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
AFLAC INC COM 001055102 6,739 122,968 SH   DFND 1 89,668 0 33,300
AFLAC INC COM 001055102 25,849 471,610 SH   DFND 1.3 0 471,610 0
AES CORP COM 00130H105 3,136 187,150 SH   DFND 1.3 0 187,150 0
AT&T INC COM 00206R102 26,997 805,655 SH   DFND 1 804,105 0 1,550
AT&T INC COM 00206R102 4,628 138,140 SH   DFND 1.3 0 138,140 0
AVX CORP NEW COM 002444107 752 45,329 SH   DFND 1.3 0 45,329 0
ABBOTT LABS COM 002824100 21,919 260,635 SH   DFND 1 259,782 0 853
ABBOTT LABS COM 002824100 11,484 136,551 SH   DFND 1.3 0 136,551 0
ABBVIE INC COM 00287Y109 11,129 153,039 SH   DFND 1 152,251 0 788
ABBVIE INC COM 00287Y109 21,348 293,564 SH   DFND 1.3 0 293,564 0
ABIOMED INC COM 003654100 1,912 7,339 SH   DFND 1 7,339 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,721 163,583 SH   DFND 1 163,293 0 290
ACTIVISION BLIZZARD INC COM 00507V109 266 5,641 SH   DFND 1.3 0 5,641 0
ACUITY BRANDS INC COM 00508Y102 591 4,280 SH   DFND 1 4,280 0 0
ADOBE INC COM 00724F101 84,839 287,931 SH   DFND 1 163,608 175 124,148
ADOBE INC COM 00724F101 194,542 660,250 SH   DFND 1.3 0 660,250 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,557 10,099 SH   DFND 1 9,889 210 0
ADVANCE AUTO PARTS INC COM 00751Y106 133 860 SH   DFND 1.3 0 860 0
ADVANCED MICRO DEVICES INC COM 007903107 4,059 133,683 SH   DFND 1 133,683 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,077 54,589 SH   DFND 1 54,589 0 0
AIR PRODS & CHEMS INC COM 009158106 12,873 56,872 SH   DFND 1 55,072 0 1,800
AIR PRODS & CHEMS INC COM 009158106 32,760 144,719 SH   DFND 1.3 0 144,719 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,790 72,243 SH   DFND 1 72,243 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,534 19,146 SH   DFND 1.3 0 19,146 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 4,794 4,470,000 SH   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 73,446 68,480,000 SH   DFND 1.3 0 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,684 33,202 SH   DFND 1 33,202 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,418 10,051 SH   DFND 1.3 0 10,051 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,440 26,262 SH   DFND 1 26,262 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,332 72,777 SH   DFND 1,2,3 0 72,777 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 32,490 191,741 SH   DFND 1.3 0 191,741 0
ALIGN TECHNOLOGY INC COM 016255101 3,245 11,856 SH   DFND 1 11,856 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,034 3,777 SH   DFND 1.3 0 3,777 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,659 57,375 SH   DFND 1.3 0 57,375 0
ALLSTATE CORP COM 020002101 4,526 44,504 SH   DFND 1 44,504 0 0
ALLSTATE CORP COM 020002101 1,228 12,074 SH   DFND 1.3 0 12,074 0
ALLY FINL INC COM 02005N100 2,418 78,011 SH   DFND 1 78,011 0 0
ALLY FINL INC COM 02005N100 1,288 41,558 SH   DFND 1.3 0 41,558 0
ALPHABET INC CAP STK CL C 02079K107 17,758 16,429 SH   DFND 1 6,491 0 9,938
ALPHABET INC CAP STK CL C 02079K107 78,064 72,220 SH   DFND 1.3 0 72,220 0
ALPHABET INC CAP STK CL A 02079K305 69,152 63,864 SH   DFND 1 27,402 0 36,462
ALPHABET INC CAP STK CL A 02079K305 192,044 177,359 SH   DFND 1.3 0 177,359 0
ALTICE USA INC CL A 02156K103 1,539 63,200 SH   DFND 1.3 0 63,200 0
AMAZON COM INC COM 023135106 81,263 42,914 SH   DFND 1 16,389 0 26,525
AMAZON COM INC COM 023135106 254,077 134,175 SH   DFND 1.3 0 134,175 0
AMEDISYS INC COM 023436108 3,655 30,109 SH   DFND 1.3 0 30,109 0
AMEREN CORP COM 023608102 7,084 94,309 SH   DFND 1.3 0 94,309 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 323 7,005 SH   DFND 1.3 0 7,005 0
AMERICAN ELEC PWR CO INC COM 025537101 15,534 176,506 SH   DFND 1,2,3 0 176,506 0
AMERICAN ELEC PWR CO INC COM 025537101 3,297 37,454 SH   DFND 1.3 0 37,454 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 390 23,100 SH   DFND 1 0 0 23,100
AMERICAN EXPRESS CO COM 025816109 13,497 109,343 SH   DFND 1 109,343 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 283 11,650 SH   DFND 1.3 0 11,650 0
AMERICAN TOWER CORP NEW COM 03027X100 1,690 8,265 SH   DFND 1.3 0 8,265 0
AMERISOURCEBERGEN CORP COM 03073E105 2,013 23,616 SH   DFND 1 16,616 0 7,000
AMERISOURCEBERGEN CORP COM 03073E105 917 10,751 SH   DFND 1.3 0 10,751 0
AMERIPRISE FINL INC COM 03076C106 3,225 22,218 SH   DFND 1 22,218 0 0
AMERIPRISE FINL INC COM 03076C106 6,403 44,110 SH   DFND 1.3 0 44,110 0
AMETEK INC NEW COM 031100100 2,709 29,818 SH   DFND 1.3 0 29,818 0
AMGEN INC COM 031162100 13,400 72,717 SH   DFND 1 72,359 0 358
AMGEN INC COM 031162100 6,722 36,478 SH   DFND 1.3 0 36,478 0
ANALOG DEVICES INC COM 032654105 7,083 62,763 SH   DFND 1 62,763 0 0
ANNALY CAP MGMT INC COM 035710409 2,250 246,538 SH   DFND 1 246,538 0 0
ANSYS INC COM 03662Q105 409 1,995 SH   DFND 1 1,995 0 0
ANTHEM INC COM 036752103 42,790 151,622 SH   DFND 1 77,318 0 74,304
ANTHEM INC COM 036752103 104,938 371,846 SH   DFND 1.3 0 371,846 0
APACHE CORP COM 037411105 3,977 137,267 SH   DFND 1 137,267 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 374 7,471 SH   DFND 1.3 0 7,471 0
APPLE INC COM 037833100 91,532 462,472 SH   DFND 1 450,869 360 11,243
APPLE INC COM 037833100 28,914 146,088 SH   DFND 1,2,3 0 146,088 0
APPLE INC COM 037833100 178,084 899,788 SH   DFND 1.3 0 899,788 0
APPLIED MATLS INC COM 038222105 6,886 153,316 SH   DFND 1 138,932 0 14,384
APPLIED MATLS INC COM 038222105 388 8,627 SH   DFND 1.3 0 8,627 0
APTARGROUP INC COM 038336103 179 1,432 SH   DFND 1.3 0 1,432 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,758 116,618 SH   DFND 1 116,618 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 2,406 2,330,000 SH   DFND 1 0 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 32,369 31,350,000 SH   DFND 1.3 0 0 0
ARISTA NETWORKS INC COM 040413106 2,896 11,154 SH   DFND 1 11,154 0 0
ASPEN TECHNOLOGY INC COM 045327103 638 5,140 SH   DFND 1.3 0 5,140 0
ATMOS ENERGY CORP COM 049560105 887 8,400 SH   DFND 1 0 0 8,400
ATMOS ENERGY CORP COM 049560105 255 2,418 SH   DFND 1.3 0 2,418 0
AUTODESK INC COM 052769106 5,719 35,106 SH   DFND 1 35,106 0 0
AUTODESK INC COM 052769106 1,668 10,241 SH   DFND 1.3 0 10,241 0
AUTOHOME INC SP ADR RP CL A 05278C107 342 4,000 SH   DFND 1.3 0 4,000 0
AUTOLIV INC COM 052800109 1,754 24,873 SH   DFND 1 24,873 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,957 42,075 SH   DFND 1 38,389 0 3,686
AUTOMATIC DATA PROCESSING IN COM 053015103 6,200 37,500 SH   DFND 1.3 0 37,500 0
AUTOZONE INC COM 053332102 3,981 3,621 SH   DFND 1 3,621 0 0
AUTOZONE INC COM 053332102 5,738 5,219 SH   DFND 1.3 0 5,219 0
AVALONBAY CMNTYS INC COM 053484101 5,954 29,308 SH   DFND 1 29,308 0 0
AVALONBAY CMNTYS INC COM 053484101 1,184 5,826 SH   DFND 1.3 0 5,826 0
AVERY DENNISON CORP COM 053611109 1,863 16,109 SH   DFND 1 16,109 0 0
AVERY DENNISON CORP COM 053611109 1,009 8,726 SH   DFND 1.3 0 8,726 0
AXA EQUITABLE HLDGS INC COM 054561105 1,147 54,860 SH   DFND 1 54,860 0 0
BB&T CORP COM 054937107 5,333 108,550 SH   DFND 1 108,550 0 0
BCE INC COM NEW 05534B760 6,798 149,464 SH   DFND 1 149,464 0 0
BAIDU INC SPON ADR REP A 056752108 2,334 19,883 SH   DFND 1.3 0 19,883 0
BAKER HUGHES A GE CO CL A 05722G100 4,849 196,854 SH   DFND 1 185,654 0 11,200
BALCHEM CORP COM 057665200 164 1,640 SH   DFND 1.3 0 1,640 0
BALL CORP COM 058498106 4,823 68,915 SH   DFND 1 68,915 0 0
BALL CORP COM 058498106 470 6,709 SH   DFND 1.3 0 6,709 0
BANK AMER CORP COM 060505104 30,727 1,059,558 SH   DFND 1 1,049,389 2,400 7,769
BANK AMER CORP COM 060505104 39,770 1,371,444 SH   DFND 1.3 0 1,371,444 0
BANK MONTREAL QUE COM 063671101 5,924 78,506 SH   DFND 1 72,006 0 6,500
BANK MONTREAL QUE COM 063671101 599 7,934 SH   DFND 1.3 0 7,934 0
BANK NEW YORK MELLON CORP COM 064058100 6,857 155,315 SH   DFND 1 131,315 0 24,000
BANK NEW YORK MELLON CORP COM 064058100 15,729 356,273 SH   DFND 1,2,3 0 356,273 0
BANK NEW YORK MELLON CORP COM 064058100 2,428 54,987 SH   DFND 1.3 0 54,987 0
BANK N S HALIFAX COM 064149107 8,506 156,491 SH   DFND 1 156,491 0 0
BANK N S HALIFAX COM 064149107 9,814 180,569 SH   DFND 1.3 0 180,569 0
BAOZUN INC SPONSORED ADR 06684L103 165 3,300 SH   DFND 1.3 0 3,300 0
BAUSCH HEALTH COS INC COM 071734107 1,023 40,546 SH   DFND 1.3 0 40,546 0
BAXTER INTL INC COM 071813109 6,521 79,620 SH   DFND 1 79,620 0 0
BAXTER INTL INC COM 071813109 12,336 150,621 SH   DFND 1.3 0 150,621 0
BECTON DICKINSON & CO COM 075887109 10,839 43,007 SH   DFND 1 42,877 0 130
BECTON DICKINSON & CO COM 075887109 620 2,462 SH   DFND 1.3 0 2,462 0
BEIGENE LTD SPONSORED ADR 07725L102 1,066 8,600 SH   DFND 1 8,600 0 0
BERKLEY W R CORP COM 084423102 3,379 51,239 SH   DFND 1.3 0 51,239 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 238 1,118 SH   DFND 1 0 0 1,118
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,125 56,873 SH   DFND 1.3 0 56,873 0
BEST BUY INC COM 086516101 3,963 56,826 SH   DFND 1 48,326 0 8,500
BEST BUY INC COM 086516101 13,303 190,778 SH   DFND 1.3 0 190,778 0
BIO RAD LABS INC CL A 090572207 1,156 3,700 SH   DFND 1.3 0 3,700 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,973 23,037 SH   DFND 1 23,037 0 0
BIOGEN INC COM 09062X103 4,769 20,391 SH   DFND 1 20,286 0 105
BIOGEN INC COM 09062X103 64,839 277,252 SH   DFND 1.3 0 277,252 0
BLACKROCK INC COM 09247X101 895 1,908 SH   DFND 1 0 0 1,908
BLACKROCK INC COM 09247X101 1,074 2,288 SH   DFND 1.3 0 2,288 0
BLOCK H & R INC COM 093671105 1,094 37,312 SH   DFND 1.3 0 37,312 0
BOEING CO COM 097023105 62 169 SH   DFND 1 0 0 169
BOEING CO COM 097023105 12,640 34,727 SH   DFND 1.3 0 34,727 0
BOOKING HLDGS INC COM 09857L108 85,241 45,469 SH   DFND 1 19,948 0 25,521
BOOKING HLDGS INC COM 09857L108 168,824 90,054 SH   DFND 1.3 0 90,054 3,517
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,345 50,521 SH   DFND 1.3 0 50,521 0
BORGWARNER INC COM 099724106 3,235 77,066 SH   DFND 1 77,066 0 0
BORGWARNER INC COM 099724106 704 16,781 SH   DFND 1.3 0 16,781 0
BOSTON PROPERTIES INC COM 101121101 3,514 27,235 SH   DFND 1 27,235 0 0
BOSTON PROPERTIES INC COM 101121101 1,955 15,152 SH   DFND 1.3 0 15,152 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 8,056 562,601 SH   DFND 1.3 0 562,601 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 166 1,100 SH   DFND 1.3 0 1,100 0
BRIGHTHOUSE FINL INC COM 10922N103 1,016 27,676 SH   DFND 1 27,676 0 0
BRINKER INTL INC COM 109641100 749 19,031 SH   DFND 1.3 0 19,031 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,707 214,049 SH   DFND 1 183,374 0 30,675
BRISTOL MYERS SQUIBB CO COM 110122108 19,971 440,370 SH   DFND 1,2,3 0 440,370 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,094 200,497 SH   DFND 1.3 0 200,497 0
BRIXMOR PPTY GROUP INC COM 11120U105 13,208 738,695 SH   DFND 1.3 0 738,695 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,055 8,261 SH   DFND 1.3 0 8,261 0
BROADCOM INC COM 11135F101 13,131 45,618 SH   DFND 1 45,450 0 168
BROADCOM INC COM 11135F101 2,631 9,142 SH   DFND 1.3 0 9,142 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,906 39,888 SH   DFND 1.3 0 39,888 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 1,161 61,484 SH   DFND 1.3 0 61,484 0
BROWN & BROWN INC COM 115236101 25,288 754,885 SH   DFND 1 702,843 0 52,042
BROWN & BROWN INC COM 115236101 116,288 3,471,276 SH   DFND 1.3 0 3,471,276 0
BROWN FORMAN CORP CL B 115637209 3,346 60,367 SH   DFND 1 60,367 0 0
BRUKER CORP COM 116794108 4,103 82,161 SH   DFND 1.3 0 82,161 0
BRUNSWICK CORP COM 117043109 1,233 26,870 SH   DFND 1.3 0 26,870 0
BURLINGTON STORES INC COM 122017106 1,820 10,695 SH   DFND 1 10,695 0 0
CBS CORP NEW CL B 124857202 2,149 43,036 SH   DFND 1 41,719 0 1,317
CBS CORP NEW CL B 124857202 9,675 193,889 SH   DFND 1.3 0 193,889 0
CBOE GLOBAL MARKETS INC COM 12503M108 976 9,418 SH   DFND 1 9,418 0 0
CBRE GROUP INC CL A 12504L109 4,245 82,741 SH   DFND 1 82,741 0 0
CBRE GROUP INC CL A 12504L109 11,876 231,494 SH   DFND 1.3 0 231,494 0
CDW CORP COM 12514G108 1,712 15,427 SH   DFND 1.3 0 15,427 0
CF INDS HLDGS INC COM 125269100 3,782 80,963 SH   DFND 1 80,963 0 0
CGI INC CL A SUB VTG 12532H104 7,153 93,167 SH   DFND 1.3 0 93,167 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 507 6,013 SH   DFND 1 6,013 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,000 11,854 SH   DFND 1.3 0 11,854 0
CIGNA CORP NEW COM 125523100 28,593 181,478 SH   DFND 1 101,654 0 79,824
CIGNA CORP NEW COM 125523100 49,740 315,715 SH   DFND 1.3 0 315,715 0
CIT GROUP INC COM NEW 125581801 573 10,890 SH   DFND 1 10,890 0 0
CIT GROUP INC COM NEW 125581801 4,236 80,626 SH   DFND 1.3 0 80,626 0
CME GROUP INC COM 12572Q105 7,888 40,636 SH   DFND 1 40,636 0 0
CME GROUP INC COM 12572Q105 17,766 91,520 SH   DFND 1.3 0 91,520 0
CSX CORP COM 126408103 9,679 125,103 SH   DFND 1 125,103 0 0
CSX CORP COM 126408103 3,150 40,712 SH   DFND 1.3 0 40,712 0
CVR ENERGY INC COM 12662P108 297 5,936 SH   DFND 1.3 0 5,936 0
CVS HEALTH CORP COM 126650100 8,096 148,576 SH   DFND 1 147,584 0 992
CVS HEALTH CORP COM 126650100 3,173 58,232 SH   DFND 1.3 0 58,232 0
CABLE ONE INC COM 12685J105 1,550 1,323 SH   DFND 1.3 0 1,323 0
CABOT OIL & GAS CORP COM 127097103 707 30,800 SH   DFND 1 0 0 30,800
CABOT OIL & GAS CORP COM 127097103 6,844 298,151 SH   DFND 1.3 0 298,151 0
CACI INTL INC CL A 127190304 1,239 6,055 SH   DFND 1.3 0 6,055 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,109 15,667 SH   DFND 1 15,667 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 14,242 201,141 SH   DFND 1.3 0 201,141 0
CAMDEN PPTY TR SH BEN INT 133131102 1,211 11,599 SH   DFND 1.3 0 11,599 0
CAMPBELL SOUP CO COM 134429109 735 18,324 SH   DFND 1 18,324 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 3,447 89,000 SH   DFND 1.3 0 89,000 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,472 31,476 SH   DFND 1 31,476 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 11,815 150,401 SH   DFND 1,2,3 0 150,401 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 9,764 124,279 SH   DFND 1.3 0 124,279 0
CANADIAN NATL RY CO COM 136375102 9,505 102,778 SH   DFND 1 102,778 0 0
CANADIAN NATL RY CO COM 136375102 5,185 56,062 SH   DFND 1.3 0 56,062 0
CANADIAN PAC RY LTD COM 13645T100 4,306 18,306 SH   DFND 1 17,612 0 694
CANADIAN PAC RY LTD COM 13645T100 5,928 25,200 SH   DFND 1.3 0 25,200 0
CAPITAL ONE FINL CORP COM 14040H105 7,773 85,661 SH   DFND 1 85,096 565 0
CAPITAL ONE FINL CORP COM 14040H105 4,529 49,911 SH   DFND 1.3 0 49,911 0
CARDINAL HEALTH INC COM 14149Y108 1,526 32,392 SH   DFND 1 32,392 0 0
CARDINAL HEALTH INC COM 14149Y108 978 20,766 SH   DFND 1.3 0 20,766 0
CARETRUST REIT INC COM 14174T107 10,654 447,994 SH   DFND 1.3 0 447,994 0
CARLISLE COS INC COM 142339100 96 687 SH   DFND 1.3 0 687 0
CARMAX INC COM 143130102 2,358 27,158 SH   DFND 1 27,158 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,649 99,880 SH   DFND 1 89,980 0 9,900
CARNIVAL CORP UNIT 99/99/9999 143658300 14,891 319,900 SH   DFND 1,2,3 0 319,900 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,948 106,277 SH   DFND 1.3 0 106,277 0
CASEYS GEN STORES INC COM 147528103 325 2,085 SH   DFND 1.3 0 2,085 0
CATERPILLAR INC DEL COM 149123101 655 4,804 SH   DFND 1 0 0 4,804
CATERPILLAR INC DEL COM 149123101 5,500 40,352 SH   DFND 1.3 0 40,352 0
CELANESE CORP DEL COM 150870103 3,818 35,415 SH   DFND 1.3 0 35,415 0
CELGENE CORP COM 151020104 6,861 74,228 SH   DFND 1 73,506 350 372
CELGENE CORP COM 151020104 34,185 369,831 SH   DFND 1.3 0 369,831 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1,999 2,000,000 SH   DFND 1 0 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1,999 2,000,000 SH   DFND 1.3 0 0 0
CENTENE CORP DEL COM 15135B101 2,090 39,862 SH   DFND 1 39,862 0 0
CENTENE CORP DEL COM 15135B101 3,694 70,442 SH   DFND 1.3 0 70,442 0
CENTERPOINT ENERGY INC COM 15189T107 15,609 545,187 SH   DFND 1 530,452 835 13,900
CENTERPOINT ENERGY INC COM 15189T107 12,749 445,311 SH   DFND 1.3 0 445,311 0
CENTURYLINK INC COM 156700106 1,740 147,900 SH   DFND 1 147,900 0 0
CENTURYLINK INC COM 156700106 3,249 276,250 SH   DFND 1.3 0 276,250 0
CERNER CORP COM 156782104 2,797 38,158 SH   DFND 1 38,158 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,098 25,555 SH   DFND 1 25,494 0 61
CHARTER COMMUNICATIONS INC N CL A 16119P108 442 1,118 SH   DFND 1.3 0 1,118 0
CHEMED CORP NEW COM 16359R103 3,242 8,986 SH   DFND 1.3 0 8,986 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,762 41,771 SH   DFND 1.3 0 41,771 0
CHEVRON CORP NEW COM 166764100 1,773 14,254 SH   DFND 1 0 0 14,254
CHEVRON CORP NEW COM 166764100 31,494 253,086 SH   DFND 1,2,3 0 253,086 0
CHEVRON CORP NEW COM 166764100 21,229 170,597 SH   DFND 1.3 0 170,597 0
CHURCH & DWIGHT INC COM 171340102 1,874 25,640 SH   DFND 1 25,640 0 0
CHURCH & DWIGHT INC COM 171340102 2,100 28,745 SH   DFND 1.3 0 28,745 0
CINCINNATI FINL CORP COM 172062101 1,076 10,386 SH   DFND 1 10,386 0 0
CINEMARK HOLDINGS INC COM 17243V102 82 2,258 SH   DFND 1.3 0 2,258 0
CISCO SYS INC COM 17275R102 26,957 492,536 SH   DFND 1 449,478 960 42,098
CISCO SYS INC COM 17275R102 37,768 690,084 SH   DFND 1,2,3 0 690,084 0
CISCO SYS INC COM 17275R102 85,737 1,566,561 SH   DFND 1.3 0 1,566,561 0
CINTAS CORP COM 172908105 4,695 19,787 SH   DFND 1 19,787 0 0
CINTAS CORP COM 172908105 95 400 SH   DFND 1.3 0 400 0
CITIGROUP INC COM NEW 172967424 914 13,052 SH   DFND 1 0 0 13,052
CITIGROUP INC COM NEW 172967424 23,204 331,325 SH   DFND 1.3 0 331,325 0
CITIZENS FINL GROUP INC COM 174610105 2,317 65,517 SH   DFND 1 65,517 0 0
CITIZENS FINL GROUP INC COM 174610105 2,034 57,519 SH   DFND 1.3 0 57,519 0
CITRIX SYS INC COM 177376100 12,926 131,717 SH   DFND 1.3 0 131,717 0
CLOROX CO DEL COM 189054109 2,256 14,739 SH   DFND 1 10,939 0 3,800
COCA COLA CO COM 191216100 27,966 549,221 SH   DFND 1 546,742 0 2,479
COCA COLA CO COM 191216100 12,545 246,385 SH   DFND 1.3 0 246,385 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 253 4,263 SH   DFND 1.3 0 4,263 0
COGNEX CORP COM 192422103 1,273 26,509 SH   DFND 1 26,509 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,020 47,655 SH   DFND 1 47,385 0 270
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 308 4,852 SH   DFND 1.3 0 4,852 0
COLGATE PALMOLIVE CO COM 194162103 7,120 99,326 SH   DFND 1 98,894 0 432
COLGATE PALMOLIVE CO COM 194162103 3,654 50,983 SH   DFND 1.3 0 50,983 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 2,804 2,300,000 SH   DFND 1 0 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 41,086 33,700,000 SH   DFND 1.3 0 0 0
COMCAST CORP NEW CL A 20030N101 24,074 569,412 SH   DFND 1 548,095 0 21,317
COMCAST CORP NEW CL A 20030N101 32,906 778,311 SH   DFND 1.3 0 778,311 0
COMERICA INC COM 200340107 923 12,700 SH   DFND 1 0 0 12,700
COMERICA INC COM 200340107 2,995 41,240 SH   DFND 1.3 0 41,240 0
COMMSCOPE HLDG CO INC COM 20337X109 8 523 SH   DFND 1 0 0 523
COMMSCOPE HLDG CO INC COM 20337X109 160 10,128 SH   DFND 1.3 0 10,128 0
CONCHO RES INC COM 20605P101 4,462 43,255 SH   DFND 1 43,255 0 0
CONOCOPHILLIPS COM 20825C104 442 7,256 SH   DFND 1 0 0 7,256
CONOCOPHILLIPS COM 20825C104 20,772 340,527 SH   DFND 1,2,3 0 340,527 0
CONOCOPHILLIPS COM 20825C104 26,046 427,003 SH   DFND 1.3 0 427,003 0
CONSOLIDATED EDISON INC COM 209115104 21,143 241,135 SH   DFND 1 241,135 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,372 27,276 SH   DFND 1 27,146 0 130
CONSTELLATION BRANDS INC CL A 21036P108 458 2,326 SH   DFND 1.3 0 2,326 0
COOPER COS INC COM NEW 216648402 1,706 5,063 SH   DFND 1 5,063 0 0
COOPER COS INC COM NEW 216648402 8,180 24,282 SH   DFND 1.3 0 24,282 0
COPART INC COM 217204106 2,706 36,210 SH   DFND 1 36,210 0 0
CORECIVIC INC COM 21871N101 1,491 71,816 SH   DFND 1.3 0 71,816 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 207 7,840 SH   DFND 1.3 0 7,840 0
CORTEVA INC COM 22052L104 369 12,452 SH   DFND 1 0 0 12,452
CORTEVA INC COM 22052L104 1,149 38,822 SH   DFND 1.3 0 38,822 0
COSTCO WHSL CORP NEW COM 22160K105 15,870 60,053 SH   DFND 1 58,109 0 1,944
COSTCO WHSL CORP NEW COM 22160K105 40,073 151,640 SH   DFND 1.3 0 151,640 0
COSTAR GROUP INC COM 22160N109 4,407 7,953 SH   DFND 1 7,953 0 0
COSTAR GROUP INC COM 22160N109 1,410 2,546 SH   DFND 1.3 0 2,546 0
COTY INC COM CL A 222070203 1,053 78,549 SH   DFND 1 78,549 0 0
COUPA SOFTWARE INC COM 22266L106 2,231 17,623 SH   DFND 1.3 0 17,623 0
COUSINS PPTYS INC COM NEW 222795502 4,600 127,153 SH   DFND 1.3 0 127,153 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,263 71,071 SH   DFND 1 70,908 0 163
CROWN CASTLE INTL CORP NEW COM 22822V101 384 2,942 SH   DFND 1.3 0 2,942 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 3,544 96,009 SH   DFND 1.3 0 96,009 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 1,425 1,446,000 SH   DFND 1.3 0 0 0
CUBESMART COM 229663109 19,263 576,043 SH   DFND 1.3 0 576,043 0
CUMMINS INC COM 231021106 3,851 22,480 SH   DFND 1 22,332 0 148
CUMMINS INC COM 231021106 30,788 179,691 SH   DFND 1.3 0 179,691 0
CURTISS WRIGHT CORP COM 231561101 2,230 17,542 SH   DFND 1.3 0 17,542 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 191 8,600 SH   DFND 1.3 0 8,600 0
CYRUSONE INC COM 23283R100 287 4,964 SH   DFND 1.3 0 4,964 0
D R HORTON INC COM 23331A109 1,667 38,655 SH   DFND 1 38,655 0 0
DTE ENERGY CO COM 233331107 1,487 11,632 SH   DFND 1.3 0 11,632 0
DXC TECHNOLOGY CO COM 23355L106 1,306 23,678 SH   DFND 1 23,678 0 0
DANA INCORPORATED COM 235825205 781 39,163 SH   DFND 1.3 0 39,163 0
DANAHER CORPORATION COM 235851102 14,075 98,485 SH   DFND 1 98,180 0 305
DANAHER CORPORATION COM 235851102 851 5,953 SH   DFND 1.3 0 5,953 0
DARDEN RESTAURANTS INC COM 237194105 61 500 SH   DFND 1 0 500 0
DARDEN RESTAURANTS INC COM 237194105 13,493 110,838 SH   DFND 1.3 0 110,838 0
DAVITA INC COM 23918K108 291 5,183 SH   DFND 1 5,183 0 0
DECKERS OUTDOOR CORP COM 243537107 2,750 15,632 SH   DFND 1.3 0 15,632 0
DEERE & CO COM 244199105 8,048 48,568 SH   DFND 1 45,073 0 3,495
DEERE & CO COM 244199105 15,345 92,600 SH   DFND 1,2,3 0 92,600 0
DEERE & CO COM 244199105 1,297 7,828 SH   DFND 1.3 0 7,828 0
DELL TECHNOLOGIES INC CL C 24703L202 1,313 25,836 SH   DFND 1 25,836 0 0
DELL TECHNOLOGIES INC CL C 24703L202 1,322 26,014 SH   DFND 1.3 0 26,014 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,033 35,839 SH   DFND 1 35,839 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,966 34,635 SH   DFND 1.3 0 34,635 0
DENTSPLY SIRONA INC COM 24906P109 1,704 29,190 SH   DFND 1 29,190 0 0
DEXCOM INC COM 252131107 1,958 13,067 SH   DFND 1 13,067 0 0
DIGITAL RLTY TR INC COM 253868103 4,526 38,420 SH   DFND 1 38,420 0 0
DIGITAL RLTY TR INC COM 253868103 1,060 9,000 SH   DFND 1.3 0 9,000 0
DISNEY WALT CO COM DISNEY 254687106 31,321 224,299 SH   DFND 1 220,779 420 3,100
DISNEY WALT CO COM DISNEY 254687106 43,431 311,022 SH   DFND 1.3 0 311,022 0
DISCOVER FINL SVCS COM 254709108 4,691 60,449 SH   DFND 1 50,168 0 10,281
DISCOVER FINL SVCS COM 254709108 28,568 368,185 SH   DFND 1.3 0 368,185 0
DISCOVERY INC COM SER A 25470F104 1,009 32,877 SH   DFND 1 32,877 0 0
DISCOVERY INC COM SER A 25470F104 1,093 35,603 SH   DFND 1.3 0 35,603 0
DISCOVERY INC COM SER C 25470F302 800 28,127 SH   DFND 1 28,127 0 0
DISCOVERY INC COM SER C 25470F302 1,203 42,270 SH   DFND 1.3 0 42,270 0
DISH NETWORK CORP CL A 25470M109 1,417 36,883 SH   DFND 1 36,883 0 0
DOLLAR GEN CORP NEW COM 256677105 6,523 48,260 SH   DFND 1 48,260 0 0
DOLLAR TREE INC COM 256746108 47 441 SH   DFND 1 0 0 441
DOLLAR TREE INC COM 256746108 894 8,328 SH   DFND 1.3 0 8,328 0
DOMINION ENERGY INC COM 25746U109 1,528 19,769 SH   DFND 1.3 0 19,769 0
DOMINOS PIZZA INC COM 25754A201 1,978 7,108 SH   DFND 1 7,108 0 0
DOMTAR CORP COM NEW 257559203 328 7,398 SH   DFND 1.3 0 7,398 0
DOUGLAS EMMETT INC COM 25960P109 25,894 649,952 SH   DFND 1.3 0 649,952 0
DOVER CORP COM 260003108 3,537 35,302 SH   DFND 1 35,302 0 0
DOVER CORP COM 260003108 9,144 91,257 SH   DFND 1.3 0 91,257 0
DOW INC COM 260557103 6 119 SH   DFND 1 0 0 119
DOW INC COM 260557103 111 2,242 SH   DFND 1.3 0 2,242 0
DUKE REALTY CORP COM NEW 264411505 25,867 818,282 SH   DFND 1.3 0 818,282 0
DUKE ENERGY CORP NEW COM NEW 26441C204 577 6,534 SH   DFND 1.3 0 6,534 0
DUPONT DE NEMOURS INC COM 26614N102 9 119 SH   DFND 1 0 0 119
DUPONT DE NEMOURS INC COM 26614N102 168 2,242 SH   DFND 1.3 0 2,242 0
EOG RES INC COM 26875P101 12 132 SH   DFND 1 0 0 132
EOG RES INC COM 26875P101 12,068 129,541 SH   DFND 1.3 0 129,541 0
EPR PPTYS COM SH BEN INT 26884U109 14,898 199,727 SH   DFND 1.3 0 199,727 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,609 36,085 SH   DFND 1 36,085 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,615 36,220 SH   DFND 1.3 0 36,220 0
EAGLE MATERIALS INC COM 26969P108 174 1,880 SH   DFND 1.3 0 1,880 0
EASTMAN CHEMICAL CO COM 277432100 2,388 30,672 SH   DFND 1.3 0 30,672 0
EBAY INC COM 278642103 5,660 143,310 SH   DFND 1 143,310 0 0
ECOLAB INC COM 278865100 13,702 69,398 SH   DFND 1 69,398 0 0
ECOLAB INC COM 278865100 2,439 12,348 SH   DFND 1.3 0 12,348 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,811 26,046 SH   DFND 1 26,046 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,589 8,600 SH   DFND 1.3 0 8,600 0
ELECTRONIC ARTS INC COM 285512109 36,744 362,872 SH   DFND 1 183,704 0 179,168
ELECTRONIC ARTS INC COM 285512109 63,076 622,915 SH   DFND 1.3 0 622,915 0
EMCOR GROUP INC COM 29084Q100 779 8,843 SH   DFND 1.3 0 8,843 0
EMERSON ELEC CO COM 291011104 8,789 131,733 SH   DFND 1 127,033 600 4,100
EMERSON ELEC CO COM 291011104 7,619 114,188 SH   DFND 1.3 0 114,188 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 1,536 112,023 SH   DFND 1.3 0 112,023 0
ENCOMPASS HEALTH CORP COM 29261A100 1,743 27,502 SH   DFND 1.3 0 27,502 0
ENTERGY CORP NEW COM 29364G103 212 2,057 SH   DFND 1.3 0 2,057 0
EPAM SYS INC COM 29414B104 849 4,909 SH   DFND 1 4,909 0 0
EPAM SYS INC COM 29414B104 2,276 13,153 SH   DFND 1.3 0 13,153 0
EPAM SYS INC COM 29414B104 3,765 21,750 SH   DFND 2 0 0 21,750
EQUINIX INC COM 29444U700 7,001 13,883 SH   DFND 1 13,883 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 31,089 256,221 SH   DFND 1.3 0 256,221 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,980 91,932 SH   DFND 1 91,932 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,186 15,616 SH   DFND 1.3 0 15,616 0
ESSEX PPTY TR INC COM 297178105 36,731 125,824 SH   DFND 1.3 0 125,824 0
EURONET WORLDWIDE INC COM 298736109 2,371 14,093 SH   DFND 1.3 0 14,093 0
EVERCORE INC CLASS A 29977A105 785 8,868 SH   DFND 1.3 0 8,868 0
EVERGY INC COM 30034W106 561 9,330 SH   DFND 1.3 0 9,330 0
EVERSOURCE ENERGY COM 30040W108 59,006 778,848 SH   DFND 1 480,132 0 298,716
EVERSOURCE ENERGY COM 30040W108 13,561 178,999 SH   DFND 1,2,3 0 178,999 0
EVERSOURCE ENERGY COM 30040W108 73,555 970,890 SH   DFND 1.3 0 970,890 0
EXELON CORP COM 30161N101 360 7,500 SH   DFND 1 0 0 7,500
EXELON CORP COM 30161N101 29,090 606,814 SH   DFND 1.3 0 606,814 0
EXPEDIA GROUP INC COM NEW 30212P303 2,616 19,664 SH   DFND 1.3 0 19,664 0
EXPEDITORS INTL WASH INC COM 302130109 1,332 17,567 SH   DFND 1 17,567 0 0
EXPONENT INC COM 30214U102 91 1,551 SH   DFND 1.3 0 1,551 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 6,909 409,052 SH   DFND 1.3 0 409,052 0
EXTRA SPACE STORAGE INC COM 30225T102 39 363 SH   DFND 1 0 0 363
EXTRA SPACE STORAGE INC COM 30225T102 2,078 19,590 SH   DFND 1.3 0 19,590 0
EXXON MOBIL CORP COM 30231G102 1,360 17,749 SH   DFND 1 0 1,500 16,249
EXXON MOBIL CORP COM 30231G102 17,600 229,672 SH   DFND 1,2,3 0 229,672 0
EXXON MOBIL CORP COM 30231G102 22,941 299,360 SH   DFND 1.3 0 299,360 0
F M C CORP COM NEW 302491303 3,677 44,327 SH   DFND 1 44,327 0 0
FACEBOOK INC CL A 30303M102 190 983 SH   DFND 1 0 0 983
FACEBOOK INC CL A 30303M102 31,376 162,569 SH   DFND 1.3 0 162,569 0
FAIR ISAAC CORP COM 303250104 2,844 9,056 SH   DFND 1.3 0 9,056 0
FASTENAL CO COM 311900104 2,564 78,655 SH   DFND 1 78,655 0 0
FASTENAL CO COM 311900104 241 7,386 SH   DFND 1.3 0 7,386 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 436 3,388 SH   DFND 1.3 0 3,388 0
FEDEX CORP COM 31428X106 10 63 SH   DFND 1 0 0 63
FEDEX CORP COM 31428X106 194 1,186 SH   DFND 1.3 0 1,186 0
F5 NETWORKS INC COM 315616102 13,971 95,934 SH   DFND 1.3 0 95,934 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,186 9,672 SH   DFND 1 9,672 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,995 49,496 SH   DFND 1 49,496 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,942 48,194 SH   DFND 1.3 0 48,194 0
FIFTH THIRD BANCORP COM 316773100 2,530 90,658 SH   DFND 1 90,658 0 0
FIFTH THIRD BANCORP COM 316773100 5,792 207,592 SH   DFND 1.3 0 207,592 0
58 COM INC SPON ADR REP A 31680Q104 398 6,400 SH   DFND 1.3 0 6,400 0
51JOB INC SPONSORED ADS 316827104 226 3,000 SH   DFND 1.3 0 3,000 0
FIRST DATA CORP NEW COM CL A 32008D106 1,543 56,971 SH   DFND 1 56,971 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,384 14,176 SH   DFND 1 14,176 0 0
FISERV INC COM 337738108 1,201 13,166 SH   DFND 1 13,166 0 0
FISERV INC COM 337738108 8,264 90,657 SH   DFND 1.3 0 90,657 0
FLEETCOR TECHNOLOGIES INC COM 339041105 58,516 208,354 SH   DFND 1 92,716 0 115,638
FLEETCOR TECHNOLOGIES INC COM 339041105 116,963 416,462 SH   DFND 1.3 0 416,462 0
FLUOR CORP NEW COM 343412102 23 691 SH   DFND 1 0 0 691
FLUOR CORP NEW COM 343412102 448 13,298 SH   DFND 1.3 0 13,298 0
FORD MTR CO DEL COM 345370860 6,053 591,715 SH   DFND 1 591,715 0 0
FORD MTR CO DEL COM 345370860 1,847 180,590 SH   DFND 1.3 0 180,590 0
FORTINET INC COM 34959E109 1,695 22,058 SH   DFND 1 22,058 0 0
FORTINET INC COM 34959E109 19,695 256,350 SH   DFND 1.3 0 256,350 0
FORTIVE CORP COM 34959J108 5,480 67,213 SH   DFND 1 67,213 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,100 19,252 SH   DFND 1 18,983 0 269
FORTUNE BRANDS HOME & SEC IN COM 34964C106 300 5,256 SH   DFND 1.3 0 5,256 0
FRANKLIN RES INC COM 354613101 744 21,373 SH   DFND 1 21,373 0 0
FRANKLIN RES INC COM 354613101 2,709 77,872 SH   DFND 1.3 0 77,872 0
GEO GROUP INC NEW COM 36162J106 919 43,749 SH   DFND 1.3 0 43,749 0
GDS HLDGS LTD SPONSORED ADS 36165L108 237 6,300 SH   DFND 1.3 0 6,300 0
GALLAGHER ARTHUR J & CO COM 363576109 1,010 11,528 SH   DFND 1 11,528 0 0
GALLAGHER ARTHUR J & CO COM 363576109 105 1,200 SH   DFND 1.3 0 1,200 0
GAMING & LEISURE PPTYS INC COM 36467J108 19,730 506,144 SH   DFND 1.3 0 506,144 0
GAP INC COM 364760108 640 35,581 SH   DFND 1 35,581 0 0
GAP INC COM 364760108 3,481 193,677 SH   DFND 1,2,3 0 193,677 0
GENERAC HLDGS INC COM 368736104 100 1,446 SH   DFND 1.3 0 1,446 0
GENERAL ELECTRIC CO COM 369604103 10,556 1,005,219 SH   DFND 1 1,002,217 0 3,002
GENERAL ELECTRIC CO COM 369604103 22,197 2,113,928 SH   DFND 1,2,3 0 2,113,928 0
GENERAL ELECTRIC CO COM 369604103 1,911 182,085 SH   DFND 1.3 0 182,085 0
GENERAL MLS INC COM 370334104 3,903 74,335 SH   DFND 1 74,042 0 293
GENERAL MLS INC COM 370334104 654 12,450 SH   DFND 1.3 0 12,450 0
GENERAL MTRS CO COM 37045V100 1,083 28,100 SH   DFND 1 0 0 28,100
GENERAL MTRS CO COM 37045V100 4,884 126,754 SH   DFND 1.3 0 126,754 0
GENTEX CORP COM 371901109 1,603 65,149 SH   DFND 1.3 0 65,149 0
GENUINE PARTS CO COM 372460105 3,486 33,654 SH   DFND 1 28,354 0 5,300
GILEAD SCIENCES INC COM 375558103 10,282 152,193 SH   DFND 1 138,474 0 13,719
GILEAD SCIENCES INC COM 375558103 17,798 263,437 SH   DFND 1,2,3 0 263,437 0
GILEAD SCIENCES INC COM 375558103 3,336 49,384 SH   DFND 1.3 0 49,384 0
GLOBAL PMTS INC COM 37940X102 2,682 16,750 SH   DFND 1 16,750 0 0
GODADDY INC CL A 380237107 7,319 104,342 SH   DFND 1 104,342 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 25 1,640 SH   DFND 1 0 0 1,640
GOODYEAR TIRE & RUBR CO COM 382550101 479 31,292 SH   DFND 1.3 0 31,292 0
GRACE W R & CO DEL NEW COM 38388F108 166 2,176 SH   DFND 1.3 0 2,176 0
GRAINGER W W INC COM 384802104 1,429 5,328 SH   DFND 1 5,328 0 0
GRAINGER W W INC COM 384802104 431 1,607 SH   DFND 1.3 0 1,607 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 7,848 171,858 SH   DFND 1.3 0 171,858 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 782 22,053 SH   DFND 1.3 0 22,053 0
GRUBHUB INC COM 400110102 2,046 26,235 SH   DFND 1 26,235 0 0
HCA HEALTHCARE INC COM 40412C101 4,747 35,125 SH   DFND 1 28,325 0 6,800
HCA HEALTHCARE INC COM 40412C101 41,806 309,284 SH   DFND 1.3 0 309,284 0
HCP INC COM 40414L109 1,220 38,167 SH   DFND 1 38,167 0 0
HCP INC COM 40414L109 736 23,007 SH   DFND 1.3 0 23,007 0
HD SUPPLY HLDGS INC COM 40416M105 1,292 32,056 SH   DFND 1 14,356 0 17,700
HD SUPPLY HLDGS INC COM 40416M105 2,873 71,315 SH   DFND 1.3 0 71,315 0
HP INC COM 40434L105 2,677 128,713 SH   DFND 1 128,713 0 0
HP INC COM 40434L105 18,585 893,894 SH   DFND 1.3 0 893,894 0
HALLIBURTON CO COM 406216101 4,812 211,607 SH   DFND 1.3 0 211,607 0
HANESBRANDS INC COM 410345102 576 33,490 SH   DFND 1 33,490 0 0
HARLEY DAVIDSON INC COM 412822108 1,415 39,484 SH   DFND 1 39,484 0 0
HARRIS CORP DEL COM 413875105 10,081 53,305 SH   DFND 1.3 0 53,305 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,420 25,479 SH   DFND 1 25,479 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,409 43,229 SH   DFND 1.3 0 43,229 0
HASBRO INC COM 418056107 1,693 16,023 SH   DFND 1 16,023 0 0
HEALTHCARE RLTY TR COM 421946104 899 28,709 SH   DFND 1.3 0 28,709 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 297 10,820 SH   DFND 1.3 0 10,820 0
HELMERICH & PAYNE INC COM 423452101 1,426 28,178 SH   DFND 1.3 0 28,178 0
HENRY JACK & ASSOC INC COM 426281101 1,259 9,400 SH   DFND 1.3 0 9,400 0
HERSHEY CO COM 427866108 4,543 33,894 SH   DFND 1 26,594 0 7,300
HERSHEY CO COM 427866108 11,835 88,300 SH   DFND 1.3 0 88,300 0
HESS CORP COM 42809H107 35 549 SH   DFND 1 0 0 549
HESS CORP COM 42809H107 665 10,463 SH   DFND 1.3 0 10,463 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,956 130,917 SH   DFND 1 130,917 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 766 51,270 SH   DFND 1.3 0 51,270 0
HEXCEL CORP NEW COM 428291108 1,852 22,903 SH   DFND 1.3 0 22,903 0
HIGHWOODS PPTYS INC COM 431284108 9,715 235,214 SH   DFND 1.3 0 235,214 0
HILL ROM HLDGS INC COM 431475102 1,350 12,900 SH   DFND 1.3 0 12,900 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,745 58,772 SH   DFND 1 58,772 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 256 9,285 SH   DFND 1.3 0 9,285 0
HOLLYFRONTIER CORP COM 436106108 4,953 107,008 SH   DFND 1 107,008 0 0
HOLLYFRONTIER CORP COM 436106108 3,956 85,503 SH   DFND 1.3 0 85,503 0
HOLOGIC INC COM 436440101 1,700 35,417 SH   DFND 1 35,417 0 0
HOME DEPOT INC COM 437076102 30,265 145,525 SH   DFND 1 145,324 0 201
HOME DEPOT INC COM 437076102 27,816 133,748 SH   DFND 1.3 0 133,748 0
HONEYWELL INTL INC COM 438516106 16,093 92,175 SH   DFND 1.3 0 92,175 0
HOST HOTELS & RESORTS INC COM 44107P104 2,341 128,497 SH   DFND 1 128,497 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,397 131,558 SH   DFND 1.3 0 131,558 0
HUBBELL INC COM 443510607 1,695 13,000 SH   DFND 1 0 0 13,000
HUBSPOT INC COM 443573100 661 3,878 SH   DFND 1.3 0 3,878 0
HUMANA INC COM 444859102 3,721 14,025 SH   DFND 1 13,964 0 61
HUMANA INC COM 444859102 315 1,184 SH   DFND 1.3 0 1,184 0
HUNT J B TRANS SVCS INC COM 445658107 716 7,839 SH   DFND 1 7,839 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,108 80,193 SH   DFND 1 80,193 0 0
HUNTSMAN CORP COM 447011107 1,451 71,004 SH   DFND 1.3 0 71,004 0
IAC INTERACTIVECORP COM 44919P508 15,082 69,334 SH   DFND 1 0 0 69,334
IAA INC COM 449253103 506 13,038 SH   DFND 1.3 0 13,038 0
IPG PHOTONICS CORP COM 44980X109 1,435 9,300 SH   DFND 1 9,300 0 0
IPG PHOTONICS CORP COM 44980X109 7,404 48,000 SH   DFND 1.3 0 48,000 0
IDACORP INC COM 451107106 795 7,917 SH   DFND 1.3 0 7,917 0
IDEX CORP COM 45167R104 2,452 14,249 SH   DFND 1 14,249 0 0
IDEX CORP COM 45167R104 4,479 26,024 SH   DFND 1.3 0 26,024 0
IDEXX LABS INC COM 45168D104 4,066 14,766 SH   DFND 1 13,266 0 1,500
IDEXX LABS INC COM 45168D104 19,674 71,460 SH   DFND 1.3 0 71,460 0
ILLINOIS TOOL WKS INC COM 452308109 7,902 52,393 SH   DFND 1 52,393 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,683 11,160 SH   DFND 1.3 0 11,160 0
ILLUMINA INC COM 452327109 8,134 22,096 SH   DFND 1 22,096 0 0
ILLUMINA INC COM 452327109 1,050 2,853 SH   DFND 1.3 0 2,853 0
INCYTE CORP COM 45337C102 1,716 20,197 SH   DFND 1 20,197 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 9,304 446,878 SH   DFND 1.3 0 446,878 0
INGREDION INC COM 457187102 891 10,798 SH   DFND 1 10,798 0 0
INGREDION INC COM 457187102 2,766 33,525 SH   DFND 1.3 0 33,525 0
INSPERITY INC COM 45778Q107 753 6,165 SH   DFND 1.3 0 6,165 0
INTEL CORP COM 458140100 22,975 479,941 SH   DFND 1 457,082 2,100 20,759
INTEL CORP COM 458140100 17,855 372,983 SH   DFND 1,2,3 0 372,983 0
INTEL CORP COM 458140100 13,847 289,286 SH   DFND 1.3 0 289,286 0
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INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,830 114,379 SH   DFND 1.3 0 114,379 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,340 82,240 SH   DFND 1 81,868 0 372
INTERNATIONAL BUSINESS MACHS COM 459200101 14,470 104,929 SH   DFND 1,2,3 0 104,929 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,939 14,058 SH   DFND 1.3 0 14,058 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,080 21,231 SH   DFND 1 21,231 0 0
INTL PAPER CO COM 460146103 2,730 63,030 SH   DFND 1 63,030 0 0
INTL PAPER CO COM 460146103 4,483 103,465 SH   DFND 1.3 0 103,465 0
INTERPUBLIC GROUP COS INC COM 460690100 1,443 63,877 SH   DFND 1 61,877 2,000 0
INTERPUBLIC GROUP COS INC COM 460690100 10,384 459,688 SH   DFND 1.3 0 459,688 0
INTUIT COM 461202103 35,728 136,716 SH   DFND 1 55,927 175 80,614
INTUIT COM 461202103 94,911 363,180 SH   DFND 1.3 0 363,180 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,131 17,409 SH   DFND 1 17,353 0 56
INTUITIVE SURGICAL INC COM NEW 46120E602 11,261 21,468 SH   DFND 1.3 0 21,468 0
INVITATION HOMES INC COM 46187W107 315 11,783 SH   DFND 1.3 0 11,783 0
IQVIA HLDGS INC COM 46266C105 5,944 36,941 SH   DFND 1 36,941 0 0
IQIYI INC SPONSORED ADS 46267X108 262 12,700 SH   DFND 1.3 0 12,700 0
IRON MTN INC NEW COM 46284V101 1,036 33,094 SH   DFND 1 33,094 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,231 11,284 SH   DFND 3 0 0 11,284
ISHARES TR MSCI INDIA ETF 46429B598 2,150 60,900 SH   DFND 1 0 0 60,900
ISHARES TR MSCI CHINA ETF 46429B671 948 15,941 SH   DFND 1 0 0 15,941
ISHARES TR USA MOMENTUM FCT 46432F396 1,839 15,504 SH   DFND 1 0 0 15,504
ISHARES INC CORE MSCI EMKT 46434G103 1,741 33,844 SH   DFND 1 0 0 33,844
JBG SMITH PPTYS COM 46590V100 232 5,898 SH   DFND 1.3 0 5,898 0
JPMORGAN CHASE & CO COM 46625H100 42,017 375,832 SH   DFND 1 364,522 600 10,710
JPMORGAN CHASE & CO COM 46625H100 23,588 210,989 SH   DFND 1,2,3 0 210,989 0
JPMORGAN CHASE & CO COM 46625H100 20,214 180,798 SH   DFND 1.3 0 180,798 0
JABIL INC COM 466313103 2,986 94,499 SH   DFND 1.3 0 94,499 0
JD COM INC SPON ADR CL A 47215P106 1,545 51,000 SH   DFND 1.3 0 51,000 0
JOHNSON & JOHNSON COM 478160104 1,713 12,300 SH   DFND 1 0 0 12,300
JOHNSON & JOHNSON COM 478160104 13,107 94,100 SH   DFND 1,2,3 0 94,100 0
JOHNSON & JOHNSON COM 478160104 32,918 236,341 SH   DFND 1.3 0 236,341 0
JONES LANG LASALLE INC COM 48020Q107 1,081 7,688 SH   DFND 1 7,688 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,324 950,000 SH   DFND 1.3 0 0 0
JUNIPER NETWORKS INC COM 48203R104 17 644 SH   DFND 1 0 0 644
JUNIPER NETWORKS INC COM 48203R104 293 10,998 SH   DFND 1.3 0 10,998 0
KAR AUCTION SVCS INC COM 48238T109 326 13,038 SH   DFND 1.3 0 13,038 0
KLA-TENCOR CORP COM 482480100 1,928 16,306 SH   DFND 1 9,892 0 6,414
KLA-TENCOR CORP COM 482480100 21,029 177,908 SH   DFND 1.3 0 177,908 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,606 13,182 SH   DFND 1 13,182 0 0
KEYCORP NEW COM 493267108 2,240 126,226 SH   DFND 1 119,777 0 6,449
KEYCORP NEW COM 493267108 2,191 123,391 SH   DFND 1.3 0 123,391 0
KILROY RLTY CORP COM 49427F108 289 3,922 SH   DFND 1.3 0 3,922 0
KIMBERLY CLARK CORP COM 494368103 438 3,290 SH   DFND 1 0 0 3,290
KIMBERLY CLARK CORP COM 494368103 11,954 89,702 SH   DFND 1.3 0 89,702 0
KIMCO RLTY CORP COM 49446R109 242 13,129 SH   DFND 1 13,129 0 0
KIMCO RLTY CORP COM 49446R109 9,895 535,485 SH   DFND 1.3 0 535,485 0
KINROSS GOLD CORP COM 496902404 1,978 509,806 SH   DFND 1 500,779 0 9,027
KINROSS GOLD CORP COM 496902404 664 171,243 SH   DFND 1.3 0 171,243 0
KINROSS GOLD CORP COM 496902404 1,552 400,000 SH   DFND 2 0 0 400,000
KIRKLAND LAKE GOLD LTD COM 49741E100 962 22,418 SH   DFND 1.3 0 22,418 0
KOHLS CORP COM 500255104 1,502 31,582 SH   DFND 1 31,582 0 0
KONTOOR BRANDS INC COM 50050N103 4 152 SH   DFND 1 0 0 152
KONTOOR BRANDS INC COM 50050N103 618 22,062 SH   DFND 1.3 0 22,062 0
KRAFT HEINZ CO COM 500754106 6,970 224,529 SH   DFND 1 224,319 0 210
KRAFT HEINZ CO COM 500754106 190 6,093 SH   DFND 1.3 0 6,093 0
KROGER CO COM 501044101 2,018 92,949 SH   DFND 1 92,949 0 0
KROGER CO COM 501044101 297 13,674 SH   DFND 1.3 0 13,674 0
L BRANDS INC COM 501797104 793 30,381 SH   DFND 1 30,381 0 0
LKQ CORP COM 501889208 2,886 108,449 SH   DFND 1 108,449 0 0
LPL FINL HLDGS INC COM 50212V100 1,808 22,162 SH   DFND 1.3 0 22,162 0
L3 TECHNOLOGIES INC COM 502413107 19 79 SH   DFND 1 0 0 79
L3 TECHNOLOGIES INC COM 502413107 388 1,582 SH   DFND 1.3 0 1,582 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,495 8,646 SH   DFND 1 8,646 0 0
LAM RESEARCH CORP COM 512807108 4,510 24,008 SH   DFND 1 24,008 0 0
LAM RESEARCH CORP COM 512807108 4,774 25,414 SH   DFND 1.3 0 25,414 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,203 14,905 SH   DFND 1.3 0 14,905 0
LAMB WESTON HLDGS INC COM 513272104 17,911 282,678 SH   DFND 1.3 0 282,678 0
LANCASTER COLONY CORP COM 513847103 149 1,000 SH   DFND 1.3 0 1,000 0
LAS VEGAS SANDS CORP COM 517834107 19,012 321,755 SH   DFND 1,2,3 0 321,755 0
LAS VEGAS SANDS CORP COM 517834107 5,983 101,253 SH   DFND 1.3 0 101,253 0
LAUDER ESTEE COS INC CL A 518439104 6,124 33,445 SH   DFND 1 33,105 340 0
LAUDER ESTEE COS INC CL A 518439104 28,641 156,410 SH   DFND 1.3 0 156,410 0
LEAR CORP COM NEW 521865204 2,629 18,876 SH   DFND 1 18,876 0 0
LEAR CORP COM NEW 521865204 9,413 67,587 SH   DFND 1.3 0 67,587 0
LENNAR CORP CL A 526057104 1,703 35,134 SH   DFND 1 35,134 0 0
LENNOX INTL INC COM 526107107 1,448 5,265 SH   DFND 1 5,265 0 0
LEXINGTON REALTY TRUST COM 529043101 23,741 2,522,965 SH   DFND 1.3 0 2,522,965 0
LIBERTY PPTY TR SH BEN INT 531172104 412 8,231 SH   DFND 1.3 0 8,231 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 508 13,430 SH   DFND 1.3 0 13,430 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,437 90,493 SH   DFND 1 90,493 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,700 45,443 SH   DFND 1 45,443 0 0
LIFE STORAGE INC COM 53223X107 8,277 87,051 SH   DFND 1.3 0 87,051 0
LILLY ELI & CO COM 532457108 12,044 108,715 SH   DFND 1 108,253 0 462
LILLY ELI & CO COM 532457108 24,628 222,290 SH   DFND 1.3 0 222,290 0
LINCOLN NATL CORP IND COM 534187109 1,960 30,425 SH   DFND 1 30,425 0 0
LINCOLN NATL CORP IND COM 534187109 1,330 20,632 SH   DFND 1.3 0 20,632 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,408 51,449 SH   DFND 1 50,538 0 911
LIVE NATION ENTERTAINMENT IN COM 538034109 1,137 17,166 SH   DFND 1.3 0 17,166 0
LIVERAMP HLDGS INC COM 53815P108 723 14,898 SH   DFND 1.3 0 14,898 0
LOWES COS INC COM 548661107 11,965 118,577 SH   DFND 1 104,684 300 13,593
LOWES COS INC COM 548661107 13,901 137,754 SH   DFND 1.3 0 137,754 0
LULULEMON ATHLETICA INC COM 550021109 3,116 17,289 SH   DFND 1 17,289 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 3,014 2,600,000 SH   DFND 1 0 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 48,578 41,900,000 SH   DFND 1.3 0 0 0
M & T BK CORP COM 55261F104 2,062 12,126 SH   DFND 1 12,126 0 0
MGIC INVT CORP WIS COM 552848103 1,848 140,684 SH   DFND 1.3 0 140,684 0
MSA SAFETY INC COM 553498106 1,536 14,576 SH   DFND 1.3 0 14,576 0
MSCI INC COM 55354G100 4,717 19,756 SH   DFND 1 19,756 0 0
MACERICH CO COM 554382101 190 5,680 SH   DFND 1.3 0 5,680 0
MACYS INC COM 55616P104 1,034 48,145 SH   DFND 1 48,145 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 264 4,121 SH   DFND 1.3 0 4,121 0
MAGNA INTL INC COM 559222401 6,117 123,084 SH   DFND 1.3 0 123,084 0
MANHATTAN ASSOCS INC COM 562750109 652 9,400 SH   DFND 1.3 0 9,400 0
MANPOWERGROUP INC COM 56418H100 548 5,679 SH   DFND 1 5,679 0 0
MANPOWERGROUP INC COM 56418H100 3,014 31,189 SH   DFND 1.3 0 31,189 0
MANULIFE FINL CORP COM 56501R106 4,406 242,320 SH   DFND 1 242,320 0 0
MANULIFE FINL CORP COM 56501R106 5,989 329,445 SH   DFND 1.3 0 329,445 0
MARATHON OIL CORP COM 565849106 2,052 144,381 SH   DFND 1.3 0 144,381 0
MARATHON PETE CORP COM 56585A102 11 200 SH   DFND 1 0 0 200
MARATHON PETE CORP COM 56585A102 8,938 159,945 SH   DFND 1.3 0 159,945 0
MARSH & MCLENNAN COS INC COM 571748102 38,405 385,016 SH   DFND 1 73,716 0 311,300
MARRIOTT INTL INC NEW CL A 571903202 8,608 61,361 SH   DFND 1 61,361 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,226 15,865 SH   DFND 1.3 0 15,865 0
MASCO CORP COM 574599106 1,063 27,066 SH   DFND 1 27,066 0 0
MASIMO CORP COM 574795100 2,587 17,380 SH   DFND 1.3 0 17,380 0
MASTERCARD INC CL A 57636Q104 554 2,095 SH   DFND 1 0 0 2,095
MASTERCARD INC CL A 57636Q104 78,455 296,583 SH   DFND 1.3 0 296,583 0
MATCH GROUP INC COM 57665R106 12,504 185,880 SH   DFND 1 172,161 0 13,719
MATCH GROUP INC COM 57665R106 56,181 835,150 SH   DFND 1.3 0 835,150 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,193 36,662 SH   DFND 1 21,662 0 15,000
MAXIM INTEGRATED PRODS INC COM 57772K101 28,564 477,492 SH   DFND 1.3 0 477,492 0
MCCORMICK & CO INC COM NON VTG 579780206 44,825 289,176 SH   DFND 1 96,539 0 192,637
MCCORMICK & CO INC COM NON VTG 579780206 57,078 368,218 SH   DFND 1.3 0 368,218 0
MCDONALDS CORP COM 580135101 19,792 95,312 SH   DFND 1 94,198 400 714
MCDONALDS CORP COM 580135101 26,205 126,193 SH   DFND 1,2,3 0 126,193 0
MCDONALDS CORP COM 580135101 11,089 53,400 SH   DFND 1.3 0 53,400 0
MCKESSON CORP COM 58155Q103 5,980 44,502 SH   DFND 1.3 0 44,502 0
MEDICAL PPTYS TRUST INC COM 58463J304 24,805 1,422,314 SH   DFND 1.3 0 1,422,314 0
MERCADOLIBRE INC COM 58733R102 4,591 7,505 SH   DFND 1 7,505 0 0
MERCK & CO INC COM 58933Y105 26,691 318,311 SH   DFND 1 289,571 1,000 27,740
MERCK & CO INC COM 58933Y105 25,845 308,221 SH   DFND 1,2,3 0 308,221 0
MERCK & CO INC COM 58933Y105 100,179 1,194,765 SH   DFND 1.3 0 1,194,765 0
METHANEX CORP COM 59151K108 892 19,614 SH   DFND 1.3 0 19,614 0
METLIFE INC COM 59156R108 5,947 119,725 SH   DFND 1 110,205 1,320 8,200
METLIFE INC COM 59156R108 13,163 265,026 SH   DFND 1.3 0 265,026 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,018 4,783 SH   DFND 1 4,783 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 18,927 22,532 SH   DFND 1.3 0 22,532 0
MICROSOFT CORP COM 594918104 195,851 1,462,017 SH   DFND 1 1,038,978 875 422,164
MICROSOFT CORP COM 594918104 50,124 374,179 SH   DFND 1,2,3 0 374,179 0
MICROSOFT CORP COM 594918104 460,703 3,439,099 SH   DFND 1.3 0 3,439,099 0
MICRON TECHNOLOGY INC COM 595112103 16 403 SH   DFND 1 0 0 403
MICRON TECHNOLOGY INC COM 595112103 322 8,338 SH   DFND 1.3 0 8,338 0
MID AMER APT CMNTYS INC COM 59522J103 4,396 37,322 SH   DFND 1.3 0 37,322 0
MIDDLEBY CORP COM 596278101 963 7,092 SH   DFND 1 7,092 0 0
MILLER HERMAN INC COM 600544100 710 15,881 SH   DFND 1.3 0 15,881 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 343 36,900 SH   DFND 1.3 0 36,900 0
MOHAWK INDS INC COM 608190104 1,701 11,536 SH   DFND 1 11,536 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,121 55,732 SH   DFND 1.3 0 55,732 0
MONDELEZ INTL INC CL A 609207105 15,024 278,725 SH   DFND 1 261,432 0 17,293
MONDELEZ INTL INC CL A 609207105 30,783 571,120 SH   DFND 1.3 0 571,120 0
MONOLITHIC PWR SYS INC COM 609839105 163 1,200 SH   DFND 1.3 0 1,200 0
MONSTER BEVERAGE CORP NEW COM 61174X109 8,702 136,345 SH   DFND 1.3 0 136,345 0
MOODYS CORP COM 615369105 57,150 292,612 SH   DFND 1 130,740 0 161,872
MOODYS CORP COM 615369105 90,856 465,190 SH   DFND 1.3 0 465,190 0
MORGAN STANLEY COM NEW 617446448 10,750 245,376 SH   DFND 1 245,376 0 0
MORGAN STANLEY COM NEW 617446448 6,284 143,462 SH   DFND 1.3 0 143,462 0
MOSAIC CO NEW COM 61945C103 1,363 54,455 SH   DFND 1.3 0 54,455 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 756 4,533 SH   DFND 1 4,533 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,451 20,700 SH   DFND 1.3 0 20,700 0
NRG ENERGY INC COM NEW 629377508 2,126 60,529 SH   DFND 1.3 0 60,529 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,070 1,000,000 SH   DFND 1.3 0 0 0
NVR INC COM 62944T105 1,483 440 SH   DFND 1 440 0 0
NVR INC COM 62944T105 1,301 386 SH   DFND 1.3 0 386 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 1,278 1,200,000 SH   DFND 1 0 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 18,322 17,200,000 SH   DFND 1.3 0 0 0
NASDAQ INC COM 631103108 35,883 373,114 SH   DFND 1 170,617 0 202,497
NASDAQ INC COM 631103108 78,327 814,470 SH   DFND 1.3 0 814,470 0
NATIONAL FUEL GAS CO N J COM 636180101 538 10,200 SH   DFND 1 0 0 10,200
NATIONAL FUEL GAS CO N J COM 636180101 131 2,496 SH   DFND 1.3 0 2,496 0
NATIONAL HEALTH INVS INC COM 63633D104 7,126 91,324 SH   DFND 1.3 0 91,324 0
NATIONAL OILWELL VARCO INC COM 637071101 2,491 112,020 SH   DFND 1 112,020 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 24,486 461,914 SH   DFND 1.3 0 461,914 0
NETAPP INC COM 64110D104 1,683 27,275 SH   DFND 1 27,275 0 0
NETAPP INC COM 64110D104 2,771 44,903 SH   DFND 1.3 0 44,903 0
NETFLIX INC COM 64110L106 48 130 SH   DFND 1 0 0 130
NETFLIX INC COM 64110L106 1,804 4,911 SH   DFND 1.3 0 4,911 0
NETEASE INC SPONSORED ADR 64110W102 1,202 4,700 SH   DFND 1.3 0 4,700 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 17,712 183,385 SH   DFND 1.3 0 183,385 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,556 2,400,000 SH   DFND 1 0 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 37,059 34,800,000 SH   DFND 1.3 0 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 365 9,500 SH   DFND 1 0 0 9,500
NEWMONT GOLDCORP CORPORATION COM 651639106 9,468 246,108 SH   DFND 1.3 0 246,108 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,452 14,377 SH   DFND 1.3 0 14,377 0
NEXTERA ENERGY INC COM 65339F101 4,324 21,106 SH   DFND 1.3 0 21,106 0
NIKE INC CL B 654106103 14,657 174,592 SH   DFND 1 174,592 0 0
NIKE INC CL B 654106103 3,716 44,276 SH   DFND 1.3 0 44,276 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 162 3,800 SH   DFND 1.3 0 3,800 0
NOBLE ENERGY INC COM 655044105 3,844 171,593 SH   DFND 1 171,593 0 0
NORDSTROM INC COM 655664100 256 8,017 SH   DFND 1 8,017 0 0
NORFOLK SOUTHERN CORP COM 655844108 9,252 46,413 SH   DFND 1 46,413 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,406 27,125 SH   DFND 1.3 0 27,125 0
NORTHERN TR CORP COM 665859104 3,216 35,737 SH   DFND 1 32,637 0 3,100
NORTHERN TR CORP COM 665859104 8,613 95,700 SH   DFND 1,2,3 0 95,700 0
NORTHERN TR CORP COM 665859104 567 6,300 SH   DFND 1.3 0 6,300 0
NORTHWESTERN CORP COM NEW 668074305 157 2,175 SH   DFND 1.3 0 2,175 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,110 22,501 SH   DFND 1.3 0 22,501 0
NUCOR CORP COM 670346105 220 4,000 SH   DFND 1 0 0 4,000
NUCOR CORP COM 670346105 3,617 65,633 SH   DFND 1.3 0 65,633 0
NUTANIX INC NOTE 1/1 67059NAB4 2,143 2,300,000 SH   DFND 1 0 0 0
NUTANIX INC NOTE 1/1 67059NAB4 32,987 35,400,000 SH   DFND 1.3 0 0 0
NVIDIA CORP COM 67066G104 11,304 68,836 SH   DFND 1 68,616 0 220
NVIDIA CORP COM 67066G104 25,242 153,704 SH   DFND 1.3 0 153,704 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,355 2,100,000 SH   DFND 1 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 34,871 31,100,000 SH   DFND 1.3 0 0 0
NUTRIEN LTD COM 67077M108 640 11,969 SH   DFND 1 0 0 11,969
NUTRIEN LTD COM 67077M108 25,104 469,600 SH   DFND 1,2,3 0 469,600 0
NUTRIEN LTD COM 67077M108 3,875 72,482 SH   DFND 1.3 0 72,482 0
OGE ENERGY CORP COM 670837103 1,429 33,583 SH   DFND 1.3 0 33,583 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,221 11,428 SH   DFND 1 11,428 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,229 6,037 SH   DFND 1.3 0 6,037 0
OCCIDENTAL PETE CORP COM 674599105 10,153 201,946 SH   DFND 1 201,151 0 795
OCCIDENTAL PETE CORP COM 674599105 21,654 430,656 SH   DFND 1.3 0 430,656 0
OKTA INC CL A 679295105 5,784 46,830 SH   DFND 1 46,830 0 0
OLD NATL BANCORP IND COM 680033107 247 14,900 SH   DFND 1 0 0 14,900
OMNICOM GROUP INC COM 681919106 2,843 34,687 SH   DFND 1 29,887 0 4,800
OMNICOM GROUP INC COM 681919106 12,592 153,661 SH   DFND 1.3 0 153,661 0
OMEGA HEALTHCARE INVS INC COM 681936100 10,589 288,123 SH   DFND 1.3 0 288,123 0
OMNICELL INC COM 68213N109 1,684 19,583 SH   DFND 1.3 0 19,583 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 906 736,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,256 1,850,000 SH   DFND 1 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 34,632 28,400,000 SH   DFND 1.3 0 0 0
ONEOK INC NEW COM 682680103 4,559 66,259 SH   DFND 1.3 0 66,259 0
OPEN TEXT CORP COM 683715106 420 10,200 SH   DFND 1 0 0 10,200
ORACLE CORP COM 68389X105 14,429 253,285 SH   DFND 1 240,653 0 12,632
ORACLE CORP COM 68389X105 8,899 156,200 SH   DFND 1,2,3 0 156,200 0
ORACLE CORP COM 68389X105 5,619 98,641 SH   DFND 1.3 0 98,641 0
OUTFRONT MEDIA INC COM 69007J106 1,640 63,608 SH   DFND 1.3 0 63,608 0
OWENS CORNING NEW COM 690742101 1,068 18,365 SH   DFND 1 18,365 0 0
PBF ENERGY INC CL A 69318G106 832 26,586 SH   DFND 1.3 0 26,586 0
PNC FINL SVCS GROUP INC COM 693475105 10,534 76,726 SH   DFND 1 65,926 0 10,800
PNC FINL SVCS GROUP INC COM 693475105 20,049 146,044 SH   DFND 1,2,3 0 146,044 0
PNC FINL SVCS GROUP INC COM 693475105 24,554 178,860 SH   DFND 1.3 0 178,860 0
PPG INDS INC COM 693506107 6,452 55,283 SH   DFND 1 55,283 0 0
PPG INDS INC COM 693506107 2,132 18,268 SH   DFND 1.3 0 18,268 0
PPL CORP COM 69351T106 4,135 133,334 SH   DFND 1.3 0 133,334 0
PRA HEALTH SCIENCES INC COM 69354M108 10,846 109,384 SH   DFND 1 102,388 0 6,996
PRA HEALTH SCIENCES INC COM 69354M108 74,470 751,085 SH   DFND 1.3 0 751,085 0
PS BUSINESS PKS INC CALIF COM 69360J107 9,778 58,020 SH   DFND 1.3 0 58,020 0
PVH CORP COM 693656100 1,258 13,296 SH   DFND 1 13,296 0 0
PVH CORP COM 693656100 2,224 23,500 SH   DFND 1.3 0 23,500 0
PTC INC COM 69370C100 1,106 12,328 SH   DFND 1 12,328 0 0
PACCAR INC COM 693718108 3,672 51,239 SH   DFND 1 50,895 0 344
PACCAR INC COM 693718108 15,082 210,460 SH   DFND 1.3 0 210,460 0
PACKAGING CORP AMER COM 695156109 562 5,900 SH   DFND 1 0 0 5,900
PACKAGING CORP AMER COM 695156109 1,945 20,401 SH   DFND 1.3 0 20,401 0
PARKER HANNIFIN CORP COM 701094104 11,223 66,014 SH   DFND 1 66,014 0 0
PAYCHEX INC COM 704326107 560 6,800 SH   DFND 1 0 0 6,800
PAYCHEX INC COM 704326107 5,824 70,777 SH   DFND 1.3 0 70,777 0
PAYCOM SOFTWARE INC COM 70432V102 2,572 11,344 SH   DFND 1 11,344 0 0
PAYCOM SOFTWARE INC COM 70432V102 16,332 72,029 SH   DFND 1.3 0 72,029 0
PAYLOCITY HLDG CORP COM 70438V106 671 7,153 SH   DFND 1.3 0 7,153 0
PAYPAL HLDGS INC COM 70450Y103 15,950 139,358 SH   DFND 1 138,875 0 483
PAYPAL HLDGS INC COM 70450Y103 11,848 103,515 SH   DFND 1.3 0 103,515 0
PEMBINA PIPELINE CORP COM 706327103 12,572 337,884 SH   DFND 1 337,884 0 0
PEMBINA PIPELINE CORP COM 706327103 1,666 44,772 SH   DFND 1.3 0 44,772 0
PEPSICO INC COM 713448108 25,044 190,985 SH   DFND 1 180,478 420 10,087
PEPSICO INC COM 713448108 71,106 542,252 SH   DFND 1.3 0 542,252 0
PERKINELMER INC COM 714046109 2,033 21,092 SH   DFND 1 21,092 0 0
PERSPECTA INC COM 715347100 801 34,229 SH   DFND 1.3 0 34,229 0
PFIZER INC COM 717081103 29,973 691,922 SH   DFND 1 628,127 2,100 61,695
PFIZER INC COM 717081103 23,429 540,834 SH   DFND 1,2,3 0 540,834 0
PFIZER INC COM 717081103 99,572 2,298,543 SH   DFND 1.3 0 2,298,543 0
PHILLIPS 66 COM 718546104 15,179 162,274 SH   DFND 1 162,274 0 0
PHILLIPS 66 COM 718546104 20,483 218,974 SH   DFND 1.3 0 218,974 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,615 32,711 SH   DFND 1.3 0 32,711 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 17,060 855,958 SH   DFND 1.3 0 855,958 0
PINNACLE WEST CAP CORP COM 723484101 574 6,100 SH   DFND 1 0 0 6,100
PINNACLE WEST CAP CORP COM 723484101 538 5,720 SH   DFND 1.3 0 5,720 0
PIONEER NAT RES CO COM 723787107 40 263 SH   DFND 1 0 0 263
PIONEER NAT RES CO COM 723787107 789 5,129 SH   DFND 1.3 0 5,129 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 298 12,226 SH   DFND 1.3 0 12,226 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 6,117 245,000 SH   DFND 1.3 0 245,000 0
POLARIS INDS INC COM 731068102 741 8,117 SH   DFND 1 8,117 0 0
POLYONE CORP COM 73179P106 884 28,171 SH   DFND 1.3 0 28,171 0
POPULAR INC COM NEW 733174700 1,503 27,715 SH   DFND 1.3 0 27,715 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,936 4,315,000 SH   DFND 1 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 74,910 65,481,000 SH   DFND 1.3 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,590 27,464 SH   DFND 1 27,464 0 0
PROASSURANCE CORP COM 74267C106 531 14,700 SH   DFND 1 0 0 14,700
PROCTER AND GAMBLE CO COM 742718109 31,844 290,426 SH   DFND 1 272,807 420 17,199
PROCTER AND GAMBLE CO COM 742718109 23,643 215,612 SH   DFND 1,2,3 0 215,612 0
PROCTER AND GAMBLE CO COM 742718109 59,249 540,351 SH   DFND 1.3 0 540,351 0
PROGRESSIVE CORP OHIO COM 743315103 6,565 82,139 SH   DFND 1 82,139 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,493 18,675 SH   DFND 1.3 0 18,675 0
PROLOGIS INC COM 74340W103 11,860 148,061 SH   DFND 1 148,061 0 0
PROLOGIS INC COM 74340W103 45,725 570,840 SH   DFND 1.3 0 570,840 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 2,008 2,000,000 SH   DFND 1 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 27,367 27,265,000 SH   DFND 1.3 0 0 0
PRUDENTIAL FINL INC COM 744320102 8,475 83,907 SH   DFND 1 77,262 0 6,645
PRUDENTIAL FINL INC COM 744320102 30,639 303,361 SH   DFND 1.3 0 303,361 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 36 617 SH   DFND 1 0 0 617
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3,313 56,331 SH   DFND 1.3 0 56,331 0
PUBLIC STORAGE COM 74460D109 15,314 64,304 SH   DFND 1.3 0 64,304 0
PULTE GROUP INC COM 745867101 829 26,209 SH   DFND 1 26,209 0 0
PULTE GROUP INC COM 745867101 7,686 243,053 SH   DFND 1.3 0 243,053 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1,237 1,285,000 SH   DFND 1.3 0 0 0
QIWI PLC SPON ADR REP B 74735M108 470 24,000 SH   DFND 1.3 0 24,000 0
QIWI PLC SPON ADR REP B 74735M108 2,838 145,000 SH   DFND 2 0 0 145,000
QORVO INC COM 74736K101 1,189 17,843 SH   DFND 1 17,843 0 0
QUALCOMM INC COM 747525103 48 625 SH   DFND 1 0 0 625
QUALCOMM INC COM 747525103 18,922 248,745 SH   DFND 1,2,3 0 248,745 0
QUALCOMM INC COM 747525103 2,096 27,562 SH   DFND 1.3 0 27,562 0
QUEST DIAGNOSTICS INC COM 74834L100 707 6,949 SH   DFND 1 849 0 6,100
QUEST DIAGNOSTICS INC COM 74834L100 10,202 100,200 SH   DFND 1,2,3 0 100,200 0
QUEST DIAGNOSTICS INC COM 74834L100 662 6,500 SH   DFND 1.3 0 6,500 0
RLI CORP COM 749607107 1,457 17,000 SH   DFND 1.3 0 17,000 0
RLJ LODGING TR COM 74965L101 160 8,993 SH   DFND 1.3 0 8,993 0
RH COM 74967X103 10,349 89,526 SH   DFND 1 83,322 0 6,204
RH COM 74967X103 41,889 362,361 SH   DFND 1.3 0 362,361 0
RADIAN GROUP INC COM 750236101 196 8,538 SH   DFND 1.3 0 8,538 0
RALPH LAUREN CORP CL A 751212101 526 4,627 SH   DFND 1 4,627 0 0
RALPH LAUREN CORP CL A 751212101 6,370 56,065 SH   DFND 1.3 0 56,065 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,485 17,569 SH   DFND 1 17,569 0 0
REALPAGE INC COM 75606N109 647 11,000 SH   DFND 1.3 0 11,000 0
REALTY INCOME CORP COM 756109104 3,065 44,438 SH   DFND 1 44,438 0 0
REALTY INCOME CORP COM 756109104 859 12,461 SH   DFND 1.3 0 12,461 0
RED HAT INC COM 756577102 3,045 16,217 SH   DFND 1 16,217 0 0
REGAL BELOIT CORP COM 758750103 2,999 36,698 SH   DFND 1.3 0 36,698 0
REGENCY CTRS CORP COM 758849103 940 14,087 SH   DFND 1 14,087 0 0
REGENCY CTRS CORP COM 758849103 1,256 18,825 SH   DFND 1.3 0 18,825 0
REGENERON PHARMACEUTICALS COM 75886F107 2,340 7,479 SH   DFND 1 7,479 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,563 104,654 SH   DFND 1 104,654 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,434 162,917 SH   DFND 1.3 0 162,917 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 593 3,800 SH   DFND 1 0 0 3,800
REINSURANCE GRP OF AMERICA I COM NEW 759351604 2,448 15,689 SH   DFND 1.3 0 15,689 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 367 3,886 SH   DFND 1.3 0 3,886 0
REPUBLIC SVCS INC COM 760759100 3,871 44,676 SH   DFND 1 40,176 0 4,500
RESMED INC COM 761152107 2,120 17,374 SH   DFND 1 17,374 0 0
RESMED INC COM 761152107 18,963 155,387 SH   DFND 1.3 0 155,387 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 17 763 SH   DFND 1.3 0 763 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,683 38,581 SH   DFND 1 38,581 0 0
RETAIL PPTYS AMER INC CL A 76131V202 930 79,084 SH   DFND 1.3 0 79,084 0
ROBERT HALF INTL INC COM 770323103 994 17,441 SH   DFND 1 17,441 0 0
ROBERT HALF INTL INC COM 770323103 5,245 91,986 SH   DFND 1.3 0 91,986 0
ROCKWELL AUTOMATION INC COM 773903109 5,228 31,910 SH   DFND 1 31,910 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,986 55,789 SH   DFND 1 55,789 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,293 61,518 SH   DFND 1.3 0 61,518 0
ROPER TECHNOLOGIES INC COM 776696106 8,694 23,737 SH   DFND 1 23,737 0 0
ROSS STORES INC COM 778296103 6,009 60,622 SH   DFND 1 60,622 0 0
ROSS STORES INC COM 778296103 11,230 113,292 SH   DFND 1.3 0 113,292 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,442 207,072 SH   DFND 1 202,472 0 4,600
ROYAL BK CDA MONTREAL QUE COM 780087102 2,335 29,409 SH   DFND 1.3 0 29,409 0
S&P GLOBAL INC COM 78409V104 68,105 298,979 SH   DFND 1 151,857 0 147,122
S&P GLOBAL INC COM 78409V104 154,058 676,317 SH   DFND 1.3 0 676,317 0
SEI INVESTMENTS CO COM 784117103 72 1,274 SH   DFND 1 1,274 0 0
SL GREEN RLTY CORP COM 78440X101 503 6,252 SH   DFND 1 6,068 0 184
SL GREEN RLTY CORP COM 78440X101 1,220 15,181 SH   DFND 1.3 0 15,181 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,926 33,426 SH   DFND 1 33,426 0 0
SVB FINL GROUP COM 78486Q101 1,769 7,877 SH   DFND 1 7,769 0 108
SVB FINL GROUP COM 78486Q101 458 2,040 SH   DFND 1.3 0 2,040 0
SABRA HEALTH CARE REIT INC COM 78573L106 195 9,892 SH   DFND 1.3 0 9,892 0
SABRE CORP COM 78573M104 1,128 50,819 SH   DFND 1.3 0 50,819 0
SALESFORCE COM INC COM 79466L302 19,376 127,704 SH   DFND 1 127,425 0 279
SALESFORCE COM INC COM 79466L302 803 5,288 SH   DFND 1.3 0 5,288 0
HENRY SCHEIN INC COM 806407102 687 9,818 SH   DFND 1 9,818 0 0
SCHLUMBERGER LTD COM 806857108 13,378 336,606 SH   DFND 1 307,564 0 29,042
SCHLUMBERGER LTD COM 806857108 17,453 439,173 SH   DFND 1,2,3 0 439,173 0
SCHLUMBERGER LTD COM 806857108 1,836 46,218 SH   DFND 1.3 0 46,218 0
THE CHARLES SCHWAB CORPORATI COM 808513105 7,580 188,620 SH   DFND 1 188,620 0 0
SEATTLE GENETICS INC COM 812578102 964 13,930 SH   DFND 1 13,930 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 108 13,068 SH   DFND 1.3 0 13,068 0
SERVICENOW INC COM 81762P102 8,984 32,720 SH   DFND 1 30,920 0 1,800
SERVICENOW INC COM 81762P102 29,738 108,311 SH   DFND 1.3 0 108,311 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,913 142,959 SH   DFND 1 105,159 0 37,800
SHAW COMMUNICATIONS INC CL B CONV 82028K200 17,015 834,877 SH   DFND 1,2,3 0 834,877 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,168 57,298 SH   DFND 1.3 0 57,298 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,481 71,501 SH   DFND 1.3 0 71,501 0
SHERWIN WILLIAMS CO COM 824348106 11,010 24,024 SH   DFND 1 24,024 0 0
SHERWIN WILLIAMS CO COM 824348106 4,247 9,269 SH   DFND 1.3 0 9,269 0
SHOPIFY INC CL A 82509L107 9,571 31,887 SH   DFND 1 31,887 0 0
SILICON LABORATORIES INC COM 826919102 165 1,600 SH   DFND 1.3 0 1,600 0
SILGAN HOLDINGS INC COM 827048109 165 5,400 SH   DFND 1.3 0 5,400 0
SIMON PPTY GROUP INC NEW COM 828806109 8,046 50,360 SH   DFND 1 46,761 0 3,599
SIMON PPTY GROUP INC NEW COM 828806109 75,782 474,345 SH   DFND 1.3 0 474,345 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,604 29,902 SH   DFND 1.3 0 29,902 0
SIRIUS XM HLDGS INC COM 82968B103 3,204 574,231 SH   DFND 1 574,231 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,559 20,167 SH   DFND 1 20,167 0 0
SMITH A O CORP COM 831865209 784 16,623 SH   DFND 1 16,623 0 0
SMUCKER J M CO COM NEW 832696405 1,693 14,693 SH   DFND 1 14,693 0 0
SMUCKER J M CO COM NEW 832696405 3,648 31,669 SH   DFND 1.3 0 31,669 0
SNAP ON INC COM 833034101 20,974 126,628 SH   DFND 1 54,168 0 72,460
SNAP ON INC COM 833034101 40,371 243,720 SH   DFND 1.3 0 243,720 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 29,049 465,074 SH   DFND 1 278,593 0 186,481
SOLAREDGE TECHNOLOGIES INC COM 83417M104 125,514 2,009,511 SH   DFND 1.3 0 2,009,511 80,041
SONOCO PRODS CO COM 835495102 157 2,400 SH   DFND 1.3 0 2,400 0
SOUTHERN CO COM 842587107 208 3,760 SH   DFND 1.3 0 3,760 0
SOUTHWEST AIRLS CO COM 844741108 1,555 30,617 SH   DFND 1 30,617 0 0
SOUTHWEST AIRLS CO COM 844741108 1,022 20,123 SH   DFND 1.3 0 20,123 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,714 119,376 SH   DFND 1 119,376 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 640 7,871 SH   DFND 1.3 0 7,871 0
SPIRE INC COM 84857L101 839 10,000 SH   DFND 1 0 0 10,000
SPLUNK INC COM 848637104 3,264 25,957 SH   DFND 1 25,957 0 0
SPRINT CORPORATION COM 85207U105 1,031 156,963 SH   DFND 1 156,963 0 0
SQUARE INC CL A 852234103 4,206 57,983 SH   DFND 1 57,983 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,554 1,300,000 SH   DFND 1.3 0 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,166 28,806 SH   DFND 1 28,806 0 0
STARBUCKS CORP COM 855244109 14,301 170,589 SH   DFND 1 168,748 0 1,841
STARBUCKS CORP COM 855244109 9,943 118,608 SH   DFND 1.3 0 118,608 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,373 2,335,000 SH   DFND 1 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 28,318 27,865,000 SH   DFND 1.3 0 0 0
STATE STR CORP COM 857477103 3,158 56,333 SH   DFND 1 56,333 0 0
STEEL DYNAMICS INC COM 858119100 2,100 69,515 SH   DFND 1 69,515 0 0
STORE CAP CORP COM 862121100 2,235 67,317 SH   DFND 1.3 0 67,317 0
STRYKER CORP COM 863667101 35 168 SH   DFND 1 0 0 168
STRYKER CORP COM 863667101 647 3,149 SH   DFND 1.3 0 3,149 0
SUN CMNTYS INC COM 866674104 24,115 188,118 SH   DFND 1.3 0 188,118 0
SUN LIFE FINL INC COM 866796105 1,553 37,540 SH   DFND 1 37,540 0 0
SUN LIFE FINL INC COM 866796105 72 1,738 SH   DFND 1.3 0 1,738 0
SUNTRUST BKS INC COM 867914103 3,973 63,208 SH   DFND 1 63,208 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 2,463 2,525,000 SH   DFND 1 0 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 35,280 36,175,000 SH   DFND 1.3 0 0 0
SURGERY PARTNERS INC COM 86881A100 781 95,970 SH   DFND 1 89,724 0 6,246
SURGERY PARTNERS INC COM 86881A100 3,511 431,361 SH   DFND 1.3 0 431,361 0
SYMANTEC CORP COM 871503108 1,029 47,272 SH   DFND 1 47,272 0 0
SYNOPSYS INC COM 871607107 254 1,976 SH   DFND 1 1,976 0 0
SYNOPSYS INC COM 871607107 1,013 7,873 SH   DFND 1.3 0 7,873 0
SYNCHRONY FINL COM 87165B103 3,309 95,443 SH   DFND 1 91,667 0 3,776
SYNCHRONY FINL COM 87165B103 5,279 152,301 SH   DFND 1.3 0 152,301 0
SYSCO CORP COM 871829107 5,744 81,231 SH   DFND 1 81,231 0 0
SYSCO CORP COM 871829107 10,658 150,712 SH   DFND 1.3 0 150,712 0
TD AMERITRADE HLDG CORP COM 87236Y108 131 2,628 SH   DFND 1.3 0 2,628 0
TJX COS INC NEW COM 872540109 11,073 209,411 SH   DFND 1 209,050 0 361
TJX COS INC NEW COM 872540109 9,122 172,507 SH   DFND 1.3 0 172,507 0
T MOBILE US INC COM 872590104 4,922 66,387 SH   DFND 1 64,917 0 1,470
T MOBILE US INC COM 872590104 3,831 51,675 SH   DFND 1.3 0 51,675 0
TABLEAU SOFTWARE INC CL A 87336U105 1,298 7,818 SH   DFND 1 7,818 0 0
TABLEAU SOFTWARE INC CL A 87336U105 2,766 16,659 SH   DFND 1.3 0 16,659 0
TABULA RASA HEALTHCARE INC COM 873379101 3,462 69,334 SH   DFND 1 64,474 0 4,860
TABULA RASA HEALTHCARE INC COM 873379101 29,462 590,080 SH   DFND 1.3 0 590,080 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,427 38,997 SH   DFND 1 38,997 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 451 3,971 SH   DFND 1.3 0 3,971 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 980 25,700 SH   DFND 1.3 0 25,700 0
TAPESTRY INC COM 876030107 1,207 38,058 SH   DFND 1 38,058 0 0
TAPESTRY INC COM 876030107 2,010 63,357 SH   DFND 1.3 0 63,357 0
TARGET CORP COM 87612E106 22,842 263,739 SH   DFND 1.3 0 263,739 0
TECH DATA CORP COM 878237106 1,165 11,138 SH   DFND 1.3 0 11,138 0
TECK RESOURCES LTD CL B 878742204 4,733 205,260 SH   DFND 1 205,260 0 0
TECK RESOURCES LTD CL B 878742204 2,885 125,073 SH   DFND 1.3 0 125,073 0
TELEDYNE TECHNOLOGIES INC COM 879360105 100 363 SH   DFND 1.3 0 363 0
TELEFLEX INC COM 879369106 1,684 5,088 SH   DFND 1 5,088 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,660 54,617 SH   DFND 1.3 0 54,617 0
TELUS CORP COM 87971M103 4,524 122,576 SH   DFND 1 122,576 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 673 32,586 SH   DFND 1.3 0 32,586 0
TERRENO RLTY CORP COM 88146M101 992 20,229 SH   DFND 1.3 0 20,229 0
TESLA INC COM 88160R101 4,664 20,872 SH   DFND 1 20,814 0 58
TESLA INC COM 88160R101 1,360 6,088 SH   DFND 1.3 0 6,088 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 1,601 173,451 SH   DFND 1 173,451 0 0
TETRA TECH INC NEW COM 88162G103 83 1,060 SH   DFND 1.3 0 1,060 0
TEXAS INSTRS INC COM 882508104 15,204 132,488 SH   DFND 1 123,368 0 9,120
TEXAS INSTRS INC COM 882508104 89,246 777,678 SH   DFND 1.3 0 777,678 0
THERMO FISHER SCIENTIFIC INC COM 883556102 79,072 269,244 SH   DFND 1 149,932 0 119,312
THERMO FISHER SCIENTIFIC INC COM 883556102 210,928 718,226 SH   DFND 1.3 0 718,226 0
THOMSON REUTERS CORP COM NEW 884903709 3,176 49,266 SH   DFND 1 49,266 0 0
THOMSON REUTERS CORP COM NEW 884903709 3,653 56,674 SH   DFND 1.3 0 56,674 0
3M CO COM 88579Y101 13,693 78,994 SH   DFND 1 73,893 0 5,101
3M CO COM 88579Y101 12,937 74,634 SH   DFND 1,2,3 0 74,634 0
3M CO COM 88579Y101 1,661 9,580 SH   DFND 1.3 0 9,580 0
TIFFANY & CO NEW COM 886547108 2,164 23,113 SH   DFND 1 23,113 0 0
TIFFANY & CO NEW COM 886547108 3,605 38,500 SH   DFND 1.3 0 38,500 0
TIMKEN CO COM 887389104 1,507 29,340 SH   DFND 1.3 0 29,340 0
TOLL BROTHERS INC COM 889478103 1,392 38,000 SH   DFND 1.3 0 38,000 0
TORCHMARK CORP COM 891027104 936 10,458 SH   DFND 1.3 0 10,458 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,233 243,882 SH   DFND 1 234,082 0 9,800
TORONTO DOMINION BK ONT COM NEW 891160509 40,569 695,159 SH   DFND 1.3 0 695,159 0
TOTAL SYS SVCS INC COM 891906109 7,925 61,786 SH   DFND 1.3 0 61,786 0
TRACTOR SUPPLY CO COM 892356106 2,365 21,739 SH   DFND 1 21,739 0 0
TRACTOR SUPPLY CO COM 892356106 3,276 30,115 SH   DFND 1.3 0 30,115 0
TRANSUNION COM 89400J107 4,550 61,899 SH   DFND 1 61,899 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,479 36,645 SH   DFND 1 36,645 0 0
TRIBUNE MEDIA CO CL A 896047503 1,411 30,506 SH   DFND 1.3 0 30,506 0
TRINET GROUP INC COM 896288107 1,519 22,406 SH   DFND 1.3 0 22,406 0
TRIPADVISOR INC COM 896945201 4,245 91,699 SH   DFND 1 91,699 0 0
TRIPADVISOR INC COM 896945201 501 10,834 SH   DFND 1.3 0 10,834 0
TWILIO INC CL A 90138F102 6,546 48,004 SH   DFND 1 48,004 0 0
TWITTER INC COM 90184L102 8,554 245,117 SH   DFND 1 245,117 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,672 1,717,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 64 5,100 SH   DFND 1.3 0 5,100 0
2U INC COM 90214J101 2,974 79,000 SH   DFND 1.3 0 79,000 0
TYSON FOODS INC CL A 902494103 379 4,700 SH   DFND 1 0 0 4,700
TYSON FOODS INC CL A 902494103 33,533 415,313 SH   DFND 1.3 0 415,313 0
UDR INC COM 902653104 492 10,959 SH   DFND 1.3 0 10,959 0
US BANCORP DEL COM NEW 902973304 12,236 233,510 SH   DFND 1 217,210 1,300 15,000
US BANCORP DEL COM NEW 902973304 19,910 379,944 SH   DFND 1.3 0 379,944 0
ULTA BEAUTY INC COM 90384S303 30,777 88,724 SH   DFND 1 35,205 0 53,519
ULTA BEAUTY INC COM 90384S303 61,312 176,746 SH   DFND 1.3 0 176,746 0
UNDER ARMOUR INC CL C 904311206 1,270 57,179 SH   DFND 1 57,179 0 0
UNION PACIFIC CORP COM 907818108 16,868 99,741 SH   DFND 1 95,989 0 3,752
UNION PACIFIC CORP COM 907818108 33,775 199,726 SH   DFND 1.3 0 199,726 0
UNITED CONTL HLDGS INC COM 910047109 1,033 11,803 SH   DFND 1.3 0 11,803 0
UNITED PARCEL SERVICE INC CL B 911312106 496 4,800 SH   DFND 1 0 0 4,800
UNITED RENTALS INC COM 911363109 2,237 16,872 SH   DFND 1 16,567 305 0
UNITED RENTALS INC COM 911363109 768 5,791 SH   DFND 1.3 0 5,791 0
UNITED TECHNOLOGIES CORP COM 913017109 192 1,478 SH   DFND 1 0 0 1,478
UNITED TECHNOLOGIES CORP COM 913017109 7,576 58,185 SH   DFND 1.3 0 58,185 0
UNITEDHEALTH GROUP INC COM 91324P102 87,672 359,292 SH   DFND 1 213,295 0 145,997
UNITEDHEALTH GROUP INC COM 91324P102 267,786 1,097,440 SH   DFND 1.3 0 1,097,440 0
UNUM GROUP COM 91529Y106 253 7,545 SH   DFND 1 7,545 0 0
UNUM GROUP COM 91529Y106 3,015 89,872 SH   DFND 1.3 0 89,872 0
V F CORP COM 918204108 93 1,068 SH   DFND 1 0 0 1,068
V F CORP COM 918204108 11,611 132,922 SH   DFND 1.3 0 132,922 0
VEON LTD SPONSORED ADR 91822M106 1,680 600,000 SH   DFND 2 0 0 600,000
VAIL RESORTS INC COM 91879Q109 1,828 8,187 SH   DFND 1 8,187 0 0
VALERO ENERGY CORP NEW COM 91913Y100 93 1,084 SH   DFND 1 0 0 1,084
VALERO ENERGY CORP NEW COM 91913Y100 16,152 188,670 SH   DFND 1.3 0 188,670 0
VALVOLINE INC COM 92047W101 201 10,300 SH   DFND 1.3 0 10,300 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,829 27,375 SH   DFND 3 0 0 27,375
VARIAN MED SYS INC COM 92220P105 817 6,006 SH   DFND 1 6,006 0 0
VEEVA SYS INC CL A COM 922475108 4,023 24,821 SH   DFND 1 24,821 0 0
VEEVA SYS INC CL A COM 922475108 6,999 43,178 SH   DFND 1.3 0 43,178 0
VENTAS INC COM 92276F100 2,423 35,452 SH   DFND 1 35,452 0 0
VENTAS INC COM 92276F100 41,406 605,788 SH   DFND 1.3 0 605,788 0
VEREIT INC COM 92339V100 6,487 720,058 SH   DFND 1.3 0 720,058 0
VERISIGN INC COM 92343E102 12,196 58,308 SH   DFND 1 56,408 0 1,900
VERISIGN INC COM 92343E102 5,821 27,830 SH   DFND 1.3 0 27,830 0
VERIZON COMMUNICATIONS INC COM 92343V104 27,494 481,267 SH   DFND 1 437,285 1,130 42,852
VERIZON COMMUNICATIONS INC COM 92343V104 13,541 237,017 SH   DFND 1,2,3 0 237,017 0
VERIZON COMMUNICATIONS INC COM 92343V104 47,372 829,190 SH   DFND 1.3 0 829,190 0
VERISK ANALYTICS INC COM 92345Y106 5,143 35,115 SH   DFND 1 35,115 0 0
VERISK ANALYTICS INC COM 92345Y106 291 1,991 SH   DFND 1.3 0 1,991 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,671 36,377 SH   DFND 1 36,251 0 126
VERTEX PHARMACEUTICALS INC COM 92532F100 434 2,366 SH   DFND 1.3 0 2,366 0
VIACOM INC NEW CL B 92553P201 812 27,180 SH   DFND 1 27,180 0 0
VIACOM INC NEW CL B 92553P201 8,979 300,593 SH   DFND 1.3 0 300,593 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,256 1,070,000 SH   DFND 1.3 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 321 37,200 SH   DFND 1.3 0 37,200 0
VISA INC COM CL A 92826C839 104,107 599,864 SH   DFND 1 364,692 0 235,172
VISA INC COM CL A 92826C839 240,025 1,383,035 SH   DFND 1.3 0 1,383,035 0
VMWARE INC CL A COM 928563402 2,734 16,354 SH   DFND 1 16,354 0 0
VMWARE INC CL A COM 928563402 11,969 71,578 SH   DFND 1.3 0 71,578 0
VORNADO RLTY TR SH BEN INT 929042109 572 8,934 SH   DFND 1 8,934 0 0
VORNADO RLTY TR SH BEN INT 929042109 501 7,823 SH   DFND 1.3 0 7,823 0
VOYA FINL INC COM 929089100 1,536 27,764 SH   DFND 1 27,764 0 0
VULCAN MATLS CO COM 929160109 3,125 22,756 SH   DFND 1 22,756 0 0
VULCAN MATLS CO COM 929160109 459 3,341 SH   DFND 1.3 0 3,341 0
WABCO HLDGS INC COM 92927K102 741 5,592 SH   DFND 1 5,592 0 0
W P CAREY INC COM 92936U109 5,875 72,386 SH   DFND 1.3 0 72,386 0
WEC ENERGY GROUP INC COM 92939U106 478 5,732 SH   DFND 1.3 0 5,732 0
WABTEC CORP COM 929740108 1,674 23,335 SH   DFND 1 23,335 0 0
WABTEC CORP COM 929740108 1,089 15,175 SH   DFND 1,2,3 0 15,175 0
WABTEC CORP COM 929740108 88 1,219 SH   DFND 1.3 0 1,219 0
WALMART INC COM 931142103 982 8,891 SH   DFND 1 0 0 8,891
WALMART INC COM 931142103 33,932 307,100 SH   DFND 1,2,3 0 307,100 0
WALMART INC COM 931142103 26,019 235,491 SH   DFND 1.3 0 235,491 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,607 102,552 SH   DFND 1 102,022 0 530
WALGREENS BOOTS ALLIANCE INC COM 931427108 556 10,177 SH   DFND 1.3 0 10,177 0
WASTE MGMT INC DEL COM 94106L109 8,343 72,316 SH   DFND 1 72,316 0 0
WASTE MGMT INC DEL COM 94106L109 10,364 89,825 SH   DFND 1.3 0 89,825 0
WATERS CORP COM 941848103 2,275 10,571 SH   DFND 1 10,571 0 0
WEIBO CORP SPONSORED ADR 948596101 174 4,000 SH   DFND 1.3 0 4,000 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 7,788 283,999 SH   DFND 1.3 0 283,999 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,259 4,414 SH   DFND 1 4,414 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,711 9,508 SH   DFND 1.3 0 9,508 0
WELLS FARGO CO NEW COM 949746101 1,169 24,700 SH   DFND 1 0 0 24,700
WELLS FARGO CO NEW COM 949746101 3,297 69,658 SH   DFND 1.3 0 69,658 0
WELLTOWER INC COM 95040Q104 5,460 66,967 SH   DFND 1 59,967 0 7,000
WELLTOWER INC COM 95040Q104 13,189 161,778 SH   DFND 1.3 0 161,778 0
WESCO INTL INC COM 95082P105 731 14,434 SH   DFND 1.3 0 14,434 0
WESTERN DIGITAL CORP COM 958102105 2,139 44,994 SH   DFND 1 44,994 0 0
WESTROCK CO COM 96145D105 2,224 60,976 SH   DFND 1 60,976 0 0
WEYERHAEUSER CO COM 962166104 901 34,200 SH   DFND 1 0 0 34,200
WEYERHAEUSER CO COM 962166104 13,053 495,545 SH   DFND 1,2,3 0 495,545 0
WEYERHAEUSER CO COM 962166104 826 31,367 SH   DFND 1.3 0 31,367 0
WHEATON PRECIOUS METALS CORP COM 962879102 3,740 154,653 SH   DFND 1 154,653 0 0
WHIRLPOOL CORP COM 963320106 1,602 11,254 SH   DFND 1 11,254 0 0
WORKDAY INC CL A 98138H101 5,973 29,056 SH   DFND 1 29,056 0 0
WORLDPAY INC CL A 981558109 15,460 126,157 SH   DFND 1 74,104 0 52,053
WORLDPAY INC CL A 981558109 23,377 190,752 SH   DFND 1.3 0 190,752 0
WYNDHAM DESTINATIONS INC COM 98310W108 820 18,680 SH   DFND 1.3 0 18,680 0
XPO LOGISTICS INC COM 983793100 1,478 25,576 SH   DFND 1 25,576 0 0
XCEL ENERGY INC COM 98389B100 1,120 18,839 SH   DFND 1.3 0 18,839 0
XILINX INC COM 983919101 3,643 30,888 SH   DFND 1 30,888 0 0
XILINX INC COM 983919101 1,600 13,567 SH   DFND 1.3 0 13,567 0
XEROX CORP COM NEW 984121608 289 8,176 SH   DFND 1 8,176 0 0
XEROX CORP COM NEW 984121608 809 22,848 SH   DFND 1.3 0 22,848 0
XYLEM INC COM 98419M100 2,870 34,299 SH   DFND 1 34,299 0 0
XYLEM INC COM 98419M100 6,273 75,000 SH   DFND 1.3 0 75,000 0
YY INC SPONSORED ADS A 98426T106 2,349 33,700 SH   DFND 1.3 0 33,700 0
YUM BRANDS INC COM 988498101 7,490 67,673 SH   DFND 1 63,873 0 3,800
YUM BRANDS INC COM 988498101 16,609 150,082 SH   DFND 1.3 0 150,082 0
ZAYO GROUP HLDGS INC COM 98919V105 1,525 46,339 SH   DFND 1 46,339 0 0
ZAYO GROUP HLDGS INC COM 98919V105 3,525 107,140 SH   DFND 1.3 0 107,140 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,357 6,474 SH   DFND 1 6,474 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,406 11,481 SH   DFND 1.3 0 11,481 0
ZILLOW GROUP INC CL C CAP STK 98954M200 4,522 97,492 SH   DFND 1 97,492 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,575 30,369 SH   DFND 1 30,369 0 0
ZIONS BANCORPORATION N A COM 989701107 857 18,645 SH   DFND 1.3 0 18,645 0
ZOETIS INC CL A 98978V103 9,149 80,618 SH   DFND 1 80,618 0 0
ARCO PLATFORM LTD COM CL A G04553106 11,032 252,000 SH   DFND 1.3 0 252,000 0
ASSURED GUARANTY LTD COM G0585R106 1,212 28,788 SH   DFND 1.3 0 28,788 0
ATHENE HLDG LTD CL A G0684D107 1,900 44,126 SH   DFND 1.3 0 44,126 0
AXALTA COATING SYS LTD COM G0750C108 2,153 72,347 SH   DFND 1 72,347 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,194 65,990 SH   DFND 1 65,726 0 264
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,095 130,409 SH   DFND 1.3 0 130,409 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 468 24,690 SH   DFND 1.3 0 24,690 0
BUNGE LIMITED COM G16962105 1,070 19,206 SH   DFND 1 19,206 0 0
BUNGE LIMITED COM G16962105 11,532 206,994 SH   DFND 1,2,3 0 206,994 0
BUNGE LIMITED COM G16962105 590 10,591 SH   DFND 1.3 0 10,591 0
CAPRI HOLDINGS LIMITED SHS G1890L107 568 16,384 SH   DFND 1 16,384 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 815 23,500 SH   DFND 1.3 0 23,500 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 8,963 2,055,766 SH   DFND 1,3,4 0 2,055,766 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 174 40,000 SH   DFND 4 0 0 40,000
CREDICORP LTD COM G2519Y108 1,488 6,500 SH   DFND 1.3 0 6,500 0
ESSENT GROUP LTD COM G3198U102 1,763 37,497 SH   DFND 1.3 0 37,497 0
EVEREST RE GROUP LTD COM G3223R108 1,234 4,993 SH   DFND 1 4,993 0 0
IHS MARKIT LTD SHS G47567105 8,229 129,155 SH   DFND 1 129,155 0 0
IHS MARKIT LTD SHS G47567105 2,134 33,496 SH   DFND 1.3 0 33,496 0
INVESCO LTD SHS G491BT108 623 30,488 SH   DFND 1 30,488 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 9,348 174,315 SH   DFND 1.3 0 174,315 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 11,964 307,000 SH   DFND 1.3 0 307,000 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 143 804 SH   DFND 1 804 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 712 3,999 SH   DFND 1.3 0 3,999 0
SINA CORP ORD G81477104 190 4,400 SH   DFND 1.3 0 4,400 0
WHITE MTNS INS GROUP LTD COM G9618E107 109 107 SH   DFND 1.3 0 107 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,677 38,580 SH   DFND 1 38,580 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,123 34,013 SH   DFND 1.3 0 34,013 0
FLEX LTD ORD Y2573F102 401 41,892 SH   DFND 1 41,892 0 0