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
1LIFE HEALTHCARE INC COM 68269G107 94 2,400 SH   DFND 1.3 0 2,400 0
3M CO COM 88579Y101 9,304 48,290 SH   DFND 1.3 0 48,290 0
51JOB INC SPONSORED ADS 316827104 733 11,700 SH   DFND 1.3 0 11,700 0
ABBOTT LABS COM 002824100 24,481 204,275 SH   DFND 1.3 0 204,275 0
ABBOTT LABS COM 002824100 25,708 214,515 SH   DFND 1 214,515 0 0
ABBVIE INC COM 00287Y109 19,006 175,626 SH   DFND 1.3 0 175,626 0
ABBVIE INC COM 00287Y109 20,733 191,588 SH   DFND 1 188,783 0 2,805
ABIOMED INC COM 003654100 13,069 41,000 SH   DFND 1.3 0 41,000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 61,075 221,082 SH   DFND 1.3 0 221,082 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23,950 86,699 SH   DFND 1 85,269 0 1,430
ACTIVISION BLIZZARD INC COM 00507V109 8,852 95,176 SH   DFND 1.3 0 95,176 0
ACTIVISION BLIZZARD INC COM 00507V109 13,649 146,756 SH   DFND 1 138,964 0 7,792
ACUITY BRANDS INC COM 00508Y102 686 4,159 SH   DFND 1.3 0 4,159 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 68,012 143,071 SH   DFND 1 60,737 100 82,234
ADOBE SYSTEMS INCORPORATED COM 00724F101 253,934 534,183 SH   DFND 1.3 0 534,183 0
ADVANCED MICRO DEVICES INC COM 007903107 6,451 82,164 SH   DFND 1.3 0 82,164 0
ADVANCED MICRO DEVICES INC COM 007903107 12,676 161,473 SH   DFND 1 138,153 0 23,320
AFFILIATED MANAGERS GROUP IN COM 008252108 1,431 9,599 SH   DFND 1.3 0 9,599 0
AFLAC INC COM 001055102 5,805 113,420 SH   DFND 1 112,620 800 0
AFLAC INC COM 001055102 4,919 96,127 SH   DFND 1.3 0 96,127 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,498 27,517 SH   DFND 1.3 0 27,517 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,270 72,907 SH   DFND 1 60,126 0 12,781
AGNC INVT CORP COM 00123Q104 804 47,937 SH   DFND 1.3 0 47,937 0
AGNC INVT CORP COM 00123Q104 1,820 108,584 SH   DFND 1 108,584 0 0
AGREE REALTY CORP COM 008492100 2,705 40,184 SH   DFND 1.3 0 40,184 0
AIR PRODS & CHEMS INC COM 009158106 5,565 19,780 SH   DFND 1.3 0 19,780 0
AIR PRODS & CHEMS INC COM 009158106 11,522 40,954 SH   DFND 1 36,989 0 3,965
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 38,190 31,637,000 PRN   DFND 1.3 0 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,155 4,270,000 PRN   DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,897 18,623 SH   DFND 1.3 0 18,623 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,561 44,762 SH   DFND 1 44,762 0 0
ALARM COM HLDGS INC COM 011642105 121 1,400 SH   DFND 1.3 0 1,400 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,013 12,251 SH   DFND 1.3 0 12,251 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,534 27,594 SH   DFND 1 27,594 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,959 12,810 SH   DFND 1.3 0 12,810 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,241 27,738 SH   DFND 1 27,738 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,620 102,346 SH   DFND 1.3 0 102,346 0
ALGONQUIN PWR UTILS CORP COM 015857105 56 3,554 SH   DFND 1 0 0 3,554
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 122,353 539,636 SH   DFND 1.3 0 539,636 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,574 59,868 SH   DFND 1,2,3 0 59,868 0
ALIGN TECHNOLOGY INC COM 016255101 6,174 11,402 SH   DFND 1.3 0 11,402 0
ALIGN TECHNOLOGY INC COM 016255101 6,706 12,384 SH   DFND 1 10,629 0 1,755
ALLEGHANY CORP DEL COM 017175100 15 24 SH   DFND 1.3 0 24 0
ALLEGHANY CORP DEL COM 017175100 100 159 SH   DFND 1 159 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 503 12,314 SH   DFND 1.3 0 12,314 0
ALLSTATE CORP COM 020002101 6,674 58,088 SH   DFND 1.3 0 58,088 0
ALLSTATE CORP COM 020002101 5,770 50,222 SH   DFND 1 50,222 0 0
ALLY FINL INC COM 02005N100 2,042 45,182 SH   DFND 1.3 0 45,182 0
ALLY FINL INC COM 02005N100 3,064 67,774 SH   DFND 1 67,774 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,169 8,280 SH   DFND 1.3 0 8,280 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,578 11,184 SH   DFND 1 11,184 0 0
ALPHABET INC CAP STK CL A 02079K305 292,105 141,625 SH   DFND 1.3 0 141,625 0
ALPHABET INC CAP STK CL C 02079K107 82,630 39,944 SH   DFND 1.3 0 39,944 0
ALPHABET INC CAP STK CL A 02079K305 52,066 25,244 SH   DFND 1 0 0 25,244
ALPHABET INC CAP STK CL C 02079K107 10,445 5,049 SH   DFND 1 0 0 5,049
ALTICE USA INC CL A 02156K103 4,176 128,370 SH   DFND 1.3 0 128,370 0
ALTICE USA INC CL A 02156K103 117 3,597 SH   DFND 1 3,597 0 0
AMAZON COM INC COM 023135106 207,194 66,965 SH   DFND 1 42,449 25 24,491
AMAZON COM INC COM 023135106 424,297 137,132 SH   DFND 1.3 0 137,132 0
AMDOCS LTD SHS G02602103 257 3,668 SH   DFND 1.3 0 3,668 0
AMEDISYS INC COM 023436108 1,786 6,745 SH   DFND 1.3 0 6,745 0
AMEREN CORP COM 023608102 3,471 42,671 SH   DFND 1.3 0 42,671 0
AMERICAN ELEC PWR CO INC COM 025537101 19 222 SH   DFND 1.3 0 222 0
AMERICAN EXPRESS CO COM 025816109 6,643 46,971 SH   DFND 1.3 0 46,971 0
AMERICAN EXPRESS CO COM 025816109 16,369 115,729 SH   DFND 1 115,729 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,382 51,531 SH   DFND 1.3 0 51,531 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,585 120,867 SH   DFND 1 120,867 0 0
AMERICAN TOWER CORP NEW COM 03027X100 41,901 175,273 SH   DFND 1.3 0 175,273 0
AMERICAN TOWER CORP NEW COM 03027X100 13,590 56,845 SH   DFND 1 54,545 0 2,300
AMERICAN WTR WKS CO INC NEW COM 030420103 17,991 120,000 SH   DFND 1.3 0 120,000 0
AMERIPRISE FINL INC COM 03076C106 15,254 65,622 SH   DFND 1.3 0 65,622 0
AMERIPRISE FINL INC COM 03076C106 5,127 22,058 SH   DFND 1 22,058 0 0
AMERIPRISE FINL INC COM 03076C106 8,126 34,957 SH   DFND 1,2,3 0 34,957 0
AMERISOURCEBERGEN CORP COM 03073E105 1,631 13,820 SH   DFND 1 13,420 400 0
AMERISOURCEBERGEN CORP COM 03073E105 356 3,015 SH   DFND 1.3 0 3,015 0
AMETEK INC COM 031100100 3,169 24,810 SH   DFND 1.3 0 24,810 0
AMETEK INC COM 031100100 1,002 7,846 SH   DFND 1 0 0 7,846
AMGEN INC COM 031162100 13,015 52,312 SH   DFND 1.3 0 52,312 0
AMGEN INC COM 031162100 16,772 67,406 SH   DFND 1 67,012 0 394
AMPHENOL CORP NEW CL A 032095101 198 3,000 SH   DFND 1.3 0 3,000 0
ANALOG DEVICES INC COM 032654105 4,696 30,286 SH   DFND 1.3 0 30,286 0
ANALOG DEVICES INC COM 032654105 11,895 76,707 SH   DFND 1 76,707 0 0
ANAPLAN INC COM 03272L108 86 1,600 SH   DFND 1.3 0 1,600 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 894 103,847 SH   DFND 1.3 0 103,847 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 2,187 254,351 SH   DFND 1 254,351 0 0
ANSYS INC COM 03662Q105 72,185 212,586 SH   DFND 1.3 0 212,586 0
ANSYS INC COM 03662Q105 4,034 11,882 SH   DFND 1 11,882 0 0
ANTHEM INC COM 036752103 225,119 627,154 SH   DFND 1.3 0 627,154 0
ANTHEM INC COM 036752103 54,535 151,929 SH   DFND 1 27,875 0 124,054
APARTMENT INCOME REIT CORP COM 03750L109 1,126 26,320 SH   DFND 1.3 0 26,320 0
APPIAN CORP CL A 03782L101 1,103 8,300 SH   DFND 1.3 0 8,300 0
APPLE INC COM 037833100 246,396 2,017,166 SH   DFND 1 1,678,637 1,600 336,929
APPLE INC COM 037833100 393,679 3,222,894 SH   DFND 1.3 0 3,222,894 0
APPLE INC COM 037833100 17,383 142,304 SH   DFND 1,2,3 0 142,304 0
APPLIED MATLS INC COM 038222105 28,353 212,225 SH   DFND 1.3 0 212,225 0
APPLIED MATLS INC COM 038222105 20,895 156,393 SH   DFND 1 154,805 0 1,588
APPLIED MATLS INC COM 038222105 18,905 141,511 SH   DFND 1,2,3 0 141,511 0
ARCH CAP GROUP LTD ORD G0450A105 757 19,718 SH   DFND 1.3 0 19,718 0
ARCH CAP GROUP LTD ORD G0450A105 1,921 50,073 SH   DFND 1 50,073 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,556 237,814 SH   DFND 1.3 0 237,814 0
ARCO PLATFORM LTD COM CL A G04553106 23,009 908,000 SH   DFND 1.3 0 908,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 7,498 6,850,000 PRN   DFND 1.3 0 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 3,244 2,964,000 PRN   DFND 1 0 0 0
ARISTA NETWORKS INC COM 040413106 1,155 4,019 SH   DFND 1.3 0 4,019 0
ARISTA NETWORKS INC COM 040413106 2,493 8,672 SH   DFND 1 8,672 0 0
ARROW ELECTRS INC COM 042735100 120 1,087 SH   DFND 1.3 0 1,087 0
ARROW ELECTRS INC COM 042735100 665 5,995 SH   DFND 1 5,995 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,633 31,300 SH   DFND 1.3 0 31,300 0
ASPEN TECHNOLOGY INC COM 045327103 14,288 99,000 SH   DFND 1.3 0 99,000 0
ASSURANT INC COM 04621X108 167 1,183 SH   DFND 1.3 0 1,183 0
AT&T INC COM 00206R102 12,826 423,709 SH   DFND 1.3 0 423,709 0
AT&T INC COM 00206R102 27,749 916,680 SH   DFND 1 916,680 0 0
ATHENE HOLDING LTD CL A G0684D107 2,246 44,557 SH   DFND 1.3 0 44,557 0
ATHENE HOLDING LTD CL A G0684D107 1,028 20,398 SH   DFND 1 17,951 0 2,447
ATMOS ENERGY CORP COM 049560105 10,038 101,547 SH   DFND 1.3 0 101,547 0
ATMOS ENERGY CORP COM 049560105 9,172 92,793 SH   DFND 1,2,3 0 92,793 0
AUTODESK INC COM 052769106 7,971 28,758 SH   DFND 1.3 0 28,758 0
AUTODESK INC COM 052769106 9,426 34,007 SH   DFND 1 27,667 0 6,340
AUTOHOME INC SP ADS RP CL A 05278C107 1,558 16,700 SH   DFND 1.3 0 16,700 0
AUTOLIV INC COM 052800109 32 350 SH   DFND 1 0 350 0
AUTOLIV INC COM 052800109 186 2,000 SH   DFND 1.3 0 2,000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14,010 74,333 SH   DFND 1.3 0 74,333 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,533 50,581 SH   DFND 1 50,581 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,663 56,575 SH   DFND 1,2,3 0 56,575 0
AVALARA INC COM 05338G106 1,083 8,117 SH   DFND 1.3 0 8,117 0
AVALARA INC COM 05338G106 1,066 7,996 SH   DFND 1 7,996 0 0
AVALONBAY CMNTYS INC COM 053484101 30,778 166,814 SH   DFND 1.3 0 166,814 0
AVALONBAY CMNTYS INC COM 053484101 5,600 30,352 SH   DFND 1 30,352 0 0
AVERY DENNISON CORP COM 053611109 5,366 29,223 SH   DFND 1.3 0 29,223 0
AVERY DENNISON CORP COM 053611109 606 3,299 SH   DFND 1 0 0 3,299
AXALTA COATING SYS LTD COM G0750C108 4,859 164,296 SH   DFND 1.3 0 164,296 0
AXALTA COATING SYS LTD COM G0750C108 2,493 84,265 SH   DFND 1 84,265 0 0
BAIDU INC SPON ADR REP A 056752108 23,133 106,332 SH   DFND 1.3 0 106,332 0
BAKER HUGHES COMPANY CL A 05722G100 7,106 328,760 SH   DFND 1.3 0 328,760 0
BAKER HUGHES COMPANY CL A 05722G100 5,851 270,708 SH   DFND 1 267,576 0 3,132
BALL CORP COM 058498106 940 11,100 SH   DFND 1.3 0 11,100 0
BALLARD PWR SYS INC NEW COM 058586108 377 15,496 SH   DFND 1.3 0 15,496 0
BALLARD PWR SYS INC NEW COM 058586108 124 5,114 SH   DFND 1 5,114 0 0
BANDWIDTH INC COM CL A 05988J103 988 7,800 SH   DFND 1.3 0 7,800 0
BANK HAWAII CORP COM 062540109 1,199 13,400 SH   DFND 1.3 0 13,400 0
BANK MONTREAL QUE COM 063671101 2,244 25,182 SH   DFND 1.3 0 25,182 0
BANK MONTREAL QUE COM 063671101 8,087 90,744 SH   DFND 1 82,744 0 8,000
BANK NEW YORK MELLON CORP COM 064058100 18,931 400,322 SH   DFND 1.3 0 400,322 0
BANK NEW YORK MELLON CORP COM 064058100 6,350 134,285 SH   DFND 1 134,285 0 0
BANK NEW YORK MELLON CORP COM 064058100 15,210 321,625 SH   DFND 1,2,3 0 321,625 0
BANK NOVA SCOTIA B C COM 064149107 12,135 194,004 SH   DFND 1.3 0 194,004 0
BANK NOVA SCOTIA B C COM 064149107 10,981 175,546 SH   DFND 1 171,138 0 4,408
BAOZUN INC SPONSORED ADR 06684L103 885 23,200 SH   DFND 1.3 0 23,200 0
BAXTER INTL INC COM 071813109 7,596 90,065 SH   DFND 1 82,765 500 6,800
BAXTER INTL INC COM 071813109 1,983 23,509 SH   DFND 1.3 0 23,509 0
BCE INC COM NEW 05534B760 3,518 77,916 SH   DFND 1.3 0 77,916 0
BCE INC COM NEW 05534B760 5,677 125,759 SH   DFND 1 125,759 0 0
BECTON DICKINSON & CO COM 075887109 25,607 105,308 SH   DFND 1.3 0 105,308 0
BECTON DICKINSON & CO COM 075887109 8,696 35,767 SH   DFND 1 35,767 0 0
BEIGENE LTD SPONSORED ADR 07725L102 4,421 12,700 SH   DFND 1.3 0 12,700 0
BERKLEY W R CORP COM 084423102 1,473 19,547 SH   DFND 1.3 0 19,547 0
BERKLEY W R CORP COM 084423102 316 4,186 SH   DFND 1 4,186 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,354 48,354 SH   DFND 1.3 0 48,354 0
BEST BUY INC COM 086516101 1,757 15,307 SH   DFND 1.3 0 15,307 0
BEST BUY INC COM 086516101 3,883 33,818 SH   DFND 1 28,818 0 5,000
BEYOND MEAT INC COM 08862E109 1,353 10,400 SH   DFND 1.3 0 10,400 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 936 16,200 SH   DFND 1.3 0 16,200 0
BILIBILI INC SPONS ADS REP Z 090040106 11,220 104,800 SH   DFND 1.3 0 104,800 0
BILIBILI INC SPONS ADS REP Z 090040106 2,698 25,200 SH   DFND 1,2,3 0 25,200 0
BILL COM HLDGS INC COM 090043100 1,207 8,300 SH   DFND 1.3 0 8,300 0
BIO RAD LABS INC CL A 090572207 775 1,358 SH   DFND 1.3 0 1,358 0
BIO RAD LABS INC CL A 090572207 2,474 4,332 SH   DFND 1 4,332 0 0
BIOGEN INC COM 09062X103 2,353 8,411 SH   DFND 1.3 0 8,411 0
BIOGEN INC COM 09062X103 5,711 20,412 SH   DFND 1 20,412 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 996 13,193 SH   DFND 1.3 0 13,193 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,693 22,431 SH   DFND 1 22,431 0 0
BK OF AMERICA CORP COM 060505104 37,669 973,648 SH   DFND 1 956,161 2,000 15,487
BK OF AMERICA CORP COM 060505104 38,244 988,426 SH   DFND 1.3 0 988,426 0
BLACK KNIGHT INC COM 09215C105 24 330 SH   DFND 1.3 0 330 0
BLACK KNIGHT INC COM 09215C105 172 2,316 SH   DFND 1 2,316 0 0
BLACKBERRY LTD COM 09228F103 272 32,265 SH   DFND 1.3 0 32,265 0
BLACKBERRY LTD COM 09228F103 835 79,551 SH   DFND 1 79,551 0 0
BLACKLINE INC COM 09239B109 1,247 11,500 SH   DFND 1.3 0 11,500 0
BLACKROCK INC COM 09247X101 16,169 21,447 SH   DFND 1.3 0 21,447 0
BLACKROCK INC COM 09247X101 9,865 13,084 SH   DFND 1,2,3 0 13,084 0
BLACKSTONE GROUP INC COM 09260D107 1,021 13,700 SH   DFND 1.3 0 13,700 0
BLACKSTONE MTG TR INC COM CL A 09257W100 37 1,200 SH   DFND 1.3 0 1,200 0
BOOKING HOLDINGS INC COM 09857L108 18,063 7,753 SH   DFND 1.3 0 7,753 0
BOOKING HOLDINGS INC COM 09857L108 14,103 6,053 SH   DFND 1 5,744 0 309
BORGWARNER INC COM 099724106 2,972 64,100 SH   DFND 1.3 0 64,100 0
BOSTON BEER INC CL A 100557107 570 472 SH   DFND 1.3 0 472 0
BOSTON PROPERTIES INC COM 101121101 9,216 91,008 SH   DFND 1.3 0 91,008 0
BOSTON PROPERTIES INC COM 101121101 3,241 32,011 SH   DFND 1 32,011 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,556 195,494 SH   DFND 1.3 0 195,494 0
BOSTON SCIENTIFIC CORP COM 101137107 5,157 133,436 SH   DFND 1 133,436 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,801 281,981 SH   DFND 1 278,568 1,000 2,413
BRISTOL-MYERS SQUIBB CO COM 110122108 21,187 335,610 SH   DFND 1.3 0 335,610 0
BRISTOL-MYERS SQUIBB CO COM 110122108 13,695 216,938 SH   DFND 1,2,3 0 216,938 0
BRIXMOR PPTY GROUP INC COM 11120U105 6,355 314,184 SH   DFND 1.3 0 314,184 0
BROADCOM INC COM 11135F101 64,217 138,499 SH   DFND 1.3 0 138,499 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 26,568 173,537 SH   DFND 1.3 0 173,537 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,134 7,407 SH   DFND 1 7,407 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 4,514 101,408 SH   DFND 1.3 0 101,408 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8,039 180,635 SH   DFND 1 177,910 0 2,725
BROOKFIELD PPTY REIT INC CL A 11282X103 2,803 156,226 SH   DFND 1.3 0 156,226 0
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 22 474 SH   DFND 1 0 0 474
BROWN & BROWN INC COM 115236101 146,324 3,201,128 SH   DFND 1.3 0 3,201,128 0
BROWN & BROWN INC COM 115236101 31,087 680,104 SH   DFND 1 25,369 0 654,735
BROWN FORMAN CORP CL B 115637209 3,244 47,027 SH   DFND 1.3 0 47,027 0
BROWN FORMAN CORP CL B 115637209 4,687 67,965 SH   DFND 1 67,965 0 0
BRUKER CORP COM 116794108 1,414 22,000 SH   DFND 1.3 0 22,000 0
BUNGE LIMITED COM G16962105 2,003 25,272 SH   DFND 1.3 0 25,272 0
BUNGE LIMITED COM G16962105 3,310 41,751 SH   DFND 1 41,751 0 0
BURLINGTON STORES INC COM 122017106 2,088 6,990 SH   DFND 1.3 0 6,990 0
BURLINGTON STORES INC COM 122017106 1,630 5,457 SH   DFND 1 4,788 0 669
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,856 71,851 SH   DFND 1.3 0 71,851 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,628 17,059 SH   DFND 1 17,059 0 0
CABLE ONE INC COM 12685J105 6,425 3,514 SH   DFND 1.3 0 3,514 0
CABOT CORP COM 127055101 2,054 39,171 SH   DFND 1.3 0 39,171 0
CABOT OIL & GAS CORP COM 127097103 443 23,600 SH   DFND 1.3 0 23,600 0
CACI INTL INC CL A 127190304 957 3,880 SH   DFND 1.3 0 3,880 0
CADENCE DESIGN SYSTEM INC COM 127387108 7,940 57,959 SH   DFND 1.3 0 57,959 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,372 39,217 SH   DFND 1 38,267 0 950
CAMPBELL SOUP CO COM 134429109 1,786 35,543 SH   DFND 1 35,043 500 0
CAMPBELL SOUP CO COM 134429109 1,134 22,564 SH   DFND 1.3 0 22,564 0
CANADIAN IMP BK COMM COM 136069101 10,039 102,572 SH   DFND 1.3 0 102,572 0
CANADIAN IMP BK COMM COM 136069101 5,675 57,981 SH   DFND 1 54,102 0 3,879
CANADIAN NATL RY CO COM 136375102 8,149 70,271 SH   DFND 1.3 0 70,271 0
CANADIAN NATL RY CO COM 136375102 12,813 110,476 SH   DFND 1 110,476 0 0
CANADIAN PAC RY LTD COM 13645T100 2,769 7,301 SH   DFND 1.3 0 7,301 0
CANADIAN PAC RY LTD COM 13645T100 7,403 19,516 SH   DFND 1 19,516 0 0
CANOPY GROWTH CORP COM 138035100 188 5,855 SH   DFND 1.3 0 5,855 0
CANOPY GROWTH CORP COM 138035100 1,196 37,319 SH   DFND 1 37,319 0 0
CAPITAL ONE FINL CORP COM 14040H105 14,444 113,525 SH   DFND 1.3 0 113,525 0
CAPITOL FED FINL INC COM 14057J101 2,124 160,326 SH   DFND 1.3 0 160,326 0
CARDINAL HEALTH INC COM 14149Y108 1,464 24,096 SH   DFND 1.3 0 24,096 0
CARDINAL HEALTH INC COM 14149Y108 1,900 31,290 SH   DFND 1 31,290 0 0
CARDLYTICS INC COM 14161W105 1,229 11,200 SH   DFND 1.3 0 11,200 0
CAREDX INC COM 14167L103 259 3,800 SH   DFND 1.3 0 3,800 0
CARMAX INC COM 143130102 3,327 25,083 SH   DFND 1.3 0 25,083 0
CARMAX INC COM 143130102 1,738 13,099 SH   DFND 1 12,226 0 873
CARNIVAL CORP UNIT 99/99/9999 143658300 6,467 243,667 SH   DFND 1.3 0 243,667 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,703 177,179 SH   DFND 1 177,179 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 8,140 306,710 SH   DFND 1,2,3 0 306,710 0
CARRIER GLOBAL CORPORATION COM 14448C104 9,578 226,869 SH   DFND 1.3 0 226,869 0
CARRIER GLOBAL CORPORATION COM 14448C104 3,933 93,157 SH   DFND 1 93,157 0 0
CARVANA CO CL A 146869102 3,503 13,353 SH   DFND 1.3 0 13,353 0
CARVANA CO CL A 146869102 1,941 7,394 SH   DFND 1 7,394 0 0
CASEYS GEN STORES INC COM 147528103 908 4,200 SH   DFND 1.3 0 4,200 0
CATALENT INC COM 148806102 9,623 91,370 SH   DFND 1.3 0 91,370 0
CATALENT INC COM 148806102 800 7,596 SH   DFND 1 6,072 0 1,524
CBOE GLOBAL MKTS INC COM 12503M108 808 8,193 SH   DFND 1.3 0 8,193 0
CBOE GLOBAL MKTS INC COM 12503M108 1,519 15,388 SH   DFND 1 15,388 0 0
CBRE GROUP INC CL A 12504L109 10,355 130,895 SH   DFND 1.3 0 130,895 0
CBRE GROUP INC CL A 12504L109 3,593 45,410 SH   DFND 1 45,410 0 0
CDK GLOBAL INC COM 12508E101 135 2,500 SH   DFND 1.3 0 2,500 0
CDW CORP COM 12514G108 5,264 31,763 SH   DFND 1.3 0 31,763 0
CELANESE CORP DEL COM 150870103 2,984 19,917 SH   DFND 1.3 0 19,917 0
CELSIUS HLDGS INC COM NEW 15118V207 173 3,600 SH   DFND 1.3 0 3,600 0
CENTENE CORP DEL COM 15135B101 1,360 21,289 SH   DFND 1.3 0 21,289 0
CENTENE CORP DEL COM 15135B101 3,906 61,122 SH   DFND 1 61,122 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,871 170,900 SH   DFND 1.3 0 170,900 0
CERENCE INC COM 156727109 994 11,100 SH   DFND 1.3 0 11,100 0
CERNER CORP COM 156782104 8,966 124,731 SH   DFND 1.3 0 124,731 0
CERNER CORP COM 156782104 2,690 37,429 SH   DFND 1 37,429 0 0
CERNER CORP COM 156782104 6,259 87,066 SH   DFND 1,2,3 0 87,066 0
CGI INC CL A SUB VTG 12532H104 44 532 SH   DFND 1.3 0 532 0
CGI INC CL A SUB VTG 12532H104 332 3,991 SH   DFND 1 3,991 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,701 12,480 SH   DFND 1.3 0 12,480 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 15,220 24,667 SH   DFND 1 24,667 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 275 2,452 SH   DFND 1.3 0 2,452 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,773 15,837 SH   DFND 1 15,837 0 0
CHEMED CORP NEW COM 16359R103 1,654 3,597 SH   DFND 1.3 0 3,597 0
CHENIERE ENERGY INC COM NEW 16411R208 3,195 44,369 SH   DFND 1.3 0 44,369 0
CHENIERE ENERGY INC COM NEW 16411R208 4,741 65,840 SH   DFND 1 65,840 0 0
CHEVRON CORP NEW COM 166764100 54,208 517,309 SH   DFND 1.3 0 517,309 0
CHEVRON CORP NEW COM 166764100 32,301 308,253 SH   DFND 1 305,240 0 3,013
CHEVRON CORP NEW COM 166764100 17,844 170,279 SH   DFND 1,2,3 0 170,279 0
CHEWY INC CL A 16679L109 3,363 39,700 SH   DFND 1.3 0 39,700 0
CHURCH & DWIGHT INC COM 171340102 6,074 69,525 SH   DFND 1.3 0 69,525 0
CHURCH & DWIGHT INC COM 171340102 2,671 30,575 SH   DFND 1 24,191 0 6,384
CI FINL CORP COM 125491100 25 1,705 SH   DFND 1 0 0 1,705
CIGNA CORP NEW COM 125523100 25,886 107,084 SH   DFND 1.3 0 107,084 0
CIGNA CORP NEW COM 125523100 11,290 46,704 SH   DFND 1 44,688 0 2,016
CIMAREX ENERGY CO COM 171798101 1,425 24,000 SH   DFND 1.3 0 24,000 0
CINCINNATI FINL CORP COM 172062101 721 6,991 SH   DFND 1.3 0 6,991 0
CINCINNATI FINL CORP COM 172062101 1,900 18,434 SH   DFND 1 18,434 0 0
CINTAS CORP COM 172908105 1,722 5,046 SH   DFND 1.3 0 5,046 0
CINTAS CORP COM 172908105 4,185 12,262 SH   DFND 1 12,262 0 0
CISCO SYS INC COM 17275R102 26,023 503,287 SH   DFND 1 484,384 2,000 16,903
CISCO SYS INC COM 17275R102 55,376 1,070,878 SH   DFND 1.3 0 1,070,878 0
CISCO SYS INC COM 17275R102 24,312 470,151 SH   DFND 1,2,3 0 470,151 0
CITIGROUP INC COM NEW 172967424 29,048 399,280 SH   DFND 1.3 0 399,280 0
CITIZENS FINANCIAL GROUP INC COM 174610105 1,247 28,253 SH   DFND 1.3 0 28,253 0
CITIZENS FINANCIAL GROUP INC COM 174610105 2,823 63,938 SH   DFND 1 63,938 0 0
CITRIX SYS INC COM 177376100 355 2,533 SH   DFND 1.3 0 2,533 0
CITRIX SYS INC COM 177376100 1,256 8,944 SH   DFND 1 8,944 0 0
CLOROX CO DEL COM 189054109 4,943 25,623 SH   DFND 1.3 0 25,623 0
CLOROX CO DEL COM 189054109 1,917 9,942 SH   DFND 1 6,958 0 2,984
CLOUDERA INC COM 18914U100 84 6,900 SH   DFND 1.3 0 6,900 0
CLOUDFLARE INC CL A COM 18915M107 4,391 62,500 SH   DFND 1.3 0 62,500 0
CME GROUP INC COM 12572Q105 4,109 20,119 SH   DFND 1.3 0 20,119 0
CME GROUP INC COM 12572Q105 9,018 44,161 SH   DFND 1 44,161 0 0
COCA COLA CO COM 191216100 17,104 324,500 SH   DFND 1.3 0 324,500 0
COGNEX CORP COM 192422103 332 4,006 SH   DFND 1.3 0 4,006 0
COGNEX CORP COM 192422103 2,089 25,182 SH   DFND 1 25,182 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,887 24,156 SH   DFND 1.3 0 24,156 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,323 68,134 SH   DFND 1 68,134 0 0
COHEN & STEERS INC COM 19247A100 1,431 21,900 SH   DFND 1.3 0 21,900 0
COLGATE PALMOLIVE CO COM 194162103 8,427 106,907 SH   DFND 1 105,724 500 683
COLGATE PALMOLIVE CO COM 194162103 26,226 332,683 SH   DFND 1.3 0 332,683 0
COLGATE PALMOLIVE CO COM 194162103 12,911 163,781 SH   DFND 1,2,3 0 163,781 0
COMCAST CORP NEW CL A 20030N101 63,084 1,165,869 SH   DFND 1 578,338 600 586,931
COMCAST CORP NEW CL A 20030N101 174,591 3,226,593 SH   DFND 1.3 0 3,226,593 0
COMMERCIAL METALS CO COM 201723103 634 20,548 SH   DFND 1.3 0 20,548 0
CONAGRA BRANDS INC COM 205887102 4,965 132,045 SH   DFND 1.3 0 132,045 0
CONAGRA BRANDS INC COM 205887102 3,068 81,598 SH   DFND 1 81,598 0 0
CONOCOPHILLIPS COM 20825C104 18,536 349,954 SH   DFND 1.3 0 349,954 0
CONOCOPHILLIPS COM 20825C104 14,345 270,798 SH   DFND 1,2,3 0 270,798 0
CONSOLIDATED EDISON INC COM 209115104 30 400 SH   DFND 1 0 400 0
CONSTELLATION BRANDS INC CL A 21036P108 16,662 73,081 SH   DFND 1.3 0 73,081 0
CONSTELLATION BRANDS INC CL A 21036P108 9,466 41,519 SH   DFND 1 29,864 0 11,655
COOPER COS INC COM NEW 216648402 1,376 3,582 SH   DFND 1.3 0 3,582 0
COOPER COS INC COM NEW 216648402 3,916 10,197 SH   DFND 1 10,197 0 0
COPART INC COM 217204106 10,887 100,229 SH   DFND 1.3 0 100,229 0
COPART INC COM 217204106 3,574 32,895 SH   DFND 1 32,463 0 432
CORESITE RLTY CORP COM 21870Q105 330 2,751 SH   DFND 1.3 0 2,751 0
CORNING INC COM 219350105 4,730 108,708 SH   DFND 1.3 0 108,708 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2,162 82,095 SH   DFND 1.3 0 82,095 0
COSTAR GROUP INC COM 22160N109 5,226 6,355 SH   DFND 1.3 0 6,355 0
COSTAR GROUP INC COM 22160N109 4,969 6,046 SH   DFND 1 5,331 0 715
COSTCO WHSL CORP NEW COM 22160K105 50,222 142,483 SH   DFND 1.3 0 142,483 0
COSTCO WHSL CORP NEW COM 22160K105 23,141 65,649 SH   DFND 1 62,267 0 3,382
COUPA SOFTWARE INC COM 22266L106 867 3,409 SH   DFND 1.3 0 3,409 0
COUPA SOFTWARE INC COM 22266L106 1,820 7,152 SH   DFND 1 7,152 0 0
COVETRUS INC COM 22304C100 1,478 49,300 SH   DFND 1.3 0 49,300 0
CROWDSTRIKE HLDGS INC CL A 22788C105 4,289 23,500 SH   DFND 1.3 0 23,500 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,952 22,961 SH   DFND 1.3 0 22,961 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,906 51,738 SH   DFND 1 51,738 0 0
CROWN HLDGS INC COM 228368106 535 5,513 SH   DFND 1.3 0 5,513 0
CROWN HLDGS INC COM 228368106 1,185 12,210 SH   DFND 1 0 0 12,210
CSX CORP COM 126408103 29,164 302,487 SH   DFND 1.3 0 302,487 0
CSX CORP COM 126408103 15,025 155,820 SH   DFND 1 130,102 0 25,718
CUBESMART COM 229663109 18,508 489,244 SH   DFND 1.3 0 489,244 0
CUMMINS INC COM 231021106 23,684 105,268 SH   DFND 1.3 0 105,268 0
CUMMINS INC COM 231021106 6,255 27,802 SH   DFND 1 24,194 0 3,608
CVS HEALTH CORP COM 126650100 5,190 68,995 SH   DFND 1.3 0 68,995 0
CVS HEALTH CORP COM 126650100 11,061 147,023 SH   DFND 1 147,023 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 20,121 18,608,000 PRN   DFND 1.3 0 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 2,271 2,100,000 PRN   DFND 1 0 0 0
D R HORTON INC COM 23331A109 9,019 101,199 SH   DFND 1.3 0 101,199 0
D R HORTON INC COM 23331A109 3,333 37,401 SH   DFND 1 37,401 0 0
DANA INC COM 235825205 225 9,251 SH   DFND 1.3 0 9,251 0
DANAHER CORPORATION COM 235851102 76,787 341,160 SH   DFND 1.3 0 341,160 0
DANAHER CORPORATION COM 235851102 22,593 100,380 SH   DFND 1 91,269 0 9,111
DARDEN RESTAURANTS INC COM 237194105 3,416 24,057 SH   DFND 1.3 0 24,057 0
DARDEN RESTAURANTS INC COM 237194105 1,763 12,416 SH   DFND 1 0 0 12,416
DARLING INGREDIENTS INC COM 237266101 1,207 16,400 SH   DFND 1.3 0 16,400 0
DATADOG INC CL A COM 23804L103 125 1,500 SH   DFND 1.3 0 1,500 0
DAVITA INC COM 23918K108 59 546 SH   DFND 1.3 0 546 0
DAVITA INC COM 23918K108 336 3,112 SH   DFND 1 3,112 0 0
DECKERS OUTDOOR CORP COM 243537107 3,875 11,729 SH   DFND 1.3 0 11,729 0
DEERE & CO COM 244199105 7,330 19,594 SH   DFND 1.3 0 19,594 0
DEERE & CO COM 244199105 14,783 39,511 SH   DFND 1 39,090 0 421
DELL TECHNOLOGIES INC CL C 24703L202 1,154 13,088 SH   DFND 1.3 0 13,088 0
DELL TECHNOLOGIES INC CL C 24703L202 2,196 24,921 SH   DFND 1 24,387 0 534
DELTA AIR LINES INC DEL COM NEW 247361702 1,629 33,735 SH   DFND 1.3 0 33,735 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,445 92,079 SH   DFND 1 92,079 0 0
DENTSPLY SIRONA INC COM 24906P109 1,231 19,288 SH   DFND 1.3 0 19,288 0
DENTSPLY SIRONA INC COM 24906P109 3,199 50,151 SH   DFND 1 50,151 0 0
DESCARTES SYS GROUP INC COM 249906108 29,029 476,600 SH   DFND 1.3 0 476,600 0
DEVON ENERGY CORP NEW COM 25179M103 7,574 346,600 SH   DFND 1.3 0 346,600 0
DEXCOM INC COM 252131107 6,556 18,239 SH   DFND 1.3 0 18,239 0
DEXCOM INC COM 252131107 5,497 15,295 SH   DFND 1 10,221 0 5,074
DIGITAL RLTY TR INC COM 253868103 5,244 37,239 SH   DFND 1.3 0 37,239 0
DIGITAL TURBINE INC COM NEW 25400W102 1,286 16,000 SH   DFND 1.3 0 16,000 0
DISCOVER FINL SVCS COM 254709108 2,124 22,356 SH   DFND 1.3 0 22,356 0
DISCOVER FINL SVCS COM 254709108 4,618 48,604 SH   DFND 1 48,604 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,123 30,991 SH   DFND 1.3 0 30,991 0
DISH NETWORK CORPORATION CL A 25470M109 2,059 56,897 SH   DFND 1 56,897 0 0
DISNEY WALT CO COM 254687106 41,522 225,032 SH   DFND 1 220,553 420 4,059
DISNEY WALT CO COM 254687106 50,971 276,235 SH   DFND 1.3 0 276,235 0
DOCUSIGN INC COM 256163106 2,289 11,306 SH   DFND 1.3 0 11,306 0
DOCUSIGN INC COM 256163106 3,870 19,119 SH   DFND 1 19,119 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 138 1,400 SH   DFND 1.3 0 1,400 0
DOLLAR GEN CORP NEW COM 256677105 770 3,800 SH   DFND 1.3 0 3,800 0
DOMINOS PIZZA INC COM 25754A201 3,068 8,342 SH   DFND 1.3 0 8,342 0
DOMINOS PIZZA INC COM 25754A201 1,681 4,569 SH   DFND 1 4,429 0 140
DORMAN PRODS INC COM 258278100 1,416 13,800 SH   DFND 1.3 0 13,800 0
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 279 26,800 SH   DFND 1,2,3 0 26,800 0
DOVER CORP COM 260003108 3,909 28,507 SH   DFND 1.3 0 28,507 0
DOVER CORP COM 260003108 4,557 33,226 SH   DFND 1 30,681 0 2,545
DOW INC COM 260557103 8,063 126,092 SH   DFND 1.3 0 126,092 0
DRAFTKINGS INC COM CL A 26142R104 104 1,700 SH   DFND 1.3 0 1,700 0
DROPBOX INC CL A 26210C104 3,725 139,725 SH   DFND 1.3 0 139,725 0
DROPBOX INC CL A 26210C104 597 22,359 SH   DFND 1 22,359 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,415 14,661 SH   DFND 1.3 0 14,661 0
DUKE REALTY CORP COM NEW 264411505 7,867 187,613 SH   DFND 1.3 0 187,613 0
DUPONT DE NEMOURS INC COM 26614N102 10,077 130,400 SH   DFND 1.3 0 130,400 0
EAGLE MATLS INC COM 26969P108 1,303 9,700 SH   DFND 1.3 0 9,700 0
EBAY INC. COM 278642103 2,485 40,566 SH   DFND 1.3 0 40,566 0
EBAY INC. COM 278642103 5,235 85,478 SH   DFND 1 85,478 0 0
ECOLAB INC COM 278865100 39,113 182,707 SH   DFND 1.3 0 182,707 0
ECOLAB INC COM 278865100 11,293 52,753 SH   DFND 1 52,195 0 558
EDISON INTL COM 281020107 3,714 63,385 SH   DFND 1.3 0 63,385 0
EDISON INTL COM 281020107 6,285 107,242 SH   DFND 1,2,3 0 107,242 0
EDWARDS LIFESCIENCES CORP COM 28176E108 28,576 341,645 SH   DFND 1.3 0 341,645 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,544 102,141 SH   DFND 1 93,934 0 8,207
ELANCO ANIMAL HEALTH INC COM 28414H103 764 25,941 SH   DFND 1.3 0 25,941 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,901 64,522 SH   DFND 1 64,522 0 0
ELDORADO GOLD CORP NEW COM 284902509 642 59,500 SH   DFND 1.3 0 59,500 0
ELECTRONIC ARTS INC COM 285512109 6,092 45,004 SH   DFND 1.3 0 45,004 0
ELECTRONIC ARTS INC COM 285512109 8,914 65,853 SH   DFND 1 65,853 0 0
EMCOR GROUP INC COM 29084Q100 1,733 15,450 SH   DFND 1.3 0 15,450 0
EMERSON ELEC CO COM 291011104 10,127 112,255 SH   DFND 1 107,958 1,000 3,297
EMERSON ELEC CO COM 291011104 42,590 472,075 SH   DFND 1.3 0 472,075 0
EMERSON ELEC CO COM 291011104 18,328 203,149 SH   DFND 1,2,3 0 203,149 0
ENPHASE ENERGY INC COM 29355A107 988 6,091 SH   DFND 1.3 0 6,091 0
ENPHASE ENERGY INC COM 29355A107 1,438 8,867 SH   DFND 1 8,867 0 0
ENTEGRIS INC COM 29362U104 506 4,525 SH   DFND 1.3 0 4,525 0
ENTEGRIS INC COM 29362U104 1,130 10,111 SH   DFND 1 0 0 10,111
ENTERGY CORP NEW COM 29364G103 3,587 36,061 SH   DFND 1.3 0 36,061 0
EOG RES INC COM 26875P101 6,005 82,797 SH   DFND 1.3 0 82,797 0
EPAM SYS INC COM 29414B104 11,433 28,825 SH   DFND 1.3 0 28,825 0
EPAM SYS INC COM 29414B104 2,884 7,267 SH   DFND 1 6,822 0 445
EQUINIX INC COM 29444U700 24,826 36,531 SH   DFND 1.3 0 36,531 0
EQUINIX INC COM 29444U700 9,385 13,810 SH   DFND 1 11,203 0 2,607
EQUINIX INC COM 29444U700 5,864 8,629 SH   DFND 1,2,3 0 8,629 0
EQUITABLE HLDGS INC COM 29452E101 1,615 49,511 SH   DFND 1.3 0 49,511 0
EQUITABLE HLDGS INC COM 29452E101 3,920 120,186 SH   DFND 1 120,186 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 114 14,000 SH   DFND 1.3 0 14,000 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 13,519 212,420 SH   DFND 1.3 0 212,420 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,969 68,014 SH   DFND 1.3 0 68,014 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,215 89,361 SH   DFND 1 89,361 0 0
ERIE INDTY CO CL A 29530P102 3,931 17,801 SH   DFND 1.3 0 17,801 0
ERIE INDTY CO CL A 29530P102 585 2,648 SH   DFND 1 2,358 0 290
ESSENT GROUP LTD COM G3198U102 1,168 24,600 SH   DFND 1.3 0 24,600 0
ESSENTIAL UTILS INC COM 29670G102 103 2,300 SH   DFND 1.3 0 2,300 0
ESSEX PPTY TR INC COM 297178105 6,687 24,596 SH   DFND 1.3 0 24,596 0
ETSY INC COM 29786A106 1,816 9,010 SH   DFND 1.3 0 9,010 0
ETSY INC COM 29786A106 1,081 5,362 SH   DFND 1 5,154 0 208
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 641 555,000 PRN   DFND 1.3 0 0 0
EURONET WORLDWIDE INC COM 298736109 157 1,133 SH   DFND 1.3 0 1,133 0
EVERBRIDGE INC COM 29978A104 109 900 SH   DFND 1.3 0 900 0
EVERCORE INC CLASS A 29977A105 1,639 12,441 SH   DFND 1.3 0 12,441 0
EVEREST RE GROUP LTD COM G3223R108 332 1,340 SH   DFND 1.3 0 1,340 0
EVEREST RE GROUP LTD COM G3223R108 992 4,000 SH   DFND 1 4,000 0 0
EVERGY INC COM 30034W106 7,248 121,770 SH   DFND 1.3 0 121,770 0
EVERSOURCE ENERGY COM 30040W108 100,817 1,164,292 SH   DFND 1.3 0 1,164,292 0
EVERSOURCE ENERGY COM 30040W108 37,896 437,650 SH   DFND 1 261,165 0 176,485
EVERSOURCE ENERGY COM 30040W108 6,363 73,487 SH   DFND 1,2,3 0 73,487 0
EXACT SCIENCES CORP COM 30063P105 1,596 12,110 SH   DFND 1.3 0 12,110 0
EXACT SCIENCES CORP COM 30063P105 3,267 24,794 SH   DFND 1 16,170 0 8,624
EXELIXIS INC COM 30161Q104 377 16,700 SH   DFND 1.3 0 16,700 0
EXELON CORP COM 30161N101 104 2,372 SH   DFND 1.3 0 2,372 0
EXP WORLD HLDGS INC COM 30212W100 278 6,096 SH   DFND 1.3 0 6,096 0
EXPEDIA GROUP INC COM NEW 30212P303 1,483 8,614 SH   DFND 1.3 0 8,614 0
EXPEDIA GROUP INC COM NEW 30212P303 4,992 29,005 SH   DFND 1 15,184 0 13,821
EXPEDITORS INTL WASH INC COM 302130109 1,957 18,165 SH   DFND 1.3 0 18,165 0
EXPEDITORS INTL WASH INC COM 302130109 3,421 31,759 SH   DFND 1 31,759 0 0
EXPONENT INC COM 30214U102 1,744 17,900 SH   DFND 1.3 0 17,900 0
EXTRA SPACE STORAGE INC COM 30225T102 6,796 51,269 SH   DFND 1.3 0 51,269 0
EXXON MOBIL CORP COM 30231G102 13,482 241,483 SH   DFND 1.3 0 241,483 0
F5 NETWORKS INC COM 315616102 4,758 22,803 SH   DFND 1.3 0 22,803 0
F5 NETWORKS INC COM 315616102 620 2,971 SH   DFND 1 2,971 0 0
FACEBOOK INC CL A 30303M102 19,258 65,380 SH   DFND 1.3 0 65,380 0
FACEBOOK INC CL A 30303M102 6,782 23,026 SH   DFND 1 0 0 23,026
FACTSET RESH SYS INC COM 303075105 233 754 SH   DFND 1.3 0 754 0
FACTSET RESH SYS INC COM 303075105 1,447 4,690 SH   DFND 1 4,690 0 0
FAIR ISAAC CORP COM 303250104 316 651 SH   DFND 1.3 0 651 0
FAIR ISAAC CORP COM 303250104 536 1,102 SH   DFND 1 1,102 0 0
FASTENAL CO COM 311900104 1,989 39,560 SH   DFND 1.3 0 39,560 0
FASTENAL CO COM 311900104 4,570 90,888 SH   DFND 1 90,888 0 0
FASTLY INC CL A 31188V100 989 14,700 SH   DFND 1.3 0 14,700 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 2,178 21,464 SH   DFND 1.3 0 21,464 0
FEDEX CORP COM 31428X106 4,311 15,178 SH   DFND 1.3 0 15,178 0
FEDEX CORP COM 31428X106 9,695 34,134 SH   DFND 1 34,134 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 980 24,102 SH   DFND 1.3 0 24,102 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,128 27,732 SH   DFND 1 27,732 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 4,338 30,854 SH   DFND 1.3 0 30,854 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,407 81,127 SH   DFND 1 81,127 0 0
FIFTH THIRD BANCORP COM 316773100 4,816 128,633 SH   DFND 1 126,298 1,100 1,235
FIFTH THIRD BANCORP COM 316773100 6,898 184,167 SH   DFND 1.3 0 184,167 0
FIRST AMERN FINL CORP COM 31847R102 4,288 75,699 SH   DFND 1.3 0 75,699 0
FIRST INDL RLTY TR INC COM 32054K103 306 6,670 SH   DFND 1.3 0 6,670 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,374 8,245 SH   DFND 1.3 0 8,245 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,303 13,816 SH   DFND 1 13,816 0 0
FIRST SOLAR INC COM 336433107 1,405 16,100 SH   DFND 1.3 0 16,100 0
FISERV INC COM 337738108 3,358 28,210 SH   DFND 1.3 0 28,210 0
FISERV INC COM 337738108 8,897 74,729 SH   DFND 1 74,729 0 0
FIVE BELOW INC COM 33829M101 328 1,719 SH   DFND 1.3 0 1,719 0
FIVE BELOW INC COM 33829M101 731 3,832 SH   DFND 1 0 0 3,832
FIVE9 INC COM 338307101 1,699 10,871 SH   DFND 1.3 0 10,871 0
FIVE9 INC COM 338307101 1,056 6,756 SH   DFND 1 0 0 6,756
FLEETCOR TECHNOLOGIES INC COM 339041105 118,504 441,143 SH   DFND 1.3 0 441,143 0
FLEETCOR TECHNOLOGIES INC COM 339041105 34,940 130,068 SH   DFND 1 8,529 0 121,539
FLOWERS FOODS INC COM 343498101 1,211 50,900 SH   DFND 1.3 0 50,900 0
FMC CORP COM NEW 302491303 3,466 31,323 SH   DFND 1.3 0 31,323 0
FMC CORP COM NEW 302491303 6,051 54,703 SH   DFND 1 54,703 0 0
FORD MTR CO DEL COM 345370860 8,671 707,776 SH   DFND 1.3 0 707,776 0
FORD MTR CO DEL COM 345370860 8,021 654,798 SH   DFND 1 650,239 0 4,559
FORTINET INC COM 34959E109 1,817 9,853 SH   DFND 1.3 0 9,853 0
FORTINET INC COM 34959E109 3,346 18,142 SH   DFND 1 18,142 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 873 858,000 PRN   DFND 1.3 0 0 0
FORTIVE CORP COM 34959J108 2,599 36,801 SH   DFND 1.3 0 36,801 0
FORTIVE CORP COM 34959J108 3,611 51,122 SH   DFND 1 48,373 0 2,749
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,765 18,418 SH   DFND 1.3 0 18,418 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,354 35,002 SH   DFND 1 35,002 0 0
FOX CORP CL A COM 35137L105 5,046 139,738 SH   DFND 1.3 0 139,738 0
FOX CORP CL B COM 35137L204 1,282 36,689 SH   DFND 1.3 0 36,689 0
FOX CORP CL A COM 35137L105 3,346 92,668 SH   DFND 1 92,668 0 0
FOX CORP CL B COM 35137L204 3,112 89,068 SH   DFND 1 89,068 0 0
FRANKLIN RESOURCES INC COM 354613101 593 20,015 SH   DFND 1.3 0 20,015 0
FRANKLIN RESOURCES INC COM 354613101 1,754 59,232 SH   DFND 1 59,232 0 0
FUTU HLDGS LTD SPON ADS CL A 36118L106 6,115 38,500 SH   DFND 1.3 0 38,500 0
GALLAGHER ARTHUR J & CO COM 363576109 4,537 36,372 SH   DFND 1.3 0 36,372 0
GALLAGHER ARTHUR J & CO COM 363576109 2,564 20,552 SH   DFND 1 20,552 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 13,018 306,792 SH   DFND 1.3 0 306,792 0
GAP INC COM 364760108 1,500 50,400 SH   DFND 1.3 0 50,400 0
GARTNER INC COM 366651107 534 2,923 SH   DFND 1.3 0 2,923 0
GARTNER INC COM 366651107 836 4,586 SH   DFND 1 4,123 0 463
GENERAC HLDGS INC COM 368736104 820 2,505 SH   DFND 1.3 0 2,505 0
GENERAL ELECTRIC CO COM 369604103 15,848 1,206,999 SH   DFND 1.3 0 1,206,999 0
GENERAL ELECTRIC CO COM 369604103 16,241 1,236,960 SH   DFND 1 1,210,545 0 26,415
GENERAL MLS INC COM 370334104 6,414 104,590 SH   DFND 1.3 0 104,590 0
GENERAL MLS INC COM 370334104 6,311 102,915 SH   DFND 1 102,915 0 0
GENTEX CORP COM 371901109 5,431 152,246 SH   DFND 1.3 0 152,246 0
GILDAN ACTIVEWEAR INC COM 375916103 1,159 37,802 SH   DFND 1.3 0 37,802 0
GILDAN ACTIVEWEAR INC COM 375916103 70 2,296 SH   DFND 1 0 0 2,296
GILEAD SCIENCES INC COM 375558103 10,030 155,198 SH   DFND 1 142,803 700 11,695
GILEAD SCIENCES INC COM 375558103 8,016 124,016 SH   DFND 1.3 0 124,016 0
GLOBAL PMTS INC COM 37940X102 3,513 17,423 SH   DFND 1.3 0 17,423 0
GLOBAL PMTS INC COM 37940X102 8,136 40,359 SH   DFND 1 39,944 0 415
GLOBE LIFE INC COM 37959E102 3,852 39,875 SH   DFND 1.3 0 39,875 0
GLOBE LIFE INC COM 37959E102 1,167 12,077 SH   DFND 1 12,077 0 0
GODADDY INC CL A 380237107 8,003 103,117 SH   DFND 1.3 0 103,117 0
GODADDY INC CL A 380237107 5,696 73,375 SH   DFND 1 73,375 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,158 9,655 SH   DFND 1.3 0 9,655 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,661 5,080 SH   DFND 1 5,080 0 0
GRAFTECH INTL LTD COM 384313508 2,402 196,428 SH   DFND 1.3 0 196,428 0
GRAINGER W W INC COM 384802104 2,585 6,448 SH   DFND 1 6,348 100 0
GRAINGER W W INC COM 384802104 4,603 11,482 SH   DFND 1.3 0 11,482 0
GRID DYNAMICS HLDGS INC CL A 39813G109 1,036 65,000 SH   DFND 1.3 0 65,000 0
GUARDANT HEALTH INC COM 40131M109 229 1,500 SH   DFND 1.3 0 1,500 0
GUIDEWIRE SOFTWARE INC COM 40171V100 154 1,512 SH   DFND 1.3 0 1,512 0
GUIDEWIRE SOFTWARE INC COM 40171V100 951 9,353 SH   DFND 1 9,353 0 0
HALLIBURTON CO COM 406216101 4,139 192,816 SH   DFND 1.3 0 192,816 0
HALLIBURTON CO COM 406216101 3,934 183,310 SH   DFND 1 180,129 0 3,181
HANOVER INS GROUP INC COM 410867105 155 1,200 SH   DFND 1.3 0 1,200 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,591 23,812 SH   DFND 1.3 0 23,812 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,979 44,610 SH   DFND 1 44,610 0 0
HASBRO INC COM 418056107 876 9,106 SH   DFND 1.3 0 9,106 0
HASBRO INC COM 418056107 1,577 16,398 SH   DFND 1 16,398 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 893 20,100 SH   DFND 1.3 0 20,100 0
HCA HEALTHCARE INC COM 40412C101 2,446 12,983 SH   DFND 1.3 0 12,983 0
HCA HEALTHCARE INC COM 40412C101 5,929 31,481 SH   DFND 1 31,481 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,936 178,975 SH   DFND 1.3 0 178,975 0
HEALTHPEAK PROPERTIES INC COM 42250P103 22,657 713,816 SH   DFND 1.3 0 713,816 0
HEALTHPEAK PROPERTIES INC COM 42250P103 4,564 143,789 SH   DFND 1 143,789 0 0
HEICO CORP NEW COM 422806109 226 1,800 SH   DFND 1.3 0 1,800 0
HELEN OF TROY LTD COM G4388N106 1,433 6,800 SH   DFND 1.3 0 6,800 0
HENRY JACK & ASSOC INC COM 426281101 133 877 SH   DFND 1.3 0 877 0
HENRY JACK & ASSOC INC COM 426281101 828 5,452 SH   DFND 1 5,452 0 0
HENRY SCHEIN INC COM 806407102 395 5,700 SH   DFND 1.3 0 5,700 0
HENRY SCHEIN INC COM 806407102 1,478 21,343 SH   DFND 1 21,343 0 0
HERSHEY CO COM 427866108 5,770 36,479 SH   DFND 1 34,147 200 2,132
HERSHEY CO COM 427866108 14,099 89,146 SH   DFND 1.3 0 89,146 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 589 37,411 SH   DFND 1.3 0 37,411 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,746 237,996 SH   DFND 1 237,996 0 0
HIGHWOODS PPTYS INC COM 431284108 8,061 187,712 SH   DFND 1.3 0 187,712 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 9,995 82,643 SH   DFND 1.3 0 82,643 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,154 34,351 SH   DFND 1 34,351 0 0
HOLLYFRONTIER CORP COM 436106108 1,142 31,900 SH   DFND 1.3 0 31,900 0
HOLOGIC INC COM 436440101 26,566 357,163 SH   DFND 1.3 0 357,163 0
HOLOGIC INC COM 436440101 2,754 37,016 SH   DFND 1 37,016 0 0
HOME DEPOT INC COM 437076102 62,266 203,985 SH   DFND 1.3 0 203,985 0
HOME DEPOT INC COM 437076102 37,617 123,230 SH   DFND 1 120,017 0 3,213
HONEYWELL INTL INC COM 438516106 7,770 35,799 SH   DFND 1.3 0 35,799 0
HOST HOTELS & RESORTS INC COM 44107P104 1,243 73,770 SH   DFND 1.3 0 73,770 0
HOST HOTELS & RESORTS INC COM 44107P104 2,182 129,551 SH   DFND 1 129,551 0 0
HOULIHAN LOKEY INC CL A 441593100 1,410 21,200 SH   DFND 1.3 0 21,200 0
HOWARD HUGHES CORP COM 44267D107 456 4,800 SH   DFND 1.3 0 4,800 0
HP INC COM 40434L105 5,125 161,447 SH   DFND 1 151,518 3,500 6,429
HP INC COM 40434L105 10,481 330,113 SH   DFND 1.3 0 330,113 0
HUBBELL INC COM 443510607 3,895 20,840 SH   DFND 1.3 0 20,840 0
HUBSPOT INC COM 443573100 1,124 2,472 SH   DFND 1.3 0 2,472 0
HUBSPOT INC COM 443573100 2,519 5,544 SH   DFND 1 5,544 0 0
HUMANA INC COM 444859102 3,897 9,293 SH   DFND 1.3 0 9,293 0
HUMANA INC COM 444859102 6,187 14,758 SH   DFND 1 14,488 0 270
HUNTINGTON BANCSHARES INC COM 446150104 498 31,664 SH   DFND 1.3 0 31,664 0
HUNTINGTON BANCSHARES INC COM 446150104 1,857 118,122 SH   DFND 1 118,122 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 185 900 SH   DFND 1.3 0 900 0
IAC INTERACTIVECORP NEW COM 44891N109 3,938 18,208 SH   DFND 1.3 0 18,208 0
IAC INTERACTIVECORP NEW COM 44891N109 5,609 25,934 SH   DFND 1 25,292 0 642
IDEX CORP COM 45167R104 39,814 190,205 SH   DFND 1.3 0 190,205 0
IDEX CORP COM 45167R104 2,578 12,318 SH   DFND 1 12,318 0 0
IDEXX LABS INC COM 45168D104 3,862 7,891 SH   DFND 1.3 0 7,891 0
IDEXX LABS INC COM 45168D104 6,160 12,590 SH   DFND 1 12,590 0 0
IHS MARKIT LTD SHS G47567105 4,515 46,656 SH   DFND 1.3 0 46,656 0
IHS MARKIT LTD SHS G47567105 8,032 82,992 SH   DFND 1 82,992 0 0
II-VI INC COM 902104108 977 14,300 SH   DFND 1.3 0 14,300 0
ILLINOIS TOOL WKS INC COM 452308109 10,111 45,646 SH   DFND 1.3 0 45,646 0
ILLINOIS TOOL WKS INC COM 452308109 10,609 47,892 SH   DFND 1 47,892 0 0
ILLUMINA INC NOTE 8/1 452327AK5 24,310 20,216,000 PRN   DFND 1.3 0 0 0
ILLUMINA INC NOTE 8/1 452327AK5 2,700 2,245,000 PRN   DFND 1 0 0 0
ILLUMINA INC COM 452327109 116,565 303,505 SH   DFND 1.3 0 303,505 0
ILLUMINA INC COM 452327109 39,477 102,791 SH   DFND 1 19,327 0 83,464
INARI MED INC COM 45332Y109 1,724 16,100 SH   DFND 1.3 0 16,100 0
INCYTE CORP COM 45337C102 20,279 249,517 SH   DFND 1.3 0 249,517 0
INCYTE CORP COM 45337C102 1,855 22,834 SH   DFND 1 20,743 0 2,091
INGERSOLL RAND INC COM 45687V106 2,364 48,069 SH   DFND 1 45,797 750 1,522
INGERSOLL RAND INC COM 45687V106 1,223 24,846 SH   DFND 1.3 0 24,846 0
INNOVATIVE INDL PPTYS INC COM 45781V101 15,846 87,949 SH   DFND 1.3 0 87,949 0
INSULET CORP COM 45784P101 1,287 4,937 SH   DFND 1.3 0 4,937 0
INSULET CORP COM 45784P101 2,057 7,883 SH   DFND 1 7,883 0 0
INTEL CORP COM 458140100 30,971 483,933 SH   DFND 1 481,833 2,100 0
INTEL CORP COM 458140100 23,466 366,642 SH   DFND 1.3 0 366,642 0
INTEL CORP COM 458140100 15,726 245,717 SH   DFND 1,2,3 0 245,717 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,308 17,900 SH   DFND 1.3 0 17,900 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,217 37,764 SH   DFND 1.3 0 37,764 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,654 77,500 SH   DFND 1 77,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,219 31,660 SH   DFND 1.3 0 31,660 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,599 102,046 SH   DFND 1 102,046 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,763 12,629 SH   DFND 1.3 0 12,629 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,765 41,292 SH   DFND 1 41,292 0 0
INTERNATIONAL PAPER CO COM 460146103 1,597 29,545 SH   DFND 1.3 0 29,545 0
INTERNATIONAL PAPER CO COM 460146103 4,717 87,243 SH   DFND 1 87,243 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,411 151,060 SH   DFND 1 148,060 3,000 0
INTERPUBLIC GROUP COS INC COM 460690100 3,451 118,187 SH   DFND 1.3 0 118,187 0
INTUIT COM 461202103 61,351 160,160 SH   DFND 1 34,570 125 125,465
INTUIT COM 461202103 260,366 679,708 SH   DFND 1.3 0 679,708 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,976 17,558 SH   DFND 1.3 0 17,558 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,271 19,312 SH   DFND 1 18,827 0 485
INVESCO LTD SHS G491BT108 2,644 104,802 SH   DFND 1.3 0 104,802 0
INVESCO LTD SHS G491BT108 2,278 90,303 SH   DFND 1 90,303 0 0
INVITATION HOMES INC COM 46187W107 24,326 760,450 SH   DFND 1.3 0 760,450 0
IONIS PHARMACEUTICALS INC COM 462222100 84 1,860 SH   DFND 1.3 0 1,860 0
IONIS PHARMACEUTICALS INC COM 462222100 551 12,258 SH   DFND 1 12,258 0 0
IQIYI INC SPONSORED ADS 46267X108 734 44,200 SH   DFND 1.3 0 44,200 0
IQVIA HLDGS INC COM 46266C105 2,321 12,017 SH   DFND 1.3 0 12,017 0
IQVIA HLDGS INC COM 46266C105 6,393 33,101 SH   DFND 1 33,101 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,472 10,600 SH   DFND 1.3 0 10,600 0
IRON MTN INC NEW COM 46284V101 1,124 30,366 SH   DFND 1.3 0 30,366 0
ISHARES TR NASDAQ BIOTECH 464287556 1,417 9,411 SH   DFND 3 0 0 9,411
JD.COM INC SPON ADR CL A 47215P106 34,541 409,600 SH   DFND 1.3 0 409,600 0
JEFFERIES FINL GROUP INC COM 47233W109 1,240 42,000 SH   DFND 1.3 0 42,000 0
JOHNSON & JOHNSON COM 478160104 74,891 455,687 SH   DFND 1.3 0 455,687 0
JOHNSON & JOHNSON COM 478160104 23,883 145,318 SH   DFND 1,2,3 0 145,318 0
JPMORGAN CHASE & CO COM 46625H100 55,633 365,454 SH   DFND 1 360,012 600 4,842
JPMORGAN CHASE & CO COM 46625H100 64,435 423,270 SH   DFND 1.3 0 423,270 0
JPMORGAN CHASE & CO COM 46625H100 13,539 88,941 SH   DFND 1,2,3 0 88,941 0
KADANT INC COM 48282T104 9,256 50,028 SH   DFND 1.3 0 50,028 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,977 11,284 SH   DFND 1.3 0 11,284 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,998 18,939 SH   DFND 1 18,939 0 0
KELLOGG CO COM 487836108 3,384 53,465 SH   DFND 1 53,165 300 0
KELLOGG CO COM 487836108 549 8,675 SH   DFND 1.3 0 8,675 0
KEURIG DR PEPPER INC COM 49271V100 1,009 29,367 SH   DFND 1.3 0 29,367 0
KEURIG DR PEPPER INC COM 49271V100 6,672 194,111 SH   DFND 1 194,111 0 0
KEYCORP COM 493267108 835 41,786 SH   DFND 1.3 0 41,786 0
KEYCORP COM 493267108 2,414 120,796 SH   DFND 1 120,796 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 31 219 SH   DFND 1.3 0 219 0
KIMBERLY-CLARK CORP COM 494368103 9,555 68,712 SH   DFND 1.3 0 68,712 0
KIMBERLY-CLARK CORP COM 494368103 6,995 50,305 SH   DFND 1,2,3 0 50,305 0
KIMCO RLTY CORP COM 49446R109 559 29,800 SH   DFND 1.3 0 29,800 0
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 598 15,200 SH   DFND 1,2,3 0 15,200 0
KINROSS GOLD CORP COM 496902404 2,801 420,000 SH   DFND 2 0 0 420,000
KIRKLAND LAKE GOLD LTD COM 49741E100 2,850 84,336 SH   DFND 1.3 0 84,336 0
KLA CORP COM NEW 482480100 5,514 16,691 SH   DFND 1.3 0 16,691 0
KLA CORP COM NEW 482480100 8,724 26,404 SH   DFND 1 24,704 0 1,700
KONTOOR BRANDS INC COM 50050N103 437 8,987 SH   DFND 1.3 0 8,987 0
KROGER CO COM 501044101 3,880 107,819 SH   DFND 1 104,811 800 2,208
KROGER CO COM 501044101 7,267 201,915 SH   DFND 1.3 0 201,915 0
L3HARRIS TECHNOLOGIES INC COM 502431109 4,858 23,971 SH   DFND 1.3 0 23,971 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,118 4,386 SH   DFND 1.3 0 4,386 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,120 12,234 SH   DFND 1 12,234 0 0
LAM RESEARCH CORP COM 512807108 13,514 22,704 SH   DFND 1.3 0 22,704 0
LAM RESEARCH CORP COM 512807108 15,360 25,804 SH   DFND 1 22,836 0 2,968
LAMAR ADVERTISING CO NEW CL A 512816109 469 4,995 SH   DFND 1.3 0 4,995 0
LAMB WESTON HLDGS INC COM 513272104 411 5,300 SH   DFND 1.3 0 5,300 0
LANCASTER COLONY CORP COM 513847103 1,368 7,800 SH   DFND 1.3 0 7,800 0
LANDSTAR SYS INC COM 515098101 710 4,300 SH   DFND 1.3 0 4,300 0
LAS VEGAS SANDS CORP COM 517834107 9,008 148,248 SH   DFND 1.3 0 148,248 0
LAS VEGAS SANDS CORP COM 517834107 16,570 272,711 SH   DFND 1,2,3 0 272,711 0
LAUDER ESTEE COS INC CL A 518439104 149,606 514,370 SH   DFND 1.3 0 514,370 0
LAUDER ESTEE COS INC CL A 518439104 63,605 218,684 SH   DFND 1 33,303 0 185,381
LEAR CORP COM NEW 521865204 2,872 15,847 SH   DFND 1.3 0 15,847 0
LEAR CORP COM NEW 521865204 1,836 10,129 SH   DFND 1 10,129 0 0
LENNAR CORP CL A 526057104 5,814 57,431 SH   DFND 1.3 0 57,431 0
LENNAR CORP CL A 526057104 3,605 35,615 SH   DFND 1 30,515 0 5,100
LENNOX INTL INC COM 526107107 1,211 3,887 SH   DFND 1.3 0 3,887 0
LENNOX INTL INC COM 526107107 317 1,020 SH   DFND 1 1,020 0 0
LHC GROUP INC COM 50187A107 1,511 7,900 SH   DFND 1.3 0 7,900 0
LIBERTY BROADBAND CORP COM SER A 530307107 936 6,444 SH   DFND 1.3 0 6,444 0
LIBERTY BROADBAND CORP COM SER C 530307305 5,315 35,395 SH   DFND 1.3 0 35,395 0
LIBERTY BROADBAND CORP COM SER A 530307107 405 2,788 SH   DFND 1 2,788 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,149 20,974 SH   DFND 1 20,974 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 2,175 50,374 SH   DFND 1.3 0 50,374 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 29 674 SH   DFND 1.3 0 674 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3,484 80,708 SH   DFND 1 80,708 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 57 1,324 SH   DFND 1 1,324 0 0
LIFE STORAGE INC COM 53223X107 10,997 127,935 SH   DFND 1.3 0 127,935 0
LILLY ELI & CO COM 532457108 23,669 126,699 SH   DFND 1.3 0 126,699 0
LILLY ELI & CO COM 532457108 23,733 127,041 SH   DFND 1 105,871 0 21,170
LINCOLN NATL CORP IND COM 534187109 1,431 22,972 SH   DFND 1.3 0 22,972 0
LINCOLN NATL CORP IND COM 534187109 2,362 37,949 SH   DFND 1 37,949 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 12,088 142,803 SH   DFND 1.3 0 142,803 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,543 30,047 SH   DFND 1 27,397 0 2,650
LIVEPERSON INC COM 538146101 1,123 21,300 SH   DFND 1.3 0 21,300 0
LIVERAMP HLDGS INC COM 53815P108 1,012 19,500 SH   DFND 1.3 0 19,500 0
LKQ CORP COM 501889208 1,152 27,219 SH   DFND 1.3 0 27,219 0
LKQ CORP COM 501889208 1,436 33,929 SH   DFND 1 33,929 0 0
LOEWS CORP COM 540424108 199 3,879 SH   DFND 1.3 0 3,879 0
LOEWS CORP COM 540424108 1,232 24,026 SH   DFND 1 24,026 0 0
LOUISIANA PAC CORP COM 546347105 406 7,316 SH   DFND 1.3 0 7,316 0
LOWES COS INC COM 548661107 16,012 84,198 SH   DFND 1 83,798 400 0
LOWES COS INC COM 548661107 8,017 42,157 SH   DFND 1.3 0 42,157 0
LPL FINL HLDGS INC COM 50212V100 1,759 12,374 SH   DFND 1.3 0 12,374 0
LULULEMON ATHLETICA INC COM 550021109 9,648 31,452 SH   DFND 1.3 0 31,452 0
LULULEMON ATHLETICA INC COM 550021109 5,638 18,382 SH   DFND 1 15,936 0 2,446
LUMEN TECHNOLOGIES INC COM 550241103 767 57,500 SH   DFND 1.3 0 57,500 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 39,955 34,393,000 PRN   DFND 1.3 0 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4,624 3,980,000 PRN   DFND 1 0 0 0
M & T BK CORP COM 55261F104 1,572 10,374 SH   DFND 1 10,174 200 0
M & T BK CORP COM 55261F104 3,410 22,495 SH   DFND 1.3 0 22,495 0
M D C HLDGS INC COM 552676108 135 2,268 SH   DFND 1.3 0 2,268 0
MACK CALI RLTY CORP COM 554489104 5,285 341,400 SH   DFND 1.3 0 341,400 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 54 300 SH   DFND 1.3 0 300 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 104 2,400 SH   DFND 1.3 0 2,400 0
MAGNA INTL INC COM 559222401 1,097 12,459 SH   DFND 1.3 0 12,459 0
MANULIFE FINL CORP COM 56501R106 12,022 490,531 SH   DFND 1.3 0 490,531 0
MANULIFE FINL CORP COM 56501R106 5,438 252,917 SH   DFND 1 243,751 0 9,166
MARATHON PETE CORP COM 56585A102 14,014 261,999 SH   DFND 1.3 0 261,999 0
MARATHON PETE CORP COM 56585A102 9,819 183,571 SH   DFND 1 178,495 0 5,076
MARKEL CORP COM 570535104 1,132 993 SH   DFND 1.3 0 993 0
MARKEL CORP COM 570535104 2,306 2,023 SH   DFND 1 2,023 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,884 3,784 SH   DFND 1.3 0 3,784 0
MARKETAXESS HLDGS INC COM 57060D108 2,547 5,116 SH   DFND 1 4,961 0 155
MARRIOTT INTL INC NEW CL A 571903202 4,156 28,057 SH   DFND 1.3 0 28,057 0
MARRIOTT INTL INC NEW CL A 571903202 8,003 54,031 SH   DFND 1 52,987 0 1,044
MARSH & MCLENNAN COS INC COM 571748102 22,716 186,517 SH   DFND 1.3 0 186,517 0
MARSH & MCLENNAN COS INC COM 571748102 9,310 76,437 SH   DFND 1 76,437 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,227 83,963 SH   DFND 1,2,3 0 83,963 0
MARTIN MARIETTA MATLS INC COM 573284106 6,581 19,597 SH   DFND 1.3 0 19,597 0
MARTIN MARIETTA MATLS INC COM 573284106 8,163 24,307 SH   DFND 1,2,3 0 24,307 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,699 75,519 SH   DFND 1.3 0 75,519 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,475 152,623 SH   DFND 1 125,154 0 27,469
MASCO CORP COM 574599106 7,859 131,206 SH   DFND 1.3 0 131,206 0
MASCO CORP COM 574599106 1,697 28,318 SH   DFND 1 28,318 0 0
MASIMO CORP COM 574795100 455 1,983 SH   DFND 1.3 0 1,983 0
MASTERCARD INCORPORATED CL A 57636Q104 167,247 469,730 SH   DFND 1.3 0 469,730 0
MASTERCARD INCORPORATED CL A 57636Q104 18,553 52,108 SH   DFND 1 0 0 52,108
MATCH GROUP INC NEW COM 57667L107 116,804 850,224 SH   DFND 1.3 0 850,224 0
MATCH GROUP INC NEW COM 57667L107 40,743 296,563 SH   DFND 1 68,482 0 228,081
MAXIM INTEGRATED PRODS INC COM 57772K101 6,225 68,124 SH   DFND 1 64,700 400 3,024
MAXIM INTEGRATED PRODS INC COM 57772K101 9,700 106,160 SH   DFND 1.3 0 106,160 0
MCCORMICK & CO INC COM NON VTG 579780206 63,627 713,628 SH   DFND 1.3 0 713,628 0
MCCORMICK & CO INC COM NON VTG 579780206 34,896 391,393 SH   DFND 1 23,569 0 367,824
MCDONALDS CORP COM 580135101 22,643 101,020 SH   DFND 1 99,144 200 1,676
MCDONALDS CORP COM 580135101 23,174 103,392 SH   DFND 1.3 0 103,392 0
MCDONALDS CORP COM 580135101 8,782 39,182 SH   DFND 1,2,3 0 39,182 0
MEDALLIA INC COM 584021109 1,057 37,900 SH   DFND 1.3 0 37,900 0
MEDPACE HLDGS INC COM 58506Q109 459 2,800 SH   DFND 1.3 0 2,800 0
MERCADOLIBRE INC COM 58733R102 1,620 1,101 SH   DFND 1.3 0 1,101 0
MERCADOLIBRE INC COM 58733R102 7,845 5,329 SH   DFND 1 5,329 0 0
MERCK & CO. INC COM 58933Y105 25,048 324,914 SH   DFND 1 319,171 850 4,893
MERCK & CO. INC COM 58933Y105 80,606 1,045,631 SH   DFND 1.3 0 1,045,631 0
MERCK & CO. INC COM 58933Y105 11,298 146,559 SH   DFND 1,2,3 0 146,559 0
MERCURY GENL CORP NEW COM 589400100 736 12,100 SH   DFND 1.3 0 12,100 0
METLIFE INC COM 59156R108 9,557 157,219 SH   DFND 1 141,794 700 14,725
METLIFE INC COM 59156R108 6,352 104,496 SH   DFND 1.3 0 104,496 0
METTLER TOLEDO INTERNATIONAL COM 592688105 21,746 18,817 SH   DFND 1.3 0 18,817 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,806 4,159 SH   DFND 1 3,659 0 500
MGE ENERGY INC COM 55277P104 129 1,800 SH   DFND 1.3 0 1,800 0
MGIC INVT CORP WIS COM 552848103 1,607 116,000 SH   DFND 1.3 0 116,000 0
MICRON TECHNOLOGY INC COM 595112103 917 10,400 SH   DFND 1.3 0 10,400 0
MICROSOFT CORP COM 594918104 237,154 1,059,008 SH   DFND 1 720,076 750 338,182
MICROSOFT CORP COM 594918104 693,242 3,095,665 SH   DFND 1.3 0 3,095,665 0
MICROSOFT CORP COM 594918104 51,924 231,865 SH   DFND 1,2,3 0 231,865 0
MID-AMER APT CMNTYS INC COM 59522J103 9,618 66,620 SH   DFND 1.3 0 66,620 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 986 118,200 SH   DFND 1,2,3 0 118,200 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 188 22,523 SH   DFND 1.3 0 22,523 0
MOLINA HEALTHCARE INC COM 60855R100 1,210 5,174 SH   DFND 1.3 0 5,174 0
MONDELEZ INTL INC CL A 609207105 40,151 686,004 SH   DFND 1.3 0 686,004 0
MONDELEZ INTL INC CL A 609207105 16,896 288,666 SH   DFND 1 284,847 0 3,819
MONGODB INC CL A 60937P106 3,692 13,805 SH   DFND 1.3 0 13,805 0
MONGODB INC CL A 60937P106 4,055 15,161 SH   DFND 1 14,992 0 169
MONOLITHIC PWR SYS INC COM 609839105 1,643 4,651 SH   DFND 1.3 0 4,651 0
MONOLITHIC PWR SYS INC COM 609839105 1,121 3,174 SH   DFND 1 0 0 3,174
MONSTER BEVERAGE CORP NEW COM 61174X109 10,759 118,120 SH   DFND 1.3 0 118,120 0
MONSTER BEVERAGE CORP NEW COM 61174X109 8,952 98,266 SH   DFND 1 95,237 0 3,029
MOODYS CORP COM 615369105 160,621 537,896 SH   DFND 1.3 0 537,896 0
MOODYS CORP COM 615369105 42,933 143,776 SH   DFND 1 26,780 0 116,996
MORGAN STANLEY COM NEW 617446448 17,699 227,903 SH   DFND 1 220,331 300 7,272
MORGAN STANLEY COM NEW 617446448 19,091 245,834 SH   DFND 1.3 0 245,834 0
MORNINGSTAR INC COM 617700109 1,167 5,185 SH   DFND 1.3 0 5,185 0
MOSAIC CO NEW COM 61945C103 1,888 59,722 SH   DFND 1.3 0 59,722 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,861 36,487 SH   DFND 1.3 0 36,487 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,814 14,964 SH   DFND 1 14,964 0 0
MSCI INC COM 55354G100 6,550 15,624 SH   DFND 1.3 0 15,624 0
MSCI INC COM 55354G100 5,815 13,868 SH   DFND 1 10,693 0 3,175
NASDAQ INC COM 631103108 145,987 990,021 SH   DFND 1.3 0 990,021 0
NASDAQ INC COM 631103108 37,930 257,218 SH   DFND 1 18,204 0 239,014
NATIONAL BEVERAGE CORP COM 635017106 122 2,500 SH   DFND 1.3 0 2,500 0
NATIONAL HEALTH INVS INC COM 63633D104 6,382 88,312 SH   DFND 1.3 0 88,312 0
NETAPP INC COM 64110D104 2,581 35,510 SH   DFND 1.3 0 35,510 0
NETAPP INC COM 64110D104 2,459 33,841 SH   DFND 1 31,351 0 2,490
NETEASE INC SPONSORED ADS 64110W102 8,746 84,700 SH   DFND 1.3 0 84,700 0
NETEASE INC SPONSORED ADS 64110W102 5,060 49,000 SH   DFND 1,2,3 0 49,000 0
NETFLIX INC COM 64110L106 120,956 231,869 SH   DFND 1.3 0 231,869 0
NETFLIX INC COM 64110L106 53,386 102,339 SH   DFND 1 47,095 0 55,244
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,560 88,042 SH   DFND 1.3 0 88,042 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 946 9,720 SH   DFND 1 9,720 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 8,203 480,000 SH   DFND 1.3 0 480,000 0
NEWELL BRANDS INC COM 651229106 1,710 63,862 SH   DFND 1 62,362 1,500 0
NEWELL BRANDS INC COM 651229106 2,384 89,055 SH   DFND 1.3 0 89,055 0
NEWMONT CORP COM 651639106 90 1,500 SH   DFND 1.3 0 1,500 0
NEWS CORP NEW CL A 65249B109 3,222 126,701 SH   DFND 1.3 0 126,701 0
NEWS CORP NEW CL A 65249B109 5,398 212,256 SH   DFND 1 212,256 0 0
NEXTERA ENERGY INC COM 65339F101 10,455 138,282 SH   DFND 1.3 0 138,282 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 912 12,500 SH   DFND 1.3 0 12,500 0
NIKE INC CL B 654106103 20,517 154,396 SH   DFND 1.3 0 154,396 0
NIKE INC CL B 654106103 20,850 156,890 SH   DFND 1 149,061 0 7,829
NIO INC SPON ADS 62914V106 2,678 68,700 SH   DFND 1,2,3 0 68,700 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,204 27,100 SH   DFND 1.3 0 27,100 0
NORDSON CORP COM 655663102 85,890 432,302 SH   DFND 1.3 0 432,302 0
NORDSON CORP COM 655663102 3,504 17,637 SH   DFND 1 13,589 0 4,048
NORFOLK SOUTHN CORP COM 655844108 11,462 42,678 SH   DFND 1.3 0 42,678 0
NORFOLK SOUTHN CORP COM 655844108 12,210 45,470 SH   DFND 1 44,046 0 1,424
NORTHERN TR CORP COM 665859104 174,529 1,660,448 SH   DFND 1.3 0 1,660,448 0
NORTHERN TR CORP COM 665859104 36,663 348,804 SH   DFND 1 28,820 0 319,984
NORTHERN TR CORP COM 665859104 11,249 107,023 SH   DFND 1,2,3 0 107,023 0
NORTHWESTERN CORP COM NEW 668074305 899 13,783 SH   DFND 1.3 0 13,783 0
NORTONLIFELOCK INC COM 668771108 5,023 236,251 SH   DFND 1.3 0 236,251 0
NORTONLIFELOCK INC COM 668771108 1,003 47,172 SH   DFND 1 47,172 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 43,964 37,703,000 PRN   DFND 1.3 0 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,991 4,280,000 PRN   DFND 1 0 0 0
NUTANIX INC CL A 67059N108 1,301 49,000 SH   DFND 1.3 0 49,000 0
NUTRIEN LTD COM 67077M108 9,875 183,236 SH   DFND 1.3 0 183,236 0
NUTRIEN LTD COM 67077M108 16,415 304,601 SH   DFND 1,2,3 0 304,601 0
NVIDIA CORPORATION COM 67066G104 18,793 35,198 SH   DFND 1.3 0 35,198 0
NVIDIA CORPORATION COM 67066G104 36,751 68,833 SH   DFND 1 67,928 0 905
NVR INC COM 62944T105 2,741 582 SH   DFND 1.3 0 582 0
NVR INC COM 62944T105 1,131 240 SH   DFND 1 240 0 0
OCCIDENTAL PETE CORP COM 674599105 1,847 69,400 SH   DFND 1.3 0 69,400 0
OGE ENERGY CORP COM 670837103 858 26,500 SH   DFND 1.3 0 26,500 0
OKTA INC CL A 679295105 3,827 17,360 SH   DFND 1.3 0 17,360 0
OKTA INC CL A 679295105 7,359 33,385 SH   DFND 1 33,385 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,054 12,704 SH   DFND 1.3 0 12,704 0
OLD REP INTL CORP COM 680223104 101 4,647 SH   DFND 1.3 0 4,647 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 96 1,100 SH   DFND 1.3 0 1,100 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,508 41,200 SH   DFND 1.3 0 41,200 0
OMNICOM GROUP INC COM 681919106 1,483 19,996 SH   DFND 1.3 0 19,996 0
OMNICOM GROUP INC COM 681919106 4,022 54,236 SH   DFND 1 54,236 0 0
ON SEMICONDUCTOR CORP COM 682189105 2,436 58,536 SH   DFND 1.3 0 58,536 0
ON SEMICONDUCTOR CORP COM 682189105 4,700 112,943 SH   DFND 1 112,943 0 0
ONE GAS INC COM 68235P108 5,499 71,493 SH   DFND 1.3 0 71,493 0
ONEOK INC NEW COM 682680103 4,228 83,462 SH   DFND 1.3 0 83,462 0
ONEOK INC NEW COM 682680103 6,191 122,221 SH   DFND 1 118,296 0 3,925
OPTION CARE HEALTH INC COM NEW 68404L201 1,534 86,500 SH   DFND 1.3 0 86,500 0
ORACLE CORP COM 68389X105 13,055 186,044 SH   DFND 1.3 0 186,044 0
ORACLE CORP COM 68389X105 17,075 243,347 SH   DFND 1 243,347 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,330 10,509 SH   DFND 1.3 0 10,509 0
OREILLY AUTOMOTIVE INC COM 67103H107 1,791 3,531 SH   DFND 1 0 0 3,531
OTIS WORLDWIDE CORP COM 68902V107 3,639 53,170 SH   DFND 1 52,420 750 0
OTIS WORLDWIDE CORP COM 68902V107 7,735 112,990 SH   DFND 1.3 0 112,990 0
OWENS CORNING NEW COM 690742101 721 7,831 SH   DFND 1.3 0 7,831 0
OWENS CORNING NEW COM 690742101 1,495 16,224 SH   DFND 1 16,224 0 0
PACCAR INC COM 693718108 3,443 37,060 SH   DFND 1.3 0 37,060 0
PACCAR INC COM 693718108 4,837 52,057 SH   DFND 1 52,057 0 0
PACKAGING CORP AMER COM 695156109 2,917 21,694 SH   DFND 1 21,344 350 0
PACKAGING CORP AMER COM 695156109 4,548 33,823 SH   DFND 1.3 0 33,823 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 34,978 755,450 SH   DFND 1.3 0 755,450 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 35,366 26,732,000 PRN   DFND 1.3 0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,870 2,925,000 PRN   DFND 1 0 0 0
PALO ALTO NETWORKS INC COM 697435105 1,574 4,886 SH   DFND 1.3 0 4,886 0
PALO ALTO NETWORKS INC COM 697435105 3,617 11,230 SH   DFND 1 11,230 0 0
PARKER-HANNIFIN CORP COM 701094104 19,193 60,848 SH   DFND 1.3 0 60,848 0
PARKER-HANNIFIN CORP COM 701094104 16,920 53,643 SH   DFND 1 50,236 0 3,407
PARSONS CORPORATION COM 70202L102 144 4,000 SH   DFND 1.3 0 4,000 0
PAYCHEX INC COM 704326107 6,259 63,850 SH   DFND 1.3 0 63,850 0
PAYCHEX INC COM 704326107 2,305 23,525 SH   DFND 1 23,525 0 0
PAYCOM SOFTWARE INC COM 70432V102 44,465 120,159 SH   DFND 1.3 0 120,159 0
PAYCOM SOFTWARE INC COM 70432V102 4,698 12,697 SH   DFND 1 7,819 0 4,878
PAYPAL HLDGS INC COM 70450Y103 59,900 246,668 SH   DFND 1.3 0 246,668 0
PAYPAL HLDGS INC COM 70450Y103 33,101 136,304 SH   DFND 1 119,961 0 16,343
PEMBINA PIPELINE CORP COM 706327103 2,990 103,673 SH   DFND 1.3 0 103,673 0
PEMBINA PIPELINE CORP COM 706327103 3,691 127,973 SH   DFND 1 127,973 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 144 1,800 SH   DFND 1.3 0 1,800 0
PENUMBRA INC COM 70975L107 135 500 SH   DFND 1.3 0 500 0
PEPSICO INC COM 713448108 8,023 54,472 SH   DFND 1 47,725 300 6,447
PEPSICO INC COM 713448108 54,290 405,651 SH   DFND 1.3 0 405,651 0
PERKINELMER INC COM 714046109 1,285 10,014 SH   DFND 1.3 0 10,014 0
PERKINELMER INC COM 714046109 2,459 19,169 SH   DFND 1 19,169 0 0
PFIZER INC COM 717081103 24,770 683,700 SH   DFND 1 675,975 2,000 5,725
PFIZER INC COM 717081103 16,626 458,931 SH   DFND 1.3 0 458,931 0
PHILLIPS 66 COM 718546104 226 2,773 SH   DFND 1.3 0 2,773 0
PHYSICIANS RLTY TR COM 71943U104 428 24,200 SH   DFND 1.3 0 24,200 0
PINDUODUO INC SPONSORED ADS 722304102 11,821 88,300 SH   DFND 1.3 0 88,300 0
PINDUODUO INC SPONSORED ADS 722304102 80 600 SH   DFND 1,2,3 0 600 0
PINTEREST INC CL A 72352L106 22,168 330,174 SH   DFND 1.3 0 330,174 0
PINTEREST INC CL A 72352L106 8,180 121,826 SH   DFND 1 113,981 0 7,845
PIONEER NAT RES CO COM 723787107 6,322 39,801 SH   DFND 1.3 0 39,801 0
PNC FINL SVCS GROUP INC COM 693475105 22,950 130,828 SH   DFND 1.3 0 130,828 0
PNC FINL SVCS GROUP INC COM 693475105 11,964 68,209 SH   DFND 1 68,209 0 0
PNM RES INC COM 69349H107 937 19,100 SH   DFND 1.3 0 19,100 0
POOL CORP COM 73278L105 6,174 17,883 SH   DFND 1.3 0 17,883 0
POOL CORP COM 73278L105 1,586 4,595 SH   DFND 1 4,595 0 0
POWER INTEGRATIONS INC COM 739276103 1,091 13,400 SH   DFND 1.3 0 13,400 0
PPD INC COM 69355F102 4,464 118,000 SH   DFND 1.3 0 118,000 0
PPG INDS INC COM 693506107 15 100 SH   DFND 1 0 100 0
PPG INDS INC COM 693506107 3,982 26,500 SH   DFND 1.3 0 26,500 0
PRA HEALTH SCIENCES INC COM 69354M108 163,632 1,067,179 SH   DFND 1.3 0 1,067,179 0
PRA HEALTH SCIENCES INC COM 69354M108 1,371 8,941 SH   DFND 1 0 0 8,941
PRICE T ROWE GROUP INC COM 74144T108 7,123 41,507 SH   DFND 1.3 0 41,507 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,018 864,000 PRN   DFND 1.3 0 0 0
PRIMERICA INC COM 74164M108 1,585 10,725 SH   DFND 1.3 0 10,725 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 949 15,824 SH   DFND 1.3 0 15,824 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,557 42,643 SH   DFND 1 42,643 0 0
PROCTER AND GAMBLE CO COM 742718109 39,086 288,603 SH   DFND 1 284,070 400 4,133
PROCTER AND GAMBLE CO COM 742718109 46,428 410,552 SH   DFND 1.3 0 410,552 0
PROCTER AND GAMBLE CO COM 742718109 18,456 136,274 SH   DFND 1,2,3 0 136,274 0
PROGRESSIVE CORP COM 743315103 29,099 304,342 SH   DFND 1.3 0 304,342 0
PROGRESSIVE CORP COM 743315103 8,504 88,930 SH   DFND 1 70,855 0 18,075
PROGYNY INC COM 74340E103 1,856 41,700 SH   DFND 1.3 0 41,700 0
PROLOGIS INC. COM 74340W103 51,321 484,155 SH   DFND 1.3 0 484,155 0
PROLOGIS INC. COM 74340W103 11,535 108,825 SH   DFND 1 107,598 0 1,227
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 39,013 35,969,000 PRN   DFND 1.3 0 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 4,364 4,100,000 PRN   DFND 1 0 0 0
PROOFPOINT INC COM 743424103 1,127 8,961 SH   DFND 1.3 0 8,961 0
PRUDENTIAL FINL INC COM 744320102 3,789 41,573 SH   DFND 1.3 0 41,573 0
PRUDENTIAL FINL INC COM 744320102 7,930 87,042 SH   DFND 1 87,042 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,452 15,863 SH   DFND 1.3 0 15,863 0
PTC INC COM 69370C100 1,622 11,780 SH   DFND 1.3 0 11,780 0
PTC INC COM 69370C100 1,281 9,315 SH   DFND 1 8,968 0 347
PUBLIC STORAGE COM 74460D109 2,572 10,424 SH   DFND 1.3 0 10,424 0
PUBLIC STORAGE COM 74460D109 6,854 27,775 SH   DFND 1 27,775 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,108 18,387 SH   DFND 1.3 0 18,387 0
PULTE GROUP INC COM 745867101 2,235 42,619 SH   DFND 1.3 0 42,619 0
PULTE GROUP INC COM 745867101 814 15,527 SH   DFND 1 11,530 0 3,997
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 329 297,000 PRN   DFND 1.3 0 0 0
Q2 HLDGS INC COM 74736L109 1,262 12,600 SH   DFND 1.3 0 12,600 0
QORVO INC COM 74736K101 2,109 11,541 SH   DFND 1.3 0 11,541 0
QORVO INC COM 74736K101 5,071 27,751 SH   DFND 1 27,751 0 0
QUAKER CHEM CORP COM 747316107 122 500 SH   DFND 1.3 0 500 0
QUALCOMM INC COM 747525103 7,637 77,496 SH   DFND 1.3 0 77,496 0
QUALCOMM INC COM 747525103 1,746 13,170 SH   DFND 1 0 0 13,170
QUALCOMM INC COM 747525103 5,476 41,304 SH   DFND 1,2,3 0 41,304 0
QUALYS INC COM 74758T303 115 1,100 SH   DFND 1.3 0 1,100 0
QUANTA SVCS INC COM 74762E102 243 2,759 SH   DFND 1.3 0 2,759 0
QUANTA SVCS INC COM 74762E102 521 5,927 SH   DFND 1 0 0 5,927
QUEST DIAGNOSTICS INC COM 74834L100 7,817 60,906 SH   DFND 1.3 0 60,906 0
QUEST DIAGNOSTICS INC COM 74834L100 1,885 14,684 SH   DFND 1 14,684 0 0
QUEST DIAGNOSTICS INC COM 74834L100 8,860 69,030 SH   DFND 1,2,3 0 69,030 0
QUIDEL CORP COM 74838J101 3,314 25,900 SH   DFND 1.3 0 25,900 0
RADIAN GROUP INC COM 750236101 1,479 63,600 SH   DFND 1.3 0 63,600 0
RALPH LAUREN CORP CL A 751212101 99 800 SH   DFND 1.3 0 800 0
RAPID7 INC COM 753422104 1,231 16,500 SH   DFND 1.3 0 16,500 0
RAYMOND JAMES FINL INC COM 754730109 805 6,570 SH   DFND 1.3 0 6,570 0
RAYMOND JAMES FINL INC COM 754730109 1,722 14,059 SH   DFND 1 14,059 0 0
REALTY INCOME CORP COM 756109104 16,578 261,103 SH   DFND 1.3 0 261,103 0
REALTY INCOME CORP COM 756109104 5,114 80,531 SH   DFND 1 80,531 0 0
REGAL BELOIT CORP COM 758750103 4,873 34,152 SH   DFND 1.3 0 34,152 0
REGENCY CTRS CORP COM 758849103 722 12,729 SH   DFND 1.3 0 12,729 0
REGENCY CTRS CORP COM 758849103 2,653 46,782 SH   DFND 1 46,782 0 0
REGENERON PHARMACEUTICALS COM 75886F107 24,994 52,827 SH   DFND 1.3 0 52,827 0
REGENERON PHARMACEUTICALS COM 75886F107 5,263 11,121 SH   DFND 1 10,998 0 123
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,973 143,897 SH   DFND 1.3 0 143,897 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,510 121,522 SH   DFND 1 107,089 0 14,433
REINSURANCE GRP OF AMERICA I COM NEW 759351604 6,474 51,365 SH   DFND 1.3 0 51,365 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 575 4,558 SH   DFND 1 4,558 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 6,883 54,603 SH   DFND 1,2,3 0 54,603 0
RENAISSANCERE HLDGS LTD COM G7496G103 186 1,163 SH   DFND 1.3 0 1,163 0
RENAISSANCERE HLDGS LTD COM G7496G103 330 2,059 SH   DFND 1 2,059 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 759 11,500 SH   DFND 1.3 0 11,500 0
REPUBLIC SVCS INC COM 760759100 4,439 44,675 SH   DFND 1.3 0 44,675 0
REPUBLIC SVCS INC COM 760759100 3,187 32,077 SH   DFND 1 32,077 0 0
RESMED INC COM 761152107 2,575 13,277 SH   DFND 1.3 0 13,277 0
RESMED INC COM 761152107 4,394 22,648 SH   DFND 1 21,922 0 726
RESTAURANT BRANDS INTL INC COM 76131D103 414 6,362 SH   DFND 1.3 0 6,362 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,614 40,208 SH   DFND 1 40,208 0 0
REXFORD INDL RLTY INC COM 76169C100 765 15,174 SH   DFND 1.3 0 15,174 0
RH COM 74967X103 1,761 2,952 SH   DFND 1.3 0 2,952 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 30,394 27,662,000 PRN   DFND 1.3 0 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,406 3,100,000 PRN   DFND 1 0 0 0
RINGCENTRAL INC CL A 76680R206 1,950 6,544 SH   DFND 1.3 0 6,544 0
RINGCENTRAL INC CL A 76680R206 3,524 11,828 SH   DFND 1 9,043 0 2,785
RITCHIE BROS AUCTIONEERS COM 767744105 398 6,800 SH   DFND 1.3 0 6,800 0
ROBERT HALF INTL INC COM 770323103 499 6,389 SH   DFND 1.3 0 6,389 0
ROBERT HALF INTL INC COM 770323103 1,063 13,613 SH   DFND 1 13,613 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,320 12,511 SH   DFND 1.3 0 12,511 0
ROCKWELL AUTOMATION INC COM 773903109 6,480 24,414 SH   DFND 1 24,414 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,907 41,390 SH   DFND 1.3 0 41,390 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,389 73,509 SH   DFND 1 73,509 0 0
ROKU INC COM CL A 77543R102 17,616 54,078 SH   DFND 1.3 0 54,078 0
ROKU INC COM CL A 77543R102 3,943 12,106 SH   DFND 1 10,574 0 1,532
ROLLINS INC COM 775711104 1,594 46,331 SH   DFND 1.3 0 46,331 0
ROLLINS INC COM 775711104 1,027 29,858 SH   DFND 1 29,858 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,001 22,315 SH   DFND 1.3 0 22,315 0
ROPER TECHNOLOGIES INC COM 776696106 8,370 20,753 SH   DFND 1 20,753 0 0
ROSS STORES INC COM 778296103 19,195 156,713 SH   DFND 1.3 0 156,713 0
ROSS STORES INC COM 778296103 7,915 64,619 SH   DFND 1 41,823 0 22,796
ROYAL BK CDA COM 780087102 9,546 103,522 SH   DFND 1.3 0 103,522 0
ROYAL BK CDA COM 780087102 19,961 216,467 SH   DFND 1 210,267 0 6,200
ROYAL CARIBBEAN GROUP COM V7780T103 1,738 20,290 SH   DFND 1.3 0 20,290 0
ROYAL CARIBBEAN GROUP COM V7780T103 3,794 44,314 SH   DFND 1 44,314 0 0
ROYAL GOLD INC COM 780287108 2,856 26,538 SH   DFND 1.3 0 26,538 0
RPM INTL INC COM 749685103 2,359 25,686 SH   DFND 1.3 0 25,686 0
RPM INTL INC COM 749685103 4,263 46,406 SH   DFND 1 46,406 0 0
RYDER SYS INC COM 783549108 1,179 15,573 SH   DFND 1.3 0 15,573 0
S&P GLOBAL INC COM 78409V104 161,300 457,113 SH   DFND 1.3 0 457,113 0
S&P GLOBAL INC COM 78409V104 34,936 98,999 SH   DFND 1 33,370 0 65,629
SABRE CORP COM 78573M104 1,300 87,800 SH   DFND 1.3 0 87,800 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 1,519 30,000 SH   DFND 1.3 0 30,000 0
SALESFORCE COM INC COM 79466L302 9,586 45,247 SH   DFND 1.3 0 45,247 0
SALESFORCE COM INC COM 79466L302 21,641 102,144 SH   DFND 1 102,144 0 0
SANDERSON FARMS INC COM 800013104 78 500 SH   DFND 1.3 0 500 0
SAREPTA THERAPEUTICS INC COM 803607100 491 6,591 SH   DFND 1.3 0 6,591 0
SAREPTA THERAPEUTICS INC COM 803607100 605 8,130 SH   DFND 1 8,130 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 18,005 64,873 SH   DFND 1.3 0 64,873 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,737 6,258 SH   DFND 1 0 0 6,258
SCHLUMBERGER LTD COM 806857108 17,471 642,575 SH   DFND 1.3 0 642,575 0
SCHLUMBERGER LTD COM 806857108 14,188 521,798 SH   DFND 1 521,798 0 0
SCHLUMBERGER LTD COM 806857108 8,907 327,574 SH   DFND 1,2,3 0 327,574 0
SCHRODINGER INC COM 80810D103 1,892 24,800 SH   DFND 1.3 0 24,800 0
SCHWAB CHARLES CORP COM 808513105 6,069 93,115 SH   DFND 1.3 0 93,115 0
SCHWAB CHARLES CORP COM 808513105 9,601 147,295 SH   DFND 1 147,295 0 0
SEA LTD SPONSORD ADS 81141R100 5,358 24,000 SH   DFND 1.3 0 24,000 0
SEABOARD CORP DEL COM 811543107 1,404 448 SH   DFND 1.3 0 448 0
SEAGEN INC COM 81181C104 2,460 17,713 SH   DFND 1.3 0 17,713 0
SEAGEN INC COM 81181C104 65 470 SH   DFND 1 0 0 470
SEALED AIR CORP NEW COM 81211K100 14 300 SH   DFND 1 0 300 0
SEALED AIR CORP NEW COM 81211K100 275 6,000 SH   DFND 1.3 0 6,000 0
SEI INVTS CO COM 784117103 228 3,748 SH   DFND 1.3 0 3,748 0
SEI INVTS CO COM 784117103 1,460 23,949 SH   DFND 1 23,949 0 0
SEMPRA ENERGY COM 816851109 10,357 78,118 SH   DFND 1.3 0 78,118 0
SEMPRA ENERGY COM 816851109 15,681 118,275 SH   DFND 1 116,770 0 1,505
SERVICE CORP INTL COM 817565104 2,023 39,631 SH   DFND 1.3 0 39,631 0
SERVICENOW INC COM 81762P102 24,653 49,295 SH   DFND 1.3 0 49,295 0
SERVICENOW INC COM 81762P102 15,811 31,613 SH   DFND 1 24,856 0 6,757
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,452 131,631 SH   DFND 1.3 0 131,631 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,078 231,773 SH   DFND 1 231,773 0 0
SHERWIN WILLIAMS CO COM 824348106 1,734 7,045 SH   DFND 1.3 0 7,045 0
SHERWIN WILLIAMS CO COM 824348106 3,682 14,970 SH   DFND 1 14,970 0 0
SHOCKWAVE MED INC COM 82489T104 1,694 13,000 SH   DFND 1.3 0 13,000 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 15,682 13,700,000 PRN   DFND 1.3 0 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,660 1,450,000 PRN   DFND 1 0 0 0
SHOPIFY INC CL A 82509L107 14,679 13,266 SH   DFND 1.3 0 13,266 0
SHOPIFY INC CL A 82509L107 17,732 16,026 SH   DFND 1 15,852 0 174
SIMON PPTY GROUP INC NEW COM 828806109 9,538 83,836 SH   DFND 1.3 0 83,836 0
SIMON PPTY GROUP INC NEW COM 828806109 2,361 20,755 SH   DFND 1 20,755 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 2,648 434,795 SH   DFND 1.3 0 434,795 0
SIRIUS XM HOLDINGS INC COM 82968B103 3,159 518,640 SH   DFND 1 518,640 0 0
SKECHERS U S A INC CL A 830566105 1,005 24,100 SH   DFND 1.3 0 24,100 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,560 35,749 SH   DFND 1.3 0 35,749 0
SLM CORP COM 78442P106 1,727 96,100 SH   DFND 1.3 0 96,100 0
SMARTSHEET INC COM CL A 83200N103 89 1,400 SH   DFND 1.3 0 1,400 0
SMITH A O CORP COM 831865209 158 2,342 SH   DFND 1.3 0 2,342 0
SMITH A O CORP COM 831865209 955 14,120 SH   DFND 1 14,120 0 0
SMUCKER J M CO COM NEW 832696405 1,446 11,431 SH   DFND 1.3 0 11,431 0
SMUCKER J M CO COM NEW 832696405 3,193 25,234 SH   DFND 1 25,234 0 0
SNAP INC CL A 83304A106 26,815 512,811 SH   DFND 1.3 0 512,811 0
SNAP INC CL A 83304A106 11,236 214,892 SH   DFND 1 173,947 0 40,945
SNAP ON INC COM 833034101 1,687 7,312 SH   DFND 1 6,898 200 214
SNAP ON INC COM 833034101 8,221 35,632 SH   DFND 1.3 0 35,632 0
SNOWFLAKE INC CL A 833445109 3,096 13,500 SH   DFND 1.3 0 13,500 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 151,707 527,789 SH   DFND 1.3 0 527,789 21,198
SOLAREDGE TECHNOLOGIES INC COM 83417M104 11,902 41,405 SH   DFND 1 0 0 41,405
SONOCO PRODS CO COM 835495102 2,580 40,752 SH   DFND 1.3 0 40,752 0
SOUTHERN CO COM 842587107 5,558 89,396 SH   DFND 1.3 0 89,396 0
SOUTHWEST AIRLS CO COM 844741108 3,442 56,374 SH   DFND 1.3 0 56,374 0
SOUTHWEST AIRLS CO COM 844741108 4,529 74,159 SH   DFND 1 69,405 0 4,754
SPIRE INC COM 84857L101 8,224 111,299 SH   DFND 1.3 0 111,299 0
SPIRE INC COM 84857L101 6,026 81,550 SH   DFND 1,2,3 0 81,550 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 12,199 287,012 SH   DFND 1.3 0 287,012 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 26,379 22,500,000 PRN   DFND 1.3 0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 922 800,000 PRN   DFND 1.3 0 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 3,048 2,600,000 PRN   DFND 1 0 0 0
SPLUNK INC COM 848637104 1,479 10,919 SH   DFND 1.3 0 10,919 0
SPLUNK INC COM 848637104 2,881 21,264 SH   DFND 1 21,264 0 0
SQUARE INC CL A 852234103 5,888 25,929 SH   DFND 1.3 0 25,929 0
SQUARE INC CL A 852234103 10,571 46,552 SH   DFND 1 46,132 0 420
STAAR SURGICAL CO COM PAR $0.01 852312305 1,065 10,100 SH   DFND 1.3 0 10,100 0
STANLEY BLACK & DECKER INC COM 854502101 3,550 17,785 SH   DFND 1.3 0 17,785 0
STANLEY BLACK & DECKER INC COM 854502101 5,801 29,050 SH   DFND 1 28,044 0 1,006
STARBUCKS CORP COM 855244109 17,612 161,181 SH   DFND 1 160,931 250 0
STARBUCKS CORP COM 855244109 8,092 74,051 SH   DFND 1.3 0 74,051 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 27,990 26,755,000 PRN   DFND 1.3 0 0 0
STARWOOD PPTY TR INC COM 85571B105 40 1,600 SH   DFND 1.3 0 1,600 0
STATE STR CORP COM 857477103 1,999 23,796 SH   DFND 1.3 0 23,796 0
STATE STR CORP COM 857477103 4,580 54,530 SH   DFND 1 54,530 0 0
STIFEL FINL CORP COM 860630102 566 8,839 SH   DFND 1.3 0 8,839 0
STITCH FIX INC COM CL A 860897107 837 16,900 SH   DFND 1.3 0 16,900 0
STRYKER CORPORATION COM 863667101 1,941 7,967 SH   DFND 1.3 0 7,967 0
STRYKER CORPORATION COM 863667101 7,735 31,754 SH   DFND 1 31,754 0 0
SUN LIFE FINANCIAL INC. COM 866796105 3,310 65,481 SH   DFND 1.3 0 65,481 0
SUN LIFE FINANCIAL INC. COM 866796105 2,635 52,140 SH   DFND 1 44,925 0 7,215
SUNNOVA ENERGY INTL INC. COM 86745K104 1,119 27,400 SH   DFND 1.3 0 27,400 0
SVB FINANCIAL GROUP COM 78486Q101 4,397 8,908 SH   DFND 1.3 0 8,908 0
SVB FINANCIAL GROUP COM 78486Q101 1,818 3,683 SH   DFND 1 3,683 0 0
SYNAPTICS INC COM 87157D109 1,639 12,100 SH   DFND 1.3 0 12,100 0
SYNCHRONY FINANCIAL COM 87165B103 2,819 69,345 SH   DFND 1.3 0 69,345 0
SYNCHRONY FINANCIAL COM 87165B103 4,317 106,176 SH   DFND 1 106,176 0 0
SYNEOS HEALTH INC CL A 87166B102 258 3,400 SH   DFND 1.3 0 3,400 0
SYNNEX CORP COM 87162W100 1,986 24,353 SH   DFND 1.3 0 24,353 0
SYNOPSYS INC COM 871607107 2,464 9,948 SH   DFND 1.3 0 9,948 0
SYNOPSYS INC COM 871607107 5,447 21,983 SH   DFND 1 21,983 0 0
SYSCO CORP COM 871829107 9,010 114,436 SH   DFND 1.3 0 114,436 0
SYSCO CORP COM 871829107 5,789 73,519 SH   DFND 1 70,450 0 3,069
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,695 43,546 SH   DFND 1.3 0 43,546 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,535 42,641 SH   DFND 1 32,750 0 9,891
TAL EDUCATION GROUP SPONSORED ADS 874080104 5,923 110,000 SH   DFND 1.3 0 110,000 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 145 2,700 SH   DFND 1,2,3 0 2,700 0
TANDEM DIABETES CARE INC COM NEW 875372203 200 2,267 SH   DFND 1.3 0 2,267 0
TANDEM DIABETES CARE INC COM NEW 875372203 445 5,045 SH   DFND 1 0 0 5,045
TARGA RES CORP COM 87612G101 3,686 116,100 SH   DFND 1.3 0 116,100 0
TARGET CORP COM 87612E106 7,536 38,050 SH   DFND 1.3 0 38,050 0
TARGET CORP COM 87612E106 11,281 56,954 SH   DFND 1 55,605 0 1,349
TELEDYNE TECHNOLOGIES INC COM 879360105 2,192 5,300 SH   DFND 1.3 0 5,300 0
TELEFLEX INCORPORATED COM 879369106 1,142 2,749 SH   DFND 1.3 0 2,749 0
TELEFLEX INCORPORATED COM 879369106 3,530 8,499 SH   DFND 1 8,499 0 0
TELUS CORPORATION COM 87971M103 2,459 123,371 SH   DFND 1.3 0 123,371 0
TELUS CORPORATION COM 87971M103 3,120 156,549 SH   DFND 1 154,985 0 1,564
TENET HEALTHCARE CORP COM NEW 88033G407 322 6,200 SH   DFND 1.3 0 6,200 0
TERADYNE INC COM 880770102 12,436 102,220 SH   DFND 1.3 0 102,220 0
TERADYNE INC COM 880770102 2,009 16,513 SH   DFND 1 15,395 0 1,118
TESLA INC COM 88160R101 49,842 74,620 SH   DFND 1.3 0 74,620 0
TESLA INC COM 88160R101 51,831 77,598 SH   DFND 1 75,584 0 2,014
TEXAS INSTRS INC COM 882508104 36,561 193,455 SH   DFND 1.3 0 193,455 0
TEXAS INSTRS INC COM 882508104 28,684 151,777 SH   DFND 1 142,368 0 9,409
TEXAS ROADHOUSE INC COM 882681109 67 700 SH   DFND 1.3 0 700 0
THE TRADE DESK INC COM CL A 88339J105 282 433 SH   DFND 1.3 0 433 0
THE TRADE DESK INC COM CL A 88339J105 1,478 2,268 SH   DFND 1 2,268 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 212,696 466,047 SH   DFND 1.3 0 466,047 0
THERMO FISHER SCIENTIFIC INC COM 883556102 64,205 140,682 SH   DFND 1 50,614 0 90,068
THOMSON REUTERS CORP. COM NEW 884903709 1,886 21,546 SH   DFND 1.3 0 21,546 0
THOMSON REUTERS CORP. COM NEW 884903709 3,252 37,136 SH   DFND 1 36,382 0 754
TJX COS INC NEW COM 872540109 6,671 100,859 SH   DFND 1.3 0 100,859 0
TJX COS INC NEW COM 872540109 9,982 150,896 SH   DFND 1 149,383 0 1,513
T-MOBILE US INC COM 872590104 13,983 111,601 SH   DFND 1.3 0 111,601 0
T-MOBILE US INC COM 872590104 10,570 84,361 SH   DFND 1 76,614 0 7,747
TORO CO COM 891092108 1,321 12,800 SH   DFND 1.3 0 12,800 0
TORONTO DOMINION BK ONT COM NEW 891160509 21,328 327,069 SH   DFND 1.3 0 327,069 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,845 227,655 SH   DFND 1 216,019 0 11,636
TRACTOR SUPPLY CO COM 892356106 2,355 13,300 SH   DFND 1 13,000 300 0
TRACTOR SUPPLY CO COM 892356106 5,833 32,944 SH   DFND 1.3 0 32,944 0
TRADEWEB MKTS INC CL A 892672106 799 10,800 SH   DFND 1.3 0 10,800 0
TRANSUNION COM 89400J107 24,949 277,200 SH   DFND 1.3 0 277,200 0
TRANSUNION COM 89400J107 2,686 29,847 SH   DFND 1 29,847 0 0
TRAVEL PLUS LEISURE CO COM 894164102 1,272 20,800 SH   DFND 1.3 0 20,800 0
TRAVELERS COMPANIES INC COM 89417E109 6,169 41,017 SH   DFND 1 40,817 200 0
TRAVELERS COMPANIES INC COM 89417E109 2,685 17,853 SH   DFND 1.3 0 17,853 0
TRIMBLE INC COM 896239100 346 4,446 SH   DFND 1.3 0 4,446 0
TRIMBLE INC COM 896239100 1,465 18,830 SH   DFND 1 18,830 0 0
TRIP COM GROUP LTD ADS 89677Q107 12,166 307,000 SH   DFND 1.3 0 307,000 0
TRIP COM GROUP LTD ADS 89677Q107 4,082 103,000 SH   DFND 1,2,3 0 103,000 0
TRIPADVISOR INC COM 896945201 1,485 27,600 SH   DFND 1.3 0 27,600 0
TRUIST FINL CORP COM 89832Q109 6,239 106,965 SH   DFND 1.3 0 106,965 0
TRUIST FINL CORP COM 89832Q109 4,011 68,770 SH   DFND 1 68,770 0 0
TWILIO INC CL A 90138F102 7,259 21,302 SH   DFND 1.3 0 21,302 0
TWILIO INC CL A 90138F102 11,489 33,715 SH   DFND 1 27,651 0 6,064
TWITTER INC COM 90184L102 6,234 97,966 SH   DFND 1.3 0 97,966 0
TWITTER INC COM 90184L102 11,478 180,398 SH   DFND 1 173,098 0 7,300
TYLER TECHNOLOGIES INC COM 902252105 5,979 14,086 SH   DFND 1.3 0 14,086 0
TYLER TECHNOLOGIES INC COM 902252105 1,308 3,081 SH   DFND 1 3,081 0 0
TYSON FOODS INC CL A 902494103 3,113 41,900 SH   DFND 1.3 0 41,900 0
UGI CORP NEW COM 902681105 6,492 158,323 SH   DFND 1.3 0 158,323 0
UGI CORP NEW COM 902681105 11,380 277,483 SH   DFND 1 277,483 0 0
ULTA BEAUTY INC COM 90384S303 192,987 624,208 SH   DFND 1.3 0 624,208 0
ULTA BEAUTY INC COM 90384S303 44,522 144,004 SH   DFND 1 0 0 144,004
UNION PAC CORP COM 907818108 15,027 68,177 SH   DFND 1.3 0 68,177 0
UNION PAC CORP COM 907818108 21,896 99,339 SH   DFND 1 96,939 0 2,400
UNITED PARCEL SERVICE INC CL B 911312106 17,510 103,004 SH   DFND 1.3 0 103,004 0
UNITED PARCEL SERVICE INC CL B 911312106 14,207 83,577 SH   DFND 1 83,577 0 0
UNITED PARCEL SERVICE INC CL B 911312106 11,345 66,742 SH   DFND 1,2,3 0 66,742 0
UNITED RENTALS INC COM 911363109 3,545 10,764 SH   DFND 1 10,514 250 0
UNITED RENTALS INC COM 911363109 2,181 6,620 SH   DFND 1.3 0 6,620 0
UNITEDHEALTH GROUP INC COM 91324P102 359,604 966,496 SH   DFND 1.3 0 966,496 0
UNITEDHEALTH GROUP INC COM 91324P102 93,027 250,028 SH   DFND 1 101,375 0 148,653
US BANCORP DEL COM NEW 902973304 13,229 239,164 SH   DFND 1 230,483 800 7,881
US BANCORP DEL COM NEW 902973304 21,016 379,958 SH   DFND 1.3 0 379,958 0
V F CORP COM 918204108 1,636 20,465 SH   DFND 1.3 0 20,465 0
V F CORP COM 918204108 4,025 50,364 SH   DFND 1 50,364 0 0
VAIL RESORTS INC COM 91879Q109 1,569 5,380 SH   DFND 1.3 0 5,380 0
VAIL RESORTS INC COM 91879Q109 1,786 6,123 SH   DFND 1 6,123 0 0
VALERO ENERGY CORP COM 91913Y100 9,796 136,826 SH   DFND 1.3 0 136,826 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 2,304 26,271 SH   DFND 3 0 0 26,271
VARIAN MED SYS INC COM 92220P105 878 4,973 SH   DFND 1.3 0 4,973 0
VARIAN MED SYS INC COM 92220P105 2,621 14,849 SH   DFND 1 14,849 0 0
VEEVA SYS INC CL A COM 922475108 131,575 503,665 SH   DFND 1.3 0 503,665 0
VEEVA SYS INC CL A COM 922475108 15,607 59,744 SH   DFND 1 0 0 59,744
VENTAS INC COM 92276F100 32,042 600,736 SH   DFND 1.3 0 600,736 0
VENTAS INC COM 92276F100 3,751 70,306 SH   DFND 1 64,194 0 6,112
VEREIT INC COM 92339V308 10,990 284,563 SH   DFND 1.3 0 284,563 0
VEREIT INC COM 92339V308 2,487 64,407 SH   DFND 1 64,407 0 0
VERISIGN INC COM 92343E102 9,767 49,134 SH   DFND 1.3 0 49,134 0
VERISIGN INC COM 92343E102 8,553 43,030 SH   DFND 1 43,030 0 0
VERISK ANALYTICS INC COM 92345Y106 47,220 267,247 SH   DFND 1.3 0 267,247 0
VERISK ANALYTICS INC COM 92345Y106 5,327 30,142 SH   DFND 1 28,600 0 1,542
VERIZON COMMUNICATIONS INC COM 92343V104 31,274 537,839 SH   DFND 1 515,475 1,500 20,864
VERIZON COMMUNICATIONS INC COM 92343V104 60,635 1,042,754 SH   DFND 1.3 0 1,042,754 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,648 35,592 SH   DFND 1 35,023 100 469
VERTEX PHARMACEUTICALS INC COM 92532F100 17,019 79,195 SH   DFND 1.3 0 79,195 0
VERTIV HOLDINGS CO COM CL A 92537N108 110 5,500 SH   DFND 1.3 0 5,500 0
VIACOMCBS INC CL B 92556H206 2,207 48,941 SH   DFND 1.3 0 48,941 0
VIACOMCBS INC CL B 92556H206 3,188 70,690 SH   DFND 1 70,690 0 0
VIATRIS INC COM 92556V106 1,072 76,763 SH   DFND 1 76,515 248 0
VIATRIS INC COM 92556V106 409 29,254 SH   DFND 1.3 0 29,254 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31,667 24,210,000 PRN   DFND 1.3 0 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3,924 3,000,000 PRN   DFND 1 0 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 3,795 127,100 SH   DFND 1.3 0 127,100 0
VIRTU FINL INC CL A 928254101 146 4,700 SH   DFND 1.3 0 4,700 0
VISA INC COM CL A 92826C839 277,439 1,310,346 SH   DFND 1.3 0 1,310,346 0
VISA INC COM CL A 92826C839 89,425 422,358 SH   DFND 1 190,903 0 231,455
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 772 707,000 PRN   DFND 1.3 0 0 0
VISTRA CORP COM 92840M102 3,439 194,529 SH   DFND 1.3 0 194,529 0
VMWARE INC CL A COM 928563402 916 6,087 SH   DFND 1.3 0 6,087 0
VMWARE INC CL A COM 928563402 2,133 14,177 SH   DFND 1 14,177 0 0
VONAGE HLDGS CORP COM 92886T201 1,276 107,900 SH   DFND 1.3 0 107,900 0
VORNADO RLTY TR SH BEN INT 929042109 2,415 53,220 SH   DFND 1.3 0 53,220 0
VORNADO RLTY TR SH BEN INT 929042109 2,415 53,199 SH   DFND 1 53,199 0 0
VOYA FINANCIAL INC COM 929089100 4,992 78,440 SH   DFND 1.3 0 78,440 0
VOYA FINANCIAL INC COM 929089100 1,805 28,360 SH   DFND 1 26,897 0 1,463
VROOM INC COM 92918V109 1,446 37,100 SH   DFND 1.3 0 37,100 0
VULCAN MATLS CO COM 929160109 2,835 16,800 SH   DFND 1.3 0 16,800 0
WABTEC COM 929740108 386 4,876 SH   DFND 1.3 0 4,876 0
WABTEC COM 929740108 2,440 30,820 SH   DFND 1 30,820 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,286 59,871 SH   DFND 1.3 0 59,871 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,402 134,826 SH   DFND 1 134,826 0 0
WALMART INC COM 931142103 28,093 206,823 SH   DFND 1.3 0 206,823 0
WALMART INC COM 931142103 22,545 165,981 SH   DFND 1,2,3 0 165,981 0
WASTE CONNECTIONS INC COM 94106B101 97 894 SH   DFND 1.3 0 894 0
WASTE MGMT INC DEL COM 94106L109 2,384 18,474 SH   DFND 1.3 0 18,474 0
WASTE MGMT INC DEL COM 94106L109 8,087 62,679 SH   DFND 1 62,679 0 0
WATERS CORP COM 941848103 9,523 33,507 SH   DFND 1.3 0 33,507 0
WATERS CORP COM 941848103 2,729 9,607 SH   DFND 1 9,607 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,657 39,197 SH   DFND 1.3 0 39,197 0
WAYFAIR INC CL A 94419L101 592 1,881 SH   DFND 1.3 0 1,881 0
WAYFAIR INC CL A 94419L101 2,344 7,448 SH   DFND 1 7,366 0 82
WD-40 CO COM 929236107 1,868 6,100 SH   DFND 1.3 0 6,100 0
WEC ENERGY GROUP INC COM 92939U106 3,857 41,207 SH   DFND 1.3 0 41,207 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 3,283 3,359,000 PRN   DFND 1.3 0 0 0
WEIBO CORP SPONSORED ADR 948596101 540 10,700 SH   DFND 1.3 0 10,700 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 5,591 207,767 SH   DFND 1.3 0 207,767 0
WELLS FARGO CO NEW COM 949746101 3,870 99,039 SH   DFND 1.3 0 99,039 0
WELLS FARGO CO NEW COM 949746101 6,593 168,763 SH   DFND 1,2,3 0 168,763 0
WELLTOWER INC COM 95040Q104 2,822 39,398 SH   DFND 1.3 0 39,398 0
WEST FRASER TIMBER CO LTD COM 952845105 294 4,080 SH   DFND 1.3 0 4,080 0
WEST FRASER TIMBER CO LTD COM 952845105 1,988 27,586 SH   DFND 1 27,586 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,364 14,442 SH   DFND 1.3 0 14,442 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 7,208 202,519 SH   DFND 1.3 0 202,519 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 6,862 192,764 SH   DFND 1 187,563 0 5,201
WHEATON PRECIOUS METALS CORP COM 962879102 1,890 49,447 SH   DFND 1.3 0 49,447 0
WHIRLPOOL CORP COM 963320106 481 2,185 SH   DFND 1.3 0 2,185 0
WILLIAMS COS INC COM 969457100 6,432 271,531 SH   DFND 1.3 0 271,531 0
WINGSTOP INC COM 974155103 1,334 10,500 SH   DFND 1.3 0 10,500 0
WORKDAY INC CL A 98138H101 2,241 9,022 SH   DFND 1.3 0 9,022 0
WORKDAY INC CL A 98138H101 6,173 24,851 SH   DFND 1 24,851 0 0
WORKIVA INC COM CL A 98139A105 1,209 13,700 SH   DFND 1.3 0 13,700 0
WORLD FUEL SVCS CORP COM 981475106 734 20,845 SH   DFND 1.3 0 20,845 0
WP CAREY INC COM 92936U109 14,475 204,565 SH   DFND 1.3 0 204,565 0
XCEL ENERGY INC COM 98389B100 189 2,841 SH   DFND 1.3 0 2,841 0
XILINX INC COM 983919101 2,210 17,830 SH   DFND 1.3 0 17,830 0
XILINX INC COM 983919101 5,297 42,755 SH   DFND 1 42,755 0 0
XYLEM INC COM 98419M100 20,726 197,051 SH   DFND 1.3 0 197,051 0
XYLEM INC COM 98419M100 2,834 26,942 SH   DFND 1 26,942 0 0
YAMANA GOLD INC COM 98462Y100 859 197,782 SH   DFND 1.3 0 197,782 0
YUM BRANDS INC COM 988498101 8,186 75,677 SH   DFND 1.3 0 75,677 0
YUM BRANDS INC COM 988498101 5,542 51,233 SH   DFND 1 51,233 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1,308 2,696 SH   DFND 1.3 0 2,696 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4,071 8,392 SH   DFND 1 6,317 0 2,075
ZENDESK INC COM 98936J101 1,496 11,269 SH   DFND 1.3 0 11,269 0
ZENDESK INC COM 98936J101 1,798 13,554 SH   DFND 1 12,246 0 1,308
ZHIHU INC ADS 98955N108 1,622 200,000 SH   DFND 1.3 0 200,000 0
ZILLOW GROUP INC CL C CAP STK 98954M200 5,305 40,917 SH   DFND 1.3 0 40,917 0
ZILLOW GROUP INC CL A 98954M101 1,655 12,600 SH   DFND 1.3 0 12,600 0
ZILLOW GROUP INC CL C CAP STK 98954M200 6,219 47,968 SH   DFND 1 47,968 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 2,445 15,279 SH   DFND 1.3 0 15,279 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 5,841 36,486 SH   DFND 1 36,486 0 0
ZIONS BANCORPORATION N A COM 989701107 1,083 19,700 SH   DFND 1.3 0 19,700 0
ZOETIS INC CL A 98978V103 127,488 809,544 SH   DFND 1.3 0 809,544 0
ZOETIS INC CL A 98978V103 35,297 224,134 SH   DFND 1 63,981 0 160,153
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,108 3,448 SH   DFND 1.3 0 3,448 0
ZSCALER INC COM 98980G102 193 1,122 SH   DFND 1.3 0 1,122 0
ZSCALER INC COM 98980G102 1,223 7,125 SH   DFND 1 7,125 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 2,734 93,800 SH   DFND 1,2,3 0 93,800 0