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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
SCHLUMBERGER LTD COM STK 806857108   898 25,000 SH   DFND 1,2,4 0 25,000 0
LINDE PLC SHS G5494J103   12,879 47,771 SH   DFND 1,2,4 0 47,771 0
ABBOTT LABS COM 002824100   12,057 124,604 SH   DFND 1,2,4 0 124,604 0
ADOBE SYSTEMS INCORPORATED COM 00724F101   2,903 10,550 SH   DFND 1,2,4 0 10,550 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109   1,542 1,100 SH   DFND 1,2,4 0 1,100 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102   240 3,000 SH   DFND 1,2,4 0 3,000 0
ALPHABET INC CAP STK CL C 02079K107   28,865 300,207 SH   DFND 1,2,4 0 300,207 0
ALPHABET INC CAP STK CL A 02079K305   10,522 110,000 SH   DFND 1,2,4 0 110,000 0
AMAZON COM INC COM 023135106   16,205 143,409 SH   DFND 1,2,4 0 143,409 0
AMERICAN HOMES 4 RENT CL A 02665T306   164 5,000 SH   DFND 1,2,4 0 5,000 0
AMERICAN TOWER CORP NEW COM 03027X100   859 4,000 SH   DFND 1,2,4 0 4,000 0
AMERICOLD REALTY TRUST INC COM 03064D108   148 6,000 SH   DFND 1,2,4 0 6,000 0
APPLE INC COM 037833100   39,663 287,000 SH   DFND 1,2,4 0 287,000 0
APPLIED MATLS INC COM 038222105   9,593 117,082 SH   DFND 1,2,4 0 117,082 0
AVALONBAY CMNTYS INC COM 053484101   313 1,700 SH   DFND 1,2,4 0 1,700 0
BANK AMERICA CORP COM 060505104   13,263 439,164 SH   DFND 1,2,4 0 439,164 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702   975 3,650 SH   DFND 1,2,4 0 3,650 0
BOOKING HOLDINGS INC COM 09857L108   3,369 2,050 SH   DFND 1,2,4 0 2,050 0
BOSTON PROPERTIES INC COM 101121101   450 6,000 SH   DFND 1,2,4 0 6,000 0
CBRE GROUP INC CL A 12504L109   203 3,000 SH   DFND 1,2,4 0 3,000 0
CAMDEN PPTY TR SH BEN INT 133131102   334 2,800 SH   DFND 1,2,4 0 2,800 0
COCA COLA CO COM 191216100   812 14,500 SH   DFND 1,2,4 0 14,500 0
COLGATE PALMOLIVE CO COM 194162103   10,432 148,502 SH   DFND 1,2,4 0 148,502 0
CONOCOPHILLIPS COM 20825C104   11,200 109,443 SH   DFND 1,2,4 0 109,443 0
COSTCO WHSL CORP NEW COM 22160K105   3,292 6,970 SH   DFND 1,2,4 0 6,970 0
CROWDSTRIKE HLDGS INC CL A 22788C105   2,390 14,500 SH   DFND 1,2,4 0 14,500 0
DISNEY WALT CO COM 254687106   19,934 211,327 SH   DFND 1,2,4 0 211,327 0
DUKE REALTY CORP COM NEW 264411505   289 6,000 SH   DFND 1,2,4 0 6,000 0
EOG RES INC COM 26875P101   3,408 30,500 SH   DFND 1,2,4 0 30,500 0
EASTERLY GOVT PPTYS INC COM 27616P103   867 55,000 SH   DFND 1,2,4 0 55,000 0
EBAY INC. COM 278642103   3,280 89,100 SH   DFND 1,2,4 0 89,100 0
EDWARDS LIFESCIENCES CORP COM 28176E108   10,009 121,125 SH   DFND 1,2,4 0 121,125 0
EQUINIX INC COM 29444U700   1,707 3,000 SH   DFND 1,2,4 0 3,000 0
EXXON MOBIL CORP COM 30231G102   7,116 81,500 SH   DFND 1,2,4 0 81,500 0
META PLATFORMS INC CL A 30303M102   5,671 41,800 SH   DFND 1,2,4 0 41,800 0
FIRST INDL RLTY TR INC COM 32054K103   0 0 SH   DFND 1,2,4 0 0 0
FORTINET INC COM 34959E109   9,976 203,045 SH   DFND 1,2,4 0 203,045 0
FOUR CORNERS PPTY TR INC COM 35086T109   242 10,000 SH   DFND 1,2,4 0 10,000 0
GAMING & LEISURE PPTYS INC COM 36467J108   575 13,000 SH   DFND 1,2,4 0 13,000 0
GENERAL ELECTRIC CO COM NEW 369604301   929 15,000 SH   DFND 1,2,4 0 15,000 0
HEALTHCARE RLTY TR CL A COM 42226K105   354 17,000 SH   DFND 1,2,4 0 17,000 0
HOLOGIC INC COM 436440101   3,020 46,800 SH   DFND 1,2,4 0 46,800 0
HOME DEPOT INC COM 437076102   24,261 87,920 SH   DFND 1,2,4 0 87,920 0
HOST HOTELS & RESORTS INC COM 44107P104   873 55,000 SH   DFND 1,2,4 0 55,000 0
IDEXX LABS INC COM 45168D104   2,105 6,460 SH   DFND 1,2,4 0 6,460 0
INTEL CORP COM 458140100   2,069 80,300 SH   DFND 1,2,4 0 80,300 0
INVESCO QQQ TR UNIT SER 1 46090E103   162 605 SH   DFND 1,2,4 0 605 0
INVITATION HOMES INC COM 46187W107   1,283 38,000 SH   DFND 1,2,4 0 38,000 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   24,302 232,555 SH   DFND 1,2,4 0 232,555 0
LAUDER ESTEE COS INC CL A 518439104   2,550 11,810 SH   DFND 1,2,4 0 11,810 0
LILLY ELI & CO COM 532457108   14,966 46,284 SH   DFND 1,2,4 0 46,284 0
MASTERCARD INCORPORATED CL A 57636Q104   4,933 17,350 SH   DFND 1,2,4 0 17,350 0
MCDONALDS CORP COM 580135101   12,871 55,781 SH   DFND 1,2,4 0 55,781 0
MEDICAL PPTYS TRUST INC COM 58463J304   107 9,000 SH   DFND 1,2,4 0 9,000 0
MERCK & CO INC COM 58933Y105   4,327 50,248 SH   DFND 1,2,4 0 50,248 0
MICROSOFT CORP COM 594918104   29,113 125,000 SH   DFND 1,2,4 0 125,000 0
MICRON TECHNOLOGY INC COM 595112103   9,725 194,121 SH   DFND 1,2,4 0 194,121 0
MOODYS CORP COM 615369105   3,085 12,690 SH   DFND 1,2,4 0 12,690 0
MORGAN STANLEY COM NEW 617446448   316 4,000 SH   DFND 1,2,4 0 4,000 0
NETFLIX INC COM 64110L106   2,967 12,600 SH   DFND 1,2,4 0 12,600 0
NIKE INC CL B 654106103   18,499 222,553 SH   DFND 1,2,4 0 222,553 0
NVIDIA CORPORATION COM 67066G104   3,678 30,300 SH   DFND 1,2,4 0 30,300 0
ORION OFFICE REIT INC COM 68629Y103   2 176 SH   DFND 1,2,4 0 176 0
PACKAGING CORP AMER COM 695156109   112 1,000 SH   DFND 1,2,4 0 1,000 0
PEPSICO INC COM 713448108   13,730 84,101 SH   DFND 1,2,4 0 84,101 0
PFIZER INC COM 717081103   4,319 98,700 SH   DFND 1,2,4 0 98,700 0
PLUG POWER INC COM NEW 72919P202   53 2,500 SH   DFND 1,2,4 0 2,500 0
PROCTER AND GAMBLE CO COM 742718109   21,647 171,459 SH   DFND 1,2,4 0 171,459 0
PROLOGIS INC. COM 74340W103   1,778 17,500 SH   DFND 1,2,4 0 17,500 0
PUBLIC STORAGE COM 74460D109   1,326 4,530 SH   DFND 1,2,4 0 4,530 0
QUALCOMM INC COM 747525103   15,119 133,821 SH   DFND 1,2,4 0 133,821 0
RE MAX HLDGS INC CL A 75524W108   435 23,000 SH   DFND 1,2,4 0 23,000 0
ROPER TECHNOLOGIES INC COM 776696106   3,884 10,800 SH   DFND 1,2,4 0 10,800 0
S&P GLOBAL INC COM 78409V104   20,820 68,185 SH   DFND 1,2,4 0 68,185 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104   427 1,500 SH   DFND 1,2,4 0 1,500 0
SAFEHOLD INC COM 78645L100   40 1,500 SH   DFND 1,2,4 0 1,500 0
SALESFORCE INC COM 79466L302   19,426 135,054 SH   DFND 1,2,4 0 135,054 0
SIMON PPTY GROUP INC NEW COM 828806109   987 11,000 SH   DFND 1,2,4 0 11,000 0
THERMO FISHER SCIENTIFIC INC COM 883556102   4,844 9,550 SH   DFND 1,2,4 0 9,550 0
UDR INC COM 902653104   125 3,000 SH   DFND 1,2,4 0 3,000 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105   147 3,400 SH   DFND 1,2,4 0 3,400 0
VANGUARD INDEX FDS VALUE ETF 922908744   3,717 30,100 SH   DFND 1,2,4 0 30,100 0
VICI PPTYS INC COM 925652109   478 16,000 SH   DFND 1,2,4 0 16,000 0
VISA INC COM CL A 92826C839   24,806 139,635 SH   DFND 1,2,4 0 139,635 0
WALMART INC COM 931142103   13,287 102,447 SH   DFND 1,2,4 0 102,447 0
WELLTOWER INC COM 95040Q104   706 10,974 SH   DFND 1,2,4 0 10,974 0
YUM BRANDS INC COM 988498101   9,284 87,301 SH   DFND 1,2,4 0 87,301 0
ZOETIS INC CL A 98978V103   3,586 24,180 SH   DFND 1,2,4 0 24,180 0
SCHLUMBERGER LTD COM STK 806857108   28,381 790,555 SH   DFND 1,2 0 790,555 0
ARCH CAP GROUP LTD ORD G0450A105   4,779 104,931 SH   DFND 1,2 0 104,931 0
ASSURED GUARANTY LTD COM G0585R106   315 6,507 SH   DFND 1,2 0 6,507 0
BUNGE LIMITED COM G16962105   1,199 14,520 SH   DFND 1,2 0 14,520 0
CREDICORP LTD COM G2519Y108   1,009 8,220 SH   DFND 1,2 0 8,220 0
ENSTAR GROUP LIMITED SHS G3075P101   23 137 SH   DFND 1,2 0 137 0
EVEREST RE GROUP LTD COM G3223R108   9,678 36,877 SH   DFND 1,2 0 36,877 0
INVESCO LTD SHS G491BT108   132 9,664 SH   DFND 1,2 0 9,664 0
JAMES RIV GROUP LTD COM G5005R107   73 3,201 SH   DFND 1,2 0 3,201 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104   53 1,735 SH   DFND 1,2 0 1,735 0
NABORS INDUSTRIES LTD SHS G6359F137   72 713 SH   DFND 1,2 0 713 0
SIGNET JEWELERS LIMITED SHS G81276100   220 3,840 SH   DFND 1,2 0 3,840 0
SIRIUSPOINT LTD COM G8192H106   31 6,253 SH   DFND 1,2 0 6,253 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109   292 10,865 SH   DFND 1,2 0 10,865 0
CANADIAN SOLAR INC COM 136635109   4,565 122,562 SH   DFND 1,2 0 122,562 0
CHUBB LIMITED COM H1467J104   49,765 273,615 SH   DFND 1,2 0 273,615 0
TE CONNECTIVITY LTD SHS H84989104   32,727 296,544 SH   DFND 1,2 0 296,544 0
GARMIN LTD SHS H2906T109   3,765 46,883 SH   DFND 1,2 0 46,883 0
LIBERTY GLOBAL PLC SHS CL C G5480U120   476 28,869 SH   DFND 1,2 0 28,869 0
COCA-COLA EUROPACIFIC PARTNE SHS G25839104   1,298 30,451 SH   DFND 1,2 0 30,451 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102   12,601 337,997 SH   DFND 1,2 0 337,997 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104   1,256 31,257 SH   DFND 1,2 0 31,257 0
NIELSEN HLDGS PLC SHS EUR G6518L108   121 4,355 SH   DFND 1,2 0 4,355 0
LIVANOVA PLC SHS G5509L101   2,134 42,034 SH   DFND 1,2 0 42,034 0
ATLASSIAN CORP PLC CL A G06242104   1,956 9,288 SH   DFND 1,2 0 9,288 0
TRINSEO PLC SHS G9059U107   60 3,290 SH   DFND 1,2 0 3,290 0
DOLE PLC ORD SHS G27907107   1,236 169,285 SH   DFND 1,2 0 169,285 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101   96,914 376,658 SH   DFND 1,2 0 376,658 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105   14,721 110,446 SH   DFND 1,2 0 110,446 0
EATON CORP PLC SHS G29183103   28,383 212,833 SH   DFND 1,2 0 212,833 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103   7,329 36,472 SH   DFND 1,2 0 36,472 0
NVENT ELECTRIC PLC SHS G6700G107   702 22,198 SH   DFND 1,2 0 22,198 0
ALLEGION PLC ORD SHS G0176J109   2,499 27,862 SH   DFND 1,2 0 27,862 0
STERIS PLC SHS USD G8473T100   1,409 8,473 SH   DFND 1,2 0 8,473 0
TRANE TECHNOLOGIES PLC SHS G8994E103   23,002 158,846 SH   DFND 1,2 0 158,846 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103   25,695 482,717 SH   DFND 1,2 0 482,717 0
AON PLC SHS CL A G0403H108   12,006 44,822 SH   DFND 1,2 0 44,822 0
PENTAIR PLC SHS G7S00T104   30,383 747,801 SH   DFND 1,2 0 747,801 0
HORIZON THERAPEUTICS PUB L SHS G46188101   22,951 370,840 SH   DFND 1,2 0 370,840 0
MEDTRONIC PLC SHS G5960L103   39,724 491,934 SH   DFND 1,2 0 491,934 0
JOHNSON CTLS INTL PLC SHS G51502105   23,863 484,814 SH   DFND 1,2 0 484,814 0
LINDE PLC SHS G5494J103   96,964 359,673 SH   DFND 1,2 0 359,673 0
CHECK POINT SOFTWARE TECH LT ORD M22465104   1,267 11,309 SH   DFND 1,2 0 11,309 0
KORNIT DIGITAL LTD SHS M6372Q113   20 768 SH   DFND 1,2 0 768 0
WIX COM LTD SHS M98068105   48 608 SH   DFND 1,2 0 608 0
APTIV PLC SHS G6095L109   6,124 78,296 SH   DFND 1,2 0 78,296 0
AMCOR PLC ORD G0250X107   1,775 165,457 SH   DFND 1,2 0 165,457 0
CLARIVATE PLC ORD SHS G21810109   194 20,608 SH   DFND 1,2 0 20,608 0
NOVOCURE LTD ORD SHS G6674U108   493 6,492 SH   DFND 1,2 0 6,492 0
AMBARELLA INC SHS G037AX101   9,434 167,920 SH   DFND 1,2 0 167,920 0
CONSOLIDATED WATER CO INC ORD G23773107   6,004 390,392 SH   DFND 1,2 0 390,392 0
FRESH DEL MONTE PRODUCE INC ORD G36738105   62 2,652 SH   DFND 1,2 0 2,652 0
GRAB HOLDINGS LIMITED CLASS A ORD G4124C109   126 47,965 SH   DFND 1,2 0 47,965 0
ICHOR HOLDINGS SHS G4740B105   58 2,387 SH   DFND 1,2 0 2,387 0
SMART GLOBAL HLDGS INC SHS G8232Y101   65 4,080 SH   DFND 1,2 0 4,080 0
ROYAL CARIBBEAN GROUP COM V7780T103   7,873 207,727 SH   DFND 1,2 0 207,727 0
GLOBANT S A COM L44385109   1,639 8,763 SH   DFND 1,2 0 8,763 0
DORIAN LPG LTD SHS USD Y2106R110   33 2,451 SH   DFND 1,2 0 2,451 0
SCORPIO TANKERS INC SHS Y7542C130   178 4,240 SH   DFND 1,2 0 4,240 0
CORE LABORATORIES N V COM N22717107   1,148 85,176 SH   DFND 1,2 0 85,176 0
AERCAP HOLDINGS NV SHS N00985106   383 9,055 SH   DFND 1,2 0 9,055 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100   8,432 112,009 SH   DFND 1,2 0 112,009 0
NXP SEMICONDUCTORS N V COM N6596X109   7,904 53,582 SH   DFND 1,2 0 53,582 0
UNIQURE NV SHS N90064101   58 3,111 SH   DFND 1,2 0 3,111 0
FERRARI N V COM N3167Y103   2,884 15,587 SH   DFND 1,2 0 15,587 0
QIAGEN NV SHS NEW N72482123   150 3,624 SH   DFND 1,2 0 3,624 0
ELASTIC N V ORD SHS N14506104   1,221 17,013 SH   DFND 1,2 0 17,013 0
CARNIVAL CORP COMMON STOCK 143658300   391 55,586 SH   DFND 1,2 0 55,586 0
EVERTEC INC COM 30040P103   157 5,023 SH   DFND 1,2 0 5,023 0
FIRST BANCORP P R COM NEW 318672706   234 17,123 SH   DFND 1,2 0 17,123 0
OFG BANCORP COM 67103X102   100 3,962 SH   DFND 1,2 0 3,962 0
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102   3,809 160,259 SH   DFND 1,2 0 160,259 0
AAON INC COM PAR $0.004 000360206   192 3,565 SH   DFND 1,2 0 3,565 0
AAR CORP COM 000361105   118 3,290 SH   DFND 1,2 0 3,290 0
ABM INDS INC COM 000957100   221 5,777 SH   DFND 1,2 0 5,777 0
AFLAC INC COM 001055102   10,382 184,730 SH   DFND 1,2 0 184,730 0
AGCO CORP COM 001084102   2,044 21,250 SH   DFND 1,2 0 21,250 0
AGNC INVT CORP COM 00123Q104   1,386 164,653 SH   DFND 1,2 0 164,653 0
AES CORP COM 00130H105   838 37,089 SH   DFND 1,2 0 37,089 0
AMC NETWORKS INC CL A 00164V103   52 2,574 SH   DFND 1,2 0 2,574 0
AMC ENTMT HLDGS INC CL A COM 00165C104   167 23,921 SH   DFND 1,2 0 23,921 0
AMN HEALTHCARE SVCS INC COM 001744101   387 3,649 SH   DFND 1,2 0 3,649 0
ANI PHARMACEUTICALS INC COM 00182C103   35 1,081 SH   DFND 1,2 0 1,081 0
AT&T INC COM 00206R102   28,047 1,828,332 SH   DFND 1,2 0 1,828,332 0
A10 NETWORKS INC COM 002121101   70 5,248 SH   DFND 1,2 0 5,248 0
ATN INTL INC COM 00215F107   36 937 SH   DFND 1,2 0 937 0
AXT INC COM 00246W103   76 11,290 SH   DFND 1,2 0 11,290 0
AZZ INC COM 002474104   103 2,831 SH   DFND 1,2 0 2,831 0
THE AARONS COMPANY INC COM 00258W108   29 3,032 SH   DFND 1,2 0 3,032 0
ABBOTT LABS COM 002824100   131,457 1,358,585 SH   DFND 1,2 0 1,358,585 0
ABBVIE INC COM 00287Y109   191,860 1,429,549 SH   DFND 1,2 0 1,429,549 0
ABERCROMBIE & FITCH CO CL A 002896207   65 4,159 SH   DFND 1,2 0 4,159 0
ABIOMED INC COM 003654100   901 3,667 SH   DFND 1,2 0 3,667 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107   308 7,297 SH   DFND 1,2 0 7,297 0
ACADIA RLTY TR COM SH BEN INT 004239109   93 7,360 SH   DFND 1,2 0 7,360 0
ADTRAN HOLDINGS INC COM 00486H105   125 6,378 SH   DFND 1,2 0 6,378 0
ACTIVISION BLIZZARD INC COM 00507V109   21,098 283,805 SH   DFND 1,2 0 283,805 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102   120 6,409 SH   DFND 1,2 0 6,409 0
ADDUS HOMECARE CORP COM 006739106   128 1,341 SH   DFND 1,2 0 1,341 0
ADOBE SYSTEMS INCORPORATED COM 00724F101   76,931 279,545 SH   DFND 1,2 0 279,545 0
ADTALEM GLOBAL ED INC COM 00737L103   141 3,868 SH   DFND 1,2 0 3,868 0
ADVANCE AUTO PARTS INC COM 00751Y106   4,337 27,740 SH   DFND 1,2 0 27,740 0
AECOM COM 00766T100   167 2,449 SH   DFND 1,2 0 2,449 0
ADVANSIX INC COM 00773T101   86 2,679 SH   DFND 1,2 0 2,679 0
ADVANCED MICRO DEVICES INC COM 007903107   56,580 892,989 SH   DFND 1,2 0 892,989 0
ADVANCED DRAIN SYS INC DEL COM 00790R104   20,713 166,546 SH   DFND 1,2 0 166,546 0
ADVANCED ENERGY INDS COM 007973100   253 3,266 SH   DFND 1,2 0 3,266 0
AEROVIRONMENT INC COM 008073108   175 2,096 SH   DFND 1,2 0 2,096 0
AFFIRM HLDGS INC COM CL A 00827B106   141 7,526 SH   DFND 1,2 0 7,526 0
AGILENT TECHNOLOGIES INC COM 00846U101   67,178 552,681 SH   DFND 1,2 0 552,681 0
AGILYSYS INC COM 00847J105   104 1,871 SH   DFND 1,2 0 1,871 0
AGREE RLTY CORP COM 008492100   421 6,230 SH   DFND 1,2 0 6,230 0
AIRBNB INC COM CL A 009066101   15,139 144,122 SH   DFND 1,2 0 144,122 0
AIR PRODS & CHEMS INC COM 009158106   27,328 117,423 SH   DFND 1,2 0 117,423 0
AKAMAI TECHNOLOGIES INC COM 00971T101   47,112 586,549 SH   DFND 1,2 0 586,549 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   306 300,000 PRN   DFND 1,2 0 300,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   375 400,000 PRN   DFND 1,2 0 400,000 0
ALAMO GROUP INC COM 011311107   97 792 SH   DFND 1,2 0 792 0
ALARM COM HLDGS INC COM 011642105   253 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   16,258 61,479 SH   DFND 1,2 0 61,479 0
ALCOA CORP COM 013872106   3,168 94,120 SH   DFND 1,2 0 94,120 0
ALEXANDER & BALDWIN INC NEW COM 014491104   100 6,014 SH   DFND 1,2 0 6,014 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109   2,889 20,611 SH   DFND 1,2 0 20,611 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102   15,565 194,584 SH   DFND 1,2 0 194,584 0
ALIGN TECHNOLOGY INC COM 016255101   17,327 83,659 SH   DFND 1,2 0 83,659 0
ALLEGHANY CORP MD COM 017175100   1,930 2,299 SH   DFND 1,2 0 2,299 0
ATI INC COM 01741R102   282 10,611 SH   DFND 1,2 0 10,611 0
ALLEGIANCE BANCSHARES INC COM 01748H107   57 1,359 SH   DFND 1,2 0 1,359 0
ALLEGIANT TRAVEL CO COM 01748X102   98 1,340 SH   DFND 1,2 0 1,340 0
BREAD FINANCIAL HOLDINGS INC COM 018581108   21 667 SH   DFND 1,2 0 667 0
ALLIANT ENERGY CORP COM 018802108   622 11,736 SH   DFND 1,2 0 11,736 0
ALLISON TRANSMISSION HLDGS I COM 01973R101   583 17,255 SH   DFND 1,2 0 17,255 0
VERADIGM INC COM 01988P108   154 10,090 SH   DFND 1,2 0 10,090 0
ALLSTATE CORP COM 020002101   62,095 498,632 SH   DFND 1,2 0 498,632 0
ALLY FINL INC COM 02005N100   18,773 674,564 SH   DFND 1,2 0 674,564 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107   1,533 7,657 SH   DFND 1,2 0 7,657 0
ALPHABET INC CAP STK CL C 02079K107   417,901 4,346,347 SH   DFND 1,2 0 4,346,347 0
ALPHABET INC CAP STK CL A 02079K305   120,813 1,263,069 SH   DFND 1,2 0 1,263,069 0
ALTICE USA INC CL A 02156K103   79 13,521 SH   DFND 1,2 0 13,521 0
ALTRIA GROUP INC COM 02209S103   3,991 98,847 SH   DFND 1,2 0 98,847 0
AMAZON COM INC COM 023135106   430,492 3,809,660 SH   DFND 1,2 0 3,809,660 0
AMBAC FINL GROUP INC COM NEW 023139884   51 3,972 SH   DFND 1,2 0 3,972 0
U HAUL HOLDING COMPANY COM 023586100   321 630 SH   DFND 1,2 0 630 0
AMEREN CORP COM 023608102   1,394 17,305 SH   DFND 1,2 0 17,305 0
AMERESCO INC CL A 02361E108   3,913 58,857 SH   DFND 1,2 0 58,857 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   309 300,000 PRN   DFND 1,2 0 300,000 0
AMERICAN ASSETS TR INC COM 024013104   113 4,375 SH   DFND 1,2 0 4,375 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103   65 9,456 SH   DFND 1,2 0 9,456 0
AMERICAN ELEC PWR CO INC COM 025537101   2,639 30,531 SH   DFND 1,2 0 30,531 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106   166 17,075 SH   DFND 1,2 0 17,075 0
AMERICAN EQTY INVT LIFE HLD COM 025676206   224 6,003 SH   DFND 1,2 0 6,003 0
AMERICAN EXPRESS CO COM 025816109   38,064 282,143 SH   DFND 1,2 0 282,143 0
AMERICAN FINL GROUP INC OHIO COM 025932104   937 7,619 SH   DFND 1,2 0 7,619 0
AMERICAN HOMES 4 RENT CL A 02665T306   1,212 36,928 SH   DFND 1,2 0 36,928 0
AMERICAN INTL GROUP INC COM NEW 026874784   3,281 69,107 SH   DFND 1,2 0 69,107 0
AMER STATES WTR CO COM 029899101   254 3,260 SH   DFND 1,2 0 3,260 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207   2,108 481,369 SH   DFND 1,2 0 481,369 0
AMERICAN TOWER CORP NEW COM 03027X100   37,851 176,295 SH   DFND 1,2 0 176,295 0
AMERICAN VANGUARD CORP COM 030371108   41 2,191 SH   DFND 1,2 0 2,191 0
AMERICAN WTR WKS CO INC NEW COM 030420103   63,732 489,647 SH   DFND 1,2 0 489,647 0
AMERICAN WOODMARK CORPORATIO COM 030506109   58 1,316 SH   DFND 1,2 0 1,316 0
AMERICAS CAR-MART INC COM 03062T105   30 490 SH   DFND 1,2 0 490 0
AMERICOLD REALTY TRUST INC COM 03064D108   1,742 70,832 SH   DFND 1,2 0 70,832 0
AMERISAFE INC COM 03071H100   86 1,832 SH   DFND 1,2 0 1,832 0
AMERISOURCEBERGEN CORP COM 03073E105   41,647 307,741 SH   DFND 1,2 0 307,741 0
AMERIPRISE FINL INC COM 03076C106   11,961 47,473 SH   DFND 1,2 0 47,473 0
AMERIS BANCORP COM 03076K108   246 5,512 SH   DFND 1,2 0 5,512 0
AMETEK INC COM 031100100   35,304 311,297 SH   DFND 1,2 0 311,297 0
AMGEN INC COM 031162100   65,474 290,481 SH   DFND 1,2 0 290,481 0
AMKOR TECHNOLOGY INC COM 031652100   1,337 78,403 SH   DFND 1,2 0 78,403 0
AMPHENOL CORP NEW CL A 032095101   50,935 760,672 SH   DFND 1,2 0 760,672 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103   89 3,178 SH   DFND 1,2 0 3,178 0
ANALOG DEVICES INC COM 032654105   31,014 222,576 SH   DFND 1,2 0 222,576 0
ANDERSONS INC COM 034164103   88 2,833 SH   DFND 1,2 0 2,833 0
ANGIODYNAMICS INC COM 03475V101   70 3,433 SH   DFND 1,2 0 3,433 0
ANIKA THERAPEUTICS INC COM 035255108   25 1,060 SH   DFND 1,2 0 1,060 0
ANNALY CAPITAL MANAGEMENT IN COM NEW 035710839   4,822 281,013 SH   DFND 1,2 0 281,013 0
ANSYS INC COM 03662Q105   10,057 45,365 SH   DFND 1,2 0 45,365 0
ELEVANCE HEALTH INC COM 036752103   113,665 250,232 SH   DFND 1,2 0 250,232 0
APA CORPORATION COM 03743Q108   465 13,605 SH   DFND 1,2 0 13,605 0
APOGEE ENTERPRISES INC COM 037598109   79 2,060 SH   DFND 1,2 0 2,060 0
APOLLO COML REAL EST FIN INC COM 03762U105   91 11,012 SH   DFND 1,2 0 11,012 0
APOLLO MED HLDGS INC COM NEW 03763A207   133 3,399 SH   DFND 1,2 0 3,399 0
APOLLO GLOBAL MGMT INC COM 03769M106   1,370 29,457 SH   DFND 1,2 0 29,457 0
APPLE INC COM 037833100   1,060,740 7,675,398 SH   DFND 1,2 0 7,675,398 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105   335 3,256 SH   DFND 1,2 0 3,256 0
APPLIED MATLS INC COM 038222105   37,768 460,984 SH   DFND 1,2 0 460,984 0
ARAMARK COM 03852U106   105 3,378 SH   DFND 1,2 0 3,378 0
ARCBEST CORP COM 03937C105   157 2,164 SH   DFND 1,2 0 2,164 0
ARCHER DANIELS MIDLAND CO COM 039483102   21,474 266,926 SH   DFND 1,2 0 266,926 0
ARCHROCK INC COM 03957W106   74 11,555 SH   DFND 1,2 0 11,555 0
ARCOSA INC COM 039653100   573 10,026 SH   DFND 1,2 0 10,026 0
ARCONIC CORPORATION COM 03966V107   372 21,851 SH   DFND 1,2 0 21,851 0
ARCUS BIOSCIENCES INC COM 03969F109   105 4,028 SH   DFND 1,2 0 4,028 0
ARISTA NETWORKS INC COM 040413106   25,730 227,925 SH   DFND 1,2 0 227,925 0
ARLO TECHNOLOGIES INC COM 04206A101   34 7,322 SH   DFND 1,2 0 7,322 0
ARMADA HOFFLER PPTYS INC COM 04208T108   56 5,380 SH   DFND 1,2 0 5,380 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507   39 8,088 SH   DFND 1,2 0 8,088 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100   5,700 343,763 SH   DFND 1,2 0 343,763 0
ARROW ELECTRS INC COM 042735100   667 7,230 SH   DFND 1,2 0 7,230 0
ARTESIAN RES CORP CL A 043113208   6,981 145,081 SH   DFND 1,2 0 145,081 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104   284 1,877 SH   DFND 1,2 0 1,877 0
ASSURANT INC COM 04621X108   899 6,189 SH   DFND 1,2 0 6,189 0
ASTEC INDS INC COM 046224101   59 1,891 SH   DFND 1,2 0 1,891 0
ASTRAZENECA PLC SPONSORED ADR 046353108   907 16,544 SH   DFND 1,2 0 16,544 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205   221 2,308 SH   DFND 1,2 0 2,308 0
ATMOS ENERGY CORP COM 049560105   1,371 13,463 SH   DFND 1,2 0 13,463 0
AUTODESK INC COM 052769106   25,745 137,820 SH   DFND 1,2 0 137,820 0
AUTOHOME INC SP ADS RP CL A 05278C107   2,686 93,378 SH   DFND 1,2 0 93,378 0
AUTOLIV INC COM 052800109   534 8,011 SH   DFND 1,2 0 8,011 0
AUTOMATIC DATA PROCESSING IN COM 053015103   51,626 228,243 SH   DFND 1,2 0 228,243 0
AUTONATION INC COM 05329W102   1,464 14,367 SH   DFND 1,2 0 14,367 0
AUTOZONE INC COM 053332102   14,175 6,618 SH   DFND 1,2 0 6,618 0
AVALARA INC COM 05338G106   620 6,751 SH   DFND 1,2 0 6,751 0
AVALONBAY CMNTYS INC COM 053484101   5,115 27,769 SH   DFND 1,2 0 27,769 0
AVANOS MED INC COM 05350V106   90 4,125 SH   DFND 1,2 0 4,125 0
AVANTOR INC COM 05352A100   12,675 646,682 SH   DFND 1,2 0 646,682 0
AVERY DENNISON CORP COM 053611109   8,117 49,888 SH   DFND 1,2 0 49,888 0
AVID TECHNOLOGY INC COM 05367P100   58 2,479 SH   DFND 1,2 0 2,479 0
AVID BIOSERVICES INC COM 05368M106   103 5,384 SH   DFND 1,2 0 5,384 0
AVISTA CORP COM 05379B107   231 6,235 SH   DFND 1,2 0 6,235 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208   172 2,842 SH   DFND 1,2 0 2,842 0
AXOS FINANCIAL INC COM 05465C100   164 4,798 SH   DFND 1,2 0 4,798 0
B & G FOODS INC NEW COM 05508R106   94 5,673 SH   DFND 1,2 0 5,673 0
B. RILEY FINANCIAL INC COM 05580M108   72 1,610 SH   DFND 1,2 0 1,610 0
BADGER METER INC COM 056525108   21,552 233,270 SH   DFND 1,2 0 233,270 0
BAIDU INC SPON ADR REP A 056752108   24,343 207,192 SH   DFND 1,2 0 207,192 0
BAKER HUGHES COMPANY CL A 05722G100   1,507 71,909 SH   DFND 1,2 0 71,909 0
BALCHEM CORP COM 057665200   344 2,831 SH   DFND 1,2 0 2,831 0
BALL CORP COM 058498106   3,000 62,091 SH   DFND 1,2 0 62,091 0
BANCFIRST CORP COM 05945F103   806 9,007 SH   DFND 1,2 0 9,007 0
BANCO DE CHILE SPONSORED ADS 059520106   421 23,810 SH   DFND 1,2 0 23,810 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109   95 6,771 SH   DFND 1,2 0 6,771 0
BANCORP INC DEL COM 05969A105   113 5,160 SH   DFND 1,2 0 5,160 0
BANC OF CALIFORNIA INC COM 05990K106   90 5,645 SH   DFND 1,2 0 5,645 0
BANK AMERICA CORP COM 060505104   135,628 4,491,005 SH   DFND 1,2 0 4,491,005 0
BANK NEW YORK MELLON CORP COM 064058100   2,387 61,955 SH   DFND 1,2 0 61,955 0
BANKUNITED INC COM 06652K103   220 6,431 SH   DFND 1,2 0 6,431 0
BANNER CORP COM NEW 06652V208   159 2,692 SH   DFND 1,2 0 2,692 0
BAOZUN INC SPONSORED ADR 06684L103   400 63,678 SH   DFND 1,2 0 63,678 0
BARNES GROUP INC COM 067806109   117 4,066 SH   DFND 1,2 0 4,066 0
BATH & BODY WORKS INC COM 070830104   3,948 121,093 SH   DFND 1,2 0 121,093 0
BAXTER INTL INC COM 071813109   6,056 112,435 SH   DFND 1,2 0 112,435 0
BEACON ROOFING SUPPLY INC COM 073685109   612 11,188 SH   DFND 1,2 0 11,188 0
BECTON DICKINSON & CO COM 075887109   17,554 78,777 SH   DFND 1,2 0 78,777 0
BED BATH & BEYOND INC COM 075896100   42 6,839 SH   DFND 1,2 0 6,839 0
BEIGENE LTD SPONSORED ADR 07725L102   1,810 13,422 SH   DFND 1,2 0 13,422 0
BENCHMARK ELECTRS INC COM 08160H101   71 2,873 SH   DFND 1,2 0 2,873 0
BENTLEY SYS INC COM CL B 08265T208   5,328 174,167 SH   DFND 1,2 0 174,167 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   251 300,000 PRN   DFND 1,2 0 300,000 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   153 200,000 PRN   DFND 1,2 0 200,000 0
BERKLEY W R CORP COM 084423102   16,529 255,949 SH   DFND 1,2 0 255,949 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702   79,496 297,714 SH   DFND 1,2 0 297,714 0
BERKSHIRE HILLS BANCORP INC COM 084680107   105 3,857 SH   DFND 1,2 0 3,857 0
BEST BUY INC COM 086516101   8,350 131,823 SH   DFND 1,2 0 131,823 0
BIG LOTS INC COM 089302103   44 2,817 SH   DFND 1,2 0 2,817 0
BILIBILI INC SPONS ADS REP Z 090040106   5,062 330,418 SH   DFND 1,2 0 330,418 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2   255 200,000 PRN   DFND 1,2 0 200,000 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8   372 400,000 PRN   DFND 1,2 0 400,000 0
BILL COM HLDGS INC COM 090043100   4,080 30,819 SH   DFND 1,2 0 30,819 0
BILL COM HLDGS INC NOTE 12/0 090043AB6   331 300,000 PRN   DFND 1,2 0 300,000 0
BIO RAD LABS INC CL A 090572207   663 1,590 SH   DFND 1,2 0 1,590 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   19,240 226,963 SH   DFND 1,2 0 226,963 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   199 200,000 PRN   DFND 1,2 0 200,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   301 300,000 PRN   DFND 1,2 0 300,000 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204   59 2,575 SH   DFND 1,2 0 2,575 0
BIOGEN INC COM 09062X103   7,671 28,729 SH   DFND 1,2 0 28,729 0
BIO-TECHNE CORP COM 09073M104   714 2,515 SH   DFND 1,2 0 2,515 0
BJS RESTAURANTS INC COM 09180C106   47 1,976 SH   DFND 1,2 0 1,976 0
BLACK KNIGHT INC COM 09215C105   1,751 27,054 SH   DFND 1,2 0 27,054 0
BLACKROCK INC COM 09247X101   13,709 24,913 SH   DFND 1,2 0 24,913 0
BLACKSTONE INC COM 09260D107   38,737 462,806 SH   DFND 1,2 0 462,806 0
BLINK CHARGING CO COM 09354A100   509 28,713 SH   DFND 1,2 0 28,713 0
BLOOM ENERGY CORP COM CL A 093712107   7,074 353,877 SH   DFND 1,2 0 353,877 0
BLOOMIN BRANDS INC COM 094235108   137 7,457 SH   DFND 1,2 0 7,457 0
BLUCORA INC COM 095229100   78 4,013 SH   DFND 1,2 0 4,013 0
BOEING CO COM 097023105   4,366 36,057 SH   DFND 1,2 0 36,057 0
BOISE CASCADE CO DEL COM 09739D100   211 3,553 SH   DFND 1,2 0 3,553 0
BOOKING HOLDINGS INC COM 09857L108   92,654 56,386 SH   DFND 1,2 0 56,386 0
BOOT BARN HLDGS INC COM 099406100   155 2,650 SH   DFND 1,2 0 2,650 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106   766 8,290 SH   DFND 1,2 0 8,290 0
BORGWARNER INC COM 099724106   8,305 264,502 SH   DFND 1,2 0 264,502 0
BOSTON PROPERTIES INC COM 101121101   2,602 34,712 SH   DFND 1,2 0 34,712 0
BOSTON SCIENTIFIC CORP COM 101137107   153,281 3,957,687 SH   DFND 1,2 0 3,957,687 0
BOYD GAMING CORP COM 103304101   1,076 22,578 SH   DFND 1,2 0 22,578 0
BRADY CORP CL A 104674106   173 4,151 SH   DFND 1,2 0 4,151 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203   99 14,684 SH   DFND 1,2 0 14,684 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100   5,648 97,969 SH   DFND 1,2 0 97,969 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103   44 2,950 SH   DFND 1,2 0 2,950 0
BRINKER INTL INC COM 109641100   102 4,076 SH   DFND 1,2 0 4,076 0
BRISTOL-MYERS SQUIBB CO COM 110122108   200,660 2,822,626 SH   DFND 1,2 0 2,822,626 0
BRISTOW GROUP INC COM 11040G103   47 2,020 SH   DFND 1,2 0 2,020 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103   4,791 33,199 SH   DFND 1,2 0 33,199 0
BROADCOM INC COM 11135F101   30,807 69,384 SH   DFND 1,2 0 69,384 0
BROOKLINE BANCORP INC DEL COM 11373M107   68 5,878 SH   DFND 1,2 0 5,878 0
BROWN & BROWN INC COM 115236101   1,589 26,275 SH   DFND 1,2 0 26,275 0
BROWN FORMAN CORP CL B 115637209   3,202 48,103 SH   DFND 1,2 0 48,103 0
BRUKER CORP COM 116794108   1,675 31,564 SH   DFND 1,2 0 31,564 0
BRUNSWICK CORP COM 117043109   218 3,336 SH   DFND 1,2 0 3,336 0
BUCKLE INC COM 118440106   109 3,439 SH   DFND 1,2 0 3,439 0
BURLINGTON STORES INC COM 122017106   1,644 14,697 SH   DFND 1,2 0 14,697 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   193 200,000 PRN   DFND 1,2 0 200,000 0
CBOE GLOBAL MKTS INC COM 12503M108   1,340 11,421 SH   DFND 1,2 0 11,421 0
CBRE GROUP INC CL A 12504L109   8,476 125,557 SH   DFND 1,2 0 125,557 0
CDW CORP COM 12514G108   41,727 267,342 SH   DFND 1,2 0 267,342 0
CF INDS HLDGS INC COM 125269100   10,750 111,691 SH   DFND 1,2 0 111,691 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209   7,767 80,648 SH   DFND 1,2 0 80,648 0
CIGNA CORP NEW COM 125523100   29,435 106,084 SH   DFND 1,2 0 106,084 0
CME GROUP INC COM 12572Q105   19,167 108,207 SH   DFND 1,2 0 108,207 0
CMS ENERGY CORP COM 125896100   1,189 20,412 SH   DFND 1,2 0 20,412 0
CSG SYS INTL INC COM 126349109   622 11,763 SH   DFND 1,2 0 11,763 0
CSX CORP COM 126408103   4,487 168,426 SH   DFND 1,2 0 168,426 0
CTS CORP COM 126501105   111 2,677 SH   DFND 1,2 0 2,677 0
CVB FINL CORP COM 126600105   287 11,330 SH   DFND 1,2 0 11,330 0
CVR ENERGY INC COM 12662P108   340 11,745 SH   DFND 1,2 0 11,745 0
CVS HEALTH CORP COM 126650100   101,258 1,061,736 SH   DFND 1,2 0 1,061,736 0
CABLE ONE INC COM 12685J105   3,545 4,156 SH   DFND 1,2 0 4,156 0
CABLE ONE INC NOTE 3/1 12685JAE5   152 200,000 PRN   DFND 1,2 0 200,000 0
CABOT CORP COM 127055101   529 8,279 SH   DFND 1,2 0 8,279 0
COTERRA ENERGY INC COM 127097103   2,898 110,958 SH   DFND 1,2 0 110,958 0
CACI INTL INC CL A 127190304   2,454 9,400 SH   DFND 1,2 0 9,400 0
CADENCE DESIGN SYSTEM INC COM 127387108   45,489 278,340 SH   DFND 1,2 0 278,340 0
CAESARS ENTERTAINMENT INC NE COM 12769G100   337 10,447 SH   DFND 1,2 0 10,447 0
CAL MAINE FOODS INC COM NEW 128030202   182 3,279 SH   DFND 1,2 0 3,279 0
CALAVO GROWERS INC COM 128246105   47 1,487 SH   DFND 1,2 0 1,487 0
CALERES INC COM 129500104   78 3,222 SH   DFND 1,2 0 3,222 0
CALIFORNIA WTR SVC GROUP COM 130788102   25,814 489,924 SH   DFND 1,2 0 489,924 0
CALLON PETE CO DEL COM 13123X508   150 4,288 SH   DFND 1,2 0 4,288 0
CAMDEN PPTY TR SH BEN INT 133131102   1,764 14,769 SH   DFND 1,2 0 14,769 0
CAMPBELL SOUP CO COM 134429109   18,357 389,574 SH   DFND 1,2 0 389,574 0
CAPITAL ONE FINL CORP COM 14040H105   4,650 50,446 SH   DFND 1,2 0 50,446 0
CAPITOL FED FINL INC COM 14057J101   154 18,533 SH   DFND 1,2 0 18,533 0
CARA THERAPEUTICS INC COM 140755109   37 3,937 SH   DFND 1,2 0 3,937 0
CARDINAL HEALTH INC COM 14149Y108   5,471 82,051 SH   DFND 1,2 0 82,051 0
CARDIOVASCULAR SYS INC DEL COM 141619106   56 4,072 SH   DFND 1,2 0 4,072 0
CARETRUST REIT INC COM 14174T107   150 8,276 SH   DFND 1,2 0 8,276 0
CARLISLE COS INC COM 142339100   1,563 5,573 SH   DFND 1,2 0 5,573 0
CARMAX INC COM 143130102   3,314 50,200 SH   DFND 1,2 0 50,200 0
CARLYLE GROUP INC COM 14316J108   83 3,211 SH   DFND 1,2 0 3,211 0
CARPENTER TECHNOLOGY CORP COM 144285103   137 4,384 SH   DFND 1,2 0 4,384 0
CARRIER GLOBAL CORPORATION COM 14448C104   19,443 546,779 SH   DFND 1,2 0 546,779 0
CARS COM INC COM 14575E105   63 5,450 SH   DFND 1,2 0 5,450 0
CARTERS INC COM 146229109   74 1,131 SH   DFND 1,2 0 1,131 0
CARVANA CO CL A 146869102   33 1,646 SH   DFND 1,2 0 1,646 0
CATALENT INC COM 148806102   14,361 198,468 SH   DFND 1,2 0 198,468 0
CATALYST PHARMACEUTICALS INC COM 14888U101   106 8,229 SH   DFND 1,2 0 8,229 0
CATERPILLAR INC COM 149123101   8,098 49,352 SH   DFND 1,2 0 49,352 0
CATO CORP NEW CL A 149205106   13 1,377 SH   DFND 1,2 0 1,377 0
CAVCO INDS INC DEL COM 149568107   152 738 SH   DFND 1,2 0 738 0
CELANESE CORP DEL COM 150870103   430 4,755 SH   DFND 1,2 0 4,755 0
CELLECTIS S A SPON ADS 15117K103   374 163,447 SH   DFND 1,2 0 163,447 0
CENTENE CORP DEL COM 15135B101   3,420 43,952 SH   DFND 1,2 0 43,952 0
CENTERPOINT ENERGY INC COM 15189T107   732 25,993 SH   DFND 1,2 0 25,993 0
CENTERSPACE COM 15202L107   99 1,477 SH   DFND 1,2 0 1,477 0
CENTRAL GARDEN & PET CO COM 153527106   63 1,760 SH   DFND 1,2 0 1,760 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205   86 2,523 SH   DFND 1,2 0 2,523 0
CENTRAL PAC FINL CORP COM NEW 154760409   75 3,635 SH   DFND 1,2 0 3,635 0
CENTURY ALUM CO COM 156431108   26 4,844 SH   DFND 1,2 0 4,844 0
CENTURY CMNTYS INC COM 156504300   111 2,603 SH   DFND 1,2 0 2,603 0
CERENCE INC COM 156727109   103 6,521 SH   DFND 1,2 0 6,521 0
CERIDIAN HCM HLDG INC COM 15677J108   87 1,548 SH   DFND 1,2 0 1,548 0
CEVA INC COM 157210105   50 1,920 SH   DFND 1,2 0 1,920 0
CHAMPIONX CORPORATION COM 15872M104   272 13,903 SH   DFND 1,2 0 13,903 0
CHANGE HEALTHCARE INC COM 15912K100   2,232 81,211 SH   DFND 1,2 0 81,211 0
CHARGEPOINT HOLDINGS INC COM CL A 15961R105   513 34,750 SH   DFND 1,2 0 34,750 0
CHARLES RIV LABS INTL INC COM 159864107   611 3,107 SH   DFND 1,2 0 3,107 0
CHARTER COMMUNICATIONS INC N CL A 16119P108   1,908 6,290 SH   DFND 1,2 0 6,290 0
CHATHAM LODGING TR COM 16208T102   38 3,873 SH   DFND 1,2 0 3,873 0
CHEESECAKE FACTORY INC COM 163072101   123 4,184 SH   DFND 1,2 0 4,184 0
CHEFS WHSE INC COM 163086101   86 2,968 SH   DFND 1,2 0 2,968 0
CHEGG INC COM 163092109   3,498 166,035 SH   DFND 1,2 0 166,035 0
CHENIERE ENERGY INC COM NEW 16411R208   51,806 312,252 SH   DFND 1,2 0 312,252 0
CHESAPEAKE UTILS CORP COM 165303108   175 1,518 SH   DFND 1,2 0 1,518 0
CHEVRON CORP NEW COM 166764100   50,088 348,633 SH   DFND 1,2 0 348,633 0
CHEWY INC CL A 16679L109   141 4,590 SH   DFND 1,2 0 4,590 0
CHICOS FAS INC COM 168615102   50 10,231 SH   DFND 1,2 0 10,231 0
CHILDRENS PL INC NEW COM 168905107   37 1,187 SH   DFND 1,2 0 1,187 0
H WORLD GROUP LTD NOTE 0.375%11/0 16949NAC3   297 300,000 PRN   DFND 1,2 0 300,000 0
CHIPOTLE MEXICAN GRILL INC COM 169656105   3,797 2,527 SH   DFND 1,2 0 2,527 0
CHURCH & DWIGHT CO INC COM 171340102   2,198 30,761 SH   DFND 1,2 0 30,761 0
CHUYS HLDGS INC COM 171604101   48 2,081 SH   DFND 1,2 0 2,081 0
CIENA CORP COM NEW 171779309   3,166 78,316 SH   DFND 1,2 0 78,316 0
CINCINNATI FINL CORP COM 172062101   554 6,187 SH   DFND 1,2 0 6,187 0
CINEMARK HLDGS INC COM 17243V102   111 9,150 SH   DFND 1,2 0 9,150 0
CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8   115 100,000 PRN   DFND 1,2 0 100,000 0
CIRCOR INTL INC COM 17273K109   29 1,735 SH   DFND 1,2 0 1,735 0
CISCO SYS INC COM 17275R102   104,938 2,623,451 SH   DFND 1,2 0 2,623,451 0
CINTAS CORP COM 172908105   1,820 4,689 SH   DFND 1,2 0 4,689 0
CITIGROUP INC COM NEW 172967424   6,371 152,903 SH   DFND 1,2 0 152,903 0
CITIZENS FINL GROUP INC COM 174610105   36,696 1,067,998 SH   DFND 1,2 0 1,067,998 0
CITRIX SYS INC COM 177376100   75,272 724,466 SH   DFND 1,2 0 724,466 0
CITY HLDG CO COM 177835105   94 1,055 SH   DFND 1,2 0 1,055 0
CIVITAS RESOURCES INC COM NEW 17888H103   255 4,448 SH   DFND 1,2 0 4,448 0
CLEARFIELD INC COM 18482P103   99 942 SH   DFND 1,2 0 942 0
CLEARWATER PAPER CORP COM 18538R103   52 1,383 SH   DFND 1,2 0 1,383 0
CLEVELAND-CLIFFS INC NEW COM 185899101   245 18,200 SH   DFND 1,2 0 18,200 0
CLOROX CO DEL COM 189054109   28,810 224,393 SH   DFND 1,2 0 224,393 0
CLOUDFLARE INC CL A COM 18915M107   11,596 209,658 SH   DFND 1,2 0 209,658 0
COCA COLA CO COM 191216100   199,767 3,566,001 SH   DFND 1,2 0 3,566,001 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302   200 3,829 SH   DFND 1,2 0 3,829 0
COGNEX CORP COM 192422103   1,606 38,747 SH   DFND 1,2 0 38,747 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102   9,125 158,868 SH   DFND 1,2 0 158,868 0
COHEN & STEERS INC COM 19247A100   531 8,483 SH   DFND 1,2 0 8,483 0
COHERUS BIOSCIENCES INC COM 19249H103   53 5,499 SH   DFND 1,2 0 5,499 0
COHU INC COM 192576106   108 4,181 SH   DFND 1,2 0 4,181 0
COINBASE GLOBAL INC COM CL A 19260Q107   620 9,617 SH   DFND 1,2 0 9,617 0
COLGATE PALMOLIVE CO COM 194162103   13,160 187,330 SH   DFND 1,2 0 187,330 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104   54 3,355 SH   DFND 1,2 0 3,355 0
COLUMBIA BKG SYS INC COM 197236102   194 6,710 SH   DFND 1,2 0 6,710 0
COLUMBIA SPORTSWEAR CO COM 198516106   1,447 21,503 SH   DFND 1,2 0 21,503 0
COMFORT SYS USA INC COM 199908104   306 3,139 SH   DFND 1,2 0 3,139 0
COMCAST CORP NEW CL A 20030N101   66,786 2,277,052 SH   DFND 1,2 0 2,277,052 0
COMMERCE BANCSHARES INC COM 200525103   14,753 222,986 SH   DFND 1,2 0 222,986 0
COMMUNITY BK SYS INC COM 203607106   264 4,401 SH   DFND 1,2 0 4,401 0
COMMUNITY HEALTH SYS INC NEW COM 203668108   25 11,784 SH   DFND 1,2 0 11,784 0
COMMUNITY HEALTHCARE TR INC COM 20369C106   60 1,832 SH   DFND 1,2 0 1,832 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104   27 2,531 SH   DFND 1,2 0 2,531 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104   47 6,967 SH   DFND 1,2 0 6,967 0
COMPASS MINERALS INTL INC COM 20451N101   117 3,044 SH   DFND 1,2 0 3,044 0
COMPUTER PROGRAMS & SYS INC COM 205306103   48 1,723 SH   DFND 1,2 0 1,723 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209   20 2,038 SH   DFND 1,2 0 2,038 0
CONAGRA BRANDS INC COM 205887102   763 23,378 SH   DFND 1,2 0 23,378 0
CONCENTRIX CORP COM 20602D101   296 2,655 SH   DFND 1,2 0 2,655 0
CONMED CORP COM 207410101   219 2,726 SH   DFND 1,2 0 2,726 0
CONNS INC COM 208242107   14 1,962 SH   DFND 1,2 0 1,962 0
CONOCOPHILLIPS COM 20825C104   51,845 506,591 SH   DFND 1,2 0 506,591 0
CONSENSUS CLOUD SOLUTIONS IN COM 20848V105   68 1,441 SH   DFND 1,2 0 1,441 0
CONSOL ENERGY INC NEW COM 20854L108   186 2,899 SH   DFND 1,2 0 2,899 0
CONSOLIDATED COMM HLDGS INC COM 209034107   26 6,214 SH   DFND 1,2 0 6,214 0
CONSOLIDATED EDISON INC COM 209115104   3,099 36,140 SH   DFND 1,2 0 36,140 0
CONSTELLATION BRANDS INC CL A 21036P108   50,969 221,915 SH   DFND 1,2 0 221,915 0
CONSTELLATION ENERGY CORP COM 21037T109   25,799 310,116 SH   DFND 1,2 0 310,116 0
COOPER COS INC COM NEW 216648402   18,155 68,794 SH   DFND 1,2 0 68,794 0
COPART INC COM 217204106   1,501 14,106 SH   DFND 1,2 0 14,106 0
CORCEPT THERAPEUTICS INC COM 218352102   217 8,480 SH   DFND 1,2 0 8,480 0
CORECIVIC INC COM 21871N101   97 11,029 SH   DFND 1,2 0 11,029 0
CORNING INC COM 219350105   3,343 115,213 SH   DFND 1,2 0 115,213 0
CORSAIR GAMING INC COM 22041X102   32 2,819 SH   DFND 1,2 0 2,819 0
CORTEVA INC COM 22052L104   8,971 156,975 SH   DFND 1,2 0 156,975 0
CORVEL CORP COM 221006109   111 801 SH   DFND 1,2 0 801 0
COSTCO WHSL CORP NEW COM 22160K105   27,752 58,763 SH   DFND 1,2 0 58,763 0
COSTAR GROUP INC COM 22160N109   17,777 255,232 SH   DFND 1,2 0 255,232 0
COUPA SOFTWARE INC COM 22266L106   1,234 20,980 SH   DFND 1,2 0 20,980 0
COUSINS PPTYS INC COM NEW 222795502   681 29,148 SH   DFND 1,2 0 29,148 0
COVETRUS INC COM 22304C100   418 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   6,272 232,046 SH   DFND 1,2 0 232,046 0
CROSS CTRY HEALTHCARE INC COM 227483104   89 3,124 SH   DFND 1,2 0 3,124 0
CROWDSTRIKE HLDGS INC CL A 22788C105   53,133 322,392 SH   DFND 1,2 0 322,392 0
CROWN CASTLE INC COM 22822V101   5,805 40,162 SH   DFND 1,2 0 40,162 0
CROWN HLDGS INC COM 228368106   5,642 69,633 SH   DFND 1,2 0 69,633 0
ARTIVION INC COM 228903100   46 3,311 SH   DFND 1,2 0 3,311 0
CUMMINS INC COM 231021106   5,307 26,077 SH   DFND 1,2 0 26,077 0
CURTISS WRIGHT CORP COM 231561101   93 667 SH   DFND 1,2 0 667 0
CUSTOMERS BANCORP INC COM 23204G100   78 2,634 SH   DFND 1,2 0 2,634 0
CUTERA INC COM 232109108   71 1,550 SH   DFND 1,2 0 1,550 0
CYTOKINETICS INC COM NEW 23282W605   380 7,853 SH   DFND 1,2 0 7,853 0
DMC GLOBAL INC COM 23291C103   29 1,784 SH   DFND 1,2 0 1,784 0
D R HORTON INC COM 23331A109   2,047 30,390 SH   DFND 1,2 0 30,390 0
DTE ENERGY CO COM 233331107   1,387 12,052 SH   DFND 1,2 0 12,052 0
DXP ENTERPRISES INC COM NEW 233377407   33 1,375 SH   DFND 1,2 0 1,375 0
DT MIDSTREAM INC COMMON STOCK 23345M107   708 13,650 SH   DFND 1,2 0 13,650 0
DANAHER CORPORATION COM 235851102   260,519 1,008,630 SH   DFND 1,2 0 1,008,630 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203   3,775 71,118 SH   DFND 1,2 0 71,118 0
DARDEN RESTAURANTS INC COM 237194105   991 7,844 SH   DFND 1,2 0 7,844 0
DARLING INGREDIENTS INC COM 237266101   2,025 30,609 SH   DFND 1,2 0 30,609 0
DATADOG INC CL A COM 23804L103   4,277 48,170 SH   DFND 1,2 0 48,170 0
DAVE & BUSTERS ENTMT INC COM 238337109   133 4,289 SH   DFND 1,2 0 4,289 0
DAVITA INC COM 23918K108   2,158 26,071 SH   DFND 1,2 0 26,071 0
DEERE & CO COM 244199105   25,702 76,976 SH   DFND 1,2 0 76,976 0
DELEK US HLDGS INC NEW COM 24665A103   512 18,851 SH   DFND 1,2 0 18,851 0
DELL TECHNOLOGIES INC CL C 24703L202   29,728 869,993 SH   DFND 1,2 0 869,993 0
DELTA AIR LINES INC DEL COM NEW 247361702   16,160 575,906 SH   DFND 1,2 0 575,906 0
DELUXE CORP COM 248019101   60 3,615 SH   DFND 1,2 0 3,615 0
DENTSPLY SIRONA INC COM 24906P109   316 11,135 SH   DFND 1,2 0 11,135 0
DESIGNER BRANDS INC CL A 250565108   83 5,431 SH   DFND 1,2 0 5,431 0
DEVON ENERGY CORP NEW COM 25179M103   5,967 99,239 SH   DFND 1,2 0 99,239 0
DEXCOM INC COM 252131107   34,544 428,899 SH   DFND 1,2 0 428,899 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   370 400,000 PRN   DFND 1,2 0 400,000 0
DIAMONDROCK HOSPITALITY CO COM 252784301   140 18,627 SH   DFND 1,2 0 18,627 0
DIAMONDBACK ENERGY INC COM 25278X109   1,434 11,901 SH   DFND 1,2 0 11,901 0
DIEBOLD NIXDORF INC COM STK 253651103   15 6,272 SH   DFND 1,2 0 6,272 0
DIGI INTL INC COM 253798102   97 2,814 SH   DFND 1,2 0 2,814 0
DIGITAL RLTY TR INC COM 253868103   8,086 81,533 SH   DFND 1,2 0 81,533 0
DIGITAL TURBINE INC COM NEW 25400W102   112 7,763 SH   DFND 1,2 0 7,763 0
DILLARDS INC CL A 254067101   342 1,253 SH   DFND 1,2 0 1,253 0
DIME CMNTY BANCSHARES INC COM 25432X102   80 2,734 SH   DFND 1,2 0 2,734 0
DINE BRANDS GLOBAL INC COM 254423106   95 1,488 SH   DFND 1,2 0 1,488 0
DIODES INC COM 254543101   301 4,642 SH   DFND 1,2 0 4,642 0
DISNEY WALT CO COM 254687106   150,522 1,595,696 SH   DFND 1,2 0 1,595,696 0
DISCOVER FINL SVCS COM 254709108   18,718 205,878 SH   DFND 1,2 0 205,878 0
DISH NETWORK CORPORATION CL A 25470M109   473 34,170 SH   DFND 1,2 0 34,170 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6   395 600,000 PRN   DFND 1,2 0 600,000 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107   19 19,279 SH   DFND 1,2 0 19,279 0
DOCUSIGN INC COM 256163106   2,273 42,503 SH   DFND 1,2 0 42,503 0
DOLLAR GEN CORP NEW COM 256677105   8,368 34,889 SH   DFND 1,2 0 34,889 0
DOLLAR TREE INC COM 256746108   2,143 15,746 SH   DFND 1,2 0 15,746 0
DOMINION ENERGY INC COM 25746U109   2,965 42,908 SH   DFND 1,2 0 42,908 0
DOMINOS PIZZA INC COM 25754A201   2,715 8,751 SH   DFND 1,2 0 8,751 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100   73 1,988 SH   DFND 1,2 0 1,988 0
DOORDASH INC CL A 25809K105   410 8,289 SH   DFND 1,2 0 8,289 0
DORMAN PRODS INC COM 258278100   218 2,659 SH   DFND 1,2 0 2,659 0
DOUGLAS EMMETT INC COM 25960P109   24 1,366 SH   DFND 1,2 0 1,366 0
DOUGLAS ELLIMAN INC COM 25961D105   24 5,843 SH   DFND 1,2 0 5,843 0
DOVER CORP COM 260003108   72,546 622,281 SH   DFND 1,2 0 622,281 0
DOW INC COM 260557103   6,062 137,983 SH   DFND 1,2 0 137,983 0
DRAFTKINGS INC NEW COM CL A 26142V105   59 3,924 SH   DFND 1,2 0 3,924 0
DRIL-QUIP INC COM 262037104   64 3,265 SH   DFND 1,2 0 3,265 0
DROPBOX INC CL A 26210C104   777 37,516 SH   DFND 1,2 0 37,516 0
DROPBOX INC NOTE 3/0 26210CAC8   262 300,000 PRN   DFND 1,2 0 300,000 0
DROPBOX INC NOTE 3/0 26210CAD6   171 200,000 PRN   DFND 1,2 0 200,000 0
DUKE REALTY CORP COM NEW 264411505   13,513 280,360 SH   DFND 1,2 0 280,360 0
DUKE ENERGY CORP NEW COM NEW 26441C204   3,821 41,074 SH   DFND 1,2 0 41,074 0
DUPONT DE NEMOURS INC COM 26614N102   1,188 23,580 SH   DFND 1,2 0 23,580 0
DYNATRACE INC COM NEW 268150109   465 13,361 SH   DFND 1,2 0 13,361 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201   100 9,565 SH   DFND 1,2 0 9,565 0
E L F BEAUTY INC COM 26856L103   148 3,925 SH   DFND 1,2 0 3,925 0
EL POLLO LOCO HLDGS INC COM 268603107   24 2,711 SH   DFND 1,2 0 2,711 0
EOG RES INC COM 26875P101   8,086 72,372 SH   DFND 1,2 0 72,372 0
EQT CORP COM 26884L109   782 19,194 SH   DFND 1,2 0 19,194 0
EAGLE BANCORP INC MD COM 268948106   106 2,369 SH   DFND 1,2 0 2,369 0
EAGLE PHARMACEUTICALS INC COM 269796108   25 933 SH   DFND 1,2 0 933 0
EASTERLY GOVT PPTYS INC COM 27616P103   2,769 175,577 SH   DFND 1,2 0 175,577 0
EASTGROUP PPTYS INC COM 277276101   1,754 12,153 SH   DFND 1,2 0 12,153 0
EASTMAN CHEM CO COM 277432100   465 6,550 SH   DFND 1,2 0 6,550 0
EBAY INC. COM 278642103   38,360 1,042,099 SH   DFND 1,2 0 1,042,099 0
EBIX INC COM NEW 278715206   39 2,065 SH   DFND 1,2 0 2,065 0
ECOLAB INC COM 278865100   30,262 209,539 SH   DFND 1,2 0 209,539 0
EDGEWELL PERS CARE CO COM 28035Q102   172 4,598 SH   DFND 1,2 0 4,598 0
EDISON INTL COM 281020107   2,724 48,147 SH   DFND 1,2 0 48,147 0
EDWARDS LIFESCIENCES CORP COM 28176E108   82,063 993,138 SH   DFND 1,2 0 993,138 0
8X8 INC NEW COM 282914100   37 10,624 SH   DFND 1,2 0 10,624 0
ELANCO ANIMAL HEALTH INC COM 28414H103   1,251 100,780 SH   DFND 1,2 0 100,780 0
ELECTRONIC ARTS INC COM 285512109   41,647 359,929 SH   DFND 1,2 0 359,929 0
ELLINGTON FINANCIAL INC COM 28852N109   52 4,531 SH   DFND 1,2 0 4,531 0
EMBECTA CORP COMMON STOCK 29082K105   213 7,410 SH   DFND 1,2 0 7,410 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105   87 4,161 SH   DFND 1,2 0 4,161 0
EMERSON ELEC CO COM 291011104   3,368 46,002 SH   DFND 1,2 0 46,002 0
ASPEN TECHNOLOGY INC COM 29109X106   1,344 5,641 SH   DFND 1,2 0 5,641 0
EMPLOYERS HLDGS INC COM 292218104   76 2,203 SH   DFND 1,2 0 2,203 0
ENANTA PHARMACEUTICALS INC COM 29251M106   82 1,586 SH   DFND 1,2 0 1,586 0
ENCORE CAP GROUP INC COM 292554102   97 2,138 SH   DFND 1,2 0 2,138 0
ENCORE WIRE CORP COM 292562105   198 1,718 SH   DFND 1,2 0 1,718 0
ENERGY RECOVERY INC COM 29270J100   19,109 878,994 SH   DFND 1,2 0 878,994 0
ENERPAC TOOL GROUP CORP CL A COM 292765104   91 5,113 SH   DFND 1,2 0 5,113 0
ENHABIT INC COM 29332G102   54 3,850 SH   DFND 1,2 0 3,850 0
ENPHASE ENERGY INC COM 29355A107   10,952 39,470 SH   DFND 1,2 0 39,470 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   231 200,000 PRN   DFND 1,2 0 200,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3   358 300,000 PRN   DFND 1,2 0 300,000 0
ENPRO INDS INC COM 29355X107   149 1,753 SH   DFND 1,2 0 1,753 0
ENOVA INTL INC COM 29357K103   83 2,846 SH   DFND 1,2 0 2,846 0
ENSIGN GROUP INC COM 29358P101   363 4,563 SH   DFND 1,2 0 4,563 0
ENTEGRIS INC COM 29362U104   888 10,701 SH   DFND 1,2 0 10,701 0
ENTERGY CORP NEW COM 29364G103   1,108 11,007 SH   DFND 1,2 0 11,007 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   338 400,000 PRN   DFND 1,2 0 400,000 0
EPAM SYS INC COM 29414B104   3,590 9,912 SH   DFND 1,2 0 9,912 0
ENVISTA HOLDINGS CORPORATION COM 29415F104   328 10,005 SH   DFND 1,2 0 10,005 0
EPLUS INC COM 294268107   113 2,714 SH   DFND 1,2 0 2,714 0
EQUIFAX INC COM 294429105   1,549 9,033 SH   DFND 1,2 0 9,033 0
EQUINIX INC COM 29444U700   30,424 53,484 SH   DFND 1,2 0 53,484 0
EQUITABLE HLDGS INC COM 29452E101   304 11,536 SH   DFND 1,2 0 11,536 0
EQUITRANS MIDSTREAM CORP COM 294600101   294 39,257 SH   DFND 1,2 0 39,257 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108   853 13,568 SH   DFND 1,2 0 13,568 0
EQUITY RESIDENTIAL SH BEN INT 29476L107   5,320 79,137 SH   DFND 1,2 0 79,137 0
ERIE INDTY CO CL A 29530P102   857 3,855 SH   DFND 1,2 0 3,855 0
ESCO TECHNOLOGIES INC COM 296315104   202 2,755 SH   DFND 1,2 0 2,755 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107   222 11,391 SH   DFND 1,2 0 11,391 0
ESSENTIAL UTILS INC COM 29670G102   659 15,918 SH   DFND 1,2 0 15,918 0
ESSEX PPTY TR INC COM 297178105   3,316 13,689 SH   DFND 1,2 0 13,689 0
ETHAN ALLEN INTERIORS INC COM 297602104   41 1,933 SH   DFND 1,2 0 1,933 0
ETSY INC COM 29786A106   10,292 102,784 SH   DFND 1,2 0 102,784 0
EVERCORE INC CLASS A 29977A105   546 6,640 SH   DFND 1,2 0 6,640 0
EVERGY INC COM 30034W106   633 10,650 SH   DFND 1,2 0 10,650 0
EVERSOURCE ENERGY COM 30040W108   3,308 42,435 SH   DFND 1,2 0 42,435 0
EVGO INC CL A COM 30052F100   536 67,783 SH   DFND 1,2 0 67,783 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105   31,480 951,908 SH   DFND 1,2 0 951,908 0
EXACT SCIENCES CORP COM 30063P105   7,030 216,388 SH   DFND 1,2 0 216,388 0
EXELON CORP COM 30161N101   7,185 191,807 SH   DFND 1,2 0 191,807 0
EXLSERVICE HOLDINGS INC COM 302081104   420 2,849 SH   DFND 1,2 0 2,849 0
EXPEDIA GROUP INC COM NEW 30212P303   2,718 29,014 SH   DFND 1,2 0 29,014 0
EXPEDITORS INTL WASH INC COM 302130109   6,959 78,807 SH   DFND 1,2 0 78,807 0
EXPONENT INC COM 30214U102   404 4,603 SH   DFND 1,2 0 4,603 0
EXTRA SPACE STORAGE INC COM 30225T102   1,358 7,862 SH   DFND 1,2 0 7,862 0
EXTREME NETWORKS COM 30226D106   146 11,150 SH   DFND 1,2 0 11,150 0
EZCORP INC CL A NON VTG 302301106   34 4,429 SH   DFND 1,2 0 4,429 0
EXXON MOBIL CORP COM 30231G102   59,293 679,104 SH   DFND 1,2 0 679,104 0
FMC CORP COM NEW 302491303   13,385 126,630 SH   DFND 1,2 0 126,630 0
FB FINL CORP COM 30257X104   104 2,724 SH   DFND 1,2 0 2,724 0
META PLATFORMS INC CL A 30303M102   70,297 518,109 SH   DFND 1,2 0 518,109 0
FACTSET RESH SYS INC COM 303075105   6,904 17,256 SH   DFND 1,2 0 17,256 0
FTC SOLAR INC COM 30320C103   1,448 489,218 SH   DFND 1,2 0 489,218 0
FAIR ISAAC CORP COM 303250104   460 1,116 SH   DFND 1,2 0 1,116 0
FARO TECHNOLOGIES INC COM 311642102   43 1,557 SH   DFND 1,2 0 1,557 0
FASTENAL CO COM 311900104   5,737 124,599 SH   DFND 1,2 0 124,599 0
FEDERAL SIGNAL CORP COM 313855108   214 5,736 SH   DFND 1,2 0 5,736 0
FEDEX CORP COM 31428X106   4,299 28,955 SH   DFND 1,2 0 28,955 0
F5 INC COM 315616102   17,285 119,428 SH   DFND 1,2 0 119,428 0
FIDELITY NATL INFORMATION SV COM 31620M106   2,550 33,750 SH   DFND 1,2 0 33,750 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303   14,123 390,151 SH   DFND 1,2 0 390,151 0
FIFTH THIRD BANCORP COM 316773100   18,303 572,700 SH   DFND 1,2 0 572,700 0
FIRST BANCORP N C COM 318910106   107 2,920 SH   DFND 1,2 0 2,920 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103   451 565 SH   DFND 1,2 0 565 0
FIRST COMWLTH FINL CORP PA COM 319829107   88 6,821 SH   DFND 1,2 0 6,821 0
FIRST FINL BANCORP OH COM 320209109   153 7,236 SH   DFND 1,2 0 7,236 0
FIRST FINL BANKSHARES INC COM 32020R109   123 2,946 SH   DFND 1,2 0 2,946 0
FIRST HAWAIIAN INC COM 32051X108   264 10,710 SH   DFND 1,2 0 10,710 0
FIRST REP BK SAN FRANCISCO C COM 33616C100   20,314 155,604 SH   DFND 1,2 0 155,604 0
FIRST SOLAR INC COM 336433107   9,873 74,645 SH   DFND 1,2 0 74,645 0
FISERV INC COM 337738108   7,073 75,591 SH   DFND 1,2 0 75,591 0
FLAGSTAR BANCORP INC COM PAR .001 337930705   158 4,719 SH   DFND 1,2 0 4,719 0
FIRSTENERGY CORP COM 337932107   1,021 27,608 SH   DFND 1,2 0 27,608 0
FIVE9 INC COM 338307101   318 4,239 SH   DFND 1,2 0 4,239 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   274 300,000 PRN   DFND 1,2 0 300,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105   2,492 14,143 SH   DFND 1,2 0 14,143 0
FORD MTR CO DEL COM 345370860   4,823 430,656 SH   DFND 1,2 0 430,656 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   642 700,000 PRN   DFND 1,2 0 700,000 0
FORMFACTOR INC COM 346375108   172 6,851 SH   DFND 1,2 0 6,851 0
FORRESTER RESH INC COM 346563109   34 947 SH   DFND 1,2 0 947 0
FORTINET INC COM 34959E109   27,409 557,878 SH   DFND 1,2 0 557,878 0
FORTIVE CORP COM 34959J108   41,755 716,216 SH   DFND 1,2 0 716,216 0
FORTUNE BRANDS INNOVATIONS I COM 34964C106   118 2,201 SH   DFND 1,2 0 2,201 0
FORWARD AIR CORP COM 349853101   205 2,267 SH   DFND 1,2 0 2,267 0
FOUR CORNERS PPTY TR INC COM 35086T109   160 6,628 SH   DFND 1,2 0 6,628 0
FOX CORP CL A COM 35137L105   15,736 512,897 SH   DFND 1,2 0 512,897 0
FOX CORP CL B COM 35137L204   4,734 166,115 SH   DFND 1,2 0 166,115 0
FRANKLIN BSP RLTY TR INC COMMON STOCK 35243J101   76 7,044 SH   DFND 1,2 0 7,044 0
FRANKLIN ELEC INC COM 353514102   22,039 269,725 SH   DFND 1,2 0 269,725 0
FRANKLIN RESOURCES INC COM 354613101   3,413 158,607 SH   DFND 1,2 0 158,607 0
FRANKLIN STR PPTYS CORP COM 35471R106   27 10,425 SH   DFND 1,2 0 10,425 0
FREEPORT-MCMORAN INC CL B 35671D857   2,293 83,914 SH   DFND 1,2 0 83,914 0
FRESHPET INC COM 358039105   1,178 23,520 SH   DFND 1,2 0 23,520 0
FRONTDOOR INC COM 35905A109   267 13,086 SH   DFND 1,2 0 13,086 0
FUELCELL ENERGY INC COM 35952H601   2,106 617,558 SH   DFND 1,2 0 617,558 0
FULGENT GENETICS INC COM 359664109   65 1,709 SH   DFND 1,2 0 1,709 0
FULLER H B CO COM 359694106   272 4,533 SH   DFND 1,2 0 4,533 0
FUTUREFUEL CORP COM 36116M106   20 3,348 SH   DFND 1,2 0 3,348 0
FUTU HLDGS LTD SPON ADS CL A 36118L106   3,990 107,008 SH   DFND 1,2 0 107,008 0
GATX CORP COM 361448103   454 5,329 SH   DFND 1,2 0 5,329 0
GEO GROUP INC NEW COM 36162J106   83 10,831 SH   DFND 1,2 0 10,831 0
GDS HLDGS LTD SPONSORED ADS 36165L108   1,356 76,787 SH   DFND 1,2 0 76,787 0
G III APPAREL GROUP LTD COM 36237H101   56 3,740 SH   DFND 1,2 0 3,740 0
GMS INC COM 36251C103   148 3,705 SH   DFND 1,2 0 3,705 0
GALLAGHER ARTHUR J & CO COM 363576109   26,140 152,668 SH   DFND 1,2 0 152,668 0
GAMING & LEISURE PPTYS INC COM 36467J108   2,066 46,699 SH   DFND 1,2 0 46,699 0
GANNETT CO INC COM 36472T109   18 11,956 SH   DFND 1,2 0 11,956 0
GARTNER INC COM 366651107   2,548 9,209 SH   DFND 1,2 0 9,209 0
GENERAC HLDGS INC COM 368736104   761 4,272 SH   DFND 1,2 0 4,272 0
GENERAL ELECTRIC CO COM NEW 369604301   3,985 64,365 SH   DFND 1,2 0 64,365 0
GENERAL MLS INC COM 370334104   33,944 443,073 SH   DFND 1,2 0 443,073 0
GENERAL MTRS CO COM 37045V100   18,026 561,718 SH   DFND 1,2 0 561,718 0
GENESCO INC COM 371532102   47 1,183 SH   DFND 1,2 0 1,183 0
GENTEX CORP COM 371901109   78 3,262 SH   DFND 1,2 0 3,262 0
GENUINE PARTS CO COM 372460105   11,449 76,672 SH   DFND 1,2 0 76,672 0
GENWORTH FINL INC COM CL A 37247D106   155 44,149 SH   DFND 1,2 0 44,149 0
GENTHERM INC COM 37253A103   149 3,003 SH   DFND 1,2 0 3,003 0
GETTY RLTY CORP NEW COM 374297109   132 4,891 SH   DFND 1,2 0 4,891 0
GIBRALTAR INDS INC COM 374689107   113 2,772 SH   DFND 1,2 0 2,772 0
GILEAD SCIENCES INC COM 375558103   47,593 771,489 SH   DFND 1,2 0 771,489 0
GLACIER BANCORP INC NEW COM 37637Q105   123 2,497 SH   DFND 1,2 0 2,497 0
GLAUKOS CORP COM 377322102   225 4,232 SH   DFND 1,2 0 4,232 0
GLOBAL NET LEASE INC COM NEW 379378201   82 7,729 SH   DFND 1,2 0 7,729 0
GLOBAL PMTS INC COM 37940X102   5,579 51,638 SH   DFND 1,2 0 51,638 0
GLOBUS MED INC CL A 379577208   2,106 35,355 SH   DFND 1,2 0 35,355 0
GLOBE LIFE INC COM 37959E102   1,182 11,858 SH   DFND 1,2 0 11,858 0
GODADDY INC CL A 380237107   44,966 634,390 SH   DFND 1,2 0 634,390 0
GOGO INC COM 38046C109   73 5,984 SH   DFND 1,2 0 5,984 0
GOLDEN ENTMT INC COM 381013101   61 1,743 SH   DFND 1,2 0 1,743 0
GOLDMAN SACHS GROUP INC COM 38141G104   9,773 33,350 SH   DFND 1,2 0 33,350 0
GORMAN RUPP CO COM 383082104   4,273 179,611 SH   DFND 1,2 0 179,611 0
GRAINGER W W INC COM 384802104   2,512 5,134 SH   DFND 1,2 0 5,134 0
GRAND CANYON ED INC COM 38526M106   125 1,523 SH   DFND 1,2 0 1,523 0
GRANITE CONSTR INC COM 387328107   96 3,778 SH   DFND 1,2 0 3,778 0
GRANITE PT MTG TR INC COM STK 38741L107   23 3,628 SH   DFND 1,2 0 3,628 0
GREEN BRICK PARTNERS INC COM 392709101   46 2,139 SH   DFND 1,2 0 2,139 0
GREEN DOT CORP CL A 39304D102   72 3,776 SH   DFND 1,2 0 3,776 0
GREEN PLAINS INC COM 393222104   139 4,796 SH   DFND 1,2 0 4,796 0
GREENBRIER COS INC COM 393657101   68 2,819 SH   DFND 1,2 0 2,819 0
GREIF INC CL A 397624107   318 5,345 SH   DFND 1,2 0 5,345 0
GRIFFON CORP COM 398433102   126 4,270 SH   DFND 1,2 0 4,270 0
GROUP 1 AUTOMOTIVE INC COM 398905109   186 1,303 SH   DFND 1,2 0 1,303 0
GUESS INC COM 401617105   49 3,318 SH   DFND 1,2 0 3,318 0
GUIDEWIRE SOFTWARE INC COM 40171V100   218 3,535 SH   DFND 1,2 0 3,535 0
HCA HEALTHCARE INC COM 40412C101   57,605 313,430 SH   DFND 1,2 0 313,430 0
HCI GROUP INC COM 40416E103   27 683 SH   DFND 1,2 0 683 0
HNI CORP COM 404251100   494 18,650 SH   DFND 1,2 0 18,650 0
HP INC COM 40434L105   58,721 2,356,391 SH   DFND 1,2 0 2,356,391 0
HALLIBURTON CO COM 406216101   1,651 67,042 SH   DFND 1,2 0 67,042 0
HALOZYME THERAPEUTICS INC COM 40637H109   516 13,061 SH   DFND 1,2 0 13,061 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   256 300,000 PRN   DFND 1,2 0 300,000 0
HANGER INC COM NEW 41043F208   56 2,973 SH   DFND 1,2 0 2,973 0
HANMI FINL CORP COM NEW 410495204   83 3,502 SH   DFND 1,2 0 3,502 0
HANNON ARMSTRONG SUST INFR C COM 41068X100   457 15,281 SH   DFND 1,2 0 15,281 0
HARMONIC INC COM 413160102   116 8,883 SH   DFND 1,2 0 8,883 0
HARMONY BIOSCIENCES HLDGS IN COM 413197104   109 2,461 SH   DFND 1,2 0 2,461 0
HARSCO CORP COM 415864107   26 6,978 SH   DFND 1,2 0 6,978 0
HARTFORD FINL SVCS GROUP INC COM 416515104   22,371 361,171 SH   DFND 1,2 0 361,171 0
HASBRO INC COM 418056107   27,240 404,034 SH   DFND 1,2 0 404,034 0
HAVERTY FURNITURE COS INC COM 419596101   26 1,062 SH   DFND 1,2 0 1,062 0
HAWAIIAN HOLDINGS INC COM 419879101   59 4,488 SH   DFND 1,2 0 4,488 0
HAWKINS INC COM 420261109   63 1,603 SH   DFND 1,2 0 1,603 0
HAYNES INTL INC COM NEW 420877201   31 872 SH   DFND 1,2 0 872 0
HEALTHCARE SVCS GROUP INC COM 421906108   81 6,738 SH   DFND 1,2 0 6,738 0
HEALTHSTREAM INC COM 42222N103   45 2,126 SH   DFND 1,2 0 2,126 0
HEALTHCARE RLTY TR CL A COM 42226K105   1,161 55,681 SH   DFND 1,2 0 55,681 0
HEARTLAND EXPRESS INC COM 422347104   47 3,289 SH   DFND 1,2 0 3,289 0
HEALTHPEAK PROPERTIES INC COM 42250P103   1,346 58,738 SH   DFND 1,2 0 58,738 0
HEICO CORP NEW COM 422806109   1,610 11,184 SH   DFND 1,2 0 11,184 0
HEICO CORP NEW CL A 422806208   1,228 10,710 SH   DFND 1,2 0 10,710 0
HEIDRICK & STRUGGLES INTL IN COM 422819102   45 1,729 SH   DFND 1,2 0 1,729 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107   47 12,092 SH   DFND 1,2 0 12,092 0
HELLO GROUP INC ADS 423403104   3,903 844,701 SH   DFND 1,2 0 844,701 0
HELMERICH & PAYNE INC COM 423452101   327 8,843 SH   DFND 1,2 0 8,843 0
HENRY JACK & ASSOC INC COM 426281101   17,973 98,604 SH   DFND 1,2 0 98,604 0
HERITAGE FINL CORP WASH COM 42722X106   103 3,898 SH   DFND 1,2 0 3,898 0
HERON THERAPEUTICS INC COM 427746102   1,221 289,269 SH   DFND 1,2 0 289,269 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500   29 3,617 SH   DFND 1,2 0 3,617 0
HERSHEY CO COM 427866108   52,130 236,449 SH   DFND 1,2 0 236,449 0
HESKA CORP COM RESTRC NEW 42805E306   1,026 14,077 SH   DFND 1,2 0 14,077 0
HESS CORP COM 42809H107   3,041 27,901 SH   DFND 1,2 0 27,901 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109   13,533 1,129,612 SH   DFND 1,2 0 1,129,612 0
HIBBETT INC COM 428567101   47 947 SH   DFND 1,2 0 947 0
HILLENBRAND INC COM 431571108   230 6,266 SH   DFND 1,2 0 6,266 0
HILLTOP HOLDINGS INC COM 432748101   112 4,494 SH   DFND 1,2 0 4,494 0
HILTON WORLDWIDE HLDGS INC COM 43300A203   33,680 279,225 SH   DFND 1,2 0 279,225 0
HOLOGIC INC COM 436440101   2,027 31,414 SH   DFND 1,2 0 31,414 0
HOME DEPOT INC COM 437076102   91,298 330,860 SH   DFND 1,2 0 330,860 0
HOMESTREET INC COM 43785V102   43 1,476 SH   DFND 1,2 0 1,476 0
HONEYWELL INTL INC COM 438516106   6,646 39,805 SH   DFND 1,2 0 39,805 0
HOPE BANCORP INC COM 43940T109   121 9,559 SH   DFND 1,2 0 9,559 0
HORACE MANN EDUCATORS CORP N COM 440327104   118 3,338 SH   DFND 1,2 0 3,338 0
HORMEL FOODS CORP COM 440452100   1,888 41,559 SH   DFND 1,2 0 41,559 0
HOST HOTELS & RESORTS INC COM 44107P104   6,014 378,720 SH   DFND 1,2 0 378,720 0
HOSTESS BRANDS INC CL A 44109J106   273 11,751 SH   DFND 1,2 0 11,751 0
HOWMET AEROSPACE INC COM 443201108   1,634 52,822 SH   DFND 1,2 0 52,822 0
HUB GROUP INC CL A 443320106   196 2,838 SH   DFND 1,2 0 2,838 0
H WORLD GROUP LTD SPONSORED ADS 44332N106   222 6,622 SH   DFND 1,2 0 6,622 0
H WORLD GROUP LTD NOTE 3.000% 5/0 44332NAB2   111 100,000 PRN   DFND 1,2 0 100,000 0
HUBSPOT INC COM 443573100   5,812 21,515 SH   DFND 1,2 0 21,515 0
HUDSON PAC PPTYS INC COM 444097109   88 7,999 SH   DFND 1,2 0 7,999 0
HUMANA INC COM 444859102   37,844 77,999 SH   DFND 1,2 0 77,999 0
HUNT J B TRANS SVCS INC COM 445658107   5,654 36,147 SH   DFND 1,2 0 36,147 0
HUNTINGTON BANCSHARES INC COM 446150104   6,193 469,880 SH   DFND 1,2 0 469,880 0
HUNTINGTON INGALLS INDS INC COM 446413106   1,665 7,518 SH   DFND 1,2 0 7,518 0
HUYA INC ADS REP SHS A 44852D108   13 6,078 SH   DFND 1,2 0 6,078 0
IAC INC COM NEW 44891N208   10,242 184,941 SH   DFND 1,2 0 184,941 0
IAA INC COM 449253103   193 6,063 SH   DFND 1,2 0 6,063 0
IPG PHOTONICS CORP COM 44980X109   12,022 142,526 SH   DFND 1,2 0 142,526 0
ISTAR INC COM 45031U101   57 6,109 SH   DFND 1,2 0 6,109 0
IDEX CORP COM 45167R104   31,412 157,176 SH   DFND 1,2 0 157,176 0
IDEXX LABS INC COM 45168D104   24,635 75,615 SH   DFND 1,2 0 75,615 0
ILLINOIS TOOL WKS INC COM 452308109   16,613 91,963 SH   DFND 1,2 0 91,963 0
ILLUMINA INC COM 452327109   17,258 90,457 SH   DFND 1,2 0 90,457 0
INCYTE CORP COM 45337C102   713 10,702 SH   DFND 1,2 0 10,702 0
INDEPENDENT BK CORP MASS COM 453836108   297 3,981 SH   DFND 1,2 0 3,981 0
INDEPENDENT BANK GROUP INC COM 45384B106   189 3,078 SH   DFND 1,2 0 3,078 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106   31 5,625 SH   DFND 1,2 0 5,625 0
INGERSOLL RAND INC COM 45687V106   24,518 566,768 SH   DFND 1,2 0 566,768 0
INGREDION INC COM 457187102   3,269 40,593 SH   DFND 1,2 0 40,593 0
INSIGHT ENTERPRISES INC COM 45765U103   230 2,786 SH   DFND 1,2 0 2,786 0
INSMED INC NOTE 1.750% 1/1 457669AA7   96 100,000 PRN   DFND 1,2 0 100,000 0
INSMED INC NOTE 0.750% 6/0 457669AB5   182 200,000 PRN   DFND 1,2 0 200,000 0
INNOSPEC INC COM 45768S105   184 2,148 SH   DFND 1,2 0 2,148 0
INSTEEL INDS INC COM 45774W108   43 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   166 2,048 SH   DFND 1,2 0 2,048 0
INNOVIVA INC COM 45781M101   70 6,067 SH   DFND 1,2 0 6,067 0
INNOVATIVE INDL PPTYS INC COM 45781V101   214 2,419 SH   DFND 1,2 0 2,419 0
INSULET CORP COM 45784P101   1,055 4,600 SH   DFND 1,2 0 4,600 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   354 300,000 PRN   DFND 1,2 0 300,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   174 200,000 PRN   DFND 1,2 0 200,000 0
INTEL CORP COM 458140100   19,301 748,971 SH   DFND 1,2 0 748,971 0
INTEGER HLDGS CORP COM 45826H109   177 2,842 SH   DFND 1,2 0 2,842 0
INTER PARFUMS INC COM 458334109   455 6,031 SH   DFND 1,2 0 6,031 0
INTERFACE INC COM 458665304   44 4,907 SH   DFND 1,2 0 4,907 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104   32,102 355,309 SH   DFND 1,2 0 355,309 0
INTERDIGITAL INC COM 45867G101   108 2,681 SH   DFND 1,2 0 2,681 0
INTERNATIONAL BUSINESS MACHS COM 459200101   80,731 679,497 SH   DFND 1,2 0 679,497 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101   1,484 16,337 SH   DFND 1,2 0 16,337 0
INTERNATIONAL PAPER CO COM 460146103   14,722 464,406 SH   DFND 1,2 0 464,406 0
INTERPUBLIC GROUP COS INC COM 460690100   24,265 947,868 SH   DFND 1,2 0 947,868 0
INTUIT COM 461202103   128,519 331,815 SH   DFND 1,2 0 331,815 0
INTUITIVE SURGICAL INC COM NEW 46120E602   43,996 234,721 SH   DFND 1,2 0 234,721 0
INVESCO MORTGAGE CAPITAL INC COM 46131B704   30 2,723 SH   DFND 1,2 0 2,723 0
INVITATION HOMES INC COM 46187W107   5,506 163,031 SH   DFND 1,2 0 163,031 0
IONIS PHARMACEUTICALS INC COM 462222100   61 1,378 SH   DFND 1,2 0 1,378 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   199 200,000 PRN   DFND 1,2 0 200,000 0
IQVIA HLDGS INC COM 46266C105   30,253 167,014 SH   DFND 1,2 0 167,014 0
IQIYI INC SPONSORED ADS 46267X108   2,691 993,164 SH   DFND 1,2 0 993,164 0
IRIDIUM COMMUNICATIONS INC COM 46269C102   1,202 27,083 SH   DFND 1,2 0 27,083 0
IROBOT CORP COM 462726100   130 2,316 SH   DFND 1,2 0 2,316 0
IRON MTN INC DEL COM 46284V101   561 12,749 SH   DFND 1,2 0 12,749 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108   129 12,469 SH   DFND 1,2 0 12,469 0
ISHARES TR CORE S&P MCP ETF 464287507   702 3,200 SH   DFND 1,2 0 3,200 0
ITEOS THERAPEUTICS INC COM 46565G104   34 1,773 SH   DFND 1,2 0 1,773 0
ITRON INC COM 465741106   24,269 576,330 SH   DFND 1,2 0 576,330 0
JOYY INC ADS REPSTG COM A 46591M109   3,107 119,494 SH   DFND 1,2 0 119,494 0
J & J SNACK FOODS CORP COM 466032109   158 1,224 SH   DFND 1,2 0 1,224 0
JPMORGAN CHASE & CO COM 46625H100   104,764 1,002,531 SH   DFND 1,2 0 1,002,531 0
JABIL INC COM 466313103   18,795 325,687 SH   DFND 1,2 0 325,687 0
JACK IN THE BOX INC COM 466367109   137 1,843 SH   DFND 1,2 0 1,843 0
JACKSON FINANCIAL INC COM CL A 46817M107   182 6,556 SH   DFND 1,2 0 6,556 0
JACOBS SOLUTIONS INC COM 46982L108   913 8,415 SH   DFND 1,2 0 8,415 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   283 300,000 PRN   DFND 1,2 0 300,000 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   216 200,000 PRN   DFND 1,2 0 200,000 0
JD.COM INC SPON ADR CL A 47215P106   17,510 348,118 SH   DFND 1,2 0 348,118 0
JEFFERIES FINL GROUP INC COM 47233W109   2,643 89,610 SH   DFND 1,2 0 89,610 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100   3,040 54,886 SH   DFND 1,2 0 54,886 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104   246 2,855 SH   DFND 1,2 0 2,855 0
JOHNSON & JOHNSON COM 478160104   191,053 1,169,521 SH   DFND 1,2 0 1,169,521 0
JOHNSON OUTDOORS INC CL A 479167108   1,656 32,280 SH   DFND 1,2 0 32,280 0
JOINT CORP COM 47973J102   20 1,267 SH   DFND 1,2 0 1,267 0
JONES LANG LASALLE INC COM 48020Q107   8,594 56,889 SH   DFND 1,2 0 56,889 0
JUNIPER NETWORKS INC COM 48203R104   2,518 96,386 SH   DFND 1,2 0 96,386 0
KAR AUCTION SVCS INC COM 48238T109   119 10,691 SH   DFND 1,2 0 10,691 0
KLA CORP COM NEW 482480100   14,498 47,907 SH   DFND 1,2 0 47,907 0
KE HLDGS INC SPONSORED ADS 482497104   252 14,404 SH   DFND 1,2 0 14,404 0
KKR REAL ESTATE FIN TR INC COM 48251K100   79 4,868 SH   DFND 1,2 0 4,868 0
KKR & CO INC COM 48251W104   1,364 31,710 SH   DFND 1,2 0 31,710 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704   85 1,379 SH   DFND 1,2 0 1,379 0
KAMAN CORP COM 483548103   77 2,767 SH   DFND 1,2 0 2,767 0
KANZHUN LIMITED SPONSORED ADS 48553T106   38 2,271 SH   DFND 1,2 0 2,271 0
KELLOGG CO COM 487836108   1,540 22,101 SH   DFND 1,2 0 22,101 0
KELLY SVCS INC CL A 488152208   42 3,097 SH   DFND 1,2 0 3,097 0
KEURIG DR PEPPER INC COM 49271V100   36,686 1,024,166 SH   DFND 1,2 0 1,024,166 0
KEYCORP COM 493267108   979 61,107 SH   DFND 1,2 0 61,107 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103   28,643 182,022 SH   DFND 1,2 0 182,022 0
KIMBERLY-CLARK CORP COM 494368103   4,100 36,429 SH   DFND 1,2 0 36,429 0
KIMCO RLTY CORP COM 49446R109   3,306 179,602 SH   DFND 1,2 0 179,602 0
KINDER MORGAN INC DEL COM 49456B101   47,298 2,842,425 SH   DFND 1,2 0 2,842,425 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104   44,814 915,876 SH   DFND 1,2 0 915,876 0
KNOWLES CORP COM 49926D109   95 7,832 SH   DFND 1,2 0 7,832 0
KONTOOR BRANDS INC COM 50050N103   406 12,086 SH   DFND 1,2 0 12,086 0
KOPPERS HOLDINGS INC COM 50060P106   34 1,615 SH   DFND 1,2 0 1,615 0
KORN FERRY COM NEW 500643200   334 7,122 SH   DFND 1,2 0 7,122 0
KRAFT HEINZ CO COM 500754106   3,875 116,205 SH   DFND 1,2 0 116,205 0
KROGER CO COM 501044101   9,206 210,413 SH   DFND 1,2 0 210,413 0
KRONOS WORLDWIDE INC COM 50105F105   80 8,558 SH   DFND 1,2 0 8,558 0
KULICKE & SOFFA INDS INC COM 501242101   187 4,849 SH   DFND 1,2 0 4,849 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100   120 14,555 SH   DFND 1,2 0 14,555 0
LCI INDS NOTE 1.125% 5/1 501812AB7   173 200,000 PRN   DFND 1,2 0 200,000 0
LGI HOMES INC COM 50187T106   153 1,885 SH   DFND 1,2 0 1,885 0
LKQ CORP COM 501889208   13,504 286,406 SH   DFND 1,2 0 286,406 0
LCI INDS COM 50189K103   2,466 24,306 SH   DFND 1,2 0 24,306 0
LI AUTO INC SPONSORED ADS 50202M102   3,401 147,807 SH   DFND 1,2 0 147,807 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8   310 300,000 PRN   DFND 1,2 0 300,000 0
LPL FINL HLDGS INC COM 50212V100   5,632 25,776 SH   DFND 1,2 0 25,776 0
LTC PPTYS INC COM 502175102   120 3,197 SH   DFND 1,2 0 3,197 0
L3HARRIS TECHNOLOGIES INC COM 502431109   3,523 16,949 SH   DFND 1,2 0 16,949 0
LA Z BOY INC COM 505336107   237 10,482 SH   DFND 1,2 0 10,482 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409   26,586 129,809 SH   DFND 1,2 0 129,809 0
LAKELAND FINL CORP COM 511656100   151 2,072 SH   DFND 1,2 0 2,072 0
LAM RESEARCH CORP COM 512807108   11,946 32,640 SH   DFND 1,2 0 32,640 0
LAMB WESTON HLDGS INC COM 513272104   0 0 SH   DFND 1,2 0 0 0
LANDSTAR SYS INC COM 515098101   560 3,876 SH   DFND 1,2 0 3,876 0
LANTHEUS HLDGS INC COM 516544103   421 5,983 SH   DFND 1,2 0 5,983 0
LAREDO PETROLEUM INC COM 516806205   82 1,307 SH   DFND 1,2 0 1,307 0
LAS VEGAS SANDS CORP COM 517834107   875 23,321 SH   DFND 1,2 0 23,321 0
LATTICE SEMICONDUCTOR CORP COM 518415104   2,159 43,883 SH   DFND 1,2 0 43,883 0
LAUDER ESTEE COS INC CL A 518439104   148,745 688,955 SH   DFND 1,2 0 688,955 0
LEAR CORP COM NEW 521865204   5,597 46,766 SH   DFND 1,2 0 46,766 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102   843 20,659 SH   DFND 1,2 0 20,659 0
LEIDOS HOLDINGS INC COM 525327102   592 6,773 SH   DFND 1,2 0 6,773 0
LEMAITRE VASCULAR INC COM 525558201   83 1,638 SH   DFND 1,2 0 1,638 0
LENDINGTREE INC NEW COM 52603B107   25 1,046 SH   DFND 1,2 0 1,046 0
LENNAR CORP CL A 526057104   1,778 23,847 SH   DFND 1,2 0 23,847 0
LENNOX INTL INC COM 526107107   84 379 SH   DFND 1,2 0 379 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102   1,526 105,445 SH   DFND 1,2 0 105,445 0
LXP INDUSTRIAL TRUST COM 529043101   243 26,522 SH   DFND 1,2 0 26,522 0
LIBERTY BROADBAND CORP COM SER A 530307107   17,188 230,400 SH   DFND 1,2 0 230,400 0
LIBERTY BROADBAND CORP COM SER C 530307305   4,656 63,096 SH   DFND 1,2 0 63,096 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409   413 10,858 SH   DFND 1,2 0 10,858 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607   505 13,390 SH   DFND 1,2 0 13,390 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854   635 10,863 SH   DFND 1,2 0 10,863 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   120 100,000 PRN   DFND 1,2 0 100,000 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504   123 1,431 SH   DFND 1,2 0 1,431 0
LILLY ELI & CO COM 532457108   242,545 750,099 SH   DFND 1,2 0 750,099 0
LINCOLN NATL CORP IND COM 534187109   7,887 179,611 SH   DFND 1,2 0 179,611 0
LINDSAY CORP COM 535555106   34,846 243,205 SH   DFND 1,2 0 243,205 0
LIQUIDITY SVCS INC COM 53635B107   38 2,362 SH   DFND 1,2 0 2,362 0
LIVE NATION ENTERTAINMENT IN COM 538034109   985 12,953 SH   DFND 1,2 0 12,953 0
LIVEPERSON INC COM 538146101   57 6,010 SH   DFND 1,2 0 6,010 0
LIVENT CORP COM 53814L108   5,394 175,997 SH   DFND 1,2 0 175,997 0
LIVERAMP HLDGS INC COM 53815P108   106 5,859 SH   DFND 1,2 0 5,859 0
LOEWS CORP COM 540424108   3,377 67,760 SH   DFND 1,2 0 67,760 0
LOUISIANA PAC CORP COM 546347105   1,139 22,255 SH   DFND 1,2 0 22,255 0
LOWES COS INC COM 548661107   29,448 156,796 SH   DFND 1,2 0 156,796 0
LUCID GROUP INC COM 549498103   353 25,266 SH   DFND 1,2 0 25,266 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102   2,274 895,153 SH   DFND 1,2 0 895,153 0
LULULEMON ATHLETICA INC COM 550021109   42,546 152,190 SH   DFND 1,2 0 152,190 0
LL FLOORING HOLDINGS INC COM 55003T107   21 2,998 SH   DFND 1,2 0 2,998 0
LUMEN TECHNOLOGIES INC COM 550241103   1,601 219,979 SH   DFND 1,2 0 219,979 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   282 300,000 PRN   DFND 1,2 0 300,000 0
LYFT INC CL A COM 55087P104   871 66,121 SH   DFND 1,2 0 66,121 0
M & T BK CORP COM 55261F104   2,543 14,422 SH   DFND 1,2 0 14,422 0
M D C HLDGS INC COM 552676108   170 6,197 SH   DFND 1,2 0 6,197 0
MGM RESORTS INTERNATIONAL COM 552953101   2,673 89,953 SH   DFND 1,2 0 89,953 0
MGP INGREDIENTS INC NEW COM 55303J106   116 1,091 SH   DFND 1,2 0 1,091 0
M/I HOMES INC COM 55305B101   89 2,467 SH   DFND 1,2 0 2,467 0
MSCI INC COM 55354G100   7,311 17,334 SH   DFND 1,2 0 17,334 0
MYR GROUP INC DEL COM 55405W104   6,443 76,047 SH   DFND 1,2 0 76,047 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100   985 19,011 SH   DFND 1,2 0 19,011 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   184 200,000 PRN   DFND 1,2 0 200,000 0
VERIS RESIDENTIAL INC COM 554489104   74 6,536 SH   DFND 1,2 0 6,536 0
MACYS INC COM 55616P104   291 18,548 SH   DFND 1,2 0 18,548 0
MADDEN STEVEN LTD COM 556269108   179 6,712 SH   DFND 1,2 0 6,712 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102   181 4,101 SH   DFND 1,2 0 4,101 0
MANPOWERGROUP INC WIS COM 56418H100   3,241 50,102 SH   DFND 1,2 0 50,102 0
MARATHON OIL CORP COM 565849106   597 26,419 SH   DFND 1,2 0 26,419 0
MARATHON PETE CORP COM 56585A102   9,193 92,549 SH   DFND 1,2 0 92,549 0
MARCUS & MILLICHAP INC COM 566324109   70 2,141 SH   DFND 1,2 0 2,141 0
MARCUS CORP DEL COM 566330106   23 1,620 SH   DFND 1,2 0 1,620 0
MARINEMAX INC COM 567908108   54 1,800 SH   DFND 1,2 0 1,800 0
MARKEL CORP COM 570535104   1,841 1,698 SH   DFND 1,2 0 1,698 0
MARKETAXESS HLDGS INC COM 57060D108   1,610 7,238 SH   DFND 1,2 0 7,238 0
MARSH & MCLENNAN COS INC COM 571748102   73,476 492,170 SH   DFND 1,2 0 492,170 0
MARRIOTT INTL INC NEW CL A 571903202   4,915 35,070 SH   DFND 1,2 0 35,070 0
MARTEN TRANS LTD COM 573075108   97 5,078 SH   DFND 1,2 0 5,078 0
MARTIN MARIETTA MATLS INC COM 573284106   13,493 41,892 SH   DFND 1,2 0 41,892 0
MARVELL TECHNOLOGY INC COM 573874104   8,848 206,197 SH   DFND 1,2 0 206,197 0
MASCO CORP COM 574599106   3,720 79,670 SH   DFND 1,2 0 79,670 0
MASIMO CORP COM 574795100   115 817 SH   DFND 1,2 0 817 0
MASTERCARD INCORPORATED CL A 57636Q104   140,509 494,159 SH   DFND 1,2 0 494,159 0
MATCH GROUP INC NEW COM 57667L107   972 20,360 SH   DFND 1,2 0 20,360 0
MATERIALISE NV SPONSORED ADS 57667T100   2,873 268,267 SH   DFND 1,2 0 268,267 0
MATERION CORP COM 576690101   142 1,773 SH   DFND 1,2 0 1,773 0
MATSON INC COM 57686G105   195 3,173 SH   DFND 1,2 0 3,173 0
MATTEL INC COM 577081102   17 897 SH   DFND 1,2 0 897 0
MATTHEWS INTL CORP CL A 577128101   60 2,688 SH   DFND 1,2 0 2,688 0
MAXLINEAR INC COM 57776J100   197 6,033 SH   DFND 1,2 0 6,033 0
MCCORMICK & CO INC COM NON VTG 579780206   1,979 27,772 SH   DFND 1,2 0 27,772 0
MCDONALDS CORP COM 580135101   103,075 446,717 SH   DFND 1,2 0 446,717 0
MCKESSON CORP COM 58155Q103   38,145 112,233 SH   DFND 1,2 0 112,233 0
MEDICAL PPTYS TRUST INC COM 58463J304   861 72,592 SH   DFND 1,2 0 72,592 0
MEDIFAST INC COM 58470H101   639 5,901 SH   DFND 1,2 0 5,901 0
PEDIATRIX MEDICAL GROUP INC COM 58502B106   113 6,826 SH   DFND 1,2 0 6,826 0
MERCADOLIBRE INC COM 58733R102   48,636 58,755 SH   DFND 1,2 0 58,755 0
MERCER INTL INC COM 588056101   41 3,346 SH   DFND 1,2 0 3,346 0
MERCK & CO INC COM 58933Y105   163,493 1,898,432 SH   DFND 1,2 0 1,898,432 0
MERCURY GENL CORP NEW COM 589400100   44 1,542 SH   DFND 1,2 0 1,542 0
MERIDIAN BIOSCIENCE INC COM 589584101   118 3,728 SH   DFND 1,2 0 3,728 0
MERIT MED SYS INC COM 589889104   250 4,416 SH   DFND 1,2 0 4,416 0
MERITAGE HOMES CORP COM 59001A102   221 3,149 SH   DFND 1,2 0 3,149 0
MESA LABS INC COM 59064R109   61 432 SH   DFND 1,2 0 432 0
PATHWARD FINANCIAL INC COM 59100U108   83 2,517 SH   DFND 1,2 0 2,517 0
METHODE ELECTRS INC COM 591520200   119 3,196 SH   DFND 1,2 0 3,196 0
METLIFE INC COM 59156R108   131,858 2,169,426 SH   DFND 1,2 0 2,169,426 0
METTLER TOLEDO INTERNATIONAL COM 592688105   15,335 14,145 SH   DFND 1,2 0 14,145 0
MICROSOFT CORP COM 594918104   1,053,164 4,521,960 SH   DFND 1,2 0 4,521,960 0
MICROCHIP TECHNOLOGY INC. COM 595017104   3,412 55,905 SH   DFND 1,2 0 55,905 0
MICRON TECHNOLOGY INC COM 595112103   41,078 819,919 SH   DFND 1,2 0 819,919 0
MID-AMER APT CMNTYS INC COM 59522J103   1,643 10,596 SH   DFND 1,2 0 10,596 0
MIDDLEBY CORP COM 596278101   1,381 10,775 SH   DFND 1,2 0 10,775 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   287 250,000 PRN   DFND 1,2 0 250,000 0
MIDDLESEX WTR CO COM 596680108   15,849 205,303 SH   DFND 1,2 0 205,303 0
MINERALS TECHNOLOGIES INC COM 603158106   95 1,916 SH   DFND 1,2 0 1,916 0
MODERNA INC COM 60770K107   10,104 85,443 SH   DFND 1,2 0 85,443 0
MODIVCARE INC COM 60783X104   107 1,070 SH   DFND 1,2 0 1,070 0
MOHAWK INDS INC COM 608190104   12,713 139,409 SH   DFND 1,2 0 139,409 0
MOLINA HEALTHCARE INC COM 60855R100   2,089 6,334 SH   DFND 1,2 0 6,334 0
MOLSON COORS BEVERAGE CO CL B 60871R209   16,797 350,008 SH   DFND 1,2 0 350,008 0
MONARCH CASINO & RESORT INC COM 609027107   62 1,101 SH   DFND 1,2 0 1,101 0
MONDELEZ INTL INC CL A 609207105   188,164 3,431,776 SH   DFND 1,2 0 3,431,776 0
MONGODB INC CL A 60937P106   2,879 14,498 SH   DFND 1,2 0 14,498 0
MONOLITHIC PWR SYS INC COM 609839105   19,757 54,367 SH   DFND 1,2 0 54,367 0
MONRO INC COM 610236101   123 2,829 SH   DFND 1,2 0 2,829 0
MONSTER BEVERAGE CORP NEW COM 61174X109   30,409 349,684 SH   DFND 1,2 0 349,684 0
MOODYS CORP COM 615369105   49,944 205,438 SH   DFND 1,2 0 205,438 0
MOOG INC CL A 615394202   207 2,936 SH   DFND 1,2 0 2,936 0
MORGAN STANLEY COM NEW 617446448   138,915 1,758,195 SH   DFND 1,2 0 1,758,195 0
MOSAIC CO NEW COM 61945C103   5,597 115,798 SH   DFND 1,2 0 115,798 0
MOTORCAR PTS AMER INC COM 620071100   21 1,393 SH   DFND 1,2 0 1,393 0
MOTOROLA SOLUTIONS INC COM NEW 620076307   18,545 82,801 SH   DFND 1,2 0 82,801 0
MOVADO GROUP INC COM 624580106   39 1,398 SH   DFND 1,2 0 1,398 0
MUELLER INDS INC COM 624756102   300 5,041 SH   DFND 1,2 0 5,041 0
MUELLER WTR PRODS INC COM SER A 624758108   17,964 1,749,142 SH   DFND 1,2 0 1,749,142 0
MR COOPER GROUP INC COM 62482R107   261 6,435 SH   DFND 1,2 0 6,435 0
MURPHY USA INC COM 626755102   132 479 SH   DFND 1,2 0 479 0
MYERS INDS INC COM 628464109   64 3,902 SH   DFND 1,2 0 3,902 0
MYRIAD GENETICS INC COM 62855J104   133 6,983 SH   DFND 1,2 0 6,983 0
NBT BANCORP INC COM 628778102   504 13,282 SH   DFND 1,2 0 13,282 0
NCR CORP NEW COM 62886E108   2,308 121,391 SH   DFND 1,2 0 121,391 0
NIO INC SPON ADS 62914V106   4,729 299,865 SH   DFND 1,2 0 299,865 0
NMI HLDGS INC CL A 629209305   146 7,144 SH   DFND 1,2 0 7,144 0
NRG ENERGY INC COM NEW 629377508   662 17,288 SH   DFND 1,2 0 17,288 0
NVR INC COM 62944T105   1,702 427 SH   DFND 1,2 0 427 0
NV5 GLOBAL INC COM 62945V109   124 1,002 SH   DFND 1,2 0 1,002 0
NOV INC COM 62955J103   27 1,638 SH   DFND 1,2 0 1,638 0
NASDAQ INC COM 631103108   54,245 957,039 SH   DFND 1,2 0 957,039 0
NATIONAL BK HLDGS CORP CL A 633707104   83 2,237 SH   DFND 1,2 0 2,237 0
NATIONAL BEVERAGE CORP COM 635017106   79 2,038 SH   DFND 1,2 0 2,038 0
NATIONAL FUEL GAS CO COM 636180101   60 982 SH   DFND 1,2 0 982 0
NATIONAL PRESTO INDS INC COM 637215104   47 718 SH   DFND 1,2 0 718 0
NATIONAL VISION HLDGS INC COM 63845R107   219 6,704 SH   DFND 1,2 0 6,704 0
NEKTAR THERAPEUTICS COM 640268108   52 16,233 SH   DFND 1,2 0 16,233 0
NEOGENOMICS INC COM NEW 64049M209   93 10,853 SH   DFND 1,2 0 10,853 0
NETAPP INC COM 64110D104   6,539 105,720 SH   DFND 1,2 0 105,720 0
NETFLIX INC COM 64110L106   8,344 35,438 SH   DFND 1,2 0 35,438 0
NETEASE INC SPONSORED ADS 64110W102   6,498 85,952 SH   DFND 1,2 0 85,952 0
NETGEAR INC COM 64111Q104   48 2,381 SH   DFND 1,2 0 2,381 0
NETSCOUT SYS INC COM 64115T104   187 5,983 SH   DFND 1,2 0 5,983 0
NEUROCRINE BIOSCIENCES INC COM 64125C109   302 2,839 SH   DFND 1,2 0 2,839 0
NEW FORTRESS ENERGY INC COM CL A 644393100   177 4,044 SH   DFND 1,2 0 4,044 0
NEW YORK CMNTY BANCORP INC COM 649445103   2,183 255,884 SH   DFND 1,2 0 255,884 0
NEW YORK MTG TR INC COM PAR $.02 649604501   67 28,717 SH   DFND 1,2 0 28,717 0
NEW YORK TIMES CO CL A 650111107   2,379 82,737 SH   DFND 1,2 0 82,737 0
NEWELL BRANDS INC COM 651229106   738 53,101 SH   DFND 1,2 0 53,101 0
NEWMONT CORP COM 651639106   72,125 1,716,041 SH   DFND 1,2 0 1,716,041 0
NEWS CORP NEW CL A 65249B109   1,077 71,273 SH   DFND 1,2 0 71,273 0
NEXTERA ENERGY INC COM 65339F101   8,104 103,355 SH   DFND 1,2 0 103,355 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102   96 2,073 SH   DFND 1,2 0 2,073 0
NEXTGEN HEALTHCARE INC COM 65343C102   83 4,689 SH   DFND 1,2 0 4,689 0
NICE LTD NOTE 9/1 653656AB4   183 200,000 PRN   DFND 1,2 0 200,000 0
NIKE INC CL B 654106103   141,900 1,707,174 SH   DFND 1,2 0 1,707,174 0
NISOURCE INC COM 65473P105   1,061 42,120 SH   DFND 1,2 0 42,120 0
NOAH HLDGS LTD SPON ADS CL A 65487X102   454 34,376 SH   DFND 1,2 0 34,376 0
NORDSON CORP COM 655663102   10,765 50,715 SH   DFND 1,2 0 50,715 0
NORFOLK SOUTHN CORP COM 655844108   3,847 18,349 SH   DFND 1,2 0 18,349 0
NORTHERN TR CORP COM 665859104   1,148 13,423 SH   DFND 1,2 0 13,423 0
NORTHFIELD BANCORP INC DEL COM 66611T108   66 4,644 SH   DFND 1,2 0 4,644 0
NORTHWEST BANCSHARES INC MD COM 667340103   491 36,374 SH   DFND 1,2 0 36,374 0
NORTHWEST NAT HLDG CO COM 66765N105   130 3,006 SH   DFND 1,2 0 3,006 0
NORTHWEST PIPE CO COM 667746101   3,678 130,883 SH   DFND 1,2 0 130,883 0
GEN DIGITAL INC COM 668771108   53,222 2,642,612 SH   DFND 1,2 0 2,642,612 0
NOVAVAX INC COM NEW 670002401   13 736 SH   DFND 1,2 0 736 0
NOW INC COM 67011P100   96 9,587 SH   DFND 1,2 0 9,587 0
NUCOR CORP COM 670346105   9,817 91,759 SH   DFND 1,2 0 91,759 0
NVIDIA CORPORATION COM 67066G104   158,784 1,308,045 SH   DFND 1,2 0 1,308,045 0
O-I GLASS INC COM 67098H104   175 13,489 SH   DFND 1,2 0 13,489 0
OREILLY AUTOMOTIVE INC COM 67103H107   9,666 13,743 SH   DFND 1,2 0 13,743 0
OSI SYSTEMS INC COM 671044105   112 1,556 SH   DFND 1,2 0 1,556 0
OAKTREE SPECIALTY LENDING CO COM 67401P108   323 53,791 SH   DFND 1,2 0 53,791 0
OATLY GROUP AB SPONSORED ADS 67421J108   357 135,860 SH   DFND 1,2 0 135,860 0
OCCIDENTAL PETE CORP COM 674599105   4,293 69,857 SH   DFND 1,2 0 69,857 0
OCEANEERING INTL INC COM 675232102   69 8,693 SH   DFND 1,2 0 8,693 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109   79 5,590 SH   DFND 1,2 0 5,590 0
OIL STS INTL INC COM 678026105   19 4,927 SH   DFND 1,2 0 4,927 0
OKTA INC CL A 679295105   2,754 48,422 SH   DFND 1,2 0 48,422 0
OKTA INC NOTE 0.125% 9/0 679295AD7   251 300,000 PRN   DFND 1,2 0 300,000 0
OLAPLEX HLDGS INC COM 679369108   8,232 861,960 SH   DFND 1,2 0 861,960 0
OLD DOMINION FREIGHT LINE IN COM 679580100   21,247 85,410 SH   DFND 1,2 0 85,410 0
OLIN CORP COM PAR $1 680665205   508 11,854 SH   DFND 1,2 0 11,854 0
OLYMPIC STEEL INC COM 68162K106   22 980 SH   DFND 1,2 0 980 0
OMNICOM GROUP INC COM 681919106   3,304 52,374 SH   DFND 1,2 0 52,374 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   213 200,000 PRN   DFND 1,2 0 200,000 0
ON SEMICONDUCTOR CORP COM 682189105   8,772 140,738 SH   DFND 1,2 0 140,738 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4   265 200,000 PRN   DFND 1,2 0 200,000 0
ONEOK INC NEW COM 682680103   22,929 447,489 SH   DFND 1,2 0 447,489 0
ONESPAN INC COM 68287N100   24 2,838 SH   DFND 1,2 0 2,838 0
ONTO INNOVATION INC COM 683344105   275 4,286 SH   DFND 1,2 0 4,286 0
ORACLE CORP COM 68389X105   110,293 1,806,003 SH   DFND 1,2 0 1,806,003 0
OPTIMIZERX CORP COM NEW 68401U204   23 1,548 SH   DFND 1,2 0 1,548 0
ORASURE TECHNOLOGIES INC COM 68554V108   23 6,087 SH   DFND 1,2 0 6,087 0
ORGANOGENESIS HLDGS INC COM 68621F102   18 5,487 SH   DFND 1,2 0 5,487 0
ORGANON & CO COMMON STOCK 68622V106   52 2,242 SH   DFND 1,2 0 2,242 0
ORION OFFICE REIT INC COM 68629Y103   42 4,812 SH   DFND 1,2 0 4,812 0
ORMAT TECHNOLOGIES INC COM 686688102   6,929 80,386 SH   DFND 1,2 0 80,386 0
ORTHOFIX MED INC COM 68752M108   29 1,539 SH   DFND 1,2 0 1,539 0
OTIS WORLDWIDE CORP COM 68902V107   3,858 60,467 SH   DFND 1,2 0 60,467 0
OTTER TAIL CORP COM 689648103   628 10,205 SH   DFND 1,2 0 10,205 0
OUTFRONT MEDIA INC COM 69007J106   163 10,705 SH   DFND 1,2 0 10,705 0
OWENS & MINOR INC NEW COM 690732102   162 6,737 SH   DFND 1,2 0 6,737 0
OWENS CORNING NEW COM 690742101   22,711 288,909 SH   DFND 1,2 0 288,909 0
OXFORD INDS INC COM 691497309   177 1,977 SH   DFND 1,2 0 1,977 0
PBF ENERGY INC CL A 69318G106   323 9,200 SH   DFND 1,2 0 9,200 0
PC CONNECTION INC COM 69318J100   42 926 SH   DFND 1,2 0 926 0
PDF SOLUTIONS INC COM 693282105   62 2,547 SH   DFND 1,2 0 2,547 0
PG&E CORP COM 69331C108   929 74,303 SH   DFND 1,2 0 74,303 0
PGT INNOVATIONS INC COM 69336V101   103 4,910 SH   DFND 1,2 0 4,910 0
PNC FINL SVCS GROUP INC COM 693475105   33,447 223,847 SH   DFND 1,2 0 223,847 0
PPG INDS INC COM 693506107   3,042 27,485 SH   DFND 1,2 0 27,485 0
PPL CORP COM 69351T106   1,310 51,662 SH   DFND 1,2 0 51,662 0
PRA GROUP INC COM 69354N106   120 3,666 SH   DFND 1,2 0 3,666 0
PVH CORPORATION COM 693656100   99 2,215 SH   DFND 1,2 0 2,215 0
PTC INC COM 69370C100   2,857 27,310 SH   DFND 1,2 0 27,310 0
PACCAR INC COM 693718108   5,813 69,463 SH   DFND 1,2 0 69,463 0
PACIFIC PREMIER BANCORP COM 69478X105   247 7,977 SH   DFND 1,2 0 7,977 0
PACIRA BIOSCIENCES INC COM 695127100   205 3,852 SH   DFND 1,2 0 3,852 0
PACKAGING CORP AMER COM 695156109   18,918 168,472 SH   DFND 1,2 0 168,472 0
PALANTIR TECHNOLOGIES INC CL A 69608A108   829 101,981 SH   DFND 1,2 0 101,981 0
PALO ALTO NETWORKS INC COM 697435105   78,225 477,592 SH   DFND 1,2 0 477,592 0
PALOMAR HLDGS INC COM 69753M105   179 2,139 SH   DFND 1,2 0 2,139 0
PAPA JOHNS INTL INC COM 698813102   611 8,731 SH   DFND 1,2 0 8,731 0
PAR PAC HOLDINGS INC COM NEW 69888T207   67 4,087 SH   DFND 1,2 0 4,087 0
PARK AEROSPACE CORP COM 70014A104   40 3,646 SH   DFND 1,2 0 3,646 0
PARK NATL CORP COM 700658107   143 1,149 SH   DFND 1,2 0 1,149 0
PARKER-HANNIFIN CORP COM 701094104   35,792 147,712 SH   DFND 1,2 0 147,712 0
PATRICK INDS INC COM 703343103   92 2,108 SH   DFND 1,2 0 2,108 0
PATTERSON-UTI ENERGY INC COM 703481101   223 19,077 SH   DFND 1,2 0 19,077 0
PAYCHEX INC COM 704326107   12,238 109,065 SH   DFND 1,2 0 109,065 0
PAYCOM SOFTWARE INC COM 70432V102   1,238 3,753 SH   DFND 1,2 0 3,753 0
PAYLOCITY HLDG CORP COM 70438V106   2,110 8,736 SH   DFND 1,2 0 8,736 0
PAYPAL HLDGS INC COM 70450Y103   54,154 629,187 SH   DFND 1,2 0 629,187 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   174 200,000 PRN   DFND 1,2 0 200,000 0
PELOTON INTERACTIVE INC CL A COM 70614W100   20 2,933 SH   DFND 1,2 0 2,933 0
RANGER OIL CORPORATION CLASS A COM 70788V102   60 1,914 SH   DFND 1,2 0 1,914 0
PENNANT GROUP INC COM 70805E109   96 9,225 SH   DFND 1,2 0 9,225 0
PENNYMAC MTG INVT TR COM 70931T103   94 7,938 SH   DFND 1,2 0 7,938 0
PEPSICO INC COM 713448108   291,719 1,786,840 SH   DFND 1,2 0 1,786,840 0
PERDOCEO ED CORP COM 71363P106   63 6,110 SH   DFND 1,2 0 6,110 0
PERFICIENT INC COM 71375U101   205 3,151 SH   DFND 1,2 0 3,151 0
PERKINELMER INC COM 714046109   28,514 236,967 SH   DFND 1,2 0 236,967 0
PETMED EXPRESS INC COM 716382106   37 1,876 SH   DFND 1,2 0 1,876 0
PFIZER INC COM 717081103   175,488 4,010,235 SH   DFND 1,2 0 4,010,235 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106   21 1,572 SH   DFND 1,2 0 1,572 0
PHILIP MORRIS INTL INC COM 718172109   7,274 87,625 SH   DFND 1,2 0 87,625 0
PHILLIPS 66 COM 718546104   25,992 322,005 SH   DFND 1,2 0 322,005 0
PHOTRONICS INC COM 719405102   82 5,623 SH   DFND 1,2 0 5,623 0
PINDUODUO INC SPONSORED ADS 722304102   21,343 341,058 SH   DFND 1,2 0 341,058 0
PINTEREST INC CL A 72352L106   949 40,715 SH   DFND 1,2 0 40,715 0
PIONEER NAT RES CO COM 723787107   22,915 105,826 SH   DFND 1,2 0 105,826 0
PIPER SANDLER COMPANIES COM 724078100   236 2,251 SH   DFND 1,2 0 2,251 0
PITNEY BOWES INC COM 724479100   33 14,305 SH   DFND 1,2 0 14,305 0
PLEXUS CORP COM 729132100   214 2,443 SH   DFND 1,2 0 2,443 0
PLUG POWER INC COM NEW 72919P202   10,438 496,810 SH   DFND 1,2 0 496,810 0
POOL CORP COM 73278L105   4,801 15,088 SH   DFND 1,2 0 15,088 0
POTLATCHDELTIC CORPORATION COM 737630103   1,277 31,123 SH   DFND 1,2 0 31,123 0
POWELL INDS INC COM 739128106   18 844 SH   DFND 1,2 0 844 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404   64 986 SH   DFND 1,2 0 986 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101   231 4,629 SH   DFND 1,2 0 4,629 0
PRICE T ROWE GROUP INC COM 74144T108   1,540 14,663 SH   DFND 1,2 0 14,663 0
PRICESMART INC COM 741511109   135 2,343 SH   DFND 1,2 0 2,343 0
PRIMERICA INC COM 74164M108   3,410 27,622 SH   DFND 1,2 0 27,622 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102   23,181 321,284 SH   DFND 1,2 0 321,284 0
PROASSURANCE CORP COM 74267C106   89 4,576 SH   DFND 1,2 0 4,576 0
PROCTER AND GAMBLE CO COM 742718109   133,303 1,055,863 SH   DFND 1,2 0 1,055,863 0
PROG HOLDINGS INC COM NPV 74319R101   59 3,963 SH   DFND 1,2 0 3,963 0
PROGRESS SOFTWARE CORP COM 743312100   181 4,253 SH   DFND 1,2 0 4,253 0
PROGRESSIVE CORP COM 743315103   15,212 130,901 SH   DFND 1,2 0 130,901 0
PROLOGIS INC. COM 74340W103   53,581 527,369 SH   DFND 1,2 0 527,369 0
PROPETRO HLDG CORP COM 74347M108   59 7,352 SH   DFND 1,2 0 7,352 0
PROSPECT CAP CORP COM 74348T102   17 2,700 SH   DFND 1,2 0 2,700 0
PROTO LABS INC COM 743713109   86 2,353 SH   DFND 1,2 0 2,353 0
PROTERRA INC COM 74374T109   217 43,625 SH   DFND 1,2 0 43,625 0
PROVIDENT FINL SVCS INC COM 74386T105   183 9,379 SH   DFND 1,2 0 9,379 0
PRUDENTIAL FINL INC COM 744320102   28,439 331,536 SH   DFND 1,2 0 331,536 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106   1,751 31,133 SH   DFND 1,2 0 31,133 0
PUBLIC STORAGE COM 74460D109   9,539 32,578 SH   DFND 1,2 0 32,578 0
PULTE GROUP INC COM 745867101   1,820 48,536 SH   DFND 1,2 0 48,536 0
PURE CYCLE CORP COM NEW 746228303   2,715 325,105 SH   DFND 1,2 0 325,105 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8   226 200,000 PRN   DFND 1,2 0 200,000 0
QUAKER HOUGHTON COM 747316107   164 1,135 SH   DFND 1,2 0 1,135 0
QORVO INC COM 74736K101   640 8,065 SH   DFND 1,2 0 8,065 0
QUALCOMM INC COM 747525103   49,671 439,648 SH   DFND 1,2 0 439,648 0
QUANEX BLDG PRODS CORP COM 747619104   61 3,384 SH   DFND 1,2 0 3,384 0
QUANTA SVCS INC COM 74762E102   2,087 16,384 SH   DFND 1,2 0 16,384 0
QUANTUMSCAPE CORP COM CL A 74767V109   142 16,871 SH   DFND 1,2 0 16,871 0
QUEST DIAGNOSTICS INC COM 74834L100   5,212 42,478 SH   DFND 1,2 0 42,478 0
QUINSTREET INC COM 74874Q100   44 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   830 9,963 SH   DFND 1,2 0 9,963 0
RLX TECHNOLOGY INC SPONSORED ADS 74969N103   1 1,371 SH   DFND 1,2 0 1,371 0
RPT REALTY SH BEN INT 74971D101   50 6,556 SH   DFND 1,2 0 6,556 0
RADNET INC COM 750491102   89 4,387 SH   DFND 1,2 0 4,387 0
RAMBUS INC DEL COM 750917106   245 9,639 SH   DFND 1,2 0 9,639 0
RALPH LAUREN CORP CL A 751212101   178 2,093 SH   DFND 1,2 0 2,093 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   152 200,000 PRN   DFND 1,2 0 200,000 0
RAYMOND JAMES FINL INC COM 754730109   1,309 13,247 SH   DFND 1,2 0 13,247 0
RAYONIER ADVANCED MATLS INC COM 75508B104   19 5,926 SH   DFND 1,2 0 5,926 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101   7,835 95,711 SH   DFND 1,2 0 95,711 0
RE MAX HLDGS INC CL A 75524W108   1,365 72,201 SH   DFND 1,2 0 72,201 0
READY CAPITAL CORP COM 75574U101   55 5,432 SH   DFND 1,2 0 5,432 0
ANYWHERE REAL ESTATE INC COM 75605Y106   85 10,497 SH   DFND 1,2 0 10,497 0
REALTY INCOME CORP COM 756109104   2,280 39,179 SH   DFND 1,2 0 39,179 0
RED ROCK RESORTS INC CL A 75700L108   542 15,825 SH   DFND 1,2 0 15,825 0
REDWOOD TR INC COM 758075402   68 11,834 SH   DFND 1,2 0 11,834 0
REGAL REXNORD CORPORATION COM 758750103   1,276 9,092 SH   DFND 1,2 0 9,092 0
REGENCY CTRS CORP COM 758849103   2,204 40,928 SH   DFND 1,2 0 40,928 0
REGENERON PHARMACEUTICALS COM 75886F107   42,657 61,923 SH   DFND 1,2 0 61,923 0
REGENXBIO INC COM 75901B107   75 2,849 SH   DFND 1,2 0 2,849 0
REGIONS FINANCIAL CORP NEW COM 7591EP100   37,566 1,871,745 SH   DFND 1,2 0 1,871,745 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604   325 2,584 SH   DFND 1,2 0 2,584 0
RELIANCE STEEL & ALUMINUM CO COM 759509102   1,482 8,499 SH   DFND 1,2 0 8,499 0
RENASANT CORP COM 75970E107   136 4,359 SH   DFND 1,2 0 4,359 0
RENT A CTR INC NEW COM 76009N100   515 29,393 SH   DFND 1,2 0 29,393 0
REPUBLIC SVCS INC COM 760759100   9,762 71,758 SH   DFND 1,2 0 71,758 0
RESMED INC COM 761152107   10,417 47,721 SH   DFND 1,2 0 47,721 0
RESIDEO TECHNOLOGIES INC COM 76118Y104   475 24,946 SH   DFND 1,2 0 24,946 0
RESOURCES CONNECTION INC COM 76122Q105   52 2,855 SH   DFND 1,2 0 2,855 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101   138 10,053 SH   DFND 1,2 0 10,053 0
REX AMERICAN RES CORP COM 761624105   38 1,377 SH   DFND 1,2 0 1,377 0
REXFORD INDL RLTY INC COM 76169C100   2,465 47,410 SH   DFND 1,2 0 47,410 0
RINGCENTRAL INC CL A 76680R206   442 11,068 SH   DFND 1,2 0 11,068 0
RIVIAN AUTOMOTIVE INC COM CL A 76954A103   405 12,308 SH   DFND 1,2 0 12,308 0
ROBERT HALF INTL INC COM 770323103   5,209 68,096 SH   DFND 1,2 0 68,096 0
ROBLOX CORP CL A 771049103   702 19,601 SH   DFND 1,2 0 19,601 0
ROCKWELL AUTOMATION INC COM 773903109   21,109 98,133 SH   DFND 1,2 0 98,133 0
ROGERS CORP COM 775133101   956 3,951 SH   DFND 1,2 0 3,951 0
ROKU INC COM CL A 77543R102   677 11,998 SH   DFND 1,2 0 11,998 0
ROLLINS INC COM 775711104   7,079 204,137 SH   DFND 1,2 0 204,137 0
ROPER TECHNOLOGIES INC COM 776696106   20,472 56,923 SH   DFND 1,2 0 56,923 0
ROSS STORES INC COM 778296103   7,488 88,860 SH   DFND 1,2 0 88,860 0
RUTHS HOSPITALITY GROUP INC COM 783332109   43 2,548 SH   DFND 1,2 0 2,548 0
RYDER SYS INC COM 783549108   463 6,133 SH   DFND 1,2 0 6,133 0
S & T BANCORP INC COM 783859101   80 2,745 SH   DFND 1,2 0 2,745 0
S&P GLOBAL INC COM 78409V104   115,670 378,810 SH   DFND 1,2 0 378,810 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104   2,830 9,941 SH   DFND 1,2 0 9,941 0
SEI INVTS CO COM 784117103   8,300 169,211 SH   DFND 1,2 0 169,211 0
SJW GROUP COM 784305104   20,217 350,993 SH   DFND 1,2 0 350,993 0
SLM CORP COM 78442P106   565 40,381 SH   DFND 1,2 0 40,381 0
SM ENERGY CO COM 78454L100   398 10,589 SH   DFND 1,2 0 10,589 0
SPS COMM INC COM 78463M107   383 3,080 SH   DFND 1,2 0 3,080 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100   42,982 900,149 SH   DFND 1,2 0 900,149 0
SPX TECHNOLOGIES INC COM 78473E103   209 3,791 SH   DFND 1,2 0 3,791 0
SVB FINANCIAL GROUP COM 78486Q101   21,480 63,969 SH   DFND 1,2 0 63,969 0
SAFEHOLD INC COM 78645L100   32 1,217 SH   DFND 1,2 0 1,217 0
SAFETY INS GROUP INC COM 78648T100   89 1,094 SH   DFND 1,2 0 1,094 0
ST JOE CO COM 790148100   103 3,208 SH   DFND 1,2 0 3,208 0
SALESFORCE INC COM 79466L302   107,166 745,037 SH   DFND 1,2 0 745,037 0
SALLY BEAUTY HLDGS INC COM 79546E104   122 9,643 SH   DFND 1,2 0 9,643 0
SANFILIPPO JOHN B & SON INC COM 800422107   65 855 SH   DFND 1,2 0 855 0
SANMINA CORPORATION COM 801056102   237 5,142 SH   DFND 1,2 0 5,142 0
SAUL CTRS INC COM 804395101   63 1,674 SH   DFND 1,2 0 1,674 0
SCANSOURCE INC COM 806037107   65 2,445 SH   DFND 1,2 0 2,445 0
HENRY SCHEIN INC COM 806407102   962 14,630 SH   DFND 1,2 0 14,630 0
SCHOLASTIC CORP COM 807066105   79 2,569 SH   DFND 1,2 0 2,569 0
SCHWAB CHARLES CORP COM 808513105   74,072 1,030,636 SH   DFND 1,2 0 1,030,636 0
MATIV HOLDINGS INC COM 808541106   103 4,649 SH   DFND 1,2 0 4,649 0
SCRIPPS E W CO OHIO CL A NEW 811054402   53 4,740 SH   DFND 1,2 0 4,740 0
SEA LTD SPONSORD ADS 81141R100   3,107 55,433 SH   DFND 1,2 0 55,433 0
SEA LTD NOTE 2.375%12/0 81141RAF7   400 400,000 PRN   DFND 1,2 0 400,000 0
SEACOAST BKG CORP FLA COM NEW 811707801   146 4,818 SH   DFND 1,2 0 4,818 0
SEAGEN INC COM 81181C104   4,106 30,005 SH   DFND 1,2 0 30,005 0
SEALED AIR CORP NEW COM 81211K100   119 2,681 SH   DFND 1,2 0 2,681 0
SELECT MED HLDGS CORP COM 81619Q105   594 26,863 SH   DFND 1,2 0 26,863 0
SELECTQUOTE INC COM 816307300   9 11,827 SH   DFND 1,2 0 11,827 0
SEMPRA COM 816851109   3,157 21,055 SH   DFND 1,2 0 21,055 0
SENECA FOODS CORP NEW CL A 817070501   35 700 SH   DFND 1,2 0 700 0
SENSIENT TECHNOLOGIES CORP COM 81725T100   977 14,091 SH   DFND 1,2 0 14,091 0
SERVICE CORP INTL COM 817565104   83 1,429 SH   DFND 1,2 0 1,429 0
SERVICE PPTYS TR COM SH BEN INT 81761L102   73 14,122 SH   DFND 1,2 0 14,122 0
SERVICENOW INC COM 81762P102   62,254 164,863 SH   DFND 1,2 0 164,863 0
SERVISFIRST BANCSHARES INC COM 81768T108   340 4,255 SH   DFND 1,2 0 4,255 0
SHAKE SHACK INC CL A 819047101   135 2,996 SH   DFND 1,2 0 2,996 0
SHENANDOAH TELECOMMUNICATION COM 82312B106   81 4,733 SH   DFND 1,2 0 4,733 0
SHERWIN WILLIAMS CO COM 824348106   5,252 25,649 SH   DFND 1,2 0 25,649 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   266 300,000 PRN   DFND 1,2 0 300,000 0
SHOE CARNIVAL INC COM 824889109   39 1,835 SH   DFND 1,2 0 1,835 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107   7,188 333,551 SH   DFND 1,2 0 333,551 0
SHUTTERSTOCK INC COM 825690100   1,911 38,097 SH   DFND 1,2 0 38,097 0
SIGNATURE BK NEW YORK N Y COM 82669G104   18,437 122,097 SH   DFND 1,2 0 122,097 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4   239 200,000 PRN   DFND 1,2 0 200,000 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200   231 10,592 SH   DFND 1,2 0 10,592 0
SIMON PPTY GROUP INC NEW COM 828806109   5,099 56,813 SH   DFND 1,2 0 56,813 0
SIMPLY GOOD FOODS CO COM 82900L102   233 7,295 SH   DFND 1,2 0 7,295 0
SIMULATIONS PLUS INC COM 829214105   67 1,382 SH   DFND 1,2 0 1,382 0
SIRIUS XM HOLDINGS INC COM 82968B103   1,548 271,040 SH   DFND 1,2 0 271,040 0
SITE CTRS CORP COM 82981J109   168 15,689 SH   DFND 1,2 0 15,689 0
SITIME CORP COM 82982T106   48 606 SH   DFND 1,2 0 606 0
SIX FLAGS ENTMT CORP NEW COM 83001A102   109 6,169 SH   DFND 1,2 0 6,169 0
SKECHERS U S A INC CL A 830566105   7,691 242,480 SH   DFND 1,2 0 242,480 0
SKYWEST INC COM 830879102   68 4,193 SH   DFND 1,2 0 4,193 0
SKYWORKS SOLUTIONS INC COM 83088M102   1,597 18,727 SH   DFND 1,2 0 18,727 0
SLEEP NUMBER CORP COM 83125X103   61 1,813 SH   DFND 1,2 0 1,813 0
SMITH A O CORP COM 831865209   33,883 697,475 SH   DFND 1,2 0 697,475 0
SMUCKER J M CO COM NEW 832696405   19,254 140,124 SH   DFND 1,2 0 140,124 0
SNAP ON INC COM 833034101   2,185 10,850 SH   DFND 1,2 0 10,850 0
SNAP INC CL A 83304A106   31,413 3,198,870 SH   DFND 1,2 0 3,198,870 0
SNOWFLAKE INC CL A 833445109   3,474 20,440 SH   DFND 1,2 0 20,440 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105   4,059 44,725 SH   DFND 1,2 0 44,725 0
SOFI TECHNOLOGIES INC COM 83406F102   36 7,479 SH   DFND 1,2 0 7,479 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104   597 2,579 SH   DFND 1,2 0 2,579 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   218 200,000 PRN   DFND 1,2 0 200,000 0
SONIC AUTOMOTIVE INC CL A 83545G102   69 1,594 SH   DFND 1,2 0 1,594 0
SONOS INC COM 83570H108   156 11,203 SH   DFND 1,2 0 11,203 0
SOUTH JERSEY INDS INC COM 838518108   1,056 31,600 SH   DFND 1,2 0 31,600 0
SOUTHERN CO COM 842587107   3,862 56,794 SH   DFND 1,2 0 56,794 0
SOUTHERN COPPER CORP COM 84265V105   613 13,677 SH   DFND 1,2 0 13,677 0
SOUTHSIDE BANCSHARES INC COM 84470P109   116 3,282 SH   DFND 1,2 0 3,282 0
SOUTHWEST AIRLS CO COM 844741108   9,247 299,852 SH   DFND 1,2 0 299,852 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   459 400,000 PRN   DFND 1,2 0 400,000 0
SPARTANNASH CO COM 847215100   90 3,088 SH   DFND 1,2 0 3,088 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105   214 5,487 SH   DFND 1,2 0 5,487 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109   20 900 SH   DFND 1,2 0 900 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8   159 200,000 PRN   DFND 1,2 0 200,000 0
SPLUNK INC COM 848637104   3,509 46,663 SH   DFND 1,2 0 46,663 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   286 300,000 PRN   DFND 1,2 0 300,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   266 300,000 PRN   DFND 1,2 0 300,000 0
BLOCK INC CL A 852234103   2,197 39,946 SH   DFND 1,2 0 39,946 0
BLOCK INC NOTE 0.500% 5/1 852234AD5   103 100,000 PRN   DFND 1,2 0 100,000 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   365 400,000 PRN   DFND 1,2 0 400,000 0
STANDARD MTR PRODS INC COM 853666105   50 1,525 SH   DFND 1,2 0 1,525 0
STANDEX INTL CORP COM 854231107   80 979 SH   DFND 1,2 0 979 0
STANLEY BLACK & DECKER INC COM 854502101   26,263 349,199 SH   DFND 1,2 0 349,199 0
STARBUCKS CORP COM 855244109   100,532 1,193,121 SH   DFND 1,2 0 1,193,121 0
STARWOOD PPTY TR INC COM 85571B105   2,274 124,791 SH   DFND 1,2 0 124,791 0
STATE STR CORP COM 857477103   19,071 313,613 SH   DFND 1,2 0 313,613 0
STEEL DYNAMICS INC COM 858119100   15,874 223,734 SH   DFND 1,2 0 223,734 0
STEPAN CO COM 858586100   168 1,789 SH   DFND 1,2 0 1,789 0
STEWART INFORMATION SVCS COR COM 860372101   96 2,189 SH   DFND 1,2 0 2,189 0
STONEX GROUP INC COM 861896108   119 1,430 SH   DFND 1,2 0 1,430 0
STRATEGIC ED INC COM 86272C103   124 2,015 SH   DFND 1,2 0 2,015 0
STRIDE INC COM 86333M108   162 3,866 SH   DFND 1,2 0 3,866 0
STRYKER CORPORATION COM 863667101   75,958 375,025 SH   DFND 1,2 0 375,025 0
STURM RUGER & CO INC COM 864159108   76 1,488 SH   DFND 1,2 0 1,488 0
SUMMIT HOTEL PPTYS INC COM 866082100   73 10,897 SH   DFND 1,2 0 10,897 0
SUN CMNTYS INC COM 866674104   970 7,167 SH   DFND 1,2 0 7,167 0
SUN CTRY AIRLS HLDGS INC COM 866683105   33 2,389 SH   DFND 1,2 0 2,389 0
SUNCOKE ENERGY INC COM 86722A103   44 7,629 SH   DFND 1,2 0 7,629 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   169 200,000 PRN   DFND 1,2 0 200,000 0
SUNPOWER CORP COM 867652406   10,260 445,326 SH   DFND 1,2 0 445,326 0
SUNRUN INC COM 86771W105   5,704 206,751 SH   DFND 1,2 0 206,751 0
SUNSTONE HOTEL INVS INC NEW COM 867892101   164 17,458 SH   DFND 1,2 0 17,458 0
SUPERNUS PHARMACEUTICALS INC COM 868459108   156 4,594 SH   DFND 1,2 0 4,594 0
SURMODICS INC COM 868873100   34 1,102 SH   DFND 1,2 0 1,102 0
SYLVAMO CORP COMMON STOCK 871332102   101 2,972 SH   DFND 1,2 0 2,972 0
SYNOPSYS INC COM 871607107   83,193 272,309 SH   DFND 1,2 0 272,309 0
SYNCHRONY FINANCIAL COM 87165B103   25,362 899,674 SH   DFND 1,2 0 899,674 0
SYSCO CORP COM 871829107   16,693 236,070 SH   DFND 1,2 0 236,070 0
TFS FINL CORP COM 87240R107   86 6,624 SH   DFND 1,2 0 6,624 0
TJX COS INC NEW COM 872540109   32,007 515,241 SH   DFND 1,2 0 515,241 0
T-MOBILE US INC COM 872590104   8,668 64,606 SH   DFND 1,2 0 64,606 0
TRI POINTE HOMES INC COM 87265H109   124 8,186 SH   DFND 1,2 0 8,186 0
TPI COMPOSITES INC COM 87266J104   2,921 258,925 SH   DFND 1,2 0 258,925 0
TTM TECHNOLOGIES INC COM 87305R109   119 9,045 SH   DFND 1,2 0 9,045 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   3,701 53,978 SH   DFND 1,2 0 53,978 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109   13,479 123,658 SH   DFND 1,2 0 123,658 0
TAL EDUCATION GROUP SPONSORED ADS 874080104   139 28,180 SH   DFND 1,2 0 28,180 0
TALOS ENERGY INC COM 87484T108   88 5,273 SH   DFND 1,2 0 5,273 0
TANDEM DIABETES CARE INC COM NEW 875372203   2,943 61,500 SH   DFND 1,2 0 61,500 0
TANGER FACTORY OUTLET CTRS I COM 875465106   119 8,724 SH   DFND 1,2 0 8,724 0
TAPESTRY INC COM 876030107   242 8,515 SH   DFND 1,2 0 8,515 0
TARGET CORP COM 87612E106   25,233 170,046 SH   DFND 1,2 0 170,046 0
TARGA RES CORP COM 87612G101   0 0 SH   DFND 1,2 0 0 0
TECHTARGET INC COM 87874R100   147 2,487 SH   DFND 1,2 0 2,487 0
TEGNA INC COM 87901J105   234 11,295 SH   DFND 1,2 0 11,295 0
TELADOC HEALTH INC COM 87918A105   743 29,294 SH   DFND 1,2 0 29,294 0
TELEDYNE TECHNOLOGIES INC COM 879360105   3,580 10,607 SH   DFND 1,2 0 10,607 0
TELEFLEX INCORPORATED COM 879369106   419 2,080 SH   DFND 1,2 0 2,080 0
TELEPHONE & DATA SYS INC COM NEW 879433829   120 8,611 SH   DFND 1,2 0 8,611 0
TEMPUR SEALY INTL INC COM 88023U101   171 7,088 SH   DFND 1,2 0 7,088 0
10X GENOMICS INC CL A COM 88025U109   24 850 SH   DFND 1,2 0 850 0
TENET HEALTHCARE CORP COM NEW 88033G407   8,005 155,200 SH   DFND 1,2 0 155,200 0
TENNANT CO COM 880345103   103 1,821 SH   DFND 1,2 0 1,821 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109   261 64,359 SH   DFND 1,2 0 64,359 0
TERADYNE INC COM 880770102   1,064 14,160 SH   DFND 1,2 0 14,160 0
TERRENO RLTY CORP COM 88146M101   2,033 38,360 SH   DFND 1,2 0 38,360 0
TESLA INC COM 88160R101   186,846 704,415 SH   DFND 1,2 0 704,415 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209   103 12,748 SH   DFND 1,2 0 12,748 0
TEXAS INSTRS INC COM 882508104   59,692 385,659 SH   DFND 1,2 0 385,659 0
THE ODP CORP COM 88337F105   119 3,378 SH   DFND 1,2 0 3,378 0
THE TRADE DESK INC COM CL A 88339J105   1,584 26,507 SH   DFND 1,2 0 26,507 0
THERMO FISHER SCIENTIFIC INC COM 883556102   329,780 650,210 SH   DFND 1,2 0 650,210 0
THOR INDS INC COM 885160101   1,708 24,410 SH   DFND 1,2 0 24,410 0
3-D SYS CORP DEL COM NEW 88554D205   92 11,575 SH   DFND 1,2 0 11,575 0
3M CO COM 88579Y101   3,589 32,478 SH   DFND 1,2 0 32,478 0
THRYV HLDGS INC COM NEW 886029206   53 2,313 SH   DFND 1,2 0 2,313 0
TIMKENSTEEL CORPORATION COM 887399103   55 3,670 SH   DFND 1,2 0 3,670 0
TITAN INTL INC ILL COM 88830M102   53 4,385 SH   DFND 1,2 0 4,385 0
TOLL BROTHERS INC COM 889478103   317 7,544 SH   DFND 1,2 0 7,544 0
TOMPKINS FINL CORP COM 890110109   105 1,446 SH   DFND 1,2 0 1,446 0
TOOTSIE ROLL INDS INC COM 890516107   48 1,439 SH   DFND 1,2 0 1,439 0
TORO CO COM 891092108   37,829 437,429 SH   DFND 1,2 0 437,429 0
TRACTOR SUPPLY CO COM 892356106   5,169 27,810 SH   DFND 1,2 0 27,810 0
TRADEWEB MKTS INC CL A 892672106   1,091 19,333 SH   DFND 1,2 0 19,333 0
TRANSUNION COM 89400J107   15,944 268,008 SH   DFND 1,2 0 268,008 0
TRAVELERS COMPANIES INC COM 89417E109   11,238 73,353 SH   DFND 1,2 0 73,353 0
TREDEGAR CORP COM 894650100   34 3,608 SH   DFND 1,2 0 3,608 0
TREEHOUSE FOODS INC COM 89469A104   184 4,330 SH   DFND 1,2 0 4,330 0
TRIMBLE INC COM 896239100   17,602 324,339 SH   DFND 1,2 0 324,339 0
TRINITY INDS INC COM 896522109   119 5,569 SH   DFND 1,2 0 5,569 0
TRIP COM GROUP LTD ADS 89677Q107   4,104 150,268 SH   DFND 1,2 0 150,268 0
TRIUMPH FINANCIAL INC COM 89679E300   110 2,033 SH   DFND 1,2 0 2,033 0
TRIUMPH GROUP INC NEW COM 896818101   52 6,059 SH   DFND 1,2 0 6,059 0
TRUEBLUE INC COM 89785X101   50 2,633 SH   DFND 1,2 0 2,633 0
TRUPANION INC COM 898202106   1,363 22,938 SH   DFND 1,2 0 22,938 0
TRUIST FINL CORP COM 89832Q109   5,551 127,494 SH   DFND 1,2 0 127,494 0
TRUSTCO BK CORP N Y COM NEW 898349204   20 628 SH   DFND 1,2 0 628 0
TRUSTMARK CORP COM 898402102   145 4,742 SH   DFND 1,2 0 4,742 0
TTEC HLDGS INC COM 89854H102   80 1,816 SH   DFND 1,2 0 1,816 0
TUPPERWARE BRANDS CORP COM 899896104   28 4,237 SH   DFND 1,2 0 4,237 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204   116 43,652 SH   DFND 1,2 0 43,652 0
TWILIO INC CL A 90138F102   1,057 15,284 SH   DFND 1,2 0 15,284 0
TWITTER INC COM 90184L102   19,526 445,398 SH   DFND 1,2 0 445,398 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9   408 400,000 PRN   DFND 1,2 0 400,000 0
TWO HBRS INVT CORP COM NEW 90187B408   96 28,837 SH   DFND 1,2 0 28,837 0
TYLER TECHNOLOGIES INC COM 902252105   2,434 7,004 SH   DFND 1,2 0 7,004 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1   191 200,000 PRN   DFND 1,2 0 200,000 0
TYSON FOODS INC CL A 902494103   22,076 334,837 SH   DFND 1,2 0 334,837 0
UDR INC COM 902653104   999 23,940 SH   DFND 1,2 0 23,940 0
UGI CORP NEW COM 902681105   483 14,941 SH   DFND 1,2 0 14,941 0
UMB FINL CORP COM 902788108   278 3,295 SH   DFND 1,2 0 3,295 0
UFP INDUSTRIES INC COM 90278Q108   3,834 53,130 SH   DFND 1,2 0 53,130 0
US BANCORP DEL COM NEW 902973304   3,653 90,593 SH   DFND 1,2 0 90,593 0
USANA HEALTH SCIENCES INC COM 90328M107   47 834 SH   DFND 1,2 0 834 0
U S PHYSICAL THERAPY COM 90337L108   81 1,060 SH   DFND 1,2 0 1,060 0
U S SILICA HLDGS INC COM 90346E103   69 6,297 SH   DFND 1,2 0 6,297 0
UBER TECHNOLOGIES INC COM 90353T100   3,072 115,921 SH   DFND 1,2 0 115,921 0
ULTA BEAUTY INC COM 90384S303   1,412 3,520 SH   DFND 1,2 0 3,520 0
ULTRA CLEAN HLDGS INC COM 90385V107   100 3,895 SH   DFND 1,2 0 3,895 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101   349 159,390 SH   DFND 1,2 0 159,390 0
UMPQUA HLDGS CORP COM 904214103   46 2,702 SH   DFND 1,2 0 2,702 0
UNDER ARMOUR INC CL A 904311107   88 13,295 SH   DFND 1,2 0 13,295 0
UNDER ARMOUR INC CL C 904311206   972 163,134 SH   DFND 1,2 0 163,134 0
UNIFI INC COM NEW 904677200   15 1,618 SH   DFND 1,2 0 1,618 0
UNIFIRST CORP MASS COM 904708104   2,429 14,439 SH   DFND 1,2 0 14,439 0
UNION PAC CORP COM 907818108   15,144 77,735 SH   DFND 1,2 0 77,735 0
UNISYS CORP COM NEW 909214306   45 5,960 SH   DFND 1,2 0 5,960 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303   295 8,922 SH   DFND 1,2 0 8,922 0
UNITED FIRE GROUP INC COM 910340108   49 1,699 SH   DFND 1,2 0 1,699 0
UNITED NAT FOODS INC COM 911163103   179 5,203 SH   DFND 1,2 0 5,203 0
UNITED PARCEL SERVICE INC CL B 911312106   7,850 48,596 SH   DFND 1,2 0 48,596 0
UNITED RENTALS INC COM 911363109   8,060 29,838 SH   DFND 1,2 0 29,838 0
UNITED THERAPEUTICS CORP DEL COM 91307C102   174 831 SH   DFND 1,2 0 831 0
UNITEDHEALTH GROUP INC COM 91324P102   399,879 791,776 SH   DFND 1,2 0 791,776 0
UNITIL CORP COM 913259107   62 1,326 SH   DFND 1,2 0 1,326 0
UNITI GROUP INC COM 91325V108   155 22,359 SH   DFND 1,2 0 22,359 0
UNITY SOFTWARE INC COM 91332U101   391 12,278 SH   DFND 1,2 0 12,278 0
UNIVERSAL CORP VA COM 913456109   103 2,229 SH   DFND 1,2 0 2,229 0
UNIVERSAL DISPLAY CORP COM 91347P105   61 651 SH   DFND 1,2 0 651 0
UNIVERSAL ELECTRS INC COM 913483103   20 1,028 SH   DFND 1,2 0 1,028 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105   272 6,285 SH   DFND 1,2 0 6,285 0
UNIVERSAL INS HLDGS INC COM 91359V107   20 2,008 SH   DFND 1,2 0 2,008 0
UNIVERSAL HLTH SVCS INC CL B 913903100   1,330 15,087 SH   DFND 1,2 0 15,087 0
UNUM GROUP COM 91529Y106   214 5,512 SH   DFND 1,2 0 5,512 0
URANIUM ENERGY CORP COM 916896103   38 10,978 SH   DFND 1,2 0 10,978 0
URBAN OUTFITTERS INC COM 917047102   98 4,980 SH   DFND 1,2 0 4,980 0
URBAN EDGE PPTYS COM 91704F104   124 9,291 SH   DFND 1,2 0 9,291 0
URSTADT BIDDLE PPTYS INC CL A 917286205   57 3,678 SH   DFND 1,2 0 3,678 0
UTZ BRANDS INC COM CL A 918090101   212 14,013 SH   DFND 1,2 0 14,013 0
V F CORP COM 918204108   1,186 39,648 SH   DFND 1,2 0 39,648 0
VAIL RESORTS INC COM 91879Q109   581 2,692 SH   DFND 1,2 0 2,692 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   264 300,000 PRN   DFND 1,2 0 300,000 0
VALERO ENERGY CORP COM 91913Y100   26,945 252,177 SH   DFND 1,2 0 252,177 0
VALMONT INDS INC COM 920253101   3,222 11,996 SH   DFND 1,2 0 11,996 0
VANDA PHARMACEUTICALS INC COM 921659108   54 5,483 SH   DFND 1,2 0 5,483 0
VAREX IMAGING CORP COM 92214X106   70 3,307 SH   DFND 1,2 0 3,307 0
VECTOR GROUP LTD COM 92240M108   101 11,488 SH   DFND 1,2 0 11,488 0
VEECO INSTRS INC DEL COM 922417100   92 4,999 SH   DFND 1,2 0 4,999 0
VEEVA SYS INC CL A COM 922475108   6,764 41,023 SH   DFND 1,2 0 41,023 0
VENTAS INC COM 92276F100   2,562 63,773 SH   DFND 1,2 0 63,773 0
VERISIGN INC COM 92343E102   18,375 105,787 SH   DFND 1,2 0 105,787 0
VERIZON COMMUNICATIONS INC COM 92343V104   49,462 1,302,661 SH   DFND 1,2 0 1,302,661 0
VERITEX HLDGS INC COM 923451108   106 3,988 SH   DFND 1,2 0 3,988 0
VERITIV CORP COM 923454102   118 1,211 SH   DFND 1,2 0 1,211 0
VERISK ANALYTICS INC COM 92345Y106   1,956 11,472 SH   DFND 1,2 0 11,472 0
VERICEL CORP COM 92346J108   102 4,388 SH   DFND 1,2 0 4,388 0
VERTEX PHARMACEUTICALS INC COM 92532F100   73,290 253,127 SH   DFND 1,2 0 253,127 0
VIAD CORP COM 92552R406   55 1,729 SH   DFND 1,2 0 1,729 0
VIAVI SOLUTIONS INC COM 925550105   261 19,970 SH   DFND 1,2 0 19,970 0
PARAMOUNT GLOBAL CLASS B COM 92556H206   15,279 802,453 SH   DFND 1,2 0 802,453 0
VIATRIS INC COM 92556V106   1,987 233,162 SH   DFND 1,2 0 233,162 0
VICI PPTYS INC COM 925652109   3,129 104,817 SH   DFND 1,2 0 104,817 0
VICOR CORP COM 925815102   1,137 19,222 SH   DFND 1,2 0 19,222 0
VICTORIAS SECRET AND CO COMMON STOCK 926400102   65 2,218 SH   DFND 1,2 0 2,218 0
VIMEO INC COMMON STOCK 92719V100   371 92,657 SH   DFND 1,2 0 92,657 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103   5,212 619,782 SH   DFND 1,2 0 619,782 0
VIR BIOTECHNOLOGY INC COM 92764N102   129 6,703 SH   DFND 1,2 0 6,703 0
VISA INC COM CL A 92826C839   198,438 1,117,019 SH   DFND 1,2 0 1,117,019 0
VIRTUS INVT PARTNERS INC COM 92828Q109   95 596 SH   DFND 1,2 0 596 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   282 300,000 PRN   DFND 1,2 0 300,000 0
VISTA OUTDOOR INC COM 928377100   123 5,067 SH   DFND 1,2 0 5,067 0
VISTRA CORP COM 92840M102   225 10,728 SH   DFND 1,2 0 10,728 0
VMWARE INC CL A COM 928563402   83,027 779,890 SH   DFND 1,2 0 779,890 0
VONTIER CORPORATION COM 928881101   153 9,162 SH   DFND 1,2 0 9,162 0
VORNADO RLTY TR SH BEN INT 929042109   51 2,203 SH   DFND 1,2 0 2,203 0
VOYA FINANCIAL INC COM 929089100   283 4,684 SH   DFND 1,2 0 4,684 0
VULCAN MATLS CO COM 929160109   2,471 15,668 SH   DFND 1,2 0 15,668 0
WD 40 CO COM 929236107   208 1,186 SH   DFND 1,2 0 1,186 0
WSFS FINL CORP COM 929328102   257 5,527 SH   DFND 1,2 0 5,527 0
WP CAREY INC COM 92936U109   1,354 19,399 SH   DFND 1,2 0 19,399 0
WEC ENERGY GROUP INC COM 92939U106   1,775 19,850 SH   DFND 1,2 0 19,850 0
WABASH NATL CORP COM 929566107   63 4,027 SH   DFND 1,2 0 4,027 0
WABTEC COM 929740108   2,979 36,615 SH   DFND 1,2 0 36,615 0
WALMART INC COM 931142103   16,411 126,528 SH   DFND 1,2 0 126,528 0
WALGREENS BOOTS ALLIANCE INC COM 931427108   8,371 266,598 SH   DFND 1,2 0 266,598 0
WALKER & DUNLOP INC COM 93148P102   621 7,420 SH   DFND 1,2 0 7,420 0
WARNER BROS DISCOVERY INC COM SER A 934423104   28,575 2,484,804 SH   DFND 1,2 0 2,484,804 0
WARRIOR MET COAL INC COM 93627C101   133 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
ELME COMMUNITIES SH BEN INT 939653101   125 7,112 SH   DFND 1,2 0 7,112 0
WASTE MGMT INC DEL COM 94106L109   54,223 338,449 SH   DFND 1,2 0 338,449 0
WATERS CORP COM 941848103   42,137 156,334 SH   DFND 1,2 0 156,334 0
WATSCO INC COM 942622200   643 2,498 SH   DFND 1,2 0 2,498 0
WATTS WATER TECHNOLOGIES INC CL A 942749102   30,649 243,771 SH   DFND 1,2 0 243,771 0
WAYFAIR INC CL A 94419L101   3,480 106,905 SH   DFND 1,2 0 106,905 0
WEBSTER FINL CORP COM 947890109   20,891 462,195 SH   DFND 1,2 0 462,195 0
WEIBO CORP SPONSORED ADR 948596101   3,294 192,616 SH   DFND 1,2 0 192,616 0
WELLS FARGO CO NEW COM 949746101   62,872 1,563,198 SH   DFND 1,2 0 1,563,198 0
WELLTOWER INC COM 95040Q104   3,787 58,878 SH   DFND 1,2 0 58,878 0
WENDYS CO COM 95058W100   287 15,343 SH   DFND 1,2 0 15,343 0
WERNER ENTERPRISES INC COM 950755108   7,834 208,342 SH   DFND 1,2 0 208,342 0
WEST PHARMACEUTICAL SVSC INC COM 955306105   15,567 63,260 SH   DFND 1,2 0 63,260 0
WESTAMERICA BANCORPORATION COM 957090103   586 11,209 SH   DFND 1,2 0 11,209 0
WESTERN ALLIANCE BANCORP COM 957638109   13,307 202,421 SH   DFND 1,2 0 202,421 0
WESTERN DIGITAL CORP. COM 958102105   6,104 187,519 SH   DFND 1,2 0 187,519 0
WESTERN UN CO COM 959802109   1,454 107,674 SH   DFND 1,2 0 107,674 0
WESTLAKE CORPORATION COM 960413102   1,079 12,418 SH   DFND 1,2 0 12,418 0
WESTROCK CO COM 96145D105   431 13,946 SH   DFND 1,2 0 13,946 0
WEYERHAEUSER CO MTN BE COM NEW 962166104   1,239 43,397 SH   DFND 1,2 0 43,397 0
WHIRLPOOL CORP COM 963320106   19,080 141,532 SH   DFND 1,2 0 141,532 0
WHITESTONE REIT COM 966084204   47 5,577 SH   DFND 1,2 0 5,577 0
WILEY JOHN & SONS INC CL A 968223206   117 3,128 SH   DFND 1,2 0 3,128 0
WILLIAMS COS INC COM 969457100   11,834 413,345 SH   DFND 1,2 0 413,345 0
WILLIAMS SONOMA INC COM 969904101   40 341 SH   DFND 1,2 0 341 0
WINNEBAGO INDS INC COM 974637100   1,174 22,067 SH   DFND 1,2 0 22,067 0
WISDOMTREE INC COM 97717P104   55 11,677 SH   DFND 1,2 0 11,677 0
WOLFSPEED INC COM 977852102   1,090 10,547 SH   DFND 1,2 0 10,547 0
WOLVERINE WORLD WIDE INC COM 978097103   111 7,204 SH   DFND 1,2 0 7,204 0
WORKDAY INC CL A 98138H101   7,039 46,241 SH   DFND 1,2 0 46,241 0
WORLD ACCEP CORPORATION COM 981419104   37 386 SH   DFND 1,2 0 386 0
WORLD FUEL SVCS CORP COM 981475106   821 35,019 SH   DFND 1,2 0 35,019 0
WW INTL INC COM 98262P101   19 4,825 SH   DFND 1,2 0 4,825 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105   253 4,125 SH   DFND 1,2 0 4,125 0
WYNN RESORTS LTD COM 983134107   829 13,155 SH   DFND 1,2 0 13,155 0
XPEL INC COM 98379L100   88 1,362 SH   DFND 1,2 0 1,362 0
XCEL ENERGY INC COM 98389B100   2,187 34,178 SH   DFND 1,2 0 34,178 0
XPERI HOLDING CORP COM 98390M103   124 8,766 SH   DFND 1,2 0 8,766 0
XENIA HOTELS & RESORTS INC COM 984017103   136 9,887 SH   DFND 1,2 0 9,887 0
XENCOR INC COM 98401F105   132 5,070 SH   DFND 1,2 0 5,070 0
XYLEM INC COM 98419M100   48,774 558,311 SH   DFND 1,2 0 558,311 0
XEROX HOLDINGS CORP COM NEW 98421M106   137 10,494 SH   DFND 1,2 0 10,494 0
XPENG INC ADS 98422D105   193 16,154 SH   DFND 1,2 0 16,154 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100   397 63,871 SH   DFND 1,2 0 63,871 0
YELP INC CL A 985817105   179 5,283 SH   DFND 1,2 0 5,283 0
YORK WTR CO COM 987184108   4,953 128,871 SH   DFND 1,2 0 128,871 0
YUM BRANDS INC COM 988498101   51,087 480,416 SH   DFND 1,2 0 480,416 0
YUM CHINA HLDGS INC COM 98850P109   10,348 218,632 SH   DFND 1,2 0 218,632 0
ZAI LAB LTD ADR 98887Q104   449 13,121 SH   DFND 1,2 0 13,121 0
ZIMVIE INC COM 98888T107   18 1,825 SH   DFND 1,2 0 1,825 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105   38,158 145,635 SH   DFND 1,2 0 145,635 0
ZENDESK INC COM 98936J101   1,878 24,678 SH   DFND 1,2 0 24,678 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3   394 400,000 PRN   DFND 1,2 0 400,000 0
ZILLOW GROUP INC CL C CAP STK 98954M200   400 13,992 SH   DFND 1,2 0 13,992 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1   200 200,000 PRN   DFND 1,2 0 200,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   187 200,000 PRN   DFND 1,2 0 200,000 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102   1,331 12,727 SH   DFND 1,2 0 12,727 0
ZIONS BANCORPORATION N A COM 989701107   913 17,943 SH   DFND 1,2 0 17,943 0
ZOETIS INC CL A 98978V103   98,162 661,961 SH   DFND 1,2 0 661,961 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105   6,283 261,445 SH   DFND 1,2 0 261,445 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104   878 21,086 SH   DFND 1,2 0 21,086 0
ZSCALER INC COM 98980G102   3,020 18,373 SH   DFND 1,2 0 18,373 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101   1,957 26,600 SH   DFND 1,2 0 26,600 0
ZUMIEZ INC COM 989817101   27 1,252 SH   DFND 1,2 0 1,252 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108   169 6,897 SH   DFND 1,2 0 6,897 0
ZYNEX INC COM 98986M103   23 2,556 SH   DFND 1,2 0 2,556 0
CAPRI HOLDINGS LIMITED SHS G1890L107   176 4,583 SH   DFND 1,2 0 4,583 0
NOMAD FOODS LTD USD ORD SHS G6564A105   12,134 854,529 SH   DFND 1,2 0 854,529 0
SCHLUMBERGER LTD COM STK 806857108   78 2,176 SH   DFND 1,2,3 0 2,176 0
ARCH CAP GROUP LTD ORD G0450A105   16 358 SH   DFND 1,2,3 0 358 0
BUNGE LIMITED COM G16962105   31 370 SH   DFND 1,2,3 0 370 0
EVEREST RE GROUP LTD COM G3223R108   14 53 SH   DFND 1,2,3 0 53 0
CHUBB LIMITED COM H1467J104   89 488 SH   DFND 1,2,3 0 488 0
TE CONNECTIVITY LTD SHS H84989104   35 317 SH   DFND 1,2,3 0 317 0
GARMIN LTD SHS H2906T109   14 171 SH   DFND 1,2,3 0 171 0
LIBERTY GLOBAL PLC SHS CL A G5480U104   10 663 SH   DFND 1,2,3 0 663 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102   15 411 SH   DFND 1,2,3 0 411 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104   18 440 SH   DFND 1,2,3 0 440 0
NIELSEN HLDGS PLC SHS EUR G6518L108   150 5,394 SH   DFND 1,2,3 0 5,394 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101   1,014 3,942 SH   DFND 1,2,3 0 3,942 0