0001567619-20-015235.txt : 20200814 0001567619-20-015235.hdr.sgml : 20200814 20200814100455 ACCESSION NUMBER: 0001567619-20-015235 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Western Asset Management Company, LLC CENTRAL INDEX KEY: 0001138897 IRS NUMBER: 952705767 STATE OF INCORPORATION: CA FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10245 FILM NUMBER: 201102125 BUSINESS ADDRESS: STREET 1: 385 E. COLORADO BLVD. CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: 626-844-9407 MAIL ADDRESS: STREET 1: 385 E. COLORADO BLVD. CITY: PASADENA STATE: CA ZIP: 91101 FORMER COMPANY: FORMER CONFORMED NAME: WESTERN ASSET MANAGEMENT CO DATE OF NAME CHANGE: 20010420 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001138897 XXXXXXXX 06-30-2020 06-30-2020 Western Asset Management Company, LLC

385 E. COLORADO BLVD. PASADENA CA 91101

13F HOLDINGS REPORT 028-10245 N Kevin Ehrlich 626-844-9407 Kevin Ehrlich Pasadena CA 08-14-2020 1 263 733987 false 1 0000704051 028-01700 LEGG MASON, INC. INFORMATION TABLE 2 form13fInfoTable.xml AES CORP COM 00130H105 3 147 SH DFND 1 147 0 0 AMC NETWORKS INC CL A 00164V103 1 21 SH DFND 1 21 0 0 AT&T INC COM 00206R102 5 137 SH DFND 1 137 0 0 ABBOTT LABS COM 002824100 2 19 SH DFND 1 19 0 0 ABBVIE INC COM 00287Y109 3 22 SH DFND 1 22 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1 37 SH DFND 1 37 0 0 ADOBE INC COM 00724F101 7 15 SH DFND 1 15 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3 32 SH DFND 1 32 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 1 1 SH DFND 1 1 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2 8 SH DFND 1 8 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5 21 SH DFND 1 21 0 0 ALIGN TECHNOLOGY INC COM 016255101 5 17 SH DFND 1 17 0 0 ALLSTATE CORP COM 020002101 1 10 SH DFND 1 10 0 0 ALPHABET INC CAP STK CL A 02079K305 10 7 SH DFND 1 7 0 0 AMAZON COM INC COM 023135106 14 5 SH DFND 1 5 0 0 AMERICAN ELEC PWR CO INC COM 025537101 4 48 SH DFND 1 48 0 0 AMERICAN EXPRESS CO COM 025816109 5 51 SH DFND 1 51 0 0 AMERICAN TOWER CORP NEW COM 03027X100 2 4 SH DFND 1 4 0 0 AMERIPRISE FINL INC COM 03076C106 3 18 SH DFND 1 18 0 0 AMGEN INC COM 031162100 5 17 SH DFND 1 17 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4 64 SH DFND 1 64 0 0 ANTHEM INC COM 036752103 3 11 SH DFND 1 11 0 0 APOLLO GLOBAL MGMT INC COM CL A 03768E105 1 14 SH DFND 1 14 0 0 APPLE INC COM 037833100 14 38 SH DFND 1 38 0 0 ARCOSA INC COM 039653100 1 22 SH DFND 1 22 0 0 ATMOS ENERGY CORP COM 049560105 3 22 SH DFND 1 22 0 0 AUTODESK INC COM 052769106 8 30 SH DFND 1 30 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3 16 SH DFND 1 16 0 0 AVERY DENNISON CORP COM 053611109 2 17 SH DFND 1 17 0 0 BCE INC COM NEW 05534B760 3 80 SH DFND 1 80 0 0 BAKER HUGHES COMPANY CL A 05722G100 1 14 SH DFND 1 14 0 0 BK OF AMERICA CORP COM 060505104 4 160 SH DFND 1 160 0 0 BECTON DICKINSON & CO COM 075887109 4 14 SH DFND 1 14 0 0 BERRY CORP COM 08579X101 11145 2307418 SH DFND 1 2307418 0 0 BHP GROUP LTD SPONSORED ADS 088606108 3 51 SH DFND 1 51 0 0 BIOGEN INC COM 09062X103 5 16 SH DFND 1 16 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 1 4 SH DFND 1 4 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 2 52 SH DFND 1 52 0 0 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 10372 11000000 PRN DFND 1 11000000 0 0 BLACKSTONE GROUP INC COM CL A 09260D107 2 26 SH DFND 1 26 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1 1 SH DFND 1 1 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2 11 SH DFND 1 11 0 0 BROADCOM INC COM 11135F101 10 31 SH DFND 1 31 0 0 CME GROUP INC COM 12572Q105 2 12 SH DFND 1 12 0 0 CVS HEALTH CORP COM 126650100 5 68 SH DFND 1 68 0 0 CELANESE CORP DEL COM 150870103 4 35 SH DFND 1 35 0 0 CENTENE CORP DEL COM 15135B101 2 30 SH DFND 1 30 0 0 CENTERPOINT ENERGY INC COM 15189T107 1 1 SH DFND 1 0 0 0 CERENCE INC COM 156727109 1 20 SH DFND 1 20 0 0 CHEMED CORP NEW COM 16359R103 3 5 SH DFND 1 5 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9423 14957000 PRN DFND 1 14957000 0 0 CHEVRON CORP NEW COM 166764100 3 29 SH DFND 1 29 0 0 CHURCH & DWIGHT INC COM 171340102 2 24 SH DFND 1 24 0 0 CINCINNATI FINL CORP COM 172062101 3 35 SH DFND 1 35 0 0 CISCO SYS INC COM 17275R102 3 51 SH DFND 1 51 0 0 CITIGROUP INC COM NEW 172967424 5 79 SH DFND 1 79 0 0 CITRIX SYS INC COM 177376100 3 20 SH DFND 1 20 0 0 COCA COLA CO COM 191216100 3 48 SH DFND 1 48 0 0 COMCAST CORP NEW CL A 20030N101 6 133 SH DFND 1 133 0 0 COMMSCOPE HLDG CO INC COM 20337X109 1 71 SH DFND 1 71 0 0 COMSTOCK RES INC COM 205768302 2 316 SH DFND 1 316 0 0 CONAGRA BRANDS INC COM 205887102 2 40 SH DFND 1 40 0 0 CONOCOPHILLIPS COM 20825C104 4 72 SH DFND 1 72 0 0 CORTEVA INC COM 22052L104 2 45 SH DFND 1 45 0 0 COSTCO WHSL CORP NEW COM 22160K105 6 19 SH DFND 1 19 0 0 COUSINS PPTYS INC COM NEW 222795502 1 27 SH DFND 1 27 0 0 CREE INC COM 225447101 3 41 SH DFND 1 41 0 0 CYRUSONE INC COM 23283R100 3 35 SH DFND 1 35 0 0 D R HORTON INC COM 23331A109 2 19 SH DFND 1 19 0 0 DTE ENERGY CO COM 233331107 3 27 SH DFND 1 27 0 0 DARDEN RESTAURANTS INC COM 237194105 1 2 SH DFND 1 2 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 3 23 SH DFND 1 23 0 0 DISCOVERY INC COM SER A 25470F104 3 142 SH DFND 1 142 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 41778 45330000 PRN DFND 1 45330000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 5668 6280000 PRN DFND 1 6280000 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 2 27 SH DFND 1 27 0 0 DOVER CORP COM 260003108 3 26 SH DFND 1 26 0 0 DUNKIN BRANDS GROUP INC COM 265504100 2 17 SH DFND 1 17 0 0 EPR PPTYS COM SH BEN INT 26884U109 1 3 SH DFND 1 3 0 0 ETFIS SER TR I VIRTUS REAL AS 26923G780 6 265 SH DFND 1 265 0 0 ETFIS SER TR I VIRTUS PVT CR 26923G798 4 222 SH DFND 1 222 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 1 14 SH DFND 1 14 0 0 EATON VANCE TX MGD DIV EQ IN COM 27828N102 1 2 SH DFND 1 2 0 0 EBAY INC. COM 278642103 1 16 SH DFND 1 16 0 0 ECOLAB INC COM 278865100 2 10 SH DFND 1 10 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5 72 SH DFND 1 72 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 1 15 SH DFND 1 15 0 0 ESSEX PPTY TR INC COM 297178105 2 6 SH DFND 1 6 0 0 EVERCORE INC CLASS A 29977A105 2 17 SH DFND 1 17 0 0 EXPEDIA GROUP INC COM NEW 30212P303 1 2 SH DFND 1 2 0 0 EXXON MOBIL CORP COM 30231G102 3 57 SH DFND 1 57 0 0 FACEBOOK INC CL A 30303M102 9 38 SH DFND 1 38 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 5 30 SH DFND 1 30 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3 88 SH DFND 1 88 0 0 FIREEYE INC COM 31816Q101 2 109 SH DFND 1 109 0 0 FREEPORT-MCMORAN INC CL B 35671D857 5 372 SH DFND 1 372 0 0 GCI LIBERTY INC COM CLASS A 36164V305 1 5 SH DFND 1 5 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 1 2 SH DFND 1 2 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 6 146 SH DFND 1 146 0 0 GUARDANT HEALTH INC COM 40131M109 2 21 SH DFND 1 21 0 0 GUESS INC COM 401617105 1 29 SH DFND 1 29 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 5 105 SH DFND 1 105 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 4 138 SH DFND 1 138 0 0 HAIN CELESTIAL GROUP INC COM 405217100 2 32 SH DFND 1 32 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2 31 SH DFND 1 31 0 0 HERCULES CAPITAL INC COM 427096508 1 2 SH DFND 1 2 0 0 HOME DEPOT INC COM 437076102 11 42 SH DFND 1 42 0 0 HONEYWELL INTL INC COM 438516106 9 62 SH DFND 1 62 0 0 IMMUNOGEN INC COM 45253H101 1 90 SH DFND 1 90 0 0 ING GROEP N.V. SPONSORED ADR 456837103 1 109 SH DFND 1 109 0 0 INTEL CORP COM 458140100 7 102 SH DFND 1 102 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 4 33 SH DFND 1 33 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2 9 SH DFND 1 9 0 0 INVESCO EXCH TRADED FD TR II FTSE RAFI EMNG 46138E727 3 121 SH DFND 1 121 0 0 INVESCO EXCHANGE-TRADED FD T SR LN ETF 46138G508 5686 266307 SH DFND 1 0 0 266307 IONIS PHARMACEUTICALS INC COM 462222100 3 46 SH DFND 1 46 0 0 ISHARES TR CORE US AGGBD ET 464287226 178 1500 SH DFND 1 1500 0 0 ISHARES TR IBOXX INV CP ETF 464287242 517669 3848836 SH DFND 1 536 0 3848300 ISHARES TR RUS MID CAP ETF 464287499 3 54 SH DFND 1 54 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 4 22 SH DFND 1 22 0 0 JPMORGAN CHASE & CO COM 46625H100 11 107 SH DFND 1 107 0 0 JACOBS ENGR GROUP INC COM 469814107 2 19 SH DFND 1 19 0 0 JOHNSON & JOHNSON COM 478160104 10 69 SH DFND 1 69 0 0 JONES LANG LASALLE INC COM 48020Q107 2 10 SH DFND 1 10 0 0 KLA CORP COM NEW 482480100 3 15 SH DFND 1 15 0 0 KB HOME COM 48666K109 2 37 SH DFND 1 37 0 0 KEYCORP COM 493267108 2 156 SH DFND 1 156 0 0 KIRBY CORP COM 497266106 2 33 SH DFND 1 33 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 5 28 SH DFND 1 28 0 0 LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 3 92 SH DFND 1 92 0 0 LENNAR CORP CL A 526057104 2 30 SH DFND 1 30 0 0 LIBERTY BROADBAND CORP COM SER A 530307107 1 2 SH DFND 1 2 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 1 3 SH DFND 1 3 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 26 37651 PRN DFND 1 37651 0 0 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 1 11 SH DFND 1 11 0 0 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 1 21 SH DFND 1 21 0 0 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 1 4 SH DFND 1 4 0 0 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 1 2 SH DFND 1 2 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1 47 SH DFND 1 47 0 0 LOCKHEED MARTIN CORP COM 539830109 5 13 SH DFND 1 13 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1 8 SH DFND 1 8 0 0 MANITOWOC CO INC COM NEW 563571405 1 75 SH DFND 1 75 0 0 MARATHON PETE CORP COM 56585A102 1 21 SH DFND 1 21 0 0 MARSH & MCLENNAN COS INC COM 571748102 3 23 SH DFND 1 23 0 0 MASTERCARD INCORPORATED CL A 57636Q104 9 30 SH DFND 1 30 0 0 MATSON INC COM 57686G105 1 11 SH DFND 1 11 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3 42 SH DFND 1 42 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3 16 SH DFND 1 16 0 0 MCDONALDS CORP COM 580135101 4 20 SH DFND 1 20 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2 56 SH DFND 1 56 0 0 MERCK & CO. INC COM 58933Y105 9 113 SH DFND 1 113 0 0 MERCURY GENL CORP NEW COM 589400100 1 1 SH DFND 1 0 0 0 METLIFE INC COM 59156R108 2 35 SH DFND 1 35 0 0 MICROSOFT CORP COM 594918104 16 78 SH DFND 1 78 0 0 MID-AMER APT CMNTYS INC COM 59522J103 2 10 SH DFND 1 10 0 0 MOLINA HEALTHCARE INC COM 60855R100 3 15 SH DFND 1 15 0 0 MONDELEZ INTL INC CL A 609207105 6 110 SH DFND 1 110 0 0 MONTAGE RES CORP COM 61179L100 3565 902346 SH DFND 1 902346 0 0 MORGAN STANLEY COM NEW 617446448 5 97 SH DFND 1 97 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1 6 SH DFND 1 6 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1 71 SH DFND 1 71 0 0 NETFLIX INC COM 64110L106 6 11 SH DFND 1 11 0 0 NEXTERA ENERGY INC COM 65339F101 6 23 SH DFND 1 23 0 0 NIKE INC CL B 654106103 6 57 SH DFND 1 57 0 0 NORFOLK SOUTHERN CORP COM 655844108 3 14 SH DFND 1 14 0 0 NORTHROP GRUMMAN CORP COM 666807102 4 13 SH DFND 1 13 0 0 NOVARTIS AG SPONSORED ADR 66987V109 3 31 SH DFND 1 31 0 0 NOVO-NORDISK A S ADR 670100205 3 45 SH DFND 1 45 0 0 NOW INC COM 67011P100 1 110 SH DFND 1 110 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3 99 SH DFND 1 99 0 0 NUCOR CORP COM 670346105 2 46 SH DFND 1 46 0 0 NVIDIA CORPORATION COM 67066G104 9 22 SH DFND 1 22 0 0 ON SEMICONDUCTOR CORP COM 682189105 1 33 SH DFND 1 33 0 0 ONEOK INC NEW COM 682680103 2 46 SH DFND 1 46 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 293 21088 SH DFND 1 21088 0 0 ORANGE SPONSORED ADR 684060106 1 80 SH DFND 1 80 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 9032 9871000 PRN DFND 1 9871000 0 0 PNC FINL SVCS GROUP INC COM 693475105 2 11 SH DFND 1 11 0 0 PAYPAL HLDGS INC COM 70450Y103 3 13 SH DFND 1 13 0 0 PHILIP MORRIS INTL INC COM 718172109 3 32 SH DFND 1 32 0 0 POPULAR INC COM NEW 733174700 2 45 SH DFND 1 45 0 0 PRIMERICA INC COM 74164M108 2 13 SH DFND 1 13 0 0 PROCTER AND GAMBLE CO COM 742718109 8 63 SH DFND 1 63 0 0 PROLOGIS INC. COM 74340W103 4 41 SH DFND 1 41 0 0 PRUDENTIAL PLC ADR 74435K204 2 48 SH DFND 1 48 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3 50 SH DFND 1 50 0 0 PUBLIC STORAGE COM 74460D109 1 5 SH DFND 1 5 0 0 QURATE RETAIL INC COM SER A 74915M100 3 276 SH DFND 1 276 0 0 RELX PLC SPONSORED ADR 759530108 2 65 SH DFND 1 65 0 0 RIO TINTO PLC SPONSORED ADR 767204100 2 29 SH DFND 1 29 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 4 83 SH DFND 1 83 0 0 ROPER TECHNOLOGIES INC COM 776696106 6 13 SH DFND 1 13 0 0 ROYAL BK CDA COM 780087102 3 49 SH DFND 1 49 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1 27 SH DFND 1 27 0 0 ROYAL GOLD INC COM 780287108 2 11 SH DFND 1 11 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 11547 458200 SH DFND 1 0 0 458200 SPDR SER TR BLOOMBERG BRCLYS 78468R622 12309 121678 SH DFND 1 0 0 121678 SPX FLOW INC COM 78469X107 1 24 SH DFND 1 24 0 0 SALESFORCE COM INC COM 79466L302 6 28 SH DFND 1 28 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 1 18 SH DFND 1 18 0 0 SAP SE SPON ADR 803054204 7 47 SH DFND 1 47 0 0 HENRY SCHEIN INC COM 806407102 1 7 SH DFND 1 7 0 0 SEMPRA ENERGY COM 816851109 3 25 SH DFND 1 25 0 0 SMITH & NEPHEW GROUP PLC SPDN ADR NEW 83175M205 1 26 SH DFND 1 26 0 0 SONY CORP SPONSORED ADR 835699307 6 77 SH DFND 1 77 0 0 SOUTHERN COPPER CORP COM 84265V105 3 87 SH DFND 1 87 0 0 STARBUCKS CORP COM 855244109 6 68 SH DFND 1 68 0 0 SUN CMNTYS INC COM 866674104 3 17 SH DFND 1 17 0 0 TTM TECHNOLOGIES INC COM 87305R109 1 79 SH DFND 1 79 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7 122 SH DFND 1 122 0 0 TARGET CORP COM 87612E106 4 30 SH DFND 1 30 0 0 TEREX CORP NEW COM 880779103 1 18 SH DFND 1 18 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 47584 48726000 PRN DFND 1 48726000 0 0 TEXAS INSTRS INC COM 882508104 2 9 SH DFND 1 9 0 0 TEXTRON INC COM 883203101 2 34 SH DFND 1 34 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5 13 SH DFND 1 13 0 0 TOLL BROTHERS INC COM 889478103 2 31 SH DFND 1 31 0 0 TORO CO COM 891092108 3 33 SH DFND 1 33 0 0 TOTAL S.A. SPONSORED ADS 89151E109 5 115 SH DFND 1 115 0 0 TRANSUNION COM 89400J107 3 30 SH DFND 1 30 0 0 TREEHOUSE FOODS INC COM 89469A104 1 13 SH DFND 1 13 0 0 TWITTER INC COM 90184L102 5 152 SH DFND 1 152 0 0 ULTA BEAUTY INC COM 90384S303 3 11 SH DFND 1 11 0 0 UNILEVER N V N Y SHS NEW 904784709 3 39 SH DFND 1 39 0 0 UNITEDHEALTH GROUP INC COM 91324P102 12 40 SH DFND 1 40 0 0 VALERO ENERGY CORP COM 91913Y100 1 11 SH DFND 1 11 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 27049 284300 SH DFND 1 0 0 284300 VEEVA SYS INC CL A COM 922475108 4 16 SH DFND 1 16 0 0 VEREIT INC COM 92339V100 1 21 SH DFND 1 21 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5 73 SH DFND 1 73 0 0 VERISK ANALYTICS INC COM 92345Y106 2 11 SH DFND 1 11 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 5 15 SH DFND 1 15 0 0 VIACOMCBS INC CL B 92556H206 2 48 SH DFND 1 48 0 0 VISA INC COM CL A 92826C839 7 33 SH DFND 1 33 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15819 16880000 PRN DFND 1 16880000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 3216 3500000 PRN DFND 1 3500000 0 0 WABTEC COM 929740108 1 12 SH DFND 1 12 0 0 WALMART INC COM 931142103 1 8 SH DFND 1 8 0 0 WASTE MGMT INC DEL COM 94106L109 5 41 SH DFND 1 41 0 0 WELLS FARGO CO NEW COM 949746101 825 32209 SH DFND 1 32209 0 0 WESTERN DIGITAL CORP. COM 958102105 4 73 SH DFND 1 73 0 0 WILLIAMS SONOMA INC COM 969904101 1 10 SH DFND 1 10 0 0 WISDOMTREE TR EMER MKT HIGH FD 97717W315 3 59 SH DFND 1 59 0 0 WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1 1 SH DFND 1 0 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 1 8 SH DFND 1 8 0 0 ZIONS BANCORPORATION N A COM 989701107 1 25 SH DFND 1 25 0 0 ZOETIS INC CL A 98978V103 5 36 SH DFND 1 36 0 0 DEUTSCHE BANK A G NAMEN AKT D18190898 3 1 SH DFND 1 0 0 0 ARCH CAP GROUP LTD ORD G0450A105 1 13 SH DFND 1 13 0 0 ASSURED GUARANTY LTD COM G0585R106 1 35 SH DFND 1 35 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1 11 SH DFND 1 11 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3 13 SH DFND 1 13 0 0 JOHNSON CTLS INTL PLC SHS G51502105 3 78 SH DFND 1 78 0 0 LINDE PLC SHS G5494J103 5 22 SH DFND 1 22 0 0 MEDTRONIC PLC SHS G5960L103 7 76 SH DFND 1 76 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 4 79 SH DFND 1 79 0 0 PENTAIR PLC SHS G7S00T104 2 28 SH DFND 1 28 0 0 STERIS PLC SHS USD G8473T100 1 6 SH DFND 1 6 0 0 GARMIN LTD SHS H2906T109 3 28 SH DFND 1 28 0 0 TE CONNECTIVITY LTD REG SHS H84989104 4 42 SH DFND 1 42 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 4 31 SH DFND 1 31 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 4 10 SH DFND 1 10 0 0 FLEX LTD ORD Y2573F102 2 133 SH DFND 1 133 0 0