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 5,016 139,214 SH   DFND 1 117,312 800 21,102
AFLAC INC COM 001055102 17,865 495,813 SH   DFND 1.3 0 495,813 0
AGNC INVT CORP COM 00123Q104 1,482 114,947 SH   DFND 1 114,947 0 0
AGNC INVT CORP COM 00123Q104 109 8,427 SH   DFND 1.3 0 8,427 0
AES CORP COM 00130H105 5,966 411,741 SH   DFND 1.3 0 411,741 0
AT&T INC COM 00206R102 29,032 960,315 SH   DFND 1 953,292 0 7,023
AT&T INC COM 00206R102 15,855 524,469 SH   DFND 1.3 0 524,469 0
ABBOTT LABS COM 002824100 20,717 226,590 SH   DFND 1 223,861 0 2,729
ABBOTT LABS COM 002824100 11,956 130,764 SH   DFND 1.3 0 130,764 0
ABBVIE INC COM 00287Y109 22,632 230,513 SH   DFND 1 197,525 0 32,988
ABBVIE INC COM 00287Y109 48,287 491,818 SH   DFND 1.3 0 491,818 0
ABIOMED INC COM 003654100 1,779 7,363 SH   DFND 1 6,760 0 603
ABIOMED INC COM 003654100 11,434 47,334 SH   DFND 1.3 0 47,334 0
ACTIVISION BLIZZARD INC COM 00507V109 10,915 143,815 SH   DFND 1 136,115 0 7,700
ACTIVISION BLIZZARD INC COM 00507V109 7,542 99,365 SH   DFND 1.3 0 99,365 0
ADOBE INC COM 00724F101 99,022 227,475 SH   DFND 1 122,784 100 104,591
ADOBE INC COM 00724F101 282,191 648,251 SH   DFND 1.3 0 648,251 0
ADVANCE AUTO PARTS INC COM 00751Y106 607 4,257 SH   DFND 1 4,257 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 28 195 SH   DFND 1.3 0 195 0
ADVANCED MICRO DEVICES INC COM 007903107 9,671 183,812 SH   DFND 1 146,356 0 37,456
ADVANCED MICRO DEVICES INC COM 007903107 3,145 59,773 SH   DFND 1.3 0 59,773 0
AFFILIATED MANAGERS GROUP IN COM 008252108 75 1,000 SH   DFND 1.3 0 1,000 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,440 72,873 SH   DFND 1 63,323 0 9,550
AGILENT TECHNOLOGIES INC COM 00846U101 662 7,488 SH   DFND 1.3 0 7,488 0
AGNICO EAGLE MINES LTD COM 008474108 259 4,044 SH   DFND 1.3 0 4,044 0
AIR PRODS & CHEMS INC COM 009158106 10,381 42,994 SH   DFND 1 39,809 0 3,185
AIR PRODS & CHEMS INC COM 009158106 27,028 111,937 SH   DFND 1.3 0 111,937 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,046 47,112 SH   DFND 1 47,112 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,198 20,517 SH   DFND 1.3 0 20,517 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,535 4,460,000 SH   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 61,923 49,897,000 SH   DFND 1.3 0 0 0
ALCOA CORP COM 013872106 42 3,700 SH   DFND 1.3 0 3,700 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,636 28,578 SH   DFND 1 28,578 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 32,275 198,916 SH   DFND 1.3 0 198,916 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,271 29,140 SH   DFND 1 29,140 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 271 2,415 SH   DFND 1.3 0 2,415 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,027 79,300 SH   DFND 1.3 0 79,300 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,459 71,668 SH   DFND 1,2,3 0 71,668 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 85,713 397,370 SH   DFND 1.3 0 397,370 0
ALIGN TECHNOLOGY INC COM 016255101 3,386 12,338 SH   DFND 1 12,338 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,561 5,687 SH   DFND 1.3 0 5,687 0
ALLEGHANY CORP DEL COM 017175100 88 181 SH   DFND 1 181 0 0
ALLEGHANY CORP DEL COM 017175100 19 39 SH   DFND 1.3 0 39 0
ALLIANT ENERGY CORP COM 018802108 45 945 SH   DFND 1.3 0 945 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,740 47,314 SH   DFND 1.3 0 47,314 0
ALLSTATE CORP COM 020002101 5,232 53,929 SH   DFND 1 52,161 0 1,768
ALLSTATE CORP COM 020002101 3,817 39,359 SH   DFND 1.3 0 39,359 0
ALLY FINL INC COM 02005N100 2,219 111,886 SH   DFND 1 109,520 0 2,366
ALLY FINL INC COM 02005N100 160 8,068 SH   DFND 1.3 0 8,068 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,731 11,693 SH   DFND 1 11,693 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 146 985 SH   DFND 1.3 0 985 0
ALPHABET INC CAP STK CL C 02079K107 11,274 7,975 SH   DFND 1 2,891 0 5,084
ALPHABET INC CAP STK CL C 02079K107 78,915 55,826 SH   DFND 1.3 0 55,826 0
ALPHABET INC CAP STK CL A 02079K305 87,062 61,396 SH   DFND 1 22,455 0 38,941
ALPHABET INC CAP STK CL A 02079K305 285,436 201,287 SH   DFND 1.3 0 201,287 0
ALTICE USA INC CL A 02156K103 897 39,792 SH   DFND 1 0 0 39,792
ALTICE USA INC CL A 02156K103 4,986 221,221 SH   DFND 1.3 0 221,221 0
AMAZON COM INC COM 023135106 235,463 85,349 SH   DFND 1 59,960 25 25,364
AMAZON COM INC COM 023135106 405,979 147,156 SH   DFND 1.3 0 147,156 0
AMEDISYS INC COM 023436108 1,851 9,323 SH   DFND 1.3 0 9,323 0
AMEREN CORP COM 023608102 3,496 49,686 SH   DFND 1.3 0 49,686 0
AMERICAN ELEC PWR CO INC COM 025537101 6,651 83,504 SH   DFND 1,2,3 0 83,504 0
AMERICAN ELEC PWR CO INC COM 025537101 4,739 59,500 SH   DFND 1.3 0 59,500 0
AMERICAN EXPRESS CO COM 025816109 12,426 130,522 SH   DFND 1 130,522 0 0
AMERICAN EXPRESS CO COM 025816109 902 9,474 SH   DFND 1.3 0 9,474 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,982 127,686 SH   DFND 1 127,686 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 414 13,315 SH   DFND 1.3 0 13,315 0
AMERICAN TOWER CORP NEW COM 03027X100 14,595 56,447 SH   DFND 1 56,447 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,013 54,201 SH   DFND 1.3 0 54,201 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,203 24,895 SH   DFND 1.3 0 24,895 0
AMERICOLD RLTY TR COM 03064D108 435 12,000 SH   DFND 1.3 0 12,000 0
AMERISOURCEBERGEN CORP COM 03073E105 1,402 13,914 SH   DFND 1 13,614 300 0
AMERISOURCEBERGEN CORP COM 03073E105 36 361 SH   DFND 1.3 0 361 0
AMERIPRISE FINL INC COM 03076C106 3,328 22,181 SH   DFND 1 22,181 0 0
AMERIPRISE FINL INC COM 03076C106 4,065 27,091 SH   DFND 1,2,3 0 27,091 0
AMERIPRISE FINL INC COM 03076C106 17,484 116,536 SH   DFND 1.3 0 116,536 0
AMETEK INC COM 031100100 986 11,036 SH   DFND 1 0 0 11,036
AMETEK INC COM 031100100 1,766 19,761 SH   DFND 1.3 0 19,761 0
AMGEN INC COM 031162100 16,334 69,255 SH   DFND 1 69,255 0 0
AMGEN INC COM 031162100 6,438 27,298 SH   DFND 1.3 0 27,298 0
AMPHENOL CORP NEW CL A 032095101 6,506 67,900 SH   DFND 1.3 0 67,900 0
AMPLIFY ENERGY CORP NEW COM 03212B103 0 2 SH   DFND 1.3 0 2 0
ANALOG DEVICES INC COM 032654105 9,337 76,138 SH   DFND 1 76,138 0 0
ANALOG DEVICES INC COM 032654105 642 5,232 SH   DFND 1.3 0 5,232 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,897 289,268 SH   DFND 1 269,132 0 20,136
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,872 285,144 SH   DFND 1.3 0 285,144 0
ANSYS INC COM 03662Q105 3,602 12,350 SH   DFND 1 12,350 0 0
ANSYS INC COM 03662Q105 27,742 95,097 SH   DFND 1.3 0 95,097 0
ANTHEM INC COM 036752103 58,221 221,384 SH   DFND 1 93,674 0 127,710
ANTHEM INC COM 036752103 178,438 678,527 SH   DFND 1.3 0 678,527 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,109 29,465 SH   DFND 1.3 0 29,465 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 1,853 37,100 SH   DFND 1.3 0 37,100 0
APPLE INC COM 037833100 178,846 490,258 SH   DFND 1 467,255 430 22,573
APPLE INC COM 037833100 14,300 39,200 SH   DFND 1,2,3 0 39,200 0
APPLE INC COM 037833100 225,869 619,158 SH   DFND 1.3 0 619,158 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 622 64,400 SH   DFND 1.3 0 64,400 0
APPLIED MATLS INC COM 038222105 8,649 143,062 SH   DFND 1 143,062 0 0
APPLIED MATLS INC COM 038222105 7,045 116,543 SH   DFND 1,2,3 0 116,543 0
APPLIED MATLS INC COM 038222105 10,700 176,995 SH   DFND 1.3 0 176,995 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 2,945 2,964,000 SH   DFND 1 0 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 31,150 31,350,000 SH   DFND 1.3 0 0 0
ARISTA NETWORKS INC COM 040413106 1,773 8,441 SH   DFND 1 8,441 0 0
ARISTA NETWORKS INC COM 040413106 143 682 SH   DFND 1.3 0 682 0
ARROW ELECTRS INC COM 042735100 517 7,522 SH   DFND 1 7,522 0 0
ARROW ELECTRS INC COM 042735100 7 97 SH   DFND 1.3 0 97 0
ASPEN TECHNOLOGY INC COM 045327103 2,538 24,500 SH   DFND 1.3 0 24,500 0
ASSURANT INC COM 04621X108 39 374 SH   DFND 1.3 0 374 0
ATMOS ENERGY CORP COM 049560105 5,786 58,095 SH   DFND 1,2,3 0 58,095 0
ATMOS ENERGY CORP COM 049560105 8,862 88,999 SH   DFND 1.3 0 88,999 0
AUTODESK INC COM 052769106 9,078 37,954 SH   DFND 1 28,943 0 9,011
AUTODESK INC COM 052769106 20,996 87,780 SH   DFND 1.3 0 87,780 0
AUTOHOME INC SP ADR RP CL A 05278C107 642 8,500 SH   DFND 1.3 0 8,500 0
AUTOLIV INC COM 052800109 2,980 46,200 SH   DFND 1.3 0 46,200 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,981 53,605 SH   DFND 1 53,605 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,470 56,887 SH   DFND 1,2,3 0 56,887 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,130 61,322 SH   DFND 1.3 0 61,322 0
AUTOZONE INC COM 053332102 2,467 2,187 SH   DFND 1 2,101 0 86
AUTOZONE INC COM 053332102 7,526 6,671 SH   DFND 1.3 0 6,671 0
AVALONBAY CMNTYS INC COM 053484101 5,040 32,594 SH   DFND 1 32,220 0 374
AVALONBAY CMNTYS INC COM 053484101 30,134 194,862 SH   DFND 1.3 0 194,862 0
AVERY DENNISON CORP COM 053611109 2,182 19,114 SH   DFND 1 16,070 0 3,044
AVERY DENNISON CORP COM 053611109 5,825 51,056 SH   DFND 1.3 0 51,056 0
BCE INC COM NEW 05534B760 5,453 130,537 SH   DFND 1 130,537 0 0
BCE INC COM NEW 05534B760 634 15,175 SH   DFND 1.3 0 15,175 0
BAIDU INC SPON ADR REP A 056752108 5,627 46,932 SH   DFND 1.3 0 46,932 0
BAKER HUGHES COMPANY CL A 05722G100 5,708 370,958 SH   DFND 1 370,958 0 0
BAKER HUGHES COMPANY CL A 05722G100 599 38,864 SH   DFND 1.3 0 38,864 0
BALL CORP COM 058498106 4,187 60,262 SH   DFND 1 59,174 0 1,088
BALL CORP COM 058498106 5,723 82,358 SH   DFND 1.3 0 82,358 0
BANDWIDTH INC COM CL A 05988J103 7 57 SH   DFND 1.3 0 57 0
BK OF AMERICA CORP COM 060505104 24,054 1,012,808 SH   DFND 1 997,874 2,000 12,934
BK OF AMERICA CORP COM 060505104 31,594 1,330,262 SH   DFND 1.3 0 1,330,262 0
BANK MONTREAL QUE COM 063671101 4,950 93,307 SH   DFND 1 85,307 0 8,000
BANK MONTREAL QUE COM 063671101 192 3,603 SH   DFND 1.3 0 3,603 0
BANK NEW YORK MELLON CORP COM 064058100 5,520 142,809 SH   DFND 1 142,809 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,494 245,657 SH   DFND 1,2,3 0 245,657 0
BANK NEW YORK MELLON CORP COM 064058100 10,894 281,879 SH   DFND 1.3 0 281,879 0
BANK NOVA SCOTIA B C COM 064149107 7,597 184,214 SH   DFND 1 178,346 0 5,868
BANK NOVA SCOTIA B C COM 064149107 11,204 271,691 SH   DFND 1.3 0 271,691 0
BANKUNITED INC COM 06652K103 492 24,300 SH   DFND 1.3 0 24,300 0
BAOZUN INC SPONSORED ADR 06684L103 584 15,200 SH   DFND 1.3 0 15,200 0
BARRICK GOLD CORPORATION COM 067901108 40 1,500 SH   DFND 1.3 0 1,500 0
BAXTER INTL INC COM 071813109 8,789 102,079 SH   DFND 1 86,483 600 14,996
BAXTER INTL INC COM 071813109 18,769 218,007 SH   DFND 1.3 0 218,007 0
BECTON DICKINSON & CO COM 075887109 9,035 37,759 SH   DFND 1 37,759 0 0
BECTON DICKINSON & CO COM 075887109 21,756 90,931 SH   DFND 1.3 0 90,931 0
BEIGENE LTD SPONSORED ADR 07725L102 1,262 6,700 SH   DFND 1 6,700 0 0
BEIGENE LTD SPONSORED ADR 07725L102 19 100 SH   DFND 1.3 0 100 0
BERKLEY W R CORP COM 084423102 271 4,738 SH   DFND 1 4,738 0 0
BERKLEY W R CORP COM 084423102 1,478 25,782 SH   DFND 1.3 0 25,782 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,676 76,611 SH   DFND 1.3 0 76,611 0
BERRY GLOBAL GROUP INC COM 08579W103 739 16,676 SH   DFND 1.3 0 16,676 0
BEST BUY INC COM 086516101 3,237 37,106 SH   DFND 1 30,395 0 6,711
BEST BUY INC COM 086516101 868 9,953 SH   DFND 1.3 0 9,953 0
BIO RAD LABS INC CL A 090572207 2,028 4,492 SH   DFND 1 4,492 0 0
BIO RAD LABS INC CL A 090572207 3,609 7,995 SH   DFND 1.3 0 7,995 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,550 28,772 SH   DFND 1 24,639 0 4,133
BIOMARIN PHARMACEUTICAL INC COM 09061G101 497 4,028 SH   DFND 1.3 0 4,028 0
BIOGEN INC COM 09062X103 5,868 21,932 SH   DFND 1 21,398 0 534
BIOGEN INC COM 09062X103 4,666 17,438 SH   DFND 1.3 0 17,438 0
BLACK HILLS CORP COM 092113109 31 550 SH   DFND 1.3 0 550 0
BLACK KNIGHT INC COM 09215C105 190 2,616 SH   DFND 1 2,616 0 0
BLACKBERRY LTD COM 09228F103 47 9,403 SH   DFND 1 9,403 0 0
BLACKBERRY LTD COM 09228F103 1 288 SH   DFND 1.3 0 288 0
BLACKROCK INC COM 09247X101 6,703 12,320 SH   DFND 1,2,3 0 12,320 0
BLACKROCK INC COM 09247X101 8,199 15,070 SH   DFND 1.3 0 15,070 0
BOOKING HOLDINGS INC COM 09857L108 9,622 6,043 SH   DFND 1 5,995 0 48
BOOKING HOLDINGS INC COM 09857L108 1,227 770 SH   DFND 1.3 0 770 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,286 106,521 SH   DFND 1.3 0 106,521 0
BORGWARNER INC COM 099724106 1,469 41,622 SH   DFND 1 40,480 0 1,142
BORGWARNER INC COM 099724106 1,898 53,781 SH   DFND 1.3 0 53,781 0
BOSTON PPTYS LTD PARTNERSHIP COM 101121101 3,073 33,997 SH   DFND 1 33,997 0 0
BOSTON PPTYS LTD PARTNERSHIP COM 101121101 4,494 49,709 SH   DFND 1.3 0 49,709 0
BOSTON SCIENTIFIC CORP COM 101137107 1,437 40,930 SH   DFND 1 0 0 40,930
BOSTON SCIENTIFIC CORP COM 101137107 6,182 176,073 SH   DFND 1.3 0 176,073 0
BRIGHTHOUSE FINL INC COM 10922N103 1,416 50,881 SH   DFND 1.3 0 50,881 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,549 298,449 SH   DFND 1 293,599 1,200 3,650
BRISTOL-MYERS SQUIBB CO COM 110122108 9,766 166,087 SH   DFND 1,2,3 0 166,087 0
BRISTOL-MYERS SQUIBB CO COM 110122108 21,586 367,087 SH   DFND 1.3 0 367,087 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 1 18,044 SH   DFND 1.3 0 18,044 0
BRIXMOR PPTY GROUP INC COM 11120U105 12,221 953,249 SH   DFND 1.3 0 953,249 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,041 8,248 SH   DFND 1 8,248 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,643 36,785 SH   DFND 1.3 0 36,785 0
BROADCOM INC COM 11135F101 11,407 36,143 SH   DFND 1.3 0 36,143 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 6,290 191,161 SH   DFND 1 185,711 0 5,450
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 10,816 328,816 SH   DFND 1.3 0 328,816 0
BROOKFIELD PPTY REIT INC CL A 11282X103 3,211 322,420 SH   DFND 1.3 0 322,420 0
BROWN & BROWN INC COM 115236101 50,182 1,231,188 SH   DFND 1 476,886 0 754,302
BROWN & BROWN INC COM 115236101 132,282 3,245,401 SH   DFND 1.3 0 3,245,401 0
BROWN FORMAN CORP CL B 115637209 4,589 72,104 SH   DFND 1 71,712 0 392
BROWN FORMAN CORP CL B 115637209 251 3,953 SH   DFND 1.3 0 3,953 0
BRUKER CORP COM 116794108 329 8,100 SH   DFND 1.3 0 8,100 0
B2GOLD CORP COM 11777Q209 2,563 450,364 SH   DFND 1.3 0 450,364 0
BURLINGTON STORES INC COM 122017106 2,556 12,975 SH   DFND 1 4,050 0 8,925
BURLINGTON STORES INC COM 122017106 3,779 19,191 SH   DFND 1.3 0 19,191 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,365 14,632 SH   DFND 1 14,632 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 153 1,640 SH   DFND 1.3 0 1,640 0
CBRE GROUP INC CL A 12504L109 2,241 49,548 SH   DFND 1 49,548 0 0
CBRE GROUP INC CL A 12504L109 1,488 32,908 SH   DFND 1.3 0 32,908 0
CDW CORP COM 12514G108 18,578 159,894 SH   DFND 1.3 0 159,894 0
CF INDS HLDGS INC COM 125269100 87 3,100 SH   DFND 1.3 0 3,100 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,481 18,723 SH   DFND 1 18,723 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 234 2,957 SH   DFND 1.3 0 2,957 0
CIGNA CORP NEW COM 125523100 9,031 48,122 SH   DFND 1 47,147 0 975
CIGNA CORP NEW COM 125523100 5,697 30,365 SH   DFND 1.3 0 30,365 0
CME GROUP INC COM 12572Q105 7,555 46,487 SH   DFND 1 46,487 0 0
CME GROUP INC COM 12572Q105 601 3,697 SH   DFND 1.3 0 3,697 0
CSX CORP COM 126408103 11,880 170,341 SH   DFND 1 137,929 0 32,412
CSX CORP COM 126408103 12,167 174,482 SH   DFND 1.3 0 174,482 0
CVR ENERGY INC COM 12662P108 1,625 80,836 SH   DFND 1.3 0 80,836 0
CVS HEALTH CORP COM 126650100 10,029 154,369 SH   DFND 1 154,369 0 0
CVS HEALTH CORP COM 126650100 4,579 70,480 SH   DFND 1.3 0 70,480 0
CABLE ONE INC COM 12685J105 6,238 3,515 SH   DFND 1.3 0 3,515 0
CABOT OIL & GAS CORP COM 127097103 4,185 243,571 SH   DFND 1.3 0 243,571 0
CACI INTL INC CL A 127190304 5,597 25,809 SH   DFND 1.3 0 25,809 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,271 65,340 SH   DFND 1 39,859 0 25,481
CADENCE DESIGN SYSTEM INC COM 127387108 25,676 267,580 SH   DFND 1.3 0 267,580 0
CAMDEN PPTY TR SH BEN INT 133131102 857 9,400 SH   DFND 1.3 0 9,400 0
CAMPBELL SOUP CO COM 134429109 2,007 40,429 SH   DFND 1 40,429 0 0
CAMPBELL SOUP CO COM 134429109 192 3,860 SH   DFND 1.3 0 3,860 0
CANADIAN IMP BK COMM COM 136069101 3,891 58,084 SH   DFND 1 57,496 0 588
CANADIAN IMP BK COMM COM 136069101 3,313 49,498 SH   DFND 1.3 0 49,498 0
CANADIAN NATL RY CO COM 136375102 10,274 115,991 SH   DFND 1 115,991 0 0
CANADIAN NATL RY CO COM 136375102 694 7,835 SH   DFND 1.3 0 7,835 0
CANADIAN PAC RY LTD COM 13645T100 5,211 20,405 SH   DFND 1 20,405 0 0
CANADIAN PAC RY LTD COM 13645T100 516 2,026 SH   DFND 1.3 0 2,026 0
CANOPY GROWTH CORP COM 138035100 618 38,231 SH   DFND 1 38,231 0 0
CANOPY GROWTH CORP COM 138035100 8 499 SH   DFND 1.3 0 499 0
CAPITAL ONE FINL CORP COM 14040H105 35 565 SH   DFND 1 0 565 0
CAPITOL FED FINL INC COM 14057J101 2,253 204,620 SH   DFND 1.3 0 204,620 0
CARDINAL HEALTH INC COM 14149Y108 1,748 33,486 SH   DFND 1 33,486 0 0
CARDINAL HEALTH INC COM 14149Y108 95 1,816 SH   DFND 1.3 0 1,816 0
CARETRUST REIT INC COM 14174T107 2,822 164,456 SH   DFND 1.3 0 164,456 0
CARGURUS INC COM CL A 141788109 1,136 44,862 SH   DFND 1.3 0 44,862 0
CARMAX INC COM 143130102 1,145 12,788 SH   DFND 1 12,788 0 0
CARMAX INC COM 143130102 77 854 SH   DFND 1.3 0 854 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,849 173,501 SH   DFND 1 173,501 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,591 218,722 SH   DFND 1,2,3 0 218,722 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,835 172,699 SH   DFND 1.3 0 172,699 0
CARRIER GLOBAL CORPORATION COM 14448C104 45 1,986 SH   DFND 1.3 0 1,986 0
CASEYS GEN STORES INC COM 147528103 1,626 10,869 SH   DFND 1.3 0 10,869 0
CATERPILLAR INC DEL COM 149123101 582 4,600 SH   DFND 1 0 0 4,600
CELANESE CORP DEL COM 150870103 7,263 84,128 SH   DFND 1.3 0 84,128 0
CENTENE CORP DEL COM 15135B101 4,075 64,118 SH   DFND 1 64,118 0 0
CENTENE CORP DEL COM 15135B101 2,077 32,667 SH   DFND 1.3 0 32,667 0
CENTERPOINT ENERGY INC COM 15189T107 24 1,300 SH   DFND 1 0 1,300 0
CENTERPOINT ENERGY INC COM 15189T107 3,353 179,600 SH   DFND 1.3 0 179,600 0
CERNER CORP COM 156782104 2,722 39,717 SH   DFND 1 39,717 0 0
CERNER CORP COM 156782104 4,665 68,046 SH   DFND 1,2,3 0 68,046 0
CERNER CORP COM 156782104 6,932 101,118 SH   DFND 1.3 0 101,118 0
CHANGE HEALTHCARE INC COM 15912K100 353 31,500 SH   DFND 1.3 0 31,500 0
CHARLES RIV LABS INTL INC COM 159864107 1,569 9,000 SH   DFND 1.3 0 9,000 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,112 25,710 SH   DFND 1 25,710 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,349 2,645 SH   DFND 1.3 0 2,645 0
CHEGG INC COM 163092109 1,334 19,828 SH   DFND 1.3 0 19,828 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 1,013 714,000 SH   DFND 1.3 0 0 0
CHEMED CORP NEW COM 16359R103 1,833 4,062 SH   DFND 1.3 0 4,062 0
CHENIERE ENERGY INC COM NEW 16411R208 2,937 60,782 SH   DFND 1.3 0 60,782 0
CHEVRON CORP NEW COM 166764100 26,747 299,746 SH   DFND 1 299,746 0 0
CHEVRON CORP NEW COM 166764100 11,931 133,713 SH   DFND 1,2,3 0 133,713 0
CHEVRON CORP NEW COM 166764100 50,379 564,595 SH   DFND 1.3 0 564,595 0
CHOICE HOTELS INTL INC COM 169905106 16 209 SH   DFND 1.3 0 209 0
CHURCH & DWIGHT INC COM 171340102 2,774 35,894 SH   DFND 1 25,048 0 10,846
CHURCH & DWIGHT INC COM 171340102 4,367 56,498 SH   DFND 1.3 0 56,498 0
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CISCO SYS INC COM 17275R102 17,209 368,975 SH   DFND 1,2,3 0 368,975 0
CISCO SYS INC COM 17275R102 66,190 1,419,174 SH   DFND 1.3 0 1,419,174 0
CINTAS CORP COM 172908105 3,544 13,302 SH   DFND 1 13,227 0 75
CINTAS CORP COM 172908105 1,465 5,497 SH   DFND 1.3 0 5,497 0
CITIGROUP INC COM NEW 172967424 680 13,300 SH   DFND 1 0 0 13,300
CITIGROUP INC COM NEW 172967424 28,444 556,643 SH   DFND 1.3 0 556,643 0
CITIZENS FINANCIAL GROUP INC COM 174610105 2,024 80,177 SH   DFND 1 80,177 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 137 5,446 SH   DFND 1.3 0 5,446 0
CITRIX SYS INC COM 177376100 1,488 10,062 SH   DFND 1 10,062 0 0
CITRIX SYS INC COM 177376100 89 597 SH   DFND 1.3 0 597 0
CLOROX CO DEL COM 189054109 3,177 14,482 SH   DFND 1 11,204 0 3,278
CLOROX CO DEL COM 189054109 14,371 65,505 SH   DFND 1.3 0 65,505 0
COCA COLA CO COM 191216100 25,547 571,762 SH   DFND 1 544,017 0 27,745
COCA COLA CO COM 191216100 49,779 1,114,117 SH   DFND 1.3 0 1,114,117 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 946 12,229 SH   DFND 1.3 0 12,229 0
COGNEX CORP COM 192422103 1,675 28,056 SH   DFND 1 28,056 0 0
COGNEX CORP COM 192422103 21 358 SH   DFND 1.3 0 358 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,088 71,943 SH   DFND 1 71,943 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 235 4,139 SH   DFND 1.3 0 4,139 0
COLGATE PALMOLIVE CO COM 194162103 8,360 114,112 SH   DFND 1 113,412 700 0
COLGATE PALMOLIVE CO COM 194162103 9,483 129,440 SH   DFND 1,2,3 0 129,440 0
COLGATE PALMOLIVE CO COM 194162103 11,602 158,369 SH   DFND 1.3 0 158,369 0
COLONY STARWOOD HOMES NOTE 3.500% 19625XAB8 2,903 2,250,000 SH   DFND 1 0 0 0
COLONY STARWOOD HOMES NOTE 3.500% 19625XAB8 29,800 23,100,000 SH   DFND 1.3 0 0 0
COMCAST CORP NEW CL A 20030N101 25,457 653,115 SH   DFND 1 605,249 600 47,266
COMCAST CORP NEW CL A 20030N101 33,711 864,849 SH   DFND 1.3 0 864,849 0
COMERICA INC COM 200340107 399 10,484 SH   DFND 1 10,484 0 0
COMMERCIAL METALS CO COM 201723103 660 32,342 SH   DFND 1.3 0 32,342 0
CONAGRA BRANDS INC COM 205887102 2,990 85,032 SH   DFND 1 85,032 0 0
CONAGRA BRANDS INC COM 205887102 2,819 80,153 SH   DFND 1.3 0 80,153 0
CONCHO RES INC COM 20605P101 4,220 81,947 SH   DFND 1.3 0 81,947 0
CONOCOPHILLIPS COM 20825C104 10,615 252,632 SH   DFND 1,2,3 0 252,632 0
CONOCOPHILLIPS COM 20825C104 16,742 398,420 SH   DFND 1.3 0 398,420 0
CONSOLIDATED EDISON INC COM 209115104 17,701 246,091 SH   DFND 1 245,691 400 0
CONSOLIDATED EDISON INC COM 209115104 7,320 101,776 SH   DFND 1.3 0 101,776 0
CONSTELLATION BRANDS INC CL A 21036P108 6,883 39,339 SH   DFND 1 30,534 0 8,805
CONSTELLATION BRANDS INC CL A 21036P108 16,463 94,100 SH   DFND 1.3 0 94,100 0
COOPER COS INC COM NEW 216648402 3,194 11,258 SH   DFND 1 11,258 0 0
COOPER COS INC COM NEW 216648402 261 920 SH   DFND 1.3 0 920 0
COPART INC COM 217204106 2,817 33,830 SH   DFND 1 33,830 0 0
COPART INC COM 217204106 9,204 110,535 SH   DFND 1.3 0 110,535 0
CORESITE RLTY CORP COM 21870Q105 400 3,300 SH   DFND 1.3 0 3,300 0
CORELOGIC INC COM 21871D103 1,553 23,100 SH   DFND 1.3 0 23,100 0
COREPOINT LODGING INC COM 21872L104 476 113,000 SH   DFND 1.3 0 113,000 0
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COSTCO WHSL CORP NEW COM 22160K105 19,922 65,703 SH   DFND 1 61,496 0 4,207
COSTCO WHSL CORP NEW COM 22160K105 53,202 175,460 SH   DFND 1.3 0 175,460 0
COSTAR GROUP INC COM 22160N109 3,960 5,572 SH   DFND 1 5,572 0 0
COSTAR GROUP INC COM 22160N109 3,743 5,267 SH   DFND 1.3 0 5,267 0
CREDIT ACCEP CORP MICH COM 225310101 59 142 SH   DFND 1.3 0 142 0
CREE INC NOTE 0.875% 9/0 225447AB7 997 862,000 SH   DFND 1.3 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,260 55,330 SH   DFND 1 55,330 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 701 4,191 SH   DFND 1.3 0 4,191 0
CROWN HLDGS INC COM 228368106 514 7,885 SH   DFND 1 0 0 7,885
CROWN HLDGS INC COM 228368106 202 3,101 SH   DFND 1.3 0 3,101 0
CUBESMART COM 229663109 14,661 543,220 SH   DFND 1.3 0 543,220 0
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CUMMINS INC COM 231021106 24,683 142,466 SH   DFND 1.3 0 142,466 0
CURTISS WRIGHT CORP COM 231561101 1,482 16,593 SH   DFND 1.3 0 16,593 0
D R HORTON INC COM 23331A109 2,236 40,330 SH   DFND 1 40,330 0 0
D R HORTON INC COM 23331A109 6,728 121,350 SH   DFND 1.3 0 121,350 0
DTE ENERGY CO COM 233331107 416 3,874 SH   DFND 1.3 0 3,874 0
DANA INCORPORATED COM 235825205 569 46,718 SH   DFND 1.3 0 46,718 0
DANAHER CORPORATION COM 235851102 18,356 103,806 SH   DFND 1 100,316 0 3,490
DANAHER CORPORATION COM 235851102 20,069 113,495 SH   DFND 1.3 0 113,495 0
DARDEN RESTAURANTS INC COM 237194105 794 10,474 SH   DFND 1 0 0 10,474
DARDEN RESTAURANTS INC COM 237194105 316 4,175 SH   DFND 1.3 0 4,175 0
DAVITA INC COM 23918K108 297 3,743 SH   DFND 1 3,743 0 0
DAVITA INC COM 23918K108 5 67 SH   DFND 1.3 0 67 0
DECKERS OUTDOOR CORP COM 243537107 9,476 48,256 SH   DFND 1.3 0 48,256 0
DEERE & CO COM 244199105 6,456 41,083 SH   DFND 1 41,083 0 0
DEERE & CO COM 244199105 6,140 39,074 SH   DFND 1,2,3 0 39,074 0
DEERE & CO COM 244199105 5,414 34,451 SH   DFND 1.3 0 34,451 0
DELL TECHNOLOGIES INC CL C 24703L202 1,498 27,261 SH   DFND 1 27,261 0 0
DELL TECHNOLOGIES INC CL C 24703L202 19 345 SH   DFND 1.3 0 345 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,616 93,262 SH   DFND 1 93,262 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 180 6,439 SH   DFND 1.3 0 6,439 0
DENTSPLY SIRONA INC COM 24906P109 2,198 49,893 SH   DFND 1 49,893 0 0
DENTSPLY SIRONA INC COM 24906P109 147 3,341 SH   DFND 1.3 0 3,341 0
DESCARTES SYS GROUP INC COM 249906108 7,661 144,800 SH   DFND 1.3 0 144,800 0
DEXCOM INC COM 252131107 4,789 11,813 SH   DFND 1 11,813 0 0
DEXCOM INC COM 252131107 378 933 SH   DFND 1.3 0 933 0
DIGITAL RLTY TR INC COM 253868103 5,852 41,181 SH   DFND 1.3 0 41,181 0
DISNEY WALT CO COM DISNEY 254687106 28,171 252,634 SH   DFND 1 249,819 420 2,395
DISNEY WALT CO COM DISNEY 254687106 14,250 127,785 SH   DFND 1.3 0 127,785 0
DISCOVER FINL SVCS COM 254709108 3,709 74,046 SH   DFND 1 74,046 0 0
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DISCOVERY INC COM SER A 25470F104 1,083 51,311 SH   DFND 1 51,311 0 0
DISCOVERY INC COM SER A 25470F104 14 658 SH   DFND 1.3 0 658 0
DISH NETWORK CORPORATION CL A 25470M109 2,168 62,809 SH   DFND 1 61,545 0 1,264
DISH NETWORK CORPORATION CL A 25470M109 4,147 120,206 SH   DFND 1.3 0 120,206 0
DOCUSIGN INC COM 256163106 4,823 28,002 SH   DFND 1 20,397 0 7,605
DOCUSIGN INC COM 256163106 907 5,265 SH   DFND 1.3 0 5,265 0
DOLBY LABORATORIES INC COM CL A 25659T107 805 12,200 SH   DFND 1.3 0 12,200 0
DOMINION ENERGY INC COM 25746U109 268 3,305 SH   DFND 1.3 0 3,305 0
DOMINOS PIZZA INC COM 25754A201 2,332 6,314 SH   DFND 1 4,792 0 1,522
DOMINOS PIZZA INC COM 25754A201 12,217 33,071 SH   DFND 1.3 0 33,071 0
DOUGLAS EMMETT INC COM 25960P109 13,347 435,337 SH   DFND 1.3 0 435,337 0
DOVER CORP COM 260003108 3,151 32,627 SH   DFND 1 31,991 0 636
DOVER CORP COM 260003108 4,339 44,924 SH   DFND 1.3 0 44,924 0
DOW INC COM 260557103 35 853 SH   DFND 1.3 0 853 0
DROPBOX INC CL A 26210C104 552 25,344 SH   DFND 1 25,344 0 0
DROPBOX INC CL A 26210C104 7 329 SH   DFND 1.3 0 329 0
DUKE REALTY CORP COM NEW 264411505 9,037 255,365 SH   DFND 1.3 0 255,365 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,192 14,918 SH   DFND 1.3 0 14,918 0
DUNKIN BRANDS GROUP INC COM 265504100 1,226 18,800 SH   DFND 1.3 0 18,800 0
EOG RES INC COM 26875P101 12,033 237,524 SH   DFND 1.3 0 237,524 0
EPR PPTYS COM SH BEN INT 26884U109 5,640 170,217 SH   DFND 1.3 0 170,217 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,137 42,975 SH   DFND 1 42,182 0 793
E TRADE FINANCIAL CORP COM NEW 269246401 2,068 41,604 SH   DFND 1.3 0 41,604 0
EAGLE MATERIALS INC COM 26969P108 1,074 15,300 SH   DFND 1.3 0 15,300 0
EAST WEST BANCORP INC COM 27579R104 77 2,130 SH   DFND 1 2,130 0 0
EASTMAN CHEM CO COM 277432100 103 1,483 SH   DFND 1.3 0 1,483 0
EATON VANCE CORP COM NON VTG 278265103 70 1,800 SH   DFND 1.3 0 1,800 0
EBAY INC. COM 278642103 4,994 95,200 SH   DFND 1 95,200 0 0
EBAY INC. COM 278642103 750 14,309 SH   DFND 1.3 0 14,309 0
ECOLAB INC COM 278865100 9,210 46,292 SH   DFND 1 46,292 0 0
ECOLAB INC COM 278865100 14,392 72,342 SH   DFND 1.3 0 72,342 0
EDISON INTL COM 281020107 295 5,429 SH   DFND 1.3 0 5,429 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,561 109,405 SH   DFND 1 98,910 0 10,495
EDWARDS LIFESCIENCES CORP COM 28176E108 31,446 455,023 SH   DFND 1.3 0 455,023 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,559 72,699 SH   DFND 1 72,699 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 86 4,022 SH   DFND 1.3 0 4,022 0
ELDORADO GOLD CORP NEW COM 284902509 1,925 198,500 SH   DFND 1.3 0 198,500 0
ELECTRONIC ARTS INC COM 285512109 9,627 72,910 SH   DFND 1 67,039 0 5,871
ELECTRONIC ARTS INC COM 285512109 13,748 104,111 SH   DFND 1.3 0 104,111 0
EMCOR GROUP INC COM 29084Q100 793 11,984 SH   DFND 1.3 0 11,984 0
EMERSON ELEC CO COM 291011104 7,430 119,785 SH   DFND 1 113,421 1,000 5,364
EMERSON ELEC CO COM 291011104 9,572 154,313 SH   DFND 1,2,3 0 154,313 0
EMERSON ELEC CO COM 291011104 23,865 384,712 SH   DFND 1.3 0 384,712 0
EPAM SYS INC COM 29414B104 2,038 8,087 SH   DFND 1 7,367 0 720
EPAM SYS INC COM 29414B104 13,214 52,437 SH   DFND 1.3 0 52,437 0
EPAM SYS INC COM 29414B104 4,527 17,965 SH   DFND 2 0 0 17,965
EQUINIX INC COM 29444U700 9,159 13,039 SH   DFND 1 11,585 0 1,454
EQUINIX INC COM 29444U700 33,695 47,979 SH   DFND 1.3 0 47,979 0
EQUITABLE HLDGS INC COM 29452E101 2,463 127,678 SH   DFND 1 127,678 0 0
EQUITABLE HLDGS INC COM 29452E101 175 9,066 SH   DFND 1.3 0 9,066 0
EQUITY COMWLTH COM SH BEN INT 294628102 383 11,900 SH   DFND 1.3 0 11,900 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 29,212 467,548 SH   DFND 1.3 0 467,548 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,472 93,033 SH   DFND 1 93,033 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 348 5,910 SH   DFND 1.3 0 5,910 0
ERIE INDTY CO CL A 29530P102 583 3,045 SH   DFND 1 2,671 0 374
ERIE INDTY CO CL A 29530P102 3,452 17,995 SH   DFND 1.3 0 17,995 0
ESSENTIAL UTILS INC COM 29670G102 877 20,751 SH   DFND 1.3 0 20,751 0
ESSEX PPTY TR INC COM 297178105 27,975 122,071 SH   DFND 1.3 0 122,071 0
EURONET WORLDWIDE INC COM 298736109 772 8,052 SH   DFND 1.3 0 8,052 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 597 625,000 SH   DFND 1.3 0 0 0
EVERGY INC COM 30034W106 3,793 63,966 SH   DFND 1.3 0 63,966 0
EVERSOURCE ENERGY COM 30040W108 23,621 283,665 SH   DFND 1 283,665 0 0
EVERSOURCE ENERGY COM 30040W108 4,331 52,016 SH   DFND 1,2,3 0 52,016 0
EVERSOURCE ENERGY COM 30040W108 17,103 205,382 SH   DFND 1.3 0 205,382 0
EXELON CORP COM 30161N101 3,415 94,097 SH   DFND 1.3 0 94,097 0
EXELIXIS INC COM 30161Q104 524 22,100 SH   DFND 1.3 0 22,100 0
EXPEDIA GROUP INC COM NEW 30212P303 1,261 15,335 SH   DFND 1 15,335 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,272 27,636 SH   DFND 1.3 0 27,636 0
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EXPONENT INC COM 30214U102 136 1,683 SH   DFND 1.3 0 1,683 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 501 44,786 SH   DFND 1.3 0 44,786 0
EXTRA SPACE STORAGE INC COM 30225T102 14,852 160,784 SH   DFND 1.3 0 160,784 0
EXXON MOBIL CORP COM 30231G102 36 800 SH   DFND 1 0 800 0
EXXON MOBIL CORP COM 30231G102 9,412 210,467 SH   DFND 1.3 0 210,467 0
F M C CORP COM NEW 302491303 3,844 38,594 SH   DFND 1 38,594 0 0
F M C CORP COM NEW 302491303 609 6,114 SH   DFND 1.3 0 6,114 0
FACEBOOK INC CL A 30303M102 5,407 23,810 SH   DFND 1 0 0 23,810
FACEBOOK INC CL A 30303M102 38,265 168,516 SH   DFND 1.3 0 168,516 0
FACTSET RESH SYS INC COM 303075105 1,736 5,286 SH   DFND 1 5,286 0 0
FACTSET RESH SYS INC COM 303075105 250 762 SH   DFND 1.3 0 762 0
FASTENAL CO COM 311900104 3,407 79,539 SH   DFND 1 79,539 0 0
FASTENAL CO COM 311900104 312 7,271 SH   DFND 1.3 0 7,271 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 119 1,400 SH   DFND 1.3 0 1,400 0
FEDEX CORP COM 31428X106 5,651 40,304 SH   DFND 1 40,304 0 0
FEDEX CORP COM 31428X106 398 2,841 SH   DFND 1.3 0 2,841 0
F5 NETWORKS INC COM 315616102 421 3,022 SH   DFND 1 3,022 0 0
F5 NETWORKS INC COM 315616102 9,346 67,004 SH   DFND 1.3 0 67,004 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,230 83,746 SH   DFND 1 83,746 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 728 5,435 SH   DFND 1.3 0 5,435 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,015 33,086 SH   DFND 1 33,086 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 622 20,285 SH   DFND 1.3 0 20,285 0
FIFTH THIRD BANCORP COM 316773100 2,874 149,033 SH   DFND 1 144,999 1,100 2,934
FIFTH THIRD BANCORP COM 316773100 4,350 225,664 SH   DFND 1.3 0 225,664 0
58 COM INC SPON ADR REP A 31680Q104 960 17,800 SH   DFND 1.3 0 17,800 0
51JOB INC SPONSORED ADS 316827104 804 11,200 SH   DFND 1.3 0 11,200 0
FIRST AMERN FINL CORP COM 31847R102 1,027 21,400 SH   DFND 1.3 0 21,400 0
FIRST INDL RLTY TR INC COM 32054K103 277 7,200 SH   DFND 1.3 0 7,200 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,984 18,715 SH   DFND 1 18,715 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 178 1,685 SH   DFND 1.3 0 1,685 0
FIRSTCASH INC COM 33767D105 40 600 SH   DFND 1.3 0 600 0
FISERV INC COM 337738108 7,682 78,699 SH   DFND 1 78,699 0 0
FISERV INC COM 337738108 480 4,923 SH   DFND 1.3 0 4,923 0
FIVE9 INC COM 338307101 1,065 9,622 SH   DFND 1 0 0 9,622
FIVE9 INC COM 338307101 528 4,773 SH   DFND 1.3 0 4,773 0
FLEETCOR TECHNOLOGIES INC COM 339041105 48,794 193,989 SH   DFND 1 71,678 0 122,311
FLEETCOR TECHNOLOGIES INC COM 339041105 107,148 425,986 SH   DFND 1.3 0 425,986 0
FLOWERS FOODS INC COM 343498101 850 38,000 SH   DFND 1.3 0 38,000 0
FORD MTR CO DEL COM 345370860 4,933 811,300 SH   DFND 1 811,300 0 0
FORD MTR CO DEL COM 345370860 754 123,989 SH   DFND 1.3 0 123,989 0
FORTIS INC COM 349553107 41 1,077 SH   DFND 1.3 0 1,077 0
FORTINET INC COM 34959E109 2,629 19,152 SH   DFND 1 19,152 0 0
FORTINET INC COM 34959E109 5,755 41,922 SH   DFND 1.3 0 41,922 0
FORTIVE CORP COM 34959J108 3,764 55,629 SH   DFND 1 51,391 0 4,238
FORTIVE CORP COM 34959J108 3,433 50,723 SH   DFND 1.3 0 50,723 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 1,137 1,158,000 SH   DFND 1.3 0 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,404 37,612 SH   DFND 1 37,612 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 186 2,904 SH   DFND 1.3 0 2,904 0
FOX CORP CL A COM 35137L105 2,561 95,492 SH   DFND 1 95,492 0 0
FOX CORP CL A COM 35137L105 7,059 263,176 SH   DFND 1.3 0 263,176 0
FOX CORP CL B COM 35137L204 2,236 83,294 SH   DFND 1 83,294 0 0
FOX CORP CL B COM 35137L204 284 10,593 SH   DFND 1.3 0 10,593 0
FRANKLIN RESOURCES INC COM 354613101 1,173 55,928 SH   DFND 1 55,928 0 0
FRANKLIN RESOURCES INC COM 354613101 70 3,345 SH   DFND 1.3 0 3,345 0
GCI LIBERTY INC COM CLASS A 36164V305 1,453 20,424 SH   DFND 1.3 0 20,424 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,768 22,200 SH   DFND 1,2,3 0 22,200 0
GALLAGHER ARTHUR J & CO COM 363576109 2,182 22,382 SH   DFND 1 22,382 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,746 28,169 SH   DFND 1.3 0 28,169 0
GARTNER INC COM 366651107 600 4,939 SH   DFND 1 4,649 0 290
GARTNER INC COM 366651107 2,535 20,890 SH   DFND 1.3 0 20,890 0
GENERAL ELECTRIC CO COM 369604103 8,842 1,294,546 SH   DFND 1 1,294,546 0 0
GENERAL ELECTRIC CO COM 369604103 631 92,379 SH   DFND 1.3 0 92,379 0
GENERAL MLS INC COM 370334104 6,613 107,275 SH   DFND 1 106,679 0 596
GENERAL MLS INC COM 370334104 11,702 189,820 SH   DFND 1.3 0 189,820 0
GENTEX CORP COM 371901109 7,558 293,282 SH   DFND 1.3 0 293,282 0
GILEAD SCIENCES INC COM 375558103 12,536 162,934 SH   DFND 1 147,267 500 15,167
GILEAD SCIENCES INC COM 375558103 56,375 732,700 SH   DFND 1.3 0 732,700 0
GLOBAL PMTS INC COM 37940X102 8,007 47,203 SH   DFND 1 41,826 0 5,377
GLOBAL PMTS INC COM 37940X102 813 4,791 SH   DFND 1.3 0 4,791 0
GLOBE LIFE INC COM 37959E102 1,082 14,558 SH   DFND 1 13,932 0 626
GLOBE LIFE INC COM 37959E102 5,570 75,040 SH   DFND 1.3 0 75,040 0
GODADDY INC CL A 380237107 6,378 86,964 SH   DFND 1 86,964 0 0
GODADDY INC CL A 380237107 9,496 129,493 SH   DFND 1.3 0 129,493 0
GRACE W R & CO DEL NEW COM 38388F108 1,053 20,711 SH   DFND 1.3 0 20,711 0
GRAFTECH INTL LTD COM 384313508 4,605 577,012 SH   DFND 1.3 0 577,012 0
GRAINGER W W INC COM 384802104 2,150 6,845 SH   DFND 1 6,745 100 0
GRAINGER W W INC COM 384802104 216 689 SH   DFND 1.3 0 689 0
GRAND CANYON ED INC COM 38526M106 12 138 SH   DFND 1.3 0 138 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 16,973 328,730 SH   DFND 1.3 0 328,730 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,182 84,500 SH   DFND 1.3 0 84,500 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,173 10,572 SH   DFND 1 10,572 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 15 135 SH   DFND 1.3 0 135 0
HCA HEALTHCARE INC COM 40412C101 3,209 33,054 SH   DFND 1 33,054 0 0
HCA HEALTHCARE INC COM 40412C101 238 2,455 SH   DFND 1.3 0 2,455 0
HD SUPPLY HLDGS INC COM 40416M105 747 21,558 SH   DFND 1 21,558 0 0
HD SUPPLY HLDGS INC COM 40416M105 80 2,308 SH   DFND 1.3 0 2,308 0
HP INC COM 40434L105 2,647 151,841 SH   DFND 1 148,341 3,500 0
HP INC COM 40434L105 130 7,450 SH   DFND 1.3 0 7,450 0
HALLIBURTON CO COM 406216101 2,312 178,088 SH   DFND 1 174,155 0 3,933
HALLIBURTON CO COM 406216101 1,934 148,918 SH   DFND 1.3 0 148,918 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,676 43,483 SH   DFND 1 43,483 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,558 40,417 SH   DFND 1.3 0 40,417 0
HASBRO INC COM 418056107 1,322 17,655 SH   DFND 1 17,655 0 0
HASBRO INC COM 418056107 100 1,335 SH   DFND 1.3 0 1,335 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 105 2,900 SH   DFND 1.3 0 2,900 0
HEALTHPEAK PROPERTIES INC COM 42250P103 4,216 152,979 SH   DFND 1 151,962 0 1,017
HEALTHPEAK PROPERTIES INC COM 42250P103 29,230 1,060,630 SH   DFND 1.3 0 1,060,630 0
HENRY JACK & ASSOC INC COM 426281101 1,315 7,139 SH   DFND 1 6,141 0 998
HENRY JACK & ASSOC INC COM 426281101 1,605 8,725 SH   DFND 1.3 0 8,725 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 31 5,400 SH   DFND 1.3 0 5,400 0
HERSHEY CO COM 427866108 5,260 40,578 SH   DFND 1 35,325 0 5,253
HERSHEY CO COM 427866108 30,363 234,254 SH   DFND 1.3 0 234,254 0
HESS CORP COM 42809H107 2,019 38,952 SH   DFND 1.3 0 38,952 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,703 175,022 SH   DFND 1 175,022 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 22 2,230 SH   DFND 1.3 0 2,230 0
HEXCEL CORP NEW COM 428291108 9 192 SH   DFND 1.3 0 192 0
HIGHWOODS PPTYS INC COM 431284108 4,877 130,634 SH   DFND 1.3 0 130,634 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 265 3,612 SH   DFND 1.3 0 3,612 0
HOLOGIC INC COM 436440101 2,555 44,828 SH   DFND 1 44,828 0 0
HOLOGIC INC COM 436440101 1,782 31,245 SH   DFND 1.3 0 31,245 0
HOME DEPOT INC COM 437076102 32,091 128,101 SH   DFND 1 124,216 0 3,885
HOME DEPOT INC COM 437076102 35,460 141,555 SH   DFND 1.3 0 141,555 0
HONEYWELL INTL INC COM 438516106 16,511 114,186 SH   DFND 1.3 0 114,186 0
HOST HOTELS & RESORTS INC COM 44107P104 1,445 133,842 SH   DFND 1 133,842 0 0
HOST HOTELS & RESORTS INC COM 44107P104 106 9,780 SH   DFND 1.3 0 9,780 0
HOULIHAN LOKEY INC CL A 441593100 1,340 24,100 SH   DFND 1.3 0 24,100 0
HOWARD HUGHES CORP COM 44267D107 468 9,000 SH   DFND 1.3 0 9,000 0
HOWMET AEROSPACE INC COM 443201108 36 2,300 SH   DFND 1.3 0 2,300 0
HUBBELL INC COM 443510607 4,774 38,080 SH   DFND 1.3 0 38,080 0
HUMANA INC COM 444859102 7,631 19,681 SH   DFND 1 15,284 0 4,397
HUMANA INC COM 444859102 14,394 37,124 SH   DFND 1.3 0 37,124 0
HUNTINGTON BANCSHARES INC COM 446150104 1,108 122,613 SH   DFND 1 122,613 0 0
HUNTINGTON BANCSHARES INC COM 446150104 39 4,316 SH   DFND 1.3 0 4,316 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,963 11,252 SH   DFND 1.3 0 11,252 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,286 11,100 SH   DFND 1.3 0 11,100 0
IDACORP INC COM 451107106 613 7,013 SH   DFND 1.3 0 7,013 0
IDEX CORP COM 45167R104 2,086 13,198 SH   DFND 1 13,198 0 0
IDEX CORP COM 45167R104 8,553 54,116 SH   DFND 1.3 0 54,116 0
IDEXX LABS INC COM 45168D104 5,006 15,161 SH   DFND 1 13,492 0 1,669
IDEXX LABS INC COM 45168D104 11,026 33,399 SH   DFND 1.3 0 33,399 0
ILLINOIS TOOL WKS INC COM 452308109 8,788 50,262 SH   DFND 1 50,262 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,522 60,179 SH   DFND 1.3 0 60,179 0
ILLUMINA INC COM 452327109 50,478 136,298 SH   DFND 1 52,750 0 83,548
ILLUMINA INC COM 452327109 99,993 269,996 SH   DFND 1.3 0 269,996 0
ILLUMINA INC NOTE 8/1 452327AK5 4,505 4,145,000 SH   DFND 1 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 42,514 39,116,000 SH   DFND 1.3 0 0 0
INCYTE CORP COM 45337C102 2,724 26,205 SH   DFND 1 23,438 0 2,767
INCYTE CORP COM 45337C102 37,403 359,771 SH   DFND 1.3 0 359,771 0
INGERSOLL RAND INC COM 45687V106 1,545 54,918 SH   DFND 1 54,918 0 0
INGERSOLL RAND INC COM 45687V106 53 1,892 SH   DFND 1.3 0 1,892 0
INGREDION INC COM 457187102 4,345 52,346 SH   DFND 1.3 0 52,346 0
INSULET CORP COM 45784P101 1,684 8,669 SH   DFND 1 8,669 0 0
INSULET CORP COM 45784P101 157 804 SH   DFND 1.3 0 804 0
INTEL CORP COM 458140100 30,128 503,557 SH   DFND 1 498,790 2,100 2,667
INTEL CORP COM 458140100 11,560 193,207 SH   DFND 1,2,3 0 193,207 0
INTEL CORP COM 458140100 17,495 292,418 SH   DFND 1.3 0 292,418 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 50 1,200 SH   DFND 1.3 0 1,200 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,530 82,200 SH   DFND 1 82,200 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,260 24,672 SH   DFND 1.3 0 24,672 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12,865 106,518 SH   DFND 1 106,518 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 820 6,794 SH   DFND 1.3 0 6,794 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,030 16,582 SH   DFND 1 16,582 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 164 1,339 SH   DFND 1.3 0 1,339 0
INTL PAPER CO COM 460146103 2,128 60,438 SH   DFND 1 60,438 0 0
INTL PAPER CO COM 460146103 117 3,304 SH   DFND 1.3 0 3,304 0
INTERPUBLIC GROUP COS INC COM 460690100 2,771 161,514 SH   DFND 1 158,514 3,000 0
INTERPUBLIC GROUP COS INC COM 460690100 1,564 91,053 SH   DFND 1.3 0 91,053 0
INTUIT COM 461202103 76,914 259,679 SH   DFND 1 113,084 175 146,420
INTUIT COM 461202103 239,984 810,237 SH   DFND 1.3 0 810,237 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,604 22,117 SH   DFND 1 20,857 0 1,260
INTUITIVE SURGICAL INC COM NEW 46120E602 39,321 69,006 SH   DFND 1.3 0 69,006 0
INVITATION HOMES INC COM 46187W107 208 7,546 SH   DFND 1.3 0 7,546 0
IONIS PHARMACEUTICALS INC COM 462222100 747 12,677 SH   DFND 1 12,677 0 0
IONIS PHARMACEUTICALS INC COM 462222100 92 1,558 SH   DFND 1.3 0 1,558 0
IQVIA HLDGS INC COM 46266C105 4,917 34,651 SH   DFND 1 34,651 0 0
IQVIA HLDGS INC COM 46266C105 297 2,088 SH   DFND 1.3 0 2,088 0
IQIYI INC SPONSORED ADS 46267X108 916 39,500 SH   DFND 1.3 0 39,500 0
IRON MTN INC NEW COM 46284V101 8 297 SH   DFND 1.3 0 297 0
ISHARES TR NASDAQ BIOTECH 464287556 1,182 8,649 SH   DFND 3 0 0 8,649
ISHARES INC CORE MSCI EMKT 46434G103 6,985 146,740 SH   DFND 1 0 0 146,740
JPMORGAN CHASE & CO COM 46625H100 36,570 388,808 SH   DFND 1 381,321 600 6,887
JPMORGAN CHASE & CO COM 46625H100 4,490 47,732 SH   DFND 1,2,3 0 47,732 0
JPMORGAN CHASE & CO COM 46625H100 40,417 429,699 SH   DFND 1.3 0 429,699 0
JD.COM INC SPON ADR CL A 47215P106 5,294 87,972 SH   DFND 1,2,3 0 87,972 0
JD.COM INC SPON ADR CL A 47215P106 19,454 323,255 SH   DFND 1.3 0 323,255 0
JOHNSON & JOHNSON COM 478160104 14,763 104,976 SH   DFND 1,2,3 0 104,976 0
JOHNSON & JOHNSON COM 478160104 72,603 516,272 SH   DFND 1.3 0 516,272 0
JONES LANG LASALLE INC COM 48020Q107 302 2,916 SH   DFND 1 2,916 0 0
JONES LANG LASALLE INC COM 48020Q107 1,225 11,837 SH   DFND 1.3 0 11,837 0
KLA CORP COM NEW 482480100 4,761 24,482 SH   DFND 1 22,182 0 2,300
KLA CORP COM NEW 482480100 4,592 23,611 SH   DFND 1.3 0 23,611 0
KADANT INC COM 48282T104 2,193 22,000 SH   DFND 1.3 0 22,000 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,973 19,912 SH   DFND 1 19,156 0 756
KANSAS CITY SOUTHERN COM NEW 485170302 7,549 50,555 SH   DFND 1.3 0 50,555 0
KELLOGG CO COM 487836108 53 800 SH   DFND 1 0 800 0
KEYCORP COM 493267108 2,197 180,341 SH   DFND 1 180,341 0 0
KEYCORP COM 493267108 88 7,197 SH   DFND 1.3 0 7,197 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,058 10,500 SH   DFND 1.3 0 10,500 0
KIMBERLY CLARK CORP COM 494368103 509 3,600 SH   DFND 1 0 0 3,600
KIMBERLY CLARK CORP COM 494368103 5,824 41,200 SH   DFND 1,2,3 0 41,200 0
KIMBERLY CLARK CORP COM 494368103 26,561 187,916 SH   DFND 1.3 0 187,916 0
KINROSS GOLD CORP COM 496902404 3,565 493,698 SH   DFND 1 493,698 0 0
KINROSS GOLD CORP COM 496902404 167 23,002 SH   DFND 1.3 0 23,002 0
KINROSS GOLD CORP COM 496902404 3,971 550,000 SH   DFND 2 0 0 550,000
KINSALE CAP GROUP INC COM 49714P108 1,241 8,001 SH   DFND 1.3 0 8,001 0
KIRKLAND LAKE GOLD LTD COM 49741E100 2,793 67,709 SH   DFND 1.3 0 67,709 0
KONTOOR BRANDS INC COM 50050N103 175 9,864 SH   DFND 1.3 0 9,864 0
KROGER CO COM 501044101 3,778 111,598 SH   DFND 1 109,766 0 1,832
KROGER CO COM 501044101 5,736 169,434 SH   DFND 1.3 0 169,434 0
LKQ CORP COM 501889208 902 34,453 SH   DFND 1 34,453 0 0
LKQ CORP COM 501889208 64 2,448 SH   DFND 1.3 0 2,448 0
LCI INDS COM 50189K103 1,311 11,400 SH   DFND 1.3 0 11,400 0
LPL FINL HLDGS INC COM 50212V100 3,888 49,594 SH   DFND 1.3 0 49,594 0
L3HARRIS TECHNOLOGIES INC COM 502431109 150 885 SH   DFND 1.3 0 885 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,102 12,660 SH   DFND 1 12,660 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 128 774 SH   DFND 1.3 0 774 0
LAM RESEARCH CORP COM 512807108 10,250 31,692 SH   DFND 1 22,855 0 8,837
LAM RESEARCH CORP COM 512807108 13,469 41,638 SH   DFND 1.3 0 41,638 0
LAMAR ADVERTISING CO NEW CL A 512816109 461 6,900 SH   DFND 1.3 0 6,900 0
LANCASTER COLONY CORP COM 513847103 1,659 10,714 SH   DFND 1.3 0 10,714 0
LAS VEGAS SANDS CORP COM 517834107 9,195 201,907 SH   DFND 1,2,3 0 201,907 0
LAS VEGAS SANDS CORP COM 517834107 6,397 140,478 SH   DFND 1.3 0 140,478 0
LAUDER ESTEE COS INC CL A 518439104 54,253 287,534 SH   DFND 1 94,887 100 192,547
LAUDER ESTEE COS INC CL A 518439104 79,232 419,930 SH   DFND 1.3 0 419,930 0
LEAR CORP COM NEW 521865204 1,129 10,363 SH   DFND 1 10,363 0 0
LEAR CORP COM NEW 521865204 153 1,397 SH   DFND 1.3 0 1,397 0
LEGGETT & PLATT INC COM 524660107 21 600 SH   DFND 1.3 0 600 0
LENNAR CORP CL A 526057104 2,382 38,665 SH   DFND 1 32,365 0 6,300
LENNAR CORP CL A 526057104 1,997 32,394 SH   DFND 1.3 0 32,394 0
LENNOX INTL INC COM 526107107 300 1,286 SH   DFND 1 1,286 0 0
LENNOX INTL INC COM 526107107 6 27 SH   DFND 1.3 0 27 0
LIBERTY BROADBAND CORP COM SER A 530307107 1,368 11,198 SH   DFND 1.3 0 11,198 0
LIBERTY BROADBAND CORP COM SER C 530307305 4,388 35,401 SH   DFND 1.3 0 35,401 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 2,964 86,048 SH   DFND 1 86,048 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 296 8,604 SH   DFND 1.3 0 8,604 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 3,529 111,309 SH   DFND 1.3 0 111,309 0
LIFE STORAGE INC COM 53223X107 18,377 193,545 SH   DFND 1.3 0 193,545 0
LILLY ELI & CO COM 532457108 22,001 134,002 SH   DFND 1 111,267 0 22,735
LILLY ELI & CO COM 532457108 96,221 586,072 SH   DFND 1.3 0 586,072 0
LINCOLN NATL CORP IND COM 534187109 1,444 39,251 SH   DFND 1 39,251 0 0
LINCOLN NATL CORP IND COM 534187109 51 1,368 SH   DFND 1.3 0 1,368 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,449 32,692 SH   DFND 1 30,382 0 2,310
LIVE NATION ENTERTAINMENT IN COM 538034109 3,832 86,444 SH   DFND 1.3 0 86,444 0
LIVERAMP HLDGS INC COM 53815P108 1,109 26,100 SH   DFND 1.3 0 26,100 0
LOEWS CORP COM 540424108 938 27,355 SH   DFND 1 26,321 0 1,034
LOEWS CORP COM 540424108 866 25,256 SH   DFND 1.3 0 25,256 0
LOWES COS INC COM 548661107 12,420 91,920 SH   DFND 1 91,292 400 228
LOWES COS INC COM 548661107 10,004 74,045 SH   DFND 1.3 0 74,045 0
LULULEMON ATHLETICA INC COM 550021109 6,111 19,583 SH   DFND 1 16,781 0 2,802
LULULEMON ATHLETICA INC COM 550021109 20,619 66,085 SH   DFND 1.3 0 66,085 0
M & T BK CORP COM 55261F104 1,412 13,577 SH   DFND 1 13,377 200 0
M & T BK CORP COM 55261F104 2,996 28,819 SH   DFND 1.3 0 28,819 0
MGE ENERGY INC COM 55277P104 116 1,800 SH   DFND 1.3 0 1,800 0
MGIC INVT CORP WIS COM 552848103 2,572 314,004 SH   DFND 1.3 0 314,004 0
MSC INDL DIRECT INC CL A 553530106 364 5,005 SH   DFND 1.3 0 5,005 0
MSCI INC COM 55354G100 3,937 11,796 SH   DFND 1 11,796 0 0
MSCI INC COM 55354G100 377 1,128 SH   DFND 1.3 0 1,128 0
MACERICH CO COM 554382101 778 86,700 SH   DFND 1.3 0 86,700 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 1,096 7,458 SH   DFND 1.3 0 7,458 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,824 65,392 SH   DFND 1.3 0 65,392 0
MAGNA INTL INC COM 559222401 4,353 97,750 SH   DFND 1.3 0 97,750 0
MANULIFE FINL CORP COM 56501R106 3,791 278,411 SH   DFND 1 257,903 0 20,508
MANULIFE FINL CORP COM 56501R106 4,301 315,790 SH   DFND 1.3 0 315,790 0
MARATHON PETE CORP COM 56585A102 7,933 212,194 SH   DFND 1 212,194 0 0
MARATHON PETE CORP COM 56585A102 737 19,716 SH   DFND 1.3 0 19,716 0
MARKEL CORP COM 570535104 2,094 2,268 SH   DFND 1 2,268 0 0
MARKEL CORP COM 570535104 193 209 SH   DFND 1.3 0 209 0
MARKETAXESS HLDGS INC COM 57060D108 2,524 5,039 SH   DFND 1 4,791 0 248
MARKETAXESS HLDGS INC COM 57060D108 1,840 3,674 SH   DFND 1.3 0 3,674 0
MARSH & MCLENNAN COS INC COM 571748102 8,592 80,025 SH   DFND 1 80,025 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,214 57,871 SH   DFND 1,2,3 0 57,871 0
MARSH & MCLENNAN COS INC COM 571748102 9,744 90,752 SH   DFND 1.3 0 90,752 0
MARRIOTT INTL INC NEW CL A 571903202 4,897 57,118 SH   DFND 1 55,930 0 1,188
MARRIOTT INTL INC NEW CL A 571903202 4,654 54,284 SH   DFND 1.3 0 54,284 0
MARTIN MARIETTA MATLS INC COM 573284106 3,962 19,179 SH   DFND 1,2,3 0 19,179 0
MARTIN MARIETTA MATLS INC COM 573284106 4,813 23,301 SH   DFND 1.3 0 23,301 0
MASCO CORP COM 574599106 1,531 30,485 SH   DFND 1 30,485 0 0
MASCO CORP COM 574599106 4,069 81,047 SH   DFND 1.3 0 81,047 0
MASIMO CORP COM 574795100 1,361 5,971 SH   DFND 1.3 0 5,971 0
MASTERCARD INCORPORATED CL A 57636Q104 45,626 154,296 SH   DFND 1 23,429 0 130,867
MASTERCARD INCORPORATED CL A 57636Q104 159,308 538,745 SH   DFND 1.3 0 538,745 0
MATCH GROUP INC COM 57665R106 110 1,026 SH   DFND 1 1,026 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,342 71,631 SH   DFND 1 67,805 0 3,826
MAXIM INTEGRATED PRODS INC COM 57772K101 3,872 63,890 SH   DFND 1,2,3 0 63,890 0
MAXIM INTEGRATED PRODS INC COM 57772K101 27,171 448,295 SH   DFND 1.3 0 448,295 0
MCCORMICK & CO INC COM NON VTG 579780206 47,641 265,542 SH   DFND 1 79,599 0 185,943
MCCORMICK & CO INC COM NON VTG 579780206 67,992 378,977 SH   DFND 1.3 0 378,977 0
MCDONALDS CORP COM 580135101 19,302 104,636 SH   DFND 1 103,521 200 915
MCDONALDS CORP COM 580135101 5,699 30,891 SH   DFND 1,2,3 0 30,891 0
MCDONALDS CORP COM 580135101 7,697 41,725 SH   DFND 1.3 0 41,725 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,643 512,924 SH   DFND 1.3 0 512,924 0
MEDPACE HLDGS INC COM 58506Q109 325 3,500 SH   DFND 1.3 0 3,500 0
MERCADOLIBRE INC COM 58733R102 5,499 5,579 SH   DFND 1 5,579 0 0
MERCADOLIBRE INC COM 58733R102 731 741 SH   DFND 1.3 0 741 0
MERCK & CO. INC COM 58933Y105 27,778 359,223 SH   DFND 1 332,085 850 26,288
MERCK & CO. INC COM 58933Y105 9,106 117,745 SH   DFND 1,2,3 0 117,745 0
MERCK & CO. INC COM 58933Y105 38,566 498,754 SH   DFND 1.3 0 498,754 0
METLIFE INC COM 59156R108 5,891 161,291 SH   DFND 1 149,891 700 10,700
METLIFE INC COM 59156R108 5,050 138,305 SH   DFND 1.3 0 138,305 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,402 4,223 SH   DFND 1 3,723 0 500
METTLER TOLEDO INTERNATIONAL COM 592688105 12,718 15,787 SH   DFND 1.3 0 15,787 0
MICROSOFT CORP COM 594918104 286,501 1,407,798 SH   DFND 1 1,009,338 750 397,710
MICROSOFT CORP COM 594918104 38,251 187,954 SH   DFND 1,2,3 0 187,954 0
MICROSOFT CORP COM 594918104 654,399 3,215,566 SH   DFND 1.3 0 3,215,566 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,243 21,300 SH   DFND 1.3 0 21,300 0
MID-AMER APT CMNTYS INC COM 59522J103 3,155 27,511 SH   DFND 1.3 0 27,511 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,215 132,200 SH   DFND 1.3 0 132,200 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,833 417,083 SH   DFND 2 0 0 417,083
MONDELEZ INTL INC CL A 609207105 16,473 322,174 SH   DFND 1 280,189 0 41,985
MONDELEZ INTL INC CL A 609207105 31,568 617,445 SH   DFND 1.3 0 617,445 0
MONGODB INC CL A 60937P106 4,109 18,157 SH   DFND 1 18,157 0 0
MONGODB INC CL A 60937P106 52 230 SH   DFND 1.3 0 230 0
MONOLITHIC PWR SYS INC COM 609839105 537 2,267 SH   DFND 1 0 0 2,267
MONOLITHIC PWR SYS INC COM 609839105 2,114 8,919 SH   DFND 1.3 0 8,919 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,548 80,035 SH   DFND 1 80,035 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 11,049 159,390 SH   DFND 1.3 0 159,390 0
MOODYS CORP COM 615369105 67,835 246,912 SH   DFND 1 106,291 0 140,621
MOODYS CORP COM 615369105 171,373 623,799 SH   DFND 1.3 0 623,799 0
MORGAN STANLEY COM NEW 617446448 10,365 214,586 SH   DFND 1 214,586 0 0
MORGAN STANLEY COM NEW 617446448 780 16,147 SH   DFND 1.3 0 16,147 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,626 25,881 SH   DFND 1 15,998 0 9,883
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,349 16,765 SH   DFND 1.3 0 16,765 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,708 3,650,000 SH   DFND 1 0 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 38,033 37,433,000 SH   DFND 1.3 0 0 0
NVR INC COM 62944T105 988 303 SH   DFND 1 292 0 11
NVR INC COM 62944T105 2,050 629 SH   DFND 1.3 0 629 0
NASDAQ INC COM 631103108 50,064 419,040 SH   DFND 1 146,671 0 272,369
NASDAQ INC COM 631103108 114,217 956,029 SH   DFND 1.3 0 956,029 0
NATIONAL HEALTH INVS INC COM 63633D104 4,996 82,280 SH   DFND 1.3 0 82,280 0
NATIONAL OILWELL VARCO INC COM 637071101 5 400 SH   DFND 1.3 0 400 0
NATIONAL RETAIL PROPERTIES I COM 637417106 1,903 53,642 SH   DFND 1 53,642 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 67 1,888 SH   DFND 1.3 0 1,888 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 10,377 362,060 SH   DFND 1.3 0 362,060 0
NETAPP INC COM 64110D104 1,229 27,664 SH   DFND 1 26,002 0 1,662
NETAPP INC COM 64110D104 3,308 74,565 SH   DFND 1.3 0 74,565 0
NETFLIX INC COM 64110L106 61,846 135,913 SH   DFND 1 79,490 0 56,423
NETFLIX INC COM 64110L106 109,047 239,644 SH   DFND 1.3 0 239,644 0
NETEASE INC SPONSORED ADS 64110W102 4,680 10,900 SH   DFND 1,2,3 0 10,900 0
NETEASE INC SPONSORED ADS 64110W102 5,776 13,449 SH   DFND 1.3 0 13,449 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,273 10,433 SH   DFND 1 10,433 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 134 1,103 SH   DFND 1.3 0 1,103 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 9,640 74,022 SH   DFND 1.3 0 74,022 0
NEWELL BRANDS INC COM 651229106 1,051 66,142 SH   DFND 1 66,142 0 0
NEWELL BRANDS INC COM 651229106 33 2,083 SH   DFND 1.3 0 2,083 0
NEWMARKET CORP COM 651587107 72 181 SH   DFND 1.3 0 181 0
NEWMONT CORP COM 651639106 10,753 174,164 SH   DFND 1 174,164 0 0
NEWMONT CORP COM 651639106 1,280 20,728 SH   DFND 1.3 0 20,728 0
NEWS CORP NEW CL A 65249B109 3,023 254,833 SH   DFND 1 254,833 0 0
NEWS CORP NEW CL A 65249B109 295 24,848 SH   DFND 1.3 0 24,848 0
NEXTERA ENERGY INC COM 65339F101 9,540 39,719 SH   DFND 1.3 0 39,719 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART I 65341B106 154 3,012 SH   DFND 1.3 0 3,012 0
NIKE INC CL B 654106103 16,152 164,731 SH   DFND 1 163,535 0 1,196
NIKE INC CL B 654106103 12,496 127,449 SH   DFND 1.3 0 127,449 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 631 24,800 SH   DFND 1.3 0 24,800 0
NORDSON CORP COM 655663102 13,232 69,749 SH   DFND 1 65,110 0 4,639
NORDSON CORP COM 655663102 68,967 363,538 SH   DFND 1.3 0 363,538 0
NORFOLK SOUTHERN CORP COM 655844108 8,306 47,310 SH   DFND 1 46,424 0 886
NORFOLK SOUTHERN CORP COM 655844108 13,751 78,316 SH   DFND 1.3 0 78,316 0
NORTHERN TR CORP COM 665859104 2,448 30,859 SH   DFND 1 30,859 0 0
NORTHERN TR CORP COM 665859104 3,817 48,100 SH   DFND 1,2,3 0 48,100 0
NORTHERN TR CORP COM 665859104 5,254 66,230 SH   DFND 1.3 0 66,230 0
NORTHWESTERN CORP COM NEW 668074305 4,633 84,984 SH   DFND 1.3 0 84,984 0
NORTONLIFELOCK INC COM 668771108 1,000 50,432 SH   DFND 1 50,432 0 0
NORTONLIFELOCK INC COM 668771108 66 3,318 SH   DFND 1.3 0 3,318 0
NUTANIX INC CL A 67059N108 1,560 65,800 SH   DFND 1.3 0 65,800 0
NVIDIA CORPORATION COM 67066G104 27,465 72,294 SH   DFND 1 71,118 0 1,176
NVIDIA CORPORATION COM 67066G104 36,856 97,013 SH   DFND 1.3 0 97,013 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 1,882 1,710,000 SH   DFND 1 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 19,416 17,644,000 SH   DFND 1.3 0 0 0
NUTRIEN LTD COM 67077M108 7,758 241,696 SH   DFND 1,2,3 0 241,696 0
NUTRIEN LTD COM 67077M108 5,790 180,358 SH   DFND 1.3 0 180,358 0
OGE ENERGY CORP COM 670837103 977 32,197 SH   DFND 1.3 0 32,197 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,593 13,264 SH   DFND 1 8,269 0 4,995
OREILLY AUTOMOTIVE INC COM 67103H107 8,326 19,745 SH   DFND 1.3 0 19,745 0
OKTA INC CL A 679295105 7,534 37,628 SH   DFND 1 37,628 0 0
OKTA INC CL A 679295105 739 3,690 SH   DFND 1.3 0 3,690 0
OLD DOMINION FREIGHT LINE IN COM 679580100 55 326 SH   DFND 1.3 0 326 0
OMNICOM GROUP INC COM 681919106 3,102 56,814 SH   DFND 1 56,814 0 0
OMNICOM GROUP INC COM 681919106 294 5,378 SH   DFND 1.3 0 5,378 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,994 134,354 SH   DFND 1.3 0 134,354 0
OMNICELL INC COM 68213N109 275 3,900 SH   DFND 1.3 0 3,900 0
ON SEMICONDUCTOR CORP COM 682189105 2,173 109,645 SH   DFND 1 109,645 0 0
ON SEMICONDUCTOR CORP COM 682189105 149 7,552 SH   DFND 1.3 0 7,552 0
ON SEMICONDUCTOR CORP NOTE 1.000%1 682189AK1 534 457,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%1 682189AP0 2,755 2,270,000 SH   DFND 1 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%1 682189AP0 27,027 22,272,000 SH   DFND 1.3 0 0 0
ONE GAS INC COM 68235P108 4,592 59,593 SH   DFND 1.3 0 59,593 0
ONEOK INC NEW COM 682680103 5,032 151,488 SH   DFND 1 147,644 0 3,844
ONEOK INC NEW COM 682680103 4,674 140,659 SH   DFND 1.3 0 140,659 0
ORACLE CORP COM 68389X105 14,875 269,130 SH   DFND 1 269,130 0 0
ORACLE CORP COM 68389X105 1,025 18,552 SH   DFND 1.3 0 18,552 0
OTIS WORLDWIDE CORP COM 68902V107 9,586 168,612 SH   DFND 1.3 0 168,612 0
OWENS CORNING NEW COM 690742101 1,026 18,401 SH   DFND 1 18,401 0 0
OWENS CORNING NEW COM 690742101 83 1,483 SH   DFND 1.3 0 1,483 0
PNC FINL SVCS GROUP INC COM 693475105 7,562 71,873 SH   DFND 1 70,344 0 1,529
PNC FINL SVCS GROUP INC COM 693475105 11,014 104,677 SH   DFND 1.3 0 104,677 0
PNM RES INC COM 69349H107 1,215 31,609 SH   DFND 1.3 0 31,609 0
PPG INDS INC COM 693506107 5,662 53,382 SH   DFND 1 53,182 200 0
PPG INDS INC COM 693506107 3,916 36,924 SH   DFND 1.3 0 36,924 0
PRA HEALTH SCIENCES INC COM 69354M108 14,595 150,015 SH   DFND 1 138,376 0 11,639
PRA HEALTH SCIENCES INC COM 69354M108 128,183 1,317,537 SH   DFND 1.3 0 1,317,537 0
PS BUSINESS PKS INC CALIF COM 69360J107 14,885 112,421 SH   DFND 1.3 0 112,421 0
PTC INC COM 69370C100 824 10,596 SH   DFND 1 9,444 0 1,152
PTC INC COM 69370C100 963 12,391 SH   DFND 1.3 0 12,391 0
PACCAR INC COM 693718108 4,148 55,406 SH   DFND 1 55,406 0 0
PACCAR INC COM 693718108 10,189 136,143 SH   DFND 1.3 0 136,143 0
PACKAGING CORP AMER COM 695156109 35 350 SH   DFND 1 0 350 0
PACKAGING CORP AMER COM 695156109 7,844 78,593 SH   DFND 1.3 0 78,593 0
PALO ALTO NETWORKS INC COM 697435105 2,721 11,849 SH   DFND 1 11,849 0 0
PALO ALTO NETWORKS INC COM 697435105 204 887 SH   DFND 1.3 0 887 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 5,489 5,085,000 SH   DFND 1 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 63,006 58,372,000 SH   DFND 1.3 0 0 0
PAPA JOHNS INTL INC COM 698813102 770 9,700 SH   DFND 1.3 0 9,700 0
PARKER HANNIFIN CORP COM 701094104 10,235 55,841 SH   DFND 1 52,644 0 3,197
PARKER HANNIFIN CORP COM 701094104 8,873 48,412 SH   DFND 1.3 0 48,412 0
PARSONS CORPORATION COM 70202L102 10 282 SH   DFND 1.3 0 282 0
PAYCHEX INC COM 704326107 2,253 29,733 SH   DFND 1 25,960 0 3,773
PAYCHEX INC COM 704326107 1,232 16,271 SH   DFND 1.3 0 16,271 0
PAYCOM SOFTWARE INC COM 70432V102 2,575 8,315 SH   DFND 1 8,315 0 0
PAYCOM SOFTWARE INC COM 70432V102 16,156 52,159 SH   DFND 1.3 0 52,159 0
PAYPAL HLDGS INC COM 70450Y103 23,517 134,982 SH   DFND 1 133,500 0 1,482
PAYPAL HLDGS INC COM 70450Y103 43,738 251,029 SH   DFND 1.3 0 251,029 0
PEMBINA PIPELINE CORP COM 706327103 501 20,051 SH   DFND 1.3 0 20,051 0
PEPSICO INC COM 713448108 53 400 SH   DFND 1 0 400 0
PEPSICO INC COM 713448108 36,650 277,106 SH   DFND 1.3 0 277,106 0
PERKINELMER INC COM 714046109 1,986 20,247 SH   DFND 1 20,247 0 0
PERKINELMER INC COM 714046109 88 900 SH   DFND 1.3 0 900 0
PFIZER INC COM 717081103 23,351 714,082 SH   DFND 1 708,494 2,000 3,588
PFIZER INC COM 717081103 15,079 461,133 SH   DFND 1,2,3 0 461,133 0
PFIZER INC COM 717081103 16,920 517,440 SH   DFND 1.3 0 517,440 0
PHILLIPS 66 COM 718546104 43 600 SH   DFND 1 0 600 0
PHILLIPS 66 COM 718546104 6,002 83,468 SH   DFND 1.3 0 83,468 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 31 855 SH   DFND 1.3 0 855 0
PILGRIMS PRIDE CORP COM 72147K108 64 3,800 SH   DFND 1.3 0 3,800 0
PINDUODUO INC SPONSORED ADS 722304102 4,112 47,900 SH   DFND 1.3 0 47,900 0
PINNACLE FINL PARTNERS INC COM 72346Q104 46 1,100 SH   DFND 1.3 0 1,100 0
PINNACLE WEST CAP CORP COM 723484101 3,668 50,060 SH   DFND 1,2,3 0 50,060 0
PINNACLE WEST CAP CORP COM 723484101 2,930 39,974 SH   DFND 1.3 0 39,974 0
PINTEREST INC CL A 72352L106 3,798 171,335 SH   DFND 1.3 0 171,335 0
PIONEER NAT RES CO COM 723787107 2,093 21,418 SH   DFND 1.3 0 21,418 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 73 8,300 SH   DFND 1.3 0 8,300 0
POLARIS INC COM 731068102 1,003 10,850 SH   DFND 1.3 0 10,850 0
POOL CORPORATION COM 73278L105 1,359 5,000 SH   DFND 1.3 0 5,000 0
POTLATCHDELTIC CORPORATION COM 737630103 430 11,300 SH   DFND 1.3 0 11,300 0
POWER INTEGRATIONS INC COM 739276103 1,347 11,400 SH   DFND 1.3 0 11,400 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,224 32,584 SH   DFND 1.3 0 32,584 0
PRICE T ROWE GROUP INC COM 74144T108 5,521 44,707 SH   DFND 1.3 0 44,707 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 917 864,000 SH   DFND 1.3 0 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,863 44,832 SH   DFND 1 44,832 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 109 2,632 SH   DFND 1.3 0 2,632 0
PROCTER AND GAMBLE CO COM 742718109 34,765 290,749 SH   DFND 1 288,252 400 2,097
PROCTER AND GAMBLE CO COM 742718109 12,770 106,801 SH   DFND 1,2,3 0 106,801 0
PROCTER AND GAMBLE CO COM 742718109 66,007 552,055 SH   DFND 1.3 0 552,055 0
PROGRESSIVE CORP OHIO COM 743315103 5,895 73,574 SH   DFND 1 73,574 0 0
PROGRESSIVE CORP OHIO COM 743315103 11,096 138,497 SH   DFND 1.3 0 138,497 0
PROLOGIS INC. COM 74340W103 10,558 113,132 SH   DFND 1 111,321 0 1,811
PROLOGIS INC. COM 74340W103 59,589 638,470 SH   DFND 1.3 0 638,470 0
PROOFPOINT INC COM 743424103 3,390 30,511 SH   DFND 1.3 0 30,511 0
PROSPECT CAP CORP NOTE 4.950% 7 74348TAR3 1,569 1,640,000 SH   DFND 1 0 0 0
PROSPECT CAP CORP NOTE 4.950% 7 74348TAR3 19,011 19,865,000 SH   DFND 1.3 0 0 0
PRUDENTIAL FINL INC COM 744320102 5,580 91,625 SH   DFND 1 91,625 0 0
PRUDENTIAL FINL INC COM 744320102 348 5,716 SH   DFND 1.3 0 5,716 0
PUBLIC STORAGE COM 74460D109 5,550 28,927 SH   DFND 1 28,927 0 0
PUBLIC STORAGE COM 74460D109 3,021 15,743 SH   DFND 1.3 0 15,743 0
PULTE GROUP INC COM 745867101 540 15,891 SH   DFND 1 13,159 0 2,732
PULTE GROUP INC COM 745867101 4,905 144,100 SH   DFND 1.3 0 144,100 0
PURE STORAGE INC CL A 74624M102 6,561 378,609 SH   DFND 1.3 0 378,609 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 781 797,000 SH   DFND 1.3 0 0 0
QUAKER CHEM CORP COM 747316107 1,078 5,807 SH   DFND 1.3 0 5,807 0
QIWI PLC SPON ADR REP B 74735M108 2,044 118,000 SH   DFND 1.3 0 118,000 0
QIWI PLC SPON ADR REP B 74735M108 3,377 195,000 SH   DFND 2 0 0 195,000
QORVO INC COM 74736K101 3,211 29,043 SH   DFND 1 29,043 0 0
QORVO INC COM 74736K101 238 2,155 SH   DFND 1.3 0 2,155 0
QUALCOMM INC COM 747525103 2,925 32,073 SH   DFND 1,2,3 0 32,073 0
QUALCOMM INC COM 747525103 9,451 103,615 SH   DFND 1.3 0 103,615 0
QUEST DIAGNOSTICS INC COM 74834L100 1,810 15,889 SH   DFND 1 15,578 0 311
QUEST DIAGNOSTICS INC COM 74834L100 6,248 54,830 SH   DFND 1,2,3 0 54,830 0
QUEST DIAGNOSTICS INC COM 74834L100 5,608 49,212 SH   DFND 1.3 0 49,212 0
RLI CORP COM 749607107 1,149 14,000 SH   DFND 1.3 0 14,000 0
RLJ LODGING TR COM 74965L101 197 20,900 SH   DFND 1.3 0 20,900 0
RPM INTL INC COM 749685103 2,013 26,827 SH   DFND 1 26,827 0 0
RPM INTL INC COM 749685103 1,021 13,599 SH   DFND 1.3 0 13,599 0
RADIAN GROUP INC COM 750236101 854 55,100 SH   DFND 1.3 0 55,100 0
RALPH LAUREN CORP CL A 751212101 273 3,760 SH   DFND 1 3,760 0 0
RALPH LAUREN CORP CL A 751212101 6 84 SH   DFND 1.3 0 84 0
RAYMOND JAMES FINL INC COM 754730109 1,162 16,887 SH   DFND 1 16,887 0 0
RAYMOND JAMES FINL INC COM 754730109 193 2,803 SH   DFND 1.3 0 2,803 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 58 948 SH   DFND 1.3 0 948 0
REALTY INCOME CORP COM 756109104 5,330 89,570 SH   DFND 1 85,514 0 4,056
REALTY INCOME CORP COM 756109104 34,457 579,101 SH   DFND 1.3 0 579,101 0
REGAL BELOIT CORP COM 758750103 6,876 78,735 SH   DFND 1.3 0 78,735 0
REGENCY CTRS CORP COM 758849103 2,061 44,915 SH   DFND 1 44,915 0 0
REGENCY CTRS CORP COM 758849103 84 1,823 SH   DFND 1.3 0 1,823 0
REGENERON PHARMACEUTICALS COM 75886F107 6,815 10,928 SH   DFND 1 10,355 0 573
REGENERON PHARMACEUTICALS COM 75886F107 2,454 3,937 SH   DFND 1.3 0 3,937 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,883 169,238 SH   DFND 1 160,292 0 8,946
REGIONS FINANCIAL CORP NEW COM 7591EP100 862 77,542 SH   DFND 1.3 0 77,542 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 363 4,629 SH   DFND 1 4,629 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,319 42,309 SH   DFND 1,2,3 0 42,309 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,869 62,062 SH   DFND 1.3 0 62,062 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,916 41,253 SH   DFND 1.3 0 41,253 0
REPUBLIC SVCS INC COM 760759100 4,077 49,690 SH   DFND 1 49,690 0 0
REPUBLIC SVCS INC COM 760759100 3,665 44,672 SH   DFND 1.3 0 44,672 0
RESMED INC COM 761152107 5,010 26,097 SH   DFND 1 25,605 0 492
RESMED INC COM 761152107 1,126 5,863 SH   DFND 1.3 0 5,863 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,377 43,505 SH   DFND 1 43,505 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 30 545 SH   DFND 1.3 0 545 0
RINGCENTRAL INC CL A 76680R206 3,293 11,554 SH   DFND 1 9,582 0 1,972
RINGCENTRAL INC CL A 76680R206 464 1,627 SH   DFND 1.3 0 1,627 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,099 51,367 SH   DFND 1.3 0 51,367 0
ROBERT HALF INTL INC COM 770323103 854 16,172 SH   DFND 1 15,206 0 966
ROBERT HALF INTL INC COM 770323103 436 8,251 SH   DFND 1.3 0 8,251 0
ROCKWELL AUTOMATION INC COM 773903109 5,450 25,585 SH   DFND 1 25,585 0 0
ROCKWELL AUTOMATION INC COM 773903109 732 3,438 SH   DFND 1.3 0 3,438 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,130 77,872 SH   DFND 1 77,872 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 311 7,747 SH   DFND 1.3 0 7,747 0
ROLLINS INC COM 775711104 879 20,739 SH   DFND 1 20,739 0 0
ROLLINS INC COM 775711104 991 23,365 SH   DFND 1.3 0 23,365 0
ROPER TECHNOLOGIES INC COM 776696106 10,027 25,826 SH   DFND 1 21,806 0 4,020
ROPER TECHNOLOGIES INC COM 776696106 12,385 31,899 SH   DFND 1.3 0 31,899 0
ROSS STORES INC COM 778296103 5,862 68,775 SH   DFND 1 41,425 0 27,350
ROSS STORES INC COM 778296103 12,602 147,847 SH   DFND 1.3 0 147,847 0
ROYAL BK CDA COM 780087102 15,231 224,646 SH   DFND 1 218,446 0 6,200
ROYAL BK CDA COM 780087102 1,362 20,090 SH   DFND 1.3 0 20,090 0
S&P GLOBAL INC COM 78409V104 76,761 232,975 SH   DFND 1 104,548 0 128,427
S&P GLOBAL INC COM 78409V104 222,968 676,722 SH   DFND 1.3 0 676,722 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,079 6,977 SH   DFND 1 0 0 6,977
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,669 19,026 SH   DFND 1.3 0 19,026 0
SEI INVTS CO COM 784117103 1,327 24,132 SH   DFND 1 24,132 0 0
SEI INVTS CO COM 784117103 18 323 SH   DFND 1.3 0 323 0
SLM CORP COM 78442P106 877 124,800 SH   DFND 1.3 0 124,800 0
SVB FINANCIAL GROUP COM 78486Q101 928 4,305 SH   DFND 1 4,305 0 0
SVB FINANCIAL GROUP COM 78486Q101 87 406 SH   DFND 1.3 0 406 0
SALESFORCE COM INC COM 79466L302 21,345 113,946 SH   DFND 1 113,946 0 0
SALESFORCE COM INC COM 79466L302 1,632 8,711 SH   DFND 1.3 0 8,711 0
SAREPTA THERAPEUTICS INC COM 803607100 1,367 8,524 SH   DFND 1 8,524 0 0
SAREPTA THERAPEUTICS INC COM 803607100 110 684 SH   DFND 1.3 0 684 0
HENRY SCHEIN INC COM 806407102 1,283 21,989 SH   DFND 1 21,989 0 0
HENRY SCHEIN INC COM 806407102 59 1,021 SH   DFND 1.3 0 1,021 0
SCHLUMBERGER LTD COM 806857108 11,857 644,751 SH   DFND 1 644,751 0 0
SCHLUMBERGER LTD COM 806857108 4,529 246,259 SH   DFND 1,2,3 0 246,259 0
SCHLUMBERGER LTD COM 806857108 10,146 551,726 SH   DFND 1.3 0 551,726 0
SCHWAB CHARLES CORP COM 808513105 5,241 155,339 SH   DFND 1 155,339 0 0
SCHWAB CHARLES CORP COM 808513105 3,002 88,988 SH   DFND 1.3 0 88,988 0
SEMPRA ENERGY COM 816851109 14,602 124,555 SH   DFND 1 123,831 0 724
SEMPRA ENERGY COM 816851109 4,180 35,653 SH   DFND 1.3 0 35,653 0
SERITAGE GROWTH PPTYS CL A 81752R100 2,043 179,213 SH   DFND 1.3 0 179,213 0
SERVICE CORP INTL COM 817565104 5,357 137,754 SH   DFND 1.3 0 137,754 0
SERVICENOW INC COM 81762P102 13,538 33,422 SH   DFND 1 25,700 0 7,722
SERVICENOW INC COM 81762P102 42,583 105,128 SH   DFND 1.3 0 105,128 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,020 245,670 SH   DFND 1 245,670 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 453 27,727 SH   DFND 1.3 0 27,727 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 2,770 225,701 SH   DFND 1.3 0 225,701 0
SHERWIN WILLIAMS CO COM 824348106 8,426 14,581 SH   DFND 1 14,581 0 0
SHERWIN WILLIAMS CO COM 824348106 1,349 2,335 SH   DFND 1.3 0 2,335 0
SHOPIFY INC CL A 82509L107 17,658 18,603 SH   DFND 1 18,603 0 0
SHOPIFY INC CL A 82509L107 1,565 1,649 SH   DFND 1.3 0 1,649 0
SIGNATURE BK NEW YORK N Y COM 82669G104 228 2,130 SH   DFND 1 2,130 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 4 36 SH   DFND 1.3 0 36 0
SIRIUS XM HOLDINGS INC COM 82968B103 3,879 660,926 SH   DFND 1 645,207 0 15,719
SIRIUS XM HOLDINGS INC COM 82968B103 4,222 719,202 SH   DFND 1.3 0 719,202 0
SKYWORKS SOLUTIONS INC COM 83088M102 14,826 115,949 SH   DFND 1.3 0 115,949 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 5,509 177,209 SH   DFND 1.3 0 177,209 0
SMITH A O CORP COM 831865209 690 14,638 SH   DFND 1 14,638 0 0
SMITH A O CORP COM 831865209 1,242 26,367 SH   DFND 1.3 0 26,367 0
SMUCKER J M CO COM NEW 832696405 2,871 27,142 SH   DFND 1 27,142 0 0
SMUCKER J M CO COM NEW 832696405 3,198 30,220 SH   DFND 1.3 0 30,220 0
SNAP ON INC COM 833034101 1,020 7,361 SH   DFND 1 7,231 0 130
SNAP ON INC COM 833034101 274 1,973 SH   DFND 1.3 0 1,973 0
SNAP INC CL A 83304A106 8,277 352,377 SH   DFND 1 349,580 0 2,797
SNAP INC CL A 83304A106 1,321 56,231 SH   DFND 1.3 0 56,231 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 28,730 207,020 SH   DFND 1 108,758 0 98,262
SOLAREDGE TECHNOLOGIES INC COM 83417M104 156,549 1,128,039 SH   DFND 1.3 0 1,128,039 42,690
SONOCO PRODS CO COM 835495102 1,215 23,238 SH   DFND 1.3 0 23,238 0
SOUTHERN CO COM 842587107 5,992 115,579 SH   DFND 1.3 0 115,579 0
SOUTHWEST AIRLS CO COM 844741108 2,509 73,407 SH   DFND 1 71,553 0 1,854
SOUTHWEST AIRLS CO COM 844741108 3,438 100,552 SH   DFND 1.3 0 100,552 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2,164 1,802,000 SH   DFND 1.3 0 0 0
SPIRE INC COM 84857L101 3,961 60,276 SH   DFND 1.3 0 60,276 0
SPLUNK INC COM 848637104 4,527 22,782 SH   DFND 1 22,782 0 0
SPLUNK INC COM 848637104 327 1,648 SH   DFND 1.3 0 1,648 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 1,289 899,000 SH   DFND 1.3 0 0 0
SPROUTS FMRS MKT INC COM 85208M102 527 20,600 SH   DFND 1.3 0 20,600 0
SQUARE INC CL A 852234103 5,152 49,088 SH   DFND 1 49,088 0 0
SQUARE INC CL A 852234103 394 3,759 SH   DFND 1.3 0 3,759 0
STANLEY BLACK & DECKER INC COM 854502101 4,173 29,932 SH   DFND 1 29,596 0 336
STANLEY BLACK & DECKER INC COM 854502101 2,155 15,461 SH   DFND 1.3 0 15,461 0
STARBUCKS CORP COM 855244109 12,260 166,607 SH   DFND 1 166,357 250 0
STARBUCKS CORP COM 855244109 1,586 21,557 SH   DFND 1.3 0 21,557 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 2,684 2,845,000 SH   DFND 1 0 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 29,961 31,755,000 SH   DFND 1.3 0 0 0
STATE STR CORP COM 857477103 3,675 57,821 SH   DFND 1 57,821 0 0
STATE STR CORP COM 857477103 273 4,298 SH   DFND 1.3 0 4,298 0
STEEL DYNAMICS INC COM 858119100 2,479 95,002 SH   DFND 1 93,506 0 1,496
STEEL DYNAMICS INC COM 858119100 2,676 102,506 SH   DFND 1.3 0 102,506 0
STIFEL FINL CORP COM 860630102 1,105 23,300 SH   DFND 1.3 0 23,300 0
STRATEGIC ED INC COM 86272C103 15 100 SH   DFND 1.3 0 100 0
SUMMIT HOTEL PPTYS INC COM 866082100 208 35,073 SH   DFND 1.3 0 35,073 0
SUN LIFE FINANCIAL INC. COM 866796105 1,759 47,871 SH   DFND 1 47,871 0 0
SUN LIFE FINANCIAL INC. COM 866796105 28 769 SH   DFND 1.3 0 769 0
SWITCH INC CL A 87105L104 9,508 533,579 SH   DFND 1.3 0 533,579 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 525 495,000 SH   DFND 1.3 0 0 0
SYNOPSYS INC COM 871607107 4,451 22,823 SH   DFND 1 22,823 0 0
SYNOPSYS INC COM 871607107 1,906 9,774 SH   DFND 1.3 0 9,774 0
SYNCHRONY FINANCIAL COM 87165B103 2,854 128,753 SH   DFND 1 128,753 0 0
SYNCHRONY FINANCIAL COM 87165B103 2,671 120,557 SH   DFND 1.3 0 120,557 0
SYNEOS HEALTH INC CL A 87166B102 425 7,300 SH   DFND 1.3 0 7,300 0
SYSCO CORP COM 871829107 4,105 75,091 SH   DFND 1 75,091 0 0
SYSCO CORP COM 871829107 704 12,887 SH   DFND 1.3 0 12,887 0
TJX COS INC NEW COM 872540109 7,569 149,726 SH   DFND 1 149,726 0 0
TJX COS INC NEW COM 872540109 724 14,321 SH   DFND 1.3 0 14,321 0
T-MOBILE US INC COM 872590104 8,070 77,475 SH   DFND 1 77,475 0 0
T-MOBILE US INC COM 872590104 870 8,350 SH   DFND 1.3 0 8,350 0
T-MOBILE US INC RIGHT 07/27/2020 872590112 0 76,197 SH   DFND 1 76,197 0 0
T-MOBILE US INC RIGHT 07/27/2020 872590112 0 8,167 SH   DFND 1.3 0 8,167 0
TABULA RASA HEALTHCARE INC COM 873379101 13,420 245,200 SH   DFND 1.3 0 245,200 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,009 43,058 SH   DFND 1 33,879 0 9,179
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,913 49,534 SH   DFND 1.3 0 49,534 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 5,839 85,400 SH   DFND 1.3 0 85,400 0
TARGET CORP COM 87612E106 7,241 60,372 SH   DFND 1 58,571 0 1,801
TARGET CORP COM 87612E106 8,676 72,326 SH   DFND 1.3 0 72,326 0
TAUBMAN CTRS INC COM 876664103 4,490 118,920 SH   DFND 1.3 0 118,920 0
TECK RESOURCES LTD CL B 878742204 867 83,183 SH   DFND 1.3 0 83,183 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,513 14,517 SH   DFND 1.3 0 14,517 0
TELEFLEX INCORPORATED COM 879369106 3,267 8,976 SH   DFND 1 8,976 0 0
TELEFLEX INCORPORATED COM 879369106 262 720 SH   DFND 1.3 0 720 0
TELUS CORPORATION COM 87971M103 2,782 165,923 SH   DFND 1 165,923 0 0
TELUS CORPORATION COM 87971M103 413 24,623 SH   DFND 1.3 0 24,623 0
TEMPUR SEALY INTL INC COM 88023U101 1,253 17,422 SH   DFND 1.3 0 17,422 0
TERADYNE INC COM 880770102 1,256 14,858 SH   DFND 1 12,486 0 2,372
TERADYNE INC COM 880770102 15,003 177,548 SH   DFND 1.3 0 177,548 0
TESLA INC COM 88160R101 18,048 16,714 SH   DFND 1 16,714 0 0
TESLA INC COM 88160R101 9,243 8,560 SH   DFND 1.3 0 8,560 0
TETRA TECH INC NEW COM 88162G103 13 160 SH   DFND 1.3 0 160 0
TEXAS INSTRS INC COM 882508104 20,437 160,948 SH   DFND 1 149,329 0 11,619
TEXAS INSTRS INC COM 882508104 81,095 638,701 SH   DFND 1.3 0 638,701 0
TEXAS ROADHOUSE INC COM 882681109 12 230 SH   DFND 1.3 0 230 0
THERMO FISHER SCIENTIFIC INC COM 883556102 82,963 228,962 SH   DFND 1 116,037 0 112,925
THERMO FISHER SCIENTIFIC INC COM 883556102 259,236 715,449 SH   DFND 1.3 0 715,449 0
THOMSON REUTERS CORP. COM NEW 884903709 2,711 39,897 SH   DFND 1 39,897 0 0
THOMSON REUTERS CORP. COM NEW 884903709 190 2,797 SH   DFND 1.3 0 2,797 0
3M CO COM 88579Y101 12,234 78,427 SH   DFND 1 78,427 0 0
3M CO COM 88579Y101 4,751 30,454 SH   DFND 1,2,3 0 30,454 0
3M CO COM 88579Y101 4,712 30,211 SH   DFND 1.3 0 30,211 0
TIFFANY & CO NEW COM 886547108 1,598 13,109 SH   DFND 1 13,109 0 0
TIFFANY & CO NEW COM 886547108 135 1,104 SH   DFND 1.3 0 1,104 0
TORO CO COM 891092108 11 173 SH   DFND 1.3 0 173 0
TORONTO DOMINION BK ONT COM NEW 891160509 10,587 237,320 SH   DFND 1 227,520 0 9,800
TORONTO DOMINION BK ONT COM NEW 891160509 1,302 29,197 SH   DFND 1.3 0 29,197 0
TRACTOR SUPPLY CO COM 892356106 1,838 13,943 SH   DFND 1 13,643 300 0
TRACTOR SUPPLY CO COM 892356106 9,230 70,036 SH   DFND 1.3 0 70,036 0
TRANSUNION COM 89400J107 2,584 29,689 SH   DFND 1 29,689 0 0
TRANSUNION COM 89400J107 6,430 73,877 SH   DFND 1.3 0 73,877 0
TRAVELERS COMPANIES INC COM 89417E109 4,930 43,234 SH   DFND 1 43,034 200 0
TRAVELERS COMPANIES INC COM 89417E109 435 3,809 SH   DFND 1.3 0 3,809 0
TRIMBLE INC COM 896239100 897 20,768 SH   DFND 1 20,768 0 0
TRIMBLE INC COM 896239100 22 509 SH   DFND 1.3 0 509 0
TRUIST FINL CORP COM 89832Q109 7,436 197,988 SH   DFND 1.3 0 197,988 0
TWILIO INC CL A 90138F102 10,087 45,973 SH   DFND 1 40,098 0 5,875
TWILIO INC CL A 90138F102 734 3,345 SH   DFND 1.3 0 3,345 0
TWITTER INC COM 90184L102 9,573 321,353 SH   DFND 1 321,353 0 0
TWITTER INC COM 90184L102 977 32,798 SH   DFND 1.3 0 32,798 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 882 935,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 116 23,100 SH   DFND 1.3 0 23,100 0
TYLER TECHNOLOGIES INC COM 902252105 1,181 3,404 SH   DFND 1 3,404 0 0
TYLER TECHNOLOGIES INC COM 902252105 15 43 SH   DFND 1.3 0 43 0
TYSON FOODS INC CL A 902494103 436 7,300 SH   DFND 1 0 0 7,300
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UDR INC COM 902653104 1,488 39,800 SH   DFND 1.3 0 39,800 0
UGI CORP NEW COM 902681105 9,268 291,444 SH   DFND 1 291,444 0 0
UGI CORP NEW COM 902681105 763 23,997 SH   DFND 1.3 0 23,997 0
US BANCORP DEL COM NEW 902973304 9,467 257,130 SH   DFND 1 256,330 800 0
US BANCORP DEL COM NEW 902973304 8,394 227,958 SH   DFND 1.3 0 227,958 0
UBER TECHNOLOGIES INC COM 90353T100 8,915 286,849 SH   DFND 1.3 0 286,849 0
ULTA BEAUTY INC COM 90384S303 39,290 193,150 SH   DFND 1 59,543 0 133,607
ULTA BEAUTY INC COM 90384S303 86,373 424,603 SH   DFND 1.3 0 424,603 0
UNION PAC CORP COM 907818108 17,993 106,424 SH   DFND 1 101,557 0 4,867
UNION PAC CORP COM 907818108 10,862 64,234 SH   DFND 1.3 0 64,234 0
UNITED PARCEL SERVICE INC CL B 911312106 9,742 87,617 SH   DFND 1 87,617 0 0
UNITED PARCEL SERVICE INC CL B 911312106 7,561 68,000 SH   DFND 1,2,3 0 68,000 0
UNITED PARCEL SERVICE INC CL B 911312106 9,451 84,999 SH   DFND 1.3 0 84,999 0
UNITED RENTALS INC COM 911363109 2,230 14,954 SH   DFND 1 10,953 500 3,501
UNITED RENTALS INC COM 911363109 353 2,368 SH   DFND 1.3 0 2,368 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 400 3,300 SH   DFND 1.3 0 3,300 0
UNITEDHEALTH GROUP INC COM 91324P102 98,924 335,386 SH   DFND 1 186,860 0 148,526
UNITEDHEALTH GROUP INC COM 91324P102 255,564 866,458 SH   DFND 1.3 0 866,458 0
UNIVAR SOLUTIONS INC COM 91336L107 842 49,900 SH   DFND 1.3 0 49,900 0
URBAN EDGE PPTYS COM 91704F104 201 16,900 SH   DFND 1.3 0 16,900 0
V F CORP COM 918204108 3,125 51,284 SH   DFND 1 51,284 0 0
V F CORP COM 918204108 216 3,532 SH   DFND 1.3 0 3,532 0
VAIL RESORTS INC COM 91879Q109 1,163 6,384 SH   DFND 1 6,384 0 0
VAIL RESORTS INC COM 91879Q109 1,202 6,601 SH   DFND 1.3 0 6,601 0
VALERO ENERGY CORP COM 91913Y100 9,232 156,943 SH   DFND 1.3 0 156,943 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,687 28,042 SH   DFND 3 0 0 28,042
VARIAN MED SYS INC COM 92220P105 1,978 16,155 SH   DFND 1 16,155 0 0
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VEEVA SYS INC CL A COM 922475108 40,134 171,210 SH   DFND 1 71,345 0 99,865
VEEVA SYS INC CL A COM 922475108 147,994 631,313 SH   DFND 1.3 0 631,313 0
VENTAS INC COM 92276F100 2,565 70,069 SH   DFND 1 69,346 0 723
VENTAS INC COM 92276F100 349 9,527 SH   DFND 1.3 0 9,527 0
VEREIT INC COM 92339V100 1,332 207,137 SH   DFND 1.3 0 207,137 0
VERISIGN INC COM 92343E102 8,750 42,305 SH   DFND 1 39,152 0 3,153
VERISIGN INC COM 92343E102 15,229 73,624 SH   DFND 1.3 0 73,624 0
VERIZON COMMUNICATIONS INC COM 92343V104 31,105 564,176 SH   DFND 1 539,223 1,500 23,453
VERIZON COMMUNICATIONS INC COM 92343V104 6,283 113,969 SH   DFND 1,2,3 0 113,969 0
VERIZON COMMUNICATIONS INC COM 92343V104 57,636 1,045,460 SH   DFND 1.3 0 1,045,460 0
VERISK ANALYTICS INC COM 92345Y106 5,347 31,414 SH   DFND 1 29,609 0 1,805
VERISK ANALYTICS INC COM 92345Y106 16,569 97,344 SH   DFND 1.3 0 97,344 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,688 43,704 SH   DFND 1 36,369 0 7,335
VERTEX PHARMACEUTICALS INC COM 92532F100 47,228 162,684 SH   DFND 1.3 0 162,684 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,510 2,200,000 SH   DFND 1 0 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 27,561 24,160,000 SH   DFND 1.3 0 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 1,913 96,100 SH   DFND 1.3 0 96,100 0
VIRTU FINL INC CL A 928254101 1,214 51,400 SH   DFND 1.3 0 51,400 0
VISA INC COM CL A 92826C839 115,482 597,826 SH   DFND 1 334,952 0 262,874
VISA INC COM CL A 92826C839 266,995 1,382,178 SH   DFND 1.3 0 1,382,178 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 848 907,000 SH   DFND 1.3 0 0 0
VISTRA ENERGY CORP COM 92840M102 9,671 519,354 SH   DFND 1.3 0 519,354 0
VMWARE INC CL A COM 928563402 2,237 14,445 SH   DFND 1 14,445 0 0
VMWARE INC CL A COM 928563402 2,376 15,345 SH   DFND 1.3 0 15,345 0
VONAGE HLDGS CORP COM 92886T201 1,183 117,592 SH   DFND 1.3 0 117,592 0
VORNADO RLTY TR SH BEN INT 929042109 1,996 52,245 SH   DFND 1 52,245 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,456 38,082 SH   DFND 1.3 0 38,082 0
VOYA FINANCIAL INC COM 929089100 1,286 27,580 SH   DFND 1 27,221 0 359
VOYA FINANCIAL INC COM 929089100 538 11,525 SH   DFND 1.3 0 11,525 0
VULCAN MATLS CO COM 929160109 1,842 15,900 SH   DFND 1.3 0 15,900 0
WP CAREY INC COM 92936U109 20,633 304,999 SH   DFND 1.3 0 304,999 0
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WABTEC COM 929740108 1,889 32,822 SH   DFND 1 32,822 0 0
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WALMART INC COM 931142103 16,166 134,967 SH   DFND 1,2,3 0 134,967 0
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WATTS WATER TECHNOLOGIES INC CL A 942749102 1,774 21,900 SH   DFND 1.3 0 21,900 0
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WEIBO CORP SPONSORED ADR 948596101 312 9,300 SH   DFND 1.3 0 9,300 0
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WELLS FARGO CO NEW COM 949746101 3,413 133,301 SH   DFND 1,2,3 0 133,301 0
WELLS FARGO CO NEW COM 949746101 2,836 110,762 SH   DFND 1.3 0 110,762 0
WELLTOWER INC COM 95040Q104 3,734 72,156 SH   DFND 1 72,156 0 0
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WENDYS CO COM 95058W100 113 5,200 SH   DFND 1.3 0 5,200 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,790 12,277 SH   DFND 1 11,949 0 328
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,804 34,347 SH   DFND 1.3 0 34,347 0
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WESTERN DIGITAL CORP. COM 958102105 1,959 44,378 SH   DFND 1 44,378 0 0
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WESTROCK CO COM 96145D105 55 1,939 SH   DFND 1.3 0 1,939 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 4,542 202,219 SH   DFND 1 197,512 0 4,707
WEYERHAEUSER CO MTN BE COM NEW 962166104 3,629 161,575 SH   DFND 1.3 0 161,575 0
WHEATON PRECIOUS METALS CORP COM 962879102 5,792 131,490 SH   DFND 1 131,490 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 343 7,803 SH   DFND 1.3 0 7,803 0
WHIRLPOOL CORP COM 963320106 923 7,125 SH   DFND 1 7,125 0 0
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WILLIAMS COS INC COM 969457100 428 22,500 SH   DFND 1 0 0 22,500
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XCEL ENERGY INC COM 98389B100 732 11,723 SH   DFND 1.3 0 11,723 0
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ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1,707 6,670 SH   DFND 1 6,670 0 0
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CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2,984 843,000 SH   DFND 1,3,4 0 843,000 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 671 189,520 SH   DFND 4 0 0 189,520
CREDICORP LTD COM G2519Y108 1,363 10,200 SH   DFND 1.3 0 10,200 0
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INVESCO LTD SHS G491BT108 1,116 103,634 SH   DFND 1 103,634 0 0
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MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,606 131,385 SH   DFND 1 131,385 0 0
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PAGSEGURO DIGITAL LTD COM CL A G68707101 19,331 547,000 SH   DFND 1.3 0 547,000 0
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CHECK POINT SOFTWARE TECH LT ORD M22465104 1,820 16,939 SH   DFND 1 16,939 0 0
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