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
FIRST TR EXCHANGE-TRADED FD NAS CLNEDG GREEN 33733E500 475 10,706 PRN   SOLE 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 2,590 82,321 PRN   SOLE 2 0 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,300 20,561 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD NASDAQ CYB ETF 33734X846 6,740 193,680 PRN   SOLE 2 0 0 0
FIRST TR EXCH TRD ALPHDX FD MID CP GR ALPH 33737M102 427 7,974 PRN   SOLE 2 0 0 0
FORD MTR CO DEL COM 345370860 77 11,531 SH   SOLE 2 0 0 0
FORTIVE CORP COM 34959J108 295 3,875 SH   SOLE 2 0 0 0
GENERAL DYNAMICS CORP COM 369550108 521 3,761 SH   SOLE 2 0 0 0
GLOBAL X FDS CLOUD COMPUTNG 37954Y442 3,876 162,247 PRN   SOLE 2 0 0 0
GLOBAL X FDS AUTONMOUS EV ETF 37954Y624 203 11,968 PRN   SOLE 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 7,927 284,418 PRN   SOLE 2 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 15,025 395,695 PRN   SOLE 2 0 0 0
HALLIBURTON CO COM 406216101 166 13,770 SH   SOLE 2 0 0 0
HOME DEPOT INC COM 437076102 2,808 10,112 SH   SOLE 2 0 0 0
HORMEL FOODS CORP COM 440452100 297 6,081 SH   SOLE 2 0 0 0
INTEL CORP COM 458140100 1,676 32,377 SH   SOLE 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 534 4,392 SH   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGED ETF VAR RATE INVT 46090A879 322 12,939 PRN   SOLE 2 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 22,135 79,668 SH   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 313 2,210 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 789 42,121 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 2,896 85,115 PRN   SOLE 2 0 0 0
INVESCO EXCH TRADED FD TR II S&P500 LOW VOL 46138E354 3,320 61,888 SH   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 835 39,342 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 HY 46138J601 291 12,456 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 732 34,314 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 261 11,365 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 401 18,345 PRN   SOLE 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 1,197 66,531 PRN   SOLE 2 0 0 0
ISHARES INC JP MRGN EM HI BD 464286285 2,200 50,404 PRN   SOLE 2 0 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 283 1,453 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 7,580 100,414 SH   SOLE 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 4,817 38,080 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 31,634 94,132 SH   SOLE 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 564 4,774 SH   SOLE 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 814 18,470 SH   SOLE 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,143 30,751 SH   SOLE 2 0 0 0
ISHARES TR GBL COMM SVC ETF 464287275 508 7,698 PRN   SOLE 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 776 2,942 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 18,519 80,143 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 4,462 39,678 SH   SOLE 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 11,074 67,828 PRN   SOLE 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 6,202 50,913 PRN   SOLE 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 213 2,460 PRN   SOLE 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 2,389 37,531 SH   SOLE 2 0 0 0
AT&T INC COM 00206R102 1,499 52,584 SH   SOLE 2 0 0 0
ARK ETF TR INNOVATION ETF 00214Q104 6,548 71,175 PRN   SOLE 2 0 0 0
ABBOTT LABS COM 002824100 1,651 15,175 SH   SOLE 2 0 0 0
ABBVIE INC COM 00287Y109 642 7,335 SH   SOLE 2 0 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 607 1,238 SH   SOLE 2 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 360 1,224 SH   SOLE 2 0 0 0
ALLSTATE CORP COM 020002101 669 7,102 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 1,302 886 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL A 02079K305 1,195 816 SH   SOLE 2 0 0 0
ALTRIA GROUP INC COM 02209S103 389 10,064 SH   SOLE 2 0 0 0
AMAZON COM INC COM 023135106 11,376 3,613 SH   SOLE 2 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 296 1,224 SH   SOLE 2 0 0 0
APPLE INC COM 037833100 9,919 85,648 SH   SOLE 2 0 0 0
ATMOS ENERGY CORP COM 049560105 388 4,058 SH   SOLE 2 0 0 0
BK OF AMERICA CORP COM 060505104 1,370 56,884 SH   SOLE 2 0 0 0
BANK OZK COM 06417N103 312 14,616 SH   SOLE 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,194 5,606 SH   SOLE 2 0 0 0
BLACKROCK INC COM 09247X101 478 849 SH   SOLE 2 0 0 0
BOEING CO COM 097023105 2,057 12,450 SH   SOLE 2 0 0 0
BOSTON BEER INC CL A 100557107 229 259 SH   SOLE 2 0 0 0
BROADCOM INC COM 11135F101 3,897 10,697 SH   SOLE 2 0 0 0
CVS HEALTH CORP COM 126650100 419 7,179 SH   SOLE 2 0 0 0
CATERPILLAR INC DEL COM 149123101 307 2,061 SH   SOLE 2 0 0 0
CISCO SYS INC COM 17275R102 1,458 37,009 SH   SOLE 2 0 0 0
CLOROX CO DEL COM 189054109 242 1,151 SH   SOLE 2 0 0 0
COCA COLA CO COM 191216100 280 5,673 SH   SOLE 2 0 0 0
COMCAST CORP NEW CL A 20030N101 2,370 51,234 SH   SOLE 2 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 652 1,837 SH   SOLE 2 0 0 0
DANAHER CORPORATION COM 235851102 1,731 8,039 SH   SOLE 2 0 0 0
DEERE & CO COM 244199105 557 2,513 SH   SOLE 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 5,010 40,378 SH   SOLE 2 0 0 0
DOCUSIGN INC COM 256163106 241 1,118 SH   SOLE 2 0 0 0
DOLLAR GEN CORP NEW COM 256677105 978 4,665 SH   SOLE 2 0 0 0
APPLE INC COM 037833100 30,057 259,538 SH   SOLE 5 0 0 0
ARISTA NETWORKS INC COM 040413106 210 1,017 SH   SOLE 5 0 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 634 14,728 SH   SOLE 5 0 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 487 3,488 SH   SOLE 5 0 0 0
AUTOZONE INC COM 053332102 213 181 SH   SOLE 5 0 0 0
BNY MELLON MUN INCOME INC COM 05589T104 171 19,822 PRN   SOLE 5 0 0 0
BK OF AMERICA CORP COM 060505104 4,114 170,779 SH   SOLE 5 0 0 0
BAXTER INTL INC COM 071813109 275 3,416 SH   SOLE 5 0 0 0
BECTON DICKINSON & CO COM 075887109 4,023 17,288 SH   SOLE 5 0 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,280 4 SH   SOLE 5 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,627 35,818 SH   SOLE 5 0 0 0
BIO-TECHNE CORP COM 09073M104 992 4,004 SH   SOLE 5 0 0 0
BLACK KNIGHT INC COM 09215C105 265 3,039 SH   SOLE 5 0 0 0
BLACKROCK INC COM 09247X101 4,276 7,588 SH   SOLE 5 0 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 500 20,000 PRN   SOLE 5 0 0 0
BLOCK H & R INC COM 093671105 178 10,949 SH   SOLE 5 0 0 0
BOEING CO COM 097023105 5,265 31,862 SH   SOLE 5 0 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 250 3,009 SH   SOLE 5 0 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 881 14,616 SH   SOLE 5 0 0 0
CVB FINL CORP COM 126600105 166 10,000 SH   SOLE 5 0 0 0
CVS HEALTH CORP COM 126650100 858 14,691 SH   SOLE 5 0 0 0
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 1,168 100,026 PRN   SOLE 5 0 0 0
CALAVO GROWERS INC COM 128246105 629 9,489 SH   SOLE 5 0 0 0
CANADIAN NATL RY CO COM 136375102 314 2,951 SH   SOLE 5 0 0 0
CATERPILLAR INC DEL COM 149123101 10,655 71,437 SH   SOLE 5 0 0 0
LUMEN TECHNOLOGIES INC COM 156700106 5,317 526,991 SH   SOLE 5 0 0 0
CHEVRON CORP NEW COM 166764100 1,559 21,653 SH   SOLE 5 0 0 0
CHURCH & DWIGHT INC COM 171340102 1,293 13,801 SH   SOLE 5 0 0 0
CISCO SYS INC COM 17275R102 4,418 112,155 SH   SOLE 5 0 0 0
CLOROX CO DEL COM 189054109 331 1,573 SH   SOLE 5 0 0 0
COCA COLA CO COM 191216100 2,166 43,871 SH   SOLE 5 0 0 0
ABBVIE INC COM 00287Y109 1,215 13,872 SH   DFND 3 13,872 0 0
ABIOMED INC COM 003654100 908 3,276 SH   DFND 3 3,276 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 434 1,922 SH   DFND 3 1,159 0 763
ADAMS DIVERSIFIED EQUITY FD COM 006212104 305 18,844 SH   DFND 3 18,844 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,261 2,571 SH   DFND 3 2,557 0 14
AFLAC INC COM 001055102 571 15,714 SH   DFND 3 10,663 0 5,051
ALLSTATE CORP COM 020002101 452 4,799 SH   DFND 3 4,799 0 0
ALPHABET INC CAP STK CL A 02079K305 661 451 SH   DFND 3 451 0 0
ALPHABET INC CAP STK CL C 02079K107 634 432 SH   DFND 3 432 0 0
ALTRIA GROUP INC COM 02209S103 410 10,606 SH   DFND 3 10,606 0 0
AMAZON COM INC COM 023135106 2,163 687 SH   DFND 3 605 0 82
AMERICAN ELEC PWR CO INC COM 025537101 404 4,943 SH   DFND 3 4,943 0 0
AMGEN INC COM 031162100 360 1,415 SH   DFND 3 1,415 0 0
ANSYS INC COM 03662Q105 230 704 SH   DFND 3 704 0 0
ANTHEM INC COM 036752103 241 897 SH   DFND 3 897 0 0
APPLE INC COM 037833100 8,889 76,752 SH   DFND 3 76,002 0 750
ARCHROCK INC COM 03957W106 108 20,000 SH   DFND 3 20,000 0 0
ARK ETF TR INNOVATION ETF 00214Q104 232 2,517 SH   DFND 3 838 0 1,679
AT&T INC COM 00206R102 1,280 44,925 SH   DFND 3 39,299 0 5,626
AUTOMATIC DATA PROCESSING IN COM 053015103 324 2,325 SH   DFND 3 2,325 0 0
BECTON DICKINSON & CO COM 075887109 371 1,593 SH   DFND 3 1,593 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 320 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,288 15,443 SH   DFND 3 15,285 0 158
BK OF AMERICA CORP COM 060505104 760 31,571 SH   DFND 3 31,571 0 0
BOEING CO COM 097023105 1,267 7,670 SH   DFND 3 7,500 0 170
BP PLC SPONSORED ADR 055622104 289 16,549 SH   DFND 3 12,908 0 3,641
BRISTOL-MYERS SQUIBB CO COM 110122108 757 12,548 SH   DFND 3 12,548 0 0
CAMPBELL SOUP CO COM 134429109 1,742 36,019 SH   DFND 3 850 0 35,169
CATERPILLAR INC DEL COM 149123101 273 1,827 SH   DFND 3 1,827 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 805 9,690 SH   DFND 4 9,690 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 346 6,672 SH   DFND 4 6,672 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 613 29,349 SH   DFND 4 29,349 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 544 18,882 SH   DFND 4 18,882 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 464 5,739 SH   SOLE 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 627 3,628 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 4,629 24,981 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,059 8,962 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,186 5,470 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 270 2,723 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 984 4,442 SH   SOLE 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 980 6,541 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 942 11,775 PRN   SOLE 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 249 1,843 SH   SOLE 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 421 5,274 SH   SOLE 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,667 7,338 SH   SOLE 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,505 13,259 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 6,005 85,506 SH   SOLE 2 0 0 0
ISHARES TR EUROPE ETF 464287861 666 15,916 PRN   SOLE 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 1,154 9,431 SH   SOLE 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,626 27,556 PRN   SOLE 2 0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 3,105 9,691 PRN   SOLE 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 610 5,260 SH   SOLE 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 1,889 26,300 PRN   SOLE 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 598 7,129 SH   SOLE 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 19,273 440,638 SH   SOLE 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 458 3,579 PRN   SOLE 2 0 0 0
ISHARES TR MBS ETF 464288588 284 2,570 PRN   SOLE 2 0 0 0
ISHARES TR USD INV GRDE ETF 464288620 1,547 25,450 PRN   SOLE 2 0 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 17,903 326,049 SH   SOLE 2 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 403 11,051 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 224 1,521 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 10,156 50,322 PRN   SOLE 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 596 14,764 PRN   SOLE 2 0 0 0
ISHARES SILVER TR ISHARES 46428Q109 213 9,838 PRN   SOLE 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 1,203 23,715 PRN   SOLE 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 215 2,666 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 2,703 42,417 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA QLT FCT 46432F339 35,494 342,148 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA MMENTM 46432F396 44,273 300,358 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 4,888 81,081 PRN   SOLE 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 14,897 288,975 PRN   SOLE 2 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 313 5,929 PRN   SOLE 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 2,572 93,397 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWRE USD ETF 46435G193 291 10,485 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWRE 1 5 YR 46435G243 468 17,933 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA SMCP MN 46435G433 2,790 95,490 PRN   SOLE 2 0 0 0
ISHARES TR ESG AW MSCI EAFE 46435G516 1,701 26,799 PRN   SOLE 2 0 0 0
ISHARES TR CYBERSECURITY 46435U135 3,320 101,179 PRN   SOLE 2 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 9,025 231,636 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWR US AGRGT 46435U549 260 4,602 PRN   SOLE 2 0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 2,311 70,602 PRN   SOLE 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 248 6,287 PRN   SOLE 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 2,571 26,707 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 15,636 307,825 PRN   SOLE 2 0 0 0
JOHNSON & JOHNSON COM 478160104 1,858 12,479 SH   SOLE 2 0 0 0
KIMBERLY CLARK CORP COM 494368103 259 1,753 SH   SOLE 2 0 0 0
LILLY ELI & CO COM 532457108 245 1,654 SH   SOLE 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 2,270 5,923 SH   SOLE 2 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,081 6,155 SH   SOLE 2 0 0 0
MCDONALDS CORP COM 580135101 1,642 7,480 SH   SOLE 2 0 0 0
MERCK & CO. INC COM 58933Y105 822 9,908 SH   SOLE 2 0 0 0
METLIFE INC COM 59156R108 502 13,496 SH   SOLE 2 0 0 0
MICROSOFT CORP COM 594918104 7,258 34,507 SH   SOLE 2 0 0 0
MONDELEZ INTL INC CL A 609207105 227 3,958 SH   SOLE 2 0 0 0
NIKE INC CL B 654106103 468 3,730 SH   SOLE 2 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 516 1,634 SH   SOLE 2 0 0 0
NVIDIA CORPORATION COM 67066G104 871 1,610 SH   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 3,120 61,318 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 4,529 155,748 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 448 15,103 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG INTL 67092P805 354 13,827 PRN   SOLE 2 0 0 0
AAON INC COM PAR $0.004 000360206 2,037 33,801 SH   SOLE   33,801 0 0
AAR CORP COM 000361105 517 27,516 SH   SOLE   27,516 0 0
ADMA BIOLOGICS INC COM 000899104 331 138,623 SH   SOLE   138,623 0 0
ADMA BIOLOGICS INC COM 000899104 132 55,127 SH   DFND 1 55,127 0 0
ABM INDS INC COM 000957100 2,026 55,278 SH   SOLE   55,278 0 0
AFLAC INC COM 001055102 13,711 377,193 SH   DFND 1 377,193 0 0
AFLAC INC COM 001055102 22,965 631,783 SH   SOLE   631,783 0 0
AGCO CORP COM 001084102 10,243 137,920 SH   DFND 1 137,920 0 0
AGCO CORP COM 001084102 14,244 191,785 SH   SOLE   191,785 0 0
AG MTG INVT TR INC COM 001228105 322 116,651 SH   SOLE   116,651 0 0
AG MTG INVT TR INC COM 001228105 133 48,113 SH   DFND 1 48,113 0 0
AES CORP COM 00130H105 548 30,276 SH   SOLE   30,276 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 236 25,159 SH   SOLE   25,159 0 0
AMC NETWORKS INC CL A 00164V103 270 10,923 SH   SOLE   10,923 0 0
AMN HEALTHCARE SVCS INC COM 001744101 21,365 365,465 SH   SOLE   365,465 0 0
AMN HEALTHCARE SVCS INC COM 001744101 13,834 236,647 SH   DFND 1 236,647 0 0
ANI PHARMACEUTICALS INC COM 00182C103 224 7,947 SH   SOLE   7,947 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 510 45,955 SH   DFND 1 45,955 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 1,174 105,850 SH   SOLE   105,850 0 0
ASGN INC COM 00191U102 20,266 318,848 SH   DFND 1 318,848 0 0
ASGN INC COM 00191U102 33,083 520,496 SH   SOLE   520,496 0 0
AT&T INC COM 00206R102 11,988 420,494 SH   SOLE   420,494 0 0
ATN INTL INC COM 00215F107 458 9,136 SH   SOLE   9,136 0 0
AZZ INC COM 002474104 6,533 191,483 SH   SOLE   191,483 0 0
AZZ INC COM 002474104 2,705 79,276 SH   DFND 1 79,276 0 0
AARONS INC COM PAR $0.50 002535300 2,857 50,425 SH   SOLE   50,425 0 0
AARONS INC COM PAR $0.50 002535300 880 15,541 SH   DFND 1 15,541 0 0
ABBOTT LABS COM 002824100 40,646 373,477 SH   SOLE   373,477 0 0
ABBOTT LABS COM 002824100 5,432 49,909 SH   DFND 1 49,909 0 0
ABBVIE INC COM 00287Y109 1,176 13,427 SH   DFND 1 13,427 0 0
ABBVIE INC COM 00287Y109 11,540 131,749 SH   SOLE   131,749 0 0
ABERCROMBIE & FITCH CO CL A 002896207 720 51,721 SH   SOLE   51,721 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,151 288,401 SH   DFND 1 288,401 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 279 70,047 SH   SOLE   70,047 0 0
ABIOMED INC COM 003654100 566 2,043 SH   SOLE   2,043 0 0
ABRAXAS PETE CORP COM 003830106 31 211,374 SH   SOLE   211,374 0 0
ABRAXAS PETE CORP COM 003830106 9 63,807 SH   DFND 1 63,807 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,243 42,150 SH   SOLE   42,150 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 321 10,893 SH   DFND 1 10,893 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 21,365 517,945 SH   SOLE   517,945 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 10,610 257,207 SH   DFND 1 257,207 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 751 71,530 SH   SOLE   71,530 0 0
ACCELERON PHARMA INC COM 00434H108 1,008 8,962 SH   SOLE   8,962 0 0
ACCELERON PHARMA INC COM 00434H108 414 3,680 SH   DFND 1 3,680 0 0
ACI WORLDWIDE INC COM 004498101 820 31,374 SH   SOLE   31,374 0 0
ACTIVISION BLIZZARD INC COM 00507V109 76,848 949,329 SH   SOLE   949,329 0 0
ACTIVISION BLIZZARD INC COM 00507V109 30,613 378,168 SH   DFND 1 378,168 0 0
ACUITY BRANDS INC COM 00508Y102 280 2,731 SH   DFND 1 2,731 0 0
ACUITY BRANDS INC COM 00508Y102 1,624 15,871 SH   SOLE   15,871 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 986 60,800 SH   DFND 1 60,800 0 0
ADDUS HOMECARE CORP COM 006739106 1,166 12,340 SH   SOLE   12,340 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 57,420 117,081 SH   DFND 1 117,081 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 165,458 337,373 SH   SOLE   337,373 0 0
ADTALEM GLOBAL ED INC COM 00737L103 343 13,972 SH   SOLE   13,972 0 0
ADTRAN INC COM 00738A106 156 15,173 SH   DFND 1 15,173 0 0
ADTRAN INC COM 00738A106 800 78,028 SH   SOLE   78,028 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 478 3,114 SH   SOLE   3,114 0 0
AECOM COM 00766T100 3,186 76,158 SH   SOLE   76,158 0 0
AECOM COM 00766T100 738 17,628 SH   DFND 1 17,628 0 0
AEGION CORP COM 00770F104 923 65,334 SH   SOLE   65,334 0 0
AEGION CORP COM 00770F104 227 16,079 SH   DFND 1 16,079 0 0
ADVANSIX INC COM 00773T101 209 16,262 SH   DFND 1 16,262 0 0
ADVANSIX INC COM 00773T101 691 53,684 SH   SOLE   53,684 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 646 62,713 SH   SOLE   62,713 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 278 26,955 SH   DFND 1 26,955 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,337 108,727 SH   DFND 1 108,727 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 10,795 270,615 SH   SOLE   270,615 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 15,478 9,750,000 SH   SOLE   9,750,000 0 0
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ADVANCED MICRO DEVICES INC COM 007903107 64,710 789,243 SH   SOLE   789,243 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 28,224 2,760,000 SH   SOLE   2,760,000 0 0
ADVANCED ENERGY INDS COM 007973100 11,031 175,265 SH   SOLE   175,265 0 0
ADVANCED ENERGY INDS COM 007973100 7,107 112,924 SH   DFND 1 112,924 0 0
AEROVIRONMENT INC COM 008073108 1,092 18,189 SH   SOLE   18,189 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 857 12,538 SH   SOLE   12,538 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,324 42,836 SH   DFND 1 42,836 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 10,124 100,300 SH   SOLE   100,300 0 0
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AGILYSYS INC COM 00847J105 14,416 596,695 SH   SOLE   596,695 0 0
AGILE THERAPEUTICS INC COM 00847L100 180 59,266 SH   SOLE   59,266 0 0
AGILE THERAPEUTICS INC COM 00847L100 94 30,868 SH   DFND 1 30,868 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 6,171 176,317 SH   SOLE   176,317 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,067 87,622 SH   DFND 1 87,622 0 0
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AGREE REALTY CORP COM 008492100 13,504 212,197 SH   DFND 1 212,197 0 0
AIR LEASE CORP CL A 00912X302 15,970 542,818 SH   SOLE   542,818 0 0
AIR LEASE CORP CL A 00912X302 12,568 427,190 SH   DFND 1 427,190 0 0
AIR PRODS & CHEMS INC COM 009158106 842 2,827 SH   DFND 1 2,827 0 0
AIR PRODS & CHEMS INC COM 009158106 7,521 25,249 SH   SOLE   25,249 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 12,154 11,535,000 SH   SOLE   11,535,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 227 215,000 SH   DFND 1 215,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 60,415 546,540 SH   SOLE   546,540 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 60,190 544,507 SH   DFND 1 544,507 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 15,636 12,160,000 SH   SOLE   12,160,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,226 1,924,000 SH   DFND 1 1,924,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 14,709 12,714,000 SH   SOLE   12,714,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 87 34,785 SH   DFND 1 34,785 0 0
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ALAMO GROUP INC COM 011311107 882 8,165 SH   SOLE   8,165 0 0
ALARM COM HLDGS INC COM 011642105 2,041 36,948 SH   SOLE   36,948 0 0
ALASKA AIR GROUP INC COM 011659109 204 5,561 SH   SOLE   5,561 0 0
ALBANY INTL CORP CL A 012348108 1,261 25,472 SH   SOLE   25,472 0 0
ALBEMARLE CORP COM 012653101 432 4,837 SH   SOLE   4,837 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 672 59,990 SH   SOLE   59,990 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 41,901 261,882 SH   SOLE   261,882 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 28,038 175,240 SH   DFND 1 175,240 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 33,973 296,890 SH   DFND 1 296,890 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 33,436 292,198 SH   SOLE   292,198 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18,666 63,493 SH   SOLE   63,493 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 45,037 153,197 SH   DFND 1 153,197 0 0
ALIGN TECHNOLOGY INC COM 016255101 66,068 201,820 SH   DFND 1 201,820 0 0
ALIGN TECHNOLOGY INC COM 016255101 63,130 192,845 SH   SOLE   192,845 0 0
ALLEGHANY CORP DEL COM 017175100 13,431 25,807 SH   SOLE   25,807 0 0
ALLEGHANY CORP DEL COM 017175100 3,655 7,022 SH   DFND 1 7,022 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 916 105,000 SH   SOLE   105,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 364 15,587 SH   SOLE   15,587 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,291 10,774 SH   SOLE   10,774 0 0
ALLETE INC COM NEW 018522300 372 7,194 SH   DFND 1 7,194 0 0
ALLETE INC COM NEW 018522300 2,726 52,685 SH   SOLE   52,685 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26,792 638,198 SH   SOLE   638,198 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 25,924 617,521 SH   DFND 1 617,521 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 393 37,381 SH   SOLE   37,381 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 2,035 193,625 SH   DFND 1 193,625 0 0
ALLIANT ENERGY CORP COM 018802108 26,707 517,085 SH   SOLE   517,085 0 0
ALLIANT ENERGY CORP COM 018802108 27,806 538,360 SH   DFND 1 538,360 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 805 33,150 SH   DFND 1 33,150 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 1,613 136,690 SH   DFND 1 136,690 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 502 42,564 SH   SOLE   42,564 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,100 135,131 SH   SOLE   135,131 0 0
ALLSTATE CORP COM 020002101 1,394 14,813 SH   SOLE   14,813 0 0
ALLY FINL INC COM 02005N100 46,764 1,865,345 SH   DFND 1 1,865,345 0 0
ALLY FINL INC COM 02005N100 43,934 1,752,454 SH   SOLE   1,752,454 0 0
ALPHABET INC CAP STK CL C 02079K107 67,963 46,246 SH   SOLE   46,246 0 0
ALPHABET INC CAP STK CL C 02079K107 26,512 18,040 SH   DFND 1 18,040 0 0
ALPHABET INC CAP STK CL A 02079K305 119,674 81,655 SH   DFND 1 81,655 0 0
ALPHABET INC CAP STK CL A 02079K305 324,441 221,371 SH   SOLE   221,371 0 0
ALTRA INDL MOTION CORP COM 02208R106 69,782 1,887,536 SH   SOLE   1,887,536 0 0
ALTRA INDL MOTION CORP COM 02208R106 63,008 1,704,300 SH   DFND 1 1,704,300 0 0
ALTRIA GROUP INC COM 02209S103 7,376 190,892 SH   SOLE   190,892 0 0
AMAZON COM INC COM 023135106 771,962 245,166 SH   SOLE   245,166 0 0
AMAZON COM INC COM 023135106 281,408 89,372 SH   DFND 1 89,372 0 0
AMBAC FINL GROUP INC COM NEW 023139884 485 37,984 SH   SOLE   37,984 0 0
AMEDISYS INC COM 023436108 2,067 8,744 SH   SOLE   8,744 0 0
AMEREN CORP COM 023608102 1,064 13,456 SH   SOLE   13,456 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 594 47,541 SH   DFND 1 47,541 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 242 19,397 SH   SOLE   19,397 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 358 29,132 SH   DFND 1 29,132 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 952 77,450 SH   SOLE   77,450 0 0
AMERICAN ASSETS TR INC COM 024013104 1,748 72,573 SH   SOLE   72,573 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 542 93,924 SH   SOLE   93,924 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 37,892 1,085,103 SH   SOLE   1,085,103 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 24,833 711,128 SH   DFND 1 711,128 0 0
AMERICAN ELEC PWR CO INC COM 025537101 10,096 123,528 SH   SOLE   123,528 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 6,981 143,900 SH   SOLE   143,900 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,444 97,527 SH   SOLE   97,527 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 455 30,740 SH   DFND 1 30,740 0 0
AMERICAN ELEC PWR CO INC UNIT 99/99/9999 02557T307 6,373 130,000 SH   SOLE   130,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 205 9,314 SH   DFND 1 9,314 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,193 99,707 SH   SOLE   99,707 0 0
AMERICAN EXPRESS CO COM 025816109 77,383 771,898 SH   SOLE   771,898 0 0
AMERICAN EXPRESS CO COM 025816109 29,632 295,585 SH   DFND 1 295,585 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 9,096 135,795 SH   DFND 1 135,795 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 20,677 308,700 SH   SOLE   308,700 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,100 249,306 SH   SOLE   249,306 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 7,823 284,157 SH   DFND 1 284,157 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 13,536 491,679 SH   SOLE   491,679 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 537 19,042 SH   SOLE   19,042 0 0
AMERICAN SOFTWARE INC CL A 029683109 243 17,339 SH   SOLE   17,339 0 0
AMER STATES WTR CO COM 029899101 2,292 30,584 SH   SOLE   30,584 0 0
AMERICAN TOWER CORP NEW COM 03027X100 26,876 111,183 SH   DFND 1 111,183 0 0
AMERICAN TOWER CORP NEW COM 03027X100 93,549 386,998 SH   SOLE   386,998 0 0
AMERICAN VANGUARD CORP COM 030371108 289 22,021 SH   SOLE   22,021 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,193 8,232 SH   SOLE   8,232 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,107 14,090 SH   SOLE   14,090 0 0
AMERICAS CAR-MART INC COM 03062T105 448 5,276 SH   SOLE   5,276 0 0
AMERICOLD RLTY TR COM 03064D108 5,198 145,391 SH   SOLE   145,391 0 0
AMERISAFE INC COM 03071H100 919 16,029 SH   SOLE   16,029 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,533 36,451 SH   SOLE   36,451 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,545 15,939 SH   DFND 1 15,939 0 0
AMERIPRISE FINL INC COM 03076C106 4,385 28,452 SH   SOLE   28,452 0 0
AMERIPRISE FINL INC COM 03076C106 1,887 12,246 SH   DFND 1 12,246 0 0
AMERIS BANCORP COM 03076K108 4,759 208,895 SH   SOLE   208,895 0 0
AMERIS BANCORP COM 03076K108 1,772 77,809 SH   DFND 1 77,809 0 0
AMETEK INC COM 031100100 8,909 89,629 SH   DFND 1 89,629 0 0
AMETEK INC COM 031100100 40,915 411,615 SH   SOLE   411,615 0 0
AMGEN INC COM 031162100 23,586 92,800 SH   DFND 1 92,800 0 0
AMGEN INC COM 031162100 75,353 296,480 SH   SOLE   296,480 0 0
AMPHENOL CORP NEW CL A 032095101 14,306 132,133 SH   DFND 1 132,133 0 0
AMPHENOL CORP NEW CL A 032095101 54,833 506,448 SH   SOLE   506,448 0 0
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ANALOG DEVICES INC COM 032654105 498 4,264 SH   DFND 1 4,264 0 0
ANALOG DEVICES INC COM 032654105 3,390 29,036 SH   SOLE   29,036 0 0
ANAPTYSBIO INC COM 032724106 840 56,935 SH   SOLE   56,935 0 0
ANAPTYSBIO INC COM 032724106 357 24,182 SH   DFND 1 24,182 0 0
ANAPLAN INC COM 03272L108 18,811 300,587 SH   SOLE   300,587 0 0
ANAPLAN INC COM 03272L108 9,368 149,700 SH   DFND 1 149,700 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 152 33,366 SH   SOLE   33,366 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 67 14,708 SH   DFND 1 14,708 0 0
ANDERSONS INC COM 034164103 488 25,448 SH   SOLE   25,448 0 0
ANGIODYNAMICS INC COM 03475V101 379 31,404 SH   SOLE   31,404 0 0
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ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 594 22,512 SH   DFND 1 22,512 0 0
ANIKA THERAPEUTICS INC COM 035255108 417 11,780 SH   SOLE   11,780 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 82 11,550 SH   DFND 1 11,550 0 0
ANSYS INC COM 03662Q105 59,671 182,352 SH   DFND 1 182,352 0 0
ANSYS INC COM 03662Q105 62,948 192,366 SH   SOLE   192,366 0 0
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ANTHEM INC COM 036752103 17,721 65,979 SH   DFND 1 65,979 0 0
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ANTERO MIDSTREAM CORP COM 03676B102 407 75,849 SH   DFND 1 75,849 0 0
APACHE CORP COM 037411105 598 63,174 SH   DFND 1 63,174 0 0
APACHE CORP COM 037411105 1,542 162,779 SH   SOLE   162,779 0 0
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APARTMENT INVT & MGMT CO CL A 03748R754 5,972 177,120 SH   SOLE   177,120 0 0
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APOLLO COML REAL EST FIN INC COM 03762U105 2,737 303,753 SH   SOLE   303,753 0 0
APPLE INC COM 037833100 226,767 1,958,098 SH   DFND 1 1,958,098 0 0
APPLE INC COM 037833100 642,983 5,552,054 SH   SOLE   5,552,054 0 0
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APPLIED MATLS INC COM 038222105 2,467 41,491 SH   SOLE   41,491 0 0
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ARCBEST CORP COM 03937C105 656 21,109 SH   SOLE   21,109 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,174 25,243 SH   SOLE   25,243 0 0
ARCHROCK INC COM 03957W106 1,011 187,963 SH   DFND 1 187,963 0 0
ARCHROCK INC COM 03957W106 2,874 534,152 SH   SOLE   534,152 0 0
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ARENA PHARMACEUTICALS INC COM NEW 040047607 1,655 22,130 SH   DFND 1 22,130 0 0
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ARGENX SE SPONSORED ADR 04016X101 14,596 55,598 SH   SOLE   55,598 0 0
ARGENX SE SPONSORED ADR 04016X101 7,228 27,535 SH   DFND 1 27,535 0 0
ARISTA NETWORKS INC COM 040413106 896 4,332 SH   SOLE   4,332 0 0
ARLO TECHNOLOGIES INC COM 04206A101 341 64,790 SH   SOLE   64,790 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 351 37,894 SH   DFND 1 37,894 0 0
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ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 510 53,640 SH   SOLE   53,640 0 0
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ARTESIAN RES CORP CL A 043113208 1,814 52,636 SH   SOLE   52,636 0 0
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ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,559 15,994 SH   SOLE   15,994 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103877 18 11,007 SH   DFND 1 11,007 0 0
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ASHLAND GLOBAL HLDGS INC COM 044186104 1,040 14,658 SH   SOLE   14,658 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,154 9,118 SH   DFND 1 9,118 0 0
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ASSURANT INC COM 04621X108 326 2,689 SH   SOLE   2,689 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 3,040 25,800 SH   SOLE   25,800 0 0
ASTEC INDS INC COM 046224101 1,017 18,742 SH   SOLE   18,742 0 0
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ATARA BIOTHERAPEUTICS INC COM 046513107 195 15,083 SH   DFND 1 15,083 0 0
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ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,320 21,672 SH   SOLE   21,672 0 0
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AVNET INC COM 053807103 454 17,553 SH   DFND 1 17,553 0 0
AVNET INC COM 053807103 1,730 66,932 SH   SOLE   66,932 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 610 27,749 SH   SOLE   27,749 0 0
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AXONICS MODULATION TECHNOLOG COM 05465P101 9,529 186,696 SH   SOLE   186,696 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 4,905 96,094 SH   DFND 1 96,094 0 0
B & G FOODS INC NEW COM 05508R106 1,478 53,205 SH   SOLE   53,205 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 13,079 314,780 SH   DFND 1 314,780 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 32,747 788,145 SH   SOLE   788,145 0 0
BP PLC SPONSORED ADR 055622104 20,380 1,167,239 SH   SOLE   1,167,239 0 0
BP PLC SPONSORED ADR 055622104 11,930 683,286 SH   DFND 1 683,286 0 0
BWX TECHNOLOGIES INC COM 05605H100 2,983 52,972 SH   DFND 1 52,972 0 0
BWX TECHNOLOGIES INC COM 05605H100 6,187 109,876 SH   SOLE   109,876 0 0
BADGER METER INC COM 056525108 1,578 24,144 SH   SOLE   24,144 0 0
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BAIDU INC SPON ADR REP A 056752108 4,411 34,845 SH   DFND 1 34,845 0 0
BAKER HUGHES COMPANY CL A 05722G100 396 29,815 SH   SOLE   29,815 0 0
BALCHEM CORP COM 057665200 2,939 30,102 SH   SOLE   30,102 0 0
BALL CORP COM 058498106 53,369 642,069 SH   DFND 1 642,069 0 0
BALL CORP COM 058498106 52,266 628,799 SH   SOLE   628,799 0 0
BANCFIRST CORP COM 05945F103 630 15,438 SH   SOLE   15,438 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 373 108,616 SH   SOLE   108,616 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 898 261,782 SH   DFND 1 261,782 0 0
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BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 648 46,748 SH   DFND 1 46,748 0 0
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BANCORP INC DEL COM 05969A105 315 36,468 SH   DFND 1 36,468 0 0
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BANDWIDTH INC COM CL A 05988J103 15,884 90,988 SH   SOLE   90,988 0 0
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BANKUNITED INC COM 06652K103 1,679 76,618 SH   SOLE   76,618 0 0
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BAXTER INTL INC COM 071813109 1,637 20,350 SH   DFND 1 20,350 0 0
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BEAZER HOMES USA INC COM NEW 07556Q881 308 23,355 SH   DFND 1 23,355 0 0
BECTON DICKINSON & CO COM 075887109 28,760 123,603 SH   SOLE   123,603 0 0
BECTON DICKINSON & CO COM 075887109 9,614 41,317 SH   DFND 1 41,317 0 0
BED BATH & BEYOND INC COM 075896100 739 49,303 SH   DFND 1 49,303 0 0
BED BATH & BEYOND INC COM 075896100 3,246 216,718 SH   SOLE   216,718 0 0
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BENCHMARK ELECTRS INC COM 08160H101 3,074 152,539 SH   SOLE   152,539 0 0
BERKLEY W R CORP COM 084423102 1,553 25,389 SH   SOLE   25,389 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 36,470 171,270 SH   SOLE   171,270 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,056 14,350 SH   DFND 1 14,350 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 4,701 464,968 SH   SOLE   464,968 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,970 194,824 SH   DFND 1 194,824 0 0
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BEST BUY INC COM 086516101 1,165 10,466 SH   SOLE   10,466 0 0
BIG LOTS INC COM 089302103 352 7,883 SH   DFND 1 7,883 0 0
BIG LOTS INC COM 089302103 2,146 48,123 SH   SOLE   48,123 0 0
BIO RAD LABS INC CL A 090572207 3,150 6,111 SH   DFND 1 6,111 0 0
BIO RAD LABS INC CL A 090572207 6,972 13,525 SH   SOLE   13,525 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,823 23,959 SH   SOLE   23,959 0 0
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BIOGEN INC COM 09062X103 16,689 58,830 SH   DFND 1 58,830 0 0
BIOTELEMETRY INC COM 090672106 1,292 28,346 SH   SOLE   28,346 0 0
BIO-TECHNE CORP COM 09073M104 24,872 100,398 SH   SOLE   100,398 0 0
BIO-TECHNE CORP COM 09073M104 10,580 42,708 SH   DFND 1 42,708 0 0
BJS RESTAURANTS INC COM 09180C106 906 30,775 SH   DFND 1 30,775 0 0
BJS RESTAURANTS INC COM 09180C106 2,493 84,683 SH   SOLE   84,683 0 0
BLACK HILLS CORP COM 092113109 2,452 45,847 SH   SOLE   45,847 0 0
BLACK HILLS CORP COM 092113109 672 12,556 SH   DFND 1 12,556 0 0
BLACK KNIGHT INC COM 09215C105 3,271 37,573 SH   SOLE   37,573 0 0
BLACKBAUD INC COM 09227Q100 745 13,352 SH   SOLE   13,352 0 0
BLACKLINE INC COM 09239B109 16,331 182,205 SH   DFND 1 182,205 0 0
BLACKLINE INC COM 09239B109 25,424 283,651 SH   SOLE   283,651 0 0
BLACKROCK INC COM 09247X101 19,271 34,195 SH   SOLE   34,195 0 0
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BLACKROCK ENHANCED GLOBAL DI COM 092501105 402 42,030 SH   SOLE   42,030 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 1,240 87,211 SH   DFND 1 87,211 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 325 22,855 SH   SOLE   22,855 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 1,562 213,634 SH   DFND 1 213,634 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 343 46,900 SH   SOLE   46,900 0 0
BLACKROCK CAP INVT CORP NOTE 5.000% 6/1 092533AC2 1,755 1,800,000 SH   SOLE   1,800,000 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 368 34,439 SH   SOLE   34,439 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 2,089 195,627 SH   DFND 1 195,627 0 0
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BLACKROCK RES & COMMODITIES SHS 09257A108 253 42,481 SH   SOLE   42,481 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 438 19,914 SH   DFND 1 19,914 0 0
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BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 7,066 7,500,000 SH   SOLE   7,500,000 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 2,219 140,646 SH   DFND 1 140,646 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 451 28,569 SH   SOLE   28,569 0 0
BLOCK H & R INC COM 093671105 846 51,953 SH   SOLE   51,953 0 0
BLOOM ENERGY CORP COM CL A 093712107 352 19,610 SH   SOLE   19,610 0 0
BLOOMIN BRANDS INC COM 094235108 1,009 66,059 SH   SOLE   66,059 0 0
BLUCORA INC COM 095229100 375 39,832 SH   SOLE   39,832 0 0
BLUEBIRD BIO INC COM 09609G100 494 9,149 SH   DFND 1 9,149 0 0
BLUEBIRD BIO INC COM 09609G100 1,139 21,110 SH   SOLE   21,110 0 0
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BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 96 35,320 SH   SOLE   35,320 0 0
BOEING CO COM 097023105 7,989 48,341 SH   DFND 1 48,341 0 0
BOEING CO COM 097023105 18,942 114,619 SH   SOLE   114,619 0 0
BOISE CASCADE CO DEL COM 09739D100 1,297 32,502 SH   SOLE   32,502 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 289 15,375 SH   SOLE   15,375 0 0
BOOKING HOLDINGS INC COM 09857L108 13,429 7,850 SH   SOLE   7,850 0 0
BOOKING HOLDINGS INC COM 09857L108 3,935 2,300 SH   DFND 1 2,300 0 0
BOOT BARN HLDGS INC COM 099406100 673 23,927 SH   SOLE   23,927 0 0
BORGWARNER INC COM 099724106 366 9,436 SH   SOLE   9,436 0 0
BOSTON BEER INC CL A 100557107 2,168 2,454 SH   SOLE   2,454 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,557 281,992 SH   DFND 1 281,992 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 3,724 674,679 SH   SOLE   674,679 0 0
BOSTON PROPERTIES INC COM 101121101 6,572 81,848 SH   SOLE   81,848 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,459 64,346 SH   SOLE   64,346 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 9,845 88,000 SH   SOLE   88,000 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,353 32,094 SH   SOLE   32,094 0 0
BOYD GAMING CORP COM 103304101 663 21,600 SH   SOLE   21,600 0 0
BRADY CORP CL A 104674106 1,607 40,151 SH   SOLE   40,151 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,462 141,437 SH   SOLE   141,437 0 0
BRIDGE BANCORP INC COM 108035106 178 10,204 SH   SOLE   10,204 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 9,605 1,012,170 SH   SOLE   1,012,170 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 7,560 796,640 SH   DFND 1 796,640 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 11,326 74,494 SH   DFND 1 74,494 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 23,062 151,681 SH   SOLE   151,681 0 0
BRIGHTHOUSE FINL INC COM 10922N103 2,158 80,196 SH   SOLE   80,196 0 0
BRIGHTHOUSE FINL INC COM 10922N103 703 26,119 SH   DFND 1 26,119 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 3,456 267,875 SH   SOLE   267,875 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 1,317 102,087 SH   DFND 1 102,087 0 0
BRINKER INTL INC COM 109641100 1,596 37,367 SH   SOLE   37,367 0 0
BRINKS CO COM 109696104 559 13,607 SH   SOLE   13,607 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 6,174 102,398 SH   SOLE   102,398 0 0
BRISTOW GROUP INC COM 11040G103 416 19,584 SH   SOLE   19,584 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 2,506 214,342 SH   SOLE   214,342 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,738 20,742 SH   DFND 1 20,742 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 15,501 117,430 SH   SOLE   117,430 0 0
BROADCOM INC COM 11135F101 8,349 22,917 SH   SOLE   22,917 0 0
BROADCOM INC COM 11135F101 1,919 5,268 SH   DFND 1 5,268 0 0
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BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 372 22,518 SH   SOLE   22,518 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 535 61,880 SH   DFND 1 61,880 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,662 192,289 SH   SOLE   192,289 0 0
BROOKS AUTOMATION INC NEW COM 114340102 2,829 61,161 SH   SOLE   61,161 0 0
BROWN & BROWN INC COM 115236101 636 14,046 SH   DFND 1 14,046 0 0
BROWN & BROWN INC COM 115236101 4,327 95,579 SH   SOLE   95,579 0 0
BROWN FORMAN CORP CL B 115637209 619 8,218 SH   SOLE   8,218 0 0
BRUKER CORP COM 116794108 223 5,599 SH   DFND 1 5,599 0 0
BRUKER CORP COM 116794108 561 14,101 SH   SOLE   14,101 0 0
BRUNSWICK CORP COM 117043109 339 5,752 SH   DFND 1 5,752 0 0
BRUNSWICK CORP COM 117043109 1,898 32,225 SH   SOLE   32,225 0 0
BUCKLE INC COM 118440106 485 23,773 SH   SOLE   23,773 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,027 31,490 SH   SOLE   31,490 0 0
BURLINGTON STORES INC COM 122017106 43,120 209,228 SH   DFND 1 209,228 0 0
BURLINGTON STORES INC COM 122017106 49,815 241,717 SH   SOLE   241,717 0 0
BYLINE BANCORP INC COM 124411109 177 15,650 SH   DFND 1 15,650 0 0
BYLINE BANCORP INC COM 124411109 411 36,469 SH   SOLE   36,469 0 0
CBIZ INC COM 124805102 5,650 247,030 SH   SOLE   247,030 0 0
CBIZ INC COM 124805102 2,644 115,620 SH   DFND 1 115,620 0 0
CBL & ASSOC PPTYS INC COM 124830100 17 106,687 SH   DFND 1 106,687 0 0
CBL & ASSOC PPTYS INC COM 124830100 46 283,697 SH   SOLE   283,697 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 2,745 31,289 SH   SOLE   31,289 0 0
CBRE GROUP INC CL A 12504L109 26,829 571,194 SH   SOLE   571,194 0 0
CBRE GROUP INC CL A 12504L109 14,600 310,832 SH   DFND 1 310,832 0 0
CDK GLOBAL INC COM 12508E101 3,614 82,917 SH   DFND 1 82,917 0 0
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CDW CORP COM 12514G108 50,419 421,814 SH   SOLE   421,814 0 0
CDW CORP COM 12514G108 20,946 175,239 SH   DFND 1 175,239 0 0
CF INDS HLDGS INC COM 125269100 25,257 822,451 SH   SOLE   822,451 0 0
CF INDS HLDGS INC COM 125269100 15,280 497,551 SH   DFND 1 497,551 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,072 108,344 SH   SOLE   108,344 0 0
CIGNA CORP NEW COM 125523100 43,893 259,094 SH   SOLE   259,094 0 0
CIGNA CORP NEW COM 125523100 22,645 133,667 SH   DFND 1 133,667 0 0
CIT GROUP INC COM NEW 125581801 1,075 60,706 SH   DFND 1 60,706 0 0
CIT GROUP INC COM NEW 125581801 2,793 157,700 SH   SOLE   157,700 0 0
CME GROUP INC COM 12572Q105 9,758 58,323 SH   SOLE   58,323 0 0
CMS ENERGY CORP COM 125896100 26,798 436,375 SH   SOLE   436,375 0 0
CMS ENERGY CORP COM 125896100 27,676 450,684 SH   DFND 1 450,684 0 0
CRA INTL INC COM 12618T105 1,080 28,827 SH   SOLE   28,827 0 0
CRA INTL INC COM 12618T105 480 12,822 SH   DFND 1 12,822 0 0
CNO FINL GROUP INC COM 12621E103 612 38,169 SH   SOLE   38,169 0 0
CSG SYS INTL INC COM 126349109 1,697 41,433 SH   SOLE   41,433 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 7,746 7,483,000 SH   SOLE   7,483,000 0 0
CSW INDUSTRIALS INC COM 126402106 8,145 105,438 SH   SOLE   105,438 0 0
CSW INDUSTRIALS INC COM 126402106 3,695 47,827 SH   DFND 1 47,827 0 0
CSX CORP COM 126408103 12,319 158,602 SH   DFND 1 158,602 0 0
CSX CORP COM 126408103 22,358 287,853 SH   SOLE   287,853 0 0
CTS CORP COM 126501105 2,210 100,340 SH   SOLE   100,340 0 0
CTS CORP COM 126501105 760 34,497 SH   DFND 1 34,497 0 0
CNX RES CORP COM 12653C108 582 61,659 SH   DFND 1 61,659 0 0
CNX RES CORP COM 12653C108 1,758 186,188 SH   SOLE   186,188 0 0
CVB FINL CORP COM 126600105 1,757 105,628 SH   SOLE   105,628 0 0
CVS HEALTH CORP COM 126650100 25,400 434,934 SH   SOLE   434,934 0 0
CVS HEALTH CORP COM 126650100 13,796 236,227 SH   DFND 1 236,227 0 0
CABLE ONE INC COM 12685J105 2,751 1,459 SH   SOLE   1,459 0 0
CABOT CORP COM 127055101 1,919 53,263 SH   SOLE   53,263 0 0
CABOT CORP COM 127055101 649 18,019 SH   DFND 1 18,019 0 0
CABOT OIL & GAS CORP COM 127097103 312 17,959 SH   SOLE   17,959 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,117 7,825 SH   SOLE   7,825 0 0
CACI INTL INC CL A 127190304 3,565 16,724 SH   SOLE   16,724 0 0
CACI INTL INC CL A 127190304 923 4,331 SH   DFND 1 4,331 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 303 2,846 SH   DFND 1 2,846 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,193 20,568 SH   SOLE   20,568 0 0
CADENCE BANCORPORATION CL A 12739A100 897 104,447 SH   SOLE   104,447 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 1,280 22,835 SH   DFND 1 22,835 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 5,994 106,929 SH   SOLE   106,929 0 0
CAL MAINE FOODS INC COM NEW 128030202 1,182 30,801 SH   SOLE   30,801 0 0
CALAMP CORP COM 128126109 205 28,495 SH   SOLE   28,495 0 0
CALAVO GROWERS INC COM 128246105 910 13,731 SH   SOLE   13,731 0 0
CALERES INC COM 129500104 307 32,149 SH   SOLE   32,149 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 1,780 40,960 SH   SOLE   40,960 0 0
CALLAWAY GOLF CO COM 131193104 464 24,222 SH   DFND 1 24,222 0 0
CALLAWAY GOLF CO COM 131193104 1,894 98,943 SH   SOLE   98,943 0 0
CALLON PETE CO DEL COM 13123X508 159 32,958 SH   SOLE   32,958 0 0
CAMDEN PPTY TR SH BEN INT 133131102 41,529 466,719 SH   DFND 1 466,719 0 0
CAMDEN PPTY TR SH BEN INT 133131102 59,030 663,406 SH   SOLE   663,406 0 0
CAMPBELL SOUP CO COM 134429109 444 9,187 SH   SOLE   9,187 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 1,525 51,247 SH   SOLE   51,247 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 660 22,197 SH   DFND 1 22,197 0 0
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 724 22,500 SH   SOLE   22,500 0 0
CANTEL MED CORP COM 138098108 564 12,835 SH   DFND 1 12,835 0 0
CANTEL MED CORP COM 138098108 1,676 38,147 SH   SOLE   38,147 0 0
CAPITAL ONE FINL CORP COM 14040H105 42,218 587,500 SH   SOLE   587,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 25,630 356,670 SH   DFND 1 356,670 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 450 79,991 SH   SOLE   79,991 0 0
CARDINAL HEALTH INC COM 14149Y108 624 13,296 SH   SOLE   13,296 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 1,294 32,893 SH   SOLE   32,893 0 0
CARETRUST REIT INC COM 14174T107 671 37,684 SH   DFND 1 37,684 0 0
CARETRUST REIT INC COM 14174T107 2,875 161,567 SH   SOLE   161,567 0 0
CARLISLE COS INC COM 142339100 23,535 192,325 SH   SOLE   192,325 0 0
CARLISLE COS INC COM 142339100 12,479 101,978 SH   DFND 1 101,978 0 0
CARMAX INC COM 143130102 680 7,401 SH   SOLE   7,401 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,139 75,029 SH   SOLE   75,029 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 419 27,593 SH   DFND 1 27,593 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 974 53,659 SH   SOLE   53,659 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 20,807 681,288 SH   DFND 1 681,288 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 34,249 1,121,454 SH   SOLE   1,121,454 0 0
CARTERS INC COM 146229109 1,017 11,752 SH   SOLE   11,752 0 0
CASEYS GEN STORES INC COM 147528103 20,330 114,436 SH   SOLE   114,436 0 0
CASEYS GEN STORES INC COM 147528103 8,498 47,837 SH   DFND 1 47,837 0 0
CATALENT INC COM 148806102 62,489 729,501 SH   SOLE   729,501 0 0
CATALENT INC COM 148806102 46,867 547,130 SH   DFND 1 547,130 0 0
CATERPILLAR INC DEL COM 149123101 3,669 24,600 SH   SOLE   24,600 0 0
CATHAY GEN BANCORP COM 149150104 438 20,191 SH   SOLE   20,191 0 0
CATO CORP NEW CL A 149205106 134 17,115 SH   SOLE   17,115 0 0
CAVCO INDS INC DEL COM 149568107 1,490 8,262 SH   SOLE   8,262 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 12,443 443,283 SH   SOLE   443,283 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 9,808 349,410 SH   DFND 1 349,410 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 234 288,538 SH   SOLE   288,538 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 100 123,234 SH   DFND 1 123,234 0 0
CELANESE CORP DEL COM 150870103 872 8,117 SH   DFND 1 8,117 0 0
CELANESE CORP DEL COM 150870103 2,202 20,496 SH   SOLE   20,496 0 0
CELSIUS HLDGS INC COM NEW 15118V207 2,896 127,529 SH   DFND 1 127,529 0 0
CELSIUS HLDGS INC COM NEW 15118V207 6,602 290,723 SH   SOLE   290,723 0 0
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CENTENE CORP DEL COM 15135B101 37,892 649,610 SH   SOLE   649,610 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 54 89,460 SH   DFND 1 89,460 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 137 226,811 SH   SOLE   226,811 0 0
CENTERPOINT ENERGY INC COM 15189T107 28,886 1,492,796 SH   DFND 1 1,492,796 0 0
CENTERPOINT ENERGY INC COM 15189T107 27,621 1,427,455 SH   SOLE   1,427,455 0 0
CENTRAL GARDEN & PET CO COM 153527106 321 8,040 SH   SOLE   8,040 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,163 32,194 SH   SOLE   32,194 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,684 124,081 SH   SOLE   124,081 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 669 49,298 SH   DFND 1 49,298 0 0
CENTURY ALUM CO COM 156431108 296 41,552 SH   SOLE   41,552 0 0
CENTURY CASINOS INC COM 156492100 120 21,906 SH   SOLE   21,906 0 0
CENTURY CMNTYS INC COM 156504300 2,143 50,629 SH   SOLE   50,629 0 0
CENTURY CMNTYS INC COM 156504300 478 11,290 SH   DFND 1 11,290 0 0
LUMEN TECHNOLOGIES INC COM 156700106 453 44,944 SH   SOLE   44,944 0 0
CERIDIAN HCM HLDG INC COM 15677J108 3,742 45,273 SH   SOLE   45,273 0 0
CERIDIAN HCM HLDG INC COM 15677J108 456 5,517 SH   DFND 1 5,517 0 0
CERNER CORP COM 156782104 16,342 226,058 SH   DFND 1 226,058 0 0
CERNER CORP COM 156782104 40,461 559,704 SH   SOLE   559,704 0 0
CEVA INC COM 157210105 723 18,374 SH   SOLE   18,374 0 0
CHAMPIONX CORPORATION COM 15872M104 780 97,571 SH   SOLE   97,571 0 0
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DOVER CORP COM 260003108 710 6,550 SH   SOLE   6,550 0 0
DOW INC COM 260557103 1,568 33,333 SH   SOLE   33,333 0 0
DRIL QUIP INC COM 262037104 720 29,072 SH   SOLE   29,072 0 0
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DUKE REALTY CORP COM NEW 264411505 32,875 890,908 SH   DFND 1 890,908 0 0
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DULUTH HLDGS INC COM CL B 26443V101 3,601 294,677 SH   DFND 1 294,677 0 0
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DYCOM INDS INC COM 267475101 452 8,561 SH   SOLE   8,561 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 178 41,308 SH   DFND 1 41,308 0 0
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E L F BEAUTY INC COM 26856L103 4,186 227,894 SH   DFND 1 227,894 0 0
E L F BEAUTY INC COM 26856L103 8,135 442,823 SH   SOLE   442,823 0 0
EL POLLO LOCO HLDGS INC COM 268603107 251 15,489 SH   SOLE   15,489 0 0
EOG RES INC COM 26875P101 1,011 28,129 SH   DFND 1 28,129 0 0
EOG RES INC COM 26875P101 3,745 104,205 SH   SOLE   104,205 0 0
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EQT CORP COM 26884L109 4,430 342,620 SH   SOLE   342,620 0 0
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E TRADE FINANCIAL CORP COM NEW 269246401 504 10,066 SH   SOLE   10,066 0 0
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EAGLE PHARMACEUTICALS INC COM 269796108 427 10,042 SH   SOLE   10,042 0 0
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EASTMAN CHEM CO COM 277432100 49,521 633,908 SH   SOLE   633,908 0 0
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EATON VANCE SR FLTNG RTE TR COM 27828Q105 978 84,100 SH   DFND 1 84,100 0 0
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EBAY INC. COM 278642103 413 7,931 SH   DFND 1 7,931 0 0
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EBIX INC COM NEW 278715206 401 19,481 SH   SOLE   19,481 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 569 22,075 SH   SOLE   22,075 0 0
ECHOSTAR CORP CL A 278768106 887 35,617 SH   SOLE   35,617 0 0
ECHOSTAR CORP CL A 278768106 383 15,404 SH   DFND 1 15,404 0 0
ECOLAB INC COM 278865100 26,632 133,266 SH   DFND 1 133,266 0 0
ECOLAB INC COM 278865100 80,580 403,223 SH   SOLE   403,223 0 0
EDGEWELL PERS CARE CO COM 28035Q102 408 14,639 SH   SOLE   14,639 0 0
EDISON INTL COM 281020107 865 17,011 SH   SOLE   17,011 0 0
EDITAS MEDICINE INC COM 28106W103 325 11,582 SH   DFND 1 11,582 0 0
EDITAS MEDICINE INC COM 28106W103 756 26,948 SH   SOLE   26,948 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 100,194 1,255,252 SH   SOLE   1,255,252 0 0
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EHEALTH INC COM 28238P109 1,687 21,352 SH   SOLE   21,352 0 0
8X8 INC NEW COM 282914100 1,344 86,429 SH   SOLE   86,429 0 0
ELECTRONIC ARTS INC COM 285512109 1,711 13,120 SH   SOLE   13,120 0 0
ELEMENT SOLUTIONS INC COM 28618M106 14,037 1,335,572 SH   SOLE   1,335,572 0 0
ELEMENT SOLUTIONS INC COM 28618M106 10,728 1,020,695 SH   DFND 1 1,020,695 0 0
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ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 617 55,554 SH   SOLE   55,554 0 0
EMCOR GROUP INC COM 29084Q100 4,598 67,913 SH   DFND 1 67,913 0 0
EMCOR GROUP INC COM 29084Q100 10,604 156,602 SH   SOLE   156,602 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,252 12,116 SH   SOLE   12,116 0 0
EMERSON ELEC CO COM 291011104 4,251 64,830 SH   DFND 1 64,830 0 0
EMERSON ELEC CO COM 291011104 13,512 206,071 SH   SOLE   206,071 0 0
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EMPLOYERS HOLDINGS INC COM 292218104 734 24,271 SH   SOLE   24,271 0 0
ENBRIDGE INC COM 29250N105 734 25,131 SH   SOLE   25,131 0 0
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ENANTA PHARMACEUTICALS INC COM 29251M106 678 14,813 SH   SOLE   14,813 0 0
ENCORE CAP GROUP INC COM 292554102 295 7,633 SH   DFND 1 7,633 0 0
ENCORE CAP GROUP INC COM 292554102 1,686 43,684 SH   SOLE   43,684 0 0
ENCORE WIRE CORP COM 292562105 6,630 142,823 SH   SOLE   142,823 0 0
ENCORE WIRE CORP COM 292562105 4,593 98,941 SH   DFND 1 98,941 0 0
ENDAVA PLC ADS 29260V105 4,082 64,636 SH   DFND 1 64,636 0 0
ENDAVA PLC ADS 29260V105 7,936 125,665 SH   SOLE   125,665 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,005 30,855 SH   SOLE   30,855 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 614 15,686 SH   SOLE   15,686 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 142 21,967 SH   DFND 1 21,967 0 0
ENERSYS COM 29275Y102 768 11,440 SH   SOLE   11,440 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 932 49,560 SH   SOLE   49,560 0 0
ENEL CHILE S.A. SPONSORED ADR 29278D105 96 27,930 SH   DFND 1 27,930 0 0
ENEL CHILE S.A. SPONSORED ADR 29278D105 43 12,622 SH   SOLE   12,622 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 827 351,873 SH   SOLE   351,873 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 357 151,762 SH   DFND 1 151,762 0 0
ENPHASE ENERGY INC COM 29355A107 2,803 33,937 SH   SOLE   33,937 0 0
ENPRO INDS INC COM 29355X107 960 17,011 SH   SOLE   17,011 0 0
ENOVA INTL INC COM 29357K103 409 24,967 SH   SOLE   24,967 0 0
ENSIGN GROUP INC COM 29358P101 2,391 41,911 SH   SOLE   41,911 0 0
ENTERGY CORP NEW COM 29364G103 53,987 547,927 SH   DFND 1 547,927 0 0
ENTERGY CORP NEW COM 29364G103 58,357 592,280 SH   SOLE   592,280 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 459 16,827 SH   DFND 1 16,827 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,064 39,026 SH   SOLE   39,026 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 12,483 790,564 SH   SOLE   790,564 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 7,979 505,324 SH   DFND 1 505,324 0 0
EPAM SYS INC COM 29414B104 2,995 9,263 SH   DFND 1 9,263 0 0
EPAM SYS INC COM 29414B104 6,195 19,162 SH   SOLE   19,162 0 0
EPLUS INC COM 294268107 4,120 56,287 SH   SOLE   56,287 0 0
EPLUS INC COM 294268107 1,576 21,533 SH   DFND 1 21,533 0 0
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EQUINIX INC COM 29444U700 41,930 55,161 SH   SOLE   55,161 0 0
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EQUITRANS MIDSTREAM CORP COM 294600101 853 100,851 SH   DFND 1 100,851 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,524 24,856 SH   DFND 1 24,856 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,245 199,763 SH   SOLE   199,763 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,260 180,393 SH   SOLE   180,393 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,739 21,590 SH   SOLE   21,590 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 10,914 595,733 SH   SOLE   595,733 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 3,493 190,658 SH   DFND 1 190,658 0 0
ESSENTIAL UTILS INC COM 29670G102 2,918 72,495 SH   SOLE   72,495 0 0
ESSENTIAL UTILS INC COM 29670G102 261 6,488 SH   DFND 1 6,488 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 4,565 85,000 SH   SOLE   85,000 0 0
ESSEX PPTY TR INC COM 297178105 1,887 9,398 SH   DFND 1 9,398 0 0
ESSEX PPTY TR INC COM 297178105 20,755 103,369 SH   SOLE   103,369 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 739 54,591 SH   SOLE   54,591 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 214 15,811 SH   DFND 1 15,811 0 0
ETSY INC COM 29786A106 8,039 66,090 SH   DFND 1 66,090 0 0
ETSY INC COM 29786A106 16,556 136,121 SH   SOLE   136,121 0 0
EURONET WORLDWIDE INC COM 298736109 17,324 190,163 SH   SOLE   190,163 0 0
EURONET WORLDWIDE INC COM 298736109 8,251 90,574 SH   DFND 1 90,574 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 4,457 4,658,000 SH   SOLE   4,658,000 0 0
EVENTBRITE INC COM CL A 29975E109 1,829 168,566 SH   DFND 1 168,566 0 0
EVENTBRITE INC COM CL A 29975E109 3,550 327,202 SH   SOLE   327,202 0 0
EVERCORE INC CLASS A 29977A105 14,504 221,576 SH   SOLE   221,576 0 0
EVERCORE INC CLASS A 29977A105 10,852 165,779 SH   DFND 1 165,779 0 0
EVERI HLDGS INC COM 30034T103 13,024 1,578,724 SH   DFND 1 1,578,724 0 0
EVERI HLDGS INC COM 30034T103 20,872 2,529,880 SH   SOLE   2,529,880 0 0
EVERGY INC COM 30034W106 1,388 27,303 SH   SOLE   27,303 0 0
EVERTEC INC COM 30040P103 1,717 49,458 SH   SOLE   49,458 0 0
EVERSOURCE ENERGY COM 30040W108 1,300 15,564 SH   SOLE   15,564 0 0
EVOLUTION PETE CORP COM 30049A107 41 18,204 SH   SOLE   18,204 0 0
EXELON CORP COM 30161N101 9,357 261,653 SH   DFND 1 261,653 0 0
EXELON CORP COM 30161N101 16,364 457,614 SH   SOLE   457,614 0 0
EXELIXIS INC COM 30161Q104 2,035 83,221 SH   SOLE   83,221 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,073 31,423 SH   DFND 1 31,423 0 0
EXLSERVICE HOLDINGS INC COM 302081104 6,493 98,427 SH   SOLE   98,427 0 0
EXPEDIA GROUP INC COM NEW 30212P303 559 6,102 SH   SOLE   6,102 0 0
EXP WORLD HLDGS INC COM 30212W100 668 16,554 SH   SOLE   16,554 0 0
EXP WORLD HLDGS INC COM 30212W100 266 6,603 SH   DFND 1 6,603 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,588 72,774 SH   SOLE   72,774 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,886 31,884 SH   DFND 1 31,884 0 0
EXPONENT INC COM 30214U102 3,135 43,518 SH   SOLE   43,518 0 0
EXPRESS INC COM 30219E103 15 25,243 SH   DFND 1 25,243 0 0
EXPRESS INC COM 30219E103 40 65,657 SH   SOLE   65,657 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 255 21,338 SH   DFND 1 21,338 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 483 40,430 SH   SOLE   40,430 0 0
EXTRA SPACE STORAGE INC COM 30225T102 10,383 97,043 SH   SOLE   97,043 0 0
EXTREME NETWORKS INC COM 30226D106 408 101,612 SH   SOLE   101,612 0 0
EXTERRAN CORP COM 30227H106 233 56,107 SH   DFND 1 56,107 0 0
EXTERRAN CORP COM 30227H106 658 158,215 SH   SOLE   158,215 0 0
EZCORP INC CL A NON VTG 302301106 217 43,199 SH   SOLE   43,199 0 0
EXXON MOBIL CORP COM 30231G102 17,681 515,034 SH   SOLE   515,034 0 0
EXXON MOBIL CORP COM 30231G102 6,244 181,878 SH   DFND 1 181,878 0 0
FBL FINL GROUP INC CL A 30239F106 575 11,927 SH   DFND 1 11,927 0 0
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FS KKR CAPITAL CORP COM 302635206 404 25,500 SH   SOLE   25,500 0 0
FTI CONSULTING INC COM 302941109 1,044 9,856 SH   SOLE   9,856 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,454 1,187,000 SH   DFND 1 1,187,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 18,417 15,034,000 SH   SOLE   15,034,000 0 0
FACEBOOK INC CL A 30303M102 61,047 233,092 SH   DFND 1 233,092 0 0
FACEBOOK INC CL A 30303M102 188,485 719,684 SH   SOLE   719,684 0 0
FACTSET RESH SYS INC COM 303075105 14,205 42,418 SH   SOLE   42,418 0 0
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FARMLAND PARTNERS INC COM 31154R109 136 20,395 SH   DFND 1 20,395 0 0
FARO TECHNOLOGIES INC COM 311642102 899 14,745 SH   SOLE   14,745 0 0
FASTENAL CO COM 311900104 1,176 26,080 SH   SOLE   26,080 0 0
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FEDERAL SIGNAL CORP COM 313855108 1,465 50,102 SH   SOLE   50,102 0 0
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F5 NETWORKS INC COM 315616102 4,602 37,484 SH   SOLE   37,484 0 0
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FIESTA RESTAURANT GROUP INC COM 31660B101 135 14,421 SH   SOLE   14,421 0 0
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FINANCIAL INSTNS INC COM 317585404 667 43,340 SH   DFND 1 43,340 0 0
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FIRST AMERN FINL CORP COM 31847R102 870 17,080 SH   DFND 1 17,080 0 0
FIRST BANCORP P R COM NEW 318672706 689 131,953 SH   DFND 1 131,953 0 0
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FIRST BUSEY CORP COM NEW 319383204 2,973 187,084 SH   SOLE   187,084 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,277 4,007 SH   DFND 1 4,007 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,702 8,476 SH   SOLE   8,476 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 916 118,339 SH   SOLE   118,339 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 154 19,867 SH   DFND 1 19,867 0 0
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FIRST INDL RLTY TR INC COM 32054K103 26,509 666,059 SH   SOLE   666,059 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 14,318 449,558 SH   DFND 1 449,558 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 18,191 571,136 SH   SOLE   571,136 0 0
FIRST LONG IS CORP COM 320734106 202 13,625 SH   SOLE   13,625 0 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 11,910 109,205 SH   SOLE   109,205 0 0
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FIRST SOLAR INC COM 336433107 1,510 22,813 SH   SOLE   22,813 0 0
FIRSTCASH INC COM 33767D105 639 11,161 SH   SOLE   11,161 0 0
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FISERV INC COM 337738108 4,024 39,052 SH   SOLE   39,052 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,689 56,991 SH   SOLE   56,991 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 283 9,549 SH   DFND 1 9,549 0 0
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FIVE BELOW INC COM 33829M101 31,016 244,221 SH   SOLE   244,221 0 0
FIVE9 INC COM 338307101 8,457 65,213 SH   DFND 1 65,213 0 0
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FLEETCOR TECHNOLOGIES INC COM 339041105 899 3,775 SH   SOLE   3,775 0 0
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FLUSHING FINL CORP COM 343873105 149 14,183 SH   SOLE   14,183 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 274 4,881 SH   SOLE   4,881 0 0
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FOOT LOCKER INC COM 344849104 582 17,621 SH   DFND 1 17,621 0 0
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FORMFACTOR INC COM 346375108 1,593 63,896 SH   SOLE   63,896 0 0
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FORTUNE BRANDS HOME & SEC IN COM 34964C106 543 6,276 SH   SOLE   6,276 0 0
FORWARD AIR CORP COM 349853101 20,740 361,451 SH   SOLE   361,451 0 0
FORWARD AIR CORP COM 349853101 13,364 232,900 SH   DFND 1 232,900 0 0
FOSSIL GROUP INC COM 34988V106 222 38,708 SH   SOLE   38,708 0 0
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FOUR CORNERS PPTY TR INC COM 35086T109 3,235 126,434 SH   DFND 1 126,434 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 10,112 395,160 SH   SOLE   395,160 0 0
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FOX FACTORY HLDG CORP COM 35138V102 1,266 17,029 SH   SOLE   17,029 0 0
FRANCO NEV CORP COM 351858105 748 5,359 SH   SOLE   5,359 0 0
FRANKLIN ELEC INC COM 353514102 1,870 31,790 SH   SOLE   31,790 0 0
FRANKLIN RESOURCES INC COM 354613101 248 12,166 SH   SOLE   12,166 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 293 80,095 SH   SOLE   80,095 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,022 65,315 SH   SOLE   65,315 0 0
FUELCELL ENERGY INC COM 35952H601 89 41,538 SH   DFND 1 41,538 0 0
FUELCELL ENERGY INC COM 35952H601 224 104,795 SH   SOLE   104,795 0 0
FS KKR CAP CORP II COM 35952V303 972 66,100 SH   DFND 1 66,100 0 0
FS KKR CAP CORP II COM 35952V303 409 27,800 SH   SOLE   27,800 0 0
FULGENT GENETICS INC COM 359664109 392 9,778 SH   SOLE   9,778 0 0
FULLER H B CO COM 359694106 1,959 42,782 SH   SOLE   42,782 0 0
FULTON FINL CORP PA COM 360271100 2,826 302,915 SH   DFND 1 302,915 0 0
FULTON FINL CORP PA COM 360271100 7,553 809,555 SH   SOLE   809,555 0 0
FUTUREFUEL CORP COM 36116M106 243 21,400 SH   SOLE   21,400 0 0
GATX CORP COM 361448103 601 9,426 SH   SOLE   9,426 0 0
GEO GROUP INC NEW COM 36162J106 371 32,679 SH   SOLE   32,679 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 837 39,936 SH   SOLE   39,936 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,749 21,370 SH   SOLE   21,370 0 0
G III APPAREL GROUP LTD COM 36237H101 470 35,859 SH   SOLE   35,859 0 0
GMS INC COM 36251C103 854 35,423 SH   SOLE   35,423 0 0
GALLAGHER ARTHUR J & CO COM 363576109 8,412 79,674 SH   DFND 1 79,674 0 0
GALLAGHER ARTHUR J & CO COM 363576109 37,537 355,533 SH   SOLE   355,533 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,285 34,788 SH   DFND 1 34,788 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,056 136,906 SH   SOLE   136,906 0 0
GAMESTOP CORP NEW CL A 36467W109 460 45,140 SH   SOLE   45,140 0 0
GANNETT CO INC COM 36472T109 225 173,348 SH   DFND 1 173,348 0 0
GANNETT CO INC COM 36472T109 679 522,218 SH   SOLE   522,218 0 0
GAP INC COM 364760108 928 54,507 SH   SOLE   54,507 0 0
GAP INC COM 364760108 406 23,848 SH   DFND 1 23,848 0 0
GARTNER INC COM 366651107 684 5,472 SH   DFND 1 5,472 0 0
GARTNER INC COM 366651107 2,412 19,302 SH   SOLE   19,302 0 0
GEE HOLDINGS COM 36165A102 1,729 2,034,373 SH   SOLE   0 2,034,373 0
GENERAC HLDGS INC COM 368736104 4,154 21,453 SH   DFND 1 21,453 0 0
GENERAC HLDGS INC COM 368736104 11,862 61,259 SH   SOLE   61,259 0 0
GENERAL DYNAMICS CORP COM 369550108 22,625 163,439 SH   DFND 1 163,439 0 0
GENERAL DYNAMICS CORP COM 369550108 52,089 376,281 SH   SOLE   376,281 0 0
GENERAL ELECTRIC CO COM 369604103 2,453 393,687 SH   SOLE   393,687 0 0
GENERAL MLS INC COM 370334104 1,712 27,752 SH   SOLE   27,752 0 0
GENERAL MTRS CO COM 37045V100 1,676 56,641 SH   SOLE   56,641 0 0
GENESCO INC COM 371532102 250 11,593 SH   SOLE   11,593 0 0
GENTEX CORP COM 371901109 1,705 66,195 SH   SOLE   66,195 0 0
GENUINE PARTS CO COM 372460105 2,426 25,488 SH   DFND 1 25,488 0 0
GENUINE PARTS CO COM 372460105 5,155 54,162 SH   SOLE   54,162 0 0
GENWORTH FINL INC COM CL A 37247D106 456 136,193 SH   SOLE   136,193 0 0
GENTHERM INC COM 37253A103 1,107 27,077 SH   SOLE   27,077 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 71 11,424 SH   SOLE   11,424 0 0
GERDAU SA SPON ADR REP PFD 373737105 533 143,923 SH   DFND 1 143,923 0 0
GERDAU SA SPON ADR REP PFD 373737105 221 59,715 SH   SOLE   59,715 0 0
GETTY RLTY CORP NEW COM 374297109 918 35,296 SH   DFND 1 35,296 0 0
GETTY RLTY CORP NEW COM 374297109 2,867 110,245 SH   SOLE   110,245 0 0
GIBRALTAR INDS INC COM 374689107 1,751 26,885 SH   SOLE   26,885 0 0
GILEAD SCIENCES INC COM 375558103 31,225 494,137 SH   SOLE   494,137 0 0
GILEAD SCIENCES INC COM 375558103 6,511 103,041 SH   DFND 1 103,041 0 0
GLACIER BANCORP INC NEW COM 37637Q105 6,795 212,011 SH   SOLE   212,011 0 0
GLACIER BANCORP INC NEW COM 37637Q105 4,700 146,640 SH   DFND 1 146,640 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 305 18,117 SH   DFND 1 18,117 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 654 38,840 SH   SOLE   38,840 0 0
GLATFELTER COM 377316104 507 36,789 SH   SOLE   36,789 0 0
GLAUKOS CORP COM 377322102 1,834 37,044 SH   SOLE   37,044 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12,918 343,194 SH   DFND 1 343,194 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 20,554 546,079 SH   SOLE   546,079 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,688 30,618 SH   DFND 1 30,618 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,393 61,530 SH   SOLE   61,530 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,180 74,198 SH   SOLE   74,198 0 0
GLOBAL PMTS INC COM 37940X102 22,774 128,246 SH   SOLE   128,246 0 0
GLOBAL PMTS INC COM 37940X102 9,853 55,486 SH   DFND 1 55,486 0 0
GLOBAL MED REIT INC COM NEW 37954A204 182 13,459 SH   DFND 1 13,459 0 0
GLOBAL MED REIT INC COM NEW 37954A204 422 31,238 SH   SOLE   31,238 0 0
GLOBUS MED INC CL A 379577208 1,005 20,288 SH   SOLE   20,288 0 0
GLOBE LIFE INC COM 37959E102 490 6,129 SH   SOLE   6,129 0 0
GLU MOBILE INC COM 379890106 935 121,835 SH   SOLE   121,835 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,360 36,624 SH   DFND 1 36,624 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 14,841 73,848 SH   SOLE   73,848 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,451 1,440,000 SH   SOLE   1,440,000 0 0
GOLUB CAP BDC INC COM 38173M102 1,066 80,500 SH   DFND 1 80,500 0 0
GOLUB CAP BDC INC COM 38173M102 449 33,900 SH   SOLE   33,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 311 40,507 SH   DFND 1 40,507 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,124 146,548 SH   SOLE   146,548 0 0
GORMAN RUPP CO COM 383082104 1,776 60,302 SH   SOLE   60,302 0 0
GORMAN RUPP CO COM 383082104 827 28,062 SH   DFND 1 28,062 0 0
GRACE W R & CO DEL NEW COM 38388F108 9,047 224,547 SH   DFND 1 224,547 0 0
GRACE W R & CO DEL NEW COM 38388F108 11,784 292,488 SH   SOLE   292,488 0 0
GRACO INC COM 384109104 2,759 44,976 SH   SOLE   44,976 0 0
GRAHAM HLDGS CO COM CL B 384637104 451 1,117 SH   SOLE   1,117 0 0
GRAINGER W W INC COM 384802104 777 2,177 SH   SOLE   2,177 0 0
GRAN TIERRA ENERGY INC COM 38500T101 47 201,909 SH   SOLE   201,909 0 0
GRAN TIERRA ENERGY INC COM 38500T101 23 98,973 SH   DFND 1 98,973 0 0
GRAND CANYON ED INC COM 38526M106 3,452 43,178 SH   SOLE   43,178 0 0
GRAND CANYON ED INC COM 38526M106 1,157 14,473 SH   DFND 1 14,473 0 0
GRANITE CONSTR INC COM 387328107 683 38,774 SH   SOLE   38,774 0 0
GRANITE PT MTG TR INC COM STK 38741L107 1,524 214,906 SH   SOLE   214,906 0 0
GRANITE PT MTG TR INC COM STK 38741L107 524 73,932 SH   DFND 1 73,932 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,258 62,342 SH   DFND 1 62,342 0 0
GREAT SOUTHN BANCORP INC COM 390905107 5,151 142,214 SH   SOLE   142,214 0 0
GREAT WESTN BANCORP INC COM 391416104 899 72,246 SH   DFND 1 72,246 0 0
GREAT WESTN BANCORP INC COM 391416104 2,542 204,140 SH   SOLE   204,140 0 0
GREEN DOT CORP CL A 39304D102 2,240 44,255 SH   SOLE   44,255 0 0
GREEN PLAINS INC COM 393222104 430 27,789 SH   SOLE   27,789 0 0
GREENBRIER COS INC COM 393657101 339 11,515 SH   DFND 1 11,515 0 0
GREENBRIER COS INC COM 393657101 1,732 58,918 SH   SOLE   58,918 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 147 161,000 SH   DFND 1 161,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 11,013 12,039,000 SH   SOLE   12,039,000 0 0
GREENHILL & CO INC COM 395259104 134 11,793 SH   SOLE   11,793 0 0
GREIF INC CL A 397624107 258 7,122 SH   SOLE   7,122 0 0
GRIFFON CORP COM 398433102 728 37,234 SH   SOLE   37,234 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 883 22,450 SH   SOLE   22,450 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,258 14,229 SH   SOLE   14,229 0 0
GRUBHUB INC COM 400110102 1,798 24,853 SH   SOLE   24,853 0 0
GUARDANT HEALTH INC COM 40131M109 30,721 274,831 SH   SOLE   274,831 0 0
GUARDANT HEALTH INC COM 40131M109 14,678 131,315 SH   DFND 1 131,315 0 0
GUESS INC COM 401617105 362 31,119 SH   SOLE   31,119 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 11,262 108,010 SH   SOLE   108,010 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,559 53,314 SH   DFND 1 53,314 0 0
GULFPORT ENERGY CORP COM NEW 402635304 64 121,804 SH   SOLE   121,804 0 0
HCA HEALTHCARE INC COM 40412C101 16,092 129,070 SH   DFND 1 129,070 0 0
HCA HEALTHCARE INC COM 40412C101 26,996 216,525 SH   SOLE   216,525 0 0
HCI GROUP INC COM 40416E103 251 5,098 SH   SOLE   5,098 0 0
HNI CORP COM 404251100 361 11,513 SH   SOLE   11,513 0 0
HMS HLDGS CORP COM 40425J101 1,758 73,398 SH   SOLE   73,398 0 0
HP INC COM 40434L105 1,185 62,422 SH   SOLE   62,422 0 0
HAEMONETICS CORP COM 405024100 5,238 60,036 SH   SOLE   60,036 0 0
HAEMONETICS CORP COM 405024100 1,975 22,639 SH   DFND 1 22,639 0 0
HAIN CELESTIAL GROUP INC COM 405217100 57,038 1,662,920 SH   SOLE   1,662,920 0 0
HAIN CELESTIAL GROUP INC COM 405217100 59,702 1,740,593 SH   DFND 1 1,740,593 0 0
HALLIBURTON CO COM 406216101 4,741 393,421 SH   DFND 1 393,421 0 0
HALLIBURTON CO COM 406216101 8,024 665,884 SH   SOLE   665,884 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,986 494,146 SH   DFND 1 494,146 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 18,282 695,655 SH   SOLE   695,655 0 0
HAMILTON LANE INC CL A 407497106 6,681 103,439 SH   SOLE   103,439 0 0
HAMILTON LANE INC CL A 407497106 3,442 53,286 SH   DFND 1 53,286 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,340 177,579 SH   DFND 1 177,579 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 7,858 417,773 SH   SOLE   417,773 0 0
HANCOCK JOHN PFD INCOME FD I COM 41013X106 544 30,520 SH   DFND 1 30,520 0 0
HANESBRANDS INC COM 410345102 249 15,837 SH   SOLE   15,837 0 0
HANGER INC COM NEW 41043F208 500 31,633 SH   SOLE   31,633 0 0
HANMI FINL CORP COM NEW 410495204 599 72,964 SH   SOLE   72,964 0 0
HANMI FINL CORP COM NEW 410495204 206 25,060 SH   DFND 1 25,060 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 789 18,677 SH   SOLE   18,677 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 352 8,318 SH   DFND 1 8,318 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 1,060 659,000 SH   DFND 1 659,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 10,573 6,576,000 SH   SOLE   6,576,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 5,967 5,750,000 SH   SOLE   5,750,000 0 0
HANOVER INS GROUP INC COM 410867105 3,939 42,270 SH   DFND 1 42,270 0 0
HANOVER INS GROUP INC COM 410867105 19,577 210,100 SH   SOLE   210,100 0 0
HARLEY DAVIDSON INC COM 412822108 27,625 1,125,703 SH   SOLE   1,125,703 0 0
HARLEY DAVIDSON INC COM 412822108 27,972 1,139,871 SH   DFND 1 1,139,871 0 0
HARMONIC INC COM 413160102 451 80,839 SH   SOLE   80,839 0 0
HARSCO CORP COM 415864107 910 65,426 SH   SOLE   65,426 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 13,190 357,838 SH   DFND 1 357,838 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 25,121 681,528 SH   SOLE   681,528 0 0
HASBRO INC COM 418056107 480 5,799 SH   SOLE   5,799 0 0
HAVERTY FURNITURE INC COM 419596101 300 14,334 SH   SOLE   14,334 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,980 59,560 SH   SOLE   59,560 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 535 16,081 SH   DFND 1 16,081 0 0
HAWAIIAN HOLDINGS INC COM 419879101 492 38,140 SH   SOLE   38,140 0 0
HAWKINS INC COM 420261109 364 7,891 SH   SOLE   7,891 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 178 10,412 SH   SOLE   10,412 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 432 20,044 SH   SOLE   20,044 0 0
HEALTHCARE RLTY TR COM 421946104 12,366 410,555 SH   SOLE   410,555 0 0
HEALTHCARE RLTY TR COM 421946104 6,288 208,771 SH   DFND 1 208,771 0 0
HEALTHSTREAM INC COM 42222N103 653 32,527 SH   SOLE   32,527 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,789 145,712 SH   SOLE   145,712 0 0
HEALTH CATALYST INC COM 42225T107 5,589 152,700 SH   SOLE   152,700 0 0
HEALTH CATALYST INC COM 42225T107 2,880 78,698 SH   DFND 1 78,698 0 0
HEALTHEQUITY INC COM 42226A107 1,061 20,655 SH   SOLE   20,655 0 0
HEARTLAND EXPRESS INC COM 422347104 766 41,158 SH   SOLE   41,158 0 0
HEARTLAND FINL USA INC COM 42234Q102 19,169 639,086 SH   SOLE   639,086 0 0
HEARTLAND FINL USA INC COM 42234Q102 15,050 501,763 SH   DFND 1 501,763 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 9,591 353,275 SH   SOLE   353,275 0 0
HEICO CORP NEW COM 422806109 35,847 342,505 SH   DFND 1 342,505 0 0
HEICO CORP NEW COM 422806109 33,674 321,744 SH   SOLE   321,744 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 315 16,045 SH   SOLE   16,045 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 11,975 328,971 SH   SOLE   328,971 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 9,425 258,924 SH   DFND 1 258,924 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 282 116,961 SH   SOLE   116,961 0 0
HELMERICH & PAYNE INC COM 423452101 18,610 1,270,322 SH   SOLE   1,270,322 0 0
HELMERICH & PAYNE INC COM 423452101 12,183 831,573 SH   DFND 1 831,573 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 188 21,660 SH   SOLE   21,660 0 0
HENRY JACK & ASSOC INC COM 426281101 16,268 100,053 SH   SOLE   100,053 0 0
HENRY JACK & ASSOC INC COM 426281101 1,632 10,037 SH   DFND 1 10,037 0 0
HERITAGE COMM CORP COM 426927109 9,627 1,446,653 SH   SOLE   1,446,653 0 0
HERITAGE COMM CORP COM 426927109 7,239 1,087,729 SH   DFND 1 1,087,729 0 0
HERITAGE FINL CORP WASH COM 42722X106 548 29,775 SH   SOLE   29,775 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 167 30,094 SH   SOLE   30,094 0 0
HERSHEY CO COM 427866108 22,260 155,294 SH   SOLE   155,294 0 0
HESKA CORP COM RESTRC NEW 42805E306 727 7,361 SH   SOLE   7,361 0 0
HESS CORP COM 42809H107 508 12,420 SH   SOLE   12,420 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 548 58,443 SH   SOLE   58,443 0 0
HEXCEL CORP NEW COM 428291108 755 22,491 SH   SOLE   22,491 0 0
HIBBETT SPORTS INC COM 428567101 538 13,718 SH   SOLE   13,718 0 0
HIGHWOODS PPTYS INC COM 431284108 3,141 93,566 SH   SOLE   93,566 0 0
HILL ROM HLDGS INC COM 431475102 8,056 96,462 SH   SOLE   96,462 0 0
HILL ROM HLDGS INC COM 431475102 3,076 36,834 SH   DFND 1 36,834 0 0
HILLENBRAND INC COM 431571108 1,757 61,966 SH   SOLE   61,966 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,075 12,598 SH   SOLE   12,598 0 0
HOLOGIC INC COM 436440101 781 11,757 SH   SOLE   11,757 0 0
HOME BANCSHARES INC COM 436893200 621 40,935 SH   SOLE   40,935 0 0
HOME DEPOT INC COM 437076102 199,476 718,289 SH   SOLE   718,289 0 0
HOME DEPOT INC COM 437076102 64,942 233,847 SH   DFND 1 233,847 0 0
HOMESTREET INC COM 43785V102 485 18,828 SH   SOLE   18,828 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,609 118,492 SH   SOLE   118,492 0 0
HOMETRUST BANCSHARES INC COM 437872104 669 49,246 SH   DFND 1 49,246 0 0
HONEYWELL INTL INC COM 438516106 28,121 170,836 SH   DFND 1 170,836 0 0
HONEYWELL INTL INC COM 438516106 88,321 536,548 SH   SOLE   536,548 0 0
HOPE BANCORP INC COM 43940T109 924 121,769 SH   DFND 1 121,769 0 0
HOPE BANCORP INC COM 43940T109 2,847 375,387 SH   SOLE   375,387 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,387 1,700,000 SH   SOLE   1,700,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,145 34,283 SH   SOLE   34,283 0 0
HORIZON BANCORP INC COM 440407104 647 64,144 SH   DFND 1 64,144 0 0
HORIZON BANCORP INC COM 440407104 1,497 148,381 SH   SOLE   148,381 0 0
HORMEL FOODS CORP COM 440452100 6,276 128,361 SH   SOLE   128,361 0 0
HOST HOTELS & RESORTS INC COM 44107P104 30,806 2,855,047 SH   DFND 1 2,855,047 0 0
HOST HOTELS & RESORTS INC COM 44107P104 37,821 3,505,189 SH   SOLE   3,505,189 0 0
HOULIHAN LOKEY INC CL A 441593100 4,293 72,704 SH   DFND 1 72,704 0 0
HOULIHAN LOKEY INC CL A 441593100 5,743 97,261 SH   SOLE   97,261 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 306 9,420 SH   SOLE   9,420 0 0
HOWMET AEROSPACE INC COM 443201108 41,168 2,462,231 SH   SOLE   2,462,231 0 0
HOWMET AEROSPACE INC COM 443201108 42,045 2,514,681 SH   DFND 1 2,514,681 0 0
HUB GROUP INC CL A 443320106 1,395 27,791 SH   SOLE   27,791 0 0
HUBBELL INC COM 443510607 4,795 35,044 SH   DFND 1 35,044 0 0
HUBBELL INC COM 443510607 12,120 88,569 SH   SOLE   88,569 0 0
HUDSON PAC PPTYS INC COM 444097109 4,474 203,999 SH   SOLE   203,999 0 0
HUMANA INC COM 444859102 21,982 53,110 SH   DFND 1 53,110 0 0
HUMANA INC COM 444859102 55,444 133,958 SH   SOLE   133,958 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,921 23,113 SH   SOLE   23,113 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,032 8,162 SH   DFND 1 8,162 0 0
HUNTINGTON BANCSHARES INC COM 446150104 419 45,712 SH   SOLE   45,712 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 257 1,823 SH   SOLE   1,823 0 0
IAC INTERACTIVECORP NEW COM 44891N109 264 2,203 SH   SOLE   2,203 0 0
IAA INC COM 449253103 1,878 36,076 SH   SOLE   36,076 0 0
ICF INTL INC COM 44925C103 615 9,988 SH   DFND 1 9,988 0 0
ICF INTL INC COM 44925C103 1,417 23,034 SH   SOLE   23,034 0 0
ICU MED INC COM 44930G107 1,040 5,690 SH   SOLE   5,690 0 0
IPG PHOTONICS CORP COM 44980X109 272 1,599 SH   SOLE   1,599 0 0
ISTAR INC COM 45031U101 2,823 239,051 SH   SOLE   239,051 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 9,219 8,668,000 SH   SOLE   8,668,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 114 107,000 SH   DFND 1 107,000 0 0
ITT INC COM 45073V108 1,374 23,270 SH   SOLE   23,270 0 0
IDACORP INC COM 451107106 13,825 173,024 SH   SOLE   173,024 0 0
IDACORP INC COM 451107106 1,166 14,597 SH   DFND 1 14,597 0 0
IDEX CORP COM 45167R104 14,712 80,653 SH   DFND 1 80,653 0 0
IDEX CORP COM 45167R104 39,878 218,618 SH   SOLE   218,618 0 0
IDEXX LABS INC COM 45168D104 3,031 7,710 SH   SOLE   7,710 0 0
IDEXX LABS INC COM 45168D104 763 1,942 SH   DFND 1 1,942 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,003 15,541 SH   DFND 1 15,541 0 0
ILLINOIS TOOL WKS INC COM 452308109 16,589 85,858 SH   SOLE   85,858 0 0
ILLUMINA INC COM 452327109 2,110 6,827 SH   SOLE   6,827 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,799 4,520,000 SH   SOLE   4,520,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 103 80,000 SH   DFND 1 80,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 6,929 6,550,000 SH   SOLE   6,550,000 0 0
IMMUNOGEN INC COM 45253H101 389 108,104 SH   SOLE   108,104 0 0
IMMUNOGEN INC COM 45253H101 155 42,989 SH   DFND 1 42,989 0 0
INCYTE CORP COM 45337C102 468 5,220 SH   DFND 1 5,220 0 0
INCYTE CORP COM 45337C102 2,095 23,348 SH   SOLE   23,348 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 911 78,561 SH   SOLE   78,561 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,431 27,322 SH   SOLE   27,322 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 772 61,438 SH   DFND 1 61,438 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 1,762 140,171 SH   SOLE   140,171 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,340 30,336 SH   SOLE   30,336 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,216 55,587 SH   DFND 1 55,587 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 4,646 212,420 SH   SOLE   212,420 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,121 153,620 SH   SOLE   153,620 0 0
INFOSYS LTD SPONSORED ADR 456788108 5,119 370,655 SH   DFND 1 370,655 0 0
INGERSOLL RAND INC COM 45687V106 594 16,694 SH   SOLE   16,694 0 0
INGEVITY CORP COM 45688C107 2,016 40,771 SH   SOLE   40,771 0 0
INGEVITY CORP COM 45688C107 676 13,667 SH   DFND 1 13,667 0 0
INGREDION INC COM 457187102 1,368 18,071 SH   SOLE   18,071 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,645 29,080 SH   SOLE   29,080 0 0
INSMED INC COM PAR $.01 457669307 337 10,498 SH   DFND 1 10,498 0 0
INSMED INC COM PAR $.01 457669307 827 25,732 SH   SOLE   25,732 0 0
INNOSPEC INC COM 45768S105 6,936 109,536 SH   SOLE   109,536 0 0
INNOSPEC INC COM 45768S105 2,670 42,172 SH   DFND 1 42,172 0 0
INPHI CORP COM 45772F107 7,786 69,361 SH   SOLE   69,361 0 0
INPHI CORP COM 45772F107 4,007 35,700 SH   DFND 1 35,700 0 0
INSPIRE MED SYS INC COM 457730109 7,106 55,062 SH   DFND 1 55,062 0 0
INSPIRE MED SYS INC COM 457730109 13,804 106,968 SH   SOLE   106,968 0 0
INSTEEL INDS INC COM 45774W108 299 15,971 SH   SOLE   15,971 0 0
INSPERITY INC COM 45778Q107 636 9,719 SH   SOLE   9,719 0 0
INOGEN INC COM 45780L104 440 15,186 SH   SOLE   15,186 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,911 18,779 SH   SOLE   18,779 0 0
INNOVIVA INC COM 45781M101 545 52,125 SH   SOLE   52,125 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,469 11,839 SH   DFND 1 11,839 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 5,237 42,193 SH   SOLE   42,193 0 0
INSULET CORP COM 45784P101 16,168 68,339 SH   SOLE   68,339 0 0
INSULET CORP COM 45784P101 7,817 33,042 SH   DFND 1 33,042 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 900 19,055 SH   SOLE   19,055 0 0
INTEL CORP COM 458140100 511 9,876 SH   DFND 1 9,876 0 0
INTEL CORP COM 458140100 11,423 220,610 SH   SOLE   220,610 0 0
INTEGER HLDGS CORP COM 45826H109 1,607 27,238 SH   SOLE   27,238 0 0
INTER PARFUMS INC COM 458334109 547 14,642 SH   SOLE   14,642 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 29,901 618,693 SH   DFND 1 618,693 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 33,583 694,863 SH   SOLE   694,863 0 0
INTERFACE INC COM 458665304 297 48,569 SH   SOLE   48,569 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,102 80,975 SH   SOLE   80,975 0 0
INTERDIGITAL INC COM 45867G101 699 12,256 SH   DFND 1 12,256 0 0
INTERDIGITAL INC COM 45867G101 1,780 31,201 SH   SOLE   31,201 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 3,606 3,500,000 SH   SOLE   3,500,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 771 29,578 SH   SOLE   29,578 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 250 2,053 SH   DFND 1 2,053 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,614 46,144 SH   SOLE   46,144 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 594 4,855 SH   SOLE   4,855 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 6,175 139,396 SH   SOLE   139,396 0 0
INTERNATIONAL PAPER CO COM 460146103 717 17,680 SH   SOLE   17,680 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,426 145,518 SH   SOLE   145,518 0 0
INTERPUBLIC GROUP COS INC COM 460690100 985 59,116 SH   DFND 1 59,116 0 0
INTUIT COM 461202103 27,282 83,634 SH   SOLE   83,634 0 0
INTUIT COM 461202103 3,976 12,190 SH   DFND 1 12,190 0 0
INVACARE CORP COM 461203101 215 28,535 SH   SOLE   28,535 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 40,774 57,465 SH   DFND 1 57,465 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 103,590 145,996 SH   SOLE   145,996 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 407 150,354 SH   SOLE   150,354 0 0
INVESCO SR INCOME TR COM 46131H107 98 26,695 SH   SOLE   26,695 0 0
INVESCO SR INCOME TR COM 46131H107 811 221,602 SH   DFND 1 221,602 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 2,204 239,299 SH   DFND 1 239,299 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 299 32,518 SH   SOLE   32,518 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 29,640 1,363,369 SH   DFND 1 1,363,369 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 35,046 1,612,039 SH   SOLE   1,612,039 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 670 10,282 SH   DFND 1 10,282 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 2,200 33,759 SH   SOLE   33,759 0 0
INVITAE CORP COM 46185L103 2,427 55,977 SH   SOLE   55,977 0 0
INVITAE CORP COM 46185L103 1,051 24,245 SH   DFND 1 24,245 0 0
INVITATION HOMES INC COM 46187W107 14,740 526,602 SH   SOLE   526,602 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 464 14,080 SH   DFND 1 14,080 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,088 33,048 SH   SOLE   33,048 0 0
IQVIA HLDGS INC COM 46266C105 3,618 22,955 SH   DFND 1 22,955 0 0
IQVIA HLDGS INC COM 46266C105 11,258 71,419 SH   SOLE   71,419 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,474 96,703 SH   SOLE   96,703 0 0
IROBOT CORP COM 462726100 1,755 23,121 SH   SOLE   23,121 0 0
IRON MTN INC NEW COM 46284V101 1,206 45,014 SH   SOLE   45,014 0 0
ISHARES TR IBOXX INV CP ETF 464287242 14,636 108,650 SH   DFND 1 108,650 0 0
ISHARES TR RUS MID CAP ETF 464287499 50,410 878,526 SH   DFND 1 878,526 0 0
ISHARES TR RUS MID CAP ETF 464287499 20,386 355,284 SH   SOLE   355,284 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,201 54,750 SH   DFND 1 54,750 0 0
ISHARES TR CORE S&P SCP ETF 464287804 8,310 118,324 SH   SOLE   118,324 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,861 125,000 SH   DFND 1 125,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 23,065 208,000 SH   SOLE   208,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,123 45,050 SH   DFND 1 45,050 0 0
ISHARES TR RESIDENTIAL MULT 464288562 2,172 35,625 SH   DFND 1 35,625 0 0
ISHARES TR PFD AND INCM SEC 464288687 19,534 535,900 SH   DFND 1 535,900 0 0
ISHARES TR PFD AND INCM SEC 464288687 16,708 458,375 SH   SOLE   458,375 0 0
ISHARES TR US HOME CONS ETF 464288752 8,549 150,912 SH   SOLE   150,912 0 0
ISHARES TR US HOME CONS ETF 464288752 6,729 118,777 SH   DFND 1 118,777 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,064 4,900,000 SH   SOLE   4,900,000 0 0
ISHARES TR MORTGE REL ETF 46435G342 2,271 88,150 SH   DFND 1 88,150 0 0
ISHARES TR ESG AWR MSCI USA 46435G425 1,205 15,809 SH   SOLE   15,809 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 544 136,588 SH   SOLE   136,588 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 1,310 329,199 SH   DFND 1 329,199 0 0
ITRON INC COM 465741106 2,032 33,460 SH   SOLE   33,460 0 0
JBG SMITH PPTYS COM 46590V100 2,089 78,122 SH   SOLE   78,122 0 0
J & J SNACK FOODS CORP COM 466032109 1,614 12,377 SH   SOLE   12,377 0 0
JPMORGAN CHASE & CO COM 46625H100 45,534 472,984 SH   DFND 1 472,984 0 0
JPMORGAN CHASE & CO COM 46625H100 93,444 970,644 SH   SOLE   970,644 0 0
JABIL INC COM 466313103 1,250 36,498 SH   SOLE   36,498 0 0
JACK IN THE BOX INC COM 466367109 2,682 33,814 SH   SOLE   33,814 0 0
JACK IN THE BOX INC COM 466367109 1,042 13,132 SH   DFND 1 13,132 0 0
JACOBS ENGR GROUP INC COM 469814107 544 5,863 SH   SOLE   5,863 0 0
JD.COM INC SPON ADR CL A 47215P106 6,386 82,281 SH   DFND 1 82,281 0 0
JD.COM INC SPON ADR CL A 47215P106 2,658 34,245 SH   SOLE   34,245 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,047 58,165 SH   SOLE   58,165 0 0
JETBLUE AWYS CORP COM 477143101 831 73,372 SH   SOLE   73,372 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,417 26,308 SH   SOLE   26,308 0 0
JOHNSON & JOHNSON COM 478160104 160,367 1,077,156 SH   SOLE   1,077,156 0 0
JOHNSON & JOHNSON COM 478160104 57,110 383,595 SH   DFND 1 383,595 0 0
JONES LANG LASALLE INC COM 48020Q107 4,004 41,855 SH   SOLE   41,855 0 0
JONES LANG LASALLE INC COM 48020Q107 1,427 14,922 SH   DFND 1 14,922 0 0
J2 GLOBAL INC COM 48123V102 834 12,052 SH   SOLE   12,052 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 617 539,000 SH   DFND 1 539,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 16,937 14,803,000 SH   SOLE   14,803,000 0 0
JUNIPER NETWORKS INC COM 48203R104 897 41,700 SH   DFND 1 41,700 0 0
JUNIPER NETWORKS INC COM 48203R104 3,469 161,335 SH   SOLE   161,335 0 0
KAR AUCTION SVCS INC COM 48238T109 501 34,805 SH   SOLE   34,805 0 0
KBR INC COM 48242W106 857 38,341 SH   SOLE   38,341 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 16,766 14,870,000 SH   SOLE   14,870,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 934 828,000 SH   DFND 1 828,000 0 0
KLA CORP COM NEW 482480100 1,466 7,569 SH   SOLE   7,569 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 373 22,546 SH   SOLE   22,546 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 4,891 5,000,000 SH   SOLE   5,000,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,769 51,668 SH   DFND 1 51,668 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,517 121,602 SH   SOLE   121,602 0 0
KAMAN CORP COM 483548103 894 22,939 SH   SOLE   22,939 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 7,768 7,900,000 SH   SOLE   7,900,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 16,748 92,618 SH   DFND 1 92,618 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 32,203 178,082 SH   SOLE   178,082 0 0
KB HOME COM 48666K109 2,854 74,338 SH   SOLE   74,338 0 0
KB HOME COM 48666K109 932 24,289 SH   DFND 1 24,289 0 0
KELLOGG CO COM 487836108 3,929 60,823 SH   SOLE   60,823 0 0
KELLY SVCS INC CL A 488152208 475 27,904 SH   SOLE   27,904 0 0
KEMPER CORP COM 488401100 41,736 624,510 SH   SOLE   624,510 0 0
KEMPER CORP COM 488401100 38,513 576,287 SH   DFND 1 576,287 0 0
KENNAMETAL INC COM 489170100 646 22,335 SH   SOLE   22,335 0 0
KEYCORP COM 493267108 37,140 3,113,172 SH   DFND 1 3,113,172 0 0
KEYCORP COM 493267108 35,419 2,968,869 SH   SOLE   2,968,869 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,893 59,653 SH   SOLE   59,653 0 0
KILROY RLTY CORP COM 49427F108 6,420 123,548 SH   DFND 1 123,548 0 0
KILROY RLTY CORP COM 49427F108 21,923 421,919 SH   SOLE   421,919 0 0
KIMBERLY CLARK CORP COM 494368103 12,741 86,285 SH   DFND 1 86,285 0 0
KIMBERLY CLARK CORP COM 494368103 32,584 220,670 SH   SOLE   220,670 0 0
KIMCO RLTY CORP COM 49446R109 1,281 113,778 SH   SOLE   113,778 0 0
KINDER MORGAN INC DEL COM 49456B101 652 52,850 SH   DFND 1 52,850 0 0
KINDER MORGAN INC DEL COM 49456B101 1,658 134,438 SH   SOLE   134,438 0 0
KINSALE CAP GROUP INC COM 49714P108 3,346 17,594 SH   SOLE   17,594 0 0
KIRBY CORP COM 497266106 585 16,170 SH   SOLE   16,170 0 0
KITE RLTY GROUP TR COM NEW 49803T300 809 69,831 SH   SOLE   69,831 0 0
KNOLL INC COM NEW 498904200 617 51,179 SH   DFND 1 51,179 0 0
KNOLL INC COM NEW 498904200 1,271 105,394 SH   SOLE   105,394 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,381 33,922 SH   SOLE   33,922 0 0
KNOWLES CORP COM 49926D109 1,132 75,987 SH   SOLE   75,987 0 0
KOHLS CORP COM 500255104 1,436 77,477 SH   DFND 1 77,477 0 0
KOHLS CORP COM 500255104 3,738 201,709 SH   SOLE   201,709 0 0
KONTOOR BRANDS INC COM 50050N103 940 38,829 SH   SOLE   38,829 0 0
KOPPERS HOLDINGS INC COM 50060P106 365 17,451 SH   SOLE   17,451 0 0
KORN FERRY COM NEW 500643200 1,353 46,652 SH   SOLE   46,652 0 0
KRAFT HEINZ CO COM 500754106 882 29,448 SH   SOLE   29,448 0 0
KRATON CORPORATION COM 50077C106 711 39,914 SH   SOLE   39,914 0 0
KROGER CO COM 501044101 1,199 35,344 SH   SOLE   35,344 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,149 51,277 SH   SOLE   51,277 0 0
L BRANDS INC COM 501797104 3,873 121,753 SH   SOLE   121,753 0 0
L BRANDS INC COM 501797104 1,534 48,235 SH   DFND 1 48,235 0 0
LHC GROUP INC COM 50187A107 45,700 215,000 SH   DFND 1 215,000 0 0
LHC GROUP INC COM 50187A107 79,195 372,579 SH   SOLE   372,579 0 0
LGI HOMES INC COM 50187T106 2,127 18,307 SH   SOLE   18,307 0 0
LKQ CORP COM 501889208 353 12,722 SH   SOLE   12,722 0 0
LCI INDS COM 50189K103 2,217 20,857 SH   SOLE   20,857 0 0
LTC PPTYS INC COM 502175102 1,134 32,540 SH   SOLE   32,540 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 4,089 24,075 SH   DFND 1 24,075 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 8,157 48,028 SH   SOLE   48,028 0 0
LA Z BOY INC COM 505336107 1,207 38,160 SH   SOLE   38,160 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,736 25,157 SH   SOLE   25,157 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,775 9,426 SH   DFND 1 9,426 0 0
LADDER CAP CORP CL A 505743104 751 105,526 SH   SOLE   105,526 0 0
LADDER CAP CORP CL A 505743104 364 51,117 SH   DFND 1 51,117 0 0
LAKELAND BANCORP INC COM 511637100 212 21,339 SH   DFND 1 21,339 0 0
LAKELAND BANCORP INC COM 511637100 546 54,901 SH   SOLE   54,901 0 0
LAM RESEARCH CORP COM 512807108 7,941 23,938 SH   DFND 1 23,938 0 0
LAM RESEARCH CORP COM 512807108 20,291 61,164 SH   SOLE   61,164 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 389 5,886 SH   DFND 1 5,886 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,439 36,858 SH   SOLE   36,858 0 0
LAMB WESTON HLDGS INC COM 513272104 42,176 636,425 SH   SOLE   636,425 0 0
LAMB WESTON HLDGS INC COM 513272104 38,299 577,920 SH   DFND 1 577,920 0 0
LANCASTER COLONY CORP COM 513847103 941 5,263 SH   SOLE   5,263 0 0
LANDSTAR SYS INC COM 515098101 6,085 48,487 SH   DFND 1 48,487 0 0
LANDSTAR SYS INC COM 515098101 24,859 198,099 SH   SOLE   198,099 0 0
LANNET INC COM 516012101 173 28,348 SH   SOLE   28,348 0 0
LANTHEUS HLDGS INC COM 516544103 702 55,400 SH   SOLE   55,400 0 0
LAS VEGAS SANDS CORP COM 517834107 689 14,772 SH   SOLE   14,772 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,520 432,310 SH   DFND 1 432,310 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 19,998 690,524 SH   SOLE   690,524 0 0
LAUDER ESTEE COS INC CL A 518439104 2,236 10,247 SH   SOLE   10,247 0 0
LEAR CORP COM NEW 521865204 9,285 85,145 SH   SOLE   85,145 0 0
LEAR CORP COM NEW 521865204 3,775 34,620 SH   DFND 1 34,620 0 0
LEGGETT & PLATT INC COM 524660107 12,920 313,815 SH   DFND 1 313,815 0 0
LEGGETT & PLATT INC COM 524660107 16,660 404,675 SH   SOLE   404,675 0 0
LEIDOS HOLDINGS INC COM 525327102 536 6,011 SH   SOLE   6,011 0 0
LEMAITRE VASCULAR INC COM 525558201 453 13,921 SH   SOLE   13,921 0 0
LENDINGTREE INC NEW COM 52603B107 650 2,119 SH   SOLE   2,119 0 0
LENNAR CORP CL A 526057104 1,009 12,351 SH   SOLE   12,351 0 0
LENNOX INTL INC COM 526107107 6,650 24,394 SH   DFND 1 24,394 0 0
LENNOX INTL INC COM 526107107 24,675 90,514 SH   SOLE   90,514 0 0
LEXINGTON REALTY TRUST COM 529043101 3,289 314,775 SH   SOLE   314,775 0 0
LEXINGTON REALTY TRUST COM 529043101 444 42,513 SH   DFND 1 42,513 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 1,852 308,134 SH   DFND 1 308,134 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 470 78,203 SH   SOLE   78,203 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 8,511 5,091,679 SH   SOLE   5,091,679 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 275 164,585 SH   DFND 1 164,585 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 297 37,149 SH   DFND 1 37,149 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 702 87,829 SH   SOLE   87,829 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 2,848 2,401,000 SH   SOLE   2,401,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 185 156,000 SH   DFND 1 156,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,763 18,494 SH   DFND 1 18,494 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,846 40,348 SH   SOLE   40,348 0 0
LIFE STORAGE INC COM 53223X107 4,170 39,617 SH   SOLE   39,617 0 0
LILLY ELI & CO COM 532457108 2,822 19,066 SH   DFND 1 19,066 0 0
LILLY ELI & CO COM 532457108 32,474 219,389 SH   SOLE   219,389 0 0
LINCOLN ELEC HLDGS INC COM 533900106 40,069 435,346 SH   SOLE   435,346 0 0
LINCOLN ELEC HLDGS INC COM 533900106 23,961 260,334 SH   DFND 1 260,334 0 0
LINCOLN NATL CORP IND COM 534187109 268 8,541 SH   DFND 1 8,541 0 0
LINCOLN NATL CORP IND COM 534187109 758 24,208 SH   SOLE   24,208 0 0
LINDSAY CORP COM 535555106 869 8,984 SH   SOLE   8,984 0 0
LIQUIDITY SERVICES INC COM 53635B107 162 21,737 SH   SOLE   21,737 0 0
LITHIA MTRS INC CL A 536797103 2,910 12,766 SH   DFND 1 12,766 0 0
LITHIA MTRS INC CL A 536797103 7,032 30,852 SH   SOLE   30,852 0 0
LITTELFUSE INC COM 537008104 14,943 84,264 SH   SOLE   84,264 0 0
LITTELFUSE INC COM 537008104 10,322 58,207 SH   DFND 1 58,207 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 80,451 1,493,158 SH   SOLE   1,493,158 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 34,135 633,537 SH   DFND 1 633,537 0 0
LIVEPERSON INC COM 538146101 2,653 51,030 SH   SOLE   51,030 0 0
LIVENT CORP COM 53814L108 1,088 121,270 SH   SOLE   121,270 0 0
LIVERAMP HLDGS INC COM 53815P108 919 17,743 SH   SOLE   17,743 0 0
LOCKHEED MARTIN CORP COM 539830109 23,931 62,438 SH   DFND 1 62,438 0 0
LOCKHEED MARTIN CORP COM 539830109 87,801 229,077 SH   SOLE   229,077 0 0
LOEWS CORP COM 540424108 664 19,104 SH   DFND 1 19,104 0 0
LOEWS CORP COM 540424108 1,616 46,516 SH   SOLE   46,516 0 0
LOUISIANA PAC CORP COM 546347105 34,539 1,170,423 SH   SOLE   1,170,423 0 0
LOUISIANA PAC CORP COM 546347105 22,750 770,938 SH   DFND 1 770,938 0 0
LOWES COS INC COM 548661107 47,505 286,414 SH   DFND 1 286,414 0 0
LOWES COS INC COM 548661107 83,949 506,142 SH   SOLE   506,142 0 0
LULULEMON ATHLETICA INC COM 550021109 69,119 209,852 SH   SOLE   209,852 0 0
LULULEMON ATHLETICA INC COM 550021109 73,580 223,395 SH   DFND 1 223,395 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 528 23,924 SH   SOLE   23,924 0 0
LUMENTUM HLDGS INC COM 55024U109 17,515 233,131 SH   SOLE   233,131 0 0
LUMENTUM HLDGS INC COM 55024U109 8,115 108,010 SH   DFND 1 108,010 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 503 360,000 SH   DFND 1 360,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 10,634 7,606,000 SH   SOLE   7,606,000 0 0
LUMINEX CORP DEL COM 55027E102 938 35,752 SH   SOLE   35,752 0 0
LYDALL INC DEL COM 550819106 231 13,991 SH   SOLE   13,991 0 0
M & T BK CORP COM 55261F104 537 5,828 SH   SOLE   5,828 0 0
M D C HLDGS INC COM 552676108 1,956 41,531 SH   SOLE   41,531 0 0
MDU RES GROUP INC COM 552690109 1,217 54,097 SH   SOLE   54,097 0 0
MGM RESORTS INTERNATIONAL COM 552953101 400 18,414 SH   SOLE   18,414 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 4,017 143,557 SH   SOLE   143,557 0 0
MGP INGREDIENTS INC NEW COM 55303J106 435 10,939 SH   SOLE   10,939 0 0
M/I HOMES INC COM 55305B101 1,090 23,668 SH   SOLE   23,668 0 0
MKS INSTRS INC COM 55306N104 9,692 88,728 SH   DFND 1 88,728 0 0
MKS INSTRS INC COM 55306N104 21,000 192,255 SH   SOLE   192,255 0 0
MPLX LP COM UNIT REP LTD 55336V100 375 23,800 SH   DFND 1 23,800 0 0
MPLX LP COM UNIT REP LTD 55336V100 197 12,500 SH   SOLE   12,500 0 0
MSA SAFETY INC COM 553498106 1,307 9,739 SH   SOLE   9,739 0 0
MSC INDL DIRECT INC CL A 553530106 3,217 50,845 SH   SOLE   50,845 0 0
MSC INDL DIRECT INC CL A 553530106 1,158 18,301 SH   DFND 1 18,301 0 0
MSCI INC COM 55354G100 14,960 41,930 SH   SOLE   41,930 0 0
MSCI INC COM 55354G100 6,522 18,280 SH   DFND 1 18,280 0 0
MTS SYS CORP COM 553777103 795 41,600 SH   DFND 1 41,600 0 0
MTS SYS CORP COM 553777103 2,028 106,142 SH   SOLE   106,142 0 0
MYR GROUP INC DEL COM 55405W104 515 13,855 SH   SOLE   13,855 0 0
MACERICH CO COM 554382101 205 30,236 SH   SOLE   30,236 0 0
MACK CALI RLTY CORP COM 554489104 902 71,456 SH   SOLE   71,456 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 13,086 14,500,000 SH   SOLE   14,500,000 0 0
MACROGENICS INC COM 556099109 885 35,146 SH   SOLE   35,146 0 0
MACROGENICS INC COM 556099109 378 14,993 SH   DFND 1 14,993 0 0
MACYS INC COM 55616P104 2,404 421,711 SH   SOLE   421,711 0 0
MACYS INC COM 55616P104 400 70,152 SH   DFND 1 70,152 0 0
MADDEN STEVEN LTD COM 556269108 1,250 64,121 SH   SOLE   64,121 0 0
MADISON COVERED CALL & EQUIT COM 557437100 89 14,955 SH   SOLE   14,955 0 0
MADISON COVERED CALL & EQUIT COM 557437100 728 121,685 SH   DFND 1 121,685 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 409 2,720 SH   DFND 1 2,720 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 959 6,373 SH   SOLE   6,373 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,415 18,678 SH   SOLE   18,678 0 0
MANHATTAN ASSOCS INC COM 562750109 681 7,129 SH   DFND 1 7,129 0 0
MANHATTAN ASSOCS INC COM 562750109 3,212 33,637 SH   SOLE   33,637 0 0
MANPOWERGROUP INC COM 56418H100 20,009 272,868 SH   DFND 1 272,868 0 0
MANPOWERGROUP INC COM 56418H100 27,499 375,004 SH   SOLE   375,004 0 0
MANTECH INTL CORP CL A 564563104 876 12,725 SH   DFND 1 12,725 0 0
MANTECH INTL CORP CL A 564563104 3,574 51,891 SH   SOLE   51,891 0 0
MARATHON OIL CORP COM 565849106 4,273 1,044,685 SH   SOLE   1,044,685 0 0
MARATHON OIL CORP COM 565849106 2,325 568,503 SH   DFND 1 568,503 0 0
MARATHON PETE CORP COM 56585A102 11,245 383,250 SH   DFND 1 383,250 0 0
MARATHON PETE CORP COM 56585A102 18,737 638,607 SH   SOLE   638,607 0 0
MARCUS & MILLICHAP INC COM 566324109 547 19,892 SH   SOLE   19,892 0 0
MARCUS CORP DEL COM 566330106 574 74,222 SH   SOLE   74,222 0 0
MARCUS CORP DEL COM 566330106 193 24,971 SH   DFND 1 24,971 0 0
MARINEMAX INC COM 567908108 462 17,981 SH   SOLE   17,981 0 0
MARKEL CORP COM 570535104 54,423 55,893 SH   SOLE   55,893 0 0
MARKEL CORP COM 570535104 47,217 48,492 SH   DFND 1 48,492 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,382 4,947 SH   SOLE   4,947 0 0
MARKETAXESS HLDGS INC COM 57060D108 624 1,295 SH   DFND 1 1,295 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,779 19,594 SH   SOLE   19,594 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 317 3,492 SH   DFND 1 3,492 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 6,228 6,336,000 SH   SOLE   6,336,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 142 144,000 SH   DFND 1 144,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 29,766 259,515 SH   SOLE   259,515 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,019 8,886 SH   DFND 1 8,886 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,119 12,086 SH   SOLE   12,086 0 0
MARTEN TRANS LTD COM 573075108 794 48,665 SH   SOLE   48,665 0 0
MARTIN MARIETTA MATLS INC COM 573284106 26,764 113,715 SH   SOLE   113,715 0 0
MARTIN MARIETTA MATLS INC COM 573284106 13,282 56,432 SH   DFND 1 56,432 0 0
MASCO CORP COM 574599106 655 11,883 SH   SOLE   11,883 0 0
MASIMO CORP COM 574795100 4,297 18,203 SH   SOLE   18,203 0 0
MASIMO CORP COM 574795100 352 1,491 SH   DFND 1 1,491 0 0
MASONITE INTL CORP COM 575385109 1,857 18,876 SH   SOLE   18,876 0 0
MASONITE INTL CORP COM 575385109 895 9,091 SH   DFND 1 9,091 0 0
MASTEC INC COM 576323109 638 15,110 SH   SOLE   15,110 0 0
MASTERCARD INCORPORATED CL A 57636Q104 92,700 274,121 SH   DFND 1 274,121 0 0
MASTERCARD INCORPORATED CL A 57636Q104 270,105 798,726 SH   SOLE   798,726 0 0
MATADOR RES CO COM 576485205 752 91,069 SH   SOLE   91,069 0 0
MATCH GROUP INC NEW COM 57667L107 315 2,851 SH   DFND 1 2,851 0 0
MATCH GROUP INC NEW COM 57667L107 697 6,295 SH   SOLE   6,295 0 0
MATERION CORP COM 576690101 3,846 73,913 SH   SOLE   73,913 0 0
MATERION CORP COM 576690101 1,349 25,930 SH   DFND 1 25,930 0 0
MATRIX SVC CO COM 576853105 183 21,880 SH   SOLE   21,880 0 0
MATSON INC COM 57686G105 1,432 35,718 SH   SOLE   35,718 0 0
MATTEL INC COM 577081102 714 61,027 SH   DFND 1 61,027 0 0
MATTEL INC COM 577081102 2,428 207,561 SH   SOLE   207,561 0 0
MATTHEWS INTL CORP CL A 577128101 580 25,924 SH   SOLE   25,924 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 813 12,020 SH   SOLE   12,020 0 0
MAXLINEAR INC COM 57776J100 1,718 73,938 SH   SOLE   73,938 0 0
MAXIMUS INC COM 577933104 1,130 16,513 SH   SOLE   16,513 0 0
MCCORMICK & CO INC COM NON VTG 579780206 988 5,089 SH   DFND 1 5,089 0 0
MCCORMICK & CO INC COM NON VTG 579780206 11,055 56,954 SH   SOLE   56,954 0 0
MCDONALDS CORP COM 580135101 4,426 20,167 SH   DFND 1 20,167 0 0
MCDONALDS CORP COM 580135101 52,771 240,424 SH   SOLE   240,424 0 0
MCKESSON CORP COM 58155Q103 1,086 7,291 SH   SOLE   7,291 0 0
MECHEL PAO SPONSORED ADR NE 583840608 31 20,836 SH   DFND 1 20,836 0 0
MEDALLIA INC COM 584021109 5,396 196,793 SH   DFND 1 196,793 0 0
MEDALLIA INC COM 584021109 10,498 382,846 SH   SOLE   382,846 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 12,001 680,742 SH   SOLE   680,742 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,397 192,696 SH   DFND 1 192,696 0 0
MEDIFAST INC COM 58470H101 414 2,517 SH   DFND 1 2,517 0 0
MEDIFAST INC COM 58470H101 2,575 15,658 SH   SOLE   15,658 0 0
MEDNAX INC COM 58502B106 375 23,056 SH   SOLE   23,056 0 0
MEDPACE HLDGS INC COM 58506Q109 821 7,343 SH   SOLE   7,343 0 0
MERCADOLIBRE INC COM 58733R102 537 496 SH   SOLE   496 0 0
MERCANTILE BANK CORP COM 587376104 273 15,176 SH   DFND 1 15,176 0 0
MERCANTILE BANK CORP COM 587376104 535 29,681 SH   SOLE   29,681 0 0
MERCER INTL INC COM 588056101 216 32,770 SH   SOLE   32,770 0 0
MERCK & CO. INC COM 58933Y105 48,548 585,267 SH   DFND 1 585,267 0 0
MERCK & CO. INC COM 58933Y105 120,761 1,455,831 SH   SOLE   1,455,831 0 0
MERCURY SYS INC COM 589378108 6,530 84,301 SH   DFND 1 84,301 0 0
MERCURY SYS INC COM 589378108 14,151 182,694 SH   SOLE   182,694 0 0
MERCURY GENL CORP NEW COM 589400100 296 7,157 SH   SOLE   7,157 0 0
MEREDITH CORP COM 589433101 1,496 114,002 SH   SOLE   114,002 0 0
MEREDITH CORP COM 589433101 488 37,216 SH   DFND 1 37,216 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 603 35,541 SH   SOLE   35,541 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,256 218,010 SH   SOLE   218,010 0 0
MERIDIAN BANCORP INC MD COM 58958U103 800 77,252 SH   DFND 1 77,252 0 0
MERIT MED SYS INC COM 589889104 1,761 40,486 SH   SOLE   40,486 0 0
MERITAGE HOMES CORP COM 59001A102 6,291 56,987 SH   SOLE   56,987 0 0
MERITAGE HOMES CORP COM 59001A102 1,273 11,532 SH   DFND 1 11,532 0 0
MERITOR INC COM 59001K100 21,289 1,016,663 SH   DFND 1 1,016,663 0 0
MERITOR INC COM 59001K100 33,397 1,594,877 SH   SOLE   1,594,877 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 16,753 16,147,000 SH   SOLE   16,147,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 828 798,000 SH   DFND 1 798,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 433 23,279 SH   SOLE   23,279 0 0
MESA LABS INC COM 59064R109 5,563 21,836 SH   SOLE   21,836 0 0
MESA LABS INC COM 59064R109 2,339 9,183 SH   DFND 1 9,183 0 0
META FINL GROUP INC COM 59100U108 734 38,171 SH   SOLE   38,171 0 0
METHODE ELECTRS INC COM 591520200 1,083 38,004 SH   SOLE   38,004 0 0
METLIFE INC COM 59156R108 20,758 558,471 SH   SOLE   558,471 0 0
METLIFE INC COM 59156R108 12,200 328,220 SH   DFND 1 328,220 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,725 3,857 SH   DFND 1 3,857 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 10,898 11,284 SH   SOLE   11,284 0 0
MICHAELS COS INC COM 59408Q106 565 58,569 SH   DFND 1 58,569 0 0
MICHAELS COS INC COM 59408Q106 1,788 185,154 SH   SOLE   185,154 0 0
MICROSOFT CORP COM 594918104 672,591 3,197,789 SH   SOLE   3,197,789 0 0
MICROSOFT CORP COM 594918104 244,407 1,162,015 SH   DFND 1 1,162,015 0 0
MICROSTRATEGY INC CL A NEW 594972408 5,858 38,908 SH   SOLE   38,908 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,156 14,321 SH   DFND 1 14,321 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,327 22,643 SH   SOLE   22,643 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,092 10,629 SH   DFND 1 10,629 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 11,361 5,100,000 SH   SOLE   5,100,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 14,387 9,338,000 SH   SOLE   9,338,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 436 283,000 SH   DFND 1 283,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 1,493 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,953 41,580 SH   DFND 1 41,580 0 0
MICRON TECHNOLOGY INC COM 595112103 10,955 233,274 SH   SOLE   233,274 0 0
MID-AMER APT CMNTYS INC COM 59522J103 6,082 52,455 SH   SOLE   52,455 0 0
MIDDLEBY CORP COM 596278101 17,959 200,187 SH   DFND 1 200,187 0 0
MIDDLEBY CORP COM 596278101 28,930 322,480 SH   SOLE   322,480 0 0
MIDDLESEX WTR CO COM 596680108 497 8,001 SH   SOLE   8,001 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 263 20,450 SH   DFND 1 20,450 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 520 40,502 SH   SOLE   40,502 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 3,525 197,256 SH   SOLE   197,256 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,411 78,985 SH   DFND 1 78,985 0 0
MILLER HERMAN INC COM 600544100 478 15,856 SH   SOLE   15,856 0 0
MILLER INDS INC TENN COM NEW 600551204 4,576 149,686 SH   SOLE   149,686 0 0
MILLER INDS INC TENN COM NEW 600551204 3,593 117,533 SH   DFND 1 117,533 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,120 61,060 SH   SOLE   61,060 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,261 24,669 SH   DFND 1 24,669 0 0
MIRATI THERAPEUTICS INC COM 60468T105 243 1,461 SH   DFND 1 1,461 0 0
MIRATI THERAPEUTICS INC COM 60468T105 610 3,673 SH   SOLE   3,673 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 584 66,840 SH   DFND 1 66,840 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 242 27,732 SH   SOLE   27,732 0 0
MODINE MFG CO COM 607828100 120 19,184 SH   DFND 1 19,184 0 0
MODINE MFG CO COM 607828100 263 42,002 SH   SOLE   42,002 0 0
MOHAWK INDS INC COM 608190104 12,373 126,784 SH   SOLE   126,784 0 0
MOHAWK INDS INC COM 608190104 7,113 72,883 SH   DFND 1 72,883 0 0
MOLINA HEALTHCARE INC COM 60855R100 10,329 56,431 SH   SOLE   56,431 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,958 21,624 SH   DFND 1 21,624 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 285 8,479 SH   SOLE   8,479 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 5,177 98,644 SH   SOLE   98,644 0 0
MONARCH CASINO & RESORT INC COM 609027107 471 10,558 SH   SOLE   10,558 0 0
MONDELEZ INTL INC CL A 609207105 27,557 479,673 SH   SOLE   479,673 0 0
MONOLITHIC PWR SYS INC COM 609839105 49,674 177,655 SH   SOLE   177,655 0 0
MONOLITHIC PWR SYS INC COM 609839105 22,881 81,832 SH   DFND 1 81,832 0 0
MONRO INC COM 610236101 1,120 27,600 SH   SOLE   27,600 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 15,432 192,417 SH   SOLE   192,417 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,044 50,423 SH   DFND 1 50,423 0 0
MOODYS CORP COM 615369105 5,467 18,861 SH   SOLE   18,861 0 0
MOODYS CORP COM 615369105 812 2,802 SH   DFND 1 2,802 0 0
MOOG INC CL A 615394202 1,580 24,878 SH   SOLE   24,878 0 0
MORGAN STANLEY COM NEW 617446448 25,430 525,955 SH   DFND 1 525,955 0 0
MORGAN STANLEY COM NEW 617446448 43,138 892,196 SH   SOLE   892,196 0 0
MORNINGSTAR INC COM 617700109 206 1,283 SH   DFND 1 1,283 0 0
MORNINGSTAR INC COM 617700109 518 3,227 SH   SOLE   3,227 0 0
MOSAIC CO NEW COM 61945C103 286 15,678 SH   SOLE   15,678 0 0
MOTORCAR PTS AMER INC COM 620071100 245 15,772 SH   SOLE   15,772 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 24,087 153,605 SH   SOLE   153,605 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,234 7,870 SH   DFND 1 7,870 0 0
MOVADO GROUP INC COM 624580106 137 13,828 SH   SOLE   13,828 0 0
MUELLER INDS INC COM 624756102 1,274 47,091 SH   SOLE   47,091 0 0
MR COOPER GROUP INC COM 62482R107 3,058 137,010 SH   SOLE   137,010 0 0
MR COOPER GROUP INC COM 62482R107 742 33,231 SH   DFND 1 33,231 0 0
MURPHY OIL CORP COM 626717102 347 38,886 SH   SOLE   38,886 0 0
MURPHY USA INC COM 626755102 937 7,308 SH   SOLE   7,308 0 0
MYERS INDS INC COM 628464109 851 64,318 SH   DFND 1 64,318 0 0
MYERS INDS INC COM 628464109 2,358 178,237 SH   SOLE   178,237 0 0
MYRIAD GENETICS INC COM 62855J104 808 61,948 SH   SOLE   61,948 0 0
MYOKARDIA INC COM 62857M105 10,560 77,457 SH   SOLE   77,457 0 0
MYOKARDIA INC COM 62857M105 5,254 38,536 SH   DFND 1 38,536 0 0
NBT BANCORP INC COM 628778102 970 36,162 SH   SOLE   36,162 0 0
NCR CORP NEW COM 62886E108 766 34,582 SH   SOLE   34,582 0 0
NIC INC COM 62914B100 1,095 55,573 SH   SOLE   55,573 0 0
NMI HLDGS INC CL A 629209305 1,252 70,319 SH   SOLE   70,319 0 0
NRG ENERGY INC COM NEW 629377508 338 11,004 SH   SOLE   11,004 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 25,790 24,900,000 SH   SOLE   24,900,000 0 0
NVR INC COM 62944T105 99,636 24,402 SH   SOLE   24,402 0 0
NVR INC COM 62944T105 84,921 20,798 SH   DFND 1 20,798 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 4,495 191,266 SH   SOLE   191,266 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 3,532 150,281 SH   DFND 1 150,281 0 0
NASDAQ INC COM 631103108 635 5,176 SH   SOLE   5,176 0 0
NATERA INC COM 632307104 7,871 108,953 SH   DFND 1 108,953 0 0
NATERA INC COM 632307104 15,573 215,579 SH   SOLE   215,579 0 0
NATIONAL BK HLDGS CORP CL A 633707104 665 25,347 SH   SOLE   25,347 0 0
NATIONAL BEVERAGE CORP COM 635017106 657 9,666 SH   SOLE   9,666 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,100 65,807 SH   SOLE   65,807 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,846 29,624 SH   DFND 1 29,624 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,501 36,990 SH   SOLE   36,990 0 0
NATIONAL FUEL GAS CO N J COM 636180101 267 6,587 SH   DFND 1 6,587 0 0
NATIONAL HEALTH INVS INC COM 63633D104 284 4,705 SH   DFND 1 4,705 0 0
NATIONAL HEALTH INVS INC COM 63633D104 657 10,906 SH   SOLE   10,906 0 0
NATIONAL INSTRS CORP COM 636518102 19,823 555,257 SH   SOLE   555,257 0 0
NATIONAL INSTRS CORP COM 636518102 13,648 382,296 SH   DFND 1 382,296 0 0
NATIONAL OILWELL VARCO INC COM 637071101 160 17,675 SH   SOLE   17,675 0 0
NATIONAL PRESTO INDS INC COM 637215104 353 4,308 SH   SOLE   4,308 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 2,341 67,823 SH   DFND 1 67,823 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 8,743 253,333 SH   SOLE   253,333 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 13,357 408,341 SH   DFND 1 408,341 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 25,919 792,402 SH   SOLE   792,402 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 362 1,981 SH   SOLE   1,981 0 0
NATUS MED INC DEL COM 639050103 481 28,085 SH   SOLE   28,085 0 0
NAVIENT CORPORATION COM 63938C108 441 52,230 SH   SOLE   52,230 0 0
NEENAH INC COM 640079109 3,754 100,192 SH   SOLE   100,192 0 0
NEENAH INC COM 640079109 1,563 41,720 SH   DFND 1 41,720 0 0
NEKTAR THERAPEUTICS COM 640268108 1,025 61,799 SH   SOLE   61,799 0 0
NEOGEN CORP COM 640491106 485 6,192 SH   DFND 1 6,192 0 0
NEOGEN CORP COM 640491106 4,484 57,300 SH   SOLE   57,300 0 0
NEOGENOMICS INC COM NEW 64049M209 3,378 91,568 SH   SOLE   91,568 0 0
NETAPP INC COM 64110D104 555 12,658 SH   SOLE   12,658 0 0
NETFLIX INC COM 64110L106 15,735 31,468 SH   SOLE   31,468 0 0
NETFLIX INC COM 64110L106 1,048 2,096 SH   DFND 1 2,096 0 0
NETEASE INC SPONSORED ADS 64110W102 5,790 12,734 SH   DFND 1 12,734 0 0
NETEASE INC SPONSORED ADS 64110W102 2,384 5,244 SH   SOLE   5,244 0 0
NETGEAR INC COM 64111Q104 764 24,796 SH   SOLE   24,796 0 0
NETSCOUT SYS INC COM 64115T104 426 19,514 SH   SOLE   19,514 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,259 23,497 SH   SOLE   23,497 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,166 12,128 SH   DFND 1 12,128 0 0
NEVRO CORP COM 64157F103 11,753 84,370 SH   DFND 1 84,370 0 0
NEVRO CORP COM 64157F103 23,591 169,353 SH   SOLE   169,353 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 952 116,374 SH   DFND 1 116,374 0 0
NEW JERSEY RES COM 646025106 799 29,579 SH   DFND 1 29,579 0 0
NEW JERSEY RES COM 646025106 2,345 86,796 SH   SOLE   86,796 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,672 1,670,000 SH   SOLE   1,670,000 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1,239 8,286 SH   SOLE   8,286 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 3,018 20,188 SH   DFND 1 20,188 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,087 262,559 SH   SOLE   262,559 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 920 115,715 SH   DFND 1 115,715 0 0
NEW SR INVT GROUP INC COM 648691103 129 32,187 SH   DFND 1 32,187 0 0
NEW SR INVT GROUP INC COM 648691103 326 81,396 SH   SOLE   81,396 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,035 125,154 SH   SOLE   125,154 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,797 108,502 SH   SOLE   108,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 799 313,220 SH   SOLE   313,220 0 0
NEW YORK TIMES CO CL A 650111107 1,667 38,949 SH   SOLE   38,949 0 0
NEWELL BRANDS INC COM 651229106 295 17,167 SH   SOLE   17,167 0 0
NEWMARKET CORP COM 651587107 675 1,971 SH   SOLE   1,971 0 0
NEWMONT CORP COM 651639106 15,672 247,003 SH   SOLE   247,003 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 79 75,188 SH   SOLE   75,188 0 0
NEWS CORP NEW CL A 65249B109 246 17,535 SH   SOLE   17,535 0 0
NEWS CORP NEW CL B 65249B208 463 33,134 SH   SOLE   33,134 0 0
NEWS CORP NEW CL B 65249B208 159 11,388 SH   DFND 1 11,388 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 91 49,347 SH   DFND 1 49,347 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 186 100,512 SH   SOLE   100,512 0 0
NEXTERA ENERGY INC COM 65339F101 51,642 186,057 SH   SOLE   186,057 0 0
NEXTERA ENERGY INC COM 65339F101 7,622 27,461 SH   DFND 1 27,461 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 10,223 219,000 SH   SOLE   219,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 541 9,935 SH   DFND 1 9,935 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 14,787 271,635 SH   SOLE   271,635 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,383 53,740 SH   DFND 1 53,740 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 5,430 122,438 SH   SOLE   122,438 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 585 45,883 SH   SOLE   45,883 0 0
NICE LTD SPONSORED ADR 653656108 46,113 203,112 SH   SOLE   203,112 0 0
NICE LTD SPONSORED ADR 653656108 42,548 187,412 SH   DFND 1 187,412 0 0
NIKE INC CL B 654106103 118,092 940,672 SH   SOLE   940,672 0 0
NIKE INC CL B 654106103 45,117 359,380 SH   DFND 1 359,380 0 0
NINE ENERGY SERVICE INC COM 65441V101 1,100 973,539 SH   SOLE   973,539 0 0
NINE ENERGY SERVICE INC COM 65441V101 760 672,369 SH   DFND 1 672,369 0 0
NISOURCE INC COM 65473P105 383 17,431 SH   SOLE   17,431 0 0
NOBLE ENERGY INC COM 655044105 188 22,015 SH   SOLE   22,015 0 0
NORDSON CORP COM 655663102 13,291 69,291 SH   SOLE   69,291 0 0
NORDSON CORP COM 655663102 3,957 20,627 SH   DFND 1 20,627 0 0
NORDSTROM INC COM 655664100 1,063 89,206 SH   SOLE   89,206 0 0
NORDSTROM INC COM 655664100 380 31,908 SH   DFND 1 31,908 0 0
NORFOLK SOUTHN CORP COM 655844108 47,099 220,101 SH   SOLE   220,101 0 0
NORFOLK SOUTHN CORP COM 655844108 18,429 86,121 SH   DFND 1 86,121 0 0
NORTHERN TR CORP COM 665859104 1,936 24,827 SH   DFND 1 24,827 0 0
NORTHERN TR CORP COM 665859104 4,357 55,882 SH   SOLE   55,882 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 362 39,646 SH   SOLE   39,646 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,200 6,973 SH   SOLE   6,973 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 975 105,975 SH   SOLE   105,975 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,469 32,372 SH   SOLE   32,372 0 0
NORTHWESTERN CORP COM NEW 668074305 4,793 98,534 SH   DFND 1 98,534 0 0
NORTHWESTERN CORP COM NEW 668074305 7,465 153,470 SH   SOLE   153,470 0 0
NORTONLIFELOCK INC COM 668771108 559 26,835 SH   SOLE   26,835 0 0
NOVANTA INC COM 67000B104 2,706 25,685 SH   DFND 1 25,685 0 0
NOVANTA INC COM 67000B104 5,253 49,864 SH   SOLE   49,864 0 0
NOVO-NORDISK A S ADR 670100205 14,880 214,314 SH   DFND 1 214,314 0 0
NOVO-NORDISK A S ADR 670100205 35,939 517,636 SH   SOLE   517,636 0 0
NOW INC COM 67011P100 412 90,696 SH   SOLE   90,696 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 693 13,840 SH   SOLE   13,840 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 99,576 3,000,184 SH   DFND 1 3,000,184 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 98,799 2,976,761 SH   SOLE   2,976,761 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 8,472 5,140,000 SH   SOLE   5,140,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 13,072 9,000,000 SH   SOLE   9,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 13,377 7,552,000 SH   SOLE   7,552,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,425 3,063,000 SH   DFND 1 3,063,000 0 0
NUCOR CORP COM 670346105 20,674 460,862 SH   SOLE   460,862 0 0
NUCOR CORP COM 670346105 12,498 278,598 SH   DFND 1 278,598 0 0
NVIDIA CORPORATION COM 67066G104 203,102 375,267 SH   SOLE   375,267 0 0
NVIDIA CORPORATION COM 67066G104 74,972 138,525 SH   DFND 1 138,525 0 0
NUVEEN SR INCOME FD COM 67067Y104 51 10,608 SH   SOLE   10,608 0 0
NUVEEN SR INCOME FD COM 67067Y104 60 12,350 SH   DFND 1 12,350 0 0
NUVASIVE INC COM 670704105 670 13,804 SH   SOLE   13,804 0 0
NUVEEN PFD & INCM SECURTIES COM 67072C105 134 15,200 SH   DFND 1 15,200 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 980 117,958 SH   DFND 1 117,958 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 1,584 268,100 SH   DFND 1 268,100 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 381 64,487 SH   SOLE   64,487 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 846 68,364 SH   DFND 1 68,364 0 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 856 38,928 SH   DFND 1 38,928 0 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 947 69,977 SH   DFND 1 69,977 0 0
NUTRIEN LTD COM 67077M108 33,581 856,012 SH   SOLE   856,012 0 0
NUTRIEN LTD COM 67077M108 35,314 900,189 SH   DFND 1 900,189 0 0
OGE ENERGY CORP COM 670837103 806 26,889 SH   DFND 1 26,889 0 0
OGE ENERGY CORP COM 670837103 3,126 104,238 SH   SOLE   104,238 0 0
O-I GLASS INC COM 67098H104 448 42,273 SH   SOLE   42,273 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 15,504 33,625 SH   SOLE   33,625 0 0
OFG BANCORP COM 67103X102 1,344 107,842 SH   SOLE   107,842 0 0
OFG BANCORP COM 67103X102 365 29,298 SH   DFND 1 29,298 0 0
OSI SYSTEMS INC COM 671044105 1,082 13,942 SH   SOLE   13,942 0 0
OASIS PETROLEUM INC COM 674215108 68 244,105 SH   SOLE   244,105 0 0
OCCIDENTAL PETE CORP COM 674599105 381 38,059 SH   SOLE   38,059 0 0
OCEANEERING INTL INC COM 675232102 327 92,856 SH   DFND 1 92,856 0 0
OCEANEERING INTL INC COM 675232102 1,031 292,767 SH   SOLE   292,767 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 829 39,990 SH   SOLE   39,990 0 0
OIL STS INTL INC COM 678026105 138 50,606 SH   SOLE   50,606 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 54,832 303,073 SH   DFND 1 303,073 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 60,194 332,710 SH   SOLE   332,710 0 0
OLD NATL BANCORP IND COM 680033107 1,720 136,968 SH   SOLE   136,968 0 0
OLD REP INTL CORP COM 680223104 164 11,150 SH   DFND 1 11,150 0 0
OLD REP INTL CORP COM 680223104 1,535 104,156 SH   SOLE   104,156 0 0
OLD SECOND BANCORP INC ILL COM 680277100 245 32,736 SH   DFND 1 32,736 0 0
OLD SECOND BANCORP INC ILL COM 680277100 569 75,880 SH   SOLE   75,880 0 0
OLIN CORP COM PAR $1 680665205 474 38,265 SH   SOLE   38,265 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 21,273 243,532 SH   SOLE   243,532 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 9,955 113,968 SH   DFND 1 113,968 0 0
OLYMPIC STEEL INC COM 68162K106 320 28,177 SH   SOLE   28,177 0 0
OMNICOM GROUP INC COM 681919106 3,698 74,697 SH   SOLE   74,697 0 0
OMNICOM GROUP INC COM 681919106 476 9,624 SH   DFND 1 9,624 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,914 164,122 SH   SOLE   164,122 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 892 29,778 SH   DFND 1 29,778 0 0
OMNICELL COM COM 68213N109 2,647 35,458 SH   SOLE   35,458 0 0
ON SEMICONDUCTOR CORP COM 682189105 232 10,685 SH   SOLE   10,685 0 0
ON SEMICONDUCTOR CORP COM 682189105 264 12,176 SH   DFND 1 12,176 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 51 43,000 SH   DFND 1 43,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13,631 11,407,000 SH   SOLE   11,407,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 15,422 11,678,000 SH   SOLE   11,678,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,449 1,097,000 SH   DFND 1 1,097,000 0 0
ONE GAS INC COM 68235P108 984 14,253 SH   SOLE   14,253 0 0
ONE LIBERTY PPTYS INC COM 682406103 620 37,884 SH   SOLE   37,884 0 0
ONE LIBERTY PPTYS INC COM 682406103 270 16,533 SH   DFND 1 16,533 0 0
ONEOK INC NEW COM 682680103 524 20,177 SH   SOLE   20,177 0 0
ONESPAN INC COM 68287N100 589 28,101 SH   SOLE   28,101 0 0
ONTO INNOVATION INC COM 683344105 1,205 40,477 SH   SOLE   40,477 0 0
ORACLE CORP COM 68389X105 20,032 335,540 SH   DFND 1 335,540 0 0
ORACLE CORP COM 68389X105 48,364 810,113 SH   SOLE   810,113 0 0
OPTINOSE INC COM 68404V100 3,974 1,018,942 SH   SOLE   1,018,942 0 0
OPTINOSE INC COM 68404V100 2,698 691,919 SH   DFND 1 691,919 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 722 59,335 SH   SOLE   59,335 0 0
ORBCOMM INC COM 68555P100 563 165,509 SH   DFND 1 165,509 0 0
ORBCOMM INC COM 68555P100 1,089 320,387 SH   SOLE   320,387 0 0
ORTHOFIX MED INC COM 68752M108 1,280 41,107 SH   SOLE   41,107 0 0
ORTHOFIX MED INC COM 68752M108 353 11,324 SH   DFND 1 11,324 0 0
OSHKOSH CORP COM 688239201 1,348 18,343 SH   SOLE   18,343 0 0
OTIS WORLDWIDE CORP COM 68902V107 16,482 264,043 SH   SOLE   264,043 0 0
OTIS WORLDWIDE CORP COM 68902V107 9,612 153,989 SH   DFND 1 153,989 0 0
OTTER TAIL CORP COM 689648103 996 27,550 SH   SOLE   27,550 0 0
OTTER TAIL CORP COM 689648103 422 11,674 SH   DFND 1 11,674 0 0
OVERSTOCK COM INC DEL COM 690370101 1,486 20,461 SH   SOLE   20,461 0 0
OVERSTOCK COM INC DEL COM 690370101 644 8,861 SH   DFND 1 8,861 0 0
OWENS & MINOR INC NEW COM 690732102 1,328 52,886 SH   SOLE   52,886 0 0
OWENS CORNING NEW COM 690742101 2,005 29,140 SH   SOLE   29,140 0 0
OXFORD INDS INC COM 691497309 559 13,862 SH   SOLE   13,862 0 0
PBF ENERGY INC CL A 69318G106 134 23,500 SH   DFND 1 23,500 0 0
PBF ENERGY INC CL A 69318G106 698 122,675 SH   SOLE   122,675 0 0
PC CONNECTION INC COM 69318J100 374 9,099 SH   SOLE   9,099 0 0
PDC ENERGY INC COM 69327R101 208 16,812 SH   DFND 1 16,812 0 0
PDC ENERGY INC COM 69327R101 1,340 108,121 SH   SOLE   108,121 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 27 28,000 SH   DFND 1 28,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,627 4,879,000 SH   SOLE   4,879,000 0 0
PDF SOLUTIONS INC COM 693282105 453 24,226 SH   SOLE   24,226 0 0
PGT INNOVATIONS INC COM 69336V101 857 48,891 SH   SOLE   48,891 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 1,743 126,227 SH   DFND 1 126,227 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 354 25,603 SH   SOLE   25,603 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 1,827 137,911 SH   DFND 1 137,911 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 323 24,358 SH   SOLE   24,358 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,120 19,284 SH   SOLE   19,284 0 0
PNM RES INC COM 69349H107 6,815 164,884 SH   DFND 1 164,884 0 0
PNM RES INC COM 69349H107 10,537 254,948 SH   SOLE   254,948 0 0
PPG INDS INC COM 693506107 2,472 20,251 SH   DFND 1 20,251 0 0
PPG INDS INC COM 693506107 5,932 48,588 SH   SOLE   48,588 0 0
PPL CORP COM 69351T106 950 34,925 SH   SOLE   34,925 0 0
PRA HEALTH SCIENCES INC COM 69354M108 6,796 66,999 SH   DFND 1 66,999 0 0
PRA HEALTH SCIENCES INC COM 69354M108 15,803 155,784 SH   SOLE   155,784 0 0
PRA GROUP INC COM 69354N106 1,510 37,793 SH   SOLE   37,793 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 16,349 14,950,000 SH   SOLE   14,950,000 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 661 5,403 SH   SOLE   5,403 0 0
PVH CORPORATION COM 693656100 1,542 25,847 SH   SOLE   25,847 0 0
PVH CORPORATION COM 693656100 590 9,887 SH   DFND 1 9,887 0 0
PTC INC COM 69370C100 2,440 29,501 SH   SOLE   29,501 0 0
PACCAR INC COM 693718108 1,342 15,734 SH   SOLE   15,734 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,576 78,235 SH   SOLE   78,235 0 0
PACIRA BIOSCIENCES COM 695127100 2,131 35,441 SH   SOLE   35,441 0 0
PACKAGING CORP AMER COM 695156109 465 4,265 SH   SOLE   4,265 0 0
PACWEST BANCORP DEL COM 695263103 1,158 67,813 SH   DFND 1 67,813 0 0
PACWEST BANCORP DEL COM 695263103 2,946 172,511 SH   SOLE   172,511 0 0
PALO ALTO NETWORKS INC COM 697435105 14,530 59,366 SH   SOLE   59,366 0 0
PALO ALTO NETWORKS INC COM 697435105 7,024 28,699 SH   DFND 1 28,699 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,255 2,000,000 SH   SOLE   2,000,000 0 0
PALOMAR HLDGS INC COM 69753M105 1,871 17,950 SH   SOLE   17,950 0 0
PAPA JOHNS INTL INC COM 698813102 727 8,838 SH   SOLE   8,838 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 224 33,113 SH   SOLE   33,113 0 0
PARK AEROSPACE CORP COM 70014A104 170 15,548 SH   SOLE   15,548 0 0
PARK HOTELS RESORTS INC COM 700517105 1,751 175,258 SH   SOLE   175,258 0 0
PARK NATL CORP COM 700658107 964 11,759 SH   SOLE   11,759 0 0
PARKER-HANNIFIN CORP COM 701094104 24,045 118,837 SH   DFND 1 118,837 0 0
PARKER-HANNIFIN CORP COM 701094104 45,097 222,878 SH   SOLE   222,878 0 0
PARTY CITY HOLDCO INC COM 702149105 517 198,797 SH   SOLE   198,797 0 0
PARTY CITY HOLDCO INC COM 702149105 201 77,242 SH   DFND 1 77,242 0 0
PATRICK INDS INC COM 703343103 786 13,666 SH   DFND 1 13,666 0 0
PATRICK INDS INC COM 703343103 1,745 30,341 SH   SOLE   30,341 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 9,376 9,531,000 SH   SOLE   9,531,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 260 264,000 SH   DFND 1 264,000 0 0
PATTERSON COS INC COM 703395103 563 23,371 SH   SOLE   23,371 0 0
PATTERSON UTI ENERGY INC COM 703481101 559 196,103 SH   DFND 1 196,103 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,678 588,621 SH   SOLE   588,621 0 0
PAYCHEX INC COM 704326107 22,409 280,926 SH   SOLE   280,926 0 0
PAYCHEX INC COM 704326107 1,023 12,830 SH   DFND 1 12,830 0 0
PAYCOM SOFTWARE INC COM 70432V102 693 2,225 SH   SOLE   2,225 0 0
PAYLOCITY HLDG CORP COM 70438V106 1,695 10,502 SH   SOLE   10,502 0 0
PAYPAL HLDGS INC COM 70450Y103 147,989 751,098 SH   SOLE   751,098 0 0
PAYPAL HLDGS INC COM 70450Y103 54,386 276,031 SH   DFND 1 276,031 0 0
PEABODY ENERGY CORP NEW COM 704551100 154 66,874 SH   SOLE   66,874 0 0
PEABODY ENERGY CORP NEW COM 704551100 51 22,271 SH   DFND 1 22,271 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 442 35,246 SH   SOLE   35,246 0 0
PENN NATL GAMING INC COM 707569109 5,130 70,559 SH   DFND 1 70,559 0 0
PENN NATL GAMING INC COM 707569109 13,022 179,114 SH   SOLE   179,114 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 2,590 807,000 SH   SOLE   807,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 331 103,000 SH   DFND 1 103,000 0 0
PENN VA CORP COM 70788V102 124 12,584 SH   SOLE   12,584 0 0
PENNANT GROUP INC COM 70805E109 805 20,881 SH   SOLE   20,881 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,323 82,317 SH   SOLE   82,317 0 0
PENUMBRA INC COM 70975L107 1,758 9,044 SH   SOLE   9,044 0 0
PEOPLES BANCORP INC COM 709789101 200 10,498 SH   DFND 1 10,498 0 0
PEOPLES BANCORP INC COM 709789101 493 25,849 SH   SOLE   25,849 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 199 19,324 SH   SOLE   19,324 0 0
PEPSICO INC COM 713448108 5,096 36,766 SH   DFND 1 36,766 0 0
PEPSICO INC COM 713448108 55,249 398,625 SH   SOLE   398,625 0 0
PERDOCEO ED CORP COM 71363P106 702 57,322 SH   SOLE   57,322 0 0
PERFICIENT INC COM 71375U101 1,178 27,570 SH   SOLE   27,570 0 0
PERKINELMER INC COM 714046109 5,046 40,205 SH   DFND 1 40,205 0 0
PERKINELMER INC COM 714046109 7,042 56,104 SH   SOLE   56,104 0 0
PERSPECTA INC COM 715347100 716 36,802 SH   SOLE   36,802 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 956 55,026 SH   DFND 1 55,026 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 392 22,584 SH   SOLE   22,584 0 0
PETMED EXPRESS INC COM 716382106 532 16,809 SH   SOLE   16,809 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 260 36,520 SH   SOLE   36,520 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 637 89,508 SH   DFND 1 89,508 0 0
PFIZER INC COM 717081103 15,021 409,290 SH   SOLE   409,290 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 293 16,823 SH   SOLE   16,823 0 0
PHILIP MORRIS INTL INC COM 718172109 13,940 185,891 SH   SOLE   185,891 0 0
PHILIP MORRIS INTL INC COM 718172109 1,096 14,618 SH   DFND 1 14,618 0 0
PHILLIPS 66 COM 718546104 1,028 19,839 SH   SOLE   19,839 0 0
PHOTRONICS INC COM 719405102 543 54,507 SH   SOLE   54,507 0 0
PHYSICIANS RLTY TR COM 71943U104 337 18,825 SH   DFND 1 18,825 0 0
PHYSICIANS RLTY TR COM 71943U104 4,167 232,657 SH   SOLE   232,657 0 0
PILGRIMS PRIDE CORP COM 72147K108 197 13,145 SH   SOLE   13,145 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 322 16,058 SH   SOLE   16,058 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,843 91,797 SH   DFND 1 91,797 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 727 20,427 SH   SOLE   20,427 0 0
PINNACLE WEST CAP CORP COM 723484101 378 5,072 SH   SOLE   5,072 0 0
PIONEER HIGH INCOME TR COM 72369H106 1,427 179,243 SH   DFND 1 179,243 0 0
PIONEER NAT RES CO COM 723787107 23,723 275,884 SH   SOLE   275,884 0 0
PIONEER NAT RES CO COM 723787107 12,984 150,998 SH   DFND 1 150,998 0 0
PIPER SANDLER COMPANIES COM 724078100 832 11,391 SH   SOLE   11,391 0 0
PITNEY BOWES INC COM 724479100 762 143,517 SH   SOLE   143,517 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 303 49,684 SH   DFND 1 49,684 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 741 121,606 SH   SOLE   121,606 0 0
PLANET FITNESS INC CL A 72703H101 30,151 489,307 SH   SOLE   489,307 0 0
PLANET FITNESS INC CL A 72703H101 14,544 236,024 SH   DFND 1 236,024 0 0
PLANTRONICS INC NEW COM 727493108 364 30,757 SH   SOLE   30,757 0 0
PLEXUS CORP COM 729132100 14,052 198,953 SH   SOLE   198,953 0 0
PLEXUS CORP COM 729132100 9,711 137,498 SH   DFND 1 137,498 0 0
PLYMOUTH INDL REIT INC COM 729640102 233 18,919 SH   SOLE   18,919 0 0
POLARIS INC COM 731068102 910 9,644 SH   DFND 1 9,644 0 0
POLARIS INC COM 731068102 3,435 36,408 SH   SOLE   36,408 0 0
POOL CORP COM 73278L105 1,435 4,288 SH   DFND 1 4,288 0 0
POOL CORP COM 73278L105 6,877 20,557 SH   SOLE   20,557 0 0
POPULAR INC COM NEW 733174700 14,027 386,733 SH   SOLE   386,733 0 0
POPULAR INC COM NEW 733174700 6,200 170,944 SH   DFND 1 170,944 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 5,815 163,813 SH   SOLE   163,813 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,577 128,928 SH   DFND 1 128,928 0 0
POST HLDGS INC COM 737446104 1,458 16,958 SH   SOLE   16,958 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,159 51,292 SH   SOLE   51,292 0 0
POTLATCHDELTIC CORPORATION COM 737630103 606 14,397 SH   DFND 1 14,397 0 0
POWER INTEGRATIONS INC COM 739276103 2,746 49,564 SH   SOLE   49,564 0 0
PRECISION BIOSCIENCES INC COM 74019P108 92 14,917 SH   SOLE   14,917 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 361 11,244 SH   SOLE   11,244 0 0
PREFERRED APT CMNTYS INC COM 74039L103 198 36,601 SH   DFND 1 36,601 0 0
PREFERRED APT CMNTYS INC COM 74039L103 480 88,878 SH   SOLE   88,878 0 0
PREMIER FINANCIAL CORP COM 74052F108 1,289 82,780 SH   DFND 1 82,780 0 0
PREMIER FINANCIAL CORP COM 74052F108 2,654 170,379 SH   SOLE   170,379 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 492 13,517 SH   SOLE   13,517 0 0
PRICE T ROWE GROUP INC COM 74144T108 19,086 148,850 SH   SOLE   148,850 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,242 40,886 SH   DFND 1 40,886 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,752 4,466,000 SH   SOLE   4,466,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 143 134,000 SH   DFND 1 134,000 0 0
PRICESMART INC COM 741511109 1,283 19,314 SH   SOLE   19,314 0 0
PRIMERICA INC COM 74164M108 15,392 136,043 SH   DFND 1 136,043 0 0
PRIMERICA INC COM 74164M108 20,761 183,500 SH   SOLE   183,500 0 0
PRIMO WATER CORPORATION COM 74167P108 24,260 1,708,421 SH   SOLE   1,708,421 0 0
PRIMO WATER CORPORATION COM 74167P108 19,094 1,344,634 SH   DFND 1 1,344,634 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 467 11,609 SH   SOLE   11,609 0 0
PROASSURANCE CORP COM 74267C106 699 44,684 SH   SOLE   44,684 0 0
PROCTER AND GAMBLE CO COM 742718109 4,095 29,461 SH   DFND 1 29,461 0 0
PROCTER AND GAMBLE CO COM 742718109 52,577 378,277 SH   SOLE   378,277 0 0
PROGRESS SOFTWARE CORP COM 743312100 440 11,990 SH   DFND 1 11,990 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,399 65,391 SH   SOLE   65,391 0 0
PROGRESSIVE CORP COM 743315103 9,635 101,776 SH   SOLE   101,776 0 0
PROLOGIS INC. COM 74340W103 44,194 439,216 SH   SOLE   439,216 0 0
PROOFPOINT INC COM 743424103 2,790 26,433 SH   DFND 1 26,433 0 0
PROOFPOINT INC COM 743424103 5,429 51,435 SH   SOLE   51,435 0 0
PROPETRO HLDG CORP COM 74347M108 99 24,493 SH   DFND 1 24,493 0 0
PROPETRO HLDG CORP COM 74347M108 522 128,612 SH   SOLE   128,612 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 2,389 32,510 SH   DFND 1 32,510 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 7,947 108,162 SH   SOLE   108,162 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 2,295 2,250,000 SH   SOLE   2,250,000 0 0
PROSIGHT GLOBAL INC COM 74349J103 866 76,397 SH   DFND 1 76,397 0 0
PROSIGHT GLOBAL INC COM 74349J103 2,280 201,036 SH   SOLE   201,036 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,293 24,956 SH   SOLE   24,956 0 0
PROTO LABS INC COM 743713109 2,868 22,145 SH   SOLE   22,145 0 0
PROVIDENCE SVC CORP COM 743815102 942 10,136 SH   SOLE   10,136 0 0
PROVIDENT FINL SVCS INC COM 74386T105 740 60,669 SH   SOLE   60,669 0 0
PRUDENTIAL FINL INC COM 744320102 1,140 17,944 SH   SOLE   17,944 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,249 22,747 SH   SOLE   22,747 0 0
PUBLIC STORAGE COM 74460D109 10,901 48,947 SH   SOLE   48,947 0 0
PULTE GROUP INC COM 745867101 1,808 39,052 SH   DFND 1 39,052 0 0
PULTE GROUP INC COM 745867101 4,357 94,130 SH   SOLE   94,130 0 0
QCR HOLDINGS INC COM 74727A104 2,700 98,511 SH   SOLE   98,511 0 0
QCR HOLDINGS INC COM 74727A104 1,270 46,329 SH   DFND 1 46,329 0 0
QAD INC CL A 74727D306 881 20,888 SH   DFND 1 20,888 0 0
QAD INC CL A 74727D306 1,880 44,541 SH   SOLE   44,541 0 0
QUAD / GRAPHICS INC COM CL A 747301109 176 58,163 SH   SOLE   58,163 0 0
QUAD / GRAPHICS INC COM CL A 747301109 69 22,735 SH   DFND 1 22,735 0 0
QUAKER CHEM CORP COM 747316107 6,316 35,147 SH   DFND 1 35,147 0 0
QUAKER CHEM CORP COM 747316107 14,867 82,726 SH   SOLE   82,726 0 0
QEP RESOURCES INC COM 74733V100 95 104,831 SH   DFND 1 104,831 0 0
QEP RESOURCES INC COM 74733V100 421 466,709 SH   SOLE   466,709 0 0
QTS RLTY TR INC COM CL A 74736A103 3,830 60,780 SH   SOLE   60,780 0 0
QORVO INC COM 74736K101 2,346 18,181 SH   DFND 1 18,181 0 0
QORVO INC COM 74736K101 5,514 42,740 SH   SOLE   42,740 0 0
Q2 HLDGS INC COM 74736L109 8,855 97,028 SH   SOLE   97,028 0 0
Q2 HLDGS INC COM 74736L109 4,560 49,972 SH   DFND 1 49,972 0 0
QUALCOMM INC COM 747525103 24,065 204,495 SH   DFND 1 204,495 0 0
QUALCOMM INC COM 747525103 44,214 375,717 SH   SOLE   375,717 0 0
QUALYS INC COM 74758T303 319 3,251 SH   DFND 1 3,251 0 0
QUALYS INC COM 74758T303 1,672 17,062 SH   SOLE   17,062 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 502 27,201 SH   SOLE   27,201 0 0
QUANTA SVCS INC COM 74762E102 331 6,264 SH   SOLE   6,264 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,433 12,519 SH   DFND 1 12,519 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,876 33,854 SH   SOLE   33,854 0 0
QUIDEL CORP COM 74838J101 28,918 131,815 SH   DFND 1 131,815 0 0
QUIDEL CORP COM 74838J101 29,764 135,675 SH   SOLE   135,675 0 0
QUINSTREET INC COM 74874Q100 22,486 1,419,577 SH   SOLE   1,419,577 0 0
QUINSTREET INC COM 74874Q100 16,400 1,035,384 SH   DFND 1 1,035,384 0 0
QURATE RETAIL INC COM SER A 74915M100 406 56,507 SH   DFND 1 56,507 0 0
QURATE RETAIL INC COM SER A 74915M100 936 130,356 SH   SOLE   130,356 0 0
R1 RCM INC COM 749397105 1,644 95,836 SH   SOLE   95,836 0 0
RLI CORP COM 749607107 892 10,654 SH   SOLE   10,654 0 0
RLJ LODGING TR COM 74965L101 667 77,029 SH   SOLE   77,029 0 0
RPC INC COM 749660106 93 35,319 SH   DFND 1 35,319 0 0
RPC INC COM 749660106 317 120,212 SH   SOLE   120,212 0 0
RH COM 74967X103 87,171 227,827 SH   DFND 1 227,827 0 0
RH COM 74967X103 84,044 219,655 SH   SOLE   219,655 0 0
RPM INTL INC COM 749685103 690 8,330 SH   DFND 1 8,330 0 0
RPM INTL INC COM 749685103 4,483 54,113 SH   SOLE   54,113 0 0
RPT REALTY SH BEN INT 74971D101 365 67,119 SH   SOLE   67,119 0 0
RADIAN GROUP INC COM 750236101 24,624 1,685,387 SH   DFND 1 1,685,387 0 0
RADIAN GROUP INC COM 750236101 24,476 1,675,321 SH   SOLE   1,675,321 0 0
RADNET INC COM 750491102 545 35,495 SH   SOLE   35,495 0 0
RAMBUS INC DEL COM 750917106 1,291 94,315 SH   SOLE   94,315 0 0
RANGE RES CORP COM 75281A109 329 49,709 SH   DFND 1 49,709 0 0
RANGE RES CORP COM 75281A109 2,199 332,115 SH   SOLE   332,115 0 0
RAVEN INDS INC COM 754212108 16,937 787,046 SH   SOLE   787,046 0 0
RAVEN INDS INC COM 754212108 12,805 595,032 SH   DFND 1 595,032 0 0
RAYMOND JAMES FINL INC COM 754730109 16,620 228,429 SH   DFND 1 228,429 0 0
RAYMOND JAMES FINL INC COM 754730109 27,149 373,126 SH   SOLE   373,126 0 0
RAYONIER INC COM 754907103 5,368 203,009 SH   DFND 1 203,009 0 0
RAYONIER INC COM 754907103 7,778 294,191 SH   SOLE   294,191 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 168 52,530 SH   SOLE   52,530 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 32,234 560,207 SH   SOLE   560,207 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 17,722 307,999 SH   DFND 1 307,999 0 0
RE MAX HLDGS INC CL A 75524W108 492 15,028 SH   SOLE   15,028 0 0
READY CAPITAL CORP COM 75574U101 382 34,125 SH   SOLE   34,125 0 0
REALOGY HLDGS CORP COM 75605Y106 904 95,770 SH   SOLE   95,770 0 0
REALTY INCOME CORP COM 756109104 19,036 313,349 SH   SOLE   313,349 0 0
REALTY INCOME CORP COM 756109104 3,062 50,410 SH   DFND 1 50,410 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 401 4,116 SH   DFND 1 4,116 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 942 9,673 SH   SOLE   9,673 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 304 23,135 SH   SOLE   23,135 0 0
RED ROCK RESORTS INC CL A 75700L108 2,659 155,526 SH   DFND 1 155,526 0 0
RED ROCK RESORTS INC CL A 75700L108 5,202 304,192 SH   SOLE   304,192 0 0
REDWOOD TR INC COM 758075402 513 68,278 SH   DFND 1 68,278 0 0
REDWOOD TR INC COM 758075402 1,908 253,780 SH   SOLE   253,780 0 0
REGAL BELOIT CORP COM 758750103 8,591 91,520 SH   SOLE   91,520 0 0
REGAL BELOIT CORP COM 758750103 3,524 37,544 SH   DFND 1 37,544 0 0
REGENCY CTRS CORP COM 758849103 4,177 109,856 SH   SOLE   109,856 0 0
REGENERON PHARMACEUTICALS COM 75886F107 24,663 44,059 SH   SOLE   44,059 0 0
REGIS CORP MINN COM 758932107 124 20,259 SH   SOLE   20,259 0 0
REGENXBIO INC COM 75901B107 682 24,765 SH   SOLE   24,765 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 502 43,571 SH   SOLE   43,571 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 5,030 52,840 SH   DFND 1 52,840 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 12,051 126,596 SH   SOLE   126,596 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,999 29,390 SH   SOLE   29,390 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 554 5,434 SH   DFND 1 5,434 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,740 32,580 SH   SOLE   32,580 0 0
REPLIGEN CORP COM 759916109 11,734 79,532 SH   SOLE   79,532 0 0
REPLIGEN CORP COM 759916109 5,051 34,236 SH   DFND 1 34,236 0 0
RENT A CTR INC NEW COM 76009N100 1,201 40,169 SH   SOLE   40,169 0 0
REPUBLIC SVCS INC COM 760759100 388 4,152 SH   DFND 1 4,152 0 0
REPUBLIC SVCS INC COM 760759100 16,464 176,371 SH   SOLE   176,371 0 0
RESMED INC COM 761152107 1,128 6,579 SH   SOLE   6,579 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,126 102,348 SH   SOLE   102,348 0 0
RESOURCES CONNECTION INC COM 76122Q105 290 25,065 SH   SOLE   25,065 0 0
RETROPHIN INC COM 761299106 367 19,889 SH   DFND 1 19,889 0 0
RETROPHIN INC COM 761299106 713 38,633 SH   SOLE   38,633 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,883 67,526 SH   DFND 1 67,526 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,256 39,226 SH   SOLE   39,226 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,018 97,785 SH   SOLE   97,785 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,083 186,408 SH   SOLE   186,408 0 0
REX AMERICAN RESOURCES CORP COM 761624105 297 4,523 SH   SOLE   4,523 0 0
REXFORD INDL RLTY INC COM 76169C100 14,349 313,564 SH   SOLE   313,564 0 0
REXFORD INDL RLTY INC COM 76169C100 3,391 74,114 SH   DFND 1 74,114 0 0
RINGCENTRAL INC CL A 76680R206 15,005 54,641 SH   SOLE   54,641 0 0
RINGCENTRAL INC CL A 76680R206 7,255 26,418 SH   DFND 1 26,418 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 17,752 299,606 SH   DFND 1 299,606 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 30,087 507,796 SH   SOLE   507,796 0 0
ROBERT HALF INTL INC COM 770323103 393 7,432 SH   SOLE   7,432 0 0
ROCKWELL AUTOMATION INC COM 773903109 32,886 149,020 SH   DFND 1 149,020 0 0
ROCKWELL AUTOMATION INC COM 773903109 41,338 187,321 SH   SOLE   187,321 0 0
ROGERS CORP COM 775133101 6,457 65,851 SH   SOLE   65,851 0 0
ROGERS CORP COM 775133101 2,543 25,935 SH   DFND 1 25,935 0 0
ROLLINS INC COM 775711104 360 6,634 SH   SOLE   6,634 0 0
ROPER TECHNOLOGIES INC COM 776696106 20,661 52,293 SH   SOLE   52,293 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,500 16,452 SH   DFND 1 16,452 0 0
ROSS STORES INC COM 778296103 3,235 34,669 SH   SOLE   34,669 0 0
ROYAL GOLD INC COM 780287108 2,666 22,188 SH   SOLE   22,188 0 0
ROYCE VALUE TR INC COM 780910105 477 37,734 SH   SOLE   37,734 0 0
ROYCE VALUE TR INC COM 780910105 1,420 112,308 SH   DFND 1 112,308 0 0
ROYCE MICRO-CAP TR INC COM 780915104 273 35,608 SH   SOLE   35,608 0 0
ROYCE MICRO-CAP TR INC COM 780915104 930 121,233 SH   DFND 1 121,233 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 687 62,148 SH   DFND 1 62,148 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,809 163,531 SH   SOLE   163,531 0 0
RYDER SYS INC COM 783549108 538 12,725 SH   DFND 1 12,725 0 0
RYDER SYS INC COM 783549108 1,643 38,890 SH   SOLE   38,890 0 0
RYERSON HLDG CORP COM 783754104 197 34,440 SH   DFND 1 34,440 0 0
RYERSON HLDG CORP COM 783754104 478 83,393 SH   SOLE   83,393 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 490 13,304 SH   SOLE   13,304 0 0
S & T BANCORP INC COM 783859101 576 32,547 SH   SOLE   32,547 0 0
S&P GLOBAL INC COM 78409V104 87,281 242,044 SH   SOLE   242,044 0 0
S&P GLOBAL INC COM 78409V104 32,054 88,890 SH   DFND 1 88,890 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 20,962 65,819 SH   SOLE   65,819 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,637 17,701 SH   DFND 1 17,701 0 0
SEI INVTS CO COM 784117103 10,244 201,973 SH   SOLE   201,973 0 0
SEI INVTS CO COM 784117103 3,951 77,906 SH   DFND 1 77,906 0 0
SL GREEN RLTY CORP COM 78440X101 1,790 38,610 SH   SOLE   38,610 0 0
SLM CORP COM 78442P106 818 101,062 SH   SOLE   101,062 0 0
SM ENERGY CO COM 78454L100 163 102,252 SH   DFND 1 102,252 0 0
SM ENERGY CO COM 78454L100 519 326,134 SH   SOLE   326,134 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 332,882 994,005 SH   SOLE   994,005 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 48,594 145,104 SH   DFND 1 145,104 0 0
SPX CORP COM 784635104 1,719 37,056 SH   SOLE   37,056 0 0
SPS COMMERCE INC COM 78463M107 2,268 29,128 SH   SOLE   29,128 0 0
SPDR SER TR S&P REGL BKG 78464A698 1,989 55,750 SH   DFND 1 55,750 0 0
SPDR SER TR S&P REGL BKG 78464A698 3,864 108,287 SH   SOLE   108,287 0 0
SPDR SER TR S&P HOMEBUILD 78464A888 1,196 22,189 SH   SOLE   22,189 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 17,102 164,018 SH   SOLE   164,018 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 26,620 255,295 SH   DFND 1 255,295 0 0
SPX FLOW INC COM 78469X107 267 6,243 SH   DFND 1 6,243 0 0
SPX FLOW INC COM 78469X107 2,178 50,864 SH   SOLE   50,864 0 0
SVB FINANCIAL GROUP COM 78486Q101 4,259 17,702 SH   DFND 1 17,702 0 0
SVB FINANCIAL GROUP COM 78486Q101 10,968 45,584 SH   SOLE   45,584 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,568 113,756 SH   DFND 1 113,756 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,972 288,146 SH   SOLE   288,146 0 0
SABRE CORP COM 78573M104 656 100,817 SH   SOLE   100,817 0 0
SABRE CORP COM 78573M104 143 21,976 SH   DFND 1 21,976 0 0
SAFEHOLD INC COM 78645L100 711 11,443 SH   SOLE   11,443 0 0
SAFETY INS GROUP INC COM 78648T100 428 6,194 SH   DFND 1 6,194 0 0
SAFETY INS GROUP INC COM 78648T100 1,728 25,005 SH   SOLE   25,005 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,002 32,761 SH   SOLE   32,761 0 0
SAGE THERAPEUTICS INC COM 78667J108 945 15,465 SH   DFND 1 15,465 0 0
SAIA INC COM 78709Y105 16,565 131,320 SH   DFND 1 131,320 0 0
SAIA INC COM 78709Y105 27,282 216,285 SH   SOLE   216,285 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 10,412 263,121 SH   SOLE   263,121 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 5,360 135,468 SH   DFND 1 135,468 0 0
ST JOE CO COM 790148100 534 25,877 SH   SOLE   25,877 0 0
SALESFORCE COM INC COM 79466L302 55,906 222,449 SH   SOLE   222,449 0 0
SALESFORCE COM INC COM 79466L302 18,467 73,479 SH   DFND 1 73,479 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 641 73,784 SH   SOLE   73,784 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 207 23,842 SH   DFND 1 23,842 0 0
SANDERSON FARMS INC COM 800013104 629 5,331 SH   SOLE   5,331 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,789 90,070 SH   DFND 1 90,070 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 9,178 121,751 SH   SOLE   121,751 0 0
SANMINA CORPORATION COM 801056102 1,520 56,189 SH   SOLE   56,189 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 7,205 396,112 SH   DFND 1 396,112 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 9,155 503,277 SH   SOLE   503,277 0 0
SAREPTA THERAPEUTICS INC COM 803607100 4,331 30,841 SH   SOLE   30,841 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,086 14,855 SH   DFND 1 14,855 0 0
SAUL CTRS INC COM 804395101 281 10,580 SH   SOLE   10,580 0 0
SCANSOURCE INC COM 806037107 1,538 77,537 SH   SOLE   77,537 0 0
SCANSOURCE INC COM 806037107 468 23,589 SH   DFND 1 23,589 0 0
HENRY SCHEIN INC COM 806407102 382 6,495 SH   SOLE   6,495 0 0
SCHLUMBERGER LTD COM 806857108 2,344 150,657 SH   SOLE   150,657 0 0
SCHLUMBERGER LTD COM 806857108 489 31,457 SH   DFND 1 31,457 0 0
SCHOLASTIC CORP COM 807066105 1,085 51,672 SH   SOLE   51,672 0 0
SCHOLASTIC CORP COM 807066105 234 11,148 SH   DFND 1 11,148 0 0
SCHWAB CHARLES CORP COM 808513105 60,223 1,662,236 SH   SOLE   1,662,236 0 0
SCHWAB CHARLES CORP COM 808513105 24,120 665,737 SH   DFND 1 665,737 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 790 25,991 SH   SOLE   25,991 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 1,228 15,665 SH   SOLE   15,665 0 0
SCIENTIFIC GAMES CORP COM 80874P109 525 15,049 SH   SOLE   15,049 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,073 7,020 SH   DFND 1 7,020 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 4,168 27,261 SH   SOLE   27,261 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 541 47,312 SH   SOLE   47,312 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 10,350 574,069 SH   DFND 1 574,069 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 14,981 830,888 SH   SOLE   830,888 0 0
SEACOR HOLDINGS INC COM 811904101 14,581 501,410 SH   SOLE   501,410 0 0
SEACOR HOLDINGS INC COM 811904101 11,113 382,162 SH   DFND 1 382,162 0 0
SEALED AIR CORP NEW COM 81211K100 275 7,089 SH   SOLE   7,089 0 0
SEAWORLD ENTMT INC COM 81282V100 209 10,593 SH   SOLE   10,593 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,393 37,600 SH   SOLE   37,600 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 12,989 123,144 SH   SOLE   123,144 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 10,202 96,723 SH   DFND 1 96,723 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,486 41,866 SH   SOLE   41,866 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,565 26,360 SH   DFND 1 26,360 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,851 88,922 SH   SOLE   88,922 0 0
SELECTIVE INS GROUP INC COM 816300107 7,180 139,449 SH   SOLE   139,449 0 0
SELECTIVE INS GROUP INC COM 816300107 4,881 94,787 SH   DFND 1 94,787 0 0
SEMTECH CORP COM 816850101 2,289 43,219 SH   SOLE   43,219 0 0
SEMTECH CORP COM 816850101 695 13,119 SH   DFND 1 13,119 0 0
SEMPRA ENERGY COM 816851109 1,556 13,143 SH   SOLE   13,143 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 15,142 153,800 SH   SOLE   153,800 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 4,891 49,900 SH   SOLE   49,900 0 0
SENECA FOODS CORP NEW CL A 817070501 341 9,547 SH   DFND 1 9,547 0 0
SENECA FOODS CORP NEW CL A 817070501 992 27,768 SH   SOLE   27,768 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,102 19,086 SH   DFND 1 19,086 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,951 51,116 SH   SOLE   51,116 0 0
SERVICE CORP INTL COM 817565104 2,002 47,461 SH   SOLE   47,461 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 4,543 571,457 SH   SOLE   571,457 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,828 229,944 SH   DFND 1 229,944 0 0
SERVICENOW INC COM 81762P102 153,252 315,984 SH   SOLE   315,984 0 0
SERVICENOW INC COM 81762P102 60,438 124,615 SH   DFND 1 124,615 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 7,591 2,100,000 SH   SOLE   2,100,000 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,323 38,870 SH   SOLE   38,870 0 0
SHAKE SHACK INC CL A 819047101 1,901 29,486 SH   SOLE   29,486 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,837 41,337 SH   SOLE   41,337 0 0
SHERWIN WILLIAMS CO COM 824348106 18,654 26,773 SH   SOLE   26,773 0 0
SHERWIN WILLIAMS CO COM 824348106 3,347 4,804 SH   DFND 1 4,804 0 0
SHOE CARNIVAL INC COM 824889109 239 7,132 SH   SOLE   7,132 0 0
SHOPIFY INC CL A 82509L107 1,307 1,278 SH   SOLE   1,278 0 0
SHOPIFY INC CL A 82509L107 681 666 SH   DFND 1 666 0 0
SHUTTERSTOCK INC COM 825690100 953 18,318 SH   SOLE   18,318 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,326 15,972 SH   SOLE   15,972 0 0
SILICON LABORATORIES INC COM 826919102 3,661 37,410 SH   SOLE   37,410 0 0
SILICON LABORATORIES INC COM 826919102 1,089 11,127 SH   DFND 1 11,127 0 0
SILGAN HOLDINGS INC COM 827048109 780 21,204 SH   SOLE   21,204 0 0
SILK RD MED INC COM 82710M100 15,527 231,016 SH   SOLE   231,016 0 0
SILK RD MED INC COM 82710M100 7,992 118,906 SH   DFND 1 118,906 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 860 54,249 SH   DFND 1 54,249 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,254 205,238 SH   SOLE   205,238 0 0
SIMON PPTY GROUP INC NEW COM 828806109 7,813 120,802 SH   SOLE   120,802 0 0
SIMPLY GOOD FOODS CO COM 82900L102 361 16,387 SH   SOLE   16,387 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 7,349 75,639 SH   SOLE   75,639 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,982 20,404 SH   DFND 1 20,404 0 0
SIMULATIONS PLUS INC COM 829214105 946 12,548 SH   SOLE   12,548 0 0
SITE CTRS CORP COM 82981J109 1,464 203,362 SH   SOLE   203,362 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,104 25,449 SH   DFND 1 25,449 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 6,027 49,419 SH   SOLE   49,419 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,160 57,130 SH   DFND 1 57,130 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,905 143,094 SH   SOLE   143,094 0 0
SIXTH STREET SPECIALTY LENDN COM 83012A109 971 56,400 SH   DFND 1 56,400 0 0
SIXTH STREET SPECIALTY LENDN COM 83012A109 411 23,900 SH   SOLE   23,900 0 0
SKECHERS U S A INC CL A 830566105 1,109 36,710 SH   SOLE   36,710 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 4,063 151,790 SH   SOLE   151,790 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,096 78,282 SH   DFND 1 78,282 0 0
SKYWEST INC COM 830879102 1,242 41,609 SH   SOLE   41,609 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,474 10,133 SH   SOLE   10,133 0 0
SLEEP NUMBER CORP COM 83125X103 8,478 173,331 SH   SOLE   173,331 0 0
SLEEP NUMBER CORP COM 83125X103 5,787 118,326 SH   DFND 1 118,326 0 0
SMITH A O CORP COM 831865209 4,843 91,731 SH   DFND 1 91,731 0 0
SMITH A O CORP COM 831865209 10,359 196,201 SH   SOLE   196,201 0 0
SMUCKER J M CO COM NEW 832696405 599 5,183 SH   SOLE   5,183 0 0
SNAP ON INC COM 833034101 1,414 9,612 SH   DFND 1 9,612 0 0
SNAP ON INC COM 833034101 3,455 23,484 SH   SOLE   23,484 0 0
SNOWFLAKE INC CL A 833445109 4,480 17,850 SH   SOLE   17,850 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 309 9,516 SH   DFND 1 9,516 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,008 16,817 SH   SOLE   16,817 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 340 1,427 SH   DFND 1 1,427 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 805 20,034 SH   SOLE   20,034 0 0
SONOCO PRODS CO COM 835495102 1,383 27,079 SH   SOLE   27,079 0 0
SONY CORP SPONSORED ADR 835699307 20,897 272,279 SH   DFND 1 272,279 0 0
SONY CORP SPONSORED ADR 835699307 37,331 486,392 SH   SOLE   486,392 0 0
SOUTH JERSEY INDS INC COM 838518108 1,810 93,922 SH   SOLE   93,922 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 1,618 48,500 SH   SOLE   48,500 0 0
SOUTHERN CO COM 842587107 5,363 98,917 SH   SOLE   98,917 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 14,405 309,509 SH   SOLE   309,509 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,426 30,639 SH   DFND 1 30,639 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,009 41,316 SH   SOLE   41,316 0 0
SOUTHWEST AIRLS CO COM 844741108 60,645 1,617,205 SH   DFND 1 1,617,205 0 0
SOUTHWEST AIRLS CO COM 844741108 63,778 1,700,739 SH   SOLE   1,700,739 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 975 747,000 SH   DFND 1 747,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 29,823 22,853,000 SH   SOLE   22,853,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,508 39,754 SH   SOLE   39,754 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 692 10,965 SH   DFND 1 10,965 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,162 919,981 SH   SOLE   919,981 0 0
SOUTHWESTERN ENERGY CO COM 845467109 427 181,532 SH   DFND 1 181,532 0 0
SPARTANNASH CO COM 847215100 486 29,712 SH   SOLE   29,712 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 817 200,164 SH   SOLE   200,164 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 130 31,929 SH   DFND 1 31,929 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 263 13,884 SH   SOLE   13,884 0 0
SPIRIT AIRLS INC COM 848577102 184 11,442 SH   DFND 1 11,442 0 0
SPIRIT AIRLS INC COM 848577102 337 20,923 SH   SOLE   20,923 0 0
SPIRE INC COM 84857L101 4,685 88,064 SH   DFND 1 88,064 0 0
SPIRE INC COM 84857L101 7,726 145,217 SH   SOLE   145,217 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,951 57,802 SH   DFND 1 57,802 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 8,756 259,430 SH   SOLE   259,430 0 0
SPOK HLDGS INC COM 84863T106 138 14,512 SH   SOLE   14,512 0 0
SPROUTS FMRS MKT INC COM 85208M102 665 31,766 SH   SOLE   31,766 0 0
SQUARE INC CL A 852234103 41,920 257,888 SH   DFND 1 257,888 0 0
SQUARE INC CL A 852234103 101,313 623,273 SH   SOLE   623,273 0 0
STAG INDL INC COM 85254J102 1,347 44,173 SH   DFND 1 44,173 0 0
STAG INDL INC COM 85254J102 4,875 159,877 SH   SOLE   159,877 0 0
STAMPS COM INC COM NEW 852857200 3,512 14,574 SH   SOLE   14,574 0 0
STANDARD MTR PRODS INC COM 853666105 4,610 103,242 SH   SOLE   103,242 0 0
STANDARD MTR PRODS INC COM 853666105 1,869 41,848 SH   DFND 1 41,848 0 0
STANDEX INTL CORP COM 854231107 9,874 166,797 SH   SOLE   166,797 0 0
STANDEX INTL CORP COM 854231107 4,394 74,218 SH   DFND 1 74,218 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,668 10,284 SH   SOLE   10,284 0 0
STANLEY BLACK & DECKER INC COM 854502101 570 3,515 SH   DFND 1 3,515 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 8,505 83,773 SH   SOLE   83,773 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 830 8,177 SH   DFND 1 8,177 0 0
STARBUCKS CORP COM 855244109 4,563 53,106 SH   SOLE   53,106 0 0
STATE AUTO FINL CORP COM 855707105 1,428 103,760 SH   SOLE   103,760 0 0
STATE AUTO FINL CORP COM 855707105 1,124 81,678 SH   DFND 1 81,678 0 0
STARWOOD PPTY TR INC COM 85571B105 1,777 117,760 SH   SOLE   117,760 0 0
STARWOOD PPTY TR INC COM 85571B105 771 51,105 SH   DFND 1 51,105 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 111 116,000 SH   DFND 1 116,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,107 2,198,000 SH   SOLE   2,198,000 0 0
STATE STR CORP COM 857477103 951 16,025 SH   SOLE   16,025 0 0
STEEL DYNAMICS INC COM 858119100 31,210 1,090,110 SH   SOLE   1,090,110 0 0
STEEL DYNAMICS INC COM 858119100 30,962 1,081,470 SH   DFND 1 1,081,470 0 0
STEPAN CO COM 858586100 1,924 17,656 SH   SOLE   17,656 0 0
STERICYCLE INC COM 858912108 1,554 24,639 SH   SOLE   24,639 0 0
STERLING BANCORP DEL COM 85917A100 1,031 98,000 SH   SOLE   98,000 0 0
STERLING BANCORP DEL COM 85917A100 253 24,065 SH   DFND 1 24,065 0 0
STEWART INFORMATION SVCS COR COM 860372101 969 22,162 SH   SOLE   22,162 0 0
STIFEL FINL CORP COM 860630102 934 18,465 SH   SOLE   18,465 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 6,504 211,914 SH   DFND 1 211,914 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 13,456 438,445 SH   SOLE   438,445 0 0
STONERIDGE INC COM 86183P102 8,263 449,824 SH   DFND 1 449,824 0 0
STONERIDGE INC COM 86183P102 10,528 573,109 SH   SOLE   573,109 0 0
STONEX GROUP INC COM 861896108 690 13,490 SH   SOLE   13,490 0 0
STORE CAP CORP COM 862121100 8,445 307,869 SH   SOLE   307,869 0 0
STORE CAP CORP COM 862121100 1,343 48,951 SH   DFND 1 48,951 0 0
STRATEGIC ED INC COM 86272C103 867 9,477 SH   SOLE   9,477 0 0
STRYKER CORPORATION COM 863667101 22,606 108,491 SH   DFND 1 108,491 0 0
STRYKER CORPORATION COM 863667101 71,247 341,924 SH   SOLE   341,924 0 0
STURM RUGER & CO INC COM 864159108 887 14,507 SH   SOLE   14,507 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 454 87,642 SH   SOLE   87,642 0 0
SUMMIT MATLS INC CL A 86614U100 3,551 214,705 SH   DFND 1 214,705 0 0
SUMMIT MATLS INC CL A 86614U100 6,895 416,888 SH   SOLE   416,888 0 0
SUN CMNTYS INC COM 866674104 9,331 66,358 SH   SOLE   66,358 0 0
SUNCOKE ENERGY INC COM 86722A103 235 68,630 SH   SOLE   68,630 0 0
SUNRUN INC COM 86771W105 2,634 34,176 SH   SOLE   34,176 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 10,750 1,353,907 SH   DFND 1 1,353,907 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 14,761 1,859,036 SH   SOLE   1,859,036 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 910 43,668 SH   SOLE   43,668 0 0
SURMODICS INC COM 868873100 660 16,957 SH   SOLE   16,957 0 0
SYKES ENTERPRISES INC COM 871237103 1,136 33,213 SH   SOLE   33,213 0 0
SYNAPTICS INC COM 87157D109 741 9,210 SH   SOLE   9,210 0 0
SYNOPSYS INC COM 871607107 41,738 195,055 SH   SOLE   195,055 0 0
SYNOPSYS INC COM 871607107 10,621 49,637 SH   DFND 1 49,637 0 0
SYNOVUS FINL CORP COM NEW 87161C501 16,419 775,596 SH   DFND 1 775,596 0 0
SYNOVUS FINL CORP COM NEW 87161C501 24,506 1,157,583 SH   SOLE   1,157,583 0 0
SYNNEX CORP COM 87162W100 1,554 11,095 SH   SOLE   11,095 0 0
SYNCHRONY FINANCIAL COM 87165B103 639 24,417 SH   SOLE   24,417 0 0
SYNEOS HEALTH INC CL A 87166B102 15,904 299,163 SH   DFND 1 299,163 0 0
SYNEOS HEALTH INC CL A 87166B102 21,906 412,083 SH   SOLE   412,083 0 0
SYSCO CORP COM 871829107 4,824 77,534 SH   SOLE   77,534 0 0
TCF FINL CORP COM 872307103 1,267 54,249 SH   SOLE   54,249 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,375 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 5,519 99,170 SH   SOLE   99,170 0 0
T-MOBILE US INC COM 872590104 17,540 153,375 SH   SOLE   153,375 0 0
TRI POINTE GROUP INC COM 87265H109 539 29,695 SH   DFND 1 29,695 0 0
TRI POINTE GROUP INC COM 87265H109 1,647 90,781 SH   SOLE   90,781 0 0
TPG RE FIN TR INC COM 87266M107 569 67,296 SH   DFND 1 67,296 0 0
TPG RE FIN TR INC COM 87266M107 1,237 146,207 SH   SOLE   146,207 0 0
TTM TECHNOLOGIES INC COM 87305R109 939 82,300 SH   SOLE   82,300 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 317 268,000 SH   DFND 1 268,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,370 7,082,000 SH   SOLE   7,082,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 706 17,325 SH   SOLE   17,325 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 14,602 399,063 SH   DFND 1 399,063 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 21,955 600,022 SH   SOLE   600,022 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11,607 70,253 SH   SOLE   70,253 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,460 26,993 SH   DFND 1 26,993 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,271 16,717 SH   DFND 1 16,717 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 527 6,928 SH   SOLE   6,928 0 0
TALOS ENERGY INC COM 87484T108 605 93,804 SH   DFND 1 93,804 0 0
TALOS ENERGY INC COM 87484T108 1,299 201,384 SH   SOLE   201,384 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 467 77,506 SH   SOLE   77,506 0 0
TAPESTRY INC COM 876030107 194 12,429 SH   SOLE   12,429 0 0
TARGET CORP COM 87612E106 3,544 22,516 SH   SOLE   22,516 0 0
TARGA RES CORP COM 87612G101 1,599 114,005 SH   SOLE   114,005 0 0
TARGA RES CORP COM 87612G101 690 49,170 SH   DFND 1 49,170 0 0
TAUBMAN CTRS INC COM 876664103 553 16,622 SH   SOLE   16,622 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 6,541 266,008 SH   SOLE   266,008 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 2,748 111,760 SH   DFND 1 111,760 0 0
TEAM INC COM 878155100 140 25,396 SH   SOLE   25,396 0 0
TECHTARGET INC COM 87874R100 843 19,180 SH   SOLE   19,180 0 0
TEGNA INC COM 87901J105 693 58,971 SH   SOLE   58,971 0 0
TELADOC HEALTH INC COM 87918A105 12,733 58,080 SH   DFND 1 58,080 0 0
TELADOC HEALTH INC COM 87918A105 30,769 140,346 SH   SOLE   140,346 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 127 19,479 SH   DFND 1 19,479 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,179 10,248 SH   DFND 1 10,248 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 7,928 25,558 SH   SOLE   25,558 0 0
TELEFLEX INCORPORATED COM 879369106 22,168 65,120 SH   SOLE   65,120 0 0
TELEFLEX INCORPORATED COM 879369106 10,526 30,921 SH   DFND 1 30,921 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 616 80,372 SH   DFND 1 80,372 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 252 32,869 SH   SOLE   32,869 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 494 26,810 SH   SOLE   26,810 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 568 106,101 SH   DFND 1 106,101 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 259 48,412 SH   SOLE   48,412 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,152 12,916 SH   SOLE   12,916 0 0
TENARIS S A SPONSORED ADS 88031M109 3,264 331,347 SH   DFND 1 331,347 0 0
TENARIS S A SPONSORED ADS 88031M109 2,621 266,117 SH   SOLE   266,117 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 617 25,159 SH   DFND 1 25,159 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,848 75,390 SH   SOLE   75,390 0 0
TENNANT CO COM 880345103 924 15,315 SH   SOLE   15,315 0 0
TENNECO INC CL A VTG COM STK 880349105 746 107,549 SH   SOLE   107,549 0 0
TENNECO INC CL A VTG COM STK 880349105 372 53,649 SH   DFND 1 53,649 0 0
TERADATA CORP DEL COM 88076W103 668 29,409 SH   SOLE   29,409 0 0
TERADYNE INC COM 880770102 1,090 13,723 SH   SOLE   13,723 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 651 255,000 SH   DFND 1 255,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 12,293 4,818,000 SH   SOLE   4,818,000 0 0
TEREX CORP NEW COM 880779103 361 18,664 SH   SOLE   18,664 0 0
TERRITORIAL BANCORP INC COM 88145X108 661 32,666 SH   SOLE   32,666 0 0
TERRITORIAL BANCORP INC COM 88145X108 276 13,665 SH   DFND 1 13,665 0 0
TERRENO RLTY CORP COM 88146M101 4,686 85,576 SH   DFND 1 85,576 0 0
TERRENO RLTY CORP COM 88146M101 7,356 134,340 SH   SOLE   134,340 0 0
TESLA INC COM 88160R101 14,161 33,009 SH   DFND 1 33,009 0 0
TESLA INC COM 88160R101 34,398 80,180 SH   SOLE   80,180 0 0
TETRA TECH INC NEW COM 88162G103 1,388 14,538 SH   SOLE   14,538 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 1,109 35,613 SH   SOLE   35,613 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 367 11,794 SH   DFND 1 11,794 0 0
TEXAS INSTRS INC COM 882508104 75,083 525,826 SH   SOLE   525,826 0 0
TEXAS INSTRS INC COM 882508104 35,648 249,653 SH   DFND 1 249,653 0 0
TEXAS ROADHOUSE INC COM 882681109 37,979 624,760 SH   SOLE   624,760 0 0
TEXAS ROADHOUSE INC COM 882681109 24,882 409,318 SH   DFND 1 409,318 0 0
TEXTRON INC COM 883203101 370 10,255 SH   SOLE   10,255 0 0
THE ODP CORP COM 88337F105 1,201 61,728 SH   SOLE   61,728 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 36,734 83,200 SH   DFND 1 83,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 110,249 249,704 SH   SOLE   249,704 0 0
THERMON GROUP HLDGS INC COM 88362T103 286 25,486 SH   SOLE   25,486 0 0
THERMON GROUP HLDGS INC COM 88362T103 120 10,654 SH   DFND 1 10,654 0 0
THOR INDS INC COM 885160101 7,239 75,991 SH   SOLE   75,991 0 0
THOR INDS INC COM 885160101 2,880 30,236 SH   DFND 1 30,236 0 0
3-D SYS CORP DEL COM NEW 88554D205 493 100,443 SH   SOLE   100,443 0 0
3M CO COM 88579Y101 6,730 42,017 SH   SOLE   42,017 0 0
3M CO COM 88579Y101 915 5,714 SH   DFND 1 5,714 0 0
TIFFANY & CO NEW COM 886547108 568 4,907 SH   SOLE   4,907 0 0
TILRAY INC COM CL 2 88688T100 68 14,116 SH   DFND 1 14,116 0 0
TILRAY INC COM CL 2 88688T100 174 35,912 SH   SOLE   35,912 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 186 16,115 SH   DFND 1 16,115 0 0
TIMKEN CO COM 887389104 41,745 769,923 SH   DFND 1 769,923 0 0
TIMKEN CO COM 887389104 41,549 766,307 SH   SOLE   766,307 0 0
TIMKENSTEEL CORP COM 887399103 111 31,368 SH   SOLE   31,368 0 0
TITAN INTL INC ILL COM 88830M102 120 41,424 SH   SOLE   41,424 0 0
TIVITY HEALTH INC COM 88870R102 435 31,004 SH   SOLE   31,004 0 0
TOLL BROTHERS INC COM 889478103 2,779 57,109 SH   DFND 1 57,109 0 0
TOLL BROTHERS INC COM 889478103 7,299 150,000 SH   SOLE   150,000 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 569 10,019 SH   SOLE   10,019 0 0
TOPBUILD CORP COM 89055F103 4,453 26,091 SH   DFND 1 26,091 0 0
TOPBUILD CORP COM 89055F103 10,855 63,597 SH   SOLE   63,597 0 0
TORO CO COM 891092108 3,942 46,959 SH   DFND 1 46,959 0 0
TORO CO COM 891092108 11,810 140,682 SH   SOLE   140,682 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 596 36,323 SH   SOLE   36,323 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 205 12,490 SH   DFND 1 12,490 0 0
TRACTOR SUPPLY CO COM 892356106 757 5,279 SH   SOLE   5,279 0 0
TRANSDIGM GROUP INC COM 893641100 1,158 2,438 SH   SOLE   2,438 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,246 11,514 SH   SOLE   11,514 0 0
TREDEGAR CORP COM 894650100 318 21,400 SH   SOLE   21,400 0 0
TREEHOUSE FOODS INC COM 89469A104 533 13,156 SH   DFND 1 13,156 0 0
TREEHOUSE FOODS INC COM 89469A104 1,618 39,913 SH   SOLE   39,913 0 0
TREX CO INC COM 89531P105 18,833 263,027 SH   SOLE   263,027 0 0
TREX CO INC COM 89531P105 8,269 115,492 SH   DFND 1 115,492 0 0
TRI CONTL CORP COM 895436103 1,362 52,531 SH   DFND 1 52,531 0 0
TRI CONTL CORP COM 895436103 316 12,196 SH   SOLE   12,196 0 0
TRICO BANCSHARES COM 896095106 1,524 62,229 SH   SOLE   62,229 0 0
TRICO BANCSHARES COM 896095106 660 26,970 SH   DFND 1 26,970 0 0
TRIMAS CORP COM NEW 896215209 2,394 105,021 SH   DFND 1 105,021 0 0
TRIMAS CORP COM NEW 896215209 5,251 230,326 SH   SOLE   230,326 0 0
TRIMBLE INC COM 896239100 3,287 67,503 SH   SOLE   67,503 0 0
TRINITY INDS INC COM 896522109 467 23,969 SH   SOLE   23,969 0 0
TRIUMPH BANCORP INC COM 89679E300 18,953 608,647 SH   SOLE   608,647 0 0
TRIUMPH BANCORP INC COM 89679E300 14,458 464,282 SH   DFND 1 464,282 0 0
TRIUMPH GROUP INC NEW COM 896818101 281 43,178 SH   SOLE   43,178 0 0
TRIPADVISOR INC COM 896945201 507 25,881 SH   SOLE   25,881 0 0
TRUEBLUE INC COM 89785X101 463 29,916 SH   SOLE   29,916 0 0
TRUPANION INC COM 898202106 2,123 26,905 SH   SOLE   26,905 0 0
TRUIST FINL CORP COM 89832Q109 16,193 425,580 SH   DFND 1 425,580 0 0
TRUIST FINL CORP COM 89832Q109 28,093 738,309 SH   SOLE   738,309 0 0
TRUSTCO BK CORP N Y COM 898349105 448 85,772 SH   DFND 1 85,772 0 0
TRUSTCO BK CORP N Y COM 898349105 1,450 277,825 SH   SOLE   277,825 0 0
TRUSTMARK CORP COM 898402102 439 20,502 SH   SOLE   20,502 0 0
TTEC HLDGS INC COM 89854H102 824 15,113 SH   SOLE   15,113 0 0
TUPPERWARE BRANDS CORP COM 899896104 908 45,061 SH   SOLE   45,061 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 63 13,241 SH   DFND 1 13,241 0 0
TURNING PT BRANDS INC COM 90041L105 26,769 959,445 SH   SOLE   959,445 0 0
TURNING PT BRANDS INC COM 90041L105 16,913 606,206 SH   DFND 1 606,206 0 0
TWITTER INC COM 90184L102 45,713 1,027,267 SH   SOLE   1,027,267 0 0
TWITTER INC COM 90184L102 47,053 1,057,363 SH   DFND 1 1,057,363 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,392 9,450,000 SH   SOLE   9,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 19,189 17,200,000 SH   SOLE   17,200,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 321 63,151 SH   DFND 1 63,151 0 0
TWO HBRS INVT CORP COM NEW 90187B408 753 147,991 SH   SOLE   147,991 0 0
II-VI INC COM 902104108 3,297 81,289 SH   SOLE   81,289 0 0
II-VI INC COM 902104108 1,360 33,521 SH   DFND 1 33,521 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 15,542 13,800,000 SH   SOLE   13,800,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 16,263 46,657 SH   SOLE   46,657 0 0
TYLER TECHNOLOGIES INC COM 902252105 302 867 SH   DFND 1 867 0 0
TYSON FOODS INC CL A 902494103 787 13,234 SH   SOLE   13,234 0 0
UDR INC COM 902653104 14,807 454,052 SH   SOLE   454,052 0 0
UDR INC COM 902653104 1,001 30,681 SH   DFND 1 30,681 0 0
UFP TECHNOLOGIES INC COM 902673102 7,473 180,422 SH   DFND 1 180,422 0 0
UFP TECHNOLOGIES INC COM 902673102 9,511 229,617 SH   SOLE   229,617 0 0
UGI CORP NEW COM 902681105 4,223 128,038 SH   SOLE   128,038 0 0
UGI CORP NEW COM 902681105 1,268 38,448 SH   DFND 1 38,448 0 0
UMB FINL CORP COM 902788108 571 11,641 SH   SOLE   11,641 0 0
UFP INDUSTRIES INC COM 90278Q108 2,866 50,720 SH   SOLE   50,720 0 0
US BANCORP DEL COM NEW 902973304 2,210 61,652 SH   SOLE   61,652 0 0
UMH PPTYS INC COM 903002103 593 43,777 SH   SOLE   43,777 0 0
UMH PPTYS INC COM 903002103 249 18,392 SH   DFND 1 18,392 0 0
USANA HEALTH SCIENCES INC COM 90328M107 731 9,932 SH   SOLE   9,932 0 0
U S CONCRETE INC COM 90333L201 381 13,133 SH   SOLE   13,133 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,180 25,087 SH   SOLE   25,087 0 0
U S PHYSICAL THERAPY INC COM 90337L108 587 6,760 SH   DFND 1 6,760 0 0
U S SILICA HLDGS INC COM 90346E103 184 61,269 SH   SOLE   61,269 0 0
UBER TECHNOLOGIES INC COM 90353T100 34,637 949,480 SH   DFND 1 949,480 0 0
UBER TECHNOLOGIES INC COM 90353T100 83,517 2,289,380 SH   SOLE   2,289,380 0 0
ULTA BEAUTY INC COM 90384S303 8,677 38,738 SH   SOLE   38,738 0 0
ULTA BEAUTY INC COM 90384S303 3,923 17,516 SH   DFND 1 17,516 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 710 33,084 SH   SOLE   33,084 0 0
UMPQUA HLDGS CORP COM 904214103 631 59,412 SH   SOLE   59,412 0 0
UNIFI INC COM NEW 904677200 159 12,390 SH   SOLE   12,390 0 0
UNIFIRST CORP MASS COM 904708104 2,028 10,711 SH   DFND 1 10,711 0 0
UNIFIRST CORP MASS COM 904708104 6,837 36,102 SH   SOLE   36,102 0 0
UNION PAC CORP COM 907818108 25,493 129,491 SH   SOLE   129,491 0 0
UNION PAC CORP COM 907818108 4,217 21,421 SH   DFND 1 21,421 0 0
UNISYS CORP COM NEW 909214306 558 52,253 SH   SOLE   52,253 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 2,378 2,000,000 SH   SOLE   2,000,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1,214 71,701 SH   SOLE   71,701 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2,338 108,918 SH   SOLE   108,918 0 0
UNITED BANKSHARES INC WEST V COM 909907107 765 35,612 SH   DFND 1 35,612 0 0
UNITED AIRLS HLDGS INC COM 910047109 991 28,514 SH   DFND 1 28,514 0 0
UNITED AIRLS HLDGS INC COM 910047109 2,583 74,332 SH   SOLE   74,332 0 0
UNITED FIRE GROUP INC COM 910340108 362 17,798 SH   SOLE   17,798 0 0
UNITED INS HLDGS CORP COM 910710102 105 17,269 SH   SOLE   17,269 0 0
UNITED NAT FOODS INC COM 911163103 675 45,366 SH   SOLE   45,366 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,681 34,092 SH   SOLE   34,092 0 0
UNITED RENTALS INC COM 911363109 86,869 497,817 SH   DFND 1 497,817 0 0
UNITED RENTALS INC COM 911363109 101,618 582,338 SH   SOLE   582,338 0 0
UNITED STS LIME & MINERALS I COM 911922102 15,439 171,352 SH   SOLE   171,352 0 0
UNITED STS LIME & MINERALS I COM 911922102 12,131 134,638 SH   DFND 1 134,638 0 0
UNITED STATES STL CORP NEW COM 912909108 842 114,724 SH   SOLE   114,724 0 0
UNITED STATES STL CORP NEW COM 912909108 222 30,259 SH   DFND 1 30,259 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 545 5,400 SH   DFND 1 5,400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,428 24,043 SH   SOLE   24,043 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,654 27,759 SH   DFND 1 27,759 0 0
UNITEDHEALTH GROUP INC COM 91324P102 56,649 181,701 SH   SOLE   181,701 0 0
UNITIL CORP COM 913259107 414 10,705 SH   DFND 1 10,705 0 0
UNITIL CORP COM 913259107 1,040 26,907 SH   SOLE   26,907 0 0
UNITI GROUP INC COM 91325V108 659 62,533 SH   DFND 1 62,533 0 0
UNITI GROUP INC COM 91325V108 3,215 305,191 SH   SOLE   305,191 0 0
UNIVAR SOLUTIONS USA INC COM 91336L107 769 45,533 SH   SOLE   45,533 0 0
UNIVERSAL CORP VA COM 913456109 850 20,306 SH   SOLE   20,306 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,086 11,544 SH   SOLE   11,544 0 0
UNIVERSAL ELECTRS INC COM 913483103 436 11,552 SH   SOLE   11,552 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 722 12,663 SH   SOLE   12,663 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 333 24,035 SH   SOLE   24,035 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 28,539 266,671 SH   SOLE   266,671 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 29,983 280,162 SH   DFND 1 280,162 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 152 10,568 SH   SOLE   10,568 0 0
URBAN OUTFITTERS INC COM 917047102 248 11,895 SH   DFND 1 11,895 0 0
URBAN OUTFITTERS INC COM 917047102 837 40,200 SH   SOLE   40,200 0 0
URBAN EDGE PPTYS COM 91704F104 905 93,145 SH   SOLE   93,145 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 229 24,871 SH   SOLE   24,871 0 0
US ECOLOGY INC COM 91734M103 854 26,128 SH   SOLE   26,128 0 0
V F CORP COM 918204108 1,020 14,522 SH   SOLE   14,522 0 0
VBI VACCINES INC COM NEW 91822J103 439 153,505 SH   DFND 1 153,505 0 0
VBI VACCINES INC COM NEW 91822J103 1,021 357,166 SH   SOLE   357,166 0 0
VAIL RESORTS INC COM 91879Q109 1,836 8,581 SH   DFND 1 8,581 0 0
VAIL RESORTS INC COM 91879Q109 3,906 18,255 SH   SOLE   18,255 0 0
VALE S A SPONSORED ADS 91912E105 467 44,175 SH   SOLE   44,175 0 0
VALE S A SPONSORED ADS 91912E105 1,126 106,469 SH   DFND 1 106,469 0 0
VALERO ENERGY CORP COM 91913Y100 22,187 512,167 SH   SOLE   512,167 0 0
VALERO ENERGY CORP COM 91913Y100 20,720 478,306 SH   DFND 1 478,306 0 0
VALLEY NATL BANCORP COM 919794107 2,082 303,923 SH   SOLE   303,923 0 0
VALLEY NATL BANCORP COM 919794107 663 96,826 SH   DFND 1 96,826 0 0
VALMONT INDS INC COM 920253101 11,303 91,023 SH   DFND 1 91,023 0 0
VALMONT INDS INC COM 920253101 19,964 160,767 SH   SOLE   160,767 0 0
VALVOLINE INC COM 92047W101 949 49,835 SH   SOLE   49,835 0 0
VANDA PHARMACEUTICALS INC COM 921659108 439 45,402 SH   SOLE   45,402 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 13,710 165,475 SH   SOLE   165,475 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 44,250 534,095 SH   DFND 1 534,095 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,893 30,200 SH   DFND 1 30,200 0 0
VAREX IMAGING CORP COM 92214X106 412 32,385 SH   SOLE   32,385 0 0
VARIAN MED SYS INC COM 92220P105 711 4,136 SH   SOLE   4,136 0 0
VECTOR GROUP LTD COM 92240M108 1,111 114,613 SH   SOLE   114,613 0 0
VEECO INSTRS INC DEL COM 922417100 480 41,143 SH   SOLE   41,143 0 0
VEEVA SYS INC CL A COM 922475108 38,500 136,918 SH   DFND 1 136,918 0 0
VEEVA SYS INC CL A COM 922475108 86,783 308,628 SH   SOLE   308,628 0 0
VENTAS INC COM 92276F100 5,718 136,280 SH   SOLE   136,280 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 5,156 65,300 SH   DFND 1 65,300 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 19,483 85,600 SH   DFND 1 85,600 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 15,676 150,000 SH   DFND 1 150,000 0 0
VERA BRADLEY INC COM 92335C106 112 18,279 SH   SOLE   18,279 0 0
VEREIT INC COM 92339V100 2,210 339,934 SH   SOLE   339,934 0 0
VERISIGN INC COM 92343E102 4,112 20,072 SH   DFND 1 20,072 0 0
VERISIGN INC COM 92343E102 14,268 69,653 SH   SOLE   69,653 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 138,574 2,329,365 SH   SOLE   2,329,365 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 63,831 1,072,974 SH   DFND 1 1,072,974 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 12,270 12,149,000 SH   SOLE   12,149,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 574 568,000 SH   DFND 1 568,000 0 0
VERITEX HLDGS INC COM 923451108 701 41,167 SH   SOLE   41,167 0 0
VERITIV CORP COM 923454102 130 10,280 SH   SOLE   10,280 0 0
VERISK ANALYTICS INC COM 92345Y106 32,910 177,596 SH   SOLE   177,596 0 0
VERISK ANALYTICS INC COM 92345Y106 5,935 32,028 SH   DFND 1 32,028 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 25,778 94,729 SH   DFND 1 94,729 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 82,296 302,424 SH   SOLE   302,424 0 0
VIAD CORP COM NEW 92552R406 352 16,916 SH   SOLE   16,916 0 0
VIASAT INC COM 92552V100 594 17,271 SH   SOLE   17,271 0 0
VIAVI SOLUTIONS INC COM 925550105 2,221 189,318 SH   SOLE   189,318 0 0
VIACOMCBS INC CL B 92556H206 710 25,356 SH   SOLE   25,356 0 0
VICI PPTYS INC COM 925652109 6,540 279,840 SH   SOLE   279,840 0 0
VICOR CORP COM 925815102 1,352 17,392 SH   SOLE   17,392 0 0
VIKING THERAPEUTICS INC COM 92686J106 66 11,376 SH   SOLE   11,376 0 0
VISA INC COM CL A 92826C839 102,208 511,116 SH   DFND 1 511,116 0 0
VISA INC COM CL A 92826C839 294,193 1,471,187 SH   SOLE   1,471,187 0 0
VIRTUSA CORP COM 92827P102 1,159 23,576 SH   SOLE   23,576 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 828 5,974 SH   SOLE   5,974 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 556 35,702 SH   SOLE   35,702 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 487 503,000 SH   DFND 1 503,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 20,944 21,643,000 SH   SOLE   21,643,000 0 0
VISTA OUTDOOR INC COM 928377100 972 48,144 SH   SOLE   48,144 0 0
VISTEON CORP COM NEW 92839U206 519 7,495 SH   SOLE   7,495 0 0
VISTRA CORP COM 92840M102 1,167 61,897 SH   SOLE   61,897 0 0
VMWARE INC CL A COM 928563402 13,307 92,621 SH   SOLE   92,621 0 0
VMWARE INC CL A COM 928563402 8,360 58,192 SH   DFND 1 58,192 0 0
VONAGE HLDGS CORP COM 92886T201 1,958 191,392 SH   SOLE   191,392 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,508 44,749 SH   SOLE   44,749 0 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 447 56,445 SH   DFND 1 56,445 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 1,156 233,476 SH   DFND 1 233,476 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 385 77,708 SH   SOLE   77,708 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 692 72,800 SH   DFND 1 72,800 0 0
VULCAN MATLS CO COM 929160109 809 5,966 SH   SOLE   5,966 0 0
WD-40 CO COM 929236107 2,145 11,331 SH   SOLE   11,331 0 0
WP CAREY INC COM 92936U109 6,218 95,430 SH   SOLE   95,430 0 0
WP CAREY INC COM 92936U109 1,655 25,406 SH   DFND 1 25,406 0 0
WEC ENERGY GROUP INC COM 92939U106 4,070 42,001 SH   SOLE   42,001 0 0
WABASH NATL CORP COM 929566107 525 43,875 SH   SOLE   43,875 0 0
WABTEC COM 929740108 503 8,127 SH   SOLE   8,127 0 0
WADDELL & REED FINL INC CL A 930059100 802 54,033 SH   SOLE   54,033 0 0
WALMART INC COM 931142103 118,150 844,475 SH   SOLE   844,475 0 0
WALMART INC COM 931142103 58,692 419,500 SH   DFND 1 419,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,162 32,348 SH   SOLE   32,348 0 0
WALKER & DUNLOP INC COM 93148P102 1,929 36,390 SH   SOLE   36,390 0 0
WALKER & DUNLOP INC COM 93148P102 260 4,906 SH   DFND 1 4,906 0 0
WARRIOR MET COAL INC COM 93627C101 725 42,443 SH   SOLE   42,443 0 0
WASHINGTON FED INC COM 938824109 643 30,808 SH   SOLE   30,808 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 101 156,387 SH   SOLE   156,387 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,374 68,281 SH   SOLE   68,281 0 0
WASHINGTON TR BANCORP COM 940610108 604 19,715 SH   DFND 1 19,715 0 0
WASHINGTON TR BANCORP COM 940610108 1,384 45,153 SH   SOLE   45,153 0 0
WASTE CONNECTIONS INC COM 94106B101 21,873 210,719 SH   SOLE   210,719 0 0
WASTE CONNECTIONS INC COM 94106B101 2,304 22,197 SH   DFND 1 22,197 0 0
WASTE MGMT INC DEL COM 94106L109 17,601 155,524 SH   SOLE   155,524 0 0
WATERS CORP COM 941848103 1,436 7,340 SH   DFND 1 7,340 0 0
WATERS CORP COM 941848103 3,235 16,533 SH   SOLE   16,533 0 0
WATSCO INC COM 942622200 11,651 50,028 SH   SOLE   50,028 0 0
WATSCO INC COM 942622200 3,647 15,659 SH   DFND 1 15,659 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,279 22,759 SH   SOLE   22,759 0 0
WAYFAIR INC CL A 94419L101 1,750 6,014 SH   SOLE   6,014 0 0
WAYFAIR INC CL A 94419L101 779 2,676 SH   DFND 1 2,676 0 0
WEBSTER FINL CORP CONN COM 947890109 5,878 222,568 SH   SOLE   222,568 0 0
WEBSTER FINL CORP CONN COM 947890109 2,481 93,931 SH   DFND 1 93,931 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,861 109,724 SH   SOLE   109,724 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,470 1,460,000 SH   SOLE   1,460,000 0 0
WELLS FARGO CO NEW COM 949746101 26,139 1,111,815 SH   DFND 1 1,111,815 0 0
WELLS FARGO CO NEW COM 949746101 45,918 1,953,111 SH   SOLE   1,953,111 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 6,165 4,594 SH   DFND 1 4,594 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 29,555 22,022 SH   SOLE   22,022 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 407 55,764 SH   SOLE   55,764 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 1,680 230,156 SH   DFND 1 230,156 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 104 24,666 SH   SOLE   24,666 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 857 202,530 SH   DFND 1 202,530 0 0
WELLTOWER INC COM 95040Q104 10,953 198,825 SH   SOLE   198,825 0 0
WENDYS CO COM 95058W100 1,075 48,208 SH   SOLE   48,208 0 0
WERNER ENTERPRISES INC COM 950755108 656 15,632 SH   SOLE   15,632 0 0
WESBANCO INC COM 950810101 458 21,440 SH   DFND 1 21,440 0 0
WESBANCO INC COM 950810101 954 44,673 SH   SOLE   44,673 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 400 1,456 SH   DFND 1 1,456 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,874 6,816 SH   SOLE   6,816 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,214 22,332 SH   SOLE   22,332 0 0
WESTERN ALLIANCE BANCORP COM 957638109 42,963 1,358,727 SH   DFND 1 1,358,727 0 0
WESTERN ALLIANCE BANCORP COM 957638109 46,566 1,472,679 SH   SOLE   1,472,679 0 0
WESTERN ASSET EMERGING MKTS COM 95766A101 1,493 121,182 SH   DFND 1 121,182 0 0
WESTERN ASSET HIGH INCOME FD COM 95766J102 108 16,867 SH   SOLE   16,867 0 0
WESTERN ASSET HIGH INCOME FD COM 95766J102 131 20,423 SH   DFND 1 20,423 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 1,294 264,132 SH   DFND 1 264,132 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 331 67,484 SH   SOLE   67,484 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 503 246,583 SH   SOLE   246,583 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 199 97,512 SH   DFND 1 97,512 0 0
WESTERN DIGITAL CORP. COM 958102105 566 15,480 SH   SOLE   15,480 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,652 4,900,000 SH   SOLE   4,900,000 0 0
WESTERN UN CO COM 959802109 3,811 177,818 SH   SOLE   177,818 0 0
WESTROCK CO COM 96145D105 406 11,685 SH   SOLE   11,685 0 0
WEX INC COM 96208T104 3,318 23,873 SH   DFND 1 23,873 0 0
WEX INC COM 96208T104 8,510 61,235 SH   SOLE   61,235 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 3,167 111,052 SH   SOLE   111,052 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 454 9,254 SH   SOLE   9,254 0 0
WHIRLPOOL CORP COM 963320106 1,573 8,556 SH   SOLE   8,556 0 0
WHIRLPOOL CORP COM 963320106 566 3,077 SH   DFND 1 3,077 0 0
WHITESTONE REIT COM 966084204 198 33,005 SH   SOLE   33,005 0 0
WILEY JOHN & SONS INC CL A 968223206 373 11,772 SH   SOLE   11,772 0 0
WILLDAN GROUP INC COM 96924N100 4,144 162,461 SH   DFND 1 162,461 0 0
WILLDAN GROUP INC COM 96924N100 9,145 358,478 SH   SOLE   358,478 0 0
WILLIAMS COS INC COM 969457100 379 19,300 SH   DFND 1 19,300 0 0
WILLIAMS COS INC COM 969457100 1,271 64,681 SH   SOLE   64,681 0 0
WILLIAMS SONOMA INC COM 969904101 4,430 48,980 SH   SOLE   48,980 0 0
WILLIAMS SONOMA INC COM 969904101 1,089 12,046 SH   DFND 1 12,046 0 0
WINGSTOP INC COM 974155103 11,965 87,556 SH   SOLE   87,556 0 0
WINGSTOP INC COM 974155103 5,148 37,673 SH   DFND 1 37,673 0 0
WINNEBAGO INDS INC COM 974637100 1,444 27,943 SH   SOLE   27,943 0 0
WINTRUST FINL CORP COM 97650W108 7,624 190,369 SH   SOLE   190,369 0 0
WINTRUST FINL CORP COM 97650W108 3,360 83,889 SH   DFND 1 83,889 0 0
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WIPRO LTD SPON ADR 1 SH 97651M109 2,533 539,035 SH   DFND 1 539,035 0 0
WISDOMTREE INVTS INC COM 97717P104 298 93,206 SH   SOLE   93,206 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,755 67,928 SH   SOLE   67,928 0 0
WOODWARD INC COM 980745103 1,253 15,626 SH   SOLE   15,626 0 0
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WORKIVA INC COM CL A 98139A105 12,649 226,846 SH   DFND 1 226,846 0 0
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WORLD FUEL SVCS CORP COM 981475106 363 17,133 SH   SOLE   17,133 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 509 12,574 SH   SOLE   12,574 0 0
WORTHINGTON INDS INC COM 981811102 933 22,890 SH   SOLE   22,890 0 0
WORTHINGTON INDS INC COM 981811102 284 6,960 SH   DFND 1 6,960 0 0
WPX ENERGY INC COM 98212B103 29,944 6,111,033 SH   SOLE   6,111,033 0 0
WPX ENERGY INC COM 98212B103 29,127 5,944,339 SH   DFND 1 5,944,339 0 0
WW INTL INC COM 98262P101 238 12,609 SH   SOLE   12,609 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 251 8,176 SH   DFND 1 8,176 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,177 38,263 SH   SOLE   38,263 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,267 25,091 SH   SOLE   25,091 0 0
WYNN RESORTS LTD COM 983134107 314 4,373 SH   SOLE   4,373 0 0
XPO LOGISTICS INC COM 983793100 1,969 23,261 SH   DFND 1 23,261 0 0
XPO LOGISTICS INC COM 983793100 5,765 68,093 SH   SOLE   68,093 0 0
XCEL ENERGY INC COM 98389B100 8,132 117,844 SH   SOLE   117,844 0 0
XPERI HOLDING CORP COM 98390M103 1,033 89,943 SH   SOLE   89,943 0 0
XILINX INC COM 983919101 5,577 53,498 SH   SOLE   53,498 0 0
XENIA HOTELS & RESORTS INC COM 984017103 828 94,304 SH   SOLE   94,304 0 0
XENCOR INC COM 98401F105 1,841 47,465 SH   SOLE   47,465 0 0
XYLEM INC COM 98419M100 689 8,189 SH   SOLE   8,189 0 0
YELP INC CL A 985817105 372 18,515 SH   SOLE   18,515 0 0
YETI HLDGS INC COM 98585X104 3,421 75,492 SH   SOLE   75,492 0 0
YETI HLDGS INC COM 98585X104 242 5,333 SH   DFND 1 5,333 0 0
YUM BRANDS INC COM 988498101 678 7,422 SH   DFND 1 7,422 0 0
YUM BRANDS INC COM 988498101 10,778 118,046 SH   SOLE   118,046 0 0
YUM CHINA HLDGS INC COM 98850P109 4,368 82,492 SH   DFND 1 82,492 0 0
YUM CHINA HLDGS INC COM 98850P109 1,806 34,116 SH   SOLE   34,116 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 612 2,423 SH   SOLE   2,423 0 0
ZENDESK INC COM 98936J101 481 4,670 SH   DFND 1 4,670 0 0
ZENDESK INC COM 98936J101 1,131 10,990 SH   SOLE   10,990 0 0
ZILLOW GROUP INC CL A 98954M101 80,387 791,682 SH   DFND 1 791,682 0 0
ZILLOW GROUP INC CL A 98954M101 75,515 743,695 SH   SOLE   743,695 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 14,048 103,191 SH   SOLE   103,191 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 8,077 59,329 SH   DFND 1 59,329 0 0
ZIONS BANCORPORATION N A COM 989701107 51,136 1,750,034 SH   SOLE   1,750,034 0 0
ZIONS BANCORPORATION N A COM 989701107 46,103 1,577,789 SH   DFND 1 1,577,789 0 0
ZOETIS INC CL A 98978V103 119,648 723,515 SH   SOLE   723,515 0 0
ZOETIS INC CL A 98978V103 42,097 254,565 SH   DFND 1 254,565 0 0
ZSCALER INC COM 98980G102 12,183 86,592 SH   SOLE   86,592 0 0
ZSCALER INC COM 98980G102 5,871 41,733 SH   DFND 1 41,733 0 0
ZUMIEZ INC COM 989817101 8,958 322,009 SH   DFND 1 322,009 0 0
ZUMIEZ INC COM 989817101 11,863 426,418 SH   SOLE   426,418 0 0
ZYMEWORKS INC COM 98985W102 1,685 36,183 SH   DFND 1 36,183 0 0
ZYMEWORKS INC COM 98985W102 3,350 71,922 SH   SOLE   71,922 0 0
ZYNEX INC COM 98986M103 281 16,116 SH   SOLE   16,116 0 0
ADIENT PLC ORD SHS G0084W101 1,395 80,494 SH   SOLE   80,494 0 0
ADIENT PLC ORD SHS G0084W101 442 25,503 SH   DFND 1 25,503 0 0
ALKERMES PLC SHS G01767105 197 11,870 SH   DFND 1 11,870 0 0
ALKERMES PLC SHS G01767105 497 29,972 SH   SOLE   29,972 0 0
ALLEGION PLC ORD SHS G0176J109 3,231 32,668 SH   DFND 1 32,668 0 0
ALLEGION PLC ORD SHS G0176J109 8,579 86,733 SH   SOLE   86,733 0 0
AMCOR PLC ORD G0250X107 787 71,258 SH   SOLE   71,258 0 0
AON PLC SHS CL A G0403H108 23,082 111,888 SH   SOLE   111,888 0 0
AON PLC SHS CL A G0403H108 1,776 8,611 SH   DFND 1 8,611 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,048 35,845 SH   SOLE   35,845 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 822 23,881 SH   SOLE   23,881 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 336 9,764 SH   DFND 1 9,764 0 0
ASSURED GUARANTY LTD COM G0585R106 51,099 2,378,901 SH   SOLE   2,378,901 0 0
ASSURED GUARANTY LTD COM G0585R106 47,362 2,204,938 SH   DFND 1 2,204,938 0 0
ATLASSIAN CORP PLC CL A G06242104 13,608 74,854 SH   SOLE   74,854 0 0
ATLASSIAN CORP PLC CL A G06242104 5,013 27,574 SH   DFND 1 27,574 0 0
AXALTA COATING SYS LTD COM G0750C108 11,463 517,033 SH   DFND 1 517,033 0 0
AXALTA COATING SYS LTD COM G0750C108 21,486 969,156 SH   SOLE   969,156 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 8,895 399,243 SH   SOLE   399,243 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 7,001 314,231 SH   DFND 1 314,231 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 19,627 301,904 SH   SOLE   301,904 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 12,728 195,784 SH   DFND 1 195,784 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,950 30,754 SH   DFND 1 30,754 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 58,711 259,793 SH   SOLE   259,793 0 0
BUNGE LIMITED COM G16962105 720 15,749 SH   DFND 1 15,749 0 0
BUNGE LIMITED COM G16962105 621 13,580 SH   SOLE   13,580 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 724 40,221 SH   DFND 1 40,221 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 3,893 216,291 SH   SOLE   216,291 0 0
CARDTRONICS PLC SHS CL A G1991C105 584 29,504 SH   SOLE   29,504 0 0
CONSOLIDATED WATER CO INC ORD G23773107 209 20,082 SH   DFND 1 20,082 0 0
CONSOLIDATED WATER CO INC ORD G23773107 486 46,724 SH   SOLE   46,724 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 389 23,256 SH   SOLE   23,256 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 3,958 376,621 SH   SOLE   376,621 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 2,034 193,537 SH   DFND 1 193,537 0 0
EATON CORP PLC SHS G29183103 1,349 13,222 SH   DFND 1 13,222 0 0
EATON CORP PLC SHS G29183103 5,591 54,798 SH   SOLE   54,798 0 0
ENDO INTL PLC SHS G30401106 629 190,560 SH   SOLE   190,560 0 0
ESSENT GROUP LTD COM G3198U102 8,094 218,708 SH   SOLE   218,708 0 0
ESSENT GROUP LTD COM G3198U102 2,877 77,729 SH   DFND 1 77,729 0 0
EVEREST RE GROUP LTD COM G3223R108 4,919 24,901 SH   SOLE   24,901 0 0
FABRINET SHS G3323L100 1,920 30,468 SH   SOLE   30,468 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 577 25,164 SH   SOLE   25,164 0 0
HELEN OF TROY LTD COM G4388N106 4,573 23,632 SH   SOLE   23,632 0 0
HELEN OF TROY LTD COM G4388N106 1,508 7,795 SH   DFND 1 7,795 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 882 40,604 SH   SOLE   40,604 0 0
ICHOR HOLDINGS SHS G4740B105 410 19,030 SH   SOLE   19,030 0 0
IHS MARKIT LTD SHS G47567105 1,331 16,948 SH   SOLE   16,948 0 0
INVESCO LTD SHS G491BT108 196 17,138 SH   SOLE   17,138 0 0
JAMES RIV GROUP LTD COM G5005R107 1,128 25,334 SH   SOLE   25,334 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 57,329 402,056 SH   DFND 1 402,056 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 57,987 406,669 SH   SOLE   406,669 0 0
JOHNSON CTLS INTL PLC SHS G51502105 26,756 654,992 SH   DFND 1 654,992 0 0
JOHNSON CTLS INTL PLC SHS G51502105 44,007 1,077,292 SH   SOLE   1,077,292 0 0
LINDE PLC SHS G5494J103 4,119 17,298 SH   DFND 1 17,298 0 0
LINDE PLC SHS G5494J103 21,810 91,589 SH   SOLE   91,589 0 0
LIVANOVA PLC SHS G5509L101 593 13,107 SH   SOLE   13,107 0 0
MEDTRONIC PLC SHS G5960L103 44,821 431,307 SH   DFND 1 431,307 0 0
MEDTRONIC PLC SHS G5960L103 107,334 1,032,851 SH   SOLE   1,032,851 0 0
APTIV PLC SHS G6095L109 134,401 1,465,983 SH   SOLE   1,465,983 0 0
APTIV PLC SHS G6095L109 82,792 903,057 SH   DFND 1 903,057 0 0
NABORS INDUSTRIES LTD SHS G6359F137 426 17,416 SH   SOLE   17,416 0 0
MYOVANT SCIENCES LTD COM G637AM102 455 32,416 SH   SOLE   32,416 0 0
MYOVANT SCIENCES LTD COM G637AM102 196 13,982 SH   DFND 1 13,982 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 228 16,070 SH   SOLE   16,070 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 961 56,161 SH   DFND 1 56,161 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,396 140,059 SH   SOLE   140,059 0 0
NVENT ELECTRIC PLC SHS G6700G107 810 45,767 SH   SOLE   45,767 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 5,545 32,665 SH   SOLE   32,665 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 495 10,038 SH   SOLE   10,038 0 0
PENTAIR PLC SHS G7S00T104 342 7,470 SH   SOLE   7,470 0 0
SIGNET JEWELERS LIMITED SHS G81276100 812 43,422 SH   SOLE   43,422 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 313 11,447 SH   SOLE   11,447 0 0
STERIS PLC SHS USD G8473T100 366 2,078 SH   DFND 1 2,078 0 0
STERIS PLC SHS USD G8473T100 1,692 9,604 SH   SOLE   9,604 0 0
TECHNIPFMC PLC COM G87110105 1,054 167,087 SH   DFND 1 167,087 0 0
TECHNIPFMC PLC COM G87110105 3,003 475,909 SH   SOLE   475,909 0 0
THIRD PT REINS LTD COM G8827U100 470 67,687 SH   SOLE   67,687 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 1,318 10,873 SH   SOLE   10,873 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,222 5,853 SH   SOLE   5,853 0 0
PERRIGO CO PLC SHS G97822103 282 6,146 SH   SOLE   6,146 0 0
CHUBB LIMITED COM H1467J104 42,320 364,448 SH   SOLE   364,448 0 0
CHUBB LIMITED COM H1467J104 20,429 175,930 SH   DFND 1 175,930 0 0
GARMIN LTD SHS H2906T109 3,257 34,337 SH   SOLE   34,337 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,212 53,327 SH   SOLE   53,327 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,005 20,514 SH   DFND 1 20,514 0 0
TRINSEO S A SHS L9340P101 814 31,732 SH   SOLE   31,732 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 2,536 48,641 SH   DFND 1 48,641 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 4,927 94,496 SH   SOLE   94,496 0 0
ELASTIC N V ORD SHS N14506104 11,965 110,900 SH   DFND 1 110,900 0 0
ELASTIC N V ORD SHS N14506104 24,758 229,473 SH   SOLE   229,473 0 0
CORE LABORATORIES N V COM N22717107 2,515 164,832 SH   SOLE   164,832 0 0
CORE LABORATORIES N V COM N22717107 901 59,032 SH   DFND 1 59,032 0 0
FRANKS INTL N V COM N33462107 299 194,095 SH   SOLE   194,095 0 0
FRANKS INTL N V COM N33462107 128 82,968 SH   DFND 1 82,968 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 816 11,575 SH   SOLE   11,575 0 0
MYLAN NV SHS EURO N59465109 345 23,296 SH   SOLE   23,296 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 2,423 578,222 SH   SOLE   578,222 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 1,192 284,410 SH   DFND 1 284,410 0 0
UNIQURE NV SHS N90064101 314 8,515 SH   SOLE   8,515 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 602 9,298 SH   DFND 1 9,298 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 1,714 26,485 SH   SOLE   26,485 0 0
DORIAN LPG LTD SHS USD Y2106R110 224 27,927 SH   SOLE   27,927 0 0
ENTERGY CORP NEW COM 29364G103 260 2,641 SH   SOLE 2 0 0 0
EXCHANGE TRADED CONCEPTS TR EMQQ EM INTERN 301505889 1,123 21,510 PRN   SOLE 2 0 0 0
EXXON MOBIL CORP COM 30231G102 1,000 29,138 SH   SOLE 2 0 0 0
FACEBOOK INC CL A 30303M102 1,899 7,249 SH   SOLE 2 0 0 0
FEDEX CORP COM 31428X106 232 922 SH   SOLE 2 0 0 0
FIDELITY COVINGTON TRUST CONSMR STAPLES 316092303 958 25,108 PRN   SOLE 2 0 0 0
FIDELITY COVINGTON TRUST MSCI FINLS IDX 316092501 501 14,807 PRN   SOLE 2 0 0 0
FIDELITY COVINGTON TRUST MSCI INFO TECH I 316092808 631 6,857 PRN   SOLE 2 0 0 0
FIDELITY COVINGTON TRUST MSCI COMMNTN SVC 316092873 823 21,324 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH 33733E203 216 1,374 PRN   SOLE 2 0 0 0
PAYPAL HLDGS INC COM 70450Y103 388 1,968 SH   SOLE 2 0 0 0
PEPSICO INC COM 713448108 1,325 9,559 SH   SOLE 2 0 0 0
PFIZER INC COM 717081103 1,635 44,540 SH   SOLE 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 491 8,739 PRN   SOLE 2 0 0 0
PROCTER AND GAMBLE CO COM 742718109 1,496 10,766 SH   SOLE 2 0 0 0
PROLOGIS INC. COM 74340W103 1,429 14,203 SH   SOLE 2 0 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 1,148 19,956 SH   SOLE 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 605 1,807 SH   SOLE 2 0 0 0
SPDR GOLD TR GOLD SHS 78463V107 5,991 33,823 SH   SOLE 2 0 0 0
SPDR SER TR FACTST INV ETF 78464A110 3,389 20,064 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 600 SMCP VAL 78464A300 557 11,114 PRN   SOLE 2 0 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 4,303 62,469 SH   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 225 4,484 PRN   SOLE 2 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 4,331 46,868 SH   SOLE 2 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 3,917 64,348 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 400 MDCP VAL 78464A839 672 15,496 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 915 18,557 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 3,155 102,753 SH   SOLE 2 0 0 0
SALESFORCE COM INC COM 79466L302 354 1,409 SH   SOLE 2 0 0 0
SCHWAB CHARLES CORP COM 808513105 363 10,027 SH   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 15,459 134,227 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 7,979 152,879 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 6,125 110,395 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,974 37,674 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,622 17,841 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 4,322 144,317 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,277 94,595 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,131 27,689 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 12,846 110,078 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2,201 37,050 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 528 8,898 SH   SOLE 2 0 0 0
SERVICENOW INC COM 81762P102 528 1,088 SH   SOLE 2 0 0 0
SOUTHWEST AIRLS CO COM 844741108 252 6,733 SH   SOLE 2 0 0 0
STARBUCKS CORP COM 855244109 512 5,957 SH   SOLE 2 0 0 0
T-MOBILE US INC COM 872590104 218 1,908 SH   SOLE 2 0 0 0
TESLA INC COM 88160R101 348 812 SH   SOLE 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,572 3,560 SH   SOLE 2 0 0 0
3M CO COM 88579Y101 741 4,629 SH   SOLE 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,845 17,076 SH   SOLE 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,585 8,291 SH   SOLE 2 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 704 17,967 PRN   SOLE 2 0 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 1,092 36,723 PRN   SOLE 2 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 4,464 34,697 SH   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 566 5,398 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 763 5,117 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 1,360 12,160 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 5,888 62,985 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 4,328 52,113 SH   SOLE 2 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 2,843 32,230 PRN   SOLE 2 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 12,311 300,996 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 338 4,171 SH   SOLE 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 2,801 48,140 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 368 7,578 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,228 11,666 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,333 169,598 SH   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2,656 16,257 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 300 2,074 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 7,206 23,136 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 1,602 12,407 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 948 9,304 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 446 5,381 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 3,678 16,500 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,359 25,045 SH   SOLE 2 0 0 0
VEEVA SYS INC CL A COM 922475108 454 1,614 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 10,692 34,754 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 4,566 45,042 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 590 7,473 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,165 28,610 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 541 3,070 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 11,090 48,725 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 5,944 56,873 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,475 9,591 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 489 2,871 SH   SOLE 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 230 3,874 SH   SOLE 2 0 0 0
VISA INC COM CL A 92826C839 6,138 30,693 SH   SOLE 2 0 0 0
WALMART INC COM 931142103 2,743 19,606 SH   SOLE 2 0 0 0
WESTERN UN CO COM 959802109 1,193 55,659 SH   SOLE 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 34,400 693,971 PRN   SOLE 2 0 0 0
WISDOMTREE TR CLOUD COMPUTNG 97717Y691 1,716 40,158 PRN   SOLE 2 0 0 0
WOODWARD INC COM 980745103 341 4,250 SH   SOLE 2 0 0 0
WORKDAY INC CL A 98138H101 217 1,007 SH   SOLE 2 0 0 0
ZOETIS INC CL A 98978V103 293 1,773 SH   SOLE 2 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,124 4,974 SH   SOLE 2 0 0 0
JOHNSON CTLS INTL PLC SHS G51502105 627 15,352 SH   SOLE 2 0 0 0
MEDTRONIC PLC SHS G5960L103 2,641 25,416 SH   SOLE 2 0 0 0
ALPS ETF TR ALERIAN MLP 00162Q452 220 11,036 PRN   SOLE 5 0 0 0
AT&T INC COM 00206R102 2,128 74,644 SH   SOLE 5 0 0 0
ARK ETF TR INNOVATION ETF 00214Q104 8,385 91,139 PRN   SOLE 5 0 0 0
ABBOTT LABS COM 002824100 2,448 22,498 SH   SOLE 5 0 0 0
ABBVIE INC COM 00287Y109 1,437 16,410 SH   SOLE 5 0 0 0
ACASTI PHARMA INC CL A NEW 00430K402 6 30,000 PRN   SOLE 5 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 284 3,511 SH   SOLE 5 0 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 582 1,186 SH   SOLE 5 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,566 19,094 SH   SOLE 5 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 284 2,571 SH   SOLE 5 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 892 3,033 SH   SOLE 5 0 0 0
ALLIANCEBERNSTEIN NATL MUN I COM 01864U106 197 14,166 PRN   SOLE 5 0 0 0
ALLIANZGI CONV & INCOME FD I COM 018825109 850 206,831 PRN   SOLE 5 0 0 0
ALLSTATE CORP COM 020002101 856 9,090 SH   SOLE 5 0 0 0
ALPHABET INC CAP STK CL C 02079K107 2,253 1,533 SH   SOLE 5 0 0 0
ALPHABET INC CAP STK CL A 02079K305 2,390 1,631 SH   SOLE 5 0 0 0
ALTRIA GROUP INC COM 02209S103 541 14,009 SH   SOLE 5 0 0 0
AMAZON COM INC COM 023135106 15,189 4,824 SH   SOLE 5 0 0 0
AMEREN CORP COM 023608102 309 3,903 SH   SOLE 5 0 0 0
AMERICAN ELEC PWR CO INC COM 025537101 631 7,719 SH   SOLE 5 0 0 0
AMERIPRISE FINL INC COM 03076C106 244 1,585 SH   SOLE 5 0 0 0
AMGEN INC COM 031162100 1,766 6,947 SH   SOLE 5 0 0 0
ANALOG DEVICES INC COM 032654105 3,841 32,900 SH   SOLE 5 0 0 0
COMCAST CORP NEW CL A 20030N101 4,951 107,029 SH   SOLE 5 0 0 0
COMERICA INC COM 200340107 219 5,724 SH   SOLE 5 0 0 0
CONAGRA BRANDS INC COM 205887102 489 13,692 SH   SOLE 5 0 0 0
CONOCOPHILLIPS COM 20825C104 271 8,246 SH   SOLE 5 0 0 0
CONSOLIDATED EDISON INC COM 209115104 245 3,144 SH   SOLE 5 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 2,372 12,518 SH   SOLE 5 0 0 0
CORNING INC COM 219350105 2,037 62,843 SH   SOLE 5 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,603 4,515 SH   SOLE 5 0 0 0
CUMMINS INC COM 231021106 359 1,701 SH   SOLE 5 0 0 0
CURTISS WRIGHT CORP COM 231561101 471 5,048 SH   SOLE 5 0 0 0
DBX ETF TR XTRACK MSCI EAFE 233051200 2,084 68,101 PRN   SOLE 5 0 0 0
D R HORTON INC COM 23331A109 472 6,239 SH   SOLE 5 0 0 0
DTE ENERGY CO COM 233331107 263 2,288 SH   SOLE 5 0 0 0
DANAHER CORPORATION COM 235851102 475 2,208 SH   SOLE 5 0 0 0
DAVITA INC COM 23918K108 241 2,810 SH   SOLE 5 0 0 0
DEERE & CO COM 244199105 350 1,577 SH   SOLE 5 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 138 14,594 SH   SOLE 5 0 0 0
DISNEY WALT CO COM DISNEY 254687106 1,975 15,915 SH   SOLE 5 0 0 0
DOLLAR GEN CORP NEW COM 256677105 1,109 5,290 SH   SOLE 5 0 0 0
DOMINION ENERGY INC COM 25746U109 400 5,072 SH   SOLE 5 0 0 0
DONALDSON INC COM 257651109 303 6,520 SH   SOLE 5 0 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,096 12,373 SH   SOLE 5 0 0 0
DYNATRACE INC COM NEW 268150109 237 5,772 SH   SOLE 5 0 0 0
EBAY INC. COM 278642103 292 5,611 SH   SOLE 5 0 0 0
ECOLAB INC COM 278865100 827 4,138 SH   SOLE 5 0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 878 11,006 SH   SOLE 5 0 0 0
EXACT SCIENCES CORP COM 30063P105 207 2,029 SH   SOLE 5 0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 240 2,242 SH   SOLE 5 0 0 0
EXXON MOBIL CORP COM 30231G102 2,273 66,208 SH   SOLE 5 0 0 0
F M C CORP COM NEW 302491303 236 2,227 SH   SOLE 5 0 0 0
FACEBOOK INC CL A 30303M102 2,562 9,781 SH   SOLE 5 0 0 0
FASTENAL CO COM 311900104 405 8,986 SH   SOLE 5 0 0 0
FEDEX CORP COM 31428X106 288 1,145 SH   SOLE 5 0 0 0
FIDELITY COVINGTON TRUST LOW VOLITY ETF 316092824 2,503 63,279 PRN   SOLE 5 0 0 0
FIDELITY MERRIMACK STR TR LTD TRM BD ETF 316188200 3,710 70,713 PRN   SOLE 5 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 667 4,534 SH   SOLE 5 0 0 0
FIRST MERCHANTS CORP COM 320817109 335 14,457 SH   SOLE 5 0 0 0
FIRST TR EXCHANGE TRADED FD US EQTY OPPT ETF 336920103 411 4,250 PRN   SOLE 5 0 0 0
FIRST TR NAS100 EQ WEIGHTED SHS 337344105 234 2,712 PRN   SOLE 5 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 4,909 156,052 PRN   SOLE 5 0 0 0
FIRST TR EXCHANGE TRADED FD DJ GLBL DIVID 33734X200 731 41,003 PRN   SOLE 5 0 0 0
FIRST TRUST LRGCP GWT ALPHAD COM SHS 33735K108 249 2,961 PRN   SOLE 5 0 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 590 30,798 PRN   SOLE 5 0 0 0
FIRST TR EXCH TRADED FD III MANAGD MUN ETF 33739N108 1,661 29,873 PRN   SOLE 5 0 0 0
FIRST TR EXCHNG TRADED FD VI TCW OPPORTUNIS 33740F805 882 16,029 PRN   SOLE 5 0 0 0
FISERV INC COM 337738108 284 2,752 SH   SOLE 5 0 0 0
FORD MTR CO DEL COM 345370860 425 63,777 SH   SOLE 5 0 0 0
FRANKLIN ELEC INC COM 353514102 218 3,700 SH   SOLE 5 0 0 0
FREEPORT-MCMORAN INC CL B 35671D857 848 54,194 SH   SOLE 5 0 0 0
GENERAL DYNAMICS CORP COM 369550108 379 2,739 SH   SOLE 5 0 0 0
GENERAL ELECTRIC CO COM 369604103 195 31,352 SH   SOLE 5 0 0 0
GENERAL MTRS CO COM 37045V100 277 9,375 SH   SOLE 5 0 0 0
GENIUS BRANDS INTL INC COM 37229T301 18 15,000 PRN   SOLE 5 0 0 0
GILEAD SCIENCES INC COM 375558103 527 8,334 SH   SOLE 5 0 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 754 20,037 SH   SOLE 5 0 0 0
GLOBAL X FDS US PFD ETF 37954Y657 1,535 61,989 PRN   SOLE 5 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 7,039 185,380 PRN   SOLE 5 0 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA US LG 381430503 3,687 54,179 PRN   SOLE 5 0 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 284 5,685 SH   SOLE 5 0 0 0
HASBRO INC COM 418056107 2,612 31,571 SH   SOLE 5 0 0 0
HOME DEPOT INC COM 437076102 2,779 10,006 SH   SOLE 5 0 0 0
HONEYWELL INTL INC COM 438516106 4,574 27,785 SH   SOLE 5 0 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,653 8,554 SH   SOLE 5 0 0 0
INTEL CORP COM 458140100 4,053 78,265 SH   SOLE 5 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 743 6,107 SH   SOLE 5 0 0 0
INVESCO ACTIVELY MANAGED ETF ACTIVE US REAL 46090A101 445 5,487 PRN   SOLE 5 0 0 0
INVESCO ACTIVELY MANAGED ETF ULTRA SHRT DUR 46090A887 739 14,624 PRN   SOLE 5 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 24,299 87,464 SH   SOLE 5 0 0 0
INTUIT COM 461202103 260 796 SH   SOLE 5 0 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 211 298 SH   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T S&P 500 TOP 50 46137V233 701 2,675 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 2,118 14,950 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T GBL LISTED PVT 46137V589 257 23,626 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 275 8,074 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II S&P500 LOW VOL 46138E354 1,212 22,599 SH   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II PFD ETF 46138E511 1,516 102,918 SH   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II KBW PPTY CASUT 46138E586 373 6,623 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II S&P SMLCP LOW 46138G102 1,986 59,819 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 722 33,194 SH   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2028 MUNI 46138J486 257 10,015 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2027 MUNI 46138J494 253 10,014 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 1,195 56,319 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2026 MUNI 46138J510 255 10,014 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 MUNI 46138J528 258 10,012 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 MUNI 46138J536 256 10,011 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 MUNI 46138J544 256 10,010 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 MUNI 46138J551 254 10,010 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 HY 46138J601 412 17,616 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 2,266 106,278 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 855 37,288 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 CB 46138J825 321 14,367 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 314 13,015 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 CB 46138J841 885 39,906 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 581 23,699 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 CB 46138J866 1,576 72,341 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 942 41,227 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 2,474 113,299 PRN   SOLE 5 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 573 31,861 PRN   SOLE 5 0 0 0
ISHARES INC JP MRG EM CRP BD 464286251 1,839 35,562 PRN   SOLE 5 0 0 0
ISHARES INC JP MRGN EM HI BD 464286285 221 5,068 PRN   SOLE 5 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 648 15,494 PRN   SOLE 5 0 0 0
ISHARES INC MSCI GBL MIN VOL 464286525 236 2,565 PRN   SOLE 5 0 0 0
ISHARES INC MSCI EMERG MRKT 464286533 2,419 43,844 SH   SOLE 5 0 0 0
ISHARES TR S&P 100 ETF 464287101 247 1,586 PRN   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 2,393 8,947 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 19,675 260,632 SH   SOLE 5 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 676 8,296 SH   SOLE 5 0 0 0
ISHARES TR TIPS BD ETF 464287176 5,301 41,904 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 101,668 302,534 SH   SOLE 5 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 71,515 605,749 SH   SOLE 5 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 13,185 299,040 SH   SOLE 5 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 23,858 177,109 SH   SOLE 5 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 9,064 34,377 PRN   SOLE 5 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 11,753 50,863 PRN   SOLE 5 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 16,333 145,245 SH   SOLE 5 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 3,536 21,656 PRN   SOLE 5 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 1,142 9,371 PRN   SOLE 5 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 806 9,313 PRN   SOLE 5 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 6,785 106,604 SH   SOLE 5 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 8,710 107,744 SH   SOLE 5 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 3,752 21,707 SH   SOLE 5 0 0 0
ISHARES TR RUS MID CAP ETF 464287499 1,040 18,125 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 26,922 145,280 SH   SOLE 5 0 0 0
ISHARES TR EXPANDED TECH 464287515 413 1,328 PRN   SOLE 5 0 0 0
ISHARES TR PHLX SEMICND ETF 464287523 392 1,286 PRN   SOLE 5 0 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,593 11,767 SH   SOLE 5 0 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 294 1,176 PRN   SOLE 5 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 540 4,569 SH   SOLE 5 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 4,793 20,041 SH   SOLE 5 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 8,271 38,133 SH   SOLE 5 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 699 3,154 SH   SOLE 5 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 582 3,883 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US VLU 464287663 9,598 176,782 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US GWT 464287671 28,528 356,684 PRN   SOLE 5 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 3,199 23,720 SH   SOLE 5 0 0 0
ISHARES TR U.S. TECH ETF 464287721 3,998 13,279 PRN   SOLE 5 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 208 2,606 SH   SOLE 5 0 0 0
ISHARES TR US INDUSTRIALS 464287754 204 1,223 PRN   SOLE 5 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,337 5,884 SH   SOLE 5 0 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 2,331 19,103 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 27,132 386,337 SH   SOLE 5 0 0 0
ISHARES TR S&P SML 600 GWT 464287887 1,474 8,355 PRN   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 3,024 30,589 PRN   SOLE 5 0 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 1,483 13,719 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 530 2,645 PRN   SOLE 5 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 750 6,765 SH   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 656 2,046 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 912 6,960 PRN   SOLE 5 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 2,899 25,003 SH   SOLE 5 0 0 0
ISHARES TR MRGSTR SM CP ETF 464288505 3,189 20,333 PRN   SOLE 5 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 15,004 178,826 SH   SOLE 5 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 20,742 474,209 SH   SOLE 5 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 551 4,306 PRN   SOLE 5 0 0 0
ISHARES TR MBS ETF 464288588 3,023 27,383 PRN   SOLE 5 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 4,975 42,252 PRN   SOLE 5 0 0 0
ISHARES TR USD INV GRDE ETF 464288620 298 4,906 PRN   SOLE 5 0 0 0
ISHARES TR ISHS 5-10YR INVT 464288638 36,005 592,089 SH   SOLE 5 0 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 60,357 1,099,207 SH   SOLE 5 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 10,271 76,885 SH   SOLE 5 0 0 0
ISHARES TR SHORT TREAS BD 464288679 410 3,700 PRN   SOLE 5 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 9,173 251,648 SH   SOLE 5 0 0 0
ISHARES TR US AER DEF ETF 464288760 527 3,328 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 275 1,869 PRN   SOLE 5 0 0 0
ISHARES TR U.S. MED DVC ETF 464288810 5,107 17,044 PRN   SOLE 5 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 2,401 11,897 PRN   SOLE 5 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 4,799 118,934 PRN   SOLE 5 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 6,593 73,353 PRN   SOLE 5 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 4,365 57,813 PRN   SOLE 5 0 0 0
ISHARES TR AGGRES ALLOC ETF 464289859 568 9,793 PRN   SOLE 5 0 0 0
ISHARES SILVER TR ISHARES 46428Q109 334 15,430 PRN   SOLE 5 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 47,853 1,712,087 PRN   SOLE 5 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 551 10,860 PRN   SOLE 5 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 9,665 120,093 PRN   SOLE 5 0 0 0
ISHARES TR MSCI EAFE MIN VL 46429B689 24,650 361,814 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 59,804 938,418 SH   SOLE 5 0 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 6,455 62,036 PRN   SOLE 5 0 0 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 1,884 37,600 SH   SOLE 5 0 0 0
ISHARES U S ETF TR INT RT HDG C B 46431W705 7,659 83,905 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA QLT FCT 46432F339 25,934 249,999 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA SZE FT 46432F370 2,271 24,214 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA VALUE 46432F388 1,148 15,562 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA MMENTM 46432F396 42,585 288,913 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 26,714 457,894 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 8,399 139,329 PRN   SOLE 5 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 20,628 400,160 PRN   SOLE 5 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,752 71,065 PRN   SOLE 5 0 0 0
ISHARES INC ESG AWR MSCI EM 46434G863 1,906 53,512 PRN   SOLE 5 0 0 0
ISHARES INC MSCI EMERG MKT 46434G889 2,077 47,330 PRN   SOLE 5 0 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 10,644 204,215 SH   SOLE 5 0 0 0
ISHARES TR MSCI INTL MULTFT 46434V274 378 15,576 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA SML CP 46434V290 3,875 103,982 PRN   SOLE 5 0 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 2,224 50,604 SH   SOLE 5 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 16,680 306,723 PRN   SOLE 5 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 25,076 630,206 PRN   SOLE 5 0 0 0
ISHARES TR GLOBAL REIT ETF 46434V647 355 16,891 PRN   SOLE 5 0 0 0
ISHARES TR YLD OPTIM BD 46434V787 16,788 652,475 PRN   SOLE 5 0 0 0
ISHARES TR ULTR SH TRM BD 46434V878 2,686 53,114 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 391 15,624 PRN   SOLE 5 0 0 0
ISHARES TR CONV BD ETF 46435G102 798 9,887 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWRE USD ETF 46435G193 249 8,979 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWRE 1 5 YR 46435G243 2,559 98,042 PRN   SOLE 5 0 0 0
ISHARES TR MORTGE REL ETF 46435G342 301 11,679 SH   SOLE 5 0 0 0
ISHARES TR ESG AWR MSCI USA 46435G425 3,471 45,545 SH   SOLE 5 0 0 0
ISHARES TR ESG AW MSCI EAFE 46435G516 8,824 138,988 PRN   SOLE 5 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 9,829 176,589 PRN   SOLE 5 0 0 0
ISHARES TR CYBERSECURITY 46435U135 6,409 195,322 PRN   SOLE 5 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 5,987 153,655 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWR US AGRGT 46435U549 671 11,882 PRN   SOLE 5 0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 6,109 186,581 PRN   SOLE 5 0 0 0
ISHARES TR U.S. FIXED INCME 46435U796 674 6,632 PRN   SOLE 5 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 3,097 78,473 PRN   SOLE 5 0 0 0
JPMORGAN CHASE & CO COM 46625H100 7,893 81,986 SH   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F US AGGREGATE 46641Q613 5,178 185,271 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 15,524 305,619 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F INTL BD OPP ETF 46641Q852 437 8,669 PRN   SOLE 5 0 0 0
JOHN HANCOCK EXCHANGE TRADED MLTFCTR LRG CAP 47804J107 448 10,724 PRN   SOLE 5 0 0 0
JOHN HANCOCK EXCHANGE TRADED MULTIFACTOR MI 47804J206 6,469 171,964 PRN   SOLE 5 0 0 0
JOHN HANCOCK EXCHANGE TRADED MULTIFACTR SML 47804J842 344 14,116 PRN   SOLE 5 0 0 0
JOHNSON & JOHNSON COM 478160104 3,826 25,697 SH   SOLE 5 0 0 0
KEMPER CORP COM 488401100 259 3,877 SH   SOLE 5 0 0 0
KIMBERLY CLARK CORP COM 494368103 528 3,574 SH   SOLE 5 0 0 0
LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 4,089 157,990 PRN   SOLE 5 0 0 0
LILLY ELI & CO COM 532457108 1,774 11,987 SH   SOLE 5 0 0 0
LOCKHEED MARTIN CORP COM 539830109 6,803 17,750 SH   SOLE 5 0 0 0
LOWES COS INC COM 548661107 4,661 28,102 SH   SOLE 5 0 0 0
LULULEMON ATHLETICA INC COM 550021109 236 717 SH   SOLE 5 0 0 0
MARKETAXESS HLDGS INC COM 57060D108 229 476 SH   SOLE 5 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,556 7,558 SH   SOLE 5 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 268 1,381 SH   SOLE 5 0 0 0
MCDONALDS CORP COM 580135101 1,956 8,913 SH   SOLE 5 0 0 0
MCKESSON CORP COM 58155Q103 254 1,706 SH   SOLE 5 0 0 0
MERCADOLIBRE INC COM 58733R102 249 230 SH   SOLE 5 0 0 0
MERCK & CO. INC COM 58933Y105 1,686 20,326 SH   SOLE 5 0 0 0
MICROSOFT CORP COM 594918104 14,011 66,615 SH   SOLE 5 0 0 0
MONDELEZ INTL INC CL A 609207105 321 5,586 SH   SOLE 5 0 0 0
NETFLIX INC COM 64110L106 1,871 3,741 SH   SOLE 5 0 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 122 15,385 SH   SOLE 5 0 0 0
NEXTERA ENERGY INC COM 65339F101 910 3,278 SH   SOLE 5 0 0 0
NIKE INC CL B 654106103 1,896 15,099 SH   SOLE 5 0 0 0
NORFOLK SOUTHN CORP COM 655844108 464 2,166 SH   SOLE 5 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,616 11,463 SH   SOLE 5 0 0 0
NORTONLIFELOCK INC COM 668771108 217 10,434 SH   SOLE 5 0 0 0
NOVUS THERAPEUTICS INC COM 67011N105 43 45,761 PRN   SOLE 5 0 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 326 22,702 PRN   SOLE 5 0 0 0
NVIDIA CORPORATION COM 67066G104 1,268 2,342 SH   SOLE 5 0 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 209 14,416 PRN   SOLE 5 0 0 0
NUVEEN SR INCOME FD COM 67067Y104 65 13,493 SH   SOLE 5 0 0 0
NUVEEN MORTGAGE AND INCOME F COM 670735109 1,113 58,795 SH   SOLE 5 0 0 0
NUVEEN CORE EQUITY ALPHA FD COM 67090X107 3,610 282,045 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 7,674 150,800 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 11,610 399,303 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG MIDVL 67092P508 2,155 84,532 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 320 10,800 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG INTL 67092P805 268 10,471 PRN   SOLE 5 0 0 0
ORACLE CORP COM 68389X105 534 8,945 SH   SOLE 5 0 0 0
PAYCHEX INC COM 704326107 247 3,098 SH   SOLE 5 0 0 0
PAYCOM SOFTWARE INC COM 70432V102 603 1,938 SH   SOLE 5 0 0 0
PAYPAL HLDGS INC COM 70450Y103 456 2,316 SH   SOLE 5 0 0 0
PEPSICO INC COM 713448108 1,462 10,551 SH   SOLE 5 0 0 0
PFIZER INC COM 717081103 1,120 30,526 SH   SOLE 5 0 0 0
PHILIP MORRIS INTL INC COM 718172109 232 3,099 SH   SOLE 5 0 0 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 285 17,665 PRN   SOLE 5 0 0 0
PIMCO ETF TR ACTIVE BD ETF 72201R775 13,625 121,191 PRN   SOLE 5 0 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 1,268 13,520 PRN   SOLE 5 0 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,003 15,625 SH   SOLE 5 0 0 0
PROCTER AND GAMBLE CO COM 742718109 3,076 22,132 SH   SOLE 5 0 0 0
PROGRESSIVE CORP COM 743315103 342 3,614 SH   SOLE 5 0 0 0
PROLOGIS INC. COM 74340W103 990 9,842 SH   SOLE 5 0 0 0
PUBLIC STORAGE COM 74460D109 269 1,209 SH   SOLE 5 0 0 0
QUALCOMM INC COM 747525103 401 3,409 SH   SOLE 5 0 0 0
QUEST DIAGNOSTICS INC COM 74834L100 225 1,968 SH   SOLE 5 0 0 0
RLI CORP COM 749607107 1,400 16,726 SH   SOLE 5 0 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 3,675 63,866 SH   SOLE 5 0 0 0
REALTY INCOME CORP COM 756109104 207 3,413 SH   SOLE 5 0 0 0
REMARK HLDGS INC COM 75955K102 14 12,000 PRN   SOLE 5 0 0 0
S&P GLOBAL INC COM 78409V104 238 660 SH   SOLE 5 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,747 14,176 SH   SOLE 5 0 0 0
SPDR GOLD TR GOLD SHS 78463V107 15,674 88,491 SH   SOLE 5 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 2,873 78,579 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 9,339 186,364 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 VL 78464A508 459 15,203 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFLI INTRMDIT 78464A672 22,629 680,783 PRN   SOLE 5 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 710 7,683 SH   SOLE 5 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 6,261 102,865 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P400 78464A847 497 15,254 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P500 78464A854 1,197 30,424 PRN   SOLE 5 0 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 579 2,085 PRN   SOLE 5 0 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 318 939 SH   SOLE 5 0 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 1,472 48,147 PRN   SOLE 5 0 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 617 5,920 SH   SOLE 5 0 0 0
SPDR SER TR NUVEEN BLMBRG SR 78468R739 931 18,663 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 HI 78468R788 932 34,032 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 1,491 54,450 PRN   SOLE 5 0 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 399 5,271 PRN   SOLE 5 0 0 0
SALESFORCE COM INC COM 79466L302 926 3,684 SH   SOLE 5 0 0 0
SCHLUMBERGER LTD COM 806857108 226 14,504 SH   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 10,623 131,758 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 8,159 70,842 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 7,553 144,724 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 33,733 608,015 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 389 5,694 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 220 8,233 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 3,617 65,405 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 313 5,574 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR SHT TM US TRES 808524862 1,251 24,297 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 3,603 58,456 PRN   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 416 6,539 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,960 18,587 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 357 5,567 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,093 14,238 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 374 12,494 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 965 40,111 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 458 5,947 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,490 38,478 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2,876 48,422 PRN   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,903 48,886 SH   SOLE 5 0 0 0
SEMPRA ENERGY COM 816851109 397 3,353 SH   SOLE 5 0 0 0
SERVICENOW INC COM 81762P102 343 708 SH   SOLE 5 0 0 0
SHERWIN WILLIAMS CO COM 824348106 795 1,141 SH   SOLE 5 0 0 0
SHOPIFY INC CL A 82509L107 1,523 1,489 SH   SOLE 5 0 0 0
SLEEP NUMBER CORP COM 83125X103 624 12,761 SH   SOLE 5 0 0 0
SOUTHERN CO COM 842587107 411 7,572 SH   SOLE 5 0 0 0
SOUTHWEST AIRLS CO COM 844741108 314 8,378 SH   SOLE 5 0 0 0
STARBUCKS CORP COM 855244109 1,135 13,212 SH   SOLE 5 0 0 0
STRYKER CORPORATION COM 863667101 289 1,389 SH   SOLE 5 0 0 0
TJX COS INC NEW COM 872540109 226 4,057 SH   SOLE 5 0 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 799 9,856 SH   SOLE 5 0 0 0
TARGET CORP COM 87612E106 2,161 13,729 SH   SOLE 5 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 473 1,525 SH   SOLE 5 0 0 0
TESLA INC COM 88160R101 1,298 3,025 SH   SOLE 5 0 0 0
TEXAS INSTRS INC COM 882508104 5,092 35,662 SH   SOLE 5 0 0 0
THE TRADE DESK INC COM CL A 88339J105 246 475 PRN   SOLE 5 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 651 1,474 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 13,646 85,190 SH   SOLE 5 0 0 0
TRI CONTL CORP COM 895436103 200 7,705 SH   SOLE 5 0 0 0
US BANCORP DEL COM NEW 902973304 655 18,274 SH   SOLE 5 0 0 0
UNION PAC CORP COM 907818108 1,068 5,425 SH   SOLE 5 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 740 4,442 SH   SOLE 5 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,736 24,813 SH   SOLE 5 0 0 0
V F CORP COM 918204108 2,900 41,280 SH   SOLE 5 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 30 30,250 SH   SOLE 5 0 0 0
VALMONT INDS INC COM 920253101 208 1,679 SH   SOLE 5 0 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 1,740 58,511 PRN   SOLE 5 0 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 223 1,281 SH   SOLE 5 0 0 0
VANECK VECTORS ETF TR INTRMDT MUNI ETF 92189H201 605 11,806 PRN   SOLE 5 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 23,889 185,673 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 1,704 9,189 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 304 3,968 SH   SOLE 5 0 0 0
VANGUARD ADMIRAL FDS INC 500 GRTH IDX F 921932505 1,225 5,878 PRN   SOLE 5 0 0 0
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 921932828 1,200 9,290 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 3,946 35,285 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 3,156 33,759 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 7,473 89,983 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 4,967 56,305 PRN   SOLE 5 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 35,614 870,762 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 2,520 31,141 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS EMERG MKT BD ETF 921946885 872 11,049 PRN   SOLE 5 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 15,686 269,587 PRN   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 636 12,616 SH   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 9,875 228,371 SH   SOLE 5 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2,644 16,187 PRN   SOLE 5 0 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,145 10,515 PRN   SOLE 5 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 590 1,895 PRN   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 16,317 196,946 SH   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 2,047 29,042 PRN   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 2,810 51,778 SH   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 6,346 66,237 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 70,784 230,080 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 2,112 20,833 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 1,969 10,932 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 257 3,254 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 407 1,896 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 5,595 31,743 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 561 3,587 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 5,693 43,889 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 36,470 160,229 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 15,069 144,190 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 29,056 188,920 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,687 15,774 SH   SOLE 5 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,898 48,710 SH   SOLE 5 0 0 0
VISA INC COM CL A 92826C839 4,036 20,182 SH   SOLE 5 0 0 0
VMWARE INC CL A COM 928563402 747 5,200 SH   SOLE 5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 809 8,350 SH   SOLE 5 0 0 0
WALMART INC COM 931142103 1,199 8,578 SH   SOLE 5 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,767 49,187 SH   SOLE 5 0 0 0
WASTE MGMT INC DEL COM 94106L109 1,151 10,168 SH   SOLE 5 0 0 0
WELLS FARGO CO NEW COM 949746101 671 28,528 SH   SOLE 5 0 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 17 20,000 PRN   SOLE 5 0 0 0
WILLDAN GROUP INC COM 96924N100 308 12,062 SH   SOLE 5 0 0 0
WILLIAMS SONOMA INC COM 969904101 2,995 33,121 SH   SOLE 5 0 0 0
WISDOMTREE TR US LARGECAP DIVD 97717W307 1,685 17,366 PRN   SOLE 5 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 368 12,724 PRN   SOLE 5 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 21,714 438,059 PRN   SOLE 5 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 303 4,901 PRN   SOLE 5 0 0 0
WORKDAY INC CL A 98138H101 305 1,420 SH   SOLE 5 0 0 0
XCEL ENERGY INC COM 98389B100 1,010 14,631 SH   SOLE 5 0 0 0
ZSCALER INC COM 98980G102 290 2,058 SH   SOLE 5 0 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 645 1,372 SH   SOLE 5 0 0 0
AMCOR PLC ORD G0250X107 1,115 100,877 SH   SOLE 5 0 0 0
ATLASSIAN CORP PLC CL A G06242104 278 1,529 SH   SOLE 5 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,418 15,125 SH   SOLE 5 0 0 0
EATON CORP PLC SHS G29183103 235 2,299 SH   SOLE 5 0 0 0
MEDTRONIC PLC SHS G5960L103 9,725 93,581 SH   SOLE 5 0 0 0
CHUBB LIMITED COM H1467J104 2,992 25,765 SH   SOLE 5 0 0 0
FIVERR INTL LTD ORD SHS M4R82T106 305 2,198 PRN   SOLE 5 0 0 0
3M CO COM 88579Y101 798 4,982 SH   DFND 3 4,982 0 0
ABBOTT LABS COM 002824100 1,081 9,934 SH   DFND 3 9,934 0 0
CHARLES & COLVARD LTD COM 159765106 41 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 707 1,471 SH   DFND 3 1,471 0 0
CHEVRON CORP NEW COM 166764100 866 12,028 SH   DFND 3 9,992 0 2,036
CISCO SYS INC COM 17275R102 694 17,612 SH   DFND 3 17,426 0 187
COCA COLA CO COM 191216100 6,899 139,741 SH   DFND 3 65,887 0 73,854
COLGATE PALMOLIVE CO COM 194162103 478 6,192 SH   DFND 3 6,192 0 0
COMCAST CORP NEW CL A 20030N101 262 5,670 SH   DFND 3 5,232 0 438
COSTCO WHSL CORP NEW COM 22160K105 525 1,477 SH   DFND 3 1,274 0 203
CSX CORP COM 126408103 761 9,808 SH   DFND 3 9,808 0 0
DANAHER CORPORATION COM 235851102 303 1,405 SH   DFND 3 1,405 0 0
DBX ETF TR XTRACK MSCI EURP 233051853 2,482 90,459 SH   DFND 3 87,918 0 2,541
DEERE & CO COM 244199105 440 1,982 SH   DFND 3 1,982 0 0
DISNEY WALT CO COM DISNEY 254687106 1,189 9,576 SH   DFND 3 8,711 0 865
DNP SELECT INCOME FD INC COM 23325P104 396 39,444 SH   DFND 3 39,444 0 0
DOMINION ENERGY INC COM 25746U109 1,251 15,858 SH   DFND 3 15,858 0 0
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,486 92,766 SH   DFND 3 92,766 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 669 7,555 SH   DFND 3 7,155 0 400
EATON CORP PLC SHS G29183103 1,154 11,310 SH   DFND 3 11,310 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 739 46,804 SH   DFND 3 3,771 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 77,591 2,984,280 SH   DFND 3 2,748,896 0 235,384
ETF SER SOLUTIONS VIDENT CORE US 26922A602 362,741 7,000,014 SH   DFND 3 6,592,890 0 407,124
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 386,544 18,494,895 SH   DFND 3 17,196,182 0 1,298,713
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 295,298 10,245,514 SH   DFND 3 9,546,541 0 698,973
ETFS TR BBRG ALL COMD K1 003261104 6,295 316,179 SH   DFND 3 295,371 0 20,808
EXCHANGE LISTED FDS TR ARMOR US EQT IDX 30151E764 213 11,000 SH   DFND 3 11,000 0 0
EXXON MOBIL CORP COM 30231G102 3,951 115,072 SH   DFND 3 112,659 0 2,413
FACEBOOK INC CL A 30303M102 405 1,549 SH   DFND 3 1,371 0 178
FIDELITY COVINGTON TRUST MSCI RL EST ETF 316092857 20,935 890,843 SH   DFND 3 863,443 0 27,400
FIDELITY NATL INFORMATION SV COM 31620M106 403 2,737 SH   DFND 3 2,737 0 0
FIRST FINL BANKSHARES COM 32020R109 282 10,100 SH   DFND 3 0 0 10,100
FIRST TR EXCHANGE-TRADED FD FIRST TR TA HIYL 33738D408 10,812 229,173 SH   DFND 3 228,428 0 745
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 603 9,540 SH   DFND 3 9,540 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 498 15,845 SH   DFND 3 15,845 0 0
FLAHERTY & CRUMRIN PFD & INM COM 338478100 692 33,005 SH   DFND 3 33,005 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 141,369 5,136,941 SH   DFND 3 4,859,880 0 277,061
FORD MTR CO DEL COM 345370860 96 14,298 SH   DFND 3 14,298 0 0
GABELLI EQUITY TR INC COM 362397101 477 93,802 SH   DFND 3 93,802 0 0
GENERAL ELECTRIC CO COM 369604103 494 79,416 SH   DFND 3 79,116 0 300
GLOBAL PMTS INC COM 37940X102 910 5,126 SH   DFND 3 5,126 0 0
HCA HEALTHCARE INC COM 40412C101 5,375 43,108 SH   DFND 3 43,108 0 0
HOME DEPOT INC COM 437076102 4,093 14,739 SH   DFND 3 14,739 0 0
HONEYWELL INTL INC COM 438516106 1,170 7,110 SH   DFND 3 5,654 0 1,456
HUMANA INC COM 444859102 389 941 SH   DFND 3 941 0 0
ILLINOIS TOOL WKS INC COM 452308109 252 1,303 SH   DFND 3 1,303 0 0
INTEL CORP COM 458140100 1,334 25,765 SH   DFND 3 25,765 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,119 9,195 SH   DFND 3 9,195 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 243 343 SH   DFND 3 343 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 9,959 35,844 SH   DFND 3 35,183 0 661
ISHARES GOLD TRUST ISHARES 464285105 116,481 6,474,765 SH   DFND 3 6,040,491 0 434,274
ISHARES INC CORE MSCI EMKT 46434G103 207,508 3,930,077 SH   DFND 3 3,682,208 0 247,869
ISHARES INC ESG AWR MSCI EM 46434G863 20,041 562,791 SH   DFND 3 526,885 0 35,906
ISHARES INC MSCI EMERG MRKT 464286533 339 6,152 SH   DFND 3 5,442 0 710
ISHARES SILVER TR ISHARES 46428Q109 416 19,240 SH   DFND 3 19,240 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 13,410 305,118 SH   DFND 3 286,722 0 18,395
ISHARES TR 1 3 YR TREAS BD 464287457 62,938 727,528 SH   DFND 3 716,067 0 11,461
ISHARES TR 20 YR TR BD ETF 464287432 14,049 86,052 SH   DFND 3 83,692 0 2,360
ISHARES TR BARCLAYS 7 10 YR 464287440 31,559 259,065 SH   DFND 3 254,650 0 4,415
ISHARES TR CORE 1 5 YR USD 46432F859 547 10,613 SH   DFND 3 10,613 0 0
ISHARES TR CORE MSCI EAFE 46432F842 13,415 222,530 SH   DFND 3 207,912 0 14,618
ISHARES TR CORE MSCI EURO 46434V738 290 6,483 SH   DFND 3 6,483 0 0
ISHARES TR CORE MSCI PAC 46434V696 351,897 6,247,066 SH   DFND 3 5,883,012 0 364,054
ISHARES TR CORE S&P MCP ETF 464287507 1,418 7,653 SH   DFND 3 7,462 0 191
ISHARES TR CORE S&P SCP ETF 464287804 14,601 207,901 SH   DFND 3 194,545 0 13,356
ISHARES TR CORE S&P TTL STK 464287150 195,320 2,587,363 SH   DFND 3 2,504,595 0 82,768
ISHARES TR CORE S&P US GWT 464287671 111,995 1,400,291 SH   DFND 3 1,356,683 0 43,608
ISHARES TR CORE S&P US VLU 464287663 160,526 2,956,824 SH   DFND 3 2,878,364 0 78,460
ISHARES TR CORE S&P500 ETF 464287200 66,476 197,813 SH   DFND 3 185,334 0 12,479
ISHARES TR CORE US AGGBD ET 464287226 160,065 1,355,792 SH   DFND 3 1,312,143 0 43,649
ISHARES TR EAFE GRWTH ETF 464288885 30,310 337,233 SH   DFND 3 315,770 0 21,463
ISHARES TR ESG AWR MSCI USA 46435G425 42,166 553,285 SH   DFND 3 517,952 0 35,333
ISHARES TR ESG AWR US AGRGT 46435U549 245 4,344 SH   DFND 3 4,344 0 0
ISHARES TR EUROPE ETF 464287861 7,912 189,005 SH   DFND 3 160,185 0 28,820
ISHARES TR GLOBAL TECH ETF 464287291 12,527 47,508 SH   DFND 3 44,556 0 2,953
ISHARES TR IBOXX HI YD ETF 464288513 2,385 28,429 SH   DFND 3 28,025 0 404
ISHARES TR IBOXX INV CP ETF 464287242 41,053 304,747 SH   DFND 3 284,944 0 19,803
ISHARES TR INTL SEL DIV ETF 464288448 1,364 54,717 SH   DFND 3 54,717 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 19,646 357,794 SH   DFND 3 335,775 0 22,019
ISHARES TR ISHS 5-10YR INVT 464288638 485 7,969 SH   DFND 3 7,225 0 744
ISHARES TR JPMORGAN USD EMG 464288281 661 5,965 SH   DFND 3 5,965 0 0
ISHARES TR MBS ETF 464288588 82,663 748,762 SH   DFND 3 735,982 0 12,780
ISHARES TR MSCI ACWI ETF 464288257 10,170 127,254 SH   DFND 3 125,297 0 1,957
ISHARES TR MSCI ACWI EX US 464288240 26,297 571,804 SH   DFND 3 528,540 0 43,265
ISHARES TR MSCI EAFE ETF 464287465 2,052 32,238 SH   DFND 3 32,238 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 453 10,278 SH   DFND 3 10,278 0 0
ISHARES TR MSCI KLD400 SOC 464288570 415 3,244 SH   DFND 3 3,244 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 25,650 402,490 SH   DFND 3 391,641 0 10,850
ISHARES TR MSCI USA VALUE 46432F388 14,274 193,465 SH   DFND 3 181,107 0 12,358
ISHARES TR RUS 1000 ETF 464287622 231 1,235 SH   DFND 3 1,235 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 16,996 78,360 SH   DFND 3 78,226 0 134
ISHARES TR RUS 1000 VAL ETF 464287598 1,684 14,259 SH   DFND 3 14,259 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 222 1,002 SH   DFND 3 1,002 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,450 9,685 SH   DFND 3 9,685 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,400 12,454 SH   DFND 3 11,902 0 552
ISHARES TR SELECT DIVID ETF 464287168 2,289 28,064 SH   DFND 3 28,007 0 57
ISHARES TR SHORT TREAS BD 464288679 31,331 283,025 SH   DFND 3 274,068 0 8,957
ISHARES TR TIPS BD ETF 464287176 426 3,362 SH   DFND 3 3,164 0 198
ISHARES TR U.S. FIN SVC ETF 464287770 6,988 57,271 SH   DFND 3 53,583 0 3,687
ISHARES TR U.S. MED DVC ETF 464288810 11,192 37,355 SH   DFND 3 34,906 0 2,449
ISHARES TR U.S. REAL ES ETF 464287739 250 3,129 SH   DFND 3 3,129 0 0
ISHARES TR U.S. TECH ETF 464287721 208 690 SH   DFND 3 690 0 0
ISHARES TR US TREAS BD ETF 46429B267 46,578 1,666,489 SH   DFND 3 1,580,637 0 85,853
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 8,511 169,850 SH   DFND 3 160,826 0 9,024
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 227 4,474 SH   DFND 3 4,474 0 0
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 92,375 2,659,095 SH   DFND 3 2,600,032 0 59,064
JOHNSON & JOHNSON COM 478160104 1,897 12,742 SH   DFND 3 12,529 0 214
JPMORGAN CHASE & CO COM 46625H100 1,056 10,973 SH   DFND 3 10,933 0 40
KAYNE ANDERSON ENERGY INFRST COM 486606106 107 26,926 SH   DFND 3 26,926 0 0
KIMBERLY CLARK CORP COM 494368103 419 2,835 SH   DFND 3 2,835 0 0
LA Z BOY INC COM 505336107 458 14,467 SH   DFND 3 14,467 0 0
LAKELAND BANCORP INC COM 511637100 172 17,318 SH   DFND 3 17,318 0 0
LANDMARK INFRASTRCTUR PARTR COM UNIT LTD 51508J108 212 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 9,301 62,832 SH   DFND 3 42,556 0 20,276
LOCKHEED MARTIN CORP COM 539830109 1,107 2,887 SH   DFND 3 2,874 0 13
LOWES COS INC COM 548661107 648 3,902 SH   DFND 3 3,902 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,493 13,016 SH   DFND 3 13,016 0 0
MASTERCARD INCORPORATED CL A 57636Q104 220 649 SH   DFND 3 632 0 17
MCDONALDS CORP COM 580135101 612 2,790 SH   DFND 3 2,790 0 0
MEDTRONIC PLC SHS G5960L103 328 3,158 SH   DFND 3 3,158 0 0
MERCK & CO. INC COM 58933Y105 540 6,509 SH   DFND 3 6,448 0 61
MICROSOFT CORP COM 594918104 6,093 28,968 SH   DFND 3 27,994 0 974
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 92 10,500 SH   DFND 3 10,500 0 0
MONDELEZ INTL INC CL A 609207105 1,712 29,810 SH   DFND 3 29,810 0 0
NEXTERA ENERGY INC COM 65339F101 1,640 5,910 SH   DFND 3 5,160 0 750
NORFOLK SOUTHN CORP COM 655844108 1,166 5,450 SH   DFND 3 5,333 0 117
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,253 80,017 SH   DFND 3 80,017 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 700 84,210 SH   DFND 3 84,210 0 0
NVIDIA CORPORATION COM 67066G104 362 669 SH   DFND 3 669 0 0
ORACLE CORP COM 68389X105 376 6,288 SH   DFND 3 6,288 0 0
ORTHOPEDIATRICS CORP COM 68752L100 822 17,894 SH   DFND 3 17,894 0 0
OWL ROCK CAPITAL CORPORATION COM 69121K104 413 34,284 SH   DFND 3 34,284 0 0
PAYPAL HLDGS INC COM 70450Y103 531 2,696 SH   DFND 3 2,696 0 0
PEPSICO INC COM 713448108 1,511 10,903 SH   DFND 3 10,866 0 37
PFIZER INC COM 717081103 2,429 66,190 SH   DFND 3 60,424 0 5,766
PHILIP MORRIS INTL INC COM 718172109 745 9,925 SH   DFND 3 9,925 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 599 109,481 SH   DFND 3 109,481 0 0
PROCTER AND GAMBLE CO COM 742718109 5,662 40,736 SH   DFND 3 19,516 0 21,220
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 395 7,210 SH   DFND 3 7,210 0 0
QUALCOMM INC COM 747525103 912 7,748 SH   DFND 3 7,748 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 263 4,565 SH   DFND 3 4,565 0 0
REGAL BELOIT CORP COM 758750103 291 3,096 SH   DFND 3 3,096 0 0
RENASANT CORP COM 75970E107 675 29,691 SH   DFND 3 29,691 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 235 9,695 SH   DFND 3 9,695 0 0
S&P GLOBAL INC COM 78409V104 250 692 SH   DFND 3 692 0 0
SALESFORCE COM INC COM 79466L302 1,478 5,881 SH   DFND 3 5,881 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 217 2,725 SH   DFND 3 2,725 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 306 5,543 SH   DFND 3 5,543 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 270 3,343 SH   DFND 3 3,343 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 210 1,794 SH   DFND 3 1,794 0 0
SENSEONICS HLDGS INC COM 81727U105 5 11,975 SH   DFND 3 11,975 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 5,618 126,428 SH   DFND 3 79,452 0 46,976
SHERWIN WILLIAMS CO COM 824348106 203 290 SH   DFND 3 290 0 0
SOUTH ST CORP COM 840441109 306 6,357 SH   DFND 3 6,357 0 0
SOUTHERN CO COM 842587107 1,148 21,174 SH   DFND 3 21,174 0 0
SPDR GOLD TR GOLD SHS 78463V107 5,476 30,911 SH   DFND 3 30,634 0 277
SPDR S&P 500 ETF TR TR UNIT 78462F103 27,999 83,607 SH   DFND 3 82,191 0 1,416
SPDR SER TR PORTFOLIO LN TSR 78464A664 242 5,169 SH   DFND 3 5,169 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,894 37,801 SH   DFND 3 37,801 0 0
SPDR SER TR PRTFLO S&P500 VL 78464A508 661 21,893 SH   DFND 3 21,893 0 0
SPDR SER TR S&P DIVID ETF 78464A763 278 3,011 SH   DFND 3 3,011 0 0
STARBUCKS CORP COM 855244109 214 2,483 SH   DFND 3 2,483 0 0
STIFEL FINL CORP COM 860630102 591 11,698 SH   DFND 3 11,698 0 0
STRYKER CORPORATION COM 863667101 937 4,498 SH   DFND 3 4,498 0 0
TARGET CORP COM 87612E106 229 1,454 SH   DFND 3 1,454 0 0
TESLA INC COM 88160R101 627 1,460 SH   DFND 3 1,460 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 232 527 SH   DFND 3 527 0 0
TRUIST FINL CORP COM 89832Q109 565 14,852 SH   DFND 3 14,852 0 0
UBS AG LONDON BRANCH ETRACS WF BUS DE 90274D416 474 33,354 SH   DFND 3 33,354 0 0
UNION PAC CORP COM 907818108 269 1,367 SH   DFND 3 1,367 0 0
UNITED PARCEL SERVICE INC CL B 911312106 954 5,723 SH   DFND 3 5,723 0 0
UNITEDHEALTH GROUP INC COM 91324P102 669 2,145 SH   DFND 3 2,126 0 19
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 398 28,614 SH   DFND 3 28,614 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 35,042 421,941 SH   DFND 3 394,460 0 27,480
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 77,541 597,755 SH   DFND 3 575,836 0 21,919
VANGUARD INDEX FDS GROWTH ETF 922908736 14,804 65,044 SH   DFND 3 64,196 0 848
VANGUARD INDEX FDS LARGE CAP ETF 922908637 261 1,673 SH   DFND 3 1,673 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 624 3,462 SH   DFND 3 3,462 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 546 5,386 SH   DFND 3 5,367 0 19
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 16,173 204,825 SH   DFND 3 188,154 0 16,671
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 126,340 410,661 SH   DFND 3 379,599 0 31,062
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,061 6,899 SH   DFND 3 6,142 0 757
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,454 20,280 SH   DFND 3 20,058 0 222
VANGUARD INDEX FDS VALUE ETF 922908744 20,961 200,563 SH   DFND 3 200,322 0 241
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,403 171,210 SH   DFND 3 150,494 0 20,716
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 284,873 5,433,395 SH   DFND 3 5,131,702 0 301,693
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 10,089 148,260 SH   DFND 3 126,857 0 21,403
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 256,632 3,641,202 SH   DFND 3 3,428,947 0 212,255
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 161,641 1,687,279 SH   DFND 3 1,628,010 0 59,269
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 261 3,147 SH   DFND 3 3,147 0 0
VANGUARD SCOTTSDALE FDS TOTAL CORP BND 92206C573 429 4,654 SH   DFND 3 4,654 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 591 4,600 SH   DFND 3 4,600 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 49,800 1,217,609 SH   DFND 3 1,202,642 0 14,967
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 354 4,373 SH   DFND 3 4,373 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 382 2,961 SH   DFND 3 2,961 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,077 18,094 SH   DFND 3 17,470 0 624
VISA INC COM CL A 92826C839 438 2,193 SH   DFND 3 2,193 0 0
WALMART INC COM 931142103 1,248 8,925 SH   DFND 3 8,879 0 46
WEC ENERGY GROUP INC COM 92939U106 335 3,457 SH   DFND 3 3,457 0 0
WELLS FARGO CO NEW COM 949746101 659 28,027 SH   DFND 3 17,512 0 10,515
WHITEHORSE FIN INC COM 96524V106 227 23,206 SH   DFND 3 23,206 0 0
YUM BRANDS INC COM 988498101 502 5,501 SH   DFND 3 5,501 0 0
YUM CHINA HLDGS INC COM 98850P109 289 5,459 SH   DFND 3 5,459 0 0
ZOETIS INC CL A 98978V103 1,082 6,545 SH   DFND 3 6,545 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 420 15,273 SH   DFND 4 15,273 0 0
ISHARES INC CORE MSCI EMKT 46434G103 247 4,678 SH   DFND 4 4,678 0 0
ISHARES TR CORE MSCI PAC 46434V696 1,133 20,107 SH   DFND 4 20,107 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,200 10,167 SH   DFND 4 10,167 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,985 24,832 SH   DFND 4 24,832 0 0
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 716 20,618 SH   DFND 4 20,618 0 0
KELLY SVCS INC CL A 488152208 341 20,000 SH   DFND 4 20,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,038 19,807 SH   DFND 4 19,807 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 996 14,125 SH   DFND 4 14,125 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1,403 14,649 SH   DFND 4 14,649 0 0