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
1ST SOURCE CORP COM 336901103 413 7,958 SH   DFND 1,2,3 0 7,958 0
3M CO COM 88579Y101 9,393 53,245 SH   DFND 1.2 0 53,245 0
3M CO COM 88579Y101 10,120 57,362 SH   DFND 1,2,3 0 57,362 0
58 COM INC SPON ADR REP A 31680Q104 1,526 23,580 SH   DFND 1.2 0 23,580 0
58 COM INC SPON ADR REP A 31680Q104 1,252 19,349 SH   DFND 1,2,3 0 19,349 0
AAON INC COM PAR $0.004 000360206 120 2,422 SH   DFND 1,2,3 0 2,422 0
AARONS INC COM PAR $0.50 002535300 9 166 SH   DFND 1.2 0 166 0
AARONS INC COM PAR $0.50 002535300 7,851 137,466 SH   DFND 1,2,3 0 137,466 0
ABBOTT LABS COM 002824100 25,050 288,394 SH   DFND 1.2 0 288,394 0
ABBOTT LABS COM 002824100 30,828 354,917 SH   DFND 1,2,3 0 354,917 0
ABBOTT LABS COM 002824100 347 4,000 SH   DFND 1,2,4 0 4,000 0
ABBVIE INC COM 00287Y109 321 3,629 SH   DFND 1 0 3,629 0
ABBVIE INC COM 00287Y109 13,746 155,251 SH   DFND 1.2 0 155,251 0
ABBVIE INC COM 00287Y109 31,780 358,929 SH   DFND 1,2,3 0 358,929 0
ABBVIE INC COM 00287Y109 1,904 21,500 SH   DFND 1,2,4 0 21,500 0
ABERCROMBIE & FITCH CO CL A 002896207 3,569 206,413 SH   DFND 1,2,3 0 206,413 0
ABIOMED INC COM 003654100 3,768 22,088 SH   DFND 1.2 0 22,088 0
ABIOMED INC COM 003654100 15 85 SH   DFND 1,2,3 0 85 0
ABM INDS INC COM 000957100 521 13,815 SH   DFND 1,2,3 0 13,815 0
ACADIA RLTY TR COM SH BEN INT 004239109 713 27,497 SH   DFND 1,2,3 0 27,497 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,693 74,525 SH   DFND 1.2 0 74,525 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,508 130,637 SH   DFND 1,2,3 0 130,637 0
ACCO BRANDS CORP COM 00081T108 859 91,803 SH   DFND 1,2,3 0 91,803 0
ACCURAY INC COM 004397105 92 32,516 SH   DFND 1,2,3 0 32,516 0
ACI WORLDWIDE INC COM 004498101 117 3,100 SH   DFND 1.2 0 3,100 0
ACI WORLDWIDE INC COM 004498101 3,394 89,599 SH   DFND 1,2,3 0 89,599 0
ACORDA THERAPEUTICS INC COM 00484M106 99 48,618 SH   DFND 1,2,3 0 48,618 0
ACTIVISION BLIZZARD INC COM 00507V109 14,287 240,443 SH   DFND 1.2 0 240,443 0
ACTIVISION BLIZZARD INC COM 00507V109 568 9,552 SH   DFND 1,2,3 0 9,552 0
ACUITY BRANDS INC COM 00508Y102 1,411 10,222 SH   DFND 1.2 0 10,222 0
ACUITY BRANDS INC COM 00508Y102 33 241 SH   DFND 1,2,3 0 241 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 7 5,900 SH   DFND 1 0 5,900 0
ADIENT PLC ORD SHS G0084W101 48 2,260 SH   DFND 1.2 0 2,260 0
ADOBE INC COM 00724F101 87,869 266,422 SH   DFND 1.2 0 266,422 0
ADOBE INC COM 00724F101 65,492 198,576 SH   DFND 1,2,3 0 198,576 0
ADOBE INC COM 00724F101 4,288 13,000 SH   DFND 1,2,4 0 13,000 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,163 7,259 SH   DFND 1.2 0 7,259 0
ADVANCED ENERGY INDS COM 007973100 1,311 18,419 SH   DFND 1,2,3 0 18,419 0
ADVANCED MICRO DEVICES INC COM 007903107 9,563 208,535 SH   DFND 1.2 0 208,535 0
ADVANCED MICRO DEVICES INC COM 007903107 10,292 224,412 SH   DFND 1,2,3 0 224,412 0
ADVANSIX INC COM 00773T101 20 989 SH   DFND 1.2 0 989 0
ADVANSIX INC COM 00773T101 564 28,247 SH   DFND 1,2,3 0 28,247 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1 100 SH   DFND 1 0 100 0
AEGION CORP COM 00770F104 6,287 281,039 SH   DFND 1,2,3 0 281,039 0
AERCAP HOLDINGS NV SHS N00985106 5,374 87,420 SH   DFND 1.2 0 87,420 0
AERCAP HOLDINGS NV SHS N00985106 4,440 72,224 SH   DFND 1,2,3 0 72,224 0
AEROVIRONMENT INC COM 008073108 1,083 17,540 SH   DFND 1,2,3 0 17,540 0
AES CORP COM 00130H105 1,222 61,394 SH   DFND 1.2 0 61,394 0
AES CORP COM 00130H105 4,450 223,613 SH   DFND 1,2,3 0 223,613 0
AFFILIATED MANAGERS GROUP IN COM 008252108 153 1,811 SH   DFND 1.2 0 1,811 0
AFLAC INC COM 001055102 5,655 106,896 SH   DFND 1.2 0 106,896 0
AFLAC INC COM 001055102 18,786 355,123 SH   DFND 1,2,3 0 355,123 0
AGCO CORP COM 001084102 85 1,100 SH   DFND 1 0 1,100 0
AGCO CORP COM 001084102 25,825 334,307 SH   DFND 1,2,3 0 334,307 0
AGILENT TECHNOLOGIES INC COM 00846U101 29,559 346,494 SH   DFND 1.2 0 346,494 0
AGILENT TECHNOLOGIES INC COM 00846U101 61,188 717,238 SH   DFND 1,2,3 0 717,238 0
AGILYSYS INC COM 00847J105 579 22,802 SH   DFND 1,2,3 0 22,802 0
AGNC INVT CORP COM 00123Q104 518 29,290 SH   DFND 1.2 0 29,290 0
AIR PRODS & CHEMS INC COM 009158106 6,011 25,581 SH   DFND 1.2 0 25,581 0
AIR PRODS & CHEMS INC COM 009158106 32,100 136,602 SH   DFND 1,2,3 0 136,602 0
AIRCASTLE LTD COM G0129K104 4,422 138,149 SH   DFND 1,2,3 0 138,149 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,248 49,176 SH   DFND 1.2 0 49,176 0
AKAMAI TECHNOLOGIES INC COM 00971T101 42,095 487,329 SH   DFND 1,2,3 0 487,329 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 552 500,000 PRN   DFND 1.2 0 500,000 0
ALAMO GROUP INC COM 011311107 206 1,643 SH   DFND 1,2,3 0 1,643 0
ALARM COM HLDGS INC COM 011642105 860 20,008 SH   DFND 1,2,3 0 20,008 0
ALBEMARLE CORP COM 012653101 952 13,037 SH   DFND 1.2 0 13,037 0
ALBEMARLE CORP COM 012653101 476 6,513 SH   DFND 1,2,3 0 6,513 0
ALCOA CORP COM 013872106 48 2,252 SH   DFND 1.2 0 2,252 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,274 20,265 SH   DFND 1.2 0 20,265 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 355 2,200 SH   DFND 1,2,4 0 2,200 0
ALEXION PHARMACEUTICALS INC COM 015351109 154 1,423 SH   DFND 1 0 1,423 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,308 58,327 SH   DFND 1.2 0 58,327 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 99,897 470,992 SH   DFND 1.2 0 470,992 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 108,570 511,879 SH   DFND 1,2,3 0 511,879 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 371 1,750 SH   DFND 1,2,4 0 1,750 0
ALIGN TECHNOLOGY INC COM 016255101 10,718 38,412 SH   DFND 1.2 0 38,412 0
ALIGN TECHNOLOGY INC COM 016255101 30 109 SH   DFND 1,2,3 0 109 0
ALKERMES PLC SHS G01767105 122 5,963 SH   DFND 1.2 0 5,963 0
ALLEGHANY CORP DEL COM 017175100 1,119 1,399 SH   DFND 1.2 0 1,399 0
ALLEGHANY CORP DEL COM 017175100 4,671 5,842 SH   DFND 1,2,3 0 5,842 0
ALLEGION PUB LTD CO ORD SHS G0176J109 948 7,608 SH   DFND 1.2 0 7,608 0
ALLERGAN PLC SHS G0177J108 86 450 SH   DFND 1 0 450 0
ALLERGAN PLC SHS G0177J108 18,329 95,878 SH   DFND 1.2 0 95,878 0
ALLERGAN PLC SHS G0177J108 26,072 136,381 SH   DFND 1,2,3 0 136,381 0
ALLERGAN PLC SHS G0177J108 1,128 5,900 SH   DFND 1,2,4 0 5,900 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 827 7,370 SH   DFND 1.2 0 7,370 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 16,989 151,421 SH   DFND 1,2,3 0 151,421 0
ALLIANT ENERGY CORP COM 018802108 1,628 29,755 SH   DFND 1.2 0 29,755 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,390 243,469 SH   DFND 1,2,3 0 243,469 0
ALLSTATE CORP COM 020002101 12,864 114,401 SH   DFND 1.2 0 114,401 0
ALLSTATE CORP COM 020002101 34,314 305,152 SH   DFND 1,2,3 0 305,152 0
ALLY FINL INC COM 02005N100 1,779 58,208 SH   DFND 1.2 0 58,208 0
ALLY FINL INC COM 02005N100 23,794 778,592 SH   DFND 1,2,3 0 778,592 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,268 11,011 SH   DFND 1.2 0 11,011 0
ALPHABET INC CAP STK CL C 02079K107 128,326 95,979 SH   DFND 1.2 0 95,979 0
ALPHABET INC CAP STK CL C 02079K107 22,503 16,831 SH   DFND 1,2,3 0 16,831 0
ALPHABET INC CAP STK CL C 02079K107 13,698 10,245 SH   DFND 1,2,4 0 10,245 0
ALPHABET INC CAP STK CL A 02079K305 35 26 SH   DFND 1 0 26 0
ALPHABET INC CAP STK CL A 02079K305 129,256 96,504 SH   DFND 1.2 0 96,504 0
ALPHABET INC CAP STK CL A 02079K305 20,679 15,439 SH   DFND 1,2,3 0 15,439 0
ALPHABET INC CAP STK CL A 02079K305 6,831 5,100 SH   DFND 1,2,4 0 5,100 0
ALTICE USA INC CL A 02156K103 17,369 635,283 SH   DFND 1.2 0 635,283 0
ALTICE USA INC CL A 02156K103 1,962 71,761 SH   DFND 1,2,3 0 71,761 0
ALTRIA GROUP INC COM 02209S103 8,282 165,944 SH   DFND 1.2 0 165,944 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,948 160,080 SH   DFND 1,2,3 0 160,080 0
AMAZON COM INC COM 023135106 158,960 86,025 SH   DFND 1.2 0 86,025 0
AMAZON COM INC COM 023135106 40,477 21,905 SH   DFND 1,2,3 0 21,905 0
AMAZON COM INC COM 023135106 8,870 4,800 SH   DFND 1,2,4 0 4,800 0
AMBARELLA INC SHS G037AX101 591 9,752 SH   DFND 1.2 0 9,752 0
AMBARELLA INC SHS G037AX101 486 8,020 SH   DFND 1,2,3 0 8,020 0
AMC NETWORKS INC CL A 00164V103 28 711 SH   DFND 1.2 0 711 0
AMC NETWORKS INC CL A 00164V103 14,620 370,125 SH   DFND 1,2,3 0 370,125 0
AMCOR PLC ORD G0250X107 1,163 107,294 SH   DFND 1.2 0 107,294 0
AMCOR PLC ORD G0250X107 6,185 570,569 SH   DFND 1,2,3 0 570,569 0
AMDOCS LTD SHS G02602103 7,401 102,524 SH   DFND 1,2,3 0 102,524 0
AMEDISYS INC COM 023436108 792 4,742 SH   DFND 1,2,3 0 4,742 0
AMERCO COM 023586100 264 702 SH   DFND 1.2 0 702 0
AMEREN CORP COM 023608102 4,253 55,384 SH   DFND 1.2 0 55,384 0
AMEREN CORP COM 023608102 997 12,976 SH   DFND 1,2,3 0 12,976 0
AMERESCO INC CL A 02361E108 530 30,279 SH   DFND 1,2,3 0 30,279 0
AMERICAN AIRLS GROUP INC COM 02376R102 951 33,170 SH   DFND 1.2 0 33,170 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 360 33,417 SH   DFND 1.2 0 33,417 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 79 5,400 SH   DFND 1.2 0 5,400 0
AMERICAN ELEC PWR CO INC COM 025537101 9,110 96,389 SH   DFND 1.2 0 96,389 0
AMERICAN ELEC PWR CO INC COM 025537101 378 3,996 SH   DFND 1,2,3 0 3,996 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,671 89,257 SH   DFND 1.2 0 89,257 0
AMERICAN EXPRESS CO COM 025816109 13,234 106,307 SH   DFND 1.2 0 106,307 0
AMERICAN EXPRESS CO COM 025816109 44 354 SH   DFND 1,2,3 0 354 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,301 11,863 SH   DFND 1.2 0 11,863 0
AMERICAN HOMES 4 RENT CL A 02665T306 777 29,647 SH   DFND 1.2 0 29,647 0
AMERICAN HOMES 4 RENT CL A 02665T306 183 7,000 SH   DFND 1,2,4 0 7,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,524 185,550 SH   DFND 1.2 0 185,550 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,833 94,157 SH   DFND 1,2,3 0 94,157 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,027 20,000 SH   DFND 1,2,4 0 20,000 0
AMERICAN STS WTR CO COM 029899101 32,919 379,951 SH   DFND 1,2,3 0 379,951 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 534 68,079 SH   DFND 1,2,3 0 68,079 0
AMERICAN TOWER CORP NEW COM 03027X100 24,641 107,217 SH   DFND 1.2 0 107,217 0
AMERICAN TOWER CORP NEW COM 03027X100 732 3,184 SH   DFND 1,2,3 0 3,184 0
AMERICAN TOWER CORP NEW COM 03027X100 529 2,300 SH   DFND 1,2,4 0 2,300 0
AMERICAN VANGUARD CORP COM 030371108 243 12,502 SH   DFND 1,2,3 0 12,502 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,786 17,091 SH   DFND 1,2,3 0 17,091 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,828 47,438 SH   DFND 1.2 0 47,438 0
AMERICAN WTR WKS CO INC NEW COM 030420103 40,180 327,066 SH   DFND 1,2,3 0 327,066 0
AMERICOLD RLTY TR COM 03064D108 5,269 150,296 SH   DFND 1.2 0 150,296 0
AMERICOLD RLTY TR COM 03064D108 561 16,000 SH   DFND 1,2,4 0 16,000 0
AMERIPRISE FINL INC COM 03076C106 9,153 54,945 SH   DFND 1.2 0 54,945 0
AMERIPRISE FINL INC COM 03076C106 4,885 29,323 SH   DFND 1,2,3 0 29,323 0
AMERISAFE INC COM 03071H100 656 9,940 SH   DFND 1,2,3 0 9,940 0
AMERISOURCEBERGEN CORP COM 03073E105 1,146 13,480 SH   DFND 1.2 0 13,480 0
AMERISOURCEBERGEN CORP COM 03073E105 2,702 31,779 SH   DFND 1,2,3 0 31,779 0
AMETEK INC NEW COM 031100100 6,019 60,342 SH   DFND 1.2 0 60,342 0
AMETEK INC NEW COM 031100100 7,903 79,233 SH   DFND 1,2,3 0 79,233 0
AMGEN INC COM 031162100 138 574 SH   DFND 1 0 574 0
AMGEN INC COM 031162100 20,775 86,177 SH   DFND 1.2 0 86,177 0
AMGEN INC COM 031162100 20,566 85,310 SH   DFND 1,2,3 0 85,310 0
AMKOR TECHNOLOGY INC COM 031652100 668 51,378 SH   DFND 1,2,3 0 51,378 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,418 22,761 SH   DFND 1,2,3 0 22,761 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 811 42,019 SH   DFND 1,2,3 0 42,019 0
AMPHENOL CORP NEW CL A 032095101 25,743 237,858 SH   DFND 1.2 0 237,858 0
AMPHENOL CORP NEW CL A 032095101 253 2,334 SH   DFND 1,2,3 0 2,334 0
ANALOG DEVICES INC COM 032654105 13,222 111,263 SH   DFND 1.2 0 111,263 0
ANGIODYNAMICS INC COM 03475V101 94 5,902 SH   DFND 1,2,3 0 5,902 0
ANI PHARMACEUTICALS INC COM 00182C103 1,049 17,006 SH   DFND 1,2,3 0 17,006 0
ANIKA THERAPEUTICS INC COM 035255108 1,407 27,131 SH   DFND 1,2,3 0 27,131 0
ANNALY CAP MGMT INC COM 035710409 1,346 142,938 SH   DFND 1.2 0 142,938 0
ANSYS INC COM 03662Q105 2,813 10,927 SH   DFND 1.2 0 10,927 0
ANSYS INC COM 03662Q105 1,011 3,928 SH   DFND 1,2,3 0 3,928 0
ANTERO RES CORP COM 03674X106 25 8,751 SH   DFND 1.2 0 8,751 0
ANTERO RES CORP COM 03674X106 971 340,645 SH   DFND 1,2,3 0 340,645 0
ANTHEM INC COM 036752103 124 410 SH   DFND 1 0 410 0
ANTHEM INC COM 036752103 26,069 86,311 SH   DFND 1.2 0 86,311 0
ANTHEM INC COM 036752103 21,938 72,634 SH   DFND 1,2,3 0 72,634 0
ANWORTH MORTGAGE ASSET CP COM 037347101 280 79,609 SH   DFND 1,2,3 0 79,609 0
AON PLC SHS CL A G0408V102 4,592 22,046 SH   DFND 1.2 0 22,046 0
AON PLC SHS CL A G0408V102 11,574 55,568 SH   DFND 1,2,3 0 55,568 0
APACHE CORP COM 037411105 1,018 39,770 SH   DFND 1.2 0 39,770 0
APARTMENT INVT & MGMT CO CL A 03748R754 209 4,038 SH   DFND 1.2 0 4,038 0
APARTMENT INVT & MGMT CO CL A 03748R754 10,344 200,277 SH   DFND 1,2,3 0 200,277 0
APERGY CORP COM 03755L104 151 4,463 SH   DFND 1.2 0 4,463 0
APERGY CORP COM 03755L104 384 11,378 SH   DFND 1,2,3 0 11,378 0
APOGEE ENTERPRISES INC COM 037598109 941 28,960 SH   DFND 1,2,3 0 28,960 0
APPLE INC COM 037833100 29 100 SH   DFND 1 0 100 0
APPLE INC COM 037833100 290,370 988,831 SH   DFND 1.2 0 988,831 0
APPLE INC COM 037833100 300,331 1,022,750 SH   DFND 1,2,3 0 1,022,750 0
APPLE INC COM 037833100 10,983 37,400 SH   DFND 1,2,4 0 37,400 0
APPLIED MATLS INC COM 038222105 60,148 985,391 SH   DFND 1.2 0 985,391 0
APPLIED MATLS INC COM 038222105 1,883 30,848 SH   DFND 1,2,3 0 30,848 0
APTIV PLC SHS G6095L109 2,286 24,067 SH   DFND 1.2 0 24,067 0
APTIV PLC SHS G6095L109 13,701 144,271 SH   DFND 1,2,3 0 144,271 0
AQUA AMERICA INC COM 03836W103 628 13,372 SH   DFND 1.2 0 13,372 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 135 62,399 SH   DFND 1 0 62,399 0
ARAMARK COM 03852U106 1,263 29,107 SH   DFND 1.2 0 29,107 0
ARCH CAP GROUP LTD ORD G0450A105 5,040 117,513 SH   DFND 1.2 0 117,513 0
ARCH CAP GROUP LTD ORD G0450A105 2,331 54,359 SH   DFND 1,2,3 0 54,359 0
ARCHER DANIELS MIDLAND CO COM 039483102 416 8,985 SH   DFND 1 0 8,985 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,201 47,483 SH   DFND 1.2 0 47,483 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,352 115,469 SH   DFND 1,2,3 0 115,469 0
ARCHROCK INC COM 03957W106 1,192 118,723 SH   DFND 1,2,3 0 118,723 0
ARCONIC INC COM 03965L100 9,004 292,613 SH   DFND 1.2 0 292,613 0
ARCONIC INC COM 03965L100 206 6,704 SH   DFND 1,2,3 0 6,704 0
ARCOSA INC COM 039653100 2,397 53,814 SH   DFND 1,2,3 0 53,814 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,645 25,020 SH   DFND 1.2 0 25,020 0
ARISTA NETWORKS INC COM 040413106 6,209 30,528 SH   DFND 1.2 0 30,528 0
ARISTA NETWORKS INC COM 040413106 244 1,200 SH   DFND 1,2,3 0 1,200 0
ARLO TECHNOLOGIES INC COM 04206A101 4 1,039 SH   DFND 1,2,3 0 1,039 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 6,859 72,996 SH   DFND 1,2,3 0 72,996 0
ARROW ELECTRS INC COM 042735100 2,027 23,917 SH   DFND 1.2 0 23,917 0
ARROW ELECTRS INC COM 042735100 94 1,106 SH   DFND 1,2,3 0 1,106 0
ARTESIAN RESOURCES CORP CL A 043113208 1,336 35,908 SH   DFND 1,2,3 0 35,908 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,159 10,369 SH   DFND 1,2,3 0 10,369 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 512 183,501 SH   DFND 1,2,3 0 183,501 0
ASPEN TECHNOLOGY INC COM 045327103 14,642 121,082 SH   DFND 1,2,3 0 121,082 0
ASSERTIO THERAPEUTICS INC COM 04545L107 205 164,068 SH   DFND 1,2,3 0 164,068 0
ASSOCIATED BANC CORP COM 045487105 3,034 137,651 SH   DFND 1,2,3 0 137,651 0
ASSURANT INC COM 04621X108 1,584 12,088 SH   DFND 1.2 0 12,088 0
ASSURANT INC COM 04621X108 1,813 13,830 SH   DFND 1,2,3 0 13,830 0
ASSURED GUARANTY LTD COM G0585R106 27 554 SH   DFND 1.2 0 554 0
ASSURED GUARANTY LTD COM G0585R106 5,697 116,223 SH   DFND 1,2,3 0 116,223 0
ASTEC INDS INC COM 046224101 77 1,823 SH   DFND 1,2,3 0 1,823 0
AT&T INC COM 00206R102 24 625 SH   DFND 1 0 625 0
AT&T INC COM 00206R102 68,800 1,760,488 SH   DFND 1.2 0 1,760,488 0
AT&T INC COM 00206R102 3,781 96,761 SH   DFND 1,2,3 0 96,761 0
ATHENE HLDG LTD CL A G0684D107 653 13,888 SH   DFND 1.2 0 13,888 0
ATHENE HLDG LTD CL A G0684D107 4,815 102,390 SH   DFND 1,2,3 0 102,390 0
ATLASSIAN CORP PLC CL A G06242104 333 2,765 SH   DFND 1,2,3 0 2,765 0
ATMOS ENERGY CORP COM 049560105 3,807 34,032 SH   DFND 1.2 0 34,032 0
ATMOS ENERGY CORP COM 049560105 23 206 SH   DFND 1,2,3 0 206 0
AUTODESK INC COM 052769106 29,029 158,232 SH   DFND 1.2 0 158,232 0
AUTODESK INC COM 052769106 19,083 104,018 SH   DFND 1,2,3 0 104,018 0
AUTOHOME INC SP ADR RP CL A 05278C107 678 8,477 SH   DFND 1.2 0 8,477 0
AUTOHOME INC SP ADR RP CL A 05278C107 5,390 67,362 SH   DFND 1,2,3 0 67,362 0
AUTOLIV INC COM 052800109 677 8,022 SH   DFND 1.2 0 8,022 0
AUTOLIV INC COM 052800109 162 1,923 SH   DFND 1,2,3 0 1,923 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,479 43,867 SH   DFND 1.2 0 43,867 0
AUTOMATIC DATA PROCESSING IN COM 053015103 36,221 212,440 SH   DFND 1,2,3 0 212,440 0
AUTOZONE INC COM 053332102 2,558 2,147 SH   DFND 1.2 0 2,147 0
AUTOZONE INC COM 053332102 39,762 33,377 SH   DFND 1,2,3 0 33,377 0
AVALONBAY CMNTYS INC COM 053484101 9,479 45,201 SH   DFND 1.2 0 45,201 0
AVALONBAY CMNTYS INC COM 053484101 30,330 144,635 SH   DFND 1,2,3 0 144,635 0
AVALONBAY CMNTYS INC COM 053484101 629 3,000 SH   DFND 1,2,4 0 3,000 0
AVERY DENNISON CORP COM 053611109 5,059 38,674 SH   DFND 1.2 0 38,674 0
AVERY DENNISON CORP COM 053611109 13,843 105,817 SH   DFND 1,2,3 0 105,817 0
AVIS BUDGET GROUP INC COM 053774105 18 545 SH   DFND 1.2 0 545 0
AVIS BUDGET GROUP INC COM 053774105 2,510 77,867 SH   DFND 1,2,3 0 77,867 0
AVNET INC COM 053807103 6,250 147,269 SH   DFND 1,2,3 0 147,269 0
AXA EQUITABLE HLDGS INC COM 054561105 1,970 79,494 SH   DFND 1.2 0 79,494 0
AXA EQUITABLE HLDGS INC COM 054561105 6,367 256,950 SH   DFND 1,2,3 0 256,950 0
AXALTA COATING SYS LTD COM G0750C108 601 19,765 SH   DFND 1.2 0 19,765 0
AXALTA COATING SYS LTD COM G0750C108 3,792 124,731 SH   DFND 1,2,3 0 124,731 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,135 19,092 SH   DFND 1.2 0 19,092 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,075 18,093 SH   DFND 1,2,3 0 18,093 0
AXT INC COM 00246W103 124 28,486 SH   DFND 1,2,3 0 28,486 0
B & G FOODS INC NEW COM 05508R106 32 1,777 SH   DFND 1.2 0 1,777 0
B & G FOODS INC NEW COM 05508R106 650 36,239 SH   DFND 1,2,3 0 36,239 0
BADGER METER INC COM 056525108 17,100 263,365 SH   DFND 1,2,3 0 263,365 0
BAIDU INC SPON ADR REP A 056752108 9,178 72,614 SH   DFND 1.2 0 72,614 0
BAIDU INC SPON ADR REP A 056752108 8,288 65,573 SH   DFND 1,2,3 0 65,573 0
BAKER HUGHES COMPANY CL A 05722G100 1,626 63,460 SH   DFND 1.2 0 63,460 0
BALL CORP COM 058498106 2,372 36,675 SH   DFND 1.2 0 36,675 0
BALL CORP COM 058498106 106 1,637 SH   DFND 1,2,3 0 1,637 0
BALLARD PWR SYS INC NEW COM 058586108 610 84,944 SH   DFND 1,2,3 0 84,944 0
BANCO DE CHILE SPONSORED ADS 059520106 876 41,745 SH   DFND 1.2 0 41,745 0
BANCO MACRO SA SPON ADR B 05961W105 53 1,462 SH   DFND 1.2 0 1,462 0
BANCO MACRO SA SPON ADR B 05961W105 67 1,851 SH   DFND 1,2,3 0 1,851 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,353 58,666 SH   DFND 1.2 0 58,666 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 538 9,814 SH   DFND 1.2 0 9,814 0
BANK AMER CORP COM 060505104 62 1,760 SH   DFND 1 0 1,760 0
BANK AMER CORP COM 060505104 76,694 2,177,575 SH   DFND 1.2 0 2,177,575 0
BANK AMER CORP COM 060505104 95,997 2,725,641 SH   DFND 1,2,3 0 2,725,641 0
BANK AMER CORP COM 060505104 8,911 253,000 SH   DFND 1,2,4 0 253,000 0
BANK N S HALIFAX COM 064149107 66 1,164 SH   DFND 1,2,3 0 1,164 0
BANK NEW YORK MELLON CORP COM 064058100 3,847 76,445 SH   DFND 1.2 0 76,445 0
BANK NEW YORK MELLON CORP COM 064058100 16,199 321,848 SH   DFND 1,2,3 0 321,848 0
BANNER CORP COM NEW 06652V208 69 1,240 SH   DFND 1,2,3 0 1,240 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 13 50,191 SH   DFND 1,2,3 0 50,191 0
BASSETT FURNITURE INDS INC COM 070203104 80 4,786 SH   DFND 1,2,3 0 4,786 0
BAXTER INTL INC COM 071813109 70 840 SH   DFND 1 0 840 0
BAXTER INTL INC COM 071813109 6,339 75,812 SH   DFND 1.2 0 75,812 0
BAXTER INTL INC COM 071813109 66,970 800,879 SH   DFND 1,2,3 0 800,879 0
BECTON DICKINSON & CO COM 075887109 15,271 56,148 SH   DFND 1.2 0 56,148 0
BECTON DICKINSON & CO COM 075887109 14,620 53,756 SH   DFND 1,2,3 0 53,756 0
BED BATH & BEYOND INC COM 075896100 18 1,054 SH   DFND 1.2 0 1,054 0
BED BATH & BEYOND INC COM 075896100 54 3,138 SH   DFND 1,2,3 0 3,138 0
BEIGENE LTD SPONSORED ADR 07725L102 969 5,844 SH   DFND 1.2 0 5,844 0
BEIGENE LTD SPONSORED ADR 07725L102 20 120 SH   DFND 1,2,3 0 120 0
BEL FUSE INC CL B 077347300 45 2,183 SH   DFND 1,2,3 0 2,183 0
BENCHMARK ELECTRS INC COM 08160H101 2,570 74,790 SH   DFND 1,2,3 0 74,790 0
BERKLEY W R CORP COM 084423102 1,122 16,241 SH   DFND 1.2 0 16,241 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,735 11 SH   DFND 1,2,3 0 11 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 50,887 224,668 SH   DFND 1.2 0 224,668 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,093 4,825 SH   DFND 1,2,3 0 4,825 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,966 26,340 SH   DFND 1,2,4 0 26,340 0
BEST BUY INC COM 086516101 3,332 37,954 SH   DFND 1.2 0 37,954 0
BEST BUY INC COM 086516101 20,833 237,280 SH   DFND 1,2,3 0 237,280 0
BIG 5 SPORTING GOODS CORP COM 08915P101 90 29,870 SH   DFND 1,2,3 0 29,870 0
BIG LOTS INC COM 089302103 379 13,183 SH   DFND 1,2,3 0 13,183 0
BILIBILI INC SPONS ADS REP Z 090040106 62 3,336 SH   DFND 1.2 0 3,336 0
BIO RAD LABS INC CL A 090572207 581 1,569 SH   DFND 1.2 0 1,569 0
BIOGEN INC COM 09062X103 76 256 SH   DFND 1 0 256 0
BIOGEN INC COM 09062X103 7,541 25,415 SH   DFND 1.2 0 25,415 0
BIOGEN INC COM 09062X103 35,000 117,952 SH   DFND 1,2,3 0 117,952 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 18 1,100 SH   DFND 1 0 1,100 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 9,233 109,204 SH   DFND 1.2 0 109,204 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,272 50,527 SH   DFND 1,2,3 0 50,527 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 424 400,000 PRN   DFND 1.2 0 400,000 0
BIOTELEMETRY INC COM 090672106 791 17,079 SH   DFND 1,2,3 0 17,079 0
BJS RESTAURANTS INC COM 09180C106 723 19,037 SH   DFND 1,2,3 0 19,037 0
BLACK KNIGHT INC COM 09215C105 839 13,007 SH   DFND 1.2 0 13,007 0
BLACKROCK INC COM 09247X101 15,201 30,239 SH   DFND 1.2 0 30,239 0
BLACKROCK INC COM 09247X101 338 672 SH   DFND 1,2,3 0 672 0
BLACKSTONE GROUP INC COM CL A 09260D107 9,487 169,597 SH   DFND 1.2 0 169,597 0
BLOCK H & R INC COM 093671105 2,760 117,555 SH   DFND 1.2 0 117,555 0
BLOOM ENERGY CORP COM CL A 093712107 223 29,915 SH   DFND 1,2,3 0 29,915 0
BLOOMIN BRANDS INC COM 094235108 1,633 74,010 SH   DFND 1,2,3 0 74,010 0
BLUEBIRD BIO INC COM 09609G100 108 1,230 SH   DFND 1 0 1,230 0
BLUEBIRD BIO INC COM 09609G100 2,760 31,457 SH   DFND 1,2,3 0 31,457 0
BOEING CO COM 097023105 16,318 50,093 SH   DFND 1.2 0 50,093 0
BOISE CASCADE CO DEL COM 09739D100 575 15,739 SH   DFND 1,2,3 0 15,739 0
BOOKING HLDGS INC COM 09857L108 6 3 SH   DFND 1 0 3 0
BOOKING HLDGS INC COM 09857L108 35,336 17,206 SH   DFND 1.2 0 17,206 0
BOOKING HLDGS INC COM 09857L108 18,962 9,233 SH   DFND 1,2,3 0 9,233 0
BOOKING HLDGS INC COM 09857L108 12,117 5,900 SH   DFND 1,2,4 0 5,900 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 735 10,335 SH   DFND 1.2 0 10,335 0
BORGWARNER INC COM 099724106 774 17,846 SH   DFND 1.2 0 17,846 0
BORGWARNER INC COM 099724106 469 10,816 SH   DFND 1,2,3 0 10,816 0
BOSTON PROPERTIES INC COM 101121101 3,532 25,621 SH   DFND 1.2 0 25,621 0
BOSTON PROPERTIES INC COM 101121101 19,838 143,902 SH   DFND 1,2,3 0 143,902 0
BOSTON PROPERTIES INC COM 101121101 207 1,500 SH   DFND 1,2,4 0 1,500 0
BOSTON SCIENTIFIC CORP COM 101137107 46,891 1,036,943 SH   DFND 1.2 0 1,036,943 0
BOSTON SCIENTIFIC CORP COM 101137107 385 8,521 SH   DFND 1,2,3 0 8,521 0
BRADY CORP CL A 104674106 69 1,199 SH   DFND 1,2,3 0 1,199 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2,402 152,520 SH   DFND 1,2,3 0 152,520 0
BRF SA SPONSORED ADR 10552T107 78 8,970 SH   DFND 1.2 0 8,970 0
BRIGGS & STRATTON CORP COM 109043109 15 2,237 SH   DFND 1,2,3 0 2,237 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 4,216 28,051 SH   DFND 1,2,3 0 28,051 0
BRIGHTHOUSE FINL INC COM 10922N103 4,999 127,438 SH   DFND 1,2,3 0 127,438 0
BRINKER INTL INC COM 109641100 139 3,313 SH   DFND 1.2 0 3,313 0
BRINKER INTL INC COM 109641100 4,708 112,097 SH   DFND 1,2,3 0 112,097 0
BRISTOL MYERS SQUIBB CO COM 110122108 294 4,576 SH   DFND 1 0 4,576 0
BRISTOL MYERS SQUIBB CO COM 110122108 29,287 456,255 SH   DFND 1.2 0 456,255 0
BRISTOL MYERS SQUIBB CO COM 110122108 27,887 434,449 SH   DFND 1,2,3 0 434,449 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,081 48,000 SH   DFND 1,2,4 0 48,000 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 8 2,550 SH   DFND 1 0 2,550 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 297 98,752 SH   DFND 1.2 0 98,752 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 59 19,436 SH   DFND 1,2,3 0 19,436 0
BRIXMOR PPTY GROUP INC COM 11120U105 168 7,752 SH   DFND 1.2 0 7,752 0
BRIXMOR PPTY GROUP INC COM 11120U105 11,399 527,496 SH   DFND 1,2,3 0 527,496 0
BROADCOM INC COM 11135F101 46,514 147,187 SH   DFND 1.2 0 147,187 0
BROADCOM INC COM 11135F101 22,969 72,682 SH   DFND 1,2,3 0 72,682 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,267 10,256 SH   DFND 1.2 0 10,256 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 43 351 SH   DFND 1,2,3 0 351 0
BROOKDALE SR LIVING INC COM 112463104 99 13,670 SH   DFND 1,2,3 0 13,670 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 429 23,236 SH   DFND 1.2 0 23,236 0
BROOKLINE BANCORP INC DEL COM 11373M107 706 42,887 SH   DFND 1,2,3 0 42,887 0
BROOKS AUTOMATION INC COM 114340102 349 8,324 SH   DFND 1,2,3 0 8,324 0
BROWN & BROWN INC COM 115236101 1,823 46,186 SH   DFND 1.2 0 46,186 0
BROWN & BROWN INC COM 115236101 30 755 SH   DFND 1,2,3 0 755 0
BROWN FORMAN CORP CL B 115637209 1,856 27,457 SH   DFND 1.2 0 27,457 0
BROWN FORMAN CORP CL B 115637209 496 7,336 SH   DFND 1,2,3 0 7,336 0
BRUNSWICK CORP COM 117043109 331 5,518 SH   DFND 1,2,3 0 5,518 0
BUNGE LIMITED COM G16962105 231 4,015 SH   DFND 1 0 4,015 0
BUNGE LIMITED COM G16962105 758 13,168 SH   DFND 1.2 0 13,168 0
BURLINGTON STORES INC COM 122017106 1,555 6,818 SH   DFND 1.2 0 6,818 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 758 9,699 SH   DFND 1.2 0 9,699 0
CABOT OIL & GAS CORP COM 127097103 2,418 138,910 SH   DFND 1.2 0 138,910 0
CABOT OIL & GAS CORP COM 127097103 2,965 170,308 SH   DFND 1,2,3 0 170,308 0
CACI INTL INC CL A 127190304 2,183 8,734 SH   DFND 1,2,3 0 8,734 0
CADENCE DESIGN SYSTEM INC COM 127387108 7,574 109,195 SH   DFND 1.2 0 109,195 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,935 85,574 SH   DFND 1,2,3 0 85,574 0
CADIZ INC COM NEW 127537207 3,627 329,144 SH   DFND 1,2,3 0 329,144 0
CAESARS ENTMT CORP COM 127686103 7,048 518,215 SH   DFND 1,2,3 0 518,215 0
CALAVO GROWERS INC COM 128246105 59 655 SH   DFND 1,2,3 0 655 0
CALIFORNIA WTR SVC GROUP COM 130788102 23,669 459,051 SH   DFND 1,2,3 0 459,051 0
CALLAWAY GOLF CO COM 131193104 2,724 128,488 SH   DFND 1,2,3 0 128,488 0
CALYXT INC COM 13173L107 105 15,000 SH   DFND 1 0 15,000 0
CAMDEN PPTY TR SH BEN INT 133131102 2,174 20,489 SH   DFND 1.2 0 20,489 0
CAMDEN PPTY TR SH BEN INT 133131102 138 1,300 SH   DFND 1,2,4 0 1,300 0
CAMECO CORP COM 13321L108 236 26,501 SH   DFND 1.2 0 26,501 0
CAMPBELL SOUP CO COM 134429109 11,232 227,278 SH   DFND 1.2 0 227,278 0
CAMPBELL SOUP CO COM 134429109 10,847 219,492 SH   DFND 1,2,3 0 219,492 0
CANADIAN SOLAR INC COM 136635109 1,254 56,756 SH   DFND 1,2,3 0 56,756 0
CAPITAL CITY BK GROUP INC COM 139674105 133 4,351 SH   DFND 1,2,3 0 4,351 0
CAPITAL ONE FINL CORP COM 14040H105 11,839 115,046 SH   DFND 1.2 0 115,046 0
CAPITAL ONE FINL CORP COM 14040H105 47,304 459,661 SH   DFND 1,2,3 0 459,661 0
CAPRI HOLDINGS LIMITED SHS G1890L107 320 8,375 SH   DFND 1.2 0 8,375 0
CAPRI HOLDINGS LIMITED SHS G1890L107 221 5,802 SH   DFND 1,2,3 0 5,802 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,235 155,994 SH   DFND 1,2,3 0 155,994 0
CARBO CERAMICS INC COM 140781105 5 20,438 SH   DFND 1,2,3 0 20,438 0
CARDINAL HEALTH INC COM 14149Y108 9,277 183,417 SH   DFND 1.2 0 183,417 0
CARDINAL HEALTH INC COM 14149Y108 14,489 286,465 SH   DFND 1,2,3 0 286,465 0
CARDTRONICS PLC SHS CL A G1991C105 1,176 26,332 SH   DFND 1,2,3 0 26,332 0
CAREER EDUCATION CORP COM 141665109 929 50,526 SH   DFND 1,2,3 0 50,526 0
CARETRUST REIT INC COM 14174T107 295 14,287 SH   DFND 1.2 0 14,287 0
CARLISLE COS INC COM 142339100 27 166 SH   DFND 1.2 0 166 0
CARLISLE COS INC COM 142339100 6,201 38,314 SH   DFND 1,2,3 0 38,314 0
CARMAX INC COM 143130102 1,413 16,115 SH   DFND 1.2 0 16,115 0
CARMAX INC COM 143130102 43 495 SH   DFND 1,2,3 0 495 0
CARNIVAL CORP UNIT 99/99/9999 143658300 89 1,750 SH   DFND 1 0 1,750 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,319 45,626 SH   DFND 1.2 0 45,626 0
CARNIVAL CORP UNIT 99/99/9999 143658300 8,330 163,884 SH   DFND 1,2,3 0 163,884 0
CARS COM INC COM 14575E105 42 3,446 SH   DFND 1.2 0 3,446 0
CARS COM INC COM 14575E105 3,021 247,200 SH   DFND 1,2,3 0 247,200 0
CASEYS GEN STORES INC COM 147528103 6,900 43,399 SH   DFND 1,2,3 0 43,399 0
CATERPILLAR INC DEL COM 149123101 8,560 57,962 SH   DFND 1.2 0 57,962 0
CATERPILLAR INC DEL COM 149123101 31,951 216,351 SH   DFND 1,2,3 0 216,351 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,679 13,994 SH   DFND 1.2 0 13,994 0
CBRE GROUP INC CL A 12504L109 5,237 85,450 SH   DFND 1.2 0 85,450 0
CBRE GROUP INC CL A 12504L109 19,624 320,188 SH   DFND 1,2,3 0 320,188 0
CBRE GROUP INC CL A 12504L109 245 4,000 SH   DFND 1,2,4 0 4,000 0
CDK GLOBAL INC COM 12508E101 1,161 21,225 SH   DFND 1.2 0 21,225 0
CDK GLOBAL INC COM 12508E101 23 425 SH   DFND 1,2,3 0 425 0
CDW CORP COM 12514G108 46,161 323,163 SH   DFND 1.2 0 323,163 0
CDW CORP COM 12514G108 22,381 156,685 SH   DFND 1,2,3 0 156,685 0
CEDAR REALTY TRUST INC COM NEW 150602209 299 101,304 SH   DFND 1,2,3 0 101,304 0
CELANESE CORP DEL COM 150870103 1,818 14,765 SH   DFND 1.2 0 14,765 0
CELANESE CORP DEL COM 150870103 720 5,851 SH   DFND 1,2,3 0 5,851 0
CELLECTIS S A SPONSORED ADS 15117K103 319 18,621 SH   DFND 1,2,3 0 18,621 0
CENTENE CORP DEL COM 15135B101 270 4,300 SH   DFND 1 0 4,300 0
CENTENE CORP DEL COM 15135B101 3,307 52,597 SH   DFND 1.2 0 52,597 0
CENTENE CORP DEL COM 15135B101 326 5,190 SH   DFND 1,2,3 0 5,190 0
CENTERPOINT ENERGY INC COM 15189T107 1,086 39,842 SH   DFND 1.2 0 39,842 0
CENTERPOINT ENERGY INC COM 15189T107 7 249 SH   DFND 1,2,3 0 249 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 17 3,767 SH   DFND 1,2,4 0 3,767 0
CENTRAL GARDEN & PET CO COM 153527106 474 15,242 SH   DFND 1,2,3 0 15,242 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 127 4,330 SH   DFND 1.2 0 4,330 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,154 39,011 SH   DFND 1,2,3 0 39,011 0
CENTURYLINK INC COM 156700106 10,042 760,207 SH   DFND 1.2 0 760,207 0
CENTURYLINK INC COM 156700106 70 5,306 SH   DFND 1,2,3 0 5,306 0
CERENCE INC COM 156727109 426 18,819 SH   DFND 1,2,3 0 18,819 0
CERNER CORP COM 156782104 2,002 27,277 SH   DFND 1.2 0 27,277 0
CF INDS HLDGS INC COM 125269100 5,596 117,220 SH   DFND 1.2 0 117,220 0
CF INDS HLDGS INC COM 125269100 25,847 541,404 SH   DFND 1,2,3 0 541,404 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 12 25 SH   DFND 1 0 25 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,462 19,507 SH   DFND 1.2 0 19,507 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 35,214 72,595 SH   DFND 1,2,3 0 72,595 0
CHATHAM LODGING TR COM 16208T102 242 13,200 SH   DFND 1,2,3 0 13,200 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 646 5,819 SH   DFND 1.2 0 5,819 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 48 430 SH   DFND 1,2,3 0 430 0
CHEESECAKE FACTORY INC COM 163072101 30 780 SH   DFND 1,2,3 0 780 0
CHEFS WHSE INC COM 163086101 509 13,343 SH   DFND 1,2,3 0 13,343 0
CHEGG INC COM 163092109 3,241 85,491 SH   DFND 1,2,3 0 85,491 0
CHEMED CORP NEW COM 16359R103 2,560 5,827 SH   DFND 1,2,3 0 5,827 0
CHENIERE ENERGY INC COM NEW 16411R208 7,427 121,621 SH   DFND 1.2 0 121,621 0
CHENIERE ENERGY INC COM NEW 16411R208 6,756 110,634 SH   DFND 1,2,3 0 110,634 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 317 400,000 PRN   DFND 1.2 0 400,000 0
CHESAPEAKE ENERGY CORP COM 165167107 80 97,237 SH   DFND 1.2 0 97,237 0
CHEVRON CORP NEW COM 166764100 33 277 SH   DFND 1 0 277 0
CHEVRON CORP NEW COM 166764100 47,177 391,475 SH   DFND 1.2 0 391,475 0
CHEVRON CORP NEW COM 166764100 8,217 68,188 SH   DFND 1,2,3 0 68,188 0
CHICOS FAS INC COM 168615102 329 86,405 SH   DFND 1,2,3 0 86,405 0
CHILDRENS PL INC COM 168905107 8 135 SH   DFND 1 0 135 0
CHILDRENS PL INC COM 168905107 1,091 17,443 SH   DFND 1,2,3 0 17,443 0
CHIMERA INVT CORP COM NEW 16934Q208 509 24,768 SH   DFND 1,2,3 0 24,768 0
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 167 45,832 SH   DFND 1.2 0 45,832 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 225 200,000 PRN   DFND 1.2 0 200,000 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,956 2,337 SH   DFND 1.2 0 2,337 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 82 98 SH   DFND 1,2,3 0 98 0
CHOICE HOTELS INTL INC COM 169905106 5,313 51,372 SH   DFND 1,2,3 0 51,372 0
CHUBB LIMITED COM H1467J104 7,606 48,861 SH   DFND 1.2 0 48,861 0
CHUBB LIMITED COM H1467J104 59 382 SH   DFND 1,2,3 0 382 0
CHURCH & DWIGHT INC COM 171340102 1,489 21,163 SH   DFND 1.2 0 21,163 0
CHURCH & DWIGHT INC COM 171340102 5,102 72,527 SH   DFND 1,2,3 0 72,527 0
CHURCHILL DOWNS INC COM 171484108 2,551 18,594 SH   DFND 1,2,3 0 18,594 0
CHUYS HLDGS INC COM 171604101 456 17,576 SH   DFND 1,2,3 0 17,576 0
CIGNA CORP NEW COM 125523100 85 415 SH   DFND 1 0 415 0
CIGNA CORP NEW COM 125523100 9,834 48,090 SH   DFND 1.2 0 48,090 0
CIGNA CORP NEW COM 125523100 439 2,147 SH   DFND 1,2,3 0 2,147 0
CIMAREX ENERGY CO COM 171798101 256 4,878 SH   DFND 1.2 0 4,878 0
CIMPRESS PLC SHS EURO G2143T103 138 1,100 SH   DFND 1.2 0 1,100 0
CIMPRESS PLC SHS EURO G2143T103 7,681 61,073 SH   DFND 1,2,3 0 61,073 0
CINCINNATI BELL INC NEW COM NEW 171871502 682 65,181 SH   DFND 1,2,3 0 65,181 0
CINCINNATI FINL CORP COM 172062101 1,720 16,359 SH   DFND 1.2 0 16,359 0
CINCINNATI FINL CORP COM 172062101 4,660 44,322 SH   DFND 1,2,3 0 44,322 0
CINTAS CORP COM 172908105 6,915 25,699 SH   DFND 1.2 0 25,699 0
CINTAS CORP COM 172908105 4,341 16,134 SH   DFND 1,2,3 0 16,134 0
CIRRUS LOGIC INC COM 172755100 576 6,991 SH   DFND 1.2 0 6,991 0
CIRRUS LOGIC INC COM 172755100 853 10,350 SH   DFND 1,2,3 0 10,350 0
CISCO SYS INC COM 17275R102 35,684 744,032 SH   DFND 1.2 0 744,032 0
CISCO SYS INC COM 17275R102 52,277 1,090,014 SH   DFND 1,2,3 0 1,090,014 0
CISCO SYS INC COM 17275R102 1,487 31,000 SH   DFND 1,2,4 0 31,000 0
CIT GROUP INC COM NEW 125581801 313 6,862 SH   DFND 1.2 0 6,862 0
CIT GROUP INC COM NEW 125581801 29 640 SH   DFND 1,2,3 0 640 0
CITIGROUP INC COM NEW 172967424 55,051 689,086 SH   DFND 1.2 0 689,086 0
CITIGROUP INC COM NEW 172967424 62,777 785,792 SH   DFND 1,2,3 0 785,792 0
CITIGROUP INC COM NEW 172967424 8,069 101,000 SH   DFND 1,2,4 0 101,000 0
CITIZENS FINL GROUP INC COM 174610105 4,413 108,659 SH   DFND 1.2 0 108,659 0
CITIZENS FINL GROUP INC COM 174610105 30,647 754,660 SH   DFND 1,2,3 0 754,660 0
CITRIX SYS INC COM 177376100 2,430 21,908 SH   DFND 1.2 0 21,908 0
CITRIX SYS INC COM 177376100 16,245 146,486 SH   DFND 1,2,3 0 146,486 0
CITY HLDG CO COM 177835105 15 178 SH   DFND 1,2,3 0 178 0
CLEAN HARBORS INC COM 184496107 1,235 14,404 SH   DFND 1.2 0 14,404 0
CLEAN HARBORS INC COM 184496107 6,926 80,773 SH   DFND 1,2,3 0 80,773 0
CLEARWATER PAPER CORP COM 18538R103 604 28,279 SH   DFND 1,2,3 0 28,279 0
CLOROX CO DEL COM 189054109 1,617 10,531 SH   DFND 1.2 0 10,531 0
CLOROX CO DEL COM 189054109 42 272 SH   DFND 1,2,3 0 272 0
CLOVIS ONCOLOGY INC COM 189464100 133 12,713 SH   DFND 1.2 0 12,713 0
CME GROUP INC COM 12572Q105 13,178 65,654 SH   DFND 1.2 0 65,654 0
CME GROUP INC COM 12572Q105 60 300 SH   DFND 1,2,3 0 300 0
CMS ENERGY CORP COM 125896100 1,908 30,360 SH   DFND 1.2 0 30,360 0
CMS ENERGY CORP COM 125896100 81 1,282 SH   DFND 1,2,3 0 1,282 0
CNO FINL GROUP INC COM 12621E103 183 10,103 SH   DFND 1.2 0 10,103 0
CNO FINL GROUP INC COM 12621E103 695 38,343 SH   DFND 1,2,3 0 38,343 0
CNX RESOURCES CORPORATION COM 12653C108 107 12,081 SH   DFND 1.2 0 12,081 0
CNX RESOURCES CORPORATION COM 12653C108 2,519 284,601 SH   DFND 1,2,3 0 284,601 0
COCA COLA CO COM 191216100 228 4,115 SH   DFND 1 0 4,115 0
COCA COLA CO COM 191216100 61,461 1,110,415 SH   DFND 1.2 0 1,110,415 0
COCA COLA CO COM 191216100 378 6,828 SH   DFND 1,2,3 0 6,828 0
COCA COLA CO COM 191216100 803 14,500 SH   DFND 1,2,4 0 14,500 0
COCA COLA CONSOLIDATED INC COM 191098102 3 11 SH   DFND 1.2 0 11 0
COCA COLA CONSOLIDATED INC COM 191098102 5,567 19,600 SH   DFND 1,2,3 0 19,600 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 24,117 474,006 SH   DFND 1.2 0 474,006 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 21,814 428,744 SH   DFND 1,2,3 0 428,744 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 597 9,077 SH   DFND 1,2,3 0 9,077 0
COGNEX CORP COM 192422103 2,357 42,067 SH   DFND 1.2 0 42,067 0
COGNEX CORP COM 192422103 406 7,252 SH   DFND 1,2,3 0 7,252 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,300 101,575 SH   DFND 1.2 0 101,575 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,976 112,486 SH   DFND 1,2,3 0 112,486 0
COLGATE PALMOLIVE CO COM 194162103 6,459 93,820 SH   DFND 1.2 0 93,820 0
COLGATE PALMOLIVE CO COM 194162103 14,239 206,835 SH   DFND 1,2,3 0 206,835 0
COLONY CAP INC NEW CL A COM 19626G108 4,596 967,523 SH   DFND 1,2,3 0 967,523 0
COLUMBIA SPORTSWEAR CO COM 198516106 6,048 60,361 SH   DFND 1,2,3 0 60,361 0
COMCAST CORP NEW CL A 20030N101 28 620 SH   DFND 1 0 620 0
COMCAST CORP NEW CL A 20030N101 95,482 2,123,238 SH   DFND 1.2 0 2,123,238 0
COMCAST CORP NEW CL A 20030N101 53,622 1,192,406 SH   DFND 1,2,3 0 1,192,406 0
COMCAST CORP NEW CL A 20030N101 2,249 50,000 SH   DFND 1,2,4 0 50,000 0
COMERICA INC COM 200340107 1,135 15,818 SH   DFND 1.2 0 15,818 0
COMERICA INC COM 200340107 11,298 157,468 SH   DFND 1,2,3 0 157,468 0
COMFORT SYS USA INC COM 199908104 264 5,298 SH   DFND 1,2,3 0 5,298 0
COMMSCOPE HLDG CO INC COM 20337X109 166 11,678 SH   DFND 1.2 0 11,678 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,109 382,458 SH   DFND 1,2,3 0 382,458 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 146 3,418 SH   DFND 1,2,3 0 3,418 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 87 3,975 SH   DFND 1.2 0 3,975 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 119 7,022 SH   DFND 1.2 0 7,022 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 639 33,704 SH   DFND 1.2 0 33,704 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 73 4,822 SH   DFND 1.2 0 4,822 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,339 154,873 SH   DFND 1,2,3 0 154,873 0
COMPUTER PROGRAMS & SYS INC COM 205306103 643 24,351 SH   DFND 1,2,3 0 24,351 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,286 36,228 SH   DFND 1,2,3 0 36,228 0
CONAGRA BRANDS INC COM 205887102 445 13,000 SH   DFND 1 0 13,000 0
CONAGRA BRANDS INC COM 205887102 2,430 70,968 SH   DFND 1.2 0 70,968 0
CONCHO RES INC COM 20605P101 1,696 19,373 SH   DFND 1.2 0 19,373 0
CONDUENT INC COM 206787103 29 4,635 SH   DFND 1.2 0 4,635 0
CONDUENT INC COM 206787103 2,372 382,502 SH   DFND 1,2,3 0 382,502 0
CONMED CORP COM 207410101 2,115 18,912 SH   DFND 1,2,3 0 18,912 0
CONNS INC COM 208242107 779 62,891 SH   DFND 1,2,3 0 62,891 0
CONOCOPHILLIPS COM 20825C104 18,154 279,158 SH   DFND 1.2 0 279,158 0
CONOCOPHILLIPS COM 20825C104 38,029 584,794 SH   DFND 1,2,3 0 584,794 0
CONOCOPHILLIPS COM 20825C104 6,178 95,000 SH   DFND 1,2,4 0 95,000 0
CONSOL ENERGY INC NEW COM 20854L108 699 48,146 SH   DFND 1,2,3 0 48,146 0
CONSOLIDATED COMM HLDGS INC COM 209034107 667 172,021 SH   DFND 1,2,3 0 172,021 0
CONSOLIDATED EDISON INC COM 209115104 5,887 65,067 SH   DFND 1.2 0 65,067 0
CONSOLIDATED EDISON INC COM 209115104 62 681 SH   DFND 1,2,3 0 681 0
CONSOLIDATED WATER CO INC ORD G23773107 1,667 102,293 SH   DFND 1,2,3 0 102,293 0
CONSTELLATION BRANDS INC CL A 21036P108 4,218 22,227 SH   DFND 1.2 0 22,227 0
CONSTELLATION BRANDS INC CL A 21036P108 74 392 SH   DFND 1,2,3 0 392 0
CONSTELLATION BRANDS INC CL A 21036P108 380 2,000 SH   DFND 1,2,4 0 2,000 0
CONTINENTAL RESOURCES INC COM 212015101 392 11,426 SH   DFND 1.2 0 11,426 0
COOPER COS INC COM NEW 216648402 4,721 14,695 SH   DFND 1.2 0 14,695 0
COOPER TIRE & RUBR CO COM 216831107 48 1,685 SH   DFND 1,2,3 0 1,685 0
COPART INC COM 217204106 1,967 21,635 SH   DFND 1.2 0 21,635 0
COPART INC COM 217204106 42 457 SH   DFND 1,2,3 0 457 0
CORCEPT THERAPEUTICS INC COM 218352102 587 48,492 SH   DFND 1,2,3 0 48,492 0
CORE LABORATORIES N V COM N22717107 13 356 SH   DFND 1.2 0 356 0
CORECIVIC INC COM 21871N101 531 30,581 SH   DFND 1,2,3 0 30,581 0
CORELOGIC INC COM 21871D103 1,399 32,009 SH   DFND 1,2,3 0 32,009 0
CORNING INC COM 219350105 26 910 SH   DFND 1 0 910 0
CORNING INC COM 219350105 3,217 110,518 SH   DFND 1.2 0 110,518 0
CORNING INC COM 219350105 342 11,756 SH   DFND 1,2,3 0 11,756 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 133 4,540 SH   DFND 1.2 0 4,540 0
CORTEVA INC COM 22052L104 3,083 104,306 SH   DFND 1.2 0 104,306 0
CORTEVA INC COM 22052L104 5,303 179,388 SH   DFND 1,2,3 0 179,388 0
CORVEL CORP COM 221006109 604 6,916 SH   DFND 1,2,3 0 6,916 0
COSTAR GROUP INC COM 22160N109 3,242 5,419 SH   DFND 1.2 0 5,419 0
COSTAR GROUP INC COM 22160N109 58 97 SH   DFND 1,2,3 0 97 0
COSTCO WHSL CORP NEW COM 22160K105 13,411 45,629 SH   DFND 1.2 0 45,629 0
COSTCO WHSL CORP NEW COM 22160K105 2,107 7,167 SH   DFND 1,2,3 0 7,167 0
COTY INC COM CL A 222070203 212 18,869 SH   DFND 1.2 0 18,869 0
COVANTA HLDG CORP COM 22282E102 313 21,084 SH   DFND 1,2,3 0 21,084 0
COVETRUS INC COM 22304C100 19 1,451 SH   DFND 1.2 0 1,451 0
COVETRUS INC COM 22304C100 310 23,449 SH   DFND 1,2,3 0 23,449 0
CPFL ENERGIA S A SPONSORED ADR 126153105 7 420 SH   DFND 1.2 0 420 0
CRANE CO COM 224399105 1,942 22,484 SH   DFND 1.2 0 22,484 0
CRANE CO COM 224399105 418 4,840 SH   DFND 1,2,3 0 4,840 0
CREDICORP LTD COM G2519Y108 9,734 45,674 SH   DFND 1.2 0 45,674 0
CREDICORP LTD COM G2519Y108 15,998 75,064 SH   DFND 1,2,3 0 75,064 0
CREE INC COM 225447101 1,077 23,333 SH   DFND 1,2,3 0 23,333 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 73 1,200 SH   DFND 1 0 1,200 0
CROCS INC COM 227046109 22 529 SH   DFND 1.2 0 529 0
CROCS INC COM 227046109 4,133 98,666 SH   DFND 1,2,3 0 98,666 0
CROWDSTRIKE HLDGS INC CL A 22788C105 349 6,998 SH   DFND 1,2,3 0 6,998 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,404 73,189 SH   DFND 1.2 0 73,189 0
CROWN CASTLE INTL CORP NEW COM 22822V101 18,187 127,943 SH   DFND 1,2,3 0 127,943 0
CROWN CASTLE INTL CORP NEW COM 22822V101 100 700 SH   DFND 1,2,4 0 700 0
CROWN HOLDINGS INC COM 228368106 640 8,818 SH   DFND 1.2 0 8,818 0
CRYOLIFE INC COM 228903100 176 6,489 SH   DFND 1,2,3 0 6,489 0
CSG SYS INTL INC COM 126349109 1,159 22,378 SH   DFND 1,2,3 0 22,378 0
CSX CORP COM 126408103 4,888 67,558 SH   DFND 1.2 0 67,558 0
CSX CORP COM 126408103 18,695 258,358 SH   DFND 1,2,3 0 258,358 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 395 400,000 PRN   DFND 1.2 0 400,000 0
CTS CORP COM 126501105 777 25,908 SH   DFND 1,2,3 0 25,908 0
CUBESMART COM 229663109 104 3,292 SH   DFND 1.2 0 3,292 0
CUMMINS INC COM 231021106 2,404 13,432 SH   DFND 1.2 0 13,432 0
CUMMINS INC COM 231021106 19,152 107,016 SH   DFND 1,2,3 0 107,016 0
CURTISS WRIGHT CORP COM 231561101 5,937 42,138 SH   DFND 1.2 0 42,138 0
CURTISS WRIGHT CORP COM 231561101 79 560 SH   DFND 1,2,3 0 560 0
CUSTOMERS BANCORP INC COM 23204G100 527 22,135 SH   DFND 1,2,3 0 22,135 0
CVR ENERGY INC COM 12662P108 4,377 108,260 SH   DFND 1.2 0 108,260 0
CVS HEALTH CORP COM 126650100 210 2,831 SH   DFND 1 0 2,831 0
CVS HEALTH CORP COM 126650100 17,883 240,713 SH   DFND 1.2 0 240,713 0
CVS HEALTH CORP COM 126650100 5,611 75,526 SH   DFND 1,2,3 0 75,526 0
CYRUSONE INC COM 23283R100 110 1,681 SH   DFND 1.2 0 1,681 0
CYRUSONE INC COM 23283R100 292 4,463 SH   DFND 1,2,3 0 4,463 0
D R HORTON INC COM 23331A109 1,746 33,092 SH   DFND 1.2 0 33,092 0
D R HORTON INC COM 23331A109 68 1,288 SH   DFND 1,2,3 0 1,288 0
DAKTRONICS INC COM 234264109 137 22,469 SH   DFND 1,2,3 0 22,469 0
DANAHER CORPORATION COM 235851102 153 1,000 SH   DFND 1 0 1,000 0
DANAHER CORPORATION COM 235851102 35,500 231,303 SH   DFND 1.2 0 231,303 0
DANAHER CORPORATION COM 235851102 37,471 244,141 SH   DFND 1,2,3 0 244,141 0
DANAHER CORPORATION COM 235851102 3,837 25,000 SH   DFND 1,2,4 0 25,000 0
DARDEN RESTAURANTS INC COM 237194105 1,451 13,315 SH   DFND 1.2 0 13,315 0
DARDEN RESTAURANTS INC COM 237194105 3,491 32,020 SH   DFND 1,2,3 0 32,020 0
DARLING INGREDIENTS INC COM 237266101 3,398 121,027 SH   DFND 1,2,3 0 121,027 0
DAVE & BUSTERS ENTMT INC COM 238337109 478 11,900 SH   DFND 1,2,3 0 11,900 0
DAVITA INC COM 23918K108 1,073 14,300 SH   DFND 1.2 0 14,300 0
DAVITA INC COM 23918K108 18,442 245,795 SH   DFND 1,2,3 0 245,795 0
DECKERS OUTDOOR CORP COM 243537107 11,676 69,145 SH   DFND 1,2,3 0 69,145 0
DEERE & CO COM 244199105 87 500 SH   DFND 1 0 500 0
DEERE & CO COM 244199105 4,537 26,188 SH   DFND 1.2 0 26,188 0
DEERE & CO COM 244199105 67 389 SH   DFND 1,2,3 0 389 0
DELEK US HLDGS INC NEW COM 24665A103 3,802 113,377 SH   DFND 1.2 0 113,377 0
DELL TECHNOLOGIES INC CL C 24703L202 2,590 50,406 SH   DFND 1.2 0 50,406 0
DELL TECHNOLOGIES INC CL C 24703L202 25,063 487,697 SH   DFND 1,2,3 0 487,697 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 7 562 SH   DFND 1.2 0 562 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 506 39,455 SH   DFND 1,2,3 0 39,455 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,706 63,368 SH   DFND 1.2 0 63,368 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,883 49,302 SH   DFND 1,2,3 0 49,302 0
DENTSPLY SIRONA INC COM 24906P109 2,784 49,193 SH   DFND 1.2 0 49,193 0
DESIGNER BRANDS INC CL A 250565108 288 18,322 SH   DFND 1,2,3 0 18,322 0
DEVON ENERGY CORP NEW COM 25179M103 1,182 45,524 SH   DFND 1.2 0 45,524 0
DEXCOM INC COM 252131107 10,486 47,936 SH   DFND 1.2 0 47,936 0
DEXCOM INC COM 252131107 68 311 SH   DFND 1,2,3 0 311 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 446 300,000 PRN   DFND 1.2 0 300,000 0
DHI GROUP INC COM 23331S100 937 311,331 SH   DFND 1,2,3 0 311,331 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,861 397,951 SH   DFND 1,2,3 0 397,951 0
DIAMONDBACK ENERGY INC COM 25278X109 1,544 16,625 SH   DFND 1.2 0 16,625 0
DIAMONDROCK HOSPITALITY CO COM 252784301 9 805 SH   DFND 1.2 0 805 0
DICKS SPORTING GOODS INC COM 253393102 54 1,088 SH   DFND 1.2 0 1,088 0
DICKS SPORTING GOODS INC COM 253393102 23,341 471,637 SH   DFND 1,2,3 0 471,637 0
DIEBOLD NXDF INC COM 253651103 1,414 133,927 SH   DFND 1,2,3 0 133,927 0
DIGI INTL INC COM 253798102 523 29,541 SH   DFND 1,2,3 0 29,541 0
DIGITAL RLTY TR INC COM 253868103 10,000 83,512 SH   DFND 1.2 0 83,512 0
DIGITAL RLTY TR INC COM 253868103 718 6,000 SH   DFND 1,2,4 0 6,000 0
DILLARDS INC CL A 254067101 1,703 23,179 SH   DFND 1,2,3 0 23,179 0
DIME CMNTY BANCSHARES COM 253922108 502 24,023 SH   DFND 1,2,3 0 24,023 0
DIODES INC COM 254543101 2,233 39,621 SH   DFND 1,2,3 0 39,621 0
DIPLOMAT PHARMACY INC COM 25456K101 30 7,621 SH   DFND 1,2,3 0 7,621 0
DISCOVER FINL SVCS COM 254709108 5,008 59,046 SH   DFND 1.2 0 59,046 0
DISCOVER FINL SVCS COM 254709108 15,185 179,030 SH   DFND 1,2,3 0 179,030 0
DISCOVERY INC COM SER A 25470F104 62 1,900 SH   DFND 1 0 1,900 0
DISCOVERY INC COM SER A 25470F104 246 7,519 SH   DFND 1.2 0 7,519 0
DISCOVERY INC COM SER C 25470F302 1,189 39,005 SH   DFND 1.2 0 39,005 0
DISH NETWORK CORP CL A 25470M109 802 22,616 SH   DFND 1.2 0 22,616 0
DISH NETWORK CORP CL A 25470M109 250 7,038 SH   DFND 1,2,3 0 7,038 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 1,260 1,300,000 PRN   DFND 1.2 0 1,300,000 0
DISNEY WALT CO COM DISNEY 254687106 38 265 SH   DFND 1 0 265 0
DISNEY WALT CO COM DISNEY 254687106 84,921 587,159 SH   DFND 1.2 0 587,159 0
DISNEY WALT CO COM DISNEY 254687106 40,925 282,960 SH   DFND 1,2,3 0 282,960 0
DISNEY WALT CO COM DISNEY 254687106 2,979 20,600 SH   DFND 1,2,4 0 20,600 0
DOCUSIGN INC COM 256163106 509 6,864 SH   DFND 1.2 0 6,864 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 497 400,000 PRN   DFND 1.2 0 400,000 0
DOLLAR GEN CORP NEW COM 256677105 19 120 SH   DFND 1 0 120 0
DOLLAR GEN CORP NEW COM 256677105 5,862 37,583 SH   DFND 1.2 0 37,583 0
DOLLAR GEN CORP NEW COM 256677105 21 136 SH   DFND 1,2,3 0 136 0
DOLLAR TREE INC COM 256746108 2,236 23,771 SH   DFND 1.2 0 23,771 0
DOLLAR TREE INC COM 256746108 23 242 SH   DFND 1,2,3 0 242 0
DOMINION ENERGY INC COM 25746U109 7,206 87,014 SH   DFND 1.2 0 87,014 0
DOMINION ENERGY INC COM 25746U109 64 770 SH   DFND 1,2,3 0 770 0
DOMINOS PIZZA INC COM 25754A201 2,816 9,585 SH   DFND 1.2 0 9,585 0
DOMINOS PIZZA INC COM 25754A201 205 699 SH   DFND 1,2,3 0 699 0
DOVER CORP COM 260003108 1,853 16,075 SH   DFND 1.2 0 16,075 0
DOVER CORP COM 260003108 16,021 139,002 SH   DFND 1,2,3 0 139,002 0
DOW INC COM 260557103 30,231 552,370 SH   DFND 1.2 0 552,370 0
DOW INC COM 260557103 3,321 60,677 SH   DFND 1,2,3 0 60,677 0
DOW INC COM 260557103 766 14,000 SH   DFND 1,2,4 0 14,000 0
DRIL QUIP INC COM 262037104 4,091 87,202 SH   DFND 1,2,3 0 87,202 0
DROPBOX INC CL A 26210C104 422 23,573 SH   DFND 1.2 0 23,573 0
DSP GROUP INC COM 23332B106 432 27,425 SH   DFND 1,2,3 0 27,425 0
DTE ENERGY CO COM 233331107 5,092 39,209 SH   DFND 1.2 0 39,209 0
DTE ENERGY CO COM 233331107 48 373 SH   DFND 1,2,3 0 373 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,840 64,026 SH   DFND 1.2 0 64,026 0
DUKE REALTY CORP COM NEW 264411505 10,494 302,688 SH   DFND 1.2 0 302,688 0
DUKE REALTY CORP COM NEW 264411505 391 11,290 SH   DFND 1,2,3 0 11,290 0
DUKE REALTY CORP COM NEW 264411505 312 9,000 SH   DFND 1,2,4 0 9,000 0
DUPONT DE NEMOURS INC COM 26614N102 6,848 106,663 SH   DFND 1.2 0 106,663 0
DUPONT DE NEMOURS INC COM 26614N102 42,555 662,855 SH   DFND 1,2,3 0 662,855 0
DXC TECHNOLOGY CO COM 23355L106 2,708 72,033 SH   DFND 1.2 0 72,033 0
DXC TECHNOLOGY CO COM 23355L106 5,442 144,782 SH   DFND 1,2,3 0 144,782 0
DXP ENTERPRISES INC NEW COM NEW 233377407 802 20,137 SH   DFND 1,2,3 0 20,137 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,010 22,265 SH   DFND 1.2 0 22,265 0
E TRADE FINANCIAL CORP COM NEW 269246401 16,307 359,417 SH   DFND 1,2,3 0 359,417 0
EAGLE MATERIALS INC COM 26969P108 797 8,788 SH   DFND 1,2,3 0 8,788 0
EAGLE PHARMACEUTICALS INC COM 269796108 909 15,122 SH   DFND 1,2,3 0 15,122 0
EAST WEST BANCORP INC COM 27579R104 850 17,447 SH   DFND 1.2 0 17,447 0
EASTGROUP PPTY INC COM 277276101 290 2,183 SH   DFND 1.2 0 2,183 0
EASTGROUP PPTY INC COM 277276101 417 3,143 SH   DFND 1,2,3 0 3,143 0
EASTMAN CHEMICAL CO COM 277432100 1,100 13,881 SH   DFND 1.2 0 13,881 0
EATON CORP PLC SHS G29183103 6,960 73,476 SH   DFND 1.2 0 73,476 0
EATON CORP PLC SHS G29183103 15,843 167,261 SH   DFND 1,2,3 0 167,261 0
EATON VANCE CORP COM NON VTG 278265103 595 12,749 SH   DFND 1.2 0 12,749 0
EATON VANCE CORP COM NON VTG 278265103 1,332 28,527 SH   DFND 1,2,3 0 28,527 0
EBAY INC COM 278642103 8,907 246,662 SH   DFND 1.2 0 246,662 0
EBAY INC COM 278642103 83,074 2,300,592 SH   DFND 1,2,3 0 2,300,592 0
EBIX INC COM NEW 278715206 73 2,179 SH   DFND 1,2,3 0 2,179 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 880 42,506 SH   DFND 1,2,3 0 42,506 0
ECHOSTAR CORP CL A 278768106 2,274 52,516 SH   DFND 1,2,3 0 52,516 0
ECOLAB INC COM 278865100 4,459 23,104 SH   DFND 1.2 0 23,104 0
ECOLAB INC COM 278865100 35,124 182,000 SH   DFND 1,2,3 0 182,000 0
ECOPETROL S A SPONSORED ADS 279158109 466 23,362 SH   DFND 1.2 0 23,362 0
EDGEWELL PERS CARE CO COM 28035Q102 84 2,726 SH   DFND 1.2 0 2,726 0
EDISON INTL COM 281020107 2,729 36,184 SH   DFND 1.2 0 36,184 0
EDITAS MEDICINE INC COM 28106W103 198 6,700 SH   DFND 1 0 6,700 0
EDWARDS LIFESCIENCES CORP COM 28176E108 23,765 101,869 SH   DFND 1.2 0 101,869 0
EDWARDS LIFESCIENCES CORP COM 28176E108 14,084 60,373 SH   DFND 1,2,3 0 60,373 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,576 23,900 SH   DFND 1,2,4 0 23,900 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 100 6,700 SH   DFND 1 0 6,700 0
EL PASO ELEC CO COM NEW 283677854 285 4,203 SH   DFND 1,2,3 0 4,203 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,419 48,187 SH   DFND 1.2 0 48,187 0
ELANCO ANIMAL HEALTH INC COM 28414H103 335 11,361 SH   DFND 1,2,3 0 11,361 0
ELASTIC N V ORD SHS N14506104 5,566 86,559 SH   DFND 1.2 0 86,559 0
ELASTIC N V ORD SHS N14506104 302 4,703 SH   DFND 1,2,3 0 4,703 0
ELECTRONIC ARTS INC COM 285512109 2,815 26,183 SH   DFND 1.2 0 26,183 0
ELECTRONIC ARTS INC COM 285512109 393 3,655 SH   DFND 1,2,3 0 3,655 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 152 8,685 SH   DFND 1.2 0 8,685 0
EMCOR GROUP INC COM 29084Q100 261 3,025 SH   DFND 1,2,3 0 3,025 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 141 2,611 SH   DFND 1,2,3 0 2,611 0
EMERSON ELEC CO COM 291011104 4,346 56,995 SH   DFND 1.2 0 56,995 0
EMERSON ELEC CO COM 291011104 40 530 SH   DFND 1,2,3 0 530 0
EMPIRE ST RLTY TR INC CL A 292104106 15 1,063 SH   DFND 1.2 0 1,063 0
EMPLOYERS HOLDINGS INC COM 292218104 67 1,614 SH   DFND 1.2 0 1,614 0
EMPLOYERS HOLDINGS INC COM 292218104 280 6,696 SH   DFND 1,2,3 0 6,696 0
ENCORE WIRE CORP COM 292562105 306 5,328 SH   DFND 1,2,3 0 5,328 0
ENDO INTL PLC SHS G30401106 447 95,237 SH   DFND 1,2,3 0 95,237 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,082 98,565 SH   DFND 1.2 0 98,565 0
ENEL CHILE S A SPONSORED ADR 29278D105 613 128,951 SH   DFND 1.2 0 128,951 0
ENERGIZER HLDGS INC NEW COM 29272W109 170 3,393 SH   DFND 1.2 0 3,393 0
ENERSYS COM 29275Y102 266 3,551 SH   DFND 1.2 0 3,551 0
ENERSYS COM 29275Y102 1,433 19,153 SH   DFND 1,2,3 0 19,153 0
ENOVA INTL INC COM 29357K103 796 33,065 SH   DFND 1,2,3 0 33,065 0
ENPHASE ENERGY INC COM 29355A107 313 11,975 SH   DFND 1,2,3 0 11,975 0
ENPRO INDS INC COM 29355X107 512 7,660 SH   DFND 1.2 0 7,660 0
ENPRO INDS INC COM 29355X107 2,883 43,107 SH   DFND 1,2,3 0 43,107 0
ENSIGN GROUP INC COM 29358P101 1,326 29,222 SH   DFND 1,2,3 0 29,222 0
ENTEGRIS INC COM 29362U104 5,468 109,163 SH   DFND 1,2,3 0 109,163 0
ENTERGY CORP NEW COM 29364G103 2,985 24,914 SH   DFND 1.2 0 24,914 0
ENTERGY CORP NEW COM 29364G103 498 4,158 SH   DFND 1,2,3 0 4,158 0
ENTERPRISE PRODS PARTNERS L COM 293792107 39 1,400 SH   DFND 1 0 1,400 0
ENVISTA HLDGS CORP COM 29415F104 2,962 99,929 SH   DFND 1.2 0 99,929 0
ENVISTA HLDGS CORP COM 29415F104 3,444 116,193 SH   DFND 1,2,3 0 116,193 0
EOG RES INC COM 26875P101 8,285 98,918 SH   DFND 1.2 0 98,918 0
EOG RES INC COM 26875P101 388 4,633 SH   DFND 1,2,3 0 4,633 0
EOG RES INC COM 26875P101 168 2,000 SH   DFND 1,2,4 0 2,000 0
EPAM SYS INC COM 29414B104 982 4,630 SH   DFND 1.2 0 4,630 0
EPAM SYS INC COM 29414B104 3,828 18,042 SH   DFND 1,2,3 0 18,042 0
EPLUS INC COM 294268107 670 7,950 SH   DFND 1,2,3 0 7,950 0
EPR PPTYS COM SH BEN INT 26884U109 46 645 SH   DFND 1 0 645 0
EPR PPTYS COM SH BEN INT 26884U109 421 5,958 SH   DFND 1.2 0 5,958 0
EQT CORP COM 26884L109 61 5,635 SH   DFND 1.2 0 5,635 0
EQUIFAX INC COM 294429105 1,556 11,106 SH   DFND 1.2 0 11,106 0
EQUIFAX INC COM 294429105 109 779 SH   DFND 1,2,3 0 779 0
EQUINIX INC COM 29444U700 13,453 23,048 SH   DFND 1.2 0 23,048 0
EQUINIX INC COM 29444U700 22,959 39,334 SH   DFND 1,2,3 0 39,334 0
EQUINIX INC COM 29444U700 525 900 SH   DFND 1,2,4 0 900 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 60 4,500 SH   DFND 1.2 0 4,500 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 381 28,529 SH   DFND 1,2,3 0 28,529 0
EQUITY COMWLTH COM SH BEN INT 294628102 9,251 281,776 SH   DFND 1,2,3 0 281,776 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,693 24,049 SH   DFND 1.2 0 24,049 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,909 55,530 SH   DFND 1,2,3 0 55,530 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 70 1,000 SH   DFND 1,2,4 0 1,000 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,780 83,788 SH   DFND 1.2 0 83,788 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 202 2,500 SH   DFND 1,2,4 0 2,500 0
ERA GROUP INC COM 26885G109 26 2,512 SH   DFND 1,2,3 0 2,512 0
ERIE INDTY CO CL A 29530P102 2,064 12,433 SH   DFND 1.2 0 12,433 0
ERIE INDTY CO CL A 29530P102 11 68 SH   DFND 1,2,3 0 68 0
ESCO TECHNOLOGIES INC COM 296315104 1,113 12,035 SH   DFND 1.2 0 12,035 0
ESCO TECHNOLOGIES INC COM 296315104 2,115 22,869 SH   DFND 1,2,3 0 22,869 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 1,060 42,743 SH   DFND 1.2 0 42,743 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 136 5,500 SH   DFND 1,2,4 0 5,500 0
ESSEX PPTY TR INC COM 297178105 3,465 11,516 SH   DFND 1.2 0 11,516 0
ESSEX PPTY TR INC COM 297178105 9,965 33,123 SH   DFND 1,2,3 0 33,123 0
ESSEX PPTY TR INC COM 297178105 181 600 SH   DFND 1,2,4 0 600 0
ETHAN ALLEN INTERIORS INC COM 297602104 37 1,961 SH   DFND 1,2,3 0 1,961 0
EVERCORE INC CLASS A 29977A105 5,180 69,292 SH   DFND 1,2,3 0 69,292 0
EVEREST RE GROUP LTD COM G3223R108 6,585 23,786 SH   DFND 1.2 0 23,786 0
EVERGY INC COM 30034W106 7,116 109,321 SH   DFND 1.2 0 109,321 0
EVERGY INC COM 30034W106 18,216 279,865 SH   DFND 1,2,3 0 279,865 0
EVERSOURCE ENERGY COM 30040W108 2,663 31,309 SH   DFND 1.2 0 31,309 0
EVERTEC INC COM 30040P103 855 25,112 SH   DFND 1,2,3 0 25,112 0
EXACT SCIENCES CORP COM 30063P105 1,194 12,914 SH   DFND 1.2 0 12,914 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 453 400,000 PRN   DFND 1.2 0 400,000 0
EXELIXIS INC COM 30161Q104 163 9,240 SH   DFND 1,2,3 0 9,240 0
EXELON CORP COM 30161N101 17 365 SH   DFND 1 0 365 0
EXELON CORP COM 30161N101 6,527 143,161 SH   DFND 1.2 0 143,161 0
EXELON CORP COM 30161N101 33,239 729,092 SH   DFND 1,2,3 0 729,092 0
EXELON CORP COM 30161N101 274 6,000 SH   DFND 1,2,4 0 6,000 0
EXPEDIA GROUP INC COM NEW 30212P303 1,219 11,274 SH   DFND 1.2 0 11,274 0
EXPEDIA GROUP INC COM NEW 30212P303 619 5,723 SH   DFND 1,2,3 0 5,723 0
EXPEDITORS INTL WASH INC COM 302130109 1,189 15,238 SH   DFND 1.2 0 15,238 0
EXPEDITORS INTL WASH INC COM 302130109 11,246 144,139 SH   DFND 1,2,3 0 144,139 0
EXPONENT INC COM 30214U102 979 14,188 SH   DFND 1,2,3 0 14,188 0
EXPRESS INC COM 30219E103 222 45,565 SH   DFND 1,2,3 0 45,565 0
EXTERRAN CORP COM 30227H106 9 1,131 SH   DFND 1,2,3 0 1,131 0
EXTRA SPACE STORAGE INC COM 30225T102 1,528 14,465 SH   DFND 1.2 0 14,465 0
EXXON MOBIL CORP COM 30231G102 35 500 SH   DFND 1 0 500 0
EXXON MOBIL CORP COM 30231G102 58,949 844,783 SH   DFND 1.2 0 844,783 0
EXXON MOBIL CORP COM 30231G102 27,370 392,227 SH   DFND 1,2,3 0 392,227 0
EZCORP INC CL A NON VTG 302301106 592 86,806 SH   DFND 1,2,3 0 86,806 0
F M C CORP COM NEW 302491303 20,559 205,962 SH   DFND 1.2 0 205,962 0
F M C CORP COM NEW 302491303 19,879 199,149 SH   DFND 1,2,3 0 199,149 0
F5 NETWORKS INC COM 315616102 659 4,722 SH   DFND 1.2 0 4,722 0
FACEBOOK INC CL A 30303M102 35 170 SH   DFND 1 0 170 0
FACEBOOK INC CL A 30303M102 108,326 527,774 SH   DFND 1.2 0 527,774 0
FACEBOOK INC CL A 30303M102 32,754 159,583 SH   DFND 1,2,3 0 159,583 0
FACTSET RESH SYS INC COM 303075105 2,118 7,895 SH   DFND 1.2 0 7,895 0
FACTSET RESH SYS INC COM 303075105 10,812 40,299 SH   DFND 1,2,3 0 40,299 0
FANG HLDGS LTD ADR NEW 30711Y201 131 45,832 SH   DFND 1.2 0 45,832 0
FASTENAL CO COM 311900104 2,108 57,062 SH   DFND 1.2 0 57,062 0
FBL FINL GROUP INC CL A 30239F106 109 1,858 SH   DFND 1.2 0 1,858 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 673 5,229 SH   DFND 1.2 0 5,229 0
FEDERAL SIGNAL CORP COM 313855108 872 27,049 SH   DFND 1,2,3 0 27,049 0
FEDEX CORP COM 31428X106 22 145 SH   DFND 1 0 145 0
FEDEX CORP COM 31428X106 3,618 23,929 SH   DFND 1.2 0 23,929 0
FEDEX CORP COM 31428X106 7,586 50,169 SH   DFND 1,2,3 0 50,169 0
FERRARI N V COM N3167Y103 2,795 16,885 SH   DFND 1.2 0 16,885 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,671 36,847 SH   DFND 1.2 0 36,847 0
FIDELITY NATL INFORMATION SV COM 31620M106 8,223 59,119 SH   DFND 1.2 0 59,119 0
FIDELITY NATL INFORMATION SV COM 31620M106 411 2,956 SH   DFND 1,2,3 0 2,956 0
FIESTA RESTAURANT GROUP INC COM 31660B101 118 11,971 SH   DFND 1,2,3 0 11,971 0
FIFTH THIRD BANCORP COM 316773100 2,172 70,660 SH   DFND 1.2 0 70,660 0
FIREEYE INC COM 31816Q101 50 3,000 SH   DFND 1 0 3,000 0
FIRST BANCORP P R COM NEW 318672706 1,947 183,816 SH   DFND 1,2,3 0 183,816 0
FIRST COMWLTH FINL CORP PA COM 319829107 289 19,935 SH   DFND 1,2,3 0 19,935 0
FIRST FINL BANKSHARES COM 32020R109 121 3,450 SH   DFND 1,2,3 0 3,450 0
FIRST FINL CORP IND COM 320218100 140 3,062 SH   DFND 1,2,3 0 3,062 0
FIRST HORIZON NATL CORP COM 320517105 128 7,747 SH   DFND 1.2 0 7,747 0
FIRST HORIZON NATL CORP COM 320517105 4,821 291,146 SH   DFND 1,2,3 0 291,146 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 845 20,368 SH   DFND 1.2 0 20,368 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 855 20,597 SH   DFND 1,2,3 0 20,597 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 166 4,000 SH   DFND 1,2,4 0 4,000 0
FIRST MIDWEST BANCORP DEL COM 320867104 752 32,626 SH   DFND 1,2,3 0 32,626 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,761 14,996 SH   DFND 1.2 0 14,996 0
FIRST SOLAR INC COM 336433107 6,323 112,993 SH   DFND 1,2,3 0 112,993 0
FIRSTCASH INC COM 33767D105 964 11,951 SH   DFND 1,2,3 0 11,951 0
FIRSTENERGY CORP COM 337932107 15,882 326,800 SH   DFND 1.2 0 326,800 0
FISERV INC COM 337738108 52,339 452,645 SH   DFND 1.2 0 452,645 0
FISERV INC COM 337738108 8,792 76,035 SH   DFND 1,2,3 0 76,035 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,123 55,502 SH   DFND 1,2,3 0 55,502 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,289 18,381 SH   DFND 1.2 0 18,381 0
FLEETCOR TECHNOLOGIES INC COM 339041105 91 318 SH   DFND 1,2,3 0 318 0
FLEX LTD ORD Y2573F102 3,454 273,729 SH   DFND 1.2 0 273,729 0
FLEX LTD ORD Y2573F102 6,203 491,488 SH   DFND 1,2,3 0 491,488 0
FLIR SYS INC COM 302445101 4,500 86,423 SH   DFND 1.2 0 86,423 0
FLIR SYS INC COM 302445101 448 8,598 SH   DFND 1,2,3 0 8,598 0
FLOWSERVE CORP COM 34354P105 695 13,964 SH   DFND 1.2 0 13,964 0
FLUOR CORP NEW COM 343412102 59 3,133 SH   DFND 1.2 0 3,133 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 28 301 SH   DFND 1.2 0 301 0
FOOT LOCKER INC COM 344849104 17 440 SH   DFND 1 0 440 0
FOOT LOCKER INC COM 344849104 16 418 SH   DFND 1.2 0 418 0
FORD MTR CO DEL COM 345370860 2,962 318,517 SH   DFND 1.2 0 318,517 0
FORD MTR CO DEL COM 345370860 3,628 390,081 SH   DFND 1,2,3 0 390,081 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 329 10,030 SH   DFND 1,2,3 0 10,030 0
FORTINET INC COM 34959E109 2,056 19,261 SH   DFND 1.2 0 19,261 0
FORTINET INC COM 34959E109 4,799 44,955 SH   DFND 1,2,3 0 44,955 0
FORTIVE CORP COM 34959J108 2,176 28,488 SH   DFND 1.2 0 28,488 0
FORTIVE CORP COM 34959J108 25 326 SH   DFND 1,2,3 0 326 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 866 13,248 SH   DFND 1.2 0 13,248 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 34 514 SH   DFND 1,2,3 0 514 0
FOUR CORNERS PPTY TR INC COM 35086T109 67 2,380 SH   DFND 1.2 0 2,380 0
FOX CORP CL A COM 35137L105 10,737 289,628 SH   DFND 1.2 0 289,628 0
FOX CORP CL B COM 35137L204 3,483 95,693 SH   DFND 1.2 0 95,693 0
FOX CORP CL B COM 35137L204 1,011 27,771 SH   DFND 1,2,3 0 27,771 0
FOX FACTORY HLDG CORP COM 35138V102 1,712 24,602 SH   DFND 1,2,3 0 24,602 0
FRANKLIN COVEY CO COM 353469109 79 2,464 SH   DFND 1,2,3 0 2,464 0
FRANKLIN ELEC INC COM 353514102 13,113 228,777 SH   DFND 1,2,3 0 228,777 0
FRANKLIN RES INC COM 354613101 692 26,624 SH   DFND 1.2 0 26,624 0
FRANKLIN RES INC COM 354613101 127 4,874 SH   DFND 1,2,3 0 4,874 0
FRANKLIN STREET PPTYS CORP COM 35471R106 172 20,060 SH   DFND 1,2,3 0 20,060 0
FREEPORT-MCMORAN INC CL B 35671D857 1,224 93,301 SH   DFND 1.2 0 93,301 0
FRESHPET INC COM 358039105 398 6,735 SH   DFND 1,2,3 0 6,735 0
FRONTDOOR INC COM 35905A109 301 6,356 SH   DFND 1,2,3 0 6,356 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6 6,443 SH   DFND 1.2 0 6,443 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 152 170,772 SH   DFND 1,2,3 0 170,772 0
FTI CONSULTING INC COM 302941109 8,260 74,645 SH   DFND 1,2,3 0 74,645 0
FUEL TECH INC COM 359523107 14 14,795 SH   DFND 1,2,3 0 14,795 0
FUELCELL ENERGY INC COM 35952H601 1,439 573,155 SH   DFND 1,2,3 0 573,155 0
FULTON FINL CORP PA COM 360271100 1,136 65,196 SH   DFND 1,2,3 0 65,196 0
FUTUREFUEL CORPORATION COM 36116M106 45 3,594 SH   DFND 1,2,3 0 3,594 0
GALLAGHER ARTHUR J & CO COM 363576109 1,541 16,182 SH   DFND 1.2 0 16,182 0
GALLAGHER ARTHUR J & CO COM 363576109 7,581 79,604 SH   DFND 1,2,3 0 79,604 0
GANNETT CO INC NEW COM 36472T109 166 26,078 SH   DFND 1,2,3 0 26,078 0
GAP INC COM 364760108 493 27,900 SH   DFND 1.2 0 27,900 0
GAP INC COM 364760108 5,570 315,030 SH   DFND 1,2,3 0 315,030 0
GARMIN LTD SHS H2906T109 1,135 11,632 SH   DFND 1.2 0 11,632 0
GARMIN LTD SHS H2906T109 66 675 SH   DFND 1,2,3 0 675 0
GARRETT MOTION INC COM 366505105 65 6,517 SH   DFND 1.2 0 6,517 0
GARRETT MOTION INC COM 366505105 303 30,361 SH   DFND 1,2,3 0 30,361 0
GARTNER INC COM 366651107 1,593 10,337 SH   DFND 1.2 0 10,337 0
GASLOG LTD SHS G37585109 2,583 263,839 SH   DFND 1.2 0 263,839 0
GATX CORP COM 361448103 9,765 117,867 SH   DFND 1,2,3 0 117,867 0
GDS HLDGS LTD SPONSORED ADS 36165L108 869 16,849 SH   DFND 1.2 0 16,849 0
GENERAL ELECTRIC CO COM 369604103 10,588 948,774 SH   DFND 1.2 0 948,774 0
GENERAL MLS INC COM 370334104 367 6,860 SH   DFND 1 0 6,860 0
GENERAL MLS INC COM 370334104 3,179 59,361 SH   DFND 1.2 0 59,361 0
GENERAL MLS INC COM 370334104 16,907 315,661 SH   DFND 1,2,3 0 315,661 0
GENERAL MTRS CO COM 37045V100 7,463 203,894 SH   DFND 1.2 0 203,894 0
GENERAL MTRS CO COM 37045V100 5,501 150,295 SH   DFND 1,2,3 0 150,295 0
GENESCO INC COM 371532102 1,301 27,155 SH   DFND 1,2,3 0 27,155 0
GENTEX CORP COM 371901109 9,089 313,614 SH   DFND 1,2,3 0 313,614 0
GENTHERM INC COM 37253A103 2,045 46,075 SH   DFND 1,2,3 0 46,075 0
GENUINE PARTS CO COM 372460105 1,451 13,663 SH   DFND 1.2 0 13,663 0
GENUINE PARTS CO COM 372460105 104 978 SH   DFND 1,2,3 0 978 0
GERDAU S A SPON ADR REP PFD 373737105 48 9,821 SH   DFND 1.2 0 9,821 0
GETTY RLTY CORP NEW COM 374297109 652 19,821 SH   DFND 1,2,3 0 19,821 0
GIBRALTAR INDS INC COM 374689107 1,245 24,687 SH   DFND 1,2,3 0 24,687 0
G-III APPAREL GROUP LTD COM 36237H101 611 18,239 SH   DFND 1,2,3 0 18,239 0
GILEAD SCIENCES INC COM 375558103 153 2,356 SH   DFND 1 0 2,356 0
GILEAD SCIENCES INC COM 375558103 15,663 241,037 SH   DFND 1.2 0 241,037 0
GILEAD SCIENCES INC COM 375558103 27,698 426,259 SH   DFND 1,2,3 0 426,259 0
GILEAD SCIENCES INC COM 375558103 1,235 19,000 SH   DFND 1,2,4 0 19,000 0
GLACIER BANCORP INC NEW COM 37637Q105 36 788 SH   DFND 1,2,3 0 788 0
GLATFELTER COM 377316104 736 40,205 SH   DFND 1,2,3 0 40,205 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 34 425 SH   DFND 1 0 425 0
GLOBAL PMTS INC COM 37940X102 6,944 38,038 SH   DFND 1.2 0 38,038 0
GLOBAL PMTS INC COM 37940X102 95 520 SH   DFND 1,2,3 0 520 0
GLOBANT S A COM L44385109 4,352 41,039 SH   DFND 1.2 0 41,039 0
GLOBANT S A COM L44385109 597 5,633 SH   DFND 1,2,3 0 5,633 0
GLOBE LIFE INC COM 37959E102 1,060 10,075 SH   DFND 1.2 0 10,075 0
GODADDY INC CL A 380237107 15,917 234,345 SH   DFND 1.2 0 234,345 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,163 222,420 SH   DFND 1.2 0 222,420 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,848 38,482 SH   DFND 1.2 0 38,482 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,564 41,594 SH   DFND 1,2,3 0 41,594 0
GOODYEAR TIRE & RUBR CO COM 382550101 123 7,913 SH   DFND 1.2 0 7,913 0
GOODYEAR TIRE & RUBR CO COM 382550101 67 4,315 SH   DFND 1,2,3 0 4,315 0
GORMAN RUPP CO COM 383082104 3,916 104,434 SH   DFND 1,2,3 0 104,434 0
GRACE W R & CO DEL NEW COM 38388F108 93 1,334 SH   DFND 1.2 0 1,334 0
GRAHAM HLDGS CO COM 384637104 212 332 SH   DFND 1,2,3 0 332 0
GRAINGER W W INC COM 384802104 1,832 5,411 SH   DFND 1.2 0 5,411 0
GRAINGER W W INC COM 384802104 19,165 56,613 SH   DFND 1,2,3 0 56,613 0
GRANITE PT MTG TR INC COM 38741L107 287 15,594 SH   DFND 1,2,3 0 15,594 0
GRAPHIC PACKAGING HLDG CO COM 388689101 5,511 330,970 SH   DFND 1,2,3 0 330,970 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 408 35,991 SH   DFND 1,2,3 0 35,991 0
GREAT WESTN BANCORP INC COM 391416104 1,470 42,327 SH   DFND 1,2,3 0 42,327 0
GREENHILL & CO INC COM 395259104 391 22,914 SH   DFND 1,2,3 0 22,914 0
GRIFFON CORP COM 398433102 871 42,840 SH   DFND 1,2,3 0 42,840 0
GROUP 1 AUTOMOTIVE INC COM 398905109 6,564 65,638 SH   DFND 1,2,3 0 65,638 0
GRUBHUB INC COM 400110102 454 9,337 SH   DFND 1.2 0 9,337 0
GRUBHUB INC COM 400110102 305 6,268 SH   DFND 1,2,3 0 6,268 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 70 4,318 SH   DFND 1,2,3 0 4,318 0
GUESS INC COM 401617105 2,654 118,575 SH   DFND 1,2,3 0 118,575 0
GUIDEWIRE SOFTWARE INC COM 40171V100 684 6,227 SH   DFND 1.2 0 6,227 0
GULFPORT ENERGY CORP COM NEW 402635304 30 9,712 SH   DFND 1.2 0 9,712 0
GULFPORT ENERGY CORP COM NEW 402635304 562 184,713 SH   DFND 1,2,3 0 184,713 0
H & E EQUIPMENT SERVICES INC COM 404030108 995 29,762 SH   DFND 1,2,3 0 29,762 0
HAIN CELESTIAL GROUP INC COM 405217100 81 3,132 SH   DFND 1,2,3 0 3,132 0
HALLIBURTON CO COM 406216101 1,815 74,165 SH   DFND 1.2 0 74,165 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 328 17,165 SH   DFND 1,2,3 0 17,165 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,862 42,425 SH   DFND 1,2,3 0 42,425 0
HANESBRANDS INC COM 410345102 38 2,580 SH   DFND 1 0 2,580 0
HANESBRANDS INC COM 410345102 439 29,552 SH   DFND 1.2 0 29,552 0
HANMI FINL CORP COM NEW 410495204 750 37,533 SH   DFND 1,2,3 0 37,533 0
HARLEY DAVIDSON INC COM 412822108 565 15,182 SH   DFND 1.2 0 15,182 0
HARLEY DAVIDSON INC COM 412822108 6,685 179,760 SH   DFND 1,2,3 0 179,760 0
HARMONIC INC COM 413160102 317 40,663 SH   DFND 1,2,3 0 40,663 0
HARSCO CORP COM 415864107 109 4,724 SH   DFND 1.2 0 4,724 0
HARSCO CORP COM 415864107 1,136 49,356 SH   DFND 1,2,3 0 49,356 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,798 95,414 SH   DFND 1.2 0 95,414 0
HARTFORD FINL SVCS GROUP INC COM 416515104 24,194 398,126 SH   DFND 1,2,3 0 398,126 0
HASBRO INC COM 418056107 27 260 SH   DFND 1 0 260 0
HASBRO INC COM 418056107 2,042 19,339 SH   DFND 1.2 0 19,339 0
HASBRO INC COM 418056107 4,025 38,110 SH   DFND 1,2,3 0 38,110 0
HAWAIIAN HOLDINGS INC COM 419879101 641 21,876 SH   DFND 1,2,3 0 21,876 0
HAYNES INTERNATIONAL INC COM NEW 420877201 329 9,194 SH   DFND 1,2,3 0 9,194 0
HCA HEALTHCARE INC COM 40412C101 4,333 29,317 SH   DFND 1.2 0 29,317 0
HCA HEALTHCARE INC COM 40412C101 25,861 174,958 SH   DFND 1,2,3 0 174,958 0
HD SUPPLY HLDGS INC COM 40416M105 752 18,703 SH   DFND 1.2 0 18,703 0
HD SUPPLY HLDGS INC COM 40416M105 543 13,509 SH   DFND 1,2,3 0 13,509 0
HEALTHPEAK PPTYS INC COM 42250P103 1,587 46,044 SH   DFND 1.2 0 46,044 0
HEALTHPEAK PPTYS INC COM 42250P103 4,514 130,943 SH   DFND 1,2,3 0 130,943 0
HEALTHSTREAM INC COM 42222N103 865 31,819 SH   DFND 1,2,3 0 31,819 0
HEARTLAND EXPRESS INC COM 422347104 64 3,035 SH   DFND 1,2,3 0 3,035 0
HEICO CORP NEW COM 422806109 764 6,694 SH   DFND 1.2 0 6,694 0
HEICO CORP NEW CL A 422806208 2,583 28,846 SH   DFND 1.2 0 28,846 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 955 29,376 SH   DFND 1,2,3 0 29,376 0
HELEN OF TROY CORP LTD COM G4388N106 205 1,138 SH   DFND 1,2,3 0 1,138 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,357 140,918 SH   DFND 1,2,3 0 140,918 0
HELMERICH & PAYNE INC COM 423452101 429 9,450 SH   DFND 1.2 0 9,450 0
HENRY JACK & ASSOC INC COM 426281101 2,150 14,758 SH   DFND 1.2 0 14,758 0
HENRY JACK & ASSOC INC COM 426281101 28 195 SH   DFND 1,2,3 0 195 0
HENRY SCHEIN INC COM 806407102 4,257 63,803 SH   DFND 1.2 0 63,803 0
HENRY SCHEIN INC COM 806407102 15,477 231,965 SH   DFND 1,2,3 0 231,965 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 208 200,000 PRN   DFND 1.2 0 200,000 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 1,882 39,486 SH   DFND 1,2,3 0 39,486 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 376 25,849 SH   DFND 1,2,3 0 25,849 0
HERSHEY CO COM 427866108 14,692 99,962 SH   DFND 1.2 0 99,962 0
HERSHEY CO COM 427866108 32,300 219,756 SH   DFND 1,2,3 0 219,756 0
HESKA CORP COM RESTRC NEW 42805E306 224 2,331 SH   DFND 1,2,3 0 2,331 0
HESS CORP COM 42809H107 2,594 38,820 SH   DFND 1.2 0 38,820 0
HESS CORP COM 42809H107 323 4,836 SH   DFND 1,2,3 0 4,836 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,045 128,923 SH   DFND 1.2 0 128,923 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 21,590 1,361,313 SH   DFND 1,2,3 0 1,361,313 0
HEXCEL CORP NEW COM 428291108 639 8,714 SH   DFND 1.2 0 8,714 0
HIBBETT SPORTS INC COM 428567101 890 31,734 SH   DFND 1,2,3 0 31,734 0
HIGHWOODS PPTYS INC COM 431284108 22 448 SH   DFND 1.2 0 448 0
HILLTOP HOLDINGS INC COM 432748101 2,329 93,415 SH   DFND 1,2,3 0 93,415 0
HILTON GRAND VACATIONS INC COM 43283X105 361 10,510 SH   DFND 1.2 0 10,510 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,116 28,096 SH   DFND 1.2 0 28,096 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 16,344 147,367 SH   DFND 1,2,3 0 147,367 0
HMS HLDGS CORP COM 40425J101 1,426 48,169 SH   DFND 1,2,3 0 48,169 0
HOLLYFRONTIER CORP COM 436106108 3,840 75,728 SH   DFND 1.2 0 75,728 0
HOLLYFRONTIER CORP COM 436106108 51 1,014 SH   DFND 1,2,3 0 1,014 0
HOLOGIC INC COM 436440101 1,213 23,239 SH   DFND 1.2 0 23,239 0
HOLOGIC INC COM 436440101 4,487 85,950 SH   DFND 1,2,3 0 85,950 0
HOME DEPOT INC COM 437076102 34,488 157,928 SH   DFND 1.2 0 157,928 0
HOME DEPOT INC COM 437076102 27,325 125,127 SH   DFND 1,2,3 0 125,127 0
HOME DEPOT INC COM 437076102 2,839 13,000 SH   DFND 1,2,4 0 13,000 0
HONEYWELL INTL INC COM 438516106 11,682 66,002 SH   DFND 1.2 0 66,002 0
HORMEL FOODS CORP COM 440452100 1,235 27,368 SH   DFND 1.2 0 27,368 0
HOST HOTELS & RESORTS INC COM 44107P104 1,447 77,999 SH   DFND 1.2 0 77,999 0
HOST HOTELS & RESORTS INC COM 44107P104 30,242 1,630,271 SH   DFND 1,2,3 0 1,630,271 0
HP INC COM 40434L105 2,819 137,160 SH   DFND 1.2 0 137,160 0
HP INC COM 40434L105 13,675 665,431 SH   DFND 1,2,3 0 665,431 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 930 23,217 SH   DFND 1.2 0 23,217 0
HUB GROUP INC CL A 443320106 1,344 26,204 SH   DFND 1,2,3 0 26,204 0
HUBSPOT INC COM 443573100 343 2,161 SH   DFND 1,2,3 0 2,161 0
HUDSON PAC PPTYS INC COM 444097109 303 8,060 SH   DFND 1.2 0 8,060 0
HUMANA INC COM 444859102 93 255 SH   DFND 1 0 255 0
HUMANA INC COM 444859102 38,076 103,884 SH   DFND 1.2 0 103,884 0
HUMANA INC COM 444859102 17,627 48,092 SH   DFND 1,2,3 0 48,092 0
HUNT J B TRANS SVCS INC COM 445658107 772 6,608 SH   DFND 1.2 0 6,608 0
HUNTINGTON BANCSHARES INC COM 446150104 1,604 106,351 SH   DFND 1.2 0 106,351 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,005 7,993 SH   DFND 1.2 0 7,993 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 50 1,978 SH   DFND 1.2 0 1,978 0
HYATT HOTELS CORP COM CL A 448579102 20,904 233,014 SH   DFND 1,2,3 0 233,014 0
IAA INC COM 449253103 354 7,519 SH   DFND 1,2,3 0 7,519 0
IAC INTERACTIVECORP COM 44919P508 10,856 43,580 SH   DFND 1.2 0 43,580 0
IAC INTERACTIVECORP COM 44919P508 21,732 87,240 SH   DFND 1,2,3 0 87,240 0
ICHOR HOLDINGS SHS G4740B105 1,762 52,969 SH   DFND 1,2,3 0 52,969 0
IDACORP INC COM 451107106 972 9,099 SH   DFND 1,2,3 0 9,099 0
IDEX CORP COM 45167R104 4,395 25,551 SH   DFND 1.2 0 25,551 0
IDEX CORP COM 45167R104 450 2,619 SH   DFND 1,2,3 0 2,619 0
IDEXX LABS INC COM 45168D104 6,393 24,482 SH   DFND 1.2 0 24,482 0
IDEXX LABS INC COM 45168D104 43,588 166,920 SH   DFND 1,2,3 0 166,920 0
IHS MARKIT LTD SHS G47567105 2,696 35,777 SH   DFND 1.2 0 35,777 0
IHS MARKIT LTD SHS G47567105 49 645 SH   DFND 1,2,3 0 645 0
ILLINOIS TOOL WKS INC COM 452308109 5,398 30,051 SH   DFND 1.2 0 30,051 0
ILLINOIS TOOL WKS INC COM 452308109 102 570 SH   DFND 1,2,3 0 570 0
ILLUMINA INC COM 452327109 92 276 SH   DFND 1 0 276 0
ILLUMINA INC COM 452327109 7,967 24,016 SH   DFND 1.2 0 24,016 0
ILLUMINA INC COM 452327109 505 1,523 SH   DFND 1,2,3 0 1,523 0
ILLUMINA INC NOTE 8/1 452327AK5 445 400,000 PRN   DFND 1.2 0 400,000 0
INCYTE CORP COM 45337C102 5,785 66,251 SH   DFND 1.2 0 66,251 0
INCYTE CORP COM 45337C102 4,655 53,309 SH   DFND 1,2,3 0 53,309 0
INDEPENDENCE RLTY TR INC COM 45378A106 415 29,467 SH   DFND 1.2 0 29,467 0
INDEPENDENCE RLTY TR INC COM 45378A106 761 54,040 SH   DFND 1,2,3 0 54,040 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 60 2,637 SH   DFND 1,2,3 0 2,637 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 529 23,605 SH   DFND 1.2 0 23,605 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 179 8,000 SH   DFND 1,2,4 0 8,000 0
INGERSOLL-RAND PLC SHS G47791101 5,424 40,810 SH   DFND 1.2 0 40,810 0
INGERSOLL-RAND PLC SHS G47791101 39,384 296,299 SH   DFND 1,2,3 0 296,299 0
INGEVITY CORP COM 45688C107 388 4,437 SH   DFND 1,2,3 0 4,437 0
INGREDION INC COM 457187102 267 2,870 SH   DFND 1 0 2,870 0
INGREDION INC COM 457187102 4,253 45,760 SH   DFND 1.2 0 45,760 0
INGREDION INC COM 457187102 18,416 198,125 SH   DFND 1,2,3 0 198,125 0
INNOVIVA INC COM 45781M101 733 51,772 SH   DFND 1,2,3 0 51,772 0
INSIGHT ENTERPRISES INC COM 45765U103 3,583 50,980 SH   DFND 1,2,3 0 50,980 0
INSTALLED BLDG PRODS INC COM 45780R101 1,756 25,498 SH   DFND 1,2,3 0 25,498 0
INSULET CORP COM 45784P101 725 4,237 SH   DFND 1.2 0 4,237 0
INTEGER HLDGS CORP COM 45826H109 1,013 12,594 SH   DFND 1,2,3 0 12,594 0
INTEL CORP COM 458140100 31,347 523,758 SH   DFND 1.2 0 523,758 0
INTEL CORP COM 458140100 88,825 1,484,135 SH   DFND 1,2,3 0 1,484,135 0
INTELLIA THERAPEUTICS INC COM 45826J105 15 1,020 SH   DFND 1 0 1,020 0
INTER PARFUMS INC COM 458334109 1,375 18,915 SH   DFND 1,2,3 0 18,915 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,497 145,836 SH   DFND 1.2 0 145,836 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 27 290 SH   DFND 1,2,3 0 290 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,157 12,500 SH   DFND 1,2,4 0 12,500 0
INTERDIGITAL INC COM 45867G101 917 16,835 SH   DFND 1,2,3 0 16,835 0
INTERFACE INC COM 458665304 882 53,160 SH   DFND 1,2,3 0 53,160 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10,910 81,394 SH   DFND 1.2 0 81,394 0
INTERNATIONAL BUSINESS MACHS COM 459200101 20,068 149,717 SH   DFND 1,2,3 0 149,717 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7,539 58,431 SH   DFND 1.2 0 58,431 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 335 2,594 SH   DFND 1,2,3 0 2,594 0
INTERPUBLIC GROUP COS INC COM 460690100 901 38,988 SH   DFND 1.2 0 38,988 0
INTERPUBLIC GROUP COS INC COM 460690100 2,042 88,379 SH   DFND 1,2,3 0 88,379 0
INTERXION HOLDING N.V SHS N47279109 3,845 45,881 SH   DFND 1.2 0 45,881 0
INTERXION HOLDING N.V SHS N47279109 1,597 19,055 SH   DFND 1,2,3 0 19,055 0
INTL PAPER CO COM 460146103 1,780 38,652 SH   DFND 1.2 0 38,652 0
INTUIT COM 461202103 9,388 35,841 SH   DFND 1.2 0 35,841 0
INTUIT COM 461202103 20,229 77,231 SH   DFND 1,2,3 0 77,231 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,011 23,702 SH   DFND 1.2 0 23,702 0
INTUITIVE SURGICAL INC COM NEW 46120E602 432 731 SH   DFND 1,2,3 0 731 0
INVACARE CORP COM 461203101 122 13,563 SH   DFND 1,2,3 0 13,563 0
INVESCO LTD SHS G491BT108 767 42,649 SH   DFND 1.2 0 42,649 0
INVESCO LTD SHS G491BT108 14,555 809,538 SH   DFND 1,2,3 0 809,538 0
INVESCO QQQ TR UNIT SER 1 46090E103 144 675 SH   DFND 1,2,4 0 675 0
INVESTORS BANCORP INC NEW COM 46146L101 3,240 271,927 SH   DFND 1.2 0 271,927 0
INVESTORS BANCORP INC NEW COM 46146L101 2,159 181,199 SH   DFND 1,2,3 0 181,199 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 830 11,447 SH   DFND 1,2,3 0 11,447 0
INVITAE CORP COM 46185L103 166 10,270 SH   DFND 1 0 10,270 0
INVITATION HOMES INC COM 46187W107 3,653 121,872 SH   DFND 1.2 0 121,872 0
INVITATION HOMES INC COM 46187W107 3,989 133,091 SH   DFND 1,2,3 0 133,091 0
INVITATION HOMES INC COM 46187W107 509 17,000 SH   DFND 1,2,4 0 17,000 0
IONIS PHARMACEUTICALS INC COM 462222100 48 795 SH   DFND 1 0 795 0
IONIS PHARMACEUTICALS INC COM 462222100 549 9,080 SH   DFND 1.2 0 9,080 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 17 600 SH   DFND 1 0 600 0
IPG PHOTONICS CORP COM 44980X109 323 2,227 SH   DFND 1.2 0 2,227 0
IQIYI INC SPONSORED ADS 46267X108 89 4,197 SH   DFND 1.2 0 4,197 0
IQIYI INC SPONSORED ADS 46267X108 1,066 50,474 SH   DFND 1,2,3 0 50,474 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 333 300,000 PRN   DFND 1.2 0 300,000 0
IQVIA HLDGS INC COM 46266C105 2,546 16,479 SH   DFND 1.2 0 16,479 0
IQVIA HLDGS INC COM 46266C105 26,726 172,971 SH   DFND 1,2,3 0 172,971 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,430 342,117 SH   DFND 1.2 0 342,117 0
IRON MTN INC NEW COM 46284V101 747 23,441 SH   DFND 1.2 0 23,441 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 428 25,535 SH   DFND 1,2,3 0 25,535 0
ISHARES INC MSCI STH KOR ETF 464286772 264 4,250 SH   DFND 1 0 4,250 0
ISHARES INC MSCI STH KOR ETF 464286772 249 4,000 SH   DFND 1 0 4,000 0
ISHARES TR MSCI KLD400 SOC 464288570 441 3,670 SH   DFND 1,2,4 0 3,670 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 344 300,000 PRN   DFND 1.2 0 300,000 0
ISTAR INC COM 45031U101 341 23,518 SH   DFND 1,2,3 0 23,518 0
ITAU CORPBANCA SPONSORED ADR 45033E105 161 18,677 SH   DFND 1.2 0 18,677 0
ITRON INC COM 465741106 41,527 494,658 SH   DFND 1,2,3 0 494,658 0
JABIL INC COM 466313103 60 1,457 SH   DFND 1.2 0 1,457 0
JABIL INC COM 466313103 19,597 474,162 SH   DFND 1,2,3 0 474,162 0
JACK IN THE BOX INC COM 466367109 29 376 SH   DFND 1,2,3 0 376 0
JACOBS ENGR GROUP INC COM 469814107 1,159 12,905 SH   DFND 1.2 0 12,905 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 311 300,000 PRN   DFND 1.2 0 300,000 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 402 400,000 PRN   DFND 1.2 0 400,000 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 124 830 SH   DFND 1 0 830 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,648 138,319 SH   DFND 1.2 0 138,319 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 774 5,184 SH   DFND 1,2,3 0 5,184 0
JBG SMITH PPTYS COM 46590V100 215 5,393 SH   DFND 1.2 0 5,393 0
JBG SMITH PPTYS COM 46590V100 340 8,531 SH   DFND 1,2,3 0 8,531 0
JD COM INC SPON ADR CL A 47215P106 6,195 175,844 SH   DFND 1.2 0 175,844 0
JD COM INC SPON ADR CL A 47215P106 34,762 986,728 SH   DFND 1,2,3 0 986,728 0
JEFFERIES FINL GROUP INC COM 47233W109 658 30,791 SH   DFND 1.2 0 30,791 0
JETBLUE AWYS CORP COM 477143101 41 2,213 SH   DFND 1,2,3 0 2,213 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 363 16,129 SH   DFND 1,2,3 0 16,129 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,986 26,507 SH   DFND 1.2 0 26,507 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,721 15,277 SH   DFND 1,2,3 0 15,277 0
JOHNSON & JOHNSON COM 478160104 226 1,550 SH   DFND 1 0 1,550 0
JOHNSON & JOHNSON COM 478160104 93,938 643,983 SH   DFND 1.2 0 643,983 0
JOHNSON & JOHNSON COM 478160104 29,054 199,178 SH   DFND 1,2,3 0 199,178 0
JOHNSON CTLS INTL PLC SHS G51502105 3,065 75,290 SH   DFND 1.2 0 75,290 0
JOHNSON CTLS INTL PLC SHS G51502105 71,819 1,764,172 SH   DFND 1,2,3 0 1,764,172 0
JOHNSON OUTDOORS INC CL A 479167108 247 3,215 SH   DFND 1,2,3 0 3,215 0
JONES LANG LASALLE INC COM 48020Q107 9,260 53,190 SH   DFND 1.2 0 53,190 0
JONES LANG LASALLE INC COM 48020Q107 4,170 23,953 SH   DFND 1,2,3 0 23,953 0
JOYY INC ADS REPSTG COM A 46591M109 539 10,212 SH   DFND 1.2 0 10,212 0
JPMORGAN CHASE & CO COM 46625H100 101,089 725,173 SH   DFND 1.2 0 725,173 0
JPMORGAN CHASE & CO COM 46625H100 163,484 1,172,769 SH   DFND 1,2,3 0 1,172,769 0
JPMORGAN CHASE & CO COM 46625H100 10,568 75,810 SH   DFND 1,2,4 0 75,810 0
JUNIPER NETWORKS INC COM 48203R104 1,258 51,057 SH   DFND 1.2 0 51,057 0
JUNIPER NETWORKS INC COM 48203R104 32 1,285 SH   DFND 1,2,3 0 1,285 0
K12 INC COM 48273U102 956 46,989 SH   DFND 1,2,3 0 46,989 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 23 204 SH   DFND 1.2 0 204 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,952 35,643 SH   DFND 1,2,3 0 35,643 0
KAMAN CORP COM 483548103 219 3,318 SH   DFND 1,2,3 0 3,318 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,650 17,301 SH   DFND 1.2 0 17,301 0
KANSAS CITY SOUTHERN COM NEW 485170302 7,276 47,505 SH   DFND 1,2,3 0 47,505 0
KELLOGG CO COM 487836108 274 3,960 SH   DFND 1 0 3,960 0
KELLOGG CO COM 487836108 11,955 172,857 SH   DFND 1.2 0 172,857 0
KELLOGG CO COM 487836108 13,313 192,498 SH   DFND 1,2,3 0 192,498 0
KELLY SVCS INC CL A 488152208 124 5,474 SH   DFND 1,2,3 0 5,474 0
KEMPER CORP DEL COM 488401100 3,350 43,231 SH   DFND 1.2 0 43,231 0
KENNEDY-WILSON HLDGS INC COM 489398107 626 28,091 SH   DFND 1.2 0 28,091 0
KENNEDY-WILSON HLDGS INC COM 489398107 34 1,512 SH   DFND 1,2,3 0 1,512 0
KEURIG DR PEPPER INC COM 49271V100 21 731 SH   DFND 1.2 0 731 0
KEYCORP NEW COM 493267108 2,586 127,791 SH   DFND 1.2 0 127,791 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,938 48,110 SH   DFND 1.2 0 48,110 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 140 1,361 SH   DFND 1,2,3 0 1,361 0
KFORCE INC COM 493732101 543 13,669 SH   DFND 1,2,3 0 13,669 0
KILROY RLTY CORP COM 49427F108 734 8,746 SH   DFND 1.2 0 8,746 0
KILROY RLTY CORP COM 49427F108 126 1,500 SH   DFND 1,2,4 0 1,500 0
KIMBERLY CLARK CORP COM 494368103 8,500 61,796 SH   DFND 1.2 0 61,796 0
KIMBERLY CLARK CORP COM 494368103 20,768 150,987 SH   DFND 1,2,3 0 150,987 0
KIMCO RLTY CORP COM 49446R109 568 27,404 SH   DFND 1.2 0 27,404 0
KIMCO RLTY CORP COM 49446R109 7,452 359,840 SH   DFND 1,2,3 0 359,840 0
KINDER MORGAN INC DEL COM 49456B101 14,684 693,624 SH   DFND 1.2 0 693,624 0
KINDER MORGAN INC DEL COM 49456B101 628 29,649 SH   DFND 1,2,3 0 29,649 0
KIRKLANDS INC COM 497498105 38 30,864 SH   DFND 1,2,3 0 30,864 0
KITE RLTY GROUP TR COM NEW 49803T300 527 26,966 SH   DFND 1,2,3 0 26,966 0
KKR & CO INC CL A 48251W104 1,014 34,772 SH   DFND 1.2 0 34,772 0
KLA CORPORATION COM NEW 482480100 43,427 243,737 SH   DFND 1.2 0 243,737 0
KLA CORPORATION COM NEW 482480100 1,057 5,935 SH   DFND 1,2,3 0 5,935 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2,753 76,821 SH   DFND 1.2 0 76,821 0
KNOWLES CORP COM 49926D109 1,034 48,905 SH   DFND 1,2,3 0 48,905 0
KOHLS CORP COM 500255104 11 220 SH   DFND 1 0 220 0
KOHLS CORP COM 500255104 780 15,311 SH   DFND 1.2 0 15,311 0
KOHLS CORP COM 500255104 5,411 106,195 SH   DFND 1,2,3 0 106,195 0
KONTOOR BRANDS INC COM 50050N103 67 1,601 SH   DFND 1.2 0 1,601 0
KONTOOR BRANDS INC COM 50050N103 2,018 48,065 SH   DFND 1,2,3 0 48,065 0
KRAFT HEINZ CO COM 500754106 185 5,765 SH   DFND 1 0 5,765 0
KRAFT HEINZ CO COM 500754106 4,752 147,890 SH   DFND 1.2 0 147,890 0
KROGER CO COM 501044101 2,259 77,914 SH   DFND 1.2 0 77,914 0
KROGER CO COM 501044101 9,197 317,263 SH   DFND 1,2,3 0 317,263 0
KRYSTAL BIOTECH INC COM 501147102 21 375 SH   DFND 1 0 375 0
KULICKE & SOFFA INDS INC COM 501242101 2,997 110,194 SH   DFND 1,2,3 0 110,194 0
KURA ONCOLOGY INC COM 50127T109 67 4,850 SH   DFND 1 0 4,850 0
L BRANDS INC COM 501797104 135 7,452 SH   DFND 1.2 0 7,452 0
L BRANDS INC COM 501797104 4,871 268,807 SH   DFND 1,2,3 0 268,807 0
L3HARRIS TECHNOLOGIES INC COM 502431109 25,356 128,147 SH   DFND 1.2 0 128,147 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,191 83,886 SH   DFND 1.2 0 83,886 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,920 40,904 SH   DFND 1,2,3 0 40,904 0
LAM RESEARCH CORP COM 512807108 4,118 14,085 SH   DFND 1.2 0 14,085 0
LAM RESEARCH CORP COM 512807108 18,145 62,057 SH   DFND 1,2,3 0 62,057 0
LAM RESEARCH CORP COM 512807108 731 2,500 SH   DFND 1,2,4 0 2,500 0
LAMAR ADVERTISING CO NEW CL A 512816109 257 2,877 SH   DFND 1,2,3 0 2,877 0
LAMB WESTON HLDGS INC COM 513272104 1,301 15,125 SH   DFND 1.2 0 15,125 0
LANDSTAR SYS INC COM 515098101 1,189 10,624 SH   DFND 1.2 0 10,624 0
LANNET INC COM 516012101 1,347 152,765 SH   DFND 1,2,3 0 152,765 0
LANTHEUS HLDGS INC COM 516544103 552 26,909 SH   DFND 1,2,3 0 26,909 0
LAS VEGAS SANDS CORP COM 517834107 2,545 36,858 SH   DFND 1.2 0 36,858 0
LAS VEGAS SANDS CORP COM 517834107 2,800 40,551 SH   DFND 1,2,3 0 40,551 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 297 29,247 SH   DFND 1.2 0 29,247 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,955 676,831 SH   DFND 1.2 0 676,831 0
LATTICE SEMICONDUCTOR CORP COM 518415104 331 17,280 SH   DFND 1,2,3 0 17,280 0
LAUDER ESTEE COS INC CL A 518439104 23,021 111,460 SH   DFND 1.2 0 111,460 0
LAUDER ESTEE COS INC CL A 518439104 482 2,332 SH   DFND 1,2,3 0 2,332 0
LAUDER ESTEE COS INC CL A 518439104 1,033 5,000 SH   DFND 1,2,4 0 5,000 0
LAWSON PRODS INC COM 520776105 200 3,838 SH   DFND 1,2,3 0 3,838 0
LCI INDS COM 50189K103 1,270 11,858 SH   DFND 1,2,3 0 11,858 0
LEAR CORP COM NEW 521865204 868 6,328 SH   DFND 1.2 0 6,328 0
LEAR CORP COM NEW 521865204 4,385 31,959 SH   DFND 1,2,3 0 31,959 0
LEGG MASON INC COM 524901105 3,436 95,671 SH   DFND 1.2 0 95,671 0
LEGG MASON INC COM 524901105 9,127 254,162 SH   DFND 1,2,3 0 254,162 0
LEGGETT & PLATT INC COM 524660107 396 7,792 SH   DFND 1.2 0 7,792 0
LEGGETT & PLATT INC COM 524660107 47 927 SH   DFND 1,2,3 0 927 0
LEIDOS HLDGS INC COM 525327102 1,516 15,482 SH   DFND 1.2 0 15,482 0
LEIDOS HLDGS INC COM 525327102 45 459 SH   DFND 1,2,3 0 459 0
LEMAITRE VASCULAR INC COM 525558201 380 10,572 SH   DFND 1,2,3 0 10,572 0
LENDINGTREE INC NEW COM 52603B107 1 2 SH   DFND 1.2 0 2 0
LENNAR CORP CL A 526057104 1,263 22,632 SH   DFND 1.2 0 22,632 0
LENNAR CORP CL A 526057104 58 1,034 SH   DFND 1,2,3 0 1,034 0
LENNAR CORP CL B 526057302 22 482 SH   DFND 1.2 0 482 0
LENNOX INTL INC COM 526107107 521 2,135 SH   DFND 1.2 0 2,135 0
LEXINGTON REALTY TRUST COM 529043101 77 7,297 SH   DFND 1.2 0 7,297 0
LEXINGTON REALTY TRUST COM 529043101 1,652 155,560 SH   DFND 1,2,3 0 155,560 0
LHC GROUP INC COM 50187A107 3,124 22,680 SH   DFND 1,2,3 0 22,680 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,357 10,792 SH   DFND 1.2 0 10,792 0
LIBERTY BROADBAND CORP COM SER C 530307305 10,520 83,662 SH   DFND 1,2,3 0 83,662 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 124 5,432 SH   DFND 1.2 0 5,432 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 7,302 321,130 SH   DFND 1,2,3 0 321,130 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,974 136,451 SH   DFND 1.2 0 136,451 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 22,330 1,024,541 SH   DFND 1,2,3 0 1,024,541 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16 819 SH   DFND 1.2 0 819 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 91 4,651 SH   DFND 1.2 0 4,651 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 362 18,608 SH   DFND 1,2,3 0 18,608 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 659 13,627 SH   DFND 1.2 0 13,627 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 706 14,666 SH   DFND 1.2 0 14,666 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 5,328 110,672 SH   DFND 1,2,3 0 110,672 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,514 32,930 SH   DFND 1.2 0 32,930 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 453 10,344 SH   DFND 1,2,3 0 10,344 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 744 550,000 PRN   DFND 1.2 0 550,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 266 200,000 PRN   DFND 1.2 0 200,000 0
LIBERTY PPTY TR SH BEN INT 531172104 1,044 17,391 SH   DFND 1.2 0 17,391 0
LIBERTY PPTY TR SH BEN INT 531172104 428 7,120 SH   DFND 1,2,3 0 7,120 0
LIFE STORAGE INC COM 53223X107 67 618 SH   DFND 1.2 0 618 0
LIFE STORAGE INC COM 53223X107 1,344 12,413 SH   DFND 1,2,3 0 12,413 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,190 40,180 SH   DFND 1,2,3 0 40,180 0
LILLY ELI & CO COM 532457108 187 1,422 SH   DFND 1 0 1,422 0
LILLY ELI & CO COM 532457108 16,892 128,526 SH   DFND 1.2 0 128,526 0
LILLY ELI & CO COM 532457108 27,471 209,016 SH   DFND 1,2,3 0 209,016 0
LILLY ELI & CO COM 532457108 394 3,000 SH   DFND 1,2,4 0 3,000 0
LINCOLN NATL CORP IND COM 534187109 13,828 234,326 SH   DFND 1.2 0 234,326 0
LINCOLN NATL CORP IND COM 534187109 6,890 116,766 SH   DFND 1,2,3 0 116,766 0
LINDE PLC SHS G5494J103 51,843 243,507 SH   DFND 1.2 0 243,507 0
LINDE PLC SHS G5494J103 2,631 12,359 SH   DFND 1,2,3 0 12,359 0
LINDSAY CORP COM 535555106 14,813 154,321 SH   DFND 1,2,3 0 154,321 0
LIQUIDITY SERVICES INC COM 53635B107 21 3,551 SH   DFND 1,2,3 0 3,551 0
LITHIA MTRS INC CL A 536797103 496 3,375 SH   DFND 1.2 0 3,375 0
LITHIA MTRS INC CL A 536797103 1,641 11,160 SH   DFND 1,2,3 0 11,160 0
LIVANOVA PLC SHS G5509L101 4,829 64,022 SH   DFND 1.2 0 64,022 0
LIVANOVA PLC SHS G5509L101 396 5,255 SH   DFND 1,2,3 0 5,255 0
LIVE NATION ENTERTAINMENT IN COM 538034109 680 9,521 SH   DFND 1.2 0 9,521 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,650 37,075 SH   DFND 1,2,3 0 37,075 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 366 300,000 PRN   DFND 1.2 0 300,000 0
LIVENT CORP COM 53814L108 103 12,019 SH   DFND 1.2 0 12,019 0
LIVENT CORP COM 53814L108 54 6,284 SH   DFND 1,2,3 0 6,284 0
LIVERAMP HLDGS INC COM 53815P108 182 3,789 SH   DFND 1,2,3 0 3,789 0
LKQ CORP COM 501889208 1,173 32,847 SH   DFND 1.2 0 32,847 0
LKQ CORP COM 501889208 3,696 103,523 SH   DFND 1,2,3 0 103,523 0
LOEWS CORP COM 540424108 1,147 21,847 SH   DFND 1.2 0 21,847 0
LOEWS CORP COM 540424108 11,522 219,512 SH   DFND 1,2,3 0 219,512 0
LOGMEIN INC COM 54142L109 173 2,022 SH   DFND 1.2 0 2,022 0
LOGMEIN INC COM 54142L109 2,138 24,932 SH   DFND 1,2,3 0 24,932 0
LOUISIANA PAC CORP COM 546347105 35 1,164 SH   DFND 1.2 0 1,164 0
LOUISIANA PAC CORP COM 546347105 1,058 35,646 SH   DFND 1,2,3 0 35,646 0
LOWES COS INC COM 548661107 12,945 108,093 SH   DFND 1.2 0 108,093 0
LOWES COS INC COM 548661107 24,025 200,609 SH   DFND 1,2,3 0 200,609 0
LSB INDS INC COM 502160104 139 33,109 SH   DFND 1,2,3 0 33,109 0
LSC COMMUNICATIONS INC COM 50218P107 2 11,542 SH   DFND 1,2,3 0 11,542 0
LULULEMON ATHLETICA INC COM 550021109 2,866 12,372 SH   DFND 1.2 0 12,372 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 293 200,000 PRN   DFND 1.2 0 200,000 0
LYFT INC CL A COM 55087P104 194 4,512 SH   DFND 1,2,3 0 4,512 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,434 25,765 SH   DFND 1.2 0 25,765 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7,438 78,728 SH   DFND 1,2,3 0 78,728 0
M & T BK CORP COM 55261F104 1,935 11,402 SH   DFND 1.2 0 11,402 0
M & T BK CORP COM 55261F104 5,994 35,312 SH   DFND 1,2,3 0 35,312 0
M/I HOMES INC COM 55305B101 503 12,789 SH   DFND 1,2,3 0 12,789 0
MACERICH CO COM 554382101 235 8,713 SH   DFND 1.2 0 8,713 0
MACK CALI RLTY CORP COM 554489104 32 1,377 SH   DFND 1.2 0 1,377 0
MACK CALI RLTY CORP COM 554489104 1,442 62,364 SH   DFND 1,2,3 0 62,364 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 215 5,030 SH   DFND 1.2 0 5,030 0
MACYS INC COM 55616P104 1,785 104,995 SH   DFND 1.2 0 104,995 0
MACYS INC COM 55616P104 7,189 422,904 SH   DFND 1,2,3 0 422,904 0
MAGELLAN HEALTH INC COM NEW 559079207 251 3,214 SH   DFND 1,2,3 0 3,214 0
MAGNA INTL INC COM 559222401 4,676 85,258 SH   DFND 1,2,3 0 85,258 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,241 1,215,060 SH   DFND 1,2,3 0 1,215,060 0
MANHATTAN ASSOCS INC COM 562750109 2,396 30,047 SH   DFND 1,2,3 0 30,047 0
MANITOWOC CO INC COM NEW 563571405 420 23,990 SH   DFND 1,2,3 0 23,990 0
MANPOWERGROUP INC COM 56418H100 5,451 56,135 SH   DFND 1.2 0 56,135 0
MANPOWERGROUP INC COM 56418H100 28,895 297,584 SH   DFND 1,2,3 0 297,584 0
MANTECH INTL CORP CL A 564563104 1,928 24,133 SH   DFND 1,2,3 0 24,133 0
MARATHON OIL CORP COM 565849106 884 65,067 SH   DFND 1.2 0 65,067 0
MARATHON OIL CORP COM 565849106 3,396 250,047 SH   DFND 1,2,3 0 250,047 0
MARATHON PETE CORP COM 56585A102 13,552 224,932 SH   DFND 1.2 0 224,932 0
MARATHON PETE CORP COM 56585A102 65 1,072 SH   DFND 1,2,3 0 1,072 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 14 6,400 SH   DFND 1 0 6,400 0
MARKEL CORP COM 570535104 1,413 1,236 SH   DFND 1.2 0 1,236 0
MARKETAXESS HLDGS INC COM 57060D108 1,463 3,859 SH   DFND 1.2 0 3,859 0
MARKETAXESS HLDGS INC COM 57060D108 20 52 SH   DFND 1,2,3 0 52 0
MARRIOTT INTL INC NEW CL A 571903202 8,992 59,379 SH   DFND 1.2 0 59,379 0
MARRIOTT INTL INC NEW CL A 571903202 19,361 127,852 SH   DFND 1,2,3 0 127,852 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 7,075 54,949 SH   DFND 1,2,3 0 54,949 0
MARSH & MCLENNAN COS INC COM 571748102 5,834 52,362 SH   DFND 1.2 0 52,362 0
MARSH & MCLENNAN COS INC COM 571748102 22 199 SH   DFND 1,2,3 0 199 0
MARTIN MARIETTA MATLS INC COM 573284106 2,617 9,360 SH   DFND 1.2 0 9,360 0
MARTIN MARIETTA MATLS INC COM 573284106 112 400 SH   DFND 1,2,4 0 400 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,695 63,804 SH   DFND 1.2 0 63,804 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 83 3,110 SH   DFND 1,2,3 0 3,110 0
MASCO CORP COM 574599106 1,418 29,555 SH   DFND 1.2 0 29,555 0
MASCO CORP COM 574599106 3,838 79,967 SH   DFND 1,2,3 0 79,967 0
MASTEC INC COM 576323109 11,811 184,084 SH   DFND 1,2,3 0 184,084 0
MASTERCARD INC CL A 57636Q104 82,440 276,097 SH   DFND 1.2 0 276,097 0
MASTERCARD INC CL A 57636Q104 23,850 79,876 SH   DFND 1,2,3 0 79,876 0
MASTERCARD INC CL A 57636Q104 8,301 27,800 SH   DFND 1,2,4 0 27,800 0
MATCH GROUP INC COM 57665R106 458 5,581 SH   DFND 1.2 0 5,581 0
MATERIALISE NV SPONSORED ADS 57667T100 382 20,862 SH   DFND 1.2 0 20,862 0
MATERIALISE NV SPONSORED ADS 57667T100 2,860 156,172 SH   DFND 1,2,3 0 156,172 0
MATERION CORP COM 576690101 1,213 20,398 SH   DFND 1,2,3 0 20,398 0
MATRIX SVC CO COM 576853105 118 5,160 SH   DFND 1,2,3 0 5,160 0
MATSON INC COM 57686G105 334 8,176 SH   DFND 1,2,3 0 8,176 0
MATTEL INC COM 577081102 11 845 SH   DFND 1 0 845 0
MATTEL INC COM 577081102 57 4,238 SH   DFND 1.2 0 4,238 0
MATTHEWS INTL CORP CL A 577128101 489 12,799 SH   DFND 1.2 0 12,799 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,636 26,602 SH   DFND 1.2 0 26,602 0
MAXIM INTEGRATED PRODS INC COM 57772K101 174 2,829 SH   DFND 1,2,3 0 2,829 0
MBIA INC COM 55262C100 611 65,727 SH   DFND 1,2,3 0 65,727 0
MCCORMICK & CO INC COM NON VTG 579780206 9,982 58,811 SH   DFND 1.2 0 58,811 0
MCCORMICK & CO INC COM NON VTG 579780206 13,030 76,767 SH   DFND 1,2,3 0 76,767 0
MCDONALDS CORP COM 580135101 252 1,275 SH   DFND 1 0 1,275 0
MCDONALDS CORP COM 580135101 22,869 115,730 SH   DFND 1.2 0 115,730 0
MCDONALDS CORP COM 580135101 325 1,646 SH   DFND 1,2,3 0 1,646 0
MCDONALDS CORP COM 580135101 7,047 35,660 SH   DFND 1,2,4 0 35,660 0
MCGRATH RENTCORP COM 580589109 1,354 17,690 SH   DFND 1,2,3 0 17,690 0
MCKESSON CORP COM 58155Q103 19,777 142,983 SH   DFND 1.2 0 142,983 0
MCKESSON CORP COM 58155Q103 38,513 278,431 SH   DFND 1,2,3 0 278,431 0
MEDICAL PPTYS TRUST INC COM 58463J304 985 46,676 SH   DFND 1.2 0 46,676 0
MEDICAL PPTYS TRUST INC COM 58463J304 211 10,000 SH   DFND 1,2,4 0 10,000 0
MEDICINES CO COM 584688105 1,904 22,410 SH   DFND 1,2,3 0 22,410 0
MEDIFAST INC COM 58470H101 1,587 14,487 SH   DFND 1,2,3 0 14,487 0
MEDNAX INC COM 58502B106 128 4,620 SH   DFND 1.2 0 4,620 0
MEDNAX INC COM 58502B106 2,358 84,859 SH   DFND 1,2,3 0 84,859 0
MEDPACE HLDGS INC COM 58506Q109 1,508 17,943 SH   DFND 1,2,3 0 17,943 0
MEDTRONIC PLC SHS G5960L103 269 2,375 SH   DFND 1 0 2,375 0
MEDTRONIC PLC SHS G5960L103 26,158 230,565 SH   DFND 1.2 0 230,565 0
MEDTRONIC PLC SHS G5960L103 74,623 657,759 SH   DFND 1,2,3 0 657,759 0
MEDTRONIC PLC SHS G5960L103 1,588 14,000 SH   DFND 1,2,4 0 14,000 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 781 32,325 SH   DFND 1.2 0 32,325 0
MERCADOLIBRE INC COM 58733R102 6,934 12,123 SH   DFND 1.2 0 12,123 0
MERCADOLIBRE INC COM 58733R102 34 59 SH   DFND 1,2,3 0 59 0
MERCK & CO INC COM 58933Y105 392 4,305 SH   DFND 1 0 4,305 0
MERCK & CO INC COM 58933Y105 79,437 873,419 SH   DFND 1.2 0 873,419 0
MERCK & CO INC COM 58933Y105 126,884 1,395,100 SH   DFND 1,2,3 0 1,395,100 0
MERCK & CO INC COM 58933Y105 8,226 90,450 SH   DFND 1,2,4 0 90,450 0
MERCURY GENL CORP NEW COM 589400100 127 2,611 SH   DFND 1.2 0 2,611 0
MERCURY GENL CORP NEW COM 589400100 46 936 SH   DFND 1,2,3 0 936 0
MERITAGE HOMES CORP COM 59001A102 5,531 90,506 SH   DFND 1,2,3 0 90,506 0
META FINL GROUP INC COM 59100U108 953 26,104 SH   DFND 1,2,3 0 26,104 0
METLIFE INC COM 59156R108 14,884 292,014 SH   DFND 1.2 0 292,014 0
METLIFE INC COM 59156R108 8,703 170,744 SH   DFND 1,2,3 0 170,744 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,113 2,664 SH   DFND 1.2 0 2,664 0
METTLER TOLEDO INTERNATIONAL COM 592688105 21,737 27,401 SH   DFND 1,2,3 0 27,401 0
MGIC INVT CORP WIS COM 552848103 2 164 SH   DFND 1.2 0 164 0
MGIC INVT CORP WIS COM 552848103 2,153 151,925 SH   DFND 1,2,3 0 151,925 0
MGM RESORTS INTERNATIONAL COM 552953101 1,452 43,644 SH   DFND 1.2 0 43,644 0
MGM RESORTS INTERNATIONAL COM 552953101 75 2,263 SH   DFND 1,2,3 0 2,263 0
MGP INGREDIENTS INC NEW COM 55303J106 427 8,808 SH   DFND 1,2,3 0 8,808 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 71 5,041 SH   DFND 1.2 0 5,041 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,040 29,031 SH   DFND 1.2 0 29,031 0
MICROCHIP TECHNOLOGY INC COM 595017104 149 1,426 SH   DFND 1,2,3 0 1,426 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 1,147 800,000 PRN   DFND 1.2 0 800,000 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 290 200,000 PRN   DFND 1.2 0 200,000 0
MICRON TECHNOLOGY INC COM 595112103 15 270 SH   DFND 1 0 270 0
MICRON TECHNOLOGY INC COM 595112103 7,513 139,699 SH   DFND 1.2 0 139,699 0
MICRON TECHNOLOGY INC COM 595112103 3,156 58,685 SH   DFND 1,2,3 0 58,685 0
MICRON TECHNOLOGY INC COM 595112103 6,077 113,000 SH   DFND 1,2,4 0 113,000 0
MICROSOFT CORP COM 594918104 59 372 SH   DFND 1 0 372 0
MICROSOFT CORP COM 594918104 279,439 1,771,963 SH   DFND 1.2 0 1,771,963 0
MICROSOFT CORP COM 594918104 263,727 1,672,331 SH   DFND 1,2,3 0 1,672,331 0
MICROSOFT CORP COM 594918104 19,755 125,270 SH   DFND 1,2,4 0 125,270 0
MICROSTRATEGY INC CL A NEW 594972408 961 6,741 SH   DFND 1,2,3 0 6,741 0
MID AMER APT CMNTYS INC COM 59522J103 2,408 18,259 SH   DFND 1.2 0 18,259 0
MID AMER APT CMNTYS INC COM 59522J103 171 1,300 SH   DFND 1,2,4 0 1,300 0
MIDDLEBY CORP COM 596278101 1,513 13,816 SH   DFND 1.2 0 13,816 0
MIDDLEBY CORP COM 596278101 38 347 SH   DFND 1,2,3 0 347 0
MIDDLESEX WATER CO COM 596680108 6,520 102,558 SH   DFND 1,2,3 0 102,558 0
MILLER HERMAN INC COM 600544100 984 23,618 SH   DFND 1,2,3 0 23,618 0
MILLER INDS INC TENN COM NEW 600551204 136 3,666 SH   DFND 1,2,3 0 3,666 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,084 111,183 SH   DFND 1.2 0 111,183 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,638 168,036 SH   DFND 1,2,3 0 168,036 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 604 62,000 SH   DFND 1,2,4 0 62,000 0
MOHAWK INDS INC COM 608190104 23 170 SH   DFND 1 0 170 0
MOHAWK INDS INC COM 608190104 779 5,711 SH   DFND 1.2 0 5,711 0
MOLINA HEALTHCARE INC COM 60855R100 4 33 SH   DFND 1.2 0 33 0
MOLINA HEALTHCARE INC COM 60855R100 8,493 62,594 SH   DFND 1,2,3 0 62,594 0
MOLSON COORS BREWING CO CL B 60871R209 113 2,100 SH   DFND 1 0 2,100 0
MOLSON COORS BREWING CO CL B 60871R209 1,090 20,228 SH   DFND 1.2 0 20,228 0
MOLSON COORS BREWING CO CL B 60871R209 8,003 148,472 SH   DFND 1,2,3 0 148,472 0
MOMO INC ADR 60879B107 1,960 58,506 SH   DFND 1.2 0 58,506 0
MOMO INC ADR 60879B107 1,933 57,714 SH   DFND 1,2,3 0 57,714 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 377 400,000 PRN   DFND 1.2 0 400,000 0
MONDELEZ INTL INC CL A 609207105 286 5,185 SH   DFND 1 0 5,185 0
MONDELEZ INTL INC CL A 609207105 39,517 717,446 SH   DFND 1.2 0 717,446 0
MONDELEZ INTL INC CL A 609207105 49,228 893,763 SH   DFND 1,2,3 0 893,763 0
MONDELEZ INTL INC CL A 609207105 716 13,000 SH   DFND 1,2,4 0 13,000 0
MONGODB INC CL A 60937P106 775 5,886 SH   DFND 1.2 0 5,886 0
MONGODB INC CL A 60937P106 381 2,893 SH   DFND 1,2,3 0 2,893 0
MONOLITHIC PWR SYS INC COM 609839105 1,249 7,017 SH   DFND 1.2 0 7,017 0
MONOLITHIC PWR SYS INC COM 609839105 446 2,504 SH   DFND 1,2,3 0 2,504 0
MONSTER BEVERAGE CORP NEW COM 61174X109 22,328 351,349 SH   DFND 1.2 0 351,349 0
MONSTER BEVERAGE CORP NEW COM 61174X109 7,248 114,052 SH   DFND 1,2,3 0 114,052 0
MOODYS CORP COM 615369105 15,107 63,631 SH   DFND 1.2 0 63,631 0
MOODYS CORP COM 615369105 104 440 SH   DFND 1,2,3 0 440 0
MOODYS CORP COM 615369105 5,484 23,100 SH   DFND 1,2,4 0 23,100 0
MORGAN STANLEY COM NEW 617446448 47 920 SH   DFND 1 0 920 0
MORGAN STANLEY COM NEW 617446448 8,058 157,629 SH   DFND 1.2 0 157,629 0
MORGAN STANLEY COM NEW 617446448 46,799 915,479 SH   DFND 1,2,3 0 915,479 0
MOSAIC CO NEW COM 61945C103 247 11,400 SH   DFND 1 0 11,400 0
MOSAIC CO NEW COM 61945C103 741 34,265 SH   DFND 1.2 0 34,265 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,836 23,807 SH   DFND 1.2 0 23,807 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,374 82,995 SH   DFND 1,2,3 0 82,995 0
MOVADO GROUP INC COM 624580106 18 806 SH   DFND 1,2,3 0 806 0
MSCI INC COM 55354G100 12,301 47,645 SH   DFND 1.2 0 47,645 0
MSCI INC COM 55354G100 86 333 SH   DFND 1,2,3 0 333 0
MUELLER WTR PRODS INC COM SER A 624758108 16,259 1,357,165 SH   DFND 1,2,3 0 1,357,165 0
MURPHY OIL CORP COM 626717102 238 8,867 SH   DFND 1.2 0 8,867 0
MURPHY OIL CORP COM 626717102 1,672 62,402 SH   DFND 1,2,3 0 62,402 0
MYERS INDS INC COM 628464109 183 10,943 SH   DFND 1,2,3 0 10,943 0
MYLAN N V SHS EURO N59465109 3,458 172,042 SH   DFND 1.2 0 172,042 0
MYR GROUP INC DEL COM 55405W104 1,718 52,721 SH   DFND 1,2,3 0 52,721 0
MYRIAD GENETICS INC COM 62855J104 876 32,164 SH   DFND 1,2,3 0 32,164 0
NABORS INDUSTRIES LTD SHS G6359F103 3,740 1,298,505 SH   DFND 1,2,3 0 1,298,505 0
NACCO INDS INC CL A 629579103 32 687 SH   DFND 1,2,3 0 687 0
NASDAQ INC COM 631103108 1,608 15,018 SH   DFND 1.2 0 15,018 0
NATIONAL BK HLDGS CORP CL A 633707104 1,149 32,627 SH   DFND 1,2,3 0 32,627 0
NATIONAL FUEL GAS CO N J COM 636180101 3,190 68,544 SH   DFND 1,2,3 0 68,544 0
NATIONAL OILWELL VARCO INC COM 637071101 913 36,429 SH   DFND 1.2 0 36,429 0
NATIONAL OILWELL VARCO INC COM 637071101 5,005 199,790 SH   DFND 1,2,3 0 199,790 0
NATIONAL RETAIL PPTYS INC COM 637417106 677 12,633 SH   DFND 1.2 0 12,633 0
NAUTILUS INC COM 63910B102 82 46,743 SH   DFND 1,2,3 0 46,743 0
NAVIENT CORPORATION COM 63938C108 324 23,717 SH   DFND 1.2 0 23,717 0
NAVIENT CORPORATION COM 63938C108 1,174 85,786 SH   DFND 1,2,3 0 85,786 0
NAVISTAR INTL CORP NEW COM 63934E108 530 18,310 SH   DFND 1,2,3 0 18,310 0
NBT BANCORP INC COM 628778102 791 19,494 SH   DFND 1,2,3 0 19,494 0
NEKTAR THERAPEUTICS COM 640268108 258 11,954 SH   DFND 1.2 0 11,954 0
NEKTAR THERAPEUTICS COM 640268108 9,770 452,651 SH   DFND 1,2,3 0 452,651 0
NELNET INC CL A 64031N108 193 3,322 SH   DFND 1,2,3 0 3,322 0
NEOGEN CORP COM 640491106 460 7,043 SH   DFND 1,2,3 0 7,043 0
NETAPP INC COM 64110D104 1,442 23,160 SH   DFND 1.2 0 23,160 0
NETAPP INC COM 64110D104 94 1,511 SH   DFND 1,2,3 0 1,511 0
NETEASE INC SPONSORED ADS 64110W102 7,206 23,499 SH   DFND 1.2 0 23,499 0
NETEASE INC SPONSORED ADS 64110W102 17,616 57,450 SH   DFND 1,2,3 0 57,450 0
NETFLIX INC COM 64110L106 17,144 52,983 SH   DFND 1.2 0 52,983 0
NETFLIX INC COM 64110L106 113 349 SH   DFND 1,2,3 0 349 0
NETGEAR INC COM 64111Q104 833 33,990 SH   DFND 1,2,3 0 33,990 0
NETSCOUT SYS INC COM 64115T104 1,283 53,318 SH   DFND 1,2,3 0 53,318 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 551 5,127 SH   DFND 1.2 0 5,127 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,538 20,930 SH   DFND 1.2 0 20,930 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,124 17,520 SH   DFND 1,2,3 0 17,520 0
NEW RELIC INC COM 64829B100 33 500 SH   DFND 1 0 500 0
NEW RELIC INC COM 64829B100 305 4,648 SH   DFND 1.2 0 4,648 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 294 300,000 PRN   DFND 1.2 0 300,000 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,445 203,425 SH   DFND 1.2 0 203,425 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,581 381,100 SH   DFND 1,2,3 0 381,100 0
NEW YORK MTG TR INC COM PAR $.02 649604501 98 15,672 SH   DFND 1,2,3 0 15,672 0
NEWELL BRANDS INC COM 651229106 1,293 67,255 SH   DFND 1.2 0 67,255 0
NEWELL BRANDS INC COM 651229106 5,196 270,336 SH   DFND 1,2,3 0 270,336 0
NEWMONT GOLDCORP CORPORATION COM 651639106 7,268 167,283 SH   DFND 1.2 0 167,283 0
NEWMONT GOLDCORP CORPORATION COM 651639106 23,206 534,076 SH   DFND 1,2,3 0 534,076 0
NEWPARK RES INC COM PAR $.01NEW 651718504 332 52,879 SH   DFND 1,2,3 0 52,879 0
NEWS CORP NEW CL A 65249B109 404 28,545 SH   DFND 1.2 0 28,545 0
NEXTERA ENERGY INC COM 65339F101 21,011 86,764 SH   DFND 1.2 0 86,764 0
NEXTERA ENERGY INC COM 65339F101 303 1,253 SH   DFND 1,2,3 0 1,253 0
NIC INC COM 62914B100 796 35,620 SH   DFND 1,2,3 0 35,620 0
NIELSEN HLDGS PLC SHS EUR G6518L108 745 36,714 SH   DFND 1.2 0 36,714 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,841 435,529 SH   DFND 1,2,3 0 435,529 0
NIKE INC CL B 654106103 28,920 285,463 SH   DFND 1.2 0 285,463 0
NIKE INC CL B 654106103 358 3,536 SH   DFND 1,2,3 0 3,536 0
NIKE INC CL B 654106103 1,317 13,000 SH   DFND 1,2,4 0 13,000 0
NISOURCE INC COM 65473P105 979 35,160 SH   DFND 1.2 0 35,160 0
NMI HLDGS INC CL A 629209305 1,689 50,892 SH   DFND 1,2,3 0 50,892 0
NOBLE CORP PLC SHS USD G65431101 1,380 1,131,461 SH   DFND 1,2,3 0 1,131,461 0
NOBLE ENERGY INC COM 655044105 1,023 41,191 SH   DFND 1.2 0 41,191 0
NOBLE ENERGY INC COM 655044105 935 37,648 SH   DFND 1,2,3 0 37,648 0
NORDSTROM INC COM 655664100 478 11,670 SH   DFND 1.2 0 11,670 0
NORDSTROM INC COM 655664100 4,191 102,390 SH   DFND 1,2,3 0 102,390 0
NORFOLK SOUTHERN CORP COM 655844108 4,786 24,655 SH   DFND 1.2 0 24,655 0
NORFOLK SOUTHERN CORP COM 655844108 429 2,211 SH   DFND 1,2,3 0 2,211 0
NORTHERN OIL & GAS INC NEV COM 665531109 158 67,672 SH   DFND 1.2 0 67,672 0
NORTHERN TR CORP COM 665859104 2,296 21,610 SH   DFND 1.2 0 21,610 0
NORTHERN TR CORP COM 665859104 20,085 189,055 SH   DFND 1,2,3 0 189,055 0
NORTHFIELD BANCORP INC DEL COM 66611T108 632 37,255 SH   DFND 1,2,3 0 37,255 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,013 60,887 SH   DFND 1,2,3 0 60,887 0
NORTHWEST NAT HLDG CO COM 66765N105 1,220 16,547 SH   DFND 1,2,3 0 16,547 0
NORTHWEST PIPE CO COM 667746101 2,654 79,662 SH   DFND 1,2,3 0 79,662 0
NORTHWESTERN CORP COM NEW 668074305 1,603 22,361 SH   DFND 1,2,3 0 22,361 0
NORTONLIFELOCK INC COM 668771108 902 61,164 SH   DFND 1.2 0 61,164 0
NORTONLIFELOCK INC COM 668771108 3,672 249,061 SH   DFND 1,2,3 0 249,061 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,031 51,885 SH   DFND 1.2 0 51,885 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 358 6,128 SH   DFND 1,2,3 0 6,128 0
NOVOCURE LTD ORD SHS G6674U108 139 1,654 SH   DFND 1 0 1,654 0
NOW INC COM 67011P100 1,223 108,843 SH   DFND 1,2,3 0 108,843 0
NRG ENERGY INC COM NEW 629377508 1,788 44,982 SH   DFND 1.2 0 44,982 0
NRG ENERGY INC COM NEW 629377508 31,550 793,714 SH   DFND 1,2,3 0 793,714 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 456 450,000 PRN   DFND 1.2 0 450,000 0
NUCOR CORP COM 670346105 1,766 31,372 SH   DFND 1.2 0 31,372 0
NUCOR CORP COM 670346105 46 810 SH   DFND 1,2,3 0 810 0
NUTANIX INC NOTE 1/1 67059NAB4 395 400,000 PRN   DFND 1.2 0 400,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 397 300,000 PRN   DFND 1.2 0 300,000 0
NVENT ELECTRIC PLC SHS G6700G107 48 1,879 SH   DFND 1.2 0 1,879 0
NVENT ELECTRIC PLC SHS G6700G107 376 14,716 SH   DFND 1,2,3 0 14,716 0
NVIDIA CORP COM 67066G104 56,686 240,910 SH   DFND 1.2 0 240,910 0
NVIDIA CORP COM 67066G104 28,406 120,722 SH   DFND 1,2,3 0 120,722 0
NVR INC COM 62944T105 1,181 310 SH   DFND 1.2 0 310 0
NVR INC COM 62944T105 38 10 SH   DFND 1,2,3 0 10 0
NXP SEMICONDUCTORS N V COM N6596X109 34,780 273,296 SH   DFND 1.2 0 273,296 0
NXP SEMICONDUCTORS N V COM N6596X109 21,459 168,625 SH   DFND 1,2,3 0 168,625 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,388 7,731 SH   DFND 1.2 0 7,731 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 71 163 SH   DFND 1,2,3 0 163 0
OCCIDENTAL PETE CORP COM 674599105 3,507 85,109 SH   DFND 1.2 0 85,109 0
OCCIDENTAL PETE CORP COM 674599105 21 518 SH   DFND 1,2,3 0 518 0
OCEANEERING INTL INC COM 675232102 404 27,088 SH   DFND 1,2,3 0 27,088 0
OCWEN FINL CORP COM NEW 675746309 44 32,215 SH   DFND 1,2,3 0 32,215 0
OFFICE DEPOT INC COM 676220106 670 244,586 SH   DFND 1,2,3 0 244,586 0
OGE ENERGY CORP COM 670837103 1,102 24,785 SH   DFND 1.2 0 24,785 0
OI S A SPONSORED ADR NE 670851500 21 22,228 SH   DFND 1.2 0 22,228 0
OI S A SPONSORED ADR NE 670851500 6 5,928 SH   DFND 1.2 0 5,928 0
OKTA INC CL A 679295105 2,908 25,207 SH   DFND 1.2 0 25,207 0
OKTA INC CL A 679295105 366 3,169 SH   DFND 1,2,3 0 3,169 0
OLD DOMINION FREIGHT LINE IN COM 679580100 756 3,985 SH   DFND 1.2 0 3,985 0
OLD REP INTL CORP COM 680223104 388 17,354 SH   DFND 1.2 0 17,354 0
OLD REP INTL CORP COM 680223104 4,598 205,530 SH   DFND 1,2,3 0 205,530 0
OLYMPIC STEEL INC COM 68162K106 324 18,088 SH   DFND 1,2,3 0 18,088 0
OMEGA HEALTHCARE INVS INC COM 681936100 28 650 SH   DFND 1 0 650 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,094 25,829 SH   DFND 1.2 0 25,829 0
OMEGA HEALTHCARE INVS INC COM 681936100 191 4,500 SH   DFND 1,2,4 0 4,500 0
OMNICELL INC COM 68213N109 1,246 15,243 SH   DFND 1,2,3 0 15,243 0
OMNICOM GROUP INC COM 681919106 1,664 20,532 SH   DFND 1.2 0 20,532 0
OMNICOM GROUP INC COM 681919106 1,142 14,094 SH   DFND 1,2,3 0 14,094 0
ON SEMICONDUCTOR CORP COM 682189105 968 39,686 SH   DFND 1.2 0 39,686 0
ON SEMICONDUCTOR CORP COM 682189105 228 9,368 SH   DFND 1,2,3 0 9,368 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 409 300,000 PRN   DFND 1.2 0 300,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 414 300,000 PRN   DFND 1.2 0 300,000 0
ONE GAS INC COM 68235P108 2,944 31,461 SH   DFND 1,2,3 0 31,461 0
ONEOK INC NEW COM 682680103 7,395 97,725 SH   DFND 1.2 0 97,725 0
ONEOK INC NEW COM 682680103 2,362 31,219 SH   DFND 1,2,3 0 31,219 0
ONESPAN INC COM 68287N100 234 13,696 SH   DFND 1,2,3 0 13,696 0
ONTO INNOVATION INC COM 683344105 1,676 45,880 SH   DFND 1,2,3 0 45,880 0
ORACLE CORP COM 68389X105 27 510 SH   DFND 1 0 510 0
ORACLE CORP COM 68389X105 26,627 502,582 SH   DFND 1.2 0 502,582 0
ORACLE CORP COM 68389X105 106,996 2,019,553 SH   DFND 1,2,3 0 2,019,553 0
ORASURE TECHNOLOGIES INC COM 68554V108 478 59,577 SH   DFND 1,2,3 0 59,577 0
ORMAT TECHNOLOGIES INC COM 686688102 5,973 80,155 SH   DFND 1,2,3 0 80,155 0
OSHKOSH CORP COM 688239201 7,185 75,915 SH   DFND 1,2,3 0 75,915 0
OSI SYSTEMS INC COM 671044105 2,199 21,825 SH   DFND 1,2,3 0 21,825 0
OWENS CORNING NEW COM 690742101 576 8,839 SH   DFND 1.2 0 8,839 0
PACCAR INC COM 693718108 3,212 40,610 SH   DFND 1.2 0 40,610 0
PACCAR INC COM 693718108 22,285 281,729 SH   DFND 1,2,3 0 281,729 0
PACKAGING CORP AMER COM 695156109 1,143 10,204 SH   DFND 1.2 0 10,204 0
PACWEST BANCORP DEL COM 695263103 9,586 250,491 SH   DFND 1,2,3 0 250,491 0
PALO ALTO NETWORKS INC COM 697435105 3,018 13,051 SH   DFND 1.2 0 13,051 0
PALO ALTO NETWORKS INC COM 697435105 391 1,691 SH   DFND 1,2,3 0 1,691 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 773 700,000 PRN   DFND 1.2 0 700,000 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 5,223 224,747 SH   DFND 1.2 0 224,747 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 326 14,036 SH   DFND 1,2,3 0 14,036 0
PARK AEROSPACE CORP COM 70014A104 457 29,804 SH   DFND 1,2,3 0 29,804 0
PARK HOTELS RESORTS INC COM 700517105 99 3,808 SH   DFND 1.2 0 3,808 0
PARKER HANNIFIN CORP COM 701094104 7,993 38,834 SH   DFND 1.2 0 38,834 0
PARKER HANNIFIN CORP COM 701094104 63 306 SH   DFND 1,2,3 0 306 0
PATRICK INDS INC COM 703343103 1,434 27,359 SH   DFND 1,2,3 0 27,359 0
PATTERN ENERGY GROUP INC CL A 70338P100 798 29,810 SH   DFND 1,2,3 0 29,810 0
PATTERSON COMPANIES INC COM 703395103 37 1,794 SH   DFND 1,2,3 0 1,794 0
PATTERSON UTI ENERGY INC COM 703481101 71 6,776 SH   DFND 1,2,3 0 6,776 0
PAYCHEX INC COM 704326107 2,744 32,261 SH   DFND 1.2 0 32,261 0
PAYCHEX INC COM 704326107 82 963 SH   DFND 1,2,3 0 963 0
PAYCOM SOFTWARE INC COM 70432V102 1,948 7,358 SH   DFND 1.2 0 7,358 0
PAYCOM SOFTWARE INC COM 70432V102 34 129 SH   DFND 1,2,3 0 129 0
PAYPAL HLDGS INC COM 70450Y103 63,258 584,798 SH   DFND 1.2 0 584,798 0
PAYPAL HLDGS INC COM 70450Y103 32,788 303,112 SH   DFND 1,2,3 0 303,112 0
PBF ENERGY INC CL A 69318G106 82 2,621 SH   DFND 1.2 0 2,621 0
PDC ENERGY INC COM 69327R101 623 23,816 SH   DFND 1,2,3 0 23,816 0
PDF SOLUTIONS INC COM 693282105 203 12,009 SH   DFND 1,2,3 0 12,009 0
PDL BIOPHARMA INC COM 69329Y104 643 198,233 SH   DFND 1,2,3 0 198,233 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 131 4,240 SH   DFND 1,2,3 0 4,240 0
PENN NATL GAMING INC COM 707569109 4,292 167,928 SH   DFND 1,2,3 0 167,928 0
PENN VA CORP NEW COM 70788V102 134 4,416 SH   DFND 1.2 0 4,416 0
PENNANT GROUP INC COM 70805E109 878 26,547 SH   DFND 1,2,3 0 26,547 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 929 174,302 SH   DFND 1,2,3 0 174,302 0
PENTAIR PLC SHS G7S00T104 901 19,648 SH   DFND 1.2 0 19,648 0
PENTAIR PLC SHS G7S00T104 28,705 625,786 SH   DFND 1,2,3 0 625,786 0
PEOPLES UTD FINL INC COM 712704105 511 30,239 SH   DFND 1.2 0 30,239 0
PEPSICO INC COM 713448108 250 1,830 SH   DFND 1 0 1,830 0
PEPSICO INC COM 713448108 66,485 486,467 SH   DFND 1.2 0 486,467 0
PEPSICO INC COM 713448108 79,131 578,996 SH   DFND 1,2,3 0 578,996 0
PEPSICO INC COM 713448108 1,845 13,500 SH   DFND 1,2,4 0 13,500 0
PERFICIENT INC COM 71375U101 3,784 82,143 SH   DFND 1,2,3 0 82,143 0
PERKINELMER INC COM 714046109 802 8,258 SH   DFND 1.2 0 8,258 0
PERKINELMER INC COM 714046109 48,688 501,422 SH   DFND 1,2,3 0 501,422 0
PERRIGO CO PLC SHS G97822103 657 12,722 SH   DFND 1.2 0 12,722 0
PERRIGO CO PLC SHS G97822103 71 1,383 SH   DFND 1,2,3 0 1,383 0
PERSPECTA INC COM 715347100 294 11,108 SH   DFND 1.2 0 11,108 0
PERSPECTA INC COM 715347100 299 11,317 SH   DFND 1,2,3 0 11,317 0
PFIZER INC COM 717081103 253 6,445 SH   DFND 1 0 6,445 0
PFIZER INC COM 717081103 53,191 1,357,616 SH   DFND 1.2 0 1,357,616 0
PFIZER INC COM 717081103 43,997 1,122,939 SH   DFND 1,2,3 0 1,122,939 0
PFIZER INC COM 717081103 1,352 34,500 SH   DFND 1,2,4 0 34,500 0
PHILIP MORRIS INTL INC COM 718172109 11,764 138,259 SH   DFND 1.2 0 138,259 0
PHILLIPS 66 COM 718546104 24,057 215,930 SH   DFND 1.2 0 215,930 0
PHILLIPS 66 COM 718546104 14,417 129,406 SH   DFND 1,2,3 0 129,406 0
PHOTRONICS INC COM 719405102 1,688 107,098 SH   DFND 1,2,3 0 107,098 0
PHYSICIANS RLTY TR COM 71943U104 44 2,316 SH   DFND 1.2 0 2,316 0
PICO HLDGS INC COM NEW 693366205 2,173 195,423 SH   DFND 1,2,3 0 195,423 0
PILGRIMS PRIDE CORP NEW COM 72147K108 257 7,860 SH   DFND 1 0 7,860 0
PINDUODUO INC SPONSORED ADS 722304102 215 5,691 SH   DFND 1.2 0 5,691 0
PINNACLE WEST CAP CORP COM 723484101 3,135 34,865 SH   DFND 1.2 0 34,865 0
PIONEER NAT RES CO COM 723787107 8,319 54,956 SH   DFND 1.2 0 54,956 0
PIPER JAFFRAY COS COM 724078100 1,406 17,589 SH   DFND 1,2,3 0 17,589 0
PITNEY BOWES INC COM 724479100 169 41,955 SH   DFND 1,2,3 0 41,955 0
PIXELWORKS INC COM NEW 72581M305 18 4,481 SH   DFND 1,2,3 0 4,481 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 11,451 616,729 SH   DFND 1.2 0 616,729 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 12,947 697,279 SH   DFND 1,2,3 0 697,279 0
PLEXUS CORP COM 729132100 38 498 SH   DFND 1,2,3 0 498 0
PLUG POWER INC COM NEW 72919P202 804 254,585 SH   DFND 1,2,3 0 254,585 0
PNC FINL SVCS GROUP INC COM 693475105 17,130 107,313 SH   DFND 1.2 0 107,313 0
PNC FINL SVCS GROUP INC COM 693475105 82 511 SH   DFND 1,2,3 0 511 0
PNM RES INC COM 69349H107 2,736 53,949 SH   DFND 1,2,3 0 53,949 0
POLARIS INC COM 731068102 632 6,217 SH   DFND 1.2 0 6,217 0
POPULAR INC COM NEW 733174700 1,394 23,729 SH   DFND 1.2 0 23,729 0
POPULAR INC COM NEW 733174700 11,951 203,427 SH   DFND 1,2,3 0 203,427 0
PORTLAND GEN ELEC CO COM NEW 736508847 766 13,727 SH   DFND 1,2,3 0 13,727 0
POTLATCHDELTIC CORPORATION COM 737630103 44 1,014 SH   DFND 1.2 0 1,014 0
POWELL INDS INC COM 739128106 279 5,701 SH   DFND 1,2,3 0 5,701 0
POWER INTEGRATIONS INC COM 739276103 1,427 14,423 SH   DFND 1,2,3 0 14,423 0
PPG INDS INC COM 693506107 4,919 36,848 SH   DFND 1.2 0 36,848 0
PPL CORP COM 69351T106 2,104 58,638 SH   DFND 1.2 0 58,638 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,211 20,148 SH   DFND 1,2,3 0 20,148 0
PRICE T ROWE GROUP INC COM 74144T108 2,910 23,885 SH   DFND 1.2 0 23,885 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 350 300,000 PRN   DFND 1.2 0 300,000 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,657 84,676 SH   DFND 1.2 0 84,676 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,355 79,173 SH   DFND 1,2,3 0 79,173 0
PROCTER & GAMBLE CO COM 742718109 22 180 SH   DFND 1 0 180 0
PROCTER & GAMBLE CO COM 742718109 68,943 551,982 SH   DFND 1.2 0 551,982 0
PROCTER & GAMBLE CO COM 742718109 55,798 446,744 SH   DFND 1,2,3 0 446,744 0
PROCTER & GAMBLE CO COM 742718109 3,435 27,500 SH   DFND 1,2,4 0 27,500 0
PROGENICS PHARMACEUTICALS IN COM 743187106 65 12,732 SH   DFND 1,2,3 0 12,732 0
PROGRESS SOFTWARE CORP COM 743312100 1,087 26,162 SH   DFND 1,2,3 0 26,162 0
PROGRESSIVE CORP OHIO COM 743315103 12,860 183,096 SH   DFND 1.2 0 183,096 0
PROGRESSIVE CORP OHIO COM 743315103 20,839 296,699 SH   DFND 1,2,3 0 296,699 0
PROLOGIS INC COM 74340W103 27,925 313,271 SH   DFND 1.2 0 313,271 0
PROLOGIS INC COM 74340W103 25,650 287,750 SH   DFND 1,2,3 0 287,750 0
PROLOGIS INC COM 74340W103 1,203 13,500 SH   DFND 1,2,4 0 13,500 0
PROPETRO HLDG CORP COM 74347M108 22 1,929 SH   DFND 1.2 0 1,929 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,034 160,586 SH   DFND 1,2,3 0 160,586 0
PROSPERITY BANCSHARES INC COM 743606105 62 864 SH   DFND 1.2 0 864 0
PROTO LABS INC COM 743713109 17 165 SH   DFND 1 0 165 0
PROVIDENCE SVC CORP COM 743815102 786 13,283 SH   DFND 1,2,3 0 13,283 0
PROVIDENT FINL SVCS INC COM 74386T105 86 3,487 SH   DFND 1,2,3 0 3,487 0
PRUDENTIAL FINL INC COM 744320102 12 125 SH   DFND 1 0 125 0
PRUDENTIAL FINL INC COM 744320102 16,660 177,725 SH   DFND 1.2 0 177,725 0
PRUDENTIAL FINL INC COM 744320102 21,792 232,476 SH   DFND 1,2,3 0 232,476 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,695 28,476 SH   DFND 1,2,3 0 28,476 0
PTC INC COM 69370C100 1,126 15,041 SH   DFND 1.2 0 15,041 0
PTC INC COM 69370C100 283 3,782 SH   DFND 1,2,3 0 3,782 0
PUBLIC STORAGE COM 74460D109 7,605 35,710 SH   DFND 1.2 0 35,710 0
PUBLIC STORAGE COM 74460D109 447 2,100 SH   DFND 1,2,4 0 2,100 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3,250 55,036 SH   DFND 1.2 0 55,036 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 34 570 SH   DFND 1,2,3 0 570 0
PULTE GROUP INC COM 745867101 1,116 28,757 SH   DFND 1.2 0 28,757 0
PULTE GROUP INC COM 745867101 12,972 334,331 SH   DFND 1,2,3 0 334,331 0
PUMA BIOTECHNOLOGY INC COM 74587V107 50 5,735 SH   DFND 1,2,3 0 5,735 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 398 400,000 PRN   DFND 1.2 0 400,000 0
PURECYCLE CORP COM NEW 746228303 1,027 81,561 SH   DFND 1,2,3 0 81,561 0
PVH CORP COM 693656100 2,216 21,075 SH   DFND 1.2 0 21,075 0
PVH CORP COM 693656100 381 3,622 SH   DFND 1,2,3 0 3,622 0
QEP RES INC COM 74733V100 12 2,647 SH   DFND 1.2 0 2,647 0
QEP RES INC COM 74733V100 1,625 361,142 SH   DFND 1,2,3 0 361,142 0
QORVO INC COM 74736K101 1,359 11,694 SH   DFND 1.2 0 11,694 0
QORVO INC COM 74736K101 1,647 14,173 SH   DFND 1,2,3 0 14,173 0
QTS RLTY TR INC COM CL A 74736A103 602 11,085 SH   DFND 1.2 0 11,085 0
QTS RLTY TR INC COM CL A 74736A103 109 2,000 SH   DFND 1,2,4 0 2,000 0
QUALCOMM INC COM 747525103 9,966 112,955 SH   DFND 1.2 0 112,955 0
QUALCOMM INC COM 747525103 617 6,991 SH   DFND 1,2,3 0 6,991 0
QUALCOMM INC COM 747525103 662 7,500 SH   DFND 1,2,4 0 7,500 0
QUALYS INC COM 74758T303 1,261 15,125 SH   DFND 1,2,3 0 15,125 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,037 60,701 SH   DFND 1,2,3 0 60,701 0
QUANTA SVCS INC COM 74762E102 3,934 96,630 SH   DFND 1.2 0 96,630 0
QUANTA SVCS INC COM 74762E102 17,887 439,364 SH   DFND 1,2,3 0 439,364 0
QUEST DIAGNOSTICS INC COM 74834L100 1,535 14,376 SH   DFND 1.2 0 14,376 0
QURATE RETAIL INC COM SER A 74915M100 124 14,767 SH   DFND 1.2 0 14,767 0
QURATE RETAIL INC COM SER A 74915M100 2,139 253,712 SH   DFND 1,2,3 0 253,712 0
RADIAN GROUP INC COM 750236101 107 4,246 SH   DFND 1.2 0 4,246 0
RADIAN GROUP INC COM 750236101 4,083 162,276 SH   DFND 1,2,3 0 162,276 0
RALPH LAUREN CORP CL A 751212101 729 6,220 SH   DFND 1.2 0 6,220 0
RALPH LAUREN CORP CL A 751212101 16,897 144,148 SH   DFND 1,2,3 0 144,148 0
RAMBUS INC DEL COM 750917106 789 57,306 SH   DFND 1,2,3 0 57,306 0
RANGE RES CORP COM 75281A109 14 2,881 SH   DFND 1.2 0 2,881 0
RAVEN INDS INC COM 754212108 586 16,994 SH   DFND 1,2,3 0 16,994 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,014 11,331 SH   DFND 1.2 0 11,331 0
RAYONIER INC COM 754907103 1,575 48,073 SH   DFND 1,2,3 0 48,073 0
RAYTHEON CO COM NEW 755111507 6,642 30,228 SH   DFND 1.2 0 30,228 0
RE MAX HLDGS INC CL A 75524W108 893 23,208 SH   DFND 1.2 0 23,208 0
RE MAX HLDGS INC CL A 75524W108 21 555 SH   DFND 1,2,3 0 555 0
RE MAX HLDGS INC CL A 75524W108 192 5,000 SH   DFND 1,2,4 0 5,000 0
REALOGY HLDGS CORP COM 75605Y106 436 45,073 SH   DFND 1,2,3 0 45,073 0
REALTY INCOME CORP COM 756109104 3,205 43,530 SH   DFND 1.2 0 43,530 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 20 595 SH   DFND 1,2,3 0 595 0
REDWOOD TR INC COM 758075402 3,197 193,293 SH   DFND 1,2,3 0 193,293 0
REGAL BELOIT CORP COM 758750103 327 3,820 SH   DFND 1,2,3 0 3,820 0
REGENCY CTRS CORP COM 758849103 1,259 19,963 SH   DFND 1.2 0 19,963 0
REGENERON PHARMACEUTICALS COM 75886F107 124 331 SH   DFND 1 0 331 0
REGENERON PHARMACEUTICALS COM 75886F107 2,877 7,662 SH   DFND 1.2 0 7,662 0
REGENERON PHARMACEUTICALS COM 75886F107 13,469 35,871 SH   DFND 1,2,3 0 35,871 0
REGENXBIO INC COM 75901B107 15 360 SH   DFND 1 0 360 0
REGIONS FINL CORP NEW COM 7591EP100 4,163 242,622 SH   DFND 1.2 0 242,622 0
REGIONS FINL CORP NEW COM 7591EP100 19,276 1,123,333 SH   DFND 1,2,3 0 1,123,333 0
REGIS CORP MINN COM 758932107 1,481 82,897 SH   DFND 1,2,3 0 82,897 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 718 4,403 SH   DFND 1.2 0 4,403 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 203 1,691 SH   DFND 1.2 0 1,691 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 16,050 134,022 SH   DFND 1,2,3 0 134,022 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,446 7,376 SH   DFND 1.2 0 7,376 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,074 20,784 SH   DFND 1,2,3 0 20,784 0
RENESOLA LTD SPONSORED ADS 75971T301 39 27,305 SH   DFND 1,2,3 0 27,305 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 264 9,793 SH   DFND 1.2 0 9,793 0
RENT A CTR INC NEW COM 76009N100 5,795 200,926 SH   DFND 1,2,3 0 200,926 0
REPUBLIC BANCORP KY CL A 760281204 162 3,460 SH   DFND 1,2,3 0 3,460 0
REPUBLIC SVCS INC COM 760759100 3,218 35,903 SH   DFND 1.2 0 35,903 0
REPUBLIC SVCS INC COM 760759100 15,134 168,853 SH   DFND 1,2,3 0 168,853 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 33 2,732 SH   DFND 1.2 0 2,732 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 372 31,155 SH   DFND 1,2,3 0 31,155 0
RESMED INC COM 761152107 2,933 18,929 SH   DFND 1.2 0 18,929 0
RESMED INC COM 761152107 13,210 85,242 SH   DFND 1,2,3 0 85,242 0
RESOURCES CONNECTION INC COM 76122Q105 267 16,333 SH   DFND 1,2,3 0 16,333 0
RETAIL PPTYS AMER INC CL A 76131V202 36 2,677 SH   DFND 1.2 0 2,677 0
RETAIL VALUE INC COM 76133Q102 1 34 SH   DFND 1.2 0 34 0
REXFORD INDL RLTY INC COM 76169C100 12,752 279,231 SH   DFND 1.2 0 279,231 0
REXFORD INDL RLTY INC COM 76169C100 412 9,019 SH   DFND 1,2,3 0 9,019 0
REXFORD INDL RLTY INC COM 76169C100 365 8,000 SH   DFND 1,2,4 0 8,000 0
REXNORD CORP NEW COM 76169B102 29,371 900,385 SH   DFND 1,2,3 0 900,385 0
RH COM 74967X103 4,257 19,940 SH   DFND 1,2,3 0 19,940 0
RINGCENTRAL INC CL A 76680R206 3,596 21,318 SH   DFND 1.2 0 21,318 0
RITE AID CORP COM 767754872 76 4,929 SH   DFND 1.2 0 4,929 0
RLI CORP COM 749607107 159 1,771 SH   DFND 1,2,3 0 1,771 0
ROBERT HALF INTL INC COM 770323103 483 7,650 SH   DFND 1.2 0 7,650 0
ROBERT HALF INTL INC COM 770323103 68 1,076 SH   DFND 1,2,3 0 1,076 0
ROCKWELL AUTOMATION INC COM 773903109 2,156 10,637 SH   DFND 1.2 0 10,637 0
ROGERS CORP COM 775133101 2,033 16,300 SH   DFND 1,2,3 0 16,300 0
ROKU INC COM CL A 77543R102 1,217 9,091 SH   DFND 1.2 0 9,091 0
ROLLINS INC COM 775711104 472 14,249 SH   DFND 1.2 0 14,249 0
ROPER TECHNOLOGIES INC COM 776696106 13,341 37,662 SH   DFND 1.2 0 37,662 0
ROPER TECHNOLOGIES INC COM 776696106 107 302 SH   DFND 1,2,3 0 302 0
ROPER TECHNOLOGIES INC COM 776696106 5,384 15,200 SH   DFND 1,2,4 0 15,200 0
ROSS STORES INC COM 778296103 4,750 40,798 SH   DFND 1.2 0 40,798 0
ROSS STORES INC COM 778296103 48 411 SH   DFND 1,2,3 0 411 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,555 94,035 SH   DFND 1.2 0 94,035 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15,903 119,112 SH   DFND 1,2,3 0 119,112 0
ROYAL GOLD INC COM 780287108 97 793 SH   DFND 1.2 0 793 0
ROYAL GOLD INC COM 780287108 43 350 SH   DFND 1,2,3 0 350 0
RPM INTL INC COM 749685103 636 8,288 SH   DFND 1.2 0 8,288 0
RPT REALTY SH BEN INT 74971D101 390 25,904 SH   DFND 1,2,3 0 25,904 0
RUTHS HOSPITALITY GROUP INC COM 783332109 406 18,636 SH   DFND 1,2,3 0 18,636 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 51 584 SH   DFND 1.2 0 584 0
S&P GLOBAL INC COM 78409V104 21,625 79,198 SH   DFND 1.2 0 79,198 0
S&P GLOBAL INC COM 78409V104 32,385 118,604 SH   DFND 1,2,3 0 118,604 0
S&P GLOBAL INC COM 78409V104 6,425 23,530 SH   DFND 1,2,4 0 23,530 0
SABRE CORP COM 78573M104 303 13,504 SH   DFND 1.2 0 13,504 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 121 11,062 SH   DFND 1,2,3 0 11,062 0
SAFETY INS GROUP INC COM 78648T100 180 1,948 SH   DFND 1,2,3 0 1,948 0
SALESFORCE COM INC COM 79466L302 69,439 426,951 SH   DFND 1.2 0 426,951 0
SALESFORCE COM INC COM 79466L302 22,112 135,954 SH   DFND 1,2,3 0 135,954 0
SALLY BEAUTY HLDGS INC COM 79546E104 794 43,480 SH   DFND 1,2,3 0 43,480 0
SANDERSON FARMS INC COM 800013104 454 2,575 SH   DFND 1 0 2,575 0
SANDERSON FARMS INC COM 800013104 3,089 17,529 SH   DFND 1,2,3 0 17,529 0
SANGAMO THERAPEUTICS INC COM 800677106 19 2,300 SH   DFND 1 0 2,300 0
SANMINA CORPORATION COM 801056102 2,506 73,185 SH   DFND 1,2,3 0 73,185 0
SAREPTA THERAPEUTICS INC COM 803607100 79 615 SH   DFND 1 0 615 0
SAREPTA THERAPEUTICS INC COM 803607100 623 4,826 SH   DFND 1.2 0 4,826 0
SAUL CTRS INC COM 804395101 89 1,685 SH   DFND 1,2,3 0 1,685 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 7,282 30,216 SH   DFND 1.2 0 30,216 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 18,858 78,253 SH   DFND 1,2,3 0 78,253 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 289 1,200 SH   DFND 1,2,4 0 1,200 0
SCANSOURCE INC COM 806037107 351 9,492 SH   DFND 1,2,3 0 9,492 0
SCHLUMBERGER LTD COM 806857108 9,659 240,285 SH   DFND 1.2 0 240,285 0
SCHLUMBERGER LTD COM 806857108 61 1,521 SH   DFND 1,2,3 0 1,521 0
SCHLUMBERGER LTD COM 806857108 1,588 39,500 SH   DFND 1,2,4 0 39,500 0
SCHNITZER STL INDS CL A 806882106 788 36,333 SH   DFND 1,2,3 0 36,333 0
SCORPIO TANKERS INC SHS Y7542C130 368 9,350 SH   DFND 1,2,3 0 9,350 0
SCOTTS MIRACLE GRO CO CL A 810186106 734 6,912 SH   DFND 1,2,3 0 6,912 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,096 69,782 SH   DFND 1,2,3 0 69,782 0
SEACOR HOLDINGS INC COM 811904101 751 17,393 SH   DFND 1,2,3 0 17,393 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,013 33,828 SH   DFND 1.2 0 33,828 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 31,208 524,499 SH   DFND 1,2,3 0 524,499 0
SEALED AIR CORP NEW COM 81211K100 1,494 37,508 SH   DFND 1.2 0 37,508 0
SEATTLE GENETICS INC COM 812578102 1,092 9,554 SH   DFND 1.2 0 9,554 0
SEI INVESTMENTS CO COM 784117103 1,367 20,879 SH   DFND 1.2 0 20,879 0
SEI INVESTMENTS CO COM 784117103 1,534 23,430 SH   DFND 1,2,3 0 23,430 0
SELECT MED HLDGS CORP COM 81619Q105 1,757 75,264 SH   DFND 1,2,3 0 75,264 0
SELECTIVE INS GROUP INC COM 816300107 524 8,034 SH   DFND 1,2,3 0 8,034 0
SEMPRA ENERGY COM 816851109 4,748 31,343 SH   DFND 1.2 0 31,343 0
SEMPRA ENERGY COM 816851109 74 487 SH   DFND 1,2,3 0 487 0
SENECA FOODS CORP NEW CL A 817070501 272 6,680 SH   DFND 1,2,3 0 6,680 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 962 17,854 SH   DFND 1.2 0 17,854 0
SERES THERAPEUTICS INC COM 81750R102 36 10,400 SH   DFND 1 0 10,400 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 13 538 SH   DFND 1.2 0 538 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 857 35,222 SH   DFND 1,2,3 0 35,222 0
SERVICENOW INC COM 81762P102 29,018 102,783 SH   DFND 1.2 0 102,783 0
SERVICENOW INC COM 81762P102 624 2,210 SH   DFND 1,2,3 0 2,210 0
SERVISFIRST BANCSHARES INC COM 81768T108 380 10,090 SH   DFND 1,2,3 0 10,090 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 156 3,748 SH   DFND 1,2,3 0 3,748 0
SHERWIN WILLIAMS CO COM 824348106 5,235 8,971 SH   DFND 1.2 0 8,971 0
SHERWIN WILLIAMS CO COM 824348106 42 72 SH   DFND 1,2,3 0 72 0
SHOE CARNIVAL INC COM 824889109 1,386 37,166 SH   DFND 1,2,3 0 37,166 0
SHOTSPOTTER INC COM 82536T107 37 1,450 SH   DFND 1 0 1,450 0
SIGNATURE BK NEW YORK N Y COM 82669G104 24,975 182,822 SH   DFND 1.2 0 182,822 0
SIGNATURE BK NEW YORK N Y COM 82669G104 69 504 SH   DFND 1,2,3 0 504 0
SIGNET JEWELERS LIMITED SHS G81276100 6 274 SH   DFND 1.2 0 274 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 35 1,297 SH   DFND 1,2,3 0 1,297 0
SIMON PPTY GROUP INC NEW COM 828806109 14,802 99,372 SH   DFND 1.2 0 99,372 0
SIMON PPTY GROUP INC NEW COM 828806109 447 3,000 SH   DFND 1,2,4 0 3,000 0
SIMPSON MANUFACTURING CO INC COM 829073105 919 11,457 SH   DFND 1,2,3 0 11,457 0
SINA CORP ORD G81477104 452 11,327 SH   DFND 1.2 0 11,327 0
SINA CORP ORD G81477104 3,184 79,739 SH   DFND 1,2,3 0 79,739 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 20 589 SH   DFND 1.2 0 589 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,270 248,036 SH   DFND 1,2,3 0 248,036 0
SIRIUS XM HLDGS INC COM 82968B103 1,410 197,172 SH   DFND 1.2 0 197,172 0
SIRIUS XM HLDGS INC COM 82968B103 25,034 3,501,311 SH   DFND 1,2,3 0 3,501,311 0
SITE CENTERS CORP COM 82981J109 5 347 SH   DFND 1.2 0 347 0
SJW GROUP COM 784305104 20,128 283,257 SH   DFND 1,2,3 0 283,257 0
SKECHERS U S A INC CL A 830566105 13,982 323,740 SH   DFND 1.2 0 323,740 0
SKECHERS U S A INC CL A 830566105 464 10,736 SH   DFND 1,2,3 0 10,736 0
SKYWEST INC COM 830879102 2,667 41,269 SH   DFND 1,2,3 0 41,269 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,886 15,606 SH   DFND 1.2 0 15,606 0
SKYWORKS SOLUTIONS INC COM 83088M102 121 1,003 SH   DFND 1,2,3 0 1,003 0
SL GREEN RLTY CORP COM 78440X101 579 6,300 SH   DFND 1.2 0 6,300 0
SL GREEN RLTY CORP COM 78440X101 5,063 55,104 SH   DFND 1,2,3 0 55,104 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 282 12,525 SH   DFND 1.2 0 12,525 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 333 14,827 SH   DFND 1,2,3 0 14,827 0
SLEEP NUMBER CORP COM 83125X103 3,696 75,068 SH   DFND 1,2,3 0 75,068 0
SLM CORP COM 78442P106 787 88,377 SH   DFND 1,2,3 0 88,377 0
SM ENERGY CO COM 78454L100 73 6,497 SH   DFND 1.2 0 6,497 0
SMITH A O CORP COM 831865209 679 14,246 SH   DFND 1.2 0 14,246 0
SMITH A O CORP COM 831865209 27,288 572,800 SH   DFND 1,2,3 0 572,800 0
SMUCKER J M CO COM NEW 832696405 4,226 40,584 SH   DFND 1.2 0 40,584 0
SNAP INC CL A 83304A106 11,632 712,291 SH   DFND 1.2 0 712,291 0
SNAP INC CL A 83304A106 408 24,957 SH   DFND 1,2,3 0 24,957 0
SNAP ON INC COM 833034101 980 5,783 SH   DFND 1.2 0 5,783 0
SNAP ON INC COM 833034101 58 345 SH   DFND 1,2,3 0 345 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 650 24,336 SH   DFND 1.2 0 24,336 0
SONIC AUTOMOTIVE INC CL A 83545G102 326 10,530 SH   DFND 1,2,3 0 10,530 0
SOUTHERN CO COM 842587107 6,393 100,357 SH   DFND 1.2 0 100,357 0
SOUTHERN CO COM 842587107 3,357 52,695 SH   DFND 1,2,3 0 52,695 0
SOUTHERN COPPER CORP COM 84265V105 1,575 37,065 SH   DFND 1.2 0 37,065 0
SOUTHERN COPPER CORP COM 84265V105 3,781 89,002 SH   DFND 1,2,3 0 89,002 0
SOUTHSIDE BANCSHARES INC COM 84470P109 566 15,247 SH   DFND 1,2,3 0 15,247 0
SOUTHWEST AIRLS CO COM 844741108 7,711 142,850 SH   DFND 1.2 0 142,850 0
SOUTHWEST AIRLS CO COM 844741108 2,432 45,051 SH   DFND 1,2,3 0 45,051 0
SOUTHWESTERN ENERGY CO COM 845467109 259 107,085 SH   DFND 1.2 0 107,085 0
SPARTANNASH CO COM 847215100 196 13,733 SH   DFND 1,2,3 0 13,733 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,711 73,670 SH   DFND 1,2,4 0 73,670 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 17 263 SH   DFND 1.2 0 263 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 4,750 73,891 SH   DFND 1,2,3 0 73,891 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 244 67,159 SH   DFND 1,2,3 0 67,159 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,652 132,434 SH   DFND 1.2 0 132,434 0
SPLUNK INC COM 848637104 48,680 325,031 SH   DFND 1.2 0 325,031 0
SPLUNK INC COM 848637104 1,015 6,780 SH   DFND 1,2,3 0 6,780 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 601 500,000 PRN   DFND 1.2 0 500,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 620 500,000 PRN   DFND 1.2 0 500,000 0
SPOK HLDGS INC COM 84863T106 127 10,361 SH   DFND 1,2,3 0 10,361 0
SPRINT CORPORATION COM 85207U105 275 52,731 SH   DFND 1.2 0 52,731 0
SPRINT CORPORATION COM 85207U105 6,783 1,301,915 SH   DFND 1,2,3 0 1,301,915 0
SPROUTS FMRS MKT INC COM 85208M102 1,242 64,169 SH   DFND 1.2 0 64,169 0
SPROUTS FMRS MKT INC COM 85208M102 4,137 213,782 SH   DFND 1,2,3 0 213,782 0
SPS COMMERCE INC COM 78463M107 1,903 34,346 SH   DFND 1,2,3 0 34,346 0
SPX CORP COM 784635104 19,228 377,913 SH   DFND 1,2,3 0 377,913 0
SQUARE INC CL A 852234103 1,847 29,527 SH   DFND 1.2 0 29,527 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 449 400,000 PRN   DFND 1.2 0 400,000 0
SRC ENERGY INC COM 78470V108 7 1,578 SH   DFND 1,2,3 0 1,578 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 31,126 506,940 SH   DFND 1.2 0 506,940 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 162 2,644 SH   DFND 1,2,3 0 2,644 0
ST JOE CO COM 790148100 451 22,758 SH   DFND 1,2,3 0 22,758 0
STAG INDL INC COM 85254J102 173 5,484 SH   DFND 1.2 0 5,484 0
STANDARD MTR PRODS INC COM 853666105 501 9,415 SH   DFND 1,2,3 0 9,415 0
STANLEY BLACK & DECKER INC COM 854502101 2,201 13,279 SH   DFND 1.2 0 13,279 0
STANLEY BLACK & DECKER INC COM 854502101 97 588 SH   DFND 1,2,3 0 588 0
STARBUCKS CORP COM 855244109 7 85 SH   DFND 1 0 85 0
STARBUCKS CORP COM 855244109 24,203 275,279 SH   DFND 1.2 0 275,279 0
STARBUCKS CORP COM 855244109 85,617 973,806 SH   DFND 1,2,3 0 973,806 0
STARBUCKS CORP COM 855244109 1,319 15,000 SH   DFND 1,2,4 0 15,000 0
STATE AUTO FINL CORP COM 855707105 74 2,384 SH   DFND 1,2,3 0 2,384 0
STATE STR CORP COM 857477103 2,733 34,547 SH   DFND 1.2 0 34,547 0
STATE STR CORP COM 857477103 10,449 132,098 SH   DFND 1,2,3 0 132,098 0
STEEL DYNAMICS INC COM 858119100 2,159 63,439 SH   DFND 1.2 0 63,439 0
STEELCASE INC CL A 858155203 568 27,767 SH   DFND 1,2,3 0 27,767 0
STERICYCLE INC COM 858912108 20 316 SH   DFND 1.2 0 316 0
STERIS PLC SHS USD G8473T100 1,110 7,285 SH   DFND 1.2 0 7,285 0
STERIS PLC SHS USD G8473T100 329 2,158 SH   DFND 1,2,3 0 2,158 0
STERLING BANCORP DEL COM 85917A100 192 9,086 SH   DFND 1.2 0 9,086 0
STERLING BANCORP DEL COM 85917A100 10,334 490,247 SH   DFND 1,2,3 0 490,247 0
STEWART INFORMATION SVCS COR COM 860372101 477 11,701 SH   DFND 1,2,3 0 11,701 0
STONERIDGE INC COM 86183P102 644 21,974 SH   DFND 1,2,3 0 21,974 0
STRYKER CORP COM 863667101 6,787 32,328 SH   DFND 1.2 0 32,328 0
STRYKER CORP COM 863667101 3,873 18,449 SH   DFND 1,2,3 0 18,449 0
STURM RUGER & CO INC COM 864159108 38 807 SH   DFND 1,2,3 0 807 0
SUMMIT HOTEL PPTYS INC COM 866082100 40 3,268 SH   DFND 1.2 0 3,268 0
SUMMIT HOTEL PPTYS INC COM 866082100 2,381 192,987 SH   DFND 1,2,3 0 192,987 0
SUN CMNTYS INC COM 866674104 4,910 32,710 SH   DFND 1.2 0 32,710 0
SUN CMNTYS INC COM 866674104 375 2,500 SH   DFND 1,2,4 0 2,500 0
SUNCOKE ENERGY INC COM 86722A103 172 27,681 SH   DFND 1,2,3 0 27,681 0
SUNPOWER CORP COM 867652406 213 27,284 SH   DFND 1.2 0 27,284 0
SUNPOWER CORP COM 867652406 1,508 193,285 SH   DFND 1,2,3 0 193,285 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 17 1,198 SH   DFND 1.2 0 1,198 0
SUPERIOR INDS INTL INC COM 868168105 83 22,568 SH   DFND 1,2,3 0 22,568 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 322 13,592 SH   DFND 1,2,3 0 13,592 0
SURMODICS INC COM 868873100 255 6,147 SH   DFND 1,2,3 0 6,147 0
SVB FINL GROUP COM 78486Q101 2,325 9,263 SH   DFND 1.2 0 9,263 0
SYKES ENTERPRISES INC COM 871237103 1,207 32,621 SH   DFND 1,2,3 0 32,621 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 15 3,250 SH   DFND 1,2,3 0 3,250 0
SYNCHRONY FINL COM 87165B103 8,812 244,701 SH   DFND 1.2 0 244,701 0
SYNCHRONY FINL COM 87165B103 32,710 908,351 SH   DFND 1,2,3 0 908,351 0
SYNNEX CORP COM 87162W100 2,776 21,553 SH   DFND 1.2 0 21,553 0
SYNOPSYS INC COM 871607107 2,334 16,765 SH   DFND 1.2 0 16,765 0
SYNOPSYS INC COM 871607107 10,334 74,238 SH   DFND 1,2,3 0 74,238 0
SYSCO CORP COM 871829107 6,788 79,351 SH   DFND 1.2 0 79,351 0
SYSCO CORP COM 871829107 38 444 SH   DFND 1,2,3 0 444 0
SYSCO CORP COM 871829107 257 3,000 SH   DFND 1,2,4 0 3,000 0
T MOBILE US INC COM 872590104 9,965 127,074 SH   DFND 1.2 0 127,074 0
T MOBILE US INC COM 872590104 22,463 286,441 SH   DFND 1,2,3 0 286,441 0
TABULA RASA HEALTHCARE INC COM 873379101 9,249 190,001 SH   DFND 1.2 0 190,001 0
TABULA RASA HEALTHCARE INC COM 873379101 279 5,741 SH   DFND 1,2,3 0 5,741 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 829 12,273 SH   DFND 1,2,3 0 12,273 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 10 512 SH   DFND 1.2 0 512 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,270 51,210 SH   DFND 1.2 0 51,210 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 2,479 51,425 SH   DFND 1.2 0 51,425 0
TANGER FACTORY OUTLET CTRS I COM 875465106 16 1,115 SH   DFND 1.2 0 1,115 0
TAPESTRY INC COM 876030107 775 28,742 SH   DFND 1.2 0 28,742 0
TAPESTRY INC COM 876030107 216 8,009 SH   DFND 1,2,3 0 8,009 0
TARGA RES CORP COM 87612G101 1,982 48,533 SH   DFND 1.2 0 48,533 0
TARGA RES CORP COM 87612G101 35 866 SH   DFND 1,2,3 0 866 0
TARGET CORP COM 87612E106 30 235 SH   DFND 1 0 235 0
TARGET CORP COM 87612E106 7,646 59,640 SH   DFND 1.2 0 59,640 0
TARGET CORP COM 87612E106 2,226 17,360 SH   DFND 1,2,3 0 17,360 0
TAUBMAN CTRS INC COM 876664103 4,134 132,963 SH   DFND 1,2,3 0 132,963 0
TCF FINANCIAL CORPORATION NE COM 872307103 2,399 51,268 SH   DFND 1.2 0 51,268 0
TCF FINANCIAL CORPORATION NE COM 872307103 514 10,974 SH   DFND 1,2,3 0 10,974 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,478 29,735 SH   DFND 1.2 0 29,735 0
TE CONNECTIVITY LTD REG SHS H84989104 43,439 453,240 SH   DFND 1.2 0 453,240 0
TE CONNECTIVITY LTD REG SHS H84989104 985 10,280 SH   DFND 1,2,3 0 10,280 0
TECH DATA CORP COM 878237106 4,677 32,572 SH   DFND 1.2 0 32,572 0
TECH DATA CORP COM 878237106 7,761 54,048 SH   DFND 1,2,3 0 54,048 0
TECHNIPFMC PLC COM G87110105 1,099 51,241 SH   DFND 1.2 0 51,241 0
TECHNIPFMC PLC COM G87110105 480 22,394 SH   DFND 1,2,3 0 22,394 0
TELADOC HEALTH INC COM 87918A105 4,794 57,267 SH   DFND 1.2 0 57,267 0
TELADOC HEALTH INC COM 87918A105 463 5,528 SH   DFND 1,2,3 0 5,528 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 35 3,080 SH   DFND 1,2,3 0 3,080 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,948 5,622 SH   DFND 1.2 0 5,622 0
TELEFLEX INC COM 879369106 2,265 6,016 SH   DFND 1.2 0 6,016 0
TELEPHONE & DATA SYS INC COM NEW 879433829 391 15,357 SH   DFND 1,2,3 0 15,357 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 652 55,567 SH   DFND 1.2 0 55,567 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 874 74,415 SH   DFND 1,2,3 0 74,415 0
TENET HEALTHCARE CORP COM NEW 88033G407 97 2,544 SH   DFND 1,2,3 0 2,544 0
TERADATA CORP DEL COM 88076W103 3,934 146,971 SH   DFND 1,2,3 0 146,971 0
TERADYNE INC COM 880770102 634 9,293 SH   DFND 1.2 0 9,293 0
TERADYNE INC COM 880770102 15,240 223,490 SH   DFND 1,2,3 0 223,490 0
TEREX CORP NEW COM 880779103 284 9,523 SH   DFND 1,2,3 0 9,523 0
TERRENO RLTY CORP COM 88146M101 2,229 41,176 SH   DFND 1.2 0 41,176 0
TERRENO RLTY CORP COM 88146M101 229 4,231 SH   DFND 1,2,3 0 4,231 0
TERRENO RLTY CORP COM 88146M101 325 6,000 SH   DFND 1,2,4 0 6,000 0
TESLA INC COM 88160R101 10,181 24,337 SH   DFND 1.2 0 24,337 0
TESLA INC COM 88160R101 1,196 2,858 SH   DFND 1,2,3 0 2,858 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 765 600,000 PRN   DFND 1.2 0 600,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 564 400,000 PRN   DFND 1.2 0 400,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 1,211 800,000 PRN   DFND 1.2 0 800,000 0
TETRA TECH INC NEW COM 88162G103 35,052 406,826 SH   DFND 1,2,3 0 406,826 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 157 80,057 SH   DFND 1,2,3 0 80,057 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 256 26,094 SH   DFND 1.2 0 26,094 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,578 27,796 SH   DFND 1,2,3 0 27,796 0
TEXAS INSTRS INC COM 882508104 10,892 84,898 SH   DFND 1.2 0 84,898 0
TEXAS INSTRS INC COM 882508104 36,551 284,906 SH   DFND 1,2,3 0 284,906 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 493 46,028 SH   DFND 1,2,3 0 46,028 0
TFS FINL CORP COM 87240R107 169 8,592 SH   DFND 1,2,3 0 8,592 0
THE CHARLES SCHWAB CORPORATI COM 808513105 5,328 112,027 SH   DFND 1.2 0 112,027 0
THE CHARLES SCHWAB CORPORATI COM 808513105 25 516 SH   DFND 1,2,3 0 516 0
THERMO FISHER SCIENTIFIC INC COM 883556102 203 625 SH   DFND 1 0 625 0
THERMO FISHER SCIENTIFIC INC COM 883556102 65,667 202,134 SH   DFND 1.2 0 202,134 0
THERMO FISHER SCIENTIFIC INC COM 883556102 88,090 271,155 SH   DFND 1,2,3 0 271,155 0
THERMO FISHER SCIENTIFIC INC COM 883556102 487 1,500 SH   DFND 1,2,4 0 1,500 0
THIRD PT REINS LTD COM G8827U100 151 14,311 SH   DFND 1,2,3 0 14,311 0
THOR INDS INC COM 885160101 30 410 SH   DFND 1 0 410 0
THOR INDS INC COM 885160101 462 6,222 SH   DFND 1,2,3 0 6,222 0
TIFFANY & CO NEW COM 886547108 1,228 9,191 SH   DFND 1.2 0 9,191 0
TIFFANY & CO NEW COM 886547108 338 2,527 SH   DFND 1,2,3 0 2,527 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 118 6,149 SH   DFND 1.2 0 6,149 0
TIMKEN CO COM 887389104 56 1,000 SH   DFND 1.2 0 1,000 0
TIMKEN CO COM 887389104 3,806 67,595 SH   DFND 1,2,3 0 67,595 0
TIMKENSTEEL CORP COM 887399103 111 14,070 SH   DFND 1,2,3 0 14,070 0
TITAN INTL INC ILL COM 88830M102 210 57,996 SH   DFND 1,2,3 0 57,996 0
TJX COS INC NEW COM 872540109 9,255 151,570 SH   DFND 1.2 0 151,570 0
TJX COS INC NEW COM 872540109 13,715 224,612 SH   DFND 1,2,3 0 224,612 0
TOLL BROTHERS INC COM 889478103 4,823 122,066 SH   DFND 1,2,3 0 122,066 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 89 974 SH   DFND 1,2,3 0 974 0
TOOTSIE ROLL INDS INC COM 890516107 197 5,765 SH   DFND 1,2,3 0 5,765 0
TOPBUILD CORP COM 89055F103 6,144 59,609 SH   DFND 1,2,3 0 59,609 0
TORO CO COM 891092108 33,106 415,537 SH   DFND 1,2,3 0 415,537 0
TPI COMPOSITES INC COM 87266J104 828 44,713 SH   DFND 1.2 0 44,713 0
TPI COMPOSITES INC COM 87266J104 210 11,359 SH   DFND 1,2,3 0 11,359 0
TRACTOR SUPPLY CO COM 892356106 1,231 13,175 SH   DFND 1.2 0 13,175 0
TRACTOR SUPPLY CO COM 892356106 10,073 107,798 SH   DFND 1,2,3 0 107,798 0
TRANSDIGM GROUP INC COM 893641100 10,714 19,132 SH   DFND 1.2 0 19,132 0
TRANSDIGM GROUP INC COM 893641100 7,251 12,949 SH   DFND 1,2,3 0 12,949 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 402 400,000 PRN   DFND 1.2 0 400,000 0
TRANSUNION COM 89400J107 1,354 15,812 SH   DFND 1.2 0 15,812 0
TRAVELERS COMPANIES INC COM 89417E109 11,253 82,169 SH   DFND 1.2 0 82,169 0
TRAVELERS COMPANIES INC COM 89417E109 5,711 41,704 SH   DFND 1,2,3 0 41,704 0
TREDEGAR CORP COM 894650100 392 17,536 SH   DFND 1,2,3 0 17,536 0
TREEHOUSE FOODS INC COM 89469A104 97 1,997 SH   DFND 1,2,3 0 1,997 0
TRIMBLE INC COM 896239100 2,234 53,590 SH   DFND 1.2 0 53,590 0
TRIMBLE INC COM 896239100 28 680 SH   DFND 1,2,3 0 680 0
TRINITY INDS INC COM 896522109 3,741 168,900 SH   DFND 1,2,3 0 168,900 0
TRIP COM GROUP LTD ADS 89677Q107 2,317 69,095 SH   DFND 1.2 0 69,095 0
TRIP COM GROUP LTD ADS 89677Q107 3,905 116,417 SH   DFND 1,2,3 0 116,417 0
TRIPADVISOR INC COM 896945201 6,927 227,996 SH   DFND 1.2 0 227,996 0
TRIPADVISOR INC COM 896945201 82 2,708 SH   DFND 1,2,3 0 2,708 0
TRUEBLUE INC COM 89785X101 627 26,056 SH   DFND 1,2,3 0 26,056 0
TRUIST FINL CORP COM 89832Q109 6,756 119,961 SH   DFND 1.2 0 119,961 0
TRUIST FINL CORP COM 89832Q109 956 16,976 SH   DFND 1,2,3 0 16,976 0
TRUPANION INC COM 898202106 202 5,382 SH   DFND 1,2,3 0 5,382 0
TRUSTCO BK CORP N Y COM 898349105 755 87,105 SH   DFND 1,2,3 0 87,105 0
TRUSTMARK CORP COM 898402102 947 27,433 SH   DFND 1,2,3 0 27,433 0
TTEC HLDGS INC COM 89854H102 44 1,113 SH   DFND 1.2 0 1,113 0
TTEC HLDGS INC COM 89854H102 2,274 57,395 SH   DFND 1,2,3 0 57,395 0
TTM TECHNOLOGIES INC COM 87305R109 224 14,867 SH   DFND 1,2,3 0 14,867 0
TUPPERWARE BRANDS CORP COM 899896104 101 11,758 SH   DFND 1,2,3 0 11,758 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 195 33,683 SH   DFND 1.2 0 33,683 0
TWILIO INC CL A 90138F102 1,734 17,639 SH   DFND 1.2 0 17,639 0
TWILIO INC CL A 90138F102 308 3,135 SH   DFND 1,2,3 0 3,135 0
TWITTER INC COM 90184L102 2,019 62,980 SH   DFND 1.2 0 62,980 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 483 500,000 PRN   DFND 1.2 0 500,000 0
TYLER TECHNOLOGIES INC COM 902252105 984 3,280 SH   DFND 1.2 0 3,280 0
TYSON FOODS INC CL A 902494103 492 5,405 SH   DFND 1 0 5,405 0
TYSON FOODS INC CL A 902494103 12,291 135,010 SH   DFND 1.2 0 135,010 0
TYSON FOODS INC CL A 902494103 1,192 13,093 SH   DFND 1,2,3 0 13,093 0
U S PHYSICAL THERAPY INC COM 90337L108 1,255 10,971 SH   DFND 1,2,3 0 10,971 0
UBER TECHNOLOGIES INC COM 90353T100 858 28,864 SH   DFND 1.2 0 28,864 0
UBER TECHNOLOGIES INC COM 90353T100 580 19,501 SH   DFND 1,2,3 0 19,501 0
UDR INC COM 902653104 1,733 37,111 SH   DFND 1.2 0 37,111 0
UDR INC COM 902653104 210 4,500 SH   DFND 1,2,4 0 4,500 0
UGI CORP NEW COM 902681105 1,034 22,899 SH   DFND 1.2 0 22,899 0
ULTA BEAUTY INC COM 90384S303 1,311 5,179 SH   DFND 1.2 0 5,179 0
UMB FINL CORP COM 902788108 2,742 39,950 SH   DFND 1,2,3 0 39,950 0
UNDER ARMOUR INC CL A 904311107 372 17,210 SH   DFND 1.2 0 17,210 0
UNDER ARMOUR INC CL A 904311107 195 9,045 SH   DFND 1,2,3 0 9,045 0
UNDER ARMOUR INC CL C 904311206 354 18,432 SH   DFND 1.2 0 18,432 0
UNION PACIFIC CORP COM 907818108 11,876 65,688 SH   DFND 1.2 0 65,688 0
UNION PACIFIC CORP COM 907818108 73,279 405,325 SH   DFND 1,2,3 0 405,325 0
UNIT CORP COM 909218109 34 48,424 SH   DFND 1,2,3 0 48,424 0
UNITED AIRLINES HLDGS INC COM 910047109 457 5,191 SH   DFND 1.2 0 5,191 0
UNITED AIRLINES HLDGS INC COM 910047109 1,832 20,800 SH   DFND 1,2,3 0 20,800 0
UNITED NAT FOODS INC COM 911163103 24 2,695 SH   DFND 1,2,3 0 2,695 0
UNITED PARCEL SERVICE INC CL B 911312106 7,346 62,751 SH   DFND 1.2 0 62,751 0
UNITED PARCEL SERVICE INC CL B 911312106 7,410 63,302 SH   DFND 1,2,3 0 63,302 0
UNITED RENTALS INC COM 911363109 1,252 7,505 SH   DFND 1.2 0 7,505 0
UNITED RENTALS INC COM 911363109 34,723 208,209 SH   DFND 1,2,3 0 208,209 0
UNITED STATES STL CORP NEW COM 912909108 17 1,461 SH   DFND 1,2,3 0 1,461 0
UNITED TECHNOLOGIES CORP COM 913017109 32,289 215,602 SH   DFND 1.2 0 215,602 0
UNITED TECHNOLOGIES CORP COM 913017109 116 772 SH   DFND 1,2,3 0 772 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 610 6,926 SH   DFND 1.2 0 6,926 0
UNITEDHEALTH GROUP INC COM 91324P102 457 1,555 SH   DFND 1 0 1,555 0
UNITEDHEALTH GROUP INC COM 91324P102 91,044 309,693 SH   DFND 1.2 0 309,693 0
UNITEDHEALTH GROUP INC COM 91324P102 41,980 142,799 SH   DFND 1,2,3 0 142,799 0
UNIVAR SOLUTIONS INC COM 91336L107 119 4,917 SH   DFND 1.2 0 4,917 0
UNIVAR SOLUTIONS INC COM 91336L107 341 14,062 SH   DFND 1,2,3 0 14,062 0
UNIVERSAL ELECTRS INC COM 913483103 522 9,992 SH   DFND 1,2,3 0 9,992 0
UNIVERSAL FST PRODS INC COM 913543104 793 16,625 SH   DFND 1,2,3 0 16,625 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 56 474 SH   DFND 1.2 0 474 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 421 3,588 SH   DFND 1,2,3 0 3,588 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,675 18,646 SH   DFND 1.2 0 18,646 0
UNIVERSAL HLTH SVCS INC CL B 913903100 20,731 144,508 SH   DFND 1,2,3 0 144,508 0
UNUM GROUP COM 91529Y106 11,405 391,110 SH   DFND 1.2 0 391,110 0
UNUM GROUP COM 91529Y106 73 2,495 SH   DFND 1,2,3 0 2,495 0
URANIUM ENERGY CORP COM 916896103 127 138,478 SH   DFND 1.2 0 138,478 0
URSTADT BIDDLE PPTYS INC CL A 917286205 727 29,251 SH   DFND 1,2,3 0 29,251 0
US BANCORP DEL COM NEW 902973304 8,070 136,107 SH   DFND 1.2 0 136,107 0
USANA HEALTH SCIENCES INC COM 90328M107 312 3,974 SH   DFND 1,2,3 0 3,974 0
V F CORP COM 918204108 3,114 31,242 SH   DFND 1.2 0 31,242 0
V F CORP COM 918204108 367 3,684 SH   DFND 1,2,3 0 3,684 0
VAIL RESORTS INC COM 91879Q109 982 4,096 SH   DFND 1.2 0 4,096 0
VALERO ENERGY CORP NEW COM 91913Y100 20,778 221,873 SH   DFND 1.2 0 221,873 0
VALERO ENERGY CORP NEW COM 91913Y100 39 418 SH   DFND 1,2,3 0 418 0
VALLEY NATL BANCORP COM 919794107 768 67,036 SH   DFND 1,2,3 0 67,036 0
VALMONT INDS INC COM 920253101 29,632 197,838 SH   DFND 1,2,3 0 197,838 0
VALVOLINE INC COM 92047W101 7,795 364,091 SH   DFND 1,2,3 0 364,091 0
VANGUARD INDEX FDS VALUE ETF 922908744 2,577 21,500 SH   DFND 1,2,4 0 21,500 0
VAREX IMAGING CORP COM 92214X106 92 3,090 SH   DFND 1.2 0 3,090 0
VAREX IMAGING CORP COM 92214X106 663 22,246 SH   DFND 1,2,3 0 22,246 0
VARIAN MED SYS INC COM 92220P105 1,163 8,191 SH   DFND 1.2 0 8,191 0
VARIAN MED SYS INC COM 92220P105 6,979 49,147 SH   DFND 1,2,3 0 49,147 0
VEECO INSTRS INC DEL COM 922417100 764 52,003 SH   DFND 1,2,3 0 52,003 0
VEEVA SYS INC CL A COM 922475108 2,591 18,418 SH   DFND 1.2 0 18,418 0
VENTAS INC COM 92276F100 4,814 83,381 SH   DFND 1.2 0 83,381 0
VENTAS INC COM 92276F100 10,046 173,987 SH   DFND 1,2,3 0 173,987 0
VENTAS INC COM 92276F100 433 7,500 SH   DFND 1,2,4 0 7,500 0
VEON LTD SPONSORED ADR 91822M106 8,208 3,244,341 SH   DFND 1.2 0 3,244,341 0
VEON LTD SPONSORED ADR 91822M106 156 61,751 SH   DFND 1,2,3 0 61,751 0
VEONEER INCORPORATED COM 92336X109 3 176 SH   DFND 1.2 0 176 0
VEONEER INCORPORATED COM 92336X109 317 20,303 SH   DFND 1,2,3 0 20,303 0
VERA BRADLEY INC COM 92335C106 763 64,702 SH   DFND 1,2,3 0 64,702 0
VEREIT INC COM 92339V100 1,025 110,964 SH   DFND 1.2 0 110,964 0
VERISIGN INC COM 92343E102 1,820 9,444 SH   DFND 1.2 0 9,444 0
VERISIGN INC COM 92343E102 8,171 42,407 SH   DFND 1,2,3 0 42,407 0
VERISK ANALYTICS INC COM 92345Y106 2,456 16,448 SH   DFND 1.2 0 16,448 0
VERISK ANALYTICS INC COM 92345Y106 53 354 SH   DFND 1,2,3 0 354 0
VERITEX HLDGS INC COM 923451108 894 30,680 SH   DFND 1,2,3 0 30,680 0
VERIZON COMMUNICATIONS INC COM 92343V104 53,207 866,566 SH   DFND 1.2 0 866,566 0
VERIZON COMMUNICATIONS INC COM 92343V104 53,915 878,101 SH   DFND 1,2,3 0 878,101 0
VERTEX PHARMACEUTICALS INC COM 92532F100 120 550 SH   DFND 1 0 550 0
VERTEX PHARMACEUTICALS INC COM 92532F100 25,008 114,219 SH   DFND 1.2 0 114,219 0
VIACOMCBS INC CL B 92556H206 20 468 SH   DFND 1 0 468 0
VIACOMCBS INC CL B 92556H206 9,554 227,636 SH   DFND 1.2 0 227,636 0
VIACOMCBS INC CL B 92556H206 21,127 503,372 SH   DFND 1,2,3 0 503,372 0
VIAD CORP COM NEW 92552R406 400 5,931 SH   DFND 1,2,3 0 5,931 0
VIAVI SOLUTIONS INC COM 925550105 782 52,111 SH   DFND 1,2,3 0 52,111 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 261 200,000 PRN   DFND 1.2 0 200,000 0
VICI PPTYS INC COM 925652109 302 11,830 SH   DFND 1.2 0 11,830 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 870 61,419 SH   DFND 1.2 0 61,419 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 6,765 477,397 SH   DFND 1,2,3 0 477,397 0
VIRTUS INVT PARTNERS INC COM 92828Q109 326 2,677 SH   DFND 1,2,3 0 2,677 0
VISA INC COM CL A 92826C839 60,965 324,452 SH   DFND 1.2 0 324,452 0
VISA INC COM CL A 92826C839 161,605 860,056 SH   DFND 1,2,3 0 860,056 0
VISA INC COM CL A 92826C839 15,440 82,170 SH   DFND 1,2,4 0 82,170 0
VISHAY INTERTECHNOLOGY INC COM 928298108 37 1,738 SH   DFND 1,2,3 0 1,738 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 403 400,000 PRN   DFND 1.2 0 400,000 0
VISTEON CORP COM NEW 92839U206 1,067 12,326 SH   DFND 1.2 0 12,326 0
VISTRA ENERGY CORP COM 92840M102 559 24,315 SH   DFND 1.2 0 24,315 0
VMWARE INC CL A COM 928563402 1,099 7,243 SH   DFND 1.2 0 7,243 0
VMWARE INC CL A COM 928563402 22,084 145,488 SH   DFND 1,2,3 0 145,488 0
VONAGE HLDGS CORP COM 92886T201 364 49,092 SH   DFND 1,2,3 0 49,092 0
VORNADO RLTY TR SH BEN INT 929042109 1,120 16,840 SH   DFND 1.2 0 16,840 0
VOYA FINL INC COM 929089100 1,174 19,245 SH   DFND 1.2 0 19,245 0
VOYA FINL INC COM 929089100 27,189 445,870 SH   DFND 1,2,3 0 445,870 0
VULCAN MATLS CO COM 929160109 2,052 14,250 SH   DFND 1.2 0 14,250 0
VULCAN MATLS CO COM 929160109 98 682 SH   DFND 1,2,3 0 682 0
W & T OFFSHORE INC COM 92922P106 179 32,190 SH   DFND 1.2 0 32,190 0
W P CAREY INC COM 92936U109 1,096 13,694 SH   DFND 1.2 0 13,694 0
WABASH NATL CORP COM 929566107 700 47,682 SH   DFND 1,2,3 0 47,682 0
WABCO HLDGS INC COM 92927K102 3,453 25,486 SH   DFND 1.2 0 25,486 0
WABTEC CORP COM 929740108 1,486 19,103 SH   DFND 1.2 0 19,103 0
WADDELL & REED FINL INC CL A 930059100 1,385 82,812 SH   DFND 1,2,3 0 82,812 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 256 4,350 SH   DFND 1 0 4,350 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,102 69,576 SH   DFND 1.2 0 69,576 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,276 38,601 SH   DFND 1,2,3 0 38,601 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 147 2,500 SH   DFND 1,2,4 0 2,500 0
WALMART INC COM 931142103 17,122 144,074 SH   DFND 1.2 0 144,074 0
WALMART INC COM 931142103 50,945 428,689 SH   DFND 1,2,3 0 428,689 0
WASHINGTON FED INC COM 938824109 3,706 101,127 SH   DFND 1,2,3 0 101,127 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,023 281,131 SH   DFND 1,2,3 0 281,131 0
WASTE CONNECTIONS INC COM 94106B101 8,426 92,810 SH   DFND 1.2 0 92,810 0
WASTE CONNECTIONS INC COM 94106B101 377 4,151 SH   DFND 1,2,3 0 4,151 0
WASTE MGMT INC DEL COM 94106L109 4,771 41,864 SH   DFND 1.2 0 41,864 0
WASTE MGMT INC DEL COM 94106L109 23,449 205,762 SH   DFND 1,2,3 0 205,762 0
WATERS CORP COM 941848103 1,495 6,399 SH   DFND 1.2 0 6,399 0
WATERS CORP COM 941848103 67 286 SH   DFND 1,2,3 0 286 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 19,863 199,103 SH   DFND 1,2,3 0 199,103 0
WAYFAIR INC CL A 94419L101 250 2,761 SH   DFND 1.2 0 2,761 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 207 200,000 PRN   DFND 1.2 0 200,000 0
WEC ENERGY GROUP INC COM 92939U106 5,303 57,493 SH   DFND 1.2 0 57,493 0
WEC ENERGY GROUP INC COM 92939U106 135 1,461 SH   DFND 1,2,3 0 1,461 0
WEIBO CORP SPONSORED ADR 948596101 1,542 33,266 SH   DFND 1.2 0 33,266 0
WEIBO CORP SPONSORED ADR 948596101 11,944 257,696 SH   DFND 1,2,3 0 257,696 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,791 8,452 SH   DFND 1.2 0 8,452 0
WELLCARE HEALTH PLANS INC COM 94946T106 476 1,443 SH   DFND 1,2,3 0 1,443 0
WELLS FARGO CO NEW COM 949746101 26,108 485,281 SH   DFND 1.2 0 485,281 0
WELLS FARGO CO NEW COM 949746101 65 1,214 SH   DFND 1,2,3 0 1,214 0
WELLTOWER INC COM 95040Q104 8,307 101,576 SH   DFND 1.2 0 101,576 0
WELLTOWER INC COM 95040Q104 19,600 239,664 SH   DFND 1,2,3 0 239,664 0
WELLTOWER INC COM 95040Q104 532 6,500 SH   DFND 1,2,4 0 6,500 0
WENDYS CO COM 95058W100 2,996 134,913 SH   DFND 1,2,3 0 134,913 0
WERNER ENTERPRISES INC COM 950755108 5,327 146,395 SH   DFND 1.2 0 146,395 0
WERNER ENTERPRISES INC COM 950755108 149 4,087 SH   DFND 1,2,3 0 4,087 0
WESCO INTL INC COM 95082P105 9,225 155,324 SH   DFND 1,2,3 0 155,324 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 794 5,282 SH   DFND 1.2 0 5,282 0
WESTAMERICA BANCORPORATION COM 957090103 732 10,798 SH   DFND 1,2,3 0 10,798 0
WESTERN ALLIANCE BANCORP COM 957638109 313 5,489 SH   DFND 1.2 0 5,489 0
WESTERN ALLIANCE BANCORP COM 957638109 11,227 196,962 SH   DFND 1,2,3 0 196,962 0
WESTERN DIGITAL CORP COM 958102105 1,685 26,541 SH   DFND 1.2 0 26,541 0
WESTERN DIGITAL CORP COM 958102105 7,640 120,366 SH   DFND 1,2,3 0 120,366 0
WESTERN UN CO COM 959802109 1,158 43,246 SH   DFND 1.2 0 43,246 0
WESTERN UN CO COM 959802109 2,789 104,144 SH   DFND 1,2,3 0 104,144 0
WESTLAKE CHEM CORP COM 960413102 367 5,229 SH   DFND 1.2 0 5,229 0
WESTROCK CO COM 96145D105 54 1,270 SH   DFND 1 0 1,270 0
WESTROCK CO COM 96145D105 1,055 24,593 SH   DFND 1.2 0 24,593 0
WEYERHAEUSER CO COM 962166104 1,929 63,885 SH   DFND 1.2 0 63,885 0
WEYERHAEUSER CO COM 962166104 377 12,472 SH   DFND 1,2,3 0 12,472 0
WHIRLPOOL CORP COM 963320106 3,433 23,272 SH   DFND 1.2 0 23,272 0
WHIRLPOOL CORP COM 963320106 15,658 106,134 SH   DFND 1,2,3 0 106,134 0
WHITE MTNS INS GROUP LTD COM G9618E107 184 165 SH   DFND 1.2 0 165 0
WHITE MTNS INS GROUP LTD COM G9618E107 2,239 2,007 SH   DFND 1,2,3 0 2,007 0
WHITESTONE REIT COM 966084204 895 65,714 SH   DFND 1,2,3 0 65,714 0
WHITING PETE CORP NEW COM NEW 966387409 35 4,731 SH   DFND 1.2 0 4,731 0
WILLIAMS COS INC DEL COM 969457100 7,106 299,597 SH   DFND 1.2 0 299,597 0
WILLIAMS COS INC DEL COM 969457100 69 2,903 SH   DFND 1,2,3 0 2,903 0
WILLIAMS SONOMA INC COM 969904101 37 508 SH   DFND 1,2,3 0 508 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,585 12,799 SH   DFND 1.2 0 12,799 0
WINNEBAGO INDS INC COM 974637100 1,641 30,972 SH   DFND 1,2,3 0 30,972 0
WINTRUST FINL CORP COM 97650W108 424 5,975 SH   DFND 1.2 0 5,975 0
WINTRUST FINL CORP COM 97650W108 422 5,956 SH   DFND 1,2,3 0 5,956 0
WOLVERINE WORLD WIDE INC COM 978097103 11,876 351,993 SH   DFND 1,2,3 0 351,993 0
WORKDAY INC CL A 98138H101 27,755 168,773 SH   DFND 1.2 0 168,773 0
WORKDAY INC CL A 98138H101 14,143 86,000 SH   DFND 1,2,3 0 86,000 0
WORLD FUEL SVCS CORP COM 981475106 10,067 231,856 SH   DFND 1.2 0 231,856 0
WORLD FUEL SVCS CORP COM 981475106 4,872 112,217 SH   DFND 1,2,3 0 112,217 0
WORTHINGTON INDS INC COM 981811102 815 19,327 SH   DFND 1,2,3 0 19,327 0
WPX ENERGY INC COM 98212B103 14,055 1,022,950 SH   DFND 1,2,3 0 1,022,950 0
WSFS FINL CORP COM 929328102 882 20,050 SH   DFND 1,2,3 0 20,050 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,305 44,590 SH   DFND 1.2 0 44,590 0
WYNDHAM DESTINATIONS INC COM 98310W108 9,089 175,828 SH   DFND 1,2,3 0 175,828 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 2,602 41,428 SH   DFND 1.2 0 41,428 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 390 6,208 SH   DFND 1,2,3 0 6,208 0
WYNN RESORTS LTD COM 983134107 1,406 10,121 SH   DFND 1.2 0 10,121 0
XCEL ENERGY INC COM 98389B100 2,729 42,984 SH   DFND 1.2 0 42,984 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,044 28,306 SH   DFND 1.2 0 28,306 0
XEROX HOLDINGS CORP COM NEW 98421M106 6,240 169,237 SH   DFND 1,2,3 0 169,237 0
XILINX INC COM 983919101 2,331 23,845 SH   DFND 1.2 0 23,845 0
XILINX INC COM 983919101 327 3,341 SH   DFND 1,2,3 0 3,341 0
XPERI CORP COM 98421B100 523 28,280 SH   DFND 1,2,3 0 28,280 0
XPO LOGISTICS INC COM 983793100 1,220 15,302 SH   DFND 1.2 0 15,302 0
XPO LOGISTICS INC COM 983793100 6,451 80,942 SH   DFND 1,2,3 0 80,942 0
XYLEM INC COM 98419M100 1,573 19,970 SH   DFND 1.2 0 19,970 0
XYLEM INC COM 98419M100 50,914 646,194 SH   DFND 1,2,3 0 646,194 0
YANDEX N V SHS CLASS A N97284108 11,819 271,753 SH   DFND 1.2 0 271,753 0
YANDEX N V SHS CLASS A N97284108 882 20,291 SH   DFND 1,2,3 0 20,291 0
YANDEX N V SHS CLASS A N97284108 217 5,000 SH   DFND 1,2,4 0 5,000 0
YORK WTR CO COM 987184108 2,993 64,918 SH   DFND 1,2,3 0 64,918 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 66 5,670 SH   DFND 1,2,3 0 5,670 0
YUM BRANDS INC COM 988498101 6,168 61,234 SH   DFND 1.2 0 61,234 0
YUM BRANDS INC COM 988498101 5,368 53,287 SH   DFND 1,2,3 0 53,287 0
YUM CHINA HLDGS INC COM 98850P109 2,696 56,148 SH   DFND 1.2 0 56,148 0
YUM CHINA HLDGS INC COM 98850P109 17,163 357,490 SH   DFND 1,2,3 0 357,490 0
ZAYO GROUP HLDGS INC COM 98919V105 2,175 62,778 SH   DFND 1.2 0 62,778 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,886 7,385 SH   DFND 1.2 0 7,385 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 437 1,709 SH   DFND 1,2,3 0 1,709 0
ZENDESK INC COM 98936J101 400 5,224 SH   DFND 1,2,3 0 5,224 0
ZILLOW GROUP INC CL C CAP STK 98954M200 762 16,593 SH   DFND 1.2 0 16,593 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 224 200,000 PRN   DFND 1.2 0 200,000 0
ZIMMER BIOMET HLDGS INC COM 98956P102 10,841 72,427 SH   DFND 1.2 0 72,427 0
ZIONS BANCORPORATION N A COM 989701107 5,666 109,128 SH   DFND 1.2 0 109,128 0
ZIONS BANCORPORATION N A COM 989701107 6,817 131,291 SH   DFND 1,2,3 0 131,291 0
ZOETIS INC CL A 98978V103 127 960 SH   DFND 1 0 960 0
ZOETIS INC CL A 98978V103 27,048 204,369 SH   DFND 1.2 0 204,369 0
ZOETIS INC CL A 98978V103 2,545 19,228 SH   DFND 1,2,3 0 19,228 0
ZOETIS INC CL A 98978V103 3,507 26,500 SH   DFND 1,2,4 0 26,500 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 1,274 54,541 SH   DFND 1.2 0 54,541 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 3,573 153,017 SH   DFND 1,2,3 0 153,017 0
ZUMIEZ INC COM 989817101 98 2,838 SH   DFND 1,2,3 0 2,838 0