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
ISHARES TR S&P US PFD STK 464288687 2,168 57,488 SH   DFND 2 0 0 0
3M CO COM 88579Y101 909 4,622 SH   DFND 3 4,622 0 0
ABBOTT LABS COM 002824100 867 14,202 SH   DFND 3 14,202 0 0
ABBVIE INC COM 00287Y109 1,457 15,725 SH   DFND 3 15,725 0 0
ABIOMED INC COM 003654100 819 2,002 SH   DFND 3 2,002 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,795 29,309 SH   DFND 3 27,873 0 1,436
ADECOAGRO S A COM L00849106 192 24,156 SH   DFND 3 24,156 0 0
ADOBE SYS INC COM 00724F101 617 2,532 SH   DFND 3 2,532 0 0
AETNA INC NEW COM 00817Y108 217 1,180 SH   DFND 3 670 0 510
AFLAC INC COM 001055102 529 12,285 SH   DFND 3 12,285 0 0
ALLSTATE CORP COM 020002101 448 4,910 SH   DFND 3 4,910 0 0
ALPHABET INC CAP STK CL A 02079K305 270 239 SH   DFND 3 239 0 0
ALPHABET INC CAP STK CL C 02079K107 303 272 SH   DFND 3 272 0 0
ALTRIA GROUP INC COM 02209S103 377 6,639 SH   DFND 3 6,639 0 0
AMAZON COM INC COM 023135106 887 522 SH   DFND 3 522 0 0
AMERICAN ELEC PWR INC COM 025537101 310 4,483 SH   DFND 3 4,483 0 0
APPLE INC COM 037833100 3,946 21,317 SH   DFND 3 21,226 0 91
ARCH CAP GROUP LTD ORD G0450A105 214 8,100 SH   DFND 3 8,100 0 0
AT&T INC COM 00206R102 1,371 42,709 SH   DFND 3 39,896 0 2,814
AUTOMATIC DATA PROCESSING IN COM 053015103 647 4,825 SH   DFND 3 4,825 0 0
BANK AMER CORP COM 060505104 857 30,403 SH   DFND 3 28,487 0 1,916
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 398 16,332 SH   DFND 3 12,136 0 4,196
GENERAL ELECTRIC CO COM 369604103 528 38,788 SH   DFND 3 38,788 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 15 22,300 SH   DFND 3 22,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 286 1,297 SH   DFND 3 1,297 0 0
HCA HEALTHCARE INC COM 40412C101 5,426 52,889 SH   DFND 3 52,889 0 0
HOME DEPOT INC COM 437076102 3,128 16,027 SH   DFND 3 15,407 0 620
HONEYWELL INTL INC COM 438516106 679 4,708 SH   DFND 3 3,232 0 1,476
HUMANA INC COM 444859102 244 820 SH   DFND 3 820 0 0
IBERIABANK CORP COM 450828108 920 12,141 SH   DFND 3 12,141 0 0
INTEL CORP COM 458140100 1,174 23,617 SH   DFND 3 23,117 0 500
INTERNATIONAL BUSINESS MACHS COM 459200101 1,607 11,504 SH   DFND 3 11,504 0 0
ISHARES GOLD TRUST ISHARES 464285105 84,246 7,008,836 SH   DFND 3 6,478,901 0 529,935
ISHARES INC CORE MSCI EMKT 46434G103 267,964 5,103,108 SH   DFND 3 4,763,037 0 340,071
ISHARES INC MIN VOL EMRG MKT 464286533 4,790 82,818 SH   DFND 3 81,219 0 1,599
ISHARES SILVER TRUST ISHARES 46428Q109 964 63,641 SH   DFND 3 63,641 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 556 5,574 SH   DFND 3 5,554 0 20
ISHARES TR 0-5YR HI YL CP 46434V407 1,307 28,042 SH   DFND 3 0 0 28,042
ISHARES TR 1 3 YR CR BD ETF 464288646 708 6,833 SH   DFND 3 3,553 0 3,280
ISHARES TR 1 3 YR TREAS BD 464287457 770 9,241 SH   DFND 3 9,085 0 156
ISHARES TR 20 YR TR BD ETF 464287432 9,466 77,769 SH   DFND 3 75,642 0 2,127
ISHARES TR BARCLAYS 7 10 YR 464287440 2,105 20,535 SH   DFND 3 19,906 0 629
AAON INC COM PAR $0.004 000360206 920 27,659 SH   SOLE   27,659 0 0
AAR CORP COM 000361105 1,027 22,099 SH   SOLE   22,099 0 0
ACCO BRANDS CORP COM 00081T108 679 49,016 SH   DFND 1 49,016 0 0
ACCO BRANDS CORP COM 00081T108 2,285 164,989 SH   SOLE   164,989 0 0
ABM INDS INC COM 000957100 1,315 45,070 SH   SOLE   45,070 0 0
AFLAC INC COM 001055102 2,359 54,830 SH   DFND 1 54,830 0 0
AFLAC INC COM 001055102 27,860 647,602 SH   SOLE   647,602 0 0
AGCO CORP COM 001084102 33,313 548,625 SH   DFND 1 548,625 0 0
AGCO CORP COM 001084102 41,955 690,962 SH   SOLE   690,962 0 0
AGNC INVT CORP COM 00123Q104 548 29,500 SH   SOLE   29,500 0 0
AES CORP COM 00130H105 3,753 279,838 SH   SOLE   279,838 0 0
AES CORP COM 00130H105 1,037 77,364 SH   DFND 1 77,364 0 0
AK STL HLDG CORP COM 001547108 939 216,299 SH   SOLE   216,299 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 459 23,548 SH   SOLE   23,548 0 0
AMC NETWORKS INC CL A 00164V103 652 10,475 SH   SOLE   10,475 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,924 32,828 SH   SOLE   32,828 0 0
ANI PHARMACEUTICALS INC COM 00182C103 416 6,226 SH   SOLE   6,226 0 0
ASGN INC COM 00191U102 9,525 121,823 SH   SOLE   121,823 0 0
ASGN INC COM 00191U102 2,744 35,094 SH   DFND 1 35,094 0 0
AT&T INC COM 00206R102 9,779 304,552 SH   SOLE   304,552 0 0
ATN INTL INC COM 00215F107 393 7,456 SH   SOLE   7,456 0 0
AZZ INC COM 002474104 710 16,340 SH   DFND 1 16,340 0 0
AZZ INC COM 002474104 2,098 48,291 SH   SOLE   48,291 0 0
AARONS INC COM PAR $0.50 002535300 613 14,104 SH   SOLE   14,104 0 0
ABAXIS INC COM 002567105 1,302 15,689 SH   SOLE   15,689 0 0
ABBOTT LABS COM 002824100 7,954 130,410 SH   SOLE   130,410 0 0
ABBVIE INC COM 00287Y109 5,896 63,635 SH   SOLE   63,635 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,140 46,560 SH   SOLE   46,560 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 1,101 254,842 SH   DFND 1 254,842 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 496 114,931 SH   SOLE   114,931 0 0
ABIOMED INC COM 003654100 1,332 3,256 SH   DFND 1 3,256 0 0
ABIOMED INC COM 003654100 4,061 9,928 SH   SOLE   9,928 0 0
ABRAXAS PETE CORP COM 003830106 1,787 618,500 SH   SOLE   618,500 0 0
ABRAXAS PETE CORP COM 003830106 534 184,824 SH   DFND 1 184,824 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,312 32,080 SH   DFND 1 32,080 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,870 70,149 SH   SOLE   70,149 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,172 115,901 SH   SOLE   115,901 0 0
ACCELERON PHARMA INC COM 00434H108 1,070 22,057 SH   SOLE   22,057 0 0
ACCELERON PHARMA INC COM 00434H108 316 6,521 SH   DFND 1 6,521 0 0
ACETO CORP COM 004446100 71 21,121 SH   SOLE   21,121 0 0
ACI WORLDWIDE INC COM 004498101 654 26,527 SH   SOLE   26,527 0 0
ACORDA THERAPEUTICS INC COM 00484M106 927 32,287 SH   SOLE   32,287 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,439 31,963 SH   SOLE   31,963 0 0
ACTUANT CORP CL A NEW 00508X203 1,222 41,631 SH   SOLE   41,631 0 0
ACUITY BRANDS INC COM 00508Y102 23,509 202,891 SH   SOLE   202,891 0 0
ACUITY BRANDS INC COM 00508Y102 19,391 167,350 SH   DFND 1 167,350 0 0
ACXIOM CORP COM 005125109 526 17,558 SH   SOLE   17,558 0 0
ADOBE SYS INC COM 00724F101 10,169 41,707 SH   SOLE   41,707 0 0
ADOBE SYS INC COM 00724F101 1,141 4,678 SH   DFND 1 4,678 0 0
ADTALEM GLOBAL ED INC COM 00737L103 660 13,722 SH   SOLE   13,722 0 0
ADTRAN INC COM 00738A106 488 32,869 SH   SOLE   32,869 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 422 3,109 SH   SOLE   3,109 0 0
AECOM COM 00766T100 1,006 30,471 SH   DFND 1 30,471 0 0
AECOM COM 00766T100 4,477 135,541 SH   SOLE   135,541 0 0
AEGION CORP COM 00770F104 2,860 111,059 SH   SOLE   111,059 0 0
AEGION CORP COM 00770F104 680 26,398 SH   DFND 1 26,398 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 5,265 77,940 SH   SOLE   77,940 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,091 30,960 SH   DFND 1 30,960 0 0
ADVANSIX INC COM 00773T101 766 20,922 SH   SOLE   20,922 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,789 60,661 SH   DFND 1 60,661 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 5,990 203,104 SH   SOLE   203,104 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,408 93,930 SH   DFND 1 93,930 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,600 306,897 SH   SOLE   306,897 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 23,837 12,000,000 SH   SOLE   12,000,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 978 39,480 SH   DFND 1 39,480 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 3,182 128,399 SH   SOLE   128,399 0 0
ADVANCED ENERGY INDS COM 007973100 1,567 26,980 SH   SOLE   26,980 0 0
AEROVIRONMENT INC COM 008073108 1,043 14,596 SH   SOLE   14,596 0 0
AETNA INC NEW COM 00817Y108 37,874 206,396 SH   SOLE   206,396 0 0
AETNA INC NEW COM 00817Y108 19,202 104,643 SH   DFND 1 104,643 0 0
AFFILIATED MANAGERS GROUP COM 008252108 8,816 59,302 SH   SOLE   59,302 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,221 21,666 SH   DFND 1 21,666 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 13,036 210,795 SH   SOLE   210,795 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,033 65,210 SH   DFND 1 65,210 0 0
AGILYSYS INC COM 00847J105 163 10,520 SH   SOLE   10,520 0 0
AGREE REALTY CORP COM 008492100 2,454 46,510 SH   SOLE   46,510 0 0
AIR PRODS & CHEMS INC COM 009158106 1,433 9,204 SH   SOLE   9,204 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 85,174 1,163,100 SH   SOLE   1,163,100 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 62,247 850,019 SH   DFND 1 850,019 0 0
AKORN INC COM 009728106 355 21,405 SH   SOLE   21,405 0 0
ALAMO GROUP INC COM 011311107 592 6,556 SH   SOLE   6,556 0 0
ALARM COM HLDGS INC COM 011642105 694 17,195 SH   SOLE   17,195 0 0
ALASKA AIR GROUP INC COM 011659109 313 5,176 SH   SOLE   5,176 0 0
ALBANY INTL CORP CL A 012348108 1,197 19,894 SH   SOLE   19,894 0 0
ALBEMARLE CORP COM 012653101 439 4,651 SH   SOLE   4,651 0 0
ALCOA CORP COM 013872106 15,450 329,573 SH   SOLE   329,573 0 0
ALCOA CORP COM 013872106 9,162 195,427 SH   DFND 1 195,427 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 945 40,211 SH   SOLE   40,211 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,900 15,061 SH   DFND 1 15,061 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 11,468 90,894 SH   SOLE   90,894 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 9,475 270,721 SH   SOLE   270,721 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,160 9,343 SH   SOLE   9,343 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,036 3,029 SH   SOLE   3,029 0 0
ALLEGHANY CORP DEL COM 017175100 2,083 3,622 SH   SOLE   3,622 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 719 28,628 SH   SOLE   28,628 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,201 8,641 SH   SOLE   8,641 0 0
ALLETE INC COM NEW 018522300 2,211 28,558 SH   SOLE   28,558 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 59,837 256,590 SH   DFND 1 256,590 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 71,472 306,484 SH   SOLE   306,484 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 291 25,250 SH   SOLE   25,250 0 0
ALLIANT ENERGY CORP COM 018802108 411 9,720 SH   SOLE   9,720 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 396 31,375 SH   SOLE   31,375 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 736 58,300 SH   DFND 1 58,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 487 40,546 SH   SOLE   40,546 0 0
ALLSTATE CORP COM 020002101 23,092 253,008 SH   SOLE   253,008 0 0
ALLSTATE CORP COM 020002101 1,151 12,606 SH   DFND 1 12,606 0 0
ALLY FINL INC COM 02005N100 36,591 1,392,900 SH   SOLE   1,392,900 0 0
ALLY FINL INC COM 02005N100 30,786 1,171,900 SH   DFND 1 1,171,900 0 0
ALPHABET INC CAP STK CL C 02079K107 65,219 58,458 SH   DFND 1 58,458 0 0
ALPHABET INC CAP STK CL C 02079K107 135,469 121,426 SH   SOLE   121,426 0 0
ALPHABET INC CAP STK CL A 02079K305 117,229 103,817 SH   DFND 1 103,817 0 0
ALPHABET INC CAP STK CL A 02079K305 275,199 243,714 SH   SOLE   243,714 0 0
ALTABA INC COM 021346101 1,045 14,268 SH   DFND 1 14,268 0 0
ALTABA INC COM 021346101 896 12,232 SH   SOLE   12,232 0 0
ALTRIA GROUP INC COM 02209S103 23,949 421,703 SH   SOLE   421,703 0 0
ALTRIA GROUP INC COM 02209S103 2,213 38,969 SH   DFND 1 38,969 0 0
AMAZON COM INC COM 023135106 257,132 151,272 SH   DFND 1 151,272 0 0
AMAZON COM INC COM 023135106 587,176 345,438 SH   SOLE   345,438 0 0
AMBAC FINL GROUP INC COM NEW 023139884 617 31,098 SH   SOLE   31,098 0 0
AMEDISYS INC COM 023436108 1,677 19,629 SH   SOLE   19,629 0 0
AMEREN CORP COM 023608102 623 10,231 SH   SOLE   10,231 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 664 17,495 SH   SOLE   17,495 0 0
AMERICAN ASSETS TR INC COM 024013104 2,044 53,387 SH   SOLE   53,387 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 22,852 1,468,628 SH   DFND 1 1,468,628 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 28,728 1,846,245 SH   SOLE   1,846,245 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 4,376 102,055 SH   SOLE   102,055 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 289 6,750 SH   DFND 1 6,750 0 0
AMERICAN ELEC PWR INC COM 025537101 1,655 23,896 SH   SOLE   23,896 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 889 38,228 SH   SOLE   38,228 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,225 61,806 SH   SOLE   61,806 0 0
AMERICAN EXPRESS CO COM 025816109 9,804 100,040 SH   SOLE   100,040 0 0
AMERICAN EXPRESS CO COM 025816109 1,169 11,932 SH   DFND 1 11,932 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 34,124 317,937 SH   SOLE   317,937 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,972 74,278 SH   DFND 1 74,278 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,094 94,400 SH   SOLE   94,400 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 22,356 421,660 SH   SOLE   421,660 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,681 182,586 SH   DFND 1 182,586 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 474 11,250 SH   SOLE   11,250 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 7,881 7,800,000 SH   SOLE   7,800,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 377 25,847 SH   SOLE   25,847 0 0
AMERICAN STS WTR CO COM 029899101 1,440 25,199 SH   SOLE   25,199 0 0
AMERICAN TOWER CORP NEW COM 03027X100 42,504 294,820 SH   SOLE   294,820 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,172 22,000 SH   DFND 1 22,000 0 0
AMERICAN VANGUARD CORP COM 030371108 414 18,029 SH   SOLE   18,029 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 638 7,476 SH   SOLE   7,476 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 890 9,726 SH   SOLE   9,726 0 0
AMERICOLD RLTY TR COM 03064D108 203 9,200 SH   SOLE   9,200 0 0
AMERISAFE INC COM 03071H100 763 13,213 SH   SOLE   13,213 0 0
AMERISOURCEBERGEN CORP COM 03073E105 582 6,830 SH   SOLE   6,830 0 0
AMERIPRISE FINL INC COM 03076C106 849 6,072 SH   SOLE   6,072 0 0
AMERIS BANCORP COM 03076K108 5,940 111,342 SH   SOLE   111,342 0 0
AMERIS BANCORP COM 03076K108 1,762 33,024 SH   DFND 1 33,024 0 0
AMETEK INC NEW COM 031100100 5,227 72,442 SH   DFND 1 72,442 0 0
AMETEK INC NEW COM 031100100 32,474 450,022 SH   SOLE   450,022 0 0
AMGEN INC COM 031162100 5,717 30,973 SH   DFND 1 30,973 0 0
AMGEN INC COM 031162100 31,087 168,413 SH   SOLE   168,413 0 0
AMPHENOL CORP NEW CL A 032095101 28,233 323,955 SH   SOLE   323,955 0 0
AMPHENOL CORP NEW CL A 032095101 6,048 69,400 SH   DFND 1 69,400 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 376 24,622 SH   SOLE   24,622 0 0
ANADARKO PETE CORP COM 032511107 39,986 545,885 SH   DFND 1 545,885 0 0
ANADARKO PETE CORP COM 032511107 82,116 1,121,036 SH   SOLE   1,121,036 0 0
ANALOG DEVICES INC COM 032654105 1,494 15,574 SH   SOLE   15,574 0 0
ANDEAVOR COM 03349M105 24,824 189,235 SH   DFND 1 189,235 0 0
ANDEAVOR COM 03349M105 30,476 232,322 SH   SOLE   232,322 0 0
ANDERSONS INC COM 034164103 621 18,168 SH   SOLE   18,168 0 0
ANGIODYNAMICS INC COM 03475V101 562 25,248 SH   SOLE   25,248 0 0
ANIKA THERAPEUTICS INC COM 035255108 324 10,115 SH   SOLE   10,115 0 0
ANIXTER INTL INC COM 035290105 1,263 19,955 SH   SOLE   19,955 0 0
ANNALY CAP MGMT INC COM 035710409 133 12,947 SH   SOLE   12,947 0 0
ANSYS INC COM 03662Q105 615 3,528 SH   SOLE   3,528 0 0
ANTHEM INC COM 036752103 2,117 8,892 SH   DFND 1 8,892 0 0
ANTHEM INC COM 036752103 9,306 39,097 SH   SOLE   39,097 0 0
APACHE CORP COM 037411105 750 16,047 SH   SOLE   16,047 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,809 90,038 SH   SOLE   90,038 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 332 7,850 SH   DFND 1 7,850 0 0
APERGY CORP COM 03755L104 736 17,635 SH   SOLE   17,635 0 0
APOGEE ENTERPRISES INC COM 037598109 933 19,359 SH   SOLE   19,359 0 0
APOLLO INVT CORP COM 03761U106 1,749 314,086 SH   SOLE   314,086 0 0
APOLLO INVT CORP COM 03761U106 2,998 538,323 SH   DFND 1 538,323 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,404 76,796 SH   SOLE   76,796 0 0
APPLE INC COM 037833100 292,720 1,581,332 SH   SOLE   1,581,332 0 0
APPLE INC COM 037833100 122,497 661,752 SH   DFND 1 661,752 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 220 12,300 SH   SOLE   12,300 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,862 26,545 SH   SOLE   26,545 0 0
APPLIED MATLS INC COM 038222105 1,985 42,973 SH   DFND 1 42,973 0 0
APPLIED MATLS INC COM 038222105 10,856 235,021 SH   SOLE   235,021 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 603 13,431 SH   SOLE   13,431 0 0
APTARGROUP INC COM 038336103 1,327 14,215 SH   SOLE   14,215 0 0
AQUA AMERICA INC COM 03836W103 1,426 40,533 SH   SOLE   40,533 0 0
ARAMARK COM 03852U106 729 19,649 SH   SOLE   19,649 0 0
ARAMARK COM 03852U106 224 6,043 SH   DFND 1 6,043 0 0
ARCBEST CORP COM 03937C105 843 18,447 SH   SOLE   18,447 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 32,691 713,303 SH   SOLE   713,303 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,897 106,857 SH   DFND 1 106,857 0 0
ARCHROCK INC COM 03957W106 10,469 872,394 SH   SOLE   872,394 0 0
ARCHROCK INC COM 03957W106 2,815 234,608 SH   DFND 1 234,608 0 0
ARCONIC INC COM 03965L100 303 17,841 SH   SOLE   17,841 0 0
ARDELYX INC COM 039697107 208 56,088 SH   SOLE   56,088 0 0
ARDELYX INC COM 039697107 61 16,585 SH   DFND 1 16,585 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,935 44,388 SH   SOLE   44,388 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 773 17,722 SH   DFND 1 17,722 0 0
ARES CAP CORP COM 04010L103 2,784 169,270 SH   SOLE   169,270 0 0
ARES CAP CORP COM 04010L103 4,871 296,133 SH   DFND 1 296,133 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 5,520 5,500,000 SH   SOLE   5,500,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 534 38,694 SH   DFND 1 38,694 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,790 129,598 SH   SOLE   129,598 0 0
ARISTA NETWORKS INC COM 040413106 19,237 74,709 SH   SOLE   74,709 0 0
ARISTA NETWORKS INC COM 040413106 11,490 44,623 SH   DFND 1 44,623 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,391 630,271 SH   SOLE   630,271 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,301 154,453 SH   DFND 1 154,453 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 656 28,745 SH   SOLE   28,745 0 0
ARROW ELECTRS INC COM 042735100 6,027 80,057 SH   DFND 1 80,057 0 0
ARROW ELECTRS INC COM 042735100 21,524 285,916 SH   SOLE   285,916 0 0
ARTESIAN RESOURCES CORP CL A 043113208 643 16,576 SH   DFND 1 16,576 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,163 55,783 SH   SOLE   55,783 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 863 12,596 SH   SOLE   12,596 0 0
ASCENA RETAIL GROUP INC COM 04351G101 467 117,093 SH   SOLE   117,093 0 0
ASCENT CAP GROUP INC COM SER A 043632108 30 10,816 SH   DFND 1 10,816 0 0
ASCENT CAP GROUP INC COM SER A 043632108 102 36,452 SH   SOLE   36,452 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,900 234,570 SH   SOLE   234,570 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 570 70,314 SH   DFND 1 70,314 0 0
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W R BERKLEY CORPORATION COM 084423102 1,662 22,956 SH   SOLE   22,956 0 0
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BLACKSTONE GROUP L P COM UNIT LTD 09253U108 20,316 631,505 SH   DFND 1 631,505 0 0
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8X8 INC NEW COM 282914100 1,279 63,801 SH   SOLE   63,801 0 0
EL PASO ELEC CO COM NEW 283677854 1,649 27,896 SH   SOLE   27,896 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 372 23,589 SH   SOLE   23,589 0 0
ELECTRONIC ARTS INC COM 285512109 1,817 12,884 SH   SOLE   12,884 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 999 30,679 SH   SOLE   30,679 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 150 13,719 SH   DFND 1 13,719 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 661 60,661 SH   SOLE   60,661 0 0
ELLIS PERRY INTL INC COM 288853104 237 8,706 SH   SOLE   8,706 0 0
EMCOR GROUP INC COM 29084Q100 16,320 214,230 SH   SOLE   214,230 0 0
EMCOR GROUP INC COM 29084Q100 4,084 53,605 SH   DFND 1 53,605 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,225 24,267 SH   SOLE   24,267 0 0
EMERSON ELEC CO COM 291011104 17,107 247,421 SH   SOLE   247,421 0 0
EMERSON ELEC CO COM 291011104 3,408 49,287 SH   DFND 1 49,287 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 685 33,274 SH   SOLE   33,274 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 209 10,130 SH   DFND 1 10,130 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,231 130,440 SH   SOLE   130,440 0 0
EMPIRE ST RLTY TR INC CL A 292104106 508 29,723 SH   DFND 1 29,723 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,096 176,529 SH   SOLE   176,529 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,853 46,087 SH   DFND 1 46,087 0 0
ENBRIDGE INC COM 29250N105 1,610 45,120 SH   DFND 1 45,120 0 0
ENBRIDGE INC COM 29250N105 1,269 35,570 SH   SOLE   35,570 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,149 9,913 SH   SOLE   9,913 0 0
ENCORE CAP GROUP INC COM 292554102 599 16,357 SH   SOLE   16,357 0 0
ENCORE WIRE CORP COM 292562105 13,627 287,182 SH   SOLE   287,182 0 0
ENCORE WIRE CORP COM 292562105 8,749 184,385 SH   DFND 1 184,385 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,525 22,516 SH   SOLE   22,516 0 0
ENERGEN CORP COM 29265N108 1,617 22,199 SH   SOLE   22,199 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 228 22,954 SH   DFND 1 22,954 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 769 77,281 SH   SOLE   77,281 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 856 13,599 SH   SOLE   13,599 0 0
ENERSYS COM 29275Y102 716 9,595 SH   SOLE   9,595 0 0
ENGILITY HLDGS INC NEW COM 29286C107 495 16,165 SH   SOLE   16,165 0 0
ENPRO INDS INC COM 29355X107 1,008 14,411 SH   SOLE   14,411 0 0
ENOVA INTL INC COM 29357K103 849 23,240 SH   SOLE   23,240 0 0
ENSIGN GROUP INC COM 29358P101 1,196 33,399 SH   SOLE   33,399 0 0
ENTERGY CORP NEW COM 29364G103 12,430 153,857 SH   SOLE   153,857 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 15,037 278,714 SH   SOLE   278,714 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 4,034 74,766 SH   DFND 1 74,766 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,577 57,000 SH   SOLE   57,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,002 72,350 SH   DFND 1 72,350 0 0
ENVESTNET INC COM 29404K106 2,776 50,518 SH   SOLE   50,518 0 0
ENVESTNET INC COM 29404K106 1,109 20,173 SH   DFND 1 20,173 0 0
ENVISION HEALTHCARE CORP COM 29414D100 224 5,086 SH   SOLE   5,086 0 0
EPLUS INC COM 294268107 884 9,398 SH   SOLE   9,398 0 0
EPIZYME INC COM 29428V104 619 45,648 SH   SOLE   45,648 0 0
EPIZYME INC COM 29428V104 184 13,585 SH   DFND 1 13,585 0 0
EQUIFAX INC COM 294429105 632 5,051 SH   SOLE   5,051 0 0
EQUINIX INC COM PAR $0.001 29444U700 21,852 50,831 SH   SOLE   50,831 0 0
EQUINIX INC COM PAR $0.001 29444U700 2,269 5,277 SH   DFND 1 5,277 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 220 7,000 SH   SOLE   7,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,364 25,728 SH   SOLE   25,728 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,562 24,522 SH   DFND 1 24,522 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 16,829 264,237 SH   SOLE   264,237 0 0
ESSENDANT INC COM 296689102 342 25,832 SH   SOLE   25,832 0 0
ESSEX PPTY TR INC COM 297178105 10,731 44,887 SH   SOLE   44,887 0 0
ESSEX PPTY TR INC COM 297178105 783 3,275 SH   DFND 1 3,275 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 435 5,900 SH   SOLE   5,900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 420 17,160 SH   SOLE   17,160 0 0
EURONET WORLDWIDE INC COM 298736109 1,068 12,750 SH   DFND 1 12,750 0 0
EURONET WORLDWIDE INC COM 298736109 3,099 36,990 SH   SOLE   36,990 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 23,848 19,460,000 SH   SOLE   19,460,000 0 0
EVERCORE INC CLASS A 29977A105 978 9,279 SH   SOLE   9,279 0 0
EVERGY INC COM 30034W106 639 11,388 SH   SOLE   11,388 0 0
EVERTEC INC COM 30040P103 10,825 495,411 SH   SOLE   495,411 0 0
EVERTEC INC COM 30040P103 2,968 135,846 SH   DFND 1 135,846 0 0
EVERSOURCE ENERGY COM 30040W108 780 13,306 SH   SOLE   13,306 0 0
EVOLENT HEALTH INC CL A 30050B101 3,340 158,693 SH   SOLE   158,693 0 0
EVOLENT HEALTH INC CL A 30050B101 1,333 63,348 SH   DFND 1 63,348 0 0
EXELON CORP COM 30161N101 10,984 257,850 SH   SOLE   257,850 0 0
EXELIXIS INC COM 30161Q104 290 13,478 SH   DFND 1 13,478 0 0
EXELIXIS INC COM 30161Q104 2,360 109,669 SH   SOLE   109,669 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,781 31,454 SH   SOLE   31,454 0 0
EXPEDIA GROUP INC COM NEW 30212P303 895 7,444 SH   DFND 1 7,444 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,200 26,621 SH   SOLE   26,621 0 0
EXPEDITORS INTL WASH INC COM 302130109 606 8,296 SH   SOLE   8,296 0 0
EXPONENT INC COM 30214U102 1,723 35,679 SH   SOLE   35,679 0 0
EXPRESS INC COM 30219E103 473 51,681 SH   SOLE   51,681 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,526 214,037 SH   DFND 1 214,037 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 36,465 472,280 SH   SOLE   472,280 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,584 165,860 SH   DFND 1 165,860 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 12,098 559,825 SH   SOLE   559,825 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,361 83,765 SH   SOLE   83,765 0 0
EXTRA SPACE STORAGE INC COM 30225T102 634 6,350 SH   DFND 1 6,350 0 0
EXTREME NETWORKS INC COM 30226D106 633 79,503 SH   SOLE   79,503 0 0
EXTERRAN CORP COM 30227H106 2,986 119,235 SH   SOLE   119,235 0 0
EXTERRAN CORP COM 30227H106 724 28,930 SH   DFND 1 28,930 0 0
EZCORP INC CL A NON VTG 302301106 426 35,325 SH   SOLE   35,325 0 0
EXXON MOBIL CORP COM 30231G102 6,661 80,516 SH   DFND 1 80,516 0 0
EXXON MOBIL CORP COM 30231G102 51,482 622,287 SH   SOLE   622,287 0 0
FBL FINL GROUP INC CL A 30239F106 648 8,233 SH   DFND 1 8,233 0 0
FBL FINL GROUP INC CL A 30239F106 2,365 30,030 SH   SOLE   30,030 0 0
FLIR SYS INC COM 302445101 6,345 122,090 SH   DFND 1 122,090 0 0
FLIR SYS INC COM 302445101 18,762 361,022 SH   SOLE   361,022 0 0
F M C CORP COM NEW 302491303 486 5,448 SH   DFND 1 5,448 0 0
F M C CORP COM NEW 302491303 1,283 14,384 SH   SOLE   14,384 0 0
FNB CORP PA COM 302520101 990 73,788 SH   SOLE   73,788 0 0
FTD COS INC COM 30281V108 54 11,616 SH   SOLE   11,616 0 0
FTI CONSULTING INC COM 302941109 1,567 25,910 SH   SOLE   25,910 0 0
FACEBOOK INC CL A 30303M102 101,927 524,533 SH   DFND 1 524,533 0 0
FACEBOOK INC CL A 30303M102 259,688 1,336,396 SH   SOLE   1,336,396 0 0
FACTSET RESH SYS INC COM 303075105 1,755 8,857 SH   SOLE   8,857 0 0
FAIR ISAAC CORP COM 303250104 1,314 6,799 SH   SOLE   6,799 0 0
FARO TECHNOLOGIES INC COM 311642102 632 11,632 SH   SOLE   11,632 0 0
FASTENAL CO COM 311900104 581 12,078 SH   SOLE   12,078 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 5,754 45,470 SH   SOLE   45,470 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 462 3,650 SH   DFND 1 3,650 0 0
FEDERAL SIGNAL CORP COM 313855108 2,630 112,907 SH   SOLE   112,907 0 0
FEDERAL SIGNAL CORP COM 313855108 496 21,298 SH   DFND 1 21,298 0 0
FEDERATED INVS INC PA CL B 314211103 507 21,725 SH   SOLE   21,725 0 0
FEDEX CORP COM 31428X106 2,344 10,323 SH   SOLE   10,323 0 0
F5 NETWORKS INC COM 315616102 3,247 18,830 SH   SOLE   18,830 0 0
F5 NETWORKS INC COM 315616102 1,748 10,137 SH   DFND 1 10,137 0 0
FIBROGEN INC COM 31572Q808 271 4,332 SH   DFND 1 4,332 0 0
FIBROGEN INC COM 31572Q808 914 14,599 SH   SOLE   14,599 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 4,351 41,040 SH   DFND 1 41,040 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 39,418 371,764 SH   SOLE   371,764 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 386 15,209 SH   SOLE   15,209 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 537 18,695 SH   SOLE   18,695 0 0
FIFTH THIRD BANCORP COM 316773100 60,582 2,110,859 SH   SOLE   2,110,859 0 0
FIFTH THIRD BANCORP COM 316773100 28,437 990,819 SH   DFND 1 990,819 0 0
FINANCIAL ENGINES INC COM 317485100 1,962 43,688 SH   SOLE   43,688 0 0
FINANCIAL INSTNS INC COM 317585404 2,523 76,683 SH   SOLE   76,683 0 0
FINANCIAL INSTNS INC COM 317585404 725 22,042 SH   DFND 1 22,042 0 0
FINISAR CORP COM NEW 31787A507 1,416 78,681 SH   SOLE   78,681 0 0
FIRST AMERN FINL CORP COM 31847R102 1,314 25,415 SH   SOLE   25,415 0 0
FIRST BANCORP P R COM NEW 318672706 954 124,702 SH   SOLE   124,702 0 0
FIRST BUSEY CORP COM NEW 319383204 3,906 123,149 SH   SOLE   123,149 0 0
FIRST BUSEY CORP COM NEW 319383204 981 30,923 SH   DFND 1 30,923 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,267 210,643 SH   SOLE   210,643 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 677 43,654 SH   DFND 1 43,654 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,862 27,765 SH   DFND 1 27,765 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 6,231 92,921 SH   SOLE   92,921 0 0
FIRST FINL BANCORP OH COM 320209109 2,057 67,098 SH   SOLE   67,098 0 0
FIRST FINL BANKSHARES COM 32020R109 2,361 46,389 SH   SOLE   46,389 0 0
FIRST FINL CORP IND COM 320218100 2,060 45,429 SH   SOLE   45,429 0 0
FIRST FINL CORP IND COM 320218100 598 13,180 SH   DFND 1 13,180 0 0
FIRST HORIZON NATL CORP COM 320517105 1,330 74,550 SH   SOLE   74,550 0 0
FIRST HAWAIIAN INC COM 32051X108 5,127 176,655 SH   DFND 1 176,655 0 0
FIRST HAWAIIAN INC COM 32051X108 18,489 637,097 SH   SOLE   637,097 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,534 345,940 SH   SOLE   345,940 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,042 31,256 SH   DFND 1 31,256 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 9,567 226,714 SH   DFND 1 226,714 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 16,728 396,410 SH   SOLE   396,410 0 0
FIRST LONG IS CORP COM 320734106 576 23,183 SH   SOLE   23,183 0 0
FIRST MERCHANTS CORP COM 320817109 566 12,200 SH   SOLE   12,200 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 280 7,122 SH   SOLE   7,122 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 3,556 139,622 SH   SOLE   139,622 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 540 21,221 SH   DFND 1 21,221 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 40,224 415,576 SH   SOLE   415,576 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 33,835 349,570 SH   DFND 1 349,570 0 0
FIRST SOLAR INC COM 336433107 980 18,618 SH   SOLE   18,618 0 0
FIRSTCASH INC COM 33767D105 2,799 31,155 SH   SOLE   31,155 0 0
FISERV INC COM 337738108 37,593 507,400 SH   SOLE   507,400 0 0
FISERV INC COM 337738108 4,234 57,142 SH   DFND 1 57,142 0 0
FIRSTENERGY CORP COM 337932107 676 18,824 SH   SOLE   18,824 0 0
FIVE BELOW INC COM 33829M101 11,088 113,483 SH   SOLE   113,483 0 0
FIVE BELOW INC COM 33829M101 3,933 40,247 SH   DFND 1 40,247 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 791 3,757 SH   SOLE   3,757 0 0
FLOTEK INDS INC DEL COM 343389102 126 39,008 SH   SOLE   39,008 0 0
FLUOR CORP NEW COM 343412102 288 5,903 SH   SOLE   5,903 0 0
FLOWERS FOODS INC COM 343498101 880 42,269 SH   SOLE   42,269 0 0
FLOWSERVE CORP COM 34354P105 222 5,494 SH   SOLE   5,494 0 0
FOOT LOCKER INC COM 344849104 261 4,960 SH   SOLE   4,960 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,819 164,352 SH   SOLE   164,352 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,801 78,951 SH   SOLE   78,951 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 315 13,790 SH   DFND 1 13,790 0 0
FORMFACTOR INC COM 346375108 666 50,100 SH   SOLE   50,100 0 0
FORRESTER RESH INC COM 346563109 3,144 74,957 SH   SOLE   74,957 0 0
FORRESTER RESH INC COM 346563109 864 20,599 SH   DFND 1 20,599 0 0
FORTINET INC COM 34959E109 4,270 68,399 SH   DFND 1 68,399 0 0
FORTINET INC COM 34959E109 14,418 230,946 SH   SOLE   230,946 0 0
FORTIVE CORP COM 34959J108 3,558 46,137 SH   DFND 1 46,137 0 0
FORTIVE CORP COM 34959J108 14,430 187,133 SH   SOLE   187,133 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 6,101 113,641 SH   SOLE   113,641 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,994 37,142 SH   DFND 1 37,142 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,272 102,968 SH   DFND 1 102,968 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 4,221 341,813 SH   SOLE   341,813 0 0
FORWARD AIR CORP COM 349853101 1,192 20,179 SH   SOLE   20,179 0 0
FOSSIL GROUP INC COM 34988V106 808 30,062 SH   SOLE   30,062 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,774 72,014 SH   SOLE   72,014 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,203 25,844 SH   SOLE   25,844 0 0
FRANCESCAS HLDGS CORP COM 351793104 179 23,696 SH   SOLE   23,696 0 0
FRANKLIN ELEC INC COM 353514102 2,886 63,983 SH   SOLE   63,983 0 0
FRANKLIN ELEC INC COM 353514102 503 11,152 SH   DFND 1 11,152 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 311 8,283 SH   SOLE   8,283 0 0
FRANKLIN RES INC COM 354613101 429 13,383 SH   SOLE   13,383 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 330 38,546 SH   DFND 1 38,546 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,986 231,970 SH   SOLE   231,970 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,556 206,044 SH   SOLE   206,044 0 0
FREEPORT-MCMORAN INC CL B 35671D857 794 46,021 SH   DFND 1 46,021 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 295 54,975 SH   SOLE   54,975 0 0
FULLER H B CO COM 359694106 1,862 34,679 SH   SOLE   34,679 0 0
FULTON FINL CORP PA COM 360271100 661 40,045 SH   SOLE   40,045 0 0
FUTUREFUEL CORPORATION COM 36116M106 244 17,404 SH   SOLE   17,404 0 0
GATX CORP COM 361448103 638 8,590 SH   SOLE   8,590 0 0
GEO GROUP INC NEW COM 36162J106 2,342 85,030 SH   SOLE   85,030 0 0
GGP INC COM 36174X101 21,937 1,073,784 SH   DFND 1 1,073,784 0 0
GGP INC COM 36174X101 33,965 1,662,500 SH   SOLE   1,662,500 0 0
G-III APPAREL GROUP LTD COM 36237H101 6,241 140,564 SH   DFND 1 140,564 0 0
G-III APPAREL GROUP LTD COM 36237H101 12,192 274,589 SH   SOLE   274,589 0 0
GMS INC COM 36251C103 397 14,654 SH   SOLE   14,654 0 0
GALLAGHER ARTHUR J & CO COM 363576109 8,436 129,223 SH   SOLE   129,223 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 221 6,178 SH   DFND 1 6,178 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,262 35,253 SH   SOLE   35,253 0 0
GAMESTOP CORP NEW CL A 36467W109 1,018 69,883 SH   SOLE   69,883 0 0
GANNETT CO INC COM 36473H104 829 77,470 SH   SOLE   77,470 0 0
GAP INC DEL COM 364760108 295 9,111 SH   SOLE   9,111 0 0
GARTNER INC COM 366651107 509 3,831 SH   SOLE   3,831 0 0
GENERAL DYNAMICS CORP COM 369550108 3,332 17,876 SH   DFND 1 17,876 0 0
GENERAL DYNAMICS CORP COM 369550108 25,860 138,724 SH   SOLE   138,724 0 0
GENERAL ELECTRIC CO COM 369604103 4,964 364,696 SH   SOLE   364,696 0 0
GENERAL MLS INC COM 370334104 1,102 24,895 SH   SOLE   24,895 0 0
GENERAL MTRS CO COM 37045V100 1,889 47,956 SH   DFND 1 47,956 0 0
GENERAL MTRS CO COM 37045V100 5,766 146,353 SH   SOLE   146,353 0 0
GENESCO INC COM 371532102 542 13,662 SH   SOLE   13,662 0 0
GENESEE & WYO INC CL A 371559105 9,168 112,740 SH   DFND 1 112,740 0 0
GENESEE & WYO INC CL A 371559105 14,567 179,135 SH   SOLE   179,135 0 0
GENTEX CORP COM 371901109 1,436 62,396 SH   SOLE   62,396 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,738 429,159 SH   SOLE   429,159 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,090 170,850 SH   DFND 1 170,850 0 0
GENOMIC HEALTH INC COM 37244C101 365 7,239 SH   SOLE   7,239 0 0
GENUINE PARTS CO COM 372460105 566 6,162 SH   SOLE   6,162 0 0
GENWORTH FINL INC COM CL A 37247D106 512 113,740 SH   SOLE   113,740 0 0
GENTHERM INC COM 37253A103 992 25,241 SH   SOLE   25,241 0 0
GETTY RLTY CORP NEW COM 374297109 271 9,630 SH   DFND 1 9,630 0 0
GETTY RLTY CORP NEW COM 374297109 1,746 61,992 SH   SOLE   61,992 0 0
GIBRALTAR INDS INC COM 374689107 817 21,787 SH   SOLE   21,787 0 0
GILEAD SCIENCES INC COM 375558103 3,868 54,598 SH   SOLE   54,598 0 0
GLACIER BANCORP INC NEW COM 37637Q105 2,108 54,496 SH   SOLE   54,496 0 0
GLADSTONE COML CORP COM 376536108 287 14,953 SH   SOLE   14,953 0 0
GLATFELTER COM 377316104 587 29,977 SH   SOLE   29,977 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 18,700 463,896 SH   DFND 1 463,896 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 34,090 845,696 SH   SOLE   845,696 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,240 60,697 SH   SOLE   60,697 0 0
GLOBAL PMTS INC COM 37940X102 15,506 139,079 SH   SOLE   139,079 0 0
GLOBAL PMTS INC COM 37940X102 5,074 45,510 SH   DFND 1 45,510 0 0
GLOBUS MED INC CL A 379577208 843 16,698 SH   SOLE   16,698 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 73,005 330,984 SH   DFND 1 330,984 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 151,499 686,851 SH   SOLE   686,851 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 3,304 3,240,000 SH   SOLE   3,240,000 0 0
GOLUB CAP BDC INC COM 38173M102 2,370 129,532 SH   SOLE   129,532 0 0
GOLUB CAP BDC INC COM 38173M102 3,556 194,300 SH   DFND 1 194,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 235 10,070 SH   SOLE   10,070 0 0
GORMAN RUPP CO COM 383082104 810 23,130 SH   SOLE   23,130 0 0
GORMAN RUPP CO COM 383082104 222 6,329 SH   DFND 1 6,329 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,653 104,315 SH   SOLE   104,315 0 0
GRACO INC COM 384109104 1,727 38,188 SH   SOLE   38,188 0 0
GRAHAM HLDGS CO COM 384637104 588 1,003 SH   SOLE   1,003 0 0
GRAINGER W W INC COM 384802104 660 2,140 SH   SOLE   2,140 0 0
GRAMERCY PPTY TR COM NEW 385002308 484 17,701 SH   SOLE   17,701 0 0
GRAN TIERRA ENERGY INC COM 38500T101 1,600 463,793 SH   DFND 1 463,793 0 0
GRAN TIERRA ENERGY INC COM 38500T101 5,310 1,539,016 SH   SOLE   1,539,016 0 0
GRANITE CONSTR INC COM 387328107 4,853 87,191 SH   DFND 1 87,191 0 0
GRANITE CONSTR INC COM 387328107 8,989 161,497 SH   SOLE   161,497 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 952 65,585 SH   DFND 1 65,585 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,090 212,986 SH   SOLE   212,986 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,457 42,963 SH   DFND 1 42,963 0 0
GREAT SOUTHN BANCORP INC COM 390905107 8,902 155,634 SH   SOLE   155,634 0 0
GREAT WESTN BANCORP INC COM 391416104 1,697 40,403 SH   SOLE   40,403 0 0
GREEN BANCORP INC COM 39260X100 392 18,155 SH   SOLE   18,155 0 0
GREEN DOT CORP CL A 39304D102 2,353 32,058 SH   SOLE   32,058 0 0
GREEN PLAINS INC COM 393222104 488 26,685 SH   SOLE   26,685 0 0
GREENBRIER COS INC COM 393657101 1,024 19,410 SH   SOLE   19,410 0 0
GREENHILL & CO INC COM 395259104 453 15,949 SH   SOLE   15,949 0 0
GREIF INC CL A 397624107 312 5,906 SH   SOLE   5,906 0 0
GRIFFON CORP COM 398433102 413 23,197 SH   SOLE   23,197 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 850 13,496 SH   SOLE   13,496 0 0
GUESS INC COM 401617105 856 39,985 SH   SOLE   39,985 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 11,361 127,968 SH   DFND 1 127,968 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 21,825 245,836 SH   SOLE   245,836 0 0
GULFPORT ENERGY CORP COM NEW 402635304 448 35,610 SH   SOLE   35,610 0 0
HCA HEALTHCARE INC COM 40412C101 1,204 11,734 SH   SOLE   11,734 0 0
HCP INC COM 40414L109 6,693 259,229 SH   SOLE   259,229 0 0
HCP INC COM 40414L109 603 23,350 SH   DFND 1 23,350 0 0
HCI GROUP INC COM 40416E103 212 5,104 SH   SOLE   5,104 0 0
HFF INC CL A 40418F108 876 25,488 SH   SOLE   25,488 0 0
HNI CORP COM 404251100 369 9,918 SH   SOLE   9,918 0 0
HMS HLDGS CORP COM 40425J101 1,234 57,087 SH   SOLE   57,087 0 0
HP INC COM 40434L105 1,564 68,921 SH   SOLE   68,921 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 784 78,373 SH   DFND 1 78,373 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,971 197,100 SH   SOLE   197,100 0 0
HAEMONETICS CORP COM 405024100 1,067 11,895 SH   SOLE   11,895 0 0
HAIN CELESTIAL GROUP INC COM 405217100 31,223 1,047,762 SH   DFND 1 1,047,762 0 0
HAIN CELESTIAL GROUP INC COM 405217100 40,545 1,360,577 SH   SOLE   1,360,577 0 0
HALLIBURTON CO COM 406216101 53,413 1,185,368 SH   DFND 1 1,185,368 0 0
HALLIBURTON CO COM 406216101 99,535 2,208,945 SH   SOLE   2,208,945 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 20,978 1,243,495 SH   SOLE   1,243,495 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 18,095 1,072,642 SH   DFND 1 1,072,642 0 0
HALYARD HEALTH INC COM 40650V100 613 10,713 SH   SOLE   10,713 0 0
HAMILTON LANE INC CL A 407497106 11,045 230,255 SH   DFND 1 230,255 0 0
HAMILTON LANE INC CL A 407497106 19,783 412,404 SH   SOLE   412,404 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 12,480 267,532 SH   SOLE   267,532 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 7,847 168,210 SH   DFND 1 168,210 0 0
HANESBRANDS INC COM 410345102 333 15,132 SH   SOLE   15,132 0 0
HANMI FINL CORP COM NEW 410495204 673 23,752 SH   DFND 1 23,752 0 0
HANMI FINL CORP COM NEW 410495204 2,086 73,576 SH   SOLE   73,576 0 0
HANOVER INS GROUP INC COM 410867105 3,100 25,932 SH   DFND 1 25,932 0 0
HANOVER INS GROUP INC COM 410867105 8,185 68,456 SH   SOLE   68,456 0 0
HARLEY DAVIDSON INC COM 412822108 20,805 494,415 SH   DFND 1 494,415 0 0
HARLEY DAVIDSON INC COM 412822108 43,881 1,042,806 SH   SOLE   1,042,806 0 0
HARMONIC INC COM 413160102 248 58,458 SH   SOLE   58,458 0 0
HARRIS CORP DEL COM 413875105 721 4,985 SH   SOLE   4,985 0 0
HARSCO CORP COM 415864107 1,591 72,013 SH   SOLE   72,013 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,012 58,908 SH   DFND 1 58,908 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 14,162 276,980 SH   SOLE   276,980 0 0
HASBRO INC COM 418056107 441 4,774 SH   SOLE   4,774 0 0
HAVERTY FURNITURE INC COM 419596101 915 42,341 SH   SOLE   42,341 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 851 24,799 SH   SOLE   24,799 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,252 34,830 SH   SOLE   34,830 0 0
HAWKINS INC COM 420261109 231 6,523 SH   SOLE   6,523 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 316 8,589 SH   SOLE   8,589 0 0
HEALTHCARE SVCS GRP INC COM 421906108 8,748 202,556 SH   SOLE   202,556 0 0
HEALTHCARE SVCS GRP INC COM 421906108 3,220 74,555 SH   DFND 1 74,555 0 0
HEALTHCARE RLTY TR COM 421946104 3,137 107,888 SH   SOLE   107,888 0 0
HEALTHSTREAM INC COM 42222N103 593 21,725 SH   SOLE   21,725 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,629 60,419 SH   SOLE   60,419 0 0
HEALTHEQUITY INC COM 42226A107 2,706 36,029 SH   SOLE   36,029 0 0
HEARTLAND EXPRESS INC COM 422347104 628 33,880 SH   SOLE   33,880 0 0
HEARTLAND FINL USA INC COM 42234Q102 1,110 20,243 SH   DFND 1 20,243 0 0
HEARTLAND FINL USA INC COM 42234Q102 3,710 67,636 SH   SOLE   67,636 0 0
HECLA MNG CO COM 422704106 314 90,326 SH   SOLE   90,326 0 0
HECLA MNG CO COM 422704106 94 26,902 SH   DFND 1 26,902 0 0
HEICO CORP NEW COM 422806109 3,898 53,446 SH   DFND 1 53,446 0 0
HEICO CORP NEW COM 422806109 10,215 140,071 SH   SOLE   140,071 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 454 12,981 SH   SOLE   12,981 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 555 66,607 SH   DFND 1 66,607 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 2,600 312,118 SH   SOLE   312,118 0 0
HELMERICH & PAYNE INC COM 423452101 292 4,572 SH   SOLE   4,572 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 269 20,563 SH   SOLE   20,563 0 0
HENRY JACK & ASSOC INC COM 426281101 2,296 17,611 SH   SOLE   17,611 0 0
HERITAGE COMMERCE CORP COM 426927109 14,592 858,839 SH   SOLE   858,839 0 0
HERITAGE COMMERCE CORP COM 426927109 9,045 532,362 SH   DFND 1 532,362 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,287 3,300,000 SH   SOLE   3,300,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 360 10,325 SH   DFND 1 10,325 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,900 54,523 SH   SOLE   54,523 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,032 48,111 SH   SOLE   48,111 0 0
HERSHEY CO COM 427866108 678 7,282 SH   SOLE   7,282 0 0
HESKA CORP COM RESTRC NEW 42805E306 6,127 59,031 SH   SOLE   59,031 0 0
HESKA CORP COM RESTRC NEW 42805E306 3,827 36,874 SH   DFND 1 36,874 0 0
HESS CORP COM 42809H107 735 10,995 SH   SOLE   10,995 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 937 64,118 SH   SOLE   64,118 0 0
HIBBETT SPORTS INC COM 428567101 298 13,027 SH   SOLE   13,027 0 0
HIGHPOINT RES CORP COM 43114K108 416 68,356 SH   SOLE   68,356 0 0
HIGHWOODS PPTYS INC COM 431284108 4,747 93,577 SH   DFND 1 93,577 0 0
HIGHWOODS PPTYS INC COM 431284108 26,522 522,812 SH   SOLE   522,812 0 0
HILL ROM HLDGS INC COM 431475102 14,619 167,385 SH   SOLE   167,385 0 0
HILL ROM HLDGS INC COM 431475102 3,398 38,911 SH   DFND 1 38,911 0 0
HILLENBRAND INC COM 431571108 329 6,969 SH   DFND 1 6,969 0 0
HILLENBRAND INC COM 431571108 3,091 65,557 SH   SOLE   65,557 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,245 28,364 SH   SOLE   28,364 0 0
HOLLYFRONTIER CORP COM 436106108 5,292 77,335 SH   SOLE   77,335 0 0
HOLLYFRONTIER CORP COM 436106108 1,646 24,060 SH   DFND 1 24,060 0 0
HOLOGIC INC COM 436440101 6,295 158,361 SH   SOLE   158,361 0 0
HOLOGIC INC COM 436440101 3,004 75,580 SH   DFND 1 75,580 0 0
HOME BANCSHARES INC COM 436893200 811 35,947 SH   SOLE   35,947 0 0
HOME DEPOT INC COM 437076102 6,473 33,177 SH   DFND 1 33,177 0 0
HOME DEPOT INC COM 437076102 56,754 290,899 SH   SOLE   290,899 0 0
HOMESTREET INC COM 43785V102 499 18,506 SH   SOLE   18,506 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,384 120,219 SH   SOLE   120,219 0 0
HOMETRUST BANCSHARES INC COM 437872104 953 33,857 SH   DFND 1 33,857 0 0
HONEYWELL INTL INC COM 438516106 66,358 460,660 SH   DFND 1 460,660 0 0
HONEYWELL INTL INC COM 438516106 169,019 1,173,337 SH   SOLE   1,173,337 0 0
HOPE BANCORP INC COM 43940T109 687 38,537 SH   DFND 1 38,537 0 0
HOPE BANCORP INC COM 43940T109 2,570 144,163 SH   SOLE   144,163 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 17,139 384,276 SH   SOLE   384,276 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 10,853 243,350 SH   DFND 1 243,350 0 0
HORIZON BANCORP INC COM 440407104 3,164 152,928 SH   SOLE   152,928 0 0
HORIZON BANCORP INC COM 440407104 943 45,564 SH   DFND 1 45,564 0 0
HORMEL FOODS CORP COM 440452100 422 11,340 SH   SOLE   11,340 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,059 71,967 SH   DFND 1 71,967 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 9,222 322,341 SH   SOLE   322,341 0 0
HOST HOTELS & RESORTS INC COM 44107P104 43,124 2,046,723 SH   SOLE   2,046,723 0 0
HOST HOTELS & RESORTS INC COM 44107P104 29,190 1,385,371 SH   DFND 1 1,385,371 0 0
HOULIHAN LOKEY INC CL A 441593100 11,204 218,735 SH   SOLE   218,735 0 0
HOULIHAN LOKEY INC CL A 441593100 7,674 149,817 SH   DFND 1 149,817 0 0
HUB GROUP INC CL A 443320106 1,151 23,118 SH   SOLE   23,118 0 0
HUBBELL INC COM 443510607 9,814 92,811 SH   SOLE   92,811 0 0
HUBBELL INC COM 443510607 2,561 24,218 SH   DFND 1 24,218 0 0
HUDSON PAC PPTYS INC COM 444097109 29,553 834,125 SH   SOLE   834,125 0 0
HUDSON PAC PPTYS INC COM 444097109 7,528 212,474 SH   DFND 1 212,474 0 0
HUMANA INC COM 444859102 1,721 5,781 SH   SOLE   5,781 0 0
HUNT J B TRANS SVCS INC COM 445658107 11,294 92,913 SH   SOLE   92,913 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,743 30,794 SH   DFND 1 30,794 0 0
HUNTINGTON BANCSHARES INC COM 446150104 44,034 2,983,334 SH   DFND 1 2,983,334 0 0
HUNTINGTON BANCSHARES INC COM 446150104 60,370 4,090,134 SH   SOLE   4,090,134 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 69,091 318,699 SH   SOLE   318,699 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 59,042 272,345 SH   DFND 1 272,345 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 746 11,609 SH   SOLE   11,609 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 229 3,566 SH   DFND 1 3,566 0 0
IAC INTERACTIVECORP COM 44919P508 2,218 14,543 SH   DFND 1 14,543 0 0
IAC INTERACTIVECORP COM 44919P508 6,452 42,311 SH   SOLE   42,311 0 0
ICF INTL INC COM 44925C103 6,734 94,782 SH   DFND 1 94,782 0 0
ICF INTL INC COM 44925C103 10,931 153,846 SH   SOLE   153,846 0 0
ICU MED INC COM 44930G107 1,020 3,472 SH   SOLE   3,472 0 0
ILG INC COM 44967H101 795 24,077 SH   SOLE   24,077 0 0
IPG PHOTONICS CORP COM 44980X109 348 1,578 SH   SOLE   1,578 0 0
ITT INC COM 45073V108 1,041 19,914 SH   SOLE   19,914 0 0
IBERIABANK CORP COM 450828108 17,394 229,472 SH   SOLE   229,472 0 0
IBERIABANK CORP COM 450828108 11,680 154,092 SH   DFND 1 154,092 0 0
IDACORP INC COM 451107106 1,059 11,482 SH   SOLE   11,482 0 0
IDEX CORP COM 45167R104 2,386 17,480 SH   SOLE   17,480 0 0
IDEXX LABS INC COM 45168D104 795 3,647 SH   SOLE   3,647 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,940 50,093 SH   SOLE   50,093 0 0
ILLUMINA INC COM 452327109 13,182 47,199 SH   DFND 1 47,199 0 0
ILLUMINA INC COM 452327109 34,448 123,342 SH   SOLE   123,342 0 0
ILLUMINA INC NOTE 6/1 452327AF6 15,072 12,800,000 SH   SOLE   12,800,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 10,994 8,350,000 SH   SOLE   8,350,000 0 0
INCYTE CORP COM 45337C102 495 7,387 SH   SOLE   7,387 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 932 90,363 SH   SOLE   90,363 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,483 18,919 SH   SOLE   18,919 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 860 33,719 SH   DFND 1 33,719 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,869 112,527 SH   SOLE   112,527 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 13,973 98,158 SH   SOLE   98,158 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 8,915 62,624 SH   DFND 1 62,624 0 0
INFRAREIT INC COM 45685L100 13,990 631,018 SH   SOLE   631,018 0 0
INFRAREIT INC COM 45685L100 3,925 177,056 SH   DFND 1 177,056 0 0
INGEVITY CORP COM 45688C107 2,338 28,919 SH   SOLE   28,919 0 0
INGREDION INC COM 457187102 1,822 16,460 SH   SOLE   16,460 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,438 29,381 SH   DFND 1 29,381 0 0
INSIGHT ENTERPRISES INC COM 45765U103 6,000 122,624 SH   SOLE   122,624 0 0
INNOSPEC INC COM 45768S105 10,480 136,902 SH   SOLE   136,902 0 0
INNOSPEC INC COM 45768S105 2,766 36,127 SH   DFND 1 36,127 0 0
INNOPHOS HOLDINGS INC COM 45774N108 638 13,405 SH   SOLE   13,405 0 0
INSTEEL INDUSTRIES INC COM 45774W108 415 12,423 SH   SOLE   12,423 0 0
INSPERITY INC COM 45778Q107 2,443 25,646 SH   SOLE   25,646 0 0
INOGEN INC COM 45780L104 4,829 25,915 SH   DFND 1 25,915 0 0
INOGEN INC COM 45780L104 14,318 76,842 SH   SOLE   76,842 0 0
INSTALLED BLDG PRODS INC COM 45780R101 809 14,308 SH   SOLE   14,308 0 0
INNOVIVA INC COM 45781M101 653 47,317 SH   SOLE   47,317 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,035 16,073 SH   SOLE   16,073 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 939 29,452 SH   SOLE   29,452 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 16,524 14,500,000 SH   SOLE   14,500,000 0 0
INTEL CORP COM 458140100 9,954 200,246 SH   SOLE   200,246 0 0
INTEL CORP COM 458140100 270 5,427 SH   DFND 1 5,427 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,198 1,336,000 SH   DFND 1 1,336,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 28,875 12,064,000 SH   SOLE   12,064,000 0 0
INTEGER HLDGS CORP COM 45826H109 1,264 19,546 SH   SOLE   19,546 0 0
INTER PARFUMS INC COM 458334109 872 16,293 SH   DFND 1 16,293 0 0
INTER PARFUMS INC COM 458334109 3,491 65,251 SH   SOLE   65,251 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 22,973 356,673 SH   SOLE   356,673 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 10,302 159,938 SH   DFND 1 159,938 0 0
INTERFACE INC COM 458665304 9,145 398,459 SH   SOLE   398,459 0 0
INTERFACE INC COM 458665304 2,408 104,908 SH   DFND 1 104,908 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,346 99,878 SH   DFND 1 99,878 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 24,298 330,362 SH   SOLE   330,362 0 0
INTERDIGITAL INC COM 45867G101 640 7,917 SH   SOLE   7,917 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 529 12,352 SH   SOLE   12,352 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,077 36,345 SH   SOLE   36,345 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 411 3,314 SH   SOLE   3,314 0 0
INTL PAPER CO COM 460146103 1,359 26,103 SH   DFND 1 26,103 0 0
INTL PAPER CO COM 460146103 5,323 102,212 SH   SOLE   102,212 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,491 33,366 SH   DFND 1 33,366 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 5,203 116,402 SH   SOLE   116,402 0 0
INTERPUBLIC GROUP COS INC COM 460690100 379 16,188 SH   SOLE   16,188 0 0
INTERSECT ENT INC COM 46071F103 7,752 206,992 SH   SOLE   206,992 0 0
INTERSECT ENT INC COM 46071F103 3,103 82,854 SH   DFND 1 82,854 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 4,243 24,720 SH   DFND 1 24,720 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 6,155 35,860 SH   SOLE   35,860 0 0
INTL FCSTONE INC COM 46116V105 556 10,749 SH   SOLE   10,749 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 252 14,283 SH   DFND 1 14,283 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 636 35,986 SH   SOLE   35,986 0 0
INTUIT COM 461202103 21,468 105,080 SH   SOLE   105,080 0 0
INVACARE CORP COM 461203101 423 22,746 SH   SOLE   22,746 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,430 25,979 SH   DFND 1 25,979 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 33,769 70,576 SH   SOLE   70,576 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,218 76,583 SH   SOLE   76,583 0 0
INVESCO SR INCOME TR COM 46131H107 88 20,628 SH   SOLE   20,628 0 0
INVESCO SR INCOME TR COM 46131H107 88 20,628 SH   DFND 1 20,628 0 0
INVESCO EXCHANGE TRADED FD T ZACKS MULT AST 46137Y500 219 10,000 SH   SOLE   10,000 0 0
INVESCO EXCHANGE TRADED FD T ZACKS MULT AST 46137Y500 510 23,250 SH   DFND 1 23,250 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 14,187 619,500 SH   DFND 1 619,500 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 13,073 570,875 SH   SOLE   570,875 0 0
INVESCO EXCHNG TRADED FD TR VAR RATE PFD 46138G870 261 10,500 SH   SOLE   10,500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11,520 550,655 SH   DFND 1 550,655 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 19,658 939,678 SH   SOLE   939,678 0 0
INVITATION HOMES INC COM 46187W107 2,668 115,700 SH   SOLE   115,700 0 0
IQVIA HLDGS INC COM 46266C105 600 6,015 SH   SOLE   6,015 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 926 57,546 SH   SOLE   57,546 0 0
IROBOT CORP COM 462726100 1,445 19,074 SH   SOLE   19,074 0 0
IRON MTN INC NEW COM 46284V101 4,729 135,078 SH   SOLE   135,078 0 0
IRON MTN INC NEW COM 46284V101 488 13,950 SH   DFND 1 13,950 0 0
ISHARES TR IBOXX INV CP ETF 464287242 13,296 116,050 SH   SOLE   116,050 0 0
ISHARES TR IBOXX INV CP ETF 464287242 21,584 188,395 SH   DFND 1 188,395 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 12,994 79,340 SH   SOLE   79,340 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 8,821 53,860 SH   DFND 1 53,860 0 0
ISHARES TR JPMORGAN USD EMG 464288281 7,154 67,000 SH   DFND 1 67,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,672 128,050 SH   SOLE   128,050 0 0
ISHARES TR INTRMD CR BD ETF 464288638 2,999 28,225 SH   SOLE   28,225 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 24,370 235,000 SH   SOLE   235,000 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 5,081 49,000 SH   DFND 1 49,000 0 0
ITRON INC COM 465741106 1,421 23,665 SH   SOLE   23,665 0 0
JBG SMITH PPTYS COM 46590V100 2,673 73,282 SH   SOLE   73,282 0 0
J & J SNACK FOODS CORP COM 466032109 1,565 10,264 SH   SOLE   10,264 0 0
JPMORGAN CHASE & CO COM 46625H100 62,605 600,820 SH   SOLE   600,820 0 0
JPMORGAN CHASE & CO COM 46625H100 24,025 230,570 SH   DFND 1 230,570 0 0
JABIL INC COM 466313103 1,080 39,030 SH   SOLE   39,030 0 0
JACK IN THE BOX INC COM 466367109 551 6,479 SH   SOLE   6,479 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 25,438 400,656 SH   SOLE   400,656 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 8,347 131,468 SH   DFND 1 131,468 0 0
JEFFERIES FINL GROUP INC COM 47233W109 2,250 98,944 SH   DFND 1 98,944 0 0
JEFFERIES FINL GROUP INC COM 47233W109 7,824 344,064 SH   SOLE   344,064 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,369 72,112 SH   SOLE   72,112 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,935 21,770 SH   SOLE   21,770 0 0
JOHNSON & JOHNSON COM 478160104 35,889 295,773 SH   DFND 1 295,773 0 0
JOHNSON & JOHNSON COM 478160104 112,273 925,273 SH   SOLE   925,273 0 0
JONES LANG LASALLE INC COM 48020Q107 1,720 10,365 SH   SOLE   10,365 0 0
J2 GLOBAL INC COM 48123V102 969 11,189 SH   SOLE   11,189 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 21,081 15,600,000 SH   SOLE   15,600,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,149 78,359 SH   SOLE   78,359 0 0
JUNIPER NETWORKS INC COM 48203R104 1,090 39,765 SH   DFND 1 39,765 0 0
KAR AUCTION SVCS INC COM 48238T109 6,901 125,935 SH   DFND 1 125,935 0 0
KAR AUCTION SVCS INC COM 48238T109 24,489 446,881 SH   SOLE   446,881 0 0
KBR INC COM 48242W106 574 32,041 SH   SOLE   32,041 0 0
KLA-TENCOR CORP COM 482480100 671 6,545 SH   SOLE   6,545 0 0
KLX INC COM 482539103 831 11,561 SH   SOLE   11,561 0 0
KADANT INC COM 48282T104 1,200 12,481 SH   DFND 1 12,481 0 0
KADANT INC COM 48282T104 4,710 48,982 SH   SOLE   48,982 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,197 11,498 SH   SOLE   11,498 0 0
KAMAN CORP COM 483548103 1,335 19,150 SH   SOLE   19,150 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 456 4,308 SH   SOLE   4,308 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,083 60,375 SH   SOLE   60,375 0 0
KB HOME COM 48666K109 524 19,242 SH   SOLE   19,242 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 22,833 21,050,000 SH   SOLE   21,050,000 0 0
KEANE GROUP INC COM 48669A108 234 17,113 SH   SOLE   17,113 0 0
KELLOGG CO COM 487836108 733 10,486 SH   SOLE   10,486 0 0
KELLY SVCS INC CL A 488152208 474 21,098 SH   SOLE   21,098 0 0
KEMET CORP COM NEW 488360207 821 33,985 SH   SOLE   33,985 0 0
KEMPER CORP DEL COM 488401100 844 11,155 SH   SOLE   11,155 0 0
KENNAMETAL INC COM 489170100 668 18,599 SH   SOLE   18,599 0 0
KEYCORP NEW COM 493267108 77,057 3,943,575 SH   DFND 1 3,943,575 0 0
KEYCORP NEW COM 493267108 140,683 7,199,743 SH   SOLE   7,199,743 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 9,776 165,610 SH   DFND 1 165,610 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 37,158 629,480 SH   SOLE   629,480 0 0
KEYW HLDG CORP COM 493723100 1,472 168,402 SH   DFND 1 168,402 0 0
KEYW HLDG CORP COM 493723100 2,144 245,317 SH   SOLE   245,317 0 0
KFORCE INC COM 493732101 1,447 42,196 SH   DFND 1 42,196 0 0
KFORCE INC COM 493732101 4,875 142,125 SH   SOLE   142,125 0 0
KILROY RLTY CORP COM 49427F108 371 4,900 SH   DFND 1 4,900 0 0
KILROY RLTY CORP COM 49427F108 6,481 85,684 SH   SOLE   85,684 0 0
KIMBERLY CLARK CORP COM 494368103 20,993 199,291 SH   SOLE   199,291 0 0
KIMBERLY CLARK CORP COM 494368103 11,412 108,337 SH   DFND 1 108,337 0 0
KIMCO RLTY CORP COM 49446R109 3,892 229,048 SH   SOLE   229,048 0 0
KIMCO RLTY CORP COM 49446R109 359 21,132 SH   DFND 1 21,132 0 0
KINDER MORGAN INC DEL COM 49456B101 1,408 79,664 SH   SOLE   79,664 0 0
KIRBY CORP COM 497266106 50,429 603,219 SH   SOLE   603,219 0 0
KIRBY CORP COM 497266106 30,253 361,874 SH   DFND 1 361,874 0 0
KIRKLANDS INC COM 497498105 126 10,808 SH   SOLE   10,808 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,816 106,336 SH   SOLE   106,336 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,118 29,253 SH   SOLE   29,253 0 0
KNOWLES CORP COM 49926D109 944 61,710 SH   SOLE   61,710 0 0
KOHLS CORP COM 500255104 515 7,064 SH   SOLE   7,064 0 0
KOPIN CORP COM 500600101 122 42,525 SH   SOLE   42,525 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,478 38,544 SH   SOLE   38,544 0 0
KOPPERS HOLDINGS INC COM 50060P106 275 7,168 SH   DFND 1 7,168 0 0
KORN FERRY INTL COM NEW 500643200 2,401 38,776 SH   SOLE   38,776 0 0
KRAFT HEINZ CO COM 500754106 1,576 25,084 SH   SOLE   25,084 0 0
KRATON CORPORATION COM 50077C106 1,010 21,884 SH   SOLE   21,884 0 0
KROGER CO COM 501044101 971 34,131 SH   SOLE   34,131 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,746 73,285 SH   SOLE   73,285 0 0
KULICKE & SOFFA INDS INC COM 501242101 957 40,190 SH   DFND 1 40,190 0 0
L BRANDS INC COM 501797104 376 10,185 SH   SOLE   10,185 0 0
LHC GROUP INC COM 50187A107 23,201 271,066 SH   SOLE   271,066 0 0
LHC GROUP INC COM 50187A107 13,297 155,361 SH   DFND 1 155,361 0 0
LGI HOMES INC COM 50187T106 716 12,411 SH   SOLE   12,411 0 0
LKQ CORP COM 501889208 938 29,397 SH   SOLE   29,397 0 0
LCI INDS COM 50189K103 1,559 17,296 SH   SOLE   17,296 0 0
LSB INDS INC COM 502160104 69 13,057 SH   SOLE   13,057 0 0
LTC PPTYS INC COM 502175102 1,777 41,585 SH   SOLE   41,585 0 0
LSC COMMUNICATIONS INC COM 50218P107 356 22,738 SH   SOLE   22,738 0 0
L3 TECHNOLOGIES INC COM 502413107 10,971 57,045 SH   SOLE   57,045 0 0
L3 TECHNOLOGIES INC COM 502413107 3,548 18,450 SH   DFND 1 18,450 0 0
LA Z BOY INC COM 505336107 319 10,417 SH   DFND 1 10,417 0 0
LA Z BOY INC COM 505336107 2,024 66,153 SH   SOLE   66,153 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 843 4,693 SH   SOLE   4,693 0 0
LADDER CAP CORP CL A 505743104 1,412 90,422 SH   DFND 1 90,422 0 0
LADDER CAP CORP CL A 505743104 4,806 307,710 SH   SOLE   307,710 0 0
LAKELAND BANCORP INC COM 511637100 1,326 66,821 SH   SOLE   66,821 0 0
LAKELAND BANCORP INC COM 511637100 368 18,554 SH   DFND 1 18,554 0 0
LAM RESEARCH CORP COM 512807108 3,605 20,856 SH   DFND 1 20,856 0 0
LAM RESEARCH CORP COM 512807108 18,838 108,982 SH   SOLE   108,982 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,390 49,620 SH   SOLE   49,620 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 280 4,106 SH   DFND 1 4,106 0 0
LAMB WESTON HLDGS INC COM 513272104 2,283 33,318 SH   SOLE   33,318 0 0
LANCASTER COLONY CORP COM 513847103 615 4,445 SH   SOLE   4,445 0 0
LANDSTAR SYS INC COM 515098101 1,047 9,585 SH   SOLE   9,585 0 0
LANNET INC COM 516012101 284 20,862 SH   SOLE   20,862 0 0
LANTHEUS HLDGS INC COM 516544103 302 20,746 SH   SOLE   20,746 0 0
LAS VEGAS SANDS CORP COM 517834107 30,503 399,467 SH   DFND 1 399,467 0 0
LAS VEGAS SANDS CORP COM 517834107 67,094 878,651 SH   SOLE   878,651 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,858 83,498 SH   SOLE   83,498 0 0
LAUDER ESTEE COS INC CL A 518439104 1,802 12,630 SH   SOLE   12,630 0 0
LEGGETT & PLATT INC COM 524660107 246 5,512 SH   SOLE   5,512 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 1,137 29,137 SH   SOLE   29,137 0 0
LEGG MASON INC COM 524901105 676 19,472 SH   SOLE   19,472 0 0
LEIDOS HLDGS INC COM 525327102 2,318 39,283 SH   SOLE   39,283 0 0
LEMAITRE VASCULAR INC COM 525558201 350 10,466 SH   SOLE   10,466 0 0
LENDINGTREE INC NEW COM 52603B107 383 1,793 SH   SOLE   1,793 0 0
LENNAR CORP CL A 526057104 603 11,489 SH   SOLE   11,489 0 0
LENNOX INTL INC COM 526107107 1,693 8,457 SH   SOLE   8,457 0 0
LEXINGTON REALTY TRUST COM 529043101 2,233 255,779 SH   SOLE   255,779 0 0
LEXINGTON REALTY TRUST COM 529043101 93 10,700 SH   DFND 1 10,700 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 24,107 20,564,737 SH   SOLE   20,564,737 0 0
LIBERTY PPTY TR SH BEN INT 531172104 13,993 315,647 SH   SOLE   315,647 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,632 36,810 SH   DFND 1 36,810 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 6,232 138,331 SH   SOLE   138,331 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 562 12,474 SH   DFND 1 12,474 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,986 87,867 SH   SOLE   87,867 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,227 27,044 SH   DFND 1 27,044 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,238 1,911,000 SH   DFND 1 1,911,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 3,811 3,254,000 SH   SOLE   3,254,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 683 42,444 SH   DFND 1 42,444 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,280 141,589 SH   SOLE   141,589 0 0
LIFEPOINT HEALTH INC COM 53219L109 431 8,836 SH   SOLE   8,836 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 3,030 14,626 SH   SOLE   14,626 0 0
LIFE STORAGE INC COM 53223X107 221 2,271 SH   DFND 1 2,271 0 0
LIFE STORAGE INC COM 53223X107 3,589 36,886 SH   SOLE   36,886 0 0
LILLY ELI & CO COM 532457108 25,819 302,580 SH   SOLE   302,580 0 0
LILLY ELI & CO COM 532457108 911 10,675 SH   DFND 1 10,675 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,903 21,679 SH   DFND 1 21,679 0 0
LINCOLN ELEC HLDGS INC COM 533900106 7,500 85,463 SH   SOLE   85,463 0 0
LINCOLN NATL CORP IND COM 534187109 572 9,183 SH   SOLE   9,183 0 0
LINDSAY CORP COM 535555106 13,224 136,349 SH   SOLE   136,349 0 0
LINDSAY CORP COM 535555106 8,624 88,920 SH   DFND 1 88,920 0 0
LIQUIDITY SERVICES INC COM 53635B107 117 17,838 SH   SOLE   17,838 0 0
LITHIA MTRS INC CL A 536797103 5,576 58,964 SH   SOLE   58,964 0 0
LITHIA MTRS INC CL A 536797103 1,622 17,150 SH   DFND 1 17,150 0 0
LITTELFUSE INC COM 537008104 1,298 5,689 SH   SOLE   5,689 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,502 30,934 SH   SOLE   30,934 0 0
LIVEPERSON INC COM 538146101 809 38,320 SH   SOLE   38,320 0 0
LOCKHEED MARTIN CORP COM 539830109 2,073 7,016 SH   DFND 1 7,016 0 0
LOCKHEED MARTIN CORP COM 539830109 28,024 94,860 SH   SOLE   94,860 0 0
LOEWS CORP COM 540424108 4,481 92,809 SH   DFND 1 92,809 0 0
LOEWS CORP COM 540424108 27,279 565,014 SH   SOLE   565,014 0 0
LOGMEIN INC COM 54142L109 1,228 11,896 SH   SOLE   11,896 0 0
LOUISIANA PAC CORP COM 546347105 900 33,078 SH   SOLE   33,078 0 0
LOWES COS INC COM 548661107 55,055 576,072 SH   DFND 1 576,072 0 0
LOWES COS INC COM 548661107 119,238 1,247,656 SH   SOLE   1,247,656 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 477 19,580 SH   SOLE   19,580 0 0
LUMENTUM HLDGS INC COM 55024U109 830 14,332 SH   SOLE   14,332 0 0
LUMINEX CORP DEL COM 55027E102 837 28,357 SH   SOLE   28,357 0 0
LYDALL INC DEL COM 550819106 520 11,919 SH   SOLE   11,919 0 0
LYON WILLIAM HOMES CL A NEW 552074700 449 19,362 SH   SOLE   19,362 0 0
M & T BK CORP COM 55261F104 1,038 6,098 SH   SOLE   6,098 0 0
MB FINANCIAL INC NEW COM 55264U108 895 19,157 SH   SOLE   19,157 0 0
M D C HLDGS INC COM 552676108 949 30,856 SH   SOLE   30,856 0 0
MDU RES GROUP INC COM 552690109 4,571 159,371 SH   DFND 1 159,371 0 0
MDU RES GROUP INC COM 552690109 9,404 327,905 SH   SOLE   327,905 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 661 171,118 SH   SOLE   171,118 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 975 252,650 SH   DFND 1 252,650 0 0
MGIC INVT CORP WIS COM 552848103 547 51,000 SH   SOLE   51,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 901 31,041 SH   SOLE   31,041 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 769 25,250 SH   SOLE   25,250 0 0
MGP INGREDIENTS INC NEW COM 55303J106 16,600 186,917 SH   DFND 1 186,917 0 0
MGP INGREDIENTS INC NEW COM 55303J106 29,111 327,791 SH   SOLE   327,791 0 0
M/I HOMES INC COM 55305B101 519 19,600 SH   SOLE   19,600 0 0
MKS INSTRUMENT INC COM 55306N104 1,192 12,459 SH   SOLE   12,459 0 0
MRC GLOBAL INC COM 55345K103 21,272 981,631 SH   DFND 1 981,631 0 0
MRC GLOBAL INC COM 55345K103 34,406 1,587,723 SH   SOLE   1,587,723 0 0
MSA SAFETY INC COM 553498106 748 7,769 SH   SOLE   7,769 0 0
MSC INDL DIRECT INC CL A 553530106 887 10,449 SH   SOLE   10,449 0 0
MSCI INC COM 55354G100 618 3,738 SH   SOLE   3,738 0 0
MTS SYS CORP COM 553777103 644 12,231 SH   SOLE   12,231 0 0
MYR GROUP INC DEL COM 55405W104 401 11,317 SH   SOLE   11,317 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 9,611 417,147 SH   SOLE   417,147 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5,454 236,707 SH   DFND 1 236,707 0 0
MACERICH CO COM 554382101 4,061 71,467 SH   SOLE   71,467 0 0
MACERICH CO COM 554382101 310 5,450 SH   DFND 1 5,450 0 0
MACK CALI RLTY CORP COM 554489104 1,589 78,342 SH   SOLE   78,342 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 3,162 3,190,000 SH   SOLE   3,190,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 6,651 7,500,000 SH   SOLE   7,500,000 0 0
MACYS INC COM 55616P104 482 12,864 SH   SOLE   12,864 0 0
MADDEN STEVEN LTD COM 556269108 1,917 36,096 SH   SOLE   36,096 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,899 19,792 SH   DFND 1 19,792 0 0
MAGELLAN HEALTH INC COM NEW 559079207 7,923 82,570 SH   SOLE   82,570 0 0
MAGNA INTL INC COM 559222401 8,661 149,002 SH   SOLE   149,002 0 0
MAGNA INTL INC COM 559222401 22,033 379,026 SH   DFND 1 379,026 0 0
MANHATTAN ASSOCS INC COM 562750109 716 15,225 SH   SOLE   15,225 0 0
MANPOWERGROUP INC COM 56418H100 1,291 14,999 SH   SOLE   14,999 0 0
MANTECH INTL CORP CL A 564563104 3,777 70,421 SH   SOLE   70,421 0 0
MANTECH INTL CORP CL A 564563104 834 15,555 SH   DFND 1 15,555 0 0
MARATHON OIL CORP COM 565849106 63,613 3,049,532 SH   SOLE   3,049,532 0 0
MARATHON OIL CORP COM 565849106 29,510 1,414,692 SH   DFND 1 1,414,692 0 0
MARATHON PETE CORP COM 56585A102 1,361 19,394 SH   SOLE   19,394 0 0
MARCUS CORP COM 566330106 455 14,010 SH   SOLE   14,010 0 0
MARINEMAX INC COM 567908108 289 15,250 SH   SOLE   15,250 0 0
MARKEL CORP COM 570535104 60,527 55,819 SH   SOLE   55,819 0 0
MARKEL CORP COM 570535104 41,836 38,582 SH   DFND 1 38,582 0 0
MARKETAXESS HLDGS INC COM 57060D108 8,427 42,591 SH   SOLE   42,591 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,681 13,548 SH   DFND 1 13,548 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,832 16,219 SH   SOLE   16,219 0 0
MARSH & MCLENNAN COS INC COM 571748102 13,487 164,534 SH   SOLE   164,534 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,084 16,463 SH   SOLE   16,463 0 0
MARTEN TRANS LTD COM 573075108 624 26,590 SH   SOLE   26,590 0 0
MARTIN MARIETTA MATLS INC COM 573284106 13,340 59,733 SH   SOLE   59,733 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,380 19,610 SH   DFND 1 19,610 0 0
MASCO CORP COM 574599106 5,628 150,397 SH   SOLE   150,397 0 0
MASCO CORP COM 574599106 1,771 47,330 SH   DFND 1 47,330 0 0
MASIMO CORP COM 574795100 1,060 10,855 SH   SOLE   10,855 0 0
MASONITE INTL CORP NEW COM 575385109 3,645 50,725 SH   DFND 1 50,725 0 0
MASONITE INTL CORP NEW COM 575385109 7,966 110,869 SH   SOLE   110,869 0 0
MASTERCARD INCORPORATED CL A 57636Q104 78,817 401,063 SH   DFND 1 401,063 0 0
MASTERCARD INCORPORATED CL A 57636Q104 242,810 1,235,550 SH   SOLE   1,235,550 0 0
MATADOR RES CO COM 576485205 708 23,575 SH   SOLE   23,575 0 0
MATERION CORP COM 576690101 750 13,851 SH   SOLE   13,851 0 0
MATRIX SVC CO COM 576853105 338 18,401 SH   SOLE   18,401 0 0
MATSON INC COM 57686G105 1,123 29,261 SH   SOLE   29,261 0 0
MATTEL INC COM 577081102 237 14,445 SH   SOLE   14,445 0 0
MATTHEWS INTL CORP CL A 577128101 1,296 22,044 SH   SOLE   22,044 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,515 42,880 SH   DFND 1 42,880 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 7,313 124,670 SH   SOLE   124,670 0 0
MAXLINEAR INC COM 57776J100 663 42,525 SH   SOLE   42,525 0 0
MAXIMUS INC COM 577933104 923 14,865 SH   SOLE   14,865 0 0
MCCORMICK & CO INC COM NON VTG 579780206 591 5,093 SH   SOLE   5,093 0 0
MCDERMOTT INTL INC COM 580037703 805 40,968 SH   SOLE   40,968 0 0
MCDONALDS CORP COM 580135101 23,760 151,635 SH   SOLE   151,635 0 0
MCDONALDS CORP COM 580135101 484 3,091 SH   DFND 1 3,091 0 0
MCKESSON CORP COM 58155Q103 1,132 8,484 SH   SOLE   8,484 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 255 18,150 SH   DFND 1 18,150 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,305 235,418 SH   SOLE   235,418 0 0
MEDICINES CO COM 584688105 1,631 44,437 SH   SOLE   44,437 0 0
MEDIFAST INC COM 58470H101 1,166 7,282 SH   SOLE   7,282 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,087 13,493 SH   SOLE   13,493 0 0
MEDNAX INC COM 58502B106 932 21,530 SH   SOLE   21,530 0 0
MEDPACE HLDGS INC COM 58506Q109 299 6,944 SH   DFND 1 6,944 0 0
MEDPACE HLDGS INC COM 58506Q109 1,010 23,482 SH   SOLE   23,482 0 0
MERCANTILE BANK CORP COM 587376104 476 12,889 SH   SOLE   12,889 0 0
MERCER INTL INC COM 588056101 1,250 71,427 SH   DFND 1 71,427 0 0
MERCER INTL INC COM 588056101 4,343 248,198 SH   SOLE   248,198 0 0
MERCK & CO INC COM 58933Y105 93,000 1,532,124 SH   SOLE   1,532,124 0 0
MERCK & CO INC COM 58933Y105 48,350 796,542 SH   DFND 1 796,542 0 0
MERCURY SYS INC COM 589378108 2,127 55,886 SH   DFND 1 55,886 0 0
MERCURY SYS INC COM 589378108 6,585 173,017 SH   SOLE   173,017 0 0
MERCURY GENL CORP NEW COM 589400100 379 8,321 SH   SOLE   8,321 0 0
MEREDITH CORP COM 589433101 462 9,059 SH   SOLE   9,059 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 462 29,048 SH   SOLE   29,048 0 0
MERIDIAN BANCORP INC MD COM 58958U103 11,750 613,601 SH   SOLE   613,601 0 0
MERIDIAN BANCORP INC MD COM 58958U103 3,157 164,832 SH   DFND 1 164,832 0 0
MERIT MED SYS INC COM 589889104 1,771 34,583 SH   SOLE   34,583 0 0
MERITAGE HOMES CORP COM 59001A102 1,152 26,209 SH   SOLE   26,209 0 0
META FINL GROUP INC COM 59100U108 609 6,255 SH   SOLE   6,255 0 0
METHANEX CORP COM 59151K108 17,296 244,642 SH   DFND 1 244,642 0 0
METHANEX CORP COM 59151K108 6,683 94,527 SH   SOLE   94,527 0 0
METHODE ELECTRS INC COM 591520200 3,588 89,026 SH   SOLE   89,026 0 0
METHODE ELECTRS INC COM 591520200 763 18,942 SH   DFND 1 18,942 0 0
METLIFE INC COM 59156R108 46,430 1,064,909 SH   SOLE   1,064,909 0 0
METLIFE INC COM 59156R108 25,202 578,016 SH   DFND 1 578,016 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 617 1,066 SH   SOLE   1,066 0 0
MICHAELS COS INC COM 59408Q106 9,275 483,832 SH   SOLE   483,832 0 0
MICHAELS COS INC COM 59408Q106 5,969 311,350 SH   DFND 1 311,350 0 0
MICROSOFT CORP COM 594918104 152,550 1,547,007 SH   DFND 1 1,547,007 0 0
MICROSOFT CORP COM 594918104 370,773 3,759,995 SH   SOLE   3,759,995 0 0
MICROSTRATEGY INC CL A NEW 594972408 825 6,457 SH   SOLE   6,457 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 898 9,869 SH   SOLE   9,869 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,722 7,250,000 SH   SOLE   7,250,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 10,355 8,826,000 SH   SOLE   8,826,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 440 375,000 SH   DFND 1 375,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 1,187 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 17,032 324,799 SH   SOLE   324,799 0 0
MICRON TECHNOLOGY INC COM 595112103 904 17,246 SH   DFND 1 17,246 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 2,204 405,000 SH   SOLE   405,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 2,912 535,000 SH   DFND 1 535,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 12,507 6,945,000 SH   SOLE   6,945,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,405 780,000 SH   DFND 1 780,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 8,562 85,050 SH   SOLE   85,050 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,148 11,400 SH   DFND 1 11,400 0 0
MIDDLESEX WATER CO COM 596680108 376 8,910 SH   DFND 1 8,910 0 0
MIDDLESEX WATER CO COM 596680108 1,264 29,985 SH   SOLE   29,985 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,871 55,390 SH   DFND 1 55,390 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 7,092 209,945 SH   SOLE   209,945 0 0
MILACRON HLDGS CORP COM 59870L106 3,401 179,654 SH   SOLE   179,654 0 0
MILACRON HLDGS CORP COM 59870L106 1,016 53,667 SH   DFND 1 53,667 0 0
MILLER HERMAN INC COM 600544100 461 13,585 SH   SOLE   13,585 0 0
MIMEDX GROUP INC COM 602496101 720 112,645 SH   DFND 1 112,645 0 0
MIMEDX GROUP INC COM 602496101 2,256 353,097 SH   SOLE   353,097 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,205 15,987 SH   DFND 1 15,987 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,655 61,776 SH   SOLE   61,776 0 0
MOBILE MINI INC COM 60740F105 1,436 30,608 SH   SOLE   30,608 0 0
MODINE MFG CO COM 607828100 3,285 180,005 SH   SOLE   180,005 0 0
MODINE MFG CO COM 607828100 976 53,494 SH   DFND 1 53,494 0 0
MOHAWK INDS INC COM 608190104 571 2,663 SH   SOLE   2,663 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,060 10,822 SH   SOLE   10,822 0 0
MOLSON COORS BREWING CO CL B 60871R209 529 7,770 SH   SOLE   7,770 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,088 53,226 SH   SOLE   53,226 0 0
MONARCH CASINO & RESORT INC COM 609027107 344 7,811 SH   SOLE   7,811 0 0
MONDELEZ INTL INC CL A 609207105 19,463 474,719 SH   SOLE   474,719 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 12,089 731,322 SH   SOLE   731,322 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,304 199,905 SH   DFND 1 199,905 0 0
MONOLITHIC PWR SYS INC COM 609839105 8,308 62,155 SH   DFND 1 62,155 0 0
MONOLITHIC PWR SYS INC COM 609839105 21,998 164,568 SH   SOLE   164,568 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 587 28,931 SH   SOLE   28,931 0 0
MONRO INC COM 610236101 1,310 22,543 SH   SOLE   22,543 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 13,632 237,903 SH   SOLE   237,903 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,372 76,298 SH   DFND 1 76,298 0 0
MOODYS CORP COM 615369105 1,196 7,010 SH   SOLE   7,010 0 0
MOOG INC CL A 615394202 6,744 86,507 SH   SOLE   86,507 0 0
MOOG INC CL A 615394202 1,510 19,368 SH   DFND 1 19,368 0 0
MORGAN STANLEY COM NEW 617446448 11,727 247,401 SH   SOLE   247,401 0 0
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PHILIP MORRIS INTL INC COM 718172109 9,141 113,211 SH   SOLE   113,211 0 0
PHILLIPS 66 COM 718546104 16,939 150,823 SH   SOLE   150,823 0 0
PHILLIPS 66 COM 718546104 8,058 71,750 SH   DFND 1 71,750 0 0
PHOTRONICS INC COM 719405102 382 47,937 SH   SOLE   47,937 0 0
PHYSICIANS RLTY TR COM 71943U104 4,672 293,086 SH   SOLE   293,086 0 0
PHYSICIANS RLTY TR COM 71943U104 2,695 169,050 SH   DFND 1 169,050 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 338 16,963 SH   SOLE   16,963 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,034 16,855 SH   SOLE   16,855 0 0
PINNACLE WEST CAP CORP COM 723484101 379 4,700 SH   SOLE   4,700 0 0
PINNACLE FOODS INC DEL COM 72348P104 4,894 75,217 SH   DFND 1 75,217 0 0
PINNACLE FOODS INC DEL COM 72348P104 16,391 251,931 SH   SOLE   251,931 0 0
PIONEER ENERGY SVCS CORP COM 723664108 128 21,839 SH   DFND 1 21,839 0 0
PIONEER ENERGY SVCS CORP COM 723664108 744 127,099 SH   SOLE   127,099 0 0
PIONEER NAT RES CO COM 723787107 34,571 182,683 SH   DFND 1 182,683 0 0
PIONEER NAT RES CO COM 723787107 80,405 424,884 SH   SOLE   424,884 0 0
PIPER JAFFRAY COS COM 724078100 753 9,800 SH   SOLE   9,800 0 0
PITNEY BOWES INC COM 724479100 366 42,732 SH   SOLE   42,732 0 0
PLANET FITNESS INC CL A 72703H101 5,676 129,182 SH   SOLE   129,182 0 0
PLANET FITNESS INC CL A 72703H101 2,266 51,573 SH   DFND 1 51,573 0 0
PLANTRONICS INC NEW COM 727493108 578 7,578 SH   SOLE   7,578 0 0
PLEXUS CORP COM 729132100 19,311 324,336 SH   SOLE   324,336 0 0
PLEXUS CORP COM 729132100 12,386 208,020 SH   DFND 1 208,020 0 0
POLARIS INDS INC COM 731068102 11,227 91,890 SH   SOLE   91,890 0 0
POLARIS INDS INC COM 731068102 3,301 27,020 SH   DFND 1 27,020 0 0
POLYONE CORP COM 73179P106 788 18,221 SH   SOLE   18,221 0 0
POOL CORPORATION COM 73278L105 1,397 9,221 SH   SOLE   9,221 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 590 13,804 SH   SOLE   13,804 0 0
POST HLDGS INC COM 737446104 1,319 15,331 SH   SOLE   15,331 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,819 35,769 SH   SOLE   35,769 0 0
POWELL INDS INC COM 739128106 208 5,977 SH   SOLE   5,977 0 0
POWER INTEGRATIONS INC COM 739276103 1,482 20,293 SH   SOLE   20,293 0 0
PRAXAIR INC COM 74005P104 1,908 12,067 SH   SOLE   12,067 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 464 12,093 SH   SOLE   12,093 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,180 10,167 SH   SOLE   10,167 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 18,887 12,200,000 SH   SOLE   12,200,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,345 2,800,000 SH   SOLE   2,800,000 0 0
PRIMORIS SVCS CORP COM 74164F103 12,691 466,078 SH   SOLE   466,078 0 0
PRIMORIS SVCS CORP COM 74164F103 8,632 316,989 SH   DFND 1 316,989 0 0
PRIMERICA INC COM 74164M108 10,009 100,490 SH   DFND 1 100,490 0 0
PRIMERICA INC COM 74164M108 15,598 156,610 SH   SOLE   156,610 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,719 32,466 SH   DFND 1 32,466 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,300 156,753 SH   SOLE   156,753 0 0
PROASSURANCE CORP COM 74267C106 1,303 36,765 SH   SOLE   36,765 0 0
PROCTER AND GAMBLE CO COM 742718109 8,242 105,588 SH   SOLE   105,588 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 407 50,571 SH   SOLE   50,571 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,211 31,208 SH   SOLE   31,208 0 0
PROGRESSIVE CORP OHIO COM 743315103 10,307 174,254 SH   SOLE   174,254 0 0
PROLOGIS INC COM 74340W103 23,529 358,187 SH   SOLE   358,187 0 0
PROLOGIS INC COM 74340W103 2,368 36,055 SH   DFND 1 36,055 0 0
PROOFPOINT INC COM 743424103 8,364 72,534 SH   DFND 1 72,534 0 0
PROOFPOINT INC COM 743424103 20,946 181,649 SH   SOLE   181,649 0 0
PROPETRO HLDG CORP COM 74347M108 772 49,210 SH   SOLE   49,210 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 10,876 97,731 SH   SOLE   97,731 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 3,339 30,002 SH   DFND 1 30,002 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 6,491 6,500,000 SH   SOLE   6,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,940 2,000,000 SH   SOLE   2,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,088 15,914 SH   SOLE   15,914 0 0
PROTO LABS INC COM 743713109 2,044 17,184 SH   SOLE   17,184 0 0
PROVIDENCE SVC CORP COM 743815102 590 7,505 SH   SOLE   7,505 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,814 138,547 SH   DFND 1 138,547 0 0
PROVIDENT FINL SVCS INC COM 74386T105 15,238 553,496 SH   SOLE   553,496 0 0
PRUDENTIAL FINL INC COM 744320102 8,897 95,142 SH   DFND 1 95,142 0 0
PRUDENTIAL FINL INC COM 744320102 20,209 216,121 SH   SOLE   216,121 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 33,434 617,540 SH   DFND 1 617,540 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 55,462 1,024,423 SH   SOLE   1,024,423 0 0
PUBLIC STORAGE COM 74460D109 2,246 9,902 SH   DFND 1 9,902 0 0
PUBLIC STORAGE COM 74460D109 19,074 84,077 SH   SOLE   84,077 0 0
PULTE GROUP INC COM 745867101 317 11,030 SH   SOLE   11,030 0 0
QCR HOLDINGS INC COM 74727A104 1,128 23,771 SH   DFND 1 23,771 0 0
QCR HOLDINGS INC COM 74727A104 3,796 79,996 SH   SOLE   79,996 0 0
QUAKER CHEM CORP COM 747316107 1,416 9,140 SH   SOLE   9,140 0 0
QEP RES INC COM 74733V100 664 54,161 SH   SOLE   54,161 0 0
QTS RLTY TR INC COM CL A 74736A103 462 11,700 SH   SOLE   11,700 0 0
QORVO INC COM 74736K101 426 5,311 SH   SOLE   5,311 0 0
Q2 HLDGS INC COM 74736L109 16,360 286,765 SH   SOLE   286,765 0 0
Q2 HLDGS INC COM 74736L109 7,330 128,490 SH   DFND 1 128,490 0 0
QUALCOMM INC COM 747525103 3,494 62,255 SH   SOLE   62,255 0 0
QUALITY CARE PPTYS INC COM 747545101 1,176 54,674 SH   SOLE   54,674 0 0
QUALITY SYS INC COM 747582104 632 32,413 SH   SOLE   32,413 0 0
QUALYS INC COM 74758T303 1,893 22,461 SH   SOLE   22,461 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 432 24,062 SH   SOLE   24,062 0 0
QUANTA SVCS INC COM 74762E102 210 6,282 SH   SOLE   6,282 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 10,999 707,772 SH   SOLE   707,772 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 4,391 282,578 SH   DFND 1 282,578 0 0
QUEST DIAGNOSTICS INC COM 74834L100 627 5,703 SH   SOLE   5,703 0 0
QUINSTREET INC COM 74874Q100 320 25,220 SH   SOLE   25,220 0 0
QUORUM HEALTH CORP COM 74909E106 97 19,383 SH   SOLE   19,383 0 0
RLI CORP COM 749607107 1,770 26,738 SH   SOLE   26,738 0 0
RLJ LODGING TR COM 74965L101 730 33,084 SH   SOLE   33,084 0 0
RPC INC COM 749660106 3,577 245,490 SH   SOLE   245,490 0 0
RPC INC COM 749660106 2,451 168,230 SH   DFND 1 168,230 0 0
RH COM 74967X103 27,535 197,100 SH   DFND 1 197,100 0 0
RH COM 74967X103 33,855 242,338 SH   SOLE   242,338 0 0
RPM INTL INC COM 749685103 10,061 172,510 SH   SOLE   172,510 0 0
RPM INTL INC COM 749685103 2,852 48,910 SH   DFND 1 48,910 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 4,843 3,985,000 SH   SOLE   3,985,000 0 0
RADIAN GROUP INC COM 750236101 20,342 1,254,100 SH   DFND 1 1,254,100 0 0
RADIAN GROUP INC COM 750236101 23,530 1,450,650 SH   SOLE   1,450,650 0 0
RADIANT LOGISTICS INC COM 75025X100 383 97,950 SH   SOLE   97,950 0 0
RADIANT LOGISTICS INC COM 75025X100 114 29,090 SH   DFND 1 29,090 0 0
RAMBUS INC DEL COM 750917106 927 73,932 SH   SOLE   73,932 0 0
RALPH LAUREN CORP CL A 751212101 294 2,338 SH   SOLE   2,338 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,123 160,735 SH   SOLE   160,735 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 298 22,537 SH   DFND 1 22,537 0 0
RANGE RES CORP COM 75281A109 865 51,677 SH   SOLE   51,677 0 0
RAVEN INDS INC COM 754212108 7,049 183,338 SH   DFND 1 183,338 0 0
RAVEN INDS INC COM 754212108 11,286 293,530 SH   SOLE   293,530 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,679 18,787 SH   SOLE   18,787 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 367 4,106 SH   DFND 1 4,106 0 0
RAYONIER INC COM 754907103 2,949 76,232 SH   SOLE   76,232 0 0
RAYONIER INC COM 754907103 244 6,300 SH   DFND 1 6,300 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 608 35,581 SH   SOLE   35,581 0 0
RAYTHEON CO COM NEW 755111507 6,933 35,890 SH   SOLE   35,890 0 0
RE MAX HLDGS INC CL A 75524W108 513 9,790 SH   DFND 1 9,790 0 0
RE MAX HLDGS INC CL A 75524W108 2,363 45,053 SH   SOLE   45,053 0 0
REALTY INCOME CORP COM 756109104 6,952 129,242 SH   SOLE   129,242 0 0
REALTY INCOME CORP COM 756109104 761 14,153 SH   DFND 1 14,153 0 0
RED HAT INC COM 756577102 101,250 753,516 SH   DFND 1 753,516 0 0
RED HAT INC COM 756577102 144,707 1,076,931 SH   SOLE   1,076,931 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 19,118 10,493,000 SH   SOLE   10,493,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 308 169,000 SH   DFND 1 169,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 415 8,908 SH   SOLE   8,908 0 0
REGAL BELOIT CORP COM 758750103 820 10,021 SH   SOLE   10,021 0 0
REGENCY CTRS CORP COM 758849103 7,389 119,020 SH   SOLE   119,020 0 0
REGENCY CTRS CORP COM 758849103 463 7,455 SH   DFND 1 7,455 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,121 3,248 SH   SOLE   3,248 0 0
REGIS CORP MINN COM 758932107 393 23,732 SH   SOLE   23,732 0 0
REGENXBIO INC COM 75901B107 1,320 18,403 SH   SOLE   18,403 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,025 170,151 SH   SOLE   170,151 0 0
REGIONS FINL CORP NEW COM 7591EP100 673 37,870 SH   DFND 1 37,870 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,962 14,701 SH   SOLE   14,701 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,279 71,725 SH   DFND 1 71,725 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 22,274 254,447 SH   SOLE   254,447 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 404 22,636 SH   SOLE   22,636 0 0
REPLIGEN CORP COM 759916109 1,213 25,778 SH   SOLE   25,778 0 0
RENT A CTR INC NEW COM 76009N100 539 36,643 SH   SOLE   36,643 0 0
REPUBLIC SVCS INC COM 760759100 6,771 99,054 SH   SOLE   99,054 0 0
RESMED INC COM 761152107 621 5,994 SH   SOLE   5,994 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,134 67,099 SH   SOLE   67,099 0 0
RESOURCES CONNECTION INC COM 76122Q105 234 13,821 SH   DFND 1 13,821 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,885 150,598 SH   SOLE   150,598 0 0
RETAIL PPTYS AMER INC CL A 76131V202 7,940 621,300 SH   SOLE   621,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,181 170,662 SH   DFND 1 170,662 0 0
REX AMERICAN RESOURCES CORP COM 761624105 315 3,888 SH   SOLE   3,888 0 0
REXFORD INDL RLTY INC COM 76169C100 1,070 34,078 SH   SOLE   34,078 0 0
RING ENERGY INC COM 76680V108 7,884 624,729 SH   SOLE   624,729 0 0
RING ENERGY INC COM 76680V108 5,101 404,228 SH   DFND 1 404,228 0 0
ROBERT HALF INTL INC COM 770323103 338 5,188 SH   SOLE   5,188 0 0
ROCKWELL AUTOMATION INC COM 773903109 877 5,273 SH   SOLE   5,273 0 0
ROCKWELL COLLINS INC COM 774341101 929 6,896 SH   SOLE   6,896 0 0
ROGERS CORP COM 775133101 6,980 62,623 SH   DFND 1 62,623 0 0
ROGERS CORP COM 775133101 13,448 120,657 SH   SOLE   120,657 0 0
ROLLINS INC COM 775711104 1,150 21,874 SH   SOLE   21,874 0 0
ROPER TECHNOLOGIES INC COM 776696106 16,307 59,103 SH   SOLE   59,103 0 0
ROPER TECHNOLOGIES INC COM 776696106 5,132 18,600 SH   DFND 1 18,600 0 0
ROSS STORES INC COM 778296103 3,741 44,138 SH   DFND 1 44,138 0 0
ROSS STORES INC COM 778296103 12,167 143,561 SH   SOLE   143,561 0 0
ROYAL GOLD INC COM 780287108 1,385 14,913 SH   SOLE   14,913 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 5,635 190,369 SH   SOLE   190,369 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,489 50,290 SH   DFND 1 50,290 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 554 19,738 SH   SOLE   19,738 0 0
RYDER SYS INC COM 783549108 869 12,097 SH   SOLE   12,097 0 0
RYERSON HLDG CORP COM 783754104 309 27,719 SH   DFND 1 27,719 0 0
RYERSON HLDG CORP COM 783754104 1,035 92,848 SH   SOLE   92,848 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 519 6,238 SH   DFND 1 6,238 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,895 22,795 SH   SOLE   22,795 0 0
S & T BANCORP INC COM 783859101 1,038 24,011 SH   SOLE   24,011 0 0
S&P GLOBAL INC COM 78409V104 2,151 10,552 SH   SOLE   10,552 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,452 33,018 SH   DFND 1 33,018 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 21,606 130,851 SH   SOLE   130,851 0 0
SEI INVESTMENTS CO COM 784117103 1,869 29,896 SH   SOLE   29,896 0 0
SL GREEN RLTY CORP COM 78440X101 457 4,550 SH   DFND 1 4,550 0 0
SL GREEN RLTY CORP COM 78440X101 6,035 60,028 SH   SOLE   60,028 0 0
SLM CORP COM 78442P106 9,075 792,592 SH   SOLE   792,592 0 0
SLM CORP COM 78442P106 3,177 277,446 SH   DFND 1 277,446 0 0
SM ENERGY CO COM 78454L100 5,042 196,262 SH   SOLE   196,262 0 0
SM ENERGY CO COM 78454L100 1,357 52,837 SH   DFND 1 52,837 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 102,918 379,381 SH   SOLE   379,381 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 31,642 116,641 SH   DFND 1 116,641 0 0
SPX CORP COM 784635104 2,316 66,086 SH   DFND 1 66,086 0 0
SPX CORP COM 784635104 8,755 249,799 SH   SOLE   249,799 0 0
SPS COMM INC COM 78463M107 875 11,911 SH   SOLE   11,911 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,281 36,100 SH   SOLE   36,100 0 0
SPDR SERIES TRUST HLTH CR EQUIP 78464A581 9,519 121,690 SH   SOLE   121,690 0 0
SPDR SERIES TRUST HLTH CR EQUIP 78464A581 6,549 83,730 SH   DFND 1 83,730 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 6,368 131,130 SH   DFND 1 131,130 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 9,236 190,190 SH   SOLE   190,190 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,282 53,000 SH   DFND 1 53,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,508 58,250 SH   SOLE   58,250 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 8,589 90,226 SH   DFND 1 90,226 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 16,920 177,752 SH   SOLE   177,752 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,622 40,999 SH   SOLE   40,999 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 835 21,121 SH   DFND 1 21,121 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,718 129,441 SH   SOLE   129,441 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,674 51,515 SH   DFND 1 51,515 0 0
SP PLUS CORP COM 78469C103 2,213 59,477 SH   SOLE   59,477 0 0
SP PLUS CORP COM 78469C103 658 17,700 SH   DFND 1 17,700 0 0
SPX FLOW INC COM 78469X107 867 19,798 SH   DFND 1 19,798 0 0
SPX FLOW INC COM 78469X107 4,197 95,881 SH   SOLE   95,881 0 0
SRC ENERGY INC COM 78470V108 1,830 166,050 SH   SOLE   166,050 0 0
SVB FINL GROUP COM 78486Q101 20,266 70,184 SH   SOLE   70,184 0 0
SVB FINL GROUP COM 78486Q101 7,026 24,330 SH   DFND 1 24,330 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,837 130,538 SH   SOLE   130,538 0 0
SABRE CORP COM 78573M104 1,419 57,591 SH   SOLE   57,591 0 0
SAFETY INS GROUP INC COM 78648T100 896 10,487 SH   SOLE   10,487 0 0
SAGE THERAPEUTICS INC COM 78667J108 953 6,090 SH   DFND 1 6,090 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,402 15,347 SH   SOLE   15,347 0 0
SAIA INC COM 78709Y105 273 3,378 SH   DFND 1 3,378 0 0
SAIA INC COM 78709Y105 2,108 26,071 SH   SOLE   26,071 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 6,728 274,145 SH   DFND 1 274,145 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 11,989 488,567 SH   SOLE   488,567 0 0
SALESFORCE COM INC COM 79466L302 75,782 555,585 SH   DFND 1 555,585 0 0
SALESFORCE COM INC COM 79466L302 178,439 1,308,203 SH   SOLE   1,308,203 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 446 27,818 SH   SOLE   27,818 0 0
SANDERSON FARMS INC COM 800013104 481 4,579 SH   SOLE   4,579 0 0
SANDY SPRING BANCORP INC COM 800363103 2,537 61,852 SH   DFND 1 61,852 0 0
SANDY SPRING BANCORP INC COM 800363103 9,338 227,691 SH   SOLE   227,691 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 10,576 142,060 SH   DFND 1 142,060 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 15,859 213,011 SH   SOLE   213,011 0 0
SANMINA CORPORATION COM 801056102 1,379 47,061 SH   SOLE   47,061 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 9,330 488,740 SH   DFND 1 488,740 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 15,573 815,777 SH   SOLE   815,777 0 0
SAUL CTRS INC COM 804395101 321 5,999 SH   DFND 1 5,999 0 0
SAUL CTRS INC COM 804395101 1,872 34,937 SH   SOLE   34,937 0 0
SCANA CORP NEW COM 80589M102 231 5,989 SH   SOLE   5,989 0 0
SCANSOURCE INC COM 806037107 1,362 33,800 SH   SOLE   33,800 0 0
SCHEIN HENRY INC COM 806407102 470 6,467 SH   SOLE   6,467 0 0
SCHLUMBERGER LTD COM 806857108 3,959 59,062 SH   SOLE   59,062 0 0
SCHOLASTIC CORP COM 807066105 835 18,834 SH   SOLE   18,834 0 0
SCHULMAN A INC COM 808194104 901 20,255 SH   SOLE   20,255 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,576 50,420 SH   SOLE   50,420 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8,808 201,470 SH   SOLE   201,470 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,287 52,306 SH   DFND 1 52,306 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 779 9,629 SH   SOLE   9,629 0 0
SCIENTIFIC GAMES CORP COM 80874P109 600 12,198 SH   SOLE   12,198 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 20,470 246,154 SH   SOLE   246,154 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 13,635 163,958 SH   DFND 1 163,958 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 506 37,803 SH   SOLE   37,803 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 21,216 671,803 SH   SOLE   671,803 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 12,346 390,950 SH   DFND 1 390,950 0 0
SEACOR HOLDINGS INC COM 811904101 671 11,720 SH   SOLE   11,720 0 0
SEALED AIR CORP NEW COM 81211K100 287 6,767 SH   SOLE   6,767 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 12,559 216,268 SH   SOLE   216,268 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 6,470 111,413 SH   DFND 1 111,413 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,194 28,896 SH   SOLE   28,896 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,944 25,604 SH   DFND 1 25,604 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,335 73,573 SH   SOLE   73,573 0 0
SELECTIVE INS GROUP INC COM 816300107 2,217 40,301 SH   SOLE   40,301 0 0
SEMTECH CORP COM 816850101 2,136 45,403 SH   SOLE   45,403 0 0
SEMPRA ENERGY COM 816851109 1,288 11,091 SH   SOLE   11,091 0 0
SENECA FOODS CORP NEW CL A 817070501 735 27,232 SH   SOLE   27,232 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 214 11,833 SH   DFND 1 11,833 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,867 158,511 SH   SOLE   158,511 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 21,076 294,563 SH   SOLE   294,563 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 14,021 195,962 SH   DFND 1 195,962 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 588 288,431 SH   DFND 1 288,431 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 1,479 725,168 SH   SOLE   725,168 0 0
SERVICE CORP INTL COM 817565104 1,495 41,774 SH   SOLE   41,774 0 0
SERVICENOW INC COM 81762P102 14,982 86,869 SH   SOLE   86,869 0 0
SERVICENOW INC COM 81762P102 5,170 29,979 SH   DFND 1 29,979 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,293 30,990 SH   SOLE   30,990 0 0
SHAKE SHACK INC CL A 819047101 879 13,277 SH   SOLE   13,277 0 0
SHERWIN WILLIAMS CO COM 824348106 1,409 3,457 SH   SOLE   3,457 0 0
SHOE CARNIVAL INC COM 824889109 239 7,351 SH   SOLE   7,351 0 0
SHUTTERFLY INC COM 82568P304 2,048 22,748 SH   SOLE   22,748 0 0
SHUTTERSTOCK INC COM 825690100 602 12,677 SH   SOLE   12,677 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,564 12,231 SH   SOLE   12,231 0 0
SILICON LABORATORIES INC COM 826919102 981 9,850 SH   SOLE   9,850 0 0
SILGAN HOLDINGS INC COM 827048109 453 16,884 SH   SOLE   16,884 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,608 53,787 SH   SOLE   53,787 0 0
SIMON PPTY GROUP INC NEW COM 828806109 34,464 202,504 SH   SOLE   202,504 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,528 20,730 SH   DFND 1 20,730 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,759 28,280 SH   SOLE   28,280 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 26,562 316,327 SH   DFND 1 316,327 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 36,229 431,448 SH   SOLE   431,448 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 42,281 603,579 SH   DFND 1 603,579 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 62,706 895,158 SH   SOLE   895,158 0 0
SKECHERS U S A INC CL A 830566105 929 30,941 SH   SOLE   30,941 0 0
SKYWEST INC COM 830879102 1,853 35,704 SH   SOLE   35,704 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 739 7,645 SH   SOLE   7,645 0 0
SLEEP NUMBER CORP COM 83125X103 735 25,343 SH   SOLE   25,343 0 0
SMITH A O COM 831865209 360 6,092 SH   SOLE   6,092 0 0
SMUCKER J M CO COM NEW 832696405 513 4,770 SH   SOLE   4,770 0 0
SNAP ON INC COM 833034101 382 2,376 SH   SOLE   2,376 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,241 25,937 SH   SOLE   25,937 0 0
SONIC CORP COM 835451105 877 25,488 SH   SOLE   25,488 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 342 16,606 SH   SOLE   16,606 0 0
SONOCO PRODS CO COM 835495102 6,438 122,628 SH   SOLE   122,628 0 0
SONOCO PRODS CO COM 835495102 1,557 29,658 SH   DFND 1 29,658 0 0
SOTHEBYS COM 835898107 455 8,382 SH   SOLE   8,382 0 0
SOUTH JERSEY INDS INC COM 838518108 1,963 58,655 SH   SOLE   58,655 0 0
SOUTHERN CO COM 842587107 2,005 43,289 SH   SOLE   43,289 0 0
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SOUTHWEST AIRLS CO COM 844741108 92,085 1,809,847 SH   DFND 1 1,809,847 0 0
SOUTHWEST AIRLS CO COM 844741108 151,714 2,981,799 SH   SOLE   2,981,799 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 7,847 102,888 SH   SOLE   102,888 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 4,777 62,630 SH   DFND 1 62,630 0 0
SOUTHWESTERN ENERGY CO COM 845467109 616 116,320 SH   SOLE   116,320 0 0
SPARTANNASH CO COM 847215100 514 20,157 SH   DFND 1 20,157 0 0
SPARTANNASH CO COM 847215100 2,360 92,480 SH   SOLE   92,480 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,347 64,243 SH   SOLE   64,243 0 0
SPIRE INC COM 84857L101 3,713 52,556 SH   SOLE   52,556 0 0
SPIRE INC COM 84857L101 392 5,548 SH   DFND 1 5,548 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,643 827,300 SH   DFND 1 827,300 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 25,168 3,134,231 SH   SOLE   3,134,231 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 7,808 7,850,000 SH   SOLE   7,850,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,073 6,050,000 SH   SOLE   6,050,000 0 0
SPOK HLDGS INC COM 84863T106 205 13,634 SH   SOLE   13,634 0 0
SPROUTS FMRS MKT INC COM 85208M102 617 27,938 SH   SOLE   27,938 0 0
STAG INDL INC COM 85254J102 338 12,400 SH   SOLE   12,400 0 0
STAMPS COM INC COM NEW 852857200 16,326 64,515 SH   SOLE   64,515 0 0
STAMPS COM INC COM NEW 852857200 9,279 36,670 SH   DFND 1 36,670 0 0
STANDARD MTR PRODS INC COM 853666105 671 13,880 SH   SOLE   13,880 0 0
STANDEX INTL CORP COM 854231107 375 3,674 SH   DFND 1 3,674 0 0
STANDEX INTL CORP COM 854231107 2,123 20,774 SH   SOLE   20,774 0 0
STANLEY BLACK & DECKER INC COM 854502101 860 6,479 SH   SOLE   6,479 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 13,024 124,300 SH   SOLE   124,300 0 0
STARBUCKS CORP COM 855244109 2,831 57,946 SH   SOLE   57,946 0 0
STATE AUTO FINL CORP COM 855707105 5,907 197,509 SH   SOLE   197,509 0 0
STATE AUTO FINL CORP COM 855707105 4,029 134,701 SH   DFND 1 134,701 0 0
STARWOOD PPTY TR INC COM 85571B105 217 10,000 SH   SOLE   10,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 14,554 13,075,000 SH   SOLE   13,075,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,002 2,000,000 SH   SOLE   2,000,000 0 0
STATE STR CORP COM 857477103 28,396 305,041 SH   DFND 1 305,041 0 0
STATE STR CORP COM 857477103 49,665 533,511 SH   SOLE   533,511 0 0
STEEL DYNAMICS INC COM 858119100 63,892 1,390,464 SH   DFND 1 1,390,464 0 0
STEEL DYNAMICS INC COM 858119100 78,830 1,715,569 SH   SOLE   1,715,569 0 0
STEPAN CO COM 858586100 1,659 21,271 SH   SOLE   21,271 0 0
STERICYCLE INC COM 858912108 235 3,593 SH   SOLE   3,593 0 0
STERLING BANCORP DEL COM 85917A100 17,686 752,591 SH   SOLE   752,591 0 0
STERLING BANCORP DEL COM 85917A100 11,363 483,530 SH   DFND 1 483,530 0 0
STEWART INFORMATION SVCS COR COM 860372101 701 16,280 SH   SOLE   16,280 0 0
STIFEL FINL CORP COM 860630102 7,437 142,326 SH   DFND 1 142,326 0 0
STIFEL FINL CORP COM 860630102 13,658 261,399 SH   SOLE   261,399 0 0
STORE CAP CORP COM 862121100 1,125 41,046 SH   SOLE   41,046 0 0
STRAYER ED INC COM 863236105 832 7,365 SH   SOLE   7,365 0 0
STRYKER CORP COM 863667101 4,178 24,743 SH   SOLE   24,743 0 0
STURM RUGER & CO INC COM 864159108 670 11,967 SH   SOLE   11,967 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 1,825 127,528 SH   SOLE   127,528 0 0
SUN CMNTYS INC COM 866674104 1,053 10,756 SH   DFND 1 10,756 0 0
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SUNCOKE ENERGY INC COM 86722A103 594 44,356 SH   SOLE   44,356 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,264 76,031 SH   SOLE   76,031 0 0
SUNTRUST BKS INC COM 867914103 1,289 19,518 SH   SOLE   19,518 0 0
SUPER MICRO COMPUTER INC COM 86800U104 616 26,055 SH   SOLE   26,055 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 342 35,142 SH   SOLE   35,142 0 0
SUPERIOR INDS INTL INC COM 868168105 286 15,953 SH   SOLE   15,953 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,127 35,532 SH   SOLE   35,532 0 0
SUPERVALU INC COM NEW 868536301 541 26,346 SH   SOLE   26,346 0 0
SURMODICS INC COM 868873100 502 9,095 SH   SOLE   9,095 0 0
SYKES ENTERPRISES INC COM 871237103 786 27,305 SH   SOLE   27,305 0 0
SYMANTEC CORP COM 871503108 539 26,098 SH   SOLE   26,098 0 0
SYNAPTICS INC COM 87157D109 397 7,887 SH   SOLE   7,887 0 0
SYNOPSYS INC COM 871607107 38,676 451,986 SH   SOLE   451,986 0 0
SYNOPSYS INC COM 871607107 6,766 79,070 SH   DFND 1 79,070 0 0
SYNOVUS FINL CORP COM NEW 87161C501 20,753 392,823 SH   DFND 1 392,823 0 0
SYNOVUS FINL CORP COM NEW 87161C501 40,552 767,601 SH   SOLE   767,601 0 0
SYNNEX CORP COM 87162W100 644 6,671 SH   SOLE   6,671 0 0
SYNCHRONY FINL COM 87165B103 43,521 1,303,800 SH   SOLE   1,303,800 0 0
SYNCHRONY FINL COM 87165B103 24,227 725,797 SH   DFND 1 725,797 0 0
SYNEOS HEALTH INC CL A 87166B102 593 12,646 SH   SOLE   12,646 0 0
SYSCO CORP COM 871829107 14,003 205,047 SH   SOLE   205,047 0 0
TCF FINL CORP COM 872275102 944 38,336 SH   SOLE   38,336 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,520 64,275 SH   DFND 1 64,275 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 10,211 186,432 SH   SOLE   186,432 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,929 2,894,000 SH   SOLE   2,894,000 0 0
TCP CAP CORP NOTE 4.625% 3/0 87238QAD5 1,377 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 2,795 29,363 SH   SOLE   29,363 0 0
TRI POINTE GROUP INC COM 87265H109 566 34,615 SH   SOLE   34,615 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 2,216 2,200,000 SH   SOLE   2,200,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,246 1,250,000 SH   SOLE   1,250,000 0 0
TPI COMPOSITES INC COM 87266J104 2,700 92,326 SH   DFND 1 92,326 0 0
TPI COMPOSITES INC COM 87266J104 6,762 231,253 SH   SOLE   231,253 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,126 63,867 SH   SOLE   63,867 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 18,075 9,700,000 SH   SOLE   9,700,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 596 9,332 SH   SOLE   9,332 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 18,439 354,600 SH   SOLE   354,600 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 7,129 137,095 SH   DFND 1 137,095 0 0
TAILORED BRANDS INC COM 87403A107 871 34,117 SH   SOLE   34,117 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 568 4,803 SH   SOLE   4,803 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 1,098 49,547 SH   SOLE   49,547 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 327 14,738 SH   DFND 1 14,738 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,672 71,169 SH   SOLE   71,169 0 0
TAPESTRY INC COM 876030107 564 12,085 SH   SOLE   12,085 0 0
TARGET CORP COM 87612E106 1,704 22,386 SH   SOLE   22,386 0 0
TAUBMAN CTRS INC COM 876664103 2,869 48,824 SH   SOLE   48,824 0 0
TEAM INC COM 878155100 475 20,571 SH   SOLE   20,571 0 0
TECH DATA CORP COM 878237106 652 7,941 SH   SOLE   7,941 0 0
TEGNA INC COM 87901J105 533 49,142 SH   SOLE   49,142 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,622 8,148 SH   SOLE   8,148 0 0
TELEFLEX INC COM 879369106 34,492 128,599 SH   SOLE   128,599 0 0
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TEMPLETON GLOBAL INCOME FD COM 880198106 1,280 208,446 SH   DFND 1 208,446 0 0
TEMPUR SEALY INTL INC COM 88023U101 506 10,535 SH   SOLE   10,535 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 624 18,601 SH   SOLE   18,601 0 0
TENNANT CO COM 880345103 975 12,336 SH   SOLE   12,336 0 0
TERADATA CORP DEL COM 88076W103 35,730 889,925 SH   DFND 1 889,925 0 0
TERADATA CORP DEL COM 88076W103 43,607 1,086,099 SH   SOLE   1,086,099 0 0
TERADYNE INC COM 880770102 26,838 704,962 SH   DFND 1 704,962 0 0
TERADYNE INC COM 880770102 33,585 882,187 SH   SOLE   882,187 0 0
TEREX CORP NEW COM 880779103 12,392 293,730 SH   SOLE   293,730 0 0
TEREX CORP NEW COM 880779103 7,946 188,350 SH   DFND 1 188,350 0 0
TERRITORIAL BANCORP INC COM 88145X108 956 30,852 SH   SOLE   30,852 0 0
TERRITORIAL BANCORP INC COM 88145X108 284 9,153 SH   DFND 1 9,153 0 0
TERRENO RLTY CORP COM 88146M101 10,701 284,065 SH   SOLE   284,065 0 0
TERRENO RLTY CORP COM 88146M101 7,117 188,921 SH   DFND 1 188,921 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,219 91,231 SH   SOLE   91,231 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,855 76,269 SH   DFND 1 76,269 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 383 86,141 SH   SOLE   86,141 0 0
TETRA TECH INC NEW COM 88162G103 2,232 38,153 SH   SOLE   38,153 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,036 11,318 SH   SOLE   11,318 0 0
TEXAS INSTRS INC COM 882508104 64,582 585,777 SH   SOLE   585,777 0 0
TEXAS INSTRS INC COM 882508104 24,286 220,281 SH   DFND 1 220,281 0 0
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TEXTRON INC COM 883203101 709 10,751 SH   SOLE   10,751 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 57,272 276,488 SH   SOLE   276,488 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 16,953 81,844 SH   DFND 1 81,844 0 0
THOR INDS INC COM 885160101 1,087 11,166 SH   SOLE   11,166 0 0
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3M CO COM 88579Y101 4,904 24,929 SH   SOLE   24,929 0 0
TIFFANY & CO NEW COM 886547108 563 4,278 SH   SOLE   4,278 0 0
TILE SHOP HLDGS INC COM 88677Q109 183 23,764 SH   SOLE   23,764 0 0
TIMKEN CO COM 887389104 678 15,559 SH   SOLE   15,559 0 0
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US BANCORP DEL COM NEW 902973304 49,711 993,816 SH   SOLE   993,816 0 0
US BANCORP DEL COM NEW 902973304 16,839 336,640 SH   DFND 1 336,640 0 0
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U S PHYSICAL THERAPY INC COM 90337L108 834 8,692 SH   SOLE   8,692 0 0
U S SILICA HLDGS INC COM 90346E103 1,374 53,465 SH   SOLE   53,465 0 0
ULTA BEAUTY INC COM 90384S303 6,957 29,800 SH   SOLE   29,800 0 0
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ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,722 6,693 SH   DFND 1 6,693 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,034 23,449 SH   SOLE   23,449 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 441 26,565 SH   SOLE   26,565 0 0
UMPQUA HLDGS CORP COM 904214103 1,133 50,165 SH   SOLE   50,165 0 0
UNIFI INC COM NEW 904677200 371 11,698 SH   SOLE   11,698 0 0
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UNION PAC CORP COM 907818108 4,614 32,566 SH   SOLE   32,566 0 0
UNIT CORP COM 909218109 8,448 330,513 SH   SOLE   330,513 0 0
UNIT CORP COM 909218109 2,266 88,668 SH   DFND 1 88,668 0 0
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UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 7,087 231,060 SH   DFND 1 231,060 0 0
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UNITED CONTL HLDGS INC COM 910047109 43,522 624,146 SH   SOLE   624,146 0 0
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UNITED NAT FOODS INC COM 911163103 490 11,485 SH   SOLE   11,485 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,063 151,207 SH   DFND 1 151,207 0 0
UNITED PARCEL SERVICE INC CL B 911312106 30,235 284,614 SH   SOLE   284,614 0 0
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UNITED STATES STL CORP NEW COM 912909108 220 6,340 SH   DFND 1 6,340 0 0
UNITED TECHNOLOGIES CORP COM 913017109 85,918 687,180 SH   SOLE   687,180 0 0
UNITED TECHNOLOGIES CORP COM 913017109 34,060 272,417 SH   DFND 1 272,417 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,123 9,921 SH   SOLE   9,921 0 0
UNITEDHEALTH GROUP INC COM 91324P102 78,820 321,269 SH   DFND 1 321,269 0 0
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UNITIL CORP COM 913259107 607 11,895 SH   SOLE   11,895 0 0
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UNIVAR INC COM 91336L107 12,147 462,910 SH   SOLE   462,910 0 0
UNIVERSAL CORP VA COM 913456109 1,128 17,081 SH   SOLE   17,081 0 0
UNIVERSAL ELECTRS INC COM 913483103 320 9,690 SH   SOLE   9,690 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,546 42,219 SH   SOLE   42,219 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 836 13,069 SH   SOLE   13,069 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 785 22,369 SH   SOLE   22,369 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 755 28,779 SH   DFND 1 28,779 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,544 96,929 SH   SOLE   96,929 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 29,665 266,199 SH   DFND 1 266,199 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 40,746 365,632 SH   SOLE   365,632 0 0
UNUM GROUP COM 91529Y106 3,664 99,057 SH   SOLE   99,057 0 0
UNUM GROUP COM 91529Y106 1,022 27,638 SH   DFND 1 27,638 0 0
URBAN OUTFITTERS INC COM 917047102 816 18,323 SH   SOLE   18,323 0 0
URBAN EDGE PPTYS COM 91704F104 1,871 81,813 SH   SOLE   81,813 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,804 79,732 SH   DFND 1 79,732 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 6,888 304,394 SH   SOLE   304,394 0 0
US ECOLOGY INC COM 91732J102 958 15,045 SH   SOLE   15,045 0 0
V F CORP COM 918204108 3,026 37,116 SH   DFND 1 37,116 0 0
V F CORP COM 918204108 9,908 121,544 SH   SOLE   121,544 0 0
VAIL RESORTS INC COM 91879Q109 8,659 31,579 SH   SOLE   31,579 0 0
VAIL RESORTS INC COM 91879Q109 3,455 12,601 SH   DFND 1 12,601 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,005 18,094 SH   SOLE   18,094 0 0
VALLEY NATL BANCORP COM 919794107 734 60,381 SH   SOLE   60,381 0 0
VALMONT INDS INC COM 920253101 8,195 54,361 SH   DFND 1 54,361 0 0
VALMONT INDS INC COM 920253101 13,424 89,046 SH   SOLE   89,046 0 0
VALVOLINE INC COM 92047W101 266 12,348 SH   DFND 1 12,348 0 0
VALVOLINE INC COM 92047W101 1,389 64,409 SH   SOLE   64,409 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 5,005 116,672 SH   SOLE   116,672 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,076 25,000 SH   SOLE   25,000 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 22,198 284,220 SH   SOLE   284,220 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 24,283 310,920 SH   DFND 1 310,920 0 0
VAREX IMAGING CORP COM 92214X106 966 26,036 SH   SOLE   26,036 0 0
VARIAN MED SYS INC COM 92220P105 437 3,842 SH   SOLE   3,842 0 0
VECTREN CORP COM 92240G101 1,353 18,930 SH   SOLE   18,930 0 0
VEECO INSTRS INC DEL COM 922417100 476 33,403 SH   SOLE   33,403 0 0
VECTRUS INC COM 92242T101 371 12,045 SH   SOLE   12,045 0 0
VEEVA SYS INC CL A COM 922475108 11,724 152,540 SH   SOLE   152,540 0 0
VEEVA SYS INC CL A COM 922475108 4,682 60,910 SH   DFND 1 60,910 0 0
VENTAS INC COM 92276F100 10,638 186,791 SH   SOLE   186,791 0 0
VENTAS INC COM 92276F100 1,019 17,900 SH   DFND 1 17,900 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 12,930 158,750 SH   SOLE   158,750 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 8,914 109,440 SH   DFND 1 109,440 0 0
VERA BRADLEY INC COM 92335C106 182 12,956 SH   SOLE   12,956 0 0
VEREIT INC COM 92339V100 519 69,734 SH   SOLE   69,734 0 0
VERIFONE SYS INC COM 92342Y109 576 25,232 SH   SOLE   25,232 0 0
VERISIGN INC COM 92343E102 586 4,265 SH   DFND 1 4,265 0 0
VERISIGN INC COM 92343E102 3,183 23,161 SH   SOLE   23,161 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 51,451 1,022,683 SH   DFND 1 1,022,683 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 131,557 2,614,922 SH   SOLE   2,614,922 0 0
VERINT SYS INC COM 92343X100 9,527 214,816 SH   SOLE   214,816 0 0
VERINT SYS INC COM 92343X100 2,857 64,426 SH   DFND 1 64,426 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 15,209 15,497,000 SH   SOLE   15,497,000 0 0
VERITIV CORP COM 923454102 307 7,715 SH   SOLE   7,715 0 0
VERISK ANALYTICS INC COM 92345Y106 46,328 430,393 SH   SOLE   430,393 0 0
VERISK ANALYTICS INC COM 92345Y106 32,590 302,765 SH   DFND 1 302,765 0 0
VERSO CORP CL A 92531L207 7,196 330,680 SH   SOLE   330,680 0 0
VERSO CORP CL A 92531L207 2,748 126,266 SH   DFND 1 126,266 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,293 95,864 SH   DFND 1 95,864 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 44,509 261,882 SH   SOLE   261,882 0 0
VERSUM MATLS INC COM 92532W103 922 24,822 SH   SOLE   24,822 0 0
VIAD CORP COM NEW 92552R406 762 14,049 SH   SOLE   14,049 0 0
VIASAT INC COM 92552V100 820 12,482 SH   SOLE   12,482 0 0
VIACOM INC NEW CL B 92553P201 447 14,821 SH   SOLE   14,821 0 0
VIAVI SOLUTIONS INC COM 925550105 1,590 155,252 SH   SOLE   155,252 0 0
VICI PPTYS INC COM 925652109 305 14,800 SH   SOLE   14,800 0 0
VICOR CORP COM 925815102 490 11,242 SH   SOLE   11,242 0 0
VISA INC COM CL A 92826C839 91,079 687,646 SH   DFND 1 687,646 0 0
VISA INC COM CL A 92826C839 235,479 1,777,871 SH   SOLE   1,777,871 0 0
VIRTUSA CORP COM 92827P102 16,457 338,061 SH   DFND 1 338,061 0 0
VIRTUSA CORP COM 92827P102 28,138 578,013 SH   SOLE   578,013 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 633 4,951 SH   SOLE   4,951 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 698 30,102 SH   SOLE   30,102 0 0
VISTA OUTDOOR INC COM 928377100 610 39,409 SH   SOLE   39,409 0 0
VISTRA ENERGY CORP COM 92840M102 1,058 44,703 SH   DFND 1 44,703 0 0
VISTRA ENERGY CORP COM 92840M102 1,694 71,579 SH   SOLE   71,579 0 0
VITAMIN SHOPPE INC COM 92849E101 116 16,622 SH   SOLE   16,622 0 0
VONAGE HLDGS CORP COM 92886T201 1,911 148,255 SH   SOLE   148,255 0 0
VORNADO RLTY TR SH BEN INT 929042109 8,239 111,458 SH   SOLE   111,458 0 0
VORNADO RLTY TR SH BEN INT 929042109 913 12,350 SH   DFND 1 12,350 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 99 13,429 SH   SOLE   13,429 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 99 13,429 SH   DFND 1 13,429 0 0
VULCAN MATLS CO COM 929160109 716 5,550 SH   SOLE   5,550 0 0
W & T OFFSHORE INC COM 92922P106 120 16,842 SH   DFND 1 16,842 0 0
W & T OFFSHORE INC COM 92922P106 405 56,673 SH   SOLE   56,673 0 0
WD-40 CO COM 929236107 1,396 9,544 SH   SOLE   9,544 0 0
WGL HLDGS INC COM 92924F106 1,039 11,702 SH   SOLE   11,702 0 0
WABCO HLDGS INC COM 92927K102 46,522 397,558 SH   SOLE   397,558 0 0
WABCO HLDGS INC COM 92927K102 37,139 317,377 SH   DFND 1 317,377 0 0
WSFS FINL CORP COM 929328102 8,810 165,299 SH   SOLE   165,299 0 0
WSFS FINL CORP COM 929328102 2,646 49,640 SH   DFND 1 49,640 0 0
W P CAREY INC COM 92936U109 229 3,450 SH   SOLE   3,450 0 0
WEC ENERGY GROUP INC COM 92939U106 1,015 15,707 SH   SOLE   15,707 0 0
WABASH NATL CORP COM 929566107 743 39,816 SH   SOLE   39,816 0 0
WABTEC CORP COM 929740108 1,925 19,526 SH   SOLE   19,526 0 0
WADDELL & REED FINL INC CL A 930059100 1,011 56,276 SH   SOLE   56,276 0 0
WAGEWORKS INC COM 930427109 2,920 58,398 SH   DFND 1 58,398 0 0
WAGEWORKS INC COM 930427109 8,639 172,776 SH   SOLE   172,776 0 0
WALMART INC COM 931142103 52,520 613,189 SH   SOLE   613,189 0 0
WALMART INC COM 931142103 20,650 241,100 SH   DFND 1 241,100 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,149 35,810 SH   SOLE   35,810 0 0
WALKER & DUNLOP INC COM 93148P102 1,078 19,371 SH   SOLE   19,371 0 0
WASHINGTON FED INC COM 938824109 629 19,247 SH   SOLE   19,247 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,657 204,361 SH   SOLE   204,361 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 289 9,515 SH   SOLE   9,515 0 0
WASHINGTON TR BANCORP COM 940610108 3,148 54,175 SH   SOLE   54,175 0 0
WASHINGTON TR BANCORP COM 940610108 911 15,686 SH   DFND 1 15,686 0 0
WASTE CONNECTIONS INC COM 94106B101 48,154 639,663 SH   SOLE   639,663 0 0
WASTE CONNECTIONS INC COM 94106B101 16,467 218,739 SH   DFND 1 218,739 0 0
WASTE MGMT INC DEL COM 94106L109 12,525 153,985 SH   SOLE   153,985 0 0
WATERS CORP COM 941848103 2,945 15,212 SH   SOLE   15,212 0 0
WATERS CORP COM 941848103 1,441 7,442 SH   DFND 1 7,442 0 0
WATSCO INC COM 942622200 6,255 35,086 SH   SOLE   35,086 0 0
WATSCO INC COM 942622200 1,971 11,056 SH   DFND 1 11,056 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,496 19,084 SH   SOLE   19,084 0 0
WEBSTER FINL CORP CONN COM 947890109 1,337 20,984 SH   SOLE   20,984 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,901 94,146 SH   SOLE   94,146 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,511 10,197 SH   SOLE   10,197 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 19,814 6,064,000 SH   SOLE   6,064,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 49 15,000 SH   DFND 1 15,000 0 0
WELLS FARGO CO NEW COM 949746101 21,893 394,902 SH   SOLE   394,902 0 0
WELLS FARGO CO NEW COM 949746101 2,729 49,227 SH   DFND 1 49,227 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 7,269 5,795 SH   DFND 1 5,795 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 28,385 22,630 SH   SOLE   22,630 0 0
WELLTOWER INC COM 95040Q104 12,640 201,634 SH   SOLE   201,634 0 0
WELLTOWER INC COM 95040Q104 1,156 18,434 SH   DFND 1 18,434 0 0
WENDYS CO COM 95058W100 845 49,200 SH   DFND 1 49,200 0 0
WENDYS CO COM 95058W100 2,058 119,778 SH   SOLE   119,778 0 0
WERNER ENTERPRISES INC COM 950755108 384 10,214 SH   SOLE   10,214 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,899 89,628 SH   SOLE   89,628 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,962 49,974 SH   DFND 1 49,974 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,032 18,266 SH   SOLE   18,266 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,222 92,243 SH   DFND 1 92,243 0 0
WESTERN ALLIANCE BANCORP COM 957638109 16,775 296,318 SH   SOLE   296,318 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 859 64,713 SH   SOLE   64,713 0 0
WESTERN ASSET EMRG MKT DEBT COM 95766A101 1,302 98,111 SH   DFND 1 98,111 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 268 41,610 SH   SOLE   41,610 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 77 11,990 SH   DFND 1 11,990 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 808 167,668 SH   DFND 1 167,668 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 689 143,022 SH   SOLE   143,022 0 0
WESTERN DIGITAL CORP COM 958102105 973 12,565 SH   SOLE   12,565 0 0
WESTERN UN CO COM 959802109 393 19,346 SH   SOLE   19,346 0 0
WESTROCK CO COM 96145D105 50,395 883,820 SH   SOLE   883,820 0 0
WESTROCK CO COM 96145D105 27,928 489,785 SH   DFND 1 489,785 0 0
WEX INC COM 96208T104 1,739 9,129 SH   SOLE   9,129 0 0
WEYERHAEUSER CO COM 962166104 4,116 112,898 SH   DFND 1 112,898 0 0
WEYERHAEUSER CO COM 962166104 25,652 703,561 SH   SOLE   703,561 0 0
WHIRLPOOL CORP COM 963320106 28,809 197,009 SH   SOLE   197,009 0 0
WHIRLPOOL CORP COM 963320106 23,781 162,625 SH   DFND 1 162,625 0 0
WHITESTONE REIT COM 966084204 463 37,099 SH   SOLE   37,099 0 0
WHITING PETE CORP NEW COM NEW 966387409 5,606 106,341 SH   SOLE   106,341 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,575 29,867 SH   DFND 1 29,867 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 18,987 19,894,000 SH   SOLE   19,894,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 860 901,000 SH   DFND 1 901,000 0 0
WILEY JOHN & SONS INC CL A 968223206 638 10,226 SH   SOLE   10,226 0 0
WILLDAN GROUP INC COM 96924N100 6,281 202,805 SH   SOLE   202,805 0 0
WILLDAN GROUP INC COM 96924N100 2,500 80,718 SH   DFND 1 80,718 0 0
WILLIAMS COS INC DEL COM 969457100 2,283 84,219 SH   SOLE   84,219 0 0
WILLIAMS COS INC DEL COM 969457100 1,702 62,765 SH   DFND 1 62,765 0 0
WILLIAMS SONOMA INC COM 969904101 1,071 17,445 SH   SOLE   17,445 0 0
WINGSTOP INC COM 974155103 3,136 60,167 SH   DFND 1 60,167 0 0
WINGSTOP INC COM 974155103 8,923 171,204 SH   SOLE   171,204 0 0
WINNEBAGO INDS INC COM 974637100 802 19,763 SH   SOLE   19,763 0 0
WINTRUST FINL CORP COM 97650W108 1,852 21,280 SH   DFND 1 21,280 0 0
WINTRUST FINL CORP COM 97650W108 7,205 82,769 SH   SOLE   82,769 0 0
WISDOMTREE INVTS INC COM 97717P104 725 79,822 SH   SOLE   79,822 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,260 65,003 SH   SOLE   65,003 0 0
WOODWARD INC COM 980745103 970 12,615 SH   SOLE   12,615 0 0
WORLD ACCEP CORP DEL COM 981419104 463 4,174 SH   SOLE   4,174 0 0
WORLD FUEL SVCS CORP COM 981475106 315 15,427 SH   SOLE   15,427 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,998 27,438 SH   SOLE   27,438 0 0
WORTHINGTON INDS INC COM 981811102 412 9,810 SH   SOLE   9,810 0 0
WPX ENERGY INC COM 98212B103 36,884 2,045,694 SH   DFND 1 2,045,694 0 0
WPX ENERGY INC COM 98212B103 48,760 2,704,380 SH   SOLE   2,704,380 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,006 22,735 SH   SOLE   22,735 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,337 22,721 SH   SOLE   22,721 0 0
WYNN RESORTS LTD COM 983134107 595 3,556 SH   SOLE   3,556 0 0
XO GROUP INC COM 983772104 5,188 162,133 SH   SOLE   162,133 0 0
XO GROUP INC COM 983772104 1,218 38,069 SH   DFND 1 38,069 0 0
XCEL ENERGY INC COM 98389B100 1,182 25,883 SH   SOLE   25,883 0 0
XILINX INC COM 983919101 25,856 396,196 SH   DFND 1 396,196 0 0
XILINX INC COM 983919101 69,386 1,063,222 SH   SOLE   1,063,222 0 0
XENIA HOTELS & RESORTS INC COM 984017103 605 24,835 SH   DFND 1 24,835 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,966 80,721 SH   SOLE   80,721 0 0
XEROX CORP COM NEW 984121608 216 8,983 SH   SOLE   8,983 0 0
XYLEM INC COM 98419M100 509 7,555 SH   SOLE   7,555 0 0
XPERI CORP COM 98421B100 542 33,635 SH   SOLE   33,635 0 0
YAHOO INC NOTE 12/0 984332AF3 24,995 18,325,000 SH   SOLE   18,325,000 0 0
YUM BRANDS INC COM 988498101 1,062 13,572 SH   SOLE   13,572 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,408 38,610 SH   DFND 1 38,610 0 0
ZAYO GROUP HLDGS INC COM 98919V105 2,256 61,847 SH   SOLE   61,847 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,743 12,166 SH   SOLE   12,166 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 951 8,535 SH   SOLE   8,535 0 0
ZIONS BANCORPORATION COM 989701107 93,927 1,782,640 SH   DFND 1 1,782,640 0 0
ZIONS BANCORPORATION COM 989701107 127,860 2,426,655 SH   SOLE   2,426,655 0 0
ZIX CORP COM 98974P100 543 100,804 SH   DFND 1 100,804 0 0
ZIX CORP COM 98974P100 2,078 385,485 SH   SOLE   385,485 0 0
ZOETIS INC CL A 98978V103 62,295 731,242 SH   SOLE   731,242 0 0
ZOETIS INC CL A 98978V103 21,336 250,450 SH   DFND 1 250,450 0 0
ZUMIEZ INC COM 989817101 4,041 161,320 SH   DFND 1 161,320 0 0
ZUMIEZ INC COM 989817101 6,270 250,314 SH   SOLE   250,314 0 0
ZUORA INC COM CL A 98983V106 548 20,150 SH   DFND 1 20,150 0 0
ZUORA INC COM CL A 98983V106 650 23,900 SH   SOLE   23,900 0 0
EURONAV NV ANTWERPEN SHS B38564108 909 98,817 SH   DFND 1 98,817 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,317 143,193 SH   SOLE   143,193 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 308 3,987 SH   SOLE   3,987 0 0
ALLERGAN PLC SHS G0177J108 2,374 14,237 SH   SOLE   14,237 0 0
AMBARELLA INC SHS G037AX101 2,682 69,475 SH   SOLE   69,475 0 0
AMBARELLA INC SHS G037AX101 1,067 27,648 SH   DFND 1 27,648 0 0
AON PLC SHS CL A G0408V102 1,691 12,327 SH   SOLE   12,327 0 0
ARCH CAP GROUP LTD ORD G0450A105 699 26,433 SH   DFND 1 26,433 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,172 44,289 SH   SOLE   44,289 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 12,404 213,317 SH   SOLE   213,317 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,492 146,032 SH   DFND 1 146,032 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 553 13,592 SH   SOLE   13,592 0 0
ARRIS INTL INC SHS G0551A103 975 39,893 SH   SOLE   39,893 0 0
ASSURED GUARANTY LTD COM G0585R106 69,736 1,951,741 SH   SOLE   1,951,741 0 0
ASSURED GUARANTY LTD COM G0585R106 56,274 1,574,979 SH   DFND 1 1,574,979 0 0
ATLASSIAN CORP PLC CL A G06242104 2,111 33,760 SH   SOLE   33,760 0 0
ATLASSIAN CORP PLC CL A G06242104 725 11,600 SH   DFND 1 11,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,484 27,411 SH   SOLE   27,411 0 0
BELMOND LTD CL A G1154H107 642 57,599 SH   SOLE   57,599 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 3,033 212,679 SH   DFND 1 212,679 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 11,167 783,091 SH   SOLE   783,091 0 0
BUNGE LIMITED COM G16962105 376 5,399 SH   SOLE   5,399 0 0
BUNGE LIMITED COM G16962105 456 6,547 SH   DFND 1 6,547 0 0
CARDTRONICS PLC SHS CL A G1991C105 762 31,504 SH   SOLE   31,504 0 0
CONSOLIDATED WATER CO INC ORD G23773107 168 13,001 SH   DFND 1 13,001 0 0
CONSOLIDATED WATER CO INC ORD G23773107 565 43,811 SH   SOLE   43,811 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 920 20,229 SH   SOLE   20,229 0 0
EATON CORP PLC SHS G29183103 1,372 18,362 SH   SOLE   18,362 0 0
ENDO INTL PLC SHS G30401106 1,303 138,168 SH   SOLE   138,168 0 0
ENSCO PLC SHS CLASS A G3157S106 723 99,593 SH   SOLE   99,593 0 0
ESSENT GROUP LTD COM G3198U102 2,734 76,340 SH   DFND 1 76,340 0 0
ESSENT GROUP LTD COM G3198U102 5,189 144,871 SH   SOLE   144,871 0 0
EVEREST RE GROUP LTD COM G3223R108 397 1,721 SH   SOLE   1,721 0 0
FABRINET SHS G3323L100 934 25,315 SH   SOLE   25,315 0 0
HELEN OF TROY CORP LTD COM G4388N106 597 6,065 SH   SOLE   6,065 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,263 41,097 SH   SOLE   41,097 0 0
IHS MARKIT LTD SHS G47567105 771 14,953 SH   SOLE   14,953 0 0
INGERSOLL-RAND PLC SHS G47791101 36,457 406,300 SH   SOLE   406,300 0 0
INGERSOLL-RAND PLC SHS G47791101 16,804 187,275 SH   DFND 1 187,275 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 22,596 6,867,970 SH   SOLE   6,867,970 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 14,762 4,486,897 SH   DFND 1 4,486,897 0 0
INVESCO LTD SHS G491BT108 4,367 164,428 SH   SOLE   164,428 0 0
INVESCO LTD SHS G491BT108 1,203 45,293 SH   DFND 1 45,293 0 0
JAMES RIV GROUP LTD COM G5005R107 805 20,489 SH   SOLE   20,489 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12,748 73,990 SH   SOLE   73,990 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,995 28,990 SH   DFND 1 28,990 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,301 38,891 SH   SOLE   38,891 0 0
LIVANOVA PLC SHS G5509L101 991 9,932 SH   SOLE   9,932 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 362 46,755 SH   SOLE   46,755 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 353 18,931 SH   SOLE   18,931 0 0
MEDTRONIC PLC SHS G5960L103 89,215 1,042,113 SH   SOLE   1,042,113 0 0
MEDTRONIC PLC SHS G5960L103 34,132 398,691 SH   DFND 1 398,691 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 419 6,294 SH   SOLE   6,294 0 0
APTIV PLC SHS G6095L109 9,613 104,916 SH   DFND 1 104,916 0 0
APTIV PLC SHS G6095L109 22,055 240,701 SH   SOLE   240,701 0 0
NABORS INDUSTRIES LTD SHS G6359F103 515 80,298 SH   SOLE   80,298 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 435 14,060 SH   SOLE   14,060 0 0
NOBLE CORP PLC SHS USD G65431101 323 50,997 SH   DFND 1 50,997 0 0
NOBLE CORP PLC SHS USD G65431101 2,158 340,893 SH   SOLE   340,893 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,818 80,800 SH   DFND 1 80,800 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 11,536 244,140 SH   SOLE   244,140 0 0
NOVOCURE LTD ORD SHS G6674U108 1,193 38,108 SH   DFND 1 38,108 0 0
NOVOCURE LTD ORD SHS G6674U108 3,000 95,846 SH   SOLE   95,846 0 0
NVENT ELECTRIC PLC SHS G6700G107 928 36,992 SH   SOLE   36,992 0 0
PROTHENA CORP PLC SHS G72800108 1,060 72,673 SH   SOLE   72,673 0 0
PROTHENA CORP PLC SHS G72800108 360 24,723 SH   DFND 1 24,723 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,103 9,170 SH   SOLE   9,170 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,273 140,136 SH   SOLE   140,136 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 739 45,563 SH   DFND 1 45,563 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,062 54,220 SH   SOLE   54,220 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,131 108,578 SH   DFND 1 108,578 0 0
PENTAIR PLC SHS G7S00T104 287 6,816 SH   SOLE   6,816 0 0
SIGNET JEWELERS LIMITED SHS G81276100 750 13,444 SH   SOLE   13,444 0 0
STERIS PLC SHS USD G84720104 2,025 19,280 SH   SOLE   19,280 0 0
TECHNIPFMC PLC COM G87110105 4,208 132,575 SH   DFND 1 132,575 0 0
TECHNIPFMC PLC COM G87110105 17,392 547,951 SH   SOLE   547,951 0 0
THIRD PT REINS LTD COM G8827U100 710 56,813 SH   SOLE   56,813 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,603 86,458 SH   SOLE   86,458 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 839 5,536 SH   SOLE   5,536 0 0
PERRIGO CO PLC SHS G97822103 2,133 29,249 SH   DFND 1 29,249 0 0
PERRIGO CO PLC SHS G97822103 6,585 90,316 SH   SOLE   90,316 0 0
XL GROUP LTD COM G98294104 607 10,845 SH   SOLE   10,845 0 0
CHUBB LIMITED COM H1467J104 33,372 262,728 SH   SOLE   262,728 0 0
CHUBB LIMITED COM H1467J104 18,358 144,527 SH   DFND 1 144,527 0 0
GARMIN LTD SHS H2906T109 285 4,670 SH   SOLE   4,670 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,842 53,759 SH   SOLE   53,759 0 0
TE CONNECTIVITY LTD REG SHS H84989104 8,467 94,010 SH   DFND 1 94,010 0 0
TRANSOCEAN LTD REG SHS H8817H100 25,924 1,928,852 SH   SOLE   1,928,852 0 0
TRANSOCEAN LTD REG SHS H8817H100 16,240 1,208,345 SH   DFND 1 1,208,345 0 0
TRINSEO S A SHS L9340P101 3,355 47,288 SH   SOLE   47,288 0 0
TRINSEO S A SHS L9340P101 1,029 14,504 SH   DFND 1 14,504 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 534 6,332 SH   DFND 1 6,332 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,798 21,334 SH   SOLE   21,334 0 0
CORE LABORATORIES N V COM N22717107 1,268 10,049 SH   SOLE   10,049 0 0
INTERXION HOLDING N.V SHS N47279109 921 14,750 SH   SOLE   14,750 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,483 13,500 SH   SOLE   13,500 0 0
MYLAN N V SHS EURO N59465109 7,879 218,022 SH   SOLE   218,022 0 0
MYLAN N V SHS EURO N59465109 2,448 67,742 SH   DFND 1 67,742 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,944 17,791 SH   SOLE   17,791 0 0
NXP SEMICONDUCTORS N V COM N6596X109 881 8,059 SH   DFND 1 8,059 0 0
ORTHOFIX INTL N V COM N6748L102 735 12,940 SH   SOLE   12,940 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 9,381 361,350 SH   SOLE   361,350 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 3,230 124,440 SH   DFND 1 124,440 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 737 7,113 SH   SOLE   7,113 0 0
COSTAMARE INC SHS Y1771G102 844 105,758 SH   DFND 1 105,758 0 0
COSTAMARE INC SHS Y1771G102 2,837 355,529 SH   SOLE   355,529 0 0
TEEKAY TANKERS LTD CL A Y8565N102 74 63,142 SH   DFND 1 63,142 0 0
TEEKAY TANKERS LTD CL A Y8565N102 249 212,491 SH   SOLE   212,491 0 0
ISHARES TR 20 YR TR BD ETF 464287432 42,876 352,250 PRN   DFND 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 10,153 89,952 PRN   DFND 2 0 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 5,439 118,671 PRN   DFND 2 0 0 0
ISHARES TR MBS ETF 464288588 4,812 46,185 PRN   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 37,714 451,560 SH   DFND 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 17,086 218,769 SH   DFND 2 0 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,203 315,745 SH   DFND 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 95,824 1,532,699 SH   DFND 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 487 9,935 SH   DFND 3 5,199 0 4,736
ISHARES TR CORE MSCI EAFE 46432F842 11,174 176,343 SH   DFND 3 167,163 0 9,180
ISHARES TR CORE MSCI PAC 46434V696 241,208 4,182,567 SH   DFND 3 3,860,921 0 321,646
ISHARES TR CORE S&P MCP ETF 464287507 8,950 45,948 SH   DFND 3 44,125 0 1,823
ISHARES TR CORE S&P SCP ETF 464287804 4,146 49,672 SH   DFND 3 47,300 0 2,372
ISHARES TR CORE S&P TTL STK 464287150 17,658 282,450 SH   DFND 3 279,086 0 3,364
ISHARES TR CORE S&P500 ETF 464287200 27,703 101,458 SH   DFND 3 96,336 0 5,122
ISHARES TR CORE US AGGBD ET 464287226 15,494 145,724 SH   DFND 3 138,555 0 7,169
ISHARES TR EAFE SML CP ETF 464288273 469 7,470 SH   DFND 3 7,470 0 0
ISHARES TR EUROPE ETF 464287861 627 14,019 SH   DFND 3 14,019 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 275 5,398 SH   DFND 3 5,398 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 294 5,212 SH   DFND 3 5,212 0 0
ISHARES TR IBOXX HI YD ETF 464288513 513 6,029 SH   DFND 3 6,029 0 0
ISHARES TR IBOXX INV CP ETF 464287242 7,941 69,308 SH   DFND 3 65,438 0 3,870
ISHARES TR INTL SEL DIV ETF 464288448 1,175 36,666 SH   DFND 3 34,717 0 1,949
ISHARES TR INTRMD CR BD ETF 464288638 13,169 123,960 SH   DFND 3 117,875 0 6,085
ISHARES TR JPMORGAN USD EMG 464288281 4,643 43,481 SH   DFND 3 41,548 0 1,932
ISHARES TR MBS ETF 464288588 1,173 11,259 SH   DFND 3 10,953 0 306
ISHARES TR MIN VOL USA ETF 46429B697 3,965 74,587 SH   DFND 3 70,490 0 4,097
ISHARES TR MSCI ACWI ETF 464288257 7,085 99,623 SH   DFND 3 94,260 0 5,363
ISHARES TR MSCI ACWI EX US 464288240 18,421 389,861 SH   DFND 3 381,104 0 8,757
ISHARES TR MSCI EAFE ETF 464287465 2,366 35,340 SH   DFND 3 35,293 0 47
ISHARES TR MSCI EMG MKT ETF 464287234 648 14,951 SH   DFND 3 14,951 0 0
ISHARES TR MSCI KLD400 SOC 464288570 206 2,038 SH   DFND 3 2,038 0 0
ISHARES TR RUS 1000 ETF 464287622 315 2,070 SH   DFND 3 2,070 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 12,587 87,531 SH   DFND 3 87,006 0 525
ISHARES TR RUS 1000 VAL ETF 464287598 1,673 13,783 SH   DFND 3 13,783 0 0
ISHARES TR RUS MID CAP ETF 464287499 444 2,090 SH   DFND 3 2,090 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,841 11,240 SH   DFND 3 11,240 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 4,050 24,909 SH   DFND 3 23,685 0 1,224
ISHARES TR S&P 500 VAL ETF 464287408 5,346 48,538 SH   DFND 3 46,390 0 2,148
ISHARES TR SELECT DIVID ETF 464287168 2,014 20,602 SH   DFND 3 19,908 0 694
ISHARES TR SHORT TREAS BD 464288679 19,037 172,377 SH   DFND 3 165,028 0 7,349
ISHARES TR TIPS BD ETF 464287176 7,816 69,243 SH   DFND 3 31,024 0 38,219
BAXTER INTL INC COM 071813109 201 2,725 SH   DFND 3 2,725 0 0
BB&T CORP COM 054937107 456 9,055 SH   DFND 3 9,055 0 0
BECTON DICKINSON & CO COM 075887109 273 1,137 SH   DFND 3 1,137 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 282 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,183 17,057 SH   DFND 3 15,939 0 1,118
BLACKROCK ENHANCED EQT DIV T COM 09251A104 166 18,088 SH   DFND 3 18,088 0 0
BLACKROCK ENHANCED GBL DIV T COM 092501105 140 12,573 SH   DFND 3 12,573 0 0
BOEING CO COM 097023105 1,966 5,858 SH   DFND 3 5,858 0 0
BP PLC SPONSORED ADR 055622104 865 18,935 SH   DFND 3 17,207 0 1,728
BRISTOL MYERS SQUIBB CO COM 110122108 615 11,128 SH   DFND 3 11,128 0 0
CAMPBELL SOUP CO COM 134429109 1,460 36,019 SH   DFND 3 850 0 35,169
CELGENE CORP COM 151020104 477 6,009 SH   DFND 3 6,009 0 0
CENTERSTATE BK CORP COM 15201P109 344 11,544 SH   DFND 3 11,544 0 0
CHARLES & COLVARD LTD COM 159765106 54 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 473 1,471 SH   DFND 3 1,471 0 0
CHEVRON CORP NEW COM 166764100 1,234 9,763 SH   DFND 3 8,740 0 1,023
CHURCH & DWIGHT INC COM 171340102 3,650 68,665 SH   DFND 3 0 0 68,665
CINEDIGM CORP COM NEW 172406209 544 351,087 SH   DFND 3 351,087 0 0
CISCO SYS INC COM 17275R102 586 13,634 SH   DFND 3 12,964 0 670
COCA COLA CO COM 191216100 6,651 151,646 SH   DFND 3 81,212 0 70,434
COHEN & STEERS LTD DUR PFD I COM 19248C105 263 10,286 SH   DFND 3 1,995 0 8,291
COLGATE PALMOLIVE CO COM 194162103 287 4,425 SH   DFND 3 3,801 0 624
CONOCOPHILLIPS COM 20825C104 234 3,356 SH   DFND 3 3,356 0 0
COSTCO WHSL CORP NEW COM 22160K105 285 1,361 SH   DFND 3 1,173 0 188
CSX CORP COM 126408103 773 12,132 SH   DFND 3 12,132 0 0
CULLEN FROST BANKERS INC COM 229899109 8,311 76,783 SH   DFND 3 63,796 0 12,987
DARDEN RESTAURANTS INC COM 237194105 223 2,084 SH   DFND 3 1,897 0 187
DBX ETF TR XTRACK MSCI EURP 233051853 3,839 136,767 SH   DFND 3 133,617 0 3,150
DEERE & CO COM 244199105 262 1,872 SH   DFND 3 1,872 0 0
DISNEY WALT CO COM DISNEY 254687106 1,162 11,085 SH   DFND 3 10,220 0 865
DOUBLELINE INCOME SOLUTIONS COM 258622109 339 16,950 SH   DFND 3 16,950 0 0
DOWDUPONT INC COM 26078J100 610 9,253 SH   DFND 3 9,253 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 483 6,110 SH   DFND 3 6,110 0 0
EATON CORP PLC SHS G29183103 1,779 23,803 SH   DFND 3 23,803 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 161 17,102 SH   DFND 3 17,102 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,235 44,603 SH   DFND 3 1,569 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 55,028 1,970,906 SH   DFND 3 1,836,595 0 134,311
ETF SER SOLUTIONS VIDENT CORE US 26922A602 567,706 11,936,621 SH   DFND 3 11,197,483 0 739,138
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 565,934 22,063,704 SH   DFND 3 20,416,971 0 1,646,733
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 639,692 19,055,462 SH   DFND 3 17,565,440 0 1,490,022
EXCHANGE TRADED CONCEPTS TR FLAG FRNSIC ACC 301505400 10,267 244,066 SH   DFND 3 231,152 0 12,914
EXELON CORP COM 30161N101 215 5,058 SH   DFND 3 5,058 0 0
EXXON MOBIL CORP COM 30231G102 7,822 94,547 SH   DFND 3 91,902 0 2,645
FACEBOOK INC CL A 30303M102 335 1,727 SH   DFND 3 1,727 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 281 2,646 SH   DFND 3 2,646 0 0
FIRST FINL BANCORP OH COM 320209109 1,697 55,356 SH   DFND 3 55,356 0 0
FIRST MERCHANTS CORP COM 320817109 321 6,920 SH   DFND 3 6,920 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 4,733 100,492 SH   DFND 3 98,921 0 1,571
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 1,613 27,195 SH   DFND 3 27,195 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 369 12,177 SH   DFND 3 12,177 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 174,222 7,056,348 SH   DFND 3 6,629,576 0 426,773
FORD MTR CO DEL COM PAR $0.01 345370860 181 16,363 SH   DFND 3 16,363 0 0
GABELLI EQUITY TR INC COM 362397101 185 29,630 SH   DFND 3 29,630 0 0
GASTAR EXPL INC NEW COM 36729W202 17 30,000 SH   DFND 3 30,000 0 0
ISHARES TR US TREAS BD ETF 46429B267 3,410 138,480 SH   DFND 3 131,515 0 6,965
ISHARES TR USA MOMENTUM FCT 46432F396 11,297 102,988 SH   DFND 3 97,419 0 5,569
ISHARES US ETF TR SHT MAT BD ETF 46431W507 6,881 137,138 SH   DFND 3 128,650 0 8,487
JOHNSON & JOHNSON COM 478160104 1,499 12,349 SH   DFND 3 11,892 0 457
JPMORGAN CHASE & CO COM 46625H100 1,856 17,807 SH   DFND 3 17,607 0 200
KIMBERLY CLARK CORP COM 494368103 241 2,282 SH   DFND 3 2,282 0 0
LAKELAND BANCORP INC COM 511637100 908 45,718 SH   DFND 3 45,718 0 0
LAM RESEARCH CORP COM 512807108 221 1,282 SH   DFND 3 1,282 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 325 23,463 SH   DFND 3 23,463 0 0
LIFEPOINT HEALTH INC COM 53219L109 828 16,977 SH   DFND 3 16,977 0 0
LILLY ELI & CO COM 532457108 2,744 32,147 SH   DFND 3 32,147 0 0
LOCKHEED MARTIN CORP COM 539830109 601 2,037 SH   DFND 3 2,037 0 0
MARRIOTT INTL INC NEW CL A 571903202 326 2,573 SH   DFND 3 2,573 0 0
MARSH & MCLENNAN COS INC COM 571748102 562 6,848 SH   DFND 3 6,848 0 0
MCDONALDS CORP COM 580135101 436 2,781 SH   DFND 3 2,631 0 150
MERCK & CO INC COM 58933Y105 492 8,110 SH   DFND 3 8,110 0 0
MICROSOFT CORP COM 594918104 1,685 17,097 SH   DFND 3 16,232 0 865
MIDDLEBY CORP COM 596278101 252 2,409 SH   DFND 3 2,409 0 0
MILLER HERMAN INC COM 600544100 213 6,285 SH   DFND 3 6,285 0 0
MONDELEZ INTL INC CL A 609207105 1,984 48,381 SH   DFND 3 48,381 0 0
MPLX LP COM UNIT REP LTD 55336V100 926 27,152 SH   DFND 3 27,152 0 0
NATIONAL COMM CORP COM 63546L102 332 7,168 SH   DFND 3 7,168 0 0
NEXTERA ENERGY INC COM 65339F101 1,254 7,504 SH   DFND 3 6,754 0 750
NORFOLK SOUTHERN CORP COM 655844108 832 5,516 SH   DFND 3 5,516 0 0
NORTHERN TR CORP COM 665859104 279 2,715 SH   DFND 3 2,715 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 247 16,900 SH   DFND 3 16,900 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 162 15,500 SH   DFND 3 15,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 819 9,781 SH   DFND 3 9,781 0 0
ORACLE CORP COM 68389X105 287 6,504 SH   DFND 3 6,504 0 0
PARKER DRILLING CO COM 701081101 7 18,537 SH   DFND 3 18,537 0 0
PEPSICO INC COM 713448108 1,718 15,782 SH   DFND 3 15,752 0 30
PFIZER INC COM 717081103 2,369 65,275 SH   DFND 3 58,656 0 6,618
PHILIP MORRIS INTL INC COM 718172109 580 7,177 SH   DFND 3 7,177 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 157 18,795 SH   DFND 3 18,795 0 0
PROCTER AND GAMBLE CO COM 742718109 3,077 39,420 SH   DFND 3 17,183 0 22,237
PUBLIC SVC ENTERPRISE GROUP COM 744573106 450 8,312 SH   DFND 3 8,312 0 0
QUALCOMM INC COM 747525103 514 9,162 SH   DFND 3 9,162 0 0
REGAL BELOIT CORP COM 758750103 378 4,627 SH   DFND 3 4,627 0 0
RENASANT CORP COM 75970E107 1,414 31,064 SH   DFND 3 31,064 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 253 3,653 SH   DFND 3 3,388 0 265
SCHLUMBERGER LTD COM 806857108 403 6,009 SH   DFND 3 6,009 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 221 3,000 SH   DFND 3 3,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 321 4,222 SH   DFND 3 2,933 0 1,289
SOUTHERN CO COM 842587107 912 19,691 SH   DFND 3 19,691 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,041 42,496 SH   DFND 3 42,132 0 364
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,857 135,864 SH   DFND 3 133,898 0 1,966
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 383 13,788 SH   DFND 3 13,788 0 0
SPDR SERIES TRUST PRTFLO S&P500 GW 78464A409 2,128 60,579 SH   DFND 3 60,480 0 99
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 2,191 73,956 SH   DFND 3 73,694 0 262
STIFEL FINL CORP COM 860630102 611 11,698 SH   DFND 3 11,698 0 0
STRYKER CORP COM 863667101 490 2,900 SH   DFND 3 2,900 0 0
SUNTRUST BKS INC COM 867914103 346 5,234 SH   DFND 3 5,184 0 50
TESLA INC COM 88160R101 215 626 SH   DFND 3 626 0 0
TOTAL SYS SVCS INC COM 891906109 446 5,282 SH   DFND 3 5,282 0 0
TRAVELERS COMPANIES INC COM 89417E109 210 1,720 SH   DFND 3 1,720 0 0
UBS AG JERSEY BRH ETRAC WELLS BDCI 902641588 273 13,440 SH   DFND 3 12,700 0 740
UNION PAC CORP COM 907818108 204 1,439 SH   DFND 3 1,439 0 0
UNITED PARCEL SERVICE INC CL B 911312106 915 8,618 SH   DFND 3 8,618 0 0
UNITED TECHNOLOGIES CORP COM 913017109 385 3,074 SH   DFND 3 2,974 0 100
UNITEDHEALTH GROUP INC COM 91324P102 555 2,262 SH   DFND 3 2,262 0 0
US BANCORP DEL COM NEW 902973304 242 4,845 SH   DFND 3 4,845 0 0
V F CORP COM 918204108 288 3,539 SH   DFND 3 3,539 0 0
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 216 9,068 SH   DFND 3 8,818 0 250
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 6,625 84,710 SH   DFND 3 75,660 0 9,050
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 651 8,225 SH   DFND 3 8,225 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 5,673 48,156 SH   DFND 3 43,921 0 4,235
VANGUARD INDEX FDS GROWTH ETF 922908736 14,420 96,260 SH   DFND 3 94,695 0 1,565
VANGUARD INDEX FDS LARGE CAP ETF 922908637 213 1,708 SH   DFND 3 1,708 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 3,179 39,028 SH   DFND 3 35,315 0 3,713
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 26,430 105,926 SH   DFND 3 98,942 0 6,984
VANGUARD INDEX FDS SM CP VAL ETF 922908611 220 1,621 SH   DFND 3 1,621 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 428 2,754 SH   DFND 3 2,642 0 112
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,819 34,314 SH   DFND 3 33,737 0 577
VANGUARD INDEX FDS VALUE ETF 922908744 12,836 123,627 SH   DFND 3 123,204 0 423
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,023 24,238 SH   DFND 3 23,884 0 354
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 186,003 3,313,796 SH   DFND 3 3,070,175 0 243,620
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 322 4,601 SH   DFND 3 4,601 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 279,299 4,458,067 SH   DFND 3 4,193,542 0 264,526
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 18,106 216,788 SH   DFND 3 207,177 0 9,611
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 4,435 56,782 SH   DFND 3 56,425 0 357
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 47,651 1,110,760 SH   DFND 3 1,093,926 0 16,834
VERIZON COMMUNICATIONS INC COM 92343V104 855 17,012 SH   DFND 3 17,012 0 0
WALMART INC COM 931142103 541 6,315 SH   DFND 3 6,315 0 0
WEC ENERGY GROUP INC COM 92939U106 341 5,273 SH   DFND 3 5,273 0 0
WELLS FARGO CO NEW COM 949746101 1,270 22,902 SH   DFND 3 11,652 0 11,250
YUM BRANDS INC COM 988498101 968 12,378 SH   DFND 3 12,378 0 0
YUM CHINA HLDGS INC COM 98850P109 474 12,307 SH   DFND 3 12,307 0 0
ZAYO GROUP HLDGS INC COM 98919V105 239 6,541 SH   DFND 3 6,541 0 0
ZOETIS INC CL A 98978V103 568 6,670 SH   DFND 3 6,670 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 476 19,276 SH   DFND 4 19,276 0 0
ISHARES GOLD TRUST ISHARES 464285105 141 11,728 SH   DFND 4 11,728 0 0
ISHARES INC CORE MSCI EMKT 46434G103 459 8,747 SH   DFND 4 8,747 0 0
ISHARES TR CORE MSCI PAC 46434V696 550 9,542 SH   DFND 4 9,542 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,766 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 449 20,000 SH   DFND 4 20,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 766 13,654 SH   DFND 4 13,654 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 709 11,321 SH   DFND 4 11,321 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 1,462 30,750 SH   DFND 4 30,750 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 1,423 55,463 SH   DFND 4 55,463 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 1,543 45,961 SH   DFND 4 45,961 0 0