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 19,843 579,546 SH   DFND 1.3 0 579,546 0
AFLAC INC COM 001055102 4,322 126,219 SH   DFND 1 104,317 800 21,102
AMN HEALTHCARE SVCS INC COM 001744101 64 1,100 SH   DFND 1.3 0 1,100 0
ABBOTT LABS COM 002824100 31,759 402,479 SH   DFND 1.3 0 402,479 0
ABBOTT LABS COM 002824100 21,042 266,660 SH   DFND 1 264,264 0 2,396
ABIOMED INC COM 003654100 6,160 42,434 SH   DFND 1.3 0 42,434 0
ABIOMED INC COM 003654100 990 6,815 SH   DFND 1 6,269 0 546
ADVANCED MICRO DEVICES INC COM 007903107 2,503 55,061 SH   DFND 1.3 0 55,061 0
ADVANCED MICRO DEVICES INC COM 007903107 7,443 163,648 SH   DFND 1 130,367 0 33,281
AFFILIATED MANAGERS GROUP IN COM 008252108 101 1,700 SH   DFND 1.3 0 1,700 0
AIR PRODS & CHEMS INC COM 009158106 25,684 128,671 SH   DFND 1.3 0 128,671 0
AIR PRODS & CHEMS INC COM 009158106 8,808 44,124 SH   DFND 1 40,939 0 3,185
ALCOA CORP COM 013872106 90 14,600 SH   DFND 1.3 0 14,600 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 25,376 185,141 SH   DFND 1.3 0 185,141 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,695 26,958 SH   DFND 1 26,958 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 60 672 SH   DFND 1.3 0 672 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,761 30,748 SH   DFND 1 30,748 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,199 89,400 SH   DFND 1.3 0 89,400 0
ALIGN TECHNOLOGY INC COM 016255101 2,759 15,861 SH   DFND 1.3 0 15,861 0
ALIGN TECHNOLOGY INC COM 016255101 2,031 11,669 SH   DFND 1 11,177 0 492
ALLEGHANY CORP DEL COM 017175100 18 34 SH   DFND 1.3 0 34 0
ALLEGHANY CORP DEL COM 017175100 629 1,138 SH   DFND 1 1,138 0 0
ALLIANT ENERGY CORP COM 018802108 2,244 46,482 SH   DFND 1.3 0 46,482 0
ALLSTATE CORP COM 020002101 1,615 17,600 SH   DFND 1.3 0 17,600 0
ALLSTATE CORP COM 020002101 4,735 51,622 SH   DFND 1 50,449 0 1,173
AMAZON COM INC COM 023135106 289,625 148,546 SH   DFND 1.3 0 148,546 0
AMAZON COM INC COM 023135106 172,090 88,265 SH   DFND 1 60,371 20 27,874
AMEDISYS INC COM 023436108 1,657 9,023 SH   DFND 1.3 0 9,023 0
AMEREN CORP COM 023608102 10,569 145,132 SH   DFND 1.3 0 145,132 0
AMERICAN ELEC PWR CO INC COM 025537101 6,679 83,504 SH   DFND 1,2,3 0 83,504 0
AMERICAN ELEC PWR CO INC COM 025537101 12,050 150,664 SH   DFND 1.3 0 150,664 0
AMERICAN EXPRESS CO COM 025816109 376 4,411 SH   DFND 1.3 0 4,411 0
AMERICAN EXPRESS CO COM 025816109 10,057 117,487 SH   DFND 1 117,487 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 628 25,884 SH   DFND 1.3 0 25,884 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,869 118,305 SH   DFND 1 115,325 0 2,980
AMERICAN WTR WKS CO INC NEW COM 030420103 2,315 19,360 SH   DFND 1.3 0 19,360 0
AMETEK INC COM 031100100 1,660 23,037 SH   DFND 1.3 0 23,037 0
AMETEK INC COM 031100100 894 12,414 SH   DFND 1 0 0 12,414
AMGEN INC COM 031162100 15,303 75,487 SH   DFND 1.3 0 75,487 0
AMGEN INC COM 031162100 14,087 69,492 SH   DFND 1 69,224 0 268
AMPHENOL CORP NEW CL A 032095101 3,382 46,400 SH   DFND 1.3 0 46,400 0
ANALOG DEVICES INC COM 032654105 137 1,529 SH   DFND 1.3 0 1,529 0
ANALOG DEVICES INC COM 032654105 6,714 74,894 SH   DFND 1 74,894 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 6,330 1,248,459 SH   DFND 1.3 0 1,248,459 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,411 278,281 SH   DFND 1 266,758 0 11,523
ANTHEM INC COM 036752103 134,528 592,522 SH   DFND 1.3 0 592,522 0
ANTHEM INC COM 036752103 49,565 218,310 SH   DFND 1 95,455 0 122,855
APPLE INC COM 037833100 169,981 668,457 SH   DFND 1.3 0 668,457 0
APPLE INC COM 037833100 126,039 495,649 SH   DFND 1 466,765 430 28,454
APPLE INC COM 037833100 14,176 55,749 SH   DFND 1,2,3 0 55,749 0
APPLIED MATLS INC COM 038222105 5,521 120,512 SH   DFND 1.3 0 120,512 0
APPLIED MATLS INC COM 038222105 5,340 116,543 SH   DFND 1,2,3 0 116,543 0
APPLIED MATLS INC COM 038222105 6,007 131,096 SH   DFND 1 131,096 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 101 2,895 SH   DFND 1.3 0 2,895 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,340 123,350 SH   DFND 1 123,350 0 0
ARISTA NETWORKS INC COM 040413106 34 171 SH   DFND 1.3 0 171 0
ARISTA NETWORKS INC COM 040413106 1,714 8,466 SH   DFND 1 8,466 0 0
ASPEN TECHNOLOGY INC COM 045327103 4,658 49,000 SH   DFND 1.3 0 49,000 0
ASSOCIATED BANC CORP COM 045487105 75 5,900 SH   DFND 1.3 0 5,900 0
ATMOS ENERGY CORP COM 049560105 5,156 51,960 SH   DFND 1.3 0 51,960 0
ATMOS ENERGY CORP COM 049560105 14,132 142,431 SH   DFND 1 141,475 0 956
AUTODESK INC COM 052769106 6,193 39,673 SH   DFND 1 30,634 0 9,039
AUTODESK INC COM 052769106 709 4,540 SH   DFND 1.3 0 4,540 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,715 63,757 SH   DFND 1.3 0 63,757 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,773 49,554 SH   DFND 1 49,554 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,775 56,887 SH   DFND 1,2,3 0 56,887 0
AUTOZONE INC COM 053332102 14,320 16,929 SH   DFND 1.3 0 16,929 0
AUTOZONE INC COM 053332102 2,194 2,593 SH   DFND 1 2,535 0 58
AVALONBAY CMNTYS INC COM 053484101 20,870 141,813 SH   DFND 1.3 0 141,813 0
AVALONBAY CMNTYS INC COM 053484101 4,536 30,817 SH   DFND 1 30,443 0 374
AVERY DENNISON CORP COM 053611109 8,394 82,410 SH   DFND 1.3 0 82,410 0
AVERY DENNISON CORP COM 053611109 2,203 21,631 SH   DFND 1 16,980 0 4,651
BAIDU INC SPON ADR REP A 056752108 5,737 56,919 SH   DFND 1.3 0 56,919 0
BAIDU INC SPON ADR REP A 056752108 2,183 21,660 SH   DFND 1,2,3 0 21,660 0
BALCHEM CORP COM 057665200 24 244 SH   DFND 1.3 0 244 0
BALL CORP COM 058498106 2,703 41,818 SH   DFND 1.3 0 41,818 0
BALL CORP COM 058498106 3,568 55,172 SH   DFND 1 54,816 0 356
BK OF AMERICA CORP COM 060505104 37,617 1,771,905 SH   DFND 1.3 0 1,771,905 0
BK OF AMERICA CORP COM 060505104 22,538 1,061,618 SH   DFND 1 1,042,147 2,000 17,471
BANK MONTREAL COM 063671101 140 2,789 SH   DFND 1.3 0 2,789 0
BANK MONTREAL COM 063671101 4,712 93,749 SH   DFND 1 87,249 0 6,500
BANK NEW YORK MELLON CORP COM 064058100 10,255 304,466 SH   DFND 1.3 0 304,466 0
BANK NEW YORK MELLON CORP COM 064058100 8,274 245,657 SH   DFND 1,2,3 0 245,657 0
BANK NEW YORK MELLON CORP COM 064058100 4,008 119,002 SH   DFND 1 119,002 0 0
BANK NOVA SCOTIA B C COM 064149107 11,328 279,021 SH   DFND 1.3 0 279,021 0
BANK NOVA SCOTIA B C COM 064149107 7,446 183,417 SH   DFND 1 175,687 0 7,730
BAUSCH HEALTH COS INC COM 071734107 1,027 66,226 SH   DFND 1.3 0 66,226 0
BAXTER INTL INC COM 071813109 8,445 104,012 SH   DFND 1 88,369 600 15,043
BAXTER INTL INC COM 071813109 17,667 217,592 SH   DFND 1.3 0 217,592 0
BECTON DICKINSON & CO COM 075887109 216 942 SH   DFND 1.3 0 942 0
BECTON DICKINSON & CO COM 075887109 9,747 42,422 SH   DFND 1 42,422 0 0
BERKLEY W R CORP COM 084423102 1,321 25,310 SH   DFND 1.3 0 25,310 0
BERKLEY W R CORP COM 084423102 445 8,514 SH   DFND 1 8,514 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,471 84,620 SH   DFND 1.3 0 84,620 0
BEST BUY INC COM 086516101 7,636 133,969 SH   DFND 1.3 0 133,969 0
BEST BUY INC COM 086516101 1,941 34,070 SH   DFND 1 24,359 0 9,711
BIO RAD LABS INC CL A 090572207 3,119 8,897 SH   DFND 1.3 0 8,897 0
BIO RAD LABS INC CL A 090572207 1,701 4,850 SH   DFND 1 4,850 0 0
BLACK HILLS CORP COM 092113109 35 550 SH   DFND 1.3 0 550 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,773 127,812 SH   DFND 1.3 0 127,812 0
BORGWARNER INC COM 099724106 562 23,085 SH   DFND 1.3 0 23,085 0
BORGWARNER INC COM 099724106 1,303 53,485 SH   DFND 1 53,485 0 0
BOSTON PROPERTIES INC COM 101121101 3,600 39,032 SH   DFND 1.3 0 39,032 0
BOSTON PROPERTIES INC COM 101121101 2,608 28,277 SH   DFND 1 28,277 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,340 41,057 SH   DFND 1 0 0 41,057
BOSTON SCIENTIFIC CORP COM 101137107 3,820 117,057 SH   DFND 1.3 0 117,057 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 305 29,007 SH   DFND 1.3 0 29,007 0
BRISTOL-MYERS SQUIBB CO COM 110122108 15,620 280,219 SH   DFND 1.3 0 280,219 0
BRISTOL-MYERS SQUIBB CO COM 110122108 15,392 276,148 SH   DFND 1 272,892 1,200 2,056
BRISTOL-MYERS SQUIBB CO COM 110122108 10,477 187,954 SH   DFND 1,2,3 0 187,954 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 1 18,044 SH   DFND 1.3 0 18,044 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 2,304 SH   DFND 1 0 0 2,304
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 11,379 385,715 SH   DFND 1.3 0 385,715 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 6,871 232,960 SH   DFND 1 227,510 0 5,450
BROWN & BROWN INC COM 115236101 111,624 3,081,812 SH   DFND 1.3 0 3,081,812 0
BROWN & BROWN INC COM 115236101 45,487 1,255,899 SH   DFND 1 508,259 0 747,640
BROWN FORMAN CORP CL B 115637209 4,463 80,411 SH   DFND 1.3 0 80,411 0
BROWN FORMAN CORP CL B 115637209 3,231 58,210 SH   DFND 1 57,818 0 392
BRUKER CORP COM 116794108 5,933 165,411 SH   DFND 1.3 0 165,411 0
BRUNSWICK CORP COM 117043109 12 328 SH   DFND 1.3 0 328 0
BURLINGTON STORES INC COM 122017106 2,595 16,379 SH   DFND 1.3 0 16,379 0
BURLINGTON STORES INC COM 122017106 1,958 12,356 SH   DFND 1 4,050 0 8,306
CIGNA CORP NEW COM 125523100 2,633 14,857 SH   DFND 1.3 0 14,857 0
CIGNA CORP NEW COM 125523100 7,644 43,154 SH   DFND 1 42,584 0 570
CSX CORP COM 126408103 10,584 184,715 SH   DFND 1.3 0 184,715 0
CSX CORP COM 126408103 8,691 151,674 SH   DFND 1 116,628 0 35,046
CVS HEALTH CORP COM 126650100 201 3,393 SH   DFND 1.3 0 3,393 0
CVS HEALTH CORP COM 126650100 8,928 150,487 SH   DFND 1 150,487 0 0
CABOT OIL & GAS CORP COM 127097103 2,236 130,071 SH   DFND 1.3 0 130,071 0
CACI INTL INC CL A 127190304 6,890 32,630 SH   DFND 1.3 0 32,630 0
CADENCE DESIGN SYSTEM INC COM 127387108 24,239 367,029 SH   DFND 1.3 0 367,029 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,254 49,261 SH   DFND 1 34,883 0 14,378
CAESARS ENTMT CORP COM 127686103 7 1,100 SH   DFND 1.3 0 1,100 0
CAMDEN PPTY TR SH BEN INT 133131102 712 8,975 SH   DFND 1.3 0 8,975 0
CAMDEN PPTY TR SH BEN INT 133131102 588 7,419 SH   DFND 1 7,245 0 174
CANADIAN IMP BK COMM COM 136069101 1,080 18,632 SH   DFND 1.3 0 18,632 0
CANADIAN IMP BK COMM COM 136069101 3,072 52,994 SH   DFND 1 50,071 0 2,923
CANADIAN NATL RY CO COM 136375102 197 2,544 SH   DFND 1.3 0 2,544 0
CANADIAN NATL RY CO COM 136375102 9,158 117,974 SH   DFND 1 117,974 0 0
CARGURUS INC COM CL A 141788109 625 32,971 SH   DFND 1.3 0 32,971 0
CARLISLE COS INC COM 142339100 11 88 SH   DFND 1.3 0 88 0
CARMAX INC COM 143130102 22 409 SH   DFND 1.3 0 409 0
CARMAX INC COM 143130102 1,087 20,176 SH   DFND 1 20,176 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,286 173,580 SH   DFND 1.3 0 173,580 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,069 81,224 SH   DFND 1 81,224 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,880 218,722 SH   DFND 1,2,3 0 218,722 0
CASEYS GEN STORES INC COM 147528103 278 2,096 SH   DFND 1.3 0 2,096 0
CATERPILLAR INC DEL COM 149123101 534 4,600 SH   DFND 1 0 0 4,600
CELANESE CORP DEL COM 150870103 6,963 94,890 SH   DFND 1.3 0 94,890 0
CENTURYLINK INC COM 156700106 27 2,868 SH   DFND 1.3 0 2,868 0
CENTURYLINK INC COM 156700106 1,074 113,555 SH   DFND 1 113,555 0 0
CERNER CORP COM 156782104 6,706 106,464 SH   DFND 1.3 0 106,464 0
CERNER CORP COM 156782104 2,722 43,216 SH   DFND 1 43,216 0 0
CERNER CORP COM 156782104 4,515 71,678 SH   DFND 1,2,3 0 71,678 0
CHARLES RIV LABS INTL INC COM 159864107 265 2,100 SH   DFND 1.3 0 2,100 0
CHEGG INC COM 163092109 1,106 30,931 SH   DFND 1.3 0 30,931 0
CHEVRON CORP NEW COM 166764100 39,201 541,006 SH   DFND 1.3 0 541,006 0
CHEVRON CORP NEW COM 166764100 10,085 139,181 SH   DFND 1,2,3 0 139,181 0
CHURCH & DWIGHT INC COM 171340102 2,017 31,425 SH   DFND 1.3 0 31,425 0
CHURCH & DWIGHT INC COM 171340102 599 9,336 SH   DFND 1 0 0 9,336
CINCINNATI FINL CORP COM 172062101 33 428 SH   DFND 1.3 0 428 0
CINCINNATI FINL CORP COM 172062101 1,501 19,908 SH   DFND 1 19,908 0 0
CINTAS CORP COM 172908105 1,151 6,644 SH   DFND 1.3 0 6,644 0
CINTAS CORP COM 172908105 2,654 15,326 SH   DFND 1 15,251 0 75
CITIGROUP INC COM NEW 172967424 24,505 581,789 SH   DFND 1.3 0 581,789 0
CITIGROUP INC COM NEW 172967424 560 13,300 SH   DFND 1 0 0 13,300
CITIZENS FINANCIAL GROUP INC COM 174610105 414 21,995 SH   DFND 1.3 0 21,995 0
CITIZENS FINANCIAL GROUP INC COM 174610105 786 41,776 SH   DFND 1 41,776 0 0
CLOROX CO DEL COM 189054109 9,170 52,936 SH   DFND 1.3 0 52,936 0
CLOROX CO DEL COM 189054109 2,175 12,554 SH   DFND 1 9,276 0 3,278
COCA COLA CO COM 191216100 49,700 1,123,174 SH   DFND 1.3 0 1,123,174 0
COCA COLA CO COM 191216100 25,205 569,604 SH   DFND 1 541,859 0 27,745
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 61 1,328 SH   DFND 1.3 0 1,328 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,071 66,097 SH   DFND 1 66,097 0 0
COLGATE PALMOLIVE CO COM 194162103 9,192 138,529 SH   DFND 1.3 0 138,529 0
COLGATE PALMOLIVE CO COM 194162103 6,993 105,404 SH   DFND 1 104,704 700 0
COLGATE PALMOLIVE CO COM 194162103 8,988 135,440 SH   DFND 1,2,3 0 135,440 0
CONAGRA BRANDS INC COM 205887102 1,236 42,107 SH   DFND 1.3 0 42,107 0
CONSOLIDATED EDISON INC COM 209115104 426 5,454 SH   DFND 1.3 0 5,454 0
CONSOLIDATED EDISON INC COM 209115104 18,346 235,204 SH   DFND 1 235,204 0 0
COOPER COS INC COM NEW 216648402 6,118 22,194 SH   DFND 1.3 0 22,194 0
COOPER COS INC COM NEW 216648402 2,697 9,781 SH   DFND 1 9,781 0 0
COPART INC COM 217204106 2,089 30,473 SH   DFND 1.3 0 30,473 0
COPART INC COM 217204106 2,417 35,266 SH   DFND 1 34,080 0 1,186
COTY INC COM CL A 222070203 9 1,715 SH   DFND 1.3 0 1,715 0
COTY INC COM CL A 222070203 359 69,487 SH   DFND 1 69,487 0 0
CROWN HLDGS INC COM 228368106 192 3,308 SH   DFND 1.3 0 3,308 0
CROWN HLDGS INC COM 228368106 459 7,910 SH   DFND 1 0 0 7,910
CUBESMART COM 229663109 14,724 549,618 SH   DFND 1.3 0 549,618 0
CUMMINS INC COM 231021106 20,277 149,853 SH   DFND 1.3 0 149,853 0
CUMMINS INC COM 231021106 4,410 32,589 SH   DFND 1 28,094 0 4,495
CURTISS WRIGHT CORP COM 231561101 3,675 39,759 SH   DFND 1.3 0 39,759 0
DTE ENERGY CO COM 233331107 434 4,569 SH   DFND 1.3 0 4,569 0
DANA INCORPORATED COM 235825205 404 51,762 SH   DFND 1.3 0 51,762 0
DANAHER CORPORATION COM 235851102 4,568 33,004 SH   DFND 1.3 0 33,004 0
DANAHER CORPORATION COM 235851102 13,683 98,860 SH   DFND 1 98,860 0 0
DARDEN RESTAURANTS INC COM 237194105 365 6,708 SH   DFND 1 0 0 6,708
DARDEN RESTAURANTS INC COM 237194105 152 2,795 SH   DFND 1.3 0 2,795 0
DECKERS OUTDOOR CORP COM 243537107 6,631 49,480 SH   DFND 1.3 0 49,480 0
DEERE & CO COM 244199105 5,868 42,470 SH   DFND 1.3 0 42,470 0
DEERE & CO COM 244199105 5,855 42,381 SH   DFND 1 42,381 0 0
DEERE & CO COM 244199105 5,398 39,074 SH   DFND 1,2,3 0 39,074 0
DELTA AIR LINES INC DEL COM NEW 247361702 36 1,276 SH   DFND 1.3 0 1,276 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,631 57,208 SH   DFND 1 57,208 0 0
DESCARTES SYS GROUP INC COM 249906108 4,004 116,400 SH   DFND 1.3 0 116,400 0
DEXCOM INC COM 252131107 76 285 SH   DFND 1.3 0 285 0
DEXCOM INC COM 252131107 3,154 11,714 SH   DFND 1 11,714 0 0
DIGITAL RLTY TR INC COM 253868103 3,964 28,539 SH   DFND 1.3 0 28,539 0
DISNEY WALT CO COM DISNEY 254687106 13,128 135,891 SH   DFND 1.3 0 135,891 0
DISNEY WALT CO COM DISNEY 254687106 22,009 227,832 SH   DFND 1 225,739 420 1,673
DISCOVER FINL SVCS COM 254709108 2,995 83,937 SH   DFND 1.3 0 83,937 0
DISCOVER FINL SVCS COM 254709108 2,157 60,496 SH   DFND 1 60,496 0 0
DOLLAR GEN CORP NEW COM 256677105 89 585 SH   DFND 1.3 0 585 0
DOLLAR GEN CORP NEW COM 256677105 4,046 26,792 SH   DFND 1 26,792 0 0
DOVER CORP COM 260003108 4,084 48,649 SH   DFND 1.3 0 48,649 0
DOVER CORP COM 260003108 2,434 28,984 SH   DFND 1 28,348 0 636
DOW INC COM 260557103 23 800 SH   DFND 1.3 0 800 0
DUKE REALTY CORP COM NEW 264411505 14,507 448,040 SH   DFND 1.3 0 448,040 0
DUNKIN BRANDS GROUP INC COM 265504100 998 18,800 SH   DFND 1.3 0 18,800 0
E TRADE FINANCIAL CORP COM NEW 269246401 823 23,952 SH   DFND 1.3 0 23,952 0
E TRADE FINANCIAL CORP COM NEW 269246401 869 25,298 SH   DFND 1 23,550 0 1,748
EASTMAN CHEM CO COM 277432100 13 283 SH   DFND 1.3 0 283 0
EATON VANCE CORP COM NON VTG 278265103 93 2,900 SH   DFND 1.3 0 2,900 0
EBAY INC COM 278642103 152 5,069 SH   DFND 1.3 0 5,069 0
EBAY INC COM 278642103 3,068 102,036 SH   DFND 1 102,036 0 0
ECOLAB INC COM 278865100 9,316 59,789 SH   DFND 1.3 0 59,789 0
ECOLAB INC COM 278865100 8,413 53,990 SH   DFND 1 53,990 0 0
EDISON INTL COM 281020107 792 14,464 SH   DFND 1.3 0 14,464 0
ELDORADO GOLD CORP NEW COM 284902509 1,234 200,000 SH   DFND 1.3 0 200,000 0
ELECTRONIC ARTS INC COM 285512109 9,770 97,538 SH   DFND 1.3 0 97,538 0
ELECTRONIC ARTS INC COM 285512109 7,899 78,863 SH   DFND 1 73,924 0 4,939
EMERSON ELEC CO COM 291011104 15,833 332,300 SH   DFND 1.3 0 332,300 0
EMERSON ELEC CO COM 291011104 6,229 130,743 SH   DFND 1 130,043 700 0
EMERSON ELEC CO COM 291011104 7,353 154,313 SH   DFND 1,2,3 0 154,313 0
ESSEX PPTY TR INC COM 297178105 31,183 141,590 SH   DFND 1.3 0 141,590 0
EURONET WORLDWIDE INC COM 298736109 773 9,021 SH   DFND 1.3 0 9,021 0
EXPEDITORS INTL WASH INC COM 302130109 36 536 SH   DFND 1.3 0 536 0
EXPEDITORS INTL WASH INC COM 302130109 1,928 28,878 SH   DFND 1 28,878 0 0
F M C CORP COM NEW 302491303 87 1,061 SH   DFND 1.3 0 1,061 0
F M C CORP COM NEW 302491303 3,883 47,545 SH   DFND 1 47,545 0 0
FAIR ISAAC CORP COM 303250104 1,325 4,307 SH   DFND 1.3 0 4,307 0
FASTENAL CO COM 311900104 65 2,104 SH   DFND 1.3 0 2,104 0
FASTENAL CO COM 311900104 2,601 83,243 SH   DFND 1 83,243 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3 40 SH   DFND 1.3 0 40 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 221 2,957 SH   DFND 1 2,957 0 0
F5 NETWORKS INC COM 315616102 8,504 79,763 SH   DFND 1.3 0 79,763 0
F5 NETWORKS INC COM 315616102 54 505 SH   DFND 1 0 0 505
FIFTH THIRD BANCORP COM 316773100 4,886 328,966 SH   DFND 1.3 0 328,966 0
FIFTH THIRD BANCORP COM 316773100 1,274 85,800 SH   DFND 1 71,739 1,100 12,961
51JOB INC SPONSORED ADS 316827104 761 12,400 SH   DFND 1.3 0 12,400 0
FIRST SOLAR INC COM 336433107 281 7,800 SH   DFND 1.3 0 7,800 0
FISERV INC COM 337738108 1,951 20,533 SH   DFND 1.3 0 20,533 0
FISERV INC COM 337738108 9,026 95,020 SH   DFND 1 70,616 0 24,404
FIVE9 INC COM 338307101 1,086 14,200 SH   DFND 1.3 0 14,200 0
FLEETCOR TECHNOLOGIES INC COM 339041105 87,281 467,890 SH   DFND 1.3 0 467,890 0
FLEETCOR TECHNOLOGIES INC COM 339041105 39,845 213,609 SH   DFND 1 81,082 0 132,527
FLOWERS FOODS INC COM 343498101 779 38,000 SH   DFND 1.3 0 38,000 0
FORD MTR CO DEL COM 345370860 12,497 2,587,406 SH   DFND 1.3 0 2,587,406 0
FORD MTR CO DEL COM 345370860 3,398 703,721 SH   DFND 1 633,921 0 69,800
FORTIS INC COM 349553107 138 3,577 SH   DFND 1.3 0 3,577 0
FRANKLIN RESOURCES INC COM 354613101 13 797 SH   DFND 1.3 0 797 0
FRANKLIN RESOURCES INC COM 354613101 834 49,989 SH   DFND 1 49,989 0 0
GALLAGHER ARTHUR J & CO COM 363576109 46 558 SH   DFND 1.3 0 558 0
GALLAGHER ARTHUR J & CO COM 363576109 1,688 20,702 SH   DFND 1 20,702 0 0
GARTNER INC COM 366651107 2,080 20,890 SH   DFND 1.3 0 20,890 0
GARTNER INC COM 366651107 315 3,177 SH   DFND 1 2,887 0 290
GENERAL ELECTRIC CO COM 369604103 4,003 504,173 SH   DFND 1.3 0 504,173 0
GENERAL ELECTRIC CO COM 369604103 8,742 1,101,035 SH   DFND 1 1,101,035 0 0
GENERAL ELECTRIC CO COM 369604103 5,006 630,512 SH   DFND 1,2,3 0 630,512 0
GENERAL MLS INC COM 370334104 9,291 176,077 SH   DFND 1.3 0 176,077 0
GENERAL MLS INC COM 370334104 5,039 95,501 SH   DFND 1 95,501 0 0
GENTEX CORP COM 371901109 1,206 54,394 SH   DFND 1.3 0 54,394 0
GENUINE PARTS CO COM 372460105 754 11,199 SH   DFND 1.3 0 11,199 0
GENUINE PARTS CO COM 372460105 1,685 25,041 SH   DFND 1 25,041 0 0
GILEAD SCIENCES INC COM 375558103 33,119 443,018 SH   DFND 1.3 0 443,018 0
GILEAD SCIENCES INC COM 375558103 13,168 176,127 SH   DFND 1 162,617 400 13,110
GODADDY INC CL A 380237107 120 2,106 SH   DFND 1.3 0 2,106 0
GODADDY INC CL A 380237107 4,754 83,255 SH   DFND 1 83,255 0 0
GRACO INC COM 384109104 1,321 27,100 SH   DFND 1.3 0 27,100 0
GRAFTECH INTL LTD COM 384313508 841 103,611 SH   DFND 1.3 0 103,611 0
GRAINGER W W INC COM 384802104 412 1,660 SH   DFND 1.3 0 1,660 0
GRAINGER W W INC COM 384802104 1,464 5,886 SH   DFND 1 5,786 100 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 16,110 390,079 SH   DFND 1.3 0 390,079 0
GRUBHUB INC COM 400110102 11 278 SH   DFND 1.3 0 278 0
GRUBHUB INC COM 400110102 535 13,121 SH   DFND 1 13,121 0 0
HALLIBURTON CO COM 406216101 1,731 252,702 SH   DFND 1.3 0 252,702 0
HANESBRANDS INC COM 410345102 1 164 SH   DFND 1.3 0 164 0
HANESBRANDS INC COM 410345102 95 11,911 SH   DFND 1 11,911 0 0
HANOVER INS GROUP INC COM 410867105 1,286 14,196 SH   DFND 1.3 0 14,196 0
HARLEY DAVIDSON INC COM 412822108 7 391 SH   DFND 1.3 0 391 0
HARLEY DAVIDSON INC COM 412822108 558 29,442 SH   DFND 1 29,442 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,487 42,181 SH   DFND 1.3 0 42,181 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,514 42,980 SH   DFND 1 42,980 0 0
HASBRO INC COM 418056107 1,111 15,543 SH   DFND 1.3 0 15,543 0
HASBRO INC COM 418056107 1,142 15,958 SH   DFND 1 15,958 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 77 1,800 SH   DFND 1.3 0 1,800 0
HENRY JACK & ASSOC INC COM 426281101 5,132 33,058 SH   DFND 1.3 0 33,058 0
HENRY JACK & ASSOC INC COM 426281101 154 998 SH   DFND 1 0 0 998
HERSHEY CO COM 427866108 34,004 256,620 SH   DFND 1.3 0 256,620 0
HERSHEY CO COM 427866108 4,439 33,490 SH   DFND 1 28,755 0 4,735
HEXCEL CORP NEW COM 428291108 686 18,469 SH   DFND 1.3 0 18,469 0
HIGHWOODS PPTYS INC COM 431284108 7,913 223,413 SH   DFND 1.3 0 223,413 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 175 12,485 SH   DFND 1.3 0 12,485 0
HOLLYFRONTIER CORP COM 436106108 5,204 212,275 SH   DFND 1.3 0 212,275 0
HOLLYFRONTIER CORP COM 436106108 1,356 55,309 SH   DFND 1 55,309 0 0
HOLOGIC INC COM 436440101 1,096 31,215 SH   DFND 1.3 0 31,215 0
HOLOGIC INC COM 436440101 1,851 52,757 SH   DFND 1 51,559 0 1,198
HOME DEPOT INC COM 437076102 13,422 71,885 SH   DFND 1.3 0 71,885 0
HOME DEPOT INC COM 437076102 23,668 126,762 SH   DFND 1 124,577 0 2,185
HONEYWELL INTL INC COM 438516106 19,881 148,600 SH   DFND 1.3 0 148,600 0
HOULIHAN LOKEY INC CL A 441593100 1,236 23,700 SH   DFND 1.3 0 23,700 0
HUBBELL INC COM 443510607 4,309 37,553 SH   DFND 1.3 0 37,553 0
HUMANA INC COM 444859102 6,247 19,895 SH   DFND 1 13,364 0 6,531
HUMANA INC COM 444859102 14,503 46,183 SH   DFND 1.3 0 46,183 0
HUNT J B TRANS SVCS INC COM 445658107 1,126 12,212 SH   DFND 1.3 0 12,212 0
HUNT J B TRANS SVCS INC COM 445658107 1,369 14,851 SH   DFND 1 14,851 0 0
HUNTINGTON BANCSHARES INC COM 446150104 14 1,638 SH   DFND 1.3 0 1,638 0
HUNTINGTON BANCSHARES INC COM 446150104 960 117,003 SH   DFND 1 117,003 0 0
HUNTINGTON INGALLS INDS IN C COM 446413106 2,095 11,498 SH   DFND 1.3 0 11,498 0
IBERIABANK CORP COM 450828108 1,205 33,300 SH   DFND 1.3 0 33,300 0
IDACORP INC COM 451107106 682 7,771 SH   DFND 1.3 0 7,771 0
ILLINOIS TOOL WKS INC COM 452308109 9,549 67,183 SH   DFND 1.3 0 67,183 0
ILLINOIS TOOL WKS INC COM 452308109 8,318 58,533 SH   DFND 1 57,431 0 1,102
ILLUMINA INC COM 452327109 72,926 267,009 SH   DFND 1.3 0 267,009 0
ILLUMINA INC COM 452327109 37,671 137,935 SH   DFND 1 54,387 0 83,548
INGREDION INC COM 457187102 1,817 24,064 SH   DFND 1.3 0 24,064 0
INGREDION INC COM 457187102 1,021 13,516 SH   DFND 1 12,642 0 874
INTEL CORP COM 458140100 19,266 355,990 SH   DFND 1.3 0 355,990 0
INTEL CORP COM 458140100 26,533 490,253 SH   DFND 1 483,286 2,100 4,867
INTEL CORP COM 458140100 10,457 193,207 SH   DFND 1,2,3 0 193,207 0
INTERNATIONAL BUSINESS MACHS COM 459200101 236 2,127 SH   DFND 1.3 0 2,127 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10,990 99,081 SH   DFND 1 99,081 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 43 427 SH   DFND 1.3 0 427 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,927 18,878 SH   DFND 1 18,878 0 0
INTL PAPER CO COM 460146103 51 1,633 SH   DFND 1.3 0 1,633 0
INTL PAPER CO COM 460146103 2,299 73,854 SH   DFND 1 73,854 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,271 449,108 SH   DFND 1.3 0 449,108 0
INTERPUBLIC GROUP COS INC COM 460690100 1,265 78,077 SH   DFND 1 69,566 3,000 5,511
INTUIT COM 461202103 189,612 824,397 SH   DFND 1.3 0 824,397 0
INTUIT COM 461202103 59,964 260,716 SH   DFND 1 114,088 175 146,453
ISHARES TR NASDAQ BIOTECH 464287556 1,151 10,685 SH   DFND 3 0 0 10,685
JOHNSON & JOHNSON COM 478160104 51,887 395,694 SH   DFND 1.3 0 395,694 0
JOHNSON & JOHNSON COM 478160104 13,765 104,976 SH   DFND 1,2,3 0 104,976 0
KLA CORPORATION COM NEW 482480100 65 455 SH   DFND 1.3 0 455 0
KLA CORPORATION COM NEW 482480100 3,414 23,760 SH   DFND 1 21,260 0 2,500
KANSAS CITY SOUTHERN COM NEW 485170302 4,747 37,327 SH   DFND 1.3 0 37,327 0
KELLOGG CO COM 487836108 36 600 SH   DFND 1 0 600 0
KEYCORP COM 493267108 30 2,897 SH   DFND 1.3 0 2,897 0
KEYCORP COM 493267108 1,565 150,925 SH   DFND 1 150,925 0 0
KIMBERLY CLARK CORP COM 494368103 16,882 132,021 SH   DFND 1.3 0 132,021 0
KIMBERLY CLARK CORP COM 494368103 460 3,600 SH   DFND 1 0 0 3,600
KINROSS GOLD CORP COM 496902404 2,189 550,000 SH   DFND 2 0 0 550,000
KRAFT HEINZ CO COM 500754106 74 3,003 SH   DFND 1.3 0 3,003 0
KRAFT HEINZ CO COM 500754106 3,579 144,671 SH   DFND 1 144,671 0 0
KROGER CO COM 501044101 4,464 148,197 SH   DFND 1.3 0 148,197 0
KROGER CO COM 501044101 3,390 112,566 SH   DFND 1 108,522 0 4,044
LKQ CORP COM 501889208 23 1,097 SH   DFND 1.3 0 1,097 0
LKQ CORP COM 501889208 1,029 50,206 SH   DFND 1 50,206 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 979 5,434 SH   DFND 1 0 0 5,434
L3HARRIS TECHNOLOGIES INC COM 502431109 3,383 18,787 SH   DFND 1.3 0 18,787 0
LAM RESEARCH CORP COM 512807108 11,512 47,968 SH   DFND 1.3 0 47,968 0
LAM RESEARCH CORP COM 512807108 7,127 29,693 SH   DFND 1 21,619 0 8,074
LANCASTER COLONY CORP COM 513847103 1,565 10,814 SH   DFND 1.3 0 10,814 0
LAS VEGAS SANDS CORP COM 517834107 6,386 150,351 SH   DFND 1.3 0 150,351 0
LAS VEGAS SANDS CORP COM 517834107 8,575 201,907 SH   DFND 1,2,3 0 201,907 0
LAUDER ESTEE COS INC CL A 518439104 67,089 421,043 SH   DFND 1.3 0 421,043 0
LAUDER ESTEE COS INC CL A 518439104 39,409 247,335 SH   DFND 1 95,915 200 151,220
LEAR CORP COM NEW 521865204 29 355 SH   DFND 1.3 0 355 0
LEAR CORP COM NEW 521865204 1,038 12,784 SH   DFND 1 12,784 0 0
LEGGETT & PLATT INC COM 524660107 16 600 SH   DFND 1.3 0 600 0
LENNAR CORP CL A 526057104 29 766 SH   DFND 1.3 0 766 0
LENNAR CORP CL A 526057104 1,367 35,792 SH   DFND 1 35,792 0 0
LENNOX INTL INC COM 526107107 5 27 SH   DFND 1.3 0 27 0
LENNOX INTL INC COM 526107107 364 2,000 SH   DFND 1 2,000 0 0
LEXINGTON REALTY TRUST COM 529043101 6,350 639,532 SH   DFND 1.3 0 639,532 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,393 30,645 SH   DFND 1.3 0 30,645 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 40 1,260 SH   DFND 1.3 0 1,260 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 78 2,479 SH   DFND 1.3 0 2,479 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3,001 94,890 SH   DFND 1 94,890 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 3,469 127,423 SH   DFND 1.3 0 127,423 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 1,419 52,107 SH   DFND 1 48,783 0 3,324
LILLY ELI & CO COM 532457108 84,401 608,415 SH   DFND 1.3 0 608,415 0
LILLY ELI & CO COM 532457108 17,531 126,375 SH   DFND 1 105,817 0 20,558
LINCOLN NATL CORP IND COM 534187109 1,344 51,018 SH   DFND 1.3 0 51,018 0
LINCOLN NATL CORP IND COM 534187109 672 25,542 SH   DFND 1 25,542 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 6,051 133,121 SH   DFND 1.3 0 133,121 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,189 26,122 SH   DFND 1 23,812 0 2,310
LOEWS CORP COM 540424108 144 4,142 SH   DFND 1 0 0 4,142
LOEWS CORP COM 540424108 1,220 35,006 SH   DFND 1.3 0 35,006 0
LOWES COS INC COM 548661107 5,713 66,409 SH   DFND 1.3 0 66,409 0
LOWES COS INC COM 548661107 7,856 91,297 SH   DFND 1 90,897 400 0
LULULEMON ATHLETICA INC COM 550021109 5,511 29,082 SH   DFND 1.3 0 29,082 0
LULULEMON ATHLETICA INC COM 550021109 2,947 15,550 SH   DFND 1 13,850 0 1,700
MGIC INVT CORP WIS COM 552848103 1,347 212,080 SH   DFND 1.3 0 212,080 0
MSC INDL DIRECT INC CL A 553530106 205 3,728 SH   DFND 1.3 0 3,728 0
MADDEN STEVEN LTD COM 556269108 11 462 SH   DFND 1.3 0 462 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,493 40,921 SH   DFND 1.3 0 40,921 0
MAGNA INTL INC COM 559222401 3,396 106,405 SH   DFND 1.3 0 106,405 0
MARKEL CORP COM 570535104 52 56 SH   DFND 1.3 0 56 0
MARKEL CORP COM 570535104 2,200 2,370 SH   DFND 1 2,370 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,846 102,321 SH   DFND 1.3 0 102,321 0
MARSH & MCLENNAN COS INC COM 571748102 7,334 84,829 SH   DFND 1 84,829 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,003 57,871 SH   DFND 1,2,3 0 57,871 0
MARRIOTT INTL INC NEW CL A 571903202 4,163 55,661 SH   DFND 1.3 0 55,661 0
MARRIOTT INTL INC NEW CL A 571903202 4,399 58,805 SH   DFND 1 57,906 0 899
MARTIN MARIETTA MATLS INC COM 573284106 4,516 23,863 SH   DFND 1.3 0 23,863 0
MARTIN MARIETTA MATLS INC COM 573284106 3,630 19,179 SH   DFND 1,2,3 0 19,179 0
MASCO CORP COM 574599106 65 1,870 SH   DFND 1.3 0 1,870 0
MASCO CORP COM 574599106 1,658 47,957 SH   DFND 1 47,957 0 0
MASIMO CORP COM 574795100 1,590 8,980 SH   DFND 1.3 0 8,980 0
MCCORMICK & CO INC COM NON VTG 579780206 54,320 384,679 SH   DFND 1.3 0 384,679 0
MCCORMICK & CO INC COM NON VTG 579780206 36,586 259,095 SH   DFND 1 76,730 0 182,365
MCDONALDS CORP COM 580135101 5,108 30,891 SH   DFND 1,2,3 0 30,891 0
MCDONALDS CORP COM 580135101 8,486 51,325 SH   DFND 1.3 0 51,325 0
MCDONALDS CORP COM 580135101 16,158 97,723 SH   DFND 1 97,523 200 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,401 4,925 SH   DFND 1.3 0 4,925 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,573 3,727 SH   DFND 1 3,727 0 0
MICROSOFT CORP COM 594918104 515,686 3,269,840 SH   DFND 1.3 0 3,269,840 0
MICROSOFT CORP COM 594918104 221,927 1,407,174 SH   DFND 1 1,012,993 750 393,431
MICROSOFT CORP COM 594918104 29,232 185,354 SH   DFND 1,2,3 0 185,354 0
MICRON TECHNOLOGY INC COM 595112103 22,729 540,379 SH   DFND 1.3 0 540,379 0
MIDDLEBY CORP COM 596278101 10 177 SH   DFND 1.3 0 177 0
MIDDLEBY CORP COM 596278101 362 6,385 SH   DFND 1 6,385 0 0
MILLER HERMAN INC COM 600544100 95 4,300 SH   DFND 1.3 0 4,300 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,315 304,600 SH   DFND 1.3 0 304,600 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,572 470,000 SH   DFND 2 0 0 470,000
MONDELEZ INTL INC CL A 609207105 34,447 687,836 SH   DFND 1.3 0 687,836 0
MONDELEZ INTL INC CL A 609207105 14,588 291,295 SH   DFND 1 249,179 0 42,116
MOODYS CORP COM 615369105 128,003 605,223 SH   DFND 1.3 0 605,223 0
MOODYS CORP COM 615369105 52,674 249,051 SH   DFND 1 108,430 0 140,621
MORGAN STANLEY COM NEW 617446448 1,516 44,586 SH   DFND 1.3 0 44,586 0
MORGAN STANLEY COM NEW 617446448 6,899 202,918 SH   DFND 1 202,918 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,187 23,974 SH   DFND 1 14,060 0 9,914
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,146 16,133 SH   DFND 1.3 0 16,133 0
NASDAQ INC COM 631103108 85,635 901,896 SH   DFND 1.3 0 901,896 0
NASDAQ INC COM 631103108 40,525 426,810 SH   DFND 1 155,494 0 271,316
NATIONAL BEVERAGE CORP COM 635017106 307 7,200 SH   DFND 1.3 0 7,200 0
NATIONAL INSTRS CORP COM 636518102 8,964 270,986 SH   DFND 1.3 0 270,986 0
NATIONAL OILWELL VARCO INC COM 637071101 45 4,620 SH   DFND 1.3 0 4,620 0
NATIONAL OILWELL VARCO INC COM 637071101 1,286 130,683 SH   DFND 1 130,683 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 9,479 320,234 SH   DFND 1.3 0 320,234 0
NEW JERSEY RES COM 646025106 1,175 34,565 SH   DFND 1.3 0 34,565 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 11,688 107,985 SH   DFND 1.3 0 107,985 0
NEWMARKET CORP COM 651587107 28 72 SH   DFND 1.3 0 72 0
NEWMONT CORP COM 651639106 609 13,441 SH   DFND 1.3 0 13,441 0
NEWMONT CORP COM 651639106 8,509 187,929 SH   DFND 1 187,929 0 0
NIKE INC CL B 654106103 3,140 37,969 SH   DFND 1.3 0 37,969 0
NIKE INC CL B 654106103 13,489 163,032 SH   DFND 1 161,047 0 1,985
NORDSON CORP COM 655663102 46,960 347,673 SH   DFND 1.3 0 347,673 0
NORDSON CORP COM 655663102 7,803 57,766 SH   DFND 1 53,127 0 4,639
NORFOLK SOUTHERN CORP COM 655844108 13,737 94,084 SH   DFND 1.3 0 94,084 0
NORFOLK SOUTHERN CORP COM 655844108 6,311 43,226 SH   DFND 1 41,193 0 2,033
NORTHERN TR CORP COM 665859104 4,454 59,022 SH   DFND 1.3 0 59,022 0
NORTHERN TR CORP COM 665859104 3,630 48,100 SH   DFND 1,2,3 0 48,100 0
NORTHERN TR CORP COM 665859104 2,568 34,041 SH   DFND 1 34,041 0 0
NORTHWESTERN CORP COM NEW 668074305 1,129 18,866 SH   DFND 1.3 0 18,866 0
NORTONLIFELOCK INC COM 668771108 25 1,318 SH   DFND 1.3 0 1,318 0
NORTONLIFELOCK INC COM 668771108 1,176 62,868 SH   DFND 1 62,868 0 0
NUCOR CORP COM 670346105 173 4,804 SH   DFND 1.3 0 4,804 0
OGE ENERGY CORP COM 670837103 159 5,189 SH   DFND 1.3 0 5,189 0
OKTA INC CL A 679295105 155 1,272 SH   DFND 1.3 0 1,272 0
OKTA INC CL A 679295105 6,181 50,552 SH   DFND 1 50,552 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 53 407 SH   DFND 1.3 0 407 0
OLD REP INTL CORP COM 680223104 67 4,400 SH   DFND 1.3 0 4,400 0
OMNICOM GROUP INC COM 681919106 49 890 SH   DFND 1.3 0 890 0
OMNICOM GROUP INC COM 681919106 2,093 38,130 SH   DFND 1 38,130 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,580 134,868 SH   DFND 1.3 0 134,868 0
ONEOK INC NEW COM 682680103 6,255 286,825 SH   DFND 1.3 0 286,825 0
ONEOK INC NEW COM 682680103 2,839 130,158 SH   DFND 1 125,864 0 4,294
OWENS CORNING NEW COM 690742101 13 323 SH   DFND 1.3 0 323 0
OWENS CORNING NEW COM 690742101 612 15,770 SH   DFND 1 15,770 0 0
PNC FINL SVCS GROUP INC COM 693475105 19,877 207,643 SH   DFND 1.3 0 207,643 0
PNC FINL SVCS GROUP INC COM 693475105 6,751 70,530 SH   DFND 1 69,001 0 1,529
PNC FINL SVCS GROUP INC COM 693475105 5,181 54,131 SH   DFND 1,2,3 0 54,131 0
PPG INDS INC COM 693506107 112 1,341 SH   DFND 1.3 0 1,341 0
PPG INDS INC COM 693506107 4,712 56,363 SH   DFND 1 56,363 0 0
PVH CORPORATION COM 693656100 7 184 SH   DFND 1.3 0 184 0
PVH CORPORATION COM 693656100 387 10,272 SH   DFND 1 10,272 0 0
PACCAR INC COM 693718108 13,881 227,066 SH   DFND 1.3 0 227,066 0
PACCAR INC COM 693718108 4,422 72,355 SH   DFND 1 69,879 0 2,476
PACKAGING CORP AMER COM 695156109 7,107 81,838 SH   DFND 1.3 0 81,838 0
PACKAGING CORP AMER COM 695156109 30 350 SH   DFND 1 0 350 0
PACWEST BANCORP DEL COM 695263103 1,140 63,600 SH   DFND 1.3 0 63,600 0
PALO ALTO NETWORKS INC COM 697435105 20 121 SH   DFND 1.3 0 121 0
PALO ALTO NETWORKS INC COM 697435105 1,648 10,053 SH   DFND 1 10,053 0 0
PARKER HANNIFIN CORP COM 701094104 5,414 41,728 SH   DFND 1.3 0 41,728 0
PARKER HANNIFIN CORP COM 701094104 7,761 59,823 SH   DFND 1 56,819 0 3,004
PAYCHEX INC COM 704326107 9,988 158,736 SH   DFND 1.3 0 158,736 0
PAYCHEX INC COM 704326107 491 7,815 SH   DFND 1 4,042 0 3,773
PEPSICO INC COM 713448108 31,062 258,641 SH   DFND 1.3 0 258,641 0
PEPSICO INC COM 713448108 22,817 189,988 SH   DFND 1 187,007 400 2,581
PERKINELMER INC COM 714046109 20 268 SH   DFND 1.3 0 268 0
PERKINELMER INC COM 714046109 1,313 17,446 SH   DFND 1 17,446 0 0
PFIZER INC COM 717081103 20,711 634,515 SH   DFND 1.3 0 634,515 0
PFIZER INC COM 717081103 21,353 654,204 SH   DFND 1 651,701 2,000 503
PFIZER INC COM 717081103 15,051 461,133 SH   DFND 1,2,3 0 461,133 0
PHILLIPS 66 COM 718546104 7,861 146,542 SH   DFND 1.3 0 146,542 0
PHILLIPS 66 COM 718546104 6,873 128,071 SH   DFND 1 119,697 700 7,674
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 341 9,378 SH   DFND 1.3 0 9,378 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 247 13,995 SH   DFND 1.3 0 13,995 0
PINNACLE WEST CAP CORP COM 723484101 3,629 47,876 SH   DFND 1.3 0 47,876 0
PINNACLE WEST CAP CORP COM 723484101 3,794 50,060 SH   DFND 1,2,3 0 50,060 0
PIONEER NAT RES CO COM 723787107 2,170 30,926 SH   DFND 1.3 0 30,926 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 200 37,726 SH   DFND 1.3 0 37,726 0
POLARIS INC COM 731068102 232 4,818 SH   DFND 1.3 0 4,818 0
POLARIS INC COM 731068102 359 7,477 SH   DFND 1 6,875 0 602
POPULAR INC COM NEW 733174700 1,462 41,769 SH   DFND 1.3 0 41,769 0
PROCTER & GAMBLE CO COM 742718109 70,804 643,673 SH   DFND 1.3 0 643,673 0
PROCTER & GAMBLE CO COM 742718109 11,748 106,801 SH   DFND 1,2,3 0 106,801 0
PROCTER & GAMBLE CO COM 742718109 32,013 291,021 SH   DFND 1 288,524 400 2,097
PROGRESSIVE CORP OHIO COM 743315103 8,388 113,614 SH   DFND 1.3 0 113,614 0
PROGRESSIVE CORP OHIO COM 743315103 6,191 83,843 SH   DFND 1 69,094 0 14,749
PROOFPOINT INC COM 743424103 328 3,200 SH   DFND 1.3 0 3,200 0
PRUDENTIAL FINL INC COM 744320102 2,465 47,281 SH   DFND 1.3 0 47,281 0
PRUDENTIAL FINL INC COM 744320102 3,551 68,102 SH   DFND 1 68,102 0 0
PULTE GROUP INC COM 745867101 3,575 160,173 SH   DFND 1.3 0 160,173 0
PULTE GROUP INC COM 745867101 605 27,088 SH   DFND 1 24,356 0 2,732
QUALCOMM INC COM 747525103 9,615 142,130 SH   DFND 1.3 0 142,130 0
QUALCOMM INC COM 747525103 3,358 49,640 SH   DFND 1,2,3 0 49,640 0
RLI CORP COM 749607107 1,273 14,480 SH   DFND 1.3 0 14,480 0
RPM INTL INC COM 749685103 809 13,599 SH   DFND 1.3 0 13,599 0
RPM INTL INC COM 749685103 1,766 29,680 SH   DFND 1 29,680 0 0
RALPH LAUREN CORP CL A 751212101 258 3,867 SH   DFND 1.3 0 3,867 0
RALPH LAUREN CORP CL A 751212101 333 4,978 SH   DFND 1 4,496 0 482
RAYMOND JAMES FINANCIAL INC COM 754730109 146 2,306 SH   DFND 1.3 0 2,306 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,109 17,558 SH   DFND 1 17,558 0 0
REALTY INCOME CORP COM 756109104 28,637 574,368 SH   DFND 1.3 0 574,368 0
REALTY INCOME CORP COM 756109104 2,495 50,054 SH   DFND 1 47,644 0 2,410
REGAL BELOIT CORP COM 758750103 5,133 81,531 SH   DFND 1.3 0 81,531 0
REGENCY CTRS CORP COM 758849103 10 264 SH   DFND 1.3 0 264 0
REGENCY CTRS CORP COM 758849103 813 21,175 SH   DFND 1 21,175 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 1,884 22,397 SH   DFND 1.3 0 22,397 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 5,151 58,819 SH   DFND 1.3 0 58,819 0
REPUBLIC SVCS INC COM 760759100 3,053 40,674 SH   DFND 1.3 0 40,674 0
REPUBLIC SVCS INC COM 760759100 3,759 50,087 SH   DFND 1 50,087 0 0
RESMED INC COM 761152107 95 642 SH   DFND 1.3 0 642 0
RESMED INC COM 761152107 4,006 27,204 SH   DFND 1 27,204 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 1,158 33,867 SH   DFND 1.3 0 33,867 0
ROBERT HALF INTL INC COM 770323103 1,628 43,128 SH   DFND 1.3 0 43,128 0
ROBERT HALF INTL INC COM 770323103 528 13,964 SH   DFND 1 13,964 0 0
ROCKWELL AUTOMATION INC COM 773903109 366 2,424 SH   DFND 1.3 0 2,424 0
ROCKWELL AUTOMATION INC COM 773903109 4,925 32,634 SH   DFND 1 32,634 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 89 2,145 SH   DFND 1.3 0 2,145 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,215 77,425 SH   DFND 1 77,425 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,035 22,561 SH   DFND 1.3 0 22,561 0
ROPER TECHNOLOGIES INC COM 776696106 8,542 27,394 SH   DFND 1 23,361 0 4,033
ROSS STORES INC COM 778296103 22,379 257,329 SH   DFND 1.3 0 257,329 0
ROSS STORES INC COM 778296103 4,943 56,845 SH   DFND 1 38,089 0 18,756
ROYAL BK CDA COM 780087102 669 10,856 SH   DFND 1.3 0 10,856 0
ROYAL BK CDA COM 780087102 13,486 219,106 SH   DFND 1 214,506 0 4,600
SEI INVESTMENTS CO COM 784117103 15 323 SH   DFND 1.3 0 323 0
SEI INVESTMENTS CO COM 784117103 1,118 24,132 SH   DFND 1 24,132 0 0
HENRY SCHEIN INC COM 806407102 17 345 SH   DFND 1.3 0 345 0
HENRY SCHEIN INC COM 806407102 920 18,204 SH   DFND 1 18,204 0 0
SCHLUMBERGER LTD COM 806857108 6,700 496,630 SH   DFND 1.3 0 496,630 0
SCHLUMBERGER LTD COM 806857108 6,881 510,026 SH   DFND 1 510,026 0 0
SCHLUMBERGER LTD COM 806857108 3,322 246,259 SH   DFND 1,2,3 0 246,259 0
SCHWAB CHARLES CORP COM 808513105 826 24,564 SH   DFND 1.3 0 24,564 0
SCHWAB CHARLES CORP COM 808513105 5,395 160,474 SH   DFND 1 160,474 0 0
SEMPRA ENERGY COM 816851109 643 5,687 SH   DFND 1.3 0 5,687 0
SEMPRA ENERGY COM 816851109 13,988 123,802 SH   DFND 1 123,498 0 304
SERVICE CORP INTL COM 817565104 6,440 164,659 SH   DFND 1.3 0 164,659 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,453 145,601 SH   DFND 1.3 0 145,601 0
SHERWIN WILLIAMS CO COM 824348106 760 1,653 SH   DFND 1.3 0 1,653 0
SHERWIN WILLIAMS CO COM 824348106 6,749 14,687 SH   DFND 1 14,687 0 0
SIMON PPTY GROUP INC NEW COM 828806109 33 603 SH   DFND 1.3 0 603 0
SIMON PPTY GROUP INC NEW COM 828806109 2,585 47,113 SH   DFND 1 47,113 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 414 25,727 SH   DFND 1.3 0 25,727 0
SMITH A O CORP COM 831865209 1,141 30,179 SH   DFND 1.3 0 30,179 0
SMITH A O CORP COM 831865209 536 14,191 SH   DFND 1 14,191 0 0
SMUCKER J M CO COM NEW 832696405 43 384 SH   DFND 1.3 0 384 0
SMUCKER J M CO COM NEW 832696405 2,187 19,700 SH   DFND 1 19,700 0 0
SNAP ON INC COM 833034101 196 1,805 SH   DFND 1.3 0 1,805 0
SNAP ON INC COM 833034101 766 7,036 SH   DFND 1 6,906 0 130
SONOCO PRODS CO COM 835495102 671 14,483 SH   DFND 1.3 0 14,483 0
SOUTHERN CO COM 842587107 8,207 151,588 SH   DFND 1.3 0 151,588 0
SOUTHWEST AIRLS CO COM 844741108 2,876 80,760 SH   DFND 1.3 0 80,760 0
SOUTHWEST AIRLS CO COM 844741108 1,370 38,452 SH   DFND 1 36,598 0 1,854
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 95 3,961 SH   DFND 1.3 0 3,961 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,487 187,528 SH   DFND 1 187,528 0 0
SPLUNK INC COM 848637104 62 493 SH   DFND 1.3 0 493 0
SPLUNK INC COM 848637104 2,675 21,193 SH   DFND 1 21,193 0 0
SQUARE INC CL A 852234103 59 1,116 SH   DFND 1.3 0 1,116 0
SQUARE INC CL A 852234103 2,537 48,447 SH   DFND 1 48,447 0 0
STANLEY BLACK & DECKER INC COM 854502101 90 900 SH   DFND 1.3 0 900 0
STANLEY BLACK & DECKER INC COM 854502101 3,785 37,841 SH   DFND 1 37,841 0 0
STARBUCKS CORP COM 855244109 820 12,471 SH   DFND 1.3 0 12,471 0
STARBUCKS CORP COM 855244109 10,621 161,568 SH   DFND 1 161,318 250 0
STATE STR CORP COM 857477103 70 1,323 SH   DFND 1.3 0 1,323 0
STATE STR CORP COM 857477103 2,950 55,390 SH   DFND 1 55,390 0 0
STEEL DYNAMICS INC COM 858119100 2,199 97,573 SH   DFND 1.3 0 97,573 0
STEEL DYNAMICS INC COM 858119100 1,492 66,198 SH   DFND 1 66,198 0 0
STIFEL FINL CORP COM 860630102 962 23,300 SH   DFND 1.3 0 23,300 0
SUMMIT HOTEL PPTYS INC COM 866082100 4,921 1,166,108 SH   DFND 1.3 0 1,166,108 0
SUN LIFE FINL INC COM 866796105 98 3,069 SH   DFND 1.3 0 3,069 0
SUN LIFE FINL INC COM 866796105 1,967 61,320 SH   DFND 1 61,320 0 0
SYNOPSYS INC COM 871607107 1,050 8,152 SH   DFND 1.3 0 8,152 0
SYNOPSYS INC COM 871607107 3,207 24,903 SH   DFND 1 24,903 0 0
SYSCO CORP COM 871829107 2,148 47,061 SH   DFND 1.3 0 47,061 0
SYSCO CORP COM 871829107 3,366 73,756 SH   DFND 1 73,756 0 0
TJX COS INC NEW COM 872540109 1,441 30,139 SH   DFND 1.3 0 30,139 0
TJX COS INC NEW COM 872540109 7,133 149,190 SH   DFND 1 147,340 0 1,850
T MOBILE US INC COM 872590104 290 3,449 SH   DFND 1.3 0 3,449 0
T MOBILE US INC COM 872590104 4,587 54,666 SH   DFND 1 54,666 0 0
TABULA RASA HEALTHCARE INC COM 873379101 26,596 508,649 SH   DFND 1.3 0 508,649 0
TABULA RASA HEALTHCARE INC COM 873379101 2,300 43,985 SH   DFND 1 40,485 0 3,500
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11,540 97,299 SH   DFND 1.3 0 97,299 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,095 42,955 SH   DFND 1 42,105 0 850
TAL EDUCATION GROUP SPONSORED ADS 874080104 4,580 86,000 SH   DFND 1.3 0 86,000 0
TAPESTRY INC COM 876030107 10 805 SH   DFND 1.3 0 805 0
TAPESTRY INC COM 876030107 398 30,724 SH   DFND 1 30,724 0 0
TAUBMAN CTRS INC COM 876664103 1,282 30,611 SH   DFND 1.3 0 30,611 0
TECK RESOURCES LTD CL B 878742204 717 94,706 SH   DFND 1.3 0 94,706 0
TECK RESOURCES LTD CL B 878742204 581 76,815 SH   DFND 1 76,815 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 115 12,500 SH   DFND 1,2,3 0 12,500 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,820 12,853 SH   DFND 1.3 0 12,853 0
TELEFLEX INCORPORATED COM 879369106 52 177 SH   DFND 1.3 0 177 0
TELEFLEX INCORPORATED COM 879369106 2,329 7,951 SH   DFND 1 7,951 0 0
TERADYNE INC COM 880770102 13 242 SH   DFND 1.3 0 242 0
TERADYNE INC COM 880770102 596 11,008 SH   DFND 1 11,008 0 0
TEXAS INSTRS INC COM 882508104 58,501 585,401 SH   DFND 1.3 0 585,401 0
TEXAS INSTRS INC COM 882508104 14,133 141,434 SH   DFND 1 132,363 0 9,071
THERMO FISHER SCIENTIFIC INC COM 883556102 207,610 732,050 SH   DFND 1.3 0 732,050 0
THERMO FISHER SCIENTIFIC INC COM 883556102 66,912 235,935 SH   DFND 1 123,177 0 112,758
THOMSON REUTERS CORP COM NEW 884903709 86 1,270 SH   DFND 1.3 0 1,270 0
THOMSON REUTERS CORP COM NEW 884903709 3,323 48,959 SH   DFND 1 48,959 0 0
TIFFANY & CO NEW COM 886547108 37 287 SH   DFND 1.3 0 287 0
TIFFANY & CO NEW COM 886547108 1,808 13,962 SH   DFND 1 13,962 0 0
TORO CO COM 891092108 11 173 SH   DFND 1.3 0 173 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,961 46,276 SH   DFND 1.3 0 46,276 0
TORONTO DOMINION BK ONT COM NEW 891160509 11,079 261,370 SH   DFND 1 244,916 0 16,454
TRACTOR SUPPLY CO COM 892356106 1,411 16,679 SH   DFND 1.3 0 16,679 0
TRACTOR SUPPLY CO COM 892356106 699 8,278 SH   DFND 1 7,778 500 0
TRIMBLE INC COM 896239100 2 69 SH   DFND 1.3 0 69 0
TRIMBLE INC COM 896239100 166 5,230 SH   DFND 1 5,230 0 0
TRIPADVISOR INC COM 896945201 82 4,755 SH   DFND 1.3 0 4,755 0
TRIPADVISOR INC COM 896945201 3,205 184,254 SH   DFND 1 184,254 0 0
TYSON FOODS INC CL A 902494103 11,687 201,956 SH   DFND 1.3 0 201,956 0
TYSON FOODS INC CL A 902494103 318 5,500 SH   DFND 1 0 0 5,500
UDR INC COM 902653104 1,740 47,600 SH   DFND 1.3 0 47,600 0
UGI CORP NEW COM 902681105 82 3,086 SH   DFND 1.3 0 3,086 0
UGI CORP NEW COM 902681105 3,816 143,069 SH   DFND 1 143,069 0 0
US BANCORP DEL COM NEW 902973304 10,109 293,446 SH   DFND 1.3 0 293,446 0
US BANCORP DEL COM NEW 902973304 9,486 275,353 SH   DFND 1 274,553 800 0
UNDER ARMOUR INC CL A 904311107 4 480 SH   DFND 1.3 0 480 0
UNDER ARMOUR INC CL C 904311206 7 858 SH   DFND 1.3 0 858 0
UNDER ARMOUR INC CL C 904311206 480 59,597 SH   DFND 1 59,597 0 0
UNION PAC CORP COM 907818108 7,925 56,195 SH   DFND 1.3 0 56,195 0
UNION PAC CORP COM 907818108 14,334 101,626 SH   DFND 1 98,026 0 3,600
UNITED AIRLS HLDGS INC COM 910047109 83 2,627 SH   DFND 1.3 0 2,627 0
UNITED PARCEL SERVICE INC CL B 911312106 8,398 89,886 SH   DFND 1.3 0 89,886 0
UNITED PARCEL SERVICE INC CL B 911312106 6,353 68,000 SH   DFND 1,2,3 0 68,000 0
UNITED PARCEL SERVICE INC CL B 911312106 8,894 95,199 SH   DFND 1 95,199 0 0
UNITED RENTALS INC COM 911363109 1,570 15,257 SH   DFND 1 10,612 500 4,145
UNITED RENTALS INC COM 911363109 800 7,764 SH   DFND 1.3 0 7,764 0
VEEVA SYS INC CL A COM 922475108 56,011 358,187 SH   DFND 1.3 0 358,187 0
VEEVA SYS INC CL A COM 922475108 13,184 84,311 SH   DFND 1 41,611 0 42,700
VICI PPTYS INC COM 925652109 72 4,300 SH   DFND 1.3 0 4,300 0
VIRTU FINL INC CL A 928254101 1,070 51,400 SH   DFND 1.3 0 51,400 0
VMWARE INC CL A COM 928563402 5,312 43,872 SH   DFND 1.3 0 43,872 0
VMWARE INC CL A COM 928563402 1,220 10,078 SH   DFND 1 10,078 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,313 36,271 SH   DFND 1.3 0 36,271 0
VORNADO RLTY TR SH BEN INT 929042109 1,006 27,766 SH   DFND 1 27,766 0 0
VOYA FINANCIAL INC COM 929089100 351 8,695 SH   DFND 1.3 0 8,695 0
VOYA FINANCIAL INC COM 929089100 1,100 27,147 SH   DFND 1 26,788 0 359
VULCAN MATLS CO COM 929160109 3,256 30,125 SH   DFND 1.3 0 30,125 0
WABTEC COM 929740108 33 684 SH   DFND 1.3 0 684 0
WABTEC COM 929740108 1,379 28,652 SH   DFND 1 28,652 0 0
WALMART INC COM 931142103 24,291 213,804 SH   DFND 1.3 0 213,804 0
WALMART INC COM 931142103 15,744 138,567 SH   DFND 1,2,3 0 138,567 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 112 2,450 SH   DFND 1.3 0 2,450 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,188 113,397 SH   DFND 1 113,397 0 0
WATERS CORP COM 941848103 29 157 SH   DFND 1.3 0 157 0
WATERS CORP COM 941848103 1,549 8,510 SH   DFND 1 8,510 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,854 21,900 SH   DFND 1.3 0 21,900 0
WEIBO CORP SPONSORED ADR 948596101 307 9,300 SH   DFND 1.3 0 9,300 0
WELLS FARGO CO NEW COM 949746101 5,794 201,858 SH   DFND 1.3 0 201,858 0
WELLS FARGO CO NEW COM 949746101 3,826 133,301 SH   DFND 1,2,3 0 133,301 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5,557 36,500 SH   DFND 1.3 0 36,500 0
WESTERN ALLIANCE BANCORP COM 957638109 30 1,000 SH   DFND 1.3 0 1,000 0
WESTERN DIGITAL CORP. COM 958102105 39 949 SH   DFND 1.3 0 949 0
WESTERN DIGITAL CORP. COM 958102105 1,942 46,652 SH   DFND 1 46,652 0 0
WEYERHAEUSER CO COM 962166104 5,213 307,491 SH   DFND 1.3 0 307,491 0
WEYERHAEUSER CO COM 962166104 2,696 159,028 SH   DFND 1 156,364 0 2,664
WEYERHAEUSER CO COM 962166104 4,627 273,020 SH   DFND 1,2,3 0 273,020 0
WHEATON PRECIOUS METALS CORP COM 962879102 3,311 120,270 SH   DFND 1 120,270 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 78 2,830 SH   DFND 1.3 0 2,830 0
WHIRLPOOL CORP COM 963320106 16 194 SH   DFND 1.3 0 194 0
WHIRLPOOL CORP COM 963320106 523 6,095 SH   DFND 1 6,095 0 0
WILLIAMS COS INC COM 969457100 1,803 127,410 SH   DFND 1.3 0 127,410 0
WILLIAMS COS INC COM 969457100 5,987 423,139 SH   DFND 1 423,139 0 0
XPO LOGISTICS INC COM 983793100 19 394 SH   DFND 1.3 0 394 0
XPO LOGISTICS INC COM 983793100 596 12,217 SH   DFND 1 12,217 0 0
XILINX INC COM 983919101 59 753 SH   DFND 1.3 0 753 0
XILINX INC COM 983919101 2,885 37,019 SH   DFND 1 37,019 0 0
YELP INC CL A 985817105 2,414 133,890 SH   DFND 1.3 0 133,890 0
YUM BRANDS INC COM 988498101 734 10,721 SH   DFND 1.3 0 10,721 0
YUM BRANDS INC COM 988498101 3,277 47,834 SH   DFND 1 47,834 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,274 6,943 SH   DFND 1.3 0 6,943 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 834 4,542 SH   DFND 1 4,542 0 0
ZIONS BANCORPORATION N A COM 989701107 398 14,891 SH   DFND 1.3 0 14,891 0
KIRKLAND LAKE GOLD LTD COM 49741E100 1,107 37,400 SH   DFND 1.3 0 37,400 0
EQUITABLE HLDGS INC COM 29452E101 676 46,718 SH   DFND 1.3 0 46,718 0
EQUITABLE HLDGS INC COM 29452E101 1,161 80,320 SH   DFND 1 80,320 0 0
GLOBE LIFE INC COM 37959E102 5,207 72,368 SH   DFND 1.3 0 72,368 0
GLOBE LIFE INC COM 37959E102 898 12,477 SH   DFND 1 12,077 400 0
VERISIGN INC COM 92343E102 15,501 86,075 SH   DFND 1.3 0 86,075 0
VERISIGN INC COM 92343E102 12,079 67,075 SH   DFND 1 64,299 0 2,776
CNO FINL GROUP INC COM 12621E103 102 8,200 SH   DFND 1.3 0 8,200 0
AMERISOURCEBERGEN CORP COM 03073E105 14 162 SH   DFND 1.3 0 162 0
AMERISOURCEBERGEN CORP COM 03073E105 985 11,125 SH   DFND 1 10,825 300 0
TARGET CORP COM 87612E106 7,053 75,870 SH   DFND 1.3 0 75,870 0
TARGET CORP COM 87612E106 5,450 58,623 SH   DFND 1 57,211 0 1,412
EDWARDS LIFESCIENCES CORP COM 28176E108 30,046 159,288 SH   DFND 1.3 0 159,288 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,190 32,810 SH   DFND 1 29,785 0 3,025
FORTINET INC COM 34959E109 13,631 134,717 SH   DFND 1.3 0 134,717 0
FORTINET INC COM 34959E109 2,062 20,377 SH   DFND 1 20,377 0 0
TRAVELERS COMPANIES INC COM 89417E109 89 901 SH   DFND 1.3 0 901 0
TRAVELERS COMPANIES INC COM 89417E109 3,822 38,467 SH   DFND 1 38,467 0 0
AGNC INVT CORP COM 00123Q104 1,294 122,247 SH   DFND 1.3 0 122,247 0
AGNC INVT CORP COM 00123Q104 727 68,711 SH   DFND 1 68,711 0 0
AES CORP COM 00130H105 7,056 518,818 SH   DFND 1.3 0 518,818 0
AT&T INC COM 00206R102 18,602 638,105 SH   DFND 1.3 0 638,105 0
AT&T INC COM 00206R102 25,912 888,965 SH   DFND 1 875,538 0 13,427
ABBVIE INC COM 00287Y109 13,511 177,348 SH   DFND 1.3 0 177,348 0
ABBVIE INC COM 00287Y109 14,828 194,619 SH   DFND 1 166,115 0 28,504
ACTIVISION BLIZZARD INC COM 00507V109 4,414 74,204 SH   DFND 1.3 0 74,204 0
ACTIVISION BLIZZARD INC COM 00507V109 9,530 160,216 SH   DFND 1 152,516 0 7,700
ACUITY BRANDS INC COM 00508Y102 12 146 SH   DFND 1.3 0 146 0
ACUITY BRANDS INC COM 00508Y102 548 6,392 SH   DFND 1 6,392 0 0
ADOBE INC COM 00724F101 211,744 665,369 SH   DFND 1.3 0 665,369 0
ADOBE INC COM 00724F101 77,097 242,260 SH   DFND 1 128,659 100 113,501
ADVANCE AUTO PARTS INC COM 00751Y106 6 61 SH   DFND 1.3 0 61 0
ADVANCE AUTO PARTS INC COM 00751Y106 427 4,569 SH   DFND 1 4,569 0 0
AECOM COM 00766T100 9 300 SH   DFND 1.3 0 300 0
AGILENT TECHNOLOGIES INC COM 00846U101 87 1,210 SH   DFND 1.3 0 1,210 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,060 56,685 SH   DFND 1 56,685 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,274 35,771 SH   DFND 1.3 0 35,771 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,629 94,317 SH   DFND 1 94,317 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 58,518 52,180,000 SH   DFND 1.3 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,002 4,460,000 SH   DFND 1 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 78,248 402,347 SH   DFND 1.3 0 402,347 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,004 66,868 SH   DFND 1,2,3 0 66,868 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,333 132,849 SH   DFND 1.3 0 132,849 0
ALLY FINL INC COM 02005N100 824 57,157 SH   DFND 1.3 0 57,157 0
ALLY FINL INC COM 02005N100 985 68,262 SH   DFND 1 63,187 0 5,075
ALPHABET INC CAP STK CL C 02079K107 9,961 8,566 SH   DFND 1 3,482 0 5,084
ALPHABET INC CAP STK CL C 02079K107 65,079 55,966 SH   DFND 1.3 0 55,966 0
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ALPHABET INC CAP STK CL A 02079K305 71,501 61,535 SH   DFND 1 23,037 0 38,498
ALTICE USA INC CL A 02156K103 6,198 278,042 SH   DFND 1.3 0 278,042 0
ALTICE USA INC CL A 02156K103 890 39,916 SH   DFND 1 0 0 39,916
AMERICAN TOWER CORP NEW COM 03027X100 13,331 61,220 SH   DFND 1.3 0 61,220 0
AMERICAN TOWER CORP NEW COM 03027X100 15,193 69,776 SH   DFND 1 59,713 0 10,063
AMERIPRISE FINL INC COM 03076C106 6,966 67,974 SH   DFND 1.3 0 67,974 0
AMERIPRISE FINL INC COM 03076C106 2,311 22,549 SH   DFND 1 22,549 0 0
ANSYS INC COM 03662Q105 21,059 90,591 SH   DFND 1.3 0 90,591 0
ANSYS INC COM 03662Q105 2,941 12,653 SH   DFND 1 12,653 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,036 29,465 SH   DFND 1.3 0 29,465 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 2,638 2,964,000 SH   DFND 1 0 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 27,905 31,350,000 SH   DFND 1.3 0 0 0
ASSURANT INC COM 04621X108 6 66 SH   DFND 1.3 0 66 0
ASSURANT INC COM 04621X108 331 3,170 SH   DFND 1 3,170 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 838 11,800 SH   DFND 1.3 0 11,800 0
BCE INC COM NEW 05534B760 172 4,195 SH   DFND 1.3 0 4,195 0
BCE INC COM NEW 05534B760 6,376 156,044 SH   DFND 1 156,044 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,183 46,456 SH   DFND 1.3 0 46,456 0
BAKER HUGHES COMPANY CL A 05722G100 377 35,879 SH   DFND 1.3 0 35,879 0
BAKER HUGHES COMPANY CL A 05722G100 2,403 228,828 SH   DFND 1 225,098 0 3,730
BANCO MACRO SA SPON ADR B 05961W105 148 8,700 SH   DFND 1.3 0 8,700 0
BANKUNITED INC COM 06652K103 539 28,800 SH   DFND 1.3 0 28,800 0
BAOZUN INC SPONSORED ADR 06684L103 343 12,300 SH   DFND 1.3 0 12,300 0
BEIGENE LTD SPONSORED ADR 07725L102 12 100 SH   DFND 1.3 0 100 0
BEIGENE LTD SPONSORED ADR 07725L102 849 6,900 SH   DFND 1 6,900 0 0
BERRY GLOBAL GROUP INC COM 08579W103 334 9,898 SH   DFND 1 0 0 9,898
BERRY GLOBAL GROUP INC COM 08579W103 770 22,826 SH   DFND 1.3 0 22,826 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 51 597 SH   DFND 1.3 0 597 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,303 27,250 SH   DFND 1 27,250 0 0
BIOGEN INC COM 09062X103 5,044 15,946 SH   DFND 1.3 0 15,946 0
BIOGEN INC COM 09062X103 6,906 21,830 SH   DFND 1 21,830 0 0
BLACKBERRY LTD COM 09228F103 1 288 SH   DFND 1.3 0 288 0
BLACKBERRY LTD COM 09228F103 160 38,721 SH   DFND 1 38,721 0 0
BLACKROCK INC COM 09247X101 4,120 9,364 SH   DFND 1.3 0 9,364 0
BLACKSTONE MTG TR INC COM CL A 09257W100 39 2,100 SH   DFND 1.3 0 2,100 0
BOOKING HLDGS INC COM 09857L108 145,093 107,850 SH   DFND 1.3 0 107,850 4,209
BOOKING HLDGS INC COM 09857L108 65,505 48,690 SH   DFND 1 18,431 0 30,259
BRIXMOR PPTY GROUP INC COM 11120U105 2,821 297,022 SH   DFND 1.3 0 297,022 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,475 36,643 SH   DFND 1.3 0 36,643 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 305 3,228 SH   DFND 1 3,228 0 0
BROADCOM INC COM 11135F101 9,712 40,963 SH   DFND 1.3 0 40,963 0
BROADCOM INC COM 11135F101 11,804 49,787 SH   DFND 1 49,787 0 0
BROOKFIELD PPTY REIT INC CL A 11282X103 2,692 316,989 SH   DFND 1.3 0 316,989 0
BUILDERS FIRSTSOURCE INC COM 12008R107 82 6,700 SH   DFND 1.3 0 6,700 0
CBOE GLOBAL MARKETS INC COM 12503M108 27 305 SH   DFND 1.3 0 305 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,138 12,759 SH   DFND 1 12,759 0 0
CBRE GROUP INC CL A 12504L109 5,354 141,989 SH   DFND 1.3 0 141,989 0
CBRE GROUP INC CL A 12504L109 2,993 79,361 SH   DFND 1 79,361 0 0
CDW CORP COM 12514G108 16,066 172,247 SH   DFND 1.3 0 172,247 0
CDW CORP COM 12514G108 837 8,973 SH   DFND 1 0 0 8,973
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 12 187 SH   DFND 1.3 0 187 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 922 13,929 SH   DFND 1 13,929 0 0
CME GROUP INC COM 12572Q105 1,325 7,665 SH   DFND 1.3 0 7,665 0
CME GROUP INC COM 12572Q105 7,603 43,970 SH   DFND 1 43,970 0 0
CVR ENERGY INC COM 12662P108 962 58,136 SH   DFND 1.3 0 58,136 0
CABLE ONE INC COM 12685J105 124 75 SH   DFND 1.3 0 75 0
CANADIAN PAC RY LTD COM 13645T100 263 1,198 SH   DFND 1.3 0 1,198 0
CANADIAN PAC RY LTD COM 13645T100 4,641 21,134 SH   DFND 1 21,134 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,182 23,451 SH   DFND 1.3 0 23,451 0
CAPITAL ONE FINL CORP COM 14040H105 28 565 SH   DFND 1 0 565 0
CAPITOL FED FINL INC COM 14057J101 2,260 194,688 SH   DFND 1.3 0 194,688 0
CARDINAL HEALTH INC COM 14149Y108 37 775 SH   DFND 1.3 0 775 0
CARDINAL HEALTH INC COM 14149Y108 1,908 39,790 SH   DFND 1 39,790 0 0
CARETRUST REIT INC COM 14174T107 2,543 171,957 SH   DFND 1.3 0 171,957 0
CARRIER GLOBAL CORPORATION COM 14448C104 86 4,986 SH   DFND 1.3 0 4,986 0
CENTENE CORP DEL COM 15135B101 4,151 69,879 SH   DFND 1.3 0 69,879 0
CENTENE CORP DEL COM 15135B101 3,248 54,667 SH   DFND 1 54,667 0 0
CENTERPOINT ENERGY INC COM 15189T107 91 5,843 SH   DFND 1.3 0 5,843 0
CENTERPOINT ENERGY INC COM 15189T107 4,126 267,068 SH   DFND 1 265,768 1,300 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 313 717 SH   DFND 1.3 0 717 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,337 21,401 SH   DFND 1 21,401 0 0
CHEMED CORP NEW COM 16359R103 4,022 9,287 SH   DFND 1.3 0 9,287 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,212 44,895 SH   DFND 1.3 0 44,895 0
CHENIERE ENERGY INC COM NEW 16411R208 48 1,431 SH   DFND 1.3 0 1,431 0
CHENIERE ENERGY INC COM NEW 16411R208 3,709 110,750 SH   DFND 1 110,750 0 0
CISCO SYS INC COM 17275R102 61,295 1,559,264 SH   DFND 1.3 0 1,559,264 0
CISCO SYS INC COM 17275R102 19,774 503,034 SH   DFND 1 481,709 1,500 19,825
CISCO SYS INC COM 17275R102 14,504 368,975 SH   DFND 1,2,3 0 368,975 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 11 129 SH   DFND 1.3 0 129 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 24,704 23,100,000 SH   DFND 1.3 0 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 2,406 2,250,000 SH   DFND 1 0 0 0
COMCAST CORP NEW CL A 20030N101 30,191 878,199 SH   DFND 1.3 0 878,199 0
COMCAST CORP NEW CL A 20030N101 20,577 598,510 SH   DFND 1 576,112 0 22,398
CONOCOPHILLIPS COM 20825C104 17,064 554,030 SH   DFND 1.3 0 554,030 0
CONOCOPHILLIPS COM 20825C104 8,123 263,712 SH   DFND 1,2,3 0 263,712 0
CONSTELLATION BRANDS INC CL A 21036P108 7,030 49,034 SH   DFND 1.3 0 49,034 0
CONSTELLATION BRANDS INC CL A 21036P108 4,983 34,758 SH   DFND 1 25,926 0 8,832
COREPOINT LODGING INC COM 21872L104 915 233,500 SH   DFND 1.3 0 233,500 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4,021 181,669 SH   DFND 1.3 0 181,669 0
COSTCO WHSL CORP NEW COM 22160K105 53,167 186,466 SH   DFND 1.3 0 186,466 0
COSTCO WHSL CORP NEW COM 22160K105 18,969 66,527 SH   DFND 1 61,486 0 5,041
COSTAR GROUP INC COM 22160N109 3,525 6,003 SH   DFND 1.3 0 6,003 0
COSTAR GROUP INC COM 22160N109 3,508 5,974 SH   DFND 1 5,974 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,280 1,388,000 SH   DFND 1.3 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 202 1,395 SH   DFND 1.3 0 1,395 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,609 59,624 SH   DFND 1 59,624 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 2,287 2,346,000 SH   DFND 1.3 0 0 0
D R HORTON INC COM 23331A109 4,403 129,483 SH   DFND 1.3 0 129,483 0
D R HORTON INC COM 23331A109 1,570 46,183 SH   DFND 1 46,183 0 0
DXC TECHNOLOGY CO COM 23355L106 5 390 SH   DFND 1.3 0 390 0
DXC TECHNOLOGY CO COM 23355L106 387 29,631 SH   DFND 1 29,631 0 0
DAVITA INC COM 23918K108 8 103 SH   DFND 1.3 0 103 0
DAVITA INC COM 23918K108 420 5,514 SH   DFND 1 5,514 0 0
DENTSPLY SIRONA INC COM 24906P109 40 1,034 SH   DFND 1.3 0 1,034 0
DENTSPLY SIRONA INC COM 24906P109 1,910 49,181 SH   DFND 1 49,181 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,615 378,500 SH   DFND 1.3 0 378,500 0
DISCOVERY INC COM SER C 25470F302 9 515 SH   DFND 1.3 0 515 0
DISCOVERY INC COM SER C 25470F302 674 38,409 SH   DFND 1 38,409 0 0
DISH NETWORK CORPORATION CL A 25470M109 2,562 128,136 SH   DFND 1.3 0 128,136 0
DISH NETWORK CORPORATION CL A 25470M109 724 36,194 SH   DFND 1 34,930 0 1,264
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 1,557 1,100,000 SH   DFND 1.3 0 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 1,328 24,500 SH   DFND 1.3 0 24,500 0
DOMINION ENERGY INC COM 25746U109 933 12,914 SH   DFND 1.3 0 12,914 0
DOMINOS PIZZA INC COM 25754A201 7,876 24,303 SH   DFND 1.3 0 24,303 0
DOMINOS PIZZA INC COM 25754A201 2,068 6,380 SH   DFND 1 5,462 0 918
DOUGLAS EMMETT INC COM 25960P109 15,205 498,345 SH   DFND 1.3 0 498,345 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,063 13,143 SH   DFND 1.3 0 13,143 0
EOG RES INC COM 26875P101 10,471 291,516 SH   DFND 1.3 0 291,516 0
EPR PPTYS COM SH BEN INT 26884U109 4,054 167,420 SH   DFND 1.3 0 167,420 0
EAGLE MATERIALS INC COM 26969P108 944 16,160 SH   DFND 1.3 0 16,160 0
EMCOR GROUP INC COM 29084Q100 823 13,427 SH   DFND 1.3 0 13,427 0
EPAM SYS INC COM 29414B104 9,555 51,468 SH   DFND 1.3 0 51,468 0
EPAM SYS INC COM 29414B104 1,795 9,666 SH   DFND 1 8,946 0 720
EPAM SYS INC COM 29414B104 3,574 19,250 SH   DFND 2 0 0 19,250
EQUINIX INC COM 29444U700 28,467 45,580 SH   DFND 1.3 0 45,580 0
EQUINIX INC COM 29444U700 9,101 14,573 SH   DFND 1 13,119 0 1,454
EQUITY LIFESTYLE PPTYS INC COM 29472R108 23,902 415,837 SH   DFND 1.3 0 415,837 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 302 4,900 SH   DFND 1.3 0 4,900 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,660 91,716 SH   DFND 1 91,716 0 0
ERIE INDTY CO CL A 29530P102 2,237 15,086 SH   DFND 1.3 0 15,086 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 930 1,008,000 SH   DFND 1.3 0 0 0
EVERSOURCE ENERGY COM 30040W108 15,411 197,064 SH   DFND 1.3 0 197,064 0
EVERSOURCE ENERGY COM 30040W108 18,885 241,467 SH   DFND 1 238,115 0 3,352
EVERSOURCE ENERGY COM 30040W108 4,069 52,016 SH   DFND 1,2,3 0 52,016 0
EXELON CORP COM 30161N101 9,231 250,777 SH   DFND 1.3 0 250,777 0
EXPEDIA GROUP INC COM NEW 30212P303 1,211 21,531 SH   DFND 1.3 0 21,531 0
EXPEDIA GROUP INC COM NEW 30212P303 1,154 20,513 SH   DFND 1 18,707 0 1,806
EXPONENT INC COM 30214U102 6 83 SH   DFND 1.3 0 83 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,042 279,344 SH   DFND 1.3 0 279,344 0
EXXON MOBIL CORP COM 30231G102 7,381 194,381 SH   DFND 1.3 0 194,381 0
EXXON MOBIL CORP COM 30231G102 30 800 SH   DFND 1 0 800 0
FACEBOOK INC CL A 30303M102 3,984 23,884 SH   DFND 1 0 0 23,884
FACEBOOK INC CL A 30303M102 31,418 188,358 SH   DFND 1.3 0 188,358 0
FEDEX CORP COM 31428X106 103 850 SH   DFND 1.3 0 850 0
FEDEX CORP COM 31428X106 4,734 39,045 SH   DFND 1 39,045 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 211 1,735 SH   DFND 1.3 0 1,735 0
FIDELITY NATL INFORMATION SV COM 31620M106 9,841 80,899 SH   DFND 1 80,899 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 718 28,891 SH   DFND 1.3 0 28,891 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 805 32,374 SH   DFND 1 32,374 0 0
58 COM INC SPON ADR REP A 31680Q104 969 19,900 SH   DFND 1.3 0 19,900 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 38 114 SH   DFND 1.3 0 114 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 41 494 SH   DFND 1.3 0 494 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,794 21,808 SH   DFND 1 21,808 0 0
FORTIVE CORP COM 34959J108 78 1,412 SH   DFND 1.3 0 1,412 0
FORTIVE CORP COM 34959J108 3,215 58,244 SH   DFND 1 58,244 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 2,405 2,600,000 SH   DFND 1.3 0 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 722 16,679 SH   DFND 1.3 0 16,679 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,266 52,406 SH   DFND 1 52,406 0 0
FOX CORP CL A COM 35137L105 615 26,016 SH   DFND 1.3 0 26,016 0
FOX CORP CL A COM 35137L105 18 730 SH   DFND 1 0 0 730
FOX CORP CL B COM 35137L204 86 3,760 SH   DFND 1.3 0 3,760 0
FOX CORP CL B COM 35137L204 3,597 157,223 SH   DFND 1 157,223 0 0
GCI LIBERTY INC COM CLASS A 36164V305 1,212 21,283 SH   DFND 1.3 0 21,283 0
GENERAL MTRS CO COM 37045V100 7,637 367,500 SH   DFND 1.3 0 367,500 0
GLOBAL PMTS INC COM 37940X102 17,084 118,443 SH   DFND 1.3 0 118,443 0
GLOBAL PMTS INC COM 37940X102 8,481 58,797 SH   DFND 1 48,811 0 9,986
GRACE W R & CO DEL NEW COM 38388F108 738 20,711 SH   DFND 1.3 0 20,711 0
HCA HEALTHCARE INC COM 40412C101 6,196 68,966 SH   DFND 1.3 0 68,966 0
HCA HEALTHCARE INC COM 40412C101 2,445 27,220 SH   DFND 1 27,220 0 0
HD SUPPLY HLDGS INC COM 40416M105 10 332 SH   DFND 1.3 0 332 0
HD SUPPLY HLDGS INC COM 40416M105 523 18,409 SH   DFND 1 18,409 0 0
HP INC COM 40434L105 169 9,732 SH   DFND 1.3 0 9,732 0
HP INC COM 40434L105 2,589 149,101 SH   DFND 1 144,550 3,500 1,051
HEALTHPEAK PROPERTIES INC COM 42250P103 7,531 315,730 SH   DFND 1.3 0 315,730 0
HEALTHPEAK PROPERTIES INC COM 42250P103 1,367 57,286 SH   DFND 1 56,258 0 1,028
HEWLETT PACKARD ENTERPRISE C COM 42824C109 14 1,404 SH   DFND 1.3 0 1,404 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,023 105,238 SH   DFND 1 105,238 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 487 7,133 SH   DFND 1.3 0 7,133 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,729 69,296 SH   DFND 1 56,301 0 12,995
HOST HOTELS & RESORTS INC COM 44107P104 1,142 103,406 SH   DFND 1.3 0 103,406 0
HOST HOTELS & RESORTS INC COM 44107P104 1,708 154,703 SH   DFND 1 154,703 0 0
HOWARD HUGHES CORP COM 44267D107 237 4,700 SH   DFND 1.3 0 4,700 0
IAC INTERACTIVECORP COM 44919P508 221 1,229 SH   DFND 1.3 0 1,229 0
IAC INTERACTIVECORP COM 44919P508 8,391 46,813 SH   DFND 1 46,813 0 0
IPG PHOTONICS CORP COM 44980X109 7,617 69,061 SH   DFND 1.3 0 69,061 0
IPG PHOTONICS CORP COM 44980X109 1,035 9,388 SH   DFND 1 9,388 0 0
IDEX CORP COM 45167R104 12,102 87,635 SH   DFND 1.3 0 87,635 0
IDEX CORP COM 45167R104 2,220 16,078 SH   DFND 1 14,986 0 1,092
IDEXX LABS INC COM 45168D104 8,463 34,931 SH   DFND 1.3 0 34,931 0
IDEXX LABS INC COM 45168D104 3,655 15,096 SH   DFND 1 13,322 0 1,774
ILLUMINA INC NOTE 8/1 452327AK5 46,926 48,400,000 SH   DFND 1.3 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 4,019 4,145,000 SH   DFND 1 0 0 0
INCYTE CORP COM 45337C102 7,742 105,711 SH   DFND 1.3 0 105,711 0
INCYTE CORP COM 45337C102 1,771 24,192 SH   DFND 1 22,099 0 2,093
INGERSOLL RAND INC COM 45687V106 1,413 56,994 SH   DFND 1.3 0 56,994 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,866 23,112 SH   DFND 1.3 0 23,112 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,535 80,931 SH   DFND 1 80,931 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 40,925 82,642 SH   DFND 1.3 0 82,642 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,582 19,350 SH   DFND 1 17,694 0 1,656
INVESTORS BANCORP INC NEW COM 46146L101 53 6,600 SH   DFND 1.3 0 6,600 0
INVITATION HOMES INC COM 46187W107 9,736 455,588 SH   DFND 1.3 0 455,588 0
IQVIA HLDGS INC COM 46266C105 57 527 SH   DFND 1.3 0 527 0
IQVIA HLDGS INC COM 46266C105 2,938 27,239 SH   DFND 1 27,239 0 0
IQIYI INC SPONSORED ADS 46267X108 518 29,100 SH   DFND 1.3 0 29,100 0
IRON MTN INC NEW COM 46284V101 6 259 SH   DFND 1.3 0 259 0
IRON MTN INC NEW COM 46284V101 385 16,137 SH   DFND 1 16,137 0 0
ISHARES INC CORE MSCI EMKT 46434G103 5,902 145,827 SH   DFND 1 0 0 145,827
JOYY INC ADS REPSTG COM A 46591M109 511 9,600 SH   DFND 1.3 0 9,600 0
JPMORGAN CHASE & CO COM 46625H100 40,665 451,691 SH   DFND 1.3 0 451,691 0
JPMORGAN CHASE & CO COM 46625H100 34,433 382,447 SH   DFND 1 374,960 600 6,887
JPMORGAN CHASE & CO COM 46625H100 5,426 60,269 SH   DFND 1,2,3 0 60,269 0
JD COM INC SPON ADR CL A 47215P106 16,559 408,868 SH   DFND 1.3 0 408,868 0
JD COM INC SPON ADR CL A 47215P106 3,758 92,784 SH   DFND 1,2,3 0 92,784 0
JONES LANG LASALLE INC COM 48020Q107 1,370 13,561 SH   DFND 1.3 0 13,561 0
JONES LANG LASALLE INC COM 48020Q107 1,086 10,746 SH   DFND 1 10,746 0 0
KADANT INC COM 48282T104 1,642 22,000 SH   DFND 1.3 0 22,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 879 10,500 SH   DFND 1.3 0 10,500 0
KIMCO RLTY CORP COM 49446R109 5 508 SH   DFND 1.3 0 508 0
KIMCO RLTY CORP COM 49446R109 286 29,628 SH   DFND 1 29,628 0 0
KINSALE CAP GROUP INC COM 49714P108 867 8,301 SH   DFND 1.3 0 8,301 0
KONTOOR BRANDS INC COM 50050N103 190 9,864 SH   DFND 1.3 0 9,864 0
LPL FINL HLDGS INC COM 50212V100 2,213 40,648 SH   DFND 1.3 0 40,648 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 656 5,196 SH   DFND 1.3 0 5,196 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,481 11,718 SH   DFND 1 11,718 0 0
LIFE STORAGE INC COM 53223X107 25,982 274,803 SH   DFND 1.3 0 274,803 0
M & T BK CORP COM 55261F104 2,947 28,490 SH   DFND 1.3 0 28,490 0
M & T BK CORP COM 55261F104 1,502 14,516 SH   DFND 1 14,316 200 0
MGE ENERGY INC COM 55277P104 118 1,800 SH   DFND 1.3 0 1,800 0
MSCI INC COM 55354G100 93 320 SH   DFND 1.3 0 320 0
MSCI INC COM 55354G100 3,637 12,584 SH   DFND 1 12,584 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 985 39,000 SH   DFND 1.3 0 39,000 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 5 32 SH   DFND 1.3 0 32 0
MANPOWERGROUP INC COM 56418H100 1,806 34,054 SH   DFND 1.3 0 34,054 0
MANPOWERGROUP INC COM 56418H100 463 8,731 SH   DFND 1 7,896 0 835
MANULIFE FINL CORP COM 56501R106 4,841 386,144 SH   DFND 1.3 0 386,144 0
MANULIFE FINL CORP COM 56501R106 3,392 270,488 SH   DFND 1 249,980 0 20,508
MARATHON PETE CORP COM 56585A102 993 42,022 SH   DFND 1.3 0 42,022 0
MARATHON PETE CORP COM 56585A102 2,648 112,067 SH   DFND 1 112,067 0 0
MASTERCARD INC CL A 57636Q104 123,948 513,117 SH   DFND 1.3 0 513,117 0
MASTERCARD INC CL A 57636Q104 37,761 156,322 SH   DFND 1 25,455 0 130,867
MATCH GROUP INC COM 57665R106 77,698 1,176,519 SH   DFND 1.3 0 1,176,519 0
MATCH GROUP INC COM 57665R106 36,040 545,714 SH   DFND 1 247,207 0 298,507
MAXIM INTEGRATED PRODS INC COM 57772K101 15,707 323,138 SH   DFND 1.3 0 323,138 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,106 63,890 SH   DFND 1,2,3 0 63,890 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,103 63,821 SH   DFND 1 59,995 0 3,826
MEDICAL PPTYS TRUST INC COM 58463J304 18,227 1,054,202 SH   DFND 1.3 0 1,054,202 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,053 60,862 SH   DFND 1 60,862 0 0
MERCADOLIBRE INC COM 58733R102 219 447 SH   DFND 1.3 0 447 0
MERCADOLIBRE INC COM 58733R102 2,724 5,577 SH   DFND 1 5,577 0 0
MERCK & CO. INC COM 58933Y105 26,961 350,426 SH   DFND 1 301,264 850 48,312
MERCK & CO. INC COM 58933Y105 66,619 865,836 SH   DFND 1.3 0 865,836 0
MERCK & CO. INC COM 58933Y105 9,059 117,745 SH   DFND 1,2,3 0 117,745 0
METHANEX CORP COM 59151K108 65 5,300 SH   DFND 1.3 0 5,300 0
METLIFE INC COM 59156R108 8,219 268,895 SH   DFND 1.3 0 268,895 0
METLIFE INC COM 59156R108 3,922 128,304 SH   DFND 1 116,904 700 10,700
MID AMER APT CMNTYS INC COM 59522J103 11,760 114,140 SH   DFND 1.3 0 114,140 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,299 111,957 SH   DFND 1.3 0 111,957 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,753 66,694 SH   DFND 1 66,694 0 0
MOSAIC CO NEW COM 61945C103 778 72,000 SH   DFND 1.3 0 72,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 42,607 43,366,000 SH   DFND 1.3 0 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,881 3,950,000 SH   DFND 1 0 0 0
NVR INC COM 62944T105 1,369 533 SH   DFND 1.3 0 533 0
NVR INC COM 62944T105 853 332 SH   DFND 1 332 0 0
NATIONAL HEALTH INVS INC COM 63633D104 4,214 85,098 SH   DFND 1.3 0 85,098 0
NETAPP INC COM 64110D104 1,162 27,868 SH   DFND 1.3 0 27,868 0
NETAPP INC COM 64110D104 953 22,868 SH   DFND 1 19,298 0 3,570
NETFLIX INC COM 64110L106 81,561 217,208 SH   DFND 1.3 0 217,208 0
NETFLIX INC COM 64110L106 50,034 133,248 SH   DFND 1 80,758 0 52,490
NETEASE INC SPONSORED ADS 64110W102 4,494 14,000 SH   DFND 1.3 0 14,000 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 23 265 SH   DFND 1.3 0 265 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 659 7,623 SH   DFND 1 7,623 0 0
NEWS CORP NEW CL A 65249B109 91 10,126 SH   DFND 1.3 0 10,126 0
NEWS CORP NEW CL A 65249B109 3,617 402,988 SH   DFND 1 402,988 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 732 12,671 SH   DFND 1.3 0 12,671 0
NEXTERA ENERGY INC COM 65339F101 17,822 74,063 SH   DFND 1.3 0 74,063 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 422 16,300 SH   DFND 1.3 0 16,300 0
NVIDIA CORP COM 67066G104 34,339 130,273 SH   DFND 1.3 0 130,273 0
NVIDIA CORP COM 67066G104 18,488 70,132 SH   DFND 1 68,551 0 1,581
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 29,380 28,100,000 SH   DFND 1.3 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,833 2,710,000 SH   DFND 1 0 0 0
NUTRIEN LTD COM 67077M108 6,506 191,682 SH   DFND 1.3 0 191,682 0
NUTRIEN LTD COM 67077M108 8,677 255,665 SH   DFND 1,2,3 0 255,665 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,548 25,074 SH   DFND 1.3 0 25,074 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,000 13,286 SH   DFND 1 8,147 0 5,139
OMNICELL INC COM 68213N109 341 5,200 SH   DFND 1.3 0 5,200 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 736 736,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 46,788 46,730,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3,975 3,970,000 SH   DFND 1 0 0 0
ONE GAS INC COM 68235P108 3,980 47,600 SH   DFND 1.3 0 47,600 0
ORACLE CORP COM 68389X105 266 5,509 SH   DFND 1.3 0 5,509 0
ORACLE CORP COM 68389X105 12,389 256,332 SH   DFND 1 256,332 0 0
OTIS WORLDWIDE CORP COM 68902V107 3,204 64,092 SH   DFND 1.3 0 64,092 0
OUTFRONT MEDIA INC COM 69007J106 2,506 185,913 SH   DFND 1.3 0 185,913 0
PNM RES INC COM 69349H107 1,191 31,343 SH   DFND 1.3 0 31,343 0
PPL CORP COM 69351T106 274 11,102 SH   DFND 1.3 0 11,102 0
PRA HEALTH SCIENCES INC COM 69354M108 106,559 1,283,231 SH   DFND 1.3 0 1,283,231 0
PRA HEALTH SCIENCES INC COM 69354M108 13,085 157,565 SH   DFND 1 145,926 0 11,639
PS BUSINESS PKS INC CALIF COM 69360J107 14,871 109,731 SH   DFND 1.3 0 109,731 0
PTC INC COM 69370C100 1,079 17,644 SH   DFND 1.3 0 17,644 0
PTC INC COM 69370C100 667 10,902 SH   DFND 1 9,118 0 1,784
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,889 5,085,000 SH   DFND 1 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 58,494 60,843,000 SH   DFND 1.3 0 0 0
PAYCOM SOFTWARE INC COM 70432V102 19,843 98,233 SH   DFND 1.3 0 98,233 0
PAYCOM SOFTWARE INC COM 70432V102 1,953 9,666 SH   DFND 1 9,666 0 0
PAYLOCITY HLDG CORP COM 70438V106 565 6,400 SH   DFND 1.3 0 6,400 0
PAYPAL HLDGS INC COM 70450Y103 15,855 165,604 SH   DFND 1.3 0 165,604 0
PAYPAL HLDGS INC COM 70450Y103 13,552 141,554 SH   DFND 1 141,292 0 262
PILGRIMS PRIDE CORP COM 72147K108 364 20,100 SH   DFND 1.3 0 20,100 0
PINNACLE FINL PARTNERS INC COM 72346Q104 38 1,000 SH   DFND 1.3 0 1,000 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,393 248,441 SH   DFND 1.3 0 248,441 0
POLYONE CORP COM 73179P106 1,219 64,235 SH   DFND 1.3 0 64,235 0
POOL CORPORATION COM 73278L105 1,023 5,200 SH   DFND 1.3 0 5,200 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 5,840 159,216 SH   DFND 1.3 0 159,216 0
PRICE T ROWE GROUP INC COM 74144T108 3,945 40,409 SH   DFND 1.3 0 40,409 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,400 1,392,000 SH   DFND 1.3 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 23 715 SH   DFND 1.3 0 715 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,142 36,417 SH   DFND 1 36,417 0 0
PROLOGIS INC. COM 74340W103 47,347 589,106 SH   DFND 1.3 0 589,106 0
PROLOGIS INC. COM 74340W103 10,062 125,188 SH   DFND 1 121,756 0 3,432
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,463 1,640,000 SH   DFND 1 0 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 17,722 19,865,000 SH   DFND 1.3 0 0 0
PUBLIC STORAGE COM 74460D109 11,774 59,281 SH   DFND 1.3 0 59,281 0
PURE STORAGE INC CL A 74624M102 1,699 138,169 SH   DFND 1.3 0 138,169 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1,118 1,285,000 SH   DFND 1.3 0 0 0
QIWI PLC SPON ADR REP B 74735M108 1,060 99,000 SH   DFND 1.3 0 99,000 0
QIWI PLC SPON ADR REP B 74735M108 1,874 175,000 SH   DFND 2 0 0 175,000
QORVO INC COM 74736K101 56 692 SH   DFND 1.3 0 692 0
QORVO INC COM 74736K101 2,525 31,307 SH   DFND 1 31,307 0 0
QUALYS INC COM 74758T303 1,365 15,700 SH   DFND 1.3 0 15,700 0
QUEST DIAGNOSTICS INC COM 74834L100 6,288 78,300 SH   DFND 1.3 0 78,300 0
QUEST DIAGNOSTICS INC COM 74834L100 946 11,787 SH   DFND 1 11,270 0 517
QUEST DIAGNOSTICS INC COM 74834L100 4,403 54,830 SH   DFND 1,2,3 0 54,830 0
REGENERON PHARMACEUTICALS COM 75886F107 15,099 30,920 SH   DFND 1.3 0 30,920 0
REGENERON PHARMACEUTICALS COM 75886F107 5,456 11,174 SH   DFND 1 10,547 0 627
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,405 156,526 SH   DFND 1.3 0 156,526 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 351 39,085 SH   DFND 1 39,085 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 22 545 SH   DFND 1.3 0 545 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,757 43,902 SH   DFND 1 43,902 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,400 270,809 SH   DFND 1.3 0 270,809 0
S&P GLOBAL INC COM 78409V104 57,980 236,602 SH   DFND 1 107,656 0 128,946
S&P GLOBAL INC COM 78409V104 169,587 692,048 SH   DFND 1.3 0 692,048 0
SL GREEN RLTY CORP COM 78440X101 6 140 SH   DFND 1.3 0 140 0
SL GREEN RLTY CORP COM 78440X101 578 13,403 SH   DFND 1 13,403 0 0
SLM CORP COM 78442P106 898 124,800 SH   DFND 1.3 0 124,800 0
SVB FINANCIAL GROUP COM 78486Q101 21 141 SH   DFND 1.3 0 141 0
SVB FINANCIAL GROUP COM 78486Q101 914 6,054 SH   DFND 1 6,054 0 0
SALESFORCE COM INC COM 79466L302 366 2,542 SH   DFND 1.3 0 2,542 0
SALESFORCE COM INC COM 79466L302 16,009 111,191 SH   DFND 1 111,191 0 0
SCIENTIFIC GAMES CORP COM 80874P109 1,342 138,322 SH   DFND 1.3 0 138,322 0
SEALED AIR CORP NEW COM 81211K100 6 252 SH   DFND 1.3 0 252 0
SERITAGE GROWTH PPTYS CL A 81752R100 1,704 187,100 SH   DFND 1.3 0 187,100 0
SERVICENOW INC COM 81762P102 32,401 113,057 SH   DFND 1.3 0 113,057 0
SERVICENOW INC COM 81762P102 8,965 31,284 SH   DFND 1 28,322 0 2,962
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,854 176,213 SH   DFND 1 176,213 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 77 4,704 SH   DFND 1.3 0 4,704 0
SHOPIFY INC CL A 82509L107 133 318 SH   DFND 1.3 0 318 0
SHOPIFY INC CL A 82509L107 10,312 24,735 SH   DFND 1 24,735 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3 36 SH   DFND 1.3 0 36 0
SIGNATURE BK NEW YORK N Y COM 82669G104 217 2,692 SH   DFND 1 2,692 0 0
SIRIUS XM HLDGS INC COM 82968B103 3,493 707,188 SH   DFND 1.3 0 707,188 0
SIRIUS XM HLDGS INC COM 82968B103 2,782 563,128 SH   DFND 1 563,128 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 18,200 203,611 SH   DFND 1.3 0 203,611 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,873 43,345 SH   DFND 1 40,877 0 2,468
SNAP INC CL A 83304A106 340 28,600 SH   DFND 1.3 0 28,600 0
SNAP INC CL A 83304A106 822 69,104 SH   DFND 1 0 0 69,104
SOLAREDGE TECHNOLOGIES INC COM 83417M104 110,105 1,344,702 SH   DFND 1.3 0 1,344,702 52,960
SOLAREDGE TECHNOLOGIES INC COM 83417M104 20,645 252,136 SH   DFND 1 126,450 0 125,686
SPIRE INC COM 84857L101 3,975 53,376 SH   DFND 1.3 0 53,376 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 3,213 3,001,000 SH   DFND 1 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 37,413 34,943,000 SH   DFND 1.3 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 886 800,000 SH   DFND 1.3 0 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,257 1,210,000 SH   DFND 1.3 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,418 2,845,000 SH   DFND 1 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 26,992 31,755,000 SH   DFND 1.3 0 0 0
STRATEGIC ED INC COM 86272C103 1,258 9,000 SH   DFND 1.3 0 9,000 0
SWITCH INC CL A 87105L104 8,650 599,482 SH   DFND 1.3 0 599,482 0
SYNAPTICS INC COM 87157D109 278 4,800 SH   DFND 1.3 0 4,800 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 831 800,000 SH   DFND 1.3 0 0 0
SYNCHRONY FINL COM 87165B103 5,160 320,693 SH   DFND 1.3 0 320,693 0
SYNCHRONY FINL COM 87165B103 1,764 109,622 SH   DFND 1 109,622 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,229 111,695 SH   DFND 1.3 0 111,695 0
TELUS CORPORATION COM 87971M103 3,156 200,003 SH   DFND 1.3 0 200,003 0
TELUS CORPORATION COM 87971M103 4,136 262,082 SH   DFND 1 262,082 0 0
TESLA INC COM 88160R101 236 449 SH   DFND 1.3 0 449 0
TESLA INC COM 88160R101 7,963 15,197 SH   DFND 1 15,197 0 0
TETRA TECH INC NEW COM 88162G103 11 160 SH   DFND 1.3 0 160 0
3M CO COM 88579Y101 3,894 28,527 SH   DFND 1.3 0 28,527 0
3M CO COM 88579Y101 11,588 84,883 SH   DFND 1 84,883 0 0
3M CO COM 88579Y101 4,158 30,454 SH   DFND 1,2,3 0 30,454 0
TRANSUNION COM 89400J107 4,368 66,000 SH   DFND 1.3 0 66,000 0
TRUIST FINL CORP COM 89832Q109 1,169 37,900 SH   DFND 1.3 0 37,900 0
TRUIST FINL CORP COM 89832Q109 6,183 200,475 SH   DFND 1 200,475 0 0
TWILIO INC CL A 90138F102 75 839 SH   DFND 1.3 0 839 0
TWILIO INC CL A 90138F102 5,854 65,414 SH   DFND 1 65,414 0 0
TWITTER INC COM 90184L102 192 7,810 SH   DFND 1.3 0 7,810 0
TWITTER INC COM 90184L102 7,537 306,868 SH   DFND 1 306,868 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,355 1,509,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 88 23,100 SH   DFND 1.3 0 23,100 0
ULTA BEAUTY INC COM 90384S303 29,719 169,150 SH   DFND 1 63,006 0 106,144
ULTA BEAUTY INC COM 90384S303 73,383 417,663 SH   DFND 1.3 0 417,663 0
UNITEDHEALTH GROUP INC COM 91324P102 209,470 839,963 SH   DFND 1.3 0 839,963 0
UNITEDHEALTH GROUP INC COM 91324P102 81,980 328,737 SH   DFND 1 184,524 0 144,213
UNUM GROUP COM 91529Y106 3,954 263,413 SH   DFND 1.3 0 263,413 0
VAIL RESORTS INC COM 91879Q109 1,490 10,088 SH   DFND 1.3 0 10,088 0
VAIL RESORTS INC COM 91879Q109 1,257 8,507 SH   DFND 1 8,087 0 420
VALERO ENERGY CORP COM 91913Y100 10,204 224,944 SH   DFND 1.3 0 224,944 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,479 28,795 SH   DFND 3 0 0 28,795
VARIAN MED SYS INC COM 92220P105 35 344 SH   DFND 1.3 0 344 0
VARIAN MED SYS INC COM 92220P105 1,637 15,946 SH   DFND 1 15,946 0 0
VENTAS INC COM 92276F100 9,280 346,263 SH   DFND 1.3 0 346,263 0
VENTAS INC COM 92276F100 1,082 40,361 SH   DFND 1 40,361 0 0
VEREIT INC COM 92339V100 1,693 346,203 SH   DFND 1.3 0 346,203 0
VERIZON COMMUNICATIONS INC COM 92343V104 53,897 1,003,139 SH   DFND 1.3 0 1,003,139 0
VERIZON COMMUNICATIONS INC COM 92343V104 28,704 534,215 SH   DFND 1 514,650 1,500 18,065
VERIZON COMMUNICATIONS INC COM 92343V104 6,123 113,969 SH   DFND 1,2,3 0 113,969 0
VERISK ANALYTICS INC COM 92345Y106 14,674 105,281 SH   DFND 1.3 0 105,281 0
VERISK ANALYTICS INC COM 92345Y106 3,981 28,569 SH   DFND 1 27,539 0 1,030
VERTEX PHARMACEUTICALS INC COM 92532F100 60,117 252,643 SH   DFND 1.3 0 252,643 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,938 41,759 SH   DFND 1 33,944 0 7,815
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,346 2,200,000 SH   DFND 1 0 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 26,520 24,870,000 SH   DFND 1.3 0 0 0
VIACOMCBS INC CL B 92556H206 35 2,489 SH   DFND 1.3 0 2,489 0
VIACOMCBS INC CL B 92556H206 668 47,660 SH   DFND 1 47,660 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1,703 109,300 SH   DFND 1.3 0 109,300 0
VISA INC COM CL A 92826C839 214,583 1,331,820 SH   DFND 1.3 0 1,331,820 0
VISA INC COM CL A 92826C839 97,408 604,568 SH   DFND 1 341,587 0 262,981
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,306 1,462,000 SH   DFND 1.3 0 0 0
VISTRA ENERGY CORP COM 92840M102 2,858 179,079 SH   DFND 1.3 0 179,079 0
WABCO HLDGS INC COM 92927K102 23 173 SH   DFND 1.3 0 173 0
WABCO HLDGS INC COM 92927K102 935 6,924 SH   DFND 1 6,924 0 0
WP CAREY INC COM 92936U109 17,102 294,470 SH   DFND 1.3 0 294,470 0
WEC ENERGY GROUP INC COM 92939U106 10,208 115,835 SH   DFND 1.3 0 115,835 0
WIX COM LTD NOTE 7/0 92940WAB5 642 650,000 SH   DFND 1.3 0 0 0
WASTE CONNECTIONS INC COM 94106B101 1,527 19,685 SH   DFND 1.3 0 19,685 0
WASTE MGMT INC DEL COM 94106L109 9,153 98,880 SH   DFND 1.3 0 98,880 0
WASTE MGMT INC DEL COM 94106L109 6,589 71,186 SH   DFND 1 71,186 0 0
WELLTOWER INC COM 95040Q104 14,450 315,651 SH   DFND 1.3 0 315,651 0
WELLTOWER INC COM 95040Q104 2,684 58,624 SH   DFND 1 58,624 0 0
WESTROCK CO COM 96145D105 39 1,371 SH   DFND 1.3 0 1,371 0
WESTROCK CO COM 96145D105 1,540 54,512 SH   DFND 1 54,512 0 0
WORKDAY INC CL A 98138H101 13,149 100,979 SH   DFND 1.3 0 100,979 0
WORKDAY INC CL A 98138H101 3,734 28,672 SH   DFND 1 28,506 0 166
WORKDAY INC NOTE 0.250%10/0 98138HAF8 1,771 1,600,000 SH   DFND 1.3 0 0 0
XCEL ENERGY INC COM 98389B100 857 14,223 SH   DFND 1.3 0 14,223 0
XYLEM INC COM 98419M100 8,636 132,581 SH   DFND 1.3 0 132,581 0
XYLEM INC COM 98419M100 1,894 29,084 SH   DFND 1 29,084 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 2 101 SH   DFND 1.3 0 101 0
XEROX HOLDINGS CORP COM NEW 98421M106 143 7,586 SH   DFND 1 7,586 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,065 900,000 SH   DFND 1.3 0 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 88 875 SH   DFND 1.3 0 875 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,012 39,695 SH   DFND 1 39,695 0 0
ZOETIS INC CL A 98978V103 74,532 633,299 SH   DFND 1.3 0 633,299 0
ZOETIS INC CL A 98978V103 40,308 342,491 SH   DFND 1 162,083 0 180,408
ZYNGA INC CL A 98986T108 1,043 152,200 SH   DFND 1.3 0 152,200 0
ARCH CAP GROUP LTD ORD G0450A105 550 19,349 SH   DFND 1.3 0 19,349 0
ARCH CAP GROUP LTD ORD G0450A105 2,010 70,625 SH   DFND 1 68,359 0 2,266
ARCO PLATFORM LTD COM CL A G04553106 13,290 314,500 SH   DFND 1.3 0 314,500 0
ATHENE HLDG LTD CL A G0684D107 8 330 SH   DFND 1.3 0 330 0
ATHENE HLDG LTD CL A G0684D107 471 18,990 SH   DFND 1 18,990 0 0
AXALTA COATING SYS LTD COM G0750C108 25 1,469 SH   DFND 1.3 0 1,469 0
AXALTA COATING SYS LTD COM G0750C108 1,074 62,151 SH   DFND 1 62,151 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9,098 55,732 SH   DFND 1.3 0 55,732 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,677 77,654 SH   DFND 1 77,654 0 0
BUNGE LIMITED COM G16962105 31 743 SH   DFND 1.3 0 743 0
BUNGE LIMITED COM G16962105 1,309 31,915 SH   DFND 1 31,915 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 1 134 SH   DFND 1.3 0 134 0
CAPRI HOLDINGS LIMITED SHS G1890L107 131 12,161 SH   DFND 1 12,161 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 593 189,520 SH   DFND 4 0 0 189,520
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2,436 778,185 SH   DFND 1,3,4 0 778,185 0
CREDICORP LTD COM G2519Y108 2,848 19,900 SH   DFND 1.3 0 19,900 0
EVEREST RE GROUP LTD COM G3223R108 2,986 15,520 SH   DFND 1.3 0 15,520 0
EVEREST RE GROUP LTD COM G3223R108 689 3,578 SH   DFND 1 2,998 0 580
IHS MARKIT LTD SHS G47567105 5,559 92,647 SH   DFND 1.3 0 92,647 0
IHS MARKIT LTD SHS G47567105 8,576 142,916 SH   DFND 1 132,732 0 10,184
INVESCO LTD SHS G491BT108 10 1,087 SH   DFND 1.3 0 1,087 0
INVESCO LTD SHS G491BT108 596 65,589 SH   DFND 1 65,589 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 77 3,385 SH   DFND 1.3 0 3,385 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,617 159,877 SH   DFND 1 159,877 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 11,328 586,000 SH   DFND 1.3 0 586,000 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 10 63 SH   DFND 1.3 0 63 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 290 1,947 SH   DFND 1 1,947 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 918 9,133 SH   DFND 1 9,133 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 13 126 SH   DFND 1.3 0 126 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 27 841 SH   DFND 1.3 0 841 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,263 39,266 SH   DFND 1 39,266 0 0
FLEX LTD ORD Y2573F102 11 1,289 SH   DFND 1.3 0 1,289 0
FLEX LTD ORD Y2573F102 621 74,120 SH   DFND 1 74,120 0 0