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 4,999 138,740 SH   DFND 1 116,838 800 21,102
AFLAC INC COM 001055102 18,652 517,645 SH   DFND 1.3 0 517,645 0
AGNC INVT CORP COM 00123Q104 1,482 114,947 SH   DFND 1 114,947 0 0
AGNC INVT CORP COM 00123Q104 534 41,404 SH   DFND 1.3 0 41,404 0
AES CORP COM 00130H105 6,221 429,290 SH   DFND 1.3 0 429,290 0
AT&T INC COM 00206R102 28,904 956,087 SH   DFND 1 949,064 0 7,023
AT&T INC COM 00206R102 16,792 555,475 SH   DFND 1.3 0 555,475 0
ABBOTT LABS COM 002824100 20,574 225,024 SH   DFND 1 222,295 0 2,729
ABBOTT LABS COM 002824100 35,777 391,308 SH   DFND 1.3 0 391,308 0
ABBVIE INC COM 00287Y109 22,566 229,833 SH   DFND 1 196,845 0 32,988
ABBVIE INC COM 00287Y109 50,119 510,469 SH   DFND 1.3 0 510,469 0
ABIOMED INC COM 003654100 1,779 7,363 SH   DFND 1 6,760 0 603
ABIOMED INC COM 003654100 10,831 44,834 SH   DFND 1.3 0 44,834 0
ACTIVISION BLIZZARD INC COM 00507V109 10,846 142,905 SH   DFND 1 135,205 0 7,700
ACTIVISION BLIZZARD INC COM 00507V109 7,568 99,709 SH   DFND 1.3 0 99,709 0
ADOBE INC COM 00724F101 98,882 227,154 SH   DFND 1 122,463 100 104,591
ADOBE INC COM 00724F101 283,232 650,644 SH   DFND 1.3 0 650,644 0
ADVANCE AUTO PARTS INC COM 00751Y106 554 3,885 SH   DFND 1 3,885 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 48 338 SH   DFND 1.3 0 338 0
ADVANCED MICRO DEVICES INC COM 007903107 9,423 179,112 SH   DFND 1 145,934 0 33,178
ADVANCED MICRO DEVICES INC COM 007903107 3,124 59,377 SH   DFND 1.3 0 59,377 0
AFFILIATED MANAGERS GROUP IN COM 008252108 127 1,700 SH   DFND 1.3 0 1,700 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,579 63,130 SH   DFND 1 63,130 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 347 3,931 SH   DFND 1.3 0 3,931 0
AGNICO EAGLE MINES LTD COM 008474108 230 3,592 SH   DFND 1.3 0 3,592 0
AIR PRODS & CHEMS INC COM 009158106 10,307 42,687 SH   DFND 1 39,502 0 3,185
AIR PRODS & CHEMS INC COM 009158106 30,460 126,152 SH   DFND 1.3 0 126,152 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,082 47,456 SH   DFND 1 47,456 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,486 32,544 SH   DFND 1.3 0 32,544 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 64,756 52,180,000 SH   DFND 1.3 0 0 0
ALCOA CORP COM 013872106 1,495 133,000 SH   DFND 1.3 0 133,000 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,676 28,819 SH   DFND 1 28,819 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 33,217 204,719 SH   DFND 1.3 0 204,719 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,277 29,189 SH   DFND 1 29,189 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 87,904 407,522 SH   DFND 1.3 0 407,522 0
ALIGN TECHNOLOGY INC COM 016255101 3,369 12,276 SH   DFND 1 12,276 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 40 82 SH   DFND 1.3 0 82 0
ALLIANT ENERGY CORP COM 018802108 28 582 SH   DFND 1.3 0 582 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,036 109,750 SH   DFND 1.3 0 109,750 0
ALLSTATE CORP COM 020002101 5,214 53,749 SH   DFND 1 51,981 0 1,768
ALLSTATE CORP COM 020002101 2,716 28,003 SH   DFND 1.3 0 28,003 0
ALLY FINL INC COM 02005N100 2,198 110,824 SH   DFND 1 108,458 0 2,366
ALLY FINL INC COM 02005N100 221 11,168 SH   DFND 1.3 0 11,168 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 78,962 55,859 SH   DFND 1.3 0 55,859 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 287,134 202,485 SH   DFND 1.3 0 202,485 0
ALTICE USA INC CL A 02156K103 897 39,792 SH   DFND 1 0 0 39,792
ALTICE USA INC CL A 02156K103 5,227 231,904 SH   DFND 1.3 0 231,904 0
AMAZON COM INC COM 023135106 241,025 87,365 SH   DFND 1 59,638 20 27,707
AMAZON COM INC COM 023135106 416,435 150,947 SH   DFND 1.3 0 150,947 0
AMEDISYS INC COM 023436108 1,931 9,723 SH   DFND 1.3 0 9,723 0
AMEREN CORP COM 023608102 6,777 96,319 SH   DFND 1.3 0 96,319 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 4,677 58,725 SH   DFND 1.3 0 58,725 0
AMERICAN EXPRESS CO COM 025816109 12,318 129,390 SH   DFND 1 129,390 0 0
AMERICAN EXPRESS CO COM 025816109 996 10,453 SH   DFND 1.3 0 10,453 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,965 127,131 SH   DFND 1 127,131 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 290 9,315 SH   DFND 1.3 0 9,315 0
AMERICAN TOWER CORP NEW COM 03027X100 14,564 56,333 SH   DFND 1 56,333 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,251 55,118 SH   DFND 1.3 0 55,118 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,203 24,895 SH   DFND 1.3 0 24,895 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 3,311 22,065 SH   DFND 1 22,065 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 17,023 113,466 SH   DFND 1.3 0 113,466 0
AMETEK INC COM 031100100 986 11,036 SH   DFND 1 0 0 11,036
AMETEK INC COM 031100100 1,821 20,370 SH   DFND 1.3 0 20,370 0
AMGEN INC COM 031162100 16,314 69,168 SH   DFND 1 69,168 0 0
AMGEN INC COM 031162100 14,485 61,416 SH   DFND 1.3 0 61,416 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 9,262 75,520 SH   DFND 1 75,520 0 0
ANALOG DEVICES INC COM 032654105 663 5,402 SH   DFND 1.3 0 5,402 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 3,585 12,292 SH   DFND 1 12,292 0 0
ANSYS INC COM 03662Q105 27,683 94,897 SH   DFND 1.3 0 94,897 0
ANTHEM INC COM 036752103 58,462 222,298 SH   DFND 1 93,588 0 128,710
ANTHEM INC COM 036752103 174,399 663,161 SH   DFND 1.3 0 663,161 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,109 29,465 SH   DFND 1.3 0 29,465 0
APPLE INC COM 037833100 177,926 487,737 SH   DFND 1 464,734 430 22,573
APPLE INC COM 037833100 19,790 54,249 SH   DFND 1,2,3 0 54,249 0
APPLE INC COM 037833100 237,012 649,707 SH   DFND 1.3 0 649,707 0
APPLIED MATLS INC COM 038222105 8,557 141,550 SH   DFND 1 141,550 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 8,293 137,180 SH   DFND 1.3 0 137,180 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 495 7,204 SH   DFND 1 7,204 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 8,648 86,850 SH   DFND 1.3 0 86,850 0
AUTODESK INC COM 052769106 8,998 37,617 SH   DFND 1 28,606 0 9,011
AUTODESK INC COM 052769106 1,582 6,611 SH   DFND 1.3 0 6,611 0
AUTOHOME INC SP ADR RP CL A 05278C107 906 12,000 SH   DFND 1.3 0 12,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,958 53,450 SH   DFND 1 53,450 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 9,150 61,461 SH   DFND 1.3 0 61,461 0
AUTOZONE INC COM 053332102 2,467 2,187 SH   DFND 1 2,101 0 86
AUTOZONE INC COM 053332102 12,973 11,499 SH   DFND 1.3 0 11,499 0
AVALONBAY CMNTYS INC COM 053484101 5,023 32,485 SH   DFND 1 32,111 0 374
AVALONBAY CMNTYS INC COM 053484101 29,277 189,329 SH   DFND 1.3 0 189,329 0
AVERY DENNISON CORP COM 053611109 2,182 19,114 SH   DFND 1 16,070 0 3,044
AVERY DENNISON CORP COM 053611109 4,842 42,437 SH   DFND 1.3 0 42,437 0
BCE INC COM NEW 05534B760 5,493 131,492 SH   DFND 1 131,492 0 0
BCE INC COM NEW 05534B760 655 15,667 SH   DFND 1.3 0 15,667 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,354 36,331 SH   DFND 1.3 0 36,331 0
BAIDU INC SPON ADR REP A 056752108 5,591 46,632 SH   DFND 1.3 0 46,632 0
BAKER HUGHES COMPANY CL A 05722G100 5,691 369,801 SH   DFND 1 369,801 0 0
BAKER HUGHES COMPANY CL A 05722G100 619 40,225 SH   DFND 1.3 0 40,225 0
BALL CORP COM 058498106 4,581 65,925 SH   DFND 1 58,937 0 6,988
BALL CORP COM 058498106 7,076 101,836 SH   DFND 1.3 0 101,836 0
BK OF AMERICA CORP COM 060505104 23,917 1,007,047 SH   DFND 1 992,113 2,000 12,934
BK OF AMERICA CORP COM 060505104 32,303 1,360,131 SH   DFND 1.3 0 1,360,131 0
BANK MONTREAL QUE COM 063671101 4,881 92,017 SH   DFND 1 84,017 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 5,502 142,366 SH   DFND 1 142,366 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 10,848 280,656 SH   DFND 1.3 0 280,656 0
BANK NOVA SCOTIA B C COM 064149107 7,554 183,175 SH   DFND 1 177,307 0 5,868
BANK NOVA SCOTIA B C COM 064149107 11,608 281,491 SH   DFND 1.3 0 281,491 0
BANKUNITED INC COM 06652K103 583 28,800 SH   DFND 1.3 0 28,800 0
BAOZUN INC SPONSORED ADR 06684L103 584 15,200 SH   DFND 1.3 0 15,200 0
BAXTER INTL INC COM 071813109 8,710 101,152 SH   DFND 1 85,556 600 14,996
BAXTER INTL INC COM 071813109 19,002 220,697 SH   DFND 1.3 0 220,697 0
BECTON DICKINSON & CO COM 075887109 8,959 37,440 SH   DFND 1 37,440 0 0
BECTON DICKINSON & CO COM 075887109 6,996 29,241 SH   DFND 1.3 0 29,241 0
BEIGENE LTD SPONSORED ADR 07725L102 1,243 6,600 SH   DFND 1 6,600 0 0
BEIGENE LTD SPONSORED ADR 07725L102 19 100 SH   DFND 1.3 0 100 0
BERKLEY W R CORP COM 084423102 294 5,137 SH   DFND 1 5,137 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 16,051 89,915 SH   DFND 1.3 0 89,915 0
BERRY GLOBAL GROUP INC COM 08579W103 739 16,676 SH   DFND 1.3 0 16,676 0
BEST BUY INC COM 086516101 3,499 40,106 SH   DFND 1 30,395 0 9,711
BEST BUY INC COM 086516101 7,070 81,014 SH   DFND 1.3 0 81,014 0
BIO RAD LABS INC CL A 090572207 1,974 4,373 SH   DFND 1 4,373 0 0
BIO RAD LABS INC CL A 090572207 4,513 9,996 SH   DFND 1.3 0 9,996 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,470 28,128 SH   DFND 1 24,504 0 3,624
BIOMARIN PHARMACEUTICAL INC COM 09061G101 482 3,908 SH   DFND 1.3 0 3,908 0
BIOGEN INC COM 09062X103 5,906 22,073 SH   DFND 1 21,539 0 534
BIOGEN INC COM 09062X103 4,811 17,977 SH   DFND 1.3 0 17,977 0
BLACK HILLS CORP COM 092113109 31 550 SH   DFND 1.3 0 550 0
BLACK KNIGHT INC COM 09215C105 168 2,311 SH   DFND 1 2,311 0 0
BLACKBERRY LTD COM 09228F103 103 20,863 SH   DFND 1 20,863 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 8,786 16,149 SH   DFND 1.3 0 16,149 0
BOOKING HOLDINGS INC COM 09857L108 9,541 5,992 SH   DFND 1 5,944 0 48
BOOKING HOLDINGS INC COM 09857L108 1,223 768 SH   DFND 1.3 0 768 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,508 109,375 SH   DFND 1.3 0 109,375 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 3,078 34,055 SH   DFND 1 34,055 0 0
BOSTON PPTYS LTD PARTNERSHIP COM 101121101 3,071 33,965 SH   DFND 1.3 0 33,965 0
BOSTON SCIENTIFIC CORP COM 101137107 1,437 40,930 SH   DFND 1 0 0 40,930
BOSTON SCIENTIFIC CORP COM 101137107 4,106 116,945 SH   DFND 1.3 0 116,945 0
BOX INC CL A 10316T104 415 20,000 SH   DFND 1.3 0 20,000 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 316 29,007 SH   DFND 1.3 0 29,007 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,502 297,648 SH   DFND 1 292,798 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 19,909 338,574 SH   DFND 1.3 0 338,574 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 1,020 8,080 SH   DFND 1 8,080 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,643 36,785 SH   DFND 1.3 0 36,785 0
BROADCOM INC COM 11135F101 11,349 35,957 SH   DFND 1.3 0 35,957 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 6,250 189,962 SH   DFND 1 184,512 0 5,450
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 12,580 382,387 SH   DFND 1.3 0 382,387 0
BROOKFIELD PPTY REIT INC CL A 11282X103 3,373 338,720 SH   DFND 1.3 0 338,720 0
BROWN & BROWN INC COM 115236101 50,182 1,231,188 SH   DFND 1 476,886 0 754,302
BROWN & BROWN INC COM 115236101 133,772 3,281,963 SH   DFND 1.3 0 3,281,963 0
BROWN FORMAN CORP CL B 115637209 4,524 71,086 SH   DFND 1 70,694 0 392
BROWN FORMAN CORP CL B 115637209 251 3,953 SH   DFND 1.3 0 3,953 0
BRUKER CORP COM 116794108 4,549 111,824 SH   DFND 1.3 0 111,824 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 3,865 19,625 SH   DFND 1.3 0 19,625 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 3,004 66,433 SH   DFND 1.3 0 66,433 0
CDW CORP COM 12514G108 718 6,177 SH   DFND 1 0 0 6,177
CDW CORP COM 12514G108 19,044 163,909 SH   DFND 1.3 0 163,909 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 218 2,752 SH   DFND 1.3 0 2,752 0
CIGNA CORP NEW COM 125523100 8,950 47,696 SH   DFND 1 46,721 0 975
CIGNA CORP NEW COM 125523100 6,081 32,407 SH   DFND 1.3 0 32,407 0
CME GROUP INC COM 12572Q105 7,474 45,983 SH   DFND 1 45,983 0 0
CME GROUP INC COM 12572Q105 622 3,821 SH   DFND 1.3 0 3,821 0
CNO FINL GROUP INC COM 12621E103 128 8,200 SH   DFND 1.3 0 8,200 0
CSX CORP COM 126408103 11,817 169,441 SH   DFND 1 137,029 0 32,412
CSX CORP COM 126408103 22,022 315,783 SH   DFND 1.3 0 315,783 0
CVR ENERGY INC COM 12662P108 1,625 80,836 SH   DFND 1.3 0 80,836 0
CVS HEALTH CORP COM 126650100 9,948 153,124 SH   DFND 1 153,124 0 0
CVS HEALTH CORP COM 126650100 708 10,896 SH   DFND 1.3 0 10,896 0
CABLE ONE INC COM 12685J105 2,059 1,160 SH   DFND 1.3 0 1,160 0
CABOT OIL & GAS CORP COM 127097103 1,761 102,471 SH   DFND 1.3 0 102,471 0
CACI INTL INC CL A 127190304 5,850 26,976 SH   DFND 1.3 0 26,976 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,050 63,040 SH   DFND 1 39,685 0 23,355
CADENCE DESIGN SYSTEM INC COM 127387108 27,087 282,279 SH   DFND 1.3 0 282,279 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 3,874 57,832 SH   DFND 1 57,244 0 588
CANADIAN IMP BK COMM COM 136069101 449 6,729 SH   DFND 1.3 0 6,729 0
CANADIAN NATL RY CO COM 136375102 10,203 115,193 SH   DFND 1 115,193 0 0
CANADIAN NATL RY CO COM 136375102 715 8,068 SH   DFND 1.3 0 8,068 0
CANADIAN PAC RY LTD COM 13645T100 5,120 20,051 SH   DFND 1 20,051 0 0
CANADIAN PAC RY LTD COM 13645T100 516 2,026 SH   DFND 1.3 0 2,026 0
CANOPY GROWTH CORP COM 138035100 597 36,962 SH   DFND 1 36,962 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
CAPITAL ONE FINL CORP COM 14040H105 552 8,812 SH   DFND 1.3 0 8,812 0
CAPITOL FED FINL INC COM 14057J101 2,253 204,620 SH   DFND 1.3 0 204,620 0
CARDINAL HEALTH INC COM 14149Y108 1,700 32,580 SH   DFND 1 32,580 0 0
CARDINAL HEALTH INC COM 14149Y108 95 1,816 SH   DFND 1.3 0 1,816 0
CARETRUST REIT INC COM 14174T107 2,947 171,756 SH   DFND 1.3 0 171,756 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 7,636 88,447 SH   DFND 1.3 0 88,447 0
CENTENE CORP DEL COM 15135B101 4,059 63,861 SH   DFND 1 63,861 0 0
CENTENE CORP DEL COM 15135B101 3,908 61,485 SH   DFND 1.3 0 61,485 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
CENTURYLINK INC COM 156700106 8 756 SH   DFND 1.3 0 756 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 6,994 102,025 SH   DFND 1.3 0 102,025 0
CHANGE HEALTHCARE INC COM 15912K100 353 31,500 SH   DFND 1.3 0 31,500 0
CHARLES RIV LABS INTL INC COM 159864107 366 2,100 SH   DFND 1.3 0 2,100 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,064 25,615 SH   DFND 1 25,615 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,383 2,713 SH   DFND 1.3 0 2,713 0
CHEGG INC COM 163092109 1,448 21,533 SH   DFND 1.3 0 21,533 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 2,625 1,850,000 SH   DFND 1.3 0 0 0
CHEMED CORP NEW COM 16359R103 2,893 6,413 SH   DFND 1.3 0 6,413 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,088 31,119 SH   DFND 1.3 0 31,119 0
CHEVRON CORP NEW COM 166764100 26,627 298,405 SH   DFND 1 298,405 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 50,681 567,976 SH   DFND 1.3 0 567,976 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 3,793 49,070 SH   DFND 1.3 0 49,070 0
CINCINNATI FINL CORP COM 172062101 1,172 18,314 SH   DFND 1 18,314 0 0
CINCINNATI FINL CORP COM 172062101 77 1,193 SH   DFND 1.3 0 1,193 0
CISCO SYS INC COM 17275R102 24,339 521,822 SH   DFND 1 500,497 1,500 19,825
CISCO SYS INC COM 17275R102 17,209 368,975 SH   DFND 1,2,3 0 368,975 0
CISCO SYS INC COM 17275R102 69,205 1,483,811 SH   DFND 1.3 0 1,483,811 0
CINTAS CORP COM 172908105 3,526 13,237 SH   DFND 1 13,162 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 27,290 534,051 SH   DFND 1.3 0 534,051 0
CITIZENS FINANCIAL GROUP INC COM 174610105 2,002 79,290 SH   DFND 1 79,290 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 3,147 14,347 SH   DFND 1 11,069 0 3,278
CLOROX CO DEL COM 189054109 13,760 62,728 SH   DFND 1.3 0 62,728 0
COCA COLA CO COM 191216100 25,417 568,865 SH   DFND 1 541,120 0 27,745
COCA COLA CO COM 191216100 52,920 1,184,400 SH   DFND 1.3 0 1,184,400 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 4,071 71,639 SH   DFND 1 71,639 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 235 4,139 SH   DFND 1.3 0 4,139 0
COLFAX CORP COM 194014106 720 25,800 SH   DFND 1.3 0 25,800 0
COLGATE PALMOLIVE CO COM 194162103 8,314 113,490 SH   DFND 1 112,790 700 0
COLGATE PALMOLIVE CO COM 194162103 9,483 129,440 SH   DFND 1,2,3 0 129,440 0
COLGATE PALMOLIVE CO COM 194162103 11,560 157,793 SH   DFND 1.3 0 157,793 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 25,312 649,365 SH   DFND 1 602,099 0 47,266
COMCAST CORP NEW CL A 20030N101 29,454 755,591 SH   DFND 1.3 0 755,591 0
COMERICA INC COM 200340107 399 10,484 SH   DFND 1 10,484 0 0
CONAGRA BRANDS INC COM 205887102 3,012 85,667 SH   DFND 1 85,667 0 0
CONAGRA BRANDS INC COM 205887102 1,687 47,953 SH   DFND 1.3 0 47,953 0
CONCHO RES INC COM 20605P101 2,409 46,766 SH   DFND 1.3 0 46,766 0
CONOCOPHILLIPS COM 20825C104 10,615 252,632 SH   DFND 1,2,3 0 252,632 0
CONOCOPHILLIPS COM 20825C104 17,257 410,674 SH   DFND 1.3 0 410,674 0
CONSOLIDATED EDISON INC COM 209115104 17,575 244,337 SH   DFND 1 244,337 0 0
CONSOLIDATED EDISON INC COM 209115104 1,268 17,624 SH   DFND 1.3 0 17,624 0
CONSTELLATION BRANDS INC CL A 21036P108 6,866 39,245 SH   DFND 1 30,440 0 8,805
CONSTELLATION BRANDS INC CL A 21036P108 16,555 94,624 SH   DFND 1.3 0 94,624 0
COOPER COS INC COM NEW 216648402 3,177 11,197 SH   DFND 1 11,197 0 0
COOPER COS INC COM NEW 216648402 261 920 SH   DFND 1.3 0 920 0
COPART INC COM 217204106 2,768 33,240 SH   DFND 1 33,240 0 0
COPART INC COM 217204106 4,035 48,459 SH   DFND 1.3 0 48,459 0
CORELOGIC INC COM 21871D103 1,674 24,900 SH   DFND 1.3 0 24,900 0
COREPOINT LODGING INC COM 21872L104 983 233,500 SH   DFND 1.3 0 233,500 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4,698 185,408 SH   DFND 1.3 0 185,408 0
COSTCO WHSL CORP NEW COM 22160K105 19,867 65,519 SH   DFND 1 61,312 0 4,207
COSTCO WHSL CORP NEW COM 22160K105 56,716 187,049 SH   DFND 1.3 0 187,049 0
COSTAR GROUP INC COM 22160N109 3,942 5,547 SH   DFND 1 5,547 0 0
COSTAR GROUP INC COM 22160N109 3,830 5,389 SH   DFND 1.3 0 5,389 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,605 1,388,000 SH   DFND 1.3 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,179 54,850 SH   DFND 1 54,850 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 722 4,315 SH   DFND 1.3 0 4,315 0
CROWN HLDGS INC COM 228368106 514 7,885 SH   DFND 1 0 0 7,885
CROWN HLDGS INC COM 228368106 214 3,284 SH   DFND 1.3 0 3,284 0
CUBESMART COM 229663109 14,661 543,220 SH   DFND 1.3 0 543,220 0
CUMMINS INC COM 231021106 5,289 30,526 SH   DFND 1 26,031 0 4,495
CUMMINS INC COM 231021106 25,344 146,279 SH   DFND 1.3 0 146,279 0
CURTISS WRIGHT CORP COM 231561101 2,971 33,269 SH   DFND 1.3 0 33,269 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 17,678 99,975 SH   DFND 1 99,975 0 0
DANAHER CORPORATION COM 235851102 18,532 104,803 SH   DFND 1.3 0 104,803 0
DARDEN RESTAURANTS INC COM 237194105 794 10,474 SH   DFND 1 0 0 10,474
DARDEN RESTAURANTS INC COM 237194105 335 4,421 SH   DFND 1.3 0 4,421 0
DAVITA INC COM 23918K108 261 3,291 SH   DFND 1 3,291 0 0
DAVITA INC COM 23918K108 5 67 SH   DFND 1.3 0 67 0
DECKERS OUTDOOR CORP COM 243537107 8,645 44,021 SH   DFND 1.3 0 44,021 0
DEERE & CO COM 244199105 6,489 41,292 SH   DFND 1 41,292 0 0
DEERE & CO COM 244199105 6,140 39,074 SH   DFND 1,2,3 0 39,074 0
DEERE & CO COM 244199105 5,435 34,586 SH   DFND 1.3 0 34,586 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 2,595 92,505 SH   DFND 1 92,505 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 180 6,440 SH   DFND 1.3 0 6,440 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 7,518 142,100 SH   DFND 1.3 0 142,100 0
DEVON ENERGY CORP NEW COM 25179M103 2,003 176,600 SH   DFND 1.3 0 176,600 0
DEXCOM INC COM 252131107 4,737 11,685 SH   DFND 1 11,685 0 0
DEXCOM INC COM 252131107 399 986 SH   DFND 1.3 0 986 0
DIGITAL RLTY TR INC COM 253868103 5,702 40,128 SH   DFND 1.3 0 40,128 0
DISNEY WALT CO COM DISNEY 254687106 28,032 251,387 SH   DFND 1 248,572 420 2,395
DISNEY WALT CO COM DISNEY 254687106 13,818 123,914 SH   DFND 1.3 0 123,914 0
DISCOVER FINL SVCS COM 254709108 3,692 73,708 SH   DFND 1 73,708 0 0
DISCOVER FINL SVCS COM 254709108 3,516 70,209 SH   DFND 1.3 0 70,209 0
DISCOVERY INC COM SER A 25470F104 1,058 50,127 SH   DFND 1 50,127 0 0
DISCOVERY INC COM SER A 25470F104 14 658 SH   DFND 1.3 0 658 0
DISH NETWORK CORPORATION CL A 25470M109 2,146 62,167 SH   DFND 1 60,903 0 1,264
DISH NETWORK CORPORATION CL A 25470M109 4,581 132,806 SH   DFND 1.3 0 132,806 0
DOCUSIGN INC COM 256163106 4,807 27,910 SH   DFND 1 20,305 0 7,605
DOCUSIGN INC COM 256163106 944 5,480 SH   DFND 1.3 0 5,480 0
DOLBY LABORATORIES INC COM CL A 25659T107 877 13,300 SH   DFND 1.3 0 13,300 0
DOMINION ENERGY INC COM 25746U109 288 3,551 SH   DFND 1.3 0 3,551 0
DOMINOS PIZZA INC COM 25754A201 1,963 5,314 SH   DFND 1 4,792 0 522
DOMINOS PIZZA INC COM 25754A201 9,535 25,812 SH   DFND 1.3 0 25,812 0
DOUGLAS EMMETT INC COM 25960P109 13,525 441,142 SH   DFND 1.3 0 441,142 0
DOVER CORP COM 260003108 3,134 32,452 SH   DFND 1 31,816 0 636
DOVER CORP COM 260003108 3,672 38,017 SH   DFND 1.3 0 38,017 0
DOW INC COM 260557103 117 2,849 SH   DFND 1.3 0 2,849 0
DROPBOX INC CL A 26210C104 531 24,384 SH   DFND 1 24,384 0 0
DROPBOX INC CL A 26210C104 7 329 SH   DFND 1.3 0 329 0
DUKE REALTY CORP COM NEW 264411505 17,811 503,265 SH   DFND 1.3 0 503,265 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,116 13,976 SH   DFND 1.3 0 13,976 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 2,116 42,548 SH   DFND 1 41,755 0 793
E TRADE FINANCIAL CORP COM NEW 269246401 1,272 25,604 SH   DFND 1.3 0 25,604 0
EAGLE MATERIALS INC COM 26969P108 1,102 15,700 SH   DFND 1.3 0 15,700 0
EAST WEST BANCORP INC COM 27579R104 77 2,130 SH   DFND 1 2,130 0 0
EASTMAN CHEM CO COM 277432100 54 780 SH   DFND 1.3 0 780 0
EATON VANCE CORP COM NON VTG 278265103 70 1,800 SH   DFND 1.3 0 1,800 0
EBAY INC. COM 278642103 5,030 95,874 SH   DFND 1 95,874 0 0
EBAY INC. COM 278642103 558 10,646 SH   DFND 1.3 0 10,646 0
ECOLAB INC COM 278865100 9,138 45,932 SH   DFND 1 45,932 0 0
ECOLAB INC COM 278865100 12,760 64,147 SH   DFND 1.3 0 64,147 0
EDISON INTL COM 281020107 355 6,544 SH   DFND 1.3 0 6,544 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,541 109,119 SH   DFND 1 98,624 0 10,495
EDWARDS LIFESCIENCES CORP COM 28176E108 31,875 461,221 SH   DFND 1.3 0 461,221 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 1,940 200,000 SH   DFND 1.3 0 200,000 0
ELECTRONIC ARTS INC COM 285512109 9,551 72,330 SH   DFND 1 66,459 0 5,871
ELECTRONIC ARTS INC COM 285512109 14,110 106,855 SH   DFND 1.3 0 106,855 0
EMCOR GROUP INC COM 29084Q100 793 11,984 SH   DFND 1.3 0 11,984 0
EMERSON ELEC CO COM 291011104 7,349 118,470 SH   DFND 1 112,106 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 22,679 365,627 SH   DFND 1.3 0 365,627 0
EPAM SYS INC COM 29414B104 2,038 8,087 SH   DFND 1 7,367 0 720
EPAM SYS INC COM 29414B104 13,012 51,637 SH   DFND 1.3 0 51,637 0
EPAM SYS INC COM 29414B104 4,599 18,250 SH   DFND 2 0 0 18,250
EQUINIX INC COM 29444U700 9,080 12,927 SH   DFND 1 11,473 0 1,454
EQUINIX INC COM 29444U700 34,004 48,418 SH   DFND 1.3 0 48,418 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 LIFESTYLE PPTYS INC COM 29472R108 30,284 484,711 SH   DFND 1.3 0 484,711 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,516 93,783 SH   DFND 1 93,783 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 368 6,261 SH   DFND 1.3 0 6,261 0
ERIE INDTY CO CL A 29530P102 562 2,932 SH   DFND 1 2,558 0 374
ERIE INDTY CO CL A 29530P102 3,480 18,138 SH   DFND 1.3 0 18,138 0
ESSENTIAL UTILS INC COM 29670G102 904 21,403 SH   DFND 1.3 0 21,403 0
ESSEX PPTY TR INC COM 297178105 29,281 127,771 SH   DFND 1.3 0 127,771 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 963 1,008,000 SH   DFND 1.3 0 0 0
EVERGY INC COM 30034W106 3,186 53,730 SH   DFND 1.3 0 53,730 0
EVERSOURCE ENERGY COM 30040W108 23,484 282,020 SH   DFND 1 282,020 0 0
EVERSOURCE ENERGY COM 30040W108 4,331 52,016 SH   DFND 1,2,3 0 52,016 0
EVERSOURCE ENERGY COM 30040W108 15,818 189,951 SH   DFND 1.3 0 189,951 0
EXELON CORP COM 30161N101 7,540 207,765 SH   DFND 1.3 0 207,765 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 104 1,263 SH   DFND 1.3 0 1,263 0
EXPEDITORS INTL WASH INC COM 302130109 2,603 34,232 SH   DFND 1 34,232 0 0
EXPEDITORS INTL WASH INC COM 302130109 321 4,209 SH   DFND 1.3 0 4,209 0
EXPONENT INC COM 30214U102 136 1,683 SH   DFND 1.3 0 1,683 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,444 218,452 SH   DFND 1.3 0 218,452 0
EXXON MOBIL CORP COM 30231G102 36 800 SH   DFND 1 0 800 0
EXXON MOBIL CORP COM 30231G102 9,564 213,867 SH   DFND 1.3 0 213,867 0
F M C CORP COM NEW 302491303 3,827 38,425 SH   DFND 1 38,425 0 0
F M C CORP COM NEW 302491303 283 2,846 SH   DFND 1.3 0 2,846 0
FACEBOOK INC CL A 30303M102 5,407 23,810 SH   DFND 1 0 0 23,810
FACEBOOK INC CL A 30303M102 37,335 164,421 SH   DFND 1.3 0 164,421 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 3,391 79,153 SH   DFND 1 79,153 0 0
FASTENAL CO COM 311900104 312 7,271 SH   DFND 1.3 0 7,271 0
FEDEX CORP COM 31428X106 5,616 40,047 SH   DFND 1 40,047 0 0
FEDEX CORP COM 31428X106 420 2,995 SH   DFND 1.3 0 2,995 0
F5 NETWORKS INC COM 315616102 421 3,022 SH   DFND 1 3,022 0 0
F5 NETWORKS INC COM 315616102 7,312 52,418 SH   DFND 1.3 0 52,418 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,143 83,099 SH   DFND 1 83,099 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 749 5,589 SH   DFND 1.3 0 5,589 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 4,780 247,964 SH   DFND 1.3 0 247,964 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 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
FISERV INC COM 337738108 7,591 77,766 SH   DFND 1 77,766 0 0
FISERV INC COM 337738108 501 5,134 SH   DFND 1.3 0 5,134 0
FIVE9 INC COM 338307101 1,065 9,622 SH   DFND 1 0 0 9,622
FIVE9 INC COM 338307101 559 5,055 SH   DFND 1.3 0 5,055 0
FLEETCOR TECHNOLOGIES INC COM 339041105 48,794 193,989 SH   DFND 1 71,678 0 122,311
FLEETCOR TECHNOLOGIES INC COM 339041105 109,919 437,003 SH   DFND 1.3 0 437,003 0
FLOWERS FOODS INC COM 343498101 850 38,000 SH   DFND 1.3 0 38,000 0
FORD MTR CO DEL COM 345370860 5,339 878,224 SH   DFND 1 808,424 0 69,800
FORD MTR CO DEL COM 345370860 1,320 217,074 SH   DFND 1.3 0 217,074 0
FORTIS INC COM 349553107 136 3,577 SH   DFND 1.3 0 3,577 0
FORTINET INC COM 34959E109 2,629 19,152 SH   DFND 1 19,152 0 0
FORTINET INC COM 34959E109 11,755 85,632 SH   DFND 1.3 0 85,632 0
FORTIVE CORP COM 34959J108 3,748 55,381 SH   DFND 1 51,143 0 4,238
FORTIVE CORP COM 34959J108 2,607 38,529 SH   DFND 1.3 0 38,529 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 2,552 2,600,000 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 964 15,068 SH   DFND 1.3 0 15,068 0
FOX CORP CL A COM 35137L105 2,561 95,492 SH   DFND 1 95,492 0 0
FOX CORP CL A COM 35137L105 4,146 154,558 SH   DFND 1.3 0 154,558 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 1,510 21,224 SH   DFND 1.3 0 21,224 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 2,984 24,590 SH   DFND 1.3 0 24,590 0
GENERAL ELECTRIC CO COM 369604103 8,780 1,285,440 SH   DFND 1 1,285,440 0 0
GENERAL ELECTRIC CO COM 369604103 652 95,466 SH   DFND 1.3 0 95,466 0
GENERAL MLS INC COM 370334104 6,558 106,382 SH   DFND 1 105,786 0 596
GENERAL MLS INC COM 370334104 14,822 240,428 SH   DFND 1.3 0 240,428 0
GENTEX CORP COM 371901109 3,566 138,372 SH   DFND 1.3 0 138,372 0
GILEAD SCIENCES INC COM 375558103 12,442 161,700 SH   DFND 1 146,033 500 15,167
GILEAD SCIENCES INC COM 375558103 55,304 718,809 SH   DFND 1.3 0 718,809 0
GLOBAL PMTS INC COM 37940X102 7,931 46,754 SH   DFND 1 41,377 0 5,377
GLOBAL PMTS INC COM 37940X102 855 5,038 SH   DFND 1.3 0 5,038 0
GLOBE LIFE INC COM 37959E102 1,082 14,558 SH   DFND 1 13,932 0 626
GLOBE LIFE INC COM 37959E102 5,755 77,540 SH   DFND 1.3 0 77,540 0
GODADDY INC CL A 380237107 6,310 86,051 SH   DFND 1 86,051 0 0
GODADDY INC CL A 380237107 4,260 58,094 SH   DFND 1.3 0 58,094 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 2,852 357,312 SH   DFND 1.3 0 357,312 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 18,083 350,230 SH   DFND 1.3 0 350,230 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,182 84,500 SH   DFND 1.3 0 84,500 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,146 10,328 SH   DFND 1 10,328 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 15 135 SH   DFND 1.3 0 135 0
HCA HEALTHCARE INC COM 40412C101 3,192 32,880 SH   DFND 1 32,880 0 0
HCA HEALTHCARE INC COM 40412C101 3,647 37,576 SH   DFND 1.3 0 37,576 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 2,727 156,446 SH   DFND 1 152,946 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 2,213 170,464 SH   DFND 1.3 0 170,464 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 1,301 17,367 SH   DFND 1 17,367 0 0
HASBRO INC COM 418056107 100 1,335 SH   DFND 1.3 0 1,335 0
HEALTHPEAK PROPERTIES INC COM 42250P103 4,199 152,363 SH   DFND 1 151,346 0 1,017
HEALTHPEAK PROPERTIES INC COM 42250P103 14,936 541,930 SH   DFND 1.3 0 541,930 0
HENRY JACK & ASSOC INC COM 426281101 1,288 6,996 SH   DFND 1 5,998 0 998
HENRY JACK & ASSOC INC COM 426281101 3,777 20,525 SH   DFND 1.3 0 20,525 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 71 12,400 SH   DFND 1.3 0 12,400 0
HERSHEY CO COM 427866108 5,243 40,444 SH   DFND 1 35,191 0 5,253
HERSHEY CO COM 427866108 34,857 268,918 SH   DFND 1.3 0 268,918 0
HESS CORP COM 42809H107 2,056 39,668 SH   DFND 1.3 0 39,668 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 5,023 134,534 SH   DFND 1.3 0 134,534 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,675 36,412 SH   DFND 1.3 0 36,412 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 935 64,085 SH   DFND 1.3 0 64,085 0
HOLLYFRONTIER CORP COM 436106108 5,079 173,929 SH   DFND 1.3 0 173,929 0
HOLOGIC INC COM 436440101 2,555 44,828 SH   DFND 1 44,828 0 0
HOLOGIC INC COM 436440101 6,661 116,845 SH   DFND 1.3 0 116,845 0
HOME DEPOT INC COM 437076102 31,513 125,794 SH   DFND 1 123,609 0 2,185
HOME DEPOT INC COM 437076102 24,435 97,547 SH   DFND 1.3 0 97,547 0
HONEYWELL INTL INC COM 438516106 18,010 124,558 SH   DFND 1.3 0 124,558 0
HOST HOTELS & RESORTS INC COM 44107P104 1,502 139,117 SH   DFND 1 139,117 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,189 110,180 SH   DFND 1.3 0 110,180 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
HUBBELL INC COM 443510607 4,476 35,707 SH   DFND 1.3 0 35,707 0
HUMANA INC COM 444859102 8,043 20,742 SH   DFND 1 15,239 0 5,503
HUMANA INC COM 444859102 16,146 41,640 SH   DFND 1.3 0 41,640 0
HUNTINGTON BANCSHARES INC COM 446150104 1,086 120,161 SH   DFND 1 120,161 0 0
HUNTINGTON BANCSHARES INC COM 446150104 39 4,316 SH   DFND 1.3 0 4,316 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,974 11,313 SH   DFND 1.3 0 11,313 0
IAC INTERACTIVECORP COM 44919P508 10,929 33,793 SH   DFND 1 33,793 0 0
IAC INTERACTIVECORP COM 44919P508 141 437 SH   DFND 1.3 0 437 0
IPG PHOTONICS CORP COM 44980X109 8,100 50,500 SH   DFND 1.3 0 50,500 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,286 11,100 SH   DFND 1.3 0 11,100 0
IBERIABANK CORP COM 450828108 1,516 33,300 SH   DFND 1.3 0 33,300 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 7,999 50,616 SH   DFND 1.3 0 50,616 0
IDEXX LABS INC COM 45168D104 5,041 15,267 SH   DFND 1 13,598 0 1,669
IDEXX LABS INC COM 45168D104 11,079 33,561 SH   DFND 1.3 0 33,561 0
ILLINOIS TOOL WKS INC COM 452308109 8,701 49,760 SH   DFND 1 49,760 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,543 60,299 SH   DFND 1.3 0 60,299 0
ILLUMINA INC COM 452327109 50,384 136,043 SH   DFND 1 52,495 0 83,548
ILLUMINA INC COM 452327109 99,644 269,052 SH   DFND 1.3 0 269,052 0
ILLUMINA INC NOTE 8/1 452327AK5 4,505 4,145,000 SH   DFND 1 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 52,605 48,400,000 SH   DFND 1.3 0 0 0
INCYTE CORP COM 45337C102 3,171 30,505 SH   DFND 1 23,438 0 7,067
INCYTE CORP COM 45337C102 35,777 344,122 SH   DFND 1.3 0 344,122 0
INGERSOLL RAND INC COM 45687V106 1,545 54,918 SH   DFND 1 54,918 0 0
INGERSOLL RAND INC COM 45687V106 57 2,026 SH   DFND 1.3 0 2,026 0
INGREDION INC COM 457187102 4,403 53,046 SH   DFND 1.3 0 53,046 0
INPHI CORP COM 45772F107 1,223 10,400 SH   DFND 1.3 0 10,400 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 29,977 501,060 SH   DFND 1 496,293 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 18,636 311,500 SH   DFND 1.3 0 311,500 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,563 82,566 SH   DFND 1 82,566 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,323 25,360 SH   DFND 1.3 0 25,360 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12,811 106,074 SH   DFND 1 106,074 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 841 6,968 SH   DFND 1.3 0 6,968 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,030 16,582 SH   DFND 1 16,582 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 119 971 SH   DFND 1.3 0 971 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 2,794 162,832 SH   DFND 1 159,832 3,000 0
INTERPUBLIC GROUP COS INC COM 460690100 1,613 93,938 SH   DFND 1.3 0 93,938 0
INTUIT COM 461202103 76,838 259,419 SH   DFND 1 112,824 175 146,420
INTUIT COM 461202103 240,467 811,856 SH   DFND 1.3 0 811,856 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,552 22,026 SH   DFND 1 20,766 0 1,260
INTUITIVE SURGICAL INC COM NEW 46120E602 40,211 70,570 SH   DFND 1.3 0 70,570 0
INVITATION HOMES INC COM 46187W107 626 22,746 SH   DFND 1.3 0 22,746 0
IONIS PHARMACEUTICALS INC COM 462222100 727 12,323 SH   DFND 1 12,323 0 0
IONIS PHARMACEUTICALS INC COM 462222100 92 1,558 SH   DFND 1.3 0 1,558 0
IQVIA HLDGS INC COM 46266C105 4,899 34,530 SH   DFND 1 34,530 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 36,395 386,949 SH   DFND 1 379,462 600 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 39,828 423,432 SH   DFND 1.3 0 423,432 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 19,877 330,277 SH   DFND 1.3 0 330,277 0
JOHNSON & JOHNSON COM 478160104 14,763 104,976 SH   DFND 1,2,3 0 104,976 0
JOHNSON & JOHNSON COM 478160104 53,200 378,294 SH   DFND 1.3 0 378,294 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 4,744 24,396 SH   DFND 1 22,096 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 2,996 20,065 SH   DFND 1 19,309 0 756
KANSAS CITY SOUTHERN COM NEW 485170302 7,772 52,056 SH   DFND 1.3 0 52,056 0
KELLOGG CO COM 487836108 40 600 SH   DFND 1 0 600 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 26,603 188,214 SH   DFND 1.3 0 188,214 0
KINROSS GOLD CORP COM 496902404 3,597 498,253 SH   DFND 1 498,253 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 2,664 64,593 SH   DFND 1.3 0 64,593 0
KONTOOR BRANDS INC COM 50050N103 175 9,864 SH   DFND 1.3 0 9,864 0
KROGER CO COM 501044101 3,817 112,744 SH   DFND 1 110,912 0 1,832
KROGER CO COM 501044101 5,743 169,646 SH   DFND 1.3 0 169,646 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
LPL FINL HLDGS INC COM 50212V100 3,981 50,786 SH   DFND 1.3 0 50,786 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 9,899 30,603 SH   DFND 1 22,554 0 8,049
LAM RESEARCH CORP COM 512807108 14,774 45,670 SH   DFND 1.3 0 45,670 0
LAMAR ADVERTISING CO NEW CL A 512816109 461 6,900 SH   DFND 1.3 0 6,900 0
LANCASTER COLONY CORP COM 513847103 1,706 11,014 SH   DFND 1.3 0 11,014 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 49,615 262,956 SH   DFND 1 94,579 100 168,277
LAUDER ESTEE COS INC CL A 518439104 80,025 424,130 SH   DFND 1.3 0 424,130 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 1,994 32,365 SH   DFND 1 32,365 0 0
LENNAR CORP CL A 526057104 125 2,023 SH   DFND 1.3 0 2,023 0
LENNOX INTL INC COM 526107107 277 1,187 SH   DFND 1 1,187 0 0
LENNOX INTL INC COM 526107107 6 27 SH   DFND 1.3 0 27 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,855 31,098 SH   DFND 1.3 0 31,098 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 2,947 85,563 SH   DFND 1 85,563 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 3,180 100,309 SH   DFND 1.3 0 100,309 0
LIFE STORAGE INC COM 53223X107 25,268 266,130 SH   DFND 1.3 0 266,130 0
LILLY ELI & CO COM 532457108 21,980 133,874 SH   DFND 1 111,139 0 22,735
LILLY ELI & CO COM 532457108 99,085 603,510 SH   DFND 1.3 0 603,510 0
LINCOLN NATL CORP IND COM 534187109 1,444 39,251 SH   DFND 1 39,251 0 0
LINCOLN NATL CORP IND COM 534187109 935 25,392 SH   DFND 1.3 0 25,392 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 86,445 SH   DFND 1.3 0 86,445 0
LIVERAMP HLDGS INC COM 53815P108 1,462 34,400 SH   DFND 1.3 0 34,400 0
LOEWS CORP COM 540424108 916 26,730 SH   DFND 1 25,696 0 1,034
LOEWS CORP COM 540424108 962 28,056 SH   DFND 1.3 0 28,056 0
LOWES COS INC COM 548661107 12,385 91,657 SH   DFND 1 91,029 400 228
LOWES COS INC COM 548661107 10,271 76,027 SH   DFND 1.3 0 76,027 0
LULULEMON ATHLETICA INC COM 550021109 6,093 19,526 SH   DFND 1 16,724 0 2,802
LULULEMON ATHLETICA INC COM 550021109 22,485 72,072 SH   DFND 1.3 0 72,072 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 2,613 319,090 SH   DFND 1.3 0 319,090 0
MSC INDL DIRECT INC CL A 553530106 271 3,728 SH   DFND 1.3 0 3,728 0
MSCI INC COM 55354G100 3,920 11,746 SH   DFND 1 11,746 0 0
MSCI INC COM 55354G100 397 1,189 SH   DFND 1.3 0 1,189 0
MACERICH CO COM 554382101 778 86,700 SH   DFND 1.3 0 86,700 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 940 30,600 SH   DFND 1.3 0 30,600 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
MANPOWERGROUP INC COM 56418H100 784 11,400 SH   DFND 1.3 0 11,400 0
MANULIFE FINL CORP COM 56501R106 3,774 277,151 SH   DFND 1 256,643 0 20,508
MANULIFE FINL CORP COM 56501R106 5,129 376,590 SH   DFND 1.3 0 376,590 0
MARATHON PETE CORP COM 56585A102 7,858 210,217 SH   DFND 1 210,217 0 0
MARATHON PETE CORP COM 56585A102 1,897 50,736 SH   DFND 1.3 0 50,736 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 1,335 2,665 SH   DFND 1.3 0 2,665 0
MARSH & MCLENNAN COS INC COM 571748102 8,514 79,305 SH   DFND 1 79,305 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 9,765 90,943 SH   DFND 1.3 0 90,943 0
MARRIOTT INTL INC NEW CL A 571903202 4,880 56,927 SH   DFND 1 55,739 0 1,188
MARRIOTT INTL INC NEW CL A 571903202 4,746 55,363 SH   DFND 1.3 0 55,363 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 4,771 23,096 SH   DFND 1.3 0 23,096 0
MASCO CORP COM 574599106 1,553 30,934 SH   DFND 1 30,934 0 0
MASCO CORP COM 574599106 163 3,250 SH   DFND 1.3 0 3,250 0
MASIMO CORP COM 574795100 1,864 8,180 SH   DFND 1.3 0 8,180 0
MASTERCARD INCORPORATED CL A 57636Q104 45,626 154,296 SH   DFND 1 23,429 0 130,867
MASTERCARD INCORPORATED CL A 57636Q104 155,897 527,213 SH   DFND 1.3 0 527,213 0
MATCH GROUP INC COM 57665R106 58,251 544,156 SH   DFND 1 229,898 0 314,258
MATCH GROUP INC COM 57665R106 130,847 1,222,296 SH   DFND 1.3 0 1,222,296 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,325 71,355 SH   DFND 1 67,529 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 29,265 482,845 SH   DFND 1.3 0 482,845 0
MCCORMICK & CO INC COM NON VTG 579780206 47,376 264,065 SH   DFND 1 81,700 0 182,365
MCCORMICK & CO INC COM NON VTG 579780206 69,386 386,746 SH   DFND 1.3 0 386,746 0
MCDONALDS CORP COM 580135101 19,201 104,081 SH   DFND 1 102,966 200 915
MCDONALDS CORP COM 580135101 5,699 30,891 SH   DFND 1,2,3 0 30,891 0
MCDONALDS CORP COM 580135101 8,750 47,437 SH   DFND 1.3 0 47,437 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,643 512,924 SH   DFND 1.3 0 512,924 0
MERCADOLIBRE INC COM 58733R102 5,481 5,560 SH   DFND 1 5,560 0 0
MERCADOLIBRE INC COM 58733R102 731 741 SH   DFND 1.3 0 741 0
MERCK & CO. INC COM 58933Y105 28,324 366,279 SH   DFND 1 330,264 850 35,165
MERCK & CO. INC COM 58933Y105 9,106 117,745 SH   DFND 1,2,3 0 117,745 0
MERCK & CO. INC COM 58933Y105 37,887 489,965 SH   DFND 1.3 0 489,965 0
MERITAGE HOMES CORP COM 59001A102 1,142 15,000 SH   DFND 1.3 0 15,000 0
METHANEX CORP COM 59151K108 90 5,000 SH   DFND 1.3 0 5,000 0
METLIFE INC COM 59156R108 5,817 159,261 SH   DFND 1 147,861 700 10,700
METLIFE INC COM 59156R108 9,279 254,100 SH   DFND 1.3 0 254,100 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,036 3,768 SH   DFND 1 3,768 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 147 182 SH   DFND 1.3 0 182 0
MICROSOFT CORP COM 594918104 286,917 1,409,839 SH   DFND 1 1,005,110 750 403,979
MICROSOFT CORP COM 594918104 38,251 187,954 SH   DFND 1,2,3 0 187,954 0
MICROSOFT CORP COM 594918104 671,731 3,300,724 SH   DFND 1.3 0 3,300,724 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,570 33,900 SH   DFND 1.3 0 33,900 0
MID-AMER APT CMNTYS INC COM 59522J103 2,381 20,764 SH   DFND 1.3 0 20,764 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,268 138,000 SH   DFND 1.3 0 138,000 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,906 425,000 SH   DFND 2 0 0 425,000
MONDELEZ INTL INC CL A 609207105 16,477 322,267 SH   DFND 1 280,282 0 41,985
MONDELEZ INTL INC CL A 609207105 30,442 595,400 SH   DFND 1.3 0 595,400 0
MONGODB INC CL A 60937P106 4,092 18,078 SH   DFND 1 18,078 0 0
MONGODB INC CL A 60937P106 52 230 SH   DFND 1.3 0 230 0
MONOLITHIC PWR SYS INC COM 609839105 202 852 SH   DFND 1 0 0 852
MONOLITHIC PWR SYS INC COM 609839105 1,983 8,365 SH   DFND 1.3 0 8,365 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,494 79,250 SH   DFND 1 79,250 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 8,891 128,256 SH   DFND 1.3 0 128,256 0
MOODYS CORP COM 615369105 67,866 247,021 SH   DFND 1 106,400 0 140,621
MOODYS CORP COM 615369105 173,292 630,775 SH   DFND 1.3 0 630,775 0
MORGAN STANLEY COM NEW 617446448 10,276 212,748 SH   DFND 1 212,748 0 0
MORGAN STANLEY COM NEW 617446448 1,661 34,387 SH   DFND 1.3 0 34,387 0
MOSAIC CO NEW COM 61945C103 49 3,900 SH   DFND 1.3 0 3,900 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 2,312 16,500 SH   DFND 1.3 0 16,500 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 38,980 38,366,000 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 108,839 911,012 SH   DFND 1.3 0 911,012 0
NATIONAL HEALTH INVS INC COM 63633D104 5,099 83,980 SH   DFND 1.3 0 83,980 0
NATIONAL INSTRS CORP COM 636518102 4,929 127,338 SH   DFND 1.3 0 127,338 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 10,855 378,760 SH   DFND 1.3 0 378,760 0
NETAPP INC COM 64110D104 1,229 27,664 SH   DFND 1 26,002 0 1,662
NETAPP INC COM 64110D104 3,183 71,765 SH   DFND 1.3 0 71,765 0
NETFLIX INC COM 64110L106 62,026 136,309 SH   DFND 1 80,686 0 55,623
NETFLIX INC COM 64110L106 109,278 240,152 SH   DFND 1.3 0 240,152 0
NETEASE INC SPONSORED ADS 64110W102 4,680 10,900 SH   DFND 1,2,3 0 10,900 0
NETEASE INC SPONSORED ADS 64110W102 6,165 14,354 SH   DFND 1.3 0 14,354 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 10,447 80,222 SH   DFND 1.3 0 80,222 0
NEWELL BRANDS INC COM 651229106 1,027 64,621 SH   DFND 1 64,621 0 0
NEWELL BRANDS INC COM 651229106 54 3,412 SH   DFND 1.3 0 3,412 0
NEWMONT CORP COM 651639106 10,677 172,934 SH   DFND 1 172,934 0 0
NEWMONT CORP COM 651639106 1,448 23,449 SH   DFND 1.3 0 23,449 0
NEWS CORP NEW CL A 65249B109 3,006 253,392 SH   DFND 1 253,392 0 0
NEWS CORP NEW CL A 65249B109 316 26,591 SH   DFND 1.3 0 26,591 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,061 12,671 SH   DFND 1.3 0 12,671 0
NEXTERA ENERGY INC COM 65339F101 13,521 56,294 SH   DFND 1.3 0 56,294 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 16,046 163,657 SH   DFND 1 162,461 0 1,196
NIKE INC CL B 654106103 7,361 75,080 SH   DFND 1.3 0 75,080 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 69,175 364,638 SH   DFND 1.3 0 364,638 0
NORFOLK SOUTHERN CORP COM 655844108 8,282 47,175 SH   DFND 1 46,289 0 886
NORFOLK SOUTHERN CORP COM 655844108 14,058 80,067 SH   DFND 1.3 0 80,067 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 5,253 66,218 SH   DFND 1.3 0 66,218 0
NORTHWESTERN CORP COM NEW 668074305 1,027 18,835 SH   DFND 1.3 0 18,835 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 27,326 71,930 SH   DFND 1 70,754 0 1,176
NVIDIA CORPORATION COM 67066G104 48,983 128,933 SH   DFND 1.3 0 128,933 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 19,917 18,100,000 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 158 5,189 SH   DFND 1.3 0 5,189 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,631 13,354 SH   DFND 1 8,359 0 4,995
OREILLY AUTOMOTIVE INC COM 67103H107 9,802 23,246 SH   DFND 1.3 0 23,246 0
OKTA INC CL A 679295105 7,455 37,231 SH   DFND 1 37,231 0 0
OKTA INC CL A 679295105 759 3,791 SH   DFND 1.3 0 3,791 0
OLD DOMINION FREIGHT LINE IN COM 679580100 55 327 SH   DFND 1.3 0 327 0
OMNICOM GROUP INC COM 681919106 3,064 56,114 SH   DFND 1 56,114 0 0
OMNICOM GROUP INC COM 681919106 294 5,378 SH   DFND 1.3 0 5,378 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,991 134,254 SH   DFND 1.3 0 134,254 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 860 736,000 SH   DFND 1.3 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%1 682189AP0 3,337 2,750,000 SH   DFND 1 0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%1 682189AP0 35,131 28,950,000 SH   DFND 1.3 0 0 0
ONE GAS INC COM 68235P108 4,286 55,627 SH   DFND 1.3 0 55,627 0
ONEOK INC NEW COM 682680103 5,012 150,885 SH   DFND 1 147,041 0 3,844
ONEOK INC NEW COM 682680103 4,779 143,809 SH   DFND 1.3 0 143,809 0
ORACLE CORP COM 68389X105 14,795 267,682 SH   DFND 1 267,682 0 0
ORACLE CORP COM 68389X105 1,052 19,035 SH   DFND 1.3 0 19,035 0
OTIS WORLDWIDE CORP COM 68902V107 12,319 216,645 SH   DFND 1.3 0 216,645 0
OUTFRONT MEDIA INC COM 69007J106 1,318 92,987 SH   DFND 1.3 0 92,987 0
OWENS CORNING NEW COM 690742101 1,004 18,014 SH   DFND 1 18,014 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 7,540 71,671 SH   DFND 1 70,142 0 1,529
PNC FINL SVCS GROUP INC COM 693475105 15,136 143,869 SH   DFND 1.3 0 143,869 0
PNM RES INC COM 69349H107 1,215 31,609 SH   DFND 1.3 0 31,609 0
PPG INDS INC COM 693506107 5,553 52,354 SH   DFND 1 52,354 0 0
PPG INDS INC COM 693506107 411 3,871 SH   DFND 1.3 0 3,871 0
PPL CORP COM 69351T106 52 2,002 SH   DFND 1.3 0 2,002 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 129,111 1,327,065 SH   DFND 1.3 0 1,327,065 0
PS BUSINESS PKS INC CALIF COM 69360J107 14,355 108,421 SH   DFND 1.3 0 108,421 0
PTC INC COM 69370C100 799 10,270 SH   DFND 1 9,118 0 1,152
PTC INC COM 69370C100 963 12,391 SH   DFND 1.3 0 12,391 0
PACCAR INC COM 693718108 4,131 55,183 SH   DFND 1 55,183 0 0
PACCAR INC COM 693718108 14,913 199,244 SH   DFND 1.3 0 199,244 0
PACKAGING CORP AMER COM 695156109 35 350 SH   DFND 1 0 350 0
PACKAGING CORP AMER COM 695156109 7,544 75,584 SH   DFND 1.3 0 75,584 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 65,673 60,843,000 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 10,146 55,354 SH   DFND 1 52,157 0 3,197
PARKER HANNIFIN CORP COM 701094104 8,187 44,675 SH   DFND 1.3 0 44,675 0
PARSONS CORPORATION COM 70202L102 1,162 32,082 SH   DFND 1.3 0 32,082 0
PAYCHEX INC COM 704326107 2,253 29,733 SH   DFND 1 25,960 0 3,773
PAYCHEX INC COM 704326107 4,769 62,952 SH   DFND 1.3 0 62,952 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
PAYLOCITY HLDG CORP COM 70438V106 1,401 9,600 SH   DFND 1.3 0 9,600 0
PAYPAL HLDGS INC COM 70450Y103 23,379 134,184 SH   DFND 1 132,702 0 1,482
PAYPAL HLDGS INC COM 70450Y103 46,536 267,093 SH   DFND 1.3 0 267,093 0
PEMBINA PIPELINE CORP COM 706327103 522 20,899 SH   DFND 1.3 0 20,899 0
PEPSICO INC COM 713448108 53 400 SH   DFND 1 0 400 0
PEPSICO INC COM 713448108 28,488 215,386 SH   DFND 1.3 0 215,386 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 23,220 710,082 SH   DFND 1 704,494 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 16,794 513,576 SH   DFND 1.3 0 513,576 0
PHILLIPS 66 COM 718546104 43 600 SH   DFND 1 0 600 0
PHILLIPS 66 COM 718546104 5,925 82,403 SH   DFND 1.3 0 82,403 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 3,819 44,500 SH   DFND 1.3 0 44,500 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 3,029 136,635 SH   DFND 1.3 0 136,635 0
PIONEER NAT RES CO COM 723787107 2,650 27,126 SH   DFND 1.3 0 27,126 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 1,053 11,384 SH   DFND 1.3 0 11,384 0
POLYONE CORP COM 73179P106 1,407 53,618 SH   DFND 1.3 0 53,618 0
POOL CORPORATION COM 73278L105 1,413 5,200 SH   DFND 1.3 0 5,200 0
POPULAR INC COM NEW 733174700 550 14,808 SH   DFND 1.3 0 14,808 0
POTLATCHDELTIC CORPORATION COM 737630103 400 10,500 SH   DFND 1.3 0 10,500 0
POWER INTEGRATIONS INC COM 739276103 1,347 11,400 SH   DFND 1.3 0 11,400 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 4,207 111,996 SH   DFND 1.3 0 111,996 0
PRICE T ROWE GROUP INC COM 74144T108 5,644 45,701 SH   DFND 1.3 0 45,701 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,477 1,392,000 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 34,596 289,339 SH   DFND 1 286,842 400 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 67,012 560,460 SH   DFND 1.3 0 560,460 0
PROGRESSIVE CORP OHIO COM 743315103 6,372 79,529 SH   DFND 1 73,358 0 6,171
PROGRESSIVE CORP OHIO COM 743315103 9,848 122,927 SH   DFND 1.3 0 122,927 0
PROLOGIS INC. COM 74340W103 10,488 112,386 SH   DFND 1 110,575 0 1,811
PROLOGIS INC. COM 74340W103 55,779 597,649 SH   DFND 1.3 0 597,649 0
PROOFPOINT INC COM 743424103 659 5,930 SH   DFND 1.3 0 5,930 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 5,500 90,317 SH   DFND 1 90,317 0 0
PRUDENTIAL FINL INC COM 744320102 369 6,061 SH   DFND 1.3 0 6,061 0
PUBLIC STORAGE COM 74460D109 5,592 29,143 SH   DFND 1 29,143 0 0
PUBLIC STORAGE COM 74460D109 3,041 15,849 SH   DFND 1.3 0 15,849 0
PULTE GROUP INC COM 745867101 540 15,891 SH   DFND 1 13,159 0 2,732
PULTE GROUP INC COM 745867101 3,764 110,586 SH   DFND 1.3 0 110,586 0
PURE STORAGE INC CL A 74624M102 4,461 257,424 SH   DFND 1.3 0 257,424 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 1,259 1,285,000 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 2,087 120,500 SH   DFND 1.3 0 120,500 0
QIWI PLC SPON ADR REP B 74735M108 3,377 195,000 SH   DFND 2 0 0 195,000
QORVO INC COM 74736K101 3,194 28,891 SH   DFND 1 28,891 0 0
QORVO INC COM 74736K101 238 2,155 SH   DFND 1.3 0 2,155 0
Q2 HLDGS INC COM 74736L109 403 4,700 SH   DFND 1.3 0 4,700 0
QUALCOMM INC COM 747525103 2,925 32,073 SH   DFND 1,2,3 0 32,073 0
QUALCOMM INC COM 747525103 9,707 106,429 SH   DFND 1.3 0 106,429 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 6,735 59,101 SH   DFND 1.3 0 59,101 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
RALPH LAUREN CORP CL A 751212101 224 3,083 SH   DFND 1 3,083 0 0
RALPH LAUREN CORP CL A 751212101 6 84 SH   DFND 1.3 0 84 0
RAYMOND JAMES FINL INC COM 754730109 1,101 15,994 SH   DFND 1 15,994 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 5,313 89,286 SH   DFND 1 85,230 0 4,056
REALTY INCOME CORP COM 756109104 43,570 732,265 SH   DFND 1.3 0 732,265 0
REGAL BELOIT CORP COM 758750103 7,120 81,529 SH   DFND 1.3 0 81,529 0
REGENCY CTRS CORP COM 758849103 2,040 44,447 SH   DFND 1 44,447 0 0
REGENCY CTRS CORP COM 758849103 84 1,823 SH   DFND 1.3 0 1,823 0
REGENERON PHARMACEUTICALS COM 75886F107 6,735 10,800 SH   DFND 1 10,227 0 573
REGENERON PHARMACEUTICALS COM 75886F107 3,005 4,819 SH   DFND 1.3 0 4,819 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,854 166,618 SH   DFND 1 157,672 0 8,946
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,586 232,518 SH   DFND 1.3 0 232,518 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 5,010 63,864 SH   DFND 1.3 0 63,864 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,828 50,860 SH   DFND 1.3 0 50,860 0
REPUBLIC SVCS INC COM 760759100 4,059 49,479 SH   DFND 1 49,479 0 0
REPUBLIC SVCS INC COM 760759100 3,498 42,632 SH   DFND 1.3 0 42,632 0
RESMED INC COM 761152107 5,047 26,289 SH   DFND 1 25,797 0 492
RESMED INC COM 761152107 1,051 5,471 SH   DFND 1.3 0 5,471 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
RETAIL PPTYS AMER INC CL A 76131V202 1,932 263,977 SH   DFND 1.3 0 263,977 0
RINGCENTRAL INC CL A 76680R206 3,166 11,110 SH   DFND 1 9,582 0 1,528
RINGCENTRAL INC CL A 76680R206 424 1,485 SH   DFND 1.3 0 1,485 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,099 51,367 SH   DFND 1.3 0 51,367 0
ROBERT HALF INTL INC COM 770323103 822 15,566 SH   DFND 1 14,600 0 966
ROBERT HALF INTL INC COM 770323103 436 8,251 SH   DFND 1.3 0 8,251 0
ROCKWELL AUTOMATION INC COM 773903109 5,432 25,503 SH   DFND 1 25,503 0 0
ROCKWELL AUTOMATION INC COM 773903109 753 3,536 SH   DFND 1.3 0 3,536 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,169 78,846 SH   DFND 1 78,846 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 332 8,255 SH   DFND 1.3 0 8,255 0
ROLLINS INC COM 775711104 858 20,236 SH   DFND 1 20,236 0 0
ROLLINS INC COM 775711104 970 22,873 SH   DFND 1.3 0 22,873 0
ROPER TECHNOLOGIES INC COM 776696106 9,954 25,637 SH   DFND 1 21,617 0 4,020
ROPER TECHNOLOGIES INC COM 776696106 11,260 29,003 SH   DFND 1.3 0 29,003 0
ROSS STORES INC COM 778296103 5,212 61,167 SH   DFND 1 41,234 0 19,933
ROSS STORES INC COM 778296103 17,106 200,682 SH   DFND 1.3 0 200,682 0
ROYAL BK CDA COM 780087102 15,123 223,058 SH   DFND 1 216,858 0 6,200
ROYAL BK CDA COM 780087102 1,385 20,435 SH   DFND 1.3 0 20,435 0
S&P GLOBAL INC COM 78409V104 76,667 232,689 SH   DFND 1 104,262 0 128,427
S&P GLOBAL INC COM 78409V104 223,459 678,212 SH   DFND 1.3 0 678,212 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 891 2,992 SH   DFND 1.3 0 2,992 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 21,199 113,167 SH   DFND 1 113,167 0 0
SALESFORCE COM INC COM 79466L302 1,675 8,941 SH   DFND 1.3 0 8,941 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 11,800 641,702 SH   DFND 1 641,702 0 0
SCHLUMBERGER LTD COM 806857108 4,529 246,259 SH   DFND 1,2,3 0 246,259 0
SCHLUMBERGER LTD COM 806857108 10,208 555,117 SH   DFND 1.3 0 555,117 0
SCHWAB CHARLES CORP COM 808513105 5,203 154,211 SH   DFND 1 154,211 0 0
SCHWAB CHARLES CORP COM 808513105 2,838 84,112 SH   DFND 1.3 0 84,112 0
SCIENTIFIC GAMES CORP COM 80874P109 1,672 108,172 SH   DFND 1.3 0 108,172 0
SEALED AIR CORP NEW COM 81211K100 8 252 SH   DFND 1.3 0 252 0
SEMPRA ENERGY COM 816851109 14,546 124,069 SH   DFND 1 123,345 0 724
SEMPRA ENERGY COM 816851109 2,544 21,694 SH   DFND 1.3 0 21,694 0
SERITAGE GROWTH PPTYS CL A 81752R100 2,127 186,613 SH   DFND 1.3 0 186,613 0
SERVICE CORP INTL COM 817565104 5,484 140,997 SH   DFND 1.3 0 140,997 0
SERVICENOW INC COM 81762P102 11,539 28,486 SH   DFND 1 25,524 0 2,962
SERVICENOW INC COM 81762P102 43,343 107,004 SH   DFND 1.3 0 107,004 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,002 244,604 SH   DFND 1 244,604 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 474 28,975 SH   DFND 1.3 0 28,975 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 8,401 14,538 SH   DFND 1 14,538 0 0
SHERWIN WILLIAMS CO COM 824348106 1,275 2,206 SH   DFND 1.3 0 2,206 0
SHOPIFY INC CL A 82509L107 17,600 18,542 SH   DFND 1 18,542 0 0
SHOPIFY INC CL A 82509L107 1,607 1,693 SH   DFND 1.3 0 1,693 0
SIGNATURE BK NEW YORK N Y COM 82669G104 288 2,692 SH   DFND 1 2,692 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 3,861 657,912 SH   DFND 1 642,193 0 15,719
SIRIUS XM HOLDINGS INC COM 82968B103 7,160 1,219,610 SH   DFND 1.3 0 1,219,610 0
SKYWORKS SOLUTIONS INC COM 83088M102 15,900 124,349 SH   DFND 1.3 0 124,349 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 2,680 86,204 SH   DFND 1.3 0 86,204 0
SMITH A O CORP COM 831865209 669 14,190 SH   DFND 1 14,190 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 975 7,036 SH   DFND 1 6,906 0 130
SNAP ON INC COM 833034101 274 1,973 SH   DFND 1.3 0 1,973 0
SNAP INC CL A 83304A106 9,808 417,576 SH   DFND 1 345,889 0 71,687
SNAP INC CL A 83304A106 2,012 85,633 SH   DFND 1.3 0 85,633 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 30,052 216,552 SH   DFND 1 108,758 0 107,794
SOLAREDGE TECHNOLOGIES INC COM 83417M104 161,407 1,163,039 SH   DFND 1.3 0 1,163,039 45,342
SONOCO PRODS CO COM 835495102 1,044 19,962 SH   DFND 1.3 0 19,962 0
SOUTHERN CO COM 842587107 7,393 142,579 SH   DFND 1.3 0 142,579 0
SOUTHWEST AIRLS CO COM 844741108 2,509 73,407 SH   DFND 1 71,553 0 1,854
SOUTHWEST AIRLS CO COM 844741108 3,564 104,252 SH   DFND 1.3 0 104,252 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3,483 2,900,000 SH   DFND 1.3 0 0 0
SPIRE INC COM 84857L101 3,915 59,586 SH   DFND 1.3 0 59,586 0
SPLUNK INC COM 848637104 4,510 22,694 SH   DFND 1 22,694 0 0
SPLUNK INC COM 848637104 348 1,750 SH   DFND 1.3 0 1,750 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 4,304 3,001,000 SH   DFND 1 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 51,401 35,843,000 SH   DFND 1.3 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 1,181 800,000 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 5,182 49,389 SH   DFND 1 49,389 0 0
SQUARE INC CL A 852234103 414 3,951 SH   DFND 1.3 0 3,951 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,798 1,210,000 SH   DFND 1.3 0 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,156 29,809 SH   DFND 1 29,473 0 336
STANLEY BLACK & DECKER INC COM 854502101 1,594 11,440 SH   DFND 1.3 0 11,440 0
STARBUCKS CORP COM 855244109 12,179 165,500 SH   DFND 1 165,250 250 0
STARBUCKS CORP COM 855244109 1,611 21,892 SH   DFND 1.3 0 21,892 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 3,636 57,221 SH   DFND 1 57,221 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 2,639 101,106 SH   DFND 1.3 0 101,106 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 2,558 431,351 SH   DFND 1.3 0 431,351 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 9,812 550,652 SH   DFND 1.3 0 550,652 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 849 800,000 SH   DFND 1.3 0 0 0
SYNOPSYS INC COM 871607107 4,433 22,735 SH   DFND 1 22,735 0 0
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SYNEOS HEALTH INC CL A 87166B102 425 7,300 SH   DFND 1.3 0 7,300 0
SYSCO CORP COM 871829107 4,020 73,542 SH   DFND 1 73,542 0 0
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TJX COS INC NEW COM 872540109 7,515 148,652 SH   DFND 1 148,652 0 0
TJX COS INC NEW COM 872540109 658 13,034 SH   DFND 1.3 0 13,034 0
T-MOBILE US INC COM 872590104 8,005 76,862 SH   DFND 1 76,862 0 0
T-MOBILE US INC COM 872590104 850 8,167 SH   DFND 1.3 0 8,167 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 13,677 249,900 SH   DFND 1.3 0 249,900 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,424 38,860 SH   DFND 1 34,130 0 4,730
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,934 92,664 SH   DFND 1.3 0 92,664 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 5,976 87,400 SH   DFND 1.3 0 87,400 0
TARGET CORP COM 87612E106 7,173 59,813 SH   DFND 1 58,012 0 1,801
TARGET CORP COM 87612E106 9,176 76,503 SH   DFND 1.3 0 76,503 0
TAUBMAN CTRS INC COM 876664103 4,418 117,020 SH   DFND 1.3 0 117,020 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,685 87,349 SH   DFND 1.3 0 87,349 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 3,250 8,928 SH   DFND 1 8,928 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 434 25,850 SH   DFND 1.3 0 25,850 0
TERADYNE INC COM 880770102 1,256 14,858 SH   DFND 1 12,486 0 2,372
TERADYNE INC COM 880770102 19,736 233,548 SH   DFND 1.3 0 233,548 0
TESLA INC COM 88160R101 17,943 16,617 SH   DFND 1 16,617 0 0
TESLA INC COM 88160R101 642 595 SH   DFND 1.3 0 595 0
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TEXAS INSTRS INC COM 882508104 20,307 159,929 SH   DFND 1 148,310 0 11,619
TEXAS INSTRS INC COM 882508104 81,950 645,436 SH   DFND 1.3 0 645,436 0
TEXAS ROADHOUSE INC COM 882681109 12 230 SH   DFND 1.3 0 230 0
THERMO FISHER SCIENTIFIC INC COM 883556102 83,643 230,843 SH   DFND 1 117,918 0 112,925
THERMO FISHER SCIENTIFIC INC COM 883556102 273,618 755,138 SH   DFND 1.3 0 755,138 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 12,159 77,947 SH   DFND 1 77,947 0 0
3M CO COM 88579Y101 4,751 30,454 SH   DFND 1,2,3 0 30,454 0
3M CO COM 88579Y101 4,738 30,377 SH   DFND 1.3 0 30,377 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
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TORONTO DOMINION BK ONT COM NEW 891160509 1,011 22,659 SH   DFND 1.3 0 22,659 0
TRACTOR SUPPLY CO COM 892356106 1,843 13,982 SH   DFND 1 13,482 500 0
TRACTOR SUPPLY CO COM 892356106 7,276 55,208 SH   DFND 1.3 0 55,208 0
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TRANSUNION COM 89400J107 6,430 73,877 SH   DFND 1.3 0 73,877 0
TRAVELERS COMPANIES INC COM 89417E109 4,913 43,083 SH   DFND 1 42,883 200 0
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TRIMBLE INC COM 896239100 876 20,272 SH   DFND 1 20,272 0 0
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TRUIST FINL CORP COM 89832Q109 931 24,779 SH   DFND 1.3 0 24,779 0
TWILIO INC CL A 90138F102 10,018 45,663 SH   DFND 1 39,788 0 5,875
TWILIO INC CL A 90138F102 771 3,512 SH   DFND 1.3 0 3,512 0
TWITTER INC COM 90184L102 9,503 319,011 SH   DFND 1 319,011 0 0
TWITTER INC COM 90184L102 1,003 33,698 SH   DFND 1.3 0 33,698 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,423 1,509,000 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 1,154 3,325 SH   DFND 1 3,325 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,305 3,760 SH   DFND 1.3 0 3,760 0
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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 9,199 289,275 SH   DFND 1 289,275 0 0
UGI CORP NEW COM 902681105 784 24,653 SH   DFND 1.3 0 24,653 0
US BANCORP DEL COM NEW 902973304 9,399 255,289 SH   DFND 1 254,489 800 0
US BANCORP DEL COM NEW 902973304 8,414 228,513 SH   DFND 1.3 0 228,513 0
UBER TECHNOLOGIES INC COM 90353T100 78 2,500 SH   DFND 1.3 0 2,500 0
ULTA BEAUTY INC COM 90384S303 34,946 171,795 SH   DFND 1 59,543 0 112,252
ULTA BEAUTY INC COM 90384S303 85,719 421,390 SH   DFND 1.3 0 421,390 0
UNION PAC CORP COM 907818108 17,924 106,017 SH   DFND 1 101,150 0 4,867
UNION PAC CORP COM 907818108 10,897 64,445 SH   DFND 1.3 0 64,445 0
UNITED PARCEL SERVICE INC CL B 911312106 9,665 86,934 SH   DFND 1 86,934 0 0
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UNITED PARCEL SERVICE INC CL B 911312106 8,877 79,828 SH   DFND 1.3 0 79,828 0
UNITED RENTALS INC COM 911363109 2,230 14,954 SH   DFND 1 10,953 500 3,501
UNITED RENTALS INC COM 911363109 365 2,449 SH   DFND 1.3 0 2,449 0
UNITEDHEALTH GROUP INC COM 91324P102 98,781 334,901 SH   DFND 1 186,375 0 148,526
UNITEDHEALTH GROUP INC COM 91324P102 257,195 871,991 SH   DFND 1.3 0 871,991 0
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UNUM GROUP COM 91529Y106 2,251 135,706 SH   DFND 1.3 0 135,706 0
URBAN EDGE PPTYS COM 91704F104 201 16,900 SH   DFND 1.3 0 16,900 0
V F CORP COM 918204108 3,088 50,670 SH   DFND 1 50,670 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
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VALERO ENERGY CORP COM 91913Y100 9,431 160,327 SH   DFND 1.3 0 160,327 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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VENTAS INC COM 92276F100 2,565 70,069 SH   DFND 1 69,346 0 723
VENTAS INC COM 92276F100 3,583 97,838 SH   DFND 1.3 0 97,838 0
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VERIZON COMMUNICATIONS INC COM 92343V104 30,964 561,618 SH   DFND 1 536,665 1,500 23,453
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VERTEX PHARMACEUTICALS INC COM 92532F100 12,608 43,426 SH   DFND 1 36,091 0 7,335
VERTEX PHARMACEUTICALS INC COM 92532F100 57,268 197,263 SH   DFND 1.3 0 197,263 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,510 2,200,000 SH   DFND 1 0 0 0
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VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 1,913 96,100 SH   DFND 1.3 0 96,100 0
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VISA INC COM CL A 92826C839 261,615 1,354,329 SH   DFND 1.3 0 1,354,329 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,368 1,462,000 SH   DFND 1.3 0 0 0
VISTRA ENERGY CORP COM 92840M102 5,099 273,812 SH   DFND 1.3 0 273,812 0
VMWARE INC CL A COM 928563402 2,237 14,445 SH   DFND 1 14,445 0 0
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WABTEC COM 929740108 1,889 32,822 SH   DFND 1 32,822 0 0
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WELLS FARGO CO NEW COM 949746101 3,413 133,301 SH   DFND 1,2,3 0 133,301 0
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WHEATON PRECIOUS METALS CORP COM 962879102 5,775 131,105 SH   DFND 1 131,105 0 0
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MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,589 130,913 SH   DFND 1 130,913 0 0
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CHECK POINT SOFTWARE TECH LT ORD M22465104 1,870 17,398 SH   DFND 1 17,398 0 0
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