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 6,265 119,750 SH   DFND 1 81,216 0 38,534
AFLAC INC COM 001055102 10,876 207,888 SH   DFND 1.3 0 207,888 0
AGNC INVT CORP COM 00123Q104 193 11,997 SH   DFND 1 11,997 0 0
AES CORP COM 00130H105 4,650 284,567 SH   DFND 1.3 0 284,567 0
AT&T INC COM 00206R102 30,655 810,086 SH   DFND 1 805,829 0 4,257
AT&T INC COM 00206R102 13,009 343,808 SH   DFND 1.3 0 343,808 0
ABBOTT LABS COM 002824100 21,250 253,988 SH   DFND 1 252,114 0 1,874
ABBOTT LABS COM 002824100 29,857 356,834 SH   DFND 1.3 0 356,834 0
ABBVIE INC COM 00287Y109 12,311 162,597 SH   DFND 1 160,973 0 1,624
ABBVIE INC COM 00287Y109 23,086 304,888 SH   DFND 1.3 0 304,888 0
ABIOMED INC COM 003654100 1,717 9,651 SH   DFND 1 9,651 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,120 172,342 SH   DFND 1 164,642 0 7,700
ACUITY BRANDS INC COM 00508Y102 510 3,788 SH   DFND 1 3,788 0 0
ADOBE INC COM 00724F101 78,420 283,873 SH   DFND 1 152,506 100 131,267
ADOBE INC COM 00724F101 202,264 732,181 SH   DFND 1.3 0 732,181 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,850 11,190 SH   DFND 1 11,190 0 0
AECOM COM 00766T100 16 423 SH   DFND 1.3 0 423 0
ADVANCED MICRO DEVICES INC COM 007903107 3,936 135,766 SH   DFND 1 135,766 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,905 50,970 SH   DFND 1 50,970 0 0
AGNICO EAGLE MINES LTD COM 008474108 407 7,587 SH   DFND 1.3 0 7,587 0
AIR PRODS & CHEMS INC COM 009158106 11,982 54,009 SH   DFND 1 50,800 0 3,209
AIR PRODS & CHEMS INC COM 009158106 30,129 135,800 SH   DFND 1.3 0 135,800 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,180 67,629 SH   DFND 1 67,629 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,779 19,467 SH   DFND 1.3 0 19,467 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,003 4,360,000 SH   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 67,680 58,980,000 SH   DFND 1.3 0 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,191 33,698 SH   DFND 1 33,698 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,823 28,818 SH   DFND 1 28,818 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 152 11,100 SH   DFND 1.3 0 11,100 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,340 97,709 SH   DFND 1,2,3 0 97,709 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 35,722 213,608 SH   DFND 1.3 0 213,608 0
ALIGN TECHNOLOGY INC COM 016255101 2,577 14,246 SH   DFND 1 14,246 0 0
ALIGN TECHNOLOGY INC COM 016255101 695 3,840 SH   DFND 1.3 0 3,840 0
ALLEGHANY CORP DEL COM 017175100 1,364 1,710 SH   DFND 1 1,710 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,879 61,198 SH   DFND 1.3 0 61,198 0
ALLSTATE CORP COM 020002101 4,964 45,673 SH   DFND 1 44,251 0 1,422
ALLSTATE CORP COM 020002101 2,466 22,687 SH   DFND 1.3 0 22,687 0
ALLY FINL INC COM 02005N100 2,492 75,157 SH   DFND 1 70,065 0 5,092
ALLY FINL INC COM 02005N100 2,861 86,311 SH   DFND 1.3 0 86,311 0
ALPHABET INC CAP STK CL C 02079K107 12,929 10,607 SH   DFND 1 4,393 0 6,214
ALPHABET INC CAP STK CL C 02079K107 72,652 59,599 SH   DFND 1.3 0 59,599 0
ALPHABET INC CAP STK CL A 02079K305 71,428 58,493 SH   DFND 1 23,236 0 35,257
ALPHABET INC CAP STK CL A 02079K305 208,276 170,558 SH   DFND 1.3 0 170,558 0
ALTICE USA INC CL A 02156K103 1,709 59,601 SH   DFND 1 59,601 0 0
ALTICE USA INC CL A 02156K103 3,022 105,369 SH   DFND 1.3 0 105,369 0
AMAZON COM INC COM 023135106 82,421 47,480 SH   DFND 1 18,005 0 29,475
AMAZON COM INC COM 023135106 265,907 153,181 SH   DFND 1.3 0 153,181 0
AMEDISYS INC COM 023436108 2,637 20,123 SH   DFND 1.3 0 20,123 0
AMEREN CORP COM 023608102 7,619 95,178 SH   DFND 1.3 0 95,178 0
AMERICAN ELEC PWR CO INC COM 025537101 14,289 152,510 SH   DFND 1,2,3 0 152,510 0
AMERICAN ELEC PWR CO INC COM 025537101 16,922 180,612 SH   DFND 1.3 0 180,612 0
AMERICAN EXPRESS CO COM 025816109 13,159 111,252 SH   DFND 1 111,252 0 0
AMERICAN EXPRESS CO COM 025816109 604 5,103 SH   DFND 1.3 0 5,103 0
AMERICAN TOWER CORP NEW COM 03027X100 14,182 64,133 SH   DFND 1.3 0 64,133 0
AMERICAN WTR WKS CO INC NEW COM 030420103 166 1,334 SH   DFND 1.3 0 1,334 0
AMERISOURCEBERGEN CORP COM 03073E105 1,372 16,657 SH   DFND 1 13,057 300 3,300
AMERISOURCEBERGEN CORP COM 03073E105 2,591 31,474 SH   DFND 1.3 0 31,474 0
AMERIPRISE FINL INC COM 03076C106 3,460 23,521 SH   DFND 1 23,521 0 0
AMERIPRISE FINL INC COM 03076C106 6,285 42,723 SH   DFND 1.3 0 42,723 0
AMETEK INC NEW COM 031100100 2,763 30,085 SH   DFND 1.3 0 30,085 0
AMGEN INC COM 031162100 12,953 66,935 SH   DFND 1 66,935 0 0
AMGEN INC COM 031162100 5,846 30,208 SH   DFND 1.3 0 30,208 0
AMPHENOL CORP NEW CL A 032095101 2,162 22,400 SH   DFND 1.3 0 22,400 0
ANALOG DEVICES INC COM 032654105 7,529 67,385 SH   DFND 1 67,385 0 0
ANNALY CAP MGMT INC COM 035710409 2,783 316,320 SH   DFND 1 312,080 0 4,240
ANNALY CAP MGMT INC COM 035710409 9,077 1,031,503 SH   DFND 1.3 0 1,031,503 0
ANSYS INC COM 03662Q105 903 4,081 SH   DFND 1 4,081 0 0
ANTHEM INC COM 036752103 50,237 209,237 SH   DFND 1 90,394 0 118,843
ANTHEM INC COM 036752103 124,484 518,469 SH   DFND 1.3 0 518,469 0
APACHE CORP COM 037411105 5,257 205,312 SH   DFND 1 205,312 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 24,629 472,363 SH   DFND 1.3 0 472,363 0
APPLE INC COM 037833100 103,228 460,902 SH   DFND 1 445,226 360 15,316
APPLE INC COM 037833100 30,360 135,554 SH   DFND 1,2,3 0 135,554 0
APPLE INC COM 037833100 154,977 691,959 SH   DFND 1.3 0 691,959 0
APPLIED MATLS INC COM 038222105 7,590 152,108 SH   DFND 1 134,108 0 18,000
APPLIED MATLS INC COM 038222105 499 9,997 SH   DFND 1.3 0 9,997 0
APTARGROUP INC COM 038336103 170 1,441 SH   DFND 1.3 0 1,441 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,775 140,631 SH   DFND 1 140,631 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 2,706 2,564,000 SH   DFND 1 0 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 33,086 31,350,000 SH   DFND 1.3 0 0 0
ARISTA NETWORKS INC COM 040413106 2,651 11,097 SH   DFND 1 11,097 0 0
ASSURANT INC COM 04621X108 111 885 SH   DFND 1 885 0 0
ATMOS ENERGY CORP COM 049560105 957 8,400 SH   DFND 1 0 0 8,400
AUTODESK INC COM 052769106 5,292 35,827 SH   DFND 1 35,827 0 0
AUTODESK INC COM 052769106 1,349 9,130 SH   DFND 1.3 0 9,130 0
AUTOHOME INC SP ADR RP CL A 05278C107 291 3,500 SH   DFND 1.3 0 3,500 0
AUTOLIV INC COM 052800109 2,420 30,677 SH   DFND 1 30,677 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,915 42,831 SH   DFND 1 35,431 0 7,400
AUTOZONE INC COM 053332102 4,033 3,719 SH   DFND 1 3,361 0 358
AUTOZONE INC COM 053332102 9,429 8,693 SH   DFND 1.3 0 8,693 0
AVALONBAY CMNTYS INC COM 053484101 6,988 32,449 SH   DFND 1 32,449 0 0
AVALONBAY CMNTYS INC COM 053484101 571 2,650 SH   DFND 1.3 0 2,650 0
AVERY DENNISON CORP COM 053611109 2,246 19,780 SH   DFND 1 19,780 0 0
AVERY DENNISON CORP COM 053611109 1,400 12,321 SH   DFND 1.3 0 12,321 0
AXA EQUITABLE HLDGS INC COM 054561105 1,434 64,703 SH   DFND 1 64,703 0 0
AXA EQUITABLE HLDGS INC COM 054561105 1,511 68,167 SH   DFND 1.3 0 68,167 0
BB&T CORP COM 054937107 6,247 117,050 SH   DFND 1 117,050 0 0
BCE INC COM NEW 05534B760 5,484 113,278 SH   DFND 1 113,278 0 0
BCE INC COM NEW 05534B760 32 669 SH   DFND 1.3 0 669 0
BAIDU INC SPON ADR REP A 056752108 2,502 24,349 SH   DFND 1.3 0 24,349 0
BAKER HUGHES A GE CO CL A 05722G100 4,680 201,766 SH   DFND 1 201,766 0 0
BALCHEM CORP COM 057665200 79 800 SH   DFND 1.3 0 800 0
BALL CORP COM 058498106 4,365 59,952 SH   DFND 1 59,952 0 0
BALL CORP COM 058498106 616 8,465 SH   DFND 1.3 0 8,465 0
BANCO MACRO SA SPON ADR B 05961W105 60 2,300 SH   DFND 1.3 0 2,300 0
BANK AMER CORP COM 060505104 31,707 1,086,928 SH   DFND 1 1,067,057 2,400 17,471
BANK AMER CORP COM 060505104 36,692 1,257,912 SH   DFND 1.3 0 1,257,912 0
BANK MONTREAL QUE COM 063671101 5,071 68,760 SH   DFND 1 61,558 0 7,202
BANK MONTREAL QUE COM 063671101 499 6,766 SH   DFND 1.3 0 6,766 0
BANK NEW YORK MELLON CORP COM 064058100 6,678 147,712 SH   DFND 1 123,712 0 24,000
BANK NEW YORK MELLON CORP COM 064058100 15,614 345,366 SH   DFND 1,2,3 0 345,366 0
BANK NEW YORK MELLON CORP COM 064058100 1,172 25,925 SH   DFND 1.3 0 25,925 0
BANK N S HALIFAX COM 064149107 8,417 148,065 SH   DFND 1 145,466 0 2,599
BANK N S HALIFAX COM 064149107 13,957 245,508 SH   DFND 1.3 0 245,508 0
BAOZUN INC SPONSORED ADR 06684L103 141 3,300 SH   DFND 1.3 0 3,300 0
BAUSCH HEALTH COS INC COM 071734107 1,542 70,555 SH   DFND 1.3 0 70,555 0
BAXTER INTL INC COM 071813109 7,067 80,788 SH   DFND 1 80,788 0 0
BAXTER INTL INC COM 071813109 12,880 147,246 SH   DFND 1.3 0 147,246 0
BECTON DICKINSON & CO COM 075887109 10,812 42,737 SH   DFND 1 42,737 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,273 10,400 SH   DFND 1 10,400 0 0
BERKLEY W R CORP COM 084423102 123 1,705 SH   DFND 1 0 0 1,705
BERKLEY W R CORP COM 084423102 9,587 132,716 SH   DFND 1.3 0 132,716 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,099 38,936 SH   DFND 1.3 0 38,936 0
BERRY GLOBAL GROUP INC COM 08579W103 760 19,353 SH   DFND 1.3 0 19,353 0
BEST BUY INC COM 086516101 4,221 61,190 SH   DFND 1 50,979 0 10,211
BEST BUY INC COM 086516101 6,232 90,338 SH   DFND 1.3 0 90,338 0
BIO RAD LABS INC CL A 090572207 1,431 4,300 SH   DFND 1.3 0 4,300 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,917 28,453 SH   DFND 1 28,453 0 0
BIOGEN INC COM 09062X103 5,061 21,743 SH   DFND 1 20,437 0 1,306
BIOGEN INC COM 09062X103 12,735 54,694 SH   DFND 1.3 0 54,694 0
BLACK HILLS CORP COM 092113109 52 682 SH   DFND 1.3 0 682 0
BLACKROCK INC COM 09247X101 1,204 2,702 SH   DFND 1 0 0 2,702
BLACKROCK INC COM 09247X101 263 591 SH   DFND 1.3 0 591 0
BLACKSTONE MTG TR INC COM CL A 09257W100 93 2,600 SH   DFND 1.3 0 2,600 0
BOEING CO COM 097023105 9,441 24,813 SH   DFND 1.3 0 24,813 0
BOOKING HLDGS INC COM 09857L108 77,218 39,345 SH   DFND 1 16,577 0 22,768
BOOKING HLDGS INC COM 09857L108 164,163 83,645 SH   DFND 1.3 0 83,645 3,131
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,929 69,398 SH   DFND 1.3 0 69,398 0
BORGWARNER INC COM 099724106 2,772 75,567 SH   DFND 1 74,243 0 1,324
BORGWARNER INC COM 099724106 780 21,293 SH   DFND 1.3 0 21,293 0
BOSTON PROPERTIES INC COM 101121101 4,283 33,035 SH   DFND 1 32,525 0 510
BOSTON PROPERTIES INC COM 101121101 3,794 29,254 SH   DFND 1.3 0 29,254 0
BOSTON SCIENTIFIC CORP COM 101137107 8,175 200,900 SH   DFND 1.3 0 200,900 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 8,612 568,436 SH   DFND 1.3 0 568,436 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,205 7,900 SH   DFND 1.3 0 7,900 0
BRIGHTHOUSE FINL INC COM 10922N103 913 22,557 SH   DFND 1 22,557 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,599 189,295 SH   DFND 1 187,795 1,500 0
BRISTOL MYERS SQUIBB CO COM 110122108 21,578 425,513 SH   DFND 1,2,3 0 425,513 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,563 30,827 SH   DFND 1.3 0 30,827 0
BRIXMOR PPTY GROUP INC COM 11120U105 26,054 1,284,132 SH   DFND 1.3 0 1,284,132 0
BROADCOM INC COM 11135F101 13,120 47,524 SH   DFND 1 47,524 0 0
BROADCOM INC COM 11135F101 2,377 8,611 SH   DFND 1.3 0 8,611 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8,084 152,257 SH   DFND 1 152,257 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,860 53,856 SH   DFND 1.3 0 53,856 0
BROWN & BROWN INC COM 115236101 22,513 624,330 SH   DFND 1 574,796 0 49,534
BROWN & BROWN INC COM 115236101 120,826 3,350,692 SH   DFND 1.3 0 3,350,692 0
BROWN FORMAN CORP CL B 115637209 3,966 63,157 SH   DFND 1 63,157 0 0
BRUKER CORP COM 116794108 3,472 79,000 SH   DFND 1.3 0 79,000 0
BURLINGTON STORES INC COM 122017106 2,359 11,806 SH   DFND 1 11,806 0 0
BURLINGTON STORES INC COM 122017106 3,536 17,700 SH   DFND 1.3 0 17,700 0
CBS CORP NEW CL B 124857202 1,709 42,325 SH   DFND 1 40,870 0 1,455
CBS CORP NEW CL B 124857202 1,299 32,169 SH   DFND 1.3 0 32,169 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,105 9,609 SH   DFND 1 9,609 0 0
CBRE GROUP INC CL A 12504L109 4,806 90,651 SH   DFND 1 86,667 0 3,984
CBRE GROUP INC CL A 12504L109 13,773 259,839 SH   DFND 1.3 0 259,839 0
CDW CORP COM 12514G108 3,813 30,938 SH   DFND 1.3 0 30,938 0
CF INDS HLDGS INC COM 125269100 3,766 76,541 SH   DFND 1 76,541 0 0
CGI INC CL A SUB VTG 12532H104 7,360 92,994 SH   DFND 1.3 0 92,994 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,044 12,316 SH   DFND 1 12,316 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 767 9,056 SH   DFND 1.3 0 9,056 0
CIGNA CORP NEW COM 125523100 26,095 171,919 SH   DFND 1 91,992 0 79,927
CIGNA CORP NEW COM 125523100 45,095 297,090 SH   DFND 1.3 0 297,090 0
CIT GROUP INC COM NEW 125581801 163 3,592 SH   DFND 1 3,014 0 578
CIT GROUP INC COM NEW 125581801 2,543 56,089 SH   DFND 1.3 0 56,089 0
CME GROUP INC COM 12572Q105 8,790 41,592 SH   DFND 1 39,966 0 1,626
CME GROUP INC COM 12572Q105 13,915 65,843 SH   DFND 1.3 0 65,843 0
CSX CORP COM 126408103 8,634 124,641 SH   DFND 1 124,641 0 0
CSX CORP COM 126408103 3,595 51,888 SH   DFND 1.3 0 51,888 0
CVR ENERGY INC COM 12662P108 261 5,936 SH   DFND 1.3 0 5,936 0
CVS HEALTH CORP COM 126650100 9,022 143,041 SH   DFND 1 143,041 0 0
CABLE ONE INC COM 12685J105 2,284 1,820 SH   DFND 1.3 0 1,820 0
CABOT OIL & GAS CORP COM 127097103 5,356 304,855 SH   DFND 1.3 0 304,855 0
CACI INTL INC CL A 127190304 3,252 14,062 SH   DFND 1.3 0 14,062 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,456 22,034 SH   DFND 1 18,602 0 3,432
CADENCE DESIGN SYSTEM INC COM 127387108 26,891 406,934 SH   DFND 1.3 0 406,934 0
CAESARS ENTMT CORP COM 127686103 13 1,100 SH   DFND 1.3 0 1,100 0
CAMDEN PPTY TR SH BEN INT 133131102 434 3,904 SH   DFND 1 3,081 0 823
CAMDEN PPTY TR SH BEN INT 133131102 1,616 14,557 SH   DFND 1.3 0 14,557 0
CAMPBELL SOUP CO COM 134429109 961 20,475 SH   DFND 1 20,475 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 3,960 90,059 SH   DFND 1.3 0 90,059 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,415 29,248 SH   DFND 1 26,911 0 2,337
CDN IMPERIAL BK COMM TORONTO COM 136069101 11,984 145,168 SH   DFND 1,2,3 0 145,168 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 11,563 140,048 SH   DFND 1.3 0 140,048 0
CANADIAN NATL RY CO COM 136375102 9,100 101,256 SH   DFND 1 101,256 0 0
CANADIAN NATL RY CO COM 136375102 1,432 15,932 SH   DFND 1.3 0 15,932 0
CANADIAN PAC RY LTD COM 13645T100 3,691 16,595 SH   DFND 1 16,433 0 162
CANADIAN PAC RY LTD COM 13645T100 2,257 10,149 SH   DFND 1.3 0 10,149 0
CAPITAL ONE FINL CORP COM 14040H105 7,809 85,837 SH   DFND 1 85,272 565 0
CARDINAL HEALTH INC COM 14149Y108 1,312 27,819 SH   DFND 1 27,819 0 0
CARDINAL HEALTH INC COM 14149Y108 996 21,114 SH   DFND 1.3 0 21,114 0
CARETRUST REIT INC COM 14174T107 10,594 450,685 SH   DFND 1.3 0 450,685 0
CARLISLE COS INC COM 142339100 67 459 SH   DFND 1.3 0 459 0
CARMAX INC COM 143130102 2,485 28,250 SH   DFND 1 28,250 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,606 82,478 SH   DFND 1 82,478 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 13,468 308,113 SH   DFND 1,2,3 0 308,113 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,618 82,760 SH   DFND 1.3 0 82,760 0
CASEYS GEN STORES INC COM 147528103 1,772 10,996 SH   DFND 1.3 0 10,996 0
CATERPILLAR INC DEL COM 149123101 581 4,600 SH   DFND 1 0 0 4,600
CATERPILLAR INC DEL COM 149123101 4,002 31,679 SH   DFND 1.3 0 31,679 0
CELANESE CORP DEL COM 150870103 6,821 55,774 SH   DFND 1.3 0 55,774 0
CELGENE CORP COM 151020104 7,792 78,463 SH   DFND 1 76,159 0 2,304
CELGENE CORP COM 151020104 27,585 277,785 SH   DFND 1.3 0 277,785 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 2,000 2,000,000 SH   DFND 1 0 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 2,000 2,000,000 SH   DFND 1.3 0 0 0
CENTENE CORP DEL COM 15135B101 2,092 48,360 SH   DFND 1 48,360 0 0
CENTENE CORP DEL COM 15135B101 1,466 33,879 SH   DFND 1.3 0 33,879 0
CENTERPOINT ENERGY INC COM 15189T107 445 14,735 SH   DFND 1 0 835 13,900
CENTERPOINT ENERGY INC COM 15189T107 4,382 145,207 SH   DFND 1.3 0 145,207 0
CENTURYLINK INC COM 156700106 1,912 153,267 SH   DFND 1 153,267 0 0
CENTURYLINK INC COM 156700106 1,473 118,000 SH   DFND 1.3 0 118,000 0
CERNER CORP COM 156782104 2,439 35,775 SH   DFND 1 35,775 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 11,289 27,392 SH   DFND 1 27,392 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 82 200 SH   DFND 1.3 0 200 0
CHEMED CORP NEW COM 16359R103 3,727 8,925 SH   DFND 1.3 0 8,925 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,899 41,771 SH   DFND 1.3 0 41,771 0
CHEVRON CORP NEW COM 166764100 1,613 13,600 SH   DFND 1 0 0 13,600
CHEVRON CORP NEW COM 166764100 29,092 245,294 SH   DFND 1,2,3 0 245,294 0
CHEVRON CORP NEW COM 166764100 19,662 165,779 SH   DFND 1.3 0 165,779 0
CHIMERA INVT CORP COM NEW 16934Q208 96 4,900 SH   DFND 1.3 0 4,900 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 78 93 SH   DFND 1.3 0 93 0
CHOICE HOTELS INTL INC COM 169905106 1,470 16,521 SH   DFND 1.3 0 16,521 0
CHURCH & DWIGHT INC COM 171340102 2,199 29,227 SH   DFND 1.3 0 29,227 0
CINCINNATI FINL CORP COM 172062101 1,146 9,823 SH   DFND 1 9,823 0 0
CINEMARK HOLDINGS INC COM 17243V102 79 2,038 SH   DFND 1.3 0 2,038 0
CIRRUS LOGIC INC COM 172755100 708 13,200 SH   DFND 1.3 0 13,200 0
CISCO SYS INC COM 17275R102 24,718 500,264 SH   DFND 1 440,077 960 59,227
CISCO SYS INC COM 17275R102 32,877 665,378 SH   DFND 1,2,3 0 665,378 0
CISCO SYS INC COM 17275R102 85,761 1,735,683 SH   DFND 1.3 0 1,735,683 0
CINTAS CORP COM 172908105 6,028 22,485 SH   DFND 1 22,410 0 75
CINTAS CORP COM 172908105 263 982 SH   DFND 1.3 0 982 0
CITIGROUP INC COM NEW 172967424 919 13,300 SH   DFND 1 0 0 13,300
CITIGROUP INC COM NEW 172967424 22,980 332,639 SH   DFND 1.3 0 332,639 0
CITIZENS FINL GROUP INC COM 174610105 2,013 56,913 SH   DFND 1 56,913 0 0
CITIZENS FINL GROUP INC COM 174610105 947 26,783 SH   DFND 1.3 0 26,783 0
CLOROX CO DEL COM 189054109 2,182 14,371 SH   DFND 1 10,571 0 3,800
COCA COLA CO COM 191216100 28,648 526,226 SH   DFND 1 523,779 0 2,447
COCA COLA CO COM 191216100 17,212 316,161 SH   DFND 1.3 0 316,161 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 898 16,300 SH   DFND 1.3 0 16,300 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,758 45,749 SH   DFND 1 45,749 0 0
COLGATE PALMOLIVE CO COM 194162103 7,678 104,438 SH   DFND 1 103,938 500 0
COLGATE PALMOLIVE CO COM 194162103 17,302 235,365 SH   DFND 1,2,3 0 235,365 0
COLGATE PALMOLIVE CO COM 194162103 6,516 88,642 SH   DFND 1.3 0 88,642 0
COLONY STARWOOD HOMES NOTE 3.500% 1 19625XAB8 1,865 1,400,000 SH   DFND 1 0 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1 19625XAB8 24,117 18,100,000 SH   DFND 1.3 0 0 0
COMCAST CORP NEW CL A 20030N101 26,891 596,527 SH   DFND 1 562,826 0 33,701
COMCAST CORP NEW CL A 20030N101 29,589 656,364 SH   DFND 1.3 0 656,364 0
COMERICA INC COM 200340107 2,077 31,475 SH   DFND 1.3 0 31,475 0
CONOCOPHILLIPS COM 20825C104 1,009 17,700 SH   DFND 1 0 0 17,700
CONOCOPHILLIPS COM 20825C104 24,231 425,238 SH   DFND 1,2,3 0 425,238 0
CONOCOPHILLIPS COM 20825C104 20,705 363,371 SH   DFND 1.3 0 363,371 0
CONSOLIDATED EDISON INC COM 209115104 26,519 280,711 SH   DFND 1 280,711 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,892 28,431 SH   DFND 1 28,431 0 0
COOPER COS INC COM NEW 216648402 1,715 5,773 SH   DFND 1 5,773 0 0
COOPER COS INC COM NEW 216648402 8,257 27,801 SH   DFND 1.3 0 27,801 0
COPART INC COM 217204106 3,205 39,901 SH   DFND 1 39,901 0 0
COPART INC COM 217204106 2,485 30,938 SH   DFND 1.3 0 30,938 0
CORTEVA INC COM 22052L104 232 8,280 SH   DFND 1.3 0 8,280 0
COSTCO WHSL CORP NEW COM 22160K105 18,453 64,049 SH   DFND 1 61,420 0 2,629
COSTCO WHSL CORP NEW COM 22160K105 55,061 191,113 SH   DFND 1.3 0 191,113 0
COSTAR GROUP INC COM 22160N109 5,012 8,449 SH   DFND 1 8,449 0 0
COSTAR GROUP INC COM 22160N109 260 439 SH   DFND 1.3 0 439 0
COTY INC COM CL A 222070203 909 86,510 SH   DFND 1 86,510 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,382 8,500 SH   DFND 1.3 0 8,500 0
CREDIT ACCEP CORP MICH COM 225310101 90 195 SH   DFND 1.3 0 195 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,520 1,388,000 SH   DFND 1.3 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,574 68,879 SH   DFND 1 68,029 0 850
CROWN CASTLE INTL CORP NEW COM 22822V101 990 7,122 SH   DFND 1.3 0 7,122 0
CROWN HOLDINGS INC COM 228368106 1,353 20,473 SH   DFND 1 20,473 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 2,856 97,509 SH   DFND 1.3 0 97,509 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 2,293 2,346,000 SH   DFND 1.3 0 0 0
CUBESMART COM 229663109 19,923 570,827 SH   DFND 1.3 0 570,827 0
CUMMINS INC COM 231021106 4,056 24,933 SH   DFND 1 23,426 0 1,507
CUMMINS INC COM 231021106 21,596 132,752 SH   DFND 1.3 0 132,752 0
CURTISS WRIGHT CORP COM 231561101 2,387 18,459 SH   DFND 1.3 0 18,459 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 170 7,300 SH   DFND 1.3 0 7,300 0
D R HORTON INC COM 23331A109 2,169 41,149 SH   DFND 1 40,740 0 409
D R HORTON INC COM 23331A109 463 8,803 SH   DFND 1.3 0 8,803 0
DTE ENERGY CO COM 233331107 1,813 13,641 SH   DFND 1.3 0 13,641 0
DXC TECHNOLOGY CO COM 23355L106 1,117 37,876 SH   DFND 1 37,876 0 0
DANA INCORPORATED COM 235825205 575 39,820 SH   DFND 1.3 0 39,820 0
DANAHER CORPORATION COM 235851102 14,615 101,183 SH   DFND 1 101,183 0 0
DARDEN RESTAURANTS INC COM 237194105 59 500 SH   DFND 1 0 500 0
DARDEN RESTAURANTS INC COM 237194105 12,785 108,146 SH   DFND 1.3 0 108,146 0
DAVITA INC COM 23918K108 612 10,725 SH   DFND 1 10,725 0 0
DECKERS OUTDOOR CORP COM 243537107 4,577 31,061 SH   DFND 1.3 0 31,061 0
DEERE & CO COM 244199105 7,876 46,694 SH   DFND 1 43,294 0 3,400
DEERE & CO COM 244199105 15,142 89,774 SH   DFND 1,2,3 0 89,774 0
DEERE & CO COM 244199105 995 5,900 SH   DFND 1.3 0 5,900 0
DELL TECHNOLOGIES INC CL C 24703L202 932 17,978 SH   DFND 1 17,978 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,780 53,614 SH   DFND 1.3 0 53,614 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,829 49,112 SH   DFND 1 49,112 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,028 35,216 SH   DFND 1.3 0 35,216 0
DENTSPLY SIRONA INC COM 24906P109 1,606 30,130 SH   DFND 1 30,130 0 0
DESCARTES SYS GROUP INC COM 249906108 1,572 39,000 SH   DFND 1.3 0 39,000 0
DEXCOM INC COM 252131107 2,130 14,273 SH   DFND 1 14,273 0 0
DISNEY WALT CO COM DISNEY 254687106 30,943 237,447 SH   DFND 1 229,980 420 7,047
DISNEY WALT CO COM DISNEY 254687106 33,615 257,942 SH   DFND 1.3 0 257,942 0
DISCOVER FINL SVCS COM 254709108 4,390 54,139 SH   DFND 1 46,839 0 7,300
DISCOVER FINL SVCS COM 254709108 12,533 154,559 SH   DFND 1.3 0 154,559 0
DISCOVERY INC COM SER C 25470F302 1,745 70,844 SH   DFND 1 70,844 0 0
DISH NETWORK CORP CL A 25470M109 1,087 31,921 SH   DFND 1 31,921 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 550 8,500 SH   DFND 1.3 0 8,500 0
DOLLAR GEN CORP NEW COM 256677105 6,606 41,565 SH   DFND 1 41,565 0 0
DOMINION ENERGY INC COM 25746U109 4,655 57,438 SH   DFND 1.3 0 57,438 0
DOMINOS PIZZA INC COM 25754A201 1,794 7,341 SH   DFND 1 6,919 0 422
DOMINOS PIZZA INC COM 25754A201 912 3,728 SH   DFND 1.3 0 3,728 0
DOUGLAS EMMETT INC COM 25960P109 22,706 530,145 SH   DFND 1.3 0 530,145 0
DOVER CORP COM 260003108 4,228 42,458 SH   DFND 1 41,822 0 636
DOVER CORP COM 260003108 7,652 76,856 SH   DFND 1.3 0 76,856 0
DUKE REALTY CORP COM NEW 264411505 27,865 820,243 SH   DFND 1.3 0 820,243 0
DUKE ENERGY CORP NEW COM NEW 26441C204 626 6,534 SH   DFND 1.3 0 6,534 0
EOG RES INC COM 26875P101 12,589 169,625 SH   DFND 1.3 0 169,625 0
EPR PPTYS COM SH BEN INT 26884U109 15,148 197,091 SH   DFND 1.3 0 197,091 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,767 40,444 SH   DFND 1 40,444 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,609 36,827 SH   DFND 1.3 0 36,827 0
EAGLE MATERIALS INC COM 26969P108 1,094 12,160 SH   DFND 1.3 0 12,160 0
EAST WEST BANCORP INC COM 27579R104 25 573 SH   DFND 1 573 0 0
EASTMAN CHEMICAL CO COM 277432100 664 8,993 SH   DFND 1.3 0 8,993 0
EBAY INC COM 278642103 5,462 140,120 SH   DFND 1 140,120 0 0
ECOLAB INC COM 278865100 11,633 58,736 SH   DFND 1 57,964 0 772
ECOLAB INC COM 278865100 3,718 18,781 SH   DFND 1.3 0 18,781 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,489 29,509 SH   DFND 1 25,949 0 3,560
EDWARDS LIFESCIENCES CORP COM 28176E108 22,262 101,233 SH   DFND 1.3 0 101,233 0
ELECTRONIC ARTS INC COM 285512109 25,172 257,337 SH   DFND 1 142,489 0 114,848
ELECTRONIC ARTS INC COM 285512109 50,075 511,917 SH   DFND 1.3 0 511,917 0
EMCOR GROUP INC COM 29084Q100 1,222 14,184 SH   DFND 1.3 0 14,184 0
EMERSON ELEC CO COM 291011104 10,145 151,725 SH   DFND 1 130,119 600 21,006
EMERSON ELEC CO COM 291011104 17,913 267,906 SH   DFND 1,2,3 0 267,906 0
EMERSON ELEC CO COM 291011104 8,070 120,707 SH   DFND 1.3 0 120,707 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 1,347 112,023 SH   DFND 1.3 0 112,023 0
ENCOMPASS HEALTH CORP COM 29261A100 768 12,135 SH   DFND 1.3 0 12,135 0
ENTERGY CORP NEW COM 29364G103 242 2,057 SH   DFND 1.3 0 2,057 0
EPAM SYS INC COM 29414B104 1,158 6,354 SH   DFND 1 6,354 0 0
EPAM SYS INC COM 29414B104 5,828 31,966 SH   DFND 1.3 0 31,966 0
EPAM SYS INC COM 29414B104 3,665 20,100 SH   DFND 2 0 0 20,100
EQUIFAX INC COM 294429105 77 547 SH   DFND 1.3 0 547 0
EQUINIX INC COM 29444U700 7,920 13,729 SH   DFND 1 13,729 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 28,425 425,520 SH   DFND 1.3 0 425,520 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,449 97,937 SH   DFND 1 97,937 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 570 6,612 SH   DFND 1.3 0 6,612 0
ESSEX PPTY TR INC COM 297178105 46,348 141,891 SH   DFND 1.3 0 141,891 0
EVERCORE INC CLASS A 29977A105 1,738 21,700 SH   DFND 1.3 0 21,700 0
EVERGY INC COM 30034W106 107 1,615 SH   DFND 1.3 0 1,615 0
EVERSOURCE ENERGY COM 30040W108 27,346 319,946 SH   DFND 1 318,960 0 986
EVERSOURCE ENERGY COM 30040W108 9,216 107,818 SH   DFND 1,2,3 0 107,818 0
EVERSOURCE ENERGY COM 30040W108 15,536 181,784 SH   DFND 1.3 0 181,784 0
EXELON CORP COM 30161N101 420 8,700 SH   DFND 1 0 0 8,700
EXELON CORP COM 30161N101 6,819 141,148 SH   DFND 1.3 0 141,148 0
EXPEDIA GROUP INC COM NEW 30212P303 3,383 25,169 SH   DFND 1.3 0 25,169 0
EXPEDITORS INTL WASH INC COM 302130109 2,255 30,365 SH   DFND 1 30,365 0 0
EXPONENT INC COM 30214U102 66 945 SH   DFND 1.3 0 945 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 5,882 401,726 SH   DFND 1.3 0 401,726 0
EXXON MOBIL CORP COM 30231G102 670 9,500 SH   DFND 1 0 800 8,700
EXXON MOBIL CORP COM 30231G102 8,146 115,373 SH   DFND 1,2,3 0 115,373 0
EXXON MOBIL CORP COM 30231G102 17,609 249,381 SH   DFND 1.3 0 249,381 0
F M C CORP COM NEW 302491303 3,810 43,445 SH   DFND 1 43,445 0 0
FACEBOOK INC CL A 30303M102 28,804 161,750 SH   DFND 1.3 0 161,750 0
FAIR ISAAC CORP COM 303250104 2,795 9,208 SH   DFND 1.3 0 9,208 0
FASTENAL CO COM 311900104 2,926 89,579 SH   DFND 1 89,579 0 0
FASTENAL CO COM 311900104 215 6,584 SH   DFND 1.3 0 6,584 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 342 2,513 SH   DFND 1 2,513 0 0
F5 NETWORKS INC COM 315616102 104 736 SH   DFND 1 0 0 736
F5 NETWORKS INC COM 315616102 12,409 88,364 SH   DFND 1.3 0 88,364 0
FIDELITY NATL INFORMATION SV COM 31620M106 6,930 52,196 SH   DFND 1 52,196 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,012 45,307 SH   DFND 1 44,007 0 1,300
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,561 57,666 SH   DFND 1.3 0 57,666 0
FIFTH THIRD BANCORP COM 316773100 2,057 75,090 SH   DFND 1 73,420 0 1,670
FIFTH THIRD BANCORP COM 316773100 8,015 292,699 SH   DFND 1.3 0 292,699 0
58 COM INC SPON ADR REP A 31680Q104 360 7,300 SH   DFND 1.3 0 7,300 0
51JOB INC SPONSORED ADS 316827104 244 3,300 SH   DFND 1.3 0 3,300 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,659 17,159 SH   DFND 1 17,159 0 0
FISERV INC COM 337738108 5,254 50,717 SH   DFND 1 50,717 0 0
FISERV INC COM 337738108 1,363 13,157 SH   DFND 1.3 0 13,157 0
FLEETCOR TECHNOLOGIES INC COM 339041105 53,546 186,714 SH   DFND 1 76,473 0 110,241
FLEETCOR TECHNOLOGIES INC COM 339041105 121,811 424,755 SH   DFND 1.3 0 424,755 0
FORD MTR CO DEL COM 345370860 5,659 617,827 SH   DFND 1 617,827 0 0
FORD MTR CO DEL COM 345370860 1,475 160,990 SH   DFND 1.3 0 160,990 0
FORTIS INC COM 349553107 317 7,477 SH   DFND 1.3 0 7,477 0
FORTINET INC COM 34959E109 1,758 22,892 SH   DFND 1 22,049 0 843
FORTINET INC COM 34959E109 18,589 242,172 SH   DFND 1.3 0 242,172 0
FORTIVE CORP COM 34959J108 4,680 68,256 SH   DFND 1 68,256 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,038 18,977 SH   DFND 1 18,977 0 0
FRANCO NEVADA CORP COM 351858105 30 329 SH   DFND 1.3 0 329 0
FRANKLIN RES INC COM 354613101 368 12,792 SH   DFND 1 9,025 0 3,767
FRANKLIN RES INC COM 354613101 5,373 186,159 SH   DFND 1.3 0 186,159 0
GDS HLDGS LTD SPONSORED ADS 36165L108 252 6,300 SH   DFND 1.3 0 6,300 0
GALLAGHER ARTHUR J & CO COM 363576109 1,623 18,115 SH   DFND 1 18,115 0 0
GAP INC COM 364760108 621 35,772 SH   DFND 1 35,772 0 0
GENERAL ELECTRIC CO COM 369604103 9,379 1,049,189 SH   DFND 1 1,049,189 0 0
GENERAL ELECTRIC CO COM 369604103 14,249 1,593,926 SH   DFND 1,2,3 0 1,593,926 0
GENERAL ELECTRIC CO COM 369604103 1,197 133,934 SH   DFND 1.3 0 133,934 0
GENERAL MLS INC COM 370334104 4,482 81,312 SH   DFND 1 81,312 0 0
GENERAL MLS INC COM 370334104 2,329 42,262 SH   DFND 1.3 0 42,262 0
GENERAL MTRS CO COM 37045V100 1,053 28,100 SH   DFND 1 0 0 28,100
GENERAL MTRS CO COM 37045V100 5,650 150,736 SH   DFND 1.3 0 150,736 0
GENTEX CORP COM 371901109 1,793 65,149 SH   DFND 1.3 0 65,149 0
GENUINE PARTS CO COM 372460105 3,527 35,400 SH   DFND 1 30,100 0 5,300
GILEAD SCIENCES INC COM 375558103 10,513 165,881 SH   DFND 1 147,781 0 18,100
GILEAD SCIENCES INC COM 375558103 16,185 255,377 SH   DFND 1,2,3 0 255,377 0
GILEAD SCIENCES INC COM 375558103 4,074 64,273 SH   DFND 1.3 0 64,273 0
GLOBAL PMTS INC COM 37940X102 3,547 22,311 SH   DFND 1 22,311 0 0
GLOBAL PMTS INC COM 37940X102 1,985 12,482 SH   DFND 1.3 0 12,482 0
GLOBE LIFE INC COM 37959E102 147 1,539 SH   DFND 1 0 400 1,139
GLOBE LIFE INC COM 37959E102 7,575 79,110 SH   DFND 1.3 0 79,110 0
GODADDY INC CL A 380237107 6,973 105,680 SH   DFND 1 105,680 0 0
GRACO INC COM 384109104 1,128 24,500 SH   DFND 1.3 0 24,500 0
GRAINGER W W INC COM 384802104 1,767 5,945 SH   DFND 1 5,895 50 0
GRAINGER W W INC COM 384802104 426 1,433 SH   DFND 1.3 0 1,433 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 23,148 477,276 SH   DFND 1.3 0 477,276 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 154 11,853 SH   DFND 1.3 0 11,853 0
GRUBHUB INC COM 400110102 1,561 27,764 SH   DFND 1 27,764 0 0
HCA HEALTHCARE INC COM 40412C101 4,280 35,541 SH   DFND 1 29,241 0 6,300
HCA HEALTHCARE INC COM 40412C101 21,088 175,120 SH   DFND 1.3 0 175,120 0
HCP INC COM 40414L109 1,624 45,585 SH   DFND 1 45,585 0 0
HD SUPPLY HLDGS INC COM 40416M105 370 9,439 SH   DFND 1 9,439 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,073 27,396 SH   DFND 1.3 0 27,396 0
HMS HLDGS CORP COM 40425J101 413 12,000 SH   DFND 1.3 0 12,000 0
HP INC COM 40434L105 2,379 125,692 SH   DFND 1 113,729 0 11,963
HP INC COM 40434L105 12,368 653,692 SH   DFND 1.3 0 653,692 0
HALLIBURTON CO COM 406216101 2,187 116,035 SH   DFND 1.3 0 116,035 0
HANESBRANDS INC COM 410345102 513 33,444 SH   DFND 1 33,444 0 0
HARLEY DAVIDSON INC COM 412822108 1,331 37,009 SH   DFND 1 37,009 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,381 22,790 SH   DFND 1 22,790 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,664 43,954 SH   DFND 1.3 0 43,954 0
HASBRO INC COM 418056107 2,165 18,236 SH   DFND 1 18,001 0 235
HASBRO INC COM 418056107 2,778 23,406 SH   DFND 1.3 0 23,406 0
HELMERICH & PAYNE INC COM 423452101 604 15,064 SH   DFND 1.3 0 15,064 0
HENRY JACK & ASSOC INC COM 426281101 1,724 11,814 SH   DFND 1.3 0 11,814 0
HERSHEY CO COM 427866108 5,351 34,525 SH   DFND 1 25,815 0 8,710
HERSHEY CO COM 427866108 36,385 234,755 SH   DFND 1.3 0 234,755 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,634 107,736 SH   DFND 1 107,736 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,460 96,271 SH   DFND 1.3 0 96,271 0
HEXCEL CORP NEW COM 428291108 1,569 19,103 SH   DFND 1.3 0 19,103 0
HIGHWOODS PPTYS INC COM 431284108 10,423 231,923 SH   DFND 1.3 0 231,923 0
HILL ROM HLDGS INC COM 431475102 1,358 12,900 SH   DFND 1.3 0 12,900 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,648 60,653 SH   DFND 1 60,653 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 1,533 60,685 SH   DFND 1.3 0 60,685 0
HOLLYFRONTIER CORP COM 436106108 5,491 102,378 SH   DFND 1 102,378 0 0
HOLLYFRONTIER CORP COM 436106108 5,464 101,856 SH   DFND 1.3 0 101,856 0
HOLOGIC INC COM 436440101 1,973 39,087 SH   DFND 1 39,087 0 0
HOLOGIC INC COM 436440101 8,473 167,800 SH   DFND 1.3 0 167,800 0
HOME DEPOT INC COM 437076102 34,244 147,588 SH   DFND 1 145,047 0 2,541
HOME DEPOT INC COM 437076102 23,619 101,799 SH   DFND 1.3 0 101,799 0
HONEYWELL INTL INC COM 438516106 17,856 105,534 SH   DFND 1.3 0 105,534 0
HOST HOTELS & RESORTS INC COM 44107P104 2,496 144,354 SH   DFND 1 144,354 0 0
HUBBELL INC COM 443510607 1,708 13,000 SH   DFND 1 0 0 13,000
HUMANA INC COM 444859102 3,409 13,335 SH   DFND 1 13,335 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,356 12,248 SH   DFND 1 12,248 0 0
HUNT J B TRANS SVCS INC COM 445658107 15 132 SH   DFND 1.3 0 132 0
HUNTINGTON BANCSHARES INC COM 446150104 1,496 104,862 SH   DFND 1 104,862 0 0
IAC INTERACTIVECORP COM 44919P508 16,104 73,884 SH   DFND 1 0 0 73,884
IAA INC COM 449253103 968 23,200 SH   DFND 1.3 0 23,200 0
IPG PHOTONICS CORP COM 44980X109 1,640 12,093 SH   DFND 1 12,093 0 0
IPG PHOTONICS CORP COM 44980X109 6,238 46,000 SH   DFND 1.3 0 46,000 0
IBERIABANK CORP COM 450828108 98 1,300 SH   DFND 1.3 0 1,300 0
IDACORP INC COM 451107106 907 8,050 SH   DFND 1.3 0 8,050 0
IDEX CORP COM 45167R104 2,732 16,678 SH   DFND 1 16,388 0 290
IDEX CORP COM 45167R104 7,766 47,384 SH   DFND 1.3 0 47,384 0
IDEXX LABS INC COM 45168D104 4,562 16,775 SH   DFND 1 14,531 0 2,244
IDEXX LABS INC COM 45168D104 27,408 100,791 SH   DFND 1.3 0 100,791 0
ILLINOIS TOOL WKS INC COM 452308109 8,243 52,674 SH   DFND 1 52,674 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,360 34,249 SH   DFND 1.3 0 34,249 0
ILLUMINA INC COM 452327109 27,735 91,168 SH   DFND 1 42,380 0 48,788
ILLUMINA INC COM 452327109 45,285 148,855 SH   DFND 1.3 0 148,855 0
ILLUMINA INC NOTE 8/1 452327AK5 6,357 5,745,000 SH   DFND 1 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 79,447 71,800,000 SH   DFND 1.3 0 0 0
INCYTE CORP COM 45337C102 1,789 24,103 SH   DFND 1 22,401 0 1,702
INCYTE CORP COM 45337C102 11,042 148,766 SH   DFND 1.3 0 148,766 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 9,563 450,071 SH   DFND 1.3 0 450,071 0
INGREDION INC COM 457187102 896 10,944 SH   DFND 1 10,070 0 874
INGREDION INC COM 457187102 1,992 24,379 SH   DFND 1.3 0 24,379 0
INPHI CORP COM 45772F107 702 11,500 SH   DFND 1.3 0 11,500 0
INSPERITY INC COM 45778Q107 618 6,268 SH   DFND 1.3 0 6,268 0
INTEL CORP COM 458140100 24,897 483,164 SH   DFND 1 455,242 2,100 25,822
INTEL CORP COM 458140100 18,804 364,910 SH   DFND 1,2,3 0 364,910 0
INTEL CORP COM 458140100 11,708 227,220 SH   DFND 1.3 0 227,220 0
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INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,528 81,588 SH   DFND 1.3 0 81,588 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,662 80,194 SH   DFND 1 80,194 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,998 82,500 SH   DFND 1,2,3 0 82,500 0
INTERNATIONAL BUSINESS MACHS COM 459200101 995 6,843 SH   DFND 1.3 0 6,843 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,831 23,075 SH   DFND 1 23,075 0 0
INTL PAPER CO COM 460146103 3,116 74,512 SH   DFND 1 74,512 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,567 72,673 SH   DFND 1 66,773 2,000 3,900
INTERPUBLIC GROUP COS INC COM 460690100 10,143 470,417 SH   DFND 1.3 0 470,417 0
INTUIT COM 461202103 58,439 219,744 SH   DFND 1 91,261 175 128,308
INTUIT COM 461202103 166,636 626,590 SH   DFND 1.3 0 626,590 0
INTUITIVE SURGICAL INC COM NEW 46120E602 10,181 18,857 SH   DFND 1 18,595 0 262
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IQVIA HLDGS INC COM 46266C105 5,433 36,364 SH   DFND 1 36,364 0 0
IQIYI INC SPONSORED ADS 46267X108 182 11,300 SH   DFND 1.3 0 11,300 0
IRON MTN INC NEW COM 46284V101 1,185 36,601 SH   DFND 1 36,601 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,123 11,284 SH   DFND 3 0 0 11,284
ISHARES TR MSCI INDIA ETF 46429B598 2,044 60,900 SH   DFND 1 0 0 60,900
ISHARES TR MSCI CHINA ETF 46429B671 894 15,941 SH   DFND 1 0 0 15,941
ISHARES TR USA MOMENTUM FCT 46432F396 232 1,949 SH   DFND 1 0 0 1,949
ISHARES INC CORE MSCI EMKT 46434G103 2,904 59,239 SH   DFND 1 0 0 59,239
JPMORGAN CHASE & CO COM 46625H100 45,297 384,880 SH   DFND 1 369,829 600 14,451
JPMORGAN CHASE & CO COM 46625H100 24,058 204,418 SH   DFND 1,2,3 0 204,418 0
JPMORGAN CHASE & CO COM 46625H100 24,360 206,987 SH   DFND 1.3 0 206,987 0
JABIL INC COM 466313103 3,214 89,839 SH   DFND 1.3 0 89,839 0
JD COM INC SPON ADR CL A 47215P106 1,983 70,308 SH   DFND 1.3 0 70,308 0
JOHNSON & JOHNSON COM 478160104 1,591 12,300 SH   DFND 1 0 0 12,300
JOHNSON & JOHNSON COM 478160104 11,777 91,026 SH   DFND 1,2,3 0 91,026 0
JOHNSON & JOHNSON COM 478160104 30,992 239,546 SH   DFND 1.3 0 239,546 0
JONES LANG LASALLE INC COM 48020Q107 1,241 8,921 SH   DFND 1 8,921 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,361 950,000 SH   DFND 1.3 0 0 0
KLA CORPORATION COM NEW 482480100 3,186 19,985 SH   DFND 1 15,085 0 4,900
KLA CORPORATION COM NEW 482480100 22,932 143,821 SH   DFND 1.3 0 143,821 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,213 16,643 SH   DFND 1 16,643 0 0
KEYCORP NEW COM 493267108 2,546 142,671 SH   DFND 1 142,671 0 0
KIMBERLY CLARK CORP COM 494368103 639 4,500 SH   DFND 1 0 0 4,500
KIMBERLY CLARK CORP COM 494368103 13,056 91,916 SH   DFND 1.3 0 91,916 0
KIMCO RLTY CORP COM 49446R109 354 17,004 SH   DFND 1 17,004 0 0
KIMCO RLTY CORP COM 49446R109 5,280 252,883 SH   DFND 1.3 0 252,883 0
KINROSS GOLD CORP COM 496902404 2,557 555,866 SH   DFND 1 555,866 0 0
KINROSS GOLD CORP COM 496902404 2,116 460,000 SH   DFND 2 0 0 460,000
KIRKLAND LAKE GOLD LTD COM 49741E100 1,785 39,845 SH   DFND 1.3 0 39,845 0
KOHLS CORP COM 500255104 1,394 28,055 SH   DFND 1 28,055 0 0
KONTOOR BRANDS INC COM 50050N103 393 11,196 SH   DFND 1.3 0 11,196 0
KRAFT HEINZ CO COM 500754106 5,394 193,100 SH   DFND 1 193,100 0 0
KROGER CO COM 501044101 2,090 81,110 SH   DFND 1 81,110 0 0
KROGER CO COM 501044101 314 12,190 SH   DFND 1.3 0 12,190 0
L BRANDS INC COM 501797104 618 31,579 SH   DFND 1 31,579 0 0
LKQ CORP COM 501889208 3,462 110,060 SH   DFND 1 110,060 0 0
LPL FINL HLDGS INC COM 50212V100 1,843 22,512 SH   DFND 1.3 0 22,512 0
L3HARRIS TECHNOLOGIES INC COM 502431109 10,677 51,178 SH   DFND 1.3 0 51,178 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,424 8,473 SH   DFND 1 8,473 0 0
LAM RESEARCH CORP COM 512807108 5,569 24,096 SH   DFND 1 23,858 0 238
LAM RESEARCH CORP COM 512807108 4,489 19,426 SH   DFND 1.3 0 19,426 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,242 15,155 SH   DFND 1.3 0 15,155 0
LAMB WESTON HLDGS INC COM 513272104 18,387 252,863 SH   DFND 1.3 0 252,863 0
LANCASTER COLONY CORP COM 513847103 474 3,414 SH   DFND 1.3 0 3,414 0
LAS VEGAS SANDS CORP COM 517834107 18,070 312,836 SH   DFND 1,2,3 0 312,836 0
LAS VEGAS SANDS CORP COM 517834107 5,384 93,207 SH   DFND 1.3 0 93,207 0
LAUDER ESTEE COS INC CL A 518439104 7,069 35,528 SH   DFND 1 34,444 340 744
LAUDER ESTEE COS INC CL A 518439104 27,639 138,919 SH   DFND 1.3 0 138,919 0
LEAR CORP COM NEW 521865204 2,672 22,669 SH   DFND 1 21,893 0 776
LEAR CORP COM NEW 521865204 5,133 43,529 SH   DFND 1.3 0 43,529 0
LENNAR CORP CL A 526057104 2,201 39,426 SH   DFND 1 39,426 0 0
LENNOX INTL INC COM 526107107 1,092 4,496 SH   DFND 1 4,182 0 314
LENNOX INTL INC COM 526107107 615 2,530 SH   DFND 1.3 0 2,530 0
LEXINGTON REALTY TRUST COM 529043101 23,335 2,276,548 SH   DFND 1.3 0 2,276,548 0
LIBERTY PPTY TR SH BEN INT 531172104 111 2,155 SH   DFND 1 2,155 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 523 12,598 SH   DFND 1.3 0 12,598 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,767 89,788 SH   DFND 1 89,788 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 2,116 50,865 SH   DFND 1 50,865 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 2,194 52,756 SH   DFND 1.3 0 52,756 0
LIFE STORAGE INC COM 53223X107 19,126 181,441 SH   DFND 1.3 0 181,441 0
LILLY ELI & CO COM 532457108 12,022 107,500 SH   DFND 1 106,848 0 652
LILLY ELI & CO COM 532457108 27,214 243,350 SH   DFND 1.3 0 243,350 0
LINCOLN NATL CORP IND COM 534187109 2,110 34,982 SH   DFND 1 34,982 0 0
LINCOLN NATL CORP IND COM 534187109 1,265 20,978 SH   DFND 1.3 0 20,978 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,555 53,598 SH   DFND 1 53,598 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,814 57,488 SH   DFND 1.3 0 57,488 0
LOWES COS INC COM 548661107 12,002 109,155 SH   DFND 1 108,855 300 0
LOWES COS INC COM 548661107 9,050 82,300 SH   DFND 1.3 0 82,300 0
LULULEMON ATHLETICA INC COM 550021109 3,471 18,032 SH   DFND 1 18,032 0 0
LULULEMON ATHLETICA INC COM 550021109 841 4,368 SH   DFND 1.3 0 4,368 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 3,578 3,040,000 SH   DFND 1 0 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 49,316 41,900,000 SH   DFND 1.3 0 0 0
M & T BK CORP COM 55261F104 1,633 10,338 SH   DFND 1 10,338 0 0
M D C HLDGS INC COM 552676108 108 2,500 SH   DFND 1.3 0 2,500 0
MFA FINL INC COM 55272X102 96 13,000 SH   DFND 1.3 0 13,000 0
MGIC INVT CORP WIS COM 552848103 3,514 279,444 SH   DFND 1.3 0 279,444 0
MSA SAFETY INC COM 553498106 1,420 13,014 SH   DFND 1.3 0 13,014 0
MSC INDL DIRECT INC CL A 553530106 312 4,300 SH   DFND 1 0 0 4,300
MSCI INC COM 55354G100 4,120 18,920 SH   DFND 1 18,920 0 0
MACERICH CO COM 554382101 367 11,597 SH   DFND 1 11,597 0 0
MACYS INC COM 55616P104 713 45,907 SH   DFND 1 45,907 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,559 23,521 SH   DFND 1.3 0 23,521 0
MAGNA INTL INC COM 559222401 8,653 162,264 SH   DFND 1.3 0 162,264 0
MANHATTAN ASSOCS INC COM 562750109 557 6,900 SH   DFND 1.3 0 6,900 0
MANPOWERGROUP INC COM 56418H100 636 7,535 SH   DFND 1 7,181 0 354
MANPOWERGROUP INC COM 56418H100 235 2,781 SH   DFND 1.3 0 2,781 0
MANULIFE FINL CORP COM 56501R106 4,150 226,038 SH   DFND 1 219,337 0 6,701
MANULIFE FINL CORP COM 56501R106 3,938 214,440 SH   DFND 1.3 0 214,440 0
MARATHON PETE CORP COM 56585A102 2,808 46,222 SH   DFND 1.3 0 46,222 0
MARSH & MCLENNAN COS INC COM 571748102 40,619 405,975 SH   DFND 1 81,062 0 324,913
MARRIOTT INTL INC NEW CL A 571903202 8,037 64,621 SH   DFND 1 63,986 0 635
MARRIOTT INTL INC NEW CL A 571903202 5,802 46,664 SH   DFND 1.3 0 46,664 0
MASCO CORP COM 574599106 1,343 32,217 SH   DFND 1 32,217 0 0
MASCO CORP COM 574599106 3,847 92,288 SH   DFND 1.3 0 92,288 0
MASIMO CORP COM 574795100 2,706 18,180 SH   DFND 1.3 0 18,180 0
MASTERCARD INC CL A 57636Q104 435 1,600 SH   DFND 1 0 0 1,600
MASTERCARD INC CL A 57636Q104 78,335 288,451 SH   DFND 1.3 0 288,451 0
MATCH GROUP INC COM 57665R106 11,467 160,514 SH   DFND 1 146,795 0 13,719
MATCH GROUP INC COM 57665R106 63,211 884,818 SH   DFND 1.3 0 884,818 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,929 50,567 SH   DFND 1 29,667 0 20,900
MAXIM INTEGRATED PRODS INC COM 57772K101 6,621 114,322 SH   DFND 1,2,3 0 114,322 0
MAXIM INTEGRATED PRODS INC COM 57772K101 19,991 345,199 SH   DFND 1.3 0 345,199 0
MCCORMICK & CO INC COM NON VTG 579780206 41,944 268,355 SH   DFND 1 85,547 0 182,808
MCCORMICK & CO INC COM NON VTG 579780206 59,382 379,926 SH   DFND 1.3 0 379,926 0
MCDONALDS CORP COM 580135101 19,907 92,711 SH   DFND 1 92,461 250 0
MCDONALDS CORP COM 580135101 12,940 60,268 SH   DFND 1,2,3 0 60,268 0
MCDONALDS CORP COM 580135101 7,548 35,158 SH   DFND 1.3 0 35,158 0
MCKESSON CORP COM 58155Q103 3,607 26,395 SH   DFND 1.3 0 26,395 0
MEDICAL PPTYS TRUST INC COM 58463J304 27,572 1,409,617 SH   DFND 1.3 0 1,409,617 0
MEDIDATA SOLUTIONS INC COM 58471A105 156 1,700 SH   DFND 1.3 0 1,700 0
MERCADOLIBRE INC COM 58733R102 4,176 7,576 SH   DFND 1 7,576 0 0
MERCK & CO INC COM 58933Y105 26,737 317,623 SH   DFND 1 285,103 1,000 31,520
MERCK & CO INC COM 58933Y105 17,212 204,466 SH   DFND 1,2,3 0 204,466 0
MERCK & CO INC COM 58933Y105 112,223 1,333,123 SH   DFND 1.3 0 1,333,123 0
METHANEX CORP COM 59151K108 707 19,943 SH   DFND 1.3 0 19,943 0
METLIFE INC COM 59156R108 5,884 124,761 SH   DFND 1 114,463 1,320 8,978
METLIFE INC COM 59156R108 10,864 230,377 SH   DFND 1.3 0 230,377 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,106 4,409 SH   DFND 1 4,378 0 31
METTLER TOLEDO INTERNATIONAL COM 592688105 8,938 12,688 SH   DFND 1.3 0 12,688 0
MICROSOFT CORP COM 594918104 194,794 1,401,094 SH   DFND 1 984,653 875 415,566
MICROSOFT CORP COM 594918104 47,014 338,157 SH   DFND 1,2,3 0 338,157 0
MICROSOFT CORP COM 594918104 452,156 3,252,224 SH   DFND 1.3 0 3,252,224 0
MICRON TECHNOLOGY INC COM 595112103 1,178 27,500 SH   DFND 1.3 0 27,500 0
MID AMER APT CMNTYS INC COM 59522J103 5,864 45,101 SH   DFND 1.3 0 45,101 0
MIDDLEBY CORP COM 596278101 804 6,872 SH   DFND 1 6,872 0 0
MILLER HERMAN INC COM 600544100 744 16,147 SH   DFND 1.3 0 16,147 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 298 36,900 SH   DFND 1.3 0 36,900 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,620 200,000 SH   DFND 2 0 0 200,000
MOHAWK INDS INC COM 608190104 1,167 9,412 SH   DFND 1 9,412 0 0
MOLSON COORS BREWING CO CL B 60871R209 930 16,172 SH   DFND 1.3 0 16,172 0
MOMO INC ADR 60879B107 335 10,800 SH   DFND 1.3 0 10,800 0
MONDELEZ INTL INC CL A 609207105 16,583 299,778 SH   DFND 1 278,878 0 20,900
MONDELEZ INTL INC CL A 609207105 31,337 566,454 SH   DFND 1.3 0 566,454 0
MONOLITHIC PWR SYS INC COM 609839105 1,976 12,700 SH   DFND 1.3 0 12,700 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,303 22,444 SH   DFND 1.3 0 22,444 0
MOODYS CORP COM 615369105 56,408 275,387 SH   DFND 1 128,397 0 146,990
MOODYS CORP COM 615369105 117,273 572,542 SH   DFND 1.3 0 572,542 0
MORGAN STANLEY COM NEW 617446448 11,688 273,901 SH   DFND 1 273,079 0 822
MORGAN STANLEY COM NEW 617446448 7,746 181,532 SH   DFND 1.3 0 181,532 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,081 6,345 SH   DFND 1 6,345 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,938 17,238 SH   DFND 1.3 0 17,238 0
MURPHY USA INC COM 626755102 1,117 13,100 SH   DFND 1.3 0 13,100 0
NRG ENERGY INC COM NEW 629377508 2,437 61,544 SH   DFND 1.3 0 61,544 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,649 1,466,000 SH   DFND 1.3 0 0 0
NVR INC COM 62944T105 1,427 384 SH   DFND 1 358 0 26
NVR INC COM 62944T105 4,847 1,304 SH   DFND 1.3 0 1,304 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 1,287 1,200,000 SH   DFND 1 0 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 18,447 17,200,000 SH   DFND 1.3 0 0 0
NASDAQ INC COM 631103108 42,393 426,696 SH   DFND 1 154,419 0 272,277
NASDAQ INC COM 631103108 83,980 845,286 SH   DFND 1.3 0 845,286 0
NATIONAL FUEL GAS CO N J COM 636180101 479 10,200 SH   DFND 1 0 0 10,200
NATIONAL FUEL GAS CO N J COM 636180101 117 2,496 SH   DFND 1.3 0 2,496 0
NATIONAL HEALTH INVS INC COM 63633D104 7,615 92,433 SH   DFND 1.3 0 92,433 0
NATIONAL OILWELL VARCO INC COM 637071101 2,318 109,355 SH   DFND 1 108,575 0 780
NATIONAL OILWELL VARCO INC COM 637071101 367 17,286 SH   DFND 1.3 0 17,286 0
NETAPP INC COM 64110D104 1,600 30,483 SH   DFND 1 28,108 0 2,375
NETAPP INC COM 64110D104 943 17,966 SH   DFND 1.3 0 17,966 0
NETFLIX INC COM 64110L106 25,699 96,028 SH   DFND 1 34,240 0 61,788
NETFLIX INC COM 64110L106 54,890 205,101 SH   DFND 1.3 0 205,101 0
NETEASE INC SPONSORED ADS 64110W102 1,687 6,338 SH   DFND 1.3 0 6,338 0
NEW JERSEY RES COM 646025106 55 1,209 SH   DFND 1.3 0 1,209 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 15,350 138,585 SH   DFND 1.3 0 138,585 0
NEWMARKET CORP COM 651587107 1,494 3,164 SH   DFND 1.3 0 3,164 0
NEWMONT GOLDCORP CORPORATION COM 651639106 360 9,500 SH   DFND 1 0 0 9,500
NEWMONT GOLDCORP CORPORATION COM 651639106 364 9,600 SH   DFND 1.3 0 9,600 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,386 13,546 SH   DFND 1.3 0 13,546 0
NEXTERA ENERGY INC COM 65339F101 6,559 28,155 SH   DFND 1.3 0 28,155 0
NIKE INC CL B 654106103 17,610 187,503 SH   DFND 1 185,308 0 2,195
NIKE INC CL B 654106103 7,171 76,360 SH   DFND 1.3 0 76,360 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 111 3,800 SH   DFND 1.3 0 3,800 0
NOBLE ENERGY INC COM 655044105 4,250 189,225 SH   DFND 1 189,225 0 0
NORDSTROM INC COM 655664100 587 17,427 SH   DFND 1 17,427 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,169 45,470 SH   DFND 1 45,058 0 412
NORFOLK SOUTHERN CORP COM 655844108 6,511 36,233 SH   DFND 1.3 0 36,233 0
NORTHERN TR CORP COM 665859104 3,584 38,412 SH   DFND 1 35,312 0 3,100
NORTHERN TR CORP COM 665859104 8,464 90,693 SH   DFND 1,2,3 0 90,693 0
NORTHERN TR CORP COM 665859104 588 6,300 SH   DFND 1.3 0 6,300 0
NORTHWESTERN CORP COM NEW 668074305 164 2,175 SH   DFND 1.3 0 2,175 0
NU SKIN ENTERPRISES INC CL A 67018T105 973 22,878 SH   DFND 1.3 0 22,878 0
NUCOR CORP COM 670346105 204 4,000 SH   DFND 1 0 0 4,000
NUCOR CORP COM 670346105 9,731 191,148 SH   DFND 1.3 0 191,148 0
NVIDIA CORP COM 67066G104 13,020 74,796 SH   DFND 1 73,215 0 1,581
NVIDIA CORP COM 67066G104 28,891 165,978 SH   DFND 1.3 0 165,978 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,769 2,260,000 SH   DFND 1 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 38,101 31,100,000 SH   DFND 1.3 0 0 0
NUTRIEN LTD COM 67077M108 534 10,700 SH   DFND 1 0 0 10,700
NUTRIEN LTD COM 67077M108 22,569 452,465 SH   DFND 1,2,3 0 452,465 0
NUTRIEN LTD COM 67077M108 2,536 50,826 SH   DFND 1.3 0 50,826 0
OGE ENERGY CORP COM 670837103 1,481 32,650 SH   DFND 1.3 0 32,650 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,524 11,352 SH   DFND 1 11,352 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,014 5,053 SH   DFND 1.3 0 5,053 0
OCCIDENTAL PETE CORP COM 674599105 10,682 240,210 SH   DFND 1 240,210 0 0
OCCIDENTAL PETE CORP COM 674599105 8,826 198,463 SH   DFND 1.3 0 198,463 0
OKTA INC CL A 679295105 4,447 45,170 SH   DFND 1 45,170 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 87 512 SH   DFND 1.3 0 512 0
OMNICOM GROUP INC COM 681919106 2,880 36,764 SH   DFND 1 30,552 0 6,212
OMNICOM GROUP INC COM 681919106 11,792 150,610 SH   DFND 1.3 0 150,610 0
OMEGA HEALTHCARE INVS INC COM 681936100 11,731 280,712 SH   DFND 1.3 0 280,712 0
ON SEMICONDUCTOR CORP NOTE 1.000%12 682189AK1 860 736,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10 682189AP0 3,940 3,300,000 SH   DFND 1 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10 682189AP0 48,595 40,700,000 SH   DFND 1.3 0 0 0
ONEOK INC NEW COM 682680103 6,162 83,618 SH   DFND 1.3 0 83,618 0
ORACLE CORP COM 68389X105 13,231 240,452 SH   DFND 1 229,252 0 11,200
OUTFRONT MEDIA INC COM 69007J106 1,983 71,388 SH   DFND 1.3 0 71,388 0
OWENS CORNING NEW COM 690742101 841 13,309 SH   DFND 1 13,309 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,033 78,726 SH   DFND 1 66,944 0 11,782
PNC FINL SVCS GROUP INC COM 693475105 20,010 142,766 SH   DFND 1,2,3 0 142,766 0
PNC FINL SVCS GROUP INC COM 693475105 22,314 159,204 SH   DFND 1.3 0 159,204 0
PPG INDS INC COM 693506107 7,031 59,326 SH   DFND 1 59,326 0 0
PPG INDS INC COM 693506107 1,930 16,285 SH   DFND 1.3 0 16,285 0
PPL CORP COM 69351T106 1,167 37,051 SH   DFND 1.3 0 37,051 0
PRA HEALTH SCIENCES INC COM 69354M108 9,181 92,515 SH   DFND 1 84,921 0 7,594
PRA HEALTH SCIENCES INC COM 69354M108 79,264 798,769 SH   DFND 1.3 0 798,769 0
PS BUSINESS PKS INC CALIF COM 69360J107 24,337 133,758 SH   DFND 1.3 0 133,758 0
PVH CORP COM 693656100 1,809 20,517 SH   DFND 1 20,517 0 0
PVH CORP COM 693656100 2,098 23,779 SH   DFND 1.3 0 23,779 0
PTC INC COM 69370C100 950 13,920 SH   DFND 1 13,920 0 0
PACCAR INC COM 693718108 4,188 59,828 SH   DFND 1 57,352 0 2,476
PACCAR INC COM 693718108 8,313 118,744 SH   DFND 1.3 0 118,744 0
PACKAGING CORP AMER COM 695156109 642 6,050 SH   DFND 1 0 150 5,900
PACKAGING CORP AMER COM 695156109 5,870 55,344 SH   DFND 1.3 0 55,344 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,507 4,285,000 SH   DFND 1 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 59,468 56,543,000 SH   DFND 1.3 0 0 0
PARKER HANNIFIN CORP COM 701094104 12,006 66,474 SH   DFND 1 66,474 0 0
PARKER HANNIFIN CORP COM 701094104 361 2,000 SH   DFND 1.3 0 2,000 0
PAYCHEX INC COM 704326107 753 9,091 SH   DFND 1 0 0 9,091
PAYCHEX INC COM 704326107 7,272 87,860 SH   DFND 1.3 0 87,860 0
PAYCOM SOFTWARE INC COM 70432V102 2,313 11,039 SH   DFND 1 11,039 0 0
PAYCOM SOFTWARE INC COM 70432V102 12,150 58,000 SH   DFND 1.3 0 58,000 0
PAYPAL HLDGS INC COM 70450Y103 14,793 142,799 SH   DFND 1 141,877 0 922
PAYPAL HLDGS INC COM 70450Y103 21,095 203,634 SH   DFND 1.3 0 203,634 0
PEMBINA PIPELINE CORP COM 706327103 15,391 415,184 SH   DFND 1 415,184 0 0
PEMBINA PIPELINE CORP COM 706327103 5,077 136,965 SH   DFND 1.3 0 136,965 0
PEPSICO INC COM 713448108 27,317 199,237 SH   DFND 1 185,836 420 12,981
PEPSICO INC COM 713448108 65,643 478,792 SH   DFND 1.3 0 478,792 0
PERKINELMER INC COM 714046109 2,102 24,681 SH   DFND 1 24,681 0 0
PERSPECTA INC COM 715347100 909 34,803 SH   DFND 1.3 0 34,803 0
PFIZER INC COM 717081103 24,536 682,887 SH   DFND 1 616,323 2,100 64,464
PFIZER INC COM 717081103 28,482 792,709 SH   DFND 1,2,3 0 792,709 0
PFIZER INC COM 717081103 17,476 486,407 SH   DFND 1.3 0 486,407 0
PHILLIPS 66 COM 718546104 14,697 143,533 SH   DFND 1 136,153 500 6,880
PHILLIPS 66 COM 718546104 32,543 317,807 SH   DFND 1.3 0 317,807 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 1,852 32,711 SH   DFND 1.3 0 32,711 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 17,945 859,442 SH   DFND 1.3 0 859,442 0
PINNACLE WEST CAP CORP COM 723484101 592 6,100 SH   DFND 1 0 0 6,100
PINNACLE WEST CAP CORP COM 723484101 8,567 88,260 SH   DFND 1,2,3 0 88,260 0
PINNACLE WEST CAP CORP COM 723484101 1,168 12,020 SH   DFND 1.3 0 12,020 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,555 74,926 SH   DFND 1.3 0 74,926 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 4,954 233,329 SH   DFND 1.3 0 233,329 0
POLARIS INC COM 731068102 734 8,337 SH   DFND 1 8,337 0 0
POLYONE CORP COM 73179P106 935 28,643 SH   DFND 1.3 0 28,643 0
POPULAR INC COM NEW 733174700 3,365 62,213 SH   DFND 1.3 0 62,213 0
POWER INTEGRATIONS INC COM 739276103 579 6,400 SH   DFND 1.3 0 6,400 0
PRICE T ROWE GROUP INC COM 74144T108 2,730 23,900 SH   DFND 1.3 0 23,900 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,002 4,315,000 SH   DFND 1 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 69,766 60,181,000 SH   DFND 1.3 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,536 26,882 SH   DFND 1 26,882 0 0
PROASSURANCE CORP COM 74267C106 592 14,700 SH   DFND 1 0 0 14,700
PROCTER & GAMBLE CO COM 742718109 35,808 287,889 SH   DFND 1 272,392 420 15,077
PROCTER & GAMBLE CO COM 742718109 22,572 181,480 SH   DFND 1,2,3 0 181,480 0
PROCTER & GAMBLE CO COM 742718109 69,301 557,175 SH   DFND 1.3 0 557,175 0
PROGRESSIVE CORP OHIO COM 743315103 6,225 80,577 SH   DFND 1 80,577 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,083 39,914 SH   DFND 1.3 0 39,914 0
PROLOGIS INC COM 74340W103 12,469 146,316 SH   DFND 1 146,316 0 0
PROLOGIS INC COM 74340W103 41,794 490,434 SH   DFND 1.3 0 490,434 0
PROOFPOINT INC COM 743424103 619 4,800 SH   DFND 1.3 0 4,800 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7 74348TAR3 2,299 2,240,000 SH   DFND 1 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7 74348TAR3 27,981 27,265,000 SH   DFND 1.3 0 0 0
PRUDENTIAL FINL INC COM 744320102 7,014 77,967 SH   DFND 1 77,635 0 332
PRUDENTIAL FINL INC COM 744320102 12,323 137,021 SH   DFND 1.3 0 137,021 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,380 22,234 SH   DFND 1.3 0 22,234 0
PUBLIC STORAGE COM 74460D109 14,501 59,129 SH   DFND 1.3 0 59,129 0
PULTE GROUP INC COM 745867101 837 22,923 SH   DFND 1 20,031 0 2,892
PULTE GROUP INC COM 745867101 8,478 231,973 SH   DFND 1.3 0 231,973 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1,272 1,285,000 SH   DFND 1.3 0 0 0
QIWI PLC SPON ADR REP B 74735M108 1,468 66,850 SH   DFND 1.3 0 66,850 0
QIWI PLC SPON ADR REP B 74735M108 3,402 155,000 SH   DFND 2 0 0 155,000
QORVO INC COM 74736K101 1,529 20,628 SH   DFND 1 20,080 0 548
QORVO INC COM 74736K101 1,808 24,370 SH   DFND 1.3 0 24,370 0
QUALCOMM INC COM 747525103 9,490 124,403 SH   DFND 1,2,3 0 124,403 0
QUALCOMM INC COM 747525103 702 9,206 SH   DFND 1.3 0 9,206 0
QUEST DIAGNOSTICS INC COM 74834L100 1,679 15,699 SH   DFND 1 3,577 0 12,122
QUEST DIAGNOSTICS INC COM 74834L100 10,278 96,030 SH   DFND 1,2,3 0 96,030 0
QUEST DIAGNOSTICS INC COM 74834L100 4,898 45,765 SH   DFND 1.3 0 45,765 0
RLI CORP COM 749607107 1,579 17,000 SH   DFND 1.3 0 17,000 0
RADIAN GROUP INC COM 750236101 2,032 88,938 SH   DFND 1.3 0 88,938 0
RALPH LAUREN CORP CL A 751212101 1,239 12,976 SH   DFND 1 6,376 0 6,600
RALPH LAUREN CORP CL A 751212101 7,910 82,852 SH   DFND 1,2,3 0 82,852 0
RALPH LAUREN CORP CL A 751212101 3,101 32,477 SH   DFND 1.3 0 32,477 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,381 16,751 SH   DFND 1 16,751 0 0
REALPAGE INC COM 75606N109 691 11,000 SH   DFND 1.3 0 11,000 0
REALTY INCOME CORP COM 756109104 4,002 52,194 SH   DFND 1 52,194 0 0
REGAL BELOIT CORP COM 758750103 2,718 37,313 SH   DFND 1.3 0 37,313 0
REGENCY CTRS CORP COM 758849103 1,892 27,232 SH   DFND 1 27,232 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,426 8,750 SH   DFND 1 8,399 0 351
REGENERON PHARMACEUTICALS COM 75886F107 21,659 78,076 SH   DFND 1.3 0 78,076 0
REGIONS FINL CORP NEW COM 7591EP100 1,565 98,847 SH   DFND 1 88,628 0 10,219
REGIONS FINL CORP NEW COM 7591EP100 3,433 217,018 SH   DFND 1.3 0 217,018 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 608 3,800 SH   DFND 1 0 0 3,800
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,633 36,464 SH   DFND 1.3 0 36,464 0
REPUBLIC SVCS INC COM 760759100 6,138 70,925 SH   DFND 1 52,418 0 18,507
RESMED INC COM 761152107 2,559 18,934 SH   DFND 1 17,943 0 991
RESMED INC COM 761152107 6,602 48,861 SH   DFND 1.3 0 48,861 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 11 763 SH   DFND 1.3 0 763 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,658 37,367 SH   DFND 1 37,367 0 0
RETAIL PPTYS AMER INC CL A 76131V202 991 80,410 SH   DFND 1.3 0 80,410 0
ROBERT HALF INTL INC COM 770323103 1,390 24,968 SH   DFND 1 23,498 0 1,470
ROBERT HALF INTL INC COM 770323103 5,427 97,515 SH   DFND 1.3 0 97,515 0
ROCKWELL AUTOMATION INC COM 773903109 6,265 38,021 SH   DFND 1 37,924 0 97
ROCKWELL AUTOMATION INC COM 773903109 1,426 8,659 SH   DFND 1.3 0 8,659 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,487 51,025 SH   DFND 1 49,752 0 1,273
ROGERS COMMUNICATIONS INC CL B 775109200 4,637 95,163 SH   DFND 1.3 0 95,163 0
ROPER TECHNOLOGIES INC COM 776696106 8,338 23,381 SH   DFND 1 23,381 0 0
ROSS STORES INC COM 778296103 7,273 66,211 SH   DFND 1 60,218 0 5,993
ROSS STORES INC COM 778296103 23,561 214,480 SH   DFND 1.3 0 214,480 0
ROYAL BK CDA MONTREAL QUE COM 780087102 15,843 195,212 SH   DFND 1 190,612 0 4,600
ROYAL BK CDA MONTREAL QUE COM 780087102 493 6,081 SH   DFND 1.3 0 6,081 0
S&P GLOBAL INC COM 78409V104 63,716 260,088 SH   DFND 1 125,913 0 134,175
S&P GLOBAL INC COM 78409V104 169,228 690,786 SH   DFND 1.3 0 690,786 0
SEI INVESTMENTS CO COM 784117103 648 10,944 SH   DFND 1 10,636 0 308
SEI INVESTMENTS CO COM 784117103 141 2,370 SH   DFND 1.3 0 2,370 0
SL GREEN RLTY CORP COM 78440X101 837 10,236 SH   DFND 1 10,236 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,546 29,962 SH   DFND 1 29,962 0 0
SVB FINL GROUP COM 78486Q101 1,771 8,478 SH   DFND 1 8,478 0 0
SALESFORCE COM INC COM 79466L302 20,320 136,897 SH   DFND 1 136,897 0 0
HENRY SCHEIN INC COM 806407102 454 7,150 SH   DFND 1 7,150 0 0
SCHLUMBERGER LTD COM 806857108 12,028 351,970 SH   DFND 1 336,002 0 15,968
SCHLUMBERGER LTD COM 806857108 14,519 424,897 SH   DFND 1,2,3 0 424,897 0
SCHLUMBERGER LTD COM 806857108 2,258 66,068 SH   DFND 1.3 0 66,068 0
THE CHARLES SCHWAB CORPORATI COM 808513105 7,499 179,269 SH   DFND 1 179,269 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 830 9,500 SH   DFND 1.3 0 9,500 0
SEALED AIR CORP NEW COM 81211K100 379 9,131 SH   DFND 1.3 0 9,131 0
SEATTLE GENETICS INC COM 812578102 1,212 14,181 SH   DFND 1 14,181 0 0
SEMPRA ENERGY COM 816851109 1,786 12,095 SH   DFND 1.3 0 12,095 0
SERVICENOW INC COM 81762P102 9,127 35,956 SH   DFND 1 32,953 0 3,003
SERVICENOW INC COM 81762P102 36,328 143,104 SH   DFND 1.3 0 143,104 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,457 124,976 SH   DFND 1 87,176 0 37,800
SHAW COMMUNICATIONS INC CL B CONV 82028K200 13,955 709,834 SH   DFND 1,2,3 0 709,834 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,126 57,298 SH   DFND 1.3 0 57,298 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,462 71,501 SH   DFND 1.3 0 71,501 0
SHERWIN WILLIAMS CO COM 824348106 9,597 17,454 SH   DFND 1 17,454 0 0
SHERWIN WILLIAMS CO COM 824348106 4,269 7,764 SH   DFND 1.3 0 7,764 0
SHOPIFY INC CL A 82509L107 8,577 27,519 SH   DFND 1 27,519 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,216 10,200 SH   DFND 1.3 0 10,200 0
SILICON LABORATORIES INC COM 826919102 178 1,600 SH   DFND 1.3 0 1,600 0
SILGAN HOLDINGS INC COM 827048109 162 5,400 SH   DFND 1.3 0 5,400 0
SIMON PPTY GROUP INC NEW COM 828806109 8,924 57,339 SH   DFND 1 52,516 0 4,823
SIMON PPTY GROUP INC NEW COM 828806109 70,841 455,137 SH   DFND 1.3 0 455,137 0
SIRIUS XM HLDGS INC COM 82968B103 3,778 604,068 SH   DFND 1 604,068 0 0
SIRIUS XM HLDGS INC COM 82968B103 3,816 610,127 SH   DFND 1.3 0 610,127 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,207 27,845 SH   DFND 1 27,845 0 0
SMITH A O CORP COM 831865209 980 20,545 SH   DFND 1 20,545 0 0
SMUCKER J M CO COM NEW 832696405 1,730 15,726 SH   DFND 1 15,726 0 0
SNAP ON INC COM 833034101 18,231 116,468 SH   DFND 1 43,878 0 72,590
SNAP ON INC COM 833034101 34,218 218,586 SH   DFND 1.3 0 218,586 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 22,964 274,304 SH   DFND 1 159,436 0 114,868
SOLAREDGE TECHNOLOGIES INC COM 83417M104 116,022 1,385,836 SH   DFND 1.3 0 1,385,836 46,831
SONOCO PRODS CO COM 835495102 158 2,703 SH   DFND 1.3 0 2,703 0
SOUTHERN CO COM 842587107 419 6,781 SH   DFND 1.3 0 6,781 0
SOUTHWEST AIRLS CO COM 844741108 2,251 41,686 SH   DFND 1 41,117 0 569
SOUTHWEST AIRLS CO COM 844741108 4,256 78,783 SH   DFND 1.3 0 78,783 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 10,758 130,814 SH   DFND 1 130,814 0 0
SPIRE INC COM 84857L101 872 10,000 SH   DFND 1 0 0 10,000
SPLUNK INC COM 848637104 3,227 27,391 SH   DFND 1 26,953 0 438
SPLUNK INC COM 848637104 401 3,395 SH   DFND 1.3 0 3,395 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 5,055 4,701,000 SH   DFND 1 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 62,219 57,863,000 SH   DFND 1.3 0 0 0
SPRINT CORPORATION COM 85207U105 1,305 211,623 SH   DFND 1 211,623 0 0
SQUARE INC CL A 852234103 3,816 61,612 SH   DFND 1 61,612 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,173 1,050,000 SH   DFND 1.3 0 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,578 31,701 SH   DFND 1 31,701 0 0
STARBUCKS CORP COM 855244109 13,708 155,027 SH   DFND 1 155,027 0 0
STARBUCKS CORP COM 855244109 10,701 121,026 SH   DFND 1.3 0 121,026 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,427 2,335,000 SH   DFND 1 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 28,967 27,865,000 SH   DFND 1.3 0 0 0
STATE STR CORP COM 857477103 3,152 53,263 SH   DFND 1 53,263 0 0
STEEL DYNAMICS INC COM 858119100 1,441 48,360 SH   DFND 1 48,360 0 0
STEEL DYNAMICS INC COM 858119100 131 4,400 SH   DFND 1.3 0 4,400 0
STIFEL FINL CORP COM 860630102 126 2,200 SH   DFND 1.3 0 2,200 0
STORE CAP CORP COM 862121100 2,716 72,619 SH   DFND 1.3 0 72,619 0
SUMMIT HOTEL PPTYS INC COM 866082100 23,716 2,044,434 SH   DFND 1.3 0 2,044,434 0
SUN LIFE FINL INC COM 866796105 620 13,846 SH   DFND 1 13,846 0 0
SUN LIFE FINL INC COM 866796105 78 1,738 SH   DFND 1.3 0 1,738 0
SUNTRUST BKS INC COM 867914103 4,164 60,537 SH   DFND 1 60,537 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4 868459AD0 2,344 2,525,000 SH   DFND 1 0 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4 868459AD0 33,575 36,175,000 SH   DFND 1.3 0 0 0
SYMANTEC CORP COM 871503108 1,457 61,701 SH   DFND 1 61,701 0 0
SYNOPSYS INC COM 871607107 802 5,845 SH   DFND 1 5,845 0 0
SYNOPSYS INC COM 871607107 1,099 8,005 SH   DFND 1.3 0 8,005 0
SYNCHRONY FINL COM 87165B103 2,577 75,603 SH   DFND 1 75,603 0 0
SYNCHRONY FINL COM 87165B103 3,539 103,827 SH   DFND 1.3 0 103,827 0
SYSCO CORP COM 871829107 6,299 79,338 SH   DFND 1 79,338 0 0
SYSCO CORP COM 871829107 7,476 94,155 SH   DFND 1.3 0 94,155 0
TJX COS INC NEW COM 872540109 12,187 218,639 SH   DFND 1 216,994 0 1,645
TJX COS INC NEW COM 872540109 3,379 60,594 SH   DFND 1.3 0 60,594 0
T MOBILE US INC COM 872590104 5,547 70,423 SH   DFND 1 69,109 0 1,314
T MOBILE US INC COM 872590104 1,599 20,302 SH   DFND 1.3 0 20,302 0
TABULA RASA HEALTHCARE INC COM 873379101 5,317 96,785 SH   DFND 1 89,520 0 7,265
TABULA RASA HEALTHCARE INC COM 873379101 42,769 778,453 SH   DFND 1.3 0 778,453 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,313 42,392 SH   DFND 1 41,167 0 1,225
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13,539 108,024 SH   DFND 1.3 0 108,024 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 924 27,000 SH   DFND 1.3 0 27,000 0
TAPESTRY INC COM 876030107 1,308 50,206 SH   DFND 1 50,206 0 0
TAPESTRY INC COM 876030107 1,358 52,113 SH   DFND 1.3 0 52,113 0
TARGET CORP COM 87612E106 26,095 244,076 SH   DFND 1.3 0 244,076 0
TECH DATA CORP COM 878237106 1,181 11,325 SH   DFND 1.3 0 11,325 0
TECK RESOURCES LTD CL B 878742204 3,234 199,220 SH   DFND 1 199,220 0 0
TECK RESOURCES LTD CL B 878742204 1,567 96,543 SH   DFND 1.3 0 96,543 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 72 7,200 SH   DFND 1.3 0 7,200 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,679 5,213 SH   DFND 1.3 0 5,213 0
TELEFLEX INC COM 879369106 1,803 5,306 SH   DFND 1 5,306 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,335 51,713 SH   DFND 1.3 0 51,713 0
TELUS CORP COM 87971M103 3,213 90,198 SH   DFND 1 90,198 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 733 33,132 SH   DFND 1.3 0 33,132 0
TERADYNE INC COM 880770102 1,685 29,100 SH   DFND 1.3 0 29,100 0
TESLA INC COM 88160R101 632 2,623 SH   DFND 1.3 0 2,623 0
TETRA TECH INC NEW COM 88162G103 66 760 SH   DFND 1.3 0 760 0
TEXAS INSTRS INC COM 882508104 17,782 137,587 SH   DFND 1 126,744 0 10,843
TEXAS INSTRS INC COM 882508104 94,368 730,168 SH   DFND 1.3 0 730,168 0
THERMO FISHER SCIENTIFIC INC COM 883556102 75,294 258,498 SH   DFND 1 136,732 0 121,766
THERMO FISHER SCIENTIFIC INC COM 883556102 220,814 758,104 SH   DFND 1.3 0 758,104 0
THOMSON REUTERS CORP COM NEW 884903709 2,911 43,525 SH   DFND 1 42,072 0 1,453
THOMSON REUTERS CORP COM NEW 884903709 749 11,193 SH   DFND 1.3 0 11,193 0
3M CO COM 88579Y101 13,026 79,228 SH   DFND 1 79,228 0 0
3M CO COM 88579Y101 11,518 70,067 SH   DFND 1,2,3 0 70,067 0
3M CO COM 88579Y101 1,525 9,279 SH   DFND 1.3 0 9,279 0
TIFFANY & CO NEW COM 886547108 2,588 27,939 SH   DFND 1 27,939 0 0
TIFFANY & CO NEW COM 886547108 3,400 36,709 SH   DFND 1.3 0 36,709 0
TIMKEN CO COM 887389104 1,193 27,434 SH   DFND 1.3 0 27,434 0
TOLL BROTHERS INC COM 889478103 1,578 38,453 SH   DFND 1.3 0 38,453 0
TORO CO COM 891092108 60 825 SH   DFND 1.3 0 825 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,100 242,018 SH   DFND 1 225,518 0 16,500
TORONTO DOMINION BK ONT COM NEW 891160509 21,532 369,589 SH   DFND 1.3 0 369,589 0
TRACTOR SUPPLY CO COM 892356106 1,939 21,442 SH   DFND 1 21,442 0 0
TRACTOR SUPPLY CO COM 892356106 2,387 26,397 SH   DFND 1.3 0 26,397 0
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 84 10,300 SH   DFND 1.3 0 10,300 0
TRAVELERS COMPANIES INC COM 89417E109 5,358 36,040 SH   DFND 1 36,040 0 0
TRINET GROUP INC COM 896288107 1,120 18,006 SH   DFND 1.3 0 18,006 0
TWILIO INC CL A 90138F102 6,195 56,343 SH   DFND 1 56,343 0 0
TWITTER INC COM 90184L102 11,079 268,895 SH   DFND 1 259,295 0 9,600
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,601 1,509,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 2,063 157,200 SH   DFND 1.3 0 157,200 0
TYSON FOODS INC CL A 902494103 405 4,700 SH   DFND 1 0 0 4,700
TYSON FOODS INC CL A 902494103 27,796 322,696 SH   DFND 1.3 0 322,696 0
UDR INC COM 902653104 2,114 43,600 SH   DFND 1.3 0 43,600 0
US BANCORP DEL COM NEW 902973304 12,204 220,514 SH   DFND 1 219,214 1,300 0
US BANCORP DEL COM NEW 902973304 18,207 328,984 SH   DFND 1.3 0 328,984 0
ULTA BEAUTY INC COM 90384S303 43,672 174,237 SH   DFND 1 62,503 0 111,734
ULTA BEAUTY INC COM 90384S303 93,077 371,341 SH   DFND 1.3 0 371,341 0
UNDER ARMOUR INC CL C 904311206 1,183 65,279 SH   DFND 1 65,279 0 0
UNION PACIFIC CORP COM 907818108 16,787 103,637 SH   DFND 1 97,727 0 5,910
UNION PACIFIC CORP COM 907818108 33,474 206,651 SH   DFND 1.3 0 206,651 0
UNITED AIRLINES HLDGS INC COM 910047109 893 10,100 SH   DFND 1.3 0 10,100 0
UNITED PARCEL SERVICE INC CL B 911312106 575 4,800 SH   DFND 1 0 0 4,800
UNITED PARCEL SERVICE INC CL B 911312106 671 5,600 SH   DFND 1.3 0 5,600 0
UNITED RENTALS INC COM 911363109 1,984 15,922 SH   DFND 1 15,617 305 0
UNITED RENTALS INC COM 911363109 734 5,888 SH   DFND 1.3 0 5,888 0
UNITED TECHNOLOGIES CORP COM 913017109 6,694 49,036 SH   DFND 1.3 0 49,036 0
UNITEDHEALTH GROUP INC COM 91324P102 75,044 345,319 SH   DFND 1 197,797 0 147,522
UNITEDHEALTH GROUP INC COM 91324P102 200,431 922,279 SH   DFND 1.3 0 922,279 0
UNUM GROUP COM 91529Y106 242 8,166 SH   DFND 1 8,166 0 0
UNUM GROUP COM 91529Y106 2,846 95,759 SH   DFND 1.3 0 95,759 0
V F CORP COM 918204108 5,090 57,200 SH   DFND 1.3 0 57,200 0
VEON LTD SPONSORED ADR 91822M106 1,440 600,000 SH   DFND 2 0 0 600,000
VAIL RESORTS INC COM 91879Q109 2,025 8,900 SH   DFND 1 8,698 0 202
VAIL RESORTS INC COM 91879Q109 2,000 8,789 SH   DFND 1.3 0 8,789 0
VALERO ENERGY CORP NEW COM 91913Y100 12,601 147,841 SH   DFND 1.3 0 147,841 0
VALVOLINE INC COM 92047W101 1,535 69,700 SH   DFND 1.3 0 69,700 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,698 25,787 SH   DFND 3 0 0 25,787
VARIAN MED SYS INC COM 92220P105 898 7,540 SH   DFND 1 7,540 0 0
VEEVA SYS INC CL A COM 922475108 3,392 22,220 SH   DFND 1 21,739 0 481
VEEVA SYS INC CL A COM 922475108 17,253 113,000 SH   DFND 1.3 0 113,000 0
VENTAS INC COM 92276F100 3,394 46,488 SH   DFND 1 45,550 0 938
VENTAS INC COM 92276F100 9,151 125,306 SH   DFND 1.3 0 125,306 0
VEREIT INC COM 92339V100 6,310 645,200 SH   DFND 1.3 0 645,200 0
VERISIGN INC COM 92343E102 11,794 62,525 SH   DFND 1 59,150 0 3,375
VERISIGN INC COM 92343E102 24,301 128,823 SH   DFND 1.3 0 128,823 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,139 499,347 SH   DFND 1 455,382 1,130 42,835
VERIZON COMMUNICATIONS INC COM 92343V104 13,792 228,506 SH   DFND 1,2,3 0 228,506 0
VERIZON COMMUNICATIONS INC COM 92343V104 64,145 1,062,704 SH   DFND 1.3 0 1,062,704 0
VERISK ANALYTICS INC COM 92345Y106 6,224 39,362 SH   DFND 1 38,626 0 736
VERISK ANALYTICS INC COM 92345Y106 11,716 74,088 SH   DFND 1.3 0 74,088 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,279 37,063 SH   DFND 1 37,063 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 23,058 136,100 SH   DFND 1.3 0 136,100 0
VIACOM INC NEW CL B 92553P201 451 18,759 SH   DFND 1 17,228 0 1,531
VIACOM INC NEW CL B 92553P201 2,178 90,609 SH   DFND 1.3 0 90,609 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,313 1,070,000 SH   DFND 1.3 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 342 38,400 SH   DFND 1.3 0 38,400 0
VISA INC COM CL A 92826C839 98,195 570,869 SH   DFND 1 334,616 0 236,253
VISA INC COM CL A 92826C839 251,516 1,462,218 SH   DFND 1.3 0 1,462,218 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,373 1,462,000 SH   DFND 1.3 0 0 0
VMWARE INC CL A COM 928563402 2,044 13,624 SH   DFND 1 13,624 0 0
VMWARE INC CL A COM 928563402 2,541 16,930 SH   DFND 1.3 0 16,930 0
VORNADO RLTY TR SH BEN INT 929042109 773 12,138 SH   DFND 1 12,138 0 0
VOYA FINL INC COM 929089100 1,149 21,100 SH   DFND 1 20,150 0 950
VOYA FINL INC COM 929089100 3,147 57,808 SH   DFND 1.3 0 57,808 0
VULCAN MATLS CO COM 929160109 3,539 23,398 SH   DFND 1 23,398 0 0
VULCAN MATLS CO COM 929160109 1,756 11,612 SH   DFND 1.3 0 11,612 0
WABCO HLDGS INC COM 92927K102 576 4,310 SH   DFND 1 4,310 0 0
WEC ENERGY GROUP INC COM 92939U106 15,987 168,118 SH   DFND 1.3 0 168,118 0
WIX COM LTD NOTE 7/0 92940WAB5 556 500,000 SH   DFND 1.3 0 0 0
WABTEC CORP COM 929740108 2,245 31,246 SH   DFND 1 31,246 0 0
WABTEC CORP COM 929740108 406 5,646 SH   DFND 1,2,3 0 5,646 0
WABTEC CORP COM 929740108 69 962 SH   DFND 1.3 0 962 0
WALMART INC COM 931142103 1,282 10,800 SH   DFND 1 0 0 10,800
WALMART INC COM 931142103 35,203 296,619 SH   DFND 1,2,3 0 296,619 0
WALMART INC COM 931142103 17,031 143,503 SH   DFND 1.3 0 143,503 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,935 107,319 SH   DFND 1 107,319 0 0
WASTE MGMT INC DEL COM 94106L109 9,118 79,298 SH   DFND 1 78,217 0 1,081
WASTE MGMT INC DEL COM 94106L109 11,320 98,429 SH   DFND 1.3 0 98,429 0
WATERS CORP COM 941848103 2,385 10,681 SH   DFND 1 10,681 0 0
WEIBO CORP SPONSORED ADR 948596101 179 4,000 SH   DFND 1.3 0 4,000 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,173 280,545 SH   DFND 1.3 0 280,545 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,148 4,430 SH   DFND 1 4,430 0 0
WELLS FARGO CO NEW COM 949746101 1,851 36,700 SH   DFND 1 0 0 36,700
WELLS FARGO CO NEW COM 949746101 14,166 280,861 SH   DFND 1,2,3 0 280,861 0
WELLS FARGO CO NEW COM 949746101 2,831 56,137 SH   DFND 1.3 0 56,137 0
WELLTOWER INC COM 95040Q104 6,543 72,172 SH   DFND 1 65,172 0 7,000
WELLTOWER INC COM 95040Q104 11,119 122,669 SH   DFND 1.3 0 122,669 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 681 4,800 SH   DFND 1.3 0 4,800 0
WESTERN DIGITAL CORP COM 958102105 2,357 39,527 SH   DFND 1 39,527 0 0
WESTROCK CO COM 96145D105 2,503 68,681 SH   DFND 1 68,681 0 0
WEYERHAEUSER CO COM 962166104 947 34,200 SH   DFND 1 0 0 34,200
WEYERHAEUSER CO COM 962166104 13,259 478,659 SH   DFND 1,2,3 0 478,659 0
WEYERHAEUSER CO COM 962166104 869 31,367 SH   DFND 1.3 0 31,367 0
WHEATON PRECIOUS METALS CORP COM 962879102 5,030 191,705 SH   DFND 1 191,705 0 0
WHIRLPOOL CORP COM 963320106 1,540 9,723 SH   DFND 1 9,723 0 0
WILLIAMS COS INC DEL COM 969457100 790 32,839 SH   DFND 1.3 0 32,839 0
WORKDAY INC CL A 98138H101 5,643 33,198 SH   DFND 1 33,032 0 166
WORKDAY INC CL A 98138H101 1,393 8,196 SH   DFND 1.3 0 8,196 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 129 2,500 SH   DFND 1.3 0 2,500 0
XPO LOGISTICS INC COM 983793100 1,685 23,548 SH   DFND 1 23,548 0 0
XCEL ENERGY INC COM 98389B100 1,402 21,618 SH   DFND 1.3 0 21,618 0
XILINX INC COM 983919101 2,944 30,698 SH   DFND 1 30,698 0 0
XYLEM INC COM 98419M100 3,329 41,809 SH   DFND 1 41,809 0 0
XYLEM INC COM 98419M100 5,972 75,000 SH   DFND 1.3 0 75,000 0
XEROX HOLDINGS CORP COM NEW 98421M106 2,862 95,695 SH   DFND 1.3 0 95,695 0
YY INC SPONSORED ADS A 98426T106 3,020 53,700 SH   DFND 1.3 0 53,700 0
YELP INC CL A 985817105 115 3,300 SH   DFND 1.3 0 3,300 0
YUM BRANDS INC COM 988498101 6,315 55,666 SH   DFND 1 51,866 0 3,800
YUM BRANDS INC COM 988498101 3,689 32,522 SH   DFND 1.3 0 32,522 0
ZAYO GROUP HLDGS INC COM 98919V105 1,739 51,306 SH   DFND 1 48,714 0 2,592
ZAYO GROUP HLDGS INC COM 98919V105 6,617 195,187 SH   DFND 1.3 0 195,187 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,457 7,063 SH   DFND 1 6,960 0 103
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,288 11,092 SH   DFND 1.3 0 11,092 0
ZILLOW GROUP INC CL C CAP STK 98954M200 2,890 96,928 SH   DFND 1 96,928 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,858 28,099 SH   DFND 1 28,099 0 0
ZIONS BANCORPORATION N A COM 989701107 844 18,958 SH   DFND 1.3 0 18,958 0
ZOETIS INC CL A 98978V103 9,583 76,921 SH   DFND 1 73,621 0 3,300
ZOETIS INC CL A 98978V103 21,268 170,700 SH   DFND 1.3 0 170,700 0
ZYNGA INC CL A 98986T108 6 1,000 SH   DFND 1.3 0 1,000 0
ARCO PLATFORM LTD COM CL A G04553106 11,405 225,000 SH   DFND 1.3 0 225,000 0
ATHENE HLDG LTD CL A G0684D107 1,592 37,851 SH   DFND 1.3 0 37,851 0
AXALTA COATING SYS LTD COM G0750C108 2,180 72,305 SH   DFND 1 72,305 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,238 68,825 SH   DFND 1 66,791 0 2,034
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 19,648 102,143 SH   DFND 1.3 0 102,143 0
BUNGE LIMITED COM G16962105 1,243 21,949 SH   DFND 1 21,179 0 770
BUNGE LIMITED COM G16962105 448 7,915 SH   DFND 1.3 0 7,915 0
CAPRI HOLDINGS LIMITED SHS G1890L107 352 10,645 SH   DFND 1 10,645 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 782 23,579 SH   DFND 1.3 0 23,579 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 8,845 1,967,838 SH   DFND 1,3,4 0 1,967,838 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 238 53,000 SH   DFND 4 0 0 53,000
CREDICORP LTD COM G2519Y108 1,417 6,800 SH   DFND 1.3 0 6,800 0
ESSENT GROUP LTD COM G3198U102 97 2,034 SH   DFND 1.3 0 2,034 0
EVEREST RE GROUP LTD COM G3223R108 1,070 4,018 SH   DFND 1 4,018 0 0
IHS MARKIT LTD SHS G47567105 8,599 128,564 SH   DFND 1 128,564 0 0
IHS MARKIT LTD SHS G47567105 1,292 19,315 SH   DFND 1.3 0 19,315 0
INVESCO LTD SHS G491BT108 453 26,763 SH   DFND 1 26,763 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,870 36,123 SH   DFND 1.3 0 36,123 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 12,226 264,000 SH   DFND 1.3 0 264,000 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 224 1,157 SH   DFND 1 1,157 0 0
SINA CORP ORD G81477104 172 4,400 SH   DFND 1.3 0 4,400 0
WHITE MTNS INS GROUP LTD COM G9618E107 98 91 SH   DFND 1.3 0 91 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 975 8,900 SH   DFND 1.3 0 8,900 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,561 42,107 SH   DFND 1 38,207 0 3,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,140 28,981 SH   DFND 1.3 0 28,981 0
FLEX LTD ORD Y2573F102 335 32,048 SH   DFND 1 32,048 0 0