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 5,160 116,013 SH   DFND 1 103,813 800 11,400
AFLAC INC COM 001055102 4,252 95,639 SH   DFND 1.3 0 95,639 0
AGNC INVT CORP COM 00123Q104 1,530 98,074 SH   DFND 1 98,074 0 0
AGNC INVT CORP COM 00123Q104 622 39,875 SH   DFND 1.3 0 39,875 0
AT&T INC COM 00206R102 24,477 851,090 SH   DFND 1 851,090 0 0
AT&T INC COM 00206R102 9,693 337,035 SH   DFND 1.3 0 337,035 0
ABBOTT LABS COM 002824100 21,884 199,873 SH   DFND 1 199,873 0 0
ABBOTT LABS COM 002824100 23,699 216,445 SH   DFND 1.3 0 216,445 0
ABBVIE INC COM 00287Y109 19,025 177,556 SH   DFND 1 175,355 0 2,201
ABBVIE INC COM 00287Y109 20,309 189,544 SH   DFND 1.3 0 189,544 0
ABIOMED INC COM 003654100 14,978 46,200 SH   DFND 1.3 0 46,200 0
ACTIVISION BLIZZARD INC COM 00507V109 12,746 137,274 SH   DFND 1 129,574 0 7,700
ACTIVISION BLIZZARD INC COM 00507V109 9,882 106,432 SH   DFND 1.3 0 106,432 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 88,676 177,308 SH   DFND 1 95,031 100 82,177
ADOBE SYSTEMS INCORPORATED COM 00724F101 249,020 497,923 SH   DFND 1.3 0 497,923 0
ADVANCED MICRO DEVICES INC COM 007903107 14,139 154,164 SH   DFND 1 127,996 0 26,168
ADVANCED MICRO DEVICES INC COM 007903107 9,146 99,731 SH   DFND 1.3 0 99,731 0
AGILENT TECHNOLOGIES INC COM 00846U101 8,157 68,842 SH   DFND 1 56,217 0 12,625
AGILENT TECHNOLOGIES INC COM 00846U101 2,975 25,113 SH   DFND 1.3 0 25,113 0
AGNICO EAGLE MINES LTD COM 008474108 1,072 15,200 SH   DFND 1.3 0 15,200 0
AGREE REALTY CORP COM 008492100 712 10,684 SH   DFND 1.3 0 10,684 0
AIR PRODS & CHEMS INC COM 009158106 9,530 34,880 SH   DFND 1 34,143 0 737
AIR PRODS & CHEMS INC COM 009158106 12,509 45,780 SH   DFND 1.3 0 45,780 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,444 42,329 SH   DFND 1 42,329 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,911 18,199 SH   DFND 1.3 0 18,199 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,013 4,860,000 SH   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 49,301 39,847,000 SH   DFND 1.3 0 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,547 25,512 SH   DFND 1 25,512 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 13,055 73,256 SH   DFND 1.3 0 73,256 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,211 26,945 SH   DFND 1 26,945 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,541 9,858 SH   DFND 1.3 0 9,858 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,211 73,600 SH   DFND 1.3 0 73,600 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,050 64,668 SH   DFND 1,2,3 0 64,668 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 104,527 449,136 SH   DFND 1.3 0 449,136 0
ALIGN TECHNOLOGY INC COM 016255101 6,794 12,712 SH   DFND 1 9,913 0 2,799
ALIGN TECHNOLOGY INC COM 016255101 4,618 8,643 SH   DFND 1.3 0 8,643 0
ALLEGHANY CORP DEL COM 017175100 96 159 SH   DFND 1 159 0 0
ALLEGHANY CORP DEL COM 017175100 14 24 SH   DFND 1.3 0 24 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 597 13,845 SH   DFND 1.3 0 13,845 0
ALLSTATE CORP COM 020002101 5,125 46,623 SH   DFND 1 46,623 0 0
ALLSTATE CORP COM 020002101 10,553 95,994 SH   DFND 1.3 0 95,994 0
ALLY FINL INC COM 02005N100 2,284 64,041 SH   DFND 1 64,041 0 0
ALLY FINL INC COM 02005N100 1,555 43,631 SH   DFND 1.3 0 43,631 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,373 10,563 SH   DFND 1 10,563 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 786 6,050 SH   DFND 1.3 0 6,050 0
ALPHABET INC CAP STK CL C 02079K107 13,664 7,800 SH   DFND 1 2,751 0 5,049
ALPHABET INC CAP STK CL C 02079K107 65,855 37,591 SH   DFND 1.3 0 37,591 0
ALPHABET INC CAP STK CL A 02079K305 66,505 37,945 SH   DFND 1 12,979 0 24,966
ALPHABET INC CAP STK CL A 02079K305 246,210 140,479 SH   DFND 1.3 0 140,479 0
ALTERYX INC COM CL A 02156B103 122 1,000 SH   DFND 1.3 0 1,000 0
ALTICE USA INC CL A 02156K103 743 19,628 SH   DFND 1 0 0 19,628
ALTICE USA INC CL A 02156K103 7,270 191,967 SH   DFND 1.3 0 191,967 0
AMAZON COM INC COM 023135106 244,364 75,029 SH   DFND 1 50,479 25 24,525
AMAZON COM INC COM 023135106 432,142 132,684 SH   DFND 1.3 0 132,684 0
AMEDISYS INC COM 023436108 1,978 6,745 SH   DFND 1.3 0 6,745 0
AMEREN CORP COM 023608102 3,651 46,771 SH   DFND 1.3 0 46,771 0
AMERICAN ELEC PWR CO INC COM 025537101 18 222 SH   DFND 1.3 0 222 0
AMERICAN EXPRESS CO COM 025816109 14,000 115,791 SH   DFND 1 115,791 0 0
AMERICAN EXPRESS CO COM 025816109 5,115 42,303 SH   DFND 1.3 0 42,303 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,283 113,146 SH   DFND 1 113,146 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,580 41,733 SH   DFND 1.3 0 41,733 0
AMERICAN TOWER CORP NEW COM 03027X100 11,833 52,723 SH   DFND 1 50,423 0 2,300
AMERICAN TOWER CORP NEW COM 03027X100 40,089 178,615 SH   DFND 1.3 0 178,615 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,832 38,000 SH   DFND 1.3 0 38,000 0
AMERISOURCEBERGEN CORP COM 03073E105 1,309 13,394 SH   DFND 1 13,094 300 0
AMERISOURCEBERGEN CORP COM 03073E105 258 2,643 SH   DFND 1.3 0 2,643 0
AMERIPRISE FINL INC COM 03076C106 3,840 19,764 SH   DFND 1 19,764 0 0
AMERIPRISE FINL INC COM 03076C106 5,264 27,091 SH   DFND 1,2,3 0 27,091 0
AMERIPRISE FINL INC COM 03076C106 14,974 77,056 SH   DFND 1.3 0 77,056 0
AMETEK INC COM 031100100 937 7,750 SH   DFND 1 0 0 7,750
AMETEK INC COM 031100100 1,059 8,758 SH   DFND 1.3 0 8,758 0
AMGEN INC COM 031162100 14,285 62,133 SH   DFND 1 62,133 0 0
AMGEN INC COM 031162100 6,201 26,973 SH   DFND 1.3 0 26,973 0
AMPHENOL CORP NEW CL A 032095101 196 1,500 SH   DFND 1.3 0 1,500 0
AMPLIFY ENERGY CORP NEW COM 03212B103 0 2 SH   DFND 1.3 0 2 0
ANALOG DEVICES INC COM 032654105 10,593 71,702 SH   DFND 1 71,702 0 0
ANALOG DEVICES INC COM 032654105 3,674 24,864 SH   DFND 1.3 0 24,864 0
ANAPLAN INC COM 03272L108 1,571 21,869 SH   DFND 1.3 0 21,869 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,957 231,513 SH   DFND 1 231,513 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 760 89,916 SH   DFND 1.3 0 89,916 0
ANSYS INC COM 03662Q105 4,070 11,188 SH   DFND 1 11,188 0 0
ANSYS INC COM 03662Q105 68,067 187,099 SH   DFND 1.3 0 187,099 0
ANTHEM INC COM 036752103 66,894 208,336 SH   DFND 1 84,282 0 124,054
ANTHEM INC COM 036752103 197,197 614,152 SH   DFND 1.3 0 614,152 0
ANTERO MIDSTREAM CORP COM 03676B102 2,172 281,700 SH   DFND 1.3 0 281,700 0
APARTMENT INVT & MGMT CO CL A 03748R747 671 127,120 SH   DFND 1.3 0 127,120 0
APARTMENT INCOME REIT CORP COM 03750L109 9,361 243,720 SH   DFND 1.3 0 243,720 0
APPIAN CORP CL A 03782L101 1,524 9,400 SH   DFND 1.3 0 9,400 0
APPLE INC COM 037833100 280,324 2,112,624 SH   DFND 1 1,738,381 1,720 372,523
APPLE INC COM 037833100 13,901 104,761 SH   DFND 1,2,3 0 104,761 0
APPLE INC COM 037833100 423,098 3,188,619 SH   DFND 1.3 0 3,188,619 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 717 55,501 SH   DFND 1.3 0 55,501 0
APPLIED MATLS INC COM 038222105 12,464 144,423 SH   DFND 1 144,423 0 0
APPLIED MATLS INC COM 038222105 8,715 100,977 SH   DFND 1,2,3 0 100,977 0
APPLIED MATLS INC COM 038222105 17,156 198,804 SH   DFND 1.3 0 198,804 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,025 60,000 SH   DFND 1.3 0 60,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 3,122 2,964,000 SH   DFND 1 0 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 7,215 6,850,000 SH   DFND 1.3 0 0 0
ARISTA NETWORKS INC COM 040413106 2,261 7,781 SH   DFND 1 7,781 0 0
ARISTA NETWORKS INC COM 040413106 832 2,864 SH   DFND 1.3 0 2,864 0
ARROW ELECTRS INC COM 042735100 646 6,640 SH   DFND 1 6,640 0 0
ARROW ELECTRS INC COM 042735100 106 1,087 SH   DFND 1.3 0 1,087 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,570 31,200 SH   DFND 1.3 0 31,200 0
ASPEN TECHNOLOGY INC COM 045327103 18,366 141,000 SH   DFND 1.3 0 141,000 0
ASSURANT INC COM 04621X108 118 869 SH   DFND 1.3 0 869 0
ATMOS ENERGY CORP COM 049560105 7,016 73,528 SH   DFND 1,2,3 0 73,528 0
ATMOS ENERGY CORP COM 049560105 9,310 97,562 SH   DFND 1.3 0 97,562 0
AUTODESK INC COM 052769106 9,606 31,461 SH   DFND 1 25,786 0 5,675
AUTODESK INC COM 052769106 21,372 69,989 SH   DFND 1.3 0 69,989 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,554 15,600 SH   DFND 1.3 0 15,600 0
AUTOLIV INC COM 052800109 1,235 13,400 SH   DFND 1.3 0 13,400 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,328 47,265 SH   DFND 1 47,265 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,848 55,887 SH   DFND 1,2,3 0 55,887 0
AUTOMATIC DATA PROCESSING IN COM 053015103 12,315 69,893 SH   DFND 1.3 0 69,893 0
AUTOZONE INC COM 053332102 492 415 SH   DFND 1.3 0 415 0
AVALARA INC COM 05338G106 1,199 7,270 SH   DFND 1 7,270 0 0
AVALARA INC COM 05338G106 1,150 6,970 SH   DFND 1.3 0 6,970 0
AVALONBAY CMNTYS INC COM 053484101 4,467 27,843 SH   DFND 1 27,843 0 0
AVALONBAY CMNTYS INC COM 053484101 30,593 190,690 SH   DFND 1.3 0 190,690 0
AVERY DENNISON CORP COM 053611109 598 3,858 SH   DFND 1 0 0 3,858
AVERY DENNISON CORP COM 053611109 5,112 32,946 SH   DFND 1.3 0 32,946 0
BCE INC COM NEW 05534B760 4,960 115,893 SH   DFND 1 115,893 0 0
BCE INC COM NEW 05534B760 2,561 59,850 SH   DFND 1.3 0 59,850 0
BJS WHSL CLUB HLDGS INC COM 05550J101 313 8,400 SH   DFND 1.3 0 8,400 0
BAIDU INC SPON ADR REP A 056752108 1,233 5,700 SH   DFND 1,2,3 0 5,700 0
BAIDU INC SPON ADR REP A 056752108 13,285 61,432 SH   DFND 1.3 0 61,432 0
BAKER HUGHES COMPANY CL A 05722G100 5,219 250,342 SH   DFND 1 250,342 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,389 114,566 SH   DFND 1.3 0 114,566 0
BALL CORP COM 058498106 848 9,100 SH   DFND 1.3 0 9,100 0
BANDWIDTH INC COM CL A 05988J103 1,245 8,100 SH   DFND 1.3 0 8,100 0
BK OF AMERICA CORP COM 060505104 27,725 914,693 SH   DFND 1 888,706 2,000 23,987
BK OF AMERICA CORP COM 060505104 30,641 1,010,891 SH   DFND 1.3 0 1,010,891 0
BANK MONTREAL QUE COM 063671101 6,415 84,369 SH   DFND 1 76,369 0 8,000
BANK MONTREAL QUE COM 063671101 1,823 23,985 SH   DFND 1.3 0 23,985 0
BANK NEW YORK MELLON CORP COM 064058100 5,304 124,972 SH   DFND 1 124,972 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,425 245,657 SH   DFND 1,2,3 0 245,657 0
BANK NEW YORK MELLON CORP COM 064058100 13,256 312,362 SH   DFND 1.3 0 312,362 0
BANK NOVA SCOTIA B C COM 064149107 8,775 162,377 SH   DFND 1 156,215 0 6,162
BANK NOVA SCOTIA B C COM 064149107 11,363 210,275 SH   DFND 1.3 0 210,275 0
BAOZUN INC SPONSORED ADR 06684L103 577 16,800 SH   DFND 1.3 0 16,800 0
BAXTER INTL INC COM 071813109 6,726 83,833 SH   DFND 1 77,233 600 6,000
BAXTER INTL INC COM 071813109 26,642 332,040 SH   DFND 1.3 0 332,040 0
BECTON DICKINSON & CO COM 075887109 8,403 33,583 SH   DFND 1 33,583 0 0
BECTON DICKINSON & CO COM 075887109 26,155 104,528 SH   DFND 1.3 0 104,528 0
BEIGENE LTD SPONSORED ADR 07725L102 2,945 11,400 SH   DFND 1.3 0 11,400 0
BERKLEY W R CORP COM 084423102 278 4,186 SH   DFND 1 4,186 0 0
BERKLEY W R CORP COM 084423102 1,381 20,791 SH   DFND 1.3 0 20,791 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,327 66,098 SH   DFND 1.3 0 66,098 0
BERRY GLOBAL GROUP INC COM 08579W103 3,071 54,641 SH   DFND 1.3 0 54,641 0
BEST BUY INC COM 086516101 3,218 32,244 SH   DFND 1 26,417 0 5,827
BEST BUY INC COM 086516101 1,442 14,453 SH   DFND 1.3 0 14,453 0
BEYOND MEAT INC COM 08862E109 338 2,700 SH   DFND 1.3 0 2,700 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 1,129 17,600 SH   DFND 1.3 0 17,600 0
BIO RAD LABS INC CL A 090572207 2,219 3,807 SH   DFND 1 3,807 0 0
BIO RAD LABS INC CL A 090572207 879 1,508 SH   DFND 1.3 0 1,508 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,896 21,612 SH   DFND 1 21,612 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,171 13,353 SH   DFND 1.3 0 13,353 0
BIOGEN INC COM 09062X103 4,597 18,773 SH   DFND 1 18,773 0 0
BIOGEN INC COM 09062X103 2,682 10,951 SH   DFND 1.3 0 10,951 0
BLACK KNIGHT INC COM 09215C105 205 2,316 SH   DFND 1 2,316 0 0
BLACK KNIGHT INC COM 09215C105 29 330 SH   DFND 1.3 0 330 0
BLACKBERRY LTD COM 09228F103 491 74,134 SH   DFND 1 74,134 0 0
BLACKBERRY LTD COM 09228F103 84 12,601 SH   DFND 1.3 0 12,601 0
BLACKROCK INC COM 09247X101 7,143 9,899 SH   DFND 1,2,3 0 9,899 0
BLACKROCK INC COM 09247X101 9,343 12,950 SH   DFND 1.3 0 12,950 0
BOOKING HOLDINGS INC COM 09857L108 11,874 5,331 SH   DFND 1 5,304 0 27
BOOKING HOLDINGS INC COM 09857L108 10,464 4,698 SH   DFND 1.3 0 4,698 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,744 65,886 SH   DFND 1.3 0 65,886 0
BOSTON PROPERTIES INC COM 101121101 2,885 30,514 SH   DFND 1 30,514 0 0
BOSTON PROPERTIES INC COM 101121101 8,692 91,955 SH   DFND 1.3 0 91,955 0
BOSTON SCIENTIFIC CORP COM 101137107 4,403 122,462 SH   DFND 1 122,462 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,118 114,552 SH   DFND 1.3 0 114,552 0
BRIGHTHOUSE FINL INC COM 10922N103 1,567 43,282 SH   DFND 1.3 0 43,282 0
BRISTOL-MYERS SQUIBB CO COM 110122108 16,283 262,495 SH   DFND 1 259,160 1,000 2,335
BRISTOL-MYERS SQUIBB CO COM 110122108 10,179 164,087 SH   DFND 1,2,3 0 164,087 0
BRISTOL-MYERS SQUIBB CO COM 110122108 19,540 315,015 SH   DFND 1.3 0 315,015 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 2,304 SH   DFND 1 0 0 2,304
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 0 18,044 SH   DFND 1.3 0 18,044 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,375 324,784 SH   DFND 1.3 0 324,784 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,131 7,384 SH   DFND 1 7,384 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 26,585 173,537 SH   DFND 1.3 0 173,537 0
BROADCOM INC COM 11135F101 20,855 47,632 SH   DFND 1.3 0 47,632 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 6,959 168,669 SH   DFND 1 164,720 0 3,949
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,666 88,849 SH   DFND 1.3 0 88,849 0
BROOKFIELD PPTY REIT INC CL A 11282X103 3,449 230,826 SH   DFND 1.3 0 230,826 0
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 296 5,082 SH   DFND 1.3 0 5,082 0
BROWN & BROWN INC COM 115236101 49,407 1,042,141 SH   DFND 1 386,667 0 655,474
BROWN & BROWN INC COM 115236101 136,865 2,886,847 SH   DFND 1.3 0 2,886,847 0
BROWN FORMAN CORP CL B 115637209 5,165 65,028 SH   DFND 1 62,924 0 2,104
BROWN FORMAN CORP CL B 115637209 5,328 67,085 SH   DFND 1.3 0 67,085 0
BRUKER CORP COM 116794108 1,933 35,700 SH   DFND 1.3 0 35,700 0
B2GOLD CORP COM 11777Q209 431 76,972 SH   DFND 1.3 0 76,972 0
BURLINGTON STORES INC COM 122017106 1,172 4,484 SH   DFND 1 4,051 0 433
BURLINGTON STORES INC COM 122017106 1,640 6,272 SH   DFND 1.3 0 6,272 0
CBOE GLOBAL MKTS INC COM 12503M108 1,275 13,694 SH   DFND 1 13,694 0 0
CBOE GLOBAL MKTS INC COM 12503M108 596 6,393 SH   DFND 1.3 0 6,393 0
CBRE GROUP INC CL A 12504L109 2,697 42,990 SH   DFND 1 42,990 0 0
CBRE GROUP INC CL A 12504L109 3,744 59,695 SH   DFND 1.3 0 59,695 0
CDW CORP COM 12514G108 7,177 54,457 SH   DFND 1.3 0 54,457 0
CGI INC CL A SUB VTG 12532H104 317 3,991 SH   DFND 1 3,991 0 0
CGI INC CL A SUB VTG 12532H104 42 532 SH   DFND 1.3 0 532 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,493 15,900 SH   DFND 1 15,900 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,243 66,499 SH   DFND 1.3 0 66,499 0
CI FINL CORP COM 125491100 52 4,237 SH   DFND 1 0 0 4,237
CI FINL CORP COM 125491100 581 46,746 SH   DFND 1.3 0 46,746 0
CIGNA CORP NEW COM 125523100 9,186 44,122 SH   DFND 1 41,681 0 2,441
CIGNA CORP NEW COM 125523100 23,052 110,737 SH   DFND 1.3 0 110,737 0
CME GROUP INC COM 12572Q105 7,511 41,258 SH   DFND 1 41,258 0 0
CME GROUP INC COM 12572Q105 2,945 16,172 SH   DFND 1.3 0 16,172 0
CSX CORP COM 126408103 13,607 149,946 SH   DFND 1 121,956 0 27,990
CSX CORP COM 126408103 37,113 408,956 SH   DFND 1.3 0 408,956 0
CVS HEALTH CORP COM 126650100 9,315 136,382 SH   DFND 1 136,382 0 0
CVS HEALTH CORP COM 126650100 3,319 48,583 SH   DFND 1.3 0 48,583 0
CABLE ONE INC COM 12685J105 8,215 3,688 SH   DFND 1.3 0 3,688 0
CABOT CORP COM 127055101 2,368 52,773 SH   DFND 1.3 0 52,773 0
CABOT OIL & GAS CORP COM 127097103 1,244 76,400 SH   DFND 1.3 0 76,400 0
CACI INTL INC CL A 127190304 3,661 14,684 SH   DFND 1.3 0 14,684 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,975 43,786 SH   DFND 1 34,908 0 8,878
CADENCE DESIGN SYSTEM INC COM 127387108 11,823 86,659 SH   DFND 1.3 0 86,659 0
CAMPBELL SOUP CO COM 134429109 1,899 39,283 SH   DFND 1 38,783 500 0
CAMPBELL SOUP CO COM 134429109 2,203 45,573 SH   DFND 1.3 0 45,573 0
CANADIAN IMP BK COMM COM 136069101 4,674 54,697 SH   DFND 1 50,349 0 4,348
CANADIAN IMP BK COMM COM 136069101 9,477 110,882 SH   DFND 1.3 0 110,882 0
CANADIAN NATL RY CO COM 136375102 11,131 101,330 SH   DFND 1 101,330 0 0
CANADIAN NATL RY CO COM 136375102 3,968 36,121 SH   DFND 1.3 0 36,121 0
CANADIAN PAC RY LTD COM 13645T100 6,293 18,153 SH   DFND 1 18,153 0 0
CANADIAN PAC RY LTD COM 13645T100 2,068 5,966 SH   DFND 1.3 0 5,966 0
CANOPY GROWTH CORP COM 138035100 990 40,182 SH   DFND 1 40,182 0 0
CANOPY GROWTH CORP COM 138035100 144 5,855 SH   DFND 1.3 0 5,855 0
CAPITAL ONE FINL CORP COM 14040H105 5,202 52,626 SH   DFND 1.3 0 52,626 0
CAPITOL FED FINL INC COM 14057J101 1,978 158,257 SH   DFND 1.3 0 158,257 0
CARDINAL HEALTH INC COM 14149Y108 1,656 30,924 SH   DFND 1 30,924 0 0
CARDINAL HEALTH INC COM 14149Y108 462 8,622 SH   DFND 1.3 0 8,622 0
CARDLYTICS INC COM 14161W105 1,599 11,200 SH   DFND 1.3 0 11,200 0
CAREDX INC COM 14167L103 1,448 20,000 SH   DFND 1.3 0 20,000 0
CARETRUST REIT INC COM 14174T107 3,229 145,624 SH   DFND 1.3 0 145,624 0
CARMAX INC COM 143130102 1,243 13,161 SH   DFND 1 11,424 0 1,737
CARMAX INC COM 143130102 2,367 25,060 SH   DFND 1.3 0 25,060 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,509 161,992 SH   DFND 1 161,992 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,737 218,722 SH   DFND 1,2,3 0 218,722 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,379 202,157 SH   DFND 1.3 0 202,157 0
CARRIER GLOBAL CORPORATION COM 14448C104 3,234 85,728 SH   DFND 1 85,728 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 7,438 197,185 SH   DFND 1.3 0 197,185 0
CARVANA CO CL A 146869102 1,578 6,590 SH   DFND 1 6,590 0 0
CARVANA CO CL A 146869102 278 1,159 SH   DFND 1.3 0 1,159 0
CASEYS GEN STORES INC COM 147528103 1,733 9,700 SH   DFND 1.3 0 9,700 0
CATALENT INC COM 148806102 50 481 SH   DFND 1 0 0 481
CATALENT INC COM 148806102 6,889 66,200 SH   DFND 1.3 0 66,200 0
CATERPILLAR INC COM 149123101 546 3,000 SH   DFND 1 0 0 3,000
CELANESE CORP DEL COM 150870103 6,954 53,517 SH   DFND 1.3 0 53,517 0
CENTENE CORP DEL COM 15135B101 3,385 56,386 SH   DFND 1 56,386 0 0
CENTENE CORP DEL COM 15135B101 1,150 19,149 SH   DFND 1.3 0 19,149 0
CENTERPOINT ENERGY INC COM 15189T107 28 1,300 SH   DFND 1 0 1,300 0
CENTERPOINT ENERGY INC COM 15189T107 3,891 179,800 SH   DFND 1.3 0 179,800 0
CERNER CORP COM 156782104 2,628 33,486 SH   DFND 1 33,486 0 0
CERNER CORP COM 156782104 5,341 68,046 SH   DFND 1,2,3 0 68,046 0
CERNER CORP COM 156782104 7,688 97,963 SH   DFND 1.3 0 97,963 0
CHARLES RIV LABS INTL INC COM 159864107 225 900 SH   DFND 1.3 0 900 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 15,160 22,915 SH   DFND 1 22,915 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 6,769 10,231 SH   DFND 1.3 0 10,231 0
CHEMED CORP NEW COM 16359R103 1,916 3,597 SH   DFND 1.3 0 3,597 0
CHENIERE ENERGY INC COM NEW 16411R208 3,776 62,903 SH   DFND 1 62,903 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,540 42,311 SH   DFND 1.3 0 42,311 0
CHEVRON CORP NEW COM 166764100 22,517 266,630 SH   DFND 1 266,630 0 0
CHEVRON CORP NEW COM 166764100 11,102 131,459 SH   DFND 1,2,3 0 131,459 0
CHEVRON CORP NEW COM 166764100 39,877 472,188 SH   DFND 1.3 0 472,188 0
CHEWY INC CL A 16679L109 2,643 29,400 SH   DFND 1.3 0 29,400 0
CHURCH & DWIGHT INC COM 171340102 3,904 44,757 SH   DFND 1 23,904 0 20,853
CHURCH & DWIGHT INC COM 171340102 6,901 79,119 SH   DFND 1.3 0 79,119 0
CINCINNATI FINL CORP COM 172062101 1,457 16,671 SH   DFND 1 16,671 0 0
CINCINNATI FINL CORP COM 172062101 493 5,637 SH   DFND 1.3 0 5,637 0
CISCO SYS INC COM 17275R102 21,080 471,067 SH   DFND 1 449,501 1,500 20,066
CISCO SYS INC COM 17275R102 16,512 368,975 SH   DFND 1,2,3 0 368,975 0
CISCO SYS INC COM 17275R102 47,027 1,050,891 SH   DFND 1.3 0 1,050,891 0
CINTAS CORP COM 172908105 4,376 12,381 SH   DFND 1 11,740 0 641
CINTAS CORP COM 172908105 3,026 8,560 SH   DFND 1.3 0 8,560 0
CITIGROUP INC COM NEW 172967424 530 8,600 SH   DFND 1 0 0 8,600
CITIGROUP INC COM NEW 172967424 28,929 469,182 SH   DFND 1.3 0 469,182 0
CITIZENS FINL GROUP INC COM 174610105 2,352 65,782 SH   DFND 1 59,285 0 6,497
CITIZENS FINL GROUP INC COM 174610105 1,441 40,289 SH   DFND 1.3 0 40,289 0
CITRIX SYS INC COM 177376100 1,078 8,283 SH   DFND 1 8,283 0 0
CITRIX SYS INC COM 177376100 335 2,574 SH   DFND 1.3 0 2,574 0
CLEVELAND-CLIFFS INC NEW COM 185899101 1,059 72,734 SH   DFND 1.3 0 72,734 0
CLOROX CO DEL COM 189054109 2,556 12,663 SH   DFND 1 9,820 0 2,843
CLOROX CO DEL COM 189054109 6,476 32,075 SH   DFND 1.3 0 32,075 0
COCA COLA CO COM 191216100 735 13,400 SH   DFND 1 0 0 13,400
COCA COLA CO COM 191216100 19,927 363,369 SH   DFND 1.3 0 363,369 0
COGNEX CORP COM 192422103 1,979 24,645 SH   DFND 1 24,645 0 0
COGNEX CORP COM 192422103 322 4,006 SH   DFND 1.3 0 4,006 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,113 62,389 SH   DFND 1 62,389 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,673 20,415 SH   DFND 1.3 0 20,415 0
COHEN & STEERS INC COM 19247A100 1,620 21,800 SH   DFND 1.3 0 21,800 0
COLGATE PALMOLIVE CO COM 194162103 9,733 113,820 SH   DFND 1 110,276 700 2,844
COLGATE PALMOLIVE CO COM 194162103 10,756 125,790 SH   DFND 1,2,3 0 125,790 0
COLGATE PALMOLIVE CO COM 194162103 26,110 305,369 SH   DFND 1.3 0 305,369 0
COMCAST CORP NEW CL A 20030N101 75,659 1,443,887 SH   DFND 1 843,984 600 599,303
COMCAST CORP NEW CL A 20030N101 162,753 3,105,971 SH   DFND 1.3 0 3,105,971 0
COMMERCIAL METALS CO COM 201723103 578 28,134 SH   DFND 1.3 0 28,134 0
CONAGRA BRANDS INC COM 205887102 2,669 73,583 SH   DFND 1 73,583 0 0
CONAGRA BRANDS INC COM 205887102 2,469 68,064 SH   DFND 1.3 0 68,064 0
CONCHO RES INC COM 20605P101 4,313 73,923 SH   DFND 1.3 0 73,923 0
CONOCOPHILLIPS COM 20825C104 9,895 247,434 SH   DFND 1,2,3 0 247,434 0
CONOCOPHILLIPS COM 20825C104 15,596 390,003 SH   DFND 1.3 0 390,003 0
CONSOLIDATED EDISON INC COM 209115104 15,625 216,205 SH   DFND 1 215,805 400 0
CONSOLIDATED EDISON INC COM 209115104 16,586 229,494 SH   DFND 1.3 0 229,494 0
CONSTELLATION BRANDS INC CL A 21036P108 8,686 39,653 SH   DFND 1 28,140 0 11,513
CONSTELLATION BRANDS INC CL A 21036P108 15,889 72,539 SH   DFND 1.3 0 72,539 0
COOPER COS INC COM NEW 216648402 3,416 9,403 SH   DFND 1 9,403 0 0
COOPER COS INC COM NEW 216648402 1,284 3,532 SH   DFND 1.3 0 3,532 0
COPART INC COM 217204106 3,870 30,415 SH   DFND 1 30,415 0 0
COPART INC COM 217204106 14,772 116,075 SH   DFND 1.3 0 116,075 0
CORESITE RLTY CORP COM 21870Q105 355 2,832 SH   DFND 1.3 0 2,832 0
CORELOGIC INC COM 21871D103 1,012 13,100 SH   DFND 1.3 0 13,100 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2,932 112,418 SH   DFND 1.3 0 112,418 0
COSTCO WHSL CORP NEW COM 22160K105 23,223 61,637 SH   DFND 1 57,509 0 4,128
COSTCO WHSL CORP NEW COM 22160K105 54,348 144,239 SH   DFND 1.3 0 144,239 0
COSTAR GROUP INC COM 22160N109 5,208 5,635 SH   DFND 1 4,822 0 813
COSTAR GROUP INC COM 22160N109 3,960 4,284 SH   DFND 1.3 0 4,284 0
COUPA SOFTWARE INC COM 22266L106 2,268 6,694 SH   DFND 1 6,694 0 0
COUPA SOFTWARE INC COM 22266L106 389 1,149 SH   DFND 1.3 0 1,149 0
COVETRUS INC COM 22304C100 322 11,200 SH   DFND 1.3 0 11,200 0
CREDIT ACCEP CORP MICH COM 225310101 56 161 SH   DFND 1.3 0 161 0
CROWDSTRIKE HLDGS INC CL A 22788C105 3,707 17,500 SH   DFND 1.3 0 17,500 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,696 48,345 SH   DFND 1 48,345 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,932 18,422 SH   DFND 1.3 0 18,422 0
CROWN HLDGS INC COM 228368106 1,026 10,237 SH   DFND 1 0 0 10,237
CROWN HLDGS INC COM 228368106 534 5,334 SH   DFND 1.3 0 5,334 0
CUBESMART COM 229663109 14,711 437,688 SH   DFND 1.3 0 437,688 0
CUMMINS INC COM 231021106 5,908 26,012 SH   DFND 1 22,596 0 3,416
CUMMINS INC COM 231021106 26,349 116,027 SH   DFND 1.3 0 116,027 0
CURTISS WRIGHT CORP COM 231561101 547 4,702 SH   DFND 1.3 0 4,702 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1,841 1,500,000 SH   DFND 1 0 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 17,438 14,208,000 SH   DFND 1.3 0 0 0
D R HORTON INC COM 23331A109 2,367 34,343 SH   DFND 1 34,343 0 0
D R HORTON INC COM 23331A109 7,217 104,699 SH   DFND 1.3 0 104,699 0
DANA INC COM 235825205 219 11,220 SH   DFND 1.3 0 11,220 0
DANAHER CORPORATION COM 235851102 20,818 93,719 SH   DFND 1 84,964 0 8,755
DANAHER CORPORATION COM 235851102 42,200 315,749 SH   DFND 1.3 0 315,749 0
DARDEN RESTAURANTS INC COM 237194105 1,008 8,460 SH   DFND 1 0 0 8,460
DARDEN RESTAURANTS INC COM 237194105 2,784 23,370 SH   DFND 1.3 0 23,370 0
DARLING INGREDIENTS INC COM 237266101 1,897 32,900 SH   DFND 1.3 0 32,900 0
DAVITA INC COM 23918K108 365 3,112 SH   DFND 1 3,112 0 0
DAVITA INC COM 23918K108 64 546 SH   DFND 1.3 0 546 0
DECKERS OUTDOOR CORP COM 243537107 4,872 16,987 SH   DFND 1.3 0 16,987 0
DEERE & CO COM 244199105 9,772 36,320 SH   DFND 1 36,320 0 0
DEERE & CO COM 244199105 4,808 17,874 SH   DFND 1.3 0 17,874 0
DELL TECHNOLOGIES INC CL C 24703L202 1,788 24,393 SH   DFND 1 22,912 0 1,481
DELL TECHNOLOGIES INC CL C 24703L202 1,292 17,639 SH   DFND 1.3 0 17,639 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,281 106,480 SH   DFND 1 106,480 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,338 33,272 SH   DFND 1.3 0 33,272 0
DENTSPLY SIRONA INC COM 24906P109 2,422 46,243 SH   DFND 1 46,243 0 0
DENTSPLY SIRONA INC COM 24906P109 811 15,475 SH   DFND 1.3 0 15,475 0
DESCARTES SYS GROUP INC COM 249906108 32,694 405,000 SH   DFND 1.3 0 405,000 0
DEXCOM INC COM 252131107 4,833 13,073 SH   DFND 1 9,687 0 3,386
DEXCOM INC COM 252131107 2,389 6,464 SH   DFND 1.3 0 6,464 0
DIGITAL RLTY TR INC COM 253868103 3,202 22,950 SH   DFND 1.3 0 22,950 0
DISNEY WALT CO COM 254687106 40,943 225,985 SH   DFND 1 221,250 420 4,315
DISNEY WALT CO COM 254687106 53,195 293,600 SH   DFND 1.3 0 293,600 0
DISCOVER FINL SVCS COM 254709108 4,101 45,292 SH   DFND 1 45,292 0 0
DISCOVER FINL SVCS COM 254709108 1,612 17,803 SH   DFND 1.3 0 17,803 0
DISH NETWORK CORPORATION CL A 25470M109 1,786 55,257 SH   DFND 1 53,694 0 1,563
DISH NETWORK CORPORATION CL A 25470M109 782 24,156 SH   DFND 1.3 0 24,156 0
DOCUSIGN INC COM 256163106 4,040 18,173 SH   DFND 1 18,173 0 0
DOCUSIGN INC COM 256163106 2,266 10,195 SH   DFND 1.3 0 10,195 0
DOLBY LABORATORIES INC COM CL A 25659T107 165 1,700 SH   DFND 1.3 0 1,700 0
DOLLAR GEN CORP NEW COM 256677105 799 3,800 SH   DFND 1.3 0 3,800 0
DOMINOS PIZZA INC COM 25754A201 1,824 4,759 SH   DFND 1 4,110 0 649
DOMINOS PIZZA INC COM 25754A201 10,255 26,742 SH   DFND 1.3 0 26,742 0
DORMAN PRODS INC COM 258278100 1,258 14,500 SH   DFND 1.3 0 14,500 0
DOVER CORP COM 260003108 3,753 29,726 SH   DFND 1 27,666 0 2,060
DOVER CORP COM 260003108 4,535 35,920 SH   DFND 1.3 0 35,920 0
DOW INC COM 260557103 4,940 89,020 SH   DFND 1 81,740 0 7,280
DOW INC COM 260557103 10,215 184,047 SH   DFND 1.3 0 184,047 0
DROPBOX INC CL A 26210C104 496 22,359 SH   DFND 1 22,359 0 0
DROPBOX INC CL A 26210C104 5,173 233,101 SH   DFND 1.3 0 233,101 0
DUKE REALTY CORP COM NEW 264411505 7,791 194,895 SH   DFND 1.3 0 194,895 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,194 13,042 SH   DFND 1.3 0 13,042 0
EOG RES INC COM 26875P101 2,937 58,897 SH   DFND 1.3 0 58,897 0
EQT CORP COM 26884L109 546 43,000 SH   DFND 1.3 0 43,000 0
EAGLE MATLS INC COM 26969P108 1,409 13,900 SH   DFND 1.3 0 13,900 0
EATON VANCE CORP COM NON VTG 278265103 170 2,500 SH   DFND 1.3 0 2,500 0
EBAY INC. COM 278642103 4,293 85,439 SH   DFND 1 85,439 0 0
EBAY INC. COM 278642103 1,601 31,849 SH   DFND 1.3 0 31,849 0
ECOLAB INC COM 278865100 9,035 41,762 SH   DFND 1 41,169 0 593
ECOLAB INC COM 278865100 24,547 158,220 SH   DFND 1.3 0 158,220 0
EDISON INTL COM 281020107 4,792 76,280 SH   DFND 1,2,3 0 76,280 0
EDISON INTL COM 281020107 3,498 55,685 SH   DFND 1.3 0 55,685 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,703 95,404 SH   DFND 1 87,432 0 7,972
EDWARDS LIFESCIENCES CORP COM 28176E108 48,767 534,532 SH   DFND 1.3 0 534,532 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,876 61,148 SH   DFND 1 61,148 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 627 20,462 SH   DFND 1.3 0 20,462 0
ELDORADO GOLD CORP NEW COM 284902509 1,709 128,800 SH   DFND 1.3 0 128,800 0
ELECTRONIC ARTS INC COM 285512109 9,415 65,564 SH   DFND 1 61,464 0 4,100
ELECTRONIC ARTS INC COM 285512109 6,903 48,079 SH   DFND 1.3 0 48,079 0
EMCOR GROUP INC COM 29084Q100 259 2,829 SH   DFND 1.3 0 2,829 0
EMERSON ELEC CO COM 291011104 8,372 104,174 SH   DFND 1 100,198 1,000 2,976
EMERSON ELEC CO COM 291011104 13,594 169,146 SH   DFND 1,2,3 0 169,146 0
EMERSON ELEC CO COM 291011104 45,068 560,761 SH   DFND 1.3 0 560,761 0
ENPHASE ENERGY INC COM 29355A107 2,123 12,100 SH   DFND 1.3 0 12,100 0
ENTEGRIS INC COM 29362U104 466 4,846 SH   DFND 1 0 0 4,846
ENTEGRIS INC COM 29362U104 399 4,150 SH   DFND 1.3 0 4,150 0
ENTERGY CORP NEW COM 29364G103 4,760 47,682 SH   DFND 1.3 0 47,682 0
EPAM SYS INC COM 29414B104 2,622 7,319 SH   DFND 1 6,429 0 890
EPAM SYS INC COM 29414B104 6,826 19,053 SH   DFND 1.3 0 19,053 0
EPAM SYS INC COM 29414B104 4,927 13,750 SH   DFND 2 0 0 13,750
ENVISTA HOLDINGS CORPORATION COM 29415F104 1,396 41,400 SH   DFND 1.3 0 41,400 0
EQUINIX INC COM 29444U700 8,405 11,769 SH   DFND 1 10,421 0 1,348
EQUINIX INC COM 29444U700 28,672 40,148 SH   DFND 1.3 0 40,148 0
EQUITABLE HLDGS INC COM 29452E101 2,921 114,121 SH   DFND 1 114,121 0 0
EQUITABLE HLDGS INC COM 29452E101 1,009 39,432 SH   DFND 1.3 0 39,432 0
EQUITRANS MIDSTREAM CORP COM 294600101 2,422 301,300 SH   DFND 1.3 0 301,300 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 26,150 412,719 SH   DFND 1.3 0 412,719 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,833 81,531 SH   DFND 1 81,531 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,548 26,104 SH   DFND 1.3 0 26,104 0
ERIE INDTY CO CL A 29530P102 694 2,822 SH   DFND 1 2,358 0 464
ERIE INDTY CO CL A 29530P102 4,635 18,875 SH   DFND 1.3 0 18,875 0
ESSENTIAL UTILS INC COM 29670G102 109 2,300 SH   DFND 1.3 0 2,300 0
ESSEX PPTY TR INC COM 297178105 6,871 28,944 SH   DFND 1.3 0 28,944 0
EURONET WORLDWIDE INC COM 298736109 199 1,375 SH   DFND 1.3 0 1,375 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 624 555,000 SH   DFND 1.3 0 0 0
EVERCORE INC CLASS A 29977A105 1,765 16,100 SH   DFND 1.3 0 16,100 0
EVERGY INC COM 30034W106 2,915 52,508 SH   DFND 1.3 0 52,508 0
EVERSOURCE ENERGY COM 30040W108 43,844 506,805 SH   DFND 1 332,891 0 173,914
EVERSOURCE ENERGY COM 30040W108 4,147 47,935 SH   DFND 1,2,3 0 47,935 0
EVERSOURCE ENERGY COM 30040W108 88,431 1,022,234 SH   DFND 1.3 0 1,022,234 0
EXACT SCIENCES CORP COM 30063P105 2,761 20,839 SH   DFND 1 13,431 0 7,408
EXACT SCIENCES CORP COM 30063P105 809 6,104 SH   DFND 1.3 0 6,104 0
EXELON CORP COM 30161N101 927 21,966 SH   DFND 1.3 0 21,966 0
EXELIXIS INC COM 30161Q104 1,812 90,300 SH   DFND 1.3 0 90,300 0
EXPEDIA GROUP INC COM NEW 30212P303 2,986 22,560 SH   DFND 1 14,665 0 7,895
EXPEDIA GROUP INC COM NEW 30212P303 1,218 9,205 SH   DFND 1.3 0 9,205 0
EXPEDITORS INTL WASH INC COM 302130109 2,861 30,085 SH   DFND 1 30,085 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,427 15,003 SH   DFND 1.3 0 15,003 0
EXPONENT INC COM 30214U102 1,611 17,900 SH   DFND 1.3 0 17,900 0
EXTRA SPACE STORAGE INC COM 30225T102 20,222 174,541 SH   DFND 1.3 0 174,541 0
EXXON MOBIL CORP COM 30231G102 9,176 222,616 SH   DFND 1.3 0 222,616 0
FMC CORP COM NEW 302491303 4,334 37,709 SH   DFND 1 37,709 0 0
FMC CORP COM NEW 302491303 2,960 25,751 SH   DFND 1.3 0 25,751 0
FACEBOOK INC CL A 30303M102 5,736 20,998 SH   DFND 1 0 0 20,998
FACEBOOK INC CL A 30303M102 23,522 86,110 SH   DFND 1.3 0 86,110 0
FACTSET RESH SYS INC COM 303075105 1,482 4,458 SH   DFND 1 4,458 0 0
FACTSET RESH SYS INC COM 303075105 251 754 SH   DFND 1.3 0 754 0
FAIR ISAAC CORP COM 303250104 491 962 SH   DFND 1 962 0 0
FAIR ISAAC CORP COM 303250104 269 527 SH   DFND 1.3 0 527 0
FASTLY INC CL A 31188V100 1,285 14,700 SH   DFND 1.3 0 14,700 0
FASTENAL CO COM 311900104 4,098 83,923 SH   DFND 1 83,923 0 0
FASTENAL CO COM 311900104 1,696 34,743 SH   DFND 1.3 0 34,743 0
FEDEX CORP COM 31428X106 8,693 33,481 SH   DFND 1 33,481 0 0
FEDEX CORP COM 31428X106 3,329 12,821 SH   DFND 1.3 0 12,821 0
F5 NETWORKS INC COM 315616102 466 2,652 SH   DFND 1 2,652 0 0
F5 NETWORKS INC COM 315616102 6,334 36,008 SH   DFND 1.3 0 36,008 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,610 75,000 SH   DFND 1 75,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,635 25,694 SH   DFND 1.3 0 25,694 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,093 27,988 SH   DFND 1 26,915 0 1,073
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 794 20,303 SH   DFND 1.3 0 20,303 0
FIFTH THIRD BANCORP COM 316773100 3,428 124,382 SH   DFND 1 114,129 1,100 9,153
FIFTH THIRD BANCORP COM 316773100 5,569 201,958 SH   DFND 1.3 0 201,958 0
51JOB INC SPONSORED ADS 316827104 819 11,700 SH   DFND 1.3 0 11,700 0
FIRST AMERN FINL CORP COM 31847R102 1,105 21,400 SH   DFND 1.3 0 21,400 0
FIRST INDL RLTY TR INC COM 32054K103 260 6,170 SH   DFND 1.3 0 6,170 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,882 12,809 SH   DFND 1 12,809 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 912 6,208 SH   DFND 1.3 0 6,208 0
FIRST SOLAR INC COM 336433107 1,593 16,100 SH   DFND 1.3 0 16,100 0
FISERV INC COM 337738108 7,937 69,708 SH   DFND 1 69,708 0 0
FISERV INC COM 337738108 2,691 23,634 SH   DFND 1.3 0 23,634 0
FIVE BELOW INC COM 33829M101 1,249 7,136 SH   DFND 1 0 0 7,136
FIVE BELOW INC COM 33829M101 654 3,735 SH   DFND 1.3 0 3,735 0
FIVE9 INC COM 338307101 905 5,187 SH   DFND 1 0 0 5,187
FIVE9 INC COM 338307101 468 2,681 SH   DFND 1.3 0 2,681 0
FLEETCOR TECHNOLOGIES INC COM 339041105 48,597 178,128 SH   DFND 1 56,589 0 121,539
FLEETCOR TECHNOLOGIES INC COM 339041105 108,408 397,349 SH   DFND 1.3 0 397,349 0
FLOWERS FOODS INC COM 343498101 1,152 50,900 SH   DFND 1.3 0 50,900 0
FORD MTR CO DEL COM 345370860 6,199 705,214 SH   DFND 1 705,214 0 0
FORD MTR CO DEL COM 345370860 2,531 287,992 SH   DFND 1.3 0 287,992 0
FORTINET INC COM 34959E109 2,524 16,989 SH   DFND 1 16,989 0 0
FORTINET INC COM 34959E109 1,095 7,378 SH   DFND 1.3 0 7,378 0
FORTIVE CORP COM 34959J108 3,489 49,249 SH   DFND 1 44,697 0 4,552
FORTIVE CORP COM 34959J108 2,585 36,503 SH   DFND 1.3 0 36,503 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 882 858,000 SH   DFND 1.3 0 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,787 32,508 SH   DFND 1 32,508 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,188 13,857 SH   DFND 1.3 0 13,857 0
FOX CORP CL A COM 35137L105 2,565 88,083 SH   DFND 1 88,083 0 0
FOX CORP CL A COM 35137L105 4,959 170,318 SH   DFND 1.3 0 170,318 0
FOX CORP CL B COM 35137L204 2,320 80,344 SH   DFND 1 80,344 0 0
FOX CORP CL B COM 35137L204 1,140 39,444 SH   DFND 1.3 0 39,444 0
FRANKLIN RESOURCES INC COM 354613101 1,379 55,144 SH   DFND 1 55,144 0 0
FRANKLIN RESOURCES INC COM 354613101 423 16,900 SH   DFND 1.3 0 16,900 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 807 15,600 SH   DFND 1,2,3 0 15,600 0
GALLAGHER ARTHUR J & CO COM 363576109 2,349 18,982 SH   DFND 1 18,982 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,143 33,481 SH   DFND 1.3 0 33,481 0
GAMING & LEISURE PPTYS INC COM 36467J108 26,288 620,005 SH   DFND 1.3 0 620,005 0
GAP INC COM 364760108 1,359 67,300 SH   DFND 1.3 0 67,300 0
GARTNER INC COM 366651107 710 4,438 SH   DFND 1 4,079 0 359
GARTNER INC COM 366651107 472 2,951 SH   DFND 1.3 0 2,951 0
GENERAL ELECTRIC CO COM 369604103 12,463 1,153,945 SH   DFND 1 1,153,945 0 0
GENERAL ELECTRIC CO COM 369604103 4,562 422,446 SH   DFND 1.3 0 422,446 0
GENERAL MLS INC COM 370334104 5,629 95,735 SH   DFND 1 95,735 0 0
GENERAL MLS INC COM 370334104 7,524 127,965 SH   DFND 1.3 0 127,965 0
GENTEX CORP COM 371901109 6,513 191,970 SH   DFND 1.3 0 191,970 0
GILEAD SCIENCES INC COM 375558103 8,394 144,056 SH   DFND 1 131,813 700 11,543
GILEAD SCIENCES INC COM 375558103 10,984 188,514 SH   DFND 1.3 0 188,514 0
GILDAN ACTIVEWEAR INC COM 375916103 72 2,545 SH   DFND 1 0 0 2,545
GILDAN ACTIVEWEAR INC COM 375916103 1,484 52,950 SH   DFND 1.3 0 52,950 0
GLOBAL PMTS INC COM 37940X102 9,290 43,125 SH   DFND 1 37,192 0 5,933
GLOBAL PMTS INC COM 37940X102 4,532 21,038 SH   DFND 1.3 0 21,038 0
GLOBE LIFE INC COM 37959E102 1,147 12,070 SH   DFND 1 12,070 0 0
GLOBE LIFE INC COM 37959E102 4,057 42,719 SH   DFND 1.3 0 42,719 0
GODADDY INC CL A 380237107 6,392 77,064 SH   DFND 1 77,064 0 0
GODADDY INC CL A 380237107 8,522 102,730 SH   DFND 1.3 0 102,730 0
GOLDMAN SACHS GROUP INC COM 38141G104 302 1,146 SH   DFND 1.3 0 1,146 0
GRAFTECH INTL LTD COM 384313508 3,538 331,920 SH   DFND 1.3 0 331,920 0
GRAINGER W W INC COM 384802104 2,411 5,902 SH   DFND 1 5,802 100 0
GRAINGER W W INC COM 384802104 1,102 2,698 SH   DFND 1.3 0 2,698 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 6,607 108,048 SH   DFND 1.3 0 108,048 0
GRAPHIC PACKAGING HLDG CO COM 388689101 117 6,900 SH   DFND 1.3 0 6,900 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,203 9,345 SH   DFND 1 9,345 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 195 1,512 SH   DFND 1.3 0 1,512 0
HCA HEALTHCARE INC COM 40412C101 4,772 29,017 SH   DFND 1 29,017 0 0
HCA HEALTHCARE INC COM 40412C101 2,752 16,735 SH   DFND 1.3 0 16,735 0
HP INC COM 40434L105 3,696 150,363 SH   DFND 1 139,963 3,500 6,900
HP INC COM 40434L105 1,681 68,351 SH   DFND 1.3 0 68,351 0
HALLIBURTON CO COM 406216101 2,622 138,740 SH   DFND 1 127,524 0 11,216
HALLIBURTON CO COM 406216101 9,078 480,355 SH   DFND 1.3 0 480,355 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 51 800 SH   DFND 1.3 0 800 0
HANOVER INS GROUP INC COM 410867105 140 1,200 SH   DFND 1.3 0 1,200 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,056 41,992 SH   DFND 1 41,992 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,182 24,125 SH   DFND 1.3 0 24,125 0
HASBRO INC COM 418056107 1,455 15,557 SH   DFND 1 15,557 0 0
HASBRO INC COM 418056107 620 6,633 SH   DFND 1.3 0 6,633 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,937 179,275 SH   DFND 1.3 0 179,275 0
HEALTHPEAK PROPERTIES INC COM 42250P103 3,966 131,197 SH   DFND 1 131,197 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 22,848 755,810 SH   DFND 1.3 0 755,810 0
HEICO CORP NEW COM 422806109 212 1,600 SH   DFND 1.3 0 1,600 0
HENRY JACK & ASSOC INC COM 426281101 879 5,429 SH   DFND 1 5,429 0 0
HENRY JACK & ASSOC INC COM 426281101 223 1,377 SH   DFND 1.3 0 1,377 0
HERSHEY CO COM 427866108 5,839 38,327 SH   DFND 1 31,929 200 6,198
HERSHEY CO COM 427866108 24,717 162,257 SH   DFND 1.3 0 162,257 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,620 221,062 SH   DFND 1 221,062 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 443 37,411 SH   DFND 1.3 0 37,411 0
HIGHWOODS PPTYS INC COM 431284108 7,415 187,097 SH   DFND 1.3 0 187,097 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,491 31,382 SH   DFND 1 31,382 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,481 13,323 SH   DFND 1.3 0 13,323 0
HOLLYFRONTIER CORP COM 436106108 114 4,400 SH   DFND 1.3 0 4,400 0
HOLOGIC INC COM 436440101 2,515 34,546 SH   DFND 1 34,546 0 0
HOLOGIC INC COM 436440101 25,866 355,150 SH   DFND 1.3 0 355,150 0
HOME DEPOT INC COM 437076102 30,815 116,009 SH   DFND 1 112,132 0 3,877
HOME DEPOT INC COM 437076102 53,220 200,359 SH   DFND 1.3 0 200,359 0
HONEYWELL INTL INC COM 438516106 14,824 69,693 SH   DFND 1.3 0 69,693 0
HOST HOTELS & RESORTS INC COM 44107P104 1,817 124,146 SH   DFND 1 124,146 0 0
HOST HOTELS & RESORTS INC COM 44107P104 595 40,683 SH   DFND 1.3 0 40,683 0
HOULIHAN LOKEY INC CL A 441593100 1,412 21,000 SH   DFND 1.3 0 21,000 0
HUBBELL INC COM 443510607 4,112 26,225 SH   DFND 1.3 0 26,225 0
HUBSPOT INC COM 443573100 2,018 5,090 SH   DFND 1 5,090 0 0
HUBSPOT INC COM 443573100 345 871 SH   DFND 1.3 0 871 0
HUMANA INC COM 444859102 7,144 17,415 SH   DFND 1 13,344 0 4,071
HUMANA INC COM 444859102 10,905 26,577 SH   DFND 1.3 0 26,577 0
HUNTINGTON BANCSHARES INC COM 446150104 1,356 107,334 SH   DFND 1 107,334 0 0
HUNTINGTON BANCSHARES INC COM 446150104 331 26,178 SH   DFND 1.3 0 26,178 0
HUNTINGTON INGALLS INDS INC COM 446413106 136 800 SH   DFND 1.3 0 800 0
IDEX CORP COM 45167R104 2,243 11,259 SH   DFND 1 11,259 0 0
IDEX CORP COM 45167R104 34,541 173,399 SH   DFND 1.3 0 173,399 0
IDEXX LABS INC COM 45168D104 6,813 13,630 SH   DFND 1 11,629 0 2,001
IDEXX LABS INC COM 45168D104 5,055 10,113 SH   DFND 1.3 0 10,113 0
ILLINOIS TOOL WKS INC COM 452308109 9,054 44,407 SH   DFND 1 44,407 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,356 70,412 SH   DFND 1.3 0 70,412 0
ILLUMINA INC COM 452327109 48,557 131,237 SH   DFND 1 48,073 0 83,164
ILLUMINA INC COM 452327109 101,202 273,522 SH   DFND 1.3 0 273,522 0
ILLUMINA INC NOTE 8/1 452327AK5 3,198 2,845,000 SH   DFND 1 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 24,182 21,516,000 SH   DFND 1.3 0 0 0
INCYTE CORP COM 45337C102 1,928 22,180 SH   DFND 1 20,447 0 1,733
INCYTE CORP COM 45337C102 22,799 262,117 SH   DFND 1.3 0 262,117 0
INGERSOLL RAND INC COM 45687V106 1,995 43,800 SH   DFND 1 43,800 0 0
INGERSOLL RAND INC COM 45687V106 329 7,231 SH   DFND 1.3 0 7,231 0
INGREDION INC COM 457187102 129 1,639 SH   DFND 1.3 0 1,639 0
INNOVATIVE INDL PPTYS INC COM 45781V101 7,717 42,143 SH   DFND 1.3 0 42,143 0
INSULET CORP COM 45784P101 1,947 7,615 SH   DFND 1 7,615 0 0
INSULET CORP COM 45784P101 948 3,710 SH   DFND 1.3 0 3,710 0
INTEL CORP COM 458140100 22,588 453,400 SH   DFND 1 447,982 2,100 3,318
INTEL CORP COM 458140100 9,626 193,207 SH   DFND 1,2,3 0 193,207 0
INTEL CORP COM 458140100 15,202 305,115 SH   DFND 1.3 0 305,115 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,675 27,500 SH   DFND 1.3 0 27,500 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,315 72,119 SH   DFND 1 72,119 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,400 38,169 SH   DFND 1.3 0 38,169 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,885 94,410 SH   DFND 1 94,410 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,393 26,954 SH   DFND 1.3 0 26,954 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,345 21,545 SH   DFND 1 21,545 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 615 5,655 SH   DFND 1.3 0 5,655 0
INTERNATIONAL PAPER CO COM 460146103 3,304 66,441 SH   DFND 1 66,441 0 0
INTERNATIONAL PAPER CO COM 460146103 1,216 24,474 SH   DFND 1.3 0 24,474 0
INTERPUBLIC GROUP COS INC COM 460690100 3,293 140,005 SH   DFND 1 137,005 3,000 0
INTERPUBLIC GROUP COS INC COM 460690100 2,360 100,351 SH   DFND 1.3 0 100,351 0
INTUIT COM 461202103 80,667 212,366 SH   DFND 1 87,142 175 125,049
INTUIT COM 461202103 269,267 708,878 SH   DFND 1.3 0 708,878 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,679 17,942 SH   DFND 1 17,483 0 459
INTUITIVE SURGICAL INC COM NEW 46120E602 11,291 13,800 SH   DFND 1.3 0 13,800 0
INVITATION HOMES INC COM 46187W107 15,775 531,180 SH   DFND 1.3 0 531,180 0
IONIS PHARMACEUTICALS INC COM 462222100 631 11,168 SH   DFND 1 11,168 0 0
IONIS PHARMACEUTICALS INC COM 462222100 327 5,786 SH   DFND 1.3 0 5,786 0
IQVIA HLDGS INC COM 46266C105 5,419 30,244 SH   DFND 1 30,244 0 0
IQVIA HLDGS INC COM 46266C105 1,764 9,846 SH   DFND 1.3 0 9,846 0
IQIYI INC SPONSORED ADS 46267X108 849 48,600 SH   DFND 1.3 0 48,600 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,604 40,800 SH   DFND 1.3 0 40,800 0
IRON MTN INC NEW COM 46284V101 45 1,530 SH   DFND 1 0 0 1,530
IRON MTN INC NEW COM 46284V101 237 8,034 SH   DFND 1.3 0 8,034 0
ISHARES TR NASDAQ BIOTECH 464287556 1,426 9,411 SH   DFND 3 0 0 9,411
JPMORGAN CHASE & CO COM 46625H100 44,265 348,352 SH   DFND 1 339,228 600 8,524
JPMORGAN CHASE & CO COM 46625H100 8,613 67,781 SH   DFND 1,2,3 0 67,781 0
JPMORGAN CHASE & CO COM 46625H100 55,999 440,688 SH   DFND 1.3 0 440,688 0
JD.COM INC SPON ADR CL A 47215P106 6,300 71,672 SH   DFND 1,2,3 0 71,672 0
JD.COM INC SPON ADR CL A 47215P106 30,413 346,000 SH   DFND 1.3 0 346,000 0
JOHNSON & JOHNSON COM 478160104 16,914 107,476 SH   DFND 1,2,3 0 107,476 0
JOHNSON & JOHNSON COM 478160104 67,749 430,481 SH   DFND 1.3 0 430,481 0
KLA CORP COM NEW 482480100 6,573 25,389 SH   DFND 1 23,089 0 2,300
KLA CORP COM NEW 482480100 6,123 23,653 SH   DFND 1.3 0 23,653 0
KADANT INC COM 48282T104 4,963 35,206 SH   DFND 1.3 0 35,206 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,954 19,374 SH   DFND 1 17,769 0 1,605
KANSAS CITY SOUTHERN COM NEW 485170302 2,818 13,802 SH   DFND 1.3 0 13,802 0
KELLOGG CO COM 487836108 3,302 53,064 SH   DFND 1 52,764 300 0
KELLOGG CO COM 487836108 2,436 39,144 SH   DFND 1.3 0 39,144 0
KEURIG DR PEPPER INC COM 49271V100 5,597 174,892 SH   DFND 1 174,892 0 0
KEURIG DR PEPPER INC COM 49271V100 1,008 31,502 SH   DFND 1.3 0 31,502 0
KEYCORP COM 493267108 1,874 114,233 SH   DFND 1 114,233 0 0
KEYCORP COM 493267108 564 34,353 SH   DFND 1.3 0 34,353 0
KIMBERLY-CLARK CORP COM 494368103 485 3,600 SH   DFND 1 0 0 3,600
KIMBERLY-CLARK CORP COM 494368103 5,236 38,834 SH   DFND 1,2,3 0 38,834 0
KIMBERLY-CLARK CORP COM 494368103 10,646 78,958 SH   DFND 1.3 0 78,958 0
KIMCO RLTY CORP COM 49446R109 450 30,000 SH   DFND 1.3 0 30,000 0
KINROSS GOLD CORP COM 496902404 2,716 370,000 SH   DFND 2 0 0 370,000
KIRKLAND LAKE GOLD LTD COM 49741E100 4,247 102,900 SH   DFND 1.3 0 102,900 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 121 2,885 SH   DFND 1.3 0 2,885 0
KONTOOR BRANDS INC COM 50050N103 401 9,864 SH   DFND 1.3 0 9,864 0
KROGER CO COM 501044101 3,246 102,240 SH   DFND 1 99,160 800 2,280
KROGER CO COM 501044101 7,937 249,906 SH   DFND 1.3 0 249,906 0
LHC GROUP INC COM 50187A107 1,514 7,100 SH   DFND 1.3 0 7,100 0
LKQ CORP COM 501889208 1,082 30,731 SH   DFND 1 30,731 0 0
LKQ CORP COM 501889208 625 17,758 SH   DFND 1.3 0 17,758 0
LCI INDS COM 50189K103 1,479 11,400 SH   DFND 1.3 0 11,400 0
LPL FINL HLDGS INC COM 50212V100 1,740 16,695 SH   DFND 1.3 0 16,695 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,212 32,867 SH   DFND 1.3 0 32,867 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,209 10,851 SH   DFND 1 10,851 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 732 3,596 SH   DFND 1.3 0 3,596 0
LAM RESEARCH CORP COM 512807108 11,407 24,157 SH   DFND 1 21,344 0 2,813
LAM RESEARCH CORP COM 512807108 12,192 25,816 SH   DFND 1.3 0 25,816 0
LAMAR ADVERTISING CO NEW CL A 512816109 499 5,995 SH   DFND 1.3 0 5,995 0
LAMB WESTON HLDGS INC COM 513272104 1,916 24,338 SH   DFND 1.3 0 24,338 0
LANCASTER COLONY CORP COM 513847103 1,433 7,800 SH   DFND 1.3 0 7,800 0
LANDSTAR SYS INC COM 515098101 1,292 9,600 SH   DFND 1.3 0 9,600 0
LAS VEGAS SANDS CORP COM 517834107 12,033 201,907 SH   DFND 1,2,3 0 201,907 0
LAS VEGAS SANDS CORP COM 517834107 7,213 121,017 SH   DFND 1.3 0 121,017 0
LAUDER ESTEE COS INC CL A 518439104 72,695 273,090 SH   DFND 1 88,584 100 184,406
LAUDER ESTEE COS INC CL A 518439104 121,526 456,537 SH   DFND 1.3 0 456,537 0
LEAR CORP COM NEW 521865204 1,570 9,869 SH   DFND 1 9,869 0 0
LEAR CORP COM NEW 521865204 1,228 7,719 SH   DFND 1.3 0 7,719 0
LENNAR CORP CL A 526057104 2,607 34,198 SH   DFND 1 27,298 0 6,900
LENNAR CORP CL A 526057104 6,551 85,926 SH   DFND 1.3 0 85,926 0
LENNOX INTL INC COM 526107107 280 1,020 SH   DFND 1 1,020 0 0
LENNOX INTL INC COM 526107107 1,065 3,887 SH   DFND 1.3 0 3,887 0
LIBERTY BROADBAND CORP COM SER A 530307107 426 2,699 SH   DFND 1 2,699 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 1,925 12,217 SH   DFND 1.3 0 12,217 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,968 18,743 SH   DFND 1 18,743 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 7,145 45,114 SH   DFND 1.3 0 45,114 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3,183 73,155 SH   DFND 1 73,155 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 1,460 33,545 SH   DFND 1.3 0 33,545 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 56 1,324 SH   DFND 1 1,324 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 3,271 76,800 SH   DFND 1.3 0 76,800 0
LIFE STORAGE INC COM 53223X107 3,809 47,853 SH   DFND 1.3 0 47,853 0
LILLY ELI & CO COM 532457108 20,320 120,354 SH   DFND 1 98,355 0 21,999
LILLY ELI & CO COM 532457108 54,898 325,149 SH   DFND 1.3 0 325,149 0
LINCOLN NATL CORP IND COM 534187109 1,739 34,550 SH   DFND 1 34,550 0 0
LINCOLN NATL CORP IND COM 534187109 720 14,307 SH   DFND 1.3 0 14,307 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,078 28,288 SH   DFND 1 25,432 0 2,856
LIVE NATION ENTERTAINMENT IN COM 538034109 10,553 143,590 SH   DFND 1.3 0 143,590 0
LIVEPERSON INC COM 538146101 131 2,100 SH   DFND 1.3 0 2,100 0
LIVERAMP HLDGS INC COM 53815P108 1,427 19,500 SH   DFND 1.3 0 19,500 0
LOEWS CORP COM 540424108 1,043 23,175 SH   DFND 1 23,175 0 0
LOEWS CORP COM 540424108 175 3,879 SH   DFND 1.3 0 3,879 0
LOUISIANA PAC CORP COM 546347105 1,490 40,100 SH   DFND 1.3 0 40,100 0
LOWES COS INC COM 548661107 13,201 82,244 SH   DFND 1 81,844 400 0
LOWES COS INC COM 548661107 5,563 34,657 SH   DFND 1.3 0 34,657 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 88 6,200 SH   DFND 1,2,3 0 6,200 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 284 20,000 SH   DFND 1.3 0 20,000 0
LULULEMON ATHLETICA INC COM 550021109 6,212 17,848 SH   DFND 1 14,781 0 3,067
LULULEMON ATHLETICA INC COM 550021109 22,665 65,124 SH   DFND 1.3 0 65,124 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 5,611 4,580,000 SH   DFND 1 0 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 49,972 40,793,000 SH   DFND 1.3 0 0 0
M & T BK CORP COM 55261F104 1,213 9,528 SH   DFND 1 9,328 200 0
M & T BK CORP COM 55261F104 2,827 22,206 SH   DFND 1.3 0 22,206 0
M D C HLDGS INC COM 552676108 102 2,100 SH   DFND 1.3 0 2,100 0
MGE ENERGY INC COM 55277P104 126 1,800 SH   DFND 1.3 0 1,800 0
MGIC INVT CORP WIS COM 552848103 1,694 135,000 SH   DFND 1.3 0 135,000 0
MSCI INC COM 55354G100 4,637 10,383 SH   DFND 1 10,383 0 0
MSCI INC COM 55354G100 2,039 4,567 SH   DFND 1.3 0 4,567 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 1,362 7,400 SH   DFND 1.3 0 7,400 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 102 2,400 SH   DFND 1.3 0 2,400 0
MAGNA INTL INC COM 559222401 1,081 15,266 SH   DFND 1.3 0 15,266 0
MANULIFE FINL CORP COM 56501R106 4,186 234,920 SH   DFND 1 227,305 0 7,615
MANULIFE FINL CORP COM 56501R106 5,544 311,123 SH   DFND 1.3 0 311,123 0
MARATHON PETE CORP COM 56585A102 6,974 168,628 SH   DFND 1 166,140 0 2,488
MARATHON PETE CORP COM 56585A102 6,117 147,904 SH   DFND 1.3 0 147,904 0
MARKEL CORP COM 570535104 1,966 1,903 SH   DFND 1 1,903 0 0
MARKEL CORP COM 570535104 840 813 SH   DFND 1.3 0 813 0
MARKETAXESS HLDGS INC COM 57060D108 2,874 5,036 SH   DFND 1 4,614 0 422
MARKETAXESS HLDGS INC COM 57060D108 2,210 3,873 SH   DFND 1.3 0 3,873 0
MARSH & MCLENNAN COS INC COM 571748102 8,265 70,646 SH   DFND 1 70,646 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,356 62,871 SH   DFND 1,2,3 0 62,871 0
MARSH & MCLENNAN COS INC COM 571748102 23,011 196,668 SH   DFND 1.3 0 196,668 0
MARRIOTT INTL INC NEW CL A 571903202 6,710 50,860 SH   DFND 1 49,385 0 1,475
MARRIOTT INTL INC NEW CL A 571903202 3,340 25,315 SH   DFND 1.3 0 25,315 0
MARTIN MARIETTA MATLS INC COM 573284106 5,446 19,179 SH   DFND 1,2,3 0 19,179 0
MARTIN MARIETTA MATLS INC COM 573284106 5,343 18,814 SH   DFND 1.3 0 18,814 0
MASCO CORP COM 574599106 1,476 26,852 SH   DFND 1 26,852 0 0
MASCO CORP COM 574599106 8,597 156,536 SH   DFND 1.3 0 156,536 0
MASIMO CORP COM 574795100 228 848 SH   DFND 1 0 0 848
MASIMO CORP COM 574795100 993 3,699 SH   DFND 1.3 0 3,699 0
MASTERCARD INCORPORATED CL A 57636Q104 24,544 68,763 SH   DFND 1 17,437 0 51,326
MASTERCARD INCORPORATED CL A 57636Q104 186,966 523,796 SH   DFND 1.3 0 523,796 0
MATCH GROUP INC NEW COM 57667L107 59,671 394,680 SH   DFND 1 166,599 0 228,081
MATCH GROUP INC NEW COM 57667L107 114,986 760,541 SH   DFND 1.3 0 760,541 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,622 63,405 SH   DFND 1 58,951 300 4,154
MAXIM INTEGRATED PRODS INC COM 57772K101 14,811 167,066 SH   DFND 1.3 0 167,066 0
MCCORMICK & CO INC COM NON VTG 579780206 44,792 468,530 SH   DFND 1 100,706 0 367,824
MCCORMICK & CO INC COM NON VTG 579780206 61,046 638,551 SH   DFND 1.3 0 638,551 0
MCDONALDS CORP COM 580135101 20,053 93,450 SH   DFND 1 92,175 200 1,075
MCDONALDS CORP COM 580135101 6,500 30,291 SH   DFND 1,2,3 0 30,291 0
MCDONALDS CORP COM 580135101 19,125 89,121 SH   DFND 1.3 0 89,121 0
MEDALLIA INC COM 584021109 1,392 41,900 SH   DFND 1.3 0 41,900 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,730 79,417 SH   DFND 1.3 0 79,417 0
MEDPACE HLDGS INC COM 58506Q109 390 2,800 SH   DFND 1.3 0 2,800 0
MERCADOLIBRE INC COM 58733R102 8,274 4,939 SH   DFND 1 4,939 0 0
MERCADOLIBRE INC COM 58733R102 6,326 3,776 SH   DFND 1.3 0 3,776 0
MERCK & CO. INC COM 58933Y105 24,467 299,084 SH   DFND 1 295,819 850 2,415
MERCK & CO. INC COM 58933Y105 9,497 116,105 SH   DFND 1,2,3 0 116,105 0
MERCK & CO. INC COM 58933Y105 54,114 661,542 SH   DFND 1.3 0 661,542 0
METLIFE INC COM 59156R108 6,985 148,776 SH   DFND 1 131,466 700 16,610
METLIFE INC COM 59156R108 8,339 177,647 SH   DFND 1.3 0 177,647 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,442 3,897 SH   DFND 1 3,397 0 500
METTLER TOLEDO INTERNATIONAL COM 592688105 21,510 18,874 SH   DFND 1.3 0 18,874 0
MICROSOFT CORP COM 594918104 269,035 1,209,582 SH   DFND 1 877,932 750 330,900
MICROSOFT CORP COM 594918104 38,769 174,305 SH   DFND 1,2,3 0 174,305 0
MICROSOFT CORP COM 594918104 652,355 2,932,993 SH   DFND 1.3 0 2,932,993 0
MICROCHIP TECHNOLOGY INC. COM 595017104 387 2,800 SH   DFND 1.3 0 2,800 0
MID-AMER APT CMNTYS INC COM 59522J103 6,947 54,834 SH   DFND 1.3 0 54,834 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,277 142,700 SH   DFND 1,2,3 0 142,700 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 582 65,015 SH   DFND 1.3 0 65,015 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,121 237,000 SH   DFND 2 0 0 237,000
MOLINA HEALTHCARE INC COM 60855R100 209 981 SH   DFND 1 0 0 981
MOLINA HEALTHCARE INC COM 60855R100 1,658 7,798 SH   DFND 1.3 0 7,798 0
MONDELEZ INTL INC CL A 609207105 15,586 266,559 SH   DFND 1 264,558 0 2,001
MONDELEZ INTL INC CL A 609207105 48,129 823,135 SH   DFND 1.3 0 823,135 0
MONGODB INC CL A 60937P106 6,072 16,912 SH   DFND 1 16,912 0 0
MONGODB INC CL A 60937P106 1,059 2,949 SH   DFND 1.3 0 2,949 0
MONOLITHIC PWR SYS INC COM 609839105 1,088 2,972 SH   DFND 1 0 0 2,972
MONOLITHIC PWR SYS INC COM 609839105 1,776 4,850 SH   DFND 1.3 0 4,850 0
MONSTER BEVERAGE CORP NEW COM 61174X109 8,245 89,153 SH   DFND 1 87,737 0 1,416
MONSTER BEVERAGE CORP NEW COM 61174X109 10,330 111,702 SH   DFND 1.3 0 111,702 0
MOODYS CORP COM 615369105 57,596 198,445 SH   DFND 1 80,850 0 117,595
MOODYS CORP COM 615369105 142,301 490,289 SH   DFND 1.3 0 490,289 0
MORGAN STANLEY COM NEW 617446448 15,805 230,637 SH   DFND 1 224,640 300 5,697
MORGAN STANLEY COM NEW 617446448 6,983 101,893 SH   DFND 1.3 0 101,893 0
MOSAIC CO NEW COM 61945C103 4,042 175,655 SH   DFND 1 175,655 0 0
MOSAIC CO NEW COM 61945C103 1,981 86,099 SH   DFND 1.3 0 86,099 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,333 13,717 SH   DFND 1 13,717 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,305 13,562 SH   DFND 1.3 0 13,562 0
NIO INC SPON ADS 62914V106 775 15,900 SH   DFND 1,2,3 0 15,900 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,046 3,650,000 SH   DFND 1 0 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 41,384 37,333,000 SH   DFND 1.3 0 0 0
NVR INC COM 62944T105 967 237 SH   DFND 1 237 0 0
NVR INC COM 62944T105 2,293 562 SH   DFND 1.3 0 562 0
NASDAQ INC COM 631103108 49,622 373,831 SH   DFND 1 134,795 0 239,036
NASDAQ INC COM 631103108 123,087 927,276 SH   DFND 1.3 0 927,276 0
NATIONAL GEN HLDGS CORP COM 636220303 1,442 42,200 SH   DFND 1.3 0 42,200 0
NATIONAL HEALTH INVS INC COM 63633D104 7,416 107,212 SH   DFND 1.3 0 107,212 0
NETAPP INC COM 64110D104 2,075 31,327 SH   DFND 1 27,864 0 3,463
NETAPP INC COM 64110D104 2,227 33,630 SH   DFND 1.3 0 33,630 0
NETFLIX INC COM 64110L106 68,097 125,936 SH   DFND 1 69,592 0 56,344
NETFLIX INC COM 64110L106 117,696 217,662 SH   DFND 1.3 0 217,662 0
NETEASE INC SPONSORED ADS 64110W102 5,440 56,800 SH   DFND 1,2,3 0 56,800 0
NETEASE INC SPONSORED ADS 64110W102 7,566 79,000 SH   DFND 1.3 0 79,000 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 859 8,966 SH   DFND 1 8,966 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,772 91,515 SH   DFND 1.3 0 91,515 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 11,282 60,722 SH   DFND 1.3 0 60,722 0
NEWELL BRANDS INC COM 651229106 1,232 58,052 SH   DFND 1 58,052 0 0
NEWELL BRANDS INC COM 651229106 1,678 78,975 SH   DFND 1.3 0 78,975 0
NEWMONT CORP COM 651639106 1,934 32,300 SH   DFND 1.3 0 32,300 0
NEWS CORP NEW CL A 65249B109 4,081 227,088 SH   DFND 1 227,088 0 0
NEWS CORP NEW CL A 65249B109 1,900 105,686 SH   DFND 1.3 0 105,686 0
NEXTERA ENERGY INC COM 65339F101 11,076 143,575 SH   DFND 1.3 0 143,575 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 1,462 21,800 SH   DFND 1.3 0 21,800 0
NIKE INC CL B 654106103 22,173 156,730 SH   DFND 1 146,409 0 10,321
NIKE INC CL B 654106103 29,227 206,603 SH   DFND 1.3 0 206,603 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,305 27,300 SH   DFND 1.3 0 27,300 0
NORDSON CORP COM 655663102 12,602 62,708 SH   DFND 1 58,660 0 4,048
NORDSON CORP COM 655663102 78,163 388,976 SH   DFND 1.3 0 388,976 0
NORFOLK SOUTHN CORP COM 655844108 9,886 41,603 SH   DFND 1 40,755 0 848
NORFOLK SOUTHN CORP COM 655844108 16,329 68,723 SH   DFND 1.3 0 68,723 0
NORTHERN TR CORP COM 665859104 47,619 511,258 SH   DFND 1 191,274 0 319,984
NORTHERN TR CORP COM 665859104 7,469 80,191 SH   DFND 1,2,3 0 80,191 0
NORTHERN TR CORP COM 665859104 128,941 1,384,365 SH   DFND 1.3 0 1,384,365 0
NORTHWESTERN CORP COM NEW 668074305 1,949 33,413 SH   DFND 1.3 0 33,413 0
NORTONLIFELOCK INC COM 668771108 921 44,278 SH   DFND 1 44,278 0 0
NORTONLIFELOCK INC COM 668771108 262 12,621 SH   DFND 1.3 0 12,621 0
NUTANIX INC CL A 67059N108 1,561 49,000 SH   DFND 1.3 0 49,000 0
NVIDIA CORPORATION COM 67066G104 33,385 63,933 SH   DFND 1 63,202 0 731
NVIDIA CORPORATION COM 67066G104 14,794 28,330 SH   DFND 1.3 0 28,330 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 496 494,000 SH   DFND 1.3 0 0 0
NUTRIEN LTD COM 67077M108 10,894 226,196 SH   DFND 1,2,3 0 226,196 0
NUTRIEN LTD COM 67077M108 6,918 143,646 SH   DFND 1.3 0 143,646 0
OGE ENERGY CORP COM 670837103 844 26,500 SH   DFND 1.3 0 26,500 0
OREILLY AUTOMOTIVE INC COM 67103H107 1,785 3,945 SH   DFND 1 0 0 3,945
OREILLY AUTOMOTIVE INC COM 67103H107 11,082 24,485 SH   DFND 1.3 0 24,485 0
OCCIDENTAL PETE CORP COM 674599105 2,204 127,300 SH   DFND 1.3 0 127,300 0
OKTA INC CL A 679295105 8,517 33,497 SH   DFND 1 33,497 0 0
OKTA INC CL A 679295105 4,473 17,593 SH   DFND 1.3 0 17,593 0
OMNICOM GROUP INC COM 681919106 3,088 49,517 SH   DFND 1 49,517 0 0
OMNICOM GROUP INC COM 681919106 1,309 20,990 SH   DFND 1.3 0 20,990 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,816 187,660 SH   DFND 1.3 0 187,660 0
ON SEMICONDUCTOR CORP COM 682189105 3,406 104,052 SH   DFND 1 104,052 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,420 43,388 SH   DFND 1.3 0 43,388 0
ONE GAS INC COM 68235P108 5,004 65,185 SH   DFND 1.3 0 65,185 0
ONEOK INC NEW COM 682680103 4,435 115,546 SH   DFND 1 110,686 0 4,860
ONEOK INC NEW COM 682680103 2,463 64,196 SH   DFND 1.3 0 64,196 0
ORACLE CORP COM 68389X105 15,479 239,290 SH   DFND 1 239,290 0 0
ORACLE CORP COM 68389X105 4,862 75,151 SH   DFND 1.3 0 75,151 0
OTIS WORLDWIDE CORP COM 68902V107 3,237 47,913 SH   DFND 1 47,913 0 0
OTIS WORLDWIDE CORP COM 68902V107 7,647 113,205 SH   DFND 1.3 0 113,205 0
OWENS CORNING NEW COM 690742101 1,169 15,427 SH   DFND 1 15,427 0 0
OWENS CORNING NEW COM 690742101 485 6,405 SH   DFND 1.3 0 6,405 0
PNC FINL SVCS GROUP INC COM 693475105 9,441 63,364 SH   DFND 1 63,364 0 0
PNC FINL SVCS GROUP INC COM 693475105 16,855 113,114 SH   DFND 1.3 0 113,114 0
PNM RES INC COM 69349H107 1,480 30,500 SH   DFND 1.3 0 30,500 0
PPG INDS INC COM 693506107 6,856 47,547 SH   DFND 1 47,447 100 0
PPG INDS INC COM 693506107 7,685 53,291 SH   DFND 1.3 0 53,291 0
PRA HEALTH SCIENCES INC COM 69354M108 15,903 126,776 SH   DFND 1 116,622 0 10,154
PRA HEALTH SCIENCES INC COM 69354M108 160,492 1,279,417 SH   DFND 1.3 0 1,279,417 0
PPD INC COM 69355F102 120 3,500 SH   DFND 1.3 0 3,500 0
PS BUSINESS PKS INC CALIF COM 69360J107 11,314 85,148 SH   DFND 1.3 0 85,148 0
PVH CORPORATION COM 693656100 85 900 SH   DFND 1.3 0 900 0
PTC INC COM 69370C100 1,164 9,723 SH   DFND 1 8,290 0 1,433
PTC INC COM 69370C100 1,669 13,950 SH   DFND 1.3 0 13,950 0
PACCAR INC COM 693718108 4,247 49,222 SH   DFND 1 49,222 0 0
PACCAR INC COM 693718108 1,657 19,201 SH   DFND 1.3 0 19,201 0
PACKAGING CORP AMER COM 695156109 2,060 14,943 SH   DFND 1 14,593 350 0
PACKAGING CORP AMER COM 695156109 8,125 58,917 SH   DFND 1.3 0 58,917 0
PALO ALTO NETWORKS INC COM 697435105 3,757 10,571 SH   DFND 1 10,571 0 0
PALO ALTO NETWORKS INC COM 697435105 1,416 3,984 SH   DFND 1.3 0 3,984 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 7,045 4,985,000 SH   DFND 1 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 61,721 43,672,000 SH   DFND 1.3 0 0 0
PAPA JOHNS INTL INC COM 698813102 950 11,200 SH   DFND 1.3 0 11,200 0
PARKER-HANNIFIN CORP COM 701094104 13,809 50,692 SH   DFND 1 46,738 0 3,954
PARKER-HANNIFIN CORP COM 701094104 16,338 59,971 SH   DFND 1.3 0 59,971 0
PARSONS CORPORATION COM 70202L102 146 4,000 SH   DFND 1.3 0 4,000 0
PAYCHEX INC COM 704326107 2,450 26,288 SH   DFND 1 21,618 0 4,670
PAYCHEX INC COM 704326107 7,123 76,454 SH   DFND 1.3 0 76,454 0
PAYCOM SOFTWARE INC COM 70432V102 4,744 10,489 SH   DFND 1 7,409 0 3,080
PAYCOM SOFTWARE INC COM 70432V102 59,126 130,735 SH   DFND 1.3 0 130,735 0
PAYPAL HLDGS INC COM 70450Y103 30,719 131,170 SH   DFND 1 118,639 0 12,531
PAYPAL HLDGS INC COM 70450Y103 58,822 251,161 SH   DFND 1.3 0 251,161 0
PEMBINA PIPELINE CORP COM 706327103 1,602 84,559 SH   DFND 1 84,559 0 0
PEMBINA PIPELINE CORP COM 706327103 1,683 71,147 SH   DFND 1.3 0 71,147 0
PEPSICO INC COM 713448108 44 300 SH   DFND 1 0 300 0
PEPSICO INC COM 713448108 55,200 372,209 SH   DFND 1.3 0 372,209 0
PERKINELMER INC COM 714046109 2,606 18,162 SH   DFND 1 18,162 0 0
PERKINELMER INC COM 714046109 1,309 9,117 SH   DFND 1.3 0 9,117 0
PFIZER INC COM 717081103 23,361 634,644 SH   DFND 1 626,410 2,000 6,234
PFIZER INC COM 717081103 16,015 435,083 SH   DFND 1.3 0 435,083 0
PHILLIPS 66 COM 718546104 42 600 SH   DFND 1 0 600 0
PHILLIPS 66 COM 718546104 3,941 56,337 SH   DFND 1.3 0 56,337 0
PHYSICIANS RLTY TR COM 71943U104 433 24,300 SH   DFND 1.3 0 24,300 0
PINDUODUO INC SPONSORED ADS 722304102 13,005 73,200 SH   DFND 1.3 0 73,200 0
PINTEREST INC CL A 72352L106 7,121 108,062 SH   DFND 1 108,062 0 0
PINTEREST INC CL A 72352L106 15,984 242,544 SH   DFND 1.3 0 242,544 0
PIONEER NAT RES CO COM 723787107 8,886 78,022 SH   DFND 1.3 0 78,022 0
POLARIS INC COM 731068102 86 900 SH   DFND 1.3 0 900 0
POOL CORP COM 73278L105 1,565 4,201 SH   DFND 1 4,201 0 0
POOL CORP COM 73278L105 1,764 4,735 SH   DFND 1.3 0 4,735 0
POTLATCHDELTIC CORPORATION COM 737630103 492 9,833 SH   DFND 1.3 0 9,833 0
POWER INTEGRATIONS INC COM 739276103 1,097 13,400 SH   DFND 1.3 0 13,400 0
PRICE T ROWE GROUP INC COM 74144T108 14,427 95,296 SH   DFND 1.3 0 95,296 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,002 864,000 SH   DFND 1.3 0 0 0
PRIMERICA INC COM 74164M108 80 600 SH   DFND 1.3 0 600 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,032 40,962 SH   DFND 1 40,962 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 645 13,009 SH   DFND 1.3 0 13,009 0
PROCTER AND GAMBLE CO COM 742718109 37,154 267,023 SH   DFND 1 264,238 400 2,385
PROCTER AND GAMBLE CO COM 742718109 14,276 102,601 SH   DFND 1,2,3 0 102,601 0
PROCTER AND GAMBLE CO COM 742718109 54,509 391,745 SH   DFND 1.3 0 391,745 0
PROGRESSIVE CORP COM 743315103 7,325 74,085 SH   DFND 1 66,361 0 7,724
PROGRESSIVE CORP COM 743315103 9,231 93,352 SH   DFND 1.3 0 93,352 0
PROGYNY INC COM 74340E103 1,997 47,100 SH   DFND 1.3 0 47,100 0
PROLOGIS INC. COM 74340W103 10,111 101,454 SH   DFND 1 99,201 0 2,253
PROLOGIS INC. COM 74340W103 55,311 555,007 SH   DFND 1.3 0 555,007 0
PROOFPOINT INC COM 743424103 3,052 22,374 SH   DFND 1.3 0 22,374 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 4,016 3,600,000 SH   DFND 1 0 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 34,324 30,769,000 SH   DFND 1.3 0 0 0
PRUDENTIAL FINL INC COM 744320102 6,276 80,399 SH   DFND 1 80,399 0 0
PRUDENTIAL FINL INC COM 744320102 2,762 35,378 SH   DFND 1.3 0 35,378 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 487 8,358 SH   DFND 1.3 0 8,358 0
PUBLIC STORAGE COM 74460D109 5,946 25,749 SH   DFND 1 25,749 0 0
PUBLIC STORAGE COM 74460D109 2,948 12,762 SH   DFND 1.3 0 12,762 0
PULTE GROUP INC COM 745867101 664 15,393 SH   DFND 1 11,553 0 3,840
PULTE GROUP INC COM 745867101 4,792 111,146 SH   DFND 1.3 0 111,146 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 438 297,000 SH   DFND 1.3 0 0 0
QUAKER CHEM CORP COM 747316107 127 500 SH   DFND 1.3 0 500 0
QORVO INC COM 74736K101 4,208 25,304 SH   DFND 1 25,304 0 0
QORVO INC COM 74736K101 1,571 9,448 SH   DFND 1.3 0 9,448 0
Q2 HLDGS INC COM 74736L109 1,595 12,600 SH   DFND 1.3 0 12,600 0
QUALCOMM INC COM 747525103 1,965 12,898 SH   DFND 1 0 0 12,898
QUALCOMM INC COM 747525103 4,764 31,273 SH   DFND 1,2,3 0 31,273 0
QUALCOMM INC COM 747525103 14,166 92,989 SH   DFND 1.3 0 92,989 0
QUALYS INC COM 74758T303 134 1,100 SH   DFND 1.3 0 1,100 0
QUEST DIAGNOSTICS INC COM 74834L100 1,679 14,097 SH   DFND 1 13,710 0 387
QUEST DIAGNOSTICS INC COM 74834L100 6,030 50,600 SH   DFND 1,2,3 0 50,600 0
QUEST DIAGNOSTICS INC COM 74834L100 5,932 49,784 SH   DFND 1.3 0 49,784 0
QUIDEL CORP COM 74838J101 1,617 9,000 SH   DFND 1.3 0 9,000 0
RH COM 74967X103 1,365 3,051 SH   DFND 1.3 0 3,051 0
RPM INTL INC COM 749685103 3,052 33,621 SH   DFND 1 33,621 0 0
RPM INTL INC COM 749685103 2,165 23,846 SH   DFND 1.3 0 23,846 0
RADIAN GROUP INC COM 750236101 1,282 63,300 SH   DFND 1.3 0 63,300 0
RAYMOND JAMES FINL INC COM 754730109 1,281 13,394 SH   DFND 1 13,394 0 0
RAYMOND JAMES FINL INC COM 754730109 512 5,352 SH   DFND 1.3 0 5,352 0
REALTY INCOME CORP COM 756109104 4,709 75,746 SH   DFND 1 73,632 0 2,114
REALTY INCOME CORP COM 756109104 18,405 296,040 SH   DFND 1.3 0 296,040 0
REGAL BELOIT CORP COM 758750103 5,361 43,657 SH   DFND 1.3 0 43,657 0
REGENCY CTRS CORP COM 758849103 1,983 43,495 SH   DFND 1 43,495 0 0
REGENCY CTRS CORP COM 758849103 484 10,606 SH   DFND 1.3 0 10,606 0
REGENERON PHARMACEUTICALS COM 75886F107 5,017 10,384 SH   DFND 1 10,251 0 133
REGENERON PHARMACEUTICALS COM 75886F107 28,321 58,622 SH   DFND 1.3 0 58,622 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,993 123,599 SH   DFND 1 101,905 0 21,694
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,661 103,070 SH   DFND 1.3 0 103,070 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 471 4,062 SH   DFND 1 4,062 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,904 42,309 SH   DFND 1,2,3 0 42,309 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,527 30,426 SH   DFND 1.3 0 30,426 0
REPUBLIC SVCS INC COM 760759100 4,285 44,492 SH   DFND 1 44,492 0 0
REPUBLIC SVCS INC COM 760759100 5,340 55,448 SH   DFND 1.3 0 55,448 0
RESMED INC COM 761152107 4,414 20,769 SH   DFND 1 20,159 0 610
RESMED INC COM 761152107 2,580 12,136 SH   DFND 1.3 0 12,136 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,249 36,796 SH   DFND 1 36,796 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 389 6,362 SH   DFND 1.3 0 6,362 0
REXFORD INDL RLTY INC COM 76169C100 745 15,174 SH   DFND 1.3 0 15,174 0
RINGCENTRAL INC CL A 76680R206 5,409 14,270 SH   DFND 1 8,370 0 5,900
RINGCENTRAL INC CL A 76680R206 2,938 7,754 SH   DFND 1.3 0 7,754 0
RITCHIE BROS AUCTIONEERS COM 767744105 3,422 49,200 SH   DFND 1.3 0 49,200 0
ROBERT HALF INTL INC COM 770323103 837 13,411 SH   DFND 1 13,411 0 0
ROBERT HALF INTL INC COM 770323103 319 5,109 SH   DFND 1.3 0 5,109 0
ROCKWELL AUTOMATION INC COM 773903109 5,601 22,333 SH   DFND 1 22,333 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,424 9,667 SH   DFND 1.3 0 9,667 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,202 68,724 SH   DFND 1 68,724 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,457 31,266 SH   DFND 1.3 0 31,266 0
ROKU INC COM CL A 77543R102 6,773 20,400 SH   DFND 1.3 0 20,400 0
ROLLINS INC COM 775711104 931 23,821 SH   DFND 1 23,821 0 0
ROLLINS INC COM 775711104 806 20,631 SH   DFND 1.3 0 20,631 0
ROPER TECHNOLOGIES INC COM 776696106 9,596 22,262 SH   DFND 1 19,373 0 2,889
ROPER TECHNOLOGIES INC COM 776696106 11,339 26,300 SH   DFND 1.3 0 26,300 0
ROSS STORES INC COM 778296103 7,340 59,768 SH   DFND 1 39,178 0 20,590
ROSS STORES INC COM 778296103 18,737 152,568 SH   DFND 1.3 0 152,568 0
ROYAL BK CDA COM 780087102 16,567 201,885 SH   DFND 1 195,685 0 6,200
ROYAL BK CDA COM 780087102 7,387 90,024 SH   DFND 1.3 0 90,024 0
ROYAL GOLD INC COM 780287108 3,841 36,117 SH   DFND 1.3 0 36,117 0
S&P GLOBAL INC COM 78409V104 41,587 126,507 SH   DFND 1 56,821 0 69,686
S&P GLOBAL INC COM 78409V104 132,173 402,073 SH   DFND 1.3 0 402,073 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,799 6,376 SH   DFND 1 0 0 6,376
SBA COMMUNICATIONS CORP NEW CL A 78410G104 13,047 46,243 SH   DFND 1.3 0 46,243 0
SEI INVTS CO COM 784117103 1,264 21,984 SH   DFND 1 21,984 0 0
SEI INVTS CO COM 784117103 215 3,748 SH   DFND 1.3 0 3,748 0
SLM CORP COM 78442P106 1,517 122,500 SH   DFND 1.3 0 122,500 0
SVB FINANCIAL GROUP COM 78486Q101 1,346 3,471 SH   DFND 1 3,471 0 0
SVB FINANCIAL GROUP COM 78486Q101 2,282 5,883 SH   DFND 1.3 0 5,883 0
SABRE CORP COM 78573M104 1,436 119,500 SH   DFND 1.3 0 119,500 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 1,480 27,800 SH   DFND 1.3 0 27,800 0
SALESFORCE COM INC COM 79466L302 22,491 101,071 SH   DFND 1 101,071 0 0
SALESFORCE COM INC COM 79466L302 8,638 38,814 SH   DFND 1.3 0 38,814 0
SAREPTA THERAPEUTICS INC COM 803607100 1,271 7,452 SH   DFND 1 7,452 0 0
SAREPTA THERAPEUTICS INC COM 803607100 802 4,706 SH   DFND 1.3 0 4,706 0
HENRY SCHEIN INC COM 806407102 1,292 19,319 SH   DFND 1 19,319 0 0
HENRY SCHEIN INC COM 806407102 384 5,753 SH   DFND 1.3 0 5,753 0
SCHLUMBERGER LTD COM 806857108 10,636 487,253 SH   DFND 1 487,253 0 0
SCHLUMBERGER LTD COM 806857108 5,376 246,259 SH   DFND 1,2,3 0 246,259 0
SCHLUMBERGER LTD COM 806857108 11,781 539,743 SH   DFND 1.3 0 539,743 0
SCHWAB CHARLES CORP COM 808513105 7,235 136,393 SH   DFND 1 136,393 0 0
SCHWAB CHARLES CORP COM 808513105 16,750 315,811 SH   DFND 1.3 0 315,811 0
SEA LTD SPONSORD ADS 81141R100 4,777 24,000 SH   DFND 1.3 0 24,000 0
SEALED AIR CORP NEW COM 81211K100 14 300 SH   DFND 1 0 300 0
SEALED AIR CORP NEW COM 81211K100 1,209 26,400 SH   DFND 1.3 0 26,400 0
SEMPRA ENERGY COM 816851109 13,973 109,676 SH   DFND 1 108,777 0 899
SEMPRA ENERGY COM 816851109 8,095 63,540 SH   DFND 1.3 0 63,540 0
SERVICE CORP INTL COM 817565104 2,761 56,222 SH   DFND 1.3 0 56,222 0
SERVICENOW INC COM 81762P102 16,654 30,257 SH   DFND 1 23,060 0 7,197
SERVICENOW INC COM 81762P102 40,471 73,528 SH   DFND 1.3 0 73,528 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,773 214,888 SH   DFND 1 214,888 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,960 111,635 SH   DFND 1.3 0 111,635 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 1,537 152,501 SH   DFND 1.3 0 152,501 0
SHERWIN WILLIAMS CO COM 824348106 10,224 13,913 SH   DFND 1 13,913 0 0
SHERWIN WILLIAMS CO COM 824348106 3,955 5,381 SH   DFND 1.3 0 5,381 0
SHOPIFY INC CL A 82509L107 19,325 17,073 SH   DFND 1 16,852 0 221
SHOPIFY INC CL A 82509L107 10,282 9,084 SH   DFND 1.3 0 9,084 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,612 1,350,000 SH   DFND 1 0 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 16,057 13,450,000 SH   DFND 1.3 0 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,072 24,292 SH   DFND 1.3 0 24,292 0
SIRIUS XM HOLDINGS INC COM 82968B103 3,587 563,076 SH   DFND 1 563,076 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 3,802 596,808 SH   DFND 1.3 0 596,808 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,933 45,349 SH   DFND 1.3 0 45,349 0
SMITH A O CORP COM 831865209 769 14,031 SH   DFND 1 14,031 0 0
SMITH A O CORP COM 831865209 2,485 45,342 SH   DFND 1.3 0 45,342 0
SMUCKER J M CO COM NEW 832696405 2,691 23,285 SH   DFND 1 23,285 0 0
SMUCKER J M CO COM NEW 832696405 1,400 12,111 SH   DFND 1.3 0 12,111 0
SNAP ON INC COM 833034101 1,117 6,520 SH   DFND 1 6,359 0 161
SNAP ON INC COM 833034101 6,503 37,996 SH   DFND 1.3 0 37,996 0
SNAP INC CL A 83304A106 11,854 236,729 SH   DFND 1 193,652 0 43,077
SNAP INC CL A 83304A106 18,033 360,130 SH   DFND 1.3 0 360,130 0
SNOWFLAKE INC CL A 833445109 5,094 18,100 SH   DFND 1.3 0 18,100 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 25,154 78,822 SH   DFND 1 39,830 0 38,992
SOLAREDGE TECHNOLOGIES INC COM 83417M104 155,761 488,098 SH   DFND 1.3 0 488,098 16,713
SONOCO PRODS CO COM 835495102 2,422 40,874 SH   DFND 1.3 0 40,874 0
SOUTHERN CO COM 842587107 5,676 92,396 SH   DFND 1.3 0 92,396 0
SOUTHWEST AIRLS CO COM 844741108 3,073 65,932 SH   DFND 1 63,638 0 2,294
SOUTHWEST AIRLS CO COM 844741108 2,647 56,794 SH   DFND 1.3 0 56,794 0
SPIRE INC COM 84857L101 3,820 59,658 SH   DFND 1,2,3 0 59,658 0
SPIRE INC COM 84857L101 6,862 107,149 SH   DFND 1.3 0 107,149 0
SPLUNK INC COM 848637104 3,420 20,133 SH   DFND 1 20,133 0 0
SPLUNK INC COM 848637104 1,514 8,910 SH   DFND 1.3 0 8,910 0
SQUARE INC CL A 852234103 9,639 44,288 SH   DFND 1 43,346 0 942
SQUARE INC CL A 852234103 4,536 20,841 SH   DFND 1.3 0 20,841 0
STANLEY BLACK & DECKER INC COM 854502101 5,057 28,319 SH   DFND 1 26,260 0 2,059
STANLEY BLACK & DECKER INC COM 854502101 2,990 16,742 SH   DFND 1.3 0 16,742 0
STARBUCKS CORP COM 855244109 16,028 149,830 SH   DFND 1 149,580 250 0
STARBUCKS CORP COM 855244109 6,034 56,402 SH   DFND 1.3 0 56,402 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 26,822 26,755,000 SH   DFND 1.3 0 0 0
STATE STR CORP COM 857477103 3,762 51,691 SH   DFND 1 51,691 0 0
STATE STR CORP COM 857477103 1,346 18,495 SH   DFND 1.3 0 18,495 0
STRYKER CORPORATION COM 863667101 7,169 29,252 SH   DFND 1 29,252 0 0
STRYKER CORPORATION COM 863667101 1,260 5,144 SH   DFND 1.3 0 5,144 0
SUN CMNTYS INC COM 866674104 1,907 12,552 SH   DFND 1.3 0 12,552 0
SUN LIFE FINANCIAL INC. COM 866796105 2,205 49,600 SH   DFND 1 42,137 0 7,463
SUN LIFE FINANCIAL INC. COM 866796105 1,941 43,667 SH   DFND 1.3 0 43,667 0
SUNNOVA ENERGY INTL INC. COM 86745K104 1,651 36,600 SH   DFND 1.3 0 36,600 0
SWITCH INC CL A 87105L104 4,008 244,863 SH   DFND 1.3 0 244,863 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 556 400,000 SH   DFND 1.3 0 0 0
SYNOPSYS INC COM 871607107 5,212 20,106 SH   DFND 1 20,106 0 0
SYNOPSYS INC COM 871607107 2,420 9,337 SH   DFND 1.3 0 9,337 0
SYNCHRONY FINANCIAL COM 87165B103 3,365 96,929 SH   DFND 1 96,929 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,277 36,807 SH   DFND 1.3 0 36,807 0
SYNEOS HEALTH INC CL A 87166B102 232 3,400 SH   DFND 1.3 0 3,400 0
SYSCO CORP COM 871829107 4,945 66,589 SH   DFND 1 64,918 0 1,671
SYSCO CORP COM 871829107 4,139 55,728 SH   DFND 1.3 0 55,728 0
TJX COS INC NEW COM 872540109 9,803 143,542 SH   DFND 1 139,655 0 3,887
TJX COS INC NEW COM 872540109 5,340 78,212 SH   DFND 1.3 0 78,212 0
T-MOBILE US INC COM 872590104 10,628 78,812 SH   DFND 1 71,790 0 7,022
T-MOBILE US INC COM 872590104 7,123 52,820 SH   DFND 1.3 0 52,820 0
TABULA RASA HEALTHCARE INC COM 873379101 14,151 330,300 SH   DFND 1.3 0 330,300 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8,518 41,001 SH   DFND 1 30,300 0 10,701
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 9,664 46,517 SH   DFND 1.3 0 46,517 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 193 2,700 SH   DFND 1,2,3 0 2,700 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 7,803 109,100 SH   DFND 1.3 0 109,100 0
TANDEM DIABETES CARE INC COM NEW 875372203 477 4,983 SH   DFND 1 0 0 4,983
TANDEM DIABETES CARE INC COM NEW 875372203 249 2,604 SH   DFND 1.3 0 2,604 0
TAPESTRY INC COM 876030107 1,526 49,100 SH   DFND 1.3 0 49,100 0
TARGET CORP COM 87612E106 9,426 53,403 SH   DFND 1 51,923 0 1,480
TARGET CORP COM 87612E106 14,569 82,535 SH   DFND 1.3 0 82,535 0
TARGA RES CORP COM 87612G101 950 36,000 SH   DFND 1.3 0 36,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,078 5,300 SH   DFND 1.3 0 5,300 0
TELEFLEX INCORPORATED COM 879369106 3,262 7,927 SH   DFND 1 7,927 0 0
TELEFLEX INCORPORATED COM 879369106 1,241 3,016 SH   DFND 1.3 0 3,016 0
TELUS CORPORATION COM 87971M103 3,024 152,753 SH   DFND 1 148,862 0 3,891
TELUS CORPORATION COM 87971M103 4,257 214,959 SH   DFND 1.3 0 214,959 0
TEMPUR SEALY INTL INC COM 88023U101 1,177 43,600 SH   DFND 1.3 0 43,600 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,064 51,700 SH   DFND 1.3 0 51,700 0
TERADYNE INC COM 880770102 1,978 16,497 SH   DFND 1 13,555 0 2,942
TERADYNE INC COM 880770102 13,730 114,534 SH   DFND 1.3 0 114,534 0
TESLA INC COM 88160R101 52,116 73,855 SH   DFND 1 71,914 0 1,941
TESLA INC COM 88160R101 52,374 74,218 SH   DFND 1.3 0 74,218 0
TEXAS INSTRS INC COM 882508104 23,542 143,430 SH   DFND 1 132,858 0 10,572
TEXAS INSTRS INC COM 882508104 74,724 455,269 SH   DFND 1.3 0 455,269 0
TEXAS ROADHOUSE INC COM 882681109 86 1,100 SH   DFND 1.3 0 1,100 0
THERMO FISHER SCIENTIFIC INC COM 883556102 83,203 178,630 SH   DFND 1 88,600 0 90,030
THERMO FISHER SCIENTIFIC INC COM 883556102 256,048 549,718 SH   DFND 1.3 0 549,718 0
THOMSON REUTERS CORP. COM NEW 884903709 2,791 34,079 SH   DFND 1 34,079 0 0
THOMSON REUTERS CORP. COM NEW 884903709 993 12,124 SH   DFND 1.3 0 12,124 0
3M CO COM 88579Y101 2,187 12,514 SH   DFND 1,2,3 0 12,514 0
3M CO COM 88579Y101 7,651 60,181 SH   DFND 1.3 0 60,181 0
TIFFANY & CO NEW COM 886547108 1,629 12,399 SH   DFND 1 12,399 0 0
TIFFANY & CO NEW COM 886547108 601 4,576 SH   DFND 1.3 0 4,576 0
TIMKEN CO COM 887389104 108 1,400 SH   DFND 1.3 0 1,400 0
TORONTO DOMINION BK ONT COM NEW 891160509 11,890 210,745 SH   DFND 1 200,945 0 9,800
TORONTO DOMINION BK ONT COM NEW 891160509 14,865 263,453 SH   DFND 1.3 0 263,453 0
TRACTOR SUPPLY CO COM 892356106 1,714 12,191 SH   DFND 1 11,891 300 0
TRACTOR SUPPLY CO COM 892356106 5,701 40,557 SH   DFND 1.3 0 40,557 0
TRANSUNION COM 89400J107 2,739 27,614 SH   DFND 1 27,614 0 0
TRANSUNION COM 89400J107 27,224 274,378 SH   DFND 1.3 0 274,378 0
TRAVELERS COMPANIES INC COM 89417E109 5,332 37,992 SH   DFND 1 37,792 200 0
TRAVELERS COMPANIES INC COM 89417E109 2,267 16,153 SH   DFND 1.3 0 16,153 0
TRIMBLE INC COM 896239100 1,242 18,603 SH   DFND 1 18,603 0 0
TRIMBLE INC COM 896239100 249 3,731 SH   DFND 1.3 0 3,731 0
TRIP COM GROUP LTD ADS 89677Q107 4,415 130,900 SH   DFND 1,2,3 0 130,900 0
TRIPADVISOR INC COM 896945201 115 4,000 SH   DFND 1.3 0 4,000 0
TRUIST FINL CORP COM 89832Q109 2,946 61,460 SH   DFND 1 61,460 0 0
TRUIST FINL CORP COM 89832Q109 9,516 198,549 SH   DFND 1.3 0 198,549 0
TWILIO INC CL A 90138F102 12,370 36,543 SH   DFND 1 31,127 0 5,416
TWILIO INC CL A 90138F102 4,047 11,957 SH   DFND 1.3 0 11,957 0
TWITTER INC COM 90184L102 13,212 243,986 SH   DFND 1 243,986 0 0
TWITTER INC COM 90184L102 6,488 119,800 SH   DFND 1.3 0 119,800 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,137 935,000 SH   DFND 1.3 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 147 23,100 SH   DFND 1.3 0 23,100 0
2U INC COM 90214J101 128 3,200 SH   DFND 1.3 0 3,200 0
TYLER TECHNOLOGIES INC COM 902252105 1,283 2,940 SH   DFND 1 2,940 0 0
TYLER TECHNOLOGIES INC COM 902252105 212 486 SH   DFND 1.3 0 486 0
TYSON FOODS INC CL A 902494103 470 7,300 SH   DFND 1 0 0 7,300
TYSON FOODS INC CL A 902494103 296 4,600 SH   DFND 1.3 0 4,600 0
UGI CORP NEW COM 902681105 9,029 258,251 SH   DFND 1 258,251 0 0
UGI CORP NEW COM 902681105 4,057 116,032 SH   DFND 1.3 0 116,032 0
US BANCORP DEL COM NEW 902973304 11,040 236,981 SH   DFND 1 230,637 800 5,544
US BANCORP DEL COM NEW 902973304 16,859 361,854 SH   DFND 1.3 0 361,854 0
UBER TECHNOLOGIES INC COM 90353T100 77 1,500 SH   DFND 1.3 0 1,500 0
ULTA BEAUTY INC COM 90384S303 61,918 215,620 SH   DFND 1 71,616 0 144,004
ULTA BEAUTY INC COM 90384S303 161,288 561,667 SH   DFND 1.3 0 561,667 0
UNION PAC CORP COM 907818108 19,404 93,197 SH   DFND 1 89,997 0 3,200
UNION PAC CORP COM 907818108 13,248 63,623 SH   DFND 1.3 0 63,623 0
UNITED PARCEL SERVICE INC CL B 911312106 13,133 77,985 SH   DFND 1 77,985 0 0
UNITED PARCEL SERVICE INC CL B 911312106 8,622 51,200 SH   DFND 1,2,3 0 51,200 0
UNITED PARCEL SERVICE INC CL B 911312106 13,713 81,425 SH   DFND 1.3 0 81,425 0
UNITED RENTALS INC COM 911363109 2,405 10,370 SH   DFND 1 9,870 500 0
UNITED RENTALS INC COM 911363109 1,133 4,883 SH   DFND 1.3 0 4,883 0
US FOODS HLDG CORP COM 912008109 1,350 40,500 SH   DFND 1.3 0 40,500 0
UNITEDHEALTH GROUP INC COM 91324P102 112,339 320,346 SH   DFND 1 171,412 0 148,934
UNITEDHEALTH GROUP INC COM 91324P102 303,623 865,812 SH   DFND 1.3 0 865,812 0
V F CORP COM 918204108 4,080 47,757 SH   DFND 1 47,757 0 0
V F CORP COM 918204108 1,386 16,227 SH   DFND 1.3 0 16,227 0
VAIL RESORTS INC COM 91879Q109 1,590 5,703 SH   DFND 1 5,703 0 0
VAIL RESORTS INC COM 91879Q109 1,184 4,242 SH   DFND 1.3 0 4,242 0
VALERO ENERGY CORP COM 91913Y100 4,338 76,695 SH   DFND 1.3 0 76,695 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 2,046 26,271 SH   DFND 3 0 0 26,271
VARIAN MED SYS INC COM 92220P105 2,429 13,877 SH   DFND 1 13,877 0 0
VARIAN MED SYS INC COM 92220P105 761 4,351 SH   DFND 1.3 0 4,351 0
VEEVA SYS INC CL A COM 922475108 28,039 102,989 SH   DFND 1 43,971 0 59,018
VEEVA SYS INC CL A COM 922475108 141,611 520,148 SH   DFND 1.3 0 520,148 0
VENTAS INC COM 92276F100 3,190 65,064 SH   DFND 1 59,148 0 5,916
VENTAS INC COM 92276F100 17,921 365,459 SH   DFND 1.3 0 365,459 0
VEREIT INC COM 92339V100 479 12,678 SH   DFND 1 12,678 0 0
VEREIT INC COM 92339V308 2,135 56,470 SH   DFND 1 55,238 0 1,232
VEREIT INC COM 92339V308 13,571 359,120 SH   DFND 1.3 0 359,120 0
VERISIGN INC COM 92343E102 8,626 39,861 SH   DFND 1 39,861 0 0
VERISIGN INC COM 92343E102 10,777 49,803 SH   DFND 1.3 0 49,803 0
VERIZON COMMUNICATIONS INC COM 92343V104 29,394 500,316 SH   DFND 1 479,178 1,500 19,638
VERIZON COMMUNICATIONS INC COM 92343V104 6,566 111,769 SH   DFND 1,2,3 0 111,769 0
VERIZON COMMUNICATIONS INC COM 92343V104 54,675 930,653 SH   DFND 1.3 0 930,653 0
VERISK ANALYTICS INC COM 92345Y106 5,595 26,957 SH   DFND 1 26,256 0 701
VERISK ANALYTICS INC COM 92345Y106 57,840 278,626 SH   DFND 1.3 0 278,626 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,828 33,121 SH   DFND 1 32,394 0 727
VERTEX PHARMACEUTICALS INC COM 92532F100 22,880 96,804 SH   DFND 1.3 0 96,804 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,515 3,500,000 SH   DFND 1 0 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 42,972 33,310,000 SH   DFND 1.3 0 0 0
VIACOMCBS INC CL B 92556H206 2,482 66,607 SH   DFND 1 66,607 0 0
VIACOMCBS INC CL B 92556H206 2,372 63,634 SH   DFND 1.3 0 63,634 0
VIATRIS INC COM 92556V106 5 248 SH   DFND 1 0 248 0
VIATRIS INC COM 92556V106 962 51,317 SH   DFND 1,2,3 0 51,317 0
VIATRIS INC COM 92556V106 984 52,509 SH   DFND 1.3 0 52,509 0
VICI PPTYS INC COM 925652109 115 4,526 SH   DFND 1.3 0 4,526 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 3,236 115,100 SH   DFND 1.3 0 115,100 0
VIRTU FINL INC CL A 928254101 118 4,700 SH   DFND 1.3 0 4,700 0
VISA INC COM CL A 92826C839 111,157 508,190 SH   DFND 1 277,610 0 230,580
VISA INC COM CL A 92826C839 275,112 1,257,774 SH   DFND 1.3 0 1,257,774 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 741 707,000 SH   DFND 1.3 0 0 0
VISTRA CORP COM 92840M102 5,831 296,580 SH   DFND 1.3 0 296,580 0
VMWARE INC CL A COM 928563402 1,920 13,692 SH   DFND 1 12,758 0 934
VMWARE INC CL A COM 928563402 677 4,829 SH   DFND 1.3 0 4,829 0
VONAGE HLDGS CORP COM 92886T201 1,389 107,900 SH   DFND 1.3 0 107,900 0
VORNADO RLTY TR SH BEN INT 929042109 1,835 49,141 SH   DFND 1 49,141 0 0
VORNADO RLTY TR SH BEN INT 929042109 314 8,420 SH   DFND 1.3 0 8,420 0
VOYA FINANCIAL INC COM 929089100 1,529 25,996 SH   DFND 1 25,996 0 0
VOYA FINANCIAL INC COM 929089100 1,268 21,566 SH   DFND 1.3 0 21,566 0
VROOM INC COM 92918V109 1,736 42,400 SH   DFND 1.3 0 42,400 0
WD-40 CO COM 929236107 1,860 7,000 SH   DFND 1.3 0 7,000 0
WP CAREY INC COM 92936U109 19,408 274,981 SH   DFND 1.3 0 274,981 0
WEC ENERGY GROUP INC COM 92939U106 8,486 92,207 SH   DFND 1.3 0 92,207 0
WABTEC COM 929740108 2,092 28,585 SH   DFND 1 28,585 0 0
WABTEC COM 929740108 357 4,876 SH   DFND 1.3 0 4,876 0
WALMART INC COM 931142103 18,121 125,708 SH   DFND 1,2,3 0 125,708 0
WALMART INC COM 931142103 29,261 202,998 SH   DFND 1.3 0 202,998 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,183 129,939 SH   DFND 1 129,939 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,947 48,826 SH   DFND 1.3 0 48,826 0
WASTE CONNECTIONS INC COM 94106B101 338 3,300 SH   DFND 1.3 0 3,300 0
WASTE MGMT INC DEL COM 94106L109 6,785 57,533 SH   DFND 1 57,533 0 0
WASTE MGMT INC DEL COM 94106L109 2,493 21,137 SH   DFND 1.3 0 21,137 0
WATERS CORP COM 941848103 2,241 9,059 SH   DFND 1 9,059 0 0
WATERS CORP COM 941848103 5,631 22,761 SH   DFND 1.3 0 22,761 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,408 28,000 SH   DFND 1.3 0 28,000 0
WAYFAIR INC CL A 94419L101 1,557 6,892 SH   DFND 1 6,892 0 0
WAYFAIR INC CL A 94419L101 262 1,159 SH   DFND 1.3 0 1,159 0
WEIBO CORP SPONSORED ADR 948596101 438 10,700 SH   DFND 1.3 0 10,700 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 7,301 7,500,000 SH   DFND 1.3 0 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 4,502 207,767 SH   DFND 1.3 0 207,767 0
WELLS FARGO CO NEW COM 949746101 4,023 133,301 SH   DFND 1,2,3 0 133,301 0
WELLS FARGO CO NEW COM 949746101 2,543 84,266 SH   DFND 1.3 0 84,266 0
WELLTOWER INC COM 95040Q104 1,281 19,830 SH   DFND 1.3 0 19,830 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,210 7,800 SH   DFND 1.3 0 7,800 0
WESTERN ALLIANCE BANCORP COM 957638109 1,277 21,300 SH   DFND 1.3 0 21,300 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 6,010 179,238 SH   DFND 1 173,395 0 5,843
WEYERHAEUSER CO MTN BE COM NEW 962166104 14,844 442,700 SH   DFND 1.3 0 442,700 0
WHEATON PRECIOUS METALS CORP COM 962879102 1,230 29,479 SH   DFND 1.3 0 29,479 0
WHIRLPOOL CORP COM 963320106 1,330 7,373 SH   DFND 1 7,373 0 0
WHIRLPOOL CORP COM 963320106 476 2,642 SH   DFND 1.3 0 2,642 0
WILLIAMS COS INC COM 969457100 451 22,500 SH   DFND 1 0 0 22,500
WILLIAMS COS INC COM 969457100 10,193 508,331 SH   DFND 1.3 0 508,331 0
WINGSTOP INC COM 974155103 1,511 11,400 SH   DFND 1.3 0 11,400 0
WORKDAY INC CL A 98138H101 6,632 27,678 SH   DFND 1 27,678 0 0
WORKDAY INC CL A 98138H101 4,144 17,293 SH   DFND 1.3 0 17,293 0
WORLD FUEL SVCS CORP COM 981475106 1,007 32,316 SH   DFND 1.3 0 32,316 0
XCEL ENERGY INC COM 98389B100 189 2,841 SH   DFND 1.3 0 2,841 0
XILINX INC COM 983919101 5,612 39,592 SH   DFND 1 39,592 0 0
XILINX INC COM 983919101 2,057 14,509 SH   DFND 1.3 0 14,509 0
XYLEM INC COM 98419M100 2,531 24,861 SH   DFND 1 24,861 0 0
XYLEM INC COM 98419M100 18,368 180,441 SH   DFND 1.3 0 180,441 0
YAMANA GOLD INC COM 98462Y100 11,464 2,007,668 SH   DFND 1 2,007,668 0 0
YAMANA GOLD INC COM 98462Y100 2,542 444,980 SH   DFND 1.3 0 444,980 0
YUM BRANDS INC COM 988498101 5,141 47,355 SH   DFND 1 47,355 0 0
YUM BRANDS INC COM 988498101 11,411 105,113 SH   DFND 1.3 0 105,113 0
ZAI LAB LTD ADR 98887Q104 1,529 11,300 SH   DFND 1,2,3 0 11,300 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 2,721 7,079 SH   DFND 1 5,685 0 1,394
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 933 2,427 SH   DFND 1.3 0 2,427 0
ZENDESK INC COM 98936J101 1,574 11,003 SH   DFND 1 11,003 0 0
ZENDESK INC COM 98936J101 277 1,935 SH   DFND 1.3 0 1,935 0
ZILLOW GROUP INC CL C CAP STK 98954M200 7,029 54,148 SH   DFND 1 54,148 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,321 10,179 SH   DFND 1.3 0 10,179 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 5,151 33,431 SH   DFND 1 33,431 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,885 12,238 SH   DFND 1.3 0 12,238 0
ZOETIS INC CL A 98978V103 49,440 298,732 SH   DFND 1 137,254 0 161,478
ZOETIS INC CL A 98978V103 120,447 727,779 SH   DFND 1.3 0 727,779 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 3,339 114,500 SH   DFND 1,2,3 0 114,500 0
ZSCALER INC COM 98980G102 1,352 6,772 SH   DFND 1 6,493 0 279
ZSCALER INC COM 98980G102 224 1,122 SH   DFND 1.3 0 1,122 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 439 1,300 SH   DFND 1 0 0 1,300
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 9,023 26,748 SH   DFND 1.3 0 26,748 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1,129 850,000 SH   DFND 1.3 0 0 0
AMDOCS LTD SHS G02602103 315 4,447 SH   DFND 1.3 0 4,447 0
ARCH CAP GROUP LTD ORD G0450A105 1,661 46,037 SH   DFND 1 46,037 0 0
ARCH CAP GROUP LTD ORD G0450A105 589 16,321 SH   DFND 1.3 0 16,321 0
ARCO PLATFORM LTD COM CL A G04553106 31,515 888,000 SH   DFND 1.3 0 888,000 0
ATHENE HOLDING LTD CL A G0684D107 902 20,894 SH   DFND 1 18,837 0 2,057
ATHENE HOLDING LTD CL A G0684D107 672 15,607 SH   DFND 1.3 0 15,607 0
AXALTA COATING SYS LTD COM G0750C108 1,644 57,588 SH   DFND 1 57,588 0 0
AXALTA COATING SYS LTD COM G0750C108 3,761 131,742 SH   DFND 1.3 0 131,742 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 21,366 81,796 SH   DFND 1 79,730 0 2,066
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 54,349 208,064 SH   DFND 1.3 0 208,064 0
BUNGE LIMITED COM G16962105 2,770 42,238 SH   DFND 1 42,238 0 0
BUNGE LIMITED COM G16962105 1,652 25,180 SH   DFND 1.3 0 25,180 0
ESSENT GROUP LTD COM G3198U102 1,054 24,400 SH   DFND 1.3 0 24,400 0
EVEREST RE GROUP LTD COM G3223R108 853 3,643 SH   DFND 1 3,643 0 0
EVEREST RE GROUP LTD COM G3223R108 380 1,624 SH   DFND 1.3 0 1,624 0
IHS MARKIT LTD SHS G47567105 7,689 85,588 SH   DFND 1 84,829 0 759
IHS MARKIT LTD SHS G47567105 3,636 40,477 SH   DFND 1.3 0 40,477 0
INVESCO LTD SHS G491BT108 1,544 88,599 SH   DFND 1 88,599 0 0
INVESCO LTD SHS G491BT108 1,716 98,404 SH   DFND 1.3 0 98,404 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,462 114,900 SH   DFND 1 114,900 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,431 51,133 SH   DFND 1.3 0 51,133 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 42,061 739,450 SH   DFND 1.3 0 739,450 0
RENAISSANCERE HLDGS LTD COM G7496G103 342 2,059 SH   DFND 1 2,059 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 310 1,871 SH   DFND 1.3 0 1,871 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,981 14,906 SH   DFND 1 14,906 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 326 2,452 SH   DFND 1.3 0 2,452 0
ROYAL CARIBBEAN GROUP COM V7780T103 3,052 40,863 SH   DFND 1 40,863 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 1,181 15,805 SH   DFND 1.3 0 15,805 0
FLEX LTD ORD Y2573F102 1,539 85,600 SH   DFND 1.3 0 85,600 0