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 1,646 34,057 SH   SOLE   34,057 0 0
AAR CORP COM 000361105 489 27,549 SH   SOLE   27,549 0 0
ADMA BIOLOGICS INC COM 000899104 159 55,127 SH   DFND 1 55,127 0 0
ADMA BIOLOGICS INC COM 000899104 404 140,239 SH   SOLE   140,239 0 0
ABM INDS INC COM 000957100 1,356 55,662 SH   SOLE   55,662 0 0
AFLAC INC COM 001055102 12,905 376,885 SH   DFND 1 376,885 0 0
AFLAC INC COM 001055102 22,838 666,985 SH   SOLE   666,985 0 0
AGCO CORP COM 001084102 36,505 772,595 SH   DFND 1 772,595 0 0
AGCO CORP COM 001084102 40,391 854,834 SH   SOLE   854,834 0 0
AG MTG INVT TR INC COM 001228105 405 147,837 SH   SOLE   147,837 0 0
AG MTG INVT TR INC COM 001228105 173 63,216 SH   DFND 1 63,216 0 0
AGNC INVT CORP COM 00123Q104 2,848 269,183 SH   SOLE   269,183 0 0
AES CORP COM 00130H105 412 30,259 SH   SOLE   30,259 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 176 28,425 SH   SOLE   28,425 0 0
AMC NETWORKS INC CL A 00164V103 254 10,434 SH   DFND 1 10,434 0 0
AMC NETWORKS INC CL A 00164V103 797 32,792 SH   SOLE   32,792 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 576 182,330 SH   DFND 1 182,330 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,334 422,220 SH   SOLE   422,220 0 0
AMN HEALTHCARE SVCS INC COM 001744101 2,263 39,148 SH   SOLE   39,148 0 0
ANI PHARMACEUTICALS INC COM 00182C103 318 7,796 SH   SOLE   7,796 0 0
ASGN INC COM 00191U102 11,593 328,223 SH   DFND 1 328,223 0 0
ASGN INC COM 00191U102 17,327 490,583 SH   SOLE   490,583 0 0
AT&T INC COM 00206R102 17,158 588,605 SH   SOLE   588,605 0 0
AT&T INC COM 00206R102 1,407 48,256 SH   DFND 1 48,256 0 0
ATN INTL INC COM 00215F107 535 9,117 SH   SOLE   9,117 0 0
AZZ INC COM 002474104 2,535 90,162 SH   DFND 1 90,162 0 0
AZZ INC COM 002474104 6,505 231,330 SH   SOLE   231,330 0 0
AARONS INC COM PAR $0.50 002535300 400 17,546 SH   SOLE   17,546 0 0
ABBOTT LABS COM 002824100 36,371 460,917 SH   SOLE   460,917 0 0
ABBOTT LABS COM 002824100 4,032 51,102 SH   DFND 1 51,102 0 0
ABBVIE INC COM 00287Y109 7,398 97,097 SH   SOLE   97,097 0 0
ABBVIE INC COM 00287Y109 781 10,249 SH   DFND 1 10,249 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,045 114,949 SH   SOLE   114,949 0 0
ABERCROMBIE & FITCH CO CL A 002896207 223 24,510 SH   DFND 1 24,510 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 51 15,000 SH   SOLE   15,000 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 51 15,000 SH   DFND 1 15,000 0 0
ABIOMED INC COM 003654100 299 2,058 SH   SOLE   2,058 0 0
ABRAXAS PETE CORP COM 003830106 26 211,374 SH   SOLE   211,374 0 0
ABRAXAS PETE CORP COM 003830106 8 63,807 SH   DFND 1 63,807 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 425 23,143 SH   SOLE   23,143 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,483 119,701 SH   SOLE   119,701 0 0
ACCELERON PHARMA INC COM 00434H108 322 3,579 SH   DFND 1 3,579 0 0
ACCELERON PHARMA INC COM 00434H108 815 9,072 SH   SOLE   9,072 0 0
ACI WORLDWIDE INC COM 004498101 729 30,205 SH   SOLE   30,205 0 0
ACORDA THERAPEUTICS INC COM 00484M106 38 40,253 SH   SOLE   40,253 0 0
ACTIVISION BLIZZARD INC COM 00507V109 53,348 896,902 SH   SOLE   896,902 0 0
ACTIVISION BLIZZARD INC COM 00507V109 22,008 370,004 SH   DFND 1 370,004 0 0
ACUITY BRANDS INC COM 00508Y102 887 10,353 SH   SOLE   10,353 0 0
ADDUS HOMECARE CORP COM 006739106 767 11,345 SH   SOLE   11,345 0 0
ADOBE INC COM 00724F101 30,463 95,722 SH   DFND 1 95,722 0 0
ADOBE INC COM 00724F101 85,685 269,246 SH   SOLE   269,246 0 0
ADTALEM GLOBAL ED INC COM 00737L103 378 14,109 SH   SOLE   14,109 0 0
ADTRAN INC COM 00738A106 141 18,392 SH   DFND 1 18,392 0 0
ADTRAN INC COM 00738A106 682 88,825 SH   SOLE   88,825 0 0
ADURO BIOTECH INC COM 00739L101 72 26,369 SH   DFND 1 26,369 0 0
ADURO BIOTECH INC COM 00739L101 184 67,081 SH   SOLE   67,081 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 295 3,157 SH   SOLE   3,157 0 0
AECOM COM 00766T100 1,980 66,338 SH   SOLE   66,338 0 0
AECOM COM 00766T100 370 12,404 SH   DFND 1 12,404 0 0
AEGION CORP COM 00770F104 1,259 70,231 SH   SOLE   70,231 0 0
AEGION CORP COM 00770F104 323 17,994 SH   DFND 1 17,994 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,627 120,540 SH   SOLE   120,540 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 830 61,508 SH   DFND 1 61,508 0 0
ADVANSIX INC COM 00773T101 692 72,528 SH   SOLE   72,528 0 0
ADVANSIX INC COM 00773T101 230 24,123 SH   DFND 1 24,123 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 9,382 224,293 SH   SOLE   224,293 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 3,438 82,198 SH   DFND 1 82,198 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1,951 1,182,000 SH   DFND 1 1,182,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 10,140 6,143,000 SH   SOLE   6,143,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 53,420 1,174,585 SH   SOLE   1,174,585 0 0
ADVANCED MICRO DEVICES INC COM 007903107 46,973 1,032,828 SH   DFND 1 1,032,828 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 25,960 4,530,000 SH   SOLE   4,530,000 0 0
ADVANCED ENERGY INDS COM 007973100 8,509 175,488 SH   SOLE   175,488 0 0
ADVANCED ENERGY INDS COM 007973100 5,207 107,390 SH   DFND 1 107,390 0 0
AEROVIRONMENT INC COM 008073108 1,103 18,096 SH   SOLE   18,096 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 761 12,874 SH   SOLE   12,874 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,235 59,137 SH   DFND 1 59,137 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,696 135,379 SH   SOLE   135,379 0 0
AGENUS INC COM NEW 00847G705 147 60,041 SH   SOLE   60,041 0 0
AGENUS INC COM NEW 00847G705 58 23,601 SH   DFND 1 23,601 0 0
AGILYSYS INC COM 00847J105 3,549 212,496 SH   SOLE   212,496 0 0
AGILYSYS INC COM 00847J105 2,451 146,742 SH   DFND 1 146,742 0 0
AGILE THERAPEUTICS INC COM 00847L100 57 30,868 SH   DFND 1 30,868 0 0
AGILE THERAPEUTICS INC COM 00847L100 146 78,524 SH   SOLE   78,524 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 6,405 180,525 SH   SOLE   180,525 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,163 89,146 SH   DFND 1 89,146 0 0
AGREE REALTY CORP COM 008492100 34,866 563,259 SH   SOLE   563,259 0 0
AGREE REALTY CORP COM 008492100 16,705 269,864 SH   DFND 1 269,864 0 0
AIR LEASE CORP CL A 00912X302 6,384 288,326 SH   DFND 1 288,326 0 0
AIR LEASE CORP CL A 00912X302 8,502 384,023 SH   SOLE   384,023 0 0
AIR PRODS & CHEMS INC COM 009158106 2,005 10,047 SH   SOLE   10,047 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 8,450 10,000,000 SH   SOLE   10,000,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 64,914 709,518 SH   DFND 1 709,518 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 68,786 751,838 SH   SOLE   751,838 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 13,962 12,510,000 SH   SOLE   12,510,000 0 0
AKORN INC COM 009728106 44 79,291 SH   SOLE   79,291 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 121 15,929 SH   DFND 1 15,929 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 307 40,525 SH   SOLE   40,525 0 0
ALAMO GROUP INC COM 011311107 722 8,127 SH   SOLE   8,127 0 0
ALARM COM HLDGS INC COM 011642105 1,188 30,531 SH   SOLE   30,531 0 0
ALBANY INTL CORP CL A 012348108 1,218 25,729 SH   SOLE   25,729 0 0
ALBEMARLE CORP COM 012653101 272 4,833 SH   SOLE   4,833 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 638 56,878 SH   SOLE   56,878 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 54,692 399,034 SH   SOLE   399,034 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 42,922 313,165 SH   DFND 1 313,165 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 23,563 262,423 SH   SOLE   262,423 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 22,458 250,117 SH   DFND 1 250,117 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 86,894 446,804 SH   SOLE   446,804 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 46,577 239,497 SH   DFND 1 239,497 0 0
ALIGN TECHNOLOGY INC COM 016255101 29,165 167,663 SH   SOLE   167,663 0 0
ALIGN TECHNOLOGY INC COM 016255101 29,149 167,570 SH   DFND 1 167,570 0 0
ALLEGHANY CORP DEL COM 017175100 3,539 6,407 SH   DFND 1 6,407 0 0
ALLEGHANY CORP DEL COM 017175100 14,493 26,239 SH   SOLE   26,239 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 320 37,610 SH   SOLE   37,610 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 3,941 4,450,000 SH   SOLE   4,450,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 387 16,046 SH   SOLE   16,046 0 0
ALLEGIANT TRAVEL CO COM 01748X102 904 11,057 SH   SOLE   11,057 0 0
ALLETE INC COM NEW 018522300 452 7,455 SH   DFND 1 7,455 0 0
ALLETE INC COM NEW 018522300 3,271 53,909 SH   SOLE   53,909 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,704 436,961 SH   SOLE   436,961 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,509 431,177 SH   DFND 1 431,177 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 253 27,325 SH   DFND 1 27,325 0 0
ALLIANT ENERGY CORP COM 018802108 37,923 785,324 SH   DFND 1 785,324 0 0
ALLIANT ENERGY CORP COM 018802108 37,416 774,809 SH   SOLE   774,809 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 288 29,950 SH   SOLE   29,950 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 529 55,000 SH   DFND 1 55,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 299 42,425 SH   SOLE   42,425 0 0
ALLSTATE CORP COM 020002101 1,810 19,734 SH   SOLE   19,734 0 0
ALLY FINL INC COM 02005N100 26,260 1,819,825 SH   SOLE   1,819,825 0 0
ALLY FINL INC COM 02005N100 26,846 1,860,400 SH   DFND 1 1,860,400 0 0
ALPHABET INC CAP STK CL C 02079K107 25,954 22,320 SH   DFND 1 22,320 0 0
ALPHABET INC CAP STK CL C 02079K107 64,423 55,403 SH   SOLE   55,403 0 0
ALPHABET INC CAP STK CL A 02079K305 262,797 226,169 SH   SOLE   226,169 0 0
ALPHABET INC CAP STK CL A 02079K305 100,239 86,268 SH   DFND 1 86,268 0 0
ALTERYX INC COM CL A 02156B103 3,364 35,351 SH   DFND 1 35,351 0 0
ALTERYX INC COM CL A 02156B103 6,709 70,494 SH   SOLE   70,494 0 0
ALTRA INDL MOTION CORP COM 02208R106 32,137 1,837,450 SH   DFND 1 1,837,450 0 0
ALTRA INDL MOTION CORP COM 02208R106 37,083 2,120,237 SH   SOLE   2,120,237 0 0
ALTRIA GROUP INC COM 02209S103 3,293 85,147 SH   SOLE   85,147 0 0
AMAZON COM INC COM 023135106 172,794 88,625 SH   DFND 1 88,625 0 0
AMAZON COM INC COM 023135106 454,883 233,307 SH   SOLE   233,307 0 0
AMBAC FINL GROUP INC COM NEW 023139884 471 38,178 SH   SOLE   38,178 0 0
AMEDISYS INC COM 023436108 1,547 8,428 SH   SOLE   8,428 0 0
AMEREN CORP COM 023608102 982 13,483 SH   SOLE   13,483 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 239 20,288 SH   DFND 1 20,288 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 196 16,622 SH   SOLE   16,622 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 962 78,894 SH   SOLE   78,894 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 365 29,978 SH   DFND 1 29,978 0 0
AMERICAN ASSETS TR INC COM 024013104 1,727 69,091 SH   SOLE   69,091 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 453 125,508 SH   SOLE   125,508 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 44 12,282 SH   DFND 1 12,282 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 14,469 521,407 SH   DFND 1 521,407 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 24,168 870,912 SH   SOLE   870,912 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,857 123,248 SH   SOLE   123,248 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 7,426 153,900 SH   SOLE   153,900 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,354 170,279 SH   SOLE   170,279 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 475 59,759 SH   DFND 1 59,759 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,881 100,044 SH   SOLE   100,044 0 0
AMERICAN EXPRESS CO COM 025816109 10,447 122,026 SH   DFND 1 122,026 0 0
AMERICAN EXPRESS CO COM 025816109 29,033 339,131 SH   SOLE   339,131 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 41,083 586,224 SH   SOLE   586,224 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 10,671 152,273 SH   DFND 1 152,273 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,058 218,006 SH   SOLE   218,006 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,885 283,925 SH   DFND 1 283,925 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 12,518 516,204 SH   SOLE   516,204 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 471 19,678 SH   SOLE   19,678 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 2,877 2,950,000 SH   SOLE   2,950,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 414 29,108 SH   SOLE   29,108 0 0
AMERICAN SOFTWARE INC CL A 029683109 203 14,268 SH   DFND 1 14,268 0 0
AMER STATES WTR CO COM 029899101 3,593 43,957 SH   SOLE   43,957 0 0
AMER STATES WTR CO COM 029899101 368 4,504 SH   DFND 1 4,504 0 0
AMERICAN TOWER CORP NEW COM 03027X100 70,214 322,451 SH   SOLE   322,451 0 0
AMERICAN TOWER CORP NEW COM 03027X100 22,740 104,431 SH   DFND 1 104,431 0 0
AMERICAN VANGUARD CORP COM 030371108 322 22,263 SH   SOLE   22,263 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 985 8,240 SH   SOLE   8,240 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 595 13,048 SH   SOLE   13,048 0 0
AMERICAS CAR MART INC COM 03062T105 291 5,168 SH   SOLE   5,168 0 0
AMERICOLD RLTY TR COM 03064D108 5,739 168,591 SH   SOLE   168,591 0 0
AMERISAFE INC COM 03071H100 1,043 16,175 SH   SOLE   16,175 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,462 16,516 SH   DFND 1 16,516 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,585 40,512 SH   SOLE   40,512 0 0
AMERIPRISE FINL INC COM 03076C106 5,293 51,652 SH   SOLE   51,652 0 0
AMERIPRISE FINL INC COM 03076C106 2,074 20,239 SH   DFND 1 20,239 0 0
AMERIS BANCORP COM 03076K108 1,859 78,241 SH   DFND 1 78,241 0 0
AMERIS BANCORP COM 03076K108 5,006 210,681 SH   SOLE   210,681 0 0
AMETEK INC COM 031100100 31,567 438,311 SH   SOLE   438,311 0 0
AMETEK INC COM 031100100 6,903 95,849 SH   DFND 1 95,849 0 0
AMGEN INC COM 031162100 20,169 99,488 SH   SOLE   99,488 0 0
AMGEN INC COM 031162100 5,035 24,835 SH   DFND 1 24,835 0 0
AMPHENOL CORP NEW CL A 032095101 8,879 121,834 SH   DFND 1 121,834 0 0
AMPHENOL CORP NEW CL A 032095101 40,416 554,560 SH   SOLE   554,560 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 426 28,717 SH   SOLE   28,717 0 0
ANALOG DEVICES INC COM 032654105 1,505 16,787 SH   SOLE   16,787 0 0
ANAPTYSBIO INC COM 032724106 408 28,864 SH   DFND 1 28,864 0 0
ANAPTYSBIO INC COM 032724106 1,034 73,162 SH   SOLE   73,162 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 175 55,663 SH   SOLE   55,663 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 69 21,881 SH   DFND 1 21,881 0 0
ANDERSONS INC COM 034164103 688 36,689 SH   SOLE   36,689 0 0
ANGIODYNAMICS INC COM 03475V101 329 31,529 SH   SOLE   31,529 0 0
ANIKA THERAPEUTICS INC COM 035255108 346 11,959 SH   SOLE   11,959 0 0
ANIXTER INTL INC COM 035290105 2,217 25,232 SH   SOLE   25,232 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 3,752 740,028 SH   SOLE   740,028 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 51 10,050 SH   DFND 1 10,050 0 0
ANSYS INC COM 03662Q105 46,574 200,346 SH   SOLE   200,346 0 0
ANSYS INC COM 03662Q105 42,261 181,793 SH   DFND 1 181,793 0 0
ANTHEM INC COM 036752103 2,938 12,940 SH   SOLE   12,940 0 0
ANTHEM INC COM 036752103 361 1,590 SH   DFND 1 1,590 0 0
ANTERO MIDSTREAM CORP COM 03676B102 386 183,628 SH   DFND 1 183,628 0 0
ANTERO MIDSTREAM CORP COM 03676B102 1,065 507,092 SH   SOLE   507,092 0 0
APACHE CORP COM 037411105 539 128,909 SH   SOLE   128,909 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,981 56,368 SH   DFND 1 56,368 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 18,410 523,757 SH   SOLE   523,757 0 0
APERGY CORP COM 03755L104 116 20,240 SH   SOLE   20,240 0 0
APOGEE ENTERPRISES INC COM 037598109 463 22,254 SH   SOLE   22,254 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 888 119,670 SH   SOLE   119,670 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 8,028 11,850,000 SH   SOLE   11,850,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 1,625 2,500,000 SH   SOLE   2,500,000 0 0
APPLE INC COM 037833100 368,532 1,449,259 SH   SOLE   1,449,259 0 0
APPLE INC COM 037833100 135,903 534,442 SH   DFND 1 534,442 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,481 32,397 SH   SOLE   32,397 0 0
APPLIED MATLS INC COM 038222105 1,929 42,104 SH   SOLE   42,104 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 122 16,018 SH   SOLE   16,018 0 0
APTARGROUP INC COM 038336103 2,751 27,637 SH   DFND 1 27,637 0 0
APTARGROUP INC COM 038336103 8,391 84,299 SH   SOLE   84,299 0 0
ARCBEST CORP COM 03937C105 375 21,377 SH   SOLE   21,377 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 893 25,373 SH   SOLE   25,373 0 0
ARCHROCK INC COM 03957W106 3,557 945,880 SH   SOLE   945,880 0 0
ARCHROCK INC COM 03957W106 1,345 357,607 SH   DFND 1 357,607 0 0
ARCOSA INC COM 039653100 21,825 549,188 SH   SOLE   549,188 0 0
ARCOSA INC COM 039653100 13,965 351,406 SH   DFND 1 351,406 0 0
ARCONIC INC COM 03965L100 284 17,656 SH   SOLE   17,656 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 935 22,264 SH   DFND 1 22,264 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,861 44,300 SH   SOLE   44,300 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2,703 3,000,000 SH   SOLE   3,000,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 118 136,000 SH   DFND 1 136,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 1,837 2,122,000 SH   SOLE   2,122,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 90 12,835 SH   SOLE   12,835 0 0
ARGENX SE SPONSORED ADR 04016X101 1,022 7,757 SH   DFND 1 7,757 0 0
ARGENX SE SPONSORED ADR 04016X101 2,032 15,423 SH   SOLE   15,423 0 0
ARISTA NETWORKS INC COM 040413106 501 2,472 SH   SOLE   2,472 0 0
ARLO TECHNOLOGIES INC COM 04206A101 154 63,450 SH   SOLE   63,450 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,430 133,604 SH   SOLE   133,604 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 394 36,856 SH   DFND 1 36,856 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 527 59,790 SH   SOLE   59,790 0 0
ARROW ELECTRS INC COM 042735100 1,104 21,282 SH   SOLE   21,282 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 753 26,157 SH   SOLE   26,157 0 0
ARTESIAN RESOURCES CORP CL A 043113208 812 21,728 SH   DFND 1 21,728 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,076 55,539 SH   SOLE   55,539 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 354 16,458 SH   DFND 1 16,458 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 901 41,942 SH   SOLE   41,942 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 896 16,215 SH   SOLE   16,215 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 188 254,436 SH   SOLE   254,436 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 81 110,115 SH   DFND 1 110,115 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 788 15,737 SH   SOLE   15,737 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 266 17,956 SH   SOLE   17,956 0 0
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ASSURANT INC COM 04621X108 288 2,764 SH   SOLE   2,764 0 0
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ASTEC INDS INC COM 046224101 661 18,896 SH   SOLE   18,896 0 0
AT HOME GROUP INC COM 04650Y100 113 55,808 SH   DFND 1 55,808 0 0
AT HOME GROUP INC COM 04650Y100 266 131,442 SH   SOLE   131,442 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 128 15,083 SH   DFND 1 15,083 0 0
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ATHENEX INC COM 04685N103 124 15,964 SH   SOLE   15,964 0 0
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ATRION CORP COM 049904105 448 690 SH   DFND 1 690 0 0
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AUTOMATIC DATA PROCESSING IN COM 053015103 40,127 293,580 SH   SOLE   293,580 0 0
AUTONATION INC COM 05329W102 432 15,385 SH   SOLE   15,385 0 0
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AVALARA INC COM 05338G106 12,268 164,451 SH   SOLE   164,451 0 0
AVALARA INC COM 05338G106 6,158 82,548 SH   DFND 1 82,548 0 0
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AVALONBAY CMNTYS INC COM 053484101 4,648 31,582 SH   DFND 1 31,582 0 0
AVANOS MED INC COM 05350V106 337 12,524 SH   SOLE   12,524 0 0
AVERY DENNISON CORP COM 053611109 1,152 11,310 SH   DFND 1 11,310 0 0
AVERY DENNISON CORP COM 053611109 3,319 32,578 SH   SOLE   32,578 0 0
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AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 35 36,985 SH   SOLE   36,985 0 0
AVIS BUDGET GROUP COM 053774105 200 14,412 SH   DFND 1 14,412 0 0
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AVISTA CORP COM 05379B107 4,825 113,557 SH   SOLE   113,557 0 0
AVISTA CORP COM 05379B107 843 19,848 SH   DFND 1 19,848 0 0
AVNET INC COM 053807103 433 17,233 SH   DFND 1 17,233 0 0
AVNET INC COM 053807103 1,759 70,064 SH   SOLE   70,064 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 498 27,172 SH   SOLE   27,172 0 0
AVROBIO INC COM 05455M100 161 10,329 SH   SOLE   10,329 0 0
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AXOS FINL INC COM 05465C100 810 44,688 SH   SOLE   44,688 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 4,147 163,213 SH   DFND 1 163,213 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 8,270 325,448 SH   SOLE   325,448 0 0
BBX CAP CORP NEW CL A 05491N104 47 20,301 SH   SOLE   20,301 0 0
B & G FOODS INC NEW COM 05508R106 597 33,020 SH   DFND 1 33,020 0 0
B & G FOODS INC NEW COM 05508R106 2,416 133,529 SH   SOLE   133,529 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 2,689 105,568 SH   SOLE   105,568 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 920 36,120 SH   DFND 1 36,120 0 0
BOK FINL CORP COM NEW 05561Q201 381 8,960 SH   DFND 1 8,960 0 0
BOK FINL CORP COM NEW 05561Q201 948 22,284 SH   SOLE   22,284 0 0
BP PLC SPONSORED ADR 055622104 16,650 682,674 SH   DFND 1 682,674 0 0
BP PLC SPONSORED ADR 055622104 29,827 1,222,917 SH   SOLE   1,222,917 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,891 79,878 SH   DFND 1 79,878 0 0
BWX TECHNOLOGIES INC COM 05605H100 8,061 165,493 SH   SOLE   165,493 0 0
BADGER METER INC COM 056525108 1,308 24,398 SH   SOLE   24,398 0 0
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BAIDU INC SPON ADR REP A 056752108 2,029 20,135 SH   DFND 1 20,135 0 0
BAKER HUGHES COMPANY CL A 05722G100 311 29,620 SH   SOLE   29,620 0 0
BALCHEM CORP COM 057665200 2,900 29,374 SH   SOLE   29,374 0 0
BALL CORP COM 058498106 41,366 639,741 SH   DFND 1 639,741 0 0
BALL CORP COM 058498106 42,102 651,128 SH   SOLE   651,128 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 527 34,850 SH   DFND 1 34,850 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 439 28,985 SH   SOLE   28,985 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 474 25,072 SH   SOLE   25,072 0 0
BANDWIDTH INC COM CL A 05988J103 13,495 200,546 SH   SOLE   200,546 0 0
BANDWIDTH INC COM CL A 05988J103 6,769 100,593 SH   DFND 1 100,593 0 0
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BK OF AMERICA CORP COM 060505104 60,168 2,834,090 SH   DFND 1 2,834,090 0 0
BK OF AMERICA CORP COM 060505104 121,077 5,703,094 SH   SOLE   5,703,094 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 22,758 17,976 SH   SOLE   17,976 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,347 1,064 SH   DFND 1 1,064 0 0
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BANK OF MARIN BANCORP COM 063425102 238 7,946 SH   DFND 1 7,946 0 0
BANK NEW YORK MELLON CORP COM 064058100 883 26,205 SH   DFND 1 26,205 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,845 114,166 SH   SOLE   114,166 0 0
BANK OZK COM 06417N103 527 31,586 SH   SOLE   31,586 0 0
BANKFINANCIAL CORP COM 06643P104 775 87,948 SH   SOLE   87,948 0 0
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BANKUNITED INC COM 06652K103 849 45,388 SH   SOLE   45,388 0 0
BANKUNITED INC COM 06652K103 392 20,965 SH   DFND 1 20,965 0 0
BANNER CORP COM NEW 06652V208 1,707 51,661 SH   DFND 1 51,661 0 0
BANNER CORP COM NEW 06652V208 4,847 146,687 SH   SOLE   146,687 0 0
BARNES & NOBLE ED INC COM 06777U101 44 32,382 SH   SOLE   32,382 0 0
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BAUSCH HEALTH COS INC COM 071734107 18,489 1,192,858 SH   DFND 1 1,192,858 0 0
BAUSCH HEALTH COS INC COM 071734107 17,982 1,160,142 SH   SOLE   1,160,142 0 0
BAXTER INTL INC COM 071813109 7,539 92,856 SH   SOLE   92,856 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 81 12,587 SH   DFND 1 12,587 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 206 32,023 SH   SOLE   32,023 0 0
BECTON DICKINSON & CO COM 075887109 12,577 54,736 SH   SOLE   54,736 0 0
BECTON DICKINSON & CO COM 075887109 1,474 6,414 SH   DFND 1 6,414 0 0
BED BATH & BEYOND INC COM 075896100 1,426 338,739 SH   SOLE   338,739 0 0
BED BATH & BEYOND INC COM 075896100 572 135,778 SH   DFND 1 135,778 0 0
BELDEN INC COM 077454106 364 10,096 SH   SOLE   10,096 0 0
BENCHMARK ELECTRS INC COM 08160H101 3,772 188,687 SH   SOLE   188,687 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,343 67,189 SH   DFND 1 67,189 0 0
BERKLEY W R CORP COM 084423102 345 6,614 SH   SOLE   6,614 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 54,493 298,052 SH   SOLE   298,052 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,267 28,806 SH   DFND 1 28,806 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 535 35,993 SH   SOLE   35,993 0 0
BEST BUY INC COM 086516101 592 10,379 SH   SOLE   10,379 0 0
BIG LOTS INC COM 089302103 1,121 78,852 SH   SOLE   78,852 0 0
BIG LOTS INC COM 089302103 273 19,180 SH   DFND 1 19,180 0 0
BIO RAD LABS INC CL A 090572207 3,752 10,702 SH   DFND 1 10,702 0 0
BIO RAD LABS INC CL A 090572207 10,376 29,597 SH   SOLE   29,597 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 9,080 107,451 SH   SOLE   107,451 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,589 30,643 SH   DFND 1 30,643 0 0
BIOGEN INC COM 09062X103 34,993 110,605 SH   SOLE   110,605 0 0
BIOGEN INC COM 09062X103 19,002 60,062 SH   DFND 1 60,062 0 0
BIOTELEMETRY INC COM 090672106 1,097 28,487 SH   SOLE   28,487 0 0
BIO-TECHNE CORP COM 09073M104 10,652 56,176 SH   DFND 1 56,176 0 0
BIO-TECHNE CORP COM 09073M104 24,537 129,399 SH   SOLE   129,399 0 0
BJS RESTAURANTS INC COM 09180C106 223 16,060 SH   SOLE   16,060 0 0
BLACK HILLS CORP COM 092113109 999 15,600 SH   DFND 1 15,600 0 0
BLACK HILLS CORP COM 092113109 3,728 58,228 SH   SOLE   58,228 0 0
BLACKBAUD INC COM 09227Q100 714 12,852 SH   SOLE   12,852 0 0
BLACKLINE INC COM 09239B109 19,378 368,324 SH   SOLE   368,324 0 0
BLACKLINE INC COM 09239B109 12,119 230,363 SH   DFND 1 230,363 0 0
BLACKROCK INC COM 09247X101 14,120 32,092 SH   SOLE   32,092 0 0
BLACKROCK INC COM 09247X101 4,065 9,239 SH   DFND 1 9,239 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 254 30,663 SH   DFND 1 30,663 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 373 31,957 SH   DFND 1 31,957 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 91 13,963 SH   SOLE   13,963 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 225 34,435 SH   DFND 1 34,435 0 0
BLACKROCK CAP INVT CORP NOTE 5.000% 6/1 092533AC2 1,527 1,800,000 SH   SOLE   1,800,000 0 0
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BLACKROCK CORPOR HI YLD FD I COM 09255P107 115 13,047 SH   SOLE   13,047 0 0
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BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,822 15,190,000 SH   SOLE   15,190,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 168 216,000 SH   DFND 1 216,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 5,495 7,000,000 SH   SOLE   7,000,000 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 271 22,416 SH   DFND 1 22,416 0 0
BLOOM ENERGY CORP COM CL A 093712107 104 19,839 SH   SOLE   19,839 0 0
BLOOMIN BRANDS INC COM 094235108 520 72,801 SH   SOLE   72,801 0 0
BLUCORA INC COM 095229100 494 41,019 SH   SOLE   41,019 0 0
BLUEBIRD BIO INC COM 09609G100 1,384 30,104 SH   SOLE   30,104 0 0
BLUEBIRD BIO INC COM 09609G100 546 11,873 SH   DFND 1 11,873 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 345 5,903 SH   SOLE   5,903 0 0
BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 76 33,350 SH   SOLE   33,350 0 0
BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 59 26,034 SH   DFND 1 26,034 0 0
BOEING CO COM 097023105 14,830 99,434 SH   DFND 1 99,434 0 0
BOEING CO COM 097023105 34,904 234,034 SH   SOLE   234,034 0 0
BOINGO WIRELESS INC COM 09739C102 163 15,407 SH   SOLE   15,407 0 0
BOISE CASCADE CO DEL COM 09739D100 777 32,665 SH   SOLE   32,665 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 175 15,565 SH   SOLE   15,565 0 0
BOOKING HLDGS INC COM 09857L108 2,878 2,139 SH   DFND 1 2,139 0 0
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BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,294 180,983 SH   DFND 1 180,983 0 0
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BOSTON SCIENTIFIC CORP COM 101137107 2,073 63,529 SH   SOLE   63,529 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,171 31,942 SH   SOLE   31,942 0 0
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BRADY CORP CL A 104674106 1,882 41,708 SH   SOLE   41,708 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 6,104 626,046 SH   DFND 1 626,046 0 0
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BRIGGS & STRATTON CORP COM 109043109 64 35,605 SH   SOLE   35,605 0 0
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BRIGHT HORIZONS FAM SOL IN D COM 109194100 7,966 78,099 SH   DFND 1 78,099 0 0
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BRINKS CO COM 109696104 680 13,071 SH   SOLE   13,071 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 5,956 106,845 SH   SOLE   106,845 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,894 199,416 SH   SOLE   199,416 0 0
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BROOKS AUTOMATION INC NEW COM 114340102 1,848 60,592 SH   SOLE   60,592 0 0
BROWN & BROWN INC COM 115236101 3,484 96,196 SH   SOLE   96,196 0 0
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CBIZ INC COM 124805102 6,106 291,859 SH   SOLE   291,859 0 0
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CBL & ASSOC PPTYS INC COM 124830100 21 106,687 SH   DFND 1 106,687 0 0
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CBOE GLOBAL MARKETS INC COM 12503M108 3,660 41,007 SH   DFND 1 41,007 0 0
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CBRE GROUP INC CL A 12504L109 575 15,258 SH   SOLE   15,258 0 0
CDK GLOBAL INC COM 12508E101 3,558 108,317 SH   DFND 1 108,317 0 0
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CDW CORP COM 12514G108 1,363 14,616 SH   DFND 1 14,616 0 0
CDW CORP COM 12514G108 3,390 36,350 SH   SOLE   36,350 0 0
CF INDS HLDGS INC COM 125269100 10,661 391,938 SH   DFND 1 391,938 0 0
CF INDS HLDGS INC COM 125269100 18,034 663,023 SH   SOLE   663,023 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 408 6,166 SH   SOLE   6,166 0 0
CIGNA CORP NEW COM 125523100 18,766 105,914 SH   DFND 1 105,914 0 0
CIGNA CORP NEW COM 125523100 34,563 195,074 SH   SOLE   195,074 0 0
CIT GROUP INC COM NEW 125581801 888 51,449 SH   DFND 1 51,449 0 0
CIT GROUP INC COM NEW 125581801 2,363 136,908 SH   SOLE   136,908 0 0
CME GROUP INC COM 12572Q105 1,100 6,362 SH   DFND 1 6,362 0 0
CME GROUP INC COM 12572Q105 23,715 137,153 SH   SOLE   137,153 0 0
CMS ENERGY CORP COM 125896100 38,873 661,661 SH   DFND 1 661,661 0 0
CMS ENERGY CORP COM 125896100 38,570 656,512 SH   SOLE   656,512 0 0
CRA INTL INC COM 12618T105 475 14,227 SH   DFND 1 14,227 0 0
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CNO FINL GROUP INC COM 12621E103 489 39,492 SH   SOLE   39,492 0 0
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CTS CORP COM 126501105 3,319 133,333 SH   SOLE   133,333 0 0
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CNX RESOURCES CORPORATION COM 12653C108 471 88,583 SH   SOLE   88,583 0 0
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CABLE ONE INC COM 12685J105 2,159 1,313 SH   SOLE   1,313 0 0
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CADENCE DESIGN SYSTEM INC COM 127387108 845 12,789 SH   SOLE   12,789 0 0
CADENCE BANCORPORATION CL A 12739A100 843 128,774 SH   SOLE   128,774 0 0
CAESARS ENTMT CORP COM 127686103 986 145,838 SH   SOLE   145,838 0 0
CAL MAINE FOODS INC COM NEW 128030202 1,116 25,382 SH   SOLE   25,382 0 0
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CALLON PETE CO DEL COM 13123X102 606 1,106,530 SH   SOLE   1,106,530 0 0
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CAMPBELL SOUP CO COM 134429109 355 7,699 SH   SOLE   7,699 0 0
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CANTEL MEDICAL CORP COM 138098108 351 9,790 SH   SOLE   9,790 0 0
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DR REDDYS LABS LTD ADR 256135203 765 18,962 SH   DFND 1 18,962 0 0
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EQT CORPORATION COM 26884L109 691 97,701 SH   DFND 1 97,701 0 0
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ERA GROUP INC COM 26885G109 88 16,593 SH   SOLE   16,593 0 0
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EHEALTH INC COM 28238P109 2,938 20,867 SH   SOLE   20,867 0 0
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EL PASO ELEC CO COM NEW 283677854 2,320 34,140 SH   SOLE   34,140 0 0
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ELECTRONIC ARTS INC COM 285512109 1,333 13,308 SH   SOLE   13,308 0 0
ELEMENT SOLUTIONS INC COM 28618M106 8,125 971,910 SH   DFND 1 971,910 0 0
ELEMENT SOLUTIONS INC COM 28618M106 10,840 1,296,677 SH   SOLE   1,296,677 0 0
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EMCOR GROUP INC COM 29084Q100 16,707 272,462 SH   SOLE   272,462 0 0
EMCOR GROUP INC COM 29084Q100 6,783 110,618 SH   DFND 1 110,618 0 0
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EMERSON ELEC CO COM 291011104 3,148 66,060 SH   DFND 1 66,060 0 0
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ENERSYS COM 29275Y102 547 11,049 SH   SOLE   11,049 0 0
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ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 482 438,597 SH   SOLE   438,597 0 0
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ENSIGN GROUP INC COM 29358P101 1,581 42,032 SH   SOLE   42,032 0 0
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EPLUS INC COM 294268107 1,485 23,710 SH   DFND 1 23,710 0 0
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ESCO TECHNOLOGIES INC COM 296315104 1,653 21,774 SH   SOLE   21,774 0 0
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ESSENTIAL PPTYS RLTY TR INC COM 29670E107 2,441 186,888 SH   DFND 1 186,888 0 0
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ETHAN ALLEN INTERIORS INC COM 297602104 266 26,069 SH   DFND 1 26,069 0 0
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ETSY INC COM 29786A106 36,344 945,484 SH   SOLE   945,484 0 0
ETSY INC COM 29786A106 33,876 881,261 SH   DFND 1 881,261 0 0
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EVERCORE INC CLASS A 29977A105 470 10,213 SH   SOLE   10,213 0 0
EVERI HLDGS INC COM 30034T103 8,687 2,632,560 SH   SOLE   2,632,560 0 0
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EVERGY INC COM 30034W106 572 10,388 SH   SOLE   10,388 0 0
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EXELON CORP COM 30161N101 52,589 1,428,648 SH   SOLE   1,428,648 0 0
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EZCORP INC CL A NON VTG 302301106 184 44,054 SH   SOLE   44,054 0 0
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FORTIVE CORP 5% PFD CNV SER A 34959J207 292 406 SH   DFND 1 406 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 11,586 12,500,000 SH   SOLE   12,500,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 274 6,342 SH   SOLE   6,342 0 0
FORWARD AIR CORP COM 349853101 1,196 23,611 SH   SOLE   23,611 0 0
FOSSIL GROUP INC COM 34988V106 820 249,169 SH   SOLE   249,169 0 0
FOSSIL GROUP INC COM 34988V106 299 90,751 SH   DFND 1 90,751 0 0
FOUNDATION BLDG MATLS INC COM 350392106 152 14,771 SH   SOLE   14,771 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 3,565 190,535 SH   SOLE   190,535 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 739 39,508 SH   DFND 1 39,508 0 0
FOX CORP CL A COM 35137L105 382 16,158 SH   SOLE   16,158 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,356 32,287 SH   SOLE   32,287 0 0
FRANCO NEVADA CORP COM 351858105 304 3,054 SH   SOLE   3,054 0 0
FRANKLIN ELEC INC COM 353514102 1,520 32,250 SH   SOLE   32,250 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 229 11,224 SH   SOLE   11,224 0 0
FRANKLIN RESOURCES INC COM 354613101 212 12,713 SH   SOLE   12,713 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 767 133,830 SH   SOLE   133,830 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 99 17,249 SH   DFND 1 17,249 0 0
FREEPORT-MCMORAN INC CL B 35671D857 446 66,131 SH   SOLE   66,131 0 0
FUELCELL ENERGY INC COM 35952H601 159 105,194 SH   SOLE   105,194 0 0
FUELCELL ENERGY INC COM 35952H601 62 41,350 SH   DFND 1 41,350 0 0
FULLER H B CO COM 359694106 1,193 42,727 SH   SOLE   42,727 0 0
FULTON FINL CORP PA COM 360271100 493 42,884 SH   SOLE   42,884 0 0
FUTUREFUEL CORP COM 36116M106 244 21,630 SH   SOLE   21,630 0 0
GATX CORP COM 361448103 574 9,171 SH   SOLE   9,171 0 0
GEO GROUP INC NEW COM 36162J106 385 31,688 SH   SOLE   31,688 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 802 45,079 SH   SOLE   45,079 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,125 19,400 SH   SOLE   19,400 0 0
G III APPAREL GROUP LTD COM 36237H101 278 36,073 SH   SOLE   36,073 0 0
GMS INC COM 36251C103 556 35,341 SH   SOLE   35,341 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,037 49,524 SH   DFND 1 49,524 0 0
GALLAGHER ARTHUR J & CO COM 363576109 21,170 259,728 SH   SOLE   259,728 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 924 33,358 SH   DFND 1 33,358 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,465 125,049 SH   SOLE   125,049 0 0
GAMESTOP CORP NEW CL A 36467W109 353 100,895 SH   DFND 1 100,895 0 0
GAMESTOP CORP NEW CL A 36467W109 1,015 289,932 SH   SOLE   289,932 0 0
GANNETT CO INC COM 36472T109 578 390,546 SH   SOLE   390,546 0 0
GANNETT CO INC COM 36472T109 175 118,132 SH   DFND 1 118,132 0 0
GARRETT MOTION INC COM 366505105 416 145,474 SH   SOLE   145,474 0 0
GARRETT MOTION INC COM 366505105 116 40,628 SH   DFND 1 40,628 0 0
GARTNER INC COM 366651107 2,461 24,720 SH   SOLE   24,720 0 0
GARTNER INC COM 366651107 709 7,121 SH   DFND 1 7,121 0 0
GENERAC HLDGS INC COM 368736104 1,523 16,342 SH   SOLE   16,342 0 0
GENERAL DYNAMICS CORP COM 369550108 17,556 132,687 SH   DFND 1 132,687 0 0
GENERAL DYNAMICS CORP COM 369550108 45,287 342,278 SH   SOLE   342,278 0 0
GENERAL ELECTRIC CO COM 369604103 3,161 398,065 SH   SOLE   398,065 0 0
GENERAL MLS INC COM 370334104 1,454 27,548 SH   SOLE   27,548 0 0
GENERAL MTRS CO COM 37045V100 1,191 57,308 SH   SOLE   57,308 0 0
GENESCO INC COM 371532102 159 11,942 SH   SOLE   11,942 0 0
GENTEX CORP COM 371901109 1,465 66,100 SH   SOLE   66,100 0 0
GENUINE PARTS CO COM 372460105 3,015 44,778 SH   DFND 1 44,778 0 0
GENUINE PARTS CO COM 372460105 7,635 113,390 SH   SOLE   113,390 0 0
GENWORTH FINL INC COM CL A 37247D106 437 131,513 SH   SOLE   131,513 0 0
GENTHERM INC COM 37253A103 862 27,441 SH   SOLE   27,441 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 73 11,424 SH   SOLE   11,424 0 0
GERDAU SA SPON ADR REP PFD 373737105 297 155,357 SH   DFND 1 155,357 0 0
GERDAU SA SPON ADR REP PFD 373737105 246 128,747 SH   SOLE   128,747 0 0
GETTY RLTY CORP NEW COM 374297109 1,081 45,550 SH   SOLE   45,550 0 0
GIBRALTAR INDS INC COM 374689107 1,161 27,047 SH   SOLE   27,047 0 0
GILEAD SCIENCES INC COM 375558103 14,228 190,316 SH   DFND 1 190,316 0 0
GILEAD SCIENCES INC COM 375558103 29,494 394,517 SH   SOLE   394,517 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,443 71,853 SH   SOLE   71,853 0 0
GLATFELTER COM 377316104 452 37,019 SH   SOLE   37,019 0 0
GLAUKOS CORP COM 377322102 1,008 32,679 SH   SOLE   32,679 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 203 3,982 SH   DFND 1 3,982 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 517 10,129 SH   SOLE   10,129 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,002 74,974 SH   SOLE   74,974 0 0
GLOBAL PMTS INC COM 37940X102 6,839 47,414 SH   DFND 1 47,414 0 0
GLOBAL PMTS INC COM 37940X102 16,039 111,201 SH   SOLE   111,201 0 0
GLOBUS MED INC CL A 379577208 855 20,113 SH   SOLE   20,113 0 0
GLOBE LIFE INC COM 37959E102 327 4,541 SH   SOLE   4,541 0 0
GLU MOBILE INC COM 379890106 607 96,523 SH   SOLE   96,523 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,000 38,815 SH   DFND 1 38,815 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,744 82,438 SH   SOLE   82,438 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,697 1,740,000 SH   SOLE   1,740,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 880 151,225 SH   SOLE   151,225 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 242 41,568 SH   DFND 1 41,568 0 0
GORMAN RUPP CO COM 383082104 880 28,208 SH   DFND 1 28,208 0 0
GORMAN RUPP CO COM 383082104 2,028 64,986 SH   SOLE   64,986 0 0
GRACE W R & CO DEL NEW COM 38388F108 528 14,834 SH   SOLE   14,834 0 0
GRACE W R & CO DEL NEW COM 38388F108 213 5,997 SH   DFND 1 5,997 0 0
GRACO INC COM 384109104 2,124 43,579 SH   SOLE   43,579 0 0
GRAHAM HLDGS CO COM CL B 384637104 388 1,137 SH   SOLE   1,137 0 0
GRAINGER W W INC COM 384802104 494 1,989 SH   SOLE   1,989 0 0
GRAN TIERRA ENERGY INC COM 38500T101 25 98,973 SH   DFND 1 98,973 0 0
GRAN TIERRA ENERGY INC COM 38500T101 51 201,909 SH   SOLE   201,909 0 0
GRAND CANYON ED INC COM 38526M106 1,975 25,886 SH   DFND 1 25,886 0 0
GRAND CANYON ED INC COM 38526M106 4,971 65,159 SH   SOLE   65,159 0 0
GRANITE CONSTR INC COM 387328107 595 39,173 SH   SOLE   39,173 0 0
GRANITE PT MTG TR INC COM 38741L107 261 51,483 SH   SOLE   51,483 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,499 61,854 SH   DFND 1 61,854 0 0
GREAT SOUTHN BANCORP INC COM 390905107 6,126 151,642 SH   SOLE   151,642 0 0
GREAT WESTN BANCORP INC COM 391416104 1,105 53,948 SH   DFND 1 53,948 0 0
GREAT WESTN BANCORP INC COM 391416104 3,409 166,475 SH   SOLE   166,475 0 0
GREEN DOT CORP CL A 39304D102 1,008 39,707 SH   SOLE   39,707 0 0
GREEN PLAINS INC COM 393222104 137 28,325 SH   SOLE   28,325 0 0
GREENBRIER COS INC COM 393657101 485 27,318 SH   SOLE   27,318 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 8,426 11,050,000 SH   SOLE   11,050,000 0 0
GREENHILL & CO INC COM 395259104 123 12,473 SH   SOLE   12,473 0 0
GREIF INC CL A 397624107 213 6,861 SH   SOLE   6,861 0 0
GRIFFON CORP COM 398433102 452 35,697 SH   SOLE   35,697 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 796 17,989 SH   SOLE   17,989 0 0
GRUBHUB INC COM 400110102 1,974 48,454 SH   SOLE   48,454 0 0
GRUBHUB INC COM 400110102 491 12,045 SH   DFND 1 12,045 0 0
GUARDANT HEALTH INC COM 40131M109 10,026 144,055 SH   DFND 1 144,055 0 0
GUARDANT HEALTH INC COM 40131M109 20,342 292,265 SH   SOLE   292,265 0 0
GUESS INC COM 401617105 242 35,757 SH   SOLE   35,757 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 6,856 86,448 SH   DFND 1 86,448 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 13,946 175,845 SH   SOLE   175,845 0 0
GULFPORT ENERGY CORP COM NEW 402635304 54 121,804 SH   SOLE   121,804 0 0
HCA HEALTHCARE INC COM 40412C101 18,536 206,304 SH   SOLE   206,304 0 0
HCA HEALTHCARE INC COM 40412C101 9,971 110,974 SH   DFND 1 110,974 0 0
HCI GROUP INC COM 40416E103 216 5,376 SH   SOLE   5,376 0 0
HNI CORP COM 404251100 282 11,190 SH   SOLE   11,190 0 0
HMS HLDGS CORP COM 40425J101 1,866 73,834 SH   SOLE   73,834 0 0
HP INC COM 40434L105 1,173 67,544 SH   SOLE   67,544 0 0
HAEMONETICS CORP COM 405024100 1,320 13,243 SH   SOLE   13,243 0 0
HAIN CELESTIAL GROUP INC COM 405217100 57,043 2,196,504 SH   SOLE   2,196,504 0 0
HAIN CELESTIAL GROUP INC COM 405217100 53,846 2,073,409 SH   DFND 1 2,073,409 0 0
HALLIBURTON CO COM 406216101 3,796 554,187 SH   DFND 1 554,187 0 0
HALLIBURTON CO COM 406216101 7,412 1,081,972 SH   SOLE   1,081,972 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,572 698,834 SH   SOLE   698,834 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 8,552 475,374 SH   DFND 1 475,374 0 0
HAMILTON LANE INC CL A 407497106 14,297 258,486 SH   SOLE   258,486 0 0
HAMILTON LANE INC CL A 407497106 9,026 163,189 SH   DFND 1 163,189 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 404 20,718 SH   DFND 1 20,718 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,474 75,532 SH   SOLE   75,532 0 0
HANESBRANDS INC COM 410345102 130 16,486 SH   SOLE   16,486 0 0
HANGER INC COM NEW 41043F208 488 31,293 SH   SOLE   31,293 0 0
HANMI FINL CORP COM NEW 410495204 373 34,350 SH   SOLE   34,350 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 7,406 7,805,000 SH   SOLE   7,805,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 882 930,000 SH   DFND 1 930,000 0 0
HANOVER INS GROUP INC COM 410867105 3,319 36,638 SH   DFND 1 36,638 0 0
HANOVER INS GROUP INC COM 410867105 18,953 209,235 SH   SOLE   209,235 0 0
HARMONIC INC COM 413160102 463 80,368 SH   SOLE   80,368 0 0
HARSCO CORP COM 415864107 459 65,880 SH   SOLE   65,880 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 38,513 1,092,888 SH   SOLE   1,092,888 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 28,562 810,511 SH   DFND 1 810,511 0 0
HASBRO INC COM 418056107 415 5,800 SH   SOLE   5,800 0 0
HAVERTY FURNITURE INC COM 419596101 180 15,162 SH   SOLE   15,162 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,226 28,474 SH   SOLE   28,474 0 0
HAWAIIAN HOLDINGS INC COM 419879101 408 39,048 SH   SOLE   39,048 0 0
HAWKINS INC COM 420261109 282 7,928 SH   SOLE   7,928 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 216 10,488 SH   SOLE   10,488 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 463 19,367 SH   SOLE   19,367 0 0
HEALTHCARE RLTY TR COM 421946104 766 27,438 SH   DFND 1 27,438 0 0
HEALTHCARE RLTY TR COM 421946104 4,643 166,249 SH   SOLE   166,249 0 0
HEALTHSTREAM INC COM 42222N103 918 38,343 SH   SOLE   38,343 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 994 40,930 SH   DFND 1 40,930 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 5,608 230,983 SH   SOLE   230,983 0 0
HEALTHEQUITY INC COM 42226A107 937 18,520 SH   SOLE   18,520 0 0
HEARTLAND EXPRESS INC COM 422347104 728 39,182 SH   SOLE   39,182 0 0
HEARTLAND FINL USA INC COM 42234Q102 9,909 328,112 SH   DFND 1 328,112 0 0
HEARTLAND FINL USA INC COM 42234Q102 13,223 437,843 SH   SOLE   437,843 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 7,488 313,979 SH   SOLE   313,979 0 0
HECLA MNG CO COM 422704106 407 223,391 SH   SOLE   223,391 0 0
HECLA MNG CO COM 422704106 160 87,812 SH   DFND 1 87,812 0 0
HEICO CORP NEW COM 422806109 1,923 25,772 SH   SOLE   25,772 0 0
HEICO CORP NEW COM 422806109 967 12,966 SH   DFND 1 12,966 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 361 16,066 SH   SOLE   16,066 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 6,146 162,090 SH   SOLE   162,090 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 4,608 121,523 SH   DFND 1 121,523 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 194 118,479 SH   SOLE   118,479 0 0
HELMERICH & PAYNE INC COM 423452101 2,570 164,191 SH   SOLE   164,191 0 0
HELMERICH & PAYNE INC COM 423452101 994 63,512 SH   DFND 1 63,512 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 185 21,660 SH   SOLE   21,660 0 0
HENRY JACK & ASSOC INC COM 426281101 1,031 6,641 SH   DFND 1 6,641 0 0
HENRY JACK & ASSOC INC COM 426281101 11,952 76,990 SH   SOLE   76,990 0 0
HERITAGE COMMERCE CORP COM 426927109 10,671 1,391,254 SH   SOLE   1,391,254 0 0
HERITAGE COMMERCE CORP COM 426927109 7,722 1,006,725 SH   DFND 1 1,006,725 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,514 1,650,000 SH   SOLE   1,650,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 779 38,948 SH   SOLE   38,948 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 108 30,094 SH   SOLE   30,094 0 0
HERSHEY CO COM 427866108 20,289 153,123 SH   SOLE   153,123 0 0
HESKA CORP COM RESTRC NEW 42805E306 326 5,904 SH   SOLE   5,904 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 337 54,582 SH   SOLE   54,582 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 133 21,456 SH   DFND 1 21,456 0 0
HESS CORP COM 42809H107 393 11,805 SH   SOLE   11,805 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 573 58,979 SH   SOLE   58,979 0 0
HIBBETT SPORTS INC COM 428567101 162 14,775 SH   SOLE   14,775 0 0
HIGHPOINT RES CORP COM 43114K108 17 91,330 SH   SOLE   91,330 0 0
HIGHWOODS PPTYS INC COM 431284108 2,997 84,620 SH   SOLE   84,620 0 0
HILL ROM HLDGS INC COM 431475102 11,176 111,094 SH   SOLE   111,094 0 0
HILL ROM HLDGS INC COM 431475102 4,007 39,834 SH   DFND 1 39,834 0 0
HILLENBRAND INC COM 431571108 1,187 62,110 SH   SOLE   62,110 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 878 12,861 SH   SOLE   12,861 0 0
HOLOGIC INC COM 436440101 429 12,222 SH   SOLE   12,222 0 0
HOME BANCSHARES INC COM 436893200 486 40,542 SH   SOLE   40,542 0 0
HOME DEPOT INC COM 437076102 42,098 225,472 SH   DFND 1 225,472 0 0
HOME DEPOT INC COM 437076102 135,114 723,656 SH   SOLE   723,656 0 0
HOMESTREET INC COM 43785V102 455 20,459 SH   SOLE   20,459 0 0
HOMETRUST BANCSHARES INC COM 437872104 771 48,424 SH   DFND 1 48,424 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,988 124,843 SH   SOLE   124,843 0 0
HONEYWELL INTL INC COM 438516106 51,357 383,864 SH   DFND 1 383,864 0 0
HONEYWELL INTL INC COM 438516106 134,674 1,006,610 SH   SOLE   1,006,610 0 0
HOOKER FURNITURE CORP COM 439038100 226 14,456 SH   SOLE   14,456 0 0
HOPE BANCORP INC COM 43940T109 873 106,185 SH   SOLE   106,185 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,419 1,700,000 SH   SOLE   1,700,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,264 34,546 SH   SOLE   34,546 0 0
HORIZON BANCORP INC COM 440407104 618 62,664 SH   DFND 1 62,664 0 0
HORIZON BANCORP INC COM 440407104 1,571 159,310 SH   SOLE   159,310 0 0
HORMEL FOODS CORP COM 440452100 723 15,503 SH   SOLE   15,503 0 0
HOST HOTELS & RESORTS INC COM 44107P104 29,922 2,710,346 SH   SOLE   2,710,346 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22,485 2,036,720 SH   DFND 1 2,036,720 0 0
HOULIHAN LOKEY INC CL A 441593100 9,057 173,766 SH   SOLE   173,766 0 0
HOULIHAN LOKEY INC CL A 441593100 6,382 122,442 SH   DFND 1 122,442 0 0
HUB GROUP INC CL A 443320106 1,272 27,971 SH   SOLE   27,971 0 0
HUBBELL INC COM 443510607 3,874 33,765 SH   DFND 1 33,765 0 0
HUBBELL INC COM 443510607 10,449 91,070 SH   SOLE   91,070 0 0
HUDSON PAC PPTYS INC COM 444097109 290 11,443 SH   DFND 1 11,443 0 0
HUDSON PAC PPTYS INC COM 444097109 4,735 186,696 SH   SOLE   186,696 0 0
HUMANA INC COM 444859102 17,674 56,282 SH   DFND 1 56,282 0 0
HUMANA INC COM 444859102 42,749 136,134 SH   SOLE   136,134 0 0
HUNT J B TRANS SVCS INC COM 445658107 358 3,886 SH   SOLE   3,886 0 0
HUNTINGTON BANCSHARES INC COM 446150104 386 47,072 SH   SOLE   47,072 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 59,145 324,597 SH   DFND 1 324,597 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 59,549 326,814 SH   SOLE   326,814 0 0
IAC INTERACTIVECORP COM 44919P508 238 1,330 SH   SOLE   1,330 0 0
ICF INTL INC COM 44925C103 1,717 24,989 SH   SOLE   24,989 0 0
ICF INTL INC COM 44925C103 674 9,804 SH   DFND 1 9,804 0 0
ICU MED INC COM 44930G107 1,014 5,024 SH   SOLE   5,024 0 0
ISTAR INC COM 45031U101 1,888 177,931 SH   SOLE   177,931 0 0
ISTAR INC COM 45031U101 420 39,550 SH   DFND 1 39,550 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 11,645 11,896,000 SH   SOLE   11,896,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 263 269,000 SH   DFND 1 269,000 0 0
ITT INC COM 45073V108 1,039 22,915 SH   SOLE   22,915 0 0
IBERIABANK CORP COM 450828108 752 20,787 SH   SOLE   20,787 0 0
IAMGOLD CORP COM 450913108 444 194,562 SH   SOLE   194,562 0 0
IAMGOLD CORP COM 450913108 1,217 533,745 SH   DFND 1 533,745 0 0
IBIO INC COM NEW 451033203 86 81,440 SH   DFND 1 81,440 0 0
IBIO INC COM NEW 451033203 251 236,538 SH   SOLE   236,538 0 0
IDACORP INC COM 451107106 1,262 14,378 SH   DFND 1 14,378 0 0
IDACORP INC COM 451107106 17,241 196,387 SH   SOLE   196,387 0 0
IDEX CORP COM 45167R104 30,825 223,195 SH   SOLE   223,195 0 0
IDEX CORP COM 45167R104 12,488 90,418 SH   DFND 1 90,418 0 0
IDEXX LABS INC COM 45168D104 947 3,910 SH   SOLE   3,910 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,895 13,331 SH   SOLE   13,331 0 0
ILLUMINA INC COM 452327109 2,065 7,561 SH   SOLE   7,561 0 0
ILLUMINA INC COM 452327109 270 989 SH   DFND 1 989 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,924 4,850,000 SH   SOLE   4,850,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 2,871 3,000,000 SH   SOLE   3,000,000 0 0
IMMUNOGEN INC COM 45253H101 683 200,156 SH   SOLE   200,156 0 0
IMMUNOGEN INC COM 45253H101 299 87,548 SH   DFND 1 87,548 0 0
IMMUNOMEDICS INC COM 452907108 631 46,827 SH   DFND 1 46,827 0 0
IMMUNOMEDICS INC COM 452907108 1,259 93,368 SH   SOLE   93,368 0 0
INCYTE CORP COM 45337C102 597 8,149 SH   SOLE   8,149 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 681 76,178 SH   SOLE   76,178 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,854 28,808 SH   SOLE   28,808 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,000 155,386 SH   SOLE   155,386 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 817 63,469 SH   DFND 1 63,469 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,085 118,883 SH   SOLE   118,883 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 528 30,083 SH   DFND 1 30,083 0 0
INFOSYS LTD SPONSORED ADR 456788108 473 57,666 SH   DFND 1 57,666 0 0
INFOSYS LTD SPONSORED ADR 456788108 388 47,245 SH   SOLE   47,245 0 0
INGERSOLL RAND INC COM 45687V106 5,546 223,628 SH   SOLE   223,628 0 0
INGERSOLL RAND INC COM 45687V106 3,066 123,614 SH   DFND 1 123,614 0 0
INGEVITY CORP COM 45688C107 656 18,638 SH   DFND 1 18,638 0 0
INGEVITY CORP COM 45688C107 1,873 53,220 SH   SOLE   53,220 0 0
INGREDION INC COM 457187102 1,317 17,445 SH   SOLE   17,445 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,264 29,994 SH   SOLE   29,994 0 0
INSMED INC COM PAR $.01 457669307 164 10,232 SH   DFND 1 10,232 0 0
INSMED INC COM PAR $.01 457669307 417 26,032 SH   SOLE   26,032 0 0
INNOSPEC INC COM 45768S105 8,506 122,408 SH   SOLE   122,408 0 0
INNOSPEC INC COM 45768S105 3,058 44,006 SH   DFND 1 44,006 0 0
INPHI CORP COM 45772F107 1,558 19,675 SH   DFND 1 19,675 0 0
INPHI CORP COM 45772F107 3,097 39,117 SH   SOLE   39,117 0 0
INSPIRE MED SYS INC COM 457730109 4,353 72,206 SH   DFND 1 72,206 0 0
INSPIRE MED SYS INC COM 457730109 8,664 143,731 SH   SOLE   143,731 0 0
INSTEEL INDUSTRIES INC COM 45774W108 203 15,335 SH   SOLE   15,335 0 0
INSPERITY INC COM 45778Q107 366 9,824 SH   SOLE   9,824 0 0
INOGEN INC COM 45780L104 790 15,302 SH   SOLE   15,302 0 0
INSTALLED BLDG PRODS INC COM 45780R101 712 17,861 SH   SOLE   17,861 0 0
INNOVIVA INC COM 45781M101 659 56,021 SH   SOLE   56,021 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 913 12,023 SH   DFND 1 12,023 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 3,124 41,140 SH   SOLE   41,140 0 0
INSULET CORP COM 45784P101 7,594 45,833 SH   SOLE   45,833 0 0
INSULET CORP COM 45784P101 3,688 22,261 SH   DFND 1 22,261 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 832 18,622 SH   SOLE   18,622 0 0
INTEL CORP COM 458140100 2,863 52,908 SH   DFND 1 52,908 0 0
INTEL CORP COM 458140100 19,052 352,028 SH   SOLE   352,028 0 0
INTEGER HLDGS CORP COM 45826H109 1,722 27,388 SH   SOLE   27,388 0 0
INTER PARFUMS INC COM 458334109 684 14,767 SH   SOLE   14,767 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 32,125 744,156 SH   SOLE   744,156 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 27,169 629,349 SH   DFND 1 629,349 0 0
INTERFACE INC COM 458665304 493 65,270 SH   SOLE   65,270 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,289 115,039 SH   SOLE   115,039 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,403 29,762 SH   DFND 1 29,762 0 0
INTERDIGITAL INC COM 45867G101 1,520 34,052 SH   SOLE   34,052 0 0
INTERDIGITAL INC COM 45867G101 567 12,703 SH   DFND 1 12,703 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 1,689 62,845 SH   SOLE   62,845 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 506 18,806 SH   DFND 1 18,806 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,187 73,805 SH   SOLE   73,805 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,276 11,507 SH   DFND 1 11,507 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 497 4,867 SH   SOLE   4,867 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 5,611 147,000 SH   SOLE   147,000 0 0
INTL PAPER CO COM 460146103 556 17,872 SH   SOLE   17,872 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,419 149,403 SH   SOLE   149,403 0 0
INTERPUBLIC GROUP COS INC COM 460690100 896 55,348 SH   DFND 1 55,348 0 0
INTL FCSTONE INC COM 46116V105 495 13,652 SH   SOLE   13,652 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 161 10,451 SH   SOLE   10,451 0 0
INTUIT COM 461202103 70,925 308,368 SH   SOLE   308,368 0 0
INTUIT COM 461202103 24,485 106,457 SH   DFND 1 106,457 0 0
INVACARE CORP COM 461203101 210 28,222 SH   SOLE   28,222 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 78,427 158,372 SH   SOLE   158,372 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 31,951 64,520 SH   DFND 1 64,520 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 460 134,772 SH   SOLE   134,772 0 0
INVESCO SR INCOME TR COM 46131H107 55 17,150 SH   DFND 1 17,150 0 0
INVESCO SR INCOME TR COM 46131H107 64 19,854 SH   SOLE   19,854 0 0
INVESCO EXCHANGE-TRADED FD T SR LN ETF 46138G508 11,970 585,050 SH   SOLE   585,050 0 0
INVESCO EXCHANGE-TRADED FD T SR LN ETF 46138G508 25,611 1,251,750 SH   DFND 1 1,251,750 0 0
INVESCO EXCHANGE-TRADED FD T VAR RATE PFD 46138G870 1,103 51,400 SH   DFND 1 51,400 0 0
INVESCO EXCHANGE-TRADED FD T VAR RATE PFD 46138G870 1,019 47,500 SH   SOLE   47,500 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 1,895 34,455 SH   SOLE   34,455 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 558 10,147 SH   DFND 1 10,147 0 0
INVITAE CORP COM 46185L103 323 23,625 SH   SOLE   23,625 0 0
INVITATION HOMES INC COM 46187W107 8,440 394,959 SH   SOLE   394,959 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,072 35,817 SH   SOLE   35,817 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 421 14,080 SH   DFND 1 14,080 0 0
IQVIA HLDGS INC COM 46266C105 7,917 73,404 SH   SOLE   73,404 0 0
IQVIA HLDGS INC COM 46266C105 2,419 22,428 SH   DFND 1 22,428 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,816 81,303 SH   SOLE   81,303 0 0
IROBOT CORP COM 462726100 969 23,694 SH   SOLE   23,694 0 0
IRON MTN INC NEW COM 46284V101 311 13,088 SH   SOLE   13,088 0 0
ISHARES TR IBOXX INV CP ETF 464287242 6,793 55,000 SH   SOLE   55,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 24,109 195,195 SH   DFND 1 195,195 0 0
ISHARES TR RUS MID CAP ETF 464287499 17,042 394,760 SH   SOLE   394,760 0 0
ISHARES TR RUS MID CAP ETF 464287499 40,637 941,328 SH   DFND 1 941,328 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 12,399 151,148 SH   SOLE   151,148 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,304 113,424 SH   DFND 1 113,424 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,267 54,750 SH   DFND 1 54,750 0 0
ISHARES TR CORE S&P SCP ETF 464287804 10,169 181,241 SH   SOLE   181,241 0 0
ISHARES TR JPMORGAN USD EMG 464288281 5,317 55,000 SH   DFND 1 55,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 6,768 70,000 SH   SOLE   70,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,018 45,050 SH   DFND 1 45,050 0 0
ISHARES TR IBOXX HI YD ETF 464288513 244 3,160 SH   SOLE   3,160 0 0
ISHARES TR RESIDNL REAL EST 464288562 382 6,925 SH   DFND 1 6,925 0 0
ISHARES TR PFD AND INCM SEC 464288687 4,516 141,850 SH   DFND 1 141,850 0 0
ISHARES TR PFD AND INCM SEC 464288687 4,401 138,237 SH   SOLE   138,237 0 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 5,364 110,622 SH   DFND 1 110,622 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 4,048 4,000,000 SH   SOLE   4,000,000 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 592 131,952 SH   SOLE   131,952 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 715 159,220 SH   DFND 1 159,220 0 0
ITRON INC COM 465741106 1,648 29,514 SH   SOLE   29,514 0 0
JBG SMITH PPTYS COM 46590V100 2,508 78,801 SH   SOLE   78,801 0 0
J & J SNACK FOODS CORP COM 466032109 1,514 12,513 SH   SOLE   12,513 0 0
JPMORGAN CHASE & CO COM 46625H100 21,945 243,755 SH   DFND 1 243,755 0 0
JPMORGAN CHASE & CO COM 46625H100 55,677 618,423 SH   SOLE   618,423 0 0
JABIL INC COM 466313103 892 36,298 SH   SOLE   36,298 0 0
JACK IN THE BOX INC COM 466367109 217 6,180 SH   SOLE   6,180 0 0
JACOBS ENGR GROUP INC COM 469814107 490 6,176 SH   SOLE   6,176 0 0
JD COM INC SPON ADR CL A 47215P106 2,192 54,130 SH   SOLE   54,130 0 0
JD COM INC SPON ADR CL A 47215P106 2,645 65,316 SH   DFND 1 65,316 0 0
JEFFERIES FINL GROUP INC COM 47233W109 854 62,501 SH   SOLE   62,501 0 0
JETBLUE AWYS CORP COM 477143101 675 75,434 SH   SOLE   75,434 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 7,370 99,226 SH   SOLE   99,226 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,711 36,500 SH   DFND 1 36,500 0 0
JOHNSON & JOHNSON COM 478160104 50,231 383,065 SH   DFND 1 383,065 0 0
JOHNSON & JOHNSON COM 478160104 146,360 1,116,147 SH   SOLE   1,116,147 0 0
JONES LANG LASALLE INC COM 48020Q107 1,562 15,467 SH   DFND 1 15,467 0 0
JONES LANG LASALLE INC COM 48020Q107 4,546 45,020 SH   SOLE   45,020 0 0
J2 GLOBAL INC COM 48123V102 905 12,096 SH   SOLE   12,096 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 747 613,000 SH   DFND 1 613,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 10,070 8,259,000 SH   SOLE   8,259,000 0 0
JUNIPER NETWORKS INC COM 48203R104 786 41,083 SH   DFND 1 41,083 0 0
JUNIPER NETWORKS INC COM 48203R104 3,644 190,382 SH   SOLE   190,382 0 0
KAR AUCTION SVCS INC COM 48238T109 404 33,648 SH   SOLE   33,648 0 0
KBR INC COM 48242W106 766 37,029 SH   SOLE   37,029 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 15,211 14,679,000 SH   SOLE   14,679,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 745 719,000 SH   DFND 1 719,000 0 0
KLA CORPORATION COM NEW 482480100 31,354 218,129 SH   SOLE   218,129 0 0
KLA CORPORATION COM NEW 482480100 31,245 217,372 SH   DFND 1 217,372 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 304 20,235 SH   SOLE   20,235 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 12 17,607 SH   SOLE   17,607 0 0
KADMON HLDGS INC COM 48283N106 134 31,869 SH   DFND 1 31,869 0 0
KADMON HLDGS INC COM 48283N106 340 81,076 SH   SOLE   81,076 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,610 52,107 SH   DFND 1 52,107 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 9,223 133,121 SH   SOLE   133,121 0 0
KAMAN CORP COM 483548103 898 23,350 SH   SOLE   23,350 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 6,586 6,900,000 SH   SOLE   6,900,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,508 153,389 SH   SOLE   153,389 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 9,073 71,343 SH   DFND 1 71,343 0 0
KB HOME COM 48666K109 405 22,385 SH   SOLE   22,385 0 0
KELLOGG CO COM 487836108 681 11,349 SH   SOLE   11,349 0 0
KELLY SVCS INC CL A 488152208 353 27,813 SH   SOLE   27,813 0 0
KEMET CORP COM NEW 488360207 1,176 48,687 SH   SOLE   48,687 0 0
KEMPER CORP DEL COM 488401100 33,673 452,777 SH   SOLE   452,777 0 0
KEMPER CORP DEL COM 488401100 30,629 411,840 SH   DFND 1 411,840 0 0
KENNAMETAL INC COM 489170100 1,432 76,911 SH   DFND 1 76,911 0 0
KENNAMETAL INC COM 489170100 1,809 97,161 SH   SOLE   97,161 0 0
KEYCORP COM 493267108 37,771 3,642,302 SH   DFND 1 3,642,302 0 0
KEYCORP COM 493267108 41,127 3,965,942 SH   SOLE   3,965,942 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 715 8,550 SH   SOLE   8,550 0 0
KILROY RLTY CORP COM 49427F108 27,233 427,524 SH   SOLE   427,524 0 0
KILROY RLTY CORP COM 49427F108 7,450 116,948 SH   DFND 1 116,948 0 0
KIMBERLY CLARK CORP COM 494368103 28,064 219,470 SH   SOLE   219,470 0 0
KIMBERLY CLARK CORP COM 494368103 11,026 86,232 SH   DFND 1 86,232 0 0
KIMCO RLTY CORP COM 49446R109 1,038 107,334 SH   SOLE   107,334 0 0
KINDER MORGAN INC DEL COM 49456B101 1,251 89,850 SH   DFND 1 89,850 0 0
KINDER MORGAN INC DEL COM 49456B101 2,221 159,582 SH   SOLE   159,582 0 0
KINROSS GOLD CORP COM 496902404 132 33,054 SH   SOLE   33,054 0 0
KINSALE CAP GROUP INC COM 49714P108 1,805 17,270 SH   SOLE   17,270 0 0
KIRBY CORP COM 497266106 681 15,664 SH   SOLE   15,664 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,653 174,534 SH   SOLE   174,534 0 0
KITE RLTY GROUP TR COM NEW 49803T300 441 46,551 SH   DFND 1 46,551 0 0
KNOLL INC COM NEW 498904200 621 60,221 SH   DFND 1 60,221 0 0
KNOLL INC COM NEW 498904200 1,343 130,170 SH   SOLE   130,170 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,053 32,104 SH   SOLE   32,104 0 0
KNOWLES CORP COM 49926D109 965 72,119 SH   SOLE   72,119 0 0
KONTOOR BRANDS INC COM 50050N103 750 39,134 SH   SOLE   39,134 0 0
KOPPERS HOLDINGS INC COM 50060P106 215 17,347 SH   SOLE   17,347 0 0
KORN FERRY COM NEW 500643200 1,127 46,359 SH   SOLE   46,359 0 0
KRAFT HEINZ CO COM 500754106 702 28,386 SH   SOLE   28,386 0 0
KRATON CORPORATION COM 50077C106 608 75,053 SH   SOLE   75,053 0 0
KRATON CORPORATION COM 50077C106 193 23,808 SH   DFND 1 23,808 0 0
KROGER CO COM 501044101 1,101 36,554 SH   SOLE   36,554 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,410 67,539 SH   SOLE   67,539 0 0
L BRANDS INC COM 501797104 1,518 131,290 SH   SOLE   131,290 0 0
L BRANDS INC COM 501797104 548 47,448 SH   DFND 1 47,448 0 0
LHC GROUP INC COM 50187A107 28,040 200,000 SH   DFND 1 200,000 0 0
LHC GROUP INC COM 50187A107 49,409 352,415 SH   SOLE   352,415 0 0
LGI HOMES INC COM 50187T106 835 18,491 SH   SOLE   18,491 0 0
LKQ CORP COM 501889208 286 13,968 SH   SOLE   13,968 0 0
LCI INDS COM 50189K103 1,402 20,976 SH   SOLE   20,976 0 0
LSB INDS INC COM 502160104 38 18,333 SH   SOLE   18,333 0 0
LTC PPTYS INC COM 502175102 1,029 33,316 SH   SOLE   33,316 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,815 10,076 SH   SOLE   10,076 0 0
LA Z BOY INC COM 505336107 799 38,873 SH   SOLE   38,873 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,233 9,756 SH   DFND 1 9,756 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,433 27,162 SH   SOLE   27,162 0 0
LAKELAND BANCORP INC COM 511637100 245 22,661 SH   DFND 1 22,661 0 0
LAKELAND BANCORP INC COM 511637100 679 62,835 SH   SOLE   62,835 0 0
LAM RESEARCH CORP COM 512807108 5,083 21,181 SH   DFND 1 21,181 0 0
LAM RESEARCH CORP COM 512807108 11,556 48,149 SH   SOLE   48,149 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 571 11,142 SH   DFND 1 11,142 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,641 51,501 SH   SOLE   51,501 0 0
LAMB WESTON HLDGS INC COM 513272104 1,493 26,141 SH   SOLE   26,141 0 0
LANCASTER COLONY CORP COM 513847103 748 5,171 SH   SOLE   5,171 0 0
LANDSTAR SYS INC COM 515098101 988 10,311 SH   SOLE   10,311 0 0
LANNET INC COM 516012101 195 28,058 SH   SOLE   28,058 0 0
LANTHEUS HLDGS INC COM 516544103 420 32,893 SH   SOLE   32,893 0 0
LAREDO PETROLEUM INC COM 516806106 57 151,042 SH   SOLE   151,042 0 0
LAS VEGAS SANDS CORP COM 517834107 654 15,403 SH   SOLE   15,403 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 7,454 418,272 SH   DFND 1 418,272 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,866 721,995 SH   SOLE   721,995 0 0
LAUDER ESTEE COS INC CL A 518439104 1,616 10,144 SH   SOLE   10,144 0 0
LEAR CORP COM NEW 521865204 2,800 34,461 SH   DFND 1 34,461 0 0
LEAR CORP COM NEW 521865204 7,457 91,773 SH   SOLE   91,773 0 0
LEGG MASON INC COM 524901105 1,041 21,320 SH   SOLE   21,320 0 0
LEIDOS HOLDINGS INC COM 525327102 556 6,065 SH   SOLE   6,065 0 0
LEMAITRE VASCULAR INC COM 525558201 342 13,738 SH   SOLE   13,738 0 0
LENDINGTREE INC NEW COM 52603B107 368 2,004 SH   SOLE   2,004 0 0
LENNAR CORP CL A 526057104 487 12,757 SH   SOLE   12,757 0 0
LENNOX INTL INC COM 526107107 1,666 9,162 SH   SOLE   9,162 0 0
LEXINGTON REALTY TRUST COM 529043101 296 29,843 SH   DFND 1 29,843 0 0
LEXINGTON REALTY TRUST COM 529043101 2,816 283,555 SH   SOLE   283,555 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 233 167,447 SH   DFND 1 167,447 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,899 5,686,107 SH   SOLE   5,686,107 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 333 123,799 SH   SOLE   123,799 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 141 52,584 SH   DFND 1 52,584 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,798 65,976 SH   SOLE   65,976 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,174 43,641 SH   DFND 1 43,641 0 0
LIFE STORAGE INC COM 53223X107 2,730 28,870 SH   SOLE   28,870 0 0
LILLY ELI & CO COM 532457108 9,276 66,866 SH   SOLE   66,866 0 0
LINCOLN ELEC HLDGS INC COM 533900106 14,584 211,360 SH   DFND 1 211,360 0 0
LINCOLN ELEC HLDGS INC COM 533900106 26,691 386,822 SH   SOLE   386,822 0 0
LINCOLN NATL CORP IND COM 534187109 238 9,040 SH   SOLE   9,040 0 0
LINDSAY CORP COM 535555106 830 9,062 SH   SOLE   9,062 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 751 123,492 SH   SOLE   123,492 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 321 52,810 SH   DFND 1 52,810 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 241 43,176 SH   DFND 1 43,176 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 569 101,913 SH   SOLE   101,913 0 0
LIQUIDITY SERVICES INC COM 53635B107 88 22,562 SH   SOLE   22,562 0 0
LITHIA MTRS INC CL A 536797103 1,552 18,979 SH   SOLE   18,979 0 0
LITTELFUSE INC COM 537008104 6,313 47,314 SH   DFND 1 47,314 0 0
LITTELFUSE INC COM 537008104 9,789 73,370 SH   SOLE   73,370 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 15,329 337,194 SH   DFND 1 337,194 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 34,347 755,544 SH   SOLE   755,544 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 562 591,000 SH   DFND 1 591,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 12,993 13,669,000 SH   SOLE   13,669,000 0 0
LIVEPERSON INC COM 538146101 1,174 51,596 SH   SOLE   51,596 0 0
LIVENT CORP COM 53814L108 642 122,345 SH   SOLE   122,345 0 0
LIVERAMP HLDGS INC COM 53815P108 582 17,689 SH   SOLE   17,689 0 0
LOCKHEED MARTIN CORP COM 539830109 24,922 73,527 SH   DFND 1 73,527 0 0
LOCKHEED MARTIN CORP COM 539830109 84,428 249,086 SH   SOLE   249,086 0 0
LOEWS CORP COM 540424108 689 19,795 SH   DFND 1 19,795 0 0
LOEWS CORP COM 540424108 1,811 52,003 SH   SOLE   52,003 0 0
LOGMEIN INC COM 54142L109 1,062 12,755 SH   SOLE   12,755 0 0
LOUISIANA PAC CORP COM 546347105 16,156 940,397 SH   DFND 1 940,397 0 0
LOUISIANA PAC CORP COM 546347105 25,204 1,467,069 SH   SOLE   1,467,069 0 0
LOWES COS INC COM 548661107 62,588 727,342 SH   SOLE   727,342 0 0
LOWES COS INC COM 548661107 35,446 411,923 SH   DFND 1 411,923 0 0
LULULEMON ATHLETICA INC COM 550021109 41,063 216,635 SH   SOLE   216,635 0 0
LULULEMON ATHLETICA INC COM 550021109 42,194 222,600 SH   DFND 1 222,600 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 187 39,833 SH   SOLE   39,833 0 0
LUMENTUM HLDGS INC COM 55024U109 1,933 26,225 SH   SOLE   26,225 0 0
LUMENTUM HLDGS INC COM 55024U109 512 6,947 SH   DFND 1 6,947 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 209 155,000 SH   DFND 1 155,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 9,906 7,335,000 SH   SOLE   7,335,000 0 0
LUMINEX CORP DEL COM 55027E102 967 35,115 SH   SOLE   35,115 0 0
LYDALL INC DEL COM 550819106 95 14,686 SH   SOLE   14,686 0 0
M & T BK CORP COM 55261F104 8,773 84,818 SH   SOLE   84,818 0 0
M & T BK CORP COM 55261F104 3,509 33,926 SH   DFND 1 33,926 0 0
M D C HLDGS INC COM 552676108 974 41,971 SH   SOLE   41,971 0 0
MDU RES GROUP INC COM 552690109 1,126 52,359 SH   SOLE   52,359 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,325 2,200,000 SH   SOLE   2,200,000 0 0
MGE ENERGY INC COM 55277P104 992 15,146 SH   SOLE   15,146 0 0
MGE ENERGY INC COM 55277P104 341 5,214 SH   DFND 1 5,214 0 0
MGIC INVT CORP WIS COM 552848103 527 82,918 SH   SOLE   82,918 0 0
MGIC INVT CORP WIS COM 552848103 373 58,692 SH   DFND 1 58,692 0 0
MGM RESORTS INTERNATIONAL COM 552953101 277 23,472 SH   SOLE   23,472 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 2,753 116,318 SH   SOLE   116,318 0 0
MGP INGREDIENTS INC NEW COM 55303J106 299 11,131 SH   SOLE   11,131 0 0
M/I HOMES INC COM 55305B101 390 23,586 SH   SOLE   23,586 0 0
MKS INSTRS INC COM 55306N104 3,962 48,640 SH   DFND 1 48,640 0 0
MKS INSTRS INC COM 55306N104 9,053 111,154 SH   SOLE   111,154 0 0
MSA SAFETY INC COM 553498106 942 9,312 SH   SOLE   9,312 0 0
MSC INDL DIRECT INC CL A 553530106 949 17,269 SH   DFND 1 17,269 0 0
MSC INDL DIRECT INC CL A 553530106 2,821 51,311 SH   SOLE   51,311 0 0
MSCI INC COM 55354G100 12,283 42,509 SH   SOLE   42,509 0 0
MSCI INC COM 55354G100 5,390 18,652 SH   DFND 1 18,652 0 0
MTS SYS CORP COM 553777103 623 27,704 SH   DFND 1 27,704 0 0
MTS SYS CORP COM 553777103 1,740 77,324 SH   SOLE   77,324 0 0
MYR GROUP INC DEL COM 55405W104 365 13,952 SH   SOLE   13,952 0 0
MACERICH CO COM 554382101 259 45,978 SH   DFND 1 45,978 0 0
MACERICH CO COM 554382101 690 122,536 SH   SOLE   122,536 0 0
MACK CALI RLTY CORP COM 554489104 360 23,661 SH   SOLE   23,661 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 5,905 7,500,000 SH   SOLE   7,500,000 0 0
MACROGENICS INC COM 556099109 222 38,141 SH   SOLE   38,141 0 0
MACROGENICS INC COM 556099109 87 14,993 SH   DFND 1 14,993 0 0
MACYS INC COM 55616P104 459 93,565 SH   DFND 1 93,565 0 0
MACYS INC COM 55616P104 1,180 240,292 SH   SOLE   240,292 0 0
MADDEN STEVEN LTD COM 556269108 1,506 64,842 SH   SOLE   64,842 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 575 2,720 SH   DFND 1 2,720 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,465 6,931 SH   SOLE   6,931 0 0
MAGELLAN HEALTH INC COM NEW 559079207 878 18,251 SH   SOLE   18,251 0 0
MANHATTAN ASSOCS INC COM 562750109 832 16,697 SH   SOLE   16,697 0 0
MANPOWERGROUP INC COM 56418H100 1,093 20,632 SH   DFND 1 20,632 0 0
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MANTECH INTL CORP CL A 564563104 1,046 14,395 SH   DFND 1 14,395 0 0
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MARATHON PETE CORP COM 56585A102 9,800 414,908 SH   DFND 1 414,908 0 0
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MARCUS CORP COM 566330106 300 24,319 SH   DFND 1 24,319 0 0
MARCUS CORP COM 566330106 926 75,129 SH   SOLE   75,129 0 0
MARINEMAX INC COM 567908108 187 17,981 SH   SOLE   17,981 0 0
MARKEL CORP COM 570535104 44,857 48,343 SH   DFND 1 48,343 0 0
MARKEL CORP COM 570535104 55,574 59,893 SH   SOLE   59,893 0 0
MARKETAXESS HLDGS INC COM 57060D108 575 1,729 SH   SOLE   1,729 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,023 18,410 SH   SOLE   18,410 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2,801 3,600,000 SH   SOLE   3,600,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 28,350 327,896 SH   SOLE   327,896 0 0
MARSH & MCLENNAN COS INC COM 571748102 787 9,106 SH   DFND 1 9,106 0 0
MARRIOTT INTL INC NEW CL A 571903202 925 12,368 SH   SOLE   12,368 0 0
MARTEN TRANS LTD COM 573075108 668 32,542 SH   SOLE   32,542 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,263 27,811 SH   DFND 1 27,811 0 0
MARTIN MARIETTA MATLS INC COM 573284106 11,451 60,512 SH   SOLE   60,512 0 0
MASCO CORP COM 574599106 448 12,949 SH   SOLE   12,949 0 0
MASIMO CORP COM 574795100 2,270 12,819 SH   SOLE   12,819 0 0
MASONITE INTL CORP NEW COM 575385109 1,190 25,079 SH   SOLE   25,079 0 0
MASONITE INTL CORP NEW COM 575385109 547 11,519 SH   DFND 1 11,519 0 0
MASTEC INC COM 576323109 516 15,757 SH   SOLE   15,757 0 0
MASTERCARD INC CL A 57636Q104 61,122 253,030 SH   DFND 1 253,030 0 0
MASTERCARD INC CL A 57636Q104 176,749 731,697 SH   SOLE   731,697 0 0
MATADOR RES CO COM 576485205 71 28,649 SH   SOLE   28,649 0 0
MATERION CORP COM 576690101 1,338 38,215 SH   DFND 1 38,215 0 0
MATERION CORP COM 576690101 3,746 107,001 SH   SOLE   107,001 0 0
MATRIX SVC CO COM 576853105 216 22,764 SH   SOLE   22,764 0 0
MATSON INC COM 57686G105 1,100 35,926 SH   SOLE   35,926 0 0
MATTEL INC COM 577081102 1,342 152,383 SH   DFND 1 152,383 0 0
MATTEL INC COM 577081102 3,699 419,882 SH   SOLE   419,882 0 0
MATTHEWS INTL CORP CL A 577128101 635 26,266 SH   SOLE   26,266 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,110 43,410 SH   DFND 1 43,410 0 0
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MAXLINEAR INC COM 57776J100 637 54,581 SH   SOLE   54,581 0 0
MAXIMUS INC COM 577933104 973 16,717 SH   SOLE   16,717 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,026 21,429 SH   SOLE   21,429 0 0
MCDONALDS CORP COM 580135101 39,935 241,517 SH   SOLE   241,517 0 0
MCDONALDS CORP COM 580135101 3,331 20,143 SH   DFND 1 20,143 0 0
MCKESSON CORP COM 58155Q103 996 7,361 SH   SOLE   7,361 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,848 164,736 SH   DFND 1 164,736 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 11,116 642,921 SH   SOLE   642,921 0 0
MEDIFAST INC COM 58470H101 608 9,734 SH   SOLE   9,734 0 0
MEDNAX INC COM 58502B106 256 22,027 SH   SOLE   22,027 0 0
MEDPACE HLDGS INC COM 58506Q109 1,684 22,949 SH   SOLE   22,949 0 0
MERCANTILE BANK CORP COM 587376104 514 24,274 SH   SOLE   24,274 0 0
MERCANTILE BANK CORP COM 587376104 241 11,384 SH   DFND 1 11,384 0 0
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MERCK & CO. INC COM 58933Y105 111,548 1,449,799 SH   SOLE   1,449,799 0 0
MERCK & CO. INC COM 58933Y105 44,444 577,640 SH   DFND 1 577,640 0 0
MERCURY SYS INC COM 589378108 1,932 27,088 SH   DFND 1 27,088 0 0
MERCURY SYS INC COM 589378108 4,875 68,340 SH   SOLE   68,340 0 0
MERCURY GENL CORP NEW COM 589400100 289 7,087 SH   SOLE   7,087 0 0
MEREDITH CORP COM 589433101 3,022 247,320 SH   SOLE   247,320 0 0
MEREDITH CORP COM 589433101 841 68,836 SH   DFND 1 68,836 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 301 35,822 SH   SOLE   35,822 0 0
MERIDIAN BANCORP INC MD COM 58958U103 879 78,348 SH   DFND 1 78,348 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,603 231,965 SH   SOLE   231,965 0 0
MERIT MED SYS INC COM 589889104 1,446 46,270 SH   SOLE   46,270 0 0
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MERITOR INC COM 59001K100 9,871 745,007 SH   DFND 1 745,007 0 0
MERITOR INC COM 59001K100 16,040 1,210,556 SH   SOLE   1,210,556 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 542 638,000 SH   DFND 1 638,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 11,889 14,008,000 SH   SOLE   14,008,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 137 23,550 SH   SOLE   23,550 0 0
MESA LABS INC COM 59064R109 4,913 21,729 SH   SOLE   21,729 0 0
MESA LABS INC COM 59064R109 2,088 9,236 SH   DFND 1 9,236 0 0
META FINL GROUP INC COM 59100U108 629 28,979 SH   SOLE   28,979 0 0
METHODE ELECTRS INC COM 591520200 3,575 135,275 SH   SOLE   135,275 0 0
METHODE ELECTRS INC COM 591520200 1,351 51,100 SH   DFND 1 51,100 0 0
METLIFE INC COM 59156R108 10,026 327,957 SH   DFND 1 327,957 0 0
METLIFE INC COM 59156R108 17,942 586,906 SH   SOLE   586,906 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 766 1,110 SH   SOLE   1,110 0 0
MICHAELS COS INC COM 59408Q106 180 111,280 SH   DFND 1 111,280 0 0
MICHAELS COS INC COM 59408Q106 505 311,871 SH   SOLE   311,871 0 0
MICROSOFT CORP COM 594918104 203,699 1,291,605 SH   DFND 1 1,291,605 0 0
MICROSOFT CORP COM 594918104 532,773 3,378,180 SH   SOLE   3,378,180 0 0
MICROSTRATEGY INC CL A NEW 594972408 8,773 74,286 SH   SOLE   74,286 0 0
MICROSTRATEGY INC CL A NEW 594972408 3,378 28,601 SH   DFND 1 28,601 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,274 18,788 SH   SOLE   18,788 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 630 9,289 SH   DFND 1 9,289 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,566 6,600,000 SH   SOLE   6,600,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 8,737 8,513,000 SH   SOLE   8,513,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 373 363,000 SH   DFND 1 363,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 934 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,002 47,592 SH   DFND 1 47,592 0 0
MICRON TECHNOLOGY INC COM 595112103 10,357 246,237 SH   SOLE   246,237 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,100 49,500 SH   SOLE   49,500 0 0
MIDDLESEX WATER CO COM 596680108 487 8,097 SH   SOLE   8,097 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 4,403 210,269 SH   SOLE   210,269 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,649 78,732 SH   DFND 1 78,732 0 0
MILLER HERMAN INC COM 600544100 343 15,431 SH   SOLE   15,431 0 0
MINERALS TECHNOLOGIES INC COM 603158106 2,403 66,264 SH   SOLE   66,264 0 0
MINERALS TECHNOLOGIES INC COM 603158106 903 24,895 SH   DFND 1 24,895 0 0
MIRATI THERAPEUTICS INC COM 60468T105 286 3,715 SH   SOLE   3,715 0 0
MOBILE MINI INC COM 60740F105 970 36,978 SH   SOLE   36,978 0 0
MODINE MFG CO COM 607828100 137 42,002 SH   SOLE   42,002 0 0
MODINE MFG CO COM 607828100 62 19,184 SH   DFND 1 19,184 0 0
MOHAWK INDS INC COM 608190104 7,603 99,729 SH   SOLE   99,729 0 0
MOHAWK INDS INC COM 608190104 4,491 58,904 SH   DFND 1 58,904 0 0
MOLINA HEALTHCARE INC COM 60855R100 6,989 50,028 SH   SOLE   50,028 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,305 16,501 SH   DFND 1 16,501 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 334 8,562 SH   SOLE   8,562 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,857 105,037 SH   SOLE   105,037 0 0
MONARCH CASINO & RESORT INC COM 609027107 281 10,002 SH   SOLE   10,002 0 0
MONDELEZ INTL INC CL A 609207105 30,225 603,535 SH   SOLE   603,535 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 56 43,026 SH   DFND 1 43,026 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 143 109,456 SH   SOLE   109,456 0 0
MONOLITHIC PWR SYS INC COM 609839105 25,833 154,262 SH   DFND 1 154,262 0 0
MONOLITHIC PWR SYS INC COM 609839105 49,284 294,301 SH   SOLE   294,301 0 0
MONRO INC COM 610236101 1,222 27,885 SH   SOLE   27,885 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,962 123,739 SH   SOLE   123,739 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,915 51,816 SH   DFND 1 51,816 0 0
MOODYS CORP COM 615369105 1,565 7,401 SH   SOLE   7,401 0 0
MOOG INC CL A 615394202 1,365 27,017 SH   SOLE   27,017 0 0
MORGAN STANLEY COM NEW 617446448 16,610 488,541 SH   DFND 1 488,541 0 0
MORGAN STANLEY COM NEW 617446448 29,693 873,312 SH   SOLE   873,312 0 0
MORNINGSTAR INC COM 617700109 379 3,264 SH   SOLE   3,264 0 0
MOSAIC CO NEW COM 61945C103 172 15,936 SH   SOLE   15,936 0 0
MOTORCAR PTS AMER INC COM 620071100 200 15,888 SH   SOLE   15,888 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,907 29,392 SH   SOLE   29,392 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 948 7,133 SH   DFND 1 7,133 0 0
MOVADO GROUP INC COM 624580106 7,018 593,757 SH   SOLE   593,757 0 0
MOVADO GROUP INC COM 624580106 5,064 428,417 SH   DFND 1 428,417 0 0
MUELLER INDS INC COM 624756102 1,143 47,731 SH   SOLE   47,731 0 0
MR COOPER GROUP INC COM 62482R107 140 19,075 SH   DFND 1 19,075 0 0
MR COOPER GROUP INC COM 62482R107 356 48,528 SH   SOLE   48,528 0 0
MURPHY OIL CORP COM 626717102 239 39,029 SH   SOLE   39,029 0 0
MURPHY USA INC COM 626755102 637 7,555 SH   SOLE   7,555 0 0
MYERS INDS INC COM 628464109 2,235 207,914 SH   SOLE   207,914 0 0
MYERS INDS INC COM 628464109 766 71,212 SH   DFND 1 71,212 0 0
MYRIAD GENETICS INC COM 62855J104 1,212 84,664 SH   SOLE   84,664 0 0
NBT BANCORP INC COM 628778102 1,471 45,421 SH   SOLE   45,421 0 0
NCR CORP NEW COM 62886E108 590 33,341 SH   SOLE   33,341 0 0
NIC INC COM 62914B100 1,291 56,123 SH   SOLE   56,123 0 0
NMI HLDGS INC CL A 629209305 661 56,974 SH   SOLE   56,974 0 0
NRG ENERGY INC COM NEW 629377508 313 11,467 SH   SOLE   11,467 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 22,312 23,425,000 SH   SOLE   23,425,000 0 0
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NVR INC COM 62944T105 45,984 17,899 SH   SOLE   17,899 0 0
NVR INC COM 62944T105 41,083 15,991 SH   DFND 1 15,991 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 720 4,800,000 SH   SOLE   4,800,000 0 0
NASDAQ INC COM 631103108 497 5,230 SH   SOLE   5,230 0 0
NATERA INC COM 632307104 3,729 124,875 SH   DFND 1 124,875 0 0
NATERA INC COM 632307104 7,434 248,946 SH   SOLE   248,946 0 0
NATIONAL BK HLDGS CORP CL A 633707104 624 26,124 SH   SOLE   26,124 0 0
NATIONAL BEVERAGE CORP COM 635017106 416 9,756 SH   SOLE   9,756 0 0
NATIONAL HEALTHCARE CORP COM 635906100 5,767 80,396 SH   SOLE   80,396 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,391 33,339 SH   DFND 1 33,339 0 0
NATIONAL FUEL GAS CO N J COM 636180101 255 6,826 SH   DFND 1 6,826 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,360 36,477 SH   SOLE   36,477 0 0
NATIONAL HEALTH INVS INC COM 63633D104 224 4,530 SH   DFND 1 4,530 0 0
NATIONAL HEALTH INVS INC COM 63633D104 555 11,205 SH   SOLE   11,205 0 0
NATIONAL INSTRS CORP COM 636518102 20,114 608,038 SH   SOLE   608,038 0 0
NATIONAL INSTRS CORP COM 636518102 12,694 383,729 SH   DFND 1 383,729 0 0
NATIONAL OILWELL VARCO INC COM 637071101 173 17,586 SH   SOLE   17,586 0 0
NATIONAL PRESTO INDS INC COM 637215104 299 4,222 SH   SOLE   4,222 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 2,190 68,032 SH   DFND 1 68,032 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 14,622 454,253 SH   SOLE   454,253 0 0
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NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 27,340 923,644 SH   SOLE   923,644 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 346 2,013 SH   SOLE   2,013 0 0
NATUS MED INC DEL COM 639050103 661 28,570 SH   SOLE   28,570 0 0
NAVIENT CORPORATION COM 63938C108 337 44,454 SH   SOLE   44,454 0 0
NEENAH INC COM 640079109 4,725 109,562 SH   SOLE   109,562 0 0
NEENAH INC COM 640079109 1,820 42,191 SH   DFND 1 42,191 0 0
NEKTAR THERAPEUTICS COM 640268108 1,810 101,400 SH   SOLE   101,400 0 0
NEKTAR THERAPEUTICS COM 640268108 485 27,189 SH   DFND 1 27,189 0 0
NEOGEN CORP COM 640491106 2,943 43,935 SH   SOLE   43,935 0 0
NEOGENOMICS INC COM NEW 64049M209 2,416 87,503 SH   SOLE   87,503 0 0
NETAPP INC COM 64110D104 546 13,091 SH   SOLE   13,091 0 0
NETFLIX INC COM 64110L106 13,159 35,044 SH   SOLE   35,044 0 0
NETFLIX INC COM 64110L106 1,948 5,189 SH   DFND 1 5,189 0 0
NETEASE INC SPONSORED ADS 64110W102 1,770 5,514 SH   SOLE   5,514 0 0
NETEASE INC SPONSORED ADS 64110W102 2,135 6,653 SH   DFND 1 6,653 0 0
NETGEAR INC COM 64111Q104 577 25,267 SH   SOLE   25,267 0 0
NETSCOUT SYS INC COM 64115T104 407 17,208 SH   SOLE   17,208 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,900 137,495 SH   SOLE   137,495 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,742 89,455 SH   DFND 1 89,455 0 0
NEVRO CORP COM 64157F103 5,615 56,158 SH   SOLE   56,158 0 0
NEVRO CORP COM 64157F103 2,829 28,292 SH   DFND 1 28,292 0 0
NEW JERSEY RES COM 646025106 3,095 91,098 SH   SOLE   91,098 0 0
NEW JERSEY RES COM 646025106 1,031 30,344 SH   DFND 1 30,344 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,674 2,050,000 SH   SOLE   2,050,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,137 10,504 SH   DFND 1 10,504 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 946 8,736 SH   SOLE   8,736 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 282 56,269 SH   SOLE   56,269 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 122 24,330 SH   DFND 1 24,330 0 0
NEW RELIC INC COM 64829B100 1,046 22,616 SH   SOLE   22,616 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,184 126,096 SH   SOLE   126,096 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,482 108,502 SH   SOLE   108,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 474 306,128 SH   SOLE   306,128 0 0
NEW YORK TIMES CO CL A 650111107 1,154 37,562 SH   SOLE   37,562 0 0
NEWELL BRANDS INC COM 651229106 380 28,579 SH   SOLE   28,579 0 0
NEWMARKET CORP COM 651587107 739 1,930 SH   SOLE   1,930 0 0
NEWMONT CORP COM 651639106 9,573 211,412 SH   SOLE   211,412 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 67 75,188 SH   SOLE   75,188 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1,184 1,600,000 SH   SOLE   1,600,000 0 0
NEWS CORP NEW CL A 65249B109 159 17,710 SH   SOLE   17,710 0 0
NEWS CORP NEW CL B 65249B208 100 11,165 SH   DFND 1 11,165 0 0
NEWS CORP NEW CL B 65249B208 302 33,578 SH   SOLE   33,578 0 0
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NEXTIER OILFIELD SOLUTIONS COM 65290C105 310 264,691 SH   SOLE   264,691 0 0
NEXTERA ENERGY INC COM 65339F101 39,943 166,001 SH   SOLE   166,001 0 0
NEXTERA ENERGY INC COM 65339F101 648 2,693 SH   DFND 1 2,693 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3,242 75,000 SH   SOLE   75,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 12,378 252,200 SH   SOLE   252,200 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 476 18,883 SH   SOLE   18,883 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 424 40,581 SH   SOLE   40,581 0 0
NICE LTD SPONSORED ADR 653656108 31,718 220,936 SH   SOLE   220,936 0 0
NICE LTD SPONSORED ADR 653656108 27,773 193,462 SH   DFND 1 193,462 0 0
NIKE INC CL B 654106103 25,331 306,151 SH   DFND 1 306,151 0 0
NIKE INC CL B 654106103 64,059 774,226 SH   SOLE   774,226 0 0
NINE ENERGY SVC INC COM 65441V101 930 1,150,438 SH   SOLE   1,150,438 0 0
NINE ENERGY SVC INC COM 65441V101 525 649,793 SH   DFND 1 649,793 0 0
NISOURCE INC COM 65473P105 425 17,026 SH   SOLE   17,026 0 0
NOBLE ENERGY INC COM 655044105 132 21,800 SH   SOLE   21,800 0 0
NORDSON CORP COM 655663102 4,077 30,185 SH   DFND 1 30,185 0 0
NORDSON CORP COM 655663102 10,110 74,847 SH   SOLE   74,847 0 0
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NORFOLK SOUTHERN CORP COM 655844108 14,146 96,891 SH   DFND 1 96,891 0 0
NORTHERN TR CORP COM 665859104 3,716 49,244 SH   DFND 1 49,244 0 0
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NORTHROP GRUMMAN CORP COM 666807102 3,895 12,874 SH   SOLE   12,874 0 0
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NORTHWEST BANCSHARES INC MD COM 667340103 208 17,976 SH   DFND 1 17,976 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,396 120,669 SH   SOLE   120,669 0 0
NORTHWEST NAT HLDG CO COM 66765N105 3,135 50,775 SH   SOLE   50,775 0 0
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NOW INC COM 67011P100 147 28,429 SH   SOLE   28,429 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 317 14,514 SH   SOLE   14,514 0 0
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NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 12,369 11,487,000 SH   SOLE   11,487,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,934 3,653,000 SH   DFND 1 3,653,000 0 0
NUCOR CORP COM 670346105 16,624 461,525 SH   SOLE   461,525 0 0
NUCOR CORP COM 670346105 8,841 245,458 SH   DFND 1 245,458 0 0
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NUVEEN SHT DUR CR OPP FD COM 67074X107 166 15,212 SH   DFND 1 15,212 0 0
OGE ENERGY CORP COM 670837103 3,353 109,117 SH   SOLE   109,117 0 0
OGE ENERGY CORP COM 670837103 856 27,864 SH   DFND 1 27,864 0 0
O-I GLASS INC COM 67098H104 99 13,930 SH   DFND 1 13,930 0 0
O-I GLASS INC COM 67098H104 491 69,065 SH   SOLE   69,065 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,103 33,559 SH   SOLE   33,559 0 0
OFG BANCORP COM 67103X102 677 60,597 SH   SOLE   60,597 0 0
OSI SYSTEMS INC COM 671044105 986 14,308 SH   SOLE   14,308 0 0
OASIS PETROLEUM INC COM 674215108 85 242,358 SH   SOLE   242,358 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 523 4,550,000 SH   SOLE   4,550,000 0 0
OCCIDENTAL PETE CORP COM 674599105 1,476 127,494 SH   SOLE   127,494 0 0
OCEANEERING INTL INC COM 675232102 188 64,045 SH   DFND 1 64,045 0 0
OCEANEERING INTL INC COM 675232102 693 235,745 SH   SOLE   235,745 0 0
OFFICE DEPOT INC COM 676220106 1,338 815,803 SH   SOLE   815,803 0 0
OFFICE DEPOT INC COM 676220106 231 140,647 SH   DFND 1 140,647 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 1,101 40,398 SH   SOLE   40,398 0 0
OIL STS INTL INC COM 678026105 22 10,747 SH   DFND 1 10,747 0 0
OIL STS INTL INC COM 678026105 147 72,605 SH   SOLE   72,605 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,517 4,300,000 SH   SOLE   4,300,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 39,773 303,011 SH   DFND 1 303,011 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 44,883 341,943 SH   SOLE   341,943 0 0
OLD NATL BANCORP IND COM 680033107 1,880 142,501 SH   SOLE   142,501 0 0
OLD REP INTL CORP COM 680223104 170 11,150 SH   DFND 1 11,150 0 0
OLD REP INTL CORP COM 680223104 1,569 102,891 SH   SOLE   102,891 0 0
OLD SECOND BANCORP INC ILL COM 680277100 543 78,626 SH   SOLE   78,626 0 0
OLD SECOND BANCORP INC ILL COM 680277100 218 31,537 SH   DFND 1 31,537 0 0
OLIN CORP COM PAR $1 680665205 1,206 103,341 SH   SOLE   103,341 0 0
OLIN CORP COM PAR $1 680665205 324 27,747 SH   DFND 1 27,747 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 10,707 231,062 SH   SOLE   231,062 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 4,954 106,896 SH   DFND 1 106,896 0 0
OLYMPIC STEEL INC COM 68162K106 293 28,296 SH   SOLE   28,296 0 0
OMNICOM GROUP INC COM 681919106 545 9,924 SH   SOLE   9,924 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,326 87,639 SH   SOLE   87,639 0 0
OMNICELL INC COM 68213N109 2,305 35,148 SH   SOLE   35,148 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,424 12,507,000 SH   SOLE   12,507,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 43 43,000 SH   DFND 1 43,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 762 767,000 SH   DFND 1 767,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 10,442 10,513,000 SH   SOLE   10,513,000 0 0
ONE GAS INC COM 68235P108 1,152 13,780 SH   SOLE   13,780 0 0
ONE LIBERTY PPTYS INC COM 682406103 528 37,912 SH   SOLE   37,912 0 0
ONE LIBERTY PPTYS INC COM 682406103 220 15,786 SH   DFND 1 15,786 0 0
ONEOK INC NEW COM 682680103 313 14,355 SH   DFND 1 14,355 0 0
ONEOK INC NEW COM 682680103 1,321 60,562 SH   SOLE   60,562 0 0
ONESPAN INC COM 68287N100 495 27,291 SH   SOLE   27,291 0 0
ONTO INNOVATION INC COM 683344105 1,220 41,117 SH   SOLE   41,117 0 0
ORACLE CORP COM 68389X105 28,922 598,419 SH   SOLE   598,419 0 0
ORACLE CORP COM 68389X105 10,033 207,590 SH   DFND 1 207,590 0 0
OPUS BK IRVINE CALIF COM 684000102 314 18,106 SH   SOLE   18,106 0 0
OPTINOSE INC COM 68404V100 4,629 1,030,964 SH   SOLE   1,030,964 0 0
OPTINOSE INC COM 68404V100 3,005 669,371 SH   DFND 1 669,371 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 557 51,732 SH   SOLE   51,732 0 0
ORBCOMM INC COM 68555P100 593 243,196 SH   DFND 1 243,196 0 0
ORBCOMM INC COM 68555P100 1,218 499,172 SH   SOLE   499,172 0 0
ORTHOFIX MED INC COM 68752M108 1,343 47,954 SH   SOLE   47,954 0 0
ORTHOFIX MED INC COM 68752M108 387 13,807 SH   DFND 1 13,807 0 0
OSHKOSH CORP COM 688239201 1,144 17,783 SH   SOLE   17,783 0 0
OTTER TAIL CORP COM 689648103 452 10,162 SH   DFND 1 10,162 0 0
OTTER TAIL CORP COM 689648103 1,110 24,961 SH   SOLE   24,961 0 0
OWENS & MINOR INC NEW COM 690732102 482 52,676 SH   SOLE   52,676 0 0
OWENS CORNING NEW COM 690742101 1,103 28,425 SH   SOLE   28,425 0 0
OXFORD INDS INC COM 691497309 4,699 129,605 SH   DFND 1 129,605 0 0
OXFORD INDS INC COM 691497309 6,792 187,321 SH   SOLE   187,321 0 0
PBF ENERGY INC CL A 69318G106 188 26,617 SH   SOLE   26,617 0 0
PC CONNECTION INC COM 69318J100 382 9,264 SH   SOLE   9,264 0 0
PCSB FINL CORP COM 69324R104 987 70,551 SH   DFND 1 70,551 0 0
PCSB FINL CORP COM 69324R104 1,315 93,964 SH   SOLE   93,964 0 0
PDC ENERGY INC COM 69327R101 765 123,254 SH   SOLE   123,254 0 0
PDC ENERGY INC COM 69327R101 128 20,563 SH   DFND 1 20,563 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 1,882 2,352,000 SH   SOLE   2,352,000 0 0
PDF SOLUTIONS INC COM 693282105 273 23,316 SH   SOLE   23,316 0 0
PGT INNOVATIONS INC COM 69336V101 411 48,949 SH   SOLE   48,949 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 266 23,002 SH   DFND 1 23,002 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 274 24,742 SH   DFND 1 24,742 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,030 104,790 SH   DFND 1 104,790 0 0
PNC FINL SVCS GROUP INC COM 693475105 18,690 195,252 SH   SOLE   195,252 0 0
PNM RES INC COM 69349H107 10,397 273,611 SH   DFND 1 273,611 0 0
PNM RES INC COM 69349H107 17,211 452,920 SH   SOLE   452,920 0 0
PPG INDS INC COM 693506107 5,096 60,962 SH   DFND 1 60,962 0 0
PPG INDS INC COM 693506107 13,630 163,039 SH   SOLE   163,039 0 0
PPL CORP COM 69351T106 454 18,389 SH   DFND 1 18,389 0 0
PPL CORP COM 69351T106 2,183 88,462 SH   SOLE   88,462 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,086 25,126 SH   DFND 1 25,126 0 0
PRA HEALTH SCIENCES INC COM 69354M108 6,089 73,330 SH   SOLE   73,330 0 0
PRA GROUP INC COM 69354N106 1,055 38,058 SH   SOLE   38,058 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,014 7,479 SH   DFND 1 7,479 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 3,123 23,047 SH   SOLE   23,047 0 0
PVH CORPORATION COM 693656100 328 8,727 SH   SOLE   8,727 0 0
PTC INC COM 69370C100 1,662 27,160 SH   SOLE   27,160 0 0
PACCAR INC COM 693718108 964 15,765 SH   SOLE   15,765 0 0
PACIFIC PREMIER BANCORP COM 69478X105 937 49,752 SH   SOLE   49,752 0 0
PACIRA BIOSCIENCES COM 695127100 1,173 34,974 SH   SOLE   34,974 0 0
PACKAGING CORP AMER COM 695156109 375 4,314 SH   SOLE   4,314 0 0
PACWEST BANCORP DEL COM 695263103 274 15,298 SH   DFND 1 15,298 0 0
PACWEST BANCORP DEL COM 695263103 1,120 62,472 SH   SOLE   62,472 0 0
PALO ALTO NETWORKS INC COM 697435105 5,856 35,718 SH   DFND 1 35,718 0 0
PALO ALTO NETWORKS INC COM 697435105 12,060 73,555 SH   SOLE   73,555 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 965 1,000,000 SH   SOLE   1,000,000 0 0
PAPA JOHNS INTL INC COM 698813102 307 5,760 SH   SOLE   5,760 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 219 30,884 SH   SOLE   30,884 0 0
PARK AEROSPACE CORP COM 70014A104 206 16,336 SH   SOLE   16,336 0 0
PARK HOTELS RESORTS INC COM 700517105 1,889 238,754 SH   SOLE   238,754 0 0
PARK HOTELS RESORTS INC COM 700517105 282 35,706 SH   DFND 1 35,706 0 0
PARKER HANNIFIN CORP COM 701094104 32,862 253,313 SH   SOLE   253,313 0 0
PARKER HANNIFIN CORP COM 701094104 15,951 122,952 SH   DFND 1 122,952 0 0
PARTY CITY HOLDCO INC COM 702149105 91 199,182 SH   SOLE   199,182 0 0
PARTY CITY HOLDCO INC COM 702149105 36 78,296 SH   DFND 1 78,296 0 0
PATRICK INDS INC COM 703343103 593 21,051 SH   SOLE   21,051 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 323 411,000 SH   DFND 1 411,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,577 9,644,000 SH   SOLE   9,644,000 0 0
PATTERSON COS INC COM 703395103 344 22,510 SH   SOLE   22,510 0 0
PATTERSON UTI ENERGY INC COM 703481101 6,962 2,962,589 SH   DFND 1 2,962,589 0 0
PATTERSON UTI ENERGY INC COM 703481101 7,734 3,290,934 SH   SOLE   3,290,934 0 0
PAYCHEX INC COM 704326107 18,065 287,110 SH   SOLE   287,110 0 0
PAYCHEX INC COM 704326107 827 13,144 SH   DFND 1 13,144 0 0
PAYCOM SOFTWARE INC COM 70432V102 451 2,235 SH   SOLE   2,235 0 0
PAYPAL HLDGS INC COM 70450Y103 77,124 805,555 SH   SOLE   805,555 0 0
PAYPAL HLDGS INC COM 70450Y103 29,722 310,440 SH   DFND 1 310,440 0 0
PEABODY ENERGY CORP NEW COM 704551100 123 42,386 SH   DFND 1 42,386 0 0
PEABODY ENERGY CORP NEW COM 704551100 313 107,828 SH   SOLE   107,828 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,319 121,120 SH   SOLE   121,120 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 242 22,190 SH   DFND 1 22,190 0 0
PENN NATL GAMING INC COM 707569109 1,090 86,157 SH   DFND 1 86,157 0 0
PENN NATL GAMING INC COM 707569109 3,755 296,799 SH   SOLE   296,799 0 0
PENN VA CORP COM 70788V102 79 25,421 SH   SOLE   25,421 0 0
PENNANT GROUP INC COM 70805E109 311 21,938 SH   SOLE   21,938 0 0
PENNEY J C CORP INC COM 708160106 91 252,094 SH   SOLE   252,094 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 46 50,072 SH   SOLE   50,072 0 0
PENNYMAC MTG INVT TR COM 70931T103 892 83,961 SH   SOLE   83,961 0 0
PENUMBRA INC COM 70975L107 1,354 8,393 SH   SOLE   8,393 0 0
PEOPLES BANCORP INC COM 709789101 576 26,012 SH   SOLE   26,012 0 0
PEOPLES BANCORP INC COM 709789101 233 10,498 SH   DFND 1 10,498 0 0
PEOPLES UTD FINL INC COM 712704105 224 20,243 SH   SOLE   20,243 0 0
PEPSICO INC COM 713448108 4,521 37,645 SH   DFND 1 37,645 0 0
PEPSICO INC COM 713448108 48,358 402,646 SH   SOLE   402,646 0 0
PERDOCEO ED CORP COM 71363P106 636 58,982 SH   SOLE   58,982 0 0
PERFICIENT INC COM 71375U101 740 27,331 SH   SOLE   27,331 0 0
PERKINELMER INC COM 714046109 6,295 83,619 SH   SOLE   83,619 0 0
PERKINELMER INC COM 714046109 4,429 58,834 SH   DFND 1 58,834 0 0
PERSPECTA INC COM 715347100 655 35,930 SH   SOLE   35,930 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 554 28,757 SH   DFND 1 28,757 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 459 23,864 SH   SOLE   23,864 0 0
PETMED EXPRESS INC COM 716382106 487 16,908 SH   SOLE   16,908 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 449 81,677 SH   SOLE   81,677 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 542 98,478 SH   DFND 1 98,478 0 0
PFIZER INC COM 717081103 43,537 1,333,859 SH   SOLE   1,333,859 0 0
PFIZER INC COM 717081103 17,416 533,588 SH   DFND 1 533,588 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 411 17,003 SH   SOLE   17,003 0 0
PHILIP MORRIS INTL INC COM 718172109 21,144 289,799 SH   DFND 1 289,799 0 0
PHILIP MORRIS INTL INC COM 718172109 58,488 801,640 SH   SOLE   801,640 0 0
PHILLIPS 66 COM 718546104 1,087 20,253 SH   SOLE   20,253 0 0
PHOTRONICS INC COM 719405102 578 56,317 SH   SOLE   56,317 0 0
PHYSICIANS RLTY TR COM 71943U104 251 18,007 SH   DFND 1 18,007 0 0
PHYSICIANS RLTY TR COM 71943U104 2,537 182,011 SH   SOLE   182,011 0 0
PILGRIMS PRIDE CORP COM 72147K108 248 13,694 SH   SOLE   13,694 0 0
PIMCO DYNAMIC CR & MTG INC F COM SHS 72202D106 357 21,200 SH   DFND 1 21,200 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 706 18,806 SH   SOLE   18,806 0 0
PINNACLE WEST CAP CORP COM 723484101 388 5,124 SH   SOLE   5,124 0 0
PIONEER HIGH INCOME TR COM 72369H106 156 24,286 SH   DFND 1 24,286 0 0
PIONEER NAT RES CO COM 723787107 20,570 293,229 SH   SOLE   293,229 0 0
PIONEER NAT RES CO COM 723787107 10,776 153,611 SH   DFND 1 153,611 0 0
PIPER SANDLER COMPANIES COM 724078100 734 14,514 SH   SOLE   14,514 0 0
PITNEY BOWES INC COM 724479100 292 143,186 SH   SOLE   143,186 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 271 48,359 SH   DFND 1 48,359 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 690 123,024 SH   SOLE   123,024 0 0
PLANET FITNESS INC CL A 72703H101 20,674 424,521 SH   SOLE   424,521 0 0
PLANET FITNESS INC CL A 72703H101 9,914 203,572 SH   DFND 1 203,572 0 0
PLANTRONICS INC NEW COM 727493108 276 27,432 SH   SOLE   27,432 0 0
PLEXUS CORP COM 729132100 7,439 136,345 SH   DFND 1 136,345 0 0
PLEXUS CORP COM 729132100 11,216 205,568 SH   SOLE   205,568 0 0
PLYMOUTH INDL REIT INC COM 729640102 214 19,176 SH   SOLE   19,176 0 0
POLARIS INC COM 731068102 723 15,025 SH   SOLE   15,025 0 0
POLYONE CORP COM 73179P106 447 23,581 SH   SOLE   23,581 0 0
POOL CORPORATION COM 73278L105 2,059 10,462 SH   SOLE   10,462 0 0
POPULAR INC COM NEW 733174700 16,651 475,736 SH   SOLE   475,736 0 0
POPULAR INC COM NEW 733174700 6,788 193,932 SH   DFND 1 193,932 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,865 164,050 SH   SOLE   164,050 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 5,893 122,924 SH   DFND 1 122,924 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 209 29,366 SH   SOLE   29,366 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 82 11,543 SH   DFND 1 11,543 0 0
POST HLDGS INC COM 737446104 1,441 17,367 SH   SOLE   17,367 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,626 51,809 SH   SOLE   51,809 0 0
POTLATCHDELTIC CORPORATION COM 737630103 451 14,366 SH   DFND 1 14,366 0 0
POWER INTEGRATIONS INC COM 739276103 2,178 24,658 SH   SOLE   24,658 0 0
PRECISION BIOSCIENCES INC COM 74019P108 204 33,748 SH   SOLE   33,748 0 0
PRECISION BIOSCIENCES INC COM 74019P108 80 13,265 SH   DFND 1 13,265 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 386 11,404 SH   SOLE   11,404 0 0
PREFERRED APT CMNTYS INC COM 74039L103 644 89,756 SH   SOLE   89,756 0 0
PREFERRED APT CMNTYS INC COM 74039L103 263 36,601 SH   DFND 1 36,601 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 481 13,126 SH   SOLE   13,126 0 0
PRICE T ROWE GROUP INC COM 74144T108 11,878 121,640 SH   SOLE   121,640 0 0
PRICE T ROWE GROUP INC COM 74144T108 4,440 45,473 SH   DFND 1 45,473 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 12,097 10,930,000 SH   SOLE   10,930,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 228 206,000 SH   DFND 1 206,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,589 3,600,000 SH   SOLE   3,600,000 0 0
PRICESMART INC COM 741511109 982 18,683 SH   SOLE   18,683 0 0
PRIMORIS SVCS CORP COM 74164F103 14,180 891,843 SH   DFND 1 891,843 0 0
PRIMORIS SVCS CORP COM 74164F103 18,822 1,183,754 SH   SOLE   1,183,754 0 0
PRIMERICA INC COM 74164M108 10,143 114,638 SH   DFND 1 114,638 0 0
PRIMERICA INC COM 74164M108 14,495 163,817 SH   SOLE   163,817 0 0
PRIMO WATER CORPORATION COM 74167P108 11,704 1,291,806 SH   DFND 1 1,291,806 0 0
PRIMO WATER CORPORATION COM 74167P108 15,986 1,764,415 SH   SOLE   1,764,415 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 369 11,770 SH   SOLE   11,770 0 0
PROASSURANCE CORP COM 74267C106 1,127 45,082 SH   SOLE   45,082 0 0
PROCTER & GAMBLE CO COM 742718109 5,967 54,242 SH   DFND 1 54,242 0 0
PROCTER & GAMBLE CO COM 742718109 56,847 516,788 SH   SOLE   516,788 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 275 72,429 SH   SOLE   72,429 0 0
PROGRESS SOFTWARE CORP COM 743312100 384 11,990 SH   DFND 1 11,990 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,174 67,933 SH   SOLE   67,933 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,968 26,647 SH   SOLE   26,647 0 0
PROLOGIS INC. COM 74340W103 34,854 433,671 SH   SOLE   433,671 0 0
PROOFPOINT INC COM 743424103 3,680 35,869 SH   DFND 1 35,869 0 0
PROOFPOINT INC COM 743424103 7,326 71,407 SH   SOLE   71,407 0 0
PROPETRO HLDG CORP COM 74347M108 61 24,493 SH   DFND 1 24,493 0 0
PROPETRO HLDG CORP COM 74347M108 329 131,432 SH   SOLE   131,432 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 1,977 22,235 SH   DFND 1 22,235 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 6,569 73,889 SH   SOLE   73,889 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,591 1,850,000 SH   SOLE   1,850,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 1,912 2,250,000 SH   SOLE   2,250,000 0 0
PROSIGHT GLOBAL INC COM 74349J103 7,613 780,772 SH   SOLE   780,772 0 0
PROSIGHT GLOBAL INC COM 74349J103 4,839 496,315 SH   DFND 1 496,315 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,190 24,667 SH   SOLE   24,667 0 0
PROTO LABS INC COM 743713109 1,707 22,426 SH   SOLE   22,426 0 0
PROVIDENCE SVC CORP COM 743815102 528 9,621 SH   SOLE   9,621 0 0
PROVIDENT FINL SVCS INC COM 74386T105 812 63,130 SH   SOLE   63,130 0 0
PRUDENTIAL FINL INC COM 744320102 8,118 155,705 SH   SOLE   155,705 0 0
PRUDENTIAL FINL INC COM 744320102 4,193 80,409 SH   DFND 1 80,409 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 11,750 261,625 SH   DFND 1 261,625 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 12,536 279,142 SH   SOLE   279,142 0 0
PUBLIC STORAGE COM 74460D109 8,523 42,912 SH   SOLE   42,912 0 0
PULTE GROUP INC COM 745867101 259 11,611 SH   SOLE   11,611 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 98 11,592 SH   DFND 1 11,592 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 249 29,488 SH   SOLE   29,488 0 0
QCR HOLDINGS INC COM 74727A104 2,880 106,382 SH   SOLE   106,382 0 0
QCR HOLDINGS INC COM 74727A104 1,267 46,798 SH   DFND 1 46,798 0 0
QAD INC CL A 74727D306 984 24,654 SH   DFND 1 24,654 0 0
QAD INC CL A 74727D306 2,220 55,589 SH   SOLE   55,589 0 0
QUAKER CHEM CORP COM 747316107 236 1,865 SH   DFND 1 1,865 0 0
QUAKER CHEM CORP COM 747316107 1,970 15,597 SH   SOLE   15,597 0 0
QEP RESOURCES INC COM 74733V100 545 1,628,497 SH   SOLE   1,628,497 0 0
QEP RESOURCES INC COM 74733V100 217 649,869 SH   DFND 1 649,869 0 0
QTS RLTY TR INC COM CL A 74736A103 5,560 95,844 SH   SOLE   95,844 0 0
QTS RLTY TR INC COM CL A 74736A103 1,061 18,297 SH   DFND 1 18,297 0 0
QORVO INC COM 74736K101 427 5,295 SH   SOLE   5,295 0 0
Q2 HLDGS INC COM 74736L109 7,991 135,311 SH   SOLE   135,311 0 0
Q2 HLDGS INC COM 74736L109 4,008 67,871 SH   DFND 1 67,871 0 0
QUALCOMM INC COM 747525103 22,615 334,300 SH   SOLE   334,300 0 0
QUALCOMM INC COM 747525103 11,359 167,914 SH   DFND 1 167,914 0 0
QUALYS INC COM 74758T303 2,430 27,938 SH   SOLE   27,938 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 280 27,793 SH   SOLE   27,793 0 0
QUANTA SVCS INC COM 74762E102 206 6,486 SH   SOLE   6,486 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,663 20,707 SH   SOLE   20,707 0 0
QUEST DIAGNOSTICS INC COM 74834L100 611 7,609 SH   DFND 1 7,609 0 0
QUINSTREET INC COM 74874Q100 6,077 754,959 SH   DFND 1 754,959 0 0
QUINSTREET INC COM 74874Q100 9,025 1,121,114 SH   SOLE   1,121,114 0 0
QURATE RETAIL INC COM SER A 74915M100 722 118,239 SH   DFND 1 118,239 0 0
QURATE RETAIL INC COM SER A 74915M100 1,765 289,142 SH   SOLE   289,142 0 0
RLI CORP COM 749607107 917 10,427 SH   SOLE   10,427 0 0
RLJ LODGING TR COM 74965L101 538 69,629 SH   SOLE   69,629 0 0
RPC INC COM 749660106 273 132,695 SH   SOLE   132,695 0 0
RPC INC COM 749660106 91 43,950 SH   DFND 1 43,950 0 0
RH COM 74967X103 32,052 319,016 SH   SOLE   319,016 0 0
RH COM 74967X103 32,362 322,111 SH   DFND 1 322,111 0 0
RPM INTL INC COM 749685103 479 8,044 SH   DFND 1 8,044 0 0
RPM INTL INC COM 749685103 3,209 53,926 SH   SOLE   53,926 0 0
RPT REALTY SH BEN INT 74971D101 155 25,733 SH   DFND 1 25,733 0 0
RPT REALTY SH BEN INT 74971D101 789 130,888 SH   SOLE   130,888 0 0
RADIAN GROUP INC COM 750236101 18,770 1,449,387 SH   SOLE   1,449,387 0 0
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RADNET INC COM 750491102 368 34,970 SH   SOLE   34,970 0 0
RAMBUS INC DEL COM 750917106 1,037 93,441 SH   SOLE   93,441 0 0
RANGE RES CORP COM 75281A109 399 174,896 SH   SOLE   174,896 0 0
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RAYTHEON CO COM NEW 755111507 1,665 12,693 SH   SOLE   12,693 0 0
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REATA PHARMACEUTICALS INC CL A 75615P103 1,514 10,491 SH   SOLE   10,491 0 0
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REGIONS FINANCIAL CORP NEW COM 7591EP100 394 43,967 SH   SOLE   43,967 0 0
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RENT A CTR INC NEW COM 76009N100 584 41,300 SH   SOLE   41,300 0 0
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STEEL DYNAMICS INC COM 858119100 30,936 1,372,505 SH   SOLE   1,372,505 0 0
STEPAN CO COM 858586100 1,485 16,786 SH   SOLE   16,786 0 0
STERICYCLE INC COM 858912108 1,157 23,811 SH   SOLE   23,811 0 0
STERLING BANCORP DEL COM 85917A100 552 52,793 SH   SOLE   52,793 0 0
STEWART INFORMATION SVCS COR COM 860372101 530 19,869 SH   SOLE   19,869 0 0
STIFEL FINL CORP COM 860630102 738 17,866 SH   SOLE   17,866 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 3,774 176,615 SH   DFND 1 176,615 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 7,791 364,577 SH   SOLE   364,577 0 0
STORE CAP CORP COM 862121100 873 48,179 SH   DFND 1 48,179 0 0
STORE CAP CORP COM 862121100 4,749 262,089 SH   SOLE   262,089 0 0
STRATEGIC ED INC COM 86272C103 2,573 18,409 SH   SOLE   18,409 0 0
STRYKER CORP COM 863667101 3,624 21,768 SH   DFND 1 21,768 0 0
STRYKER CORP COM 863667101 29,097 174,768 SH   SOLE   174,768 0 0
STURM RUGER & CO INC COM 864159108 709 13,921 SH   SOLE   13,921 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 527 124,920 SH   SOLE   124,920 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 61 14,509 SH   DFND 1 14,509 0 0
SUN CMNTYS INC COM 866674104 8,197 65,658 SH   SOLE   65,658 0 0
SUNCOKE ENERGY INC COM 86722A103 280 72,708 SH   SOLE   72,708 0 0
SUNRUN INC COM 86771W105 660 65,302 SH   SOLE   65,302 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 11,492 1,319,385 SH   SOLE   1,319,385 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 7,794 894,844 SH   DFND 1 894,844 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 791 43,969 SH   SOLE   43,969 0 0
SURMODICS INC COM 868873100 566 16,998 SH   SOLE   16,998 0 0
SYKES ENTERPRISES INC COM 871237103 1,173 43,256 SH   SOLE   43,256 0 0
SYNAPTICS INC COM 87157D109 506 8,744 SH   SOLE   8,744 0 0
SYNOPSYS INC COM 871607107 7,660 59,478 SH   DFND 1 59,478 0 0
SYNOPSYS INC COM 871607107 32,482 252,208 SH   SOLE   252,208 0 0
SYNOVUS FINL CORP COM NEW 87161C501 12,048 686,118 SH   DFND 1 686,118 0 0
SYNOVUS FINL CORP COM NEW 87161C501 19,431 1,106,545 SH   SOLE   1,106,545 0 0
SYNNEX CORP COM 87162W100 780 10,676 SH   SOLE   10,676 0 0
SYNCHRONY FINL COM 87165B103 414 25,725 SH   SOLE   25,725 0 0
SYNEOS HEALTH INC CL A 87166B102 17,856 452,965 SH   SOLE   452,965 0 0
SYNEOS HEALTH INC CL A 87166B102 12,893 327,070 SH   DFND 1 327,070 0 0
SYSCO CORP COM 871829107 13,554 297,035 SH   SOLE   297,035 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 1,039 45,843 SH   SOLE   45,843 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,227 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 25,376 530,772 SH   SOLE   530,772 0 0
TJX COS INC NEW COM 872540109 2,592 54,205 SH   DFND 1 54,205 0 0
T MOBILE US INC COM 872590104 4,919 58,631 SH   SOLE   58,631 0 0
TRI POINTE GROUP INC COM 87265H109 319 36,382 SH   SOLE   36,382 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,482 1,600,000 SH   SOLE   1,600,000 0 0
TPG RE FIN TR INC COM 87266M107 228 41,534 SH   DFND 1 41,534 0 0
TPG RE FIN TR INC COM 87266M107 483 87,914 SH   SOLE   87,914 0 0
TTM TECHNOLOGIES INC COM 87305R109 850 82,224 SH   SOLE   82,224 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 436 389,000 SH   DFND 1 389,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 5,248 4,681,000 SH   SOLE   4,681,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 861 16,475 SH   SOLE   16,475 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 10,056 250,405 SH   SOLE   250,405 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 5,143 128,073 SH   DFND 1 128,073 0 0
TAILORED BRANDS INC COM 87403A107 330 189,759 SH   SOLE   189,759 0 0
TAILORED BRANDS INC COM 87403A107 101 57,909 SH   DFND 1 57,909 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,833 108,193 SH   SOLE   108,193 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,940 50,081 SH   DFND 1 50,081 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 441 8,271 SH   DFND 1 8,271 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 361 6,777 SH   SOLE   6,777 0 0
TALOS ENERGY INC COM 87484T108 3,220 560,035 SH   SOLE   560,035 0 0
TALOS ENERGY INC COM 87484T108 2,074 360,687 SH   DFND 1 360,687 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 389 77,853 SH   SOLE   77,853 0 0
TAPESTRY INC COM 876030107 277 21,410 SH   SOLE   21,410 0 0
TARGET CORP COM 87612E106 2,147 23,096 SH   SOLE   23,096 0 0
TARGA RES CORP COM 87612G101 1,295 187,339 SH   SOLE   187,339 0 0
TARGA RES CORP COM 87612G101 213 30,809 SH   DFND 1 30,809 0 0
TAUBMAN CTRS INC COM 876664103 858 20,498 SH   DFND 1 20,498 0 0
TAUBMAN CTRS INC COM 876664103 2,604 62,166 SH   SOLE   62,166 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 519 47,139 SH   DFND 1 47,139 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,542 140,190 SH   SOLE   140,190 0 0
TEAM INC COM 878155100 165 25,448 SH   SOLE   25,448 0 0
TECH DATA CORP COM 878237106 1,211 9,256 SH   SOLE   9,256 0 0
TECHTARGET INC COM 87874R100 396 19,235 SH   SOLE   19,235 0 0
TEGNA INC COM 87901J105 2,683 247,014 SH   SOLE   247,014 0 0
TEGNA INC COM 87901J105 943 86,875 SH   DFND 1 86,875 0 0
TELADOC HEALTH INC COM 87918A105 320 2,064 SH   DFND 1 2,064 0 0
TELADOC HEALTH INC COM 87918A105 929 5,994 SH   SOLE   5,994 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,666 12,333 SH   DFND 1 12,333 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 18,526 62,322 SH   SOLE   62,322 0 0
TELEFLEX INCORPORATED COM 879369106 9,722 33,198 SH   DFND 1 33,198 0 0
TELEFLEX INCORPORATED COM 879369106 21,766 74,321 SH   SOLE   74,321 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 703 41,959 SH   SOLE   41,959 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 361 67,412 SH   SOLE   67,412 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 747 139,601 SH   DFND 1 139,601 0 0
TEMPUR SEALY INTL INC COM 88023U101 519 11,872 SH   SOLE   11,872 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,316 91,389 SH   SOLE   91,389 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 438 30,428 SH   DFND 1 30,428 0 0
TENNANT CO COM 880345103 887 15,309 SH   SOLE   15,309 0 0
TENNECO INC CL A VTG COM STK 880349105 165 45,903 SH   DFND 1 45,903 0 0
TENNECO INC CL A VTG COM STK 880349105 366 101,700 SH   SOLE   101,700 0 0
TERADATA CORP DEL COM 88076W103 602 29,396 SH   SOLE   29,396 0 0
TERADYNE INC COM 880770102 43,863 809,737 SH   DFND 1 809,737 0 0
TERADYNE INC COM 880770102 45,036 831,382 SH   SOLE   831,382 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 8,605 4,807,000 SH   SOLE   4,807,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 426 238,000 SH   DFND 1 238,000 0 0
TEREX CORP NEW COM 880779103 246 17,140 SH   SOLE   17,140 0 0
TERRITORIAL BANCORP INC COM 88145X108 324 13,216 SH   DFND 1 13,216 0 0
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TERRENO RLTY CORP COM 88146M101 5,246 101,379 SH   DFND 1 101,379 0 0
TERRENO RLTY CORP COM 88146M101 8,038 155,318 SH   SOLE   155,318 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 34 105,214 SH   SOLE   105,214 0 0
TETRA TECH INC NEW COM 88162G103 1,007 14,264 SH   SOLE   14,264 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 292 13,149 SH   SOLE   13,149 0 0
TEXAS INSTRS INC COM 882508104 43,058 430,886 SH   DFND 1 430,886 0 0
TEXAS INSTRS INC COM 882508104 94,307 943,727 SH   SOLE   943,727 0 0
TEXAS ROADHOUSE INC COM 882681109 19,198 464,836 SH   SOLE   464,836 0 0
TEXAS ROADHOUSE INC COM 882681109 12,277 297,269 SH   DFND 1 297,269 0 0
TEXTRON INC COM 883203101 277 10,404 SH   SOLE   10,404 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 83,885 295,788 SH   SOLE   295,788 0 0
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THERMON GROUP HLDGS INC COM 88362T103 389 25,842 SH   SOLE   25,842 0 0
THERMON GROUP HLDGS INC COM 88362T103 161 10,654 SH   DFND 1 10,654 0 0
THOR INDS INC COM 885160101 1,676 39,742 SH   SOLE   39,742 0 0
THOR INDS INC COM 885160101 506 12,006 SH   DFND 1 12,006 0 0
3-D SYS CORP DEL COM NEW 88554D205 765 99,247 SH   SOLE   99,247 0 0
3M CO COM 88579Y101 799 5,854 SH   DFND 1 5,854 0 0
3M CO COM 88579Y101 5,893 43,167 SH   SOLE   43,167 0 0
TIFFANY & CO NEW COM 886547108 637 4,920 SH   SOLE   4,920 0 0
TILRAY INC COM CL 2 88688T100 247 35,912 SH   SOLE   35,912 0 0
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TIMKEN CO COM 887389104 573 17,714 SH   SOLE   17,714 0 0
TIMKENSTEEL CORP COM 887399103 108 33,431 SH   SOLE   33,431 0 0
TITAN INTL INC ILL COM 88830M102 65 41,937 SH   SOLE   41,937 0 0
TIVO CORP COM 88870P106 751 106,138 SH   SOLE   106,138 0 0
TIVITY HEALTH INC COM 88870R102 228 36,201 SH   SOLE   36,201 0 0
TOLL BROTHERS INC COM 889478103 836 43,432 SH   SOLE   43,432 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 737 10,267 SH   SOLE   10,267 0 0
TOPBUILD CORP COM 89055F103 2,038 28,451 SH   SOLE   28,451 0 0
TORO CO COM 891092108 1,813 27,854 SH   SOLE   27,854 0 0
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TRICO BANCSHARES COM 896095106 833 27,946 SH   DFND 1 27,946 0 0
TRICO BANCSHARES COM 896095106 2,120 71,095 SH   SOLE   71,095 0 0
TRIMAS CORP COM NEW 896215209 2,425 104,981 SH   DFND 1 104,981 0 0
TRIMAS CORP COM NEW 896215209 5,834 252,558 SH   SOLE   252,558 0 0
TRIMBLE INC COM 896239100 2,072 65,097 SH   SOLE   65,097 0 0
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TRIUMPH BANCORP INC COM 89679E300 9,307 357,964 SH   SOLE   357,964 0 0
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TRUEBLUE INC COM 89785X101 417 32,648 SH   SOLE   32,648 0 0
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TRUSTCO BK CORP N Y COM 898349105 548 101,267 SH   DFND 1 101,267 0 0
TRUSTCO BK CORP N Y COM 898349105 1,862 344,255 SH   SOLE   344,255 0 0
TRUSTMARK CORP COM 898402102 391 16,791 SH   SOLE   16,791 0 0
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TYLER TECHNOLOGIES INC COM 902252105 6,601 22,259 SH   DFND 1 22,259 0 0
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UDR INC COM 902653104 2,370 64,854 SH   DFND 1 64,854 0 0
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UFP TECHNOLOGIES INC COM 902673102 4,669 122,566 SH   DFND 1 122,566 0 0
UGI CORP NEW COM 902681105 2,778 104,147 SH   SOLE   104,147 0 0
UGI CORP NEW COM 902681105 648 24,294 SH   DFND 1 24,294 0 0
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US BANCORP DEL COM NEW 902973304 29,914 868,336 SH   SOLE   868,336 0 0
US BANCORP DEL COM NEW 902973304 16,447 477,403 SH   DFND 1 477,403 0 0
UMH PPTYS INC COM 903002103 477 43,962 SH   SOLE   43,962 0 0
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USANA HEALTH SCIENCES INC COM 90328M107 608 10,520 SH   SOLE   10,520 0 0
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U S PHYSICAL THERAPY INC COM 90337L108 464 6,720 SH   DFND 1 6,720 0 0
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U S SILICA HLDGS INC COM 90346E103 111 61,656 SH   SOLE   61,656 0 0
UBER TECHNOLOGIES INC COM 90353T100 26,311 942,365 SH   SOLE   942,365 0 0
UBER TECHNOLOGIES INC COM 90353T100 11,364 407,035 SH   DFND 1 407,035 0 0
ULTA BEAUTY INC COM 90384S303 8,645 49,202 SH   SOLE   49,202 0 0
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UNITED NAT FOODS INC COM 911163103 421 45,893 SH   DFND 1 45,893 0 0
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UNITED TECHNOLOGIES CORP COM 913017109 68,185 722,835 SH   SOLE   722,835 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,204 12,695 SH   DFND 1 12,695 0 0
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UNITIL CORP COM 913259107 1,432 27,379 SH   SOLE   27,379 0 0
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US ECOLOGY INC COM 91734M103 648 21,328 SH   SOLE   21,328 0 0
V F CORP COM 918204108 807 14,926 SH   SOLE   14,926 0 0
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VALE S A SPONSORED ADS 91912E105 192 23,200 SH   SOLE   23,200 0 0
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VERIZON COMMUNICATIONS INC COM 92343V104 139,695 2,599,946 SH   SOLE   2,599,946 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 59,750 1,112,051 SH   DFND 1 1,112,051 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 548 568,000 SH   DFND 1 568,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 17,788 18,449,000 SH   SOLE   18,449,000 0 0
VERITEX HLDGS INC COM 923451108 553 39,585 SH   SOLE   39,585 0 0
VERITIV CORP COM 923454102 84 10,660 SH   SOLE   10,660 0 0
VERISK ANALYTICS INC COM 92345Y106 77,951 559,272 SH   SOLE   559,272 0 0
VERISK ANALYTICS INC COM 92345Y106 53,149 381,327 SH   DFND 1 381,327 0 0
VERSO CORP CL A 92531L207 705 62,505 SH   DFND 1 62,505 0 0
VERSO CORP CL A 92531L207 1,846 163,693 SH   SOLE   163,693 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 83,439 350,657 SH   SOLE   350,657 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 32,913 138,321 SH   DFND 1 138,321 0 0
VIAD CORP COM NEW 92552R406 362 17,035 SH   SOLE   17,035 0 0
VIASAT INC COM 92552V100 541 15,069 SH   SOLE   15,069 0 0
VIAVI SOLUTIONS INC COM 925550105 2,159 192,584 SH   SOLE   192,584 0 0
VIACOMCBS INC CL B 92556H206 2,934 209,453 SH   DFND 1 209,453 0 0
VIACOMCBS INC CL B 92556H206 5,389 384,673 SH   SOLE   384,673 0 0
VICI PPTYS INC COM 925652109 4,187 251,640 SH   SOLE   251,640 0 0
VICOR CORP COM 925815102 684 15,365 SH   SOLE   15,365 0 0
VIKING THERAPEUTICS INC COM 92686J106 108 22,970 SH   DFND 1 22,970 0 0
VIKING THERAPEUTICS INC COM 92686J106 273 58,411 SH   SOLE   58,411 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 346 22,177 SH   SOLE   22,177 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 422 27,070 SH   DFND 1 27,070 0 0
VISA INC COM CL A 92826C839 189,776 1,177,852 SH   SOLE   1,177,852 0 0
VISA INC COM CL A 92826C839 73,398 455,550 SH   DFND 1 455,550 0 0
VIRTUSA CORP COM 92827P102 16,453 579,326 SH   SOLE   579,326 0 0
VIRTUSA CORP COM 92827P102 10,791 379,963 SH   DFND 1 379,963 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 529 6,954 SH   SOLE   6,954 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 498 34,582 SH   SOLE   34,582 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 24,236 27,289,000 SH   SOLE   27,289,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 335 377,000 SH   DFND 1 377,000 0 0
VISTA OUTDOOR INC COM 928377100 426 48,464 SH   SOLE   48,464 0 0
VISTEON CORP COM NEW 92839U206 351 7,307 SH   SOLE   7,307 0 0
VISTRA ENERGY CORP COM 92840M102 1,596 100,027 SH   SOLE   100,027 0 0
VMWARE INC CL A COM 928563402 7,950 65,652 SH   DFND 1 65,652 0 0
VMWARE INC CL A COM 928563402 13,507 111,540 SH   SOLE   111,540 0 0
VONAGE HLDGS CORP COM 92886T201 1,382 191,142 SH   SOLE   191,142 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,490 41,145 SH   SOLE   41,145 0 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 190 29,185 SH   DFND 1 29,185 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 84 18,497 SH   SOLE   18,497 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 73 16,000 SH   DFND 1 16,000 0 0
VULCAN MATLS CO COM 929160109 652 6,033 SH   SOLE   6,033 0 0
WD-40 CO COM 929236107 2,307 11,485 SH   SOLE   11,485 0 0
WP CAREY INC COM 92936U109 460 7,914 SH   SOLE   7,914 0 0
WEC ENERGY GROUP INC COM 92939U106 1,267 14,377 SH   SOLE   14,377 0 0
WABASH NATL CORP COM 929566107 327 45,335 SH   SOLE   45,335 0 0
WABTEC COM 929740108 399 8,300 SH   SOLE   8,300 0 0
WADDELL & REED FINL INC CL A 930059100 671 58,937 SH   SOLE   58,937 0 0
WALMART INC COM 931142103 106,257 935,196 SH   SOLE   935,196 0 0
WALMART INC COM 931142103 44,749 393,847 SH   DFND 1 393,847 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,563 34,172 SH   SOLE   34,172 0 0
WALKER & DUNLOP INC COM 93148P102 967 24,019 SH   SOLE   24,019 0 0
WARRIOR MET COAL INC COM 93627C101 455 42,803 SH   SOLE   42,803 0 0
WASHINGTON FED INC COM 938824109 531 20,471 SH   SOLE   20,471 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 183 227,906 SH   SOLE   227,906 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 28 35,077 SH   DFND 1 35,077 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,612 67,546 SH   SOLE   67,546 0 0
WASHINGTON TR BANCORP COM 940610108 732 20,030 SH   DFND 1 20,030 0 0
WASHINGTON TR BANCORP COM 940610108 1,950 53,333 SH   SOLE   53,333 0 0
WASTE CONNECTIONS INC COM 94106B101 22,188 286,300 SH   SOLE   286,300 0 0
WASTE CONNECTIONS INC COM 94106B101 4,216 54,404 SH   DFND 1 54,404 0 0
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WATERS CORP COM 941848103 1,385 7,608 SH   DFND 1 7,608 0 0
WATSCO INC COM 942622200 3,510 22,213 SH   DFND 1 22,213 0 0
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WATTS WATER TECHNOLOGIES INC CL A 942749102 1,958 23,133 SH   SOLE   23,133 0 0
WEBSTER FINL CORP CONN COM 947890109 6,241 272,515 SH   SOLE   272,515 0 0
WEBSTER FINL CORP CONN COM 947890109 2,435 106,325 SH   DFND 1 106,325 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,369 94,896 SH   SOLE   94,896 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,422 2,350,000 SH   SOLE   2,350,000 0 0
WELLS FARGO CO NEW COM 949746101 7,197 250,753 SH   SOLE   250,753 0 0
WELLS FARGO CO NEW COM 949746101 746 26,002 SH   DFND 1 26,002 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,969 3,900 SH   DFND 1 3,900 0 0
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WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 73 11,406 SH   DFND 1 11,406 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 67 18,000 SH   DFND 1 18,000 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 85 23,000 SH   SOLE   23,000 0 0
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WENDYS CO COM 95058W100 716 48,088 SH   SOLE   48,088 0 0
WERNER ENTERPRISES INC COM 950755108 420 11,573 SH   SOLE   11,573 0 0
WESBANCO INC COM 950810101 1,047 44,158 SH   SOLE   44,158 0 0
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WEST PHARMACEUTICAL SVSC INC COM 955306105 1,208 7,933 SH   DFND 1 7,933 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,706 29,031 SH   SOLE   29,031 0 0
WESTERN ALLIANCE BANCORP COM 957638109 23,776 776,756 SH   DFND 1 776,756 0 0
WESTERN ALLIANCE BANCORP COM 957638109 24,217 791,157 SH   SOLE   791,157 0 0
WESTERN ASSET EMERGING MKTS COM 95766A101 366 34,800 SH   DFND 1 34,800 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 70 13,885 SH   DFND 1 13,885 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 80 16,060 SH   SOLE   16,060 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 797 189,268 SH   DFND 1 189,268 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 497 117,983 SH   SOLE   117,983 0 0
WESTERN DIGITAL CORP. COM 958102105 564 13,555 SH   SOLE   13,555 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9,264 10,650,000 SH   SOLE   10,650,000 0 0
WESTERN UN CO COM 959802109 4,250 234,410 SH   SOLE   234,410 0 0
WESTROCK CO COM 96145D105 332 11,755 SH   SOLE   11,755 0 0
WEX INC COM 96208T104 6,336 60,600 SH   SOLE   60,600 0 0
WEX INC COM 96208T104 2,503 23,939 SH   DFND 1 23,939 0 0
WEYERHAEUSER CO COM 962166104 1,620 95,569 SH   SOLE   95,569 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 253 9,187 SH   SOLE   9,187 0 0
WHIRLPOOL CORP COM 963320106 247 2,881 SH   SOLE   2,881 0 0
WHITESTONE REIT COM 966084204 211 34,055 SH   SOLE   34,055 0 0
WHITING PETE CORP NEW COM NEW 966387409 51 76,517 SH   SOLE   76,517 0 0
WILEY JOHN & SONS INC CL A 968223206 429 11,431 SH   SOLE   11,431 0 0
WILLDAN GROUP INC COM 96924N100 3,448 161,358 SH   DFND 1 161,358 0 0
WILLDAN GROUP INC COM 96924N100 7,923 370,737 SH   SOLE   370,737 0 0
WILLIAMS COS INC COM 969457100 782 55,244 SH   SOLE   55,244 0 0
WILLIAMS SONOMA INC COM 969904101 990 23,282 SH   SOLE   23,282 0 0
WINGSTOP INC COM 974155103 12,833 161,019 SH   SOLE   161,019 0 0
WINGSTOP INC COM 974155103 5,091 63,872 SH   DFND 1 63,872 0 0
WINNEBAGO INDS INC COM 974637100 785 28,231 SH   SOLE   28,231 0 0
WINTRUST FINL CORP COM 97650W108 9,243 281,283 SH   SOLE   281,283 0 0
WINTRUST FINL CORP COM 97650W108 3,929 119,568 SH   DFND 1 119,568 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 954 307,883 SH   DFND 1 307,883 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 792 255,489 SH   SOLE   255,489 0 0
WISDOMTREE INVTS INC COM 97717P104 230 98,862 SH   SOLE   98,862 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,030 67,781 SH   SOLE   67,781 0 0
WOODWARD INC COM 980745103 876 14,734 SH   SOLE   14,734 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 3,894 2,450,000 SH   SOLE   2,450,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 16,668 15,050,000 SH   SOLE   15,050,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 80 44,151 SH   DFND 1 44,151 0 0
WORKHORSE GROUP INC COM NEW 98138J206 203 112,318 SH   SOLE   112,318 0 0
WORLD ACCEP CORP DEL COM 981419104 254 4,643 SH   SOLE   4,643 0 0
WORLD FUEL SVCS CORP COM 981475106 430 17,087 SH   SOLE   17,087 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 421 12,400 SH   SOLE   12,400 0 0
WORTHINGTON INDS INC COM 981811102 638 24,315 SH   SOLE   24,315 0 0
WPX ENERGY INC COM 98212B103 8,725 2,860,760 SH   SOLE   2,860,760 0 0
WPX ENERGY INC COM 98212B103 8,317 2,726,812 SH   DFND 1 2,726,812 0 0
WW INTL INC COM 98262P101 205 12,138 SH   SOLE   12,138 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 514 23,700 SH   SOLE   23,700 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 784 24,867 SH   SOLE   24,867 0 0
WYNN RESORTS LTD COM 983134107 567 9,424 SH   DFND 1 9,424 0 0
WYNN RESORTS LTD COM 983134107 1,914 31,801 SH   SOLE   31,801 0 0
XPO LOGISTICS INC COM 983793100 1,014 20,794 SH   DFND 1 20,794 0 0
XPO LOGISTICS INC COM 983793100 3,243 66,515 SH   SOLE   66,515 0 0
XCEL ENERGY INC COM 98389B100 1,854 30,746 SH   SOLE   30,746 0 0
XILINX INC COM 983919101 8,234 105,645 SH   SOLE   105,645 0 0
XILINX INC COM 983919101 1,885 24,191 SH   DFND 1 24,191 0 0
XENIA HOTELS & RESORTS INC COM 984017103 972 94,404 SH   SOLE   94,404 0 0
XENCOR INC COM 98401F105 1,236 41,357 SH   SOLE   41,357 0 0
XYLEM INC COM 98419M100 2,130 32,708 SH   SOLE   32,708 0 0
XPERI CORP COM 98421B100 578 41,521 SH   SOLE   41,521 0 0
YELP INC CL A 985817105 301 16,692 SH   SOLE   16,692 0 0
YUM BRANDS INC COM 988498101 4,186 61,090 SH   SOLE   61,090 0 0
YUM CHINA HLDGS INC COM 98850P109 1,096 25,709 SH   SOLE   25,709 0 0
YUM CHINA HLDGS INC COM 98850P109 1,321 30,981 SH   DFND 1 30,981 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 451 2,458 SH   SOLE   2,458 0 0
ZILLOW GROUP INC CL A 98954M101 26,796 788,800 SH   DFND 1 788,800 0 0
ZILLOW GROUP INC CL A 98954M101 25,985 764,943 SH   SOLE   764,943 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 10,821 107,058 SH   SOLE   107,058 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 6,002 59,379 SH   DFND 1 59,379 0 0
ZIONS BANCORPORATION N A COM 989701107 54,492 2,036,326 SH   SOLE   2,036,326 0 0
ZIONS BANCORPORATION N A COM 989701107 44,810 1,674,498 SH   DFND 1 1,674,498 0 0
ZOETIS INC CL A 98978V103 104,868 891,049 SH   SOLE   891,049 0 0
ZOETIS INC CL A 98978V103 39,565 336,183 SH   DFND 1 336,183 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 224 8,474 SH   SOLE   8,474 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 274 10,342 SH   DFND 1 10,342 0 0
ZSCALER INC COM 98980G102 11,124 182,788 SH   SOLE   182,788 0 0
ZSCALER INC COM 98980G102 5,408 88,859 SH   DFND 1 88,859 0 0
ZUMIEZ INC COM 989817101 5,313 306,768 SH   DFND 1 306,768 0 0
ZUMIEZ INC COM 989817101 7,384 426,337 SH   SOLE   426,337 0 0
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EURONAV NV ANTWERPEN SHS B38564108 12,485 1,106,799 SH   DFND 1 1,106,799 0 0
ADIENT PLC ORD SHS G0084W101 735 81,042 SH   SOLE   81,042 0 0
ADIENT PLC ORD SHS G0084W101 231 25,503 SH   DFND 1 25,503 0 0
ALKERMES PLC SHS G01767105 1,001 69,417 SH   SOLE   69,417 0 0
ALKERMES PLC SHS G01767105 394 27,349 SH   DFND 1 27,349 0 0
ALLEGION PLC ORD SHS G0176J109 390 4,235 SH   SOLE   4,235 0 0
ALLERGAN PLC SHS G0177J108 2,650 14,962 SH   SOLE   14,962 0 0
AMCOR PLC ORD G0250X107 600 73,844 SH   SOLE   73,844 0 0
AON PLC SHS CL A G0408V102 1,451 8,793 SH   DFND 1 8,793 0 0
AON PLC SHS CL A G0408V102 19,614 118,846 SH   SOLE   118,846 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,027 36,085 SH   SOLE   36,085 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 895 24,159 SH   SOLE   24,159 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 352 9,509 SH   DFND 1 9,509 0 0
ASSURED GUARANTY LTD COM G0585R106 62,108 2,408,203 SH   SOLE   2,408,203 0 0
ASSURED GUARANTY LTD COM G0585R106 55,539 2,153,496 SH   DFND 1 2,153,496 0 0
ATLASSIAN CORP PLC CL A G06242104 10,956 79,821 SH   SOLE   79,821 0 0
ATLASSIAN CORP PLC CL A G06242104 3,616 26,344 SH   DFND 1 26,344 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 6,808 399,745 SH   SOLE   399,745 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 5,091 298,930 SH   DFND 1 298,930 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 1,149 33,765 SH   DFND 1 33,765 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 2,283 67,098 SH   SOLE   67,098 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,135 31,452 SH   DFND 1 31,452 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 43,402 265,843 SH   SOLE   265,843 0 0
BUNGE LIMITED COM G16962105 715 17,418 SH   DFND 1 17,418 0 0
BUNGE LIMITED COM G16962105 613 14,947 SH   SOLE   14,947 0 0
CARDTRONICS PLC SHS CL A G1991C105 633 30,279 SH   SOLE   30,279 0 0
CONSOLIDATED WATER CO INC ORD G23773107 786 47,934 SH   SOLE   47,934 0 0
CONSOLIDATED WATER CO INC ORD G23773107 315 19,233 SH   DFND 1 19,233 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 181 22,490 SH   SOLE   22,490 0 0
EATON CORP PLC SHS G29183103 1,464 18,842 SH   SOLE   18,842 0 0
ENDO INTL PLC SHS G30401106 1,066 288,184 SH   SOLE   288,184 0 0
ENDO INTL PLC SHS G30401106 173 46,790 SH   DFND 1 46,790 0 0
ENSTAR GROUP LIMITED SHS G3075P101 8,378 52,677 SH   DFND 1 52,677 0 0
ENSTAR GROUP LIMITED SHS G3075P101 11,133 69,999 SH   SOLE   69,999 0 0
ESSENT GROUP LTD COM G3198U102 1,714 65,067 SH   DFND 1 65,067 0 0
ESSENT GROUP LTD COM G3198U102 4,387 166,549 SH   SOLE   166,549 0 0
EVEREST RE GROUP LTD COM G3223R108 2,025 10,522 SH   SOLE   10,522 0 0
FABRINET SHS G3323L100 1,692 31,012 SH   SOLE   31,012 0 0
FGL HLDGS ORD SHS G3402M102 1,074 109,605 SH   SOLE   109,605 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 701 25,387 SH   SOLE   25,387 0 0
HELEN OF TROY CORP LTD COM G4388N106 947 6,575 SH   SOLE   6,575 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 786 51,289 SH   SOLE   51,289 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 1,455 49,130 SH   SOLE   49,130 0 0
ICHOR HOLDINGS SHS G4740B105 361 18,853 SH   SOLE   18,853 0 0
IHS MARKIT LTD SHS G47567105 1,097 18,277 SH   SOLE   18,277 0 0
INVESCO LTD SHS G491BT108 154 16,964 SH   SOLE   16,964 0 0
JAMES RIV GROUP LTD COM G5005R107 923 25,482 SH   SOLE   25,482 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 24,554 246,181 SH   DFND 1 246,181 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25,440 255,062 SH   SOLE   255,062 0 0
JOHNSON CTLS INTL PLC SHS G51502105 17,375 644,473 SH   SOLE   644,473 0 0
JOHNSON CTLS INTL PLC SHS G51502105 9,772 362,477 SH   DFND 1 362,477 0 0
LINDE PLC SHS G5494J103 4,236 24,484 SH   SOLE   24,484 0 0
LIVANOVA PLC SHS G5509L101 572 12,647 SH   SOLE   12,647 0 0
MEDTRONIC PLC SHS G5960L103 39,113 433,723 SH   DFND 1 433,723 0 0
MEDTRONIC PLC SHS G5960L103 104,348 1,157,110 SH   SOLE   1,157,110 0 0
APTIV PLC SHS G6095L109 9,703 197,048 SH   DFND 1 197,048 0 0
APTIV PLC SHS G6095L109 16,976 344,765 SH   SOLE   344,765 0 0
NABORS INDUSTRIES LTD SHS G6359F103 430 1,101,293 SH   SOLE   1,101,293 0 0
NABORS INDUSTRIES LTD SHS G6359F103 126 322,748 SH   DFND 1 322,748 0 0
MYOVANT SCIENCES LTD COM G637AM102 123 16,278 SH   DFND 1 16,278 0 0
MYOVANT SCIENCES LTD COM G637AM102 313 41,411 SH   SOLE   41,411 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 203 16,217 SH   SOLE   16,217 0 0
NOBLE CORP PLC SHS USD G65431101 54 208,852 SH   SOLE   208,852 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 974 88,914 SH   SOLE   88,914 0 0
NVENT ELECTRIC PLC SHS G6700G107 686 40,662 SH   SOLE   40,662 0 0
PROTHENA CORP PLC SHS G72800108 137 12,844 SH   SOLE   12,844 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,288 22,023 SH   SOLE   22,023 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 514 10,537 SH   SOLE   10,537 0 0
PENTAIR PLC SHS G7S00T104 228 7,661 SH   SOLE   7,661 0 0
SIGNET JEWELERS LIMITED SHS G81276100 686 106,403 SH   SOLE   106,403 0 0
SIGNET JEWELERS LIMITED SHS G81276100 166 25,733 SH   DFND 1 25,733 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 268 11,026 SH   SOLE   11,026 0 0
STERIS PLC SHS USD G8473T100 541 3,864 SH   SOLE   3,864 0 0
TECHNIPFMC PLC COM G87110105 129 19,154 SH   SOLE   19,154 0 0
THIRD PT REINS LTD COM G8827U100 497 67,121 SH   SOLE   67,121 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 11,570 140,091 SH   DFND 1 140,091 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 20,357 246,484 SH   SOLE   246,484 0 0
VALARIS PLC SHS CLASS A G9402V109 75 165,838 SH   SOLE   165,838 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 995 5,860 SH   SOLE   5,860 0 0
PERRIGO CO PLC SHS G97822103 298 6,204 SH   SOLE   6,204 0 0
CHUBB LIMITED COM H1467J104 12,556 112,418 SH   DFND 1 112,418 0 0
CHUBB LIMITED COM H1467J104 24,351 218,021 SH   SOLE   218,021 0 0
GARMIN LTD SHS H2906T109 494 6,585 SH   SOLE   6,585 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,464 70,876 SH   DFND 1 70,876 0 0
TE CONNECTIVITY LTD REG SHS H84989104 12,306 195,392 SH   SOLE   195,392 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,087 936,816 SH   SOLE   936,816 0 0
TRANSOCEAN LTD REG SHS H8817H100 418 360,121 SH   DFND 1 360,121 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 64 149,328 SH   DFND 1 149,328 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 200 464,413 SH   SOLE   464,413 0 0
TRINSEO S A SHS L9340P101 595 32,836 SH   SOLE   32,836 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 2,175 66,629 SH   DFND 1 66,629 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 4,336 132,802 SH   SOLE   132,802 0 0
ELASTIC N V ORD SHS N14506104 4,385 78,569 SH   DFND 1 78,569 0 0
ELASTIC N V ORD SHS N14506104 9,027 161,743 SH   SOLE   161,743 0 0
CORE LABORATORIES N V COM N22717107 1,656 160,165 SH   SOLE   160,165 0 0
CORE LABORATORIES N V COM N22717107 650 62,838 SH   DFND 1 62,838 0 0
FRANKS INTL N V COM N33462107 205 79,134 SH   DFND 1 79,134 0 0
FRANKS INTL N V COM N33462107 506 195,527 SH   SOLE   195,527 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 581 11,701 SH   SOLE   11,701 0 0
MYLAN NV SHS EURO N59465109 351 23,525 SH   SOLE   23,525 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 758 433,431 SH   DFND 1 433,431 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 1,663 950,103 SH   SOLE   950,103 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 25,472 889,087 SH   SOLE   889,087 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 15,658 546,534 SH   DFND 1 546,534 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,293 40,186 SH   SOLE   40,186 0 0
DORIAN LPG LTD SHS USD Y2106R110 211 24,251 SH   SOLE   24,251 0 0
AT&T INC COM 00206R102 1,277 43,824 SH   SOLE 2 0 0 0
ABBOTT LABS COM 002824100 1,153 14,610 SH   SOLE 2 0 0 0
ABBVIE INC COM 00287Y109 419 5,500 SH   SOLE 2 0 0 0
ADOBE INC COM 00724F101 497 1,562 SH   SOLE 2 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 260 5,725 SH   SOLE 2 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 201 1,031 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 1,323 1,138 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL A 02079K305 969 834 SH   SOLE 2 0 0 0
ALTRIA GROUP INC COM 02209S103 328 8,486 SH   SOLE 2 0 0 0
AMAZON COM INC COM 023135106 7,204 3,695 SH   SOLE 2 0 0 0
AMERICAN EXPRESS CO COM 025816109 209 2,439 SH   SOLE 2 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 290 1,334 SH   SOLE 2 0 0 0
AMGEN INC COM 031162100 581 2,865 SH   SOLE 2 0 0 0
APPLE INC COM 037833100 6,550 25,759 SH   SOLE 2 0 0 0
ATMOS ENERGY CORP COM 049560105 290 2,918 SH   SOLE 2 0 0 0
BK OF AMERICA CORP COM 060505104 869 40,933 SH   SOLE 2 0 0 0
BANK OZK COM 06417N103 213 12,731 SH   SOLE 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,204 6,586 SH   SOLE 2 0 0 0
BLACKROCK INC COM 09247X101 297 676 SH   SOLE 2 0 0 0
BOEING CO COM 097023105 1,753 11,752 SH   SOLE 2 0 0 0
BROADCOM INC COM 11135F101 2,165 9,132 SH   SOLE 2 0 0 0
CME GROUP INC COM 12572Q105 219 1,264 SH   SOLE 2 0 0 0
CVS HEALTH CORP COM 126650100 361 6,086 SH   SOLE 2 0 0 0
CALAVO GROWERS INC COM 128246105 386 6,699 SH   SOLE 2 0 0 0
CATERPILLAR INC DEL COM 149123101 230 1,981 SH   SOLE 2 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 319 20,669 SH   SOLE 2 0 0 0
CHEVRON CORP NEW COM 166764100 537 7,408 SH   SOLE 2 0 0 0
CISCO SYS INC COM 17275R102 937 23,843 SH   SOLE 2 0 0 0
CLOROX CO DEL COM 189054109 276 1,593 SH   SOLE 2 0 0 0
COMCAST CORP NEW CL A 20030N101 1,352 39,330 SH   SOLE 2 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 294 1,031 SH   SOLE 2 0 0 0
CURTISS WRIGHT CORP COM 231561101 264 2,860 SH   SOLE 2 0 0 0
DBX ETF TR XTRACK MSCI EAFE 233051200 326 12,181 PRN   SOLE 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 3,410 35,303 SH   SOLE 2 0 0 0
DOLLAR GEN CORP NEW COM 256677105 507 3,355 SH   SOLE 2 0 0 0
DUPONT DE NEMOURS INC COM 26614N102 314 9,219 SH   SOLE 2 0 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 223 18,606 PRN   SOLE 2 0 0 0
ECOLAB INC COM 278865100 745 4,781 SH   SOLE 2 0 0 0
EXXON MOBIL CORP COM 30231G102 1,741 45,862 SH   SOLE 2 0 0 0
FACEBOOK INC CL A 30303M102 1,431 8,577 SH   SOLE 2 0 0 0
FIDELITY COVINGTON TR MSCI HLTH CARE I 316092600 294 6,848 PRN   SOLE 2 0 0 0
FIDELITY COVINGTON TR MSCI UTILS INDEX 316092865 962 26,790 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH 33733E203 869 6,626 PRN   SOLE 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 1,283 46,335 PRN   SOLE 2 0 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 2,012 42,251 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD FINLS ALPHADEX 33734X135 618 29,216 PRN   SOLE 2 0 0 0
FIRST TR LARGE CAP GROWTH A COM SHS 33735K108 362 6,039 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED ALP MID CP GR ALPH 33737M102 387 10,460 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD RISNG DIVD ACHIV 33738R506 835 32,560 PRN   SOLE 2 0 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 938 57,196 PRN   SOLE 2 0 0 0
FLEXSHARES TR QUALT DIVD IDX 33939L860 465 12,926 PRN   SOLE 2 0 0 0
GENERAL ELECTRIC CO COM 369604103 80 10,034 SH   SOLE 2 0 0 0
GENTEX CORP COM 371901109 221 9,962 SH   SOLE 2 0 0 0
GLOBAL X FDS AUTONMOUS EV ETF 37954Y624 119 10,801 PRN   SOLE 2 0 0 0
GLOBAL X FDS US PFD ETF 37954Y657 913 41,741 PRN   SOLE 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 5,628 310,227 PRN   SOLE 2 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 8,759 362,561 PRN   SOLE 2 0 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA US LG 381430503 5,816 111,436 PRN   SOLE 2 0 0 0
HALLIBURTON CO COM 406216101 80 11,634 SH   SOLE 2 0 0 0
HOME DEPOT INC COM 437076102 1,904 10,196 SH   SOLE 2 0 0 0
HONEYWELL INTL INC COM 438516106 264 1,970 SH   SOLE 2 0 0 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 275 16,352 PRN   SOLE 2 0 0 0
INTEL CORP COM 458140100 1,642 30,339 SH   SOLE 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 428 3,857 SH   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGED ETF VAR RATE INVT 46090A879 233 10,252 PRN   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGED ETF ULTRA SHRT DUR 46090A887 835 16,926 PRN   SOLE 2 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 12,474 65,515 SH   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 303 3,028 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL IND 46137V324 898 9,159 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 504 29,840 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 2,938 97,504 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T S&P500 LOW VOL 46138E354 923 19,677 SH   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T PFD ETF 46138E511 1,291 98,081 SH   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T CHINA TECHNLGY 46138E800 8,322 173,818 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T S&P SMLCP LOW 46138G102 708 21,364 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 1,789 85,153 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 HY 46138J601 648 28,182 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 1,959 93,440 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 729 32,907 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 CB 46138J825 251 12,194 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 206 9,286 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 CB 46138J841 645 31,244 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 364 16,233 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 CB 46138J866 1,114 53,749 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 727 33,582 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 2,000 94,424 PRN   SOLE 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 337 22,344 PRN   SOLE 2 0 0 0
ISHARES INC US INTL HGH YLD 464286178 456 10,790 PRN   SOLE 2 0 0 0
ISHARES INC JP MRGN EM HI BD 464286285 2,610 68,648 PRN   SOLE 2 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 376 10,043 PRN   SOLE 2 0 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,561 33,278 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 10,091 176,381 SH   SOLE 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 2,765 23,450 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 33,631 130,149 SH   SOLE 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 60,381 523,370 SH   SOLE 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,815 111,791 SH   SOLE 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,514 28,453 SH   SOLE 2 0 0 0
ISHARES TR GBL COMM SVC ETF 464287275 420 8,102 PRN   SOLE 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 383 2,101 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 12,745 77,219 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 13,907 144,491 SH   SOLE 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,383 8,381 PRN   SOLE 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 19,426 159,914 PRN   SOLE 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1,344 15,512 PRN   SOLE 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,795 220,640 SH   SOLE 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 2,669 41,642 SH   SOLE 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 1,578 12,975 SH   SOLE 2 0 0 0
ISHARES TR RUS MID CAP ETF 464287499 1,421 32,911 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 4,542 31,571 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 808 8,151 SH   SOLE 2 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,784 9,995 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 2,908 19,305 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,981 12,524 SH   SOLE 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 792 6,919 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US VLU 464287663 2,504 54,221 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 3,405 59,644 PRN   SOLE 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,408 12,831 SH   SOLE 2 0 0 0
ISHARES TR U.S. TECH ETF 464287721 723 3,537 PRN   SOLE 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 376 5,408 SH   SOLE 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,313 6,990 SH   SOLE 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,195 12,288 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 9,914 176,687 SH   SOLE 2 0 0 0
ISHARES TR EUROPE ETF 464287861 596 16,856 PRN   SOLE 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 2,586 25,873 SH   SOLE 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,955 43,616 PRN   SOLE 2 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 462 4,776 SH   SOLE 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 1,779 15,739 SH   SOLE 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 9,080 162,994 PRN   SOLE 2 0 0 0
ISHARES TR INTL SEL DIV ETF 464288448 611 27,024 SH   SOLE 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,377 17,869 SH   SOLE 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 19,356 494,157 SH   SOLE 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 402 4,132 PRN   SOLE 2 0 0 0
ISHARES TR MBS ETF 464288588 1,689 15,297 PRN   SOLE 2 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 3,974 34,638 PRN   SOLE 2 0 0 0
ISHARES TR INTRM TR CRP ETF 464288638 1,199 21,840 SH   SOLE 2 0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 15,556 297,094 SH   SOLE 2 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 5,654 42,405 SH   SOLE 2 0 0 0
ISHARES TR SHORT TREAS BD 464288679 8,735 78,679 PRN   SOLE 2 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 5,916 185,803 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 216 1,965 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 7,493 44,947 PRN   SOLE 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 2,288 64,097 PRN   SOLE 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 974 13,695 PRN   SOLE 2 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 1,302 18,282 PRN   SOLE 2 0 0 0
ISHARES TR LNG TR CRPRT BD 464289511 1,164 18,300 SH   SOLE 2 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 1,305 46,606 PRN   SOLE 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 2,788 57,199 PRN   SOLE 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 6,229 87,056 PRN   SOLE 2 0 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 22,532 363,126 PRN   SOLE 2 0 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 32,286 597,780 SH   SOLE 2 0 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 3,519 35,221 PRN   SOLE 2 0 0 0
ISHARES U S ETF TR SHT MAT MUN ETF 46431W838 200 4,021 PRN   SOLE 2 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 22,533 278,048 PRN   SOLE 2 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 7,533 70,749 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 2,258 48,023 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 9,530 191,028 PRN   SOLE 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 9,856 195,167 PRN   SOLE 2 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 321 7,940 PRN   SOLE 2 0 0 0
ISHARES INC ESG MSCI EM ETF 46434G863 239 8,738 PRN   SOLE 2 0 0 0
ISHARES INC MLT FCTR EMG MKT 46434G889 1,041 30,296 PRN   SOLE 2 0 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 4,735 94,431 SH   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 1,632 80,562 PRN   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR USA 46434V290 2,178 73,103 PRN   SOLE 2 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 10,576 201,446 PRN   SOLE 2 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 11,817 362,588 PRN   SOLE 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 1,847 76,281 PRN   SOLE 2 0 0 0
ISHARES TR ESG USD CORPT 46435G193 1,371 53,320 PRN   SOLE 2 0 0 0
ISHARES TR ESG 1 5 YR USD 46435G243 2,249 90,255 PRN   SOLE 2 0 0 0
ISHARES TR EDGE MSCI MINM 46435G433 2,191 84,724 PRN   SOLE 2 0 0 0
ISHARES TR ESG MSCI EAFE 46435G516 5,524 103,906 PRN   SOLE 2 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 1,411 25,806 PRN   SOLE 2 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 2,949 109,768 PRN   SOLE 2 0 0 0
ISHARES TR ESG US AGR BD 46435U549 406 7,332 PRN   SOLE 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 345 9,713 PRN   SOLE 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 2,104 23,365 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 7,275 146,472 PRN   SOLE 2 0 0 0
JOHNSON & JOHNSON COM 478160104 1,704 12,993 SH   SOLE 2 0 0 0
KEMPER CORP DEL COM 488401100 283 3,804 SH   SOLE 2 0 0 0
KIMBERLY CLARK CORP COM 494368103 251 1,961 SH   SOLE 2 0 0 0
LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 769 34,906 PRN   SOLE 2 0 0 0
LILLY ELI & CO COM 532457108 349 2,513 SH   SOLE 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 1,558 4,596 SH   SOLE 2 0 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 325 8,913 PRN   SOLE 2 0 0 0
MASTERCARD INC CL A 57636Q104 1,212 5,018 SH   SOLE 2 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 288 2,042 SH   SOLE 2 0 0 0
MCDONALDS CORP COM 580135101 1,411 8,536 SH   SOLE 2 0 0 0
MERCK & CO. INC COM 58933Y105 631 8,199 SH   SOLE 2 0 0 0
METLIFE INC COM 59156R108 288 9,428 SH   SOLE 2 0 0 0
MICROSOFT CORP COM 594918104 5,201 32,976 SH   SOLE 2 0 0 0
MONDELEZ INTL INC CL A 609207105 274 5,472 SH   SOLE 2 0 0 0
NETFLIX INC COM 64110L106 234 623 SH   SOLE 2 0 0 0
NIKE INC CL B 654106103 384 4,643 SH   SOLE 2 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 358 1,184 SH   SOLE 2 0 0 0
NOVARTIS A G SPONSORED ADR 66987V109 225 2,723 SH   SOLE 2 0 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 228 16,818 PRN   SOLE 2 0 0 0
NVIDIA CORP COM 67066G104 415 1,576 SH   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 5,252 148,983 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 9,251 378,992 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG MIDVL 67092P508 1,704 84,357 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 2,049 94,872 PRN   SOLE 2 0 0 0
PPG INDS INC COM 693506107 265 3,165 SH   SOLE 2 0 0 0
PEPSICO INC COM 713448108 1,242 10,343 SH   SOLE 2 0 0 0
PFIZER INC COM 717081103 1,497 45,862 SH   SOLE 2 0 0 0
PIMCO ETF TR ACTIVE BD ETF 72201R775 4,282 40,327 PRN   SOLE 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 356 6,527 PRN   SOLE 2 0 0 0
PROCTER & GAMBLE CO COM 742718109 1,266 11,514 SH   SOLE 2 0 0 0
PROLOGIS INC. COM 74340W103 989 12,300 SH   SOLE 2 0 0 0
RAYTHEON CO COM NEW 755111507 264 2,017 SH   SOLE 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,276 8,830 SH   SOLE 2 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,695 18,206 SH   SOLE 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 367 12,885 PRN   SOLE 2 0 0 0
SPDR SER TR FACTST INV ETF 78464A110 2,730 27,610 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 600 SMCP VAL 78464A300 442 10,823 PRN   SOLE 2 0 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 2,508 52,396 SH   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,148 32,110 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFLI INTRMDIT 78464A672 1,684 50,839 PRN   SOLE 2 0 0 0
SPDR SER TR S&P REGL BKG 78464A698 336 10,304 SH   SOLE 2 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 3,310 41,451 SH   SOLE 2 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 4,213 86,993 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 400 MDCP VAL 78464A839 474 13,430 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO S&P500 78464A854 1,322 43,689 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 564 14,103 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 788 16,437 PRN   SOLE 2 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,282 5,847 PRN   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 HI 78468R788 207 8,412 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 697 31,905 PRN   SOLE 2 0 0 0
SALESFORCE COM INC COM 79466L302 285 1,980 SH   SOLE 2 0 0 0
SCHWAB CHARLES CORP COM 808513105 225 6,691 SH   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 14,701 184,570 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 16,564 374,163 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 21,603 512,417 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 746 14,489 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 988 21,959 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 389 7,167 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 223 4,940 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,932 44,392 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 804 8,202 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 404 13,912 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,485 71,321 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,111 52,726 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8,913 110,899 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2,429 54,911 PRN   SOLE 2 0 0 0
SERVICENOW INC COM 81762P102 375 1,309 SH   SOLE 2 0 0 0
SOUTHWEST AIRLS CO COM 844741108 277 7,772 SH   SOLE 2 0 0 0
STARBUCKS CORP COM 855244109 251 3,815 SH   SOLE 2 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 446 1,500 SH   SOLE 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 778 2,744 SH   SOLE 2 0 0 0
3M CO COM 88579Y101 4,497 32,942 SH   SOLE 2 0 0 0
UNION PAC CORP COM 907818108 203 1,442 SH   SOLE 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,275 13,645 SH   SOLE 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 859 9,103 SH   SOLE 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,182 8,748 SH   SOLE 2 0 0 0
V F CORP COM 918204108 237 4,387 SH   SOLE 2 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 27 30,250 SH   SOLE 2 0 0 0
VANECK VECTORS ETF TR AMT FREE INT ETF 92189H201 272 5,543 PRN   SOLE 2 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 12,497 120,871 SH   SOLE 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 717 5,643 SH   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 438 5,189 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 591 5,351 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 1,117 10,471 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 2,160 24,179 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 2,937 35,739 SH   SOLE 2 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 3,209 37,601 PRN   SOLE 2 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 19,133 573,874 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 211 2,982 SH   SOLE 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,963 105,995 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 288 6,704 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 831 10,623 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,290 217,276 SH   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 691 15,977 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 993 7,208 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 323 2,929 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 3,634 17,149 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 355 2,908 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 279 3,660 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7,795 98,548 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,033 13,144 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,053 14,929 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,124 20,623 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,915 33,469 SH   SOLE 2 0 0 0
VEEVA SYS INC CL A COM 922475108 272 1,740 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 19,885 83,968 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,341 16,501 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 388 5,552 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 311 2,066 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,356 17,895 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 903 9,977 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 21,034 134,239 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 12,246 137,503 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 9,084 78,694 PRN   SOLE 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 375 6,972 SH   SOLE 2 0 0 0
VISA INC COM CL A 92826C839 4,467 27,726 SH   SOLE 2 0 0 0
WABTEC COM 929740108 232 4,821 SH   SOLE 2 0 0 0
WALMART INC COM 931142103 2,000 17,602 SH   SOLE 2 0 0 0
WELLS FARGO CO NEW COM 949746101 308 10,742 SH   SOLE 2 0 0 0
WESTERN UN CO COM 959802109 730 40,242 SH   SOLE 2 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 306 12,683 PRN   SOLE 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 17,847 458,680 PRN   SOLE 2 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 496 9,675 PRN   SOLE 2 0 0 0
XCEL ENERGY INC COM 98389B100 288 4,774 SH   SOLE 2 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 784 4,802 SH   SOLE 2 0 0 0
JOHNSON CTLS INTL PLC SHS G51502105 309 11,470 SH   SOLE 2 0 0 0
MEDTRONIC PLC SHS G5960L103 2,481 27,507 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 11,245 226,385 PRN   SOLE 5 0 0 0
JOHNSON & JOHNSON COM 478160104 390 2,974 SH   SOLE 5 0 0 0
LOCKHEED MARTIN CORP COM 539830109 3,125 9,219 SH   SOLE 5 0 0 0
LOWES COS INC COM 548661107 2,735 31,783 SH   SOLE 5 0 0 0
MICROSOFT CORP COM 594918104 4,529 28,715 SH   SOLE 5 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,522 8,336 SH   SOLE 5 0 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,372 14,055 SH   SOLE 5 0 0 0
PROCTER & GAMBLE CO COM 742718109 512 4,652 SH   SOLE 5 0 0 0
RAYTHEON CO COM NEW 755111507 2,354 17,949 SH   SOLE 5 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 237 920 SH   SOLE 5 0 0 0
STARBUCKS CORP COM 855244109 334 5,076 SH   SOLE 5 0 0 0
TEXAS INSTRS INC COM 882508104 2,997 29,994 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 2,739 20,064 SH   SOLE 5 0 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,235 22,496 SH   SOLE 5 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,629 14,551 SH   SOLE 5 0 0 0
V F CORP COM 918204108 2,030 37,541 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 959 7,543 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 777 11,767 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 1,110 13,510 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 1,129 13,225 PRN   SOLE 5 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 949 28,456 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 220 3,116 SH   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,481 36,116 SH   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 283 8,421 SH   SOLE 5 0 0 0
VENTAS INC COM 92276F100 355 13,232 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 706 2,980 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 282 2,227 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 785 5,960 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 1,795 11,453 SH   SOLE 5 0 0 0
ABBOTT LABS COM 002824100 519 6,576 SH   SOLE 5 0 0 0
ABBVIE INC COM 00287Y109 558 7,323 SH   SOLE 5 0 0 0
AMAZON COM INC COM 023135106 536 275 SH   SOLE 5 0 0 0
APPLE INC COM 037833100 4,469 17,575 SH   SOLE 5 0 0 0
BK OF AMERICA CORP COM 060505104 2,491 117,329 SH   SOLE 5 0 0 0
BECTON DICKINSON & CO COM 075887109 2,721 11,842 SH   SOLE 5 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 215 1,176 SH   SOLE 5 0 0 0
BLACKROCK INC COM 09247X101 3,484 7,919 SH   SOLE 5 0 0 0
BOEING CO COM 097023105 3,643 24,426 SH   SOLE 5 0 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 308 330 SH   SOLE 5 0 0 0
CVS HEALTH CORP COM 126650100 375 6,314 SH   SOLE 5 0 0 0
CISCO SYS INC COM 17275R102 2,786 70,872 SH   SOLE 5 0 0 0
COMCAST CORP NEW CL A 20030N101 2,630 76,489 SH   SOLE 5 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,599 11,155 SH   SOLE 5 0 0 0
CORNING INC COM 219350105 1,523 74,171 SH   SOLE 5 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 354 1,241 SH   SOLE 5 0 0 0
DISNEY WALT CO COM DISNEY 254687106 412 4,270 SH   SOLE 5 0 0 0
ABBOTT LABS COM 002824100 1,100 14,088 SH   DFND 3 10,062 0 4,026
ABBVIE INC COM 00287Y109 926 12,060 SH   DFND 3 11,961 0 99
ABERDEEN STD INVTS ETFS BBRG ALL COMD K1 003261104 2,682 153,725 SH   DFND 3 141,207 0 12,518
ABIOMED INC COM 003654100 634 4,370 SH   DFND 3 4,370 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 335 2,050 SH   DFND 3 1,123 0 927
ACTIVISION BLIZZARD INC COM 00507V109 425 7,176 SH   DFND 3 1,133 0 6,043
ADAMS DIVERSIFIED EQUITY FD COM 006212104 236 18,725 SH   DFND 3 18,725 0 0
ADOBE INC COM 00724F101 1,006 3,180 SH   DFND 3 2,567 0 613
ADT INC COM 00090Q103 2,422 560,551 SH   DFND 3 560,551 0 0
AFLAC INC COM 001055102 514 15,012 SH   DFND 3 9,640 0 5,372
AIR PRODS & CHEMS INC COM 009158106 352 1,763 SH   DFND 3 188 0 1,575
ALLSTATE CORP COM 020002101 442 4,825 SH   DFND 3 4,825 0 0
ALPHABET INC CAP STK CL A 02079K305 527 455 SH   DFND 3 426 0 29
ALPHABET INC CAP STK CL C 02079K107 465 403 SH   DFND 3 350 0 53
ALTRIA GROUP INC COM 02209S103 370 9,595 SH   DFND 3 9,526 0 69
AMAZON COM INC COM 023135106 1,376 719 SH   DFND 3 590 0 129
AMERICAN ELEC PWR CO INC COM 025537101 679 8,472 SH   DFND 3 4,874 0 3,598
AMERICAN TOWER CORP NEW COM 03027X100 415 1,903 SH   DFND 3 400 0 1,503
AMGEN INC COM 031162100 257 1,273 SH   DFND 3 1,241 0 32
ANTHEM INC COM 036752103 414 1,825 SH   DFND 3 655 0 1,170
APPLE INC COM 037833100 5,205 20,514 SH   DFND 3 18,754 0 1,760
AT&T INC COM 00206R102 1,478 49,500 SH   DFND 3 39,570 0 9,930
AUTOMATIC DATA PROCESSING IN COM 053015103 597 4,390 SH   DFND 3 2,304 0 2,086
BAXTER INTL INC COM 071813109 249 3,087 SH   DFND 3 2,894 0 193
BECTON DICKINSON & CO COM 075887109 616 2,711 SH   DFND 3 1,400 0 1,311
BERKSHIRE HATHAWAY INC DEL CL A 084670108 272 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,878 15,781 SH   DFND 3 15,591 0 190
BK OF AMERICA CORP COM 060505104 679 32,102 SH   DFND 3 31,756 0 346
BOEING CO COM 097023105 1,137 7,600 SH   DFND 3 7,413 0 187
BP PLC SPONSORED ADR 055622104 410 16,990 SH   DFND 3 13,245 0 3,745
BRISTOL-MYERS SQUIBB CO COM 110122108 722 13,242 SH   DFND 3 13,009 0 233
CAMPBELL SOUP CO COM 134429109 1,663 36,032 SH   DFND 3 863 0 35,169
CANADIAN PAC RY LTD COM 13645T100 349 1,591 SH   DFND 3 142 0 1,449
CENTURYLINK INC COM 156700106 97 10,185 SH   DFND 3 10,185 0 0
CHARLES & COLVARD LTD COM 159765106 34 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 639 1,474 SH   DFND 3 1,474 0 0
CHEVRON CORP NEW COM 166764100 934 12,801 SH   DFND 3 9,276 0 3,525
CHUBB LIMITED COM H1467J104 248 2,217 SH   DFND 3 772 0 1,445
CISCO SYS INC COM 17275R102 747 19,916 SH   DFND 3 15,702 0 4,214
CITIGROUP INC COM NEW 172967424 355 8,427 SH   DFND 3 3,597 0 4,830
COCA COLA CO COM 191216100 6,389 144,101 SH   DFND 3 69,247 0 74,854
COMCAST CORP NEW CL A 20030N101 432 12,525 SH   DFND 3 4,694 0 7,831
COSTCO WHSL CORP NEW COM 22160K105 422 1,487 SH   DFND 3 1,258 0 229
CSX CORP COM 126408103 596 10,566 SH   DFND 3 10,541 0 25
D R HORTON INC COM 23331A109 245 7,215 SH   DFND 3 941 0 6,274
DANAHER CORPORATION COM 235851102 213 1,548 SH   DFND 3 1,393 0 155
DBX ETF TR XTRACK MSCI EURP 233051853 3,225 133,278 SH   DFND 3 131,652 0 1,627
DEERE & CO COM 244199105 277 2,015 SH   DFND 3 2,008 0 7
DISNEY WALT CO COM DISNEY 254687106 847 9,005 SH   DFND 3 8,102 0 903
DNP SELECT INCOME FD COM 23325P104 362 36,776 SH   DFND 3 36,776 0 0
DOMINION ENERGY INC COM 25746U109 677 9,406 SH   DFND 3 9,349 0 57
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,032 74,056 SH   DFND 3 74,056 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 651 8,051 SH   DFND 3 7,637 0 414
EATON CORP PLC SHS G29183103 1,324 17,295 SH   DFND 3 16,749 0 546
EMERSON ELEC CO COM 291011104 215 4,563 SH   DFND 3 4,180 0 383
ENTERPRISE PRODS PARTNERS L COM 293792107 694 48,524 SH   DFND 3 5,491 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 75,379 3,127,031 SH   DFND 3 2,874,261 0 252,770
ETF SER SOLUTIONS VIDENT CORE US 26922A602 386,191 8,005,569 SH   DFND 3 7,559,284 0 446,286
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 375,270 22,009,965 SH   DFND 3 20,505,356 0 1,504,609
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 286,471 12,749,295 SH   DFND 3 11,875,313 0 873,982
EVERGY INC COM 30034W106 209 3,800 SH   DFND 3 988 0 2,812
EXCHANGE LISTED FDS TR ARMOR US EQT IDX 30151E764 179 11,000 SH   DFND 3 11,000 0 0
EXXON MOBIL CORP COM 30231G102 3,722 98,211 SH   DFND 3 95,390 0 2,821
FACEBOOK INC CL A 30303M102 534 3,214 SH   DFND 3 1,975 0 1,239
FIDELITY COVINGTON TR MSCI RL EST ETF 316092857 8,872 426,526 SH   DFND 3 418,181 0 8,345
FIDELITY NATL INFORMATION SV COM 31620M106 323 2,658 SH   DFND 3 2,648 0 10
FIRST FINL BANKSHARES COM 32020R109 271 10,100 SH   DFND 3 0 0 10,100
FIRST TR EXCHANGE-TRADED FD FIRST TR TA HIYL 33738D408 4,957 111,649 SH   DFND 3 110,579 0 1,070
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 866 18,447 SH   DFND 3 18,447 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 324 11,688 SH   DFND 3 11,688 0 0
FLAHERTY & CRUMRIN PFD & INM COM 338478100 565 32,295 SH   DFND 3 32,295 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 133,013 5,153,692 SH   DFND 3 4,860,142 0 293,551
FORD MTR CO DEL COM 345370860 93 18,816 SH   DFND 3 18,816 0 0
GABELLI EQUITY TR INC COM 362397101 425 87,432 SH   DFND 3 87,432 0 0
GENERAL ELECTRIC CO COM 369604103 699 88,885 SH   DFND 3 86,016 0 2,869
GLOBAL PMTS INC COM 37940X102 929 6,439 SH   DFND 3 6,429 0 10
HCA HEALTHCARE INC COM 40412C101 3,863 42,994 SH   DFND 3 42,994 0 0
HOME DEPOT INC COM 437076102 2,661 14,240 SH   DFND 3 14,166 0 74
HONEYWELL INTL INC COM 438516106 1,020 7,618 SH   DFND 3 5,621 0 1,997
HUMANA INC COM 444859102 276 933 SH   DFND 3 929 0 4
INTEL CORP COM 458140100 1,367 25,636 SH   DFND 3 25,227 0 409
INTERCONTINENTAL EXCHANGE IN COM 45866F104 230 2,858 SH   DFND 3 841 0 2,017
INTERNATIONAL BUSINESS MACHS COM 459200101 1,138 10,340 SH   DFND 3 10,202 0 138
INVESCO QQQ TR UNIT SER 1 46090E103 524 2,755 SH   DFND 3 2,410 0 345
ISHARES GOLD TRUST ISHARES 464285105 83,768 5,558,678 SH   DFND 3 5,177,347 0 381,331
ISHARES INC CORE MSCI EMKT 46434G103 217,690 5,379,055 SH   DFND 3 5,037,202 0 341,853
ISHARES INC ESG MSCI EM ETF 46434G863 10,143 370,574 SH   DFND 3 348,724 0 21,850
ISHARES INC MIN VOL EMRG MKT 464286533 308 6,563 SH   DFND 3 5,853 0 710
ISHARES SILVER TRUST ISHARES 46428Q109 258 18,785 SH   DFND 3 18,785 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 8,874 217,129 SH   DFND 3 203,935 0 13,194
ISHARES TR 1 3 YR TREAS BD 464287457 30,793 355,309 SH   DFND 3 351,431 0 3,878
ISHARES TR 20 YR TR BD ETF 464287432 20,058 125,396 SH   DFND 3 121,775 0 3,621
ISHARES TR BARCLAYS 7 10 YR 464287440 15,377 126,599 SH   DFND 3 125,263 0 1,336
ISHARES TR CORE 1 5 YR USD 46432F859 534 10,576 SH   DFND 3 10,576 0 0
ISHARES TR CORE MSCI EAFE 46432F842 25,415 509,536 SH   DFND 3 480,076 0 29,460
ISHARES TR CORE MSCI PAC 46434V696 276,085 5,955,531 SH   DFND 3 5,569,717 0 385,814
ISHARES TR CORE S&P MCP ETF 464287507 1,467 10,290 SH   DFND 3 9,764 0 526
ISHARES TR CORE S&P SCP ETF 464287804 394 7,034 SH   DFND 3 6,269 0 765
ISHARES TR CORE S&P TTL STK 464287150 81,702 1,435,232 SH   DFND 3 1,398,792 0 36,441
ISHARES TR CORE S&P US GWT 464287671 42,668 747,405 SH   DFND 3 730,861 0 16,544
ISHARES TR CORE S&P US VLU 464287663 58,890 1,275,240 SH   DFND 3 1,248,691 0 26,549
ISHARES TR CORE S&P500 ETF 464287200 59,912 231,912 SH   DFND 3 217,476 0 14,436
ISHARES TR CORE US AGGBD ET 464287226 86,093 746,333 SH   DFND 3 722,729 0 23,604
ISHARES TR ESG MSCI USA ETF 46435G425 17,637 306,811 SH   DFND 3 289,733 0 17,078
ISHARES TR EUROPE ETF 464287861 3,392 96,008 SH   DFND 3 84,583 0 11,425
ISHARES TR GLOBAL TECH ETF 464287291 8,816 48,358 SH   DFND 3 45,569 0 2,789
ISHARES TR IBOXX HI YD ETF 464288513 322 4,175 SH   DFND 3 4,175 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,177 52,111 SH   DFND 3 50,965 0 1,146
ISHARES TR INTRM TR CRP ETF 464288638 14,084 256,438 SH   DFND 3 239,801 0 16,637
DISCOVER FINL SVCS COM 254709108 1,256 35,209 SH   SOLE 5 0 0 0
DOLLAR GEN CORP NEW COM 256677105 325 2,155 SH   SOLE 5 0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 252 1,336 SH   SOLE 5 0 0 0
EXXON MOBIL CORP COM 30231G102 1,558 41,021 SH   SOLE 5 0 0 0
FIDELITY COVINGTON TR LOW VOLITY ETF 316092824 1,984 63,560 PRN   SOLE 5 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 343 2,819 SH   SOLE 5 0 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 344 9,079 SH   SOLE 5 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 3,895 161,206 PRN   SOLE 5 0 0 0
HASBRO INC COM 418056107 2,613 36,526 SH   SOLE 5 0 0 0
HOME DEPOT INC COM 437076102 369 1,978 SH   SOLE 5 0 0 0
HONEYWELL INTL INC COM 438516106 2,877 21,507 SH   SOLE 5 0 0 0
INTUIT COM 461202103 305 1,328 SH   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 1,881 10,125 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 205 3,590 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 31,881 123,377 SH   SOLE 5 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 210 1,275 PRN   SOLE 5 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 6,767 126,585 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 14,534 101,028 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US VLU 464287663 10,944 236,980 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US GWT 464287671 12,772 223,725 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 10,595 188,831 SH   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 2,804 32,375 PRN   SOLE 5 0 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 238 2,242 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 241 1,107 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 877 8,200 PRN   SOLE 5 0 0 0
ISHARES TR ASIA 50 ETF 464288430 6,525 117,132 PRN   SOLE 5 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 578 7,502 SH   SOLE 5 0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 29,836 569,818 SH   SOLE 5 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 1,229 7,370 PRN   SOLE 5 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 9,398 335,511 PRN   SOLE 5 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 319 6,550 PRN   SOLE 5 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 16,501 203,612 PRN   SOLE 5 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 6,610 62,074 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 16,549 352,022 PRN   SOLE 5 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 10,724 212,363 PRN   SOLE 5 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 420 10,376 PRN   SOLE 5 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 1,946 37,067 PRN   SOLE 5 0 0 0
ISHARES TR YLD OPTIM BD 46434V787 24,384 988,820 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC20 ETF 46434VAQ3 214 8,497 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 215 8,722 PRN   SOLE 5 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 2,250 41,146 PRN   SOLE 5 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 3,329 123,879 PRN   SOLE 5 0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 3,258 145,707 PRN   SOLE 5 0 0 0
ISHARES TR EDGE US FIXD INM 46435U796 462 4,733 PRN   SOLE 5 0 0 0
JPMORGAN CHASE & CO COM 46625H100 3,212 35,681 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 1,012 11,364 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 929 8,047 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,148 16,661 SH   SOLE 5 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 216 4,025 SH   SOLE 5 0 0 0
VISA INC COM CL A 92826C839 371 2,302 SH   SOLE 5 0 0 0
VMWARE INC CL A COM 928563402 329 2,718 SH   SOLE 5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 671 7,611 SH   SOLE 5 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,213 26,517 SH   SOLE 5 0 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 10 20,000 PRN   SOLE 5 0 0 0
WILLIAMS SONOMA INC COM 969904101 2,296 53,996 SH   SOLE 5 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 16,733 430,034 PRN   SOLE 5 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,244 13,745 SH   SOLE 5 0 0 0
MEDTRONIC PLC SHS G5960L103 1,661 18,416 SH   SOLE 5 0 0 0
CHUBB LIMITED COM H1467J104 2,163 19,362 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 711 5,210 SH   DFND 3 5,161 0 48
ISHARES TR JPMORGAN USD EMG 464288281 1,287 13,314 SH   DFND 3 12,952 0 362
ISHARES TR MBS ETF 464288588 46,831 424,112 SH   DFND 3 414,912 0 9,200
ISHARES TR MSCI ACWI ETF 464288257 5,729 91,556 SH   DFND 3 89,964 0 1,592
ISHARES TR MSCI ACWI EX US 464288240 16,252 431,661 SH   DFND 3 373,769 0 57,892
ISHARES TR MSCI EAFE ETF 464287465 1,868 35,036 SH   DFND 3 35,036 0 0
ISHARES TR MSCI KLD400 SOC 464288570 222 2,378 SH   DFND 3 2,378 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 20,744 384,336 SH   DFND 3 372,483 0 11,853
ISHARES TR RUS 1000 GRW ETF 464287614 12,096 83,749 SH   DFND 3 83,612 0 137
ISHARES TR RUS 1000 VAL ETF 464287598 1,234 12,441 SH   DFND 3 12,441 0 0
ISHARES TR RUS MID CAP ETF 464287499 248 5,741 SH   DFND 3 5,553 0 188
ISHARES TR RUSSELL 2000 ETF 464287655 1,060 9,360 SH   DFND 3 9,360 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,213 12,605 SH   DFND 3 12,053 0 552
ISHARES TR SELECT DIVID ETF 464287168 2,039 27,594 SH   DFND 3 27,137 0 457
ISHARES TR SH TR CRPORT ETF 464288646 242 4,616 SH   DFND 3 4,616 0 0
ISHARES TR SHORT TREAS BD 464288679 21,775 196,134 SH   DFND 3 191,354 0 4,780
ISHARES TR TIPS BD ETF 464287176 4,075 35,857 SH   DFND 3 35,402 0 455
ISHARES TR U.S. REAL ES ETF 464287739 373 5,307 SH   DFND 3 4,756 0 551
ISHARES TR US TREAS BD ETF 46429B267 39,857 1,422,961 SH   DFND 3 1,335,074 0 87,887
ISHARES TR USA QUALITY FCTR 46432F339 16,974 209,471 SH   DFND 3 197,383 0 12,088
ISHARES TR USA SIZE FACTOR 46432F370 5,714 80,055 SH   DFND 3 74,467 0 5,588
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 13,519 278,791 SH   DFND 3 262,805 0 15,985
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 249 5,021 SH   DFND 3 5,021 0 0
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 25,102 1,007,927 SH   DFND 3 983,965 0 23,962
JOHNSON & JOHNSON COM 478160104 2,002 15,362 SH   DFND 3 13,741 0 1,621
JOHNSON CTLS INTL PLC SHS G51502105 215 7,946 SH   DFND 3 7,946 0 0
JPMORGAN CHASE & CO COM 46625H100 1,224 13,607 SH   DFND 3 11,978 0 1,629
KIMBERLY CLARK CORP COM 494368103 407 3,236 SH   DFND 3 3,123 0 113
L3HARRIS TECHNOLOGIES INC COM 502431109 336 1,874 SH   DFND 3 312 0 1,562
LA Z BOY INC COM 505336107 298 14,499 SH   DFND 3 14,499 0 0
LAKELAND BANCORP INC COM 511637100 189 17,318 SH   DFND 3 17,318 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 248 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 9,822 70,814 SH   DFND 3 50,496 0 20,318
LOCKHEED MARTIN CORP COM 539830109 876 2,626 SH   DFND 3 2,073 0 553
LOWES COS INC COM 548661107 427 4,954 SH   DFND 3 4,934 0 20
MARSH & MCLENNAN COS INC COM 571748102 1,260 14,564 SH   DFND 3 14,553 0 11
MASTERCARD INC CL A 57636Q104 244 1,011 SH   DFND 3 365 0 646
MCDONALDS CORP COM 580135101 525 3,168 SH   DFND 3 2,883 0 285
MEDTRONIC PLC SHS G5960L103 549 6,103 SH   DFND 3 2,868 0 3,235
MERCK & CO. INC COM 58933Y105 922 12,022 SH   DFND 3 9,218 0 2,804
MICROSOFT CORP COM 594918104 4,460 28,468 SH   DFND 3 24,196 0 4,272
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80 10,500 SH   DFND 3 10,500 0 0
MONDELEZ INTL INC CL A 609207105 1,510 30,163 SH   DFND 3 30,128 0 35
MORGAN STANLEY COM NEW 617446448 261 7,664 SH   DFND 3 536 0 7,128
MOTOROLA SOLUTIONS INC COM NEW 620076307 308 2,314 SH   DFND 3 223 0 2,091
NEWMONT CORP COM 651639106 283 6,248 SH   DFND 3 1,032 0 5,216
NEXTERA ENERGY INC COM 65339F101 1,506 6,299 SH   DFND 3 5,408 0 891
NORFOLK SOUTHERN CORP COM 655844108 773 5,294 SH   DFND 3 5,136 0 158
NORTHROP GRUMMAN CORP COM 666807102 268 896 SH   DFND 3 823 0 73
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,102 77,060 SH   DFND 3 77,060 0 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 184 12,997 SH   DFND 3 12,997 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 604 79,667 SH   DFND 3 77,349 0 2,318
ORACLE CORP COM 68389X105 656 13,938 SH   DFND 3 7,529 0 6,409
ORTHOPEDIATRICS CORP COM 68752L100 709 17,894 SH   DFND 3 17,894 0 0
PAYPAL HLDGS INC COM 70450Y103 250 2,609 SH   DFND 3 1,995 0 614
PEPSICO INC COM 713448108 2,149 18,052 SH   DFND 3 16,553 0 1,499
PFIZER INC COM 717081103 2,019 64,892 SH   DFND 3 57,950 0 6,942
PHILIP MORRIS INTL INC COM 718172109 682 9,343 SH   DFND 3 9,302 0 41
PIMCO HIGH INCOME FD COM SHS 722014107 447 89,253 SH   DFND 3 89,253 0 0
PROCTER & GAMBLE CO COM 742718109 4,909 45,029 SH   DFND 3 20,357 0 24,672
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 355 7,942 SH   DFND 3 7,942 0 0
QUALCOMM INC COM 747525103 479 7,117 SH   DFND 3 7,091 0 26
RAYTHEON CO COM NEW 755111507 306 2,327 SH   DFND 3 593 0 1,734
REGIONS FINANCIAL CORP NEW COM 7591EP100 96 10,648 SH   DFND 3 10,648 0 0
RENASANT CORP COM 75970E107 648 29,691 SH   DFND 3 29,691 0 0
ROLLINS INC COM 775711104 332 9,179 SH   DFND 3 776 0 8,403
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 203 3,323 SH   DFND 3 3,323 0 0
SENSEONICS HLDGS INC COM 81727U105 8 11,975 SH   DFND 3 11,975 0 0
SOUTH ST CORP COM 840441109 255 4,342 SH   DFND 3 4,342 0 0
SOUTHERN CO COM 842587107 1,037 19,272 SH   DFND 3 19,272 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,828 32,664 SH   DFND 3 32,412 0 252
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,794 95,416 SH   DFND 3 93,779 0 1,637
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,327 39,056 SH   DFND 3 38,990 0 66
SPDR SER TR PRTFLO S&P500 VL 78464A508 1,448 57,036 SH   DFND 3 56,899 0 137
STIFEL FINL CORP COM 860630102 415 11,698 SH   DFND 3 11,698 0 0
STRYKER CORP COM 863667101 684 4,337 SH   DFND 3 4,337 0 0
THERATECHNOLOGIES INC COM 88338H100 49 30,890 SH   DFND 3 0 0 30,890
THERMO FISHER SCIENTIFIC INC COM 883556102 200 704 SH   DFND 3 681 0 23
TRUIST FINL CORP COM 89832Q109 547 17,736 SH   DFND 3 17,471 0 265
UBS AG LONDON BRANCH ETRACS WF BUS DE 90274D416 397 27,939 SH   DFND 3 27,199 0 740
UNION PAC CORP COM 907818108 254 1,812 SH   DFND 3 1,792 0 20
UNITED PARCEL SERVICE INC CL B 911312106 480 5,456 SH   DFND 3 5,439 0 17
UNITED TECHNOLOGIES CORP COM 913017109 336 3,444 SH   DFND 3 3,398 0 46
UNITEDHEALTH GROUP INC COM 91324P102 714 2,861 SH   DFND 3 2,103 0 758
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 279 16,823 SH   DFND 3 16,573 0 250
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 29,019 353,126 SH   DFND 3 331,358 0 21,768
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 17,371 191,863 SH   DFND 3 179,887 0 11,976
VANGUARD INDEX FDS GROWTH ETF 922908736 11,164 74,639 SH   DFND 3 73,669 0 970
VANGUARD INDEX FDS LARGE CAP ETF 922908637 203 1,715 SH   DFND 3 1,715 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 7,603 108,601 SH   DFND 3 97,869 0 10,731
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 74,145 313,125 SH   DFND 3 284,086 0 29,039
VANGUARD INDEX FDS SMALL CP ETF 922908751 433 3,785 SH   DFND 3 3,769 0 16
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,837 22,435 SH   DFND 3 22,213 0 222
VANGUARD INDEX FDS VALUE ETF 922908744 16,458 188,919 SH   DFND 3 188,527 0 392
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 5,260 156,758 SH   DFND 3 139,285 0 17,473
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 228,007 5,268,378 SH   DFND 3 4,942,045 0 326,333
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 4,718 85,534 SH   DFND 3 78,219 0 7,315
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 305,879 4,335,681 SH   DFND 3 4,093,237 0 242,443
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 88,548 1,016,788 SH   DFND 3 979,731 0 37,057
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 628 6,074 SH   DFND 3 6,074 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 40,218 1,281,569 SH   DFND 3 1,265,766 0 15,803
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 211 2,976 SH   DFND 3 2,471 0 505
VERIZON COMMUNICATIONS INC COM 92343V104 1,054 19,869 SH   DFND 3 19,773 0 96
VISA INC COM CL A 92826C839 594 3,685 SH   DFND 3 1,750 0 1,935
WALMART INC COM 931142103 950 8,416 SH   DFND 3 6,855 0 1,561
WASTE MGMT INC DEL COM 94106L109 257 2,755 SH   DFND 3 893 0 1,862
WEC ENERGY GROUP INC COM 92939U106 384 4,335 SH   DFND 3 4,325 0 10
WELLS FARGO CO NEW COM 949746101 759 27,137 SH   DFND 3 16,522 0 10,615
WHITEHORSE FIN INC COM 96524V106 71 10,000 SH   DFND 3 10,000 0 0
YUM BRANDS INC COM 988498101 552 7,844 SH   DFND 3 7,844 0 0
YUM CHINA HLDGS INC COM 98850P109 323 7,642 SH   DFND 3 7,625 0 17
ZOETIS INC CL A 98978V103 1,131 9,477 SH   DFND 3 6,578 0 2,899
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 722 27,970 SH   DFND 4 27,970 0 0
ISHARES INC CORE MSCI EMKT 46434G103 598 14,787 SH   DFND 4 14,787 0 0
ISHARES TR CORE MSCI PAC 46434V696 660 14,231 SH   DFND 4 14,231 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,291 11,191 SH   DFND 4 11,191 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,554 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 254 20,000 SH   DFND 4 20,000 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 423 4,673 SH   DFND 4 4,673 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 550 12,710 SH   DFND 4 12,710 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,251 17,729 SH   DFND 4 17,729 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 953 10,944 SH   DFND 4 10,944 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 220 3,149 SH   DFND 4 3,149 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 984 11,979 SH   DFND 4 11,979 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 327 6,769 SH   DFND 4 6,769 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 878 51,481 SH   DFND 4 51,481 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 797 35,464 SH   DFND 4 35,464 0 0
GEE HOLDINGS COM 36165A102 169 496,145 SH   SOLE   496,145 0 0