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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 1,596 31,805 SH   SOLE   31,805 0 0
AAR CORP COM 000361105 942 25,605 SH   SOLE   25,605 0 0
ACCO BRANDS CORP COM 00081T108 386 49,016 SH   DFND 1 49,016 0 0
ACCO BRANDS CORP COM 00081T108 1,298 164,989 SH   SOLE   164,989 0 0
ABM INDS INC COM 000957100 2,078 51,943 SH   SOLE   51,943 0 0
AFLAC INC COM 001055102 63,982 1,167,337 SH   SOLE   1,167,337 0 0
AFLAC INC COM 001055102 20,394 372,080 SH   DFND 1 372,080 0 0
AGCO CORP COM 001084102 54,805 706,522 SH   DFND 1 706,522 0 0
AGCO CORP COM 001084102 63,215 814,942 SH   SOLE   814,942 0 0
AG MTG INVT TR INC COM 001228105 1,904 119,762 SH   SOLE   119,762 0 0
AG MTG INVT TR INC COM 001228105 618 38,893 SH   DFND 1 38,893 0 0
AES CORP COM 00130H105 500 29,839 SH   SOLE   29,839 0 0
AK STL HLDG CORP COM 001547108 588 248,151 SH   SOLE   248,151 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 263 26,371 SH   SOLE   26,371 0 0
AMC NETWORKS INC CL A 00164V103 654 11,997 SH   SOLE   11,997 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,975 36,408 SH   SOLE   36,408 0 0
ANI PHARMACEUTICALS INC COM 00182C103 535 6,508 SH   SOLE   6,508 0 0
ASGN INC COM 00191U102 5,778 95,345 SH   DFND 1 95,345 0 0
ASGN INC COM 00191U102 11,686 192,841 SH   SOLE   192,841 0 0
AT&T INC COM 00206R102 16,837 502,437 SH   SOLE   502,437 0 0
ATN INTL INC COM 00215F107 493 8,537 SH   SOLE   8,537 0 0
AZZ INC COM 002474104 3,801 82,604 SH   DFND 1 82,604 0 0
AZZ INC COM 002474104 13,348 290,041 SH   SOLE   290,041 0 0
AARONS INC COM PAR $0.50 002535300 1,100 17,913 SH   SOLE   17,913 0 0
ABBOTT LABS COM 002824100 97,707 1,161,790 SH   SOLE   1,161,790 0 0
ABBOTT LABS COM 002824100 37,759 448,974 SH   DFND 1 448,974 0 0
ABBVIE INC COM 00287Y109 4,867 66,932 SH   SOLE   66,932 0 0
ABERCROMBIE & FITCH CO CL A 002896207 834 52,025 SH   SOLE   52,025 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 63 15,000 SH   SOLE   15,000 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 63 15,000 SH   DFND 1 15,000 0 0
ABIOMED INC COM 003654100 2,858 10,972 SH   DFND 1 10,972 0 0
ABIOMED INC COM 003654100 8,323 31,951 SH   SOLE   31,951 0 0
ABRAXAS PETE CORP COM 003830106 219 212,319 SH   SOLE   212,319 0 0
ABRAXAS PETE CORP COM 003830106 65 62,862 SH   DFND 1 62,862 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 817 23,384 SH   SOLE   23,384 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,105 149,988 SH   SOLE   149,988 0 0
ACI WORLDWIDE INC COM 004498101 1,005 29,263 SH   SOLE   29,263 0 0
ACORDA THERAPEUTICS INC COM 00484M106 238 31,016 SH   SOLE   31,016 0 0
ACTIVISION BLIZZARD INC COM 00507V109 25,578 541,899 SH   DFND 1 541,899 0 0
ACTIVISION BLIZZARD INC COM 00507V109 55,355 1,172,781 SH   SOLE   1,172,781 0 0
ACTUANT CORP CL A NEW 00508X203 1,190 47,954 SH   SOLE   47,954 0 0
ACUITY BRANDS INC COM 00508Y102 27,050 196,146 SH   SOLE   196,146 0 0
ACUITY BRANDS INC COM 00508Y102 24,514 177,750 SH   DFND 1 177,750 0 0
ADDUS HOMECARE CORP COM 006739106 593 7,912 SH   SOLE   7,912 0 0
ADOBE INC COM 00724F101 6,509 22,092 SH   SOLE   22,092 0 0
ADTALEM GLOBAL ED INC COM 00737L103 675 14,976 SH   SOLE   14,976 0 0
ADTRAN INC COM 00738A106 572 37,482 SH   SOLE   37,482 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 499 3,237 SH   SOLE   3,237 0 0
AECOM COM 00766T100 1,576 41,645 SH   SOLE   41,645 0 0
AEGION CORP COM 00770F104 1,722 93,573 SH   SOLE   93,573 0 0
AEGION CORP COM 00770F104 376 20,441 SH   DFND 1 20,441 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 990 33,507 SH   DFND 1 33,507 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,599 87,958 SH   SOLE   87,958 0 0
ADVANSIX INC COM 00773T101 541 22,150 SH   SOLE   22,150 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 9,142 204,195 SH   SOLE   204,195 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,522 56,337 SH   DFND 1 56,337 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1,277 718,000 SH   DFND 1 718,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 12,477 7,018,000 SH   SOLE   7,018,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 39,583 1,303,364 SH   DFND 1 1,303,364 0 0
ADVANCED MICRO DEVICES INC COM 007903107 49,955 1,644,869 SH   SOLE   1,644,869 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 25,950 6,700,000 SH   SOLE   6,700,000 0 0
ADVANCED ENERGY INDS COM 007973100 12,352 219,522 SH   SOLE   219,522 0 0
ADVANCED ENERGY INDS COM 007973100 6,778 120,458 SH   DFND 1 120,458 0 0
AEROVIRONMENT INC COM 008073108 948 16,707 SH   SOLE   16,707 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 219 2,374 SH   SOLE   2,374 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 32,294 432,483 SH   SOLE   432,483 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,722 130,193 SH   DFND 1 130,193 0 0
AGILYSYS INC COM 00847J105 297 13,848 SH   SOLE   13,848 0 0
AGREE REALTY CORP COM 008492100 17,649 275,548 SH   SOLE   275,548 0 0
AGREE REALTY CORP COM 008492100 10,085 157,459 SH   DFND 1 157,459 0 0
AIR PRODS & CHEMS INC COM 009158106 2,256 9,967 SH   SOLE   9,967 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 79,336 989,962 SH   SOLE   989,962 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 68,228 851,366 SH   DFND 1 851,366 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 14,956 14,000,000 SH   SOLE   14,000,000 0 0
AKORN INC COM 009728106 381 73,889 SH   SOLE   73,889 0 0
ALAMO GROUP INC COM 011311107 1,254 12,548 SH   SOLE   12,548 0 0
ALARM COM HLDGS INC COM 011642105 1,476 27,594 SH   SOLE   27,594 0 0
ALASKA AIR GROUP INC COM 011659109 355 5,547 SH   SOLE   5,547 0 0
ALBANY INTL CORP CL A 012348108 1,973 23,792 SH   SOLE   23,792 0 0
ALBEMARLE CORP COM 012653101 341 4,842 SH   SOLE   4,842 0 0
ALCOA CORP COM 013872106 17,537 749,123 SH   SOLE   749,123 0 0
ALCOA CORP COM 013872106 10,146 433,417 SH   DFND 1 433,417 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 477 20,638 SH   DFND 1 20,638 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,956 84,689 SH   SOLE   84,689 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,644 288,073 SH   DFND 1 288,073 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 58,647 415,672 SH   SOLE   415,672 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 942 24,721 SH   SOLE   24,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,319 10,068 SH   SOLE   10,068 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,174 60,043 SH   SOLE   60,043 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,907 28,956 SH   DFND 1 28,956 0 0
ALIGN TECHNOLOGY INC COM 016255101 897 3,279 SH   SOLE   3,279 0 0
ALLEGHANY CORP DEL COM 017175100 22,373 32,848 SH   SOLE   32,848 0 0
ALLEGHANY CORP DEL COM 017175100 3,135 4,603 SH   DFND 1 4,603 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 837 33,226 SH   SOLE   33,226 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 9,512 5,100,000 SH   SOLE   5,100,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,448 10,090 SH   SOLE   10,090 0 0
ALLETE INC COM NEW 018522300 5,986 71,939 SH   SOLE   71,939 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 38,422 274,190 SH   DFND 1 274,190 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 40,416 288,418 SH   SOLE   288,418 0 0
ALLIANT ENERGY CORP COM 018802108 37,541 764,886 SH   SOLE   764,886 0 0
ALLIANT ENERGY CORP COM 018802108 35,465 722,600 SH   DFND 1 722,600 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 389 31,375 SH   SOLE   31,375 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 723 58,300 SH   DFND 1 58,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 512 44,052 SH   SOLE   44,052 0 0
ALLSTATE CORP COM 020002101 1,668 16,398 SH   DFND 1 16,398 0 0
ALLSTATE CORP COM 020002101 23,469 230,790 SH   SOLE   230,790 0 0
ALLY FINL INC COM 02005N100 46,344 1,495,450 SH   DFND 1 1,495,450 0 0
ALLY FINL INC COM 02005N100 48,375 1,561,000 SH   SOLE   1,561,000 0 0
ALPHABET INC CAP STK CL C 02079K107 19,818 18,335 SH   DFND 1 18,335 0 0
ALPHABET INC CAP STK CL C 02079K107 67,412 62,366 SH   SOLE   62,366 0 0
ALPHABET INC CAP STK CL A 02079K305 131,373 121,327 SH   DFND 1 121,327 0 0
ALPHABET INC CAP STK CL A 02079K305 307,574 284,054 SH   SOLE   284,054 0 0
ALTERYX INC COM CL A 02156B103 1,346 12,333 SH   DFND 1 12,333 0 0
ALTERYX INC COM CL A 02156B103 3,527 32,326 SH   SOLE   32,326 0 0
ALTRA INDL MOTION CORP COM 02208R106 25,724 716,950 SH   SOLE   716,950 0 0
ALTRA INDL MOTION CORP COM 02208R106 23,325 650,075 SH   DFND 1 650,075 0 0
ALTRIA GROUP INC COM 02209S103 16,918 357,294 SH   SOLE   357,294 0 0
AMAZON COM INC COM 023135106 422,098 222,904 SH   SOLE   222,904 0 0
AMAZON COM INC COM 023135106 169,039 89,267 SH   DFND 1 89,267 0 0
AMBAC FINL GROUP INC COM NEW 023139884 599 35,572 SH   SOLE   35,572 0 0
AMEDISYS INC COM 023436108 935 7,701 SH   SOLE   7,701 0 0
AMEREN CORP COM 023608102 984 13,100 SH   SOLE   13,100 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 594 18,215 SH   SOLE   18,215 0 0
AMERICAN ASSETS TR INC COM 024013104 3,288 69,785 SH   SOLE   69,785 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 30,137 2,361,858 SH   SOLE   2,361,858 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 27,246 2,135,236 SH   DFND 1 2,135,236 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 19,370 419,627 SH   SOLE   419,627 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 10,582 229,242 SH   DFND 1 229,242 0 0
AMERICAN ELEC PWR CO INC COM 025537101 4,562 51,838 SH   SOLE   51,838 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 9,546 178,400 SH   SOLE   178,400 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 732 43,304 SH   SOLE   43,304 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,928 71,001 SH   SOLE   71,001 0 0
AMERICAN EXPRESS CO COM 025816109 6,637 53,767 SH   SOLE   53,767 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 12,595 122,912 SH   DFND 1 122,912 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 61,794 603,040 SH   SOLE   603,040 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,441 223,806 SH   SOLE   223,806 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 23,182 435,107 SH   SOLE   435,107 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,838 203,416 SH   DFND 1 203,416 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 381 12,885 SH   SOLE   12,885 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 4,478 4,450,000 SH   SOLE   4,450,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 322 24,501 SH   SOLE   24,501 0 0
AMERICAN STS WTR CO COM 029899101 2,162 28,736 SH   SOLE   28,736 0 0
AMERICAN TOWER CORP NEW COM 03027X100 77,357 378,364 SH   SOLE   378,364 0 0
AMERICAN TOWER CORP NEW COM 03027X100 19,388 94,830 SH   DFND 1 94,830 0 0
AMERICAN VANGUARD CORP COM 030371108 315 20,424 SH   SOLE   20,424 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 945 8,143 SH   SOLE   8,143 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 997 11,778 SH   SOLE   11,778 0 0
AMERICOLD RLTY TR COM 03064D108 5,605 172,891 SH   SOLE   172,891 0 0
AMERISAFE INC COM 03071H100 964 15,118 SH   SOLE   15,118 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,920 81,165 SH   SOLE   81,165 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,045 23,985 SH   DFND 1 23,985 0 0
AMERIPRISE FINL INC COM 03076C106 2,352 16,203 SH   DFND 1 16,203 0 0
AMERIPRISE FINL INC COM 03076C106 8,546 58,875 SH   SOLE   58,875 0 0
AMERIS BANCORP COM 03076K108 2,194 55,985 SH   DFND 1 55,985 0 0
AMERIS BANCORP COM 03076K108 7,518 191,823 SH   SOLE   191,823 0 0
AMETEK INC NEW COM 031100100 8,159 89,815 SH   DFND 1 89,815 0 0
AMETEK INC NEW COM 031100100 40,596 446,895 SH   SOLE   446,895 0 0
AMGEN INC COM 031162100 7,568 41,068 SH   DFND 1 41,068 0 0
AMGEN INC COM 031162100 35,063 190,272 SH   SOLE   190,272 0 0
AMPHENOL CORP NEW CL A 032095101 64,312 670,337 SH   SOLE   670,337 0 0
AMPHENOL CORP NEW CL A 032095101 13,950 145,407 SH   DFND 1 145,407 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 582 27,567 SH   SOLE   27,567 0 0
ANADARKO PETE CORP COM 032511107 1,604 22,734 SH   SOLE   22,734 0 0
ANALOG DEVICES INC COM 032654105 1,890 16,741 SH   SOLE   16,741 0 0
ANDERSONS INC COM 034164103 563 20,653 SH   SOLE   20,653 0 0
ANGIODYNAMICS INC COM 03475V101 574 29,135 SH   SOLE   29,135 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 275 15,418 SH   DFND 1 15,418 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 568 31,903 SH   SOLE   31,903 0 0
ANIKA THERAPEUTICS INC COM 035255108 453 11,149 SH   SOLE   11,149 0 0
ANIXTER INTL INC COM 035290105 1,349 22,590 SH   SOLE   22,590 0 0
ANSYS INC COM 03662Q105 42,980 209,841 SH   DFND 1 209,841 0 0
ANSYS INC COM 03662Q105 50,530 246,703 SH   SOLE   246,703 0 0
ANTHEM INC COM 036752103 3,223 11,419 SH   DFND 1 11,419 0 0
ANTHEM INC COM 036752103 5,329 18,882 SH   SOLE   18,882 0 0
APACHE CORP COM 037411105 490 16,913 SH   SOLE   16,913 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 759 15,137 SH   DFND 1 15,137 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 6,390 127,498 SH   SOLE   127,498 0 0
APERGY CORP COM 03755L104 686 20,449 SH   SOLE   20,449 0 0
APOGEE ENTERPRISES INC COM 037598109 902 20,773 SH   SOLE   20,773 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,474 134,513 SH   SOLE   134,513 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,848 11,850,000 SH   SOLE   11,850,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,489 2,500,000 SH   SOLE   2,500,000 0 0
APPLE INC COM 037833100 318,434 1,608,903 SH   SOLE   1,608,903 0 0
APPLE INC COM 037833100 129,461 654,108 SH   DFND 1 654,108 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 840 52,977 SH   SOLE   52,977 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 249 15,684 SH   DFND 1 15,684 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,855 30,140 SH   SOLE   30,140 0 0
APPLIED MATLS INC COM 038222105 1,903 42,382 SH   SOLE   42,382 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 152 14,819 SH   SOLE   14,819 0 0
APTARGROUP INC COM 038336103 2,080 16,725 SH   SOLE   16,725 0 0
AQUA AMERICA INC COM 03836W103 2,362 57,101 SH   SOLE   57,101 0 0
AQUA AMERICA INC UNIT 04/30/2022 03836W202 7,179 126,000 SH   SOLE   126,000 0 0
ARBOR RLTY TR INC COM 038923108 1,442 119,000 SH   SOLE   119,000 0 0
ARCBEST CORP COM 03937C105 564 20,060 SH   SOLE   20,060 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,141 27,970 SH   DFND 1 27,970 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,552 111,580 SH   SOLE   111,580 0 0
ARCHROCK INC COM 03957W106 10,697 1,009,111 SH   SOLE   1,009,111 0 0
ARCHROCK INC COM 03957W106 2,955 278,742 SH   DFND 1 278,742 0 0
ARCOSA INC COM 039653100 19,564 519,898 SH   SOLE   519,898 0 0
ARCOSA INC COM 039653100 11,922 316,814 SH   DFND 1 316,814 0 0
ARCONIC INC COM 03965L100 469 18,167 SH   SOLE   18,167 0 0
ARDELYX INC COM 039697107 151 56,088 SH   SOLE   56,088 0 0
ARDELYX INC COM 039697107 45 16,585 SH   DFND 1 16,585 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,444 41,689 SH   SOLE   41,689 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 934 15,939 SH   DFND 1 15,939 0 0
ARES CAP CORP COM 04010L103 4,184 233,215 SH   SOLE   233,215 0 0
ARES CAP CORP COM 04010L103 6,521 363,492 SH   DFND 1 363,492 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,336 4,300,000 SH   SOLE   4,300,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 663 645,000 SH   DFND 1 645,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 2,305 2,243,000 SH   SOLE   2,243,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,071 72,080 SH   SOLE   72,080 0 0
ARES COML REAL ESTATE CORP COM 04013V108 317 21,325 SH   DFND 1 21,325 0 0
ARISTA NETWORKS INC COM 040413106 51,973 200,189 SH   SOLE   200,189 0 0
ARISTA NETWORKS INC COM 040413106 25,216 97,126 SH   DFND 1 97,126 0 0
ARLO TECHNOLOGIES INC COM 04206A101 234 58,255 SH   SOLE   58,255 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,803 108,951 SH   SOLE   108,951 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 291 17,603 SH   DFND 1 17,603 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,087 58,328 SH   SOLE   58,328 0 0
ARRAY BIOPHARMA INC COM 04269X105 2,017 43,541 SH   DFND 1 43,541 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,588 120,612 SH   SOLE   120,612 0 0
ARROW ELECTRS INC COM 042735100 1,600 22,449 SH   SOLE   22,449 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,958 73,903 SH   SOLE   73,903 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,073 55,783 SH   SOLE   55,783 0 0
ARTESIAN RESOURCES CORP CL A 043113208 616 16,576 SH   DFND 1 16,576 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 292 10,621 SH   DFND 1 10,621 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 982 35,696 SH   SOLE   35,696 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,290 15,297 SH   SOLE   15,297 0 0
ASCENA RETAIL GROUP INC COM 04351G101 83 136,306 SH   SOLE   136,306 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 456 153,384 SH   SOLE   153,384 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 138 46,452 SH   DFND 1 46,452 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,324 16,554 SH   SOLE   16,554 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 173 50,161 SH   SOLE   50,161 0 0
ASSOCIATED BANC CORP COM 045487105 918 43,445 SH   SOLE   43,445 0 0
ASSURANT INC COM 04621X108 296 2,780 SH   SOLE   2,780 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 4,457 39,800 SH   SOLE   39,800 0 0
ASTEC INDS INC COM 046224101 573 17,596 SH   SOLE   17,596 0 0
ATKORE INTL GROUP INC COM 047649108 253 9,775 SH   DFND 1 9,775 0 0
ATKORE INTL GROUP INC COM 047649108 780 30,152 SH   SOLE   30,152 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 902 20,201 SH   SOLE   20,201 0 0
ATMOS ENERGY CORP COM 049560105 3,582 33,929 SH   SOLE   33,929 0 0
ATRION CORP COM 049904105 1,717 2,013 SH   SOLE   2,013 0 0
ATRION CORP COM 049904105 511 599 SH   DFND 1 599 0 0
AUTODESK INC COM 052769106 4,319 26,512 SH   SOLE   26,512 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 362 4,231 SH   DFND 1 4,231 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 750 8,755 SH   SOLE   8,755 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,819 41,246 SH   DFND 1 41,246 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 46,373 280,488 SH   SOLE   280,488 0 0
AUTONATION INC COM 05329W102 634 15,111 SH   SOLE   15,111 0 0
AUTOZONE INC COM 053332102 4,612 4,195 SH   SOLE   4,195 0 0
AVALONBAY CMNTYS INC COM 053484101 19,679 96,857 SH   SOLE   96,857 0 0
AVANOS MED INC COM 05350V106 547 12,545 SH   SOLE   12,545 0 0
AVERY DENNISON CORP COM 053611109 445 3,847 SH   SOLE   3,847 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 53 13,711 SH   SOLE   13,711 0 0
AVIS BUDGET GROUP INC COM 053774105 592 16,825 SH   SOLE   16,825 0 0
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BANK AMER CORP COM 060505104 107,992 3,723,862 SH   DFND 1 3,723,862 0 0
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BECTON DICKINSON & CO COM 075887109 6,769 26,862 SH   SOLE   26,862 0 0
BED BATH & BEYOND INC COM 075896100 406 34,961 SH   SOLE   34,961 0 0
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,989 9,332 SH   DFND 1 9,332 0 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 1,116 35,555 SH   SOLE   35,555 0 0
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BLACKROCK ENHANCED EQT DIV T COM 09251A104 149 16,778 SH   DFND 1 16,778 0 0
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BLACKSTONE GROUP L P COM UNIT LTD 09253U108 30,285 681,795 SH   DFND 1 681,795 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 47,647 1,072,638 SH   SOLE   1,072,638 0 0
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BLOCK H & R INC COM 093671105 271 9,260 SH   SOLE   9,260 0 0
BLOOMIN BRANDS INC COM 094235108 1,354 71,605 SH   SOLE   71,605 0 0
BLUCORA INC COM 095229100 1,148 37,816 SH   SOLE   37,816 0 0
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BOEING CO COM 097023105 16,230 44,587 SH   DFND 1 44,587 0 0
BOEING CO COM 097023105 36,380 99,943 SH   SOLE   99,943 0 0
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BONANZA CREEK ENERGY INC COM NEW 097793400 306 14,677 SH   SOLE   14,677 0 0
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BRIGGS & STRATTON CORP COM 109043109 338 33,032 SH   SOLE   33,032 0 0
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BROADCOM INC COM 11135F101 5,159 17,922 SH   SOLE   17,922 0 0
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BROWN & BROWN INC COM 115236101 8,141 243,014 SH   SOLE   243,014 0 0
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CF INDS HLDGS INC COM 125269100 20,567 440,317 SH   DFND 1 440,317 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 520 6,166 SH   SOLE   6,166 0 0
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EHEALTH INC COM 28238P109 1,279 14,858 SH   SOLE   14,858 0 0
8X8 INC NEW COM 282914100 1,809 75,043 SH   SOLE   75,043 0 0
EL PASO ELEC CO COM NEW 283677854 2,074 31,720 SH   SOLE   31,720 0 0
ELDORADO RESORTS INC COM 28470R102 792 17,195 SH   SOLE   17,195 0 0
ELECTRONIC ARTS INC COM 285512109 1,367 13,498 SH   SOLE   13,498 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,244 33,690 SH   SOLE   33,690 0 0
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EMCOR GROUP INC COM 29084Q100 37,561 426,340 SH   SOLE   426,340 0 0
EMCOR GROUP INC COM 29084Q100 10,244 116,274 SH   DFND 1 116,274 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,708 35,347 SH   SOLE   35,347 0 0
EMERSON ELEC CO COM 291011104 17,003 254,844 SH   SOLE   254,844 0 0
EMERSON ELEC CO COM 291011104 4,353 65,248 SH   DFND 1 65,248 0 0
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EMPIRE ST RLTY TR INC CL A 292104106 1,583 106,913 SH   SOLE   106,913 0 0
EMPIRE ST RLTY TR INC CL A 292104106 389 26,298 SH   DFND 1 26,298 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,058 25,031 SH   SOLE   25,031 0 0
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ENERGIZER HLDGS INC NEW COM 29272W109 650 16,810 SH   SOLE   16,810 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 98 11,011 SH   SOLE   11,011 0 0
ENERSYS COM 29275Y102 780 11,380 SH   SOLE   11,380 0 0
ENPRO INDS INC COM 29355X107 1,034 16,196 SH   SOLE   16,196 0 0
ENOVA INTL INC COM 29357K103 606 26,274 SH   SOLE   26,274 0 0
ENSIGN GROUP INC COM 29358P101 2,212 38,861 SH   SOLE   38,861 0 0
ENTERGY CORP NEW COM 29364G103 44,426 431,616 SH   SOLE   431,616 0 0
ENTERGY CORP NEW COM 29364G103 41,715 405,275 SH   DFND 1 405,275 0 0
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EQUINIX INC COM 29444U700 23,347 46,297 SH   SOLE   46,297 0 0
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EQUITY COMWLTH COM SH BEN INT 294628102 1,038 31,920 SH   SOLE   31,920 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 307 9,450 SH   DFND 1 9,450 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 8,572 70,644 SH   SOLE   70,644 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 16,879 222,332 SH   SOLE   222,332 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,064 12,878 SH   DFND 1 12,878 0 0
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ESSENTIAL PPTYS RLTY TR INC COM 29670E107 852 42,494 SH   SOLE   42,494 0 0
ESSEX PPTY TR INC COM 297178105 12,502 42,824 SH   SOLE   42,824 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 232 11,010 SH   DFND 1 11,010 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,192 56,610 SH   SOLE   56,610 0 0
ETSY INC COM 29786A106 37,145 605,263 SH   DFND 1 605,263 0 0
ETSY INC COM 29786A106 37,105 604,611 SH   SOLE   604,611 0 0
EURONET WORLDWIDE INC COM 298736109 6,668 39,632 SH   SOLE   39,632 0 0
EURONET WORLDWIDE INC COM 298736109 2,961 17,597 SH   DFND 1 17,597 0 0
EVERCORE INC CLASS A 29977A105 960 10,837 SH   SOLE   10,837 0 0
EVERGY INC COM 30034W106 989 16,435 SH   SOLE   16,435 0 0
EVERTEC INC COM 30040P103 1,531 46,817 SH   SOLE   46,817 0 0
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EVOLUTION PETROLEUM CORP COM 30049A107 131 18,285 SH   SOLE   18,285 0 0
EXELON CORP COM 30161N101 25,159 524,809 SH   DFND 1 524,809 0 0
EXELON CORP COM 30161N101 50,080 1,044,646 SH   SOLE   1,044,646 0 0
EXELIXIS INC COM 30161Q104 1,707 79,871 SH   SOLE   79,871 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,339 20,245 SH   DFND 1 20,245 0 0
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EXPEDIA GROUP INC COM NEW 30212P303 703 5,283 SH   SOLE   5,283 0 0
EXP WORLD HOLDINGS INC COM 30212W100 188 16,878 SH   SOLE   16,878 0 0
EXPEDITORS INTL WASH INC COM 302130109 587 7,734 SH   SOLE   7,734 0 0
EXPONENT INC COM 30214U102 2,373 40,533 SH   SOLE   40,533 0 0
EXPRESS INC COM 30219E103 147 53,762 SH   SOLE   53,762 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8,948 529,790 SH   SOLE   529,790 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,643 156,462 SH   DFND 1 156,462 0 0
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EXTREME NETWORKS INC COM 30226D106 600 92,743 SH   SOLE   92,743 0 0
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EXTERRAN CORP COM 30227H106 740 52,072 SH   DFND 1 52,072 0 0
EZCORP INC CL A NON VTG 302301106 390 41,168 SH   SOLE   41,168 0 0
EXXON MOBIL CORP COM 30231G102 2,165 28,258 SH   DFND 1 28,258 0 0
EXXON MOBIL CORP COM 30231G102 22,214 289,892 SH   SOLE   289,892 0 0
FBL FINL GROUP INC CL A 30239F106 1,937 30,367 SH   SOLE   30,367 0 0
FBL FINL GROUP INC CL A 30239F106 568 8,899 SH   DFND 1 8,899 0 0
FLIR SYS INC COM 302445101 330 6,103 SH   SOLE   6,103 0 0
F M C CORP COM NEW 302491303 1,372 16,543 SH   SOLE   16,543 0 0
FNB CORP PA COM 302520101 1,010 85,783 SH   SOLE   85,783 0 0
FTI CONSULTING INC COM 302941109 2,490 29,705 SH   SOLE   29,705 0 0
FACEBOOK INC CL A 30303M102 223,519 1,158,129 SH   SOLE   1,158,129 0 0
FACEBOOK INC CL A 30303M102 85,882 444,984 SH   DFND 1 444,984 0 0
FACTSET RESH SYS INC COM 303075105 2,900 10,121 SH   SOLE   10,121 0 0
FAIR ISAAC CORP COM 303250104 12,364 39,373 SH   SOLE   39,373 0 0
FAIR ISAAC CORP COM 303250104 2,908 9,261 SH   DFND 1 9,261 0 0
FARMLAND PARTNERS INC COM 31154R109 355 50,395 SH   SOLE   50,395 0 0
FARMLAND PARTNERS INC COM 31154R109 106 15,054 SH   DFND 1 15,054 0 0
FARO TECHNOLOGIES INC COM 311642102 712 13,535 SH   SOLE   13,535 0 0
FASTENAL CO COM 311900104 840 25,785 SH   SOLE   25,785 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,397 34,145 SH   SOLE   34,145 0 0
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FIDELITY NATL INFORMATION SV COM 31620M106 1,865 15,203 SH   SOLE   15,203 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 240 18,299 SH   SOLE   18,299 0 0
FIFTH THIRD BANCORP COM 316773100 53,034 1,900,857 SH   SOLE   1,900,857 0 0
FIFTH THIRD BANCORP COM 316773100 27,254 976,839 SH   DFND 1 976,839 0 0
58 COM INC SPON ADR REP A 31680Q104 481 7,729 SH   DFND 1 7,729 0 0
58 COM INC SPON ADR REP A 31680Q104 994 15,994 SH   SOLE   15,994 0 0
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FIRST BUSEY CORP COM NEW 319383204 4,845 183,440 SH   SOLE   183,440 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 7,075 15,712 SH   DFND 1 15,712 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 23,677 52,585 SH   SOLE   52,585 0 0
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FIRST FINL BANCORP OH COM 320209109 1,869 77,188 SH   SOLE   77,188 0 0
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FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 10,196 257,402 SH   DFND 1 257,402 0 0
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FIRST MID BANCSHARES INC COM 320866106 258 7,397 SH   SOLE   7,397 0 0
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FIRSTCASH INC COM 33767D105 3,370 33,692 SH   SOLE   33,692 0 0
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FLAGSTAR BANCORP INC COM PAR .001 337930705 748 22,583 SH   SOLE   22,583 0 0
FIRSTENERGY CORP COM 337932107 971 22,691 SH   SOLE   22,691 0 0
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FIVE9 INC COM 338307101 2,931 57,151 SH   DFND 1 57,151 0 0
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FLOWSERVE CORP COM 34354P105 311 5,901 SH   SOLE   5,901 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,881 29,773 SH   SOLE   29,773 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,392 14,388 SH   DFND 1 14,388 0 0
FOOT LOCKER INC COM 344849104 217 5,165 SH   SOLE   5,165 0 0
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FORMFACTOR INC COM 346375108 916 58,430 SH   SOLE   58,430 0 0
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FORTUNE BRANDS HOME & SEC IN COM 34964C106 364 6,379 SH   SOLE   6,379 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 737 215,514 SH   SOLE   215,514 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 233 68,098 SH   DFND 1 68,098 0 0
FORWARD AIR CORP COM 349853101 1,326 22,411 SH   SOLE   22,411 0 0
FOSSIL GROUP INC COM 34988V106 412 35,805 SH   SOLE   35,805 0 0
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FOX CORP CL B COM 35137L204 267 7,315 SH   SOLE   7,315 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,459 29,802 SH   SOLE   29,802 0 0
FRANKLIN ELEC INC COM 353514102 1,431 30,131 SH   SOLE   30,131 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 267 9,581 SH   SOLE   9,581 0 0
FRANKLIN RES INC COM 354613101 463 13,314 SH   SOLE   13,314 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,640 222,259 SH   SOLE   222,259 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 308 41,761 SH   DFND 1 41,761 0 0
FREEPORT-MCMORAN INC CL B 35671D857 758 65,284 SH   SOLE   65,284 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 145 82,612 SH   SOLE   82,612 0 0
FULLER H B CO COM 359694106 1,844 39,740 SH   SOLE   39,740 0 0
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GATX CORP COM 361448103 760 9,581 SH   SOLE   9,581 0 0
GEO GROUP INC NEW COM 36162J106 2,456 116,898 SH   SOLE   116,898 0 0
GEO GROUP INC NEW COM 36162J106 544 25,875 SH   DFND 1 25,875 0 0
GEE GROUP INC COM 36165A102 76 96,278 SH   SOLE   96,278 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,145 30,486 SH   SOLE   30,486 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,898 200,464 SH   DFND 1 200,464 0 0
G-III APPAREL GROUP LTD COM 36237H101 10,051 341,646 SH   SOLE   341,646 0 0
GMS INC COM 36251C103 555 25,225 SH   SOLE   25,225 0 0
GALLAGHER ARTHUR J & CO COM 363576109 20,112 229,619 SH   SOLE   229,619 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,064 34,980 SH   DFND 1 34,980 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,074 27,560 SH   DFND 1 27,560 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,231 134,194 SH   SOLE   134,194 0 0
GAMESTOP CORP NEW CL A 36467W109 438 79,996 SH   SOLE   79,996 0 0
GANNETT CO INC COM 36473H104 733 89,800 SH   SOLE   89,800 0 0
GARRETT MOTION INC COM 366505105 891 58,068 SH   SOLE   58,068 0 0
GARTNER INC COM 366651107 651 4,042 SH   SOLE   4,042 0 0
GEE GROUP INC COM 36165A102 373 472,077 SH   SOLE   472,077 0 0
GENERAL DYNAMICS CORP COM 369550108 30,452 167,482 SH   SOLE   167,482 0 0
GENERAL DYNAMICS CORP COM 369550108 5,212 28,663 SH   DFND 1 28,663 0 0
GENERAL ELECTRIC CO COM 369604103 4,146 394,836 SH   SOLE   394,836 0 0
GENERAL MLS INC COM 370334104 1,424 27,110 SH   SOLE   27,110 0 0
GENERAL MTRS CO COM 37045V100 2,301 59,723 SH   SOLE   59,723 0 0
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GENESEE & WYO INC CL A 371559105 1,496 14,959 SH   SOLE   14,959 0 0
GENTEX CORP COM 371901109 1,665 67,647 SH   SOLE   67,647 0 0
GENMARK DIAGNOSTICS INC COM 372309104 841 129,522 SH   DFND 1 129,522 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,191 337,596 SH   SOLE   337,596 0 0
GENUINE PARTS CO COM 372460105 812 7,835 SH   SOLE   7,835 0 0
GENWORTH FINL INC COM CL A 37247D106 491 132,380 SH   SOLE   132,380 0 0
GENTHERM INC COM 37253A103 1,105 26,405 SH   SOLE   26,405 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 162 10,695 SH   SOLE   10,695 0 0
GETTY RLTY CORP NEW COM 374297109 1,637 53,215 SH   SOLE   53,215 0 0
GETTY RLTY CORP NEW COM 374297109 251 8,145 SH   DFND 1 8,145 0 0
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GILEAD SCIENCES INC COM 375558103 33,683 498,568 SH   DFND 1 498,568 0 0
GILEAD SCIENCES INC COM 375558103 84,247 1,246,989 SH   SOLE   1,246,989 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,679 66,061 SH   SOLE   66,061 0 0
GLADSTONE COML CORP COM 376536108 1,088 51,279 SH   SOLE   51,279 0 0
GLADSTONE COML CORP COM 376536108 332 15,626 SH   DFND 1 15,626 0 0
GLATFELTER COM 377316104 766 45,407 SH   SOLE   45,407 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,333 58,298 SH   SOLE   58,298 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,419 72,317 SH   SOLE   72,317 0 0
GLOBAL PMTS INC COM 37940X102 7,228 45,137 SH   DFND 1 45,137 0 0
GLOBAL PMTS INC COM 37940X102 21,153 132,100 SH   SOLE   132,100 0 0
GLOBUS MED INC CL A 379577208 857 20,262 SH   SOLE   20,262 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,227 49,985 SH   DFND 1 49,985 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 19,008 92,902 SH   SOLE   92,902 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,744 1,740,000 SH   SOLE   1,740,000 0 0
GOLUB CAP BDC INC COM 38173M102 3,753 210,823 SH   DFND 1 210,823 0 0
GOLUB CAP BDC INC COM 38173M102 2,502 140,546 SH   SOLE   140,546 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 939 61,384 SH   SOLE   61,384 0 0
GORMAN RUPP CO COM 383082104 1,875 57,104 SH   SOLE   57,104 0 0
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GRACE W R & CO DEL NEW COM 38388F108 1,914 25,151 SH   SOLE   25,151 0 0
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GRACO INC COM 384109104 2,212 44,073 SH   SOLE   44,073 0 0
GRAHAM HLDGS CO COM 384637104 794 1,151 SH   SOLE   1,151 0 0
GRAINGER W W INC COM 384802104 545 2,032 SH   SOLE   2,032 0 0
GRAN TIERRA ENERGY INC COM 38500T101 186 117,123 SH   DFND 1 117,123 0 0
GRAN TIERRA ENERGY INC COM 38500T101 591 371,416 SH   SOLE   371,416 0 0
GRANITE CONSTR INC COM 387328107 8,900 184,714 SH   SOLE   184,714 0 0
GRANITE CONSTR INC COM 387328107 5,345 110,935 SH   DFND 1 110,935 0 0
GRANITE PT MTG TR INC COM 38741L107 865 45,061 SH   SOLE   45,061 0 0
GREAT SOUTHN BANCORP INC COM 390905107 8,998 150,345 SH   SOLE   150,345 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,695 45,030 SH   DFND 1 45,030 0 0
GREAT WESTN BANCORP INC COM 391416104 1,588 44,467 SH   SOLE   44,467 0 0
GREEN DOT CORP CL A 39304D102 616 12,590 SH   SOLE   12,590 0 0
GREEN PLAINS INC COM 393222104 326 30,265 SH   SOLE   30,265 0 0
GREENBRIER COS INC COM 393657101 772 25,379 SH   SOLE   25,379 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 8,696 9,050,000 SH   SOLE   9,050,000 0 0
GREENHILL & CO INC COM 395259104 188 13,798 SH   SOLE   13,798 0 0
GREIF INC CL A 397624107 226 6,935 SH   SOLE   6,935 0 0
GRIFFON CORP COM 398433102 459 27,149 SH   SOLE   27,149 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,119 13,669 SH   SOLE   13,669 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 364 10,248 SH   SOLE   10,248 0 0
GUESS INC COM 401617105 636 39,360 SH   SOLE   39,360 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 12,604 124,323 SH   DFND 1 124,323 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 27,319 269,468 SH   SOLE   269,468 0 0
GULF ISLAND FABRICATION INC COM 402307102 77 10,876 SH   SOLE   10,876 0 0
GULFPORT ENERGY CORP COM NEW 402635304 556 113,223 SH   SOLE   113,223 0 0
HCA HEALTHCARE INC COM 40412C101 1,626 12,032 SH   SOLE   12,032 0 0
HCP INC COM 40414L109 9,082 283,987 SH   SOLE   283,987 0 0
HCI GROUP INC COM 40416E103 215 5,321 SH   SOLE   5,321 0 0
HFF INC CL A 40418F108 1,414 31,101 SH   SOLE   31,101 0 0
HNI CORP COM 404251100 407 11,498 SH   SOLE   11,498 0 0
HMS HLDGS CORP COM 40425J101 2,203 68,019 SH   SOLE   68,019 0 0
HP INC COM 40434L105 1,418 68,198 SH   SOLE   68,198 0 0
HAEMONETICS CORP COM 405024100 1,631 13,553 SH   SOLE   13,553 0 0
HAIN CELESTIAL GROUP INC COM 405217100 45,052 2,057,188 SH   DFND 1 2,057,188 0 0
HAIN CELESTIAL GROUP INC COM 405217100 50,885 2,323,514 SH   SOLE   2,323,514 0 0
HALLIBURTON CO COM 406216101 24,108 1,060,146 SH   SOLE   1,060,146 0 0
HALLIBURTON CO COM 406216101 15,399 677,168 SH   DFND 1 677,168 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 34,950 2,034,317 SH   SOLE   2,034,317 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 30,088 1,751,348 SH   DFND 1 1,751,348 0 0
HAMILTON LANE INC CL A 407497106 9,496 166,422 SH   DFND 1 166,422 0 0
HAMILTON LANE INC CL A 407497106 18,126 317,674 SH   SOLE   317,674 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 8,083 201,764 SH   DFND 1 201,764 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 11,561 288,580 SH   SOLE   288,580 0 0
HANESBRANDS INC COM 410345102 280 16,283 SH   SOLE   16,283 0 0
HANMI FINL CORP COM NEW 410495204 540 24,260 SH   SOLE   24,260 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 6,042 5,500,000 SH   SOLE   5,500,000 0 0
HANOVER INS GROUP INC COM 410867105 1,885 14,694 SH   DFND 1 14,694 0 0
HANOVER INS GROUP INC COM 410867105 15,411 120,116 SH   SOLE   120,116 0 0
HARLEY DAVIDSON INC COM 412822108 14,051 392,156 SH   DFND 1 392,156 0 0
HARLEY DAVIDSON INC COM 412822108 25,203 703,392 SH   SOLE   703,392 0 0
HARMONIC INC COM 413160102 386 69,571 SH   SOLE   69,571 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 91 39,941 SH   DFND 1 39,941 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 187 82,478 SH   SOLE   82,478 0 0
HARRIS CORP DEL COM 413875105 1,895 10,019 SH   SOLE   10,019 0 0
HARSCO CORP COM 415864107 1,718 62,625 SH   SOLE   62,625 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 55,925 1,003,681 SH   SOLE   1,003,681 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 19,103 342,836 SH   DFND 1 342,836 0 0
HASBRO INC COM 418056107 551 5,216 SH   SOLE   5,216 0 0
HAVERTY FURNITURE INC COM 419596101 572 33,611 SH   SOLE   33,611 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,254 28,799 SH   SOLE   28,799 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,029 37,521 SH   SOLE   37,521 0 0
HAWKINS INC COM 420261109 327 7,542 SH   SOLE   7,542 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 312 9,820 SH   SOLE   9,820 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,035 67,109 SH   DFND 1 67,109 0 0
HEALTHCARE SVCS GRP INC COM 421906108 5,878 193,871 SH   SOLE   193,871 0 0
HEALTHCARE RLTY TR COM 421946104 534 17,037 SH   DFND 1 17,037 0 0
HEALTHCARE RLTY TR COM 421946104 4,942 157,802 SH   SOLE   157,802 0 0
HEALTHSTREAM INC COM 42222N103 518 20,037 SH   SOLE   20,037 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,377 232,471 SH   SOLE   232,471 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 775 28,265 SH   DFND 1 28,265 0 0
HEALTHEQUITY INC COM 42226A107 945 14,444 SH   SOLE   14,444 0 0
HEARTLAND EXPRESS INC COM 422347104 674 37,279 SH   SOLE   37,279 0 0
HEICO CORP NEW COM 422806109 14,639 109,405 SH   SOLE   109,405 0 0
HEICO CORP NEW COM 422806109 5,579 41,691 SH   DFND 1 41,691 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 446 14,893 SH   SOLE   14,893 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 947 109,721 SH   SOLE   109,721 0 0
HELMERICH & PAYNE INC COM 423452101 250 4,929 SH   SOLE   4,929 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 266 20,563 SH   SOLE   20,563 0 0
HENRY JACK & ASSOC INC COM 426281101 466 3,477 SH   SOLE   3,477 0 0
HERITAGE COMMERCE CORP COM 426927109 15,588 1,272,456 SH   SOLE   1,272,456 0 0
HERITAGE COMMERCE CORP COM 426927109 11,108 906,813 SH   DFND 1 906,813 0 0
HERC HLDGS INC COM 42704L104 605 13,207 SH   SOLE   13,207 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 2,801 2,800,000 SH   SOLE   2,800,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 769 26,040 SH   SOLE   26,040 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 468 28,282 SH   SOLE   28,282 0 0
HERSHEY CO COM 427866108 6,106 45,555 SH   SOLE   45,555 0 0
HESKA CORP COM RESTRC NEW 42805E306 464 5,448 SH   SOLE   5,448 0 0
HESS CORP COM 42809H107 729 11,468 SH   SOLE   11,468 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 906 60,630 SH   SOLE   60,630 0 0
HIBBETT SPORTS INC COM 428567101 261 14,346 SH   SOLE   14,346 0 0
HIGHPOINT RES CORP COM 43114K108 158 86,703 SH   SOLE   86,703 0 0
HIGHWOODS PPTYS INC COM 431284108 15,638 378,645 SH   SOLE   378,645 0 0
HIGHWOODS PPTYS INC COM 431284108 1,175 28,453 SH   DFND 1 28,453 0 0
HILL ROM HLDGS INC COM 431475102 2,374 22,687 SH   DFND 1 22,687 0 0
HILL ROM HLDGS INC COM 431475102 9,846 94,108 SH   SOLE   94,108 0 0
HILLENBRAND INC COM 431571108 2,245 56,742 SH   SOLE   56,742 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,651 37,355 SH   SOLE   37,355 0 0
HOLLYFRONTIER CORP COM 436106108 328 7,078 SH   SOLE   7,078 0 0
HOLOGIC INC COM 436440101 579 12,065 SH   SOLE   12,065 0 0
HOME BANCSHARES INC COM 436893200 788 40,908 SH   SOLE   40,908 0 0
HOME DEPOT INC COM 437076102 18,069 86,882 SH   DFND 1 86,882 0 0
HOME DEPOT INC COM 437076102 83,363 400,841 SH   SOLE   400,841 0 0
HOMESTREET INC COM 43785V102 628 21,178 SH   SOLE   21,178 0 0
HOMETRUST BANCSHARES INC COM 437872104 903 35,921 SH   DFND 1 35,921 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,025 120,316 SH   SOLE   120,316 0 0
HONEYWELL INTL INC COM 438516106 208,456 1,193,975 SH   SOLE   1,193,975 0 0
HONEYWELL INTL INC COM 438516106 83,184 476,452 SH   DFND 1 476,452 0 0
HOOKER FURNITURE CORP COM 439038100 372 18,028 SH   SOLE   18,028 0 0
HOPE BANCORP INC COM 43940T109 1,301 94,386 SH   SOLE   94,386 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 2,466 2,700,000 SH   SOLE   2,700,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 11,596 287,820 SH   SOLE   287,820 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 7,816 193,985 SH   DFND 1 193,985 0 0
HORIZON BANCORP INC COM 440407104 703 43,037 SH   DFND 1 43,037 0 0
HORIZON BANCORP INC COM 440407104 2,363 144,587 SH   SOLE   144,587 0 0
HORMEL FOODS CORP COM 440452100 498 12,283 SH   SOLE   12,283 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,184 47,368 SH   DFND 1 47,368 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,354 214,142 SH   SOLE   214,142 0 0
HOST HOTELS & RESORTS INC COM 44107P104 33,512 1,839,289 SH   SOLE   1,839,289 0 0
HOST HOTELS & RESORTS INC COM 44107P104 25,643 1,407,402 SH   DFND 1 1,407,402 0 0
HOULIHAN LOKEY INC CL A 441593100 4,578 102,806 SH   DFND 1 102,806 0 0
HOULIHAN LOKEY INC CL A 441593100 6,042 135,694 SH   SOLE   135,694 0 0
HOWARD HUGHES CORP COM 44267D107 462 3,729 SH   SOLE   3,729 0 0
HUB GROUP INC CL A 443320106 1,930 45,985 SH   SOLE   45,985 0 0
HUB GROUP INC CL A 443320106 256 6,106 SH   DFND 1 6,106 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 955 26,349 SH   SOLE   26,349 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 462 12,733 SH   DFND 1 12,733 0 0
HUBBELL INC COM 443510607 16,041 123,017 SH   SOLE   123,017 0 0
HUBBELL INC COM 443510607 4,370 33,511 SH   DFND 1 33,511 0 0
HUDSON PAC PPTYS INC COM 444097109 371 11,138 SH   DFND 1 11,138 0 0
HUDSON PAC PPTYS INC COM 444097109 6,060 182,138 SH   SOLE   182,138 0 0
HUMANA INC COM 444859102 14,657 55,247 SH   SOLE   55,247 0 0
HUMANA INC COM 444859102 3,748 14,128 SH   DFND 1 14,128 0 0
HUNT J B TRANS SVCS INC COM 445658107 358 3,919 SH   SOLE   3,919 0 0
HUNTINGTON BANCSHARES INC COM 446150104 14,426 1,043,856 SH   DFND 1 1,043,856 0 0
HUNTINGTON BANCSHARES INC COM 446150104 23,514 1,701,431 SH   SOLE   1,701,431 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 67,162 298,845 SH   DFND 1 298,845 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 72,726 323,601 SH   SOLE   323,601 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 237 4,297 SH   DFND 1 4,297 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 745 13,479 SH   SOLE   13,479 0 0
IAC INTERACTIVECORP COM 44919P508 10,268 47,201 SH   SOLE   47,201 0 0
IAC INTERACTIVECORP COM 44919P508 3,699 17,003 SH   DFND 1 17,003 0 0
ICF INTL INC COM 44925C103 2,093 28,753 SH   DFND 1 28,753 0 0
ICF INTL INC COM 44925C103 6,979 95,865 SH   SOLE   95,865 0 0
ICU MED INC COM 44930G107 1,113 4,419 SH   SOLE   4,419 0 0
IPG PHOTONICS CORP COM 44980X109 253 1,642 SH   SOLE   1,642 0 0
ISTAR INC COM 45031U101 266 21,394 SH   DFND 1 21,394 0 0
ISTAR INC COM 45031U101 1,525 122,786 SH   SOLE   122,786 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 9,866 9,615,000 SH   SOLE   9,615,000 0 0
ITT INC COM 45073V108 1,522 23,239 SH   SOLE   23,239 0 0
IBERIABANK CORP COM 450828108 16,883 222,587 SH   DFND 1 222,587 0 0
IBERIABANK CORP COM 450828108 24,784 326,751 SH   SOLE   326,751 0 0
IDACORP INC COM 451107106 1,338 13,319 SH   SOLE   13,319 0 0
IDEX CORP COM 45167R104 23,496 136,496 SH   SOLE   136,496 0 0
IDEX CORP COM 45167R104 5,968 34,667 SH   DFND 1 34,667 0 0
IDEXX LABS INC COM 45168D104 1,067 3,875 SH   SOLE   3,875 0 0
ILLINOIS TOOL WKS INC COM 452308109 22,844 151,476 SH   SOLE   151,476 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,359 28,906 SH   DFND 1 28,906 0 0
ILLUMINA INC COM 452327109 64,452 175,070 SH   SOLE   175,070 0 0
ILLUMINA INC COM 452327109 24,032 65,277 SH   DFND 1 65,277 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 9,485 6,150,000 SH   SOLE   6,150,000 0 0
IMMUNOMEDICS INC COM 452907108 1,219 87,860 SH   SOLE   87,860 0 0
IMMUNOMEDICS INC COM 452907108 465 33,511 SH   DFND 1 33,511 0 0
INCYTE CORP COM 45337C102 680 8,004 SH   SOLE   8,004 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 810 70,022 SH   SOLE   70,022 0 0
INDEPENDENT BANK CORP MASS COM 453836108 2,040 26,795 SH   SOLE   26,795 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,839 130,286 SH   SOLE   130,286 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 861 39,525 SH   DFND 1 39,525 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 392 18,820 SH   SOLE   18,820 0 0
INGEVITY CORP COM 45688C107 1,165 11,075 SH   SOLE   11,075 0 0
INGREDION INC COM 457187102 1,454 17,624 SH   SOLE   17,624 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,621 27,853 SH   SOLE   27,853 0 0
INNOSPEC INC COM 45768S105 3,336 36,563 SH   DFND 1 36,563 0 0
INNOSPEC INC COM 45768S105 12,625 138,366 SH   SOLE   138,366 0 0
INSPIRE MED SYS INC COM 457730109 3,689 60,821 SH   DFND 1 60,821 0 0
INSPIRE MED SYS INC COM 457730109 9,670 159,446 SH   SOLE   159,446 0 0
INNOPHOS HOLDINGS INC COM 45774N108 654 22,481 SH   SOLE   22,481 0 0
INSTEEL INDUSTRIES INC COM 45774W108 298 14,326 SH   SOLE   14,326 0 0
INSPERITY INC COM 45778Q107 1,214 9,937 SH   SOLE   9,937 0 0
INOGEN INC COM 45780L104 7,144 107,008 SH   SOLE   107,008 0 0
INOGEN INC COM 45780L104 2,556 38,290 SH   DFND 1 38,290 0 0
INSTALLED BLDG PRODS INC COM 45780R101 973 16,429 SH   SOLE   16,429 0 0
INNOVIVA INC COM 45781M101 774 53,153 SH   SOLE   53,153 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,746 3,400,000 SH   SOLE   3,400,000 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 948 7,669 SH   SOLE   7,669 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,044 18,701 SH   SOLE   18,701 0 0
INTEL CORP COM 458140100 9,872 206,229 SH   SOLE   206,229 0 0
INTEGER HLDGS CORP COM 45826H109 1,970 23,469 SH   SOLE   23,469 0 0
INTER PARFUMS INC COM 458334109 1,191 17,909 SH   SOLE   17,909 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 8,764 161,698 SH   SOLE   161,698 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 2,823 52,081 SH   DFND 1 52,081 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 2,282 2,200,000 SH   SOLE   2,200,000 0 0
INTERFACE INC COM 458665304 2,693 175,659 SH   DFND 1 175,659 0 0
INTERFACE INC COM 458665304 9,453 616,665 SH   SOLE   616,665 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 42,547 495,082 SH   DFND 1 495,082 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 101,815 1,184,718 SH   SOLE   1,184,718 0 0
INTERDIGITAL INC COM 45867G101 541 8,397 SH   SOLE   8,397 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 543 14,398 SH   SOLE   14,398 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 35,431 256,931 SH   SOLE   256,931 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,697 41,315 SH   DFND 1 41,315 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 662 4,564 SH   SOLE   4,564 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 9,042 169,000 SH   SOLE   169,000 0 0
INTL PAPER CO COM 460146103 784 18,101 SH   SOLE   18,101 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 284 6,335 SH   SOLE   6,335 0 0
INTERPUBLIC GROUP COS INC COM 460690100 392 17,342 SH   SOLE   17,342 0 0
INTERSECT ENT INC COM 46071F103 2,767 121,569 SH   SOLE   121,569 0 0
INTERSECT ENT INC COM 46071F103 1,055 46,341 SH   DFND 1 46,341 0 0
INTL FCSTONE INC COM 46116V105 498 12,573 SH   SOLE   12,573 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 633 48,804 SH   SOLE   48,804 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 242 18,626 SH   DFND 1 18,626 0 0
INTUIT COM 461202103 28,217 107,975 SH   DFND 1 107,975 0 0
INTUIT COM 461202103 79,519 304,285 SH   SOLE   304,285 0 0
INVACARE CORP COM 461203101 135 26,042 SH   SOLE   26,042 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 38,286 72,988 SH   DFND 1 72,988 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 89,766 171,129 SH   SOLE   171,129 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,615 100,172 SH   SOLE   100,172 0 0
INVESCO SR INCOME TR COM 46131H107 95 21,974 SH   DFND 1 21,974 0 0
INVESCO SR INCOME TR COM 46131H107 95 21,974 SH   SOLE   21,974 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 8,282 365,500 SH   DFND 1 365,500 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 9,979 440,375 SH   SOLE   440,375 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,194 47,900 SH   SOLE   47,900 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,419 56,900 SH   DFND 1 56,900 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 218 3,717 SH   DFND 1 3,717 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 734 12,516 SH   SOLE   12,516 0 0
INVITATION HOMES INC COM 46187W107 8,141 304,558 SH   SOLE   304,558 0 0
IQVIA HLDGS INC COM 46266C105 1,149 7,143 SH   SOLE   7,143 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,746 75,053 SH   SOLE   75,053 0 0
IROBOT CORP COM 462726100 2,008 21,910 SH   SOLE   21,910 0 0
IRON MTN INC NEW COM 46284V101 1,080 34,513 SH   SOLE   34,513 0 0
ISHARES TR IBOXX INV CP ETF 464287242 13,805 111,000 SH   SOLE   111,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,409 83,695 SH   DFND 1 83,695 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,228 76,583 SH   SOLE   76,583 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 7,000 58,089 SH   DFND 1 58,089 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 8,079 40,219 SH   DFND 1 40,219 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 21,803 108,541 SH   SOLE   108,541 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 12,156 78,176 SH   DFND 1 78,176 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 16,026 103,064 SH   SOLE   103,064 0 0
ISHARES TR CORE S&P SCP ETF 464287804 1,943 24,820 SH   SOLE   24,820 0 0
ISHARES TR JPMORGAN USD EMG 464288281 1,195 10,550 SH   SOLE   10,550 0 0
ISHARES TR IBOXX HI YD ETF 464288513 578 6,628 SH   SOLE   6,628 0 0
ISHARES TR IBOXX HI YD ETF 464288513 469 5,384 SH   DFND 1 5,384 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,128 119,704 SH   DFND 1 119,704 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,338 248,216 SH   SOLE   248,216 0 0
ITRON INC COM 465741106 1,634 26,121 SH   SOLE   26,121 0 0
JBG SMITH PPTYS COM 46590V100 4,828 122,732 SH   SOLE   122,732 0 0
JBG SMITH PPTYS COM 46590V100 496 12,615 SH   DFND 1 12,615 0 0
J & J SNACK FOODS CORP COM 466032109 1,897 11,789 SH   SOLE   11,789 0 0
JPMORGAN CHASE & CO COM 46625H100 67,327 602,209 SH   SOLE   602,209 0 0
JPMORGAN CHASE & CO COM 46625H100 28,015 250,580 SH   DFND 1 250,580 0 0
JABIL INC COM 466313103 1,164 36,822 SH   SOLE   36,822 0 0
JACK IN THE BOX INC COM 466367109 555 6,822 SH   SOLE   6,822 0 0
JACOBS ENGR GROUP INC COM 469814107 446 5,280 SH   SOLE   5,280 0 0
JD COM INC SPON ADR CL A 47215P106 318 10,513 SH   DFND 1 10,513 0 0
JD COM INC SPON ADR CL A 47215P106 659 21,755 SH   SOLE   21,755 0 0
JEFFERIES FINL GROUP INC COM 47233W109 228 11,849 SH   SOLE   11,849 0 0
JETBLUE AWYS CORP COM 477143101 1,473 79,654 SH   SOLE   79,654 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,996 24,730 SH   SOLE   24,730 0 0
JOHNSON & JOHNSON COM 478160104 59,027 423,798 SH   DFND 1 423,798 0 0
JOHNSON & JOHNSON COM 478160104 160,465 1,152,105 SH   SOLE   1,152,105 0 0
JOHNSON OUTDOORS INC CL A 479167108 243 3,262 SH   SOLE   3,262 0 0
JONES LANG LASALLE INC COM 48020Q107 1,271 9,032 SH   DFND 1 9,032 0 0
JONES LANG LASALLE INC COM 48020Q107 5,658 40,217 SH   SOLE   40,217 0 0
J2 GLOBAL INC COM 48123V102 1,094 12,305 SH   SOLE   12,305 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 693 497,000 SH   DFND 1 497,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,311 8,833,000 SH   SOLE   8,833,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,807 105,410 SH   SOLE   105,410 0 0
KBR INC COM 48242W106 930 37,278 SH   SOLE   37,278 0 0
KLA-TENCOR CORP COM 482480100 39,865 337,269 SH   SOLE   337,269 0 0
KLA-TENCOR CORP COM 482480100 36,225 306,475 SH   DFND 1 306,475 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 329 16,536 SH   SOLE   16,536 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 369 18,079 SH   SOLE   18,079 0 0
KADANT INC COM 48282T104 7,891 86,896 SH   SOLE   86,896 0 0
KADANT INC COM 48282T104 2,383 26,239 SH   DFND 1 26,239 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 11,597 118,808 SH   SOLE   118,808 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,129 32,056 SH   DFND 1 32,056 0 0
KAMAN CORP COM 483548103 1,393 21,865 SH   SOLE   21,865 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 6,629 5,700,000 SH   SOLE   5,700,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 554 4,548 SH   SOLE   4,548 0 0
KB HOME COM 48666K109 576 22,371 SH   SOLE   22,371 0 0
KELLOGG CO COM 487836108 606 11,310 SH   SOLE   11,310 0 0
KELLY SVCS INC CL A 488152208 1,914 73,095 SH   SOLE   73,095 0 0
KELLY SVCS INC CL A 488152208 388 14,822 SH   DFND 1 14,822 0 0
KEMET CORP COM NEW 488360207 853 45,335 SH   SOLE   45,335 0 0
KEMPER CORP DEL COM 488401100 15,778 182,849 SH   DFND 1 182,849 0 0
KEMPER CORP DEL COM 488401100 21,608 250,407 SH   SOLE   250,407 0 0
KENNAMETAL INC COM 489170100 804 21,739 SH   SOLE   21,739 0 0
KEYCORP NEW COM 493267108 53,690 3,024,781 SH   SOLE   3,024,781 0 0
KEYCORP NEW COM 493267108 50,667 2,854,458 SH   DFND 1 2,854,458 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,445 49,496 SH   DFND 1 49,496 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 15,148 168,672 SH   SOLE   168,672 0 0
KFORCE INC COM 493732101 1,402 39,968 SH   DFND 1 39,968 0 0
KFORCE INC COM 493732101 4,730 134,801 SH   SOLE   134,801 0 0
KILROY RLTY CORP COM 49427F108 1,308 17,715 SH   DFND 1 17,715 0 0
KILROY RLTY CORP COM 49427F108 11,368 154,017 SH   SOLE   154,017 0 0
KIMBERLY CLARK CORP COM 494368103 15,636 117,317 SH   DFND 1 117,317 0 0
KIMBERLY CLARK CORP COM 494368103 29,412 220,677 SH   SOLE   220,677 0 0
KIMCO RLTY CORP COM 49446R109 2,023 109,474 SH   SOLE   109,474 0 0
KINDER MORGAN INC DEL COM 49456B101 1,831 87,707 SH   SOLE   87,707 0 0
KIRBY CORP COM 497266106 1,125 14,246 SH   SOLE   14,246 0 0
KIRKLANDS INC COM 497498105 26 11,656 SH   SOLE   11,656 0 0
KITE RLTY GROUP TR COM NEW 49803T300 208 13,780 SH   DFND 1 13,780 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,957 129,325 SH   SOLE   129,325 0 0
KNOLL INC COM NEW 498904200 2,093 91,063 SH   DFND 1 91,063 0 0
KNOLL INC COM NEW 498904200 6,829 297,168 SH   SOLE   297,168 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,081 32,930 SH   SOLE   32,930 0 0
KNOWLES CORP COM 49926D109 1,296 70,777 SH   SOLE   70,777 0 0
KOHLS CORP COM 500255104 354 7,440 SH   SOLE   7,440 0 0
KONTOOR BRANDS INC COM 50050N103 1,019 36,356 SH   SOLE   36,356 0 0
KOPIN CORP COM 500600101 57 52,648 SH   SOLE   52,648 0 0
KOPPERS HOLDINGS INC COM 50060P106 473 16,121 SH   SOLE   16,121 0 0
KORN FERRY COM NEW 500643200 4,619 115,263 SH   SOLE   115,263 0 0
KORN FERRY COM NEW 500643200 888 22,166 SH   DFND 1 22,166 0 0
KRAFT HEINZ CO COM 500754106 870 28,019 SH   SOLE   28,019 0 0
KRATON CORPORATION COM 50077C106 1,420 45,706 SH   SOLE   45,706 0 0
KRATON CORPORATION COM 50077C106 208 6,696 SH   DFND 1 6,696 0 0
KROGER CO COM 501044101 793 36,523 SH   SOLE   36,523 0 0
KULICKE & SOFFA INDS INC COM 501242101 602 26,708 SH   DFND 1 26,708 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,082 92,319 SH   SOLE   92,319 0 0
L BRANDS INC COM 501797104 277 10,606 SH   SOLE   10,606 0 0
LHC GROUP INC COM 50187A107 21,998 183,957 SH   DFND 1 183,957 0 0
LHC GROUP INC COM 50187A107 38,146 318,999 SH   SOLE   318,999 0 0
LGI HOMES INC COM 50187T106 1,043 14,608 SH   SOLE   14,608 0 0
LKQ CORP COM 501889208 377 14,182 SH   SOLE   14,182 0 0
LCI INDS COM 50189K103 1,756 19,506 SH   SOLE   19,506 0 0
LSB INDS INC COM 502160104 63 16,047 SH   SOLE   16,047 0 0
LTC PPTYS INC COM 502175102 1,670 36,564 SH   SOLE   36,564 0 0
LSC COMMUNICATIONS INC COM 50218P107 96 26,137 SH   SOLE   26,137 0 0
LA Z BOY INC COM 505336107 1,122 36,605 SH   SOLE   36,605 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,643 15,288 SH   SOLE   15,288 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 606 3,505 SH   DFND 1 3,505 0 0
LAKELAND BANCORP INC COM 511637100 322 19,943 SH   DFND 1 19,943 0 0
LAKELAND BANCORP INC COM 511637100 1,086 67,259 SH   SOLE   67,259 0 0
LAM RESEARCH CORP COM 512807108 11,276 60,032 SH   SOLE   60,032 0 0
LAM RESEARCH CORP COM 512807108 3,918 20,856 SH   DFND 1 20,856 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,260 65,177 SH   SOLE   65,177 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,053 13,045 SH   DFND 1 13,045 0 0
LAMB WESTON HLDGS INC COM 513272104 418 6,600 SH   SOLE   6,600 0 0
LANCASTER COLONY CORP COM 513847103 767 5,163 SH   SOLE   5,163 0 0
LANDSTAR SYS INC COM 515098101 1,150 10,650 SH   SOLE   10,650 0 0
LANNET INC COM 516012101 162 26,815 SH   SOLE   26,815 0 0
LANTHEUS HLDGS INC COM 516544103 856 30,242 SH   SOLE   30,242 0 0
LAREDO PETROLEUM INC COM 516806106 346 119,287 SH   SOLE   119,287 0 0
LAS VEGAS SANDS CORP COM 517834107 3,880 65,660 SH   SOLE   65,660 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 15,094 1,034,561 SH   DFND 1 1,034,561 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 25,187 1,726,307 SH   SOLE   1,726,307 0 0
LAUDER ESTEE COS INC CL A 518439104 2,533 13,835 SH   SOLE   13,835 0 0
LEGGETT & PLATT INC COM 524660107 227 5,905 SH   SOLE   5,905 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,442 35,433 SH   SOLE   35,433 0 0
LEGG MASON INC COM 524901105 877 22,921 SH   SOLE   22,921 0 0
LEIDOS HLDGS INC COM 525327102 3,048 38,170 SH   SOLE   38,170 0 0
LEMAITRE VASCULAR INC COM 525558201 348 12,444 SH   SOLE   12,444 0 0
LENDINGTREE INC NEW COM 52603B107 826 1,967 SH   SOLE   1,967 0 0
LENNAR CORP CL A 526057104 627 12,936 SH   SOLE   12,936 0 0
LENNOX INTL INC COM 526107107 2,569 9,342 SH   SOLE   9,342 0 0
LEXINGTON REALTY TRUST COM 529043101 1,918 203,810 SH   SOLE   203,810 0 0
LEXINGTON REALTY TRUST COM 529043101 113 12,025 SH   DFND 1 12,025 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 19,167 11,207,374 SH   SOLE   11,207,374 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 296 173,024 SH   DFND 1 173,024 0 0
LIBERTY PPTY TR SH BEN INT 531172104 517 10,333 SH   DFND 1 10,333 0 0
LIBERTY PPTY TR SH BEN INT 531172104 8,020 160,271 SH   SOLE   160,271 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 2,310 60,811 SH   SOLE   60,811 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 748 19,701 SH   DFND 1 19,701 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3,831 3,254,000 SH   SOLE   3,254,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,250 1,911,000 SH   DFND 1 1,911,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 22,895 200,569 SH   DFND 1 200,569 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 26,604 233,065 SH   SOLE   233,065 0 0
LIFE STORAGE INC COM 53223X107 3,624 38,114 SH   SOLE   38,114 0 0
LIFE STORAGE INC COM 53223X107 363 3,823 SH   DFND 1 3,823 0 0
LILLY ELI & CO COM 532457108 6,721 60,660 SH   SOLE   60,660 0 0
LINCOLN ELEC HLDGS INC COM 533900106 6,906 83,898 SH   DFND 1 83,898 0 0
LINCOLN ELEC HLDGS INC COM 533900106 24,350 295,797 SH   SOLE   295,797 0 0
LINCOLN NATL CORP IND COM 534187109 593 9,204 SH   SOLE   9,204 0 0
LINDSAY CORP COM 535555106 696 8,462 SH   SOLE   8,462 0 0
LIQUIDITY SERVICES INC COM 53635B107 127 20,904 SH   SOLE   20,904 0 0
LITHIA MTRS INC CL A 536797103 2,073 17,455 SH   SOLE   17,455 0 0
LITTELFUSE INC COM 537008104 1,155 6,531 SH   SOLE   6,531 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,449 36,969 SH   SOLE   36,969 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20,430 17,260,000 SH   SOLE   17,260,000 0 0
LIVEPERSON INC COM 538146101 1,306 46,591 SH   SOLE   46,591 0 0
LIVENT CORP COM 53814L108 793 114,540 SH   SOLE   114,540 0 0
LIVERAMP HLDGS INC COM 53815P108 885 18,255 SH   SOLE   18,255 0 0
LOCKHEED MARTIN CORP COM 539830109 93,212 256,400 SH   SOLE   256,400 0 0
LOCKHEED MARTIN CORP COM 539830109 28,953 79,643 SH   DFND 1 79,643 0 0
LOEWS CORP COM 540424108 1,841 33,675 SH   DFND 1 33,675 0 0
LOEWS CORP COM 540424108 6,358 116,305 SH   SOLE   116,305 0 0
LOGMEIN INC COM 54142L109 972 13,187 SH   SOLE   13,187 0 0
LOUISIANA PAC CORP COM 546347105 16,375 624,523 SH   SOLE   624,523 0 0
LOUISIANA PAC CORP COM 546347105 10,705 408,264 SH   DFND 1 408,264 0 0
LOWES COS INC COM 548661107 85,497 847,264 SH   SOLE   847,264 0 0
LOWES COS INC COM 548661107 47,438 470,102 SH   DFND 1 470,102 0 0
LULULEMON ATHLETICA INC COM 550021109 36,948 205,025 SH   DFND 1 205,025 0 0
LULULEMON ATHLETICA INC COM 550021109 38,601 214,200 SH   SOLE   214,200 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 259 22,453 SH   SOLE   22,453 0 0
LUMENTUM HLDGS INC COM 55024U109 1,080 20,221 SH   SOLE   20,221 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 9,122 7,800,000 SH   SOLE   7,800,000 0 0
LUMINEX CORP DEL COM 55027E102 673 32,595 SH   SOLE   32,595 0 0
LYDALL INC DEL COM 550819106 278 13,765 SH   SOLE   13,765 0 0
LYON WILLIAM HOMES CL A NEW 552074700 468 25,646 SH   SOLE   25,646 0 0
M & T BK CORP COM 55261F104 4,222 24,828 SH   DFND 1 24,828 0 0
M & T BK CORP COM 55261F104 15,058 88,542 SH   SOLE   88,542 0 0
M D C HLDGS INC COM 552676108 1,262 38,497 SH   SOLE   38,497 0 0
MDU RES GROUP INC COM 552690109 906 35,112 SH   DFND 1 35,112 0 0
MDU RES GROUP INC COM 552690109 5,127 198,706 SH   SOLE   198,706 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,007 1,000,000 SH   SOLE   1,000,000 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 265 68,618 SH   SOLE   68,618 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 488 126,350 SH   DFND 1 126,350 0 0
MGIC INVT CORP WIS COM 552848103 1,086 82,653 SH   SOLE   82,653 0 0
MGIC INVT CORP WIS COM 552848103 771 58,692 SH   DFND 1 58,692 0 0
MGM RESORTS INTERNATIONAL COM 552953101 657 22,980 SH   SOLE   22,980 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 3,166 103,284 SH   SOLE   103,284 0 0
MGP INGREDIENTS INC NEW COM 55303J106 662 9,978 SH   SOLE   9,978 0 0
M/I HOMES INC COM 55305B101 616 21,591 SH   SOLE   21,591 0 0
MKS INSTRUMENT INC COM 55306N104 1,116 14,328 SH   SOLE   14,328 0 0
MRC GLOBAL INC COM 55345K103 19,626 1,146,402 SH   DFND 1 1,146,402 0 0
MRC GLOBAL INC COM 55345K103 28,879 1,686,848 SH   SOLE   1,686,848 0 0
MSA SAFETY INC COM 553498106 982 9,318 SH   SOLE   9,318 0 0
MSC INDL DIRECT INC CL A 553530106 886 11,935 SH   SOLE   11,935 0 0
MSCI INC COM 55354G100 9,624 40,302 SH   SOLE   40,302 0 0
MSCI INC COM 55354G100 3,147 13,179 SH   DFND 1 13,179 0 0
MTS SYS CORP COM 553777103 822 14,044 SH   SOLE   14,044 0 0
MYR GROUP INC DEL COM 55405W104 485 12,996 SH   SOLE   12,996 0 0
MACERICH CO COM 554382101 1,927 57,528 SH   SOLE   57,528 0 0
MACK CALI RLTY CORP COM 554489104 1,804 77,462 SH   SOLE   77,462 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 297 13,854 SH   SOLE   13,854 0 0
MADDEN STEVEN LTD COM 556269108 2,327 68,534 SH   SOLE   68,534 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,930 39,477 SH   SOLE   39,477 0 0
MAGELLAN HEALTH INC COM NEW 559079207 498 6,708 SH   DFND 1 6,708 0 0
MANHATTAN ASSOCS INC COM 562750109 1,185 17,097 SH   SOLE   17,097 0 0
MANPOWERGROUP INC COM 56418H100 1,193 12,348 SH   DFND 1 12,348 0 0
MANPOWERGROUP INC COM 56418H100 5,212 53,953 SH   SOLE   53,953 0 0
MANTECH INTL CORP CL A 564563104 3,582 54,394 SH   SOLE   54,394 0 0
MANTECH INTL CORP CL A 564563104 654 9,937 SH   DFND 1 9,937 0 0
MARATHON OIL CORP COM 565849106 39,617 2,787,962 SH   SOLE   2,787,962 0 0
MARATHON OIL CORP COM 565849106 20,643 1,452,702 SH   DFND 1 1,452,702 0 0
MARATHON PETE CORP COM 56585A102 22,767 407,433 SH   DFND 1 407,433 0 0
MARATHON PETE CORP COM 56585A102 46,131 825,529 SH   SOLE   825,529 0 0
MARCUS & MILLICHAP INC COM 566324109 519 16,818 SH   SOLE   16,818 0 0
MARCUS CORP COM 566330106 500 15,184 SH   DFND 1 15,184 0 0
MARCUS CORP COM 566330106 2,170 65,829 SH   SOLE   65,829 0 0
MARINEMAX INC COM 567908108 295 17,916 SH   SOLE   17,916 0 0
MARKEL CORP COM 570535104 62,546 57,403 SH   SOLE   57,403 0 0
MARKEL CORP COM 570535104 48,457 44,472 SH   DFND 1 44,472 0 0
MARKETAXESS HLDGS INC COM 57060D108 6,447 20,057 SH   SOLE   20,057 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,249 6,998 SH   DFND 1 6,998 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 995 10,322 SH   SOLE   10,322 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 4,055 4,200,000 SH   SOLE   4,200,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 23,382 234,409 SH   SOLE   234,409 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,755 12,513 SH   SOLE   12,513 0 0
MARTEN TRANS LTD COM 573075108 551 30,340 SH   SOLE   30,340 0 0
MARTIN MARIETTA MATLS INC COM 573284106 13,177 57,263 SH   SOLE   57,263 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,512 19,610 SH   DFND 1 19,610 0 0
MASCO CORP COM 574599106 521 13,268 SH   SOLE   13,268 0 0
MASIMO CORP COM 574795100 2,142 14,393 SH   SOLE   14,393 0 0
MASONITE INTL CORP NEW COM 575385109 4,655 88,359 SH   DFND 1 88,359 0 0
MASONITE INTL CORP NEW COM 575385109 15,231 289,127 SH   SOLE   289,127 0 0
MASTEC INC COM 576323109 839 16,280 SH   SOLE   16,280 0 0
MASTERCARD INC CL A 57636Q104 76,404 288,829 SH   DFND 1 288,829 0 0
MASTERCARD INC CL A 57636Q104 211,542 799,689 SH   SOLE   799,689 0 0
MATADOR RES CO COM 576485205 544 27,384 SH   SOLE   27,384 0 0
MATERION CORP COM 576690101 304 4,483 SH   DFND 1 4,483 0 0
MATERION CORP COM 576690101 2,074 30,579 SH   SOLE   30,579 0 0
MATRIX SVC CO COM 576853105 659 32,519 SH   SOLE   32,519 0 0
MATSON INC COM 57686G105 1,305 33,598 SH   SOLE   33,598 0 0
MATTEL INC COM 577081102 1,024 91,309 SH   SOLE   91,309 0 0
MATTHEWS INTL CORP CL A 577128101 864 24,779 SH   SOLE   24,779 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 737 12,317 SH   SOLE   12,317 0 0
MAXLINEAR INC COM 57776J100 1,176 50,177 SH   SOLE   50,177 0 0
MAXIMUS INC COM 577933104 1,223 16,866 SH   SOLE   16,866 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,102 7,111 SH   SOLE   7,111 0 0
MCDERMOTT INTL INC COM 580037703 462 47,795 SH   SOLE   47,795 0 0
MCDONALDS CORP COM 580135101 28,935 139,336 SH   SOLE   139,336 0 0
MCKESSON CORP COM 58155Q103 6,855 51,010 SH   SOLE   51,010 0 0
MCKESSON CORP COM 58155Q103 1,845 13,726 SH   DFND 1 13,726 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 588 33,715 SH   DFND 1 33,715 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,695 269,182 SH   SOLE   269,182 0 0
MEDICINES CO COM 584688105 1,990 54,570 SH   SOLE   54,570 0 0
MEDIFAST INC COM 58470H101 1,195 9,312 SH   SOLE   9,312 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,490 16,464 SH   SOLE   16,464 0 0
MEDNAX INC COM 58502B106 578 22,905 SH   SOLE   22,905 0 0
MEDPACE HLDGS INC COM 58506Q109 1,337 20,439 SH   SOLE   20,439 0 0
MERCANTILE BANK CORP COM 587376104 213 6,544 SH   DFND 1 6,544 0 0
MERCANTILE BANK CORP COM 587376104 670 20,571 SH   SOLE   20,571 0 0
MERCER INTL INC COM 588056101 522 33,761 SH   SOLE   33,761 0 0
MERCK & CO INC COM 58933Y105 74,962 894,002 SH   DFND 1 894,002 0 0
MERCK & CO INC COM 58933Y105 139,424 1,662,781 SH   SOLE   1,662,781 0 0
MERCURY SYS INC COM 589378108 2,943 41,838 SH   DFND 1 41,838 0 0
MERCURY SYS INC COM 589378108 10,761 152,966 SH   SOLE   152,966 0 0
MERCURY GENL CORP NEW COM 589400100 448 7,169 SH   SOLE   7,169 0 0
MEREDITH CORP COM 589433101 582 10,569 SH   SOLE   10,569 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 396 33,333 SH   SOLE   33,333 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,807 101,030 SH   DFND 1 101,030 0 0
MERIDIAN BANCORP INC MD COM 58958U103 6,285 351,291 SH   SOLE   351,291 0 0
MERIT MED SYS INC COM 589889104 2,588 43,460 SH   DFND 1 43,460 0 0
MERIT MED SYS INC COM 589889104 9,351 157,006 SH   SOLE   157,006 0 0
MERITAGE HOMES CORP COM 59001A102 1,444 28,118 SH   SOLE   28,118 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 14,786 14,186,000 SH   SOLE   14,186,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 823 790,000 SH   DFND 1 790,000 0 0
MESA LABS INC COM 59064R109 349 1,428 SH   DFND 1 1,428 0 0
MESA LABS INC COM 59064R109 1,855 7,593 SH   SOLE   7,593 0 0
META FINL GROUP INC COM 59100U108 607 21,648 SH   SOLE   21,648 0 0
METHODE ELECTRS INC COM 591520200 807 28,257 SH   DFND 1 28,257 0 0
METHODE ELECTRS INC COM 591520200 3,321 116,255 SH   SOLE   116,255 0 0
METLIFE INC COM 59156R108 23,692 476,986 SH   DFND 1 476,986 0 0
METLIFE INC COM 59156R108 37,661 758,233 SH   SOLE   758,233 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 938 1,117 SH   SOLE   1,117 0 0
MICHAELS COS INC COM 59408Q106 207 23,762 SH   SOLE   23,762 0 0
MICROSOFT CORP COM 594918104 583,146 4,353,133 SH   SOLE   4,353,133 0 0
MICROSOFT CORP COM 594918104 240,121 1,792,480 SH   DFND 1 1,792,480 0 0
MICROSTRATEGY INC CL A NEW 594972408 7,530 52,541 SH   SOLE   52,541 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,057 14,354 SH   DFND 1 14,354 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 926 10,676 SH   SOLE   10,676 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,383 8,150,000 SH   SOLE   8,150,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 434 368,000 SH   DFND 1 368,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 10,506 8,918,000 SH   SOLE   8,918,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 1,178 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,776 71,932 SH   DFND 1 71,932 0 0
MICRON TECHNOLOGY INC COM 595112103 33,056 856,599 SH   SOLE   856,599 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,139 52,132 SH   SOLE   52,132 0 0
MIDDLESEX WATER CO COM 596680108 1,612 27,200 SH   SOLE   27,200 0 0
MIDDLESEX WATER CO COM 596680108 475 8,020 SH   DFND 1 8,020 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,741 62,277 SH   DFND 1 62,277 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 5,982 213,937 SH   SOLE   213,937 0 0
MILACRON HLDGS CORP COM 59870L106 1,539 111,553 SH   DFND 1 111,553 0 0
MILACRON HLDGS CORP COM 59870L106 5,092 369,019 SH   SOLE   369,019 0 0
MILLER HERMAN INC COM 600544100 696 15,570 SH   SOLE   15,570 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,452 27,144 SH   DFND 1 27,144 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,355 100,081 SH   SOLE   100,081 0 0
MOBILE MINI INC COM 60740F105 1,067 35,056 SH   SOLE   35,056 0 0
MODINE MFG CO COM 607828100 1,695 118,465 SH   SOLE   118,465 0 0
MODINE MFG CO COM 607828100 502 35,046 SH   DFND 1 35,046 0 0
MOHAWK INDS INC COM 608190104 17,186 116,542 SH   SOLE   116,542 0 0
MOHAWK INDS INC COM 608190104 9,802 66,470 SH   DFND 1 66,470 0 0
MOLINA HEALTHCARE INC COM 60855R100 7,797 54,474 SH   SOLE   54,474 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,097 37,455 SH   SOLE   37,455 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 962 77,282 SH   SOLE   77,282 0 0
MONARCH CASINO & RESORT INC COM 609027107 397 9,278 SH   SOLE   9,278 0 0
MONDELEZ INTL INC CL A 609207105 25,438 471,950 SH   SOLE   471,950 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 193 78,317 SH   SOLE   78,317 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 57 23,198 SH   DFND 1 23,198 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 274 20,230 SH   DFND 1 20,230 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 923 68,132 SH   SOLE   68,132 0 0
MONOLITHIC PWR SYS INC COM 609839105 16,294 120,003 SH   DFND 1 120,003 0 0
MONOLITHIC PWR SYS INC COM 609839105 37,371 275,235 SH   SOLE   275,235 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 8,655 513,962 SH   SOLE   513,962 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,444 145,126 SH   DFND 1 145,126 0 0
MONRO INC COM 610236101 2,215 25,970 SH   SOLE   25,970 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 68,176 1,068,080 SH   SOLE   1,068,080 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 27,811 435,700 SH   DFND 1 435,700 0 0
MOODYS CORP COM 615369105 1,462 7,486 SH   SOLE   7,486 0 0
MOOG INC CL A 615394202 5,923 63,277 SH   SOLE   63,277 0 0
MOOG INC CL A 615394202 1,099 11,745 SH   DFND 1 11,745 0 0
MORGAN STANLEY COM NEW 617446448 25,793 588,744 SH   SOLE   588,744 0 0
MORGAN STANLEY COM NEW 617446448 12,553 286,530 SH   DFND 1 286,530 0 0
MOSAIC CO NEW COM 61945C103 400 15,977 SH   SOLE   15,977 0 0
MOTORCAR PTS AMER INC COM 620071100 316 14,756 SH   SOLE   14,756 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 880 5,280 SH   DFND 1 5,280 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,128 18,761 SH   SOLE   18,761 0 0
MOVADO GROUP INC COM 624580106 349 12,944 SH   SOLE   12,944 0 0
MUELLER INDS INC COM 624756102 5,583 190,745 SH   SOLE   190,745 0 0
MUELLER INDS INC COM 624756102 1,339 45,739 SH   DFND 1 45,739 0 0
MUELLER WTR PRODS INC COM SER A 624758108 589 59,956 SH   SOLE   59,956 0 0
MUELLER WTR PRODS INC COM SER A 624758108 174 17,737 SH   DFND 1 17,737 0 0
MULTI COLOR CORP COM 625383104 547 10,945 SH   SOLE   10,945 0 0
MURPHY OIL CORP COM 626717102 1,065 43,198 SH   SOLE   43,198 0 0
MURPHY USA INC COM 626755102 667 7,932 SH   SOLE   7,932 0 0
MYERS INDS INC COM 628464109 3,482 180,700 SH   SOLE   180,700 0 0
MYERS INDS INC COM 628464109 870 45,174 SH   DFND 1 45,174 0 0
MYRIAD GENETICS INC COM 62855J104 1,597 57,483 SH   SOLE   57,483 0 0
NBT BANCORP INC COM 628778102 1,287 34,308 SH   SOLE   34,308 0 0
NCR CORP NEW COM 62886E108 989 31,788 SH   SOLE   31,788 0 0
NIC INC COM 62914B100 838 52,275 SH   SOLE   52,275 0 0
NMI HLDGS INC CL A 629209305 1,497 52,742 SH   SOLE   52,742 0 0
NRG ENERGY INC COM NEW 629377508 425 12,095 SH   SOLE   12,095 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 123 115,000 SH   DFND 1 115,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 22,456 21,025,000 SH   SOLE   21,025,000 0 0
NVR INC COM 62944T105 3,013 894 SH   SOLE   894 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 207 290,000 SH   DFND 1 290,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 14,386 20,150,000 SH   SOLE   20,150,000 0 0
NANOMETRICS INC COM 630077105 666 19,193 SH   SOLE   19,193 0 0
NASDAQ INC COM 631103108 502 5,217 SH   SOLE   5,217 0 0
NATERA INC COM 632307104 7,728 280,211 SH   SOLE   280,211 0 0
NATERA INC COM 632307104 2,947 106,851 SH   DFND 1 106,851 0 0
NATIONAL BK HLDGS CORP CL A 633707104 738 20,339 SH   SOLE   20,339 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,518 18,705 SH   DFND 1 18,705 0 0
NATIONAL HEALTHCARE CORP COM 635906100 5,091 62,737 SH   SOLE   62,737 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,203 22,809 SH   SOLE   22,809 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,191 15,263 SH   SOLE   15,263 0 0
NATIONAL HEALTH INVS INC COM 63633D104 237 3,033 SH   DFND 1 3,033 0 0
NATIONAL INSTRS CORP COM 636518102 19,327 460,265 SH   SOLE   460,265 0 0
NATIONAL INSTRS CORP COM 636518102 13,717 326,676 SH   DFND 1 326,676 0 0
NATIONAL OILWELL VARCO INC COM 637071101 384 17,275 SH   SOLE   17,275 0 0
NATIONAL PRESTO INDS INC COM 637215104 368 3,943 SH   SOLE   3,943 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,989 94,105 SH   SOLE   94,105 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 421 14,561 SH   DFND 1 14,561 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,347 115,656 SH   SOLE   115,656 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 485 1,886 SH   SOLE   1,886 0 0
NATUS MEDICAL INC DEL COM 639050103 681 26,499 SH   SOLE   26,499 0 0
NAUTILUS INC COM 63910B102 51 23,214 SH   SOLE   23,214 0 0
NAVIGANT CONSULTING INC COM 63935N107 713 30,729 SH   SOLE   30,729 0 0
NAVIENT CORPORATION COM 63938C108 769 56,372 SH   SOLE   56,372 0 0
NEENAH INC COM 640079109 2,655 39,309 SH   SOLE   39,309 0 0
NEKTAR THERAPEUTICS COM 640268108 279 7,844 SH   SOLE   7,844 0 0
NEOGEN CORP COM 640491106 2,528 40,704 SH   SOLE   40,704 0 0
NEOGENOMICS INC COM NEW 64049M209 1,756 80,025 SH   SOLE   80,025 0 0
NETAPP INC COM 64110D104 687 11,132 SH   SOLE   11,132 0 0
NETFLIX INC COM 64110L106 129,249 351,870 SH   SOLE   351,870 0 0
NETFLIX INC COM 64110L106 54,493 148,353 SH   DFND 1 148,353 0 0
NETEASE INC SPONSORED ADR 64110W102 562 2,198 SH   SOLE   2,198 0 0
NETEASE INC SPONSORED ADR 64110W102 272 1,062 SH   DFND 1 1,062 0 0
NETGEAR INC COM 64111Q104 625 24,717 SH   SOLE   24,717 0 0
NETSCOUT SYS INC COM 64115T104 470 18,518 SH   SOLE   18,518 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 10,568 125,171 SH   SOLE   125,171 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,348 75,188 SH   DFND 1 75,188 0 0
NEVRO CORP COM 64157F103 2,112 32,570 SH   SOLE   32,570 0 0
NEVRO CORP COM 64157F103 806 12,429 SH   DFND 1 12,429 0 0
NEW JERSEY RES COM 646025106 9,574 192,371 SH   SOLE   192,371 0 0
NEW JERSEY RES COM 646025106 6,373 128,042 SH   DFND 1 128,042 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 403 42,725 SH   SOLE   42,725 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,854 1,800,000 SH   SOLE   1,800,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 365 3,778 SH   SOLE   3,778 0 0
NEW RELIC INC COM 64829B100 8,088 93,497 SH   DFND 1 93,497 0 0
NEW RELIC INC COM 64829B100 23,467 271,268 SH   SOLE   271,268 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,233 123,544 SH   SOLE   123,544 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5,575 116,502 SH   SOLE   116,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,008 162,512 SH   SOLE   162,512 0 0
NEW YORK TIMES CO CL A 650111107 1,224 37,538 SH   SOLE   37,538 0 0
NEWELL BRANDS INC COM 651229106 270 17,525 SH   SOLE   17,525 0 0
NEWMARKET CORP COM 651587107 925 2,306 SH   SOLE   2,306 0 0
NEWMARK GROUP INC CL A 65158N102 443 49,315 SH   SOLE   49,315 0 0
NEWMARK GROUP INC CL A 65158N102 105 11,657 SH   DFND 1 11,657 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 13,569 352,729 SH   SOLE   352,729 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,656 223,123 SH   SOLE   223,123 0 0
NEWS CORP NEW CL A 65249B109 234 17,360 SH   SOLE   17,360 0 0
NEWS CORP NEW CL B 65249B208 7,715 552,680 SH   SOLE   552,680 0 0
NEWS CORP NEW CL B 65249B208 2,346 168,024 SH   DFND 1 168,024 0 0
NEXTERA ENERGY INC COM 65339F101 25,970 126,771 SH   SOLE   126,771 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 20,875 321,500 SH   SOLE   321,500 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 747 37,543 SH   SOLE   37,543 0 0
NICE LTD SPONSORED ADR 653656108 9,926 72,450 SH   SOLE   72,450 0 0
NICE LTD SPONSORED ADR 653656108 3,585 26,165 SH   DFND 1 26,165 0 0
NIKE INC CL B 654106103 131,863 1,570,729 SH   SOLE   1,570,729 0 0
NIKE INC CL B 654106103 54,801 652,778 SH   DFND 1 652,778 0 0
NINE ENERGY SVC INC COM 65441V101 9,347 539,355 SH   DFND 1 539,355 0 0
NINE ENERGY SVC INC COM 65441V101 14,692 847,761 SH   SOLE   847,761 0 0
NISOURCE INC COM 65473P105 483 16,782 SH   SOLE   16,782 0 0
NOKIA CORP SPONSORED ADR 654902204 3,448 688,250 SH   SOLE   688,250 0 0
NOBLE ENERGY INC COM 655044105 488 21,787 SH   SOLE   21,787 0 0
NORDSON CORP COM 655663102 1,934 13,685 SH   SOLE   13,685 0 0
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NORFOLK SOUTHERN CORP COM 655844108 106,108 532,323 SH   SOLE   532,323 0 0
NORTHERN TR CORP COM 665859104 4,877 54,188 SH   DFND 1 54,188 0 0
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NORTHFIELD BANCORP INC DEL COM 66611T108 579 37,096 SH   SOLE   37,096 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,430 22,996 SH   SOLE   22,996 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 642 39,079 SH   SOLE   39,079 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,461 82,954 SH   SOLE   82,954 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,651 23,758 SH   SOLE   23,758 0 0
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NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 14,626 2,520,000 SH   SOLE   2,520,000 0 0
NOVANTA INC COM 67000B104 1,990 21,105 SH   DFND 1 21,105 0 0
NOVANTA INC COM 67000B104 5,178 54,905 SH   SOLE   54,905 0 0
NOW INC COM 67011P100 423 28,667 SH   SOLE   28,667 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 722 14,635 SH   SOLE   14,635 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 5,142 5,140,000 SH   SOLE   5,140,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 9,386 10,000,000 SH   SOLE   10,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 12,584 12,842,000 SH   SOLE   12,842,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,217 2,262,000 SH   DFND 1 2,262,000 0 0
NUCOR CORP COM 670346105 1,348 24,463 SH   SOLE   24,463 0 0
NUTANIX INC CL A 67059N108 1,476 56,917 SH   DFND 1 56,917 0 0
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NVIDIA CORP COM 67066G104 51,996 316,604 SH   SOLE   316,604 0 0
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NUVEEN PFD & INCM SECURTIES COM 67072C105 102 10,700 SH   SOLE   10,700 0 0
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NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 91 11,500 SH   DFND 1 11,500 0 0
OGE ENERGY CORP COM 670837103 2,255 52,982 SH   SOLE   52,982 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,870 5,062 SH   DFND 1 5,062 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,422 17,389 SH   SOLE   17,389 0 0
OFG BANCORP COM 67103X102 813 34,205 SH   SOLE   34,205 0 0
OSI SYSTEMS INC COM 671044105 1,485 13,185 SH   SOLE   13,185 0 0
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OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 9,194 10,050,000 SH   SOLE   10,050,000 0 0
OCCIDENTAL PETE CORP COM 674599105 1,698 33,769 SH   SOLE   33,769 0 0
OCEANEERING INTL INC COM 675232102 533 26,129 SH   SOLE   26,129 0 0
OFFICE DEPOT INC COM 676220106 874 424,408 SH   SOLE   424,408 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 258 9,831 SH   DFND 1 9,831 0 0
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OIL STS INTL INC COM 678026105 1,876 102,495 SH   SOLE   102,495 0 0
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OLD DOMINION FREIGHT LINE IN COM 679580100 10,289 68,935 SH   SOLE   68,935 0 0
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OLIN CORP COM PAR $1 680665205 955 43,590 SH   SOLE   43,590 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,407 27,630 SH   DFND 1 27,630 0 0
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OLYMPIC STEEL INC COM 68162K106 365 26,769 SH   SOLE   26,769 0 0
OMNICOM GROUP INC COM 681919106 826 10,078 SH   SOLE   10,078 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 5,234 142,428 SH   SOLE   142,428 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 710 19,310 SH   DFND 1 19,310 0 0
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OMNICELL INC COM 68213N109 15,972 185,652 SH   SOLE   185,652 0 0
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ON SEMICONDUCTOR CORP COM 682189105 565 27,953 SH   DFND 1 27,953 0 0
ON SEMICONDUCTOR CORP COM 682189105 377 18,656 SH   SOLE   18,656 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 15,365 12,507,000 SH   SOLE   12,507,000 0 0
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ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,112 913,000 SH   DFND 1 913,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 11,910 9,776,000 SH   SOLE   9,776,000 0 0
ONE GAS INC COM 68235P108 2,030 22,477 SH   SOLE   22,477 0 0
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ONE LIBERTY PPTYS INC COM 682406103 304 10,486 SH   DFND 1 10,486 0 0
ONEOK INC NEW COM 682680103 1,276 18,544 SH   SOLE   18,544 0 0
ONESPAN INC COM 68287N100 349 24,615 SH   SOLE   24,615 0 0
ORACLE CORP COM 68389X105 106,304 1,865,970 SH   SOLE   1,865,970 0 0
ORACLE CORP COM 68389X105 37,744 662,518 SH   DFND 1 662,518 0 0
OPUS BK IRVINE CALIF COM 684000102 358 16,948 SH   SOLE   16,948 0 0
OPTINOSE INC COM 68404V100 4,007 565,899 SH   DFND 1 565,899 0 0
OPTINOSE INC COM 68404V100 6,618 934,745 SH   SOLE   934,745 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 449 48,376 SH   SOLE   48,376 0 0
ORBCOMM INC COM 68555P100 3,512 484,357 SH   SOLE   484,357 0 0
ORBCOMM INC COM 68555P100 1,340 184,770 SH   DFND 1 184,770 0 0
ORITANI FINL CORP DEL COM 68633D103 532 29,999 SH   SOLE   29,999 0 0
ORTHOFIX MED INC COM 68752M108 1,799 34,028 SH   SOLE   34,028 0 0
ORTHOFIX MED INC COM 68752M108 299 5,651 SH   DFND 1 5,651 0 0
OSHKOSH CORP COM 688239201 1,546 18,518 SH   SOLE   18,518 0 0
OUTFRONT MEDIA INC COM 69007J106 2,309 89,543 SH   SOLE   89,543 0 0
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OWENS & MINOR INC NEW COM 690732102 156 48,851 SH   SOLE   48,851 0 0
OWENS ILL INC COM NEW 690768403 30,522 1,767,316 SH   SOLE   1,767,316 0 0
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OXFORD INDS INC COM 691497309 14,830 195,644 SH   SOLE   195,644 0 0
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PBF ENERGY INC CL A 69318G106 992 31,682 SH   SOLE   31,682 0 0
PCSB FINL CORP COM 69324R104 16,357 807,772 SH   SOLE   807,772 0 0
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PDC ENERGY INC COM 69327R101 1,871 51,894 SH   SOLE   51,894 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3,325 3,550,000 SH   SOLE   3,550,000 0 0
PDF SOLUTIONS INC COM 693282105 286 21,776 SH   SOLE   21,776 0 0
PDL BIOPHARMA INC COM 69329Y104 286 91,097 SH   SOLE   91,097 0 0
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PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 1,785 1,700,000 SH   SOLE   1,700,000 0 0
PGT INNOVATIONS INC COM 69336V101 762 45,567 SH   SOLE   45,567 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,806 20,437 SH   SOLE   20,437 0 0
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PPG INDS INC COM 693506107 1,894 16,227 SH   DFND 1 16,227 0 0
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PPL CORP COM 69351T106 1,007 32,480 SH   SOLE   32,480 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,551 15,642 SH   SOLE   15,642 0 0
PRA GROUP INC COM 69354N106 1,000 35,541 SH   SOLE   35,541 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 219 1,298 SH   DFND 1 1,298 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,628 9,660 SH   SOLE   9,660 0 0
PVH CORP COM 693656100 2,845 30,059 SH   SOLE   30,059 0 0
PVH CORP COM 693656100 818 8,639 SH   DFND 1 8,639 0 0
PTC INC COM 69370C100 2,460 27,404 SH   SOLE   27,404 0 0
PACCAR INC COM 693718108 1,119 15,621 SH   SOLE   15,621 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,090 35,302 SH   SOLE   35,302 0 0
PACKAGING CORP AMER COM 695156109 794 8,332 SH   DFND 1 8,332 0 0
PACKAGING CORP AMER COM 695156109 2,847 29,869 SH   SOLE   29,869 0 0
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PACWEST BANCORP DEL COM 695263103 1,258 32,388 SH   DFND 1 32,388 0 0
PALO ALTO NETWORKS INC COM 697435105 9,406 46,161 SH   SOLE   46,161 0 0
PALO ALTO NETWORKS INC COM 697435105 3,396 16,666 SH   DFND 1 16,666 0 0
PAPA JOHNS INTL INC COM 698813102 266 5,950 SH   SOLE   5,950 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 482 23,497 SH   SOLE   23,497 0 0
PARAMOUNT GROUP INC COM 69924R108 217 15,501 SH   DFND 1 15,501 0 0
PARAMOUNT GROUP INC COM 69924R108 1,749 124,827 SH   SOLE   124,827 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 252 15,112 SH   SOLE   15,112 0 0
PARK HOTELS RESORTS INC COM 700517105 4,221 153,152 SH   SOLE   153,152 0 0
PARK HOTELS RESORTS INC COM 700517105 497 18,045 SH   DFND 1 18,045 0 0
PARKER HANNIFIN CORP COM 701094104 39,088 229,916 SH   SOLE   229,916 0 0
PARKER HANNIFIN CORP COM 701094104 14,648 86,161 SH   DFND 1 86,161 0 0
PATRICK INDS INC COM 703343103 875 17,792 SH   SOLE   17,792 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 7,676 7,600,000 SH   SOLE   7,600,000 0 0
PATTERSON COMPANIES INC COM 703395103 500 21,839 SH   SOLE   21,839 0 0
PATTERSON UTI ENERGY INC COM 703481101 23,699 2,058,975 SH   DFND 1 2,058,975 0 0
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PAYCHEX INC COM 704326107 2,101 25,535 SH   SOLE   25,535 0 0
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PAYPAL HLDGS INC COM 70450Y103 140,387 1,226,520 SH   SOLE   1,226,520 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 232 8,239 SH   SOLE   8,239 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 552 19,589 SH   DFND 1 19,589 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 4,055 143,900 SH   SOLE   143,900 0 0
PEGASYSTEMS INC COM 705573103 9,097 127,744 SH   SOLE   127,744 0 0
PEGASYSTEMS INC COM 705573103 6,902 96,924 SH   DFND 1 96,924 0 0
PENN NATL GAMING INC COM 707569109 541 28,108 SH   SOLE   28,108 0 0
PENN VA CORP NEW COM 70788V102 324 10,547 SH   SOLE   10,547 0 0
PENNEY J C CORP INC COM 708160106 283 247,987 SH   SOLE   247,987 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 197 30,253 SH   DFND 1 30,253 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 874 134,504 SH   SOLE   134,504 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,301 59,585 SH   SOLE   59,585 0 0
PEOPLES BANCORP INC COM 709789101 640 19,834 SH   SOLE   19,834 0 0
PEOPLES UTD FINL INC COM 712704105 297 17,715 SH   SOLE   17,715 0 0
PEPSICO INC COM 713448108 50,197 382,805 SH   SOLE   382,805 0 0
PEPSICO INC COM 713448108 5,494 41,899 SH   DFND 1 41,899 0 0
PERFICIENT INC COM 71375U101 883 25,729 SH   SOLE   25,729 0 0
PERKINELMER INC COM 714046109 13,442 139,523 SH   SOLE   139,523 0 0
PERKINELMER INC COM 714046109 9,775 101,464 SH   DFND 1 101,464 0 0
PERSPECTA INC COM 715347100 870 37,178 SH   SOLE   37,178 0 0
PETMED EXPRESS INC COM 716382106 246 15,716 SH   SOLE   15,716 0 0
PFIZER INC COM 717081103 101,895 2,352,143 SH   SOLE   2,352,143 0 0
PFIZER INC COM 717081103 40,492 934,730 SH   DFND 1 934,730 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 639 20,099 SH   SOLE   20,099 0 0
PHILIP MORRIS INTL INC COM 718172109 75,104 956,367 SH   SOLE   956,367 0 0
PHILIP MORRIS INTL INC COM 718172109 21,908 278,972 SH   DFND 1 278,972 0 0
PHILLIPS 66 COM 718546104 1,768 18,901 SH   SOLE   18,901 0 0
PHOTRONICS INC COM 719405102 431 52,597 SH   SOLE   52,597 0 0
PHYSICIANS RLTY TR COM 71943U104 16,361 938,136 SH   SOLE   938,136 0 0
PHYSICIANS RLTY TR COM 71943U104 9,860 565,387 SH   DFND 1 565,387 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 450 22,591 SH   SOLE   22,591 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,101 19,147 SH   SOLE   19,147 0 0
PINNACLE WEST CAP CORP COM 723484101 475 5,053 SH   SOLE   5,053 0 0
PIONEER NAT RES CO COM 723787107 69,345 450,702 SH   SOLE   450,702 0 0
PIONEER NAT RES CO COM 723787107 35,597 231,357 SH   DFND 1 231,357 0 0
PIPER JAFFRAY COS COM 724078100 1,166 15,697 SH   SOLE   15,697 0 0
PITNEY BOWES INC COM 724479100 604 141,140 SH   SOLE   141,140 0 0
PLANET FITNESS INC CL A 72703H101 7,787 107,497 SH   DFND 1 107,497 0 0
PLANET FITNESS INC CL A 72703H101 23,310 321,788 SH   SOLE   321,788 0 0
PLANTRONICS INC NEW COM 727493108 321 8,660 SH   SOLE   8,660 0 0
PLEXUS CORP COM 729132100 21,854 374,402 SH   SOLE   374,402 0 0
PLEXUS CORP COM 729132100 15,540 266,236 SH   DFND 1 266,236 0 0
POLARIS INDS INC COM 731068102 1,382 15,149 SH   SOLE   15,149 0 0
POLYONE CORP COM 73179P106 649 20,679 SH   SOLE   20,679 0 0
POOL CORPORATION COM 73278L105 2,011 10,527 SH   SOLE   10,527 0 0
POST HLDGS INC COM 737446104 1,834 17,635 SH   SOLE   17,635 0 0
POTLATCHDELTIC CORPORATION COM 737630103 740 18,988 SH   DFND 1 18,988 0 0
POTLATCHDELTIC CORPORATION COM 737630103 3,078 78,959 SH   SOLE   78,959 0 0
POWELL INDS INC COM 739128106 261 6,875 SH   SOLE   6,875 0 0
POWER INTEGRATIONS INC COM 739276103 1,833 22,860 SH   SOLE   22,860 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 517 10,941 SH   SOLE   10,941 0 0
PRESIDIO INC COM 74102M103 404 29,531 SH   DFND 1 29,531 0 0
PRESIDIO INC COM 74102M103 1,365 99,819 SH   SOLE   99,819 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 434 13,693 SH   SOLE   13,693 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,168 10,644 SH   SOLE   10,644 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 17,341 12,050,000 SH   SOLE   12,050,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,194 2,800,000 SH   SOLE   2,800,000 0 0
PRIMORIS SVCS CORP COM 74164F103 14,315 683,962 SH   DFND 1 683,962 0 0
PRIMORIS SVCS CORP COM 74164F103 18,999 907,760 SH   SOLE   907,760 0 0
PRIMERICA INC COM 74164M108 13,708 114,282 SH   SOLE   114,282 0 0
PRIMERICA INC COM 74164M108 9,368 78,096 SH   DFND 1 78,096 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 675 11,661 SH   SOLE   11,661 0 0
PROASSURANCE CORP COM 74267C106 1,519 42,079 SH   SOLE   42,079 0 0
PROCTER AND GAMBLE CO COM 742718109 20,160 183,858 SH   SOLE   183,858 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 409 66,326 SH   SOLE   66,326 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,952 90,595 SH   SOLE   90,595 0 0
PROGRESS SOFTWARE CORP COM 743312100 726 16,637 SH   DFND 1 16,637 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,103 26,306 SH   SOLE   26,306 0 0
PROLOGIS INC COM 74340W103 29,292 365,692 SH   SOLE   365,692 0 0
PROOFPOINT INC COM 743424103 6,519 54,214 SH   DFND 1 54,214 0 0
PROOFPOINT INC COM 743424103 17,086 142,091 SH   SOLE   142,091 0 0
PROPETRO HLDG CORP COM 74347M108 1,205 58,204 SH   SOLE   58,204 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 2,198 17,443 SH   DFND 1 17,443 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 7,308 57,994 SH   SOLE   57,994 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,860 1,850,000 SH   SOLE   1,850,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 2,298 2,250,000 SH   SOLE   2,250,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,159 17,542 SH   SOLE   17,542 0 0
PROTO LABS INC COM 743713109 2,433 20,968 SH   SOLE   20,968 0 0
PROVIDENCE SVC CORP COM 743815102 497 8,659 SH   SOLE   8,659 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,165 48,050 SH   SOLE   48,050 0 0
PRUDENTIAL FINL INC COM 744320102 10,696 105,902 SH   DFND 1 105,902 0 0
PRUDENTIAL FINL INC COM 744320102 22,532 223,092 SH   SOLE   223,092 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 32,679 555,582 SH   SOLE   555,582 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 30,024 510,440 SH   DFND 1 510,440 0 0
PUBLIC STORAGE COM 74460D109 17,283 72,566 SH   SOLE   72,566 0 0
PULTE GROUP INC COM 745867101 363 11,487 SH   SOLE   11,487 0 0
QCR HOLDINGS INC COM 74727A104 1,005 28,834 SH   DFND 1 28,834 0 0
QCR HOLDINGS INC COM 74727A104 3,266 93,658 SH   SOLE   93,658 0 0
QAD INC CL A 74727D306 202 5,026 SH   DFND 1 5,026 0 0
QAD INC CL A 74727D306 652 16,209 SH   SOLE   16,209 0 0
QUAKER CHEM CORP COM 747316107 2,113 10,413 SH   SOLE   10,413 0 0
QEP RES INC COM 74733V100 452 62,486 SH   SOLE   62,486 0 0
QTS RLTY TR INC COM CL A 74736A103 24,396 528,275 SH   DFND 1 528,275 0 0
QTS RLTY TR INC COM CL A 74736A103 28,393 614,840 SH   SOLE   614,840 0 0
QORVO INC COM 74736K101 368 5,532 SH   SOLE   5,532 0 0
Q2 HLDGS INC COM 74736L109 2,961 38,779 SH   DFND 1 38,779 0 0
Q2 HLDGS INC COM 74736L109 7,756 101,567 SH   SOLE   101,567 0 0
QUALCOMM INC COM 747525103 29,286 384,981 SH   SOLE   384,981 0 0
QUALCOMM INC COM 747525103 14,450 189,950 SH   DFND 1 189,950 0 0
QUALYS INC COM 74758T303 2,290 26,300 SH   SOLE   26,300 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 494 26,125 SH   SOLE   26,125 0 0
QUANTA SVCS INC COM 74762E102 250 6,541 SH   SOLE   6,541 0 0
QUEST DIAGNOSTICS INC COM 74834L100 616 6,049 SH   SOLE   6,049 0 0
QUINSTREET INC COM 74874Q100 483 30,478 SH   SOLE   30,478 0 0
RLI CORP COM 749607107 2,624 30,620 SH   SOLE   30,620 0 0
RLJ LODGING TR COM 74965L101 2,548 143,615 SH   SOLE   143,615 0 0
RLJ LODGING TR COM 74965L101 247 13,898 SH   DFND 1 13,898 0 0
RMR GROUP INC CL A 74967R106 307 6,525 SH   SOLE   6,525 0 0
RH COM 74967X103 33,179 287,018 SH   SOLE   287,018 0 0
RH COM 74967X103 31,669 273,950 SH   DFND 1 273,950 0 0
RPM INTL INC COM 749685103 2,120 34,692 SH   SOLE   34,692 0 0
RPT REALTY SH BEN INT 74971D101 209 17,250 SH   DFND 1 17,250 0 0
RPT REALTY SH BEN INT 74971D101 1,465 120,963 SH   SOLE   120,963 0 0
RADIAN GROUP INC COM 750236101 32,712 1,431,600 SH   SOLE   1,431,600 0 0
RADIAN GROUP INC COM 750236101 31,338 1,371,450 SH   DFND 1 1,371,450 0 0
RAMBUS INC DEL COM 750917106 1,030 85,546 SH   SOLE   85,546 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 8,337 8,500,000 SH   SOLE   8,500,000 0 0
RALPH LAUREN CORP CL A 751212101 276 2,433 SH   SOLE   2,433 0 0
RANGE RES CORP COM 75281A109 383 54,890 SH   SOLE   54,890 0 0
RAVEN INDS INC COM 754212108 8,207 228,736 SH   SOLE   228,736 0 0
RAVEN INDS INC COM 754212108 5,443 151,698 SH   DFND 1 151,698 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 48,002 567,730 SH   SOLE   567,730 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 24,661 291,678 SH   DFND 1 291,678 0 0
RAYONIER INC COM 754907103 499 16,479 SH   DFND 1 16,479 0 0
RAYONIER INC COM 754907103 2,666 87,991 SH   SOLE   87,991 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 251 38,659 SH   SOLE   38,659 0 0
RAYTHEON CO COM NEW 755111507 2,550 14,665 SH   SOLE   14,665 0 0
RE MAX HLDGS INC CL A 75524W108 244 7,916 SH   DFND 1 7,916 0 0
RE MAX HLDGS INC CL A 75524W108 1,228 39,912 SH   SOLE   39,912 0 0
REALOGY HLDGS CORP COM 75605Y106 292 40,392 SH   DFND 1 40,392 0 0
REALOGY HLDGS CORP COM 75605Y106 1,590 219,631 SH   SOLE   219,631 0 0
REALTY INCOME CORP COM 756109104 4,084 59,218 SH   SOLE   59,218 0 0
RED HAT INC COM 756577102 1,511 8,048 SH   SOLE   8,048 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 311 10,171 SH   SOLE   10,171 0 0
RED ROCK RESORTS INC CL A 75700L108 27,578 1,283,877 SH   SOLE   1,283,877 0 0
RED ROCK RESORTS INC CL A 75700L108 16,757 780,134 SH   DFND 1 780,134 0 0
REDFIN CORP COM 75737F108 526 29,244 SH   SOLE   29,244 0 0
REDWOOD TR INC COM 758075402 1,253 75,793 SH   SOLE   75,793 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 7,995 8,200,000 SH   SOLE   8,200,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 6,762 6,800,000 SH   SOLE   6,800,000 0 0
REGAL BELOIT CORP COM 758750103 23,536 288,038 SH   SOLE   288,038 0 0
REGAL BELOIT CORP COM 758750103 6,822 83,485 SH   DFND 1 83,485 0 0
REGENCY CTRS CORP COM 758849103 8,097 121,320 SH   SOLE   121,320 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,105 3,531 SH   SOLE   3,531 0 0
REGIS CORP MINN COM 758932107 382 23,035 SH   SOLE   23,035 0 0
REGENXBIO INC COM 75901B107 1,233 24,000 SH   SOLE   24,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 685 45,851 SH   SOLE   45,851 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,711 23,781 SH   DFND 1 23,781 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 18,251 116,969 SH   SOLE   116,969 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 22,684 239,736 SH   SOLE   239,736 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,506 68,762 SH   DFND 1 68,762 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 464 29,263 SH   SOLE   29,263 0 0
REPLIGEN CORP COM 759916109 264 3,071 SH   DFND 1 3,071 0 0
REPLIGEN CORP COM 759916109 3,513 40,870 SH   SOLE   40,870 0 0
RENT A CTR INC NEW COM 76009N100 936 35,149 SH   SOLE   35,149 0 0
REPUBLIC SVCS INC COM 760759100 844 9,747 SH   SOLE   9,747 0 0
RESMED INC COM 761152107 2,456 20,130 SH   DFND 1 20,130 0 0
RESMED INC COM 761152107 7,592 62,217 SH   SOLE   62,217 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 713 32,508 SH   SOLE   32,508 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,365 85,279 SH   SOLE   85,279 0 0
RESOURCES CONNECTION INC COM 76122Q105 293 18,317 SH   DFND 1 18,317 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,971 173,442 SH   SOLE   173,442 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,797 237,806 SH   SOLE   237,806 0 0
RETAIL PPTYS AMER INC CL A 76131V202 559 47,563 SH   DFND 1 47,563 0 0
REX AMERICAN RESOURCES CORP COM 761624105 614 8,428 SH   SOLE   8,428 0 0
REXFORD INDL RLTY INC COM 76169C100 3,674 91,009 SH   SOLE   91,009 0 0
RING ENERGY INC COM 76680V108 152 46,815 SH   SOLE   46,815 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 32,501 978,343 SH   SOLE   978,343 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 19,374 583,203 SH   DFND 1 583,203 0 0
ROBERT HALF INTL INC COM 770323103 308 5,401 SH   SOLE   5,401 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,721 65,437 SH   SOLE   65,437 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,984 18,213 SH   DFND 1 18,213 0 0
ROGERS CORP COM 775133101 40,818 236,518 SH   SOLE   236,518 0 0
ROGERS CORP COM 775133101 22,827 132,268 SH   DFND 1 132,268 0 0
ROLLINS INC COM 775711104 238 6,640 SH   SOLE   6,640 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,812 18,600 SH   DFND 1 18,600 0 0
ROPER TECHNOLOGIES INC COM 776696106 20,845 56,912 SH   SOLE   56,912 0 0
ROSS STORES INC COM 778296103 2,210 22,295 SH   DFND 1 22,295 0 0
ROSS STORES INC COM 778296103 15,680 158,195 SH   SOLE   158,195 0 0
ROYAL GOLD INC COM 780287108 1,775 17,320 SH   SOLE   17,320 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 670 24,247 SH   SOLE   24,247 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 503 22,137 SH   SOLE   22,137 0 0
RYDER SYS INC COM 783549108 819 14,042 SH   SOLE   14,042 0 0
RYERSON HLDG CORP COM 783754104 210 25,261 SH   DFND 1 25,261 0 0
RYERSON HLDG CORP COM 783754104 754 90,569 SH   SOLE   90,569 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 593 7,307 SH   DFND 1 7,307 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,910 48,223 SH   SOLE   48,223 0 0
S & T BANCORP INC COM 783859101 1,005 26,817 SH   SOLE   26,817 0 0
S&P GLOBAL INC COM 78409V104 63,097 276,995 SH   SOLE   276,995 0 0
S&P GLOBAL INC COM 78409V104 25,238 110,797 SH   DFND 1 110,797 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 21,335 94,891 SH   SOLE   94,891 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,108 27,168 SH   DFND 1 27,168 0 0
SEI INVESTMENTS CO COM 784117103 8,011 142,800 SH   SOLE   142,800 0 0
SEI INVESTMENTS CO COM 784117103 1,808 32,227 SH   DFND 1 32,227 0 0
SL GREEN RLTY CORP COM 78440X101 3,213 39,980 SH   SOLE   39,980 0 0
SLM CORP COM 78442P106 24,721 2,543,340 SH   SOLE   2,543,340 0 0
SLM CORP COM 78442P106 15,441 1,588,616 SH   DFND 1 1,588,616 0 0
SM ENERGY CO COM 78454L100 342 27,299 SH   SOLE   27,299 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 5,521 6,000,000 SH   SOLE   6,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,436 124,356 SH   DFND 1 124,356 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 120,565 411,486 SH   SOLE   411,486 0 0
SPX CORP COM 784635104 3,997 121,043 SH   SOLE   121,043 0 0
SPX CORP COM 784635104 854 25,861 SH   DFND 1 25,861 0 0
SPS COMMERCE INC COM 78463M107 1,430 13,990 SH   SOLE   13,990 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2,909 75,960 SH   SOLE   75,960 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 4,470 105,500 SH   DFND 1 105,500 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 6,070 143,273 SH   SOLE   143,273 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 17,031 194,173 SH   SOLE   194,173 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,431 73,323 SH   DFND 1 73,323 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,004 24,079 SH   SOLE   24,079 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 2,896 26,583 SH   SOLE   26,583 0 0
SP PLUS CORP COM 78469C103 1,194 37,409 SH   DFND 1 37,409 0 0
SP PLUS CORP COM 78469C103 4,018 125,843 SH   SOLE   125,843 0 0
SPX FLOW INC COM 78469X107 10,805 258,116 SH   SOLE   258,116 0 0
SPX FLOW INC COM 78469X107 2,898 69,220 SH   DFND 1 69,220 0 0
SRC ENERGY INC COM 78470V108 947 190,839 SH   SOLE   190,839 0 0
SVB FINL GROUP COM 78486Q101 16,835 74,961 SH   SOLE   74,961 0 0
SVB FINL GROUP COM 78486Q101 5,338 23,766 SH   DFND 1 23,766 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 833 42,301 SH   DFND 1 42,301 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,564 181,026 SH   SOLE   181,026 0 0
SABRE CORP COM 78573M104 1,616 72,806 SH   SOLE   72,806 0 0
SAFETY INS GROUP INC COM 78648T100 1,084 11,393 SH   SOLE   11,393 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,908 15,881 SH   DFND 1 15,881 0 0
SAGE THERAPEUTICS INC COM 78667J108 7,853 42,891 SH   SOLE   42,891 0 0
SAIA INC COM 78709Y105 1,311 20,276 SH   SOLE   20,276 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 13,477 672,513 SH   SOLE   672,513 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 7,627 380,568 SH   DFND 1 380,568 0 0
ST JOE CO COM 790148100 331 19,145 SH   DFND 1 19,145 0 0
ST JOE CO COM 790148100 1,089 62,996 SH   SOLE   62,996 0 0
SALESFORCE COM INC COM 79466L302 42,841 282,351 SH   DFND 1 282,351 0 0
SALESFORCE COM INC COM 79466L302 104,988 691,937 SH   SOLE   691,937 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 425 31,869 SH   SOLE   31,869 0 0
SANDERSON FARMS INC COM 800013104 704 5,154 SH   SOLE   5,154 0 0
SANDY SPRING BANCORP INC COM 800363103 2,216 63,535 SH   DFND 1 63,535 0 0
SANDY SPRING BANCORP INC COM 800363103 7,463 213,960 SH   SOLE   213,960 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 13,324 167,204 SH   DFND 1 167,204 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 18,111 227,264 SH   SOLE   227,264 0 0
SANMINA CORPORATION COM 801056102 1,632 53,890 SH   SOLE   53,890 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 12,150 507,111 SH   DFND 1 507,111 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 19,999 834,675 SH   SOLE   834,675 0 0
SAUL CTRS INC COM 804395101 1,044 18,595 SH   SOLE   18,595 0 0
SCANSOURCE INC COM 806037107 2,713 83,317 SH   SOLE   83,317 0 0
SCANSOURCE INC COM 806037107 618 18,981 SH   DFND 1 18,981 0 0
HENRY SCHEIN INC COM 806407102 477 6,821 SH   SOLE   6,821 0 0
SCHLUMBERGER LTD COM 806857108 2,481 62,442 SH   SOLE   62,442 0 0
SCHOLASTIC CORP COM 807066105 727 21,863 SH   SOLE   21,863 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 19,593 487,506 SH   DFND 1 487,506 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 47,146 1,173,074 SH   SOLE   1,173,074 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,708 172,020 SH   SOLE   172,020 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,514 45,628 SH   DFND 1 45,628 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,165 13,455 SH   SOLE   13,455 0 0
SCIENTIFIC GAMES CORP COM 80874P109 290 14,632 SH   SOLE   14,632 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,023 10,389 SH   SOLE   10,389 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 676 44,216 SH   SOLE   44,216 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 12,219 480,292 SH   DFND 1 480,292 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 19,167 753,415 SH   SOLE   753,415 0 0
SEACOR HOLDINGS INC COM 811904101 433 9,123 SH   DFND 1 9,123 0 0
SEACOR HOLDINGS INC COM 811904101 2,079 43,764 SH   SOLE   43,764 0 0
SEALED AIR CORP NEW COM 81211K100 301 7,045 SH   SOLE   7,045 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 13,233 226,199 SH   SOLE   226,199 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 10,028 171,426 SH   DFND 1 171,426 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 5,367 90,000 SH   SOLE   90,000 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,347 84,893 SH   SOLE   84,893 0 0
SELECTIVE INS GROUP INC COM 816300107 3,464 46,261 SH   SOLE   46,261 0 0
SEMTECH CORP COM 816850101 848 17,648 SH   SOLE   17,648 0 0
SEMPRA ENERGY COM 816851109 1,697 12,346 SH   SOLE   12,346 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 17,773 159,410 SH   SOLE   159,410 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 6,328 57,000 SH   SOLE   57,000 0 0
SENECA FOODS CORP NEW CL A 817070501 773 27,793 SH   SOLE   27,793 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 448 54,219 SH   DFND 1 54,219 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,962 237,192 SH   SOLE   237,192 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 822 11,181 SH   SOLE   11,181 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 1,046 24,346 SH   SOLE   24,346 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 298 6,941 SH   DFND 1 6,941 0 0
SERVICE CORP INTL COM 817565104 2,256 48,235 SH   SOLE   48,235 0 0
SERVICENOW INC COM 81762P102 7,452 27,139 SH   DFND 1 27,139 0 0
SERVICENOW INC COM 81762P102 20,576 74,939 SH   SOLE   74,939 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,236 36,079 SH   SOLE   36,079 0 0
SHAKE SHACK INC CL A 819047101 1,472 20,392 SH   SOLE   20,392 0 0
SHERWIN WILLIAMS CO COM 824348106 1,685 3,676 SH   SOLE   3,676 0 0
SHOE CARNIVAL INC COM 824889109 210 7,601 SH   SOLE   7,601 0 0
SHUTTERFLY INC COM 82568P304 1,351 26,725 SH   SOLE   26,725 0 0
SHUTTERSTOCK INC COM 825690100 572 14,587 SH   SOLE   14,587 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,760 14,565 SH   SOLE   14,565 0 0
SILICON LABORATORIES INC COM 826919102 527 5,099 SH   DFND 1 5,099 0 0
SILICON LABORATORIES INC COM 826919102 2,967 28,698 SH   SOLE   28,698 0 0
SILGAN HOLDINGS INC COM 827048109 630 20,592 SH   SOLE   20,592 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,742 74,876 SH   SOLE   74,876 0 0
SIMON PPTY GROUP INC NEW COM 828806109 23,856 149,322 SH   SOLE   149,322 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,086 31,391 SH   SOLE   31,391 0 0
SITE CENTERS CORP COM 82981J109 1,590 120,053 SH   SOLE   120,053 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 7,014 101,206 SH   SOLE   101,206 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 2,671 38,539 SH   DFND 1 38,539 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 939 18,892 SH   SOLE   18,892 0 0
SKECHERS U S A INC CL A 830566105 1,120 35,569 SH   SOLE   35,569 0 0
SKYWEST INC COM 830879102 2,427 40,011 SH   SOLE   40,011 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 615 7,959 SH   SOLE   7,959 0 0
SLEEP NUMBER CORP COM 83125X103 953 23,595 SH   SOLE   23,595 0 0
SMITH A O CORP COM 831865209 301 6,389 SH   SOLE   6,389 0 0
SMUCKER J M CO COM NEW 832696405 590 5,125 SH   SOLE   5,125 0 0
SNAP ON INC COM 833034101 415 2,506 SH   SOLE   2,506 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,176 34,843 SH   SOLE   34,843 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 436 18,676 SH   SOLE   18,676 0 0
SONOCO PRODS CO COM 835495102 1,726 26,413 SH   SOLE   26,413 0 0
SOTHEBYS COM 835898107 506 8,699 SH   SOLE   8,699 0 0
SOUTH JERSEY INDS INC COM 838518108 2,434 72,152 SH   SOLE   72,152 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 3,355 63,000 SH   SOLE   63,000 0 0
SOUTHERN CO COM 842587107 8,429 152,485 SH   SOLE   152,485 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 804 24,845 SH   SOLE   24,845 0 0
SOUTHWEST AIRLS CO COM 844741108 73,107 1,439,686 SH   DFND 1 1,439,686 0 0
SOUTHWEST AIRLS CO COM 844741108 85,472 1,683,187 SH   SOLE   1,683,187 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 7,463 83,276 SH   DFND 1 83,276 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 12,172 135,814 SH   SOLE   135,814 0 0
SOUTHWESTERN ENERGY CO COM 845467109 452 143,103 SH   SOLE   143,103 0 0
SPARTANNASH CO COM 847215100 329 28,205 SH   SOLE   28,205 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 713 82,765 SH   SOLE   82,765 0 0
SPIRE INC COM 84857L101 3,722 44,354 SH   SOLE   44,354 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 551 12,905 SH   DFND 1 12,905 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 2,836 66,477 SH   SOLE   66,477 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 51 50,000 SH   SOLE   50,000 0 0
SPLUNK INC COM 848637104 29,924 237,964 SH   SOLE   237,964 0 0
SPLUNK INC COM 848637104 13,653 108,575 SH   DFND 1 108,575 0 0
SPOK HLDGS INC COM 84863T106 212 14,113 SH   SOLE   14,113 0 0
SPROUTS FMRS MKT INC COM 85208M102 590 31,220 SH   SOLE   31,220 0 0
SQUARE INC CL A 852234103 14,428 198,924 SH   DFND 1 198,924 0 0
SQUARE INC CL A 852234103 31,763 437,930 SH   SOLE   437,930 0 0
STAG INDL INC COM 85254J102 1,532 50,645 SH   SOLE   50,645 0 0
STAMPS COM INC COM NEW 852857200 576 12,713 SH   SOLE   12,713 0 0
STANDARD MTR PRODS INC COM 853666105 1,783 39,317 SH   SOLE   39,317 0 0
STANDARD MTR PRODS INC COM 853666105 329 7,259 SH   DFND 1 7,259 0 0
STANDEX INTL CORP COM 854231107 4,120 56,331 SH   DFND 1 56,331 0 0
STANDEX INTL CORP COM 854231107 14,205 194,219 SH   SOLE   194,219 0 0
STANLEY BLACK & DECKER INC COM 854502101 986 6,819 SH   SOLE   6,819 0 0
STARBUCKS CORP COM 855244109 29,119 347,357 SH   DFND 1 347,357 0 0
STARBUCKS CORP COM 855244109 73,713 879,315 SH   SOLE   879,315 0 0
STATE AUTO FINL CORP COM 855707105 6,391 182,593 SH   DFND 1 182,593 0 0
STATE AUTO FINL CORP COM 855707105 8,423 240,653 SH   SOLE   240,653 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 8,211 8,100,000 SH   SOLE   8,100,000 0 0
STATE STR CORP COM 857477103 8,246 147,096 SH   DFND 1 147,096 0 0
STATE STR CORP COM 857477103 13,451 239,942 SH   SOLE   239,942 0 0
STEEL DYNAMICS INC COM 858119100 32,407 1,073,086 SH   SOLE   1,073,086 0 0
STEEL DYNAMICS INC COM 858119100 29,342 971,589 SH   DFND 1 971,589 0 0
STEPAN CO COM 858586100 1,461 15,898 SH   SOLE   15,898 0 0
STERICYCLE INC COM 858912108 1,082 22,651 SH   SOLE   22,651 0 0
STERLING BANCORP DEL COM 85917A100 1,180 55,466 SH   SOLE   55,466 0 0
STEWART INFORMATION SVCS COR COM 860372101 754 18,613 SH   SOLE   18,613 0 0
STIFEL FINL CORP COM 860630102 16,381 277,369 SH   SOLE   277,369 0 0
STIFEL FINL CORP COM 860630102 9,701 164,265 SH   DFND 1 164,265 0 0
STORE CAP CORP COM 862121100 5,753 173,322 SH   SOLE   173,322 0 0
STORE CAP CORP COM 862121100 541 16,305 SH   DFND 1 16,305 0 0
STRATEGIC ED INC COM 86272C103 3,049 17,127 SH   SOLE   17,127 0 0
STRYKER CORP COM 863667101 3,207 15,598 SH   SOLE   15,598 0 0
STURM RUGER & CO INC COM 864159108 746 13,696 SH   SOLE   13,696 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 2,214 193,061 SH   SOLE   193,061 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 385 33,535 SH   DFND 1 33,535 0 0
SUN CMNTYS INC COM 866674104 9,746 76,028 SH   SOLE   76,028 0 0
SUNCOKE ENERGY INC COM 86722A103 624 70,269 SH   SOLE   70,269 0 0
SUNOPTA INC COM 8676EP108 4,754 1,445,048 SH   DFND 1 1,445,048 0 0
SUNOPTA INC COM 8676EP108 6,266 1,904,533 SH   SOLE   1,904,533 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,978 217,191 SH   SOLE   217,191 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 217 15,797 SH   DFND 1 15,797 0 0
SUNTRUST BKS INC COM 867914103 1,255 19,970 SH   SOLE   19,970 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 159 122,332 SH   SOLE   122,332 0 0
SUPERIOR INDS INTL INC COM 868168105 62 18,058 SH   SOLE   18,058 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,358 41,046 SH   SOLE   41,046 0 0
SURMODICS INC COM 868873100 457 10,577 SH   SOLE   10,577 0 0
SYKES ENTERPRISES INC COM 871237103 336 12,225 SH   DFND 1 12,225 0 0
SYKES ENTERPRISES INC COM 871237103 1,927 70,157 SH   SOLE   70,157 0 0
SYMANTEC CORP COM 871503108 609 27,989 SH   SOLE   27,989 0 0
SYNAPTICS INC COM 87157D109 265 9,095 SH   SOLE   9,095 0 0
SYNOPSYS INC COM 871607107 62,054 482,196 SH   SOLE   482,196 0 0
SYNOPSYS INC COM 871607107 14,744 114,568 SH   DFND 1 114,568 0 0
SYNOVUS FINL CORP COM NEW 87161C501 23,878 682,222 SH   SOLE   682,222 0 0
SYNOVUS FINL CORP COM NEW 87161C501 17,291 494,039 SH   DFND 1 494,039 0 0
SYNNEX CORP COM 87162W100 1,079 10,967 SH   SOLE   10,967 0 0
SYNCHRONY FINL COM 87165B103 995 28,712 SH   SOLE   28,712 0 0
SYNEOS HEALTH INC CL A 87166B102 20,616 403,520 SH   SOLE   403,520 0 0
SYNEOS HEALTH INC CL A 87166B102 15,504 303,462 SH   DFND 1 303,462 0 0
SYSCO CORP COM 871829107 1,505 21,282 SH   SOLE   21,282 0 0
TCF FINL CORP COM 872275102 901 43,350 SH   SOLE   43,350 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 1,392 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 11,040 208,769 SH   SOLE   208,769 0 0
TRI POINTE GROUP INC COM 87265H109 448 37,452 SH   SOLE   37,452 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,028 1,000,000 SH   SOLE   1,000,000 0 0
TPI COMPOSITES INC COM 87266J104 551 22,282 SH   DFND 1 22,282 0 0
TPI COMPOSITES INC COM 87266J104 1,444 58,431 SH   SOLE   58,431 0 0
TTM TECHNOLOGIES INC COM 87305R109 743 72,883 SH   SOLE   72,883 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 245 208,000 SH   DFND 1 208,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 6,505 5,516,000 SH   SOLE   5,516,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 712 14,253 SH   SOLE   14,253 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 9,914 174,177 SH   SOLE   174,177 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 3,494 61,377 SH   DFND 1 61,377 0 0
TAILORED BRANDS INC COM 87403A107 227 39,301 SH   SOLE   39,301 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,203 37,020 SH   DFND 1 37,020 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,220 107,638 SH   SOLE   107,638 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 467 12,254 SH   SOLE   12,254 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 226 5,922 SH   DFND 1 5,922 0 0
TALOS ENERGY INC COM 87484T108 7,602 316,103 SH   DFND 1 316,103 0 0
TALOS ENERGY INC COM 87484T108 12,404 515,759 SH   SOLE   515,759 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 168 10,342 SH   DFND 1 10,342 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 970 59,830 SH   SOLE   59,830 0 0
TAPESTRY INC COM 876030107 415 13,064 SH   SOLE   13,064 0 0
TARGET CORP COM 87612E106 2,009 23,196 SH   SOLE   23,196 0 0
TAUBMAN CTRS INC COM 876664103 2,681 65,672 SH   SOLE   65,672 0 0
TAUBMAN CTRS INC COM 876664103 266 6,515 SH   DFND 1 6,515 0 0
TEAM INC COM 878155100 361 23,593 SH   SOLE   23,593 0 0
TECH DATA CORP COM 878237106 1,010 9,657 SH   SOLE   9,657 0 0
TECHTARGET INC COM 87874R100 366 17,224 SH   SOLE   17,224 0 0
TEGNA INC COM 87901J105 864 57,049 SH   SOLE   57,049 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 36,434 133,033 SH   SOLE   133,033 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 10,142 37,031 SH   DFND 1 37,031 0 0
TELEFLEX INC COM 879369106 15,951 48,168 SH   DFND 1 48,168 0 0
TELEFLEX INC COM 879369106 36,096 109,001 SH   SOLE   109,001 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 753 24,785 SH   SOLE   24,785 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 429 67,412 SH   SOLE   67,412 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 888 139,601 SH   DFND 1 139,601 0 0
TEMPUR SEALY INTL INC COM 88023U101 890 12,134 SH   SOLE   12,134 0 0
TENARIS S A SPONSORED ADS 88031M109 1,736 65,983 SH   SOLE   65,983 0 0
TENARIS S A SPONSORED ADS 88031M109 839 31,887 SH   DFND 1 31,887 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 454 21,984 SH   SOLE   21,984 0 0
TENNANT CO COM 880345103 870 14,215 SH   SOLE   14,215 0 0
TERADATA CORP DEL COM 88076W103 26,595 741,834 SH   DFND 1 741,834 0 0
TERADATA CORP DEL COM 88076W103 28,872 805,351 SH   SOLE   805,351 0 0
TERADYNE INC COM 880770102 35,706 745,262 SH   DFND 1 745,262 0 0
TERADYNE INC COM 880770102 39,450 823,411 SH   SOLE   823,411 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 9,247 5,700,000 SH   SOLE   5,700,000 0 0
TEREX CORP NEW COM 880779103 521 16,584 SH   SOLE   16,584 0 0
TERRITORIAL BANCORP INC COM 88145X108 953 30,852 SH   SOLE   30,852 0 0
TERRITORIAL BANCORP INC COM 88145X108 283 9,153 SH   DFND 1 9,153 0 0
TERRENO RLTY CORP COM 88146M101 16,946 345,554 SH   SOLE   345,554 0 0
TERRENO RLTY CORP COM 88146M101 12,016 245,031 SH   DFND 1 245,031 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 161 98,622 SH   SOLE   98,622 0 0
TETRA TECH INC NEW COM 88162G103 3,366 42,848 SH   SOLE   42,848 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 815 13,281 SH   SOLE   13,281 0 0
TEXAS INSTRS INC COM 882508104 33,338 290,499 SH   DFND 1 290,499 0 0
TEXAS INSTRS INC COM 882508104 78,642 685,274 SH   SOLE   685,274 0 0
TEXAS ROADHOUSE INC COM 882681109 2,557 47,645 SH   DFND 1 47,645 0 0
TEXAS ROADHOUSE INC COM 882681109 7,643 142,411 SH   SOLE   142,411 0 0
TEXTRON INC COM 883203101 561 10,573 SH   SOLE   10,573 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 118,537 403,626 SH   SOLE   403,626 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 41,903 142,684 SH   DFND 1 142,684 0 0
THERMON GROUP HLDGS INC COM 88362T103 234 9,121 SH   SOLE   9,121 0 0
THOR INDS INC COM 885160101 808 13,829 SH   SOLE   13,829 0 0
3-D SYS CORP DEL COM NEW 88554D205 829 91,131 SH   SOLE   91,131 0 0
3M CO COM 88579Y101 4,524 26,098 SH   SOLE   26,098 0 0
TIFFANY & CO NEW COM 886547108 458 4,888 SH   SOLE   4,888 0 0
TILE SHOP HLDGS INC COM 88677Q109 123 30,724 SH   SOLE   30,724 0 0
TIMKEN CO COM 887389104 931 18,132 SH   SOLE   18,132 0 0
TIMKENSTEEL CORP COM 887399103 250 30,809 SH   SOLE   30,809 0 0
TITAN INTL INC ILL COM 88830M102 193 39,485 SH   SOLE   39,485 0 0
TIVO CORP COM 88870P106 722 97,908 SH   SOLE   97,908 0 0
TIVITY HEALTH INC COM 88870R102 609 37,073 SH   SOLE   37,073 0 0
TOLL BROTHERS INC COM 889478103 48,731 1,330,712 SH   SOLE   1,330,712 0 0
TOLL BROTHERS INC COM 889478103 39,515 1,079,047 SH   DFND 1 1,079,047 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 794 9,733 SH   SOLE   9,733 0 0
TOPBUILD CORP COM 89055F103 2,225 26,884 SH   SOLE   26,884 0 0
TORCHMARK CORP COM 891027104 1,425 15,929 SH   SOLE   15,929 0 0
TORO CO COM 891092108 1,885 28,171 SH   SOLE   28,171 0 0
TOWER INTL INC COM 891826109 3,191 163,630 SH   SOLE   163,630 0 0
TOWER INTL INC COM 891826109 986 50,548 SH   DFND 1 50,548 0 0
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TRACTOR SUPPLY CO COM 892356106 594 5,464 SH   SOLE   5,464 0 0
TRANSDIGM GROUP INC COM 893641100 3,267 6,753 SH   DFND 1 6,753 0 0
TRANSDIGM GROUP INC COM 893641100 10,109 20,896 SH   SOLE   20,896 0 0
TRANSUNION COM 89400J107 6,290 85,573 SH   DFND 1 85,573 0 0
TRANSUNION COM 89400J107 8,291 112,785 SH   SOLE   112,785 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,774 11,867 SH   SOLE   11,867 0 0
TREDEGAR CORP COM 894650100 333 20,041 SH   SOLE   20,041 0 0
TREEHOUSE FOODS INC COM 89469A104 31,594 584,000 SH   DFND 1 584,000 0 0
TREEHOUSE FOODS INC COM 89469A104 32,321 597,426 SH   SOLE   597,426 0 0
TREX CO INC COM 89531P105 1,110 15,484 SH   SOLE   15,484 0 0
TRICO BANCSHARES COM 896095106 821 21,713 SH   DFND 1 21,713 0 0
TRICO BANCSHARES COM 896095106 2,766 73,186 SH   SOLE   73,186 0 0
TRIMAS CORP COM NEW 896215209 2,277 73,529 SH   DFND 1 73,529 0 0
TRIMAS CORP COM NEW 896215209 7,470 241,186 SH   SOLE   241,186 0 0
TRIMBLE INC COM 896239100 2,999 66,490 SH   SOLE   66,490 0 0
TRINITY INDS INC COM 896522109 713 34,365 SH   SOLE   34,365 0 0
TRIUMPH BANCORP INC COM 89679E300 560 19,272 SH   SOLE   19,272 0 0
TRIUMPH GROUP INC NEW COM 896818101 896 39,123 SH   SOLE   39,123 0 0
TRIPADVISOR INC COM 896945201 217 4,684 SH   SOLE   4,684 0 0
TRUEBLUE INC COM 89785X101 694 31,439 SH   SOLE   31,439 0 0
TRUSTCO BK CORP N Y COM 898349105 4,645 586,463 SH   SOLE   586,463 0 0
TRUSTCO BK CORP N Y COM 898349105 1,192 150,442 SH   DFND 1 150,442 0 0
TRUSTMARK CORP COM 898402102 570 17,135 SH   SOLE   17,135 0 0
TTEC HLDGS INC COM 89854H102 507 10,872 SH   SOLE   10,872 0 0
TUPPERWARE BRANDS CORP COM 899896104 245 12,866 SH   SOLE   12,866 0 0
TURNING PT BRANDS INC COM 90041L105 36,720 749,688 SH   SOLE   749,688 0 0
TURNING PT BRANDS INC COM 90041L105 22,451 458,368 SH   DFND 1 458,368 0 0
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TWITTER INC COM 90184L102 37,957 1,087,605 SH   SOLE   1,087,605 0 0
TWITTER INC COM 90184L102 33,618 963,270 SH   DFND 1 963,270 0 0
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TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,045 9,450,000 SH   SOLE   9,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 771 792,000 SH   DFND 1 792,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 9,454 9,708,000 SH   SOLE   9,708,000 0 0
II VI INC COM 902104108 1,709 46,750 SH   SOLE   46,750 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 10,742 10,200,000 SH   SOLE   10,200,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 6,953 32,189 SH   DFND 1 32,189 0 0
TYLER TECHNOLOGIES INC COM 902252105 20,955 97,005 SH   SOLE   97,005 0 0
TYSON FOODS INC CL A 902494103 1,074 13,302 SH   SOLE   13,302 0 0
UDR INC COM 902653104 6,273 139,737 SH   SOLE   139,737 0 0
UGI CORP NEW COM 902681105 5,624 105,295 SH   SOLE   105,295 0 0
UMB FINL CORP COM 902788108 768 11,671 SH   SOLE   11,671 0 0
US BANCORP DEL COM NEW 902973304 37,112 708,246 SH   SOLE   708,246 0 0
US BANCORP DEL COM NEW 902973304 19,317 368,640 SH   DFND 1 368,640 0 0
UMH PPTYS INC COM 903002103 152 12,221 SH   DFND 1 12,221 0 0
UMH PPTYS INC COM 903002103 511 41,185 SH   SOLE   41,185 0 0
USANA HEALTH SCIENCES INC COM 90328M107 826 10,399 SH   SOLE   10,399 0 0
U S CONCRETE INC COM NEW 90333L201 616 12,407 SH   SOLE   12,407 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,262 18,452 SH   SOLE   18,452 0 0
U S PHYSICAL THERAPY INC COM 90337L108 310 2,528 SH   DFND 1 2,528 0 0
U S SILICA HLDGS INC COM 90346E103 734 57,390 SH   SOLE   57,390 0 0
ULTA BEAUTY INC COM 90384S303 16,147 46,549 SH   SOLE   46,549 0 0
ULTA BEAUTY INC COM 90384S303 5,511 15,888 SH   DFND 1 15,888 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 426 30,607 SH   SOLE   30,607 0 0
UMPQUA HLDGS CORP COM 904214103 966 58,254 SH   SOLE   58,254 0 0
UNDER ARMOUR INC CL A 904311107 214 8,460 SH   SOLE   8,460 0 0
UNIFI INC COM NEW 904677200 207 11,395 SH   SOLE   11,395 0 0
UNIFIRST CORP MASS COM 904708104 12,532 66,460 SH   SOLE   66,460 0 0
UNIFIRST CORP MASS COM 904708104 3,094 16,406 SH   DFND 1 16,406 0 0
UNION PACIFIC CORP COM 907818108 5,419 32,047 SH   SOLE   32,047 0 0
UNISYS CORP COM NEW 909214306 389 40,030 SH   SOLE   40,030 0 0
UNIT CORP COM 909218109 1,793 201,677 SH   SOLE   201,677 0 0
UNIT CORP COM 909218109 456 51,336 SH   DFND 1 51,336 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 7,111 248,980 SH   DFND 1 248,980 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,135 389,876 SH   SOLE   389,876 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,001 26,992 SH   SOLE   26,992 0 0
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UNITED CONTL HLDGS INC COM 910047109 42,523 485,700 SH   DFND 1 485,700 0 0
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UNITED TECHNOLOGIES CORP COM 913017109 43,915 337,286 SH   DFND 1 337,286 0 0
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UNITIL CORP COM 913259107 446 7,440 SH   DFND 1 7,440 0 0
UNITIL CORP COM 913259107 1,527 25,504 SH   SOLE   25,504 0 0
UNITI GROUP INC COM 91325V108 463 48,742 SH   SOLE   48,742 0 0
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UNIVERSAL INS HLDGS INC COM 91359V107 695 24,894 SH   SOLE   24,894 0 0
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VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,184 25,000 SH   SOLE   25,000 0 0
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VENTAS INC COM 92276F100 9,309 136,200 SH   SOLE   136,200 0 0
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ALLEGION PUB LTD CO ORD SHS G0176J109 470 4,256 SH   SOLE   4,256 0 0
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AMCOR PLC ORD G0250X107 840 73,125 SH   SOLE   73,125 0 0
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ARGO GROUP INTL HLDGS LTD COM G0464B107 5,972 80,652 SH   DFND 1 80,652 0 0
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CAPRI HOLDINGS LIMITED SHS G1890L107 238 6,876 SH   SOLE   6,876 0 0
CARDTRONICS PLC SHS CL A G1991C105 803 29,397 SH   SOLE   29,397 0 0
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CONSOLIDATED WATER CO INC ORD G23773107 625 43,811 SH   SOLE   43,811 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 468 23,394 SH   SOLE   23,394 0 0
EATON CORP PLC SHS G29183103 1,592 19,116 SH   SOLE   19,116 0 0
ENDO INTL PLC SHS G30401106 646 156,684 SH   SOLE   156,684 0 0
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HELEN OF TROY CORP LTD COM G4388N106 865 6,621 SH   SOLE   6,621 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 928 43,388 SH   SOLE   43,388 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 2,483 103,200 SH   SOLE   103,200 0 0
ICHOR HOLDINGS SHS G4740B105 412 17,444 SH   SOLE   17,444 0 0
IHS MARKIT LTD SHS G47567105 1,043 16,375 SH   SOLE   16,375 0 0
INGERSOLL-RAND PLC SHS G47791101 29,282 231,170 SH   DFND 1 231,170 0 0
INGERSOLL-RAND PLC SHS G47791101 61,825 488,079 SH   SOLE   488,079 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,167 244,213 SH   SOLE   244,213 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,207 93,094 SH   DFND 1 93,094 0 0
INVESCO LTD SHS G491BT108 367 17,955 SH   SOLE   17,955 0 0
JAMES RIV GROUP LTD COM G5005R107 1,106 23,589 SH   SOLE   23,589 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35,279 247,465 SH   DFND 1 247,465 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 44,598 312,835 SH   SOLE   312,835 0 0
JOHNSON CTLS INTL PLC SHS G51502105 14,059 340,340 SH   DFND 1 340,340 0 0
JOHNSON CTLS INTL PLC SHS G51502105 30,678 742,629 SH   SOLE   742,629 0 0
LINDE PLC SHS G5494J103 4,934 24,574 SH   SOLE   24,574 0 0
LIVANOVA PLC SHS G5509L101 920 12,789 SH   SOLE   12,789 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 203 22,075 SH   SOLE   22,075 0 0
MEDTRONIC PLC SHS G5960L103 42,823 439,702 SH   DFND 1 439,702 0 0
MEDTRONIC PLC SHS G5960L103 117,571 1,207,221 SH   SOLE   1,207,221 0 0
APTIV PLC SHS G6095L109 12,840 158,847 SH   DFND 1 158,847 0 0
APTIV PLC SHS G6095L109 26,720 330,569 SH   SOLE   330,569 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,263 780,292 SH   SOLE   780,292 0 0
NABORS INDUSTRIES LTD SHS G6359F103 492 169,746 SH   DFND 1 169,746 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 362 16,014 SH   SOLE   16,014 0 0
NOBLE CORP PLC SHS USD G65431101 365 195,113 SH   SOLE   195,113 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 30,971 577,502 SH   DFND 1 577,502 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 37,726 703,457 SH   SOLE   703,457 0 0
NOVOCURE LTD ORD SHS G6674U108 4,069 64,350 SH   SOLE   64,350 0 0
NOVOCURE LTD ORD SHS G6674U108 1,551 24,526 SH   DFND 1 24,526 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,043 42,069 SH   SOLE   42,069 0 0
PROTHENA CORP PLC SHS G72800108 199 18,836 SH   SOLE   18,836 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,081 11,688 SH   SOLE   11,688 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 544 11,551 SH   SOLE   11,551 0 0
PENTAIR PLC SHS G7S00T104 264 7,103 SH   SOLE   7,103 0 0
SIGNET JEWELERS LIMITED SHS G81276100 245 13,723 SH   SOLE   13,723 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 227 9,857 SH   SOLE   9,857 0 0
STERIS PLC SHS USD G8473T100 3,329 22,361 SH   SOLE   22,361 0 0
TECHNIPFMC PLC COM G87110105 1,687 65,036 SH   DFND 1 65,036 0 0
TECHNIPFMC PLC COM G87110105 5,169 199,286 SH   SOLE   199,286 0 0
THIRD PT REINS LTD COM G8827U100 599 58,035 SH   SOLE   58,035 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 314 18,243 SH   SOLE   18,243 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,114 5,816 SH   SOLE   5,816 0 0
PERRIGO CO PLC SHS G97822103 268 5,632 SH   SOLE   5,632 0 0
CHUBB LIMITED COM H1467J104 39,886 270,796 SH   SOLE   270,796 0 0
CHUBB LIMITED COM H1467J104 23,011 156,227 SH   DFND 1 156,227 0 0
GARMIN LTD SHS H2906T109 436 5,463 SH   SOLE   5,463 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,466 15,305 SH   SOLE   15,305 0 0
TRANSOCEAN LTD REG SHS H8817H100 858 133,859 SH   SOLE   133,859 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2,249 178,526 SH   DFND 1 178,526 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 6,343 503,398 SH   SOLE   503,398 0 0
AUDIOCODES LTD ORD M15342104 196 12,657 SH   DFND 1 12,657 0 0
AUDIOCODES LTD ORD M15342104 413 26,684 SH   SOLE   26,684 0 0
CORE LABORATORIES N V COM N22717107 613 11,716 SH   SOLE   11,716 0 0
FRANKS INTL N V COM N33462107 189 34,532 SH   DFND 1 34,532 0 0
FRANKS INTL N V COM N33462107 637 116,728 SH   SOLE   116,728 0 0
INTERXION HOLDING N.V SHS N47279109 2,722 35,775 SH   SOLE   35,775 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,181 13,712 SH   SOLE   13,712 0 0
MYLAN N V SHS EURO N59465109 442 23,231 SH   SOLE   23,231 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,035 10,600 SH   SOLE   10,600 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 906 117,528 SH   DFND 1 117,528 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 2,435 315,833 SH   SOLE   315,833 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 23,045 772,808 SH   DFND 1 772,808 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 42,414 1,422,343 SH   SOLE   1,422,343 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 937 7,728 SH   SOLE   7,728 0 0
COSTAMARE INC SHS Y1771G102 513 99,918 SH   DFND 1 99,918 0 0
COSTAMARE INC SHS Y1771G102 1,774 345,847 SH   SOLE   345,847 0 0
AT&T INC COM 00206R102 878 26,203 SH   DFND 2 0 0 0
ABBOTT LABS COM 002824100 349 4,150 SH   DFND 2 0 0 0
ABBVIE INC COM 00287Y109 277 3,802 SH   DFND 2 0 0 0
ADOBE SYS INC COM 00724F101 242 821 SH   DFND 2 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 246 8,088 SH   DFND 2 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,984 11,707 SH   DFND 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 553 512 SH   DFND 2 0 0 0
ALTRIA GROUP INC COM 02209S103 316 6,664 SH   DFND 2 0 0 0
AMAZON COM INC COM 023135106 1,201 634 SH   DFND 2 0 0 0
AMERICAN EXPRESS CO COM 025816109 203 1,641 SH   DFND 2 0 0 0
AMGEN INC COM 031162100 434 2,356 SH   DFND 2 0 0 0
ANALOG DEVICES INC COM 032654105 625 5,541 SH   DFND 2 0 0 0
APPLE INC COM 037833100 1,939 9,797 SH   DFND 2 0 0 0
BAIDU INC SPON ADR REP A 056752108 1,166 9,932 SH   DFND 2 0 0 0
BANK NEW YORK MELLON CORP COM 064058100 377 8,528 SH   DFND 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 489 2,296 SH   DFND 2 0 0 0
BOEING CO COM 097023105 992 2,725 SH   DFND 2 0 0 0
CME GROUP INC COM CL A 12572Q105 202 1,038 SH   DFND 2 0 0 0
CALAVO GROWERS INC COM 128246105 648 6,699 SH   DFND 2 0 0 0
CANADIAN NATL RY CO COM 136375102 580 6,276 SH   DFND 2 0 0 0
CHEVRON CORP NEW COM 166764100 477 3,832 SH   DFND 2 0 0 0
COMCAST CORP NEW CL A 20030N101 373 8,831 SH   DFND 2 0 0 0
CUMMINS INC COM 231021106 500 2,917 SH   DFND 2 0 0 0
CURTISS WRIGHT CORP COM 231561101 364 2,860 SH   DFND 2 0 0 0
DBX ETF TR XTRACK MSCI EAFE 233051200 279 8,834 PRN   DFND 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 605 4,331 SH   DFND 2 0 0 0
DOLLAR GEN CORP NEW COM 256677105 453 3,354 SH   DFND 2 0 0 0
ECOLAB INC COM 278865100 401 2,033 SH   DFND 2 0 0 0
EXXON MOBIL CORP COM 30231G102 1,835 23,951 SH   DFND 2 0 0 0
FACEBOOK INC CL A 30303M102 365 1,891 SH   DFND 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 1,312 38,898 PRN   DFND 2 0 0 0
FIRSTENERGY CORP COM 337932107 444 10,378 SH   DFND 2 0 0 0
FLEXSHARES TR QUALT DIVD IDX 33939L860 6,305 140,556 PRN   DFND 2 0 0 0
GENTEX CORP COM 371901109 244 9,912 SH   DFND 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 3,352 161,556 PRN   DFND 2 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 591 20,033 PRN   DFND 2 0 0 0
HOME DEPOT INC COM 437076102 1,125 5,410 SH   DFND 2 0 0 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 6,416 315,141 PRN   DFND 2 0 0 0
INTEL CORP COM 458140100 608 12,693 SH   DFND 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 209 1,517 SH   DFND 2 0 0 0
IQIYI INC SPONSORED ADS 46267X108 1,452 70,296 PRN   DFND 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 267 19,807 PRN   DFND 2 0 0 0
ISHARES INC US INTL HGH YLD 464286178 244 4,953 PRN   DFND 2 0 0 0
ISHARES INC EM HGHYL BD ETF 464286285 963 20,148 PRN   DFND 2 0 0 0
ISHARES INC EM MKTS DIV ETF 464286319 1,257 30,815 PRN   DFND 2 0 0 0
ISHARES INC MSCI EM ASIA ETF 464286426 1,207 18,247 PRN   DFND 2 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 449 9,709 PRN   DFND 2 0 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,560 26,509 SH   DFND 2 0 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 2,029 12,289 PRN   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 112,089 1,682,255 SH   DFND 2 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 299 3,007 SH   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 25,160 217,851 PRN   DFND 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 30,135 102,238 SH   DFND 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,590 95,105 SH   DFND 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,226 121,792 SH   DFND 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,499 20,090 SH   DFND 2 0 0 0
ISHARES TR GLOB TELECOM ETF 464287275 419 7,313 PRN   DFND 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 4,714 26,256 PRN   DFND 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 9,516 53,092 PRN   DFND 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 13,029 111,772 SH   DFND 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 75,484 568,358 PRN   DFND 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 7,144 64,933 PRN   DFND 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 288 3,397 PRN   DFND 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 15,706 238,945 SH   DFND 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 1,742 19,542 SH   DFND 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 1,016 7,126 SH   DFND 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 14,536 74,829 SH   DFND 2 0 0 0
ISHARES TR NA TEC SFTWR ETF 464287515 1,376 6,297 PRN   DFND 2 0 0 0
ISHARES TR NASDAQ BIOTECH 464287556 982 9,005 SH   DFND 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 325 2,552 SH   DFND 2 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 2,295 10,144 SH   DFND 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 3,425 21,766 SH   DFND 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,249 6,220 SH   DFND 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 603 3,876 SH   DFND 2 0 0 0
ISHARES TR CORE S&P US VLU 464287663 1,552 27,398 SH   DFND 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 2,216 35,353 PRN   DFND 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,060 12,920 SH   DFND 2 0 0 0
ISHARES TR U.S. TECH ETF 464287721 990 5,004 PRN   DFND 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 2,385 27,316 SH   DFND 2 0 0 0
ISHARES TR US INDUSTRIALS 464287754 2,057 12,998 PRN   DFND 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,403 7,187 SH   DFND 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,329 10,581 PRN   DFND 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 21,242 271,360 SH   DFND 2 0 0 0
ISHARES TR EUROPE ETF 464287861 877 19,901 PRN   DFND 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 1,361 9,157 SH   DFND 2 0 0 0
ISHARES TR S&P SML 600 GWT 464287887 485 2,655 PRN   DFND 2 0 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,310 18,765 PRN   DFND 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,474 25,674 PRN   DFND 2 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 294 2,597 SH   DFND 2 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 1,392 8,840 PRN   DFND 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 1,232 10,891 SH   DFND 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 13,797 225,224 PRN   DFND 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,150 24,662 SH   DFND 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 9,899 190,298 SH   DFND 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 279 2,553 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 4,191 38,949 PRN   DFND 2 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 3,557 31,681 PRN   DFND 2 0 0 0
ISHARES TR US CR BD ETF 464288620 1,970 34,521 PRN   DFND 2 0 0 0
ISHARES TR INTRMD CR BD ETF 464288638 1,747 30,682 SH   DFND 2 0 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 16,031 299,973 SH   DFND 2 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 486 3,863 SH   DFND 2 0 0 0
ISHARES TR S&P US PFD STK 464288687 7,741 210,072 SH   DFND 2 0 0 0
ISHARES TR US REGNL BKS ETF 464288778 2,369 51,608 PRN   DFND 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 2,839 59,053 PRN   DFND 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 621 7,691 PRN   DFND 2 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 963 14,595 PRN   DFND 2 0 0 0
ISHARES TR AGGRES ALLOC ETF 464289859 230 4,170 PRN   DFND 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 7,181 140,993 PRN   DFND 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 7,124 75,384 PRN   DFND 2 0 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 18,926 260,539 PRN   DFND 2 0 0 0
ISHARES TR MIN VOL USA ETF 46429B697 4,558 73,837 SH   DFND 2 0 0 0
ISHARES US ETF TR SHT MAT MUN ETF 46431W838 521 10,395 PRN   DFND 2 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 26,193 286,354 PRN   DFND 2 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 6,643 56,011 PRN   DFND 2 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 4,632 78,994 PRN   DFND 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 8,289 135,007 PRN   DFND 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 9,639 191,137 PRN   DFND 2 0 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 998 32,940 PRN   DFND 2 0 0 0
ISHARES INC MLT FCTR EMG MKT 46434G889 1,128 26,771 PRN   DFND 2 0 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 6,206 236,340 PRN   DFND 2 0 0 0
ISHARES TR MULTIFACTOR USA 46434V290 4,081 101,302 PRN   DFND 2 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 18,979 496,844 PRN   DFND 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 1,878 62,993 PRN   DFND 2 0 0 0
ISHARES TR ESG 1 5 YR USD 46435G243 272 10,754 PRN   DFND 2 0 0 0
ISHARES TR MSCI EAFE ESG OP 46435G516 2,918 45,373 PRN   DFND 2 0 0 0
ISHARES TR EDGE US FIXD INM 46435U796 3,263 32,322 PRN   DFND 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 256 6,256 PRN   DFND 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 765 6,845 SH   DFND 2 0 0 0
JP MORGAN EXCHANGE TRADED FD DIV RTN INT EQ 46641Q209 8,372 153,731 PRN   DFND 2 0 0 0
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC 46641Q837 16,135 320,193 PRN   DFND 2 0 0 0
JP MORGAN EXCHANGE TRADED FD GLOBAL BD OPRT 46641Q852 3,828 75,620 PRN   DFND 2 0 0 0
JOHNSON & JOHNSON COM 478160104 279 2,004 SH   DFND 2 0 0 0
KEMPER CORP DEL COM 488401100 328 3,801 SH   DFND 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 983 2,704 SH   DFND 2 0 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 434 6,786 PRN   DFND 2 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 256 1,652 SH   DFND 2 0 0 0
MCDONALDS CORP COM 580135101 860 4,140 SH   DFND 2 0 0 0
MERCK & CO INC COM 58933Y105 465 5,548 SH   DFND 2 0 0 0
MICROSOFT CORP COM 594918104 576 4,300 SH   DFND 2 0 0 0
NEXTERA ENERGY INC COM 65339F101 441 2,153 SH   DFND 2 0 0 0
NVIDIA CORP COM 67066G104 1,497 9,115 SH   DFND 2 0 0 0
NUSHARES ETF TR ESG LARGE CAP 67092P201 2,392 64,376 PRN   DFND 2 0 0 0
NUSHARES ETF TR ESG LRG VALUE 67092P300 2,726 90,097 PRN   DFND 2 0 0 0
NUSHARES ETF TR ESG SMALL CAP 67092P607 419 14,187 PRN   DFND 2 0 0 0
ORACLE CORP COM 68389X105 211 3,699 SH   DFND 2 0 0 0
PIMCO ETF TR ENHNCD LW DUR AC 72201R718 2,370 23,644 PRN   DFND 2 0 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 429 4,276 PRN   DFND 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 377 6,879 PRN   DFND 2 0 0 0
PROCTER AND GAMBLE CO COM 742718109 849 7,742 SH   DFND 2 0 0 0
PROLOGIS INC COM 74340W103 451 5,625 SH   DFND 2 0 0 0
RAYTHEON CO COM NEW 755111507 230 1,326 SH   DFND 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,681 5,737 SH   DFND 2 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,293 17,213 SH   DFND 2 0 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 62,960 1,643,868 SH   DFND 2 0 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 211 3,122 PRN   DFND 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 222 6,198 PRN   DFND 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 603 20,371 PRN   DFND 2 0 0 0
SPDR SERIES TRUST FACTST INV ETF 78464A110 4,793 45,361 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 2,971 48,771 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 3,921 64,621 PRN   DFND 2 0 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 3,068 58,037 PRN   DFND 2 0 0 0
SPDR SERIES TRUST AEROSPACE DEF 78464A631 4,468 42,990 PRN   DFND 2 0 0 0
SPDR SERIES TRUST BLMBRG BRC INTRM 78464A672 320 5,180 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,575 48,199 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,143 78,646 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 1,882 66,314 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 3,792 37,588 SH   DFND 2 0 0 0
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 3,013 44,548 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 400 MDCP GRW 78464A821 1,102 20,296 PRN   DFND 2 0 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 252 4,912 PRN   DFND 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 1,360 27,720 PRN   DFND 2 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,821 14,373 PRN   DFND 2 0 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 569 18,530 PRN   DFND 2 0 0 0
SPDR SER TR NUVEEN BLMBRG SR 78468R739 363 7,423 PRN   DFND 2 0 0 0
SPDR SER TR MSCI USA STRTGIC 78468R812 3,615 41,972 PRN   DFND 2 0 0 0
SPDR SER TR PORTFOLIO SM ETF 78468R853 796 25,974 PRN   DFND 2 0 0 0
SALESFORCE COM INC COM 79466L302 298 1,967 SH   DFND 2 0 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 211 3,007 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 19,710 236,876 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 13,027 232,038 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 31,135 545,362 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 12,358 172,887 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 1,961 36,949 PRN   DFND 2 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 421 7,944 PRN   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 501 8,558 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,116 22,837 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 564 4,730 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,659 26,036 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,964 433,475 SH   DFND 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 740 9,476 SH   DFND 2 0 0 0
SHERWIN WILLIAMS CO COM 824348106 274 598 SH   DFND 2 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 411 1,500 SH   DFND 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 655 2,230 SH   DFND 2 0 0 0
3M CO COM 88579Y101 4,861 28,046 SH   DFND 2 0 0 0
TRIMTABS ETF TR ALL CAP US FREE 89628W302 6,205 166,752 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 218 2,110 SH   DFND 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 669 5,138 SH   DFND 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 871 3,571 SH   DFND 2 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 51 30,250 SH   DFND 2 0 0 0
VANGUARD GROUP DIV APP ETF 921908844 12,852 111,604 SH   DFND 2 0 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 628 11,904 PRN   DFND 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 895 6,909 SH   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 921932828 5,134 35,934 PRN   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 485 3,944 PRN   DFND 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 851 6,065 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 780 8,038 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 997 11,524 PRN   DFND 2 0 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 2,264 28,120 SH   DFND 2 0 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 2,115 25,466 PRN   DFND 2 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 21,228 508,935 SH   DFND 2 0 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,066 23,647 SH   DFND 2 0 0 0
VANGUARD WHITEHALL FDS INC INTL DVD ETF 921946810 2,880 42,320 PRN   DFND 2 0 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 607 12,315 PRN   DFND 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 7,165 125,046 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 323 5,468 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,432 13,601 PRN   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,197 169,221 SH   DFND 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 791 14,401 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 369 2,480 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 499 5,870 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 1,001 14,502 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 1,579 7,490 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 252 1,893 PRN   DFND 2 0 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 217 2,501 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 24,159 299,445 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,382 14,682 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 595 9,025 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 776 14,685 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 4,366 48,592 SH   DFND 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 36,863 136,959 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 2,814 25,274 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 681 4,559 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 490 5,611 SH   DFND 2 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 598 4,584 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,153 12,879 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 15,976 97,776 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 11,000 99,175 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 6,466 41,272 PRN   DFND 2 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 626 4,169 SH   DFND 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 388 6,785 SH   DFND 2 0 0 0
VISA INC COM CL A 92826C839 977 5,631 SH   DFND 2 0 0 0
WALMART INC COM 931142103 649 5,878 SH   DFND 2 0 0 0
WELLS FARGO CO NEW COM 949746101 306 6,459 SH   DFND 2 0 0 0
WISDOMTREE TR EMER MKT HIGH FD 97717W315 2,825 63,246 PRN   DFND 2 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 343 9,462 PRN   DFND 2 0 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 2,440 41,830 PRN   DFND 2 0 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,329 114,974 PRN   DFND 2 0 0 0
WISDOMTREE TR BLMBRG FL TRFD 97717X628 514 20,493 PRN   DFND 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 26,240 601,147 PRN   DFND 2 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 891 13,468 PRN   DFND 2 0 0 0
WORKDAY INC CL A 98138H101 240 1,165 SH   DFND 2 0 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 220 2,975 SH   DFND 2 0 0 0
MEDTRONIC PLC SHS G5960L103 466 4,786 SH   DFND 2 0 0 0
3M CO COM 88579Y101 785 4,528 SH   DFND 3 4,523 0 5
ABBOTT LABS COM 002824100 765 9,102 SH   DFND 3 9,076 0 26
ABBVIE INC COM 00287Y109 797 10,968 SH   DFND 3 10,951 0 17
ABIOMED INC COM 003654100 522 2,002 SH   DFND 3 2,002 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,370 29,063 SH   DFND 3 27,847 0 1,216
ADOBE SYS INC COM 00724F101 856 2,905 SH   DFND 3 2,896 0 9
AFLAC INC COM 001055102 586 10,687 SH   DFND 3 10,128 0 559
ALLSTATE CORP COM 020002101 487 4,789 SH   DFND 3 4,780 0 9
ALPHABET INC CAP STK CL A 02079K305 406 375 SH   DFND 3 371 0 4
ALPHABET INC CAP STK CL C 02079K107 332 307 SH   DFND 3 307 0 0
ALTRIA GROUP INC COM 02209S103 325 6,856 SH   DFND 3 6,803 0 53
AMAZON COM INC COM 023135106 1,438 759 SH   DFND 3 675 0 84
AMERICAN ELEC PWR INC COM 025537101 310 3,517 SH   DFND 3 3,498 0 19
AMGEN INC COM 031162100 229 1,240 SH   DFND 3 1,237 0 3
APPLE INC COM 037833100 4,533 22,900 SH   DFND 3 22,813 0 87
APPLIED INDL TECHNOLOGIES IN COM 03820C105 245 3,982 SH   DFND 3 3,982 0 0
AT&T INC COM 00206R102 1,599 47,703 SH   DFND 3 44,432 0 3,271
AUTOMATIC DATA PROCESSING IN COM 053015103 703 4,251 SH   DFND 3 4,251 0 0
BANK AMER CORP COM 060505104 817 28,144 SH   DFND 3 27,986 0 158
BB&T CORP COM 054937107 518 10,537 SH   DFND 3 10,024 0 513
BERKSHIRE HATHAWAY INC DEL CL A 084670108 318 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,630 17,027 SH   DFND 3 15,958 0 1,069
BOEING CO COM 097023105 2,350 6,456 SH   DFND 3 6,446 0 10
BP PLC SPONSORED ADR 055622104 746 17,907 SH   DFND 3 16,125 0 1,782
BRISTOL MYERS SQUIBB CO COM 110122108 286 6,310 SH   DFND 3 6,310 0 0
CAMPBELL SOUP CO COM 134429109 1,443 36,019 SH   DFND 3 850 0 35,169
CELGENE CORP COM 151020104 619 6,698 SH   DFND 3 6,371 0 327
CENTERSTATE BK CORP COM 15201P109 515 22,366 SH   DFND 3 22,366 0 0
CHARLES & COLVARD LTD COM 159765106 80 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 532 1,475 SH   DFND 3 1,471 0 4
CHEVRON CORP NEW COM 166764100 1,423 11,442 SH   DFND 3 10,375 0 1,067
CHURCH & DWIGHT INC COM 171340102 5,001 68,445 SH   DFND 3 0 0 68,445
CISCO SYS INC COM 17275R102 1,001 18,284 SH   DFND 3 17,753 0 531
COCA COLA CO COM 191216100 7,693 151,071 SH   DFND 3 80,611 0 70,460
COLGATE PALMOLIVE CO COM 194162103 211 2,946 SH   DFND 3 2,946 0 0
COSTCO WHSL CORP NEW COM 22160K105 282 1,066 SH   DFND 3 871 0 195
CSX CORP COM 126408103 731 9,452 SH   DFND 3 9,452 0 0
DBX ETF TR XTRACK MSCI EURP 233051853 3,305 113,578 SH   DFND 3 110,626 0 2,952
DEERE & CO COM 244199105 330 1,988 SH   DFND 3 1,988 0 0
DISNEY WALT CO COM DISNEY 254687106 1,600 11,461 SH   DFND 3 10,596 0 865
DNP SELECT INCOME FD COM 23325P104 386 32,646 SH   DFND 3 32,646 0 0
DOMINION ENERGY INC COM 25746U109 502 6,492 SH   DFND 3 6,462 0 30
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,294 64,794 SH   DFND 3 64,794 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 581 6,580 SH   DFND 3 6,434 0 146
EATON CORP PLC SHS G29183103 1,637 19,657 SH   DFND 3 19,620 0 37
ENTERPRISE PRODS PARTNERS L COM 293792107 1,348 46,697 SH   DFND 3 1,892 0 44,805
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 107,501 3,497,911 SH   DFND 3 3,206,150 0 291,761
ETF SER SOLUTIONS VIDENT CORE US 26922A602 451,904 9,083,492 SH   DFND 3 8,550,616 0 532,875
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 530,100 21,932,162 SH   DFND 3 20,418,661 0 1,513,501
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 463,820 14,780,747 SH   DFND 3 13,710,316 0 1,070,431
EXCHANGE TRADED CONCEPTS TR FLAG FRNSIC ACC 301505400 401 10,543 SH   DFND 3 10,287 0 256
EXXON MOBIL CORP COM 30231G102 8,234 107,455 SH   DFND 3 105,008 0 2,446
FACEBOOK INC CL A 30303M102 411 2,132 SH   DFND 3 1,980 0 152
FIDELITY MSCI RL EST ETF 316092857 2,869 109,585 SH   DFND 3 107,313 0 2,272
FIDELITY NATL INFORMATION SV COM 31620M106 324 2,641 SH   DFND 3 2,641 0 0
FIRST MERCHANTS CORP COM 320817109 241 6,370 SH   DFND 3 6,370 0 0
FIRST TR EXCH TRD ALPHA FD I EUROPE ALPHADEX 33737J117 6,117 173,431 SH   DFND 3 171,371 0 2,060
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 2,990 62,152 SH   DFND 3 60,724 0 1,428
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,429 23,340 SH   DFND 3 23,340 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 377 11,176 SH   DFND 3 11,176 0 0
FLAHERTY&CRMN PFD SEC INCOM COM 338478100 645 32,375 SH   DFND 3 32,375 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 139,633 5,471,530 SH   DFND 3 5,144,982 0 326,548
FORD MTR CO DEL COM PAR $0.01 345370860 145 14,156 SH   DFND 3 13,982 0 174
GABELLI EQUITY TR INC COM 362397101 379 61,313 SH   DFND 3 61,313 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 57 13,727 SH   DFND 3 6,000 0 7,727
GENERAL ELECTRIC CO COM 369604103 730 69,435 SH   DFND 3 69,135 0 300
HCA HEALTHCARE INC COM 40412C101 5,660 41,879 SH   DFND 3 41,869 0 10
HOME DEPOT INC COM 437076102 2,806 13,494 SH   DFND 3 13,374 0 120
HONEYWELL INTL INC COM 438516106 1,255 7,186 SH   DFND 3 5,730 0 1,456
HUMANA INC COM 444859102 211 795 SH   DFND 3 795 0 0
IBERIABANK CORP COM 450828108 924 12,182 SH   DFND 3 12,167 0 15
INTEL CORP COM 458140100 1,303 27,212 SH   DFND 3 27,106 0 106
INTERNATIONAL BUSINESS MACHS COM 459200101 1,402 10,173 SH   DFND 3 10,164 0 9
INTUITIVE SURGICAL INC COM NEW 46120E602 278 531 SH   DFND 3 529 0 2
ISHARES GOLD TRUST ISHARES 464285105 102,905 7,622,550 SH   DFND 3 6,998,561 0 623,989
ISHARES INC CORE MSCI EMKT 46434G103 259,307 5,040,957 SH   DFND 3 4,703,637 0 337,320
ISHARES INC MIN VOL EMRG MKT 464286533 1,019 17,309 SH   DFND 3 17,033 0 276
ISHARES SILVER TRUST ISHARES 46428Q109 907 63,307 SH   DFND 3 63,307 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 779 16,684 SH   DFND 3 0 0 16,684
ISHARES TR 1 3 YR TREAS BD 464287457 4,744 55,963 SH   DFND 3 54,534 0 1,429
ISHARES TR 20 YR TR BD ETF 464287432 9,570 72,055 SH   DFND 3 71,019 0 1,036
ISHARES TR BARCLAYS 7 10 YR 464287440 2,097 19,059 SH   DFND 3 18,504 0 555
ISHARES TR CORE 1 5 YR USD 46432F859 662 13,118 SH   DFND 3 13,118 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 278 2,945 SH   DFND 3 2,945 0 0
ISHARES TR CORE MSCI EAFE 46432F842 24,816 404,174 SH   DFND 3 380,109 0 24,065
ISHARES TR CORE MSCI PAC 46434V696 309,321 5,556,332 SH   DFND 3 5,163,551 0 392,781
ISHARES TR CORE S&P MCP ETF 464287507 7,038 36,234 SH   DFND 3 34,730 0 1,504
ISHARES TR CORE S&P SCP ETF 464287804 3,231 41,277 SH   DFND 3 39,188 0 2,089
ISHARES TR CORE S&P TTL STK 464287150 54,698 820,915 SH   DFND 3 788,581 0 32,334
ISHARES TR CORE S&P US GWT 464287671 8,812 140,582 SH   DFND 3 135,148 0 5,434
ISHARES TR CORE S&P US VLU 464287663 10,887 192,185 SH   DFND 3 184,144 0 8,041
ISHARES TR CORE S&P500 ETF 464287200 57,628 195,515 SH   DFND 3 183,327 0 12,188
ISHARES TR CORE US AGGBD ET 464287226 27,653 248,343 SH   DFND 3 239,887 0 8,456
ISHARES TR EAFE SML CP ETF 464288273 368 6,419 SH   DFND 3 6,419 0 0
ISHARES TR EUROPE ETF 464287861 482 10,934 SH   DFND 3 10,934 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 838 16,460 SH   DFND 3 16,004 0 456
ISHARES TR GLOBAL TECH ETF 464287291 10,544 58,731 SH   DFND 3 55,128 0 3,603
ISHARES TR IBOXX HI YD ETF 464288513 703 8,068 SH   DFND 3 8,068 0 0
ISHARES TR IBOXX INV CP ETF 464287242 12,669 101,864 SH   DFND 3 95,746 0 6,118
ISHARES TR INTL SEL DIV ETF 464288448 1,437 46,769 SH   DFND 3 45,592 0 1,177
ISHARES TR INTRMD CR BD ETF 464288638 13,080 229,668 SH   DFND 3 215,709 0 13,958
ISHARES TR JPMORGAN USD EMG 464288281 2,123 18,741 SH   DFND 3 18,297 0 444
ISHARES TR MBS ETF 464288588 13,801 128,262 SH   DFND 3 122,384 0 5,878
ISHARES TR MIN VOL USA ETF 46429B697 10,607 171,825 SH   DFND 3 161,651 0 10,174
ISHARES TR MSCI ACWI ETF 464288257 8,447 114,598 SH   DFND 3 100,218 0 14,381
ISHARES TR MSCI ACWI EX US 464288240 5,786 123,739 SH   DFND 3 115,713 0 8,026
ISHARES TR MSCI EAFE ETF 464287465 7,905 120,272 SH   DFND 3 120,272 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 387 9,026 SH   DFND 3 9,026 0 0
ISHARES TR MSCI KLD400 SOC 464288570 281 2,569 SH   DFND 3 2,569 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 15,609 99,207 SH   DFND 3 98,898 0 309
ISHARES TR RUS 1000 VAL ETF 464287598 1,614 12,684 SH   DFND 3 12,684 0 0
ISHARES TR RUS MID CAP ETF 464287499 501 8,970 SH   DFND 3 8,782 0 188
ISHARES TR RUSSELL 2000 ETF 464287655 1,548 9,950 SH   DFND 3 9,950 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,412 12,111 SH   DFND 3 11,559 0 552
ISHARES TR SELECT DIVID ETF 464287168 2,515 25,254 SH   DFND 3 24,591 0 663
ISHARES TR SHORT TREAS BD 464288679 22,193 200,571 SH   DFND 3 192,690 0 7,881
ISHARES TR TIPS BD ETF 464287176 6,993 60,553 SH   DFND 3 31,753 0 28,800
ISHARES TR U.S. REAL ES ETF 464287739 356 4,080 SH   DFND 3 4,080 0 0
ISHARES TR US TREAS BD ETF 46429B267 31,060 1,203,173 SH   DFND 3 1,126,064 0 77,109
ISHARES TR USA MOMENTUM FCT 46432F396 6,368 53,692 SH   DFND 3 50,221 0 3,471
ISHARES US ETF TR COMMOD SEL STG 46431W853 220 6,738 SH   DFND 3 6,738 0 0
ISHARES US ETF TR SHT MAT BD ETF 46431W507 19,195 381,389 SH   DFND 3 359,461 0 21,928
JOHNSON & JOHNSON COM 478160104 1,955 14,037 SH   DFND 3 13,847 0 190
JP MORGAN EXCHANGE TRADED FD US MOMENTUM 46641Q779 2,996 103,983 SH   DFND 3 97,244 0 6,740
JPMORGAN CHASE & CO COM 46625H100 1,267 11,331 SH   DFND 3 11,280 0 51
KIMBERLY CLARK CORP COM 494368103 223 1,673 SH   DFND 3 1,463 0 210
LA Z BOY INC COM 505336107 240 7,827 SH   DFND 3 7,767 0 60
LAKELAND BANCORP INC COM 511637100 401 24,818 SH   DFND 3 24,818 0 0
LAM RESEARCH CORP COM 512807108 241 1,282 SH   DFND 3 1,282 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 395 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 2,921 26,364 SH   DFND 3 3,350 0 23,014
LOCKHEED MARTIN CORP COM 539830109 596 1,641 SH   DFND 3 1,556 0 85
LOWES COS INC COM 548661107 336 3,333 SH   DFND 3 3,333 0 0
MARRIOTT INTL INC NEW CL A 571903202 303 2,163 SH   DFND 3 2,163 0 0
MARSH & MCLENNAN COS INC COM 571748102 549 5,500 SH   DFND 3 5,500 0 0
MCDONALDS CORP COM 580135101 482 2,324 SH   DFND 3 2,316 0 8
MEDTRONIC PLC SHS G5960L103 282 2,894 SH   DFND 3 2,894 0 0
MERCK & CO INC COM 58933Y105 732 8,735 SH   DFND 3 8,662 0 73
MICROSOFT CORP COM 594918104 3,858 28,797 SH   DFND 3 27,971 0 826
MIDDLEBY CORP COM 596278101 287 2,113 SH   DFND 3 2,113 0 0
MONDELEZ INTL INC CL A 609207105 1,649 30,585 SH   DFND 3 30,585 0 0
NEXTERA ENERGY INC COM 65339F101 1,482 7,237 SH   DFND 3 6,487 0 750
NIKE INC CL B 654106103 207 2,464 SH   DFND 3 2,046 0 418
NORFOLK SOUTHERN CORP COM 655844108 1,162 5,830 SH   DFND 3 5,830 0 0
NORTHERN TR CORP COM 665859104 211 2,348 SH   DFND 3 2,348 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,242 78,277 SH   DFND 3 78,277 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 446 45,300 SH   DFND 3 45,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 438 8,705 SH   DFND 3 8,673 0 32
ORACLE CORP COM 68389X105 240 4,213 SH   DFND 3 4,213 0 0
ORTHOPEDIATRICS CORP COM 68752L100 698 17,894 SH   DFND 3 17,894 0 0
PAYPAL HLDGS INC COM 70450Y103 289 2,529 SH   DFND 3 2,529 0 0
PEPSICO INC COM 713448108 2,147 16,368 SH   DFND 3 16,356 0 12
PFIZER INC COM 717081103 2,819 65,052 SH   DFND 3 59,228 0 5,824
PHILIP MORRIS INTL INC COM 718172109 499 6,356 SH   DFND 3 6,326 0 30
PIMCO HIGH INCOME FD COM SHS 722014107 575 72,635 SH   DFND 3 72,635 0 0
PROCTER AND GAMBLE CO COM 742718109 3,633 33,136 SH   DFND 3 32,286 0 850
PUBLIC SVC ENTERPRISE GROUP COM 744573106 488 8,281 SH   DFND 3 8,281 0 0
QUALCOMM INC COM 747525103 559 7,354 SH   DFND 3 7,354 0 0
REGAL BELOIT CORP COM 758750103 255 3,115 SH   DFND 3 3,096 0 19
REGIONS FINL CORP NEW COM 7591EP100 197 13,174 SH   DFND 3 13,174 0 0
RENASANT CORP COM 75970E107 1,116 31,064 SH   DFND 3 31,064 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 206 3,164 SH   DFND 3 3,073 0 91
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 274 3,891 SH   DFND 3 3,891 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 211 3,000 SH   DFND 3 3,000 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 218 3,055 SH   DFND 3 3,055 0 0
SOUTHERN CO COM 842587107 933 16,879 SH   DFND 3 16,879 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,087 38,188 SH   DFND 3 37,838 0 350
SPDR S&P 500 ETF TR TR UNIT 78462F103 32,519 110,987 SH   DFND 3 109,156 0 1,831
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 1,782 46,017 SH   DFND 3 45,918 0 99
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 1,860 59,464 SH   DFND 3 59,259 0 205
STIFEL FINL CORP COM 860630102 702 11,877 SH   DFND 3 11,877 0 0
STRYKER CORP COM 863667101 596 2,900 SH   DFND 3 2,900 0 0
TOTAL SYS SVCS INC COM 891906109 944 7,362 SH   DFND 3 7,106 0 256
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 498 25,009 SH   DFND 3 24,269 0 740
UNION PAC CORP COM 907818108 459 2,716 SH   DFND 3 2,716 0 0
UNITED PARCEL SERVICE INC CL B 911312106 612 5,925 SH   DFND 3 5,914 0 11
UNITED TECHNOLOGIES CORP COM 913017109 460 3,535 SH   DFND 3 3,435 0 100
UNITEDHEALTH GROUP INC COM 91324P102 431 1,768 SH   DFND 3 1,768 0 0
US BANCORP DEL COM NEW 902973304 272 5,198 SH   DFND 3 5,198 0 0
V F CORP COM 918204108 380 4,346 SH   DFND 3 4,346 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 358 15,448 SH   DFND 3 15,198 0 250
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 11,740 145,786 SH   DFND 3 138,653 0 7,134
VANGUARD GROUP DIV APP ETF 921908844 208 1,808 SH   DFND 3 1,808 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 10,822 91,264 SH   DFND 3 85,612 0 5,652
VANGUARD INDEX FDS GROWTH ETF 922908736 14,590 89,295 SH   DFND 3 88,101 0 1,194
VANGUARD INDEX FDS LARGE CAP ETF 922908637 230 1,708 SH   DFND 3 1,708 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 280 2,515 SH   DFND 3 2,498 0 17
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 4,608 52,725 SH   DFND 3 48,651 0 4,074
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 43,111 160,173 SH   DFND 3 152,149 0 8,024
VANGUARD INDEX FDS SMALL CP ETF 922908751 682 4,356 SH   DFND 3 4,332 0 24
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,202 27,995 SH   DFND 3 27,698 0 297
VANGUARD INDEX FDS VALUE ETF 922908744 17,931 161,660 SH   DFND 3 161,212 0 448
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 950 22,333 SH   DFND 3 21,875 0 458
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 272,817 4,969,339 SH   DFND 3 4,628,419 0 340,919
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 624 9,436 SH   DFND 3 9,436 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 252,564 3,828,466 SH   DFND 3 3,604,876 0 223,589
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 34,061 379,084 SH   DFND 3 364,408 0 14,676
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 34,442 825,764 SH   DFND 3 811,497 0 14,267
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 209 2,395 SH   DFND 3 2,395 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,055 18,455 SH   DFND 3 18,389 0 66
VISA INC COM CL A 92826C839 346 1,995 SH   DFND 3 1,995 0 0
WALMART INC COM 931142103 680 6,154 SH   DFND 3 6,114 0 40
WEC ENERGY GROUP INC COM 92939U106 410 4,912 SH   DFND 3 4,892 0 20
WELLS FARGO CO NEW COM 949746101 1,226 25,916 SH   DFND 3 14,847 0 11,069
YUM BRANDS INC COM 988498101 717 6,480 SH   DFND 3 6,480 0 0
YUM CHINA HLDGS INC COM 98850P109 305 6,612 SH   DFND 3 6,612 0 0
ZOETIS INC CL A 98978V103 769 6,776 SH   DFND 3 6,776 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 750 29,385 SH   DFND 4 29,385 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,234 11,085 SH   DFND 4 11,085 0 0
ISHARES GOLD TRUST ISHARES 464285105 136 10,068 SH   DFND 4 10,068 0 0
ISHARES INC CORE MSCI EMKT 46434G103 771 14,990 SH   DFND 4 14,990 0 0
ISHARES TR CORE MSCI PAC 46434V696 796 14,304 SH   DFND 4 14,304 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,830 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 524 20,000 SH   DFND 4 20,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 965 11,979 SH   DFND 4 11,979 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 554 4,673 SH   DFND 4 4,673 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 703 12,799 SH   DFND 4 12,799 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,173 17,786 SH   DFND 4 17,786 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 970 10,798 SH   DFND 4 10,798 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 275 3,149 SH   DFND 4 3,149 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 455 9,152 SH   DFND 4 9,152 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 1,198 49,557 SH   DFND 4 49,557 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 1,134 36,145 SH   DFND 4 36,145 0 0