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 1,599 32,357 SH   SOLE   32,357 0 0
AAR CORP COM 000361105 1,180 26,174 SH   SOLE   26,174 0 0
ABM INDS INC COM 000957100 1,994 52,884 SH   SOLE   52,884 0 0
AFLAC INC COM 001055102 20,029 378,622 SH   DFND 1 378,622 0 0
AFLAC INC COM 001055102 37,659 711,887 SH   SOLE   711,887 0 0
AGCO CORP COM 001084102 67,385 872,299 SH   SOLE   872,299 0 0
AGCO CORP COM 001084102 59,434 769,373 SH   DFND 1 769,373 0 0
AG MTG INVT TR INC COM 001228105 2,108 136,720 SH   SOLE   136,720 0 0
AG MTG INVT TR INC COM 001228105 888 57,589 SH   DFND 1 57,589 0 0
AES CORP COM 00130H105 602 30,259 SH   SOLE   30,259 0 0
AK STL HLDG CORP COM 001547108 829 251,971 SH   SOLE   251,971 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 329 27,006 SH   SOLE   27,006 0 0
AMC NETWORKS INC CL A 00164V103 455 11,516 SH   SOLE   11,516 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,318 37,194 SH   SOLE   37,194 0 0
ANI PHARMACEUTICALS INC COM 00182C103 457 7,406 SH   SOLE   7,406 0 0
ASGN INC COM 00191U102 35,129 494,985 SH   SOLE   494,985 0 0
ASGN INC COM 00191U102 23,152 326,220 SH   DFND 1 326,220 0 0
AT&T INC COM 00206R102 17,719 453,406 SH   SOLE   453,406 0 0
ATN INTL INC COM 00215F107 480 8,662 SH   SOLE   8,662 0 0
AZZ INC COM 002474104 4,335 94,333 SH   DFND 1 94,333 0 0
AZZ INC COM 002474104 11,068 240,867 SH   SOLE   240,867 0 0
AARONS INC COM PAR $0.50 002535300 1,002 17,546 SH   SOLE   17,546 0 0
ABBOTT LABS COM 002824100 6,135 70,636 SH   DFND 1 70,636 0 0
ABBOTT LABS COM 002824100 35,529 409,038 SH   SOLE   409,038 0 0
ABBVIE INC COM 00287Y109 5,968 67,403 SH   SOLE   67,403 0 0
ABERCROMBIE & FITCH CO CL A 002896207 864 49,970 SH   SOLE   49,970 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 64 15,000 SH   SOLE   15,000 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 64 15,000 SH   DFND 1 15,000 0 0
ABIOMED INC COM 003654100 351 2,058 SH   SOLE   2,058 0 0
ABRAXAS PETE CORP COM 003830106 74 211,374 SH   SOLE   211,374 0 0
ABRAXAS PETE CORP COM 003830106 22 63,807 SH   DFND 1 63,807 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 769 23,143 SH   SOLE   23,143 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,625 139,795 SH   SOLE   139,795 0 0
ACI WORLDWIDE INC COM 004498101 1,144 30,205 SH   SOLE   30,205 0 0
ACORDA THERAPEUTICS INC COM 00484M106 78 38,244 SH   SOLE   38,244 0 0
ACTIVISION BLIZZARD INC COM 00507V109 59,890 1,007,907 SH   SOLE   1,007,907 0 0
ACTIVISION BLIZZARD INC COM 00507V109 24,610 414,169 SH   DFND 1 414,169 0 0
ACTUANT CORP CL A NEW 00508X203 1,117 42,900 SH   SOLE   42,900 0 0
ACUITY BRANDS INC COM 00508Y102 1,429 10,353 SH   SOLE   10,353 0 0
ADDUS HOMECARE CORP COM 006739106 1,048 10,778 SH   SOLE   10,778 0 0
ADOBE INC COM 00724F101 59,354 179,963 SH   SOLE   179,963 0 0
ADOBE INC COM 00724F101 18,484 56,044 SH   DFND 1 56,044 0 0
ADTALEM GLOBAL ED INC COM 00737L103 493 14,109 SH   SOLE   14,109 0 0
ADTRAN INC COM 00738A106 859 86,824 SH   SOLE   86,824 0 0
ADTRAN INC COM 00738A106 182 18,392 SH   DFND 1 18,392 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 506 3,157 SH   SOLE   3,157 0 0
AECOM COM 00766T100 1,770 41,046 SH   SOLE   41,046 0 0
AEGION CORP COM 00770F104 1,542 68,944 SH   SOLE   68,944 0 0
AEGION CORP COM 00770F104 403 17,994 SH   DFND 1 17,994 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,908 120,297 SH   SOLE   120,297 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,481 61,260 SH   DFND 1 61,260 0 0
ADVANSIX INC COM 00773T101 820 41,107 SH   SOLE   41,107 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,344 95,139 SH   DFND 1 95,139 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 11,308 247,664 SH   SOLE   247,664 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 12,243 6,743,000 SH   SOLE   6,743,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 2,146 1,182,000 SH   DFND 1 1,182,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 51,415 1,121,130 SH   DFND 1 1,121,130 0 0
ADVANCED MICRO DEVICES INC COM 007903107 62,450 1,361,754 SH   SOLE   1,361,754 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 31,348 5,410,000 SH   SOLE   5,410,000 0 0
ADVANCED ENERGY INDS COM 007973100 7,595 106,678 SH   DFND 1 106,678 0 0
ADVANCED ENERGY INDS COM 007973100 12,467 175,096 SH   SOLE   175,096 0 0
AEROVIRONMENT INC COM 008073108 1,062 17,193 SH   SOLE   17,193 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,091 12,874 SH   SOLE   12,874 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,835 91,845 SH   DFND 1 91,845 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,311 202,916 SH   SOLE   202,916 0 0
AGILYSYS INC COM 00847J105 412 16,201 SH   SOLE   16,201 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 8,612 180,362 SH   SOLE   180,362 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 4,220 88,371 SH   DFND 1 88,371 0 0
AGREE REALTY CORP COM 008492100 26,100 371,952 SH   SOLE   371,952 0 0
AGREE REALTY CORP COM 008492100 12,805 182,486 SH   DFND 1 182,486 0 0
AIR PRODS & CHEMS INC COM 009158106 2,361 10,047 SH   SOLE   10,047 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 86,471 1,001,057 SH   SOLE   1,001,057 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 79,881 924,762 SH   DFND 1 924,762 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 14,041 12,710,000 SH   SOLE   12,710,000 0 0
AKORN INC COM 009728106 113 75,333 SH   SOLE   75,333 0 0
ALAMO GROUP INC COM 011311107 969 7,721 SH   SOLE   7,721 0 0
ALARM COM HLDGS INC COM 011642105 1,246 29,007 SH   SOLE   29,007 0 0
ALASKA AIR GROUP INC COM 011659109 380 5,614 SH   SOLE   5,614 0 0
ALBANY INTL CORP CL A 012348108 1,856 24,445 SH   SOLE   24,445 0 0
ALBEMARLE CORP COM 012653101 353 4,833 SH   SOLE   4,833 0 0
ALCOA CORP COM 013872106 8,207 381,559 SH   DFND 1 381,559 0 0
ALCOA CORP COM 013872106 14,612 679,315 SH   SOLE   679,315 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 536 25,581 SH   DFND 1 25,581 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,620 77,303 SH   SOLE   77,303 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 65,871 407,667 SH   SOLE   407,667 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 50,447 312,211 SH   DFND 1 312,211 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 30,997 286,614 SH   SOLE   286,614 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 27,869 257,691 SH   DFND 1 257,691 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 90,045 424,539 SH   SOLE   424,539 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,119 184,437 SH   DFND 1 184,437 0 0
ALIGN TECHNOLOGY INC COM 016255101 912 3,269 SH   SOLE   3,269 0 0
ALLEGHANY CORP DEL COM 017175100 6,410 8,017 SH   DFND 1 8,017 0 0
ALLEGHANY CORP DEL COM 017175100 22,004 27,520 SH   SOLE   27,520 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 681 32,945 SH   SOLE   32,945 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 8,338 5,250,000 SH   SOLE   5,250,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 573 15,245 SH   SOLE   15,245 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,828 10,505 SH   SOLE   10,505 0 0
ALLETE INC COM NEW 018522300 5,830 71,820 SH   SOLE   71,820 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 39,161 349,032 SH   SOLE   349,032 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 37,419 333,507 SH   DFND 1 333,507 0 0
ALLIANT ENERGY CORP COM 018802108 42,841 782,920 SH   DFND 1 782,920 0 0
ALLIANT ENERGY CORP COM 018802108 47,368 865,649 SH   SOLE   865,649 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 715 55,000 SH   DFND 1 55,000 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 389 29,950 SH   SOLE   29,950 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 416 42,425 SH   SOLE   42,425 0 0
ALLSTATE CORP COM 020002101 3,154 28,046 SH   SOLE   28,046 0 0
ALLY FINL INC COM 02005N100 49,550 1,621,400 SH   SOLE   1,621,400 0 0
ALLY FINL INC COM 02005N100 49,519 1,620,386 SH   DFND 1 1,620,386 0 0
ALPHABET INC CAP STK CL C 02079K107 31,463 23,532 SH   DFND 1 23,532 0 0
ALPHABET INC CAP STK CL C 02079K107 81,842 61,212 SH   SOLE   61,212 0 0
ALPHABET INC CAP STK CL A 02079K305 116,485 86,969 SH   DFND 1 86,969 0 0
ALPHABET INC CAP STK CL A 02079K305 306,720 229,000 SH   SOLE   229,000 0 0
ALTERYX INC COM CL A 02156B103 7,040 70,348 SH   SOLE   70,348 0 0
ALTERYX INC COM CL A 02156B103 3,524 35,213 SH   DFND 1 35,213 0 0
ALTRA INDL MOTION CORP COM 02208R106 57,412 1,585,529 SH   SOLE   1,585,529 0 0
ALTRA INDL MOTION CORP COM 02208R106 49,876 1,377,409 SH   DFND 1 1,377,409 0 0
ALTRIA GROUP INC COM 02209S103 5,736 114,918 SH   SOLE   114,918 0 0
AMAZON COM INC COM 023135106 171,960 93,060 SH   DFND 1 93,060 0 0
AMAZON COM INC COM 023135106 453,802 245,585 SH   SOLE   245,585 0 0
AMBAC FINL GROUP INC COM NEW 023139884 782 36,272 SH   SOLE   36,272 0 0
AMEDISYS INC COM 023436108 1,407 8,428 SH   SOLE   8,428 0 0
AMEREN CORP COM 023608102 1,021 13,292 SH   SOLE   13,292 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 510 17,770 SH   SOLE   17,770 0 0
AMERICAN ASSETS TR INC COM 024013104 3,268 71,191 SH   SOLE   71,191 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 964 89,559 SH   SOLE   89,559 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 21,347 453,904 SH   DFND 1 453,904 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 38,025 808,520 SH   SOLE   808,520 0 0
AMERICAN ELEC PWR CO INC COM 025537101 12,607 133,392 SH   SOLE   133,392 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 8,331 153,900 SH   SOLE   153,900 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 610 41,500 SH   SOLE   41,500 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,170 72,495 SH   SOLE   72,495 0 0
AMERICAN EXPRESS CO COM 025816109 6,434 51,683 SH   SOLE   51,683 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 16,497 150,453 SH   DFND 1 150,453 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 58,450 533,064 SH   SOLE   533,064 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,861 223,606 SH   SOLE   223,606 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,868 231,203 SH   DFND 1 231,203 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 23,010 448,278 SH   SOLE   448,278 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 521 19,034 SH   SOLE   19,034 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,999 3,950,000 SH   SOLE   3,950,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 212 14,268 SH   DFND 1 14,268 0 0
AMERICAN SOFTWARE INC CL A 029683109 433 29,108 SH   SOLE   29,108 0 0
AMERICAN STS WTR CO COM 029899101 2,541 29,333 SH   SOLE   29,333 0 0
AMERICAN TOWER CORP NEW COM 03027X100 76,864 334,453 SH   SOLE   334,453 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23,221 101,041 SH   DFND 1 101,041 0 0
AMERICAN VANGUARD CORP COM 030371108 412 21,152 SH   SOLE   21,152 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,012 8,240 SH   SOLE   8,240 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,296 12,396 SH   SOLE   12,396 0 0
AMERICOLD RLTY TR COM 03064D108 6,244 178,091 SH   SOLE   178,091 0 0
AMERISAFE INC COM 03071H100 1,015 15,368 SH   SOLE   15,368 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,292 26,953 SH   DFND 1 26,953 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,257 61,836 SH   SOLE   61,836 0 0
AMERIPRISE FINL INC COM 03076C106 6,849 41,115 SH   SOLE   41,115 0 0
AMERIPRISE FINL INC COM 03076C106 2,886 17,323 SH   DFND 1 17,323 0 0
AMERIS BANCORP COM 03076K108 3,315 77,922 SH   DFND 1 77,922 0 0
AMERIS BANCORP COM 03076K108 8,833 207,632 SH   SOLE   207,632 0 0
AMETEK INC NEW COM 031100100 44,862 449,791 SH   SOLE   449,791 0 0
AMETEK INC NEW COM 031100100 11,873 119,038 SH   DFND 1 119,038 0 0
AMGEN INC COM 031162100 9,741 40,408 SH   DFND 1 40,408 0 0
AMGEN INC COM 031162100 36,174 150,058 SH   SOLE   150,058 0 0
AMPHENOL CORP NEW CL A 032095101 16,663 153,958 SH   DFND 1 153,958 0 0
AMPHENOL CORP NEW CL A 032095101 62,836 580,578 SH   SOLE   580,578 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 526 27,283 SH   SOLE   27,283 0 0
ANALOG DEVICES INC COM 032654105 1,995 16,787 SH   SOLE   16,787 0 0
ANDERSONS INC COM 034164103 656 25,958 SH   SOLE   25,958 0 0
ANGIODYNAMICS INC COM 03475V101 480 29,955 SH   SOLE   29,955 0 0
ANIKA THERAPEUTICS INC COM 035255108 589 11,362 SH   SOLE   11,362 0 0
ANIXTER INTL INC COM 035290105 2,208 23,973 SH   SOLE   23,973 0 0
ANNALY CAP MGMT INC COM 035710409 95 10,050 SH   DFND 1 10,050 0 0
ANNALY CAP MGMT INC COM 035710409 121 12,858 SH   SOLE   12,858 0 0
ANSYS INC COM 03662Q105 46,678 181,338 SH   DFND 1 181,338 0 0
ANSYS INC COM 03662Q105 53,287 207,013 SH   SOLE   207,013 0 0
ANTHEM INC COM 036752103 2,323 7,692 SH   DFND 1 7,692 0 0
ANTHEM INC COM 036752103 15,514 51,365 SH   SOLE   51,365 0 0
ANTERO MIDSTREAM CORP COM 03676B102 589 77,609 SH   SOLE   77,609 0 0
APACHE CORP COM 037411105 2,271 88,727 SH   SOLE   88,727 0 0
APACHE CORP COM 037411105 721 28,185 SH   DFND 1 28,185 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 8,769 169,771 SH   SOLE   169,771 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,133 21,941 SH   DFND 1 21,941 0 0
APERGY CORP COM 03755L104 684 20,240 SH   SOLE   20,240 0 0
APOGEE ENTERPRISES INC COM 037598109 687 21,143 SH   SOLE   21,143 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,049 166,696 SH   SOLE   166,696 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,899 11,850,000 SH   SOLE   11,850,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,533 2,500,000 SH   SOLE   2,500,000 0 0
APPLE INC COM 037833100 409,292 1,393,809 SH   SOLE   1,393,809 0 0
APPLE INC COM 037833100 147,308 501,646 SH   DFND 1 501,646 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 7,770 478,138 SH   SOLE   478,138 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 5,418 333,436 SH   DFND 1 333,436 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,053 30,780 SH   SOLE   30,780 0 0
APPLIED MATLS INC COM 038222105 2,570 42,104 SH   SOLE   42,104 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 181 15,218 SH   SOLE   15,218 0 0
APTARGROUP INC COM 038336103 2,613 22,603 SH   DFND 1 22,603 0 0
APTARGROUP INC COM 038336103 8,837 76,434 SH   SOLE   76,434 0 0
AQUA AMERICA INC COM 03836W103 2,647 56,398 SH   SOLE   56,398 0 0
AQUA AMERICA INC UNIT 04/30/2022 03836W202 5,861 94,000 SH   SOLE   94,000 0 0
ARBOR RLTY TR INC COM 038923108 3,229 225,000 SH   SOLE   225,000 0 0
ARCBEST CORP COM 03937C105 561 20,310 SH   SOLE   20,310 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,176 25,373 SH   SOLE   25,373 0 0
ARCHROCK INC COM 03957W106 10,362 1,032,105 SH   SOLE   1,032,105 0 0
ARCHROCK INC COM 03957W106 4,018 400,201 SH   DFND 1 400,201 0 0
ARCOSA INC COM 039653100 15,552 349,093 SH   DFND 1 349,093 0 0
ARCOSA INC COM 039653100 25,911 581,620 SH   SOLE   581,620 0 0
ARCONIC INC COM 03965L100 543 17,656 SH   SOLE   17,656 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,008 44,215 SH   SOLE   44,215 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,007 22,178 SH   DFND 1 22,178 0 0
ARES CAP CORP COM 04010L103 1,628 87,304 SH   SOLE   87,304 0 0
ARES CAP CORP COM 04010L103 821 44,017 SH   DFND 1 44,017 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,457 4,300,000 SH   SOLE   4,300,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 3,009 2,837,000 SH   SOLE   2,837,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 1,404 1,324,000 SH   DFND 1 1,324,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 535 33,785 SH   SOLE   33,785 0 0
ARES COML REAL ESTATE CORP COM 04013V108 227 14,304 SH   DFND 1 14,304 0 0
ARISTA NETWORKS INC COM 040413106 12,710 62,490 SH   DFND 1 62,490 0 0
ARISTA NETWORKS INC COM 040413106 21,851 107,431 SH   SOLE   107,431 0 0
ARLO TECHNOLOGIES INC COM 04206A101 254 60,282 SH   SOLE   60,282 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,014 109,782 SH   SOLE   109,782 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 483 26,303 SH   DFND 1 26,303 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 838 46,891 SH   SOLE   46,891 0 0
ARROW ELECTRS INC COM 042735100 1,803 21,282 SH   SOLE   21,282 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,659 26,157 SH   SOLE   26,157 0 0
ARTESIAN RESOURCES CORP CL A 043113208 808 21,728 SH   DFND 1 21,728 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,060 55,351 SH   SOLE   55,351 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 324 10,034 SH   DFND 1 10,034 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 848 26,230 SH   SOLE   26,230 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,722 15,406 SH   SOLE   15,406 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 178 63,640 SH   DFND 1 63,640 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 450 161,369 SH   SOLE   161,369 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,204 15,737 SH   SOLE   15,737 0 0
ASSOCIATED BANC CORP COM 045487105 587 26,635 SH   DFND 1 26,635 0 0
ASSOCIATED BANC CORP COM 045487105 2,411 109,402 SH   SOLE   109,402 0 0
ASSURANT INC COM 04621X108 362 2,764 SH   SOLE   2,764 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 4,347 33,800 SH   SOLE   33,800 0 0
ASTEC INDS INC COM 046224101 754 17,952 SH   SOLE   17,952 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 568 20,600 SH   SOLE   20,600 0 0
ATMOS ENERGY CORP COM 049560105 609 5,440 SH   SOLE   5,440 0 0
ATRION CORP COM 049904105 1,317 1,753 SH   SOLE   1,753 0 0
ATRION CORP COM 049904105 519 690 SH   DFND 1 690 0 0
AUTODESK INC COM 052769106 1,840 10,029 SH   SOLE   10,029 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,270 42,641 SH   DFND 1 42,641 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 45,293 265,649 SH   SOLE   265,649 0 0
AUTONATION INC COM 05329W102 748 15,385 SH   SOLE   15,385 0 0
AUTOZONE INC COM 053332102 7,505 6,300 SH   DFND 1 6,300 0 0
AUTOZONE INC COM 053332102 21,229 17,820 SH   SOLE   17,820 0 0
AVALARA INC COM 05338G106 6,023 82,220 SH   DFND 1 82,220 0 0
AVALARA INC COM 05338G106 12,022 164,116 SH   SOLE   164,116 0 0
AVALONBAY CMNTYS INC COM 053484101 22,905 109,228 SH   SOLE   109,228 0 0
AVANOS MED INC COM 05350V106 422 12,524 SH   SOLE   12,524 0 0
AVERY DENNISON CORP COM 053611109 2,629 20,094 SH   DFND 1 20,094 0 0
AVERY DENNISON CORP COM 053611109 7,165 54,767 SH   SOLE   54,767 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 165 36,985 SH   SOLE   36,985 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 80 17,880 SH   DFND 1 17,880 0 0
AVIS BUDGET GROUP INC COM 053774105 479 14,853 SH   SOLE   14,853 0 0
AVISTA CORP COM 05379B107 2,554 53,118 SH   SOLE   53,118 0 0
AVNET INC COM 053807103 1,120 26,381 SH   SOLE   26,381 0 0
AVON PRODS INC COM 054303102 1,990 352,749 SH   SOLE   352,749 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 622 25,815 SH   SOLE   25,815 0 0
AXON ENTERPRISE INC COM 05464C101 1,136 15,505 SH   SOLE   15,505 0 0
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AXONICS MODULATION TECH INC COM 05465P101 8,999 324,764 SH   SOLE   324,764 0 0
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B & G FOODS INC NEW COM 05508R106 914 50,996 SH   SOLE   50,996 0 0
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BP PLC SPONSORED ADR 055622104 48,148 1,275,782 SH   SOLE   1,275,782 0 0
BWX TECHNOLOGIES INC COM 05605H100 12,142 195,583 SH   SOLE   195,583 0 0
BWX TECHNOLOGIES INC COM 05605H100 4,895 78,853 SH   DFND 1 78,853 0 0
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BAIDU INC SPON ADR REP A 056752108 887 7,020 SH   DFND 1 7,020 0 0
BAKER HUGHES COMPANY CL A 05722G100 759 29,620 SH   SOLE   29,620 0 0
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BALL CORP COM 058498106 41,246 637,790 SH   DFND 1 637,790 0 0
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BANCO BRADESCO S A SP ADR PFD NEW 059460303 90 10,050 SH   DFND 1 10,050 0 0
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BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 353 15,304 SH   DFND 1 15,304 0 0
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BANDWIDTH INC COM CL A 05988J103 8,557 133,606 SH   SOLE   133,606 0 0
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BANK AMER CORP COM 060505104 189,630 5,384,164 SH   SOLE   5,384,164 0 0
BANK AMER CORP COM 060505104 91,997 2,612,080 SH   DFND 1 2,612,080 0 0
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BANK AMER CORP 7.25%CNV PFD L 060505682 846 584 SH   DFND 1 584 0 0
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BANK OF MARIN BANCORP COM 063425102 358 7,946 SH   DFND 1 7,946 0 0
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BANK OZK COM 06417N103 964 31,586 SH   SOLE   31,586 0 0
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BECTON DICKINSON & CO COM 075887109 21,275 78,226 SH   SOLE   78,226 0 0
BECTON DICKINSON & CO COM 075887109 4,498 16,537 SH   DFND 1 16,537 0 0
BED BATH & BEYOND INC COM 075896100 572 33,071 SH   SOLE   33,071 0 0
BELDEN INC COM 077454106 555 10,096 SH   SOLE   10,096 0 0
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BERKLEY W R CORP COM 084423102 576 8,338 SH   SOLE   8,338 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,061 48,836 SH   DFND 1 48,836 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 71,350 315,011 SH   SOLE   315,011 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,124 34,196 SH   SOLE   34,196 0 0
BEST BUY INC COM 086516101 911 10,379 SH   SOLE   10,379 0 0
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BIO RAD LABS INC CL A 090572207 18,522 50,055 SH   SOLE   50,055 0 0
BIO RAD LABS INC CL A 090572207 6,977 18,856 SH   DFND 1 18,856 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,901 128,924 SH   SOLE   128,924 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,299 39,017 SH   DFND 1 39,017 0 0
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BIO TECHNE CORP COM 09073M104 27,667 126,038 SH   SOLE   126,038 0 0
BIO TECHNE CORP COM 09073M104 11,841 53,944 SH   DFND 1 53,944 0 0
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BLACK HILLS CORP COM 092113109 1,261 16,058 SH   SOLE   16,058 0 0
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BLACKLINE INC COM 09239B109 21,749 421,819 SH   SOLE   421,819 0 0
BLACKLINE INC COM 09239B109 13,693 265,575 SH   DFND 1 265,575 0 0
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BLACKROCK INC COM 09247X101 4,776 9,500 SH   DFND 1 9,500 0 0
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BLACKROCK ENHANCED EQT DIV T COM 09251A104 132 13,312 SH   SOLE   13,312 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 105 10,625 SH   DFND 1 10,625 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,800 1,800,000 SH   SOLE   1,800,000 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 144 12,866 SH   SOLE   12,866 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 125 11,134 SH   DFND 1 11,134 0 0
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BLACKROCK RES & COMM STRAT T SHS 09257A108 350 43,327 SH   SOLE   43,327 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 229 216,000 SH   DFND 1 216,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 17,982 16,940,000 SH   SOLE   16,940,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 7,487 7,000,000 SH   SOLE   7,000,000 0 0
BLOCK H & R INC COM 093671105 209 8,899 SH   SOLE   8,899 0 0
BLOOMIN BRANDS INC COM 094235108 1,526 69,166 SH   SOLE   69,166 0 0
BLUCORA INC COM 095229100 1,019 38,971 SH   SOLE   38,971 0 0
BLUEBIRD BIO INC COM 09609G100 209 2,387 SH   DFND 1 2,387 0 0
BLUEBIRD BIO INC COM 09609G100 533 6,075 SH   SOLE   6,075 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 224 18,571 SH   SOLE   18,571 0 0
BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 80 25,690 SH   DFND 1 25,690 0 0
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BOEING CO COM 097023105 28,800 88,410 SH   DFND 1 88,410 0 0
BOEING CO COM 097023105 69,937 214,689 SH   SOLE   214,689 0 0
BOISE CASCADE CO DEL COM 09739D100 1,134 31,035 SH   SOLE   31,035 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 345 14,788 SH   SOLE   14,788 0 0
BOOKING HLDGS INC COM 09857L108 5,870 2,858 SH   DFND 1 2,858 0 0
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BORGWARNER INC COM 099724106 3,739 86,184 SH   DFND 1 86,184 0 0
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BOSTON PROPERTIES INC COM 101121101 10,555 76,560 SH   SOLE   76,560 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,873 63,529 SH   SOLE   63,529 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,627 30,347 SH   SOLE   30,347 0 0
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BRADY CORP CL A 104674106 2,269 39,626 SH   SOLE   39,626 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 9,004 653,422 SH   SOLE   653,422 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 6,631 481,170 SH   DFND 1 481,170 0 0
BRIGGS & STRATTON CORP COM 109043109 225 33,817 SH   SOLE   33,817 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 17,099 113,771 SH   DFND 1 113,771 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 40,604 270,170 SH   SOLE   270,170 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,120 28,550 SH   SOLE   28,550 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 3,727 364,679 SH   DFND 1 364,679 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 8,452 827,038 SH   SOLE   827,038 0 0
BRINKER INTL INC COM 109641100 410 9,765 SH   SOLE   9,765 0 0
BRINKS CO COM 109696104 1,185 13,071 SH   SOLE   13,071 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,858 106,845 SH   SOLE   106,845 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 9,761 451,705 SH   SOLE   451,705 0 0
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BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,674 21,642 SH   DFND 1 21,642 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 13,250 107,255 SH   SOLE   107,255 0 0
BROADCOM INC COM 11135F101 963 3,046 SH   DFND 1 3,046 0 0
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BROOKLINE BANCORP INC DEL COM 11373M107 1,045 63,515 SH   SOLE   63,515 0 0
BROOKS AUTOMATION INC COM 114340102 2,416 57,567 SH   SOLE   57,567 0 0
BROWN & BROWN INC COM 115236101 5,403 136,858 SH   SOLE   136,858 0 0
BROWN & BROWN INC COM 115236101 1,178 29,826 SH   DFND 1 29,826 0 0
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BRUKER CORP COM 116794108 287 5,639 SH   DFND 1 5,639 0 0
BRUKER CORP COM 116794108 731 14,351 SH   SOLE   14,351 0 0
BRUNSWICK CORP COM 117043109 1,278 21,315 SH   SOLE   21,315 0 0
BUCKLE INC COM 118440106 615 22,733 SH   SOLE   22,733 0 0
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BYLINE BANCORP INC COM 124411109 306 15,650 SH   DFND 1 15,650 0 0
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CBIZ INC COM 124805102 11,040 409,491 SH   SOLE   409,491 0 0
CBIZ INC COM 124805102 4,687 173,855 SH   DFND 1 173,855 0 0
CBL & ASSOC PPTYS INC COM 124830100 112 106,687 SH   DFND 1 106,687 0 0
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CBOE GLOBAL MARKETS INC COM 12503M108 4,858 40,481 SH   DFND 1 40,481 0 0
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CBRE GROUP INC CL A 12504L109 935 15,258 SH   SOLE   15,258 0 0
CDK GLOBAL INC COM 12508E101 6,416 117,344 SH   DFND 1 117,344 0 0
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CDW CORP COM 12514G108 4,124 28,872 SH   DFND 1 28,872 0 0
CDW CORP COM 12514G108 9,349 65,449 SH   SOLE   65,449 0 0
CF INDS HLDGS INC COM 125269100 14,086 295,056 SH   DFND 1 295,056 0 0
CF INDS HLDGS INC COM 125269100 25,252 528,951 SH   SOLE   528,951 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 482 6,166 SH   SOLE   6,166 0 0
CIGNA CORP NEW COM 125523100 41,411 202,511 SH   SOLE   202,511 0 0
CIGNA CORP NEW COM 125523100 21,535 105,313 SH   DFND 1 105,313 0 0
CIT GROUP INC COM NEW 125581801 1,587 34,782 SH   DFND 1 34,782 0 0
CIT GROUP INC COM NEW 125581801 3,567 78,179 SH   SOLE   78,179 0 0
CME GROUP INC COM 12572Q105 3,279 16,334 SH   SOLE   16,334 0 0
CMS ENERGY CORP COM 125896100 41,452 659,637 SH   DFND 1 659,637 0 0
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CSS INDS INC COM 125906107 405 91,744 SH   SOLE   91,744 0 0
CSS INDS INC COM 125906107 147 33,413 SH   DFND 1 33,413 0 0
CRA INTL INC COM 12618T105 1,938 35,575 SH   SOLE   35,575 0 0
CRA INTL INC COM 12618T105 780 14,320 SH   DFND 1 14,320 0 0
CNO FINL GROUP INC COM 12621E103 716 39,492 SH   SOLE   39,492 0 0
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CTS CORP COM 126501105 1,552 51,708 SH   DFND 1 51,708 0 0
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CNX RESOURCES CORPORATION COM 12653C108 431 48,754 SH   SOLE   48,754 0 0
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CABLE ONE INC COM 12685J105 1,954 1,313 SH   SOLE   1,313 0 0
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CADENCE DESIGN SYSTEM INC COM 127387108 887 12,789 SH   SOLE   12,789 0 0
CADENCE BANCORPORATION CL A 12739A100 1,848 101,932 SH   SOLE   101,932 0 0
CAESARS ENTMT CORP COM 127686103 1,983 145,838 SH   SOLE   145,838 0 0
CAL MAINE FOODS INC COM NEW 128030202 1,031 24,115 SH   SOLE   24,115 0 0
CALAMP CORP COM 128126109 260 27,168 SH   SOLE   27,168 0 0
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CAMPBELL SOUP CO COM 134429109 380 7,699 SH   SOLE   7,699 0 0
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CANTEL MEDICAL CORP COM 138098108 694 9,790 SH   SOLE   9,790 0 0
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CARMAX INC COM 143130102 657 7,495 SH   SOLE   7,495 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 621 12,469 SH   SOLE   12,469 0 0
CARTERS INC COM 146229109 1,261 11,535 SH   SOLE   11,535 0 0
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CATHAY GEN BANCORP COM 149150104 753 19,786 SH   SOLE   19,786 0 0
CATO CORP NEW CL A 149205106 301 17,302 SH   SOLE   17,302 0 0
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CENTRAL PAC FINL CORP COM NEW 154760409 668 22,595 SH   SOLE   22,595 0 0
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CERIDIAN HCM HLDG INC COM 15677J108 1,788 26,334 SH   SOLE   26,334 0 0
CERNER CORP COM 156782104 1,051 14,316 SH   SOLE   14,316 0 0
CEVA INC COM 157210105 893 33,112 SH   SOLE   33,112 0 0
CHARLES RIV LABS INTL INC COM 159864107 7,047 46,134 SH   DFND 1 46,134 0 0
CHARLES RIV LABS INTL INC COM 159864107 18,433 120,668 SH   SOLE   120,668 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,924 28,505 SH   SOLE   28,505 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,466 7,146 SH   SOLE   7,146 0 0
CHATHAM LODGING TR COM 16208T102 1,767 96,333 SH   SOLE   96,333 0 0
CHATHAM LODGING TR COM 16208T102 452 24,632 SH   DFND 1 24,632 0 0
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CHEMED CORP NEW COM 16359R103 4,266 9,712 SH   DFND 1 9,712 0 0
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CHEMOURS CO COM 163851108 773 42,722 SH   SOLE   42,722 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 16,644 21,134,000 SH   SOLE   21,134,000 0 0
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EAGLE MATERIALS INC COM 26969P108 986 10,878 SH   SOLE   10,878 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 484 8,055 SH   SOLE   8,055 0 0
EAST WEST BANCORP INC COM 27579R104 7,106 145,914 SH   SOLE   145,914 0 0
EAST WEST BANCORP INC COM 27579R104 2,333 47,914 SH   DFND 1 47,914 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 1,401 59,049 SH   SOLE   59,049 0 0
EASTGROUP PPTY INC COM 277276101 515 3,879 SH   DFND 1 3,879 0 0
EASTGROUP PPTY INC COM 277276101 4,384 33,041 SH   SOLE   33,041 0 0
EASTMAN CHEMICAL CO COM 277432100 26,506 334,423 SH   DFND 1 334,423 0 0
EASTMAN CHEMICAL CO COM 277432100 52,207 658,683 SH   SOLE   658,683 0 0
EATON VANCE CORP COM NON VTG 278265103 1,380 29,564 SH   SOLE   29,564 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 112 12,732 SH   DFND 1 12,732 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 129 14,720 SH   SOLE   14,720 0 0
EBAY INC COM 278642103 1,259 34,855 SH   SOLE   34,855 0 0
EBIX INC COM NEW 278715206 592 17,726 SH   SOLE   17,726 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 450 21,734 SH   SOLE   21,734 0 0
ECOLAB INC COM 278865100 25,160 130,370 SH   DFND 1 130,370 0 0
ECOLAB INC COM 278865100 74,396 385,493 SH   SOLE   385,493 0 0
EDGEWELL PERS CARE CO COM 28035Q102 439 14,164 SH   SOLE   14,164 0 0
EDISON INTL COM 281020107 1,233 16,345 SH   SOLE   16,345 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 61,119 261,988 SH   DFND 1 261,988 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 96,463 413,491 SH   SOLE   413,491 0 0
EHEALTH INC COM 28238P109 1,555 16,185 SH   SOLE   16,185 0 0
8X8 INC NEW COM 282914100 1,460 79,805 SH   SOLE   79,805 0 0
EL PASO ELEC CO COM NEW 283677854 2,202 32,435 SH   SOLE   32,435 0 0
ELDORADO RESORTS INC COM 28470R102 1,018 17,069 SH   SOLE   17,069 0 0
ELECTRONIC ARTS INC COM 285512109 1,431 13,308 SH   SOLE   13,308 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 674 62,154 SH   SOLE   62,154 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 206 18,961 SH   DFND 1 18,961 0 0
EMCOR GROUP INC COM 29084Q100 11,761 136,278 SH   DFND 1 136,278 0 0
EMCOR GROUP INC COM 29084Q100 31,562 365,720 SH   SOLE   365,720 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,885 34,940 SH   SOLE   34,940 0 0
EMERSON ELEC CO COM 291011104 5,180 67,927 SH   DFND 1 67,927 0 0
EMERSON ELEC CO COM 291011104 17,828 233,784 SH   SOLE   233,784 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 545 51,699 SH   DFND 1 51,699 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 1,422 134,754 SH   SOLE   134,754 0 0
EMPIRE ST RLTY TR INC CL A 292104106 255 18,256 SH   DFND 1 18,256 0 0
EMPIRE ST RLTY TR INC CL A 292104106 647 46,378 SH   SOLE   46,378 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,058 25,333 SH   SOLE   25,333 0 0
ENBRIDGE INC COM 29250N105 2,454 61,695 SH   DFND 1 61,695 0 0
ENBRIDGE INC COM 29250N105 2,156 54,220 SH   SOLE   54,220 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 786 12,723 SH   SOLE   12,723 0 0
ENCORE CAP GROUP INC COM 292554102 778 22,010 SH   SOLE   22,010 0 0
ENCORE WIRE CORP COM 292562105 21,322 371,471 SH   SOLE   371,471 0 0
ENCORE WIRE CORP COM 292562105 14,924 259,995 SH   DFND 1 259,995 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,785 25,764 SH   SOLE   25,764 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 844 16,810 SH   SOLE   16,810 0 0
ENERSYS COM 29275Y102 827 11,049 SH   SOLE   11,049 0 0
ENPRO INDS INC COM 29355X107 1,107 16,549 SH   SOLE   16,549 0 0
ENOVA INTL INC COM 29357K103 647 26,889 SH   SOLE   26,889 0 0
ENSIGN GROUP INC COM 29358P101 1,812 39,933 SH   SOLE   39,933 0 0
ENTERGY CORP NEW COM 29364G103 53,727 448,470 SH   SOLE   448,470 0 0
ENTERGY CORP NEW COM 29364G103 52,603 439,093 SH   DFND 1 439,093 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,427 50,339 SH   SOLE   50,339 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 935 19,403 SH   DFND 1 19,403 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 22,520 799,706 SH   SOLE   799,706 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 14,180 503,558 SH   DFND 1 503,558 0 0
EPLUS INC COM 294268107 1,999 23,710 SH   DFND 1 23,710 0 0
EPLUS INC COM 294268107 5,472 64,924 SH   SOLE   64,924 0 0
EQUIFAX INC COM 294429105 773 5,519 SH   SOLE   5,519 0 0
EQUINIX INC COM 29444U700 30,005 51,405 SH   SOLE   51,405 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 711 53,250 SH   SOLE   53,250 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 240 3,415 SH   DFND 1 3,415 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 9,815 139,437 SH   SOLE   139,437 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,807 34,688 SH   DFND 1 34,688 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 46,590 575,755 SH   SOLE   575,755 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,914 20,687 SH   SOLE   20,687 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 3,237 130,468 SH   SOLE   130,468 0 0
ESSEX PPTY TR INC COM 297178105 3,130 10,402 SH   DFND 1 10,402 0 0
ESSEX PPTY TR INC COM 297178105 23,656 78,627 SH   SOLE   78,627 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 775 40,650 SH   DFND 1 40,650 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,252 118,138 SH   SOLE   118,138 0 0
ETSY INC COM 29786A106 38,918 878,513 SH   DFND 1 878,513 0 0
ETSY INC COM 29786A106 42,785 965,806 SH   SOLE   965,806 0 0
EURONET WORLDWIDE INC COM 298736109 4,974 31,568 SH   DFND 1 31,568 0 0
EURONET WORLDWIDE INC COM 298736109 10,241 64,998 SH   SOLE   64,998 0 0
EVERCORE INC CLASS A 29977A105 764 10,213 SH   SOLE   10,213 0 0
EVERI HLDGS INC COM 30034T103 12,747 949,143 SH   SOLE   949,143 0 0
EVERI HLDGS INC COM 30034T103 5,287 393,700 SH   DFND 1 393,700 0 0
EVERGY INC COM 30034W106 676 10,388 SH   SOLE   10,388 0 0
EVERTEC INC COM 30040P103 1,618 47,535 SH   SOLE   47,535 0 0
EVERSOURCE ENERGY COM 30040W108 1,255 14,757 SH   SOLE   14,757 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 100 18,204 SH   SOLE   18,204 0 0
EXELON CORP COM 30161N101 36,825 807,737 SH   DFND 1 807,737 0 0
EXELON CORP COM 30161N101 67,287 1,475,924 SH   SOLE   1,475,924 0 0
EXELIXIS INC COM 30161Q104 1,399 79,393 SH   SOLE   79,393 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,585 37,209 SH   DFND 1 37,209 0 0
EXLSERVICE HOLDINGS INC COM 302081104 8,215 118,270 SH   SOLE   118,270 0 0
EXPEDIA GROUP INC COM NEW 30212P303 689 6,369 SH   SOLE   6,369 0 0
EXP WORLD HOLDINGS INC COM 30212W100 201 17,778 SH   SOLE   17,778 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,231 54,227 SH   DFND 1 54,227 0 0
EXPEDITORS INTL WASH INC COM 302130109 9,545 122,345 SH   SOLE   122,345 0 0
EXPONENT INC COM 30214U102 2,848 41,269 SH   SOLE   41,269 0 0
EXPRESS INC COM 30219E103 261 53,561 SH   SOLE   53,561 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,848 83,773 SH   SOLE   83,773 0 0
EXTREME NETWORKS INC COM 30226D106 713 96,798 SH   SOLE   96,798 0 0
EXTERRAN CORP COM 30227H106 1,260 160,931 SH   SOLE   160,931 0 0
EXTERRAN CORP COM 30227H106 422 53,854 SH   DFND 1 53,854 0 0
EZCORP INC CL A NON VTG 302301106 285 41,855 SH   SOLE   41,855 0 0
EXXON MOBIL CORP COM 30231G102 32,865 470,983 SH   SOLE   470,983 0 0
EXXON MOBIL CORP COM 30231G102 10,826 155,140 SH   DFND 1 155,140 0 0
FBL FINL GROUP INC CL A 30239F106 711 12,057 SH   DFND 1 12,057 0 0
FBL FINL GROUP INC CL A 30239F106 1,910 32,403 SH   SOLE   32,403 0 0
FLIR SYS INC COM 302445101 812 15,596 SH   SOLE   15,596 0 0
F M C CORP COM NEW 302491303 2,274 22,784 SH   SOLE   22,784 0 0
FNB CORP PA COM 302520101 1,078 84,901 SH   SOLE   84,901 0 0
FTI CONSULTING INC COM 302941109 1,088 9,833 SH   SOLE   9,833 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 17,603 14,070,000 SH   SOLE   14,070,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 2,346 1,875,000 SH   DFND 1 1,875,000 0 0
FACEBOOK INC CL A 30303M102 72,829 354,829 SH   DFND 1 354,829 0 0
FACEBOOK INC CL A 30303M102 203,442 991,189 SH   SOLE   991,189 0 0
FACTSET RESH SYS INC COM 303075105 2,660 9,915 SH   SOLE   9,915 0 0
FAIR ISAAC CORP COM 303250104 2,611 6,968 SH   DFND 1 6,968 0 0
FAIR ISAAC CORP COM 303250104 8,740 23,327 SH   SOLE   23,327 0 0
FARMLAND PARTNERS INC COM 31154R109 360 53,084 SH   SOLE   53,084 0 0
FARMLAND PARTNERS INC COM 31154R109 135 19,960 SH   DFND 1 19,960 0 0
FARO TECHNOLOGIES INC COM 311642102 698 13,857 SH   SOLE   13,857 0 0
FASTENAL CO COM 311900104 966 26,141 SH   SOLE   26,141 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 408 4,883 SH   DFND 1 4,883 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 958 11,470 SH   SOLE   11,470 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,363 33,896 SH   SOLE   33,896 0 0
FEDERAL SIGNAL CORP COM 313855108 1,554 48,179 SH   SOLE   48,179 0 0
FEDERATED INVS INC PA CL B 314211103 818 25,103 SH   SOLE   25,103 0 0
FEDEX CORP COM 31428X106 1,654 10,941 SH   SOLE   10,941 0 0
FERRO CORP COM 315405100 1,274 85,884 SH   SOLE   85,884 0 0
FERRO CORP COM 315405100 150 10,119 SH   DFND 1 10,119 0 0
F5 NETWORKS INC COM 315616102 5,934 42,491 SH   DFND 1 42,491 0 0
F5 NETWORKS INC COM 315616102 16,048 114,917 SH   SOLE   114,917 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,896 28,013 SH   SOLE   28,013 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 169 17,065 SH   SOLE   17,065 0 0
FIFTH THIRD BANCORP COM 316773100 31,417 1,022,020 SH   DFND 1 1,022,020 0 0
FIFTH THIRD BANCORP COM 316773100 58,481 1,902,445 SH   SOLE   1,902,445 0 0
FINANCIAL INSTNS INC COM 317585404 3,023 94,160 SH   SOLE   94,160 0 0
FINANCIAL INSTNS INC COM 317585404 1,191 37,098 SH   DFND 1 37,098 0 0
FIRST AMERN FINL CORP COM 31847R102 1,391 23,857 SH   DFND 1 23,857 0 0
FIRST AMERN FINL CORP COM 31847R102 5,247 89,966 SH   SOLE   89,966 0 0
FIRST BANCORP P R COM NEW 318672706 1,833 173,072 SH   SOLE   173,072 0 0
FIRST BUSEY CORP COM NEW 319383204 1,913 69,548 SH   DFND 1 69,548 0 0
FIRST BUSEY CORP COM NEW 319383204 5,214 189,592 SH   SOLE   189,592 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 10,375 19,495 SH   DFND 1 19,495 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 25,570 48,045 SH   SOLE   48,045 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,136 78,284 SH   SOLE   78,284 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,793 88,709 SH   DFND 1 88,709 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 6,306 200,251 SH   SOLE   200,251 0 0
FIRST FINL BANCORP OH COM 320209109 2,013 79,133 SH   SOLE   79,133 0 0
FIRST FINL BANKSHARES COM 32020R109 1,246 35,495 SH   SOLE   35,495 0 0
FIRST FINL CORP IND COM 320218100 1,359 29,731 SH   DFND 1 29,731 0 0
FIRST FINL CORP IND COM 320218100 3,388 74,107 SH   SOLE   74,107 0 0
FIRST HORIZON NATL CORP COM 320517105 1,346 81,309 SH   SOLE   81,309 0 0
FIRST HAWAIIAN INC COM 32051X108 264 9,155 SH   SOLE   9,155 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 4,141 99,758 SH   DFND 1 99,758 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 14,840 357,502 SH   SOLE   357,502 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 12,217 291,443 SH   DFND 1 291,443 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 17,406 415,231 SH   SOLE   415,231 0 0
FIRST LONG IS CORP COM 320734106 342 13,625 SH   SOLE   13,625 0 0
FIRST MID BANCSHARES INC COM 320866106 257 7,294 SH   SOLE   7,294 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,027 44,542 SH   DFND 1 44,542 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,687 203,255 SH   SOLE   203,255 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 58,130 494,937 SH   SOLE   494,937 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 49,958 425,352 SH   DFND 1 425,352 0 0
FIRST SOLAR INC COM 336433107 1,110 19,830 SH   SOLE   19,830 0 0
FIRSTCASH INC COM 33767D105 899 11,152 SH   SOLE   11,152 0 0
FISERV INC COM 337738108 39,305 339,921 SH   SOLE   339,921 0 0
FISERV INC COM 337738108 15,374 132,958 SH   DFND 1 132,958 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,050 27,449 SH   SOLE   27,449 0 0
FIRSTENERGY CORP COM 337932107 1,197 24,627 SH   SOLE   24,627 0 0
FIVE BELOW INC COM 33829M101 13,784 107,804 SH   DFND 1 107,804 0 0
FIVE BELOW INC COM 33829M101 30,002 234,646 SH   SOLE   234,646 0 0
FIVE9 INC COM 338307101 14,012 213,667 SH   SOLE   213,667 0 0
FIVE9 INC COM 338307101 5,877 89,611 SH   DFND 1 89,611 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,138 3,955 SH   SOLE   3,955 0 0
FLUOR CORP NEW COM 343412102 692 36,627 SH   SOLE   36,627 0 0
FLOWERS FOODS INC COM 343498101 1,093 50,293 SH   SOLE   50,293 0 0
FLOWSERVE CORP COM 34354P105 297 5,964 SH   SOLE   5,964 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 331 3,500 SH   DFND 1 3,500 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 686 7,262 SH   SOLE   7,262 0 0
FOOT LOCKER INC COM 344849104 1,091 27,969 SH   SOLE   27,969 0 0
FORD MTR CO DEL COM 345370860 1,651 177,486 SH   SOLE   177,486 0 0
FORMFACTOR INC COM 346375108 1,565 60,276 SH   SOLE   60,276 0 0
FORRESTER RESH INC COM 346563109 2,782 66,717 SH   DFND 1 66,717 0 0
FORRESTER RESH INC COM 346563109 6,652 159,519 SH   SOLE   159,519 0 0
FORTINET INC COM 34959E109 691 6,470 SH   SOLE   6,470 0 0
FORTIVE CORP COM 34959J108 1,029 13,469 SH   SOLE   13,469 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 395 406 SH   DFND 1 406 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 12,592 12,945 SH   SOLE   12,945 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 414 6,342 SH   SOLE   6,342 0 0
FORWARD AIR CORP COM 349853101 1,569 22,432 SH   SOLE   22,432 0 0
FOSSIL GROUP INC COM 34988V106 292 37,005 SH   SOLE   37,005 0 0
FOUNDATION BLDG MATLS INC COM 350392106 272 14,034 SH   SOLE   14,034 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 3,053 108,299 SH   SOLE   108,299 0 0
FOX CORP CL A COM 35137L105 599 16,158 SH   SOLE   16,158 0 0
FOX CORP CL B COM 35137L204 269 7,400 SH   SOLE   7,400 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,134 30,675 SH   SOLE   30,675 0 0
FRANKLIN ELEC INC COM 353514102 1,756 30,640 SH   SOLE   30,640 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 366 10,664 SH   SOLE   10,664 0 0
FRANKLIN RES INC COM 354613101 330 12,713 SH   SOLE   12,713 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,791 209,232 SH   SOLE   209,232 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 425 49,680 SH   DFND 1 49,680 0 0
FREEPORT-MCMORAN INC CL B 35671D857 868 66,131 SH   SOLE   66,131 0 0
FULLER H B CO COM 359694106 2,093 40,594 SH   SOLE   40,594 0 0
FULTON FINL CORP PA COM 360271100 747 42,884 SH   SOLE   42,884 0 0
FUTUREFUEL CORPORATION COM 36116M106 255 20,550 SH   SOLE   20,550 0 0
GATX CORP COM 361448103 760 9,171 SH   SOLE   9,171 0 0
GEO GROUP INC NEW COM 36162J106 526 31,688 SH   SOLE   31,688 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 973 42,828 SH   SOLE   42,828 0 0
GEE GROUP INC COM 36165A102 72 183,859 SH   SOLE   183,859 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 753 14,600 SH   SOLE   14,600 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,685 229,392 SH   DFND 1 229,392 0 0
G-III APPAREL GROUP LTD COM 36237H101 12,551 374,671 SH   SOLE   374,671 0 0
GMS INC COM 36251C103 909 33,577 SH   SOLE   33,577 0 0
GALLAGHER ARTHUR J & CO COM 363576109 21,309 223,763 SH   SOLE   223,763 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,656 48,888 SH   DFND 1 48,888 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 6,174 143,415 SH   SOLE   143,415 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,732 40,234 SH   DFND 1 40,234 0 0
GAMESTOP CORP NEW CL A 36467W109 319 52,492 SH   SOLE   52,492 0 0
GANNETT CO INC NEW COM 36472T109 624 97,844 SH   SOLE   97,844 0 0
GARRETT MOTION INC COM 366505105 595 59,580 SH   SOLE   59,580 0 0
GARTNER INC COM 366651107 1,978 12,838 SH   SOLE   12,838 0 0
GEE HOLDINGS COM 36165A102 72 183,659 SH   SOLE   183,659 0 0
GENERAL DYNAMICS CORP COM 369550108 59,796 339,073 SH   SOLE   339,073 0 0
GENERAL DYNAMICS CORP COM 369550108 23,496 133,233 SH   DFND 1 133,233 0 0
GENERAL ELECTRIC CO COM 369604103 4,442 398,065 SH   SOLE   398,065 0 0
GENERAL MLS INC COM 370334104 1,475 27,548 SH   SOLE   27,548 0 0
GENERAL MTRS CO COM 37045V100 2,097 57,308 SH   SOLE   57,308 0 0
GENESCO INC COM 371532102 544 11,346 SH   SOLE   11,346 0 0
GENTEX CORP COM 371901109 1,916 66,100 SH   SOLE   66,100 0 0
GENUINE PARTS CO COM 372460105 1,834 17,266 SH   SOLE   17,266 0 0
GENUINE PARTS CO COM 372460105 555 5,220 SH   DFND 1 5,220 0 0
GENWORTH FINL INC COM CL A 37247D106 579 131,513 SH   SOLE   131,513 0 0
GENTHERM INC COM 37253A103 1,157 26,071 SH   SOLE   26,071 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 182 10,854 SH   SOLE   10,854 0 0
GERDAU S A SPON ADR REP PFD 373737105 918 187,329 SH   SOLE   187,329 0 0
GERDAU S A SPON ADR REP PFD 373737105 443 90,456 SH   DFND 1 90,456 0 0
GETTY RLTY CORP NEW COM 374297109 402 12,240 SH   DFND 1 12,240 0 0
GETTY RLTY CORP NEW COM 374297109 1,825 55,526 SH   SOLE   55,526 0 0
GIBRALTAR INDS INC COM 374689107 1,296 25,697 SH   SOLE   25,697 0 0
GILEAD SCIENCES INC COM 375558103 78,202 1,203,471 SH   SOLE   1,203,471 0 0
GILEAD SCIENCES INC COM 375558103 36,118 555,832 SH   DFND 1 555,832 0 0
GLACIER BANCORP INC NEW COM 37637Q105 3,140 68,266 SH   SOLE   68,266 0 0
GLADSTONE COML CORP COM 376536108 1,044 47,748 SH   SOLE   47,748 0 0
GLADSTONE COML CORP COM 376536108 438 20,015 SH   DFND 1 20,015 0 0
GLATFELTER COM 377316104 644 35,171 SH   SOLE   35,171 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,445 71,231 SH   SOLE   71,231 0 0
GLOBAL PMTS INC COM 37940X102 19,710 107,964 SH   SOLE   107,964 0 0
GLOBAL PMTS INC COM 37940X102 8,257 45,229 SH   DFND 1 45,229 0 0
GLOBUS MED INC CL A 379577208 1,184 20,113 SH   SOLE   20,113 0 0
GLOBE LIFE INC COM 37959E102 478 4,541 SH   SOLE   4,541 0 0
GLU MOBILE INC COM 379890106 555 91,705 SH   SOLE   91,705 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,462 36,803 SH   DFND 1 36,803 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 18,462 80,295 SH   SOLE   80,295 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,790 1,740,000 SH   SOLE   1,740,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 175 11,251 SH   DFND 1 11,251 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,391 89,413 SH   SOLE   89,413 0 0
GORMAN RUPP CO COM 383082104 1,058 28,208 SH   DFND 1 28,208 0 0
GORMAN RUPP CO COM 383082104 2,444 65,170 SH   SOLE   65,170 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,036 14,834 SH   SOLE   14,834 0 0
GRACE W R & CO DEL NEW COM 38388F108 419 5,997 SH   DFND 1 5,997 0 0
GRACO INC COM 384109104 2,266 43,579 SH   SOLE   43,579 0 0
GRAHAM HLDGS CO COM 384637104 727 1,137 SH   SOLE   1,137 0 0
GRAINGER W W INC COM 384802104 673 1,989 SH   SOLE   1,989 0 0
GRAN TIERRA ENERGY INC COM 38500T101 421 326,019 SH   SOLE   326,019 0 0
GRAN TIERRA ENERGY INC COM 38500T101 188 145,356 SH   DFND 1 145,356 0 0
GRAND CANYON ED INC COM 38526M106 17,573 183,452 SH   SOLE   183,452 0 0
GRAND CANYON ED INC COM 38526M106 8,073 84,279 SH   DFND 1 84,279 0 0
GRANITE CONSTR INC COM 387328107 1,030 37,217 SH   SOLE   37,217 0 0
GRANITE PT MTG TR INC COM 38741L107 904 49,188 SH   SOLE   49,188 0 0
GREAT SOUTHN BANCORP INC COM 390905107 4,016 63,430 SH   DFND 1 63,430 0 0
GREAT SOUTHN BANCORP INC COM 390905107 10,069 159,012 SH   SOLE   159,012 0 0
GREAT WESTN BANCORP INC COM 391416104 2,194 63,163 SH   SOLE   63,163 0 0
GREAT WESTN BANCORP INC COM 391416104 251 7,223 SH   DFND 1 7,223 0 0
GREEN DOT CORP CL A 39304D102 288 12,378 SH   SOLE   12,378 0 0
GREEN PLAINS INC COM 393222104 415 26,911 SH   SOLE   26,911 0 0
GREENBRIER COS INC COM 393657101 842 25,955 SH   SOLE   25,955 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 9,701 10,050,000 SH   SOLE   10,050,000 0 0
GREENHILL & CO INC COM 395259104 202 11,851 SH   SOLE   11,851 0 0
GREIF INC CL A 397624107 303 6,861 SH   SOLE   6,861 0 0
GRIFFON CORP COM 398433102 689 33,915 SH   SOLE   33,915 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,394 13,936 SH   SOLE   13,936 0 0
GRUBHUB INC COM 400110102 1,162 23,895 SH   SOLE   23,895 0 0
GUARDANT HEALTH INC COM 40131M109 15,718 201,148 SH   SOLE   201,148 0 0
GUARDANT HEALTH INC COM 40131M109 7,692 98,435 SH   DFND 1 98,435 0 0
GUESS INC COM 401617105 760 33,972 SH   SOLE   33,972 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,362 185,498 SH   SOLE   185,498 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 9,952 90,658 SH   DFND 1 90,658 0 0
GULFPORT ENERGY CORP COM NEW 402635304 352 115,723 SH   SOLE   115,723 0 0
HCA HEALTHCARE INC COM 40412C101 1,782 12,058 SH   SOLE   12,058 0 0
HCI GROUP INC COM 40416E103 233 5,107 SH   SOLE   5,107 0 0
HNI CORP COM 404251100 419 11,190 SH   SOLE   11,190 0 0
HMS HLDGS CORP COM 40425J101 2,076 70,148 SH   SOLE   70,148 0 0
HP INC COM 40434L105 1,388 67,544 SH   SOLE   67,544 0 0
HAEMONETICS CORP COM 405024100 1,522 13,243 SH   SOLE   13,243 0 0
HAIN CELESTIAL GROUP INC COM 405217100 63,596 2,450,257 SH   SOLE   2,450,257 0 0
HAIN CELESTIAL GROUP INC COM 405217100 57,617 2,219,872 SH   DFND 1 2,219,872 0 0
HALLIBURTON CO COM 406216101 21,770 889,656 SH   SOLE   889,656 0 0
HALLIBURTON CO COM 406216101 11,472 468,835 SH   DFND 1 468,835 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,498 704,933 SH   SOLE   704,933 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 8,378 472,507 SH   DFND 1 472,507 0 0
HAMILTON LANE INC CL A 407497106 10,260 172,154 SH   DFND 1 172,154 0 0
HAMILTON LANE INC CL A 407497106 16,753 281,089 SH   SOLE   281,089 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,164 26,527 SH   DFND 1 26,527 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,834 87,386 SH   SOLE   87,386 0 0
HANESBRANDS INC COM 410345102 245 16,486 SH   SOLE   16,486 0 0
HANGER INC COM NEW 41043F208 821 29,730 SH   SOLE   29,730 0 0
HANMI FINL CORP COM NEW 410495204 661 33,048 SH   SOLE   33,048 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 1,122 930,000 SH   DFND 1 930,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 8,515 7,055,000 SH   SOLE   7,055,000 0 0
HANOVER INS GROUP INC COM 410867105 5,007 36,638 SH   DFND 1 36,638 0 0
HANOVER INS GROUP INC COM 410867105 24,910 182,264 SH   SOLE   182,264 0 0
HARLEY DAVIDSON INC COM 412822108 16,304 438,387 SH   SOLE   438,387 0 0
HARLEY DAVIDSON INC COM 412822108 9,052 243,391 SH   DFND 1 243,391 0 0
HARMONIC INC COM 413160102 561 71,936 SH   SOLE   71,936 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 70 19,274 SH   SOLE   19,274 0 0
HARSCO CORP COM 415864107 1,440 62,592 SH   SOLE   62,592 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 47,907 788,326 SH   DFND 1 788,326 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 67,482 1,110,449 SH   SOLE   1,110,449 0 0
HASBRO INC COM 418056107 613 5,800 SH   SOLE   5,800 0 0
HAVERTY FURNITURE INC COM 419596101 290 14,405 SH   SOLE   14,405 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,334 28,474 SH   SOLE   28,474 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,087 37,099 SH   SOLE   37,099 0 0
HAWKINS INC COM 420261109 345 7,532 SH   SOLE   7,532 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 357 9,964 SH   SOLE   9,964 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,269 93,286 SH   DFND 1 93,286 0 0
HEALTHCARE SVCS GRP INC COM 421906108 4,968 204,277 SH   SOLE   204,277 0 0
HEALTHCARE RLTY TR COM 421946104 916 27,438 SH   DFND 1 27,438 0 0
HEALTHCARE RLTY TR COM 421946104 5,604 167,949 SH   SOLE   167,949 0 0
HEALTHSTREAM INC COM 42222N103 1,014 37,273 SH   SOLE   37,273 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,219 40,242 SH   DFND 1 40,242 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,094 234,283 SH   SOLE   234,283 0 0
HEALTHEQUITY INC COM 42226A107 1,372 18,520 SH   SOLE   18,520 0 0
HEARTLAND EXPRESS INC COM 422347104 784 37,226 SH   SOLE   37,226 0 0
HEARTLAND FINL USA INC COM 42234Q102 15,316 307,916 SH   SOLE   307,916 0 0
HEARTLAND FINL USA INC COM 42234Q102 11,243 226,044 SH   DFND 1 226,044 0 0
HEALTHPEAK PPTYS INC COM 42250P103 10,706 310,581 SH   SOLE   310,581 0 0
HEICO CORP NEW COM 422806109 4,374 38,316 SH   SOLE   38,316 0 0
HEICO CORP NEW COM 422806109 2,201 19,281 SH   DFND 1 19,281 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 496 15,264 SH   SOLE   15,264 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,084 112,565 SH   SOLE   112,565 0 0
HELMERICH & PAYNE INC COM 423452101 4,518 99,460 SH   SOLE   99,460 0 0
HELMERICH & PAYNE INC COM 423452101 1,810 39,838 SH   DFND 1 39,838 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 322 21,660 SH   SOLE   21,660 0 0
HENRY JACK & ASSOC INC COM 426281101 25,257 173,384 SH   SOLE   173,384 0 0
HENRY JACK & ASSOC INC COM 426281101 4,650 31,924 SH   DFND 1 31,924 0 0
HERITAGE COMMERCE CORP COM 426927109 17,783 1,386,082 SH   SOLE   1,386,082 0 0
HERITAGE COMMERCE CORP COM 426927109 12,734 992,506 SH   DFND 1 992,506 0 0
HERC HLDGS INC COM 42704L104 508 10,371 SH   SOLE   10,371 0 0
HERC HLDGS INC COM 42704L104 208 4,251 SH   DFND 1 4,251 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 2,860 2,800,000 SH   SOLE   2,800,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 825 29,157 SH   SOLE   29,157 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 416 28,592 SH   SOLE   28,592 0 0
HERSHEY CO COM 427866108 14,933 101,601 SH   SOLE   101,601 0 0
HESKA CORP COM RESTRC NEW 42805E306 538 5,610 SH   SOLE   5,610 0 0
HESS CORP COM 42809H107 789 11,805 SH   SOLE   11,805 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 935 58,979 SH   SOLE   58,979 0 0
HIBBETT SPORTS INC COM 428567101 394 14,038 SH   SOLE   14,038 0 0
HIGHPOINT RES CORP COM 43114K108 147 86,771 SH   SOLE   86,771 0 0
HIGHWOODS PPTYS INC COM 431284108 6,999 143,090 SH   SOLE   143,090 0 0
HIGHWOODS PPTYS INC COM 431284108 1,073 21,934 SH   DFND 1 21,934 0 0
HILL ROM HLDGS INC COM 431475102 13,922 122,630 SH   SOLE   122,630 0 0
HILL ROM HLDGS INC COM 431475102 4,829 42,531 SH   DFND 1 42,531 0 0
HILLENBRAND INC COM 431571108 1,966 59,009 SH   SOLE   59,009 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,426 12,861 SH   SOLE   12,861 0 0
HOLLYFRONTIER CORP COM 436106108 343 6,767 SH   SOLE   6,767 0 0
HOLOGIC INC COM 436440101 638 12,222 SH   SOLE   12,222 0 0
HOME BANCSHARES INC COM 436893200 797 40,542 SH   SOLE   40,542 0 0
HOME DEPOT INC COM 437076102 146,159 669,287 SH   SOLE   669,287 0 0
HOME DEPOT INC COM 437076102 45,298 207,427 SH   DFND 1 207,427 0 0
HOMESTREET INC COM 43785V102 661 19,437 SH   SOLE   19,437 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,366 125,464 SH   SOLE   125,464 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,299 48,424 SH   DFND 1 48,424 0 0
HONEYWELL INTL INC COM 438516106 186,197 1,051,958 SH   SOLE   1,051,958 0 0
HONEYWELL INTL INC COM 438516106 71,159 402,029 SH   DFND 1 402,029 0 0
HOOKER FURNITURE CORP COM 439038100 371 14,456 SH   SOLE   14,456 0 0
HOPE BANCORP INC COM 43940T109 1,499 100,884 SH   SOLE   100,884 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 3,481 3,700,000 SH   SOLE   3,700,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 9,332 213,750 SH   DFND 1 213,750 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 14,082 322,539 SH   SOLE   322,539 0 0
HORIZON BANCORP INC COM 440407104 1,191 62,664 SH   DFND 1 62,664 0 0
HORIZON BANCORP INC COM 440407104 3,027 159,310 SH   SOLE   159,310 0 0
HORMEL FOODS CORP COM 440452100 572 12,674 SH   SOLE   12,674 0 0
HOST HOTELS & RESORTS INC COM 44107P104 37,592 2,026,499 SH   DFND 1 2,026,499 0 0
HOST HOTELS & RESORTS INC COM 44107P104 51,906 2,798,164 SH   SOLE   2,798,164 0 0
HOULIHAN LOKEY INC CL A 441593100 6,303 128,982 SH   DFND 1 128,982 0 0
HOULIHAN LOKEY INC CL A 441593100 9,468 193,746 SH   SOLE   193,746 0 0
HUB GROUP INC CL A 443320106 1,363 26,575 SH   SOLE   26,575 0 0
HUBBELL INC COM 443510607 18,766 126,951 SH   SOLE   126,951 0 0
HUBBELL INC COM 443510607 7,230 48,913 SH   DFND 1 48,913 0 0
HUDSON PAC PPTYS INC COM 444097109 7,656 203,345 SH   SOLE   203,345 0 0
HUDSON PAC PPTYS INC COM 444097109 666 17,693 SH   DFND 1 17,693 0 0
HUMANA INC COM 444859102 2,212 6,036 SH   SOLE   6,036 0 0
HUNT J B TRANS SVCS INC COM 445658107 454 3,886 SH   SOLE   3,886 0 0
HUNTINGTON BANCSHARES INC COM 446150104 710 47,072 SH   SOLE   47,072 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 81,186 323,605 SH   DFND 1 323,605 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 84,565 337,073 SH   SOLE   337,073 0 0
ICF INTL INC COM 44925C103 2,348 25,624 SH   DFND 1 25,624 0 0
ICF INTL INC COM 44925C103 5,880 64,176 SH   SOLE   64,176 0 0
ICU MED INC COM 44930G107 940 5,024 SH   SOLE   5,024 0 0
IPG PHOTONICS CORP COM 44980X109 235 1,621 SH   SOLE   1,621 0 0
ISTAR INC COM 45031U101 688 47,450 SH   SOLE   47,450 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 302 269,000 SH   DFND 1 269,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 12,330 10,996,000 SH   SOLE   10,996,000 0 0
ITT INC COM 45073V108 1,694 22,915 SH   SOLE   22,915 0 0
IBERIABANK CORP COM 450828108 18,302 244,580 SH   DFND 1 244,580 0 0
IBERIABANK CORP COM 450828108 27,008 360,931 SH   SOLE   360,931 0 0
ICICI BK LTD ADR 45104G104 206 13,684 SH   SOLE   13,684 0 0
IDACORP INC COM 451107106 1,536 14,378 SH   DFND 1 14,378 0 0
IDACORP INC COM 451107106 12,989 121,623 SH   SOLE   121,623 0 0
IDEX CORP COM 45167R104 31,396 182,537 SH   SOLE   182,537 0 0
IDEX CORP COM 45167R104 11,961 69,538 SH   DFND 1 69,538 0 0
IDEXX LABS INC COM 45168D104 258 987 SH   DFND 1 987 0 0
IDEXX LABS INC COM 45168D104 1,547 5,923 SH   SOLE   5,923 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,395 13,331 SH   SOLE   13,331 0 0
ILLUMINA INC COM 452327109 53,024 159,837 SH   SOLE   159,837 0 0
ILLUMINA INC COM 452327109 21,574 65,032 SH   DFND 1 65,032 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6,743 4,850,000 SH   SOLE   4,850,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,306 3,000,000 SH   SOLE   3,000,000 0 0
IMMUNOMEDICS INC COM 452907108 1,972 93,185 SH   SOLE   93,185 0 0
IMMUNOMEDICS INC COM 452907108 987 46,642 SH   DFND 1 46,642 0 0
INCYTE CORP COM 45337C102 712 8,149 SH   SOLE   8,149 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,019 72,375 SH   SOLE   72,375 0 0
INDEPENDENT BANK CORP MASS COM 453836108 2,279 27,370 SH   SOLE   27,370 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,526 155,677 SH   SOLE   155,677 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,438 63,469 SH   DFND 1 63,469 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 219 9,762 SH   DFND 1 9,762 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,646 73,406 SH   SOLE   73,406 0 0
INFOSYS LTD SPONSORED ADR 456788108 623 60,407 SH   SOLE   60,407 0 0
INFOSYS LTD SPONSORED ADR 456788108 301 29,203 SH   DFND 1 29,203 0 0
INGEVITY CORP COM 45688C107 4,650 53,220 SH   SOLE   53,220 0 0
INGEVITY CORP COM 45688C107 1,629 18,638 SH   DFND 1 18,638 0 0
INGREDION INC COM 457187102 1,622 17,445 SH   SOLE   17,445 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,003 28,496 SH   SOLE   28,496 0 0
INNOSPEC INC COM 45768S105 15,436 149,222 SH   SOLE   149,222 0 0
INNOSPEC INC COM 45768S105 5,848 56,532 SH   DFND 1 56,532 0 0
INSPIRE MED SYS INC COM 457730109 13,332 179,646 SH   SOLE   179,646 0 0
INSPIRE MED SYS INC COM 457730109 6,692 90,180 SH   DFND 1 90,180 0 0
INNOPHOS HOLDINGS INC COM 45774N108 501 15,679 SH   SOLE   15,679 0 0
INSTEEL INDUSTRIES INC COM 45774W108 313 14,570 SH   SOLE   14,570 0 0
INSPERITY INC COM 45778Q107 845 9,824 SH   SOLE   9,824 0 0
INOGEN INC COM 45780L104 993 14,538 SH   SOLE   14,538 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,169 16,970 SH   SOLE   16,970 0 0
INNOVIVA INC COM 45781M101 754 53,225 SH   SOLE   53,225 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 5,313 4,900,000 SH   SOLE   4,900,000 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 2,372 31,269 SH   SOLE   31,269 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 725 9,552 SH   DFND 1 9,552 0 0
INSULET CORP COM 45784P101 6,367 37,190 SH   SOLE   37,190 0 0
INSULET CORP COM 45784P101 3,053 17,833 SH   DFND 1 17,833 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,085 18,622 SH   SOLE   18,622 0 0
INTEL CORP COM 458140100 11,866 198,268 SH   SOLE   198,268 0 0
INTEGER HLDGS CORP COM 45826H109 2,093 26,021 SH   SOLE   26,021 0 0
INTER PARFUMS INC COM 458334109 1,020 14,030 SH   SOLE   14,030 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 3,388 72,682 SH   DFND 1 72,682 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 7,940 170,319 SH   SOLE   170,319 0 0
INTERFACE INC COM 458665304 2,032 122,456 SH   SOLE   122,456 0 0
INTERFACE INC COM 458665304 522 31,471 SH   DFND 1 31,471 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 71,703 774,750 SH   SOLE   774,750 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 28,920 312,483 SH   DFND 1 312,483 0 0
INTERDIGITAL INC COM 45867G101 692 12,703 SH   DFND 1 12,703 0 0
INTERDIGITAL INC COM 45867G101 1,855 34,052 SH   SOLE   34,052 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 810 18,806 SH   DFND 1 18,806 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 2,707 62,845 SH   SOLE   62,845 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 457 3,406 SH   DFND 1 3,406 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,794 50,685 SH   SOLE   50,685 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 628 4,867 SH   SOLE   4,867 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 7,057 147,000 SH   SOLE   147,000 0 0
INTL PAPER CO COM 460146103 210 4,560 SH   DFND 1 4,560 0 0
INTL PAPER CO COM 460146103 1,249 27,127 SH   SOLE   27,127 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,198 51,850 SH   DFND 1 51,850 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,451 149,403 SH   SOLE   149,403 0 0
INTL FCSTONE INC COM 46116V105 633 12,970 SH   SOLE   12,970 0 0
INTUIT COM 461202103 78,017 297,856 SH   SOLE   297,856 0 0
INTUIT COM 461202103 27,025 103,175 SH   DFND 1 103,175 0 0
INVACARE CORP COM 461203101 242 26,813 SH   SOLE   26,813 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 36,133 61,123 SH   DFND 1 61,123 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 88,127 149,078 SH   SOLE   149,078 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,893 113,706 SH   SOLE   113,706 0 0
INVESCO SR INCOME TR COM 46131H107 84 19,523 SH   SOLE   19,523 0 0
INVESCO SR INCOME TR COM 46131H107 72 16,865 SH   DFND 1 16,865 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 9,981 437,375 SH   SOLE   437,375 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 23,664 1,037,000 SH   DFND 1 1,037,000 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,457 56,400 SH   DFND 1 56,400 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 1,227 47,500 SH   SOLE   47,500 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 594 8,195 SH   DFND 1 8,195 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 1,512 20,852 SH   SOLE   20,852 0 0
INVITATION HOMES INC COM 46187W107 11,942 398,458 SH   SOLE   398,458 0 0
IQVIA HLDGS INC COM 46266C105 1,271 8,225 SH   SOLE   8,225 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,903 77,244 SH   SOLE   77,244 0 0
IROBOT CORP COM 462726100 1,140 22,511 SH   SOLE   22,511 0 0
IRON MTN INC NEW COM 46284V101 417 13,088 SH   SOLE   13,088 0 0
ISHARES TR IBOXX INV CP ETF 464287242 16,123 126,000 SH   SOLE   126,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,326 80,695 SH   DFND 1 80,695 0 0
ISHARES TR RUS MID CAP ETF 464287499 23,536 394,760 SH   SOLE   394,760 0 0
ISHARES TR RUS MID CAP ETF 464287499 37,443 628,028 SH   DFND 1 628,028 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 16,031 124,680 SH   DFND 1 124,680 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 21,729 168,992 SH   SOLE   168,992 0 0
ISHARES TR CORE S&P SCP ETF 464287804 18,098 215,832 SH   SOLE   215,832 0 0
ISHARES TR JPMORGAN USD EMG 464288281 1,209 10,550 SH   SOLE   10,550 0 0
ISHARES TR JPMORGAN USD EMG 464288281 8,180 71,400 SH   DFND 1 71,400 0 0
ISHARES TR IBOXX HI YD ETF 464288513 473 5,384 SH   DFND 1 5,384 0 0
ISHARES TR IBOXX HI YD ETF 464288513 822 9,350 SH   SOLE   9,350 0 0
ISHARES TR PFD AND INCM SEC 464288687 6,283 167,150 SH   DFND 1 167,150 0 0
ISHARES TR PFD AND INCM SEC 464288687 5,450 144,985 SH   SOLE   144,985 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,001 109,373 SH   DFND 1 109,373 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,077 227,007 SH   SOLE   227,007 0 0
ITRON INC COM 465741106 2,354 28,040 SH   SOLE   28,040 0 0
JBG SMITH PPTYS COM 46590V100 542 13,599 SH   DFND 1 13,599 0 0
JBG SMITH PPTYS COM 46590V100 4,586 114,974 SH   SOLE   114,974 0 0
J & J SNACK FOODS CORP COM 466032109 2,191 11,888 SH   SOLE   11,888 0 0
JPMORGAN CHASE & CO COM 46625H100 82,618 592,665 SH   SOLE   592,665 0 0
JPMORGAN CHASE & CO COM 46625H100 31,663 227,141 SH   DFND 1 227,141 0 0
JABIL INC COM 466313103 1,500 36,298 SH   SOLE   36,298 0 0
JACK IN THE BOX INC COM 466367109 482 6,180 SH   SOLE   6,180 0 0
JACOBS ENGR GROUP INC COM 469814107 555 6,176 SH   SOLE   6,176 0 0
JAGGED PEAK ENERGY INC COM 47009K107 404 47,582 SH   SOLE   47,582 0 0
JD COM INC SPON ADR CL A 47215P106 1,502 42,636 SH   SOLE   42,636 0 0
JD COM INC SPON ADR CL A 47215P106 724 20,542 SH   DFND 1 20,542 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,407 65,818 SH   SOLE   65,818 0 0
JETBLUE AWYS CORP COM 477143101 1,412 75,434 SH   SOLE   75,434 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 7,056 62,628 SH   SOLE   62,628 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,111 18,736 SH   DFND 1 18,736 0 0
JOHNSON & JOHNSON COM 478160104 57,580 394,738 SH   DFND 1 394,738 0 0
JOHNSON & JOHNSON COM 478160104 165,946 1,137,631 SH   SOLE   1,137,631 0 0
JONES LANG LASALLE INC COM 48020Q107 2,693 15,467 SH   DFND 1 15,467 0 0
JONES LANG LASALLE INC COM 48020Q107 7,838 45,020 SH   SOLE   45,020 0 0
J2 GLOBAL INC COM 48123V102 1,134 12,096 SH   SOLE   12,096 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,171 810,000 SH   DFND 1 810,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 13,866 9,594,000 SH   SOLE   9,594,000 0 0
JUNIPER NETWORKS INC COM 48203R104 4,842 196,572 SH   SOLE   196,572 0 0
JUNIPER NETWORKS INC COM 48203R104 948 38,501 SH   DFND 1 38,501 0 0
KAR AUCTION SVCS INC COM 48238T109 733 33,648 SH   SOLE   33,648 0 0
KBR INC COM 48242W106 1,129 37,029 SH   SOLE   37,029 0 0
KLA CORPORATION COM NEW 482480100 42,888 240,715 SH   DFND 1 240,715 0 0
KLA CORPORATION COM NEW 482480100 45,115 253,212 SH   SOLE   253,212 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 393 19,225 SH   SOLE   19,225 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 108 16,728 SH   SOLE   16,728 0 0
KADANT INC COM 48282T104 1,040 9,875 SH   DFND 1 9,875 0 0
KADANT INC COM 48282T104 2,316 21,986 SH   SOLE   21,986 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 7,013 63,242 SH   DFND 1 63,242 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 17,544 158,208 SH   SOLE   158,208 0 0
KAMAN CORP COM 483548103 1,462 22,184 SH   SOLE   22,184 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 7,661 6,400,000 SH   SOLE   6,400,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 23,347 152,438 SH   SOLE   152,438 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 10,796 70,490 SH   DFND 1 70,490 0 0
KB HOME COM 48666K109 767 22,385 SH   SOLE   22,385 0 0
KELLOGG CO COM 487836108 785 11,349 SH   SOLE   11,349 0 0
KELLY SVCS INC CL A 488152208 597 26,424 SH   SOLE   26,424 0 0
KEMET CORP COM NEW 488360207 1,251 46,256 SH   SOLE   46,256 0 0
KEMPER CORP DEL COM 488401100 10,998 141,912 SH   SOLE   141,912 0 0
KEMPER CORP DEL COM 488401100 7,553 97,458 SH   DFND 1 97,458 0 0
KENNAMETAL INC COM 489170100 39,330 1,066,147 SH   SOLE   1,066,147 0 0
KENNAMETAL INC COM 489170100 38,639 1,047,412 SH   DFND 1 1,047,412 0 0
KEYCORP NEW COM 493267108 63,535 3,139,088 SH   SOLE   3,139,088 0 0
KEYCORP NEW COM 493267108 62,594 3,092,591 SH   DFND 1 3,092,591 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,394 13,579 SH   DFND 1 13,579 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,418 43,048 SH   SOLE   43,048 0 0
KFORCE INC COM 493732101 330 8,307 SH   DFND 1 8,307 0 0
KFORCE INC COM 493732101 838 21,101 SH   SOLE   21,101 0 0
KILROY RLTY CORP COM 49427F108 6,535 77,891 SH   DFND 1 77,891 0 0
KILROY RLTY CORP COM 49427F108 23,083 275,128 SH   SOLE   275,128 0 0
KIMBERLY CLARK CORP COM 494368103 37,394 271,858 SH   SOLE   271,858 0 0
KIMBERLY CLARK CORP COM 494368103 12,193 88,645 SH   DFND 1 88,645 0 0
KIMCO RLTY CORP COM 49446R109 2,268 109,534 SH   SOLE   109,534 0 0
KINDER MORGAN INC DEL COM 49456B101 1,880 88,782 SH   SOLE   88,782 0 0
KINSALE CAP GROUP INC COM 49714P108 1,668 16,408 SH   SOLE   16,408 0 0
KIRBY CORP COM 497266106 1,402 15,664 SH   SOLE   15,664 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,298 117,655 SH   SOLE   117,655 0 0
KITE RLTY GROUP TR COM NEW 49803T300 398 20,362 SH   DFND 1 20,362 0 0
KNOLL INC COM NEW 498904200 6,258 247,762 SH   SOLE   247,762 0 0
KNOLL INC COM NEW 498904200 2,692 106,569 SH   DFND 1 106,569 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,151 32,104 SH   SOLE   32,104 0 0
KNOWLES CORP COM 49926D109 1,449 68,519 SH   SOLE   68,519 0 0
KOHLS CORP COM 500255104 364 7,136 SH   SOLE   7,136 0 0
KONTOOR BRANDS INC COM 50050N103 1,561 37,181 SH   SOLE   37,181 0 0
KOPPERS HOLDINGS INC COM 50060P106 630 16,481 SH   SOLE   16,481 0 0
KORN FERRY COM NEW 500643200 1,868 44,045 SH   SOLE   44,045 0 0
KRAFT HEINZ CO COM 500754106 912 28,386 SH   SOLE   28,386 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,249 124,894 SH   SOLE   124,894 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,130 62,734 SH   DFND 1 62,734 0 0
KRATON CORPORATION COM 50077C106 517 20,433 SH   DFND 1 20,433 0 0
KRATON CORPORATION COM 50077C106 1,695 66,928 SH   SOLE   66,928 0 0
KROGER CO COM 501044101 1,060 36,554 SH   SOLE   36,554 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,765 64,886 SH   SOLE   64,886 0 0
L BRANDS INC COM 501797104 192 10,585 SH   SOLE   10,585 0 0
LHC GROUP INC COM 50187A107 22,791 165,441 SH   DFND 1 165,441 0 0
LHC GROUP INC COM 50187A107 39,198 284,539 SH   SOLE   284,539 0 0
LGI HOMES INC COM 50187T106 1,123 15,898 SH   SOLE   15,898 0 0
LKQ CORP COM 501889208 499 13,968 SH   SOLE   13,968 0 0
LCI INDS COM 50189K103 2,135 19,929 SH   SOLE   19,929 0 0
LSB INDS INC COM 502160104 73 17,417 SH   SOLE   17,417 0 0
LTC PPTYS INC COM 502175102 1,671 37,328 SH   SOLE   37,328 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,994 10,076 SH   SOLE   10,076 0 0
LA Z BOY INC COM 505336107 1,163 36,932 SH   SOLE   36,932 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,656 9,787 SH   DFND 1 9,787 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,121 30,273 SH   SOLE   30,273 0 0
LAKELAND BANCORP INC COM 511637100 1,217 70,036 SH   SOLE   70,036 0 0
LAKELAND BANCORP INC COM 511637100 449 25,815 SH   DFND 1 25,815 0 0
LAM RESEARCH CORP COM 512807108 18,660 63,815 SH   SOLE   63,815 0 0
LAM RESEARCH CORP COM 512807108 8,595 29,395 SH   DFND 1 29,395 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,777 19,905 SH   DFND 1 19,905 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 6,192 69,374 SH   SOLE   69,374 0 0
LAMB WESTON HLDGS INC COM 513272104 573 6,657 SH   SOLE   6,657 0 0
LANCASTER COLONY CORP COM 513847103 828 5,171 SH   SOLE   5,171 0 0
LANDSTAR SYS INC COM 515098101 1,174 10,311 SH   SOLE   10,311 0 0
LANNET INC COM 516012101 235 26,657 SH   SOLE   26,657 0 0
LANTHEUS HLDGS INC COM 516544103 641 31,251 SH   SOLE   31,251 0 0
LAREDO PETROLEUM INC COM 516806106 412 143,501 SH   SOLE   143,501 0 0
LAS VEGAS SANDS CORP COM 517834107 1,063 15,403 SH   SOLE   15,403 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 13,987 730,789 SH   SOLE   730,789 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 8,206 428,738 SH   DFND 1 428,738 0 0
LAUDER ESTEE COS INC CL A 518439104 2,095 10,144 SH   SOLE   10,144 0 0
LEAR CORP COM NEW 521865204 5,524 40,263 SH   DFND 1 40,263 0 0
LEAR CORP COM NEW 521865204 14,607 106,464 SH   SOLE   106,464 0 0
LEGGETT & PLATT INC COM 524660107 305 5,998 SH   SOLE   5,998 0 0
LEGG MASON INC COM 524901105 766 21,320 SH   SOLE   21,320 0 0
LEIDOS HLDGS INC COM 525327102 594 6,065 SH   SOLE   6,065 0 0
LEMAITRE VASCULAR INC COM 525558201 469 13,053 SH   SOLE   13,053 0 0
LENDINGTREE INC NEW COM 52603B107 608 2,004 SH   SOLE   2,004 0 0
LENNAR CORP CL A 526057104 712 12,757 SH   SOLE   12,757 0 0
LENNOX INTL INC COM 526107107 2,235 9,162 SH   SOLE   9,162 0 0
LEXINGTON REALTY TRUST COM 529043101 317 29,843 SH   DFND 1 29,843 0 0
LEXINGTON REALTY TRUST COM 529043101 2,901 273,185 SH   SOLE   273,185 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 9,593 5,688,442 SH   SOLE   5,688,442 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 292 173,024 SH   DFND 1 173,024 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 585 52,584 SH   DFND 1 52,584 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 1,377 123,799 SH   SOLE   123,799 0 0
LIBERTY PPTY TR SH BEN INT 531172104 8,549 142,364 SH   SOLE   142,364 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 4,465 3,357,000 SH   SOLE   3,357,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,679 2,014,000 SH   DFND 1 2,014,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 26,380 252,953 SH   DFND 1 252,953 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 28,734 275,519 SH   SOLE   275,519 0 0
LIFE STORAGE INC COM 53223X107 4,478 41,352 SH   SOLE   41,352 0 0
LIFE STORAGE INC COM 53223X107 605 5,590 SH   DFND 1 5,590 0 0
LILLY ELI & CO COM 532457108 7,925 60,296 SH   SOLE   60,296 0 0
LINCOLN ELEC HLDGS INC COM 533900106 6,444 66,616 SH   DFND 1 66,616 0 0
LINCOLN ELEC HLDGS INC COM 533900106 16,951 175,242 SH   SOLE   175,242 0 0
LINCOLN NATL CORP IND COM 534187109 533 9,040 SH   SOLE   9,040 0 0
LINDSAY CORP COM 535555106 826 8,610 SH   SOLE   8,610 0 0
LIQUIDITY SERVICES INC COM 53635B107 128 21,436 SH   SOLE   21,436 0 0
LITHIA MTRS INC CL A 536797103 2,651 18,031 SH   SOLE   18,031 0 0
LITTELFUSE INC COM 537008104 1,702 8,895 SH   SOLE   8,895 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 459 6,423 SH   SOLE   6,423 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23,608 19,360,000 SH   SOLE   19,360,000 0 0
LIVEPERSON INC COM 538146101 1,814 49,020 SH   SOLE   49,020 0 0
LIVENT CORP COM 53814L108 994 116,237 SH   SOLE   116,237 0 0
LIVERAMP HLDGS INC COM 53815P108 850 17,689 SH   SOLE   17,689 0 0
LOCKHEED MARTIN CORP COM 539830109 23,567 60,525 SH   DFND 1 60,525 0 0
LOCKHEED MARTIN CORP COM 539830109 81,151 208,410 SH   SOLE   208,410 0 0
LOEWS CORP COM 540424108 7,431 141,571 SH   SOLE   141,571 0 0
LOEWS CORP COM 540424108 3,343 63,681 SH   DFND 1 63,681 0 0
LOGMEIN INC COM 54142L109 1,094 12,755 SH   SOLE   12,755 0 0
LOUISIANA PAC CORP COM 546347105 24,265 817,831 SH   DFND 1 817,831 0 0
LOUISIANA PAC CORP COM 546347105 38,501 1,297,656 SH   SOLE   1,297,656 0 0
LOWES COS INC COM 548661107 95,968 801,338 SH   SOLE   801,338 0 0
LOWES COS INC COM 548661107 50,655 422,969 SH   DFND 1 422,969 0 0
LULULEMON ATHLETICA INC COM 550021109 51,412 221,919 SH   DFND 1 221,919 0 0
LULULEMON ATHLETICA INC COM 550021109 51,476 222,194 SH   SOLE   222,194 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 223 22,860 SH   SOLE   22,860 0 0
LUMENTUM HLDGS INC COM 55024U109 1,600 20,172 SH   SOLE   20,172 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 10,494 7,200,000 SH   SOLE   7,200,000 0 0
LUMINEX CORP DEL COM 55027E102 773 33,362 SH   SOLE   33,362 0 0
LYDALL INC DEL COM 550819106 286 13,953 SH   SOLE   13,953 0 0
LYON WILLIAM HOMES CL A NEW 552074700 525 26,299 SH   SOLE   26,299 0 0
M & T BK CORP COM 55261F104 13,023 76,720 SH   SOLE   76,720 0 0
M & T BK CORP COM 55261F104 5,181 30,523 SH   DFND 1 30,523 0 0
M D C HLDGS INC COM 552676108 1,522 39,876 SH   SOLE   39,876 0 0
MDU RES GROUP INC COM 552690109 1,556 52,359 SH   SOLE   52,359 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,292 2,200,000 SH   SOLE   2,200,000 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 304 80,018 SH   SOLE   80,018 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 507 133,495 SH   DFND 1 133,495 0 0
MGIC INVT CORP WIS COM 552848103 1,175 82,918 SH   SOLE   82,918 0 0
MGIC INVT CORP WIS COM 552848103 832 58,692 SH   DFND 1 58,692 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,938 148,412 SH   SOLE   148,412 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 4,632 149,564 SH   SOLE   149,564 0 0
MGP INGREDIENTS INC NEW COM 55303J106 512 10,575 SH   SOLE   10,575 0 0
M/I HOMES INC COM 55305B101 882 22,409 SH   SOLE   22,409 0 0
MKS INSTRUMENT INC COM 55306N104 10,868 98,792 SH   SOLE   98,792 0 0
MKS INSTRUMENT INC COM 55306N104 4,651 42,277 SH   DFND 1 42,277 0 0
MSA SAFETY INC COM 553498106 1,177 9,312 SH   SOLE   9,312 0 0
MSC INDL DIRECT INC CL A 553530106 4,026 51,311 SH   SOLE   51,311 0 0
MSC INDL DIRECT INC CL A 553530106 1,355 17,269 SH   DFND 1 17,269 0 0
MSCI INC COM 55354G100 10,975 42,509 SH   SOLE   42,509 0 0
MSCI INC COM 55354G100 4,754 18,413 SH   DFND 1 18,413 0 0
MTS SYS CORP COM 553777103 1,331 27,704 SH   DFND 1 27,704 0 0
MTS SYS CORP COM 553777103 3,678 76,579 SH   SOLE   76,579 0 0
MYR GROUP INC DEL COM 55405W104 432 13,256 SH   SOLE   13,256 0 0
MACERICH CO COM 554382101 1,600 59,449 SH   SOLE   59,449 0 0
MACK CALI RLTY CORP COM 554489104 547 23,661 SH   SOLE   23,661 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 7,172 7,500,000 SH   SOLE   7,500,000 0 0
MACYS INC COM 55616P104 239 14,084 SH   SOLE   14,084 0 0
MADDEN STEVEN LTD COM 556269108 2,650 61,605 SH   SOLE   61,605 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 800 2,720 SH   DFND 1 2,720 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 2,039 6,931 SH   SOLE   6,931 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,357 17,340 SH   SOLE   17,340 0 0
MALIBU BOATS INC COM CL A 56117J100 344 8,407 SH   SOLE   8,407 0 0
MANHATTAN ASSOCS INC COM 562750109 1,332 16,697 SH   SOLE   16,697 0 0
MANPOWERGROUP INC COM 56418H100 2,997 30,860 SH   SOLE   30,860 0 0
MANPOWERGROUP INC COM 56418H100 736 7,575 SH   DFND 1 7,575 0 0
MANTECH INTL CORP CL A 564563104 4,655 58,281 SH   SOLE   58,281 0 0
MANTECH INTL CORP CL A 564563104 1,130 14,151 SH   DFND 1 14,151 0 0
MARATHON OIL CORP COM 565849106 20,985 1,545,254 SH   DFND 1 1,545,254 0 0
MARATHON OIL CORP COM 565849106 39,136 2,881,849 SH   SOLE   2,881,849 0 0
MARATHON PETE CORP COM 56585A102 24,813 411,839 SH   DFND 1 411,839 0 0
MARATHON PETE CORP COM 56585A102 49,374 819,489 SH   SOLE   819,489 0 0
MARCUS & MILLICHAP INC COM 566324109 696 18,695 SH   SOLE   18,695 0 0
MARCUS CORP COM 566330106 2,356 74,167 SH   SOLE   74,167 0 0
MARCUS CORP COM 566330106 773 24,319 SH   DFND 1 24,319 0 0
MARINEMAX INC COM 567908108 285 17,084 SH   SOLE   17,084 0 0
MARKEL CORP COM 570535104 55,096 48,196 SH   DFND 1 48,196 0 0
MARKEL CORP COM 570535104 67,472 59,022 SH   SOLE   59,022 0 0
MARKETAXESS HLDGS INC COM 57060D108 655 1,729 SH   SOLE   1,729 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,259 9,777 SH   SOLE   9,777 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 4,479 4,200,000 SH   SOLE   4,200,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 25,844 231,972 SH   SOLE   231,972 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,873 12,368 SH   SOLE   12,368 0 0
MARTEN TRANS LTD COM 573075108 664 30,918 SH   SOLE   30,918 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,677 27,452 SH   DFND 1 27,452 0 0
MARTIN MARIETTA MATLS INC COM 573284106 16,922 60,512 SH   SOLE   60,512 0 0
MASCO CORP COM 574599106 621 12,949 SH   SOLE   12,949 0 0
MASIMO CORP COM 574795100 2,026 12,819 SH   SOLE   12,819 0 0
MASONITE INTL CORP NEW COM 575385109 2,534 35,097 SH   DFND 1 35,097 0 0
MASONITE INTL CORP NEW COM 575385109 5,922 82,009 SH   SOLE   82,009 0 0
MASTEC INC COM 576323109 1,011 15,757 SH   SOLE   15,757 0 0
MASTERCARD INC CL A 57636Q104 70,080 234,703 SH   DFND 1 234,703 0 0
MASTERCARD INC CL A 57636Q104 203,458 681,397 SH   SOLE   681,397 0 0
MATADOR RES CO COM 576485205 515 28,649 SH   SOLE   28,649 0 0
MATERION CORP COM 576690101 2,488 41,845 SH   DFND 1 41,845 0 0
MATERION CORP COM 576690101 6,853 115,269 SH   SOLE   115,269 0 0
MATRIX SVC CO COM 576853105 495 21,628 SH   SOLE   21,628 0 0
MATSON INC COM 57686G105 1,393 34,133 SH   SOLE   34,133 0 0
MATTEL INC COM 577081102 1,228 90,594 SH   SOLE   90,594 0 0
MATTHEWS INTL CORP CL A 577128101 952 24,954 SH   SOLE   24,954 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 8,812 143,268 SH   SOLE   143,268 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,647 59,286 SH   DFND 1 59,286 0 0
MAXLINEAR INC COM 57776J100 1,100 51,856 SH   SOLE   51,856 0 0
MAXIMUS INC COM 577933104 1,244 16,717 SH   SOLE   16,717 0 0
MCCORMICK & CO INC COM NON VTG 579780206 956 5,632 SH   SOLE   5,632 0 0
MCDERMOTT INTL INC COM 580037703 98 144,777 SH   SOLE   144,777 0 0
MCDONALDS CORP COM 580135101 32,641 165,180 SH   SOLE   165,180 0 0
MCDONALDS CORP COM 580135101 1,431 7,242 SH   DFND 1 7,242 0 0
MCKESSON CORP COM 58155Q103 2,694 19,477 SH   SOLE   19,477 0 0
MCKESSON CORP COM 58155Q103 764 5,522 SH   DFND 1 5,522 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,027 427,608 SH   SOLE   427,608 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,431 67,788 SH   DFND 1 67,788 0 0
MEDICINES CO COM 584688105 5,028 59,191 SH   SOLE   59,191 0 0
MEDIFAST INC COM 58470H101 1,013 9,248 SH   SOLE   9,248 0 0
MEDNAX INC COM 58502B106 612 22,027 SH   SOLE   22,027 0 0
MEDPACE HLDGS INC COM 58506Q109 1,833 21,804 SH   SOLE   21,804 0 0
MERCANTILE BANK CORP COM 587376104 415 11,384 SH   DFND 1 11,384 0 0
MERCANTILE BANK CORP COM 587376104 885 24,274 SH   SOLE   24,274 0 0
MERCER INTL INC COM 588056101 392 31,877 SH   SOLE   31,877 0 0
MERCK & CO INC COM 58933Y105 151,074 1,661,069 SH   SOLE   1,661,069 0 0
MERCK & CO INC COM 58933Y105 65,387 718,937 SH   DFND 1 718,937 0 0
MERCURY SYS INC COM 589378108 8,260 119,519 SH   SOLE   119,519 0 0
MERCURY SYS INC COM 589378108 3,633 52,567 SH   DFND 1 52,567 0 0
MERCURY GENL CORP NEW COM 589400100 345 7,087 SH   SOLE   7,087 0 0
MEREDITH CORP COM 589433101 341 10,503 SH   SOLE   10,503 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 332 34,033 SH   SOLE   34,033 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,594 79,356 SH   DFND 1 79,356 0 0
MERIDIAN BANCORP INC MD COM 58958U103 4,960 246,870 SH   SOLE   246,870 0 0
MERIT MED SYS INC COM 589889104 1,372 43,960 SH   SOLE   43,960 0 0
MERITAGE HOMES CORP COM 59001A102 1,752 28,666 SH   SOLE   28,666 0 0
MERITOR INC COM 59001K100 11,791 450,215 SH   DFND 1 450,215 0 0
MERITOR INC COM 59001K100 15,982 610,220 SH   SOLE   610,220 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,006 925,000 SH   DFND 1 925,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 15,495 14,242,000 SH   SOLE   14,242,000 0 0
MESA LABS INC COM 59064R109 2,187 8,771 SH   DFND 1 8,771 0 0
MESA LABS INC COM 59064R109 5,165 20,711 SH   SOLE   20,711 0 0
META FINL GROUP INC COM 59100U108 1,005 27,532 SH   SOLE   27,532 0 0
METHODE ELECTRS INC COM 591520200 2,500 63,528 SH   DFND 1 63,528 0 0
METHODE ELECTRS INC COM 591520200 6,262 159,137 SH   SOLE   159,137 0 0
METLIFE INC COM 59156R108 16,836 330,303 SH   DFND 1 330,303 0 0
METLIFE INC COM 59156R108 32,109 629,956 SH   SOLE   629,956 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 881 1,110 SH   SOLE   1,110 0 0
MICHAELS COS INC COM 59408Q106 492 60,776 SH   SOLE   60,776 0 0
MICROSOFT CORP COM 594918104 223,720 1,418,640 SH   DFND 1 1,418,640 0 0
MICROSOFT CORP COM 594918104 587,042 3,722,522 SH   SOLE   3,722,522 0 0
MICROSTRATEGY INC CL A NEW 594972408 4,995 35,022 SH   DFND 1 35,022 0 0
MICROSTRATEGY INC CL A NEW 594972408 12,565 88,093 SH   SOLE   88,093 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,239 11,831 SH   DFND 1 11,831 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,193 20,946 SH   SOLE   20,946 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 15,381 7,150,000 SH   SOLE   7,150,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 517 363,000 SH   DFND 1 363,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 12,701 8,913,000 SH   SOLE   8,913,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 1,453 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 4,111 76,432 SH   DFND 1 76,432 0 0
MICRON TECHNOLOGY INC COM 595112103 34,348 638,682 SH   SOLE   638,682 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,857 52,000 SH   SOLE   52,000 0 0
MIDDLESEX WATER CO COM 596680108 443 6,967 SH   DFND 1 6,967 0 0
MIDDLESEX WATER CO COM 596680108 1,127 17,724 SH   SOLE   17,724 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 7,827 216,032 SH   SOLE   216,032 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 2,863 79,021 SH   DFND 1 79,021 0 0
MILLER HERMAN INC COM 600544100 643 15,431 SH   SOLE   15,431 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,435 24,895 SH   DFND 1 24,895 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,819 66,264 SH   SOLE   66,264 0 0
MOBILE MINI INC COM 60740F105 1,332 35,132 SH   SOLE   35,132 0 0
MODINE MFG CO COM 607828100 223 29,005 SH   DFND 1 29,005 0 0
MODINE MFG CO COM 607828100 516 67,072 SH   SOLE   67,072 0 0
MOHAWK INDS INC COM 608190104 14,360 105,295 SH   SOLE   105,295 0 0
MOHAWK INDS INC COM 608190104 7,872 57,724 SH   DFND 1 57,724 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,223 16,383 SH   SOLE   16,383 0 0
MOLSON COORS BREWING CO CL B 60871R209 461 8,562 SH   SOLE   8,562 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,784 90,408 SH   SOLE   90,408 0 0
MONARCH CASINO & RESORT INC COM 609027107 461 9,503 SH   SOLE   9,503 0 0
MONDELEZ INTL INC CL A 609207105 25,680 466,225 SH   SOLE   466,225 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,075 74,244 SH   SOLE   74,244 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 435 30,057 SH   DFND 1 30,057 0 0
MONOLITHIC PWR SYS INC COM 609839105 26,964 151,467 SH   DFND 1 151,467 0 0
MONOLITHIC PWR SYS INC COM 609839105 51,867 291,354 SH   SOLE   291,354 0 0
MONRO INC COM 610236101 2,072 26,493 SH   SOLE   26,493 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 57,110 898,658 SH   SOLE   898,658 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 24,190 380,647 SH   DFND 1 380,647 0 0
MOODYS CORP COM 615369105 5,092 21,449 SH   SOLE   21,449 0 0
MOODYS CORP COM 615369105 1,083 4,561 SH   DFND 1 4,561 0 0
MOOG INC CL A 615394202 2,190 25,668 SH   SOLE   25,668 0 0
MORGAN STANLEY COM NEW 617446448 28,262 552,847 SH   SOLE   552,847 0 0
MORGAN STANLEY COM NEW 617446448 14,200 277,787 SH   DFND 1 277,787 0 0
MOSAIC CO NEW COM 61945C103 345 15,936 SH   SOLE   15,936 0 0
MOTORCAR PTS AMER INC COM 620071100 333 15,095 SH   SOLE   15,095 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,149 7,133 SH   DFND 1 7,133 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,453 27,637 SH   SOLE   27,637 0 0
MOVADO GROUP INC COM 624580106 12,936 595,026 SH   SOLE   595,026 0 0
MOVADO GROUP INC COM 624580106 9,334 429,360 SH   DFND 1 429,360 0 0
MUELLER INDS INC COM 624756102 350 11,008 SH   DFND 1 11,008 0 0
MUELLER INDS INC COM 624756102 2,268 71,443 SH   SOLE   71,443 0 0
MURPHY OIL CORP COM 626717102 1,046 39,029 SH   SOLE   39,029 0 0
MURPHY USA INC COM 626755102 884 7,555 SH   SOLE   7,555 0 0
MYERS INDS INC COM 628464109 1,188 71,212 SH   DFND 1 71,212 0 0
MYERS INDS INC COM 628464109 3,443 206,428 SH   SOLE   206,428 0 0
MYRIAD GENETICS INC COM 62855J104 1,613 59,232 SH   SOLE   59,232 0 0
NBT BANCORP INC COM 628778102 1,414 34,869 SH   SOLE   34,869 0 0
NCR CORP NEW COM 62886E108 1,172 33,341 SH   SOLE   33,341 0 0
NIC INC COM 62914B100 1,192 53,321 SH   SOLE   53,321 0 0
NMI HLDGS INC CL A 629209305 1,796 54,130 SH   SOLE   54,130 0 0
NRG ENERGY INC COM NEW 629377508 456 11,467 SH   SOLE   11,467 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 25,821 22,775,000 SH   SOLE   22,775,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 130 115,000 SH   DFND 1 115,000 0 0
NVR INC COM 62944T105 50,164 13,172 SH   SOLE   13,172 0 0
NVR INC COM 62944T105 47,944 12,589 SH   DFND 1 12,589 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 11,778 15,800,000 SH   SOLE   15,800,000 0 0
NASDAQ INC COM 631103108 560 5,230 SH   SOLE   5,230 0 0
NATERA INC COM 632307104 5,011 148,731 SH   DFND 1 148,731 0 0
NATERA INC COM 632307104 10,015 297,275 SH   SOLE   297,275 0 0
NATIONAL BK HLDGS CORP CL A 633707104 874 24,820 SH   SOLE   24,820 0 0
NATIONAL BEVERAGE CORP COM 635017106 473 9,269 SH   SOLE   9,269 0 0
NATIONAL HEALTHCARE CORP COM 635906100 6,276 72,613 SH   SOLE   72,613 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,558 29,592 SH   DFND 1 29,592 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,050 22,556 SH   SOLE   22,556 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,809 22,205 SH   SOLE   22,205 0 0
NATIONAL HEALTH INVS INC COM 63633D104 369 4,530 SH   DFND 1 4,530 0 0
NATIONAL INSTRS CORP COM 636518102 15,730 371,505 SH   DFND 1 371,505 0 0
NATIONAL INSTRS CORP COM 636518102 23,208 548,136 SH   SOLE   548,136 0 0
NATIONAL OILWELL VARCO INC COM 637071101 441 17,586 SH   SOLE   17,586 0 0
NATIONAL PRESTO INDS INC COM 637215104 355 4,011 SH   SOLE   4,011 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 11,195 208,781 SH   SOLE   208,781 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,739 32,439 SH   DFND 1 32,439 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 12,771 379,862 SH   SOLE   379,862 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,396 130,753 SH   DFND 1 130,753 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 223 768 SH   DFND 1 768 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 586 2,013 SH   SOLE   2,013 0 0
NATUS MEDICAL INC COM 639050103 895 27,144 SH   SOLE   27,144 0 0
NAVIENT CORPORATION COM 63938C108 695 50,825 SH   SOLE   50,825 0 0
NEENAH INC COM 640079109 2,180 30,954 SH   DFND 1 30,954 0 0
NEENAH INC COM 640079109 5,999 85,175 SH   SOLE   85,175 0 0
NEKTAR THERAPEUTICS COM 640268108 992 45,967 SH   SOLE   45,967 0 0
NEOGEN CORP COM 640491106 2,724 41,742 SH   SOLE   41,742 0 0
NEOGENOMICS INC COM NEW 64049M209 2,432 83,135 SH   SOLE   83,135 0 0
NETAPP INC COM 64110D104 815 13,091 SH   SOLE   13,091 0 0
NETFLIX INC COM 64110L106 6,463 19,975 SH   SOLE   19,975 0 0
NETEASE INC SPONSORED ADS 64110W102 1,584 5,165 SH   SOLE   5,165 0 0
NETEASE INC SPONSORED ADS 64110W102 762 2,485 SH   DFND 1 2,485 0 0
NETGEAR INC COM 64111Q104 588 24,005 SH   SOLE   24,005 0 0
NETSCOUT SYS INC COM 64115T104 414 17,208 SH   SOLE   17,208 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 14,840 138,058 SH   SOLE   138,058 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 9,560 88,941 SH   DFND 1 88,941 0 0
NEVRO CORP COM 64157F103 4,060 34,540 SH   SOLE   34,540 0 0
NEVRO CORP COM 64157F103 2,030 17,275 SH   DFND 1 17,275 0 0
NEW JERSEY RES COM 646025106 9,635 216,179 SH   SOLE   216,179 0 0
NEW JERSEY RES COM 646025106 6,288 141,085 SH   DFND 1 141,085 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 2,150 2,050,000 SH   SOLE   2,050,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 221 1,826 SH   DFND 1 1,826 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 458 3,778 SH   SOLE   3,778 0 0
NEW RELIC INC COM 64829B100 6,243 95,014 SH   SOLE   95,014 0 0
NEW RELIC INC COM 64829B100 2,464 37,494 SH   DFND 1 37,494 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,568 130,416 SH   SOLE   130,416 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5,501 108,502 SH   SOLE   108,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,445 232,004 SH   SOLE   232,004 0 0
NEW YORK TIMES CO CL A 650111107 1,208 37,562 SH   SOLE   37,562 0 0
NEWELL BRANDS INC COM 651229106 334 17,368 SH   SOLE   17,368 0 0
NEWMARKET CORP COM 651587107 939 1,930 SH   SOLE   1,930 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 2,117 48,734 SH   SOLE   48,734 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 529 84,335 SH   SOLE   84,335 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1,642 1,600,000 SH   SOLE   1,600,000 0 0
NEWS CORP NEW CL A 65249B109 250 17,710 SH   SOLE   17,710 0 0
NEWS CORP NEW CL B 65249B208 505 34,815 SH   SOLE   34,815 0 0
NEWS CORP NEW CL B 65249B208 171 11,771 SH   DFND 1 11,771 0 0
NEXTERA ENERGY INC COM 65339F101 29,894 123,448 SH   SOLE   123,448 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 14,984 292,200 SH   SOLE   292,200 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 282 17,533 SH   DFND 1 17,533 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,335 83,088 SH   SOLE   83,088 0 0
NICE LTD SPONSORED ADR 653656108 29,877 192,571 SH   DFND 1 192,571 0 0
NICE LTD SPONSORED ADR 653656108 34,910 225,008 SH   SOLE   225,008 0 0
NIKE INC CL B 654106103 88,199 870,581 SH   SOLE   870,581 0 0
NIKE INC CL B 654106103 33,187 327,579 SH   DFND 1 327,579 0 0
NINE ENERGY SVC INC COM 65441V101 5,084 650,148 SH   DFND 1 650,148 0 0
NINE ENERGY SVC INC COM 65441V101 9,008 1,151,936 SH   SOLE   1,151,936 0 0
NISOURCE INC COM 65473P105 474 17,026 SH   SOLE   17,026 0 0
NOBLE ENERGY INC COM 655044105 542 21,800 SH   SOLE   21,800 0 0
NORDSON CORP COM 655663102 2,177 13,369 SH   SOLE   13,369 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,209 98,949 SH   DFND 1 98,949 0 0
NORFOLK SOUTHERN CORP COM 655844108 47,583 245,108 SH   SOLE   245,108 0 0
NORTHERN TR CORP COM 665859104 5,290 49,794 SH   DFND 1 49,794 0 0
NORTHERN TR CORP COM 665859104 14,004 131,816 SH   SOLE   131,816 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 584 34,457 SH   SOLE   34,457 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,457 7,144 SH   SOLE   7,144 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,328 79,842 SH   SOLE   79,842 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,787 24,235 SH   SOLE   24,235 0 0
NORTHWESTERN CORP COM NEW 668074305 7,174 100,103 SH   DFND 1 100,103 0 0
NORTHWESTERN CORP COM NEW 668074305 12,375 172,672 SH   SOLE   172,672 0 0
NORTONLIFELOCK INC COM 668771108 667 26,134 SH   SOLE   26,134 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 17,507 1,920,000 SH   SOLE   1,920,000 0 0
NOVANTA INC COM 67000B104 6,063 68,560 SH   SOLE   68,560 0 0
NOVANTA INC COM 67000B104 3,035 34,321 SH   DFND 1 34,321 0 0
NOW INC COM 67011P100 320 28,429 SH   SOLE   28,429 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 595 14,514 SH   SOLE   14,514 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 15,360 861,466 SH   DFND 1 861,466 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 15,299 858,022 SH   SOLE   858,022 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 5,417 5,140,000 SH   SOLE   5,140,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,056 10,000,000 SH   SOLE   10,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 14,815 13,337,000 SH   SOLE   13,337,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 4,058 3,653,000 SH   DFND 1 3,653,000 0 0
NUCOR CORP COM 670346105 13,661 242,728 SH   DFND 1 242,728 0 0
NUCOR CORP COM 670346105 26,954 478,926 SH   SOLE   478,926 0 0
NUTANIX INC CL A 67059N108 3,585 114,688 SH   DFND 1 114,688 0 0
NUTANIX INC CL A 67059N108 7,472 239,028 SH   SOLE   239,028 0 0
NVIDIA CORP COM 67066G104 22,793 96,868 SH   DFND 1 96,868 0 0
NVIDIA CORP COM 67066G104 62,971 267,622 SH   SOLE   267,622 0 0
NUVEEN SR INCOME FD COM 67067Y104 89 14,908 SH   SOLE   14,908 0 0
NUVEEN SR INCOME FD COM 67067Y104 74 12,350 SH   DFND 1 12,350 0 0
NUVASIVE INC COM 670704105 1,052 13,607 SH   SOLE   13,607 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 119 11,600 SH   SOLE   11,600 0 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 88 11,500 SH   DFND 1 11,500 0 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 113 14,762 SH   SOLE   14,762 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 182 12,000 SH   DFND 1 12,000 0 0
OGE ENERGY CORP COM 670837103 2,326 52,305 SH   SOLE   52,305 0 0
O-I GLASS INC COM 67098H104 485 40,665 SH   SOLE   40,665 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,091 7,054 SH   DFND 1 7,054 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,934 22,667 SH   SOLE   22,667 0 0
OFG BANCORP COM 67103X102 965 40,885 SH   SOLE   40,885 0 0
OSI SYSTEMS INC COM 671044105 1,369 13,594 SH   SOLE   13,594 0 0
OASIS PETE INC NEW COM 674215108 773 237,150 SH   SOLE   237,150 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4,308 5,550,000 SH   SOLE   5,550,000 0 0
OCCIDENTAL PETE CORP COM 674599105 1,678 40,716 SH   SOLE   40,716 0 0
OCEANEERING INTL INC COM 675232102 2,548 170,884 SH   DFND 1 170,884 0 0
OCEANEERING INTL INC COM 675232102 6,816 457,140 SH   SOLE   457,140 0 0
OFFICE DEPOT INC COM 676220106 1,192 435,137 SH   SOLE   435,137 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 2,391 74,379 SH   SOLE   74,379 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 470 14,617 SH   DFND 1 14,617 0 0
OIL STS INTL INC COM 678026105 1,223 74,962 SH   SOLE   74,962 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 3,860 4,300,000 SH   SOLE   4,300,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 38,169 201,124 SH   DFND 1 201,124 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 44,088 232,311 SH   SOLE   232,311 0 0
OLD NATL BANCORP IND COM 680033107 2,476 135,387 SH   SOLE   135,387 0 0
OLD REP INTL CORP COM 680223104 249 11,150 SH   DFND 1 11,150 0 0
OLD REP INTL CORP COM 680223104 2,302 102,891 SH   SOLE   102,891 0 0
OLD SECOND BANCORP INC ILL COM 680277100 425 31,537 SH   DFND 1 31,537 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,059 78,626 SH   SOLE   78,626 0 0
OLIN CORP COM PAR $1 680665205 720 41,721 SH   SOLE   41,721 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 6,715 102,821 SH   DFND 1 102,821 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 14,660 224,475 SH   SOLE   224,475 0 0
OLYMPIC STEEL INC COM 68162K106 500 27,914 SH   SOLE   27,914 0 0
OMNICOM GROUP INC COM 681919106 804 9,924 SH   SOLE   9,924 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,195 28,222 SH   DFND 1 28,222 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,627 156,477 SH   SOLE   156,477 0 0
OMNICELL INC COM 68213N109 2,729 33,393 SH   SOLE   33,393 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 16,317 12,007,000 SH   SOLE   12,007,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 58 43,000 SH   DFND 1 43,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,115 1,534,000 SH   DFND 1 1,534,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 14,026 10,173,000 SH   SOLE   10,173,000 0 0
ONE GAS INC COM 68235P108 1,289 13,780 SH   SOLE   13,780 0 0
ONE LIBERTY PPTYS INC COM 682406103 429 15,786 SH   DFND 1 15,786 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,031 37,912 SH   SOLE   37,912 0 0
ONEOK INC NEW COM 682680103 1,425 18,828 SH   SOLE   18,828 0 0
ONESPAN INC COM 68287N100 444 25,928 SH   SOLE   25,928 0 0
ONTO INNOVATION INC COM 683344105 1,427 39,065 SH   SOLE   39,065 0 0
ORACLE CORP COM 68389X105 14,959 282,347 SH   DFND 1 282,347 0 0
ORACLE CORP COM 68389X105 42,614 804,335 SH   SOLE   804,335 0 0
OPUS BK IRVINE CALIF COM 684000102 445 17,202 SH   SOLE   17,202 0 0
OPTINOSE INC COM 68404V100 6,143 666,302 SH   DFND 1 666,302 0 0
OPTINOSE INC COM 68404V100 9,554 1,036,241 SH   SOLE   1,036,241 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 395 49,149 SH   SOLE   49,149 0 0
ORBCOMM INC COM 68555P100 1,024 243,196 SH   DFND 1 243,196 0 0
ORBCOMM INC COM 68555P100 2,102 499,172 SH   SOLE   499,172 0 0
ORTHOFIX MED INC COM 68752M108 2,178 47,157 SH   SOLE   47,157 0 0
ORTHOFIX MED INC COM 68752M108 638 13,807 SH   DFND 1 13,807 0 0
OSHKOSH CORP COM 688239201 1,683 17,783 SH   SOLE   17,783 0 0
OTTER TAIL CORP COM 689648103 1,280 24,961 SH   SOLE   24,961 0 0
OTTER TAIL CORP COM 689648103 521 10,162 SH   DFND 1 10,162 0 0
OUTFRONT MEDIA INC COM 69007J106 1,513 56,431 SH   SOLE   56,431 0 0
OUTFRONT MEDIA INC COM 69007J106 596 22,218 SH   DFND 1 22,218 0 0
OWENS & MINOR INC NEW COM 690732102 259 50,046 SH   SOLE   50,046 0 0
OWENS CORNING NEW COM 690742101 1,851 28,425 SH   SOLE   28,425 0 0
OXFORD INDS INC COM 691497309 14,184 188,071 SH   SOLE   188,071 0 0
OXFORD INDS INC COM 691497309 9,710 128,749 SH   DFND 1 128,749 0 0
PBF ENERGY INC CL A 69318G106 835 26,617 SH   SOLE   26,617 0 0
PCSB FINL CORP COM 69324R104 8,653 427,317 SH   SOLE   427,317 0 0
PCSB FINL CORP COM 69324R104 6,667 329,239 SH   DFND 1 329,239 0 0
PDC ENERGY INC COM 69327R101 1,227 46,891 SH   SOLE   46,891 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3,333 3,550,000 SH   SOLE   3,550,000 0 0
PDF SOLUTIONS INC COM 693282105 374 22,152 SH   SOLE   22,152 0 0
PDL BIOPHARMA INC COM 69329Y104 974 300,000 SH   SOLE   300,000 0 0
PGT INNOVATIONS INC COM 69336V101 693 46,505 SH   SOLE   46,505 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,188 19,971 SH   SOLE   19,971 0 0
PNM RES INC COM 69349H107 12,503 246,558 SH   DFND 1 246,558 0 0
PNM RES INC COM 69349H107 18,828 371,283 SH   SOLE   371,283 0 0
PPG INDS INC COM 693506107 22,669 169,818 SH   SOLE   169,818 0 0
PPG INDS INC COM 693506107 8,338 62,464 SH   DFND 1 62,464 0 0
PPL CORP COM 69351T106 1,182 32,955 SH   SOLE   32,955 0 0
PRA HEALTH SCIENCES INC COM 69354M108 8,151 73,330 SH   SOLE   73,330 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,793 25,126 SH   DFND 1 25,126 0 0
PRA GROUP INC COM 69354N106 1,313 36,158 SH   SOLE   36,158 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,520 27,417 SH   SOLE   27,417 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,472 8,928 SH   DFND 1 8,928 0 0
PVH CORP COM 693656100 355 3,379 SH   SOLE   3,379 0 0
PTC INC COM 69370C100 2,034 27,160 SH   SOLE   27,160 0 0
PACCAR INC COM 693718108 1,247 15,765 SH   SOLE   15,765 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,541 47,269 SH   SOLE   47,269 0 0
PACIRA BIOSCIENCES COM 695127100 1,505 33,228 SH   SOLE   33,228 0 0
PACKAGING CORP AMER COM 695156109 483 4,314 SH   SOLE   4,314 0 0
PACWEST BANCORP DEL COM 695263103 4,100 107,125 SH   SOLE   107,125 0 0
PACWEST BANCORP DEL COM 695263103 1,453 37,962 SH   DFND 1 37,962 0 0
PALO ALTO NETWORKS INC COM 697435105 7,623 32,963 SH   DFND 1 32,963 0 0
PALO ALTO NETWORKS INC COM 697435105 15,895 68,736 SH   SOLE   68,736 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 1,103 1,000,000 SH   DFND 1 1,000,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,206 2,000,000 SH   SOLE   2,000,000 0 0
PAPA JOHNS INTL INC COM 698813102 364 5,760 SH   SOLE   5,760 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 682 29,343 SH   SOLE   29,343 0 0
PARAMOUNT GROUP INC COM 69924R108 857 61,535 SH   SOLE   61,535 0 0
PARAMOUNT GROUP INC COM 69924R108 346 24,858 SH   DFND 1 24,858 0 0
PARK AEROSPACE CORP COM 70014A104 253 15,521 SH   SOLE   15,521 0 0
PARK HOTELS RESORTS INC COM 700517105 4,467 172,679 SH   SOLE   172,679 0 0
PARKER HANNIFIN CORP COM 701094104 48,860 237,391 SH   SOLE   237,391 0 0
PARKER HANNIFIN CORP COM 701094104 24,019 116,699 SH   DFND 1 116,699 0 0
PATRICK INDS INC COM 703343103 1,002 19,107 SH   SOLE   19,107 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 271 282,000 SH   DFND 1 282,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 9,134 9,508,000 SH   SOLE   9,508,000 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 7,638 7,600,000 SH   SOLE   7,600,000 0 0
PATTERSON COMPANIES INC COM 703395103 461 22,510 SH   SOLE   22,510 0 0
PATTERSON UTI ENERGY INC COM 703481101 31,013 2,953,608 SH   DFND 1 2,953,608 0 0
PATTERSON UTI ENERGY INC COM 703481101 31,931 3,041,088 SH   SOLE   3,041,088 0 0
PAYCHEX INC COM 704326107 6,270 73,707 SH   SOLE   73,707 0 0
PAYPAL HLDGS INC COM 70450Y103 38,101 352,232 SH   DFND 1 352,232 0 0
PAYPAL HLDGS INC COM 70450Y103 98,596 911,491 SH   SOLE   911,491 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 251 8,125 SH   SOLE   8,125 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 409 15,256 SH   DFND 1 15,256 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 3,154 117,640 SH   SOLE   117,640 0 0
PENN NATL GAMING INC COM 707569109 728 28,470 SH   SOLE   28,470 0 0
PENN VA CORP NEW COM 70788V102 210 6,932 SH   DFND 1 6,932 0 0
PENN VA CORP NEW COM 70788V102 754 24,858 SH   SOLE   24,858 0 0
PENNANT GROUP INC COM 70805E109 689 20,843 SH   SOLE   20,843 0 0
PENNEY J C CORP INC COM 708160106 268 239,509 SH   SOLE   239,509 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 254 47,573 SH   SOLE   47,573 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,778 79,772 SH   SOLE   79,772 0 0
PENUMBRA INC COM 70975L107 1,379 8,393 SH   SOLE   8,393 0 0
PEOPLES BANCORP INC COM 709789101 902 26,012 SH   SOLE   26,012 0 0
PEOPLES BANCORP INC COM 709789101 364 10,498 SH   DFND 1 10,498 0 0
PEOPLES UTD FINL INC COM 712704105 342 20,243 SH   SOLE   20,243 0 0
PEPSICO INC COM 713448108 11,673 85,407 SH   DFND 1 85,407 0 0
PEPSICO INC COM 713448108 67,655 495,023 SH   SOLE   495,023 0 0
PERFICIENT INC COM 71375U101 1,196 25,966 SH   SOLE   25,966 0 0
PERKINELMER INC COM 714046109 5,675 58,445 SH   DFND 1 58,445 0 0
PERKINELMER INC COM 714046109 8,183 84,279 SH   SOLE   84,279 0 0
PERSPECTA INC COM 715347100 950 35,930 SH   SOLE   35,930 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 680 23,864 SH   SOLE   23,864 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 328 11,512 SH   DFND 1 11,512 0 0
PETMED EXPRESS INC COM 716382106 378 16,064 SH   SOLE   16,064 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 629 39,439 SH   DFND 1 39,439 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,302 81,677 SH   SOLE   81,677 0 0
PFIZER INC COM 717081103 59,902 1,528,899 SH   SOLE   1,528,899 0 0
PFIZER INC COM 717081103 21,343 544,753 SH   DFND 1 544,753 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 505 20,321 SH   SOLE   20,321 0 0
PHILIP MORRIS INTL INC COM 718172109 61,079 717,816 SH   SOLE   717,816 0 0
PHILIP MORRIS INTL INC COM 718172109 21,175 248,849 SH   DFND 1 248,849 0 0
PHILLIPS 66 COM 718546104 2,256 20,253 SH   SOLE   20,253 0 0
PHOTRONICS INC COM 719405102 843 53,506 SH   SOLE   53,506 0 0
PHYSICIANS RLTY TR COM 71943U104 8,043 424,670 SH   DFND 1 424,670 0 0
PHYSICIANS RLTY TR COM 71943U104 14,139 746,522 SH   SOLE   746,522 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 448 13,694 SH   SOLE   13,694 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,204 18,806 SH   SOLE   18,806 0 0
PINNACLE WEST CAP CORP COM 723484101 781 8,682 SH   SOLE   8,682 0 0
PIONEER HIGH INCOME TR COM 72369H106 184 19,300 SH   DFND 1 19,300 0 0
PIONEER NAT RES CO COM 723787107 43,142 285,007 SH   SOLE   285,007 0 0
PIONEER NAT RES CO COM 723787107 21,384 141,272 SH   DFND 1 141,272 0 0
PIPER JAFFRAY COS COM 724078100 914 11,432 SH   SOLE   11,432 0 0
PITNEY BOWES INC COM 724479100 548 136,038 SH   SOLE   136,038 0 0
PLANET FITNESS INC CL A 72703H101 24,651 330,090 SH   SOLE   330,090 0 0
PLANET FITNESS INC CL A 72703H101 11,533 154,431 SH   DFND 1 154,431 0 0
PLANTRONICS INC NEW COM 727493108 713 26,062 SH   SOLE   26,062 0 0
PLEXUS CORP COM 729132100 10,421 135,443 SH   DFND 1 135,443 0 0
PLEXUS CORP COM 729132100 15,918 206,883 SH   SOLE   206,883 0 0
POLARIS INC COM 731068102 1,528 15,025 SH   SOLE   15,025 0 0
POLYONE CORP COM 73179P106 739 20,097 SH   SOLE   20,097 0 0
POOL CORPORATION COM 73278L105 2,222 10,462 SH   SOLE   10,462 0 0
POPULAR INC COM NEW 733174700 9,267 157,734 SH   SOLE   157,734 0 0
POPULAR INC COM NEW 733174700 3,889 66,203 SH   DFND 1 66,203 0 0
POST HLDGS INC COM 737446104 1,895 17,367 SH   SOLE   17,367 0 0
POTLATCHDELTIC CORPORATION COM 737630103 3,863 89,273 SH   SOLE   89,273 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,416 32,732 SH   DFND 1 32,732 0 0
POWELL INDS INC COM 739128106 344 7,013 SH   SOLE   7,013 0 0
POWER INTEGRATIONS INC COM 739276103 2,317 23,427 SH   SOLE   23,427 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 651 10,835 SH   SOLE   10,835 0 0
PREFERRED APT CMNTYS INC COM 74039L103 181 13,576 SH   SOLE   13,576 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 532 13,126 SH   SOLE   13,126 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,916 48,558 SH   DFND 1 48,558 0 0
PRICE T ROWE GROUP INC COM 74144T108 15,979 131,150 SH   SOLE   131,150 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 920 593,000 SH   DFND 1 593,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 19,954 12,863,000 SH   SOLE   12,863,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,227 2,800,000 SH   SOLE   2,800,000 0 0
PRICESMART INC COM 741511109 1,261 17,750 SH   SOLE   17,750 0 0
PRIMORIS SVCS CORP COM 74164F103 26,738 1,202,260 SH   SOLE   1,202,260 0 0
PRIMORIS SVCS CORP COM 74164F103 19,989 898,775 SH   DFND 1 898,775 0 0
PRIMERICA INC COM 74164M108 11,231 86,019 SH   DFND 1 86,019 0 0
PRIMERICA INC COM 74164M108 16,633 127,396 SH   SOLE   127,396 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 647 11,770 SH   SOLE   11,770 0 0
PROASSURANCE CORP COM 74267C106 1,548 42,831 SH   SOLE   42,831 0 0
PROCTER & GAMBLE CO COM 742718109 7,015 56,168 SH   DFND 1 56,168 0 0
PROCTER & GAMBLE CO COM 742718109 57,496 460,336 SH   SOLE   460,336 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 350 68,813 SH   SOLE   68,813 0 0
PROGRESS SOFTWARE CORP COM 743312100 4,036 97,140 SH   SOLE   97,140 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,005 24,192 SH   DFND 1 24,192 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,929 26,647 SH   SOLE   26,647 0 0
PROLOGIS INC COM 74340W103 33,238 372,870 SH   SOLE   372,870 0 0
PROOFPOINT INC COM 743424103 8,827 76,903 SH   SOLE   76,903 0 0
PROOFPOINT INC COM 743424103 4,422 38,528 SH   DFND 1 38,528 0 0
PROPETRO HLDG CORP COM 74347M108 738 65,567 SH   SOLE   65,567 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 4,573 30,318 SH   SOLE   30,318 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 1,371 9,090 SH   DFND 1 9,090 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,896 1,850,000 SH   SOLE   1,850,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 2,388 2,250,000 SH   SOLE   2,250,000 0 0
PROSIGHT GLOBAL INC COM 74349J103 7,957 493,276 SH   DFND 1 493,276 0 0
PROSIGHT GLOBAL INC COM 74349J103 12,073 748,499 SH   SOLE   748,499 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,773 24,667 SH   SOLE   24,667 0 0
PROTO LABS INC COM 743713109 2,164 21,307 SH   SOLE   21,307 0 0
PROVIDENCE SVC CORP COM 743815102 541 9,141 SH   SOLE   9,141 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,179 47,815 SH   SOLE   47,815 0 0
PRUDENTIAL FINL INC COM 744320102 10,098 107,725 SH   DFND 1 107,725 0 0
PRUDENTIAL FINL INC COM 744320102 19,949 212,815 SH   SOLE   212,815 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 30,016 508,308 SH   DFND 1 508,308 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 31,405 531,839 SH   SOLE   531,839 0 0
PUBLIC STORAGE COM 74460D109 14,073 66,084 SH   SOLE   66,084 0 0
PULTE GROUP INC COM 745867101 451 11,611 SH   SOLE   11,611 0 0
QCR HOLDINGS INC COM 74727A104 2,053 46,798 SH   DFND 1 46,798 0 0
QCR HOLDINGS INC COM 74727A104 4,672 106,518 SH   SOLE   106,518 0 0
QAD INC CL A 74727D306 1,521 29,868 SH   DFND 1 29,868 0 0
QAD INC CL A 74727D306 3,370 66,176 SH   SOLE   66,176 0 0
QUAKER CHEM CORP COM 747316107 307 1,865 SH   DFND 1 1,865 0 0
QUAKER CHEM CORP COM 747316107 2,477 15,055 SH   SOLE   15,055 0 0
QEP RES INC COM 74733V100 894 198,673 SH   SOLE   198,673 0 0
QTS RLTY TR INC COM CL A 74736A103 3,328 61,320 SH   SOLE   61,320 0 0
QORVO INC COM 74736K101 615 5,295 SH   SOLE   5,295 0 0
Q2 HLDGS INC COM 74736L109 8,733 107,712 SH   SOLE   107,712 0 0
Q2 HLDGS INC COM 74736L109 4,376 53,973 SH   DFND 1 53,973 0 0
QUALCOMM INC COM 747525103 14,841 168,205 SH   DFND 1 168,205 0 0
QUALCOMM INC COM 747525103 31,031 351,711 SH   SOLE   351,711 0 0
QUALYS INC COM 74758T303 2,213 26,543 SH   SOLE   26,543 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 451 26,405 SH   SOLE   26,405 0 0
QUANTA SVCS INC COM 74762E102 264 6,486 SH   SOLE   6,486 0 0
QUEST DIAGNOSTICS INC COM 74834L100 656 6,139 SH   SOLE   6,139 0 0
QUINSTREET INC COM 74874Q100 11,824 772,280 SH   SOLE   772,280 0 0
QUINSTREET INC COM 74874Q100 7,564 494,089 SH   DFND 1 494,089 0 0
RLI CORP COM 749607107 939 10,427 SH   SOLE   10,427 0 0
RLJ LODGING TR COM 74965L101 2,276 128,433 SH   SOLE   128,433 0 0
RLJ LODGING TR COM 74965L101 364 20,550 SH   DFND 1 20,550 0 0
RPC INC COM 749660106 215 40,991 SH   SOLE   40,991 0 0
RMR GROUP INC CL A 74967R106 314 6,873 SH   SOLE   6,873 0 0
RH COM 74967X103 63,528 297,555 SH   DFND 1 297,555 0 0
RH COM 74967X103 64,297 301,155 SH   SOLE   301,155 0 0
RPM INTL INC COM 749685103 617 8,044 SH   DFND 1 8,044 0 0
RPM INTL INC COM 749685103 4,139 53,926 SH   SOLE   53,926 0 0
RPT REALTY SH BEN INT 74971D101 387 25,733 SH   DFND 1 25,733 0 0
RPT REALTY SH BEN INT 74971D101 1,918 127,525 SH   SOLE   127,525 0 0
RADIAN GROUP INC COM 750236101 37,403 1,486,615 SH   SOLE   1,486,615 0 0
RADIAN GROUP INC COM 750236101 37,382 1,485,777 SH   DFND 1 1,485,777 0 0
RADNET INC COM 750491102 674 33,224 SH   SOLE   33,224 0 0
RAMBUS INC DEL COM 750917106 170 12,342 SH   DFND 1 12,342 0 0
RAMBUS INC DEL COM 750917106 1,570 113,940 SH   SOLE   113,940 0 0
RALPH LAUREN CORP CL A 751212101 266 2,267 SH   SOLE   2,267 0 0
RANGE RES CORP COM 75281A109 806 166,165 SH   SOLE   166,165 0 0
RAVEN INDS INC COM 754212108 11,650 338,066 SH   SOLE   338,066 0 0
RAVEN INDS INC COM 754212108 7,871 228,414 SH   DFND 1 228,414 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 48,901 546,629 SH   SOLE   546,629 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 25,966 290,257 SH   DFND 1 290,257 0 0
RAYONIER INC COM 754907103 782 23,856 SH   DFND 1 23,856 0 0
RAYONIER INC COM 754907103 2,913 88,926 SH   SOLE   88,926 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 153 39,762 SH   SOLE   39,762 0 0
RAYTHEON CO COM NEW 755111507 2,789 12,693 SH   SOLE   12,693 0 0
RE MAX HLDGS INC CL A 75524W108 640 16,638 SH   SOLE   16,638 0 0
READY CAP CORP COM 75574U101 433 28,074 SH   SOLE   28,074 0 0
REALOGY HLDGS CORP COM 75605Y106 881 91,044 SH   SOLE   91,044 0 0
REALTY INCOME CORP COM 756109104 4,670 63,420 SH   SOLE   63,420 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 340 10,303 SH   SOLE   10,303 0 0
RED ROCK RESORTS INC CL A 75700L108 29,705 1,240,273 SH   SOLE   1,240,273 0 0
RED ROCK RESORTS INC CL A 75700L108 20,563 858,586 SH   DFND 1 858,586 0 0
REDWOOD TR INC COM 758075402 1,484 89,729 SH   SOLE   89,729 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 8,380 8,200,000 SH   SOLE   8,200,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 6,927 6,800,000 SH   SOLE   6,800,000 0 0
REGAL BELOIT CORP COM 758750103 4,041 47,197 SH   DFND 1 47,197 0 0
REGAL BELOIT CORP COM 758750103 10,571 123,478 SH   SOLE   123,478 0 0
REGENCY CTRS CORP COM 758849103 7,092 112,409 SH   SOLE   112,409 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,367 3,641 SH   SOLE   3,641 0 0
REGIS CORP MINN COM 758932107 344 19,247 SH   SOLE   19,247 0 0
REGENXBIO INC COM 75901B107 1,022 24,957 SH   SOLE   24,957 0 0
REGIONS FINL CORP NEW COM 7591EP100 754 43,967 SH   SOLE   43,967 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 6,250 38,328 SH   DFND 1 38,328 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 17,379 106,582 SH   SOLE   106,582 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,639 88,836 SH   SOLE   88,836 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,083 34,093 SH   DFND 1 34,093 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 836 31,025 SH   SOLE   31,025 0 0
REPLIGEN CORP COM 759916109 3,529 38,148 SH   DFND 1 38,148 0 0
REPLIGEN CORP COM 759916109 8,178 88,411 SH   SOLE   88,411 0 0
RENT A CTR INC NEW COM 76009N100 1,132 39,238 SH   SOLE   39,238 0 0
REPUBLIC SVCS INC COM 760759100 14,566 162,513 SH   SOLE   162,513 0 0
REPUBLIC SVCS INC COM 760759100 386 4,302 SH   DFND 1 4,302 0 0
RESMED INC COM 761152107 10,165 65,595 SH   SOLE   65,595 0 0
RESMED INC COM 761152107 4,359 28,126 SH   DFND 1 28,126 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 383 32,092 SH   SOLE   32,092 0 0
RESOURCES CONNECTION INC COM 76122Q105 391 23,971 SH   SOLE   23,971 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,986 112,461 SH   SOLE   112,461 0 0
RETAIL PPTYS AMER INC CL A 76131V202 972 72,532 SH   DFND 1 72,532 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,384 177,901 SH   SOLE   177,901 0 0
REX AMERICAN RESOURCES CORP COM 761624105 366 4,460 SH   SOLE   4,460 0 0
REXFORD INDL RLTY INC COM 76169C100 5,159 112,966 SH   SOLE   112,966 0 0
RING ENERGY INC COM 76680V108 125 47,515 SH   SOLE   47,515 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 22,718 528,936 SH   DFND 1 528,936 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 36,158 841,871 SH   SOLE   841,871 0 0
ROBERT HALF INTL INC COM 770323103 338 5,358 SH   SOLE   5,358 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,746 33,288 SH   SOLE   33,288 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,785 13,743 SH   DFND 1 13,743 0 0
ROGERS CORP COM 775133101 12,276 98,420 SH   DFND 1 98,420 0 0
ROGERS CORP COM 775133101 20,513 164,463 SH   SOLE   164,463 0 0
ROLLINS INC COM 775711104 213 6,418 SH   SOLE   6,418 0 0
ROPER TECHNOLOGIES INC COM 776696106 16,648 46,998 SH   SOLE   46,998 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,130 20,129 SH   DFND 1 20,129 0 0
ROSS STORES INC COM 778296103 9,206 79,076 SH   SOLE   79,076 0 0
ROYAL GOLD INC COM 780287108 2,095 17,139 SH   SOLE   17,139 0 0
ROYCE MICRO-CAP TR INC COM 780915104 270 31,600 SH   DFND 1 31,600 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,078 49,508 SH   SOLE   49,508 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 238 10,945 SH   DFND 1 10,945 0 0
RYDER SYS INC COM 783549108 756 13,925 SH   SOLE   13,925 0 0
RYERSON HLDG CORP COM 783754104 1,180 99,711 SH   SOLE   99,711 0 0
RYERSON HLDG CORP COM 783754104 471 39,834 SH   DFND 1 39,834 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,686 54,073 SH   SOLE   54,073 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 902 10,404 SH   DFND 1 10,404 0 0
S & T BANCORP INC COM 783859101 1,442 35,784 SH   SOLE   35,784 0 0
S&P GLOBAL INC COM 78409V104 60,464 221,441 SH   SOLE   221,441 0 0
S&P GLOBAL INC COM 78409V104 22,992 84,203 SH   DFND 1 84,203 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 24,778 102,817 SH   SOLE   102,817 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 9,154 37,983 SH   DFND 1 37,983 0 0
SEI INVESTMENTS CO COM 784117103 19,295 294,668 SH   SOLE   294,668 0 0
SEI INVESTMENTS CO COM 784117103 7,480 114,231 SH   DFND 1 114,231 0 0
SL GREEN RLTY CORP COM 78440X101 3,430 37,330 SH   SOLE   37,330 0 0
SLM CORP COM 78442P106 983 110,310 SH   SOLE   110,310 0 0
SM ENERGY CO COM 78454L100 949 84,471 SH   SOLE   84,471 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 5,680 6,000,000 SH   SOLE   6,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 240,779 748,086 SH   SOLE   748,086 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,025 124,356 SH   DFND 1 124,356 0 0
SPX CORP COM 784635104 1,788 35,150 SH   SOLE   35,150 0 0
SPS COMMERCE INC COM 78463M107 1,537 27,741 SH   SOLE   27,741 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3,098 75,960 SH   SOLE   75,960 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 2,899 52,240 SH   DFND 1 52,240 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,423 25,640 SH   SOLE   25,640 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 14,879 507,998 SH   SOLE   507,998 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 9,733 332,281 SH   DFND 1 332,281 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 13,113 137,877 SH   SOLE   137,877 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6,566 69,039 SH   DFND 1 69,039 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,048 23,039 SH   SOLE   23,039 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 10,084 92,058 SH   SOLE   92,058 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 17,587 160,550 SH   DFND 1 160,550 0 0
SP PLUS CORP COM 78469C103 928 21,876 SH   DFND 1 21,876 0 0
SP PLUS CORP COM 78469C103 2,357 55,561 SH   SOLE   55,561 0 0
SPX FLOW INC COM 78469X107 371 7,587 SH   DFND 1 7,587 0 0
SPX FLOW INC COM 78469X107 2,601 53,232 SH   SOLE   53,232 0 0
SRC ENERGY INC COM 78470V108 799 193,941 SH   SOLE   193,941 0 0
SVB FINL GROUP COM 78486Q101 19,608 78,107 SH   SOLE   78,107 0 0
SVB FINL GROUP COM 78486Q101 8,362 33,311 SH   DFND 1 33,311 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 6,103 286,011 SH   SOLE   286,011 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,212 103,668 SH   DFND 1 103,668 0 0
SABRE CORP COM 78573M104 1,606 71,565 SH   SOLE   71,565 0 0
SAFEHOLD INC COM 78645L100 399 9,892 SH   SOLE   9,892 0 0
SAFETY INS GROUP INC COM 78648T100 1,388 15,003 SH   SOLE   15,003 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,598 22,141 SH   DFND 1 22,141 0 0
SAGE THERAPEUTICS INC COM 78667J108 3,280 45,438 SH   SOLE   45,438 0 0
SAIA INC COM 78709Y105 11,508 123,587 SH   DFND 1 123,587 0 0
SAIA INC COM 78709Y105 19,286 207,114 SH   SOLE   207,114 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 24,260 1,027,950 SH   SOLE   1,027,950 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 15,857 671,907 SH   DFND 1 671,907 0 0
ST JOE CO COM 790148100 1,505 75,881 SH   SOLE   75,881 0 0
ST JOE CO COM 790148100 408 20,566 SH   DFND 1 20,566 0 0
SALESFORCE COM INC COM 79466L302 39,593 243,439 SH   DFND 1 243,439 0 0
SALESFORCE COM INC COM 79466L302 102,779 631,944 SH   SOLE   631,944 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 555 30,395 SH   SOLE   30,395 0 0
SANDERSON FARMS INC COM 800013104 908 5,152 SH   SOLE   5,152 0 0
SANDY SPRING BANCORP INC COM 800363103 1,461 38,563 SH   DFND 1 38,563 0 0
SANDY SPRING BANCORP INC COM 800363103 3,695 97,547 SH   SOLE   97,547 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 12,251 134,210 SH   DFND 1 134,210 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 17,244 188,908 SH   SOLE   188,908 0 0
SANMINA CORPORATION COM 801056102 1,908 55,719 SH   SOLE   55,719 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,397 59,786 SH   DFND 1 59,786 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 2,785 119,187 SH   SOLE   119,187 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,945 15,071 SH   DFND 1 15,071 0 0
SAREPTA THERAPEUTICS INC COM 803607100 4,056 31,432 SH   SOLE   31,432 0 0
SAUL CTRS INC COM 804395101 1,049 19,875 SH   SOLE   19,875 0 0
SAUL CTRS INC COM 804395101 233 4,421 SH   DFND 1 4,421 0 0
SCANSOURCE INC COM 806037107 1,045 28,287 SH   DFND 1 28,287 0 0
SCANSOURCE INC COM 806037107 3,333 90,195 SH   SOLE   90,195 0 0
HENRY SCHEIN INC COM 806407102 446 6,688 SH   SOLE   6,688 0 0
SCHLUMBERGER LTD COM 806857108 2,537 63,099 SH   SOLE   63,099 0 0
SCHNITZER STL INDS CL A 806882106 248 11,448 SH   SOLE   11,448 0 0
SCHOLASTIC CORP COM 807066105 2,019 52,519 SH   SOLE   52,519 0 0
SCHOLASTIC CORP COM 807066105 415 10,797 SH   DFND 1 10,797 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 25,353 533,077 SH   DFND 1 533,077 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 62,095 1,305,608 SH   SOLE   1,305,608 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,305 54,905 SH   SOLE   54,905 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 618 14,715 SH   DFND 1 14,715 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,116 12,820 SH   SOLE   12,820 0 0
SCIENTIFIC GAMES CORP COM 80874P109 378 14,132 SH   SOLE   14,132 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,099 10,353 SH   SOLE   10,353 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 682 43,392 SH   SOLE   43,392 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 25,598 837,351 SH   SOLE   837,351 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 16,729 547,221 SH   DFND 1 547,221 0 0
SEACOR HOLDINGS INC COM 811904101 746 17,286 SH   SOLE   17,286 0 0
SEALED AIR CORP NEW COM 81211K100 281 7,045 SH   SOLE   7,045 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 11,600 188,861 SH   DFND 1 188,861 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 18,120 295,014 SH   SOLE   295,014 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 22,341 219,327 SH   SOLE   219,327 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 16,479 161,777 SH   DFND 1 161,777 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 13,094 104,400 SH   DFND 1 104,400 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 17,747 141,503 SH   SOLE   141,503 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 5,563 86,090 SH   SOLE   86,090 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,997 85,566 SH   SOLE   85,566 0 0
SELECTIVE INS GROUP INC COM 816300107 1,455 22,320 SH   SOLE   22,320 0 0
SELECTIVE INS GROUP INC COM 816300107 217 3,335 SH   DFND 1 3,335 0 0
SEMTECH CORP COM 816850101 916 17,310 SH   SOLE   17,310 0 0
SEMPRA ENERGY COM 816851109 1,946 12,848 SH   SOLE   12,848 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 19,204 160,010 SH   SOLE   160,010 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 6,787 57,000 SH   SOLE   57,000 0 0
SENECA FOODS CORP NEW CL A 817070501 1,231 30,173 SH   SOLE   30,173 0 0
SENECA FOODS CORP NEW CL A 817070501 409 10,021 SH   DFND 1 10,021 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 525 62,162 SH   SOLE   62,162 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 360 5,443 SH   DFND 1 5,443 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,562 23,634 SH   SOLE   23,634 0 0
SERVICE CORP INTL COM 817565104 2,198 47,760 SH   SOLE   47,760 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 3,749 154,078 SH   DFND 1 154,078 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 9,302 382,310 SH   SOLE   382,310 0 0
SERVICENOW INC COM 81762P102 38,357 135,865 SH   DFND 1 135,865 0 0
SERVICENOW INC COM 81762P102 94,432 334,485 SH   SOLE   334,485 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,383 36,698 SH   SOLE   36,698 0 0
SHAKE SHACK INC CL A 819047101 1,473 24,725 SH   SOLE   24,725 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,553 37,317 SH   SOLE   37,317 0 0
SHERWIN WILLIAMS CO COM 824348106 4,962 8,504 SH   DFND 1 8,504 0 0
SHERWIN WILLIAMS CO COM 824348106 24,859 42,601 SH   SOLE   42,601 0 0
SHOE CARNIVAL INC COM 824889109 265 7,120 SH   SOLE   7,120 0 0
SHUTTERSTOCK INC COM 825690100 654 15,246 SH   SOLE   15,246 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,927 14,107 SH   SOLE   14,107 0 0
SILICON LABORATORIES INC COM 826919102 1,896 16,349 SH   DFND 1 16,349 0 0
SILICON LABORATORIES INC COM 826919102 6,130 52,856 SH   SOLE   52,856 0 0
SILGAN HOLDINGS INC COM 827048109 630 20,260 SH   SOLE   20,260 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 2,431 90,744 SH   SOLE   90,744 0 0
SIMON PPTY GROUP INC NEW COM 828806109 19,260 129,299 SH   SOLE   129,299 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,577 32,119 SH   SOLE   32,119 0 0
SITE CENTERS CORP COM 82981J109 1,587 113,203 SH   SOLE   113,203 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,198 35,284 SH   DFND 1 35,284 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 6,391 70,503 SH   SOLE   70,503 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 927 20,540 SH   SOLE   20,540 0 0
SKECHERS U S A INC CL A 830566105 1,511 34,991 SH   SOLE   34,991 0 0
SKYWEST INC COM 830879102 2,595 40,148 SH   SOLE   40,148 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 939 7,765 SH   SOLE   7,765 0 0
SLEEP NUMBER CORP COM 83125X103 1,115 22,635 SH   SOLE   22,635 0 0
SMITH A O CORP COM 831865209 2,721 57,111 SH   DFND 1 57,111 0 0
SMITH A O CORP COM 831865209 7,770 163,106 SH   SOLE   163,106 0 0
SMUCKER J M CO COM NEW 832696405 541 5,199 SH   SOLE   5,199 0 0
SNAP ON INC COM 833034101 424 2,500 SH   SOLE   2,500 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,208 12,702 SH   SOLE   12,702 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 599 19,319 SH   SOLE   19,319 0 0
SONOCO PRODS CO COM 835495102 1,614 26,155 SH   SOLE   26,155 0 0
SONY CORP SPONSORED ADR 835699307 13,901 204,421 SH   DFND 1 204,421 0 0
SONY CORP SPONSORED ADR 835699307 27,152 399,294 SH   SOLE   399,294 0 0
SOUTH JERSEY INDS INC COM 838518108 2,426 73,568 SH   SOLE   73,568 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,518 48,500 SH   SOLE   48,500 0 0
SOUTHERN CO COM 842587107 3,141 49,315 SH   SOLE   49,315 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,963 36,419 SH   DFND 1 36,419 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 18,791 348,635 SH   SOLE   348,635 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 939 25,275 SH   SOLE   25,275 0 0
SOUTHWEST AIRLS CO COM 844741108 84,190 1,559,659 SH   DFND 1 1,559,659 0 0
SOUTHWEST AIRLS CO COM 844741108 91,480 1,694,710 SH   SOLE   1,694,710 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 635 8,360 SH   DFND 1 8,360 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,667 35,106 SH   SOLE   35,106 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,119 462,269 SH   DFND 1 462,269 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,889 1,607,166 SH   SOLE   1,607,166 0 0
SPARTANNASH CO COM 847215100 412 28,941 SH   SOLE   28,941 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 327 89,955 SH   SOLE   89,955 0 0
SPIRE INC COM 84857L101 12,836 154,072 SH   SOLE   154,072 0 0
SPIRE INC COM 84857L101 8,277 99,348 SH   DFND 1 99,348 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,329 27,022 SH   DFND 1 27,022 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 7,395 150,365 SH   SOLE   150,365 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 3,377 3,250,000 SH   SOLE   3,250,000 0 0
SPOK HLDGS INC COM 84863T106 171 13,962 SH   SOLE   13,962 0 0
SPROUTS FMRS MKT INC COM 85208M102 597 30,869 SH   SOLE   30,869 0 0
SQUARE INC CL A 852234103 28,762 459,746 SH   SOLE   459,746 0 0
SQUARE INC CL A 852234103 12,248 195,777 SH   DFND 1 195,777 0 0
STAG INDL INC COM 85254J102 280 8,854 SH   DFND 1 8,854 0 0
STAG INDL INC COM 85254J102 2,434 77,111 SH   SOLE   77,111 0 0
STAMPS COM INC COM NEW 852857200 1,079 12,915 SH   SOLE   12,915 0 0
STANDARD MTR PRODS INC COM 853666105 2,211 41,542 SH   DFND 1 41,542 0 0
STANDARD MTR PRODS INC COM 853666105 5,913 111,113 SH   SOLE   111,113 0 0
STANDEX INTL CORP COM 854231107 6,253 78,800 SH   DFND 1 78,800 0 0
STANDEX INTL CORP COM 854231107 15,134 190,724 SH   SOLE   190,724 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,562 21,489 SH   SOLE   21,489 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,185 7,147 SH   DFND 1 7,147 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 587 5,393 SH   DFND 1 5,393 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 6,812 62,607 SH   SOLE   62,607 0 0
STARBUCKS CORP COM 855244109 57,416 653,044 SH   SOLE   653,044 0 0
STARBUCKS CORP COM 855244109 20,006 227,549 SH   DFND 1 227,549 0 0
STATE AUTO FINL CORP COM 855707105 10,061 324,341 SH   DFND 1 324,341 0 0
STATE AUTO FINL CORP COM 855707105 13,322 429,472 SH   SOLE   429,472 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 8,409 8,100,000 SH   SOLE   8,100,000 0 0
STATE STR CORP COM 857477103 1,311 16,574 SH   SOLE   16,574 0 0
STEEL DYNAMICS INC COM 858119100 45,983 1,350,839 SH   SOLE   1,350,839 0 0
STEEL DYNAMICS INC COM 858119100 39,410 1,157,752 SH   DFND 1 1,157,752 0 0
STEPAN CO COM 858586100 1,634 15,948 SH   SOLE   15,948 0 0
STERICYCLE INC COM 858912108 1,519 23,811 SH   SOLE   23,811 0 0
STERLING BANCORP DEL COM 85917A100 1,113 52,793 SH   SOLE   52,793 0 0
STEWART INFORMATION SVCS COR COM 860372101 770 18,877 SH   SOLE   18,877 0 0
STIFEL FINL CORP COM 860630102 1,084 17,866 SH   SOLE   17,866 0 0
STORE CAP CORP COM 862121100 3,157 84,767 SH   DFND 1 84,767 0 0
STORE CAP CORP COM 862121100 13,825 371,250 SH   SOLE   371,250 0 0
STRATEGIC ED INC COM 86272C103 2,779 17,490 SH   SOLE   17,490 0 0
STRYKER CORP COM 863667101 2,104 10,023 SH   DFND 1 10,023 0 0
STRYKER CORP COM 863667101 11,011 52,447 SH   SOLE   52,447 0 0
STURM RUGER & CO INC COM 864159108 622 13,226 SH   SOLE   13,226 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 646 52,343 SH   DFND 1 52,343 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 2,557 207,196 SH   SOLE   207,196 0 0
SUN CMNTYS INC COM 866674104 10,216 68,058 SH   SOLE   68,058 0 0
SUNCOKE ENERGY INC COM 86722A103 430 69,079 SH   SOLE   69,079 0 0
SUNOPTA INC COM 8676EP108 4,061 1,624,229 SH   SOLE   1,624,229 0 0
SUNOPTA INC COM 8676EP108 2,989 1,195,704 SH   DFND 1 1,195,704 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,792 128,731 SH   SOLE   128,731 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 991 41,774 SH   SOLE   41,774 0 0
SURMODICS INC COM 868873100 681 16,431 SH   SOLE   16,431 0 0
SYKES ENTERPRISES INC COM 871237103 1,901 51,384 SH   SOLE   51,384 0 0
SYKES ENTERPRISES INC COM 871237103 293 7,919 SH   DFND 1 7,919 0 0
SYNAPTICS INC COM 87157D109 575 8,744 SH   SOLE   8,744 0 0
SYNOPSYS INC COM 871607107 57,072 409,999 SH   SOLE   409,999 0 0
SYNOPSYS INC COM 871607107 17,060 122,557 SH   DFND 1 122,557 0 0
SYNOVUS FINL CORP COM NEW 87161C501 24,101 614,818 SH   DFND 1 614,818 0 0
SYNOVUS FINL CORP COM NEW 87161C501 36,978 943,321 SH   SOLE   943,321 0 0
SYNNEX CORP COM 87162W100 1,375 10,676 SH   SOLE   10,676 0 0
SYNCHRONY FINL COM 87165B103 976 27,097 SH   SOLE   27,097 0 0
SYNEOS HEALTH INC CL A 87166B102 27,160 456,663 SH   SOLE   456,663 0 0
SYNEOS HEALTH INC CL A 87166B102 19,869 334,081 SH   DFND 1 334,081 0 0
SYSCO CORP COM 871829107 9,383 109,688 SH   SOLE   109,688 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 1,876 40,084 SH   SOLE   40,084 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,399 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 3,583 58,683 SH   DFND 1 58,683 0 0
TJX COS INC NEW COM 872540109 28,723 470,414 SH   SOLE   470,414 0 0
T MOBILE US INC COM 872590104 1,132 14,429 SH   SOLE   14,429 0 0
TRI POINTE GROUP INC COM 87265H109 567 36,382 SH   SOLE   36,382 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,059 1,000,000 SH   SOLE   1,000,000 0 0
TPG RE FIN TR INC COM 87266M107 663 32,708 SH   DFND 1 32,708 0 0
TPG RE FIN TR INC COM 87266M107 1,419 69,986 SH   SOLE   69,986 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,199 79,695 SH   SOLE   79,695 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,809 5,591,000 SH   SOLE   5,591,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 912 579,000 SH   DFND 1 579,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 762 15,653 SH   SOLE   15,653 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 13,994 207,290 SH   SOLE   207,290 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 6,495 96,201 SH   DFND 1 96,201 0 0
TAILORED BRANDS INC COM 87403A107 167 40,324 SH   SOLE   40,324 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,333 51,728 SH   DFND 1 51,728 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13,924 113,729 SH   SOLE   113,729 0 0
TALOS ENERGY INC COM 87484T108 10,861 360,231 SH   DFND 1 360,231 0 0
TALOS ENERGY INC COM 87484T108 17,036 565,051 SH   SOLE   565,051 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 358 24,272 SH   SOLE   24,272 0 0
TAPESTRY INC COM 876030107 339 12,577 SH   SOLE   12,577 0 0
TARGET CORP COM 87612E106 2,961 23,096 SH   SOLE   23,096 0 0
TAUBMAN CTRS INC COM 876664103 497 15,996 SH   SOLE   15,996 0 0
TEAM INC COM 878155100 386 24,177 SH   SOLE   24,177 0 0
TECH DATA CORP COM 878237106 1,329 9,256 SH   SOLE   9,256 0 0
TECHTARGET INC COM 87874R100 477 18,275 SH   SOLE   18,275 0 0
TEGNA INC COM 87901J105 946 56,676 SH   SOLE   56,676 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 43,759 126,273 SH   SOLE   126,273 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 14,659 42,302 SH   DFND 1 42,302 0 0
TELEFLEX INC COM 879369106 12,385 32,900 SH   DFND 1 32,900 0 0
TELEFLEX INC COM 879369106 28,582 75,927 SH   SOLE   75,927 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 650 25,555 SH   SOLE   25,555 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 413 67,412 SH   SOLE   67,412 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 856 139,601 SH   DFND 1 139,601 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,034 11,872 SH   SOLE   11,872 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,032 27,147 SH   SOLE   27,147 0 0
TENNANT CO COM 880345103 1,133 14,545 SH   SOLE   14,545 0 0
TERADATA CORP DEL COM 88076W103 787 29,396 SH   SOLE   29,396 0 0
TERADYNE INC COM 880770102 55,048 807,267 SH   DFND 1 807,267 0 0
TERADYNE INC COM 880770102 58,071 851,609 SH   SOLE   851,609 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 11,312 5,158,000 SH   SOLE   5,158,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 410 187,000 SH   DFND 1 187,000 0 0
TEREX CORP NEW COM 880779103 510 17,140 SH   SOLE   17,140 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,035 33,447 SH   SOLE   33,447 0 0
TERRITORIAL BANCORP INC COM 88145X108 409 13,216 SH   DFND 1 13,216 0 0
TERRENO RLTY CORP COM 88146M101 5,451 100,689 SH   DFND 1 100,689 0 0
TERRENO RLTY CORP COM 88146M101 8,441 155,914 SH   SOLE   155,914 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 196 99,962 SH   SOLE   99,962 0 0
TETRA TECH INC NEW COM 88162G103 1,229 14,264 SH   SOLE   14,264 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 746 13,149 SH   SOLE   13,149 0 0
TEXAS INSTRS INC COM 882508104 126,394 985,223 SH   SOLE   985,223 0 0
TEXAS INSTRS INC COM 882508104 55,819 435,102 SH   DFND 1 435,102 0 0
TEXAS ROADHOUSE INC COM 882681109 3,735 66,314 SH   DFND 1 66,314 0 0
TEXAS ROADHOUSE INC COM 882681109 8,414 149,405 SH   SOLE   149,405 0 0
TEXTRON INC COM 883203101 464 10,404 SH   SOLE   10,404 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 94,741 291,626 SH   SOLE   291,626 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 30,487 93,844 SH   DFND 1 93,844 0 0
THERMON GROUP HLDGS INC COM 88362T103 896 33,421 SH   SOLE   33,421 0 0
THERMON GROUP HLDGS INC COM 88362T103 384 14,328 SH   DFND 1 14,328 0 0
THOR INDS INC COM 885160101 1,071 14,423 SH   SOLE   14,423 0 0
3-D SYS CORP DEL COM NEW 88554D205 825 94,293 SH   SOLE   94,293 0 0
3M CO COM 88579Y101 14,739 83,543 SH   SOLE   83,543 0 0
3M CO COM 88579Y101 3,332 18,884 SH   DFND 1 18,884 0 0
TIFFANY & CO NEW COM 886547108 658 4,920 SH   SOLE   4,920 0 0
TIMKEN CO COM 887389104 997 17,714 SH   SOLE   17,714 0 0
TIMKENSTEEL CORP COM 887399103 250 31,762 SH   SOLE   31,762 0 0
TITAN INTL INC ILL COM 88830M102 144 39,844 SH   SOLE   39,844 0 0
TIVO CORP COM 88870P106 855 100,839 SH   SOLE   100,839 0 0
TIVITY HEALTH INC COM 88870R102 700 34,394 SH   SOLE   34,394 0 0
TOLL BROTHERS INC COM 889478103 1,334 33,758 SH   SOLE   33,758 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 893 9,755 SH   SOLE   9,755 0 0
TOPBUILD CORP COM 89055F103 2,786 27,031 SH   SOLE   27,031 0 0
TORO CO COM 891092108 2,219 27,854 SH   SOLE   27,854 0 0
TRACTOR SUPPLY CO COM 892356106 504 5,396 SH   SOLE   5,396 0 0
TRANSDIGM GROUP INC COM 893641100 3,517 6,280 SH   DFND 1 6,280 0 0
TRANSDIGM GROUP INC COM 893641100 8,654 15,454 SH   SOLE   15,454 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,611 11,764 SH   SOLE   11,764 0 0
TREDEGAR CORP COM 894650100 439 19,651 SH   SOLE   19,651 0 0
TREEHOUSE FOODS INC COM 89469A104 712 14,688 SH   SOLE   14,688 0 0
TREX CO INC COM 89531P105 1,370 15,243 SH   SOLE   15,243 0 0
TRICO BANCSHARES COM 896095106 3,445 84,405 SH   SOLE   84,405 0 0
TRICO BANCSHARES COM 896095106 1,327 32,505 SH   DFND 1 32,505 0 0
TRIMAS CORP COM NEW 896215209 3,904 124,303 SH   DFND 1 124,303 0 0
TRIMAS CORP COM NEW 896215209 9,408 299,529 SH   SOLE   299,529 0 0
TRIMBLE INC COM 896239100 2,714 65,097 SH   SOLE   65,097 0 0
TRINITY INDS INC COM 896522109 568 25,645 SH   SOLE   25,645 0 0
TRIUMPH BANCORP INC COM 89679E300 706 18,576 SH   SOLE   18,576 0 0
TRIUMPH GROUP INC NEW COM 896818101 1,008 39,880 SH   SOLE   39,880 0 0
TRIPADVISOR INC COM 896945201 834 27,454 SH   SOLE   27,454 0 0
TRUEBLUE INC COM 89785X101 746 31,018 SH   SOLE   31,018 0 0
TRUIST FINL CORP COM 89832Q109 3,442 61,124 SH   SOLE   61,124 0 0
TRUSTCO BK CORP N Y COM 898349105 4,136 477,024 SH   SOLE   477,024 0 0
TRUSTCO BK CORP N Y COM 898349105 1,243 143,363 SH   DFND 1 143,363 0 0
TRUSTMARK CORP COM 898402102 579 16,791 SH   SOLE   16,791 0 0
TTEC HLDGS INC COM 89854H102 557 14,066 SH   SOLE   14,066 0 0
TUPPERWARE BRANDS CORP COM 899896104 961 112,004 SH   SOLE   112,004 0 0
TUPPERWARE BRANDS CORP COM 899896104 307 35,824 SH   DFND 1 35,824 0 0
TURNING PT BRANDS INC COM 90041L105 28,204 986,158 SH   SOLE   986,158 0 0
TURNING PT BRANDS INC COM 90041L105 16,601 580,471 SH   DFND 1 580,471 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 3,377 3,550,000 SH   SOLE   3,550,000 0 0
TWITTER INC COM 90184L102 33,418 1,042,682 SH   DFND 1 1,042,682 0 0
TWITTER INC COM 90184L102 35,699 1,113,844 SH   SOLE   1,113,844 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,190 9,450,000 SH   SOLE   9,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 15,517 16,059,000 SH   SOLE   16,059,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,029 1,065,000 SH   DFND 1 1,065,000 0 0
II VI INC COM 902104108 767 22,789 SH   SOLE   22,789 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 11,410 11,200,000 SH   SOLE   11,200,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 22,254 74,174 SH   SOLE   74,174 0 0
TYLER TECHNOLOGIES INC COM 902252105 9,366 31,218 SH   DFND 1 31,218 0 0
TYSON FOODS INC CL A 902494103 1,225 13,454 SH   SOLE   13,454 0 0
UDR INC COM 902653104 6,540 140,036 SH   SOLE   140,036 0 0
UGI CORP NEW COM 902681105 2,466 54,613 SH   SOLE   54,613 0 0
UMB FINL CORP COM 902788108 775 11,288 SH   SOLE   11,288 0 0
US BANCORP DEL COM NEW 902973304 34,143 575,867 SH   DFND 1 575,867 0 0
US BANCORP DEL COM NEW 902973304 64,812 1,093,129 SH   SOLE   1,093,129 0 0
UMH PPTYS INC COM 903002103 692 43,962 SH   SOLE   43,962 0 0
UMH PPTYS INC COM 903002103 264 16,798 SH   DFND 1 16,798 0 0
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UNITED BANKSHARES INC WEST V COM 909907107 1,026 26,529 SH   SOLE   26,529 0 0
UNITED AIRLINES HLDGS INC COM 910047109 46,330 525,935 SH   DFND 1 525,935 0 0
UNITED AIRLINES HLDGS INC COM 910047109 47,238 536,251 SH   SOLE   536,251 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 55,635 189,246 SH   DFND 1 189,246 0 0
UNITEDHEALTH GROUP INC COM 91324P102 178,101 605,826 SH   SOLE   605,826 0 0
UNITIL CORP COM 913259107 633 10,237 SH   DFND 1 10,237 0 0
UNITIL CORP COM 913259107 1,779 28,780 SH   SOLE   28,780 0 0
UNITI GROUP INC COM 91325V108 906 110,322 SH   DFND 1 110,322 0 0
UNITI GROUP INC COM 91325V108 3,323 404,711 SH   SOLE   404,711 0 0
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UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 221 1,886 SH   DFND 1 1,886 0 0
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UNIVERSAL HLTH SVCS INC CL B 913903100 40,481 282,178 SH   SOLE   282,178 0 0
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UNUM GROUP COM 91529Y106 274 9,401 SH   SOLE   9,401 0 0
URBAN OUTFITTERS INC COM 917047102 512 18,432 SH   SOLE   18,432 0 0
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US ECOLOGY INC COM 91734M103 1,173 20,263 SH   SOLE   20,263 0 0
V F CORP COM 918204108 1,488 14,926 SH   SOLE   14,926 0 0
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VAIL RESORTS INC COM 91879Q109 9,154 38,167 SH   DFND 1 38,167 0 0
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VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,343 25,000 SH   SOLE   25,000 0 0
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VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 611 568,000 SH   DFND 1 568,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 16,516 15,349,000 SH   SOLE   15,349,000 0 0
VERITEX HLDGS INC COM 923451108 1,096 37,609 SH   SOLE   37,609 0 0
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VIRTUSA CORP COM 92827P102 17,435 384,628 SH   DFND 1 384,628 0 0
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VISHAY INTERTECHNOLOGY INC COM 928298108 736 34,582 SH   SOLE   34,582 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 24,009 23,966,000 SH   SOLE   23,966,000 0 0
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VOYA ASIA PAC DIVID EQUITY I COM 92912J102 242 28,500 SH   DFND 1 28,500 0 0
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WD-40 CO COM 929236107 2,118 10,912 SH   SOLE   10,912 0 0
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WELLCARE HEALTH PLANS INC COM 94946T106 757 2,293 SH   SOLE   2,293 0 0
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WELLS FARGO CO NEW COM 949746101 9,970 185,322 SH   SOLE   185,322 0 0
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WENDYS CO COM 95058W100 1,068 48,088 SH   SOLE   48,088 0 0
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WIPRO LTD SPON ADR 1 SH 97651M109 958 255,489 SH   SOLE   255,489 0 0
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YUM BRANDS INC COM 988498101 4,934 48,978 SH   SOLE   48,978 0 0
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ZEBRA TECHNOLOGIES CORP CL A 989207105 628 2,458 SH   SOLE   2,458 0 0
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ZIONS BANCORPORATION N A COM 989701107 86,373 1,663,574 SH   DFND 1 1,663,574 0 0
ZIONS BANCORPORATION N A COM 989701107 109,671 2,112,312 SH   SOLE   2,112,312 0 0
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ZUMIEZ INC COM 989817101 8,324 241,010 SH   DFND 1 241,010 0 0
ZUMIEZ INC COM 989817101 11,844 342,898 SH   SOLE   342,898 0 0
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EURONAV NV ANTWERPEN SHS B38564108 35,498 2,830,750 SH   SOLE   2,830,750 0 0
ADIENT PLC ORD SHS G0084W101 483 22,745 SH   SOLE   22,745 0 0
ALKERMES PLC SHS G01767105 754 36,980 SH   SOLE   36,980 0 0
ALKERMES PLC SHS G01767105 305 14,970 SH   DFND 1 14,970 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 527 4,235 SH   SOLE   4,235 0 0
ALLERGAN PLC SHS G0177J108 2,860 14,962 SH   SOLE   14,962 0 0
AMCOR PLC ORD G0250X107 800 73,844 SH   SOLE   73,844 0 0
AON PLC SHS CL A G0408V102 15,149 72,732 SH   SOLE   72,732 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,671 38,965 SH   SOLE   38,965 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,649 85,918 SH   DFND 1 85,918 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,398 127,724 SH   SOLE   127,724 0 0
ASSURED GUARANTY LTD COM G0585R106 92,532 1,887,633 SH   DFND 1 1,887,633 0 0
ASSURED GUARANTY LTD COM G0585R106 102,454 2,090,040 SH   SOLE   2,090,040 0 0
ATLASSIAN CORP PLC CL A G06242104 3,129 26,005 SH   DFND 1 26,005 0 0
ATLASSIAN CORP PLC CL A G06242104 6,579 54,671 SH   SOLE   54,671 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 9,959 269,016 SH   DFND 1 269,016 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 13,523 365,287 SH   SOLE   365,287 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,179 34,094 SH   DFND 1 34,094 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 50,612 240,355 SH   SOLE   240,355 0 0
BUNGE LIMITED COM G16962105 860 14,947 SH   SOLE   14,947 0 0
BUNGE LIMITED COM G16962105 1,002 17,418 SH   DFND 1 17,418 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 264 6,911 SH   SOLE   6,911 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,284 28,768 SH   SOLE   28,768 0 0
CONSOLIDATED WATER CO INC ORD G23773107 314 19,233 SH   DFND 1 19,233 0 0
CONSOLIDATED WATER CO INC ORD G23773107 781 47,934 SH   SOLE   47,934 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,201 93,644 SH   DFND 1 93,644 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 2,853 222,373 SH   SOLE   222,373 0 0
EATON CORP PLC SHS G29183103 2,102 22,196 SH   SOLE   22,196 0 0
ENDO INTL PLC SHS G30401106 754 160,707 SH   SOLE   160,707 0 0
ENSTAR GROUP LIMITED SHS G3075P101 14,671 70,921 SH   SOLE   70,921 0 0
ENSTAR GROUP LIMITED SHS G3075P101 10,824 52,327 SH   DFND 1 52,327 0 0
ESSENT GROUP LTD COM G3198U102 9,927 190,943 SH   SOLE   190,943 0 0
ESSENT GROUP LTD COM G3198U102 3,766 72,437 SH   DFND 1 72,437 0 0
EVEREST RE GROUP LTD COM G3223R108 515 1,859 SH   SOLE   1,859 0 0
FABRINET SHS G3323L100 1,910 29,464 SH   SOLE   29,464 0 0
FGL HLDGS ORD SHS G3402M102 1,109 104,133 SH   SOLE   104,133 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 844 24,120 SH   SOLE   24,120 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,182 6,575 SH   SOLE   6,575 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 994 40,661 SH   SOLE   40,661 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 3,057 84,440 SH   SOLE   84,440 0 0
ICHOR HOLDINGS SHS G4740B105 596 17,912 SH   SOLE   17,912 0 0
IHS MARKIT LTD SHS G47567105 1,377 18,277 SH   SOLE   18,277 0 0
INGERSOLL-RAND PLC SHS G47791101 24,848 186,936 SH   DFND 1 186,936 0 0
INGERSOLL-RAND PLC SHS G47791101 46,810 352,168 SH   SOLE   352,168 0 0
INVESCO LTD SHS G491BT108 305 16,964 SH   SOLE   16,964 0 0
JAMES RIV GROUP LTD COM G5005R107 998 24,210 SH   SOLE   24,210 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 46,073 308,637 SH   SOLE   308,637 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 39,922 267,432 SH   DFND 1 267,432 0 0
JOHNSON CTLS INTL PLC SHS G51502105 31,236 767,291 SH   SOLE   767,291 0 0
JOHNSON CTLS INTL PLC SHS G51502105 14,674 360,462 SH   DFND 1 360,462 0 0
LINDE PLC SHS G5494J103 5,213 24,484 SH   SOLE   24,484 0 0
LIVANOVA PLC SHS G5509L101 954 12,647 SH   SOLE   12,647 0 0
MEDTRONIC PLC SHS G5960L103 51,914 457,593 SH   DFND 1 457,593 0 0
MEDTRONIC PLC SHS G5960L103 136,988 1,207,471 SH   SOLE   1,207,471 0 0
APTIV PLC SHS G6095L109 17,558 184,876 SH   DFND 1 184,876 0 0
APTIV PLC SHS G6095L109 32,868 346,088 SH   SOLE   346,088 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,097 380,901 SH   DFND 1 380,901 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,497 1,214,279 SH   SOLE   1,214,279 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 329 16,217 SH   SOLE   16,217 0 0
NOBLE CORP PLC SHS USD G65431101 252 206,911 SH   SOLE   206,911 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 42,807 732,876 SH   SOLE   732,876 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 37,508 642,149 SH   DFND 1 642,149 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,040 40,662 SH   SOLE   40,662 0 0
PROTHENA CORP PLC SHS G72800108 203 12,844 SH   SOLE   12,844 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,262 11,539 SH   SOLE   11,539 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 627 10,537 SH   SOLE   10,537 0 0
PENTAIR PLC SHS G7S00T104 351 7,661 SH   SOLE   7,661 0 0
SIGNET JEWELERS LIMITED SHS G81276100 906 41,681 SH   SOLE   41,681 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 397 10,476 SH   SOLE   10,476 0 0
STERIS PLC SHS USD G8473T100 589 3,864 SH   SOLE   3,864 0 0
TECHNIPFMC PLC COM G87110105 1,948 90,868 SH   DFND 1 90,868 0 0
TECHNIPFMC PLC COM G87110105 4,499 209,863 SH   SOLE   209,863 0 0
THIRD PT REINS LTD COM G8827U100 671 63,770 SH   SOLE   63,770 0 0
VALARIS PLC SHS CLASS A G9402V109 1,034 157,559 SH   SOLE   157,559 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,421 16,939 SH   SOLE   16,939 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 974 4,823 SH   DFND 1 4,823 0 0
PERRIGO CO PLC SHS G97822103 320 6,204 SH   SOLE   6,204 0 0
CHUBB LIMITED COM H1467J104 17,920 115,123 SH   DFND 1 115,123 0 0
CHUBB LIMITED COM H1467J104 36,481 234,365 SH   SOLE   234,365 0 0
GARMIN LTD SHS H2906T109 642 6,585 SH   SOLE   6,585 0 0
TE CONNECTIVITY LTD REG SHS H84989104 8,553 89,244 SH   DFND 1 89,244 0 0
TE CONNECTIVITY LTD REG SHS H84989104 23,774 248,058 SH   SOLE   248,058 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,557 226,288 SH   SOLE   226,288 0 0
TRANSOCEAN LTD REG SHS H8817H100 205 29,854 SH   DFND 1 29,854 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 728 178,526 SH   DFND 1 178,526 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2,054 503,398 SH   SOLE   503,398 0 0
TRINSEO S A SHS L9340P101 1,161 31,197 SH   SOLE   31,197 0 0
AUDIOCODES LTD ORD M15342104 325 12,657 SH   DFND 1 12,657 0 0
AUDIOCODES LTD ORD M15342104 686 26,684 SH   SOLE   26,684 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 5,014 132,531 SH   SOLE   132,531 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 2,510 66,356 SH   DFND 1 66,356 0 0
ELASTIC N V ORD SHS N14506104 4,987 77,559 SH   DFND 1 77,559 0 0
ELASTIC N V ORD SHS N14506104 10,400 161,743 SH   SOLE   161,743 0 0
CORE LABORATORIES N V COM N22717107 3,146 83,525 SH   DFND 1 83,525 0 0
CORE LABORATORIES N V COM N22717107 7,554 200,528 SH   SOLE   200,528 0 0
FRANKS INTL N V COM N33462107 1,011 195,527 SH   SOLE   195,527 0 0
FRANKS INTL N V COM N33462107 409 79,134 SH   DFND 1 79,134 0 0
INTERXION HOLDING N.V SHS N47279109 3,573 42,632 SH   SOLE   42,632 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,106 11,701 SH   SOLE   11,701 0 0
MYLAN N V SHS EURO N59465109 473 23,525 SH   SOLE   23,525 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 7,991 951,272 SH   SOLE   951,272 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 3,634 432,575 SH   DFND 1 432,575 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 37,139 1,218,460 SH   DFND 1 1,218,460 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 59,771 1,960,991 SH   SOLE   1,960,991 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,046 7,835 SH   SOLE   7,835 0 0
CURTISS WRIGHT CORP COM 231561101 403 2,860 SH   SOLE 2 0 0 0
DBX ETF TR XTRACK MSCI EAFE 233051200 681 20,161 PRN   SOLE 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 1,106 7,647 SH   SOLE 2 0 0 0
DOLLAR GEN CORP NEW COM 256677105 689 4,415 SH   SOLE 2 0 0 0
DOMINOS PIZZA INC COM 25754A201 200 681 SH   SOLE 2 0 0 0
DUPONT DE NEMOURS INC COM 26614N102 675 10,521 SH   SOLE 2 0 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 190 14,872 PRN   SOLE 2 0 0 0
ECOLAB INC COM 278865100 794 4,113 SH   SOLE 2 0 0 0
EXXON MOBIL CORP COM 30231G102 1,892 27,115 SH   SOLE 2 0 0 0
FACEBOOK INC CL A 30303M102 422 2,058 SH   SOLE 2 0 0 0
FIDELITY COVINGTON TR MSCI UTILS INDEX 316092865 828 19,564 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD NY ARCA BIOTECH 33733E203 820 5,514 PRN   SOLE 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 2,912 80,820 PRN   SOLE 2 0 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 2,643 40,516 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD FINLS ALPHADEX 33734X135 872 26,030 PRN   SOLE 2 0 0 0
FIRST TR LRG CP VL ALPHADEX COM SHS 33735J101 438 7,743 PRN   SOLE 2 0 0 0
FIRST TR LRG CP GRWTH ALPHAD COM SHS 33735K108 341 4,680 PRN   SOLE 2 0 0 0
FIRST TR EXCH TRD ALPHA FD I DEV MRK EX US 33737J174 382 6,873 PRN   SOLE 2 0 0 0
FIRST TR EXCH TRD ALPHA FD I EMERG MKT ALPH 33737J182 374 14,081 PRN   SOLE 2 0 0 0
FIRST TR EXCNGE TRD ALPHADEX MID CP GR ALPH 33737M102 495 10,346 PRN   SOLE 2 0 0 0
FIRST TR EXCNGE TRD ALPHADEX MID CAP VAL FD 33737M201 216 6,004 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD RISNG DIVD ACHIV 33738R506 808 22,532 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 883 44,008 PRN   SOLE 2 0 0 0
FLEXSHARES TR QUALT DIVD IDX 33939L860 6,347 130,911 PRN   SOLE 2 0 0 0
GENERAL ELECTRIC CO COM 369604103 156 13,978 SH   SOLE 2 0 0 0
GENTEX CORP COM 371901109 374 12,921 SH   SOLE 2 0 0 0
GLOBAL X FDS US PFD ETF 37954Y657 942 37,638 PRN   SOLE 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 4,832 220,959 PRN   SOLE 2 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 836 27,532 PRN   SOLE 2 0 0 0
GOLDMAN SACHS ETF TR EQUITY ETF 381430503 8,966 138,640 PRN   SOLE 2 0 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 260 2,366 SH   SOLE 2 0 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 161 10,158 SH   SOLE 2 0 0 0
HOME DEPOT INC COM 437076102 1,467 6,720 SH   SOLE 2 0 0 0
HONEYWELL INTL INC COM 438516106 238 1,346 SH   SOLE 2 0 0 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 1,021 46,985 PRN   SOLE 2 0 0 0
INTEL CORP COM 458140100 863 14,417 SH   SOLE 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 254 1,898 SH   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGD ETF ULTRA SHRT DUR 46090A887 704 13,971 PRN   SOLE 2 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 17,503 82,324 SH   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 505 3,985 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL TEC 46137V282 1,619 8,176 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL IND 46137V324 1,148 8,467 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 270 14,302 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 4,185 101,204 PRN   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP INFO 46138E115 624 6,498 PRN   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 1,264 21,665 SH   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR PFD ETF 46138E511 2,051 136,661 SH   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR CHINA TECHNLGY 46138E800 8,483 161,327 PRN   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,152 22,638 PRN   SOLE 2 0 0 0
INVESCO EXCHNG TRADED FD TR S&P ULTRA DIVIDE 46138G656 3,412 86,462 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 1,751 82,223 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 HY 46138J601 656 27,416 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 1,747 82,258 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 722 29,266 PRN   SOLE 2 0 0 0
AT&T INC COM 00206R102 1,277 32,679 SH   SOLE 2 0 0 0
ABBOTT LABS COM 002824100 538 6,189 SH   SOLE 2 0 0 0
ABBVIE INC COM 00287Y109 497 5,612 SH   SOLE 2 0 0 0
ADOBE INC COM 00724F101 305 924 SH   SOLE 2 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 269 5,865 SH   SOLE 2 0 0 0
ALLSTATE CORP COM 020002101 208 1,850 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 663 496 SH   SOLE 2 0 0 0
ALTRIA GROUP INC COM 02209S103 332 6,660 SH   SOLE 2 0 0 0
AMAZON COM INC COM 023135106 1,356 734 SH   SOLE 2 0 0 0
AMERICAN EXPRESS CO COM 025816109 254 2,041 SH   SOLE 2 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 299 1,302 SH   SOLE 2 0 0 0
AMGEN INC COM 031162100 695 2,883 SH   SOLE 2 0 0 0
ANALOG DEVICES INC COM 032654105 874 7,356 SH   SOLE 2 0 0 0
APPLE INC COM 037833100 3,846 13,096 SH   SOLE 2 0 0 0
ATMOS ENERGY CORP COM 049560105 578 5,168 SH   SOLE 2 0 0 0
BANK AMER CORP COM 060505104 245 6,948 SH   SOLE 2 0 0 0
BANK OZK COM 06417N103 317 10,385 SH   SOLE 2 0 0 0
BAXTER INTL INC COM 071813109 226 2,707 SH   SOLE 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 615 2,716 SH   SOLE 2 0 0 0
BLACKROCK INC COM 09247X101 586 1,165 SH   SOLE 2 0 0 0
BOEING CO COM 097023105 1,111 3,410 SH   SOLE 2 0 0 0
BROADCOM INC COM 11135F101 2,940 9,304 SH   SOLE 2 0 0 0
CME GROUP INC COM 12572Q105 279 1,390 SH   SOLE 2 0 0 0
CVS HEALTH CORP COM 126650100 415 5,591 SH   SOLE 2 0 0 0
CALAVO GROWERS INC COM 128246105 607 6,699 SH   SOLE 2 0 0 0
CANADIAN NATL RY CO COM 136375102 214 2,363 SH   SOLE 2 0 0 0
CATERPILLAR INC DEL COM 149123101 472 3,195 SH   SOLE 2 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 677 24,831 SH   SOLE 2 0 0 0
CHEVRON CORP NEW COM 166764100 618 5,125 SH   SOLE 2 0 0 0
CISCO SYS INC COM 17275R102 316 6,586 SH   SOLE 2 0 0 0
COCA COLA CO COM 191216100 325 5,870 SH   SOLE 2 0 0 0
COMCAST CORP NEW CL A 20030N101 658 14,636 SH   SOLE 2 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 336 1,143 SH   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 CB 46138J825 210 9,782 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 226 8,868 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 CB 46138J841 648 30,194 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 360 13,787 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 CB 46138J866 1,003 47,090 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 728 29,764 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 1,792 83,345 PRN   SOLE 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 306 21,124 PRN   SOLE 2 0 0 0
ISHARES INC US INTL HGH YLD 464286178 444 8,904 PRN   SOLE 2 0 0 0
ISHARES INC EM HGHYL BD ETF 464286285 1,251 26,444 PRN   SOLE 2 0 0 0
ISHARES INC EM MKTS DIV ETF 464286319 1,328 32,704 PRN   SOLE 2 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 461 10,496 PRN   SOLE 2 0 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 2,157 36,779 SH   SOLE 2 0 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 2,533 13,728 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 18,816 258,855 SH   SOLE 2 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 558 5,278 SH   SOLE 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 2,566 22,009 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 51,938 160,678 SH   SOLE 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 33,237 295,786 SH   SOLE 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 6,110 136,176 SH   SOLE 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,657 20,762 SH   SOLE 2 0 0 0
ISHARES TR GBL COMM SVC ETF 464287275 473 7,709 PRN   SOLE 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 1,885 8,956 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 20,934 108,110 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 18,973 145,843 SH   SOLE 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,137 8,394 PRN   SOLE 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 2,382 21,608 PRN   SOLE 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 373 4,407 PRN   SOLE 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 20,493 295,115 SH   SOLE 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 2,807 29,620 SH   SOLE 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 1,788 11,721 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 10,102 49,082 SH   SOLE 2 0 0 0
ISHARES TR EXPANDED TECH 464287515 1,428 6,127 PRN   SOLE 2 0 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,073 8,903 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,054 7,725 SH   SOLE 2 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 2,321 9,749 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 4,645 26,402 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 308 2,393 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 2,079 9,704 SH   SOLE 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 933 5,632 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US VLU 464287663 2,852 45,260 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 3,600 53,217 PRN   SOLE 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,049 12,000 SH   SOLE 2 0 0 0
ISHARES TR U.S. TECH ETF 464287721 839 3,608 PRN   SOLE 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 506 5,438 SH   SOLE 2 0 0 0
ISHARES TR US INDUSTRIALS 464287754 2,120 12,646 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,503 6,969 SH   SOLE 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,565 11,356 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 20,498 244,456 SH   SOLE 2 0 0 0
ISHARES TR EUROPE ETF 464287861 718 15,300 PRN   SOLE 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 10,558 65,657 SH   SOLE 2 0 0 0
ISHARES TR S&P SML 600 GWT 464287887 291 1,503 PRN   SOLE 2 0 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,392 18,939 PRN   SOLE 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,744 28,009 PRN   SOLE 2 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 505 4,404 SH   SOLE 2 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 1,617 9,585 PRN   SOLE 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 1,606 14,101 SH   SOLE 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 14,718 222,996 PRN   SOLE 2 0 0 0
ISHARES TR INTL SEL DIV ETF 464288448 795 23,670 PRN   SOLE 2 0 0 0
ISHARES TR DEVSMCP EXNA ETF 464288497 239 4,282 PRN   SOLE 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,703 30,740 SH   SOLE 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 18,788 344,171 SH   SOLE 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 395 3,289 PRN   SOLE 2 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 3,859 34,253 PRN   SOLE 2 0 0 0
ISHARES TR INTRM TR CRP ETF 464288638 1,414 24,394 SH   SOLE 2 0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 23,875 445,184 SH   SOLE 2 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 6,091 162,038 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 241 1,799 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 6,801 33,874 PRN   SOLE 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 3,556 71,213 PRN   SOLE 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 1,291 14,928 PRN   SOLE 2 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 1,121 16,455 PRN   SOLE 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 2,586 50,777 PRN   SOLE 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 8,174 83,353 PRN   SOLE 2 0 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 35,466 475,795 PRN   SOLE 2 0 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 36,944 563,169 SH   SOLE 2 0 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 3,092 30,701 PRN   SOLE 2 0 0 0
ISHARES US ETF TR SHT MAT MUN ETF 46431W838 586 11,691 PRN   SOLE 2 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 36,103 357,453 PRN   SOLE 2 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 13,706 109,156 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 2,886 46,628 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 11,242 172,325 PRN   SOLE 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 19,493 386,772 PRN   SOLE 2 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 970 18,051 PRN   SOLE 2 0 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 964 32,415 PRN   SOLE 2 0 0 0
ISHARES INC MLT FCTR EMG MKT 46434G889 1,360 29,865 PRN   SOLE 2 0 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 2,167 42,449 SH   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 2,189 80,915 PRN   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR USA 46434V290 3,056 71,210 PRN   SOLE 2 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 5,885 112,926 PRN   SOLE 2 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 21,804 518,283 PRN   SOLE 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 2,026 66,406 PRN   SOLE 2 0 0 0
ISHARES TR ESG USD CORPT 46435G193 1,154 43,599 PRN   SOLE 2 0 0 0
ISHARES TR ESG 1 5 YR USD 46435G243 1,737 68,324 PRN   SOLE 2 0 0 0
ISHARES TR ESG MSCI EAFE 46435G516 5,997 87,245 PRN   SOLE 2 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 763 13,924 PRN   SOLE 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 995 24,220 PRN   SOLE 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 1,661 11,915 SH   SOLE 2 0 0 0
JP MORGAN EXCHANGE TRADED FD DIV RTN INT EQ 46641Q209 267 4,681 PRN   SOLE 2 0 0 0
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC 46641Q837 21,031 417,027 PRN   SOLE 2 0 0 0
JOHNSON & JOHNSON COM 478160104 711 4,874 SH   SOLE 2 0 0 0
KEMPER CORP DEL COM 488401100 295 3,803 SH   SOLE 2 0 0 0
KIMBERLY CLARK CORP COM 494368103 209 1,517 SH   SOLE 2 0 0 0
LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 971 33,051 PRN   SOLE 2 0 0 0
LILLY ELI & CO COM 532457108 267 2,030 SH   SOLE 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 1,625 4,172 SH   SOLE 2 0 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 661 10,516 PRN   SOLE 2 0 0 0
MASTERCARD INC CL A 57636Q104 368 1,233 SH   SOLE 2 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 345 2,034 SH   SOLE 2 0 0 0
MCDONALDS CORP COM 580135101 786 3,980 SH   SOLE 2 0 0 0
MERCK & CO INC COM 58933Y105 682 7,502 SH   SOLE 2 0 0 0
MICROSOFT CORP COM 594918104 1,210 7,670 SH   SOLE 2 0 0 0
MONDELEZ INTL INC CL A 609207105 293 5,313 SH   SOLE 2 0 0 0
NIKE INC CL B 654106103 305 3,015 SH   SOLE 2 0 0 0
NOVARTIS A G SPONSORED ADR 66987V109 227 2,396 SH   SOLE 2 0 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 194 13,513 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 4,975 120,050 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 10,202 311,049 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 2,407 77,259 PRN   SOLE 2 0 0 0
PPG INDS INC COM 693506107 592 4,435 SH   SOLE 2 0 0 0
PEPSICO INC COM 713448108 329 2,404 SH   SOLE 2 0 0 0
PFIZER INC COM 717081103 1,792 45,728 SH   SOLE 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 319 5,779 PRN   SOLE 2 0 0 0
PROCTER & GAMBLE CO COM 742718109 661 5,291 SH   SOLE 2 0 0 0
PROLOGIS INC COM 74340W103 688 7,716 SH   SOLE 2 0 0 0
RAYTHEON CO COM NEW 755111507 267 1,215 SH   SOLE 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,850 8,855 SH   SOLE 2 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,160 15,115 SH   SOLE 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 607 16,151 PRN   SOLE 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 695 22,184 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST FACTST INV ETF 78464A110 1,926 17,020 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 1,058 16,403 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 2,386 36,304 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 2,959 53,307 SH   SOLE 2 0 0 0
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 450 10,748 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 220 6,306 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST AEROSPACE DEF 78464A631 1,407 12,894 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 2,539 43,581 SH   SOLE 2 0 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 7,988 74,260 SH   SOLE 2 0 0 0
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 1,000 13,796 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 302 5,518 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 1,536 40,612 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 440 9,439 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 845 17,247 PRN   SOLE 2 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,027 3,602 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST NUVEEN BLMBRG SR 78468R739 204 4,163 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST PRTFLO S&P500 HI 78468R788 356 9,011 PRN   SOLE 2 0 0 0
SPDR SERIES TRUST PORTFOLIO SM ETF 78468R853 980 30,041 PRN   SOLE 2 0 0 0
SALESFORCE COM INC COM 79466L302 310 1,906 SH   SOLE 2 0 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 532 11,190 SH   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 22,322 240,252 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 27,990 465,561 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 42,877 712,839 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 9,631 127,325 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR SCHWB FDT EMK LG 808524730 586 19,651 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 2,044 35,297 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 596 11,148 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 679 11,048 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,572 25,247 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 709 5,651 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,655 27,562 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 13,025 423,171 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,278 15,681 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,710 29,562 SH   SOLE 2 0 0 0
SEMPRA ENERGY COM 816851109 201 1,328 SH   SOLE 2 0 0 0
SERVICENOW INC COM 81762P102 355 1,257 SH   SOLE 2 0 0 0
SHERWIN WILLIAMS CO COM 824348106 446 764 SH   SOLE 2 0 0 0
SOUTHWEST AIRLS CO COM 844741108 276 5,104 SH   SOLE 2 0 0 0
STARBUCKS CORP COM 855244109 269 3,061 SH   SOLE 2 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 520 1,500 SH   SOLE 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 848 2,610 SH   SOLE 2 0 0 0
3M CO COM 88579Y101 5,980 33,898 SH   SOLE 2 0 0 0
TRIMTABS ETF TR ALL CAP US FREE 89628W302 4,678 118,992 PRN   SOLE 2 0 0 0
TRUIST FINL CORP COM 89832Q109 285 5,068 SH   SOLE 2 0 0 0
US BANCORP DEL COM NEW 902973304 202 3,413 SH   SOLE 2 0 0 0
UNION PACIFIC CORP COM 907818108 202 1,118 SH   SOLE 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 282 2,406 SH   SOLE 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 953 6,366 SH   SOLE 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,722 5,857 SH   SOLE 2 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 67 30,250 SH   SOLE 2 0 0 0
VANECK VECTORS ETF TR AMT FREE INT ETF 92189H201 278 5,531 PRN   SOLE 2 0 0 0
VANGUARD GROUP DIV APP ETF 921908844 14,893 119,468 SH   SOLE 2 0 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 780 14,011 PRN   SOLE 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 930 6,384 SH   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 921932828 1,100 7,231 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 580 4,455 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 697 4,746 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 1,845 18,392 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 1,340 15,360 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 2,895 35,919 SH   SOLE 2 0 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 3,791 45,211 PRN   SOLE 2 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 27,162 616,488 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 431 4,603 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS INC INTL DVD ETF 921946810 2,974 41,278 PRN   SOLE 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 6,082 107,499 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 381 6,445 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,702 15,315 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 320 3,956 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 220 4,092 SH   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 8,722 196,143 SH   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 833 14,219 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 523 3,242 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 652 7,998 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 1,107 14,512 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 682 4,432 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 4,075 16,641 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 309 2,164 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 297 3,166 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 2,812 34,697 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,476 13,684 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,011 15,348 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,990 37,424 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,943 32,227 SH   SOLE 2 0 0 0
VEEVA SYS INC CL A COM 922475108 241 1,716 SH   SOLE 2 0 0 0
VANGUARD MUN BD FD INC TAX EXEMPT BD 922907746 216 4,027 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 38,347 129,639 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,837 15,414 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 515 5,548 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 631 3,175 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 216 1,577 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,992 16,791 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 321 2,175 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 19,537 107,245 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 13,478 112,454 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 16,015 96,683 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 597 3,647 SH   SOLE 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 428 6,972 SH   SOLE 2 0 0 0
VISA INC COM CL A 92826C839 1,343 7,148 SH   SOLE 2 0 0 0
WABTEC CORP COM 929740108 529 6,800 SH   SOLE 2 0 0 0
WALMART INC COM 931142103 1,259 10,593 SH   SOLE 2 0 0 0
WELLS FARGO CO NEW COM 949746101 496 9,218 SH   SOLE 2 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 589 15,477 PRN   SOLE 2 0 0 0
WISDOMTREE TR INTL EQUITY FD 97717W703 253 4,726 SH   SOLE 2 0 0 0
WISDOMTREE TR FLOATNG RAT TREA 97717X628 546 21,774 PRN   SOLE 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 36,679 756,734 PRN   SOLE 2 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 953 13,505 PRN   SOLE 2 0 0 0
XCEL ENERGY INC COM 98389B100 298 4,693 SH   SOLE 2 0 0 0
YUM BRANDS INC COM 988498101 207 2,057 SH   SOLE 2 0 0 0
JOHNSON CTLS INTL PLC SHS G51502105 672 16,519 SH   SOLE 2 0 0 0
MEDTRONIC PLC SHS G5960L103 912 8,038 SH   SOLE 2 0 0 0
AMAZON COM INC COM 023135106 209 113 SH   SOLE 5 0 0 0
APPLE INC COM 037833100 6,048 20,596 SH   SOLE 5 0 0 0
BANK AMER CORP COM 060505104 3,543 100,584 SH   SOLE 5 0 0 0
BECTON DICKINSON & CO COM 075887109 3,465 12,740 SH   SOLE 5 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 236 1,040 SH   SOLE 5 0 0 0
BLACKROCK INC COM 09247X101 3,861 7,681 SH   SOLE 5 0 0 0
BOEING CO COM 097023105 3,058 9,389 SH   SOLE 5 0 0 0
CISCO SYS INC COM 17275R102 2,797 58,310 SH   SOLE 5 0 0 0
COMCAST CORP NEW CL A 20030N101 3,348 74,452 SH   SOLE 5 0 0 0
CONAGRA BRANDS INC COM 205887102 224 6,538 SH   SOLE 5 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,809 9,534 SH   SOLE 5 0 0 0
CORNING INC COM 219350105 1,510 51,884 SH   SOLE 5 0 0 0
DISCOVER FINL SVCS COM 254709108 1,894 22,324 SH   SOLE 5 0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 323 1,383 SH   SOLE 5 0 0 0
EXXON MOBIL CORP COM 30231G102 1,569 22,486 SH   SOLE 5 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 397 2,852 SH   SOLE 5 0 0 0
HASBRO INC COM 418056107 2,355 22,304 SH   SOLE 5 0 0 0
HONEYWELL INTL INC COM 438516106 3,814 21,546 SH   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 1,990 9,480 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 496 6,820 SH   SOLE 5 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 202 1,909 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 33,531 103,735 SH   SOLE 5 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 417 9,297 SH   SOLE 5 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 315 1,626 PRN   SOLE 5 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 243 1,870 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 10,664 51,813 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US VLU 464287663 9,663 153,330 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US GWT 464287671 10,310 152,430 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 8,631 102,936 SH   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 3,198 27,290 PRN   SOLE 5 0 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 239 2,236 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 885 5,248 PRN   SOLE 5 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,882 44,143 SH   SOLE 5 0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 6,012 112,096 SH   SOLE 5 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 224 5,953 SH   SOLE 5 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 619 23,867 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 13,525 218,506 PRN   SOLE 5 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 8,030 154,104 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC20 ETF 46434VAQ3 214 8,443 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 208 8,331 PRN   SOLE 5 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 2,085 38,061 PRN   SOLE 5 0 0 0
JPMORGAN CHASE & CO COM 46625H100 4,814 34,535 SH   SOLE 5 0 0 0
LOCKHEED MARTIN CORP COM 539830109 3,497 8,981 SH   SOLE 5 0 0 0
LOWES COS INC COM 548661107 3,614 30,176 SH   SOLE 5 0 0 0
MICROSOFT CORP COM 594918104 5,071 32,153 SH   SOLE 5 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,454 10,042 SH   SOLE 5 0 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,912 15,693 SH   SOLE 5 0 0 0
RAYTHEON CO COM NEW 755111507 3,364 15,309 SH   SOLE 5 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,453 4,515 SH   SOLE 5 0 0 0
SPDR SERIES TRUST PORTFLI INTRMDIT 78464A672 871 28,163 PRN   SOLE 5 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 950 19,393 PRN   SOLE 5 0 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 643 5,870 SH   SOLE 5 0 0 0
SPDR SERIES TRUST NUVEEN BLMBRG SR 78468R739 259 5,279 PRN   SOLE 5 0 0 0
TEXAS INSTRS INC COM 882508104 4,150 32,346 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 2,402 13,613 SH   SOLE 5 0 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,609 19,048 SH   SOLE 5 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,431 15,073 SH   SOLE 5 0 0 0
V F CORP COM 918204108 2,159 21,660 SH   SOLE 5 0 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 273 4,904 PRN   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 2,087 14,329 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 2,057 23,590 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 2,819 34,965 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 3,485 41,556 PRN   SOLE 5 0 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,486 56,429 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 451 4,810 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS INC INTL HIGH ETF 921946794 208 3,261 PRN   SOLE 5 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 737 13,033 PRN   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 7,645 142,224 SH   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 814 18,307 SH   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 339 3,712 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,048 3,544 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 648 4,083 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 422 2,122 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 561 4,094 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 5,235 29,380 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 5,628 30,893 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 5,337 44,534 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 5,061 30,552 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 6,004 36,692 SH   SOLE 5 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 227 3,692 SH   SOLE 5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 667 7,237 SH   SOLE 5 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,484 25,163 SH   SOLE 5 0 0 0
WELLS FARGO CO NEW COM 949746101 288 5,354 SH   SOLE 5 0 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 20 20,000 PRN   SOLE 5 0 0 0
WILLIAMS SONOMA INC COM 969904101 3,196 43,518 SH   SOLE 5 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,003 14,263 SH   SOLE 5 0 0 0
INVESCO LTD SHS G491BT108 1,895 105,380 SH   SOLE 5 0 0 0
MEDTRONIC PLC SHS G5960L103 2,093 18,449 SH   SOLE 5 0 0 0
CHUBB LIMITED COM H1467J104 2,839 18,236 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 847 4,800 SH   DFND 3 4,800 0 0
ABBOTT LABS COM 002824100 689 7,932 SH   DFND 3 7,932 0 0
ABBVIE INC COM 00287Y109 1,001 11,307 SH   DFND 3 11,307 0 0
ABERDEEN STD INVTS ETFS BBRG ALL COMD K1 003261104 14,124 622,757 SH   DFND 3 592,547 0 30,210
ABIOMED INC COM 003654100 745 4,367 SH   DFND 3 4,367 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 513 2,435 SH   DFND 3 1,672 0 763
ADAMS DIVERSIFIED EQUITY FD COM 006212104 273 17,322 SH   DFND 3 17,322 0 0
ADOBE INC COM 00724F101 834 2,529 SH   DFND 3 2,529 0 0
AFLAC INC COM 001055102 780 14,754 SH   DFND 3 9,350 0 5,403
ALLSTATE CORP COM 020002101 549 4,876 SH   DFND 3 4,876 0 0
ALPHABET INC CAP STK CL A 02079K305 431 322 SH   DFND 3 322 0 0
ALPHABET INC CAP STK CL C 02079K107 369 276 SH   DFND 3 276 0 0
ALTRIA GROUP INC COM 02209S103 488 9,785 SH   DFND 3 9,785 0 0
AMAZON COM INC COM 023135106 1,571 850 SH   DFND 3 768 0 82
AMERICAN ELEC PWR CO INC COM 025537101 492 5,208 SH   DFND 3 5,208 0 0
AMGEN INC COM 031162100 299 1,241 SH   DFND 3 1,241 0 0
APPLE INC COM 037833100 5,868 19,984 SH   DFND 3 19,897 0 87
AT&T INC COM 00206R102 1,816 46,469 SH   DFND 3 43,355 0 3,114
AUTOMATIC DATA PROCESSING IN COM 053015103 788 4,622 SH   DFND 3 4,622 0 0
BANK AMER CORP COM 060505104 1,105 31,381 SH   DFND 3 31,381 0 0
BAXTER INTL INC COM 071813109 291 3,474 SH   DFND 3 3,474 0 0
BECTON DICKINSON & CO COM 075887109 356 1,309 SH   DFND 3 1,309 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 340 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,535 15,605 SH   DFND 3 15,447 0 158
BOEING CO COM 097023105 2,075 6,369 SH   DFND 3 6,369 0 0
BP PLC SPONSORED ADR 055622104 715 18,965 SH   DFND 3 15,324 0 3,641
BRISTOL MYERS SQUIBB CO COM 110122108 1,064 16,587 SH   DFND 3 16,377 0 210
CAMPBELL SOUP CO COM 134429109 1,780 36,019 SH   DFND 3 850 0 35,169
CATERPILLAR INC DEL COM 149123101 255 1,725 SH   DFND 3 1,725 0 0
CENTERSTATE BK CORP COM 15201P109 463 18,546 SH   DFND 3 18,546 0 0
CHARLES & COLVARD LTD COM 159765106 72 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 646 1,471 SH   DFND 3 1,471 0 0
CHEVRON CORP NEW COM 166764100 1,381 11,461 SH   DFND 3 10,438 0 1,023
CISCO SYS INC COM 17275R102 851 17,746 SH   DFND 3 17,746 0 0
CITIGROUP INC COM NEW 172967424 253 3,168 SH   DFND 3 3,168 0 0
COCA COLA CO COM 191216100 8,044 145,309 SH   DFND 3 71,455 0 73,854
COLGATE PALMOLIVE CO COM 194162103 241 3,507 SH   DFND 3 3,507 0 0
COMCAST CORP NEW CL A 20030N101 214 4,754 SH   DFND 3 4,754 0 0
CONOCOPHILLIPS COM 20825C104 211 3,250 SH   DFND 3 3,250 0 0
COSTCO WHSL CORP NEW COM 22160K105 396 1,349 SH   DFND 3 1,146 0 203
CSX CORP COM 126408103 772 10,659 SH   DFND 3 10,659 0 0
DANAHER CORPORATION COM 235851102 227 1,482 SH   DFND 3 1,482 0 0
DBX ETF TR XTRACK MSCI EURP 233051853 3,312 106,404 SH   DFND 3 105,124 0 1,280
DEERE & CO COM 244199105 282 1,623 SH   DFND 3 1,623 0 0
DISNEY WALT CO COM DISNEY 254687106 1,613 11,156 SH   DFND 3 10,291 0 865
DNP SELECT INCOME FD COM 23325P104 551 43,121 SH   DFND 3 43,121 0 0
DOMINION ENERGY INC COM 25746U109 783 9,460 SH   DFND 3 9,460 0 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,432 72,481 SH   DFND 3 72,481 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 660 7,240 SH   DFND 3 7,140 0 100
EATON CORP PLC SHS G29183103 1,585 16,739 SH   DFND 3 16,739 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 226 967 SH   DFND 3 967 0 0
EMERSON ELEC CO COM 291011104 223 2,924 SH   DFND 3 2,924 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,238 43,976 SH   DFND 3 943 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 104,380 3,211,673 SH   DFND 3 2,948,046 0 263,627
ETF SER SOLUTIONS VIDENT CORE US 26922A602 421,675 8,387,354 SH   DFND 3 7,896,516 0 490,838
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 541,617 21,509,777 SH   DFND 3 19,961,546 0 1,548,231
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 456,435 13,764,626 SH   DFND 3 12,754,524 0 1,010,102
EXCHANGE TRADED CONCEPTS TR FLAG FRNSIC ACC 301505400 200 4,974 SH   DFND 3 4,974 0 0
EXXON MOBIL CORP COM 30231G102 6,664 95,515 SH   DFND 3 93,102 0 2,413
FACEBOOK INC CL A 30303M102 599 2,918 SH   DFND 3 2,766 0 152
FIDELITY COVINGTON TR MSCI RL EST ETF 316092857 6,915 248,218 SH   DFND 3 245,748 0 2,470
FIDELITY NATL INFORMATION SV COM 31620M106 370 2,663 SH   DFND 3 2,663 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 4,819 98,771 SH   DFND 3 97,704 0 1,067
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,432 21,955 SH   DFND 3 21,955 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 382 10,595 SH   DFND 3 10,595 0 0
FLAHERTY & CRUMRIN PFD & INM COM 338478100 735 33,895 SH   DFND 3 33,895 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 134,033 5,239,745 SH   DFND 3 4,940,817 0 298,927
FORD MTR CO DEL COM 345370860 158 16,990 SH   DFND 3 16,990 0 0
GABELLI EQUITY TR INC COM 362397101 587 96,386 SH   DFND 3 96,386 0 0
GENERAL ELECTRIC CO COM 369604103 866 77,630 SH   DFND 3 77,330 0 300
GLOBAL PMTS INC COM 37940X102 1,176 6,442 SH   DFND 3 6,442 0 0
HCA HEALTHCARE INC COM 40412C101 6,147 41,589 SH   DFND 3 41,589 0 0
HOME DEPOT INC COM 437076102 3,078 14,090 SH   DFND 3 14,060 0 30
HONEYWELL INTL INC COM 438516106 1,125 6,356 SH   DFND 3 4,900 0 1,456
HUMANA INC COM 444859102 325 888 SH   DFND 3 888 0 0
IBERIABANK CORP COM 450828108 485 6,475 SH   DFND 3 6,475 0 0
ILLINOIS TOOL WKS INC COM 452308109 253 1,412 SH   DFND 3 1,412 0 0
INTEL CORP COM 458140100 1,415 23,650 SH   DFND 3 23,650 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,426 10,636 SH   DFND 3 10,636 0 0
ISHARES GOLD TRUST ISHARES 464285105 87,104 6,007,190 SH   DFND 3 5,595,727 0 411,463
ISHARES INC CORE MSCI EMKT 46434G103 292,252 5,436,246 SH   DFND 3 5,084,678 0 351,568
ISHARES INC MIN VOL EMRG MKT 464286533 737 12,558 SH   DFND 3 11,848 0 710
ISHARES SILVER TRUST ISHARES 46428Q109 313 18,785 SH   DFND 3 18,785 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 20,662 244,144 SH   DFND 3 241,718 0 2,426
ISHARES TR 20 YR TR BD ETF 464287432 16,050 118,466 SH   DFND 3 115,360 0 3,106
ISHARES TR BARCLAYS 7 10 YR 464287440 9,614 87,222 SH   DFND 3 86,338 0 884
ISHARES TR CORE 1 5 YR USD 46432F859 1,081 21,455 SH   DFND 3 21,455 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 209 2,132 SH   DFND 3 2,132 0 0
ISHARES TR CORE MSCI EAFE 46432F842 26,817 411,051 SH   DFND 3 391,216 0 19,835
ISHARES TR CORE MSCI PAC 46434V696 334,375 5,724,623 SH   DFND 3 5,341,156 0 383,468
ISHARES TR CORE S&P MCP ETF 464287507 5,422 26,347 SH   DFND 3 25,565 0 782
ISHARES TR CORE S&P SCP ETF 464287804 587 6,998 SH   DFND 3 6,718 0 280
ISHARES TR CORE S&P TTL STK 464287150 97,833 1,345,885 SH   DFND 3 1,312,119 0 33,766
ISHARES TR CORE S&P US GWT 464287671 30,148 445,704 SH   DFND 3 439,581 0 6,123
ISHARES TR CORE S&P US VLU 464287663 47,069 746,900 SH   DFND 3 737,167 0 9,733
ISHARES TR CORE S&P500 ETF 464287200 66,730 206,441 SH   DFND 3 195,946 0 10,495
ISHARES TR CORE US AGGBD ET 464287226 65,060 578,977 SH   DFND 3 566,096 0 12,881
ISHARES TR EAFE SML CP ETF 464288273 406 6,509 SH   DFND 3 6,509 0 0
ISHARES TR EUROPE ETF 464287861 406 8,647 SH   DFND 3 8,647 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 758 14,877 SH   DFND 3 14,472 0 405
ISHARES TR GLOBAL TECH ETF 464287291 11,847 56,282 SH   DFND 3 53,420 0 2,862
ISHARES TR IBOXX HI YD ETF 464288513 2,672 30,380 SH   DFND 3 29,637 0 743
ISHARES TR IBOXX INV CP ETF 464287242 945 7,382 SH   DFND 3 7,154 0 228
ISHARES TR INTL SEL DIV ETF 464288448 1,714 51,042 SH   DFND 3 49,896 0 1,146
ISHARES TR INTRM TR CRP ETF 464288638 14,474 249,642 SH   DFND 3 235,738 0 13,903
ISHARES TR JPMORGAN USD EMG 464288281 2,219 19,374 SH   DFND 3 18,862 0 512
ISHARES TR MBS ETF 464288588 40,016 370,316 SH   DFND 3 360,278 0 10,038
ISHARES TR MSCI ACWI ETF 464288257 7,327 92,455 SH   DFND 3 90,725 0 1,730
ISHARES TR MSCI ACWI EX US 464288240 26,242 534,238 SH   DFND 3 524,316 0 9,922
ISHARES TR MSCI EAFE ETF 464287465 8,245 118,736 SH   DFND 3 118,736 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 246 5,482 SH   DFND 3 5,482 0 0
ISHARES TR MSCI KLD400 SOC 464288570 285 2,374 SH   DFND 3 2,374 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 11,357 173,126 SH   DFND 3 164,948 0 8,178
ISHARES TR RUS 1000 ETF 464287622 342 1,921 SH   DFND 3 1,921 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 15,966 90,761 SH   DFND 3 90,620 0 141
ISHARES TR RUS 1000 VAL ETF 464287598 1,744 12,780 SH   DFND 3 12,780 0 0
ISHARES TR RUS MID CAP ETF 464287499 440 7,390 SH   DFND 3 7,202 0 188
ISHARES TR RUSSELL 2000 ETF 464287655 1,713 10,340 SH   DFND 3 10,340 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,607 12,351 SH   DFND 3 11,799 0 552
ISHARES TR S&P MC 400VL ETF 464287705 202 1,183 SH   DFND 3 1,183 0 0
ISHARES TR SELECT DIVID ETF 464287168 2,666 25,230 SH   DFND 3 24,773 0 457
ISHARES TR SH TR CRPORT ETF 464288646 379 7,076 SH   DFND 3 7,076 0 0
ISHARES TR SHORT TREAS BD 464288679 24,389 220,790 SH   DFND 3 215,556 0 5,235
ISHARES TR TIPS BD ETF 464287176 4,037 34,629 SH   DFND 3 34,171 0 458
ISHARES TR U.S. REAL ES ETF 464287739 450 4,830 SH   DFND 3 4,830 0 0
ISHARES TR US TREAS BD ETF 46429B267 42,894 1,653,588 SH   DFND 3 1,561,273 0 92,315
ISHARES TR USA QUALITY FCTR 46432F339 18,649 184,645 SH   DFND 3 175,510 0 9,135
ISHARES TR USA SIZE FACTOR 46432F370 11,873 121,890 SH   DFND 3 115,628 0 6,262
ISHARES US ETF TR COMMOD SEL STG 46431W853 222 6,738 SH   DFND 3 6,738 0 0
ISHARES US ETF TR SHT MAT BD ETF 46431W507 9,983 198,673 SH   DFND 3 189,461 0 9,212
JOHNSON & JOHNSON COM 478160104 1,895 12,989 SH   DFND 3 12,809 0 180
JP MORGAN EXCHANGE TRADED FD US MOMENTUM 46641Q779 16,614 546,319 SH   DFND 3 538,324 0 7,994
JPMORGAN CHASE & CO COM 46625H100 1,656 11,881 SH   DFND 3 11,881 0 0
KIMBERLY CLARK CORP COM 494368103 460 3,343 SH   DFND 3 3,215 0 128
LA Z BOY INC COM 505336107 264 8,397 SH   DFND 3 8,397 0 0
LAKELAND BANCORP INC COM 511637100 301 17,318 SH   DFND 3 17,318 0 0
LAM RESEARCH CORP COM 512807108 382 1,307 SH   DFND 3 1,307 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 385 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 3,084 23,466 SH   DFND 3 3,190 0 20,276
LOCKHEED MARTIN CORP COM 539830109 889 2,285 SH   DFND 3 2,233 0 52
LOWES COS INC COM 548661107 371 3,096 SH   DFND 3 3,096 0 0
MARRIOTT INTL INC NEW CL A 571903202 297 1,963 SH   DFND 3 1,963 0 0
MARSH & MCLENNAN COS INC COM 571748102 618 5,553 SH   DFND 3 5,553 0 0
MCDONALDS CORP COM 580135101 624 3,158 SH   DFND 3 3,158 0 0
MEDTRONIC PLC SHS G5960L103 286 2,518 SH   DFND 3 2,518 0 0
MERCK & CO INC COM 58933Y105 771 8,479 SH   DFND 3 8,479 0 0
MICROSOFT CORP COM 594918104 4,413 27,981 SH   DFND 3 27,169 0 812
MIDDLEBY CORP COM 596278101 231 2,113 SH   DFND 3 2,113 0 0
MONDELEZ INTL INC CL A 609207105 1,686 30,617 SH   DFND 3 30,617 0 0
NEXTERA ENERGY INC COM 65339F101 1,530 6,315 SH   DFND 3 5,565 0 750
NORFOLK SOUTHERN CORP COM 655844108 1,053 5,426 SH   DFND 3 5,426 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,299 77,910 SH   DFND 3 77,910 0 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 198 12,997 SH   DFND 3 12,997 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 597 58,265 SH   DFND 3 58,265 0 0
ORACLE CORP COM 68389X105 352 6,639 SH   DFND 3 6,639 0 0
ORTHOPEDIATRICS CORP COM 68752L100 841 17,894 SH   DFND 3 17,894 0 0
PAYPAL HLDGS INC COM 70450Y103 259 2,390 SH   DFND 3 2,390 0 0
PEPSICO INC COM 713448108 2,127 15,558 SH   DFND 3 15,558 0 0
PFIZER INC COM 717081103 2,457 62,697 SH   DFND 3 56,931 0 5,766
PHILIP MORRIS INTL INC COM 718172109 751 8,823 SH   DFND 3 8,823 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 583 77,590 SH   DFND 3 77,590 0 0
PROCTER & GAMBLE CO COM 742718109 5,107 40,887 SH   DFND 3 19,537 0 21,350
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 508 8,601 SH   DFND 3 8,601 0 0
QUALCOMM INC COM 747525103 628 7,116 SH   DFND 3 7,116 0 0
REGAL BELOIT CORP COM 758750103 265 3,096 SH   DFND 3 3,096 0 0
RENASANT CORP COM 75970E107 1,052 29,691 SH   DFND 3 29,691 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 224 2,912 SH   DFND 3 2,912 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 255 3,323 SH   DFND 3 3,323 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 246 3,246 SH   DFND 3 3,246 0 0
SENSEONICS HLDGS INC COM 81727U105 11 11,975 SH   DFND 3 11,975 0 0
SOUTHERN CO COM 842587107 1,244 19,539 SH   DFND 3 19,539 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,620 32,328 SH   DFND 3 32,076 0 252
SPDR S&P 500 ETF TR TR UNIT 78462F103 32,239 100,163 SH   DFND 3 98,476 0 1,687
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 1,815 43,296 SH   DFND 3 43,230 0 66
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 1,984 56,841 SH   DFND 3 56,704 0 137
SPDR SERIES TRUST S&P DIVID ETF 78464A763 328 3,048 SH   DFND 3 3,048 0 0
STIFEL FINL CORP COM 860630102 709 11,698 SH   DFND 3 11,698 0 0
STRYKER CORP COM 863667101 623 2,966 SH   DFND 3 2,966 0 0
TEXAS INSTRS INC COM 882508104 221 1,720 SH   DFND 3 1,720 0 0
THERATECHNOLOGIES INC COM 88338H100 115 34,728 SH   DFND 3 0 0 34,728
THERMO FISHER SCIENTIFIC INC COM 883556102 213 656 SH   DFND 3 656 0 0
TRAVELERS COMPANIES INC COM 89417E109 238 1,736 SH   DFND 3 1,736 0 0
TRUIST FINL CORP COM 89832Q109 731 12,985 SH   DFND 3 12,985 0 0
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 252 12,334 SH   DFND 3 11,594 0 740
UNION PACIFIC CORP COM 907818108 241 1,334 SH   DFND 3 1,334 0 0
UNITED PARCEL SERVICE INC CL B 911312106 625 5,338 SH   DFND 3 5,338 0 0
UNITED TECHNOLOGIES CORP COM 913017109 367 2,450 SH   DFND 3 2,450 0 0
UNITEDHEALTH GROUP INC COM 91324P102 692 2,352 SH   DFND 3 2,352 0 0
US BANCORP DEL COM NEW 902973304 344 5,792 SH   DFND 3 5,792 0 0
VANECK VECTORS ETF TRUST MTG REIT INCOME 92189F452 290 12,075 SH   DFND 3 11,825 0 250
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 23,885 296,301 SH   DFND 3 285,253 0 11,049
VANGUARD GROUP DIV APP ETF 921908844 233 1,872 SH   DFND 3 1,872 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 19,567 155,307 SH   DFND 3 146,392 0 8,915
VANGUARD INDEX FDS GROWTH ETF 922908736 15,485 85,003 SH   DFND 3 83,891 0 1,112
VANGUARD INDEX FDS LARGE CAP ETF 922908637 252 1,707 SH   DFND 3 1,707 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 308 2,580 SH   DFND 3 2,569 0 11
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 8,345 89,935 SH   DFND 3 82,808 0 7,127
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 74,555 252,044 SH   DFND 3 240,971 0 11,073
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,142 6,896 SH   DFND 3 6,880 0 16
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,037 24,674 SH   DFND 3 24,407 0 267
VANGUARD INDEX FDS VALUE ETF 922908744 20,127 167,935 SH   DFND 3 167,498 0 437
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,616 36,346 SH   DFND 3 35,288 0 1,058
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 268,095 4,575,009 SH   DFND 3 4,287,616 0 287,393
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 668 9,600 SH   DFND 3 9,600 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 258,526 3,923,016 SH   DFND 3 3,700,494 0 222,522
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 73,742 807,420 SH   DFND 3 787,767 0 19,654
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 43,005 976,030 SH   DFND 3 961,168 0 14,862
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 232 2,471 SH   DFND 3 2,471 0 0
VEREIT INC COM 92339V100 131 14,211 SH   DFND 3 14,211 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,220 19,877 SH   DFND 3 19,877 0 0
VISA INC COM CL A 92826C839 586 3,118 SH   DFND 3 3,118 0 0
WALMART INC COM 931142103 699 5,876 SH   DFND 3 5,876 0 0
WEC ENERGY GROUP INC COM 92939U106 462 5,013 SH   DFND 3 5,013 0 0
WELLS FARGO CO NEW COM 949746101 1,148 21,339 SH   DFND 3 10,289 0 11,050
YUM BRANDS INC COM 988498101 791 7,850 SH   DFND 3 7,850 0 0
YUM CHINA HLDGS INC COM 98850P109 366 7,618 SH   DFND 3 7,618 0 0
ZOETIS INC CL A 98978V103 842 6,357 SH   DFND 3 6,357 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 715 27,970 SH   DFND 4 27,970 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,254 11,156 SH   DFND 4 11,156 0 0
ISHARES INC CORE MSCI EMKT 46434G103 812 15,097 SH   DFND 4 15,097 0 0
ISHARES TR CORE MSCI PAC 46434V696 831 14,231 SH   DFND 4 14,231 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,968 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 452 20,000 SH   DFND 4 20,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 966 11,979 SH   DFND 4 11,979 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 589 4,673 SH   DFND 4 4,673 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 741 12,638 SH   DFND 4 12,638 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,159 17,589 SH   DFND 4 17,589 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1,000 10,944 SH   DFND 4 10,944 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 292 3,149 SH   DFND 4 3,149 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 340 6,769 SH   DFND 4 6,769 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 1,289 51,197 SH   DFND 4 51,197 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 1,184 35,716 SH   DFND 4 35,716 0 0