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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 2,247 33,729 SH   SOLE   33,729 0 0
AAR CORP COM 000361105 1,088 30,045 SH   SOLE   30,045 0 0
ADMA BIOLOGICS INC COM 000899104 270 138,623 SH   SOLE   138,623 0 0
ADMA BIOLOGICS INC COM 000899104 108 55,127 SH   DFND 1 55,127 0 0
ABM INDS INC COM 000957100 2,089 55,199 SH   SOLE   55,199 0 0
AFLAC INC COM 001055102 26,688 600,125 SH   SOLE   600,125 0 0
AFLAC INC COM 001055102 16,397 368,718 SH   DFND 1 368,718 0 0
AGCO CORP COM 001084102 1,796 17,422 SH   SOLE   17,422 0 0
AG MTG INVT TR INC COM 001228105 142 48,113 SH   DFND 1 48,113 0 0
AG MTG INVT TR INC COM 001228105 344 116,651 SH   SOLE   116,651 0 0
AES CORP COM 00130H105 2,545 108,279 SH   SOLE   108,279 0 0
AES CORP COM 00130H105 995 42,355 SH   DFND 1 42,355 0 0
AMC NETWORKS INC CL A 00164V103 881 24,629 SH   SOLE   24,629 0 0
AMN HEALTHCARE SVCS INC COM 001744101 16,500 241,762 SH   DFND 1 241,762 0 0
AMN HEALTHCARE SVCS INC COM 001744101 24,956 365,650 SH   SOLE   365,650 0 0
ANI PHARMACEUTICALS INC COM 00182C103 273 9,405 SH   SOLE   9,405 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 606 45,955 SH   DFND 1 45,955 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 1,397 105,850 SH   SOLE   105,850 0 0
ASGN INC COM 00191U102 28,037 335,656 SH   DFND 1 335,656 0 0
ASGN INC COM 00191U102 46,287 554,140 SH   SOLE   554,140 0 0
AT&T INC COM 00206R102 15,592 542,156 SH   SOLE   542,156 0 0
AT&T INC COM 00206R102 1,568 54,520 SH   DFND 1 54,520 0 0
ATN INTL INC COM 00215F107 379 9,080 SH   SOLE   9,080 0 0
AZZ INC COM 002474104 3,243 68,355 SH   DFND 1 68,355 0 0
AZZ INC COM 002474104 8,052 169,725 SH   SOLE   169,725 0 0
THE AARONS COMPANY INC COM 00258W108 833 43,955 SH   SOLE   43,955 0 0
ABBOTT LABS COM 002824100 38,492 351,560 SH   SOLE   351,560 0 0
ABBOTT LABS COM 002824100 5,133 46,879 SH   DFND 1 46,879 0 0
ABBVIE INC COM 00287Y109 27,663 258,172 SH   SOLE   258,172 0 0
ABBVIE INC COM 00287Y109 10,608 98,998 SH   DFND 1 98,998 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,051 51,643 SH   SOLE   51,643 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,337 300,401 SH   DFND 1 300,401 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 312 70,047 SH   SOLE   70,047 0 0
ABIOMED INC COM 003654100 642 1,979 SH   SOLE   1,979 0 0
ABRAXAS PETE CORP COM NEW 003830304 24 10,567 SH   SOLE   10,567 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 482 9,587 SH   DFND 1 9,587 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,019 40,172 SH   SOLE   40,172 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 28,411 531,447 SH   SOLE   531,447 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 13,826 258,630 SH   DFND 1 258,630 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,013 71,406 SH   SOLE   71,406 0 0
ACCELERON PHARMA INC COM 00434H108 1,147 8,962 SH   SOLE   8,962 0 0
ACCELERON PHARMA INC COM 00434H108 471 3,680 SH   DFND 1 3,680 0 0
ACI WORLDWIDE INC COM 004498101 1,175 30,570 SH   SOLE   30,570 0 0
ACTIVISION BLIZZARD INC COM 00507V109 29,309 315,655 SH   DFND 1 315,655 0 0
ACTIVISION BLIZZARD INC COM 00507V109 84,585 910,983 SH   SOLE   910,983 0 0
ACUITY BRANDS INC COM 00508Y102 331 2,731 SH   DFND 1 2,731 0 0
ACUITY BRANDS INC COM 00508Y102 1,797 14,837 SH   SOLE   14,837 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 1,105 63,927 SH   DFND 1 63,927 0 0
ADDUS HOMECARE CORP COM 006739106 1,456 12,431 SH   SOLE   12,431 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 217,024 433,943 SH   SOLE   433,943 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 79,821 159,603 SH   DFND 1 159,603 0 0
ADTALEM GLOBAL ED INC COM 00737L103 463 13,638 SH   SOLE   13,638 0 0
ADTRAN INC COM 00738A106 766 51,890 SH   SOLE   51,890 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 464 2,946 SH   SOLE   2,946 0 0
AECOM COM 00766T100 1,508 30,292 SH   DFND 1 30,292 0 0
AECOM COM 00766T100 4,789 96,200 SH   SOLE   96,200 0 0
AEGION CORP COM 00770F104 291 15,337 SH   DFND 1 15,337 0 0
AEGION CORP COM 00770F104 1,161 61,123 SH   SOLE   61,123 0 0
ADVANSIX INC COM 00773T101 810 40,496 SH   SOLE   40,496 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 243 22,401 SH   DFND 1 22,401 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 565 52,094 SH   SOLE   52,094 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 5,796 109,669 SH   DFND 1 109,669 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 14,390 272,283 SH   SOLE   272,283 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 18,979 9,350,000 SH   SOLE   9,350,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,744 29,916 SH   DFND 1 29,916 0 0
ADVANCED MICRO DEVICES INC COM 007903107 7,904 86,183 SH   SOLE   86,183 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 31,600 2,760,000 SH   SOLE   2,760,000 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 29,311 350,690 SH   SOLE   350,690 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 31,442 376,193 SH   DFND 1 376,193 0 0
ADVANCED ENERGY INDS COM 007973100 21,577 222,515 SH   DFND 1 222,515 0 0
ADVANCED ENERGY INDS COM 007973100 31,776 327,684 SH   SOLE   327,684 0 0
AEROVIRONMENT INC COM 008073108 1,578 18,156 SH   SOLE   18,156 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,208 11,876 SH   SOLE   11,876 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 12,576 106,137 SH   SOLE   106,137 0 0
AGILYSYS INC COM 00847J105 23,391 609,446 SH   SOLE   609,446 0 0
AGILYSYS INC COM 00847J105 17,883 465,935 SH   DFND 1 465,935 0 0
AGILE THERAPEUTICS INC COM 00847L100 164 57,201 SH   SOLE   57,201 0 0
AGILE THERAPEUTICS INC COM 00847L100 42 14,740 SH   DFND 1 14,740 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 5,017 115,781 SH   DFND 1 115,781 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 10,182 234,987 SH   SOLE   234,987 0 0
AGREE REALTY CORP COM 008492100 34,684 520,931 SH   SOLE   520,931 0 0
AGREE REALTY CORP COM 008492100 14,473 217,373 SH   DFND 1 217,373 0 0
AIR LEASE CORP CL A 00912X302 24,660 555,165 SH   SOLE   555,165 0 0
AIR LEASE CORP CL A 00912X302 19,386 436,426 SH   DFND 1 436,426 0 0
AIR PRODS & CHEMS INC COM 009158106 6,530 23,902 SH   SOLE   23,902 0 0
AIR PRODS & CHEMS INC COM 009158106 742 2,717 SH   DFND 1 2,717 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 13,976 11,775,000 SH   SOLE   11,775,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 534 450,000 SH   DFND 1 450,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 55,268 526,415 SH   SOLE   526,415 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 57,265 545,431 SH   DFND 1 545,431 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 14,555 11,760,000 SH   SOLE   11,760,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1,667 1,496,000 SH   DFND 1 1,496,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 13,572 12,180,000 SH   SOLE   12,180,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 227 80,933 SH   SOLE   80,933 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 97 34,785 SH   DFND 1 34,785 0 0
ALAMO GROUP INC COM 011311107 1,126 8,165 SH   SOLE   8,165 0 0
ALARM COM HLDGS INC COM 011642105 3,827 36,993 SH   SOLE   36,993 0 0
ALASKA AIR GROUP INC COM 011659109 326 6,276 SH   SOLE   6,276 0 0
ALBANY INTL CORP CL A 012348108 1,866 25,411 SH   SOLE   25,411 0 0
ALBEMARLE CORP COM 012653101 688 4,662 SH   SOLE   4,662 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,029 59,889 SH   SOLE   59,889 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 31,248 175,332 SH   DFND 1 175,332 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 45,664 256,220 SH   SOLE   256,220 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 32,609 208,709 SH   SOLE   208,709 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 33,168 212,292 SH   DFND 1 212,292 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 42,248 181,532 SH   DFND 1 181,532 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,567 49,702 SH   SOLE   49,702 0 0
ALIGN TECHNOLOGY INC COM 016255101 55,537 103,928 SH   SOLE   103,928 0 0
ALIGN TECHNOLOGY INC COM 016255101 57,752 108,073 SH   DFND 1 108,073 0 0
ALLAKOS INC COM 01671P100 645 4,607 SH   SOLE   4,607 0 0
ALLAKOS INC COM 01671P100 278 1,984 SH   DFND 1 1,984 0 0
ALLEGHANY CORP DEL COM 017175100 5,087 8,427 SH   DFND 1 8,427 0 0
ALLEGHANY CORP DEL COM 017175100 16,423 27,205 SH   SOLE   27,205 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,761 105,000 SH   SOLE   105,000 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 532 15,587 SH   SOLE   15,587 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,054 10,852 SH   SOLE   10,852 0 0
ALLETE INC COM NEW 018522300 2,252 36,360 SH   SOLE   36,360 0 0
ALLETE INC COM NEW 018522300 754 12,176 SH   DFND 1 12,176 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,363 625,680 SH   DFND 1 625,680 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 47,484 640,808 SH   SOLE   640,808 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 2,293 194,825 SH   DFND 1 194,825 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 440 37,381 SH   SOLE   37,381 0 0
ALLIANT ENERGY CORP COM 018802108 28,916 561,153 SH   SOLE   561,153 0 0
ALLIANT ENERGY CORP COM 018802108 30,398 589,912 SH   DFND 1 589,912 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 937 33,150 SH   DFND 1 33,150 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 2,145 159,390 SH   DFND 1 159,390 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 573 42,564 SH   SOLE   42,564 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,888 130,766 SH   SOLE   130,766 0 0
ALLSTATE CORP COM 020002101 1,504 13,681 SH   SOLE   13,681 0 0
ALLY FINL INC COM 02005N100 66,673 1,869,683 SH   DFND 1 1,869,683 0 0
ALLY FINL INC COM 02005N100 63,478 1,780,103 SH   SOLE   1,780,103 0 0
ALPHABET INC CAP STK CL C 02079K107 73,637 42,033 SH   SOLE   42,033 0 0
ALPHABET INC CAP STK CL C 02079K107 29,850 17,039 SH   DFND 1 17,039 0 0
ALPHABET INC CAP STK CL A 02079K305 359,190 204,942 SH   SOLE   204,942 0 0
ALPHABET INC CAP STK CL A 02079K305 138,495 79,021 SH   DFND 1 79,021 0 0
ALTIMMUNE INC COM NEW 02155H200 154 13,667 SH   DFND 1 13,667 0 0
ALTIMMUNE INC COM NEW 02155H200 358 31,772 SH   SOLE   31,772 0 0
ALTRA INDL MOTION CORP COM 02208R106 104,789 1,890,474 SH   SOLE   1,890,474 0 0
ALTRA INDL MOTION CORP COM 02208R106 95,062 1,714,987 SH   DFND 1 1,714,987 0 0
ALTRIA GROUP INC COM 02209S103 8,025 195,734 SH   SOLE   195,734 0 0
AMAZON COM INC COM 023135106 256,503 78,756 SH   DFND 1 78,756 0 0
AMAZON COM INC COM 023135106 680,487 208,935 SH   SOLE   208,935 0 0
AMBAC FINL GROUP INC COM NEW 023139884 583 37,917 SH   SOLE   37,917 0 0
AMEDISYS INC COM 023436108 2,520 8,590 SH   SOLE   8,590 0 0
AMEREN CORP COM 023608102 1,016 13,012 SH   SOLE   13,012 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 526 36,192 SH   SOLE   36,192 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,929 132,651 SH   DFND 1 132,651 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,115 134,129 SH   SOLE   134,129 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 908 57,591 SH   DFND 1 57,591 0 0
AMERICAN ASSETS TR INC COM 024013104 1,902 65,844 SH   SOLE   65,844 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 782 93,759 SH   SOLE   93,759 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 45,933 1,073,962 SH   SOLE   1,073,962 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 30,535 713,932 SH   DFND 1 713,932 0 0
AMERICAN ELEC PWR CO INC COM 025537101 7,004 84,113 SH   SOLE   84,113 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 219 4,380 SH   DFND 1 4,380 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 6,394 127,620 SH   SOLE   127,620 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,938 96,569 SH   SOLE   96,569 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 617 30,740 SH   DFND 1 30,740 0 0
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 9,670 191,000 SH   SOLE   191,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,107 76,165 SH   SOLE   76,165 0 0
AMERICAN EXPRESS CO COM 025816109 85,808 709,687 SH   SOLE   709,687 0 0
AMERICAN EXPRESS CO COM 025816109 34,653 286,603 SH   DFND 1 286,603 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,626 98,453 SH   DFND 1 98,453 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 19,361 220,964 SH   SOLE   220,964 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,800 260,006 SH   SOLE   260,006 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,416 37,408 SH   SOLE   37,408 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 447 14,678 SH   SOLE   14,678 0 0
AMER STATES WTR CO COM 029899101 2,852 35,866 SH   SOLE   35,866 0 0
AMERICAN TOWER CORP NEW COM 03027X100 98,091 437,008 SH   SOLE   437,008 0 0
AMERICAN TOWER CORP NEW COM 03027X100 30,055 133,899 SH   DFND 1 133,899 0 0
AMERICAN VANGUARD CORP COM 030371108 342 22,021 SH   SOLE   22,021 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 8,682 56,571 SH   SOLE   56,571 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,320 14,066 SH   SOLE   14,066 0 0
AMERICAS CAR-MART INC COM 03062T105 558 5,082 SH   SOLE   5,082 0 0
AMERICOLD RLTY TR COM 03064D108 5,271 141,191 SH   SOLE   141,191 0 0
AMERISAFE INC COM 03071H100 919 16,001 SH   SOLE   16,001 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,212 12,402 SH   DFND 1 12,402 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,895 29,614 SH   SOLE   29,614 0 0
AMERIPRISE FINL INC COM 03076C106 3,247 16,709 SH   SOLE   16,709 0 0
AMERIPRISE FINL INC COM 03076C106 1,198 6,167 SH   DFND 1 6,167 0 0
AMERIS BANCORP COM 03076K108 8,027 210,860 SH   SOLE   210,860 0 0
AMERIS BANCORP COM 03076K108 2,991 78,572 SH   DFND 1 78,572 0 0
AMETEK INC COM 031100100 22,329 184,629 SH   SOLE   184,629 0 0
AMETEK INC COM 031100100 8,702 71,951 SH   DFND 1 71,951 0 0
AMGEN INC COM 031162100 24,682 107,349 SH   DFND 1 107,349 0 0
AMGEN INC COM 031162100 73,146 318,136 SH   SOLE   318,136 0 0
AMPHENOL CORP NEW CL A 032095101 13,002 99,429 SH   DFND 1 99,429 0 0
AMPHENOL CORP NEW CL A 032095101 56,544 432,392 SH   SOLE   432,392 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 609 30,277 SH   SOLE   30,277 0 0
ANALOG DEVICES INC COM 032654105 614 4,157 SH   DFND 1 4,157 0 0
ANALOG DEVICES INC COM 032654105 3,977 26,919 SH   SOLE   26,919 0 0
ANAPTYSBIO INC COM 032724106 520 24,182 SH   DFND 1 24,182 0 0
ANAPTYSBIO INC COM 032724106 1,224 56,935 SH   SOLE   56,935 0 0
ANAPLAN INC COM 03272L108 30,256 421,097 SH   SOLE   421,097 0 0
ANAPLAN INC COM 03272L108 14,950 208,072 SH   DFND 1 208,072 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 59 10,903 SH   SOLE   10,903 0 0
ANDERSONS INC COM 034164103 622 25,386 SH   SOLE   25,386 0 0
ANGIODYNAMICS INC COM 03475V101 481 31,404 SH   SOLE   31,404 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 306 13,522 SH   DFND 1 13,522 0 0
ANIKA THERAPEUTICS INC COM 035255108 533 11,780 SH   SOLE   11,780 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 105 12,450 SH   DFND 1 12,450 0 0
ANSYS INC COM 03662Q105 66,367 182,428 SH   DFND 1 182,428 0 0
ANSYS INC COM 03662Q105 68,883 189,342 SH   SOLE   189,342 0 0
ANTHEM INC COM 036752103 23,870 74,342 SH   DFND 1 74,342 0 0
ANTHEM INC COM 036752103 43,577 135,715 SH   SOLE   135,715 0 0
ANTERO MIDSTREAM CORP COM 03676B102 585 75,849 SH   DFND 1 75,849 0 0
ANTERO MIDSTREAM CORP COM 03676B102 1,676 217,326 SH   SOLE   217,326 0 0
APACHE CORP COM 037411105 1,622 114,315 SH   SOLE   114,315 0 0
APACHE CORP COM 037411105 598 42,113 SH   DFND 1 42,113 0 0
APARTMENT INVT & MGMT CO CL A 03748R747 89 16,797 SH   DFND 1 16,797 0 0
APARTMENT INVT & MGMT CO CL A 03748R747 206 39,053 SH   SOLE   39,053 0 0
APARTMENT INCOME REIT CORP COM 03750L109 5,807 151,182 SH   SOLE   151,182 0 0
APARTMENT INCOME REIT CORP COM 03750L109 645 16,797 SH   DFND 1 16,797 0 0
APOGEE ENTERPRISES INC COM 037598109 692 21,855 SH   SOLE   21,855 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3,328 297,947 SH   SOLE   297,947 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 936 83,824 SH   DFND 1 83,824 0 0
APPLE INC COM 037833100 612,054 4,612,664 SH   SOLE   4,612,664 0 0
APPLE INC COM 037833100 219,337 1,653,000 SH   DFND 1 1,653,000 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 562 43,500 SH   SOLE   43,500 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,503 32,098 SH   SOLE   32,098 0 0
APPLIED MATLS INC COM 038222105 3,452 39,996 SH   SOLE   39,996 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 149 17,496 SH   SOLE   17,496 0 0
APTARGROUP INC COM 038336103 3,566 26,048 SH   DFND 1 26,048 0 0
APTARGROUP INC COM 038336103 10,284 75,124 SH   SOLE   75,124 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 2,502 2,500,000 SH   SOLE   2,500,000 0 0
ARCBEST CORP COM 03937C105 898 21,041 SH   SOLE   21,041 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,228 24,366 SH   SOLE   24,366 0 0
ARCHROCK INC COM 03957W106 3,471 400,775 SH   SOLE   400,775 0 0
ARCHROCK INC COM 03957W106 1,103 127,410 SH   DFND 1 127,410 0 0
ARCOSA INC COM 039653100 2,195 39,952 SH   SOLE   39,952 0 0
ARCONIC CORPORATION COM 03966V107 2,396 80,405 SH   SOLE   80,405 0 0
ARDELYX INC COM 039697107 8,334 1,288,065 SH   SOLE   1,288,065 0 0
ARDELYX INC COM 039697107 5,088 786,350 SH   DFND 1 786,350 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 3,716 48,369 SH   SOLE   48,369 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,904 24,787 SH   DFND 1 24,787 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3,588 3,500,000 SH   SOLE   3,500,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 3,889 3,695,000 SH   SOLE   3,695,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 132 125,000 SH   DFND 1 125,000 0 0
ARGENX SE SPONSORED ADR 04016X101 18,700 63,587 SH   SOLE   63,587 0 0
ARGENX SE SPONSORED ADR 04016X101 9,184 31,228 SH   DFND 1 31,228 0 0
ARISTA NETWORKS INC COM 040413106 1,231 4,235 SH   SOLE   4,235 0 0
ARLO TECHNOLOGIES INC COM 04206A101 510 65,421 SH   SOLE   65,421 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 341 30,436 SH   DFND 1 30,436 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,314 117,096 SH   SOLE   117,096 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 579 53,640 SH   SOLE   53,640 0 0
ARROW ELECTRS INC COM 042735100 1,924 19,779 SH   SOLE   19,779 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,739 22,665 SH   DFND 1 22,665 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 6,119 79,742 SH   SOLE   79,742 0 0
ARTESIAN RES CORP CL A 043113208 846 22,825 SH   DFND 1 22,825 0 0
ARTESIAN RES CORP CL A 043113208 1,952 52,636 SH   SOLE   52,636 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,157 62,715 SH   SOLE   62,715 0 0
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INTERCONTINENTAL EXCHANGE IN COM 45866F104 530 4,603 SH   SOLE 5 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 592 4,707 SH   SOLE 5 0 0 0
INVESCO ACTIVELY MANAGED ETF ACTIVE US REAL 46090A101 328 3,775 PRN   SOLE 5 0 0 0
INVESCO ACTIVELY MANAGED ETF TOTAL RETURN 46090A804 327 5,676 PRN   SOLE 5 0 0 0
INVESCO ACTIVELY MANAGED ETF ULTRA SHRT DUR 46090A887 821 16,233 PRN   SOLE 5 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 39,356 125,443 SH   SOLE 5 0 0 0
INTUIT COM 461202103 362 953 SH   SOLE 5 0 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 245 300 SH   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T S&P 500 TOP 50 46137V233 1,593 5,583 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 5,181 31,801 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T GBL LISTED PVT 46137V589 256 18,999 PRN   SOLE 5 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 259 6,728 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II S&P500 LOW VOL 46138E354 2,670 47,485 SH   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II PFD ETF 46138E511 2,994 196,193 SH   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II KBW PPTY CASUT 46138E586 370 5,416 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II S&P SMLCP LOW 46138G102 3,603 88,431 PRN   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 1,619 72,660 SH   SOLE 5 0 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 713 6,942 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2028 MUNI 46138J486 262 10,015 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2027 MUNI 46138J494 258 10,014 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2026 MUNI 46138J510 259 10,014 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 MUNI 46138J528 260 10,012 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 MUNI 46138J536 257 10,011 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 MUNI 46138J544 256 10,010 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 MUNI 46138J551 255 10,010 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD INVSCO BLSH 26 46138J635 280 10,932 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 2,905 136,957 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2026 CB 46138J791 343 15,660 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 1,283 55,545 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 HY 46138J817 217 8,840 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 CB 46138J825 633 27,974 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 439 17,608 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 CB 46138J841 1,187 53,009 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 1,245 49,068 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 CB 46138J866 2,011 91,827 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 1,258 53,912 PRN   SOLE 5 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 2,870 131,963 PRN   SOLE 5 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 788 43,453 PRN   SOLE 5 0 0 0
ISHARES INC US INTL HGH YLD 464286178 1,647 32,471 PRN   SOLE 5 0 0 0
ISHARES INC JP MRG EM CRP BD 464286251 1,586 29,864 PRN   SOLE 5 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 1,043 23,047 PRN   SOLE 5 0 0 0
ISHARES INC MSCI GBL MIN VOL 464286525 309 3,188 PRN   SOLE 5 0 0 0
ISHARES INC MSCI EMERG MRKT 464286533 8,094 132,514 SH   SOLE 5 0 0 0
ISHARES TR S&P 100 ETF 464287101 203 1,180 PRN   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 2,715 9,365 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 26,648 309,079 SH   SOLE 5 0 0 0
ISHARES TR SELECT DIVID ETF 464287168 859 8,926 SH   SOLE 5 0 0 0
ISHARES TR TIPS BD ETF 464287176 7,891 61,819 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 190,428 507,290 SH   SOLE 5 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 69,675 589,515 SH   SOLE 5 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 17,674 342,052 SH   SOLE 5 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 26,200 189,679 SH   SOLE 5 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 12,863 42,870 PRN   SOLE 5 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 36,267 568,274 PRN   SOLE 5 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 20,914 163,369 SH   SOLE 5 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 6,438 40,821 PRN   SOLE 5 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 3,148 26,242 PRN   SOLE 5 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 761 8,807 PRN   SOLE 5 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 9,553 130,932 SH   SOLE 5 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 11,326 116,812 SH   SOLE 5 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 4,367 42,546 SH   SOLE 5 0 0 0
ISHARES TR RUS MID CAP ETF 464287499 1,985 28,960 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 46,179 200,929 SH   SOLE 5 0 0 0
ISHARES TR EXPANDED TECH 464287515 536 1,513 PRN   SOLE 5 0 0 0
ISHARES TR PHLX SEMICND ETF 464287523 515 1,358 PRN   SOLE 5 0 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,914 12,635 SH   SOLE 5 0 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 338 4,801 PRN   SOLE 5 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 669 4,894 SH   SOLE 5 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 6,420 88,888 SH   SOLE 5 0 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 304 35,198 SH   SOLE   35,198 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 860 21,395 SH   DFND 1 21,395 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 237 5,900 SH   SOLE   5,900 0 0
BANCORP INC DEL COM 05969A105 317 23,221 SH   DFND 1 23,221 0 0
BANCORP INC DEL COM 05969A105 726 53,163 SH   SOLE   53,163 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 693 25,245 SH   SOLE   25,245 0 0
BANDWIDTH INC COM CL A 05988J103 25,374 165,118 SH   SOLE   165,118 0 0
BANDWIDTH INC COM CL A 05988J103 12,706 82,683 SH   DFND 1 82,683 0 0
BANC OF CALIFORNIA INC COM 05990K106 539 36,659 SH   SOLE   36,659 0 0
BK OF AMERICA CORP COM 060505104 41,248 1,360,867 SH   DFND 1 1,360,867 0 0
BK OF AMERICA CORP COM 060505104 75,608 2,494,476 SH   SOLE   2,494,476 0 0
BANK HAWAII CORP COM 062540109 805 10,503 SH   SOLE   10,503 0 0
BANK MARIN BANCORP COM 063425102 641 18,671 SH   SOLE   18,671 0 0
BANK MARIN BANCORP COM 063425102 273 7,946 SH   DFND 1 7,946 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,515 35,695 SH   SOLE   35,695 0 0
BANK OZK COM 06417N103 990 31,649 SH   SOLE   31,649 0 0
BANKFINANCIAL CORP COM 06643P104 762 86,816 SH   SOLE   86,816 0 0
BANKFINANCIAL CORP COM 06643P104 317 36,101 SH   DFND 1 36,101 0 0
BANKUNITED INC COM 06652K103 2,660 76,471 SH   SOLE   76,471 0 0
BANNER CORP COM NEW 06652V208 6,202 133,119 SH   SOLE   133,119 0 0
BANNER CORP COM NEW 06652V208 2,370 50,859 SH   DFND 1 50,859 0 0
BARINGS GLOBAL SHORT DURATIO COM 06760L100 307 20,343 SH   DFND 1 20,343 0 0
BARNES & NOBLE ED INC COM 06777U101 116 25,002 SH   SOLE   25,002 0 0
BARNES GROUP INC COM 067806109 1,954 38,547 SH   SOLE   38,547 0 0
BAXTER INTL INC COM 071813109 7,549 94,082 SH   SOLE   94,082 0 0
BECTON DICKINSON & CO COM 075887109 29,457 117,726 SH   SOLE   117,726 0 0
BECTON DICKINSON & CO COM 075887109 10,031 40,087 SH   DFND 1 40,087 0 0
BED BATH & BEYOND INC COM 075896100 3,731 210,094 SH   SOLE   210,094 0 0
BED BATH & BEYOND INC COM 075896100 825 46,476 SH   DFND 1 46,476 0 0
BELDEN INC COM 077454106 489 11,679 SH   SOLE   11,679 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,356 50,204 SH   DFND 1 50,204 0 0
BENCHMARK ELECTRS INC COM 08160H101 3,830 141,801 SH   SOLE   141,801 0 0
BERKLEY W R CORP COM 084423102 1,672 25,177 SH   SOLE   25,177 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,219 18,194 SH   DFND 1 18,194 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 40,275 173,696 SH   SOLE   173,696 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,203 128,656 SH   DFND 1 128,656 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 5,338 311,789 SH   SOLE   311,789 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,327 23,609 SH   SOLE   23,609 0 0
BEST BUY INC COM 086516101 1,007 10,093 SH   SOLE   10,093 0 0
BEYOND MEAT INC COM 08862E109 376 3,012 SH   SOLE   3,012 0 0
BEYOND MEAT INC COM 08862E109 202 1,612 SH   DFND 1 1,612 0 0
BIG LOTS INC COM 089302103 1,269 29,570 SH   SOLE   29,570 0 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 37,938 591,402 SH   SOLE   591,402 0 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 23,032 359,035 SH   DFND 1 359,035 0 0
BIO RAD LABS INC CL A 090572207 983 1,687 SH   DFND 1 1,687 0 0
BIO RAD LABS INC CL A 090572207 2,796 4,797 SH   SOLE   4,797 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,270 25,884 SH   SOLE   25,884 0 0
BIOGEN INC COM 09062X103 23,474 95,865 SH   SOLE   95,865 0 0
BIOGEN INC COM 09062X103 14,084 57,519 SH   DFND 1 57,519 0 0
BIOTELEMETRY INC COM 090672106 2,044 28,359 SH   SOLE   28,359 0 0
BIO-TECHNE CORP COM 09073M104 40,130 126,375 SH   SOLE   126,375 0 0
BIO-TECHNE CORP COM 09073M104 16,037 50,503 SH   DFND 1 50,503 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 755 16,345 SH   SOLE   16,345 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 325 7,030 SH   DFND 1 7,030 0 0
BJS RESTAURANTS INC COM 09180C106 721 18,729 SH   DFND 1 18,729 0 0
BJS RESTAURANTS INC COM 09180C106 2,365 61,445 SH   SOLE   61,445 0 0
BLACK HILLS CORP COM 092113109 1,406 22,875 SH   DFND 1 22,875 0 0
BLACK HILLS CORP COM 092113109 4,148 67,510 SH   SOLE   67,510 0 0
BLACK KNIGHT INC COM 09215C105 3,320 37,573 SH   SOLE   37,573 0 0
BLACKBAUD INC COM 09227Q100 747 12,978 SH   SOLE   12,978 0 0
BLACKLINE INC COM 09239B109 21,081 158,051 SH   DFND 1 158,051 0 0
BLACKLINE INC COM 09239B109 33,598 251,898 SH   SOLE   251,898 0 0
BLACKROCK INC COM 09247X101 22,222 30,798 SH   SOLE   30,798 0 0
BLACKROCK INC COM 09247X101 6,086 8,435 SH   DFND 1 8,435 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 611 37,489 SH   DFND 1 37,489 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 231 14,176 SH   SOLE   14,176 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 1,904 174,549 SH   DFND 1 174,549 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 513 47,046 SH   SOLE   47,046 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 344 23,383 SH   SOLE   23,383 0 0
BLACKROCK CR ALLOCATION INCO COM 092508100 1,325 90,045 SH   DFND 1 90,045 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 1,845 217,840 SH   DFND 1 217,840 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 405 47,817 SH   SOLE   47,817 0 0
BLACKROCK CAP INVT CORP NOTE 5.000% 6/1 092533AC2 1,780 1,800,000 SH   SOLE   1,800,000 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 1,886 165,038 SH   DFND 1 165,038 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 321 28,125 SH   SOLE   28,125 0 0
BLACKROCK RES & COMMODITIES SHS 09257A108 624 84,185 SH   DFND 1 84,185 0 0
BLACKROCK RES & COMMODITIES SHS 09257A108 321 43,294 SH   SOLE   43,294 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,313 47,676 SH   SOLE   47,676 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 727 26,413 SH   DFND 1 26,413 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 12,476 12,500,000 SH   SOLE   12,500,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 7,466 7,500,000 SH   SOLE   7,500,000 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 516 29,427 SH   SOLE   29,427 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 2,571 146,600 SH   DFND 1 146,600 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 374 33,300 SH   SOLE   33,300 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 918 81,700 SH   DFND 1 81,700 0 0
BLOCK H & R INC COM 093671105 1,616 101,916 SH   SOLE   101,916 0 0
BLOCK H & R INC COM 093671105 458 28,853 SH   DFND 1 28,853 0 0
BLOOMIN BRANDS INC COM 094235108 1,323 68,117 SH   SOLE   68,117 0 0
BLUCORA INC COM 095229100 633 39,767 SH   SOLE   39,767 0 0
BLUEBIRD BIO INC COM 09609G100 396 9,149 SH   DFND 1 9,149 0 0
BLUEBIRD BIO INC COM 09609G100 913 21,110 SH   SOLE   21,110 0 0
BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 1,090 363,269 SH   DFND 1 363,269 0 0
BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 108 36,097 SH   SOLE   36,097 0 0
BOEING CO COM 097023105 17,385 81,216 SH   SOLE   81,216 0 0
BOEING CO COM 097023105 7,892 36,868 SH   DFND 1 36,868 0 0
BOISE CASCADE CO DEL COM 09739D100 1,551 32,448 SH   SOLE   32,448 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 297 15,375 SH   SOLE   15,375 0 0
BOOKING HOLDINGS INC COM 09857L108 100,906 45,305 SH   SOLE   45,305 0 0
BOOKING HOLDINGS INC COM 09857L108 40,343 18,113 SH   DFND 1 18,113 0 0
BOOT BARN HLDGS INC COM 099406100 1,036 23,894 SH   SOLE   23,894 0 0
BORGWARNER INC COM 099724106 414 10,708 SH   SOLE   10,708 0 0
BOSTON BEER INC CL A 100557107 1,312 1,320 SH   DFND 1 1,320 0 0
BOSTON BEER INC CL A 100557107 5,429 5,460 SH   SOLE   5,460 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 6,087 720,389 SH   SOLE   720,389 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,542 300,835 SH   DFND 1 300,835 0 0
BOSTON PROPERTIES INC COM 101121101 7,252 76,717 SH   SOLE   76,717 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,235 62,176 SH   SOLE   62,176 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,712 32,458 SH   SOLE   32,458 0 0
BOYD GAMING CORP COM 103304101 902 21,026 SH   SOLE   21,026 0 0
BRADY CORP CL A 104674106 2,119 40,125 SH   SOLE   40,125 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,682 141,188 SH   SOLE   141,188 0 0
BRIDGE BANCORP INC COM 108035106 316 13,078 SH   SOLE   13,078 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 10,165 813,872 SH   DFND 1 813,872 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 12,930 1,035,224 SH   SOLE   1,035,224 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 13,476 77,899 SH   DFND 1 77,899 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 27,765 160,502 SH   SOLE   160,502 0 0
BRIGHTHOUSE FINL INC COM 10922N103 903 24,950 SH   DFND 1 24,950 0 0
BRIGHTHOUSE FINL INC COM 10922N103 2,747 75,870 SH   SOLE   75,870 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 1,949 101,085 SH   DFND 1 101,085 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 5,160 267,644 SH   SOLE   267,644 0 0
BRINKER INTL INC COM 109641100 459 8,118 SH   DFND 1 8,118 0 0
BRINKER INTL INC COM 109641100 3,190 56,385 SH   SOLE   56,385 0 0
BRINKS CO COM 109696104 932 12,942 SH   SOLE   12,942 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 6,138 98,959 SH   SOLE   98,959 0 0
BRISTOW GROUP INC COM 11040G103 505 19,182 SH   SOLE   19,182 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,754 226,814 SH   SOLE   226,814 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 17,381 113,454 SH   SOLE   113,454 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,067 20,019 SH   DFND 1 20,019 0 0
BROADCOM INC COM 11135F101 19,286 44,046 SH   SOLE   44,046 0 0
BROADCOM INC COM 11135F101 6,245 14,264 SH   DFND 1 14,264 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 1,919 107,600 SH   DFND 1 107,600 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 402 22,518 SH   SOLE   22,518 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,460 204,345 SH   SOLE   204,345 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 794 65,986 SH   DFND 1 65,986 0 0
BROOKS AUTOMATION INC NEW COM 114340102 4,147 61,113 SH   SOLE   61,113 0 0
BROWN & BROWN INC COM 115236101 4,461 94,085 SH   SOLE   94,085 0 0
BROWN & BROWN INC COM 115236101 666 14,046 SH   DFND 1 14,046 0 0
BROWN FORMAN CORP CL B 115637209 629 7,925 SH   SOLE   7,925 0 0
BRUKER CORP COM 116794108 303 5,599 SH   DFND 1 5,599 0 0
BRUKER CORP COM 116794108 763 14,101 SH   SOLE   14,101 0 0
BRUNSWICK CORP COM 117043109 2,395 31,415 SH   SOLE   31,415 0 0
BRUNSWICK CORP COM 117043109 439 5,752 SH   DFND 1 5,752 0 0
BUCKLE INC COM 118440106 693 23,731 SH   SOLE   23,731 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 2,195 53,785 SH   SOLE   53,785 0 0
BURLINGTON STORES INC COM 122017106 20,308 77,643 SH   SOLE   77,643 0 0
BURLINGTON STORES INC COM 122017106 9,041 34,566 SH   DFND 1 34,566 0 0
BYLINE BANCORP INC COM 124411109 563 36,469 SH   SOLE   36,469 0 0
BYLINE BANCORP INC COM 124411109 242 15,650 SH   DFND 1 15,650 0 0
CBIZ INC COM 124805102 2,429 91,291 SH   DFND 1 91,291 0 0
CBIZ INC COM 124805102 5,242 197,003 SH   SOLE   197,003 0 0
CBOE GLOBAL MKTS INC COM 12503M108 2,613 28,065 SH   SOLE   28,065 0 0
CBRE GROUP INC CL A 12504L109 19,234 306,666 SH   DFND 1 306,666 0 0
CBRE GROUP INC CL A 12504L109 35,052 558,859 SH   SOLE   558,859 0 0
CDK GLOBAL INC COM 12508E101 3,688 71,158 SH   DFND 1 71,158 0 0
CDK GLOBAL INC COM 12508E101 9,502 183,322 SH   SOLE   183,322 0 0
CDW CORP COM 12514G108 1,859 14,105 SH   DFND 1 14,105 0 0
CDW CORP COM 12514G108 4,291 32,561 SH   SOLE   32,561 0 0
CF INDS HLDGS INC COM 125269100 22,026 568,992 SH   DFND 1 568,992 0 0
CF INDS HLDGS INC COM 125269100 35,923 927,997 SH   SOLE   927,997 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,156 108,188 SH   SOLE   108,188 0 0
CIGNA CORP NEW COM 125523100 50,492 242,538 SH   SOLE   242,538 0 0
CIGNA CORP NEW COM 125523100 27,210 130,703 SH   DFND 1 130,703 0 0
CIT GROUP INC COM NEW 125581801 927 25,832 SH   SOLE   25,832 0 0
CMC MATERIALS INC COM 12571T100 1,152 7,614 SH   SOLE   7,614 0 0
CME GROUP INC COM 12572Q105 18,984 104,278 SH   SOLE   104,278 0 0
CME GROUP INC COM 12572Q105 3,284 18,037 SH   DFND 1 18,037 0 0
CMS ENERGY CORP COM 125896100 49,835 816,837 SH   SOLE   816,837 0 0
CMS ENERGY CORP COM 125896100 52,619 862,473 SH   DFND 1 862,473 0 0
CRA INTL INC COM 12618T105 653 12,822 SH   DFND 1 12,822 0 0
CRA INTL INC COM 12618T105 1,468 28,827 SH   SOLE   28,827 0 0
CNO FINL GROUP INC COM 12621E103 809 36,388 SH   SOLE   36,388 0 0
CSG SYS INTL INC COM 126349109 1,860 41,270 SH   SOLE   41,270 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 7,876 7,483,000 SH   SOLE   7,483,000 0 0
CSW INDUSTRIALS INC COM 126402106 10,574 94,487 SH   SOLE   94,487 0 0
CSW INDUSTRIALS INC COM 126402106 4,882 43,626 SH   DFND 1 43,626 0 0
CSX CORP COM 126408103 24,855 273,886 SH   SOLE   273,886 0 0
CSX CORP COM 126408103 14,070 155,038 SH   DFND 1 155,038 0 0
CTS CORP COM 126501105 2,053 59,803 SH   SOLE   59,803 0 0
CTS CORP COM 126501105 488 14,220 SH   DFND 1 14,220 0 0
CNX RES CORP COM 12653C108 1,407 130,266 SH   SOLE   130,266 0 0
CNX RES CORP COM 12653C108 413 38,275 SH   DFND 1 38,275 0 0
CVB FINL CORP COM 126600105 2,056 105,432 SH   SOLE   105,432 0 0
CVS HEALTH CORP COM 126650100 28,297 414,301 SH   SOLE   414,301 0 0
CVS HEALTH CORP COM 126650100 15,774 230,959 SH   DFND 1 230,959 0 0
CABLE ONE INC COM 12685J105 3,163 1,420 SH   SOLE   1,420 0 0
CABOT CORP COM 127055101 809 18,019 SH   DFND 1 18,019 0 0
CABOT CORP COM 127055101 2,373 52,875 SH   SOLE   52,875 0 0
CABOT OIL & GAS CORP COM 127097103 282 17,307 SH   SOLE   17,307 0 0
CACI INTL INC CL A 127190304 1,080 4,331 SH   DFND 1 4,331 0 0
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FACEBOOK INC CL A 30303M102 188,715 690,860 SH   SOLE   690,860 0 0
FACTSET RESH SYS INC COM 303075105 14,942 44,937 SH   SOLE   44,937 0 0
FACTSET RESH SYS INC COM 303075105 3,966 11,928 SH   DFND 1 11,928 0 0
FAIR ISAAC CORP COM 303250104 15,494 30,319 SH   SOLE   30,319 0 0
FAIR ISAAC CORP COM 303250104 4,927 9,642 SH   DFND 1 9,642 0 0
FARMLAND PARTNERS INC COM 31154R109 177 20,395 SH   DFND 1 20,395 0 0
FARMLAND PARTNERS INC COM 31154R109 461 53,020 SH   SOLE   53,020 0 0
FARO TECHNOLOGIES INC COM 311642102 1,043 14,762 SH   SOLE   14,762 0 0
FASTENAL CO COM 311900104 1,228 25,141 SH   SOLE   25,141 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 634 8,537 SH   SOLE   8,537 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 262 3,534 SH   DFND 1 3,534 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 3,325 39,061 SH   SOLE   39,061 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 901 10,588 SH   DFND 1 10,588 0 0
FEDERAL SIGNAL CORP COM 313855108 1,662 50,102 SH   SOLE   50,102 0 0
FEDERATED HERMES INC CL B 314211103 714 24,713 SH   SOLE   24,713 0 0
FEDEX CORP COM 31428X106 2,723 10,490 SH   SOLE   10,490 0 0
FERRO CORP COM 315405100 997 68,114 SH   SOLE   68,114 0 0
F5 NETWORKS INC COM 315616102 7,981 45,362 SH   SOLE   45,362 0 0
F5 NETWORKS INC COM 315616102 2,764 15,712 SH   DFND 1 15,712 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 8,554 60,471 SH   SOLE   60,471 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 164 14,421 SH   SOLE   14,421 0 0
FIFTH THIRD BANCORP COM 316773100 853 30,934 SH   SOLE   30,934 0 0
FINANCIAL INSTNS INC COM 317585404 2,177 96,752 SH   SOLE   96,752 0 0
FINANCIAL INSTNS INC COM 317585404 975 43,340 SH   DFND 1 43,340 0 0
FIRST AMERN FINL CORP COM 31847R102 240 4,646 SH   DFND 1 4,646 0 0
FIRST AMERN FINL CORP COM 31847R102 1,948 37,726 SH   SOLE   37,726 0 0
FIRST BANCORP P R COM NEW 318672706 668 72,432 SH   DFND 1 72,432 0 0
FIRST BANCORP P R COM NEW 318672706 2,959 320,910 SH   SOLE   320,910 0 0
FIRST BANCORP N C COM 318910106 1,121 33,136 SH   SOLE   33,136 0 0
FIRST BUSEY CORP COM NEW 319383204 3,974 184,406 SH   SOLE   184,406 0 0
FIRST BUSEY CORP COM NEW 319383204 1,724 80,004 SH   DFND 1 80,004 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 871 79,572 SH   SOLE   79,572 0 0
FIRST FINL BANCORP OH COM 320209109 2,058 117,379 SH   DFND 1 117,379 0 0
FIRST FINL BANCORP OH COM 320209109 5,890 335,967 SH   SOLE   335,967 0 0
FIRST FINL BANKSHARES COM 32020R109 1,346 37,207 SH   SOLE   37,207 0 0
FIRST FINL CORP IND COM 320218100 2,486 63,999 SH   SOLE   63,999 0 0
FIRST FINL CORP IND COM 320218100 1,122 28,877 SH   DFND 1 28,877 0 0
FIRST HORIZON CORPORATION COM 320517105 2,906 227,735 SH   SOLE   227,735 0 0
FIRST HORIZON CORPORATION COM 320517105 455 35,677 SH   DFND 1 35,677 0 0
FIRST HAWAIIAN INC COM 32051X108 2,553 108,257 SH   SOLE   108,257 0 0
FIRST INDL RLTY TR INC COM 32054K103 28,245 670,420 SH   SOLE   670,420 0 0
FIRST INDL RLTY TR INC COM 32054K103 7,235 171,722 SH   DFND 1 171,722 0 0
FIRST LONG IS CORP COM 320734106 243 13,625 SH   SOLE   13,625 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 230 6,839 SH   SOLE   6,839 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,382 86,814 SH   DFND 1 86,814 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,526 284,300 SH   SOLE   284,300 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,317 22,577 SH   SOLE   22,577 0 0
FIRST SOLAR INC COM 336433107 6,363 64,326 SH   SOLE   64,326 0 0
FIRST SOLAR INC COM 336433107 2,108 21,315 SH   DFND 1 21,315 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 280 24,114 SH   DFND 1 24,114 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 296 20,049 SH   DFND 1 20,049 0 0
FIRSTCASH INC COM 33767D105 760 10,850 SH   SOLE   10,850 0 0
FIRSTSERVICE CORP NEW COM 33767E202 5,066 37,045 SH   DFND 1 37,045 0 0
FIRSTSERVICE CORP NEW COM 33767E202 9,872 72,185 SH   SOLE   72,185 0 0
FISERV INC COM 337738108 4,443 39,022 SH   SOLE   39,022 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,182 225,269 SH   SOLE   225,269 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,243 79,567 SH   DFND 1 79,567 0 0
FIRSTENERGY CORP COM 337932107 1,102 35,993 SH   DFND 1 35,993 0 0
FIRSTENERGY CORP COM 337932107 2,786 91,024 SH   SOLE   91,024 0 0
FIVE BELOW INC COM 33829M101 24,791 141,679 SH   SOLE   141,679 0 0
FIVE BELOW INC COM 33829M101 11,040 63,094 SH   DFND 1 63,094 0 0
FIVE9 INC COM 338307101 11,483 65,845 SH   DFND 1 65,845 0 0
FIVE9 INC COM 338307101 24,473 140,325 SH   SOLE   140,325 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,028 3,767 SH   SOLE   3,767 0 0
FLUOR CORP NEW COM 343412102 441 27,599 SH   DFND 1 27,599 0 0
FLUOR CORP NEW COM 343412102 1,349 84,444 SH   SOLE   84,444 0 0
FLOWERS FOODS INC COM 343498101 280 12,353 SH   DFND 1 12,353 0 0
FLOWERS FOODS INC COM 343498101 1,691 74,708 SH   SOLE   74,708 0 0
FLOWSERVE CORP COM 34354P105 210 5,704 SH   SOLE   5,704 0 0
FLUSHING FINL CORP COM 343873105 234 14,056 SH   SOLE   14,056 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 624 8,231 SH   DFND 1 8,231 0 0
FOOT LOCKER INC COM 344849104 2,464 60,936 SH   SOLE   60,936 0 0
FOOT LOCKER INC COM 344849104 713 17,621 SH   DFND 1 17,621 0 0
FORD MTR CO DEL COM 345370860 1,491 169,671 SH   SOLE   169,671 0 0
FORMFACTOR INC COM 346375108 2,756 64,056 SH   SOLE   64,056 0 0
FORRESTER RESH INC COM 346563109 5,689 135,777 SH   SOLE   135,777 0 0
FORRESTER RESH INC COM 346563109 2,554 60,944 SH   DFND 1 60,944 0 0
FORTINET INC COM 34959E109 876 5,901 SH   SOLE   5,901 0 0
FORTIVE CORP COM 34959J108 904 12,766 SH   DFND 1 12,766 0 0
FORTIVE CORP COM 34959J108 1,592 22,481 SH   SOLE   22,481 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 12,869 12,510,000 SH   SOLE   12,510,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 521 6,083 SH   SOLE   6,083 0 0
FORWARD AIR CORP COM 349853101 32,747 426,172 SH   SOLE   426,172 0 0
FORWARD AIR CORP COM 349853101 21,558 280,558 SH   DFND 1 280,558 0 0
FOSSIL GROUP INC COM 34988V106 336 38,708 SH   SOLE   38,708 0 0
FOUNDATION BLDG MATLS INC COM 350392106 358 18,629 SH   SOLE   18,629 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 3,921 131,721 SH   DFND 1 131,721 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 11,922 400,482 SH   SOLE   400,482 0 0
FOX CORP CL A COM 35137L105 427 14,657 SH   SOLE   14,657 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,775 16,790 SH   SOLE   16,790 0 0
FOX FACTORY HLDG CORP COM 35138V102 246 2,329 SH   DFND 1 2,329 0 0
FRANCO NEV CORP COM 351858105 860 6,863 SH   SOLE   6,863 0 0
FRANKLIN ELEC INC COM 353514102 2,197 31,741 SH   SOLE   31,741 0 0
FRANKLIN RESOURCES INC COM 354613101 297 11,898 SH   SOLE   11,898 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 350 80,095 SH   SOLE   80,095 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,641 63,085 SH   SOLE   63,085 0 0
FS KKR CAP CORP II COM 35952V303 374 22,800 SH   SOLE   22,800 0 0
FS KKR CAP CORP II COM 35952V303 925 56,400 SH   DFND 1 56,400 0 0
FULGENT GENETICS INC COM 359664109 565 10,850 SH   SOLE   10,850 0 0
FULLER H B CO COM 359694106 2,223 42,842 SH   SOLE   42,842 0 0
FULTON FINL CORP PA COM 360271100 4,075 320,344 SH   DFND 1 320,344 0 0
FULTON FINL CORP PA COM 360271100 9,216 724,554 SH   SOLE   724,554 0 0
FUTUREFUEL CORP COM 36116M106 317 24,951 SH   SOLE   24,951 0 0
GATX CORP COM 361448103 762 9,163 SH   SOLE   9,163 0 0
GEO GROUP INC NEW COM 36162J106 890 100,416 SH   SOLE   100,416 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 944 39,936 SH   SOLE   39,936 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 2,029 21,670 SH   SOLE   21,670 0 0
GEE HOLDINGS COM 36165A102 1,184 1,392,831 SH   SOLE   1,392,831 0 0
G III APPAREL GROUP LTD COM 36237H101 855 36,025 SH   SOLE   36,025 0 0
GMS INC COM 36251C103 1,077 35,328 SH   SOLE   35,328 0 0
GALLAGHER ARTHUR J & CO COM 363576109 43,952 355,279 SH   SOLE   355,279 0 0
GALLAGHER ARTHUR J & CO COM 363576109 9,831 79,469 SH   DFND 1 79,469 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,490 35,151 SH   DFND 1 35,151 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 6,935 163,550 SH   SOLE   163,550 0 0
GAMESTOP CORP NEW CL A 36467W109 854 45,328 SH   SOLE   45,328 0 0
GANNETT CO INC COM 36472T109 98 29,058 SH   DFND 1 29,058 0 0
GANNETT CO INC COM 36472T109 592 176,109 SH   SOLE   176,109 0 0
GAP INC COM 364760108 1,918 94,980 SH   DFND 1 94,980 0 0
GAP INC COM 364760108 4,413 218,588 SH   SOLE   218,588 0 0
GARTNER INC COM 366651107 621 3,877 SH   SOLE   3,877 0 0
GENERAC HLDGS INC COM 368736104 16,572 72,872 SH   SOLE   72,872 0 0
GENERAC HLDGS INC COM 368736104 6,147 27,029 SH   DFND 1 27,029 0 0
GENERAL DYNAMICS CORP COM 369550108 23,614 158,677 SH   DFND 1 158,677 0 0
GENERAL DYNAMICS CORP COM 369550108 42,006 282,260 SH   SOLE   282,260 0 0
GENERAL ELECTRIC CO COM 369604103 4,108 380,364 SH   SOLE   380,364 0 0
GENERAL MLS INC COM 370334104 1,574 26,769 SH   SOLE   26,769 0 0
GENERAL MTRS CO COM 37045V100 2,277 54,691 SH   SOLE   54,691 0 0
GENESCO INC COM 371532102 355 11,790 SH   SOLE   11,790 0 0
GENTEX CORP COM 371901109 2,177 64,159 SH   SOLE   64,159 0 0
GENUINE PARTS CO COM 372460105 3,880 38,629 SH   SOLE   38,629 0 0
GENUINE PARTS CO COM 372460105 1,746 17,389 SH   DFND 1 17,389 0 0
GENWORTH FINL INC COM CL A 37247D106 501 132,480 SH   SOLE   132,480 0 0
GENTHERM INC COM 37253A103 1,765 27,058 SH   SOLE   27,058 0 0
GERDAU SA SPON ADR REP PFD 373737105 212 45,317 SH   SOLE   45,317 0 0
GERDAU SA SPON ADR REP PFD 373737105 794 170,015 SH   DFND 1 170,015 0 0
GETTY RLTY CORP NEW COM 374297109 2,891 104,980 SH   SOLE   104,980 0 0
GETTY RLTY CORP NEW COM 374297109 922 33,485 SH   DFND 1 33,485 0 0
GIBRALTAR INDS INC COM 374689107 1,937 26,919 SH   SOLE   26,919 0 0
GILEAD SCIENCES INC COM 375558103 20,289 348,243 SH   SOLE   348,243 0 0
GLACIER BANCORP INC NEW COM 37637Q105 9,917 215,534 SH   SOLE   215,534 0 0
GLACIER BANCORP INC NEW COM 37637Q105 6,893 149,808 SH   DFND 1 149,808 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 283 15,704 SH   DFND 1 15,704 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 627 34,847 SH   SOLE   34,847 0 0
GLADSTONE LD CORP COM 376549101 220 14,995 SH   DFND 1 14,995 0 0
GLADSTONE LD CORP COM 376549101 517 35,306 SH   SOLE   35,306 0 0
GLATFELTER CORPORATION COM 377320106 602 36,725 SH   SOLE   36,725 0 0
GLAUKOS CORP COM 377322102 2,801 37,215 SH   SOLE   37,215 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12,349 335,565 SH   DFND 1 335,565 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19,102 519,081 SH   SOLE   519,081 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,964 45,337 SH   DFND 1 45,337 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,993 92,191 SH   SOLE   92,191 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,270 74,067 SH   SOLE   74,067 0 0
GLOBAL PMTS INC COM 37940X102 27,747 128,805 SH   SOLE   128,805 0 0
GLOBAL PMTS INC COM 37940X102 11,972 55,573 SH   DFND 1 55,573 0 0
GLOBAL MED REIT INC COM NEW 37954A204 609 46,628 SH   SOLE   46,628 0 0
GLOBAL MED REIT INC COM NEW 37954A204 262 20,061 SH   DFND 1 20,061 0 0
GLOBUS MED INC CL A 379577208 1,302 19,961 SH   SOLE   19,961 0 0
GLOBE LIFE INC COM 37959E102 1,454 15,307 SH   SOLE   15,307 0 0
GLU MOBILE INC COM 379890106 1,103 122,436 SH   SOLE   122,436 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 324 34,952 SH   DFND 1 34,952 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 18,561 70,386 SH   SOLE   70,386 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,441 35,801 SH   DFND 1 35,801 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,478 1,440,000 SH   SOLE   1,440,000 0 0
GOLUB CAP BDC INC COM 38173M102 1,163 82,227 SH   DFND 1 82,227 0 0
GOLUB CAP BDC INC COM 38173M102 490 34,625 SH   SOLE   34,625 0 0
GOODRX HLDGS INC COM CL A 38246G108 9,357 231,949 SH   SOLE   231,949 0 0
GOODRX HLDGS INC COM CL A 38246G108 4,199 104,096 SH   DFND 1 104,096 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,480 227,346 SH   SOLE   227,346 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 927 84,994 SH   DFND 1 84,994 0 0
GORMAN RUPP CO COM 383082104 911 28,062 SH   DFND 1 28,062 0 0
GORMAN RUPP CO COM 383082104 1,957 60,302 SH   SOLE   60,302 0 0
GRACE W R & CO DEL NEW COM 38388F108 16,309 297,508 SH   SOLE   297,508 0 0
GRACE W R & CO DEL NEW COM 38388F108 12,542 228,786 SH   DFND 1 228,786 0 0
GRACO INC COM 384109104 3,178 43,926 SH   SOLE   43,926 0 0
GRAHAM HLDGS CO COM CL B 384637104 564 1,058 SH   SOLE   1,058 0 0
GRAINGER W W INC COM 384802104 860 2,106 SH   SOLE   2,106 0 0
GRAN TIERRA ENERGY INC COM 38500T101 36 98,973 SH   DFND 1 98,973 0 0
GRAN TIERRA ENERGY INC COM 38500T101 73 201,909 SH   SOLE   201,909 0 0
GRAND CANYON ED INC COM 38526M106 3,023 32,471 SH   SOLE   32,471 0 0
GRAND CANYON ED INC COM 38526M106 1,005 10,791 SH   DFND 1 10,791 0 0
GRANITE CONSTR INC COM 387328107 1,034 38,706 SH   SOLE   38,706 0 0
GRANITE PT MTG TR INC COM STK 38741L107 2,146 214,826 SH   SOLE   214,826 0 0
GRANITE PT MTG TR INC COM STK 38741L107 770 77,089 SH   DFND 1 77,089 0 0
GREAT SOUTHN BANCORP INC COM 390905107 6,729 137,611 SH   SOLE   137,611 0 0
GREAT SOUTHN BANCORP INC COM 390905107 3,024 61,849 SH   DFND 1 61,849 0 0
GREAT WESTN BANCORP INC COM 391416104 1,191 56,967 SH   DFND 1 56,967 0 0
GREAT WESTN BANCORP INC COM 391416104 3,468 165,921 SH   SOLE   165,921 0 0
GREEN DOT CORP CL A 39304D102 2,469 44,255 SH   SOLE   44,255 0 0
GREEN PLAINS INC COM 393222104 366 27,789 SH   SOLE   27,789 0 0
GREENBRIER COS INC COM 393657101 514 14,135 SH   DFND 1 14,135 0 0
GREENBRIER COS INC COM 393657101 1,425 39,162 SH   SOLE   39,162 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 163 161,000 SH   DFND 1 161,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 12,165 12,039,000 SH   SOLE   12,039,000 0 0
GREENHILL & CO INC COM 395259104 143 11,793 SH   SOLE   11,793 0 0
GREIF INC CL A 397624107 325 6,923 SH   SOLE   6,923 0 0
GRIFFON CORP COM 398433102 757 37,165 SH   SOLE   37,165 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 880 22,431 SH   SOLE   22,431 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,869 14,249 SH   SOLE   14,249 0 0
GROUPON INC COM NEW 399473206 620 16,321 SH   SOLE   16,321 0 0
GROUPON INC COM NEW 399473206 266 7,012 SH   DFND 1 7,012 0 0
GRUBHUB INC COM 400110102 1,804 24,284 SH   SOLE   24,284 0 0
GUARDANT HEALTH INC COM 40131M109 17,009 131,979 SH   DFND 1 131,979 0 0
GUARDANT HEALTH INC COM 40131M109 35,585 276,106 SH   SOLE   276,106 0 0
GUESS INC COM 401617105 703 31,072 SH   SOLE   31,072 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,261 9,796 SH   DFND 1 9,796 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 2,457 19,087 SH   SOLE   19,087 0 0
HCA HEALTHCARE INC COM 40412C101 33,878 205,993 SH   SOLE   205,993 0 0
HCA HEALTHCARE INC COM 40412C101 20,757 126,213 SH   DFND 1 126,213 0 0
HCI GROUP INC COM 40416E103 267 5,098 SH   SOLE   5,098 0 0
HNI CORP COM 404251100 386 11,199 SH   SOLE   11,199 0 0
HMS HLDGS CORP COM 40425J101 2,694 73,297 SH   SOLE   73,297 0 0
HP INC COM 40434L105 1,480 60,170 SH   SOLE   60,170 0 0
HAEMONETICS CORP COM 405024100 3,828 32,240 SH   SOLE   32,240 0 0
HAEMONETICS CORP COM 405024100 1,138 9,587 SH   DFND 1 9,587 0 0
HAIN CELESTIAL GROUP INC COM 405217100 70,364 1,752,531 SH   DFND 1 1,752,531 0 0
HAIN CELESTIAL GROUP INC COM 405217100 67,381 1,678,239 SH   SOLE   1,678,239 0 0
HALLIBURTON CO COM 406216101 7,270 384,645 SH   DFND 1 384,645 0 0
HALLIBURTON CO COM 406216101 11,977 633,725 SH   SOLE   633,725 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 31,733 742,991 SH   SOLE   742,991 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 21,510 503,624 SH   DFND 1 503,624 0 0
HAMILTON LANE INC CL A 407497106 4,199 53,801 SH   DFND 1 53,801 0 0
HAMILTON LANE INC CL A 407497106 8,183 104,849 SH   SOLE   104,849 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 5,963 175,278 SH   DFND 1 175,278 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 13,740 403,873 SH   SOLE   403,873 0 0
HANESBRANDS INC COM 410345102 2,594 177,931 SH   SOLE   177,931 0 0
HANESBRANDS INC COM 410345102 1,264 86,676 SH   DFND 1 86,676 0 0
HANGER INC COM NEW 41043F208 694 31,544 SH   SOLE   31,544 0 0
HANMI FINL CORP COM NEW 410495204 963 84,928 SH   SOLE   84,928 0 0
HANMI FINL CORP COM NEW 410495204 349 30,753 SH   DFND 1 30,753 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 665 10,477 SH   DFND 1 10,477 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,301 20,518 SH   SOLE   20,518 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 16,734 7,157,000 SH   SOLE   7,157,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 1,924 823,000 SH   DFND 1 823,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 9,222 6,850,000 SH   SOLE   6,850,000 0 0
HANOVER INS GROUP INC COM 410867105 22,590 193,213 SH   SOLE   193,213 0 0
HANOVER INS GROUP INC COM 410867105 5,056 43,244 SH   DFND 1 43,244 0 0
HARLEY DAVIDSON INC COM 412822108 41,801 1,139,001 SH   SOLE   1,139,001 0 0
HARLEY DAVIDSON INC COM 412822108 42,420 1,155,868 SH   DFND 1 1,155,868 0 0
HARMONIC INC COM 413160102 597 80,839 SH   SOLE   80,839 0 0
HARSCO CORP COM 415864107 1,174 65,321 SH   SOLE   65,321 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 923 18,850 SH   SOLE   18,850 0 0
HASBRO INC COM 418056107 522 5,582 SH   SOLE   5,582 0 0
HAVERTY FURNITURE INC COM 419596101 382 13,823 SH   SOLE   13,823 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 569 16,081 SH   DFND 1 16,081 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,079 58,739 SH   SOLE   58,739 0 0
HAWAIIAN HOLDINGS INC COM 419879101 674 38,079 SH   SOLE   38,079 0 0
HAWKINS INC COM 420261109 411 7,861 SH   SOLE   7,861 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 249 10,448 SH   SOLE   10,448 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 548 19,485 SH   SOLE   19,485 0 0
HEALTHCARE RLTY TR COM 421946104 6,279 212,133 SH   DFND 1 212,133 0 0
HEALTHCARE RLTY TR COM 421946104 12,285 415,030 SH   SOLE   415,030 0 0
HEALTHSTREAM INC COM 42222N103 510 23,343 SH   SOLE   23,343 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,082 148,212 SH   SOLE   148,212 0 0
HEALTH CATALYST INC COM 42225T107 3,459 79,472 SH   DFND 1 79,472 0 0
HEALTH CATALYST INC COM 42225T107 6,738 154,793 SH   SOLE   154,793 0 0
HEALTHEQUITY INC COM 42226A107 860 12,343 SH   DFND 1 12,343 0 0
HEALTHEQUITY INC COM 42226A107 3,018 43,290 SH   SOLE   43,290 0 0
HEARTLAND EXPRESS INC COM 422347104 738 40,796 SH   SOLE   40,796 0 0
HEARTLAND FINL USA INC COM 42234Q102 30,970 767,157 SH   SOLE   767,157 0 0
HEARTLAND FINL USA INC COM 42234Q102 24,151 598,233 SH   DFND 1 598,233 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 10,329 341,696 SH   SOLE   341,696 0 0
HEICO CORP NEW COM 422806109 45,453 343,301 SH   DFND 1 343,301 0 0
HEICO CORP NEW COM 422806109 42,642 322,066 SH   SOLE   322,066 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 471 16,045 SH   SOLE   16,045 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 17,930 336,462 SH   SOLE   336,462 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 14,096 264,520 SH   DFND 1 264,520 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 491 116,961 SH   SOLE   116,961 0 0
HELMERICH & PAYNE INC COM 423452101 29,569 1,276,731 SH   SOLE   1,276,731 0 0
HELMERICH & PAYNE INC COM 423452101 19,587 845,719 SH   DFND 1 845,719 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 224 21,660 SH   SOLE   21,660 0 0
HENRY JACK & ASSOC INC COM 426281101 3,394 20,955 SH   DFND 1 20,955 0 0
HENRY JACK & ASSOC INC COM 426281101 22,555 139,234 SH   SOLE   139,234 0 0
HERITAGE COMM CORP COM 426927109 13,091 1,475,915 SH   SOLE   1,475,915 0 0
HERITAGE COMM CORP COM 426927109 9,842 1,109,601 SH   DFND 1 1,109,601 0 0
HERITAGE FINL CORP WASH COM 42722X106 695 29,724 SH   SOLE   29,724 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 238 30,222 SH   SOLE   30,222 0 0
HERSHEY CO COM 427866108 19,952 130,977 SH   SOLE   130,977 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,072 7,361 SH   SOLE   7,361 0 0
HESS CORP COM 42809H107 632 11,970 SH   SOLE   11,970 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 668 56,359 SH   SOLE   56,359 0 0
HEXCEL CORP NEW COM 428291108 1,061 21,871 SH   SOLE   21,871 0 0
HIBBETT SPORTS INC COM 428567101 634 13,739 SH   SOLE   13,739 0 0
HIGHWOODS PPTYS INC COM 431284108 4,000 100,927 SH   SOLE   100,927 0 0
HIGHWOODS PPTYS INC COM 431284108 226 5,712 SH   DFND 1 5,712 0 0
HILL ROM HLDGS INC COM 431475102 7,234 73,840 SH   SOLE   73,840 0 0
HILL ROM HLDGS INC COM 431475102 2,656 27,115 SH   DFND 1 27,115 0 0
HILLENBRAND INC COM 431571108 2,464 61,897 SH   SOLE   61,897 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,352 12,150 SH   SOLE   12,150 0 0
HOLLYFRONTIER CORP COM 436106108 2,311 89,411 SH   SOLE   89,411 0 0
HOLLYFRONTIER CORP COM 436106108 1,147 44,389 SH   DFND 1 44,389 0 0
HOLOGIC INC COM 436440101 820 11,256 SH   SOLE   11,256 0 0
HOME BANCSHARES INC COM 436893200 775 39,784 SH   SOLE   39,784 0 0
HOME DEPOT INC COM 437076102 142,336 535,863 SH   SOLE   535,863 0 0
HOME DEPOT INC COM 437076102 44,286 166,728 SH   DFND 1 166,728 0 0
HOMESTREET INC COM 43785V102 609 18,034 SH   SOLE   18,034 0 0
HOMETRUST BANCSHARES INC COM 437872104 2,231 115,527 SH   SOLE   115,527 0 0
HOMETRUST BANCSHARES INC COM 437872104 951 49,246 SH   DFND 1 49,246 0 0
HONEYWELL INTL INC COM 438516106 84,230 396,004 SH   SOLE   396,004 0 0
HONEYWELL INTL INC COM 438516106 31,501 148,101 SH   DFND 1 148,101 0 0
HOPE BANCORP INC COM 43940T109 2,914 267,138 SH   DFND 1 267,138 0 0
HOPE BANCORP INC COM 43940T109 7,630 699,333 SH   SOLE   699,333 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,441 34,283 SH   SOLE   34,283 0 0
HORIZON BANCORP INC COM 440407104 1,017 64,144 SH   DFND 1 64,144 0 0
HORIZON BANCORP INC COM 440407104 2,353 148,381 SH   SOLE   148,381 0 0
HORMEL FOODS CORP COM 440452100 5,258 112,815 SH   SOLE   112,815 0 0
HOST HOTELS & RESORTS INC COM 44107P104 41,582 2,842,274 SH   DFND 1 2,842,274 0 0
HOST HOTELS & RESORTS INC COM 44107P104 49,861 3,408,151 SH   SOLE   3,408,151 0 0
HOULIHAN LOKEY INC CL A 441593100 392 5,832 SH   DFND 1 5,832 0 0
HOULIHAN LOKEY INC CL A 441593100 736 10,944 SH   SOLE   10,944 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 310 9,420 SH   SOLE   9,420 0 0
HOWMET AEROSPACE INC COM 443201108 83,093 2,911,457 SH   DFND 1 2,911,457 0 0
HOWMET AEROSPACE INC COM 443201108 92,811 3,251,954 SH   SOLE   3,251,954 0 0
HUB GROUP INC CL A 443320106 1,580 27,724 SH   SOLE   27,724 0 0
HUBBELL INC COM 443510607 6,346 40,473 SH   DFND 1 40,473 0 0
HUBBELL INC COM 443510607 15,954 101,755 SH   SOLE   101,755 0 0
HUDSON PAC PPTYS INC COM 444097109 4,762 198,269 SH   SOLE   198,269 0 0
HUDSON PAC PPTYS INC COM 444097109 479 19,942 SH   DFND 1 19,942 0 0
HUMANA INC COM 444859102 25,091 61,157 SH   DFND 1 61,157 0 0
HUMANA INC COM 444859102 60,628 147,777 SH   SOLE   147,777 0 0
HUNT J B TRANS SVCS INC COM 445658107 931 6,810 SH   SOLE   6,810 0 0
HUNT J B TRANS SVCS INC COM 445658107 270 1,977 SH   DFND 1 1,977 0 0
HUNTINGTON BANCSHARES INC COM 446150104 558 44,173 SH   SOLE   44,173 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 300 1,758 SH   SOLE   1,758 0 0
IAA INC COM 449253103 2,288 35,205 SH   SOLE   35,205 0 0
ICF INTL INC COM 44925C103 665 8,944 SH   DFND 1 8,944 0 0
ICF INTL INC COM 44925C103 1,545 20,783 SH   SOLE   20,783 0 0
ICU MED INC COM 44930G107 1,192 5,557 SH   SOLE   5,557 0 0
IPG PHOTONICS CORP COM 44980X109 682 3,049 SH   SOLE   3,049 0 0
ISTAR INC COM 45031U101 2,888 194,483 SH   SOLE   194,483 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 10,199 8,668,000 SH   SOLE   8,668,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 126 107,000 SH   DFND 1 107,000 0 0
ITT INC COM 45073V108 1,742 22,621 SH   SOLE   22,621 0 0
IDACORP INC COM 451107106 1,018 10,600 SH   DFND 1 10,600 0 0
IDACORP INC COM 451107106 10,614 110,527 SH   SOLE   110,527 0 0
IDEX CORP COM 45167R104 14,101 70,786 SH   DFND 1 70,786 0 0
IDEX CORP COM 45167R104 39,830 199,949 SH   SOLE   199,949 0 0
IDEXX LABS INC COM 45168D104 1,868 3,736 SH   SOLE   3,736 0 0
ILLINOIS TOOL WKS INC COM 452308109 467 2,289 SH   DFND 1 2,289 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,152 44,887 SH   SOLE   44,887 0 0
ILLUMINA INC COM 452327109 2,636 7,125 SH   SOLE   7,125 0 0
ILLUMINA INC COM 452327109 330 893 SH   DFND 1 893 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,774 5,320,000 SH   SOLE   5,320,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 117 80,000 SH   DFND 1 80,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 7,383 6,550,000 SH   SOLE   6,550,000 0 0
IMMUNOGEN INC COM 45253H101 296 45,815 SH   SOLE   45,815 0 0
IMMUNOGEN INC COM 45253H101 127 19,701 SH   DFND 1 19,701 0 0
IMMUNOVANT INC COM 45258J102 633 13,694 SH   DFND 1 13,694 0 0
IMMUNOVANT INC COM 45258J102 1,474 31,920 SH   SOLE   31,920 0 0
INCYTE CORP COM 45337C102 703 8,083 SH   SOLE   8,083 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,054 78,502 SH   SOLE   78,502 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,993 27,286 SH   SOLE   27,286 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 2,631 142,454 SH   SOLE   142,454 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 1,135 61,438 SH   DFND 1 61,438 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,902 30,428 SH   SOLE   30,428 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,626 69,809 SH   DFND 1 69,809 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 5,985 256,968 SH   SOLE   256,968 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,262 133,435 SH   SOLE   133,435 0 0
INFOSYS LTD SPONSORED ADR 456788108 8,335 491,766 SH   DFND 1 491,766 0 0
INGERSOLL RAND INC COM 45687V106 735 16,140 SH   SOLE   16,140 0 0
INGEVITY CORP COM 45688C107 2,978 39,319 SH   SOLE   39,319 0 0
INGEVITY CORP COM 45688C107 991 13,082 SH   DFND 1 13,082 0 0
INGREDION INC COM 457187102 590 7,499 SH   DFND 1 7,499 0 0
INGREDION INC COM 457187102 2,484 31,580 SH   SOLE   31,580 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,211 29,052 SH   SOLE   29,052 0 0
INSMED INC COM PAR $.01 457669307 857 25,732 SH   SOLE   25,732 0 0
INSMED INC COM PAR $.01 457669307 349 10,498 SH   DFND 1 10,498 0 0
INNOSPEC INC COM 45768S105 18,312 201,835 SH   SOLE   201,835 0 0
INNOSPEC INC COM 45768S105 8,097 89,244 SH   DFND 1 89,244 0 0
INSPIRE MED SYS INC COM 457730109 8,480 45,087 SH   DFND 1 45,087 0 0
INSPIRE MED SYS INC COM 457730109 16,527 87,867 SH   SOLE   87,867 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 382 43,175 SH   DFND 1 43,175 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 888 100,370 SH   SOLE   100,370 0 0
INSTEEL INDS INC COM 45774W108 356 15,971 SH   SOLE   15,971 0 0
INSPERITY INC COM 45778Q107 760 9,339 SH   SOLE   9,339 0 0
INOGEN INC COM 45780L104 679 15,186 SH   SOLE   15,186 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,911 18,747 SH   SOLE   18,747 0 0
INNOVIVA INC COM 45781M101 645 52,033 SH   SOLE   52,033 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,743 9,520 SH   DFND 1 9,520 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 7,249 39,583 SH   SOLE   39,583 0 0
INSULET CORP COM 45784P101 19,871 77,735 SH   SOLE   77,735 0 0
INSULET CORP COM 45784P101 9,507 37,190 SH   DFND 1 37,190 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 457 7,040 SH   DFND 1 7,040 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,061 31,748 SH   SOLE   31,748 0 0
INTEL CORP COM 458140100 8,944 179,521 SH   SOLE   179,521 0 0
INTEGER HLDGS CORP COM 45826H109 2,209 27,211 SH   SOLE   27,211 0 0
INTER PARFUMS INC COM 458334109 884 14,619 SH   SOLE   14,619 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 36,339 596,509 SH   SOLE   596,509 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 35,016 574,791 SH   DFND 1 574,791 0 0
INTERFACE INC COM 458665304 510 48,569 SH   SOLE   48,569 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,663 75,138 SH   SOLE   75,138 0 0
INTERDIGITAL INC COM 45867G101 1,879 30,970 SH   SOLE   30,970 0 0
INTERDIGITAL INC COM 45867G101 744 12,256 SH   DFND 1 12,256 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 3,682 3,500,000 SH   SOLE   3,500,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 916 24,475 SH   SOLE   24,475 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,912 39,022 SH   SOLE   39,022 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 509 4,675 SH   SOLE   4,675 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 5,636 139,396 SH   SOLE   139,396 0 0
INTERNATIONAL PAPER CO COM 460146103 849 17,069 SH   SOLE   17,069 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,375 58,455 SH   DFND 1 58,455 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,392 144,222 SH   SOLE   144,222 0 0
INTUIT COM 461202103 4,347 11,443 SH   DFND 1 11,443 0 0
INTUIT COM 461202103 29,991 78,956 SH   SOLE   78,956 0 0
INVACARE CORP COM 461203101 255 28,535 SH   SOLE   28,535 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 90,531 110,660 SH   SOLE   110,660 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 36,622 44,765 SH   DFND 1 44,765 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 507 150,129 SH   SOLE   150,129 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 2,630 244,922 SH   DFND 1 244,922 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 357 33,277 SH   SOLE   33,277 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 29,061 1,304,369 SH   DFND 1 1,304,369 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 31,911 1,432,289 SH   SOLE   1,432,289 0 0
INVITAE CORP COM 46185L103 1,021 24,420 SH   DFND 1 24,420 0 0
INVITAE CORP COM 46185L103 2,344 56,061 SH   SOLE   56,061 0 0
INVITATION HOMES INC COM 46187W107 15,866 534,202 SH   SOLE   534,202 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 22,132 21,686,000 SH   SOLE   21,686,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 218 214,000 SH   DFND 1 214,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,533 33,048 SH   SOLE   33,048 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 653 14,080 SH   DFND 1 14,080 0 0
IQVIA HLDGS INC COM 46266C105 3,688 20,581 SH   DFND 1 20,581 0 0
IQVIA HLDGS INC COM 46266C105 11,450 63,908 SH   SOLE   63,908 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,818 97,097 SH   SOLE   97,097 0 0
IROBOT CORP COM 462726100 1,869 23,281 SH   SOLE   23,281 0 0
IRON MTN INC NEW COM 46284V101 2,811 95,359 SH   SOLE   95,359 0 0
IRON MTN INC NEW COM 46284V101 453 15,351 SH   DFND 1 15,351 0 0
ISHARES TR IBOXX INV CP ETF 464287242 7,321 53,000 SH   SOLE   53,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,222 74,000 SH   DFND 1 74,000 0 0
ISHARES TR RUS MID CAP ETF 464287499 21,477 313,300 SH   DFND 1 313,300 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 10,734 54,750 SH   DFND 1 54,750 0 0
ISHARES TR CORE S&P SCP ETF 464287804 7,337 79,837 SH   SOLE   79,837 0 0
ISHARES TR JPMORGAN USD EMG 464288281 14,489 125,000 SH   DFND 1 125,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 24,109 208,000 SH   SOLE   208,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 5,306 180,050 SH   DFND 1 180,050 0 0
ISHARES TR RESIDENTIAL MULT 464288562 2,438 35,925 SH   DFND 1 35,925 0 0
ISHARES TR MSCI KLD400 SOC 464288570 791 11,060 SH   SOLE   11,060 0 0
ISHARES TR PFD AND INCM SEC 464288687 8,724 226,550 SH   DFND 1 226,550 0 0
ISHARES TR PFD AND INCM SEC 464288687 2,473 64,225 SH   SOLE   64,225 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,295 4,900,000 SH   SOLE   4,900,000 0 0
ISHARES TR MORTGE REL ETF 46435G342 2,818 88,450 SH   DFND 1 88,450 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 2,380 390,862 SH   DFND 1 390,862 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 657 107,905 SH   SOLE   107,905 0 0
ITRON INC COM 465741106 3,209 33,457 SH   SOLE   33,457 0 0
JBG SMITH PPTYS COM 46590V100 2,432 77,786 SH   SOLE   77,786 0 0
JOYY INC ADS REPSTG COM A 46591M109 1,251 15,636 SH   DFND 1 15,636 0 0
JOYY INC ADS REPSTG COM A 46591M109 340 4,249 SH   SOLE   4,249 0 0
J & J SNACK FOODS CORP COM 466032109 1,926 12,394 SH   SOLE   12,394 0 0
JPMORGAN CHASE & CO COM 46625H100 116,050 913,278 SH   SOLE   913,278 0 0
JPMORGAN CHASE & CO COM 46625H100 58,651 461,565 SH   DFND 1 461,565 0 0
JABIL INC COM 466313103 1,563 36,739 SH   SOLE   36,739 0 0
JACK IN THE BOX INC COM 466367109 3,123 33,653 SH   SOLE   33,653 0 0
JACK IN THE BOX INC COM 466367109 1,219 13,132 SH   DFND 1 13,132 0 0
JACOBS ENGR GROUP INC COM 469814107 613 5,628 SH   SOLE   5,628 0 0
JD.COM INC SPON ADR CL A 47215P106 2,632 29,942 SH   SOLE   29,942 0 0
JD.COM INC SPON ADR CL A 47215P106 9,580 108,990 SH   DFND 1 108,990 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,333 54,170 SH   SOLE   54,170 0 0
JETBLUE AWYS CORP COM 477143101 2,163 148,749 SH   SOLE   148,749 0 0
JETBLUE AWYS CORP COM 477143101 519 35,686 SH   DFND 1 35,686 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,991 26,263 SH   SOLE   26,263 0 0
JOHNSON & JOHNSON COM 478160104 58,638 372,586 SH   DFND 1 372,586 0 0
JOHNSON & JOHNSON COM 478160104 160,103 1,017,303 SH   SOLE   1,017,303 0 0
JONES LANG LASALLE INC COM 48020Q107 2,214 14,922 SH   DFND 1 14,922 0 0
JONES LANG LASALLE INC COM 48020Q107 6,133 41,337 SH   SOLE   41,337 0 0
J2 GLOBAL INC COM 48123V102 1,096 11,220 SH   SOLE   11,220 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 19,913 13,603,000 SH   SOLE   13,603,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 761 520,000 SH   DFND 1 520,000 0 0
JUNIPER NETWORKS INC COM 48203R104 952 42,300 SH   DFND 1 42,300 0 0
JUNIPER NETWORKS INC COM 48203R104 3,517 156,246 SH   SOLE   156,246 0 0
KAR AUCTION SVCS INC COM 48238T109 630 33,840 SH   SOLE   33,840 0 0
KBR INC COM 48242W106 1,154 37,315 SH   SOLE   37,315 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,086 794,000 SH   DFND 1 794,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 22,087 16,144,000 SH   SOLE   16,144,000 0 0
KLA CORP COM NEW 482480100 1,737 6,707 SH   SOLE   6,707 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 404 22,546 SH   SOLE   22,546 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 5,033 5,000,000 SH   SOLE   5,000,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,897 49,519 SH   DFND 1 49,519 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 11,661 117,903 SH   SOLE   117,903 0 0
KAMAN CORP COM 483548103 1,309 22,909 SH   SOLE   22,909 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 9,099 7,900,000 SH   SOLE   7,900,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 18,483 90,544 SH   DFND 1 90,544 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 34,580 169,403 SH   SOLE   169,403 0 0
KB HOME COM 48666K109 900 26,857 SH   DFND 1 26,857 0 0
KB HOME COM 48666K109 2,654 79,179 SH   SOLE   79,179 0 0
KELLOGG CO COM 487836108 4,097 65,831 SH   SOLE   65,831 0 0
KELLY SVCS INC CL A 488152208 568 27,623 SH   SOLE   27,623 0 0
KEMPER CORP COM 488401100 44,473 578,847 SH   DFND 1 578,847 0 0
KEMPER CORP COM 488401100 47,781 621,905 SH   SOLE   621,905 0 0
KENNAMETAL INC COM 489170100 790 21,803 SH   SOLE   21,803 0 0
KEYCORP COM 493267108 51,206 3,120,410 SH   DFND 1 3,120,410 0 0
KEYCORP COM 493267108 48,740 2,970,162 SH   SOLE   2,970,162 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 14,138 107,032 SH   SOLE   107,032 0 0
KILROY RLTY CORP COM 49427F108 20,231 352,456 SH   SOLE   352,456 0 0
KILROY RLTY CORP COM 49427F108 7,058 122,970 SH   DFND 1 122,970 0 0
KIMBERLY-CLARK CORP COM 494368103 11,372 84,345 SH   DFND 1 84,345 0 0
KIMBERLY-CLARK CORP COM 494368103 24,001 178,006 SH   SOLE   178,006 0 0
KIMCO RLTY CORP COM 49446R109 2,140 142,569 SH   SOLE   142,569 0 0
KINDER MORGAN INC DEL COM 49456B101 751 54,950 SH   DFND 1 54,950 0 0
KINDER MORGAN INC DEL COM 49456B101 1,795 131,335 SH   SOLE   131,335 0 0
KINSALE CAP GROUP INC COM 49714P108 54,911 274,377 SH   DFND 1 274,377 0 0
KINSALE CAP GROUP INC COM 49714P108 64,408 321,833 SH   SOLE   321,833 0 0
KIRBY CORP COM 497266106 815 15,719 SH   SOLE   15,719 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,043 69,698 SH   SOLE   69,698 0 0
KNOLL INC COM NEW 498904200 1,310 89,240 SH   SOLE   89,240 0 0
KNOLL INC COM NEW 498904200 668 45,523 SH   DFND 1 45,523 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 1,376 32,903 SH   SOLE   32,903 0 0
KNOWLES CORP COM 49926D109 1,398 75,881 SH   SOLE   75,881 0 0
KOHLS CORP COM 500255104 2,847 69,972 SH   DFND 1 69,972 0 0
KOHLS CORP COM 500255104 7,009 172,257 SH   SOLE   172,257 0 0
KONTOOR BRANDS INC COM 50050N103 1,575 38,829 SH   SOLE   38,829 0 0
KOPPERS HOLDINGS INC COM 50060P106 544 17,451 SH   SOLE   17,451 0 0
KORN FERRY COM NEW 500643200 1,950 44,824 SH   SOLE   44,824 0 0
KRAFT HEINZ CO COM 500754106 984 28,386 SH   SOLE   28,386 0 0
KRATON CORPORATION COM 50077C106 733 26,381 SH   SOLE   26,381 0 0
KROGER CO COM 501044101 10,847 341,518 SH   SOLE   341,518 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,633 51,343 SH   SOLE   51,343 0 0
KURA ONCOLOGY INC COM 50127T109 1,763 53,970 SH   SOLE   53,970 0 0
KURA ONCOLOGY INC COM 50127T109 725 22,210 SH   DFND 1 22,210 0 0
L BRANDS INC COM 501797104 4,514 121,377 SH   SOLE   121,377 0 0
L BRANDS INC COM 501797104 1,794 48,235 SH   DFND 1 48,235 0 0
LHC GROUP INC COM 50187A107 37,243 174,586 SH   DFND 1 174,586 0 0
LHC GROUP INC COM 50187A107 68,204 319,725 SH   SOLE   319,725 0 0
LGI HOMES INC COM 50187T106 1,935 18,283 SH   SOLE   18,283 0 0
LKQ CORP COM 501889208 432 12,265 SH   SOLE   12,265 0 0
LCI INDS COM 50189K103 2,700 20,821 SH   SOLE   20,821 0 0
LTC PPTYS INC COM 502175102 1,264 32,482 SH   SOLE   32,482 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 26,469 140,033 SH   SOLE   140,033 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 14,650 77,507 SH   DFND 1 77,507 0 0
LA Z BOY INC COM 505336107 1,522 38,212 SH   SOLE   38,212 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,299 16,209 SH   SOLE   16,209 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,301 6,392 SH   DFND 1 6,392 0 0
LADDER CAP CORP CL A 505743104 500 51,117 SH   DFND 1 51,117 0 0
LADDER CAP CORP CL A 505743104 1,032 105,526 SH   SOLE   105,526 0 0
LAKELAND BANCORP INC COM 511637100 697 54,901 SH   SOLE   54,901 0 0
LAKELAND BANCORP INC COM 511637100 271 21,339 SH   DFND 1 21,339 0 0
LAKELAND INDS INC COM 511795106 1,183 43,413 SH   SOLE   43,413 0 0
LAM RESEARCH CORP COM 512807108 16,079 34,047 SH   SOLE   34,047 0 0
LAM RESEARCH CORP COM 512807108 5,800 12,281 SH   DFND 1 12,281 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,014 36,219 SH   SOLE   36,219 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 490 5,886 SH   DFND 1 5,886 0 0
LAMB WESTON HLDGS INC COM 513272104 59,357 753,835 SH   SOLE   753,835 0 0
LAMB WESTON HLDGS INC COM 513272104 51,340 652,025 SH   DFND 1 652,025 0 0
LANCASTER COLONY CORP COM 513847103 1,486 8,089 SH   SOLE   8,089 0 0
LANCASTER COLONY CORP COM 513847103 290 1,580 SH   DFND 1 1,580 0 0
LANDSTAR SYS INC COM 515098101 5,511 40,923 SH   DFND 1 40,923 0 0
LANDSTAR SYS INC COM 515098101 23,649 175,622 SH   SOLE   175,622 0 0
LANNET INC COM 516012101 185 28,348 SH   SOLE   28,348 0 0
LANTHEUS HLDGS INC COM 516544103 747 55,400 SH   SOLE   55,400 0 0
LAS VEGAS SANDS CORP COM 517834107 850 14,262 SH   SOLE   14,262 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,598 274,950 SH   DFND 1 274,950 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 22,023 480,652 SH   SOLE   480,652 0 0
LAUDER ESTEE COS INC CL A 518439104 2,641 9,921 SH   SOLE   9,921 0 0
LEAR CORP COM NEW 521865204 14,664 92,212 SH   SOLE   92,212 0 0
LEAR CORP COM NEW 521865204 5,526 34,751 SH   DFND 1 34,751 0 0
LEGGETT & PLATT INC COM 524660107 18,320 413,542 SH   SOLE   413,542 0 0
LEGGETT & PLATT INC COM 524660107 14,203 320,599 SH   DFND 1 320,599 0 0
LEIDOS HOLDINGS INC COM 525327102 611 5,809 SH   SOLE   5,809 0 0
LEMAITRE VASCULAR INC COM 525558201 566 13,975 SH   SOLE   13,975 0 0
LENDINGTREE INC NEW COM 52603B107 781 2,852 SH   SOLE   2,852 0 0
LENNAR CORP CL A 526057104 911 11,946 SH   SOLE   11,946 0 0
LENNOX INTL INC COM 526107107 6,228 22,734 SH   DFND 1 22,734 0 0
LENNOX INTL INC COM 526107107 22,906 83,607 SH   SOLE   83,607 0 0
LEXINGTON REALTY TRUST COM 529043101 3,230 304,184 SH   SOLE   304,184 0 0
LEXINGTON REALTY TRUST COM 529043101 325 30,643 SH   DFND 1 30,643 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 540 78,203 SH   SOLE   78,203 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2,146 311,034 SH   DFND 1 311,034 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 298 164,585 SH   DFND 1 164,585 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 9,207 5,091,679 SH   SOLE   5,091,679 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 383 37,149 SH   DFND 1 37,149 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 906 87,829 SH   SOLE   87,829 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,039 40,614 SH   SOLE   40,614 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,856 18,667 SH   DFND 1 18,667 0 0
LIFE STORAGE INC COM 53223X107 704 5,898 SH   DFND 1 5,898 0 0
LIFE STORAGE INC COM 53223X107 6,892 57,731 SH   SOLE   57,731 0 0
LILLY ELI & CO COM 532457108 29,712 175,978 SH   SOLE   175,978 0 0
LINCOLN ELEC HLDGS INC COM 533900106 52,808 454,265 SH   SOLE   454,265 0 0
LINCOLN ELEC HLDGS INC COM 533900106 31,448 270,518 SH   DFND 1 270,518 0 0
LINCOLN NATL CORP IND COM 534187109 1,561 31,023 SH   DFND 1 31,023 0 0
LINCOLN NATL CORP IND COM 534187109 3,836 76,245 SH   SOLE   76,245 0 0
LINDSAY CORP COM 535555106 1,155 8,993 SH   SOLE   8,993 0 0
LIQUIDITY SERVICES INC COM 53635B107 346 21,737 SH   SOLE   21,737 0 0
LITHIA MTRS INC CL A 536797103 23,957 81,858 SH   SOLE   81,858 0 0
LITHIA MTRS INC CL A 536797103 10,769 36,796 SH   DFND 1 36,796 0 0
LITTELFUSE INC COM 537008104 15,104 59,311 SH   DFND 1 59,311 0 0
LITTELFUSE INC COM 537008104 21,796 85,588 SH   SOLE   85,588 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 44,486 605,413 SH   DFND 1 605,413 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 101,975 1,387,787 SH   SOLE   1,387,787 0 0
LIVEPERSON INC COM 538146101 3,204 51,487 SH   SOLE   51,487 0 0
LIVENT CORP COM 53814L108 2,282 121,099 SH   SOLE   121,099 0 0
LIVERAMP HLDGS INC COM 53815P108 1,271 17,362 SH   SOLE   17,362 0 0
LOCKHEED MARTIN CORP COM 539830109 25,058 70,591 SH   DFND 1 70,591 0 0
LOCKHEED MARTIN CORP COM 539830109 83,212 234,413 SH   SOLE   234,413 0 0
LOEWS CORP COM 540424108 1,832 40,688 SH   SOLE   40,688 0 0
LOEWS CORP COM 540424108 732 16,261 SH   DFND 1 16,261 0 0
LOUISIANA PAC CORP COM 546347105 1,064 28,622 SH   SOLE   28,622 0 0
LOWES COS INC COM 548661107 76,638 477,468 SH   SOLE   477,468 0 0
LOWES COS INC COM 548661107 44,856 279,460 SH   DFND 1 279,460 0 0
LULULEMON ATHLETICA INC COM 550021109 77,929 223,914 SH   DFND 1 223,914 0 0
LULULEMON ATHLETICA INC COM 550021109 73,108 210,063 SH   SOLE   210,063 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 735 23,901 SH   SOLE   23,901 0 0
LUMENTUM HLDGS INC COM 55024U109 29,458 310,737 SH   SOLE   310,737 0 0
LUMENTUM HLDGS INC COM 55024U109 13,858 146,183 SH   DFND 1 146,183 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 13,116 7,953,000 SH   SOLE   7,953,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 887 538,000 SH   DFND 1 538,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 18,596 15,250,000 SH   SOLE   15,250,000 0 0
LUMINEX CORP DEL COM 55027E102 828 35,814 SH   SOLE   35,814 0 0
LYDALL INC DEL COM 550819106 419 13,944 SH   SOLE   13,944 0 0
M & T BK CORP COM 55261F104 715 5,619 SH   SOLE   5,619 0 0
M D C HLDGS INC COM 552676108 2,061 42,417 SH   SOLE   42,417 0 0
MDU RES GROUP INC COM 552690109 378 14,366 SH   DFND 1 14,366 0 0
MDU RES GROUP INC COM 552690109 2,099 79,670 SH   SOLE   79,670 0 0
MGIC INVT CORP WIS COM 552848103 1,112 88,643 SH   SOLE   88,643 0 0
MGM RESORTS INTERNATIONAL COM 552953101 561 17,801 SH   SOLE   17,801 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 4,098 130,918 SH   SOLE   130,918 0 0
MGP INGREDIENTS INC NEW COM 55303J106 514 10,921 SH   SOLE   10,921 0 0
M/I HOMES INC COM 55305B101 1,054 23,794 SH   SOLE   23,794 0 0
MKS INSTRS INC COM 55306N104 14,107 93,764 SH   DFND 1 93,764 0 0
MKS INSTRS INC COM 55306N104 30,587 203,303 SH   SOLE   203,303 0 0
MPLX LP COM UNIT REP LTD 55336V100 515 23,800 SH   DFND 1 23,800 0 0
MPLX LP COM UNIT REP LTD 55336V100 271 12,500 SH   SOLE   12,500 0 0
MSA SAFETY INC COM 553498106 1,417 9,484 SH   SOLE   9,484 0 0
MSC INDL DIRECT INC CL A 553530106 5,279 62,555 SH   SOLE   62,555 0 0
MSC INDL DIRECT INC CL A 553530106 2,086 24,717 SH   DFND 1 24,717 0 0
MSCI INC COM 55354G100 9,087 20,351 SH   DFND 1 20,351 0 0
MSCI INC COM 55354G100 21,168 47,406 SH   SOLE   47,406 0 0
MTS SYS CORP COM 553777103 928 15,956 SH   SOLE   15,956 0 0
MYR GROUP INC DEL COM 55405W104 833 13,855 SH   SOLE   13,855 0 0
MACERICH CO COM 554382101 1,948 182,525 SH   SOLE   182,525 0 0
MACERICH CO COM 554382101 874 81,956 SH   DFND 1 81,956 0 0
MACK CALI RLTY CORP COM 554489104 889 71,330 SH   SOLE   71,330 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 14,428 14,500,000 SH   SOLE   14,500,000 0 0
MACROGENICS INC COM 556099109 343 14,993 SH   DFND 1 14,993 0 0
MACROGENICS INC COM 556099109 803 35,146 SH   SOLE   35,146 0 0
MACYS INC COM 55616P104 2,889 256,843 SH   SOLE   256,843 0 0
MADDEN STEVEN LTD COM 556269108 2,262 64,040 SH   SOLE   64,040 0 0
MADISON COVERED CALL & EQUIT COM 557437100 846 125,350 SH   DFND 1 125,350 0 0
MADISON COVERED CALL & EQUIT COM 557437100 104 15,405 SH   SOLE   15,405 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 2,846 15,458 SH   SOLE   15,458 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 1,238 6,725 SH   DFND 1 6,725 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,563 18,864 SH   SOLE   18,864 0 0
MAGNA INTL INC COM 559222401 754 10,650 SH   SOLE   10,650 0 0
MAGNA INTL INC COM 559222401 365 5,157 SH   DFND 1 5,157 0 0
MANHATTAN ASSOCS INC COM 562750109 1,237 11,762 SH   DFND 1 11,762 0 0
MANHATTAN ASSOCS INC COM 562750109 4,627 43,987 SH   SOLE   43,987 0 0
MANPOWERGROUP INC COM 56418H100 34,320 380,572 SH   SOLE   380,572 0 0
MANPOWERGROUP INC COM 56418H100 25,067 277,967 SH   DFND 1 277,967 0 0
MANTECH INTL CORP CL A 564563104 628 7,064 SH   DFND 1 7,064 0 0
MANTECH INTL CORP CL A 564563104 3,463 38,937 SH   SOLE   38,937 0 0
MARATHON OIL CORP COM 565849106 1,136 170,303 SH   DFND 1 170,303 0 0
MARATHON OIL CORP COM 565849106 2,730 409,297 SH   SOLE   409,297 0 0
MARATHON PETE CORP COM 56585A102 15,500 374,748 SH   DFND 1 374,748 0 0
MARATHON PETE CORP COM 56585A102 25,125 607,469 SH   SOLE   607,469 0 0
MARCUS & MILLICHAP INC COM 566324109 741 19,892 SH   SOLE   19,892 0 0
MARCUS CORP DEL COM 566330106 803 59,583 SH   SOLE   59,583 0 0
MARCUS CORP DEL COM 566330106 243 18,022 SH   DFND 1 18,022 0 0
MARINEMAX INC COM 567908108 640 18,270 SH   SOLE   18,270 0 0
MARKEL CORP COM 570535104 579 560 SH   DFND 1 560 0 0
MARKEL CORP COM 570535104 11,232 10,870 SH   SOLE   10,870 0 0
MARKETAXESS HLDGS INC COM 57060D108 731 1,282 SH   DFND 1 1,282 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,673 4,685 SH   SOLE   4,685 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 495 3,608 SH   DFND 1 3,608 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 2,647 19,287 SH   SOLE   19,287 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 294 260,000 SH   DFND 1 260,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 8,399 7,420,000 SH   SOLE   7,420,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 29,897 255,527 SH   SOLE   255,527 0 0
MARSH & MCLENNAN COS INC COM 571748102 976 8,338 SH   DFND 1 8,338 0 0
MARRIOTT INTL INC NEW CL A 571903202 456 3,455 SH   DFND 1 3,455 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,715 20,581 SH   SOLE   20,581 0 0
MARTEN TRANS LTD COM 573075108 837 48,590 SH   SOLE   48,590 0 0
MARTIN MARIETTA MATLS INC COM 573284106 16,979 59,793 SH   DFND 1 59,793 0 0
MARTIN MARIETTA MATLS INC COM 573284106 31,750 111,806 SH   SOLE   111,806 0 0
MASCO CORP COM 574599106 630 11,460 SH   SOLE   11,460 0 0
MASIMO CORP COM 574795100 3,604 13,430 SH   SOLE   13,430 0 0
MASONITE INTL CORP COM 575385109 669 6,799 SH   DFND 1 6,799 0 0
MASONITE INTL CORP COM 575385109 1,293 13,151 SH   SOLE   13,151 0 0
MASTEC INC COM 576323109 1,002 14,698 SH   SOLE   14,698 0 0
MASTERCARD INCORPORATED CL A 57636Q104 98,389 275,645 SH   DFND 1 275,645 0 0
MASTERCARD INCORPORATED CL A 57636Q104 273,863 767,252 SH   SOLE   767,252 0 0
MATADOR RES CO COM 576485205 1,096 90,906 SH   SOLE   90,906 0 0
MATCH GROUP INC NEW COM 57667L107 2,496 16,511 SH   DFND 1 16,511 0 0
MATCH GROUP INC NEW COM 57667L107 11,257 74,457 SH   SOLE   74,457 0 0
MATERION CORP COM 576690101 3,821 59,962 SH   SOLE   59,962 0 0
MATERION CORP COM 576690101 1,222 19,174 SH   DFND 1 19,174 0 0
MATRIX SVC CO COM 576853105 241 21,880 SH   SOLE   21,880 0 0
MATSON INC COM 57686G105 2,031 35,658 SH   SOLE   35,658 0 0
MATTEL INC COM 577081102 1,008 57,737 SH   DFND 1 57,737 0 0
MATTEL INC COM 577081102 3,481 199,503 SH   SOLE   199,503 0 0
MATTHEWS INTL CORP CL A 577128101 774 26,315 SH   SOLE   26,315 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,029 11,607 SH   SOLE   11,607 0 0
MAXLINEAR INC COM 57776J100 308 8,065 SH   DFND 1 8,065 0 0
MAXLINEAR INC COM 57776J100 2,850 74,634 SH   SOLE   74,634 0 0
MAXIMUS INC COM 577933104 1,972 26,944 SH   SOLE   26,944 0 0
MAXIMUS INC COM 577933104 424 5,795 SH   DFND 1 5,795 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,860 103,136 SH   SOLE   103,136 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,641 17,162 SH   DFND 1 17,162 0 0
MCDONALDS CORP COM 580135101 50,310 234,458 SH   SOLE   234,458 0 0
MCDONALDS CORP COM 580135101 4,273 19,913 SH   DFND 1 19,913 0 0
MCKESSON CORP COM 58155Q103 1,213 6,972 SH   SOLE   6,972 0 0
MECHEL PAO SPONSORED ADR NE 583840608 53 26,072 SH   DFND 1 26,072 0 0
MEDALLIA INC COM 584021109 11,301 340,194 SH   DFND 1 340,194 0 0
MEDALLIA INC COM 584021109 22,585 679,854 SH   SOLE   679,854 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,396 155,847 SH   DFND 1 155,847 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 13,222 606,777 SH   SOLE   606,777 0 0
MEDIFAST INC COM 58470H101 3,163 16,111 SH   SOLE   16,111 0 0
MEDIFAST INC COM 58470H101 543 2,766 SH   DFND 1 2,766 0 0
MEDNAX INC COM 58502B106 1,739 70,884 SH   SOLE   70,884 0 0
MEDPACE HLDGS INC COM 58506Q109 1,004 7,211 SH   SOLE   7,211 0 0
MERCANTILE BANK CORP COM 587376104 806 29,681 SH   SOLE   29,681 0 0
MERCANTILE BANK CORP COM 587376104 412 15,176 SH   DFND 1 15,176 0 0
MERCER INTL INC COM 588056101 336 32,770 SH   SOLE   32,770 0 0
MERCK & CO. INC COM 58933Y105 108,750 1,329,466 SH   SOLE   1,329,466 0 0
MERCK & CO. INC COM 58933Y105 44,995 550,060 SH   DFND 1 550,060 0 0
MERCURY SYS INC COM 589378108 26,842 304,816 SH   SOLE   304,816 0 0
MERCURY SYS INC COM 589378108 12,668 143,852 SH   DFND 1 143,852 0 0
MERCURY GENL CORP NEW COM 589400100 363 6,957 SH   SOLE   6,957 0 0
MEREDITH CORP COM 589433101 262 13,647 SH   DFND 1 13,647 0 0
MEREDITH CORP COM 589433101 1,249 65,058 SH   SOLE   65,058 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 666 35,655 SH   SOLE   35,655 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,106 74,161 SH   DFND 1 74,161 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,823 189,356 SH   SOLE   189,356 0 0
MERIT MED SYS INC COM 589889104 2,246 40,460 SH   SOLE   40,460 0 0
MERITAGE HOMES CORP COM 59001A102 4,718 56,965 SH   SOLE   56,965 0 0
MERITAGE HOMES CORP COM 59001A102 955 11,532 SH   DFND 1 11,532 0 0
MERITOR INC COM 59001K100 29,061 1,041,232 SH   DFND 1 1,041,232 0 0
MERITOR INC COM 59001K100 45,359 1,625,205 SH   SOLE   1,625,205 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 18,533 16,147,000 SH   SOLE   16,147,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 916 798,000 SH   DFND 1 798,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 619 23,279 SH   SOLE   23,279 0 0
MERSANA THERAPEUTICS INC COM 59045L106 246 9,257 SH   DFND 1 9,257 0 0
MESA LABS INC COM 59064R109 2,657 9,268 SH   DFND 1 9,268 0 0
MESA LABS INC COM 59064R109 6,327 22,074 SH   SOLE   22,074 0 0
META FINL GROUP INC COM 59100U108 1,012 27,685 SH   SOLE   27,685 0 0
METHODE ELECTRS INC COM 591520200 1,189 31,065 SH   SOLE   31,065 0 0
METLIFE INC COM 59156R108 24,917 530,709 SH   SOLE   530,709 0 0
METLIFE INC COM 59156R108 15,064 320,846 SH   DFND 1 320,846 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,293 2,889 SH   DFND 1 2,889 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,907 8,693 SH   SOLE   8,693 0 0
MICHAELS COS INC COM 59408Q106 1,437 110,447 SH   SOLE   110,447 0 0
MICHAELS COS INC COM 59408Q106 343 26,347 SH   DFND 1 26,347 0 0
MICROSOFT CORP COM 594918104 214,250 963,269 SH   DFND 1 963,269 0 0
MICROSOFT CORP COM 594918104 577,817 2,597,865 SH   SOLE   2,597,865 0 0
MICROSTRATEGY INC CL A NEW 594972408 10,898 28,047 SH   SOLE   28,047 0 0
MICROSTRATEGY INC CL A NEW 594972408 3,759 9,674 SH   DFND 1 9,674 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,693 12,256 SH   DFND 1 12,256 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,004 21,749 SH   SOLE   21,749 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 10,606 3,500,000 SH   SOLE   3,500,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 18,887 9,338,000 SH   SOLE   9,338,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 572 283,000 SH   DFND 1 283,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 2,036 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 17,340 230,646 SH   SOLE   230,646 0 0
MICRON TECHNOLOGY INC COM 595112103 2,089 27,788 SH   DFND 1 27,788 0 0
MID-AMER APT CMNTYS INC COM 59522J103 7,205 56,871 SH   SOLE   56,871 0 0
MIDDLEBY CORP COM 596278101 51,417 398,830 SH   SOLE   398,830 0 0
MIDDLEBY CORP COM 596278101 30,635 237,630 SH   DFND 1 237,630 0 0
MIDDLESEX WTR CO COM 596680108 488 6,739 SH   SOLE   6,739 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 387 21,648 SH   DFND 1 21,648 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 742 41,531 SH   SOLE   41,531 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,925 78,589 SH   DFND 1 78,589 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 4,569 186,494 SH   SOLE   186,494 0 0
MILLER HERMAN INC COM 600544100 521 15,421 SH   SOLE   15,421 0 0
MILLER INDS INC TENN COM NEW 600551204 12,368 325,295 SH   DFND 1 325,295 0 0
MILLER INDS INC TENN COM NEW 600551204 15,800 415,578 SH   SOLE   415,578 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,775 60,768 SH   SOLE   60,768 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,532 24,669 SH   DFND 1 24,669 0 0
MIRATI THERAPEUTICS INC COM 60468T105 807 3,673 SH   SOLE   3,673 0 0
MIRATI THERAPEUTICS INC COM 60468T105 332 1,510 SH   DFND 1 1,510 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 188 21,046 SH   SOLE   21,046 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 707 78,958 SH   DFND 1 78,958 0 0
MOHAWK INDS INC COM 608190104 8,343 59,188 SH   DFND 1 59,188 0 0
MOHAWK INDS INC COM 608190104 13,350 94,713 SH   SOLE   94,713 0 0
MOLINA HEALTHCARE INC COM 60855R100 12,136 57,063 SH   SOLE   57,063 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,689 22,048 SH   DFND 1 22,048 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 369 8,170 SH   SOLE   8,170 0 0
MONARCH CASINO & RESORT INC COM 609027107 648 10,582 SH   SOLE   10,582 0 0
MONDELEZ INTL INC CL A 609207105 27,770 474,952 SH   SOLE   474,952 0 0
MONOLITHIC PWR SYS INC COM 609839105 52,873 144,371 SH   SOLE   144,371 0 0
MONOLITHIC PWR SYS INC COM 609839105 23,814 65,024 SH   DFND 1 65,024 0 0
MONRO INC COM 610236101 1,469 27,569 SH   SOLE   27,569 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 21,411 231,520 SH   SOLE   231,520 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,091 65,860 SH   DFND 1 65,860 0 0
MOODYS CORP COM 615369105 7,869 27,112 SH   SOLE   27,112 0 0
MOODYS CORP COM 615369105 1,836 6,325 SH   DFND 1 6,325 0 0
MOOG INC CL A 615394202 1,927 24,300 SH   SOLE   24,300 0 0
MORGAN STANLEY COM NEW 617446448 62,377 910,215 SH   SOLE   910,215 0 0
MORGAN STANLEY COM NEW 617446448 35,236 514,174 SH   DFND 1 514,174 0 0
MORNINGSTAR INC COM 617700109 747 3,227 SH   SOLE   3,227 0 0
MORNINGSTAR INC COM 617700109 297 1,283 SH   DFND 1 1,283 0 0
MOSAIC CO NEW COM 61945C103 348 15,113 SH   SOLE   15,113 0 0
MOTORCAR PTS AMER INC COM 620071100 309 15,772 SH   SOLE   15,772 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 32,574 191,546 SH   SOLE   191,546 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,270 19,229 SH   DFND 1 19,229 0 0
MOVADO GROUP INC COM 624580106 228 13,728 SH   SOLE   13,728 0 0
MUELLER INDS INC COM 624756102 1,659 47,247 SH   SOLE   47,247 0 0
MR COOPER GROUP INC COM 62482R107 1,031 33,231 SH   DFND 1 33,231 0 0
MR COOPER GROUP INC COM 62482R107 4,224 136,140 SH   SOLE   136,140 0 0
MURPHY OIL CORP COM 626717102 457 37,801 SH   SOLE   37,801 0 0
MURPHY USA INC COM 626755102 910 6,956 SH   SOLE   6,956 0 0
MYERS INDS INC COM 628464109 3,575 172,040 SH   SOLE   172,040 0 0
MYERS INDS INC COM 628464109 1,282 61,687 SH   DFND 1 61,687 0 0
MYRIAD GENETICS INC COM 62855J104 1,231 62,253 SH   SOLE   62,253 0 0
NBT BANCORP INC COM 628778102 1,279 39,845 SH   SOLE   39,845 0 0
NCR CORP NEW COM 62886E108 1,268 33,748 SH   SOLE   33,748 0 0
NIC INC COM 62914B100 1,433 55,483 SH   SOLE   55,483 0 0
NMI HLDGS INC CL A 629209305 1,590 70,202 SH   SOLE   70,202 0 0
NRG ENERGY INC COM NEW 629377508 2,355 62,718 SH   SOLE   62,718 0 0
NRG ENERGY INC COM NEW 629377508 1,047 27,891 SH   DFND 1 27,891 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27,726 24,400,000 SH   SOLE   24,400,000 0 0
NVR INC COM 62944T105 84,983 20,830 SH   DFND 1 20,830 0 0
NVR INC COM 62944T105 97,386 23,870 SH   SOLE   23,870 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 4,160 158,669 SH   DFND 1 158,669 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 5,375 204,994 SH   SOLE   204,994 0 0
NASDAQ INC COM 631103108 863 6,505 SH   DFND 1 6,505 0 0
NASDAQ INC COM 631103108 2,856 21,516 SH   SOLE   21,516 0 0
NATERA INC COM 632307104 9,778 98,255 SH   DFND 1 98,255 0 0
NATERA INC COM 632307104 19,453 195,473 SH   SOLE   195,473 0 0
NATIONAL BK HLDGS CORP CL A 633707104 830 25,347 SH   SOLE   25,347 0 0
NATIONAL BEVERAGE CORP COM 635017106 819 9,650 SH   SOLE   9,650 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,242 63,882 SH   SOLE   63,882 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,899 28,592 SH   DFND 1 28,592 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,493 36,310 SH   SOLE   36,310 0 0
NATIONAL FUEL GAS CO N J COM 636180101 271 6,587 SH   DFND 1 6,587 0 0
NATIONAL HEALTH INVS INC COM 63633D104 754 10,906 SH   SOLE   10,906 0 0
NATIONAL HEALTH INVS INC COM 63633D104 325 4,705 SH   DFND 1 4,705 0 0
NATIONAL INSTRS CORP COM 636518102 24,636 560,681 SH   SOLE   560,681 0 0
NATIONAL INSTRS CORP COM 636518102 17,106 389,300 SH   DFND 1 389,300 0 0
NATIONAL OILWELL VARCO INC COM 637071101 233 17,003 SH   SOLE   17,003 0 0
NATIONAL PRESTO INDS INC COM 637215104 381 4,308 SH   SOLE   4,308 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 11,728 286,614 SH   SOLE   286,614 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 3,573 87,314 SH   DFND 1 87,314 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 14,941 414,685 SH   DFND 1 414,685 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 28,909 802,371 SH   SOLE   802,371 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 409 1,981 SH   SOLE   1,981 0 0
NATUS MED INC DEL COM 639050103 562 28,033 SH   SOLE   28,033 0 0
NAVIENT CORPORATION COM 63938C108 479 48,770 SH   SOLE   48,770 0 0
NEENAH INC COM 640079109 1,980 35,790 SH   DFND 1 35,790 0 0
NEENAH INC COM 640079109 4,884 88,282 SH   SOLE   88,282 0 0
NEKTAR THERAPEUTICS COM 640268108 798 46,969 SH   SOLE   46,969 0 0
NEOGEN CORP COM 640491106 650 8,195 SH   DFND 1 8,195 0 0
NEOGEN CORP COM 640491106 2,481 31,288 SH   SOLE   31,288 0 0
NEOGENOMICS INC COM NEW 64049M209 4,948 91,902 SH   SOLE   91,902 0 0
NETAPP INC COM 64110D104 821 12,389 SH   SOLE   12,389 0 0
NETFLIX INC COM 64110L106 16,325 30,191 SH   SOLE   30,191 0 0
NETFLIX INC COM 64110L106 1,068 1,975 SH   DFND 1 1,975 0 0
NETEASE INC SPONSORED ADS 64110W102 7,834 81,797 SH   DFND 1 81,797 0 0
NETEASE INC SPONSORED ADS 64110W102 2,140 22,347 SH   SOLE   22,347 0 0
NETGEAR INC COM 64111Q104 1,018 25,065 SH   SOLE   25,065 0 0
NETSCOUT SYS INC COM 64115T104 528 19,263 SH   SOLE   19,263 0 0
NETSTREIT CORP COM 64119V303 368 18,859 SH   SOLE   18,859 0 0
NEVRO CORP COM 64157F103 13,128 75,843 SH   DFND 1 75,843 0 0
NEVRO CORP COM 64157F103 26,498 153,078 SH   SOLE   153,078 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 87 10,022 SH   SOLE   10,022 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 1,080 124,467 SH   DFND 1 124,467 0 0
NEW JERSEY RES CORP COM 646025106 2,746 77,245 SH   SOLE   77,245 0 0
NEW JERSEY RES CORP COM 646025106 940 26,445 SH   DFND 1 26,445 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,716 1,670,000 SH   SOLE   1,670,000 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 4,458 23,992 SH   DFND 1 23,992 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1,221 6,570 SH   SOLE   6,570 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,182 118,865 SH   DFND 1 118,865 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,610 262,559 SH   SOLE   262,559 0 0
NEW SR INVT GROUP INC COM 648691103 432 83,398 SH   SOLE   83,398 0 0
NEW SR INVT GROUP INC COM 648691103 213 41,173 SH   DFND 1 41,173 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 943 89,410 SH   DFND 1 89,410 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,318 314,525 SH   SOLE   314,525 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,287 93,502 SH   SOLE   93,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,154 312,669 SH   SOLE   312,669 0 0
NEW YORK TIMES CO CL A 650111107 1,965 37,962 SH   SOLE   37,962 0 0
NEWAGE INC COM 650194103 307 116,751 SH   SOLE   116,751 0 0
NEWAGE INC COM 650194103 160 60,872 SH   DFND 1 60,872 0 0
NEWELL BRANDS INC COM 651229106 351 16,547 SH   SOLE   16,547 0 0
NEWMARKET CORP COM 651587107 763 1,916 SH   SOLE   1,916 0 0
NEWMONT CORP COM 651639106 15,121 252,480 SH   SOLE   252,480 0 0
NEWS CORP NEW CL A 65249B109 305 16,976 SH   SOLE   16,976 0 0
NEWS CORP NEW CL B 65249B208 322 18,132 SH   DFND 1 18,132 0 0
NEWS CORP NEW CL B 65249B208 844 47,503 SH   SOLE   47,503 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 52 15,193 SH   SOLE   15,193 0 0
NEXTERA ENERGY INC COM 65339F101 49,242 638,260 SH   SOLE   638,260 0 0
NEXTERA ENERGY INC COM 65339F101 3,475 45,043 SH   DFND 1 45,043 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 2,039 40,000 SH   SOLE   40,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 11,134 219,000 SH   SOLE   219,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 244 4,800 SH   DFND 1 4,800 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 588 9,935 SH   DFND 1 9,935 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 16,081 271,635 SH   SOLE   271,635 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 5,249 124,065 SH   SOLE   124,065 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,296 54,264 SH   DFND 1 54,264 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 837 45,883 SH   SOLE   45,883 0 0
NICE LTD SPONSORED ADR 653656108 52,625 185,600 SH   DFND 1 185,600 0 0
NICE LTD SPONSORED ADR 653656108 56,468 199,155 SH   SOLE   199,155 0 0
NIKE INC CL B 654106103 9,808 69,327 SH   SOLE   69,327 0 0
NINE ENERGY SERVICE INC COM 65441V101 2,688 988,160 SH   SOLE   988,160 0 0
NINE ENERGY SERVICE INC COM 65441V101 1,861 684,073 SH   DFND 1 684,073 0 0
NISOURCE INC COM 65473P105 385 16,782 SH   SOLE   16,782 0 0
NORDSON CORP COM 655663102 5,492 27,332 SH   SOLE   27,332 0 0
NORDSON CORP COM 655663102 938 4,670 SH   DFND 1 4,670 0 0
NORDSTROM INC COM 655664100 2,280 73,054 SH   DFND 1 73,054 0 0
NORDSTROM INC COM 655664100 5,169 165,635 SH   SOLE   165,635 0 0
NORFOLK SOUTHN CORP COM 655844108 19,882 83,676 SH   DFND 1 83,676 0 0
NORFOLK SOUTHN CORP COM 655844108 49,035 206,368 SH   SOLE   206,368 0 0
NORTHERN TR CORP COM 665859104 5,179 55,604 SH   SOLE   55,604 0 0
NORTHERN TR CORP COM 665859104 2,326 24,969 SH   DFND 1 24,969 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 488 39,574 SH   SOLE   39,574 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,051 6,732 SH   SOLE   6,732 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,348 105,784 SH   SOLE   105,784 0 0
NORTHWEST NAT HLDG CO COM 66765N105 281 6,108 SH   DFND 1 6,108 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,689 36,728 SH   SOLE   36,728 0 0
NORTHWESTERN CORP COM NEW 668074305 9,989 171,302 SH   SOLE   171,302 0 0
NORTHWESTERN CORP COM NEW 668074305 6,530 111,987 SH   DFND 1 111,987 0 0
NORTONLIFELOCK INC COM 668771108 538 25,908 SH   SOLE   25,908 0 0
NOVANTA INC COM 67000B104 3,066 25,935 SH   DFND 1 25,935 0 0
NOVANTA INC COM 67000B104 5,976 50,550 SH   SOLE   50,550 0 0
NOVO-NORDISK A S ADR 670100205 16,648 238,343 SH   DFND 1 238,343 0 0
NOVO-NORDISK A S ADR 670100205 38,744 554,675 SH   SOLE   554,675 0 0
NOW INC COM 67011P100 650 90,537 SH   SOLE   90,537 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,175 21,502 SH   SOLE   21,502 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 238 4,357 SH   DFND 1 4,357 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 131,389 2,980,017 SH   SOLE   2,980,017 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 132,809 3,012,233 SH   DFND 1 3,012,233 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 7,896 3,690,000 SH   SOLE   3,690,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 14,331 7,700,000 SH   SOLE   7,700,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,161 2,268,000 SH   DFND 1 2,268,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 14,160 6,223,000 SH   SOLE   6,223,000 0 0
NUCOR CORP COM 670346105 14,448 271,639 SH   DFND 1 271,639 0 0
NUCOR CORP COM 670346105 23,274 437,562 SH   SOLE   437,562 0 0
NVIDIA CORPORATION COM 67066G104 60,558 115,967 SH   DFND 1 115,967 0 0
NVIDIA CORPORATION COM 67066G104 160,267 306,907 SH   SOLE   306,907 0 0
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NUVEEN SR INCOME FD COM 67067Y104 64 12,350 SH   DFND 1 12,350 0 0
NUVASIVE INC COM 670704105 11,372 201,880 SH   SOLE   201,880 0 0
NUVASIVE INC COM 670704105 11,393 202,260 SH   DFND 1 202,260 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 1,031 117,958 SH   DFND 1 117,958 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 408 64,487 SH   SOLE   64,487 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 1,723 272,200 SH   DFND 1 272,200 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 935 69,961 SH   DFND 1 69,961 0 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 827 33,607 SH   DFND 1 33,607 0 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 1,332 85,667 SH   DFND 1 85,667 0 0
NUTRIEN LTD COM 67077M108 43,372 900,583 SH   DFND 1 900,583 0 0
NUTRIEN LTD COM 67077M108 40,689 844,878 SH   SOLE   844,878 0 0
OGE ENERGY CORP COM 670837103 7,570 237,588 SH   SOLE   237,588 0 0
OGE ENERGY CORP COM 670837103 3,048 95,677 SH   DFND 1 95,677 0 0
O-I GLASS INC COM 67098H104 289 24,321 SH   DFND 1 24,321 0 0
O-I GLASS INC COM 67098H104 1,033 86,813 SH   SOLE   86,813 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 10,740 23,731 SH   SOLE   23,731 0 0
OFG BANCORP COM 67103X102 1,593 85,944 SH   SOLE   85,944 0 0
OFG BANCORP COM 67103X102 368 19,826 SH   DFND 1 19,826 0 0
OSI SYSTEMS INC COM 671044105 1,286 13,795 SH   SOLE   13,795 0 0
OCCIDENTAL PETE CORP COM 674599105 490 28,306 SH   DFND 1 28,306 0 0
OCCIDENTAL PETE CORP COM 674599105 1,775 102,568 SH   SOLE   102,568 0 0
OCEANEERING INTL INC COM 675232102 1,980 249,013 SH   SOLE   249,013 0 0
OCEANEERING INTL INC COM 675232102 574 72,153 SH   DFND 1 72,153 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 909 39,990 SH   SOLE   39,990 0 0
OIL STS INTL INC COM 678026105 254 50,606 SH   SOLE   50,606 0 0
OKTA INC CL A 679295105 11,738 46,166 SH   SOLE   46,166 0 0
OKTA INC CL A 679295105 5,612 22,071 SH   DFND 1 22,071 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 60,182 308,343 SH   SOLE   308,343 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 56,936 291,712 SH   DFND 1 291,712 0 0
OLD NATL BANCORP IND COM 680033107 262 15,845 SH   DFND 1 15,845 0 0
OLD NATL BANCORP IND COM 680033107 2,879 173,833 SH   SOLE   173,833 0 0
OLD REP INTL CORP COM 680223104 1,459 74,035 SH   SOLE   74,035 0 0
OLD SECOND BANCORP INC ILL COM 680277100 331 32,736 SH   DFND 1 32,736 0 0
OLD SECOND BANCORP INC ILL COM 680277100 766 75,880 SH   SOLE   75,880 0 0
OLIN CORP COM PAR $1 680665205 2,964 120,703 SH   SOLE   120,703 0 0
OLIN CORP COM PAR $1 680665205 1,102 44,868 SH   DFND 1 44,868 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 5,267 64,413 SH   DFND 1 64,413 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 11,456 140,096 SH   SOLE   140,096 0 0
OLYMPIC STEEL INC COM 68162K106 376 28,177 SH   SOLE   28,177 0 0
OMNICOM GROUP INC COM 681919106 663 10,627 SH   DFND 1 10,627 0 0
OMNICOM GROUP INC COM 681919106 1,828 29,317 SH   SOLE   29,317 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,164 169,711 SH   SOLE   169,711 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,205 33,180 SH   DFND 1 33,180 0 0
OMNICELL COM COM 68213N109 1,053 8,777 SH   DFND 1 8,777 0 0
OMNICELL COM COM 68213N109 6,176 51,458 SH   SOLE   51,458 0 0
ON SEMICONDUCTOR CORP COM 682189105 689 21,037 SH   DFND 1 21,037 0 0
ON SEMICONDUCTOR CORP COM 682189105 590 18,013 SH   SOLE   18,013 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 36,115 21,378,000 SH   SOLE   21,378,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,124 1,257,000 SH   DFND 1 1,257,000 0 0
ONE GAS INC COM 68235P108 1,067 13,901 SH   SOLE   13,901 0 0
ONE LIBERTY PPTYS INC COM 682406103 333 16,609 SH   DFND 1 16,609 0 0
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ONEOK INC NEW COM 682680103 747 19,459 SH   SOLE   19,459 0 0
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ORACLE CORP COM 68389X105 55,423 856,750 SH   SOLE   856,750 0 0
ORACLE CORP COM 68389X105 20,017 309,425 SH   DFND 1 309,425 0 0
OPTINOSE INC COM 68404V100 837 202,212 SH   DFND 1 202,212 0 0
OPTINOSE INC COM 68404V100 1,641 396,292 SH   SOLE   396,292 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 628 59,335 SH   SOLE   59,335 0 0
ORBCOMM INC COM 68555P100 2,381 320,911 SH   SOLE   320,911 0 0
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OSHKOSH CORP COM 688239201 1,537 17,853 SH   SOLE   17,853 0 0
OTIS WORLDWIDE CORP COM 68902V107 15,649 231,662 SH   SOLE   231,662 0 0
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OTTER TAIL CORP COM 689648103 1,174 27,550 SH   SOLE   27,550 0 0
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OVERSTOCK COM INC DEL COM 690370101 474 9,872 SH   DFND 1 9,872 0 0
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OWENS & MINOR INC NEW COM 690732102 1,646 60,848 SH   SOLE   60,848 0 0
OWENS CORNING NEW COM 690742101 2,150 28,377 SH   SOLE   28,377 0 0
OXFORD INDS INC COM 691497309 915 13,969 SH   SOLE   13,969 0 0
PBF ENERGY INC CL A 69318G106 1,645 231,743 SH   SOLE   231,743 0 0
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PC CONNECTION INC COM 69318J100 430 9,099 SH   SOLE   9,099 0 0
PDC ENERGY INC COM 69327R101 1,964 95,668 SH   SOLE   95,668 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,740 4,879,000 SH   SOLE   4,879,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 27 28,000 SH   DFND 1 28,000 0 0
PDF SOLUTIONS INC COM 693282105 523 24,226 SH   SOLE   24,226 0 0
PGT INNOVATIONS INC COM 69336V101 993 48,805 SH   SOLE   48,805 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 1,954 130,252 SH   DFND 1 130,252 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 393 26,172 SH   SOLE   26,172 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 2,126 146,285 SH   DFND 1 146,285 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 408 28,048 SH   SOLE   28,048 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,765 18,556 SH   SOLE   18,556 0 0
PNM RES INC COM 69349H107 1,012 20,854 SH   SOLE   20,854 0 0
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PPG INDS INC COM 693506107 1,065 7,384 SH   DFND 1 7,384 0 0
PPL CORP COM 69351T106 949 33,668 SH   SOLE   33,668 0 0
PRA HEALTH SCIENCES INC COM 69354M108 19,584 156,123 SH   SOLE   156,123 0 0
PRA HEALTH SCIENCES INC COM 69354M108 8,412 67,063 SH   DFND 1 67,063 0 0
PRA GROUP INC COM 69354N106 1,496 37,728 SH   SOLE   37,728 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 16,109 14,850,000 SH   SOLE   14,850,000 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 698 5,254 SH   SOLE   5,254 0 0
PVH CORPORATION COM 693656100 794 8,461 SH   SOLE   8,461 0 0
PVH CORPORATION COM 693656100 247 2,626 SH   DFND 1 2,626 0 0
PTC INC COM 69370C100 3,450 28,844 SH   SOLE   28,844 0 0
PACCAR INC COM 693718108 1,309 15,172 SH   SOLE   15,172 0 0
PACIFIC PREMIER BANCORP COM 69478X105 2,448 78,126 SH   SOLE   78,126 0 0
PACIRA BIOSCIENCES INC COM 695127100 2,152 35,960 SH   SOLE   35,960 0 0
PACKAGING CORP AMER COM 695156109 568 4,118 SH   SOLE   4,118 0 0
PACWEST BANCORP DEL COM 695263103 6,285 247,440 SH   SOLE   247,440 0 0
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PALO ALTO NETWORKS INC COM 697435105 21,273 59,859 SH   SOLE   59,859 0 0
PALO ALTO NETWORKS INC COM 697435105 10,214 28,741 SH   DFND 1 28,741 0 0
PALOMAR HLDGS INC COM 69753M105 1,595 17,950 SH   SOLE   17,950 0 0
PAPA JOHNS INTL INC COM 698813102 732 8,627 SH   SOLE   8,627 0 0
PAR PAC HOLDINGS INC COM NEW 69888T207 463 33,113 SH   SOLE   33,113 0 0
PARK AEROSPACE CORP COM 70014A104 208 15,548 SH   SOLE   15,548 0 0
PARK HOTELS RESORTS INC COM 700517105 5,579 325,298 SH   SOLE   325,298 0 0
PARK HOTELS RESORTS INC COM 700517105 1,684 98,163 SH   DFND 1 98,163 0 0
PARK NATL CORP COM 700658107 1,234 11,748 SH   SOLE   11,748 0 0
PARKER-HANNIFIN CORP COM 701094104 28,113 103,201 SH   DFND 1 103,201 0 0
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PATRICK INDS INC COM 703343103 940 13,746 SH   DFND 1 13,746 0 0
PATRICK INDS INC COM 703343103 2,069 30,272 SH   SOLE   30,272 0 0
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PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 11,163 10,531,000 SH   SOLE   10,531,000 0 0
PATTERSON COS INC COM 703395103 675 22,771 SH   SOLE   22,771 0 0
PATTERSON-UTI ENERGY INC COM 703481101 2,497 474,645 SH   SOLE   474,645 0 0
PATTERSON-UTI ENERGY INC COM 703481101 727 138,171 SH   DFND 1 138,171 0 0
PAYCHEX INC COM 704326107 22,548 241,985 SH   SOLE   241,985 0 0
PAYCOM SOFTWARE INC COM 70432V102 970 2,145 SH   SOLE   2,145 0 0
PAYLOCITY HLDG CORP COM 70438V106 2,121 10,302 SH   SOLE   10,302 0 0
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PEBBLEBROOK HOTEL TR COM 70509V100 644 34,276 SH   SOLE   34,276 0 0
PENN NATL GAMING INC COM 707569109 2,980 34,508 SH   DFND 1 34,508 0 0
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PENN VA CORP COM 70788V102 128 12,584 SH   SOLE   12,584 0 0
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PENNYMAC MTG INVT TR COM 70931T103 1,438 81,770 SH   SOLE   81,770 0 0
PENUMBRA INC COM 70975L107 1,547 8,841 SH   SOLE   8,841 0 0
PEOPLES BANCORP INC COM 709789101 309 11,406 SH   DFND 1 11,406 0 0
PEOPLES BANCORP INC COM 709789101 700 25,849 SH   SOLE   25,849 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,009 155,377 SH   DFND 1 155,377 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,561 352,747 SH   SOLE   352,747 0 0
PEPSICO INC COM 713448108 43,220 291,436 SH   SOLE   291,436 0 0
PEPSICO INC COM 713448108 532 3,585 SH   DFND 1 3,585 0 0
PERDOCEO ED CORP COM 71363P106 724 57,322 SH   SOLE   57,322 0 0
PERFICIENT INC COM 71375U101 1,302 27,322 SH   SOLE   27,322 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 578 12,146 SH   DFND 1 12,146 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,081 22,698 SH   SOLE   22,698 0 0
PERKINELMER INC COM 714046109 8,194 57,101 SH   SOLE   57,101 0 0
PERKINELMER INC COM 714046109 5,894 41,071 SH   DFND 1 41,071 0 0
PERSPECTA INC COM 715347100 863 35,821 SH   SOLE   35,821 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,531 65,074 SH   DFND 1 65,074 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 403 17,139 SH   SOLE   17,139 0 0
PETMED EXPRESS INC COM 716382106 538 16,780 SH   SOLE   16,780 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 421 37,528 SH   SOLE   37,528 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,545 137,549 SH   DFND 1 137,549 0 0
PFIZER INC COM 717081103 14,057 381,877 SH   SOLE   381,877 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 327 16,823 SH   SOLE   16,823 0 0
PHILIP MORRIS INTL INC COM 718172109 1,676 20,249 SH   DFND 1 20,249 0 0
PHILIP MORRIS INTL INC COM 718172109 18,377 221,975 SH   SOLE   221,975 0 0
PHILLIPS 66 COM 718546104 1,338 19,128 SH   SOLE   19,128 0 0
PHOTRONICS INC COM 719405102 606 54,317 SH   SOLE   54,317 0 0
PHYSICIANS RLTY TR COM 71943U104 3,188 179,113 SH   SOLE   179,113 0 0
PILGRIMS PRIDE CORP COM 72147K108 250 12,753 SH   SOLE   12,753 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 340 16,058 SH   SOLE   16,058 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,959 92,397 SH   DFND 1 92,397 0 0
PINDUODUO INC SPONSORED ADS 722304102 742 4,176 SH   SOLE   4,176 0 0
PINDUODUO INC SPONSORED ADS 722304102 2,720 15,311 SH   DFND 1 15,311 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,279 19,858 SH   SOLE   19,858 0 0
PINNACLE WEST CAP CORP COM 723484101 441 5,520 SH   SOLE   5,520 0 0
PIONEER HIGH INCOME TR COM 72369H106 1,653 185,275 SH   DFND 1 185,275 0 0
PIONEER NAT RES CO COM 723787107 16,777 147,312 SH   DFND 1 147,312 0 0
PIONEER NAT RES CO COM 723787107 28,451 249,814 SH   SOLE   249,814 0 0
PIPER SANDLER COMPANIES COM 724078100 1,148 11,382 SH   SOLE   11,382 0 0
PITNEY BOWES INC COM 724479100 883 143,287 SH   SOLE   143,287 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 420 49,684 SH   DFND 1 49,684 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,028 121,606 SH   SOLE   121,606 0 0
PLANET FITNESS INC CL A 72703H101 16,187 208,516 SH   DFND 1 208,516 0 0
PLANET FITNESS INC CL A 72703H101 32,658 420,690 SH   SOLE   420,690 0 0
PLANTRONICS INC NEW COM 727493108 840 31,082 SH   SOLE   31,082 0 0
PLEXUS CORP COM 729132100 10,986 140,470 SH   DFND 1 140,470 0 0
PLEXUS CORP COM 729132100 15,840 202,531 SH   SOLE   202,531 0 0
PLYMOUTH INDL REIT INC COM 729640102 284 18,919 SH   SOLE   18,919 0 0
POLARIS INC COM 731068102 3,455 36,266 SH   SOLE   36,266 0 0
POLARIS INC COM 731068102 933 9,793 SH   DFND 1 9,793 0 0
POOL CORP COM 73278L105 2,610 7,008 SH   DFND 1 7,008 0 0
POOL CORP COM 73278L105 6,644 17,837 SH   SOLE   17,837 0 0
POPULAR INC COM NEW 733174700 7,953 141,219 SH   DFND 1 141,219 0 0
POPULAR INC COM NEW 733174700 17,149 304,495 SH   SOLE   304,495 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 9,909 231,675 SH   DFND 1 231,675 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 12,697 296,868 SH   SOLE   296,868 0 0
POST HLDGS INC COM 737446104 1,620 16,041 SH   SOLE   16,041 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,097 41,924 SH   SOLE   41,924 0 0
POTLATCHDELTIC CORPORATION COM 737630103 524 10,480 SH   DFND 1 10,480 0 0
POWELL INDS INC COM 739128106 216 7,319 SH   SOLE   7,319 0 0
POWER INTEGRATIONS INC COM 739276103 4,056 49,549 SH   SOLE   49,549 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 567 11,225 SH   SOLE   11,225 0 0
PREFERRED APT CMNTYS INC COM 74039L103 232 31,311 SH   DFND 1 31,311 0 0
PREFERRED APT CMNTYS INC COM 74039L103 576 77,860 SH   SOLE   77,860 0 0
PREMIER FINANCIAL CORP COM 74052F108 1,925 83,688 SH   DFND 1 83,688 0 0
PREMIER FINANCIAL CORP COM 74052F108 3,826 166,336 SH   SOLE   166,336 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 457 13,118 SH   SOLE   13,118 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,010 39,696 SH   DFND 1 39,696 0 0
PRICE T ROWE GROUP INC COM 74144T108 21,490 141,949 SH   SOLE   141,949 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 155 134,000 SH   DFND 1 134,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,176 4,466,000 SH   SOLE   4,466,000 0 0
PRICESMART INC COM 741511109 1,789 19,639 SH   SOLE   19,639 0 0
PRIMERICA INC COM 74164M108 18,614 138,984 SH   DFND 1 138,984 0 0
PRIMERICA INC COM 74164M108 25,055 187,073 SH   SOLE   187,073 0 0
PRIMO WATER CORPORATION COM 74167P108 27,398 1,747,331 SH   SOLE   1,747,331 0 0
PRIMO WATER CORPORATION COM 74167P108 21,540 1,373,719 SH   DFND 1 1,373,719 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 555 11,196 SH   SOLE   11,196 0 0
PROASSURANCE CORP COM 74267C106 794 44,606 SH   SOLE   44,606 0 0
PROCTER AND GAMBLE CO COM 742718109 50,562 363,391 SH   SOLE   363,391 0 0
PROCTER AND GAMBLE CO COM 742718109 3,852 27,687 SH   DFND 1 27,687 0 0
PROG HOLDINGS INC COM NPV 74319R101 489 9,069 SH   DFND 1 9,069 0 0
PROG HOLDINGS INC COM NPV 74319R101 1,869 34,703 SH   SOLE   34,703 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,160 47,797 SH   SOLE   47,797 0 0
PROGRESS SOFTWARE CORP COM 743312100 203 4,492 SH   DFND 1 4,492 0 0
PROGRESSIVE CORP COM 743315103 7,248 73,302 SH   SOLE   73,302 0 0
PROLOGIS INC. COM 74340W103 41,935 420,781 SH   SOLE   420,781 0 0
PROOFPOINT INC COM 743424103 2,216 16,245 SH   SOLE   16,245 0 0
PROOFPOINT INC COM 743424103 1,136 8,326 SH   DFND 1 8,326 0 0
PROPETRO HLDG CORP COM 74347M108 950 128,505 SH   SOLE   128,505 0 0
PROPETRO HLDG CORP COM 74347M108 181 24,493 SH   DFND 1 24,493 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 5,582 61,103 SH   SOLE   61,103 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 1,761 19,278 SH   DFND 1 19,278 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 2,310 2,250,000 SH   SOLE   2,250,000 0 0
PROSIGHT GLOBAL INC COM 74349J103 987 76,910 SH   DFND 1 76,910 0 0
PROSIGHT GLOBAL INC COM 74349J103 1,949 151,925 SH   SOLE   151,925 0 0
PROSPERITY BANCSHARES INC COM 743606105 388 5,592 SH   DFND 1 5,592 0 0
PROSPERITY BANCSHARES INC COM 743606105 2,577 37,157 SH   SOLE   37,157 0 0
PROTO LABS INC COM 743713109 3,397 22,145 SH   SOLE   22,145 0 0
THE PROVIDENCE SERVICE CORP COM 743815102 1,416 10,214 SH   SOLE   10,214 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,084 60,344 SH   SOLE   60,344 0 0
PRUDENTIAL FINL INC COM 744320102 1,354 17,342 SH   SOLE   17,342 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,280 21,964 SH   SOLE   21,964 0 0
PUBLIC STORAGE COM 74460D109 3,729 16,146 SH   DFND 1 16,146 0 0
PUBLIC STORAGE COM 74460D109 43,464 188,211 SH   SOLE   188,211 0 0
PULMONX CORP COM 745848101 3,933 56,988 SH   DFND 1 56,988 0 0
PULMONX CORP COM 745848101 7,672 111,163 SH   SOLE   111,163 0 0
PULTE GROUP INC COM 745867101 1,684 39,052 SH   DFND 1 39,052 0 0
PULTE GROUP INC COM 745867101 4,041 93,709 SH   SOLE   93,709 0 0
PURPLE INNOVATION INC COM 74640Y106 308 9,354 SH   DFND 1 9,354 0 0
PURPLE INNOVATION INC COM 74640Y106 716 21,743 SH   SOLE   21,743 0 0
QCR HOLDINGS INC COM 74727A104 3,896 98,413 SH   SOLE   98,413 0 0
QCR HOLDINGS INC COM 74727A104 1,847 46,656 SH   DFND 1 46,656 0 0
QAD INC CL A 74727D306 2,814 44,541 SH   SOLE   44,541 0 0
QAD INC CL A 74727D306 1,320 20,887 SH   DFND 1 20,887 0 0
QUAD / GRAPHICS INC COM CL A 747301109 87 22,735 SH   DFND 1 22,735 0 0
QUAD / GRAPHICS INC COM CL A 747301109 222 58,163 SH   SOLE   58,163 0 0
QUAKER CHEM CORP COM 747316107 11,244 44,376 SH   DFND 1 44,376 0 0
QUAKER CHEM CORP COM 747316107 25,738 101,575 SH   SOLE   101,575 0 0
QEP RESOURCES INC COM 74733V100 479 200,493 SH   SOLE   200,493 0 0
QTS RLTY TR INC COM CL A 74736A103 3,821 61,750 SH   SOLE   61,750 0 0
QORVO INC COM 74736K101 4,805 28,896 SH   DFND 1 28,896 0 0
QORVO INC COM 74736K101 10,859 65,311 SH   SOLE   65,311 0 0
Q2 HLDGS INC COM 74736L109 12,445 98,354 SH   SOLE   98,354 0 0
Q2 HLDGS INC COM 74736L109 6,384 50,454 SH   DFND 1 50,454 0 0
QUALCOMM INC COM 747525103 118,283 776,441 SH   SOLE   776,441 0 0
QUALCOMM INC COM 747525103 57,857 379,791 SH   DFND 1 379,791 0 0
QUALYS INC COM 74758T303 227 1,863 SH   DFND 1 1,863 0 0
QUALYS INC COM 74758T303 1,599 13,123 SH   SOLE   13,123 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 602 27,154 SH   SOLE   27,154 0 0
QUANTA SVCS INC COM 74762E102 438 6,081 SH   SOLE   6,081 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,490 20,891 SH   SOLE   20,891 0 0
QUEST DIAGNOSTICS INC COM 74834L100 957 8,029 SH   DFND 1 8,029 0 0
QUIDEL CORP COM 74838J101 23,689 131,863 SH   DFND 1 131,863 0 0
QUIDEL CORP COM 74838J101 24,025 133,730 SH   SOLE   133,730 0 0
QUINSTREET INC COM 74874Q100 22,679 1,057,780 SH   DFND 1 1,057,780 0 0
QUINSTREET INC COM 74874Q100 30,732 1,433,409 SH   SOLE   1,433,409 0 0
QURATE RETAIL INC COM SER A 74915M100 620 56,507 SH   DFND 1 56,507 0 0
QURATE RETAIL INC COM SER A 74915M100 1,430 130,356 SH   SOLE   130,356 0 0
R1 RCM INC COM 749397105 2,319 96,564 SH   SOLE   96,564 0 0
RLI CORP COM 749607107 1,442 13,841 SH   SOLE   13,841 0 0
RLJ LODGING TR COM 74965L101 1,254 88,629 SH   SOLE   88,629 0 0
RPC INC COM 749660106 100 31,892 SH   DFND 1 31,892 0 0
RPC INC COM 749660106 318 100,909 SH   SOLE   100,909 0 0
RMR GROUP INC CL A 74967R106 265 6,873 SH   SOLE   6,873 0 0
RH COM 74967X103 57,835 129,235 SH   SOLE   129,235 0 0
RH COM 74967X103 60,057 134,199 SH   DFND 1 134,199 0 0
RPM INTL INC COM 749685103 4,823 53,127 SH   SOLE   53,127 0 0
RPM INTL INC COM 749685103 756 8,330 SH   DFND 1 8,330 0 0
RPT REALTY SH BEN INT 74971D101 580 67,014 SH   SOLE   67,014 0 0
RADIAN GROUP INC COM 750236101 35,302 1,743,294 SH   SOLE   1,743,294 0 0
RADIAN GROUP INC COM 750236101 34,893 1,723,122 SH   DFND 1 1,723,122 0 0
RADNET INC COM 750491102 695 35,495 SH   SOLE   35,495 0 0
RAMBUS INC DEL COM 750917106 1,647 94,315 SH   SOLE   94,315 0 0
RALPH LAUREN CORP CL A 751212101 217 2,094 SH   SOLE   2,094 0 0
RANGE RES CORP COM 75281A109 2,113 315,306 SH   SOLE   315,306 0 0
RANGE RES CORP COM 75281A109 308 45,999 SH   DFND 1 45,999 0 0
RAVEN INDS INC COM 754212108 20,086 607,026 SH   DFND 1 607,026 0 0
RAVEN INDS INC COM 754212108 26,532 801,801 SH   SOLE   801,801 0 0
RAYMOND JAMES FINL INC COM 754730109 21,366 223,326 SH   DFND 1 223,326 0 0
RAYMOND JAMES FINL INC COM 754730109 34,017 355,569 SH   SOLE   355,569 0 0
RAYONIER INC COM 754907103 6,092 207,353 SH   DFND 1 207,353 0 0
RAYONIER INC COM 754907103 8,904 303,073 SH   SOLE   303,073 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 342 52,530 SH   SOLE   52,530 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 18,328 256,298 SH   DFND 1 256,298 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 33,070 462,455 SH   SOLE   462,455 0 0
RE MAX HLDGS INC CL A 75524W108 558 15,360 SH   SOLE   15,360 0 0
READY CAPITAL CORP COM 75574U101 421 33,813 SH   SOLE   33,813 0 0
REALOGY HLDGS CORP COM 75605Y106 1,254 95,610 SH   SOLE   95,610 0 0
REALTY INCOME CORP COM 756109104 3,191 51,324 SH   DFND 1 51,324 0 0
REALTY INCOME CORP COM 756109104 15,249 245,287 SH   SOLE   245,287 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,966 15,905 SH   DFND 1 15,905 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 4,661 37,708 SH   SOLE   37,708 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 248 12,886 SH   SOLE   12,886 0 0
RED ROCK RESORTS INC CL A 75700L108 3,613 144,285 SH   DFND 1 144,285 0 0
RED ROCK RESORTS INC CL A 75700L108 7,045 281,346 SH   SOLE   281,346 0 0
REDWOOD TR INC COM 758075402 2,484 282,912 SH   SOLE   282,912 0 0
REDWOOD TR INC COM 758075402 718 81,755 SH   DFND 1 81,755 0 0
REGAL BELOIT CORP COM 758750103 76,145 620,020 SH   SOLE   620,020 0 0
REGAL BELOIT CORP COM 758750103 55,884 455,046 SH   DFND 1 455,046 0 0
REGENCY CTRS CORP COM 758849103 800 17,551 SH   DFND 1 17,551 0 0
REGENCY CTRS CORP COM 758849103 6,301 138,207 SH   SOLE   138,207 0 0
REGENERON PHARMACEUTICALS COM 75886F107 28,055 58,072 SH   SOLE   58,072 0 0
REGIS CORP MINN COM 758932107 184 20,075 SH   SOLE   20,075 0 0
REGENXBIO INC COM 75901B107 1,123 24,765 SH   SOLE   24,765 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 678 42,061 SH   SOLE   42,061 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 12,890 111,215 SH   SOLE   111,215 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 5,361 46,259 SH   DFND 1 46,259 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,509 20,952 SH   SOLE   20,952 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 220 1,834 SH   DFND 1 1,834 0 0
RENASANT CORP COM 75970E107 1,567 46,514 SH   SOLE   46,514 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,306 32,557 SH   SOLE   32,557 0 0
REPLIGEN CORP COM 759916109 7,531 39,301 SH   DFND 1 39,301 0 0
REPLIGEN CORP COM 759916109 17,476 91,199 SH   SOLE   91,199 0 0
RENT A CTR INC NEW COM 76009N100 1,545 40,354 SH   SOLE   40,354 0 0
REPLIMUNE GROUP INC COM 76029N106 895 23,455 SH   SOLE   23,455 0 0
REPLIMUNE GROUP INC COM 76029N106 384 10,062 SH   DFND 1 10,062 0 0
REPUBLIC SVCS INC COM 760759100 16,198 168,205 SH   SOLE   168,205 0 0
RESMED INC COM 761152107 1,349 6,346 SH   SOLE   6,346 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,472 116,291 SH   SOLE   116,291 0 0
RESOURCES CONNECTION INC COM 76122Q105 317 25,246 SH   SOLE   25,246 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,418 39,563 SH   SOLE   39,563 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,898 63,793 SH   DFND 1 63,793 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,308 97,676 SH   SOLE   97,676 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,518 177,343 SH   SOLE   177,343 0 0
REVOLUTION MEDICINES INC COM 76155X100 327 8,260 SH   DFND 1 8,260 0 0
REVOLUTION MEDICINES INC COM 76155X100 761 19,222 SH   SOLE   19,222 0 0
REX AMERICAN RES CORP COM 761624105 321 4,365 SH   SOLE   4,365 0 0
REXFORD INDL RLTY INC COM 76169C100 6,059 123,371 SH   DFND 1 123,371 0 0
REXFORD INDL RLTY INC COM 76169C100 22,578 459,740 SH   SOLE   459,740 0 0
RINGCENTRAL INC CL A 76680R206 12,575 33,181 SH   DFND 1 33,181 0 0
RINGCENTRAL INC CL A 76680R206 26,281 69,348 SH   SOLE   69,348 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 44,510 639,975 SH   SOLE   639,975 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 25,367 364,737 SH   DFND 1 364,737 0 0
ROBERT HALF INTL INC COM 770323103 436 6,975 SH   SOLE   6,975 0 0
ROCKWELL AUTOMATION INC COM 773903109 18,278 72,875 SH   SOLE   72,875 0 0
ROCKWELL AUTOMATION INC COM 773903109 14,777 58,919 SH   DFND 1 58,919 0 0
ROGERS CORP COM 775133101 14,594 93,978 SH   SOLE   93,978 0 0
ROGERS CORP COM 775133101 6,242 40,199 SH   DFND 1 40,199 0 0
ROLLINS INC COM 775711104 375 9,606 SH   SOLE   9,606 0 0
ROPER TECHNOLOGIES INC COM 776696106 5,459 12,663 SH   SOLE   12,663 0 0
ROSS STORES INC COM 778296103 1,898 15,458 SH   SOLE   15,458 0 0
ROYAL GOLD INC COM 780287108 1,827 17,176 SH   SOLE   17,176 0 0
ROYCE VALUE TR INC COM 780910105 1,841 114,037 SH   DFND 1 114,037 0 0
ROYCE VALUE TR INC COM 780910105 618 38,314 SH   SOLE   38,314 0 0
ROYCE MICRO-CAP TR INC COM 780915104 1,245 123,050 SH   DFND 1 123,050 0 0
ROYCE MICRO-CAP TR INC COM 780915104 366 36,140 SH   SOLE   36,140 0 0
RUSH ENTERPRISES INC CL A 781846209 5,693 137,435 SH   DFND 1 137,435 0 0
RUSH ENTERPRISES INC CL A 781846209 11,102 268,029 SH   SOLE   268,029 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 913 51,478 SH   DFND 1 51,478 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,486 140,202 SH   SOLE   140,202 0 0
RYDER SYS INC COM 783549108 2,186 35,400 SH   SOLE   35,400 0 0
RYDER SYS INC COM 783549108 703 11,389 SH   DFND 1 11,389 0 0
RYERSON HLDG CORP COM 783754104 1,163 85,239 SH   SOLE   85,239 0 0
RYERSON HLDG CORP COM 783754104 489 35,849 SH   DFND 1 35,849 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 834 12,304 SH   SOLE   12,304 0 0
S & T BANCORP INC COM 783859101 808 32,547 SH   SOLE   32,547 0 0
S&P GLOBAL INC COM 78409V104 82,083 249,698 SH   SOLE   249,698 0 0
S&P GLOBAL INC COM 78409V104 32,506 98,884 SH   DFND 1 98,884 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,001 17,725 SH   DFND 1 17,725 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 19,726 69,917 SH   SOLE   69,917 0 0
SEI INVTS CO COM 784117103 10,548 183,537 SH   SOLE   183,537 0 0
SEI INVTS CO COM 784117103 3,934 68,461 SH   DFND 1 68,461 0 0
SL GREEN RLTY CORP COM 78440X101 4,504 75,588 SH   SOLE   75,588 0 0
SL GREEN RLTY CORP COM 78440X101 1,164 19,545 SH   DFND 1 19,545 0 0
SLM CORP COM 78442P106 1,860 150,121 SH   SOLE   150,121 0 0
SLM CORP COM 78442P106 342 27,643 SH   DFND 1 27,643 0 0
SM ENERGY CO COM 78454L100 540 88,264 SH   SOLE   88,264 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 213,362 570,669 SH   SOLE   570,669 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 56,601 151,389 SH   DFND 1 151,389 0 0
SPX CORP COM 784635104 2,021 37,056 SH   SOLE   37,056 0 0
SPS COMMERCE INC COM 78463M107 3,174 29,226 SH   SOLE   29,226 0 0
SPDR SER TR S&P REGL BKG 78464A698 6,958 133,935 SH   SOLE   133,935 0 0
SPDR SER TR S&P REGL BKG 78464A698 3,566 68,636 SH   DFND 1 68,636 0 0
SPDR SER TR S&P BIOTECH 78464A870 2,576 18,295 SH   DFND 1 18,295 0 0
SPDR SER TR S&P BIOTECH 78464A870 5,024 35,690 SH   SOLE   35,690 0 0
SPDR SER TR S&P HOMEBUILD 78464A888 1,062 18,419 SH   SOLE   18,419 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 3,419 58,451 SH   SOLE   58,451 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 1,637 27,987 SH   DFND 1 27,987 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 6,712 61,614 SH   SOLE   61,614 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 21,847 200,545 SH   DFND 1 200,545 0 0
SPX FLOW INC COM 78469X107 248 4,282 SH   DFND 1 4,282 0 0
SPX FLOW INC COM 78469X107 2,602 44,888 SH   SOLE   44,888 0 0
SVB FINANCIAL GROUP COM 78486Q101 6,184 15,944 SH   DFND 1 15,944 0 0
SVB FINANCIAL GROUP COM 78486Q101 15,608 40,245 SH   SOLE   40,245 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 5,440 313,159 SH   SOLE   313,159 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,976 113,756 SH   DFND 1 113,756 0 0
SABRE CORP COM 78573M104 1,767 147,030 SH   SOLE   147,030 0 0
SABRE CORP COM 78573M104 566 47,082 SH   DFND 1 47,082 0 0
SAFEHOLD INC COM 78645L100 860 11,864 SH   SOLE   11,864 0 0
SAFETY INS GROUP INC COM 78648T100 1,935 24,843 SH   SOLE   24,843 0 0
SAFETY INS GROUP INC COM 78648T100 483 6,194 SH   DFND 1 6,194 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,075 12,428 SH   DFND 1 12,428 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,169 25,077 SH   SOLE   25,077 0 0
SAIA INC COM 78709Y105 11,548 63,874 SH   DFND 1 63,874 0 0
SAIA INC COM 78709Y105 22,329 123,503 SH   SOLE   123,503 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 5,160 96,912 SH   DFND 1 96,912 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 11,336 212,930 SH   SOLE   212,930 0 0
ST JOE CO COM 790148100 1,097 25,832 SH   SOLE   25,832 0 0
SALESFORCE COM INC COM 79466L302 50,057 224,947 SH   DFND 1 224,947 0 0
SALESFORCE COM INC COM 79466L302 126,182 567,032 SH   SOLE   567,032 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,218 93,383 SH   SOLE   93,383 0 0
SANDERSON FARMS INC COM 800013104 685 5,182 SH   SOLE   5,182 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 9,805 124,336 SH   SOLE   124,336 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 7,256 92,010 SH   DFND 1 92,010 0 0
SANMINA CORPORATION COM 801056102 1,718 53,857 SH   SOLE   53,857 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 8,911 404,678 SH   DFND 1 404,678 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 11,335 514,739 SH   SOLE   514,739 0 0
SAREPTA THERAPEUTICS INC COM 803607100 3,044 17,853 SH   DFND 1 17,853 0 0
SAREPTA THERAPEUTICS INC COM 803607100 6,361 37,308 SH   SOLE   37,308 0 0
SAUL CTRS INC COM 804395101 337 10,653 SH   SOLE   10,653 0 0
SCANSOURCE INC COM 806037107 609 23,084 SH   DFND 1 23,084 0 0
SCANSOURCE INC COM 806037107 1,951 73,947 SH   SOLE   73,947 0 0
HENRY SCHEIN INC COM 806407102 418 6,252 SH   SOLE   6,252 0 0
SCHLUMBERGER LTD COM 806857108 1,297 59,432 SH   DFND 1 59,432 0 0
SCHLUMBERGER LTD COM 806857108 4,675 214,166 SH   SOLE   214,166 0 0
SCHOLASTIC CORP COM 807066105 1,292 51,672 SH   SOLE   51,672 0 0
SCHOLASTIC CORP COM 807066105 279 11,148 SH   DFND 1 11,148 0 0
SCHWAB CHARLES CORP COM 808513105 53,556 1,009,736 SH   DFND 1 1,009,736 0 0
SCHWAB CHARLES CORP COM 808513105 120,092 2,264,177 SH   SOLE   2,264,177 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,043 25,927 SH   SOLE   25,927 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 1,443 15,244 SH   SOLE   15,244 0 0
SCIENTIFIC GAMES CORP COM 80874P109 406 9,787 SH   DFND 1 9,787 0 0
SCIENTIFIC GAMES CORP COM 80874P109 1,554 37,466 SH   SOLE   37,466 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,435 7,208 SH   DFND 1 7,208 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 5,436 27,299 SH   SOLE   27,299 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 723 47,312 SH   SOLE   47,312 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 17,241 585,439 SH   DFND 1 585,439 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 25,004 849,016 SH   SOLE   849,016 0 0
SEAGEN INC COM 81181C104 1,140 6,507 SH   SOLE   6,507 0 0
SEACOR HOLDINGS INC COM 811904101 657 15,854 SH   SOLE   15,854 0 0
SEALED AIR CORP NEW COM 81211K100 311 6,795 SH   SOLE   6,795 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 11,196 98,699 SH   DFND 1 98,699 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 14,241 125,539 SH   SOLE   125,539 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,469 89,277 SH   SOLE   89,277 0 0
SELECTIVE INS GROUP INC COM 816300107 9,480 141,533 SH   SOLE   141,533 0 0
SELECTIVE INS GROUP INC COM 816300107 6,475 96,677 SH   DFND 1 96,677 0 0
SEMTECH CORP COM 816850101 1,177 16,325 SH   DFND 1 16,325 0 0
SEMTECH CORP COM 816850101 3,508 48,667 SH   SOLE   48,667 0 0
SEMPRA ENERGY COM 816851109 1,610 12,634 SH   SOLE   12,634 0 0
SENECA FOODS CORP NEW CL A 817070501 1,065 26,702 SH   SOLE   26,702 0 0
SENECA FOODS CORP NEW CL A 817070501 363 9,096 SH   DFND 1 9,096 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,623 21,998 SH   DFND 1 21,998 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,273 57,922 SH   SOLE   57,922 0 0
SERVICE CORP INTL COM 817565104 2,221 45,226 SH   SOLE   45,226 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 3,289 286,276 SH   DFND 1 286,276 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 7,577 659,473 SH   SOLE   659,473 0 0
SERVICENOW INC COM 81762P102 63,864 116,025 SH   DFND 1 116,025 0 0
SERVICENOW INC COM 81762P102 158,893 288,670 SH   SOLE   288,670 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 7,990 1,960,000 SH   SOLE   1,960,000 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,564 38,825 SH   SOLE   38,825 0 0
SHAKE SHACK INC CL A 819047101 2,502 29,506 SH   SOLE   29,506 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,785 41,264 SH   SOLE   41,264 0 0
SHERWIN WILLIAMS CO COM 824348106 21,839 29,717 SH   SOLE   29,717 0 0
SHERWIN WILLIAMS CO COM 824348106 3,723 5,066 SH   DFND 1 5,066 0 0
SHIFT4 PMTS INC CL A 82452J109 298 3,955 SH   DFND 1 3,955 0 0
SHIFT4 PMTS INC CL A 82452J109 560 7,422 SH   SOLE   7,422 0 0
SHOE CARNIVAL INC COM 824889109 279 7,132 SH   SOLE   7,132 0 0
SHOPIFY INC CL A 82509L107 39,188 34,620 SH   DFND 1 34,620 0 0
SHOPIFY INC CL A 82509L107 60,635 53,567 SH   SOLE   53,567 0 0
SHUTTERSTOCK INC COM 825690100 1,311 18,289 SH   SOLE   18,289 0 0
SIERRA WIRELESS INC COM 826516106 319 21,839 SH   DFND 1 21,839 0 0
SIERRA WIRELESS INC COM 826516106 622 42,579 SH   SOLE   42,579 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 6,282 46,436 SH   SOLE   46,436 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,340 17,298 SH   DFND 1 17,298 0 0
SILICON LABORATORIES INC COM 826919102 4,723 37,089 SH   SOLE   37,089 0 0
SILICON LABORATORIES INC COM 826919102 1,417 11,127 SH   DFND 1 11,127 0 0
SILGAN HOLDINGS INC COM 827048109 762 20,557 SH   SOLE   20,557 0 0
SILK RD MED INC COM 82710M100 7,496 119,022 SH   DFND 1 119,022 0 0
SILK RD MED INC COM 82710M100 14,642 232,481 SH   SOLE   232,481 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,577 73,057 SH   DFND 1 73,057 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,225 242,014 SH   SOLE   242,014 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,184 131,147 SH   SOLE   131,147 0 0
SIMPLY GOOD FOODS CO COM 82900L102 2,186 69,703 SH   SOLE   69,703 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 6,531 69,883 SH   SOLE   69,883 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,802 29,981 SH   DFND 1 29,981 0 0
SIMULATIONS PLUS INC COM 829214105 902 12,548 SH   SOLE   12,548 0 0
SITE CTRS CORP COM 82981J109 1,702 168,161 SH   SOLE   168,161 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 2,603 76,345 SH   SOLE   76,345 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 909 26,669 SH   DFND 1 26,669 0 0
SIXTH STREET SPECIALTY LENDN COM 83012A109 496 23,900 SH   SOLE   23,900 0 0
SIXTH STREET SPECIALTY LENDN COM 83012A109 1,170 56,400 SH   DFND 1 56,400 0 0
SKECHERS U S A INC CL A 830566105 1,276 35,498 SH   SOLE   35,498 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 7,968 257,516 SH   SOLE   257,516 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 4,086 132,056 SH   DFND 1 132,056 0 0
SKYWEST INC COM 830879102 1,673 41,502 SH   SOLE   41,502 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,117 7,306 SH   SOLE   7,306 0 0
SLEEP NUMBER CORP COM 83125X103 9,895 120,880 SH   DFND 1 120,880 0 0
SLEEP NUMBER CORP COM 83125X103 14,467 176,731 SH   SOLE   176,731 0 0
SMITH A O CORP COM 831865209 3,731 68,064 SH   DFND 1 68,064 0 0
SMITH A O CORP COM 831865209 11,712 213,636 SH   SOLE   213,636 0 0
SMUCKER J M CO COM NEW 832696405 578 4,996 SH   SOLE   4,996 0 0
SNAP ON INC COM 833034101 4,783 27,950 SH   SOLE   27,950 0 0
SNAP ON INC COM 833034101 2,063 12,052 SH   DFND 1 12,052 0 0
SNOWFLAKE INC CL A 833445109 2,496 8,870 SH   SOLE   8,870 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 567 11,542 SH   DFND 1 11,542 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,508 4,724 SH   DFND 1 4,724 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 7,764 24,329 SH   SOLE   24,329 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 757 19,631 SH   SOLE   19,631 0 0
SONOCO PRODS CO COM 835495102 1,560 26,327 SH   SOLE   26,327 0 0
SONY CORP SPONSORED ADR 835699307 26,910 266,176 SH   DFND 1 266,176 0 0
SONY CORP SPONSORED ADR 835699307 45,773 452,747 SH   SOLE   452,747 0 0
SOUTH JERSEY INDS INC COM 838518108 1,794 83,261 SH   SOLE   83,261 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 1,731 48,500 SH   SOLE   48,500 0 0
SOUTHERN CO COM 842587107 5,972 97,218 SH   SOLE   97,218 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 17,051 332,509 SH   SOLE   332,509 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,571 30,639 SH   DFND 1 30,639 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 207 6,678 SH   DFND 1 6,678 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,330 42,877 SH   SOLE   42,877 0 0
SOUTHWEST AIRLS CO COM 844741108 68,970 1,479,734 SH   DFND 1 1,479,734 0 0
SOUTHWEST AIRLS CO COM 844741108 65,868 1,413,169 SH   SOLE   1,413,169 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,103 757,000 SH   DFND 1 757,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 32,140 22,053,000 SH   SOLE   22,053,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,148 35,364 SH   SOLE   35,364 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 666 10,965 SH   DFND 1 10,965 0 0
SOUTHWESTERN ENERGY CO COM 845467109 301 101,049 SH   DFND 1 101,049 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,294 769,859 SH   SOLE   769,859 0 0
SPARTANNASH CO COM 847215100 517 29,712 SH   SOLE   29,712 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 683 200,164 SH   SOLE   200,164 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 109 31,929 SH   DFND 1 31,929 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 641 8,118 SH   SOLE   8,118 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 343 4,343 SH   DFND 1 4,343 0 0
SPIRIT AIRLS INC COM 848577102 512 20,923 SH   SOLE   20,923 0 0
SPIRIT AIRLS INC COM 848577102 280 11,442 SH   DFND 1 11,442 0 0
SPIRE INC COM 84857L101 14,620 228,287 SH   SOLE   228,287 0 0
SPIRE INC COM 84857L101 10,447 163,125 SH   DFND 1 163,125 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 7,670 190,949 SH   SOLE   190,949 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,864 46,398 SH   DFND 1 46,398 0 0
SPOK HLDGS INC COM 84863T106 162 14,512 SH   SOLE   14,512 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,588 78,998 SH   SOLE   78,998 0 0
SPROUTS FMRS MKT INC COM 85208M102 518 25,749 SH   DFND 1 25,749 0 0
SQUARE INC CL A 852234103 128,791 591,763 SH   SOLE   591,763 0 0
SQUARE INC CL A 852234103 55,312 254,145 SH   DFND 1 254,145 0 0
STAG INDL INC COM 85254J102 1,806 57,652 SH   DFND 1 57,652 0 0
STAG INDL INC COM 85254J102 5,894 188,175 SH   SOLE   188,175 0 0
STAMPS COM INC COM NEW 852857200 2,961 15,094 SH   SOLE   15,094 0 0
STANDARD MTR PRODS INC COM 853666105 1,420 35,091 SH   DFND 1 35,091 0 0
STANDARD MTR PRODS INC COM 853666105 3,661 90,487 SH   SOLE   90,487 0 0
STANDEX INTL CORP COM 854231107 12,630 162,920 SH   SOLE   162,920 0 0
STANDEX INTL CORP COM 854231107 5,531 71,354 SH   DFND 1 71,354 0 0
STANLEY BLACK & DECKER INC COM 854502101 628 3,515 SH   DFND 1 3,515 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,794 10,048 SH   SOLE   10,048 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 9,369 83,773 SH   SOLE   83,773 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,284 11,477 SH   DFND 1 11,477 0 0
STARBUCKS CORP COM 855244109 5,521 51,605 SH   SOLE   51,605 0 0
STARWOOD PPTY TR INC COM 85571B105 1,845 95,613 SH   DFND 1 95,613 0 0
STARWOOD PPTY TR INC COM 85571B105 4,780 247,666 SH   SOLE   247,666 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 115 116,000 SH   DFND 1 116,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,178 2,198,000 SH   SOLE   2,198,000 0 0
STATE STR CORP COM 857477103 1,124 15,450 SH   SOLE   15,450 0 0
STEEL DYNAMICS INC COM 858119100 41,022 1,112,613 SH   SOLE   1,112,613 0 0
STEEL DYNAMICS INC COM 858119100 39,965 1,083,932 SH   DFND 1 1,083,932 0 0
STEPAN CO COM 858586100 2,107 17,656 SH   SOLE   17,656 0 0
STERICYCLE INC COM 858912108 1,662 23,969 SH   SOLE   23,969 0 0
STERLING BANCORP DEL COM 85917A100 1,484 82,514 SH   SOLE   82,514 0 0
STERLING BANCORP DEL COM 85917A100 303 16,869 SH   DFND 1 16,869 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,070 22,116 SH   SOLE   22,116 0 0
STIFEL FINL CORP COM 860630102 2,332 46,215 SH   SOLE   46,215 0 0
STIFEL FINL CORP COM 860630102 518 10,256 SH   DFND 1 10,256 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 7,879 212,249 SH   DFND 1 212,249 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 16,422 442,409 SH   SOLE   442,409 0 0
STONERIDGE INC COM 86183P102 17,625 583,028 SH   SOLE   583,028 0 0
STONERIDGE INC COM 86183P102 13,856 458,369 SH   DFND 1 458,369 0 0
STONEX GROUP INC COM 861896108 780 13,466 SH   SOLE   13,466 0 0
STORE CAP CORP COM 862121100 1,871 55,069 SH   DFND 1 55,069 0 0
STORE CAP CORP COM 862121100 10,549 310,448 SH   SOLE   310,448 0 0
STRATEGIC ED INC COM 86272C103 886 9,292 SH   SOLE   9,292 0 0
STRYKER CORPORATION COM 863667101 78,484 320,292 SH   SOLE   320,292 0 0
STRYKER CORPORATION COM 863667101 25,664 104,735 SH   DFND 1 104,735 0 0
STURM RUGER & CO INC COM 864159108 942 14,482 SH   SOLE   14,482 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 788 87,488 SH   SOLE   87,488 0 0
SUMMIT MATLS INC CL A 86614U100 13,537 674,177 SH   SOLE   674,177 0 0
SUMMIT MATLS INC CL A 86614U100 6,454 321,392 SH   DFND 1 321,392 0 0
SUN CMNTYS INC COM 866674104 10,723 70,569 SH   SOLE   70,569 0 0
SUNCOKE ENERGY INC COM 86722A103 299 68,630 SH   SOLE   68,630 0 0
SUNRUN INC COM 86771W105 3,118 44,947 SH   SOLE   44,947 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 15,672 1,383,191 SH   DFND 1 1,383,191 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 21,336 1,883,118 SH   SOLE   1,883,118 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,097 43,609 SH   SOLE   43,609 0 0
SURMODICS INC COM 868873100 738 16,957 SH   SOLE   16,957 0 0
SYKES ENTERPRISES INC COM 871237103 1,234 32,750 SH   SOLE   32,750 0 0
SYNAPTICS INC COM 87157D109 871 9,031 SH   SOLE   9,031 0 0
SYNOPSYS INC COM 871607107 23,966 92,446 SH   SOLE   92,446 0 0
SYNOPSYS INC COM 871607107 4,360 16,820 SH   DFND 1 16,820 0 0
SYNOVUS FINL CORP COM NEW 87161C501 14,875 459,537 SH   DFND 1 459,537 0 0
SYNOVUS FINL CORP COM NEW 87161C501 22,552 696,705 SH   SOLE   696,705 0 0
SYNNEX CORP COM 87162W100 814 10,000 SH   DFND 1 10,000 0 0
SYNNEX CORP COM 87162W100 2,404 29,523 SH   SOLE   29,523 0 0
SYNCHRONY FINANCIAL COM 87165B103 818 23,575 SH   SOLE   23,575 0 0
SYNEOS HEALTH INC CL A 87166B102 20,822 305,628 SH   DFND 1 305,628 0 0
SYNEOS HEALTH INC CL A 87166B102 27,840 408,630 SH   SOLE   408,630 0 0
SYSCO CORP COM 871829107 5,015 67,533 SH   SOLE   67,533 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 122 11,235 SH   SOLE   11,235 0 0
TCF FINL CORP COM 872307103 1,478 39,923 SH   SOLE   39,923 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,375 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 6,650 97,374 SH   SOLE   97,374 0 0
T-MOBILE US INC COM 872590104 20,563 152,487 SH   SOLE   152,487 0 0
TRI POINTE GROUP INC COM 87265H109 1,533 88,885 SH   SOLE   88,885 0 0
TRI POINTE GROUP INC COM 87265H109 512 29,695 SH   DFND 1 29,695 0 0
TPG RE FIN TR INC COM 87266M107 574 54,030 SH   DFND 1 54,030 0 0
TPG RE FIN TR INC COM 87266M107 1,281 120,656 SH   SOLE   120,656 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,134 82,168 SH   SOLE   82,168 0 0
TABULA RASA HEALTHCARE INC COM 873379101 769 17,948 SH   SOLE   17,948 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 18,248 406,056 SH   DFND 1 406,056 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 27,423 610,206 SH   SOLE   610,206 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,618 27,036 SH   DFND 1 27,036 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 38,034 183,040 SH   SOLE   183,040 0 0
TALOS ENERGY INC COM 87484T108 1,670 202,731 SH   SOLE   202,731 0 0
TALOS ENERGY INC COM 87484T108 779 94,581 SH   DFND 1 94,581 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 770 77,353 SH   SOLE   77,353 0 0
TAPESTRY INC COM 876030107 374 12,045 SH   SOLE   12,045 0 0
TARGET CORP COM 87612E106 3,838 21,744 SH   SOLE   21,744 0 0
TARGA RES CORP COM 87612G101 3,012 114,172 SH   SOLE   114,172 0 0
TARGA RES CORP COM 87612G101 1,297 49,170 SH   DFND 1 49,170 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 6,805 265,305 SH   SOLE   265,305 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 2,867 111,760 SH   DFND 1 111,760 0 0
TEAM INC COM 878155100 277 25,396 SH   SOLE   25,396 0 0
TECHTARGET INC COM 87874R100 1,155 19,537 SH   SOLE   19,537 0 0
TEGNA INC COM 87901J105 801 57,400 SH   SOLE   57,400 0 0
TELADOC HEALTH INC COM 87918A105 19,935 99,696 SH   DFND 1 99,696 0 0
TELADOC HEALTH INC COM 87918A105 46,515 232,620 SH   SOLE   232,620 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 155 23,648 SH   DFND 1 23,648 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 6,158 15,709 SH   SOLE   15,709 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,394 6,107 SH   DFND 1 6,107 0 0
TELEFLEX INCORPORATED COM 879369106 29,515 71,712 SH   SOLE   71,712 0 0
TELEFLEX INCORPORATED COM 879369106 13,966 33,933 SH   DFND 1 33,933 0 0
TELEFONICA BRASIL SA NEW ADR 87936R205 221 24,944 SH   SOLE   24,944 0 0
TELEFONICA BRASIL SA NEW ADR 87936R205 840 94,931 SH   DFND 1 94,931 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 484 26,065 SH   SOLE   26,065 0 0
TEMPLETON EMERGING MKTS INCO COM 880192109 84 10,861 SH   SOLE   10,861 0 0
TEMPLETON EMERGING MKTS INCO COM 880192109 599 77,100 SH   DFND 1 77,100 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 266 48,412 SH   SOLE   48,412 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 584 106,101 SH   DFND 1 106,101 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,357 50,244 SH   SOLE   50,244 0 0
TENARIS S A SPONSORED ADS 88031M109 3,407 213,588 SH   SOLE   213,588 0 0
TENARIS S A SPONSORED ADS 88031M109 6,305 395,279 SH   DFND 1 395,279 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,005 25,159 SH   DFND 1 25,159 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,980 74,632 SH   SOLE   74,632 0 0
TENNANT CO COM 880345103 1,073 15,298 SH   SOLE   15,298 0 0
TENNECO INC CL A VTG COM STK 880349105 693 65,407 SH   SOLE   65,407 0 0
TENNECO INC CL A VTG COM STK 880349105 324 30,608 SH   DFND 1 30,608 0 0
TERADATA CORP DEL COM 88076W103 644 28,656 SH   SOLE   28,656 0 0
TERADYNE INC COM 880770102 497 4,144 SH   DFND 1 4,144 0 0
TERADYNE INC COM 880770102 2,982 24,870 SH   SOLE   24,870 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 18,215 4,818,000 SH   SOLE   4,818,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 964 255,000 SH   DFND 1 255,000 0 0
TEREX CORP NEW COM 880779103 633 18,144 SH   SOLE   18,144 0 0
TERRITORIAL BANCORP INC COM 88145X108 328 13,665 SH   DFND 1 13,665 0 0
TERRITORIAL BANCORP INC COM 88145X108 785 32,666 SH   SOLE   32,666 0 0
TERRENO RLTY CORP COM 88146M101 1,634 27,928 SH   SOLE   27,928 0 0
TESLA INC COM 88160R101 65,171 92,353 SH   DFND 1 92,353 0 0
TESLA INC COM 88160R101 176,488 250,100 SH   SOLE   250,100 0 0
TETRA TECH INC NEW COM 88162G103 724 6,257 SH   DFND 1 6,257 0 0
TETRA TECH INC NEW COM 88162G103 3,164 27,325 SH   SOLE   27,325 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 786 13,211 SH   SOLE   13,211 0 0
TEXAS INSTRS INC COM 882508104 32,916 200,551 SH   DFND 1 200,551 0 0
TEXAS INSTRS INC COM 882508104 82,554 502,982 SH   SOLE   502,982 0 0
TEXAS ROADHOUSE INC COM 882681109 28,298 362,046 SH   SOLE   362,046 0 0
TEXAS ROADHOUSE INC COM 882681109 18,344 234,698 SH   DFND 1 234,698 0 0
TEXTRON INC COM 883203101 480 9,938 SH   SOLE   9,938 0 0
THE ODP CORP COM 88337F105 1,278 43,620 SH   SOLE   43,620 0 0
THERAPEUTICSMD INC COM 88338N107 58 48,141 SH   DFND 1 48,141 0 0
THERAPEUTICSMD INC COM 88338N107 88 72,570 SH   SOLE   72,570 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 36,399 78,147 SH   DFND 1 78,147 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 102,841 220,793 SH   SOLE   220,793 0 0
THERMON GROUP HLDGS INC COM 88362T103 351 22,454 SH   SOLE   22,454 0 0
THOR INDS INC COM 885160101 7,230 77,755 SH   SOLE   77,755 0 0
THOR INDS INC COM 885160101 3,056 32,862 SH   DFND 1 32,862 0 0
3-D SYS CORP DEL COM NEW 88554D205 1,077 102,756 SH   SOLE   102,756 0 0
3M CO COM 88579Y101 4,415 25,260 SH   SOLE   25,260 0 0
TIFFANY & CO NEW COM 886547108 622 4,733 SH   SOLE   4,733 0 0
TIM S A SPONSORED ADR 88706T108 241 17,336 SH   DFND 1 17,336 0 0
TIMKEN CO COM 887389104 60,104 776,945 SH   SOLE   776,945 0 0
TIMKEN CO COM 887389104 61,437 794,168 SH   DFND 1 794,168 0 0
TIMKENSTEEL CORPORATION COM 887399103 146 31,368 SH   SOLE   31,368 0 0
TITAN INTL INC ILL COM 88830M102 202 41,659 SH   SOLE   41,659 0 0
TIVITY HEALTH INC COM 88870R102 607 31,004 SH   SOLE   31,004 0 0
TOLL BROTHERS INC COM 889478103 7,070 162,645 SH   SOLE   162,645 0 0
TOLL BROTHERS INC COM 889478103 2,722 62,629 SH   DFND 1 62,629 0 0
TOMPKINS FINL CORP COM 890110109 808 11,448 SH   SOLE   11,448 0 0
TOOTSIE ROLL INDS INC COM 890516107 319 10,733 SH   SOLE   10,733 0 0
TOPBUILD CORP COM 89055F103 4,809 26,127 SH   DFND 1 26,127 0 0
TOPBUILD CORP COM 89055F103 11,735 63,750 SH   SOLE   63,750 0 0
TORO CO COM 891092108 3,633 38,304 SH   SOLE   38,304 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 515 21,931 SH   SOLE   21,931 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 303 12,909 SH   DFND 1 12,909 0 0
TRACTOR SUPPLY CO COM 892356106 717 5,101 SH   SOLE   5,101 0 0
TRANSDIGM GROUP INC COM 893641100 1,463 2,364 SH   SOLE   2,364 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,557 11,093 SH   SOLE   11,093 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 2,963 108,698 SH   SOLE   108,698 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 1,518 55,685 SH   DFND 1 55,685 0 0
TREDEGAR CORP COM 894650100 357 21,350 SH   SOLE   21,350 0 0
TREEHOUSE FOODS INC COM 89469A104 629 14,795 SH   SOLE   14,795 0 0
TREX CO INC COM 89531P105 9,356 111,757 SH   DFND 1 111,757 0 0
TREX CO INC COM 89531P105 21,451 256,225 SH   SOLE   256,225 0 0
TRI CONTL CORP COM 895436103 364 12,340 SH   SOLE   12,340 0 0
TRI CONTL CORP COM 895436103 1,580 53,614 SH   DFND 1 53,614 0 0
TRICO BANCSHARES COM 896095106 2,195 62,229 SH   SOLE   62,229 0 0
TRICO BANCSHARES COM 896095106 952 26,970 SH   DFND 1 26,970 0 0
TRIMAS CORP COM NEW 896215209 5,641 178,133 SH   SOLE   178,133 0 0
TRIMAS CORP COM NEW 896215209 2,560 80,819 SH   DFND 1 80,819 0 0
TRIMBLE INC COM 896239100 4,380 65,592 SH   SOLE   65,592 0 0
TRINITY INDS INC COM 896522109 584 22,118 SH   SOLE   22,118 0 0
TRIUMPH BANCORP INC COM 89679E300 23,028 474,323 SH   DFND 1 474,323 0 0
TRIUMPH BANCORP INC COM 89679E300 30,200 622,046 SH   SOLE   622,046 0 0
TRIUMPH GROUP INC NEW COM 896818101 542 43,178 SH   SOLE   43,178 0 0
TRIPADVISOR INC COM 896945201 725 25,177 SH   SOLE   25,177 0 0
TRUEBLUE INC COM 89785X101 549 29,377 SH   SOLE   29,377 0 0
TRUPANION INC COM 898202106 3,243 27,094 SH   SOLE   27,094 0 0
TRUIST FINL CORP COM 89832Q109 33,677 702,632 SH   SOLE   702,632 0 0
TRUIST FINL CORP COM 89832Q109 19,944 416,111 SH   DFND 1 416,111 0 0
TRUSTCO BK CORP N Y COM 898349105 609 91,242 SH   DFND 1 91,242 0 0
TRUSTCO BK CORP N Y COM 898349105 1,922 288,175 SH   SOLE   288,175 0 0
TRUSTMARK CORP COM 898402102 1,355 49,598 SH   SOLE   49,598 0 0
TRUSTMARK CORP COM 898402102 419 15,353 SH   DFND 1 15,353 0 0
TTEC HLDGS INC COM 89854H102 1,100 15,087 SH   SOLE   15,087 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,459 45,036 SH   SOLE   45,036 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 87 16,130 SH   DFND 1 16,130 0 0
TURNING PT BRANDS INC COM 90041L105 27,475 616,587 SH   DFND 1 616,587 0 0
TURNING PT BRANDS INC COM 90041L105 43,111 967,482 SH   SOLE   967,482 0 0
TWITTER INC COM 90184L102 139,298 2,572,440 SH   SOLE   2,572,440 0 0
TWITTER INC COM 90184L102 93,221 1,721,532 SH   DFND 1 1,721,532 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,620 9,450,000 SH   SOLE   9,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 20,424 16,900,000 SH   SOLE   16,900,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 943 147,991 SH   SOLE   147,991 0 0
TWO HBRS INVT CORP COM NEW 90187B408 413 64,851 SH   DFND 1 64,851 0 0
II-VI INC COM 902104108 6,117 80,525 SH   SOLE   80,525 0 0
II-VI INC COM 902104108 2,546 33,521 SH   DFND 1 33,521 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 25,463 15,250,000 SH   SOLE   15,250,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 20,764 47,568 SH   SOLE   47,568 0 0
TYLER TECHNOLOGIES INC COM 902252105 378 867 SH   DFND 1 867 0 0
TYSON FOODS INC CL A 902494103 823 12,771 SH   SOLE   12,771 0 0
UDR INC COM 902653104 1,108 28,834 SH   DFND 1 28,834 0 0
UDR INC COM 902653104 11,897 309,586 SH   SOLE   309,586 0 0
UFP TECHNOLOGIES INC COM 902673102 13,031 279,625 SH   DFND 1 279,625 0 0
UFP TECHNOLOGIES INC COM 902673102 16,645 357,199 SH   SOLE   357,199 0 0
UGI CORP NEW COM 902681105 5,502 157,383 SH   SOLE   157,383 0 0
UGI CORP NEW COM 902681105 1,922 54,978 SH   DFND 1 54,978 0 0
UMB FINL CORP COM 902788108 781 11,318 SH   SOLE   11,318 0 0
UFP INDUSTRIES INC COM 90278Q108 2,813 50,646 SH   SOLE   50,646 0 0
US BANCORP DEL COM NEW 902973304 2,773 59,524 SH   SOLE   59,524 0 0
UMH PPTYS INC COM 903002103 648 43,777 SH   SOLE   43,777 0 0
UMH PPTYS INC COM 903002103 272 18,392 SH   DFND 1 18,392 0 0
USANA HEALTH SCIENCES INC COM 90328M107 766 9,932 SH   SOLE   9,932 0 0
U S CONCRETE INC COM 90333L201 524 13,113 SH   SOLE   13,113 0 0
U S PHYSICAL THERAPY INC COM 90337L108 813 6,760 SH   DFND 1 6,760 0 0
U S PHYSICAL THERAPY INC COM 90337L108 3,015 25,074 SH   SOLE   25,074 0 0
U S SILICA HLDGS INC COM 90346E103 430 61,269 SH   SOLE   61,269 0 0
UBER TECHNOLOGIES INC COM 90353T100 109,360 2,144,321 SH   SOLE   2,144,321 0 0
UBER TECHNOLOGIES INC COM 90353T100 47,068 922,898 SH   DFND 1 922,898 0 0
ULTA BEAUTY INC COM 90384S303 17,465 60,820 SH   SOLE   60,820 0 0
ULTA BEAUTY INC COM 90384S303 8,025 27,945 SH   DFND 1 27,945 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,044 33,523 SH   SOLE   33,523 0 0
UMPQUA HLDGS CORP COM 904214103 2,530 167,132 SH   SOLE   167,132 0 0
UMPQUA HLDGS CORP COM 904214103 674 44,514 SH   DFND 1 44,514 0 0
UNDER ARMOUR INC CL C 904311206 1,162 78,060 SH   DFND 1 78,060 0 0
UNDER ARMOUR INC CL C 904311206 1,105 74,243 SH   SOLE   74,243 0 0
UNIFI INC COM NEW 904677200 220 12,390 SH   SOLE   12,390 0 0
UNIFIRST CORP MASS COM 904708104 1,652 7,802 SH   DFND 1 7,802 0 0
UNIFIRST CORP MASS COM 904708104 6,338 29,942 SH   SOLE   29,942 0 0
UNION PAC CORP COM 907818108 4,283 20,571 SH   DFND 1 20,571 0 0
UNION PAC CORP COM 907818108 17,186 82,539 SH   SOLE   82,539 0 0
UNISYS CORP COM NEW 909214306 4,185 212,631 SH   SOLE   212,631 0 0
UNISYS CORP COM NEW 909214306 1,001 50,847 SH   DFND 1 50,847 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 3,915 2,000,000 SH   SOLE   2,000,000 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,039 71,701 SH   SOLE   71,701 0 0
UNITED BANKSHARES INC WEST V COM 909907107 4,543 140,208 SH   SOLE   140,208 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,657 51,150 SH   DFND 1 51,150 0 0
UNITED AIRLS HLDGS INC COM 910047109 1,507 34,838 SH   SOLE   34,838 0 0
UNITED AIRLS HLDGS INC COM 910047109 508 11,754 SH   DFND 1 11,754 0 0
UNITED FIRE GROUP INC COM 910340108 447 17,798 SH   SOLE   17,798 0 0
UNITED INS HLDGS CORP COM 910710102 98 17,116 SH   SOLE   17,116 0 0
UNITED NAT FOODS INC COM 911163103 741 46,412 SH   SOLE   46,412 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,274 31,319 SH   SOLE   31,319 0 0
UNITED RENTALS INC COM 911363109 134,207 578,704 SH   SOLE   578,704 0 0
UNITED RENTALS INC COM 911363109 115,343 497,362 SH   DFND 1 497,362 0 0
UNITED STS LIME & MINERALS I COM 911922102 19,951 175,005 SH   SOLE   175,005 0 0
UNITED STS LIME & MINERALS I COM 911922102 15,677 137,516 SH   DFND 1 137,516 0 0
US FOODS HLDG CORP COM 912008109 543 16,307 SH   DFND 1 16,307 0 0
US FOODS HLDG CORP COM 912008109 1,015 30,475 SH   SOLE   30,475 0 0
UNITED STATES STL CORP NEW COM 912909108 260 15,491 SH   DFND 1 15,491 0 0
UNITED STATES STL CORP NEW COM 912909108 1,455 86,747 SH   SOLE   86,747 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,479 29,509 SH   SOLE   29,509 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,298 8,552 SH   DFND 1 8,552 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,418 24,006 SH   DFND 1 24,006 0 0
UNITEDHEALTH GROUP INC COM 91324P102 57,935 165,207 SH   SOLE   165,207 0 0
UNITIL CORP COM 913259107 1,101 24,863 SH   SOLE   24,863 0 0
UNITIL CORP COM 913259107 444 10,028 SH   DFND 1 10,028 0 0
UNITI GROUP INC COM 91325V108 734 62,533 SH   DFND 1 62,533 0 0
UNITI GROUP INC COM 91325V108 3,951 336,857 SH   SOLE   336,857 0 0
UNIVAR SOLUTIONS USA INC COM 91336L107 842 44,272 SH   SOLE   44,272 0 0
UNIVERSAL CORP VA COM 913456109 987 20,306 SH   SOLE   20,306 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,579 11,222 SH   SOLE   11,222 0 0
UNIVERSAL ELECTRS INC COM 913483103 597 11,381 SH   SOLE   11,381 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 813 12,645 SH   SOLE   12,645 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 357 23,602 SH   SOLE   23,602 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 38,612 280,814 SH   DFND 1 280,814 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 36,687 266,817 SH   SOLE   266,817 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 217 10,568 SH   SOLE   10,568 0 0
UNUM GROUP COM 91529Y106 685 29,860 SH   DFND 1 29,860 0 0
UNUM GROUP COM 91529Y106 1,488 64,883 SH   SOLE   64,883 0 0
URBAN OUTFITTERS INC COM 917047102 459 17,921 SH   SOLE   17,921 0 0
URBAN EDGE PPTYS COM 91704F104 1,209 93,421 SH   SOLE   93,421 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 351 24,871 SH   SOLE   24,871 0 0
US ECOLOGY INC COM 91734M103 948 26,083 SH   SOLE   26,083 0 0
UTZ BRANDS INC COM CL A 918090101 390 17,677 SH   SOLE   17,677 0 0
V F CORP COM 918204108 1,197 14,009 SH   SOLE   14,009 0 0
VBI VACCINES INC COM NEW 91822J103 422 153,505 SH   DFND 1 153,505 0 0
VBI VACCINES INC COM NEW 91822J103 982 357,166 SH   SOLE   357,166 0 0
VAIL RESORTS INC COM 91879Q109 4,663 16,717 SH   SOLE   16,717 0 0
VAIL RESORTS INC COM 91879Q109 2,047 7,338 SH   DFND 1 7,338 0 0
VALE S A SPONSORED ADS 91912E105 924 55,115 SH   SOLE   55,115 0 0
VALE S A SPONSORED ADS 91912E105 3,386 202,011 SH   DFND 1 202,011 0 0
VALERO ENERGY CORP COM 91913Y100 27,075 478,615 SH   DFND 1 478,615 0 0
VALERO ENERGY CORP COM 91913Y100 27,832 491,989 SH   SOLE   491,989 0 0
VALLEY NATL BANCORP COM 919794107 3,384 347,120 SH   SOLE   347,120 0 0
VALLEY NATL BANCORP COM 919794107 1,183 121,319 SH   DFND 1 121,319 0 0
VALMONT INDS INC COM 920253101 13,794 78,854 SH   DFND 1 78,854 0 0
VALMONT INDS INC COM 920253101 23,381 133,659 SH   SOLE   133,659 0 0
VALVOLINE INC COM 92047W101 1,122 48,505 SH   SOLE   48,505 0 0
VANDA PHARMACEUTICALS INC COM 921659108 595 45,270 SH   SOLE   45,270 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 202 2,208 SH   SOLE   2,208 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 57,883 695,295 SH   DFND 1 695,295 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7,488 89,950 SH   SOLE   89,950 0 0
VAREX IMAGING CORP COM 92214X106 541 32,447 SH   SOLE   32,447 0 0
VARIAN MED SYS INC COM 92220P105 700 4,001 SH   SOLE   4,001 0 0
VECTOR GROUP LTD COM 92240M108 133 11,404 SH   DFND 1 11,404 0 0
VECTOR GROUP LTD COM 92240M108 1,475 126,625 SH   SOLE   126,625 0 0
VEECO INSTRS INC DEL COM 922417100 713 41,065 SH   SOLE   41,065 0 0
VAXART INC COM NEW 92243A200 113 19,846 SH   SOLE   19,846 0 0
VEEVA SYS INC CL A COM 922475108 36,459 133,917 SH   DFND 1 133,917 0 0
VEEVA SYS INC CL A COM 922475108 82,385 302,609 SH   SOLE   302,609 0 0
VENTAS INC COM 92276F100 7,521 153,364 SH   SOLE   153,364 0 0
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VANGUARD INDEX FDS GROWTH ETF 922908736 21,686 85,600 SH   DFND 1 85,600 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 17,844 150,000 SH   DFND 1 150,000 0 0
VERA BRADLEY INC COM 92335C106 146 18,279 SH   SOLE   18,279 0 0
VEREIT INC COM 92339V308 3,247 85,926 SH   SOLE   85,926 0 0
VERISIGN INC COM 92343E102 2,914 13,465 SH   DFND 1 13,465 0 0
VERISIGN INC COM 92343E102 11,050 51,063 SH   SOLE   51,063 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 123,253 2,097,916 SH   SOLE   2,097,916 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 53,543 911,365 SH   DFND 1 911,365 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 623 568,000 SH   DFND 1 568,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 19,353 17,649,000 SH   SOLE   17,649,000 0 0
VERITEX HLDGS INC COM 923451108 1,055 41,106 SH   SOLE   41,106 0 0
VERITIV CORP COM 923454102 214 10,280 SH   SOLE   10,280 0 0
VERISK ANALYTICS INC COM 92345Y106 3,843 18,514 SH   DFND 1 18,514 0 0
VERISK ANALYTICS INC COM 92345Y106 31,146 150,034 SH   SOLE   150,034 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 25,737 108,897 SH   DFND 1 108,897 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 73,723 311,935 SH   SOLE   311,935 0 0
VIAD CORP COM NEW 92552R406 612 16,916 SH   SOLE   16,916 0 0
VIASAT INC COM 92552V100 298 9,126 SH   DFND 1 9,126 0 0
VIASAT INC COM 92552V100 1,105 33,848 SH   SOLE   33,848 0 0
VIAVI SOLUTIONS INC COM 925550105 2,838 189,544 SH   SOLE   189,544 0 0
VIACOMCBS INC CL B 92556H206 914 24,532 SH   SOLE   24,532 0 0
VIATRIS INC COM 92556V106 982 52,385 SH   SOLE   52,385 0 0
VICI PPTYS INC COM 925652109 6,866 269,240 SH   SOLE   269,240 0 0
VICOR CORP COM 925815102 1,612 17,479 SH   SOLE   17,479 0 0
VIKING THERAPEUTICS INC COM 92686J106 64 11,376 SH   SOLE   11,376 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 2,224 79,117 SH   DFND 1 79,117 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 608 21,616 SH   SOLE   21,616 0 0
VISA INC COM CL A 92826C839 57,634 263,495 SH   SOLE   263,495 0 0
VISA INC COM CL A 92826C839 4,312 19,713 SH   DFND 1 19,713 0 0
VIRTUSA CORP COM 92827P102 1,205 23,576 SH   SOLE   23,576 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,285 5,923 SH   SOLE   5,923 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 719 34,706 SH   SOLE   34,706 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 21,085 20,243,000 SH   SOLE   20,243,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 524 503,000 SH   DFND 1 503,000 0 0
VISTA OUTDOOR INC COM 928377100 1,145 48,203 SH   SOLE   48,203 0 0
VISTEON CORP COM NEW 92839U206 915 7,287 SH   SOLE   7,287 0 0
VMWARE INC CL A COM 928563402 7,981 56,900 SH   DFND 1 56,900 0 0
VMWARE INC CL A COM 928563402 12,348 88,039 SH   SOLE   88,039 0 0
VONAGE HLDGS CORP COM 92886T201 2,488 193,219 SH   SOLE   193,219 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,166 31,233 SH   DFND 1 31,233 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,861 103,392 SH   SOLE   103,392 0 0
VOYA ASIA PAC HIGH DIV EQT I COM 92912J102 500 57,948 SH   DFND 1 57,948 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 1,247 238,902 SH   DFND 1 238,902 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 415 79,510 SH   SOLE   79,510 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 857 83,200 SH   DFND 1 83,200 0 0
VULCAN MATLS CO COM 929160109 853 5,754 SH   SOLE   5,754 0 0
WD-40 CO COM 929236107 3,838 14,447 SH   SOLE   14,447 0 0
WD-40 CO COM 929236107 358 1,348 SH   DFND 1 1,348 0 0
WP CAREY INC COM 92936U109 5,445 77,146 SH   SOLE   77,146 0 0
WP CAREY INC COM 92936U109 1,734 24,567 SH   DFND 1 24,567 0 0
WEC ENERGY GROUP INC COM 92939U106 6,112 66,414 SH   SOLE   66,414 0 0
WABASH NATL CORP COM 929566107 755 43,828 SH   SOLE   43,828 0 0
WABTEC COM 929740108 574 7,835 SH   SOLE   7,835 0 0
WADDELL & REED FINL INC CL A 930059100 1,318 51,741 SH   SOLE   51,741 0 0
WALMART INC COM 931142103 57,624 399,753 SH   DFND 1 399,753 0 0
WALMART INC COM 931142103 111,171 771,219 SH   SOLE   771,219 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,245 31,207 SH   SOLE   31,207 0 0
WALKER & DUNLOP INC COM 93148P102 3,359 36,498 SH   SOLE   36,498 0 0
WALKER & DUNLOP INC COM 93148P102 479 5,201 SH   DFND 1 5,201 0 0
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WASHINGTON FED INC COM 938824109 511 19,850 SH   SOLE   19,850 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,475 68,181 SH   SOLE   68,181 0 0
WASHINGTON TR BANCORP COM 940610108 1,659 37,023 SH   SOLE   37,023 0 0
WASHINGTON TR BANCORP COM 940610108 726 16,204 SH   DFND 1 16,204 0 0
WASTE CONNECTIONS INC COM 94106B101 20,604 200,881 SH   SOLE   200,881 0 0
WASTE CONNECTIONS INC COM 94106B101 1,116 10,881 SH   DFND 1 10,881 0 0
WASTE MGMT INC DEL COM 94106L109 26,853 227,705 SH   SOLE   227,705 0 0
WATERS CORP COM 941848103 2,250 9,094 SH   SOLE   9,094 0 0
WATERS CORP COM 941848103 848 3,426 SH   DFND 1 3,426 0 0
WATSCO INC COM 942622200 3,906 17,242 SH   DFND 1 17,242 0 0
WATSCO INC COM 942622200 12,427 54,853 SH   SOLE   54,853 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,446 28,319 SH   SOLE   28,319 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 295 2,427 SH   DFND 1 2,427 0 0
WAYFAIR INC CL A 94419L101 671 2,970 SH   SOLE   2,970 0 0
WAYFAIR INC CL A 94419L101 252 1,114 SH   DFND 1 1,114 0 0
WEBSTER FINL CORP CONN COM 947890109 3,703 87,864 SH   SOLE   87,864 0 0
WEBSTER FINL CORP CONN COM 947890109 1,316 31,226 SH   DFND 1 31,226 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,631 121,428 SH   SOLE   121,428 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,325 1,635,000 SH   SOLE   1,635,000 0 0
WELLS FARGO CO NEW COM 949746101 73,810 2,445,671 SH   SOLE   2,445,671 0 0
WELLS FARGO CO NEW COM 949746101 41,452 1,373,479 SH   DFND 1 1,373,479 0 0
WELLS FARGO ADVANTAGE INCOME WF INC OPPTY FD 94987B105 1,920 235,316 SH   DFND 1 235,316 0 0
WELLS FARGO ADVANTAGE INCOME WF INC OPPTY FD 94987B105 465 57,010 SH   SOLE   57,010 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 168 34,736 SH   SOLE   34,736 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 1,290 265,957 SH   DFND 1 265,957 0 0
WELLTOWER INC COM 95040Q104 13,401 207,377 SH   SOLE   207,377 0 0
WENDYS CO COM 95058W100 1,029 46,934 SH   SOLE   46,934 0 0
WERNER ENTERPRISES INC COM 950755108 596 15,196 SH   SOLE   15,196 0 0
WESBANCO INC COM 950810101 1,338 44,673 SH   SOLE   44,673 0 0
WESBANCO INC COM 950810101 642 21,440 SH   DFND 1 21,440 0 0
WESCO INTL INC COM 95082P105 16,394 208,839 SH   SOLE   208,839 0 0
WESCO INTL INC COM 95082P105 12,763 162,587 SH   DFND 1 162,587 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,964 31,639 SH   SOLE   31,639 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,457 12,203 SH   DFND 1 12,203 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,230 22,240 SH   SOLE   22,240 0 0
WESTERN ALLIANCE BANCORP COM 957638109 118,593 1,978,191 SH   SOLE   1,978,191 0 0
WESTERN ALLIANCE BANCORP COM 957638109 101,684 1,696,143 SH   DFND 1 1,696,143 0 0
WESTERN ASSET EMERGING MKTS COM 95766A101 1,722 123,899 SH   DFND 1 123,899 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 636 128,488 SH   DFND 1 128,488 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 163 32,841 SH   SOLE   32,841 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 329 101,010 SH   DFND 1 101,010 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 804 246,583 SH   SOLE   246,583 0 0
WESTERN DIGITAL CORP. COM 958102105 820 14,800 SH   SOLE   14,800 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,870 4,900,000 SH   SOLE   4,900,000 0 0
WESTERN UN CO COM 959802109 2,250 102,567 SH   SOLE   102,567 0 0
WESTROCK CO COM 96145D105 496 11,405 SH   SOLE   11,405 0 0
WEX INC COM 96208T104 2,352 11,554 SH   SOLE   11,554 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 4,518 134,730 SH   SOLE   134,730 0 0
WHIRLPOOL CORP COM 963320106 1,528 8,466 SH   SOLE   8,466 0 0
WHIRLPOOL CORP COM 963320106 555 3,077 SH   DFND 1 3,077 0 0
WHITESTONE REIT COM 966084204 263 33,005 SH   SOLE   33,005 0 0
WILEY JOHN & SONS INC CL A 968223206 522 11,440 SH   SOLE   11,440 0 0
WILLDAN GROUP INC COM 96924N100 11,567 277,390 SH   SOLE   277,390 0 0
WILLDAN GROUP INC COM 96924N100 5,300 127,098 SH   DFND 1 127,098 0 0
WILLIAMS COS INC COM 969457100 1,259 62,795 SH   SOLE   62,795 0 0
WILLIAMS COS INC COM 969457100 387 19,300 SH   DFND 1 19,300 0 0
WILLIAMS SONOMA INC COM 969904101 1,234 12,114 SH   DFND 1 12,114 0 0
WILLIAMS SONOMA INC COM 969904101 4,904 48,158 SH   SOLE   48,158 0 0
WINGSTOP INC COM 974155103 7,492 56,523 SH   DFND 1 56,523 0 0
WINGSTOP INC COM 974155103 16,672 125,779 SH   SOLE   125,779 0 0
WINNEBAGO INDS INC COM 974637100 1,675 27,943 SH   SOLE   27,943 0 0
WINTRUST FINL CORP COM 97650W108 8,513 139,347 SH   SOLE   139,347 0 0
WINTRUST FINL CORP COM 97650W108 3,659 59,889 SH   DFND 1 59,889 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 3,619 640,575 SH   DFND 1 640,575 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 991 175,418 SH   SOLE   175,418 0 0
WISDOMTREE INVTS INC COM 97717P104 494 92,363 SH   SOLE   92,363 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,124 67,963 SH   SOLE   67,963 0 0
WOODWARD INC COM 980745103 1,858 15,289 SH   SOLE   15,289 0 0
WORKIVA INC COM CL A 98139A105 22,924 250,211 SH   DFND 1 250,211 0 0
WORKIVA INC COM CL A 98139A105 34,233 373,637 SH   SOLE   373,637 0 0
WORLD ACCEP CORP DEL COM 981419104 337 3,300 SH   SOLE   3,300 0 0
WORLD FUEL SVCS CORP COM 981475106 518 16,626 SH   SOLE   16,626 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 587 12,225 SH   SOLE   12,225 0 0
WORTHINGTON INDS INC COM 981811102 1,159 22,573 SH   SOLE   22,573 0 0
WORTHINGTON INDS INC COM 981811102 357 6,960 SH   DFND 1 6,960 0 0
WPX ENERGY INC COM 98212B103 48,677 5,972,614 SH   DFND 1 5,972,614 0 0
WPX ENERGY INC COM 98212B103 49,864 6,118,289 SH   SOLE   6,118,289 0 0
WW INTL INC COM 98262P101 300 12,301 SH   SOLE   12,301 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,695 37,782 SH   SOLE   37,782 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 367 8,176 SH   DFND 1 8,176 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,450 24,392 SH   SOLE   24,392 0 0
WYNN RESORTS LTD COM 983134107 476 4,215 SH   SOLE   4,215 0 0
XPO LOGISTICS INC COM 983793100 2,789 23,397 SH   DFND 1 23,397 0 0
XPO LOGISTICS INC COM 983793100 8,048 67,519 SH   SOLE   67,519 0 0
XCEL ENERGY INC COM 98389B100 9,711 145,653 SH   SOLE   145,653 0 0
XPERI HOLDING CORP COM 98390M103 1,829 87,497 SH   SOLE   87,497 0 0
XILINX INC COM 983919101 1,509 10,643 SH   SOLE   10,643 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,431 94,138 SH   SOLE   94,138 0 0
XENCOR INC COM 98401F105 2,075 47,557 SH   SOLE   47,557 0 0
XYLEM INC COM 98419M100 1,108 10,890 SH   DFND 1 10,890 0 0
XYLEM INC COM 98419M100 2,879 28,286 SH   SOLE   28,286 0 0
YELP INC CL A 985817105 595 18,211 SH   SOLE   18,211 0 0
YETI HLDGS INC COM 98585X104 5,165 75,434 SH   SOLE   75,434 0 0
YETI HLDGS INC COM 98585X104 378 5,517 SH   DFND 1 5,517 0 0
YUM BRANDS INC COM 988498101 9,346 86,089 SH   SOLE   86,089 0 0
YUM BRANDS INC COM 988498101 1,554 14,313 SH   DFND 1 14,313 0 0
YUM CHINA HLDGS INC COM 98850P109 6,013 105,332 SH   DFND 1 105,332 0 0
YUM CHINA HLDGS INC COM 98850P109 1,632 28,580 SH   SOLE   28,580 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 897 2,335 SH   SOLE   2,335 0 0
ZENDESK INC COM 98936J101 1,573 10,990 SH   SOLE   10,990 0 0
ZENDESK INC COM 98936J101 676 4,725 SH   DFND 1 4,725 0 0
ZILLOW GROUP INC CL A 98954M101 49,227 362,122 SH   SOLE   362,122 0 0
ZILLOW GROUP INC CL A 98954M101 52,787 388,310 SH   DFND 1 388,310 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 8,812 57,187 SH   DFND 1 57,187 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 14,925 96,861 SH   SOLE   96,861 0 0
ZIONS BANCORPORATION N A COM 989701107 74,594 1,717,174 SH   SOLE   1,717,174 0 0
ZIONS BANCORPORATION N A COM 989701107 68,258 1,571,313 SH   DFND 1 1,571,313 0 0
ZOETIS INC CL A 98978V103 39,703 239,899 SH   DFND 1 239,899 0 0
ZOETIS INC CL A 98978V103 111,886 676,046 SH   SOLE   676,046 0 0
ZSCALER INC COM 98980G102 6,888 34,489 SH   DFND 1 34,489 0 0
ZSCALER INC COM 98980G102 14,380 72,002 SH   SOLE   72,002 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 11,550 34,240 SH   SOLE   34,240 0 0
ZUMIEZ INC COM 989817101 16,026 435,729 SH   SOLE   435,729 0 0
ZUMIEZ INC COM 989817101 12,100 328,970 SH   DFND 1 328,970 0 0
ZYMEWORKS INC COM 98985W102 3,688 78,037 SH   DFND 1 78,037 0 0
ZYMEWORKS INC COM 98985W102 7,878 166,695 SH   SOLE   166,695 0 0
ZYNEX INC COM 98986M103 217 16,116 SH   SOLE   16,116 0 0
ADIENT PLC ORD SHS G0084W101 888 25,547 SH   DFND 1 25,547 0 0
ADIENT PLC ORD SHS G0084W101 2,774 79,791 SH   SOLE   79,791 0 0
ALLEGION PLC ORD SHS G0176J109 2,656 22,818 SH   DFND 1 22,818 0 0
ALLEGION PLC ORD SHS G0176J109 6,698 57,554 SH   SOLE   57,554 0 0
AMCOR PLC ORD G0250X107 808 68,690 SH   SOLE   68,690 0 0
AON PLC SHS CL A G0403H108 1,703 8,063 SH   DFND 1 8,063 0 0
AON PLC SHS CL A G0403H108 22,860 108,204 SH   SOLE   108,204 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,123 86,571 SH   DFND 1 86,571 0 0
ARCH CAP GROUP LTD ORD G0450A105 7,689 213,158 SH   SOLE   213,158 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,044 23,881 SH   SOLE   23,881 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 427 9,764 SH   DFND 1 9,764 0 0
ASSURED GUARANTY LTD COM G0585R106 63,499 2,016,487 SH   DFND 1 2,016,487 0 0
ASSURED GUARANTY LTD COM G0585R106 67,835 2,154,169 SH   SOLE   2,154,169 0 0
ATLASSIAN CORP PLC CL A G06242104 16,917 72,337 SH   SOLE   72,337 0 0
ATLASSIAN CORP PLC CL A G06242104 6,458 27,615 SH   DFND 1 27,615 0 0
AXALTA COATING SYS LTD COM G0750C108 28,853 1,010,616 SH   SOLE   1,010,616 0 0
AXALTA COATING SYS LTD COM G0750C108 16,191 567,113 SH   DFND 1 567,113 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 10,003 321,021 SH   DFND 1 321,021 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 12,724 408,330 SH   SOLE   408,330 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 16,681 194,622 SH   DFND 1 194,622 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 25,763 300,578 SH   SOLE   300,578 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,531 28,831 SH   DFND 1 28,831 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 64,736 247,833 SH   SOLE   247,833 0 0
BUNGE LIMITED COM G16962105 976 14,889 SH   DFND 1 14,889 0 0
BUNGE LIMITED COM G16962105 822 12,538 SH   SOLE   12,538 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 5,239 124,746 SH   SOLE   124,746 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,040 29,453 SH   SOLE   29,453 0 0
CHINA YUCHAI INTL LTD COM G21082105 182 11,130 SH   DFND 1 11,130 0 0
CONSOLIDATED WATER CO INC ORD G23773107 242 20,082 SH   DFND 1 20,082 0 0
CONSOLIDATED WATER CO INC ORD G23773107 563 46,724 SH   SOLE   46,724 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 3,838 258,766 SH   DFND 1 258,766 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 7,486 504,755 SH   SOLE   504,755 0 0
EATON CORP PLC SHS G29183103 9,393 78,186 SH   SOLE   78,186 0 0
EATON CORP PLC SHS G29183103 2,830 23,560 SH   DFND 1 23,560 0 0
ENDO INTL PLC SHS G30401106 1,368 190,560 SH   SOLE   190,560 0 0
ESSENT GROUP LTD COM G3198U102 3,385 78,350 SH   DFND 1 78,350 0 0
ESSENT GROUP LTD COM G3198U102 9,355 216,552 SH   SOLE   216,552 0 0
EVEREST RE GROUP LTD COM G3223R108 5,106 21,814 SH   SOLE   21,814 0 0
FABRINET SHS G3323L100 2,372 30,575 SH   SOLE   30,575 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 604 25,092 SH   SOLE   25,092 0 0
HELEN OF TROY LTD COM G4388N106 5,191 23,364 SH   SOLE   23,364 0 0
HELEN OF TROY LTD COM G4388N106 1,732 7,795 SH   DFND 1 7,795 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,296 70,611 SH   SOLE   70,611 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 550 16,910 SH   DFND 1 16,910 0 0
ICHOR HOLDINGS SHS G4740B105 578 19,172 SH   SOLE   19,172 0 0
IHS MARKIT LTD SHS G47567105 1,466 16,323 SH   SOLE   16,323 0 0
INVESCO LTD SHS G491BT108 288 16,500 SH   SOLE   16,500 0 0
JAMES RIV GROUP LTD COM G5005R107 15,032 305,847 SH   SOLE   305,847 0 0
JAMES RIV GROUP LTD COM G5005R107 10,332 210,205 SH   DFND 1 210,205 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 66,701 404,124 SH   SOLE   404,124 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 66,560 403,270 SH   DFND 1 403,270 0 0
JOHNSON CTLS INTL PLC SHS G51502105 29,833 640,338 SH   DFND 1 640,338 0 0
JOHNSON CTLS INTL PLC SHS G51502105 47,668 1,023,142 SH   SOLE   1,023,142 0 0
LINDE PLC SHS G5494J103 22,910 86,941 SH   SOLE   86,941 0 0
LINDE PLC SHS G5494J103 4,514 17,132 SH   DFND 1 17,132 0 0
LIVANOVA PLC SHS G5509L101 842 12,723 SH   SOLE   12,723 0 0
MEDTRONIC PLC SHS G5960L103 113,870 972,086 SH   SOLE   972,086 0 0
MEDTRONIC PLC SHS G5960L103 49,172 419,773 SH   DFND 1 419,773 0 0
APTIV PLC SHS G6095L109 112,422 862,858 SH   DFND 1 862,858 0 0
APTIV PLC SHS G6095L109 178,409 1,369,326 SH   SOLE   1,369,326 0 0
NABORS INDUSTRIES LTD SHS G6359F137 309 5,313 SH   SOLE   5,313 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 324 15,501 SH   SOLE   15,501 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,618 102,955 SH   SOLE   102,955 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 997 39,200 SH   DFND 1 39,200 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,037 44,539 SH   SOLE   44,539 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 2,206 13,303 SH   SOLE   13,303 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 603 9,706 SH   SOLE   9,706 0 0
PENTAIR PLC SHS G7S00T104 383 7,223 SH   SOLE   7,223 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,182 43,342 SH   SOLE   43,342 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 434 11,521 SH   SOLE   11,521 0 0
STERIS PLC SHS USD G8473T100 1,722 9,084 SH   SOLE   9,084 0 0
STERIS PLC SHS USD G8473T100 394 2,078 SH   DFND 1 2,078 0 0
TECHNIPFMC PLC COM G87110105 1,919 204,110 SH   DFND 1 204,110 0 0
TECHNIPFMC PLC COM G87110105 4,217 448,616 SH   SOLE   448,616 0 0
THIRD PT REINS LTD COM G8827U100 647 68,002 SH   SOLE   68,002 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 1,526 10,516 SH   SOLE   10,516 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,189 5,645 SH   SOLE   5,645 0 0
PERRIGO CO PLC SHS G97822103 265 5,927 SH   SOLE   5,927 0 0
CHUBB LIMITED COM H1467J104 62,817 408,115 SH   SOLE   408,115 0 0
CHUBB LIMITED COM H1467J104 35,257 229,061 SH   DFND 1 229,061 0 0
GARMIN LTD SHS H2906T109 781 6,530 SH   SOLE   6,530 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,395 36,300 SH   SOLE   36,300 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,023 8,449 SH   DFND 1 8,449 0 0
TRINSEO S A SHS L9340P101 1,624 31,710 SH   SOLE   31,710 0 0
FIVERR INTL LTD ORD SHS M4R82T106 6,916 35,450 SH   DFND 1 35,450 0 0
FIVERR INTL LTD ORD SHS M4R82T106 3,582 18,361 SH   SOLE   18,361 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 3,196 45,271 SH   DFND 1 45,271 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 6,274 88,866 SH   SOLE   88,866 0 0
WIX COM LTD SHS M98068105 4,837 19,350 SH   SOLE   19,350 0 0
WIX COM LTD SHS M98068105 8,319 33,281 SH   DFND 1 33,281 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,385 8,990 SH   SOLE   8,990 0 0
ELASTIC N V ORD SHS N14506104 19,346 132,390 SH   DFND 1 132,390 0 0
ELASTIC N V ORD SHS N14506104 40,428 276,660 SH   SOLE   276,660 0 0
CORE LABORATORIES N V COM N22717107 2,082 78,540 SH   DFND 1 78,540 0 0
CORE LABORATORIES N V COM N22717107 5,714 215,535 SH   SOLE   215,535 0 0
FRANKS INTL N V COM N33462107 532 194,095 SH   SOLE   194,095 0 0
FRANKS INTL N V COM N33462107 227 82,968 SH   DFND 1 82,968 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,536 104,036 SH   DFND 1 104,036 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 19,618 214,034 SH   SOLE   214,034 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 1,498 251,816 SH   DFND 1 251,816 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 2,994 503,245 SH   SOLE   503,245 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 974 13,034 SH   SOLE   13,034 0 0
DORIAN LPG LTD SHS USD Y2106R110 339 27,797 SH   SOLE   27,797 0 0
FIRST TR EXCHANGE TRADED FD NASDQ CLN EDGE 33737A108 814 10,054 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED ALP MID CP GR ALPH 33737M102 511 7,822 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED ALP MID CAP VAL FD 33737M201 212 5,928 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD RISNG DIVD ACHIV 33738R506 224 5,600 PRN   SOLE 2 0 0 0
FORD MTR CO DEL COM 345370860 116 13,180 SH   SOLE 2 0 0 0
FORTIVE CORP COM 34959J108 274 3,875 SH   SOLE 2 0 0 0
GENERAL DYNAMICS CORP COM 369550108 513 3,448 SH   SOLE 2 0 0 0
GLOBAL X FDS CLOUD COMPUTNG 37954Y442 5,040 180,656 PRN   SOLE 2 0 0 0
GLOBAL X FDS AUTONMOUS EV ETF 37954Y624 287 11,968 PRN   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 23,400 97,039 SH   SOLE 5 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 878 3,063 SH   SOLE 5 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,609 8,205 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US VLU 464287663 21,772 350,101 SH   SOLE 5 0 0 0
ISHARES TR CORE S&P US GWT 464287671 36,934 416,448 PRN   SOLE 5 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 4,122 47,767 SH   SOLE 5 0 0 0
ISHARES TR U.S. TECH ETF 464287721 4,406 51,781 PRN   SOLE 5 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 223 2,607 SH   SOLE 5 0 0 0
ISHARES TR US INDUSTRIALS 464287754 305 3,141 PRN   SOLE 5 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,564 6,358 SH   SOLE 5 0 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 2,691 17,937 SH   SOLE 5 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 229 3,423 PRN   SOLE 5 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 53,689 584,216 SH   SOLE 5 0 0 0
ISHARES TR S&P SML 600 GWT 464287887 4,037 35,352 PRN   SOLE 5 0 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 3,403 30,317 PRN   SOLE 5 0 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 2,956 27,339 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 945 4,040 PRN   SOLE 5 0 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 436 15,443 PRN   SOLE 5 0 0 0
ISHARES TR MSCI ACWI EX US 464288240 201 3,792 SH   SOLE 5 0 0 0
ISHARES TR MSCI ACWI ETF 464288257 370 4,077 PRN   SOLE 5 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 4,621 39,871 SH   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 691 1,806 PRN   SOLE 5 0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 1,052 6,727 PRN   SOLE 5 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 8,890 75,853 SH   SOLE 5 0 0 0
ISHARES TR ASIA 50 ETF 464288430 342 3,926 PRN   SOLE 5 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 21,104 241,740 SH   SOLE 5 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 33,496 691,918 SH   SOLE 5 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 1,421 19,865 SH   SOLE 5 0 0 0
ISHARES TR MBS ETF 464288588 6,715 60,977 PRN   SOLE 5 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 6,835 58,100 PRN   SOLE 5 0 0 0
ISHARES TR ISHS 5-10YR INVT 464288638 13,522 218,845 SH   SOLE 5 0 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 40,309 730,637 SH   SOLE 5 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 4,842 36,411 SH   SOLE 5 0 0 0
ISHARES TR SHORT TREAS BD 464288679 905 8,190 PRN   SOLE 5 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 12,355 320,839 SH   SOLE 5 0 0 0
ISHARES TR US AER DEF ETF 464288760 1,094 11,554 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 344 4,176 PRN   SOLE 5 0 0 0
ISHARES TR U.S. MED DVC ETF 464288810 7,280 22,244 PRN   SOLE 5 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 2,943 12,542 PRN   SOLE 5 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 6,270 132,820 PRN   SOLE 5 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 12,489 123,761 PRN   SOLE 5 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 19,143 250,502 PRN   SOLE 5 0 0 0
ISHARES TR 10+ YR INVST GRD 464289511 3,799 52,023 SH   SOLE 5 0 0 0
ISHARES TR AGGRES ALLOC ETF 464289859 537 8,372 PRN   SOLE 5 0 0 0
ISHARES TR MODERT ALLOC ETF 464289875 332 7,681 PRN   SOLE 5 0 0 0
ISHARES SILVER TR ISHARES 46428Q109 347 14,123 PRN   SOLE 5 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 27,731 1,018,017 PRN   SOLE 5 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,812 75,157 PRN   SOLE 5 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 11,623 132,579 PRN   SOLE 5 0 0 0
ISHARES TR MSCI EAFE MIN VL 46429B689 43,671 594,886 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 70,354 1,036,477 SH   SOLE 5 0 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 6,583 63,033 PRN   SOLE 5 0 0 0
ISHARES U S ETF TR BLACKROCK ST MAT 46431W507 1,604 31,980 SH   SOLE 5 0 0 0
ISHARES U S ETF TR INT RT HDG C B 46431W705 3,389 35,476 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA QLT FCT 46432F339 31,888 274,400 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA SZE FT 46432F370 2,208 19,857 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA VALUE 46432F388 5,055 58,161 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA MMENTM 46432F396 48,371 299,899 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 34,225 509,373 PRN   SOLE 5 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 12,625 182,732 PRN   SOLE 5 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 24,223 469,084 PRN   SOLE 5 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 7,939 127,971 PRN   SOLE 5 0 0 0
ISHARES INC ESG AWR MSCI EM 46434G863 7,382 175,852 PRN   SOLE 5 0 0 0
ISHARES INC MSCI EMERG MKT 46434G889 2,789 56,766 PRN   SOLE 5 0 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 1,595 30,537 SH   SOLE 5 0 0 0
ISHARES TR MSCI INTL SML CP 46434V266 341 10,246 PRN   SOLE 5 0 0 0
ISHARES TR MSCI INTL MULTFT 46434V274 306 11,266 PRN   SOLE 5 0 0 0
ISHARES TR MSCI USA SML CP 46434V290 4,763 104,101 PRN   SOLE 5 0 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 4,629 101,865 SH   SOLE 5 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 11,678 213,967 PRN   SOLE 5 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 43,237 964,674 PRN   SOLE 5 0 0 0
ISHARES TR GLOBAL REIT ETF 46434V647 643 26,891 PRN   SOLE 5 0 0 0
ISHARES TR YLD OPTIM BD 46434V787 14,730 569,832 PRN   SOLE 5 0 0 0
ISHARES TR BLACKROCK ULTRA 46434V878 3,175 62,856 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC23 ETF 46434VAX8 321 12,209 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC22 ETF 46434VBA7 348 13,595 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC25 ETF 46434VBD1 323 11,817 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC24 ETF 46434VBG4 286 10,750 PRN   SOLE 5 0 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 590 23,689 PRN   SOLE 5 0 0 0
ISHARES TR CONV BD ETF 46435G102 3,897 40,361 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWRE USD ETF 46435G193 455 16,041 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWRE 1 5 YR 46435G243 2,357 90,050 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWR MSCI USA 46435G425 15,335 178,246 SH   SOLE 5 0 0 0
ISHARES TR ESG AW MSCI EAFE 46435G516 10,266 140,560 PRN   SOLE 5 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 13,570 241,415 PRN   SOLE 5 0 0 0
ISHARES TR CYBERSECURITY 46435U135 8,572 212,433 PRN   SOLE 5 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 7,578 164,965 PRN   SOLE 5 0 0 0
ISHARES TR ESG AWR US AGRGT 46435U549 4,634 81,959 PRN   SOLE 5 0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 7,968 199,988 PRN   SOLE 5 0 0 0
ISHARES TR U.S. FIXED INCME 46435U796 774 7,545 PRN   SOLE 5 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 3,791 91,872 PRN   SOLE 5 0 0 0
ISHARES TR ESG ADV TTL USD 46436E619 371 7,325 PRN   SOLE 5 0 0 0
ISHARES TR ESG EAFE ETF 46436E759 234 3,705 PRN   SOLE 5 0 0 0
ISHARES TR ESG MSCI USA ETF 46436E767 276 8,802 PRN   SOLE 5 0 0 0
JPMORGAN CHASE & CO COM 46625H100 11,253 88,556 SH   SOLE 5 0 0 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 460 33,145 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F US AGGREGATE 46641Q613 3,338 119,874 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHT MUNCPL 46641Q654 202 3,950 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 16,829 331,349 PRN   SOLE 5 0 0 0
J P MORGAN EXCHANGE-TRADED F INTL BD OPP ETF 46641Q852 225 4,330 PRN   SOLE 5 0 0 0
JANUS DETROIT STR TR HENDRSN SHRT ETF 47103U886 1,856 36,768 PRN   SOLE 5 0 0 0
JOHN HANCOCK EXCHANGE TRADED MLTFCTR LRG CAP 47804J107 398 8,401 PRN   SOLE 5 0 0 0
JOHNSON & JOHNSON COM 478160104 4,650 29,547 SH   SOLE 5 0 0 0
KALA PHARMACEUTICALS INC COM 483119103 77 11,342 PRN   SOLE 5 0 0 0
KEMPER CORP COM 488401100 321 4,185 SH   SOLE 5 0 0 0
KIMBERLY-CLARK CORP COM 494368103 542 4,021 SH   SOLE 5 0 0 0
L BRANDS INC COM 501797104 547 14,706 SH   SOLE 5 0 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 210 1,111 SH   SOLE 5 0 0 0
LAMB WESTON HLDGS INC COM 513272104 230 2,916 SH   SOLE 5 0 0 0
LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 1,972 69,643 PRN   SOLE 5 0 0 0
LILLY ELI & CO COM 532457108 2,618 15,507 SH   SOLE 5 0 0 0
LOCKHEED MARTIN CORP COM 539830109 6,536 18,413 SH   SOLE 5 0 0 0
LOWES COS INC COM 548661107 5,927 36,926 SH   SOLE 5 0 0 0
LULULEMON ATHLETICA INC COM 550021109 1,028 2,952 SH   SOLE 5 0 0 0
MARATHON OIL CORP COM 565849106 71 10,717 SH   SOLE 5 0 0 0
MARKETAXESS HLDGS INC COM 57060D108 723 1,267 SH   SOLE 5 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 206 1,759 SH   SOLE 5 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,612 10,119 SH   SOLE 5 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 265 2,769 SH   SOLE 5 0 0 0
MCDONALDS CORP COM 580135101 2,273 10,592 SH   SOLE 5 0 0 0
MCKESSON CORP COM 58155Q103 322 1,852 SH   SOLE 5 0 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 566 25,968 SH   SOLE 5 0 0 0
MERCADOLIBRE INC COM 58733R102 1,198 714 SH   SOLE 5 0 0 0
MERCK & CO. INC COM 58933Y105 1,919 23,465 SH   SOLE 5 0 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 415 364 SH   SOLE 5 0 0 0
MICROSOFT CORP COM 594918104 16,743 75,277 SH   SOLE 5 0 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 48 10,791 SH   SOLE 5 0 0 0
MODERNA INC COM 60770K107 566 5,415 SH   SOLE 5 0 0 0
MONDELEZ INTL INC CL A 609207105 395 6,752 SH   SOLE 5 0 0 0
MORGAN STANLEY COM NEW 617446448 273 3,992 SH   SOLE 5 0 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 208 1,224 SH   SOLE 5 0 0 0
NETAPP INC COM 64110D104 564 8,519 SH   SOLE 5 0 0 0
NETFLIX INC COM 64110L106 2,129 3,938 SH   SOLE 5 0 0 0
NEXTERA ENERGY INC COM 65339F101 1,050 13,614 SH   SOLE 5 0 0 0
NIKE INC CL B 654106103 2,688 19,004 SH   SOLE 5 0 0 0
NORDSON CORP COM 655663102 313 1,558 SH   SOLE 5 0 0 0
NORFOLK SOUTHN CORP COM 655844108 890 3,745 SH   SOLE 5 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,490 11,452 SH   SOLE 5 0 0 0
NORTONLIFELOCK INC COM 668771108 506 24,362 SH   SOLE 5 0 0 0
NOVARTIS AG SPONSORED ADR 66987V109 254 2,689 SH   SOLE 5 0 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 236 15,649 PRN   SOLE 5 0 0 0
NVIDIA CORPORATION COM 67066G104 3,100 5,935 SH   SOLE 5 0 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 248 16,163 PRN   SOLE 5 0 0 0
NUVEEN MUN HIGH INCOME OPPOR COM 670682103 154 10,669 PRN   SOLE 5 0 0 0
NUVEEN MORTGAGE AND INCOME F COM 670735109 1,276 64,538 SH   SOLE 5 0 0 0
NUVEEN ENHANCED MUN VALUE FD COM 67074M101 164 10,058 PRN   SOLE 5 0 0 0
NUVEEN CORE EQUITY ALPHA FD COM 67090X107 3,721 264,467 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 9,653 171,451 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 14,106 428,247 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG MIDCP 67092P409 319 6,455 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG MIDVL 67092P508 2,617 87,007 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 287 7,475 PRN   SOLE 5 0 0 0
NUSHARES ETF TR NUVEEN ESG INTL 67092P805 303 10,367 PRN   SOLE 5 0 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 228 2,786 SH   SOLE 5 0 0 0
ONE GAS INC COM 68235P108 226 2,950 SH   SOLE 5 0 0 0
ONEOK INC NEW COM 682680103 833 21,701 SH   SOLE 5 0 0 0
ORACLE CORP COM 68389X105 791 12,224 SH   SOLE 5 0 0 0
PPG INDS INC COM 693506107 728 5,049 SH   SOLE 5 0 0 0
PALO ALTO NETWORKS INC COM 697435105 247 695 SH   SOLE 5 0 0 0
PAYCHEX INC COM 704326107 335 3,598 SH   SOLE 5 0 0 0
PAYCOM SOFTWARE INC COM 70432V102 961 2,124 SH   SOLE 5 0 0 0
PAYPAL HLDGS INC COM 70450Y103 1,006 4,298 SH   SOLE 5 0 0 0
PEPSICO INC COM 713448108 1,978 13,336 SH   SOLE 5 0 0 0
PERKINELMER INC COM 714046109 586 4,082 SH   SOLE 5 0 0 0
PFIZER INC COM 717081103 1,672 45,413 SH   SOLE 5 0 0 0
PHILIP MORRIS INTL INC COM 718172109 282 3,405 SH   SOLE 5 0 0 0
PHILLIPS 66 COM 718546104 318 4,550 SH   SOLE 5 0 0 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 315 17,665 PRN   SOLE 5 0 0 0
PIMCO ETF TR ACTIVE BD ETF 72201R775 6,237 55,140 PRN   SOLE 5 0 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 1,982 20,175 PRN   SOLE 5 0 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 1,277 12,513 PRN   SOLE 5 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 1,360 23,967 PRN   SOLE 5 0 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,412 15,932 SH   SOLE 5 0 0 0
PROCTER AND GAMBLE CO COM 742718109 4,122 29,628 SH   SOLE 5 0 0 0
PROLOGIS INC. COM 74340W103 863 8,664 SH   SOLE 5 0 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 230 3,954 SH   SOLE 5 0 0 0
PUBLIC STORAGE COM 74460D109 328 1,421 SH   SOLE 5 0 0 0
QUALCOMM INC COM 747525103 587 3,857 SH   SOLE 5 0 0 0
QUEST DIAGNOSTICS INC COM 74834L100 538 4,511 SH   SOLE 5 0 0 0
RLI CORP COM 749607107 1,738 16,690 SH   SOLE 5 0 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 4,533 63,394 SH   SOLE 5 0 0 0
REALTY INCOME CORP COM 756109104 215 3,460 SH   SOLE 5 0 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 318 2,657 SH   SOLE 5 0 0 0
REMARK HLDGS INC COM 75955K102 23 12,000 PRN   SOLE 5 0 0 0
REPUBLIC SVCS INC COM 760759100 307 3,191 SH   SOLE 5 0 0 0
RESMED INC COM 761152107 329 1,547 SH   SOLE 5 0 0 0
S&P GLOBAL INC COM 78409V104 222 677 SH   SOLE 5 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,487 17,352 SH   SOLE 5 0 0 0
SPDR GOLD TR GOLD SHS 78463V107 18,228 102,201 SH   SOLE 5 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 7,234 171,590 PRN   SOLE 5 0 0 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 649 14,600 PRN   SOLE 5 0 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,019 19,735 PRN   SOLE 5 0 0 0
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 437 15,797 PRN   SOLE 5 0 0 0
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 278 7,863 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 16,458 297,665 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 VL 78464A508 289 8,412 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFLI INTRMDIT 78464A672 16,449 497,563 PRN   SOLE 5 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 1,143 10,791 SH   SOLE 5 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 10,539 132,495 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P400 78464A847 597 14,779 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P500 78464A854 1,356 30,845 PRN   SOLE 5 0 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 1,587 5,190 PRN   SOLE 5 0 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 472 1,125 SH   SOLE 5 0 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 3,019 98,697 PRN   SOLE 5 0 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 1,398 12,834 SH   SOLE 5 0 0 0
SPDR SER TR NUVEEN BLMBRG SR 78468R739 905 18,174 PRN   SOLE 5 0 0 0
SPDR SER TR PRTFLO S&P500 HI 78468R788 934 28,348 PRN   SOLE 5 0 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 1,984 55,424 PRN   SOLE 5 0 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 341 3,564 PRN   SOLE 5 0 0 0
SALESFORCE COM INC COM 79466L302 1,112 4,999 SH   SOLE 5 0 0 0
SCHLUMBERGER LTD COM 806857108 715 32,760 SH   SOLE 5 0 0 0
SCHWAB CHARLES CORP COM 808513105 397 7,477 SH   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 1,085 11,926 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 14,355 157,836 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 11,017 85,793 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 14,773 248,163 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 59,914 878,761 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 4,327 48,622 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF 808524706 3,756 122,531 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR SCHWAB FDT US LG 808524771 1,145 25,272 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 6,970 108,665 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 2,257 62,671 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 300 5,351 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR SHT TM US TRES 808524862 2,592 50,439 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 5,219 84,070 PRN   SOLE 5 0 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 589 15,641 PRN   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 471 6,508 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,360 20,807 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 619 9,182 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,471 9,148 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 787 20,753 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,994 101,556 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,702 19,219 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,941 45,696 SH   SOLE 5 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 1,327 19,663 PRN   SOLE 5 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,274 52,227 SH   SOLE 5 0 0 0
SEMPRA ENERGY COM 816851109 255 2,003 SH   SOLE 5 0 0 0
SERVICENOW INC COM 81762P102 579 1,053 SH   SOLE 5 0 0 0
SHERWIN WILLIAMS CO COM 824348106 2,410 3,280 SH   SOLE 5 0 0 0
SHOPIFY INC CL A 82509L107 2,175 1,920 SH   SOLE 5 0 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 890 21,066 SH   SOLE 5 0 0 0
SLEEP NUMBER CORP COM 83125X103 1,051 12,834 SH   SOLE 5 0 0 0
SONY CORP SPONSORED ADR 835699307 205 2,028 SH   SOLE 5 0 0 0
SOUTHERN CO COM 842587107 643 10,460 SH   SOLE 5 0 0 0
SOUTHWEST AIRLS CO COM 844741108 657 14,097 SH   SOLE 5 0 0 0
SQUARE INC CL A 852234103 311 1,429 SH   SOLE 5 0 0 0
STARBUCKS CORP COM 855244109 1,710 15,982 SH   SOLE 5 0 0 0
STRYKER CORPORATION COM 863667101 533 2,179 SH   SOLE 5 0 0 0
SUPER MICRO COMPUTER INC COM 86800U104 330 10,412 SH   SOLE 5 0 0 0
SYNOPSYS INC COM 871607107 295 1,139 SH   SOLE 5 0 0 0
SYSCO CORP COM 871829107 302 4,075 SH   SOLE 5 0 0 0
TJX COS INC NEW COM 872540109 582 8,517 SH   SOLE 5 0 0 0
T-MOBILE US INC COM 872590104 246 1,837 SH   SOLE 5 0 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 2,224 20,399 SH   SOLE 5 0 0 0
TARGET CORP COM 87612E106 2,482 14,062 SH   SOLE 5 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 598 1,525 SH   SOLE 5 0 0 0
TESLA INC COM 88160R101 2,525 3,579 SH   SOLE 5 0 0 0
TEXAS INSTRS INC COM 882508104 6,509 39,661 SH   SOLE 5 0 0 0
TEXTRON INC COM 883203101 639 13,216 SH   SOLE 5 0 0 0
THE TRADE DESK INC COM CL A 88339J105 419 523 PRN   SOLE 5 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,156 2,482 SH   SOLE 5 0 0 0
THOMSON REUTERS CORP. COM NEW 884903709 316 3,862 PRN   SOLE 5 0 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 380 7,328 SH   DFND 4 7,328 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 728 29,349 SH   DFND 4 29,349 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 658 18,882 SH   DFND 4 18,882 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 441 15,870 SH   DFND 4 15,870 0 0
ISHARES INC CORE MSCI EMKT 46434G103 290 4,678 SH   DFND 4 4,678 0 0
ISHARES TR CORE MSCI PAC 46434V696 1,295 20,107 SH   DFND 4 20,107 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,202 10,167 SH   DFND 4 10,167 0 0
ISHARES TR MSCI ACWI ETF 464288257 2,253 24,832 SH   DFND 4 24,832 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,609 143,922 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 9,508 110,275 SH   SOLE 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 5,723 44,835 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 34,871 92,893 SH   SOLE 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 359 3,038 SH   SOLE 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 992 19,203 SH   SOLE 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,599 33,294 SH   SOLE 2 0 0 0
ISHARES TR GBL COMM SVC ETF 464287275 563 7,588 PRN   SOLE 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 1,018 3,394 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 21,709 340,167 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 5,370 41,946 SH   SOLE 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 270 1,714 PRN   SOLE 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 1,635 13,628 PRN   SOLE 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,684 23,084 SH   SOLE 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 583 6,017 SH   SOLE 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 685 6,671 SH   SOLE 2 0 0 0
ISHARES TR RUS MID CAP ETF 464287499 332 4,839 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,833 25,378 SH   SOLE 2 0 0 0
ISHARES TR EXPANDED TECH 464287515 3,732 10,539 PRN   SOLE 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 620 4,534 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,320 5,473 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,161 4,050 SH   SOLE 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,454 7,416 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 1,143 12,886 PRN   SOLE 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 419 4,861 SH   SOLE 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 476 5,554 SH   SOLE 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 2,053 8,349 SH   SOLE 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,891 28,325 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 11,153 121,365 SH   SOLE 2 0 0 0
ISHARES TR EUROPE ETF 464287861 768 16,028 PRN   SOLE 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 1,416 17,411 SH   SOLE 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 2,288 33,477 PRN   SOLE 2 0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 3,797 9,927 PRN   SOLE 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 553 4,721 SH   SOLE 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 8,463 97,091 PRN   SOLE 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 696 7,977 SH   SOLE 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 22,907 473,179 SH   SOLE 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 626 8,754 SH   SOLE 2 0 0 0
ISHARES TR ISHS 5-10YR INVT 464288638 5,543 89,714 SH   SOLE 2 0 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 22,006 398,870 SH   SOLE 2 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 395 10,262 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 251 3,049 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 10,982 46,797 PRN   SOLE 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 287 6,081 PRN   SOLE 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 7,650 75,811 PRN   SOLE 2 0 0 0
ISHARES TR RUS TP200 GR ETF 464289438 274 2,062 SH   SOLE 2 0 0 0
ISHARES SILVER TR ISHARES 46428Q109 225 9,138 PRN   SOLE 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 1,472 29,016 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 2,281 33,603 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA QLT FCT 46432F339 40,283 346,640 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA VALUE 46432F388 12,765 146,877 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA MMENTM 46432F396 38,248 237,138 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 5,792 83,839 PRN   SOLE 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 17,470 338,307 PRN   SOLE 2 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 209 3,367 PRN   SOLE 2 0 0 0
ISHARES INC ESG AWR MSCI EM 46434G863 218 5,190 PRN   SOLE 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 2,989 98,107 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWRE USD ETF 46435G193 942 33,246 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWRE 1 5 YR 46435G243 817 31,205 PRN   SOLE 2 0 0 0
ISHARES TR MSCI USA SMCP MN 46435G433 2,586 76,292 PRN   SOLE 2 0 0 0
ISHARES TR ESG AW MSCI EAFE 46435G516 2,135 29,226 PRN   SOLE 2 0 0 0
ISHARES TR CYBERSECURITY 46435U135 4,032 99,933 PRN   SOLE 2 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 11,600 252,512 PRN   SOLE 2 0 0 0
ISHARES TR ESG AWR US AGRGT 46435U549 260 4,602 PRN   SOLE 2 0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 2,814 70,622 PRN   SOLE 2 0 0 0
ISHARES TR U.S. FIXED INCME 46435U796 262 2,557 PRN   SOLE 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 6,060 146,879 PRN   SOLE 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 3,597 28,306 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 11,318 222,846 PRN   SOLE 2 0 0 0
JOHNSON & JOHNSON COM 478160104 2,096 13,316 SH   SOLE 2 0 0 0
KIMBERLY-CLARK CORP COM 494368103 213 1,578 SH   SOLE 2 0 0 0
LAUDER ESTEE COS INC CL A 518439104 219 823 SH   SOLE 2 0 0 0
LILLY ELI & CO COM 532457108 282 1,673 SH   SOLE 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 2,380 6,705 SH   SOLE 2 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,649 7,422 SH   SOLE 2 0 0 0
MCDONALDS CORP COM 580135101 1,668 7,771 SH   SOLE 2 0 0 0
MERCK & CO. INC COM 58933Y105 804 9,833 SH   SOLE 2 0 0 0
METLIFE INC COM 59156R108 498 10,613 SH   SOLE 2 0 0 0
MICROSOFT CORP COM 594918104 8,687 39,055 SH   SOLE 2 0 0 0
MONDELEZ INTL INC CL A 609207105 245 4,193 SH   SOLE 2 0 0 0
NIKE INC CL B 654106103 633 4,477 SH   SOLE 2 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 572 1,878 SH   SOLE 2 0 0 0
NVIDIA CORPORATION COM 67066G104 1,051 2,012 SH   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 3,541 62,892 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 5,781 175,501 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 788 20,558 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG INTL 67092P805 594 20,302 PRN   SOLE 2 0 0 0
PVH CORPORATION COM 693656100 366 3,899 SH   SOLE 2 0 0 0
PAYPAL HLDGS INC COM 70450Y103 486 2,076 SH   SOLE 2 0 0 0
PEPSICO INC COM 713448108 1,532 10,332 SH   SOLE 2 0 0 0
PFIZER INC COM 717081103 1,765 47,938 SH   SOLE 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 438 7,722 PRN   SOLE 2 0 0 0
PROCTER AND GAMBLE CO COM 742718109 1,985 14,269 SH   SOLE 2 0 0 0
PROLOGIS INC. COM 74340W103 1,561 15,658 SH   SOLE 2 0 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 1,712 23,947 SH   SOLE 2 0 0 0
REPUBLIC SVCS INC COM 760759100 331 3,441 SH   SOLE 2 0 0 0
RINGCENTRAL INC CL A 76680R206 219 577 SH   SOLE 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 672 1,799 SH   SOLE 2 0 0 0
SPDR GOLD TR GOLD SHS 78463V107 7,428 41,646 SH   SOLE 2 0 0 0
SPDR SER TR FACTST INV ETF 78464A110 4,717 21,931 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 600 SMCP VAL 78464A300 739 11,161 PRN   SOLE 2 0 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 1,688 20,389 SH   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 296 5,348 PRN   SOLE 2 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 5,525 52,159 SH   SOLE 2 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 4,758 59,814 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 400 MDCP VAL 78464A839 865 15,582 PRN   SOLE 2 0 0 0
SPDR SER TR S&P SEMICNDCTR 78464A862 236 1,384 SH   SOLE 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 928 18,830 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 8,018 261,091 SH   SOLE 2 0 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 223 2,045 SH   SOLE 2 0 0 0
SALESFORCE COM INC COM 79466L302 430 1,931 SH   SOLE 2 0 0 0
SCHWAB CHARLES CORP COM 808513105 585 11,023 SH   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 17,843 138,950 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 9,655 162,187 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 7,365 108,023 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4,582 40,389 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,362 8,474 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 6,375 168,205 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5,306 179,999 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,067 45,925 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 15,623 120,158 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 550 8,154 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 632 10,076 SH   SOLE 2 0 0 0
SERVICENOW INC COM 81762P102 627 1,139 SH   SOLE 2 0 0 0
SOUTHERN CO COM 842587107 223 3,629 SH   SOLE 2 0 0 0
SOUTHWEST AIRLS CO COM 844741108 451 9,685 SH   SOLE 2 0 0 0
STARBUCKS CORP COM 855244109 744 6,954 SH   SOLE 2 0 0 0
T-MOBILE US INC COM 872590104 261 1,934 SH   SOLE 2 0 0 0
TARGET CORP COM 87612E106 316 1,793 SH   SOLE 2 0 0 0
TESLA INC COM 88160R101 543 769 SH   SOLE 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,903 4,086 SH   SOLE 2 0 0 0
3M CO COM 88579Y101 811 4,641 SH   SOLE 2 0 0 0
UNION PAC CORP COM 907818108 283 1,357 SH   SOLE 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,131 18,591 SH   SOLE 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,463 9,874 SH   SOLE 2 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,360 37,744 PRN   SOLE 2 0 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 7,110 221,491 PRN   SOLE 2 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 5,034 35,660 SH   SOLE 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 244 1,196 SH   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 771 5,854 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 914 5,114 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 1,770 16,142 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 2,098 22,599 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 5,135 61,943 SH   SOLE 2 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 2,622 29,729 PRN   SOLE 2 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 14,696 311,284 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 432 4,721 SH   SOLE 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 3,479 59,424 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 415 7,646 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,517 12,453 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 8,652 172,658 SH   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 4,305 15,644 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 3,149 18,107 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 333 6,426 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 349 1,558 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 225 1,324 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 4,081 11,534 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 1,833 13,358 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 1,258 10,469 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 266 3,189 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 4,011 16,186 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,584 29,296 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,205 10,850 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 5,151 53,023 SH   SOLE 2 0 0 0
VEEVA SYS INC CL A COM 922475108 604 2,218 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,250 32,734 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 5,672 47,677 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 852 10,031 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,479 31,497 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 641 3,102 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 12,268 48,425 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 7,027 59,067 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,789 9,189 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 609 3,128 SH   SOLE 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 305 5,190 SH   SOLE 2 0 0 0
VISA INC COM CL A 92826C839 7,486 34,227 SH   SOLE 2 0 0 0
WALMART INC COM 931142103 3,230 22,409 SH   SOLE 2 0 0 0
WESTERN UN CO COM 959802109 1,344 61,280 SH   SOLE 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 40,111 743,346 PRN   SOLE 2 0 0 0
WISDOMTREE TR CLOUD COMPUTNG 97717Y691 2,994 55,885 PRN   SOLE 2 0 0 0
WOODWARD INC COM 980745103 517 4,250 SH   SOLE 2 0 0 0
WORKDAY INC CL A 98138H101 250 1,042 SH   SOLE 2 0 0 0
ZOETIS INC CL A 98978V103 390 2,359 SH   SOLE 2 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,469 5,625 SH   SOLE 2 0 0 0
JOHNSON CTLS INTL PLC SHS G51502105 561 12,046 SH   SOLE 2 0 0 0
MEDTRONIC PLC SHS G5960L103 3,183 27,170 SH   SOLE 2 0 0 0
AGNC INVT CORP COM 00123Q104 181 11,601 SH   SOLE 5 0 0 0
ALPS ETF TR ALERIAN MLP 00162Q452 906 35,318 PRN   SOLE 5 0 0 0
ALPS ETF TR CLEAN ENERGY 00162Q460 453 5,654 PRN   SOLE 5 0 0 0
AT&T INC COM 00206R102 2,491 86,619 SH   SOLE 5 0 0 0
ARK ETF TR INNOVATION ETF 00214Q104 12,137 97,484 PRN   SOLE 5 0 0 0
ARK ETF TR GENOMIC REV ETF 00214Q302 224 2,397 PRN   SOLE 5 0 0 0
ARK ETF TR NEXT GNRTN INTER 00214Q401 293 2,003 PRN   SOLE 5 0 0 0
ABBOTT LABS COM 002824100 2,910 26,579 SH   SOLE 5 0 0 0
ABBVIE INC COM 00287Y109 4,563 42,592 SH   SOLE 5 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 760 8,186 SH   SOLE 5 0 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 473 8,008 PRN   SOLE 5 0 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 558 1,115 SH   SOLE 5 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,609 39,350 SH   SOLE 5 0 0 0
AIR PRODS & CHEMS INC COM 009158106 207 758 SH   SOLE 5 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,364 5,851 SH   SOLE 5 0 0 0
ALLIANCEBERNSTEIN NATL MUN I COM 01864U106 292 20,228 PRN   SOLE 5 0 0 0
ALLIANZGI CONV & INCOME FD I COM 018825109 473 92,881 PRN   SOLE 5 0 0 0
ALLSTATE CORP COM 020002101 900 8,188 SH   SOLE 5 0 0 0
ALPHABET INC CAP STK CL C 02079K107 3,209 1,832 SH   SOLE 5 0 0 0
ALPHABET INC CAP STK CL A 02079K305 3,685 2,103 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 15,558 89,012 SH   SOLE 5 0 0 0
TIMOTHY PLAN HIG DV STK ETF 887432326 327 12,634 PRN   SOLE 5 0 0 0
TORO CO COM 891092108 12,443 131,205 SH   SOLE 5 0 0 0
TRACTOR SUPPLY CO COM 892356106 202 1,438 SH   SOLE 5 0 0 0
TRI CONTL CORP COM 895436103 232 7,868 SH   SOLE 5 0 0 0
US BANCORP DEL COM NEW 902973304 1,031 22,125 SH   SOLE 5 0 0 0
UNILEVER PLC SPON ADR NEW 904767704 205 3,394 SH   SOLE 5 0 0 0
UNION PAC CORP COM 907818108 1,855 8,909 SH   SOLE 5 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,098 6,524 SH   SOLE 5 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,029 28,603 SH   SOLE 5 0 0 0
V F CORP COM 918204108 3,557 41,645 SH   SOLE 5 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 54 30,250 SH   SOLE 5 0 0 0
VALMONT INDS INC COM 920253101 343 1,959 SH   SOLE 5 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 306 8,498 PRN   SOLE 5 0 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 6,256 194,894 PRN   SOLE 5 0 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 281 1,288 SH   SOLE 5 0 0 0
VANECK VECTORS ETF TR INTRMDT MUNI ETF 92189H201 855 16,426 PRN   SOLE 5 0 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 294 4,775 PRN   SOLE 5 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 25,490 180,571 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 1,788 8,777 SH   SOLE 5 0 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 337 3,879 SH   SOLE 5 0 0 0
VANGUARD ADMIRAL FDS INC 500 GRTH IDX F 921932505 1,692 7,353 PRN   SOLE 5 0 0 0
VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 921932828 2,092 12,471 PRN   SOLE 5 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 IDX 921932885 690 4,437 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 7,118 64,924 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 6,585 70,918 PRN   SOLE 5 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 11,013 132,853 SH   SOLE 5 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 5,458 61,886 PRN   SOLE 5 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 67,476 1,429,271 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 5,934 64,856 SH   SOLE 5 0 0 0
VANGUARD WHITEHALL FDS EMERG MKT BD ETF 921946885 382 4,645 PRN   SOLE 5 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 28,180 481,292 PRN   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 449 3,681 PRN   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 234 2,530 PRN   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 943 16,164 SH   SOLE 5 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 26,901 536,841 SH   SOLE 5 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 3,418 19,655 PRN   SOLE 5 0 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,560 11,446 PRN   SOLE 5 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 816 2,307 PRN   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 17,412 209,158 SH   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 2,248 32,390 PRN   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000VAL 92206C714 983 8,204 PRN   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5,655 104,591 SH   SOLE 5 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8,263 85,066 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 114,638 333,553 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 4,981 41,874 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 4,578 21,589 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 414 4,873 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 562 2,099 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 984 6,922 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 10,052 48,617 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,023 5,819 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 16,173 98,209 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 40,273 158,968 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 17,994 151,264 SH   SOLE 5 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 51,401 264,027 PRN   SOLE 5 0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 4,035 20,730 SH   SOLE 5 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,979 50,709 SH   SOLE 5 0 0 0
VISA INC COM CL A 92826C839 11,001 50,297 SH   SOLE 5 0 0 0
VMWARE INC CL A COM 928563402 829 5,908 SH   SOLE 5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 800 8,697 SH   SOLE 5 0 0 0
WALMART INC COM 931142103 2,067 14,337 SH   SOLE 5 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,066 51,814 SH   SOLE 5 0 0 0
WASTE MGMT INC DEL COM 94106L109 1,264 10,715 SH   SOLE 5 0 0 0
WELLS FARGO CO NEW COM 949746101 1,080 35,780 SH   SOLE 5 0 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 225 794 SH   SOLE 5 0 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 18 20,000 PRN   SOLE 5 0 0 0
WILLDAN GROUP INC COM 96924N100 503 12,062 SH   SOLE 5 0 0 0
WILLIAMS SONOMA INC COM 969904101 3,332 32,718 SH   SOLE 5 0 0 0
WISDOMTREE TR US TOTAL DIVIDND 97717W109 1,353 12,900 PRN   SOLE 5 0 0 0
WISDOMTREE TR US LARGECAP DIVD 97717W307 2,322 21,597 PRN   SOLE 5 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 1,400 40,219 PRN   SOLE 5 0 0 0
WISDOMTREE TR US SMALLCAP FUND 97717W562 210 5,391 PRN   SOLE 5 0 0 0
WISDOMTREE TR US MIDCAP FUND 97717W570 695 15,985 PRN   SOLE 5 0 0 0
WISDOMTREE TR US LARGECAP FUND 97717W588 521 12,974 PRN   SOLE 5 0 0 0
WISDOMTREE TR US ESG FUND 97717W596 1,404 34,424 PRN   SOLE 5 0 0 0
WISDOMTREE TR INTL EQUITY FD 97717W703 2,198 43,404 SH   SOLE 5 0 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 1,310 19,228 PRN   SOLE 5 0 0 0
WISDOMTREE TR GLB HIGH DIV FD 97717W877 409 9,559 PRN   SOLE 5 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 26,239 486,274 PRN   SOLE 5 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 416 6,277 PRN   SOLE 5 0 0 0
WOODWARD INC COM 980745103 728 5,988 SH   SOLE 5 0 0 0
XCEL ENERGY INC COM 98389B100 1,035 15,531 SH   SOLE 5 0 0 0
YUM CHINA HLDGS INC COM 98850P109 230 4,022 SH   SOLE 5 0 0 0
ZSCALER INC COM 98980G102 435 2,179 SH   SOLE 5 0 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 411 1,219 SH   SOLE 5 0 0 0
AMCOR PLC ORD G0250X107 1,205 102,348 SH   SOLE 5 0 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 56 11,063 PRN   SOLE 5 0 0 0
ATLASSIAN CORP PLC CL A G06242104 394 1,685 SH   SOLE 5 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,258 20,130 SH   SOLE 5 0 0 0
EATON CORP PLC SHS G29183103 343 2,858 SH   SOLE 5 0 0 0
ICON PLC SHS G4705A100 200 1,024 SH   SOLE 5 0 0 0
LINDE PLC SHS G5494J103 327 1,243 SH   SOLE 5 0 0 0
MEDTRONIC PLC SHS G5960L103 11,069 94,493 SH   SOLE 5 0 0 0
STERIS PLC SHS USD G8473T100 204 1,077 SH   SOLE 5 0 0 0
ALCON AG ORD SHS H01301128 344 5,217 PRN   SOLE 5 0 0 0
CHUBB LIMITED COM H1467J104 4,006 26,026 SH   SOLE 5 0 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 247 1,611 PRN   SOLE 5 0 0 0
FIVERR INTL LTD ORD SHS M4R82T106 460 2,356 SH   SOLE 5 0 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 470 964 SH   SOLE 5 0 0 0
CNH INDL N V SHS N20944109 557 43,342 PRN   SOLE 5 0 0 0
FERRARI N V COM N3167Y103 319 1,391 SH   SOLE 5 0 0 0
3M CO COM 88579Y101 929 5,317 SH   DFND 3 5,303 0 14
ABBOTT LABS COM 002824100 1,062 9,706 SH   DFND 3 9,552 0 154
ABBVIE INC COM 00287Y109 1,537 14,350 SH   DFND 3 14,201 0 149
ABIOMED INC COM 003654100 1,418 4,375 SH   DFND 3 4,371 0 4
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 467 1,788 SH   DFND 3 990 0 798
ADAMS DIVERSIFIED EQUITY FD COM 006212104 290 16,782 SH   DFND 3 16,782 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,372 2,743 SH   DFND 3 2,685 0 58
ADT INC DEL COM 00090Q103 4,597 585,607 SH   DFND 3 585,607 0 0
AFLAC INC COM 001055102 658 14,796 SH   DFND 3 10,582 0 4,214
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 207 886 SH   DFND 3 734 0 152
ALLSTATE CORP COM 020002101 789 7,180 SH   DFND 3 7,175 0 5
ALPHABET INC CAP STK CL A 02079K305 898 512 SH   DFND 3 484 0 28
ALPHABET INC CAP STK CL C 02079K107 1,253 715 SH   DFND 3 610 0 105
ALTRIA GROUP INC COM 02209S103 435 10,592 SH   DFND 3 9,708 0 884
AMAZON COM INC COM 023135106 3,151 966 SH   DFND 3 617 0 349
AMERICAN ELEC PWR CO INC COM 025537101 265 3,188 SH   DFND 3 3,147 0 41
AMGEN INC COM 031162100 548 2,381 SH   DFND 3 2,340 0 41
ANSYS INC COM 03662Q105 279 765 SH   DFND 3 756 0 9
ANTHEM INC COM 036752103 327 1,019 SH   DFND 3 987 0 32
APPLE INC COM 037833100 10,985 82,788 SH   DFND 3 78,537 0 4,251
ARK ETF TR INNOVATION ETF 00214Q104 263 2,115 SH   DFND 3 838 0 1,277
AT&T INC COM 00206R102 1,371 47,666 SH   DFND 3 41,837 0 5,829
ATRICURE INC COM 04963C209 860 15,445 SH   DFND 3 15,445 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 381 2,165 SH   DFND 3 2,151 0 14
BALL CORP COM 058498106 203 2,171 SH   DFND 3 2,129 0 42
BECTON DICKINSON & CO COM 075887109 394 1,574 SH   DFND 3 1,406 0 168
BERKSHIRE HATHAWAY INC DEL CL A 084670108 348 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,618 15,601 SH   DFND 3 14,450 0 1,151
BK OF AMERICA CORP COM 060505104 967 31,906 SH   DFND 3 31,579 0 327
BOEING CO COM 097023105 1,735 8,103 SH   DFND 3 7,853 0 250
BP PLC SPONSORED ADR 055622104 335 16,313 SH   DFND 3 12,436 0 3,877
BRICKELL BIOTECH INC COM 10802T105 17 21,758 SH   DFND 3 21,758 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 750 12,099 SH   DFND 3 11,369 0 730
BROADCOM INC COM 11135F101 201 457 SH   DFND 3 433 0 24
CAMPBELL SOUP CO COM 134429109 1,743 36,046 SH   DFND 3 868 0 35,178
CATERPILLAR INC COM 149123101 396 2,174 SH   DFND 3 2,164 0 10
CHARLES & COLVARD LTD COM 159765106 62 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 787 1,479 SH   DFND 3 1,479 0 0
CHEVRON CORP NEW COM 166764100 1,480 17,530 SH   DFND 3 15,374 0 2,156
CISCO SYS INC COM 17275R102 815 18,183 SH   DFND 3 16,425 0 1,758
CITIGROUP INC COM NEW 172967424 270 4,382 SH   DFND 3 4,301 0 81
COCA COLA CO COM 191216100 9,427 171,889 SH   DFND 3 100,154 0 71,735
COLGATE PALMOLIVE CO COM 194162103 222 2,595 SH   DFND 3 2,513 0 82
COMCAST CORP NEW CL A 20030N101 398 7,584 SH   DFND 3 6,865 0 719
COSTCO WHSL CORP NEW COM 22160K105 652 1,729 SH   DFND 3 1,503 0 226
CSX CORP COM 126408103 895 9,862 SH   DFND 3 9,846 0 16
CVS HEALTH CORP COM 126650100 215 3,136 SH   DFND 3 3,089 0 47
DANAHER CORPORATION COM 235851102 403 1,810 SH   DFND 3 1,717 0 93
DBX ETF TR XTRACK MSCI EURP 233051853 2,299 76,851 SH   DFND 3 74,310 0 2,541
DEERE & CO COM 244199105 607 2,254 SH   DFND 3 2,082 0 172
DISNEY WALT CO COM 254687106 1,904 10,510 SH   DFND 3 9,169 0 1,341
DNP SELECT INCOME FD INC COM 23325P104 557 54,283 SH   DFND 3 54,283 0 0
DOMINION ENERGY INC COM 25746U109 1,220 16,216 SH   DFND 3 16,171 0 45
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,766 106,521 SH   DFND 3 106,521 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 768 8,385 SH   DFND 3 7,956 0 429
EATON CORP PLC SHS G29183103 1,906 15,858 SH   DFND 3 15,819 0 39
EMERSON ELEC CO COM 291011104 216 2,683 SH   DFND 3 2,668 0 15
ENTERPRISE PRODS PARTNERS L COM 293792107 991 50,573 SH   DFND 3 7,540 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 85,777 2,955,762 SH   DFND 3 2,737,720 0 218,042
ETF SER SOLUTIONS VIDENT CORE US 26922A602 358,707 6,908,844 SH   DFND 3 6,528,727 0 380,117
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 441,771 17,820,552 SH   DFND 3 16,666,334 0 1,154,217
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 338,992 9,727,179 SH   DFND 3 9,103,115 0 624,065
ETFS TR BBRG ALL COMD K1 003261104 10,803 493,285 SH   DFND 3 462,687 0 30,598
EXCHANGE LISTED FDS TR ARMOR US EQT IDX 30151E764 238 11,000 SH   DFND 3 11,000 0 0
EXXON MOBIL CORP COM 30231G102 4,477 108,644 SH   DFND 3 106,048 0 2,596
FACEBOOK INC CL A 30303M102 637 2,333 SH   DFND 3 1,827 0 506
FIDELITY COVINGTON TRUST MSCI RL EST ETF 316092857 24,817 977,800 SH   DFND 3 948,384 0 29,416
FIDELITY NATL INFORMATION SV COM 31620M106 330 2,338 SH   DFND 3 2,325 0 13
FIRST FINL BANKSHARES COM 32020R109 365 10,100 SH   DFND 3 0 0 10,100
FIRST TR EXCHANGE-TRADED FD FIRST TR TA HIYL 33738D408 11,582 237,724 SH   DFND 3 236,862 0 862
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 677 9,219 SH   DFND 3 9,219 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 555 15,820 SH   DFND 3 15,820 0 0
FLAHERTY & CRUMRINE PFD SECS COM 338478100 861 36,742 SH   DFND 3 36,742 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 150,842 5,424,966 SH   DFND 3 5,145,025 0 279,941
GABELLI EQUITY TR INC COM 362397101 865 137,981 SH   DFND 3 137,981 0 0
GENERAL ELECTRIC CO COM 369604103 867 80,339 SH   DFND 3 79,480 0 859
GLOBAL PMTS INC COM 37940X102 1,086 5,043 SH   DFND 3 5,038 0 5
HCA HEALTHCARE INC COM 40412C101 6,892 41,904 SH   DFND 3 41,880 0 24
HOME DEPOT INC COM 437076102 3,962 14,920 SH   DFND 3 14,710 0 210
HONEYWELL INTL INC COM 438516106 1,830 8,607 SH   DFND 3 7,126 0 1,481
HUMANA INC COM 444859102 410 999 SH   DFND 3 991 0 8
ILLINOIS TOOL WKS INC COM 452308109 252 1,232 SH   DFND 3 1,228 0 4
INTEL CORP COM 458140100 1,311 26,305 SH   DFND 3 26,135 0 170
INTERNATIONAL BUSINESS MACHS COM 459200101 1,090 8,658 SH   DFND 3 8,625 0 33
INTUITIVE SURGICAL INC COM NEW 46120E602 325 398 SH   DFND 3 393 0 5
INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 364 2,854 SH   DFND 3 2,854 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 10,920 34,806 SH   DFND 3 34,145 0 661
ISHARES GOLD TRUST ISHARES 464285105 124,720 6,879,167 SH   DFND 3 6,420,840 0 458,327
ISHARES INC CORE MSCI EMKT 46434G103 242,725 3,912,393 SH   DFND 3 3,675,352 0 237,041
ISHARES INC ESG AWR MSCI EM 46434G863 30,292 721,578 SH   DFND 3 675,205 0 46,373
ISHARES INC MSCI EMERG MRKT 464286533 372 6,090 SH   DFND 3 5,380 0 710
ISHARES SILVER TR ISHARES 46428Q109 483 19,655 SH   DFND 3 19,655 0 0
ISHARES TR 0-3 MNTH TREASRY 46436E718 32,008 320,029 SH   DFND 3 307,771 0 12,258
ISHARES TR 0-5YR HI YL CP 46434V407 14,859 327,003 SH   DFND 3 306,194 0 20,809
ISHARES TR 1 3 YR TREAS BD 464287457 73,832 854,736 SH   DFND 3 833,655 0 21,081
ISHARES TR 20 YR TR BD ETF 464287432 14,591 92,506 SH   DFND 3 89,816 0 2,689
ISHARES TR BARCLAYS 7 10 YR 464287440 36,374 303,240 SH   DFND 3 295,481 0 7,760
ISHARES TR CORE 1 5 YR USD 46432F859 549 10,641 SH   DFND 3 10,641 0 0
ISHARES TR CORE MSCI EAFE 46432F842 9,216 133,396 SH   DFND 3 124,838 0 8,558
ISHARES TR CORE MSCI EURO 46434V738 332 6,483 SH   DFND 3 6,483 0 0
ISHARES TR CORE MSCI PAC 46434V696 401,473 6,232,127 SH   DFND 3 5,885,320 0 346,807
ISHARES TR CORE S&P MCP ETF 464287507 1,733 7,542 SH   DFND 3 7,337 0 205
ISHARES TR CORE S&P SCP ETF 464287804 9,601 104,475 SH   DFND 3 98,069 0 6,407
ISHARES TR CORE S&P TTL STK 464287150 234,472 2,719,462 SH   DFND 3 2,634,633 0 84,829
ISHARES TR CORE S&P US GWT 464287671 134,525 1,516,798 SH   DFND 3 1,473,039 0 43,760
ISHARES TR CORE S&P US VLU 464287663 201,679 3,242,958 SH   DFND 3 3,161,132 0 81,826
ISHARES TR CORE S&P500 ETF 464287200 81,419 216,891 SH   DFND 3 202,991 0 13,900
ISHARES TR CORE US AGGBD ET 464287226 186,127 1,574,816 SH   DFND 3 1,516,433 0 58,384
ISHARES TR EAFE GRWTH ETF 464288885 30,205 299,326 SH   DFND 3 280,192 0 19,134
ISHARES TR ESG AWR MSCI USA 46435G425 64,275 747,126 SH   DFND 3 699,048 0 48,078
ISHARES TR ESG AWR US AGRGT 46435U549 246 4,344 SH   DFND 3 4,344 0 0
ISHARES TR EUROPE ETF 464287861 8,590 179,263 SH   DFND 3 150,820 0 28,443
ISHARES TR GLOBAL TECH ETF 464287291 13,469 44,889 SH   DFND 3 42,007 0 2,883
ISHARES TR IBOXX HI YD ETF 464288513 2,518 28,844 SH   DFND 3 28,425 0 419
ISHARES TR IBOXX INV CP ETF 464287242 41,647 301,510 SH   DFND 3 281,285 0 20,224
ISHARES TR INTL SEL DIV ETF 464288448 1,927 65,389 SH   DFND 3 65,389 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 21,492 389,563 SH   DFND 3 364,683 0 24,881
ISHARES TR ISHS 5-10YR INVT 464288638 510 8,257 SH   DFND 3 7,513 0 744
ISHARES TR JPMORGAN USD EMG 464288281 607 5,236 SH   DFND 3 5,236 0 0
ISHARES TR MBS ETF 464288588 112,854 1,024,742 SH   DFND 3 992,888 0 31,854
ISHARES TR MSCI ACWI ETF 464288257 17,071 188,168 SH   DFND 3 186,864 0 1,304
ISHARES TR MSCI ACWI EX US 464288240 30,151 568,457 SH   DFND 3 524,202 0 44,255
ISHARES TR MSCI EAFE ETF 464287465 2,413 33,072 SH   DFND 3 33,072 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 531 10,278 SH   DFND 3 10,278 0 0
ISHARES TR MSCI KLD400 SOC 464288570 521 7,276 SH   DFND 3 7,276 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 27,734 408,577 SH   DFND 3 397,130 0 11,446
ISHARES TR MSCI USA QLT FCT 46432F339 1,123 9,662 SH   DFND 3 9,532 0 130
ISHARES TR MSCI USA VALUE 46432F388 17,954 206,583 SH   DFND 3 193,425 0 13,157
ISHARES TR PFD AND INCM SEC 464288687 333 8,655 SH   DFND 3 8,655 0 0
ISHARES TR RUS 1000 ETF 464287622 261 1,232 SH   DFND 3 1,232 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 18,999 78,789 SH   DFND 3 78,530 0 258
ISHARES TR RUS 1000 VAL ETF 464287598 1,996 14,594 SH   DFND 3 14,594 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 290 1,009 SH   DFND 3 1,009 0 0
ISHARES TR RUS MID CAP ETF 464287499 211 3,074 SH   DFND 3 2,886 0 188
ISHARES TR RUSSELL 2000 ETF 464287655 1,881 9,590 SH   DFND 3 9,590 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,640 12,810 SH   DFND 3 12,258 0 552
ISHARES TR S&P MC 400GR ETF 464287606 224 3,100 SH   DFND 3 3,100 0 0
ISHARES TR S&P MC 400VL ETF 464287705 204 2,366 SH   DFND 3 2,366 0 0
ISHARES TR SELECT DIVID ETF 464287168 3,032 31,527 SH   DFND 3 31,470 0 57
ISHARES TR SHORT TREAS BD 464288679 2,937 26,569 SH   DFND 3 26,550 0 19
ISHARES TR TIPS BD ETF 464287176 205 1,600 SH   DFND 3 1,458 0 142
ISHARES TR U.S. MED DVC ETF 464288810 11,540 35,258 SH   DFND 3 32,974 0 2,284
ISHARES TR U.S. REAL ES ETF 464287739 252 2,948 SH   DFND 3 2,948 0 0
ISHARES TR US TREAS BD ETF 46429B267 44,803 1,644,752 SH   DFND 3 1,563,214 0 81,539
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 209 4,124 SH   DFND 3 4,124 0 0
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 110,674 2,846,569 SH   DFND 3 2,785,986 0 60,583
JOHNSON & JOHNSON COM 478160104 2,139 13,590 SH   DFND 3 12,360 0 1,231
JPMORGAN CHASE & CO COM 46625H100 1,894 14,908 SH   DFND 3 14,028 0 881
KAYNE ANDERSON ENERGY INFRST COM 486606106 155 26,926 SH   DFND 3 26,926 0 0
KIMBERLY-CLARK CORP COM 494368103 383 2,850 SH   DFND 3 2,835 0 15
KINDER MORGAN INC DEL COM 49456B101 181 13,218 SH   DFND 3 13,033 0 185
LAKELAND BANCORP INC COM 511637100 220 17,318 SH   DFND 3 17,318 0 0
LANDMARK INFRASTRCTUR PARTR COM UNIT LTD 51508J108 252 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 10,374 61,444 SH   DFND 3 42,839 0 18,605
LOCKHEED MARTIN CORP COM 539830109 1,158 3,262 SH   DFND 3 3,229 0 33
LOWES COS INC COM 548661107 693 4,319 SH   DFND 3 3,754 0 565
MARRIOTT INTL INC NEW CL A 571903202 271 2,050 SH   DFND 3 2,046 0 4
MARSH & MCLENNAN COS INC COM 571748102 1,530 13,073 SH   DFND 3 13,055 0 18
MASTERCARD INCORPORATED CL A 57636Q104 340 955 SH   DFND 3 861 0 94
MCDONALDS CORP COM 580135101 612 2,851 SH   DFND 3 2,831 0 20
MEDTRONIC PLC SHS G5960L103 364 3,106 SH   DFND 3 3,056 0 50
MERCK & CO. INC COM 58933Y105 578 7,077 SH   DFND 3 6,886 0 191
MICROSOFT CORP COM 594918104 7,360 33,095 SH   DFND 3 30,561 0 2,533
MONDELEZ INTL INC CL A 609207105 1,753 29,987 SH   DFND 3 29,953 0 34
MORGAN STANLEY COM NEW 617446448 315 4,600 SH   DFND 3 4,512 0 88
NEXTERA ENERGY INC COM 65339F101 2,219 28,748 SH   DFND 3 25,667 0 3,081
NIKE INC CL B 654106103 385 2,721 SH   DFND 3 1,752 0 969
NORFOLK SOUTHN CORP COM 655844108 1,361 5,725 SH   DFND 3 5,084 0 641
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,380 82,217 SH   DFND 3 82,217 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 828 94,763 SH   DFND 3 94,763 0 0
NVIDIA CORPORATION COM 67066G104 425 814 SH   DFND 3 781 0 33
ORACLE CORP COM 68389X105 463 7,154 SH   DFND 3 7,014 0 140
ORTHOPEDIATRICS CORP COM 68752L100 738 17,894 SH   DFND 3 17,894 0 0
OWL ROCK CAPITAL CORPORATION COM 69121K104 477 37,714 SH   DFND 3 37,714 0 0
PAYPAL HLDGS INC COM 70450Y103 760 3,248 SH   DFND 3 3,155 0 93
PEPSICO INC COM 713448108 1,653 11,146 SH   DFND 3 10,533 0 613
PFIZER INC COM 717081103 2,575 69,982 SH   DFND 3 62,511 0 7,471
PHILIP MORRIS INTL INC COM 718172109 873 10,548 SH   DFND 3 10,480 0 68
PHILLIPS 66 COM 718546104 224 3,214 SH   DFND 3 1,293 0 1,921
PIMCO HIGH INCOME FD COM SHS 722014107 754 124,681 SH   DFND 3 124,681 0 0
PROCTER AND GAMBLE CO COM 742718109 5,695 40,933 SH   DFND 3 19,061 0 21,872
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 377 6,470 SH   DFND 3 6,428 0 42
QUALCOMM INC COM 747525103 1,136 7,458 SH   DFND 3 6,644 0 814
RAYTHEON TECHNOLOGIES CORP COM 75513E101 416 5,810 SH   DFND 3 5,356 0 454
REGAL BELOIT CORP COM 758750103 380 3,096 SH   DFND 3 3,096 0 0
RENASANT CORP COM 75970E107 950 28,203 SH   DFND 3 28,203 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 327 9,728 SH   DFND 3 9,624 0 104
S&P GLOBAL INC COM 78409V104 233 709 SH   DFND 3 701 0 8
SALESFORCE COM INC COM 79466L302 1,400 6,290 SH   DFND 3 6,231 0 59
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 232 2,553 SH   DFND 3 2,553 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 230 3,587 SH   DFND 3 316 0 3,271
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 273 3,000 SH   DFND 3 3,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 209 1,602 SH   DFND 3 1,602 0 0
SENSEONICS HLDGS INC COM 81727U105 10 11,975 SH   DFND 3 11,975 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 7,631 176,428 SH   DFND 3 129,452 0 46,976
SHERWIN WILLIAMS CO COM 824348106 224 305 SH   DFND 3 302 0 3
SOUTH ST CORP COM 840441109 460 6,357 SH   DFND 3 6,357 0 0
SOUTHERN CO COM 842587107 1,286 20,946 SH   DFND 3 20,909 0 37
SPDR GOLD TR GOLD SHS 78463V107 5,971 33,484 SH   DFND 3 33,164 0 320
SPDR S&P 500 ETF TR TR UNIT 78462F103 30,988 82,880 SH   DFND 3 81,573 0 1,307
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,728 31,248 SH   DFND 3 31,248 0 0
SPDR SER TR PRTFLO S&P500 VL 78464A508 538 15,648 SH   DFND 3 15,648 0 0
SPDR SER TR S&P DIVID ETF 78464A763 403 3,797 SH   DFND 3 3,797 0 0
STARBUCKS CORP COM 855244109 304 2,840 SH   DFND 3 2,774 0 66
STIFEL FINL CORP COM 860630102 885 17,547 SH   DFND 3 17,547 0 0
STRYKER CORPORATION COM 863667101 1,150 4,696 SH   DFND 3 4,685 0 11
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 374 3,433 SH   DFND 3 2,994 0 439
TARGET CORP COM 87612E106 276 1,562 SH   DFND 3 1,533 0 29
TESLA INC COM 88160R101 1,306 1,852 SH   DFND 3 1,753 0 99
TEXAS INSTRS INC COM 882508104 409 2,491 SH   DFND 3 1,873 0 618
THERMO FISHER SCIENTIFIC INC COM 883556102 367 788 SH   DFND 3 746 0 42
TRUIST FINL CORP COM 89832Q109 746 15,547 SH   DFND 3 15,494 0 53
UBS AG LONDON BRANCH ETRACS WF BUS DE 90274D416 229 14,087 SH   DFND 3 14,087 0 0
UNION PAC CORP COM 907818108 359 1,724 SH   DFND 3 1,703 0 20
UNITED PARCEL SERVICE INC CL B 911312106 1,003 5,948 SH   DFND 3 5,902 0 46
UNITEDHEALTH GROUP INC COM 91324P102 960 2,737 SH   DFND 3 2,620 0 117
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 575 34,332 SH   DFND 3 34,332 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 41,908 505,529 SH   DFND 3 475,702 0 29,826
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 111,257 675,594 SH   DFND 3 647,930 0 27,664
VANGUARD INDEX FDS GROWTH ETF 922908736 15,991 63,122 SH   DFND 3 62,278 0 844
VANGUARD INDEX FDS LARGE CAP ETF 922908637 307 1,748 SH   DFND 3 1,748 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 753 3,552 SH   DFND 3 3,552 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 983 8,262 SH   DFND 3 8,251 0 11
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 20,561 242,086 SH   DFND 3 223,548 0 18,537
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 147,529 429,249 SH   DFND 3 395,859 0 33,390
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,344 6,905 SH   DFND 3 6,154 0 751
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,805 19,546 SH   DFND 3 19,324 0 222
VANGUARD INDEX FDS VALUE ETF 922908744 23,572 198,145 SH   DFND 3 197,842 0 303
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 9,066 180,913 SH   DFND 3 160,397 0 20,516
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 330,365 5,484,153 SH   DFND 3 5,191,918 0 292,235
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 11,657 146,461 SH   DFND 3 125,146 0 21,315
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 255,034 3,673,783 SH   DFND 3 3,469,633 0 204,149
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 182,832 1,882,148 SH   DFND 3 1,807,961 0 74,186
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 261 3,128 SH   DFND 3 3,128 0 0
VANGUARD SCOTTSDALE FDS TOTAL CORP BND 92206C573 438 4,654 SH   DFND 3 4,654 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 580 4,107 SH   DFND 3 4,107 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 48,353 1,024,189 SH   DFND 3 1,010,455 0 13,734
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 400 4,373 SH   DFND 3 4,373 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,181 20,100 SH   DFND 3 18,412 0 1,688
VISA INC COM CL A 92826C839 835 3,814 SH   DFND 3 2,956 0 858
WALMART INC COM 931142103 1,431 9,932 SH   DFND 3 9,430 0 502
WASTE MGMT INC DEL COM 94106L109 215 1,821 SH   DFND 3 1,728 0 93
WEC ENERGY GROUP INC COM 92939U106 391 4,259 SH   DFND 3 4,237 0 22
WELLS FARGO CO NEW COM 949746101 923 30,556 SH   DFND 3 19,942 0 10,614
WHITEHORSE FIN INC COM 96524V106 316 23,206 SH   DFND 3 23,206 0 0
YUM BRANDS INC COM 988498101 606 5,587 SH   DFND 3 5,564 0 23
YUM CHINA HLDGS INC COM 98850P109 361 6,335 SH   DFND 3 6,281 0 54
ZOETIS INC CL A 98978V103 1,148 6,936 SH   DFND 3 6,850 0 86
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 802 20,618 SH   DFND 4 20,618 0 0
KELLY SVCS INC CL A 488152208 411 20,000 SH   DFND 4 20,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,193 19,807 SH   DFND 4 19,807 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 981 14,125 SH   DFND 4 14,125 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1,423 14,649 SH   DFND 4 14,649 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 803 9,690 SH   DFND 4 9,690 0 0