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
SCHLUMBERGER LTD COM STK 806857108 894 25,000 SH   DFND 1,2,4 0 25,000 0
LINDE PLC SHS G5494J103 13,515 47,003 SH   DFND 1,2,4 0 47,003 0
ABBOTT LABS COM 002824100 15,102 138,994 SH   DFND 1,2,4 0 138,994 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 3,862 10,550 SH   DFND 1,2,4 0 10,550 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,450 10,000 SH   DFND 1,2,4 0 10,000 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 341 3,000 SH   DFND 1,2,4 0 3,000 0
ALPHABET INC CAP STK CL C 02079K107 33,833 15,467 SH   DFND 1,2,4 0 15,467 0
ALPHABET INC CAP STK CL A 02079K305 11,986 5,500 SH   DFND 1,2,4 0 5,500 0
AMAZON COM INC COM 023135106 18,374 173,000 SH   DFND 1,2,4 0 173,000 0
AMERICAN HOMES 4 RENT CL A 02665T306 177 5,000 SH   DFND 1,2,4 0 5,000 0
AMERICAN TOWER CORP NEW COM 03027X100 1,099 4,300 SH   DFND 1,2,4 0 4,300 0
AMERICOLD REALTY TRUST INC COM 03064D108 300 10,000 SH   DFND 1,2,4 0 10,000 0
APPLE INC COM 037833100 40,674 297,500 SH   DFND 1,2,4 0 297,500 0
APPLIED MATLS INC COM 038222105 10,425 114,590 SH   DFND 1,2,4 0 114,590 0
AVALONBAY CMNTYS INC COM 053484101 175 900 SH   DFND 1,2,4 0 900 0
BK OF AMERICA CORP COM 060505104 13,634 437,981 SH   DFND 1,2,4 0 437,981 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 997 3,650 SH   DFND 1,2,4 0 3,650 0
BOOKING HOLDINGS INC COM 09857L108 3,533 2,020 SH   DFND 1,2,4 0 2,020 0
BOSTON PROPERTIES INC COM 101121101 952 10,700 SH   DFND 1,2,4 0 10,700 0
CBRE GROUP INC CL A 12504L109 147 2,000 SH   DFND 1,2,4 0 2,000 0
CAMDEN PPTY TR SH BEN INT 133131102 336 2,500 SH   DFND 1,2,4 0 2,500 0
CATERPILLAR INC COM 149123101 0 0 SH   DFND 1,2,4 0 0 0
COCA COLA CO COM 191216100 912 14,500 SH   DFND 1,2,4 0 14,500 0
COLGATE PALMOLIVE CO COM 194162103 11,701 146,013 SH   DFND 1,2,4 0 146,013 0
CONOCOPHILLIPS COM 20825C104 12,600 140,301 SH   DFND 1,2,4 0 140,301 0
COSTCO WHSL CORP NEW COM 22160K105 3,211 6,700 SH   DFND 1,2,4 0 6,700 0
COUSINS PPTYS INC COM NEW 222795502 643 22,000 SH   DFND 1,2,4 0 22,000 0
CROWDSTRIKE HLDGS INC CL A 22788C105 2,444 14,500 SH   DFND 1,2,4 0 14,500 0
DIGITAL RLTY TR INC COM 253868103 389 3,000 SH   DFND 1,2,4 0 3,000 0
DISNEY WALT CO COM 254687106 25,416 269,237 SH   DFND 1,2,4 0 269,237 0
DUKE REALTY CORP COM NEW 264411505 330 6,000 SH   DFND 1,2,4 0 6,000 0
EOG RES INC COM 26875P101 3,368 30,500 SH   DFND 1,2,4 0 30,500 0
EASTERLY GOVT PPTYS INC COM 27616P103 647 34,000 SH   DFND 1,2,4 0 34,000 0
EASTGROUP PPTYS INC COM 277276101 154 1,000 SH   DFND 1,2,4 0 1,000 0
EBAY INC. COM 278642103 3,683 88,388 SH   DFND 1,2,4 0 88,388 0
EDWARDS LIFESCIENCES CORP COM 28176E108 12,427 130,686 SH   DFND 1,2,4 0 130,686 0
EQUINIX INC COM 29444U700 2,201 3,350 SH   DFND 1,2,4 0 3,350 0
EXXON MOBIL CORP COM 30231G102 7,151 83,500 SH   DFND 1,2,4 0 83,500 0
META PLATFORMS INC CL A 30303M102 2,999 18,600 SH   DFND 1,2,4 0 18,600 0
FIRST INDL RLTY TR INC COM 32054K103 190 4,000 SH   DFND 1,2,4 0 4,000 0
FORTINET INC COM 34959E109 12,011 212,285 SH   DFND 1,2,4 0 212,285 0
GAMING & LEISURE PPTYS INC COM 36467J108 688 15,000 SH   DFND 1,2,4 0 15,000 0
GENERAL ELECTRIC CO COM NEW 369604301 955 15,000 SH   DFND 1,2,4 0 15,000 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 140 5,000 SH   DFND 1,2,4 0 5,000 0
HOLOGIC INC COM 436440101 3,243 46,800 SH   DFND 1,2,4 0 46,800 0
HOME DEPOT INC COM 437076102 26,472 96,519 SH   DFND 1,2,4 0 96,519 0
HOST HOTELS & RESORTS INC COM 44107P104 941 60,000 SH   DFND 1,2,4 0 60,000 0
IDEXX LABS INC COM 45168D104 2,266 6,460 SH   DFND 1,2,4 0 6,460 0
INTEL CORP COM 458140100 3,004 80,300 SH   DFND 1,2,4 0 80,300 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 0 0 SH   DFND 1,2,4 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 224 799 SH   DFND 1,2,4 0 799 0
INVITATION HOMES INC COM 46187W107 1,566 44,000 SH   DFND 1,2,4 0 44,000 0
ISHARES TR GL CLEAN ENE ETF 464288224 92 4,819 SH   DFND 1,2,4 0 4,819 0
JPMORGAN CHASE & CO COM 46625H100 27,264 242,110 SH   DFND 1,2,4 0 242,110 0
LAUDER ESTEE COS INC CL A 518439104 3,008 11,810 SH   DFND 1,2,4 0 11,810 0
LXP INDUSTRIAL TRUST COM 529043101 107 10,000 SH   DFND 1,2,4 0 10,000 0
LILLY ELI & CO COM 532457108 15,204 46,894 SH   DFND 1,2,4 0 46,894 0
MASTERCARD INCORPORATED CL A 57636Q104 5,363 17,000 SH   DFND 1,2,4 0 17,000 0
MCDONALDS CORP COM 580135101 16,660 67,481 SH   DFND 1,2,4 0 67,481 0
MEDICAL PPTYS TRUST INC COM 58463J304 137 9,000 SH   DFND 1,2,4 0 9,000 0
MERCK & CO INC COM 58933Y105 4,581 50,248 SH   DFND 1,2,4 0 50,248 0
MICROSOFT CORP COM 594918104 35,181 136,980 SH   DFND 1,2,4 0 136,980 0
MICRON TECHNOLOGY INC COM 595112103 19,266 348,514 SH   DFND 1,2,4 0 348,514 0
MOODYS CORP COM 615369105 3,418 12,566 SH   DFND 1,2,4 0 12,566 0
MORGAN STANLEY COM NEW 617446448 304 4,000 SH   DFND 1,2,4 0 4,000 0
NETFLIX INC COM 64110L106 2,300 13,150 SH   DFND 1,2,4 0 13,150 0
NIKE INC CL B 654106103 24,013 234,962 SH   DFND 1,2,4 0 234,962 0
NVIDIA CORPORATION COM 67066G104 5,048 33,300 SH   DFND 1,2,4 0 33,300 0
ORION OFFICE REIT INC COM 68629Y103 2 176 SH   DFND 1,2,4 0 176 0
PACKAGING CORP AMER COM 695156109 138 1,000 SH   DFND 1,2,4 0 1,000 0
PEPSICO INC COM 713448108 13,980 83,884 SH   DFND 1,2,4 0 83,884 0
PFIZER INC COM 717081103 5,132 97,881 SH   DFND 1,2,4 0 97,881 0
PROCTER AND GAMBLE CO COM 742718109 17,397 120,986 SH   DFND 1,2,4 0 120,986 0
PROLOGIS INC. COM 74340W103 2,129 18,100 SH   DFND 1,2,4 0 18,100 0
PUBLIC STORAGE COM 74460D109 131 420 SH   DFND 1,2,4 0 420 0
QUALCOMM INC COM 747525103 24,866 194,663 SH   DFND 1,2,4 0 194,663 0
RE MAX HLDGS INC CL A 75524W108 564 23,000 SH   DFND 1,2,4 0 23,000 0
REXFORD INDL RLTY INC COM 76169C100 403 7,000 SH   DFND 1,2,4 0 7,000 0
ROPER TECHNOLOGIES INC COM 776696106 4,262 10,800 SH   DFND 1,2,4 0 10,800 0
S&P GLOBAL INC COM 78409V104 23,880 70,847 SH   DFND 1,2,4 0 70,847 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 288 900 SH   DFND 1,2,4 0 900 0
SAFEHOLD INC COM 78645L100 53 1,500 SH   DFND 1,2,4 0 1,500 0
SALESFORCE INC COM 79466L302 12,869 77,974 SH   DFND 1,2,4 0 77,974 0
SIMON PPTY GROUP INC NEW COM 828806109 1,035 10,900 SH   DFND 1,2,4 0 10,900 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,188 9,550 SH   DFND 1,2,4 0 9,550 0
UDR INC COM 902653104 138 3,000 SH   DFND 1,2,4 0 3,000 0
UNITI GROUP INC COM 91325V108 0 0 SH   DFND 1,2,4 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,970 30,100 SH   DFND 1,2,4 0 30,100 0
VICI PPTYS INC COM 925652109 477 16,000 SH   DFND 1,2,4 0 16,000 0
VISA INC COM CL A 92826C839 29,472 149,687 SH   DFND 1,2,4 0 149,687 0
WALMART INC COM 931142103 12,944 106,468 SH   DFND 1,2,4 0 106,468 0
WELLTOWER INC COM 95040Q104 739 8,974 SH   DFND 1,2,4 0 8,974 0
YUM BRANDS INC COM 988498101 11,584 102,057 SH   DFND 1,2,4 0 102,057 0
ZOETIS INC CL A 98978V103 4,156 24,180 SH   DFND 1,2,4 0 24,180 0
SCHLUMBERGER LTD COM STK 806857108 29,172 815,780 SH   DFND 1,2 0 815,780 0
ARCH CAP GROUP LTD ORD G0450A105 1,571 34,532 SH   DFND 1,2 0 34,532 0
ASSURED GUARANTY LTD COM G0585R106 417 7,471 SH   DFND 1,2 0 7,471 0
BUNGE LIMITED COM G16962105 1,287 14,189 SH   DFND 1,2 0 14,189 0
CREDICORP LTD COM G2519Y108 875 7,298 SH   DFND 1,2 0 7,298 0
ENSTAR GROUP LIMITED SHS G3075P101 20 93 SH   DFND 1,2 0 93 0
EVEREST RE GROUP LTD COM G3223R108 5,490 19,589 SH   DFND 1,2 0 19,589 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 95 8,164 SH   DFND 1,2 0 8,164 0
INVESCO LTD SHS G491BT108 156 9,664 SH   DFND 1,2 0 9,664 0
JAMES RIV GROUP LTD COM G5005R107 79 3,201 SH   DFND 1,2 0 3,201 0
NABORS INDUSTRIES LTD SHS G6359F137 95 713 SH   DFND 1,2 0 713 0
RENAISSANCERE HLDGS LTD COM G7496G103 366 2,343 SH   DFND 1,2 0 2,343 0
SIGNET JEWELERS LIMITED SHS G81276100 266 4,977 SH   DFND 1,2 0 4,977 0
SIRIUSPOINT LTD COM G8192H106 34 6,253 SH   DFND 1,2 0 6,253 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 298 10,865 SH   DFND 1,2 0 10,865 0
CANADIAN SOLAR INC COM 136635109 3,735 119,947 SH   DFND 1,2 0 119,947 0
CHUBB LIMITED COM H1467J104 46,898 238,572 SH   DFND 1,2 0 238,572 0
TE CONNECTIVITY LTD SHS H84989104 42,302 373,862 SH   DFND 1,2 0 373,862 0
GARMIN LTD SHS H2906T109 5,318 54,129 SH   DFND 1,2 0 54,129 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 638 28,869 SH   DFND 1,2 0 28,869 0
COCA-COLA EUROPACIFIC PARTNE SHS G25839104 1,571 30,435 SH   DFND 1,2 0 30,435 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 13,378 323,842 SH   DFND 1,2 0 323,842 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 1,294 30,783 SH   DFND 1,2 0 30,783 0
NIELSEN HLDGS PLC SHS EUR G6518L108 82 3,544 SH   DFND 1,2 0 3,544 0
LIVANOVA PLC SHS G5509L101 2,626 42,034 SH   DFND 1,2 0 42,034 0
ATLASSIAN CORP PLC CL A G06242104 1,741 9,288 SH   DFND 1,2 0 9,288 0
TRINSEO PLC SHS G9059U107 127 3,290 SH   DFND 1,2 0 3,290 0
DOLE PLC ORD SHS G27907107 1,432 169,285 SH   DFND 1,2 0 169,285 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 112,158 403,954 SH   DFND 1,2 0 403,954 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 19,144 122,707 SH   DFND 1,2 0 122,707 0
EATON CORP PLC SHS G29183103 27,405 217,517 SH   DFND 1,2 0 217,517 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 5,051 25,589 SH   DFND 1,2 0 25,589 0
NVENT ELECTRIC PLC SHS G6700G107 715 22,825 SH   DFND 1,2 0 22,825 0
ALLEGION PLC ORD SHS G0176J109 2,749 28,079 SH   DFND 1,2 0 28,079 0
STERIS PLC SHS USD G8473T100 1,721 8,349 SH   DFND 1,2 0 8,349 0
ENDO INTL PLC SHS G30401106 10 21,195 SH   DFND 1,2 0 21,195 0
TRANE TECHNOLOGIES PLC SHS G8994E103 55,046 423,854 SH   DFND 1,2 0 423,854 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 62,262 871,525 SH   DFND 1,2 0 871,525 0
AON PLC SHS CL A G0403H108 9,157 33,955 SH   DFND 1,2 0 33,955 0
PENTAIR PLC SHS G7S00T104 34,549 754,839 SH   DFND 1,2 0 754,839 0
HORIZON THERAPEUTICS PUB L SHS G46188101 28,650 359,205 SH   DFND 1,2 0 359,205 0
MEDTRONIC PLC SHS G5960L103 35,901 400,007 SH   DFND 1,2 0 400,007 0
JOHNSON CTLS INTL PLC SHS G51502105 24,810 518,166 SH   DFND 1,2 0 518,166 0
LINDE PLC SHS G5494J103 128,595 447,239 SH   DFND 1,2 0 447,239 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 182 1,496 SH   DFND 1,2 0 1,496 0
KORNIT DIGITAL LTD SHS M6372Q113 24 768 SH   DFND 1,2 0 768 0
WIX COM LTD SHS M98068105 40 608 SH   DFND 1,2 0 608 0
APTIV PLC SHS G6095L109 9,588 107,649 SH   DFND 1,2 0 107,649 0
AMCOR PLC ORD G0250X107 1,772 142,592 SH   DFND 1,2 0 142,592 0
CLARIVATE PLC ORD SHS G21810109 286 20,608 SH   DFND 1,2 0 20,608 0
NOVOCURE LTD ORD SHS G6674U108 451 6,492 SH   DFND 1,2 0 6,492 0
AMBARELLA INC SHS G037AX101 10,838 165,566 SH   DFND 1,2 0 165,566 0
CONSOLIDATED WATER CO INC ORD G23773107 3,632 250,511 SH   DFND 1,2 0 250,511 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 78 2,652 SH   DFND 1,2 0 2,652 0
GRAB HOLDINGS LIMITED CLASS A ORD G4124C109 99 39,033 SH   DFND 1,2 0 39,033 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 28 1,370 SH   DFND 1,2 0 1,370 0
ICHOR HOLDINGS SHS G4740B105 62 2,387 SH   DFND 1,2 0 2,387 0
SMART GLOBAL HLDGS INC SHS G8232Y101 67 4,080 SH   DFND 1,2 0 4,080 0
ROYAL CARIBBEAN GROUP COM V7780T103 6,182 177,090 SH   DFND 1,2 0 177,090 0
GLOBANT S A COM L44385109 1,595 9,164 SH   DFND 1,2 0 9,164 0
DORIAN LPG LTD SHS USD Y2106R110 37 2,451 SH   DFND 1,2 0 2,451 0
SCORPIO TANKERS INC SHS Y7542C130 638 18,493 SH   DFND 1,2 0 18,493 0
CORE LABORATORIES N V COM N22717107 628 31,697 SH   DFND 1,2 0 31,697 0
AERCAP HOLDINGS NV SHS N00985106 371 9,055 SH   DFND 1,2 0 9,055 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,977 79,771 SH   DFND 1,2 0 79,771 0
NXP SEMICONDUCTORS N V COM N6596X109 7,450 50,327 SH   DFND 1,2 0 50,327 0
UNIQURE NV SHS N90064101 58 3,111 SH   DFND 1,2 0 3,111 0
FERRARI N V COM N3167Y103 2,860 15,587 SH   DFND 1,2 0 15,587 0
QIAGEN NV SHS NEW N72482123 165 3,506 SH   DFND 1,2 0 3,506 0
ELASTIC N V ORD SHS N14506104 1,151 17,013 SH   DFND 1,2 0 17,013 0
CARNIVAL CORP COMMON STOCK 143658300 465 53,748 SH   DFND 1,2 0 53,748 0
EVERTEC INC COM 30040P103 185 5,023 SH   DFND 1,2 0 5,023 0
FIRST BANCORP P R COM NEW 318672706 254 19,705 SH   DFND 1,2 0 19,705 0
OFG BANCORP COM 67103X102 101 3,962 SH   DFND 1,2 0 3,962 0
FLEX LTD ORD Y2573F102 2,315 160,000 SH   DFND 1,2 0 160,000 0
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 2,122 159,662 SH   DFND 1,2 0 159,662 0
AAON INC COM PAR $0.004 000360206 195 3,565 SH   DFND 1,2 0 3,565 0
AAR CORP COM 000361105 161 3,838 SH   DFND 1,2 0 3,838 0
ABM INDS INC COM 000957100 251 5,777 SH   DFND 1,2 0 5,777 0
AFLAC INC COM 001055102 14,375 259,796 SH   DFND 1,2 0 259,796 0
AGCO CORP COM 001084102 2,099 21,268 SH   DFND 1,2 0 21,268 0
AGNC INVT CORP COM 00123Q104 3,524 318,297 SH   DFND 1,2 0 318,297 0
AES CORP COM 00130H105 779 37,089 SH   DFND 1,2 0 37,089 0
AMC NETWORKS INC CL A 00164V103 75 2,574 SH   DFND 1,2 0 2,574 0
AMC ENTMT HLDGS INC CL A COM 00165C104 297 21,897 SH   DFND 1,2 0 21,897 0
AMN HEALTHCARE SVCS INC COM 001744101 460 4,192 SH   DFND 1,2 0 4,192 0
ANI PHARMACEUTICALS INC COM 00182C103 32 1,081 SH   DFND 1,2 0 1,081 0
AT&T INC COM 00206R102 42,265 2,016,464 SH   DFND 1,2 0 2,016,464 0
A10 NETWORKS INC COM 002121101 75 5,248 SH   DFND 1,2 0 5,248 0
ATN INTL INC COM 00215F107 69 1,476 SH   DFND 1,2 0 1,476 0
AXT INC COM 00246W103 66 11,290 SH   DFND 1,2 0 11,290 0
AZZ INC COM 002474104 116 2,831 SH   DFND 1,2 0 2,831 0
THE AARONS COMPANY INC COM 00258W108 44 3,032 SH   DFND 1,2 0 3,032 0
ABBOTT LABS COM 002824100 141,302 1,300,527 SH   DFND 1,2 0 1,300,527 0
ABBVIE INC COM 00287Y109 185,429 1,210,686 SH   DFND 1,2 0 1,210,686 0
ABERCROMBIE & FITCH CO CL A 002896207 87 5,171 SH   DFND 1,2 0 5,171 0
ABIOMED INC COM 003654100 908 3,667 SH   DFND 1,2 0 3,667 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 277 7,803 SH   DFND 1,2 0 7,803 0
ACADIA RLTY TR COM SH BEN INT 004239109 115 7,360 SH   DFND 1,2 0 7,360 0
ACTIVISION BLIZZARD INC COM 00507V109 21,322 273,849 SH   DFND 1,2 0 273,849 0
ADDUS HOMECARE CORP COM 006739106 112 1,341 SH   DFND 1,2 0 1,341 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 96,416 263,389 SH   DFND 1,2 0 263,389 0
ADTALEM GLOBAL ED INC COM 00737L103 158 4,401 SH   DFND 1,2 0 4,401 0
ADTRAN INC COM 00738A106 89 5,053 SH   DFND 1,2 0 5,053 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,313 7,586 SH   DFND 1,2 0 7,586 0
AECOM COM 00766T100 128 1,962 SH   DFND 1,2 0 1,962 0
ADVANSIX INC COM 00773T101 90 2,679 SH   DFND 1,2 0 2,679 0
ADVANCED MICRO DEVICES INC COM 007903107 90,973 1,189,659 SH   DFND 1,2 0 1,189,659 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 12,717 141,187 SH   DFND 1,2 0 141,187 0
ADVANCED ENERGY INDS COM 007973100 238 3,266 SH   DFND 1,2 0 3,266 0
AEROVIRONMENT INC COM 008073108 172 2,096 SH   DFND 1,2 0 2,096 0
AFFILIATED MANAGERS GROUP IN COM 008252108 48 410 SH   DFND 1,2 0 410 0
AFFIRM HLDGS INC COM CL A 00827B106 136 7,526 SH   DFND 1,2 0 7,526 0
AGILENT TECHNOLOGIES INC COM 00846U101 84,565 712,009 SH   DFND 1,2 0 712,009 0
AGILYSYS INC COM 00847J105 88 1,871 SH   DFND 1,2 0 1,871 0
AGREE RLTY CORP COM 008492100 449 6,230 SH   DFND 1,2 0 6,230 0
AIRBNB INC COM CL A 009066101 13,244 148,679 SH   DFND 1,2 0 148,679 0
AIR PRODS & CHEMS INC COM 009158106 34,766 144,570 SH   DFND 1,2 0 144,570 0
AKAMAI TECHNOLOGIES INC COM 00971T101 35,570 389,470 SH   DFND 1,2 0 389,470 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 220 200,000 PRN   DFND 1,2 0 200,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 399 400,000 PRN   DFND 1,2 0 400,000 0
ALAMO GROUP INC COM 011311107 92 792 SH   DFND 1,2 0 792 0
ALARM COM HLDGS INC COM 011642105 241 3,902 SH   DFND 1,2 0 3,902 0
ALBANY INTL CORP CL A 012348108 218 2,762 SH   DFND 1,2 0 2,762 0
ALBEMARLE CORP COM 012653101 23,792 113,848 SH   DFND 1,2 0 113,848 0
ALCOA CORP COM 013872106 2,298 50,426 SH   DFND 1,2 0 50,426 0
ALEXANDER & BALDWIN INC NEW COM 014491104 108 6,014 SH   DFND 1,2 0 6,014 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,081 41,929 SH   DFND 1,2 0 41,929 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 26,391 232,155 SH   DFND 1,2 0 232,155 0
ALIGN TECHNOLOGY INC COM 016255101 23,425 98,977 SH   DFND 1,2 0 98,977 0
ALLEGHANY CORP MD COM 017175100 1,308 1,570 SH   DFND 1,2 0 1,570 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 256 11,265 SH   DFND 1,2 0 11,265 0
ALLEGIANCE BANCSHARES INC COM 01748H107 51 1,359 SH   DFND 1,2 0 1,359 0
ALLEGIANT TRAVEL CO COM 01748X102 152 1,340 SH   DFND 1,2 0 1,340 0
BREAD FINANCIAL HOLDINGS INC COM 018581108 71 1,909 SH   DFND 1,2 0 1,909 0
ALLIANT ENERGY CORP COM 018802108 688 11,736 SH   DFND 1,2 0 11,736 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 167 11,276 SH   DFND 1,2 0 11,276 0
ALLSTATE CORP COM 020002101 91,051 718,467 SH   DFND 1,2 0 718,467 0
ALLY FINL INC COM 02005N100 24,284 724,688 SH   DFND 1,2 0 724,688 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,085 7,439 SH   DFND 1,2 0 7,439 0
ALPHABET INC CAP STK CL C 02079K107 306,545 140,138 SH   DFND 1,2 0 140,138 0
ALPHABET INC CAP STK CL A 02079K305 153,766 70,559 SH   DFND 1,2 0 70,559 0
ALTICE USA INC CL A 02156K103 339 36,685 SH   DFND 1,2 0 36,685 0
ALTRIA GROUP INC COM 02209S103 4,482 107,302 SH   DFND 1,2 0 107,302 0
AMAZON COM INC COM 023135106 266,120 2,505,601 SH   DFND 1,2 0 2,505,601 0
AMBAC FINL GROUP INC COM NEW 023139884 45 3,972 SH   DFND 1,2 0 3,972 0
AMERCO COM 023586100 301 630 SH   DFND 1,2 0 630 0
AMEREN CORP COM 023608102 1,405 15,549 SH   DFND 1,2 0 15,549 0
AMERESCO INC CL A 02361E108 2,434 53,423 SH   DFND 1,2 0 53,423 0
AMERICAN ASSETS TR INC COM 024013104 130 4,375 SH   DFND 1,2 0 4,375 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 71 9,456 SH   DFND 1,2 0 9,456 0
AMERICAN ELEC PWR CO INC COM 025537101 2,929 30,531 SH   DFND 1,2 0 30,531 0
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AMERICAN EQTY INVT LIFE HLD COM 025676206 264 7,230 SH   DFND 1,2 0 7,230 0
AMERICAN EXPRESS CO COM 025816109 37,130 267,851 SH   DFND 1,2 0 267,851 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,080 7,783 SH   DFND 1,2 0 7,783 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,309 36,928 SH   DFND 1,2 0 36,928 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,226 43,532 SH   DFND 1,2 0 43,532 0
AMERICAN PUB ED INC COM 02913V103 27 1,695 SH   DFND 1,2 0 1,695 0
AMER STATES WTR CO COM 029899101 314 3,858 SH   DFND 1,2 0 3,858 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,442 278,414 SH   DFND 1,2 0 278,414 0
AMERICAN TOWER CORP NEW COM 03027X100 44,094 172,520 SH   DFND 1,2 0 172,520 0
AMERICAN VANGUARD CORP COM 030371108 49 2,191 SH   DFND 1,2 0 2,191 0
AMERICAN WTR WKS CO INC NEW COM 030420103 64,724 435,064 SH   DFND 1,2 0 435,064 0
AMERICAN WOODMARK CORPORATIO COM 030506109 76 1,694 SH   DFND 1,2 0 1,694 0
AMERICAS CAR-MART INC COM 03062T105 49 490 SH   DFND 1,2 0 490 0
AMERICOLD REALTY TRUST INC COM 03064D108 2,664 88,681 SH   DFND 1,2 0 88,681 0
AMERISAFE INC COM 03071H100 117 2,254 SH   DFND 1,2 0 2,254 0
AMERISOURCEBERGEN CORP COM 03073E105 54,680 386,487 SH   DFND 1,2 0 386,487 0
AMERIPRISE FINL INC COM 03076C106 11,644 48,990 SH   DFND 1,2 0 48,990 0
AMERIS BANCORP COM 03076K108 221 5,512 SH   DFND 1,2 0 5,512 0
AMETEK INC COM 031100100 34,597 314,829 SH   DFND 1,2 0 314,829 0
AMGEN INC COM 031162100 67,790 278,628 SH   DFND 1,2 0 278,628 0
AMKOR TECHNOLOGY INC COM 031652100 1,017 59,972 SH   DFND 1,2 0 59,972 0
AMPHENOL CORP NEW CL A 032095101 50,194 779,659 SH   DFND 1,2 0 779,659 0
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ANALOG DEVICES INC COM 032654105 33,130 226,776 SH   DFND 1,2 0 226,776 0
ANDERSONS INC COM 034164103 93 2,833 SH   DFND 1,2 0 2,833 0
ANGIODYNAMICS INC COM 03475V101 66 3,433 SH   DFND 1,2 0 3,433 0
ANIKA THERAPEUTICS INC COM 035255108 24 1,060 SH   DFND 1,2 0 1,060 0
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ANSYS INC COM 03662Q105 9,611 40,165 SH   DFND 1,2 0 40,165 0
ELEVANCE HEALTH INC COM 036752103 154,237 319,610 SH   DFND 1,2 0 319,610 0
APA CORPORATION COM 03743Q108 434 12,426 SH   DFND 1,2 0 12,426 0
APOGEE ENTERPRISES INC COM 037598109 81 2,060 SH   DFND 1,2 0 2,060 0
APOLLO COML REAL EST FIN INC COM 03762U105 115 11,012 SH   DFND 1,2 0 11,012 0
APOLLO MED HLDGS INC COM NEW 03763A207 131 3,399 SH   DFND 1,2 0 3,399 0
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APPLE INC COM 037833100 730,527 5,343,233 SH   DFND 1,2 0 5,343,233 0
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APPLIED MATLS INC COM 038222105 42,601 468,251 SH   DFND 1,2 0 468,251 0
ARAMARK COM 03852U106 103 3,378 SH   DFND 1,2 0 3,378 0
ARCBEST CORP COM 03937C105 167 2,374 SH   DFND 1,2 0 2,374 0
ARCHER DANIELS MIDLAND CO COM 039483102 20,487 264,005 SH   DFND 1,2 0 264,005 0
ARCHROCK INC COM 03957W106 96 11,555 SH   DFND 1,2 0 11,555 0
ARCOSA INC COM 039653100 482 10,383 SH   DFND 1,2 0 10,383 0
ARCONIC CORPORATION COM 03966V107 628 22,394 SH   DFND 1,2 0 22,394 0
ARCUS BIOSCIENCES INC COM 03969F109 102 4,028 SH   DFND 1,2 0 4,028 0
ARISTA NETWORKS INC COM 040413106 21,824 232,815 SH   DFND 1,2 0 232,815 0
ARLO TECHNOLOGIES INC COM 04206A101 46 7,322 SH   DFND 1,2 0 7,322 0
ARMADA HOFFLER PPTYS INC COM 04208T108 69 5,380 SH   DFND 1,2 0 5,380 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 57 8,088 SH   DFND 1,2 0 8,088 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100 3,619 328,741 SH   DFND 1,2 0 328,741 0
ARROW ELECTRS INC COM 042735100 831 7,412 SH   DFND 1,2 0 7,412 0
ARTESIAN RES CORP CL A 043113208 6,072 123,484 SH   DFND 1,2 0 123,484 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 318 1,877 SH   DFND 1,2 0 1,877 0
ASSURANT INC COM 04621X108 1,099 6,358 SH   DFND 1,2 0 6,358 0
ASTEC INDS INC COM 046224101 77 1,891 SH   DFND 1,2 0 1,891 0
ASTRAZENECA PLC SPONSORED ADR 046353108 720 10,903 SH   DFND 1,2 0 10,903 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 142 2,308 SH   DFND 1,2 0 2,308 0
ATMOS ENERGY CORP COM 049560105 1,086 9,689 SH   DFND 1,2 0 9,689 0
AUTODESK INC COM 052769106 20,772 120,795 SH   DFND 1,2 0 120,795 0
AUTOHOME INC SP ADS RP CL A 05278C107 4,428 112,578 SH   DFND 1,2 0 112,578 0
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AVALARA INC COM 05338G106 477 6,751 SH   DFND 1,2 0 6,751 0
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AVANOS MED INC COM 05350V106 113 4,125 SH   DFND 1,2 0 4,125 0
AVANTOR INC COM 05352A100 20,267 651,661 SH   DFND 1,2 0 651,661 0
AVERY DENNISON CORP COM 053611109 16,884 104,304 SH   DFND 1,2 0 104,304 0
AVID BIOSERVICES INC COM 05368M106 82 5,384 SH   DFND 1,2 0 5,384 0
AVISTA CORP COM 05379B107 271 6,235 SH   DFND 1,2 0 6,235 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 173 3,149 SH   DFND 1,2 0 3,149 0
AXOS FINANCIAL INC COM 05465C100 172 4,798 SH   DFND 1,2 0 4,798 0
B & G FOODS INC NEW COM 05508R106 135 5,673 SH   DFND 1,2 0 5,673 0
B. RILEY FINANCIAL INC COM 05580M108 68 1,610 SH   DFND 1,2 0 1,610 0
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BAIDU INC SPON ADR REP A 056752108 33,500 225,243 SH   DFND 1,2 0 225,243 0
BAKER HUGHES COMPANY CL A 05722G100 2,165 74,981 SH   DFND 1,2 0 74,981 0
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BALL CORP COM 058498106 1,237 17,987 SH   DFND 1,2 0 17,987 0
BANCFIRST CORP COM 05945F103 371 3,879 SH   DFND 1,2 0 3,879 0
BANCO DE CHILE SPONSORED ADS 059520106 434 23,810 SH   DFND 1,2 0 23,810 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 110 6,771 SH   DFND 1,2 0 6,771 0
BANCORP INC DEL COM 05969A105 101 5,160 SH   DFND 1,2 0 5,160 0
BANC OF CALIFORNIA INC COM 05990K106 99 5,645 SH   DFND 1,2 0 5,645 0
BK OF AMERICA CORP COM 060505104 111,426 3,579,372 SH   DFND 1,2 0 3,579,372 0
BANK NEW YORK MELLON CORP COM 064058100 2,610 62,585 SH   DFND 1,2 0 62,585 0
BANKUNITED INC COM 06652K103 260 7,321 SH   DFND 1,2 0 7,321 0
BANNER CORP COM NEW 06652V208 151 2,692 SH   DFND 1,2 0 2,692 0
BAOZUN INC SPONSORED ADR 06684L103 1,336 122,080 SH   DFND 1,2 0 122,080 0
BARNES GROUP INC COM 067806109 127 4,066 SH   DFND 1,2 0 4,066 0
BATH & BODY WORKS INC COM 070830104 1,633 60,661 SH   DFND 1,2 0 60,661 0
BAXTER INTL INC COM 071813109 6,431 100,126 SH   DFND 1,2 0 100,126 0
BECTON DICKINSON & CO COM 075887109 28,982 117,560 SH   DFND 1,2 0 117,560 0
BED BATH & BEYOND INC COM 075896100 45 9,010 SH   DFND 1,2 0 9,010 0
BEIGENE LTD SPONSORED ADR 07725L102 2,351 14,523 SH   DFND 1,2 0 14,523 0
BENCHMARK ELECTRS INC COM 08160H101 65 2,873 SH   DFND 1,2 0 2,873 0
BENTLEY SYS INC COM CL B 08265T208 1,174 35,249 SH   DFND 1,2 0 35,249 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 262 300,000 PRN   DFND 1,2 0 300,000 0
BERKLEY W R CORP COM 084423102 15,280 223,844 SH   DFND 1,2 0 223,844 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 80,629 295,323 SH   DFND 1,2 0 295,323 0
BERKSHIRE HILLS BANCORP INC COM 084680107 96 3,857 SH   DFND 1,2 0 3,857 0
BEST BUY INC COM 086516101 4,514 69,249 SH   DFND 1,2 0 69,249 0
BEYOND MEAT INC COM 08862E109 1,743 72,798 SH   DFND 1,2 0 72,798 0
BIG LOTS INC COM 089302103 59 2,817 SH   DFND 1,2 0 2,817 0
BILIBILI INC SPONS ADS REP Z 090040106 8,993 351,288 SH   DFND 1,2 0 351,288 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8 417 400,000 PRN   DFND 1,2 0 400,000 0
BILL COM HLDGS INC COM 090043100 9,994 90,907 SH   DFND 1,2 0 90,907 0
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BIO RAD LABS INC CL A 090572207 787 1,590 SH   DFND 1,2 0 1,590 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 18,881 227,840 SH   DFND 1,2 0 227,840 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 198 200,000 PRN   DFND 1,2 0 200,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 300 300,000 PRN   DFND 1,2 0 300,000 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 36 2,575 SH   DFND 1,2 0 2,575 0
BIOGEN INC COM 09062X103 6,352 31,145 SH   DFND 1,2 0 31,145 0
BIO-TECHNE CORP COM 09073M104 872 2,515 SH   DFND 1,2 0 2,515 0
BJS RESTAURANTS INC COM 09180C106 43 1,976 SH   DFND 1,2 0 1,976 0
BLACK KNIGHT INC COM 09215C105 1,769 27,054 SH   DFND 1,2 0 27,054 0
BLACKROCK INC COM 09247X101 19,040 31,262 SH   DFND 1,2 0 31,262 0
BLACKSTONE INC COM 09260D107 41,743 457,561 SH   DFND 1,2 0 457,561 0
BLOOM ENERGY CORP COM CL A 093712107 5,676 343,980 SH   DFND 1,2 0 343,980 0
BLOOMIN BRANDS INC COM 094235108 124 7,457 SH   DFND 1,2 0 7,457 0
BLUCORA INC COM 095229100 74 4,013 SH   DFND 1,2 0 4,013 0
BOEING CO COM 097023105 4,752 34,760 SH   DFND 1,2 0 34,760 0
BOISE CASCADE CO DEL COM 09739D100 211 3,553 SH   DFND 1,2 0 3,553 0
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BOOT BARN HLDGS INC COM 099406100 183 2,650 SH   DFND 1,2 0 2,650 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 749 8,290 SH   DFND 1,2 0 8,290 0
BORGWARNER INC COM 099724106 9,345 280,045 SH   DFND 1,2 0 280,045 0
BOSTON PROPERTIES INC COM 101121101 3,505 39,391 SH   DFND 1,2 0 39,391 0
BOSTON SCIENTIFIC CORP COM 101137107 138,397 3,713,369 SH   DFND 1,2 0 3,713,369 0
BOYD GAMING CORP COM 103304101 741 14,889 SH   DFND 1,2 0 14,889 0
BRADY CORP CL A 104674106 196 4,151 SH   DFND 1,2 0 4,151 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 142 14,684 SH   DFND 1,2 0 14,684 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 8,280 97,969 SH   DFND 1,2 0 97,969 0
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BRINKER INTL INC COM 109641100 90 4,076 SH   DFND 1,2 0 4,076 0
BRISTOL-MYERS SQUIBB CO COM 110122108 237,542 3,084,956 SH   DFND 1,2 0 3,084,956 0
BRISTOW GROUP INC COM 11040G103 47 2,020 SH   DFND 1,2 0 2,020 0
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BROADCOM INC COM 11135F101 33,456 68,867 SH   DFND 1,2 0 68,867 0
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BROWN & BROWN INC COM 115236101 1,594 27,320 SH   DFND 1,2 0 27,320 0
BROWN FORMAN CORP CL B 115637209 4,882 69,581 SH   DFND 1,2 0 69,581 0
BRUKER CORP COM 116794108 728 11,605 SH   DFND 1,2 0 11,605 0
BRUNSWICK CORP COM 117043109 379 5,799 SH   DFND 1,2 0 5,799 0
BUCKLE INC COM 118440106 95 3,439 SH   DFND 1,2 0 3,439 0
BURLINGTON STORES INC COM 122017106 1,987 14,587 SH   DFND 1,2 0 14,587 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 202 200,000 PRN   DFND 1,2 0 200,000 0
CBOE GLOBAL MKTS INC COM 12503M108 1,318 11,643 SH   DFND 1,2 0 11,643 0
CBRE GROUP INC CL A 12504L109 5,259 71,446 SH   DFND 1,2 0 71,446 0
CDW CORP COM 12514G108 56,103 356,074 SH   DFND 1,2 0 356,074 0
CF INDS HLDGS INC COM 125269100 8,236 96,073 SH   DFND 1,2 0 96,073 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,920 48,533 SH   DFND 1,2 0 48,533 0
CIGNA CORP NEW COM 125523100 19,922 75,599 SH   DFND 1,2 0 75,599 0
CME GROUP INC COM 12572Q105 24,477 119,574 SH   DFND 1,2 0 119,574 0
CMS ENERGY CORP COM 125896100 1,378 20,412 SH   DFND 1,2 0 20,412 0
CSG SYS INTL INC COM 126349109 702 11,763 SH   DFND 1,2 0 11,763 0
CSX CORP COM 126408103 4,503 154,948 SH   DFND 1,2 0 154,948 0
CTS CORP COM 126501105 91 2,677 SH   DFND 1,2 0 2,677 0
CVB FINL CORP COM 126600105 281 11,330 SH   DFND 1,2 0 11,330 0
CVS HEALTH CORP COM 126650100 81,976 884,693 SH   DFND 1,2 0 884,693 0
CABLE ONE INC COM 12685J105 5,816 4,511 SH   DFND 1,2 0 4,511 0
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CACI INTL INC CL A 127190304 2,649 9,400 SH   DFND 1,2 0 9,400 0
CADENCE DESIGN SYSTEM INC COM 127387108 34,910 232,689 SH   DFND 1,2 0 232,689 0
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CAL MAINE FOODS INC COM NEW 128030202 162 3,279 SH   DFND 1,2 0 3,279 0
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CALIFORNIA WTR SVC GROUP COM 130788102 26,847 483,300 SH   DFND 1,2 0 483,300 0
CALLON PETE CO DEL COM 13123X508 168 4,288 SH   DFND 1,2 0 4,288 0
CAMDEN PPTY TR SH BEN INT 133131102 1,986 14,769 SH   DFND 1,2 0 14,769 0
CAMPBELL SOUP CO COM 134429109 6,342 131,993 SH   DFND 1,2 0 131,993 0
CAPITAL ONE FINL CORP COM 14040H105 4,834 46,392 SH   DFND 1,2 0 46,392 0
CAPITOL FED FINL INC COM 14057J101 191 20,760 SH   DFND 1,2 0 20,760 0
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CARMAX INC COM 143130102 2,164 23,921 SH   DFND 1,2 0 23,921 0
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CARPENTER TECHNOLOGY CORP COM 144285103 122 4,384 SH   DFND 1,2 0 4,384 0
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CARS COM INC COM 14575E105 51 5,450 SH   DFND 1,2 0 5,450 0
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CATALENT INC COM 148806102 21,625 201,560 SH   DFND 1,2 0 201,560 0
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CATO CORP NEW CL A 149205106 16 1,377 SH   DFND 1,2 0 1,377 0
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CENTENE CORP DEL COM 15135B101 3,632 42,922 SH   DFND 1,2 0 42,922 0
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CENTRAL GARDEN & PET CO COM 153527106 97 2,296 SH   DFND 1,2 0 2,296 0
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CEVA INC COM 157210105 64 1,920 SH   DFND 1,2 0 1,920 0
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CHANGE HEALTHCARE INC COM 15912K100 1,930 83,677 SH   DFND 1,2 0 83,677 0
CHARLES RIV LABS INTL INC COM 159864107 665 3,107 SH   DFND 1,2 0 3,107 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,538 7,551 SH   DFND 1,2 0 7,551 0
CHATHAM LODGING TR COM 16208T102 40 3,873 SH   DFND 1,2 0 3,873 0
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CHENIERE ENERGY INC COM NEW 16411R208 34,303 257,859 SH   DFND 1,2 0 257,859 0
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CHEVRON CORP NEW COM 166764100 73,160 505,317 SH   DFND 1,2 0 505,317 0
CHEWY INC CL A 16679L109 159 4,590 SH   DFND 1,2 0 4,590 0
CHICOS FAS INC COM 168615102 51 10,231 SH   DFND 1,2 0 10,231 0
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CHIMERA INVT CORP COM NEW 16934Q208 2,351 266,592 SH   DFND 1,2 0 266,592 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 305 300,000 PRN   DFND 1,2 0 300,000 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,618 2,003 SH   DFND 1,2 0 2,003 0
CHURCH & DWIGHT CO INC COM 171340102 3,067 33,099 SH   DFND 1,2 0 33,099 0
CHUYS HLDGS INC COM 171604101 41 2,081 SH   DFND 1,2 0 2,081 0
CIENA CORP COM NEW 171779309 2,104 46,046 SH   DFND 1,2 0 46,046 0
CINCINNATI FINL CORP COM 172062101 1,363 11,457 SH   DFND 1,2 0 11,457 0
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CIRCOR INTL INC COM 17273K109 28 1,735 SH   DFND 1,2 0 1,735 0
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CINTAS CORP COM 172908105 1,762 4,716 SH   DFND 1,2 0 4,716 0
CITIGROUP INC COM NEW 172967424 5,654 122,931 SH   DFND 1,2 0 122,931 0
CITIZENS FINL GROUP INC COM 174610105 47,088 1,319,353 SH   DFND 1,2 0 1,319,353 0
CITRIX SYS INC COM 177376100 65,346 672,490 SH   DFND 1,2 0 672,490 0
CITY HLDG CO COM 177835105 84 1,055 SH   DFND 1,2 0 1,055 0
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CLEARWATER PAPER CORP COM 18538R103 47 1,383 SH   DFND 1,2 0 1,383 0
CLEVELAND-CLIFFS INC NEW COM 185899101 280 18,200 SH   DFND 1,2 0 18,200 0
CLOROX CO DEL COM 189054109 24,466 173,540 SH   DFND 1,2 0 173,540 0
CLOUDFLARE INC CL A COM 18915M107 18,076 413,173 SH   DFND 1,2 0 413,173 0
COCA COLA CONS INC COM 191098102 248 439 SH   DFND 1,2 0 439 0
COCA COLA CO COM 191216100 131,107 2,084,036 SH   DFND 1,2 0 2,084,036 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 233 3,829 SH   DFND 1,2 0 3,829 0
COGNEX CORP COM 192422103 1,648 38,747 SH   DFND 1,2 0 38,747 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,888 131,690 SH   DFND 1,2 0 131,690 0
COHERUS BIOSCIENCES INC COM 19249H103 40 5,499 SH   DFND 1,2 0 5,499 0
COHU INC COM 192576106 116 4,181 SH   DFND 1,2 0 4,181 0
COINBASE GLOBAL INC COM CL A 19260Q107 452 9,617 SH   DFND 1,2 0 9,617 0
COLGATE PALMOLIVE CO COM 194162103 22,727 283,595 SH   DFND 1,2 0 283,595 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 59 3,355 SH   DFND 1,2 0 3,355 0
COLUMBIA BKG SYS INC COM 197236102 192 6,710 SH   DFND 1,2 0 6,710 0
COLUMBIA SPORTSWEAR CO COM 198516106 305 4,258 SH   DFND 1,2 0 4,258 0
COMFORT SYS USA INC COM 199908104 284 3,416 SH   DFND 1,2 0 3,416 0
COMCAST CORP NEW CL A 20030N101 75,334 1,919,828 SH   DFND 1,2 0 1,919,828 0
COMERICA INC COM 200340107 153 2,089 SH   DFND 1,2 0 2,089 0
COMMERCE BANCSHARES INC COM 200525103 13,467 205,130 SH   DFND 1,2 0 205,130 0
COMMUNITY BK SYS INC COM 203607106 278 4,401 SH   DFND 1,2 0 4,401 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 44 11,784 SH   DFND 1,2 0 11,784 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 66 1,832 SH   DFND 1,2 0 1,832 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 32 2,531 SH   DFND 1,2 0 2,531 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 34 5,205 SH   DFND 1,2 0 5,205 0
COMPASS MINERALS INTL INC COM 20451N101 108 3,044 SH   DFND 1,2 0 3,044 0
COMPUTER PROGRAMS & SYS INC COM 205306103 55 1,723 SH   DFND 1,2 0 1,723 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 18 2,038 SH   DFND 1,2 0 2,038 0
CONAGRA BRANDS INC COM 205887102 800 23,378 SH   DFND 1,2 0 23,378 0
CONCENTRIX CORP COM 20602D101 360 2,655 SH   DFND 1,2 0 2,655 0
CONMED CORP COM 207410101 261 2,726 SH   DFND 1,2 0 2,726 0
CONNS INC COM 208242107 16 1,962 SH   DFND 1,2 0 1,962 0
CONOCOPHILLIPS COM 20825C104 77,721 865,399 SH   DFND 1,2 0 865,399 0
CONSENSUS CLOUD SOLUTIONS IN COM 20848V105 63 1,441 SH   DFND 1,2 0 1,441 0
CONSOL ENERGY INC NEW COM 20854L108 143 2,899 SH   DFND 1,2 0 2,899 0
CONSOLIDATED COMM HLDGS INC COM 209034107 43 6,214 SH   DFND 1,2 0 6,214 0
CONSOLIDATED EDISON INC COM 209115104 3,880 40,796 SH   DFND 1,2 0 40,796 0
CONSTELLATION BRANDS INC CL A 21036P108 52,310 224,448 SH   DFND 1,2 0 224,448 0
CONSTELLATION ENERGY CORP COM 21037T109 24,210 422,813 SH   DFND 1,2 0 422,813 0
COOPER COS INC COM NEW 216648402 21,020 67,130 SH   DFND 1,2 0 67,130 0
COPART INC COM 217204106 1,425 13,113 SH   DFND 1,2 0 13,113 0
CORCEPT THERAPEUTICS INC COM 218352102 202 8,480 SH   DFND 1,2 0 8,480 0
CORNING INC COM 219350105 3,995 126,783 SH   DFND 1,2 0 126,783 0
CORSAIR GAMING INC COM 22041X102 37 2,819 SH   DFND 1,2 0 2,819 0
CORTEVA INC COM 22052L104 8,745 161,518 SH   DFND 1,2 0 161,518 0
CORVEL CORP COM 221006109 135 920 SH   DFND 1,2 0 920 0
COSTCO WHSL CORP NEW COM 22160K105 21,130 44,087 SH   DFND 1,2 0 44,087 0
COSTAR GROUP INC COM 22160N109 15,966 264,288 SH   DFND 1,2 0 264,288 0
COUPA SOFTWARE INC COM 22266L106 1,198 20,980 SH   DFND 1,2 0 20,980 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 251 300,000 PRN   DFND 1,2 0 300,000 0
COUSINS PPTYS INC COM NEW 222795502 1,779 60,875 SH   DFND 1,2 0 60,875 0
COVETRUS INC COM 22304C100 416 20,038 SH   DFND 1,2 0 20,038 0
CRANE HLDGS CO COM 224441105 2,491 28,453 SH   DFND 1,2 0 28,453 0
CRITEO S A SPONS ADS 226718104 7,313 299,720 SH   DFND 1,2 0 299,720 0
CROSS CTRY HEALTHCARE INC COM 227483104 65 3,124 SH   DFND 1,2 0 3,124 0
CROWDSTRIKE HLDGS INC CL A 22788C105 45,911 272,370 SH   DFND 1,2 0 272,370 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,455 32,397 SH   DFND 1,2 0 32,397 0
CROWN HLDGS INC COM 228368106 4,102 44,504 SH   DFND 1,2 0 44,504 0
ARTIVION INC COM 228903100 63 3,311 SH   DFND 1,2 0 3,311 0
CUMMINS INC COM 231021106 5,015 25,911 SH   DFND 1,2 0 25,911 0
CURTISS WRIGHT CORP COM 231561101 110 833 SH   DFND 1,2 0 833 0
CUSTOMERS BANCORP INC COM 23204G100 89 2,634 SH   DFND 1,2 0 2,634 0
CUTERA INC COM 232109108 58 1,550 SH   DFND 1,2 0 1,550 0
CYTOKINETICS INC COM NEW 23282W605 255 6,479 SH   DFND 1,2 0 6,479 0
DMC GLOBAL INC COM 23291C103 32 1,784 SH   DFND 1,2 0 1,784 0
D R HORTON INC COM 23331A109 1,991 30,075 SH   DFND 1,2 0 30,075 0
DTE ENERGY CO COM 233331107 1,528 12,052 SH   DFND 1,2 0 12,052 0
DXP ENTERPRISES INC COM NEW 233377407 42 1,375 SH   DFND 1,2 0 1,375 0
DANAHER CORPORATION COM 235851102 240,564 948,894 SH   DFND 1,2 0 948,894 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 5,490 76,917 SH   DFND 1,2 0 76,917 0
DARDEN RESTAURANTS INC COM 237194105 887 7,844 SH   DFND 1,2 0 7,844 0
DARLING INGREDIENTS INC COM 237266101 1,471 24,595 SH   DFND 1,2 0 24,595 0
DATADOG INC CL A COM 23804L103 18,507 194,319 SH   DFND 1,2 0 194,319 0
DAVE & BUSTERS ENTMT INC COM 238337109 141 4,289 SH   DFND 1,2 0 4,289 0
DAVITA INC COM 23918K108 2,074 25,941 SH   DFND 1,2 0 25,941 0
DEERE & CO COM 244199105 16,629 55,527 SH   DFND 1,2 0 55,527 0
DELEK US HLDGS INC NEW COM 24665A103 435 16,848 SH   DFND 1,2 0 16,848 0
DELL TECHNOLOGIES INC CL C 24703L202 67,462 1,459,910 SH   DFND 1,2 0 1,459,910 0
DELTA AIR LINES INC DEL COM NEW 247361702 21,431 739,776 SH   DFND 1,2 0 739,776 0
DELUXE CORP COM 248019101 78 3,615 SH   DFND 1,2 0 3,615 0
DENTSPLY SIRONA INC COM 24906P109 84 2,341 SH   DFND 1,2 0 2,341 0
DESIGNER BRANDS INC CL A 250565108 71 5,431 SH   DFND 1,2 0 5,431 0
DEVON ENERGY CORP NEW COM 25179M103 3,727 67,629 SH   DFND 1,2 0 67,629 0
DEXCOM INC COM 252131107 29,339 393,650 SH   DFND 1,2 0 393,650 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 366 400,000 PRN   DFND 1,2 0 400,000 0
DIAMONDROCK HOSPITALITY CO COM 252784301 153 18,627 SH   DFND 1,2 0 18,627 0
DIAMONDBACK ENERGY INC COM 25278X109 1,210 9,987 SH   DFND 1,2 0 9,987 0
DIEBOLD NIXDORF INC COM STK 253651103 14 6,272 SH   DFND 1,2 0 6,272 0
DIGI INTL INC COM 253798102 68 2,814 SH   DFND 1,2 0 2,814 0
DIGITAL RLTY TR INC COM 253868103 21,457 165,271 SH   DFND 1,2 0 165,271 0
DILLARDS INC CL A 254067101 276 1,253 SH   DFND 1,2 0 1,253 0
DIME CMNTY BANCSHARES INC COM 25432X102 81 2,734 SH   DFND 1,2 0 2,734 0
DINE BRANDS GLOBAL INC COM 254423106 97 1,488 SH   DFND 1,2 0 1,488 0
DIODES INC COM 254543101 321 4,973 SH   DFND 1,2 0 4,973 0
DISNEY WALT CO COM 254687106 181,317 1,920,729 SH   DFND 1,2 0 1,920,729 0
DISCOVER FINL SVCS COM 254709108 32,748 346,247 SH   DFND 1,2 0 346,247 0
DISH NETWORK CORPORATION CL A 25470M109 641 35,747 SH   DFND 1,2 0 35,747 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 352 500,000 PRN   DFND 1,2 0 500,000 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 35 19,279 SH   DFND 1,2 0 19,279 0
DOCUSIGN INC COM 256163106 1,811 31,568 SH   DFND 1,2 0 31,568 0
DOLLAR GEN CORP NEW COM 256677105 9,391 38,261 SH   DFND 1,2 0 38,261 0
DOLLAR TREE INC COM 256746108 2,201 14,122 SH   DFND 1,2 0 14,122 0
DOMINION ENERGY INC COM 25746U109 3,263 40,887 SH   DFND 1,2 0 40,887 0
DOMINOS PIZZA INC COM 25754A201 3,771 9,677 SH   DFND 1,2 0 9,677 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 73 2,500 SH   DFND 1,2 0 2,500 0
DOORDASH INC CL A 25809K105 12,046 187,719 SH   DFND 1,2 0 187,719 0
DORMAN PRODS INC COM 258278100 292 2,659 SH   DFND 1,2 0 2,659 0
DOUGLAS ELLIMAN INC COM 25961D105 28 5,843 SH   DFND 1,2 0 5,843 0
DOVER CORP COM 260003108 75,172 619,619 SH   DFND 1,2 0 619,619 0
DOW INC COM 260557103 38,621 748,332 SH   DFND 1,2 0 748,332 0
DRAFTKINGS INC NEW COM CL A 26142V105 46 3,924 SH   DFND 1,2 0 3,924 0
DRIL-QUIP INC COM 262037104 84 3,265 SH   DFND 1,2 0 3,265 0
DROPBOX INC CL A 26210C104 779 37,111 SH   DFND 1,2 0 37,111 0
DROPBOX INC NOTE 3/0 26210CAC8 271 300,000 PRN   DFND 1,2 0 300,000 0
DROPBOX INC NOTE 3/0 26210CAD6 176 200,000 PRN   DFND 1,2 0 200,000 0
DUKE REALTY CORP COM NEW 264411505 15,273 277,944 SH   DFND 1,2 0 277,944 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,281 39,927 SH   DFND 1,2 0 39,927 0
DUPONT DE NEMOURS INC COM 26614N102 8,711 156,722 SH   DFND 1,2 0 156,722 0
DYNATRACE INC COM NEW 268150109 527 13,361 SH   DFND 1,2 0 13,361 0
E L F BEAUTY INC COM 26856L103 120 3,925 SH   DFND 1,2 0 3,925 0
EL POLLO LOCO HLDGS INC COM 268603107 27 2,711 SH   DFND 1,2 0 2,711 0
EOG RES INC COM 26875P101 7,705 69,764 SH   DFND 1,2 0 69,764 0
EQT CORP COM 26884L109 454 13,205 SH   DFND 1,2 0 13,205 0
EAGLE BANCORP INC MD COM 268948106 112 2,369 SH   DFND 1,2 0 2,369 0
EAGLE PHARMACEUTICALS INC COM 269796108 41 933 SH   DFND 1,2 0 933 0
EASTERLY GOVT PPTYS INC COM 27616P103 2,053 107,821 SH   DFND 1,2 0 107,821 0
EASTGROUP PPTYS INC COM 277276101 2,238 14,499 SH   DFND 1,2 0 14,499 0
EASTMAN CHEM CO COM 277432100 138 1,542 SH   DFND 1,2 0 1,542 0
EBAY INC. COM 278642103 69,306 1,663,216 SH   DFND 1,2 0 1,663,216 0
EBIX INC COM NEW 278715206 35 2,065 SH   DFND 1,2 0 2,065 0
ECOLAB INC COM 278865100 32,266 209,847 SH   DFND 1,2 0 209,847 0
EDGEWELL PERS CARE CO COM 28035Q102 159 4,598 SH   DFND 1,2 0 4,598 0
EDISON INTL COM 281020107 2,963 46,850 SH   DFND 1,2 0 46,850 0
EDWARDS LIFESCIENCES CORP COM 28176E108 83,629 879,472 SH   DFND 1,2 0 879,472 0
EHEALTH INC COM 28238P109 20 2,108 SH   DFND 1,2 0 2,108 0
8X8 INC NEW COM 282914100 55 10,624 SH   DFND 1,2 0 10,624 0
ELANCO ANIMAL HEALTH INC COM 28414H103 1,978 100,780 SH   DFND 1,2 0 100,780 0
ELECTRONIC ARTS INC COM 285512109 44,892 369,027 SH   DFND 1,2 0 369,027 0
ELLINGTON FINANCIAL INC COM 28852N109 66 4,531 SH   DFND 1,2 0 4,531 0
EMBECTA CORP COMMON STOCK 29082K105 244 9,645 SH   DFND 1,2 0 9,645 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 143 4,614 SH   DFND 1,2 0 4,614 0
EMERSON ELEC CO COM 291011104 3,633 45,675 SH   DFND 1,2 0 45,675 0
ASPEN TECHNOLOGY INC COM 29109X106 1,036 5,641 SH   DFND 1,2 0 5,641 0
EMPLOYERS HLDGS INC COM 292218104 92 2,203 SH   DFND 1,2 0 2,203 0
ENANTA PHARMACEUTICALS INC COM 29251M106 75 1,586 SH   DFND 1,2 0 1,586 0
ENCORE CAP GROUP INC COM 292554102 124 2,138 SH   DFND 1,2 0 2,138 0
ENCORE WIRE CORP COM 292562105 179 1,718 SH   DFND 1,2 0 1,718 0
ENERGY RECOVERY INC COM 29270J100 16,105 829,301 SH   DFND 1,2 0 829,301 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 97 5,113 SH   DFND 1,2 0 5,113 0
ENPHASE ENERGY INC COM 29355A107 7,371 37,751 SH   DFND 1,2 0 37,751 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 197 200,000 PRN   DFND 1,2 0 200,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 299 300,000 PRN   DFND 1,2 0 300,000 0
ENPRO INDS INC COM 29355X107 144 1,753 SH   DFND 1,2 0 1,753 0
ENOVA INTL INC COM 29357K103 82 2,846 SH   DFND 1,2 0 2,846 0
ENSIGN GROUP INC COM 29358P101 352 4,789 SH   DFND 1,2 0 4,789 0
ENTEGRIS INC COM 29362U104 955 10,365 SH   DFND 1,2 0 10,365 0
ENTERGY CORP NEW COM 29364G103 1,111 9,860 SH   DFND 1,2 0 9,860 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 343 400,000 PRN   DFND 1,2 0 400,000 0
EPAM SYS INC COM 29414B104 3,030 10,280 SH   DFND 1,2 0 10,280 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 386 10,005 SH   DFND 1,2 0 10,005 0
EPLUS INC COM 294268107 144 2,714 SH   DFND 1,2 0 2,714 0
EQUIFAX INC COM 294429105 1,567 8,572 SH   DFND 1,2 0 8,572 0
EQUINIX INC COM 29444U700 35,810 54,503 SH   DFND 1,2 0 54,503 0
EQUITABLE HLDGS INC COM 29452E101 582 22,342 SH   DFND 1,2 0 22,342 0
EQUITRANS MIDSTREAM CORP COM 294600101 250 39,257 SH   DFND 1,2 0 39,257 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 956 13,568 SH   DFND 1,2 0 13,568 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,524 90,333 SH   DFND 1,2 0 90,333 0
ERIE INDTY CO CL A 29530P102 741 3,855 SH   DFND 1,2 0 3,855 0
ESCO TECHNOLOGIES INC COM 296315104 212 3,100 SH   DFND 1,2 0 3,100 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 227 10,560 SH   DFND 1,2 0 10,560 0
ESSENTIAL UTILS INC COM 29670G102 779 16,985 SH   DFND 1,2 0 16,985 0
ESSEX PPTY TR INC COM 297178105 3,906 14,938 SH   DFND 1,2 0 14,938 0
ETHAN ALLEN INTERIORS INC COM 297602104 55 2,711 SH   DFND 1,2 0 2,711 0
ETSY INC COM 29786A106 7,687 105,002 SH   DFND 1,2 0 105,002 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 205 200,000 PRN   DFND 1,2 0 200,000 0
EVERGY INC COM 30034W106 695 10,650 SH   DFND 1,2 0 10,650 0
EVERSOURCE ENERGY COM 30040W108 3,484 41,240 SH   DFND 1,2 0 41,240 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 27,735 853,131 SH   DFND 1,2 0 853,131 0
EXACT SCIENCES CORP COM 30063P105 9,498 241,120 SH   DFND 1,2 0 241,120 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 219 300,000 PRN   DFND 1,2 0 300,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 205 300,000 PRN   DFND 1,2 0 300,000 0
EXELON CORP COM 30161N101 9,077 200,289 SH   DFND 1,2 0 200,289 0
EXLSERVICE HOLDINGS INC COM 302081104 442 2,999 SH   DFND 1,2 0 2,999 0
EXPEDIA GROUP INC COM NEW 30212P303 2,732 28,810 SH   DFND 1,2 0 28,810 0
EXPEDITORS INTL WASH INC COM 302130109 8,766 89,940 SH   DFND 1,2 0 89,940 0
EXPONENT INC COM 30214U102 445 4,867 SH   DFND 1,2 0 4,867 0
EXTRA SPACE STORAGE INC COM 30225T102 1,337 7,862 SH   DFND 1,2 0 7,862 0
EXTREME NETWORKS INC COM 30226D106 99 11,150 SH   DFND 1,2 0 11,150 0
EZCORP INC CL A NON VTG 302301106 33 4,429 SH   DFND 1,2 0 4,429 0
EXXON MOBIL CORP COM 30231G102 63,895 746,090 SH   DFND 1,2 0 746,090 0
FMC CORP COM NEW 302491303 13,247 123,790 SH   DFND 1,2 0 123,790 0
FB FINL CORP COM 30257X104 107 2,724 SH   DFND 1,2 0 2,724 0
META PLATFORMS INC CL A 30303M102 93,993 582,902 SH   DFND 1,2 0 582,902 0
FACTSET RESH SYS INC COM 303075105 6,741 17,528 SH   DFND 1,2 0 17,528 0
FTC SOLAR INC COM 30320C103 1,755 484,704 SH   DFND 1,2 0 484,704 0
FAIR ISAAC CORP COM 303250104 447 1,116 SH   DFND 1,2 0 1,116 0
FARO TECHNOLOGIES INC COM 311642102 48 1,557 SH   DFND 1,2 0 1,557 0
FASTENAL CO COM 311900104 6,134 122,881 SH   DFND 1,2 0 122,881 0
FEDERAL SIGNAL CORP COM 313855108 228 6,407 SH   DFND 1,2 0 6,407 0
FEDEX CORP COM 31428X106 13,440 59,283 SH   DFND 1,2 0 59,283 0
F5 INC COM 315616102 16,341 106,778 SH   DFND 1,2 0 106,778 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,934 32,010 SH   DFND 1,2 0 32,010 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 14,363 388,603 SH   DFND 1,2 0 388,603 0
FIFTH THIRD BANCORP COM 316773100 20,750 617,563 SH   DFND 1,2 0 617,563 0
FIRST BANCORP N C COM 318910106 125 3,579 SH   DFND 1,2 0 3,579 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 88 134 SH   DFND 1,2 0 134 0
FIRST COMWLTH FINL CORP PA COM 319829107 92 6,821 SH   DFND 1,2 0 6,821 0
FIRST FINL BANCORP OH COM 320209109 140 7,236 SH   DFND 1,2 0 7,236 0
FIRST FINL BANKSHARES INC COM 32020R109 114 2,899 SH   DFND 1,2 0 2,899 0
FIRST HAWAIIAN INC COM 32051X108 243 10,710 SH   DFND 1,2 0 10,710 0
FIRST INDL RLTY TR INC COM 32054K103 345 7,266 SH   DFND 1,2 0 7,266 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 22,476 155,867 SH   DFND 1,2 0 155,867 0
FIRST SOLAR INC COM 336433107 4,925 72,286 SH   DFND 1,2 0 72,286 0
FISERV INC COM 337738108 7,500 84,295 SH   DFND 1,2 0 84,295 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 188 5,305 SH   DFND 1,2 0 5,305 0
FIRSTENERGY CORP COM 337932107 1,060 27,608 SH   DFND 1,2 0 27,608 0
FIVE9 INC COM 338307101 335 3,679 SH   DFND 1,2 0 3,679 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 295 300,000 PRN   DFND 1,2 0 300,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,020 4,853 SH   DFND 1,2 0 4,853 0
FOOT LOCKER INC COM 344849104 54 2,142 SH   DFND 1,2 0 2,142 0
FORD MTR CO DEL COM 345370860 15,392 1,382,894 SH   DFND 1,2 0 1,382,894 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 642 700,000 PRN   DFND 1,2 0 700,000 0
FORMFACTOR INC COM 346375108 265 6,851 SH   DFND 1,2 0 6,851 0
FORRESTER RESH INC COM 346563109 45 947 SH   DFND 1,2 0 947 0
FORTINET INC COM 34959E109 35,598 629,164 SH   DFND 1,2 0 629,164 0
FORTIVE CORP COM 34959J108 39,130 719,571 SH   DFND 1,2 0 719,571 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 132 2,201 SH   DFND 1,2 0 2,201 0
FORWARD AIR CORP COM 349853101 208 2,267 SH   DFND 1,2 0 2,267 0
FOSSIL GROUP INC COM 34988V106 21 4,130 SH   DFND 1,2 0 4,130 0
FOUR CORNERS PPTY TR INC COM 35086T109 176 6,628 SH   DFND 1,2 0 6,628 0
FOX CORP CL A COM 35137L105 38,247 1,189,277 SH   DFND 1,2 0 1,189,277 0
FOX CORP CL B COM 35137L204 6,226 209,638 SH   DFND 1,2 0 209,638 0
FRANKLIN BSP RLTY TR INC COMMON STOCK 35243J101 77 5,717 SH   DFND 1,2 0 5,717 0
FRANKLIN ELEC INC COM 353514102 19,186 261,883 SH   DFND 1,2 0 261,883 0
FRANKLIN RESOURCES INC COM 354613101 3,387 145,320 SH   DFND 1,2 0 145,320 0
FRANKLIN STR PPTYS CORP COM 35471R106 43 10,425 SH   DFND 1,2 0 10,425 0
FREEPORT-MCMORAN INC CL B 35671D857 2,473 84,513 SH   DFND 1,2 0 84,513 0
FRESHPET INC COM 358039105 1,220 23,520 SH   DFND 1,2 0 23,520 0
FRONTDOOR INC COM 35905A109 152 6,318 SH   DFND 1,2 0 6,318 0
FUELCELL ENERGY INC COM 35952H601 2,021 538,869 SH   DFND 1,2 0 538,869 0
FULGENT GENETICS INC COM 359664109 93 1,709 SH   DFND 1,2 0 1,709 0
FULLER H B CO COM 359694106 273 4,533 SH   DFND 1,2 0 4,533 0
FUTUREFUEL CORP COM 36116M106 24 3,348 SH   DFND 1,2 0 3,348 0
FUTU HLDGS LTD SPON ADS CL A 36118L106 5,493 105,209 SH   DFND 1,2 0 105,209 0
GATX CORP COM 361448103 502 5,329 SH   DFND 1,2 0 5,329 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 143 4,560 SH   DFND 1,2 0 4,560 0
GDS HLDGS LTD SPONSORED ADS 36165L108 3,757 112,532 SH   DFND 1,2 0 112,532 0
G III APPAREL GROUP LTD COM 36237H101 91 4,478 SH   DFND 1,2 0 4,478 0
GMS INC COM 36251C103 165 3,705 SH   DFND 1,2 0 3,705 0
GALLAGHER ARTHUR J & CO COM 363576109 19,110 117,209 SH   DFND 1,2 0 117,209 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,203 48,034 SH   DFND 1,2 0 48,034 0
GANNETT CO INC COM 36472T109 35 11,956 SH   DFND 1,2 0 11,956 0
GARTNER INC COM 366651107 2,414 9,983 SH   DFND 1,2 0 9,983 0
GENERAC HLDGS INC COM 368736104 922 4,379 SH   DFND 1,2 0 4,379 0
GENERAL ELECTRIC CO COM NEW 369604301 4,080 64,084 SH   DFND 1,2 0 64,084 0
GENERAL MLS INC COM 370334104 44,773 593,412 SH   DFND 1,2 0 593,412 0
GENERAL MTRS CO COM 37045V100 17,239 542,799 SH   DFND 1,2 0 542,799 0
GENESCO INC COM 371532102 59 1,183 SH   DFND 1,2 0 1,183 0
GENTEX CORP COM 371901109 91 3,262 SH   DFND 1,2 0 3,262 0
GENUINE PARTS CO COM 372460105 11,305 84,999 SH   DFND 1,2 0 84,999 0
GENWORTH FINL INC COM CL A 37247D106 156 44,149 SH   DFND 1,2 0 44,149 0
GENTHERM INC COM 37253A103 187 3,003 SH   DFND 1,2 0 3,003 0
GETTY RLTY CORP NEW COM 374297109 159 5,984 SH   DFND 1,2 0 5,984 0
GIBRALTAR INDS INC COM 374689107 107 2,772 SH   DFND 1,2 0 2,772 0
GILEAD SCIENCES INC COM 375558103 46,279 748,724 SH   DFND 1,2 0 748,724 0
GLACIER BANCORP INC NEW COM 37637Q105 117 2,457 SH   DFND 1,2 0 2,457 0
GLATFELTER CORPORATION COM 377320106 25 3,600 SH   DFND 1,2 0 3,600 0
GLAUKOS CORP COM 377322102 192 4,232 SH   DFND 1,2 0 4,232 0
GLOBAL NET LEASE INC COM NEW 379378201 109 7,729 SH   DFND 1,2 0 7,729 0
GLOBAL PMTS INC COM 37940X102 5,713 51,638 SH   DFND 1,2 0 51,638 0
GLOBUS MED INC CL A 379577208 718 12,787 SH   DFND 1,2 0 12,787 0
GLOBE LIFE INC COM 37959E102 752 7,717 SH   DFND 1,2 0 7,717 0
GODADDY INC CL A 380237107 1,635 23,508 SH   DFND 1,2 0 23,508 0
GOGO INC COM 38046C109 97 5,984 SH   DFND 1,2 0 5,984 0
GOLDEN ENTMT INC COM 381013101 69 1,743 SH   DFND 1,2 0 1,743 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,455 35,199 SH   DFND 1,2 0 35,199 0
GORMAN RUPP CO COM 383082104 4,958 175,186 SH   DFND 1,2 0 175,186 0
GRAINGER W W INC COM 384802104 2,220 4,885 SH   DFND 1,2 0 4,885 0
GRAND CANYON ED INC COM 38526M106 742 7,876 SH   DFND 1,2 0 7,876 0
GRANITE CONSTR INC COM 387328107 110 3,778 SH   DFND 1,2 0 3,778 0
GRANITE PT MTG TR INC COM STK 38741L107 35 3,628 SH   DFND 1,2 0 3,628 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 802 61,139 SH   DFND 1,2 0 61,139 0
GREEN DOT CORP CL A 39304D102 129 5,120 SH   DFND 1,2 0 5,120 0
GREEN PLAINS INC COM 393222104 130 4,796 SH   DFND 1,2 0 4,796 0
GREENBRIER COS INC COM 393657101 101 2,819 SH   DFND 1,2 0 2,819 0
GREENHILL & CO INC COM 395259104 12 1,345 SH   DFND 1,2 0 1,345 0
GREIF INC CL A 397624107 983 15,766 SH   DFND 1,2 0 15,766 0
GRIFFON CORP COM 398433102 120 4,270 SH   DFND 1,2 0 4,270 0
GROUP 1 AUTOMOTIVE INC COM 398905109 261 1,536 SH   DFND 1,2 0 1,536 0
GUESS INC COM 401617105 57 3,318 SH   DFND 1,2 0 3,318 0
GUIDEWIRE SOFTWARE INC COM 40171V100 477 6,713 SH   DFND 1,2 0 6,713 0
HCA HEALTHCARE INC COM 40412C101 61,598 366,525 SH   DFND 1,2 0 366,525 0
HCI GROUP INC COM 40416E103 46 683 SH   DFND 1,2 0 683 0
HNI CORP COM 404251100 647 18,650 SH   DFND 1,2 0 18,650 0
HP INC COM 40434L105 74,314 2,267,059 SH   DFND 1,2 0 2,267,059 0
HAIN CELESTIAL GROUP INC COM 405217100 22 927 SH   DFND 1,2 0 927 0
HALLIBURTON CO COM 406216101 2,067 65,924 SH   DFND 1,2 0 65,924 0
HALOZYME THERAPEUTICS INC COM 40637H109 580 13,182 SH   DFND 1,2 0 13,182 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 264 300,000 PRN   DFND 1,2 0 300,000 0
HANGER INC COM NEW 41043F208 43 2,973 SH   DFND 1,2 0 2,973 0
HANMI FINL CORP COM NEW 410495204 79 3,502 SH   DFND 1,2 0 3,502 0
HARMONIC INC COM 413160102 77 8,883 SH   DFND 1,2 0 8,883 0
HARMONY BIOSCIENCES HLDGS IN COM 413197104 98 2,003 SH   DFND 1,2 0 2,003 0
HARSCO CORP COM 415864107 50 6,978 SH   DFND 1,2 0 6,978 0
HARTFORD FINL SVCS GROUP INC COM 416515104 19,667 300,584 SH   DFND 1,2 0 300,584 0
HASBRO INC COM 418056107 31,557 385,407 SH   DFND 1,2 0 385,407 0
HAVERTY FURNITURE COS INC COM 419596101 40 1,705 SH   DFND 1,2 0 1,705 0
HAWAIIAN HOLDINGS INC COM 419879101 64 4,488 SH   DFND 1,2 0 4,488 0
HAWKINS INC COM 420261109 58 1,603 SH   DFND 1,2 0 1,603 0
HAYNES INTL INC COM NEW 420877201 45 1,367 SH   DFND 1,2 0 1,367 0
HEALTHCARE SVCS GROUP INC COM 421906108 117 6,738 SH   DFND 1,2 0 6,738 0
HEALTHSTREAM INC COM 42222N103 65 2,989 SH   DFND 1,2 0 2,989 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 598 21,422 SH   DFND 1,2 0 21,422 0
HEARTLAND EXPRESS INC COM 422347104 46 3,289 SH   DFND 1,2 0 3,289 0
HEALTHPEAK PROPERTIES INC COM 42250P103 1,478 57,025 SH   DFND 1,2 0 57,025 0
HEICO CORP NEW COM 422806109 1,341 10,229 SH   DFND 1,2 0 10,229 0
HEICO CORP NEW CL A 422806208 1,097 10,406 SH   DFND 1,2 0 10,406 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 56 1,729 SH   DFND 1,2 0 1,729 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 37 12,092 SH   DFND 1,2 0 12,092 0
HELLO GROUP INC ADS 423403104 4,125 816,872 SH   DFND 1,2 0 816,872 0
HELMERICH & PAYNE INC COM 423452101 414 9,621 SH   DFND 1,2 0 9,621 0
HENRY JACK & ASSOC INC COM 426281101 1,807 10,036 SH   DFND 1,2 0 10,036 0
HERITAGE FINL CORP WASH COM 42722X106 98 3,898 SH   DFND 1,2 0 3,898 0
HERON THERAPEUTICS INC COM 427746102 1,736 622,233 SH   DFND 1,2 0 622,233 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 35 3,617 SH   DFND 1,2 0 3,617 0
HERSHEY CO COM 427866108 62,388 289,962 SH   DFND 1,2 0 289,962 0
HESKA CORP COM RESTRC NEW 42805E306 1,330 14,077 SH   DFND 1,2 0 14,077 0
HESS CORP COM 42809H107 2,487 23,477 SH   DFND 1,2 0 23,477 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,910 1,426,115 SH   DFND 1,2 0 1,426,115 0
HIBBETT INC COM 428567101 56 1,281 SH   DFND 1,2 0 1,281 0
HILLENBRAND INC COM 431571108 257 6,266 SH   DFND 1,2 0 6,266 0
HILLTOP HOLDINGS INC COM 432748101 163 6,118 SH   DFND 1,2 0 6,118 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 29,324 263,136 SH   DFND 1,2 0 263,136 0
HOLOGIC INC COM 436440101 2,169 31,297 SH   DFND 1,2 0 31,297 0
HOME DEPOT INC COM 437076102 55,746 203,254 SH   DFND 1,2 0 203,254 0
HOMESTREET INC COM 43785V102 75 2,177 SH   DFND 1,2 0 2,177 0
HONEYWELL INTL INC COM 438516106 6,853 39,429 SH   DFND 1,2 0 39,429 0
HOPE BANCORP INC COM 43940T109 132 9,559 SH   DFND 1,2 0 9,559 0
HORACE MANN EDUCATORS CORP N COM 440327104 128 3,338 SH   DFND 1,2 0 3,338 0
HORMEL FOODS CORP COM 440452100 1,905 40,214 SH   DFND 1,2 0 40,214 0
HOST HOTELS & RESORTS INC COM 44107P104 3,620 230,867 SH   DFND 1,2 0 230,867 0
HOSTESS BRANDS INC CL A 44109J106 249 11,751 SH   DFND 1,2 0 11,751 0
HOWMET AEROSPACE INC COM 443201108 1,661 52,822 SH   DFND 1,2 0 52,822 0
HUB GROUP INC CL A 443320106 221 3,117 SH   DFND 1,2 0 3,117 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 252 6,622 SH   DFND 1,2 0 6,622 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 119 100,000 PRN   DFND 1,2 0 100,000 0
HUBBELL INC COM 443510607 0 0 SH   DFND 1,2 0 0 0
HUBSPOT INC COM 443573100 12,848 42,734 SH   DFND 1,2 0 42,734 0
HUMANA INC COM 444859102 18,213 38,910 SH   DFND 1,2 0 38,910 0
HUNT J B TRANS SVCS INC COM 445658107 6,814 43,269 SH   DFND 1,2 0 43,269 0
HUNTINGTON BANCSHARES INC COM 446150104 16,396 1,362,902 SH   DFND 1,2 0 1,362,902 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,638 7,518 SH   DFND 1,2 0 7,518 0
HUYA INC ADS REP SHS A 44852D108 24 6,078 SH   DFND 1,2 0 6,078 0
IAC INTERACTIVECORP NEW COM NEW 44891N208 14,054 184,993 SH   DFND 1,2 0 184,993 0
IAA INC COM 449253103 199 6,063 SH   DFND 1,2 0 6,063 0
IPG PHOTONICS CORP COM 44980X109 13,056 138,701 SH   DFND 1,2 0 138,701 0
ISTAR INC COM 45031U101 84 6,109 SH   DFND 1,2 0 6,109 0
IDEX CORP COM 45167R104 31,394 172,844 SH   DFND 1,2 0 172,844 0
IDEXX LABS INC COM 45168D104 28,956 82,558 SH   DFND 1,2 0 82,558 0
ILLINOIS TOOL WKS INC COM 452308109 14,624 80,241 SH   DFND 1,2 0 80,241 0
ILLUMINA INC COM 452327109 15,470 83,914 SH   DFND 1,2 0 83,914 0
ILLUMINA INC NOTE 8/1 452327AK5 382 400,000 PRN   DFND 1,2 0 400,000 0
INCYTE CORP COM 45337C102 505 6,646 SH   DFND 1,2 0 6,646 0
INDEPENDENCE RLTY TR INC COM 45378A106 404 19,480 SH   DFND 1,2 0 19,480 0
INDEPENDENT BK CORP MASS COM 453836108 316 3,981 SH   DFND 1,2 0 3,981 0
INDEPENDENT BANK GROUP INC COM 45384B106 209 3,078 SH   DFND 1,2 0 3,078 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 79 5,625 SH   DFND 1,2 0 5,625 0
INGERSOLL RAND INC COM 45687V106 23,929 568,665 SH   DFND 1,2 0 568,665 0
INGREDION INC COM 457187102 3,645 41,340 SH   DFND 1,2 0 41,340 0
INSIGHT ENTERPRISES INC COM 45765U103 295 3,416 SH   DFND 1,2 0 3,416 0
INSMED INC NOTE 1.750% 1/1 457669AA7 94 100,000 PRN   DFND 1,2 0 100,000 0
INSMED INC NOTE 0.750% 6/0 457669AB5 165 200,000 PRN   DFND 1,2 0 200,000 0
INNOSPEC INC COM 45768S105 229 2,390 SH   DFND 1,2 0 2,390 0
INSTEEL INDS INC COM 45774W108 55 1,631 SH   DFND 1,2 0 1,631 0
INOGEN INC COM 45780L104 42 1,733 SH   DFND 1,2 0 1,733 0
INSTALLED BLDG PRODS INC COM 45780R101 170 2,048 SH   DFND 1,2 0 2,048 0
INNOVIVA INC COM 45781M101 90 6,067 SH   DFND 1,2 0 6,067 0
INNOVATIVE INDL PPTYS INC COM 45781V101 266 2,419 SH   DFND 1,2 0 2,419 0
INSULET CORP COM 45784P101 1,149 5,273 SH   DFND 1,2 0 5,273 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 344 300,000 PRN   DFND 1,2 0 300,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 190 200,000 PRN   DFND 1,2 0 200,000 0
INTEL CORP COM 458140100 28,554 763,259 SH   DFND 1,2 0 763,259 0
INTEGER HLDGS CORP COM 45826H109 228 3,225 SH   DFND 1,2 0 3,225 0
INTER PARFUMS INC COM 458334109 403 5,517 SH   DFND 1,2 0 5,517 0
INTERFACE INC COM 458665304 62 4,907 SH   DFND 1,2 0 4,907 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 28,789 306,138 SH   DFND 1,2 0 306,138 0
INTERDIGITAL INC COM 45867G101 455 7,489 SH   DFND 1,2 0 7,489 0
INTERNATIONAL BUSINESS MACHS COM 459200101 40,999 290,380 SH   DFND 1,2 0 290,380 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,923 16,147 SH   DFND 1,2 0 16,147 0
INTERNATIONAL PAPER CO COM 460146103 19,478 465,635 SH   DFND 1,2 0 465,635 0
INTERPUBLIC GROUP COS INC COM 460690100 26,452 960,842 SH   DFND 1,2 0 960,842 0
INTUIT COM 461202103 147,103 381,650 SH   DFND 1,2 0 381,650 0
INTUITIVE SURGICAL INC COM NEW 46120E602 48,536 241,821 SH   DFND 1,2 0 241,821 0
INVESCO MORTGAGE CAPITAL INC COM 46131B704 40 2,723 SH   DFND 1,2 0 2,723 0
INVITATION HOMES INC COM 46187W107 6,073 170,677 SH   DFND 1,2 0 170,677 0
IONIS PHARMACEUTICALS INC COM 462222100 51 1,378 SH   DFND 1,2 0 1,378 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 182 200,000 PRN   DFND 1,2 0 200,000 0
IQVIA HLDGS INC COM 46266C105 40,969 188,806 SH   DFND 1,2 0 188,806 0
IQIYI INC SPONSORED ADS 46267X108 3,187 758,880 SH   DFND 1,2 0 758,880 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 561 14,945 SH   DFND 1,2 0 14,945 0
IROBOT CORP COM 462726100 85 2,316 SH   DFND 1,2 0 2,316 0
IRON MTN INC NEW COM 46284V101 621 12,749 SH   DFND 1,2 0 12,749 0
ISHARES TR CORE S&P MCP ETF 464287507 475 2,100 SH   DFND 1,2 0 2,100 0
ITEOS THERAPEUTICS INC COM 46565G104 37 1,773 SH   DFND 1,2 0 1,773 0
ITRON INC COM 465741106 29,087 588,449 SH   DFND 1,2 0 588,449 0
JOYY INC ADS REPSTG COM A 46591M109 3,662 122,643 SH   DFND 1,2 0 122,643 0
J & J SNACK FOODS CORP COM 466032109 171 1,224 SH   DFND 1,2 0 1,224 0
JPMORGAN CHASE & CO COM 46625H100 83,728 743,523 SH   DFND 1,2 0 743,523 0
JABIL INC COM 466313103 16,031 313,045 SH   DFND 1,2 0 313,045 0
JACK IN THE BOX INC COM 466367109 103 1,843 SH   DFND 1,2 0 1,843 0
JACKSON FINANCIAL INC COM CL A 46817M107 191 7,148 SH   DFND 1,2 0 7,148 0
JACOBS ENGR GROUP INC COM 469814107 1,070 8,415 SH   DFND 1,2 0 8,415 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 297 300,000 PRN   DFND 1,2 0 300,000 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 235 200,000 PRN   DFND 1,2 0 200,000 0
JD.COM INC SPON ADR CL A 47215P106 23,433 364,893 SH   DFND 1,2 0 364,893 0
JEFFERIES FINL GROUP INC COM 47233W109 1,258 45,554 SH   DFND 1,2 0 45,554 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 220 300,000 PRN   DFND 1,2 0 300,000 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 3,840 55,506 SH   DFND 1,2 0 55,506 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 315 2,855 SH   DFND 1,2 0 2,855 0
JOHNSON & JOHNSON COM 478160104 211,269 1,190,179 SH   DFND 1,2 0 1,190,179 0
JOHNSON OUTDOORS INC CL A 479167108 1,974 32,280 SH   DFND 1,2 0 32,280 0
JOINT CORP COM 47973J102 19 1,267 SH   DFND 1,2 0 1,267 0
JONES LANG LASALLE INC COM 48020Q107 9,923 56,750 SH   DFND 1,2 0 56,750 0
JUNIPER NETWORKS INC COM 48203R104 3,132 109,900 SH   DFND 1,2 0 109,900 0
KAR AUCTION SVCS INC COM 48238T109 158 10,691 SH   DFND 1,2 0 10,691 0
KLA CORP COM NEW 482480100 8,400 26,327 SH   DFND 1,2 0 26,327 0
KE HLDGS INC SPONSORED ADS 482497104 325 18,085 SH   DFND 1,2 0 18,085 0
KKR REAL ESTATE FIN TR INC COM 48251K100 65 3,705 SH   DFND 1,2 0 3,705 0
KKR & CO INC COM 48251W104 1,468 31,710 SH   DFND 1,2 0 31,710 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 109 1,379 SH   DFND 1,2 0 1,379 0
KAMAN CORP COM 483548103 86 2,767 SH   DFND 1,2 0 2,767 0
KELLOGG CO COM 487836108 1,488 20,860 SH   DFND 1,2 0 20,860 0
KELLY SVCS INC CL A 488152208 61 3,097 SH   DFND 1,2 0 3,097 0
KEURIG DR PEPPER INC COM 49271V100 33,281 940,393 SH   DFND 1,2 0 940,393 0
KEYCORP COM 493267108 1,074 62,328 SH   DFND 1,2 0 62,328 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 38,449 278,918 SH   DFND 1,2 0 278,918 0
KIMBERLY-CLARK CORP COM 494368103 4,750 35,149 SH   DFND 1,2 0 35,149 0
KIMCO RLTY CORP COM 49446R109 921 46,586 SH   DFND 1,2 0 46,586 0
KINDER MORGAN INC DEL COM 49456B101 39,243 2,341,453 SH   DFND 1,2 0 2,341,453 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 45,078 973,824 SH   DFND 1,2 0 973,824 0
KNOWLES CORP COM 49926D109 136 7,832 SH   DFND 1,2 0 7,832 0
KONTOOR BRANDS INC COM 50050N103 403 12,086 SH   DFND 1,2 0 12,086 0
KOPPERS HOLDINGS INC COM 50060P106 37 1,615 SH   DFND 1,2 0 1,615 0
KORN FERRY COM NEW 500643200 440 7,584 SH   DFND 1,2 0 7,584 0
KRAFT HEINZ CO COM 500754106 3,327 87,236 SH   DFND 1,2 0 87,236 0
KROGER CO COM 501044101 10,777 227,699 SH   DFND 1,2 0 227,699 0
KRONOS WORLDWIDE INC COM 50105F105 157 8,558 SH   DFND 1,2 0 8,558 0
KULICKE & SOFFA INDS INC COM 501242101 309 7,225 SH   DFND 1,2 0 7,225 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 166 16,942 SH   DFND 1,2 0 16,942 0
LCI INDS NOTE 1.125% 5/1 501812AB7 181 200,000 PRN   DFND 1,2 0 200,000 0
LGI HOMES INC COM 50187T106 164 1,885 SH   DFND 1,2 0 1,885 0
LKQ CORP COM 501889208 13,565 276,333 SH   DFND 1,2 0 276,333 0
LCI INDS COM 50189K103 2,705 24,179 SH   DFND 1,2 0 24,179 0
LI AUTO INC SPONSORED ADS 50202M102 5,836 152,347 SH   DFND 1,2 0 152,347 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8 293 200,000 PRN   DFND 1,2 0 200,000 0
LPL FINL HLDGS INC COM 50212V100 382 2,072 SH   DFND 1,2 0 2,072 0
LTC PPTYS INC COM 502175102 123 3,197 SH   DFND 1,2 0 3,197 0
L3HARRIS TECHNOLOGIES INC COM 502431109 3,960 16,384 SH   DFND 1,2 0 16,384 0
LA Z BOY INC COM 505336107 247 10,404 SH   DFND 1,2 0 10,404 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 27,078 115,541 SH   DFND 1,2 0 115,541 0
LAKELAND FINL CORP COM 511656100 138 2,072 SH   DFND 1,2 0 2,072 0
LAM RESEARCH CORP COM 512807108 13,576 31,858 SH   DFND 1,2 0 31,858 0
LAMB WESTON HLDGS INC COM 513272104 316 4,423 SH   DFND 1,2 0 4,423 0
LANTHEUS HLDGS INC COM 516544103 343 5,189 SH   DFND 1,2 0 5,189 0
LAREDO PETROLEUM INC COM 516806205 90 1,307 SH   DFND 1,2 0 1,307 0
LAS VEGAS SANDS CORP COM 517834107 399 11,865 SH   DFND 1,2 0 11,865 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2,128 43,883 SH   DFND 1,2 0 43,883 0
LAUDER ESTEE COS INC CL A 518439104 166,407 653,423 SH   DFND 1,2 0 653,423 0
LEAR CORP COM NEW 521865204 6,812 54,108 SH   DFND 1,2 0 54,108 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 1,208 21,968 SH   DFND 1,2 0 21,968 0
LEIDOS HOLDINGS INC COM 525327102 682 6,773 SH   DFND 1,2 0 6,773 0
LEMAITRE VASCULAR INC COM 525558201 96 2,114 SH   DFND 1,2 0 2,114 0
LENDINGTREE INC NEW COM 52603B107 46 1,046 SH   DFND 1,2 0 1,046 0
LENNAR CORP CL A 526057104 1,672 23,686 SH   DFND 1,2 0 23,686 0
LENNOX INTL INC COM 526107107 78 379 SH   DFND 1,2 0 379 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 409 25,073 SH   DFND 1,2 0 25,073 0
LXP INDUSTRIAL TRUST COM 529043101 632 58,815 SH   DFND 1,2 0 58,815 0
LIBERTY BROADBAND CORP COM SER A 530307107 25,216 222,067 SH   DFND 1,2 0 222,067 0
LIBERTY BROADBAND CORP COM SER C 530307305 7,539 65,193 SH   DFND 1,2 0 65,193 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 406 11,268 SH   DFND 1,2 0 11,268 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 483 13,390 SH   DFND 1,2 0 13,390 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 853 13,434 SH   DFND 1,2 0 13,434 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 128 1,431 SH   DFND 1,2 0 1,431 0
LILLY ELI & CO COM 532457108 180,292 556,061 SH   DFND 1,2 0 556,061 0
LINCOLN NATL CORP IND COM 534187109 7,603 162,553 SH   DFND 1,2 0 162,553 0
LINDSAY CORP COM 535555106 32,280 243,037 SH   DFND 1,2 0 243,037 0
LIQUIDITY SVCS INC COM 53635B107 32 2,362 SH   DFND 1,2 0 2,362 0
LIVE NATION ENTERTAINMENT IN COM 538034109 950 11,506 SH   DFND 1,2 0 11,506 0
LIVEPERSON INC COM 538146101 85 6,010 SH   DFND 1,2 0 6,010 0
LIVENT CORP COM 53814L108 3,974 175,165 SH   DFND 1,2 0 175,165 0
LOEWS CORP COM 540424108 3,332 56,234 SH   DFND 1,2 0 56,234 0
LOUISIANA PAC CORP COM 546347105 1,114 21,251 SH   DFND 1,2 0 21,251 0
LOWES COS INC COM 548661107 26,931 154,181 SH   DFND 1,2 0 154,181 0
LOYALTY VENTURES INC COMMON STOCK 54911Q107 7 1,960 SH   DFND 1,2 0 1,960 0
LUCID GROUP INC COM 549498103 434 25,266 SH   DFND 1,2 0 25,266 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 5,317 886,200 SH   DFND 1,2 0 886,200 0
LULULEMON ATHLETICA INC COM 550021109 42,059 154,281 SH   DFND 1,2 0 154,281 0
LL FLOORING HOLDINGS INC COM 55003T107 28 2,998 SH   DFND 1,2 0 2,998 0
LUMEN TECHNOLOGIES INC COM 550241103 2,001 183,420 SH   DFND 1,2 0 183,420 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 308 300,000 PRN   DFND 1,2 0 300,000 0
LYFT INC CL A COM 55087P104 878 66,121 SH   DFND 1,2 0 66,121 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 172 200,000 PRN   DFND 1,2 0 200,000 0
M & T BK CORP COM 55261F104 1,969 12,353 SH   DFND 1,2 0 12,353 0
M D C HLDGS INC COM 552676108 200 6,197 SH   DFND 1,2 0 6,197 0
MGM RESORTS INTERNATIONAL COM 552953101 2,922 100,916 SH   DFND 1,2 0 100,916 0
MGP INGREDIENTS INC NEW COM 55303J106 109 1,091 SH   DFND 1,2 0 1,091 0
M/I HOMES INC COM 55305B101 98 2,467 SH   DFND 1,2 0 2,467 0
MSCI INC COM 55354G100 8,973 21,771 SH   DFND 1,2 0 21,771 0
MYR GROUP INC DEL COM 55405W104 5,987 67,936 SH   DFND 1,2 0 67,936 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 448 9,716 SH   DFND 1,2 0 9,716 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 176 200,000 PRN   DFND 1,2 0 200,000 0
VERIS RESIDENTIAL INC COM 554489104 87 6,536 SH   DFND 1,2 0 6,536 0
MACYS INC COM 55616P104 116 6,354 SH   DFND 1,2 0 6,354 0
MADDEN STEVEN LTD COM 556269108 216 6,712 SH   DFND 1,2 0 6,712 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 216 4,101 SH   DFND 1,2 0 4,101 0
MANPOWERGROUP INC WIS COM 56418H100 3,899 51,021 SH   DFND 1,2 0 51,021 0
MANTECH INTERNATIONAL CORP CL A 564563104 852 8,926 SH   DFND 1,2 0 8,926 0
MARATHON OIL CORP COM 565849106 594 26,419 SH   DFND 1,2 0 26,419 0
MARATHON PETE CORP COM 56585A102 7,727 93,997 SH   DFND 1,2 0 93,997 0
MARCUS & MILLICHAP INC COM 566324109 79 2,141 SH   DFND 1,2 0 2,141 0
MARCUS CORP DEL COM 566330106 24 1,620 SH   DFND 1,2 0 1,620 0
MARINEMAX INC COM 567908108 65 1,800 SH   DFND 1,2 0 1,800 0
MARKEL CORP COM 570535104 2,227 1,722 SH   DFND 1,2 0 1,722 0
MARKETAXESS HLDGS INC COM 57060D108 3,020 11,798 SH   DFND 1,2 0 11,798 0
MARSH & MCLENNAN COS INC COM 571748102 75,986 489,440 SH   DFND 1,2 0 489,440 0
MARRIOTT INTL INC NEW CL A 571903202 2,698 19,840 SH   DFND 1,2 0 19,840 0
MARTEN TRANS LTD COM 573075108 85 5,078 SH   DFND 1,2 0 5,078 0
MARTIN MARIETTA MATLS INC COM 573284106 18,930 63,259 SH   DFND 1,2 0 63,259 0
MARVELL TECHNOLOGY INC COM 573874104 24,488 562,560 SH   DFND 1,2 0 562,560 0
MASCO CORP COM 574599106 2,485 49,112 SH   DFND 1,2 0 49,112 0
MASIMO CORP COM 574795100 299 2,292 SH   DFND 1,2 0 2,292 0
MASTERCARD INCORPORATED CL A 57636Q104 119,686 379,379 SH   DFND 1,2 0 379,379 0
MATCH GROUP INC NEW COM 57667L107 1,445 20,735 SH   DFND 1,2 0 20,735 0
MATERIALISE NV SPONSORED ADS 57667T100 3,886 285,324 SH   DFND 1,2 0 285,324 0
MATERION CORP COM 576690101 131 1,773 SH   DFND 1,2 0 1,773 0
MATSON INC COM 57686G105 271 3,713 SH   DFND 1,2 0 3,713 0
MATTHEWS INTL CORP CL A 577128101 77 2,688 SH   DFND 1,2 0 2,688 0
MAXLINEAR INC COM 57776J100 223 6,557 SH   DFND 1,2 0 6,557 0
MCCORMICK & CO INC COM NON VTG 579780206 2,233 26,817 SH   DFND 1,2 0 26,817 0
MCDONALDS CORP COM 580135101 82,337 333,510 SH   DFND 1,2 0 333,510 0
MCKESSON CORP COM 58155Q103 32,457 99,498 SH   DFND 1,2 0 99,498 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,108 72,592 SH   DFND 1,2 0 72,592 0
MEDIFAST INC COM 58470H101 966 5,350 SH   DFND 1,2 0 5,350 0
MEDNAX INC COM 58502B106 167 7,967 SH   DFND 1,2 0 7,967 0
MERCADOLIBRE INC COM 58733R102 66,622 104,609 SH   DFND 1,2 0 104,609 0
MERCER INTL INC COM 588056101 44 3,346 SH   DFND 1,2 0 3,346 0
MERCK & CO INC COM 58933Y105 174,046 1,909,032 SH   DFND 1,2 0 1,909,032 0
MERIDIAN BIOSCIENCE INC COM 589584101 113 3,728 SH   DFND 1,2 0 3,728 0
MERIT MED SYS INC COM 589889104 240 4,416 SH   DFND 1,2 0 4,416 0
MERITAGE HOMES CORP COM 59001A102 245 3,385 SH   DFND 1,2 0 3,385 0
MERITOR INC COM 59001K100 220 6,061 SH   DFND 1,2 0 6,061 0
MESA LABS INC COM 59064R109 88 432 SH   DFND 1,2 0 432 0
META FINL GROUP INC COM 59100U108 119 3,074 SH   DFND 1,2 0 3,074 0
METHODE ELECTRS INC COM 591520200 118 3,196 SH   DFND 1,2 0 3,196 0
METLIFE INC COM 59156R108 141,515 2,253,784 SH   DFND 1,2 0 2,253,784 0
METTLER TOLEDO INTERNATIONAL COM 592688105 16,207 14,108 SH   DFND 1,2 0 14,108 0
MICROSOFT CORP COM 594918104 1,113,791 4,336,685 SH   DFND 1,2 0 4,336,685 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,093 36,032 SH   DFND 1,2 0 36,032 0
MICRON TECHNOLOGY INC COM 595112103 67,017 1,212,315 SH   DFND 1,2 0 1,212,315 0
MID-AMER APT CMNTYS INC COM 59522J103 1,846 10,566 SH   DFND 1,2 0 10,566 0
MIDDLEBY CORP COM 596278101 1,346 10,738 SH   DFND 1,2 0 10,738 0
MIDDLESEX WTR CO COM 596680108 17,799 203,003 SH   DFND 1,2 0 203,003 0
MOBILE TELESYSTEMS PUB JT ST SPONSORED ADR 607409109 5 521,246 SH   DFND 1,2 0 521,246 0
MODERNA INC COM 60770K107 12,497 87,481 SH   DFND 1,2 0 87,481 0
MODIVCARE INC COM 60783X104 90 1,070 SH   DFND 1,2 0 1,070 0
MOHAWK INDS INC COM 608190104 18,125 146,060 SH   DFND 1,2 0 146,060 0
MOLINA HEALTHCARE INC COM 60855R100 1,762 6,301 SH   DFND 1,2 0 6,301 0
MOLSON COORS BEVERAGE CO CL B 60871R209 6,785 124,465 SH   DFND 1,2 0 124,465 0
MONARCH CASINO & RESORT INC COM 609027107 65 1,101 SH   DFND 1,2 0 1,101 0
MONDELEZ INTL INC CL A 609207105 206,844 3,331,355 SH   DFND 1,2 0 3,331,355 0
MONGODB INC CL A 60937P106 9,918 38,220 SH   DFND 1,2 0 38,220 0
MONOLITHIC PWR SYS INC COM 609839105 20,679 53,846 SH   DFND 1,2 0 53,846 0
MONRO INC COM 610236101 121 2,829 SH   DFND 1,2 0 2,829 0
MONSTER BEVERAGE CORP NEW COM 61174X109 18,640 201,079 SH   DFND 1,2 0 201,079 0
MOODYS CORP COM 615369105 50,000 183,842 SH   DFND 1,2 0 183,842 0
MOOG INC CL A 615394202 233 2,936 SH   DFND 1,2 0 2,936 0
MORGAN STANLEY COM NEW 617446448 157,919 2,076,236 SH   DFND 1,2 0 2,076,236 0
MOSAIC CO NEW COM 61945C103 5,439 115,155 SH   DFND 1,2 0 115,155 0
MOTORCAR PTS AMER INC COM 620071100 18 1,393 SH   DFND 1,2 0 1,393 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 16,280 77,672 SH   DFND 1,2 0 77,672 0
MOVADO GROUP INC COM 624580106 43 1,398 SH   DFND 1,2 0 1,398 0
MUELLER INDS INC COM 624756102 269 5,041 SH   DFND 1,2 0 5,041 0
MUELLER WTR PRODS INC COM SER A 624758108 18,062 1,539,775 SH   DFND 1,2 0 1,539,775 0
MR COOPER GROUP INC COM 62482R107 236 6,435 SH   DFND 1,2 0 6,435 0
MURPHY USA INC COM 626755102 112 479 SH   DFND 1,2 0 479 0
MYERS INDS INC COM 628464109 89 3,902 SH   DFND 1,2 0 3,902 0
MYRIAD GENETICS INC COM 62855J104 127 6,983 SH   DFND 1,2 0 6,983 0
NBT BANCORP INC COM 628778102 521 13,863 SH   DFND 1,2 0 13,863 0
NCR CORP NEW COM 62886E108 2,482 79,780 SH   DFND 1,2 0 79,780 0
NIO INC SPON ADS 62914V106 6,475 298,105 SH   DFND 1,2 0 298,105 0
NMI HLDGS INC CL A 629209305 119 7,144 SH   DFND 1,2 0 7,144 0
NRG ENERGY INC COM NEW 629377508 335 8,766 SH   DFND 1,2 0 8,766 0
NVR INC COM 62944T105 1,217 304 SH   DFND 1,2 0 304 0
NV5 GLOBAL INC COM 62945V109 117 1,002 SH   DFND 1,2 0 1,002 0
NOV INC COM 62955J103 18 1,072 SH   DFND 1,2 0 1,072 0
NASDAQ INC COM 631103108 53,733 352,257 SH   DFND 1,2 0 352,257 0
NATIONAL BK HLDGS CORP CL A 633707104 86 2,237 SH   DFND 1,2 0 2,237 0
NATIONAL BEVERAGE CORP COM 635017106 100 2,038 SH   DFND 1,2 0 2,038 0
NATIONAL FUEL GAS CO COM 636180101 68 1,036 SH   DFND 1,2 0 1,036 0
NATIONAL INSTRS CORP COM 636518102 53 1,685 SH   DFND 1,2 0 1,685 0
NATIONAL PRESTO INDS INC COM 637215104 47 718 SH   DFND 1,2 0 718 0
NATUS MED INC DEL COM 639050103 94 2,883 SH   DFND 1,2 0 2,883 0
NEENAH INC COM 640079109 47 1,371 SH   DFND 1,2 0 1,371 0
NEKTAR THERAPEUTICS COM 640268108 62 16,233 SH   DFND 1,2 0 16,233 0
NEOGENOMICS INC COM NEW 64049M209 88 10,853 SH   DFND 1,2 0 10,853 0
NETAPP INC COM 64110D104 4,823 73,932 SH   DFND 1,2 0 73,932 0
NETFLIX INC COM 64110L106 6,617 37,840 SH   DFND 1,2 0 37,840 0
NETEASE INC SPONSORED ADS 64110W102 8,475 90,779 SH   DFND 1,2 0 90,779 0
NETGEAR INC COM 64111Q104 44 2,381 SH   DFND 1,2 0 2,381 0
NETSCOUT SYS INC COM 64115T104 250 7,399 SH   DFND 1,2 0 7,399 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 277 2,839 SH   DFND 1,2 0 2,839 0
NEW FORTRESS ENERGY INC COM CL A 644393100 232 5,870 SH   DFND 1,2 0 5,870 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,627 287,740 SH   DFND 1,2 0 287,740 0
NEW YORK MTG TR INC COM PAR $.02 649604501 79 28,717 SH   DFND 1,2 0 28,717 0
NEW YORK TIMES CO CL A 650111107 755 27,050 SH   DFND 1,2 0 27,050 0
NEWELL BRANDS INC COM 651229106 1,030 54,122 SH   DFND 1,2 0 54,122 0
NEWMONT CORP COM 651639106 113,345 1,899,527 SH   DFND 1,2 0 1,899,527 0
NEWS CORP NEW CL A 65249B109 1,148 73,703 SH   DFND 1,2 0 73,703 0
NEXTERA ENERGY INC COM 65339F101 7,783 100,476 SH   DFND 1,2 0 100,476 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 150 2,392 SH   DFND 1,2 0 2,392 0
NEXTGEN HEALTHCARE INC COM 65343C102 82 4,689 SH   DFND 1,2 0 4,689 0
NICE LTD NOTE 9/1 653656AB4 194 200,000 PRN   DFND 1,2 0 200,000 0
NIKE INC CL B 654106103 175,851 1,720,651 SH   DFND 1,2 0 1,720,651 0
NISOURCE INC COM 65473P105 973 33,010 SH   DFND 1,2 0 33,010 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 746 36,862 SH   DFND 1,2 0 36,862 0
NORDSON CORP COM 655663102 10,512 51,925 SH   DFND 1,2 0 51,925 0
NORFOLK SOUTHN CORP COM 655844108 4,051 17,823 SH   DFND 1,2 0 17,823 0
NORTHERN TR CORP COM 665859104 1,456 15,094 SH   DFND 1,2 0 15,094 0
NORTHFIELD BANCORP INC DEL COM 66611T108 177 13,567 SH   DFND 1,2 0 13,567 0
NORTHWEST BANCSHARES INC MD COM 667340103 466 36,374 SH   DFND 1,2 0 36,374 0
NORTHWEST NAT HLDG CO COM 66765N105 139 2,624 SH   DFND 1,2 0 2,624 0
NORTHWEST PIPE CO COM 667746101 3,824 127,719 SH   DFND 1,2 0 127,719 0
NORTONLIFELOCK INC COM 668771108 48,780 2,221,316 SH   DFND 1,2 0 2,221,316 0
NOVAVAX INC COM NEW 670002401 38 736 SH   DFND 1,2 0 736 0
NOW INC COM 67011P100 94 9,587 SH   DFND 1,2 0 9,587 0
NUCOR CORP COM 670346105 9,874 94,572 SH   DFND 1,2 0 94,572 0
NVIDIA CORPORATION COM 67066G104 233,276 1,538,864 SH   DFND 1,2 0 1,538,864 0
O-I GLASS INC COM 67098H104 189 13,489 SH   DFND 1,2 0 13,489 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,813 9,202 SH   DFND 1,2 0 9,202 0
OSI SYSTEMS INC COM 671044105 163 1,902 SH   DFND 1,2 0 1,902 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 352 53,791 SH   DFND 1,2 0 53,791 0
OATLY GROUP AB SPONSORED ADS 67421J108 470 135,860 SH   DFND 1,2 0 135,860 0
OCCIDENTAL PETE CORP COM 674599105 4,617 78,408 SH   DFND 1,2 0 78,408 0
OCEANEERING INTL INC COM 675232102 93 8,693 SH   DFND 1,2 0 8,693 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 112 5,590 SH   DFND 1,2 0 5,590 0
OIL STS INTL INC COM 678026105 27 4,927 SH   DFND 1,2 0 4,927 0
OKTA INC CL A 679295105 3,352 37,076 SH   DFND 1,2 0 37,076 0
OKTA INC NOTE 0.125% 9/0 679295AD7 266 300,000 PRN   DFND 1,2 0 300,000 0
OLAPLEX HLDGS INC COM 679369108 12,260 870,154 SH   DFND 1,2 0 870,154 0
OLD DOMINION FREIGHT LINE IN COM 679580100 99,671 388,916 SH   DFND 1,2 0 388,916 0
OLIN CORP COM PAR $1 680665205 17 358 SH   DFND 1,2 0 358 0
OLYMPIC STEEL INC COM 68162K106 25 980 SH   DFND 1,2 0 980 0
OMNICOM GROUP INC COM 681919106 3,301 51,900 SH   DFND 1,2 0 51,900 0
OMNICELL COM COM 68213N109 420 3,696 SH   DFND 1,2 0 3,696 0
ON SEMICONDUCTOR CORP COM 682189105 4,401 87,473 SH   DFND 1,2 0 87,473 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 115 100,000 PRN   DFND 1,2 0 100,000 0
ONEOK INC NEW COM 682680103 26,237 472,746 SH   DFND 1,2 0 472,746 0
ONESPAN INC COM 68287N100 34 2,838 SH   DFND 1,2 0 2,838 0
ONTO INNOVATION INC COM 683344105 317 4,551 SH   DFND 1,2 0 4,551 0
ORACLE CORP COM 68389X105 104,075 1,489,554 SH   DFND 1,2 0 1,489,554 0
OPTIMIZERX CORP COM NEW 68401U204 42 1,548 SH   DFND 1,2 0 1,548 0
ORASURE TECHNOLOGIES INC COM 68554V108 16 6,087 SH   DFND 1,2 0 6,087 0
ORGANOGENESIS HLDGS INC COM 68621F102 27 5,487 SH   DFND 1,2 0 5,487 0
ORGANON & CO COMMON STOCK 68622V106 320 9,468 SH   DFND 1,2 0 9,468 0
ORION OFFICE REIT INC COM 68629Y103 53 4,812 SH   DFND 1,2 0 4,812 0
ORMAT TECHNOLOGIES INC COM 686688102 5,931 75,699 SH   DFND 1,2 0 75,699 0
ORTHOFIX MED INC COM 68752M108 36 1,539 SH   DFND 1,2 0 1,539 0
OSHKOSH CORP COM 688239201 133 1,621 SH   DFND 1,2 0 1,621 0
OTIS WORLDWIDE CORP COM 68902V107 4,244 60,047 SH   DFND 1,2 0 60,047 0
OTTER TAIL CORP COM 689648103 650 9,684 SH   DFND 1,2 0 9,684 0
OWENS & MINOR INC NEW COM 690732102 212 6,737 SH   DFND 1,2 0 6,737 0
OWENS CORNING NEW COM 690742101 20,517 276,096 SH   DFND 1,2 0 276,096 0
OXFORD INDS INC COM 691497309 135 1,522 SH   DFND 1,2 0 1,522 0
PBF ENERGY INC CL A 69318G106 246 8,492 SH   DFND 1,2 0 8,492 0
PC CONNECTION INC COM 69318J100 41 926 SH   DFND 1,2 0 926 0
PDF SOLUTIONS INC COM 693282105 55 2,547 SH   DFND 1,2 0 2,547 0
PG&E CORP COM 69331C108 725 72,637 SH   DFND 1,2 0 72,637 0
PGT INNOVATIONS INC COM 69336V101 82 4,910 SH   DFND 1,2 0 4,910 0
PNC FINL SVCS GROUP INC COM 693475105 37,724 239,106 SH   DFND 1,2 0 239,106 0
PPG INDS INC COM 693506107 3,272 28,618 SH   DFND 1,2 0 28,618 0
PPL CORP COM 69351T106 1,348 49,694 SH   DFND 1,2 0 49,694 0
PRA GROUP INC COM 69354N106 133 3,666 SH   DFND 1,2 0 3,666 0
PVH CORPORATION COM 693656100 126 2,215 SH   DFND 1,2 0 2,215 0
PTC INC COM 69370C100 2,904 27,310 SH   DFND 1,2 0 27,310 0
PACCAR INC COM 693718108 5,889 71,516 SH   DFND 1,2 0 71,516 0
PACIFIC PREMIER BANCORP COM 69478X105 233 7,977 SH   DFND 1,2 0 7,977 0
PACIRA BIOSCIENCES INC COM 695127100 225 3,852 SH   DFND 1,2 0 3,852 0
PACKAGING CORP AMER COM 695156109 20,983 152,603 SH   DFND 1,2 0 152,603 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 925 101,981 SH   DFND 1,2 0 101,981 0
PALO ALTO NETWORKS INC COM 697435105 82,373 166,767 SH   DFND 1,2 0 166,767 0
PALOMAR HLDGS INC COM 69753M105 138 2,139 SH   DFND 1,2 0 2,139 0
PAPA JOHNS INTL INC COM 698813102 727 8,707 SH   DFND 1,2 0 8,707 0
PAR PAC HOLDINGS INC COM NEW 69888T207 64 4,087 SH   DFND 1,2 0 4,087 0
PARK AEROSPACE CORP COM 70014A104 68 5,301 SH   DFND 1,2 0 5,301 0
PARK NATL CORP COM 700658107 139 1,149 SH   DFND 1,2 0 1,149 0
PARKER-HANNIFIN CORP COM 701094104 36,826 149,669 SH   DFND 1,2 0 149,669 0
PATRICK INDS INC COM 703343103 109 2,108 SH   DFND 1,2 0 2,108 0
PATTERSON-UTI ENERGY INC COM 703481101 319 20,237 SH   DFND 1,2 0 20,237 0
PAYCHEX INC COM 704326107 12,525 109,997 SH   DFND 1,2 0 109,997 0
PAYCOM SOFTWARE INC COM 70432V102 1,229 4,386 SH   DFND 1,2 0 4,386 0
PAYLOCITY HLDG CORP COM 70438V106 560 3,209 SH   DFND 1,2 0 3,209 0
PAYPAL HLDGS INC COM 70450Y103 57,204 819,073 SH   DFND 1,2 0 819,073 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 181 200,000 PRN   DFND 1,2 0 200,000 0
PEGASYSTEMS INC COM 705573103 25 528 SH   DFND 1,2 0 528 0
PELOTON INTERACTIVE INC CL A COM 70614W100 161 17,517 SH   DFND 1,2 0 17,517 0
RANGER OIL CORPORATION CLASS A COM 70788V102 63 1,914 SH   DFND 1,2 0 1,914 0
PENNANT GROUP INC COM 70805E109 118 9,225 SH   DFND 1,2 0 9,225 0
PENNYMAC MTG INVT TR COM 70931T103 110 7,938 SH   DFND 1,2 0 7,938 0
PEPSICO INC COM 713448108 292,948 1,757,758 SH   DFND 1,2 0 1,757,758 0
PERDOCEO ED CORP COM 71363P106 72 6,110 SH   DFND 1,2 0 6,110 0
PERFICIENT INC COM 71375U101 289 3,151 SH   DFND 1,2 0 3,151 0
PERKINELMER INC COM 714046109 33,435 235,093 SH   DFND 1,2 0 235,093 0
PETMED EXPRESS INC COM 716382106 37 1,876 SH   DFND 1,2 0 1,876 0
PFIZER INC COM 717081103 206,401 3,936,692 SH   DFND 1,2 0 3,936,692 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 30 1,572 SH   DFND 1,2 0 1,572 0
PHILIP MORRIS INTL INC COM 718172109 8,589 86,982 SH   DFND 1,2 0 86,982 0
PHILLIPS 66 COM 718546104 28,037 341,961 SH   DFND 1,2 0 341,961 0
PHOTRONICS INC COM 719405102 126 6,474 SH   DFND 1,2 0 6,474 0
PINDUODUO INC SPONSORED ADS 722304102 22,931 371,044 SH   DFND 1,2 0 371,044 0
PINTEREST INC CL A 72352L106 724 39,887 SH   DFND 1,2 0 39,887 0
PIONEER NAT RES CO COM 723787107 23,576 105,685 SH   DFND 1,2 0 105,685 0
PIPER SANDLER COMPANIES COM 724078100 275 2,426 SH   DFND 1,2 0 2,426 0
PITNEY BOWES INC COM 724479100 52 14,305 SH   DFND 1,2 0 14,305 0
PLANTRONICS INC NEW COM 727493108 146 3,669 SH   DFND 1,2 0 3,669 0
PLEXUS CORP COM 729132100 192 2,443 SH   DFND 1,2 0 2,443 0
PLUG POWER INC COM NEW 72919P202 6,077 366,737 SH   DFND 1,2 0 366,737 0
POOL CORP COM 73278L105 4,650 13,240 SH   DFND 1,2 0 13,240 0
POTLATCHDELTIC CORPORATION COM 737630103 1,385 31,332 SH   DFND 1,2 0 31,332 0
POWELL INDS INC COM 739128106 20 844 SH   DFND 1,2 0 844 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 67 986 SH   DFND 1,2 0 986 0
PREMIER INC CL A 74051N102 593 16,633 SH   DFND 1,2 0 16,633 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 272 4,629 SH   DFND 1,2 0 4,629 0
PRICE T ROWE GROUP INC COM 74144T108 1,650 14,522 SH   DFND 1,2 0 14,522 0
PRICESMART INC COM 741511109 168 2,343 SH   DFND 1,2 0 2,343 0
PRIMERICA INC COM 74164M108 3,117 26,041 SH   DFND 1,2 0 26,041 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 38,290 573,285 SH   DFND 1,2 0 573,285 0
PROASSURANCE CORP COM 74267C106 108 4,576 SH   DFND 1,2 0 4,576 0
PROCTER AND GAMBLE CO COM 742718109 152,744 1,062,274 SH   DFND 1,2 0 1,062,274 0
PROG HOLDINGS INC COM NPV 74319R101 83 5,040 SH   DFND 1,2 0 5,040 0
PROGRESS SOFTWARE CORP COM 743312100 193 4,253 SH   DFND 1,2 0 4,253 0
PROGRESSIVE CORP COM 743315103 8,519 73,267 SH   DFND 1,2 0 73,267 0
PROLOGIS INC. COM 74340W103 61,891 526,059 SH   DFND 1,2 0 526,059 0
PROPETRO HLDG CORP COM 74347M108 74 7,352 SH   DFND 1,2 0 7,352 0
PROSPECT CAP CORP COM 74348T102 578 82,731 SH   DFND 1,2 0 82,731 0
PROTO LABS INC COM 743713109 113 2,353 SH   DFND 1,2 0 2,353 0
PROTERRA INC COM 74374T109 187 40,264 SH   DFND 1,2 0 40,264 0
PROVIDENT FINL SVCS INC COM 74386T105 169 7,597 SH   DFND 1,2 0 7,597 0
PRUDENTIAL FINL INC COM 744320102 76,121 795,578 SH   DFND 1,2 0 795,578 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,970 31,133 SH   DFND 1,2 0 31,133 0
PUBLIC STORAGE COM 74460D109 7,097 22,697 SH   DFND 1,2 0 22,697 0
PULTE GROUP INC COM 745867101 1,921 48,480 SH   DFND 1,2 0 48,480 0
PURE CYCLE CORP COM NEW 746228303 3,420 324,436 SH   DFND 1,2 0 324,436 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 225 200,000 PRN   DFND 1,2 0 200,000 0
QUAKER HOUGHTON COM 747316107 170 1,135 SH   DFND 1,2 0 1,135 0
QORVO INC COM 74736K101 500 5,305 SH   DFND 1,2 0 5,305 0
QUALCOMM INC COM 747525103 57,054 446,643 SH   DFND 1,2 0 446,643 0
QUANEX BLDG PRODS CORP COM 747619104 92 4,039 SH   DFND 1,2 0 4,039 0
QUANTA SVCS INC COM 74762E102 1,831 14,612 SH   DFND 1,2 0 14,612 0
QUANTUMSCAPE CORP COM CL A 74767V109 51 5,928 SH   DFND 1,2 0 5,928 0
QUEST DIAGNOSTICS INC COM 74834L100 5,817 43,743 SH   DFND 1,2 0 43,743 0
QUINSTREET INC COM 74874Q100 42 4,208 SH   DFND 1,2 0 4,208 0
RPC INC COM 749660106 44 6,371 SH   DFND 1,2 0 6,371 0
RPM INTL INC COM 749685103 909 11,552 SH   DFND 1,2 0 11,552 0
RLX TECHNOLOGY INC SPONSORED ADS 74969N103 95 44,697 SH   DFND 1,2 0 44,697 0
RPT REALTY SH BEN INT 74971D101 64 6,556 SH   DFND 1,2 0 6,556 0
RADNET INC COM 750491102 76 4,387 SH   DFND 1,2 0 4,387 0
RAMBUS INC DEL COM 750917106 207 9,639 SH   DFND 1,2 0 9,639 0
RALPH LAUREN CORP CL A 751212101 188 2,093 SH   DFND 1,2 0 2,093 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 182 200,000 PRN   DFND 1,2 0 200,000 0
RAYMOND JAMES FINL INC COM 754730109 1,145 12,805 SH   DFND 1,2 0 12,805 0
RAYONIER ADVANCED MATLS INC COM 75508B104 16 5,926 SH   DFND 1,2 0 5,926 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 10,022 104,277 SH   DFND 1,2 0 104,277 0
RE MAX HLDGS INC CL A 75524W108 1,812 73,916 SH   DFND 1,2 0 73,916 0
READY CAPITAL CORP COM 75574U101 65 5,432 SH   DFND 1,2 0 5,432 0
ANYWHERE REAL ESTATE INC COM 75605Y106 103 10,497 SH   DFND 1,2 0 10,497 0
REALTY INCOME CORP COM 756109104 2,278 33,379 SH   DFND 1,2 0 33,379 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 10 1,279 SH   DFND 1,2 0 1,279 0
REDWOOD TR INC COM 758075402 91 11,834 SH   DFND 1,2 0 11,834 0
REGAL REXNORD CORPORATION COM 758750103 1,017 8,958 SH   DFND 1,2 0 8,958 0
REGENCY CTRS CORP COM 758849103 692 11,669 SH   DFND 1,2 0 11,669 0
REGENERON PHARMACEUTICALS COM 75886F107 48,976 82,852 SH   DFND 1,2 0 82,852 0
REGENXBIO INC COM 75901B107 89 3,621 SH   DFND 1,2 0 3,621 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 48,152 2,568,132 SH   DFND 1,2 0 2,568,132 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 318 2,715 SH   DFND 1,2 0 2,715 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,444 8,504 SH   DFND 1,2 0 8,504 0
RENASANT CORP COM 75970E107 126 4,359 SH   DFND 1,2 0 4,359 0
RENT A CTR INC NEW COM 76009N100 1,036 53,289 SH   DFND 1,2 0 53,289 0
REPUBLIC SVCS INC COM 760759100 9,434 72,090 SH   DFND 1,2 0 72,090 0
RESMED INC COM 761152107 10,595 50,542 SH   DFND 1,2 0 50,542 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 508 26,172 SH   DFND 1,2 0 26,172 0
RESOURCES CONNECTION INC COM 76122Q105 78 3,805 SH   DFND 1,2 0 3,805 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 159 10,053 SH   DFND 1,2 0 10,053 0
REX AMERICAN RES CORP COM 761624105 39 459 SH   DFND 1,2 0 459 0
REXFORD INDL RLTY INC COM 76169C100 3,957 68,704 SH   DFND 1,2 0 68,704 0
RINGCENTRAL INC CL A 76680R206 275 5,265 SH   DFND 1,2 0 5,265 0
RIVIAN AUTOMOTIVE INC COM CL A 76954A103 277 10,762 SH   DFND 1,2 0 10,762 0
ROBERT HALF INTL INC COM 770323103 4,748 63,404 SH   DFND 1,2 0 63,404 0
ROBLOX CORP CL A 771049103 539 16,389 SH   DFND 1,2 0 16,389 0
ROCKWELL AUTOMATION INC COM 773903109 25,062 125,742 SH   DFND 1,2 0 125,742 0
ROGERS CORP COM 775133101 1,036 3,951 SH   DFND 1,2 0 3,951 0
ROKU INC COM CL A 77543R102 616 7,494 SH   DFND 1,2 0 7,494 0
ROLLINS INC COM 775711104 5,142 147,252 SH   DFND 1,2 0 147,252 0
ROPER TECHNOLOGIES INC COM 776696106 23,698 60,049 SH   DFND 1,2 0 60,049 0
ROSS STORES INC COM 778296103 6,373 90,750 SH   DFND 1,2 0 90,750 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 384 400,000 PRN   DFND 1,2 0 400,000 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 182 200,000 PRN   DFND 1,2 0 200,000 0
RUTHS HOSPITALITY GROUP INC COM 783332109 41 2,548 SH   DFND 1,2 0 2,548 0
RYDER SYS INC COM 783549108 436 6,133 SH   DFND 1,2 0 6,133 0
S & T BANCORP INC COM 783859101 75 2,745 SH   DFND 1,2 0 2,745 0
S&P GLOBAL INC COM 78409V104 138,595 411,189 SH   DFND 1,2 0 411,189 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,864 8,948 SH   DFND 1,2 0 8,948 0
SEI INVTS CO COM 784117103 7,402 137,017 SH   DFND 1,2 0 137,017 0
SJW GROUP COM 784305104 21,483 344,221 SH   DFND 1,2 0 344,221 0
SM ENERGY CO COM 78454L100 362 10,589 SH   DFND 1,2 0 10,589 0
SPX CORP COM 784635104 200 3,791 SH   DFND 1,2 0 3,791 0
SPS COMM INC COM 78463M107 373 3,300 SH   DFND 1,2 0 3,300 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 18,506 318,685 SH   DFND 1,2 0 318,685 0
SVB FINANCIAL GROUP COM 78486Q101 41,109 104,075 SH   DFND 1,2 0 104,075 0
SAFEHOLD INC COM 78645L100 227 6,417 SH   DFND 1,2 0 6,417 0
SAFETY INS GROUP INC COM 78648T100 106 1,094 SH   DFND 1,2 0 1,094 0
ST JOE CO COM 790148100 127 3,208 SH   DFND 1,2 0 3,208 0
SALESFORCE INC COM 79466L302 119,630 724,856 SH   DFND 1,2 0 724,856 0
SALLY BEAUTY HLDGS INC COM 79546E104 115 9,643 SH   DFND 1,2 0 9,643 0
SANDERSON FARMS INC COM 800013104 638 2,959 SH   DFND 1,2 0 2,959 0
SANFILIPPO JOHN B & SON INC COM 800422107 84 1,160 SH   DFND 1,2 0 1,160 0
SANMINA CORPORATION COM 801056102 257 6,319 SH   DFND 1,2 0 6,319 0
SAUL CTRS INC COM 804395101 79 1,674 SH   DFND 1,2 0 1,674 0
SCANSOURCE INC COM 806037107 76 2,445 SH   DFND 1,2 0 2,445 0
HENRY SCHEIN INC COM 806407102 1,373 17,896 SH   DFND 1,2 0 17,896 0
SCHOLASTIC CORP COM 807066105 92 2,569 SH   DFND 1,2 0 2,569 0
SCHWAB CHARLES CORP COM 808513105 51,552 815,949 SH   DFND 1,2 0 815,949 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 70 2,788 SH   DFND 1,2 0 2,788 0
SCRIPPS E W CO OHIO CL A NEW 811054402 59 4,740 SH   DFND 1,2 0 4,740 0
SEA LTD SPONSORD ADS 81141R100 3,153 47,156 SH   DFND 1,2 0 47,156 0
SEA LTD NOTE 2.375%12/0 81141RAF7 446 400,000 PRN   DFND 1,2 0 400,000 0
SEACOAST BKG CORP FLA COM NEW 811707801 159 4,818 SH   DFND 1,2 0 4,818 0
SEAGEN INC COM 81181C104 5,106 28,860 SH   DFND 1,2 0 28,860 0
SEALED AIR CORP NEW COM 81211K100 155 2,681 SH   DFND 1,2 0 2,681 0
SELECT MED HLDGS CORP COM 81619Q105 652 27,588 SH   DFND 1,2 0 27,588 0
SELECTQUOTE INC COM 816307300 29 11,827 SH   DFND 1,2 0 11,827 0
SEMPRA COM 816851109 3,164 21,055 SH   DFND 1,2 0 21,055 0
SENECA FOODS CORP NEW CL A 817070501 39 700 SH   DFND 1,2 0 700 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,414 17,547 SH   DFND 1,2 0 17,547 0
SERVICE CORP INTL COM 817565104 99 1,429 SH   DFND 1,2 0 1,429 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 74 14,122 SH   DFND 1,2 0 14,122 0
SERVICENOW INC COM 81762P102 60,140 126,472 SH   DFND 1,2 0 126,472 0
SERVISFIRST BANCSHARES INC COM 81768T108 361 4,580 SH   DFND 1,2 0 4,580 0
SHAKE SHACK INC CL A 819047101 138 3,485 SH   DFND 1,2 0 3,485 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 105 4,733 SH   DFND 1,2 0 4,733 0
SHERWIN WILLIAMS CO COM 824348106 12,619 56,358 SH   DFND 1,2 0 56,358 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 242 300,000 PRN   DFND 1,2 0 300,000 0
SHOE CARNIVAL INC COM 824889109 40 1,835 SH   DFND 1,2 0 1,835 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 5,295 321,291 SH   DFND 1,2 0 321,291 0
SHUTTERSTOCK INC COM 825690100 633 11,039 SH   DFND 1,2 0 11,039 0
SIGNATURE BK NEW YORK N Y COM 82669G104 34,051 190,005 SH   DFND 1,2 0 190,005 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 225 10,592 SH   DFND 1,2 0 10,592 0
SIMON PPTY GROUP INC NEW COM 828806109 1,833 19,307 SH   DFND 1,2 0 19,307 0
SIMPLY GOOD FOODS CO COM 82900L102 276 7,295 SH   DFND 1,2 0 7,295 0
SIMULATIONS PLUS INC COM 829214105 68 1,382 SH   DFND 1,2 0 1,382 0
SIRIUS XM HOLDINGS INC COM 82968B103 1,364 222,437 SH   DFND 1,2 0 222,437 0
SITE CTRS CORP COM 82981J109 211 15,689 SH   DFND 1,2 0 15,689 0
SITIME CORP COM 82982T106 99 606 SH   DFND 1,2 0 606 0
SKECHERS U S A INC CL A 830566105 8,616 242,155 SH   DFND 1,2 0 242,155 0
SKYWEST INC COM 830879102 89 4,193 SH   DFND 1,2 0 4,193 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,032 21,931 SH   DFND 1,2 0 21,931 0
SLEEP NUMBER CORP COM 83125X103 70 2,249 SH   DFND 1,2 0 2,249 0
SMITH A O CORP COM 831865209 38,713 707,990 SH   DFND 1,2 0 707,990 0
SMUCKER J M CO COM NEW 832696405 6,540 51,091 SH   DFND 1,2 0 51,091 0
SNAP ON INC COM 833034101 2,112 10,717 SH   DFND 1,2 0 10,717 0
SNAP INC CL A 83304A106 40,660 3,096,732 SH   DFND 1,2 0 3,096,732 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 289 300,000 PRN   DFND 1,2 0 300,000 0
SNOWFLAKE INC CL A 833445109 1,736 12,482 SH   DFND 1,2 0 12,482 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 3,736 44,725 SH   DFND 1,2 0 44,725 0
SOFI TECHNOLOGIES INC COM 83406F102 39 7,479 SH   DFND 1,2 0 7,479 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 672 2,456 SH   DFND 1,2 0 2,456 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 241 200,000 PRN   DFND 1,2 0 200,000 0
SONIC AUTOMOTIVE INC CL A 83545G102 72 1,971 SH   DFND 1,2 0 1,971 0
SONOS INC COM 83570H108 202 11,203 SH   DFND 1,2 0 11,203 0
SOUTH JERSEY INDS INC COM 838518108 564 16,510 SH   DFND 1,2 0 16,510 0
SOUTHERN CO COM 842587107 3,932 55,146 SH   DFND 1,2 0 55,146 0
SOUTHERN COPPER CORP COM 84265V105 531 10,654 SH   DFND 1,2 0 10,654 0
SOUTHSIDE BANCSHARES INC COM 84470P109 123 3,282 SH   DFND 1,2 0 3,282 0
SOUTHWEST AIRLS CO COM 844741108 10,757 297,816 SH   DFND 1,2 0 297,816 0
SOUTHWESTERN ENERGY CO COM 845467109 591 94,540 SH   DFND 1,2 0 94,540 0
SPARTANNASH CO COM 847215100 93 3,088 SH   DFND 1,2 0 3,088 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 450 5,487 SH   DFND 1,2 0 5,487 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 26 900 SH   DFND 1,2 0 900 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 184 200,000 PRN   DFND 1,2 0 200,000 0
SPLUNK INC COM 848637104 2,918 32,986 SH   DFND 1,2 0 32,986 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 288 300,000 PRN   DFND 1,2 0 300,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 283 300,000 PRN   DFND 1,2 0 300,000 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 83 100,000 PRN   DFND 1,2 0 100,000 0
BLOCK INC CL A 852234103 2,437 39,657 SH   DFND 1,2 0 39,657 0
STANDARD MTR PRODS INC COM 853666105 95 2,109 SH   DFND 1,2 0 2,109 0
STANDEX INTL CORP COM 854231107 83 979 SH   DFND 1,2 0 979 0
STANLEY BLACK & DECKER INC COM 854502101 35,710 340,552 SH   DFND 1,2 0 340,552 0
STARBUCKS CORP COM 855244109 113,782 1,489,489 SH   DFND 1,2 0 1,489,489 0
STARWOOD PPTY TR INC COM 85571B105 2,615 125,163 SH   DFND 1,2 0 125,163 0
STATE STR CORP COM 857477103 23,508 381,313 SH   DFND 1,2 0 381,313 0
STEEL DYNAMICS INC COM 858119100 11,431 172,799 SH   DFND 1,2 0 172,799 0
STEPAN CO COM 858586100 181 1,789 SH   DFND 1,2 0 1,789 0
STEWART INFORMATION SVCS COR COM 860372101 109 2,189 SH   DFND 1,2 0 2,189 0
STONEX GROUP INC COM 861896108 112 1,430 SH   DFND 1,2 0 1,430 0
STRATEGIC ED INC COM 86272C103 142 2,015 SH   DFND 1,2 0 2,015 0
STRYKER CORPORATION COM 863667101 74,263 373,314 SH   DFND 1,2 0 373,314 0
STURM RUGER & CO INC COM 864159108 95 1,488 SH   DFND 1,2 0 1,488 0
SUMMIT HOTEL PPTYS INC COM 866082100 79 10,897 SH   DFND 1,2 0 10,897 0
SUN CMNTYS INC COM 866674104 1,142 7,167 SH   DFND 1,2 0 7,167 0
SUNCOKE ENERGY INC COM 86722A103 52 7,629 SH   DFND 1,2 0 7,629 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 156 200,000 PRN   DFND 1,2 0 200,000 0
SUNPOWER CORP COM 867652406 6,886 435,517 SH   DFND 1,2 0 435,517 0
SUNRUN INC COM 86771W105 4,269 182,728 SH   DFND 1,2 0 182,728 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 133 4,594 SH   DFND 1,2 0 4,594 0
SURMODICS INC COM 868873100 41 1,102 SH   DFND 1,2 0 1,102 0
SYLVAMO CORP COMMON STOCK 871332102 97 2,972 SH   DFND 1,2 0 2,972 0
SYNOPSYS INC COM 871607107 83,684 275,549 SH   DFND 1,2 0 275,549 0
SYNCHRONY FINANCIAL COM 87165B103 23,203 840,089 SH   DFND 1,2 0 840,089 0
SYSCO CORP COM 871829107 41,682 492,053 SH   DFND 1,2 0 492,053 0
TJX COS INC NEW COM 872540109 29,003 519,296 SH   DFND 1,2 0 519,296 0
T-MOBILE US INC COM 872590104 6,774 50,352 SH   DFND 1,2 0 50,352 0
TPI COMPOSITES INC COM 87266J104 3,688 295,050 SH   DFND 1,2 0 295,050 0
TTM TECHNOLOGIES INC COM 87305R109 113 9,045 SH   DFND 1,2 0 9,045 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 13 1,723 SH   DFND 1,2 0 1,723 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 4,483 54,844 SH   DFND 1,2 0 54,844 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 38,954 317,910 SH   DFND 1,2 0 317,910 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 80 16,360 SH   DFND 1,2 0 16,360 0
TALOS ENERGY INC COM 87484T108 57 3,697 SH   DFND 1,2 0 3,697 0
TANDEM DIABETES CARE INC COM NEW 875372203 3,640 61,500 SH   DFND 1,2 0 61,500 0
TANGER FACTORY OUTLET CTRS I COM 875465106 141 9,901 SH   DFND 1,2 0 9,901 0
TAPESTRY INC COM 876030107 260 8,515 SH   DFND 1,2 0 8,515 0
TARGET CORP COM 87612E106 24,198 171,338 SH   DFND 1,2 0 171,338 0
TARGA RES CORP COM 87612G101 275 4,617 SH   DFND 1,2 0 4,617 0
TECHTARGET INC COM 87874R100 163 2,487 SH   DFND 1,2 0 2,487 0
TEGNA INC COM 87901J105 79 3,787 SH   DFND 1,2 0 3,787 0
TELADOC HEALTH INC COM 87918A105 1,338 40,294 SH   DFND 1,2 0 40,294 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,000 10,663 SH   DFND 1,2 0 10,663 0
TELEFLEX INCORPORATED COM 879369106 511 2,080 SH   DFND 1,2 0 2,080 0
TELEPHONE & DATA SYS INC COM NEW 879433829 136 8,611 SH   DFND 1,2 0 8,611 0
TEMPUR SEALY INTL INC COM 88023U101 170 7,960 SH   DFND 1,2 0 7,960 0
10X GENOMICS INC CL A COM 88025U109 38 850 SH   DFND 1,2 0 850 0
TENET HEALTHCARE CORP COM NEW 88033G407 8,173 155,506 SH   DFND 1,2 0 155,506 0
TENNANT CO COM 880345103 130 2,200 SH   DFND 1,2 0 2,200 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 323 64,359 SH   DFND 1,2 0 64,359 0
TERADYNE INC COM 880770102 1,293 14,440 SH   DFND 1,2 0 14,440 0
TERRENO RLTY CORP COM 88146M101 2,138 38,360 SH   DFND 1,2 0 38,360 0
TESLA INC COM 88160R101 57,499 85,383 SH   DFND 1,2 0 85,383 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 96 12,748 SH   DFND 1,2 0 12,748 0
TEXAS INSTRS INC COM 882508104 32,224 209,726 SH   DFND 1,2 0 209,726 0
THE ODP CORP COM 88337F105 119 3,930 SH   DFND 1,2 0 3,930 0
THE TRADE DESK INC COM CL A 88339J105 1,050 25,055 SH   DFND 1,2 0 25,055 0
THERMO FISHER SCIENTIFIC INC COM 883556102 350,977 646,033 SH   DFND 1,2 0 646,033 0
THOR INDS INC COM 885160101 1,824 24,410 SH   DFND 1,2 0 24,410 0
3-D SYS CORP DEL COM NEW 88554D205 112 11,575 SH   DFND 1,2 0 11,575 0
3M CO COM 88579Y101 4,300 33,231 SH   DFND 1,2 0 33,231 0
THRYV HLDGS INC COM NEW 886029206 33 1,483 SH   DFND 1,2 0 1,483 0
TIMKEN CO COM 887389104 53 1,000 SH   DFND 1,2 0 1,000 0
TIMKENSTEEL CORPORATION COM 887399103 69 3,670 SH   DFND 1,2 0 3,670 0
TITAN INTL INC ILL COM 88830M102 66 4,385 SH   DFND 1,2 0 4,385 0
TOLL BROTHERS INC COM 889478103 289 6,474 SH   DFND 1,2 0 6,474 0
TOMPKINS FINL CORP COM 890110109 104 1,446 SH   DFND 1,2 0 1,446 0
TOOTSIE ROLL INDS INC COM 890516107 51 1,439 SH   DFND 1,2 0 1,439 0
TORO CO COM 891092108 33,131 437,144 SH   DFND 1,2 0 437,144 0
TRACTOR SUPPLY CO COM 892356106 4,914 25,347 SH   DFND 1,2 0 25,347 0
TRADEWEB MKTS INC CL A 892672106 1,311 19,208 SH   DFND 1,2 0 19,208 0
TRANSUNION COM 89400J107 21,678 271,003 SH   DFND 1,2 0 271,003 0
TRAVELERS COMPANIES INC COM 89417E109 9,592 56,712 SH   DFND 1,2 0 56,712 0
TREDEGAR CORP COM 894650100 36 3,608 SH   DFND 1,2 0 3,608 0
TREEHOUSE FOODS INC COM 89469A104 212 5,059 SH   DFND 1,2 0 5,059 0
TRIMBLE INC COM 896239100 31,950 548,692 SH   DFND 1,2 0 548,692 0
TRIP COM GROUP LTD ADS 89677Q107 4,216 153,596 SH   DFND 1,2 0 153,596 0
TRIUMPH BANCORP INC COM 89679E300 127 2,033 SH   DFND 1,2 0 2,033 0
TRIUMPH GROUP INC NEW COM 896818101 81 6,059 SH   DFND 1,2 0 6,059 0
TRUEBLUE INC COM 89785X101 63 3,544 SH   DFND 1,2 0 3,544 0
TRUPANION INC COM 898202106 1,396 23,161 SH   DFND 1,2 0 23,161 0
TRUIST FINL CORP COM 89832Q109 6,579 138,713 SH   DFND 1,2 0 138,713 0
TRUSTCO BK CORP N Y COM NEW 898349204 19 628 SH   DFND 1,2 0 628 0
TRUSTMARK CORP COM 898402102 138 4,742 SH   DFND 1,2 0 4,742 0
TTEC HLDGS INC COM 89854H102 123 1,816 SH   DFND 1,2 0 1,816 0
TUPPERWARE BRANDS CORP COM 899896104 27 4,237 SH   DFND 1,2 0 4,237 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 109 43,652 SH   DFND 1,2 0 43,652 0
TWILIO INC CL A 90138F102 1,281 15,284 SH   DFND 1,2 0 15,284 0
TWITTER INC COM 90184L102 33,978 908,749 SH   DFND 1,2 0 908,749 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 394 400,000 PRN   DFND 1,2 0 400,000 0
TWO HBRS INVT CORP COM NEW 90187B408 144 28,837 SH   DFND 1,2 0 28,837 0
TYLER TECHNOLOGIES INC COM 902252105 2,329 7,004 SH   DFND 1,2 0 7,004 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 189 200,000 PRN   DFND 1,2 0 200,000 0
TYSON FOODS INC CL A 902494103 26,460 307,465 SH   DFND 1,2 0 307,465 0
UDR INC COM 902653104 931 20,220 SH   DFND 1,2 0 20,220 0
UGI CORP NEW COM 902681105 577 14,941 SH   DFND 1,2 0 14,941 0
UMB FINL CORP COM 902788108 284 3,295 SH   DFND 1,2 0 3,295 0
UFP INDUSTRIES INC COM 90278Q108 3,655 53,638 SH   DFND 1,2 0 53,638 0
US BANCORP DEL COM NEW 902973304 4,197 91,193 SH   DFND 1,2 0 91,193 0
USANA HEALTH SCIENCES INC COM 90328M107 85 1,172 SH   DFND 1,2 0 1,172 0
U S PHYSICAL THERAPY COM 90337L108 116 1,060 SH   DFND 1,2 0 1,060 0
U S SILICA HLDGS INC COM 90346E103 72 6,297 SH   DFND 1,2 0 6,297 0
UBER TECHNOLOGIES INC COM 90353T100 3,525 172,277 SH   DFND 1,2 0 172,277 0
ULTA BEAUTY INC COM 90384S303 1,333 3,458 SH   DFND 1,2 0 3,458 0
ULTRA CLEAN HLDGS INC COM 90385V107 116 3,895 SH   DFND 1,2 0 3,895 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 375 159,390 SH   DFND 1,2 0 159,390 0
UMPQUA HLDGS CORP COM 904214103 45 2,702 SH   DFND 1,2 0 2,702 0
UNDER ARMOUR INC CL A 904311107 111 13,295 SH   DFND 1,2 0 13,295 0
UNDER ARMOUR INC CL C 904311206 1,748 230,592 SH   DFND 1,2 0 230,592 0
UNIFI INC COM NEW 904677200 23 1,618 SH   DFND 1,2 0 1,618 0
UNIFIRST CORP MASS COM 904708104 2,501 14,527 SH   DFND 1,2 0 14,527 0
UNION PAC CORP COM 907818108 16,162 75,777 SH   DFND 1,2 0 75,777 0
UNISYS CORP COM NEW 909214306 72 5,960 SH   DFND 1,2 0 5,960 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 269 8,922 SH   DFND 1,2 0 8,922 0
UNITED FIRE GROUP INC COM 910340108 137 3,996 SH   DFND 1,2 0 3,996 0
UNITED NAT FOODS INC COM 911163103 205 5,203 SH   DFND 1,2 0 5,203 0
UNITED PARCEL SERVICE INC CL B 911312106 8,443 46,253 SH   DFND 1,2 0 46,253 0
UNITED RENTALS INC COM 911363109 8,236 33,907 SH   DFND 1,2 0 33,907 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 196 831 SH   DFND 1,2 0 831 0
UNITEDHEALTH GROUP INC COM 91324P102 402,153 782,963 SH   DFND 1,2 0 782,963 0
UNITIL CORP COM 913259107 78 1,326 SH   DFND 1,2 0 1,326 0
UNITI GROUP INC COM 91325V108 211 22,359 SH   DFND 1,2 0 22,359 0
UNITY SOFTWARE INC COM 91332U101 329 8,944 SH   DFND 1,2 0 8,944 0
UNIVERSAL CORP VA COM 913456109 135 2,229 SH   DFND 1,2 0 2,229 0
UNIVERSAL DISPLAY CORP COM 91347P105 66 651 SH   DFND 1,2 0 651 0
UNIVERSAL ELECTRS INC COM 913483103 26 1,028 SH   DFND 1,2 0 1,028 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 334 6,285 SH   DFND 1,2 0 6,285 0
UNIVERSAL INS HLDGS INC COM 91359V107 26 2,008 SH   DFND 1,2 0 2,008 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,430 14,198 SH   DFND 1,2 0 14,198 0
UNUM GROUP COM 91529Y106 165 4,856 SH   DFND 1,2 0 4,856 0
URANIUM ENERGY CORP COM 916896103 25 8,011 SH   DFND 1,2 0 8,011 0
URBAN EDGE PPTYS COM 91704F104 141 9,291 SH   DFND 1,2 0 9,291 0
URSTADT BIDDLE PPTYS INC CL A 917286205 78 4,789 SH   DFND 1,2 0 4,789 0
UTZ BRANDS INC COM CL A 918090101 220 15,887 SH   DFND 1,2 0 15,887 0
V F CORP COM 918204108 1,545 34,975 SH   DFND 1,2 0 34,975 0
VAIL RESORTS INC COM 91879Q109 587 2,692 SH   DFND 1,2 0 2,692 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 175 200,000 PRN   DFND 1,2 0 200,000 0
VALERO ENERGY CORP COM 91913Y100 28,061 264,030 SH   DFND 1,2 0 264,030 0
VALMONT INDS INC COM 920253101 32,350 144,016 SH   DFND 1,2 0 144,016 0
VANDA PHARMACEUTICALS INC COM 921659108 60 5,483 SH   DFND 1,2 0 5,483 0
VAREX IMAGING CORP COM 92214X106 71 3,307 SH   DFND 1,2 0 3,307 0
VECTOR GROUP LTD COM 92240M108 121 11,488 SH   DFND 1,2 0 11,488 0
VEECO INSTRS INC DEL COM 922417100 97 4,999 SH   DFND 1,2 0 4,999 0
VEEVA SYS INC CL A COM 922475108 9,304 46,978 SH   DFND 1,2 0 46,978 0
VENTAS INC COM 92276F100 3,531 68,661 SH   DFND 1,2 0 68,661 0
VERA BRADLEY INC COM 92335C106 11 2,648 SH   DFND 1,2 0 2,648 0
VERISIGN INC COM 92343E102 5,245 31,344 SH   DFND 1,2 0 31,344 0
VERIZON COMMUNICATIONS INC COM 92343V104 70,543 1,390,000 SH   DFND 1,2 0 1,390,000 0
VERITEX HLDGS INC COM 923451108 117 3,988 SH   DFND 1,2 0 3,988 0
VERITIV CORP COM 923454102 131 1,211 SH   DFND 1,2 0 1,211 0
VERISK ANALYTICS INC COM 92345Y106 2,110 12,193 SH   DFND 1,2 0 12,193 0
VERICEL CORP COM 92346J108 110 4,388 SH   DFND 1,2 0 4,388 0
VERTEX PHARMACEUTICALS INC COM 92532F100 81,325 288,602 SH   DFND 1,2 0 288,602 0
VIAD CORP COM 92552R406 48 1,729 SH   DFND 1,2 0 1,729 0
VIAVI SOLUTIONS INC COM 925550105 264 19,970 SH   DFND 1,2 0 19,970 0
PARAMOUNT GLOBAL CLASS B COM 92556H206 19,750 800,226 SH   DFND 1,2 0 800,226 0
VIATRIS INC COM 92556V106 1,813 173,162 SH   DFND 1,2 0 173,162 0
VICI PPTYS INC COM 925652109 3,140 105,412 SH   DFND 1,2 0 105,412 0
VICOR CORP COM 925815102 348 6,352 SH   DFND 1,2 0 6,352 0
VICTORIAS SECRET AND CO COMMON STOCK 926400102 62 2,218 SH   DFND 1,2 0 2,218 0
VIMEO INC COMMON STOCK 92719V100 558 92,657 SH   DFND 1,2 0 92,657 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 6,315 638,558 SH   DFND 1,2 0 638,558 0
VIR BIOTECHNOLOGY INC COM 92764N102 171 6,703 SH   DFND 1,2 0 6,703 0
VISA INC COM CL A 92826C839 226,232 1,149,028 SH   DFND 1,2 0 1,149,028 0
VIRTUS INVT PARTNERS INC COM 92828Q109 102 596 SH   DFND 1,2 0 596 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 286 300,000 PRN   DFND 1,2 0 300,000 0
VISTA OUTDOOR INC COM 928377100 141 5,067 SH   DFND 1,2 0 5,067 0
VISTRA CORP COM 92840M102 518 22,665 SH   DFND 1,2 0 22,665 0
VMWARE INC CL A COM 928563402 84,021 737,159 SH   DFND 1,2 0 737,159 0
VONAGE HLDGS CORP COM 92886T201 411 21,815 SH   DFND 1,2 0 21,815 0
VONTIER CORPORATION COM 928881101 211 9,162 SH   DFND 1,2 0 9,162 0
VORNADO RLTY TR SH BEN INT 929042109 327 11,441 SH   DFND 1,2 0 11,441 0
VOYA FINANCIAL INC COM 929089100 323 5,422 SH   DFND 1,2 0 5,422 0
VULCAN MATLS CO COM 929160109 2,506 17,633 SH   DFND 1,2 0 17,633 0
WD 40 CO COM 929236107 239 1,186 SH   DFND 1,2 0 1,186 0
WSFS FINL CORP COM 929328102 222 5,527 SH   DFND 1,2 0 5,527 0
WP CAREY INC COM 92936U109 627 7,568 SH   DFND 1,2 0 7,568 0
WEC ENERGY GROUP INC COM 92939U106 2,401 23,853 SH   DFND 1,2 0 23,853 0
WABASH NATL CORP COM 929566107 70 5,133 SH   DFND 1,2 0 5,133 0
WABTEC COM 929740108 3,397 41,387 SH   DFND 1,2 0 41,387 0
WALMART INC COM 931142103 15,718 129,284 SH   DFND 1,2 0 129,284 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,395 274,265 SH   DFND 1,2 0 274,265 0
WALKER & DUNLOP INC COM 93148P102 491 5,092 SH   DFND 1,2 0 5,092 0
WARNER BROS DISCOVERY INC COM SER A 934423104 33,198 2,473,790 SH   DFND 1,2 0 2,473,790 0
WARRIOR MET COAL INC COM 93627C101 143 4,665 SH   DFND 1,2 0 4,665 0
WASHINGTON FED INC COM 938824109 83 2,775 SH   DFND 1,2 0 2,775 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 152 7,112 SH   DFND 1,2 0 7,112 0
WASTE MGMT INC DEL COM 94106L109 51,290 335,270 SH   DFND 1,2 0 335,270 0
WATERS CORP COM 941848103 52,589 158,889 SH   DFND 1,2 0 158,889 0
WATSCO INC COM 942622200 595 2,491 SH   DFND 1,2 0 2,491 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 29,213 237,811 SH   DFND 1,2 0 237,811 0
WAYFAIR INC CL A 94419L101 149 3,415 SH   DFND 1,2 0 3,415 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 160 200,000 PRN   DFND 1,2 0 200,000 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 193 300,000 PRN   DFND 1,2 0 300,000 0
WEBSTER FINL CORP COM 947890109 19,153 454,395 SH   DFND 1,2 0 454,395 0
WEIBO CORP SPONSORED ADR 948596101 4,100 177,238 SH   DFND 1,2 0 177,238 0
WELBILT INC COM 949090104 601 25,248 SH   DFND 1,2 0 25,248 0
WELLS FARGO CO NEW COM 949746101 62,019 1,583,331 SH   DFND 1,2 0 1,583,331 0
WELLTOWER INC COM 95040Q104 8,642 104,942 SH   DFND 1,2 0 104,942 0
WENDYS CO COM 95058W100 250 13,268 SH   DFND 1,2 0 13,268 0
WERNER ENTERPRISES INC COM 950755108 8,222 213,340 SH   DFND 1,2 0 213,340 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 19,625 64,905 SH   DFND 1,2 0 64,905 0
WESTAMERICA BANCORPORATION COM 957090103 790 14,200 SH   DFND 1,2 0 14,200 0
WESTERN ALLIANCE BANCORP COM 957638109 18,174 257,418 SH   DFND 1,2 0 257,418 0
WESTERN DIGITAL CORP. COM 958102105 9,133 203,725 SH   DFND 1,2 0 203,725 0
WESTERN UN CO COM 959802109 1,101 66,824 SH   DFND 1,2 0 66,824 0
WESTLAKE CORPORATION COM 960413102 860 8,774 SH   DFND 1,2 0 8,774 0
WESTROCK CO COM 96145D105 5,257 131,945 SH   DFND 1,2 0 131,945 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 1,437 43,397 SH   DFND 1,2 0 43,397 0
WHIRLPOOL CORP COM 963320106 21,803 140,781 SH   DFND 1,2 0 140,781 0
WHITESTONE REIT COM 966084204 60 5,577 SH   DFND 1,2 0 5,577 0
WILEY JOHN & SONS INC CL A 968223206 149 3,128 SH   DFND 1,2 0 3,128 0
WILLIAMS COS INC COM 969457100 12,028 385,388 SH   DFND 1,2 0 385,388 0
WILLIAMS SONOMA INC COM 969904101 38 341 SH   DFND 1,2 0 341 0
WINNEBAGO INDS INC COM 974637100 1,058 21,787 SH   DFND 1,2 0 21,787 0
WISDOMTREE INVTS INC COM 97717P104 59 11,677 SH   DFND 1,2 0 11,677 0
WOLFSPEED INC COM 977852102 653 10,289 SH   DFND 1,2 0 10,289 0
WOLVERINE WORLD WIDE INC COM 978097103 145 7,204 SH   DFND 1,2 0 7,204 0
WORKDAY INC CL A 98138H101 6,137 43,971 SH   DFND 1,2 0 43,971 0
WORLD ACCEP CORPORATION COM 981419104 43 386 SH   DFND 1,2 0 386 0
WORLD FUEL SVCS CORP COM 981475106 740 36,150 SH   DFND 1,2 0 36,150 0
WW INTL INC COM 98262P101 31 4,825 SH   DFND 1,2 0 4,825 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 271 4,125 SH   DFND 1,2 0 4,125 0
WYNN RESORTS LTD COM 983134107 416 7,293 SH   DFND 1,2 0 7,293 0
XPO LOGISTICS INC COM 983793100 67 1,395 SH   DFND 1,2 0 1,395 0
XPEL INC COM 98379L100 63 1,362 SH   DFND 1,2 0 1,362 0
XCEL ENERGY INC COM 98389B100 2,291 32,373 SH   DFND 1,2 0 32,373 0
XPERI HOLDING CORP COM 98390M103 126 8,766 SH   DFND 1,2 0 8,766 0
XENIA HOTELS & RESORTS INC COM 984017103 144 9,887 SH   DFND 1,2 0 9,887 0
XENCOR INC COM 98401F105 139 5,070 SH   DFND 1,2 0 5,070 0
XYLEM INC COM 98419M100 44,760 572,523 SH   DFND 1,2 0 572,523 0
XEROX HOLDINGS CORP COM NEW 98421M106 722 48,639 SH   DFND 1,2 0 48,639 0
XPENG INC ADS 98422D105 513 16,154 SH   DFND 1,2 0 16,154 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 495 151,693 SH   DFND 1,2 0 151,693 0
JOYY INC NOTE 1.375% 6/1 98426TAF3 253 300,000 PRN   DFND 1,2 0 300,000 0
YORK WTR CO COM 987184108 4,148 102,604 SH   DFND 1,2 0 102,604 0
YUM BRANDS INC COM 988498101 68,080 599,773 SH   DFND 1,2 0 599,773 0
YUM CHINA HLDGS INC COM 98850P109 10,691 220,441 SH   DFND 1,2 0 220,441 0
ZAI LAB LTD ADR 98887Q104 455 13,121 SH   DFND 1,2 0 13,121 0
ZIMVIE INC COM 98888T107 29 1,825 SH   DFND 1,2 0 1,825 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 39,673 134,964 SH   DFND 1,2 0 134,964 0
ZENDESK INC COM 98936J101 1,828 24,678 SH   DFND 1,2 0 24,678 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 388 400,000 PRN   DFND 1,2 0 400,000 0
ZILLOW GROUP INC CL C CAP STK 98954M200 447 14,079 SH   DFND 1,2 0 14,079 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 208 200,000 PRN   DFND 1,2 0 200,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 189 200,000 PRN   DFND 1,2 0 200,000 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,337 12,727 SH   DFND 1,2 0 12,727 0
ZIONS BANCORPORATION N A COM 989701107 911 17,903 SH   DFND 1,2 0 17,903 0
ZOETIS INC CL A 98978V103 147,372 857,363 SH   DFND 1,2 0 857,363 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 7,386 269,065 SH   DFND 1,2 0 269,065 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 683 20,533 SH   DFND 1,2 0 20,533 0
ZSCALER INC COM 98980G102 13,109 87,677 SH   DFND 1,2 0 87,677 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,404 13,005 SH   DFND 1,2 0 13,005 0
ZUMIEZ INC COM 989817101 52 1,998 SH   DFND 1,2 0 1,998 0
ZURN WATER SOLUTIONS CORP COM 98983L108 173 6,362 SH   DFND 1,2 0 6,362 0
ZYNEX INC COM 98986M103 20 2,556 SH   DFND 1,2 0 2,556 0
CAPRI HOLDINGS LIMITED SHS G1890L107 188 4,583 SH   DFND 1,2 0 4,583 0
NOMAD FOODS LTD USD ORD SHS G6564A105 14,575 729,106 SH   DFND 1,2 0 729,106 0
SCHLUMBERGER LTD COM STK 806857108 84 2,341 SH   DFND 1,2,3 0 2,341 0
ARCH CAP GROUP LTD ORD G0450A105 67 1,479 SH   DFND 1,2,3 0 1,479 0
BUNGE LIMITED COM G16962105 37 405 SH   DFND 1,2,3 0 405 0
EVEREST RE GROUP LTD COM G3223R108 16 58 SH   DFND 1,2,3 0 58 0