The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC CL A COM 88025U109 7,505 60,197 SH   SOLE 60,197 0 0
3M CO COM 88579Y101 2,965 18,511 SH   DFND 4 18,511 0 0
3M CO COM 88579Y101 38,323 239,250 SH   SOLE 239,267 0 0
3M CO COM 88579Y101 8,009 50,000 SH Put DFND 50,000 0 0
ABBOTT LABS COM 002824100 5,380 49,438 SH   DFND 4 49,438 0 0
ABBOTT LABS COM 002824100 31,191 286,594 SH   SOLE 286,594 0 0
ABBVIE INC COM 00287Y109 4,994 57,011 SH   DFND 4 57,011 0 0
ABBVIE INC COM 00287Y109 60,733 693,368 SH   SOLE 693,101 0 0
ABIOMED INC COM 003654100 347 1,252 SH   DFND 4 1,252 0 0
ABIOMED INC COM 003654100 1,241 4,478 SH   SOLE 4,478 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,026 17,814 SH   DFND 4 17,814 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,739 21,483 SH   DFND 4 21,483 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,768 83,613 SH   SOLE 83,579 0 0
ACUITY BRANDS INC COM 00508Y102 6,110 59,700 SH   SOLE 59,700 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 6,561 13,378 SH   DFND 4 13,378 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 132,648 270,472 SH   SOLE 270,448 0 0
ADT INC DEL COM 00090Q103 5,542 678,373 SH   SOLE 678,373 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 289 1,880 SH   DFND 4 1,880 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 17,777 115,809 SH   SOLE 115,809 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,673 32,605 SH   DFND 4 32,605 0 0
ADVANCED MICRO DEVICES INC COM 007903107 41,515 506,335 SH   SOLE 505,677 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 30,675 2,996,000 PRN   DFND 0 2,996,000 0
AECOM COM 00766T100 9,665 231,001 SH   SOLE 228,249 0 0
AES CORP COM 00130H105 332 18,318 SH   DFND 4 18,318 0 0
AES CORP COM 00130H105 981 54,172 SH   SOLE 81,091 0 0
AFLAC INC COM 001055102 775 21,314 SH   DFND 4 21,314 0 0
AFLAC INC COM 001055102 2,396 65,903 SH   SOLE 65,903 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 871 8,625 SH   DFND 4 8,625 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,855 117,445 SH   SOLE 61,445 0 0
AGNICO EAGLE MINES LTD COM 008474108 162,041 2,034,020 SH   SOLE 2,032,891 0 0
AIR LEASE CORP CL A 00912X302 3,758 127,737 SH   SOLE 127,895 0 0
AIR PRODS & CHEMS INC COM 009158106 2,119 7,114 SH   DFND 4 7,114 0 0
AIR PRODS & CHEMS INC COM 009158106 44,086 148,009 SH   SOLE 147,999 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 513 4,643 SH   DFND 4 4,643 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,353 21,290 SH   SOLE 21,264 0 0
ALBEMARLE CORP COM 012653101 273 3,054 SH   DFND 4 3,054 0 0
ALBEMARLE CORP COM 012653101 944 10,571 SH   SOLE 10,571 0 0
ALCOA CORP COM 013872106 350 30,116 SH   SOLE 30,116 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 545 3,406 SH   DFND 4 3,406 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,892 11,827 SH   SOLE 11,827 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 703 6,147 SH   DFND 4 6,147 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,099 27,073 SH   SOLE 27,073 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 163,962 11,289,965 SH   SOLE 11,287,211 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,278 7,750 SH   DFND 7,750 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 208 708 SH   DFND 3 708 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 285 967 SH   SOLE 967 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,346 4,110 SH   SOLE 4,126 0 0
ALIGN TECHNOLOGY INC COM 016255101 648 1,978 SH   DFND 4 1,978 0 0
ALLEGION PLC ORD SHS G0176J109 259 2,618 SH   DFND 4 2,618 0 0
ALLIANT ENERGY CORP COM 018802108 432 8,365 SH   DFND 4 8,365 0 0
ALLIANT ENERGY CORP COM 018802108 1,067 20,633 SH   SOLE 22,306 0 0
ALLSTATE CORP COM 020002101 821 8,722 SH   DFND 4 8,722 0 0
ALLSTATE CORP COM 020002101 2,923 31,046 SH   SOLE 31,046 0 0
ALLY FINL INC COM 02005N100 234 9,328 SH   SOLE 9,541 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 620 4,255 SH   SOLE 4,233 0 0
ALPHABET INC CAP STK CL C 02079K107 12,515 8,516 SH   DFND 8,516 0 0
ALPHABET INC CAP STK CL C 02079K107 609 414 SH   DFND 3 414 0 0
ALPHABET INC CAP STK CL C 02079K107 12,026 8,183 SH   DFND 4 8,183 0 0
ALPHABET INC CAP STK CL C 02079K107 404,641 275,341 SH   SOLE 285,339 0 0
ALPHABET INC CAP STK CL A 02079K305 415 283 SH   DFND 283 0 0
ALPHABET INC CAP STK CL A 02079K305 152,468 104,031 SH   SOLE 104,031 0 0
ALPHABET INC CAP STK CL A 02079K305 325 222 SH   DFND 3 222 0 0
ALPHABET INC CAP STK CL A 02079K305 12,293 8,388 SH   DFND 4 8,388 0 0
ALTERYX INC COM CL A 02156B103 1,265 11,137 SH   SOLE 11,137 0 0
ALTERYX INC NOTE 0.500% 6/0 02156BAB9 3,047 1,172,000 PRN   DFND 0 1,172,000 0
ALTRIA GROUP INC COM 02209S103 2,309 59,762 SH   DFND 4 59,762 0 0
ALTRIA GROUP INC COM 02209S103 68,905 1,783,260 SH   SOLE 1,783,163 0 0
AMAZON COM INC COM 023135106 14,906 4,734 SH   DFND 4,734 0 0
AMAZON COM INC COM 023135106 990 314 SH   DFND 3 314 0 0
AMAZON COM INC COM 023135106 37,394 11,876 SH   DFND 4 11,876 0 0
AMAZON COM INC COM 023135106 854,410 271,351 SH   SOLE 271,347 0 0
AMBEV SA SPONSORED ADR 02319V103 76 33,628 SH   DFND 5 33,628 0 0
AMCOR PLC ORD G0250X107 555 50,217 SH   DFND 4 50,217 0 0
AMDOCS LTD SHS G02602103 3,559 62,000 SH   SOLE 62,000 0 0
AMEDISYS INC COM 023436108 562 2,376 SH   SOLE 2,364 0 0
AMERCO COM 023586100 854 2,399 SH   SOLE 2,057 0 0
AMEREN CORP COM 023608102 635 8,026 SH   DFND 4 8,026 0 0
AMEREN CORP COM 023608102 1,726 21,825 SH   SOLE 22,854 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 169 13,722 SH   DFND 4 13,722 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,310 16,029 SH   DFND 4 16,029 0 0
AMERICAN ELEC PWR CO INC COM 025537101 4,248 51,974 SH   SOLE 47,810 0 0
AMERICAN EXPRESS CO COM 025816109 1,827 18,229 SH   DFND 4 18,229 0 0
AMERICAN EXPRESS CO COM 025816109 9,845 98,183 SH   SOLE 99,258 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,175 122,050 SH   SOLE 122,122 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 667 24,242 SH   DFND 4 24,242 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 37,466 1,360,918 SH   SOLE 1,361,081 0 0
AMERICAN TOWER CORP NEW COM 03027X100 476 1,969 SH   DFND 3 1,969 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,993 12,381 SH   DFND 4 12,381 0 0
AMERICAN TOWER CORP NEW COM 03027X100 11,117 45,989 SH   SOLE 46,025 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 729 5,035 SH   DFND 4 5,035 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,875 26,745 SH   SOLE 27,301 0 0
AMERICOLD RLTY TR COM 03064D108 548 15,333 SH   SOLE 15,257 0 0
AMERIPRISE FINL INC COM 03076C106 597 3,874 SH   DFND 4 3,874 0 0
AMERIPRISE FINL INC COM 03076C106 4,079 26,465 SH   SOLE 26,465 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,434 14,792 SH   SOLE 14,792 0 0
AMETEK INC COM 031100100 638 6,419 SH   DFND 4 6,419 0 0
AMETEK INC COM 031100100 22,697 228,344 SH   SOLE 228,344 0 0
AMGEN INC COM 031162100 4,828 18,997 SH   DFND 4 18,997 0 0
AMGEN INC COM 031162100 33,559 132,036 SH   SOLE 132,024 0 0
AMPHENOL CORP NEW CL A 032095101 893 8,251 SH   DFND 4 8,251 0 0
AMPHENOL CORP NEW CL A 032095101 32,030 295,831 SH   SOLE 295,831 0 0
ANALOG DEVICES INC COM 032654105 1,394 11,943 SH   DFND 4 11,943 0 0
ANALOG DEVICES INC COM 032654105 4,305 36,873 SH   SOLE 36,873 0 0
ANAPLAN INC COM 03272L108 10,357 165,502 SH   SOLE 165,584 0 0
ANSYS INC COM 03662Q105 795 2,428 SH   DFND 4 2,428 0 0
ANSYS INC COM 03662Q105 2,708 8,274 SH   SOLE 8,604 0 0
ANTHEM INC COM 036752103 5,818 21,661 SH   SOLE 21,661 0 0
ANTHEM INC COM 036752103 1,891 7,039 SH   DFND 4 7,039 0 0
AON PLC SHS CL A G0403H108 912 4,422 SH   DFND 4 4,422 0 0
APACHE CORP COM 037411105 103 10,912 SH   DFND 4 10,912 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 499 14,798 SH   SOLE 14,798 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 10,219 228,359 SH   SOLE 228,359 0 0
APPLE INC COM 037833100 22,135 191,132 SH   DFND 191,132 0 0
APPLE INC COM 037833100 1,512 13,056 SH   DFND 3 13,056 0 0
APPLE INC COM 037833100 51,921 448,326 SH   DFND 4 448,326 0 0
APPLE INC COM 037833100 529,562 4,572,899 SH   SOLE 4,571,199 0 0
APPLIED MATLS INC COM 038222105 1,528 25,694 SH   DFND 4 25,694 0 0
APPLIED MATLS INC COM 038222105 31,626 531,982 SH   SOLE 531,982 0 0
APTARGROUP INC COM 038336103 525 4,641 SH   SOLE 4,641 0 0
APTIV PLC SHS G6095L109 707 7,716 SH   DFND 4 7,716 0 0
ARAMARK COM 03852U106 11,902 450,000 SH   SOLE 450,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 5,549 189,700 SH   SOLE 189,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 837 18,014 SH   DFND 4 18,014 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,568 55,230 SH   SOLE 55,230 0 0
ARCONIC CORPORATION COM 03966V107 965 50,652 SH   SOLE 50,652 0 0
ARISTA NETWORKS INC COM 040413106 313 1,511 SH   DFND 4 1,511 0 0
ARISTA NETWORKS INC COM 040413106 1,126 5,440 SH   SOLE 5,440 0 0
ARMSTRONG WORLD INDS INC COM 04247X102 3,324 48,300 SH   SOLE 48,300 0 0
ARROW ELECTRS INC COM 042735100 1,966 25,000 SH   SOLE 25,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 14,978 211,200 SH   SOLE 211,200 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 490 1,327 SH   DFND 3 1,327 0 0
ASSOCIATED BANC CORP COM 045487105 6,465 512,300 SH   SOLE 512,300 0 0
ASSURANT INC COM 04621X108 205 1,693 SH   DFND 4 1,693 0 0
ASSURANT INC COM 04621X108 719 5,929 SH   SOLE 5,929 0 0
ASSURED GUARANTY LTD COM G0585R106 2,952 137,417 SH   SOLE 137,639 0 0
AT&T INC COM 00206R102 300 10,523 SH   DFND 3 10,523 0 0
AT&T INC COM 00206R102 6,556 229,963 SH   DFND 4 229,963 0 0
AT&T INC COM 00206R102 94,905 3,328,844 SH   SOLE 3,328,385 0 0
ATHENE HOLDING LTD CL A G0684D107 17,123 502,440 SH   SOLE 502,569 0 0
ATMOS ENERGY CORP COM 049560105 325 3,396 SH   DFND 4 3,396 0 0
ATMOS ENERGY CORP COM 049560105 1,587 16,599 SH   SOLE 16,599 0 0
AUTODESK INC COM 052769106 1,420 6,147 SH   DFND 4 6,147 0 0
AUTODESK INC COM 052769106 26,948 116,654 SH   SOLE 116,654 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,938 13,892 SH   DFND 4 13,892 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 152,063 1,090,139 SH   SOLE 1,090,139 0 0
AUTOZONE INC COM 053332102 762 647 SH   DFND 4 647 0 0
AUTOZONE INC COM 053332102 2,665 2,263 SH   SOLE 2,263 0 0
AVALONBAY CMNTYS INC COM 053484101 576 3,857 SH   DFND 4 3,857 0 0
AVALONBAY CMNTYS INC COM 053484101 2,089 13,989 SH   SOLE 13,989 0 0
AVANGRID INC COM 05351W103 1,582 31,351 SH   SOLE 31,291 0 0
AVANTOR INC COM 05352A100 7,339 326,344 SH   SOLE 326,344 0 0
AVERY DENNISON CORP COM 053611109 305 2,386 SH   DFND 4 2,386 0 0
AVERY DENNISON CORP COM 053611109 1,060 8,295 SH   SOLE 8,295 0 0
AVNET INC COM 053807103 7,279 281,700 SH   SOLE 281,700 0 0
AXIS CAP HLDGS LTD SHS G0692U109 537 12,184 SH   SOLE 12,120 0 0
AZEK CO INC CL A 05478C105 1,566 45,000 SH   SOLE 45,000 0 0
B2GOLD CORP COM 11777Q209 9,060 1,391,626 SH   SOLE 1,389,468 0 0
BAIDU INC SPON ADR REP A 056752108 385 3,040 SH   DFND 3,040 0 0
BAKER HUGHES COMPANY CL A 05722G100 249 18,746 SH   DFND 4 18,746 0 0
BAKER HUGHES COMPANY CL A 05722G100 1,084 81,572 SH   SOLE 79,327 0 0
BALL CORP COM 058498106 758 9,122 SH   DFND 4 9,122 0 0
BALL CORP COM 058498106 27,547 331,412 SH   SOLE 331,412 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 103 30,029 SH   DFND 5 30,029 0 0
BANK HAWAII CORP COM 062540109 497 9,830 SH   SOLE 9,830 0 0
BANK MONTREAL QUE COM 063671101 783,738 13,408,325 SH   SOLE 13,405,586 0 0
BANK NEW YORK MELLON CORP COM 064058100 894 26,024 SH   DFND 4 26,024 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,298 96,039 SH   SOLE 96,039 0 0
BANK NOVA SCOTIA B C COM 064149107 3,110 74,922 SH   DFND 3 74,922 0 0
BANK OZK COM 06417N103 514 24,101 SH   SOLE 23,975 0 0
BARRICK GOLD CORP COM 067901108 425,359 15,145,688 SH   SOLE 15,137,371 0 0
BAUSCH HEALTH COS INC COM 071734107 37,996 2,444,444 SH   SOLE 2,442,950 0 0
BAXTER INTL INC COM 071813109 1,147 14,268 SH   DFND 4 14,268 0 0
BAXTER INTL INC COM 071813109 38,371 477,122 SH   SOLE 477,122 0 0
BCE INC COM NEW 05534B760 511 12,322 SH   DFND 3 12,322 0 0
BCE INC COM NEW 05534B760 549,390 13,249,242 SH   SOLE 13,248,523 0 0
BCE INC COM NEW 05534B760 4,147 100,000 SH Put DFND 100,000 0 0
BECTON DICKINSON & CO COM 075887109 397 1,707 SH   DFND 3 1,707 0 0
BECTON DICKINSON & CO COM 075887109 1,892 8,130 SH   DFND 4 8,130 0 0
BECTON DICKINSON & CO COM 075887109 7,224 31,046 SH   SOLE 31,046 0 0
BEIGENE LTD SPONSORED ADR 07725L102 573 2,000 SH   DFND 4 2,000 0 0
BERKLEY W R CORP COM 084423102 289 4,732 SH   DFND 4 4,732 0 0
BERKLEY W R CORP COM 084423102 744 12,174 SH   SOLE 12,174 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 272 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,557 44,881 SH   DFND 44,881 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 275 1,291 SH   DFND 3 1,291 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,781 55,326 SH   DFND 4 55,326 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 74,476 349,749 SH   SOLE 349,749 0 0
BERRY GLOBAL GROUP INC COM 08579W103 17,563 363,462 SH   SOLE 363,363 0 0
BEST BUY INC COM 086516101 821 7,378 SH   DFND 4 7,378 0 0
BEST BUY INC COM 086516101 2,576 23,147 SH   SOLE 23,147 0 0
BHP GROUP LTD SPONSORED ADS 088606108 222 4,300 SH   SOLE 4,300 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 930 21,800 SH   SOLE 21,800 0 0
BILL COM HLDGS INC COM 090043100 5,830 58,124 SH   SOLE 58,124 0 0
BIO RAD LABS INC CL A 090572207 331 643 SH   DFND 4 643 0 0
BIO RAD LABS INC CL A 090572207 1,672 3,244 SH   SOLE 3,244 0 0
BIOGEN INC COM 09062X103 217 763 SH   DFND 763 0 0
BIOGEN INC COM 09062X103 1,256 4,429 SH   DFND 4 4,429 0 0
BIOGEN INC COM 09062X103 4,464 15,737 SH   SOLE 15,737 0 0
BK OF AMERICA CORP COM 060505104 5,127 212,822 SH   DFND 4 212,822 0 0
BK OF AMERICA CORP COM 060505104 94,279 3,929,354 SH   SOLE 2,697,754 0 0
BK OF AMERICA CORP COM 060505104 11,684 485,000 SH Call DFND 485,000 0 0
BK OF AMERICA CORP COM 060505104 2,650 110,000 SH Put DFND 110,000 0 0
BLACK KNIGHT INC COM 09215C105 774 8,891 SH   SOLE 8,856 0 0
BLACKBERRY LTD COM 09228F103 3,230 703,985 SH   SOLE 701,516 0 0
BLACKROCK INC COM 09247X101 34,128 60,559 SH   SOLE 60,559 0 0
BLACKROCK INC COM 09247X101 639 1,134 SH   DFND 3 1,134 0 0
BLACKROCK INC COM 09247X101 2,609 4,629 SH   DFND 4 4,629 0 0
BLOCK H & R INC COM 093671105 20,638 1,266,932 SH   SOLE 1,266,932 0 0
BOEING CO COM 097023105 2,464 14,911 SH   DFND 4 14,911 0 0
BOEING CO COM 097023105 18,784 113,664 SH   SOLE 113,692 0 0
BOOKING HOLDINGS INC COM 09857L108 390 228 SH   DFND 228 0 0
BOOKING HOLDINGS INC COM 09857L108 1,947 1,138 SH   DFND 4 1,138 0 0
BOOKING HOLDINGS INC COM 09857L108 6,866 4,014 SH   SOLE 4,012 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 562 6,775 SH   SOLE 6,775 0 0
BORGWARNER INC COM 099724106 798 20,600 SH   SOLE 20,600 0 0
BORGWARNER INC COM 099724106 220 5,691 SH   DFND 4 5,691 0 0
BOSTON PROPERTIES INC COM 101121101 1,130 14,077 SH   SOLE 14,077 0 0
BOSTON PROPERTIES INC COM 101121101 332 4,132 SH   DFND 4 4,132 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,524 39,877 SH   DFND 4 39,877 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5,339 139,716 SH   SOLE 139,716 0 0
BRIGHTHOUSE FINL INC COM 10922N103 13,666 507,857 SH   SOLE 504,293 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 4,392 72,850 SH   DFND 4 72,850 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 135,275 2,243,740 SH   SOLE 2,243,740 0 0
BROADCOM INC COM 11135F101 4,069 11,170 SH   DFND 4 11,170 0 0
BROADCOM INC COM 11135F101 47,616 130,699 SH   SOLE 130,794 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 430 3,256 SH   DFND 4 3,256 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,091 15,842 SH   SOLE 15,821 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 201 6,080 SH   DFND 3 6,080 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 601,631 18,184,103 SH   SOLE 18,154,254 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 308 6,468 SH   DFND 3 6,468 0 0
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 616 10,502 SH   SOLE 14,202 0 0
BROWN & BROWN INC COM 115236101 441 9,732 SH   SOLE 9,516 0 0
BROWN FORMAN CORP CL B 115637209 385 5,106 SH   DFND 4 5,106 0 0
BROWN FORMAN CORP CL B 115637209 1,292 17,157 SH   SOLE 18,593 0 0
BUNGE LIMITED COM G16962105 2,596 56,800 SH   SOLE 56,800 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 449 4,395 SH   DFND 4 4,395 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,983 19,401 SH   SOLE 19,371 0 0
CABOT CORP COM 127055101 1,353 37,564 SH   SOLE 37,564 0 0
CABOT OIL & GAS CORP COM 127097103 2,021 116,410 SH   SOLE 116,410 0 0
CABOT OIL & GAS CORP COM 127097103 209 12,048 SH   DFND 4 12,048 0 0
CACI INTL INC CL A 127190304 426 2,000 SH   SOLE 2,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 824 7,725 SH   DFND 4 7,725 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 9,871 92,572 SH   SOLE 92,572 0 0
CADIZ INC COM NEW 127537207 496 50,000 SH   SOLE 50,000 0 0
CAE INC COM 124765108 8,130 555,774 SH   SOLE 554,529 0 0
CAMECO CORP COM 13321L108 33,778 3,344,428 SH   SOLE 3,342,576 0 0
CAMPBELL SOUP CO COM 134429109 238 4,916 SH   DFND 4 4,916 0 0
CAMPBELL SOUP CO COM 134429109 11,744 242,797 SH   SOLE 242,797 0 0
CANADIAN IMP BK COMM COM 136069101 873,320 11,685,507 SH   SOLE 11,833,425 0 0
CANADIAN NAT RES LTD COM 136385101 192,867 12,035,683 SH   SOLE 12,030,155 0 0
CANADIAN NATL RY CO COM 136375102 682,334 6,407,615 SH   SOLE 6,404,430 0 0
CANADIAN NATL RY CO COM 136375102 7,065 66,363 SH   DFND 66,363 0 0
CANADIAN PAC RY LTD COM 13645T100 380,805 1,251,988 SH   SOLE 1,251,405 0 0
CANOPY GROWTH CORP COM 138035100 25,567 1,783,545 SH   SOLE 1,782,483 0 0
CAPITAL ONE FINL CORP COM 14040H105 914 12,713 SH   DFND 4 12,713 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,278 31,706 SH   SOLE 31,778 0 0
CARDINAL HEALTH INC COM 14149Y108 453 9,645 SH   DFND 4 9,645 0 0
CARDINAL HEALTH INC COM 14149Y108 36,671 781,067 SH   SOLE 776,461 0 0
CARLYLE GROUP INC COM 14316J108 1,727 70,000 SH   SOLE 70,000 0 0
CARMAX INC COM 143130102 427 4,641 SH   DFND 4 4,641 0 0
CARMAX INC COM 143130102 1,404 15,274 SH   SOLE 15,274 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 201 13,223 SH   DFND 4 13,223 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 41,870 1,372,402 SH   SOLE 285,302 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 694 22,713 SH   DFND 4 22,713 0 0
CATALENT INC COM 148806102 1,413 16,490 SH   SOLE 16,490 0 0
CATALENT INC COM 148806102 393 4,591 SH   DFND 4 4,591 0 0
CATERPILLAR INC DEL COM 149123101 2,254 15,111 SH   DFND 4 15,111 0 0
CATERPILLAR INC DEL COM 149123101 13,599 91,178 SH   SOLE 91,157 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 276 3,148 SH   DFND 4 3,148 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 14,374 163,676 SH   SOLE 178,335 0 0
CBRE GROUP INC CL A 12504L109 441 9,383 SH   DFND 4 9,383 0 0
CBRE GROUP INC CL A 12504L109 1,457 31,030 SH   SOLE 31,040 0 0
CDW CORP COM 12514G108 357 2,987 SH   DFND 2,987 0 0
CDW CORP COM 12514G108 463 3,872 SH   DFND 4 3,872 0 0
CDW CORP COM 12514G108 720 6,022 SH   SOLE 6,065 0 0
CELANESE CORP DEL COM 150870103 403 3,752 SH   DFND 4 3,752 0 0
CELANESE CORP DEL COM 150870103 1,263 11,758 SH   SOLE 11,758 0 0
CENOVUS ENERGY INC COM 15135U109 1,945 500,000 SH Call DFND 500,000 0 0
CENOVUS ENERGY INC COM 15135U109 1,945 500,000 SH Put DFND 500,000 0 0
CENOVUS ENERGY INC COM 15135U109 37,335 9,576,052 SH   SOLE 9,184,266 0 0
CENTENE CORP DEL COM 15135B101 941 16,139 SH   DFND 4 16,139 0 0
CENTENE CORP DEL COM 15135B101 39,825 682,755 SH   SOLE 684,599 0 0
CENTERPOINT ENERGY INC COM 15189T107 287 14,809 SH   DFND 4 14,809 0 0
CERNER CORP COM 156782104 614 8,491 SH   DFND 4 8,491 0 0
CERNER CORP COM 156782104 2,194 30,354 SH   SOLE 30,354 0 0
CF INDS HLDGS INC COM 125269100 890 28,979 SH   SOLE 28,979 0 0
CHAMPIONX CORPORATION COM 15872M104 4,594 575,000 SH   SOLE 575,000 0 0
CHARLES RIV LABS INTL INC COM 159864107 9,052 39,973 SH   SOLE 39,973 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 22,711 36,376 SH   SOLE 36,346 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,605 4,173 SH   DFND 4 4,173 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 719 5,972 SH   DFND 4 5,972 0 0
CHEGG INC COM 163092109 26,918 376,787 SH   SOLE 376,787 0 0
CHEMED CORP NEW COM 16359R103 15,109 31,454 SH   SOLE 31,454 0 0
CHENIERE ENERGY INC COM NEW 16411R208 394 8,511 SH   SOLE 7,932 0 0
CHEVRON CORP NEW COM 166764100 3,742 51,971 SH   DFND 4 51,971 0 0
CHEVRON CORP NEW COM 166764100 13,539 188,045 SH   SOLE 188,045 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 956 769 SH   DFND 4 769 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,702 4,585 SH   SOLE 4,585 0 0
CHUBB LIMITED COM H1467J104 1,691 14,564 SH   DFND 4 14,564 0 0
CHURCH & DWIGHT INC COM 171340102 653 6,965 SH   DFND 4 6,965 0 0
CHURCH & DWIGHT INC COM 171340102 25,481 271,911 SH   SOLE 271,881 0 0
CHURCH & DWIGHT INC COM 171340102 8,017 85,551 SH   DFND 85,551 0 0
CIGNA CORP NEW COM 125523100 67,425 397,999 SH   SOLE 397,999 0 0
CIGNA CORP NEW COM 125523100 1,746 10,305 SH   DFND 4 10,305 0 0
CINCINNATI FINL CORP COM 172062101 332 4,254 SH   DFND 4 4,254 0 0
CINCINNATI FINL CORP COM 172062101 1,159 14,869 SH   SOLE 14,869 0 0
CINTAS CORP COM 172908105 782 2,351 SH   DFND 4 2,351 0 0
CINTAS CORP COM 172908105 2,905 8,729 SH   SOLE 8,729 0 0
CISCO SYS INC COM 17275R102 515 13,074 SH   DFND 3 13,074 0 0
CISCO SYS INC COM 17275R102 5,373 136,402 SH   DFND 4 136,402 0 0
CISCO SYS INC COM 17275R102 122,574 3,111,798 SH   SOLE 3,406,213 0 0
CITIGROUP INC COM NEW 172967424 258 5,985 SH   DFND 3 5,985 0 0
CITIGROUP INC COM NEW 172967424 11,855 275,000 SH Put DFND 275,000 0 0
CITIGROUP INC COM NEW 172967424 23,926 555,000 SH Call DFND 555,000 0 0
CITIGROUP INC COM NEW 172967424 172,440 3,999,993 SH   SOLE 3,999,993 0 0
CITIGROUP INC COM NEW 172967424 2,508 58,168 SH   DFND 4 58,168 0 0
CITIZENS FINL GROUP INC COM 174610105 351 13,878 SH   DFND 4 13,878 0 0
CITIZENS FINL GROUP INC COM 174610105 1,402 55,455 SH   SOLE 55,455 0 0
CITRIX SYS INC COM 177376100 441 3,204 SH   DFND 4 3,204 0 0
CITRIX SYS INC COM 177376100 2,245 16,301 SH   SOLE 16,301 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 5,511 5,345,000 PRN   DFND 0 5,345,000 0
CLOROX CO DEL COM 189054109 837 3,981 SH   DFND 4 3,981 0 0
CLOROX CO DEL COM 189054109 3,198 15,217 SH   SOLE 15,217 0 0
CLOUDFLARE INC CL A COM 18915M107 3,916 95,363 SH   SOLE 95,363 0 0
CME GROUP INC COM 12572Q105 6,685 40,000 SH   DFND 0 40,000 0
CME GROUP INC COM 12572Q105 1,928 11,526 SH   DFND 4 11,526 0 0
CME GROUP INC COM 12572Q105 49,842 297,904 SH   SOLE 297,887 0 0
CMS ENERGY CORP COM 125896100 475 7,730 SH   DFND 4 7,730 0 0
CMS ENERGY CORP COM 125896100 1,621 26,403 SH   SOLE 26,403 0 0
CNA FINL CORP COM 126117100 1,353 45,100 SH   SOLE 45,100 0 0
COCA COLA CO COM 191216100 6,213 125,854 SH   DFND 4 125,854 0 0
COCA COLA CO COM 191216100 201,894 4,089,417 SH   SOLE 4,085,001 0 0
COGNEX CORP COM 192422103 526 8,078 SH   SOLE 8,078 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,036 14,928 SH   DFND 4 14,928 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,748 53,983 SH   SOLE 53,983 0 0
COLGATE PALMOLIVE CO COM 194162103 2,120 27,485 SH   DFND 4 27,485 0 0
COLGATE PALMOLIVE CO COM 194162103 37,043 480,148 SH   SOLE 480,148 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 575 6,607 SH   SOLE 6,607 0 0
COMCAST CORP NEW CL A 20030N101 283 6,118 SH   DFND 3 6,118 0 0
COMCAST CORP NEW CL A 20030N101 5,880 127,118 SH   DFND 4 127,118 0 0
COMCAST CORP NEW CL A 20030N101 22,652 489,652 SH   SOLE 489,652 0 0
COMERICA INC COM 200340107 2,342 61,221 SH   SOLE 61,221 0 0
COMMERCE BANCSHARES INC COM 200525103 424 7,524 SH   SOLE 7,524 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 99,941 8,178,478 SH   DFND 5 8,178,478 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 10,103 826,759 SH   SOLE 826,759 0 0
COMPASS MINERALS INTL INC COM 20451N101 251 4,290 SH   DFND 4,290 0 0
CONAGRA BRANDS INC COM 205887102 1,765 49,415 SH   SOLE 49,415 0 0
CONAGRA BRANDS INC COM 205887102 494 13,839 SH   DFND 4 13,839 0 0
CONCHO RES INC COM 20605P101 253 5,727 SH   DFND 4 5,727 0 0
CONCHO RES INC COM 20605P101 9,726 220,442 SH   SOLE 220,150 0 0
CONOCOPHILLIPS COM 20825C104 979 29,806 SH   DFND 4 29,806 0 0
CONOCOPHILLIPS COM 20825C104 10,284 313,157 SH   SOLE 311,635 0 0
CONSOLIDATED EDISON INC COM 209115104 834 10,715 SH   DFND 4 10,715 0 0
CONSOLIDATED EDISON INC COM 209115104 3,427 44,047 SH   SOLE 44,047 0 0
CONSTELLATION BRANDS INC CL A 21036P108 884 4,665 SH   DFND 4 4,665 0 0
CONSTELLATION BRANDS INC CL A 21036P108 12,640 66,699 SH   SOLE 66,725 0 0
COOPER COS INC COM NEW 216648402 468 1,387 SH   DFND 4 1,387 0 0
COOPER COS INC COM NEW 216648402 1,646 4,884 SH   SOLE 4,884 0 0
COPART INC COM 217204106 2,087 19,853 SH   SOLE 19,853 0 0
COPART INC COM 217204106 622 5,911 SH   DFND 4 5,911 0 0
CORELOGIC INC COM 21871D103 15,248 225,331 SH   SOLE 225,331 0 0
CORESITE RLTY CORP COM 21870Q105 567 4,773 SH   SOLE 4,749 0 0
CORNING INC COM 219350105 788 24,323 SH   DFND 4 24,323 0 0
CORNING INC COM 219350105 2,723 84,024 SH   SOLE 84,024 0 0
CORTEVA INC COM 22052L104 607 21,062 SH   DFND 4 21,062 0 0
CORTEVA INC COM 22052L104 65,207 2,263,337 SH   SOLE 2,263,237 0 0
COSTAR GROUP INC COM 22160N109 25,119 29,604 SH   SOLE 29,585 0 0
COSTCO WHSL CORP NEW COM 22160K105 6,743 18,994 SH   DFND 18,994 0 0
COSTCO WHSL CORP NEW COM 22160K105 686 1,932 SH   DFND 3 1,932 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,385 12,352 SH   DFND 4 12,352 0 0
COSTCO WHSL CORP NEW COM 22160K105 73,698 207,600 SH   SOLE 207,600 0 0
COUPA SOFTWARE INC COM 22266L106 479 1,745 SH   SOLE 1,736 0 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 17,715 2,884,000 PRN   DFND 0 2,884,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 2,148 1,178,000 PRN   DFND 0 1,178,000 0
CRANE CO COM 224399105 1,898 37,853 SH   SOLE 37,853 0 0
CREDICORP LTD COM G2519Y108 143,428 1,156,771 SH   DFND 5 1,156,771 0 0
CREDICORP LTD COM G2519Y108 32,244 260,053 SH   SOLE 260,053 0 0
CRESCENT PT ENERGY CORP COM 22576C101 822 680,132 SH   SOLE 680,132 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 37,536 273,345 SH   SOLE 274,130 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,930 11,593 SH   DFND 4 11,593 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,543 45,302 SH   SOLE 45,284 0 0
CSX CORP COM 126408103 1,645 21,179 SH   DFND 4 21,179 0 0
CSX CORP COM 126408103 5,952 76,629 SH   SOLE 76,629 0 0
CUBESMART COM 229663109 574 17,777 SH   SOLE 17,777 0 0
CUMMINS INC COM 231021106 3,144 14,888 SH   SOLE 14,888 0 0
CUMMINS INC COM 231021106 1,009 4,776 SH   DFND 4 4,776 0 0
CVS HEALTH CORP COM 126650100 2,459 42,112 SH   DFND 4 42,112 0 0
CVS HEALTH CORP COM 126650100 66,231 1,134,085 SH   SOLE 1,134,085 0 0
CYRUSONE INC COM 23283R100 493 7,039 SH   SOLE 7,004 0 0
D R HORTON INC COM 23331A109 691 9,136 SH   DFND 4 9,136 0 0
D R HORTON INC COM 23331A109 9,944 131,488 SH   SOLE 131,488 0 0
DANAHER CORPORATION COM 235851102 10,740 49,877 SH   DFND 49,877 0 0
DANAHER CORPORATION COM 235851102 3,774 17,527 SH   DFND 4 17,527 0 0
DANAHER CORPORATION COM 235851102 13,740 63,811 SH   SOLE 63,811 0 0
DARDEN RESTAURANTS INC COM 237194105 204 2,023 SH   SOLE 2,023 0 0
DARDEN RESTAURANTS INC COM 237194105 354 3,513 SH   DFND 4 3,513 0 0
DAVITA INC COM 23918K108 667 7,789 SH   SOLE 7,789 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 42,157 1,222,650 SH   DFND 5 1,222,650 0 0
DEERE & CO COM 244199105 1,930 8,710 SH   DFND 4 8,710 0 0
DEERE & CO COM 244199105 7,426 33,505 SH   SOLE 33,505 0 0
DELL TECHNOLOGIES INC CL C 24703L202 10,153 150,000 SH   SOLE 150,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 514 16,804 SH   DFND 4 16,804 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,018 33,278 SH   SOLE 33,278 0 0
DENISON MINES CORP COM 248356107 5 11,856 SH   SOLE 11,856 0 0
DENTSPLY SIRONA INC COM 24906P109 272 6,211 SH   DFND 4 6,211 0 0
DENTSPLY SIRONA INC COM 24906P109 4,055 92,718 SH   SOLE 92,718 0 0
DESCARTES SYS GROUP INC COM 249906108 14,825 260,281 SH   SOLE 260,281 0 0
DEVON ENERGY CORP NEW COM 25179M103 108 11,418 SH   DFND 4 11,418 0 0
DEVON ENERGY CORP NEW COM 25179M103 252 26,657 SH   SOLE 25,897 0 0
DEXCOM INC COM 252131107 1,070 2,595 SH   DFND 4 2,595 0 0
DEXCOM INC COM 252131107 3,941 9,561 SH   SOLE 9,561 0 0
DIAMONDBACK ENERGY INC COM 25278X109 365 12,120 SH   SOLE 12,393 0 0
DIGITAL RLTY TR INC COM 253868103 1,092 7,438 SH   DFND 4 7,438 0 0
DIGITAL RLTY TR INC COM 253868103 4,467 30,435 SH   SOLE 30,435 0 0
DISCOVER FINL SVCS COM 254709108 498 8,626 SH   DFND 4 8,626 0 0
DISCOVER FINL SVCS COM 254709108 17,770 307,549 SH   SOLE 307,549 0 0
DISCOVERY INC COM SER A 25470F104 347 15,924 SH   SOLE 15,924 0 0
DISCOVERY INC COM SER C 25470F302 603 30,770 SH   SOLE 30,770 0 0
DISH NETWORK CORPORATION CL A 25470M109 712 24,523 SH   SOLE 24,523 0 0
DISH NETWORK CORPORATION CL A 25470M109 205 7,046 SH   DFND 4 7,046 0 0
DISNEY WALT CO COM DISNEY 254687106 6,271 50,536 SH   DFND 4 50,536 0 0
DISNEY WALT CO COM DISNEY 254687106 105,954 853,922 SH   SOLE 1,003,922 0 0
DOCUSIGN INC COM 256163106 48,845 226,932 SH   SOLE 226,932 0 0
DOLLAR GEN CORP NEW COM 256677105 1,457 6,949 SH   DFND 4 6,949 0 0
DOLLAR GEN CORP NEW COM 256677105 5,783 27,587 SH   SOLE 27,587 0 0
DOLLAR TREE INC COM 256746108 616 6,744 SH   DFND 4 6,744 0 0
DOLLAR TREE INC COM 256746108 20,803 227,752 SH   SOLE 227,752 0 0
DOMINION ENERGY INC COM 25746U109 1,841 23,330 SH   DFND 4 23,330 0 0
DOMINION ENERGY INC COM 25746U109 7,368 93,353 SH   SOLE 93,234 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 6,111 60,000 SH   DFND 0 60,000 0
DOMINOS PIZZA INC COM 25754A201 2,255 5,303 SH   SOLE 5,296 0 0
DOMINOS PIZZA INC COM 25754A201 448 1,053 SH   DFND 4 1,053 0 0
DONALDSON INC COM 257651109 5,310 114,400 SH   SOLE 114,400 0 0
DOVER CORP COM 260003108 421 3,890 SH   DFND 4 3,890 0 0
DOVER CORP COM 260003108 1,550 14,310 SH   SOLE 14,310 0 0
DOW INC COM 260557103 1,125 23,920 SH   DFND 4 23,920 0 0
DOW INC COM 260557103 3,466 73,668 SH   SOLE 73,668 0 0
DROPBOX INC CL A 26210C104 518 26,897 SH   SOLE 26,755 0 0
DTE ENERGY CO COM 233331107 710 6,172 SH   DFND 4 6,172 0 0
DTE ENERGY CO COM 233331107 1,178 10,237 SH   SOLE 10,237 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 910 20,000 SH   DFND 0 20,000 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,086 23,552 SH   DFND 4 23,552 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,143 137,118 SH   SOLE 122,380 0 0
DUKE REALTY CORP COM NEW 264411505 385 10,437 SH   DFND 4 10,437 0 0
DUKE REALTY CORP COM NEW 264411505 1,388 37,616 SH   SOLE 37,616 0 0
DUPONT DE NEMOURS INC COM 26614N102 25,462 458,943 SH   SOLE 458,943 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,125 20,273 SH   DFND 4 20,273 0 0
DXC TECHNOLOGY CO COM 23355L106 3,857 216,060 SH   SOLE 216,304 0 0
DYNATRACE INC COM NEW 268150109 2,884 70,312 SH   SOLE 70,312 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 306 6,105 SH   DFND 4 6,105 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 129,674 2,590,898 SH   SOLE 2,590,898 0 0
EASTMAN CHEM CO COM 277432100 349 4,462 SH   DFND 4 4,462 0 0
EASTMAN CHEM CO COM 277432100 333 4,259 SH   SOLE 4,259 0 0
EATON CORP PLC SHS G29183103 1,317 12,908 SH   DFND 4 12,908 0 0
EBAY INC. COM 278642103 16,987 326,038 SH   SOLE 326,038 0 0
EBAY INC. COM 278642103 953 18,297 SH   DFND 4 18,297 0 0
ECHOSTAR CORP CL A 278768106 1,304 52,400 SH   SOLE 52,400 0 0
ECOLAB INC COM 278865100 1,378 6,897 SH   DFND 4 6,897 0 0
ECOLAB INC COM 278865100 4,848 24,257 SH   SOLE 24,257 0 0
EDISON INTL COM 281020107 639 12,568 SH   DFND 4 12,568 0 0
EDISON INTL COM 281020107 2,115 41,594 SH   SOLE 41,594 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,660 146,079 SH   DFND 146,079 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,417 205,680 SH   SOLE 205,680 0 0
ELECTRONIC ARTS INC COM 285512109 1,052 8,066 SH   DFND 4 8,066 0 0
ELECTRONIC ARTS INC COM 285512109 25,659 196,753 SH   SOLE 196,753 0 0
EMERSON ELEC CO COM 291011104 1,258 19,191 SH   DFND 4 19,191 0 0
EMERSON ELEC CO COM 291011104 3,895 59,400 SH   SOLE 59,400 0 0
ENBRIDGE INC COM 29250N105 637,872 21,836,853 SH   SOLE 21,827,380 0 0
ENBRIDGE INC COM 29250N105 14,600 500,000 SH Call DFND 500,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 6,695 103,024 SH   SOLE 103,101 0 0
ENERPLUS CORP COM 292766102 760 414,683 SH   SOLE 414,683 0 0
ENTEGRIS INC COM 29362U104 16,010 215,360 SH   SOLE 215,360 0 0
ENTERGY CORP NEW COM 29364G103 546 5,540 SH   DFND 4 5,540 0 0
ENTERGY CORP NEW COM 29364G103 1,250 12,687 SH   SOLE 9,248 0 0
EOG RES INC COM 26875P101 582 16,190 SH   DFND 4 16,190 0 0
EOG RES INC COM 26875P101 47,125 1,311,217 SH   SOLE 1,311,425 0 0
EQT CORP COM 26884L109 349 26,974 SH   SOLE 23,518 0 0
EQUIFAX INC COM 294429105 532 3,388 SH   DFND 4 3,388 0 0
EQUIFAX INC COM 294429105 29,136 185,696 SH   SOLE 185,696 0 0
EQUINIX INC COM 29444U700 1,885 2,480 SH   DFND 4 2,480 0 0
EQUINIX INC COM 29444U700 7,148 9,403 SH   SOLE 9,394 0 0
EQUITABLE HLDGS INC COM 29452E101 4,610 252,761 SH   SOLE 252,761 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 443 52,364 SH   SOLE 52,364 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 442 16,599 SH   SOLE 16,599 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 524 8,546 SH   SOLE 8,501 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 497 9,681 SH   DFND 4 9,681 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,747 34,038 SH   SOLE 34,038 0 0
ERIE INDTY CO CL A 29530P102 566 2,692 SH   SOLE 2,678 0 0
ESSEX PPTY TR INC COM 297178105 372 1,852 SH   DFND 4 1,852 0 0
ESSEX PPTY TR INC COM 297178105 1,302 6,482 SH   SOLE 6,482 0 0
ETSY INC COM 29786A106 1,468 12,073 SH   SOLE 11,099 0 0
ETSY INC COM 29786A106 406 3,337 SH   DFND 4 3,337 0 0
EURONET WORLDWIDE INC COM 298736109 1,668 18,312 SH   SOLE 18,312 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 6,903 1,857,000 PRN   DFND 0 1,857,000 0
EVERCORE INC CLASS A 29977A105 9,297 142,028 SH   SOLE 142,103 0 0
EVEREST RE GROUP LTD COM G3223R108 225 1,140 SH   DFND 4 1,140 0 0
EVEREST RE GROUP LTD COM G3223R108 10,356 52,423 SH   SOLE 52,410 0 0
EVERGY INC COM 30034W106 386 7,600 SH   DFND 4 7,600 0 0
EVERGY INC COM 30034W106 104,042 2,053,089 SH   SOLE 1,613,727 0 0
EVERSOURCE ENERGY COM 30040W108 929 11,121 SH   DFND 4 11,121 0 0
EVERSOURCE ENERGY COM 30040W108 2,630 31,476 SH   SOLE 32,621 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2,334 1,500,000 PRN   DFND 0 1,500,000 0
EXELON CORP COM 30161N101 53,269 1,489,624 SH   SOLE 1,489,546 0 0
EXELON CORP COM 30161N101 977 27,310 SH   DFND 4 27,310 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,237 13,489 SH   SOLE 13,489 0 0
EXPEDIA GROUP INC COM NEW 30212P303 352 3,834 SH   DFND 4 3,834 0 0
EXPEDITORS INTL WASH INC COM 302130109 435 4,805 SH   DFND 4 4,805 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,978 77,091 SH   SOLE 77,091 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 11,785 986,169 SH   SOLE 986,169 0 0
EXTRA SPACE STORAGE INC COM 30225T102 383 3,580 SH   DFND 4 3,580 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,932 18,059 SH   SOLE 18,031 0 0
EXXON MOBIL CORP COM 30231G102 4,698 136,837 SH   DFND 4 136,837 0 0
EXXON MOBIL CORP COM 30231G102 42,414 1,235,492 SH   SOLE 1,243,486 0 0
F M C CORP COM NEW 302491303 374 3,527 SH   DFND 4 3,527 0 0
F M C CORP COM NEW 302491303 3,098 29,252 SH   SOLE 29,252 0 0
F N B CORP COM 302520101 1,753 258,500 SH   SOLE 258,500 0 0
F5 NETWORKS INC COM 315616102 215 1,755 SH   DFND 4 1,755 0 0
F5 NETWORKS INC COM 315616102 3,336 27,173 SH   SOLE 27,173 0 0
FACEBOOK INC CL A 30303M102 17,146 65,468 SH   DFND 65,468 0 0
FACEBOOK INC CL A 30303M102 17,577 67,113 SH   DFND 4 67,113 0 0
FACEBOOK INC CL A 30303M102 303,797 1,159,974 SH   SOLE 1,159,929 0 0
FASTENAL CO COM 311900104 836 18,543 SH   DFND 4 18,543 0 0
FASTENAL CO COM 311900104 3,027 67,121 SH   SOLE 67,121 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 503 6,843 SH   SOLE 6,843 0 0
FEDEX CORP COM 31428X106 1,688 6,712 SH   DFND 4 6,712 0 0
FEDEX CORP COM 31428X106 31,823 126,524 SH   SOLE 126,510 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 14,562 465,100 SH   SOLE 465,100 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,544 17,279 SH   DFND 4 17,279 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 66,523 452,289 SH   SOLE 489,089 0 0
FIFTH THIRD BANCORP COM 316773100 496 23,263 SH   DFND 4 23,263 0 0
FIFTH THIRD BANCORP COM 316773100 562 26,376 SH   SOLE 26,376 0 0
FIREEYE INC COM 31816Q101 1,234 100,000 SH   SOLE 100,000 0 0
FIRST AMERN FINL CORP COM 31847R102 7,784 152,900 SH   SOLE 152,900 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,390 4,361 SH   SOLE 4,445 0 0
FIRST FINL BANKSHARES COM 32020R109 391 14,026 SH   SOLE 14,216 0 0
FIRST HAWAIIAN INC COM 32051X108 493 34,047 SH   SOLE 33,868 0 0
FIRST HORIZON NATL CORP COM 320517105 206 21,808 SH   SOLE 21,808 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 529 4,850 SH   DFND 4 4,850 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,758 16,118 SH   SOLE 16,133 0 0
FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 33733E302 97,611 518,298 SH   DFND 5 518,298 0 0
FIRSTCASH INC COM 33767D105 520 9,090 SH   SOLE 7,509 0 0
FIRSTENERGY CORP COM 337932107 21,805 759,485 SH   SOLE 759,485 0 0
FIRSTENERGY CORP COM 337932107 430 14,986 SH   DFND 4 14,986 0 0
FISERV INC COM 337738108 1,601 15,536 SH   DFND 4 15,536 0 0
FISERV INC COM 337738108 5,594 54,292 SH   SOLE 54,292 0 0
FIVE BELOW INC COM 33829M101 1,905 15,001 SH   SOLE 14,034 0 0
FIVE9 INC COM 338307101 2,619 20,195 SH   SOLE 20,195 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 555 2,331 SH   DFND 4 2,331 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,990 8,356 SH   SOLE 8,356 0 0
FLOWERS FOODS INC COM 343498101 574 23,607 SH   SOLE 23,607 0 0
FLOWSERVE CORP COM 34354P105 353 12,936 SH   SOLE 12,936 0 0
FOOT LOCKER INC COM 344849104 246 7,449 SH   SOLE 7,449 0 0
FORD MTR CO DEL COM 345370860 4,541 681,838 SH   SOLE 681,838 0 0
FORD MTR CO DEL COM 345370860 723 108,539 SH   DFND 4 108,539 0 0
FORTINET INC COM 34959E109 2,063 17,513 SH   SOLE 17,513 0 0
FORTIS INC COM 349553107 312 7,636 SH   DFND 3 7,636 0 0
FORTIS INC COM 349553107 200,660 4,908,492 SH   SOLE 4,906,320 0 0
FORTIVE CORP COM 34959J108 718 9,417 SH   DFND 4 9,417 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31,331 312,720 SH   SOLE 312,720 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 355 4,105 SH   DFND 4 4,105 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,858 21,476 SH   SOLE 3,531 0 0
FOX CORP CL A COM 35137L105 266 9,557 SH   DFND 4 9,557 0 0
FOX CORP CL A COM 35137L105 951 34,161 SH   SOLE 34,161 0 0
FOX CORP CL B COM 35137L204 5,051 180,571 SH   SOLE 180,571 0 0
FRANCO NEV CORP COM 351858105 223,917 1,602,568 SH   SOLE 1,601,680 0 0
FRANKLIN RESOURCES INC COM 354613101 1,067 52,426 SH   SOLE 52,426 0 0
FREEPORT-MCMORAN INC CL B 35671D857 641 40,964 SH   DFND 4 40,964 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,247 143,616 SH   SOLE 150,844 0 0
FRONTDOOR INC COM 35905A109 4,025 103,439 SH   SOLE 103,368 0 0
FTI CONSULTING INC COM 302941109 513 4,840 SH   SOLE 4,840 0 0
GALLAGHER ARTHUR J & CO COM 363576109 572 5,422 SH   DFND 4 5,422 0 0
GALLAGHER ARTHUR J & CO COM 363576109 16,186 153,304 SH   SOLE 153,304 0 0
GAP INC COM 364760108 348 20,425 SH   SOLE 20,425 0 0
GARMIN LTD SHS H2906T109 445 4,692 SH   DFND 4 4,692 0 0
GARTNER INC COM 366651107 2,962 23,709 SH   SOLE 23,709 0 0
GARTNER INC COM 366651107 322 2,575 SH   DFND 4 2,575 0 0
GCI LIBERTY INC COM CLASS A 36164V305 12,695 154,890 SH   SOLE 154,890 0 0
GENERAC HLDGS INC COM 368736104 3,344 17,271 SH   SOLE 17,271 0 0
GENERAL DYNAMICS CORP COM 369550108 209 1,510 SH   DFND 1,510 0 0
GENERAL DYNAMICS CORP COM 369550108 1,032 7,457 SH   DFND 4 7,457 0 0
GENERAL DYNAMICS CORP COM 369550108 5,413 39,102 SH   SOLE 39,102 0 0
GENERAL ELECTRIC CO COM 369604103 1,516 243,346 SH   DFND 4 243,346 0 0
GENERAL ELECTRIC CO COM 369604103 34,652 5,562,075 SH   SOLE 5,562,075 0 0
GENERAL MLS INC COM 370334104 1,211 19,633 SH   DFND 4 19,633 0 0
GENERAL MLS INC COM 370334104 7,074 114,689 SH   SOLE 114,644 0 0
GENERAL MTRS CO COM 37045V100 1,051 35,518 SH   DFND 4 35,518 0 0
GENERAL MTRS CO COM 37045V100 18,499 625,180 SH   SOLE 633,765 0 0
GENPACT LIMITED SHS G3922B107 14,295 367,000 SH   SOLE 367,000 0 0
GENTEX CORP COM 371901109 3,638 141,282 SH   SOLE 141,282 0 0
GENUINE PARTS CO COM 372460105 1,602 16,836 SH   SOLE 16,836 0 0
GENUINE PARTS CO COM 372460105 446 4,690 SH   DFND 4 4,690 0 0
GERDAU SA SPON ADR REP PFD 373737105 50 13,514 SH   DFND 5 13,514 0 0
GILDAN ACTIVEWEAR INC COM 375916103 31,937 1,620,808 SH   SOLE 1,619,881 0 0
GILEAD SCIENCES INC COM 375558103 2,560 40,514 SH   DFND 4 40,514 0 0
GILEAD SCIENCES INC COM 375558103 42,902 678,931 SH   SOLE 675,446 0 0
GLACIER BANCORP INC NEW COM 37637Q105 522 16,288 SH   SOLE 16,205 0 0
GLOBAL PMTS INC COM 37940X102 1,489 8,384 SH   DFND 4 8,384 0 0
GLOBAL PMTS INC COM 37940X102 4,363 24,568 SH   SOLE 24,595 0 0
GLOBE LIFE INC COM 37959E102 3,927 49,149 SH   SOLE 49,149 0 0
GODADDY INC CL A 380237107 26,233 345,302 SH   SOLE 345,302 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA EME 381430206 1,839 56,082 SH   DFND 56,082 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,931 9,607 SH   DFND 4 9,607 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 70,345 347,720 SH   SOLE 458,720 0 0
GRACO INC COM 384109104 626 10,207 SH   SOLE 10,207 0 0
GRAHAM HLDGS CO COM CL B 384637104 6,080 15,045 SH   SOLE 15,045 0 0
GRAINGER W W INC COM 384802104 428 1,199 SH   DFND 4 1,199 0 0
GRAINGER W W INC COM 384802104 1,642 4,602 SH   SOLE 4,602 0 0
GRANA Y MONTERO S A A SPONSORED ADS 38500P208 7,058 3,109,251 SH   DFND 5 3,109,251 0 0
GRAND CANYON ED INC COM 38526M106 483 6,039 SH   SOLE 6,007 0 0
GRUBHUB INC COM 400110102 53,307 737,000 SH   SOLE 737,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 518 4,971 SH   SOLE 4,945 0 0
HAEMONETICS CORP COM 405024100 5,165 59,200 SH   SOLE 59,200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 461 13,436 SH   SOLE 13,436 0 0
HALLIBURTON CO COM 406216101 237 19,634 SH   SOLE 19,634 0 0
HALLIBURTON CO COM 406216101 308 25,567 SH   DFND 4 25,567 0 0
HANESBRANDS INC COM 410345102 164 10,401 SH   DFND 4 10,401 0 0
HANESBRANDS INC COM 410345102 1,405 89,192 SH   SOLE 89,192 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 11,966 7,493,000 PRN   DFND 0 7,493,000 0
HANOVER INS GROUP INC COM 410867105 10,744 115,300 SH   SOLE 115,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 416 11,291 SH   DFND 4 11,291 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 31,608 857,506 SH   SOLE 857,506 0 0
HASBRO INC COM 418056107 334 4,036 SH   DFND 4 4,036 0 0
HASBRO INC COM 418056107 1,530 18,492 SH   SOLE 18,765 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 425 12,792 SH   SOLE 12,792 0 0
HCA HEALTHCARE INC COM 40412C101 90,271 724,018 SH   SOLE 724,054 0 0
HCA HEALTHCARE INC COM 40412C101 916 7,347 SH   DFND 4 7,347 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,557 62,000 SH   SOLE 62,000 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 277 5,554 SH   DFND 5,554 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 565 21,732 SH   SOLE 21,618 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 398 14,649 SH   DFND 4 14,649 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 1,671 61,549 SH   SOLE 53,509 0 0
HELEN OF TROY LTD COM G4388N106 530 2,739 SH   SOLE 2,725 0 0
HELMERICH & PAYNE INC COM 423452101 1,781 121,549 SH   SOLE 121,549 0 0
HENRY JACK & ASSOC INC COM 426281101 368 2,262 SH   DFND 4 2,262 0 0
HENRY JACK & ASSOC INC COM 426281101 1,239 7,618 SH   SOLE 7,618 0 0
HENRY SCHEIN INC COM 806407102 241 4,094 SH   DFND 4 4,094 0 0
HENRY SCHEIN INC COM 806407102 834 14,190 SH   SOLE 14,190 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 14,695 315,000 SH   SOLE 315,000 0 0
HERSHEY CO COM 427866108 684 4,774 SH   DFND 4 4,774 0 0
HERSHEY CO COM 427866108 2,100 14,653 SH   SOLE 14,653 0 0
HESS CORP COM 42809H107 305 7,442 SH   DFND 4 7,442 0 0
HESS CORP COM 42809H107 1,004 24,530 SH   SOLE 24,513 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 347 37,017 SH   DFND 4 37,017 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,414 150,949 SH   SOLE 150,186 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 652 7,644 SH   DFND 4 7,644 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,354 27,591 SH   SOLE 27,591 0 0
HOLLYFRONTIER CORP COM 436106108 11,311 573,852 SH   SOLE 573,852 0 0
HOLOGIC INC COM 436440101 490 7,375 SH   DFND 4 7,375 0 0
HOLOGIC INC COM 436440101 4,719 71,000 SH   SOLE 71,000 0 0
HOME DEPOT INC COM 437076102 13,350 48,072 SH   DFND 48,072 0 0
HOME DEPOT INC COM 437076102 662 2,384 SH   DFND 3 2,384 0 0
HOME DEPOT INC COM 437076102 9,650 34,749 SH   DFND 4 34,749 0 0
HOME DEPOT INC COM 437076102 137,278 494,321 SH   SOLE 494,321 0 0
HONEYWELL INTL INC COM 438516106 597 3,627 SH   DFND 3 3,627 0 0
HONEYWELL INTL INC COM 438516106 3,728 22,645 SH   DFND 4 22,645 0 0
HONEYWELL INTL INC COM 438516106 19,384 117,757 SH   SOLE 117,757 0 0
HORMEL FOODS CORP COM 440452100 389 7,960 SH   DFND 4 7,960 0 0
HORMEL FOODS CORP COM 440452100 3,705 75,791 SH   SOLE 75,791 0 0
HOST HOTELS & RESORTS INC COM 44107P104 756 70,103 SH   SOLE 90,233 0 0
HOST HOTELS & RESORTS INC COM 44107P104 223 20,621 SH   DFND 4 20,621 0 0
HOWMET AEROSPACE INC COM 443201108 180 10,776 SH   DFND 4 10,776 0 0
HOWMET AEROSPACE INC COM 443201108 652 39,017 SH   SOLE 39,017 0 0
HP INC COM 40434L105 851 44,822 SH   DFND 4 44,822 0 0
HP INC COM 40434L105 14,550 766,197 SH   SOLE 767,261 0 0
HUBBELL INC COM 443510607 7,975 58,279 SH   SOLE 58,279 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 2,973 964,000 PRN   DFND 0 964,000 0
HUMANA INC COM 444859102 1,529 3,694 SH   DFND 4 3,694 0 0
HUMANA INC COM 444859102 21,928 52,981 SH   SOLE 52,981 0 0
HUNT J B TRANS SVCS INC COM 445658107 292 2,314 SH   DFND 4 2,314 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,562 12,359 SH   SOLE 12,359 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,148 125,169 SH   SOLE 125,169 0 0
HUNTINGTON BANCSHARES INC COM 446150104 300 32,738 SH   DFND 4 32,738 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 566 4,024 SH   SOLE 4,024 0 0
IAA INC COM 449253103 12,313 236,479 SH   SOLE 236,479 0 0
IAC INTERACTIVECORP NEW COM 44891N109 22,296 186,144 SH   SOLE 186,144 0 0
ICICI BANK LIMITED ADR 45104G104 112 11,394 SH   DFND 3 11,394 0 0
ICU MED INC COM 44930G107 528 2,889 SH   SOLE 2,874 0 0
IDACORP INC COM 451107106 4,851 60,718 SH   SOLE 60,718 0 0
IDEX CORP COM 45167R104 382 2,094 SH   DFND 4 2,094 0 0
IDEX CORP COM 45167R104 1,424 7,804 SH   SOLE 7,804 0 0
IDEXX LABS INC COM 45168D104 923 2,347 SH   DFND 4 2,347 0 0
IDEXX LABS INC COM 45168D104 46,497 118,279 SH   SOLE 118,553 0 0
IHS MARKIT LTD SHS G47567105 28,086 357,735 SH   SOLE 357,735 0 0
IHS MARKIT LTD SHS G47567105 815 10,383 SH   DFND 4 10,383 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,577 28,865 SH   SOLE 28,865 0 0
ILLINOIS TOOL WKS INC COM 452308109 357 1,848 SH   DFND 1,848 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,807 9,350 SH   DFND 4 9,350 0 0
ILLUMINA INC COM 452327109 1,267 4,099 SH   DFND 4 4,099 0 0
ILLUMINA INC COM 452327109 12,126 39,233 SH   SOLE 39,233 0 0
IMMUNOMEDICS INC COM 452907108 36,706 431,684 SH   SOLE 431,684 0 0
IMPERIAL OIL LTD COM NEW 453038408 26,094 2,180,017 SH   SOLE 2,178,815 0 0
INCYTE CORP COM 45337C102 466 5,193 SH   DFND 4 5,193 0 0
INCYTE CORP COM 45337C102 2,188 24,379 SH   SOLE 24,348 0 0
INFOSYS LTD SPONSORED ADR 456788108 153 11,066 SH   DFND 11,066 0 0
INGERSOLL RAND INC COM 45687V106 1,205 33,860 SH   SOLE 33,220 0 0
INGERSOLL RAND INC COM 45687V106 359 10,095 SH   DFND 4 10,095 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 43,329 15,542,000 PRN   DFND 0 15,542,000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,561 96,600 SH   SOLE 96,600 0 0
INTEL CORP COM 458140100 214 4,115 SH   DFND 4,115 0 0
INTEL CORP COM 458140100 443 8,555 SH   DFND 3 8,555 0 0
INTEL CORP COM 458140100 7,080 136,733 SH   DFND 4 136,733 0 0
INTEL CORP COM 458140100 59,620 1,151,415 SH   SOLE 1,151,415 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 520 10,757 SH   SOLE 10,702 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,582 15,810 SH   DFND 0 15,810 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,519 15,181 SH   DFND 4 15,181 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 56,700 566,712 SH   SOLE 566,635 0 0
INTERCORP FINL SVCS INC SHS P5626F128 301 13,025 SH   DFND 5 13,025 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,483 28,625 SH   DFND 4 28,625 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 82,651 679,307 SH   SOLE 679,324 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,301 10,628 SH   SOLE 10,628 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 369 3,010 SH   DFND 4 3,010 0 0
INTERNATIONAL PAPER CO COM 460146103 493 12,173 SH   DFND 4 12,173 0 0
INTERNATIONAL PAPER CO COM 460146103 9,821 242,243 SH   SOLE 242,243 0 0
INTERPUBLIC GROUP COS INC COM 460690100 217 12,993 SH   DFND 4 12,993 0 0
INTUIT COM 461202103 2,365 7,251 SH   DFND 4 7,251 0 0
INTUIT COM 461202103 38,259 117,284 SH   SOLE 117,284 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 8,966 12,636 SH   DFND 12,636 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,313 3,260 SH   DFND 4 3,260 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7,257 10,227 SH   SOLE 10,204 0 0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500 46137V597 301 2,573 SH   DFND 2,573 0 0
INVESCO LTD SHS G491BT108 427 37,426 SH   SOLE 37,426 0 0
INVESCO LTD SHS G491BT108 121 10,619 SH   DFND 4 10,619 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 57,374 206,500 SH   SOLE 206,500 0 0
IPG PHOTONICS CORP COM 44980X109 603 3,547 SH   SOLE 3,547 0 0
IQVIA HLDGS INC COM 46266C105 824 5,230 SH   DFND 4 5,230 0 0
IQVIA HLDGS INC COM 46266C105 2,139 13,570 SH   SOLE 13,600 0 0
IRON MTN INC NEW COM 46284V101 216 8,063 SH   DFND 4 8,063 0 0
IRON MTN INC NEW COM 46284V101 984 36,744 SH   SOLE 36,963 0 0
ISHARES INC JP MRG EM CRP BD 464286251 282 5,453 SH   DFND 3 5,453 0 0
ISHARES INC EM MKTS DIV ETF 464286319 754 25,041 SH   DFND 25,041 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 19,372 700,362 SH   DFND 5 700,362 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 17,817 650,000 SH Put DFND 650,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,426 160,000 SH   SOLE 160,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 371 13,400 SH   DFND 13,400 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,192 151,500 SH Call DFND 151,500 0 0
ISHARES INC MSCI CDA ETF 464286509 1,897 69,208 SH   DFND 5 69,208 0 0
ISHARES INC MSCI EMERG MRKT 464286533 405 7,332 SH   DFND 7,332 0 0
ISHARES INC MSCI EURZONE ETF 464286608 1,145 30,200 SH   DFND 30,200 0 0
ISHARES INC MSCI EURZONE ETF 464286608 23,058 608,070 SH   DFND 5 608,070 0 0
ISHARES INC MSCI CHILE ETF 464286640 524 21,772 SH   DFND 21,772 0 0
ISHARES INC MSCI FRANCE ETF 464286707 475 17,000 SH   DFND 17,000 0 0
ISHARES INC MSCI FRANCE ETF 464286707 3,389 121,296 SH   DFND 5 121,296 0 0
ISHARES INC MSCI GERMANY ETF 464286806 1,353 46,447 SH   DFND 5 46,447 0 0
ISHARES INC MSCI GERMANY ETF 464286806 545 18,700 SH   DFND 18,700 0 0
ISHARES INC CORE MSCI EMKT 46434G103 219,556 4,158,258 SH   DFND 5 4,158,258 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 168,026 2,844,524 SH   DFND 5 2,844,524 0 0
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 165 15,349 SH   DFND 3 15,349 0 0
ISHARES SILVER TR ISHARES 46428Q109 965 44,600 SH   SOLE 44,600 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 415 1,552 SH   DFND 3 1,552 0 0
ISHARES TR TIPS BD ETF 464287176 10,752 85,000 SH   SOLE 85,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 294 6,995 SH   DFND 6,995 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 14,194 337,953 SH   DFND 5 337,953 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,151 6,400 SH   DFND 6,400 0 0
ISHARES TR CORE S&P500 ETF 464287200 514 1,529 SH   DFND 3 1,529 0 0
ISHARES TR CORE S&P500 ETF 464287200 221,339 658,629 SH   DFND 5 658,629 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,466 29,358 SH   DFND 3 29,358 0 0
ISHARES TR CORE US AGGBD ET 464287226 247,336 2,095,000 SH   SOLE 2,095,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,658 37,605 SH   DFND 5 37,605 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 25,131 570,000 SH Call DFND 570,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 48,499 1,100,000 SH Put DFND 1,100,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,036 23,500 SH   DFND 23,500 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,583 19,175 SH   DFND 3 19,175 0 0
ISHARES TR IBOXX INV CP ETF 464287242 260,314 1,932,400 SH   SOLE 1,932,400 0 0
ISHARES TR GLOBAL TECH ETF 464287291 1,622 6,150 SH   DFND 6,150 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 1,226 5,306 SH   DFND 3 5,306 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 395 5,500 SH   DFND 3 5,500 0 0
ISHARES TR LATN AMER 40 ETF 464287390 310 14,700 SH   DFND 14,700 0 0
ISHARES TR 20 YR TR BD ETF 464287432 19,591 120,000 SH   SOLE 120,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,457 180,000 SH Put DFND 180,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 52,372 822,819 SH   SOLE 820,819 0 0
ISHARES TR RUS MD CP GR ETF 464287481 629 3,640 SH   DFND 3,640 0 0
ISHARES TR RUS MID CAP ETF 464287499 7,452 129,875 SH   SOLE 129,875 0 0
ISHARES TR NASDAQ BIOTECH 464287556 294 2,171 SH   DFND 5 2,171 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,139 20,231 SH   DFND 3 20,231 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 645 2,578 SH   DFND 2,578 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 49,087 327,705 SH   SOLE 327,705 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 27,711 185,000 SH Call DFND 185,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 101,857 680,000 SH Put DFND 680,000 0 0
ISHARES TR U.S. TECH ETF 464287721 696 2,312 SH   DFND 3 2,312 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,248 11,000 SH   DFND 11,000 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 283 1,896 SH   DFND 1,896 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,602 20,754 SH   DFND 20,754 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 401,532 5,203,214 SH   DFND 5 5,203,214 0 0
ISHARES TR MSCI ACWI ETF 464288257 3,357 42,000 SH   DFND 42,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 99,900 1,250,000 SH   SOLE 1,250,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 450 4,058 SH   DFND 3 4,058 0 0
ISHARES TR JPMORGAN USD EMG 464288281 201,883 1,820,570 SH   DFND 5 1,820,570 0 0
ISHARES TR JPMORGAN USD EMG 464288281 110,890 1,000,000 SH   SOLE 1,000,000 0 0
ISHARES TR NATIONAL MUN ETF 464288414 8,579 74,000 SH   SOLE 74,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 389 15,596 SH   DFND 15,596 0 0
ISHARES TR IBOXX HI YD ETF 464288513 54,111 644,946 SH   DFND 5 644,946 0 0
ISHARES TR IBOXX HI YD ETF 464288513 83,900 1,000,000 SH   SOLE 1,000,000 0 0
ISHARES TR ISHS 5-10YR INVT 464288638 6,507 107,000 SH   SOLE 107,000 0 0
ISHARES TR SHORT TREAS BD 464288679 9,043 81,642 SH   SOLE 81,642 0 0
ISHARES TR SHORT TREAS BD 464288679 16,594 149,901 SH   DFND 149,901 0 0
ISHARES TR 10+ YR INVST GRD 464289511 2,971 42,200 SH   SOLE 42,200 0 0
ISHARES TR MSCI PERU ETF 464289842 4,317 146,336 SH   DFND 5 146,336 0 0
ISHARES TR MSCI INDIA ETF 46429B598 339 10,012 SH   DFND 5 10,012 0 0
ISHARES TR MSCI CHINA ETF 46429B671 2,558 34,485 SH   DFND 34,485 0 0
ISHARES TR MSCI CHINA ETF 46429B671 85,925 1,158,487 SH   DFND 5 1,158,487 0 0
ISHARES TR MSCI CHINA ETF 46429B671 74,170 1,000,000 SH   SOLE 1,000,000 0 0
ISHARES TR MSCI EAFE MIN VL 46429B689 201 2,952 SH   DFND 2,952 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 1,786 28,030 SH   DFND 28,030 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 263 4,127 SH   DFND 3 4,127 0 0
ISHARES TR CORE MSCI EAFE 46432F842 816 13,531 SH   DFND 13,531 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 254 4,873 SH   DFND 3 4,873 0 0
ISHARES TR MSCI USA MULTIFT 46434V282 1,243 37,429 SH   DFND 37,429 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 123 30,905 SH   DFND 5 30,905 0 0
ITT INC COM 45073V108 11,999 203,200 SH   SOLE 203,200 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,728 1,511,000 PRN   DFND 0 1,511,000 0
JACOBS ENGR GROUP INC COM 469814107 349 3,766 SH   DFND 4 3,766 0 0
JACOBS ENGR GROUP INC COM 469814107 1,201 12,943 SH   SOLE 12,943 0 0
JOHNSON & JOHNSON COM 478160104 6,423 43,142 SH   DFND 43,142 0 0
JOHNSON & JOHNSON COM 478160104 687 4,614 SH   DFND 3 4,614 0 0
JOHNSON & JOHNSON COM 478160104 12,371 83,096 SH   DFND 4 83,096 0 0
JOHNSON & JOHNSON COM 478160104 214,289 1,439,339 SH   SOLE 1,439,320 0 0
JOHNSON CTLS INTL PLC SHS G51502105 978 23,936 SH   DFND 4 23,936 0 0
JONES LANG LASALLE INC COM 48020Q107 1,537 16,072 SH   SOLE 16,203 0 0
JPMORGAN CHASE & CO COM 46625H100 5,293 54,981 SH   DFND 54,981 0 0
JPMORGAN CHASE & CO COM 46625H100 625 6,492 SH   DFND 3 6,492 0 0
JPMORGAN CHASE & CO COM 46625H100 8,194 85,116 SH   DFND 4 85,116 0 0
JPMORGAN CHASE & CO COM 46625H100 127,988 1,329,471 SH   SOLE 1,329,471 0 0
JPMORGAN CHASE & CO COM 46625H100 36,775 382,000 SH Call DFND 382,000 0 0
JPMORGAN CHASE & CO COM 46625H100 23,153 240,500 SH Put DFND 240,500 0 0
JUNIPER NETWORKS INC COM 48203R104 233 10,843 SH   DFND 4 10,843 0 0
JUNIPER NETWORKS INC COM 48203R104 927 43,132 SH   SOLE 42,473 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 474 2,621 SH   DFND 4 2,621 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,720 9,512 SH   SOLE 9,512 0 0
KELLOGG CO COM 487836108 529 8,188 SH   DFND 4 8,188 0 0
KELLOGG CO COM 487836108 2,397 37,115 SH   SOLE 37,115 0 0
KEYCORP COM 493267108 1,157 97,014 SH   SOLE 97,014 0 0
KEYCORP COM 493267108 373 31,248 SH   DFND 4 31,248 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 498 5,040 SH   DFND 4 5,040 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,394 24,238 SH   SOLE 24,208 0 0
KIMBERLY CLARK CORP COM 494368103 1,629 11,032 SH   DFND 4 11,032 0 0
KIMBERLY CLARK CORP COM 494368103 5,157 34,919 SH   SOLE 34,919 0 0
KIMCO RLTY CORP COM 49446R109 131 11,592 SH   DFND 4 11,592 0 0
KIMCO RLTY CORP COM 49446R109 484 42,974 SH   SOLE 59,890 0 0
KINDER MORGAN INC DEL COM 49456B101 670 54,330 SH   DFND 4 54,330 0 0
KINDER MORGAN INC DEL COM 49456B101 2,606 211,345 SH   SOLE 208,115 0 0
KINROSS GOLD CORP COM 496902404 137,606 15,595,752 SH   SOLE 15,591,720 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 105,612 2,163,735 SH   SOLE 2,162,788 0 0
KLA CORP COM NEW 482480100 832 4,296 SH   DFND 4 4,296 0 0
KLA CORP COM NEW 482480100 3,020 15,587 SH   SOLE 15,587 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 481 11,823 SH   SOLE 11,823 0 0
KRAFT HEINZ CO COM 500754106 507 16,927 SH   DFND 4 16,927 0 0
KRAFT HEINZ CO COM 500754106 1,929 64,408 SH   SOLE 64,408 0 0
KROGER CO COM 501044101 738 21,763 SH   DFND 4 21,763 0 0
KROGER CO COM 501044101 3,187 93,982 SH   SOLE 93,982 0 0
L BRANDS INC COM 501797104 210 6,603 SH   DFND 4 6,603 0 0
L BRANDS INC COM 501797104 26,698 839,303 SH   SOLE 839,303 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 5,751 33,860 SH   SOLE 33,860 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,017 5,989 SH   DFND 4 5,989 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 515 2,733 SH   DFND 4 2,733 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 11,986 63,661 SH   SOLE 63,687 0 0
LAM RESEARCH CORP COM 512807108 1,349 4,067 SH   DFND 4 4,067 0 0
LAM RESEARCH CORP COM 512807108 4,831 14,563 SH   SOLE 14,563 0 0
LAMB WESTON HLDGS INC COM 513272104 272 4,098 SH   DFND 4 4,098 0 0
LANDSTAR SYS INC COM 515098101 539 4,299 SH   SOLE 4,299 0 0
LAS VEGAS SANDS CORP COM 517834107 435 9,328 SH   DFND 4 9,328 0 0
LAS VEGAS SANDS CORP COM 517834107 1,746 37,414 SH   SOLE 37,414 0 0
LAUDER ESTEE COS INC CL A 518439104 7,687 35,221 SH   DFND 35,221 0 0
LAUDER ESTEE COS INC CL A 518439104 1,368 6,268 SH   DFND 4 6,268 0 0
LAUDER ESTEE COS INC CL A 518439104 4,929 22,582 SH   SOLE 22,582 0 0
LEGGETT & PLATT INC COM 524660107 796 19,338 SH   SOLE 19,338 0 0
LEIDOS HOLDINGS INC COM 525327102 14,779 165,780 SH   SOLE 165,780 0 0
LEIDOS HOLDINGS INC COM 525327102 338 3,790 SH   DFND 4 3,790 0 0
LENNAR CORP CL A 526057104 623 7,628 SH   DFND 4 7,628 0 0
LENNAR CORP CL A 526057104 2,250 27,549 SH   SOLE 27,549 0 0
LENNAR CORP CL B 526057302 1,729 26,327 SH   SOLE 26,327 0 0
LENNOX INTL INC COM 526107107 524 1,921 SH   SOLE 1,921 0 0
LEXINGTON REALTY TRUST COM 529043101 520 49,786 SH   SOLE 49,786 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 5,440 150,000 SH   SOLE 150,000 0 0
LILLY ELI & CO COM 532457108 3,280 22,160 SH   DFND 4 22,160 0 0
LILLY ELI & CO COM 532457108 156,018 1,054,033 SH   SOLE 1,054,033 0 0
LINDE PLC SHS G5494J103 3,501 14,702 SH   DFND 4 14,702 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3,750 430,000 SH   SOLE 430,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 223 4,136 SH   DFND 4 4,136 0 0
LKQ CORP COM 501889208 662 23,884 SH   SOLE 23,884 0 0
LKQ CORP COM 501889208 217 7,814 SH   DFND 4 7,814 0 0
LOCKHEED MARTIN CORP COM 539830109 4,476 11,678 SH   DFND 11,678 0 0
LOCKHEED MARTIN CORP COM 539830109 225 587 SH   DFND 3 587 0 0
LOCKHEED MARTIN CORP COM 539830109 3,060 7,983 SH   DFND 4 7,983 0 0
LOCKHEED MARTIN CORP COM 539830109 91,161 237,845 SH   SOLE 237,845 0 0
LOEWS CORP COM 540424108 232 6,688 SH   DFND 4 6,688 0 0
LOEWS CORP COM 540424108 719 20,680 SH   SOLE 20,680 0 0
LOWES COS INC COM 548661107 3,490 21,044 SH   DFND 4 21,044 0 0
LOWES COS INC COM 548661107 79,698 480,515 SH   SOLE 480,515 0 0
LPL FINL HLDGS INC COM 50212V100 2,215 28,893 SH   SOLE 28,981 0 0
LULULEMON ATHLETICA INC COM 550021109 475 1,443 SH   SOLE 1,443 0 0
LUMEN TECHNOLOGIES INC COM 156700106 287 28,422 SH   DFND 4 28,422 0 0
LUMEN TECHNOLOGIES INC COM 156700106 13,704 1,358,137 SH   SOLE 1,358,137 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 591 8,385 SH   DFND 4 8,385 0 0
M & T BK CORP COM 55261F104 374 4,064 SH   DFND 4 4,064 0 0
M & T BK CORP COM 55261F104 1,174 12,751 SH   SOLE 12,751 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,364 87,900 SH   SOLE 88,069 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 5,116 34,000 SH   SOLE 34,000 0 0
MAGNA INTL INC COM 559222401 126,664 2,768,391 SH   SOLE 2,767,404 0 0
MANPOWERGROUP INC COM 56418H100 7,179 97,899 SH   SOLE 101,058 0 0
MANULIFE FINL CORP COM 56501R106 367,006 26,389,949 SH   SOLE 26,382,413 0 0
MARATHON OIL CORP COM 565849106 90 22,023 SH   DFND 4 22,023 0 0
MARATHON OIL CORP COM 565849106 229 55,954 SH   SOLE 55,954 0 0
MARATHON PETE CORP COM 56585A102 60,293 2,054,991 SH   SOLE 2,053,552 0 0
MARATHON PETE CORP COM 56585A102 614 20,914 SH   DFND 4 20,914 0 0
MARKEL CORP COM 570535104 9,258 9,508 SH   SOLE 9,508 0 0
MARKETAXESS HLDGS INC COM 57060D108 519 1,077 SH   DFND 4 1,077 0 0
MARKETAXESS HLDGS INC COM 57060D108 30,532 63,398 SH   SOLE 63,409 0 0
MARRIOTT INTL INC NEW CL A 571903202 690 7,452 SH   DFND 4 7,452 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,447 26,433 SH   SOLE 26,433 0 0
MARSH & MCLENNAN COS INC COM 571748102 415 3,619 SH   DFND 3 3,619 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,623 14,154 SH   DFND 4 14,154 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,832 50,848 SH   SOLE 50,848 0 0
MARTIN MARIETTA MATLS INC COM 573284106 415 1,765 SH   DFND 4 1,765 0 0
MARTIN MARIETTA MATLS INC COM 573284106 8,988 38,190 SH   SOLE 38,190 0 0
MASCO CORP COM 574599106 412 7,467 SH   DFND 4 7,467 0 0
MASCO CORP COM 574599106 1,480 26,854 SH   SOLE 26,854 0 0
MASTERCARD INCORPORATED CL A 57636Q104 11,403 33,720 SH   DFND 33,720 0 0
MASTERCARD INCORPORATED CL A 57636Q104 8,349 24,688 SH   DFND 4 24,688 0 0
MASTERCARD INCORPORATED CL A 57636Q104 155,242 459,067 SH   SOLE 459,067 0 0
MATCH GROUP INC NEW COM 57667L107 13,591 122,825 SH   SOLE 122,825 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 572 8,456 SH   DFND 4 8,456 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 41,038 606,978 SH   SOLE 606,978 0 0
MAXIMUS INC COM 577933104 483 7,061 SH   SOLE 7,061 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,445 12,598 SH   SOLE 12,598 0 0
MCCORMICK & CO INC COM NON VTG 579780206 678 3,491 SH   DFND 4 3,491 0 0
MCDONALDS CORP COM 580135101 5,270 24,011 SH   DFND 4 24,011 0 0
MCDONALDS CORP COM 580135101 73,624 335,434 SH   SOLE 335,434 0 0
MCKESSON CORP COM 58155Q103 675 4,531 SH   DFND 4 4,531 0 0
MCKESSON CORP COM 58155Q103 2,490 16,722 SH   SOLE 16,722 0 0
MDU RES GROUP INC COM 552690109 3,700 164,462 SH   SOLE 164,462 0 0
MEDTRONIC PLC SHS G5960L103 3,897 37,503 SH   DFND 4 37,503 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 184 11,050 SH   DFND 4 11,050 0 0
MERCADOLIBRE INC COM 58733R102 632 584 SH   DFND 584 0 0
MERCK & CO. INC COM 58933Y105 6,769 81,600 SH   DFND 4 81,600 0 0
MERCK & CO. INC COM 58933Y105 148,807 1,793,939 SH   SOLE 1,793,939 0 0
MERCURY SYS INC COM 589378108 584 7,540 SH   SOLE 7,540 0 0
METLIFE INC COM 59156R108 791 21,269 SH   DFND 4 21,269 0 0
METLIFE INC COM 59156R108 42,195 1,135,188 SH   SOLE 1,135,188 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 638 661 SH   DFND 4 661 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,352 2,435 SH   SOLE 2,435 0 0
MGIC INVT CORP WIS COM 552848103 51,961 5,864,729 SH   SOLE 5,864,729 0 0
MGM RESORTS INTERNATIONAL COM 552953101 249 11,458 SH   DFND 4 11,458 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 705 6,863 SH   DFND 4 6,863 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,739 16,926 SH   SOLE 16,926 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 10,366 4,662,000 PRN   DFND 0 4,662,000 0
MICRON TECHNOLOGY INC COM 595112103 1,454 30,954 SH   DFND 4 30,954 0 0
MICRON TECHNOLOGY INC COM 595112103 4,149 88,360 SH   SOLE 88,360 0 0
MICROSOFT CORP COM 594918104 1,106 5,258 SH   DFND 3 5,258 0 0
MICROSOFT CORP COM 594918104 44,403 211,110 SH   DFND 4 211,110 0 0
MICROSOFT CORP COM 594918104 22,395 106,475 SH   DFND 106,475 0 0
MICROSOFT CORP COM 594918104 1,147,627 5,456,322 SH   SOLE 5,457,022 0 0
MID-AMER APT CMNTYS INC COM 59522J103 368 3,170 SH   DFND 4 3,170 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1,318 11,367 SH   SOLE 11,367 0 0
MIDDLEBY CORP COM 596278101 268,639 2,994,529 SH   SOLE 2,994,529 0 0
MODERNA INC COM 60770K107 576 8,146 SH   SOLE 8,105 0 0
MOHAWK INDS INC COM 608190104 13,561 138,955 SH   SOLE 138,955 0 0
MOLINA HEALTHCARE INC COM 60855R100 13,943 76,174 SH   SOLE 64,174 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 846 25,206 SH   SOLE 25,015 0 0
MONDELEZ INTL INC CL A 609207105 2,287 39,817 SH   DFND 4 39,817 0 0
MONDELEZ INTL INC CL A 609207105 65,706 1,158,004 SH   SOLE 311,604 0 0
MONGODB INC CL A 60937P106 579 2,503 SH   SOLE 2,490 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,014 25,117 SH   SOLE 25,027 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 830 10,355 SH   DFND 4 10,355 0 0
MOODYS CORP COM 615369105 1,303 4,496 SH   DFND 4 4,496 0 0
MOODYS CORP COM 615369105 7,801 26,915 SH   SOLE 26,915 0 0
MORGAN STANLEY COM NEW 617446448 1,620 33,504 SH   DFND 4 33,504 0 0
MORGAN STANLEY COM NEW 617446448 14,885 307,596 SH   SOLE 307,396 0 0
MORGAN STANLEY COM NEW 617446448 19,330 399,800 SH Call DFND 399,800 0 0
MORGAN STANLEY COM NEW 617446448 17,019 352,000 SH Put DFND 352,000 0 0
MORNINGSTAR INC COM 617700109 2,543 15,833 SH   SOLE 15,833 0 0
MOSAIC CO NEW COM 61945C103 185 10,120 SH   DFND 4 10,120 0 0
MOSAIC CO NEW COM 61945C103 518 28,379 SH   SOLE 34,291 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 744 4,742 SH   DFND 4 4,742 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 47,667 303,977 SH   SOLE 303,977 0 0
MSC INDL DIRECT INC CL A 553530106 2,459 38,859 SH   SOLE 38,859 0 0
MSCI INC COM 55354G100 828 2,322 SH   DFND 4 2,322 0 0
MSCI INC COM 55354G100 3,402 9,534 SH   SOLE 9,519 0 0
MURPHY USA INC COM 626755102 542 4,224 SH   SOLE 4,224 0 0
MYLAN NV SHS EURO N59465109 222 14,953 SH   DFND 4 14,953 0 0
NASDAQ INC COM 631103108 397 3,232 SH   DFND 4 3,232 0 0
NASDAQ INC COM 631103108 20,248 165,010 SH   SOLE 165,010 0 0
NATIONAL FUEL GAS CO N J COM 636180101 711 17,515 SH   SOLE 17,515 0 0
NATIONAL INSTRS CORP COM 636518102 12,199 341,700 SH   SOLE 341,700 0 0
NATIONAL OILWELL VARCO INC COM 637071101 248 27,345 SH   SOLE 27,345 0 0
NATIONAL OILWELL VARCO INC COM 637071101 99 10,873 SH   DFND 4 10,873 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 211 6,122 SH   SOLE 6,122 0 0
NCR CORP NEW COM 62886E108 2,394 108,117 SH   SOLE 108,117 0 0
NETAPP INC COM 64110D104 308 7,033 SH   DFND 4 7,033 0 0
NETAPP INC COM 64110D104 1,185 27,021 SH   SOLE 26,962 0 0
NETEASE INC SPONSORED ADS 64110W102 663 1,458 SH   DFND 1,458 0 0
NETFLIX INC COM 64110L106 6,145 12,289 SH   DFND 4 12,289 0 0
NETFLIX INC COM 64110L106 23,672 47,339 SH   SOLE 47,322 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 489 5,083 SH   SOLE 5,057 0 0
NEW JERSEY RES COM 646025106 396 14,662 SH   SOLE 14,662 0 0
NEW RELIC INC COM 64829B100 6,989 124,000 SH   SOLE 124,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 680 82,174 SH   SOLE 82,174 0 0
NEWELL BRANDS INC COM 651229106 194 11,310 SH   DFND 4 11,310 0 0
NEWELL BRANDS INC COM 651229106 879 51,213 SH   SOLE 51,213 0 0
NEWMARKET CORP COM 651587107 3,246 9,482 SH   SOLE 9,482 0 0
NEWMONT CORP COM 651639106 1,412 22,256 SH   DFND 4 22,256 0 0
NEWMONT CORP COM 651639106 75,081 1,183,308 SH   SOLE 1,183,308 0 0
NEWS CORP NEW CL A 65249B109 156 11,135 SH   DFND 4 11,135 0 0
NEWS CORP NEW CL A 65249B109 542 38,665 SH   SOLE 38,665 0 0
NEWS CORP NEW CL B 65249B208 1,343 96,050 SH   SOLE 96,050 0 0
NEXTERA ENERGY INC COM 65339F101 4,397 15,840 SH   DFND 4 15,840 0 0
NEXTERA ENERGY INC COM 65339F101 30,804 110,983 SH   SOLE 111,253 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 324 5,398 SH   SOLE 6,035 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 143 10,104 SH   DFND 4 10,104 0 0
NIKE INC CL B 654106103 9,527 75,888 SH   DFND 75,888 0 0
NIKE INC CL B 654106103 134,573 1,074,538 SH   SOLE 1,474,838 0 0
NIKE INC CL B 654106103 4,341 34,582 SH   DFND 4 34,582 0 0
NISOURCE INC COM 65473P105 237 10,776 SH   DFND 4 10,776 0 0
NISOURCE INC COM 65473P105 14,254 647,903 SH   SOLE 632,788 0 0
NOBLE ENERGY INC COM 655044105 115 13,467 SH   DFND 4 13,467 0 0
NOBLE ENERGY INC COM 655044105 32,655 3,819,277 SH   SOLE 3,819,277 0 0
NORBORD INC COM NEW 65548P403 622 21,054 SH   SOLE 21,054 0 0
NORFOLK SOUTHN CORP COM 655844108 1,518 7,094 SH   DFND 4 7,094 0 0
NORFOLK SOUTHN CORP COM 655844108 5,458 25,506 SH   SOLE 25,506 0 0
NORTHERN TR CORP COM 665859104 504 6,464 SH   DFND 4 6,464 0 0
NORTHERN TR CORP COM 665859104 1,613 20,683 SH   SOLE 20,683 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,372 4,348 SH   DFND 4 4,348 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,371 17,023 SH   SOLE 17,023 0 0
NORTONLIFELOCK INC COM 668771108 36,635 1,757,895 SH   SOLE 1,757,895 0 0
NORTONLIFELOCK INC COM 668771108 325 15,610 SH   DFND 4 15,610 0 0
NRG ENERGY INC COM NEW 629377508 203 6,596 SH   DFND 4 6,596 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,067 81,183 SH   SOLE 81,281 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 5,005 150,812 SH   SOLE 150,812 0 0
NUCOR CORP COM 670346105 436 9,730 SH   DFND 4 9,730 0 0
NUCOR CORP COM 670346105 1,582 35,258 SH   SOLE 35,258 0 0
NUTRIEN LTD COM 67077M108 263,670 6,725,341 SH   SOLE 6,722,678 0 0
NUVASIVE INC COM 670704105 6,801 140,033 SH   SOLE 140,033 0 0
NVIDIA CORPORATION COM 67066G104 9,301 17,186 SH   DFND 4 17,186 0 0
NVIDIA CORPORATION COM 67066G104 153,050 282,787 SH   SOLE 282,787 0 0
NVIDIA CORPORATION COM 67066G104 19,286 35,634 SH   DFND 35,634 0 0
NVR INC COM 62944T105 408 100 SH   DFND 4 100 0 0
NVR INC COM 62944T105 6,468 1,584 SH   SOLE 1,579 0 0
OCCIDENTAL PETE CORP COM 674599105 253 25,229 SH   DFND 4 25,229 0 0
OCCIDENTAL PETE CORP COM 674599105 932 93,116 SH   SOLE 85,581 0 0
OGE ENERGY CORP COM 670837103 1,811 60,401 SH   SOLE 60,401 0 0
OKTA INC CL A 679295105 432 2,022 SH   SOLE 2,022 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 11,040 2,500,000 PRN   DFND 0 2,500,000 0
OLD DOMINION FREIGHT LINE IN COM 679580100 479 2,649 SH   DFND 4 2,649 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 2,260 12,492 SH   SOLE 12,492 0 0
OLIN CORP COM PAR $1 680665205 590 47,690 SH   SOLE 47,690 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 357 4,084 SH   SOLE 4,084 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 219 7,307 SH   SOLE 7,307 0 0
OMNICOM GROUP INC COM 681919106 1,254 25,339 SH   SOLE 25,339 0 0
OMNICOM GROUP INC COM 681919106 336 6,792 SH   DFND 4 6,792 0 0
ON SEMICONDUCTOR CORP COM 682189105 31,062 1,432,084 SH   SOLE 1,432,084 0 0
ONEOK INC NEW COM 682680103 302 11,639 SH   DFND 4 11,639 0 0
ONEOK INC NEW COM 682680103 24,474 942,023 SH   SOLE 942,023 0 0
OPEN TEXT CORP COM 683715106 96,835 2,291,317 SH   SOLE 2,290,046 0 0
ORACLE CORP COM 68389X105 396 6,625 SH   DFND 6,625 0 0
ORACLE CORP COM 68389X105 3,222 53,968 SH   DFND 4 53,968 0 0
ORACLE CORP COM 68389X105 70,013 1,172,744 SH   SOLE 1,172,693 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 12,467 27,039 SH   SOLE 27,022 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 948 2,056 SH   DFND 4 2,056 0 0
OTIS WORLDWIDE CORP COM 68902V107 40,839 654,268 SH   SOLE 654,268 0 0
OTIS WORLDWIDE CORP COM 68902V107 708 11,347 SH   DFND 4 11,347 0 0
OWENS CORNING NEW COM 690742101 2,271 33,000 SH   SOLE 33,000 0 0
PACCAR INC COM 693718108 970 11,375 SH   DFND 4 11,375 0 0
PACCAR INC COM 693718108 2,966 34,777 SH   SOLE 34,777 0 0
PACKAGING CORP AMER COM 695156109 340 3,117 SH   DFND 4 3,117 0 0
PACKAGING CORP AMER COM 695156109 1,629 14,937 SH   SOLE 14,937 0 0
PALO ALTO NETWORKS INC COM 697435105 2,964 12,110 SH   SOLE 12,110 0 0
PAN AMERN SILVER CORP COM 697900108 9,041 281,250 SH   SOLE 280,730 0 0
PARKER-HANNIFIN CORP COM 701094104 715 3,535 SH   DFND 4 3,535 0 0
PARKER-HANNIFIN CORP COM 701094104 44,096 217,929 SH   SOLE 217,929 0 0
PAYCHEX INC COM 704326107 810 10,160 SH   DFND 4 10,160 0 0
PAYCHEX INC COM 704326107 2,588 32,445 SH   SOLE 32,445 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,515 4,867 SH   SOLE 4,867 0 0
PAYCOM SOFTWARE INC COM 70432V102 417 1,340 SH   DFND 4 1,340 0 0
PAYPAL HLDGS INC COM 70450Y103 6,464 32,808 SH   DFND 4 32,808 0 0
PAYPAL HLDGS INC COM 70450Y103 114,106 579,129 SH   SOLE 579,081 0 0
PEGASYSTEMS INC COM 705573103 8,135 67,206 SH   SOLE 67,206 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 64,106 645,968 SH   SOLE 645,265 0 0
PEMBINA PIPELINE CORP COM 706327103 176,332 8,309,264 SH   SOLE 8,306,692 0 0
PENTAIR PLC SHS G7S00T104 215 4,688 SH   DFND 4 4,688 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 147 14,210 SH   DFND 4 14,210 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 629 60,987 SH   SOLE 60,987 0 0
PEPSICO INC COM 713448108 6,207 44,781 SH   DFND 4 44,781 0 0
PEPSICO INC COM 713448108 59,258 427,725 SH   SOLE 427,725 0 0
PERKINELMER INC COM 714046109 380 3,028 SH   DFND 4 3,028 0 0
PERKINELMER INC COM 714046109 31,475 250,780 SH   SOLE 250,780 0 0
PFIZER INC COM 717081103 526 14,332 SH   DFND 3 14,332 0 0
PFIZER INC COM 717081103 6,577 179,211 SH   DFND 4 179,211 0 0
PFIZER INC COM 717081103 225,150 6,134,883 SH   SOLE 6,135,603 0 0
PG&E CORP COM 69331C108 21,559 2,296,000 SH   SOLE 2,296,000 0 0
PHILIP MORRIS INTL INC COM 718172109 211 2,802 SH   DFND 2,802 0 0
PHILIP MORRIS INTL INC COM 718172109 3,776 50,358 SH   DFND 4 50,358 0 0
PHILIP MORRIS INTL INC COM 718172109 35,268 470,299 SH   SOLE 470,299 0 0
PHILLIPS 66 COM 718546104 731 14,107 SH   DFND 4 14,107 0 0
PHILLIPS 66 COM 718546104 2,407 46,427 SH   SOLE 46,427 0 0
PHILLIPS 66 COM 718546104 214 4,128 SH   DFND 3 4,128 0 0
PILGRIMS PRIDE CORP COM 72147K108 1,122 75,000 SH   SOLE 75,000 0 0
PINNACLE WEST CAP CORP COM 723484101 284 3,812 SH   DFND 4 3,812 0 0
PINNACLE WEST CAP CORP COM 723484101 1,055 14,149 SH   SOLE 14,149 0 0
PINTEREST INC CL A 72352L106 14,820 357,033 SH   SOLE 357,033 0 0
PIONEER NAT RES CO COM 723787107 401 4,662 SH   DFND 4 4,662 0 0
PIONEER NAT RES CO COM 723787107 29,385 341,731 SH   SOLE 341,731 0 0
PLANET FITNESS INC CL A 72703H101 12,862 208,733 SH   SOLE 207,107 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,298 11,814 SH   DFND 4 11,814 0 0
PNC FINL SVCS GROUP INC COM 693475105 19,025 173,096 SH   SOLE 173,096 0 0
POLARIS INC COM 731068102 15,387 163,100 SH   SOLE 163,100 0 0
POOL CORP COM 73278L105 43,236 129,241 SH   SOLE 122,232 0 0
PPD INC COM 69355F102 2,131 57,615 SH   SOLE 57,615 0 0
PPG INDS INC COM 693506107 803 6,576 SH   DFND 4 6,576 0 0
PPG INDS INC COM 693506107 2,864 23,456 SH   SOLE 23,456 0 0
PPL CORP COM 69351T106 678 24,907 SH   DFND 4 24,907 0 0
PPL CORP COM 69351T106 10,656 391,611 SH   SOLE 392,227 0 0
PRA HEALTH SCIENCES INC COM 69354M108 15,383 151,641 SH   SOLE 151,687 0 0
PREMIER INC CL A 74051N102 579 17,642 SH   SOLE 17,549 0 0
PRICE T ROWE GROUP INC COM 74144T108 937 7,304 SH   DFND 4 7,304 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,938 22,914 SH   SOLE 22,914 0 0
PRIMERICA INC COM 74164M108 2,316 20,471 SH   SOLE 20,581 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 335 8,321 SH   DFND 4 8,321 0 0
PROCTER AND GAMBLE CO COM 742718109 623 4,482 SH   DFND 3 4,482 0 0
PROCTER AND GAMBLE CO COM 742718109 11,129 80,067 SH   DFND 4 80,067 0 0
PROCTER AND GAMBLE CO COM 742718109 202,173 1,454,598 SH   SOLE 1,453,398 0 0
PROGRESSIVE CORP COM 743315103 12,365 130,607 SH   DFND 130,607 0 0
PROGRESSIVE CORP COM 743315103 1,787 18,881 SH   DFND 4 18,881 0 0
PROGRESSIVE CORP COM 743315103 11,114 117,398 SH   SOLE 117,398 0 0
PROLOGIS INC. COM 74340W103 645 6,410 SH   DFND 3 6,410 0 0
PROLOGIS INC. COM 74340W103 2,068 20,548 SH   DFND 4 20,548 0 0
PROLOGIS INC. COM 74340W103 7,389 73,435 SH   SOLE 73,435 0 0
PRUDENTIAL FINL INC COM 744320102 801 12,605 SH   DFND 4 12,605 0 0
PRUDENTIAL FINL INC COM 744320102 4,422 69,617 SH   SOLE 69,617 0 0
PTC INC COM 69370C100 10,588 128,000 SH   SOLE 128,000 0 0
PUBLIC STORAGE COM 74460D109 945 4,245 SH   DFND 4 4,245 0 0
PUBLIC STORAGE COM 74460D109 3,958 17,770 SH   SOLE 17,756 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 896 16,325 SH   DFND 4 16,325 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3,003 54,688 SH   SOLE 54,688 0 0
PULTE GROUP INC COM 745867101 318 6,866 SH   DFND 4 6,866 0 0
PULTE GROUP INC COM 745867101 23,507 507,830 SH   SOLE 507,830 0 0
PVH CORPORATION COM 693656100 3,640 61,035 SH   SOLE 61,035 0 0
QORVO INC COM 74736K101 412 3,195 SH   DFND 4 3,195 0 0
QORVO INC COM 74736K101 9,179 71,146 SH   SOLE 71,146 0 0
QUALCOMM INC COM 747525103 3,690 31,355 SH   DFND 4 31,355 0 0
QUALCOMM INC COM 747525103 120,142 1,020,922 SH   SOLE 1,020,922 0 0
QUANTA SVCS INC COM 74762E102 10,848 205,228 SH   SOLE 205,228 0 0
QUEST DIAGNOSTICS INC COM 74834L100 424 3,701 SH   DFND 4 3,701 0 0
QUEST DIAGNOSTICS INC COM 74834L100 15,188 132,658 SH   SOLE 132,658 0 0
QURATE RETAIL INC COM SER A 74915M100 1,399 194,900 SH   SOLE 194,900 0 0
RALPH LAUREN CORP CL A 751212101 529 7,782 SH   SOLE 7,782 0 0
RAYMOND JAMES FINL INC COM 754730109 257 3,531 SH   DFND 4 3,531 0 0
RAYMOND JAMES FINL INC COM 754730109 883 12,134 SH   SOLE 12,134 0 0
RAYONIER INC COM 754907103 508 19,230 SH   SOLE 19,230 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 112,894 1,962,001 SH   SOLE 1,962,001 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 638 435,000 PRN   DFND 0 435,000 0
REALTY INCOME CORP COM 756109104 588 9,674 SH   DFND 4 9,674 0 0
REALTY INCOME CORP COM 756109104 2,084 34,297 SH   SOLE 34,297 0 0
REGAL BELOIT CORP COM 758750103 1,635 17,413 SH   SOLE 17,413 0 0
REGENCY CTRS CORP COM 758849103 596 15,681 SH   SOLE 15,681 0 0
REGENERON PHARMACEUTICALS COM 75886F107 31,028 55,429 SH   SOLE 55,424 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,604 2,865 SH   DFND 4 2,865 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 373 32,331 SH   DFND 4 32,331 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,318 114,273 SH   SOLE 95,440 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,714 85,400 SH   SOLE 85,400 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 2,767 16,300 SH   SOLE 16,300 0 0
REPLIGEN CORP COM 759916109 566 3,834 SH   SOLE 3,834 0 0
REPUBLIC SVCS INC COM 760759100 3,938 42,185 SH   DFND 42,185 0 0
REPUBLIC SVCS INC COM 760759100 553 5,929 SH   DFND 4 5,929 0 0
REPUBLIC SVCS INC COM 760759100 2,598 27,835 SH   SOLE 27,835 0 0
RESMED INC COM 761152107 4,204 24,522 SH   SOLE 24,522 0 0
RESMED INC COM 761152107 704 4,104 SH   DFND 4 4,104 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 169,132 2,944,995 SH   SOLE 2,943,661 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,145 37,500 SH Put DFND 37,500 0 0
REYNOLDS CONSUMER PRODS INC COM 76171L106 3,629 118,528 SH   SOLE 118,528 0 0
RINGCENTRAL INC CL A 76680R206 428 1,558 SH   SOLE 1,941 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 824 245,000 PRN   DFND 0 245,000 0
RIO TINTO PLC SPONSORED ADR 767204100 1,051 17,400 SH   SOLE 17,400 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 10,772 181,645 SH   SOLE 181,409 0 0
RLI CORP COM 749607107 386 4,610 SH   SOLE 4,610 0 0
ROBERT HALF INTL INC COM 770323103 209 3,947 SH   DFND 4 3,947 0 0
ROBERT HALF INTL INC COM 770323103 603 11,395 SH   SOLE 11,395 0 0
ROCKWELL AUTOMATION INC COM 773903109 11,417 51,737 SH   SOLE 51,737 0 0
ROCKWELL AUTOMATION INC COM 773903109 713 3,230 SH   DFND 4 3,230 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 204,653 5,159,709 SH   SOLE 5,158,051 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 215 5,422 SH   DFND 3 5,422 0 0
ROLLINS INC COM 775711104 209 3,849 SH   DFND 4 3,849 0 0
ROLLINS INC COM 775711104 1,376 25,386 SH   SOLE 25,386 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,171 2,964 SH   DFND 4 2,964 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,261 18,377 SH   SOLE 18,377 0 0
ROSS STORES INC COM 778296103 272 2,912 SH   DFND 2,912 0 0
ROSS STORES INC COM 778296103 918 9,838 SH   DFND 4 9,838 0 0
ROSS STORES INC COM 778296103 4,981 53,378 SH   SOLE 53,378 0 0
ROYAL BK CDA COM 780087102 17,535 250,000 SH Put DFND 250,000 0 0
ROYAL BK CDA COM 780087102 1,097 15,640 SH   DFND 3 15,640 0 0
ROYAL BK CDA COM 780087102 1,664,810 23,714,060 SH   SOLE 23,707,610 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 314 4,857 SH   DFND 4 4,857 0 0
ROYAL GOLD INC COM 780287108 403 3,356 SH   SOLE 3,356 0 0
RPM INTL INC COM 749685103 1,407 16,985 SH   SOLE 16,985 0 0
S&P GLOBAL INC COM 78409V104 15,432 42,795 SH   DFND 42,795 0 0
S&P GLOBAL INC COM 78409V104 2,418 6,706 SH   DFND 4 6,706 0 0
S&P GLOBAL INC COM 78409V104 13,982 38,774 SH   SOLE 78,760 0 0
SABRE CORP COM 78573M104 1,562 240,000 SH   SOLE 240,000 0 0
SALESFORCE COM INC COM 79466L302 6,350 25,267 SH   DFND 4 25,267 0 0
SALESFORCE COM INC COM 79466L302 176,740 703,246 SH   SOLE 703,123 0 0
SAREPTA THERAPEUTICS INC COM 803607100 9,142 65,098 SH   SOLE 65,098 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,034 12,668 SH   SOLE 12,652 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 996 3,128 SH   DFND 4 3,128 0 0
SCHLUMBERGER LTD COM 806857108 10,612 681,977 SH   SOLE 681,977 0 0
SCHLUMBERGER LTD COM 806857108 603 38,724 SH   DFND 4 38,724 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 8,552 345,796 SH   SOLE 345,796 0 0
SCHWAB CHARLES CORP COM 808513105 217 5,990 SH   DFND 5,990 0 0
SCHWAB CHARLES CORP COM 808513105 1,162 32,082 SH   DFND 4 32,082 0 0
SCHWAB CHARLES CORP COM 808513105 4,740 130,820 SH   SOLE 130,820 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 365 7,409 SH   DFND 4 7,409 0 0
SEALED AIR CORP NEW COM 81211K100 601 15,473 SH   SOLE 15,473 0 0
SEATTLE GENETICS INC COM 812578102 731 3,733 SH   SOLE 3,733 0 0
SEI INVTS CO COM 784117103 1,933 38,121 SH   SOLE 38,121 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 435 4,124 SH   DFND 3 4,124 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 31,644 300,000 SH   SOLE 300,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,941 18,400 SH   DFND 18,400 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 345 5,382 SH   DFND 3 5,382 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 434 2,953 SH   DFND 3 2,953 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 77,870 2,600,000 SH   SOLE 2,600,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 5,092 170,000 SH Call DFND 170,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 4,493 150,000 SH Put DFND 150,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 72,210 3,000,000 SH   SOLE 3,000,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6,460 268,400 SH Call DFND 268,400 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 15,321 636,500 SH Put DFND 636,500 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 6,928 90,000 SH Put DFND 90,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 78,819 1,023,889 SH   DFND 5 1,023,889 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 76,980 1,000,000 SH   SOLE 1,000,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 646 5,536 SH   DFND 3 5,536 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 71,481 1,203,789 SH   DFND 5 1,203,789 0 0
SELECTIVE INS GROUP INC COM 816300107 389 7,552 SH   SOLE 7,552 0 0
SEMPRA ENERGY COM 816851109 1,107 9,351 SH   DFND 4 9,351 0 0
SEMPRA ENERGY COM 816851109 3,282 27,729 SH   SOLE 27,729 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,050 10,705 SH   DFND 0 10,705 0
SERVICE CORP INTL COM 817565104 509 12,077 SH   SOLE 12,077 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 556 13,935 SH   SOLE 13,862 0 0
SERVICENOW INC COM 81762P102 2,583 5,325 SH   DFND 4 5,325 0 0
SERVICENOW INC COM 81762P102 9,161 18,889 SH   SOLE 18,855 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 49,800 13,867,000 PRN   DFND 0 13,867,000 0
SHAKE SHACK INC CL A 819047101 2,576 39,936 SH   SOLE 39,936 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 177,118 9,706,512 SH   SOLE 9,704,329 0 0
SHERWIN WILLIAMS CO COM 824348106 1,562 2,242 SH   DFND 4 2,242 0 0
SHERWIN WILLIAMS CO COM 824348106 63,986 91,836 SH   SOLE 91,836 0 0
SHERWIN WILLIAMS CO COM 824348106 12,737 18,281 SH   DFND 18,281 0 0
SHOPIFY INC CL A 82509L107 665,376 651,184 SH   SOLE 850,681 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,096 37,308 SH   SOLE 37,308 0 0
SILGAN HOLDINGS INC COM 827048109 4,815 130,936 SH   SOLE 130,936 0 0
SIMON PPTY GROUP INC NEW COM 828806109 564 8,716 SH   DFND 4 8,716 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,173 18,127 SH   SOLE 18,199 0 0
SKECHERS U S A INC CL A 830566105 3,022 100,000 SH   SOLE 100,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 16,986 116,740 SH   SOLE 116,740 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 663 4,557 SH   DFND 4 4,557 0 0
SL GREEN RLTY CORP COM 78440X101 338 7,280 SH   SOLE 7,280 0 0
SMARTSHEET INC COM CL A 83200N103 534 10,814 SH   SOLE 10,758 0 0
SMITH A O CORP COM 831865209 710 13,455 SH   SOLE 13,455 0 0
SMUCKER J M CO COM NEW 832696405 436 3,776 SH   DFND 4 3,776 0 0
SMUCKER J M CO COM NEW 832696405 1,832 15,860 SH   SOLE 15,860 0 0
SNAP ON INC COM 833034101 270 1,835 SH   DFND 4 1,835 0 0
SNAP ON INC COM 833034101 797 5,415 SH   SOLE 5,415 0 0
SONOCO PRODS CO COM 835495102 523 10,241 SH   SOLE 10,241 0 0
SOUTH JERSEY INDS INC COM 838518108 480 24,903 SH   SOLE 24,903 0 0
SOUTHERN CO COM 842587107 1,587 29,275 SH   DFND 4 29,275 0 0
SOUTHERN CO COM 842587107 59,521 1,097,766 SH   SOLE 1,097,766 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,624 35,000 SH   DFND 0 35,000 0
SOUTHERN COPPER CORP COM 84265V105 665 14,690 SH   DFND 5 14,690 0 0
SOUTHERN COPPER CORP COM 84265V105 15,852 350,163 SH   SOLE 350,163 0 0
SOUTHWEST AIRLS CO COM 844741108 622 16,589 SH   DFND 4 16,589 0 0
SOUTHWEST AIRLS CO COM 844741108 2,199 58,632 SH   SOLE 58,632 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 2,719 9,800 SH   SOLE 9,800 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 2,775 10,000 SH Put DFND 10,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 406 2,292 SH   DFND 3 2,292 0 0
SPDR GOLD TR GOLD SHS 78463V107 129,092 728,840 SH   SOLE 728,840 0 0
SPDR GOLD TR GOLD SHS 78463V107 8,856 50,000 SH Call DFND 50,000 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,274 35,050 SH   DFND 35,050 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 262 7,163 SH   DFND 7,163 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,430 16,215 SH   DFND 16,215 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,527,414 4,572,231 SH   SOLE 3,072,231 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,898 122,124 SH   DFND 5 122,124 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 361 1,078 SH   DFND 3 1,078 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 918 2,711 SH   SOLE 2,711 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 2,556 37,100 SH   SOLE 37,100 0 0
SPDR SER TR S&P REGL BKG 78464A698 1,784 50,000 SH Call DFND 50,000 0 0
SPDR SER TR S&P REGL BKG 78464A698 1,784 50,000 SH Put DFND 50,000 0 0
SPDR SER TR S&P BIOTECH 78464A870 2,252 20,199 SH   SOLE 18,199 0 0
SPDR SER TR S&P HOMEBUILD 78464A888 6,037 112,048 SH   SOLE 112,048 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 2,449 58,224 SH   SOLE 58,224 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 119,910 1,150,000 SH   SOLE 1,150,000 0 0
SPIRE INC COM 84857L101 513 9,650 SH   SOLE 7,771 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 26,221 1,386,610 SH   SOLE 1,386,610 0 0
SPROUTS FMRS MKT INC COM 85208M102 477 22,769 SH   SOLE 22,649 0 0
SQUARE INC CL A 852234103 47,791 294,006 SH   SOLE 294,006 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 16,598 2,346,000 PRN   DFND 0 2,346,000 0
SSR MNG INC COM 784730103 5,454 292,304 SH   SOLE 291,280 0 0
STANLEY BLACK & DECKER INC COM 854502101 691 4,260 SH   DFND 4 4,260 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,713 35,223 SH   SOLE 35,223 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,006 10,000 SH   DFND 0 10,000 0
STANTEC INC COM 85472N109 2,133 70,270 SH   SOLE 70,692 0 0
STARBUCKS CORP COM 855244109 2,800 32,588 SH   DFND 4 32,588 0 0
STARBUCKS CORP COM 855244109 12,598 146,620 SH   SOLE 146,620 0 0
STATE STR CORP COM 857477103 671 11,311 SH   DFND 4 11,311 0 0
STATE STR CORP COM 857477103 5,045 85,026 SH   SOLE 85,026 0 0
STEEL DYNAMICS INC COM 858119100 238 8,326 SH   SOLE 8,326 0 0
STERIS PLC SHS USD G8473T100 417 2,365 SH   DFND 4 2,365 0 0
STORE CAP CORP COM 862121100 250 9,122 SH   SOLE 9,122 0 0
STRYKER CORPORATION COM 863667101 1,872 8,985 SH   DFND 4 8,985 0 0
STRYKER CORPORATION COM 863667101 50,990 244,709 SH   SOLE 244,709 0 0
SUN CMNTYS INC COM 866674104 527 3,750 SH   SOLE 3,750 0 0
SUN LIFE FINANCIAL INC. COM 866796105 389,503 9,559,548 SH   SOLE 9,553,709 0 0
SUNCOR ENERGY INC NEW COM 867224107 228 18,642 SH   DFND 3 18,642 0 0
SUNCOR ENERGY INC NEW COM 867224107 197,036 16,137,306 SH   SOLE 16,130,164 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,130 4,696 SH   SOLE 4,665 0 0
SVB FINANCIAL GROUP COM 78486Q101 357 1,483 SH   DFND 4 1,483 0 0
SWITCH INC CL A 87105L104 1,023 65,538 SH   SOLE 65,538 0 0
SYNCHRONY FINANCIAL COM 87165B103 24,204 924,877 SH   SOLE 925,071 0 0
SYNCHRONY FINANCIAL COM 87165B103 464 17,729 SH   DFND 4 17,729 0 0
SYNOPSYS INC COM 871607107 906 4,234 SH   DFND 4 4,234 0 0
SYNOPSYS INC COM 871607107 9,621 44,964 SH   SOLE 44,964 0 0
SYSCO CORP COM 871829107 1,015 16,320 SH   DFND 4 16,320 0 0
SYSCO CORP COM 871829107 8,391 134,857 SH   SOLE 134,857 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 246 3,034 SH   DFND 3,034 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 531 3,211 SH   DFND 4 3,211 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 40,477 244,987 SH   SOLE 244,987 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 6,252 55,080 SH   SOLE 55,080 0 0
TARGA RES CORP COM 87612G101 3,162 225,365 SH   SOLE 218,772 0 0
TARGET CORP COM 87612E106 58,839 373,770 SH   SOLE 373,770 0 0
TC ENERGY CORP COM 87807B107 417 9,924 SH   DFND 3 0 0 0
TC ENERGY CORP COM 87807B107 34,421 820,000 SH   SOLE 820,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 69,100 1,765,000 SH   SOLE 1,765,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 890 9,107 SH   DFND 4 9,107 0 0
TECHNIPFMC PLC COM G87110105 76 12,023 SH   DFND 4 12,023 0 0
TECK RESOURCES LTD CL B 878742204 56,639 4,068,259 SH   SOLE 4,066,056 0 0
TELADOC HEALTH INC COM 87918A105 590 2,692 SH   SOLE 2,678 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 29,812 5,967,000 PRN   DFND 0 5,967,000 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 636 97,227 SH   SOLE 97,227 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,034 3,332 SH   SOLE 3,332 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 338 1,090 SH   DFND 4 1,090 0 0
TELEFLEX INCORPORATED COM 879369106 436 1,281 SH   DFND 4 1,281 0 0
TELEFLEX INCORPORATED COM 879369106 19,982 58,699 SH   SOLE 58,699 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 5,956 322,987 SH   SOLE 322,987 0 0
TELUS CORPORATION COM 87971M103 272,513 15,488,906 SH   SOLE 15,486,951 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 313 21,173 SH   DFND 21,173 0 0
TERADATA CORP DEL COM 88076W103 510 22,481 SH   SOLE 22,363 0 0
TERADYNE INC COM 880770102 369 4,643 SH   DFND 4 4,643 0 0
TERADYNE INC COM 880770102 530 6,654 SH   SOLE 6,654 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 1,274 500,000 PRN   DFND 0 500,000 0
TESLA INC COM 88160R101 12,034 28,086 SH   SOLE 24,547 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 84,193 141,500 SH   SOLE 141,500 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 179,962 30,266,000 PRN   DFND 0 30,266,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 104,933 15,191,000 PRN   DFND 0 15,191,000 0
TETRA TECH INC NEW COM 88162G103 568 5,945 SH   SOLE 5,914 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 261 29,003 SH   DFND 4 29,003 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 7,739 248,600 SH   SOLE 248,600 0 0
TEXAS INSTRS INC COM 882508104 4,214 29,514 SH   DFND 4 29,514 0 0
TEXAS INSTRS INC COM 882508104 20,167 141,238 SH   SOLE 141,238 0 0
TEXTRON INC COM 883203101 228 6,331 SH   DFND 4 6,331 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,884 11,062 SH   DFND 4 11,062 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 125,703 284,706 SH   SOLE 284,706 0 0
TIFFANY & CO NEW COM 886547108 353 3,051 SH   DFND 4 3,051 0 0
TIFFANY & CO NEW COM 886547108 197,505 1,704,837 SH   SOLE 1,704,837 0 0
TJX COS INC NEW COM 872540109 321 5,773 SH   DFND 5,773 0 0
TJX COS INC NEW COM 872540109 1,872 33,647 SH   DFND 4 33,647 0 0
TJX COS INC NEW COM 872540109 59,308 1,065,739 SH   SOLE 1,065,739 0 0
T-MOBILE US INC COM 872590104 1,839 16,083 SH   DFND 4 16,083 0 0
T-MOBILE US INC COM 872590104 52,401 458,208 SH   SOLE 458,208 0 0
TORO CO COM 891092108 2,627 31,288 SH   SOLE 31,288 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 996 21,540 SH   DFND 3 0 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,226,477 26,493,102 SH   SOLE 26,484,638 0 0
TRACTOR SUPPLY CO COM 892356106 456 3,180 SH   DFND 4 3,180 0 0
TRACTOR SUPPLY CO COM 892356106 2,189 15,272 SH   SOLE 15,272 0 0
TRADEWEB MKTS INC CL A 892672106 573 9,885 SH   SOLE 9,885 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 936 7,720 SH   DFND 4 7,720 0 0
TRANSALTA CORP COM 89346D107 6,082 988,927 SH   SOLE 988,927 0 0
TRANSDIGM GROUP INC COM 893641100 698 1,470 SH   DFND 4 1,470 0 0
TRANSDIGM GROUP INC COM 893641100 1,565 3,294 SH   SOLE 3,294 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,723 25,166 SH   SOLE 25,166 0 0
TRIP COM GROUP LTD ADS 89677Q107 451 14,490 SH   DFND 14,490 0 0
TRUIST FINL CORP COM 89832Q109 1,655 43,493 SH   DFND 4 43,493 0 0
TRUIST FINL CORP COM 89832Q109 5,097 133,951 SH   SOLE 133,951 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 34,372 9,877,000 PRN   DFND 0 9,877,000 0
TWITTER INC COM 90184L102 982 22,077 SH   DFND 4 22,077 0 0
TWITTER INC COM 90184L102 11,138 250,291 SH   SOLE 252,720 0 0
TYLER TECHNOLOGIES INC COM 902252105 408 1,170 SH   DFND 4 1,170 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,980 5,681 SH   SOLE 5,681 0 0
TYSON FOODS INC CL A 902494103 47,307 795,349 SH   SOLE 795,349 0 0
TYSON FOODS INC CL A 902494103 552 9,279 SH   DFND 4 9,279 0 0
UBER TECHNOLOGIES INC COM 90353T100 5,035 138,019 SH   SOLE 137,675 0 0
UBIQUITI INC COM 90353W103 496 2,979 SH   SOLE 2,963 0 0
UDR INC COM 902653104 276 8,478 SH   DFND 4 8,478 0 0
UDR INC COM 902653104 956 29,330 SH   SOLE 29,330 0 0
UGI CORP NEW COM 902681105 225 6,830 SH   SOLE 6,830 0 0
ULTA BEAUTY INC COM 90384S303 367 1,638 SH   DFND 4 1,638 0 0
ULTA BEAUTY INC COM 90384S303 1,254 5,599 SH   SOLE 5,091 0 0
UMB FINL CORP COM 902788108 498 10,152 SH   SOLE 10,152 0 0
UMPQUA HLDGS CORP COM 904214103 5,777 544,000 SH   SOLE 544,000 0 0
UNDER ARMOUR INC CL A 904311107 211 18,787 SH   SOLE 18,787 0 0
UNDER ARMOUR INC CL C 904311206 191 19,378 SH   SOLE 19,378 0 0
UNION PAC CORP COM 907818108 50,540 256,716 SH   SOLE 256,716 0 0
UNION PAC CORP COM 907818108 3,740 18,995 SH   DFND 4 18,995 0 0
UNION PAC CORP COM 907818108 232 1,179 SH   DFND 3 0 0 0
UNION PAC CORP COM 907818108 14,553 73,922 SH   DFND 73,922 0 0
UNITED AIRLS HLDGS INC COM 910047109 254 7,306 SH   DFND 4 7,306 0 0
UNITED AIRLS HLDGS INC COM 910047109 16,492 474,595 SH   SOLE 474,595 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,792 22,760 SH   DFND 4 22,760 0 0
UNITED PARCEL SERVICE INC CL B 911312106 31,558 189,392 SH   SOLE 189,392 0 0
UNITED RENTALS INC COM 911363109 351 2,014 SH   DFND 4 2,014 0 0
UNITED RENTALS INC COM 911363109 243 1,392 SH   SOLE 1,392 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 532 5,268 SH   SOLE 5,240 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,259 26,492 SH   DFND 4 26,492 0 0
UNITEDHEALTH GROUP INC COM 91324P102 189,154 606,708 SH   SOLE 641,723 0 0
UNITEDHEALTH GROUP INC COM 91324P102 808 2,592 SH   DFND 3 0 0 0
UNIVAR SOLUTIONS USA INC COM 91336L107 2,537 150,277 SH   SOLE 150,537 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 251 2,350 SH   DFND 4 2,350 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,503 23,392 SH   SOLE 23,392 0 0
US BANCORP DEL COM NEW 902973304 1,585 44,220 SH   DFND 4 44,220 0 0
US BANCORP DEL COM NEW 902973304 24,580 685,630 SH   SOLE 685,630 0 0
V F CORP COM 918204108 723 10,289 SH   DFND 4 10,289 0 0
V F CORP COM 918204108 2,231 31,759 SH   SOLE 31,759 0 0
VAIL RESORTS INC COM 91879Q109 19,043 89,000 SH   SOLE 89,000 0 0
VALE S A SPONSORED ADS 91912E105 168 15,879 SH   DFND 5 15,879 0 0
VALERO ENERGY CORP COM 91913Y100 95,580 2,206,374 SH   SOLE 2,205,046 0 0
VALERO ENERGY CORP COM 91913Y100 568 13,102 SH   DFND 4 13,102 0 0
VALMONT INDS INC COM 920253101 536 4,316 SH   SOLE 4,316 0 0
VALVOLINE INC COM 92047W101 16,322 857,224 SH   SOLE 857,224 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 14,215 363,054 SH   SOLE 355,254 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 17,622 450,000 SH Call DFND 450,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 23,492 599,900 SH Put DFND 599,900 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 102,195 3,436,282 SH   DFND 5 3,436,282 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 60,289 1,089,037 SH   SOLE 1,089,037 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 55,360 100,000 SH Call DFND 100,000 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 11,626 210,000 SH Put DFND 210,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 34,813 1,128,826 SH   DFND 5 1,128,826 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 3,639 62,542 SH   DFND 3 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 41,804 400,000 SH   SOLE 400,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 17,101 212,066 SH   DFND 5 212,066 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,311 76,572 SH   DFND 5 76,572 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 61,350 1,500,000 SH   SOLE 1,500,000 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 173,556 557,251 SH   DFND 5 557,251 0 0
VARIAN MED SYS INC COM 92220P105 439 2,555 SH   DFND 4 2,555 0 0
VARIAN MED SYS INC COM 92220P105 233,276 1,356,258 SH   SOLE 1,356,258 0 0
VEDANTA LIMITED SPONSORED ADR 92242Y100 670 90,700 SH   SOLE 90,700 0 0
VEEVA SYS INC CL A COM 922475108 604 2,149 SH   SOLE 2,149 0 0
VENTAS INC COM 92276F100 443 10,561 SH   DFND 4 10,561 0 0
VENTAS INC COM 92276F100 676 16,112 SH   SOLE 22,160 0 0
VERISIGN INC COM 92343E102 2,496 12,186 SH   SOLE 12,186 0 0
VERISK ANALYTICS INC COM 92345Y106 35,260 190,273 SH   SOLE 190,257 0 0
VERISK ANALYTICS INC COM 92345Y106 832 4,490 SH   DFND 4 4,490 0 0
VERISK ANALYTICS INC COM 92345Y106 2,960 15,973 SH   DFND 15,973 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,955 133,719 SH   DFND 4 133,719 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 75,105 1,262,481 SH   SOLE 1,262,714 0 0
VERMILION ENERGY INC COM 923725105 5,850 2,504,774 SH   SOLE 2,504,774 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,958 7,197 SH   DFND 4 7,197 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 23,538 86,500 SH   SOLE 86,489 0 0
VIACOMCBS INC CL B 92556H206 423 15,093 SH   DFND 4 15,093 0 0
VIACOMCBS INC CL B 92556H206 899 32,097 SH   SOLE 24,583 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 175 11,167 SH   DFND 11,167 0 0
VIRTU FINL INC CL A 928254101 2,301 100,000 SH   SOLE 100,000 0 0
VISA INC COM CL A 92826C839 11,936 59,687 SH   DFND 59,687 0 0
VISA INC COM CL A 92826C839 1,181 5,906 SH   DFND 3 0 0 0
VISA INC COM CL A 92826C839 9,426 47,135 SH   DFND 4 47,135 0 0
VISTRA CORP COM 92840M102 3,990 211,568 SH   SOLE 216,554 0 0
VOYA FINANCIAL INC COM 929089100 13,338 278,284 SH   SOLE 278,284 0 0
VULCAN MATLS CO COM 929160109 515 3,797 SH   DFND 4 3,797 0 0
VULCAN MATLS CO COM 929160109 11,950 88,165 SH   SOLE 88,165 0 0
WABTEC COM 929740108 317 5,115 SH   DFND 4 5,115 0 0
WABTEC COM 929740108 264 4,265 SH   SOLE 4,265 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 851 23,683 SH   DFND 4 23,683 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,752 76,615 SH   SOLE 76,615 0 0
WALMART INC COM 931142103 49,764 355,683 SH   SOLE 195,683 0 0
WALMART INC COM 931142103 5,423 38,758 SH   DFND 4 38,758 0 0
WARRIOR MET COAL INC COM 93627C101 297 17,362 SH   SOLE 17,362 0 0
WASTE CONNECTIONS INC COM 94106B101 198,055 1,905,706 SH   SOLE 1,905,706 0 0
WASTE MGMT INC DEL COM 94106L109 327 2,889 SH   DFND 3 0 0 0
WASTE MGMT INC DEL COM 94106L109 1,223 10,810 SH   DFND 4 10,810 0 0
WASTE MGMT INC DEL COM 94106L109 14,768 130,491 SH   SOLE 130,465 0 0
WATERS CORP COM 941848103 345 1,765 SH   DFND 4 1,765 0 0
WATERS CORP COM 941848103 6,292 32,155 SH   SOLE 32,155 0 0
WATSCO INC COM 942622200 14,360 61,661 SH   SOLE 61,661 0 0
WEBSTER FINL CORP CONN COM 947890109 1,154 43,700 SH   SOLE 43,700 0 0
WEC ENERGY GROUP INC COM 92939U106 973 10,041 SH   DFND 4 10,041 0 0
WEC ENERGY GROUP INC COM 92939U106 2,822 29,125 SH   SOLE 29,983 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 150,428 39,986,000 PRN   DFND 0 39,986,000 0
WELLS FARGO CO NEW COM 949746101 8,229 350,000 SH Put DFND 350,000 0 0
WELLS FARGO CO NEW COM 949746101 9,404 400,000 SH Call DFND 400,000 0 0
WELLS FARGO CO NEW COM 949746101 92,608 3,939,094 SH   SOLE 3,957,578 0 0
WELLS FARGO CO NEW COM 949746101 482 20,502 SH   DFND 3 0 0 0
WELLS FARGO CO NEW COM 949746101 2,704 115,018 SH   DFND 4 115,018 0 0
WELLTOWER INC COM 95040Q104 652 11,836 SH   DFND 4 11,836 0 0
WELLTOWER INC COM 95040Q104 36,237 657,780 SH   SOLE 657,780 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 562 2,044 SH   DFND 4 2,044 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 9,993 36,351 SH   SOLE 36,351 0 0
WESTERN ALLIANCE BANCORP COM 957638109 3,731 118,000 SH   SOLE 118,000 0 0
WESTERN DIGITAL CORP. COM 958102105 317 8,682 SH   SOLE 8,682 0 0
WESTERN DIGITAL CORP. COM 958102105 306 8,384 SH   DFND 4 8,384 0 0
WESTERN UN CO COM 959802109 1,091 50,899 SH   SOLE 50,899 0 0
WESTERN UN CO COM 959802109 283 13,193 SH   DFND 4 13,193 0 0
WESTROCK CO COM 96145D105 284 8,182 SH   DFND 4 8,182 0 0
WESTROCK CO COM 96145D105 897 25,809 SH   SOLE 25,809 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 591 20,707 SH   DFND 4 20,707 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 1,515 53,119 SH   SOLE 53,119 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 185,539 3,782,064 SH   SOLE 3,779,968 0 0
WHIRLPOOL CORP COM 963320106 360 1,957 SH   DFND 4 1,957 0 0
WHIRLPOOL CORP COM 963320106 1,472 8,006 SH   SOLE 8,006 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 492 631 SH   SOLE 628 0 0
WILLIAMS COS INC COM 969457100 5,038 256,388 SH   SOLE 256,388 0 0
WILLIAMS COS INC COM 969457100 665 33,838 SH   DFND 4 33,838 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,164 5,573 SH   DFND 4 5,573 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 145 30,922 SH   DFND 30,922 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 1,005 24,300 SH   DFND 24,300 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 412 6,877 SH   DFND 6,877 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 582 11,878 SH   DFND 5 11,878 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 943 19,020 SH   DFND 19,020 0 0
WIX COM LTD SHS M98068105 669 2,625 SH   DFND 4 2,625 0 0
WOODWARD INC COM 980745103 1,137 14,179 SH   SOLE 14,179 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,609 89,171 SH   SOLE 89,107 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 9,785 5,528,000 PRN   DFND 0 5,528,000 0
WP CAREY INC COM 92936U109 218 3,351 SH   SOLE 3,206 0 0
WPX ENERGY INC COM 98212B103 1,568 320,093 SH   SOLE 320,401 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,538 50,000 SH   SOLE 50,000 0 0
XCEL ENERGY INC COM 98389B100 1,176 17,037 SH   DFND 4 17,037 0 0
XCEL ENERGY INC COM 98389B100 3,421 49,539 SH   SOLE 50,739 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 16,144 860,097 SH   SOLE 918,770 0 0
XILINX INC COM 983919101 708 6,791 SH   DFND 4 6,791 0 0
XILINX INC COM 983919101 21,956 210,629 SH   SOLE 210,629 0 0
XYLEM INC COM 98419M100 431 5,119 SH   DFND 4 5,119 0 0
XYLEM INC COM 98419M100 1,505 17,890 SH   SOLE 17,890 0 0
YAMANA GOLD INC COM 98462Y100 7,261 1,277,413 SH   SOLE 1,272,961 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 699 195,683 SH   SOLE 195,683 0 0
YUM BRANDS INC COM 988498101 20,813 227,959 SH   SOLE 227,959 0 0
YUM BRANDS INC COM 988498101 767 8,406 SH   DFND 4 8,406 0 0
YUM CHINA HLDGS INC COM 98850P109 283 5,344 SH   DFND 5,344 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4,448 17,620 SH   SOLE 17,620 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 380 1,505 SH   DFND 4 1,505 0 0
ZENDESK INC COM 98936J101 10,313 100,208 SH   SOLE 100,208 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 781 5,740 SH   DFND 4 5,740 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,844 35,581 SH   SOLE 35,581 0 0
ZIONS BANCORPORATION N A COM 989701107 476 16,299 SH   SOLE 16,299 0 0
ZOETIS INC CL A 98978V103 2,190 13,245 SH   DFND 4 13,245 0 0
ZOETIS INC CL A 98978V103 63,892 386,356 SH   SOLE 386,356 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 45,455 96,690 SH   SOLE 96,501 0 0
ZSCALER INC COM 98980G102 580 4,120 SH   SOLE 4,099 0 0
ZYNGA INC CL A 98986T108 44,218 4,848,507 SH   SOLE 4,848,189 0 0