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
ROYAL CARIBBEAN CRUISES LTD COM 000886286 5,734 42,948 SH   DFND 1 42,948 0 0
ROYAL CARIBBEAN CRUISES LTD COM 000886286 133 1,001 SH   DFND 1.3 0 1,001 0
AFLAC INC COM 001055102 6,800 128,553 SH   DFND 1 107,192 0 21,361
AFLAC INC COM 001055102 13,727 259,520 SH   DFND 1.3 0 259,520 0
CHECK POINT SOFTWARE TECH LT ORD 001082411 620 5,583 SH   DFND 1 5,583 0 0
CHECK POINT SOFTWARE TECH LT ORD 001082411 9 77 SH   DFND 1.3 0 77 0
AGNC INVT CORP COM 00123Q104 563 31,826 SH   DFND 1 31,826 0 0
AGNC INVT CORP COM 00123Q104 2,299 130,030 SH   DFND 1.3 0 130,030 0
AES CORP COM 00130H105 11,395 572,629 SH   DFND 1.3 0 572,629 0
AT&T INC COM 00206R102 32,681 836,277 SH   DFND 1 830,610 0 5,667
AT&T INC COM 00206R102 27,082 692,970 SH   DFND 1.3 0 692,970 0
ABBOTT LABS COM 002824100 24,519 282,282 SH   DFND 1 279,886 0 2,396
ABBOTT LABS COM 002824100 34,356 395,543 SH   DFND 1.3 0 395,543 0
ABBVIE INC COM 00287Y109 15,711 177,441 SH   DFND 1 158,361 0 19,080
ABBVIE INC COM 00287Y109 27,963 315,821 SH   DFND 1.3 0 315,821 0
ABIOMED INC COM 003654100 1,613 9,459 SH   DFND 1 9,459 0 0
ABIOMED INC COM 003654100 41 238 SH   DFND 1.3 0 238 0
ACTIVISION BLIZZARD INC COM 00507V109 8,974 151,037 SH   DFND 1 143,337 0 7,700
ACTIVISION BLIZZARD INC COM 00507V109 223 3,757 SH   DFND 1.3 0 3,757 0
ACUITY BRANDS INC COM 00508Y102 523 3,788 SH   DFND 1 3,788 0 0
ACUITY BRANDS INC COM 00508Y102 7 51 SH   DFND 1.3 0 51 0
ADOBE INC COM 00724F101 90,185 273,446 SH   DFND 1 154,174 100 119,172
ADOBE INC COM 00724F101 231,155 700,868 SH   DFND 1.3 0 700,868 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,795 11,211 SH   DFND 1 11,211 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 41 256 SH   DFND 1.3 0 256 0
AECOM COM 00766T100 18 423 SH   DFND 1.3 0 423 0
ADVANCED MICRO DEVICES INC COM 007903107 7,964 173,644 SH   DFND 1 143,492 0 30,152
ADVANCED MICRO DEVICES INC COM 007903107 2,675 58,323 SH   DFND 1.3 0 58,323 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,272 50,079 SH   DFND 1 50,079 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 97 1,136 SH   DFND 1.3 0 1,136 0
AIR PRODS & CHEMS INC COM 009158106 11,856 50,456 SH   DFND 1 47,092 0 3,364
AIR PRODS & CHEMS INC COM 009158106 30,387 129,314 SH   DFND 1.3 0 129,314 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,215 95,103 SH   DFND 1 95,103 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,307 38,284 SH   DFND 1.3 0 38,284 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 4,818 4,360,000 SH   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 65,171 58,980,000 SH   DFND 1.3 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A 00B4BNMY3 16,875 80,138 SH   DFND 1 77,796 0 2,342
ACCENTURE PLC IRELAND SHS CLASS A 00B4BNMY3 18,421 87,477 SH   DFND 1.3 0 87,477 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,716 29,188 SH   DFND 1 29,188 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 96 593 SH   DFND 1.3 0 593 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,116 28,818 SH   DFND 1 28,818 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 72 672 SH   DFND 1.3 0 672 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,265 89,400 SH   DFND 1.3 0 89,400 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,613 73,611 SH   DFND 1,2,3 0 73,611 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 89,388 421,444 SH   DFND 1.3 0 421,444 0
ALIGN TECHNOLOGY INC COM 016255101 3,280 11,755 SH   DFND 1 11,755 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,700 9,677 SH   DFND 1.3 0 9,677 0
ALLIANT ENERGY CORP COM 018802108 32 582 SH   DFND 1.3 0 582 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,993 144,736 SH   DFND 1.3 0 144,736 0
ALLSTATE CORP COM 020002101 5,315 47,271 SH   DFND 1 45,454 0 1,817
ALLSTATE CORP COM 020002101 2,137 19,000 SH   DFND 1.3 0 19,000 0
ALLY FINL INC COM 02005N100 2,668 87,276 SH   DFND 1 80,455 0 6,821
ALLY FINL INC COM 02005N100 2,937 96,116 SH   DFND 1.3 0 96,116 0
ALPHABET INC CAP STK CL C 02079K107 12,837 9,601 SH   DFND 1 3,482 0 6,119
ALPHABET INC CAP STK CL C 02079K107 78,402 58,639 SH   DFND 1.3 0 58,639 0
ALPHABET INC CAP STK CL A 02079K305 81,311 60,708 SH   DFND 1 23,760 0 36,948
ALPHABET INC CAP STK CL A 02079K305 242,610 181,135 SH   DFND 1.3 0 181,135 0
ALTICE USA INC CL A 02156K103 2,615 95,635 SH   DFND 1 47,541 0 48,094
ALTICE USA INC CL A 02156K103 8,492 310,607 SH   DFND 1.3 0 310,607 0
AMAZON COM INC COM 023135106 96,144 52,030 SH   DFND 1 19,134 0 32,896
AMAZON COM INC COM 023135106 302,247 163,568 SH   DFND 1.3 0 163,568 0
AMEDISYS INC COM 023436108 2,191 13,123 SH   DFND 1.3 0 13,123 0
AMEREN CORP COM 023608102 11,600 151,030 SH   DFND 1.3 0 151,030 0
AMERICAN ELEC PWR CO INC COM 025537101 8,544 90,404 SH   DFND 1,2,3 0 90,404 0
AMERICAN ELEC PWR CO INC COM 025537101 20,612 218,110 SH   DFND 1.3 0 218,110 0
AMERICAN EXPRESS CO COM 025816109 14,804 118,918 SH   DFND 1 118,918 0 0
AMERICAN EXPRESS CO COM 025816109 991 7,959 SH   DFND 1.3 0 7,959 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,633 129,211 SH   DFND 1 129,211 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 161 3,119 SH   DFND 1.3 0 3,119 0
AMERICAN TOWER CORP NEW COM 03027X100 17,011 74,016 SH   DFND 1 63,616 0 10,400
AMERICAN TOWER CORP NEW COM 03027X100 27,370 119,093 SH   DFND 1.3 0 119,093 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,039 24,737 SH   DFND 1.3 0 24,737 0
AMERISOURCEBERGEN CORP COM 03073E105 683 8,028 SH   DFND 1 7,728 300 0
AMERISOURCEBERGEN CORP COM 03073E105 6,111 71,874 SH   DFND 1.3 0 71,874 0
AMERIPRISE FINL INC COM 03076C106 3,965 23,802 SH   DFND 1 23,802 0 0
AMERIPRISE FINL INC COM 03076C106 12,345 74,106 SH   DFND 1.3 0 74,106 0
AMETEK INC NEW COM 031100100 1,560 15,645 SH   DFND 1 0 0 15,645
AMETEK INC NEW COM 031100100 2,863 28,698 SH   DFND 1.3 0 28,698 0
AMGEN INC COM 031162100 16,062 66,626 SH   DFND 1 66,626 0 0
AMGEN INC COM 031162100 19,244 79,828 SH   DFND 1.3 0 79,828 0
AMPHENOL CORP NEW CL A 032095101 2,424 22,400 SH   DFND 1.3 0 22,400 0
ANALOG DEVICES INC COM 032654105 9,934 83,594 SH   DFND 1 83,594 0 0
ANALOG DEVICES INC COM 032654105 233 1,958 SH   DFND 1.3 0 1,958 0
ANNALY CAP MGMT INC COM 035710409 2,947 312,827 SH   DFND 1 308,587 0 4,240
ANNALY CAP MGMT INC COM 035710409 11,001 1,167,825 SH   DFND 1.3 0 1,167,825 0
ANSYS INC COM 03662Q105 2,109 8,196 SH   DFND 1 8,196 0 0
ANSYS INC COM 03662Q105 11,683 45,384 SH   DFND 1.3 0 45,384 0
ANTHEM INC COM 036752103 65,527 216,961 SH   DFND 1 98,325 0 118,636
ANTHEM INC COM 036752103 162,723 538,768 SH   DFND 1.3 0 538,768 0
APARTMENT INVT & MGMT CO CL A 03748R754 20,770 402,138 SH   DFND 1.3 0 402,138 0
APPLE INC COM 037833100 6,840 23,294 SH   DFND 1 0 360 22,934
APPLE INC COM 037833100 23,301 79,349 SH   DFND 1,2,3 0 79,349 0
APPLE INC COM 037833100 211,342 719,710 SH   DFND 1.3 0 719,710 0
APPLIED MATLS INC COM 038222105 8,343 136,686 SH   DFND 1 136,686 0 0
APPLIED MATLS INC COM 038222105 3,505 57,424 SH   DFND 1.3 0 57,424 0
APTARGROUP INC COM 038336103 44 383 SH   DFND 1.3 0 383 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,011 151,265 SH   DFND 1 151,265 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 163 3,516 SH   DFND 1.3 0 3,516 0
ARCONIC INC COM 03965L100 6,416 208,487 SH   DFND 1 208,487 0 0
ARCONIC INC COM 03965L100 147 4,752 SH   DFND 1.3 0 4,752 0
ARES CAP CORP NOTE 4.625% 3/ 04010LAW3 2,736 2,564,000 SH   DFND 1 0 0 0
ARES CAP CORP NOTE 4.625% 3/ 04010LAW3 33,457 31,350,000 SH   DFND 1.3 0 0 0
ARISTA NETWORKS INC COM 040413106 2,314 11,378 SH   DFND 1 11,378 0 0
ARISTA NETWORKS INC COM 040413106 32 159 SH   DFND 1.3 0 159 0
ARROW ELECTRS INC COM 042735100 6,820 80,481 SH   DFND 1 80,481 0 0
ARROW ELECTRS INC COM 042735100 180 2,119 SH   DFND 1.3 0 2,119 0
ASPEN TECHNOLOGY INC COM 045327103 5,902 48,800 SH   DFND 1.3 0 48,800 0
ATMOS ENERGY CORP COM 049560105 4,741 42,384 SH   DFND 1.3 0 42,384 0
AUTODESK INC COM 052769106 6,559 35,746 SH   DFND 1 35,746 0 0
AUTODESK INC COM 052769106 1,525 8,315 SH   DFND 1.3 0 8,315 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,000 12,500 SH   DFND 1.3 0 12,500 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,355 49,004 SH   DFND 1 49,004 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,350 31,379 SH   DFND 1.3 0 31,379 0
AUTOZONE INC COM 053332102 4,599 3,861 SH   DFND 1 3,503 0 358
AUTOZONE INC COM 053332102 18,650 15,656 SH   DFND 1.3 0 15,656 0
AVALONBAY CMNTYS INC COM 053484101 6,159 29,371 SH   DFND 1 29,371 0 0
AVALONBAY CMNTYS INC COM 053484101 8,847 42,186 SH   DFND 1.3 0 42,186 0
AVERY DENNISON CORP COM 053611109 2,324 17,763 SH   DFND 1 15,067 0 2,696
AVERY DENNISON CORP COM 053611109 9,690 74,075 SH   DFND 1.3 0 74,075 0
AXA EQUITABLE HLDGS INC COM 054561105 2,485 100,279 SH   DFND 1 100,279 0 0
AXA EQUITABLE HLDGS INC COM 054561105 6,237 251,675 SH   DFND 1.3 0 251,675 0
BCE INC COM NEW 05534B760 5,834 125,865 SH   DFND 1 125,865 0 0
BCE INC COM NEW 05534B760 206 4,435 SH   DFND 1.3 0 4,435 0
BAIDU INC SPON ADR REP A 056752108 5,275 41,732 SH   DFND 1.3 0 41,732 0
BAKER HUGHES COMPANY CL A 05722G100 4,639 180,978 SH   DFND 1 180,978 0 0
BAKER HUGHES COMPANY CL A 05722G100 144 5,609 SH   DFND 1.3 0 5,609 0
BALL CORP COM 058498106 3,355 51,868 SH   DFND 1 51,868 0 0
BALL CORP COM 058498106 87 1,353 SH   DFND 1.3 0 1,353 0
BANK AMER CORP COM 060505104 38,974 1,106,593 SH   DFND 1 1,086,722 2,400 17,471
BANK AMER CORP COM 060505104 58,892 1,672,153 SH   DFND 1.3 0 1,672,153 0
BANK MONTREAL QUE COM 063671101 7,995 103,161 SH   DFND 1 95,956 0 7,205
BANK MONTREAL QUE COM 063671101 655 8,434 SH   DFND 1.3 0 8,434 0
BANK NEW YORK MELLON CORP COM 064058100 6,753 134,172 SH   DFND 1 134,172 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,676 251,857 SH   DFND 1,2,3 0 251,857 0
BANK NEW YORK MELLON CORP COM 064058100 13,072 259,753 SH   DFND 1.3 0 259,753 0
BANK N S HALIFAX COM 064149107 10,959 193,999 SH   DFND 1 190,545 0 3,454
BANK N S HALIFAX COM 064149107 13,369 236,662 SH   DFND 1.3 0 236,662 0
BANKUNITED INC COM 06652K103 1,053 28,800 SH   DFND 1.3 0 28,800 0
BAOZUN INC SPONSORED ADR 06684L103 371 11,200 SH   DFND 1.3 0 11,200 0
BAUSCH HEALTH COS INC COM 071734107 2,077 69,430 SH   DFND 1.3 0 69,430 0
BAXTER INTL INC COM 071813109 8,683 103,844 SH   DFND 1 82,561 400 20,883
BAXTER INTL INC COM 071813109 13,157 157,348 SH   DFND 1.3 0 157,348 0
BECTON DICKINSON & CO COM 075887109 11,942 43,909 SH   DFND 1 43,909 0 0
BECTON DICKINSON & CO COM 075887109 278 1,021 SH   DFND 1.3 0 1,021 0
BEIGENE LTD SPONSORED ADR 07725L102 1,276 7,700 SH   DFND 1 7,700 0 0
BEIGENE LTD SPONSORED ADR 07725L102 17 100 SH   DFND 1.3 0 100 0
BERKLEY W R CORP COM 084423102 162 2,353 SH   DFND 1 0 0 2,353
BERKLEY W R CORP COM 084423102 7,894 114,225 SH   DFND 1.3 0 114,225 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,801 65,344 SH   DFND 1.3 0 65,344 0
BERRY GLOBAL GROUP INC COM 08579W103 404 8,503 SH   DFND 1 0 0 8,503
BERRY GLOBAL GROUP INC COM 08579W103 1,109 23,351 SH   DFND 1.3 0 23,351 0
BEST BUY INC COM 086516101 4,470 50,907 SH   DFND 1 40,696 0 10,211
BEST BUY INC COM 086516101 12,443 141,727 SH   DFND 1.3 0 141,727 0
BIO RAD LABS INC CL A 090572207 1,871 5,058 SH   DFND 1 5,058 0 0
BIO RAD LABS INC CL A 090572207 1,624 4,389 SH   DFND 1.3 0 4,389 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,080 24,598 SH   DFND 1 24,598 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 45 529 SH   DFND 1.3 0 529 0
BIOGEN INC COM 09062X103 6,538 22,037 SH   DFND 1 20,731 0 1,306
BIOGEN INC COM 09062X103 9,315 31,392 SH   DFND 1.3 0 31,392 0
BLACK HILLS CORP COM 092113109 54 682 SH   DFND 1.3 0 682 0
BLACKROCK INC COM 09247X101 4,625 9,200 SH   DFND 1.3 0 9,200 0
BLACKSTONE MTG TR INC COM CL A 09257W100 78 2,100 SH   DFND 1.3 0 2,100 0
BOEING CO COM 097023105 1,923 5,903 SH   DFND 1 0 0 5,903
BOEING CO COM 097023105 18,031 55,350 SH   DFND 1.3 0 55,350 0
BOOKING HLDGS INC COM 09857L108 80,953 39,417 SH   DFND 1 16,631 0 22,786
BOOKING HLDGS INC COM 09857L108 177,352 86,355 SH   DFND 1.3 0 86,355 3,547
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 9,618 135,210 SH   DFND 1.3 0 135,210 0
BORGWARNER INC COM 099724106 3,245 74,804 SH   DFND 1 73,480 0 1,324
BORGWARNER INC COM 099724106 1,614 37,194 SH   DFND 1.3 0 37,194 0
BOSTON PROPERTIES INC COM 101121101 4,214 30,568 SH   DFND 1 30,058 0 510
BOSTON PROPERTIES INC COM 101121101 6,387 46,331 SH   DFND 1.3 0 46,331 0
BOSTON SCIENTIFIC CORP COM 101137107 1,919 42,432 SH   DFND 1 0 0 42,432
BOSTON SCIENTIFIC CORP COM 101137107 10,057 222,374 SH   DFND 1.3 0 222,374 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 8,369 531,351 SH   DFND 1.3 0 531,351 0
BRISTOL MYERS SQUIBB CO COM 110122108 16,978 264,506 SH   DFND 1 263,006 1,500 0
BRISTOL MYERS SQUIBB CO COM 110122108 15,636 243,583 SH   DFND 1,2,3 0 243,583 0
BRISTOL MYERS SQUIBB CO COM 110122108 29,597 461,073 SH   DFND 1.3 0 461,073 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 2,304 SH   DFND 1 0 0 2,304
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 18,044 SH   DFND 1.3 0 18,044 0
BRIXMOR PPTY GROUP INC COM 11120U105 20,685 957,222 SH   DFND 1.3 0 957,222 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,102 41,300 SH   DFND 1.3 0 41,300 0
BROADCOM INC COM 11135F101 18,280 57,845 SH   DFND 1 51,765 0 6,080
BROADCOM INC COM 11135F101 15,258 48,282 SH   DFND 1.3 0 48,282 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 10,595 183,298 SH   DFND 1 183,298 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 9,300 160,883 SH   DFND 1.3 0 160,883 0
BROWN & BROWN INC COM 115236101 57,375 1,453,286 SH   DFND 1 592,953 0 860,333
BROWN & BROWN INC COM 115236101 127,035 3,217,689 SH   DFND 1.3 0 3,217,689 0
BROWN FORMAN CORP CL B 115637209 4,205 62,196 SH   DFND 1 62,196 0 0
BROWN FORMAN CORP CL B 115637209 5,126 75,847 SH   DFND 1.3 0 75,847 0
BRUKER CORP COM 116794108 9,153 179,575 SH   DFND 1.3 0 179,575 0
BRUNSWICK CORP COM 117043109 20 328 SH   DFND 1.3 0 328 0
BURLINGTON STORES INC COM 122017106 3,331 14,606 SH   DFND 1 9,046 0 5,560
BURLINGTON STORES INC COM 122017106 4,864 21,333 SH   DFND 1.3 0 21,333 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,153 9,609 SH   DFND 1 9,609 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 25 205 SH   DFND 1.3 0 205 0
CBRE GROUP INC CL A 12504L109 5,502 89,773 SH   DFND 1 85,285 0 4,488
CBRE GROUP INC CL A 12504L109 10,978 179,130 SH   DFND 1.3 0 179,130 0
CDW CORP COM 12514G108 1,125 7,878 SH   DFND 1 0 0 7,878
CDW CORP COM 12514G108 16,088 112,629 SH   DFND 1.3 0 112,629 0
CGI INC CL A SUB VTG 12532H104 7,784 92,994 SH   DFND 1.3 0 92,994 0
CIGNA CORP NEW COM 125523100 36,265 177,341 SH   DFND 1 98,240 0 79,101
CIGNA CORP NEW COM 125523100 63,335 309,725 SH   DFND 1.3 0 309,725 0
CIT GROUP INC COM NEW 125581801 26 578 SH   DFND 1 0 0 578
CIT GROUP INC COM NEW 125581801 205 4,495 SH   DFND 1.3 0 4,495 0
CME GROUP INC COM 12572Q105 8,967 44,676 SH   DFND 1 42,411 0 2,265
CME GROUP INC COM 12572Q105 4,363 21,737 SH   DFND 1.3 0 21,737 0
CSX CORP COM 126408103 10,638 147,017 SH   DFND 1 120,840 0 26,177
CSX CORP COM 126408103 12,840 177,447 SH   DFND 1.3 0 177,447 0
CVR ENERGY INC COM 12662P108 301 7,436 SH   DFND 1.3 0 7,436 0
CVS HEALTH CORP COM 126650100 10,817 145,608 SH   DFND 1 145,608 0 0
CVS HEALTH CORP COM 126650100 252 3,394 SH   DFND 1.3 0 3,394 0
CABLE ONE INC COM 12685J105 1,547 1,040 SH   DFND 1.3 0 1,040 0
CABOT OIL & GAS CORP COM 127097103 3,722 213,800 SH   DFND 1.3 0 213,800 0
CACI INTL INC CL A 127190304 8,884 35,538 SH   DFND 1.3 0 35,538 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,144 30,905 SH   DFND 1 27,005 0 3,900
CADENCE DESIGN SYSTEM INC COM 127387108 28,994 418,015 SH   DFND 1.3 0 418,015 0
CAESARS ENTMT CORP COM 127686103 15 1,100 SH   DFND 1.3 0 1,100 0
CAMDEN PPTY TR SH BEN INT 133131102 414 3,903 SH   DFND 1 2,816 0 1,087
CAMDEN PPTY TR SH BEN INT 133131102 1,535 14,474 SH   DFND 1.3 0 14,474 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 4,670 56,140 SH   DFND 1 53,217 0 2,923
CDN IMPERIAL BK COMM TORONTO COM 136069101 11,000 132,217 SH   DFND 1.3 0 132,217 0
CANADIAN NATL RY CO COM 136375102 10,558 116,719 SH   DFND 1 116,719 0 0
CANADIAN NATL RY CO COM 136375102 225 2,491 SH   DFND 1.3 0 2,491 0
CANADIAN PAC RY LTD COM 13645T100 5,194 20,371 SH   DFND 1 20,209 0 162
CANADIAN PAC RY LTD COM 13645T100 1,024 4,018 SH   DFND 1.3 0 4,018 0
CAPITAL ONE FINL CORP COM 14040H105 58 565 SH   DFND 1 0 565 0
CAPITOL FED FINL INC COM 14057J101 2,092 152,363 SH   DFND 1.3 0 152,363 0
CARDINAL HEALTH INC COM 14149Y108 1,407 27,819 SH   DFND 1 27,819 0 0
CARDINAL HEALTH INC COM 14149Y108 24 487 SH   DFND 1.3 0 487 0
CARETRUST REIT INC COM 14174T107 3,495 169,457 SH   DFND 1.3 0 169,457 0
CARGURUS INC COM CL A 141788109 1,143 32,500 SH   DFND 1.3 0 32,500 0
CARLISLE COS INC COM 142339100 18 114 SH   DFND 1.3 0 114 0
CARMAX INC COM 143130102 2,284 26,054 SH   DFND 1 26,054 0 0
CARMAX INC COM 143130102 55 626 SH   DFND 1.3 0 626 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,571 89,941 SH   DFND 1 89,941 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 9,161 180,213 SH   DFND 1,2,3 0 180,213 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,650 150,490 SH   DFND 1.3 0 150,490 0
CASEYS GEN STORES INC COM 147528103 524 3,296 SH   DFND 1.3 0 3,296 0
CATERPILLAR INC DEL COM 149123101 679 4,600 SH   DFND 1 0 0 4,600
CELANESE CORP DEL COM 150870103 8,824 71,662 SH   DFND 1.3 0 71,662 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 2,009 2,000,000 SH   DFND 1 0 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 2,009 2,000,000 SH   DFND 1.3 0 0 0
CENTENE CORP DEL COM 15135B101 2,501 39,785 SH   DFND 1 39,785 0 0
CENTENE CORP DEL COM 15135B101 4,738 75,368 SH   DFND 1.3 0 75,368 0
CENTERPOINT ENERGY INC COM 15189T107 11,432 419,236 SH   DFND 1 418,401 835 0
CENTERPOINT ENERGY INC COM 15189T107 347 12,707 SH   DFND 1.3 0 12,707 0
CENTURYLINK INC COM 156700106 2,059 155,865 SH   DFND 1 155,865 0 0
CENTURYLINK INC COM 156700106 788 59,693 SH   DFND 1.3 0 59,693 0
CERNER CORP COM 156782104 2,336 31,823 SH   DFND 1 31,823 0 0
CERNER CORP COM 156782104 4,894 66,678 SH   DFND 1,2,3 0 66,678 0
CERNER CORP COM 156782104 8,631 117,611 SH   DFND 1.3 0 117,611 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 11,860 24,450 SH   DFND 1 24,450 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 390 803 SH   DFND 1.3 0 803 0
CHEMED CORP NEW COM 16359R103 4,633 10,545 SH   DFND 1.3 0 10,545 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,387 34,819 SH   DFND 1.3 0 34,819 0
CHEVRON CORP NEW COM 166764100 17,398 144,366 SH   DFND 1,2,3 0 144,366 0
CHEVRON CORP NEW COM 166764100 47,941 397,815 SH   DFND 1.3 0 397,815 0
CHIMERA INVT CORP COM NEW 16934Q208 86 4,200 SH   DFND 1.3 0 4,200 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 90 107 SH   DFND 1.3 0 107 0
CHOICE HOTELS INTL INC COM 169905106 1,636 15,821 SH   DFND 1.3 0 15,821 0
CHURCH & DWIGHT INC COM 171340102 679 9,649 SH   DFND 1 0 0 9,649
CHURCH & DWIGHT INC COM 171340102 2,366 33,644 SH   DFND 1.3 0 33,644 0
CINCINNATI FINL CORP COM 172062101 1,364 12,980 SH   DFND 1 12,980 0 0
CINCINNATI FINL CORP COM 172062101 30 287 SH   DFND 1.3 0 287 0
CIRRUS LOGIC INC COM 172755100 569 6,900 SH   DFND 1.3 0 6,900 0
CISCO SYS INC COM 17275R102 25,472 531,112 SH   DFND 1 496,285 1,200 33,627
CISCO SYS INC COM 17275R102 19,106 398,375 SH   DFND 1,2,3 0 398,375 0
CISCO SYS INC COM 17275R102 93,843 1,956,743 SH   DFND 1.3 0 1,956,743 0
CINTAS CORP COM 172908105 4,583 17,034 SH   DFND 1 16,959 0 75
CINTAS CORP COM 172908105 367 1,359 SH   DFND 1.3 0 1,359 0
CITIGROUP INC COM NEW 172967424 1,063 13,300 SH   DFND 1 0 0 13,300
CITIGROUP INC COM NEW 172967424 31,111 389,433 SH   DFND 1.3 0 389,433 0
CITIZENS FINL GROUP INC COM 174610105 2,399 59,078 SH   DFND 1 59,078 0 0
CITIZENS FINL GROUP INC COM 174610105 581 14,288 SH   DFND 1.3 0 14,288 0
CLOROX CO DEL COM 189054109 1,977 12,876 SH   DFND 1 12,876 0 0
CLOROX CO DEL COM 189054109 49 322 SH   DFND 1.3 0 322 0
COCA COLA CO COM 191216100 30,705 554,732 SH   DFND 1 551,456 0 3,276
COCA COLA CO COM 191216100 21,831 394,416 SH   DFND 1.3 0 394,416 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 1,369 20,800 SH   DFND 1.3 0 20,800 0
COGNEX CORP COM 192422103 5,192 92,658 SH   DFND 1 92,658 0 0
COGNEX CORP COM 192422103 137 2,450 SH   DFND 1.3 0 2,450 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,145 50,714 SH   DFND 1 50,714 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 78 1,260 SH   DFND 1.3 0 1,260 0
COHEN & STEERS INC COM 19247A100 82 1,300 SH   DFND 1.3 0 1,300 0
COLGATE PALMOLIVE CO COM 194162103 7,719 112,132 SH   DFND 1 111,632 500 0
COLGATE PALMOLIVE CO COM 194162103 9,571 139,040 SH   DFND 1,2,3 0 139,040 0
COLGATE PALMOLIVE CO COM 194162103 16,440 238,807 SH   DFND 1.3 0 238,807 0
COLONY STARWOOD HOMES NOTE 3.500% 1 19625XAB8 1,884 1,400,000 SH   DFND 1 0 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1 19625XAB8 24,352 18,100,000 SH   DFND 1.3 0 0 0
COMCAST CORP NEW CL A 20030N101 28,872 641,997 SH   DFND 1 573,153 0 68,844
COMCAST CORP NEW CL A 20030N101 44,068 979,900 SH   DFND 1.3 0 979,900 0
COMERICA INC COM 200340107 4,893 68,192 SH   DFND 1.3 0 68,192 0
CONOCOPHILLIPS COM 20825C104 16,356 251,511 SH   DFND 1,2,3 0 251,511 0
CONOCOPHILLIPS COM 20825C104 35,846 551,216 SH   DFND 1.3 0 551,216 0
CONSOLIDATED EDISON INC COM 209115104 24,217 267,680 SH   DFND 1 267,680 0 0
CONSOLIDATED EDISON INC COM 209115104 330 3,643 SH   DFND 1.3 0 3,643 0
CONSTELLATION BRANDS INC CL A 21036P108 6,694 35,281 SH   DFND 1 28,960 0 6,321
CONSTELLATION BRANDS INC CL A 21036P108 735 3,871 SH   DFND 1.3 0 3,871 0
COOPER COS INC COM NEW 216648402 2,220 6,908 SH   DFND 1 6,908 0 0
COOPER COS INC COM NEW 216648402 9,010 28,040 SH   DFND 1.3 0 28,040 0
COPART INC COM 217204106 3,689 40,578 SH   DFND 1 40,578 0 0
COPART INC COM 217204106 2,273 24,994 SH   DFND 1.3 0 24,994 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 5,867 199,680 SH   DFND 1.3 0 199,680 0
CORTEVA INC COM 22052L104 0 2 SH   DFND 1.3 0 2 0
COSTCO WHSL CORP NEW COM 22160K105 19,423 66,086 SH   DFND 1 61,846 0 4,240
COSTCO WHSL CORP NEW COM 22160K105 59,674 203,030 SH   DFND 1.3 0 203,030 0
COSTAR GROUP INC COM 22160N109 4,368 7,300 SH   DFND 1 7,300 0 0
COSTAR GROUP INC COM 22160N109 189 316 SH   DFND 1.3 0 316 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,307 8,500 SH   DFND 1.3 0 8,500 0
CREDIT ACCEP CORP MICH COM 225310101 86 195 SH   DFND 1.3 0 195 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,496 1,388,000 SH   DFND 1.3 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,477 66,673 SH   DFND 1 65,503 0 1,170
CROWN CASTLE INTL CORP NEW COM 22822V101 1,429 10,061 SH   DFND 1.3 0 10,061 0
CROWN HOLDINGS INC COM 228368106 392 5,399 SH   DFND 1 0 0 5,399
CROWN HOLDINGS INC COM 228368106 198 2,733 SH   DFND 1.3 0 2,733 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 2,314 2,346,000 SH   DFND 1.3 0 0 0
CUBESMART COM 229663109 17,072 542,318 SH   DFND 1.3 0 542,318 0
CUMMINS INC COM 231021106 5,229 29,217 SH   DFND 1 25,259 0 3,958
CUMMINS INC COM 231021106 28,913 161,564 SH   DFND 1.3 0 161,564 0
CURTISS WRIGHT CORP COM 231561101 3,338 23,688 SH   DFND 1.3 0 23,688 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 170 7,300 SH   DFND 1.3 0 7,300 0
D R HORTON INC COM 23331A109 1,921 36,393 SH   DFND 1 35,984 0 409
D R HORTON INC COM 23331A109 8,521 161,546 SH   DFND 1.3 0 161,546 0
DTE ENERGY CO COM 233331107 634 4,883 SH   DFND 1.3 0 4,883 0
DXC TECHNOLOGY CO COM 23355L106 1,839 48,921 SH   DFND 1 48,921 0 0
DXC TECHNOLOGY CO COM 23355L106 36 977 SH   DFND 1.3 0 977 0
DANA INCORPORATED COM 235825205 713 39,185 SH   DFND 1.3 0 39,185 0
DANAHER CORPORATION COM 235851102 16,586 108,065 SH   DFND 1 108,065 0 0
DANAHER CORPORATION COM 235851102 5,642 36,762 SH   DFND 1.3 0 36,762 0
DARDEN RESTAURANTS INC COM 237194105 55 500 SH   DFND 1 0 500 0
DARDEN RESTAURANTS INC COM 237194105 13,652 125,238 SH   DFND 1.3 0 125,238 0
DARLING INGREDIENTS INC COM 237266101 379 13,500 SH   DFND 1.3 0 13,500 0
DAVITA INC COM 23918K108 367 4,884 SH   DFND 1 4,884 0 0
DAVITA INC COM 23918K108 5 67 SH   DFND 1.3 0 67 0
DECKERS OUTDOOR CORP COM 243537107 7,453 44,137 SH   DFND 1.3 0 44,137 0
DEERE & CO COM 244199105 7,696 44,417 SH   DFND 1 44,417 0 0
DEERE & CO COM 244199105 6,943 40,074 SH   DFND 1,2,3 0 40,074 0
DEERE & CO COM 244199105 8,297 47,888 SH   DFND 1.3 0 47,888 0
DELL TECHNOLOGIES INC CL C 24703L202 2,222 43,228 SH   DFND 1 43,228 0 0
DELL TECHNOLOGIES INC CL C 24703L202 59 1,145 SH   DFND 1.3 0 1,145 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,801 64,989 SH   DFND 1 49,112 0 15,877
DELTA AIR LINES INC DEL COM NEW 247361702 6,396 109,372 SH   DFND 1.3 0 109,372 0
DENTSPLY SIRONA INC COM 24906P109 1,705 30,130 SH   DFND 1 30,130 0 0
DENTSPLY SIRONA INC COM 24906P109 35 606 SH   DFND 1.3 0 606 0
DESCARTES SYS GROUP INC COM 249906108 4,695 109,900 SH   DFND 1.3 0 109,900 0
DEXCOM INC COM 252131107 4,489 20,522 SH   DFND 1 14,489 0 6,033
DEXCOM INC COM 252131107 711 3,247 SH   DFND 1.3 0 3,247 0
DISNEY WALT CO COM DISNEY 254687106 32,147 222,269 SH   DFND 1 214,802 420 7,047
DISNEY WALT CO COM DISNEY 254687106 35,848 247,855 SH   DFND 1.3 0 247,855 0
DISCOVER FINL SVCS COM 254709108 4,920 58,000 SH   DFND 1 50,700 0 7,300
DISCOVER FINL SVCS COM 254709108 20,357 239,999 SH   DFND 1.3 0 239,999 0
DISCOVERY INC COM SER A 25470F104 1,790 54,663 SH   DFND 1 54,663 0 0
DISCOVERY INC COM SER A 25470F104 39 1,178 SH   DFND 1.3 0 1,178 0
DISH NETWORK CORP CL A 25470M109 8 229 SH   DFND 1.3 0 229 0
DOLBY LABORATORIES INC COM CL A 25659T107 1,685 24,500 SH   DFND 1.3 0 24,500 0
DOLLAR GEN CORP NEW COM 256677105 5,817 37,290 SH   DFND 1 37,290 0 0
DOLLAR GEN CORP NEW COM 256677105 142 905 SH   DFND 1.3 0 905 0
DOMINION ENERGY INC COM 25746U109 1,405 16,966 SH   DFND 1.3 0 16,966 0
DOMINOS PIZZA INC COM 25754A201 3,221 10,963 SH   DFND 1 7,248 0 3,715
DOMINOS PIZZA INC COM 25754A201 2,128 7,246 SH   DFND 1.3 0 7,246 0
DOUGLAS EMMETT INC COM 25960P109 21,873 498,245 SH   DFND 1.3 0 498,245 0
DOVER CORP COM 260003108 5,057 43,874 SH   DFND 1 43,238 0 636
DOVER CORP COM 260003108 7,748 67,229 SH   DFND 1.3 0 67,229 0
DUKE REALTY CORP COM NEW 264411505 20,761 598,810 SH   DFND 1.3 0 598,810 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,004 11,009 SH   DFND 1.3 0 11,009 0
DUPONT DE NEMOURS INC COM 26614N102 1,170 18,230 SH   DFND 1.3 0 18,230 0
EOG RES INC COM 26875P101 12,887 153,849 SH   DFND 1.3 0 153,849 0
EPR PPTYS COM SH BEN INT 26884U109 13,014 184,220 SH   DFND 1.3 0 184,220 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,730 38,126 SH   DFND 1 38,126 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 5,356 118,070 SH   DFND 1.3 0 118,070 0
EAGLE MATERIALS INC COM 26969P108 975 10,760 SH   DFND 1.3 0 10,760 0
EASTMAN CHEMICAL CO COM 277432100 300 3,793 SH   DFND 1.3 0 3,793 0
EATON VANCE CORP COM NON VTG 278265103 205 4,400 SH   DFND 1.3 0 4,400 0
EBAY INC COM 278642103 4,773 132,177 SH   DFND 1 132,177 0 0
EBAY INC COM 278642103 122 3,377 SH   DFND 1.3 0 3,377 0
ECOLAB INC COM 278865100 11,912 61,717 SH   DFND 1 60,641 0 1,076
ECOLAB INC COM 278865100 4,839 25,070 SH   DFND 1.3 0 25,070 0
EDISON INTL COM 281020107 1,550 20,552 SH   DFND 1.3 0 20,552 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,407 31,750 SH   DFND 1 28,039 0 3,711
EDWARDS LIFESCIENCES CORP COM 28176E108 40,416 173,250 SH   DFND 1.3 0 173,250 0
ELECTRONIC ARTS INC COM 285512109 7,014 65,249 SH   DFND 1 61,188 0 4,061
ELECTRONIC ARTS INC COM 285512109 10,068 93,634 SH   DFND 1.3 0 93,634 0
EMCOR GROUP INC COM 29084Q100 1,205 13,958 SH   DFND 1.3 0 13,958 0
EMERSON ELEC CO COM 291011104 10,905 142,984 SH   DFND 1 141,178 600 1,206
EMERSON ELEC CO COM 291011104 12,191 159,858 SH   DFND 1,2,3 0 159,858 0
EMERSON ELEC CO COM 291011104 19,055 249,872 SH   DFND 1.3 0 249,872 0
ENCOMPASS HEALTH CORP COM 29261A100 827 11,941 SH   DFND 1.3 0 11,941 0
ENTERGY CORP NEW COM 29364G103 92 765 SH   DFND 1.3 0 765 0
EPAM SYS INC COM 29414B104 1,812 8,543 SH   DFND 1 8,543 0 0
EPAM SYS INC COM 29414B104 9,343 44,043 SH   DFND 1.3 0 44,043 0
EPAM SYS INC COM 29414B104 2,228 10,500 SH   DFND 2 0 0 10,500
EQUIFAX INC COM 294429105 20 142 SH   DFND 1.3 0 142 0
EQUINIX INC COM 29444U700 7,509 12,865 SH   DFND 1 12,865 0 0
EQUINIX INC COM 29444U700 14,361 24,604 SH   DFND 1.3 0 24,604 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 30,798 437,533 SH   DFND 1.3 0 437,533 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,722 95,439 SH   DFND 1 95,439 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 724 8,940 SH   DFND 1.3 0 8,940 0
ESSEX PPTY TR INC COM 297178105 40,895 135,923 SH   DFND 1.3 0 135,923 0
EURONET WORLDWIDE INC COM 298736109 1,477 9,377 SH   DFND 1.3 0 9,377 0
EVERCORE INC CLASS A 29977A105 201 2,700 SH   DFND 1.3 0 2,700 0
EVERGY INC COM 30034W106 38 587 SH   DFND 1.3 0 587 0
EVERSOURCE ENERGY COM 30040W108 24,804 291,569 SH   DFND 1 290,204 0 1,365
EVERSOURCE ENERGY COM 30040W108 5,259 61,816 SH   DFND 1,2,3 0 61,816 0
EVERSOURCE ENERGY COM 30040W108 19,608 230,503 SH   DFND 1.3 0 230,503 0
EXELON CORP COM 30161N101 397 8,700 SH   DFND 1 0 0 8,700
EXELON CORP COM 30161N101 12,486 273,871 SH   DFND 1.3 0 273,871 0
EXPEDIA GROUP INC COM NEW 30212P303 3,416 31,587 SH   DFND 1 31,587 0 0
EXPEDIA GROUP INC COM NEW 30212P303 4,140 38,281 SH   DFND 1.3 0 38,281 0
EXPEDITORS INTL WASH INC COM 302130109 908 11,643 SH   DFND 1 11,643 0 0
EXPEDITORS INTL WASH INC COM 302130109 13 179 SH   DFND 1.3 0 179 0
EXPONENT INC COM 30214U102 17 245 SH   DFND 1.3 0 245 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,628 176,866 SH   DFND 1.3 0 176,866 0
EXXON MOBIL CORP COM 30231G102 66 950 SH   DFND 1 0 950 0
EXXON MOBIL CORP COM 30231G102 4,766 68,291 SH   DFND 1,2,3 0 68,291 0
EXXON MOBIL CORP COM 30231G102 19,151 274,468 SH   DFND 1.3 0 274,468 0
F M C CORP COM NEW 302491303 4,439 44,467 SH   DFND 1 44,467 0 0
F M C CORP COM NEW 302491303 136 1,363 SH   DFND 1.3 0 1,363 0
FACEBOOK INC CL A 30303M102 5,487 26,735 SH   DFND 1 0 0 26,735
FACEBOOK INC CL A 30303M102 46,849 228,247 SH   DFND 1.3 0 228,247 0
FAIR ISAAC CORP COM 303250104 3,395 9,061 SH   DFND 1.3 0 9,061 0
FASTENAL CO COM 311900104 3,409 92,256 SH   DFND 1 92,256 0 0
FASTENAL CO COM 311900104 352 9,524 SH   DFND 1.3 0 9,524 0
FEDEX CORP COM 31428X106 7,099 46,946 SH   DFND 1 46,946 0 0
FEDEX CORP COM 31428X106 165 1,091 SH   DFND 1.3 0 1,091 0
F5 NETWORKS INC COM 315616102 119 851 SH   DFND 1 0 0 851
F5 NETWORKS INC COM 315616102 15,343 109,867 SH   DFND 1.3 0 109,867 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,883 92,626 SH   DFND 1 81,505 0 11,121
FIDELITY NATL INFORMATION SV COM 31620M106 1,040 7,472 SH   DFND 1.3 0 7,472 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,399 52,883 SH   DFND 1.3 0 52,883 0
FIFTH THIRD BANCORP COM 316773100 2,669 86,854 SH   DFND 1 84,084 1,100 1,670
FIFTH THIRD BANCORP COM 316773100 8,018 260,802 SH   DFND 1.3 0 260,802 0
58 COM INC SPON ADR REP A 31680Q104 1,166 18,000 SH   DFND 1.3 0 18,000 0
51JOB INC SPONSORED ADS 316827104 874 10,300 SH   DFND 1.3 0 10,300 0
FIRST AMERN FINL CORP COM 31847R102 52 900 SH   DFND 1.3 0 900 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 60 114 SH   DFND 1.3 0 114 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,051 17,469 SH   DFND 1 17,469 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 43 362 SH   DFND 1.3 0 362 0
FISERV INC COM 337738108 10,484 90,671 SH   DFND 1 70,313 0 20,358
FISERV INC COM 337738108 2,401 20,768 SH   DFND 1.3 0 20,768 0
FLEETCOR TECHNOLOGIES INC COM 339041105 54,806 190,483 SH   DFND 1 80,704 0 109,779
FLEETCOR TECHNOLOGIES INC COM 339041105 121,712 423,022 SH   DFND 1.3 0 423,022 0
FLOWERS FOODS INC COM 343498101 826 38,000 SH   DFND 1.3 0 38,000 0
FORD MTR CO DEL COM 345370860 6,145 660,754 SH   DFND 1 660,754 0 0
FORD MTR CO DEL COM 345370860 80 8,642 SH   DFND 1.3 0 8,642 0
FORTIS INC COM 349553107 149 3,577 SH   DFND 1.3 0 3,577 0
FORTINET INC COM 34959E109 2,485 23,273 SH   DFND 1 22,430 0 843
FORTINET INC COM 34959E109 27,186 254,643 SH   DFND 1.3 0 254,643 0
FORTIVE CORP COM 34959J108 4,899 64,127 SH   DFND 1 64,127 0 0
FORTIVE CORP COM 34959J108 122 1,594 SH   DFND 1.3 0 1,594 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,204 18,436 SH   DFND 1 18,436 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 899 13,760 SH   DFND 1.3 0 13,760 0
FOX CORP CL A COM 35137L105 6 151 SH   DFND 1.3 0 151 0
FOX CORP CL B COM 35137L204 4,007 110,081 SH   DFND 1 110,081 0 0
FOX CORP CL B COM 35137L204 95 2,609 SH   DFND 1.3 0 2,609 0
FRANKLIN RES INC COM 354613101 928 35,727 SH   DFND 1 30,685 0 5,042
FRANKLIN RES INC COM 354613101 1,020 39,241 SH   DFND 1.3 0 39,241 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,243 24,100 SH   DFND 1.3 0 24,100 0
GALLAGHER ARTHUR J & CO COM 363576109 2,030 21,319 SH   DFND 1 21,319 0 0
GALLAGHER ARTHUR J & CO COM 363576109 50 529 SH   DFND 1.3 0 529 0
GARTNER INC COM 366651107 845 5,488 SH   DFND 1 5,488 0 0
GARTNER INC COM 366651107 12 75 SH   DFND 1.3 0 75 0
GENERAL ELECTRIC CO COM 369604103 8,913 798,679 SH   DFND 1,2,3 0 798,679 0
GENERAL ELECTRIC CO COM 369604103 9,164 821,081 SH   DFND 1.3 0 821,081 0
GENERAL MLS INC COM 370334104 4,786 89,349 SH   DFND 1 89,349 0 0
GENERAL MLS INC COM 370334104 6,594 123,114 SH   DFND 1.3 0 123,114 0
GENTEX CORP COM 371901109 1,816 62,694 SH   DFND 1.3 0 62,694 0
GENUINE PARTS CO COM 372460105 3,553 33,448 SH   DFND 1 33,448 0 0
GENUINE PARTS CO COM 372460105 2,925 27,537 SH   DFND 1.3 0 27,537 0
GILEAD SCIENCES INC COM 375558103 9,928 152,779 SH   DFND 1 152,779 0 0
GILEAD SCIENCES INC COM 375558103 9,545 146,890 SH   DFND 1,2,3 0 146,890 0
GILEAD SCIENCES INC COM 375558103 18,776 288,965 SH   DFND 1.3 0 288,965 0
GLOBAL PMTS INC COM 37940X102 9,802 53,692 SH   DFND 1 51,392 0 2,300
GLOBAL PMTS INC COM 37940X102 19,003 104,094 SH   DFND 1.3 0 104,094 0
GLOBE LIFE INC COM 37959E102 1,025 9,740 SH   DFND 1 8,049 400 1,291
GLOBE LIFE INC COM 37959E102 9,063 86,105 SH   DFND 1.3 0 86,105 0
GODADDY INC CL A 380237107 10,109 148,844 SH   DFND 1 131,189 0 17,655
GODADDY INC CL A 380237107 819 12,051 SH   DFND 1.3 0 12,051 0
GRACO INC COM 384109104 1,274 24,500 SH   DFND 1.3 0 24,500 0
GRAINGER W W INC COM 384802104 1,995 5,895 SH   DFND 1 5,795 100 0
GRAINGER W W INC COM 384802104 589 1,739 SH   DFND 1.3 0 1,739 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 22,552 445,079 SH   DFND 1.3 0 445,079 0
GRUBHUB INC COM 400110102 1,414 29,065 SH   DFND 1 29,065 0 0
GRUBHUB INC COM 400110102 35 717 SH   DFND 1.3 0 717 0
HCA HEALTHCARE INC COM 40412C101 5,248 35,498 SH   DFND 1 29,798 0 5,700
HCA HEALTHCARE INC COM 40412C101 33,678 227,841 SH   DFND 1.3 0 227,841 0
HD SUPPLY HLDGS INC COM 40416M105 685 17,038 SH   DFND 1 17,038 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,236 30,743 SH   DFND 1.3 0 30,743 0
HP INC COM 40434L105 6,329 308,030 SH   DFND 1 291,384 1,500 15,146
HP INC COM 40434L105 8,832 429,759 SH   DFND 1.3 0 429,759 0
HALLIBURTON CO COM 406216101 2,389 97,635 SH   DFND 1.3 0 97,635 0
HANESBRANDS INC COM 410345102 176 11,911 SH   DFND 1 11,911 0 0
HANESBRANDS INC COM 410345102 2 164 SH   DFND 1.3 0 164 0
HANOVER INS GROUP INC COM 410867105 1,248 9,135 SH   DFND 1.3 0 9,135 0
HARLEY DAVIDSON INC COM 412822108 1,490 40,080 SH   DFND 1 40,080 0 0
HARLEY DAVIDSON INC COM 412822108 35 950 SH   DFND 1.3 0 950 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,915 31,523 SH   DFND 1 31,523 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,678 44,079 SH   DFND 1.3 0 44,079 0
HASBRO INC COM 418056107 1,962 18,575 SH   DFND 1 18,340 0 235
HASBRO INC COM 418056107 466 4,418 SH   DFND 1.3 0 4,418 0
HENRY JACK & ASSOC INC COM 426281101 830 5,700 SH   DFND 1.3 0 5,700 0
HERSHEY CO COM 427866108 4,732 32,198 SH   DFND 1 26,825 0 5,373
HERSHEY CO COM 427866108 42,383 288,362 SH   DFND 1.3 0 288,362 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,633 355,185 SH   DFND 1 355,185 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 140 8,831 SH   DFND 1.3 0 8,831 0
HEXCEL CORP NEW COM 428291108 1,358 18,518 SH   DFND 1.3 0 18,518 0
HIGHWOODS PPTYS INC COM 431284108 10,604 216,799 SH   DFND 1.3 0 216,799 0
HILL ROM HLDGS INC COM 431475102 1,465 12,900 SH   DFND 1.3 0 12,900 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 8,803 79,369 SH   DFND 1 64,712 0 14,657
HILTON WORLDWIDE HLDGS INC COM 43300A203 997 8,985 SH   DFND 1.3 0 8,985 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 1,386 62,585 SH   DFND 1.3 0 62,585 0
HOLLYFRONTIER CORP COM 436106108 4,267 84,134 SH   DFND 1 84,134 0 0
HOLLYFRONTIER CORP COM 436106108 5,411 106,725 SH   DFND 1.3 0 106,725 0
HOLOGIC INC COM 436440101 2,393 45,829 SH   DFND 1 45,829 0 0
HOLOGIC INC COM 436440101 5,197 99,529 SH   DFND 1.3 0 99,529 0
HOME DEPOT INC COM 437076102 31,208 142,910 SH   DFND 1 139,427 0 3,483
HOME DEPOT INC COM 437076102 20,534 94,029 SH   DFND 1.3 0 94,029 0
HONEYWELL INTL INC COM 438516106 27,982 158,087 SH   DFND 1.3 0 158,087 0
HOST HOTELS & RESORTS INC COM 44107P104 2,605 140,410 SH   DFND 1 140,410 0 0
HOST HOTELS & RESORTS INC COM 44107P104 48 2,609 SH   DFND 1.3 0 2,609 0
HUBBELL INC COM 443510607 4,257 28,798 SH   DFND 1.3 0 28,798 0
HUMANA INC COM 444859102 6,609 18,033 SH   DFND 1 11,976 0 6,057
HUMANA INC COM 444859102 8,362 22,817 SH   DFND 1.3 0 22,817 0
HUNT J B TRANS SVCS INC COM 445658107 825 7,070 SH   DFND 1 7,070 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,363 11,680 SH   DFND 1.3 0 11,680 0
HUNTINGTON BANCSHARES INC COM 446150104 1,481 98,235 SH   DFND 1 98,235 0 0
HUNTINGTON BANCSHARES INC COM 446150104 21 1,417 SH   DFND 1.3 0 1,417 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,898 11,550 SH   DFND 1.3 0 11,550 0
IAC INTERACTIVECORP COM 44919P508 25,641 102,932 SH   DFND 1 0 0 102,932
IAC INTERACTIVECORP COM 44919P508 173 695 SH   DFND 1.3 0 695 0
IAA INC COM 449253103 1,092 23,200 SH   DFND 1.3 0 23,200 0
IPG PHOTONICS CORP COM 44980X109 5,218 36,006 SH   DFND 1 36,006 0 0
IPG PHOTONICS CORP COM 44980X109 10,848 74,862 SH   DFND 1.3 0 74,862 0
IBERIABANK CORP COM 450828108 239 3,200 SH   DFND 1.3 0 3,200 0
IDACORP INC COM 451107106 846 7,922 SH   DFND 1.3 0 7,922 0
IDEX CORP COM 45167R104 2,927 17,019 SH   DFND 1 16,729 0 290
IDEX CORP COM 45167R104 19,703 114,551 SH   DFND 1.3 0 114,551 0
IDEXX LABS INC COM 45168D104 4,246 16,259 SH   DFND 1 13,687 0 2,572
IDEXX LABS INC COM 45168D104 29,241 111,981 SH   DFND 1.3 0 111,981 0
ILLINOIS TOOL WKS INC COM 452308109 10,401 57,906 SH   DFND 1 57,906 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,813 37,932 SH   DFND 1.3 0 37,932 0
ILLUMINA INC COM 452327109 29,695 89,518 SH   DFND 1 40,858 0 48,660
ILLUMINA INC COM 452327109 49,759 149,994 SH   DFND 1.3 0 149,994 0
ILLUMINA INC NOTE 8/1 452327AK5 6,384 5,745,000 SH   DFND 1 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 74,231 66,800,000 SH   DFND 1.3 0 0 0
INCYTE CORP COM 45337C102 2,127 24,362 SH   DFND 1 22,660 0 1,702
INCYTE CORP COM 45337C102 13,170 150,837 SH   DFND 1.3 0 150,837 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 9,432 420,670 SH   DFND 1.3 0 420,670 0
INGREDION INC COM 457187102 1,146 12,321 SH   DFND 1 11,447 0 874
INGREDION INC COM 457187102 2,368 25,494 SH   DFND 1.3 0 25,494 0
INTEL CORP COM 458140100 29,186 487,649 SH   DFND 1 483,695 2,100 1,854
INTEL CORP COM 458140100 12,791 213,725 SH   DFND 1,2,3 0 213,725 0
INTEL CORP COM 458140100 20,847 348,319 SH   DFND 1.3 0 348,319 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,381 90,568 SH   DFND 1 79,284 0 11,284
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,611 17,417 SH   DFND 1.3 0 17,417 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12,495 93,221 SH   DFND 1 93,221 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,383 47,621 SH   DFND 1,2,3 0 47,621 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,306 39,586 SH   DFND 1.3 0 39,586 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,043 23,589 SH   DFND 1 23,589 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 83 637 SH   DFND 1.3 0 637 0
INTL PAPER CO COM 460146103 3,007 65,295 SH   DFND 1 65,295 0 0
INTL PAPER CO COM 460146103 78 1,705 SH   DFND 1.3 0 1,705 0
INTERPUBLIC GROUP COS INC COM 460690100 1,095 47,436 SH   DFND 1 40,443 2,500 4,493
INTERPUBLIC GROUP COS INC COM 460690100 10,960 474,430 SH   DFND 1.3 0 474,430 0
INTUIT COM 461202103 64,633 246,755 SH   DFND 1 104,509 175 142,071
INTUIT COM 461202103 187,462 715,693 SH   DFND 1.3 0 715,693 0
INTUITIVE SURGICAL INC COM NEW 46120E602 11,091 18,762 SH   DFND 1 18,468 0 294
INTUITIVE SURGICAL INC COM NEW 46120E602 28,601 48,381 SH   DFND 1.3 0 48,381 0
INVESTORS BANCORP INC NEW COM 46146L101 79 6,600 SH   DFND 1.3 0 6,600 0
INVITATION HOMES INC COM 46187W107 29,056 969,488 SH   DFND 1.3 0 969,488 0
IQVIA HLDGS INC COM 46266C105 4,971 32,174 SH   DFND 1 32,174 0 0
IQVIA HLDGS INC COM 46266C105 104 675 SH   DFND 1.3 0 675 0
IRON MTN INC NEW COM 46284V101 600 18,814 SH   DFND 1 18,814 0 0
IRON MTN INC NEW COM 46284V101 8 259 SH   DFND 1.3 0 259 0
ISHARES TR NASDAQ BIOTECH 464287556 1,288 10,685 SH   DFND 3 0 0 10,685
ISHARES TR USA MOMENTUM FCT 46432F396 245 1,949 SH   DFND 1 0 0 1,949
ISHARES INC CORE MSCI EMKT 46434G103 6,612 122,998 SH   DFND 1 0 0 122,998
JOYY INC ADS REPSTG COM A 46591M109 570 10,800 SH   DFND 1.3 0 10,800 0
JPMORGAN CHASE & CO COM 46625H100 53,347 382,684 SH   DFND 1 377,150 600 4,934
JPMORGAN CHASE & CO COM 46625H100 16,502 118,376 SH   DFND 1,2,3 0 118,376 0
JPMORGAN CHASE & CO COM 46625H100 62,666 449,536 SH   DFND 1.3 0 449,536 0
JABIL INC COM 466313103 9,285 224,644 SH   DFND 1.3 0 224,644 0
JD COM INC SPON ADR CL A 47215P106 4,756 135,000 SH   DFND 1,2,3 0 135,000 0
JD COM INC SPON ADR CL A 47215P106 5,805 164,759 SH   DFND 1.3 0 164,759 0
JOHNSON & JOHNSON COM 478160104 7,954 54,526 SH   DFND 1,2,3 0 54,526 0
JOHNSON & JOHNSON COM 478160104 63,718 436,818 SH   DFND 1.3 0 436,818 0
JONES LANG LASALLE INC COM 48020Q107 1,655 9,509 SH   DFND 1 9,509 0 0
JONES LANG LASALLE INC COM 48020Q107 40 226 SH   DFND 1.3 0 226 0
KLA CORPORATION COM NEW 482480100 4,241 23,799 SH   DFND 1 19,799 0 4,000
KLA CORPORATION COM NEW 482480100 87 485 SH   DFND 1.3 0 485 0
KADANT INC COM 48282T104 1,601 15,200 SH   DFND 1.3 0 15,200 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,978 12,914 SH   DFND 1 12,914 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,138 27,025 SH   DFND 1.3 0 27,025 0
KELLOGG CO COM 487836108 24 350 SH   DFND 1 0 350 0
KEYCORP NEW COM 493267108 2,285 112,869 SH   DFND 1 112,869 0 0
KEYCORP NEW COM 493267108 35 1,747 SH   DFND 1.3 0 1,747 0
KIMBERLY CLARK CORP COM 494368103 495 3,600 SH   DFND 1 0 0 3,600
KIMBERLY CLARK CORP COM 494368103 17,089 124,235 SH   DFND 1.3 0 124,235 0
KIMCO RLTY CORP COM 49446R109 407 19,647 SH   DFND 1 19,647 0 0
KIMCO RLTY CORP COM 49446R109 5 234 SH   DFND 1.3 0 234 0
KINROSS GOLD CORP COM 496902404 849 178,915 SH   DFND 1 178,915 0 0
KINROSS GOLD CORP COM 496902404 14 2,951 SH   DFND 1.3 0 2,951 0
KINROSS GOLD CORP COM 496902404 2,180 460,000 SH   DFND 2 0 0 460,000
KIRKLAND LAKE GOLD LTD COM 49741E100 1,728 39,210 SH   DFND 1.3 0 39,210 0
KOHLS CORP COM 500255104 900 17,676 SH   DFND 1 17,676 0 0
KOHLS CORP COM 500255104 17 336 SH   DFND 1.3 0 336 0
KONTOOR BRANDS INC COM 50050N103 415 9,864 SH   DFND 1.3 0 9,864 0
KRAFT HEINZ CO COM 500754106 5,262 163,773 SH   DFND 1 163,773 0 0
KRAFT HEINZ CO COM 500754106 114 3,563 SH   DFND 1.3 0 3,563 0
KROGER CO COM 501044101 2,496 86,083 SH   DFND 1 86,083 0 0
KROGER CO COM 501044101 442 15,232 SH   DFND 1.3 0 15,232 0
LKQ CORP COM 501889208 2,738 76,698 SH   DFND 1 76,698 0 0
LKQ CORP COM 501889208 864 24,213 SH   DFND 1.3 0 24,213 0
LPL FINL HLDGS INC COM 50212V100 4,072 44,129 SH   DFND 1.3 0 44,129 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,111 5,616 SH   DFND 1 0 0 5,616
L3HARRIS TECHNOLOGIES INC COM 502431109 9,426 47,636 SH   DFND 1.3 0 47,636 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,021 6,035 SH   DFND 1 6,035 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14 83 SH   DFND 1.3 0 83 0
LAM RESEARCH CORP COM 512807108 9,066 31,003 SH   DFND 1 23,878 0 7,125
LAM RESEARCH CORP COM 512807108 15,954 54,559 SH   DFND 1.3 0 54,559 0
LAMB WESTON HLDGS INC COM 513272104 21,375 248,474 SH   DFND 1.3 0 248,474 0
LANCASTER COLONY CORP COM 513847103 1,843 11,514 SH   DFND 1.3 0 11,514 0
LAS VEGAS SANDS CORP COM 517834107 12,819 185,681 SH   DFND 1,2,3 0 185,681 0
LAS VEGAS SANDS CORP COM 517834107 9,466 137,108 SH   DFND 1.3 0 137,108 0
LAUDER ESTEE COS INC CL A 518439104 70 340 SH   DFND 1 0 340 0
LAUDER ESTEE COS INC CL A 518439104 13,982 67,698 SH   DFND 1.3 0 67,698 0
LEAR CORP COM NEW 521865204 3,202 23,339 SH   DFND 1 22,443 0 896
LEAR CORP COM NEW 521865204 4,857 35,410 SH   DFND 1.3 0 35,410 0
LENNAR CORP CL A 526057104 1,843 33,048 SH   DFND 1 33,048 0 0
LENNAR CORP CL A 526057104 39 706 SH   DFND 1.3 0 706 0
LENNOX INTL INC COM 526107107 1,097 4,496 SH   DFND 1 4,182 0 314
LENNOX INTL INC COM 526107107 633 2,592 SH   DFND 1.3 0 2,592 0
LEXINGTON REALTY TRUST COM 529043101 20,411 1,921,932 SH   DFND 1.3 0 1,921,932 0
LIBERTY PPTY TR SH BEN INT 531172104 966 16,093 SH   DFND 1 16,093 0 0
LIBERTY PPTY TR SH BEN INT 531172104 13 221 SH   DFND 1.3 0 221 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 61 1,260 SH   DFND 1.3 0 1,260 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 3,637 75,548 SH   DFND 1 75,548 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 99 2,056 SH   DFND 1.3 0 2,056 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,922 41,808 SH   DFND 1 41,808 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 2,110 45,898 SH   DFND 1.3 0 45,898 0
LIFE STORAGE INC COM 53223X107 18,363 169,588 SH   DFND 1.3 0 169,588 0
LILLY ELI & CO COM 532457108 15,950 121,357 SH   DFND 1 108,932 0 12,425
LILLY ELI & CO COM 532457108 34,222 260,381 SH   DFND 1.3 0 260,381 0
LINCOLN NATL CORP IND COM 534187109 2,200 37,285 SH   DFND 1 37,285 0 0
LINCOLN NATL CORP IND COM 534187109 3,913 66,319 SH   DFND 1.3 0 66,319 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,389 33,417 SH   DFND 1 33,417 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,887 82,380 SH   DFND 1.3 0 82,380 0
LOWES COS INC COM 548661107 12,091 100,962 SH   DFND 1 100,662 300 0
LOWES COS INC COM 548661107 10,184 85,041 SH   DFND 1.3 0 85,041 0
LULULEMON ATHLETICA INC COM 550021109 4,181 18,050 SH   DFND 1 18,050 0 0
LULULEMON ATHLETICA INC COM 550021109 113 490 SH   DFND 1.3 0 490 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 645 440,000 SH   DFND 1 0 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 8,283 5,650,000 SH   DFND 1.3 0 0 0
M & T BK CORP COM 55261F104 1,790 10,550 SH   DFND 1 10,550 0 0
M & T BK CORP COM 55261F104 38 225 SH   DFND 1.3 0 225 0
MFA FINL INC COM 55272X102 79 10,300 SH   DFND 1.3 0 10,300 0
MGIC INVT CORP WIS COM 552848103 4,435 312,990 SH   DFND 1.3 0 312,990 0
MSA SAFETY INC COM 553498106 1,645 13,014 SH   DFND 1.3 0 13,014 0
MSC INDL DIRECT INC CL A 553530106 995 12,674 SH   DFND 1.3 0 12,674 0
MSCI INC COM 55354G100 4,698 18,196 SH   DFND 1 18,196 0 0
MSCI INC COM 55354G100 119 463 SH   DFND 1.3 0 463 0
MADDEN STEVEN LTD COM 556269108 932 21,662 SH   DFND 1.3 0 21,662 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,479 23,521 SH   DFND 1.3 0 23,521 0
MAGNA INTL INC COM 559222401 7,891 143,903 SH   DFND 1.3 0 143,903 0
MANPOWERGROUP INC COM 56418H100 384 3,952 SH   DFND 1 3,598 0 354
MANPOWERGROUP INC COM 56418H100 278 2,868 SH   DFND 1.3 0 2,868 0
MANULIFE FINL CORP COM 56501R106 6,507 320,678 SH   DFND 1 313,056 0 7,622
MANULIFE FINL CORP COM 56501R106 1,493 73,538 SH   DFND 1.3 0 73,538 0
MARATHON PETE CORP COM 56585A102 5,360 88,976 SH   DFND 1.3 0 88,976 0
MARSH & MCLENNAN COS INC COM 571748102 9,388 84,268 SH   DFND 1 84,268 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,001 53,868 SH   DFND 1.3 0 53,868 0
MARRIOTT INTL INC NEW CL A 571903202 9,571 63,208 SH   DFND 1 62,573 0 635
MARRIOTT INTL INC NEW CL A 571903202 4,737 31,285 SH   DFND 1.3 0 31,285 0
MASCO CORP COM 574599106 1,557 32,445 SH   DFND 1 32,445 0 0
MASCO CORP COM 574599106 4,030 83,977 SH   DFND 1.3 0 83,977 0
MASIMO CORP COM 574795100 2,241 14,180 SH   DFND 1.3 0 14,180 0
MASTERCARD INC CL A 57636Q104 478 1,600 SH   DFND 1 0 0 1,600
MASTERCARD INC CL A 57636Q104 67,706 226,756 SH   DFND 1.3 0 226,756 0
MATCH GROUP INC COM 57665R106 26,241 319,577 SH   DFND 1 302,125 0 17,452
MATCH GROUP INC COM 57665R106 101,752 1,239,206 SH   DFND 1.3 0 1,239,206 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,737 60,750 SH   DFND 1 60,750 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,109 66,790 SH   DFND 1,2,3 0 66,790 0
MAXIM INTEGRATED PRODS INC COM 57772K101 27,495 446,987 SH   DFND 1.3 0 446,987 0
MCCORMICK & CO INC COM NON VTG 579780206 45,427 267,646 SH   DFND 1 85,281 0 182,365
MCCORMICK & CO INC COM NON VTG 579780206 63,685 375,208 SH   DFND 1.3 0 375,208 0
MCDONALDS CORP COM 580135101 19,510 98,732 SH   DFND 1 98,482 250 0
MCDONALDS CORP COM 580135101 7,033 35,591 SH   DFND 1,2,3 0 35,591 0
MCDONALDS CORP COM 580135101 10,261 51,929 SH   DFND 1.3 0 51,929 0
MCKESSON CORP COM 58155Q103 3,459 25,004 SH   DFND 1.3 0 25,004 0
MEDICAL PPTYS TRUST INC COM 58463J304 913 43,273 SH   DFND 1 43,273 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 27,910 1,322,128 SH   DFND 1.3 0 1,322,128 0
MERCADOLIBRE INC COM 58733R102 4,368 7,638 SH   DFND 1 7,638 0 0
MERCADOLIBRE INC COM 58733R102 111 193 SH   DFND 1.3 0 193 0
MERCK & CO INC COM 58933Y105 31,965 351,450 SH   DFND 1 296,625 1,000 53,825
MERCK & CO INC COM 58933Y105 11,146 122,545 SH   DFND 1,2,3 0 122,545 0
MERCK & CO INC COM 58933Y105 130,361 1,433,334 SH   DFND 1.3 0 1,433,334 0
METHANEX CORP COM 59151K108 758 19,625 SH   DFND 1.3 0 19,625 0
METLIFE INC COM 59156R108 6,694 131,361 SH   DFND 1 121,063 1,320 8,978
METLIFE INC COM 59156R108 10,838 212,649 SH   DFND 1.3 0 212,649 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,142 3,960 SH   DFND 1 3,929 0 31
METTLER TOLEDO INTERNATIONAL COM 592688105 9,383 11,828 SH   DFND 1.3 0 11,828 0
MICROSOFT CORP COM 594918104 229,425 1,454,820 SH   DFND 1 1,021,645 875 432,300
MICROSOFT CORP COM 594918104 31,265 198,254 SH   DFND 1,2,3 0 198,254 0
MICROSOFT CORP COM 594918104 543,800 3,448,311 SH   DFND 1.3 0 3,448,311 0
MICRON TECHNOLOGY INC COM 595112103 387 7,200 SH   DFND 1.3 0 7,200 0
MID AMER APT CMNTYS INC COM 59522J103 15,541 117,861 SH   DFND 1.3 0 117,861 0
MIDDLEBY CORP COM 596278101 804 7,342 SH   DFND 1 7,342 0 0
MIDDLEBY CORP COM 596278101 14 124 SH   DFND 1.3 0 124 0
MILLER HERMAN INC COM 600544100 676 16,233 SH   DFND 1.3 0 16,233 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,761 272,083 SH   DFND 1.3 0 272,083 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,030 200,000 SH   DFND 2 0 0 200,000
MOMO INC ADR 60879B107 954 28,500 SH   DFND 1.3 0 28,500 0
MONDELEZ INTL INC CL A 609207105 17,830 323,713 SH   DFND 1 289,299 0 34,414
MONDELEZ INTL INC CL A 609207105 34,188 620,698 SH   DFND 1.3 0 620,698 0
MONOLITHIC PWR SYS INC COM 609839105 2,030 11,400 SH   DFND 1.3 0 11,400 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,609 72,526 SH   DFND 1 72,526 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 7,815 122,957 SH   DFND 1.3 0 122,957 0
MOODYS CORP COM 615369105 65,242 274,806 SH   DFND 1 128,440 0 146,366
MOODYS CORP COM 615369105 146,198 615,805 SH   DFND 1.3 0 615,805 0
MORGAN STANLEY COM NEW 617446448 13,746 268,898 SH   DFND 1 268,076 0 822
MORGAN STANLEY COM NEW 617446448 10,406 203,543 SH   DFND 1.3 0 203,543 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,918 24,314 SH   DFND 1 14,068 0 10,246
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,756 17,108 SH   DFND 1.3 0 17,108 0
NRG ENERGY INC COM NEW 629377508 6,597 165,965 SH   DFND 1.3 0 165,965 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2,374 2,100,000 SH   DFND 1 0 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 30,942 27,366,000 SH   DFND 1.3 0 0 0
NVR INC COM 62944T105 1,317 346 SH   DFND 1 313 0 33
NVR INC COM 62944T105 5,369 1,410 SH   DFND 1.3 0 1,410 0
NASDAQ INC COM 631103108 45,939 428,933 SH   DFND 1 157,617 0 271,316
NASDAQ INC COM 631103108 86,689 809,415 SH   DFND 1.3 0 809,415 0
NATIONAL FUEL GAS CO N J COM 636180101 44 956 SH   DFND 1.3 0 956 0
NATIONAL HEALTH INVS INC COM 63633D104 7,039 86,398 SH   DFND 1.3 0 86,398 0
NATIONAL OILWELL VARCO INC COM 637071101 3,037 121,210 SH   DFND 1 120,430 0 780
NATIONAL OILWELL VARCO INC COM 637071101 1,511 60,293 SH   DFND 1.3 0 60,293 0
NAVIENT CORPORATION COM 63938C108 86 6,300 SH   DFND 1.3 0 6,300 0
NETAPP INC COM 64110D104 5,607 90,064 SH   DFND 1 87,689 0 2,375
NETAPP INC COM 64110D104 1,260 20,258 SH   DFND 1.3 0 20,258 0
NETFLIX INC COM 64110L106 48,154 148,822 SH   DFND 1 87,264 0 61,558
NETFLIX INC COM 64110L106 64,631 199,744 SH   DFND 1.3 0 199,744 0
NETEASE INC SPONSORED ADS 64110W102 2,821 9,200 SH   DFND 1,2,3 0 9,200 0
NETEASE INC SPONSORED ADS 64110W102 6,090 19,860 SH   DFND 1.3 0 19,860 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,113 10,347 SH   DFND 1 10,347 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 26 241 SH   DFND 1.3 0 241 0
NEW JERSEY RES COM 646025106 1,560 35,009 SH   DFND 1.3 0 35,009 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 19,871 163,885 SH   DFND 1.3 0 163,885 0
NEWMARKET CORP COM 651587107 1,412 2,901 SH   DFND 1.3 0 2,901 0
NEWMONT GOLDCORP CORPORATION COM 651639106 7,243 166,709 SH   DFND 1 166,709 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 470 10,816 SH   DFND 1.3 0 10,816 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,485 12,671 SH   DFND 1.3 0 12,671 0
NEXTERA ENERGY INC COM 65339F101 18,856 77,863 SH   DFND 1.3 0 77,863 0
NIKE INC CL B 654106103 17,925 176,917 SH   DFND 1 174,030 0 2,887
NIKE INC CL B 654106103 5,947 58,687 SH   DFND 1.3 0 58,687 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 584 16,500 SH   DFND 1.3 0 16,500 0
NORDSTROM INC COM 655664100 231 5,624 SH   DFND 1 5,624 0 0
NORDSTROM INC COM 655664100 3 77 SH   DFND 1.3 0 77 0
NORFOLK SOUTHERN CORP COM 655844108 8,112 41,787 SH   DFND 1 41,375 0 412
NORFOLK SOUTHERN CORP COM 655844108 14,507 74,722 SH   DFND 1.3 0 74,722 0
NORTHERN TR CORP COM 665859104 4,083 38,424 SH   DFND 1 38,424 0 0
NORTHERN TR CORP COM 665859104 775 7,301 SH   DFND 1.3 0 7,301 0
NORTHWESTERN CORP COM NEW 668074305 1,215 16,952 SH   DFND 1.3 0 16,952 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,280 80,023 SH   DFND 1.3 0 80,023 0
NUCOR CORP COM 670346105 5,496 97,660 SH   DFND 1.3 0 97,660 0
NVIDIA CORP COM 67066G104 17,587 74,747 SH   DFND 1 73,166 0 1,581
NVIDIA CORP COM 67066G104 23,340 99,188 SH   DFND 1.3 0 99,188 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,988 2,260,000 SH   DFND 1 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 41,117 31,100,000 SH   DFND 1.3 0 0 0
NUTRIEN LTD COM 67077M108 12,488 260,665 SH   DFND 1,2,3 0 260,665 0
NUTRIEN LTD COM 67077M108 9,895 206,536 SH   DFND 1.3 0 206,536 0
OGE ENERGY CORP COM 670837103 519 11,663 SH   DFND 1.3 0 11,663 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,382 16,843 SH   DFND 1 11,429 0 5,414
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,867 17,948 SH   DFND 1.3 0 17,948 0
OKTA INC CL A 679295105 6,147 53,289 SH   DFND 1 53,289 0 0
OKTA INC CL A 679295105 143 1,241 SH   DFND 1.3 0 1,241 0
OLD DOMINION FREIGHT LINE IN COM 679580100 22 115 SH   DFND 1.3 0 115 0
OMNICOM GROUP INC COM 681919106 2,306 28,459 SH   DFND 1 22,247 0 6,212
OMNICOM GROUP INC COM 681919106 11,600 143,180 SH   DFND 1.3 0 143,180 0
OMEGA HEALTHCARE INVS INC COM 681936100 5,711 134,868 SH   DFND 1.3 0 134,868 0
ON SEMICONDUCTOR CORP COM 682189105 3,316 135,999 SH   DFND 1 135,999 0 0
ON SEMICONDUCTOR CORP COM 682189105 185 7,593 SH   DFND 1.3 0 7,593 0
ON SEMICONDUCTOR CORP NOTE 1.000%12 682189AK1 1,002 736,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10 682189AP0 4,538 3,300,000 SH   DFND 1 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10 682189AP0 55,964 40,700,000 SH   DFND 1.3 0 0 0
ONE GAS INC COM 68235P108 4,354 46,529 SH   DFND 1.3 0 46,529 0
ONEOK INC NEW COM 682680103 12,483 164,960 SH   DFND 1 159,160 0 5,800
ONEOK INC NEW COM 682680103 9,806 129,594 SH   DFND 1.3 0 129,594 0
ORACLE CORP COM 68389X105 13,709 258,759 SH   DFND 1 258,759 0 0
ORACLE CORP COM 68389X105 332 6,254 SH   DFND 1.3 0 6,254 0
OUTFRONT MEDIA INC COM 69007J106 5,445 203,038 SH   DFND 1.3 0 203,038 0
OWENS CORNING NEW COM 690742101 867 13,309 SH   DFND 1 13,309 0 0
OWENS CORNING NEW COM 690742101 12 179 SH   DFND 1.3 0 179 0
PNC FINL SVCS GROUP INC COM 693475105 11,271 70,611 SH   DFND 1 69,507 0 1,104
PNC FINL SVCS GROUP INC COM 693475105 12,360 77,431 SH   DFND 1,2,3 0 77,431 0
PNC FINL SVCS GROUP INC COM 693475105 41,570 260,425 SH   DFND 1.3 0 260,425 0
PPG INDS INC COM 693506107 9,079 68,008 SH   DFND 1 68,008 0 0
PPG INDS INC COM 693506107 2,658 19,909 SH   DFND 1.3 0 19,909 0
PPL CORP COM 69351T106 452 12,609 SH   DFND 1.3 0 12,609 0
PRA HEALTH SCIENCES INC COM 69354M108 14,514 130,582 SH   DFND 1 120,481 0 10,101
PRA HEALTH SCIENCES INC COM 69354M108 115,566 1,039,743 SH   DFND 1.3 0 1,039,743 0
PS BUSINESS PKS INC CALIF COM 69360J107 20,787 126,083 SH   DFND 1.3 0 126,083 0
PVH CORP COM 693656100 1,520 14,449 SH   DFND 1 14,449 0 0
PVH CORP COM 693656100 38 360 SH   DFND 1.3 0 360 0
PTC INC COM 69370C100 1,043 13,920 SH   DFND 1 13,920 0 0
PTC INC COM 69370C100 22 295 SH   DFND 1.3 0 295 0
PACCAR INC COM 693718108 5,151 65,116 SH   DFND 1 62,640 0 2,476
PACCAR INC COM 693718108 12,120 153,223 SH   DFND 1.3 0 153,223 0
PACKAGING CORP AMER COM 695156109 28 250 SH   DFND 1 0 250 0
PACKAGING CORP AMER COM 695156109 8,757 78,203 SH   DFND 1.3 0 78,203 0
PALO ALTO NETWORKS INC COM 697435105 2,477 10,712 SH   DFND 1 10,712 0 0
PALO ALTO NETWORKS INC COM 697435105 34 147 SH   DFND 1.3 0 147 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,734 4,285,000 SH   DFND 1 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 62,467 56,543,000 SH   DFND 1.3 0 0 0
PARKER HANNIFIN CORP COM 701094104 13,174 64,009 SH   DFND 1 64,009 0 0
PARKER HANNIFIN CORP COM 701094104 6,292 30,569 SH   DFND 1.3 0 30,569 0
PAYCHEX INC COM 704326107 250 2,940 SH   DFND 1 0 0 2,940
PAYCHEX INC COM 704326107 9,658 113,535 SH   DFND 1.3 0 113,535 0
PAYCOM SOFTWARE INC COM 70432V102 2,965 11,199 SH   DFND 1 11,199 0 0
PAYCOM SOFTWARE INC COM 70432V102 22,014 83,146 SH   DFND 1.3 0 83,146 0
PAYPAL HLDGS INC COM 70450Y103 16,171 149,503 SH   DFND 1 148,437 0 1,066
PAYPAL HLDGS INC COM 70450Y103 27,795 256,956 SH   DFND 1.3 0 256,956 0
PEMBINA PIPELINE CORP COM 706327103 5,280 142,469 SH   DFND 1.3 0 142,469 0
PEPSICO INC COM 713448108 26,953 197,215 SH   DFND 1 191,886 420 4,909
PEPSICO INC COM 713448108 79,830 584,110 SH   DFND 1.3 0 584,110 0
PERKINELMER INC COM 714046109 2,012 20,727 SH   DFND 1 20,727 0 0
PERKINELMER INC COM 714046109 33 336 SH   DFND 1.3 0 336 0
PFIZER INC COM 717081103 24,880 635,025 SH   DFND 1 631,461 2,100 1,464
PFIZER INC COM 717081103 18,255 465,933 SH   DFND 1,2,3 0 465,933 0
PFIZER INC COM 717081103 43,037 1,098,487 SH   DFND 1.3 0 1,098,487 0
PHILLIPS 66 COM 718546104 14,592 130,981 SH   DFND 1 123,213 650 7,118
PHILLIPS 66 COM 718546104 27,070 242,980 SH   DFND 1.3 0 242,980 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 2,016 32,711 SH   DFND 1.3 0 32,711 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 17,867 803,376 SH   DFND 1.3 0 803,376 0
PINNACLE WEST CAP CORP COM 723484101 4,673 51,960 SH   DFND 1,2,3 0 51,960 0
PINNACLE WEST CAP CORP COM 723484101 5,509 61,245 SH   DFND 1.3 0 61,245 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,418 77,026 SH   DFND 1.3 0 77,026 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 3,159 166,715 SH   DFND 1.3 0 166,715 0
POLARIS INC COM 731068102 729 7,166 SH   DFND 1 7,166 0 0
POLARIS INC COM 731068102 17 163 SH   DFND 1.3 0 163 0
POLYONE CORP COM 73179P106 1,037 28,186 SH   DFND 1.3 0 28,186 0
POPULAR INC COM NEW 733174700 4,183 71,191 SH   DFND 1.3 0 71,191 0
PRICE T ROWE GROUP INC COM 74144T108 2,594 21,290 SH   DFND 1.3 0 21,290 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,726 4,915,000 SH   DFND 1 0 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 70,111 60,181,000 SH   DFND 1.3 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,634 29,702 SH   DFND 1 29,702 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 40 715 SH   DFND 1.3 0 715 0
PROCTER & GAMBLE CO COM 742718109 36,973 296,032 SH   DFND 1 288,766 420 6,846
PROCTER & GAMBLE CO COM 742718109 13,290 106,401 SH   DFND 1,2,3 0 106,401 0
PROCTER & GAMBLE CO COM 742718109 100,257 802,705 SH   DFND 1.3 0 802,705 0
PROGRESSIVE CORP OHIO COM 743315103 6,498 89,752 SH   DFND 1 77,671 0 12,081
PROGRESSIVE CORP OHIO COM 743315103 9,542 131,803 SH   DFND 1.3 0 131,803 0
PROLOGIS INC COM 74340W103 11,887 133,347 SH   DFND 1 133,347 0 0
PROLOGIS INC COM 74340W103 41,723 468,075 SH   DFND 1.3 0 468,075 0
PROOFPOINT INC COM 743424103 367 3,200 SH   DFND 1.3 0 3,200 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7 74348TAR3 1,686 1,640,000 SH   DFND 1 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7 74348TAR3 20,424 19,865,000 SH   DFND 1.3 0 0 0
PRUDENTIAL FINL INC COM 744320102 7,348 78,383 SH   DFND 1 78,051 0 332
PRUDENTIAL FINL INC COM 744320102 9,843 105,008 SH   DFND 1.3 0 105,008 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 248 4,197 SH   DFND 1.3 0 4,197 0
PUBLIC STORAGE COM 74460D109 17,589 82,589 SH   DFND 1.3 0 82,589 0
PULTE GROUP INC COM 745867101 904 23,294 SH   DFND 1 20,031 0 3,263
PULTE GROUP INC COM 745867101 8,069 207,928 SH   DFND 1.3 0 207,928 0
PURE STORAGE INC CL A 74624M102 7,586 443,363 SH   DFND 1.3 0 443,363 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1,277 1,285,000 SH   DFND 1.3 0 0 0
QIWI PLC SPON ADR REP B 74735M108 1,627 84,000 SH   DFND 1.3 0 84,000 0
QIWI PLC SPON ADR REP B 74735M108 3,388 175,000 SH   DFND 2 0 0 175,000
QORVO INC COM 74736K101 3,227 27,767 SH   DFND 1 27,219 0 548
QORVO INC COM 74736K101 2,337 20,104 SH   DFND 1.3 0 20,104 0
QUALCOMM INC COM 747525103 4,380 49,640 SH   DFND 1,2,3 0 49,640 0
QUALCOMM INC COM 747525103 3,538 40,100 SH   DFND 1.3 0 40,100 0
QUALYS INC COM 74758T303 1,901 22,800 SH   DFND 1.3 0 22,800 0
QUEST DIAGNOSTICS INC COM 74834L100 159 1,486 SH   DFND 1 0 0 1,486
QUEST DIAGNOSTICS INC COM 74834L100 6,047 56,630 SH   DFND 1,2,3 0 56,630 0
QUEST DIAGNOSTICS INC COM 74834L100 11,256 105,408 SH   DFND 1.3 0 105,408 0
RLI CORP COM 749607107 1,512 16,800 SH   DFND 1.3 0 16,800 0
RPM INTL INC COM 749685103 2,195 28,601 SH   DFND 1 28,601 0 0
RPM INTL INC COM 749685103 63 819 SH   DFND 1.3 0 819 0
RADIAN GROUP INC COM 750236101 1,556 61,838 SH   DFND 1.3 0 61,838 0
RALPH LAUREN CORP CL A 751212101 827 7,061 SH   DFND 1 7,061 0 0
RALPH LAUREN CORP CL A 751212101 5,735 48,926 SH   DFND 1,2,3 0 48,926 0
RALPH LAUREN CORP CL A 751212101 9,585 81,758 SH   DFND 1.3 0 81,758 0
RAYMOND JAMES FINANCIAL INC COM 754730109 223 2,500 SH   DFND 1.3 0 2,500 0
REALTY INCOME CORP COM 756109104 3,927 53,330 SH   DFND 1 53,330 0 0
REALTY INCOME CORP COM 756109104 15,465 210,043 SH   DFND 1.3 0 210,043 0
REGAL BELOIT CORP COM 758750103 7,589 88,657 SH   DFND 1.3 0 88,657 0
REGENCY CTRS CORP COM 758849103 1,208 19,143 SH   DFND 1 19,143 0 0
REGENCY CTRS CORP COM 758849103 17 264 SH   DFND 1.3 0 264 0
REGENERON PHARMACEUTICALS COM 75886F107 3,542 9,437 SH   DFND 1 9,086 0 351
REGENERON PHARMACEUTICALS COM 75886F107 39,482 105,149 SH   DFND 1.3 0 105,149 0
REGIONS FINL CORP NEW COM 7591EP100 1,766 102,934 SH   DFND 1 91,241 0 11,693
REGIONS FINL CORP NEW COM 7591EP100 4,667 271,932 SH   DFND 1.3 0 271,932 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,614 22,162 SH   DFND 1.3 0 22,162 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,499 70,964 SH   DFND 1.3 0 70,964 0
REPUBLIC SVCS INC COM 760759100 5,135 57,298 SH   DFND 1 52,798 0 4,500
REPUBLIC SVCS INC COM 760759100 3,928 43,818 SH   DFND 1.3 0 43,818 0
RESMED INC COM 761152107 3,580 23,100 SH   DFND 1 21,999 0 1,101
RESMED INC COM 761152107 3,418 22,051 SH   DFND 1.3 0 22,051 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,106 48,718 SH   DFND 1 48,718 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 62 963 SH   DFND 1.3 0 963 0
RETAIL PPTYS AMER INC CL A 76131V202 3,951 294,869 SH   DFND 1.3 0 294,869 0
RITCHIE BROS AUCTIONEERS COM 767744105 1,464 34,096 SH   DFND 1.3 0 34,096 0
ROBERT HALF INTL INC COM 770323103 1,226 19,410 SH   DFND 1 17,722 0 1,688
ROBERT HALF INTL INC COM 770323103 6,148 97,369 SH   DFND 1.3 0 97,369 0
ROCKWELL AUTOMATION INC COM 773903109 9,684 47,782 SH   DFND 1 47,685 0 97
ROCKWELL AUTOMATION INC COM 773903109 1,462 7,222 SH   DFND 1.3 0 7,222 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,582 51,990 SH   DFND 1 50,462 0 1,528
ROGERS COMMUNICATIONS INC CL B 775109200 4,719 95,019 SH   DFND 1.3 0 95,019 0
ROPER TECHNOLOGIES INC COM 776696106 9,251 26,116 SH   DFND 1 23,357 0 2,759
ROPER TECHNOLOGIES INC COM 776696106 694 1,961 SH   DFND 1.3 0 1,961 0
ROSS STORES INC COM 778296103 8,567 73,592 SH   DFND 1 57,922 0 15,670
ROSS STORES INC COM 778296103 35,870 308,127 SH   DFND 1.3 0 308,127 0
ROYAL BK CDA MONTREAL QUE COM 780087102 19,507 246,307 SH   DFND 1 241,707 0 4,600
ROYAL BK CDA MONTREAL QUE COM 780087102 918 11,581 SH   DFND 1.3 0 11,581 0
S&P GLOBAL INC COM 78409V104 72,565 265,751 SH   DFND 1 127,972 0 137,779
S&P GLOBAL INC COM 78409V104 198,643 727,495 SH   DFND 1.3 0 727,495 0
SEI INVESTMENTS CO COM 784117103 968 14,772 SH   DFND 1 14,464 0 308
SEI INVESTMENTS CO COM 784117103 184 2,792 SH   DFND 1.3 0 2,792 0
SL GREEN RLTY CORP COM 78440X101 883 9,608 SH   DFND 1 9,608 0 0
SL GREEN RLTY CORP COM 78440X101 13 140 SH   DFND 1.3 0 140 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,829 29,792 SH   DFND 1 29,792 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 37 606 SH   DFND 1.3 0 606 0
SVB FINL GROUP COM 78486Q101 1,965 7,832 SH   DFND 1 7,832 0 0
SVB FINL GROUP COM 78486Q101 47 185 SH   DFND 1.3 0 185 0
SALESFORCE COM INC COM 79466L302 22,044 135,537 SH   DFND 1 121,242 0 14,295
SALESFORCE COM INC COM 79466L302 1,651 10,148 SH   DFND 1.3 0 10,148 0
HENRY SCHEIN INC COM 806407102 477 7,150 SH   DFND 1 7,150 0 0
HENRY SCHEIN INC COM 806407102 7 101 SH   DFND 1.3 0 101 0
SCHLUMBERGER LTD COM 806857108 14,105 350,858 SH   DFND 1 350,858 0 0
SCHLUMBERGER LTD COM 806857108 10,213 254,059 SH   DFND 1,2,3 0 254,059 0
SCHLUMBERGER LTD COM 806857108 15,603 388,123 SH   DFND 1.3 0 388,123 0
THE CHARLES SCHWAB CORPORATI COM 808513105 8,626 181,369 SH   DFND 1 181,369 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 204 4,283 SH   DFND 1.3 0 4,283 0
SEALED AIR CORP NEW COM 81211K100 10 252 SH   DFND 1.3 0 252 0
SEATTLE GENETICS INC COM 812578102 1,673 14,638 SH   DFND 1 14,638 0 0
SEATTLE GENETICS INC COM 812578102 38 331 SH   DFND 1.3 0 331 0
SEMPRA ENERGY COM 816851109 37 243 SH   DFND 1.3 0 243 0
SERVICENOW INC COM 81762P102 9,947 35,234 SH   DFND 1 32,090 0 3,144
SERVICENOW INC COM 81762P102 33,288 117,908 SH   DFND 1.3 0 117,908 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,676 82,595 SH   DFND 1 82,595 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,875 240,285 SH   DFND 1,2,3 0 240,285 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,092 250,946 SH   DFND 1.3 0 250,946 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,751 86,601 SH   DFND 1.3 0 86,601 0
SHERWIN WILLIAMS CO COM 824348106 10,362 17,758 SH   DFND 1 17,758 0 0
SHERWIN WILLIAMS CO COM 824348106 1,917 3,287 SH   DFND 1.3 0 3,287 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,545 11,307 SH   DFND 1.3 0 11,307 0
SILGAN HOLDINGS INC COM 827048109 44 1,400 SH   DFND 1.3 0 1,400 0
SIMON PPTY GROUP INC NEW COM 828806109 7,541 50,622 SH   DFND 1 48,705 0 1,917
SIMON PPTY GROUP INC NEW COM 828806109 55,857 374,970 SH   DFND 1.3 0 374,970 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 861 25,820 SH   DFND 1.3 0 25,820 0
SIRIUS XM HLDGS INC COM 82968B103 3,460 483,912 SH   DFND 1 483,912 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,331 745,437 SH   DFND 1.3 0 745,437 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,380 36,235 SH   DFND 1 36,235 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 26,378 218,220 SH   DFND 1.3 0 218,220 0
SMITH A O CORP COM 831865209 618 12,981 SH   DFND 1 12,981 0 0
SMITH A O CORP COM 831865209 2,553 53,579 SH   DFND 1.3 0 53,579 0
SMUCKER J M CO COM NEW 832696405 1,751 16,815 SH   DFND 1 16,815 0 0
SMUCKER J M CO COM NEW 832696405 23 229 SH   DFND 1.3 0 229 0
SNAP ON INC COM 833034101 923 5,449 SH   DFND 1 5,319 0 130
SNAP ON INC COM 833034101 314 1,857 SH   DFND 1.3 0 1,857 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 29,873 314,148 SH   DFND 1 180,289 0 133,859
SOLAREDGE TECHNOLOGIES INC COM 83417M104 159,960 1,682,189 SH   DFND 1.3 0 1,682,189 61,964
SONOCO PRODS CO COM 835495102 50 803 SH   DFND 1.3 0 803 0
SOUTH JERSEY INDS INC COM 838518108 1,369 41,500 SH   DFND 1.3 0 41,500 0
SOUTHERN CO COM 842587107 154 2,414 SH   DFND 1.3 0 2,414 0
SOUTHWEST AIRLS CO COM 844741108 2,334 43,226 SH   DFND 1 42,657 0 569
SOUTHWEST AIRLS CO COM 844741108 7,364 136,411 SH   DFND 1.3 0 136,411 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,565 117,527 SH   DFND 1 117,527 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 194 2,661 SH   DFND 1.3 0 2,661 0
SPIRE INC COM 84857L101 4,786 57,450 SH   DFND 1.3 0 57,450 0
SPLUNK INC COM 848637104 3,672 24,520 SH   DFND 1 24,082 0 438
SPLUNK INC COM 848637104 592 3,948 SH   DFND 1.3 0 3,948 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 5,650 4,701,000 SH   DFND 1 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 69,540 57,863,000 SH   DFND 1.3 0 0 0
SPRINT CORPORATION COM 85207U105 1,169 224,249 SH   DFND 1 224,249 0 0
SPRINT CORPORATION COM 85207U105 29 5,593 SH   DFND 1.3 0 5,593 0
SQUARE INC CL A 852234103 3,985 63,703 SH   DFND 1 63,703 0 0
SQUARE INC CL A 852234103 95 1,519 SH   DFND 1.3 0 1,519 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,180 1,050,000 SH   DFND 1.3 0 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,255 31,707 SH   DFND 1 31,707 0 0
STANLEY BLACK & DECKER INC COM 854502101 122 737 SH   DFND 1.3 0 737 0
STARBUCKS CORP COM 855244109 14,394 163,727 SH   DFND 1 163,477 250 0
STARBUCKS CORP COM 855244109 17,338 197,194 SH   DFND 1.3 0 197,194 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,421 2,335,000 SH   DFND 1 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 28,893 27,865,000 SH   DFND 1.3 0 0 0
STATE STR CORP COM 857477103 4,370 55,257 SH   DFND 1 55,257 0 0
STATE STR CORP COM 857477103 101 1,281 SH   DFND 1.3 0 1,281 0
STEEL DYNAMICS INC COM 858119100 1,615 47,435 SH   DFND 1 47,435 0 0
STEEL DYNAMICS INC COM 858119100 3,901 114,594 SH   DFND 1.3 0 114,594 0
STIFEL FINL CORP COM 860630102 1,424 23,500 SH   DFND 1.3 0 23,500 0
SUMMIT HOTEL PPTYS INC COM 866082100 23,558 1,909,177 SH   DFND 1.3 0 1,909,177 0
SUN LIFE FINL INC COM 866796105 2,971 65,205 SH   DFND 1 65,205 0 0
SUN LIFE FINL INC COM 866796105 145 3,168 SH   DFND 1.3 0 3,168 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4 868459AD0 1,274 1,400,000 SH   DFND 1 0 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4 868459AD0 15,743 17,300,000 SH   DFND 1.3 0 0 0
SWITCH INC CL A 87105L104 810 54,685 SH   DFND 1.3 0 54,685 0
SYNOPSYS INC COM 871607107 3,603 25,889 SH   DFND 1 17,225 0 8,664
SYNOPSYS INC COM 871607107 1,763 12,667 SH   DFND 1.3 0 12,667 0
SYNCHRONY FINL COM 87165B103 3,058 84,913 SH   DFND 1 84,913 0 0
SYNCHRONY FINL COM 87165B103 1,215 33,714 SH   DFND 1.3 0 33,714 0
SYSCO CORP COM 871829107 6,894 80,585 SH   DFND 1 80,585 0 0
SYSCO CORP COM 871829107 8,285 96,846 SH   DFND 1.3 0 96,846 0
TJX COS INC NEW COM 872540109 12,047 197,303 SH   DFND 1 195,453 0 1,850
TJX COS INC NEW COM 872540109 4,817 78,885 SH   DFND 1.3 0 78,885 0
T MOBILE US INC COM 872590104 6,080 77,529 SH   DFND 1 75,795 0 1,734
T MOBILE US INC COM 872590104 1,487 18,972 SH   DFND 1.3 0 18,972 0
TABULA RASA HEALTHCARE INC COM 873379101 4,685 96,242 SH   DFND 1 89,520 0 6,722
TABULA RASA HEALTHCARE INC COM 873379101 41,526 853,033 SH   DFND 1.3 0 853,033 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,588 37,479 SH   DFND 1 35,830 0 1,649
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13,603 111,104 SH   DFND 1.3 0 111,104 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 3,495 72,500 SH   DFND 1.3 0 72,500 0
TAPESTRY INC COM 876030107 933 34,584 SH   DFND 1 34,584 0 0
TAPESTRY INC COM 876030107 22 805 SH   DFND 1.3 0 805 0
TARGET CORP COM 87612E106 8,259 64,415 SH   DFND 1 64,415 0 0
TARGET CORP COM 87612E106 17,643 137,616 SH   DFND 1.3 0 137,616 0
TECK RESOURCES LTD CL B 878742204 2,397 138,047 SH   DFND 1 138,047 0 0
TECK RESOURCES LTD CL B 878742204 1,704 98,124 SH   DFND 1.3 0 98,124 0
TEGNA INC COM 87901J105 913 54,700 SH   DFND 1.3 0 54,700 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,750 5,053 SH   DFND 1.3 0 5,053 0
TELEFLEX INC COM 879369106 2,324 6,176 SH   DFND 1 6,176 0 0
TELEFLEX INC COM 879369106 54 143 SH   DFND 1.3 0 143 0
TELUS CORP COM 87971M103 3,596 92,842 SH   DFND 1 92,842 0 0
TELUS CORP COM 87971M103 105 2,708 SH   DFND 1.3 0 2,708 0
TERADYNE INC COM 880770102 2,315 33,958 SH   DFND 1 33,958 0 0
TERADYNE INC COM 880770102 3,701 54,270 SH   DFND 1.3 0 54,270 0
TESLA INC COM 88160R101 7,684 18,366 SH   DFND 1 18,366 0 0
TESLA INC COM 88160R101 104 249 SH   DFND 1.3 0 249 0
TETRA TECH INC NEW COM 88162G103 14 160 SH   DFND 1.3 0 160 0
TEXAS INSTRS INC COM 882508104 18,716 145,881 SH   DFND 1 133,762 0 12,119
TEXAS INSTRS INC COM 882508104 94,120 733,640 SH   DFND 1.3 0 733,640 0
THERMO FISHER SCIENTIFIC INC COM 883556102 82,937 255,293 SH   DFND 1 137,331 0 117,962
THERMO FISHER SCIENTIFIC INC COM 883556102 247,661 762,336 SH   DFND 1.3 0 762,336 0
THOMSON REUTERS CORP COM NEW 884903709 5,635 78,699 SH   DFND 1 77,036 0 1,663
THOMSON REUTERS CORP COM NEW 884903709 916 12,786 SH   DFND 1.3 0 12,786 0
3M CO COM 88579Y101 15,426 87,441 SH   DFND 1 87,441 0 0
3M CO COM 88579Y101 7,235 41,013 SH   DFND 1,2,3 0 41,013 0
3M CO COM 88579Y101 6,163 34,933 SH   DFND 1.3 0 34,933 0
TIFFANY & CO NEW COM 886547108 2,601 19,458 SH   DFND 1 19,458 0 0
TIFFANY & CO NEW COM 886547108 66 489 SH   DFND 1.3 0 489 0
TORO CO COM 891092108 18 225 SH   DFND 1.3 0 225 0
TORONTO DOMINION BK ONT COM NEW 891160509 16,210 288,797 SH   DFND 1 270,236 0 18,561
TORONTO DOMINION BK ONT COM NEW 891160509 12,331 219,689 SH   DFND 1.3 0 219,689 0
TRACTOR SUPPLY CO COM 892356106 1,701 18,203 SH   DFND 1 17,853 350 0
TRACTOR SUPPLY CO COM 892356106 1,709 18,289 SH   DFND 1.3 0 18,289 0
TRANSUNION COM 89400J107 5,111 59,700 SH   DFND 1.3 0 59,700 0
TRAVELERS COMPANIES INC COM 89417E109 5,083 37,114 SH   DFND 1 37,114 0 0
TRAVELERS COMPANIES INC COM 89417E109 127 932 SH   DFND 1.3 0 932 0
TRIMBLE INC COM 896239100 3,170 76,033 SH   DFND 1 76,033 0 0
TRIMBLE INC COM 896239100 82 1,950 SH   DFND 1.3 0 1,950 0
TRIP COM GROUP LTD ADS 89677Q107 2,231 66,509 SH   DFND 1.3 0 66,509 0
TRIPADVISOR INC COM 896945201 4,672 153,786 SH   DFND 1 153,786 0 0
TRIPADVISOR INC COM 896945201 118 3,893 SH   DFND 1.3 0 3,893 0
TRUIST FINL CORP COM 89832Q109 11,570 205,435 SH   DFND 1 205,435 0 0
TRUIST FINL CORP COM 89832Q109 1,096 19,453 SH   DFND 1.3 0 19,453 0
TWITTER INC COM 90184L102 11,325 353,354 SH   DFND 1 353,354 0 0
TWITTER INC COM 90184L102 278 8,689 SH   DFND 1.3 0 8,689 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,456 1,509,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 1,443 98,700 SH   DFND 1.3 0 98,700 0
TYSON FOODS INC CL A 902494103 428 4,700 SH   DFND 1 0 0 4,700
TYSON FOODS INC CL A 902494103 33,229 364,990 SH   DFND 1.3 0 364,990 0
UDR INC COM 902653104 2,036 43,600 SH   DFND 1.3 0 43,600 0
UGI CORP NEW COM 902681105 7,302 161,698 SH   DFND 1 161,698 0 0
UGI CORP NEW COM 902681105 231 5,114 SH   DFND 1.3 0 5,114 0
US BANCORP DEL COM NEW 902973304 13,720 231,415 SH   DFND 1 230,115 1,300 0
US BANCORP DEL COM NEW 902973304 20,427 344,526 SH   DFND 1.3 0 344,526 0
ULTA BEAUTY INC COM 90384S303 51,509 203,478 SH   DFND 1 73,346 0 130,132
ULTA BEAUTY INC COM 90384S303 104,800 413,999 SH   DFND 1.3 0 413,999 0
UNDER ARMOUR INC CL A 904311107 2 100 SH   DFND 1.3 0 100 0
UNDER ARMOUR INC CL C 904311206 1,252 65,279 SH   DFND 1 65,279 0 0
UNDER ARMOUR INC CL C 904311206 25 1,305 SH   DFND 1.3 0 1,305 0
UNION PACIFIC CORP COM 907818108 18,763 103,781 SH   DFND 1 97,588 0 6,193
UNION PACIFIC CORP COM 907818108 33,554 185,596 SH   DFND 1.3 0 185,596 0
UNITED AIRLINES HLDGS INC COM 910047109 1,060 12,026 SH   DFND 1.3 0 12,026 0
UNITED PARCEL SERVICE INC CL B 911312106 10,708 91,466 SH   DFND 1 91,466 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,396 29,006 SH   DFND 1.3 0 29,006 0
UNITED RENTALS INC COM 911363109 2,508 15,040 SH   DFND 1 14,735 305 0
UNITED RENTALS INC COM 911363109 1,020 6,112 SH   DFND 1.3 0 6,112 0
US FOODS HLDG CORP COM 912008109 461 11,012 SH   DFND 1.3 0 11,012 0
UNITED TECHNOLOGIES CORP COM 913017109 5,074 33,877 SH   DFND 1.3 0 33,877 0
UNITEDHEALTH GROUP INC COM 91324P102 100,378 341,448 SH   DFND 1 198,587 0 142,861
UNITEDHEALTH GROUP INC COM 91324P102 272,148 925,734 SH   DFND 1.3 0 925,734 0
UNUM GROUP COM 91529Y106 212 7,248 SH   DFND 1 7,248 0 0
UNUM GROUP COM 91529Y106 8,695 298,151 SH   DFND 1.3 0 298,151 0
US ECOLOGY INC COM 91734M103 1,581 27,300 SH   DFND 1.3 0 27,300 0
V F CORP COM 918204108 173 1,737 SH   DFND 1.3 0 1,737 0
VEON LTD SPONSORED ADR 91822M106 1,518 600,000 SH   DFND 2 0 0 600,000
VAIL RESORTS INC COM 91879Q109 2,168 9,044 SH   DFND 1 8,842 0 202
VAIL RESORTS INC COM 91879Q109 1,580 6,585 SH   DFND 1.3 0 6,585 0
VALERO ENERGY CORP NEW COM 91913Y100 31,260 333,794 SH   DFND 1.3 0 333,794 0
VALVOLINE INC COM 92047W101 1,466 68,500 SH   DFND 1.3 0 68,500 0
VANECK VECTORS ETF TRUST AGRIBUSINESS ETF 92189F700 1,795 26,117 SH   DFND 3 0 0 26,117
VARIAN MED SYS INC COM 92220P105 1,750 12,321 SH   DFND 1 12,321 0 0
VARIAN MED SYS INC COM 92220P105 38 270 SH   DFND 1.3 0 270 0
VEEVA SYS INC CL A COM 922475108 2,771 19,697 SH   DFND 1 19,128 0 569
VEEVA SYS INC CL A COM 922475108 27,337 194,349 SH   DFND 1.3 0 194,349 0
VENTAS INC COM 92276F100 2,143 37,096 SH   DFND 1 35,538 0 1,558
VENTAS INC COM 92276F100 7,006 121,360 SH   DFND 1.3 0 121,360 0
VEREIT INC COM 92339V100 6,095 659,661 SH   DFND 1.3 0 659,661 0
VERISIGN INC COM 92343E102 16,510 85,689 SH   DFND 1 81,991 0 3,698
VERISIGN INC COM 92343E102 25,835 134,089 SH   DFND 1.3 0 134,089 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,927 503,695 SH   DFND 1 476,579 1,300 25,816
VERIZON COMMUNICATIONS INC COM 92343V104 9,042 147,269 SH   DFND 1,2,3 0 147,269 0
VERIZON COMMUNICATIONS INC COM 92343V104 77,657 1,264,791 SH   DFND 1.3 0 1,264,791 0
VERISK ANALYTICS INC COM 92345Y106 4,857 32,525 SH   DFND 1 31,495 0 1,030
VERISK ANALYTICS INC COM 92345Y106 16,804 112,528 SH   DFND 1.3 0 112,528 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,546 43,592 SH   DFND 1 36,241 0 7,351
VERTEX PHARMACEUTICALS INC COM 92532F100 52,372 239,191 SH   DFND 1.3 0 239,191 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,397 1,070,000 SH   DFND 1.3 0 0 0
VIACOMCBS INC CL B 92556H206 604 14,406 SH   DFND 1 12,039 0 2,367
VIACOMCBS INC CL B 92556H206 7,755 184,776 SH   DFND 1.3 0 184,776 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1,443 101,800 SH   DFND 1.3 0 101,800 0
VISA INC COM CL A 92826C839 116,573 620,405 SH   DFND 1 360,763 0 259,642
VISA INC COM CL A 92826C839 269,812 1,435,927 SH   DFND 1.3 0 1,435,927 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,468 1,462,000 SH   DFND 1.3 0 0 0
VMWARE INC CL A COM 928563402 2,100 13,834 SH   DFND 1 13,834 0 0
VMWARE INC CL A COM 928563402 7,290 48,026 SH   DFND 1.3 0 48,026 0
VORNADO RLTY TR SH BEN INT 929042109 406 6,109 SH   DFND 1 6,109 0 0
VORNADO RLTY TR SH BEN INT 929042109 6 84 SH   DFND 1.3 0 84 0
VOYA FINL INC COM 929089100 1,965 32,236 SH   DFND 1 31,286 0 950
VOYA FINL INC COM 929089100 2,909 47,699 SH   DFND 1.3 0 47,699 0
VULCAN MATLS CO COM 929160109 812 5,641 SH   DFND 1.3 0 5,641 0
WABCO HLDGS INC COM 92927K102 585 4,310 SH   DFND 1 4,310 0 0
WABCO HLDGS INC COM 92927K102 11 85 SH   DFND 1.3 0 85 0
WEC ENERGY GROUP INC COM 92939U106 14,460 156,781 SH   DFND 1.3 0 156,781 0
WIX COM LTD NOTE 7/0 92940WAB5 565 500,000 SH   DFND 1.3 0 0 0
WABTEC CORP COM 929740108 2,468 31,723 SH   DFND 1 31,723 0 0
WABTEC CORP COM 929740108 57 732 SH   DFND 1.3 0 732 0
WALMART INC COM 931142103 20,526 172,719 SH   DFND 1,2,3 0 172,719 0
WALMART INC COM 931142103 25,300 212,892 SH   DFND 1.3 0 212,892 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,641 112,643 SH   DFND 1 112,643 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 152 2,582 SH   DFND 1.3 0 2,582 0
WASTE MGMT INC DEL COM 94106L109 8,725 76,553 SH   DFND 1 75,084 0 1,469
WASTE MGMT INC DEL COM 94106L109 16,628 145,912 SH   DFND 1.3 0 145,912 0
WATERS CORP COM 941848103 1,744 7,461 SH   DFND 1 7,461 0 0
WATERS CORP COM 941848103 32 135 SH   DFND 1.3 0 135 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,534 25,400 SH   DFND 1.3 0 25,400 0
WEIBO CORP SPONSORED ADR 948596101 519 11,200 SH   DFND 1.3 0 11,200 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,194 262,292 SH   DFND 1.3 0 262,292 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,061 3,213 SH   DFND 1 3,213 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 255 771 SH   DFND 1.3 0 771 0
WELLS FARGO CO NEW COM 949746101 9,028 167,801 SH   DFND 1,2,3 0 167,801 0
WELLS FARGO CO NEW COM 949746101 11,636 216,278 SH   DFND 1.3 0 216,278 0
WELLTOWER INC COM 95040Q104 5,244 64,117 SH   DFND 1 64,117 0 0
WELLTOWER INC COM 95040Q104 18,587 227,284 SH   DFND 1.3 0 227,284 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 722 4,800 SH   DFND 1.3 0 4,800 0
WESTERN ALLIANCE BANCORP COM 957638109 58 1,000 SH   DFND 1.3 0 1,000 0
WESTERN DIGITAL CORP COM 958102105 5,673 89,374 SH   DFND 1 89,374 0 0
WESTERN DIGITAL CORP COM 958102105 142 2,238 SH   DFND 1.3 0 2,238 0
WESTROCK CO COM 96145D105 2,395 55,806 SH   DFND 1 55,806 0 0
WESTROCK CO COM 96145D105 56 1,295 SH   DFND 1.3 0 1,295 0
WEYERHAEUSER CO COM 962166104 4,463 147,775 SH   DFND 1 147,775 0 0
WEYERHAEUSER CO COM 962166104 8,245 273,020 SH   DFND 1,2,3 0 273,020 0
WEYERHAEUSER CO COM 962166104 8,406 278,332 SH   DFND 1.3 0 278,332 0
WHEATON PRECIOUS METALS CORP COM 962879102 2,640 88,752 SH   DFND 1 88,752 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 64 2,168 SH   DFND 1.3 0 2,168 0
WHIRLPOOL CORP COM 963320106 1,157 7,841 SH   DFND 1 7,841 0 0
WHIRLPOOL CORP COM 963320106 34 231 SH   DFND 1.3 0 231 0
WILLIAMS COS INC DEL COM 969457100 14,799 623,914 SH   DFND 1 623,914 0 0
WILLIAMS COS INC DEL COM 969457100 3,625 152,868 SH   DFND 1.3 0 152,868 0
WORKDAY INC CL A 98138H101 5,181 31,505 SH   DFND 1 31,339 0 166
WORKDAY INC CL A 98138H101 1,187 7,220 SH   DFND 1.3 0 7,220 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,319 25,518 SH   DFND 1.3 0 25,518 0
XPO LOGISTICS INC COM 983793100 1,296 16,268 SH   DFND 1 16,268 0 0
XPO LOGISTICS INC COM 983793100 28 348 SH   DFND 1.3 0 348 0
XCEL ENERGY INC COM 98389B100 1,190 18,742 SH   DFND 1.3 0 18,742 0
XILINX INC COM 983919101 3,863 39,503 SH   DFND 1 39,503 0 0
XILINX INC COM 983919101 93 949 SH   DFND 1.3 0 949 0
XYLEM INC COM 98419M100 3,043 38,622 SH   DFND 1 38,622 0 0
XYLEM INC COM 98419M100 11,053 140,264 SH   DFND 1.3 0 140,264 0
XEROX HOLDINGS CORP COM NEW 98421M106 2,268 61,538 SH   DFND 1 61,538 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,161 31,495 SH   DFND 1.3 0 31,495 0
YELP INC CL A 985817105 2,791 80,138 SH   DFND 1.3 0 80,138 0
YUM BRANDS INC COM 988498101 5,457 54,175 SH   DFND 1 50,375 0 3,800
YUM BRANDS INC COM 988498101 4,608 45,739 SH   DFND 1.3 0 45,739 0
ZAYO GROUP HLDGS INC COM 98919V105 1,160 33,470 SH   DFND 1 30,039 0 3,431
ZAYO GROUP HLDGS INC COM 98919V105 6,077 175,426 SH   DFND 1.3 0 175,426 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,205 12,542 SH   DFND 1 12,439 0 103
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,760 10,805 SH   DFND 1.3 0 10,805 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,153 34,422 SH   DFND 1 34,422 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 113 759 SH   DFND 1.3 0 759 0
ZIONS BANCORPORATION N A COM 989701107 776 14,945 SH   DFND 1.3 0 14,945 0
ZOETIS INC CL A 98978V103 9,447 71,370 SH   DFND 1 68,070 0 3,300
ZOETIS INC CL A 98978V103 22,396 169,222 SH   DFND 1.3 0 169,222 0
ZYNGA INC CL A 98986T108 6 1,000 SH   DFND 1.3 0 1,000 0
FLEX LTD ORD 999900002 3,343 264,964 SH   DFND 1 264,964 0 0
FLEX LTD ORD 999900002 88 7,000 SH   DFND 1.3 0 7,000 0
ARCH CAP GROUP LTD ORD G0450A105 1,695 39,519 SH   DFND 1 39,519 0 0
ARCH CAP GROUP LTD ORD G0450A105 38 887 SH   DFND 1.3 0 887 0
ARCO PLATFORM LTD COM CL A G04553106 13,663 309,100 SH   DFND 1.3 0 309,100 0
ATHENE HLDG LTD CL A G0684D107 1,127 23,965 SH   DFND 1 23,965 0 0
ATHENE HLDG LTD CL A G0684D107 16 330 SH   DFND 1.3 0 330 0
AXALTA COATING SYS LTD COM G0750C108 2,666 87,676 SH   DFND 1 87,676 0 0
AXALTA COATING SYS LTD COM G0750C108 633 20,808 SH   DFND 1.3 0 20,808 0
BUNGE LIMITED COM G16962105 1,595 27,711 SH   DFND 1 26,941 0 770
BUNGE LIMITED COM G16962105 378 6,552 SH   DFND 1.3 0 6,552 0
CAPRI HOLDINGS LIMITED SHS G1890L107 463 12,161 SH   DFND 1 12,161 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 12 319 SH   DFND 1.3 0 319 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 236 52,087 SH   DFND 1,3,4 0 52,087 0
CREDICORP LTD COM G2519Y108 4,539 21,300 SH   DFND 1.3 0 21,300 0
ESSENT GROUP LTD COM G3198U102 54 1,034 SH   DFND 1.3 0 1,034 0
EVEREST RE GROUP LTD COM G3223R108 702 2,538 SH   DFND 1 2,538 0 0
EVEREST RE GROUP LTD COM G3223R108 17 62 SH   DFND 1.3 0 62 0
IHS MARKIT LTD SHS G47567105 10,435 138,498 SH   DFND 1 138,498 0 0
IHS MARKIT LTD SHS G47567105 5,243 69,597 SH   DFND 1.3 0 69,597 0
INVESCO LTD SHS G491BT108 629 34,994 SH   DFND 1 34,994 0 0
INVESCO LTD SHS G491BT108 7 391 SH   DFND 1.3 0 391 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,580 172,450 SH   DFND 1 172,450 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 106 4,009 SH   DFND 1.3 0 4,009 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 5,876 100,606 SH   DFND 1.3 0 100,606 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 20,179 590,700 SH   DFND 1.3 0 590,700 0
WHITE MTNS INS GROUP LTD COM G9618E107 87 76 SH   DFND 1.3 0 76 0