INV CP ETF 464287242 15,740 132,200 SH   SOLE   132,200 0 0
ISHARES TR IBOXX INV CP ETF 464287242 7,524 63,195 SH   DFND 1 63,195 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,182 76,583 SH   SOLE   76,583 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 6,965 58,089 SH   DFND 1 58,089 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 17,823 90,629 SH   SOLE   90,629 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 6,560 33,356 SH   DFND 1 33,356 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,968 78,176 SH   DFND 1 78,176 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,778 103,064 SH   SOLE   103,064 0 0
ISHARES TR U.S. REAL ES ETF 464287739 9,947 114,280 SH   DFND 1 114,280 0 0
ISHARES TR U.S. REAL ES ETF 464287739 13,129 150,836 SH   SOLE   150,836 0 0
ISHARES TR CORE S&P SCP ETF 464287804 7,708 99,913 SH   SOLE   99,913 0 0
ISHARES TR JPMORGAN USD EMG 464288281 1,161 10,550 SH   SOLE   10,550 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,394 16,122 SH   DFND 1 16,122 0 0
ISHARES TR IBOXX HI YD ETF 464288513 880 10,178 SH   SOLE   10,178 0 0
ISHARES TR SH TR CRPORT ETF 464288646 3,486 66,000 SH   DFND 1 66,000 0 0
ISHARES TR SH TR CRPORT ETF 464288646 20,494 388,000 SH   SOLE   388,000 0 0
ITRON INC COM 465741106 1,195 25,609 SH   SOLE   25,609 0 0
JBG SMITH PPTYS COM 46590V100 522 12,615 SH   DFND 1 12,615 0 0
JBG SMITH PPTYS COM 46590V100 4,693 113,501 SH   SOLE   113,501 0 0
J & J SNACK FOODS CORP COM 466032109 1,824 11,483 SH   SOLE   11,483 0 0
JPMORGAN CHASE & CO COM 46625H100 25,043 247,386 SH   DFND 1 247,386 0 0
JPMORGAN CHASE & CO COM 46625H100 59,788 590,613 SH   SOLE   590,613 0 0
JABIL INC COM 466313103 990 37,242 SH   SOLE   37,242 0 0
JACK IN THE BOX INC COM 466367109 541 6,672 SH   SOLE   6,672 0 0
JACOBS ENGR GROUP INC COM 469814107 396 5,268 SH   SOLE   5,268 0 0
JEFFERIES FINL GROUP INC COM 47233W109 249 13,252 SH   SOLE   13,252 0 0
JETBLUE AWYS CORP COM 477143101 1,292 78,987 SH   SOLE   78,987 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,220 24,164 SH   SOLE   24,164 0 0
JOHNSON & JOHNSON COM 478160104 58,640 419,488 SH   DFND 1 419,488 0 0
JOHNSON & JOHNSON COM 478160104 157,610 1,127,478 SH   SOLE   1,127,478 0 0
JONES LANG LASALLE INC COM 48020Q107 6,154 39,916 SH   SOLE   39,916 0 0
JONES LANG LASALLE INC COM 48020Q107 1,393 9,032 SH   DFND 1 9,032 0 0
J2 GLOBAL INC COM 48123V102 1,050 12,121 SH   SOLE   12,121 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 663 497,000 SH   DFND 1 497,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,779 8,833,000 SH   SOLE   8,833,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,617 61,072 SH   SOLE   61,072 0 0
KAR AUCTION SVCS INC COM 48238T109 8,721 169,964 SH   SOLE   169,964 0 0
KAR AUCTION SVCS INC COM 48238T109 2,640 51,445 SH   DFND 1 51,445 0 0
KBR INC COM 48242W106 697 36,520 SH   SOLE   36,520 0 0
KLA-TENCOR CORP COM 482480100 34,736 290,900 SH   DFND 1 290,900 0 0
KLA-TENCOR CORP COM 482480100 38,475 322,213 SH   SOLE   322,213 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 589 29,442 SH   SOLE   29,442 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 429 17,072 SH   SOLE   17,072 0 0
KADANT INC COM 48282T104 6,090 69,232 SH   SOLE   69,232 0 0
KADANT INC COM 48282T104 1,829 20,788 SH   DFND 1 20,788 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 9,579 91,460 SH   SOLE   91,460 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,463 23,515 SH   DFND 1 23,515 0 0
KAMAN CORP COM 483548103 1,247 21,343 SH   SOLE   21,343 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 8,249 7,500,000 SH   SOLE   7,500,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 523 4,508 SH   SOLE   4,508 0 0
KB HOME COM 48666K109 540 22,335 SH   SOLE   22,335 0 0
KELLOGG CO COM 487836108 643 11,209 SH   SOLE   11,209 0 0
KELLY SVCS INC CL A 488152208 526 23,824 SH   SOLE   23,824 0 0
KEMET CORP COM NEW 488360207 745 43,925 SH   SOLE   43,925 0 0
KEMPER CORP DEL COM 488401100 19,006 249,625 SH   SOLE   249,625 0 0
KEMPER CORP DEL COM 488401100 13,554 178,015 SH   DFND 1 178,015 0 0
KENNAMETAL INC COM 489170100 781 21,249 SH   SOLE   21,249 0 0
KEYCORP NEW COM 493267108 45,151 2,866,703 SH   DFND 1 2,866,703 0 0
KEYCORP NEW COM 493267108 53,197 3,377,563 SH   SOLE   3,377,563 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 38,854 445,568 SH   SOLE   445,568 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 11,633 133,408 SH   DFND 1 133,408 0 0
KEYW HLDG CORP COM 493723100 9,299 1,078,813 SH   DFND 1 1,078,813 0 0
KEYW HLDG CORP COM 493723100 12,384 1,436,642 SH   SOLE   1,436,642 0 0
KFORCE INC COM 493732101 4,999 142,341 SH   SOLE   142,341 0 0
KFORCE INC COM 493732101 1,482 42,196 SH   DFND 1 42,196 0 0
KILROY RLTY CORP COM 49427F108 11,656 153,443 SH   SOLE   153,443 0 0
KILROY RLTY CORP COM 49427F108 1,346 17,715 SH   DFND 1 17,715 0 0
KIMBERLY CLARK CORP COM 494368103 27,335 220,625 SH   SOLE   220,625 0 0
KIMBERLY CLARK CORP COM 494368103 14,536 117,317 SH   DFND 1 117,317 0 0
KIMCO RLTY CORP COM 49446R109 2,022 109,307 SH   SOLE   109,307 0 0
KINDER MORGAN INC DEL COM 49456B101 1,737 86,824 SH   SOLE   86,824 0 0
KIRBY CORP COM 497266106 1,049 13,969 SH   SOLE   13,969 0 0
KIRKLANDS INC COM 497498105 80 11,339 SH   SOLE   11,339 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,040 127,578 SH   SOLE   127,578 0 0
KITE RLTY GROUP TR COM NEW 49803T300 220 13,780 SH   DFND 1 13,780 0 0
KNOLL INC COM NEW 498904200 1,558 82,402 SH   DFND 1 82,402 0 0
KNOLL INC COM NEW 498904200 5,067 267,969 SH   SOLE   267,969 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,065 32,577 SH   SOLE   32,577 0 0
KNOWLES CORP COM 49926D109 1,215 68,933 SH   SOLE   68,933 0 0
KOHLS CORP COM 500255104 507 7,372 SH   SOLE   7,372 0 0
KOPIN CORP COM 500600101 62 46,280 SH   SOLE   46,280 0 0
KOPPERS HOLDINGS INC COM 50060P106 406 15,646 SH   SOLE   15,646 0 0
KORN FERRY COM NEW 500643200 6,247 139,506 SH   SOLE   139,506 0 0
KORN FERRY COM NEW 500643200 1,324 29,569 SH   DFND 1 29,569 0 0
KRAFT HEINZ CO COM 500754106 907 27,769 SH   SOLE   27,769 0 0
KRATON CORPORATION COM 50077C106 215 6,696 SH   DFND 1 6,696 0 0
KRATON CORPORATION COM 50077C106 1,450 45,046 SH   SOLE   45,046 0 0
KROGER CO COM 501044101 876 35,616 SH   SOLE   35,616 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,054 92,883 SH   SOLE   92,883 0 0
KULICKE & SOFFA INDS INC COM 501242101 591 26,708 SH   DFND 1 26,708 0 0
L BRANDS INC COM 501797104 293 10,606 SH   SOLE   10,606 0 0
LHC GROUP INC COM 50187A107 22,115 199,487 SH   DFND 1 199,487 0 0
LHC GROUP INC COM 50187A107 37,480 338,084 SH   SOLE   338,084 0 0
LGI HOMES INC COM 50187T106 859 14,259 SH   SOLE   14,259 0 0
LKQ CORP COM 501889208 399 14,052 SH   SOLE   14,052 0 0
LCI INDS COM 50189K103 1,481 19,281 SH   SOLE   19,281 0 0
LSB INDS INC COM 502160104 97 15,491 SH   SOLE   15,491 0 0
LTC PPTYS INC COM 502175102 1,637 35,732 SH   SOLE   35,732 0 0
LSC COMMUNICATIONS INC COM 50218P107 166 25,461 SH   SOLE   25,461 0 0
L3 TECHNOLOGIES INC COM 502413107 732 3,548 SH   SOLE   3,548 0 0
LA Z BOY INC COM 505336107 1,181 35,790 SH   SOLE   35,790 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 684 4,472 SH   SOLE   4,472 0 0
LAKELAND BANCORP INC COM 511637100 298 19,943 SH   DFND 1 19,943 0 0
LAKELAND BANCORP INC COM 511637100 1,004 67,259 SH   SOLE   67,259 0 0
LAM RESEARCH CORP COM 512807108 10,759 60,102 SH   SOLE   60,102 0 0
LAM RESEARCH CORP COM 512807108 3,733 20,856 SH   DFND 1 20,856 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,119 64,586 SH   SOLE   64,586 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,034 13,045 SH   DFND 1 13,045 0 0
LAMB WESTON HLDGS INC COM 513272104 490 6,540 SH   SOLE   6,540 0 0
LANCASTER COLONY CORP COM 513847103 792 5,055 SH   SOLE   5,055 0 0
LANDSTAR SYS INC COM 515098101 1,165 10,650 SH   SOLE   10,650 0 0
LANNET INC COM 516012101 204 25,898 SH   SOLE   25,898 0 0
LANTHEUS HLDGS INC COM 516544103 719 29,376 SH   SOLE   29,376 0 0
LAREDO PETROLEUM INC COM 516806106 359 116,054 SH   SOLE   116,054 0 0
LAS VEGAS SANDS CORP COM 517834107 28,630 469,653 SH   DFND 1 469,653 0 0
LAS VEGAS SANDS CORP COM 517834107 64,939 1,065,267 SH   SOLE   1,065,267 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 16,105 1,349,972 SH   SOLE   1,349,972 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 9,214 772,341 SH   DFND 1 772,341 0 0
LAUDER ESTEE COS INC CL A 518439104 1,621 9,790 SH   SOLE   9,790 0 0
LEGGETT & PLATT INC COM 524660107 247 5,854 SH   SOLE   5,854 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,290 34,495 SH   SOLE   34,495 0 0
LEGG MASON INC COM 524901105 606 22,148 SH   SOLE   22,148 0 0
LEIDOS HLDGS INC COM 525327102 2,423 37,799 SH   SOLE   37,799 0 0
LEMAITRE VASCULAR INC COM 525558201 375 12,085 SH   SOLE   12,085 0 0
LENDINGTREE INC NEW COM 52603B107 679 1,930 SH   SOLE   1,930 0 0
LENNAR CORP CL A 526057104 635 12,936 SH   SOLE   12,936 0 0
LENNOX INTL INC COM 526107107 2,485 9,397 SH   SOLE   9,397 0 0
LEXINGTON REALTY TRUST COM 529043101 1,824 201,358 SH   SOLE   201,358 0 0
LEXINGTON REALTY TRUST COM 529043101 109 12,025 SH   DFND 1 12,025 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 249 173,024 SH   DFND 1 173,024 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 19,750 13,716,488 SH   SOLE   13,716,488 0 0
LIBERTY PPTY TR SH BEN INT 531172104 500 10,333 SH   DFND 1 10,333 0 0
LIBERTY PPTY TR SH BEN INT 531172104 7,715 159,338 SH   SOLE   159,338 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,987 104,257 SH   SOLE   104,257 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,292 33,797 SH   DFND 1 33,797 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,152 1,911,000 SH   DFND 1 1,911,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3,665 3,254,000 SH   SOLE   3,254,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 24,352 193,718 SH   DFND 1 193,718 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 29,291 233,003 SH   SOLE   233,003 0 0
LIFE STORAGE INC COM 53223X107 372 3,823 SH   DFND 1 3,823 0 0
LIFE STORAGE INC COM 53223X107 3,683 37,866 SH   SOLE   37,866 0 0
LILLY ELI & CO COM 532457108 15,851 122,156 SH   SOLE   122,156 0 0
LINCOLN ELEC HLDGS INC COM 533900106 27,800 331,463 SH   SOLE   331,463 0 0
LINCOLN ELEC HLDGS INC COM 533900106 7,890 94,077 SH   DFND 1 94,077 0 0
LINCOLN NATL CORP IND COM 534187109 561 9,559 SH   SOLE   9,559 0 0
LINDSAY CORP COM 535555106 794 8,207 SH   SOLE   8,207 0 0
LIQUIDITY SERVICES INC COM 53635B107 155 20,146 SH   SOLE   20,146 0 0
LITHIA MTRS INC CL A 536797103 1,597 17,218 SH   SOLE   17,218 0 0
LITTELFUSE INC COM 537008104 1,189 6,518 SH   SOLE   6,518 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,278 35,846 SH   SOLE   35,846 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 18,288 15,860,000 SH   SOLE   15,860,000 0 0
LIVEPERSON INC COM 538146101 1,295 44,613 SH   SOLE   44,613 0 0
LIVENT CORP COM 53814L108 1,370 111,597 SH   SOLE   111,597 0 0
LIVERAMP HLDGS INC COM 53815P108 962 17,628 SH   SOLE   17,628 0 0
LOCKHEED MARTIN CORP COM 539830109 5,492 18,297 SH   DFND 1 18,297 0 0
LOCKHEED MARTIN CORP COM 539830109 38,399 127,927 SH   SOLE   127,927 0 0
LOEWS CORP COM 540424108 2,073 43,249 SH   DFND 1 43,249 0 0
LOEWS CORP COM 540424108 7,102 148,181 SH   SOLE   148,181 0 0
LOGMEIN INC COM 54142L109 1,062 13,258 SH   SOLE   13,258 0 0
LOUISIANA PAC CORP COM 546347105 892 36,584 SH   SOLE   36,584 0 0
LOWES COS INC COM 548661107 65,261 596,152 SH   DFND 1 596,152 0 0
LOWES COS INC COM 548661107 120,354 1,099,423 SH   SOLE   1,099,423 0 0
LULULEMON ATHLETICA INC COM 550021109 32,409 197,775 SH   DFND 1 197,775 0 0
LULULEMON ATHLETICA INC COM 550021109 35,101 214,200 SH   SOLE   214,200 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 221 21,885 SH   SOLE   21,885 0 0
LUMENTUM HLDGS INC COM 55024U109 1,079 19,079 SH   SOLE   19,079 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 9,771 8,300,000 SH   SOLE   8,300,000 0 0
LUMINEX CORP DEL COM 55027E102 728 31,650 SH   SOLE   31,650 0 0
LYDALL INC DEL COM 550819106 312 13,278 SH   SOLE   13,278 0 0
LYFT INC CL A COM 55087P104 619 7,910 SH   DFND 1 7,910 0 0
LYFT INC CL A COM 55087P104 1,142 14,590 SH   SOLE   14,590 0 0
LYON WILLIAM HOMES CL A NEW 552074700 387 25,170 SH   SOLE   25,170 0 0
M & T BK CORP COM 55261F104 5,948 37,880 SH   SOLE   37,880 0 0
M & T BK CORP COM 55261F104 1,604 10,215 SH   DFND 1 10,215 0 0
M D C HLDGS INC COM 552676108 1,087 37,391 SH   SOLE   37,391 0 0
MDU RES GROUP INC COM 552690109 5,402 209,155 SH   SOLE   209,155 0 0
MDU RES GROUP INC COM 552690109 907 35,112 SH   DFND 1 35,112 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 480 126,350 SH   DFND 1 126,350 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 261 68,618 SH   SOLE   68,618 0 0
MGIC INVT CORP WIS COM 552848103 673 51,000 SH   SOLE   51,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 584 22,773 SH   SOLE   22,773 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 3,069 95,153 SH   SOLE   95,153 0 0
MGP INGREDIENTS INC NEW COM 55303J106 744 9,650 SH   SOLE   9,650 0 0
M/I HOMES INC COM 55305B101 568 21,320 SH   SOLE   21,320 0 0
MKS INSTRUMENT INC COM 55306N104 1,862 20,011 SH   SOLE   20,011 0 0
MRC GLOBAL INC COM 55345K103 20,006 1,144,534 SH   DFND 1 1,144,534 0 0
MRC GLOBAL INC COM 55345K103 29,407 1,682,295 SH   SOLE   1,682,295 0 0
MSA SAFETY INC COM 553498106 938 9,071 SH   SOLE   9,071 0 0
MSC INDL DIRECT INC CL A 553530106 974 11,773 SH   SOLE   11,773 0 0
MSCI INC COM 55354G100 3,863 19,429 SH   DFND 1 19,429 0 0
MSCI INC COM 55354G100 12,384 62,279 SH   SOLE   62,279 0 0
MTS SYS CORP COM 553777103 744 13,665 SH   SOLE   13,665 0 0
MYR GROUP INC DEL COM 55405W104 437 12,633 SH   SOLE   12,633 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5,440 325,571 SH   SOLE   325,571 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,839 229,745 SH   DFND 1 229,745 0 0
MACERICH CO COM 554382101 2,502 57,707 SH   SOLE   57,707 0 0
MACK CALI RLTY CORP COM 554489104 1,834 82,599 SH   SOLE   82,599 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 6,610 7,500,000 SH   SOLE   7,500,000 0 0
MACYS INC COM 55616P104 330 13,726 SH   SOLE   13,726 0 0
MADDEN STEVEN LTD COM 556269108 2,059 60,841 SH   SOLE   60,841 0 0
MAGELLAN HEALTH INC COM NEW 559079207 6,941 105,293 SH   SOLE   105,293 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,749 26,529 SH   DFND 1 26,529 0 0
MAGNA INTL INC COM 559222401 13,744 282,280 SH   DFND 1 282,280 0 0
MAGNA INTL INC COM 559222401 4,974 102,166 SH   SOLE   102,166 0 0
MANHATTAN ASSOCS INC COM 562750109 933 16,929 SH   SOLE   16,929 0 0
MANPOWERGROUP INC COM 56418H100 1,325 16,025 SH   SOLE   16,025 0 0
MANTECH INTL CORP CL A 564563104 2,907 53,812 SH   SOLE   53,812 0 0
MANTECH INTL CORP CL A 564563104 537 9,937 SH   DFND 1 9,937 0 0
MARATHON OIL CORP COM 565849106 46,609 2,789,272 SH   SOLE   2,789,272 0 0
MARATHON OIL CORP COM 565849106 24,275 1,452,702 SH   DFND 1 1,452,702 0 0
MARATHON PETE CORP COM 56585A102 44,609 745,350 SH   SOLE   745,350 0 0
MARATHON PETE CORP COM 56585A102 22,929 383,113 SH   DFND 1 383,113 0 0
MARCUS & MILLICHAP INC COM 566324109 662 16,251 SH   SOLE   16,251 0 0
MARCUS CORP COM 566330106 659 16,461 SH   SOLE   16,461 0 0
MARINEMAX INC COM 567908108 335 17,459 SH   SOLE   17,459 0 0
MARKEL CORP COM 570535104 42,810 42,972 SH   DFND 1 42,972 0 0
MARKEL CORP COM 570535104 56,570 56,783 SH   SOLE   56,783 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,956 12,014 SH   DFND 1 12,014 0 0
MARKETAXESS HLDGS INC COM 57060D108 10,157 41,276 SH   SOLE   41,276 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,138 12,172 SH   DFND 1 12,172 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 4,504 48,169 SH   SOLE   48,169 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,988 4,200,000 SH   SOLE   4,200,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 15,637 166,529 SH   SOLE   166,529 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,574 12,586 SH   SOLE   12,586 0 0
MARTEN TRANS LTD COM 573075108 526 29,521 SH   SOLE   29,521 0 0
MARTIN MARIETTA MATLS INC COM 573284106 11,515 57,236 SH   SOLE   57,236 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,945 19,610 SH   DFND 1 19,610 0 0
MASCO CORP COM 574599106 534 13,574 SH   SOLE   13,574 0 0
MASIMO CORP COM 574795100 1,747 12,633 SH   SOLE   12,633 0 0
MASONITE INTL CORP NEW COM 575385109 14,521 291,058 SH   SOLE   291,058 0 0
MASONITE INTL CORP NEW COM 575385109 4,416 88,505 SH   DFND 1 88,505 0 0
MASTEC INC COM 576323109 794 16,514 SH   SOLE   16,514 0 0
MASTERCARD INC CL A 57636Q104 186,294 791,225 SH   SOLE   791,225 0 0
MASTERCARD INC CL A 57636Q104 67,484 286,615 SH   DFND 1 286,615 0 0
MATADOR RES CO COM 576485205 519 26,832 SH   SOLE   26,832 0 0
MATERION CORP COM 576690101 881 15,447 SH   SOLE   15,447 0 0
MATRIX SVC CO COM 576853105 630 32,197 SH   SOLE   32,197 0 0
MATSON INC COM 57686G105 1,177 32,615 SH   SOLE   32,615 0 0
MATTEL INC COM 577081102 200 15,418 SH   SOLE   15,418 0 0
MATTHEWS INTL CORP CL A 577128101 904 24,475 SH   SOLE   24,475 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 649 12,204 SH   SOLE   12,204 0 0
MAXLINEAR INC COM 57776J100 1,225 47,989 SH   SOLE   47,989 0 0
MAXIMUS INC COM 577933104 1,180 16,618 SH   SOLE   16,618 0 0
MCCORMICK & CO INC COM NON VTG 579780206 825 5,475 SH   SOLE   5,475 0 0
MCDERMOTT INTL INC COM 580037703 1,032 138,764 SH   SOLE   138,764 0 0
MCDERMOTT INTL INC COM 580037703 222 29,800 SH   DFND 1 29,800 0 0
MCDONALDS CORP COM 580135101 86,495 455,479 SH   SOLE   455,479 0 0
MCDONALDS CORP COM 580135101 27,456 144,581 SH   DFND 1 144,581 0 0
MCKESSON CORP COM 58155Q103 5,990 51,167 SH   SOLE   51,167 0 0
MCKESSON CORP COM 58155Q103 1,607 13,726 SH   DFND 1 13,726 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 624 33,715 SH   DFND 1 33,715 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,851 262,051 SH   SOLE   262,051 0 0
MEDICINES CO COM 584688105 1,405 50,267 SH   SOLE   50,267 0 0
MEDIFAST INC COM 58470H101 1,166 9,141 SH   SOLE   9,141 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,161 15,847 SH   SOLE   15,847 0 0
MEDNAX INC COM 58502B106 630 23,180 SH   SOLE   23,180 0 0
MEDPACE HLDGS INC COM 58506Q109 1,172 19,868 SH   SOLE   19,868 0 0
MERCANTILE BANK CORP COM 587376104 673 20,571 SH   SOLE   20,571 0 0
MERCANTILE BANK CORP COM 587376104 214 6,544 SH   DFND 1 6,544 0 0
MERCER INTL INC COM 588056101 2,404 177,920 SH   SOLE   177,920 0 0
MERCER INTL INC COM 588056101 580 42,938 SH   DFND 1 42,938 0 0
MERCK & CO INC COM 58933Y105 132,068 1,587,934 SH   SOLE   1,587,934 0 0
MERCK & CO INC COM 58933Y105 74,354 894,002 SH   DFND 1 894,002 0 0
MERCURY SYS INC COM 589378108 2,645 41,275 SH   DFND 1 41,275 0 0
MERCURY SYS INC COM 589378108 9,313 145,327 SH   SOLE   145,327 0 0
MERCURY GENL CORP NEW COM 589400100 352 7,026 SH   SOLE   7,026 0 0
MEREDITH CORP COM 589433101 571 10,338 SH   SOLE   10,338 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 570 32,366 SH   SOLE   32,366 0 0
MERIDIAN BANCORP INC MD COM 58958U103 6,889 439,087 SH   SOLE   439,087 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,007 127,918 SH   DFND 1 127,918 0 0
MERIT MED SYS INC COM 589889104 9,552 154,480 SH   SOLE   154,480 0 0
MERIT MED SYS INC COM 589889104 2,651 42,870 SH   DFND 1 42,870 0 0
MERITAGE HOMES CORP COM 59001A102 1,283 28,701 SH   SOLE   28,701 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 413 429,000 SH   DFND 1 429,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 14,148 14,702,000 SH   SOLE   14,702,000 0 0
META FINL GROUP INC COM 59100U108 415 21,083 SH   SOLE   21,083 0 0
METHANEX CORP COM 59151K108 5,284 92,929 SH   SOLE   92,929 0 0
METHANEX CORP COM 59151K108 14,603 256,826 SH   DFND 1 256,826 0 0
METHODE ELECTRS INC COM 591520200 625 21,729 SH   DFND 1 21,729 0 0
METHODE ELECTRS INC COM 591520200 2,742 95,287 SH   SOLE   95,287 0 0
METLIFE INC COM 59156R108 32,313 759,049 SH   SOLE   759,049 0 0
METLIFE INC COM 59156R108 20,305 476,986 SH   DFND 1 476,986 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 804 1,112 SH   SOLE   1,112 0 0
MICHAELS COS INC COM 59408Q106 266 23,283 SH   SOLE   23,283 0 0
MICROSOFT CORP COM 594918104 411,787 3,491,496 SH   SOLE   3,491,496 0 0
MICROSOFT CORP COM 594918104 176,182 1,493,831 SH   DFND 1 1,493,831 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,115 14,660 SH   DFND 1 14,660 0 0
MICROSTRATEGY INC CL A NEW 594972408 7,753 53,744 SH   SOLE   53,744 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 878 10,580 SH   SOLE   10,580 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 10,318 6,350,000 SH   SOLE   6,350,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 412 375,000 SH   DFND 1 375,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 12,543 11,426,000 SH   SOLE   11,426,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 1,102 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 29,402 711,402 SH   SOLE   711,402 0 0
MICRON TECHNOLOGY INC COM 595112103 2,879 69,652 SH   DFND 1 69,652 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,695 52,087 SH   SOLE   52,087 0 0
MIDDLESEX WATER CO COM 596680108 1,523 27,200 SH   SOLE   27,200 0 0
MIDDLESEX WATER CO COM 596680108 449 8,020 SH   DFND 1 8,020 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 5,830 213,937 SH   SOLE   213,937 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,697 62,277 SH   DFND 1 62,277 0 0
MILACRON HLDGS CORP COM 59870L106 1,263 111,553 SH   DFND 1 111,553 0 0
MILACRON HLDGS CORP COM 59870L106 4,177 369,019 SH   SOLE   369,019 0 0
MILLER HERMAN INC COM 600544100 541 15,373 SH   SOLE   15,373 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,765 30,016 SH   DFND 1 30,016 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,467 110,000 SH   SOLE   110,000 0 0
MOBILE MINI INC COM 60740F105 1,157 34,103 SH   SOLE   34,103 0 0
MODINE MFG CO COM 607828100 742 53,494 SH   DFND 1 53,494 0 0
MODINE MFG CO COM 607828100 2,497 180,005 SH   SOLE   180,005 0 0
MOHAWK INDS INC COM 608190104 350 2,772 SH   SOLE   2,772 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,295 16,165 SH   SOLE   16,165 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,798 46,902 SH   SOLE   46,902 0 0
MOLSON COORS BREWING CO CL B 60871R209 414 6,937 SH   DFND 1 6,937 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,066 73,352 SH   SOLE   73,352 0 0
MONARCH CASINO & RESORT INC COM 609027107 396 9,006 SH   SOLE   9,006 0 0
MONDELEZ INTL INC CL A 609207105 23,735 475,456 SH   SOLE   475,456 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 47 23,198 SH   DFND 1 23,198 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 160 78,317 SH   SOLE   78,317 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 898 68,132 SH   SOLE   68,132 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 267 20,230 SH   DFND 1 20,230 0 0
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MONOTYPE IMAGING HOLDINGS IN COM 61022P100 939 47,214 SH   DFND 1 47,214 0 0
MONRO INC COM 610236101 2,181 25,210 SH   SOLE   25,210 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 88,599 1,623,289 SH   SOLE   1,623,289 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 36,047 660,452 SH   DFND 1 660,452 0 0
MOODYS CORP COM 615369105 1,344 7,420 SH   SOLE   7,420 0 0
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MOOG INC CL A 615394202 7,602 87,435 SH   SOLE   87,435 0 0
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MOSAIC CO NEW COM 61945C103 432 15,831 SH   SOLE   15,831 0 0
MOTORCAR PTS AMER INC COM 620071100 273 14,450 SH   SOLE   14,450 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,659 11,817 SH   SOLE   11,817 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 741 5,280 SH   DFND 1 5,280 0 0
MOVADO GROUP INC COM 624580106 459 12,609 SH   SOLE   12,609 0 0
MUELLER INDS INC COM 624756102 6,876 219,400 SH   SOLE   219,400 0 0
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MUELLER WTR PRODS INC COM SER A 624758108 665 66,252 SH   SOLE   66,252 0 0
MULTI COLOR CORP COM 625383104 532 10,664 SH   SOLE   10,664 0 0
MURPHY OIL CORP COM 626717102 1,235 42,156 SH   SOLE   42,156 0 0
MURPHY USA INC COM 626755102 665 7,772 SH   SOLE   7,772 0 0
MYERS INDS INC COM 628464109 3,079 179,970 SH   SOLE   179,970 0 0
MYERS INDS INC COM 628464109 773 45,174 SH   DFND 1 45,174 0 0
MYRIAD GENETICS INC COM 62855J104 1,896 57,110 SH   SOLE   57,110 0 0
NBT BANCORP INC COM 628778102 1,200 33,338 SH   SOLE   33,338 0 0
NCI BUILDING SYS INC COM NEW 628852204 551 89,468 SH   DFND 1 89,468 0 0
NCI BUILDING SYS INC COM NEW 628852204 1,809 293,655 SH   SOLE   293,655 0 0
NCR CORP NEW COM 62886E108 836 30,641 SH   SOLE   30,641 0 0
NIC INC COM 62914B100 869 50,872 SH   SOLE   50,872 0 0
NMI HLDGS INC CL A 629209305 1,311 50,658 SH   SOLE   50,658 0 0
NRG ENERGY INC COM NEW 629377508 555 13,075 SH   SOLE   13,075 0 0
NVR INC COM 62944T105 2,418 874 SH   SOLE   874 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 206 290,000 SH   DFND 1 290,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 16,823 23,650,000 SH   SOLE   23,650,000 0 0
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NASDAQ INC COM 631103108 452 5,170 SH   SOLE   5,170 0 0
NATERA INC COM 632307104 1,912 92,710 SH   DFND 1 92,710 0 0
NATERA INC COM 632307104 5,013 243,133 SH   SOLE   243,133 0 0
NATIONAL BK HLDGS CORP CL A 633707104 4,031 121,191 SH   SOLE   121,191 0 0
NATIONAL BK HLDGS CORP CL A 633707104 2,568 77,205 SH   DFND 1 77,205 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,572 60,258 SH   SOLE   60,258 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,364 17,974 SH   DFND 1 17,974 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,358 22,281 SH   SOLE   22,281 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,199 15,263 SH   SOLE   15,263 0 0
NATIONAL HEALTH INVS INC COM 63633D104 238 3,033 SH   DFND 1 3,033 0 0
NATIONAL INSTRS CORP COM 636518102 14,872 335,249 SH   DFND 1 335,249 0 0
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NATIONAL OILWELL VARCO INC COM 637071101 456 17,116 SH   SOLE   17,116 0 0
NATIONAL PRESTO INDS INC COM 637215104 417 3,843 SH   SOLE   3,843 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,638 83,741 SH   SOLE   83,741 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 415 14,561 SH   DFND 1 14,561 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,262 114,432 SH   SOLE   114,432 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 495 1,886 SH   SOLE   1,886 0 0
NAVIGATORS GROUP INC COM 638904102 1,241 17,760 SH   SOLE   17,760 0 0
NATUS MEDICAL INC DEL COM 639050103 656 25,831 SH   SOLE   25,831 0 0
NAUTILUS INC COM 63910B102 126 22,740 SH   SOLE   22,740 0 0
NAVIGANT CONSULTING INC COM 63935N107 634 32,550 SH   SOLE   32,550 0 0
NAVIENT CORPORATION COM 63938C108 688 59,467 SH   SOLE   59,467 0 0
NEENAH INC COM 640079109 1,968 30,585 SH   SOLE   30,585 0 0
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NEOGEN CORP COM 640491106 2,283 39,778 SH   SOLE   39,778 0 0
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NETAPP INC COM 64110D104 772 11,132 SH   SOLE   11,132 0 0
NETFLIX INC COM 64110L106 124,814 350,051 SH   SOLE   350,051 0 0
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NETSCOUT SYS INC COM 64115T104 509 18,129 SH   SOLE   18,129 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,083 69,047 SH   DFND 1 69,047 0 0
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NEVRO CORP COM 64157F103 2,011 32,164 SH   SOLE   32,164 0 0
NEVRO CORP COM 64157F103 767 12,266 SH   DFND 1 12,266 0 0
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NEW JERSEY RES COM 646025106 8,925 179,258 SH   SOLE   179,258 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 436 41,496 SH   SOLE   41,496 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,803 1,800,000 SH   SOLE   1,800,000 0 0
NEW RELIC INC COM 64829B100 25,818 261,581 SH   SOLE   261,581 0 0
NEW RELIC INC COM 64829B100 9,148 92,685 SH   DFND 1 92,685 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,399 120,875 SH   SOLE   120,875 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5,590 116,502 SH   SOLE   116,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 853 140,078 SH   SOLE   140,078 0 0
NEW YORK TIMES CO CL A 650111107 1,202 36,589 SH   SOLE   36,589 0 0
NEWELL BRANDS INC COM 651229106 291 18,993 SH   SOLE   18,993 0 0
NEWMARKET CORP COM 651587107 998 2,303 SH   SOLE   2,303 0 0
NEWMARK GROUP INC CL A 65158N102 97 11,657 SH   DFND 1 11,657 0 0
NEWMARK GROUP INC CL A 65158N102 411 49,315 SH   SOLE   49,315 0 0
NEWMONT MNG CORP COM 651639106 851 23,786 SH   SOLE   23,786 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 2,651 289,437 SH   SOLE   289,437 0 0
NEWS CORP NEW CL A 65249B109 8,075 649,088 SH   SOLE   649,088 0 0
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NEXTERA ENERGY INC COM 65339F101 24,647 127,494 SH   SOLE   127,494 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 20,958 338,000 SH   SOLE   338,000 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 616 36,614 SH   SOLE   36,614 0 0
NICE LTD SPONSORED ADR 653656108 12,671 103,429 SH   SOLE   103,429 0 0
NICE LTD SPONSORED ADR 653656108 4,932 40,255 SH   DFND 1 40,255 0 0
NIKE INC CL B 654106103 163,490 1,941,460 SH   SOLE   1,941,460 0 0
NIKE INC CL B 654106103 65,651 779,609 SH   DFND 1 779,609 0 0
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NINE ENERGY SVC INC COM 65441V101 11,342 500,746 SH   DFND 1 500,746 0 0
NISOURCE INC COM 65473P105 477 16,634 SH   SOLE   16,634 0 0
NOKIA CORP SPONSORED ADR 654902204 1,391 243,260 SH   SOLE   243,260 0 0
NOBLE ENERGY INC COM 655044105 534 21,586 SH   SOLE   21,586 0 0
NORDSON CORP COM 655663102 1,797 13,558 SH   SOLE   13,558 0 0
NORDSTROM INC COM 655664100 228 5,136 SH   SOLE   5,136 0 0
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NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 14,187 2,570,000 SH   SOLE   2,570,000 0 0
NOVANTA INC COM 67000B104 1,764 20,822 SH   DFND 1 20,822 0 0
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NOW INC COM 67011P100 392 28,096 SH   SOLE   28,096 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 688 14,383 SH   SOLE   14,383 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 5,114 5,140,000 SH   SOLE   5,140,000 0 0
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NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,416 2,437,000 SH   DFND 1 2,437,000 0 0
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NUCOR CORP COM 670346105 6,562 112,462 SH   SOLE   112,462 0 0
NUCOR CORP COM 670346105 1,865 31,962 SH   DFND 1 31,962 0 0
NUTANIX INC CL A 67059N108 7,727 204,737 SH   SOLE   204,737 0 0
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OGE ENERGY CORP COM 670837103 2,232 51,765 SH   SOLE   51,765 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,966 5,062 SH   DFND 1 5,062 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,771 17,438 SH   SOLE   17,438 0 0
OFG BANCORP COM 67103X102 659 33,306 SH   SOLE   33,306 0 0
OSI SYSTEMS INC COM 671044105 1,130 12,896 SH   SOLE   12,896 0 0
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OCEANEERING INTL INC COM 675232102 403 25,525 SH   SOLE   25,525 0 0
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OLIN CORP COM PAR $1 680665205 1,000 43,231 SH   SOLE   43,231 0 0
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ON SEMICONDUCTOR CORP COM 682189105 841 40,872 SH   DFND 1 40,872 0 0
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ONE GAS INC COM 68235P108 1,975 22,180 SH   SOLE   22,180 0 0
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ORACLE CORP COM 68389X105 35,572 662,295 SH   DFND 1 662,295 0 0
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OPUS BK IRVINE CALIF COM 684000102 327 16,527 SH   SOLE   16,527 0 0
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ORTHOFIX MED INC COM 68752M108 1,544 27,377 SH   SOLE   27,377 0 0
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OWENS & MINOR INC NEW COM 690732102 195 47,512 SH   SOLE   47,512 0 0
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PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 5,634 6,050,000 SH   SOLE   6,050,000 0 0
PDF SOLUTIONS INC COM 693282105 262 21,189 SH   SOLE   21,189 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 1,944 1,700,000 SH   SOLE   1,700,000 0 0
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PPL CORP COM 69351T106 1,022 32,194 SH   SOLE   32,194 0 0
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PVH CORP COM 693656100 3,662 30,026 SH   SOLE   30,026 0 0
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PTC INC COM 69370C100 2,551 27,679 SH   SOLE   27,679 0 0
PACCAR INC COM 693718108 1,055 15,481 SH   SOLE   15,481 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,445 54,467 SH   SOLE   54,467 0 0
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PARK HOTELS RESORTS INC COM 700517105 4,760 153,152 SH   SOLE   153,152 0 0
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PARK NATL CORP COM 700658107 247 2,612 SH   SOLE   2,612 0 0
PARKER HANNIFIN CORP COM 701094104 19,025 110,855 SH   SOLE   110,855 0 0
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PATRICK INDS INC COM 703343103 789 17,417 SH   SOLE   17,417 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 9,642 9,600,000 SH   SOLE   9,600,000 0 0
PATTERSON COMPANIES INC COM 703395103 468 21,405 SH   SOLE   21,405 0 0
PATTERSON UTI ENERGY INC COM 703481101 30,110 2,147,613 SH   SOLE   2,147,613 0 0
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PEAPACK-GLADSTONE FINL CORP COM 704699107 216 8,239 SH   SOLE   8,239 0 0
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PEGASYSTEMS INC COM 705573103 7,698 118,435 SH   SOLE   118,435 0 0
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PENN VA CORP NEW COM 70788V102 452 10,239 SH   SOLE   10,239 0 0
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PENNYMAC MTG INVT TR COM 70931T103 1,076 51,960 SH   SOLE   51,960 0 0
PEOPLES BANCORP INC COM 709789101 614 19,834 SH   SOLE   19,834 0 0
PEOPLES UTD FINL INC COM 712704105 277 16,863 SH   SOLE   16,863 0 0
PEPSICO INC COM 713448108 11,751 95,885 SH   DFND 1 95,885 0 0
PEPSICO INC COM 713448108 70,144 572,372 SH   SOLE   572,372 0 0
PERFICIENT INC COM 71375U101 695 25,360 SH   SOLE   25,360 0 0
PERKINELMER INC COM 714046109 18,091 187,749 SH   SOLE   187,749 0 0
PERKINELMER INC COM 714046109 13,408 139,143 SH   DFND 1 139,143 0 0
PERSPECTA INC COM 715347100 741 36,648 SH   SOLE   36,648 0 0
PETMED EXPRESS INC COM 716382106 360 15,794 SH   SOLE   15,794 0 0
PFIZER INC COM 717081103 38,242 900,436 SH   DFND 1 900,436 0 0
PFIZER INC COM 717081103 94,617 2,227,865 SH   SOLE   2,227,865 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 509 15,428 SH   SOLE   15,428 0 0
PHILIP MORRIS INTL INC COM 718172109 81,227 918,965 SH   SOLE   918,965 0 0
PHILIP MORRIS INTL INC COM 718172109 24,581 278,099 SH   DFND 1 278,099 0 0
PHILLIPS 66 COM 718546104 1,784 18,747 SH   SOLE   18,747 0 0
PHOTRONICS INC COM 719405102 494 52,267 SH   SOLE   52,267 0 0
PHYSICIANS RLTY TR COM 71943U104 6,781 360,519 SH   DFND 1 360,519 0 0
PHYSICIANS RLTY TR COM 71943U104 12,133 645,036 SH   SOLE   645,036 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 471 22,591 SH   SOLE   22,591 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,038 18,970 SH   SOLE   18,970 0 0
PINNACLE WEST CAP CORP COM 723484101 479 5,008 SH   SOLE   5,008 0 0
PIONEER ENERGY SVCS CORP COM 723664108 64 35,967 SH   DFND 1 35,967 0 0
PIONEER ENERGY SVCS CORP COM 723664108 319 180,479 SH   SOLE   180,479 0 0
PIONEER NAT RES CO COM 723787107 76,094 499,697 SH   SOLE   499,697 0 0
PIONEER NAT RES CO COM 723787107 37,222 244,429 SH   DFND 1 244,429 0 0
PIPER JAFFRAY COS COM 724078100 1,157 15,889 SH   SOLE   15,889 0 0
PITNEY BOWES INC COM 724479100 334 48,601 SH   SOLE   48,601 0 0
PLANET FITNESS INC CL A 72703H101 7,324 106,573 SH   DFND 1 106,573 0 0
PLANET FITNESS INC CL A 72703H101 21,210 308,651 SH   SOLE   308,651 0 0
PLANTRONICS INC NEW COM 727493108 395 8,562 SH   SOLE   8,562 0 0
PLEXUS CORP COM 729132100 22,161 363,593 SH   SOLE   363,593 0 0
PLEXUS CORP COM 729132100 15,753 258,452 SH   DFND 1 258,452 0 0
POLARIS INDS INC COM 731068102 1,270 15,047 SH   SOLE   15,047 0 0
POLYONE CORP COM 73179P106 606 20,679 SH   SOLE   20,679 0 0
POOL CORPORATION COM 73278L105 1,721 10,432 SH   SOLE   10,432 0 0
POST HLDGS INC COM 737446104 1,891 17,284 SH   SOLE   17,284 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,968 78,535 SH   SOLE   78,535 0 0
POTLATCHDELTIC CORPORATION COM 737630103 718 18,988 SH   DFND 1 18,988 0 0
POWER INTEGRATIONS INC COM 739276103 1,568 22,418 SH   SOLE   22,418 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 479 10,662 SH   SOLE   10,662 0 0
PRESIDIO INC COM 74102M103 253 17,083 SH   SOLE   17,083 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 401 13,402 SH   SOLE   13,402 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,060 10,584 SH   SOLE   10,584 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 16,737 12,350,000 SH   SOLE   12,350,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,091 2,800,000 SH   SOLE   2,800,000 0 0
PRIMORIS SVCS CORP COM 74164F103 18,165 878,402 SH   SOLE   878,402 0 0
PRIMORIS SVCS CORP COM 74164F103 13,728 663,810 SH   DFND 1 663,810 0 0
PRIMERICA INC COM 74164M108 21,339 174,698 SH   SOLE   174,698 0 0
PRIMERICA INC COM 74164M108 15,209 124,510 SH   DFND 1 124,510 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,133 22,568 SH   SOLE   22,568 0 0
PROASSURANCE CORP COM 74267C106 1,418 40,971 SH   SOLE   40,971 0 0
PROCTER AND GAMBLE CO COM 742718109 18,934 181,975 SH   SOLE   181,975 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 299 64,488 SH   SOLE   64,488 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,808 85,818 SH   SOLE   85,818 0 0
PROGRESS SOFTWARE CORP COM 743312100 706 15,916 SH   DFND 1 15,916 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,879 26,069 SH   SOLE   26,069 0 0
PROLOGIS INC COM 74340W103 26,556 369,092 SH   SOLE   369,092 0 0
PROOFPOINT INC COM 743424103 6,433 52,980 SH   DFND 1 52,980 0 0
PROOFPOINT INC COM 743424103 17,165 141,356 SH   SOLE   141,356 0 0
PROPETRO HLDG CORP COM 74347M108 1,277 56,637 SH   SOLE   56,637 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 2,608 22,142 SH   DFND 1 22,142 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 8,665 73,561 SH   SOLE   73,561 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,823 1,850,000 SH   SOLE   1,850,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 3,930 4,000,000 SH   SOLE   4,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,188 17,197 SH   SOLE   17,197 0 0
PROTO LABS INC COM 743713109 2,173 20,669 SH   SOLE   20,669 0 0
PROVIDENCE SVC CORP COM 743815102 560 8,411 SH   SOLE   8,411 0 0
PROVIDENT FINL SVCS INC COM 74386T105 562 21,711 SH   DFND 1 21,711 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,086 119,193 SH   SOLE   119,193 0 0
PRUDENTIAL FINL INC COM 744320102 20,501 223,123 SH   SOLE   223,123 0 0
PRUDENTIAL FINL INC COM 744320102 9,730 105,902 SH   DFND 1 105,902 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 32,995 555,378 SH   SOLE   555,378 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 29,247 492,290 SH   DFND 1 492,290 0 0
PUBLIC STORAGE COM 74460D109 15,590 71,584 SH   SOLE   71,584 0 0
PULTE GROUP INC COM 745867101 321 11,483 SH   SOLE   11,483 0 0
QCR HOLDINGS INC COM 74727A104 978 28,834 SH   DFND 1 28,834 0 0
QCR HOLDINGS INC COM 74727A104 3,177 93,658 SH   SOLE   93,658 0 0
QUAKER CHEM CORP COM 747316107 2,036 10,161 SH   SOLE   10,161 0 0
QEP RES INC COM 74733V100 478 61,337 SH   SOLE   61,337 0 0
QTS RLTY TR INC COM CL A 74736A103 26,452 587,950 SH   SOLE   587,950 0 0
QTS RLTY TR INC COM CL A 74736A103 22,921 509,475 SH   DFND 1 509,475 0 0
QORVO INC COM 74736K101 397 5,528 SH   SOLE   5,528 0 0
Q2 HLDGS INC COM 74736L109 7,095 102,445 SH   DFND 1 102,445 0 0
Q2 HLDGS INC COM 74736L109 14,300 206,466 SH   SOLE   206,466 0 0
QUALCOMM INC COM 747525103 3,082 54,042 SH   SOLE   54,042 0 0
QUALYS INC COM 74758T303 2,142 25,893 SH   SOLE   25,893 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 427 26,872 SH   SOLE   26,872 0 0
QUANTA SVCS INC COM 74762E102 247 6,541 SH   SOLE   6,541 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 10,383 426,755 SH   SOLE   426,755 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,956 162,581 SH   DFND 1 162,581 0 0
QUEST DIAGNOSTICS INC COM 74834L100 539 5,994 SH   SOLE   5,994 0 0
QUINSTREET INC COM 74874Q100 393 29,376 SH   SOLE   29,376 0 0
RLI CORP COM 749607107 2,145 29,900 SH   SOLE   29,900 0 0
RLJ LODGING TR COM 74965L101 244 13,898 SH   DFND 1 13,898 0 0
RLJ LODGING TR COM 74965L101 2,523 143,615 SH   SOLE   143,615 0 0
RMR GROUP INC CL A 74967R106 398 6,525 SH   SOLE   6,525 0 0
RH COM 74967X103 26,388 256,322 SH   SOLE   256,322 0 0
RH COM 74967X103 23,025 223,650 SH   DFND 1 223,650 0 0
RPM INTL INC COM 749685103 1,997 34,399 SH   SOLE   34,399 0 0
RPT REALTY COM SH BEN INT 74971D101 207 17,250 SH   DFND 1 17,250 0 0
RPT REALTY COM SH BEN INT 74971D101 1,434 119,371 SH   SOLE   119,371 0 0
RADIAN GROUP INC COM 750236101 29,691 1,431,600 SH   SOLE   1,431,600 0 0
RADIAN GROUP INC COM 750236101 27,430 1,322,550 SH   DFND 1 1,322,550 0 0
RAMBUS INC DEL COM 750917106 866 82,886 SH   SOLE   82,886 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 7,931 8,500,000 SH   SOLE   8,500,000 0 0
RALPH LAUREN CORP CL A 751212101 316 2,433 SH   SOLE   2,433 0 0
RANGE RES CORP COM 75281A109 603 53,684 SH   SOLE   53,684 0 0
RAVEN INDS INC COM 754212108 6,407 166,988 SH   SOLE   166,988 0 0
RAVEN INDS INC COM 754212108 4,072 106,136 SH   DFND 1 106,136 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 40,852 508,047 SH   SOLE   508,047 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 21,836 271,552 SH   DFND 1 271,552 0 0
RAYONIER INC COM 754907103 2,752 87,321 SH   SOLE   87,321 0 0
RAYONIER INC COM 754907103 519 16,479 SH   DFND 1 16,479 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 529 38,984 SH   SOLE   38,984 0 0
RAYTHEON CO COM NEW 755111507 1,784 9,796 SH   DFND 1 9,796 0 0
RAYTHEON CO COM NEW 755111507 12,886 70,773 SH   SOLE   70,773 0 0
RE MAX HLDGS INC CL A 75524W108 305 7,916 SH   DFND 1 7,916 0 0
RE MAX HLDGS INC CL A 75524W108 1,525 39,568 SH   SOLE   39,568 0 0
REALOGY HLDGS CORP COM 75605Y106 460 40,392 SH   DFND 1 40,392 0 0
REALOGY HLDGS CORP COM 75605Y106 1,838 161,229 SH   SOLE   161,229 0 0
REALTY INCOME CORP COM 756109104 3,894 52,931 SH   SOLE   52,931 0 0
RED HAT INC COM 756577102 1,790 9,800 SH   SOLE   9,800 0 0
RED HAT INC COM 756577102 431 2,360 SH   DFND 1 2,360 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 355 143,000 SH   SOLE   143,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 419 169,000 SH   DFND 1 169,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 285 9,899 SH   SOLE   9,899 0 0
RED ROCK RESORTS INC CL A 75700L108 15,151 586,107 SH   DFND 1 586,107 0 0
RED ROCK RESORTS INC CL A 75700L108 25,885 1,001,369 SH   SOLE   1,001,369 0 0
REDFIN CORP COM 75737F108 593 29,244 SH   SOLE   29,244 0 0
REDWOOD TR INC COM 758075402 1,148 71,087 SH   SOLE   71,087 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 9,537 10,000,000 SH   SOLE   10,000,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 7,808 8,000,000 SH   SOLE   8,000,000 0 0
REGAL BELOIT CORP COM 758750103 25,347 309,596 SH   SOLE   309,596 0 0
REGAL BELOIT CORP COM 758750103 6,835 83,485 SH   DFND 1 83,485 0 0
REGENCY CTRS CORP COM 758849103 12,842 190,282 SH   SOLE   190,282 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,437 3,500 SH   SOLE   3,500 0 0
REGIS CORP MINN COM 758932107 454 23,063 SH   SOLE   23,063 0 0
REGENXBIO INC COM 75901B107 1,318 22,996 SH   SOLE   22,996 0 0
REGIONS FINL CORP NEW COM 7591EP100 647 45,692 SH   SOLE   45,692 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 1,861 13,106 SH   DFND 1 13,106 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 11,458 80,698 SH   SOLE   80,698 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 21,585 239,146 SH   SOLE   239,146 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,202 68,717 SH   DFND 1 68,717 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 626 28,498 SH   SOLE   28,498 0 0
REPLIGEN CORP COM 759916109 1,760 29,792 SH   SOLE   29,792 0 0
RENT A CTR INC NEW COM 76009N100 708 33,948 SH   SOLE   33,948 0 0
REPUBLIC SVCS INC COM 760759100 783 9,747 SH   SOLE   9,747 0 0
RESMED INC COM 761152107 2,093 20,130 SH   DFND 1 20,130 0 0
RESMED INC COM 761152107 6,463 62,158 SH   SOLE   62,158 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 615 31,877 SH   SOLE   31,877 0 0
RESOURCES CONNECTION INC COM 76122Q105 303 18,317 SH   DFND 1 18,317 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,398 84,543 SH   SOLE   84,543 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,972 171,378 SH   SOLE   171,378 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,899 237,806 SH   SOLE   237,806 0 0
RETAIL PPTYS AMER INC CL A 76131V202 580 47,563 SH   DFND 1 47,563 0 0
REX AMERICAN RESOURCES CORP COM 761624105 350 4,337 SH   SOLE   4,337 0 0
REXFORD INDL RLTY INC COM 76169C100 3,135 87,540 SH   SOLE   87,540 0 0
RING ENERGY INC COM 76680V108 255 43,516 SH   SOLE   43,516 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 18,066 531,362 SH   DFND 1 531,362 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 28,541 839,431 SH   SOLE   839,431 0 0
ROBERT HALF INTL INC COM 770323103 352 5,401 SH   SOLE   5,401 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,151 6,560 SH   DFND 1 6,560 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,515 25,733 SH   SOLE   25,733 0 0
ROGERS CORP COM 775133101 25,245 158,892 SH   DFND 1 158,892 0 0
ROGERS CORP COM 775133101 42,970 270,457 SH   SOLE   270,457 0 0
ROLLINS INC COM 775711104 274 6,581 SH   SOLE   6,581 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,361 18,600 SH   DFND 1 18,600 0 0
ROPER TECHNOLOGIES INC COM 776696106 19,437 56,837 SH   SOLE   56,837 0 0
ROSS STORES INC COM 778296103 16,342 175,534 SH   SOLE   175,534 0 0
ROSS STORES INC COM 778296103 2,667 28,644 SH   DFND 1 28,644 0 0
ROYAL GOLD INC COM 780287108 5,642 62,043 SH   SOLE   62,043 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 801 35,116 SH   DFND 1 35,116 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,259 142,958 SH   SOLE   142,958 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 562 21,945 SH   SOLE   21,945 0 0
RYDER SYS INC COM 783549108 853 13,757 SH   SOLE   13,757 0 0
RYERSON HLDG CORP COM 783754104 775 90,569 SH   SOLE   90,569 0 0
RYERSON HLDG CORP COM 783754104 216 25,261 SH   DFND 1 25,261 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 601 7,307 SH   DFND 1 7,307 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,579 43,523 SH   SOLE   43,523 0 0
S & T BANCORP INC COM 783859101 1,057 26,735 SH   SOLE   26,735 0 0
S&P GLOBAL INC COM 78409V104 18,481 87,773 SH   DFND 1 87,773 0 0
S&P GLOBAL INC COM 78409V104 45,858 217,803 SH   SOLE   217,803 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,424 27,168 SH   DFND 1 27,168 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 19,067 95,499 SH   SOLE   95,499 0 0
SEI INVESTMENTS CO COM 784117103 1,684 32,227 SH   DFND 1 32,227 0 0
SEI INVESTMENTS CO COM 784117103 7,459 142,747 SH   SOLE   142,747 0 0
SL GREEN RLTY CORP COM 78440X101 4,009 44,580 SH   SOLE   44,580 0 0
SLM CORP COM 78442P106 24,457 2,467,944 SH   SOLE   2,467,944 0 0
SLM CORP COM 78442P106 15,201 1,533,924 SH   DFND 1 1,533,924 0 0
SM ENERGY CO COM 78454L100 468 26,745 SH   SOLE   26,745 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 7,469 8,000,000 SH   SOLE   8,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 114,386 404,934 SH   SOLE   404,934 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 34,570 122,379 SH   DFND 1 122,379 0 0
SPX CORP COM 784635104 3,463 99,540 SH   SOLE   99,540 0 0
SPX CORP COM 784635104 684 19,656 SH   DFND 1 19,656 0 0
SPS COMMERCE INC COM 78463M107 1,430 13,487 SH   SOLE   13,487 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2,779 75,960 SH   SOLE   75,960 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2,869 79,750 SH   SOLE   79,750 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 6,449 143,273 SH   SOLE   143,273 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 4,749 105,500 SH   DFND 1 105,500 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,629 53,000 SH   DFND 1 53,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,791 58,250 SH   SOLE   58,250 0 0
SPDR SERIES TRUST S&P SEMICNDCTR 78464A862 3,102 39,516 SH   DFND 1 39,516 0 0
SPDR SERIES TRUST S&P SEMICNDCTR 78464A862 4,065 51,774 SH   SOLE   51,774 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 16,750 184,996 SH   SOLE   184,996 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,309 69,683 SH   DFND 1 69,683 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 630 16,339 SH   SOLE   16,339 0 0
SP PLUS CORP COM 78469C103 2,917 85,505 SH   SOLE   85,505 0 0
SP PLUS CORP COM 78469C103 865 25,362 SH   DFND 1 25,362 0 0
SPX FLOW INC COM 78469X107 9,441 295,963 SH   SOLE   295,963 0 0
SPX FLOW INC COM 78469X107 2,553 80,020 SH   DFND 1 80,020 0 0
SRC ENERGY INC COM 78470V108 948 185,112 SH   SOLE   185,112 0 0
SVB FINL GROUP COM 78486Q101 15,953 71,744 SH   SOLE   71,744 0 0
SVB FINL GROUP COM 78486Q101 5,224 23,495 SH   DFND 1 23,495 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 824 42,301 SH   DFND 1 42,301 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,499 179,733 SH   SOLE   179,733 0 0
SABRE CORP COM 78573M104 1,526 71,337 SH   SOLE   71,337 0 0
SAFETY INS GROUP INC COM 78648T100 963 11,050 SH   SOLE   11,050 0 0
SAGE THERAPEUTICS INC COM 78667J108 6,784 42,653 SH   SOLE   42,653 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,511 15,786 SH   DFND 1 15,786 0 0
SAIA INC COM 78709Y105 1,200 19,633 SH   SOLE   19,633 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 16,099 560,560 SH   SOLE   560,560 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 9,486 330,308 SH   DFND 1 330,308 0 0
ST JOE CO COM 790148100 1,039 62,996 SH   SOLE   62,996 0 0
ST JOE CO COM 790148100 316 19,145 SH   DFND 1 19,145 0 0
SALESFORCE COM INC COM 79466L302 211,501 1,335,486 SH   SOLE   1,335,486 0 0
SALESFORCE COM INC COM 79466L302 92,321 582,948 SH   DFND 1 582,948 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 573 31,145 SH   SOLE   31,145 0 0
SANDERSON FARMS INC COM 800013104 686 5,205 SH   SOLE   5,205 0 0
SANDY SPRING BANCORP INC COM 800363103 1,987 63,535 SH   DFND 1 63,535 0 0
SANDY SPRING BANCORP INC COM 800363103 6,693 213,960 SH   SOLE   213,960 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 11,577 161,083 SH   DFND 1 161,083 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 15,740 219,003 SH   SOLE   219,003 0 0
SANMINA CORPORATION COM 801056102 1,505 52,165 SH   SOLE   52,165 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 16,344 773,477 SH   SOLE   773,477 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 10,197 482,577 SH   DFND 1 482,577 0 0
SAUL CTRS INC COM 804395101 941 18,327 SH   SOLE   18,327 0 0
SCANSOURCE INC COM 806037107 2,757 76,970 SH   SOLE   76,970 0 0
SCANSOURCE INC COM 806037107 618 17,241 SH   DFND 1 17,241 0 0
HENRY SCHEIN INC COM 806407102 406 6,760 SH   SOLE   6,760 0 0
SCHLUMBERGER LTD COM 806857108 2,697 61,891 SH   SOLE   61,891 0 0
SCHOLASTIC CORP COM 807066105 845 21,261 SH   SOLE   21,261 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 62,292 1,456,782 SH   SOLE   1,456,782 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 25,037 585,532 SH   DFND 1 585,532 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,767 45,628 SH   DFND 1 45,628 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6,632 171,283 SH   SOLE   171,283 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 298 3,868 SH   DFND 1 3,868 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,977 25,686 SH   SOLE   25,686 0 0
SCIENTIFIC GAMES CORP COM 80874P109 291 14,258 SH   SOLE   14,258 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 21,828 277,783 SH   SOLE   277,783 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 16,007 203,705 SH   DFND 1 203,705 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 904 43,045 SH   SOLE   43,045 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 12,144 460,870 SH   DFND 1 460,870 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 19,080 724,089 SH   SOLE   724,089 0 0
SEACOR HOLDINGS INC COM 811904101 1,281 30,305 SH   SOLE   30,305 0 0
SEACOR HOLDINGS INC COM 811904101 223 5,271 SH   DFND 1 5,271 0 0
SEALED AIR CORP NEW COM 81211K100 324 7,045 SH   SOLE   7,045 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,911 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,693 25,604 SH   DFND 1 25,604 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,160 54,330 SH   SOLE   54,330 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,166 82,726 SH   SOLE   82,726 0 0
SELECTIVE INS GROUP INC COM 816300107 2,845 44,960 SH   SOLE   44,960 0 0
SEMTECH CORP COM 816850101 2,562 50,322 SH   SOLE   50,322 0 0
SEMPRA ENERGY COM 816851109 1,540 12,239 SH   SOLE   12,239 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 18,012 170,410 SH   SOLE   170,410 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 6,051 57,000 SH   SOLE   57,000 0 0
SENECA FOODS CORP NEW CL A 817070501 681 27,681 SH   SOLE   27,681 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 639 54,219 SH   DFND 1 54,219 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,780 235,973 SH   SOLE   235,973 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 742 10,947 SH   SOLE   10,947 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 1,082 24,346 SH   SOLE   24,346 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 308 6,941 SH   DFND 1 6,941 0 0
SERVICE CORP INTL COM 817565104 1,883 46,909 SH   SOLE   46,909 0 0
SERVICENOW INC COM 81762P102 18,472 74,939 SH   SOLE   74,939 0 0
SERVICENOW INC COM 81762P102 6,689 27,139 SH   DFND 1 27,139 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,181 34,994 SH   SOLE   34,994 0 0
SHAKE SHACK INC CL A 819047101 1,168 19,741 SH   SOLE   19,741 0 0
SHERWIN WILLIAMS CO COM 824348106 1,569 3,643 SH   SOLE   3,643 0 0
SHOE CARNIVAL INC COM 824889109 261 7,667 SH   SOLE   7,667 0 0
SHUTTERFLY INC COM 82568P304 1,044 25,684 SH   SOLE   25,684 0 0
SHUTTERSTOCK INC COM 825690100 661 14,178 SH   SOLE   14,178 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,824 14,241 SH   SOLE   14,241 0 0
SILICON LABORATORIES INC COM 826919102 2,297 28,413 SH   SOLE   28,413 0 0
SILICON LABORATORIES INC COM 826919102 412 5,099 SH   DFND 1 5,099 0 0
SILGAN HOLDINGS INC COM 827048109 595 20,073 SH   SOLE   20,073 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,731 70,727 SH   SOLE   70,727 0 0
SIMON PPTY GROUP INC NEW COM 828806109 29,172 160,102 SH   SOLE   160,102 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,873 31,609 SH   SOLE   31,609 0 0
SITE CENTERS CORP COM 82981J109 1,626 119,353 SH   SOLE   119,353 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,138 54,909 SH   DFND 1 54,909 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 8,233 144,053 SH   SOLE   144,053 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 918 18,598 SH   SOLE   18,598 0 0
SKECHERS U S A INC CL A 830566105 1,166 34,695 SH   SOLE   34,695 0 0
SKYWEST INC COM 830879102 2,151 39,619 SH   SOLE   39,619 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 656 7,959 SH   SOLE   7,959 0 0
SLEEP NUMBER CORP COM 83125X103 1,109 23,601 SH   SOLE   23,601 0 0
SMITH A O CORP COM 831865209 338 6,347 SH   SOLE   6,347 0 0
SMUCKER J M CO COM NEW 832696405 592 5,079 SH   SOLE   5,079 0 0
SNAP ON INC COM 833034101 389 2,483 SH   SOLE   2,483 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,239 32,894 SH   SOLE   32,894 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 268 18,063 SH   SOLE   18,063 0 0
SONOCO PRODS CO COM 835495102 1,592 25,874 SH   SOLE   25,874 0 0
SOTHEBYS COM 835898107 322 8,524 SH   SOLE   8,524 0 0
SOUTH JERSEY INDS INC COM 838518108 2,263 70,567 SH   SOLE   70,567 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 3,250 63,000 SH   SOLE   63,000 0 0
SOUTHERN CO COM 842587107 7,832 151,551 SH   SOLE   151,551 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 839 25,251 SH   SOLE   25,251 0 0
SOUTHWEST AIRLS CO COM 844741108 72,240 1,391,636 SH   DFND 1 1,391,636 0 0
SOUTHWEST AIRLS CO COM 844741108 87,387 1,683,440 SH   SOLE   1,683,440 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 10,485 127,458 SH   SOLE   127,458 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 6,374 77,490 SH   DFND 1 77,490 0 0
SOUTHWESTERN ENERGY CO COM 845467109 656 139,849 SH   SOLE   139,849 0 0
SPARTANNASH CO COM 847215100 159 10,004 SH   DFND 1 10,004 0 0
SPARTANNASH CO COM 847215100 971 61,166 SH   SOLE   61,166 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 830 77,626 SH   SOLE   77,626 0 0
SPIRE INC COM 84857L101 3,627 44,072 SH   SOLE   44,072 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 2,648 66,658 SH   SOLE   66,658 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 513 12,905 SH   DFND 1 12,905 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 3,546 3,550,000 SH   SOLE   3,550,000 0 0
SPOK HLDGS INC COM 84863T106 188 13,836 SH   SOLE   13,836 0 0
SPROUTS FMRS MKT INC COM 85208M102 712 33,071 SH   SOLE   33,071 0 0
STAG INDL INC COM 85254J102 1,502 50,645 SH   SOLE   50,645 0 0
STAMPS COM INC COM NEW 852857200 1,059 13,003 SH   SOLE   13,003 0 0
STANDARD MTR PRODS INC COM 853666105 756 15,396 SH   SOLE   15,396 0 0
STANDEX INTL CORP COM 854231107 3,625 49,384 SH   DFND 1 49,384 0 0
STANDEX INTL CORP COM 854231107 12,615 171,862 SH   SOLE   171,862 0 0
STANLEY BLACK & DECKER INC COM 854502101 920 6,755 SH   SOLE   6,755 0 0
STARBUCKS CORP COM 855244109 25,726 346,063 SH   DFND 1 346,063 0 0
STARBUCKS CORP COM 855244109 63,595 855,456 SH   SOLE   855,456 0 0
STATE AUTO FINL CORP COM 855707105 5,490 166,763 SH   DFND 1 166,763 0 0
STATE AUTO FINL CORP COM 855707105 7,212 219,079 SH   SOLE   219,079 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 10,988 11,100,000 SH   SOLE   11,100,000 0 0
STATE STR CORP COM 857477103 15,787 239,887 SH   SOLE   239,887 0 0
STATE STR CORP COM 857477103 10,115 153,696 SH   DFND 1 153,696 0 0
STEEL DYNAMICS INC COM 858119100 40,448 1,146,809 SH   SOLE   1,146,809 0 0
STEEL DYNAMICS INC COM 858119100 33,882 960,654 SH   DFND 1 960,654 0 0
STEPAN CO COM 858586100 1,355 15,477 SH   SOLE   15,477 0 0
STERICYCLE INC COM 858912108 1,201 22,064 SH   SOLE   22,064 0 0
STERLING BANCORP DEL COM 85917A100 1,025 55,002 SH   SOLE   55,002 0 0
STEWART INFORMATION SVCS COR COM 860372101 774 18,133 SH   SOLE   18,133 0 0
STIFEL FINL CORP COM 860630102 8,643 163,818 SH   DFND 1 163,818 0 0
STIFEL FINL CORP COM 860630102 14,572 276,199 SH   SOLE   276,199 0 0
STORE CAP CORP COM 862121100 546 16,305 SH   DFND 1 16,305 0 0
STORE CAP CORP COM 862121100 5,508 164,422 SH   SOLE   164,422 0 0
STRATEGIC ED INC COM 86272C103 2,179 16,591 SH   SOLE   16,591 0 0
STRYKER CORP COM 863667101 5,026 25,446 SH   SOLE   25,446 0 0
STURM RUGER & CO INC COM 864159108 708 13,346 SH   SOLE   13,346 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 2,179 190,963 SH   SOLE   190,963 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 383 33,535 SH   DFND 1 33,535 0 0
SUN CMNTYS INC COM 866674104 8,122 68,528 SH   SOLE   68,528 0 0
SUNCOKE ENERGY INC COM 86722A103 420 49,455 SH   SOLE   49,455 0 0
SUNOPTA INC COM 8676EP108 4,527 1,308,267 SH   DFND 1 1,308,267 0 0
SUNOPTA INC COM 8676EP108 5,940 1,716,826 SH   SOLE   1,716,826 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3,738 259,591 SH   SOLE   259,591 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 227 15,797 SH   DFND 1 15,797 0 0
SUNTRUST BKS INC COM 867914103 1,204 20,316 SH   SOLE   20,316 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,240 265,474 SH   SOLE   265,474 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 204 43,698 SH   DFND 1 43,698 0 0
SUPERIOR INDS INTL INC COM 868168105 84 17,568 SH   SOLE   17,568 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,399 39,938 SH   SOLE   39,938 0 0
SURMODICS INC COM 868873100 445 10,226 SH   SOLE   10,226 0 0
SYKES ENTERPRISES INC COM 871237103 1,972 69,720 SH   SOLE   69,720 0 0
SYKES ENTERPRISES INC COM 871237103 346 12,225 SH   DFND 1 12,225 0 0
SYMANTEC CORP COM 871503108 656 28,545 SH   SOLE   28,545 0 0
SYNAPTICS INC COM 87157D109 356 8,964 SH   SOLE   8,964 0 0
SYNOPSYS INC COM 871607107 13,193 114,568 SH   DFND 1 114,568 0 0
SYNOPSYS INC COM 871607107 55,484 481,844 SH   SOLE   481,844 0 0
SYNOVUS FINL CORP COM NEW 87161C501 18,463 537,328 SH   SOLE   537,328 0 0
SYNOVUS FINL CORP COM NEW 87161C501 12,977 377,680 SH   DFND 1 377,680 0 0
SYNNEX CORP COM 87162W100 1,024 10,737 SH   SOLE   10,737 0 0
SYNCHRONY FINL COM 87165B103 932 29,232 SH   SOLE   29,232 0 0
SYNEOS HEALTH INC CL A 87166B102 20,864 403,093 SH   SOLE   403,093 0 0
SYNEOS HEALTH INC CL A 87166B102 15,707 303,462 SH   DFND 1 303,462 0 0
SYSCO CORP COM 871829107 1,408 21,095 SH   SOLE   21,095 0 0
TCF FINL CORP COM 872275102 894 43,221 SH   SOLE   43,221 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 1,404 1,394,000 SH   SOLE   1,394,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,378 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 11,099 208,581 SH   SOLE   208,581 0 0
TRI POINTE GROUP INC COM 87265H109 466 36,849 SH   SOLE   36,849 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 1,202 1,200,000 SH   SOLE   1,200,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,782 1,750,000 SH   SOLE   1,750,000 0 0
TPI COMPOSITES INC COM 87266J104 2,310 80,709 SH   DFND 1 80,709 0 0
TPI COMPOSITES INC COM 87266J104 6,065 211,904 SH   SOLE   211,904 0 0
TTM TECHNOLOGIES INC COM 87305R109 827 70,497 SH   SOLE   70,497 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 7,760 5,971,000 SH   SOLE   5,971,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 483 372,000 SH   DFND 1 372,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 732 12,983 SH   SOLE   12,983 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 9,047 171,610 SH   SOLE   171,610 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 3,192 60,542 SH   DFND 1 60,542 0 0
TAILORED BRANDS INC COM 87403A107 299 38,151 SH   SOLE   38,151 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,494 37,020 SH   DFND 1 37,020 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 10,153 107,591 SH   SOLE   107,591 0 0
TALOS ENERGY INC COM 87484T108 13,294 500,509 SH   SOLE   500,509 0 0
TALOS ENERGY INC COM 87484T108 7,990 300,836 SH   DFND 1 300,836 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 217 10,342 SH   DFND 1 10,342 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,245 59,340 SH   SOLE   59,340 0 0
TAPESTRY INC COM 876030107 421 12,947 SH   SOLE   12,947 0 0
TARGET CORP COM 87612E106 1,871 23,314 SH   SOLE   23,314 0 0
TAUBMAN CTRS INC COM 876664103 3,344 63,230 SH   SOLE   63,230 0 0
TAUBMAN CTRS INC COM 876664103 345 6,515 SH   DFND 1 6,515 0 0
TEAM INC COM 878155100 402 22,996 SH   SOLE   22,996 0 0
TECH DATA CORP COM 878237106 990 9,671 SH   SOLE   9,671 0 0
TECHTARGET INC COM 87874R100 274 16,864 SH   SOLE   16,864 0 0
TEGNA INC COM 87901J105 787 55,794 SH   SOLE   55,794 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 658 2,777 SH   DFND 1 2,777 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,440 18,735 SH   SOLE   18,735 0 0
TELEFLEX INC COM 879369106 21,256 70,348 SH   DFND 1 70,348 0 0
TELEFLEX INC COM 879369106 42,712 141,355 SH   SOLE   141,355 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 740 24,097 SH   SOLE   24,097 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 879 139,601 SH   DFND 1 139,601 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 425 67,412 SH   SOLE   67,412 0 0
TEMPUR SEALY INTL INC COM 88023U101 684 11,861 SH   SOLE   11,861 0 0
TENARIS S A SPONSORED ADS 88031M109 1,339 47,400 SH   DFND 1 47,400 0 0
TENARIS S A SPONSORED ADS 88031M109 2,783 98,500 SH   SOLE   98,500 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 620 21,514 SH   SOLE   21,514 0 0
TENNANT CO COM 880345103 856 13,793 SH   SOLE   13,793 0 0
TERADATA CORP DEL COM 88076W103 35,137 804,977 SH   SOLE   804,977 0 0
TERADATA CORP DEL COM 88076W103 31,229 715,434 SH   DFND 1 715,434 0 0
TERADYNE INC COM 880770102 32,787 822,956 SH   SOLE   822,956 0 0
TERADYNE INC COM 880770102 28,635 718,762 SH   DFND 1 718,762 0 0
TEREX CORP NEW COM 880779103 540 16,808 SH   SOLE   16,808 0 0
TERRITORIAL BANCORP INC COM 88145X108 830 30,852 SH   SOLE   30,852 0 0
TERRITORIAL BANCORP INC COM 88145X108 246 9,153 SH   DFND 1 9,153 0 0
TERRENO RLTY CORP COM 88146M101 9,851 234,331 SH   DFND 1 234,331 0 0
TERRENO RLTY CORP COM 88146M101 13,804 328,361 SH   SOLE   328,361 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 1,461 93,149 SH   DFND 1 93,149 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 1,636 104,351 SH   SOLE   104,351 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 224 95,708 SH   SOLE   95,708 0 0
TETRA TECH INC NEW COM 88162G103 2,521 42,314 SH   SOLE   42,314 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 710 13,000 SH   SOLE   13,000 0 0
TEXAS INSTRS INC COM 882508104 72,696 685,357 SH   SOLE   685,357 0 0
TEXAS INSTRS INC COM 882508104 30,806 290,434 SH   DFND 1 290,434 0 0
TEXAS ROADHOUSE INC COM 882681109 1,000 16,081 SH   DFND 1 16,081 0 0
TEXAS ROADHOUSE INC COM 882681109 3,695 59,420 SH   SOLE   59,420 0 0
TEXTRON INC COM 883203101 567 11,191 SH   SOLE   11,191 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 34,388 125,632 SH   DFND 1 125,632 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 100,409 366,832 SH   SOLE   366,832 0 0
THOR INDS INC COM 885160101 811 12,997 SH   SOLE   12,997 0 0
3-D SYS CORP DEL COM NEW 88554D205 939 87,231 SH   SOLE   87,231 0 0
3M CO COM 88579Y101 2,824 13,591 SH   DFND 1 13,591 0 0
3M CO COM 88579Y101 15,185 73,081 SH   SOLE   73,081 0 0
TIER REIT INC COM NEW 88650V208 883 30,800 SH   SOLE   30,800 0 0
TIFFANY & CO NEW COM 886547108 511 4,845 SH   SOLE   4,845 0 0
TILE SHOP HLDGS INC COM 88677Q109 169 29,830 SH   SOLE   29,830 0 0
TIMKEN CO COM 887389104 4,664 106,916 SH   SOLE   106,916 0 0
TIMKEN CO COM 887389104 1,149 26,330 SH   DFND 1 26,330 0 0
TIMKENSTEEL CORP COM 887399103 325 29,920 SH   SOLE   29,920 0 0
TITAN INTL INC ILL COM 88830M102 378 63,302 SH   SOLE   63,302 0 0
TIVO CORP COM 88870P106 882 94,663 SH   SOLE   94,663 0 0
TIVITY HEALTH INC COM 88870R102 635 36,135 SH   SOLE   36,135 0 0
TOLL BROTHERS INC COM 889478103 37,758 1,043,047 SH   DFND 1 1,043,047 0 0
TOLL BROTHERS INC COM 889478103 47,600 1,314,905 SH   SOLE   1,314,905 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 720 9,464 SH   SOLE   9,464 0 0
TOPBUILD CORP COM 89055F103 1,753 27,037 SH   SOLE   27,037 0 0
TORCHMARK CORP COM 891027104 1,305 15,929 SH   SOLE   15,929 0 0
TORO CO COM 891092108 1,877 27,263 SH   SOLE   27,263 0 0
TOWER INTL INC COM 891826109 3,441 163,630 SH   SOLE   163,630 0 0
TOWER INTL INC COM 891826109 1,063 50,548 SH   DFND 1 50,548 0 0
TOTAL SYS SVCS INC COM 891906109 690 7,267 SH   SOLE   7,267 0 0
TRACTOR SUPPLY CO COM 892356106 529 5,416 SH   SOLE   5,416 0 0
TRANSDIGM GROUP INC COM 893641100 9,478 20,876 SH   SOLE   20,876 0 0
TRANSDIGM GROUP INC COM 893641100 3,066 6,753 SH   DFND 1 6,753 0 0
TRANSUNION COM 89400J107 5,211 77,965 SH   DFND 1 77,965 0 0
TRANSUNION COM 89400J107 6,846 102,424 SH   SOLE   102,424 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,620 11,814 SH   SOLE   11,814 0 0
TREDEGAR CORP COM 894650100 314 19,477 SH   SOLE   19,477 0 0
TREEHOUSE FOODS INC COM 89469A104 38,545 597,141 SH   SOLE   597,141 0 0
TREEHOUSE FOODS INC COM 89469A104 36,355 563,200 SH   DFND 1 563,200 0 0
TREX CO INC COM 89531P105 941 15,292 SH   SOLE   15,292 0 0
TRICO BANCSHARES COM 896095106 971 24,704 SH   DFND 1 24,704 0 0
TRICO BANCSHARES COM 896095106 3,259 82,957 SH   SOLE   82,957 0 0
TRIMAS CORP COM NEW 896215209 1,991 65,863 SH   DFND 1 65,863 0 0
TRIMAS CORP COM NEW 896215209 6,505 215,182 SH   SOLE   215,182 0 0
TRIMBLE INC COM 896239100 2,823 69,871 SH   SOLE   69,871 0 0
TRINITY INDS INC COM 896522109 751 34,552 SH   SOLE   34,552 0 0
TRIUMPH BANCORP INC COM 89679E300 543 18,488 SH   SOLE   18,488 0 0
TRIUMPH GROUP INC NEW COM 896818101 726 38,107 SH   SOLE   38,107 0 0
TRIPADVISOR INC COM 896945201 241 4,684 SH   SOLE   4,684 0 0
TRUEBLUE INC COM 89785X101 731 30,943 SH   SOLE   30,943 0 0
TRUSTCO BK CORP N Y COM 898349105 4,703 606,064 SH   SOLE   606,064 0 0
TRUSTCO BK CORP N Y COM 898349105 1,216 156,641 SH   DFND 1 156,641 0 0
TRUSTMARK CORP COM 898402102 585 17,386 SH   SOLE   17,386 0 0
TTEC HLDGS INC COM 89854H102 383 10,561 SH   SOLE   10,561 0 0
TUPPERWARE BRANDS CORP COM 899896104 322 12,580 SH   SOLE   12,580 0 0
TURNING PT BRANDS INC COM 90041L105 33,488 726,583 SH   SOLE   726,583 0 0
TURNING PT BRANDS INC COM 90041L105 21,077 457,298 SH   DFND 1 457,298 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 3,393 3,550,000 SH   SOLE   3,550,000 0 0
TWITTER INC COM 90184L102 30,558 929,370 SH   DFND 1 929,370 0 0
TWITTER INC COM 90184L102 35,258 1,072,336 SH   SOLE   1,072,336 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,638 6,750,000 SH   SOLE   6,750,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 8,892 9,450,000 SH   SOLE   9,450,000 0 0
II VI INC COM 902104108 1,701 45,668 SH   SOLE   45,668 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 3,348 3,200,000 SH   SOLE   3,200,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 6,537 31,980 SH   DFND 1 31,980 0 0
TYLER TECHNOLOGIES INC COM 902252105 19,702 96,390 SH   SOLE   96,390 0 0
TYSON FOODS INC CL A 902494103 915 13,182 SH   SOLE   13,182 0 0
UDR INC COM 902653104 6,896 151,687 SH   SOLE   151,687 0 0
UGI CORP NEW COM 902681105 10,299 185,837 SH   SOLE   185,837 0 0
UGI CORP NEW COM 902681105 1,352 24,390 SH   DFND 1 24,390 0 0
UMB FINL CORP COM 902788108 745 11,627 SH   SOLE   11,627 0 0
US BANCORP DEL COM NEW 902973304 17,765 368,640 SH   DFND 1 368,640 0 0
US BANCORP DEL COM NEW 902973304 34,115 707,924 SH   SOLE   707,924 0 0
UMH PPTYS INC COM 903002103 580 41,185 SH   SOLE   41,185 0 0
UMH PPTYS INC COM 903002103 172 12,221 SH   DFND 1 12,221 0 0
U S CONCRETE INC COM NEW 90333L201 505 12,204 SH   SOLE   12,204 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,018 9,690 SH   SOLE   9,690 0 0
U S SILICA HLDGS INC COM 90346E103 970 55,897 SH   SOLE   55,897 0 0
ULTA BEAUTY INC COM 90384S303 16,225 46,525 SH   SOLE   46,525 0 0
ULTA BEAUTY INC COM 90384S303 5,541 15,888 SH   DFND 1 15,888 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,492 19,665 SH   SOLE   19,665 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,461 4,427 SH   DFND 1 4,427 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 522 50,448 SH   SOLE   50,448 0 0
UMPQUA HLDGS CORP COM 904214103 1,416 85,804 SH   SOLE   85,804 0 0
UNIFI INC COM NEW 904677200 214 11,065 SH   SOLE   11,065 0 0
UNIFIRST CORP MASS COM 904708104 3,446 22,448 SH   SOLE   22,448 0 0
UNIFIRST CORP MASS COM 904708104 479 3,122 SH   DFND 1 3,122 0 0
UNION PACIFIC CORP COM 907818108 5,450 32,597 SH   SOLE   32,597 0 0
UNISYS CORP COM NEW 909214306 455 39,017 SH   SOLE   39,017 0 0
UNIT CORP COM 909218109 4,691 329,438 SH   SOLE   329,438 0 0
UNIT CORP COM 909218109 1,278 89,768 SH   DFND 1 89,768 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 9,116 365,663 SH   SOLE   365,663 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 5,791 232,271 SH   DFND 1 232,271 0 0
UNITED BANKSHARES INC WEST V COM 909907107 969 26,741 SH   SOLE   26,741 0 0
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UNITED CONTL HLDGS INC COM 910047109 41,266 517,251 SH   SOLE   517,251 0 0
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UNITED FINL BANCORP INC NEW COM 910304104 3,440 239,712 SH   SOLE   239,712 0 0
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UNITED NAT FOODS INC COM 911163103 513 38,829 SH   SOLE   38,829 0 0
UNITED PARCEL SERVICE INC CL B 911312106 32,862 294,090 SH   SOLE   294,090 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,304 163,807 SH   DFND 1 163,807 0 0
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UNITED STATES LIME & MINERAL COM 911922102 8,692 112,710 SH   SOLE   112,710 0 0
UNITED STATES LIME & MINERAL COM 911922102 6,383 82,765 SH   DFND 1 82,765 0 0
UNITED STATES STL CORP NEW COM 912909108 896 45,954 SH   SOLE   45,954 0 0
UNITED TECHNOLOGIES CORP COM 913017109 43,100 334,394 SH   DFND 1 334,394 0 0
UNITED TECHNOLOGIES CORP COM 913017109 113,167 878,016 SH   SOLE   878,016 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,327 11,302 SH   SOLE   11,302 0 0
UNITEDHEALTH GROUP INC COM 91324P102 68,388 276,585 SH   DFND 1 276,585 0 0
UNITEDHEALTH GROUP INC COM 91324P102 176,308 713,048 SH   SOLE   713,048 0 0
UNITIL CORP COM 913259107 669 12,358 SH   SOLE   12,358 0 0
UNITI GROUP INC COM 91325V108 519 46,398 SH   SOLE   46,398 0 0
UNIVERSAL CORP VA COM 913456109 1,099 19,074 SH   SOLE   19,074 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,063 13,496 SH   DFND 1 13,496 0 0
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UNIVERSAL ELECTRS INC COM 913483103 391 10,522 SH   SOLE   10,522 0 0
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UNIVERSAL INS HLDGS INC COM 91359V107 761 24,556 SH   SOLE   24,556 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 507 25,774 SH   DFND 1 25,774 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,713 87,059 SH   SOLE   87,059 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 43,773 327,227 SH   SOLE   327,227 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 35,818 267,761 SH   DFND 1 267,761 0 0
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UNUM GROUP COM 91529Y106 929 27,475 SH   SOLE   27,475 0 0
URBAN OUTFITTERS INC COM 917047102 579 19,539 SH   SOLE   19,539 0 0
URBAN EDGE PPTYS COM 91704F104 2,904 152,854 SH   SOLE   152,854 0 0
URBAN EDGE PPTYS COM 91704F104 484 25,455 SH   DFND 1 25,455 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,196 57,935 SH   SOLE   57,935 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 224 10,833 SH   DFND 1 10,833 0 0
US ECOLOGY INC COM 91732J102 944 16,856 SH   SOLE   16,856 0 0
V F CORP COM 918204108 1,259 14,483 SH   SOLE   14,483 0 0
VAIL RESORTS INC COM 91879Q109 13,878 63,867 SH   SOLE   63,867 0 0
VAIL RESORTS INC COM 91879Q109 5,143 23,667 SH   DFND 1 23,667 0 0
VALE S A SPONSORED ADS 91912E105 3,056 233,996 SH   DFND 1 233,996 0 0
VALE S A SPONSORED ADS 91912E105 6,127 469,171 SH   SOLE   469,171 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,598 18,836 SH   SOLE   18,836 0 0
VALLEY NATL BANCORP COM 919794107 823 85,893 SH   SOLE   85,893 0 0
VALMONT INDS INC COM 920253101 10,422 80,104 SH   DFND 1 80,104 0 0
VALMONT INDS INC COM 920253101 18,771 144,285 SH   SOLE   144,285 0 0
VALVOLINE INC COM 92047W101 905 48,752 SH   SOLE   48,752 0 0
VANDA PHARMACEUTICALS INC COM 921659108 738 40,086 SH   SOLE   40,086 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2,716 25,545 SH   SOLE   25,545 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2,058 19,351 SH   DFND 1 19,351 0 0
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VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,142 25,000 SH   SOLE   25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 994 23,388 SH   SOLE   23,388 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 12,572 157,620 SH   DFND 1 157,620 0 0
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VAREX IMAGING CORP COM 92214X106 987 29,139 SH   SOLE   29,139 0 0
VARIAN MED SYS INC COM 92220P105 575 4,054 SH   SOLE   4,054 0 0
VEECO INSTRS INC DEL COM 922417100 396 36,512 SH   SOLE   36,512 0 0
VEEVA SYS INC CL A COM 922475108 22,605 178,185 SH   SOLE   178,185 0 0
VEEVA SYS INC CL A COM 922475108 8,375 66,018 SH   DFND 1 66,018 0 0
VENTAS INC COM 92276F100 7,726 121,081 SH   SOLE   121,081 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 64,141 738,021 SH   SOLE   738,021 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 22,331 256,946 SH   DFND 1 256,946 0 0
VERA BRADLEY INC COM 92335C106 218 16,445 SH   SOLE   16,445 0 0
VEREIT INC COM 92339V100 1,119 133,634 SH   SOLE   133,634 0 0
VERISIGN INC COM 92343E102 854 4,706 SH   SOLE   4,706 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 155,849 2,635,696 SH   SOLE   2,635,696 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 67,147 1,135,583 SH   DFND 1 1,135,583 0 0
VERINT SYS INC COM 92343X100 1,295 21,633 SH   DFND 1 21,633 0 0
VERINT SYS INC COM 92343X100 3,149 52,612 SH   SOLE   52,612 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 2,125 1,929,000 SH   DFND 1 1,929,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 12,694 11,522,000 SH   SOLE   11,522,000 0 0
VERITEX HLDGS INC COM 923451108 836 34,521 SH   SOLE   34,521 0 0
VERITIV CORP COM 923454102 254 9,646 SH   SOLE   9,646 0 0
VERISK ANALYTICS INC COM 92345Y106 65,710 494,062 SH   SOLE   494,062 0 0
VERISK ANALYTICS INC COM 92345Y106 50,184 377,325 SH   DFND 1 377,325 0 0
VERSO CORP CL A 92531L207 3,506 163,693 SH   SOLE   163,693 0 0
VERSO CORP CL A 92531L207 1,339 62,505 SH   DFND 1 62,505 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 30,634 166,535 SH   DFND 1 166,535 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 76,625 416,551 SH   SOLE   416,551 0 0
VERSUM MATLS INC COM 92532W103 1,422 28,265 SH   SOLE   28,265 0 0
VIAD CORP COM NEW 92552R406 874 15,534 SH   SOLE   15,534 0 0
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VIACOM INC NEW CL B 92553P201 443 15,787 SH   SOLE   15,787 0 0
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VICI PPTYS INC COM 925652109 782 35,729 SH   DFND 1 35,729 0 0
VICOR CORP COM 925815102 384 12,370 SH   SOLE   12,370 0 0
VISA INC COM CL A 92826C839 88,581 567,135 SH   DFND 1 567,135 0 0
VISA INC COM CL A 92826C839 211,174 1,352,034 SH   SOLE   1,352,034 0 0
VIRTUSA CORP COM 92827P102 21,242 397,425 SH   DFND 1 397,425 0 0
VIRTUSA CORP COM 92827P102 32,684 611,489 SH   SOLE   611,489 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 532 5,458 SH   SOLE   5,458 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 633 34,249 SH   SOLE   34,249 0 0
VISTA OUTDOOR INC COM 928377100 352 43,977 SH   SOLE   43,977 0 0
VISTEON CORP COM NEW 92839U206 505 7,492 SH   SOLE   7,492 0 0
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VITAMIN SHOPPE INC COM 92849E101 84 11,938 SH   SOLE   11,938 0 0
VONAGE HLDGS CORP COM 92886T201 1,692 168,541 SH   SOLE   168,541 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,651 68,968 SH   SOLE   68,968 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 95 14,543 SH   DFND 1 14,543 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 95 14,543 SH   SOLE   14,543 0 0
VULCAN MATLS CO COM 929160109 696 5,882 SH   SOLE   5,882 0 0
WD-40 CO COM 929236107 1,791 10,571 SH   SOLE   10,571 0 0
WABCO HLDGS INC COM 92927K102 51,339 389,435 SH   SOLE   389,435 0 0
WABCO HLDGS INC COM 92927K102 42,122 319,518 SH   DFND 1 319,518 0 0
WSFS FINL CORP COM 929328102 2,281 59,106 SH   DFND 1 59,106 0 0
WSFS FINL CORP COM 929328102 7,467 193,455 SH   SOLE   193,455 0 0
WEC ENERGY GROUP INC COM 92939U106 1,273 16,093 SH   SOLE   16,093 0 0
WABASH NATL CORP COM 929566107 580 42,816 SH   SOLE   42,816 0 0
WABTEC CORP COM 929740108 460 6,236 SH   SOLE   6,236 0 0
WADDELL & REED FINL INC CL A 930059100 1,035 59,887 SH   SOLE   59,887 0 0
WAGEWORKS INC COM 930427109 1,222 32,360 SH   DFND 1 32,360 0 0
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WALMART INC COM 931142103 36,686 376,150 SH   DFND 1 376,150 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 2,265 35,805 SH   SOLE   35,805 0 0
WALKER & DUNLOP INC COM 93148P102 1,747 34,311 SH   SOLE   34,311 0 0
WASHINGTON FED INC COM 938824109 610 21,119 SH   SOLE   21,119 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 278 49,194 SH   DFND 1 49,194 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,734 306,942 SH   SOLE   306,942 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,484 87,532 SH   SOLE   87,532 0 0
WASHINGTON TR BANCORP COM 940610108 2,469 51,274 SH   SOLE   51,274 0 0
WASHINGTON TR BANCORP COM 940610108 733 15,217 SH   DFND 1 15,217 0 0
WASTE CONNECTIONS INC COM 94106B101 51,115 576,988 SH   SOLE   576,988 0 0
WASTE CONNECTIONS INC COM 94106B101 22,076 249,193 SH   DFND 1 249,193 0 0
WASTE MGMT INC DEL COM 94106L109 1,809 17,410 SH   SOLE   17,410 0 0
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WATSCO INC COM 942622200 1,404 9,804 SH   DFND 1 9,804 0 0
WATSCO INC COM 942622200 4,880 34,075 SH   SOLE   34,075 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,255 27,903 SH   SOLE   27,903 0 0
WEBSTER FINL CORP CONN COM 947890109 1,211 23,902 SH   SOLE   23,902 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 202 10,049 SH   SOLE   10,049 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,799 129,356 SH   SOLE   129,356 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 443 15,080 SH   DFND 1 15,080 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 602 2,232 SH   SOLE   2,232 0 0
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WELLS FARGO CO NEW COM 949746101 513 10,607 SH   DFND 1 10,607 0 0
WELLS FARGO CO NEW COM 949746101 10,016 207,295 SH   SOLE   207,295 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,665 2,836 SH   DFND 1 2,836 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 25,240 19,530 SH   SOLE   19,530 0 0
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WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 83 10,475 SH   DFND 1 10,475 0 0
WELLTOWER INC COM 95040Q104 13,495 173,910 SH   SOLE   173,910 0 0
WENDYS CO COM 95058W100 867 48,489 SH   SOLE   48,489 0 0
WERNER ENTERPRISES INC COM 950755108 391 11,439 SH   SOLE   11,439 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 11,080 100,540 SH   SOLE   100,540 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,824 61,928 SH   DFND 1 61,928 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,262 20,417 SH   SOLE   20,417 0 0
WESTERN ALLIANCE BANCORP COM 957638109 550 13,400 SH   DFND 1 13,400 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,437 35,018 SH   SOLE   35,018 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 83 12,786 SH   DFND 1 12,786 0 0
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WESTERN ASSET HIGH INCM OPP COM 95766K109 851 176,283 SH   DFND 1 176,283 0 0
WESTERN DIGITAL CORP COM 958102105 629 13,080 SH   SOLE   13,080 0 0
WESTERN UN CO COM 959802109 372 20,144 SH   SOLE   20,144 0 0
WESTROCK CO COM 96145D105 616 16,052 SH   DFND 1 16,052 0 0
WESTROCK CO COM 96145D105 2,319 60,466 SH   SOLE   60,466 0 0
WEX INC COM 96208T104 2,144 11,167 SH   SOLE   11,167 0 0
WEYERHAEUSER CO COM 962166104 2,733 103,764 SH   SOLE   103,764 0 0
WHIRLPOOL CORP COM 963320106 378 2,841 SH   SOLE   2,841 0 0
WHITESTONE REIT COM 966084204 366 30,413 SH   SOLE   30,413 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,820 69,632 SH   SOLE   69,632 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 10,531 10,894,000 SH   SOLE   10,894,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 871 901,000 SH   DFND 1 901,000 0 0
WILEY JOHN & SONS INC CL A 968223206 4,624 104,573 SH   SOLE   104,573 0 0
WILEY JOHN & SONS INC CL A 968223206 1,153 26,066 SH   DFND 1 26,066 0 0
WILLDAN GROUP INC COM 96924N100 8,269 223,062 SH   SOLE   223,062 0 0
WILLDAN GROUP INC COM 96924N100 3,153 85,057 SH   DFND 1 85,057 0 0
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WINGSTOP INC COM 974155103 8,382 110,241 SH   SOLE   110,241 0 0
WINGSTOP INC COM 974155103 2,549 33,520 SH   DFND 1 33,520 0 0
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WINTRUST FINL CORP COM 97650W108 17,903 265,899 SH   SOLE   265,899 0 0
WISDOMTREE INVTS INC COM 97717P104 627 88,874 SH   SOLE   88,874 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,501 70,011 SH   SOLE   70,011 0 0
WOODWARD INC COM 980745103 1,366 14,400 SH   SOLE   14,400 0 0
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WORLD ACCEP CORP DEL COM 981419104 595 5,083 SH   SOLE   5,083 0 0
WORLD FUEL SVCS CORP COM 981475106 503 17,416 SH   SOLE   17,416 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 976 11,245 SH   SOLE   11,245 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 3,074 872,000 SH   DFND 1 872,000 0 0
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WORTHINGTON INDS INC COM 981811102 577 15,461 SH   DFND 1 15,461 0 0
WORTHINGTON INDS INC COM 981811102 2,219 59,456 SH   SOLE   59,456 0 0
WPX ENERGY INC COM 98212B103 24,106 1,838,728 SH   DFND 1 1,838,728 0 0
WPX ENERGY INC COM 98212B103 28,419 2,167,760 SH   SOLE   2,167,760 0 0
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WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,285 25,707 SH   SOLE   25,707 0 0
WYNN RESORTS LTD COM 983134107 516 4,326 SH   SOLE   4,326 0 0
XPO LOGISTICS INC COM 983793100 1,518 28,242 SH   SOLE   28,242 0 0
XCEL ENERGY INC COM 98389B100 7,359 130,917 SH   SOLE   130,917 0 0
XILINX INC COM 983919101 101,973 804,269 SH   SOLE   804,269 0 0
XILINX INC COM 983919101 42,581 335,838 SH   DFND 1 335,838 0 0
XENIA HOTELS & RESORTS INC COM 984017103 2,364 107,911 SH   SOLE   107,911 0 0
XEROX CORP COM NEW 984121608 299 9,354 SH   SOLE   9,354 0 0
XYLEM INC COM 98419M100 10,046 127,106 SH   SOLE   127,106 0 0
XYLEM INC COM 98419M100 2,885 36,506 SH   DFND 1 36,506 0 0
XPERI CORP COM 98421B100 866 37,008 SH   SOLE   37,008 0 0
YELP INC CL A 985817105 684 19,812 SH   SOLE   19,812 0 0
YUM BRANDS INC COM 988498101 1,410 14,128 SH   SOLE   14,128 0 0
YUM CHINA HLDGS INC COM 98850P109 4,849 107,976 SH   SOLE   107,976 0 0
YUM CHINA HLDGS INC COM 98850P109 2,164 48,187 SH   DFND 1 48,187 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,429 50,267 SH   SOLE   50,267 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,921 13,942 SH   SOLE   13,942 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,166 9,127 SH   SOLE   9,127 0 0
ZIONS BANCORPORATION N A COM 989701107 119,720 2,636,414 SH   SOLE   2,636,414 0 0
ZIONS BANCORPORATION N A COM 989701107 93,805 2,065,734 SH   DFND 1 2,065,734 0 0
ZIX CORP COM 98974P100 162 23,499 SH   DFND 1 23,499 0 0
ZIX CORP COM 98974P100 546 79,387 SH   SOLE   79,387 0 0
ZOETIS INC CL A 98978V103 43,929 436,364 SH   DFND 1 436,364 0 0
ZOETIS INC CL A 98978V103 101,726 1,010,485 SH   SOLE   1,010,485 0 0
ZUMIEZ INC COM 989817101 4,964 199,455 SH   DFND 1 199,455 0 0
ZUMIEZ INC COM 989817101 6,881 276,472 SH   SOLE   276,472 0 0
ZUORA INC COM CL A 98983V106 1,533 76,550 SH   DFND 1 76,550 0 0
ZUORA INC COM CL A 98983V106 4,970 248,104 SH   SOLE   248,104 0 0
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EURONAV NV ANTWERPEN SHS B38564108 19,565 2,400,633 SH   SOLE   2,400,633 0 0
ADIENT PLC ORD SHS G0084W101 292 22,516 SH   SOLE   22,516 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 383 4,218 SH   SOLE   4,218 0 0
ALLERGAN PLC SHS G0177J108 2,059 14,065 SH   SOLE   14,065 0 0
AON PLC SHS CL A G0408V102 12,529 73,399 SH   SOLE   73,399 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,506 108,470 SH   SOLE   108,470 0 0
ARCH CAP GROUP LTD ORD G0450A105 709 21,923 SH   DFND 1 21,923 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,400 62,273 SH   DFND 1 62,273 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,808 82,196 SH   SOLE   82,196 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 1,339 42,366 SH   SOLE   42,366 0 0
ASSURED GUARANTY LTD COM G0585R106 74,695 1,681,193 SH   DFND 1 1,681,193 0 0
ASSURED GUARANTY LTD COM G0585R106 85,730 1,929,557 SH   SOLE   1,929,557 0 0
ATLASSIAN CORP PLC CL A G06242104 2,090 18,600 SH   DFND 1 18,600 0 0
ATLASSIAN CORP PLC CL A G06242104 5,803 51,630 SH   SOLE   51,630 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,182 154,423 SH   SOLE   154,423 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,347 30,378 SH   DFND 1 30,378 0 0
BELMOND LTD CL A G1154H107 1,708 68,514 SH   SOLE   68,514 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 4,354 321,098 SH   DFND 1 321,098 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 14,565 1,074,134 SH   SOLE   1,074,134 0 0
BUNGE LIMITED COM G16962105 711 13,400 SH   SOLE   13,400 0 0
BUNGE LIMITED COM G16962105 854 16,096 SH   DFND 1 16,096 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 312 6,816 SH   SOLE   6,816 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,016 28,548 SH   SOLE   28,548 0 0
CONSOLIDATED WATER CO INC ORD G23773107 564 43,811 SH   SOLE   43,811 0 0
CONSOLIDATED WATER CO INC ORD G23773107 167 13,001 SH   DFND 1 13,001 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 442 22,940 SH   SOLE   22,940 0 0
EATON CORP PLC SHS G29183103 1,540 19,116 SH   SOLE   19,116 0 0
ENDO INTL PLC SHS G30401106 1,225 152,500 SH   SOLE   152,500 0 0
ENSCO PLC SHS CLASS A G3157S106 445 113,312 SH   SOLE   113,312 0 0
ESSENT GROUP LTD COM G3198U102 2,230 51,332 SH   DFND 1 51,332 0 0
ESSENT GROUP LTD COM G3198U102 7,103 163,470 SH   SOLE   163,470 0 0
EVEREST RE GROUP LTD COM G3223R108 392 1,816 SH   SOLE   1,816 0 0
FABRINET SHS G3323L100 1,473 28,140 SH   SOLE   28,140 0 0
HELEN OF TROY CORP LTD COM G4388N106 793 6,841 SH   SOLE   6,841 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,080 43,236 SH   SOLE   43,236 0 0
HORIZON PHARMA PLC SHS G4617B105 1,140 43,140 SH   SOLE   43,140 0 0
ICON PLC SHS G4705A100 2,652 19,414 SH   SOLE   19,414 0 0
ICON PLC SHS G4705A100 1,267 9,276 SH   DFND 1 9,276 0 0
ICHOR HOLDINGS SHS G4740B105 394 17,441 SH   SOLE   17,441 0 0
IHS MARKIT LTD SHS G47567105 883 16,231 SH   SOLE   16,231 0 0
INGERSOLL-RAND PLC SHS G47791101 24,955 231,170 SH   DFND 1 231,170 0 0
INGERSOLL-RAND PLC SHS G47791101 52,702 488,210 SH   SOLE   488,210 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,132 241,075 SH   SOLE   241,075 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,193 91,828 SH   DFND 1 91,828 0 0
INVESCO LTD SHS G491BT108 347 17,955 SH   SOLE   17,955 0 0
JAMES RIV GROUP LTD COM G5005R107 918 22,913 SH   SOLE   22,913 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 34,232 239,465 SH   DFND 1 239,465 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 43,934 307,335 SH   SOLE   307,335 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,505 40,752 SH   SOLE   40,752 0 0
LINDE PLC COM G5494J103 4,323 24,573 SH   SOLE   24,573 0 0
LIVANOVA PLC SHS G5509L101 1,227 12,616 SH   SOLE   12,616 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 469 21,587 SH   SOLE   21,587 0 0
MEDTRONIC PLC SHS G5960L103 33,644 369,387 SH   DFND 1 369,387 0 0
MEDTRONIC PLC SHS G5960L103 92,353 1,013,978 SH   SOLE   1,013,978 0 0
APTIV PLC SHS G6095L109 12,627 158,847 SH   DFND 1 158,847 0 0
APTIV PLC SHS G6095L109 26,281 330,625 SH   SOLE   330,625 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,701 494,530 SH   SOLE   494,530 0 0
NABORS INDUSTRIES LTD SHS G6359F103 263 76,493 SH   DFND 1 76,493 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 376 15,873 SH   SOLE   15,873 0 0
NOBLE CORP PLC SHS USD G65431101 541 188,361 SH   SOLE   188,361 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 38,657 703,369 SH   SOLE   703,369 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 30,715 558,852 SH   DFND 1 558,852 0 0
NOVOCURE LTD ORD SHS G6674U108 1,166 24,199 SH   DFND 1 24,199 0 0
NOVOCURE LTD ORD SHS G6674U108 3,060 63,535 SH   SOLE   63,535 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,142 42,327 SH   SOLE   42,327 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,565 10,907 SH   SOLE   10,907 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 355 32,940 SH   SOLE   32,940 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 551 11,512 SH   SOLE   11,512 0 0
PENTAIR PLC SHS G7S00T104 316 7,096 SH   SOLE   7,096 0 0
SIGNET JEWELERS LIMITED SHS G81276100 365 13,447 SH   SOLE   13,447 0 0
STERIS PLC SHS USD G8473T100 2,804 21,903 SH   SOLE   21,903 0 0
TECHNIPFMC PLC COM G87110105 8,907 378,714 SH   SOLE   378,714 0 0
TECHNIPFMC PLC COM G87110105 2,894 123,052 SH   DFND 1 123,052 0 0
THIRD PT REINS LTD COM G8827U100 590 56,886 SH   SOLE   56,886 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 1,236 63,927 SH   SOLE   63,927 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 376 19,431 SH   DFND 1 19,431 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,577 100,271 SH   SOLE   100,271 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,013 5,765 SH   SOLE   5,765 0 0
PERRIGO CO PLC SHS G97822103 271 5,629 SH   SOLE   5,629 0 0
CHUBB LIMITED COM H1467J104 37,934 270,804 SH   SOLE   270,804 0 0
CHUBB LIMITED COM H1467J104 21,884 156,227 SH   DFND 1 156,227 0 0
GARMIN LTD SHS H2906T109 468 5,415 SH   SOLE   5,415 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,236 15,305 SH   SOLE   15,305 0 0
TRANSOCEAN LTD REG SHS H8817H100 243 27,858 SH   DFND 1 27,858 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,779 204,212 SH   SOLE   204,212 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 7,095 503,398 SH   SOLE   503,398 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2,516 178,526 SH   DFND 1 178,526 0 0
CORE LABORATORIES N V COM N22717107 789 11,449 SH   SOLE   11,449 0 0
INTERXION HOLDING N.V SHS N47279109 1,934 28,975 SH   SOLE   28,975 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,181 14,052 SH   SOLE   14,052 0 0
MYLAN N V SHS EURO N59465109 1,920 67,752 SH   SOLE   67,752 0 0
MYLAN N V SHS EURO N59465109 411 14,494 SH   DFND 1 14,494 0 0
NXP SEMICONDUCTORS N V COM N6596X109 937 10,600 SH   SOLE   10,600 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 159 20,808 SH   SOLE   20,808 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 23,576 749,640 SH   DFND 1 749,640 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 41,319 1,313,813 SH   SOLE   1,313,813 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 878 7,660 SH   SOLE   7,660 0 0
COSTAMARE INC SHS Y1771G102 520 99,918 SH   DFND 1 99,918 0 0
COSTAMARE INC SHS Y1771G102 1,798 345,847 SH   SOLE   345,847 0 0
TEEKAY TANKERS LTD CL A Y8565N102 61 63,142 SH   DFND 1 63,142 0 0
TEEKAY TANKERS LTD CL A Y8565N102 206 212,491 SH   SOLE   212,491 0 0
ISHARES TR CORE S&P MCP ETF 464287507 13,031 68,799 SH   DFND 2 0 0 0
ISHARES TR NA TEC SFTWR ETF 464287515 1,327 6,294 PRN   DFND 2 0 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,003 8,970 SH   DFND 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 300 2,427 SH   DFND 2 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 2,336 10,660 SH   DFND 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 3,078 20,336 SH   DFND 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,091 5,545 SH   DFND 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 485 3,168 SH   DFND 2 0 0 0
ISHARES TR CORE S&P US VLU 464287663 1,397 25,486 SH   DFND 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 1,873 31,053 PRN   DFND 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,126 13,545 SH   DFND 2 0 0 0
ISHARES TR U.S. TECH ETF 464287721 814 4,270 PRN   DFND 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 356 4,087 SH   DFND 2 0 0 0
ISHARES TR US INDUSTRIALS 464287754 1,976 13,016 PRN   DFND 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,195 6,168 SH   DFND 2 0 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 426 3,414 SH   DFND 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 959 8,115 PRN   DFND 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 16,850 218,412 SH   DFND 2 0 0 0
ISHARES TR EUROPE ETF 464287861 717 16,520 PRN   DFND 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 1,126 7,629 SH   DFND 2 0 0 0
ISHARES TR S&P SML 600 GWT 464287887 1,056 5,918 PRN   DFND 2 0 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,313 18,570 PRN   DFND 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,603 27,900 PRN   DFND 2 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 1,104 7,087 PRN   DFND 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 1,175 10,563 SH   DFND 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 10,324 168,855 PRN   DFND 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,387 16,045 SH   DFND 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 8,210 158,734 SH   DFND 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 253 2,398 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 4,743 44,594 PRN   DFND 2 0 0 0
AT&T INC COM 00206R102 743 23,705 SH   DFND 2 0 0 0
ABBOTT LABS COM 002824100 314 3,927 SH   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 101,524 1,576,461 SH   DFND 2 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 284 2,893 SH   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 23,171 204,924 PRN   DFND 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 26,856 94,377 SH   DFND 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 6,075 55,698 SH   DFND 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,705 109,633 SH   DFND 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 819 6,876 SH   DFND 2 0 0 0
ISHARES TR GLOB TELECOM ETF 464287275 329 5,840 PRN   DFND 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 4,438 25,945 PRN   DFND 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 6,461 37,487 PRN   DFND 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 10,131 89,864 SH   DFND 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 68,809 544,205 PRN   DFND 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 12,343 115,709 PRN   DFND 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 519 6,167 PRN   DFND 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,695 180,313 SH   DFND 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 1,505 17,322 SH   DFND 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 848 6,248 SH   DFND 2 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 2,511 22,773 PRN   DFND 2 0 0 0
ISHARES TR US CR BD ETF 464288620 1,854 33,530 PRN   DFND 2 0 0 0
ISHARES TR INTRMD CR BD ETF 464288638 1,666 30,211 SH   DFND 2 0 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 10,701 202,585 SH   DFND 2 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 649 5,267 SH   DFND 2 0 0 0
ISHARES TR S&P US PFD STK 464288687 7,187 196,636 SH   DFND 2 0 0 0
ISHARES TR US REGNL BKS ETF 464288778 2,145 49,358 PRN   DFND 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 2,313 47,320 PRN   DFND 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 667 8,615 PRN   DFND 2 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 768 12,253 PRN   DFND 2 0 0 0
ISHARES TR AGGRES ALLOC ETF 464289859 302 5,648 PRN   DFND 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 12,093 237,530 PRN   DFND 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 5,668 60,757 PRN   DFND 2 0 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 12,839 178,313 PRN   DFND 2 0 0 0
ISHARES US ETF TR SHT MAT MUN ETF 46431W838 460 9,198 PRN   DFND 2 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 17,681 199,678 PRN   DFND 2 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 6,166 54,964 PRN   DFND 2 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 4,135 71,210 PRN   DFND 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 9,219 151,701 PRN   DFND 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 589 11,806 PRN   DFND 2 0 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 990 31,847 PRN   DFND 2 0 0 0
ISHARES INC MLT FCTR EMG MKT 46434G889 1,083 25,339 PRN   DFND 2 0 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 6,761 256,786 PRN   DFND 2 0 0 0
ISHARES TR MULTIFACTOR USA 46434V290 4,068 101,427 PRN   DFND 2 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 18,651 507,513 PRN   DFND 2 0 0 0
ISHARES TR MSCI EAFE ESG OP 46435G516 2,363 37,406 PRN   DFND 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 254 5,214 PRN   DFND 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 637 6,297 SH   DFND 2 0 0 0
JP MORGAN EXCHANGE TRADED FD DIV RTN INT EQ 46641Q209 7,916 143,175 PRN   DFND 2 0 0 0
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC 46641Q837 13,410 266,608 PRN   DFND 2 0 0 0
JOHNSON & JOHNSON COM 478160104 642 4,595 SH   DFND 2 0 0 0
KEMPER CORP DEL COM 488401100 289 3,800 SH   DFND 2 0 0 0
LAUDER ESTEE COS INC CL A 518439104 497 3,002 SH   DFND 2 0 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 384 6,334 PRN   DFND 2 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 256 1,699 SH   DFND 2 0 0 0
MCDONALDS CORP COM 580135101 381 2,009 SH   DFND 2 0 0 0
MERCK & CO INC COM 58933Y105 301 3,615 SH   DFND 2 0 0 0
MICROSOFT CORP COM 594918104 458 3,879 SH   DFND 2 0 0 0
NVIDIA CORP COM 67066G104 1,383 7,701 SH   DFND 2 0 0 0
NUSHARES ETF TR ESG LARGE CAP 67092P201 2,150 61,018 PRN   DFND 2 0 0 0
NUSHARES ETF TR ESG LRG VALUE 67092P300 2,176 74,280 PRN   DFND 2 0 0 0
NUSHARES ETF TR ESG SMALL CAP 67092P607 246 8,558 PRN   DFND 2 0 0 0
OPPENHEIMER ETF TR LARGE CAP REV ET 68386C104 217 4,199 PRN   DFND 2 0 0 0
OPPENHEIMER ETF TR ULTRA DIVID REV 68386C401 13,924 367,480 PRN   DFND 2 0 0 0
ORACLE CORP COM 68389X105 603 11,226 SH   DFND 2 0 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 376 3,755 PRN   DFND 2 0 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 577 5,677 PRN   DFND 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 377 6,985 PRN   DFND 2 0 0 0
PROCTER AND GAMBLE CO COM 742718109 394 3,787 SH   DFND 2 0 0 0
RAYTHEON CO COM NEW 755111507 228 1,255 SH   DFND 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,396 4,941 SH   DFND 2 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,878 23,590 SH   DFND 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 595 20,369 PRN   DFND 2 0 0 0
SPDR SERIES TRUST FACTST INV ETF 78464A110 4,644 44,465 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 2,666 44,656 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 3,448 57,179 PRN   DFND 2 0 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,449 27,735 PRN   DFND 2 0 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,549 321,064 SH   DFND 2 0 0 0
SPDR SERIES TRUST AEROSPACE DEF 78464A631 3,932 42,831 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,930 37,585 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,984 97,078 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 1,839 61,950 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 6,855 68,958 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 421 6,321 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 400 MDCP GRW 78464A821 994 18,924 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 242 4,810 PRN   DFND 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 1,030 21,313 PRN   DFND 2 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,384 5,340 PRN   DFND 2 0 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 440 14,326 PRN   DFND 2 0 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 1,389 15,162 PRN   DFND 2 0 0 0
SPDR SER TR NUVEEN BLMBRG SR 78468R739 497 10,249 PRN   DFND 2 0 0 0
SPDR SER TR PORTFOLIO SM ETF 78468R853 688 22,768 PRN   DFND 2 0 0 0
SALESFORCE COM INC COM 79466L302 277 1,752 SH   DFND 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 16,484 207,526 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 9,721 177,591 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 21,523 388,580 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 8,675 124,049 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 1,764 33,751 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 437 8,420 PRN   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 224 4,036 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,917 20,890 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 269 2,360 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,585 23,977 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 9,610 373,793 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 355 4,793 SH   DFND 2 0 0 0
SHERWIN WILLIAMS CO COM 824348106 598 1,388 SH   DFND 2 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 356 1,500 SH   DFND 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 646 2,359 SH   DFND 2 0 0 0
3M CO COM 88579Y101 5,597 26,935 SH   DFND 2 0 0 0
TRIMTABS ETF TR ALL CAP US FREE 89628W302 5,439 153,327 PRN   DFND 2 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 15 15,000 SH   DFND 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 207 1,854 SH   DFND 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 636 4,936 SH   DFND 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 481 1,947 SH   DFND 2 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 68 30,250 SH   DFND 2 0 0 0
VANGUARD GROUP DIV APP ETF 921908844 10,944 99,814 SH   DFND 2 0 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 735 14,163 PRN   DFND 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 949 7,632 SH   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 921932828 5,913 42,127 PRN   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 385 3,214 PRN   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 735 5,428 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 614 6,663 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 911 10,859 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 1,956 24,573 SH   DFND 2 0 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1,445 17,798 PRN   DFND 2 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 19,939 487,856 SH   DFND 2 0 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,894 22,114 SH   DFND 2 0 0 0
VANGUARD WHITEHALL FDS INC INTL DVD ETF 921946810 2,735 42,342 PRN   DFND 2 0 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 592 12,168 PRN   DFND 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 7,855 140,848 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 314 5,273 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,420 13,638 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,650 156,480 SH   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 700 13,061 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 245 2,740 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 924 14,322 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,124 5,603 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 260 4,310 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 32,173 403,370 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,265 14,566 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 499 7,735 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 705 13,468 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3,916 45,084 SH   DFND 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 23,755 91,526 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 2,937 27,223 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 627 4,393 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 459 5,281 SH   DFND 2 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 610 4,741 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,936 12,046 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 15,323 97,962 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 10,386 96,495 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 5,382 35,223 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 728 5,027 SH   DFND 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 374 6,330 SH   DFND 2 0 0 0
VISA INC COM CL A 92826C839 568 3,638 SH   DFND 2 0 0 0
WALMART INC COM 931142103 570 5,847 SH   DFND 2 0 0 0
WISDOMTREE TR EMER MKT HIGH FD 97717W315 2,611 59,564 PRN   DFND 2 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 383 10,697 PRN   DFND 2 0 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 2,266 38,772 PRN   DFND 2 0 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,231 113,501 PRN   DFND 2 0 0 0
WISDOMTREE TR BLMBRG FL TRFD 97717X628 321 12,783 PRN   DFND 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 17,774 412,782 PRN   DFND 2 0 0 0
YUM BRANDS INC COM 988498101 543 5,436 SH   DFND 2 0 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 210 2,975 SH   DFND 2 0 0 0
MEDTRONIC PLC SHS G5960L103 396 4,350 SH   DFND 2 0 0 0
3M CO COM 88579Y101 843 4,059 SH   DFND 3 4,059 0 0
ABBOTT LABS COM 002824100 672 8,407 SH   DFND 3 8,407 0 0
ABBVIE INC COM 00287Y109 851 10,550 SH   DFND 3 10,550 0 0
ABIOMED INC COM 003654100 572 2,002 SH   DFND 3 2,002 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,083 28,875 SH   DFND 3 27,667 0 1,208
ADOBE SYS INC COM 00724F101 745 2,794 SH   DFND 3 2,794 0 0
AFLAC INC COM 001055102 520 10,408 SH   DFND 3 10,408 0 0
ALLSTATE CORP COM 020002101 476 5,054 SH   DFND 3 5,054 0 0
ALPHABET INC CAP STK CL A 02079K305 355 301 SH   DFND 3 301 0 0
ALPHABET INC CAP STK CL C 02079K107 245 209 SH   DFND 3 209 0 0
ALTRIA GROUP INC COM 02209S103 406 7,065 SH   DFND 3 7,065 0 0
AMAZON COM INC COM 023135106 1,166 655 SH   DFND 3 573 0 82
AMERICAN ELEC PWR INC COM 025537101 391 4,658 SH   DFND 3 4,658 0 0
AMGEN INC COM 031162100 246 1,296 SH   DFND 3 1,296 0 0
APPLE INC COM 037833100 4,135 21,768 SH   DFND 3 20,974 0 794
AT&T INC COM 00206R102 1,162 37,033 SH   DFND 3 34,219 0 2,814
AUTOMATIC DATA PROCESSING IN COM 053015103 750 4,693 SH   DFND 3 4,693 0 0
BANK AMER CORP COM 060505104 872 31,614 SH   DFND 3 31,614 0 0
BB&T CORP COM 054937107 442 9,508 SH   DFND 3 9,508 0 0
BECTON DICKINSON & CO COM 075887109 302 1,207 SH   DFND 3 1,207 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 301 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,298 16,415 SH   DFND 3 15,347 0 1,068
BOEING CO COM 097023105 2,337 6,129 SH   DFND 3 6,012 0 117
BP PLC SPONSORED ADR 055622104 804 18,386 SH   DFND 3 16,658 0 1,728
BRISTOL MYERS SQUIBB CO COM 110122108 467 9,788 SH   DFND 3 9,788 0 0
CAMPBELL SOUP CO COM 134429109 1,373 36,019 SH   DFND 3 850 0 35,169
CELGENE CORP COM 151020104 597 6,333 SH   DFND 3 6,333 0 0
CENTERSTATE BK CORP COM 15201P109 251 10,539 SH   DFND 3 10,539 0 0
CHARLES & COLVARD LTD COM 159765106 58 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 471 1,471 SH   DFND 3 1,471 0 0
CHEVRON CORP NEW COM 166764100 1,326 10,763 SH   DFND 3 9,584 0 1,179
CHURCH & DWIGHT INC COM 171340102 4,892 68,685 SH   DFND 3 240 0 68,445
CISCO SYS INC COM 17275R102 831 15,381 SH   DFND 3 14,748 0 633
COCA COLA CO COM 191216100 6,944 148,202 SH   DFND 3 77,769 0 70,434
CSX CORP COM 126408103 962 12,863 SH   DFND 3 12,863 0 0
CULLEN FROST BANKERS INC COM 229899109 4,038 41,602 SH   DFND 3 41,602 0 0
DARDEN RESTAURANTS INC COM 237194105 212 1,750 SH   DFND 3 1,563 0 187
DBX ETF TR XTRACK MSCI EURP 233051853 3,369 118,869 SH   DFND 3 115,645 0 3,224
DEERE & CO COM 244199105 337 2,111 SH   DFND 3 2,111 0 0
DISNEY WALT CO COM DISNEY 254687106 1,283 11,561 SH   DFND 3 10,696 0 865
DNP SELECT INCOME FD COM 23325P104 149 12,945 SH   DFND 3 12,945 0 0
DOMINION ENERGY INC COM 25746U109 666 8,675 SH   DFND 3 8,675 0 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 454 22,765 SH   DFND 3 22,765 0 0
DOWDUPONT INC COM 26078J100 476 8,938 SH   DFND 3 8,938 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 656 7,280 SH   DFND 3 7,280 0 0
EATON CORP PLC SHS G29183103 1,777 22,052 SH   DFND 3 22,052 0 0
EMERSON ELEC CO COM 291011104 262 3,820 SH   DFND 3 3,820 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,292 44,379 SH   DFND 3 1,346 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 105,888 3,504,718 SH   DFND 3 3,209,631 0 295,087
ETF SER SOLUTIONS VIDENT CORE US 26922A602 451,189 9,247,567 SH   DFND 3 8,702,077 0 545,490
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 518,149 21,340,536 SH   DFND 3 19,880,912 0 1,459,625
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 467,753 15,103,426 SH   DFND 3 14,008,637 0 1,094,789
EXCHANGE TRADED CONCEPTS TR FLAG FRNSIC ACC 301505400 549 14,195 SH   DFND 3 13,867 0 328
EXXON MOBIL CORP COM 30231G102 8,816 109,104 SH   DFND 3 106,292 0 2,812
FACEBOOK INC CL A 30303M102 446 2,676 SH   DFND 3 2,464 0 212
FIDELITY NATL INFORMATION SV COM 31620M106 299 2,641 SH   DFND 3 2,641 0 0
FIRST MERCHANTS CORP COM 320817109 235 6,370 SH   DFND 3 6,370 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 3,026 63,329 SH   DFND 3 61,901 0 1,428
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,444 24,265 SH   DFND 3 24,265 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 343 10,570 SH   DFND 3 10,570 0 0
FLAHERTY&CRMN PFD SEC INCOM COM 338478100 201 10,638 SH   DFND 3 10,638 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 144,150 5,794,986 SH   DFND 3 5,456,689 0 338,297
FORD MTR CO DEL COM PAR $0.01 345370860 150 17,102 SH   DFND 3 17,102 0 0
GABELLI EQUITY TR INC COM 362397101 214 34,733 SH   DFND 3 34,733 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 78 15,178 SH   DFND 3 15,178 0 0
GENERAL ELECTRIC CO COM 369604103 698 69,817 SH   DFND 3 34,067 0 35,750
HCA HEALTHCARE INC COM 40412C101 5,459 41,869 SH   DFND 3 41,869 0 0
HOME DEPOT INC COM 437076102 2,790 14,538 SH   DFND 3 13,918 0 620
HONEYWELL INTL INC COM 438516106 1,182 7,441 SH   DFND 3 3,100 0 4,341
HUMANA INC COM 444859102 211 795 SH   DFND 3 795 0 0
IBERIABANK CORP COM 450828108 872 12,167 SH   DFND 3 12,167 0 0
INTEL CORP COM 458140100 1,534 28,576 SH   DFND 3 28,076 0 500
INTERNATIONAL BUSINESS MACHS COM 459200101 1,403 9,947 SH   DFND 3 9,947 0 0
ISHARES GOLD TRUST ISHARES 464285105 129,717 10,478,039 SH   DFND 3 9,633,914 0 844,125
ISHARES INC CORE MSCI EMKT 46434G103 252,535 4,883,662 SH   DFND 3 4,558,612 0 325,050
ISHARES INC MIN VOL EMRG MKT 464286533 1,398 23,584 SH   DFND 3 23,308 0 276
ISHARES SILVER TRUST ISHARES 46428Q109 926 65,336 SH   DFND 3 65,336 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 897 19,200 SH   DFND 3 0 0 19,200
ISHARES TR 1 3 YR CR BD ETF 464288646 206 3,895 SH   DFND 3 300 0 3,595
ISHARES TR 1 3 YR TREAS BD 464287457 2,025 24,078 SH   DFND 3 23,766 0 312
ISHARES TR 20 YR TR BD ETF 464287432 8,134 64,329 SH   DFND 3 63,479 0 850
ISHARES TR CORE 1 5 YR USD 46432F859 2,227 44,664 SH   DFND 3 18,630 0 26,034
ISHARES TR CORE MSCI EAFE 46432F842 22,878 376,468 SH   DFND 3 354,990 0 21,478
ISHARES TR CORE MSCI PAC 46434V696 299,857 5,390,202 SH   DFND 3 5,002,314 0 387,888
ISHARES TR CORE S&P MCP ETF 464287507 6,885 36,348 SH   DFND 3 34,732 0 1,616
ISHARES TR CORE S&P SCP ETF 464287804 6,360 82,444 SH   DFND 3 77,981 0 4,463
ISHARES TR CORE S&P TTL STK 464287150 53,151 825,328 SH   DFND 3 801,876 0 23,452
ISHARES TR CORE S&P500 ETF 464287200 50,602 177,823 SH   DFND 3 167,476 0 10,347
ISHARES TR CORE US AGGBD ET 464287226 20,940 191,987 SH   DFND 3 184,546 0 7,440
ISHARES TR EAFE SML CP ETF 464288273 374 6,512 SH   DFND 3 6,512 0 0
ISHARES TR EUROPE ETF 464287861 523 12,064 SH   DFND 3 12,064 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 665 13,061 SH   DFND 3 12,631 0 430
ISHARES TR GLOBAL TECH ETF 464287291 14,926 87,248 SH   DFND 3 82,181 0 5,067
ISHARES TR IBOXX HI YD ETF 464288513 468 5,418 SH   DFND 3 5,418 0 0
ISHARES TR IBOXX INV CP ETF 464287242 14,458 121,437 SH   DFND 3 113,679 0 7,758
ISHARES TR INTL SEL DIV ETF 464288448 1,056 34,232 SH   DFND 3 33,055 0 1,177
ISHARES TR INTRMD CR BD ETF 464288638 10,605 192,322 SH   DFND 3 180,588 0 11,733
ISHARES TR JPMORGAN USD EMG 464288281 7,506 68,200 SH   DFND 3 64,365 0 3,835
ISHARES TR MBS ETF 464288588 3,040 28,585 SH   DFND 3 28,273 0 312
ISHARES TR MIN VOL USA ETF 46429B697 9,581 162,940 SH   DFND 3 153,694 0 9,246
ISHARES TR MSCI ACWI ETF 464288257 8,129 112,669 SH   DFND 3 100,206 0 12,463
ISHARES TR MSCI ACWI EX US 464288240 6,738 145,631 SH   DFND 3 137,605 0 8,026
ISHARES TR MSCI EAFE ETF 464287465 8,501 131,061 SH   DFND 3 131,061 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 505 11,750 SH   DFND 3 11,750 0 0
ISHARES TR MSCI KLD400 SOC 464288570 271 2,569 SH   DFND 3 2,569 0 0
ISHARES TR RUS 1000 ETF 464287622 211 1,343 SH   DFND 3 1,343 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 15,712 103,802 SH   DFND 3 103,522 0 280
ISHARES TR RUS 1000 VAL ETF 464287598 1,566 12,684 SH   DFND 3 12,684 0 0
ISHARES TR RUS MID CAP ETF 464287499 481 8,917 SH   DFND 3 8,917 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,634 10,675 SH   DFND 3 10,675 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,479 13,120 SH   DFND 3 12,725 0 395
ISHARES TR SELECT DIVID ETF 464287168 1,934 19,699 SH   DFND 3 19,093 0 606
ISHARES TR SHORT TREAS BD 464288679 22,024 199,180 SH   DFND 3 192,027 0 7,154
ISHARES TR TIPS BD ETF 464287176 6,917 61,174 SH   DFND 3 29,491 0 31,683
ISHARES TR U.S. REAL ES ETF 464287739 449 5,156 SH   DFND 3 5,156 0 0
ISHARES TR US TREAS BD ETF 46429B267 14,895 590,165 SH   DFND 3 555,098 0 35,067
ISHARES TR USA MOMENTUM FCT 46432F396 6,880 61,331 SH   DFND 3 57,652 0 3,679
ISHARES US ETF TR COMMOD SEL STG 46431W853 223 6,738 SH   DFND 3 6,738 0 0
ISHARES US ETF TR SHT MAT BD ETF 46431W507 21,191 421,785 SH   DFND 3 396,916 0 24,869
JOHNSON & JOHNSON COM 478160104 1,648 11,791 SH   DFND 3 11,611 0 180
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC 46641Q837 250 4,975 SH   DFND 3 4,975 0 0
JPMORGAN CHASE & CO COM 46625H100 1,142 11,281 SH   DFND 3 11,081 0 200
KIMBERLY CLARK CORP COM 494368103 291 2,349 SH   DFND 3 2,349 0 0
LA Z BOY INC COM 505336107 255 7,734 SH   DFND 3 7,734 0 0
LAKELAND BANCORP INC COM 511637100 408 27,318 SH   DFND 3 27,318 0 0
LAM RESEARCH CORP COM 512807108 230 1,282 SH   DFND 3 1,282 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 398 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 3,454 26,623 SH   DFND 3 4,153 0 22,470
LOCKHEED MARTIN CORP COM 539830109 558 1,857 SH   DFND 3 1,857 0 0
LOWES COS INC COM 548661107 246 2,245 SH   DFND 3 2,245 0 0
MARRIOTT INTL INC NEW CL A 571903202 271 2,163 SH   DFND 3 2,163 0 0
MARSH & MCLENNAN COS INC COM 571748102 588 6,264 SH   DFND 3 6,264 0 0
MCDONALDS CORP COM 580135101 513 2,705 SH   DFND 3 2,555 0 150
MERCK & CO INC COM 58933Y105 661 7,942 SH   DFND 3 7,942 0 0
MICROSOFT CORP COM 594918104 3,340 28,318 SH   DFND 3 27,486 0 832
MIDDLEBY CORP COM 596278101 313 2,409 SH   DFND 3 2,409 0 0
MONDELEZ INTL INC CL A 609207105 1,626 32,578 SH   DFND 3 32,578 0 0
MPLX LP COM UNIT REP LTD 55336V100 893 27,152 SH   DFND 3 27,152 0 0
NATIONAL COMM CORP COM 63546L102 281 7,168 SH   DFND 3 7,168 0 0
NEXTERA ENERGY INC COM 65339F101 1,467 7,590 SH   DFND 3 6,840 0 750
NORFOLK SOUTHERN CORP COM 655844108 997 5,336 SH   DFND 3 5,336 0 0
NORTHERN TR CORP COM 665859104 212 2,348 SH   DFND 3 2,348 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 345 22,845 SH   DFND 3 22,845 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 162 16,800 SH   DFND 3 16,800 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 594 8,967 SH   DFND 3 8,967 0 0
ORACLE CORP COM 68389X105 276 5,141 SH   DFND 3 5,141 0 0
ORTHOPEDIATRICS CORP COM 68752L100 845 19,094 SH   DFND 3 19,094 0 0
PAYPAL HLDGS INC COM 70450Y103 216 2,080 SH   DFND 3 2,080 0 0
PEPSICO INC COM 713448108 1,935 15,783 SH   DFND 3 15,753 0 30
PFIZER INC COM 717081103 2,643 62,250 SH   DFND 3 56,484 0 5,766
PHILIP MORRIS INTL INC COM 718172109 615 6,966 SH   DFND 3 6,966 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 231 25,635 SH   DFND 3 25,635 0 0
PROCTER AND GAMBLE CO COM 742718109 3,400 32,684 SH   DFND 3 31,797 0 887
PUBLIC SVC ENTERPRISE GROUP COM 744573106 418 7,039 SH   DFND 3 7,039 0 0
QUALCOMM INC COM 747525103 473 8,296 SH   DFND 3 8,296 0 0
REGAL BELOIT CORP COM 758750103 253 3,096 SH   DFND 3 3,096 0 0
RENASANT CORP COM 75970E107 1,052 31,064 SH   DFND 3 31,064 0 0
SCHLUMBERGER LTD COM 806857108 247 5,674 SH   DFND 3 5,674 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 204 3,000 SH   DFND 3 3,000 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 203 3,000 SH   DFND 3 3,000 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 214 3,055 SH   DFND 3 3,055 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 297 4,483 SH   DFND 3 4,483 0 0
SOUTHERN CO COM 842587107 1,012 19,587 SH   DFND 3 19,587 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,867 39,889 SH   DFND 3 39,539 0 350
SPDR S&P 500 ETF TR TR UNIT 78462F103 33,538 118,726 SH   DFND 3 116,823 0 1,903
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 1,791 48,137 SH   DFND 3 48,038 0 99
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 1,851 61,119 SH   DFND 3 60,914 0 205
SPDR SERIES TRUST S&P DIVID ETF 78464A763 249 2,511 SH   DFND 3 2,511 0 0
STIFEL FINL CORP COM 860630102 617 11,698 SH   DFND 3 11,698 0 0
STRYKER CORP COM 863667101 573 2,900 SH   DFND 3 2,900 0 0
TOTAL SYS SVCS INC COM 891906109 679 7,147 SH   DFND 3 7,147 0 0
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 256 13,009 SH   DFND 3 12,269 0 740
UNION PAC CORP COM 907818108 368 2,203 SH   DFND 3 2,203 0 0
UNITED PARCEL SERVICE INC CL B 911312106 620 5,548 SH   DFND 3 5,548 0 0
UNITED TECHNOLOGIES CORP COM 913017109 417 3,238 SH   DFND 3 3,138 0 100
UNITEDHEALTH GROUP INC COM 91324P102 550 2,224 SH   DFND 3 2,224 0 0
US BANCORP DEL COM NEW 902973304 265 5,514 SH   DFND 3 5,514 0 0
V F CORP COM 918204108 378 4,345 SH   DFND 3 4,345 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 233 9,898 SH   DFND 3 9,648 0 250
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 9,817 123,341 SH   DFND 3 115,277 0 8,064
VANGUARD GROUP DIV APP ETF 921908844 275 2,506 SH   DFND 3 2,506 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 11,521 99,779 SH   DFND 3 94,590 0 5,189
VANGUARD INDEX FDS GROWTH ETF 922908736 14,003 89,523 SH   DFND 3 88,230 0 1,293
VANGUARD INDEX FDS LARGE CAP ETF 922908637 252 1,938 SH   DFND 3 1,938 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 319 2,955 SH   DFND 3 2,938 0 17
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 5,440 62,592 SH   DFND 3 58,606 0 3,986
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 35,528 136,888 SH   DFND 3 130,383 0 6,505
VANGUARD INDEX FDS SMALL CP ETF 922908751 766 5,014 SH   DFND 3 4,990 0 24
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,221 29,176 SH   DFND 3 28,799 0 377
VANGUARD INDEX FDS VALUE ETF 922908744 17,148 159,325 SH   DFND 3 158,835 0 490
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,012 23,822 SH   DFND 3 23,468 0 354
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 245,247 4,574,651 SH   DFND 3 4,246,434 0 328,217
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 649 9,853 SH   DFND 3 9,853 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 322,873 5,007,343 SH   DFND 3 4,712,942 0 294,401
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 27,052 311,411 SH   DFND 3 298,683 0 12,728
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 35,450 867,400 SH   DFND 3 852,492 0 14,908
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 205 2,395 SH   DFND 3 2,395 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 955 16,151 SH   DFND 3 16,151 0 0
VISA INC COM CL A 92826C839 329 2,102 SH   DFND 3 2,102 0 0
WALMART INC COM 931142103 495 5,075 SH   DFND 3 5,075 0 0
WEC ENERGY GROUP INC COM 92939U106 393 4,975 SH   DFND 3 4,975 0 0
WELLS FARGO CO NEW COM 949746101 1,085 22,452 SH   DFND 3 11,402 0 11,050
YUM BRANDS INC COM 988498101 782 7,833 SH   DFND 3 7,833 0 0
YUM CHINA HLDGS INC COM 98850P109 343 7,618 SH   DFND 3 7,618 0 0
ZOETIS INC CL A 98978V103 669 6,640 SH   DFND 3 6,640 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 938 10,798 SH   DFND 4 10,798 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 274 3,149 SH   DFND 4 3,149 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 409 8,387 SH   DFND 4 8,387 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 1,073 44,183 SH   DFND 4 44,183 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 1,076 34,746 SH   DFND 4 34,746 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 719 28,908 SH   DFND 4 28,908 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,209 11,085 SH   DFND 4 11,085 0 0
ISHARES GOLD TRUST ISHARES 464285105 169 13,612 SH   DFND 4 13,612 0 0
ISHARES INC CORE MSCI EMKT 46434G103 744 14,396 SH   DFND 4 14,396 0 0
ISHARES TR CORE MSCI PAC 46434V696 763 13,718 SH   DFND 4 13,718 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,792 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 441 20,000 SH   DFND 4 20,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 953 11,979 SH   DFND 4 11,979 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 540 4,673 SH   DFND 4 4,673 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 665 12,401 SH   DFND 4 12,401 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,215 18,840 SH   DFND 4 18,840 0 0