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
ACCO BRANDS CORP COM 00081T108 781 92,383 SH   DFND 17 92,383 0 0
ACCO BRANDS CORP COM 00081T108 2,147 254,041 SH   DFND 21 233,195 0 20,846
ACCO BRANDS CORP COM 00081T108 15 1,722 SH   DFND 25 1,722 0 0
ADT INC DEL COM 00090Q103 19 2,396 SH   DFND 17 2,396 0 0
ADT INC DEL COM 00090Q103 2,197 279,898 SH   DFND 21 230,196 0 49,702
ABM INDS INC COM 000957100 4,000 105,697 SH   DFND 17 105,697 0 0
AFLAC INC COM 001055102 31 690 SH   DFND 17 690 0 0
AFLAC INC COM 001055102 11,554 259,820 SH   DFND 21 189,351 0 70,469
AGCO CORP COM 001084102 2,078 20,160 SH   DFND 17 20,160 0 0
AGCO CORP COM 001084102 317 3,073 SH   DFND 21 3,073 0 0
AGCO CORP COM 001084102 2,845 27,600 SH   DFND 24 27,600 0 0
ACM RESEARCH INC COM CL A 00108J109 67 824 SH   DFND 17 824 0 0
ACM RESEARCH INC COM CL A 00108J109 2,371 29,180 SH   DFND 20 29,180 0 0
AG MTG INVT TR INC COM 001228105 468 158,749 SH   DFND 17 158,749 0 0
AGNC INVT CORP COM 00123Q104 10,489 672,401 SH   DFND 4 672,401 0 0
AGNC INVT CORP COM 00123Q104 9,364 600,275 SH   DFND 17 600,275 0 0
AGNC INVT CORP COM 00123Q104 6,124 392,567 SH   DFND 21 392,567 0 0
AES CORP COM 00130H105 7,108 302,475 SH   DFND 17 302,475 0 0
AES CORP COM 00130H105 14,154 602,279 SH   DFND 21 528,793 0 73,486
AES CORP COM 00130H105 58 2,477 SH   DFND 25 2,477 0 0
AMC NETWORKS INC CL A 00164V103 1,145 32,000 SH   DFND 4 32,000 0 0
AMC NETWORKS INC CL A 00164V103 974 27,224 SH   DFND 21 0 0 27,224
ALX ONCOLOGY HLDGS INC COM 00166B105 255 2,960 SH   DFND 17 2,960 0 0
AMN HEALTHCARE SVCS INC COM 001744101 1,391 20,385 SH   DFND 21 13,119 0 7,266
ANGI HOMESERVICES INC COM CL A 00183L102 384 29,100 SH   DFND 17 0 0 29,100
ASGN INC COM 00191U102 900 10,769 SH   DFND 17 10,769 0 0
ASGN INC COM 00191U102 89 1,070 SH   DFND 21 1,070 0 0
AT&T INC COM 00206R102 25,425 884,055 SH   DFND 17 884,055 0 0
AT&T INC COM 00206R102 126,141 4,386,000 SH   DFND 21 2,724,878 0 1,661,122
AT&T INC COM 00206R102 226 7,871 SH   DFND 25 7,871 0 0
ARK ETF TR INNOVATION ETF 00214Q104 1,883 15,122 SH   DFND 24 0 0 15,122
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 602 103,163 SH   DFND 17 103,163 0 0
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 503 86,054 SH   DFND 21 86,054 0 0
THE AARONS COMPANY INC COM 00258W108 665 35,091 SH   DFND 17 35,091 0 0
THE AARONS COMPANY INC COM 00258W108 46 2,407 SH   DFND 21 711 0 1,696
ABBOTT LABS COM 002824100 172,717 1,577,472 SH   DFND 17 1,545,040 0 32,432
ABBOTT LABS COM 002824100 101,990 931,500 SH   DFND 21 435,152 0 496,348
ABBOTT LABS COM 002824100 11 101 SH   DFND 25 101 0 0
ABBVIE INC COM 00287Y109 232,370 2,168,639 SH   DFND 17 2,132,065 0 36,574
ABBVIE INC COM 00287Y109 21,563 201,239 SH   DFND 20 36,000 0 165,239
ABBVIE INC COM 00287Y109 264,305 2,466,683 SH   DFND 21 1,961,638 0 505,045
ABIOMED INC COM 003654100 149 460 SH   DFND 17 460 0 0
ABIOMED INC COM 003654100 758 2,338 SH   DFND 21 2,338 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 11,760 219,973 SH   DFND 17 174,801 0 45,172
ACADIA PHARMACEUTICALS INC COM 004225108 1,369 25,600 SH   DFND 24 25,600 0 0
ACCELERON PHARMA INC COM 00434H108 1,118 8,740 SH   DFND 17 8,740 0 0
ACCELERON PHARMA INC COM 00434H108 230 1,800 SH   DFND 24 1,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 197,568 2,127,822 SH   DFND 17 2,106,647 0 21,175
ACTIVISION BLIZZARD INC COM 00507V109 135,316 1,457,359 SH   DFND 21 1,019,695 0 437,664
ACTIVISION BLIZZARD INC COM 00507V109 154 1,656 SH   DFND 25 1,656 0 0
ACUITY BRANDS INC COM 00508Y102 4,601 38,000 SH   DFND 21 38,000 0 0
ACUSHNET HOLDINGS CORP COM 005098108 4,619 113,942 SH   DFND 17 113,942 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 23,207 392,470 SH   DFND 17 322,063 0 70,407
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 548 9,264 SH   DFND 21 9,264 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 615 10,400 SH   DFND 24 10,400 0 0
ADDUS HOMECARE CORP COM 006739106 922 7,873 SH   DFND 17 7,873 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 493,480 986,723 SH   DFND 17 976,928 0 9,795
ADOBE SYSTEMS INCORPORATED COM 00724F101 421,102 842,001 SH   DFND 21 702,337 0 139,664
ADOBE SYSTEMS INCORPORATED COM 00724F101 249 497 SH   DFND 25 497 0 0
AECOM COM 00766T100 4,830 97,023 SH   DFND 17 97,023 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,691 125,180 SH   DFND 17 125,180 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 370 27,400 SH   DFND 24 27,400 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,187 201,739 SH   DFND 17 186,064 0 15,675
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 376 34,700 SH   DFND 24 34,700 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 5,689 107,649 SH   DFND 17 107,649 0 0
ADVANCED MICRO DEVICES INC COM 007903107 282,426 3,079,552 SH   DFND 17 2,833,542 0 246,010
ADVANCED MICRO DEVICES INC COM 007903107 14,955 163,066 SH   DFND 21 50,053 0 113,013
ADVANCED MICRO DEVICES INC COM 007903107 127 1,382 SH   DFND 25 1,382 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 61,205 5,375,000 PRN   DFND 17 4,780,000 0 595,000
ADVANCED DRAIN SYS INC DEL COM 00790R104 752 9,000 SH   DFND 17 7,200 0 1,800
ADVANCED DRAIN SYS INC DEL COM 00790R104 978 11,699 SH   DFND 21 11,699 0 0
AEROVIRONMENT INC COM 008073108 498 5,730 SH   DFND 21 5,730 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 12 119 SH   DFND 17 119 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 4,590 45,136 SH   DFND 21 42,876 0 2,260
AGILENT TECHNOLOGIES INC COM 00846U101 78,295 660,774 SH   DFND 17 657,557 0 3,217
AGILENT TECHNOLOGIES INC COM 00846U101 28,959 244,401 SH   DFND 20 51,100 0 193,301
AGILENT TECHNOLOGIES INC COM 00846U101 207,572 1,751,814 SH   DFND 21 1,470,024 0 281,790
AGILENT TECHNOLOGIES INC COM 00846U101 1,292 10,900 SH   DFND 24 10,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 95 800 SH   DFND 25 800 0 0
AGNICO EAGLE MINES LTD COM 008474108 450 6,405 SH   DFND 17 6,405 0 0
AGNICO EAGLE MINES LTD COM 008474108 22,256 316,481 SH   DFND 21 316,481 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,281 52,635 SH   DFND 17 50,835 0 1,800
AGIOS PHARMACEUTICALS INC COM 00847X104 516 11,900 SH   DFND 24 11,900 0 0
AGREE REALTY CORP COM 008492100 5,063 76,037 SH   DFND 4 76,037 0 0
AGORA INC ADS 00851L103 10,202 258,947 SH   DFND 20 258,947 0 0
AIRBNB INC COM CL A 009066101 2,767 18,846 SH   DFND 17 17,903 0 943
AIR LEASE CORP CL A 00912X302 14 309 SH   DFND 17 309 0 0
AIR LEASE CORP CL A 00912X302 7,014 157,910 SH   DFND 21 104,218 0 53,692
AIR PRODS & CHEMS INC COM 009158106 10,432 38,182 SH   DFND 17 38,182 0 0
AIR PRODS & CHEMS INC COM 009158106 7,429 27,190 SH   DFND 21 19,491 0 7,699
AIR PRODS & CHEMS INC COM 009158106 1,229 4,500 SH   DFND 24 4,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 36,432 347,005 SH   DFND 17 347,005 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,740 45,147 SH   DFND 21 41,459 0 3,688
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 198,661 160,565,000 PRN   DFND 17 155,535,000 0 5,030,000
ALAMOS GOLD INC NEW COM CL A 011532108 255 29,184 SH   DFND 21 29,184 0 0
ALASKA AIR GROUP INC COM 011659109 520 10,000 SH   DFND 4 10,000 0 0
ALASKA AIR GROUP INC COM 011659109 52 1,005 SH   DFND 17 1,005 0 0
ALASKA AIR GROUP INC COM 011659109 12,160 233,846 SH   DFND 21 12,612 0 221,234
ALBANY INTL CORP CL A 012348108 1,146 15,607 SH   DFND 21 15,607 0 0
ALBEMARLE CORP COM 012653101 167 1,134 SH   DFND 17 1,134 0 0
ALBEMARLE CORP COM 012653101 10,882 73,768 SH   DFND 20 0 0 73,768
ALBEMARLE CORP COM 012653101 34,432 233,406 SH   DFND 21 232,726 0 680
ALBEMARLE CORP COM 012653101 443 3,000 SH   DFND 24 3,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 21,593 121,158 SH   DFND 4 121,158 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 42,421 238,026 SH   DFND 17 236,523 0 1,503
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7,207 40,440 SH   DFND 21 1,226 0 39,214
ALEXION PHARMACEUTICALS INC COM 015351109 10,352 66,259 SH   DFND 17 66,259 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,082 38,930 SH   DFND 21 18,907 0 20,023
ALEXION PHARMACEUTICALS INC COM 015351109 2,390 15,300 SH   DFND 24 15,300 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 27,293 1,659,748 SH   DFND 17 1,659,748 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 23,877 1,451,991 SH   DFND 21 1,132,647 0 319,344
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 155,925 669,981 SH   DFND 17 650,857 0 19,124
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 203,057 872,502 SH   DFND 20 729,768 0 142,734
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 131,502 565,042 SH   DFND 21 524,650 0 40,392
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,258 39,780 SH   DFND 24 39,780 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,216 18,117 SH   DFND 25 18,117 0 0
ALIGN TECHNOLOGY INC COM 016255101 251,331 470,322 SH   DFND 17 458,151 0 12,171
ALIGN TECHNOLOGY INC COM 016255101 13,448 25,165 SH   DFND 20 0 0 25,165
ALIGN TECHNOLOGY INC COM 016255101 110,818 207,377 SH   DFND 21 196,802 0 10,575
ALIGN TECHNOLOGY INC COM 016255101 1,229 2,300 SH   DFND 24 2,300 0 0
ALLAKOS INC COM 01671P100 4,532 32,374 SH   DFND 17 32,374 0 0
ALLAKOS INC COM 01671P100 1,106 7,900 SH   DFND 24 7,900 0 0
ALLETE INC COM NEW 018522300 548 8,848 SH   DFND 17 8,848 0 0
ALLETE INC COM NEW 018522300 2,497 40,314 SH   DFND 21 0 0 40,314
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,685 171,184 SH   DFND 21 2,612 0 168,572
ALLIANT ENERGY CORP COM 018802108 21,390 415,106 SH   DFND 17 415,106 0 0
ALLIANT ENERGY CORP COM 018802108 1,857 36,038 SH   DFND 21 36,038 0 0
ALLIANCEBERNSTEIN HLDG L P UNIT LTD PARTN 01881G106 7,447 220,515 SH   DFND 17 220,515 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,989 69,300 SH   DFND 4 69,300 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,820 158,129 SH   DFND 21 94,408 0 63,721
ALLOVIR INC COM 019818103 301 7,830 SH   DFND 17 7,830 0 0
ALLSTATE CORP COM 020002101 120,810 1,098,969 SH   DFND 17 1,090,248 0 8,721
ALLSTATE CORP COM 020002101 52,216 474,992 SH   DFND 21 320,035 0 154,957
ALLY FINL INC COM 02005N100 4,003 112,249 SH   DFND 17 112,249 0 0
ALLY FINL INC COM 02005N100 33,733 945,955 SH   DFND 21 591,902 0 354,053
ALLY FINL INC COM 02005N100 66 1,848 SH   DFND 25 1,848 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,069 23,614 SH   DFND 17 23,614 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 832 6,400 SH   DFND 24 6,400 0 0
ALPHABET INC CAP STK CL C 02079K107 40,293 23,000 SH   DFND 4 22,500 0 500
ALPHABET INC CAP STK CL C 02079K107 394,495 225,184 SH   DFND 17 178,758 0 46,426
ALPHABET INC CAP STK CL C 02079K107 269,245 153,689 SH   DFND 21 107,293 0 46,396
ALPHABET INC CAP STK CL C 02079K107 314 179 SH   DFND 25 179 0 0
ALPHABET INC CAP STK CL A 02079K305 1,232,383 703,158 SH   DFND 17 684,553 0 18,605
ALPHABET INC CAP STK CL A 02079K305 31,137 17,766 SH   DFND 20 0 0 17,766
ALPHABET INC CAP STK CL A 02079K305 366,330 209,016 SH   DFND 21 152,800 0 56,216
ALPHABET INC CAP STK CL A 02079K305 298 170 SH   DFND 25 170 0 0
ALPHABET INC CALL 02079K905 21,908 12,500 SH Call DFND 17 12,500 0 0
ALPHABET INC CALL 02079K907 161,173 92,000 SH Call DFND 17 92,000 0 0
ALTERYX INC COM CL A 02156B103 38,838 318,893 SH   DFND 17 245,648 0 73,245
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 57,976 54,975,000 PRN   DFND 17 54,975,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 62,314 58,580,000 PRN   DFND 17 58,580,000 0 0
ALTICE USA INC CL A 02156K103 131 3,454 SH   DFND 17 3,454 0 0
ALTICE USA INC CL A 02156K103 410 10,819 SH   DFND 21 10,819 0 0
ALTRA INDL MOTION CORP COM 02208R106 2,064 37,240 SH   DFND 17 37,240 0 0
ALTRA INDL MOTION CORP COM 02208R106 3,063 55,258 SH   DFND 21 55,258 0 0
ALTRIA GROUP INC COM 02209S103 1,675 40,844 SH   DFND 17 25,844 0 15,000
ALTRIA GROUP INC COM 02209S103 995 24,268 SH   DFND 21 21,260 0 3,008
AMAZON COM INC COM 023135106 2,047,892 628,780 SH   DFND 17 592,797 0 35,983
AMAZON COM INC COM 023135106 48,092 14,766 SH   DFND 20 1,400 0 13,366
AMAZON COM INC COM 023135106 1,029,177 315,996 SH   DFND 21 244,265 0 71,731
AMAZON COM INC COM 023135106 9,054 2,780 SH   DFND 24 2,780 0 0
AMAZON COM INC COM 023135106 720 221 SH   DFND 25 221 0 0
AMAZON COM INC CALL 023135906 183,081 104,500 SH Call DFND 17 104,500 0 0
AMEDISYS INC COM 023436108 1,798 6,131 SH   DFND 17 5,231 0 900
AMEDISYS INC COM 023436108 88 300 SH   DFND 21 300 0 0
AMEREN CORP COM 023608102 356 4,564 SH   DFND 17 4,539 0 25
AMEREN CORP COM 023608102 2,313 29,634 SH   DFND 21 0 0 29,634
AMERICAN ASSETS TR INC COM 024013104 1,899 65,764 SH   DFND 17 65,764 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,725 32,728 SH   DFND 17 32,728 0 0
AMERICAN ELEC PWR CO INC COM 025537101 769 9,237 SH   DFND 21 9,237 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 513 25,573 SH   DFND 17 25,573 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 3,130 155,946 SH   DFND 21 145,268 0 10,678
AMERICAN EQTY INVT LIFE HLD COM 025676206 12 442 SH   DFND 17 442 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,867 67,507 SH   DFND 21 63,463 0 4,044
AMERICAN EXPRESS CO COM 025816109 14,427 119,318 SH   DFND 17 119,294 0 24
AMERICAN EXPRESS CO COM 025816109 16,311 134,904 SH   DFND 20 0 0 134,904
AMERICAN EXPRESS CO COM 025816109 170,440 1,409,645 SH   DFND 21 1,310,520 0 99,125
AMERICAN EXPRESS CO COM 025816109 1,439 11,900 SH   DFND 24 11,900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 35,018 399,660 SH   DFND 17 399,660 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,843 89,511 SH   DFND 21 71,085 0 18,426
AMERICAN FINL GROUP INC OHIO COM 025932104 72 818 SH   DFND 25 818 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 19,809 660,284 SH   DFND 4 660,284 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 282 9,393 SH   DFND 17 9,393 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 237 7,915 SH   DFND 21 4,534 0 3,381
AMERICAN INTL GROUP INC COM NEW 026874784 4 95 SH   DFND 17 95 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,014 53,209 SH   DFND 21 2,584 0 50,625
AMER STATES WTR CO COM 029899101 2,821 35,474 SH   DFND 17 33,974 0 1,500
AMER STATES WTR CO COM 029899101 1,096 13,790 SH   DFND 21 4,504 0 9,286
AMERICAN TOWER CORP NEW COM 03027X100 31,043 138,303 SH   DFND 4 138,303 0 0
AMERICAN TOWER CORP NEW COM 03027X100 211,708 943,190 SH   DFND 17 937,577 0 5,613
AMERICAN TOWER CORP NEW COM 03027X100 60,278 268,546 SH   DFND 21 199,775 0 68,771
AMERICAN TOWER CORP NEW COM 03027X100 137 612 SH   DFND 25 612 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 91,703 597,531 SH   DFND 17 597,510 0 21
AMERICAN WTR WKS CO INC NEW COM 030420103 97,614 636,044 SH   DFND 21 421,489 0 214,555
AMERICAN WTR WKS CO INC NEW COM 030420103 6,906 45,000 SH   DFND 24 45,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 90 588 SH   DFND 25 588 0 0
AMERICAS CAR-MART INC COM 03062T105 265 2,414 SH   DFND 21 2,414 0 0
AMERICOLD RLTY TR COM 03064D108 16,529 442,770 SH   DFND 4 442,770 0 0
AMERICOLD RLTY TR COM 03064D108 8,331 223,185 SH   DFND 17 223,171 0 14
AMERISAFE INC COM 03071H100 378 6,581 SH   DFND 17 6,581 0 0
AMERISOURCEBERGEN CORP COM 03073E105 226 2,311 SH   DFND 17 2,311 0 0
AMERISOURCEBERGEN CORP COM 03073E105 510 5,221 SH   DFND 21 2,870 0 2,351
AMERIPRISE FINL INC COM 03076C106 4,244 21,839 SH   DFND 17 21,839 0 0
AMERIPRISE FINL INC COM 03076C106 18,503 95,212 SH   DFND 21 58,497 0 36,715
AMERIPRISE FINL INC COM 03076C106 26 133 SH   DFND 25 133 0 0
AMETEK INC COM 031100100 41,255 341,117 SH   DFND 17 323,269 0 17,848
AMETEK INC COM 031100100 42,583 352,101 SH   DFND 20 152,658 0 199,443
AMETEK INC COM 031100100 209,161 1,729,459 SH   DFND 21 1,616,700 0 112,759
AMETEK INC COM 031100100 11,014 91,072 SH   DFND 24 91,072 0 0
AMGEN INC COM 031162100 39,136 170,214 SH   DFND 17 170,214 0 0
AMGEN INC COM 031162100 133,617 581,144 SH   DFND 21 320,562 0 260,582
AMGEN INC COM 031162100 4,713 20,500 SH   DFND 24 20,500 0 0
AMGEN INC COM 031162100 152 660 SH   DFND 25 660 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,395 60,425 SH   DFND 17 58,625 0 1,800
AMKOR TECHNOLOGY INC COM 031652100 210 13,950 SH   DFND 17 13,950 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,173 409,329 SH   DFND 21 363,060 0 46,269
AMPHENOL CORP NEW CL A 032095101 35,585 272,120 SH   DFND 17 245,595 0 26,525
AMPHENOL CORP NEW CL A 032095101 2,484 18,998 SH   DFND 20 18,998 0 0
AMPHENOL CORP NEW CL A 032095101 42,338 323,763 SH   DFND 21 295,811 0 27,952
ANALOG DEVICES INC COM 032654105 119,264 807,308 SH   DFND 17 790,748 0 16,560
ANALOG DEVICES INC COM 032654105 17,737 120,063 SH   DFND 21 116,242 0 3,821
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 3,695 163,357 SH   DFND 17 163,357 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 18,208 804,952 SH   DFND 21 804,952 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 185 8,200 SH   DFND 24 8,200 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 6,832 808,527 SH   DFND 4 808,527 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 12,798 1,514,560 SH   DFND 17 1,514,560 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 4,568 540,633 SH   DFND 21 461,822 0 78,811
ANSYS INC COM 03662Q105 6,221 17,100 SH   DFND 4 17,100 0 0
ANSYS INC COM 03662Q105 755 2,074 SH   DFND 17 2,074 0 0
ANSYS INC COM 03662Q105 2,268 6,234 SH   DFND 21 6,234 0 0
ANTARES PHARMA INC COM 036642106 72 18,090 SH   DFND 17 18,090 0 0
ANTERO RESOURCES CORP COM 03674X106 146 26,876 SH   DFND 17 26,876 0 0
ANTERO RESOURCES CORP COM 03674X106 2,052 376,547 SH   DFND 21 376,547 0 0
ANTHEM INC COM 036752103 32,433 101,010 SH   DFND 4 92,830 0 8,180
ANTHEM INC COM 036752103 153,172 477,038 SH   DFND 17 466,879 0 10,159
ANTHEM INC COM 036752103 78,590 244,761 SH   DFND 21 156,529 0 88,232
ANTHEM INC COM 036752103 1,541 4,800 SH   DFND 24 4,800 0 0
ANTHEM INC COM 036752103 159 494 SH   DFND 25 494 0 0
ANTERIX INC COM 03676C100 51,067 1,358,156 SH   DFND 4 1,358,156 0 0
APACHE CORP COM 037411105 327 23,054 SH   DFND 17 23,054 0 0
APARTMENT INVT & MGMT CO CL A 03748R747 1,261 238,798 SH   DFND 4 238,798 0 0
APARTMENT INCOME REIT CORP COM 03750L109 9,172 238,798 SH   DFND 4 238,798 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 303 5,300 SH   DFND 24 5,300 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 8,748 783,178 SH   DFND 17 783,178 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,824 163,289 SH   DFND 21 0 0 163,289
APPLE INC COM 037833100 23,916 180,240 SH   DFND 4 151,680 0 28,560
APPLE INC COM 037833100 2,420,174 18,239,312 SH   DFND 17 17,194,080 0 1,045,232
APPLE INC COM 037833100 34,374 259,056 SH   DFND 20 55,800 0 203,256
APPLE INC COM 037833100 1,128,810 8,507,120 SH   DFND 21 5,306,169 0 3,200,951
APPLE INC COM 037833100 11,464 86,400 SH   DFND 24 86,400 0 0
APPLE INC COM 037833100 1,375 10,360 SH   DFND 25 10,360 0 0
APPFOLIO INC COM CL A 03783C100 426 2,365 SH   DFND 17 2,365 0 0
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ARCBEST CORP COM 03937C105 1,488 34,881 SH   DFND 21 1,499 0 33,382
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 21,853 954,262 SH   DFND 17 954,262 0 0
ARCH RESOURCES INC CL A 03940R107 328 7,486 SH   DFND 17 7,486 0 0
ARCH RESOURCES INC CL A 03940R107 266 6,081 SH   DFND 21 0 0 6,081
ARCHER DANIELS MIDLAND CO COM 039483102 2,783 55,209 SH   DFND 17 55,209 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 17,035 337,932 SH   DFND 21 259,947 0 77,985
ARCHER DANIELS MIDLAND CO COM 039483102 1,613 32,000 SH   DFND 24 32,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 84 1,662 SH   DFND 25 1,662 0 0
ARCONIC CORPORATION COM 03966V107 3,195 107,230 SH   DFND 21 4,235 0 102,995
ARDELYX INC COM 039697107 953 147,340 SH   DFND 17 147,340 0 0
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ARCUS BIOSCIENCES INC COM 03969F109 205 7,900 SH   DFND 24 7,900 0 0
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ARCTURUS THERAPEUTICS HLDGS COM 03969T109 252 5,800 SH   DFND 24 5,800 0 0
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ARGENX SE SPONSORED ADR 04016X101 3,178 10,805 SH   DFND 17 10,805 0 0
ARGENX SE SPONSORED ADR 04016X101 529 1,800 SH   DFND 24 1,800 0 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 52 1,039 SH   DFND 25 1,039 0 0
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ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 1,201 7,200 SH   DFND 24 7,200 0 0
ASPEN TECHNOLOGY INC COM 045327103 25,198 193,460 SH   DFND 17 138,803 0 54,657
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AURINIA PHARMACEUTICALS INC COM 05156V102 2,368 171,772 SH   DFND 17 150,072 0 21,700
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AXONICS MODULATION TECHNOLOG COM 05465P101 8,185 163,967 SH   DFND 21 163,967 0 0
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BJS WHSL CLUB HLDGS INC COM 05550J101 2,848 76,400 SH   DFND 24 76,400 0 0
BP PLC SPONSORED ADR 055622104 9,118 444,330 SH   DFND 17 444,330 0 0
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BWX TECHNOLOGIES INC COM 05605H100 1,055 17,498 SH   DFND 21 3,159 0 14,339
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BAIDU INC SPON ADR REP A 056752108 8,028 37,125 SH   DFND 17 16,285 0 20,840
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BAKER HUGHES COMPANY CL A 05722G100 7,757 372,057 SH   DFND 17 372,057 0 0
BAKER HUGHES COMPANY CL A 05722G100 5,399 258,956 SH   DFND 21 61,745 0 197,211
BAKER HUGHES COMPANY CL A 05722G100 646 31,000 SH   DFND 24 31,000 0 0
BALCHEM CORP COM 057665200 1,002 8,693 SH   DFND 17 7,293 0 1,400
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BALL CORP COM 058498106 3,735 40,087 SH   DFND 21 18,785 0 21,302
BALL CORP COM 058498106 587 6,300 SH   DFND 24 6,300 0 0
BALLARD PWR SYS INC NEW COM 058586108 731 31,285 SH   DFND 17 14,455 0 16,830
BALLARD PWR SYS INC NEW COM 058586108 23,248 994,538 SH   DFND 21 984,516 0 10,022
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BALLARD PWR SYS INC NEW COM 058586108 24 1,023 SH   DFND 25 1,023 0 0
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BANCFIRST CORP COM 05945F103 3,181 54,195 SH   DFND 17 54,195 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 221 41,938 SH   DFND 17 41,938 0 0
BANCO MACRO SA SPON ADR B 05961W105 233 14,980 SH   DFND 21 14,980 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,016 117,636 SH   DFND 21 117,636 0 0
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BK OF AMERICA CORP COM 060505104 131,484 4,337,986 SH   DFND 21 3,032,684 0 1,305,302
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BOX INC CL A 10316T104 2,263 125,400 SH   DFND 17 116,800 0 8,600
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BRISTOL-MYERS SQUIBB CO COM 110122108 152,418 2,457,168 SH   DFND 21 1,727,505 0 729,663
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COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,652 277,636 SH   DFND 21 277,636 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 150 17,510 SH   DFND 17 17,510 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 300 21,000 SH   DFND 17 21,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 177 12,070 SH   DFND 21 12,070 0 0
COMPASS DIVERSIFIED SH BEN INT 20451Q104 2,212 113,713 SH   DFND 17 113,713 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 12 458 SH   DFND 17 458 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 705 26,269 SH   DFND 21 26,269 0 0
CONAGRA BRANDS INC COM 205887102 1,242 34,249 SH   DFND 17 34,249 0 0
CONAGRA BRANDS INC COM 205887102 7,562 208,540 SH   DFND 21 165,159 0 43,381
CONAGRA BRANDS INC COM 205887102 34 949 SH   DFND 25 949 0 0
CONCENTRIX CORP COM 20602D101 119 1,203 SH   DFND 17 1,203 0 0
CONCENTRIX CORP COM 20602D101 2,826 28,631 SH   DFND 21 16,015 0 12,616
CONCHO RES INC COM 20605P101 5,552 95,152 SH   DFND 17 95,152 0 0
CONCHO RES INC COM 20605P101 333 5,700 SH   DFND 24 5,700 0 0
CONDUENT INC COM 206787103 1,163 242,287 SH   DFND 17 242,287 0 0
CONDUENT INC COM 206787103 474 98,689 SH   DFND 21 72,589 0 26,100
CONMED CORP COM 207410101 20,642 184,305 SH   DFND 17 120,697 0 63,608
CONMED CORP COM 207410101 5,187 46,314 SH   DFND 21 4,557 0 41,757
CONMED CORP COM 207410101 325 2,900 SH   DFND 24 2,900 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 11,484 8,200,000 PRN   DFND 17 7,005,000 0 1,195,000
CONOCOPHILLIPS COM 20825C104 20,831 520,912 SH   DFND 17 520,912 0 0
CONOCOPHILLIPS COM 20825C104 35,741 893,749 SH   DFND 21 389,066 0 504,683
CONOCOPHILLIPS COM 20825C104 576 14,400 SH   DFND 24 14,400 0 0
CONSOLIDATED EDISON INC COM 209115104 1,371 18,975 SH   DFND 17 18,964 0 11
CONSOLIDATED EDISON INC COM 209115104 22 310 SH   DFND 21 310 0 0
CONSTELLATION BRANDS INC CL A 21036P108 32,937 150,364 SH   DFND 17 147,649 0 2,715
CONSTELLATION BRANDS INC CL A 21036P108 11,316 51,661 SH   DFND 21 50,266 0 1,395
COOPER COS INC COM NEW 216648402 27,833 76,608 SH   DFND 17 65,338 0 11,270
COOPER COS INC COM NEW 216648402 20,663 56,874 SH   DFND 20 17,376 0 39,498
COOPER COS INC COM NEW 216648402 243,607 670,503 SH   DFND 21 628,434 0 42,069
COOPER COS INC COM NEW 216648402 1,780 4,900 SH   DFND 24 4,900 0 0
COOPER COS INC COM NEW 216648402 113 312 SH   DFND 25 312 0 0
COPART INC COM 217204106 4,899 38,498 SH   DFND 17 38,498 0 0
COPART INC COM 217204106 14,999 117,871 SH   DFND 21 45,792 0 72,079
COPART INC COM 217204106 37 293 SH   DFND 25 293 0 0
CORCEPT THERAPEUTICS INC COM 218352102 715 27,334 SH   DFND 21 0 0 27,334
CORE MARK HOLDING CO INC COM 218681104 348 11,860 SH   DFND 17 9,400 0 2,460
CORESITE RLTY CORP COM 21870Q105 6,875 54,877 SH   DFND 4 54,877 0 0
CORESITE RLTY CORP COM 21870Q105 82,559 658,994 SH   DFND 17 652,723 0 6,271
CORELOGIC INC COM 21871D103 220 2,851 SH   DFND 21 0 0 2,851
CORNERSTONE ONDEMAND INC COM 21925Y103 389 8,825 SH   DFND 17 7,000 0 1,825
CORNING INC COM 219350105 2,781 77,246 SH   DFND 17 77,246 0 0
CORNING INC COM 219350105 11,063 307,303 SH   DFND 21 265,393 0 41,910
CORNING INC COM 219350105 38 1,045 SH   DFND 25 1,045 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2,591 99,334 SH   DFND 21 88,735 0 10,599
CORTEVA INC COM 22052L104 3 82 SH   DFND 17 82 0 0
CORTEVA INC COM 22052L104 2,808 72,516 SH   DFND 21 69,956 0 2,560
COSTCO WHSL CORP NEW COM 22160K105 325,940 865,067 SH   DFND 17 863,812 0 1,255
COSTCO WHSL CORP NEW COM 22160K105 91,596 243,103 SH   DFND 21 150,243 0 92,860
COSTCO WHSL CORP NEW COM 22160K105 162 431 SH   DFND 25 431 0 0
COSTAR GROUP INC COM 22160N109 313 339 SH   DFND 17 339 0 0
COSTAR GROUP INC COM 22160N109 6,801 7,358 SH   DFND 21 3,972 0 3,386
COUPA SOFTWARE INC COM 22266L106 99,424 293,364 SH   DFND 17 277,395 0 15,969
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 4,405 2,000,000 PRN   DFND 17 2,000,000 0 0
COVETRUS INC COM 22304C100 6,450 224,430 SH   DFND 21 224,430 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 353 2,673 SH   DFND 17 2,673 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 44,816 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 41,132 388,406 SH   DFND 17 309,176 0 79,230
CREE INC NOTE 0.875% 9/0 225447AB7 130,156 72,850,000 PRN   DFND 17 70,975,000 0 1,875,000
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 5,757 303,342 SH   DFND 4 303,342 0 0
CRITEO S A SPONS ADS 226718104 88,130 4,296,940 SH   DFND 17 4,158,290 0 138,650
CROCS INC COM 227046109 2,912 46,471 SH   DFND 17 46,471 0 0
CROCS INC COM 227046109 11,410 182,088 SH   DFND 21 23,363 0 158,725
CROWDSTRIKE HLDGS INC CL A 22788C105 855,396 4,038,317 SH   DFND 17 3,756,737 0 281,580
CROWDSTRIKE HLDGS INC CL A 22788C105 8,129 38,375 SH   DFND 20 38,375 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 4,906 23,161 SH   DFND 21 9,866 0 13,295
CROWN CASTLE INTL CORP NEW COM 22822V101 14,858 93,334 SH   DFND 4 93,334 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 391,066 2,456,598 SH   DFND 17 2,450,607 0 5,991
CROWN CASTLE INTL CORP NEW COM 22822V101 6,325 39,730 SH   DFND 21 15,660 0 24,070
CROWN HLDGS INC COM 228368106 51,332 512,294 SH   DFND 17 468,089 0 44,205
CROWN HLDGS INC COM 228368106 3,306 32,995 SH   DFND 21 26,969 0 6,026
CROWN HLDGS INC COM 228368106 822 8,200 SH   DFND 24 8,200 0 0
CRYOPORT INC COM PAR $0.001 229050307 221 5,039 SH   DFND 17 5,039 0 0
CUBESMART COM 229663109 4,909 146,048 SH   DFND 4 146,048 0 0
CUBESMART COM 229663109 105 3,130 SH   DFND 21 3,130 0 0
CUMMINS INC COM 231021106 44,189 194,579 SH   DFND 17 192,214 0 2,365
CUMMINS INC COM 231021106 70,743 311,508 SH   DFND 21 232,947 0 78,561
CURTISS WRIGHT CORP COM 231561101 5,854 50,314 SH   DFND 17 50,314 0 0
CURTISS WRIGHT CORP COM 231561101 64 546 SH   DFND 21 546 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 6,137 5,000,000 PRN   DFND 17 5,000,000 0 0
CYRUSONE INC COM 23283R100 16,009 218,858 SH   DFND 17 218,823 0 35
CYRUSONE INC COM 23283R100 396 5,411 SH   DFND 21 0 0 5,411
DBX ETF TR XTRACK HRVST CSI 233051879 292 7,300 SH   DFND 24 0 0 7,300
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 9,410 508,094 SH   DFND 4 508,094 0 0
D R HORTON INC COM 23331A109 160,716 2,331,922 SH   DFND 17 2,331,922 0 0
D R HORTON INC COM 23331A109 21,813 316,499 SH   DFND 21 241,156 0 75,343
D R HORTON INC COM 23331A109 46 670 SH   DFND 25 670 0 0
DTE ENERGY CO COM 233331107 45,985 378,762 SH   DFND 17 376,016 0 2,746
DTE ENERGY CO COM 233331107 5,994 49,374 SH   DFND 21 21,673 0 27,701
DXC TECHNOLOGY CO COM 23355L106 1,445 56,125 SH   DFND 17 56,125 0 0
DXC TECHNOLOGY CO COM 23355L106 3,501 135,968 SH   DFND 21 99,619 0 36,349
DXC TECHNOLOGY CO COM 23355L106 6 233 SH   DFND 25 233 0 0
DANA INC COM 235825205 1,679 86,000 SH   DFND 4 86,000 0 0
DANA INC COM 235825205 2,181 111,719 SH   DFND 17 111,719 0 0
DANA INC COM 235825205 6,380 326,852 SH   DFND 21 243,853 0 82,999
DANA INC COM 235825205 54 2,767 SH   DFND 25 2,767 0 0
DANAHER CORPORATION COM 235851102 50,934 229,289 SH   DFND 17 229,289 0 0
DANAHER CORPORATION COM 235851102 74,947 337,386 SH   DFND 21 244,715 0 92,671
DANAHER CORPORATION COM 235851102 5,883 26,484 SH   DFND 24 26,484 0 0
DANAHER CORPORATION COM 235851102 97 435 SH   DFND 25 435 0 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 23,271 405,700 SH   DFND 4 405,700 0 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 446 7,784 SH   DFND 21 3,539 0 4,245
DARDEN RESTAURANTS INC COM 237194105 21,322 178,992 SH   DFND 17 174,972 0 4,020
DARDEN RESTAURANTS INC COM 237194105 12,190 102,335 SH   DFND 21 74,524 0 27,811
DARLING INGREDIENTS INC COM 237266101 3,301 57,233 SH   DFND 17 57,233 0 0
DARLING INGREDIENTS INC COM 237266101 289 5,005 SH   DFND 21 1,227 0 3,778
DARLING INGREDIENTS INC COM 237266101 173 3,000 SH   DFND 24 3,000 0 0
DATADOG INC CL A COM 23804L103 230,117 2,337,637 SH   DFND 17 2,164,097 0 173,540
DATADOG INC CL A COM 23804L103 2,820 28,645 SH   DFND 21 8,131 0 20,514
DATADOG INC CL A COM 23804L103 33 331 SH   DFND 25 331 0 0
DATADOG INC CALL 23804L903 10,179 103,400 SH Call DFND 17 103,400 0 0
DAVITA INC COM 23918K108 699 5,958 SH   DFND 17 5,958 0 0
DAVITA INC COM 23918K108 26,351 224,455 SH   DFND 21 75,485 0 148,970
DECIPHERA PHARMACEUTICALS IN COM 24344T101 4,532 79,416 SH   DFND 17 74,271 0 5,145
DECIPHERA PHARMACEUTICALS IN COM 24344T101 856 15,000 SH   DFND 24 15,000 0 0
DECKERS OUTDOOR CORP COM 243537107 1,443 5,031 SH   DFND 17 4,626 0 405
DECKERS OUTDOOR CORP COM 243537107 7,297 25,443 SH   DFND 21 14,966 0 10,477
DEERE & CO COM 244199105 323,586 1,202,697 SH   DFND 17 1,202,697 0 0
DEERE & CO COM 244199105 27,304 101,484 SH   DFND 21 86,570 0 14,914
DEERE & CO COM 244199105 2,421 9,000 SH   DFND 24 9,000 0 0
DEERE & CO COM 244199105 120 447 SH   DFND 25 447 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 2,479 77,468 SH   DFND 17 77,468 0 0
DELL TECHNOLOGIES INC CL C 24703L202 12,219 166,720 SH   DFND 17 166,720 0 0
DELL TECHNOLOGIES INC CL C 24703L202 15,725 214,560 SH   DFND 21 145,932 0 68,628
DELTA AIR LINES INC DEL COM NEW 247361702 442 11,000 SH   DFND 4 11,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 38,216 950,420 SH   DFND 17 950,420 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 26,089 648,822 SH   DFND 21 634,937 0 13,885
DENALI THERAPEUTICS INC COM 24823R105 2,308 27,560 SH   DFND 17 27,560 0 0
DENALI THERAPEUTICS INC COM 24823R105 394 4,700 SH   DFND 24 4,700 0 0
DENTSPLY SIRONA INC COM 24906P109 119 2,278 SH   DFND 17 2,278 0 0
DENTSPLY SIRONA INC COM 24906P109 8,955 171,024 SH   DFND 21 158,883 0 12,141
DEVON ENERGY CORP NEW COM 25179M103 5,534 350,000 SH   DFND 4 350,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,341 337,818 SH   DFND 17 337,818 0 0
DEVON ENERGY CORP NEW COM 25179M103 367 23,200 SH   DFND 24 23,200 0 0
DEXCOM INC COM 252131107 39,773 107,577 SH   DFND 17 100,085 0 7,492
DEXCOM INC COM 252131107 6,698 18,117 SH   DFND 21 7,766 0 10,351
DEXCOM INC COM 252131107 222 600 SH   DFND 24 600 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 67,900 30,155,000 PRN   DFND 17 27,600,000 0 2,555,000
DIAGEO PLC SPON ADR NEW 25243Q205 683 4,300 SH   DFND 17 4,300 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,614 116,000 SH   DFND 4 116,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 30,832 637,025 SH   DFND 17 605,630 0 31,395
DIAMONDBACK ENERGY INC COM 25278X109 605 12,500 SH   DFND 24 12,500 0 0
DIEBOLD NXDF INC COM 253651103 131 12,267 SH   DFND 21 0 0 12,267
DIGITAL RLTY TR INC COM 253868103 16,017 114,806 SH   DFND 4 114,806 0 0
DIGITAL RLTY TR INC COM 253868103 3,634 26,049 SH   DFND 17 26,049 0 0
DIGITAL RLTY TR INC COM 253868103 117 840 SH   DFND 21 840 0 0
DIGITAL TURBINE INC COM NEW 25400W102 520 9,198 SH   DFND 17 9,198 0 0
DIGITAL TURBINE INC COM NEW 25400W102 671 11,863 SH   DFND 21 4,876 0 6,987
DINE BRANDS GLOBAL INC COM 254423106 1,409 24,300 SH   DFND 21 0 0 24,300
DIODES INC COM 254543101 789 11,198 SH   DFND 21 955 0 10,243
DISNEY WALT CO COM 254687106 468,982 2,588,487 SH   DFND 17 2,576,042 0 12,445
DISNEY WALT CO COM 254687106 34,453 190,160 SH   DFND 20 73,493 0 116,667
DISNEY WALT CO COM 254687106 88,143 486,495 SH   DFND 21 409,016 0 77,479
DISNEY WALT CO COM 254687106 20 110 SH   DFND 25 110 0 0
DISCOVER FINL SVCS COM 254709108 90,244 996,842 SH   DFND 17 958,487 0 38,355
DISCOVER FINL SVCS COM 254709108 11,344 125,311 SH   DFND 21 90,439 0 34,872
DISCOVERY INC COM SER A 25470F104 1 18 SH   DFND 17 18 0 0
DISCOVERY INC COM SER A 25470F104 1,457 48,432 SH   DFND 21 0 0 48,432
DISCOVERY INC COM SER C 25470F302 57 2,174 SH   DFND 17 2,174 0 0
DISCOVERY INC COM SER C 25470F302 149 5,677 SH   DFND 21 0 0 5,677
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 19,115 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 118,323 124,565,000 PRN   DFND 17 124,565,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 94,176 100,055,000 PRN   DFND 17 100,055,000 0 0
DR REDDYS LABS LTD ADR 256135203 704 9,875 SH   DFND 17 9,875 0 0
DR REDDYS LABS LTD ADR 256135203 124 1,742 SH   DFND 21 1,742 0 0
DOCUSIGN INC COM 256163106 180,669 812,727 SH   DFND 17 723,983 0 88,744
DOCUSIGN INC COM 256163106 43,443 195,425 SH   DFND 21 158,193 0 37,232
DOCUSIGN INC COM 256163106 123 552 SH   DFND 25 552 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 140,594 40,445,000 PRN   DFND 17 38,235,000 0 2,210,000
DOLBY LABORATORIES INC COM CL A 25659T107 1,406 14,473 SH   DFND 17 14,473 0 0
DOLLAR GEN CORP NEW COM 256677105 281,166 1,336,976 SH   DFND 17 1,334,418 0 2,558
DOLLAR GEN CORP NEW COM 256677105 48,489 230,571 SH   DFND 21 203,253 0 27,318
DOLLAR GEN CORP NEW COM 256677105 2,103 10,000 SH   DFND 24 10,000 0 0
DOLLAR GEN CORP NEW COM 256677105 98 467 SH   DFND 25 467 0 0
DOLLAR TREE INC COM 256746108 304 2,811 SH   DFND 17 2,811 0 0
DOMINION ENERGY INC COM 25746U109 663 8,820 SH   DFND 17 8,809 0 11
DOMINION ENERGY INC COM 25746U109 1,235 16,418 SH   DFND 21 16,418 0 0
DOMINOS PIZZA INC COM 25754A201 13,673 35,657 SH   DFND 17 35,657 0 0
DOMINOS PIZZA INC COM 25754A201 11,301 29,470 SH   DFND 21 5,321 0 24,149
DOMTAR CORP COM NEW 257559203 415 13,160 SH   DFND 17 13,160 0 0
DOMTAR CORP COM NEW 257559203 3,034 96,127 SH   DFND 21 71,583 0 24,544
DONALDSON INC COM 257651109 1,699 30,413 SH   DFND 21 0 0 30,413
DONEGAL GROUP INC CL A 257701201 275 19,551 SH   DFND 17 19,551 0 0
DONNELLEY R R & SONS CO COM 257867200 2,712 1,200,000 SH   DFND 4 1,200,000 0 0
DOUGLAS EMMETT INC COM 25960P109 869 29,784 SH   DFND 4 29,784 0 0
DOUGLAS EMMETT INC COM 25960P109 1,563 53,552 SH   DFND 17 53,552 0 0
DOUGLAS EMMETT INC COM 25960P109 1,561 53,502 SH   DFND 21 53,502 0 0
DOUGLAS DYNAMICS INC COM 25960R105 1,164 27,207 SH   DFND 17 27,207 0 0
DOVER CORP COM 260003108 41,877 331,697 SH   DFND 17 329,214 0 2,483
DOVER CORP COM 260003108 1,636 12,962 SH   DFND 21 10,022 0 2,940
DOW INC COM 260557103 27,562 496,614 SH   DFND 17 496,614 0 0
DOW INC COM 260557103 1,186 21,376 SH   DFND 21 19,836 0 1,540
DOW INC COM 260557103 389 7,000 SH   DFND 24 7,000 0 0
DRAFTKINGS INC COM CL A 26142R104 792 17,008 SH   DFND 17 17,008 0 0
DRAFTKINGS INC COM CL A 26142R104 2,550 54,777 SH   DFND 21 54,777 0 0
DRAFTKINGS INC CALL 26142R904 931 20,000 SH Call DFND   20,000 0 0
DROPBOX INC CL A 26210C104 7,940 357,824 SH   DFND 17 357,824 0 0
DROPBOX INC CL A 26210C104 79 3,552 SH   DFND 21 3,552 0 0
DUKE REALTY CORP COM NEW 264411505 42,085 1,052,924 SH   DFND 4 1,052,924 0 0
DUKE REALTY CORP COM NEW 264411505 12,392 310,043 SH   DFND 17 310,043 0 0
DUKE REALTY CORP COM NEW 264411505 4,549 113,801 SH   DFND 21 96,427 0 17,374
DUKE ENERGY CORP NEW COM NEW 26441C204 5,544 60,545 SH   DFND 17 60,523 0 22
DUKE ENERGY CORP NEW COM NEW 26441C204 6,487 70,851 SH   DFND 21 47,856 0 22,995
DUPONT DE NEMOURS INC COM 26614N102 43,663 614,021 SH   DFND 17 614,021 0 0
DUPONT DE NEMOURS INC COM 26614N102 2,288 32,175 SH   DFND 21 32,175 0 0
DUPONT DE NEMOURS INC COM 26614N102 640 9,000 SH   DFND 24 9,000 0 0
DYNATRACE INC COM NEW 268150109 2,018 46,632 SH   DFND 17 46,632 0 0
DYNATRACE INC COM NEW 268150109 3,794 87,691 SH   DFND 21 57,788 0 29,903
DYNATRACE INC COM NEW 268150109 41 946 SH   DFND 25 946 0 0
DYNEX CAP INC COM 26817Q886 342 19,193 SH   DFND 21 0 0 19,193
EOG RES INC COM 26875P101 557 11,178 SH   DFND 17 11,178 0 0
EOG RES INC COM 26875P101 10,272 205,969 SH   DFND 21 65,204 0 140,765
EQT CORP COM 26884L109 3,112 244,860 SH   DFND 17 244,860 0 0
EQT CORP COM 26884L109 385 30,300 SH   DFND 24 30,300 0 0
EPR PPTYS COM SH BEN INT 26884U109 341 10,488 SH   DFND 17 10,488 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 298 6,406 SH   DFND 17 6,406 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 107 4,734 SH   DFND 17 4,734 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 170 7,493 SH   DFND 21 7,493 0 0
EASTGROUP PPTYS INC COM 277276101 451 3,270 SH   DFND 17 3,270 0 0
EASTMAN CHEM CO COM 277432100 1,992 19,869 SH   DFND 17 19,869 0 0
EASTMAN CHEM CO COM 277432100 296 2,947 SH   DFND 21 2,947 0 0
EATON VANCE CORP COM NON VTG 278265103 979 14,419 SH   DFND 21 14,419 0 0
EBAY INC. COM 278642103 478 9,510 SH   DFND 17 9,510 0 0
EBAY INC. COM 278642103 42,131 838,422 SH   DFND 21 586,245 0 252,177
ECOLAB INC COM 278865100 38,424 177,595 SH   DFND 17 177,583 0 12
ECOLAB INC COM 278865100 33,732 155,905 SH   DFND 20 71,654 0 84,251
ECOLAB INC COM 278865100 274,249 1,267,557 SH   DFND 21 1,199,619 0 67,938
ECOLAB INC COM 278865100 2,501 11,560 SH   DFND 24 11,560 0 0
ECOPETROL S A SPONSORED ADS 279158109 298 23,059 SH   DFND 21 23,059 0 0
EDISON INTL COM 281020107 1,506 23,970 SH   DFND 17 23,970 0 0
EDISON INTL COM 281020107 1,878 29,896 SH   DFND 21 8,148 0 21,748
EDISON INTL COM 281020107 16 256 SH   DFND 25 256 0 0
EDITAS MEDICINE INC COM 28106W103 358 5,110 SH   DFND 17 5,110 0 0
EDITAS MEDICINE INC COM 28106W103 178 2,545 SH   DFND 21 2,545 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 20,688 226,764 SH   DFND 17 202,700 0 24,064
EDWARDS LIFESCIENCES CORP COM 28176E108 73,228 802,672 SH   DFND 21 604,100 0 198,572
EIDOS THERAPEUTICS INC COM 28249H104 743 5,645 SH   DFND 17 5,645 0 0
EIDOS THERAPEUTICS INC COM 28249H104 579 4,400 SH   DFND 24 4,400 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1,454 1,000,000 PRN   DFND 17 1,000,000 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,842 60,050 SH   DFND 17 60,050 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 10,250 334,191 SH   DFND 21 328,320 0 5,871
ELANCO ANIMAL HEALTH INC COM 28414H103 2,221 72,400 SH   DFND 24 72,400 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 90,080 1,844,385 SH   DFND 17 1,758,615 0 85,770
ELDORADO GOLD CORP NEW COM 284902509 1,121 84,623 SH   DFND 17 84,623 0 0
ELDORADO GOLD CORP NEW COM 284902509 1,567 118,329 SH   DFND 21 33,627 0 84,702
ELDORADO GOLD CORP NEW COM 284902509 33 2,511 SH   DFND 25 2,511 0 0
ELECTRONIC ARTS INC COM 285512109 26,919 187,460 SH   DFND 4 164,320 0 23,140
ELECTRONIC ARTS INC COM 285512109 5,048 35,151 SH   DFND 17 34,301 0 850
ELECTRONIC ARTS INC COM 285512109 78,453 546,328 SH   DFND 21 351,413 0 194,915
ELLINGTON FINANCIAL INC COM 28852N109 270 18,161 SH   DFND 17 18,161 0 0
ELLINGTON FINANCIAL INC COM 28852N109 216 14,527 SH   DFND 21 14,527 0 0
EMCOR GROUP INC COM 29084Q100 16,332 178,570 SH   DFND 17 178,559 0 11
EMCOR GROUP INC COM 29084Q100 4,366 47,737 SH   DFND 21 962 0 46,775
EMERGENT BIOSOLUTIONS INC COM 29089Q105 669 7,469 SH   DFND 17 6,669 0 800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 819 9,143 SH   DFND 21 1,845 0 7,298
EMERSON ELEC CO COM 291011104 561 6,974 SH   DFND 17 6,974 0 0
EMERSON ELEC CO COM 291011104 10,511 130,784 SH   DFND 21 123,897 0 6,887
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 2,258 429,200 SH   DFND 4 429,200 0 0
ENBRIDGE INC COM 29250N105 11,551 361,495 SH   DFND 4 304,295 0 57,200
ENBRIDGE INC COM 29250N105 3,234 101,210 SH   DFND 17 101,210 0 0
ENBRIDGE INC COM 29250N105 10,668 333,846 SH   DFND 21 188,754 0 145,092
ENBRIDGE INC COM 29250N105 65 2,043 SH   DFND 25 2,043 0 0
ENCORE CAP GROUP INC COM 292554102 7,833 201,098 SH   DFND 21 146,835 0 54,263
ENCOMPASS HEALTH CORP COM 29261A100 1,355 16,389 SH   DFND 17 16,389 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,542 30,744 SH   DFND 21 25,952 0 4,792
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,663 176,000 SH   DFND 21 176,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 10,458 1,692,165 SH   DFND 4 1,397,765 0 294,400
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 3,706 599,750 SH   DFND 17 599,750 0 0
ENERSYS COM 29275Y102 14,321 172,417 SH   DFND 21 169,963 0 2,454
ENNIS INC COM 293389102 1,054 59,063 SH   DFND 17 59,063 0 0
ENNIS INC COM 293389102 140 7,866 SH   DFND 21 7,866 0 0
ENPHASE ENERGY INC COM 29355A107 14,836 84,550 SH   DFND 4 84,550 0 0
ENPHASE ENERGY INC COM 29355A107 178,676 1,018,273 SH   DFND 17 953,330 0 64,943
ENPHASE ENERGY INC COM 29355A107 2,329 13,274 SH   DFND 21 10,612 0 2,662
ENPHASE ENERGY INC COM 29355A107 8,054 45,900 SH   DFND 24 45,900 0 0
ENPHASE ENERGY INC COM 29355A107 13 76 SH   DFND 25 76 0 0
ENSIGN GROUP INC COM 29358P101 8,383 114,956 SH   DFND 17 111,256 0 3,700
ENSIGN GROUP INC COM 29358P101 7,695 105,529 SH   DFND 21 87,637 0 17,892
ENSIGN GROUP INC COM 29358P101 19 256 SH   DFND 25 256 0 0
ENTEGRIS INC COM 29362U104 13,092 136,232 SH   DFND 17 107,842 0 28,390
ENTEGRIS INC COM 29362U104 10,664 110,968 SH   DFND 21 105,976 0 4,992
ENTERGY CORP NEW COM 29364G103 389 3,896 SH   DFND 17 3,896 0 0
ENTERGY CORP NEW COM 29364G103 10,071 100,869 SH   DFND 21 81,763 0 19,106
ENTERPRISE FINL SVCS CORP COM 293712105 4,710 134,774 SH   DFND 17 134,774 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 4,877 248,942 SH   DFND 4 126,242 0 122,700
ENTERPRISE PRODS PARTNERS L COM 293792107 3,593 183,425 SH   DFND 17 183,425 0 0
EPAM SYS INC COM 29414B104 137,691 384,235 SH   DFND 17 368,995 0 15,240
EPAM SYS INC COM 29414B104 560 1,564 SH   DFND 21 896 0 668
ENVIVA PARTNERS LP COM UNIT 29414J107 351 7,719 SH   DFND 17 7,719 0 0
EOS ENERGY ENTERPRISES INC COM CL A 29415C101 221 10,602 SH   DFND 17 10,602 0 0
EPIZYME INC COM 29428V104 2,592 238,652 SH   DFND 17 218,387 0 20,265
EPIZYME INC COM 29428V104 238 21,900 SH   DFND 24 21,900 0 0
EQUIFAX INC COM 294429105 246 1,276 SH   DFND 17 1,276 0 0
EQUIFAX INC COM 294429105 4,764 24,705 SH   DFND 21 11,883 0 12,822
EQUINIX INC COM 29444U700 46,082 64,524 SH   DFND 4 64,524 0 0
EQUINIX INC COM 29444U700 70,195 98,288 SH   DFND 17 96,537 0 1,751
EQUINIX INC COM 29444U700 59,388 83,156 SH   DFND 21 49,076 0 34,080
EQUINIX INC COM 29444U700 81 113 SH   DFND 25 113 0 0
EQUITABLE HLDGS INC COM 29452E101 2,636 102,991 SH   DFND 17 102,991 0 0
EQUITABLE HLDGS INC COM 29452E101 7,877 307,822 SH   DFND 21 164,218 0 143,604
EQUITABLE HLDGS INC COM 29452E101 9 357 SH   DFND 25 357 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 3,217 400,138 SH   DFND 4 258,238 0 141,900
EQUITY COMWLTH COM SH BEN INT 294628102 218 7,996 SH   DFND 17 7,996 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 27,280 430,560 SH   DFND 4 430,560 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 924 14,588 SH   DFND 17 14,588 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 20,463 345,195 SH   DFND 4 345,195 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 500 8,431 SH   DFND 17 8,431 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 196 3,312 SH   DFND 21 3,312 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,301 12,607 SH   DFND 17 12,607 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 776 29,845 SH   DFND 17 29,845 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 117 4,500 SH   DFND 24 4,500 0 0
ESSEX PPTY TR INC COM 297178105 22,312 93,978 SH   DFND 4 93,978 0 0
ESSEX PPTY TR INC COM 297178105 1,036 4,365 SH   DFND 17 4,365 0 0
ESSEX PPTY TR INC COM 297178105 1,641 6,911 SH   DFND 21 6,911 0 0
ETSY INC COM 29786A106 1,309 7,360 SH   DFND 17 1,325 0 6,035
ETSY INC COM 29786A106 19,358 108,806 SH   DFND 21 92,933 0 15,873
ETSY INC COM 29786A106 39 218 SH   DFND 25 218 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 11,656 5,495,000 PRN   DFND 17 4,620,000 0 875,000
EURONET WORLDWIDE INC COM 298736109 3,818 26,347 SH   DFND 21 250 0 26,097
EVERCORE INC CLASS A 29977A105 323 2,948 SH   DFND 21 0 0 2,948
EVERBRIDGE INC COM 29978A104 945 6,340 SH   DFND 17 6,340 0 0
EVERBRIDGE INC COM 29978A104 5,664 37,998 SH   DFND 21 37,998 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 81,440 55,225,000 PRN   DFND 17 55,225,000 0 0
EVERGY INC COM 30034W106 626 11,285 SH   DFND 17 11,269 0 16
EVERSOURCE ENERGY COM 30040W108 17,167 198,442 SH   DFND 17 198,430 0 12
EVERSOURCE ENERGY COM 30040W108 28,687 331,602 SH   DFND 21 147,305 0 184,297
EVERQUOTE INC COM CL A 30041R108 640 17,130 SH   DFND 17 17,130 0 0
EVERQUOTE INC COM CL A 30041R108 253 6,782 SH   DFND 21 589 0 6,193
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 21,533 25,535,000 PRN   DFND 17 25,535,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 12,801 474,476 SH   DFND 17 474,476 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 4,722 175,012 SH   DFND 21 151,957 0 23,055
EXACT SCIENCES CORP COM 30063P105 2,685 20,265 SH   DFND 17 18,318 0 1,947
EXACT SCIENCES CORP COM 30063P105 904 6,824 SH   DFND 21 6,824 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 208,607 149,781,000 PRN   DFND 17 143,148,000 0 6,633,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 66,204 50,590,000 PRN   DFND 17 48,200,000 0 2,390,000
EXELON CORP COM 30161N101 10,362 245,438 SH   DFND 17 245,438 0 0
EXELON CORP COM 30161N101 58,823 1,393,258 SH   DFND 21 842,294 0 550,964
EXELON CORP COM 30161N101 96 2,264 SH   DFND 25 2,264 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,926 34,368 SH   DFND 17 34,368 0 0
EXPEDIA GROUP INC COM NEW 30212P303 32,029 241,911 SH   DFND 17 204,771 0 37,140
EXPEDITORS INTL WASH INC COM 302130109 4,075 42,843 SH   DFND 17 42,843 0 0
EXPEDITORS INTL WASH INC COM 302130109 46,154 485,273 SH   DFND 21 245,427 0 239,846
EXPEDITORS INTL WASH INC COM 302130109 47 493 SH   DFND 25 493 0 0
EXPONENT INC COM 30214U102 1,173 13,026 SH   DFND 17 13,026 0 0
EXPONENT INC COM 30214U102 673 7,471 SH   DFND 21 7,471 0 0
EXTRA SPACE STORAGE INC COM 30225T102 4,062 35,058 SH   DFND 4 35,058 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,547 65,138 SH   DFND 17 65,138 0 0
EXTRA SPACE STORAGE INC COM 30225T102 918 7,927 SH   DFND 21 0 0 7,927
EXXON MOBIL CORP COM 30231G102 2,649 64,260 SH   DFND 17 54,628 0 9,632
EXXON MOBIL CORP COM 30231G102 3,042 73,800 SH   DFND 20 73,800 0 0
EXXON MOBIL CORP COM 30231G102 18,255 442,876 SH   DFND 21 272,089 0 170,787
EXXON MOBIL CORP COM 30231G102 1,352 32,800 SH   DFND 24 32,800 0 0
FLIR SYS INC COM 302445101 9,615 219,379 SH   DFND 17 174,832 0 44,547
FMC CORP COM NEW 302491303 22,041 191,780 SH   DFND 17 172,866 0 18,914
FMC CORP COM NEW 302491303 2,036 17,712 SH   DFND 21 14,465 0 3,247
FMC CORP COM NEW 302491303 1,184 10,300 SH   DFND 24 10,300 0 0
FTI CONSULTING INC COM 302941109 9,649 86,371 SH   DFND 17 86,371 0 0
FTI CONSULTING INC COM 302941109 1,817 16,262 SH   DFND 21 10,175 0 6,087
FACEBOOK INC CL A 30303M102 1,308,831 4,791,443 SH   DFND 17 4,583,460 0 207,983
FACEBOOK INC CL A 30303M102 419,334 1,535,122 SH   DFND 21 1,156,483 0 378,639
FACEBOOK INC CL A 30303M102 1,557 5,700 SH   DFND 24 5,700 0 0
FACEBOOK INC CL A 30303M102 357 1,308 SH   DFND 25 1,308 0 0
FACTSET RESH SYS INC COM 303075105 131 394 SH   DFND 17 394 0 0
FACTSET RESH SYS INC COM 303075105 5,186 15,598 SH   DFND 21 14,569 0 1,029
FAIR ISAAC CORP COM 303250104 75,130 147,014 SH   DFND 17 147,014 0 0
FAIR ISAAC CORP COM 303250104 4,478 8,763 SH   DFND 21 6,270 0 2,493
FASTLY INC CL A 31188V100 258,264 2,955,984 SH   DFND 17 2,900,834 0 55,150
FASTLY INC CL A 31188V100 417 4,778 SH   DFND 21 423 0 4,355
FATE THERAPEUTICS INC COM 31189P102 3,317 36,480 SH   DFND 17 36,480 0 0
FATE THERAPEUTICS INC COM 31189P102 203 2,228 SH   DFND 21 2,228 0 0
FATE THERAPEUTICS INC COM 31189P102 627 6,900 SH   DFND 24 6,900 0 0
FASTENAL CO COM 311900104 707 14,470 SH   DFND 17 14,470 0 0
FASTENAL CO COM 311900104 21,873 447,933 SH   DFND 21 38,302 0 409,631
FEDERAL AGRIC MTG CORP CL C 313148306 1,353 18,219 SH   DFND 17 18,219 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 2,746 32,262 SH   DFND 4 32,262 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 45 534 SH   DFND 17 534 0 0
FEDERAL SIGNAL CORP COM 313855108 2,585 77,943 SH   DFND 17 77,943 0 0
FEDERATED HERMES INC CL B 314211103 442 15,300 SH   DFND 17 12,200 0 3,100
FEDERATED HERMES INC CL B 314211103 1,679 58,133 SH   DFND 21 8,398 0 49,735
FEDEX CORP COM 31428X106 180,811 696,445 SH   DFND 17 693,045 0 3,400
FEDEX CORP COM 31428X106 23,651 91,099 SH   DFND 21 78,868 0 12,231
FEDEX CORP COM 31428X106 25 97 SH   DFND 25 97 0 0
F5 NETWORKS INC COM 315616102 87,410 496,815 SH   DFND 17 482,780 0 14,035
F5 NETWORKS INC COM 315616102 995 5,658 SH   DFND 21 1,886 0 3,772
FIBROGEN INC COM 31572Q808 940 25,340 SH   DFND 17 25,340 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 20,648 145,966 SH   DFND 17 85,710 0 60,256
FIDELITY NATL INFORMATION SV COM 31620M106 22,649 160,106 SH   DFND 21 135,162 0 24,944
FIDELITY NATL INFORMATION SV COM 31620M106 58 408 SH   DFND 25 408 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 20,455 144,600 SH Call DFND 17 144,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 52,038 1,331,231 SH   DFND 17 1,322,072 0 9,159
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5,796 148,266 SH   DFND 21 126,210 0 22,056
FIFTH THIRD BANCORP COM 316773100 317 11,487 SH   DFND 17 11,487 0 0
FIFTH THIRD BANCORP COM 316773100 4,238 153,735 SH   DFND 21 30,501 0 123,234
51JOB INC SPONSORED ADS 316827104 2,465 35,216 SH   DFND 4 34,416 0 800
FIREEYE INC COM 31816Q101 364,173 15,792,409 SH   DFND 17 15,343,939 0 448,470
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 4,046 3,350,000 PRN   DFND 17 3,350,000 0 0
FIRST AMERN FINL CORP COM 31847R102 8,784 170,136 SH   DFND 17 170,136 0 0
FIRST AMERN FINL CORP COM 31847R102 7,392 143,168 SH   DFND 21 98,058 0 45,110
FIRST BANCORP P R COM NEW 318672706 136 14,729 SH   DFND 21 0 0 14,729
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,899 5,048 SH   DFND 17 5,048 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 145 252 SH   DFND 21 252 0 0
FIRST FINL BANKSHARES COM 32020R109 2,286 63,194 SH   DFND 17 63,194 0 0
FIRST FNDTN INC COM 32026V104 630 31,509 SH   DFND 17 26,009 0 5,500
FIRST HORIZON CORPORATION COM 320517105 1,472 115,352 SH   DFND 21 59,277 0 56,075
FIRST INDL RLTY TR INC COM 32054K103 14,671 348,225 SH   DFND 4 348,225 0 0
FIRST INDL RLTY TR INC COM 32054K103 1,564 37,115 SH   DFND 17 37,115 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,651 40,505 SH   DFND 17 40,505 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 61,989 421,897 SH   DFND 17 417,847 0 4,050
FIRST REP BK SAN FRANCISCO C COM 33616C100 15,394 104,774 SH   DFND 21 77,057 0 27,717
FIRST REP BK SAN FRANCISCO C COM 33616C100 53 363 SH   DFND 25 363 0 0
FIRST SOLAR INC COM 336433107 42,625 430,900 SH   DFND 4 415,500 0 15,400
FIRST SOLAR INC COM 336433107 1,761 17,804 SH   DFND 21 16,738 0 1,066
FIRSTSERVICE CORP NEW COM 33767E202 1,122 8,204 SH   DFND 21 0 0 8,204
FISERV INC COM 337738108 33,997 298,589 SH   DFND 17 195,439 0 103,150
FISERV INC COM 337738108 17,078 149,990 SH   DFND 21 146,552 0 3,438
FISERV INC COM 337738108 26 226 SH   DFND 25 226 0 0
FISERV INC CALL 337738908 22,544 198,000 SH Call DFND 17 198,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,113 76,373 SH   DFND 17 76,373 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 536 13,158 SH   DFND 21 8,752 0 4,406
FLAGSTAR BANCORP INC COM PAR .001 337930705 20 496 SH   DFND 25 496 0 0
FIRSTENERGY CORP COM 337932107 2 59 SH   DFND 17 59 0 0
FIRSTENERGY CORP COM 337932107 440 14,385 SH   DFND 21 10,775 0 3,610
FITBIT INC CL A 33812L102 1,805 265,400 SH   DFND 21 265,400 0 0
FIVE9 INC COM 338307101 16,345 93,723 SH   DFND 21 93,723 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 291 17,120 SH   DFND 17 17,120 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 7,115 26,080 SH   DFND 17 26,080 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 16,202 59,384 SH   DFND 20 0 0 59,384
FLEETCOR TECHNOLOGIES INC COM 339041105 157,056 575,657 SH   DFND 21 547,397 0 28,260
FLEETCOR TECHNOLOGIES INC COM 339041105 1,037 3,800 SH   DFND 24 3,800 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,679 3,000,000 PRN   DFND 17 3,000,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 23,011 247,827 SH   DFND 17 166,976 0 80,851
FLUOR CORP NEW COM 343412102 18,176 1,138,160 SH   DFND 17 1,138,160 0 0
FLOWERS FOODS INC COM 343498101 814 35,952 SH   DFND 17 35,952 0 0
FOOT LOCKER INC COM 344849104 3,312 81,904 SH   DFND 21 0 0 81,904
FORD MTR CO DEL COM 345370860 71,564 8,141,508 SH   DFND 17 8,141,508 0 0
FORD MTR CO DEL COM 345370860 5,626 640,101 SH   DFND 21 203,203 0 436,898
FORMFACTOR INC COM 346375108 15,561 361,717 SH   DFND 17 245,699 0 116,018
FORMFACTOR INC COM 346375108 810 18,819 SH   DFND 21 18,819 0 0
FORTIS INC COM 349553107 2,913 71,365 SH   DFND 17 71,365 0 0
FORTIS INC COM 349553107 14,625 358,322 SH   DFND 21 125,799 0 232,523
FORTINET INC COM 34959E109 72,510 488,183 SH   DFND 17 488,183 0 0
FORTINET INC COM 34959E109 41,663 280,504 SH   DFND 21 163,871 0 116,633
FORTINET INC COM 34959E109 85 575 SH   DFND 25 575 0 0
FORTIVE CORP COM 34959J108 3,448 48,690 SH   DFND 17 48,690 0 0
FORTIVE CORP COM 34959J108 1,073 15,157 SH   DFND 21 2,408 0 12,749
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 27,260 26,515,000 PRN   DFND 17 26,515,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 84 977 SH   DFND 17 977 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 15,342 178,983 SH   DFND 21 136,837 0 42,146
FOUNDATION BLDG MATLS INC COM 350392106 1,745 90,824 SH   DFND 21 90,824 0 0
FOX CORP CL B COM 35137L204 0 17 SH   DFND 17 17 0 0
FOX CORP CL B COM 35137L204 2,967 102,742 SH   DFND 21 6,508 0 96,234
FOX FACTORY HLDG CORP COM 35138V102 1,962 18,564 SH   DFND 17 18,564 0 0
FOX FACTORY HLDG CORP COM 35138V102 237 2,238 SH   DFND 21 2,238 0 0
FRANCO NEV CORP COM 351858105 3,804 30,368 SH   DFND 17 30,368 0 0
FRANCO NEV CORP COM 351858105 39,899 318,495 SH   DFND 21 251,144 0 67,351
FRANCO NEV CORP COM 351858105 39 310 SH   DFND 25 310 0 0
FRANKLIN ELEC INC COM 353514102 20,184 291,631 SH   DFND 17 289,531 0 2,100
FRANKLIN ELEC INC COM 353514102 12,459 180,017 SH   DFND 21 180,017 0 0
FRANKLIN RESOURCES INC COM 354613101 81 3,246 SH   DFND 17 3,246 0 0
FRANKLIN RESOURCES INC COM 354613101 171 6,840 SH   DFND 21 0 0 6,840
FREEDOM HLDG CORP NEV COM 356390104 817 15,927 SH   DFND 17 15,927 0 0
FREEPORT-MCMORAN INC CL B 35671D857 137,315 5,277,272 SH   DFND 17 5,277,272 0 0
FREEPORT-MCMORAN INC CL B 35671D857 38,629 1,484,576 SH   DFND 21 1,484,576 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,041 40,000 SH   DFND 24 40,000 0 0
FRESHPET INC COM 358039105 24,479 172,401 SH   DFND 17 119,648 0 52,753
FRESHPET INC COM 358039105 37,375 263,225 SH   DFND 21 260,302 0 2,923
GATX CORP COM 361448103 269 3,239 SH   DFND 17 3,239 0 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 953 32,701 SH   DFND 21 31,930 0 771
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 143,807 2,040,975 SH   DFND 17 1,934,050 0 106,925
GW PHARMACEUTICALS PLC ADS 36197T103 358 3,100 SH   DFND 17 3,100 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 104 900 SH   DFND 24 900 0 0
G III APPAREL GROUP LTD COM 36237H101 686 28,885 SH   DFND 21 0 0 28,885
GMS INC COM 36251C103 261 8,555 SH   DFND 21 0 0 8,555
GALLAGHER ARTHUR J & CO COM 363576109 9,812 79,317 SH   DFND 17 79,317 0 0
GALLAGHER ARTHUR J & CO COM 363576109 21,784 176,087 SH   DFND 21 111,159 0 64,928
GALLAGHER ARTHUR J & CO COM 363576109 84 679 SH   DFND 25 679 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 9,148 215,751 SH   DFND 4 215,751 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,854 43,722 SH   DFND 17 43,722 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,692 134,256 SH   DFND 21 75,289 0 58,967
GENERAC HLDGS INC COM 368736104 12,485 54,900 SH   DFND 4 54,900 0 0
GENERAC HLDGS INC COM 368736104 17,489 76,906 SH   DFND 17 66,168 0 10,738
GENERAC HLDGS INC COM 368736104 3,844 16,905 SH   DFND 21 4,132 0 12,773
GENERAL DYNAMICS CORP COM 369550108 2,352 15,801 SH   DFND 17 15,801 0 0
GENERAL DYNAMICS CORP COM 369550108 401 2,694 SH   DFND 21 2,694 0 0
GENERAL ELECTRIC CO COM 369604103 480,082 44,452,050 SH   DFND 17 44,281,270 0 170,780
GENERAL ELECTRIC CO COM 369604103 3,695 342,155 SH   DFND 21 276,123 0 66,032
GENERAL MLS INC COM 370334104 8,460 143,882 SH   DFND 17 143,882 0 0
GENERAL MLS INC COM 370334104 29,604 503,463 SH   DFND 21 436,353 0 67,110
GENERAL MLS INC COM 370334104 1,470 25,000 SH   DFND 24 25,000 0 0
GENERAL MTRS CO COM 37045V100 16,552 397,512 SH   DFND 17 397,512 0 0
GENERAL MTRS CO COM 37045V100 31,623 759,438 SH   DFND 21 582,618 0 176,820
GENERAL MTRS CO COM 37045V100 103 2,478 SH   DFND 25 2,478 0 0
GENESCO INC COM 371532102 969 32,188 SH   DFND 17 32,188 0 0
GENTEX CORP COM 371901109 21,896 645,343 SH   DFND 17 645,343 0 0
GENTEX CORP COM 371901109 856 25,214 SH   DFND 21 25,214 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,972 203,544 SH   DFND 17 151,214 0 52,330
GENMARK DIAGNOSTICS INC COM 372309104 1,254 85,922 SH   DFND 21 85,922 0 0
GENUINE PARTS CO COM 372460105 193 1,921 SH   DFND 17 1,921 0 0
GENUINE PARTS CO COM 372460105 160 1,594 SH   DFND 21 1,594 0 0
GENWORTH FINL INC COM CL A 37247D106 846 223,867 SH   DFND 21 223,867 0 0
GIBRALTAR INDS INC COM 374689107 523 7,274 SH   DFND 21 4,846 0 2,428
GILEAD SCIENCES INC COM 375558103 11,240 192,930 SH   DFND 4 169,640 0 23,290
GILEAD SCIENCES INC COM 375558103 31,726 544,552 SH   DFND 17 515,402 0 29,150
GILEAD SCIENCES INC COM 375558103 27,322 468,961 SH   DFND 21 255,808 0 213,153
GILEAD SCIENCES INC COM 375558103 6,094 104,600 SH   DFND 24 104,600 0 0
GLACIER BANCORP INC NEW COM 37637Q105 7,148 155,347 SH   DFND 17 155,347 0 0
GLADSTONE LD CORP COM 376549101 742 50,675 SH   DFND 17 50,675 0 0
GLADSTONE LD CORP COM 376549101 113 7,725 SH   DFND 21 7,725 0 0
GLADSTONE LD CORP COM 376549101 974 66,500 SH   DFND 24 66,500 0 0
GLOBAL PMTS INC COM 37940X102 67,796 314,715 SH   DFND 17 243,542 0 71,173
GLOBAL PMTS INC COM 37940X102 30,629 142,184 SH   DFND 21 107,952 0 34,232
GLOBAL PMTS INC CALL 37940X902 32,572 151,200 SH Call DFND 17 151,200 0 0
GLOBE LIFE INC COM 37959E102 16,830 177,232 SH   DFND 17 177,232 0 0
GLOBE LIFE INC COM 37959E102 1,834 19,312 SH   DFND 21 16,152 0 3,160
GOLD FIELDS LTD SPONSORED ADR 38059T106 6,407 691,201 SH   DFND 17 691,201 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 77 8,316 SH   DFND 20 8,316 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 188 20,300 SH   DFND 24 20,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,075 4,077 SH   DFND 17 4,077 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 59,360 225,096 SH   DFND 21 157,759 0 67,337
GRACO INC COM 384109104 3,861 53,363 SH   DFND 17 53,363 0 0
GRACO INC COM 384109104 14,621 202,082 SH   DFND 20 0 0 202,082
GRACO INC COM 384109104 103,622 1,432,226 SH   DFND 21 1,135,220 0 297,006
GRACO INC COM 384109104 579 8,000 SH   DFND 24 8,000 0 0
GRAHAM HLDGS CO COM CL B 384637104 1,322 2,478 SH   DFND 17 2,478 0 0
GRAHAM HLDGS CO COM CL B 384637104 3,385 6,346 SH   DFND 21 1,147 0 5,199
GRAHAM HLDGS CO COM CL B 384637104 27 51 SH   DFND 25 51 0 0
GRAINGER W W INC COM 384802104 235 575 SH   DFND 17 575 0 0
GRAINGER W W INC COM 384802104 1,809 4,430 SH   DFND 21 4,091 0 339
GRAND CANYON ED INC COM 38526M106 366 3,935 SH   DFND 17 3,935 0 0
GRAND CANYON ED INC COM 38526M106 9,503 102,060 SH   DFND 21 102,060 0 0
GRANITE PT MTG TR INC COM STK 38741L107 21,967 4,549,365 SH   DFND 4 4,549,365 0 0
GRANITE PT MTG TR INC COM STK 38741L107 100 10,007 SH   DFND 17 10,007 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 5,879 96,145 SH   DFND 17 96,145 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 790 12,918 SH   DFND 21 12,918 0 0
GRAY TELEVISION INC COM 389375106 1,639 91,632 SH   DFND 17 91,632 0 0
GRAY TELEVISION INC COM 389375106 6,454 360,765 SH   DFND 21 203,153 0 157,612
GRAY TELEVISION INC COM 389375106 29 1,599 SH   DFND 25 1,599 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 41,994 41,260,000 PRN   DFND 17 41,260,000 0 0
GREENSKY INC CL A 39572G100 55,774 12,046,264 SH   DFND 4 12,046,264 0 0
GREIF INC CL A 397624107 607 12,956 SH   DFND 21 12,956 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 151 3,858 SH   DFND 17 3,858 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 78 1,995 SH   DFND 21 1,995 0 0
GROWGENERATION CORP COM 39986L109 1,564 38,878 SH   DFND 17 38,878 0 0
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 481 54,996 SH   DFND 21 54,996 0 0
GUARDANT HEALTH INC COM 40131M109 110,744 859,279 SH   DFND 17 855,129 0 4,150
GUARDANT HEALTH INC COM 40131M109 1,218 9,450 SH   DFND 21 5,359 0 4,091
GUARDANT HEALTH INC COM 40131M109 941 7,300 SH   DFND 24 7,300 0 0
HCA HEALTHCARE INC COM 40412C101 891 5,415 SH   DFND 17 5,415 0 0
HCA HEALTHCARE INC COM 40412C101 28,358 172,433 SH   DFND 21 82,138 0 90,295
HDFC BANK LTD SPONSORED ADS 40415F101 71,840 994,181 SH   DFND 17 994,181 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 16,154 223,551 SH   DFND 20 223,551 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 22,972 317,909 SH   DFND 21 294,863 0 23,046
HDFC BANK LTD SPONSORED ADS 40415F101 2,652 36,700 SH   DFND 24 36,700 0 0
HMS HLDGS CORP COM 40425J101 2,133 58,042 SH   DFND 17 58,042 0 0
HMS HLDGS CORP COM 40425J101 3,019 82,148 SH   DFND 21 24,000 0 58,148
HP INC COM 40434L105 15,376 625,315 SH   DFND 17 587,195 0 38,120
HP INC COM 40434L105 44,592 1,813,427 SH   DFND 21 1,240,096 0 573,331
HAEMONETICS CORP COM 405024100 18,380 154,778 SH   DFND 17 93,324 0 61,454
HAIN CELESTIAL GROUP INC COM 405217100 1,899 47,288 SH   DFND 17 47,288 0 0
HAIN CELESTIAL GROUP INC COM 405217100 193 4,806 SH   DFND 21 4,806 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,618 40,300 SH   DFND 24 40,300 0 0
HALLIBURTON CO COM 406216101 2,056 108,764 SH   DFND 17 108,764 0 0
HALLIBURTON CO COM 406216101 7,553 399,620 SH   DFND 21 325,582 0 74,038
HALLIBURTON CO COM 406216101 43 2,298 SH   DFND 25 2,298 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 3,593 84,128 SH   DFND 17 77,528 0 6,600
HALOZYME THERAPEUTICS INC COM 40637H109 312 7,300 SH   DFND 24 7,300 0 0
HANESBRANDS INC COM 410345102 1 39 SH   DFND 17 39 0 0
HANESBRANDS INC COM 410345102 1,454 99,750 SH   DFND 21 68,515 0 31,235
HANGER INC COM NEW 41043F208 382 17,386 SH   DFND 21 17,386 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,893 45,617 SH   DFND 17 45,585 0 32
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 30,973 22,400,000 PRN   DFND 17 18,480,000 0 3,920,000
HANOVER INS GROUP INC COM 410867105 20,317 173,770 SH   DFND 17 173,770 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12,232 249,739 SH   DFND 17 249,739 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 35,739 729,666 SH   DFND 21 557,585 0 172,081
HARTFORD FINL SVCS GROUP INC COM 416515104 91 1,849 SH   DFND 25 1,849 0 0
HASBRO INC COM 418056107 161 1,719 SH   DFND 17 1,719 0 0
HASBRO INC COM 418056107 475 5,081 SH   DFND 21 5,081 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 534 15,100 SH   DFND 17 15,100 0 0
HAWAIIAN HOLDINGS INC COM 419879101 436 24,636 SH   DFND 17 24,636 0 0
HEALTHCARE RLTY TR COM 421946104 3,616 122,162 SH   DFND 4 122,162 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,472 89,755 SH   DFND 4 89,755 0 0
HEALTH CATALYST INC COM 42225T107 11,132 255,732 SH   DFND 17 125,511 0 130,221
HEALTHPEAK PROPERTIES INC COM 42250P103 22,777 753,455 SH   DFND 4 753,455 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 451 14,914 SH   DFND 17 14,914 0 0
HEICO CORP NEW COM 422806109 227 1,717 SH   DFND 17 1,717 0 0
HEICO CORP NEW CL A 422806208 87 743 SH   DFND 17 743 0 0
HEICO CORP NEW CL A 422806208 141 1,208 SH   DFND 21 600 0 608
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 1,925 2,000,000 PRN   DFND 17 2,000,000 0 0
HENRY JACK & ASSOC INC COM 426281101 3,896 24,051 SH   DFND 17 24,046 0 5
HERC HLDGS INC COM 42704L104 13 192 SH   DFND 17 192 0 0
HERC HLDGS INC COM 42704L104 746 11,227 SH   DFND 21 2,816 0 8,411
HERSHEY CO COM 427866108 17,253 113,263 SH   DFND 17 113,263 0 0
HERSHEY CO COM 427866108 7,148 46,922 SH   DFND 21 37,748 0 9,174
HERSHEY CO COM 427866108 41 272 SH   DFND 25 272 0 0
HESKA CORP COM RESTRC NEW 42805E306 9,302 63,864 SH   DFND 21 62,623 0 1,241
HESS CORP COM 42809H107 11,145 211,127 SH   DFND 17 211,127 0 0
HESS CORP COM 42809H107 422 8,000 SH   DFND 24 8,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 10,053 513,682 SH   DFND 4 466,482 0 47,200
HESS MIDSTREAM LP CL A SHS 428103105 800 40,871 SH   DFND 17 40,871 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,180 774,717 SH   DFND 17 774,717 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 51,722 4,364,706 SH   DFND 21 2,955,939 0 1,408,767
HEWLETT PACKARD ENTERPRISE C COM 42824C109 54 4,541 SH   DFND 25 4,541 0 0
HEXCEL CORP NEW COM 428291108 283 5,827 SH   DFND 21 0 0 5,827
HIBBETT SPORTS INC COM 428567101 3,091 66,929 SH   DFND 17 66,929 0 0
HILL ROM HLDGS INC COM 431475102 19,814 202,247 SH   DFND 17 202,247 0 0
HILL ROM HLDGS INC COM 431475102 15,448 157,682 SH   DFND 21 88,267 0 69,415
HILL ROM HLDGS INC COM 431475102 66 670 SH   DFND 25 670 0 0
HILLENBRAND INC COM 431571108 3,091 77,669 SH   DFND 17 77,669 0 0
HILLENBRAND INC COM 431571108 268 6,731 SH   DFND 21 6,731 0 0
HILLTOP HOLDINGS INC COM 432748101 711 25,862 SH   DFND 17 25,862 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 77 10,380 SH   DFND 17 10,380 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 36,454 327,644 SH   DFND 17 322,119 0 5,525
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,080 54,650 SH   DFND 21 31,282 0 23,368
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 1,172 82,500 SH   DFND 4 0 0 82,500
HOLLYFRONTIER CORP COM 436106108 1,163 45,000 SH   DFND 4 45,000 0 0
HOLLYFRONTIER CORP COM 436106108 1,090 42,156 SH   DFND 17 42,156 0 0
HOLLYFRONTIER CORP COM 436106108 4,765 184,321 SH   DFND 21 184,321 0 0
HOLOGIC INC COM 436440101 11,566 158,814 SH   DFND 17 158,814 0 0
HOLOGIC INC COM 436440101 19,730 270,903 SH   DFND 21 230,555 0 40,348
HOLOGIC INC COM 436440101 757 10,400 SH   DFND 24 10,400 0 0
HOME DEPOT INC COM 437076102 463,049 1,743,277 SH   DFND 17 1,738,391 0 4,886
HOME DEPOT INC COM 437076102 188,464 709,524 SH   DFND 21 455,183 0 254,341
HOME DEPOT INC COM 437076102 234 881 SH   DFND 25 881 0 0
HOMOLOGY MEDICINES INC COM 438083107 19 1,693 SH   DFND 17 1,693 0 0
HOMOLOGY MEDICINES INC COM 438083107 112 9,900 SH   DFND 24 9,900 0 0
HONEYWELL INTL INC COM 438516106 209,067 982,921 SH   DFND 17 979,562 0 3,359
HONEYWELL INTL INC COM 438516106 47,205 221,932 SH   DFND 21 97,152 0 124,780
HONEYWELL INTL INC COM 438516106 5,743 27,000 SH   DFND 24 27,000 0 0
HOPE BANCORP INC COM 43940T109 916 83,930 SH   DFND 17 83,930 0 0
HOPE BANCORP INC COM 43940T109 1,810 165,867 SH   DFND 21 32,356 0 133,511
HORACE MANN EDUCATORS CORP N COM 440327104 2,726 64,836 SH   DFND 17 64,836 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 235 5,601 SH   DFND 21 0 0 5,601
HORMEL FOODS CORP COM 440452100 266 5,697 SH   DFND 17 5,697 0 0
HORMEL FOODS CORP COM 440452100 1,981 42,507 SH   DFND 21 16,643 0 25,864
HOST HOTELS & RESORTS INC COM 44107P104 4,027 275,271 SH   DFND 4 275,271 0 0
HOST HOTELS & RESORTS INC COM 44107P104 200 13,640 SH   DFND 17 13,640 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,906 882,177 SH   DFND 21 147,738 0 734,439
HOSTESS BRANDS INC CL A 44109J106 698 47,688 SH   DFND 17 47,688 0 0
HOULIHAN LOKEY INC CL A 441593100 4,275 63,593 SH   DFND 17 63,593 0 0
HOULIHAN LOKEY INC CL A 441593100 71 1,051 SH   DFND 21 1,051 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 459 10,191 SH   DFND 20 10,191 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 178 3,947 SH   DFND 21 0 0 3,947
HUBBELL INC COM 443510607 311 1,983 SH   DFND 21 1,983 0 0
HUBSPOT INC COM 443573100 91,802 231,565 SH   DFND 17 175,320 0 56,245
HUBSPOT INC COM 443573100 18,334 46,247 SH   DFND 21 46,247 0 0
HUDBAY MINERALS INC COM 443628102 13,078 1,870,000 SH   DFND 4 1,870,000 0 0
HUDSON PAC PPTYS INC COM 444097109 6,733 280,318 SH   DFND 4 280,318 0 0
HUDSON PAC PPTYS INC COM 444097109 3,118 129,814 SH   DFND 17 129,814 0 0
HUMANA INC COM 444859102 45,261 110,320 SH   DFND 4 97,770 0 12,550
HUMANA INC COM 444859102 51,720 126,064 SH   DFND 17 121,954 0 4,110
HUMANA INC COM 444859102 40,948 99,807 SH   DFND 21 60,841 0 38,966
HUNTINGTON BANCSHARES INC COM 446150104 145 11,443 SH   DFND 17 11,443 0 0
HUNTINGTON BANCSHARES INC COM 446150104 241 19,069 SH   DFND 21 0 0 19,069
HUNTINGTON INGALLS INDS INC COM 446413106 922 5,410 SH   DFND 17 5,410 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 381 2,235 SH   DFND 21 651 0 1,584
HUNTSMAN CORP COM 447011107 14,561 579,214 SH   DFND 17 357,667 0 221,547
HUNTSMAN CORP COM 447011107 6,195 246,417 SH   DFND 21 243,863 0 2,554
HURON CONSULTING GROUP INC COM 447462102 16,592 281,451 SH   DFND 17 135,027 0 146,424
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 881 27,500 SH   DFND 17 27,500 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 51,763 1,616,582 SH   DFND 20 1,616,582 0 0
HUYA INC ADS REP SHS A 44852D108 3,034 152,240 SH   DFND 20 152,240 0 0
HYATT HOTELS CORP COM CL A 448579102 7,092 95,520 SH   DFND 17 74,095 0 21,425
HYATT HOTELS CORP COM CL A 448579102 121 1,628 SH   DFND 21 1,628 0 0
IAC INTERACTIVECORP NEW COM 44891N109 881 4,654 SH   DFND 17 814 0 3,840
IAA INC COM 449253103 13,516 208,010 SH   DFND 17 161,390 0 46,620
IAA INC COM 449253103 1,616 24,866 SH   DFND 21 10,458 0 14,408
IAA INC COM 449253103 29 443 SH   DFND 25 443 0 0
ICF INTL INC COM 44925C103 16,728 225,049 SH   DFND 17 113,872 0 111,177
ICF INTL INC COM 44925C103 829 11,151 SH   DFND 21 11,151 0 0
I MAB SPONSORED ADS 44975P103 1,834 38,895 SH   DFND 20 38,895 0 0
IPG PHOTONICS CORP COM 44980X109 6,512 29,100 SH   DFND 4 29,100 0 0
IPG PHOTONICS CORP COM 44980X109 43,413 193,988 SH   DFND 17 161,278 0 32,710
IPG PHOTONICS CORP COM 44980X109 4,028 18,000 SH   DFND 24 18,000 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 13,650 57,546 SH   DFND 21 57,546 0 0
ITT INC COM 45073V108 29,404 381,771 SH   DFND 17 265,918 0 115,853
ICICI BANK LIMITED ADR 45104G104 305 20,538 SH   DFND 17 20,538 0 0
ICICI BANK LIMITED ADR 45104G104 1,407 94,700 SH   DFND 20 94,700 0 0
ICICI BANK LIMITED ADR 45104G104 390 26,247 SH   DFND 21 26,247 0 0
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 30,061 55,805,000 PRN   DFND 17 55,805,000 0 0
IDACORP INC COM 451107106 8,809 91,728 SH   DFND 17 91,728 0 0
IDACORP INC COM 451107106 3,935 40,975 SH   DFND 21 35,197 0 5,778
ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 128 15,000 SH   DFND 20 15,000 0 0
IDEX CORP COM 45167R104 47,830 240,109 SH   DFND 17 240,109 0 0
IDEX CORP COM 45167R104 23,931 120,137 SH   DFND 21 119,810 0 327
IDEXX LABS INC COM 45168D104 23,572 47,156 SH   DFND 17 40,026 0 7,130
IDEXX LABS INC COM 45168D104 64,757 129,547 SH   DFND 21 116,745 0 12,802
IDEXX LABS INC COM 45168D104 52 105 SH   DFND 25 105 0 0
IHEARTMEDIA INC COM CL A 45174J509 563,722 44,040,378 SH   DFND 4 44,009,404 0 30,974
IHEARTMEDIA INC COM CL A 45174J509 198 15,227 SH   DFND 17 15,227 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,738 47,763 SH   DFND 17 47,763 0 0
ILLINOIS TOOL WKS INC COM 452308109 25,985 127,453 SH   DFND 21 106,426 0 21,027
ILLINOIS TOOL WKS INC COM 452308109 146 718 SH   DFND 25 718 0 0
ILLUMINA INC COM 452327109 11,914 32,200 SH   DFND 4 30,500 0 1,700
ILLUMINA INC COM 452327109 10,117 27,343 SH   DFND 17 27,343 0 0
ILLUMINA INC COM 452327109 9,820 26,541 SH   DFND 21 25,268 0 1,273
ILLUMINA INC COM 452327109 2,442 6,600 SH   DFND 24 6,600 0 0
ILLUMINA INC NOTE 8/1 452327AK5 46,644 41,500,000 PRN   DFND 17 37,870,000 0 3,630,000
IMMUNOGEN INC COM 45253H101 2,633 408,265 SH   DFND 17 357,405 0 50,860
IMMUNOGEN INC COM 45253H101 574 89,000 SH   DFND 24 89,000 0 0
IMMUNOVANT INC COM 45258J102 629 13,620 SH   DFND 17 13,620 0 0
IMMUNOVANT INC COM 45258J102 402 8,700 SH   DFND 24 8,700 0 0
IMPERIAL OIL LTD COM NEW 453038408 3,255 171,631 SH   DFND 17 171,631 0 0
IMPERIAL OIL LTD COM NEW 453038408 168 8,843 SH   DFND 21 8,843 0 0
INCYTE CORP COM 45337C102 11,742 135,000 SH   DFND 4 121,500 0 13,500
INCYTE CORP COM 45337C102 2,065 23,740 SH   DFND 17 23,740 0 0
INCYTE CORP COM 45337C102 513 5,900 SH   DFND 24 5,900 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,930 26,420 SH   DFND 17 26,420 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,572 67,491 SH   DFND 17 67,491 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,182 26,184 SH   DFND 21 26,184 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 81,891 62,205,000 PRN   DFND 17 62,205,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 962 56,775 SH   DFND 17 56,775 0 0
INFOSYS LTD SPONSORED ADR 456788108 977 57,662 SH   DFND 20 57,662 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,337 137,864 SH   DFND 21 137,864 0 0
INFOSYS LTD SPONSORED ADR 456788108 268 15,800 SH   DFND 24 15,800 0 0
INGERSOLL RAND INC COM 45687V106 805 17,676 SH   DFND 17 17,676 0 0
INGERSOLL RAND INC COM 45687V106 382 8,389 SH   DFND 21 4,594 0 3,795
INGLES MKTS INC CL A 457030104 364 8,529 SH   DFND 17 8,529 0 0
INGREDION INC COM 457187102 216 2,743 SH   DFND 17 2,743 0 0
INGREDION INC COM 457187102 5,318 67,598 SH   DFND 21 4,153 0 63,445
INSMED INC COM PAR $.01 457669307 589 17,695 SH   DFND 17 16,395 0 1,300
INSMED INC COM PAR $.01 457669307 166 5,000 SH   DFND 24 5,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 37,556 32,690,000 PRN   DFND 17 27,970,000 0 4,720,000
INNOSPEC INC COM 45768S105 1,375 15,157 SH   DFND 17 15,157 0 0
INNOSPEC INC COM 45768S105 155 1,703 SH   DFND 21 1,703 0 0
INPHI CORP COM 45772F107 2,828 17,625 SH   DFND 17 2,600 0 15,025
INPHI CORP COM 45772F107 4,393 27,377 SH   DFND 21 27,377 0 0
INSPIRE MED SYS INC COM 457730109 539 2,864 SH   DFND 21 2,864 0 0
INSPERITY INC COM 45778Q107 496 6,097 SH   DFND 21 4,127 0 1,970
INSTALLED BLDG PRODS INC COM 45780R101 2,733 26,809 SH   DFND 17 24,264 0 2,545
INSTALLED BLDG PRODS INC COM 45780R101 4,639 45,512 SH   DFND 20 45,512 0 0
INOVALON HLDGS INC COM CL A 45781D101 697 38,352 SH   DFND 21 38,352 0 0
INNOVIVA INC COM 45781M101 342 27,600 SH   DFND 17 22,000 0 5,600
INNOVATIVE INDL PPTYS INC COM 45781V101 568 3,103 SH   DFND 17 3,103 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,340 7,319 SH   DFND 21 467 0 6,852
INSEEGO CORP COM 45782B104 785 50,748 SH   DFND 17 50,748 0 0
INSULET CORP COM 45784P101 19,697 77,051 SH   DFND 17 67,121 0 9,930
INSULET CORP COM 45784P101 15,787 61,757 SH   DFND 21 53,281 0 8,476
INSULET CORP COM 45784P101 256 1,000 SH   DFND 24 1,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 267,636 199,755,000 PRN   DFND 17 189,860,000 0 9,895,000
INTEL CORP COM 458140100 8,758 175,800 SH   DFND 4 175,800 0 0
INTEL CORP COM 458140100 111,142 2,230,864 SH   DFND 17 2,158,157 0 72,707
INTEL CORP COM 458140100 2,052 41,188 SH   DFND 20 41,188 0 0
INTEL CORP COM 458140100 183,890 3,691,086 SH   DFND 21 2,345,883 0 1,345,203
INTEL CORP COM 458140100 200 4,015 SH   DFND 25 4,015 0 0
INTEGER HLDGS CORP COM 45826H109 1,835 22,607 SH   DFND 17 22,607 0 0
INTEGER HLDGS CORP COM 45826H109 3,750 46,182 SH   DFND 21 14,396 0 31,786
INTELLIA THERAPEUTICS INC COM 45826J105 2,088 38,389 SH   DFND 17 38,389 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 180 3,300 SH   DFND 24 3,300 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 37,801 327,881 SH   DFND 17 325,626 0 2,255
INTERCONTINENTAL EXCHANGE IN COM 45866F104 26,284 227,978 SH   DFND 21 174,706 0 53,272
INTERCONTINENTAL EXCHANGE IN COM 45866F104 85 733 SH   DFND 25 733 0 0
INTERDIGITAL INC COM 45867G101 233 3,838 SH   DFND 17 3,838 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,853 94,163 SH   DFND 17 80,233 0 13,930
INTERNATIONAL BUSINESS MACHS COM 459200101 130,566 1,037,223 SH   DFND 21 664,942 0 372,281
INTERNATIONAL BUSINESS MACHS COM 459200101 107 850 SH   DFND 25 850 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,307 30,385 SH   DFND 17 30,367 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11,133 102,292 SH   DFND 20 0 0 102,292
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 47,434 435,817 SH   DFND 21 396,454 0 39,363
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 93,473 2,288,750 SH   DFND 17 2,288,750 0 0
INTERNATIONAL PAPER CO COM 460146103 129 2,586 SH   DFND 17 2,586 0 0
INTERNATIONAL PAPER CO COM 460146103 12,551 252,441 SH   DFND 21 84,373 0 168,068
INTERPUBLIC GROUP COS INC COM 460690100 98 4,174 SH   DFND 17 4,174 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,980 84,163 SH   DFND 21 0 0 84,163
INVESCO QQQ TR UNIT SER 1 46090E103 350 1,114 SH   DFND 17 1,114 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 15,416 49,135 SH   DFND 24 31,150 0 17,985
INVESCO QQQ TR PUT 46090E953 437,228 1,393,600 SH Put DFND 4 1,393,600 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 798 25,085 SH   DFND 17 25,085 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 184 5,800 SH   DFND 24 5,800 0 0
INTUIT COM 461202103 249,771 657,552 SH   DFND 17 657,541 0 11
INTUIT COM 461202103 4,026 10,600 SH   DFND 20 10,600 0 0
INTUIT COM 461202103 460,415 1,212,096 SH   DFND 21 1,010,569 0 201,527
INTUIT COM 461202103 1,785 4,700 SH   DFND 24 4,700 0 0
INTUIT COM 461202103 132 347 SH   DFND 25 347 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,607 20,300 SH   DFND 4 19,300 0 1,000
INTUITIVE SURGICAL INC COM NEW 46120E602 161,076 196,890 SH   DFND 17 196,890 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 10,957 13,393 SH   DFND 20 0 0 13,393
INTUITIVE SURGICAL INC COM NEW 46120E602 69,804 85,325 SH   DFND 21 82,617 0 2,708
INVESCO MORTGAGE CAPITAL INC COM 46131B100 90 26,740 SH   DFND 21 25,962 0 778
INVESCO MORTGAGE CAPITAL INC COM 46131B100 9 2,637 SH   DFND 25 2,637 0 0
INVESCO EXCHANGE TRADED FD T WILDERHIL CLAN 46137V134 3,102 30,000 SH   DFND 17 30,000 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 14,920 116,982 SH   DFND 17 116,982 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 8,679 84,460 SH   DFND 17 84,460 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 2,168 21,100 SH   DFND 24 21,100 0 0
INVESTORS BANCORP INC NEW COM 46146L101 882 83,499 SH   DFND 17 83,499 0 0
INVITAE CORP COM 46185L103 1,175 28,103 SH   DFND 17 26,603 0 1,500
INVITAE CORP COM 46185L103 970 23,200 SH   DFND 20 23,200 0 0
INVITAE CORP COM 46185L103 196 4,696 SH   DFND 21 4,696 0 0
INVITAE CORP COM 46185L103 481 11,500 SH   DFND 24 11,500 0 0
INVITATION HOMES INC COM 46187W107 34,725 1,169,189 SH   DFND 4 1,169,189 0 0
INVITATION HOMES INC COM 46187W107 257 8,658 SH   DFND 17 8,658 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,603 28,344 SH   DFND 17 28,344 0 0
IONIS PHARMACEUTICALS INC COM 462222100 368 6,500 SH   DFND 24 6,500 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 4,117 4,000,000 PRN   DFND 17 4,000,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,795 103,332 SH   DFND 17 94,817 0 8,515
IOVANCE BIOTHERAPEUTICS INC COM 462260100 749 16,148 SH   DFND 21 16,148 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 965 20,800 SH   DFND 24 20,800 0 0
IQVIA HLDGS INC COM 46266C105 171,227 955,670 SH   DFND 17 955,670 0 0
IQVIA HLDGS INC COM 46266C105 1,405 7,840 SH   DFND 21 5,680 0 2,160
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,427 214,284 SH   DFND 17 214,284 0 0
IROBOT CORP COM 462726100 1,091 13,583 SH   DFND 21 0 0 13,583
IRON MTN INC NEW COM 46284V101 358 12,147 SH   DFND 17 12,147 0 0
IRON MTN INC NEW COM 46284V101 259 8,769 SH   DFND 21 8,769 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 600 52,665 SH   DFND 17 52,665 0 0
ISHARES INC MSCI AUST ETF 464286103 34,832 1,454,369 SH   DFND 20 1,454,369 0 0
ISHARES INC MSCI WORLD ETF 464286392 259 2,300 SH   DFND 24 0 0 2,300
ISHARES INC MSCI STH KOR ETF 464286772 1,056 12,277 SH   DFND 17 12,277 0 0
ISHARES INC PUT 464286950 20,413 550,674 SH Put DFND 4 93,500 0 457,174
ISHARES TR CORE S&P500 ETF 464287200 142,509 379,630 SH   DFND 17 379,630 0 0
ISHARES TR CORE S&P500 ETF 464287200 53,319 142,036 SH   DFND 20 142,036 0 0
ISHARES TR CORE S&P500 ETF 464287200 12,805 34,111 SH   DFND 24 27,000 0 7,111
ISHARES TR CORE US AGGBD ET 464287226 139,875 1,183,479 SH   DFND 17 1,183,479 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 653 5,443 SH   DFND 24 0 0 5,443
ISHARES TR MSCI EAFE ETF 464287465 4,340 59,479 SH   DFND 4 59,479 0 0
ISHARES TR MSCI EAFE ETF 464287465 529 7,250 SH   DFND 24 0 0 7,250
ISHARES TR PHLX SEMICND ETF 464287523 1,007 2,656 SH   DFND 24 0 0 2,656
ISHARES TR EXPND TEC SC ETF 464287549 3,736 10,680 SH   DFND 17 4,740 0 5,940
ISHARES TR NASDAQ BIOTECH 464287556 454 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,228 19,520 SH   DFND 24 0 0 19,520
ISHARES TR RUS 1000 VAL ETF 464287598 43,644 319,195 SH   DFND 17 315,565 0 3,630
ISHARES TR RUS 1000 VAL ETF 464287598 5,647 41,300 SH   DFND 24 26,000 0 15,300
ISHARES TR RUS 2000 GRW ETF 464287648 288 1,005 SH   DFND 17 0 0 1,005
ISHARES TR RUSSELL 2000 ETF 464287655 206 1,050 SH   DFND 17 1,050 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 931 4,750 SH   DFND 24 0 0 4,750
ISHARES TR CORE S&P US VLU 464287663 256 4,109 SH   DFND 17 4,109 0 0
ISHARES TR CORE S&P US VLU 464287663 357 5,740 SH   DFND 24 0 0 5,740
ISHARES TR CORE S&P US GWT 464287671 1,470 16,580 SH   DFND 24 0 0 16,580
ISHARES TR CALL 464287904 8,267 160,000 SH Call DFND 17 160,000 0 0
ISHARES TR PUT 464287954 882,426 17,110,538 SH Put DFND 4 9,496,638 0 7,613,900
ISHARES TR PUT 464287954 237,439 4,595,300 SH Put DFND 21 3,227,800 0 1,367,500
ISHARES TR PUT 464287955 574,595 4,167,300 SH Put DFND 4 1,857,500 0 2,309,800
ISHARES TR MSCI AC ASIA ETF 464288182 419 4,680 SH   DFND 24 0 0 4,680
ISHARES TR GL CLEAN ENE ETF 464288224 5,405 191,645 SH   DFND 17 191,645 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 591 20,950 SH   DFND 24 20,950 0 0
ISHARES TR MSCI ACWI ETF 464288257 276 3,039 SH   DFND 17 3,039 0 0
ISHARES TR MSCI ACWI ETF 464288257 17,950 197,860 SH   DFND 24 0 0 197,860
ISHARES TR JPMORGAN USD EMG 464288281 29,306 252,831 SH   DFND 17 252,831 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,046 112,550 SH   DFND 20 112,550 0 0
ISHARES TR JPMORGAN USD EMG 464288281 189 1,630 SH   DFND 24 0 0 1,630
ISHARES TR ASIA 50 ETF 464288430 3,312 38,000 SH   DFND 24 38,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 448 5,130 SH   DFND 24 0 0 5,130
ISHARES TR US OIL GS EX ETF 464288851 753 21,000 SH   DFND 17 21,000 0 0
ISHARES TR EAFE VALUE ETF 464288877 769 16,290 SH   DFND 20 16,290 0 0
ISHARES TR EAFE VALUE ETF 464288877 350 7,410 SH   DFND 24 0 0 7,410
ISHARES TR MSCI INDIA ETF 46429B598 1,592 39,570 SH   DFND 17 39,570 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 1,659 39,200 SH   DFND 17 39,200 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,102 50,000 SH   DFND 24 50,000 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 5,791 109,096 SH   DFND 17 109,096 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 5,270 78,000 SH   DFND 24 78,000 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 16,261 545,300 SH   DFND 20 545,300 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 182 6,120 SH   DFND 24 0 0 6,120
ISHARES INC PUT 46434G952 67,878 1,004,700 SH Put DFND 21 0 0 1,004,700
ISHARES TR CORE MSCI EURO 46434V738 70,903 1,382,670 SH   DFND 20 1,382,670 0 0
ISHARES TR CONV BD ETF 46435G102 8,570 88,760 SH   DFND 24 64,100 0 24,660
ISHARES TR MORTGE REL ETF 46435G342 956 30,000 SH   DFND 17 30,000 0 0
ITAMAR MED LTD SPONSORED ADS 465437101 1,683 84,764 SH   DFND 17 57,335 0 27,429
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 140 22,942 SH   DFND 17 22,942 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 4,872 800,000 SH   DFND 21 800,000 0 0
ITRON INC COM 465741106 21,790 227,221 SH   DFND 17 227,221 0 0
ITRON INC COM 465741106 15,602 162,687 SH   DFND 21 162,687 0 0
JBG SMITH PPTYS COM 46590V100 2,961 94,702 SH   DFND 4 94,702 0 0
J & J SNACK FOODS CORP COM 466032109 551 3,547 SH   DFND 17 3,547 0 0
JPMORGAN CHASE & CO COM 46625H100 746,867 5,877,604 SH   DFND 17 5,854,650 0 22,954
JPMORGAN CHASE & CO COM 46625H100 19,784 155,697 SH   DFND 20 155,697 0 0
JPMORGAN CHASE & CO COM 46625H100 247,485 1,947,626 SH   DFND 21 1,502,059 0 445,567
JPMORGAN CHASE & CO COM 46625H100 127 1,001 SH   DFND 25 1,001 0 0
JABIL INC COM 466313103 13,264 311,885 SH   DFND 17 311,885 0 0
JABIL INC COM 466313103 14,264 335,376 SH   DFND 21 243,816 0 91,560
JABIL INC COM 466313103 73 1,706 SH   DFND 25 1,706 0 0
JACK IN THE BOX INC COM 466367109 876 9,443 SH   DFND 21 9,443 0 0
J P MORGAN EXCHANGE-TRADED F BETBULD JAPAN 46641Q712 592 21,132 SH   DFND 24 0 0 21,132
JACOBS ENGR GROUP INC COM 469814107 2,637 24,201 SH   DFND 17 24,201 0 0
JACOBS ENGR GROUP INC COM 469814107 2,883 26,460 SH   DFND 21 6,760 0 19,700
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 7,347 7,000,000 PRN   DFND 17 7,000,000 0 0
JD.COM INC SPON ADR CL A 47215P106 40,036 455,470 SH   DFND 17 404,375 0 51,095
JD.COM INC SPON ADR CL A 47215P106 95,214 1,083,204 SH   DFND 20 875,329 0 207,875
JD.COM INC SPON ADR CL A 47215P106 10,311 117,308 SH   DFND 21 79,580 0 37,728
JD.COM INC SPON ADR CL A 47215P106 2,145 24,400 SH   DFND 24 24,400 0 0
JEFFERIES FINL GROUP INC COM 47233W109 269 10,916 SH   DFND 21 10,916 0 0
JELD-WEN HLDG INC COM 47580P103 327 12,900 SH   DFND 21 12,900 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 45,519 735,712 SH   DFND 4 735,712 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 674 10,895 SH   DFND 21 6,771 0 4,124
JOHNSON & JOHNSON COM 478160104 102,295 649,987 SH   DFND 17 620,458 0 29,529
JOHNSON & JOHNSON COM 478160104 323,359 2,054,639 SH   DFND 21 1,358,470 0 696,169
JOHNSON & JOHNSON COM 478160104 331 2,104 SH   DFND 25 2,104 0 0
JONES LANG LASALLE INC COM 48020Q107 2,244 15,122 SH   DFND 21 15,122 0 0
J2 GLOBAL INC COM 48123V102 1,554 15,908 SH   DFND 17 15,908 0 0
J2 GLOBAL INC COM 48123V102 3,088 31,610 SH   DFND 21 12,365 0 19,245
JUNIPER NETWORKS INC COM 48203R104 1,845 81,958 SH   DFND 17 81,958 0 0
JUNIPER NETWORKS INC COM 48203R104 27,852 1,237,316 SH   DFND 21 553,992 0 683,324
JUNIPER NETWORKS INC COM 48203R104 114 5,068 SH   DFND 25 5,068 0 0
JUPAI HLDGS LTD ADS 48205B107 64 35,239 SH   DFND 21 35,239 0 0
JUST ENERGY GROUP INC COM NEW 48213W408 65,006 13,872,207 SH   DFND 4 13,872,207 0 0
KAR AUCTION SVCS INC COM 48238T109 377 20,255 SH   DFND 17 20,255 0 0
KAR AUCTION SVCS INC COM 48238T109 7,345 394,687 SH   DFND 21 181,376 0 213,311
KAR AUCTION SVCS INC COM 48238T109 8 443 SH   DFND 25 443 0 0
KB FINL GROUP INC SPONSORED ADR 48241A105 86 2,163 SH   DFND 17 2,163 0 0
KB FINL GROUP INC SPONSORED ADR 48241A105 1,694 42,774 SH   DFND 21 41,397 0 1,377
KBR INC COM 48242W106 6,162 199,211 SH   DFND 17 199,211 0 0
KBR INC COM 48242W106 1,016 32,856 SH   DFND 21 0 0 32,856
KLA CORP COM NEW 482480100 19,479 75,234 SH   DFND 17 75,234 0 0
KLA CORP COM NEW 482480100 2,462 9,509 SH   DFND 21 6,385 0 3,124
KE HLDGS INC SPONSORED ADS 482497104 1,348 21,900 SH   DFND 20 17,800 0 4,100
KKR & CO INC COM 48251W104 215 5,320 SH   DFND 17 5,320 0 0
KKR & CO INC COM 48251W104 544 13,446 SH   DFND 21 0 0 13,446
KT CORP SPONSORED ADR 48268K101 237 21,568 SH   DFND 17 21,568 0 0
KT CORP SPONSORED ADR 48268K101 1,156 104,987 SH   DFND 21 93,911 0 11,076
KADMON HLDGS INC COM 48283N106 205 49,312 SH   DFND 17 49,312 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,990 40,339 SH   DFND 17 40,339 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 68,594 336,031 SH   DFND 17 322,976 0 13,055
KANSAS CITY SOUTHERN COM NEW 485170302 4,263 20,884 SH   DFND 21 0 0 20,884
KARUNA THERAPEUTICS INC COM 48576A100 2,318 22,816 SH   DFND 17 22,816 0 0
KARUNA THERAPEUTICS INC COM 48576A100 610 6,000 SH   DFND 24 6,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 4,048 261,503 SH   DFND 17 237,908 0 23,595
KARYOPHARM THERAPEUTICS INC COM 48576U106 706 45,600 SH   DFND 24 45,600 0 0
KB HOME COM 48666K109 11,800 352,037 SH   DFND 17 352,037 0 0
KB HOME COM 48666K109 3,812 113,724 SH   DFND 21 52,199 0 61,525
KB HOME COM 48666K109 36 1,073 SH   DFND 25 1,073 0 0
KELLOGG CO COM 487836108 306 4,919 SH   DFND 17 4,919 0 0
KELLOGG CO COM 487836108 10,098 162,275 SH   DFND 21 157,645 0 4,630
KELLY SVCS INC CL A 488152208 1,449 70,437 SH   DFND 21 39,092 0 31,345
KEMPER CORP COM 488401100 971 12,638 SH   DFND 17 12,638 0 0
KEYCORP COM 493267108 268 16,339 SH   DFND 17 16,339 0 0
KEYCORP COM 493267108 3,911 238,304 SH   DFND 21 191,989 0 46,315
KEYSIGHT TECHNOLOGIES INC COM 49338L103 36,893 279,303 SH   DFND 17 265,298 0 14,005
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,179 16,500 SH   DFND 21 16,500 0 0
KFORCE INC COM 493732101 49 1,156 SH   DFND 17 1,156 0 0
KFORCE INC COM 493732101 476 11,305 SH   DFND 21 4,407 0 6,898
KILROY RLTY CORP COM 49427F108 1,610 28,041 SH   DFND 4 28,041 0 0
KILROY RLTY CORP COM 49427F108 9,512 165,722 SH   DFND 17 87,122 0 78,600
KILROY RLTY CORP COM 49427F108 1 13 SH   DFND 21 13 0 0
KIMBERLY-CLARK CORP COM 494368103 13,975 103,649 SH   DFND 17 103,649 0 0
KIMBERLY-CLARK CORP COM 494368103 56,866 421,760 SH   DFND 21 263,874 0 157,886
KIMCO RLTY CORP COM 49446R109 5,136 342,168 SH   DFND 4 342,168 0 0
KIMCO RLTY CORP COM 49446R109 49 3,252 SH   DFND 17 3,252 0 0
KIMCO RLTY CORP COM 49446R109 619 41,208 SH   DFND 21 0 0 41,208
KINDER MORGAN INC DEL COM 49456B101 15,082 1,103,281 SH   DFND 4 975,381 0 127,900
KINDER MORGAN INC DEL COM 49456B101 28,129 2,057,705 SH   DFND 17 2,057,705 0 0
KINDER MORGAN INC DEL COM 49456B101 12,083 883,921 SH   DFND 21 813,412 0 70,509
KINDER MORGAN INC DEL COM 49456B101 701 51,300 SH   DFND 24 51,300 0 0
KINDRED BIOSCIENCES INC COM 494577109 20 4,570 SH   DFND 17 4,570 0 0
KINDRED BIOSCIENCES INC COM 494577109 1,664 385,972 SH   DFND 21 375,253 0 10,719
KINROSS GOLD CORP COM 496902404 2,707 369,231 SH   DFND 17 369,231 0 0
KINROSS GOLD CORP COM 496902404 12,123 1,653,633 SH   DFND 21 1,101,090 0 552,543
KINSALE CAP GROUP INC COM 49714P108 9,485 47,395 SH   DFND 17 25,464 0 21,931
KIRKLAND LAKE GOLD LTD COM 49741E100 626 15,171 SH   DFND 17 15,171 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 23,584 571,226 SH   DFND 21 534,754 0 36,472
KNOLL INC COM NEW 498904200 1,270 86,493 SH   DFND 21 53,375 0 33,118
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 54 1,297 SH   DFND 17 1,297 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 1,268 30,325 SH   DFND 21 20,354 0 9,971
KODIAK SCIENCES INC COM 50015M109 3,760 25,595 SH   DFND 17 25,595 0 0
KODIAK SCIENCES INC COM 50015M109 823 5,600 SH   DFND 24 5,600 0 0
KOHLS CORP COM 500255104 416 10,213 SH   DFND 17 10,213 0 0
KOHLS CORP COM 500255104 520 12,773 SH   DFND 21 1,650 0 11,123
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 479 8,835 SH   DFND 17 8,835 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 608 49,532 SH   DFND 21 0 0 49,532
KRAFT HEINZ CO COM 500754106 2,612 75,370 SH   DFND 17 71,910 0 3,460
KRAFT HEINZ CO COM 500754106 3,348 96,593 SH   DFND 21 55,873 0 40,720
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 19,250 701,784 SH   DFND 17 480,211 0 221,573
KROGER CO COM 501044101 14,202 447,153 SH   DFND 17 447,153 0 0
KROGER CO COM 501044101 27,678 871,467 SH   DFND 21 505,231 0 366,236
KRYSTAL BIOTECH INC COM 501147102 40 659 SH   DFND 17 659 0 0
KRYSTAL BIOTECH INC COM 501147102 438 7,300 SH   DFND 24 7,300 0 0
LHC GROUP INC COM 50187A107 10,887 51,037 SH   DFND 17 30,719 0 20,318
LCI INDS COM 50189K103 3,897 30,052 SH   DFND 17 28,052 0 2,000
LCI INDS COM 50189K103 591 4,555 SH   DFND 21 4,555 0 0
LPL FINL HLDGS INC COM 50212V100 17,385 166,806 SH   DFND 17 112,076 0 54,730
LPL FINL HLDGS INC COM 50212V100 12,055 115,667 SH   DFND 21 93,106 0 22,561
L3HARRIS TECHNOLOGIES INC COM 502431109 95,291 504,133 SH   DFND 17 501,795 0 2,338
L3HARRIS TECHNOLOGIES INC COM 502431109 10,285 54,411 SH   DFND 21 45,247 0 9,164
LA Z BOY INC COM 505336107 2,456 61,654 SH   DFND 17 61,654 0 0
LA Z BOY INC COM 505336107 166 4,168 SH   DFND 21 4,168 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,795 72,684 SH   DFND 17 72,684 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 36,422 178,936 SH   DFND 21 115,986 0 62,950
LABORATORY CORP AMER HLDGS COM NEW 50540R409 34 167 SH   DFND 25 167 0 0
LADDER CAP CORP CL A 505743104 334 34,148 SH   DFND 21 0 0 34,148
LAIRD SUPERFOOD INC COM STK 50736T102 399 8,423 SH   DFND 17 8,423 0 0
LAIRD SUPERFOOD INC COM STK 50736T102 212 4,481 SH   DFND 21 4,481 0 0
LAIRD SUPERFOOD INC COM STK 50736T102 563 11,900 SH   DFND 24 11,900 0 0
LAM RESEARCH CORP COM 512807108 47,576 100,740 SH   DFND 4 91,470 0 9,270
LAM RESEARCH CORP COM 512807108 468,587 992,202 SH   DFND 17 923,827 0 68,375
LAM RESEARCH CORP COM 512807108 56,672 119,999 SH   DFND 21 76,178 0 43,821
LAMB WESTON HLDGS INC COM 513272104 5,830 74,038 SH   DFND 17 74,038 0 0
LAMB WESTON HLDGS INC COM 513272104 3 39 SH   DFND 21 39 0 0
LANCASTER COLONY CORP COM 513847103 763 4,154 SH   DFND 17 4,154 0 0
LANTHEUS HLDGS INC COM 516544103 429 31,790 SH   DFND 17 31,790 0 0
LANTHEUS HLDGS INC COM 516544103 11 780 SH   DFND 21 780 0 0
LAS VEGAS SANDS CORP COM 517834107 217,203 3,644,342 SH   DFND 17 3,634,992 0 9,350
LAS VEGAS SANDS CORP COM 517834107 5,629 94,451 SH   DFND 21 61,192 0 33,259
LAUDER ESTEE COS INC CL A 518439104 62,854 236,126 SH   DFND 17 235,476 0 650
LAUDER ESTEE COS INC CL A 518439104 24,823 93,252 SH   DFND 20 11,000 0 82,252
LAUDER ESTEE COS INC CL A 518439104 220,417 828,045 SH   DFND 21 774,567 0 53,478
LAUDER ESTEE COS INC CL A 518439104 958 3,600 SH   DFND 24 3,600 0 0
LAUREATE EDUCATION INC CL A 518613203 416 28,600 SH   DFND 21 28,600 0 0
LEAR CORP COM NEW 521865204 105 663 SH   DFND 17 663 0 0
LEAR CORP COM NEW 521865204 695 4,372 SH   DFND 21 1,067 0 3,305
LEIDOS HOLDINGS INC COM 525327102 65,644 624,470 SH   DFND 17 621,540 0 2,930
LEIDOS HOLDINGS INC COM 525327102 11,144 106,011 SH   DFND 21 72,672 0 33,339
LEIDOS HOLDINGS INC COM 525327102 122 1,158 SH   DFND 25 1,158 0 0
LENNAR CORP CL A 526057104 171 2,239 SH   DFND 17 2,239 0 0
LENNAR CORP CL A 526057104 4,003 52,515 SH   DFND 21 52,515 0 0
LENNAR CORP CL B 526057302 958 15,649 SH   DFND 17 15,649 0 0
LENNAR CORP CL B 526057302 428 6,989 SH   DFND 21 6,456 0 533
LENNOX INTL INC COM 526107107 182 664 SH   DFND 17 664 0 0
LENNOX INTL INC COM 526107107 15,054 54,946 SH   DFND 21 50,785 0 4,161
LEXINGTON REALTY TRUST COM 529043101 223 20,991 SH   DFND 17 20,991 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 863 5,479 SH   DFND 17 5,479 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 1,095 6,946 SH   DFND 21 4,747 0 2,199
LIBERTY BROADBAND CORP COM SER A 530307107 44 279 SH   DFND 25 279 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 219 1,383 SH   DFND 17 1,383 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,895 11,966 SH   DFND 21 10,571 0 1,395
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 1,321 128,118 SH   DFND 17 128,118 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 5,010 116,000 SH   DFND 4 116,000 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 5,047 116,000 SH   DFND 4 116,000 0 0
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 383 10,093 SH   DFND 17 10,093 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 157,461 123,620,000 PRN   DFND 17 116,690,000 0 6,930,000
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 9,089 19,095,153 PRN   DFND 17 19,095,153 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 95,494 77,485,000 PRN   DFND 17 72,635,000 0 4,850,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 266 61,293 SH   DFND 21 0 0 61,293
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 4 860 SH   DFND 25 860 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 2,872 3,000,000 PRN   DFND 17 3,000,000 0 0
LIFE STORAGE INC COM 53223X107 7,853 65,773 SH   DFND 4 65,773 0 0
LIFE STORAGE INC COM 53223X107 3,927 32,890 SH   DFND 17 32,890 0 0
LIGHTSPEED POS INC SUB VTG SHS 53227R106 2,059 29,200 SH   DFND 20 29,200 0 0
LILLY ELI & CO COM 532457108 55,947 331,360 SH   DFND 17 304,380 0 26,980
LILLY ELI & CO COM 532457108 127,478 755,020 SH   DFND 21 503,142 0 251,878
LILLY ELI & CO COM 532457108 185 1,094 SH   DFND 25 1,094 0 0
LIMELIGHT NETWORKS INC COM 53261M104 45 11,357 SH   DFND 17 11,357 0 0
LIMELIGHT NETWORKS INC COM 53261M104 263 66,009 SH   DFND 21 66,009 0 0
LINCOLN NATL CORP IND COM 534187109 4,061 80,725 SH   DFND 17 80,725 0 0
LINCOLN NATL CORP IND COM 534187109 122 2,416 SH   DFND 21 0 0 2,416
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 15,587 910,436 SH   DFND 17 459,518 0 450,918
LINDSAY CORP COM 535555106 7,429 57,835 SH   DFND 17 57,835 0 0
LINDSAY CORP COM 535555106 2,103 16,369 SH   DFND 21 14,003 0 2,366
LINDSAY CORP COM 535555106 1,310 10,200 SH   DFND 24 10,200 0 0
LITHIA MTRS INC CL A 536797103 4,233 14,465 SH   DFND 17 14,465 0 0
LITHIA MTRS INC CL A 536797103 68 234 SH   DFND 21 234 0 0
LITTELFUSE INC COM 537008104 2,674 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 77,312 58,995,000 PRN   DFND 17 58,995,000 0 0
LIVEPERSON INC COM 538146101 11,473 184,370 SH   DFND 17 91,530 0 92,840
LIVENT CORP COM 53814L108 14,886 790,104 SH   DFND 21 790,104 0 0
LOCKHEED MARTIN CORP COM 539830109 79,021 222,608 SH   DFND 17 220,512 0 2,096
LOCKHEED MARTIN CORP COM 539830109 2,130 6,000 SH   DFND 20 6,000 0 0
LOCKHEED MARTIN CORP COM 539830109 7,818 22,025 SH   DFND 21 20,627 0 1,398
LONGVIEW ACQUISITION CORP COM CL A 543195101 408 20,594 SH   DFND 21 20,594 0 0
LOUISIANA PAC CORP COM 546347105 4,472 120,318 SH   DFND 17 112,918 0 7,400
LOWES COS INC COM 548661107 22,519 140,294 SH   DFND 17 140,288 0 6
LOWES COS INC COM 548661107 138,513 862,957 SH   DFND 21 568,301 0 294,656
LULULEMON ATHLETICA INC COM 550021109 26,117 75,041 SH   DFND 17 64,316 0 10,725
LULULEMON ATHLETICA INC COM 550021109 20,852 59,913 SH   DFND 21 15,870 0 44,043
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 3,810 123,956 SH   DFND 17 114,656 0 9,300
LUMENTUM HLDGS INC COM 55024U109 2,866 30,236 SH   DFND 17 30,236 0 0
LUMENTUM HLDGS INC COM 55024U109 1,758 18,547 SH   DFND 21 18,547 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 186,917 152,585,000 PRN   DFND 17 145,730,000 0 6,855,000
LYFT INC CL A COM 55087P104 31,659 644,400 SH   DFND 17 484,990 0 159,410
M & T BK CORP COM 55261F104 18,755 147,327 SH   DFND 17 147,327 0 0
M & T BK CORP COM 55261F104 10,903 85,646 SH   DFND 21 14,635 0 71,011
M D C HLDGS INC COM 552676108 8,979 184,751 SH   DFND 17 184,751 0 0
M D C HLDGS INC COM 552676108 127 2,613 SH   DFND 21 2,613 0 0
MDU RES GROUP INC COM 552690109 439 16,653 SH   DFND 17 16,653 0 0
MDU RES GROUP INC COM 552690109 2,879 109,308 SH   DFND 21 71,316 0 37,992
MFA FINL INC COM 55272X102 105 27,000 SH   DFND 17 27,000 0 0
MGIC INVT CORP WIS COM 552848103 11,275 898,381 SH   DFND 21 575,391 0 322,990
MGIC INVT CORP WIS COM 552848103 35 2,786 SH   DFND 25 2,786 0 0
MGM RESORTS INTERNATIONAL COM 552953101 149 4,718 SH   DFND 17 4,718 0 0
MGM RESORTS INTERNATIONAL COM 552953101 206 6,538 SH   DFND 21 6,538 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 29,003 926,623 SH   DFND 4 926,623 0 0
M/I HOMES INC COM 55305B101 328 7,409 SH   DFND 21 7,409 0 0
MKS INSTRS INC COM 55306N104 6,143 40,833 SH   DFND 17 40,833 0 0
MKS INSTRS INC COM 55306N104 2,777 18,461 SH   DFND 21 18,461 0 0
MPLX LP COM UNIT REP LTD 55336V100 6,443 297,600 SH   DFND 4 189,000 0 108,600
MSA SAFETY INC COM 553498106 3,503 23,450 SH   DFND 17 22,855 0 595
MSC INDL DIRECT INC CL A 553530106 1,066 12,637 SH   DFND 17 12,637 0 0
MSC INDL DIRECT INC CL A 553530106 1,067 12,643 SH   DFND 21 12,643 0 0
MSCI INC COM 55354G100 61,153 136,951 SH   DFND 17 136,949 0 2
MSCI INC COM 55354G100 99,431 222,675 SH   DFND 21 187,333 0 35,342
MSCI INC COM 55354G100 134 300 SH   DFND 25 300 0 0
MTS SYS CORP COM 553777103 209 3,594 SH   DFND 17 3,594 0 0
MTS SYS CORP COM 553777103 1,628 28,000 SH   DFND 21 28,000 0 0
MYR GROUP INC DEL COM 55405W104 12 195 SH   DFND 17 195 0 0
MYR GROUP INC DEL COM 55405W104 925 15,383 SH   DFND 21 15,383 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 18,482 18,500,000 PRN   DFND 17 18,500,000 0 0
MACROGENICS INC COM 556099109 1,310 57,295 SH   DFND 17 57,295 0 0
MACROGENICS INC COM 556099109 749 32,777 SH   DFND 21 9,208 0 23,569
MACROGENICS INC COM 556099109 117 5,100 SH   DFND 24 5,100 0 0
MACYS INC COM 55616P104 955 84,866 SH   DFND 17 84,866 0 0
MACYS INC COM 55616P104 3,217 285,935 SH   DFND 21 285,935 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 366 1,988 SH   DFND 17 1,988 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 223 1,211 SH   DFND 21 1,211 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 119 1,132 SH   DFND 17 1,132 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 618 5,885 SH   DFND 21 551 0 5,334
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 815 19,200 SH   DFND 4 0 0 19,200
MAGNA INTL INC COM 559222401 4,274 60,424 SH   DFND 17 60,424 0 0
MAGNA INTL INC COM 559222401 59,436 840,320 SH   DFND 21 512,357 0 327,963
MAGNA INTL INC COM 559222401 84 1,182 SH   DFND 25 1,182 0 0
MAGNITE INC COM 55955D100 146,824 4,780,974 SH   DFND 17 4,780,974 0 0
MALIBU BOATS INC COM CL A 56117J100 904 14,485 SH   DFND 17 14,485 0 0
MALIBU BOATS INC COM CL A 56117J100 924 14,798 SH   DFND 21 14,798 0 0
MANHATTAN ASSOCS INC COM 562750109 792 7,530 SH   DFND 17 6,000 0 1,530
MANHATTAN ASSOCS INC COM 562750109 91 866 SH   DFND 21 0 0 866
MANNKIND CORP COM NEW 56400P706 39 12,357 SH   DFND 17 12,357 0 0
MANPOWERGROUP INC COM 56418H100 14,057 155,882 SH   DFND 21 41,573 0 114,309
MANPOWERGROUP INC COM 56418H100 46 510 SH   DFND 25 510 0 0
MANTECH INTL CORP CL A 564563104 13,917 156,480 SH   DFND 17 155,595 0 885
MANTECH INTL CORP CL A 564563104 3,362 37,800 SH   DFND 21 25,306 0 12,494
MANULIFE FINL CORP COM 56501R106 14,805 832,742 SH   DFND 17 832,742 0 0
MANULIFE FINL CORP COM 56501R106 63,790 3,587,996 SH   DFND 21 2,146,951 0 1,441,045
MANULIFE FINL CORP COM 56501R106 127 7,169 SH   DFND 25 7,169 0 0
MARATHON PETE CORP COM 56585A102 4,674 113,000 SH   DFND 4 113,000 0 0
MARATHON PETE CORP COM 56585A102 28,847 697,472 SH   DFND 17 697,472 0 0
MARATHON PETE CORP COM 56585A102 239 5,770 SH   DFND 21 5,770 0 0
MARATHON PETE CORP COM 56585A102 1,055 25,500 SH   DFND 24 25,500 0 0
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 30,702 1,094,542 SH   DFND 17 963,960 0 130,582
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 612 21,808 SH   DFND 21 21,808 0 0
MARCUS CORP DEL COM 566330106 261 19,392 SH   DFND 17 19,392 0 0
MARINEMAX INC COM 567908108 1,541 43,997 SH   DFND 21 43,997 0 0
MARKETAXESS HLDGS INC COM 57060D108 27,244 47,749 SH   DFND 17 43,893 0 3,856
MARKETAXESS HLDGS INC COM 57060D108 15,843 27,768 SH   DFND 21 24,499 0 3,269
MARKETAXESS HLDGS INC COM 57060D108 85 149 SH   DFND 25 149 0 0
MARSH & MCLENNAN COS INC COM 571748102 65,229 557,512 SH   DFND 17 551,711 0 5,801
MARSH & MCLENNAN COS INC COM 571748102 6,203 53,016 SH   DFND 21 12,912 0 40,104
MARRIOTT INTL INC NEW CL A 571903202 484 3,666 SH   DFND 17 3,666 0 0
MARRIOTT INTL INC NEW CL A 571903202 3,535 26,796 SH   DFND 21 14,076 0 12,720
MARTIN MARIETTA MATLS INC COM 573284106 165 582 SH   DFND 17 582 0 0
MARTIN MARIETTA MATLS INC COM 573284106 144 506 SH   DFND 21 506 0 0
MASCO CORP COM 574599106 17,352 315,896 SH   DFND 17 315,896 0 0
MASCO CORP COM 574599106 19,384 352,894 SH   DFND 21 159,369 0 193,525
MASCO CORP COM 574599106 118 2,152 SH   DFND 25 2,152 0 0
MASIMO CORP COM 574795100 1,233 4,596 SH   DFND 17 4,051 0 545
MASONITE INTL CORP COM 575385109 1,516 15,414 SH   DFND 21 1,788 0 13,626
MASTEC INC COM 576323109 2,817 41,316 SH   DFND 17 38,856 0 2,460
MASTEC INC COM 576323109 1,264 18,535 SH   DFND 21 0 0 18,535
MASTERCARD INCORPORATED CL A 57636Q104 474,019 1,328,007 SH   DFND 17 1,320,619 0 7,388
MASTERCARD INCORPORATED CL A 57636Q104 209,572 587,136 SH   DFND 21 351,729 0 235,407
MASTERCARD INCORPORATED CL A 57636Q104 236 662 SH   DFND 25 662 0 0
MATCH GROUP INC NEW COM 57667L107 1,048 6,991 SH   DFND 17 2,361 0 4,630
MATERION CORP COM 576690101 6,629 104,031 SH   DFND 17 47,542 0 56,489
MATSON INC COM 57686G105 21,243 372,876 SH   DFND 17 254,676 0 118,200
MAXIM INTEGRATED PRODS INC COM 57772K101 27,632 311,700 SH   DFND 4 298,800 0 12,900
MAXIM INTEGRATED PRODS INC COM 57772K101 1,282 14,460 SH   DFND 17 14,460 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 9,798 110,523 SH   DFND 21 54,352 0 56,171
MAXLINEAR INC COM 57776J100 12,202 319,499 SH   DFND 17 160,608 0 158,891
MAXAR TECHNOLOGIES INC COM 57778K105 993 25,697 SH   DFND 21 0 0 25,697
MCCORMICK & CO INC COM NON VTG 579780206 14,648 153,219 SH   DFND 17 153,219 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,925 61,973 SH   DFND 21 61,973 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,147 12,000 SH   DFND 24 12,000 0 0
MCDONALDS CORP COM 580135101 199,288 928,736 SH   DFND 17 924,664 0 4,072
MCDONALDS CORP COM 580135101 54,053 251,902 SH   DFND 21 101,167 0 150,735
MCDONALDS CORP COM 580135101 34 157 SH   DFND 25 157 0 0
MCGRATH RENTCORP COM 580589109 6,089 90,741 SH   DFND 17 90,741 0 0
MCGRATH RENTCORP COM 580589109 3,993 59,509 SH   DFND 21 36,239 0 23,270
MCGRATH RENTCORP COM 580589109 12 185 SH   DFND 25 185 0 0
MCKESSON CORP COM 58155Q103 1,157 6,654 SH   DFND 17 6,654 0 0
MCKESSON CORP COM 58155Q103 6,514 37,454 SH   DFND 21 16,853 0 20,601
MEDICAL PPTYS TRUST INC COM 58463J304 52,256 2,398,179 SH   DFND 17 2,377,380 0 20,799
MEDICAL PPTYS TRUST INC COM 58463J304 3,163 145,137 SH   DFND 21 121,815 0 23,322
MEDIFAST INC COM 58470H101 4,186 21,320 SH   DFND 17 21,320 0 0
MEDIFAST INC COM 58470H101 1,741 8,866 SH   DFND 21 7,675 0 1,191
MEDIFAST INC COM 58470H101 3,652 18,600 SH   DFND 24 18,600 0 0
MEDPACE HLDGS INC COM 58506Q109 6,076 43,649 SH   DFND 17 41,809 0 1,840
MELCO RESORTS AND ENTMNT LTD ADR 585464100 857 46,217 SH   DFND 21 46,217 0 0
MERCADOLIBRE INC COM 58733R102 54,989 32,825 SH   DFND 17 32,825 0 0
MERCADOLIBRE INC COM 58733R102 13,119 7,831 SH   DFND 21 1,958 0 5,873
MERCADOLIBRE INC COM 58733R102 168 100 SH   DFND 24 100 0 0
MERCADOLIBRE INC COM 58733R102 10 6 SH   DFND 25 6 0 0
MERCK & CO. INC COM 58933Y105 219,744 2,686,360 SH   DFND 17 2,645,475 0 40,885
MERCK & CO. INC COM 58933Y105 204,358 2,498,261 SH   DFND 21 1,568,316 0 929,945
MERCK & CO. INC COM 58933Y105 1,227 15,000 SH   DFND 24 15,000 0 0
MERCK & CO. INC COM 58933Y105 142 1,736 SH   DFND 25 1,736 0 0
MERCURY SYS INC COM 589378108 5,701 64,743 SH   DFND 17 64,743 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 675 36,100 SH   DFND 17 28,700 0 7,400
MERITAGE HOMES CORP COM 59001A102 4,629 55,890 SH   DFND 17 55,890 0 0
MERITAGE HOMES CORP COM 59001A102 8,936 107,894 SH   DFND 21 76,966 0 30,928
MERITAGE HOMES CORP COM 59001A102 77 929 SH   DFND 25 929 0 0
MERITOR INC COM 59001K100 1,024 36,700 SH   DFND 4 36,700 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 53,503 45,690,000 PRN   DFND 17 45,690,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 5,304 199,331 SH   DFND 17 182,301 0 17,030
MERSANA THERAPEUTICS INC COM 59045L106 788 29,600 SH   DFND 24 29,600 0 0
META FINL GROUP INC COM 59100U108 3,552 97,143 SH   DFND 17 97,143 0 0
METHANEX CORP COM 59151K108 1,194 25,999 SH   DFND 17 25,999 0 0
METHANEX CORP COM 59151K108 22,243 484,487 SH   DFND 20 484,487 0 0
METHANEX CORP COM 59151K108 7 155 SH   DFND 25 155 0 0
METHODE ELECTRS INC COM 591520200 4,537 118,534 SH   DFND 17 118,534 0 0
METHODE ELECTRS INC COM 591520200 5,747 150,121 SH   DFND 21 106,836 0 43,285
METLIFE INC COM 59156R108 5,137 109,406 SH   DFND 17 109,406 0 0
METLIFE INC COM 59156R108 20,728 441,491 SH   DFND 21 232,403 0 209,088
METLIFE INC COM 59156R108 65 1,383 SH   DFND 25 1,383 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,663 1,459 SH   DFND 17 1,459 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 12,381 10,864 SH   DFND 21 6,966 0 3,898
MICROSOFT CORP COM 594918104 18,530 83,310 SH   DFND 4 72,985 0 10,325
MICROSOFT CORP COM 594918104 1,695,132 7,621,313 SH   DFND 17 7,379,791 0 241,522
MICROSOFT CORP COM 594918104 68,697 308,860 SH   DFND 20 95,900 0 212,960
MICROSOFT CORP COM 594918104 1,394,560 6,269,940 SH   DFND 21 4,681,330 0 1,588,610
MICROSOFT CORP COM 594918104 1,007 4,528 SH   DFND 25 4,528 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 223,421 1,617,704 SH   DFND 17 1,617,704 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 19,252 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC. COM 595017104 121,247 877,899 SH   DFND 21 853,099 0 24,800
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 422,301 381,500,000 PRN   DFND 17 363,921,000 0 17,579,000
MICRON TECHNOLOGY INC COM 595112103 565,253 7,518,663 SH   DFND 17 6,892,793 0 625,870
MICRON TECHNOLOGY INC COM 595112103 84,521 1,124,250 SH   DFND 21 732,931 0 391,319
MICRON TECHNOLOGY INC COM 595112103 90 1,196 SH   DFND 25 1,196 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 46,859 6,250,000 PRN   DFND 17 5,125,000 0 1,125,000
MID-AMER APT CMNTYS INC COM 59522J103 21,696 171,249 SH   DFND 4 171,249 0 0
MID-AMER APT CMNTYS INC COM 59522J103 13,679 107,974 SH   DFND 17 107,974 0 0
MIDDLESEX WTR CO COM 596680108 1,468 20,260 SH   DFND 17 18,635 0 1,625
MILLER HERMAN INC COM 600544100 2,213 65,477 SH   DFND 17 65,477 0 0
MILLER HERMAN INC COM 600544100 338 9,992 SH   DFND 21 2,004 0 7,988
MIRATI THERAPEUTICS INC COM 60468T105 4,364 19,868 SH   DFND 17 19,568 0 300
MIRATI THERAPEUTICS INC COM 60468T105 214 976 SH   DFND 21 976 0 0
MIRATI THERAPEUTICS INC COM 60468T105 966 4,400 SH   DFND 24 4,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,487 389,578 SH   DFND 17 389,578 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 11,535 1,288,810 SH   DFND 21 424,240 0 864,570
MODEL N INC COM 607525102 515 14,429 SH   DFND 17 14,429 0 0
MODERNA INC COM 60770K107 21,532 206,106 SH   DFND 17 201,746 0 4,360
MODERNA INC COM 60770K107 1,582 15,145 SH   DFND 20 15,145 0 0
MODERNA INC COM 60770K107 1,583 15,149 SH   DFND 21 13,394 0 1,755
MODERNA INC COM 60770K107 2,998 28,700 SH   DFND 24 28,700 0 0
MODERNA INC COM 60770K107 13 129 SH   DFND 25 129 0 0
MOHAWK INDS INC COM 608190104 81 572 SH   DFND 17 572 0 0
MOHAWK INDS INC COM 608190104 2,809 19,928 SH   DFND 21 18,210 0 1,718
MOLECULAR TEMPLATES INC COM 608550109 160 17,000 SH   DFND 24 17,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 150 705 SH   DFND 17 705 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,924 13,748 SH   DFND 21 11,395 0 2,353
MOLSON COORS BEVERAGE CO CL B 60871R209 1,624 35,939 SH   DFND 17 35,939 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 6,016 133,124 SH   DFND 21 91,796 0 41,328
MOMO INC ADR 60879B107 12,884 922,916 SH   DFND 4 914,783 0 8,133
MOMO INC ADR 60879B107 275 19,698 SH   DFND 21 19,698 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 12,509 14,825,000 PRN   DFND 17 14,825,000 0 0
MONDELEZ INTL INC CL A 609207105 8,843 151,240 SH   DFND 17 140,828 0 10,412
MONDELEZ INTL INC CL A 609207105 41,018 701,524 SH   DFND 21 439,018 0 262,506
MONEYGRAM INTL INC COM NEW 60935Y208 741 135,500 SH   DFND 17 107,700 0 27,800
MONGODB INC CL A 60937P106 265,937 740,688 SH   DFND 17 589,118 0 151,570
MONOLITHIC PWR SYS INC COM 609839105 26,290 71,785 SH   DFND 17 48,305 0 23,480
MONOLITHIC PWR SYS INC COM 609839105 826 2,256 SH   DFND 21 2,256 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 25,279 273,348 SH   DFND 17 271,783 0 1,565
MONSTER BEVERAGE CORP NEW COM 61174X109 18,464 199,657 SH   DFND 21 169,358 0 30,299
MOODYS CORP COM 615369105 7,073 24,369 SH   DFND 17 24,369 0 0
MOODYS CORP COM 615369105 104,398 359,694 SH   DFND 21 239,247 0 120,447
MOODYS CORP COM 615369105 103 355 SH   DFND 25 355 0 0
MORGAN STANLEY COM NEW 617446448 138,570 2,022,041 SH   DFND 17 2,005,529 0 16,512
MORGAN STANLEY COM NEW 617446448 175,679 2,563,529 SH   DFND 21 1,709,422 0 854,107
MORGAN STANLEY COM NEW 617446448 132 1,930 SH   DFND 25 1,930 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 56,708 333,461 SH   DFND 17 329,874 0 3,587
MOTOROLA SOLUTIONS INC COM NEW 620076307 339 1,994 SH   DFND 21 0 0 1,994
MR COOPER GROUP INC COM 62482R107 136 4,374 SH   DFND 4 4,374 0 0
MR COOPER GROUP INC COM 62482R107 3,104 100,023 SH   DFND 17 100,023 0 0
MR COOPER GROUP INC COM 62482R107 1,180 38,012 SH   DFND 21 32,455 0 5,557
MURPHY USA INC COM 626755102 1,279 9,774 SH   DFND 17 9,274 0 500
MURPHY USA INC COM 626755102 374 2,861 SH   DFND 21 0 0 2,861
NCR CORP NEW COM 62886E108 2,942 78,318 SH   DFND 21 18,239 0 60,079
NIC INC COM 62914B100 96 3,734 SH   DFND 17 3,734 0 0
NIC INC COM 62914B100 119 4,591 SH   DFND 21 0 0 4,591
NIO INC SPON ADS 62914V106 43,783 898,300 SH   DFND 4 847,400 0 50,900
NIO INC SPON ADS 62914V106 12,186 250,012 SH   DFND 17 250,012 0 0
NIO INC SPON ADS 62914V106 2,850 58,479 SH   DFND 21 50,703 0 7,776
NIO INC SPON ADS 62914V106 677 13,900 SH   DFND 24 13,900 0 0
NVR INC COM 62944T105 4,953 1,214 SH   DFND 17 1,214 0 0
NVR INC COM 62944T105 13,994 3,430 SH   DFND 21 2,310 0 1,120
NVR INC COM 62944T105 41 10 SH   DFND 25 10 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 11,620 173,737 SH   DFND 17 104,241 0 69,496
NANOSTRING TECHNOLOGIES INC COM 63009R109 207 3,099 SH   DFND 21 3,099 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 502 7,500 SH   DFND 24 7,500 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 88 3,349 SH   DFND 17 3,349 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,815 69,224 SH   DFND 20 69,224 0 0
NASDAQ INC COM 631103108 28,239 212,738 SH   DFND 17 212,738 0 0
NASDAQ INC COM 631103108 37,855 285,184 SH   DFND 21 195,960 0 89,224
NASDAQ INC COM 631103108 123 925 SH   DFND 25 925 0 0
NATERA INC COM 632307104 28,877 290,165 SH   DFND 17 204,806 0 85,359
NATERA INC COM 632307104 718 7,215 SH   DFND 21 7,215 0 0
NATERA INC COM 632307104 498 5,000 SH   DFND 24 5,000 0 0
NATIONAL CINEMEDIA INC COM 635309107 16 4,195 SH   DFND 17 4,195 0 0
NATIONAL CINEMEDIA INC COM 635309107 29 7,836 SH   DFND 21 0 0 7,836
NATIONAL HEALTHCARE CORP COM 635906100 65 976 SH   DFND 17 976 0 0
NATIONAL HEALTHCARE CORP COM 635906100 313 4,710 SH   DFND 21 4,710 0 0
NATIONAL FUEL GAS CO N J COM 636180101 4,269 103,797 SH   DFND 21 21,415 0 82,382
NATIONAL GEN HLDGS CORP COM 636220303 19,895 582,072 SH   DFND 4 534,739 0 47,333
NATIONAL GEN HLDGS CORP COM 636220303 461 13,481 SH   DFND 17 13,481 0 0
NATIONAL GEN HLDGS CORP COM 636220303 899 26,300 SH   DFND 21 26,300 0 0
NATIONAL HEALTH INVS INC COM 63633D104 20,088 290,418 SH   DFND 17 290,418 0 0
NATIONAL INSTRS CORP COM 636518102 471 10,727 SH   DFND 17 10,727 0 0
NATIONAL INSTRS CORP COM 636518102 161 3,670 SH   DFND 21 3,670 0 0
NATURAL ORDER ACQUISITION CO UNIT 99/99/9999 63889L206 419 38,595 SH   DFND 17 38,595 0 0
NATURAL ORDER ACQUISITION CO UNIT 99/99/9999 63889L206 178 16,393 SH   DFND 21 16,393 0 0
NAVISTAR INTL CORP NEW COM 63934E108 19,574 445,277 SH   DFND 4 408,646 0 36,631
NAVISTAR INTL CORP NEW COM 63934E108 2,132 48,500 SH   DFND 21 48,500 0 0
NAVIENT CORPORATION COM 63938C108 163 16,605 SH   DFND 17 16,605 0 0
NAVIENT CORPORATION COM 63938C108 1,346 137,073 SH   DFND 21 0 0 137,073
NEOGEN CORP COM 640491106 881 11,110 SH   DFND 17 11,110 0 0
NEOGEN CORP COM 640491106 15,156 191,126 SH   DFND 21 188,424 0 2,702
NEOGEN CORP COM 640491106 1,102 13,900 SH   DFND 24 13,900 0 0
NEOGENOMICS INC COM NEW 64049M209 933 17,327 SH   DFND 17 17,327 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 29,365 18,415,000 PRN   DFND 17 15,135,000 0 3,280,000
NETAPP INC COM 64110D104 32,239 486,700 SH   DFND 4 462,800 0 23,900
NETAPP INC COM 64110D104 1,726 26,061 SH   DFND 17 26,061 0 0
NETAPP INC COM 64110D104 13,273 200,375 SH   DFND 21 160,925 0 39,450
NETFLIX INC COM 64110L106 376,218 695,759 SH   DFND 17 685,474 0 10,285
NETFLIX INC COM 64110L106 89,449 165,423 SH   DFND 21 104,757 0 60,666
NETFLIX INC COM 64110L106 138 255 SH   DFND 25 255 0 0
NETEASE INC SPONSORED ADS 64110W102 1,053 11,000 SH   DFND 4 0 0 11,000
NETEASE INC SPONSORED ADS 64110W102 24,236 253,066 SH   DFND 17 204,936 0 48,130
NETEASE INC SPONSORED ADS 64110W102 72 755 SH   DFND 20 755 0 0
NETEASE INC SPONSORED ADS 64110W102 14,471 151,098 SH   DFND 21 145,178 0 5,920
NETEASE INC SPONSORED ADS 64110W102 1,915 20,000 SH   DFND 24 20,000 0 0
NETGEAR INC COM 64111Q104 497 12,232 SH   DFND 21 12,232 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,423 35,712 SH   DFND 17 35,712 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,996 31,254 SH   DFND 21 31,254 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,017 10,609 SH   DFND 24 10,609 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 64,681 46,390,000 PRN   DFND 17 46,390,000 0 0
NEVRO CORP COM 64157F103 5,420 31,310 SH   DFND 17 27,010 0 4,300
NEVRO CORP COM 64157F103 7,944 45,894 SH   DFND 21 45,894 0 0
NEVRO CORP COM 64157F103 675 3,900 SH   DFND 24 3,900 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 39,332 21,155,000 PRN   DFND 17 17,365,000 0 3,790,000
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 33,081 178,039 SH   DFND 17 178,039 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 14,868 80,015 SH   DFND 20 62,415 0 17,600
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 108,631 584,637 SH   DFND 21 553,843 0 30,794
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 3,679 19,800 SH   DFND 24 19,800 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 14,027 1,411,141 SH   DFND 17 1,411,141 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,103 110,975 SH   DFND 21 110,975 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 62,582 63,435,000 PRN   DFND 17 63,435,000 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 391 105,900 SH   DFND 17 105,900 0 0
NEWELL BRANDS INC COM 651229106 108 5,075 SH   DFND 17 5,075 0 0
NEWELL BRANDS INC COM 651229106 1,175 55,332 SH   DFND 21 55,332 0 0
NEWMARK GROUP INC CL A 65158N102 125 17,156 SH   DFND 21 17,156 0 0
NEWMONT CORP COM 651639106 23,609 394,200 SH   DFND 4 394,200 0 0
NEWMONT CORP COM 651639106 4,783 79,860 SH   DFND 17 79,860 0 0
NEWMONT CORP COM 651639106 84,973 1,418,811 SH   DFND 21 1,100,987 0 317,824
NEWMONT CORP COM 651639106 1,000 16,700 SH   DFND 24 16,700 0 0
NEWMONT CORP COM 651639106 62 1,039 SH   DFND 25 1,039 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,807 16,549 SH   DFND 21 0 0 16,549
NEXTERA ENERGY INC COM 65339F101 125,536 1,627,162 SH   DFND 17 1,614,522 0 12,640
NEXTERA ENERGY INC COM 65339F101 111,143 1,440,610 SH   DFND 21 823,845 0 616,765
NEXTERA ENERGY INC COM 65339F101 3,672 47,600 SH   DFND 24 47,600 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 196,599 3,827,125 SH   DFND 17 3,720,535 0 106,590
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 183,632 3,611,965 SH   DFND 17 3,329,315 0 282,650
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 11,181 188,865 SH   DFND 17 188,865 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 2,548 139,709 SH   DFND 21 85,703 0 54,006
NICE LTD SPONSORED ADR 653656108 289 1,020 SH   DFND 17 1,020 0 0
NIKE INC CL B 654106103 391,588 2,767,996 SH   DFND 17 2,762,856 0 5,140
NIKE INC CL B 654106103 138,660 980,140 SH   DFND 21 792,202 0 187,938
NIKE INC CL B 654106103 79 559 SH   DFND 25 559 0 0
908 DEVICES INC COM 65443P102 1,318 23,143 SH   DFND 17 16,533 0 6,610
NLIGHT INC COM 65487K100 9,065 277,649 SH   DFND 17 144,379 0 133,270
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 986 94,606 SH   DFND 4 94,606 0 0
NORFOLK SOUTHN CORP COM 655844108 96,683 406,896 SH   DFND 17 403,317 0 3,579
NORFOLK SOUTHN CORP COM 655844108 626 2,634 SH   DFND 21 999 0 1,635
NORTHERN TR CORP COM 665859104 13,777 147,922 SH   DFND 17 147,922 0 0
NORTHROP GRUMMAN CORP COM 666807102 49,945 163,903 SH   DFND 17 162,885 0 1,018
NORTHROP GRUMMAN CORP COM 666807102 3,231 10,603 SH   DFND 21 10,603 0 0
NORTHWESTERN CORP COM NEW 668074305 7,608 130,474 SH   DFND 17 130,474 0 0
NORTONLIFELOCK INC COM 668771108 131,755 6,340,492 SH   DFND 17 6,222,437 0 118,055
NORTONLIFELOCK INC COM 668771108 49,175 2,366,449 SH   DFND 21 1,478,253 0 888,196
NOVARTIS AG SPONSORED ADR 66987V109 11,659 123,466 SH   DFND 17 80,466 0 43,000
NOVAVAX INC COM NEW 670002401 2,302 20,644 SH   DFND 17 20,644 0 0
NOVAVAX INC COM NEW 670002401 379 3,400 SH   DFND 24 3,400 0 0
NOVANTA INC COM 67000B104 388 3,285 SH   DFND 17 2,600 0 685
NOVO-NORDISK A S ADR 670100205 1,399 20,023 SH   DFND 17 19,997 0 26
NU SKIN ENTERPRISES INC CL A 67018T105 6,268 114,739 SH   DFND 17 114,739 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 5,430 99,397 SH   DFND 21 0 0 99,397
NUANCE COMMUNICATIONS INC COM 67020Y100 17,385 394,300 SH   DFND 4 335,800 0 58,500
NUANCE COMMUNICATIONS INC COM 67020Y100 262,836 5,961,345 SH   DFND 17 5,961,345 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 908 20,585 SH   DFND 21 20,585 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 35,372 18,960,000 PRN   DFND 17 16,155,000 0 2,805,000
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 28,327 12,500,000 PRN   DFND 17 10,255,000 0 2,245,000
NUCOR CORP COM 670346105 1,983 37,273 SH   DFND 17 37,273 0 0
NUCOR CORP COM 670346105 5,771 108,493 SH   DFND 21 5,643 0 102,850
NUSTAR ENERGY LP UNIT COM 67058H102 5,215 361,900 SH   DFND 4 278,000 0 83,900
NUTANIX INC NOTE 1/1 67059NAB4 81,121 79,470,000 PRN   DFND 17 79,470,000 0 0
NVIDIA CORPORATION COM 67066G104 48,246 92,390 SH   DFND 4 82,760 0 9,630
NVIDIA CORPORATION COM 67066G104 565,460 1,082,842 SH   DFND 17 1,047,092 0 35,750
NVIDIA CORPORATION COM 67066G104 228,757 438,064 SH   DFND 21 300,995 0 137,069
NVIDIA CORPORATION COM 67066G104 284 544 SH   DFND 25 544 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 1,941 126,312 SH   DFND 4 126,312 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 2,349 154,979 SH   DFND 4 154,979 0 0
NUVASIVE INC COM 670704105 4,982 88,441 SH   DFND 21 0 0 88,441
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 35,897 35,320,000 PRN   DFND 17 35,320,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 2,432 150,880 SH   DFND 4 150,880 0 0
NUTRIEN LTD COM 67077M108 12,433 258,645 SH   DFND 17 258,645 0 0
NUTRIEN LTD COM 67077M108 9,109 189,499 SH   DFND 21 177,531 0 11,968
OI SA SPONSORED ADR NE 670851500 3,052 1,503,537 SH   DFND 4 1,503,537 0 0
OI SA SPONSORED ADR NE 670851500 630 310,114 SH   DFND 21 310,114 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 20,857 46,086 SH   DFND 17 46,086 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 30,647 67,717 SH   DFND 21 57,282 0 10,435
OSI SYSTEMS INC COM 671044105 1,722 18,475 SH   DFND 17 16,915 0 1,560
OSI SYSTEMS INC COM 671044105 633 6,790 SH   DFND 21 6,790 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,930 3,655,000 PRN   DFND 17 3,655,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 878 74,817 SH   DFND 4 74,817 0 0
OASIS PETROLEUM INC COM NEW 674215207 51,811 1,398,037 SH   DFND 17 1,398,037 0 0
OCCIDENTAL PETE CORP COM 674599105 26,306 1,519,714 SH   DFND 17 1,519,714 0 0
OCCIDENTAL PETE CORP COM 674599105 848 48,970 SH   DFND 21 46,734 0 2,236
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 26,306 1,519,714 SH   DFND 17 1,519,714 0 0
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 848 48,970 SH   DFND 21 46,734 0 2,236
ODONATE THERAPEUTICS INC COM 676079106 677 35,250 SH   DFND 21 27,500 0 7,750
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 18,845 24,705,000 PRN   DFND 17 24,705,000 0 0
OKTA INC CL A 679295105 638,655 2,511,818 SH   DFND 17 2,359,558 0 152,260
OKTA INC CL A 679295105 3,577 14,067 SH   DFND 21 6,161 0 7,906
OKTA INC CL A 679295105 40 159 SH   DFND 25 159 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 138,853 91,845,000 PRN   DFND 17 86,925,000 0 4,920,000
OLD DOMINION FREIGHT LINE IN COM 679580100 4,130 21,161 SH   DFND 17 21,161 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 24,282 124,406 SH   DFND 21 104,542 0 19,864
OLD REP INTL CORP COM 680223104 7,994 405,603 SH   DFND 17 405,603 0 0
OLD REP INTL CORP COM 680223104 1,317 66,835 SH   DFND 21 56,526 0 10,309
OLIN CORP COM PAR $1 680665205 645 26,274 SH   DFND 17 26,274 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 1,803 22,052 SH   DFND 17 22,052 0 0
OMNICOM GROUP INC COM 681919106 1,143 18,332 SH   DFND 17 18,332 0 0
OMNICOM GROUP INC COM 681919106 4,065 65,180 SH   DFND 21 62,964 0 2,216
OMEGA HEALTHCARE INVS INC COM 681936100 83 2,282 SH   DFND 17 2,282 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,281 35,262 SH   DFND 21 0 0 35,262
OMNICELL COM COM 68213N109 10,571 88,079 SH   DFND 21 88,079 0 0
ON SEMICONDUCTOR CORP COM 682189105 213,907 6,535,509 SH   DFND 17 6,259,894 0 275,615
ON SEMICONDUCTOR CORP COM 682189105 1,439 43,954 SH   DFND 21 42,714 0 1,240
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 182,753 108,660,000 PRN   DFND 17 105,215,000 0 3,445,000
ONE GAS INC COM 68235P108 25,857 336,812 SH   DFND 17 336,812 0 0
ONE GAS INC COM 68235P108 2,628 34,228 SH   DFND 21 586 0 33,642
FLWS/1-800 FLOWERS CL A 68243Q106 517 19,900 SH   DFND 17 19,900 0 0
ONEOK INC NEW COM 682680103 38,005 990,224 SH   DFND 4 932,224 0 58,000
ONEOK INC NEW COM 682680103 27,337 712,268 SH   DFND 17 708,614 0 3,654
ONEOK INC NEW COM 682680103 4,229 110,177 SH   DFND 21 40,462 0 69,715
ONEOK INC NEW COM 682680103 514 13,400 SH   DFND 24 13,400 0 0
ONEMAIN HLDGS INC COM 68268W103 1,646 34,172 SH   DFND 17 34,172 0 0
ONEMAIN HLDGS INC COM 68268W103 15,337 318,452 SH   DFND 21 241,196 0 77,256
ONEMAIN HLDGS INC COM 68268W103 39 801 SH   DFND 25 801 0 0
1LIFE HEALTHCARE INC COM 68269G107 572 13,112 SH   DFND 21 13,112 0 0
ONESPAN INC COM 68287N100 32,480 1,570,592 SH   DFND 17 1,570,592 0 0
ONTO INNOVATION INC COM 683344105 9,007 189,420 SH   DFND 17 93,430 0 95,990
ONTRAK INC COM 683373104 159 2,578 SH   DFND 17 2,578 0 0
ONTRAK INC COM 683373104 647 10,473 SH   DFND 21 10,473 0 0
OPEN TEXT CORP COM 683715106 4,029 88,736 SH   DFND 17 88,736 0 0
OPEN TEXT CORP COM 683715106 9,962 219,436 SH   DFND 21 167,729 0 51,707
OPEN TEXT CORP COM 683715106 57 1,257 SH   DFND 25 1,257 0 0
ORACLE CORP COM 68389X105 22,870 353,539 SH   DFND 17 287,627 0 65,912
ORACLE CORP COM 68389X105 70,312 1,086,912 SH   DFND 21 918,754 0 168,158
ORMAT TECHNOLOGIES INC COM 686688102 272 3,012 SH   DFND 17 3,012 0 0
OSHKOSH CORP COM 688239201 1,105 12,838 SH   DFND 21 3,393 0 9,445
OTIS WORLDWIDE CORP COM 68902V107 7,028 104,041 SH   DFND 17 104,041 0 0
OTIS WORLDWIDE CORP COM 68902V107 12,963 191,905 SH   DFND 21 126,393 0 65,512
OTIS WORLDWIDE CORP COM 68902V107 141 2,092 SH   DFND 25 2,092 0 0
OTTER TAIL CORP COM 689648103 202 4,747 SH   DFND 17 4,747 0 0
OVERSTOCK COM INC DEL COM 690370101 153,675 3,203,562 SH   DFND 17 3,188,837 0 14,725
OVINTIV INC COM 69047Q102 435 30,288 SH   DFND 21 30,288 0 0
OWENS & MINOR INC NEW COM 690732102 772 28,522 SH   DFND 21 23,865 0 4,657
OWENS CORNING NEW COM 690742101 1,578 20,828 SH   DFND 17 20,828 0 0
OWENS CORNING NEW COM 690742101 9,013 118,968 SH   DFND 21 107,012 0 11,956
PG&E CORP UNIT 99/99/9999 69331C140 22,111 180,000 SH   DFND 17 180,000 0 0
PJT PARTNERS INC COM CL A 69343T107 2,956 39,282 SH   DFND 17 37,882 0 1,400
PLDT INC SPONSORED ADR 69344D408 208 7,435 SH   DFND 17 7,435 0 0
PNC FINL SVCS GROUP INC COM 693475105 795 5,333 SH   DFND 17 5,333 0 0
PNC FINL SVCS GROUP INC COM 693475105 812 5,449 SH   DFND 21 4,245 0 1,204
POSCO SPONSORED ADR 693483109 53 854 SH   DFND 17 854 0 0
POSCO SPONSORED ADR 693483109 707 11,343 SH   DFND 21 9,002 0 2,341
PNM RES INC COM 69349H107 18,737 386,099 SH   DFND 4 354,216 0 31,883
PNM RES INC COM 69349H107 822 16,939 SH   DFND 17 16,939 0 0
PNM RES INC COM 69349H107 2,087 43,000 SH   DFND 21 43,000 0 0
PPG INDS INC COM 693506107 3,842 26,639 SH   DFND 17 26,639 0 0
PPG INDS INC COM 693506107 270 1,874 SH   DFND 21 1,874 0 0
PPG INDS INC COM 693506107 678 4,700 SH   DFND 24 4,700 0 0
PPL CORP COM 69351T106 3,146 111,562 SH   DFND 17 111,562 0 0
PPL CORP COM 69351T106 9,310 330,147 SH   DFND 21 146,766 0 183,381
PRA HEALTH SCIENCES INC COM 69354M108 14,812 118,083 SH   DFND 17 110,038 0 8,045
PRA HEALTH SCIENCES INC COM 69354M108 979 7,801 SH   DFND 21 0 0 7,801
PRA HEALTH SCIENCES INC COM 69354M108 439 3,500 SH   DFND 24 3,500 0 0
PTC THERAPEUTICS INC COM 69366J200 1,395 22,861 SH   DFND 17 20,491 0 2,370
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 8,271 6,420,000 PRN   DFND 17 6,420,000 0 0
PTC INC COM 69370C100 53,989 451,373 SH   DFND 17 451,373 0 0
PTC INC COM 69370C100 488 4,081 SH   DFND 21 2,062 0 2,019
PACCAR INC COM 693718108 8,422 97,610 SH   DFND 17 97,610 0 0
PACCAR INC COM 693718108 10,248 118,776 SH   DFND 21 96,768 0 22,008
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,380 53,190 SH   DFND 17 53,190 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 306 11,790 SH   DFND 21 11,790 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 472 18,200 SH   DFND 24 18,200 0 0
PACKAGING CORP AMER COM 695156109 91 659 SH   DFND 17 659 0 0
PACKAGING CORP AMER COM 695156109 197 1,425 SH   DFND 21 1,425 0 0
PACWEST BANCORP DEL COM 695263103 414 16,314 SH   DFND 17 16,314 0 0
PACWEST BANCORP DEL COM 695263103 913 35,956 SH   DFND 21 35,956 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 210,834 8,952,600 SH   DFND 17 8,952,600 0 0
PALO ALTO NETWORKS INC COM 697435105 157,010 441,797 SH   DFND 17 390,312 0 51,485
PALO ALTO NETWORKS INC COM 697435105 173 488 SH   DFND 21 488 0 0
PALO ALTO NETWORKS INC CALL 697435905 23,314 65,600 SH Call DFND 17 65,600 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 103,397 73,160,000 PRN   DFND 17 69,385,000 0 3,775,000
PAPA JOHNS INTL INC COM 698813102 832 9,800 SH   DFND 17 7,800 0 2,000
PARK HOTELS RESORTS INC COM 700517105 1,018 59,333 SH   DFND 17 59,333 0 0
PARK HOTELS RESORTS INC COM 700517105 3,268 190,575 SH   DFND 21 190,575 0 0
PARKER-HANNIFIN CORP COM 701094104 20,554 75,452 SH   DFND 17 75,452 0 0
PARKER-HANNIFIN CORP COM 701094104 6,783 24,899 SH   DFND 21 16,402 0 8,497
PARKER-HANNIFIN CORP COM 701094104 93 342 SH   DFND 25 342 0 0
PARSLEY ENERGY INC CL A 701877102 4,661 328,215 SH   DFND 17 328,215 0 0
PARSONS CORPORATION COM 70202L102 281 7,714 SH   DFND 21 2,497 0 5,217
PARTY CITY HOLDCO INC COM 702149105 6,150 1,000,000 SH   DFND 4 1,000,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 20,701 19,500,000 PRN   DFND 17 19,500,000 0 0
PATTERSON COS INC COM 703395103 5,977 201,718 SH   DFND 21 180,545 0 21,173
PAYCHEX INC COM 704326107 5,244 56,283 SH   DFND 17 56,283 0 0
PAYCHEX INC COM 704326107 5,051 54,209 SH   DFND 21 24,606 0 29,603
PAYCOM SOFTWARE INC COM 70432V102 351,014 776,151 SH   DFND 17 634,731 0 141,420
PAYCOM SOFTWARE INC COM 70432V102 474 1,048 SH   DFND 21 0 0 1,048
PAYLOCITY HLDG CORP COM 70438V106 8,494 41,252 SH   DFND 17 20,775 0 20,477
PAYPAL HLDGS INC COM 70450Y103 732,297 3,126,802 SH   DFND 17 2,906,040 0 220,762
PAYPAL HLDGS INC COM 70450Y103 2,042 8,720 SH   DFND 20 8,720 0 0
PAYPAL HLDGS INC COM 70450Y103 224,747 959,638 SH   DFND 21 696,268 0 263,370
PEBBLEBROOK HOTEL TR COM 70509V100 11,236 597,633 SH   DFND 17 281,926 0 315,707
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 3,205 3,000,000 PRN   DFND 4 3,000,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 33,652 31,400,000 PRN   DFND 17 25,975,000 0 5,425,000
PEGASYSTEMS INC COM 705573103 15,394 115,516 SH   DFND 21 115,516 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 401 2,646 SH   DFND 17 2,646 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 4,476 29,501 SH   DFND 21 27,797 0 1,704
PELOTON INTERACTIVE INC CL A COM 70614W100 31 202 SH   DFND 25 202 0 0
PEMBINA PIPELINE CORP COM 706327103 11,918 504,450 SH   DFND 4 431,750 0 72,700
PEMBINA PIPELINE CORP COM 706327103 187 7,903 SH   DFND 21 7,903 0 0
PENN NATL GAMING INC COM 707569109 11,068 128,150 SH   DFND 17 66,315 0 61,835
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 37,772 10,000,000 PRN   DFND 4 10,000,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 29,943 7,765,000 PRN   DFND 17 6,190,000 0 1,575,000
PENN VA CORP COM 70788V102 492 48,505 SH   DFND 17 48,505 0 0
PENN VA CORP COM 70788V102 3 249 SH   DFND 25 249 0 0
PENNYMAC MTG INVT TR COM 70931T103 339 19,264 SH   DFND 17 19,264 0 0
PENNYMAC MTG INVT TR COM 70931T103 494 28,063 SH   DFND 21 0 0 28,063
PENNYMAC FINL SVCS INC NEW COM 70932M107 4,719 71,907 SH   DFND 17 71,907 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 14,697 223,966 SH   DFND 21 74,106 0 149,860
PENNYMAC FINL SVCS INC NEW COM 70932M107 75 1,138 SH   DFND 25 1,138 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1 47 SH   DFND 17 47 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 315 24,388 SH   DFND 21 13,478 0 10,910
PEPSICO INC COM 713448108 3,961 26,710 SH   DFND 17 21,275 0 5,435
PEPSICO INC COM 713448108 43,634 294,225 SH   DFND 21 114,503 0 179,722
PERDOCEO ED CORP COM 71363P106 732 57,934 SH   DFND 21 53,980 0 3,954
PERFICIENT INC COM 71375U101 11,167 234,359 SH   DFND 17 124,749 0 109,610
PERFORMANCE FOOD GROUP CO COM 71377A103 1,619 33,997 SH   DFND 17 31,127 0 2,870
PERKINELMER INC COM 714046109 31,990 222,927 SH   DFND 17 222,927 0 0
PERKINELMER INC COM 714046109 23,269 162,156 SH   DFND 21 143,626 0 18,530
PERSPECTA INC COM 715347100 3,186 132,291 SH   DFND 21 132,291 0 0
PERSONALIS INC COM 71535D106 392 10,700 SH   DFND 17 10,700 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 641 27,244 SH   DFND 17 27,244 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 330 14,022 SH   DFND 21 0 0 14,022
PETMED EXPRESS INC COM 716382106 1,128 35,199 SH   DFND 17 35,199 0 0
PETMED EXPRESS INC COM 716382106 6,391 199,333 SH   DFND 21 195,335 0 3,998
PETIQ INC COM CL A 71639T106 13,764 357,970 SH   DFND 21 352,258 0 5,712
PFIZER INC COM 717081103 53,439 1,451,763 SH   DFND 17 1,249,440 0 202,323
PFIZER INC COM 717081103 149,289 4,055,668 SH   DFND 21 2,707,668 0 1,348,000
PFIZER INC COM 717081103 556 15,100 SH   DFND 24 15,100 0 0
PFIZER INC COM 717081103 189 5,123 SH   DFND 25 5,123 0 0
PHILIP MORRIS INTL INC COM 718172109 6,264 75,660 SH   DFND 17 60,660 0 15,000
PHILIP MORRIS INTL INC COM 718172109 18,927 228,613 SH   DFND 21 72,549 0 156,064
PHILLIPS 66 COM 718546104 5,945 85,000 SH   DFND 4 85,000 0 0
PHILLIPS 66 COM 718546104 74 1,063 SH   DFND 17 1,055 0 8
PHILLIPS 66 COM 718546104 10,148 145,096 SH   DFND 21 39,038 0 106,058
PHILLIPS 66 COM 718546104 329 4,700 SH   DFND 24 4,700 0 0
PHOTRONICS INC COM 719405102 559 50,095 SH   DFND 17 50,095 0 0
PHYSICIANS RLTY TR COM 71943U104 926 52,045 SH   DFND 17 52,045 0 0
PHREESIA INC COM 71944F106 7,241 133,459 SH   DFND 21 133,459 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,251 77,050 SH   DFND 17 77,050 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,644 224,492 SH   DFND 21 66,201 0 158,291
PIMCO ETF TR 1-5 US TIP IDX 72201R205 2,492 46,000 SH   DFND 17 46,000 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 80,579 789,684 SH   DFND 4 789,684 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 692,691 25,540,934 SH   DFND 4 25,540,934 0 0
PINDUODUO INC SPONSORED ADS 722304102 38,039 214,100 SH   DFND 4 208,400 0 5,700
PINDUODUO INC SPONSORED ADS 722304102 916 5,157 SH   DFND 21 5,157 0 0
PINDUODUO INC NOTE 12/0 722304AC6 143,091 114,500,000 PRN   DFND 17 108,000,000 0 6,500,000
PINNACLE FINL PARTNERS INC COM 72346Q104 13,726 213,131 SH   DFND 17 107,024 0 106,107
PINNACLE WEST CAP CORP COM 723484101 67 832 SH   DFND 17 832 0 0
PINNACLE WEST CAP CORP COM 723484101 3,072 38,429 SH   DFND 21 27,178 0 11,251
PINTEREST INC CL A 72352L106 329,212 4,995,633 SH   DFND 17 4,476,917 0 518,716
PINTEREST INC CL A 72352L106 2,209 33,518 SH   DFND 21 13,821 0 19,697
PINTEREST INC CL A 72352L106 54 816 SH   DFND 25 816 0 0
PIONEER NAT RES CO COM 723787107 7,972 70,000 SH   DFND 4 70,000 0 0
PIONEER NAT RES CO COM 723787107 25,137 220,712 SH   DFND 17 219,942 0 770
PIONEER NAT RES CO COM 723787107 7,602 66,745 SH   DFND 21 57,494 0 9,251
PIONEER NAT RES CO COM 723787107 911 8,000 SH   DFND 24 8,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 710 86,112 SH   DFND 4 86,112 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 15,428 1,825,800 SH   DFND 4 1,567,000 0 258,800
PLANET FITNESS INC CL A 72703H101 7,238 93,243 SH   DFND 17 47,119 0 46,124
PLANET FITNESS INC CL A 72703H101 229 2,948 SH   DFND 21 2,948 0 0
PLEXUS CORP COM 729132100 734 9,386 SH   DFND 21 9,386 0 0
PLUG POWER INC COM NEW 72919P202 42,450 1,251,838 SH   DFND 17 1,039,737 0 212,101
PLUG POWER INC COM NEW 72919P202 3,046 89,830 SH   DFND 20 89,830 0 0
PLUG POWER INC COM NEW 72919P202 1,267 37,378 SH   DFND 21 34,173 0 3,205
PLUG POWER INC COM NEW 72919P202 4,222 124,500 SH   DFND 24 124,500 0 0
PLURALSIGHT INC COM CL A 72941B106 597 28,506 SH   DFND 17 28,506 0 0
POLARIS INC COM 731068102 205 2,152 SH   DFND 21 1,160 0 992
POOL CORP COM 73278L105 31,703 85,110 SH   DFND 17 78,496 0 6,614
POOL CORP COM 73278L105 40,838 109,631 SH   DFND 21 95,824 0 13,807
POOL CORP COM 73278L105 35 93 SH   DFND 25 93 0 0
POPULAR INC COM NEW 733174700 14,928 265,059 SH   DFND 17 150,152 0 114,907
POPULAR INC COM NEW 733174700 20,064 356,250 SH   DFND 21 252,910 0 103,340
PORTLAND GEN ELEC CO COM NEW 736508847 2,234 52,240 SH   DFND 17 52,240 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 10,596 247,745 SH   DFND 21 48,188 0 199,557
POST HLDGS INC COM 737446104 460 4,551 SH   DFND 21 0 0 4,551
POTLATCHDELTIC CORPORATION COM 737630103 280 5,601 SH   DFND 21 5,601 0 0
POWER INTEGRATIONS INC COM 739276103 17,821 217,700 SH   DFND 4 217,700 0 0
POWER INTEGRATIONS INC COM 739276103 11,426 139,585 SH   DFND 17 87,268 0 52,317
POWER INTEGRATIONS INC COM 739276103 120 1,469 SH   DFND 21 1,469 0 0
PREMIER INC CL A 74051N102 359 10,225 SH   DFND 17 8,040 0 2,185
PREMIER FINANCIAL CORP COM 74052F108 7,242 314,877 SH   DFND 17 314,877 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,855 53,188 SH   DFND 17 50,188 0 3,000
PRICE T ROWE GROUP INC COM 74144T108 9,092 60,055 SH   DFND 17 60,055 0 0
PRICE T ROWE GROUP INC COM 74144T108 85,721 566,228 SH   DFND 21 291,479 0 274,749
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,639 4,000,000 PRN   DFND 21 0 0 4,000,000
PRICESMART INC COM 741511109 403 4,428 SH   DFND 17 4,428 0 0
PRIMERICA INC COM 74164M108 7,828 58,450 SH   DFND 17 58,450 0 0
PRIMO WATER CORPORATION COM 74167P108 432 27,586 SH   DFND 21 27,586 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1 29 SH   DFND 17 29 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 9,001 181,443 SH   DFND 21 100,336 0 81,107
PRINCIPAL EXCHANGE-TRADED FD HELTHCARE INDX 74255Y409 1,101 18,748 SH   DFND 17 16,248 0 2,500
PROCTER AND GAMBLE CO COM 742718109 98,013 704,422 SH   DFND 17 686,112 0 18,310
PROCTER AND GAMBLE CO COM 742718109 60 429 SH   DFND 20 429 0 0
PROCTER AND GAMBLE CO COM 742718109 233,042 1,674,877 SH   DFND 21 1,097,940 0 576,937
PROCTER AND GAMBLE CO COM 742718109 243 1,750 SH   DFND 25 1,750 0 0
PROG HOLDINGS INC COM NPV 74319R101 3,714 68,943 SH   DFND 17 68,943 0 0
PROG HOLDINGS INC COM NPV 74319R101 259 4,814 SH   DFND 21 1,422 0 3,392
PROGRESS SOFTWARE CORP COM 743312100 9,191 203,380 SH   DFND 17 199,055 0 4,325
PROGRESS SOFTWARE CORP COM 743312100 10,187 225,420 SH   DFND 21 114,721 0 110,699
PROGRESS SOFTWARE CORP COM 743312100 37 818 SH   DFND 25 818 0 0
PROGRESSIVE CORP COM 743315103 23,173 234,358 SH   DFND 17 234,358 0 0
PROGRESSIVE CORP COM 743315103 102,012 1,031,670 SH   DFND 21 818,132 0 213,538
PROGRESSIVE CORP COM 743315103 73 740 SH   DFND 25 740 0 0
PROLOGIS INC. COM 74340W103 44,936 450,898 SH   DFND 4 450,898 0 0
PROLOGIS INC. COM 74340W103 70,405 706,450 SH   DFND 17 698,113 0 8,337
PROLOGIS INC. COM 74340W103 11,826 118,666 SH   DFND 21 44,834 0 73,832
PROOFPOINT INC COM 743424103 76,355 559,747 SH   DFND 17 559,747 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 107,003 95,920,000 PRN   DFND 17 95,920,000 0 0
PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 4,221 4,000,000 PRN   DFND 17 4,000,000 0 0
PROSPECT CAP CORP COM 74348T102 940 173,781 SH   DFND 17 173,781 0 0
PROSPECT CAP CORP COM 74348T102 339 62,653 SH   DFND 21 5,960 0 56,693
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 32,094 30,800,000 PRN   DFND 17 30,800,000 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,173 58,160 SH   DFND 17 58,160 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 325 16,100 SH   DFND 24 16,100 0 0
THE PROVIDENCE SERVICE CORP COM 743815102 1,384 9,981 SH   DFND 17 8,081 0 1,900
PRUDENTIAL FINL INC COM 744320102 27 346 SH   DFND 17 346 0 0
PRUDENTIAL FINL INC COM 744320102 43,517 557,413 SH   DFND 21 301,402 0 256,011
PRUDENTIAL FINL INC COM 744320102 88 1,123 SH   DFND 25 1,123 0 0
PRUDENTIAL PLC ADR 74435K204 853 23,108 SH   DFND 17 23,050 0 58
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 210 3,609 SH   DFND 17 3,609 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 3,804 65,250 SH   DFND 21 0 0 65,250
PUBLIC STORAGE COM 74460D109 19,203 83,153 SH   DFND 4 83,153 0 0
PUBLIC STORAGE COM 74460D109 436 1,886 SH   DFND 17 1,886 0 0
PULTE GROUP INC COM 745867101 29,626 687,063 SH   DFND 17 687,063 0 0
PULTE GROUP INC COM 745867101 19,403 449,975 SH   DFND 21 391,195 0 58,780
PULTE GROUP INC COM 745867101 63 1,465 SH   DFND 25 1,465 0 0
PURE STORAGE INC CL A 74624M102 23,144 1,023,612 SH   DFND 17 490,992 0 532,620
PURE STORAGE INC CALL 74624M902 22,610 1,000,000 SH Call DFND 17 1,000,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 5,555 5,005,000 PRN   DFND 17 5,005,000 0 0
QTS RLTY TR INC COM CL A 74736A103 26,198 423,360 SH   DFND 4 423,360 0 0
QTS RLTY TR INC COM CL A 74736A103 0 4 SH   DFND 17 0 0 4
QORVO INC COM 74736K101 58,420 351,355 SH   DFND 17 261,095 0 90,260
QORVO INC COM 74736K101 15,167 91,222 SH   DFND 21 58,824 0 32,398
Q2 HLDGS INC COM 74736L109 10,583 83,639 SH   DFND 17 42,896 0 40,743
QUALCOMM INC COM 747525103 534,349 3,507,606 SH   DFND 17 3,207,666 0 299,940
QUALCOMM INC COM 747525103 19,103 125,400 SH   DFND 20 125,400 0 0
QUALCOMM INC COM 747525103 93,658 614,799 SH   DFND 21 459,524 0 155,275
QUALCOMM INC COM 747525103 168 1,100 SH   DFND 25 1,100 0 0
QUALYS INC COM 74758T303 20,580 168,872 SH   DFND 17 168,872 0 0
QUALYS INC COM 74758T303 10,529 86,395 SH   DFND 21 54,279 0 32,116
QUANTA SVCS INC COM 74762E102 4,396 61,042 SH   DFND 17 61,042 0 0
QUANTUM CORP COM NEW 747906501 25,881 6,370,070 SH   DFND 4 6,370,070 0 0
QUEST DIAGNOSTICS INC COM 74834L100 17,788 149,262 SH   DFND 17 149,262 0 0
QUEST DIAGNOSTICS INC COM 74834L100 86,233 723,614 SH   DFND 21 431,109 0 292,505
QUEST DIAGNOSTICS INC COM 74834L100 79 661 SH   DFND 25 661 0 0
QUIDEL CORP COM 74838J101 701 3,900 SH   DFND 17 3,100 0 800
QUIDEL CORP COM 74838J101 564 3,138 SH   DFND 21 2,438 0 700
QUINSTREET INC COM 74874Q100 113 5,283 SH   DFND 17 5,283 0 0
QUINSTREET INC COM 74874Q100 128 5,948 SH   DFND 21 5,948 0 0
R1 RCM INC COM 749397105 2,539 105,721 SH   DFND 17 105,721 0 0
R1 RCM INC COM 749397105 9,819 408,791 SH   DFND 21 408,791 0 0
RLI CORP COM 749607107 441 4,232 SH   DFND 17 4,232 0 0
RH COM 74967X103 2,511 5,611 SH   DFND 17 5,611 0 0
RH COM 74967X103 5,021 11,220 SH   DFND 21 0 0 11,220
RH NOTE 6/1 74967XAA1 99,913 42,635,000 PRN   DFND 17 42,635,000 0 0
RPM INTL INC COM 749685103 11,369 125,233 SH   DFND 17 125,233 0 0
RPM INTL INC COM 749685103 1,002 11,042 SH   DFND 21 11,042 0 0
RADIAN GROUP INC COM 750236101 2,575 127,159 SH   DFND 17 127,159 0 0
RADIAN GROUP INC COM 750236101 1,292 63,798 SH   DFND 21 53,871 0 9,927
RAMBUS INC DEL COM 750917106 477 27,330 SH   DFND 21 27,330 0 0
RANGE RES CORP COM 75281A109 481 71,768 SH   DFND 21 71,768 0 0
RAPID7 INC COM 753422104 23,876 264,818 SH   DFND 17 264,818 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 2,856 301,215 SH   DFND 4 301,215 0 0
RAYMOND JAMES FINL INC COM 754730109 1,975 20,646 SH   DFND 17 20,646 0 0
RAYMOND JAMES FINL INC COM 754730109 3,691 38,582 SH   DFND 21 35,147 0 3,435
RAYTHEON TECHNOLOGIES CORP COM 75513E101 16,680 233,258 SH   DFND 17 231,417 0 1,841
RAYTHEON TECHNOLOGIES CORP COM 75513E101 4,236 59,235 SH   DFND 21 51,068 0 8,167
REALOGY HLDGS CORP COM 75605Y106 399 30,448 SH   DFND 21 30,448 0 0
REALPAGE INC COM 75606N109 9 100 SH   DFND 17 100 0 0
REALPAGE INC COM 75606N109 951 10,900 SH   DFND 21 10,900 0 0
REALTY INCOME CORP COM 756109104 18,888 303,812 SH   DFND 4 303,812 0 0
REALTY INCOME CORP COM 756109104 7,982 128,396 SH   DFND 17 128,396 0 0
REALTY INCOME CORP COM 756109104 149 2,396 SH   DFND 21 2,396 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,116 9,030 SH   DFND 17 9,030 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 284 2,300 SH   DFND 24 2,300 0 0
RED ROCK RESORTS INC CL A 75700L108 2,692 107,522 SH   DFND 17 107,522 0 0
REDFIN CORP COM 75737F108 41,715 607,826 SH   DFND 17 592,226 0 15,600
REGAL BELOIT CORP COM 758750103 1,125 9,162 SH   DFND 21 6,948 0 2,214
REGENCY CTRS CORP COM 758849103 8,781 192,604 SH   DFND 4 192,604 0 0
REGENCY CTRS CORP COM 758849103 125 2,745 SH   DFND 17 2,745 0 0
REGENERON PHARMACEUTICALS COM 75886F107 24,687 51,100 SH   DFND 4 46,000 0 5,100
REGENERON PHARMACEUTICALS COM 75886F107 15,981 33,079 SH   DFND 17 33,079 0 0
REGENERON PHARMACEUTICALS COM 75886F107 10,170 21,051 SH   DFND 21 10,890 0 10,161
REGENERON PHARMACEUTICALS COM 75886F107 3,019 6,250 SH   DFND 24 6,250 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 902 55,972 SH   DFND 17 55,972 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 12,812 794,783 SH   DFND 21 679,662 0 115,121
REINSURANCE GRP OF AMERICA I COM NEW 759351604 10,501 90,606 SH   DFND 17 90,606 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,730 40,810 SH   DFND 21 21,192 0 19,618
RELAY THERAPEUTICS INC COM 75943R102 449 10,805 SH   DFND 17 10,805 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,804 65,168 SH   DFND 17 65,168 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,608 63,533 SH   DFND 21 17,276 0 46,257
RELIANCE STEEL & ALUMINUM CO COM 759509102 52 436 SH   DFND 25 436 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,455 77,028 SH   DFND 17 77,028 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,703 80,535 SH   DFND 21 60,493 0 20,042
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 623 8,800 SH   DFND 24 8,800 0 0
REPLIGEN CORP COM 759916109 395 2,060 SH   DFND 17 1,600 0 460
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 56,069 31,895,000 PRN   DFND 17 26,680,000 0 5,215,000
RENT A CTR INC NEW COM 76009N100 3,852 100,607 SH   DFND 17 98,807 0 1,800
RENT A CTR INC NEW COM 76009N100 9,163 239,317 SH   DFND 21 151,445 0 87,872
RENT A CTR INC NEW COM 76009N100 46 1,205 SH   DFND 25 1,205 0 0
REPARE THERAPEUTICS INC COM 760273102 352 10,270 SH   DFND 17 10,270 0 0
REPAY HLDGS CORP COM CL A 76029L100 14,375 527,527 SH   DFND 17 527,527 0 0
REPAY HLDGS CORP COM CL A 76029L100 3,586 131,600 SH   DFND 21 131,600 0 0
REPLIMUNE GROUP INC COM 76029N106 1,379 36,159 SH   DFND 17 36,159 0 0
REPUBLIC SVCS INC COM 760759100 13,025 135,258 SH   DFND 17 135,247 0 11
REPUBLIC SVCS INC COM 760759100 6,681 69,377 SH   DFND 21 46,280 0 23,097
RESMED INC COM 761152107 17,089 80,397 SH   DFND 17 80,393 0 4
RESMED INC COM 761152107 13,008 61,195 SH   DFND 21 59,785 0 1,410
RESIDEO TECHNOLOGIES INC COM 76118Y104 362 17,020 SH   DFND 17 17,020 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 654 30,739 SH   DFND 21 20,179 0 10,560
RESIDEO TECHNOLOGIES INC COM 76118Y104 27 1,258 SH   DFND 25 1,258 0 0
RESOURCES CONNECTION INC COM 76122Q105 65 5,171 SH   DFND 17 5,171 0 0
RESOURCES CONNECTION INC COM 76122Q105 359 28,598 SH   DFND 21 28,598 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,429 44,052 SH   DFND 17 44,052 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,084 39,621 SH   DFND 21 17,029 0 22,592
REXNORD CORP COM 76169B102 438 11,084 SH   DFND 17 11,084 0 0
REXNORD CORP COM 76169B102 3,194 80,877 SH   DFND 21 80,877 0 0
REXFORD INDL RLTY INC COM 76169C100 11,679 237,821 SH   DFND 4 237,821 0 0
REXFORD INDL RLTY INC COM 76169C100 3,408 69,397 SH   DFND 17 69,397 0 0
REXFORD INDL RLTY INC COM 76169C100 141 2,866 SH   DFND 21 2,866 0 0
RINGCENTRAL INC CL A 76680R206 143,495 378,644 SH   DFND 17 290,394 0 88,250
RINGCENTRAL INC CL A 76680R206 800 2,111 SH   DFND 21 2,111 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,492 19,831 SH   DFND 17 19,831 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 7,732 111,332 SH   DFND 21 60,358 0 50,974
RITCHIE BROS AUCTIONEERS COM 767744105 34 494 SH   DFND 25 494 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 3,881 70,777 SH   DFND 17 70,777 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 746 13,600 SH   DFND 24 13,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 19,990 79,700 SH   DFND 4 76,800 0 2,900
ROCKWELL AUTOMATION INC COM 773903109 3,398 13,549 SH   DFND 17 13,549 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,968 15,820 SH   DFND 21 6,802 0 9,018
ROGERS COMMUNICATIONS INC CL B 775109200 6,411 137,824 SH   DFND 21 18,417 0 119,407
ROKU INC COM CL A 77543R102 844,812 2,544,462 SH   DFND 17 2,460,207 0 84,255
ROKU INC COM CL A 77543R102 17,497 52,700 SH   DFND 21 52,700 0 0
ROLLINS INC COM 775711104 3,227 82,585 SH   DFND 17 82,585 0 0
ROPER TECHNOLOGIES INC COM 776696106 46,357 107,535 SH   DFND 17 107,532 0 3
ROPER TECHNOLOGIES INC COM 776696106 23,791 55,187 SH   DFND 20 7,373 0 47,814
ROPER TECHNOLOGIES INC COM 776696106 213,646 495,594 SH   DFND 21 465,295 0 30,299
ROPER TECHNOLOGIES INC COM 776696106 5,863 13,600 SH   DFND 24 13,600 0 0
ROSS STORES INC COM 778296103 12,432 101,228 SH   DFND 17 101,228 0 0
ROSS STORES INC COM 778296103 21,217 172,763 SH   DFND 21 158,407 0 14,356
ROYAL BK CDA COM 780087102 2,094 25,502 SH   DFND 17 25,502 0 0
ROYAL BK CDA COM 780087102 5,117 62,328 SH   DFND 21 46,449 0 15,879
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 969 27,577 SH   DFND 17 27,534 0 43
ROYAL GOLD INC COM 780287108 30,443 286,230 SH   DFND 17 285,107 0 1,123
ROYAL GOLD INC COM 780287108 9,626 90,507 SH   DFND 21 87,793 0 2,714
RUSH ENTERPRISES INC CL A 781846209 866 20,898 SH   DFND 21 20,898 0 0
S&P GLOBAL INC COM 78409V104 185,518 564,349 SH   DFND 17 562,803 0 1,546
S&P GLOBAL INC COM 78409V104 33,937 103,236 SH   DFND 20 27,800 0 75,436
S&P GLOBAL INC COM 78409V104 461,521 1,403,952 SH   DFND 21 1,185,186 0 218,766
S&P GLOBAL INC COM 78409V104 1,381 4,200 SH   DFND 24 4,200 0 0
S&P GLOBAL INC COM 78409V104 158 482 SH   DFND 25 482 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 32,612 115,592 SH   DFND 4 115,592 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 11,017 39,050 SH   DFND 17 39,049 0 1
SBA COMMUNICATIONS CORP NEW CL A 78410G104 15,882 56,294 SH   DFND 21 38,807 0 17,487
SBA COMMUNICATIONS CORP NEW CL A 78410G104 130 461 SH   DFND 25 461 0 0
SEI INVTS CO COM 784117103 112 1,943 SH   DFND 17 1,943 0 0
SEI INVTS CO COM 784117103 214 3,731 SH   DFND 21 0 0 3,731
SJW GROUP COM 784305104 3,360 48,438 SH   DFND 17 48,438 0 0
SLM CORP COM 78442P106 1,303 105,146 SH   DFND 17 105,146 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,384 11,726 SH   DFND 4 11,726 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 374 1,000 SH   DFND 17 1,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,024 61,580 SH   DFND 24 39,125 0 22,455
SPX CORP COM 784635104 4,671 85,641 SH   DFND 17 85,641 0 0
SPX CORP COM 784635104 272 4,986 SH   DFND 21 4,986 0 0
SPS COMMERCE INC COM 78463M107 5,205 47,936 SH   DFND 17 45,656 0 2,280
SPS COMMERCE INC COM 78463M107 1,626 14,977 SH   DFND 21 9,090 0 5,887
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2,299 55,100 SH   DFND 24 53,520 0 1,580
SPDR SER TR BLMBRG BRC CNVRT 78464A359 16,195 195,614 SH   DFND 24 115,700 0 79,914
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,318 31,864 SH   DFND 17 31,864 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,178 139,898 SH   DFND 21 92,687 0 47,211
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 51 697 SH   DFND 25 697 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 1,461 32,000 SH   DFND 17 32,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1,470 3,500 SH   DFND 17 3,500 0 0
SPDR SER TR S&P KENSHO CLEAN 78468R655 1,974 18,226 SH   DFND 24 0 0 18,226
SSR MNG INC NOTE 2.500% 4/0 784730AB9 101 75,000 PRN   DFND 17 75,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 9,612 24,783 SH   DFND 17 24,783 0 0
SVB FINANCIAL GROUP COM 78486Q101 9,415 24,275 SH   DFND 21 20,469 0 3,806
SABRA HEALTH CARE REIT INC COM 78573L106 662 38,122 SH   DFND 4 38,122 0 0
SAFETY INS GROUP INC COM 78648T100 212 2,721 SH   DFND 17 2,721 0 0
SAFETY INS GROUP INC COM 78648T100 150 1,921 SH   DFND 21 1,921 0 0
SAGE THERAPEUTICS INC COM 78667J108 869 10,040 SH   DFND 17 10,040 0 0
SAGE THERAPEUTICS INC COM 78667J108 234 2,700 SH   DFND 24 2,700 0 0
SAIA INC COM 78709Y105 12,463 68,933 SH   DFND 17 35,177 0 33,756
SAIA INC COM 78709Y105 411 2,272 SH   DFND 21 2,272 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 27,873 523,528 SH   DFND 17 520,518 0 3,010
SALESFORCE COM INC COM 79466L302 546,660 2,456,566 SH   DFND 17 2,430,226 0 26,340
SALESFORCE COM INC COM 79466L302 27,146 121,987 SH   DFND 21 103,407 0 18,580
SALESFORCE COM INC COM 79466L302 152 684 SH   DFND 25 684 0 0
SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 20,394 1,980,000 SH   DFND 4 1,980,000 0 0
SANDERSON FARMS INC COM 800013104 585 4,424 SH   DFND 17 4,424 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 869 11,015 SH   DFND 17 11,015 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 225 2,854 SH   DFND 21 2,854 0 0
SANGAMO THERAPEUTICS INC COM 800677106 1,299 83,245 SH   DFND 17 83,245 0 0
SANMINA CORPORATION COM 801056102 873 27,380 SH   DFND 21 15,618 0 11,762
SANOFI SPONSORED ADR 80105N105 8,032 165,310 SH   DFND 17 120,850 0 44,460
SANOFI SPONSORED ADR 80105N105 1,113 22,900 SH   DFND 24 22,900 0 0
SAP SE SPON ADR 803054204 3,475 26,651 SH   DFND 17 26,636 0 15
SAREPTA THERAPEUTICS INC COM 803607100 3,867 22,680 SH   DFND 17 22,680 0 0
SAREPTA THERAPEUTICS INC COM 803607100 972 5,700 SH   DFND 24 5,700 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 82,089 33,560,000 PRN   DFND 17 31,870,000 0 1,690,000
HENRY SCHEIN INC COM 806407102 138 2,066 SH   DFND 17 2,066 0 0
HENRY SCHEIN INC COM 806407102 7,054 105,503 SH   DFND 21 17,598 0 87,905
SCHLUMBERGER LTD COM 806857108 28,366 1,299,410 SH   DFND 17 1,299,410 0 0
SCHLUMBERGER LTD COM 806857108 2,026 92,816 SH   DFND 21 85,087 0 7,729
SCHRODINGER INC COM 80810D103 723 9,135 SH   DFND 17 9,135 0 0
SCHRODINGER INC COM 80810D103 723 9,136 SH   DFND 21 9,136 0 0
SCHWAB CHARLES CORP COM 808513105 9,093 171,440 SH   DFND 17 129,479 0 41,961
SCHWAB CHARLES CORP COM 808513105 34,178 644,391 SH   DFND 21 635,239 0 9,152
SCHWAB STRATEGIC TR US TIPS ETF 808524870 733 11,800 SH   DFND 17 11,800 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 11,746 189,200 SH   DFND 20 189,200 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 363 9,640 SH   DFND 24 0 0 9,640
SCHWEITZER-MAUDUIT INTL INC COM 808541106 7 184 SH   DFND 17 184 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 373 9,272 SH   DFND 21 9,272 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 3,133 33,103 SH   DFND 17 32,228 0 875
SCIENCE APPLICATIONS INTL CO COM 808625107 2,131 22,513 SH   DFND 21 0 0 22,513
SCIPLAY CORPORATION CL A 809087109 588 42,434 SH   DFND 17 42,434 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 5,847 29,362 SH   DFND 17 29,362 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,813 9,103 SH   DFND 21 9,103 0 0
SEA LTD SPONSORD ADS 81141R100 60,329 303,086 SH   DFND 17 303,086 0 0
SEA LTD SPONSORD ADS 81141R100 47,500 238,636 SH   DFND 20 227,386 0 11,250
SEA LTD SPONSORD ADS 81141R100 17,086 85,838 SH   DFND 21 80,761 0 5,077
SEAGEN INC COM 81181C104 11,111 63,442 SH   DFND 17 63,442 0 0
SEAGEN INC COM 81181C104 110 630 SH   DFND 21 630 0 0
SEAGEN INC COM 81181C104 2,715 15,500 SH   DFND 24 15,500 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,581 29,150 SH   DFND 24 29,150 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 367 2,820 SH   DFND 24 0 0 2,820
SELECT SECTOR SPDR TR PUT 81369Y955 233,994 7,937,395 SH Put DFND 4 4,922,895 0 3,014,500
SELECT SECTOR SPDR TR PUT 81369Y956 49,780 1,313,465 SH Put DFND 4 712,685 0 600,780
SELECT MED HLDGS CORP COM 81619Q105 2,166 78,309 SH   DFND 17 70,109 0 8,200
SELECT MED HLDGS CORP COM 81619Q105 2,753 99,535 SH   DFND 21 9,228 0 90,307
SELECTIVE INS GROUP INC COM 816300107 3,091 46,141 SH   DFND 17 46,141 0 0
SEMTECH CORP COM 816850101 14,629 202,927 SH   DFND 17 202,927 0 0
SEMPRA ENERGY COM 816851109 18,824 147,747 SH   DFND 17 147,733 0 14
SEMPRA ENERGY COM 816851109 2,154 16,904 SH   DFND 21 2,764 0 14,140
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,129 28,861 SH   DFND 17 26,761 0 2,100
SERES THERAPEUTICS INC COM 81750R102 737 30,062 SH   DFND 17 30,062 0 0
SERVICE CORP INTL COM 817565104 223 4,542 SH   DFND 21 4,542 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 372 32,402 SH   DFND 17 32,402 0 0
SERVICENOW INC COM 81762P102 382,433 694,790 SH   DFND 17 682,323 0 12,467
SERVICENOW INC COM 81762P102 71,313 129,559 SH   DFND 21 79,901 0 49,658
SERVICENOW INC NOTE 6/0 81762PAC6 24,725 6,115,000 PRN   DFND 17 4,965,000 0 1,150,000
SERVISFIRST BANCSHARES INC COM 81768T108 140 3,470 SH   DFND 17 3,470 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 368 9,132 SH   DFND 21 6,042 0 3,090
SERVISFIRST BANCSHARES INC COM 81768T108 16 385 SH   DFND 25 385 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 76 4,307 SH   DFND 17 4,307 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,552 88,506 SH   DFND 21 46,205 0 42,301
SHERWIN WILLIAMS CO COM 824348106 13,827 18,814 SH   DFND 17 18,814 0 0
SHERWIN WILLIAMS CO COM 824348106 31,337 42,641 SH   DFND 21 40,507 0 2,134
SHERWIN WILLIAMS CO COM 824348106 1,176 1,600 SH   DFND 24 1,600 0 0
SHIFT4 PMTS INC CL A 82452J109 11,087 147,036 SH   DFND 17 117,416 0 29,620
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 38 1,289 SH   DFND 17 1,289 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 442 14,845 SH   DFND 21 11,793 0 3,052
SHOCKWAVE MED INC COM 82489T104 7,469 72,008 SH   DFND 17 36,869 0 35,139
SHOCKWAVE MED INC COM 82489T104 799 7,700 SH   DFND 24 7,700 0 0
SHOPIFY INC CL A 82509L107 145,989 129,400 SH   DFND 17 117,400 0 12,000
SHOPIFY INC CL A 82509L107 57,334 50,819 SH   DFND 21 36,189 0 14,630
SHOPIFY INC CL A 82509L107 86 76 SH   DFND 25 76 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 117,869 98,730,000 PRN   DFND 17 92,200,000 0 6,530,000
SIGNATURE BK NEW YORK N Y COM 82669G104 351 2,594 SH   DFND 21 2,594 0 0
SILGAN HOLDINGS INC COM 827048109 8,529 230,004 SH   DFND 17 230,004 0 0
SILGAN HOLDINGS INC COM 827048109 3,548 95,686 SH   DFND 21 36,630 0 59,056
SILGAN HOLDINGS INC COM 827048109 12 321 SH   DFND 25 321 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 297 6,170 SH   DFND 17 6,170 0 0
SILK RD MED INC COM 82710M100 1,926 30,583 SH   DFND 17 30,583 0 0
SILK RD MED INC COM 82710M100 189 3,000 SH   DFND 24 3,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 6,072 71,205 SH   DFND 4 71,205 0 0
SIMON PPTY GROUP INC NEW COM 828806109 360 4,225 SH   DFND 17 4,225 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,274 38,394 SH   DFND 21 0 0 38,394
SIMPLY GOOD FOODS CO COM 82900L102 5,175 165,028 SH   DFND 17 165,028 0 0
SIMPLY GOOD FOODS CO COM 82900L102 1,221 38,939 SH   DFND 21 38,939 0 0
SIMPLY GOOD FOODS CO COM 82900L102 4,321 137,800 SH   DFND 24 137,800 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,017 32,285 SH   DFND 17 31,285 0 1,000
SIMULATIONS PLUS INC COM 829214105 40 557 SH   DFND 17 557 0 0
SIMULATIONS PLUS INC COM 829214105 497 6,913 SH   DFND 21 6,913 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 937 29,426 SH   DFND 21 2,865 0 26,561
SIRIUS XM HOLDINGS INC COM 82968B103 120 18,875 SH   DFND 17 18,875 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 3,319 521,076 SH   DFND 21 481,182 0 39,894
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,778 11,207 SH   DFND 17 11,207 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 2,259 14,242 SH   DFND 21 7,028 0 7,214
SIX FLAGS ENTMT CORP NEW COM 83001A102 24,191 709,421 SH   DFND 17 526,685 0 182,736
SIX FLAGS ENTMT CORP NEW COM 83001A102 217 6,356 SH   DFND 21 6,356 0 0
SKYWEST INC COM 830879102 4,244 105,293 SH   DFND 17 105,293 0 0
SKYWEST INC COM 830879102 88 2,195 SH   DFND 21 250 0 1,945
SKYWORKS SOLUTIONS INC COM 83088M102 30,224 197,700 SH   DFND 4 190,500 0 7,200
SKYWORKS SOLUTIONS INC COM 83088M102 150,935 987,276 SH   DFND 17 928,206 0 59,070
SKYWORKS SOLUTIONS INC COM 83088M102 24,717 161,673 SH   DFND 21 155,263 0 6,410
SLACK TECHNOLOGIES INC COM CL A 83088V102 7,779 184,160 SH   DFND 17 5,940 0 178,220
SMARTSHEET INC COM CL A 83200N103 535 7,715 SH   DFND 17 6,100 0 1,615
SMARTSHEET INC COM CL A 83200N103 9,901 142,894 SH   DFND 21 142,894 0 0
SMUCKER J M CO COM NEW 832696405 1,413 12,220 SH   DFND 17 12,220 0 0
SMUCKER J M CO COM NEW 832696405 13,531 117,046 SH   DFND 21 110,935 0 6,111
SNAP ON INC COM 833034101 374 2,185 SH   DFND 17 2,185 0 0
SNAP ON INC COM 833034101 1,548 9,043 SH   DFND 21 8,276 0 767
SNAP INC CL A 83304A106 572,565 11,435,282 SH   DFND 17 10,561,387 0 873,895
SNAP INC CL A 83304A106 3,287 65,640 SH   DFND 21 65,640 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 335,617 149,460,000 PRN   DFND 17 141,705,000 0 7,755,000
SNOWFLAKE INC CL A 833445109 71,222 253,099 SH   DFND 17 229,089 0 24,010
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 2,661 54,205 SH   DFND 17 54,205 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 566 11,533 SH   DFND 21 11,533 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 466 9,500 SH   DFND 24 9,500 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 66,632 208,800 SH   DFND 4 204,500 0 4,300
SOLAREDGE TECHNOLOGIES INC COM 83417M104 7,522 23,571 SH   DFND 17 23,571 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,810 15,074 SH   DFND 21 14,916 0 158
SOLAREDGE TECHNOLOGIES INC COM 83417M104 511 1,600 SH   DFND 24 1,600 0 0
SONOCO PRODS CO COM 835495102 8,752 147,718 SH   DFND 17 147,718 0 0
SONOCO PRODS CO COM 835495102 1,951 32,933 SH   DFND 21 32,933 0 0
SONY CORP SPONSORED ADR 835699307 4,435 43,872 SH   DFND 17 43,872 0 0
SOUTH ST CORP COM 840441109 9,186 127,053 SH   DFND 17 127,053 0 0
SOUTHERN CO COM 842587107 929 15,119 SH   DFND 17 15,103 0 16
SOUTHERN CO COM 842587107 9,881 160,847 SH   DFND 21 64,830 0 96,017
SOUTHERN CO UNIT 08/01/2022 842587602 43,540 838,920 SH   DFND 17 838,920 0 0
SOUTHERN COPPER CORP COM 84265V105 7,316 112,344 SH   DFND 17 112,344 0 0
SOUTHERN COPPER CORP COM 84265V105 26 400 SH   DFND 20 400 0 0
SOUTHERN COPPER CORP COM 84265V105 391 6,000 SH   DFND 24 6,000 0 0
SOUTHWEST AIRLS CO COM 844741108 3,076 66,000 SH   DFND 4 66,000 0 0
SOUTHWEST AIRLS CO COM 844741108 87,396 1,875,043 SH   DFND 17 1,825,199 0 49,844
SOUTHWEST AIRLS CO COM 844741108 7,651 164,143 SH   DFND 21 150,161 0 13,982
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 59,466 40,800,000 PRN   DFND 4 40,800,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 215,989 147,880,000 PRN   DFND 17 141,000,000 0 6,880,000
SOUTHWESTERN ENERGY CO COM 845467109 10,033 3,366,850 SH   DFND 17 3,366,850 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,557 1,193,720 SH   DFND 21 1,193,720 0 0
SPARTANNASH CO COM 847215100 798 45,824 SH   DFND 17 42,624 0 3,200
SPARTANNASH CO COM 847215100 187 10,725 SH   DFND 21 0 0 10,725
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 6,083 77,015 SH   DFND 21 75,637 0 1,378
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,284 58,419 SH   DFND 21 0 0 58,419
SPIRIT AIRLS INC COM 848577102 516 21,094 SH   DFND 21 21,094 0 0
SPIRIT AIRLS INC COM 848577102 6 238 SH   DFND 25 238 0 0
SPIRE INC COM 84857L101 13,950 217,832 SH   DFND 17 217,832 0 0
SPIRE INC COM 84857L101 898 14,028 SH   DFND 21 11,871 0 2,157
SPLUNK INC COM 848637104 394,414 2,321,585 SH   DFND 17 2,194,717 0 126,868
SPLUNK INC COM 848637104 12,531 73,757 SH   DFND 21 72,139 0 1,618
SPLUNK INC NOTE 0.500% 9/1 848637AC8 89,666 67,800,000 PRN   DFND 17 62,000,000 0 5,800,000
SPRINGWORKS THERAPEUTICS INC COM 85205L107 656 9,040 SH   DFND 17 9,040 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,119 55,690 SH   DFND 17 51,890 0 3,800
SPROUTS FMRS MKT INC COM 85208M102 9,364 465,866 SH   DFND 21 443,503 0 22,363
SPROUT SOCIAL INC COM CL A 85209W109 574 12,639 SH   DFND 21 0 0 12,639
SQUARE INC CL A 852234103 643,798 2,958,089 SH   DFND 17 2,686,219 0 271,870
SQUARE INC CL A 852234103 58,446 268,544 SH   DFND 21 253,432 0 15,112
SQUARE INC NOTE 0.500% 5/1 852234AD5 51,202 18,265,000 PRN   DFND 17 15,070,000 0 3,195,000
STAG INDL INC COM 85254J102 4,263 136,105 SH   DFND 17 136,105 0 0
STANDARD MTR PRODS INC COM 853666105 2,422 59,857 SH   DFND 17 59,857 0 0
STANLEY BLACK & DECKER INC COM 854502101 14,483 81,109 SH   DFND 17 81,109 0 0
STANLEY BLACK & DECKER INC COM 854502101 934 5,232 SH   DFND 21 1,511 0 3,721
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 87,939 786,295 SH   DFND 17 698,285 0 88,010
STANTEC INC COM 85472N109 7,306 225,471 SH   DFND 21 171,555 0 53,916
STAR GROUP L P UNIT LTD PARTNR 85512C105 13 1,380 SH   DFND 17 1,380 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 651 69,163 SH   DFND 21 69,163 0 0
STARBUCKS CORP COM 855244109 250,793 2,344,302 SH   DFND 17 2,342,297 0 2,005
STARBUCKS CORP COM 855244109 20,658 193,100 SH   DFND 20 193,100 0 0
STARBUCKS CORP COM 855244109 118,797 1,110,458 SH   DFND 21 882,757 0 227,701
STATE STR CORP COM 857477103 12,249 168,306 SH   DFND 17 168,306 0 0
STATE STR CORP COM 857477103 7,857 107,962 SH   DFND 21 95,183 0 12,779
STEEL DYNAMICS INC COM 858119100 6,067 164,547 SH   DFND 17 164,547 0 0
STEEL DYNAMICS INC COM 858119100 31,386 851,273 SH   DFND 21 462,027 0 389,246
STEEL DYNAMICS INC COM 858119100 33 903 SH   DFND 25 903 0 0
STEELCASE INC CL A 858155203 59 4,382 SH   DFND 17 4,382 0 0
STEELCASE INC CL A 858155203 8,707 642,586 SH   DFND 21 486,177 0 156,409
STEPAN CO COM 858586100 1,872 15,689 SH   DFND 17 15,689 0 0
STERICYCLE INC COM 858912108 24,391 351,809 SH   DFND 17 351,809 0 0
STIFEL FINL CORP COM 860630102 3,612 71,590 SH   DFND 17 71,590 0 0
STIFEL FINL CORP COM 860630102 586 11,611 SH   DFND 21 11,611 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 83,337 2,245,057 SH   DFND 17 1,657,227 0 587,830
STRATEGIC ED INC COM 86272C103 1,995 20,931 SH   DFND 17 20,931 0 0
STRYKER CORPORATION COM 863667101 20,000 81,620 SH   DFND 17 81,620 0 0
STRYKER CORPORATION COM 863667101 11,647 47,533 SH   DFND 20 0 0 47,533
STRYKER CORPORATION COM 863667101 19,668 80,265 SH   DFND 21 47,747 0 32,518
STRYKER CORPORATION COM 863667101 24 98 SH   DFND 25 98 0 0
STURM RUGER & CO INC COM 864159108 289 4,441 SH   DFND 21 4,441 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 435 70,576 SH   DFND 21 0 0 70,576
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409 505 40,423 SH   DFND 17 12,573 0 27,850
SUMMIT MATLS INC CL A 86614U100 13,841 689,270 SH   DFND 17 347,560 0 341,710
SUMMIT MATLS INC CL A 86614U100 1,004 50,000 SH   DFND 21 50,000 0 0
SUN CMNTYS INC COM 866674104 54,899 361,299 SH   DFND 4 361,299 0 0
SUN CMNTYS INC COM 866674104 64,797 426,438 SH   DFND 17 423,525 0 2,913
SUN LIFE FINANCIAL INC. COM 866796105 597 13,445 SH   DFND 17 13,445 0 0
SUN LIFE FINANCIAL INC. COM 866796105 18,310 412,126 SH   DFND 21 361,523 0 50,603
SUN LIFE FINANCIAL INC. COM 866796105 49 1,108 SH   DFND 25 1,108 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,351 80,593 SH   DFND 17 80,593 0 0
SUNCOR ENERGY INC NEW COM 867224107 22,785 1,359,618 SH   DFND 21 963,091 0 396,527
SUNNOVA ENERGY INTL INC. COM 86745K104 3,993 88,485 SH   DFND 17 88,485 0 0
SUNPOWER CORP COM 867652406 8,832 344,478 SH   DFND 17 176,706 0 167,772
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 20,424 15,850,000 PRN   DFND 17 15,850,000 0 0
SUNOPTA INC COM 8676EP108 1,889 161,852 SH   DFND 17 161,852 0 0
SUNRUN INC COM 86771W105 10,698 154,200 SH   DFND 4 154,200 0 0
SUNRUN INC COM 86771W105 11,922 171,843 SH   DFND 17 169,203 0 2,640
SUNRUN INC COM 86771W105 15,630 225,286 SH   DFND 21 208,636 0 16,650
SUNRUN INC COM 86771W105 236 3,400 SH   DFND 24 3,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,584 404,632 SH   DFND 4 404,632 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,542 224,340 SH   DFND 21 0 0 224,340
SYKES ENTERPRISES INC COM 871237103 10 261 SH   DFND 17 261 0 0
SYKES ENTERPRISES INC COM 871237103 1,325 35,164 SH   DFND 21 14,585 0 20,579
SYNAPTICS INC COM 87157D109 4,510 46,783 SH   DFND 21 46,783 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 110,071 79,250,000 PRN   DFND 17 73,120,000 0 6,130,000
SYNOPSYS INC COM 871607107 6,714 25,900 SH   DFND 4 25,900 0 0
SYNOPSYS INC COM 871607107 19,913 76,813 SH   DFND 17 76,811 0 2
SYNOPSYS INC COM 871607107 39,038 150,585 SH   DFND 21 89,290 0 61,295
SYNOPSYS INC COM 871607107 136 523 SH   DFND 25 523 0 0
SYNNEX CORP COM 87162W100 98 1,203 SH   DFND 17 1,203 0 0
SYNNEX CORP COM 87162W100 5,146 63,191 SH   DFND 21 16,015 0 47,176
SYNCHRONY FINANCIAL COM 87165B103 2,541 73,216 SH   DFND 17 73,216 0 0
SYNCHRONY FINANCIAL COM 87165B103 20,724 597,062 SH   DFND 21 503,512 0 93,550
SYNEOS HEALTH INC CL A 87166B102 2,156 31,640 SH   DFND 17 19,900 0 11,740
SYNEOS HEALTH INC CL A 87166B102 341 5,000 SH   DFND 24 5,000 0 0
SYSCO CORP COM 871829107 2,015 27,129 SH   DFND 17 5,729 0 21,400
SYSCO CORP COM 871829107 406 5,465 SH   DFND 21 5,465 0 0
TFI INTL INC COM 87241L109 13,791 268,122 SH   DFND 17 268,122 0 0
TFI INTL INC COM 87241L109 5,978 116,217 SH   DFND 21 75,263 0 40,954
TJX COS INC NEW COM 872540109 1,623 23,765 SH   DFND 17 23,765 0 0
TJX COS INC NEW COM 872540109 24,621 360,542 SH   DFND 21 281,323 0 79,219
T-MOBILE US INC COM 872590104 4,837 35,872 SH   DFND 17 35,872 0 0
T-MOBILE US INC COM 872590104 218 1,618 SH   DFND 21 1,618 0 0
TPI COMPOSITES INC COM 87266J104 4,509 85,435 SH   DFND 17 85,435 0 0
TPI COMPOSITES INC COM 87266J104 2,111 40,000 SH   DFND 24 40,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 284,278 2,607,096 SH   DFND 17 2,295,336 0 311,760
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 49,778 456,514 SH   DFND 20 308,747 0 147,767
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 69,597 638,266 SH   DFND 21 625,001 0 13,265
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16,706 80,400 SH   DFND 4 75,100 0 5,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 34,084 164,032 SH   DFND 17 131,817 0 32,215
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 17,639 84,890 SH   DFND 21 83,884 0 1,006
TAL EDUCATION GROUP SPONSORED ADS 874080104 6,801 95,100 SH   DFND 4 95,100 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 7,360 102,924 SH   DFND 17 102,924 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 71,801 1,004,072 SH   DFND 20 812,880 0 191,192
TAL EDUCATION GROUP SPONSORED ADS 874080104 8,361 116,926 SH   DFND 21 113,637 0 3,289
TAL EDUCATION GROUP SPONSORED ADS 874080104 179 2,500 SH   DFND 24 2,500 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 546 5,705 SH   DFND 17 4,500 0 1,205
TANDEM DIABETES CARE INC COM NEW 875372203 6,261 65,438 SH   DFND 21 65,438 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 737 7,700 SH   DFND 24 7,700 0 0
TARGET CORP COM 87612E106 140,053 793,366 SH   DFND 17 793,366 0 0
TARGET CORP COM 87612E106 80,510 456,070 SH   DFND 21 304,343 0 151,727
TARGET CORP COM 87612E106 160 906 SH   DFND 25 906 0 0
TARGA RES CORP COM 87612G101 19,580 742,241 SH   DFND 4 664,241 0 78,000
TARGA RES CORP COM 87612G101 587 22,256 SH   DFND 21 0 0 22,256
TAYLOR MORRISON HOME CORP COM 87724P106 702 27,353 SH   DFND 21 2,997 0 24,356
TC ENERGY CORP COM 87807B107 11,684 287,648 SH   DFND 4 244,348 0 43,300
TC ENERGY CORP COM 87807B107 9,526 234,504 SH   DFND 17 234,504 0 0
TC ENERGY CORP COM 87807B107 28,819 709,484 SH   DFND 21 417,602 0 291,882
TC ENERGY CORP COM 87807B107 362 8,900 SH   DFND 24 8,900 0 0
TC ENERGY CORP COM 87807B107 56 1,374 SH   DFND 25 1,374 0 0
TECK RESOURCES LTD CL B 878742204 2,861 157,793 SH   DFND 17 157,793 0 0
TECK RESOURCES LTD CL B 878742204 13,026 718,400 SH   DFND 21 656,816 0 61,584
TECK RESOURCES LTD CL B 878742204 7 403 SH   DFND 25 403 0 0
TECHTARGET INC COM 87874R100 224 3,790 SH   DFND 17 3,790 0 0
TECHTARGET INC COM 87874R100 626 10,596 SH   DFND 21 10,596 0 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 19,023 22,280,000 PRN   DFND 17 22,280,000 0 0
TEGNA INC COM 87901J105 2,901 207,962 SH   DFND 17 207,962 0 0
TEGNA INC COM 87901J105 3,777 270,781 SH   DFND 21 83,091 0 187,690
TELADOC HEALTH INC COM 87918A105 4,013 20,069 SH   DFND 17 20,069 0 0
TELADOC HEALTH INC COM 87918A105 16,582 82,929 SH   DFND 21 82,929 0 0
TELADOC HEALTH INC COM 87918A105 200 1,000 SH   DFND 24 1,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 16,384 41,798 SH   DFND 17 41,797 0 1
TELEDYNE TECHNOLOGIES INC COM 879360105 238 608 SH   DFND 21 608 0 0
TELEFLEX INCORPORATED COM 879369106 22,616 54,950 SH   DFND 17 43,395 0 11,555
TELEFLEX INCORPORATED COM 879369106 588 1,428 SH   DFND 21 1,428 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,672 90,061 SH   DFND 17 90,061 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 4,816 259,317 SH   DFND 21 135,564 0 123,753
TELEPHONE & DATA SYS INC COM NEW 879433829 23 1,248 SH   DFND 25 1,248 0 0
TELUS CORPORATION COM 87971M103 319 16,099 SH   DFND 21 16,099 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,339 49,588 SH   DFND 21 29,000 0 20,588
TENABLE HLDGS INC COM 88025T102 28,271 540,969 SH   DFND 17 537,169 0 3,800
TENABLE HLDGS INC COM 88025T102 2,795 53,483 SH   DFND 21 35,909 0 17,574
10X GENOMICS INC CL A COM 88025U109 6,387 45,109 SH   DFND 17 40,799 0 4,310
10X GENOMICS INC CL A COM 88025U109 498 3,517 SH   DFND 21 3,517 0 0
10X GENOMICS INC CL A COM 88025U109 736 5,200 SH   DFND 24 5,200 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 15,581 390,200 SH   DFND 17 255,210 0 134,990
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 30,026 1,560,627 SH   DFND 17 1,560,627 0 0
TERADYNE INC COM 880770102 11,653 97,200 SH   DFND 4 93,400 0 3,800
TERADYNE INC COM 880770102 163,515 1,363,877 SH   DFND 17 1,181,991 0 181,886
TERADYNE INC COM 880770102 28,141 234,721 SH   DFND 21 121,256 0 113,465
TERADYNE INC NOTE 1.250%12/1 880770AG7 23,910 6,330,000 PRN   DFND 17 5,210,000 0 1,120,000
TERNIUM SA SPONSORED ADS 880890108 1,732 59,557 SH   DFND 17 59,557 0 0
TERNIUM SA SPONSORED ADS 880890108 8,055 276,985 SH   DFND 21 276,985 0 0
TERRENO RLTY CORP COM 88146M101 11,858 202,664 SH   DFND 17 119,169 0 83,495
TERRENO RLTY CORP COM 88146M101 2,584 44,156 SH   DFND 21 0 0 44,156
TESLA INC COM 88160R101 51,091 72,400 SH   DFND 4 69,900 0 2,500
TESLA INC COM 88160R101 1,369,478 1,940,677 SH   DFND 17 1,882,087 0 58,590
TESLA INC COM 88160R101 66,241 93,870 SH   DFND 21 30,465 0 63,405
TESLA INC COM 88160R101 12,173 17,250 SH   DFND 24 17,250 0 0
TESLA INC COM 88160R101 131 186 SH   DFND 25 186 0 0
TESLA INC PUT 88160R951 1,129,072 1,600,000 SH Put DFND 4 1,600,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 456,593 46,110,000 PRN   DFND 17 46,110,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 590,872 51,945,000 PRN   DFND 17 47,405,000 0 4,540,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 16,471 1,706,839 SH   DFND 17 1,706,839 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 3,987 413,127 SH   DFND 21 413,127 0 0
TETRA TECH INC NEW COM 88162G103 40,337 348,391 SH   DFND 17 346,578 0 1,813
TETRA TECH INC NEW COM 88162G103 31,440 271,548 SH   DFND 21 199,008 0 72,540
TEXAS INSTRS INC COM 882508104 26,855 163,619 SH   DFND 17 162,073 0 1,546
TEXAS INSTRS INC COM 882508104 105,842 644,868 SH   DFND 21 372,210 0 272,658
TG THERAPEUTICS INC COM 88322Q108 5,172 99,421 SH   DFND 17 99,421 0 0
TG THERAPEUTICS INC COM 88322Q108 1,248 24,000 SH   DFND 24 24,000 0 0
THE ODP CORP COM 88337F105 530 18,082 SH   DFND 21 1,756 0 16,326
THE ODP CORP COM 88337F105 11 376 SH   DFND 25 376 0 0
THE TRADE DESK INC COM CL A 88339J105 50,121 62,573 SH   DFND 17 45,362 0 17,211
THE TRADE DESK INC COM CL A 88339J105 11,164 13,938 SH   DFND 21 13,938 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 237,703 510,334 SH   DFND 17 508,933 0 1,401
THERMO FISHER SCIENTIFIC INC COM 883556102 26,091 56,016 SH   DFND 20 0 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 353,137 758,162 SH   DFND 21 582,321 0 175,841
THERMO FISHER SCIENTIFIC INC COM 883556102 6,498 13,950 SH   DFND 24 13,950 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 219 470 SH   DFND 25 470 0 0
THOMSON REUTERS CORP. COM NEW 884903709 654 7,992 SH   DFND 17 7,992 0 0
THOMSON REUTERS CORP. COM NEW 884903709 955 11,684 SH   DFND 21 11,684 0 0
THOR INDS INC COM 885160101 391 4,202 SH   DFND 21 0 0 4,202
3M CO COM 88579Y101 4,219 24,137 SH   DFND 17 24,137 0 0
3M CO COM 88579Y101 62,536 357,780 SH   DFND 21 220,357 0 137,423
TIFFANY & CO NEW COM 886547108 185 1,407 SH   DFND 17 1,407 0 0
TIFFANY & CO NEW COM 886547108 2,511 19,100 SH   DFND 21 19,100 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 18,052 21,175,000 PRN   DFND 17 21,175,000 0 0
TIMKEN CO COM 887389104 2,497 32,276 SH   DFND 17 32,276 0 0
TIMKEN CO COM 887389104 29,066 375,729 SH   DFND 21 224,616 0 151,113
TIMKEN CO COM 887389104 39 508 SH   DFND 25 508 0 0
TOOTSIE ROLL INDS INC COM 890516107 413 13,917 SH   DFND 17 13,917 0 0
TOPBUILD CORP COM 89055F103 1,243 6,750 SH   DFND 17 6,750 0 0
TOPBUILD CORP COM 89055F103 8,739 47,474 SH   DFND 21 8,022 0 39,452
TORO CO COM 891092108 17,386 183,323 SH   DFND 17 183,323 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,103 37,250 SH   DFND 17 37,250 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,269 252,768 SH   DFND 21 232,253 0 20,515
TOTAL SE SPONSORED ADS 89151E109 8,299 198,021 SH   DFND 17 198,021 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1,835 11,870 SH   DFND 17 11,870 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 14 90 SH   DFND 21 90 0 0
TRACTOR SUPPLY CO COM 892356106 4,777 33,984 SH   DFND 17 33,984 0 0
TRACTOR SUPPLY CO COM 892356106 43,269 307,786 SH   DFND 21 277,936 0 29,850
TRACTOR SUPPLY CO COM 892356106 3,135 22,300 SH   DFND 24 22,300 0 0
TRADEWEB MKTS INC CL A 892672106 54 861 SH   DFND 17 861 0 0
TRADEWEB MKTS INC CL A 892672106 722 11,565 SH   DFND 21 7,679 0 3,886
TRADEWEB MKTS INC CL A 892672106 29 471 SH   DFND 25 471 0 0
TRANSDIGM GROUP INC COM 893641100 10,783 17,424 SH   DFND 17 13,774 0 3,650
TRANSLATE BIO INC COM 89374L104 2,472 134,133 SH   DFND 17 115,513 0 18,620
TRANSLATE BIO INC COM 89374L104 417 22,600 SH   DFND 24 22,600 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 35,359 69,905,000 PRN   DFND 17 69,905,000 0 0
TRANSUNION COM 89400J107 37,687 379,835 SH   DFND 17 378,416 0 1,419
TRANSUNION COM 89400J107 23,843 240,308 SH   DFND 21 57,892 0 182,416
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 1,622 49,757 SH   DFND 17 49,757 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 2,279 83,620 SH   DFND 17 75,120 0 8,500
TREX CO INC COM 89531P105 8,354 99,784 SH   DFND 17 53,042 0 46,742
TREX CO INC COM 89531P105 396 4,736 SH   DFND 21 590 0 4,146
TRIMBLE INC COM 896239100 19,817 296,800 SH   DFND 4 281,300 0 15,500
TRIMBLE INC COM 896239100 21,426 320,897 SH   DFND 17 287,050 0 33,847
TRIMBLE INC COM 896239100 11,473 171,830 SH   DFND 21 170,230 0 1,600
TRIMBLE INC COM 896239100 13,621 204,000 SH   DFND 24 204,000 0 0
TRINET GROUP INC COM 896288107 3,536 43,867 SH   DFND 21 8,399 0 35,468
TRIP COM GROUP LTD ADS 89677Q107 8,770 260,000 SH   DFND 4 255,600 0 4,400
TRIP COM GROUP LTD ADS 89677Q107 3 95 SH   DFND 17 95 0 0
TRIP COM GROUP LTD ADS 89677Q107 14,383 426,425 SH   DFND 20 304,468 0 121,957
TRIP COM GROUP LTD ADS 89677Q107 583 17,271 SH   DFND 21 0 0 17,271
TRIPADVISOR INC COM 896945201 63,493 2,206,135 SH   DFND 17 2,136,095 0 70,040
TRUPANION INC COM 898202106 44,631 372,825 SH   DFND 21 368,340 0 4,485
TRUIST FINL CORP COM 89832Q109 866 18,071 SH   DFND 17 18,071 0 0
TRUIST FINL CORP COM 89832Q109 8,652 180,506 SH   DFND 21 178,064 0 2,442
TTEC HLDGS INC COM 89854H102 2,022 27,724 SH   DFND 21 2,237 0 25,487
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 108 19,967 SH   DFND 21 0 0 19,967
TURNING POINT THERAPEUTICS I COM 90041T108 6,245 51,254 SH   DFND 17 47,524 0 3,730
TURNING POINT THERAPEUTICS I COM 90041T108 717 5,888 SH   DFND 21 5,888 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 1,182 9,700 SH   DFND 24 9,700 0 0
TURQUOISE HILL RES LTD COM 900435207 354 28,469 SH   DFND 21 28,469 0 0
TWILIO INC CL A 90138F102 826,626 2,442,028 SH   DFND 17 2,177,872 0 264,156
TWILIO INC CL A 90138F102 378 1,116 SH   DFND 21 1,116 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 38,374 7,985,000 PRN   DFND 17 6,420,000 0 1,565,000
TWIST BIOSCIENCE CORP COM 90184D100 14,830 104,963 SH   DFND 17 68,007 0 36,956
TWIST BIOSCIENCE CORP COM 90184D100 198 1,402 SH   DFND 21 1,402 0 0
TWIST BIOSCIENCE CORP COM 90184D100 664 4,700 SH   DFND 24 4,700 0 0
TWITTER INC COM 90184L102 1,117 20,624 SH   DFND 17 20,624 0 0
TWITTER INC COM 90184L102 161 2,970 SH   DFND 21 2,970 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 87,108 71,660,000 PRN   DFND 17 71,660,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 503 78,929 SH   DFND 17 78,929 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 16,373 16,155,000 PRN   DFND 17 16,155,000 0 0
II-VI INC COM 902104108 9,692 127,588 SH   DFND 17 69,314 0 58,274
II-VI INC NOTE 0.250% 9/0 902104AB4 106,222 63,680,000 PRN   DFND 17 59,715,000 0 3,965,000
2U INC COM 90214J101 431 10,779 SH   DFND 21 10,779 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,205 2,760 SH   DFND 17 2,760 0 0
TYLER TECHNOLOGIES INC COM 902252105 27,152 62,200 SH   DFND 21 57,471 0 4,729
TYSON FOODS INC CL A 902494103 20,003 310,414 SH   DFND 17 310,414 0 0
TYSON FOODS INC CL A 902494103 43,609 676,735 SH   DFND 21 418,650 0 258,085
TYSON FOODS INC CL A 902494103 36 554 SH   DFND 25 554 0 0
UDR INC COM 902653104 17,607 458,145 SH   DFND 4 458,145 0 0
UDR INC COM 902653104 200 5,214 SH   DFND 17 5,214 0 0
UDR INC COM 902653104 153 3,977 SH   DFND 21 3,977 0 0
UGI CORP NEW COM 902681105 393 11,240 SH   DFND 21 0 0 11,240
UFP INDUSTRIES INC COM 90278Q108 6,379 114,841 SH   DFND 17 114,841 0 0
UFP INDUSTRIES INC COM 90278Q108 680 12,246 SH   DFND 21 12,246 0 0
US BANCORP DEL COM NEW 902973304 804 17,256 SH   DFND 17 17,256 0 0
US BANCORP DEL COM NEW 902973304 6,425 137,898 SH   DFND 21 97,945 0 39,953
USANA HEALTH SCIENCES INC COM 90328M107 649 8,415 SH   DFND 17 7,715 0 700
USANA HEALTH SCIENCES INC COM 90328M107 364 4,726 SH   DFND 21 4,726 0 0
U S PHYSICAL THERAPY INC COM 90337L108 433 3,601 SH   DFND 21 3,601 0 0
UBER TECHNOLOGIES INC COM 90353T100 12,466 244,441 SH   DFND 17 227,626 0 16,815
UBER TECHNOLOGIES INC COM 90353T100 2,206 43,253 SH   DFND 21 21,693 0 21,560
UBER TECHNOLOGIES INC COM 90353T100 44 870 SH   DFND 25 870 0 0
UBIQUITI INC COM 90353W103 392 1,409 SH   DFND 17 1,409 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,235 39,635 SH   DFND 17 39,635 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 5,562 178,550 SH   DFND 21 129,762 0 48,788
ULTRA CLEAN HLDGS INC COM 90385V107 21 683 SH   DFND 25 683 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,299 16,606 SH   DFND 17 16,006 0 600
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 277 2,000 SH   DFND 24 2,000 0 0
UNIFIRST CORP MASS COM 904708104 1,881 8,887 SH   DFND 17 8,887 0 0
UNIFIRST CORP MASS COM 904708104 342 1,614 SH   DFND 21 1,211 0 403
UNILEVER PLC SPON ADR NEW 904767704 3,393 56,209 SH   DFND 17 56,174 0 35
UNION PAC CORP COM 907818108 132,043 634,149 SH   DFND 17 634,149 0 0
UNION PAC CORP COM 907818108 7,413 35,600 SH   DFND 20 35,600 0 0
UNION PAC CORP COM 907818108 49,862 239,467 SH   DFND 21 203,076 0 36,391
UNION PAC CORP COM 907818108 292 1,400 SH   DFND 24 1,400 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,620 162,433 SH   DFND 17 162,433 0 0
UNITED BANKSHARES INC WEST V COM 909907107 496 15,311 SH   DFND 17 15,311 0 0
UNITED AIRLS HLDGS INC COM 910047109 23,486 543,022 SH   DFND 17 543,022 0 0
UNITED AIRLS HLDGS INC COM 910047109 445 10,297 SH   DFND 21 520 0 9,777
UNITED AIRLS HLDGS INC COM 910047109 7 154 SH   DFND 25 154 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 42 4,951 SH   DFND 17 4,951 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,743 206,789 SH   DFND 21 206,789 0 0
UNITED PARCEL SERVICE INC CL B 911312106 9,278 55,093 SH   DFND 17 55,093 0 0
UNITED PARCEL SERVICE INC CL B 911312106 13,221 78,511 SH   DFND 21 31,951 0 46,560
UNITED PARCEL SERVICE INC CL B 911312106 104 617 SH   DFND 25 617 0 0
UNITED RENTALS INC COM 911363109 43,283 186,637 SH   DFND 17 175,621 0 11,016
UNITED RENTALS INC COM 911363109 19,759 85,199 SH   DFND 21 62,399 0 22,800
UNITED STATES CELLULAR CORP COM 911684108 634 20,660 SH   DFND 17 20,660 0 0
UNITED STATES CELLULAR CORP COM 911684108 186 6,057 SH   DFND 21 688 0 5,369
UNITED STATES CELLULAR CORP COM 911684108 11 361 SH   DFND 25 361 0 0
US FOODS HLDG CORP COM 912008109 921 27,645 SH   DFND 21 25,798 0 1,847
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,913 19,188 SH   DFND 17 17,588 0 1,600
UNITED THERAPEUTICS CORP DEL COM 91307C102 349 2,300 SH   DFND 24 2,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 411,346 1,172,996 SH   DFND 17 1,163,792 0 9,204
UNITEDHEALTH GROUP INC COM 91324P102 40,769 116,256 SH   DFND 20 23,272 0 92,984
UNITEDHEALTH GROUP INC COM 91324P102 521,698 1,487,674 SH   DFND 21 1,221,495 0 266,179
UNITEDHEALTH GROUP INC COM 91324P102 1,683 4,800 SH   DFND 24 4,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 215 614 SH   DFND 25 614 0 0
UNITIL CORP COM 913259107 4,221 95,351 SH   DFND 17 95,351 0 0
UNITI GROUP INC COM 91325V108 90,828 7,743,237 SH   DFND 4 7,700,552 0 42,685
UNIVERSAL CORP VA COM 913456109 216 4,448 SH   DFND 17 4,448 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 644 4,682 SH   DFND 17 4,682 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,838 49,731 SH   DFND 21 45,419 0 4,312
UNUM GROUP COM 91529Y106 1,658 72,286 SH   DFND 17 72,286 0 0
UNUM GROUP COM 91529Y106 14,158 617,170 SH   DFND 21 244,963 0 372,207
UTAH MED PRODS INC COM 917488108 526 6,244 SH   DFND 17 6,244 0 0
V F CORP COM 918204108 8,312 97,321 SH   DFND 17 76,366 0 20,955
VEON LTD SPONSORED ADR 91822M106 6 3,730 SH   DFND 17 3,730 0 0
VEON LTD SPONSORED ADR 91822M106 481 318,668 SH   DFND 21 318,668 0 0
VAIL RESORTS INC COM 91879Q109 109 390 SH   DFND 17 390 0 0
VAIL RESORTS INC COM 91879Q109 719 2,576 SH   DFND 21 2,576 0 0
VALE S A SPONSORED ADS 91912E105 29,883 1,783,000 SH   DFND 4 1,783,000 0 0
VALE S A SPONSORED ADS 91912E105 74 4,398 SH   DFND 17 4,398 0 0
VALE S A SPONSORED ADS 91912E105 7,374 440,000 SH   DFND 21 440,000 0 0
VALERO ENERGY CORP COM 91913Y100 5,770 102,000 SH   DFND 4 102,000 0 0
VALERO ENERGY CORP COM 91913Y100 70,792 1,251,406 SH   DFND 17 1,243,789 0 7,617
VALERO ENERGY CORP COM 91913Y100 14,499 256,300 SH   DFND 20 256,300 0 0
VALERO ENERGY CORP COM 91913Y100 2,391 42,263 SH   DFND 21 15,768 0 26,495
VALERO ENERGY CORP COM 91913Y100 905 16,000 SH   DFND 24 16,000 0 0
VALLEY NATL BANCORP COM 919794107 14,850 1,523,093 SH   DFND 17 1,523,093 0 0
VALMONT INDS INC COM 920253101 13,266 75,837 SH   DFND 17 75,837 0 0
VALMONT INDS INC COM 920253101 3,230 18,463 SH   DFND 21 18,463 0 0
VALMONT INDS INC COM 920253101 1,399 8,000 SH   DFND 24 8,000 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 4,785 149,080 SH   DFND 24 149,080 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 21,812 99,863 SH   DFND 24 65,300 0 34,563
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 2,808 84,390 SH   DFND 24 50,100 0 34,290
VANGUARD STAR FDS VG TL INTL STK F 921909768 905 15,040 SH   DFND 24 0 0 15,040
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 74,521 845,000 SH   DFND 17 845,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 18,107 195,580 SH   DFND 24 0 0 195,580
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 429 7,348 SH   DFND 17 7,348 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 365 7,290 SH   DFND 24 0 0 7,290
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6,232 103,460 SH   DFND 24 70,000 0 33,460
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 10,399 124,911 SH   DFND 25 124,911 0 0
VANGUARD SCOTTSDALE FDS VNG RUS2000IDX 92206C664 4,678 29,557 SH   DFND 24 0 0 29,557
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,964 11,959 SH   DFND 24 0 0 11,959
VARIAN MED SYS INC COM 92220P105 10,851 62,000 SH   DFND 4 59,500 0 2,500
VARIAN MED SYS INC COM 92220P105 164 935 SH   DFND 17 935 0 0
VARIAN MED SYS INC COM 92220P105 2,963 16,930 SH   DFND 21 14,600 0 2,330
VARONIS SYS INC COM 922280102 146,086 892,892 SH   DFND 17 792,214 0 100,678
VAXART INC COM NEW 92243A200 86 15,077 SH   DFND 17 15,077 0 0
VEEVA SYS INC CL A COM 922475108 45,223 166,109 SH   DFND 17 124,026 0 42,083
VEEVA SYS INC CL A COM 922475108 30,090 110,523 SH   DFND 21 86,933 0 23,590
VEEVA SYS INC CL A COM 922475108 34 126 SH   DFND 25 126 0 0
VELOCITY FINL INC COM 92262D101 32,815 6,144,258 SH   DFND 4 6,144,258 0 0
VENTAS INC COM 92276F100 237 4,830 SH   DFND 17 4,830 0 0
VENTAS INC COM 92276F100 348 7,101 SH   DFND 21 4,068 0 3,033
VANGUARD INDEX FDS VALUE ETF 922908744 303 2,543 SH   DFND 17 2,543 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 234 1,200 SH   DFND 17 1,200 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,399 17,462 SH   DFND 24 7,600 0 9,862
VERACYTE INC COM 92337F107 723 14,772 SH   DFND 17 14,772 0 0
VERACYTE INC COM 92337F107 4,760 97,262 SH   DFND 20 97,262 0 0
VERISIGN INC COM 92343E102 63,583 293,823 SH   DFND 17 293,815 0 8
VERISIGN INC COM 92343E102 8,911 41,179 SH   DFND 21 700 0 40,479
VERIZON COMMUNICATIONS INC COM 92343V104 49,194 837,337 SH   DFND 17 832,651 0 4,686
VERIZON COMMUNICATIONS INC COM 92343V104 1,786 30,400 SH   DFND 20 30,400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 193,407 3,292,036 SH   DFND 21 2,266,767 0 1,025,269
VERIZON COMMUNICATIONS INC COM 92343V104 252 4,285 SH   DFND 25 4,285 0 0
VERINT SYS INC COM 92343X100 44,299 659,407 SH   DFND 17 659,407 0 0
VERINT SYS INC COM 92343X100 6,647 98,946 SH   DFND 21 80,161 0 18,785
VERISK ANALYTICS INC COM 92345Y106 14,653 70,586 SH   DFND 17 70,586 0 0
VERISK ANALYTICS INC COM 92345Y106 14,856 71,564 SH   DFND 21 45,694 0 25,870
VERISK ANALYTICS INC COM 92345Y106 125 600 SH   DFND 25 600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 22,074 93,400 SH   DFND 4 87,300 0 6,100
VERTEX PHARMACEUTICALS INC COM 92532F100 26,823 113,494 SH   DFND 17 110,349 0 3,145
VERTEX PHARMACEUTICALS INC COM 92532F100 42,582 180,171 SH   DFND 21 138,344 0 41,827
VERTEX PHARMACEUTICALS INC COM 92532F100 4,996 21,140 SH   DFND 24 21,140 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 65 275 SH   DFND 25 275 0 0
VIAVI SOLUTIONS INC COM 925550105 574 38,311 SH   DFND 17 38,311 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 29,763 23,245,000 PRN   DFND 17 23,245,000 0 0
VIACOMCBS INC CL B 92556H206 787 21,127 SH   DFND 17 21,127 0 0
VIACOMCBS INC CL B 92556H206 3,283 88,099 SH   DFND 21 84,642 0 3,457
VIATRIS INC COM 92556V106 932 49,743 SH   DFND 17 34,955 0 14,788
VIATRIS INC COM 92556V106 5,446 290,604 SH   DFND 21 223,192 0 67,412
VIATRIS INC COM 92556V106 35 1,873 SH   DFND 24 1,873 0 0
VIATRIS INC COM 92556V106 10 521 SH   DFND 25 521 0 0
VICI PPTYS INC COM 925652109 650,694 25,517,398 SH   DFND 4 25,517,398 0 0
VICI PPTYS INC COM 925652109 153 6,014 SH   DFND 17 6,014 0 0
VICI PPTYS INC COM 925652109 63 2,484 SH   DFND 21 2,484 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 2,664 94,767 SH   DFND 17 94,767 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 7,665 272,691 SH   DFND 21 259,573 0 13,118
VIR BIOTECHNOLOGY INC COM 92764N102 651 24,300 SH   DFND 17 24,300 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 4,367 184,038 SH   DFND 17 184,038 0 0
VIRTU FINL INC CL A 928254101 908 36,061 SH   DFND 21 36,061 0 0
VISA INC COM CL A 92826C839 483,029 2,208,333 SH   DFND 17 2,191,945 0 16,388
VISA INC COM CL A 92826C839 46,896 214,400 SH   DFND 20 84,278 0 130,122
VISA INC COM CL A 92826C839 557,314 2,547,955 SH   DFND 21 2,175,050 0 372,905
VISA INC COM CL A 92826C839 1,575 7,200 SH   DFND 24 7,200 0 0
VISA INC COM CL A 92826C839 71 326 SH   DFND 25 326 0 0
VIRTUSA CORP COM 92827P102 2,245 43,900 SH   DFND 21 43,900 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,177 5,423 SH   DFND 17 5,423 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 699 3,219 SH   DFND 21 2,974 0 245
VISHAY INTERTECHNOLOGY INC COM 928298108 5,782 279,173 SH   DFND 17 279,173 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 5,854 282,682 SH   DFND 21 70,987 0 211,695
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 4,296 4,100,000 PRN   DFND 17 4,100,000 0 0
VISTA OUTDOOR INC COM 928377100 232 9,747 SH   DFND 21 0 0 9,747
VISTEON CORP COM NEW 92839U206 14,032 111,791 SH   DFND 17 56,403 0 55,388
VISTRA CORP COM 92840M102 15,111 768,623 SH   DFND 17 768,623 0 0
VISTRA CORP COM 92840M102 4,388 223,202 SH   DFND 21 35,198 0 188,004
VISTRA CORP *W EXP 02/02/202 92840M128 66 174,357 SH   DFND 4 174,357 0 0
VITAL FARMS INC COM 92847W103 730 29,265 SH   DFND 17 29,265 0 0
VITAL FARMS INC COM 92847W103 111 4,461 SH   DFND 21 4,461 0 0
VITAL FARMS INC COM 92847W103 869 34,800 SH   DFND 24 34,800 0 0
VMWARE INC CL A COM 928563402 2,188 15,603 SH   DFND 17 2,678 0 12,925
VMWARE INC CL A COM 928563402 68 482 SH   DFND 21 0 0 482
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 44,686 41,165,000 PRN   DFND 17 41,165,000 0 0
VONTIER CORPORATION COM 928881101 1 15 SH   DFND 17 15 0 0
VONTIER CORPORATION COM 928881101 247 7,384 SH   DFND 21 963 0 6,421
VORNADO RLTY TR SH BEN INT 929042109 2,112 56,566 SH   DFND 4 56,566 0 0
VORNADO RLTY TR SH BEN INT 929042109 962 25,766 SH   DFND 17 25,766 0 0
VOYA FINANCIAL INC COM 929089100 583 9,915 SH   DFND 17 9,915 0 0
VOYA FINANCIAL INC COM 929089100 2,770 47,103 SH   DFND 21 47,103 0 0
VULCAN MATLS CO COM 929160109 1,294 8,723 SH   DFND 17 8,723 0 0
VULCAN MATLS CO COM 929160109 5,373 36,229 SH   DFND 21 36,229 0 0
WD-40 CO COM 929236107 7,932 29,857 SH   DFND 17 29,857 0 0
WNS HLDGS LTD SPON ADR 92932M101 1,688 23,428 SH   DFND 21 23,428 0 0
WEC ENERGY GROUP INC COM 92939U106 56,515 614,092 SH   DFND 17 609,826 0 4,266
WEC ENERGY GROUP INC COM 92939U106 1,942 21,104 SH   DFND 21 2,665 0 18,439
WABASH NATL CORP COM 929566107 96 5,588 SH   DFND 17 5,588 0 0
WABASH NATL CORP COM 929566107 155 9,015 SH   DFND 21 0 0 9,015
WABTEC COM 929740108 137 1,871 SH   DFND 17 1,871 0 0
WABTEC COM 929740108 5,472 74,757 SH   DFND 21 74,757 0 0
WALMART INC COM 931142103 70,802 491,169 SH   DFND 17 484,940 0 6,229
WALMART INC COM 931142103 30,371 210,689 SH   DFND 21 121,227 0 89,462
WALMART INC COM 931142103 1,081 7,500 SH   DFND 24 7,500 0 0
WALMART INC COM 931142103 155 1,075 SH   DFND 25 1,075 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,274 57,021 SH   DFND 17 57,021 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 16,527 414,417 SH   DFND 21 326,336 0 88,081
WALGREENS BOOTS ALLIANCE INC COM 931427108 42 1,062 SH   DFND 25 1,062 0 0
WALKER & DUNLOP INC COM 93148P102 10,720 116,497 SH   DFND 17 116,497 0 0
WASTE CONNECTIONS INC COM 94106B101 11,196 109,159 SH   DFND 17 86,288 0 22,871
WASTE CONNECTIONS INC COM 94106B101 1,044 10,177 SH   DFND 21 9,867 0 310
WASTE MGMT INC DEL COM 94106L109 56,894 482,439 SH   DFND 17 480,023 0 2,416
WASTE MGMT INC DEL COM 94106L109 27,124 230,005 SH   DFND 21 221,989 0 8,016
WATERS CORP COM 941848103 160 645 SH   DFND 17 645 0 0
WATERS CORP COM 941848103 196 791 SH   DFND 21 311 0 480
WATERSTONE FINL INC MD COM 94188P101 706 37,510 SH   DFND 17 37,510 0 0
WATSCO INC COM 942622200 326 1,441 SH   DFND 17 1,441 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,112 25,574 SH   DFND 17 25,574 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 183 1,507 SH   DFND 21 974 0 533
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 17,433 10,045,000 PRN   DFND 17 8,075,000 0 1,970,000
WEBSTER FINL CORP CONN COM 947890109 12,945 307,106 SH   DFND 17 154,306 0 152,800
WEIS MKTS INC COM 948849104 727 15,196 SH   DFND 17 15,196 0 0
WEIS MKTS INC COM 948849104 328 6,870 SH   DFND 21 6,870 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 140,234 31,340,000 PRN   DFND 17 29,590,000 0 1,750,000
WELLS FARGO CO NEW COM 949746101 302 10,000 SH   DFND 4 10,000 0 0
WELLS FARGO CO NEW COM 949746101 1,699 56,289 SH   DFND 17 56,289 0 0
WELLS FARGO CO NEW COM 949746101 6,622 219,419 SH   DFND 21 173,843 0 45,576
WELLS FARGO CO NEW COM 949746101 4 148 SH   DFND 25 148 0 0
WELLTOWER INC COM 95040Q104 13,527 209,327 SH   DFND 4 209,327 0 0
WELLTOWER INC COM 95040Q104 519 8,024 SH   DFND 17 8,024 0 0
WELLTOWER INC COM 95040Q104 172 2,664 SH   DFND 21 2,664 0 0
WENDYS CO COM 95058W100 15,228 694,722 SH   DFND 17 432,619 0 262,103
WERNER ENTERPRISES INC COM 950755108 6,842 174,463 SH   DFND 17 170,563 0 3,900
WERNER ENTERPRISES INC COM 950755108 5,693 145,159 SH   DFND 21 71,456 0 73,703
WESCO INTL INC COM 95082P105 657 8,368 SH   DFND 21 0 0 8,368
WEST PHARMACEUTICAL SVSC INC COM 955306105 11,814 41,700 SH   DFND 17 41,700 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 15,992 56,447 SH   DFND 21 38,469 0 17,978
WESTERN ALLIANCE BANCORP COM 957638109 12,828 213,985 SH   DFND 17 105,214 0 108,771
WESTERN ALLIANCE BANCORP COM 957638109 4,637 77,355 SH   DFND 21 26,062 0 51,293
WESTERN DIGITAL CORP. COM 958102105 162 2,933 SH   DFND 17 2,933 0 0
WESTERN DIGITAL CORP. COM 958102105 616 11,113 SH   DFND 21 9,653 0 1,460
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 68,002 68,550,000 PRN   DFND 17 68,550,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 1,678 121,400 SH   DFND 4 0 0 121,400
WESTERN UN CO COM 959802109 468 21,341 SH   DFND 17 21,341 0 0
WESTERN UN CO COM 959802109 40,368 1,839,915 SH   DFND 21 594,775 0 1,245,140
WESTROCK CO COM 96145D105 398 9,145 SH   DFND 17 9,145 0 0
WESTROCK CO COM 96145D105 7,255 166,667 SH   DFND 21 67,560 0 99,107
WEYERHAEUSER CO MTN BE COM NEW 962166104 235 6,998 SH   DFND 17 6,998 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 7,856 234,288 SH   DFND 21 183,922 0 50,366
WHEATON PRECIOUS METALS CORP COM 962879102 14,720 352,765 SH   DFND 21 352,765 0 0
WHIRLPOOL CORP COM 963320106 13,635 75,546 SH   DFND 17 75,546 0 0
WHIRLPOOL CORP COM 963320106 1,880 10,418 SH   DFND 21 5,634 0 4,784
WILEY JOHN & SONS INC CL A 968223206 541 11,847 SH   DFND 21 11,847 0 0
WILLIAMS COS INC COM 969457100 35,359 1,763,540 SH   DFND 4 1,672,240 0 91,300
WILLIAMS COS INC COM 969457100 8,582 428,020 SH   DFND 17 428,020 0 0
WILLIAMS COS INC COM 969457100 17,866 891,097 SH   DFND 21 843,208 0 47,889
WILLIAMS COS INC COM 969457100 882 44,000 SH   DFND 24 44,000 0 0
WILLIAMS SONOMA INC COM 969904101 875 8,593 SH   DFND 21 8,593 0 0
WINGSTOP INC COM 974155103 14,995 113,130 SH   DFND 17 98,337 0 14,793
WINGSTOP INC COM 974155103 4,015 30,287 SH   DFND 21 2,528 0 27,759
WINNEBAGO INDS INC COM 974637100 50 833 SH   DFND 17 833 0 0
WINNEBAGO INDS INC COM 974637100 2,145 35,783 SH   DFND 21 0 0 35,783
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 34,143 28,375,000 PRN   DFND 17 24,065,000 0 4,310,000
WIPRO LTD SPON ADR 1 SH 97651M109 3,242 573,720 SH   DFND 21 549,424 0 24,296
WISDOMTREE TR JAPN HEDGE EQT 97717W851 657 12,080 SH   DFND 24 0 0 12,080
WORKDAY INC CL A 98138H101 126,843 529,373 SH   DFND 17 515,688 0 13,685
WORKDAY INC CL A 98138H101 16,849 70,317 SH   DFND 21 69,238 0 1,079
WORKDAY INC NOTE 0.250%10/0 98138HAF8 153,023 91,045,000 PRN   DFND 17 87,705,000 0 3,340,000
WORLD FUEL SVCS CORP COM 981475106 2,501 80,269 SH   DFND 17 80,269 0 0
WORLD FUEL SVCS CORP COM 981475106 5,987 192,150 SH   DFND 21 148,890 0 43,260
WORLD FUEL SVCS CORP COM 981475106 24 759 SH   DFND 25 759 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 36,071 18,325,000 PRN   DFND 17 18,325,000 0 0
XPO LOGISTICS INC COM 983793100 56,850 476,930 SH   DFND 17 446,670 0 30,260
XCEL ENERGY INC COM 98389B100 33,083 496,219 SH   DFND 17 496,190 0 29
XCEL ENERGY INC COM 98389B100 5,323 79,843 SH   DFND 21 24,592 0 55,251
XILINX INC COM 983919101 1,567 11,053 SH   DFND 17 2,643 0 8,410
XILINX INC COM 983919101 2,794 19,705 SH   DFND 21 18,421 0 1,284
XENCOR INC COM 98401F105 1,114 25,535 SH   DFND 17 25,535 0 0
XYLEM INC COM 98419M100 61,624 605,404 SH   DFND 17 605,381 0 23
XYLEM INC COM 98419M100 12,465 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 76,682 753,336 SH   DFND 21 687,341 0 65,995
XYLEM INC COM 98419M100 10,179 100,000 SH   DFND 24 100,000 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 368 15,852 SH   DFND 17 15,852 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 12,167 524,684 SH   DFND 21 447,458 0 77,226
XEROX HOLDINGS CORP COM NEW 98421M106 37 1,580 SH   DFND 25 1,580 0 0
Y-MABS THERAPEUTICS INC COM 984241109 1,477 29,839 SH   DFND 17 29,839 0 0
Y-MABS THERAPEUTICS INC COM 984241109 376 7,600 SH   DFND 24 7,600 0 0
YAMANA GOLD INC COM 98462Y100 1,830 320,737 SH   DFND 17 320,737 0 0
YAMANA GOLD INC COM 98462Y100 2,081 364,734 SH   DFND 21 364,734 0 0
YELP INC CL A 985817105 1,726 52,840 SH   DFND 17 95 0 52,745
YETI HLDGS INC COM 98585X104 34,225 499,851 SH   DFND 17 345,602 0 154,249
YETI HLDGS INC COM 98585X104 6,750 98,581 SH   DFND 21 19,290 0 79,291
YETI HLDGS INC COM 98585X104 1,349 19,700 SH   DFND 24 19,700 0 0
YUM BRANDS INC COM 988498101 452 4,168 SH   DFND 17 4,168 0 0
YUM BRANDS INC COM 988498101 34,661 319,279 SH   DFND 21 204,777 0 114,502
YUM CHINA HLDGS INC COM 98850P109 2,398 42,000 SH   DFND   42,000 0 0
YUM CHINA HLDGS INC COM 98850P109 44,302 776,001 SH   DFND 20 667,527 0 108,474
YUM CHINA HLDGS INC COM 98850P109 30,151 528,136 SH   DFND 21 528,136 0 0
YUM CHINA HLDGS INC COM 98850P109 228 4,000 SH   DFND 24 4,000 0 0
ZAI LAB LTD ADR 98887Q104 4,927 36,405 SH   DFND 17 36,405 0 0
ZAI LAB LTD ADR 98887Q104 5,778 42,690 SH   DFND 20 42,690 0 0
ZAI LAB LTD ADR 98887Q104 942 6,961 SH   DFND 21 6,961 0 0
ZAI LAB LTD ADR 98887Q104 108 800 SH   DFND 24 800 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 23,021 59,900 SH   DFND 4 57,500 0 2,400
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 160 416 SH   DFND 17 416 0 0
ZENDESK INC COM 98936J101 29,942 209,212 SH   DFND 17 173,997 0 35,215
ZENDESK INC COM 98936J101 14,767 103,179 SH   DFND 21 103,179 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 1,036 19,955 SH   DFND 17 19,955 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 364 7,000 SH   DFND 24 7,000 0 0
ZILLOW GROUP INC CL A 98954M101 34,506 253,836 SH   DFND 17 210,911 0 42,925
ZILLOW GROUP INC CL C CAP STK 98954M200 933 7,191 SH   DFND 17 1,401 0 5,790
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 145,295 84,700,000 PRN   DFND 17 83,485,000 0 1,215,000
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 192,938 92,685,000 PRN   DFND 17 84,490,000 0 8,195,000
ZIMMER BIOMET HOLDINGS INC COM 98956P102 5,930 38,482 SH   DFND 17 30,147 0 8,335
ZIMMER BIOMET HOLDINGS INC COM 98956P102 20,987 136,202 SH   DFND 21 84,807 0 51,395
ZIONS BANCORPORATION N A COM 989701107 55 1,264 SH   DFND 17 1,264 0 0
ZIONS BANCORPORATION N A COM 989701107 252 5,812 SH   DFND 21 0 0 5,812
ZIX CORP COM 98974P100 90 10,386 SH   DFND 17 10,386 0 0
ZOETIS INC CL A 98978V103 284,399 1,718,422 SH   DFND 17 1,693,082 0 25,340
ZOETIS INC CL A 98978V103 104,352 630,524 SH   DFND 21 496,006 0 134,518
ZOETIS INC CL A 98978V103 1,837 11,100 SH   DFND 24 11,100 0 0
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 338,488 7,018,200 SH   DFND 17 6,946,255 0 71,945
ZSCALER INC COM 98980G102 723,407 3,622,285 SH   DFND 17 3,370,195 0 252,090
ZSCALER INC COM 98980G102 1,367 6,843 SH   DFND 21 746 0 6,097
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 191,279 567,054 SH   DFND 17 544,699 0 22,355
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 9,164 27,168 SH   DFND 21 13,034 0 14,134
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 59 174 SH   DFND 25 174 0 0
ZYNGA INC CL A 98986T108 40,371 4,090,262 SH   DFND 17 3,326,421 0 763,841
ZYNGA INC CL A 98986T108 4,319 437,577 SH   DFND 21 382,287 0 55,290
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 104,646 79,000,000 PRN   DFND 17 73,970,000 0 5,030,000
EURONAV NV SHS B38564108 204 25,263 SH   DFND 17 25,263 0 0
EURONAV NV SHS B38564108 1,370 169,681 SH   DFND 21 104,787 0 64,894
CANADIAN SOLAR INC DEBT 2.500%10/0 C15396AB7 24,074 15,200,000 PRN   DFND 17 12,230,000 0 2,970,000
DEUTSCHE BANK A G NAMEN AKT D18190898 682 62,310 SH   DFND 17 62,310 0 0
DEUTSCHE BANK A G NAMEN AKT D18190898 9,256 845,376 SH   DFND 21 613,549 0 231,827
ALLEGION PLC ORD SHS G0176J109 1,527 13,122 SH   DFND 17 13,122 0 0
ALLEGION PLC ORD SHS G0176J109 13,870 119,177 SH   DFND 21 83,382 0 35,795
AMCOR PLC ORD G0250X107 137 11,667 SH   DFND 17 11,667 0 0
AMDOCS LTD SHS G02602103 10,515 148,248 SH   DFND 17 148,248 0 0
AMDOCS LTD SHS G02602103 7,647 107,806 SH   DFND 21 41,904 0 65,902
AMDOCS LTD SHS G02602103 35 498 SH   DFND 25 498 0 0
AON PLC SHS CL A G0403H108 44,662 211,400 SH   DFND 17 211,400 0 0
AON PLC SHS CL A G0403H108 1,852 8,764 SH   DFND 21 866 0 7,898
ARCH CAP GROUP LTD ORD G0450A105 2,493 69,110 SH   DFND 21 12,130 0 56,980
ARCO PLATFORM LTD COM CL A G04553106 6,676 188,117 SH   DFND 21 188,117 0 0
ATLASSIAN CORP PLC CL A G06242104 108,243 462,835 SH   DFND 17 462,835 0 0
ATLASSIAN CORP PLC CL A G06242104 13,578 58,056 SH   DFND 21 58,056 0 0
ATHENE HOLDING LTD CL A G0684D107 1,870 43,344 SH   DFND 17 43,344 0 0
ATHENE HOLDING LTD CL A G0684D107 822 19,043 SH   DFND 21 19,043 0 0
AXALTA COATING SYS LTD COM G0750C108 8,393 293,990 SH   DFND 17 293,990 0 0
AXALTA COATING SYS LTD COM G0750C108 337 11,800 SH   DFND 24 11,800 0 0
ATLANTICA SUSTAINABLE INFR P SHS G0751N103 368 9,698 SH   DFND 21 9,698 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 1,625 18,962 SH   DFND 17 16,617 0 2,345
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 429 5,000 SH   DFND 24 5,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 123,870 474,218 SH   DFND 17 474,205 0 13
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 29,049 111,209 SH   DFND 20 39,841 0 71,368
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 221,979 849,809 SH   DFND 21 770,829 0 78,980
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,646 6,300 SH   DFND 24 6,300 0 0
MIMECAST LTD ORD SHS G14838109 70,311 1,236,991 SH   DFND 17 1,236,991 0 0
MIMECAST LTD ORD SHS G14838109 935 16,449 SH   DFND 21 0 0 16,449
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 5,825 135,000 SH   DFND 21 135,000 0 0
BUNGE LIMITED COM G16962105 6,586 100,424 SH   DFND 17 100,424 0 0
BUNGE LIMITED COM G16962105 12,812 195,371 SH   DFND 21 178,469 0 16,902
BUNGE LIMITED COM G16962105 3,889 59,300 SH   DFND 24 59,300 0 0
BUNGE LIMITED COM G16962105 105 1,599 SH   DFND 25 1,599 0 0
CHINA YUCHAI INTL LTD COM G21082105 210 12,848 SH   DFND 21 12,848 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 2,327 19,700 SH   DFND 21 19,700 0 0
COSAN LTD SHS A G25343107 1,785 96,865 SH   DFND 21 96,865 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 215 4,305 SH   DFND 17 4,305 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,766 155,850 SH   DFND 21 22,296 0 133,554
EATON CORP PLC SHS G29183103 21,367 177,851 SH   DFND 17 177,835 0 16
EATON CORP PLC SHS G29183103 68,475 569,962 SH   DFND 21 505,561 0 64,401
ESSENT GROUP LTD COM G3198U102 2,986 69,129 SH   DFND 17 69,129 0 0
ESSENT GROUP LTD COM G3198U102 1,485 34,380 SH   DFND 21 34,380 0 0
EVEREST RE GROUP LTD COM G3223R108 25 105 SH   DFND 17 105 0 0
EVEREST RE GROUP LTD COM G3223R108 852 3,640 SH   DFND 21 2,477 0 1,163
EVEREST RE GROUP LTD COM G3223R108 38 164 SH   DFND 25 164 0 0
FABRINET SHS G3323L100 4,387 56,535 SH   DFND 17 56,535 0 0
FABRINET SHS G3323L100 829 10,681 SH   DFND 21 10,681 0 0
FRONTLINE LTD SHS NEW G3682E192 519 83,503 SH   DFND 17 83,503 0 0
FRONTLINE LTD SHS NEW G3682E192 693 111,455 SH   DFND 21 111,455 0 0
HELEN OF TROY LTD COM G4388N106 4,880 21,965 SH   DFND 17 21,435 0 530
HELEN OF TROY LTD COM G4388N106 2,326 10,469 SH   DFND 21 1,293 0 9,176
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 15,773 485,166 SH   DFND 21 239,260 0 245,906
HORIZON THERAPEUTICS PUB L SHS G46188101 220,091 3,008,767 SH   DFND 17 2,857,475 0 151,292
HORIZON THERAPEUTICS PUB L SHS G46188101 5,150 70,400 SH   DFND 20 70,400 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 6,012 82,187 SH   DFND 21 40,507 0 41,680
HORIZON THERAPEUTICS PUB L SHS G46188101 3,087 42,200 SH   DFND 24 42,200 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 26 362 SH   DFND 25 362 0 0
ICHOR HOLDINGS SHS G4740B105 1,463 48,528 SH   DFND 17 48,528 0 0
IHS MARKIT LTD SHS G47567105 14,427 160,606 SH   DFND 17 160,593 0 13
IHS MARKIT LTD SHS G47567105 39,231 436,726 SH   DFND 21 254,593 0 182,133
INVESCO LTD SHS G491BT108 140 8,018 SH   DFND 17 8,018 0 0
INVESCO LTD SHS G491BT108 246 14,138 SH   DFND 21 0 0 14,138
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 95 575 SH   DFND 17 575 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 630 3,820 SH   DFND 21 3,050 0 770
JOHNSON CTLS INTL PLC SHS G51502105 4,779 102,581 SH   DFND 17 102,581 0 0
JOHNSON CTLS INTL PLC SHS G51502105 26,505 568,905 SH   DFND 21 466,454 0 102,451
JOHNSON CTLS INTL PLC SHS G51502105 97 2,083 SH   DFND 25 2,083 0 0
LINDE PLC SHS G5494J103 24,936 94,629 SH   DFND 17 94,629 0 0
LINDE PLC SHS G5494J103 210,201 797,696 SH   DFND 21 389,442 0 408,254
LINDE PLC SHS G5494J103 6,957 26,400 SH   DFND 24 26,400 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 228 13,593 SH   DFND 21 13,593 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 449,842 9,462,392 SH   DFND 17 9,208,017 0 254,375
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 474 9,974 SH   DFND 21 9,974 0 0
MEDTRONIC PLC SHS G5960L103 20,648 176,269 SH   DFND 17 159,129 0 17,140
MEDTRONIC PLC SHS G5960L103 94,985 810,867 SH   DFND 21 553,172 0 257,695
MEDTRONIC PLC SHS G5960L103 164 1,398 SH   DFND 25 1,398 0 0
APTIV PLC SHS G6095L109 36,141 277,388 SH   DFND 17 277,388 0 0
APTIV PLC SHS G6095L109 13,950 107,067 SH   DFND 21 105,724 0 1,343
NOMAD FOODS LTD USD ORD SHS G6564A105 4,111 161,707 SH   DFND 17 161,707 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,362 53,589 SH   DFND 21 53,589 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 2,911 114,500 SH   DFND 24 114,500 0 0
NOVOCURE LTD ORD SHS G6674U108 10,429 60,267 SH   DFND 17 58,287 0 1,980
NOVOCURE LTD ORD SHS G6674U108 3,678 21,255 SH   DFND 20 21,255 0 0
NOVOCURE LTD ORD SHS G6674U108 867 5,013 SH   DFND 21 5,013 0 0
NOVOCURE LTD ORD SHS G6674U108 467 2,700 SH   DFND 24 2,700 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 427 7,500 SH   DFND 17 7,500 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 2,693 47,349 SH   DFND 21 47,349 0 0
QUOTIENT LTD SHS G73268107 8,330 1,598,928 SH   DFND 17 941,318 0 657,610
RENAISSANCERE HLDGS LTD COM G7496G103 1,250 7,536 SH   DFND 21 4,932 0 2,604
RENAISSANCERE HLDGS LTD COM G7496G103 34 207 SH   DFND 25 207 0 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 248 4,963 SH   DFND 21 4,963 0 0
SFL CORPORATION LTD SHS G7738W106 3,445 548,503 SH   DFND 17 548,503 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 19,233 309,409 SH   DFND 17 244,739 0 64,670
SEAGATE TECHNOLOGY PLC SHS G7945M107 13,896 223,545 SH   DFND 21 134,475 0 89,070
SEAGATE TECHNOLOGY PLC SHS G7945M107 27 434 SH   DFND 25 434 0 0
PENTAIR PLC SHS G7S00T104 138 2,600 SH   DFND 17 2,600 0 0
PENTAIR PLC SHS G7S00T104 501 9,444 SH   DFND 21 9,444 0 0
SAPIENS INTL CORP N V SHS G7T16G103 105 3,427 SH   DFND 17 3,427 0 0
SAPIENS INTL CORP N V SHS G7T16G103 541 17,688 SH   DFND 21 15,676 0 2,012
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 83 1,582 SH   DFND 17 1,582 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 7,509 142,375 SH   DFND 21 142,375 0 0
SINA CORP ORD G81477104 946 22,326 SH   DFND 21 19,500 0 2,826
SMART GLOBAL HLDGS INC SHS G8232Y101 346 9,190 SH   DFND 21 8,614 0 576
STERIS PLC SHS USD G8473T100 28,817 152,039 SH   DFND 17 152,039 0 0
STERIS PLC SHS USD G8473T100 51,018 269,165 SH   DFND 21 199,647 0 69,518
STERIS PLC SHS USD G8473T100 86 452 SH   DFND 25 452 0 0
STONECO LTD COM CL A G85158106 51,818 617,469 SH   DFND 17 617,469 0 0
STONECO LTD COM CL A G85158106 68,152 812,107 SH   DFND 21 750,539 0 61,568
TECHNIPFMC PLC COM G87110105 0 47 SH   DFND 17 47 0 0
TECHNIPFMC PLC COM G87110105 1,806 192,096 SH   DFND 21 44,600 0 147,496
TORM PLC SHS CL A G89479102 482 65,101 SH   DFND 21 8,245 0 56,856
TRANE TECHNOLOGIES PLC SHS G8994E103 16,537 113,921 SH   DFND 17 113,921 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 10,216 70,379 SH   DFND 21 63,861 0 6,518
TRANE TECHNOLOGIES PLC SHS G8994E103 3,571 24,600 SH   DFND 24 24,600 0 0
TRITON INTL LTD CL A G9078F107 5,413 111,580 SH   DFND 17 111,580 0 0
TRITON INTL LTD CL A G9078F107 3,726 76,804 SH   DFND 21 65,642 0 11,162
TRITON INTL LTD CL A G9078F107 43 887 SH   DFND 25 887 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 8,973 42,592 SH   DFND 17 42,592 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 11,148 52,913 SH   DFND 21 50,613 0 2,300
PERRIGO CO PLC SHS G97822103 63 1,413 SH   DFND 17 1,413 0 0
PERRIGO CO PLC SHS G97822103 208 4,645 SH   DFND 21 1,505 0 3,140
ADC THERAPEUTICS SA SHS H0036K147 1,578 49,290 SH   DFND 17 49,290 0 0
ADC THERAPEUTICS SA SHS H0036K147 426 13,300 SH   DFND 24 13,300 0 0
ALCON AG ORD SHS H01301128 7,183 107,910 SH   DFND 17 76,460 0 31,450
ALCON AG ORD SHS H01301128 27,002 405,648 SH   DFND 21 141,149 0 264,499
ALCON AG ORD SHS H01301128 419 6,300 SH   DFND 24 6,300 0 0
ALCON AG ORD SHS H01301128 12 173 SH   DFND 25 173 0 0
CHUBB LIMITED COM H1467J104 8 50 SH   DFND 17 50 0 0
CHUBB LIMITED COM H1467J104 1,386 9,007 SH   DFND 21 9,007 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,409 15,734 SH   DFND 17 15,734 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 296 1,930 SH   DFND 21 1,930 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 674 4,400 SH   DFND 24 4,400 0 0
GARMIN LTD SHS H2906T109 13,984 116,863 SH   DFND 17 116,863 0 0
GARMIN LTD SHS H2906T109 4,584 38,305 SH   DFND 21 23,891 0 14,414
UBS GROUP AG SHS H42097107 14,395 1,020,348 SH   DFND 17 977,283 0 43,065
UBS GROUP AG SHS H42097107 8,854 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 261,893 18,564,461 SH   DFND 21 11,545,390 0 7,019,071
LOGITECH INTL S A SHS H50430232 6,945 71,452 SH   DFND 17 68,602 0 2,850
LOGITECH INTL S A SHS H50430232 76,844 790,566 SH   DFND 21 423,268 0 367,298
TE CONNECTIVITY LTD REG SHS H84989104 22,254 183,808 SH   DFND 17 161,476 0 22,332
TE CONNECTIVITY LTD REG SHS H84989104 27,253 225,100 SH   DFND 21 179,103 0 45,997
TE CONNECTIVITY LTD REG SHS H84989104 73 602 SH   DFND 25 602 0 0
GLOBANT S A COM L44385109 4 19 SH   DFND 17 19 0 0
GLOBANT S A COM L44385109 6,988 32,111 SH   DFND 21 32,111 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 9,482 30,135 SH   DFND 17 25,485 0 4,650
TRINSEO S A SHS L9340P101 3,095 60,430 SH   DFND 17 60,430 0 0
TRINSEO S A SHS L9340P101 806 15,746 SH   DFND 21 0 0 15,746
AUDIOCODES LTD ORD M15342104 311 11,285 SH   DFND 21 7,500 0 3,785
CHECK POINT SOFTWARE TECH LT ORD M22465104 17,614 132,527 SH   DFND 17 132,527 0 0
COMPUGEN LTD ORD M25722105 376 30,974 SH   DFND 21 30,974 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 163,015 1,008,818 SH   DFND 17 959,903 0 48,915
FIVERR INTL LTD ORD SHS M4R82T106 862 4,419 SH   DFND 21 216 0 4,203
KORNIT DIGITAL LTD SHS M6372Q113 11,661 130,831 SH   DFND 17 101,516 0 29,315
NANO X IMAGING LTD ORD SHS M70700105 8,799 192,700 SH   DFND 20 192,700 0 0
NANO X IMAGING LTD ORD SHS M70700105 413 9,036 SH   DFND 21 9,036 0 0
WIX COM LTD SHS M98068105 71,549 286,242 SH   DFND 17 277,089 0 9,153
WIX COM LTD SHS M98068105 150 601 SH   DFND 21 601 0 0
AERCAP HOLDINGS NV SHS N00985106 1,864 40,894 SH   DFND 17 40,894 0 0
AERCAP HOLDINGS NV SHS N00985106 2,263 49,655 SH   DFND 21 38,568 0 11,087
AERCAP HOLDINGS NV SHS N00985106 42 930 SH   DFND 25 930 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 46,612 95,572 SH   DFND 17 95,572 0 0
CNH INDL N V SHS N20944109 90,169 7,022,541 SH   DFND 21 5,500,356 0 1,522,185
FERRARI N V COM N3167Y103 5,184 22,587 SH   DFND 17 22,587 0 0
FERRARI N V COM N3167Y103 33,862 147,535 SH   DFND 21 118,712 0 28,823
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 911 50,386 SH   DFND 17 50,386 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 30,620 1,692,629 SH   DFND 21 996,132 0 696,497
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,784 30,373 SH   DFND 17 30,373 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 30,234 329,853 SH   DFND 21 188,423 0 141,430
NXP SEMICONDUCTORS N V COM N6596X109 266,418 1,675,477 SH   DFND 17 1,527,732 0 147,745
NXP SEMICONDUCTORS N V COM N6596X109 12,909 81,184 SH   DFND 21 78,676 0 2,508
QIAGEN NV SHS NEW N72482123 7,554 142,933 SH   DFND 21 66,530 0 76,403
YANDEX N V SHS CLASS A N97284108 4,666 85,185 SH   DFND 17 72,080 0 13,105
YANDEX N V SHS CLASS A N97284108 26,718 487,824 SH   DFND 21 155,774 0 332,050
ONESPAWORLD HOLDINGS LIMITED COM P73684113 574 56,595 SH   DFND 21 56,595 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 4,087 138,390 SH   DFND 17 138,390 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 5,129 173,686 SH   DFND 20 173,686 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 52,173 698,524 SH   DFND 17 670,684 0 27,840
ROYAL CARIBBEAN GROUP COM V7780T103 4,571 61,204 SH   DFND 21 61,204 0 0
ATLAS CORP SHARES Y0436Q109 124 11,417 SH   DFND 17 11,417 0 0
ATLAS CORP SHARES Y0436Q109 106 9,802 SH   DFND 21 9,802 0 0
COSTAMARE INC SHS Y1771G102 139 16,820 SH   DFND 21 0 0 16,820
DIAMOND S SHIPPING INC COM Y20676105 4 642 SH   DFND 17 642 0 0
DIAMOND S SHIPPING INC COM Y20676105 220 33,086 SH   DFND 21 33,086 0 0
DORIAN LPG LTD SHS USD Y2106R110 177 14,558 SH   DFND 21 14,558 0 0
FLEX LTD ORD Y2573F102 96,891 5,388,835 SH   DFND 17 4,525,315 0 863,520
SAFE BULKERS INC COM Y7388L103 81 62,613 SH   DFND 21 62,613 0 0