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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 11,434,105 204,949 PRN   DFND 1 204,949 0 0
2U INC COM 90214J101 BBG001V0RR30 128,143 18,707 PRN   DFND 4 18,707 0 0
3M CO COM 88579Y101 BBG001S5T7X2 584,306 5,559 PRN   DFND 2 5,559 0 0
3M CO COM 88579Y101 BBG001S5T7X2 10,087,512 95,971 PRN   DFND 4 95,971 0 0
89BIO INC COM 282559103 BBG00QKDZ985 155,514 10,211 PRN   DFND 1 10,211 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 362,512 23,403 PRN   DFND 4 23,403 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 13,430 867 PRN   DFND 1 867 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 82,422 5,321 PRN   DFND 3 5,321 0 0
AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 336,094 3,476 PRN   DFND 4 3,476 0 0
AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 1,586,103 16,404 PRN   DFND 1 16,404 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 80,097 791 PRN   DFND 1 791 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 3,051,875 30,139 PRN   DFND 2 30,139 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 125,830,638 1,242,649 PRN   DFND 4 1,242,649 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 60,122,811 377,253 PRN   DFND 4 377,253 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 4,010,546 25,165 PRN   DFND 1 25,165 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 3,376,413 21,186 PRN   DFND 2 21,186 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 15,937 100 PRN Call DFND 1 100 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 15,937 100 PRN Put DFND 1 100 0 0
ABCAM PLC ADS 000380204 BBG00XRJJM98 41,006,873 3,046,573 PRN   DFND 3 3,046,573 0 0
ABERCROMBIE & FITCH CO CL A 002896207 BBG001S97027 362,665 13,069 PRN   DFND 4 13,069 0 0
ABM INDS INC COM 000957100 BBG001S5N9B8 63,770 1,419 PRN   DFND 3 1,419 0 0
ABM INDS INC COM 000957100 BBG001S5N9B8 5,090,938 113,283 PRN   DFND 1 113,283 0 0
ABM INDS INC COM 000957100 BBG001S5N9B8 305,592 6,800 PRN   DFND 4 6,800 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 BBG001SJLJT9 125,728 32,572 PRN   DFND 1 32,572 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 BBG00X7L1CW0 181,656 2,784 PRN   DFND 3 2,784 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 BBG00X7L1CW0 72,950 1,118 PRN   DFND 1 1,118 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 3,968,042 54,921 PRN   DFND 1 54,921 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 30,634 424 PRN   DFND 3 424 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 2,673 37 PRN   DFND 4 37 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 6,864,068 364,722 PRN   DFND 4 364,722 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 5,873,157 312,070 PRN   DFND 1 312,070 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 151,765 531 PRN   DFND 1 531 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 111,752 391 PRN   DFND 3 391 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 48,740,323 170,534 PRN   DFND 4 170,534 0 0
ACCURAY INC COM 004397105 BBG001SFHKJ0 162,064 54,567 PRN   DFND 1 54,567 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 BBG003LF0QS8 341,398 42,200 PRN   DFND 4 42,200 0 0
ACM RESH INC COM CL A 00108J109 BBG00HPSG942 244,074 20,861 PRN   DFND 4 20,861 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W206 BBG001SV3L17 115,517 12,224 PRN   DFND 1 12,224 0 0
ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 6,343,837 34,717 PRN   DFND 1 34,717 0 0
ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 5,061,621 27,700 PRN   DFND 4 27,700 0 0
ACUMEN PHARMACEUTICALS INC COM 00509G209 BBG0058YJ326 104,508 25,741 PRN   DFND 1 25,741 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 1,458,208 28,626 PRN   DFND 1 28,626 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 132,750 2,606 PRN   DFND 3 2,606 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 798,586 15,677 PRN   DFND 4 15,677 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 BBG00KJQVGW2 1,928,813 155,174 PRN   DFND 1 155,174 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 BBG001V0GG18 945,154 107,039 PRN   DFND 4 107,039 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 BBG001S5NCQ5 3,189,707 8,277 PRN   DFND 3 8,277 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 BBG001S5NCQ5 11,881,342 30,831 PRN   DFND 1 30,831 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 BBG001S5NCQ5 133,665,970 346,851 PRN   DFND 4 346,851 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 BBG001S5NCQ5 1,796,210 4,661 PRN   DFND 2 4,661 0 0
ADT INC DEL COM 00090Q103 BBG001S6VGG6 207,487 28,698 PRN   DFND 4 28,698 0 0
ADT INC DEL COM 00090Q103 BBG001S6VGG6 8,221 1,137 PRN   DFND 1 1,137 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 15,002,174 123,363 PRN   DFND 1 123,363 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 20,045,098 164,831 PRN   DFND 4 164,831 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 356,798 4,237 PRN   DFND 3 4,237 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 5,496,808 65,275 PRN   DFND 1 65,275 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 33,684 400 PRN   DFND 4 400 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 BBG001S7XN59 55,301 27,930 PRN   DFND 4 27,930 0 0
ADVANCED ENERGY INDS COM 007973100 BBG001S8L5Z6 343,980 3,510 PRN   DFND 1 3,510 0 0
ADVANCED ENERGY INDS COM 007973100 BBG001S8L5Z6 55,468 566 PRN   DFND 4 566 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 13,804,610 140,849 PRN   DFND 4 140,849 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 11,920,270 121,623 PRN   DFND 1 121,623 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 1,705,570 17,402 PRN   DFND 2 17,402 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 46,261 472 PRN   DFND 3 472 0 0
ADVANSIX INC COM 00773T101 BBG00CWTTQ32 34,175 893 PRN   DFND 1 893 0 0
ADVANSIX INC COM 00773T101 BBG00CWTTQ32 962,567 25,152 PRN   DFND 4 25,152 0 0
ADVANTAGE SOLUTIONS INC COM CL A 00791N102 BBG00PPWZ8G3 49,889 31,575 PRN   DFND 4 31,575 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113   8,522 65,654 PRN   DFND 2 65,654 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113   27,408 211,157 PRN   DFND 3 211,157 0 0
AECOM COM 00766T100 BBG001SKTTF1 19,448,998 230,657 PRN   DFND 4 230,657 0 0
AECOM COM 00766T100 BBG001SKTTF1 230,109 2,729 PRN   DFND 3 2,729 0 0
AECOM COM 00766T100 BBG001SKTTF1 5,556,688 65,900 PRN   DFND 1 65,900 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 3,382,010 60,146 PRN   DFND 4 60,146 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 422,962 7,522 PRN   DFND 1 7,522 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 137,539 2,446 PRN   DFND 3 2,446 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 996,396 17,720 PRN   DFND 2 17,720 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 BBG001S5RRJ6 8,341,694 148,508 PRN   DFND 3 148,508 0 0
AERSALE CORPORATION COM 00810F106 BBG00R28X851 279,549 16,234 PRN   DFND 4 16,234 0 0
AES CORP COM 00130H105 BBG001S6B1L5 1,772,432 73,606 PRN   DFND 3 73,606 0 0
AES CORP COM 00130H105 BBG001S6B1L5 31,279,703 1,298,991 PRN   DFND 4 1,298,991 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 12,071,234 84,758 PRN   DFND 4 84,758 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 180,873 1,270 PRN   DFND 3 1,270 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 3,618,180 25,405 PRN   DFND 1 25,405 0 0
AFFIMED N V COM N01045108 BBG006R5SSJ3 43,937 58,928 PRN   DFND 4 58,928 0 0
AFFIRM HLDGS INC COM CL A 00827B106 BBG00Y7BP8Z0 4,069,439 361,086 PRN   DFND 1 361,086 0 0
AFLAC INC COM 001055102 BBG001S5NGJ4 209,884 3,253 PRN   DFND 3 3,253 0 0
AFLAC INC COM 001055102 BBG001S5NGJ4 7,943,122 123,111 PRN   DFND 1 123,111 0 0
AGCO CORP COM 001084102 BBG001S7WHW3 14,667,307 108,486 PRN   DFND 1 108,486 0 0
AGCO CORP COM 001084102 BBG001S7WHW3 110,594 818 PRN   DFND 3 818 0 0
AGCO CORP COM 001084102 BBG001S7WHW3 19,063,200 141,000 PRN   DFND 4 141,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 112,888,899 816,025 PRN   DFND 4 816,025 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 537,728 3,887 PRN   DFND 1 3,887 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 1,044,605 7,551 PRN   DFND 3 7,551 0 0
AGILETHOUGHT INC CLASS A COM 00857F100 BBG00RCQNY45 83,547 26,523 PRN   DFND 1 26,523 0 0
AGILITI INC COM 00848J104 BBG00LQ2B4L6 163,092 10,206 PRN   DFND 4 10,206 0 0
AGILON HEALTH INC COM 00857U107 BBG00HCYVQR3 1,853,260 78,032 PRN   DFND 1 78,032 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 BBG001T8R687 3,245,661 141,300 PRN   DFND 4 141,300 0 0
AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 10,233,960 200,784 PRN   DFND 1 200,784 0 0
AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 16,351,278 320,802 PRN   DFND 4 320,802 0 0
AIR LEASE CORP CL A 00912X302 BBG001T92VD1 582,991 14,808 PRN   DFND 1 14,808 0 0
AIR LEASE CORP CL A 00912X302 BBG001T92VD1 27,283 693 PRN   DFND 4 693 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 9,478 33 PRN   DFND 1 33 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 2,449,327 8,528 PRN   DFND 3 8,528 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 5,087,064 17,712 PRN   DFND 4 17,712 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 1,520,168 12,220 PRN   DFND 4 12,220 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 5,149,787 41,397 PRN   DFND 1 41,397 0 0
AIRBNB INC NOTE 3/1 009066AB7   3,244,345 3,692,000 PRN   DFND 2 3,692,000 0 0
AIRBNB INC NOTE 3/1 009066AB7   12,621,486 14,363,000 PRN   DFND 3 14,363,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 3,950,548 50,454 PRN   DFND 4 50,454 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 164,117 2,096 PRN   DFND 3 2,096 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   9,046,470 8,968,000 PRN   DFND 2 8,968,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   39,853,632 39,525,000 PRN   DFND 3 39,525,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   10,943,491 11,870,000 PRN   DFND 3 11,870,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 BBG009HT65S0 40,359 3,300 PRN   DFND 4 3,300 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 BBG009HT65S0 2,579,613 210,925 PRN   DFND 1 210,925 0 0
ALARM COM HLDGS INC COM 011642105 BBG007GNPYZ6 1,937,691 38,538 PRN   DFND 1 38,538 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   7,975,948 9,467,000 PRN   DFND 3 9,467,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   2,134,053 2,533,000 PRN   DFND 2 2,533,000 0 0
ALASKA AIR GROUP INC COM 011659109 BBG001S5NLG6 2,437,960 58,102 PRN   DFND 1 58,102 0 0
ALASKA AIR GROUP INC COM 011659109 BBG001S5NLG6 2,869,686 68,391 PRN   DFND 4 68,391 0 0
ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 167,371 1,873 PRN   DFND 1 1,873 0 0
ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 2,619,588 29,315 PRN   DFND 4 29,315 0 0
ALBEMARLE CORP COM 012653101 BBG001S7SBP9 7,893,338 35,710 PRN   DFND 4 35,710 0 0
ALBEMARLE CORP COM 012653101 BBG001S7SBP9 1,175,933 5,320 PRN   DFND 3 5,320 0 0
ALBEMARLE CORP COM 012653101 BBG001S7SBP9 11,390,854 51,533 PRN   DFND 1 51,533 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 BBG009KG1741 2,687,332 129,323 PRN   DFND 4 129,323 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 BBG0029H8ZG5 155,097 15,619 PRN   DFND 1 15,619 0 0
ALECTOR INC COM 014442107 BBG00N0PL214 1,874,295 302,794 PRN   DFND 4 302,794 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 BBG001S6CPH6 873,981 6,959 PRN   DFND 4 6,959 0 0
ALGOMA STL GROUP INC COM 015658107 BBG012NKXV72 72,138 8,928 PRN   DFND 1 8,928 0 0
ALGOMA STL GROUP INC COM 015658107 BBG012NKXV72 7,317,636 905,648 PRN   DFND 4 905,648 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 BBG001S8LHC5 8 1 PRN   DFND 3 1 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 BBG001S8LHC5 762,829 90,813 PRN   DFND 1 90,813 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 BBG006G2JWB1 187,135,109 1,831,426 PRN   DFND 4 1,831,426 0 0
ALIGHT INC COM CL A 01626W101 BBG00H00J2Q8 20,359,359 2,210,571 PRN   DFND 1 2,210,571 0 0
ALIGHT INC COM CL A 01626W101 BBG00H00J2Q8 56,181 6,100 PRN   DFND 4 6,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 6,683 20 PRN   DFND 4 20 0 0
ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 889,481 2,662 PRN   DFND 1 2,662 0 0
ALIGOS THERAPEUTICS INC COM 01626L105 BBG00QX7QH77 49,505 56,642 PRN   DFND 4 56,642 0 0
ALKERMES PLC SHS G01767105 BBG001S6RXM7 493,381 17,502 PRN   DFND 1 17,502 0 0
ALKERMES PLC SHS G01767105 BBG001S6RXM7 634,557 22,510 PRN   DFND 4 22,510 0 0
ALLAKOS INC COM 01671P100 BBG003QBJKP8 141,247 31,741 PRN   DFND 1 31,741 0 0
ALLAKOS INC COM 01671P100 BBG003QBJKP8 9,781 2,198 PRN   DFND 4 2,198 0 0
ALLEGIANT TRAVEL CO COM 01748X102 BBG001SQ25S5 2,141,202 23,279 PRN   DFND 3 23,279 0 0
ALLEGIANT TRAVEL CO COM 01748X102 BBG001SQ25S5 305,374 3,320 PRN   DFND 2 3,320 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 4,922,494 46,121 PRN   DFND 1 46,121 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 5,207,143 48,788 PRN   DFND 3 48,788 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 13,275,291 124,382 PRN   DFND 4 124,382 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 724,697 6,790 PRN   DFND 2 6,790 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 3,498,615 72,903 PRN   DFND 1 72,903 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 3,024,138 63,016 PRN   DFND 4 63,016 0 0
ALLETE INC COM NEW 018522300 BBG001S77110 19,311 300 PRN   DFND 4 300 0 0
ALLETE INC COM NEW 018522300 BBG001S77110 98,679 1,533 PRN   DFND 3 1,533 0 0
ALLETE INC COM NEW 018522300 BBG001S77110 662,754 10,296 PRN   DFND 1 10,296 0 0
ALLIANT ENERGY CORP COM 018802108 BBG001S8ZQ30 21,051,722 394,227 PRN   DFND 4 394,227 0 0
ALLIANT ENERGY CORP COM 018802108 BBG001S8ZQ30 97,989 1,835 PRN   DFND 1 1,835 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 13,913,336 307,545 PRN   DFND 1 307,545 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 12,142,914 268,411 PRN   DFND 4 268,411 0 0
ALLSTATE CORP COM 020002101 BBG001S9BM06 9,752,277 88,009 PRN   DFND 1 88,009 0 0
ALLSTATE CORP COM 020002101 BBG001S9BM06 55,959 505 PRN   DFND 4 505 0 0
ALLY FINL INC COM 02005N100 BBG001S5RLN4 233,259 9,151 PRN   DFND 3 9,151 0 0
ALLY FINL INC COM 02005N100 BBG001S5RLN4 1,336,721 52,441 PRN   DFND 1 52,441 0 0
ALLY FINL INC COM 02005N100 BBG001S5RLN4 29,581,425 1,160,511 PRN   DFND 4 1,160,511 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 13,071,882 65,255 PRN   DFND 1 65,255 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 13,205,094 65,920 PRN   DFND 4 65,920 0 0
ALPHA METALLURGICAL RESOUR I COM 020764106 BBG00DGWV044 204,672 1,312 PRN   DFND 4 1,312 0 0
ALPHA METALLURGICAL RESOUR I COM 020764106 BBG00DGWV044 234,624 1,504 PRN   DFND 1 1,504 0 0
ALPHA METALLURGICAL RESOUR I COM 020764106 BBG00DGWV044 86,112 552 PRN   DFND 3 552 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 6,162,910 59,413 PRN   DFND 2 59,413 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 24,178,841 233,094 PRN   DFND 1 233,094 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 242,358,817 2,336,439 PRN   DFND 4 2,336,439 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 72,611 700 PRN Call DFND 1 700 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 72,611 700 PRN Put DFND 1 700 0 0
ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 213,200,104 2,050,001 PRN   DFND 4 2,050,001 0 0
ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 5,867,888 56,422 PRN   DFND 2 56,422 0 0
ALPINE INCOME PPTY TR INC COM 02083X103 BBG00QNSG7H4 809,775 48,115 PRN   DFND 4 48,115 0 0
ALTERYX INC COM CL A 02156B103 BBG001T9FXC4 64,724 1,100 PRN   DFND 4 1,100 0 0
ALTERYX INC COM CL A 02156B103 BBG001T9FXC4 139,451 2,370 PRN   DFND 3 2,370 0 0
ALTICE USA INC CL A 02156K103 BBG00GFMPS82 99,118 28,982 PRN   DFND 1 28,982 0 0
ALTICE USA INC CL A 02156K103 BBG00GFMPS82 21,488 6,283 PRN   DFND 3 6,283 0 0
ALTICE USA INC CL A 02156K103 BBG00GFMPS82 344,394 100,700 PRN   DFND 4 100,700 0 0
ALTIMMUNE INC COM NEW 02155H200 BBG001SNS461 15,335 3,634 PRN   DFND 3 3,634 0 0
ALTIMMUNE INC COM NEW 02155H200 BBG001SNS461 144,835 34,321 PRN   DFND 1 34,321 0 0
ALTO INGREDIENTS INC COM 021513106 BBG001SCBYZ5 44,604 29,736 PRN   DFND 4 29,736 0 0
ALTRIA GROUP INC COM 02209S103 BBG001S5T8T5 320,684 7,187 PRN   DFND 4 7,187 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 BBG005ZVDK57 953,915 27,530 PRN   DFND 4 27,530 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 227,795,250 2,205,395 PRN   DFND 4 2,205,395 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 25,195,633 243,931 PRN   DFND 1 243,931 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 541,549 5,243 PRN   DFND 3 5,243 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 4,879,420 47,240 PRN   DFND 2 47,240 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 134,277 1,300 PRN Call DFND 1 1,300 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 134,277 1,300 PRN Put DFND 1 1,300 0 0
AMBAC FINL GROUP INC COM NEW 023139884 BBG004HQHL91 175,404 11,331 PRN   DFND 4 11,331 0 0
AMBARELLA INC SHS G037AX101 BBG001V1SN18 52,955 684 PRN   DFND 3 684 0 0
AMBARELLA INC SHS G037AX101 BBG001V1SN18 1,742,415 22,506 PRN   DFND 1 22,506 0 0
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DAVITA INC COM 23918K108 BBG001SB5DZ0 1,982,653 24,444 PRN   DFND 1 24,444 0 0
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DEXCOM INC COM 252131107 BBG001SKZG99 5,790,876 49,844 PRN   DFND 4 49,844 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 BBG001SF1XY2 14,304,745 337,217 PRN   DFND 1 337,217 0 0
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EDISON INTL COM 281020107 BBG001S7MY75 21,802,074 308,855 PRN   DFND 4 308,855 0 0
EDISON INTL COM 281020107 BBG001S7MY75 18,656,443 264,293 PRN   DFND 1 264,293 0 0
EDITAS MEDICINE INC COM 28106W103 BBG005MX5H08 25,303 3,490 PRN   DFND 3 3,490 0 0
EDITAS MEDICINE INC COM 28106W103 BBG005MX5H08 3,979,337 548,874 PRN   DFND 4 548,874 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 BBG001SF2288 48,466,130 585,835 PRN   DFND 4 585,835 0 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 BBG001SF2288 2,061,797 24,922 PRN   DFND 3 24,922 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 BBG00LJYS1R6 17,834,601 1,897,298 PRN   DFND 1 1,897,298 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 BBG00LJYS1R6 25,361 2,698 PRN   DFND 4 2,698 0 0
ELASTIC N V ORD SHS N14506104 BBG00LWZDZ26 307,739 5,315 PRN   DFND 3 5,315 0 0
ELASTIC N V ORD SHS N14506104 BBG00LWZDZ26 665,676 11,497 PRN   DFND 1 11,497 0 0
ELASTIC N V ORD SHS N14506104 BBG00LWZDZ26 244,222 4,218 PRN   DFND 4 4,218 0 0
ELECTROMED INC COM 285409108 BBG001T853R7 180,138 17,321 PRN   DFND 4 17,321 0 0
ELECTRONIC ARTS INC COM 285512109 BBG001S5T5C9 10,663,800 88,533 PRN   DFND 4 88,533 0 0
ELECTRONIC ARTS INC COM 285512109 BBG001S5T5C9 1,368,914 11,365 PRN   DFND 3 11,365 0 0
ELEMENT SOLUTIONS INC COM 28618M106 BBG004KDL523 295,655 15,311 PRN   DFND 3 15,311 0 0
ELEMENT SOLUTIONS INC COM 28618M106 BBG004KDL523 160,273 8,300 PRN   DFND 4 8,300 0 0
ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 18,938,194 41,187 PRN   DFND 1 41,187 0 0
ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 153,825,757 334,542 PRN   DFND 4 334,542 0 0
ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 1,175,274 2,556 PRN   DFND 2 2,556 0 0
EMBRAER S.A. SPONSORED ADS 29082A107 BBG001S63XQ9 8,834,758 539,692 PRN   DFND 4 539,692 0 0
EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 3,496,010 21,502 PRN   DFND 4 21,502 0 0
EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 3,589,987 22,080 PRN   DFND 1 22,080 0 0
EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 143,892 885 PRN   DFND 3 885 0 0
EMERALD HOLDING INC COM 29103W104 BBG00GCTWW65 114,327 30,733 PRN   DFND 1 30,733 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 BBG001SP1G40 45,708 4,412 PRN   DFND 3 4,412 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 BBG001SP1G40 6,723,081 648,946 PRN   DFND 4 648,946 0 0
EMERSON ELEC CO COM 291011104 BBG001S5QVT7 5,968,306 68,491 PRN   DFND 3 68,491 0 0
EMERSON ELEC CO COM 291011104 BBG001S5QVT7 24,735,299 283,857 PRN   DFND 4 283,857 0 0
EMERSON ELEC CO COM 291011104 BBG001S5QVT7 832,361 9,552 PRN   DFND 2 9,552 0 0
EMERSON ELEC CO COM 291011104 BBG001S5QVT7 3,342,429 38,357 PRN   DFND 1 38,357 0 0
EMPIRE ST RLTY TR INC CL A 292104106 BBG002N8HMX9 1,524,443 234,891 PRN   DFND 4 234,891 0 0
EMPLOYERS HLDGS INC COM 292218104 BBG001SMM101 27,432 658 PRN   DFND 1 658 0 0
EMPLOYERS HLDGS INC COM 292218104 BBG001SMM101 280,532 6,729 PRN   DFND 4 6,729 0 0
ENACT HLDGS INC COM 29249E109 BBG00WSNP4S2 219,296 9,593 PRN   DFND 4 9,593 0 0
ENCOMPASS HEALTH CORP COM 29261A100 BBG001S5Q5B3 1,688,028 31,202 PRN   DFND 1 31,202 0 0
ENCORE CAP GROUP INC COM 292554102 BBG001SKFPK8 6,246,820 123,822 PRN   DFND 4 123,822 0 0
ENCORE CAP GROUP INC COM 292554102 BBG001SKFPK8 9,232 183 PRN   DFND 1 183 0 0
ENCORE WIRE CORP COM 292562105 BBG001S70TC4 2,157,612 11,642 PRN   DFND 4 11,642 0 0
ENCORE WIRE CORP COM 292562105 BBG001S70TC4 3,328,341 17,959 PRN   DFND 1 17,959 0 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 BBG00P8TCHD7 1,297,006 54,200 PRN   DFND 4 54,200 0 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 BBG00P8TCHD7 113,237 4,732 PRN   DFND 3 4,732 0 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 BBG00P8TCHD7 6,988 292 PRN   DFND 1 292 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 BBG001S5NYQ7 67,091 2,631 PRN   DFND 1 2,631 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 BBG001S5NYQ7 554,906 21,761 PRN   DFND 4 21,761 0 0
ENERPLUS CORP COM 292766102 BBG001SGHVD0 497,318 34,512 PRN   DFND 1 34,512 0 0
ENERPLUS CORP COM 292766102 BBG001SGHVD0 2,606,452 180,878 PRN   DFND 3 180,878 0 0
ENERPLUS CORP COM 292766102 BBG001SGHVD0 1,243,634 86,400 PRN   DFND 4 86,400 0 0
ENGAGESMART INC COMMON STOCK 29283F103 BBG00WHNM2H3 279,876 14,539 PRN   DFND 1 14,539 0 0
ENGAGESMART INC COMMON STOCK 29283F103 BBG00WHNM2H3 14,168 736 PRN   DFND 4 736 0 0
ENNIS INC COM 293389102 BBG001S5QQS9 362,748 17,200 PRN   DFND 4 17,200 0 0
ENOVIS CORPORATION COM 194014502 BBG001SC04J1 899,006 16,807 PRN   DFND 1 16,807 0 0
ENPHASE ENERGY INC COM 29355A107 BBG001V28NC6 57,262,188 272,314 PRN   DFND 4 272,314 0 0
ENPHASE ENERGY INC COM 29355A107 BBG001V28NC6 31,686,883 150,689 PRN   DFND 1 150,689 0 0
ENPHASE ENERGY INC COM 29355A107 BBG001V28NC6 3,154,200 15,000 PRN   DFND 3 15,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3   1,714,511 1,650,000 PRN   DFND 3 1,650,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   10,638,445 10,275,000 PRN   DFND 3 10,275,000 0 0
ENSIGN GROUP INC COM 29358P101 BBG001SPNL09 9,172 96 PRN   DFND 4 96 0 0
ENSIGN GROUP INC COM 29358P101 BBG001SPNL09 506,744 5,304 PRN   DFND 1 5,304 0 0
ENSIGN GROUP INC COM 29358P101 BBG001SPNL09 48,343 506 PRN   DFND 3 506 0 0
ENSTAR GROUP LIMITED SHS G3075P101 BBG001SKW104 607,290 2,620 PRN   DFND 4 2,620 0 0
ENTEGRIS INC COM 29362U104 BBG001SF9YL6 2,242,071 27,339 PRN   DFND 1 27,339 0 0
ENTERGY CORP NEW COM 29364G103 BBG001S67KF5 129,611 1,203 PRN   DFND 3 1,203 0 0
ENTERGY CORP NEW COM 29364G103 BBG001S67KF5 1,552,749 14,412 PRN   DFND 4 14,412 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 BBG001SKJVR4 429,535 9,633 PRN   DFND 4 9,633 0 0
ENTRADA THERAPEUTICS INC COM 29384C108 BBG00MTSMC25 162,502 11,207 PRN   DFND 1 11,207 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 BBG001SF6Z72 501,478 82,889 PRN   DFND 4 82,889 0 0
ENVELA CORP COM 29402E102 BBG001S684B4 99,281 15,274 PRN   DFND 1 15,274 0 0
ENVESTNET INC COM 29404K106 BBG001T7SQ20 1,853,561 31,593 PRN   DFND 1 31,593 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   2,636,099 2,900,000 PRN   DFND 3 2,900,000 0 0
EOG RES INC COM 26875P101 BBG001S5ZB93 596,993 5,208 PRN   DFND 2 5,208 0 0
EOG RES INC COM 26875P101 BBG001S5ZB93 421,265 3,675 PRN   DFND 3 3,675 0 0
EOG RES INC COM 26875P101 BBG001S5ZB93 3,676,299 32,071 PRN   DFND 1 32,071 0 0
EOG RES INC COM 26875P101 BBG001S5ZB93 3,363,359 29,341 PRN   DFND 4 29,341 0 0
EOS ENERGY ENTERPRISES INC COM CL A 29415C101 BBG00V1KJ6G4 186,847 72,703 PRN   DFND 1 72,703 0 0
EPAM SYS INC COM 29414B104 BBG001SKDJH8 3,873,844 12,956 PRN   DFND 4 12,956 0 0
EPAM SYS INC COM 29414B104 BBG001SKDJH8 137,241 459 PRN   DFND 3 459 0 0
EPAM SYS INC COM 29414B104 BBG001SKDJH8 1,953,068 6,532 PRN   DFND 1 6,532 0 0
EQT CORP COM 26884L109 BBG001S5QXJ4 326,726 10,239 PRN   DFND 1 10,239 0 0
EQT CORP COM 26884L109 BBG001S5QXJ4 9,163,563 287,169 PRN   DFND 3 287,169 0 0
EQT CORP COM 26884L109 BBG001S5QXJ4 326,184 10,222 PRN   DFND 2 10,222 0 0
EQT CORP COM 26884L109 BBG001S5QXJ4 891,246 27,930 PRN   DFND 4 27,930 0 0
EQUINIX INC COM 29444U700 BBG001SKBNS9 85,405,025 118,447 PRN   DFND 4 118,447 0 0
EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 1,272,318 50,111 PRN   DFND 1 50,111 0 0
EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 2,569,773 101,212 PRN   DFND 4 101,212 0 0
EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 28,945 1,140 PRN   DFND 3 1,140 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 1,050,290 181,711 PRN   DFND 4 181,711 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 26,444 4,575 PRN   DFND 3 4,575 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 3,649,862 631,464 PRN   DFND 1 631,464 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 BBG001S5T5G5 985,133 14,675 PRN   DFND 4 14,675 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 BBG001S723L9 643,860 10,731 PRN   DFND 4 10,731 0 0
ERASCA INC COM 29479A108 BBG00MTSR892 153,715 51,068 PRN   DFND 4 51,068 0 0
ERIE INDTY CO CL A 29530P102 BBG001S5QXV0 106,100 458 PRN   DFND 3 458 0 0
ERIE INDTY CO CL A 29530P102 BBG001S5QXV0 664,864 2,870 PRN   DFND 4 2,870 0 0
ERIE INDTY CO CL A 29530P102 BBG001S5QXV0 1,174,748 5,071 PRN   DFND 1 5,071 0 0
ESAB CORPORATION COM 29605J106 BBG0028ZMP54 969,161 16,407 PRN   DFND 1 16,407 0 0
ESAB CORPORATION COM 29605J106 BBG0028ZMP54 32,075 543 PRN   DFND 4 543 0 0
ESAB CORPORATION COM 29605J106 BBG0028ZMP54 7,679 130 PRN   DFND 3 130 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 BBG004KB3SZ1 113,911 71,642 PRN   DFND 4 71,642 0 0
ESSENT GROUP LTD COM G3198U102 BBG0058YL868 1,011,303 25,251 PRN   DFND 4 25,251 0 0
ESSENT GROUP LTD COM G3198U102 BBG0058YL868 64,280 1,605 PRN   DFND 3 1,605 0 0
ESSENT GROUP LTD COM G3198U102 BBG0058YL868 722,702 18,045 PRN   DFND 1 18,045 0 0
ESSENTIAL UTILS INC COM 29670G102 BBG001S5VFD3 1,322,595 30,300 PRN   DFND 1 30,300 0 0
ESSENTIAL UTILS INC COM 29670G102 BBG001S5VFD3 1,541,893 35,324 PRN   DFND 3 35,324 0 0
ESSENTIAL UTILS INC COM 29670G102 BBG001S5VFD3 1,321,067 30,265 PRN   DFND 4 30,265 0 0
ESSEX PPTY TR INC COM 297178105 BBG001S81418 514,484 2,460 PRN   DFND 4 2,460 0 0
ETSY INC COM 29786A106 BBG001T53625 190,263 1,709 PRN   DFND 3 1,709 0 0
ETSY INC COM 29786A106 BBG001T53625 156,753 1,408 PRN   DFND 1 1,408 0 0
ETSY INC COM 29786A106 BBG001T53625 45,197,085 405,974 PRN   DFND 4 405,974 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0   7,862,155 8,745,000 PRN   DFND 3 8,745,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   888,448 620,000 PRN   DFND 3 620,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   29,739,029 35,669,000 PRN   DFND 3 35,669,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   8,780,221 10,531,000 PRN   DFND 2 10,531,000 0 0
EURONAV NV SHS B38564108 BBG001SKWXZ6 2,955 176 PRN   DFND 4 176 0 0
EURONAV NV SHS B38564108 BBG001SKWXZ6 2,027,258 120,742 PRN   DFND 1 120,742 0 0
EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 4,710,990 42,100 PRN   DFND 4 42,100 0 0
EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 2,777,582 24,822 PRN   DFND 1 24,822 0 0
EVENTBRITE INC COM CL A 29975E109 BBG001V1CQC6 169,635 19,771 PRN   DFND 4 19,771 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   72,900 80,000 PRN   DFND 3 80,000 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 215,876 1,871 PRN   DFND 3 1,871 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 7,328,707 63,518 PRN   DFND 1 63,518 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 5,510,664 47,761 PRN   DFND 4 47,761 0 0
EVEREST RE GROUP LTD COM G3223R108 BBG001S7QT63 12,627,007 35,269 PRN   DFND 1 35,269 0 0
EVEREST RE GROUP LTD COM G3223R108 BBG001S7QT63 53,199,624 148,594 PRN   DFND 4 148,594 0 0
EVERI HLDGS INC COM 30034T103 BBG001SLY556 81,154 4,732 PRN   DFND 1 4,732 0 0
EVERI HLDGS INC COM 30034T103 BBG001SLY556 6,382,424 372,153 PRN   DFND 4 372,153 0 0
EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 84,632,242 1,081,424 PRN   DFND 4 1,081,424 0 0
EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 16,513 211 PRN   DFND 1 211 0 0
EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 123,103 1,573 PRN   DFND 3 1,573 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 BBG001T53643 233,964 34,356 PRN   DFND 4 34,356 0 0
EVERTEC INC COM 30040P103 BBG001SX2XR0 10,868 322 PRN   DFND 3 322 0 0
EVERTEC INC COM 30040P103 BBG001SX2XR0 8,730,720 258,688 PRN   DFND 4 258,688 0 0
EVOLUS INC COM 30052C107 BBG005CX4HL7 790,418 93,430 PRN   DFND 4 93,430 0 0
EVOLUTION PETE CORP COM 30049A107 BBG001S7PJP5 113,750 18,027 PRN   DFND 1 18,027 0 0
EVOLUTION PETE CORP COM 30049A107 BBG001S7PJP5 54,159 8,583 PRN   DFND 4 8,583 0 0
EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 578,826 8,536 PRN   DFND 4 8,536 0 0
EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 5,334,002 78,661 PRN   DFND 1 78,661 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   6,820,921 7,381,000 PRN   DFND 3 7,381,000 0 0
EXELIXIS INC COM 30161Q104 BBG001SD42W4 875,391 45,100 PRN   DFND 4 45,100 0 0
EXELIXIS INC COM 30161Q104 BBG001SD42W4 510,056 26,278 PRN   DFND 1 26,278 0 0
EXELON CORP COM 30161N101 BBG001SBJMT2 9,012,592 215,149 PRN   DFND 1 215,149 0 0
EXELON CORP COM 30161N101 BBG001SBJMT2 23,442,607 559,623 PRN   DFND 4 559,623 0 0
EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 3,977,458 24,578 PRN   DFND 1 24,578 0 0
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EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 2,824,640 29,111 PRN   DFND 3 29,111 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 282,648 2,913 PRN   DFND 1 2,913 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 22,003,978 226,775 PRN   DFND 4 226,775 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 453,906 4,678 PRN   DFND 2 4,678 0 0
EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 5,790,440 52,583 PRN   DFND 1 52,583 0 0
EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 3,243,364 29,453 PRN   DFND 4 29,453 0 0
EXPONENT INC COM 30214U102 BBG001S9CG99 2,128,980 21,356 PRN   DFND 4 21,356 0 0
EXPONENT INC COM 30214U102 BBG001S9CG99 13,661,817 137,043 PRN   DFND 1 137,043 0 0
EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 58,718 3,071 PRN   DFND 3 3,071 0 0
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EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 1,044,946 54,652 PRN   DFND 1 54,652 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 251,341 2,292 PRN   DFND 1 2,292 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 4,566,900 41,646 PRN   DFND 2 41,646 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 20,467,162 186,642 PRN   DFND 4 186,642 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 32,898 300 PRN Call DFND 1 300 0 0
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F N B CORP COM 302520101 BBG001S5R1Q5 3,513,791 302,913 PRN   DFND 1 302,913 0 0
F45 TRAINING HLDGS INC COM 30322L101 BBG00VC9HN90 136,085 117,315 PRN   DFND 4 117,315 0 0
F5 INC COM 315616102 BBG001SCP8D1 87,414 600 PRN   DFND 4 600 0 0
F5 INC COM 315616102 BBG001SCP8D1 733,403 5,034 PRN   DFND 1 5,034 0 0
FABRINET SHS G3323L100 BBG001SP57F4 92,395 778 PRN   DFND 3 778 0 0
FABRINET SHS G3323L100 BBG001SP57F4 3,010,566 25,350 PRN   DFND 1 25,350 0 0
FABRINET SHS G3323L100 BBG001SP57F4 37,528 316 PRN   DFND 4 316 0 0
FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 25,693,656 61,899 PRN   DFND 4 61,899 0 0
FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 6,746,043 16,252 PRN   DFND 1 16,252 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 5,507,684 7,838 PRN   DFND 2 7,838 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 42,161 60 PRN   DFND 4 60 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 323,940 461 PRN   DFND 1 461 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9   474,075 588,000 PRN   DFND 2 588,000 0 0
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9   1,541,550 1,912,000 PRN   DFND 3 1,912,000 0 0
FARFETCH LTD ORD SH CL A 30744W107 BBG00LSD4483 1,684 343 PRN   DFND 1 343 0 0
FARFETCH LTD ORD SH CL A 30744W107 BBG00LSD4483 143,588 29,244 PRN   DFND 3 29,244 0 0
FASTENAL CO COM 311900104 BBG001S5R1F7 3,052,195 56,585 PRN   DFND 4 56,585 0 0
FASTENAL CO COM 311900104 BBG001S5R1F7 10,299,304 190,940 PRN   DFND 1 190,940 0 0
FASTENAL CO COM 311900104 BBG001S5R1F7 15,481 287 PRN   DFND 3 287 0 0
FATE THERAPEUTICS INC COM 31189P102 BBG001T888S2 404,780 71,014 PRN   DFND 4 71,014 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 BBG001SCWNB2 262,651 1,972 PRN   DFND 4 1,972 0 0
FEDERAL SIGNAL CORP COM 313855108 BBG001S5RD98 498,190 9,190 PRN   DFND 1 9,190 0 0
FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 309,078 7,700 PRN   DFND 4 7,700 0 0
FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 3,195,385 79,606 PRN   DFND 1 79,606 0 0
FEDEX CORP COM 31428X106 BBG001S5R3M5 350,961 1,536 PRN   DFND 1 1,536 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 BBG001S69M23 139,601 16,779 PRN   DFND 1 16,779 0 0
FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 3,965,955 29,652 PRN   DFND 1 29,652 0 0
FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 1,087,521 8,131 PRN   DFND 3 8,131 0 0
FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 1,155,734 8,641 PRN   DFND 4 8,641 0 0
FERRARI N V COM N3167Y103 BBG009PH3Q95 311,852 1,151 PRN   DFND 3 1,151 0 0
FERROGLOBE PLC SHS G33856108 BBG00B6BGDB6 57,358 11,611 PRN   DFND 1 11,611 0 0
FIBROGEN INC COM 31572Q808 BBG001SN7DS0 341,478 18,300 PRN   DFND 4 18,300 0 0
FIBROGEN INC COM 31572Q808 BBG001SN7DS0 124,854 6,691 PRN   DFND 3 6,691 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 38,423 1,100 PRN   DFND 4 1,100 0 0
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FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 1,310,748 37,525 PRN   DFND 1 37,525 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 905,138 16,660 PRN   DFND 2 16,660 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 69,271 1,275 PRN   DFND 3 1,275 0 0
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FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 776,076 29,132 PRN   DFND 1 29,132 0 0
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FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 1,015,650 38,125 PRN   DFND 4 38,125 0 0
FIGS INC CL A 30260D103 BBG004SK5VM8 147,916 23,896 PRN   DFND 4 23,896 0 0
FIGS INC CL A 30260D103 BBG004SK5VM8 41,572 6,716 PRN   DFND 3 6,716 0 0
FINANCIAL INSTNS INC COM 317585404 BBG001SCY2P1 217,440 11,278 PRN   DFND 4 11,278 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 BBG00HZ6P0Q4 11,545,833 2,768,785 PRN   DFND 4 2,768,785 0 0
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FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 457,462 40,058 PRN   DFND 1 40,058 0 0
FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 2,127,466 186,293 PRN   DFND 4 186,293 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 BBG001S5R2V7 2,753,873 2,830 PRN   DFND 1 2,830 0 0
FIRST FINL BANKSHARES INC COM 32020R109 BBG001S7HCY9 6,834,639 214,252 PRN   DFND 1 214,252 0 0
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FIRST FNDTN INC COM 32026V104 BBG001V9VY13 790,371 106,090 PRN   DFND 4 106,090 0 0
FIRST HAWAIIAN INC COM 32051X108 BBG0046LJYX7 6,261,783 303,528 PRN   DFND 1 303,528 0 0
FIRST HAWAIIAN INC COM 32051X108 BBG0046LJYX7 4,621 224 PRN   DFND 4 224 0 0
FIRST HORIZON CORPORATION COM 320517105 BBG001SCW8R8 1,798,643 101,161 PRN   DFND 3 101,161 0 0
FIRST INDL RLTY TR INC COM 32054K103 BBG001S81Z00 6,265,311 117,769 PRN   DFND 4 117,769 0 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 BBG001TG3G38 714,483 51,071 PRN   DFND 1 51,071 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 BBG001TG3G38 750,004 53,610 PRN   DFND 4 53,610 0 0
FIRST SOLAR INC COM 336433107 BBG001S991Z7 6,765,555 31,106 PRN   DFND 4 31,106 0 0
FIRST SOLAR INC COM 336433107 BBG001S991Z7 18,491,850 85,020 PRN   DFND 1 85,020 0 0
FIRST WATCH RESTAURANT GROUP COM 33748L101 BBG012F6M198 436,671 27,190 PRN   DFND 4 27,190 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 1,017 9 PRN   DFND 4 9 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 683,492 6,047 PRN   DFND 2 6,047 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 11,526,912 101,981 PRN   DFND 1 101,981 0 0
FIVE BELOW INC COM 33829M101 BBG001TCDMY9 46,499,581 225,759 PRN   DFND 1 225,759 0 0
FIVE9 INC COM 338307101 BBG001V0P7K7 428,174 5,923 PRN   DFND 4 5,923 0 0
FIVE9 INC COM 338307101 BBG001V0P7K7 67,013 927 PRN   DFND 3 927 0 0
FIVE9 INC COM 338307101 BBG001V0P7K7 9,389,097 129,881 PRN   DFND 1 129,881 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   3,949,833 4,210,000 PRN   DFND 3 4,210,000 0 0
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FIVERR INTL LTD ORD SHS M4R82T106 BBG002YSC5N6 3,776,493 108,147 PRN   DFND 4 108,147 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 15,693 682 PRN   DFND 3 682 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 10,568,861 459,316 PRN   DFND 1 459,316 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 2,452,866 106,600 PRN   DFND 4 106,600 0 0
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FLOOR & DECOR HLDGS INC CL A 339750101 BBG007GJ2F90 4,670,361 47,550 PRN   DFND 1 47,550 0 0
FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 4,931,854 179,929 PRN   DFND 4 179,929 0 0
FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 1,441,629 52,595 PRN   DFND 1 52,595 0 0
FLOWSERVE CORP COM 34354P105 BBG001SB3F87 30,600 900 PRN   DFND 4 900 0 0
FLOWSERVE CORP COM 34354P105 BBG001SB3F87 255,544 7,516 PRN   DFND 1 7,516 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 906,449 7,422 PRN   DFND 1 7,422 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 992,551 8,127 PRN   DFND 4 8,127 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 36,517 299 PRN   DFND 3 299 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 BBG00L0YTFP6 22,759,674 438,783 PRN   DFND 3 438,783 0 0
FOGHORN THERAPEUTICS INC COM 344174107 BBG00HFZPB97 210,657 33,977 PRN   DFND 4 33,977 0 0
FORD MTR CO DEL COM 345370860 BBG001S5TZ33 7,357,631 583,939 PRN   DFND 1 583,939 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   7,476,334 7,467,000 PRN   DFND 2 7,467,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   38,872,719 38,918,000 PRN   DFND 3 38,918,000 0 0
FORESTAR GROUP INC COM 346232101 BBG001S5R9G9 1,518,921 97,617 PRN   DFND 4 97,617 0 0
FORMFACTOR INC COM 346375108 BBG001SFT2R8 948,525 29,781 PRN   DFND 1 29,781 0 0
FORRESTER RESH INC COM 346563109 BBG001S98HN6 438,051 13,541 PRN   DFND 4 13,541 0 0
FORTINET INC COM 34959E109 BBG001S77BL6 6,965,938 104,814 PRN   DFND 1 104,814 0 0
FORTINET INC COM 34959E109 BBG001S77BL6 606,647 9,128 PRN   DFND 4 9,128 0 0
FORTIS INC COM 349553107 BBG001S5YVM5 302,516 7,113 PRN   DFND 1 7,113 0 0
FORTIS INC COM 349553107 BBG001S5YVM5 254,701 6,000 PRN   DFND 4 6,000 0 0
FORTIVE CORP COM 34959J108 BBG00BLVZ237 1,197,270 17,563 PRN   DFND 4 17,563 0 0
FORTIVE CORP COM 34959J108 BBG00BLVZ237 103,005 1,511 PRN   DFND 1 1,511 0 0
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FORTUNE BRANDS INNOVATIONS I COM 34964C106 BBG001THLZ70 837,901 14,267 PRN   DFND 1 14,267 0 0
FORWARD AIR CORP COM 349853101 BBG001SC0FW1 60,884 565 PRN   DFND 3 565 0 0
FORWARD AIR CORP COM 349853101 BBG001SC0FW1 3,572,136 33,149 PRN   DFND 4 33,149 0 0
FORWARD AIR CORP COM 349853101 BBG001SC0FW1 150,433 1,396 PRN   DFND 1 1,396 0 0
FOSSIL GROUP INC COM 34988V106 BBG001S6FP74 154,979 48,431 PRN   DFND 4 48,431 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 BBG009H33QN9 1,192,584 44,400 PRN   DFND 4 44,400 0 0
FOX CORP CL A COM 35137L105 BBG00JHNJX06 591,346 17,367 PRN   DFND 4 17,367 0 0
FOX CORP CL A COM 35137L105 BBG00JHNJX06 153,634 4,512 PRN   DFND 1 4,512 0 0
FOX FACTORY HLDG CORP COM 35138V102 BBG004T7VS71 522,741 4,307 PRN   DFND 1 4,307 0 0
FOX FACTORY HLDG CORP COM 35138V102 BBG004T7VS71 149,285 1,230 PRN   DFND 3 1,230 0 0
FRANCO NEV CORP COM 351858105 BBG001STGSR5 1,896,275 13,006 PRN   DFND 1 13,006 0 0
FRANCO NEV CORP COM 351858105 BBG001STGSR5 30,570,262 209,873 PRN   DFND 4 209,873 0 0
FRANKLIN COVEY CO COM 353469109 BBG001SB0L96 1,318,290 34,268 PRN   DFND 4 34,268 0 0
FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 27,195 289 PRN   DFND 1 289 0 0
FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 671,215 7,133 PRN   DFND 3 7,133 0 0
FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 137,668 1,463 PRN   DFND 4 1,463 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 BBG001SK1MS2 32,939 20,980 PRN   DFND 4 20,980 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 1,648,509 40,296 PRN   DFND 3 40,296 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 5,598,247 136,843 PRN   DFND 4 136,843 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 2,367,994 57,883 PRN   DFND 1 57,883 0 0
FRESHWORKS INC CLASS A COM 358054104 BBG0029KYGM4 226,975 14,777 PRN   DFND 4 14,777 0 0
FRIEDMAN INDS INC COM 358435105 BBG001S5RBJ1 173,162 15,270 PRN   DFND 4 15,270 0 0
FRONTDOOR INC COM 35905A109 BBG00H9MNF05 5,815,378 208,586 PRN   DFND 4 208,586 0 0
FRONTDOOR INC COM 35905A109 BBG00H9MNF05 240,521 8,627 PRN   DFND 3 8,627 0 0
FRONTDOOR INC COM 35905A109 BBG00H9MNF05 2,529,748 90,737 PRN   DFND 1 90,737 0 0
FRONTIER COMMUNICATIONS PARE COM 35909D109 BBG010MVVVX6 80,082 3,517 PRN   DFND 3 3,517 0 0
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FRONTLINE PLC COM M46528101 BBG001S66K75 609,723 36,819 PRN   DFND 1 36,819 0 0
FRONTLINE PLC COM M46528101 BBG001S66K75 344,531 20,805 PRN   DFND 4 20,805 0 0
FS BANCORP INC COM 30263Y104 BBG002Q8NYF3 186,062 6,200 PRN   DFND 4 6,200 0 0
FS BANCORP INC COM 30263Y104 BBG002Q8NYF3 141,407 4,712 PRN   DFND 1 4,712 0 0
FTC SOLAR INC COM 30320C103 BBG00ZV1WX52 247,446 109,976 PRN   DFND 4 109,976 0 0
FTI CONSULTING INC COM 302941109 BBG001SCJVR2 194,587 986 PRN   DFND 3 986 0 0
FTI CONSULTING INC COM 302941109 BBG001SCJVR2 13,710,497 69,473 PRN   DFND 1 69,473 0 0
FTI CONSULTING INC COM 302941109 BBG001SCJVR2 157,880 800 PRN   DFND 4 800 0 0
FULGENT GENETICS INC COM 359664109 BBG00DW0QQM5 535,642 17,157 PRN   DFND 4 17,157 0 0
FULGENT GENETICS INC COM 359664109 BBG00DW0QQM5 30,814 987 PRN   DFND 1 987 0 0
FULLER H B CO COM 359694106 BBG001S5RDZ9 405,772 5,928 PRN   DFND 2 5,928 0 0
FULLER H B CO COM 359694106 BBG001S5RDZ9 49,626 725 PRN   DFND 1 725 0 0
FULLER H B CO COM 359694106 BBG001S5RDZ9 2,931,440 42,826 PRN   DFND 3 42,826 0 0
FULLER H B CO COM 359694106 BBG001S5RDZ9 75,295 1,100 PRN   DFND 4 1,100 0 0
FUTUREFUEL CORP COM 36116M106 BBG001SNX0W4 304,056 41,200 PRN   DFND 4 41,200 0 0
G1 THERAPEUTICS INC COM 3621LQ109 BBG005F1DJM9 132,751 49,534 PRN   DFND 1 49,534 0 0
GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 43,427 227 PRN   DFND 3 227 0 0
GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 11,111,285 58,080 PRN   DFND 1 58,080 0 0
GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 2,006,268 10,487 PRN   DFND 4 10,487 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 3,367,657 64,688 PRN   DFND 2 64,688 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 842,018 16,174 PRN   DFND 4 16,174 0 0
GARMIN LTD SHS H2906T109 BBG001SG0H12 25,385,215 251,538 PRN   DFND 4 251,538 0 0
GARMIN LTD SHS H2906T109 BBG001SG0H12 5,972,345 59,179 PRN   DFND 1 59,179 0 0
GARTNER INC COM 366651107 BBG001S5SD60 5,687,944 17,460 PRN   DFND 1 17,460 0 0
GARTNER INC COM 366651107 BBG001S5SD60 70,506,401 216,430 PRN   DFND 4 216,430 0 0
GARTNER INC COM 366651107 BBG001S5SD60 208,819 641 PRN   DFND 3 641 0 0
GATOS SILVER INC COM 368036109 BBG001W4GFS2 208,405 31,915 PRN   DFND 1 31,915 0 0
GCM GROSVENOR INC COM CL A 36831E108 BBG00Y73FGG2 163,229 20,900 PRN   DFND 4 20,900 0 0
GE HEALTHCARE TECHNOLOGIES I COMMON STOCK 36266G107 BBG01BFR8YW0 586,925 7,155 PRN   DFND 4 7,155 0 0
GEN DIGITAL INC COM 668771108 BBG001S5QG38 8,587,499 500,437 PRN   DFND 1 500,437 0 0
GEN DIGITAL INC COM 668771108 BBG001S5QG38 1,131,788 65,955 PRN   DFND 4 65,955 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 BBG006TBN969 131,795 8,416 PRN   DFND 3 8,416 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 BBG006TBN969 95,949 6,127 PRN   DFND 1 6,127 0 0
GENERAC HLDGS INC COM 368736104 BBG001T5VGH6 266,137 2,464 PRN   DFND 4 2,464 0 0
GENERAL DYNAMICS CORP COM 369550108 BBG001S5RHP1 344,597 1,510 PRN   DFND 3 1,510 0 0
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GENERAL DYNAMICS CORP COM 369550108 BBG001S5RHP1 2,174,613 9,529 PRN   DFND 4 9,529 0 0
GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 16,448,936 172,060 PRN   DFND 1 172,060 0 0
GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 2,212,853 23,147 PRN   DFND 4 23,147 0 0
GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 1,085,538 11,355 PRN   DFND 2 11,355 0 0
GENERAL MLS INC COM 370334104 BBG001S5RKR2 648,898 7,593 PRN   DFND 1 7,593 0 0
GENERAL MLS INC COM 370334104 BBG001S5RKR2 60,384,070 706,577 PRN   DFND 4 706,577 0 0
GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 12,736,140 347,223 PRN   DFND 1 347,223 0 0
GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 79,115,495 2,156,911 PRN   DFND 4 2,156,911 0 0
GENESCO INC COM 371532102 BBG001S5RHF2 473,760 12,846 PRN   DFND 4 12,846 0 0
GENIE ENERGY LTD CL B 372284208 BBG0021PGB79 212,773 15,396 PRN   DFND 1 15,396 0 0
GENIE ENERGY LTD CL B 372284208 BBG0021PGB79 432,939 31,327 PRN   DFND 4 31,327 0 0
GENIUS SPORTS LIMITED SHARES CL A G3934V109 BBG00YXVPVG7 84,660 17,000 PRN   DFND 4 17,000 0 0
GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 45,342 981 PRN   DFND 4 981 0 0
GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 130,433 2,822 PRN   DFND 3 2,822 0 0
GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 2,919,856 63,173 PRN   DFND 1 63,173 0 0
GENUINE PARTS CO COM 372460105 BBG001S5RNH7 60,484,405 361,511 PRN   DFND 4 361,511 0 0
GENUINE PARTS CO COM 372460105 BBG001S5RNH7 12,610,991 75,375 PRN   DFND 1 75,375 0 0
GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 6,541,105 1,303,009 PRN   DFND 4 1,303,009 0 0
GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 420,957 83,856 PRN   DFND 1 83,856 0 0
GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 126,951 25,289 PRN   DFND 3 25,289 0 0
GERDAU SA SPON ADR REP PFD 373737105 BBG001SCL1T3 33,297,654 6,754,088 PRN   DFND 4 6,754,088 0 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 25,709,288 746,495 PRN   DFND 2 746,495 0 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 3,799,490 110,322 PRN   DFND 1 110,322 0 0
GILDAN ACTIVEWEAR INC COM 375916103 BBG001S7JJL6 3,666,714 110,520 PRN   DFND 4 110,520 0 0
GILDAN ACTIVEWEAR INC COM 375916103 BBG001S7JJL6 23,499 708 PRN   DFND 1 708 0 0
GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 550,174 6,631 PRN   DFND 1 6,631 0 0
GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 1,269,856 15,305 PRN   DFND 2 15,305 0 0
GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 121,148,480 1,460,148 PRN   DFND 4 1,460,148 0 0
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GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 337,516 9,843 PRN   DFND 4 9,843 0 0
GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 10,630 310 PRN   DFND 1 310 0 0
GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 130,483 3,106 PRN   DFND 3 3,106 0 0
GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 1,042,142 24,807 PRN   DFND 1 24,807 0 0
GLATFELTER CORPORATION COM 377320106 BBG001S5RLF3 623,339 195,404 PRN   DFND 4 195,404 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 BBG001SSQLY3 5,382,392 1,801,336 PRN   DFND 3 1,801,336 0 0
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GLOBAL E ONLINE LTD SHS M5216V106 BBG00ZKY1Q42 4,798,016 148,868 PRN   DFND 4 148,868 0 0
GLOBAL E ONLINE LTD SHS M5216V106 BBG00ZKY1Q42 9,601,124 297,894 PRN   DFND 1 297,894 0 0
GLOBAL MED REIT INC COM NEW 37954A204 BBG0027F2C05 1,022,142 112,200 PRN   DFND 4 112,200 0 0
GLOBAL SELF STORAGE INC COM 37955N106 BBG001SB1GZ7 58,478 11,377 PRN   DFND 4 11,377 0 0
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GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 BBG001SV7NS0 7,222,715 385,417 PRN   DFND 4 385,417 0 0
GLOBALFOUNDRIES INC ORDINARY SHARES G39387108 BBG001SV0YS3 4,717,540 65,358 PRN   DFND 1 65,358 0 0
GLOBALFOUNDRIES INC ORDINARY SHARES G39387108 BBG001SV0YS3 4,620 64 PRN   DFND 4 64 0 0
GLOBALSTAR INC COM 378973408 BBG001SPN4X1 152,424 131,400 PRN   DFND 4 131,400 0 0
GLOBANT S A COM L44385109 BBG00564Y4W2 32,802 200 PRN   DFND 4 200 0 0
GLOBANT S A COM L44385109 BBG00564Y4W2 2,831,141 17,262 PRN   DFND 1 17,262 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 2,811,671 25,556 PRN   DFND 1 25,556 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 127,073 1,155 PRN   DFND 3 1,155 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 781,142 7,100 PRN   DFND 4 7,100 0 0
GLOBUS MED INC CL A 379577208 BBG002V87T57 84,960 1,500 PRN   DFND 4 1,500 0 0
GLOBUS MED INC CL A 379577208 BBG002V87T57 1,116,884 19,719 PRN   DFND 1 19,719 0 0
GLOBUS MED INC CL A 379577208 BBG002V87T57 82,751 1,461 PRN   DFND 3 1,461 0 0
GODADDY INC CL A 380237107 BBG006MDLXZ9 303,186 3,901 PRN   DFND 3 3,901 0 0
GODADDY INC CL A 380237107 BBG006MDLXZ9 387,978 4,992 PRN   DFND 1 4,992 0 0
GODADDY INC CL A 380237107 BBG006MDLXZ9 22,505,070 289,566 PRN   DFND 4 289,566 0 0
GOGO INC COM 38046C109 BBG002CN8YD4 276,950 19,100 PRN   DFND 4 19,100 0 0
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GOLAR LNG LTD SHS G9456A100 BBG001SHSF05 10,087 467 PRN   DFND 1 467 0 0
GOLAR LNG LTD SHS G9456A100 BBG001SHSF05 2,978,122 137,876 PRN   DFND 4 137,876 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 BBG001S93ZM2 579,194 43,483 PRN   DFND 4 43,483 0 0
GOLDEN ENTMT INC COM 381013101 BBG001S69CW2 339,509 7,803 PRN   DFND 4 7,803 0 0
GOLDEN ENTMT INC COM 381013101 BBG001S69CW2 75,272 1,730 PRN   DFND 1 1,730 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 BBG001S9KKJ0 50,151 5,268 PRN   DFND 3 5,268 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 BBG001S9KKJ0 317,121 33,311 PRN   DFND 1 33,311 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 2,016,306 6,164 PRN   DFND 2 6,164 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 17,221,033 52,646 PRN   DFND 1 52,646 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 106,638 326 PRN   DFND 4 326 0 0
GOODRX HLDGS INC COM CL A 38246G108 BBG00X0VP956 2,132,306 341,169 PRN   DFND 4 341,169 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 BBG001S5RQ62 7,182,439 651,764 PRN   DFND 1 651,764 0 0
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GOPRO INC CL A 38268T103 BBG001V0YJ76 570,105 113,341 PRN   DFND 4 113,341 0 0
GOPRO INC CL A 38268T103 BBG001V0YJ76 73,574 14,627 PRN   DFND 1 14,627 0 0
GORES HOLDINGS IX INC CLASS A COM 38287A101 BBG0146ZHK30 1,276,299 126,617 PRN   DFND 3 126,617 0 0
GRACO INC COM 384109104 BBG001S5RK56 220,125 3,015 PRN   DFND 4 3,015 0 0
GRACO INC COM 384109104 BBG001S5RK56 2,492,634 34,141 PRN   DFND 1 34,141 0 0
GRAHAM HLDGS CO COM CL B 384637104 BBG001S6H317 4,053,500 6,803 PRN   DFND 1 6,803 0 0
GRAINGER W W INC COM 384802104 BBG001S5RRD2 13,741,760 19,950 PRN   DFND 1 19,950 0 0
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HAYWARD HLDGS INC COM 421298100 BBG00Z9CCSB9 464,944 39,671 PRN   DFND 1 39,671 0 0
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HEICO CORP NEW COM 422806109 BBG001S5RVC4 149,489 874 PRN   DFND 1 874 0 0
HEICO CORP NEW COM 422806109 BBG001S5RVC4 1,984,064 11,600 PRN   DFND 4 11,600 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 BBG001SCQ2H9 327,493 10,787 PRN   DFND 4 10,787 0 0
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HELLO GROUP INC ADS 423403104 BBG007HTCQV7 33,152,893 3,643,175 PRN   DFND 4 3,643,175 0 0
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HELMERICH & PAYNE INC COM 423452101 BBG001S5RZP1 7,197,190 201,320 PRN   DFND 1 201,320 0 0
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HENRY JACK & ASSOC INC COM 426281101 BBG001S5SHB5 733,102 4,864 PRN   DFND 1 4,864 0 0
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HERC HLDGS INC COM 42704L104 BBG001SNNBX0 119,595 1,050 PRN   DFND 3 1,050 0 0
HERC HLDGS INC COM 42704L104 BBG001SNNBX0 790,238 6,938 PRN   DFND 4 6,938 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 BBG001S5S166 402,400 59,881 PRN   DFND 4 59,881 0 0
HERSHEY CO COM 427866108 BBG001S5S148 30,724,332 120,767 PRN   DFND 4 120,767 0 0
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HESS CORP COM 42809H107 BBG001S5NHS2 11,369,065 85,908 PRN   DFND 4 85,908 0 0
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HIBBETT INC COM 428567101 BBG001S92VH8 520,086 8,818 PRN   DFND 4 8,818 0 0
HIGHWOODS PPTYS INC COM 431284108 BBG001S7X2X4 2,454,569 105,846 PRN   DFND 4 105,846 0 0
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HOLOGIC INC COM 436440101 BBG001S6HWB2 107,250 1,329 PRN   DFND 3 1,329 0 0
HOLOGIC INC COM 436440101 BBG001S6HWB2 17,791,122 220,460 PRN   DFND 4 220,460 0 0
HOLOGIC INC COM 436440101 BBG001S6HWB2 2,887,688 35,783 PRN   DFND 1 35,783 0 0
HOME DEPOT INC COM 437076102 BBG001S5RTW7 3,288,817 11,144 PRN   DFND 2 11,144 0 0
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HP INC COM 40434L105 BBG001S6W7N7 2,090,659 71,232 PRN   DFND 1 71,232 0 0
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HUNT J B TRANS SVCS INC COM 445658107 BBG001S5SFY4 4,275,960 24,370 PRN   DFND 1 24,370 0 0
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HYATT HOTELS CORP COM CL A 448579102 BBG001SFNHB8 8,356,414 74,751 PRN   DFND 1 74,751 0 0
IAC INC COM NEW 44891N208 BBG00S1LR2D2 7,637 148 PRN   DFND 1 148 0 0
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IBEX LTD SHS NEW G4690M101 BBG00W0LQ7N3 385,227 15,788 PRN   DFND 4 15,788 0 0
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ICU MED INC COM 44930G107 BBG001S712B3 2,840,611 17,220 PRN   DFND 1 17,220 0 0
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INGERSOLL RAND INC COM 45687V106 BBG002R1CW36 83,340,116 1,432,453 PRN   DFND 4 1,432,453 0 0
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INGEVITY CORP COM 45688C107 BBG009LM2988 213,273 2,982 PRN   DFND 1 2,982 0 0
INGEVITY CORP COM 45688C107 BBG009LM2988 7,947,517 111,123 PRN   DFND 4 111,123 0 0
INGLES MKTS INC CL A 457030104 BBG001S5S7D5 1,219,625 13,750 PRN   DFND 4 13,750 0 0
INGLES MKTS INC CL A 457030104 BBG001S5S7D5 120,809 1,362 PRN   DFND 1 1,362 0 0
INGREDION INC COM 457187102 BBG001SBH4X9 4,745,094 46,644 PRN   DFND 1 46,644 0 0
INMODE LTD SHS M5425M103 BBG00PPS74F3 9,007,031 281,822 PRN   DFND 1 281,822 0 0
INMODE LTD SHS M5425M103 BBG00PPS74F3 30,640,276 958,707 PRN   DFND 4 958,707 0 0
INMODE LTD SHS M5425M103 BBG00PPS74F3 77,503 2,425 PRN   DFND 3 2,425 0 0
INNODATA INC COM NEW 457642205 BBG001S7DVN3 194,721 22,801 PRN   DFND 1 22,801 0 0
INNOVATE CORP COM 45784J105 BBG001S16908 103,962 35,004 PRN   DFND 1 35,004 0 0
INNOVIVA INC COM 45781M101 BBG001SF23V0 4,693,590 417,208 PRN   DFND 4 417,208 0 0
INNOVIZ TECHNOLOGIES LTD SHS M5R635108 BBG00DKCC5Y0 2,453,952 701,129 PRN   DFND 4 701,129 0 0
INOGEN INC COM 45780L104 BBG0021PH465 143,520 11,500 PRN   DFND 4 11,500 0 0
INOZYME PHARMA INC COM 45790W108 BBG00J7QJMD0 137,159 23,937 PRN   DFND 1 23,937 0 0
INSIGHT ENTERPRISES INC COM 45765U103 BBG001S7LHJ0 2,128,531 14,889 PRN   DFND 1 14,889 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5   2,174,290 2,800,000 PRN   DFND 3 2,800,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7   1,928,724 2,100,000 PRN   DFND 3 2,100,000 0 0
INSPERITY INC COM 45778Q107 BBG001S894P4 8,296,152 68,253 PRN   DFND 4 68,253 0 0
INSPERITY INC COM 45778Q107 BBG001S894P4 7,257,264 59,706 PRN   DFND 1 59,706 0 0
INSPERITY INC COM 45778Q107 BBG001S894P4 278,228 2,289 PRN   DFND 3 2,289 0 0
INSPIRE MED SYS INC COM 457730109 BBG00209SZK5 10,816,141 46,209 PRN   DFND 1 46,209 0 0
INSPIRE MED SYS INC COM 457730109 BBG00209SZK5 309,909 1,324 PRN   DFND 4 1,324 0 0
INSPIRED ENTMT INC COM 45782N108 BBG007FJ83T0 387,422 30,291 PRN   DFND 4 30,291 0 0
INSTALLED BLDG PRODS INC COM 45780R101 BBG005TJKF09 479,838 4,208 PRN   DFND 1 4,208 0 0
INSULET CORP COM 45784P101 BBG001SRF439 13,780,029 43,203 PRN   DFND 1 43,203 0 0
INSULET CORP COM 45784P101 BBG001SRF439 39,941,766 125,225 PRN   DFND 4 125,225 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   8,120,149 5,427,000 PRN   DFND 3 5,427,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   2,563,076 1,713,000 PRN   DFND 2 1,713,000 0 0
INTEGER HLDGS CORP COM 45826H109 BBG001SFBS27 1,108,405 14,302 PRN   DFND 1 14,302 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 BBG001S7JWM6 2,969,934 51,732 PRN   DFND 1 51,732 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 BBG001S7JWM6 22,964 400 PRN   DFND 4 400 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   3,715,013 3,820,000 PRN   DFND 3 3,820,000 0 0
INTEL CORP COM 458140100 BBG001S5SF65 61,681 1,888 PRN   DFND 3 1,888 0 0
INTEL CORP COM 458140100 BBG001S5SF65 1,433,233 43,870 PRN   DFND 2 43,870 0 0
INTEL CORP COM 458140100 BBG001S5SF65 15,886,506 486,272 PRN   DFND 1 486,272 0 0
INTEL CORP COM 458140100 BBG001S5SF65 14,956,783 457,814 PRN   DFND 4 457,814 0 0
INTER PARFUMS INC COM 458334109 BBG001SD06N9 338,958 2,383 PRN   DFND 4 2,383 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 BBG001SQ4YC7 66,048 800 PRN   DFND 4 800 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 BBG001SQ4YC7 11,334,332 137,286 PRN   DFND 1 137,286 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 BBG001V0G1G5 382,554 28,485 PRN   DFND 4 28,485 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 BBG001SDJ4R0 11,067,151 106,119 PRN   DFND 4 106,119 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 6,033,942 46,029 PRN   DFND 4 46,029 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 1,318,241 10,056 PRN   DFND 2 10,056 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 1,536,768 11,723 PRN   DFND 1 11,723 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 BBG001S5S5F7 5,702 62 PRN   DFND 1 62 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 BBG001S5S5F7 7,254,265 78,885 PRN   DFND 4 78,885 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 BBG0081VHTQ2 231,874 8,652 PRN   DFND 1 8,652 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 BBG0081VHTQ2 1,731,923 64,624 PRN   DFND 4 64,624 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 BBG0081VHTQ2 262,479 9,794 PRN   DFND 3 9,794 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 BBG00G6D5NH5 801,217 31,079 PRN   DFND 4 31,079 0 0
INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 5,895,990 163,505 PRN   DFND 1 163,505 0 0
INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 216,360 6,000 PRN   DFND 4 6,000 0 0
INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 409,533 11,357 PRN   DFND 2 11,357 0 0
INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 2,943,506 81,628 PRN   DFND 3 81,628 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 BBG003MN93D8 46,890 1,125 PRN   DFND 1 1,125 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 BBG003MN93D8 1,087,973 26,103 PRN   DFND 4 26,103 0 0
INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 16,187,967 434,693 PRN   DFND 4 434,693 0 0
INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 1,524,270 40,931 PRN   DFND 1 40,931 0 0
INTEVAC INC COM 461148108 BBG001S8LS13 136,690 18,648 PRN   DFND 1 18,648 0 0
INTUIT COM 461202103 BBG001S6TWR2 2,364,682 5,304 PRN   DFND 2 5,304 0 0
INTUIT COM 461202103 BBG001S6TWR2 6,069,530 13,614 PRN   DFND 1 13,614 0 0
INTUIT COM 461202103 BBG001S6TWR2 107,445 241 PRN   DFND 3 241 0 0
INTUIT COM 461202103 BBG001S6TWR2 23,087,752 51,786 PRN   DFND 4 51,786 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 13,386,883 52,401 PRN   DFND 1 52,401 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 93,247 365 PRN   DFND 3 365 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 899,510 3,521 PRN   DFND 2 3,521 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 2,765,718 10,826 PRN   DFND 4 10,826 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 BBG001V0MBC0 8,238,110 396,063 PRN   DFND 1 396,063 0 0
INVESCO LTD SHS G491BT108 BBG001S9RD81 44,920 2,739 PRN   DFND 3 2,739 0 0
INVESCO LTD SHS G491BT108 BBG001S9RD81 228,616 13,940 PRN   DFND 1 13,940 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 BBG001S9GN63 5,152,852 16,056 PRN   DFND 1 16,056 0 0
IONIS PHARMACEUTICALS INC COM 462222100 BBG001SB7RD1 8,520,452 238,401 PRN   DFND 1 238,401 0 0
IONIS PHARMACEUTICALS INC COM 462222100 BBG001SB7RD1 425,306 11,900 PRN   DFND 4 11,900 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   3,378,425 3,700,000 PRN   DFND 3 3,700,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 BBG001T2PM32 902,270 147,671 PRN   DFND 4 147,671 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 BBG001T2PM32 42,727 6,993 PRN   DFND 3 6,993 0 0
IPG PHOTONICS CORP COM 44980X109 BBG001SG95B8 13,480,496 109,322 PRN   DFND 1 109,322 0 0
IQVIA HLDGS INC COM 46266C105 BBG00333FZ54 4,932,472 24,800 PRN   DFND 4 24,800 0 0
IQVIA HLDGS INC COM 46266C105 BBG00333FZ54 126,295 635 PRN   DFND 3 635 0 0
IRADIMED CORP COM 46266A109 BBG006NM92Y1 322,631 8,199 PRN   DFND 4 8,199 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 BBG001TSQV70 15,256 123 PRN   DFND 3 123 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 BBG001TSQV70 13,502,774 108,867 PRN   DFND 1 108,867 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 21,642,677 349,470 PRN   DFND 1 349,470 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 55,489 896 PRN   DFND 3 896 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 315,843 5,100 PRN   DFND 4 5,100 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 BBG001SNZLM7 14,608,293 1,388,621 PRN   DFND 4 1,388,621 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 BBG001SFN5N1 892,889 32,611 PRN   DFND 1 32,611 0 0
ISHARES INC MSCI CHILE ETF 464286640 BBG001T0LL05 1,655,454 57,521 PRN   DFND 1 57,521 0 0
ISHARES SILVER TR ISHARES 46428Q109 BBG001SQLN69 8,952,738 404,735 PRN   DFND 1 404,735 0 0
ISHARES SILVER TR ISHARES 46428Q109 BBG001SQLN69 477,792 21,600 PRN Put DFND 1 21,600 0 0
ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 3,107,812 29,217 PRN   DFND 1 29,217 0 0
ISHARES TR IBOXX HI YD ETF 464288513 BBG001ST0ZQ7 36,010,681 476,647 PRN   DFND 1 476,647 0 0
ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 3,168,606 28,908 PRN   DFND 1 28,908 0 0
ISHARES TR MSCI INDIA ETF 46429B598 BBG002DMN4B6 49,535,111 1,258,514 PRN   DFND 4 1,258,514 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 BBG001S56QM7 503,589 21,402 PRN   DFND 1 21,402 0 0
ISHARES TR MSCI PERU ETF 464289842 BBG001T4R2P6 1,251,783 41,069 PRN   DFND 1 41,069 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 BBG001SFC7Y7 338,960 1,900 PRN Call DFND 1 1,900 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 BBG001SFC7Y7 481,680 2,700 PRN Put DFND 1 2,700 0 0
ISHARES TR TIPS BD ETF 464287176 BBG001SD9RM5 359,856 3,264 PRN   DFND 1 3,264 0 0
ITERIS INC NEW COM 46564T107 BBG001S7JWV6 104,540 22,290 PRN   DFND 1 22,290 0 0
ITRON INC COM 465741106 BBG001S6DJQ9 168,734 3,043 PRN   DFND 3 3,043 0 0
ITRON INC COM 465741106 BBG001S6DJQ9 1,714,015 30,911 PRN   DFND 4 30,911 0 0
ITRON INC COM 465741106 BBG001S6DJQ9 1,235,703 22,285 PRN   DFND 1 22,285 0 0
ITT INC COM 45073V108 BBG00CVQZQB3 65,502 759 PRN   DFND 3 759 0 0
ITT INC COM 45073V108 BBG00CVQZQB3 1,102,741 12,778 PRN   DFND 1 12,778 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 BBG001S8KHC6 456,465 20,958 PRN   DFND 4 20,958 0 0
J & J SNACK FOODS CORP COM 466032109 BBG001S5SH98 4,130,595 27,868 PRN   DFND 1 27,868 0 0
J JILL INC COM 46620W201 BBG00FZBYDT6 132,986 5,107 PRN   DFND 1 5,107 0 0
J JILL INC COM 46620W201 BBG00FZBYDT6 143,220 5,500 PRN   DFND 4 5,500 0 0
JABIL INC COM 466313103 BBG001S7RB70 13,764,421 156,130 PRN   DFND 1 156,130 0 0
JABIL INC COM 466313103 BBG001S7RB70 151,547 1,719 PRN   DFND 4 1,719 0 0
JACK IN THE BOX INC COM 466367109 BBG001SDBB01 34,598 395 PRN   DFND 3 395 0 0
JACK IN THE BOX INC COM 466367109 BBG001SDBB01 3,416 39 PRN   DFND 1 39 0 0
JACK IN THE BOX INC COM 466367109 BBG001SDBB01 816,952 9,327 PRN   DFND 4 9,327 0 0
JACKSON FINANCIAL INC COM CL A 46817M107 BBG00922Y611 47,249 1,263 PRN   DFND 3 1,263 0 0
JACKSON FINANCIAL INC COM CL A 46817M107 BBG00922Y611 20,747,923 554,609 PRN   DFND 4 554,609 0 0
JAKKS PAC INC COM NEW 47012E403 BBG001S8ZPR6 512,547 29,627 PRN   DFND 4 29,627 0 0
JAMES RIV GROUP LTD COM G5005R107 BBG007HRJXK1 741,459 35,906 PRN   DFND 4 35,906 0 0
JAMF HLDG CORP COM 47074L105 BBG00VSYYVC7 108,072 5,565 PRN   DFND 1 5,565 0 0
JAMF HLDG CORP COM 47074L105 BBG00VSYYVC7 151,476 7,800 PRN   DFND 4 7,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 BBG00GSNPMQ9 1,697,154 63,707 PRN   DFND 1 63,707 0 0
JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 BBG0100SH2D9 56,350 5,715 PRN   DFND 1 5,715 0 0
JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 BBG0100SH2D9 157,306 15,954 PRN   DFND 4 15,954 0 0
JASPER THERAPEUTICS INC COM 471871103 BBG00QPZNPB4 135,699 74,972 PRN   DFND 1 74,972 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   7,558,466 7,800,000 PRN   DFND 3 7,800,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   8,487,956 7,665,000 PRN   DFND 3 7,665,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 BBG001SNW8K1 2,049 14 PRN   DFND 1 14 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 BBG001SNW8K1 227,250 1,553 PRN   DFND 3 1,553 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 BBG001SNW8K1 92,042 629 PRN   DFND 4 629 0 0
JBG SMITH PPTYS COM 46590V100 BBG00F5FNKK5 7,321,193 486,135 PRN   DFND 4 486,135 0 0
JD.COM INC SPON ADR CL A 47215P106 BBG005YHY0R6 64,874,643 1,478,119 PRN   DFND 4 1,478,119 0 0
JEFFERIES FINL GROUP INC COM 47233W109 BBG001S5SX02 30,820 971 PRN   DFND 4 971 0 0
JEFFERIES FINL GROUP INC COM 47233W109 BBG001S5SX02 4,459,565 140,503 PRN   DFND 1 140,503 0 0
JEFFERIES FINL GROUP INC COM 47233W109 BBG001S5SX02 78,842 2,484 PRN   DFND 3 2,484 0 0
JETBLUE AWYS CORP COM 477143101 BBG001S9YPC1 4,178,305 573,943 PRN   DFND 4 573,943 0 0
JETBLUE AWYS CORP COM 477143101 BBG001S9YPC1 107,962 14,830 PRN   DFND 1 14,830 0 0
JFROG LTD ORD SHS M6191J100 BBG006PWZX25 911,519 46,270 PRN   DFND 1 46,270 0 0
JFROG LTD ORD SHS M6191J100 BBG006PWZX25 216,109 10,970 PRN   DFND 4 10,970 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 BBG001SF91V7 1,020,400 20,000 PRN   DFND 3 20,000 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 72,687,095 468,949 PRN   DFND 4 468,949 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 309,535 1,997 PRN   DFND 3 1,997 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 4,111,220 26,524 PRN   DFND 2 26,524 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 2,940,815 18,973 PRN   DFND 1 18,973 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 31,000 200 PRN Call DFND 1 200 0 0
JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 31,000 200 PRN Put DFND 1 200 0 0
JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 12,754,114 211,792 PRN   DFND 1 211,792 0 0
JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 670,489 11,134 PRN   DFND 2 11,134 0 0
JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 98,253,928 1,631,583 PRN   DFND 4 1,631,583 0 0
JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 4,798,872 79,689 PRN   DFND 3 79,689 0 0
JOINT CORP COM 47973J102 BBG0074VSJK7 435,207 25,859 PRN   DFND 4 25,859 0 0
JOYY INC ADS REPSTG COM A 46591M109 BBG003H0XVS9 206,568 6,625 PRN   DFND 4 6,625 0 0
JOYY INC NOTE 0.750% 6/1 98426TAD8   784,079 791,000 PRN   DFND 3 791,000 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 4,716,831 36,197 PRN   DFND 2 36,197 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 10,442,522 80,136 PRN   DFND 4 80,136 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 24,368 187 PRN   DFND 3 187 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 7,560,195 58,017 PRN   DFND 1 58,017 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 52,124 400 PRN Call DFND 1 400 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 52,124 400 PRN Put DFND 1 400 0 0
JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 30,531 887 PRN   DFND 3 887 0 0
JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 1,457,790 42,353 PRN   DFND 1 42,353 0 0
JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 37,726,764 1,096,071 PRN   DFND 4 1,096,071 0 0
KADANT INC COM 48282T104 BBG001S8PRM8 52,130 250 PRN   DFND 1 250 0 0
KADANT INC COM 48282T104 BBG001S8PRM8 312,780 1,500 PRN   DFND 4 1,500 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 BBG001V0G6X5 173,494 44,600 PRN   DFND 4 44,600 0 0
KB HOME COM 48666K109 BBG001S5SJV9 2,729,869 67,941 PRN   DFND 1 67,941 0 0
KB HOME COM 48666K109 BBG001S5SJV9 185,109 4,607 PRN   DFND 3 4,607 0 0
KB HOME COM 48666K109 BBG001S5SJV9 13,179 328 PRN   DFND 4 328 0 0
KBR INC NOTE 2.500%11/0 48242WAB2   40,418,130 18,498,000 PRN   DFND 3 18,498,000 0 0
KELLOGG CO COM 487836108 BBG001S5SJL0 28,170,541 420,707 PRN   DFND 4 420,707 0 0
KELLOGG CO COM 487836108 BBG001S5SJL0 67,830 1,013 PRN   DFND 3 1,013 0 0
KELLOGG CO COM 487836108 BBG001S5SJL0 7,411,334 110,683 PRN   DFND 1 110,683 0 0
KEMPER CORP COM 488401100 BBG001SD3BG3 26,674 488 PRN   DFND 3 488 0 0
KEMPER CORP COM 488401100 BBG001SD3BG3 5,391,389 98,635 PRN   DFND 1 98,635 0 0
KENNAMETAL INC COM 489170100 BBG001S5SM97 487,945 17,692 PRN   DFND 1 17,692 0 0
KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 869,440 24,644 PRN   DFND 3 24,644 0 0
KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 2,112,037 59,865 PRN   DFND 1 59,865 0 0
KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 48,114,511 1,363,790 PRN   DFND 4 1,363,790 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 6,297,720 39,000 PRN   DFND 1 39,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 167,482,696 1,037,173 PRN   DFND 4 1,037,173 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 BBG009DVZVW5 56,653 18,100 PRN   DFND 4 18,100 0 0
KFORCE INC COM 493732101 BBG001SCQRF6 15,494 245 PRN   DFND 1 245 0 0
KFORCE INC COM 493732101 BBG001SCQRF6 614,693 9,720 PRN   DFND 4 9,720 0 0
KILROY RLTY CORP COM 49427F108 BBG001S9BHB5 3,031,798 93,574 PRN   DFND 4 93,574 0 0
KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 328,302 2,446 PRN   DFND 1 2,446 0 0
KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 16,047,880 119,564 PRN   DFND 4 119,564 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 3,162,936 180,636 PRN   DFND 4 180,636 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 13,780 787 PRN   DFND 1 787 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 140 8 PRN   DFND 3 8 0 0
KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 6,760,508 1,435,352 PRN   DFND 1 1,435,352 0 0
KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 75 16 PRN   DFND 3 16 0 0
KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 4,921,244 1,044,850 PRN   DFND 4 1,044,850 0 0
KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 4,328,463 14,421 PRN   DFND 1 14,421 0 0
KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 36,318 121 PRN   DFND 4 121 0 0
KIRBY CORP COM 497266106 BBG001S5SKT9 1,165,733 16,725 PRN   DFND 1 16,725 0 0
KIRBY CORP COM 497266106 BBG001S5SKT9 99,671 1,430 PRN   DFND 3 1,430 0 0
KIRBY CORP COM 497266106 BBG001S5SKT9 20,910 300 PRN   DFND 4 300 0 0
KITE RLTY GROUP TR COM NEW 49803T300 BBG001S64LR3 268,927 12,855 PRN   DFND 4 12,855 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 17,966,642 45,010 PRN   DFND 1 45,010 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 56,418,688 141,340 PRN   DFND 4 141,340 0 0
KLX ENERGY SERVICS HOLDNGS I COM NEW 48253L205 BBG00KTFHJK8 126,869 10,890 PRN   DFND 1 10,890 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 3,225 57 PRN   DFND 3 57 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 1,176,298 20,790 PRN   DFND 4 20,790 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 6,757,010 119,424 PRN   DFND 1 119,424 0 0
KNOWLES CORP COM 49926D109 BBG004M8M6K9 35,377 2,081 PRN   DFND 1 2,081 0 0
KNOWLES CORP COM 49926D109 BBG004M8M6K9 1,007,301 59,253 PRN   DFND 4 59,253 0 0
KODIAK SCIENCES INC COM 50015M109 BBG00BVR0D11 219,871 35,463 PRN   DFND 4 35,463 0 0
KOHLS CORP COM 500255104 BBG001S71NV5 910,645 38,685 PRN   DFND 1 38,685 0 0
KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 531,806 10,990 PRN   DFND 1 10,990 0 0
KORN FERRY COM NEW 500643200 BBG001SC0054 1,808,003 34,944 PRN   DFND 1 34,944 0 0
KORN FERRY COM NEW 500643200 BBG001SC0054 4,360,078 84,269 PRN   DFND 4 84,269 0 0
KORU MEDICAL SYSTEMS INC COM 759910102 BBG001S7QTX3 95,566 22,646 PRN   DFND 1 22,646 0 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 76,059 10,223 PRN   DFND 3 10,223 0 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 1,063,503 142,944 PRN   DFND 1 142,944 0 0
KOSMOS ENERGY LTD COM 500688106 BBG001SJV7R6 476,733 64,077 PRN   DFND 4 64,077 0 0
KRAFT HEINZ CO COM 500754106 BBG005CPNTR1 2,982,733 77,133 PRN   DFND 4 77,133 0 0
KRAFT HEINZ CO COM 500754106 BBG005CPNTR1 9,347,544 241,726 PRN   DFND 1 241,726 0 0
KROGER CO COM 501044101 BBG001S5SN40 17,413,885 352,722 PRN   DFND 4 352,722 0 0
KROGER CO COM 501044101 BBG001S5SN40 1,849,301 37,458 PRN   DFND 1 37,458 0 0
KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 2,049,694 38,901 PRN   DFND 4 38,901 0 0
KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 5,249,874 99,637 PRN   DFND 1 99,637 0 0
KVH INDS INC COM 482738101 BBG001S7QMX8 132,793 11,669 PRN   DFND 1 11,669 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 BBG012W99DS1 104,397 7,073 PRN   DFND 4 7,073 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 BBG012W99DS1 22,258 1,508 PRN   DFND 3 1,508 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 BBG012W99DS1 12,734,264 862,755 PRN   DFND 1 862,755 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 85,237,433 434,353 PRN   DFND 4 434,353 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 2,618,370 11,413 PRN   DFND 1 11,413 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 11,653,618 50,796 PRN   DFND 4 50,796 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 346,424 1,510 PRN   DFND 3 1,510 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 38,699 73 PRN   DFND 3 73 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 11,874,688 22,400 PRN   DFND 4 22,400 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 2,960,720 5,585 PRN   DFND 1 5,585 0 0
LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 9,996,920 95,646 PRN   DFND 1 95,646 0 0
LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 7,774,198 74,380 PRN   DFND 4 74,380 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 3,102,238 15,291 PRN   DFND 1 15,291 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 466,624 2,300 PRN   DFND 4 2,300 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 799,550 3,941 PRN   DFND 3 3,941 0 0
LANDS END INC NEW COM 51509F105 BBG005P337F9 136,099 14,002 PRN   DFND 4 14,002 0 0
LANDSEA HOMES CORP COM 51509P103 BBG00L99PSG8 272,270 44,929 PRN   DFND 4 44,929 0 0
LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 2,954,743 16,483 PRN   DFND 1 16,483 0 0
LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 2,366,232 13,200 PRN   DFND 4 13,200 0 0
LANTHEUS HLDGS INC COM 516544103 BBG006Q52RF8 136,472 1,653 PRN   DFND 3 1,653 0 0
LANTHEUS HLDGS INC COM 516544103 BBG006Q52RF8 88,092 1,067 PRN   DFND 4 1,067 0 0
LANTHEUS HLDGS INC COM 516544103 BBG006Q52RF8 8,596,643 104,126 PRN   DFND 1 104,126 0 0
LANTRONIX INC COM NEW 516548203 BBG001SFBNM6 59,033 13,602 PRN   DFND 1 13,602 0 0
LARIMAR THERAPEUTICS INC COM 517125100 BBG001V0GD97 140,249 30,960 PRN   DFND 1 30,960 0 0
LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 68,997 1,201 PRN   DFND 1 1,201 0 0
LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 1,908,144 33,214 PRN   DFND 4 33,214 0 0
LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 41,766 727 PRN   DFND 3 727 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 14,572,154 152,588 PRN   DFND 4 152,588 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 6,782,983 71,026 PRN   DFND 2 71,026 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 16,756,717 175,463 PRN   DFND 1 175,463 0 0
LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 157,241 638 PRN   DFND 1 638 0 0
LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 64,390,386 261,261 PRN   DFND 4 261,261 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   209,068 230,000 PRN   DFND 3 230,000 0 0
LEAR CORP COM NEW 521865204 BBG001T60092 1,534,251 10,999 PRN   DFND 1 10,999 0 0
LEAR CORP COM NEW 521865204 BBG001T60092 11,545,308 82,768 PRN   DFND 4 82,768 0 0
LEAR CORP COM NEW 521865204 BBG001T60092 150,231 1,077 PRN   DFND 3 1,077 0 0
LEGALZOOM COM INC COM 52466B103 BBG001TVNN74 391,146 41,700 PRN   DFND 4 41,700 0 0
LEGALZOOM COM INC COM 52466B103 BBG001TVNN74 3,911 417 PRN   DFND 1 417 0 0
LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 3,210,444 100,704 PRN   DFND 1 100,704 0 0
LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 9,564 300 PRN   DFND 3 300 0 0
LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 172,705 1,876 PRN   DFND 3 1,876 0 0
LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 4,511 49 PRN   DFND 1 49 0 0
LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 17,789,214 193,235 PRN   DFND 4 193,235 0 0
LEMAITRE VASCULAR INC COM 525558201 BBG001SK6CX3 19,095 371 PRN   DFND 1 371 0 0
LEMAITRE VASCULAR INC COM 525558201 BBG001SK6CX3 252,203 4,900 PRN   DFND 4 4,900 0 0
LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 1,408,481 195,351 PRN   DFND 4 195,351 0 0
LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 17,434 2,418 PRN   DFND 1 2,418 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 157,665 1,500 PRN   DFND 3 1,500 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 613,002 5,832 PRN   DFND 4 5,832 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 22,175,477 210,974 PRN   DFND 1 210,974 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 1,801,678 7,170 PRN   DFND 1 7,170 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 67,846 270 PRN   DFND 3 270 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 2,017,778 8,030 PRN   DFND 4 8,030 0 0
LESLIES INC COM 527064109 BBG00XS6TVN8 235,768 21,414 PRN   DFND 1 21,414 0 0
LESLIES INC COM 527064109 BBG00XS6TVN8 50,646 4,600 PRN   DFND 4 4,600 0 0
LESLIES INC COM 527064109 BBG00XS6TVN8 152,940 13,891 PRN   DFND 3 13,891 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 30,408 1,668 PRN   DFND 3 1,668 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 298,480 16,373 PRN   DFND 4 16,373 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 138,785 7,613 PRN   DFND 1 7,613 0 0
LGI HOMES INC COM 50187T106 BBG0056655T0 3,242,443 28,435 PRN   DFND 1 28,435 0 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8   6,028,208 5,400,000 PRN   DFND 3 5,400,000 0 0
LI AUTO INC SPONSORED ADS 50202M102 BBG00W0KZF57 789,992 31,663 PRN   DFND 4 31,663 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 BBG006GNSZX4 1,553,607 19,016 PRN   DFND 1 19,016 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 BBG006GNSZX4 192,894 2,361 PRN   DFND 3 2,361 0 0
LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 95,165 7,429 PRN   DFND 3 7,429 0 0
LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 2,371,362 185,118 PRN   DFND 1 185,118 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 BBG001SJNBH7 85,779 4,209 PRN   DFND 1 4,209 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 BBG001SJNBH7 2,682,599 131,629 PRN   DFND 3 131,629 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 BBG001SJNBH7 13,278,976 651,569 PRN   DFND 4 651,569 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 BBG00BFHD836 8,480,315 301,898 PRN   DFND 1 301,898 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 BBG00BFHD9T6 7,188,252 256,815 PRN   DFND 1 256,815 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   2,935,594 2,715,000 PRN   DFND 3 2,715,000 0 0
LIFE STORAGE INC COM 53223X107 BBG001S7X2Q2 11,798,100 90,000 PRN   DFND 3 90,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 BBG001S8CH99 10,112,146 137,468 PRN   DFND 4 137,468 0 0
LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 BBG00B0JR9Q6 669,104 44,078 PRN   DFND 1 44,078 0 0
LILLY ELI & CO COM 532457108 BBG001S5STL8 4,405,048 12,827 PRN   DFND 2 12,827 0 0
LILLY ELI & CO COM 532457108 BBG001S5STL8 46,705 136 PRN   DFND 3 136 0 0
LILLY ELI & CO COM 532457108 BBG001S5STL8 32,402,707 94,353 PRN   DFND 4 94,353 0 0
LILLY ELI & CO COM 532457108 BBG001S5STL8 5,467,246 15,920 PRN   DFND 1 15,920 0 0
LIMONEIRA CO COM 532746104 BBG001S775Q4 248,934 14,942 PRN   DFND 1 14,942 0 0
LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 2,651,150 15,678 PRN   DFND 1 15,678 0 0
LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 30,100 178 PRN   DFND 4 178 0 0
LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 70,286 3,128 PRN   DFND 1 3,128 0 0
LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 1,335,033 59,414 PRN   DFND 4 59,414 0 0
LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 58,197 2,590 PRN   DFND 3 2,590 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 17,518,571 49,287 PRN   DFND 3 49,287 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 1,764,049 4,963 PRN   DFND 2 4,963 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 26,401,372 74,278 PRN   DFND 4 74,278 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 437,191 1,230 PRN   DFND 1 1,230 0 0
LINDSAY CORP COM 535555106 BBG001SB90F6 205,386 1,359 PRN   DFND 3 1,359 0 0
LINDSAY CORP COM 535555106 BBG001SB90F6 28,564 189 PRN   DFND 1 189 0 0
LINDSAY CORP COM 535555106 BBG001SB90F6 911,012 6,028 PRN   DFND 4 6,028 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 BBG001SCW8V3 149,564 99,709 PRN   DFND 1 99,709 0 0
LITHIA MTRS INC COM 536797103 BBG001SC88P7 3,348,559 14,627 PRN   DFND 1 14,627 0 0
LITTELFUSE INC COM 537008104 BBG001S744B6 323,585 1,207 PRN   DFND 1 1,207 0 0
LIVANOVA PLC SHS G5509L101 BBG009LGHG25 6,051,562 138,861 PRN   DFND 1 138,861 0 0
LIVANOVA PLC SHS G5509L101 BBG009LGHG25 28,632 657 PRN   DFND 4 657 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 15,961,680 228,024 PRN   DFND 4 228,024 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 26,579,000 379,700 PRN   DFND 1 379,700 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3   1,871,370 1,912,000 PRN   DFND 3 1,912,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3   575,505 588,000 PRN   DFND 2 588,000 0 0
LIVENT CORP COM 53814L108 BBG00LV3NRJ7 10,672,904 491,386 PRN   DFND 1 491,386 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 14,189 647 PRN   DFND 1 647 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 7,434 339 PRN   DFND 3 339 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 192,611 8,783 PRN   DFND 4 8,783 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 723,690 12,750 PRN   DFND 2 12,750 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 138,086,012 2,432,805 PRN   DFND 4 2,432,805 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 5,318,412 93,700 PRN   DFND 3 93,700 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 4,945,045 87,122 PRN   DFND 1 87,122 0 0
LOEWS CORP COM 540424108 BBG001S6KQC0 1,904,332 32,822 PRN   DFND 1 32,822 0 0
LOEWS CORP COM 540424108 BBG001S6KQC0 2,766,974 47,690 PRN   DFND 4 47,690 0 0
LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 8,049,480 148,487 PRN   DFND 4 148,487 0 0
LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 6,142,752 113,314 PRN   DFND 1 113,314 0 0
LOWES COS INC COM 548661107 BBG001S5SVL3 13,489,176 67,456 PRN   DFND 4 67,456 0 0
LOWES COS INC COM 548661107 BBG001S5SVL3 1,512,573 7,564 PRN   DFND 1 7,564 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 561,255 2,773 PRN   DFND 1 2,773 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 14,512,485 71,702 PRN   DFND 4 71,702 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 28,538 141 PRN   DFND 3 141 0 0
LSI INDS INC OHIO COM 50216C108 BBG001S5SXV8 149,664 10,744 PRN   DFND 1 10,744 0 0
LSI INDS INC OHIO COM 50216C108 BBG001S5SXV8 96,159 6,903 PRN   DFND 4 6,903 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 76,393,223 209,762 PRN   DFND 1 209,762 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 78,241,487 214,837 PRN   DFND 4 214,837 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 9,094,188 24,971 PRN   DFND 2 24,971 0 0
LUMEN TECHNOLOGIES INC COM 550241103 BBG001S5Q8G2 22,592,575 8,525,500 PRN   DFND 1 8,525,500 0 0
LUMEN TECHNOLOGIES INC COM 550241103 BBG001S5Q8G2 705,735 266,315 PRN   DFND 4 266,315 0 0
LUMEN TECHNOLOGIES INC COM 550241103 BBG001S5Q8G2 144,126 54,387 PRN   DFND 3 54,387 0 0
LUMENTUM HLDGS INC COM 55024U109 BBG0073F9RS8 2,222,566 41,151 PRN   DFND 1 41,151 0 0
LUMENTUM HLDGS INC COM 55024U109 BBG0073F9RS8 81,015 1,500 PRN   DFND 4 1,500 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5   113,867 108,000 PRN   DFND 3 108,000 0 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   2,596,467 3,400,000 PRN   DFND 3 3,400,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   8,911,376 10,199,000 PRN   DFND 2 10,199,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   41,495,608 47,545,000 PRN   DFND 3 47,545,000 0 0
LUNA INNOVATIONS INC COM 550351100 BBG001SHBRR8 119,397 16,606 PRN   DFND 1 16,606 0 0
LXP INDUSTRIAL TRUST COM 529043101 BBG001S7H5W6 1,075,642 104,330 PRN   DFND 4 104,330 0 0
LYFT INC CL A COM 55087P104 BBG004M9ZHY4 36,904,862 3,981,107 PRN   DFND 1 3,981,107 0 0
LYFT INC CL A COM 55087P104 BBG004M9ZHY4 110,869 11,960 PRN   DFND 3 11,960 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   2,245,609 2,541,000 PRN   DFND 3 2,541,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   670,766 759,000 PRN   DFND 2 759,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 BBG001T8LMY9 6,283,494 66,924 PRN   DFND 1 66,924 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 BBG001T8LMY9 80,182 854 PRN   DFND 4 854 0 0
M & T BK CORP COM 55261F104 BBG001S7S2B4 1,351,978 11,307 PRN   DFND 4 11,307 0 0
M D C HLDGS INC COM 552676108 BBG001S5T272 341,240 8,779 PRN   DFND 3 8,779 0 0
M D C HLDGS INC COM 552676108 BBG001S5T272 138,999 3,576 PRN   DFND 1 3,576 0 0
M/I HOMES INC COM 55305B101 BBG001S7HGC4 86,181 1,366 PRN   DFND 3 1,366 0 0
M/I HOMES INC COM 55305B101 BBG001S7HGC4 70,850 1,123 PRN   DFND 1 1,123 0 0
M/I HOMES INC COM 55305B101 BBG001S7HGC4 8,592,921 136,201 PRN   DFND 4 136,201 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 3,436,307 48,508 PRN   DFND 1 48,508 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 19,906 281 PRN   DFND 3 281 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   3,146,201 2,990,000 PRN   DFND 3 2,990,000 0 0
MACYS INC COM 55616P104 BBG001S6KRW6 136,702 7,816 PRN   DFND 3 7,816 0 0
MACYS INC COM 55616P104 BBG001S6KRW6 10,409,488 595,168 PRN   DFND 4 595,168 0 0
MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 1,224 34 PRN   DFND 1 34 0 0
MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 3,967,200 110,200 PRN   DFND 4 110,200 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 BBG00L9HLWW7 305,628 5,174 PRN   DFND 4 5,174 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 8,265,927 42,422 PRN   DFND 4 42,422 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 408,016 2,094 PRN   DFND 3 2,094 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 233,625 1,199 PRN   DFND 1 1,199 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 BBG001SCPDF8 318,425 24,291 PRN   DFND 4 24,291 0 0
MAGNA INTL INC COM 559222401 BBG001S5SY91 2,899,130 54,200 PRN   DFND 4 54,200 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 BBG001SZ97W9 2,498,686 269,255 PRN   DFND 3 269,255 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 BBG001SV9XY9 170,410 81,536 PRN   DFND 1 81,536 0 0
MALIBU BOATS INC COM CL A 56117J100 BBG005PXTR61 1,581,898 28,023 PRN   DFND 4 28,023 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 BBG00DR7R3G3 117,278 27,791 PRN   DFND 1 27,791 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 4,003,492 25,854 PRN   DFND 1 25,854 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 185,201 1,196 PRN   DFND 3 1,196 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 14,687,058 94,847 PRN   DFND 4 94,847 0 0
MANITOWOC CO INC COM NEW 563571405 BBG001S7C7S2 191,425 11,201 PRN   DFND 4 11,201 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 769,097 9,319 PRN   DFND 4 9,319 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 61,320 743 PRN   DFND 3 743 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 102,172 1,238 PRN   DFND 1 1,238 0 0
MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 21,093,166 1,151,066 PRN   DFND 4 1,151,066 0 0
MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 199,279 10,854 PRN   DFND 1 10,854 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 3,738,383 156,026 PRN   DFND 1 156,026 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 82,374 3,438 PRN   DFND 3 3,438 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 5,392,941 225,081 PRN   DFND 4 225,081 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 57,303 425 PRN   DFND 3 425 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 6,347,392 47,077 PRN   DFND 1 47,077 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 24,578,970 182,296 PRN   DFND 4 182,296 0 0
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 BBG00Y1DFW44 270,393 19,300 PRN   DFND 4 19,300 0 0
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 BBG00Y1DFW44 36,188 2,583 PRN   DFND 3 2,583 0 0
MARCUS CORP DEL COM 566330106 BBG001S7JNZ2 843,200 52,700 PRN   DFND 4 52,700 0 0
MARKEL CORP COM 570535104 BBG001S9ZK95 49,819 39 PRN   DFND 4 39 0 0
MARKEL CORP COM 570535104 BBG001S9ZK95 652,757 511 PRN   DFND 1 511 0 0
MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 3,741,906 9,563 PRN   DFND 4 9,563 0 0
MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 268,034 685 PRN   DFND 1 685 0 0
MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 1,746,846 382,242 PRN   DFND 4 382,242 0 0
MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 1,871,442 409,506 PRN   DFND 1 409,506 0 0
MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 74,564 16,316 PRN   DFND 3 16,316 0 0
MARRIOTT INTL INC NEW CL A 571903202 BBG001S78K44 51,667,663 311,176 PRN   DFND 1 311,176 0 0
MARRIOTT INTL INC NEW CL A 571903202 BBG001S78K44 5,147 31 PRN   DFND 4 31 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   4,599,842 4,745,000 PRN   DFND 3 4,745,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 59,319,114 356,164 PRN   DFND 4 356,164 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 2,389,326 14,346 PRN   DFND 2 14,346 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 5,335,929 32,038 PRN   DFND 1 32,038 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 248,493 1,492 PRN   DFND 3 1,492 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 8,313,375 23,414 PRN   DFND 1 23,414 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 98,707 278 PRN   DFND 3 278 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 787,523 2,218 PRN   DFND 4 2,218 0 0
MASCO CORP COM 574599106 BBG001S5SZ70 613,893 12,347 PRN   DFND 3 12,347 0 0
MASCO CORP COM 574599106 BBG001S5SZ70 29,832 600 PRN   DFND 4 600 0 0
MASCO CORP COM 574599106 BBG001S5SZ70 2,536,963 51,025 PRN   DFND 1 51,025 0 0
MASIMO CORP COM 574795100 BBG001S71GQ6 238,057 1,290 PRN   DFND 1 1,290 0 0
MASIMO CORP COM 574795100 BBG001S71GQ6 147,632 800 PRN   DFND 4 800 0 0
MASONITE INTL CORP COM 575385109 BBG001T51RT2 785,524 8,654 PRN   DFND 1 8,654 0 0
MASONITE INTL CORP COM 575385109 BBG001T51RT2 90,770 1,000 PRN   DFND 4 1,000 0 0
MASTEC INC COM 576323109 BBG001S95HF8 5,727,314 60,645 PRN   DFND 1 60,645 0 0
MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 203,227 25,277 PRN   DFND 1 25,277 0 0
MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 48,079 5,980 PRN   DFND 3 5,980 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 7,197,698 19,806 PRN   DFND 2 19,806 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 212,958 586 PRN   DFND 3 586 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 18,753,046 51,603 PRN   DFND 1 51,603 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 92,057,204 253,315 PRN   DFND 4 253,315 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 BBG002ZYLPP6 1,258,676 41,363 PRN   DFND 4 41,363 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 2,418,571 50,757 PRN   DFND 3 50,757 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 5,735,535 120,368 PRN   DFND 1 120,368 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 641,798 13,469 PRN   DFND 4 13,469 0 0
MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 11,974,225 311,910 PRN   DFND 4 311,910 0 0
MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 107,684 2,805 PRN   DFND 1 2,805 0 0
MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 23,571 614 PRN   DFND 3 614 0 0
MATERIALISE NV SPONSORED ADS 57667T100 BBG0068T25B8 387,120 46,641 PRN   DFND 4 46,641 0 0
MATSON INC COM 57686G105 BBG001S5NL21 9,607 161 PRN   DFND 4 161 0 0
MATSON INC COM 57686G105 BBG001S5NL21 1,187,433 19,900 PRN   DFND 1 19,900 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 66,976 3,638 PRN   DFND 3 3,638 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 5,708,591 310,081 PRN   DFND 1 310,081 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 51,548 2,800 PRN   DFND 4 2,800 0 0
MATTERPORT INC COM CL A 577096100 BBG00XS0FV65 1,142,505 418,500 PRN   DFND 4 418,500 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 BBG00MT6CG16 53,764,801 1,052,973 PRN   DFND 3 1,052,973 0 0
MAXIMUS INC COM 577933104 BBG001S6G4K5 273,640 3,477 PRN   DFND 1 3,477 0 0
MAXIMUS INC COM 577933104 BBG001S6G4K5 11,962 152 PRN   DFND 4 152 0 0
MAXLINEAR INC COM 57776J100 BBG001S6MZV7 4,979,891 141,434 PRN   DFND 1 141,434 0 0
MAXLINEAR INC COM 57776J100 BBG001S6MZV7 8,454,801 240,125 PRN   DFND 4 240,125 0 0
MAYVILLE ENGR CO INC COM 578605107 BBG001TFSDY6 155,347 10,412 PRN   DFND 1 10,412 0 0
MAYVILLE ENGR CO INC COM 578605107 BBG001TFSDY6 260,518 17,461 PRN   DFND 4 17,461 0 0
MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 502,422 6,038 PRN   DFND 3 6,038 0 0
MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 667,261 8,019 PRN   DFND 1 8,019 0 0
MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 109,920 1,321 PRN   DFND 4 1,321 0 0
MCDONALDS CORP COM 580135101 BBG001S5T110 1,169,888 4,184 PRN   DFND 2 4,184 0 0
MCDONALDS CORP COM 580135101 BBG001S5T110 44,139,235 157,860 PRN   DFND 4 157,860 0 0
MCDONALDS CORP COM 580135101 BBG001S5T110 28,827,511 103,099 PRN   DFND 1 103,099 0 0
MCGRATH RENTCORP COM 580589109 BBG001S5T593 113,652 1,218 PRN   DFND 1 1,218 0 0
MCGRATH RENTCORP COM 580589109 BBG001S5T593 6,804,259 72,921 PRN   DFND 4 72,921 0 0
MCKESSON CORP COM 58155Q103 BBG001S8F8P8 10,563,291 29,668 PRN   DFND 1 29,668 0 0
MCKESSON CORP COM 58155Q103 BBG001S8F8P8 187,638 527 PRN   DFND 3 527 0 0
MCKESSON CORP COM 58155Q103 BBG001S8F8P8 52,530,549 147,537 PRN   DFND 4 147,537 0 0
MDU RES GROUP INC COM 552690109 BBG001S5T2W4 329,550 10,812 PRN   DFND 3 10,812 0 0
MDU RES GROUP INC COM 552690109 BBG001S5T2W4 24,750 812 PRN   DFND 4 812 0 0
MDU RES GROUP INC COM 552690109 BBG001S5T2W4 312,572 10,255 PRN   DFND 1 10,255 0 0
MEDALLION FINL CORP COM 583928106 BBG001S8ZQZ5 100,768 13,138 PRN   DFND 1 13,138 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 BBG001S7WM61 19,079,089 2,321,057 PRN   DFND 4 2,321,057 0 0
MEDIFAST INC COM 58470H101 BBG001SD45H4 6,164,115 59,459 PRN   DFND 4 59,459 0 0
MEDIFAST INC COM 58470H101 BBG001SD45H4 102,841 992 PRN   DFND 1 992 0 0
MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 88,948 473 PRN   DFND 3 473 0 0
MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 14,869,678 79,073 PRN   DFND 4 79,073 0 0
MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 2,762,266 14,689 PRN   DFND 1 14,689 0 0
MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 13,972,333 173,311 PRN   DFND 4 173,311 0 0
MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 1,263,477 15,672 PRN   DFND 2 15,672 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 BBG001SBX933 86,500 6,795 PRN   DFND 3 6,795 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 BBG001SBX933 240,215 18,870 PRN   DFND 4 18,870 0 0
MERCADOLIBRE INC COM 58733R102 BBG001SM32G3 12,480,710 9,469 PRN   DFND 1 9,469 0 0
MERCHANTS BANCORP IND COM 58844R108 BBG001STXPM7 271,571 10,429 PRN   DFND 4 10,429 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 7,808,175 73,392 PRN   DFND 1 73,392 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 20,231,974 190,168 PRN   DFND 4 190,168 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 142,669 1,341 PRN   DFND 3 1,341 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 10,639 100 PRN Call DFND 1 100 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 10,639 100 PRN Put DFND 1 100 0 0
MERCURY GENL CORP NEW COM 589400100 BBG001S98VJ0 4,137,499 130,356 PRN   DFND 1 130,356 0 0
MERCURY GENL CORP NEW COM 589400100 BBG001S98VJ0 57,989 1,827 PRN   DFND 3 1,827 0 0
MERCURY SYS INC COM 589378108 BBG001SBFLT8 3,596,905 70,362 PRN   DFND 1 70,362 0 0
MERIT MED SYS INC COM 589889104 BBG001S6KLT3 386,685 5,229 PRN   DFND 4 5,229 0 0
MERIT MED SYS INC COM 589889104 BBG001S6KLT3 170,455 2,305 PRN   DFND 3 2,305 0 0
MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 382,506 3,276 PRN   DFND 4 3,276 0 0
MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 99,713 854 PRN   DFND 3 854 0 0
MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 3,048,020 26,105 PRN   DFND 1 26,105 0 0
MERSANA THERAPEUTICS INC COM 59045L106 BBG001TZ57P0 102,775 25,006 PRN   DFND 4 25,006 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 3,625,022 17,104 PRN   DFND 1 17,104 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 166,954,675 787,745 PRN   DFND 4 787,745 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 21,194 100 PRN Call DFND 1 100 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 21,194 100 PRN Put DFND 1 100 0 0
METHANEX CORP COM 59151K108 BBG001S66Y93 1,559,779 33,522 PRN   DFND 1 33,522 0 0
METLIFE INC COM 59156R108 BBG001S5T3R8 41,468,817 715,720 PRN   DFND 4 715,720 0 0
METLIFE INC COM 59156R108 BBG001S5T3R8 5,076,587 87,618 PRN   DFND 1 87,618 0 0
METROPOLITAN BK HLDG CORP COM 591774104 BBG001V0P380 368,350 10,869 PRN   DFND 4 10,869 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 2,680,928 1,752 PRN   DFND 1 1,752 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 10,711 7 PRN   DFND 3 7 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 37,468,722 24,486 PRN   DFND 4 24,486 0 0
MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 1,215,570 90,579 PRN   DFND 4 90,579 0 0
MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 1,056,369 78,716 PRN   DFND 1 78,716 0 0
MGM RESORTS INTERNATIONAL COM 552953101 BBG001S6BYT5 9,767,736 219,895 PRN   DFND 4 219,895 0 0
MGP INGREDIENTS INC NEW COM 55303J106 BBG001S5XTL2 992,444 10,261 PRN   DFND 1 10,261 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 88,754,605 1,059,377 PRN   DFND 4 1,059,377 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 3,366,029 40,177 PRN   DFND 3 40,177 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 960,873 11,469 PRN   DFND 2 11,469 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 8,399,531 100,257 PRN   DFND 1 100,257 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 1,097,518 13,100 PRN Call DFND 2 13,100 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 3,585,784 42,800 PRN Call DFND 3 42,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 1,583,442 18,900 PRN Put DFND 3 18,900 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 469,168 5,600 PRN Put DFND 2 5,600 0 0
MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 5,465,658 90,581 PRN   DFND 4 90,581 0 0
MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 904,255 14,986 PRN   DFND 2 14,986 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 4,624,620 16,041 PRN   DFND 3 16,041 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 16,799,529 58,271 PRN   DFND 1 58,271 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 547,580,010 1,899,341 PRN   DFND 4 1,899,341 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 24,744,212 85,828 PRN   DFND 2 85,828 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 230,640 800 PRN Call DFND 1 800 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 230,640 800 PRN Put DFND 1 800 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   2,904,736 3,300,000 PRN   DFND 3 3,300,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 BBG001S7HZ69 33,204,332 219,838 PRN   DFND 4 219,838 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 3,079,103 21,002 PRN   DFND 3 21,002 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 14,661 100 PRN   DFND 4 100 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 1,968,532 13,427 PRN   DFND 1 13,427 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 438,657 2,992 PRN   DFND 2 2,992 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   16,462,635 13,223,000 PRN   DFND 2 13,223,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   52,322,058 42,046,000 PRN   DFND 3 42,046,000 0 0
MIDDLESEX WTR CO COM 596680108 BBG001S5TCZ9 298,653 3,823 PRN   DFND 4 3,823 0 0
MIMEDX GROUP INC COM 602496101 BBG001STPW96 332,134 97,400 PRN   DFND 4 97,400 0 0
MIND MEDICINE MINDMED INC COM NEW 60255C885 BBG001TCSL84 58,962 18,600 PRN   DFND 4 18,600 0 0
MINISO GROUP HLDG LTD SPONSORED ADS 66981J102 BBG00XKM5867 3,970,673 223,826 PRN   DFND 4 223,826 0 0
MIRATI THERAPEUTICS INC COM 60468T105 BBG001SF6HK7 736,536 19,810 PRN   DFND 4 19,810 0 0
MIRION TECHNOLOGIES INC COM CL A 60471A101 BBG00VHJ1KB3 158,844 18,600 PRN   DFND 4 18,600 0 0
MISTER CAR WASH INC COM 60646V105 BBG011FS2K56 526,501 61,079 PRN   DFND 1 61,079 0 0
MISTRAS GROUP INC COM 60649T107 BBG001T1V7Z5 185,386 27,343 PRN   DFND 1 27,343 0 0
MKS INSTRS INC COM 55306N104 BBG001SBB6Q8 1,467,193 16,556 PRN   DFND 1 16,556 0 0
MODERNA INC COM 60770K107 BBG003PHHZV8 13,931,549 90,712 PRN   DFND 4 90,712 0 0
MODERNA INC COM 60770K107 BBG003PHHZV8 843,461 5,492 PRN   DFND 1 5,492 0 0
MOELIS & CO CL A 60786M105 BBG001STYX58 1,915,696 49,836 PRN   DFND 1 49,836 0 0
MOELIS & CO CL A 60786M105 BBG001STYX58 86,106 2,240 PRN   DFND 3 2,240 0 0
MOHAWK INDS INC COM 608190104 BBG001SBGSZ5 64,542 644 PRN   DFND 3 644 0 0
MOHAWK INDS INC COM 608190104 BBG001SBGSZ5 6,523,119 65,088 PRN   DFND 1 65,088 0 0
MOLINA HEALTHCARE INC COM 60855R100 BBG001SKBQ20 10,023,118 37,471 PRN   DFND 1 37,471 0 0
MOLINA HEALTHCARE INC COM 60855R100 BBG001SKBQ20 488,972 1,828 PRN   DFND 3 1,828 0 0
MOLINA HEALTHCARE INC COM 60855R100 BBG001SKBQ20 39,267,799 146,801 PRN   DFND 4 146,801 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 4,242,670 82,095 PRN   DFND 4 82,095 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 7,383,832 142,876 PRN   DFND 1 142,876 0 0
MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 399,843 2,801 PRN   DFND 3 2,801 0 0
MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 5,266,904 36,896 PRN   DFND 1 36,896 0 0
MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 189,036,019 2,711,360 PRN   DFND 4 2,711,360 0 0
MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 1,130,789 16,219 PRN   DFND 3 16,219 0 0
MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 17,480,826 250,729 PRN   DFND 1 250,729 0 0
MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 988,699 14,181 PRN   DFND 2 14,181 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 BBG001SM0819 16,584,524 1,591,605 PRN   DFND 3 1,591,605 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   9,146,358 7,070,000 PRN   DFND 3 7,070,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 BBG001SDRGP6 91,098 182 PRN   DFND 3 182 0 0
MONOLITHIC PWR SYS INC COM 609839105 BBG001SDRGP6 8,611,290 17,204 PRN   DFND 1 17,204 0 0
MONRO INC COM 610236101 BBG001S62LS4 5,972,577 120,829 PRN   DFND 4 120,829 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 537,075 9,944 PRN   DFND 2 9,944 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 1,363,158 25,239 PRN   DFND 3 25,239 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 6,470,506 119,802 PRN   DFND 1 119,802 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 1,089,004 20,163 PRN   DFND 4 20,163 0 0
MOODYS CORP COM 615369105 BBG001S5VP87 3,937,253 12,866 PRN   DFND 1 12,866 0 0
MOODYS CORP COM 615369105 BBG001S5VP87 2,555,573 8,351 PRN   DFND 2 8,351 0 0
MOODYS CORP COM 615369105 BBG001S5VP87 15,252,343 49,841 PRN   DFND 4 49,841 0 0
MOOG INC CL A 615394202 BBG001S5T922 1,030,673 10,230 PRN   DFND 4 10,230 0 0
MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 8,467,959 96,446 PRN   DFND 4 96,446 0 0
MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 379,823 4,326 PRN   DFND 3 4,326 0 0
MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 17,403,628 198,219 PRN   DFND 1 198,219 0 0
MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 2,001,313 22,794 PRN   DFND 2 22,794 0 0
MORNINGSTAR INC COM 617700109 BBG001SC6FV6 4,778,514 23,536 PRN   DFND 1 23,536 0 0
MORNINGSTAR INC COM 617700109 BBG001SC6FV6 1,098,798 5,412 PRN   DFND 4 5,412 0 0
MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 51,890 1,131 PRN   DFND 4 1,131 0 0
MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 8,258 180 PRN   DFND 3 180 0 0
MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 17,480,555 381,006 PRN   DFND 1 381,006 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 369,966 1,293 PRN   DFND 1 1,293 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 27,367,476 95,647 PRN   DFND 4 95,647 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 36,625 128 PRN   DFND 3 128 0 0
MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 1,816,141 64,425 PRN   DFND 1 64,425 0 0
MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 3,289,350 116,685 PRN   DFND 4 116,685 0 0
MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 2,255,200 80,000 PRN   DFND 3 80,000 0 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 9,166,915 223,747 PRN   DFND 1 223,747 0 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 5,334,827 130,213 PRN   DFND 4 130,213 0 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 48,263 1,178 PRN   DFND 3 1,178 0 0
MRC GLOBAL INC COM 55345K103 BBG001SN9P56 145,586 14,978 PRN   DFND 4 14,978 0 0
MRC GLOBAL INC COM 55345K103 BBG001SN9P56 59,895 6,162 PRN   DFND 1 6,162 0 0
MSA SAFETY INC COM 553498106 BBG001S5TCN2 187,434 1,404 PRN   DFND 3 1,404 0 0
MSA SAFETY INC COM 553498106 BBG001S5TCN2 66,750 500 PRN   DFND 4 500 0 0
MSA SAFETY INC COM 553498106 BBG001S5TCN2 1,684,503 12,618 PRN   DFND 1 12,618 0 0
MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 25,956 309 PRN   DFND 3 309 0 0
MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 1,000,776 11,914 PRN   DFND 1 11,914 0 0
MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 184,800 2,200 PRN   DFND 4 2,200 0 0
MSCI INC COM 55354G100 BBG001SV8B05 3,366,535 6,015 PRN   DFND 4 6,015 0 0
MSCI INC COM 55354G100 BBG001SV8B05 75,558 135 PRN   DFND 3 135 0 0
MSCI INC COM 55354G100 BBG001SV8B05 138,803 248 PRN   DFND 1 248 0 0
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NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 BBG009DFFWM1 5,132,094 1,775,811 PRN   DFND 4 1,775,811 0 0
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NATHANS FAMOUS INC NEW COM 632347100 BBG001S5Q337 146,513 1,938 PRN   DFND 1 1,938 0 0
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NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 3,908,998 67,700 PRN   DFND 4 67,700 0 0
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NATIONAL VISION HLDGS INC COM 63845R107 BBG00HVQF9L1 3,776,629 200,458 PRN   DFND 1 200,458 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   3,775,888 3,923,000 PRN   DFND 2 3,923,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   16,519,388 17,163,000 PRN   DFND 3 17,163,000 0 0
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NCL CORP LTD NOTE 1.125% 2/1 62886HBD2   4,285,268 6,000,000 PRN   DFND 3 6,000,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   3,022,219 2,800,000 PRN   DFND 3 2,800,000 0 0
NETEASE INC SPONSORED ADS 64110W102 BBG001SCVWD1 96,945,009 1,096,167 PRN   DFND 4 1,096,167 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 4,837 14 PRN   DFND 1 14 0 0
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NETFLIX INC COM 64110L106 BBG001SF6L46 573,151 1,659 PRN   DFND 3 1,659 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 9,599,162 27,785 PRN   DFND 2 27,785 0 0
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NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 2,432,570 45,725 PRN   DFND 1 45,725 0 0
NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 15,960 300 PRN   DFND 4 300 0 0
NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 169,176 3,180 PRN   DFND 3 3,180 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6   19,912 20,000 PRN   DFND 3 20,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 BBG001SD32Z2 7,902,208 874,138 PRN   DFND 1 874,138 0 0
NEW YORK TIMES CO CL A 650111107 BBG001S90X31 948,011 24,383 PRN   DFND 1 24,383 0 0
NEW YORK TIMES CO CL A 650111107 BBG001S90X31 287,712 7,400 PRN   DFND 4 7,400 0 0
NEWELL BRANDS INC COM 651229106 BBG001S5TSW7 710,983 57,153 PRN   DFND 1 57,153 0 0
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NEWMONT CORP COM 651639106 BBG001S5TKX3 1,677,121 34,213 PRN   DFND 1 34,213 0 0
NEWMONT CORP COM 651639106 BBG001S5TKX3 182,648,226 3,725,994 PRN   DFND 4 3,725,994 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 BBG001S6CQY5 118,522 30,785 PRN   DFND 4 30,785 0 0
NEXSTAR MEDIA GROUP INC COMMON STOCK 65336K103 BBG001SKJJT9 6,364,938 36,864 PRN   DFND 1 36,864 0 0
NEXSTAR MEDIA GROUP INC COMMON STOCK 65336K103 BBG001SKJJT9 1,105,024 6,400 PRN   DFND 4 6,400 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 6,937,200 90,000 PRN   DFND 3 90,000 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 7,877,036 102,193 PRN   DFND 4 102,193 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 1,535,973 19,927 PRN   DFND 2 19,927 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 BBG006JNW312 928,564 15,285 PRN   DFND 3 15,285 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 BBG00FJFZY90 95,519 12,015 PRN   DFND 3 12,015 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 BBG00FJFZY90 49,560 6,234 PRN   DFND 1 6,234 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 BBG001V0FS86 602,975 147,788 PRN   DFND 4 147,788 0 0
NICE LTD NOTE 9/1 653656AB4   4,155,788 4,300,000 PRN   DFND 3 4,300,000 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 1,793,119 14,621 PRN   DFND 3 14,621 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 13,487,579 109,977 PRN   DFND 1 109,977 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 2,312,745 18,858 PRN   DFND 4 18,858 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 1,681,517 13,711 PRN   DFND 2 13,711 0 0
NIKOLA CORP COM 654110105 BBG00L4CWQW4 42,263 34,928 PRN   DFND 3 34,928 0 0
NINE ENERGY SERVICE INC COM 65441V101 BBG004M28MG8 103,177 18,557 PRN   DFND 1 18,557 0 0
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NISOURCE INC COM 65473P105 BBG001S5TMF9 6,939,952 248,210 PRN   DFND 4 248,210 0 0
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NISOURCE INC COM 65473P105 BBG001S5TMF9 1,047,997 37,482 PRN   DFND 1 37,482 0 0
NMI HLDGS INC CL A 629209305 BBG005DLMPF1 687,496 30,788 PRN   DFND 4 30,788 0 0
NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 6,493,762 164,524 PRN   DFND 1 164,524 0 0
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NORDSON CORP COM 655663102 BBG001S5TKK7 955,273 4,298 PRN   DFND 4 4,298 0 0
NORDSON CORP COM 655663102 BBG001S5TKK7 2,004,785 9,020 PRN   DFND 1 9,020 0 0
NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 198,856 938 PRN   DFND 3 938 0 0
NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 7,296,404 34,417 PRN   DFND 4 34,417 0 0
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NORTHEAST CMNTY BANCORP INC COM 664121100 BBG011RJRYB9 138,757 10,576 PRN   DFND 1 10,576 0 0
NORTHERN TR CORP COM 665859104 BBG001S5TRG7 1,825,877 20,718 PRN   DFND 1 20,718 0 0
NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 47,193,325 102,212 PRN   DFND 4 102,212 0 0
NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 87,265 189 PRN   DFND 3 189 0 0
NORTHWESTERN CORP COM NEW 668074305 BBG001SM2G73 793,666 13,717 PRN   DFND 1 13,717 0 0
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NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 36,159,948 2,688,472 PRN   DFND 1 2,688,472 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 1,036,175 77,039 PRN   DFND 4 77,039 0 0
NOV INC COM 62955J103 BBG001S6HFR2 1,900,977 102,700 PRN   DFND 4 102,700 0 0
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NOW INC COM 67011P100 BBG005BLN1Z3 73,233 6,568 PRN   DFND 1 6,568 0 0
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NU SKIN ENTERPRISES INC CL A 67018T105 BBG001S988X5 116,869 2,973 PRN   DFND 1 2,973 0 0
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NUVECTIS PHARMA INC COM 67080T108 BBG012BCR158 168,332 12,840 PRN   DFND 1 12,840 0 0
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NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 18,491,982 66,573 PRN   DFND 1 66,573 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 3,723,785 13,406 PRN   DFND 2 13,406 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 55,554 200 PRN Call DFND 1 200 0 0
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NVR INC COM 62944T105 BBG001S5TSM8 69,485,209 12,470 PRN   DFND 4 12,470 0 0
NVR INC COM 62944T105 BBG001S5TSM8 4,842,233 869 PRN   DFND 3 869 0 0
NVR INC COM 62944T105 BBG001S5TSM8 7,661,761 1,375 PRN   DFND 1 1,375 0 0
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OAK STR HEALTH INC COM 67181A107 BBG00W0L8HN1 41,031,589 1,060,796 PRN   DFND 3 1,060,796 0 0
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O-I GLASS INC COM 67098H104 BBG00R2JZG48 1,982,583 87,300 PRN   DFND 1 87,300 0 0
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OIL DRI CORP AMER COM 677864100 BBG001S7J3C1 217,745 5,233 PRN   DFND 1 5,233 0 0
OKTA INC CL A 679295105 BBG001YV1SN3 96,675 1,121 PRN   DFND 3 1,121 0 0
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OKTA INC CL A 679295105 BBG001YV1SN3 14,574,732 169,002 PRN   DFND 4 169,002 0 0
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OMEGA THERAPEUTICS INC COMMON STOCK 68217N105 BBG00WCNQZQ1 101,117 16,769 PRN   DFND 1 16,769 0 0
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OMNICELL COM COM 68213N109 BBG001SF6Z45 64,537 1,100 PRN   DFND 4 1,100 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   5,424,502 5,853,000 PRN   DFND 2 5,853,000 0 0
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OMNICOM GROUP INC COM 681919106 BBG001S5VR10 2,696,426 28,582 PRN   DFND 4 28,582 0 0
OMNICOM GROUP INC COM 681919106 BBG001S5VR10 102,359 1,085 PRN   DFND 1 1,085 0 0
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ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 1,815,568 22,055 PRN   DFND 4 22,055 0 0
ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 162,744 4,389 PRN   DFND 3 4,389 0 0
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ONEOK INC NEW COM 682680103 BBG001S5TWK1 3,032,447 47,725 PRN   DFND 1 47,725 0 0
ONEOK INC NEW COM 682680103 BBG001S5TWK1 33,359 525 PRN   DFND 3 525 0 0
ONEOK INC NEW COM 682680103 BBG001S5TWK1 57,066,608 898,121 PRN   DFND 4 898,121 0 0
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OOMA INC COM 683416101 BBG001V1FP08 167,859 13,418 PRN   DFND 4 13,418 0 0
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RYDER SYS INC COM 783549108 BBG001S5VK15 107,802 1,208 PRN   DFND 3 1,208 0 0
RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 51,259 1,409 PRN   DFND 1 1,409 0 0
RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 429,575 11,808 PRN   DFND 4 11,808 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 BBG001S6SHG8 2,000,620 22,296 PRN   DFND 4 22,296 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 BBG001S6SHG8 1,060,609 11,820 PRN   DFND 2 11,820 0 0
S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 2,943,646 8,538 PRN   DFND 2 8,538 0 0
S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 8,670,966 25,150 PRN   DFND 1 25,150 0 0
S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 3,695,245 10,718 PRN   DFND 3 10,718 0 0
S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 6,083,811 17,646 PRN   DFND 4 17,646 0 0
SAGE THERAPEUTICS INC COM 78667J108 BBG0025X16Z4 868,572 20,700 PRN   DFND 4 20,700 0 0
SAGE THERAPEUTICS INC COM 78667J108 BBG0025X16Z4 2,856,847 68,085 PRN   DFND 1 68,085 0 0
SAGE THERAPEUTICS INC COM 78667J108 BBG0025X16Z4 110,061 2,623 PRN   DFND 3 2,623 0 0
SAIA INC COM 78709Y105 BBG001SL4QM4 3,345,224 12,295 PRN   DFND 1 12,295 0 0
SAIA INC COM 78709Y105 BBG001SL4QM4 185,286 681 PRN   DFND 2 681 0 0
SAIA INC COM 78709Y105 BBG001SL4QM4 1,292,924 4,752 PRN   DFND 3 4,752 0 0
SALESFORCE INC COM 79466L302 BBG001SDLP09 35,186,852 176,128 PRN   DFND 4 176,128 0 0
SALESFORCE INC COM 79466L302 BBG001SDLP09 5,723,098 28,647 PRN   DFND 1 28,647 0 0
SALESFORCE INC COM 79466L302 BBG001SDLP09 2,045,947 10,241 PRN   DFND 2 10,241 0 0
SALESFORCE INC COM 79466L302 BBG001SDLP09 173,609 869 PRN   DFND 3 869 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 BBG001SDHTQ8 320,153 20,549 PRN   DFND 3 20,549 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 BBG001SL3ZY2 2,033,842 141,141 PRN   DFND 4 141,141 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 BBG001SSPFD0 1,189,307 204,700 PRN   DFND 4 204,700 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 BBG001S6WMC6 26,556 274 PRN   DFND 1 274 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 BBG001S6WMC6 1,064,957 10,988 PRN   DFND 4 10,988 0 0
SANGAMO THERAPEUTICS INC COM 800677106 BBG001S95JZ2 173,927 98,822 PRN   DFND 4 98,822 0 0
SANMINA CORPORATION COM 801056102 BBG001S5SYJ0 48,304 792 PRN   DFND 4 792 0 0
SANMINA CORPORATION COM 801056102 BBG001S5SYJ0 192,240 3,152 PRN   DFND 3 3,152 0 0
SAREPTA THERAPEUTICS INC COM 803607100 BBG001S6KJC6 21,915 159 PRN   DFND 1 159 0 0
SAREPTA THERAPEUTICS INC COM 803607100 BBG001S6KJC6 193,789 1,406 PRN   DFND 4 1,406 0 0
SAVARA INC COM 805111101 BBG001SFTVM9 118,178 60,604 PRN   DFND 1 60,604 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 BBG001SCWNN9 62,897,768 240,923 PRN   DFND 4 240,923 0 0
SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 10,003,830 203,744 PRN   DFND 1 203,744 0 0
SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 827,973 16,863 PRN   DFND 2 16,863 0 0
SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 2,767,031 56,355 PRN   DFND 3 56,355 0 0
SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 33,337,869 678,979 PRN   DFND 4 678,979 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 BBG001SF1R75 3,986 149 PRN   DFND 3 149 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 BBG001SF1R75 439,984 16,448 PRN   DFND 1 16,448 0 0
SCHNITZER STEEL INDS INC CL A 806882106 BBG001S7H0J2 54,892 1,765 PRN   DFND 1 1,765 0 0
SCHNITZER STEEL INDS INC CL A 806882106 BBG001S7H0J2 690,638 22,207 PRN   DFND 4 22,207 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 BBG00KT2RSD4 138,344 17,293 PRN   DFND 1 17,293 0 0
SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 190,297 3,633 PRN   DFND 1 3,633 0 0
SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 770,929 14,718 PRN   DFND 2 14,718 0 0
SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 2,470,031 47,156 PRN   DFND 4 47,156 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 2,224,422 20,700 PRN   DFND 4 20,700 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 33,957 316 PRN   DFND 1 316 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 176,342 1,641 PRN   DFND 3 1,641 0 0
SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 1,996,021 35,447 PRN   DFND 1 35,447 0 0
SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 1,501,225 26,660 PRN   DFND 4 26,660 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 13,135,180 188,345 PRN   DFND 1 188,345 0 0
SCPHARMACEUTICALS INC COM 810648105 BBG00J24RT22 123,434 13,609 PRN   DFND 1 13,609 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   9,217,961 7,560,000 PRN   DFND 3 7,560,000 0 0
SEA LTD SPONSORD ADS 81141R100 BBG00HTBWMH4 45,103,196 521,123 PRN   DFND 4 521,123 0 0
SEACOR MARINE HLDGS INC COM 78413P101 BBG00BKY9L84 94,608 12,432 PRN   DFND 1 12,432 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 BBG0113JGQG9 8,150,083 123,262 PRN   DFND 4 123,262 0 0
SEAGEN INC COM 81181C104 BBG001S9M4Q6 214,416 1,059 PRN   DFND 4 1,059 0 0
SEAGEN INC COM 81181C104 BBG001S9M4Q6 9,433,280 46,591 PRN   DFND 3 46,591 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 907,870 19,775 PRN   DFND 4 19,775 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 1,812,114 39,471 PRN   DFND 1 39,471 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 820,549 17,873 PRN   DFND 2 17,873 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 197,229 4,296 PRN   DFND 3 4,296 0 0
SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 249,961 4,077 PRN   DFND 1 4,077 0 0
SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 7,626,964 124,400 PRN   DFND 4 124,400 0 0
SEER INC COM CL A 81578P106 BBG00HPLTRS7 176,993 45,853 PRN   DFND 4 45,853 0 0
SEI INVTS CO COM 784117103 BBG001S5VZJ3 7,483,457 130,034 PRN   DFND 4 130,034 0 0
SEI INVTS CO COM 784117103 BBG001S5VZJ3 5,726,916 99,512 PRN   DFND 1 99,512 0 0
SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 1,218,595 47,141 PRN   DFND 1 47,141 0 0
SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 378,186 14,630 PRN   DFND 4 14,630 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 6,899,739 83,300 PRN   DFND 4 83,300 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 662,640 8,000 PRN Call DFND 1 8,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 1,267,299 15,300 PRN Put DFND 1 15,300 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 385,800 12,000 PRN   DFND 4 12,000 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 5,825,580 181,200 PRN Call DFND 1 181,200 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 5,825,580 181,200 PRN Put DFND 1 181,200 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 BBG001S7T1Q9 3,253,841 21,759 PRN   DFND 1 21,759 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 BBG001S7T107 4,790,704 64,124 PRN   DFND 1 64,124 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 972,633 7,513 PRN   DFND 1 7,513 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 14,240,600 110,000 PRN   DFND 4 110,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 181,244 1,400 PRN Put DFND 1 1,400 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 BBG001S7T232 9,338,914 92,300 PRN   DFND 4 92,300 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 BBG001S7TD56 4,000,344 59,098 PRN   DFND 1 59,098 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 387,168 4,800 PRN   DFND 4 4,800 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 129,056 1,600 PRN Call DFND 1 1,600 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 40,330 500 PRN Put DFND 1 500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 1,630,908 10,800 PRN   DFND 4 10,800 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 14,961,769 99,078 PRN   DFND 1 99,078 0 0
SELECTA BIOSCIENCES INC COM 816212104 BBG001V0FQQ0 269,914 194,183 PRN   DFND 4 194,183 0 0
SELECTIVE INS GROUP INC COM 816300107 BBG001S5W2R6 228,792 2,400 PRN   DFND 4 2,400 0 0
SELECTIVE INS GROUP INC COM 816300107 BBG001S5W2R6 2,702,224 28,346 PRN   DFND 1 28,346 0 0
SEMLER SCIENTIFIC INC COM 81684M104 BBG005LBVC90 866,739 32,341 PRN   DFND 4 32,341 0 0
SEMLER SCIENTIFIC INC COM 81684M104 BBG005LBVC90 117,277 4,376 PRN   DFND 1 4,376 0 0
SEMPRA COM 816851109 BBG001SBVZ73 203,159 1,344 PRN   DFND 4 1,344 0 0
SEMPRA COM 816851109 BBG001SBVZ73 1,746,200 11,552 PRN   DFND 1 11,552 0 0
SEMPRA COM 816851109 BBG001SBVZ73 33,104 219 PRN   DFND 3 219 0 0
SEMRUSH HLDGS INC CL A COM 81686C104 BBG00Z6S6285 172,569 17,171 PRN   DFND 4 17,171 0 0
SEMTECH CORP COM 816850101 BBG001S7TWW4 192,492 7,974 PRN   DFND 1 7,974 0 0
SEMTECH CORP COM 816850101 BBG001S7TWW4 2,753,312 114,056 PRN   DFND 4 114,056 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116   21,727 85,550 PRN   DFND 3 85,550 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116   6,413 25,250 PRN   DFND 2 25,250 0 0
SERVICE CORP INTL COM 817565104 BBG001S5WBJ5 82,536 1,200 PRN   DFND 4 1,200 0 0
SERVICE CORP INTL COM 817565104 BBG001S5WBJ5 132,814 1,931 PRN   DFND 1 1,931 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 115,738,981 249,051 PRN   DFND 4 249,051 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 22,307 48 PRN   DFND 3 48 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 7,791,031 16,765 PRN   DFND 1 16,765 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 1,034,002 2,225 PRN   DFND 2 2,225 0 0
SFL CORPORATION LTD SHS G7738W106 BBG001SCK846 14,877 1,566 PRN   DFND 1 1,566 0 0
SFL CORPORATION LTD SHS G7738W106 BBG001SCK846 1,765,100 185,800 PRN   DFND 4 185,800 0 0
SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 678,532 12,228 PRN   DFND 3 12,228 0 0
SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 22,882,023 412,363 PRN   DFND 1 412,363 0 0
SHATTUCK LABS INC COM 82024L103 BBG00V776CR6 41,986 14,281 PRN   DFND 1 14,281 0 0
SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 1,888,293 8,401 PRN   DFND 4 8,401 0 0
SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 2,186,338 9,727 PRN   DFND 1 9,727 0 0
SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1   428,243 450,000 PRN   DFND 3 450,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   4,274,745 3,680,000 PRN   DFND 3 3,680,000 0 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 BBG00YQ82328 5,173 227 PRN   DFND 4 227 0 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 BBG00YQ82328 4,980,253 218,528 PRN   DFND 1 218,528 0 0
SHOCKWAVE MED INC COM 82489T104 BBG005XVXMM4 118,172 545 PRN   DFND 3 545 0 0
SHOCKWAVE MED INC COM 82489T104 BBG005XVXMM4 175,632 810 PRN   DFND 4 810 0 0
SHOPIFY INC CL A 82509L107 BBG004DW5NC7 4,500,847 93,885 PRN   DFND 4 93,885 0 0
SHOPIFY INC CL A 82509L107 BBG004DW5NC7 13,817,602 288,227 PRN   DFND 1 288,227 0 0
SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 48,279 665 PRN   DFND 1 665 0 0
SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 324,885 4,475 PRN   DFND 3 4,475 0 0
SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 10,441,695 143,825 PRN   DFND 4 143,825 0 0
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 BBG00RRGP4W4 297,332 35,737 PRN   DFND 4 35,737 0 0
SIGHT SCIENCES INC COM 82657M105 BBG006BZHZD6 127,823 14,625 PRN   DFND 4 14,625 0 0
SILGAN HLDGS INC COM 827048109 BBG001S6VPD9 69,771 1,300 PRN   DFND 4 1,300 0 0
SILGAN HLDGS INC COM 827048109 BBG001S6VPD9 471,706 8,789 PRN   DFND 1 8,789 0 0
SILICON LABORATORIES INC COM 826919102 BBG001S5W492 894,885 5,111 PRN   DFND 4 5,111 0 0
SILICON LABORATORIES INC COM 826919102 BBG001S5W492 7,023,210 40,112 PRN   DFND 1 40,112 0 0
SILICON LABORATORIES INC COM 826919102 BBG001S5W492 82,642 472 PRN   DFND 3 472 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 3,872,756 59,108 PRN   DFND 3 59,108 0 0
SILK RD MED INC COM 82710M100 BBG0026ZJRZ3 59,791 1,528 PRN   DFND 3 1,528 0 0
SILK RD MED INC COM 82710M100 BBG0026ZJRZ3 457,821 11,700 PRN   DFND 4 11,700 0 0
SILVERBOW RES INC COM 82836G102 BBG00CTNNZ35 503,431 22,032 PRN   DFND 3 22,032 0 0
SILVERCORP METALS INC COM 82835P103 BBG001S6YR97 154,443 40,430 PRN   DFND 4 40,430 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 BBG001S5W0T8 375,948 21,495 PRN   DFND 1 21,495 0 0
SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 71,586 1,800 PRN   DFND 4 1,800 0 0
SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 5,078,987 127,709 PRN   DFND 1 127,709 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 2,481,372 22,632 PRN   DFND 1 22,632 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 69,402 633 PRN   DFND 4 633 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 70,170 640 PRN   DFND 3 640 0 0
SIMULATIONS PLUS INC COM 829214105 BBG001S9TQV4 17,093 389 PRN   DFND 1 389 0 0
SIMULATIONS PLUS INC COM 829214105 BBG001S9TQV4 483,340 11,000 PRN   DFND 4 11,000 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 BBG001S70ZY6 161,210 40,607 PRN   DFND 3 40,607 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 BBG001S70ZY6 230,792 58,134 PRN   DFND 4 58,134 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 BBG009T22D67 2,217,841 16,204 PRN   DFND 1 16,204 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 BBG009T22D67 43,662 319 PRN   DFND 3 319 0 0
SITIME CORP COM 82982T106 BBG00QNSY276 68,697 483 PRN   DFND 3 483 0 0
SITIME CORP COM 82982T106 BBG00QNSY276 18,490 130 PRN   DFND 4 130 0 0
SITIME CORP COM 82982T106 BBG00QNSY276 2,704,503 19,015 PRN   DFND 1 19,015 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 525,706 19,682 PRN   DFND 3 19,682 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 348,806 13,059 PRN   DFND 1 13,059 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 16,133 604 PRN   DFND 4 604 0 0
SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 243,730 5,129 PRN   DFND 4 5,129 0 0
SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 30,324,555 638,143 PRN   DFND 1 638,143 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119   24,987 99,946 PRN   DFND 3 99,946 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 982,353 13,058 PRN   DFND 4 13,058 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 3,145,818 41,816 PRN   DFND 1 41,816 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 78,766 1,047 PRN   DFND 3 1,047 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 265,101 2,247 PRN   DFND 3 2,247 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 5,015,802 42,514 PRN   DFND 1 42,514 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 39,815,301 337,475 PRN   DFND 4 337,475 0 0
SLM CORP COM 78442P106 BBG001S5W4T0 9,604,158 775,154 PRN   DFND 4 775,154 0 0
SLM CORP COM 78442P106 BBG001S5W4T0 322 26 PRN   DFND 1 26 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 5,038,049 178,908 PRN   DFND 1 178,908 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 55,137 1,958 PRN   DFND 4 1,958 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 2,060,214 73,161 PRN   DFND 3 73,161 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 3,001,649 62,796 PRN   DFND 1 62,796 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 3,633 76 PRN   DFND 4 76 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 128,534 2,689 PRN   DFND 3 2,689 0 0
SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 12,765,854 81,120 PRN   DFND 4 81,120 0 0
SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 10,584,549 67,259 PRN   DFND 1 67,259 0 0
SNAP INC CL A 83304A106 BBG00441QMK5 98,659 8,801 PRN   DFND 3 8,801 0 0
SNAP INC CL A 83304A106 BBG00441QMK5 9,831 877 PRN   DFND 4 877 0 0
SNAP INC CL A 83304A106 BBG00441QMK5 14,863,821 1,325,943 PRN   DFND 1 1,325,943 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   7,742,173 10,943,000 PRN   DFND 2 10,943,000 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   22,294,033 31,511,000 PRN   DFND 3 31,511,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   1,281,413 1,390,000 PRN   DFND 3 1,390,000 0 0
SNAP INC NOTE 5/0 83304AAF3   2,101,994 2,855,000 PRN   DFND 3 2,855,000 0 0
SNAP INC NOTE 5/0 83304AAF3   573,539 779,000 PRN   DFND 2 779,000 0 0
SNAP ON INC COM 833034101 BBG001S5W688 132,580 537 PRN   DFND 3 537 0 0
SNAP ON INC COM 833034101 BBG001S5W688 246,890 1,000 PRN   DFND 4 1,000 0 0
SNAP ON INC COM 833034101 BBG001S5W688 4,094,424 16,584 PRN   DFND 1 16,584 0 0
SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 2,611,821 16,928 PRN   DFND 1 16,928 0 0
SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 7,194,851 46,632 PRN   DFND 4 46,632 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 BBG001S7G2C6 810,600 10,000 PRN   DFND 3 10,000 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 BBG001S7G2C6 25,051,836 309,053 PRN   DFND 4 309,053 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 1,499,689 4,934 PRN   DFND 3 4,934 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 13,123,345 43,176 PRN   DFND 1 43,176 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 2,058,957 6,774 PRN   DFND 4 6,774 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   5,590,510 4,300,000 PRN   DFND 3 4,300,000 0 0
SOMALOGIC INC CLASS A COM 83444K105 BBG00Z4HKXY8 165,184 64,778 PRN   DFND 4 64,778 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 BBG001S5VVK0 31,409 578 PRN   DFND 1 578 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 BBG001S5VVK0 205,079 3,774 PRN   DFND 3 3,774 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 BBG001S5VVK0 298,870 5,500 PRN   DFND 4 5,500 0 0
SONOCO PRODS CO COM 835495102 BBG001S7M9F1 4,340,821 71,161 PRN   DFND 1 71,161 0 0
SONOCO PRODS CO COM 835495102 BBG001S7M9F1 114,741 1,881 PRN   DFND 3 1,881 0 0
SONOS INC COM 83570H108 BBG001SRR9R9 116,680 5,947 PRN   DFND 1 5,947 0 0
SONOS INC COM 83570H108 BBG001SRR9R9 394,597 20,112 PRN   DFND 3 20,112 0 0
SOTERA HEALTH CO COM 83601L102 BBG008LZG101 29,981 1,674 PRN   DFND 1 1,674 0 0
SOTERA HEALTH CO COM 83601L102 BBG008LZG101 397,333 22,185 PRN   DFND 4 22,185 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 852,981 12,259 PRN   DFND 2 12,259 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 179,099 2,574 PRN   DFND 3 2,574 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 1,670 24 PRN   DFND 4 24 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 6,107,315 87,774 PRN   DFND 1 87,774 0 0
SOUTHERN COPPER CORP COM 84265V105 BBG001S6ZM88 1,717,913 22,530 PRN   DFND 1 22,530 0 0
SOUTHSTATE CORPORATION COM 840441109 BBG001S9J7Z3 1,099,186 15,425 PRN   DFND 1 15,425 0 0
SOUTHWEST AIRLS CO COM 844741108 BBG001S5SXC9 207,052 6,363 PRN   DFND 1 6,363 0 0
SOUTHWEST AIRLS CO COM 844741108 BBG001S5SXC9 315,996 9,711 PRN   DFND 2 9,711 0 0
SOUTHWEST AIRLS CO COM 844741108 BBG001S5SXC9 123,652 3,800 PRN   DFND 4 3,800 0 0
SOUTHWEST AIRLS CO COM 844741108 BBG001S5SXC9 1,111,697 34,164 PRN   DFND 3 34,164 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   16,282,183 14,400,000 PRN   DFND 3 14,400,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 7,476,965 1,495,393 PRN   DFND 1 1,495,393 0 0
SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 9,506,690 1,901,338 PRN   DFND 3 1,901,338 0 0
SP PLUS CORP COM 78469C103 BBG001S7TNN4 654,939 19,100 PRN   DFND 4 19,100 0 0
SPARTANNASH CO COM 847215100 BBG001S7LC92 43,871 1,769 PRN   DFND 1 1,769 0 0
SPARTANNASH CO COM 847215100 BBG001S7LC92 297,129 11,981 PRN   DFND 4 11,981 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 BBG001S8LH99 1,049,083 3,154 PRN   DFND 1 3,154 0 0
SPDR GOLD TR GOLD SHS 78463V107 BBG001SCPX28 15,919,436 86,887 PRN   DFND 1 86,887 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 2,646,706 6,465 PRN   DFND 1 6,465 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 327,512 800 PRN Call DFND 1 800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 655,024 1,600 PRN Put DFND 1 1,600 0 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 BBG001SQS7X7 569,729 6,138 PRN   DFND 1 6,138 0 0
SPDR SER TR S&P REGL BKG 78464A698 BBG001SMH2R6 318,774 7,268 PRN   DFND 1 7,268 0 0
SPDR SER TR S&P REGL BKG 78464A698 BBG001SMH2R6 5,083,374 115,900 PRN Call DFND 1 115,900 0 0
SPDR SER TR S&P REGL BKG 78464A698 BBG001SMH2R6 5,083,374 115,900 PRN Put DFND 1 115,900 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 BBG001S63S71 9,954,124 150,319 PRN   DFND 1 150,319 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 BBG001S63S71 159,723 2,412 PRN   DFND 3 2,412 0 0
SPIRE INC COM 84857L101 BBG001S5SSD9 9,890 141 PRN   DFND 4 141 0 0
SPIRE INC COM 84857L101 BBG001S5SSD9 857,181 12,221 PRN   DFND 1 12,221 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 111,796 1,166 PRN   DFND 3 1,166 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 86,004 897 PRN   DFND 1 897 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 18,738,979 195,442 PRN   DFND 4 195,442 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   4,458,483 4,575,000 PRN   DFND 3 4,575,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1   858,510 1,000,000 PRN   DFND 3 1,000,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   10,464,921 10,847,000 PRN   DFND 3 10,847,000 0 0
SPOK HLDGS INC COM 84863T106 BBG001SF3J26 344,856 34,043 PRN   DFND 4 34,043 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 10,480,886 78,438 PRN   DFND 4 78,438 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 73,892 553 PRN   DFND 1 553 0 0
SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 4,915,164 140,313 PRN   DFND 1 140,313 0 0
SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 1,107,438 31,614 PRN   DFND 4 31,614 0 0
SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 517,568 14,775 PRN   DFND 3 14,775 0 0
SPS COMM INC COM 78463M107 BBG001T65R07 4,429,493 29,084 PRN   DFND 4 29,084 0 0
SPS COMM INC COM 78463M107 BBG001T65R07 4,888,069 32,095 PRN   DFND 1 32,095 0 0
SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 37,425 1,178 PRN   DFND 1 1,178 0 0
SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 1,077,003 33,900 PRN   DFND 4 33,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 84,705 1,500 PRN   DFND 4 1,500 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 1,178,585 20,871 PRN   DFND 1 20,871 0 0
SSR MINING IN COM 784730103 BBG001S6JSX5 88,014 5,821 PRN   DFND 4 5,821 0 0
SSR MINING IN COM 784730103 BBG001S6JSX5 3,145,731 208,051 PRN   DFND 1 208,051 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 1,211,021 18,937 PRN   DFND 4 18,937 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 3,792,491 59,304 PRN   DFND 1 59,304 0 0
STANTEC INC COM 85472N109 BBG001S6JJQ3 944,839 16,184 PRN   DFND 3 16,184 0 0
STANTEC INC COM 85472N109 BBG001S6JJQ3 3,882,340 66,500 PRN   DFND 4 66,500 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 46,654 2,209 PRN   DFND 3 2,209 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 3,694,141 174,912 PRN   DFND 1 174,912 0 0
STARBUCKS CORP COM 855244109 BBG001S72KH6 33,370,541 320,470 PRN   DFND 4 320,470 0 0
STARBUCKS CORP COM 855244109 BBG001S72KH6 35,533,217 341,239 PRN   DFND 1 341,239 0 0
STARTEK INC COM 85569C107 BBG001S9JST4 43,807 10,607 PRN   DFND 1 10,607 0 0
STATE STR CORP COM 857477103 BBG001S5RLD5 6,720,742 88,793 PRN   DFND 4 88,793 0 0
STATE STR CORP COM 857477103 BBG001S5RLD5 8,848,842 116,909 PRN   DFND 1 116,909 0 0
STATE STR CORP COM 857477103 BBG001S5RLD5 108,464 1,433 PRN   DFND 3 1,433 0 0
STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 22,092,263 195,403 PRN   DFND 4 195,403 0 0
STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 152,970 1,353 PRN   DFND 3 1,353 0 0
STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 16,464,476 145,626 PRN   DFND 1 145,626 0 0
STEELCASE INC CL A 858155203 BBG001S89FD2 9,725 1,155 PRN   DFND 1 1,155 0 0
STEELCASE INC CL A 858155203 BBG001S89FD2 264,161 31,373 PRN   DFND 4 31,373 0 0
STEM INC COM 85859N102 BBG00XP8NRN2 68,754 12,126 PRN   DFND 3 12,126 0 0
STEREOTAXIS INC COM NEW 85916J409 BBG001SKC124 121,125 59,375 PRN   DFND 1 59,375 0 0
STERICYCLE INC COM 858912108 BBG001S7P0T2 1,623,339 37,224 PRN   DFND 1 37,224 0 0
STERIS PLC SHS USD G8473T100 BBG00MRHG532 263,584 1,378 PRN   DFND 1 1,378 0 0
STERIS PLC SHS USD G8473T100 BBG00MRHG532 49,350 258 PRN   DFND 4 258 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 3,176,797 53,762 PRN   DFND 1 53,762 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 25,172 426 PRN   DFND 3 426 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 3,805,101 64,395 PRN   DFND 4 64,395 0 0
STITCH FIX INC COM CL A 860897107 BBG0046L1KM8 4,776,343 934,705 PRN   DFND 4 934,705 0 0
STOKE THERAPEUTICS INC COM 86150R107 BBG00JPCBPH8 872,892 104,789 PRN   DFND 4 104,789 0 0
STONECO LTD COM CL A G85158106 BBG00M4ZQF98 92,328 9,678 PRN   DFND 4 9,678 0 0
STONECO LTD COM CL A G85158106 BBG00M4ZQF98 3,620,802 379,539 PRN   DFND 1 379,539 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   8,646,550 8,690,000 PRN   DFND 3 8,690,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   2,309,395 2,321,000 PRN   DFND 2 2,321,000 0 0
STRYKER CORPORATION COM 863667101 BBG001S8FR03 1,024,266 3,588 PRN   DFND 2 3,588 0 0
STRYKER CORPORATION COM 863667101 BBG001S8FR03 3,711 13 PRN   DFND 4 13 0 0
STURM RUGER & CO INC COM 864159108 BBG001S6LMJ1 29,582 515 PRN   DFND 1 515 0 0
STURM RUGER & CO INC COM 864159108 BBG001S6LMJ1 342,859 5,969 PRN   DFND 4 5,969 0 0
SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 611,851 21,476 PRN   DFND 1 21,476 0 0
SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 11,396 400 PRN   DFND 4 400 0 0
SUMMIT THERAPEUTICS INC COM 86627T108 BBG00X3GQL94 144,578 82,616 PRN   DFND 1 82,616 0 0
SUMO LOGIC INC COM 86646P103 BBG002GKBNZ2 2,145,295 179,073 PRN   DFND 3 179,073 0 0
SUN CMNTYS INC COM 866674104 BBG001S7HRC0 522,383 3,708 PRN   DFND 4 3,708 0 0
SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 84,107 1,801 PRN   DFND 1 1,801 0 0
SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 109,145,166 2,339,430 PRN   DFND 4 2,339,430 0 0
SUNCOKE ENERGY INC COM 86722A103 BBG001T90D25 291,428 32,453 PRN   DFND 4 32,453 0 0
SUNCOR ENERGY INC NEW COM 867224107 BBG001S5YSF0 93,616 3,015 PRN   DFND 1 3,015 0 0
SUNCOR ENERGY INC NEW COM 867224107 BBG001S5YSF0 6,749,689 217,700 PRN   DFND 4 217,700 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 BBG00PLQ1KH9 2,914,380 186,580 PRN   DFND 1 186,580 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 BBG00PLQ1KH9 3,514,500 225,000 PRN   DFND 3 225,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   3,760,863 5,350,000 PRN   DFND 3 5,350,000 0 0
SUNRUN INC COM 86771W105 BBG0025XVR94 20,463,433 1,015,555 PRN   DFND 1 1,015,555 0 0
SUNRUN INC COM 86771W105 BBG0025XVR94 4,747,642 235,615 PRN   DFND 3 235,615 0 0
SUPER MICRO COMPUTER INC COM 86800U104 BBG001SQGH95 9,040,768 84,850 PRN   DFND 1 84,850 0 0
SUPERIOR INDS INTL INC COM 868168105 BBG001S5WGG7 327,170 66,095 PRN   DFND 4 66,095 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 BBG001SFKFF1 1,433,331 39,562 PRN   DFND 4 39,562 0 0
SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 11,676,264 338,737 PRN   DFND 1 338,737 0 0
SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 34,470 1,000 PRN   DFND 4 1,000 0 0
SUTRO BIOPHARMA INC COM 869367102 BBG001T94MP6 1,041,616 225,458 PRN   DFND 4 225,458 0 0
SYNAPTICS INC COM 87157D109 BBG001SCDXM9 2,611,358 23,494 PRN   DFND 1 23,494 0 0
SYNAPTICS INC COM 87157D109 BBG001SCDXM9 28,788 259 PRN   DFND 3 259 0 0
SYNAPTICS INC COM 87157D109 BBG001SCDXM9 26,898 242 PRN   DFND 4 242 0 0
SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 167,646 5,765 PRN   DFND 3 5,765 0 0
SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 1,739,653 59,823 PRN   DFND 1 59,823 0 0
SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 80,099,464 2,754,452 PRN   DFND 4 2,754,452 0 0
SYNEOS HEALTH INC CL A 87166B102 BBG0078Y1DB9 74,802 2,100 PRN   DFND 4 2,100 0 0
SYNEOS HEALTH INC CL A 87166B102 BBG0078Y1DB9 9,907,097 278,133 PRN   DFND 1 278,133 0 0
SYNOPSYS INC COM 871607107 BBG001S5VTR8 254,051,689 657,739 PRN   DFND 4 657,739 0 0
SYNOPSYS INC COM 871607107 BBG001S5VTR8 116,261 301 PRN   DFND 3 301 0 0
SYNOPSYS INC COM 871607107 BBG001S5VTR8 1,529,936 3,961 PRN   DFND 1 3,961 0 0
SYSCO CORP COM 871829107 BBG001S5WJS8 2,387,411 30,913 PRN   DFND 4 30,913 0 0
SYSCO CORP COM 871829107 BBG001S5WJS8 14,754,019 191,040 PRN   DFND 1 191,040 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 BBG001S5WWW4 478,903,703 5,148,395 PRN   DFND 4 5,148,395 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 BBG001S9TN41 2,350,807 19,705 PRN   DFND 4 19,705 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 BBG001S9TN41 316,861 2,656 PRN   DFND 1 2,656 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 57,193 3,854 PRN   DFND 1 3,854 0 0
TALOS ENERGY INC COM 87484T108 BBG00JPH4JG0 143,948 9,700 PRN   DFND 4 9,700 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 BBG001TG5QC4 205,933 5,071 PRN   DFND 1 5,071 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 BBG001TG5QC4 1,299,236 31,993 PRN   DFND 4 31,993 0 0
TAPESTRY INC COM 876030107 BBG001SFH7D5 1,163,970 27,000 PRN   DFND 4 27,000 0 0
TAPESTRY INC COM 876030107 BBG001SFH7D5 3,075,597 71,343 PRN   DFND 1 71,343 0 0
TARGA RES CORP COM 87612G101 BBG001TC94B9 2,998,829 41,108 PRN   DFND 1 41,108 0 0
TARGA RES CORP COM 87612G101 BBG001TC94B9 124,015 1,700 PRN   DFND 4 1,700 0 0
TARGET CORP COM 87612E106 BBG001SC0K41 84,140 508 PRN   DFND 4 508 0 0
TARGET CORP COM 87612E106 BBG001SC0K41 1,377,545 8,317 PRN   DFND 3 8,317 0 0
TARGET CORP COM 87612E106 BBG001SC0K41 80,331 485 PRN   DFND 1 485 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 1,601,181 41,850 PRN   DFND 1 41,850 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 1,242,685 32,480 PRN   DFND 4 32,480 0 0
TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 7,363,023 56,142 PRN   DFND 4 56,142 0 0
TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 1,518,717 11,580 PRN   DFND 3 11,580 0 0
TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 219,414 1,673 PRN   DFND 2 1,673 0 0
TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 1,592,292 12,141 PRN   DFND 1 12,141 0 0
TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 341,250 25,000 PRN   DFND 3 25,000 0 0
TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 2,662,296 195,040 PRN   DFND 1 195,040 0 0
TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 8,101,384 593,508 PRN   DFND 2 593,508 0 0
TECK RESOURCES LTD CL B 878742204 BBG001S60LH8 3,752,200 102,800 PRN   DFND 4 102,800 0 0
TEEKAY CORPORATION COM Y8564W103 BBG001S8K4Q0 8,302,941 1,343,518 PRN   DFND 4 1,343,518 0 0
TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 9,714,844 226,295 PRN   DFND 4 226,295 0 0
TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 47,867 1,115 PRN   DFND 1 1,115 0 0
TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 17,945 418 PRN   DFND 3 418 0 0
TELA BIO INC COM 872381108 BBG004CH7Z69 132,000 12,406 PRN   DFND 1 12,406 0 0
TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 7,366,245 284,411 PRN   DFND 4 284,411 0 0
TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 23,424,167 904,408 PRN   DFND 1 904,408 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 2,014,015 4,502 PRN   DFND 1 4,502 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 30,420 68 PRN   DFND 3 68 0 0
TELUS CORPORATION COM 87971M103 BBG001S60K53 23,287,240 1,172,570 PRN   DFND 1 1,172,570 0 0
TELUS CORPORATION COM 87971M103 BBG001S60K53 204,196 10,300 PRN   DFND 4 10,300 0 0
TELUS CORPORATION COM 87971M103 BBG001S60K53 20 1 PRN   DFND 3 1 0 0
TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 195,554 4,952 PRN   DFND 3 4,952 0 0
TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 35,541 900 PRN   DFND 4 900 0 0
TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 348,578 8,827 PRN   DFND 1 8,827 0 0
TENABLE HLDGS INC COM 88025T102 BBG00LBLCDR3 49,790 1,048 PRN   DFND 3 1,048 0 0
TENABLE HLDGS INC COM 88025T102 BBG00LBLCDR3 3,257,428 68,563 PRN   DFND 1 68,563 0 0
TENABLE HLDGS INC COM 88025T102 BBG00LBLCDR3 33,257 700 PRN   DFND 4 700 0 0
TENAYA THERAPEUTICS INC COM 87990A106 BBG00FPMK2T2 118,033 41,415 PRN   DFND 4 41,415 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 BBG00M5B6BG3 20,451,153 2,469,946 PRN   DFND 4 2,469,946 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 3,646,308 61,365 PRN   DFND 1 61,365 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 1,420,138 23,900 PRN   DFND 4 23,900 0 0
TERADATA CORP DEL COM 88076W103 BBG001SPRJ28 13,151,783 326,509 PRN   DFND 4 326,509 0 0
TERADATA CORP DEL COM 88076W103 BBG001SPRJ28 1,465,628 36,386 PRN   DFND 1 36,386 0 0
TERADYNE INC COM 880770102 BBG001S5WMZ3 1,029,193 9,573 PRN   DFND 4 9,573 0 0
TERADYNE INC COM 880770102 BBG001S5WMZ3 3,039,738 28,274 PRN   DFND 1 28,274 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 360,286 7,447 PRN   DFND 2 7,447 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 58,056 1,200 PRN   DFND 4 1,200 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 2,684,945 55,497 PRN   DFND 3 55,497 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 3,594,102 74,289 PRN   DFND 1 74,289 0 0
TERNIUM SA SPONSORED ADS 880890108 BBG001SQ4WV0 3,588,877 86,982 PRN   DFND 4 86,982 0 0
TERNS PHARMACEUTICALS INC COM 880881107 BBG00KK1SJ17 164,233 13,871 PRN   DFND 1 13,871 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 77,840,444 375,207 PRN   DFND 4 375,207 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 5,502,669 26,524 PRN   DFND 2 26,524 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 7,984,928 38,489 PRN   DFND 1 38,489 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 9,336 45 PRN   DFND 3 45 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 82,984 400 PRN Call DFND 1 400 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 82,984 400 PRN Put DFND 1 400 0 0
TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 1,285,756 8,752 PRN   DFND 3 8,752 0 0
TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 12,418,302 84,530 PRN   DFND 4 84,530 0 0
TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 2,508,782 17,077 PRN   DFND 1 17,077 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 BBG001SJ1VS5 886,421 18,105 PRN   DFND 1 18,105 0 0
TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 36,572,542 196,616 PRN   DFND 4 196,616 0 0
TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 11,177,527 60,091 PRN   DFND 1 60,091 0 0
TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 1,925,762 10,353 PRN   DFND 2 10,353 0 0
TEXAS PACIFIC LAND CORPORATI COM 88262P102 BBG00YRJXKC0 289,173 170 PRN   DFND 1 170 0 0
TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 625,775 5,791 PRN   DFND 3 5,791 0 0
TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 23,857,919 220,784 PRN   DFND 4 220,784 0 0
TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 7,387,198 68,362 PRN   DFND 1 68,362 0 0
TEXTRON INC COM 883203101 BBG001S5WZ39 63,909,202 904,845 PRN   DFND 4 904,845 0 0
TFI INTL INC COM 87241L109 BBG001SCQG15 2,094,136 17,555 PRN   DFND 1 17,555 0 0
TFI INTL INC COM 87241L109 BBG001SCQG15 23,833 200 PRN   DFND 4 200 0 0
THE AARONS COMPANY INC COM 00258W108 BBG00WCNDDH4 924,829 95,738 PRN   DFND 4 95,738 0 0
THE BEAUTY HEALTH COMPANY COM CL A 88331L108 BBG00XKM1DD2 12,554 994 PRN   DFND 3 994 0 0
THE BEAUTY HEALTH COMPANY COM CL A 88331L108 BBG00XKM1DD2 239,414 18,956 PRN   DFND 4 18,956 0 0
THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 233,810 915 PRN   DFND 3 915 0 0
THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 18,726,261 73,284 PRN   DFND 1 73,284 0 0
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VAIL RESORTS INC NOTE 1/0 91879QAN9   2,239,348 2,500,000 PRN   DFND 3 2,500,000 0 0
VALARIS LIMITED CL A G9460G101 BBG010JW9K58 1,047,011 16,093 PRN   DFND 1 16,093 0 0
VALARIS LIMITED CL A G9460G101 BBG010JW9K58 1,190,598 18,300 PRN   DFND 4 18,300 0 0
VALE S A SPONSORED ADS 91912E105 BBG001SB54S8 105,279,110 6,671,680 PRN   DFND 4 6,671,680 0 0
VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 22,615 162 PRN   DFND 1 162 0 0
VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 1,077,852 7,721 PRN   DFND 2 7,721 0 0
VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 28,612,974 204,964 PRN   DFND 4 204,964 0 0
VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 3,507,869 25,128 PRN   DFND 3 25,128 0 0
VALMONT INDS INC COM 920253101 BBG001S5X650 846,411 2,651 PRN   DFND 3 2,651 0 0
VALMONT INDS INC COM 920253101 BBG001S5X650 296,930 930 PRN   DFND 4 930 0 0
VALMONT INDS INC COM 920253101 BBG001S5X650 1,685,798 5,280 PRN   DFND 1 5,280 0 0
VALVOLINE INC COM 92047W101 BBG003DNHV65 9,727,296 278,400 PRN   DFND 4 278,400 0 0
VANDA PHARMACEUTICALS INC COM 921659108 BBG001SP95N5 484,344 71,332 PRN   DFND 4 71,332 0 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 BBG001SR42Z0 6,965,440 215,315 PRN   DFND 1 215,315 0 0
VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 BBG002D68GN8 4,388,956 16,676 PRN   DFND 1 16,676 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 BBG001ST39Q2 2,095,367 27,394 PRN   DFND 1 27,394 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 BBG001TC6MC1 790,875 2,103 PRN   DFND 1 2,103 0 0
VAREX IMAGING CORP COM 92214X106 BBG00CZNLR38 25,266 1,389 PRN   DFND 1 1,389 0 0
VAREX IMAGING CORP COM 92214X106 BBG00CZNLR38 976,021 53,657 PRN   DFND 4 53,657 0 0
VAXCYTE INC COM 92243G108 BBG009PHHPP4 30,246 807 PRN   DFND 3 807 0 0
VAXCYTE INC COM 92243G108 BBG009PHHPP4 925,194 24,685 PRN   DFND 1 24,685 0 0
VECTOR GROUP LTD COM 92240M108 BBG001S75639 937,909 78,094 PRN   DFND 4 78,094 0 0
VEEVA SYS INC CL A COM 922475108 BBG001TX0CB4 80,684 439 PRN   DFND 3 439 0 0
VEEVA SYS INC CL A COM 922475108 BBG001TX0CB4 21,737,211 118,272 PRN   DFND 4 118,272 0 0
VEEVA SYS INC CL A COM 922475108 BBG001TX0CB4 585,004 3,183 PRN   DFND 1 3,183 0 0
VERA BRADLEY INC COM 92335C106 BBG001T94V30 61,068 10,195 PRN   DFND 4 10,195 0 0
VERA BRADLEY INC COM 92335C106 BBG001T94V30 138,752 23,164 PRN   DFND 1 23,164 0 0
VERADIGM INC COM 01988P108 BBG001S7VDS8 4,749,652 363,958 PRN   DFND 4 363,958 0 0
VERADIGM INC COM 01988P108 BBG001S7VDS8 40,494 3,103 PRN   DFND 1 3,103 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   693,820 614,000 PRN   DFND 2 614,000 0 0
VERADIGM INC NOTE 0.875% 1/0 01988PAF5   2,544,760 2,252,000 PRN   DFND 3 2,252,000 0 0
VERICEL CORP COM 92346J108 BBG001S6X9M3 1,460,136 49,800 PRN   DFND 4 49,800 0 0
VERINT SYS INC COM 92343X100 BBG001S6V8N6 323,280 8,681 PRN   DFND 1 8,681 0 0
VERISIGN INC COM 92343E102 BBG001S7BCF6 27,271,503 129,047 PRN   DFND 4 129,047 0 0
VERISIGN INC COM 92343E102 BBG001S7BCF6 37,617 178 PRN   DFND 3 178 0 0
VERISIGN INC COM 92343E102 BBG001S7BCF6 71,852 340 PRN   DFND 1 340 0 0
VERISK ANALYTICS INC COM 92345Y106 BBG001SBRX64 1,172,265 6,110 PRN   DFND 1 6,110 0 0
VERITIV CORP COM 923454102 BBG005XZHRB4 391,906 2,900 PRN   DFND 4 2,900 0 0
VERITIV CORP COM 923454102 BBG005XZHRB4 12,703 94 PRN   DFND 3 94 0 0
VERITIV CORP COM 923454102 BBG005XZHRB4 118,518 877 PRN   DFND 1 877 0 0
VERITONE INC COM 92347M100 BBG007NJLS48 212,795 36,500 PRN   DFND 4 36,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 703 13 PRN   DFND 3 13 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 10,726,290 275,811 PRN   DFND 4 275,811 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 1,660,603 42,700 PRN   DFND 2 42,700 0 0
VERMILION ENERGY INC COM 923725105 BBG001S7X7L6 1,876,992 144,718 PRN   DFND 1 144,718 0 0
VERRA MOBILITY CORP CL A COM STK 92511U102 BBG00G4XQBP7 2,806,419 165,864 PRN   DFND 4 165,864 0 0
VERRA MOBILITY CORP CL A COM STK 92511U102 BBG00G4XQBP7 2,191,969 129,549 PRN   DFND 1 129,549 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 BBG00L03BZ24 113,763 17,502 PRN   DFND 1 17,502 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 123,192 391 PRN   DFND 3 391 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 788,305 2,502 PRN   DFND 2 2,502 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 4,632,159 14,702 PRN   DFND 1 14,702 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 105,759,547 335,670 PRN   DFND 4 335,670 0 0
VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115   61,388 350,788 PRN   DFND 3 350,788 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 2,604,320 181,993 PRN   DFND 4 181,993 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 240,480 16,805 PRN   DFND 3 16,805 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 3,470,762 242,541 PRN   DFND 1 242,541 0 0
VIA RENEWABLES INC CL A COM NEW 92556D304 BBG006KZRKV8 202,915 11,040 PRN   DFND 4 11,040 0 0
VIATRIS INC COM 92556V106 BBG00Y52JV51 230,447 23,955 PRN   DFND 3 23,955 0 0
VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 24,909 2,300 PRN   DFND 4 2,300 0 0
VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 20,566 1,899 PRN   DFND 1 1,899 0 0
VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 182,301 16,833 PRN   DFND 3 16,833 0 0
VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117   89,597 225,459 PRN   DFND 3 225,459 0 0
VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117   25,831 64,999 PRN   DFND 2 64,999 0 0
VICI PPTYS INC COM 925652109 BBG00HVVB4B6 33,403 1,024 PRN   DFND 4 1,024 0 0
VICI PPTYS INC COM 925652109 BBG00HVVB4B6 1,266,080 38,813 PRN   DFND 2 38,813 0 0
VICTORIAS SECRET AND CO COMMON STOCK 926400102 BBG01103B480 7,046,716 206,346 PRN   DFND 1 206,346 0 0
VICTORIAS SECRET AND CO COMMON STOCK 926400102 BBG01103B480 52,625 1,541 PRN   DFND 3 1,541 0 0
VIEMED HEALTHCARE INC COM 92663R105 BBG00JB5VKK3 157,545 16,309 PRN   DFND 1 16,309 0 0
VIGIL NEUROSCIENCE INC COM 92673K108 BBG00YGBK4R3 114,523 11,698 PRN   DFND 1 11,698 0 0
VIKING THERAPEUTICS INC COM 92686J106 BBG006LGV887 21,279 1,278 PRN   DFND 3 1,278 0 0
VIKING THERAPEUTICS INC COM 92686J106 BBG006LGV887 173,410 10,415 PRN   DFND 1 10,415 0 0
VIMEO INC COMMON STOCK 92719V100 BBG00ZNSSLJ8 966,397 252,323 PRN   DFND 4 252,323 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 BBG002NLDML7 17,325,572 1,141,342 PRN   DFND 4 1,141,342 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 BBG00H2QQ8V2 2,840,871 122,083 PRN   DFND 4 122,083 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 BBG00H2QQ8V2 61,782 2,655 PRN   DFND 3 2,655 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 BBG00H2QQ8V2 4,753,665 204,283 PRN   DFND 1 204,283 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 BBG00HTN2DF3 157,545 38,900 PRN   DFND 4 38,900 0 0
VIRTU FINL INC CL A 928254101 BBG0064N2T87 2,774,237 146,785 PRN   DFND 1 146,785 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 19,420 102 PRN   DFND 1 102 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 9,789,283 51,417 PRN   DFND 4 51,417 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 5,171,601 22,938 PRN   DFND 3 22,938 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 1,111,518 4,930 PRN   DFND 1 4,930 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 35,324,171 156,676 PRN   DFND 4 156,676 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 1,029,901 4,568 PRN   DFND 2 4,568 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 BBG001S5XB04 23,163 1,024 PRN   DFND 3 1,024 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 BBG001S5XB04 395,307 17,476 PRN   DFND 1 17,476 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   4,067,349 4,127,000 PRN   DFND 3 4,127,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 BBG001T5X9F2 538,579 12,897 PRN   DFND 4 12,897 0 0
VISTEON CORP COM NEW 92839U206 BBG001TCM086 1,916,306 12,219 PRN   DFND 1 12,219 0 0
VISTEON CORP COM NEW 92839U206 BBG001TCM086 250,928 1,600 PRN   DFND 4 1,600 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 5,978,736 249,114 PRN   DFND 4 249,114 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 6,773,904 282,246 PRN   DFND 1 282,246 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 151,800 6,325 PRN   DFND 3 6,325 0 0
VITAL ENERGY INC COM 516806205 BBG001T24DQ0 62,390 1,370 PRN   DFND 1 1,370 0 0
VITAL ENERGY INC COM 516806205 BBG001T24DQ0 1,381,547 30,337 PRN   DFND 3 30,337 0 0
VITAL FARMS INC COM 92847W103 BBG006XWWBM5 711,756 46,520 PRN   DFND 4 46,520 0 0
VNET GROUP INC NOTE 2/0 90138VAB3   9,851,500 12,200,000 PRN   DFND 3 12,200,000 0 0
VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 366,465 13,404 PRN   DFND 4 13,404 0 0
VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 80,352 2,939 PRN   DFND 3 2,939 0 0
VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 3,482,077 127,362 PRN   DFND 1 127,362 0 0
VOR BIOPHARMA INC COM 929033108 BBG00NBJRDV3 135,237 25,137 PRN   DFND 1 25,137 0 0
VOXX INTL CORP CL A 91829F104 BBG001SDQ697 157,405 12,766 PRN   DFND 1 12,766 0 0
VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 3,865,986 54,100 PRN   DFND 4 54,100 0 0
VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 20,295 284 PRN   DFND 1 284 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 BBG005ZSY242 153,491 19,908 PRN   DFND 1 19,908 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 BBG005ZSY242 83,237 10,796 PRN   DFND 4 10,796 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 4,025,827 23,466 PRN   DFND 1 23,466 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 256,825 1,497 PRN   DFND 3 1,497 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 1,880,126 10,959 PRN   DFND 4 10,959 0 0
W & T OFFSHORE INC COM 92922P106 BBG001SLLWL3 30,577 6,019 PRN   DFND 3 6,019 0 0
W & T OFFSHORE INC COM 92922P106 BBG001SLLWL3 51,430 10,124 PRN   DFND 1 10,124 0 0
WABASH NATL CORP COM 929566107 BBG001S6W2K1 4,854,189 197,405 PRN   DFND 4 197,405 0 0
WABASH NATL CORP COM 929566107 BBG001S6W2K1 70,942 2,885 PRN   DFND 1 2,885 0 0
WABTEC COM 929740108 BBG001S5XBT3 13,254,827 131,158 PRN   DFND 1 131,158 0 0
WABTEC COM 929740108 BBG001S5XBT3 1,434,547 14,195 PRN   DFND 4 14,195 0 0
WABTEC COM 929740108 BBG001S5XBT3 350,981 3,473 PRN   DFND 3 3,473 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 5,615,688 162,397 PRN   DFND 4 162,397 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 13,625 394 PRN   DFND 1 394 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 1,343,364 38,848 PRN   DFND 3 38,848 0 0
WALKER & DUNLOP INC COM 93148P102 BBG001T0JGM5 624,594 8,200 PRN   DFND 4 8,200 0 0
WALMART INC COM 931142103 BBG001S5XH92 33,000,785 223,810 PRN   DFND 1 223,810 0 0
WALMART INC COM 931142103 BBG001S5XH92 8,861,155 60,096 PRN   DFND 4 60,096 0 0
WALMART INC COM 931142103 BBG001S5XH92 44,235 300 PRN Call DFND 1 300 0 0
WALMART INC COM 931142103 BBG001S5XH92 44,235 300 PRN Put DFND 1 300 0 0
WARNER BROS DISCOVERY INC COM SER A 934423104 BBG011386VG3 1,298,917 86,021 PRN   DFND 1 86,021 0 0
WARNER BROS DISCOVERY INC COM SER A 934423104 BBG011386VG3 3,382 224 PRN   DFND 3 224 0 0
WARNER BROS DISCOVERY INC COM SER A 934423104 BBG011386VG3 24,100 1,596 PRN   DFND 4 1,596 0 0
WARNER MUSIC GROUP CORP COM CL A 934550203 BBG00RP2T9V3 2,263,554 67,832 PRN   DFND 4 67,832 0 0
WASHINGTON FED INC COM 938824109 BBG001S5XF96 1,130,886 37,546 PRN   DFND 1 37,546 0 0
WASTE CONNECTIONS INC COM 94106B101 BBG001SKJ4K1 1,283,002 9,231 PRN   DFND 3 9,231 0 0
WASTE CONNECTIONS INC COM 94106B101 BBG001SKJ4K1 4,690,136 33,725 PRN   DFND 4 33,725 0 0
WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 1,758,809 10,779 PRN   DFND 1 10,779 0 0
WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 113,240 694 PRN   DFND 4 694 0 0
WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 4,767,664 29,219 PRN   DFND 3 29,219 0 0
WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 677,808 4,154 PRN   DFND 2 4,154 0 0
WATERS CORP COM 941848103 BBG001S8MDG9 45,547,192 147,102 PRN   DFND 4 147,102 0 0
WATERS CORP COM 941848103 BBG001S8MDG9 4,282,493 13,831 PRN   DFND 1 13,831 0 0
WATERS CORP COM 941848103 BBG001S8MDG9 104,345 337 PRN   DFND 3 337 0 0
WATSCO INC COM 942622200 BBG001S82CQ2 1,694,520 5,326 PRN   DFND 1 5,326 0 0
WATSCO INC COM 942622200 BBG001S82CQ2 101,811 320 PRN   DFND 4 320 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 2,200,784 13,075 PRN   DFND 1 13,075 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 918,354 5,456 PRN   DFND 3 5,456 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 1,048,465 6,229 PRN   DFND 4 6,229 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 BBG00B642V63 143,275 33,089 PRN   DFND 1 33,089 0 0
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WAYFAIR INC NOTE 1.000% 8/1 94419LAF8   1,657,825 2,500,000 PRN   DFND 3 2,500,000 0 0
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WD 40 CO COM 929236107 BBG001S5XD46 806,923 4,532 PRN   DFND 3 4,532 0 0
WEATHERFORD INTL PLC ORD SHS G48833118 BBG00R4SQJS4 861,643 14,518 PRN   DFND 4 14,518 0 0
WEBSTER FINL CORP COM 947890109 BBG001S5XCP5 74,977 1,902 PRN   DFND 4 1,902 0 0
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WEC ENERGY GROUP INC COM 92939U106 BBG001S5XDC7 919,463 9,700 PRN   DFND 4 9,700 0 0
WEIBO CORP SPONSORED ADR 948596101 BBG0065XPGY8 18,689,661 931,688 PRN   DFND 4 931,688 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 3,005,801 80,412 PRN   DFND 3 80,412 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 22,820,677 610,505 PRN   DFND 1 610,505 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 12,036 322 PRN   DFND 4 322 0 0
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WENDYS CO COM 95058W100 BBG001S7HBX2 1,401,086 64,329 PRN   DFND 1 64,329 0 0
WEREWOLF THERAPEUTICS INC COM 95075A107 BBG00QXQ9XL3 117,343 45,132 PRN   DFND 4 45,132 0 0
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WESCO INTL INC COM 95082P105 BBG001SCRP78 200,902 1,300 PRN   DFND 4 1,300 0 0
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WESCO INTL INC COM 95082P105 BBG001SCRP78 259,009 1,676 PRN   DFND 2 1,676 0 0
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WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 26,640,425 76,891 PRN   DFND 4 76,891 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 2,408,659 6,952 PRN   DFND 1 6,952 0 0
WESTERN ALLIANCE BANCORP COM 957638109 BBG001SLM522 2,124,688 59,783 PRN   DFND 1 59,783 0 0
WESTERN ALLIANCE BANCORP COM 957638109 BBG001SLM522 757,002 21,300 PRN   DFND 4 21,300 0 0
WESTERN DIGITAL CORP. COM 958102105 BBG001S5XD28 6,706,352 178,029 PRN   DFND 1 178,029 0 0
WESTERN DIGITAL CORP. COM 958102105 BBG001S5XD28 30,324 805 PRN   DFND 4 805 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 BBG001SFXCR1 138,207 16,834 PRN   DFND 1 16,834 0 0
WESTERN UN CO COM 959802109 BBG001SR0YK0 9,741,387 873,667 PRN   DFND 4 873,667 0 0
WESTERN UN CO COM 959802109 BBG001SR0YK0 374,250 33,565 PRN   DFND 1 33,565 0 0
WESTERN UN CO COM 959802109 BBG001SR0YK0 122,449 10,982 PRN   DFND 3 10,982 0 0
WESTLAKE CORPORATION COM 960413102 BBG001SHVYF4 162,372 1,400 PRN   DFND 4 1,400 0 0
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WESTROCK CO COM 96145D105 BBG008NXC581 2,163 71 PRN   DFND 4 71 0 0
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WEX INC COM 96208T104 BBG001SCJLG6 2,029,778 11,038 PRN   DFND 4 11,038 0 0
WEX INC COM 96208T104 BBG001SCJLG6 435,635 2,369 PRN   DFND 1 2,369 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 BBG001S5XL11 4,258,996 141,354 PRN   DFND 4 141,354 0 0
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WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 3,524,406 26,696 PRN   DFND 4 26,696 0 0
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WILEY JOHN & SONS INC CL A 968223206 BBG001S8K9L4 508,236 13,109 PRN   DFND 4 13,109 0 0
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WILLIAMS COS INC COM 969457100 BBG001S5XH10 221,740 7,426 PRN   DFND 3 7,426 0 0
WILLIAMS ROWLAND ACQUISITION *W EXP 12/11/202 96951B110   1,913 37,500 PRN   DFND 2 37,500 0 0
WILLIAMS ROWLAND ACQUISITION COM 96951B102 BBG011M220W9 772,500 75,000 PRN   DFND 2 75,000 0 0
WILLIAMS SONOMA INC COM 969904101 BBG001SBW7S1 364,980 3,000 PRN   DFND 3 3,000 0 0
WILLIAMS SONOMA INC COM 969904101 BBG001SBW7S1 909,530 7,476 PRN   DFND 4 7,476 0 0
WILLIAMS SONOMA INC COM 969904101 BBG001SBW7S1 277,020 2,277 PRN   DFND 1 2,277 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 36,089,544 155,304 PRN   DFND 4 155,304 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 4,084,543 17,577 PRN   DFND 1 17,577 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 6,464,096 137,886 PRN   DFND 1 137,886 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 4,652,699 99,247 PRN   DFND 4 99,247 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 5,037,772 107,461 PRN   DFND 3 107,461 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 3,743,087 79,844 PRN   DFND 2 79,844 0 0
WINGSTOP INC COM 974155103 BBG008N298X9 1,301,215 7,088 PRN   DFND 3 7,088 0 0
WINGSTOP INC COM 974155103 BBG008N298X9 16,309,431 88,841 PRN   DFND 1 88,841 0 0
WINMARK CORP COM 974250102 BBG001S8RR00 995,256 3,106 PRN   DFND 4 3,106 0 0
WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 14,367 249 PRN   DFND 3 249 0 0
WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 36,813 638 PRN   DFND 1 638 0 0
WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 317,062 5,495 PRN   DFND 4 5,495 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6   8,687,381 7,853,000 PRN   DFND 3 7,853,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6   2,375,119 2,147,000 PRN   DFND 2 2,147,000 0 0
WINTRUST FINL CORP COM 97650W108 BBG001S945T0 48,293 662 PRN   DFND 1 662 0 0
WINTRUST FINL CORP COM 97650W108 BBG001S945T0 149,912 2,055 PRN   DFND 3 2,055 0 0
WINTRUST FINL CORP COM 97650W108 BBG001S945T0 432,885 5,934 PRN   DFND 4 5,934 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 BBG001S5XGG6 1,864,235 415,197 PRN   DFND 4 415,197 0 0
WIX COM LTD SHS M98068105 BBG004336Q89 1,848,196 18,519 PRN   DFND 1 18,519 0 0
WIX COM LTD SHS M98068105 BBG004336Q89 308,781 3,094 PRN   DFND 3 3,094 0 0
WIX COM LTD SHS M98068105 BBG004336Q89 564,569 5,657 PRN   DFND 4 5,657 0 0
WNS HLDGS LTD SPON ADR 92932M101 BBG001SBK8N7 674,923 7,244 PRN   DFND 4 7,244 0 0
WOLFSPEED INC COM 977852102 BBG001S6YWT4 1,620,957 24,957 PRN   DFND 4 24,957 0 0
WOLFSPEED INC COM 977852102 BBG001S6YWT4 3,572 55 PRN   DFND 3 55 0 0
WOLFSPEED INC COM 977852102 BBG001S6YWT4 1,762,613 27,138 PRN   DFND 1 27,138 0 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   6,003,387 7,160,000 PRN   DFND 3 7,160,000 0 0
WOODWARD INC COM 980745103 BBG001S6YZC5 37,293 383 PRN   DFND 1 383 0 0
WOODWARD INC COM 980745103 BBG001S6YZC5 1,812,640 18,616 PRN   DFND 4 18,616 0 0
WORKDAY INC CL A 98138H101 BBG001T21KQ7 12,156,325 58,857 PRN   DFND 1 58,857 0 0
WORKDAY INC CL A 98138H101 BBG001T21KQ7 7,938,571 38,436 PRN   DFND 4 38,436 0 0
WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 2,989,860 29,195 PRN   DFND 1 29,195 0 0
WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 51,205 500 PRN   DFND 4 500 0 0
WORLD FUEL SVCS CORP COM 981475106 BBG001S5S9J5 1,082,835 42,381 PRN   DFND 4 42,381 0 0
WORLD FUEL SVCS CORP COM 981475106 BBG001S5S9J5 48,877 1,913 PRN   DFND 1 1,913 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 BBG001S7W1P6 6,079,559 66,618 PRN   DFND 3 66,618 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 BBG001S7W1P6 18,252,000 200,000 PRN Call DFND 2 200,000 0 0
WORTHINGTON INDS INC COM 981811102 BBG001S6XN51 1,141,784 17,661 PRN   DFND 1 17,661 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 BBG00HCY3Q76 1,254,818 18,494 PRN   DFND 1 18,494 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 BBG00HCY3Q76 293,655 4,328 PRN   DFND 3 4,328 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 BBG00HCY3Q76 142,485 2,100 PRN   DFND 4 2,100 0 0
WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 7,856,642 70,205 PRN   DFND 2 70,205 0 0
WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 265,339 2,371 PRN   DFND 3 2,371 0 0
WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 8,617 77 PRN   DFND 1 77 0 0
XBIOTECH INC COM 98400H102 BBG0081S8D48 173,197 50,202 PRN   DFND 4 50,202 0 0
XCEL ENERGY INC COM 98389B100 BBG001S7F0X8 4,557,393 67,577 PRN   DFND 4 67,577 0 0
XCEL ENERGY INC COM 98389B100 BBG001S7F0X8 965,066 14,310 PRN   DFND 1 14,310 0 0
XENCOR INC COM 98401F105 BBG0026ZG4X9 348,625 12,500 PRN   DFND 4 12,500 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 3,277,474 212,823 PRN   DFND 1 212,823 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 5,514,340 358,074 PRN   DFND 4 358,074 0 0
XPO INC COM 983793100 BBG001SJW3C0 208,179 6,526 PRN   DFND 3 6,526 0 0
XPO INC COM 983793100 BBG001SJW3C0 146,262 4,585 PRN   DFND 1 4,585 0 0
XPO INC COM 983793100 BBG001SJW3C0 44,660 1,400 PRN   DFND 4 1,400 0 0
XYLEM INC COM 98419M100 BBG001V05C73 788,077 7,527 PRN   DFND 3 7,527 0 0
XYLEM INC COM 98419M100 BBG001V05C73 7,248,172 69,228 PRN   DFND 1 69,228 0 0
XYLEM INC COM 98419M100 BBG001V05C73 106,415,719 1,016,387 PRN   DFND 4 1,016,387 0 0
YANDEX N V SHS CLASS A N97284108 BBG001TBY593 0 80,830 PRN   DFND 1 80,830 0 0
YELP INC CL A 985817105 BBG001T6C2W9 26,017,697 847,482 PRN   DFND 4 847,482 0 0
YELP INC CL A 985817105 BBG001T6C2W9 1,215,996 39,609 PRN   DFND 1 39,609 0 0
YETI HLDGS INC COM 98585X104 BBG00D8JC891 371,680 9,292 PRN   DFND 3 9,292 0 0
YETI HLDGS INC COM 98585X104 BBG00D8JC891 803,880 20,097 PRN   DFND 1 20,097 0 0
YEXT INC COM 98585N106 BBG001V12329 865,861 90,100 PRN   DFND 4 90,100 0 0
Y-MABS THERAPEUTICS INC COM 984241109 BBG00J2DBN04 306,938 61,265 PRN   DFND 4 61,265 0 0
YUM BRANDS INC COM 988498101 BBG001S7JQ30 63,627,691 481,736 PRN   DFND 4 481,736 0 0
YUM BRANDS INC COM 988498101 BBG001S7JQ30 1,349,329 10,216 PRN   DFND 3 10,216 0 0
YUM BRANDS INC COM 988498101 BBG001S7JQ30 36,493,704 276,300 PRN   DFND 1 276,300 0 0
YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 6,854,044 108,125 PRN   DFND 2 108,125 0 0
YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 60,951,387 961,530 PRN   DFND 4 961,530 0 0
YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 62,756 990 PRN   DFND 1 990 0 0
YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 19,021,564 300,072 PRN   DFND 3 300,072 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 3,607,392 11,344 PRN   DFND 1 11,344 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 2,905,248 9,136 PRN   DFND 3 9,136 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 407,676 1,282 PRN   DFND 2 1,282 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 27,526,716 86,562 PRN   DFND 4 86,562 0 0
ZEDGE INC CL B 98923T104 BBG00B9QVTT9 49,078 25,168 PRN   DFND 4 25,168 0 0
ZEVIA PBC CL A 98955K104 BBG011S2NY29 234,053 60,793 PRN   DFND 1 60,793 0 0
ZEVRA THERAPEUTICS INC COM NEW 488445206 BBG0026ZG1G4 123,882 22,524 PRN   DFND 1 22,524 0 0
ZIFF DAVIS INC COM 48123V102 BBG001SD21P6 601,219 7,703 PRN   DFND 1 7,703 0 0
ZILLOW GROUP INC CL A 98954M101 BBG001T0LC50 12,951,369 296,370 PRN   DFND 1 296,370 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1   3,508,652 3,000,000 PRN   DFND 3 3,000,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   3,707,926 3,150,000 PRN   DFND 3 3,150,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   4,809,157 4,700,000 PRN   DFND 3 4,700,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 BBG001S7DQJ9 11,006,548 85,190 PRN   DFND 4 85,190 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 BBG001S7DQJ9 12,920 100 PRN   DFND 3 100 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 BBG001S7DQJ9 64,471 499 PRN   DFND 1 499 0 0
ZIMVIE INC COM 98888T107 BBG014630596 665,442 92,039 PRN   DFND 4 92,039 0 0
ZIONS BANCORPORATION N A COM 989701107 BBG001S5XN80 2,930,386 97,908 PRN   DFND 4 97,908 0 0
ZIONS BANCORPORATION N A COM 989701107 BBG001S5XN80 381,428 12,744 PRN   DFND 1 12,744 0 0
ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 56,842 3,566 PRN   DFND 3 3,566 0 0
ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 3,436,792 215,608 PRN   DFND 4 215,608 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 861,660 5,177 PRN   DFND 2 5,177 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 41,283,611 248,039 PRN   DFND 4 248,039 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 2,388,580 14,351 PRN   DFND 3 14,351 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 4,786,482 28,758 PRN   DFND 1 28,758 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 28,564,118 386,838 PRN   DFND 4 386,838 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 146,646 1,986 PRN   DFND 1 1,986 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 52,796 715 PRN   DFND 3 715 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 4,243,522 171,733 PRN   DFND 4 171,733 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 165,359 6,692 PRN   DFND 3 6,692 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 27,035,359 1,094,106 PRN   DFND 1 1,094,106 0 0
ZSCALER INC COM 98980G102 BBG003338H61 64,496,586 552,055 PRN   DFND 4 552,055 0 0
ZSCALER INC COM 98980G102 BBG003338H61 5,949,334 50,923 PRN   DFND 1 50,923 0 0
ZSCALER INC COM 98980G102 BBG003338H61 83,650 716 PRN   DFND 3 716 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   9,391,954 8,950,000 PRN   DFND 3 8,950,000 0 0
ZUMIEZ INC COM 989817101 BBG001SGPKJ9 337,452 18,300 PRN   DFND 4 18,300 0 0
ZUORA INC COM CL A 98983V106 BBG001SS0FH3 143,803 14,555 PRN   DFND 4 14,555 0 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 498,735 23,349 PRN   DFND 1 23,349 0 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 267,000 12,500 PRN   DFND 4 12,500 0 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 406,780 19,044 PRN   DFND 3 19,044 0 0
ZYMEWORKS INC COM 98985Y108 BBG019XSYC98 112,259 12,418 PRN   DFND 4 12,418 0 0