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
360 DigiTech Inc AMERICAN DEP 88557W101   29,241 1,900 SH   DFND   1,900 0 0
360 DigiTech Inc AMERICAN DEP 88557W101   3,102,624 201,600 SH   DFND 8 201,600 0 0
3M Co COM 88579Y101   96,028 645 SH   DFND   645 0 0
3M Co COM 88579Y101   4,600,392 30,900 SH   DFND 11 30,900 0 0
3M Co COM 88579Y101   21,460,308 144,145 SH   DFND 7 26,753 0 117,392
3M Co COM 88579Y101   154,783,985 1,039,656 SH   DFND 8 1,028,474 0 11,182
51job Inc SPONSORED ADS 316827104   705,762 12,054 SH   DFND 7 0 0 12,054
A10 Networks Inc COM 002121101   188,325 13,500 SH   DFND 11 10,000 0 3,500
A10 Networks Inc COM 002121101   1,576,350 113,000 SH   DFND 8 100,900 0 12,100
Abbott Laboratories COM 002824100   1,949,508 16,471 SH   DFND   16,471 0 0
Abbott Laboratories COM 002824100   3,503,456 29,600 SH   DFND 11 29,600 0 0
Abbott Laboratories COM 002824100   49,536,264 418,522 SH   DFND 7 369,606 0 48,916
Abbott Laboratories COM 002824100   78,733,072 665,200 SH   DFND 8 644,100 0 21,100
AbbVie Inc COM 00287Y109   287,745 1,775 SH   DFND   1,775 0 0
AbbVie Inc COM 00287Y109   17,066,941 105,280 SH   DFND 7 44,219 0 61,061
AbbVie Inc COM 00287Y109   101,234,453 624,480 SH   DFND 8 620,580 0 3,900
Abercrombie & Fitch Co CL A 002896207   1,276,401 39,900 SH   DFND 8 30,700 0 9,200
ABIOMED Inc COM 003654100   274,267 828 SH   DFND 7 828 0 0
ABIOMED Inc COM 003654100   75,545,244 228,068 SH   DFND 8 228,068 0 0
ABM Industries Inc COM 000957100   547,876 11,900 SH   DFND 11 9,300 0 2,600
ABM Industries Inc COM 000957100   6,528,472 141,800 SH   DFND 8 120,800 0 21,000
abrdn Gold ETF Trust PHYSCL GOLD SHS 00326A104   569,068 30,628 SH   DFND   0 0 30,628
Accelerate Diagnostics Inc COM 00430H102   1,315,454 913,510 SH   DFND 8 913,510 0 0
Accenture PLC SHS CLASS A G1151C101   221,560 657 SH   DFND   657 0 0
Accenture PLC SHS CLASS A G1151C101   3,304,854 9,800 SH   DFND 11 9,800 0 0
Accenture PLC SHS CLASS A G1151C101   33,195,572 98,436 SH   DFND 7 57,245 0 41,191
Accenture PLC SHS CLASS A G1151C101   149,042,171 441,960 SH   DFND 8 434,760 0 7,200
Achilles Therapeutics PLC SPONSORED ADS 00449L102   831,508 282,826 SH   DFND 8 282,826 0 0
ACI Worldwide Inc COM 004498101   1,652,028 52,462 SH   DFND 7 49,250 0 3,212
Activision Blizzard Inc COM 00507V109   62,646 782 SH   DFND   782 0 0
Activision Blizzard Inc COM 00507V109   6,634,870 82,822 SH   DFND 7 76,214 0 6,608
Activision Blizzard Inc COM 00507V109   75,592,837 943,613 SH   DFND 8 931,383 0 12,230
Acuity Brands Inc COM 00508Y102   435,390 2,300 SH   DFND 11 2,300 0 0
Acuity Brands Inc COM 00508Y102   2,290,530 12,100 SH   DFND 8 5,900 0 6,200
Adobe Inc COM 00724F101   263,804 579 SH   DFND   579 0 0
Adobe Inc COM 00724F101   2,539,626 5,574 SH   DFND 11 5,574 0 0
Adobe Inc COM 00724F101   65,817,043 144,456 SH   DFND 7 116,497 0 27,959
Adobe Inc COM 00724F101   126,506,538 277,658 SH   DFND 8 265,096 0 12,562
Advance Auto Parts Inc COM 00751Y106   175,295 847 SH   DFND 7 847 0 0
Advance Auto Parts Inc COM 00751Y106   186,264 900 SH   DFND 8 900 0 0
Advanced Drainage Systems Inc COM 00790R104   403,954 3,400 SH   DFND 11 2,800 0 600
Advanced Drainage Systems Inc COM 00790R104   463,359 3,900 SH   DFND 8 0 0 3,900
Advanced Energy Industries Inc COM 007973100   28,751 334 SH   DFND   334 0 0
Advanced Energy Industries Inc COM 007973100   8,092,811 94,015 SH   DFND 8 94,015 0 0
Advanced Micro Devices Inc COM 007903107   204,138 1,867 SH   DFND   1,867 0 0
Advanced Micro Devices Inc COM 007903107   4,421,928 40,442 SH   DFND 7 7,419 0 33,023
Advanced Micro Devices Inc COM 007903107   212,901,928 1,947,155 SH   DFND 8 1,887,763 0 59,392
AerCap Holdings NV SHS N00985106   372,072 7,400 SH   DFND 7 7,400 0 0
AerCap Holdings NV SHS N00985106   291,624 5,800 SH   DFND 8 5,800 0 0
Aflac Inc COM 001055102   45,009 699 SH   DFND   699 0 0
Aflac Inc COM 001055102   2,060,480 32,000 SH   DFND 11 32,000 0 0
Aflac Inc COM 001055102   342,297 5,316 SH   DFND 7 5,316 0 0
Aflac Inc COM 001055102   9,046,795 140,500 SH   DFND 8 135,300 0 5,200
AGCO Corp COM 001084102   1,328,873 9,100 SH   DFND 11 7,200 0 1,900
AGCO Corp COM 001084102   23,277,182 159,400 SH   DFND 8 137,400 0 22,000
Agilent Technologies Inc COM 00846U101   43,801 331 SH   DFND   331 0 0
Agilent Technologies Inc COM 00846U101   1,720,290 13,000 SH   DFND 11 13,000 0 0
Agilent Technologies Inc COM 00846U101   2,084,594 15,753 SH   DFND 7 15,147 0 606
Agilent Technologies Inc COM 00846U101   31,812,264 240,401 SH   DFND 8 238,000 0 2,401
Agios Pharmaceuticals Inc COM 00847X104   5,846,365 200,837 SH   DFND 8 200,837 0 0
Agnico Eagle Mines Ltd COM 008474108   18,117,364 295,842 SH   DFND 7 295,842 0 0
Airbnb Inc COM CL A 009066101   45,860 267 SH   DFND   267 0 0
Airbnb Inc COM CL A 009066101   25,392,140 147,835 SH   DFND 7 147,835 0 0
Airbnb Inc NOTE 3/1 009066AB7   22,182,576 22,800,000 PRN   DFND 7 19,029,000 0 3,771,000
Akamai Technologies Inc COM 00971T101   8,542,355 71,550 SH   DFND 7 67,178 0 4,372
Akamai Technologies Inc COM 00971T101   2,662,397 22,300 SH   DFND 8 22,300 0 0
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5   19,847,252 17,200,000 PRN   DFND 7 14,800,000 0 2,400,000
Alarm.com Holdings Inc COM 011642105   3,773,067 56,772 SH   DFND 8 56,772 0 0
Alaunos Therapeutics Inc COM 98973P101   572,481 877,500 SH   DFND 8 877,500 0 0
Albemarle Corp COM 012653101   51,528 233 SH   DFND   233 0 0
Albemarle Corp COM 012653101   532,529 2,408 SH   DFND 7 1,305 0 1,103
Albemarle Corp COM 012653101   13,227,203 59,811 SH   DFND 8 59,811 0 0
Alcoa Corp COM 013872106   495,165 5,500 SH   DFND 11 5,500 0 0
Alcoa Corp COM 013872106   2,228,062 24,748 SH   DFND 7 0 0 24,748
Alcoa Corp COM 013872106   297,099 3,300 SH   DFND 8 0 0 3,300
Alcon Inc ORD SHS H01301128   32,473,736 409,350 SH   DFND 7 96,248 0 313,102
Alcon Inc ORD SHS H01301128   8,059,135 101,590 SH   DFND 8 99,946 0 1,644
Alexandria Real Estate Equities Inc COM 015271109   38,799,189 192,791 SH   DFND 10 192,791 0 0
Alexandria Real Estate Equities Inc COM 015271109   201,451 1,001 SH   DFND 7 1,001 0 0
Algonquin Power & Utilities Corp COM 015857105   4,427,872 285,301 SH   DFND 7 285,301 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   11,529,427 105,969 SH   DFND   81,908 0 24,061
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   22,258,304 204,580 SH   DFND 7 187,880 0 16,700
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   104,953,158 964,643 SH   DFND 8 964,643 0 0
Align Technology Inc COM 016255101   36,188 83 SH   DFND   83 0 0
Align Technology Inc COM 016255101   13,787,628 31,623 SH   DFND 7 31,623 0 0
Align Technology Inc COM 016255101   129,471,944 296,954 SH   DFND 8 295,549 0 1,405
Alkermes PLC SHS G01767105   6,841,916 260,050 SH   DFND 8 260,050 0 0
Allegion plc ORD SHS G0176J109   1,635,722 14,900 SH   DFND 11 14,900 0 0
Allegion plc ORD SHS G0176J109   9,990 91 SH   DFND 7 91 0 0
Allegion plc ORD SHS G0176J109   28,990,154 264,075 SH   DFND 8 261,300 0 2,775
Alliance Data Systems Corp COM 018581108   387,435 6,900 SH   DFND 8 0 0 6,900
Allscripts Healthcare Solutions Inc COM 01988P108   443,644 19,700 SH   DFND 11 16,100 0 3,600
Allscripts Healthcare Solutions Inc COM 01988P108   6,852,836 304,300 SH   DFND 8 276,400 0 27,900
Allstate Corp/The COM 020002101   254,443 1,837 SH   DFND 7 1,837 0 0
Ally Financial Inc COM 02005N100   188,529 4,336 SH   DFND 7 4,336 0 0
Ally Financial Inc COM 02005N100   36,244,928 833,600 SH   DFND 8 780,600 0 53,000
Alnylam Pharmaceuticals Inc COM 02043Q107   19,758 121 SH   DFND 7 121 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107   33,927,580 207,775 SH   DFND 8 207,775 0 0
Alphabet Inc CAP STK CL A 02079K305   789,903 284 SH   DFND   284 0 0
Alphabet Inc CAP STK CL A 02079K305   12,296,348 4,421 SH   DFND 11 4,421 0 0
Alphabet Inc CAP STK CL A 02079K305   137,885,426 49,575 SH   DFND 7 40,304 0 9,271
Alphabet Inc CAP STK CL A 02079K305   518,226,695 186,322 SH   DFND 8 178,072 0 8,250
Alphabet Inc CAP STK CL C 02079K107   765,279 274 SH   DFND   274 0 0
Alphabet Inc CAP STK CL C 02079K107   42,587,512 15,248 SH   DFND 7 4,704 0 10,544
Alphabet Inc CAP STK CL C 02079K107   563,854,407 201,882 SH   DFND 8 201,882 0 0
Alpha Metallurgical Resources Inc COM 020764106   1,755,068 13,300 SH   DFND 11 10,600 0 2,700
Alpha Metallurgical Resources Inc COM 020764106   1,768,264 13,400 SH   DFND 8 0 0 13,400
Altair Engineering Inc COM CL A 021369103   45,975,933 713,912 SH   DFND 8 704,595 0 9,317
Altice USA Inc CL A 02156K103   373,963 29,965 SH   DFND 7 18,514 0 11,451
Alto Ingredients Inc COM 021513106   1,089,154 159,700 SH   DFND 8 159,700 0 0
Altra Industrial Motion Corp COM 02208R106   354,263 9,100 SH   DFND 11 7,500 0 1,600
Altra Industrial Motion Corp COM 02208R106   330,905 8,500 SH   DFND 8 0 0 8,500
ALX Oncology Holdings Inc COM 00166B105   2,098,963 124,199 SH   DFND 8 124,199 0 0
Amazon.com Inc COM 023135106   4,029,298 1,236 SH   DFND   1,236 0 0
Amazon.com Inc COM 023135106   9,838,529 3,018 SH   DFND 11 3,018 0 0
Amazon.com Inc COM 023135106   190,149,624 58,329 SH   DFND 7 48,589 0 9,740
Amazon.com Inc COM 023135106   799,972,170 245,394 SH   DFND 8 243,694 0 1,700
Ambarella Inc SHS G037AX101   63,828,921 608,358 SH   DFND 8 608,358 0 0
Ambev SA SPONSORED ADR 02319V103   4,625,770 1,432,127 SH   DFND   1,432,127 0 0
Ambev SA SPONSORED ADR 02319V103   104,717 32,420 SH   DFND 7 0 0 32,420
Amcor PLC ORD G0250X107   162,857 14,374 SH   DFND 7 14,374 0 0
Amdocs Ltd SHS G02602103   1,594,874 19,400 SH   DFND 11 16,600 0 2,800
Amdocs Ltd SHS G02602103   238,409 2,900 SH   DFND 7 2,900 0 0
Amdocs Ltd SHS G02602103   24,005,320 292,000 SH   DFND 8 277,100 0 14,900
Amedisys Inc COM 023436108   11,664,722 67,704 SH   DFND 8 67,704 0 0
AMERCO COM 023586100   238,776 400 SH   DFND 8 0 0 400
Ameresco Inc CL A 02361E108   154,628 1,945 SH   DFND   1,945 0 0
Ameresco Inc CL A 02361E108   11,196,939 140,842 SH   DFND 7 47,998 0 92,844
Ameresco Inc CL A 02361E108   43,009,023 540,994 SH   DFND 8 540,994 0 0
American Campus Communities Inc COM 024835100   37,839,694 676,071 SH   DFND 10 676,071 0 0
American Campus Communities Inc COM 024835100   481,342 8,600 SH   DFND 11 6,700 0 1,900
American Campus Communities Inc COM 024835100   56,418 1,008 SH   DFND 7 1,008 0 0
American Campus Communities Inc COM 024835100   4,175,362 74,600 SH   DFND 8 66,100 0 8,500
American Express Co COM 025816109   137,819 737 SH   DFND   737 0 0
American Express Co COM 025816109   2,318,800 12,400 SH   DFND 11 12,400 0 0
American Express Co COM 025816109   19,131,783 102,309 SH   DFND 7 47,267 0 55,042
American Express Co COM 025816109   182,652,998 976,754 SH   DFND 8 968,054 0 8,700
American Financial Group Inc/OH COM 025932104   10,630 73 SH   DFND 7 73 0 0
American Financial Group Inc/OH COM 025932104   1,310,580 9,000 SH   DFND 8 9,000 0 0
American Homes 4 Rent CL A 02665T306   42,933,016 1,072,521 SH   DFND 10 1,072,521 0 0
American Homes 4 Rent CL A 02665T306   159,079 3,974 SH   DFND 7 3,974 0 0
American International Group Inc COM NEW 026874784   58,564 933 SH   DFND   933 0 0
American International Group Inc COM NEW 026874784   1,041,982 16,600 SH   DFND 11 16,600 0 0
American International Group Inc COM NEW 026874784   190,946 3,042 SH   DFND 7 3,042 0 0
American International Group Inc COM NEW 026874784   4,952,553 78,900 SH   DFND 8 71,900 0 7,000
American Tower Corp COM 03027X100   1,856,265 7,389 SH   DFND   7,389 0 0
American Tower Corp COM 03027X100   683,067 2,719 SH   DFND 10 2,719 0 0
American Tower Corp COM 03027X100   2,336,346 9,300 SH   DFND 11 9,300 0 0
American Tower Corp COM 03027X100   4,119,757 16,399 SH   DFND 7 460 0 15,939
American Tower Corp COM 03027X100   109,053,848 434,097 SH   DFND 8 433,097 0 1,000
American Water Works Co Inc COM 030420103   3,807,190 23,000 SH   DFND 10 23,000 0 0
American Water Works Co Inc COM 030420103   1,671,853 10,100 SH   DFND 11 10,100 0 0
American Water Works Co Inc COM 030420103   30,292 183 SH   DFND 7 183 0 0
American Water Works Co Inc COM 030420103   23,985,297 144,900 SH   DFND 8 143,200 0 1,700
Americold Realty Trust COM 03064D108   11,310,219 405,675 SH   DFND 10 405,675 0 0
Americold Realty Trust COM 03064D108   317,832 11,400 SH   DFND 11 9,200 0 2,200
Americold Realty Trust COM 03064D108   74,328 2,666 SH   DFND 7 2,666 0 0
Americold Realty Trust COM 03064D108   415,412 14,900 SH   DFND 8 2,800 0 12,100
Ameriprise Financial Inc COM 03076C106   120,144 400 SH   DFND 11 400 0 0
Ameriprise Financial Inc COM 03076C106   54,666 182 SH   DFND 7 182 0 0
Ameriprise Financial Inc COM 03076C106   8,500,188 28,300 SH   DFND 8 26,300 0 2,000
AmerisourceBergen Corp COM 03073E105   24,444 158 SH   DFND 7 158 0 0
AmerisourceBergen Corp COM 03073E105   55,927,665 361,500 SH   DFND 8 357,400 0 4,100
AMETEK Inc COM 031100100   165,010 1,239 SH   DFND 7 1,239 0 0
AMETEK Inc COM 031100100   8,803,198 66,100 SH   DFND 8 66,100 0 0
Amgen Inc COM 031162100   140,981 583 SH   DFND   583 0 0
Amgen Inc COM 031162100   913,354 3,777 SH   DFND 11 3,777 0 0
Amgen Inc COM 031162100   19,747,021 81,660 SH   DFND 7 45,291 0 36,369
Amgen Inc COM 031162100   63,736,739 263,571 SH   DFND 8 248,199 0 15,372
Amkor Technology Inc COM 031652100   175,932 8,100 SH   DFND 11 8,100 0 0
Amkor Technology Inc COM 031652100   188,964 8,700 SH   DFND 8 3,000 0 5,700
AMN Healthcare Services Inc COM 001744101   490,351 4,700 SH   DFND 11 3,400 0 1,300
AMN Healthcare Services Inc COM 001744101   4,464,698 42,794 SH   DFND 8 30,794 0 12,000
Amphenol Corp CL A 032095101   49,430 656 SH   DFND   656 0 0
Amphenol Corp CL A 032095101   2,313,245 30,700 SH   DFND 11 30,700 0 0
Amphenol Corp CL A 032095101   27,068,357 359,235 SH   DFND 7 359,235 0 0
Amphenol Corp CL A 032095101   38,044,215 504,900 SH   DFND 8 497,200 0 7,700
Analog Devices Inc COM 032654105   106,211 643 SH   DFND   643 0 0
Analog Devices Inc COM 032654105   3,704,162 22,425 SH   DFND 7 779 0 21,646
Analog Devices Inc COM 032654105   4,129,500 25,000 SH   DFND 8 22,000 0 3,000
Annaly Capital Management Inc COM 035710409   221,471 31,459 SH   DFND 7 31,459 0 0
ANSYS Inc COM 03662Q105   104,825 330 SH   DFND 11 330 0 0
ANSYS Inc COM 03662Q105   216,955 683 SH   DFND 7 683 0 0
ANSYS Inc COM 03662Q105   69,390,325 218,449 SH   DFND 8 218,449 0 0
Antero Resources Corp COM 03674X106   286,982 9,400 SH   DFND 11 7,500 0 1,900
Antero Resources Corp COM 03674X106   1,676,097 54,900 SH   DFND 8 47,600 0 7,300
Anthem Inc COM 036752103   120,349 245 SH   DFND   245 0 0
Anthem Inc COM 036752103   1,473,660 3,000 SH   DFND 11 3,000 0 0
Anthem Inc COM 036752103   6,066,567 12,350 SH   DFND 7 589 0 11,761
Anthem Inc COM 036752103   104,004,046 211,726 SH   DFND 8 208,726 0 3,000
Aon PLC SHS CL A G0403H108   85,641 263 SH   DFND   263 0 0
Aon PLC SHS CL A G0403H108   2,214,284 6,800 SH   DFND 11 6,800 0 0
Aon PLC SHS CL A G0403H108   20,189,060 62,000 SH   DFND 8 58,200 0 3,800
A O Smith Corp COM 831865209   8,561 134 SH   DFND 7 134 0 0
A O Smith Corp COM 831865209   8,050,140 126,000 SH   DFND 8 126,000 0 0
APA Corp COM 03743Q108   684,135 16,553 SH   DFND 11 12,708 0 3,845
APA Corp COM 03743Q108   10,338,741 250,151 SH   DFND 8 229,847 0 20,304
Apartment Investment and Management Co CL A 03748R747   240,096 32,800 SH   DFND 11 24,100 0 8,700
Apartment Investment and Management Co CL A 03748R747   1,615,524 220,700 SH   DFND 8 193,200 0 27,500
Apollo Medical Holdings Inc COM NEW 03763A207   300,514 6,200 SH   DFND 11 4,500 0 1,700
Apollo Medical Holdings Inc COM NEW 03763A207   1,541,346 31,800 SH   DFND 8 26,200 0 5,600
Apple Hospitality REIT Inc COM NEW 03784Y200   420,498 23,400 SH   DFND 11 18,500 0 4,900
Apple Hospitality REIT Inc COM NEW 03784Y200   22,067 1,228 SH   DFND 7 1,228 0 0
Apple Hospitality REIT Inc COM NEW 03784Y200   2,442,123 135,900 SH   DFND 8 115,000 0 20,900
Apple Inc COM 037833100   2,606,403 14,927 SH   DFND   14,927 0 0
Apple Inc COM 037833100   22,665,076 129,804 SH   DFND 11 129,804 0 0
Apple Inc COM 037833100   173,820,937 995,481 SH   DFND 7 545,129 0 450,352
Apple Inc COM 037833100   1,400,304,801 8,019,614 SH   DFND 8 7,953,214 0 66,400
Applied Materials Inc COM 038222105   128,110 972 SH   DFND   972 0 0
Applied Materials Inc COM 038222105   1,630,630 12,372 SH   DFND 11 12,372 0 0
Applied Materials Inc COM 038222105   1,255,790 9,528 SH   DFND 7 3,494 0 6,034
Applied Materials Inc COM 038222105   66,255,596 502,698 SH   DFND 8 487,086 0 15,612
Aptiv PLC SHS G6095L109   2,872,561 23,996 SH   DFND   23,996 0 0
Aptiv PLC SHS G6095L109   1,822,585 15,225 SH   DFND 7 15,225 0 0
Aptiv PLC SHS G6095L109   125,860,460 1,051,378 SH   DFND 8 1,045,356 0 6,022
Aramark COM 03852U106   10,904 290 SH   DFND 7 290 0 0
Aramark COM 03852U106   278,240 7,400 SH   DFND 8 5,300 0 2,100
ArcBest Corp COM 03937C105   362,250 4,500 SH   DFND 11 3,400 0 1,100
ArcBest Corp COM 03937C105   3,292,450 40,900 SH   DFND 8 37,000 0 3,900
Arch Capital Group Ltd ORD G0450A105   1,467,126 30,300 SH   DFND 11 25,000 0 5,300
Arch Capital Group Ltd ORD G0450A105   69,628 1,438 SH   DFND 7 1,438 0 0
Arch Capital Group Ltd ORD G0450A105   1,515,546 31,300 SH   DFND 8 0 0 31,300
Archer-Daniels-Midland Co COM 039483102   55,149 611 SH   DFND   611 0 0
Archer-Daniels-Midland Co COM 039483102   5,045,534 55,900 SH   DFND 11 55,900 0 0
Archer-Daniels-Midland Co COM 039483102   349,938 3,877 SH   DFND 7 3,877 0 0
Archer-Daniels-Midland Co COM 039483102   72,921,054 807,900 SH   DFND 8 795,900 0 12,000
Arcus Biosciences Inc COM 03969F109   4,245,293 134,515 SH   DFND 8 134,515 0 0
Arcutis Biotherapeutics Inc COM 03969K108   6,836,202 354,943 SH   DFND 8 354,943 0 0
Argenx SE SPONSORED ADR 04016X101   28,057,230 88,983 SH   DFND 8 88,983 0 0
Arista Networks Inc COM 040413106   656,958 4,727 SH   DFND 7 4,727 0 0
Array Technologies Inc COM SHS 04271T100   159,313 14,136 SH   DFND 7 14,136 0 0
Arrow Electronics Inc COM 042735100   8,304 70 SH   DFND 7 70 0 0
Arrow Electronics Inc COM 042735100   427,068 3,600 SH   DFND 8 0 0 3,600
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100   651,656 91,912 SH   DFND 7 0 0 91,912
ASGN Inc COM 00191U102   851,983 7,300 SH   DFND 11 5,600 0 1,700
ASGN Inc COM 00191U102   6,734,167 57,700 SH   DFND 8 50,700 0 7,000
ASML Holding NV N Y REGISTRY SHS N07059210   303,240 454 SH   DFND   454 0 0
Aspen Technology Inc COM 045327103   54,171,078 327,575 SH   DFND 8 327,575 0 0
AssetMark Financial Holdings Inc COM 04546L106   1,473,150 66,209 SH   DFND 8 66,209 0 0
Assured Guaranty Ltd COM G0585R106   248,274 3,900 SH   DFND 11 3,300 0 600
Assured Guaranty Ltd COM G0585R106   229,176 3,600 SH   DFND 8 0 0 3,600
Atkore Inc COM 047649108   610,328 6,200 SH   DFND 11 4,700 0 1,500
Atkore Inc COM 047649108   6,999,084 71,100 SH   DFND 8 57,600 0 13,500
Atmos Energy Corp COM 049560105   1,911,840 16,000 SH   DFND 11 16,000 0 0
Atmos Energy Corp COM 049560105   339,830 2,844 SH   DFND 7 2,844 0 0
Atmos Energy Corp COM 049560105   25,499,166 213,400 SH   DFND 8 211,100 0 2,300
AT&T Inc COM 00206R102   134,978 7,568 SH   DFND   7,568 0 0
AT&T Inc COM 00206R102   2,618,237 146,800 SH   DFND 11 146,800 0 0
AT&T Inc COM 00206R102   5,511,638 309,028 SH   DFND 7 67,107 0 241,921
AT&T Inc COM 00206R102   47,499,237 2,663,200 SH   DFND 8 2,454,400 0 208,800
Autodesk Inc COM 052769106   49,515 231 SH   DFND   231 0 0
Autodesk Inc COM 052769106   3,224,467 15,043 SH   DFND 7 13,310 0 1,733
Autodesk Inc COM 052769106   113,031,256 527,321 SH   DFND 8 523,972 0 3,349
Autohome Inc SP ADS RP CL A 05278C107   72,984 2,400 SH   DFND   2,400 0 0
Autohome Inc SP ADS RP CL A 05278C107   4,050,612 133,200 SH   DFND 8 133,200 0 0
Automatic Data Processing Inc COM 053015103   2,613,069 11,484 SH   DFND   11,484 0 0
Automatic Data Processing Inc COM 053015103   3,460,656 15,209 SH   DFND 11 15,209 0 0
Automatic Data Processing Inc COM 053015103   25,146,583 110,515 SH   DFND 7 90,549 0 19,966
Automatic Data Processing Inc COM 053015103   74,677,035 328,193 SH   DFND 8 319,152 0 9,041
AutoNation Inc COM 05329W102   637,312 6,400 SH   DFND 11 5,200 0 1,200
AutoNation Inc COM 05329W102   7,936,526 79,700 SH   DFND 8 64,400 0 15,300
AutoZone Inc COM 053332102   47,025 23 SH   DFND   23 0 0
AutoZone Inc COM 053332102   1,226,748 600 SH   DFND 11 600 0 0
AutoZone Inc COM 053332102   466,164 228 SH   DFND 7 228 0 0
AutoZone Inc COM 053332102   13,680,285 6,691 SH   DFND 8 6,599 0 92
AvalonBay Communities Inc COM 053484101   60,131,370 242,104 SH   DFND 10 242,104 0 0
AvalonBay Communities Inc COM 053484101   546,414 2,200 SH   DFND 11 2,200 0 0
AvalonBay Communities Inc COM 053484101   684,011 2,754 SH   DFND 7 2,754 0 0
AvalonBay Communities Inc COM 053484101   9,611,919 38,700 SH   DFND 8 38,700 0 0
Avanos Medical Inc COM 05350V106   308,200 9,200 SH   DFND 11 6,900 0 2,300
Avanos Medical Inc COM 05350V106   3,517,500 105,000 SH   DFND 8 97,700 0 7,300
Avantor Inc COM 05352A100   713,602 21,100 SH   DFND 11 16,800 0 4,300
Avantor Inc COM 05352A100   683,164 20,200 SH   DFND 8 0 0 20,200
Avery Dennison Corp COM 053611109   295,749 1,700 SH   DFND 11 1,700 0 0
Avery Dennison Corp COM 053611109   14,613 84 SH   DFND 7 84 0 0
Avery Dennison Corp COM 053611109   2,502,732 14,386 SH   DFND 8 13,886 0 500
Avis Budget Group Inc COM 053774105   368,620 1,400 SH   DFND 11 1,100 0 300
Avis Budget Group Inc COM 053774105   342,290 1,300 SH   DFND 8 0 0 1,300
Avista Corp COM 05379B107   216,720 4,800 SH   DFND 11 3,900 0 900
Avista Corp COM 05379B107   311,535 6,900 SH   DFND 8 0 0 6,900
Avnet Inc COM 053807103   588,555 14,500 SH   DFND 11 11,000 0 3,500
Avnet Inc COM 053807103   7,476,678 184,200 SH   DFND 8 155,400 0 28,800
Axcelis Technologies Inc COM NEW 054540208   438,074 5,800 SH   DFND 11 4,400 0 1,400
Axcelis Technologies Inc COM NEW 054540208   566,475 7,500 SH   DFND 8 2,100 0 5,400
Axis Capital Holdings Ltd SHS G0692U109   731,687 12,100 SH   DFND 8 0 0 12,100
Axon Enterprise Inc COM 05464C101   16,582,692 120,400 SH   DFND 7 120,400 0 0
Axonics Inc COM 05465P101   114,721,511 1,832,612 SH   DFND 8 1,820,848 0 11,764
Badger Meter Inc COM 056525108   9,948,665 99,776 SH   DFND 7 99,776 0 0
Baidu Inc SPON ADR REP A 056752108   7,315,661 55,296 SH   DFND   51,350 0 3,946
Baidu Inc SPON ADR REP A 056752108   1,053,240 7,961 SH   DFND 7 0 0 7,961
Baidu Inc SPON ADR REP A 056752108   17,534,777 132,538 SH   DFND 8 132,538 0 0
Baker Hughes Co CL A 05722G100   349,536 9,600 SH   DFND 11 9,600 0 0
Baker Hughes Co CL A 05722G100   1,735,920 47,677 SH   DFND 7 47,677 0 0
Baker Hughes Co CL A 05722G100   571,637 15,700 SH   DFND 8 0 0 15,700
Ball Corp COM 058498106   82,350 915 SH   DFND   915 0 0
Ball Corp COM 058498106   29,430 327 SH   DFND 7 327 0 0
Ball Corp COM 058498106   31,192,200 346,580 SH   DFND 8 346,580 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303   195,374 46,317 SH   DFND 7 0 0 46,317
Bancorp Inc/The COM 05969A105   99,155 3,500 SH   DFND 11 3,500 0 0
Bancorp Inc/The COM 05969A105   5,085,405 179,506 SH   DFND 7 179,506 0 0
Bank of America Corp COM 060505104   376,297 9,129 SH   DFND   9,129 0 0
Bank of America Corp COM 060505104   23,154,181 561,722 SH   DFND 7 207,777 0 353,945
Bank of America Corp COM 060505104   49,443,390 1,199,500 SH   DFND 8 1,182,800 0 16,700
Bank of Montreal COM 063671101   87,180 739 SH   DFND   739 0 0
Bank of Montreal COM 063671101   1,863,926 15,800 SH   DFND 11 15,800 0 0
Bank of Montreal COM 063671101   77,034 653 SH   DFND 7 653 0 0
Bank of Montreal COM 063671101   45,843,142 388,600 SH   DFND 8 376,900 0 11,700
Bank of New York Mellon Corp/The COM 064058100   44,965 906 SH   DFND   906 0 0
Bank of New York Mellon Corp/The COM 064058100   848,673 17,100 SH   DFND 11 17,100 0 0
Bank of New York Mellon Corp/The COM 064058100   217,578 4,384 SH   DFND 7 4,384 0 0
Bank of New York Mellon Corp/The COM 064058100   18,794,881 378,700 SH   DFND 8 369,800 0 8,900
Bank of Nova Scotia/The COM 064149107   94,527 1,318 SH   DFND   1,318 0 0
Bank of Nova Scotia/The COM 064149107   4,009,148 55,900 SH   DFND 11 55,900 0 0
Bank of Nova Scotia/The COM 064149107   138,420 1,930 SH   DFND 7 1,227 0 703
Bank of Nova Scotia/The COM 064149107   39,618,128 552,400 SH   DFND 8 540,600 0 11,800
Bank OZK COM 06417N103   2,601,199 60,918 SH   DFND 8 60,918 0 0
Barrick Gold Corp COM 067901108   28,357,857 1,156,048 SH   DFND 7 1,156,048 0 0
Barrick Gold Corp COM 067901108   95,667 3,900 SH   DFND 8 0 0 3,900
Bausch Health Cos Inc COM 071734107   301,026 13,174 SH   DFND 7 0 0 13,174
Baxter International Inc COM 071813109   39,468 509 SH   DFND   509 0 0
Baxter International Inc COM 071813109   511,764 6,600 SH   DFND 11 6,600 0 0
Baxter International Inc COM 071813109   330,708 4,265 SH   DFND 7 4,265 0 0
Baxter International Inc COM 071813109   17,841,954 230,100 SH   DFND 8 229,000 0 1,100
BCE Inc COM NEW 05534B760   110,920 2,000 SH   DFND 11 2,000 0 0
BCE Inc COM NEW 05534B760   4,049 73 SH   DFND 7 73 0 0
BCE Inc COM NEW 05534B760   5,202,148 93,800 SH   DFND 8 92,100 0 1,700
Becton Dickinson and Co COM 075887109   82,728 319 SH   DFND   319 0 0
Becton Dickinson and Co COM 075887109   1,167,003 4,500 SH   DFND 11 4,500 0 0
Becton Dickinson and Co COM 075887109   41,829,796 161,297 SH   DFND 7 126,248 0 35,049
Becton Dickinson and Co COM 075887109   94,562,772 364,637 SH   DFND 8 361,437 0 3,200
BeiGene Ltd SPONSORED ADR 07725L102   82,418 437 SH   DFND 7 0 0 437
BeiGene Ltd SPONSORED ADR 07725L102   5,399,429 28,629 SH   DFND 8 28,629 0 0
Belden Inc COM 077454106   421,040 7,600 SH   DFND 11 5,800 0 1,800
Belden Inc COM 077454106   5,185,440 93,600 SH   DFND 8 87,100 0 6,500
Bentley Systems Inc COM CL B 08265T208   19,301,977 436,894 SH   DFND 8 436,894 0 0
Berkshire Hathaway Inc CL B NEW 084670702   506,779 1,436 SH   DFND   1,436 0 0
Berkshire Hathaway Inc CL B NEW 084670702   8,222,803 23,300 SH   DFND 11 23,300 0 0
Berkshire Hathaway Inc CL B NEW 084670702   6,275,799 17,783 SH   DFND 7 1,316 0 16,467
Berkshire Hathaway Inc CL B NEW 084670702   155,500,616 440,624 SH   DFND 8 433,724 0 6,900
Best Buy Co Inc COM 086516101   282,972 3,113 SH   DFND 7 3,113 0 0
Best Buy Co Inc COM 086516101   836,280 9,200 SH   DFND 8 9,200 0 0
BGC Partners Inc CL A 05541T101   20,680 4,700 SH   DFND 11 4,700 0 0
BGC Partners Inc CL A 05541T101   136,840 31,100 SH   DFND 8 0 0 31,100
BHP Group Ltd SPONSORED ADS 088606108   202,318 2,619 SH   DFND   2,619 0 0
Bicycle Therapeutics PLC SPONSORED ADS 088786108   6,373,746 145,254 SH   DFND 8 145,254 0 0
Biglari Holdings Inc COM STK CL A 08986R408   109,118 150 SH   DFND 11 110 0 40
Biglari Holdings Inc COM STK CL A 08986R408   174,588 240 SH   DFND 8 100 0 140
Biogen Inc COM 09062X103   34,749 165 SH   DFND   165 0 0
Biogen Inc COM 09062X103   1,420,076 6,743 SH   DFND 7 2,102 0 4,641
Biogen Inc COM 09062X103   41,371,738 196,447 SH   DFND 8 196,447 0 0
Biohaven Pharmaceutical Holding Co Ltd COM G11196105   6,599,132 55,656 SH   DFND 8 55,656 0 0
BioMarin Pharmaceutical Inc COM 09061G101   1,489,649 19,321 SH   DFND 7 19,321 0 0
BioMarin Pharmaceutical Inc COM 09061G101   31,555,951 409,286 SH   DFND 8 409,286 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4   8,467,851 8,430,000 PRN   DFND 7 7,159,000 0 1,271,000
Biomea Fusion Inc COM 09077A106   521,820 117,000 SH   DFND 8 117,000 0 0
Bio-Techne Corp COM 09073M104   43,304 100 SH   DFND 11 100 0 0
Bio-Techne Corp COM 09073M104   349,030 806 SH   DFND 7 806 0 0
BJ's Wholesale Club Holdings Inc COM 05550J101   432,704 6,400 SH   DFND 11 6,000 0 400
BJ's Wholesale Club Holdings Inc COM 05550J101   5,571,064 82,400 SH   DFND 8 73,000 0 9,400
Blackbaud Inc COM 09227Q100   478,960 8,000 SH   DFND 11 6,100 0 1,900
Blackbaud Inc COM 09227Q100   5,184,742 86,600 SH   DFND 8 78,900 0 7,700
Blackline Inc COM 09239B109   6,504,792 88,839 SH   DFND 7 88,839 0 0
BlackRock Inc COM 09247X101   134,494 176 SH   DFND   176 0 0
BlackRock Inc COM 09247X101   3,438,765 4,500 SH   DFND 11 4,500 0 0
BlackRock Inc COM 09247X101   20,806,057 27,227 SH   DFND 7 14,439 0 12,788
BlackRock Inc COM 09247X101   54,735,969 71,628 SH   DFND 8 69,728 0 1,900
Blackstone Inc COM 09260D107   4,154,873 32,731 SH   DFND 7 0 0 32,731
Block Inc CL A 852234103   70,648 521 SH   DFND   521 0 0
Block Inc CL A 852234103   4,062,440 29,959 SH   DFND 7 29,959 0 0
Block Inc CL A 852234103   3,315,284 24,449 SH   DFND 8 23,649 0 800
Block Inc NOTE 0.250%11/0 852234AK9   8,587,081 9,393,000 PRN   DFND 7 8,049,000 0 1,344,000
Block Inc NOTE 5/0 852234AJ2   1,155,588 1,250,000 PRN   DFND 7 1,250,000 0 0
Bloomin' Brands Inc COM 094235108   372,980 17,000 SH   DFND 11 12,900 0 4,100
Bloomin' Brands Inc COM 094235108   3,277,836 149,400 SH   DFND 8 136,300 0 13,100
BlueLinx Holdings Inc COM NEW 09624H208   129,384 1,800 SH   DFND 11 1,300 0 500
BlueLinx Holdings Inc COM NEW 09624H208   122,196 1,700 SH   DFND 8 0 0 1,700
Boeing Co/The COM 097023105   120,837 631 SH   DFND   631 0 0
Boeing Co/The COM 097023105   3,028,381 15,814 SH   DFND 7 9,849 0 5,965
Boise Cascade Co COM 09739D100   521,025 7,500 SH   DFND 11 6,400 0 1,100
Boise Cascade Co COM 09739D100   4,980,999 71,700 SH   DFND 8 65,300 0 6,400
Booking Holdings Inc COM 09857L108   2,198,149 936 SH   DFND   936 0 0
Booking Holdings Inc COM 09857L108   14,966,672 6,373 SH   DFND 7 4,372 0 2,001
Booking Holdings Inc COM 09857L108   109,933,293 46,811 SH   DFND 8 46,088 0 723
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8   1,285,964 870,000 PRN   DFND 7 0 0 870,000
Boot Barn Holdings Inc COM 099406100   312,807 3,300 SH   DFND 11 3,300 0 0
Boot Barn Holdings Inc COM 099406100   3,327,129 35,100 SH   DFND 8 30,800 0 4,300
Booz Allen Hamilton Holding Corp CL A 099502106   439,200 5,000 SH   DFND 11 5,000 0 0
Booz Allen Hamilton Holding Corp CL A 099502106   7,917,283 90,133 SH   DFND 8 90,133 0 0
BorgWarner Inc COM 099724106   44,346 1,140 SH   DFND   1,140 0 0
BorgWarner Inc COM 099724106   2,796,365 71,886 SH   DFND 7 71,886 0 0
BorgWarner Inc COM 099724106   11,598,113 298,152 SH   DFND 8 298,152 0 0
Boston Properties Inc COM 101121101   33,466,104 259,830 SH   DFND 10 259,830 0 0
Boston Properties Inc COM 101121101   356,647 2,769 SH   DFND 7 2,769 0 0
Boston Scientific Corp COM 101137107   66,878 1,510 SH   DFND   1,510 0 0
Boston Scientific Corp COM 101137107   101,867 2,300 SH   DFND 11 2,300 0 0
Boston Scientific Corp COM 101137107   9,805,275 221,388 SH   DFND 7 74,775 0 146,613
Boston Scientific Corp COM 101137107   80,783,587 1,823,969 SH   DFND 8 1,812,169 0 11,800
Box Inc CL A 10316T104   633,508 21,800 SH   DFND 8 0 0 21,800
Brightcove Inc COM 10921T101   932,880 119,600 SH   DFND 8 119,600 0 0
Bright Horizons Family Solutions Inc COM 109194100   1,393,245 10,500 SH   DFND 10 10,500 0 0
Bright Horizons Family Solutions Inc COM 109194100   5,766,840 43,461 SH   DFND 7 43,461 0 0
Bright Horizons Family Solutions Inc COM 109194100   4,800,193 36,176 SH   DFND 8 36,176 0 0
BrightView Holdings Inc COM 10948C107   1,238,510 91,000 SH   DFND 8 83,400 0 7,600
Brinker International Inc COM 109641100   301,464 7,900 SH   DFND 11 5,900 0 2,000
Brinker International Inc COM 109641100   3,648,096 95,600 SH   DFND 8 88,600 0 7,000
Brink's Co/The COM 109696104   408,000 6,000 SH   DFND 11 4,400 0 1,600
Brink's Co/The COM 109696104   1,761,200 25,900 SH   DFND 8 19,100 0 6,800
Bristol-Myers Squibb Co COM 110122108   165,778 2,270 SH   DFND   2,270 0 0
Bristol-Myers Squibb Co COM 110122108   693,785 9,500 SH   DFND 11 9,500 0 0
Bristol-Myers Squibb Co COM 110122108   8,441,173 115,585 SH   DFND 7 104,756 0 10,829
Bristol-Myers Squibb Co COM 110122108   106,594,588 1,459,600 SH   DFND 8 1,368,500 0 91,100
Brixmor Property Group Inc COM 11120U105   193,575 7,500 SH   DFND 11 7,500 0 0
Brixmor Property Group Inc COM 11120U105   62,073 2,405 SH   DFND 7 2,405 0 0
Broadcom Inc COM 11135F101   246,205 391 SH   DFND   391 0 0
Broadcom Inc COM 11135F101   11,409,802 18,120 SH   DFND 7 9,837 0 8,283
Broadcom Inc COM 11135F101   58,089,869 92,253 SH   DFND 8 88,553 0 3,700
Broadridge Financial Solutions Inc COM 11133T103   653,982 4,200 SH   DFND 11 4,200 0 0
Broadridge Financial Solutions Inc COM 11133T103   245,710 1,578 SH   DFND 7 1,578 0 0
Broadridge Financial Solutions Inc COM 11133T103   12,083,096 77,600 SH   DFND 8 77,100 0 500
Brookfield Asset Management Inc CL A LTD VT SH 112585104   87,966 1,555 SH   DFND   1,555 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104   565,700 10,000 SH   DFND 11 10,000 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104   9,700,114 171,471 SH   DFND 7 0 0 171,471
Brookfield Asset Management Inc CL A LTD VT SH 112585104   13,047,871 230,650 SH   DFND 8 226,100 0 4,550
Brookfield Renewable Corp CL A SUB VTG 11284V105   3,271,860 74,700 SH   DFND 8 74,700 0 0
Brown & Brown Inc COM 115236101   809,424 11,200 SH   DFND 11 11,200 0 0
Brown & Brown Inc COM 115236101   42,263,496 584,800 SH   DFND 8 576,100 0 8,700
Brown-Forman Corp CL B 115637209   743,922 11,100 SH   DFND 11 11,100 0 0
Brown-Forman Corp CL B 115637209   60,184 898 SH   DFND 7 898 0 0
Brown-Forman Corp CL B 115637209   14,863,629 221,779 SH   DFND 8 219,379 0 2,400
Bruker Corp COM 116794108   32,150 500 SH   DFND 11 500 0 0
Bruker Corp COM 116794108   1,729,670 26,900 SH   DFND 8 26,900 0 0
Brunswick Corp/DE COM 117043109   20,347,232 251,542 SH   DFND 8 251,542 0 0
Buckle Inc/The COM 118440106   214,760 6,500 SH   DFND 11 5,100 0 1,400
Buckle Inc/The COM 118440106   1,120,056 33,900 SH   DFND 8 29,200 0 4,700
Builders FirstSource Inc COM 12008R107   1,271,438 19,700 SH   DFND 11 14,900 0 4,800
Builders FirstSource Inc COM 12008R107   7,479,347 115,887 SH   DFND 8 99,487 0 16,400
Bunge Ltd COM G16962105   15,735 142 SH   DFND 7 142 0 0
Bunge Ltd COM G16962105   34,572,720 312,000 SH   DFND 8 292,300 0 19,700
Burlington Stores Inc NOTE 2.250% 4/1 122017AB2   5,862,960 5,100,000 PRN   DFND 7 4,300,000 0 800,000
BWX Technologies Inc COM 05605H100   436,266 8,100 SH   DFND 11 6,800 0 1,300
BWX Technologies Inc COM 05605H100   290,844 5,400 SH   DFND 8 800 0 4,600
Cabot Corp COM 127055101   177,866 2,600 SH   DFND 11 2,600 0 0
Cabot Corp COM 127055101   513,075 7,500 SH   DFND 8 0 0 7,500
Cadence Bank COM 12740C103   23,408 800 SH   DFND 11 0 0 800
Cadence Bank COM 12740C103   1,395,702 47,700 SH   DFND 8 47,700 0 0
Cadence Design Systems Inc COM 127387108   51,147 311 SH   DFND   311 0 0
Cadence Design Systems Inc COM 127387108   1,200,558 7,300 SH   DFND 11 7,300 0 0
Cadence Design Systems Inc COM 127387108   474,796 2,887 SH   DFND 7 2,887 0 0
Cadence Design Systems Inc COM 127387108   220,957,602 1,343,534 SH   DFND 8 1,313,283 0 30,251
Caleres Inc COM 129500104   156,573 8,100 SH   DFND 11 6,100 0 2,000
Caleres Inc COM 129500104   2,240,347 115,900 SH   DFND 8 108,700 0 7,200
Camden Property Trust SH BEN INT 133131102   114,844 691 SH   DFND 7 691 0 0
Camden Property Trust SH BEN INT 133131102   3,240,900 19,500 SH   DFND 8 19,500 0 0
Canadian Imperial Bank of Commerce COM 136069101   59,020 485 SH   DFND   485 0 0
Canadian Imperial Bank of Commerce COM 136069101   2,385,124 19,600 SH   DFND 11 19,600 0 0
Canadian Imperial Bank of Commerce COM 136069101   55,247 454 SH   DFND 7 454 0 0
Canadian Imperial Bank of Commerce COM 136069101   35,878,471 294,835 SH   DFND 8 280,935 0 13,900
Canadian National Railway Co COM 136375102   115,360 860 SH   DFND   860 0 0
Canadian National Railway Co COM 136375102   2,642,558 19,700 SH   DFND 11 19,700 0 0
Canadian National Railway Co COM 136375102   8,666,651 64,609 SH   DFND 7 3,090 0 61,519
Canadian National Railway Co COM 136375102   25,674,396 191,400 SH   DFND 8 186,400 0 5,000
Canadian Natural Resources Ltd COM 136385101   41,837 675 SH   DFND   675 0 0
Canadian Natural Resources Ltd COM 136385101   2,627,084 42,386 SH   DFND 7 42,386 0 0
Canadian Pacific Railway Ltd COM 13645T100   61,327 743 SH   DFND   743 0 0
Canadian Pacific Railway Ltd COM 13645T100   1,980,960 24,000 SH   DFND 10 24,000 0 0
Canadian Pacific Railway Ltd COM 13645T100   1,667,308 20,200 SH   DFND 11 20,200 0 0
Canadian Pacific Railway Ltd COM 13645T100   455,951 5,524 SH   DFND 7 915 0 4,609
Canadian Pacific Railway Ltd COM 13645T100   16,021,014 194,100 SH   DFND 8 188,900 0 5,200
Canadian Solar Inc COM 136635109   215,767 6,102 SH   DFND 7 6,102 0 0
Canopy Growth Corp COM 138035100   255,491 33,706 SH   DFND 7 30,652 0 3,054
Capital One Financial Corp COM 14040H105   66,170 504 SH   DFND   504 0 0
Capital One Financial Corp COM 14040H105   958,417 7,300 SH   DFND 11 7,300 0 0
Capital One Financial Corp COM 14040H105   8,864,963 67,522 SH   DFND 7 59,427 0 8,095
Capital One Financial Corp COM 14040H105   69,006,024 525,600 SH   DFND 8 512,800 0 12,800
Cardinal Health Inc COM 14149Y108   16,103 284 SH   DFND 7 284 0 0
Cardinal Health Inc COM 14149Y108   42,785,820 754,600 SH   DFND 8 710,700 0 43,900
Cargurus Inc COM CL A 141788109   25,476 600 SH   DFND 11 600 0 0
Cargurus Inc COM CL A 141788109   1,893,716 44,600 SH   DFND 8 31,400 0 13,200
Carlyle Group Inc/The COM 14316J108   25,775,570 527,000 SH   DFND 8 506,300 0 20,700
Carrier Global Corp COM 14448C104   45,457 991 SH   DFND   991 0 0
Carrier Global Corp COM 14448C104   25,231,757 550,071 SH   DFND 7 515,367 0 34,704
Carter's Inc COM 146229109   229,975 2,500 SH   DFND 11 2,500 0 0
Carter's Inc COM 146229109   809,512 8,800 SH   DFND 8 0 0 8,800
Catalent Inc COM 148806102   20,203,208 182,175 SH   DFND 8 182,175 0 0
Caterpillar Inc COM 149123101   133,246 598 SH   DFND   598 0 0
Caterpillar Inc COM 149123101   1,671,150 7,500 SH   DFND 11 7,500 0 0
Caterpillar Inc COM 149123101   14,996,677 67,304 SH   DFND 7 5,421 0 61,883
Caterpillar Inc COM 149123101   26,025,376 116,800 SH   DFND 8 114,900 0 1,900
Cboe Global Markets Inc COM 12503M108   12,357 108 SH   DFND 7 108 0 0
Cboe Global Markets Inc COM 12503M108   274,608 2,400 SH   DFND 8 1,500 0 900
CBRE Group Inc CL A 12504L109   582,525 6,365 SH   DFND 7 1,014 0 5,351
CDK Global Inc COM 12508E101   554,952 11,400 SH   DFND 11 9,500 0 1,900
CDK Global Inc COM 12508E101   8,898,704 182,800 SH   DFND 8 167,000 0 15,800
CDW Corp/DE COM 12514G108   2,504,460 14,000 SH   DFND 11 14,000 0 0
CDW Corp/DE COM 12514G108   25,404,169 142,010 SH   DFND 7 142,010 0 0
CDW Corp/DE COM 12514G108   37,066,008 207,200 SH   DFND 8 204,500 0 2,700
Celanese Corp COM 150870103   95,866 671 SH   DFND 7 671 0 0
Celanese Corp COM 150870103   371,462 2,600 SH   DFND 8 1,900 0 700
Celestica Inc SUB VTG SHS 15101Q108   1,071,900 90,000 SH   DFND 8 90,000 0 0
Celldex Therapeutics Inc COM NEW 15117B202   5,276,677 154,923 SH   DFND 8 154,923 0 0
Cenovus Energy Inc COM 15135U109   757,372 45,406 SH   DFND 7 45,406 0 0
Centene Corp COM 15135B101   47,315 562 SH   DFND   562 0 0
Centene Corp COM 15135B101   3,201,156 38,023 SH   DFND 7 38,023 0 0
Centene Corp COM 15135B101   6,828,398 81,107 SH   DFND 8 81,107 0 0
Centennial Resource Development Inc/DE CL A 15136A102   303,432 37,600 SH   DFND 11 30,900 0 6,700
Centennial Resource Development Inc/DE CL A 15136A102   352,659 43,700 SH   DFND 8 0 0 43,700
Centerspace COM 15202L107   264,924 2,700 SH   DFND 11 2,100 0 600
Centerspace COM 15202L107   1,310,098 13,352 SH   DFND 8 10,852 0 2,500
Cerence Inc COM 156727109   180,500 5,000 SH   DFND 11 3,600 0 1,400
Cerence Inc COM 156727109   4,151,500 115,000 SH   DFND 7 115,000 0 0
Cerence Inc COM 156727109   122,740 3,400 SH   DFND 8 0 0 3,400
Cerevel Therapeutics Holdings Inc COM 15678U128   4,466,926 127,590 SH   DFND 8 127,590 0 0
Ceridian HCM Holding Inc COM 15677J108   20,508 300 SH   DFND 11 300 0 0
Ceridian HCM Holding Inc COM 15677J108   211,916 3,100 SH   DFND 8 0 0 3,100
Cerner Corp COM 156782104   248,215 2,653 SH   DFND 7 2,653 0 0
Certara Inc COM 15687V109   4,270,825 198,828 SH   DFND 7 198,828 0 0
CEVA Inc COM 157210105   195,120 4,800 SH   DFND 11 3,600 0 1,200
CEVA Inc COM 157210105   1,613,805 39,700 SH   DFND 8 35,300 0 4,400
CF Industries Holdings Inc COM 125269100   22,364 217 SH   DFND 7 217 0 0
CF Industries Holdings Inc COM 125269100   5,328,202 51,700 SH   DFND 8 49,500 0 2,200
CGI Inc CL A SUB VTG 12532H104   534,861 6,700 SH   DFND 11 6,700 0 0
CGI Inc CL A SUB VTG 12532H104   472,514 5,919 SH   DFND 7 221 0 5,698
CGI Inc CL A SUB VTG 12532H104   22,136,699 277,298 SH   DFND 8 240,398 0 36,900
ChampionX Corp COM 15872M104   209,524 8,559 SH   DFND 7 0 0 8,559
ChannelAdvisor Corp COM 159179100   149,130 9,000 SH   DFND 11 7,200 0 1,800
ChannelAdvisor Corp COM 159179100   1,436,619 86,700 SH   DFND 8 86,700 0 0
Charles Schwab Corp/The COM 808513105   3,814,690 45,246 SH   DFND   45,246 0 0
Charles Schwab Corp/The COM 808513105   17,103,211 202,861 SH   DFND 7 64,337 0 138,524
Charles Schwab Corp/The COM 808513105   4,771,019 56,589 SH   DFND 8 46,089 0 10,500
Charter Communications Inc CL A 16119P108   83,465 153 SH   DFND   153 0 0
Charter Communications Inc CL A 16119P108   523,699 960 SH   DFND 11 960 0 0
Charter Communications Inc CL A 16119P108   1,279,790 2,346 SH   DFND 7 1,486 0 860
Charter Communications Inc CL A 16119P108   7,435,983 13,631 SH   DFND 8 12,216 0 1,415
Chart Industries Inc COM 16115Q308   27,026,292 157,340 SH   DFND 8 157,340 0 0
Check Point Software Technologies Ltd ORD M22465104   32,120,287 232,318 SH   DFND 7 213,665 0 18,653
Check Point Software Technologies Ltd ORD M22465104   1,705,714 12,337 SH   DFND 8 12,337 0 0
Chegg Inc COM 163092109   2,982,506 82,208 SH   DFND 7 82,208 0 0
Chegg Inc COM 163092109   4,615,396 127,216 SH   DFND 8 127,216 0 0
Chemours Co/The COM 163851108   657,932 20,900 SH   DFND 11 17,200 0 3,700
Chemours Co/The COM 163851108   1,951,036 61,977 SH   DFND 8 18,177 0 43,800
Cheniere Energy Inc COM NEW 16411R208   1,222,338 8,816 SH   DFND 7 8,816 0 0
Chevron Corp COM 166764100   356,272 2,188 SH   DFND   2,188 0 0
Chevron Corp COM 166764100   56,964,447 349,840 SH   DFND 7 220,485 0 129,355
Chevron Corp COM 166764100   35,920,298 220,600 SH   DFND 8 216,400 0 4,200
Children's Place Inc/The COM 168905107   142,970 2,900 SH   DFND 11 2,200 0 700
Children's Place Inc/The COM 168905107   128,180 2,600 SH   DFND 8 0 0 2,600
Chimerix Inc COM 16934W106   60,914 13,300 SH   DFND 11 9,700 0 3,600
Chimerix Inc COM 16934W106   833,102 181,900 SH   DFND 8 181,900 0 0
China Yuchai International Ltd COM G21082105   121,160 10,400 SH   DFND 8 10,400 0 0
Chinook Therapeutics Inc COM 16961L106   157,056 9,600 SH   DFND 11 7,200 0 2,400
Chinook Therapeutics Inc COM 16961L106   58,896 3,600 SH   DFND 8 3,600 0 0
Chipotle Mexican Grill Inc COM 169656105   49,043 31 SH   DFND   31 0 0
Chipotle Mexican Grill Inc COM 169656105   261,035 165 SH   DFND 7 165 0 0
Chipotle Mexican Grill Inc COM 169656105   42,224,381 26,690 SH   DFND 8 26,690 0 0
CH Robinson Worldwide Inc COM NEW 12541W209   1,206,352 11,200 SH   DFND 11 9,900 0 1,300
CH Robinson Worldwide Inc COM NEW 12541W209   314,621 2,921 SH   DFND 7 2,921 0 0
CH Robinson Worldwide Inc COM NEW 12541W209   26,786,077 248,687 SH   DFND 8 216,100 0 32,587
Chubb Ltd COM H1467J104   102,458 479 SH   DFND   479 0 0
Chubb Ltd COM H1467J104   1,475,910 6,900 SH   DFND 11 6,900 0 0
Chubb Ltd COM H1467J104   2,208,731 10,326 SH   DFND 7 1,818 0 8,508
Chubb Ltd COM H1467J104   18,823,200 88,000 SH   DFND 8 83,100 0 4,900
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502   364,490 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102   1,351,568 13,600 SH   DFND 11 13,600 0 0
Church & Dwight Co Inc COM 171340102   236,624 2,381 SH   DFND 7 2,381 0 0
Church & Dwight Co Inc COM 171340102   23,950,580 241,000 SH   DFND 8 238,900 0 2,100
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102   57,427 5,842 SH   DFND 7 0 0 5,842
Ciena Corp COM NEW 171779309   31,227,482 515,050 SH   DFND 8 515,050 0 0
Cigna Corp COM 125523100   81,707 341 SH   DFND   341 0 0
Cigna Corp COM 125523100   1,629,348 6,800 SH   DFND 11 6,800 0 0
Cigna Corp COM 125523100   4,392,770 18,333 SH   DFND 7 449 0 17,884
Cigna Corp COM 125523100   31,433,477 131,186 SH   DFND 8 126,700 0 4,486
Cimpress PLC SHS EURO G2143T103   2,410,188 37,902 SH   DFND 7 36,655 0 1,247
Cincinnati Financial Corp COM 172062101   108,768 800 SH   DFND 11 800 0 0
Cincinnati Financial Corp COM 172062101   506,451 3,725 SH   DFND 7 3,725 0 0
Cincinnati Financial Corp COM 172062101   34,996,104 257,400 SH   DFND 8 235,100 0 22,300
Cinemark Holdings Inc COM 17243V102   352,512 20,400 SH   DFND 11 15,500 0 4,900
Cinemark Holdings Inc COM 17243V102   1,040,256 60,200 SH   DFND 8 42,300 0 17,900
Cintas Corp COM 172908105   44,666 105 SH   DFND   105 0 0
Cintas Corp COM 172908105   935,858 2,200 SH   DFND 11 2,200 0 0
Cintas Corp COM 172908105   358,604 843 SH   DFND 7 843 0 0
Cintas Corp COM 172908105   15,301,704 35,971 SH   DFND 8 35,686 0 285
Cirrus Logic Inc COM 172755100   746,152 8,800 SH   DFND 11 6,600 0 2,200
Cirrus Logic Inc COM 172755100   27,336,296 322,400 SH   DFND 8 305,600 0 16,800
Cisco Systems Inc COM 17275R102   218,022 3,910 SH   DFND   3,910 0 0
Cisco Systems Inc COM 17275R102   3,146,983 56,438 SH   DFND 11 56,438 0 0
Cisco Systems Inc COM 17275R102   10,748,298 192,760 SH   DFND 7 62,937 0 129,823
Cisco Systems Inc COM 17275R102   95,113,512 1,705,766 SH   DFND 8 1,580,466 0 125,300
Citigroup Inc COM NEW 172967424   139,427 2,611 SH   DFND   2,611 0 0
Citigroup Inc COM NEW 172967424   31,565,701 591,118 SH   DFND 7 325,707 0 265,411
Citigroup Inc COM NEW 172967424   9,441,120 176,800 SH   DFND 8 171,300 0 5,500
Citizens Financial Group Inc COM 174610105   340,020 7,501 SH   DFND 7 7,501 0 0
Citizens Financial Group Inc COM 174610105   5,966,561 131,625 SH   DFND 8 131,625 0 0
Citrix Systems Inc COM 177376100   297,251 2,946 SH   DFND 7 2,946 0 0
Clorox Co/The COM 189054109   500,508 3,600 SH   DFND 11 3,600 0 0
Clorox Co/The COM 189054109   191,722 1,379 SH   DFND 7 1,379 0 0
Clorox Co/The COM 189054109   10,968,494 78,893 SH   DFND 8 78,193 0 700
Clovis Oncology Inc COM 189464100   41,612 20,600 SH   DFND 8 20,600 0 0
CME Group Inc COM 12572Q105   1,898,361 7,981 SH   DFND   7,981 0 0
CME Group Inc COM 12572Q105   1,546,090 6,500 SH   DFND 11 6,500 0 0
CME Group Inc COM 12572Q105   53,706,885 225,792 SH   DFND 7 199,228 0 26,564
CME Group Inc COM 12572Q105   39,080,398 164,300 SH   DFND 8 159,700 0 4,600
CMS Energy Corp COM 125896100   1,126,034 16,100 SH   DFND 11 16,100 0 0
CNH Industrial NV SHS N20944109   53,548,261 3,376,309 SH   DFND 7 3,376,309 0 0
CNH Industrial NV SHS N20944109   20,777 1,310 SH   DFND 8 1,310 0 0
Coca-Cola Co/The COM 191216100   265,236 4,278 SH   DFND   4,278 0 0
Coca-Cola Co/The COM 191216100   5,449,800 87,900 SH   DFND 11 87,900 0 0
Coca-Cola Co/The COM 191216100   28,472,198 459,229 SH   DFND 7 183,929 0 275,300
Coca-Cola Co/The COM 191216100   109,089,000 1,759,500 SH   DFND 8 1,709,100 0 50,400
Coca-Cola Europacific Partners PLC SHS G25839104   1,942,747 39,966 SH   DFND 7 39,966 0 0
Coca-Cola Europacific Partners PLC SHS G25839104   29,054,197 597,700 SH   DFND 8 597,700 0 0
Cogent Biosciences Inc COM 19240Q201   4,466,991 596,394 SH   DFND 8 596,394 0 0
Cognex Corp COM 192422103   13,733 178 SH   DFND 7 178 0 0
Cognex Corp COM 192422103   97,871,024 1,268,581 SH   DFND 8 1,259,939 0 8,642
Cognizant Technology Solutions Corp CL A 192446102   49,588 553 SH   DFND   553 0 0
Cognizant Technology Solutions Corp CL A 192446102   871,144 9,715 SH   DFND 7 9,715 0 0
Cognizant Technology Solutions Corp CL A 192446102   4,791,875 53,439 SH   DFND 8 52,239 0 1,200
Colgate-Palmolive Co COM 194162103   63,318 835 SH   DFND   835 0 0
Colgate-Palmolive Co COM 194162103   2,896,706 38,200 SH   DFND 11 38,200 0 0
Colgate-Palmolive Co COM 194162103   4,827,944 63,668 SH   DFND 7 1,148 0 62,520
Colgate-Palmolive Co COM 194162103   104,635,087 1,379,864 SH   DFND 8 1,371,564 0 8,300
Columbia Financial Inc COM 197641103   333,405 15,500 SH   DFND 11 11,800 0 3,700
Columbia Financial Inc COM 197641103   1,224,005 56,904 SH   DFND 8 48,204 0 8,700
Columbia Sportswear Co COM 198516106   5,495,171 60,700 SH   DFND 8 60,700 0 0
Comcast Corp CL A 20030N101   252,500 5,393 SH   DFND   5,393 0 0
Comcast Corp CL A 20030N101   3,118,212 66,600 SH   DFND 11 66,600 0 0
Comcast Corp CL A 20030N101   12,635,688 269,878 SH   DFND 7 117,616 0 152,262
Comcast Corp CL A 20030N101   62,092,544 1,326,197 SH   DFND 8 1,271,505 0 54,692
Comerica Inc COM 200340107   235,118 2,600 SH   DFND 11 2,100 0 500
Comerica Inc COM 200340107   3,011,319 33,300 SH   DFND 8 31,100 0 2,200
Comfort Systems USA Inc COM 199908104   453,951 5,100 SH   DFND 11 4,100 0 1,000
Comfort Systems USA Inc COM 199908104   6,070,482 68,200 SH   DFND 8 62,900 0 5,300
Commerce Bancshares Inc/MO COM 200525103   28,636 400 SH   DFND 11 0 0 400
Commerce Bancshares Inc/MO COM 200525103   2,124,433 29,675 SH   DFND 8 29,675 0 0
Commercial Metals Co COM 201723103   728,350 17,500 SH   DFND 11 13,300 0 4,200
Commercial Metals Co COM 201723103   1,531,616 36,800 SH   DFND 8 6,100 0 30,700
CommVault Systems Inc COM 204166102   464,450 7,000 SH   DFND 11 5,300 0 1,700
CommVault Systems Inc COM 204166102   1,831,260 27,600 SH   DFND 8 21,200 0 6,400
Computer Programs and Systems Inc COM 205306103   141,245 4,100 SH   DFND 11 3,300 0 800
Computer Programs and Systems Inc COM 205306103   1,846,520 53,600 SH   DFND 8 50,900 0 2,700
CONMED Corp COM 207410101   91,594,593 616,591 SH   DFND 8 616,591 0 0
ConnectOne Bancorp Inc COM 20786W107   240,075 7,500 SH   DFND 11 6,200 0 1,300
ConnectOne Bancorp Inc COM 20786W107   3,242,613 101,300 SH   DFND 8 94,200 0 7,100
ConocoPhillips COM 20825C104   153,400 1,534 SH   DFND   1,534 0 0
ConocoPhillips COM 20825C104   4,833,800 48,338 SH   DFND 7 48,338 0 0
Consolidated Edison Inc COM 209115104   1,931,472 20,400 SH   DFND 11 20,400 0 0
Consolidated Edison Inc COM 209115104   545,262 5,759 SH   DFND 7 5,759 0 0
Consolidated Edison Inc COM 209115104   33,365,232 352,400 SH   DFND 8 348,500 0 3,900
Constellation Brands Inc CL A 21036P108   1,971,309 8,559 SH   DFND   8,559 0 0
Constellation Brands Inc CL A 21036P108   11,289,365 49,016 SH   DFND 7 49,016 0 0
Constellation Energy Corp COM 21037T109   17,944 319 SH   DFND   319 0 0
Constellation Energy Corp COM 21037T109   1,968,750 35,000 SH   DFND 10 35,000 0 0
Constellation Energy Corp COM 21037T109   2,247,581 39,957 SH   DFND 7 285 0 39,672
Cooper Cos Inc/The COM NEW 216648402   214,224 513 SH   DFND 7 513 0 0
Cooper Cos Inc/The COM NEW 216648402   22,352,340 53,527 SH   DFND 8 53,527 0 0
Copart Inc COM 217204106   828,980 6,607 SH   DFND 11 6,607 0 0
Copart Inc COM 217204106   63,237 504 SH   DFND 7 504 0 0
Copart Inc COM 217204106   24,864,641 198,172 SH   DFND 8 195,624 0 2,548
Corcept Therapeutics Inc COM 218352102   349,060 15,500 SH   DFND 11 11,500 0 4,000
Corcept Therapeutics Inc COM 218352102   319,784 14,200 SH   DFND 8 0 0 14,200
Corteva Inc COM 22052L104   1,753,140 30,500 SH   DFND 11 30,500 0 0
Corteva Inc COM 22052L104   2,943,263 51,205 SH   DFND 7 21,319 0 29,886
Corteva Inc COM 22052L104   34,005,168 591,600 SH   DFND 8 586,700 0 4,900
CorVel Corp COM 221006109   437,944 2,600 SH   DFND 11 2,000 0 600
CorVel Corp COM 221006109   3,638,304 21,600 SH   DFND 8 19,300 0 2,300
CoStar Group Inc COM 22160N109   284,358 4,269 SH   DFND 7 4,269 0 0
Costco Wholesale Corp COM 22160K105   278,136 483 SH   DFND   483 0 0
Costco Wholesale Corp COM 22160K105   4,753,642 8,255 SH   DFND 11 8,255 0 0
Costco Wholesale Corp COM 22160K105   84,584,879 146,887 SH   DFND 7 132,743 0 14,144
Costco Wholesale Corp COM 22160K105   190,817,111 331,366 SH   DFND 8 320,120 0 11,246
Coterra Energy Inc COM 127097103   772,933 28,659 SH   DFND 7 28,659 0 0
Coterra Energy Inc COM 127097103   2,303,238 85,400 SH   DFND 8 85,400 0 0
Coupa Software Inc NOTE 0.375% 6/1 22266LAF3   4,194,373 4,975,000 PRN   DFND 7 4,199,000 0 776,000
Cracker Barrel Old Country Store Inc COM 22410J106   332,444 2,800 SH   DFND 11 1,900 0 900
Cracker Barrel Old Country Store Inc COM 22410J106   296,825 2,500 SH   DFND 8 0 0 2,500
Crane Co COM 224399105   952,864 8,800 SH   DFND 8 8,800 0 0
Credicorp Ltd COM G2519Y108   2,754,904 16,029 SH   DFND 8 16,029 0 0
CRISPR Therapeutics AG NAMEN AKT H17182108   5,901,008 94,010 SH   DFND 8 94,010 0 0
Criteo SA SPONS ADS 226718104   1,383,792 50,800 SH   DFND 8 50,800 0 0
Crocs Inc COM 227046109   2,116,280 27,700 SH   DFND 8 17,600 0 10,100
Cross Country Healthcare Inc COM 227483104   134,354 6,200 SH   DFND 11 4,700 0 1,500
Cross Country Healthcare Inc COM 227483104   1,233,023 56,900 SH   DFND 8 50,000 0 6,900
Crowdstrike Holdings Inc CL A 22788C105   48,595 214 SH   DFND   214 0 0
Crowdstrike Holdings Inc CL A 22788C105   4,201,434 18,502 SH   DFND 7 18,502 0 0
Crown Castle International Corp COM 22822V101   1,642,940 8,900 SH   DFND 11 8,900 0 0
Crown Castle International Corp COM 22822V101   10,356,429 56,102 SH   DFND 7 9,219 0 46,883
Crown Castle International Corp COM 22822V101   23,425,740 126,900 SH   DFND 8 126,000 0 900
Crown Holdings Inc COM 228368106   1,038,247 8,300 SH   DFND 11 6,600 0 1,700
Crown Holdings Inc COM 228368106   16,137 129 SH   DFND 7 129 0 0
Crown Holdings Inc COM 228368106   1,113,301 8,900 SH   DFND 8 0 0 8,900
CSG Systems International Inc COM 126349109   375,063 5,900 SH   DFND 11 4,900 0 1,000
CSG Systems International Inc COM 126349109   4,030,338 63,400 SH   DFND 8 57,800 0 5,600
CSX Corp COM 126408103   93,363 2,493 SH   DFND   2,493 0 0
CSX Corp COM 126408103   253,537 6,770 SH   DFND 11 6,770 0 0
CSX Corp COM 126408103   6,288,791 167,925 SH   DFND 7 107,326 0 60,599
CSX Corp COM 126408103   22,516,550 601,243 SH   DFND 8 578,143 0 23,100
Cullen/Frost Bankers Inc COM 229899109   193,774 1,400 SH   DFND 11 1,000 0 400
Cullen/Frost Bankers Inc COM 229899109   1,591,715 11,500 SH   DFND 8 10,300 0 1,200
Cummins Inc COM 231021106   1,230,660 6,000 SH   DFND 11 6,000 0 0
Cummins Inc COM 231021106   292,077 1,424 SH   DFND 7 1,424 0 0
Cummins Inc COM 231021106   29,535,840 144,000 SH   DFND 8 143,100 0 900
Cushman & Wakefield PLC SHS G2717B108   631,708 30,800 SH   DFND 11 25,200 0 5,600
Cushman & Wakefield PLC SHS G2717B108   6,075,062 296,200 SH   DFND 8 272,800 0 23,400
CVS Health Corp COM 126650100   135,723 1,341 SH   DFND   1,341 0 0
CVS Health Corp COM 126650100   4,147,991 40,984 SH   DFND 7 2,823 0 38,161
CVS Health Corp COM 126650100   22,741,887 224,700 SH   DFND 8 175,600 0 49,100
CyberArk Software Ltd SHS M2682V108   5,238,675 31,044 SH   DFND 7 31,044 0 0
CyberArk Software Ltd SHS M2682V108   27,282,825 161,676 SH   DFND 8 161,676 0 0
CytomX Therapeutics Inc COM 23284F105   646,407 242,100 SH   DFND 8 242,100 0 0
Danaher Corp COM 235851102   281,303 959 SH   DFND   959 0 0
Danaher Corp COM 235851102   3,490,627 11,900 SH   DFND 11 11,900 0 0
Danaher Corp COM 235851102   11,116,914 37,899 SH   DFND 7 37,559 0 340
Danaher Corp COM 235851102   137,540,384 468,893 SH   DFND 8 451,293 0 17,600
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203   66,112 1,600 SH   DFND   1,600 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203   374,607 9,066 SH   DFND 8 9,066 0 0
Darden Restaurants Inc COM 237194105   61,157 460 SH   DFND 7 460 0 0
Darden Restaurants Inc COM 237194105   5,411,065 40,700 SH   DFND 8 35,500 0 5,200
Darling Ingredients Inc COM 237266101   121,213 1,508 SH   DFND   1,508 0 0
Darling Ingredients Inc COM 237266101   924,370 11,500 SH   DFND 11 9,300 0 2,200
Darling Ingredients Inc COM 237266101   12,300,230 153,026 SH   DFND 7 94,595 0 58,431
Darling Ingredients Inc COM 237266101   64,099,835 797,460 SH   DFND 8 786,560 0 10,900
Dave & Buster's Entertainment Inc COM 238337109   122,750 2,500 SH   DFND 11 2,500 0 0
Dave & Buster's Entertainment Inc COM 238337109   1,060,560 21,600 SH   DFND 8 17,400 0 4,200
Deckers Outdoor Corp COM 243537107   520,163 1,900 SH   DFND 11 1,400 0 500
Deckers Outdoor Corp COM 243537107   12,152,924 44,391 SH   DFND 8 44,391 0 0
Deere & Co COM 244199105   241,382 581 SH   DFND   581 0 0
Deere & Co COM 244199105   2,201,938 5,300 SH   DFND 11 5,300 0 0
Deere & Co COM 244199105   9,665,261 23,264 SH   DFND 7 12,144 0 11,120
Deere & Co COM 244199105   87,368,745 210,294 SH   DFND 8 200,994 0 9,300
Deluxe Corp COM 248019101   105,840 3,500 SH   DFND 11 3,500 0 0
Deluxe Corp COM 248019101   208,656 6,900 SH   DFND 8 0 0 6,900
Denali Therapeutics Inc COM 24823R105   6,452,273 200,568 SH   DFND 8 200,568 0 0
DENTSPLY SIRONA Inc COM 24906P109   969,634 19,700 SH   DFND 11 16,800 0 2,900
DENTSPLY SIRONA Inc COM 24906P109   231,679 4,707 SH   DFND 7 4,707 0 0
DENTSPLY SIRONA Inc COM 24906P109   2,121,382 43,100 SH   DFND 8 23,100 0 20,000
Deutsche Bank AG NAMEN AKT D18190898   17,786 1,406 SH   DFND   1,406 0 0
Deutsche Bank AG NAMEN AKT D18190898   5,385,168 425,705 SH   DFND 7 128,517 0 297,188
Deutsche Bank AG NAMEN AKT D18190898   1,243,786 98,323 SH   DFND 8 98,323 0 0
Devon Energy Corp COM 25179M103   1,714,888 29,002 SH   DFND 7 24,676 0 4,326
Devon Energy Corp COM 25179M103   650,430 11,000 SH   DFND 8 5,300 0 5,700
Dexcom Inc COM 252131107   55,253 108 SH   DFND   108 0 0
Dexcom Inc COM 252131107   8,039,282 15,714 SH   DFND 7 13,250 0 2,464
Dexcom Inc COM 252131107   265,496,355 518,953 SH   DFND 8 516,828 0 2,125
Dexcom Inc NOTE 0.250%11/1 252131AK3   21,707,860 18,860,000 PRN   DFND 7 15,420,000 0 3,440,000
Diamondback Energy Inc COM 25278X109   2,257,433 16,468 SH   DFND 7 6,610 0 9,858
Diamondback Energy Inc COM 25278X109   29,156,916 212,700 SH   DFND 8 209,100 0 3,600
Diamond Hill Investment Group Inc COM NEW 25264R207   1,035,769 5,530 SH   DFND 8 5,530 0 0
Dick's Sporting Goods Inc COM 253393102   510,102 5,100 SH   DFND 11 3,800 0 1,300
Dick's Sporting Goods Inc COM 253393102   5,731,146 57,300 SH   DFND 8 44,900 0 12,400
Dick's Sporting Goods Inc NOTE 3.250% 4/1 253393AD4   1,044,354 330,000 PRN   DFND 7 0 0 330,000
Digital Realty Trust Inc COM 253868103   224,753 1,585 SH   DFND 7 1,585 0 0
Digital Realty Trust Inc COM 253868103   3,644,260 25,700 SH   DFND 8 25,700 0 0
Dine Brands Global Inc COM 254423106   249,440 3,200 SH   DFND 11 2,400 0 800
Dine Brands Global Inc COM 254423106   319,595 4,100 SH   DFND 8 1,400 0 2,700
Discover Financial Services COM 254709108   91,127 827 SH   DFND 7 827 0 0
Discover Financial Services COM 254709108   21,288,708 193,200 SH   DFND 8 189,700 0 3,500
DocuSign Inc NOTE 1/1 256163AD8   8,357,723 8,900,000 PRN   DFND 7 7,900,000 0 1,000,000
Dolby Laboratories Inc COM CL A 25659T107   1,009,038 12,900 SH   DFND 8 2,400 0 10,500
Dollar General Corp COM 256677105   58,106 261 SH   DFND   261 0 0
Dollar General Corp COM 256677105   1,246,728 5,600 SH   DFND 11 5,600 0 0
Dollar General Corp COM 256677105   488,450 2,194 SH   DFND 7 1,365 0 829
Dollar General Corp COM 256677105   30,388,995 136,500 SH   DFND 8 132,900 0 3,600
Dollar Tree Inc COM 256746108   726,761 4,538 SH   DFND 7 4,538 0 0
Dominion Energy Inc COM 25746U109   72,989 859 SH   DFND   859 0 0
Dominion Energy Inc COM 25746U109   10,617,596 124,957 SH   DFND 7 21,112 0 103,845
Dominion Energy Inc COM 25746U109   4,469,422 52,600 SH   DFND 8 50,800 0 1,800
Domino's Pizza Inc COM 25754A201   166,060 408 SH   DFND 7 408 0 0
Domino's Pizza Inc COM 25754A201   5,860,944 14,400 SH   DFND 8 14,400 0 0
Donnelley Financial Solutions Inc COM 25787G100   226,168 6,800 SH   DFND 11 5,400 0 1,400
Donnelley Financial Solutions Inc COM 25787G100   1,626,414 48,900 SH   DFND 8 42,600 0 6,300
Dorian LPG Ltd SHS USD Y2106R110   918,666 63,400 SH   DFND 8 63,400 0 0
Douglas Emmett Inc COM 25960P109   19,124,796 572,256 SH   DFND 10 572,256 0 0
Douglas Emmett Inc COM 25960P109   44,783 1,340 SH   DFND 7 1,340 0 0
Dover Corp COM 260003108   1,584,690 10,100 SH   DFND 11 10,100 0 0
Dover Corp COM 260003108   220,445 1,405 SH   DFND 7 1,405 0 0
Dover Corp COM 260003108   17,729,700 113,000 SH   DFND 8 111,400 0 1,600
Dow Inc COM 260557103   52,378 822 SH   DFND   822 0 0
Dow Inc COM 260557103   12,913,750 202,664 SH   DFND 7 74,623 0 128,041
Dow Inc COM 260557103   17,675,227 277,389 SH   DFND 8 268,145 0 9,244
DR Horton Inc COM 23331A109   263,765 3,540 SH   DFND 7 3,540 0 0
DR Horton Inc COM 23331A109   18,336,911 246,100 SH   DFND 8 233,300 0 12,800
Dropbox Inc CL A 26210C104   9,003,632 387,253 SH   DFND 8 341,153 0 46,100
Dr Reddy's Laboratories Ltd ADR 256135203   627,241 11,255 SH   DFND 7 0 0 11,255
Duke Realty Corp COM NEW 264411505   44,807,921 771,752 SH   DFND 10 771,752 0 0
Duke Realty Corp COM NEW 264411505   830,258 14,300 SH   DFND 11 14,300 0 0
Duke Realty Corp COM NEW 264411505   264,463 4,555 SH   DFND 7 4,555 0 0
Duke Realty Corp COM NEW 264411505   32,824,918 565,362 SH   DFND 8 565,362 0 0
DuPont de Nemours Inc COM 26614N102   42,161 573 SH   DFND   573 0 0
DuPont de Nemours Inc COM 26614N102   3,916,369 53,226 SH   DFND 7 17,121 0 36,105
DXC Technology Co COM 23355L106   1,138,787 34,900 SH   DFND 8 34,900 0 0
Dynatrace Inc COM NEW 268150109   3,994,080 84,800 SH   DFND 8 70,400 0 14,400
Eagle Pharmaceuticals Inc/DE COM 269796108   19,796 400 SH   DFND 11 400 0 0
Eagle Pharmaceuticals Inc/DE COM 269796108   1,563,884 31,600 SH   DFND 8 29,000 0 2,600
Easterly Government Properties Inc COM 27616P103   6,681,212 316,046 SH   DFND 10 316,046 0 0
Easterly Government Properties Inc COM 27616P103   61,813 2,924 SH   DFND 7 2,924 0 0
East West Bancorp Inc COM 27579R104   734,886 9,300 SH   DFND 11 8,700 0 600
East West Bancorp Inc COM 27579R104   5,333,850 67,500 SH   DFND 8 65,200 0 2,300
Eaton Corp PLC SHS G29183103   1,678,921 11,063 SH   DFND   11,063 0 0
Eaton Corp PLC SHS G29183103   2,853,088 18,800 SH   DFND 11 18,800 0 0
Eaton Corp PLC SHS G29183103   446,326 2,941 SH   DFND 7 2,941 0 0
Eaton Corp PLC SHS G29183103   34,312,936 226,100 SH   DFND 8 222,000 0 4,100
eBay Inc COM 278642103   44,205 772 SH   DFND   772 0 0
eBay Inc COM 278642103   423,724 7,400 SH   DFND 7 7,400 0 0
eBay Inc COM 278642103   85,890 1,500 SH   DFND 8 0 0 1,500
Ecolab Inc COM 278865100   98,520 558 SH   DFND   558 0 0
Ecolab Inc COM 278865100   30,168,101 170,866 SH   DFND 7 128,776 0 42,090
Ecolab Inc COM 278865100   48,357,136 273,885 SH   DFND 8 273,285 0 600
Ecovyst Inc COM 27923Q109   262,412 22,700 SH   DFND 11 16,900 0 5,800
Ecovyst Inc COM 27923Q109   403,444 34,900 SH   DFND 8 13,700 0 21,200
Edgewell Personal Care Co COM 28035Q102   231,021 6,300 SH   DFND 11 5,200 0 1,100
Edgewell Personal Care Co COM 28035Q102   1,595,145 43,500 SH   DFND 8 36,700 0 6,800
Edison International COM 281020107   156,323 2,230 SH   DFND 7 2,230 0 0
Edison International COM 281020107   4,689,690 66,900 SH   DFND 8 66,900 0 0
Edwards Lifesciences Corp COM 28176E108   71,691 609 SH   DFND   609 0 0
Edwards Lifesciences Corp COM 28176E108   1,765,800 15,000 SH   DFND 11 15,000 0 0
Edwards Lifesciences Corp COM 28176E108   4,971,669 42,233 SH   DFND 7 26,408 0 15,825
Edwards Lifesciences Corp COM 28176E108   145,683,091 1,237,539 SH   DFND 8 1,229,573 0 7,966
Elastic NV ORD SHS N14506104   9,268,590 104,200 SH   DFND 8 104,200 0 0
Electronic Arts Inc COM 285512109   38,080 301 SH   DFND   301 0 0
Electronic Arts Inc COM 285512109   5,988,477 47,336 SH   DFND 7 35,014 0 12,322
Electronic Arts Inc COM 285512109   4,339,293 34,300 SH   DFND 8 33,700 0 600
Eli Lilly & Co COM 532457108   241,696 844 SH   DFND   844 0 0
Eli Lilly & Co COM 532457108   2,233,686 7,800 SH   DFND 11 7,800 0 0
Eli Lilly & Co COM 532457108   10,641,509 37,160 SH   DFND 7 21,423 0 15,737
Eli Lilly & Co COM 532457108   100,832,309 352,105 SH   DFND 8 343,505 0 8,600
EMCOR Group Inc COM 29084Q100   799,673 7,100 SH   DFND 11 7,100 0 0
EMCOR Group Inc COM 29084Q100   9,291,975 82,500 SH   DFND 8 75,500 0 7,000
Emerson Electric Co COM 291011104   66,282 676 SH   DFND   676 0 0
Emerson Electric Co COM 291011104   3,372,920 34,400 SH   DFND 11 34,400 0 0
Emerson Electric Co COM 291011104   1,534,679 15,652 SH   DFND 7 6,778 0 8,874
Emerson Electric Co COM 291011104   62,820,635 640,700 SH   DFND 8 629,500 0 11,200
Enbridge Inc COM 29250N105   52,865 1,147 SH   DFND   1,147 0 0
Enbridge Inc COM 29250N105   2,576,431 55,900 SH   DFND 11 55,900 0 0
Enbridge Inc COM 29250N105   3,404,853 73,874 SH   DFND 7 73,874 0 0
Encompass Health Corp COM 29261A100   412,438 5,800 SH   DFND 8 3,600 0 2,200
Encore Wire Corp COM 292562105   285,175 2,500 SH   DFND 11 2,500 0 0
Encore Wire Corp COM 292562105   399,245 3,500 SH   DFND 8 500 0 3,000
Endava PLC ADS 29260V105   52,911,219 397,739 SH   DFND 8 393,342 0 4,397
Endo International PLC SHS G30401106   14,091 6,100 SH   DFND 11 6,100 0 0
Endo International PLC SHS G30401106   83,391 36,100 SH   DFND 8 0 0 36,100
EnerSys COM 29275Y102   216,253 2,900 SH   DFND 11 2,100 0 800
EnerSys COM 29275Y102   395,221 5,300 SH   DFND 8 0 0 5,300
Enphase Energy Inc COM 29355A107   5,165,568 25,600 SH   DFND 8 25,600 0 0
Enphase Energy Inc NOTE 3/0 29355AAH0   12,832,218 12,600,000 PRN   DFND 7 10,926,000 0 1,674,000
Ensign Group Inc/The COM 29358P101   558,062 6,200 SH   DFND 11 6,200 0 0
Ensign Group Inc/The COM 29358P101   3,762,418 41,800 SH   DFND 8 34,500 0 7,300
Entegris Inc COM 29362U104   1,719,506 13,100 SH   DFND 11 11,100 0 2,000
Entegris Inc COM 29362U104   15,882,460 121,000 SH   DFND 8 103,800 0 17,200
Entergy Corp COM 29364G103   22,299 191 SH   DFND 7 191 0 0
Entergy Corp COM 29364G103   6,047,650 51,800 SH   DFND 8 49,200 0 2,600
Envestnet Inc COM 29404K106   9,085,253 122,048 SH   DFND 8 122,048 0 0
Envista Holdings Corp COM 29415F104   43,839 900 SH   DFND 11 900 0 0
Envista Holdings Corp COM 29415F104   4,871,000 100,000 SH   DFND 7 100,000 0 0
Envista Holdings Corp COM 29415F104   789,102 16,200 SH   DFND 8 0 0 16,200
EOG Resources Inc COM 26875P101   79,169 664 SH   DFND   664 0 0
EOG Resources Inc COM 26875P101   9,574,884 80,306 SH   DFND 7 48,712 0 31,594
EOG Resources Inc COM 26875P101   38,802,569 325,443 SH   DFND 8 318,543 0 6,900
EPAM Systems Inc COM 29414B104   274,661 926 SH   DFND 7 926 0 0
ePlus Inc COM 294268107   224,240 4,000 SH   DFND 11 4,000 0 0
ePlus Inc COM 294268107   1,732,254 30,900 SH   DFND 8 26,300 0 4,600
EPR Properties COM SH BEN INT 26884U109   415,796 7,600 SH   DFND 11 6,200 0 1,400
EPR Properties COM SH BEN INT 26884U109   19,750 361 SH   DFND 7 361 0 0
EPR Properties COM SH BEN INT 26884U109   4,108,721 75,100 SH   DFND 8 67,300 0 7,800
Equinix Inc COM 29444U700   62,989,495 84,935 SH   DFND 10 84,935 0 0
Equinix Inc COM 29444U700   7,881,937 10,628 SH   DFND 7 8,350 0 2,278
Equinix Inc COM 29444U700   71,470,661 96,371 SH   DFND 8 96,171 0 200
Equity Commonwealth COM SH BEN INT 294628102   468,286 16,600 SH   DFND 11 13,400 0 3,200
Equity Commonwealth COM SH BEN INT 294628102   20,368 722 SH   DFND 7 722 0 0
Equity Commonwealth COM SH BEN INT 294628102   3,568,565 126,500 SH   DFND 8 109,300 0 17,200
Equity LifeStyle Properties Inc COM 29472R108   197,624 2,584 SH   DFND 7 2,584 0 0
Equity LifeStyle Properties Inc COM 29472R108   3,663,392 47,900 SH   DFND 8 47,900 0 0
Equity Residential SH BEN INT 29476L107   1,141,984 12,700 SH   DFND 11 12,700 0 0
Equity Residential SH BEN INT 29476L107   563,978 6,272 SH   DFND 7 6,272 0 0
Equity Residential SH BEN INT 29476L107   12,435,936 138,300 SH   DFND 8 138,300 0 0
Essex Property Trust Inc COM 297178105   725,508 2,100 SH   DFND 11 2,100 0 0
Essex Property Trust Inc COM 297178105   589,389 1,706 SH   DFND 7 1,706 0 0
Essex Property Trust Inc COM 297178105   5,873,160 17,000 SH   DFND 8 17,000 0 0
Estee Lauder Cos Inc/The CL A 518439104   66,718 245 SH   DFND   245 0 0
Estee Lauder Cos Inc/The CL A 518439104   1,225,440 4,500 SH   DFND 11 4,500 0 0
Estee Lauder Cos Inc/The CL A 518439104   12,324,386 45,257 SH   DFND 7 24,469 0 20,788
Estee Lauder Cos Inc/The CL A 518439104   59,285,970 217,707 SH   DFND 8 214,950 0 2,757
Ethan Allen Interiors Inc COM 297602104   138,171 5,300 SH   DFND 11 4,000 0 1,300
Ethan Allen Interiors Inc COM 297602104   1,937,001 74,300 SH   DFND 8 74,300 0 0
Etsy Inc COM 29786A106   19,761 159 SH   DFND   159 0 0
Etsy Inc COM 29786A106   12,029,558 96,794 SH   DFND 7 95,936 0 858
Etsy Inc COM 29786A106   18,913,676 152,186 SH   DFND 8 148,986 0 3,200
Everbridge Inc COM 29978A104   1,876,520 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104   3,143,738 72,038 SH   DFND 8 72,038 0 0
Evercore Inc CLASS A 29977A105   400,752 3,600 SH   DFND 11 2,900 0 700
Evercore Inc CLASS A 29977A105   13,358,400 120,000 SH   DFND 8 109,100 0 10,900
Everest Re Group Ltd COM G3223R108   187,760 623 SH   DFND 7 623 0 0
Everest Re Group Ltd COM G3223R108   12,868,926 42,700 SH   DFND 8 37,100 0 5,600
Eversource Energy COM 30040W108   3,086,650 35,000 SH   DFND 10 35,000 0 0
Eversource Energy COM 30040W108   2,222,388 25,200 SH   DFND 11 25,200 0 0
Eversource Energy COM 30040W108   182,024 2,064 SH   DFND 7 2,064 0 0
Eversource Energy COM 30040W108   22,312,070 253,000 SH   DFND 8 248,600 0 4,400
Evoqua Water Technologies Corp COM 30057T105   114,819 2,444 SH   DFND   2,444 0 0
Evoqua Water Technologies Corp COM 30057T105   31,226,338 664,673 SH   DFND 8 664,673 0 0
Exact Sciences Corp COM 30063P105   2,622,280 37,504 SH   DFND 7 18,486 0 19,018
Exact Sciences Corp COM 30063P105   33,804,502 483,474 SH   DFND 8 483,474 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1   9,197,385 9,715,000 PRN   DFND 7 8,265,000 0 1,450,000
Exelixis Inc COM 30161Q104   11,822,450 521,502 SH   DFND 8 521,502 0 0
Exelon Corp COM 30161N101   2,781,401 58,396 SH   DFND 10 58,396 0 0
Exelon Corp COM 30161N101   7,190,034 150,956 SH   DFND 7 13,136 0 137,820
Exelon Corp COM 30161N101   3,767,533 79,100 SH   DFND 8 77,000 0 2,100
Expedia Group Inc COM NEW 30212P303   299,375 1,530 SH   DFND 7 1,530 0 0
Expedia Group Inc NOTE 2/1 30212PBE4   26,387,586 21,150,000 PRN   DFND 7 17,930,000 0 3,220,000
Expeditors International of Washington Inc COM 302130109   1,712,456 16,600 SH   DFND 11 16,600 0 0
Expeditors International of Washington Inc COM 302130109   233,245 2,261 SH   DFND 7 2,261 0 0
Expeditors International of Washington Inc COM 302130109   67,910,228 658,300 SH   DFND 8 633,900 0 24,400
Exponent Inc COM 30214U102   11,118,453 102,901 SH   DFND 7 102,901 0 0
Extra Space Storage Inc COM 30225T102   34,220,475 166,442 SH   DFND 10 166,442 0 0
Extra Space Storage Inc COM 30225T102   858,586 4,176 SH   DFND 7 4,176 0 0
Extra Space Storage Inc COM 30225T102   2,343,840 11,400 SH   DFND 8 11,400 0 0
Exxon Mobil Corp COM 30231G102   5,687,395 68,863 SH   DFND   68,863 0 0
Exxon Mobil Corp COM 30231G102   18,283,361 221,375 SH   DFND 7 219,155 0 2,220
F5 Inc COM 315616102   261,605 1,252 SH   DFND 7 1,252 0 0
FactSet Research Systems Inc COM 303075105   694,640 1,600 SH   DFND 11 1,600 0 0
FactSet Research Systems Inc COM 303075105   151,084 348 SH   DFND 7 348 0 0
FactSet Research Systems Inc COM 303075105   8,409,920 19,371 SH   DFND 8 19,200 0 171
Fair Isaac Corp COM 303250104   653,044 1,400 SH   DFND 11 1,100 0 300
Fair Isaac Corp COM 303250104   164,660 353 SH   DFND 7 353 0 0
Fair Isaac Corp COM 303250104   9,235,908 19,800 SH   DFND 8 14,400 0 5,400
Fastenal Co COM 311900104   37,303 628 SH   DFND   628 0 0
Fastenal Co COM 311900104   2,532,935 42,642 SH   DFND 11 42,642 0 0
Fastenal Co COM 311900104   196,139 3,302 SH   DFND 7 3,302 0 0
Fastenal Co COM 311900104   35,714,725 601,258 SH   DFND 8 594,521 0 6,737
Federal Realty Investment Trust SH BEN INT NEW 313745101   13,492,031 110,527 SH   DFND 10 110,527 0 0
Federal Realty Investment Trust SH BEN INT NEW 313745101   60,303 494 SH   DFND 7 494 0 0
Federated Hermes Inc CL B 314211103   1,045,642 30,700 SH   DFND 8 14,500 0 16,200
FedEx Corp COM 31428X106   62,013 268 SH   DFND   268 0 0
FedEx Corp COM 31428X106   1,149,314 4,967 SH   DFND 7 255 0 4,712
FedEx Corp COM 31428X106   3,409,532 14,735 SH   DFND 8 12,435 0 2,300
Ferguson PLC SHS G3421J106   751,340 5,602 SH   DFND 11 5,602 0 0
Ferguson PLC SHS G3421J106   97,505 727 SH   DFND 7 727 0 0
Ferguson PLC SHS G3421J106   23,793,290 177,403 SH   DFND 8 173,277 0 4,126
Ferrari NV COM N3167Y103   233,858,997 1,072,305 SH   DFND 7 993,541 0 78,764
Ferrari NV COM N3167Y103   1,600,999 7,341 SH   DFND 8 6,884 0 457
Fidelity National Financial Inc FNF GROUP COM 31620R303   107,546 2,202 SH   DFND 7 2,202 0 0
Fidelity National Financial Inc FNF GROUP COM 31620R303   11,238,084 230,100 SH   DFND 8 189,900 0 40,200
Fidelity National Information Services Inc COM 31620M106   68,788 685 SH   DFND   685 0 0
Fidelity National Information Services Inc COM 31620M106   29,749,827 296,254 SH   DFND 7 270,876 0 25,378
Fidelity National Information Services Inc COM 31620M106   128,418,201 1,278,811 SH   DFND 8 1,261,087 0 17,724
Fifth Third Bancorp COM 316773100   309,501 7,191 SH   DFND 7 7,191 0 0
First American Financial Corp COM 31847R102   907,480 14,000 SH   DFND 11 10,700 0 3,300
First American Financial Corp COM 31847R102   9,774,856 150,800 SH   DFND 8 137,200 0 13,600
First Financial Bankshares Inc COM 32020R109   150,008 3,400 SH   DFND 11 2,500 0 900
First Financial Bankshares Inc COM 32020R109   1,208,888 27,400 SH   DFND 8 24,600 0 2,800
First Republic Bank/CA COM 33616C100   34,689 214 SH   DFND   214 0 0
First Republic Bank/CA COM 33616C100   218,511 1,348 SH   DFND 7 1,348 0 0
First Republic Bank/CA COM 33616C100   37,668,798 232,380 SH   DFND 8 232,380 0 0
FirstService Corp COM 33767E202   1,468,359 10,135 SH   DFND 7 0 0 10,135
First Solar Inc COM 336433107   35,338 422 SH   DFND   422 0 0
First Solar Inc COM 336433107   9,651,119 115,251 SH   DFND 8 115,251 0 0
Fiserv Inc COM 337738108   65,403 645 SH   DFND   645 0 0
Fiserv Inc COM 337738108   1,054,560 10,400 SH   DFND 11 10,400 0 0
Fiserv Inc COM 337738108   12,770,417 125,941 SH   DFND 7 106,823 0 19,118
Fiserv Inc COM 337738108   53,914,076 531,697 SH   DFND 8 528,897 0 2,800
Five9 Inc COM 338307101   52,334,899 474,048 SH   DFND 8 467,754 0 6,294
Five9 Inc NOTE 0.500% 6/0 338307AD3   4,747,938 4,350,000 PRN   DFND 7 3,700,000 0 650,000
FleetCor Technologies Inc COM 339041105   3,362,310 13,500 SH   DFND 8 12,600 0 900
Flex Ltd ORD Y2573F102   92,750 5,000 SH   DFND 11 2,700 0 2,300
Flex Ltd ORD Y2573F102   3,622,815 195,300 SH   DFND 8 187,000 0 8,300
Flowserve Corp COM 34354P105   89,750 2,500 SH   DFND 11 1,800 0 700
Flowserve Corp COM 34354P105   337,460 9,400 SH   DFND 8 0 0 9,400
Fluor Corp COM 343412102   602,490 21,000 SH   DFND 11 16,000 0 5,000
Fluor Corp COM 343412102   642,656 22,400 SH   DFND 8 2,400 0 20,000
FMC Corp COM NEW 302491303   197,487 1,501 SH   DFND 7 1,501 0 0
FMC Corp COM NEW 302491303   1,644,625 12,500 SH   DFND 8 12,500 0 0
FNB Corp/PA COM 302520101   551,535 44,300 SH   DFND 11 35,600 0 8,700
FNB Corp/PA COM 302520101   595,110 47,800 SH   DFND 8 5,100 0 42,700
Ford Motor Co COM 345370860   74,472 4,404 SH   DFND   4,404 0 0
Ford Motor Co COM 345370860   1,198,953 70,902 SH   DFND 7 44,110 0 26,792
Ford Motor Co COM 345370860   4,672,233 276,300 SH   DFND 8 222,900 0 53,400
Ford Motor Co NOTE 3/1 345370CZ1   16,958,752 14,241,000 PRN   DFND 7 12,068,000 0 2,173,000
Fortinet Inc COM 34959E109   48,527 142 SH   DFND   142 0 0
Fortinet Inc COM 34959E109   881,347 2,579 SH   DFND 7 2,579 0 0
Fortis Inc/Canada COM 349553107   177,359 3,583 SH   DFND 7 0 0 3,583
Fortis Inc/Canada COM 349553107   227,700 4,600 SH   DFND 8 4,600 0 0
Fortive Corp COM 34959J108   66,536 1,092 SH   DFND 7 1,092 0 0
Fortive Corp COM 34959J108   3,764,926 61,791 SH   DFND 8 61,791 0 0
Fortune Brands Home & Security Inc COM 34964C106   182,580 2,458 SH   DFND 7 2,458 0 0
Fortune Brands Home & Security Inc COM 34964C106   1,543,464 20,779 SH   DFND 8 20,779 0 0
Four Corners Property Trust Inc COM 35086T109   289,328 10,700 SH   DFND 11 9,000 0 1,700
Four Corners Property Trust Inc COM 35086T109   140,608 5,200 SH   DFND 8 0 0 5,200
Fox Corp CL A COM 35137L105   212,951 5,398 SH   DFND 7 4,800 0 598
Fox Factory Holding Corp COM 35138V102   4,166,205 42,534 SH   DFND 7 42,534 0 0
Fox Factory Holding Corp COM 35138V102   176,310 1,800 SH   DFND 8 1,800 0 0
Franco-Nevada Corp COM 351858105   638,080 4,000 SH   DFND 11 4,000 0 0
Franco-Nevada Corp COM 351858105   19,877,149 124,606 SH   DFND 7 124,226 0 380
Franco-Nevada Corp COM 351858105   2,552,320 16,000 SH   DFND 8 15,400 0 600
Franklin Covey Co COM 353469109   135,660 3,000 SH   DFND 11 2,300 0 700
Franklin Covey Co COM 353469109   189,924 4,200 SH   DFND 8 1,400 0 2,800
Franklin Resources Inc COM 354613101   555,608 19,900 SH   DFND 11 17,500 0 2,400
Franklin Resources Inc COM 354613101   8,488 304 SH   DFND 7 304 0 0
Franklin Resources Inc COM 354613101   15,615,656 559,300 SH   DFND 8 498,800 0 60,500
Freeport-McMoRan Inc CL B 35671D857   75,306 1,514 SH   DFND   1,514 0 0
Freeport-McMoRan Inc CL B 35671D857   4,302,510 86,500 SH   DFND 8 83,400 0 3,100
Freshpet Inc COM 358039105   30,272,539 294,939 SH   DFND 8 294,939 0 0
FTI Consulting Inc COM 302941109   4,685,156 29,800 SH   DFND 8 25,000 0 4,800
Gaming and Leisure Properties Inc COM 36467J108   588,596 12,542 SH   DFND 11 10,105 0 2,437
Gaming and Leisure Properties Inc COM 36467J108   64,200 1,368 SH   DFND 7 1,368 0 0
Gaming and Leisure Properties Inc COM 36467J108   5,041,596 107,428 SH   DFND 8 96,000 0 11,428
Garmin Ltd SHS H2906T109   2,051,953 17,300 SH   DFND 11 17,300 0 0
Garmin Ltd SHS H2906T109   248,844 2,098 SH   DFND 7 2,098 0 0
Garmin Ltd SHS H2906T109   31,426,194 264,954 SH   DFND 8 262,000 0 2,954
Gartner Inc COM 366651107   118,984 400 SH   DFND 11 400 0 0
Gartner Inc COM 366651107   350,408 1,178 SH   DFND 7 1,178 0 0
Gartner Inc COM 366651107   1,427,808 4,800 SH   DFND 8 4,800 0 0
Generac Holdings Inc COM 368736104   445,890 1,500 SH   DFND 11 1,500 0 0
Generac Holdings Inc COM 368736104   136,442 459 SH   DFND 7 459 0 0
Generac Holdings Inc COM 368736104   5,680,341 19,109 SH   DFND 8 17,009 0 2,100
General Dynamics Corp COM 369550108   29,906 124 SH   DFND   124 0 0
General Dynamics Corp COM 369550108   2,460,036 10,200 SH   DFND 11 10,200 0 0
General Electric Co COM NEW 369604301   106,263 1,272 SH   DFND   1,272 0 0
General Electric Co COM NEW 369604301   9,615,788 115,104 SH   DFND 7 12,952 0 102,152
General Electric Co COM NEW 369604301   5,679,634 67,987 SH   DFND 8 65,625 0 2,362
General Mills Inc COM 370334104   44,695 660 SH   DFND   660 0 0
General Mills Inc COM 370334104   1,645,596 24,300 SH   DFND 11 24,300 0 0
General Mills Inc COM 370334104   792,730 11,706 SH   DFND 7 4,733 0 6,973
General Mills Inc COM 370334104   36,555,256 539,800 SH   DFND 8 528,700 0 11,100
General Motors Co COM 37045V100   70,115 1,603 SH   DFND   1,603 0 0
General Motors Co COM 37045V100   533,541 12,198 SH   DFND 7 7,432 0 4,766
General Motors Co COM 37045V100   78,019,913 1,783,720 SH   DFND 8 1,689,872 0 93,848
Genesco Inc COM 371532102   152,664 2,400 SH   DFND 11 2,400 0 0
Genesco Inc COM 371532102   152,664 2,400 SH   DFND 8 0 0 2,400
Genpact Ltd SHS G3922B107   861,498 19,800 SH   DFND 8 19,800 0 0
Gentex Corp COM 371901109   4,961,292 170,082 SH   DFND 8 170,082 0 0
Genuine Parts Co COM 372460105   263,256 2,089 SH   DFND 7 2,089 0 0
Genuine Parts Co COM 372460105   6,754,672 53,600 SH   DFND 8 53,600 0 0
GEO Group Inc/The COM 36162J106   95,184 14,400 SH   DFND 11 14,400 0 0
Gerdau SA SPON ADR REP PFD 373737105   181,050 28,157 SH   DFND 7 0 0 28,157
G-III Apparel Group Ltd COM 36237H101   183,940 6,800 SH   DFND 11 4,500 0 2,300
G-III Apparel Group Ltd COM 36237H101   1,330,860 49,200 SH   DFND 8 42,300 0 6,900
Gildan Activewear Inc COM 375916103   7,346 196 SH   DFND 7 196 0 0
Gildan Activewear Inc COM 375916103   1,742,820 46,500 SH   DFND 8 29,900 0 16,600
Gilead Sciences Inc COM 375558103   81,863 1,377 SH   DFND   1,377 0 0
Gilead Sciences Inc COM 375558103   101,065 1,700 SH   DFND 11 1,700 0 0
Gilead Sciences Inc COM 375558103   4,675,564 78,647 SH   DFND 7 46,269 0 32,378
Gilead Sciences Inc COM 375558103   114,560,269 1,927,002 SH   DFND 8 1,855,302 0 71,700
Glacier Bancorp Inc COM 37637Q105   130,728 2,600 SH   DFND 11 1,900 0 700
Glacier Bancorp Inc COM 37637Q105   1,086,048 21,600 SH   DFND 8 19,400 0 2,200
Global Payments Inc COM 37940X102   41,326 302 SH   DFND   302 0 0
Global Payments Inc COM 37940X102   23,330,673 170,496 SH   DFND 7 164,690 0 5,806
Global Payments Inc COM 37940X102   126,349,298 923,336 SH   DFND 8 918,936 0 4,400
Globant SA COM L44385109   2,879,625 10,988 SH   DFND 7 8,797 0 2,191
Globant SA COM L44385109   33,608,381 128,242 SH   DFND 8 128,242 0 0
Globus Medical Inc CL A 379577208   3,704,641 50,212 SH   DFND 7 35,958 0 14,254
Globus Medical Inc CL A 379577208   112,724,773 1,527,850 SH   DFND 8 1,518,174 0 9,676
GoDaddy Inc CL A 380237107   544,050 6,500 SH   DFND 11 5,100 0 1,400
GoDaddy Inc CL A 380237107   502,200 6,000 SH   DFND 8 0 0 6,000
Goldman Sachs Group Inc/The COM 38141G104   144,914 439 SH   DFND   439 0 0
Goldman Sachs Group Inc/The COM 38141G104   12,019,601 36,412 SH   DFND 7 21,480 0 14,932
Goldman Sachs Group Inc/The COM 38141G104   8,450,560 25,600 SH   DFND 8 22,100 0 3,500
GoPro Inc CL A 38268T103   114,302 13,400 SH   DFND 11 13,400 0 0
GoPro Inc CL A 38268T103   1,226,614 143,800 SH   DFND 8 130,500 0 13,300
Grand Canyon Education Inc COM 38526M106   10,345,031 106,529 SH   DFND 8 106,529 0 0
Green Plains Inc COM 393222104   130,242 4,200 SH   DFND 11 4,200 0 0
Green Plains Inc COM 393222104   133,343 4,300 SH   DFND 8 0 0 4,300
Griffon Corp COM 398433102   208,312 10,400 SH   DFND 11 7,900 0 2,500
Griffon Corp COM 398433102   158,237 7,900 SH   DFND 8 2,500 0 5,400
Group 1 Automotive Inc COM 398905109   520,273 3,100 SH   DFND 11 2,600 0 500
Group 1 Automotive Inc COM 398905109   3,893,656 23,200 SH   DFND 8 17,600 0 5,600
Groupon Inc COM NEW 399473206   117,303 6,100 SH   DFND 11 4,600 0 1,500
Groupon Inc COM NEW 399473206   1,740,315 90,500 SH   DFND 8 84,800 0 5,700
Guardant Health Inc COM 40131M109   17,345,275 261,855 SH   DFND 8 261,855 0 0
Guardant Health Inc NOTE 11/1 40131MAB5   5,294,380 6,516,000 PRN   DFND 7 5,530,000 0 986,000
Guess Inc COM 401617105   253,460 11,600 SH   DFND 11 8,500 0 3,100
Guess Inc COM 401617105   2,593,595 118,700 SH   DFND 8 108,900 0 9,800
GXO Logistics Inc COMMON STOCK 36262G101   48,314,944 677,249 SH   DFND 8 670,737 0 6,512
Hackett Group Inc/The COM 404609109   179,868 7,800 SH   DFND 11 6,200 0 1,600
Hackett Group Inc/The COM 404609109   2,365,956 102,600 SH   DFND 8 102,600 0 0
Halliburton Co COM 406216101   9,742,360 257,258 SH   DFND 7 250,359 0 6,899
Halozyme Therapeutics Inc COM 40637H109   207,376 5,200 SH   DFND 8 5,200 0 0
Hanesbrands Inc COM 410345102   708,764 47,600 SH   DFND 11 36,400 0 11,200
Hanesbrands Inc COM 410345102   6,402,700 430,000 SH   DFND 8 326,900 0 103,100
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100   2,698,245 56,889 SH   DFND 7 0 0 56,889
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100   21,095,915 444,780 SH   DFND 8 444,780 0 0
Hartford Financial Services Group Inc/The COM 416515104   1,041,245 14,500 SH   DFND 11 14,500 0 0
Hartford Financial Services Group Inc/The COM 416515104   310,650 4,326 SH   DFND 7 4,326 0 0
Hartford Financial Services Group Inc/The COM 416515104   2,355,368 32,800 SH   DFND 8 31,500 0 1,300
Haverty Furniture Cos Inc COM 419596101   109,680 4,000 SH   DFND 11 3,000 0 1,000
Haverty Furniture Cos Inc COM 419596101   1,557,456 56,800 SH   DFND 8 56,800 0 0
Hawaiian Electric Industries Inc COM 419870100   435,793 10,300 SH   DFND 11 8,800 0 1,500
Hawaiian Electric Industries Inc COM 419870100   152,316 3,600 SH   DFND 8 0 0 3,600
HCA Healthcare Inc COM 40412C101   67,667 270 SH   DFND   270 0 0
HCA Healthcare Inc COM 40412C101   1,278,162 5,100 SH   DFND 11 5,100 0 0
HCA Healthcare Inc COM 40412C101   62,906 251 SH   DFND 7 251 0 0
HCA Healthcare Inc COM 40412C101   37,896,751 151,212 SH   DFND 8 149,912 0 1,300
HDFC Bank Ltd SPONSORED ADS 40415F101   10,709,567 174,622 SH   DFND   174,622 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101   28,713,111 468,174 SH   DFND 7 368,476 0 99,698
HDFC Bank Ltd SPONSORED ADS 40415F101   35,902,643 585,401 SH   DFND 8 585,401 0 0
Healthcare Realty Trust Inc COM 421946104   1,374,000 50,000 SH   DFND 10 50,000 0 0
Healthcare Realty Trust Inc COM 421946104   18,027 656 SH   DFND 7 656 0 0
Healthpeak Properties Inc COM 42250P103   38,483,106 1,120,976 SH   DFND 10 1,120,976 0 0
Healthpeak Properties Inc COM 42250P103   411,342 11,982 SH   DFND 7 11,982 0 0
Healthpeak Properties Inc COM 42250P103   3,058,803 89,100 SH   DFND 8 89,100 0 0
HEICO Corp COM 422806109   21,919,370 142,760 SH   DFND 8 142,760 0 0
Hello Group Inc ADS 423403104   17,606 3,046 SH   DFND   3,046 0 0
Hello Group Inc ADS 423403104   52,598 9,100 SH   DFND 8 9,100 0 0
Henry Schein Inc COM 806407102   1,665,329 19,100 SH   DFND 11 15,100 0 4,000
Henry Schein Inc COM 806407102   285,547 3,275 SH   DFND 7 3,275 0 0
Henry Schein Inc COM 806407102   22,948,408 263,200 SH   DFND 8 225,400 0 37,800
Hershey Co/The COM 427866108   1,234,791 5,700 SH   DFND 11 5,700 0 0
Hershey Co/The COM 427866108   399,682 1,845 SH   DFND 7 1,845 0 0
Hershey Co/The COM 427866108   28,503,309 131,576 SH   DFND 8 130,600 0 976
Hess Corp COM 42809H107   1,116,534 10,431 SH   DFND 7 10,431 0 0
Hess Corp COM 42809H107   14,017,209 130,953 SH   DFND 8 130,953 0 0
Hewlett Packard Enterprise Co COM 42824C109   180,468 10,800 SH   DFND 11 8,500 0 2,300
Hewlett Packard Enterprise Co COM 42824C109   435,563 26,066 SH   DFND 7 26,066 0 0
Hewlett Packard Enterprise Co COM 42824C109   55,534,014 3,323,400 SH   DFND 8 3,275,400 0 48,000
HF Sinclair Corp COM 403949100   697,375 17,500 SH   DFND 11 16,100 0 1,400
HF Sinclair Corp COM 403949100   6,523,445 163,700 SH   DFND 8 119,900 0 43,800
Hibbett Inc COM 428567101   97,548 2,200 SH   DFND 11 2,200 0 0
Hibbett Inc COM 428567101   124,152 2,800 SH   DFND 8 0 0 2,800
Hilltop Holdings Inc COM 432748101   26,460 900 SH   DFND 11 900 0 0
Hilltop Holdings Inc COM 432748101   1,790,460 60,900 SH   DFND 8 60,900 0 0
Hologic Inc COM 436440101   192,050 2,500 SH   DFND 11 2,500 0 0
Hologic Inc COM 436440101   177,992 2,317 SH   DFND 7 2,317 0 0
Hologic Inc COM 436440101   71,058,654 925,002 SH   DFND 8 889,302 0 35,700
Home Depot Inc/The COM 437076102   370,870 1,239 SH   DFND   1,239 0 0
Home Depot Inc/The COM 437076102   3,651,826 12,200 SH   DFND 11 12,200 0 0
Home Depot Inc/The COM 437076102   55,713,994 186,129 SH   DFND 7 136,239 0 49,890
Home Depot Inc/The COM 437076102   91,618,028 306,077 SH   DFND 8 286,497 0 19,580
Honeywell International Inc COM 438516106   152,551 784 SH   DFND   784 0 0
Honeywell International Inc COM 438516106   1,809,594 9,300 SH   DFND 11 9,300 0 0
Honeywell International Inc COM 438516106   31,738,333 163,112 SH   DFND 7 65,988 0 97,124
Honeywell International Inc COM 438516106   30,704,724 157,800 SH   DFND 8 155,200 0 2,600
Horizon Therapeutics Plc SHS G46188101   210,420 2,000 SH   DFND 7 2,000 0 0
Horizon Therapeutics Plc SHS G46188101   47,269,170 449,284 SH   DFND 8 449,284 0 0
Hormel Foods Corp COM 440452100   306,818 5,953 SH   DFND 7 5,953 0 0
Host Hotels & Resorts Inc COM 44107P104   23,223,222 1,195,225 SH   DFND 10 1,195,225 0 0
Host Hotels & Resorts Inc COM 44107P104   331,437 17,058 SH   DFND 7 17,058 0 0
Houlihan Lokey Inc CL A 441593100   5,663,100 64,500 SH   DFND 8 55,900 0 8,600
HP Inc COM 40434L105   49,840 1,373 SH   DFND   1,373 0 0
HP Inc COM 40434L105   1,201,530 33,100 SH   DFND 11 33,100 0 0
HP Inc COM 40434L105   982,423 27,064 SH   DFND 7 27,064 0 0
HP Inc COM 40434L105   36,216,510 997,700 SH   DFND 8 981,200 0 16,500
H&R Block Inc COM 093671105   2,650,872 101,800 SH   DFND 8 62,900 0 38,900
Huazhu Group Ltd NOTE 0.375%11/0 16949NAC3   3,127,962 3,100,000 PRN   DFND 7 2,600,000 0 500,000
Hub Group Inc CL A 443320106   69,489 900 SH   DFND 11 0 0 900
Hub Group Inc CL A 443320106   355,166 4,600 SH   DFND 8 0 0 4,600
HubSpot Inc COM 443573100   150,556 317 SH   DFND 7 317 0 0
HubSpot Inc COM 443573100   37,770,553 79,527 SH   DFND 8 78,560 0 967
Hudson Pacific Properties Inc COM 444097109   3,746,250 135,000 SH   DFND 10 135,000 0 0
Hudson Pacific Properties Inc COM 444097109   19,730 711 SH   DFND 7 711 0 0
Humana Inc COM 444859102   58,748 135 SH   DFND   135 0 0
Humana Inc COM 444859102   115,320 265 SH   DFND 7 265 0 0
Humana Inc COM 444859102   34,403,670 79,058 SH   DFND 8 78,758 0 300
Huntington Bancshares Inc/OH COM 446150104   374,915 25,644 SH   DFND 7 25,644 0 0
Huntsman Corp COM 447011107   1,102,794 29,400 SH   DFND 11 24,400 0 5,000
Huntsman Corp COM 447011107   21,136,885 563,500 SH   DFND 8 516,300 0 47,200
Huron Consulting Group Inc COM 447462102   123,687 2,700 SH   DFND 11 2,100 0 600
Huron Consulting Group Inc COM 447462102   178,659 3,900 SH   DFND 8 0 0 3,900
Hyatt Hotels Corp COM CL A 448579102   419,980 4,400 SH   DFND 8 0 0 4,400
IAA Inc COM 449253103   1,197,225 31,300 SH   DFND 8 31,300 0 0
ICF International Inc COM 44925C103   310,662 3,300 SH   DFND 11 2,600 0 700
ICF International Inc COM 44925C103   404,802 4,300 SH   DFND 8 1,300 0 3,000
ICICI Bank Ltd ADR 45104G104   54,112 2,857 SH   DFND   2,857 0 0
ICICI Bank Ltd ADR 45104G104   533,919 28,190 SH   DFND 7 0 0 28,190
ICON PLC SHS G4705A100   9,969,831 40,991 SH   DFND 7 40,991 0 0
ICON PLC SHS G4705A100   6,088,283 25,032 SH   DFND 8 25,032 0 0
Ideaya Biosciences Inc COM 45166A102   3,156,744 282,104 SH   DFND 8 282,104 0 0
IDEX Corp COM 45167R104   287,595 1,500 SH   DFND 11 1,500 0 0
IDEX Corp COM 45167R104   140,538 733 SH   DFND 7 733 0 0
IDEX Corp COM 45167R104   34,348,430 179,150 SH   DFND 8 178,750 0 400
IDEXX Laboratories Inc COM 45168D104   48,688 89 SH   DFND   89 0 0
IDEXX Laboratories Inc COM 45168D104   1,182,744 2,162 SH   DFND 11 2,162 0 0
IDEXX Laboratories Inc COM 45168D104   319,483 584 SH   DFND 7 584 0 0
IDEXX Laboratories Inc COM 45168D104   67,967,829 124,242 SH   DFND 8 116,896 0 7,346
Illinois Tool Works Inc COM 452308109   73,499 351 SH   DFND   351 0 0
Illinois Tool Works Inc COM 452308109   3,769,200 18,000 SH   DFND 11 18,000 0 0
Illinois Tool Works Inc COM 452308109   2,548,817 12,172 SH   DFND 7 10,164 0 2,008
Illinois Tool Works Inc COM 452308109   59,972,160 286,400 SH   DFND 8 280,400 0 6,000
Illumina Inc COM 452327109   54,506 156 SH   DFND   156 0 0
Illumina Inc COM 452327109   83,157 238 SH   DFND 7 238 0 0
Illumina Inc COM 452327109   63,603,378 182,036 SH   DFND 8 180,736 0 1,300
Illumina Inc NOTE 8/1 452327AK5   14,073,859 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
Imperial Oil Ltd COM NEW 453038408   375,978 7,781 SH   DFND 7 7,781 0 0
Incyte Corp COM 45337C102   130,487 1,643 SH   DFND 7 1,643 0 0
Incyte Corp COM 45337C102   12,247,596 154,213 SH   DFND 8 154,213 0 0
Industrial Logistics Properties Trust COM SHS BEN INT 456237106   276,574 12,200 SH   DFND 11 9,300 0 2,900
Industrial Logistics Properties Trust COM SHS BEN INT 456237106   260,705 11,500 SH   DFND 8 0 0 11,500
Infosys Ltd SPONSORED ADR 456788108   7,992,179 321,100 SH   DFND   321,100 0 0
Infosys Ltd SPONSORED ADR 456788108   42,817,446 1,720,267 SH   DFND 7 1,405,500 0 314,767
Ingersoll Rand Inc COM 45687V106   201,702 4,006 SH   DFND 7 4,006 0 0
Ingersoll Rand Inc COM 45687V106   4,550,834 90,384 SH   DFND 8 90,384 0 0
Ingredion Inc COM 457187102   1,132,950 13,000 SH   DFND 8 13,000 0 0
Innospec Inc COM 45768S105   2,147,160 23,200 SH   DFND 8 23,200 0 0
Innovative Industrial Properties Inc COM 45781V101   703,700 3,426 SH   DFND 10 3,426 0 0
Insmed Inc COM PAR $.01 457669307   18,680,855 794,930 SH   DFND 8 794,930 0 0
Insulet Corp COM 45784P101   118,277 444 SH   DFND 7 444 0 0
Insulet Corp COM 45784P101   692,614 2,600 SH   DFND 8 2,600 0 0
Integer Holdings Corp COM 45826H109   410,907 5,100 SH   DFND 11 4,100 0 1,000
Integer Holdings Corp COM 45826H109   3,238,914 40,200 SH   DFND 8 35,900 0 4,300
Intel Corp COM 458140100   221,831 4,476 SH   DFND   4,476 0 0
Intel Corp COM 458140100   2,022,147 40,802 SH   DFND 11 40,802 0 0
Intel Corp COM 458140100   8,900,034 179,581 SH   DFND 7 60,560 0 119,021
Intel Corp COM 458140100   80,478,898 1,623,868 SH   DFND 8 1,518,736 0 105,132
Intellia Therapeutics Inc COM 45826J105   2,824,247 38,864 SH   DFND 8 38,864 0 0
Intercontinental Exchange Inc COM 45866F104   82,311 623 SH   DFND   623 0 0
Intercontinental Exchange Inc COM 45866F104   2,734,884 20,700 SH   DFND 11 20,700 0 0
Intercontinental Exchange Inc COM 45866F104   75,176 569 SH   DFND 7 569 0 0
Intercontinental Exchange Inc COM 45866F104   108,900,571 824,255 SH   DFND 8 820,055 0 4,200
InterDigital Inc COM 45867G101   338,140 5,300 SH   DFND 11 4,000 0 1,300
InterDigital Inc COM 45867G101   440,220 6,900 SH   DFND 8 2,000 0 4,900
International Bancshares Corp COM 459044103   29,547 700 SH   DFND 11 700 0 0
International Bancshares Corp COM 459044103   181,503 4,300 SH   DFND 8 0 0 4,300
International Business Machines Corp COM 459200101   119,228 917 SH   DFND   917 0 0
International Business Machines Corp COM 459200101   7,627,363 58,663 SH   DFND 7 31,194 0 27,469
International Business Machines Corp COM 459200101   2,483,382 19,100 SH   DFND 8 19,100 0 0
International Flavors & Fragrances Inc COM 459506101   1,549,694 11,800 SH   DFND   11,800 0 0
International Flavors & Fragrances Inc COM 459506101   9,840,032 74,926 SH   DFND 7 74,926 0 0
International Paper Co COM 460146103   77,624 1,682 SH   DFND 7 1,682 0 0
International Paper Co COM 460146103   4,107,350 89,000 SH   DFND 8 89,000 0 0
Interpublic Group of Cos Inc/The COM 460690100   14,109 398 SH   DFND 7 398 0 0
Interpublic Group of Cos Inc/The COM 460690100   3,165,685 89,300 SH   DFND 8 89,300 0 0
Intuit Inc COM 461202103   159,158 331 SH   DFND   331 0 0
Intuit Inc COM 461202103   1,444,443 3,004 SH   DFND 11 3,004 0 0
Intuit Inc COM 461202103   13,258,201 27,573 SH   DFND 7 15,862 0 11,711
Intuit Inc COM 461202103   56,039,017 116,544 SH   DFND 8 109,254 0 7,290
Intuitive Surgical Inc COM NEW 46120E602   111,018 368 SH   DFND   368 0 0
Intuitive Surgical Inc COM NEW 46120E602   43,378,567 143,790 SH   DFND 7 106,236 0 37,554
Intuitive Surgical Inc COM NEW 46120E602   234,951,099 778,809 SH   DFND 8 772,652 0 6,157
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103   1,081,696 10,544 SH   DFND   10,544 0 0
Invesco Ltd SHS G491BT108   8,048 349 SH   DFND 7 349 0 0
Invesco Ltd SHS G491BT108   12,812,136 555,600 SH   DFND 8 511,300 0 44,300
Invitation Homes Inc COM 46187W107   34,600,806 861,145 SH   DFND 10 861,145 0 0
Invitation Homes Inc COM 46187W107   534,153 13,294 SH   DFND 7 13,294 0 0
Ionis Pharmaceuticals Inc COM 462222100   600,048 16,200 SH   DFND 11 13,800 0 2,400
Ionis Pharmaceuticals Inc COM 462222100   2,596,504 70,100 SH   DFND 8 54,800 0 15,300
IPG Photonics Corp COM 44980X109   910,130 8,292 SH   DFND 8 8,292 0 0
iQIYI Inc SPONSORED ADS 46267X108   98,250 21,641 SH   DFND   21,641 0 0
iQIYI Inc SPONSORED ADS 46267X108   4,921,555 1,084,043 SH   DFND 8 1,084,043 0 0
IQVIA Holdings Inc COM 46266C105   47,860 207 SH   DFND   207 0 0
IQVIA Holdings Inc COM 46266C105   23,825,266 103,046 SH   DFND 7 96,061 0 6,985
IQVIA Holdings Inc COM 46266C105   10,823,171 46,811 SH   DFND 8 46,811 0 0
iRhythm Technologies Inc COM 450056106   4,961,407 31,507 SH   DFND 7 31,507 0 0
Iron Mountain Inc COM 46284V101   653,838 11,800 SH   DFND 11 9,200 0 2,600
Iron Mountain Inc COM 46284V101   16,623 300 SH   DFND 7 300 0 0
Iron Mountain Inc COM 46284V101   22,274,820 402,000 SH   DFND 8 378,600 0 23,400
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407   1,330,449 30,265 SH   DFND   30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638   2,002,865 36,502 SH   DFND   36,502 0 0
iShares 7-10 Year Treasury Bond ETF BARCLAYS 7 10 YR 464287440   358,627 3,337 SH   DFND   0 0 3,337
iShares Broad USD Investment Grade Corporate Bond ETF USD INV GRDE ETF 464288620   567,572 10,312 SH   DFND   10,312 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842   5,785,109 83,227 SH   DFND 11 83,227 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103   8,749,736 157,511 SH   DFND   157,511 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200   2,999,798 6,612 SH   DFND   6,612 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200   7,491,329 16,512 SH   DFND 11 16,512 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242   10,400,114 85,994 SH   DFND 11 85,994 0 0
iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655   1,672,335 8,147 SH   DFND 11 8,147 0 0
iShares TIPS Bond ETF TIPS BD ETF 464287176   644,151 5,171 SH   DFND   0 0 5,171
iShares US Treasury Bond ETF US TREAS BD ETF 46429B267   1,743,326 69,985 SH   DFND   69,985 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106   3,328,930 583,000 SH   DFND   583,000 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106   137,508 24,082 SH   DFND 7 0 0 24,082
iTeos Therapeutics Inc COM 46565G104   7,046,551 218,973 SH   DFND 8 218,973 0 0
Itron Inc COM 465741106   42,565 808 SH   DFND   808 0 0
Itron Inc COM 465741106   2,145,604 40,729 SH   DFND 7 40,729 0 0
Itron Inc COM 465741106   11,227,741 213,131 SH   DFND 8 213,131 0 0
Jack Henry & Associates Inc COM 426281101   512,330 2,600 SH   DFND 11 2,600 0 0
Jack Henry & Associates Inc COM 426281101   344,640 1,749 SH   DFND 7 1,749 0 0
Jack Henry & Associates Inc COM 426281101   13,596,450 69,000 SH   DFND 8 67,300 0 1,700
Jackson Financial Inc COM CL A 46817M107   734,439 16,605 SH   DFND 7 0 0 16,605
Jacobs Engineering Group Inc COM 469814107   537,459 3,900 SH   DFND 11 3,900 0 0
Jacobs Engineering Group Inc COM 469814107   74,004 537 SH   DFND 7 537 0 0
Jacobs Engineering Group Inc COM 469814107   7,689,798 55,800 SH   DFND 8 55,300 0 500
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8   11,256,568 9,200,000 PRN   DFND 7 7,800,000 0 1,400,000
Jazz Pharmaceuticals PLC SHS USD G50871105   10,741 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105   8,039,266 51,643 SH   DFND 8 51,643 0 0
JB Hunt Transport Services Inc COM 445658107   347,567 1,731 SH   DFND 7 1,731 0 0
JB Hunt Transport Services Inc COM 445658107   18,512,838 92,200 SH   DFND 8 90,000 0 2,200
JD.com Inc SPON ADR CL A 47215P106   538,075 9,298 SH   DFND   9,298 0 0
JD.com Inc SPON ADR CL A 47215P106   22,803,558 394,048 SH   DFND 8 394,048 0 0
J M Smucker Co/The COM NEW 832696405   717,673 5,300 SH   DFND 11 5,300 0 0
J M Smucker Co/The COM NEW 832696405   337,442 2,492 SH   DFND 7 2,492 0 0
J M Smucker Co/The COM NEW 832696405   23,520,717 173,700 SH   DFND 8 154,700 0 19,000
Johnson Controls International plc SHS G51502105   52,456 800 SH   DFND   800 0 0
Johnson Controls International plc SHS G51502105   734,384 11,200 SH   DFND 11 11,200 0 0
Johnson Controls International plc SHS G51502105   2,352,193 35,873 SH   DFND 7 3,588 0 32,285
Johnson Controls International plc SHS G51502105   22,849,243 348,471 SH   DFND 8 339,371 0 9,100
Johnson & Johnson COM 478160104   498,016 2,810 SH   DFND   2,810 0 0
Johnson & Johnson COM 478160104   5,370,069 30,300 SH   DFND 11 30,300 0 0
Johnson & Johnson COM 478160104   37,335,449 210,661 SH   DFND 7 141,794 0 68,867
Johnson & Johnson COM 478160104   161,828,713 913,100 SH   DFND 8 902,100 0 11,000
Jones Lang LaSalle Inc COM 48020Q107   1,245,192 5,200 SH   DFND 11 4,000 0 1,200
Jones Lang LaSalle Inc COM 48020Q107   11,661,702 48,700 SH   DFND 8 39,300 0 9,400
JOYY Inc ADS REPSTG COM A 46591M109   71,256 1,940 SH   DFND   1,940 0 0
JOYY Inc ADS REPSTG COM A 46591M109   85,618 2,331 SH   DFND 8 2,331 0 0
JPMorgan Chase & Co COM 46625H100   490,616 3,599 SH   DFND   3,599 0 0
JPMorgan Chase & Co COM 46625H100   3,121,728 22,900 SH   DFND 11 22,900 0 0
JPMorgan Chase & Co COM 46625H100   21,336,261 156,516 SH   DFND 7 81,412 0 75,104
JPMorgan Chase & Co COM 46625H100   72,917,568 534,900 SH   DFND 8 504,500 0 30,400
Juniper Networks Inc COM 48203R104   12,188 328 SH   DFND 7 328 0 0
Juniper Networks Inc COM 48203R104   196,948 5,300 SH   DFND 8 5,300 0 0
Karuna Therapeutics Inc COM 48576A100   6,169,601 48,660 SH   DFND 8 48,660 0 0
KB Financial Group Inc SPONSORED ADR 48241A105   709,891 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108   1,218,861 18,900 SH   DFND 11 18,900 0 0
Kellogg Co COM 487836108   207,464 3,217 SH   DFND 7 3,217 0 0
Kellogg Co COM 487836108   70,306,998 1,090,200 SH   DFND 8 1,053,400 0 36,800
Keurig Dr Pepper Inc COM 49271V100   759,213 20,032 SH   DFND 11 20,032 0 0
Keurig Dr Pepper Inc COM 49271V100   130,414 3,441 SH   DFND 7 3,441 0 0
Keurig Dr Pepper Inc COM 49271V100   18,337,650 483,843 SH   DFND 8 479,452 0 4,391
KeyCorp COM 493267108   318,423 14,228 SH   DFND 7 14,228 0 0
KeyCorp COM 493267108   26,947,758 1,204,100 SH   DFND 8 1,079,300 0 124,800
Keysight Technologies Inc COM 49338L103   32,700 207 SH   DFND   207 0 0
Keysight Technologies Inc COM 49338L103   3,760,160 23,803 SH   DFND 7 22,213 0 1,590
Keysight Technologies Inc COM 49338L103   43,963,051 278,300 SH   DFND 8 258,500 0 19,800
Kforce Inc COM 493732101   110,955 1,500 SH   DFND 11 1,500 0 0
Kforce Inc COM 493732101   273,689 3,700 SH   DFND 8 0 0 3,700
Kimberly-Clark Corp COM 494368103   45,323 368 SH   DFND   368 0 0
Kimberly-Clark Corp COM 494368103   1,305,496 10,600 SH   DFND 11 10,600 0 0
Kimberly-Clark Corp COM 494368103   364,800 2,962 SH   DFND 7 2,962 0 0
Kimberly-Clark Corp COM 494368103   29,533,768 239,800 SH   DFND 8 237,700 0 2,100
Kimco Realty Corp COM 49446R109   29,545,868 1,196,189 SH   DFND 10 1,196,189 0 0
Kimco Realty Corp COM 49446R109   234,131 9,479 SH   DFND 7 9,479 0 0
Kinder Morgan Inc COM 49456B101   1,386,330 73,312 SH   DFND 7 73,312 0 0
Kinder Morgan Inc COM 49456B101   5,436,625 287,500 SH   DFND 8 97,200 0 190,300
Kingsoft Cloud Holdings Ltd ADS 49639K101   252,275 41,561 SH   DFND 7 0 0 41,561
Kinsale Capital Group Inc COM 49714P108   547,248 2,400 SH   DFND 11 2,000 0 400
Kinsale Capital Group Inc COM 49714P108   5,882,916 25,800 SH   DFND 8 24,100 0 1,700
KLA Corp COM NEW 482480100   61,132 167 SH   DFND   167 0 0
KLA Corp COM NEW 482480100   878,544 2,400 SH   DFND 11 2,400 0 0
KLA Corp COM NEW 482480100   8,294,920 22,660 SH   DFND 7 21,408 0 1,252
KLA Corp COM NEW 482480100   6,845,322 18,700 SH   DFND 8 18,100 0 600
Knight-Swift Transportation Holdings Inc CL A 499049104   196,794 3,900 SH   DFND 11 3,900 0 0
Knight-Swift Transportation Holdings Inc CL A 499049104   388,542 7,700 SH   DFND 8 3,800 0 3,900
Knowles Corp COM 49926D109   361,704 16,800 SH   DFND 11 12,600 0 4,200
Knowles Corp COM 49926D109   4,155,290 193,000 SH   DFND 8 178,000 0 15,000
Kontoor Brands Inc COM 50050N103   173,670 4,200 SH   DFND 11 3,000 0 1,200
Kontoor Brands Inc COM 50050N103   339,070 8,200 SH   DFND 8 0 0 8,200
Korn Ferry COM NEW 500643200   227,290 3,500 SH   DFND 11 3,500 0 0
Korn Ferry COM NEW 500643200   500,038 7,700 SH   DFND 8 0 0 7,700
Kornit Digital Ltd SHS M6372Q113   25,138 304 SH   DFND   304 0 0
Kornit Digital Ltd SHS M6372Q113   48,596,996 587,701 SH   DFND 8 587,701 0 0
Kraft Heinz Co/The COM 500754106   465,550 11,819 SH   DFND 7 11,819 0 0
Kraft Heinz Co/The COM 500754106   1,478,543 37,536 SH   DFND 8 37,536 0 0
Kroger Co/The COM 501044101   708,290 12,346 SH   DFND 7 12,346 0 0
Kroger Co/The COM 501044101   31,645,292 551,600 SH   DFND 8 519,500 0 32,100
Kulicke & Soffa Industries Inc COM 501242101   492,976 8,800 SH   DFND 11 7,300 0 1,500
Kulicke & Soffa Industries Inc COM 501242101   5,439,542 97,100 SH   DFND 8 88,600 0 8,500
Kura Oncology Inc COM 50127T109   5,975,971 371,640 SH   DFND 8 371,640 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   606,418 2,300 SH   DFND 11 2,300 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   98,609 374 SH   DFND 7 374 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   43,556,632 165,200 SH   DFND 8 160,200 0 5,000
Lam Research Corp COM 512807108   82,792 154 SH   DFND   154 0 0
Lam Research Corp COM 512807108   387,617 721 SH   DFND 7 721 0 0
Lam Research Corp COM 512807108   25,084,345 46,659 SH   DFND 8 45,559 0 1,100
Lands' End Inc COM 51509F105   108,288 6,400 SH   DFND 11 4,700 0 1,700
Lands' End Inc COM 51509F105   60,912 3,600 SH   DFND 8 3,600 0 0
Landstar System Inc COM 515098101   588,237 3,900 SH   DFND 11 3,700 0 200
Landstar System Inc COM 515098101   3,981,912 26,400 SH   DFND 8 15,500 0 10,900
Laredo Petroleum Inc COM 516806205   142,452 1,800 SH   DFND 11 1,300 0 500
Laredo Petroleum Inc COM 516806205   2,018,070 25,500 SH   DFND 8 22,600 0 2,900
Las Vegas Sands Corp COM 517834107   973,383 25,042 SH   DFND 7 1,923 0 23,119
Las Vegas Sands Corp COM 517834107   21,844,785 561,996 SH   DFND 8 560,096 0 1,900
Lattice Semiconductor Corp COM 518415104   1,097,100 18,000 SH   DFND 11 13,700 0 4,300
Lattice Semiconductor Corp COM 518415104   39,946,630 655,400 SH   DFND 8 627,900 0 27,500
LAVA Therapeutics NV SHS N51517105   1,020,298 231,886 SH   DFND 8 231,886 0 0
LCI Industries COM 50189K103   4,879,070 47,000 SH   DFND 7 47,000 0 0
LCI Industries NOTE 1.125% 5/1 501812AB7   8,646,026 9,400,000 PRN   DFND 7 7,971,000 0 1,429,000
Lear Corp COM NEW 521865204   203,333 1,426 SH   DFND 7 1,426 0 0
Lennar Corp CL A 526057104   460,072 5,668 SH   DFND 7 5,668 0 0
Lennox International Inc COM 526107107   4,177,332 16,200 SH   DFND 8 16,200 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302   43,681 20,900 SH   DFND 8 20,900 0 0
LGI Homes Inc COM 50187T106   332,112 3,400 SH   DFND 8 0 0 3,400
Li Auto Inc SPONSORED ADS 50202M102   1,220,503 47,288 SH   DFND   34,088 0 13,200
Li Auto Inc SPONSORED ADS 50202M102   11,475,720 444,623 SH   DFND 8 444,623 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409   754,215 16,500 SH   DFND 11 16,500 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409   1,101,611 24,100 SH   DFND 8 0 0 24,100
Li-Cycle Holdings Corp COMMON SHARES 50202P105   23,871 2,825 SH   DFND   2,825 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105   8,013,338 948,324 SH   DFND 8 948,324 0 0
Life Storage Inc COM 53223X107   16,319,792 116,213 SH   DFND 10 116,213 0 0
Life Storage Inc COM 53223X107   55,610 396 SH   DFND 7 396 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107   260,153 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104   2,644,294 180,129 SH   DFND 7 171,711 0 8,418
Lincoln National Corp COM 534187109   19,739 302 SH   DFND 7 302 0 0
Lincoln National Corp COM 534187109   17,817,136 272,600 SH   DFND 8 248,200 0 24,400
Linde PLC SHS G5494J103   180,159 564 SH   DFND   564 0 0
Linde PLC SHS G5494J103   217,217,830 680,017 SH   DFND 7 380,851 0 299,166
Linde PLC SHS G5494J103   31,254,948 97,846 SH   DFND 8 93,346 0 4,500
Liquidity Services Inc COM 53635B107   114,704 6,700 SH   DFND 11 4,900 0 1,800
Liquidity Services Inc COM 53635B107   109,568 6,400 SH   DFND 8 0 0 6,400
LKQ Corp COM 501889208   290,806 6,404 SH   DFND 7 6,404 0 0
LKQ Corp COM 501889208   2,997,060 66,000 SH   DFND 8 66,000 0 0
Lockheed Martin Corp COM 539830109   54,292 123 SH   DFND   123 0 0
Lockheed Martin Corp COM 539830109   3,222,220 7,300 SH   DFND 11 7,300 0 0
Loews Corp COM 540424108   557,452 8,600 SH   DFND 11 8,600 0 0
Loews Corp COM 540424108   210,795 3,252 SH   DFND 7 3,252 0 0
Loews Corp COM 540424108   38,684,576 596,800 SH   DFND 8 588,700 0 8,100
Logitech International SA SHS H50430232   36,893,394 500,046 SH   DFND 7 103,957 0 396,089
Logitech International SA SHS H50430232   670,513 9,088 SH   DFND 8 7,932 0 1,156
Louisiana-Pacific Corp COM 546347105   757,864 12,200 SH   DFND 11 8,900 0 3,300
Louisiana-Pacific Corp COM 546347105   23,804,384 383,200 SH   DFND 8 355,600 0 27,600
Lowe's Cos Inc COM 548661107   160,337 793 SH   DFND   793 0 0
Lowe's Cos Inc COM 548661107   2,001,681 9,900 SH   DFND 11 9,900 0 0
Lowe's Cos Inc COM 548661107   7,645,410 37,813 SH   DFND 7 14,976 0 22,837
Lowe's Cos Inc COM 548661107   114,375,850 565,685 SH   DFND 8 536,600 0 29,085
Lufax Holding Ltd ADS REP SHS CL A 54975P102   12,811 2,300 SH   DFND   2,300 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102   6,582,921 1,181,853 SH   DFND 7 1,181,853 0 0
Lululemon Athletica Inc COM 550021109   56,976 156 SH   DFND   156 0 0
Lululemon Athletica Inc COM 550021109   159,606 437 SH   DFND 7 437 0 0
Lululemon Athletica Inc COM 550021109   25,528,481 69,897 SH   DFND 8 69,597 0 300
Lumen Technologies Inc COM 550241103   9,906 879 SH   DFND 7 879 0 0
Lumen Technologies Inc COM 550241103   11,027,695 978,500 SH   DFND 8 948,000 0 30,500
Lument Finance Trust Inc COM 55025L108   9,153,737 3,340,780 SH   DFND   3,340,780 0 0
Lumentum Holdings Inc COM 55024U109   62,280,317 638,118 SH   DFND 8 638,118 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1   7,533,861 6,467,000 PRN   DFND 7 5,489,000 0 978,000
LyondellBasell Industries NV SHS - A - N53745100   199,368 1,939 SH   DFND 7 269 0 1,670
LyondellBasell Industries NV SHS - A - N53745100   44,407,958 431,900 SH   DFND 8 426,800 0 5,100
MacroGenics Inc COM 556099109   22,025 2,500 SH   DFND 11 0 0 2,500
MacroGenics Inc COM 556099109   1,646,589 186,900 SH   DFND 8 186,900 0 0
Macy's Inc COM 55616P104   82,824 3,400 SH   DFND 11 3,400 0 0
Macy's Inc COM 55616P104   908,628 37,300 SH   DFND 8 37,300 0 0
Magic Software Enterprises Ltd ORD 559166103   1,060,558 61,553 SH   DFND 8 61,553 0 0
Magna International Inc COM 559222401   5,266,667 81,895 SH   DFND 7 37,695 0 44,200
Main Street Capital Corp COM 56035L104   417,872 9,800 SH   DFND 11 7,500 0 2,300
Main Street Capital Corp COM 56035L104   392,288 9,200 SH   DFND 8 0 0 9,200
Manhattan Associates Inc COM 562750109   1,359,358 9,800 SH   DFND 8 9,800 0 0
ManpowerGroup Inc COM 56418H100   657,440 7,000 SH   DFND 11 5,200 0 1,800
ManpowerGroup Inc COM 56418H100   17,797,840 189,500 SH   DFND 8 175,100 0 14,400
Manulife Financial Corp COM 56501R106   46,714 2,188 SH   DFND   2,188 0 0
Manulife Financial Corp COM 56501R106   1,814,750 85,000 SH   DFND 11 85,000 0 0
Manulife Financial Corp COM 56501R106   259,595 12,159 SH   DFND 7 12,159 0 0
Manulife Financial Corp COM 56501R106   28,594,546 1,339,323 SH   DFND 8 1,146,923 0 192,400
Marathon Oil Corp COM 565849106   808,542 32,200 SH   DFND 11 25,200 0 7,000
Marathon Oil Corp COM 565849106   3,969,891 158,100 SH   DFND 8 122,400 0 35,700
Marathon Petroleum Corp COM 56585A102   62,672 733 SH   DFND   733 0 0
Marathon Petroleum Corp COM 56585A102   2,823,467 33,023 SH   DFND 7 33,023 0 0
Marathon Petroleum Corp COM 56585A102   991,800 11,600 SH   DFND 8 0 0 11,600
Marcus Corp/The COM 566330106   118,590 6,700 SH   DFND 11 5,000 0 1,700
Marcus Corp/The COM 566330106   1,594,770 90,100 SH   DFND 8 90,100 0 0
MarineMax Inc COM 567908108   140,910 3,500 SH   DFND 11 2,500 0 1,000
MarineMax Inc COM 567908108   112,728 2,800 SH   DFND 8 0 0 2,800
Markel Corp COM 570535104   118,019 80 SH   DFND 11 80 0 0
Markel Corp COM 570535104   100,316 68 SH   DFND 7 68 0 0
Markel Corp COM 570535104   20,343,560 13,790 SH   DFND 8 13,440 0 350
MarketAxess Holdings Inc COM 57060D108   108,184 318 SH   DFND 7 318 0 0
MarketAxess Holdings Inc COM 57060D108   15,002,820 44,100 SH   DFND 8 38,400 0 5,700
Marriott International Inc/MD CL A 571903202   50,792 289 SH   DFND   289 0 0
Marriott International Inc/MD CL A 571903202   49,034 279 SH   DFND 7 279 0 0
Marriott International Inc/MD CL A 571903202   351,500 2,000 SH   DFND 8 0 0 2,000
Marriott Vacations Worldwide Corp COM 57164Y107   851,580 5,400 SH   DFND 11 4,100 0 1,300
Marriott Vacations Worldwide Corp COM 57164Y107   9,083,520 57,600 SH   DFND 8 52,400 0 5,200
Marsh & McLennan Cos Inc COM 571748102   97,480 572 SH   DFND   572 0 0
Marsh & McLennan Cos Inc COM 571748102   3,101,644 18,200 SH   DFND 11 18,200 0 0
Marsh & McLennan Cos Inc COM 571748102   139,233 817 SH   DFND 7 817 0 0
Marsh & McLennan Cos Inc COM 571748102   28,664,644 168,200 SH   DFND 8 159,900 0 8,300
Martin Marietta Materials Inc COM 573284106   24,248 63 SH   DFND 7 63 0 0
Martin Marietta Materials Inc COM 573284106   3,810,411 9,900 SH   DFND 8 9,700 0 200
Marvell Technology Inc COM 573874104   54,643 762 SH   DFND   762 0 0
Marvell Technology Inc COM 573874104   456,721 6,369 SH   DFND 7 832 0 5,537
Marvell Technology Inc COM 573874104   57,841,286 806,600 SH   DFND 8 804,850 0 1,750
Masco Corp COM 574599106   265,200 5,200 SH   DFND 11 5,200 0 0
Masco Corp COM 574599106   131,172 2,572 SH   DFND 7 2,572 0 0
Masco Corp COM 574599106   19,930,800 390,800 SH   DFND 8 383,900 0 6,900
MasTec Inc COM 576323109   1,654,900 19,000 SH   DFND 10 19,000 0 0
Mastercard Inc CL A 57636Q104   3,153,521 8,824 SH   DFND   8,824 0 0
Mastercard Inc CL A 57636Q104   2,787,564 7,800 SH   DFND 11 7,800 0 0
Mastercard Inc CL A 57636Q104   91,052,204 254,777 SH   DFND 7 223,539 0 31,238
Mastercard Inc CL A 57636Q104   66,823,985 186,983 SH   DFND 8 178,283 0 8,700
Matador Resources Co COM 576485205   328,476 6,200 SH   DFND 11 4,800 0 1,400
Matador Resources Co COM 576485205   1,933,770 36,500 SH   DFND 8 34,100 0 2,400
Match Group Inc COM 57667L107   31,535 290 SH   DFND   290 0 0
Match Group Inc COM 57667L107   165,720 1,524 SH   DFND 7 1,524 0 0
Match Group Inc COM 57667L107   21,031,621 193,412 SH   DFND 8 193,412 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   838,320 8,400 SH   DFND 11 8,400 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   119,061 1,193 SH   DFND 7 1,193 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   17,325,280 173,600 SH   DFND 8 172,200 0 1,400
McDonald's Corp COM 580135101   197,824 800 SH   DFND   800 0 0
McDonald's Corp COM 580135101   7,803,168 31,556 SH   DFND 7 1,941 0 29,615
McDonald's Corp COM 580135101   12,141,448 49,100 SH   DFND 8 41,900 0 7,200
McKesson Corp COM 58155Q103   49,593 162 SH   DFND   162 0 0
McKesson Corp COM 58155Q103   1,040,842 3,400 SH   DFND 11 3,400 0 0
McKesson Corp COM 58155Q103   47,144 154 SH   DFND 7 154 0 0
McKesson Corp COM 58155Q103   65,182,118 212,923 SH   DFND 8 212,223 0 700
MDU Resources Group Inc COM 552690109   922,090 34,600 SH   DFND 11 27,300 0 7,300
MDU Resources Group Inc COM 552690109   602,290 22,600 SH   DFND 8 0 0 22,600
Medical Properties Trust Inc COM 58463J304   38,496 1,821 SH   DFND 7 1,821 0 0
Medical Properties Trust Inc COM 58463J304   1,494,598 70,700 SH   DFND 8 70,700 0 0
Medifast Inc COM 58470H101   187,858 1,100 SH   DFND 11 800 0 300
Medifast Inc COM 58470H101   1,673,644 9,800 SH   DFND 8 6,400 0 3,400
MEDNAX Inc COM 58502B106   159,664 6,800 SH   DFND 11 5,200 0 1,600
MEDNAX Inc COM 58502B106   169,056 7,200 SH   DFND 8 0 0 7,200
Medpace Holdings Inc COM 58506Q109   278,103 1,700 SH   DFND 11 1,700 0 0
Medpace Holdings Inc COM 58506Q109   1,406,874 8,600 SH   DFND 8 5,300 0 3,300
Medtronic PLC SHS G5960L103   178,075 1,605 SH   DFND   1,605 0 0
Medtronic PLC SHS G5960L103   17,652,478 159,103 SH   DFND 7 114,084 0 45,019
Medtronic PLC SHS G5960L103   38,744,739 349,209 SH   DFND 8 338,009 0 11,200
MercadoLibre Inc COM 58733R102   53,527 45 SH   DFND   45 0 0
MercadoLibre Inc COM 58733R102   24,855,374 20,896 SH   DFND 7 20,896 0 0
MercadoLibre Inc COM 58733R102   475,792 400 SH   DFND 8 0 0 400
Merck & Co Inc COM 58933Y105   210,265 2,825 SH   DFND   2,825 0 0
Merck & Co Inc COM 58933Y105   2,612,493 35,100 SH   DFND 11 35,100 0 0
Merck & Co Inc COM 58933Y105   7,506,935 100,859 SH   DFND 7 39,459 0 61,400
Merck & Co Inc COM 58933Y105   173,310,329 2,328,501 SH   DFND 8 2,308,301 0 20,200
Mersana Therapeutics Inc COM 59045L106   43,092 10,800 SH   DFND 8 10,800 0 0
Merus NV COM N5749R100   6,009,812 227,300 SH   DFND 8 227,300 0 0
Meta Platforms Inc CL A 30303M102   2,004,575 9,015 SH   DFND   9,015 0 0
Meta Platforms Inc CL A 30303M102   2,796,399 12,576 SH   DFND 11 12,576 0 0
Meta Platforms Inc CL A 30303M102   49,733,260 223,661 SH   DFND 7 157,790 0 65,871
Meta Platforms Inc CL A 30303M102   211,908,191 952,996 SH   DFND 8 946,030 0 6,966
MetLife Inc COM 59156R108   56,224 800 SH   DFND   800 0 0
MetLife Inc COM 59156R108   1,370,460 19,500 SH   DFND 11 19,500 0 0
MetLife Inc COM 59156R108   200,649 2,855 SH   DFND 7 1,607 0 1,248
MetLife Inc COM 59156R108   8,630,384 122,800 SH   DFND 8 112,800 0 10,000
Mettler-Toledo International Inc COM 592688105   35,703 26 SH   DFND   26 0 0
Mettler-Toledo International Inc COM 592688105   1,098,552 800 SH   DFND 11 800 0 0
Mettler-Toledo International Inc COM 592688105   11,923,409 8,683 SH   DFND 7 8,634 0 49
Mettler-Toledo International Inc COM 592688105   44,345,798 32,294 SH   DFND 8 31,200 0 1,094
MGM Resorts International COM 552953101   71,927 1,715 SH   DFND 7 1,715 0 0
MGM Resorts International COM 552953101   280,998 6,700 SH   DFND 8 0 0 6,700
MGP Ingredients Inc COM 55303J106   9,115,078 106,497 SH   DFND 7 106,497 0 0
Microchip Technology Inc COM 595017104   45,610 607 SH   DFND   607 0 0
Microchip Technology Inc COM 595017104   42,078 560 SH   DFND 7 560 0 0
Microchip Technology Inc COM 595017104   109,001,315 1,450,643 SH   DFND 8 1,441,462 0 9,181
Microchip Technology Inc NOTE 0.125%11/1 595017AU8   6,383,888 5,550,000 PRN   DFND 7 4,700,000 0 850,000
Micron Technology Inc COM 595112103   88,016 1,130 SH   DFND   1,130 0 0
Micron Technology Inc COM 595112103   2,403,296 30,855 SH   DFND 7 1,129 0 29,726
Micron Technology Inc COM 595112103   49,087,602 630,217 SH   DFND 8 584,342 0 45,875
Microsoft Corp COM 594918104   5,889,338 19,102 SH   DFND   19,102 0 0
Microsoft Corp COM 594918104   17,228,054 55,879 SH   DFND 11 55,879 0 0
Microsoft Corp COM 594918104   256,773,517 832,842 SH   DFND 7 540,430 0 292,412
Microsoft Corp COM 594918104   1,029,242,064 3,338,335 SH   DFND 8 3,300,035 0 38,300
Mid-America Apartment Communities Inc COM 59522J103   10,001,656 47,752 SH   DFND 10 47,752 0 0
Mid-America Apartment Communities Inc COM 59522J103   879,690 4,200 SH   DFND 11 4,200 0 0
Mid-America Apartment Communities Inc COM 59522J103   529,909 2,530 SH   DFND 7 2,530 0 0
Mid-America Apartment Communities Inc COM 59522J103   8,524,615 40,700 SH   DFND 8 40,700 0 0
M/I Homes Inc COM 55305B101   1,020,050 23,000 SH   DFND 8 23,000 0 0
Minerals Technologies Inc COM 603158106   377,055 5,700 SH   DFND 11 4,700 0 1,000
Minerals Technologies Inc COM 603158106   4,564,350 69,000 SH   DFND 8 63,600 0 5,400
Mirati Therapeutics Inc COM 60468T105   2,404,113 29,240 SH   DFND 8 29,240 0 0
Mirum Pharmaceuticals Inc COM 604749101   21,663,915 983,829 SH   DFND 8 983,829 0 0
Moderna Inc COM 60770K107   81,479 473 SH   DFND   473 0 0
Moderna Inc COM 60770K107   21,898,725 127,126 SH   DFND 8 126,426 0 700
Modine Manufacturing Co COM 607828100   100,011 11,100 SH   DFND 11 8,400 0 2,700
Modine Manufacturing Co COM 607828100   901,000 100,000 SH   DFND 8 100,000 0 0
Molina Healthcare Inc COM 60855R100   442,340 1,326 SH   DFND 7 1,326 0 0
Molina Healthcare Inc COM 60855R100   11,775,727 35,300 SH   DFND 8 34,900 0 400
Mondelez International Inc CL A 609207105   91,847 1,463 SH   DFND   1,463 0 0
Mondelez International Inc CL A 609207105   5,990,844 95,426 SH   DFND 7 1,973 0 93,453
Mondelez International Inc CL A 609207105   20,274,550 322,946 SH   DFND 8 309,500 0 13,446
Monolithic Power Systems Inc COM 609839105   388,544 800 SH   DFND 11 700 0 100
Monolithic Power Systems Inc COM 609839105   5,157,922 10,620 SH   DFND 7 9,815 0 805
Monolithic Power Systems Inc COM 609839105   44,925,400 92,500 SH   DFND 8 85,200 0 7,300
Monster Beverage Corp COM 61174X109   32,040 401 SH   DFND   401 0 0
Monster Beverage Corp COM 61174X109   327,590 4,100 SH   DFND 11 4,100 0 0
Monster Beverage Corp COM 61174X109   28,764 360 SH   DFND 7 360 0 0
Monster Beverage Corp COM 61174X109   35,879,095 449,050 SH   DFND 8 449,050 0 0
Moody's Corp COM 615369105   63,096 187 SH   DFND   187 0 0
Moody's Corp COM 615369105   1,619,568 4,800 SH   DFND 11 4,800 0 0
Moody's Corp COM 615369105   66,582,128 197,333 SH   DFND 7 144,188 0 53,145
Moody's Corp COM 615369105   32,290,137 95,700 SH   DFND 8 93,400 0 2,300
Moog Inc CL A 615394202   439,000 5,000 SH   DFND 11 4,100 0 900
Moog Inc CL A 615394202   974,580 11,100 SH   DFND 8 6,300 0 4,800
Morgan Stanley COM NEW 617446448   158,107 1,809 SH   DFND   1,809 0 0
Morgan Stanley COM NEW 617446448   26,641,705 304,825 SH   DFND 7 198,393 0 106,432
Morgan Stanley COM NEW 617446448   25,530,239 292,108 SH   DFND 8 288,908 0 3,200
Mosaic Co/The COM 61945C103   2,347,450 35,300 SH   DFND 11 28,800 0 6,500
Mosaic Co/The COM 61945C103   26,600 400 SH   DFND 7 400 0 0
Mosaic Co/The COM 61945C103   46,097,800 693,200 SH   DFND 8 610,600 0 82,600
Motorola Solutions Inc COM NEW 620076307   45,049 186 SH   DFND   186 0 0
Motorola Solutions Inc COM NEW 620076307   993,020 4,100 SH   DFND 11 4,100 0 0
Motorola Solutions Inc COM NEW 620076307   387,036 1,598 SH   DFND 7 1,598 0 0
Motorola Solutions Inc COM NEW 620076307   21,601,091 89,187 SH   DFND 8 88,287 0 900
MSA Safety Inc COM 553498106   4,314,342 32,512 SH   DFND 8 32,512 0 0
MSCI Inc COM 55354G100   48,276 96 SH   DFND   96 0 0
MSCI Inc COM 55354G100   1,508,640 3,000 SH   DFND 11 3,000 0 0
MSCI Inc COM 55354G100   95,092,094 189,095 SH   DFND 7 169,116 0 19,979
MSCI Inc COM 55354G100   22,273,561 44,292 SH   DFND 8 43,600 0 692
MSC Industrial Direct Co Inc CL A 553530106   451,613 5,300 SH   DFND 8 0 0 5,300
M&T Bank Corp COM 55261F104   437,988 2,584 SH   DFND 7 2,584 0 0
MYR Group Inc COM 55405W104   235,100 2,500 SH   DFND 11 1,900 0 600
MYR Group Inc COM 55405W104   3,225,572 34,300 SH   DFND 8 31,400 0 2,900
Nasdaq Inc COM 631103108   908,820 5,100 SH   DFND 11 5,100 0 0
Nasdaq Inc COM 631103108   103,356 580 SH   DFND 7 580 0 0
Nasdaq Inc COM 631103108   15,022,260 84,300 SH   DFND 8 83,800 0 500
National HealthCare Corp COM 635906100   14,046 200 SH   DFND 11 200 0 0
National HealthCare Corp COM 635906100   189,621 2,700 SH   DFND 8 0 0 2,700
National Vision Holdings Inc COM 63845R107   4,809,213 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107   5,175,201 118,779 SH   DFND 8 118,779 0 0
Natus Medical Inc COM 639050103   210,240 8,000 SH   DFND 11 6,000 0 2,000
Natus Medical Inc COM 639050103   1,892,712 72,021 SH   DFND 8 65,721 0 6,300
NCR Corp COM 62886E108   421,995 10,500 SH   DFND 11 10,500 0 0
NCR Corp COM 62886E108   2,829,376 70,400 SH   DFND 8 53,300 0 17,100
Nektar Therapeutics COM 640268108   115,346 21,400 SH   DFND 11 17,100 0 4,300
Nektar Therapeutics COM 640268108   163,317 30,300 SH   DFND 8 0 0 30,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6   3,268,741 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104   116,200 1,400 SH   DFND 11 1,400 0 0
NetApp Inc COM 64110D104   441,975 5,325 SH   DFND 7 5,325 0 0
NetApp Inc COM 64110D104   6,316,300 76,100 SH   DFND 8 62,700 0 13,400
NetEase Inc SPONSORED ADS 64110W102   1,697,024 18,921 SH   DFND   14,057 0 4,864
NetEase Inc SPONSORED ADS 64110W102   18,038,184 201,117 SH   DFND 8 201,117 0 0
Netflix Inc COM 64110L106   170,813 456 SH   DFND   456 0 0
Netflix Inc COM 64110L106   1,262,743 3,371 SH   DFND 11 3,371 0 0
Netflix Inc COM 64110L106   631,559 1,686 SH   DFND 7 447 0 1,239
Netflix Inc COM 64110L106   65,424,016 174,655 SH   DFND 8 165,970 0 8,685
NetScout Systems Inc COM 64115T104   413,832 12,900 SH   DFND 11 9,700 0 3,200
NetScout Systems Inc COM 64115T104   5,030,144 156,800 SH   DFND 8 145,200 0 11,600
Neurocrine Biosciences Inc COM 64125C109   5,500,125 58,668 SH   DFND 8 58,668 0 0
Newell Brands Inc COM 651229106   53,846 2,515 SH   DFND 11 115 0 2,400
Newell Brands Inc COM 651229106   8,286 387 SH   DFND 7 387 0 0
Newell Brands Inc COM 651229106   8,215,017 383,700 SH   DFND 8 372,600 0 11,100
Newmont Corp COM 651639106   64,990 818 SH   DFND   818 0 0
Newmont Corp COM 651639106   41,769,646 525,735 SH   DFND 7 523,191 0 2,544
Newmont Corp COM 651639106   3,543,470 44,600 SH   DFND 8 42,900 0 1,700
New Relic Inc COM 64829B100   26,954,981 403,035 SH   DFND 8 395,028 0 8,007
Newtek Business Services Corp COM NEW 652526203   16,020 600 SH   DFND 11 600 0 0
Newtek Business Services Corp COM NEW 652526203   795,660 29,800 SH   DFND 8 29,800 0 0
New York Community Bancorp Inc COM 649445103   1,217,792 113,600 SH   DFND 8 36,600 0 77,000
NexPoint Residential Trust Inc COM 65341D102   352,209 3,900 SH   DFND 11 3,200 0 700
NexPoint Residential Trust Inc COM 65341D102   2,853,796 31,600 SH   DFND 8 27,700 0 3,900
NextEra Energy Inc COM 65339F101   317,493 3,748 SH   DFND   3,748 0 0
NextEra Energy Inc COM 65339F101   5,607,802 66,200 SH   DFND 10 66,200 0 0
NextEra Energy Inc COM 65339F101   34,151,006 403,152 SH   DFND 7 149,720 0 253,432
NextEra Energy Inc COM 65339F101   115,769,176 1,366,653 SH   DFND 8 1,361,853 0 4,800
NextGen Healthcare Inc COM 65343C102   284,376 13,600 SH   DFND 11 11,400 0 2,200
NextGen Healthcare Inc COM 65343C102   3,431,331 164,100 SH   DFND 8 153,400 0 10,700
NGM Biopharmaceuticals Inc COM 62921N105   6,256,587 410,268 SH   DFND 8 410,268 0 0
Nice Ltd NOTE 9/1 653656AB4   7,373,820 6,850,000 PRN   DFND 7 5,680,000 0 1,170,000
Nielsen Holdings PLC SHS EUR G6518L108   1,179,492 43,300 SH   DFND 11 34,500 0 8,800
Nielsen Holdings PLC SHS EUR G6518L108   27,362,580 1,004,500 SH   DFND 8 921,500 0 83,000
NIKE Inc CL B 654106103   2,497,434 18,560 SH   DFND   18,560 0 0
NIKE Inc CL B 654106103   1,251,408 9,300 SH   DFND 11 9,300 0 0
NIKE Inc CL B 654106103   50,289,512 373,733 SH   DFND 7 298,089 0 75,644
NIKE Inc CL B 654106103   69,902,305 519,488 SH   DFND 8 507,488 0 12,000
NIO Inc SPON ADS 62914V106   2,033,241 96,591 SH   DFND   69,913 0 26,678
NIO Inc SPON ADS 62914V106   17,495,581 831,144 SH   DFND 8 831,144 0 0
Niu Technologies ADS 65481N100   1,228,230 127,146 SH   DFND 7 127,146 0 0
Nordstrom Inc COM 655664100   422,916 15,600 SH   DFND 11 12,600 0 3,000
Nordstrom Inc COM 655664100   450,026 16,600 SH   DFND 8 0 0 16,600
Norfolk Southern Corp COM 655844108   77,865 273 SH   DFND   273 0 0
Norfolk Southern Corp COM 655844108   941,226 3,300 SH   DFND 11 3,300 0 0
Norfolk Southern Corp COM 655844108   5,877,243 20,606 SH   DFND 7 12,615 0 7,991
Norfolk Southern Corp COM 655844108   28,778,698 100,900 SH   DFND 8 97,600 0 3,300
Northern Trust Corp COM 665859104   1,432,335 12,300 SH   DFND 11 12,300 0 0
Northern Trust Corp COM 665859104   267,835 2,300 SH   DFND 7 2,300 0 0
Northern Trust Corp COM 665859104   22,207,015 190,700 SH   DFND 8 188,800 0 1,900
Northrop Grumman Corp COM 666807102   39,355 88 SH   DFND   88 0 0
Northrop Grumman Corp COM 666807102   1,833,602 4,100 SH   DFND 11 4,100 0 0
NortonLifeLock Inc COM 668771108   34,476 1,300 SH   DFND 11 1,300 0 0
NortonLifeLock Inc COM 668771108   19,331,887 728,955 SH   DFND 7 698,866 0 30,089
NortonLifeLock Inc COM 668771108   43,689,048 1,647,400 SH   DFND 8 1,562,100 0 85,300
Novanta Inc COM 67000B104   9,391,140 66,000 SH   DFND 7 66,000 0 0
Novanta Inc COM 67000B104   72,104,177 506,741 SH   DFND 8 506,741 0 0
Novocure Ltd ORD SHS G6674U108   845,070 10,200 SH   DFND 8 10,200 0 0
Novo Nordisk A/S ADR 670100205   210,662 1,897 SH   DFND   1,897 0 0
Nu Skin Enterprises Inc CL A 67018T105   402,192 8,400 SH   DFND 11 6,400 0 2,000
Nu Skin Enterprises Inc CL A 67018T105   4,208,652 87,900 SH   DFND 8 80,000 0 7,900
Nutrien Ltd COM 67077M108   61,250 589 SH   DFND   589 0 0
Nutrien Ltd COM 67077M108   634,339 6,100 SH   DFND 11 6,100 0 0
Nutrien Ltd COM 67077M108   8,140,545 78,282 SH   DFND 7 11,519 0 66,763
Nutrien Ltd COM 67077M108   29,585,155 284,500 SH   DFND 8 275,600 0 8,900
NuVasive Inc COM 670704105   1,158,948 20,440 SH   DFND 7 0 0 20,440
NVIDIA Corp COM 67066G104   718,713 2,634 SH   DFND   2,634 0 0
NVIDIA Corp COM 67066G104   44,892,292 164,525 SH   DFND 7 141,962 0 22,563
NVIDIA Corp COM 67066G104   275,916,851 1,011,203 SH   DFND 8 967,324 0 43,879
NVR Inc COM 62944T105   335,045 75 SH   DFND 7 75 0 0
NVR Inc COM 62944T105   3,886,525 870 SH   DFND 8 870 0 0
NXP Semiconductors NV COM N6596X109   54,969 297 SH   DFND   297 0 0
NXP Semiconductors NV COM N6596X109   188,967 1,021 SH   DFND 11 1,021 0 0
NXP Semiconductors NV COM N6596X109   3,209,472 17,341 SH   DFND 7 17,341 0 0
NXP Semiconductors NV COM N6596X109   100,980,018 545,602 SH   DFND 8 545,002 0 600
Nyxoah SA SHS B6S7WD106   3,563,868 186,200 SH   DFND 7 186,200 0 0
Occidental Petroleum Corp COM 674599105   2,682,781 47,282 SH   DFND 7 31,878 0 15,404
Oceaneering International Inc COM 675232102   286,524 18,900 SH   DFND 11 15,700 0 3,200
Oceaneering International Inc COM 675232102   3,465,576 228,600 SH   DFND 8 210,500 0 18,100
ODP Corp/The COM 88337F105   362,057 7,900 SH   DFND 11 6,000 0 1,900
ODP Corp/The COM 88337F105   2,245,670 49,000 SH   DFND 8 44,000 0 5,000
Okta Inc CL A 679295105   25,211,679 167,009 SH   DFND 8 164,272 0 2,737
Okta Inc NOTE 0.375% 6/1 679295AF2   9,066,242 9,236,000 PRN   DFND 7 7,964,000 0 1,272,000
Old Dominion Freight Line Inc COM 679580100   34,050 114 SH   DFND   114 0 0
Old Dominion Freight Line Inc COM 679580100   1,821,948 6,100 SH   DFND 11 6,100 0 0
Old Dominion Freight Line Inc COM 679580100   313,913 1,051 SH   DFND 7 1,051 0 0
Old Dominion Freight Line Inc COM 679580100   20,945,234 70,126 SH   DFND 8 69,226 0 900
Olin Corp COM PAR $1 680665205   6,545,456 125,200 SH   DFND 8 102,500 0 22,700
Omnicom Group Inc COM 681919106   189,452 2,232 SH   DFND 7 2,232 0 0
Omnicom Group Inc COM 681919106   27,798,200 327,500 SH   DFND 8 321,900 0 5,600
OneMain Holdings Inc COM 68268W103   1,431,782 30,200 SH   DFND 8 20,900 0 9,300
ONEOK Inc COM 682680103   1,178,603 16,687 SH   DFND 7 16,687 0 0
ONEOK Inc COM 682680103   3,460,870 49,000 SH   DFND 8 8,400 0 40,600
OneSpaWorld Holdings Ltd COM P73684113   12,351,782 1,210,959 SH   DFND 8 1,210,959 0 0
ON Semiconductor Corp COM 682189105   25,044 400 SH   DFND 11 400 0 0
ON Semiconductor Corp COM 682189105   153,646,630 2,454,027 SH   DFND 8 2,438,555 0 15,472
Open Text Corp COM 683715106   11,618 274 SH   DFND 7 274 0 0
Open Text Corp COM 683715106   2,226,000 52,500 SH   DFND 8 52,500 0 0
OPKO Health Inc COM 68375N103   184,728 53,700 SH   DFND 11 53,700 0 0
OPKO Health Inc COM 68375N103   1,315,456 382,400 SH   DFND 8 319,400 0 63,000
Option Care Health Inc COM NEW 68404L201   285,600 10,000 SH   DFND 11 8,600 0 1,400
Option Care Health Inc COM NEW 68404L201   3,841,320 134,500 SH   DFND 8 126,500 0 8,000
Oracle Corp COM 68389X105   3,449,841 41,700 SH   DFND 11 41,700 0 0
Oracle Corp COM 68389X105   31,569,603 381,598 SH   DFND 7 279,105 0 102,493
Oracle Corp COM 68389X105   165,451,479 1,999,897 SH   DFND 8 1,925,551 0 74,346
OraSure Technologies Inc COM 68554V108   104,412 15,400 SH   DFND 11 11,600 0 3,800
OraSure Technologies Inc COM 68554V108   1,454,310 214,500 SH   DFND 8 214,500 0 0
O'Reilly Automotive Inc COM 67103H107   52,742 77 SH   DFND   77 0 0
O'Reilly Automotive Inc COM 67103H107   1,441,841 2,105 SH   DFND 11 2,105 0 0
O'Reilly Automotive Inc COM 67103H107   265,080 387 SH   DFND 7 387 0 0
O'Reilly Automotive Inc COM 67103H107   34,895,287 50,945 SH   DFND 8 50,102 0 843
Orion Office REIT Inc COM 68629Y103   547,092 39,078 SH   DFND 10 39,078 0 0
Orion Office REIT Inc COM 68629Y103   2,772 198 SH   DFND 7 198 0 0
Orthofix Medical Inc COM 68752M108   130,800 4,000 SH   DFND 11 3,100 0 900
Orthofix Medical Inc COM 68752M108   215,820 6,600 SH   DFND 8 2,800 0 3,800
Oshkosh Corp COM 688239201   432,795 4,300 SH   DFND 8 4,300 0 0
OSI Systems Inc COM 671044105   314,944 3,700 SH   DFND 11 2,900 0 800
OSI Systems Inc COM 671044105   3,711,232 43,600 SH   DFND 8 40,900 0 2,700
Otis Worldwide Corp COM 68902V107   11,397,526 148,116 SH   DFND 7 131,771 0 16,345
Outfront Media Inc COM 69007J106   392,334 13,800 SH   DFND 11 11,300 0 2,500
Outfront Media Inc COM 69007J106   7,343,469 258,300 SH   DFND 8 244,500 0 13,800
Ovintiv Inc COM 69047Q102   4,828,451 89,300 SH   DFND 8 89,300 0 0
Owens Corning COM 690742101   73,200 800 SH   DFND 11 800 0 0
Owens Corning COM 690742101   24,897,150 272,100 SH   DFND 8 255,000 0 17,100
Owens & Minor Inc COM 690732102   479,818 10,900 SH   DFND 11 8,700 0 2,200
Owens & Minor Inc COM 690732102   6,726,256 152,800 SH   DFND 8 130,000 0 22,800
Oxford Industries Inc COM 691497309   1,040,750 11,500 SH   DFND 8 8,700 0 2,800
PACCAR Inc COM 693718108   1,701,336 19,318 SH   DFND 11 19,318 0 0
PACCAR Inc COM 693718108   194,194 2,205 SH   DFND 7 2,205 0 0
PACCAR Inc COM 693718108   61,047,218 693,167 SH   DFND 8 672,110 0 21,057
Packaging Corp of America COM 695156109   346,720 2,221 SH   DFND 7 2,221 0 0
Packaging Corp of America COM 695156109   2,685,092 17,200 SH   DFND 8 17,200 0 0
Pagseguro Digital Ltd COM CL A G68707101   19,567,356 975,928 SH   DFND 7 944,356 0 31,572
Pagseguro Digital Ltd COM CL A G68707101   3,717,892 185,431 SH   DFND 8 185,431 0 0
Palo Alto Networks Inc COM 697435105   65,986 106 SH   DFND   106 0 0
Palo Alto Networks Inc COM 697435105   62,475,726 100,361 SH   DFND 7 76,265 0 24,096
Palo Alto Networks Inc COM 697435105   71,083,794 114,189 SH   DFND 8 112,561 0 1,628
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7   7,757,240 3,266,000 PRN   DFND 7 2,768,000 0 498,000
Palomar Holdings Inc COM 69753M105   15,184,827 237,300 SH   DFND 8 237,300 0 0
PAM Transportation Services Inc COM 693149106   145,950 4,200 SH   DFND 11 3,200 0 1,000
PAM Transportation Services Inc COM 693149106   187,650 5,400 SH   DFND 8 1,400 0 4,000
Parker-Hannifin Corp COM 701094104   40,861 144 SH   DFND   144 0 0
Parker-Hannifin Corp COM 701094104   36,889 130 SH   DFND 7 130 0 0
Parker-Hannifin Corp COM 701094104   23,256,402 81,958 SH   DFND 8 81,958 0 0
Park Hotels & Resorts Inc COM 700517105   6,645,395 340,266 SH   DFND 10 340,266 0 0
Park Hotels & Resorts Inc COM 700517105   21,483 1,100 SH   DFND 11 1,100 0 0
Park Hotels & Resorts Inc COM 700517105   39,060 2,000 SH   DFND 8 2,000 0 0
Patterson Cos Inc COM 703395103   472,602 14,600 SH   DFND 11 11,900 0 2,700
Patterson Cos Inc COM 703395103   6,830,070 211,000 SH   DFND 8 198,200 0 12,800
Paychex Inc COM 704326107   45,445 333 SH   DFND   333 0 0
Paychex Inc COM 704326107   1,550,163 11,359 SH   DFND 11 11,359 0 0
Paychex Inc COM 704326107   376,657 2,760 SH   DFND 7 2,760 0 0
Paychex Inc COM 704326107   37,678,139 276,091 SH   DFND 8 267,456 0 8,635
Paycom Software Inc COM 70432V102   206,789 597 SH   DFND 7 597 0 0
Paylocity Holding Corp COM 70438V106   1,214,043 5,900 SH   DFND 11 4,500 0 1,400
Paylocity Holding Corp COM 70438V106   40,062,596 194,696 SH   DFND 8 186,779 0 7,917
PayPal Holdings Inc COM 70450Y103   143,984 1,245 SH   DFND   1,245 0 0
PayPal Holdings Inc COM 70450Y103   25,074,655 216,815 SH   DFND 7 154,355 0 62,460
PayPal Holdings Inc COM 70450Y103   79,319,478 685,858 SH   DFND 8 672,128 0 13,730
PC Connection Inc COM 69318J100   246,233 4,700 SH   DFND 11 3,900 0 800
PC Connection Inc COM 69318J100   2,629,978 50,200 SH   DFND 8 45,800 0 4,400
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8   5,410,311 4,700,000 PRN   DFND 7 3,980,000 0 720,000
Pembina Pipeline Corp COM 706327103   1,344,990 35,771 SH   DFND 7 20,377 0 15,394
Pembina Pipeline Corp COM 706327103   259,440 6,900 SH   DFND 8 5,500 0 1,400
Penn National Gaming Inc COM 707569109   101,808 2,400 SH   DFND 11 2,400 0 0
Penn National Gaming Inc COM 707569109   1,315,020 31,000 SH   DFND 8 28,300 0 2,700
PennyMac Mortgage Investment Trust NOTE 5.500% 3/1 70932AAF0   960,690 1,000,000 PRN   DFND 11 1,000,000 0 0
Penske Automotive Group Inc COM 70959W103   1,958,748 20,900 SH   DFND 8 20,900 0 0
Pentair PLC SHS G7S00T104   1,393,197 25,700 SH   DFND 11 25,700 0 0
Pentair PLC SHS G7S00T104   9,053 167 SH   DFND 7 167 0 0
Pentair PLC SHS G7S00T104   25,863,591 477,100 SH   DFND 8 441,200 0 35,900
Penumbra Inc COM 70975L107   16,693,070 75,150 SH   DFND 8 75,150 0 0
PepsiCo Inc COM 713448108   250,400 1,496 SH   DFND   1,496 0 0
PepsiCo Inc COM 713448108   5,084,000 30,374 SH   DFND 11 30,374 0 0
PepsiCo Inc COM 713448108   25,842,468 154,394 SH   DFND 7 16,963 0 137,431
PepsiCo Inc COM 713448108   100,455,450 600,164 SH   DFND 8 583,332 0 16,832
Perficient Inc COM 71375U101   506,414 4,600 SH   DFND 11 3,700 0 900
Perficient Inc COM 71375U101   6,407,238 58,200 SH   DFND 8 47,700 0 10,500
PerkinElmer Inc COM 714046109   230,287 1,320 SH   DFND 7 1,320 0 0
PerkinElmer Inc COM 714046109   2,477,332 14,200 SH   DFND 8 14,200 0 0
Perrigo Co PLC SHS G97822103   441,945 11,500 SH   DFND 11 11,500 0 0
Perrigo Co PLC SHS G97822103   8,869,644 230,800 SH   DFND 8 224,900 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408   1,110,000 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103   299,904 5,793 SH   DFND   5,793 0 0
Pfizer Inc COM 717081103   559,116 10,800 SH   DFND 11 10,800 0 0
Pfizer Inc COM 717081103   11,865,995 229,206 SH   DFND 7 45,396 0 183,810
Pfizer Inc COM 717081103   104,383,851 2,016,300 SH   DFND 8 1,987,700 0 28,600
Philip Morris International Inc COM 718172109   158,195 1,684 SH   DFND   1,684 0 0
Philip Morris International Inc COM 718172109   76,749 817 SH   DFND 7 0 0 817
Phillips 66 COM 718546104   2,054,354 23,780 SH   DFND 7 23,780 0 0
Phillips 66 COM 718546104   11,386,202 131,800 SH   DFND 8 120,600 0 11,200
Phreesia Inc COM 71944F106   6,902,076 261,839 SH   DFND 8 261,839 0 0
Physicians Realty Trust COM 71943U104   18,801,003 1,071,893 SH   DFND 10 1,071,893 0 0
Physicians Realty Trust COM 71943U104   154,071 8,784 SH   DFND 7 8,784 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206   349,566 20,300 SH   DFND 11 16,500 0 3,800
Piedmont Office Realty Trust Inc COM CL A 720190206   14,534 844 SH   DFND 7 844 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206   3,924,438 227,900 SH   DFND 8 208,700 0 19,200
Pinduoduo Inc SPONSORED ADS 722304102   789,244 19,677 SH   DFND   14,977 0 4,700
Pinduoduo Inc SPONSORED ADS 722304102   625,034 15,583 SH   DFND 7 11,196 0 4,387
Pinduoduo Inc SPONSORED ADS 722304102   8,986,846 224,055 SH   DFND 8 224,055 0 0
Pinnacle Financial Partners Inc COM 72346Q104   386,736 4,200 SH   DFND 11 3,500 0 700
Pinnacle Financial Partners Inc COM 72346Q104   3,057,056 33,200 SH   DFND 8 24,600 0 8,600
Pinnacle West Capital Corp COM 723484101   62,480 800 SH   DFND 11 300 0 500
Pinnacle West Capital Corp COM 723484101   5,224,890 66,900 SH   DFND 8 64,400 0 2,500
Pioneer Natural Resources Co COM 723787107   65,258 261 SH   DFND   261 0 0
Pioneer Natural Resources Co COM 723787107   2,188,513 8,753 SH   DFND 7 8,134 0 619
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2   16,096,518 6,678,000 PRN   DFND 7 4,522,000 0 2,156,000
Planet Fitness Inc CL A 72703H101   11,253,412 133,208 SH   DFND 7 128,946 0 4,262
Planet Fitness Inc CL A 72703H101   44,597,752 527,909 SH   DFND 8 527,909 0 0
Playa Hotels & Resorts NV SHS N70544106   173,000 20,000 SH   DFND 11 20,000 0 0
Playa Hotels & Resorts NV SHS N70544106   189,435 21,900 SH   DFND 8 0 0 21,900
Pliant Therapeutics Inc COM 729139105   2,348,574 335,032 SH   DFND 8 335,032 0 0
PNC Financial Services Group Inc/The COM 693475105   91,487 496 SH   DFND   496 0 0
PNC Financial Services Group Inc/The COM 693475105   461,125 2,500 SH   DFND 11 2,500 0 0
PNC Financial Services Group Inc/The COM 693475105   918,377 4,979 SH   DFND 7 3,790 0 1,189
PNC Financial Services Group Inc/The COM 693475105   18,979,905 102,900 SH   DFND 8 98,200 0 4,700
Pool Corp COM 73278L105   2,114,250 5,000 SH   DFND 11 4,200 0 800
Pool Corp COM 73278L105   15,481,807 36,613 SH   DFND 7 36,613 0 0
Pool Corp COM 73278L105   51,418,560 121,600 SH   DFND 8 112,000 0 9,600
Popular Inc COM NEW 733174700   433,222 5,300 SH   DFND 11 3,300 0 2,000
Popular Inc COM NEW 733174700   11,157,510 136,500 SH   DFND 8 109,100 0 27,400
Portland General Electric Co COM NEW 736508847   612,165 11,100 SH   DFND 11 8,600 0 2,500
Portland General Electric Co COM NEW 736508847   55 1 SH   DFND 7 1 0 0
Portland General Electric Co COM NEW 736508847   595,620 10,800 SH   DFND 8 2,500 0 8,300
PotlatchDeltic Corp COM 737630103   374,383 7,100 SH   DFND 11 5,600 0 1,500
PotlatchDeltic Corp COM 737630103   3,543,456 67,200 SH   DFND 8 59,100 0 8,100
Power Integrations Inc COM 739276103   806,316 8,700 SH   DFND 11 6,600 0 2,100
Power Integrations Inc COM 739276103   9,953,832 107,400 SH   DFND 8 90,000 0 17,400
PPG Industries Inc COM 693506107   33,816 258 SH   DFND   258 0 0
PPG Industries Inc COM 693506107   326,233 2,489 SH   DFND 7 1,501 0 988
Precigen Inc COM 74017N105   20,889 9,900 SH   DFND 11 0 0 9,900
Precigen Inc COM 74017N105   957,940 454,000 SH   DFND 8 454,000 0 0
Premier Inc CL A 74051N102   1,007,126 28,298 SH   DFND 8 19,698 0 8,600
PriceSmart Inc COM 741511109   394,350 5,000 SH   DFND 11 3,800 0 1,200
PriceSmart Inc COM 741511109   3,722,664 47,200 SH   DFND 8 42,400 0 4,800
Principal Financial Group Inc COM 74251V102   315,663 4,300 SH   DFND 11 3,700 0 600
Principal Financial Group Inc COM 74251V102   452,132 6,159 SH   DFND 7 6,159 0 0
Principal Financial Group Inc COM 74251V102   39,685,446 540,600 SH   DFND 8 495,200 0 45,400
Procter & Gamble Co/The COM 742718109   390,251 2,554 SH   DFND   2,554 0 0
Procter & Gamble Co/The COM 742718109   4,629,840 30,300 SH   DFND 11 30,300 0 0
Procter & Gamble Co/The COM 742718109   9,686,450 63,393 SH   DFND 7 12,853 0 50,540
Procter & Gamble Co/The COM 742718109   129,641,938 848,442 SH   DFND 8 802,903 0 45,539
Progressive Corp/The COM 743315103   72,384 635 SH   DFND   635 0 0
Progressive Corp/The COM 743315103   1,333,683 11,700 SH   DFND 11 11,700 0 0
Progressive Corp/The COM 743315103   184,322 1,617 SH   DFND 7 1,617 0 0
Progressive Corp/The COM 743315103   36,071,110 316,441 SH   DFND 8 313,941 0 2,500
Progress Software Corp COM 743312100   339,048 7,200 SH   DFND 11 5,800 0 1,400
Progress Software Corp COM 743312100   334,339 7,100 SH   DFND 8 0 0 7,100
Progyny Inc COM 74340E103   231,300 4,500 SH   DFND 11 4,500 0 0
Progyny Inc COM 74340E103   210,740 4,100 SH   DFND 8 0 0 4,100
Prologis Inc COM 74340W103   114,656,290 710,034 SH   DFND 10 710,034 0 0
Prologis Inc COM 74340W103   2,309,164 14,300 SH   DFND 11 14,300 0 0
Prologis Inc COM 74340W103   63,114,135 390,848 SH   DFND 7 259,707 0 131,141
Prologis Inc COM 74340W103   146,318,804 906,111 SH   DFND 8 904,011 0 2,100
Prosperity Bancshares Inc COM 743606105   138,760 2,000 SH   DFND 11 1,500 0 500
Prosperity Bancshares Inc COM 743606105   1,040,700 15,000 SH   DFND 8 13,300 0 1,700
Prothena Corp PLC SHS G72800108   1,283,607 35,100 SH   DFND 8 35,100 0 0
Prudential Financial Inc COM 744320102   49,750 421 SH   DFND   421 0 0
Prudential Financial Inc COM 744320102   6,618,584 56,009 SH   DFND 7 970 0 55,039
Prudential Financial Inc COM 744320102   26,174,655 221,500 SH   DFND 8 207,900 0 13,600
Public Service Enterprise Group Inc COM 744573106   348,880 4,984 SH   DFND 7 4,984 0 0
Public Service Enterprise Group Inc COM 744573106   91,000 1,300 SH   DFND 8 1,300 0 0
Public Storage COM 74460D109   1,405,008 3,600 SH   DFND 11 3,600 0 0
Public Storage COM 74460D109   2,054,044 5,263 SH   DFND 7 4,062 0 1,201
Public Storage COM 74460D109   14,557,444 37,300 SH   DFND 8 37,300 0 0
PulteGroup Inc COM 745867101   217,880 5,200 SH   DFND 11 4,400 0 800
PulteGroup Inc COM 745867101   10,726 256 SH   DFND 7 256 0 0
PulteGroup Inc COM 745867101   24,853,572 593,164 SH   DFND 8 588,464 0 4,700
Pure Storage Inc CL A 74624M102   617,925 17,500 SH   DFND 8 0 0 17,500
PVH Corp COM 693656100   4,397,414 57,400 SH   DFND 8 57,400 0 0
Q2 Holdings Inc COM 74736L109   13,205,307 214,198 SH   DFND 7 214,198 0 0
Q2 Holdings Inc COM 74736L109   35,558,240 576,776 SH   DFND 8 568,376 0 8,400
QCR Holdings Inc COM 74727A104   1,122,859 19,842 SH   DFND 8 19,842 0 0
QIAGEN NV SHS NEW N72482123   959,224 19,576 SH   DFND 7 19,576 0 0
QIAGEN NV SHS NEW N72482123   3,377,178 68,922 SH   DFND 8 68,922 0 0
Qorvo Inc COM 74736K101   321,543 2,591 SH   DFND 7 2,591 0 0
QUALCOMM Inc COM 747525103   190,872 1,249 SH   DFND   1,249 0 0
QUALCOMM Inc COM 747525103   1,146,150 7,500 SH   DFND 11 7,500 0 0
QUALCOMM Inc COM 747525103   16,761,450 109,681 SH   DFND 7 59,193 0 50,488
QUALCOMM Inc COM 747525103   364,316,156 2,383,956 SH   DFND 8 2,347,882 0 36,074
Qualys Inc COM 74758T303   19,935,264 139,985 SH   DFND 7 136,367 0 3,618
Quanta Services Inc COM 74762E102   1,013,397 7,700 SH   DFND 11 7,300 0 400
Quanta Services Inc COM 74762E102   7,804,473 59,300 SH   DFND 8 48,700 0 10,600
Quest Diagnostics Inc COM 74834L100   95,802 700 SH   DFND 11 700 0 0
Quest Diagnostics Inc COM 74834L100   100,455 734 SH   DFND 7 734 0 0
Quest Diagnostics Inc COM 74834L100   39,648,342 289,700 SH   DFND 8 279,600 0 10,100
Quidel Corp COM 74838J101   596,038 5,300 SH   DFND 11 4,200 0 1,100
Quidel Corp COM 74838J101   9,446,640 84,000 SH   DFND 8 72,400 0 11,600
Quotient Technology Inc COM 749119103   111,650 17,500 SH   DFND 11 12,500 0 5,000
Qurate Retail Inc COM SER A 74915M100   63,784 13,400 SH   DFND 8 13,400 0 0
Ralph Lauren Corp CL A 751212101   850,800 7,500 SH   DFND 11 6,700 0 800
Ralph Lauren Corp CL A 751212101   3,006,160 26,500 SH   DFND 8 18,500 0 8,000
Rambus Inc COM 750917106   583,587 18,300 SH   DFND 11 14,100 0 4,200
Rambus Inc COM 750917106   5,526,537 173,300 SH   DFND 8 155,100 0 18,200
Rapid7 Inc COM 753422104   39,545,598 355,498 SH   DFND 8 355,498 0 0
Rapid7 Inc NOTE 0.250% 3/1 753422AF1   4,861,155 3,900,000 PRN   DFND 7 3,300,000 0 600,000
Raymond James Financial Inc COM 754730109   487,890 4,439 SH   DFND 7 4,439 0 0
Raymond James Financial Inc COM 754730109   11,276,766 102,600 SH   DFND 8 102,600 0 0
Raytheon Technologies Corp COM 75513E101   164,258 1,658 SH   DFND   1,658 0 0
Raytheon Technologies Corp COM 75513E101   228,059 2,302 SH   DFND 7 1,511 0 791
Raytheon Technologies Corp COM 75513E101   1,169,026 11,800 SH   DFND 8 8,600 0 3,200
Realty Income Corp COM 756109104   27,083,133 390,810 SH   DFND 10 390,810 0 0
Realty Income Corp COM 756109104   138,600 2,000 SH   DFND 11 2,000 0 0
Realty Income Corp COM 756109104   698,683 10,082 SH   DFND 7 5,442 0 4,640
Realty Income Corp COM 756109104   4,906,440 70,800 SH   DFND 8 70,800 0 0
Red Rock Resorts Inc CL A 75700L108   519,592 10,700 SH   DFND 11 8,800 0 1,900
Red Rock Resorts Inc CL A 75700L108   3,370,064 69,400 SH   DFND 8 59,000 0 10,400
Regal Rexnord Corp COM 758750103   862,924 5,800 SH   DFND 11 4,700 0 1,100
Regal Rexnord Corp COM 758750103   11,173,378 75,100 SH   DFND 8 59,400 0 15,700
Regeneron Pharmaceuticals Inc COM 75886F107   85,207 122 SH   DFND   122 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   650,229 931 SH   DFND 11 931 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   355,496 509 SH   DFND 7 509 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   92,945,035 133,079 SH   DFND 8 132,122 0 957
Regions Financial Corp COM 7591EP100   440,748 19,800 SH   DFND 11 19,800 0 0
Regions Financial Corp COM 7591EP100   557,457 25,043 SH   DFND 7 25,043 0 0
Regions Financial Corp COM 7591EP100   14,535,780 653,000 SH   DFND 8 653,000 0 0
Reliance Steel & Aluminum Co COM 759509102   1,246,780 6,800 SH   DFND 8 6,800 0 0
RE/MAX Holdings Inc CL A 75524W108   745,937 26,900 SH   DFND 8 23,600 0 3,300
Renasant Corp COM 75970E107   204,045 6,100 SH   DFND 11 6,100 0 0
Renasant Corp COM 75970E107   307,740 9,200 SH   DFND 8 0 0 9,200
Repligen Corp COM 759916109   357,371 1,900 SH   DFND 11 1,500 0 400
Repligen Corp COM 759916109   6,150,543 32,700 SH   DFND 8 24,400 0 8,300
Republic Services Inc COM 760759100   54,325 410 SH   DFND   410 0 0
Republic Services Inc COM 760759100   3,247,045 24,506 SH   DFND 7 24,506 0 0
Republic Services Inc COM 760759100   55,141,598 416,163 SH   DFND 8 416,163 0 0
Resideo Technologies Inc COM 76118Y104   529,026 22,200 SH   DFND 11 16,900 0 5,300
Resideo Technologies Inc COM 76118Y104   3,889,056 163,200 SH   DFND 8 120,000 0 43,200
ResMed Inc COM 761152107   40,014 165 SH   DFND   165 0 0
ResMed Inc COM 761152107   945,789 3,900 SH   DFND 11 3,900 0 0
ResMed Inc COM 761152107   438,701 1,809 SH   DFND 7 1,809 0 0
ResMed Inc COM 761152107   17,813,087 73,453 SH   DFND 8 72,800 0 653
Resources Connection Inc COM 76122Q105   90,842 5,300 SH   DFND 11 5,300 0 0
Resources Connection Inc COM 76122Q105   83,986 4,900 SH   DFND 8 4,900 0 0
Restaurant Brands International Inc COM 76131D103   294,344 5,041 SH   DFND 7 286 0 4,755
Restaurant Brands International Inc COM 76131D103   1,354,648 23,200 SH   DFND 8 22,000 0 1,200
Revelation Biosciences Inc COM 76135L101   2,233,242 1,958,984 SH   DFND 8 1,958,984 0 0
REV Group Inc COM 749527107   124,620 9,300 SH   DFND 11 9,300 0 0
REV Group Inc COM 749527107   146,060 10,900 SH   DFND 8 0 0 10,900
REX American Resources Corp COM 761624105   19,920 200 SH   DFND 11 200 0 0
REX American Resources Corp COM 761624105   946,200 9,500 SH   DFND 8 9,500 0 0
Rimini Street Inc COM 76674Q107   24,360 4,200 SH   DFND 11 0 0 4,200
Rimini Street Inc COM 76674Q107   804,843 138,766 SH   DFND 8 123,666 0 15,100
Ritchie Bros Auctioneers Inc COM 767744105   2,520,581 42,700 SH   DFND 8 42,700 0 0
RMR Group Inc/The CL A 74967R106   136,840 4,400 SH   DFND 11 3,300 0 1,100
RMR Group Inc/The CL A 74967R106   1,527,134 49,104 SH   DFND 8 46,104 0 3,000
Robert Half International Inc COM 770323103   114,180 1,000 SH   DFND 11 1,000 0 0
Robert Half International Inc COM 770323103   12,788 112 SH   DFND 7 112 0 0
Robert Half International Inc COM 770323103   20,769,342 181,900 SH   DFND 8 165,500 0 16,400
Rockwell Automation Inc COM 773903109   37,524 134 SH   DFND   134 0 0
Rockwell Automation Inc COM 773903109   1,624,174 5,800 SH   DFND 11 5,800 0 0
Rockwell Automation Inc COM 773903109   4,642,337 16,578 SH   DFND 7 7,983 0 8,595
Rockwell Automation Inc COM 773903109   19,070,043 68,100 SH   DFND 8 67,200 0 900
Rogers Communications Inc CL B 775109200   1,441,450 25,400 SH   DFND 11 25,400 0 0
Rogers Communications Inc CL B 775109200   15,291,628 269,456 SH   DFND 7 85,923 0 183,533
Rogers Communications Inc CL B 775109200   14,871,962 262,061 SH   DFND 8 258,861 0 3,200
Roku Inc COM CL A 77543R102   513,607 4,100 SH   DFND 8 4,100 0 0
Rollins Inc COM 775711104   10,094 288 SH   DFND 7 288 0 0
Rollins Inc COM 775711104   1,862,908 53,150 SH   DFND 8 53,150 0 0
Roper Technologies Inc COM 776696106   55,723 118 SH   DFND   118 0 0
Roper Technologies Inc COM 776696106   7,528,291 15,942 SH   DFND 7 106 0 15,836
Roper Technologies Inc COM 776696106   69,238,835 146,621 SH   DFND 8 145,721 0 900
Royal Bank of Canada COM 780087102   172,903 1,568 SH   DFND   1,568 0 0
Royal Bank of Canada COM 780087102   3,903,558 35,400 SH   DFND 11 35,400 0 0
Royal Bank of Canada COM 780087102   599,428 5,436 SH   DFND 7 1,439 0 3,997
Royal Bank of Canada COM 780087102   50,757,281 460,300 SH   DFND 8 415,900 0 44,400
Royal Caribbean Cruises Ltd COM V7780T103   19,437 232 SH   DFND 7 232 0 0
Royal Caribbean Cruises Ltd COM V7780T103   44,656,835 533,025 SH   DFND 8 531,725 0 1,300
Rush Enterprises Inc CL A 781846209   672,012 13,200 SH   DFND 11 11,000 0 2,200
Rush Enterprises Inc CL A 781846209   717,831 14,100 SH   DFND 8 3,000 0 11,100
Ryder System Inc COM 783549108   507,712 6,400 SH   DFND 8 0 0 6,400
Ryerson Holding Corp COM 783754104   171,598 4,900 SH   DFND 11 3,800 0 1,100
Ryerson Holding Corp COM 783754104   168,096 4,800 SH   DFND 8 0 0 4,800
Sabra Health Care REIT Inc COM 78573L106   474,991 31,900 SH   DFND 11 25,600 0 6,300
Sabra Health Care REIT Inc COM 78573L106   8,130 546 SH   DFND 7 546 0 0
Sabra Health Care REIT Inc COM 78573L106   4,054,547 272,300 SH   DFND 8 242,500 0 29,800
Saia Inc COM 78709Y105   877,752 3,600 SH   DFND 11 2,800 0 800
Saia Inc COM 78709Y105   10,825,608 44,400 SH   DFND 8 38,600 0 5,800
Sailpoint Technologies Holdings Inc COM 78781P105   7,447,560 145,517 SH   DFND 7 145,517 0 0
salesforce.com Inc COM 79466L302   221,025 1,041 SH   DFND   1,041 0 0
salesforce.com Inc COM 79466L302   57,663,564 271,588 SH   DFND 7 197,974 0 73,614
salesforce.com Inc COM 79466L302   191,224,522 900,643 SH   DFND 8 884,691 0 15,952
Sanmina Corp COM 801056102   420,368 10,400 SH   DFND 11 7,900 0 2,500
Sanmina Corp COM 801056102   5,052,500 125,000 SH   DFND 8 115,100 0 9,900
Sapiens International Corp NV SHS G7T16G103   436,708 17,200 SH   DFND 8 17,200 0 0
Sarepta Therapeutics Inc COM 803607100   7,780,440 99,596 SH   DFND 8 99,596 0 0
Saul Centers Inc COM 804395101   210,800 4,000 SH   DFND 11 4,000 0 0
Saul Centers Inc COM 804395101   179,180 3,400 SH   DFND 8 0 0 3,400
Savara Inc COM 805111101   4,555,960 3,477,832 SH   DFND 8 3,477,832 0 0
ScanSource Inc COM 806037107   205,261 5,900 SH   DFND 11 4,300 0 1,600
ScanSource Inc COM 806037107   1,913,450 55,000 SH   DFND 8 50,600 0 4,400
Schlumberger NV COM STK 806857108   59,872 1,586 SH   DFND   1,586 0 0
Schlumberger NV COM STK 806857108   9,387,746 248,682 SH   DFND 7 136,371 0 112,311
Schlumberger NV COM STK 806857108   2,967,150 78,600 SH   DFND 8 75,600 0 3,000
Schneider National Inc CL B 80689H102   614,550 24,100 SH   DFND 11 18,100 0 6,000
Schneider National Inc CL B 80689H102   13,537,950 530,900 SH   DFND 8 510,000 0 20,900
Science Applications International Corp COM 808625107   1,798,605 19,514 SH   DFND 7 0 0 19,514
Seagate Technology Holdings PLC ORD SHS G7997R103   515,397 5,733 SH   DFND 7 5,733 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103   1,303,550 14,500 SH   DFND 8 5,500 0 9,000
Seagen Inc COM 81181C104   247,910 1,721 SH   DFND 7 1,721 0 0
Seagen Inc COM 81181C104   22,179,090 153,968 SH   DFND 8 153,968 0 0
Sealed Air Corp COM 81211K100   10,044 150 SH   DFND 7 150 0 0
Sealed Air Corp COM 81211K100   7,499,520 112,000 SH   DFND 8 112,000 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7   1,974,550 1,228,000 PRN   DFND 7 1,034,000 0 194,000
Sea Ltd SPONSORD ADS 81141R100   2,451,502 20,465 SH   DFND   20,465 0 0
Sea Ltd SPONSORD ADS 81141R100   865,004 7,221 SH   DFND 7 4,772 0 2,449
Sea Ltd SPONSORD ADS 81141R100   8,984,250 75,000 SH   DFND 8 75,000 0 0
SEI Investments Co COM 784117103   7,225 120 SH   DFND 7 120 0 0
SEI Investments Co COM 784117103   4,286,952 71,200 SH   DFND 8 71,200 0 0
Sempra Energy COM 816851109   58,001 345 SH   DFND   345 0 0
Sempra Energy COM 816851109   5,043,600 30,000 SH   DFND 10 30,000 0 0
Sempra Energy COM 816851109   2,622,672 15,600 SH   DFND 11 15,600 0 0
Sempra Energy COM 816851109   898,770 5,346 SH   DFND 7 3,525 0 1,821
Sempra Energy COM 816851109   30,026,232 178,600 SH   DFND 8 175,600 0 3,000
Service Corp International/US COM 817565104   25,771,887 391,551 SH   DFND 8 391,551 0 0
ServiceNow Inc COM 81762P102   120,845 217 SH   DFND   217 0 0
ServiceNow Inc COM 81762P102   9,653,131 17,334 SH   DFND 7 8,357 0 8,977
ServiceNow Inc COM 81762P102   207,590,772 372,768 SH   DFND 8 361,081 0 11,687
ServisFirst Bancshares Inc COM 81768T108   104,819 1,100 SH   DFND 11 1,100 0 0
ServisFirst Bancshares Inc COM 81768T108   4,021,238 42,200 SH   DFND 8 36,600 0 5,600
Shaw Communications Inc CL B CONV 82028K200   449,739 14,489 SH   DFND 7 3,646 0 10,843
Sherwin-Williams Co/The COM 824348106   71,891 288 SH   DFND   288 0 0
Sherwin-Williams Co/The COM 824348106   2,296,504 9,200 SH   DFND 11 9,200 0 0
Sherwin-Williams Co/The COM 824348106   38,545,072 154,415 SH   DFND 7 125,777 0 28,638
Sherwin-Williams Co/The COM 824348106   45,654,500 182,896 SH   DFND 8 178,296 0 4,600
Shift4 Payments Inc CL A 82452J109   14,785,973 238,753 SH   DFND 7 238,753 0 0
Shift4 Payments Inc NOTE 12/1 82452JAB5   4,311,314 4,100,000 PRN   DFND 7 3,470,000 0 630,000
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100   525,052 15,706 SH   DFND 7 0 0 15,706
Shockwave Medical Inc COM 82489T104   20,736 100 SH   DFND 11 100 0 0
Shockwave Medical Inc COM 82489T104   829,440 4,000 SH   DFND 8 0 0 4,000
Shopify Inc CL A 82509L107   89,903 133 SH   DFND   133 0 0
Shopify Inc CL A 82509L107   6,262,093 9,264 SH   DFND 7 2,130 0 7,134
Shopify Inc CL A 82509L107   540,768 800 SH   DFND 8 0 0 800
Shopify Inc NOTE 0.125%11/0 82509LAA5   8,130,845 8,500,000 PRN   DFND 7 7,183,000 0 1,317,000
Signature Bank/New York NY COM 82669G104   410,886 1,400 SH   DFND 11 1,000 0 400
Signature Bank/New York NY COM 82669G104   3,228,390 11,000 SH   DFND 7 11,000 0 0
Signature Bank/New York NY COM 82669G104   23,038,965 78,500 SH   DFND 8 70,800 0 7,700
Signet Jewelers Ltd SHS G81276100   581,600 8,000 SH   DFND 11 6,000 0 2,000
Signet Jewelers Ltd SHS G81276100   2,290,050 31,500 SH   DFND 8 16,100 0 15,400
Silence Therapeutics PLC ADS 82686Q101   12,571,654 661,666 SH   DFND 8 661,666 0 0
Silicon Laboratories Inc COM 826919102   54,072 360 SH   DFND   360 0 0
Silicon Laboratories Inc COM 826919102   4,221,671 28,107 SH   DFND 7 28,107 0 0
Silicon Laboratories Inc COM 826919102   198,295,392 1,320,209 SH   DFND 8 1,315,427 0 4,782
Silicon Laboratories Inc NOTE 0.625% 6/1 826919AD4   2,290,951 1,662,000 PRN   DFND 7 1,280,000 0 382,000
Simon Property Group Inc COM 828806109   28,364,204 215,599 SH   DFND 10 215,599 0 0
Simon Property Group Inc COM 828806109   366,131 2,783 SH   DFND 7 2,328 0 455
SiteOne Landscape Supply Inc COM 82982L103   1,067,154 6,600 SH   DFND 11 5,000 0 1,600
SiteOne Landscape Supply Inc COM 82982L103   7,611,395 47,074 SH   DFND 8 42,074 0 5,000
SJW Group COM 784305104   340,942 4,900 SH   DFND 11 4,000 0 900
SJW Group COM 784305104   320,068 4,600 SH   DFND 8 0 0 4,600
SK Telecom Co Ltd SPONSORED ADR 78440P306   360,614 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105   301,840 5,500 SH   DFND 11 4,200 0 1,300
Skyline Champion Corp COM 830830105   757,344 13,800 SH   DFND 8 2,000 0 11,800
Skyworks Solutions Inc COM 83088M102   461,948 3,466 SH   DFND 7 3,466 0 0
SLM Corp COM 78442P106   705,024 38,400 SH   DFND 11 29,200 0 9,200
SLM Corp COM 78442P106   7,347,672 400,200 SH   DFND 8 369,000 0 31,200
SM Energy Co COM 78454L100   475,190 12,200 SH   DFND 11 10,600 0 1,600
SM Energy Co COM 78454L100   1,931,920 49,600 SH   DFND 8 37,300 0 12,300
Smith & Wesson Brands Inc COM 831754106   63,546 4,200 SH   DFND 11 4,200 0 0
Smith & Wesson Brands Inc COM 831754106   95,319 6,300 SH   DFND 8 0 0 6,300
Snap Inc CL A 83304A106   42,972 1,194 SH   DFND   1,194 0 0
Snap Inc CL A 83304A106   41,463,719 1,152,090 SH   DFND 8 1,135,621 0 16,469
Snap-on Inc COM 833034101   1,171,236 5,700 SH   DFND 11 5,700 0 0
Snap-on Inc COM 833034101   258,288 1,257 SH   DFND 7 1,257 0 0
Snap-on Inc COM 833034101   28,671,652 139,535 SH   DFND 8 131,000 0 8,535
Snowflake Inc CL A 833445109   56,824 248 SH   DFND   248 0 0
Snowflake Inc CL A 833445109   214,466 936 SH   DFND 7 221 0 715
Snowflake Inc CL A 833445109   8,910,866 38,890 SH   DFND 8 38,000 0 890
SoFi Technologies Inc COM 83406F102   4,158,000 440,000 SH   DFND 7 440,000 0 0
SolarEdge Technologies Inc COM 83417M104   3,900,677 12,100 SH   DFND 8 12,100 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6   8,363,168 6,155,000 PRN   DFND 7 4,860,000 0 1,295,000
Sonic Automotive Inc CL A 83545G102   280,566 6,600 SH   DFND 11 5,400 0 1,200
Sonic Automotive Inc CL A 83545G102   2,491,086 58,600 SH   DFND 8 52,500 0 6,100
Sonos Inc COM 83570H108   6,208,400 220,000 SH   DFND 7 220,000 0 0
Sonos Inc COM 83570H108   2,624,460 93,000 SH   DFND 8 78,000 0 15,000
Southern Co/The COM 842587107   81,791 1,128 SH   DFND   1,128 0 0
Southern Co/The COM 842587107   7,431,042 102,483 SH   DFND 7 19,847 0 82,636
Southern Co/The COM 842587107   4,995,939 68,900 SH   DFND 8 66,400 0 2,500
Southwest Airlines Co NOTE 1.250% 5/0 844741BG2   4,309,106 3,150,000 PRN   DFND 7 2,000,000 0 1,150,000
Southwestern Energy Co COM 845467109   927,081 129,300 SH   DFND 11 97,500 0 31,800
Southwestern Energy Co COM 845467109   6,032,121 841,300 SH   DFND 8 714,100 0 127,200
SpartanNash Co COM 847215100   230,930 7,000 SH   DFND 11 5,300 0 1,700
SpartanNash Co COM 847215100   1,867,234 56,600 SH   DFND 8 51,500 0 5,100
SPDR Bloomberg 1-3 Month T-Bill ETF BLOOMBERG 1-3 MO 78468R663   1,111,332 12,155 SH   DFND 7 12,155 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103   3,532,276 7,821 SH   DFND   7,821 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103   17,995,596 39,845 SH   DFND 11 39,845 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107   2,484,620 5,066 SH   DFND 11 5,066 0 0
S&P Global Inc COM 78409V104   158,740 387 SH   DFND   387 0 0
S&P Global Inc COM 78409V104   3,322,458 8,100 SH   DFND 11 8,100 0 0
S&P Global Inc COM 78409V104   23,690,766 57,757 SH   DFND 7 41,455 0 16,302
S&P Global Inc COM 78409V104   93,160,082 227,120 SH   DFND 8 214,920 0 12,200
Spirit Realty Capital Inc COM NEW 84860W300   474,006 10,300 SH   DFND 11 8,200 0 2,100
Spirit Realty Capital Inc COM NEW 84860W300   23,838 518 SH   DFND 7 518 0 0
Spirit Realty Capital Inc COM NEW 84860W300   4,680,234 101,700 SH   DFND 8 90,500 0 11,200
Splunk Inc COM 848637104   4,020,049 27,051 SH   DFND 7 27,051 0 0
Splunk Inc NOTE 0.500% 9/1 848637AC8   7,020,840 6,150,000 PRN   DFND 7 5,130,000 0 1,020,000
Splunk Inc NOTE 1.125% 6/1 848637AF1   4,540,658 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6   12,682,817 10,700,000 PRN   DFND 7 9,050,000 0 1,650,000
Spotify Technology SA NOTE 3/1 84921RAB6   14,905,536 17,400,000 PRN   DFND 7 14,757,000 0 2,643,000
SpringWorks Therapeutics Inc COM 85205L107   6,157,660 109,101 SH   DFND 8 109,101 0 0
Sprinklr Inc CL A 85208T107   14,616,841 1,228,306 SH   DFND 8 1,228,306 0 0
Sprouts Farmers Market Inc COM 85208M102   486,096 15,200 SH   DFND 11 11,100 0 4,100
Sprouts Farmers Market Inc COM 85208M102   434,928 13,600 SH   DFND 8 0 0 13,600
Sprout Social Inc COM CL A 85209W109   4,967,440 62,000 SH   DFND 7 62,000 0 0
Sprout Social Inc COM CL A 85209W109   10,753,787 134,221 SH   DFND 8 128,576 0 5,645
SPS Commerce Inc COM 78463M107   682,240 5,200 SH   DFND 11 4,100 0 1,100
SPS Commerce Inc COM 78463M107   8,554,240 65,200 SH   DFND 8 53,500 0 11,700
SPX Corp COM 784635104   345,870 7,000 SH   DFND 11 5,800 0 1,200
SPX Corp COM 784635104   1,783,701 36,100 SH   DFND 8 29,600 0 6,500
SS&C Technologies Holdings Inc COM 78467J100   7,535,384 100,445 SH   DFND 7 97,229 0 3,216
SSR Mining Inc NOTE 2.500% 4/0 784730AB9   1,662,624 1,200,000 PRN   DFND 7 1,000,000 0 200,000
STAAR Surgical Co COM PAR $0.01 852312305   1,214,632 15,200 SH   DFND 8 9,700 0 5,500
STAG Industrial Inc COM 85254J102   566,495 13,700 SH   DFND 11 11,100 0 2,600
STAG Industrial Inc COM 85254J102   6,202,500 150,000 SH   DFND 7 150,000 0 0
STAG Industrial Inc COM 85254J102   645,060 15,600 SH   DFND 8 1,700 0 13,900
Standard Motor Products Inc COM 853666105   224,328 5,200 SH   DFND 11 3,900 0 1,300
Standard Motor Products Inc COM 853666105   2,178,570 50,500 SH   DFND 8 46,500 0 4,000
Stanley Black & Decker Inc COM 854502101   68,637 491 SH   DFND 7 491 0 0
Stanley Black & Decker Inc COM 854502101   1,244,131 8,900 SH   DFND 8 5,700 0 3,200
Starbucks Corp COM 855244109   121,627 1,337 SH   DFND   1,337 0 0
Starbucks Corp COM 855244109   6,467,239 71,092 SH   DFND 7 37,401 0 33,691
Starbucks Corp COM 855244109   53,618,355 589,407 SH   DFND 8 577,007 0 12,400
State Street Corp COM 857477103   295,163 3,388 SH   DFND 7 3,388 0 0
State Street Corp COM 857477103   12,841,488 147,400 SH   DFND 8 147,400 0 0
Steel Dynamics Inc COM 858119100   467,208 5,600 SH   DFND 11 1,900 0 3,700
Steel Dynamics Inc COM 858119100   16,686 200 SH   DFND 7 200 0 0
Steel Dynamics Inc COM 858119100   2,577,987 30,900 SH   DFND 8 21,100 0 9,800
Stellantis NV SHS N82405106   33,310 2,251 SH   DFND   2,251 0 0
Stellantis NV SHS N82405106   316,389,808 21,380,579 SH   DFND 7 16,364,344 0 5,016,235
Stellantis NV SHS N82405106   5,771,205 389,999 SH   DFND 8 389,999 0 0
STERIS PLC SHS USD G8473T100   280,937 1,162 SH   DFND 7 1,162 0 0
STERIS PLC SHS USD G8473T100   3,989,205 16,500 SH   DFND 8 16,500 0 0
Stewart Information Services Corp COM 860372101   193,952 3,200 SH   DFND 11 2,300 0 900
Stewart Information Services Corp COM 860372101   121,220 2,000 SH   DFND 8 0 0 2,000
Stifel Financial Corp COM 860630102   224,070 3,300 SH   DFND 11 3,300 0 0
Stifel Financial Corp COM 860630102   258,020 3,800 SH   DFND 8 0 0 3,800
StoneCo Ltd COM CL A G85158106   5,258,975 449,485 SH   DFND 7 449,485 0 0
STORE Capital Corp COM 862121100   16,817,627 575,355 SH   DFND 10 575,355 0 0
STORE Capital Corp COM 862121100   25,489 872 SH   DFND 7 872 0 0
Strategic Education Inc COM 86272C103   73,018 1,100 SH   DFND 11 400 0 700
Strategic Education Inc COM 86272C103   165,950 2,500 SH   DFND 8 0 0 2,500
Stryker Corp COM 863667101   95,711 358 SH   DFND   358 0 0
Stryker Corp COM 863667101   8,539,961 31,943 SH   DFND 7 17,596 0 14,347
Stryker Corp COM 863667101   17,835,453 66,712 SH   DFND 8 63,612 0 3,100
Sun Communities Inc COM 866674104   266,791 1,522 SH   DFND 7 1,522 0 0
Sun Communities Inc COM 866674104   4,701,628 26,822 SH   DFND 8 26,822 0 0
Suncor Energy Inc COM 867224107   28,647 879 SH   DFND   879 0 0
Suncor Energy Inc COM 867224107   1,716,092 52,657 SH   DFND 7 52,657 0 0
Sun Life Financial Inc COM 866796105   1,998,714 35,800 SH   DFND 11 35,800 0 0
Sun Life Financial Inc COM 866796105   32,996 591 SH   DFND 7 591 0 0
Sun Life Financial Inc COM 866796105   9,580,428 171,600 SH   DFND 8 166,700 0 4,900
Sunrun Inc COM 86771W105   4,385,428 144,400 SH   DFND 8 144,400 0 0
SVB Financial Group COM 78486Q101   39,721 71 SH   DFND   71 0 0
SVB Financial Group COM 78486Q101   33,008 59 SH   DFND 7 59 0 0
SVB Financial Group COM 78486Q101   21,382,179 38,220 SH   DFND 8 38,220 0 0
Switch Inc CL A 87105L104   8,013,200 260,000 SH   DFND 7 260,000 0 0
Synaptics Inc COM 87157D109   638,400 3,200 SH   DFND 11 2,400 0 800
Synaptics Inc COM 87157D109   4,508,700 22,600 SH   DFND 8 20,400 0 2,200
Synchrony Financial COM 87165B103   8,500,254 244,190 SH   DFND 7 244,190 0 0
Synchrony Financial COM 87165B103   29,689,449 852,900 SH   DFND 8 818,000 0 34,900
Syneos Health Inc CL A 87166B102   218,565 2,700 SH   DFND 11 2,700 0 0
Syneos Health Inc CL A 87166B102   922,830 11,400 SH   DFND 8 11,400 0 0
Synopsys Inc COM 871607107   55,656 167 SH   DFND   167 0 0
Synopsys Inc COM 871607107   1,333,080 4,000 SH   DFND 11 4,000 0 0
Synopsys Inc COM 871607107   708,199 2,125 SH   DFND 7 2,125 0 0
Synopsys Inc COM 871607107   68,274,359 204,862 SH   DFND 8 192,167 0 12,695
Synovus Financial Corp COM NEW 87161C501   176,400 3,600 SH   DFND 11 2,700 0 900
Synovus Financial Corp COM NEW 87161C501   3,665,200 74,800 SH   DFND 8 72,000 0 2,800
Sysco Corp COM 871829107   43,764 536 SH   DFND   536 0 0
Sysco Corp COM 871829107   219,230 2,685 SH   DFND 7 2,685 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   1,475,696 14,154 SH   DFND   14,154 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   26,419,693 253,402 SH   DFND 7 191,093 0 62,309
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   95,682,217 917,727 SH   DFND 8 909,107 0 8,620
Take-Two Interactive Software Inc COM 874054109   388,808 2,529 SH   DFND 7 2,529 0 0
Take-Two Interactive Software Inc COM 874054109   36,221,144 235,600 SH   DFND 8 220,300 0 15,300
TAL Education Group SPONSORED ADS 874080104   90,435 30,045 SH   DFND 7 30,045 0 0
Talos Energy Inc COM 87484T108   180,006 11,400 SH   DFND 11 8,400 0 3,000
Talos Energy Inc COM 87484T108   162,637 10,300 SH   DFND 8 0 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203   36,672,052 315,350 SH   DFND 8 315,350 0 0
Tapestry Inc COM 876030107   5,687,665 153,100 SH   DFND 8 153,100 0 0
Target Corp COM 87612E106   131,576 620 SH   DFND   620 0 0
Target Corp COM 87612E106   1,634,094 7,700 SH   DFND 11 7,700 0 0
Target Corp COM 87612E106   9,838,731 46,361 SH   DFND 7 14,708 0 31,653
Target Corp COM 87612E106   50,083,920 236,000 SH   DFND 8 217,500 0 18,500
TC Energy Corp COM 87807B107   62,006 1,099 SH   DFND   1,099 0 0
TC Energy Corp COM 87807B107   575,484 10,200 SH   DFND 11 10,200 0 0
TC Energy Corp COM 87807B107   5,549,528 98,361 SH   DFND 7 35,876 0 62,485
TC Energy Corp COM 87807B107   2,696,876 47,800 SH   DFND 8 33,500 0 14,300
TD SYNNEX Corp COM 87162W100   474,766 4,600 SH   DFND 8 0 0 4,600
TechTarget Inc COM 87874R100   276,352 3,400 SH   DFND 8 0 0 3,400
TE Connectivity Ltd SHS H84989104   78,850 602 SH   DFND   602 0 0
TE Connectivity Ltd SHS H84989104   13,008,279 99,315 SH   DFND 7 36,625 0 62,690
TE Connectivity Ltd SHS H84989104   58,520,685 446,791 SH   DFND 8 446,091 0 700
TEGNA Inc COM 87901J105   745,920 33,300 SH   DFND 8 33,300 0 0
Teladoc Health Inc COM 87918A105   3,442,332 47,724 SH   DFND 8 47,724 0 0
Telefonica Brasil SA NEW ADR 87936R205   864,191 76,817 SH   DFND 7 35,473 0 41,344
Tempur Sealy International Inc COM 88023U101   427,176 15,300 SH   DFND 11 15,300 0 0
Tempur Sealy International Inc COM 88023U101   3,582,136 128,300 SH   DFND 8 116,700 0 11,600
Tenable Holdings Inc COM 88025T102   78,782,853 1,363,261 SH   DFND 8 1,348,926 0 14,335
Tenet Healthcare Corp COM NEW 88033G407   515,760 6,000 SH   DFND 11 4,500 0 1,500
Tenet Healthcare Corp COM NEW 88033G407   2,699,144 31,400 SH   DFND 8 25,900 0 5,500
Tennant Co COM 880345103   39,400 500 SH   DFND 11 500 0 0
Tennant Co COM 880345103   220,640 2,800 SH   DFND 8 0 0 2,800
Teradata Corp COM 88076W103   719,634 14,600 SH   DFND 11 11,800 0 2,800
Teradata Corp COM 88076W103   6,644,292 134,800 SH   DFND 8 119,800 0 15,000
Teradyne Inc COM 880770102   2,654,855 22,455 SH   DFND 7 22,455 0 0
Teradyne Inc COM 880770102   135,263,987 1,144,075 SH   DFND 8 1,141,122 0 2,953
Terex Corp COM 880779103   449,316 12,600 SH   DFND 11 9,600 0 3,000
Terex Corp COM 880779103   2,093,242 58,700 SH   DFND 8 37,600 0 21,100
Tesla Inc COM 88160R101   981,694 911 SH   DFND   911 0 0
Tesla Inc COM 88160R101   67,813,368 62,930 SH   DFND 7 38,234 0 24,696
Tesla Inc COM 88160R101   241,142,095 223,777 SH   DFND 8 220,757 0 3,020
Tetra Tech Inc COM 88162G103   8,864,865 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104   6,071,170 33,089 SH   DFND 11 33,089 0 0
Texas Instruments Inc COM 882508104   14,957,290 81,520 SH   DFND 7 50,145 0 31,375
Texas Instruments Inc COM 882508104   243,756,666 1,328,519 SH   DFND 8 1,310,020 0 18,499
Theravance Biopharma Inc COM G8807B106   130,972 13,700 SH   DFND 11 10,400 0 3,300
Theravance Biopharma Inc COM G8807B106   1,651,968 172,800 SH   DFND 8 160,700 0 12,100
Thermo Fisher Scientific Inc COM 883556102   352,027 596 SH   DFND   596 0 0
Thermo Fisher Scientific Inc COM 883556102   3,898,290 6,600 SH   DFND 11 6,600 0 0
Thermo Fisher Scientific Inc COM 883556102   89,274,385 151,146 SH   DFND 7 120,282 0 30,864
Thermo Fisher Scientific Inc COM 883556102   337,779,741 571,878 SH   DFND 8 568,272 0 3,606
Thermon Group Holdings Inc COM 88362T103   1,330,020 82,100 SH   DFND 8 82,100 0 0
Timken Co/The COM 887389104   594,860 9,800 SH   DFND 11 7,900 0 1,900
Timken Co/The COM 887389104   643,420 10,600 SH   DFND 8 1,200 0 9,400
TIM SA/Brazil SPONSORED ADR 88706T108   154,570 10,660 SH   DFND 7 0 0 10,660
Titan Machinery Inc COM 88830R101   127,170 4,500 SH   DFND 11 3,400 0 1,100
Titan Machinery Inc COM 88830R101   121,518 4,300 SH   DFND 8 0 0 4,300
TJX Cos Inc/The COM 872540109   2,384,368 39,359 SH   DFND   39,359 0 0
TJX Cos Inc/The COM 872540109   805,714 13,300 SH   DFND 11 13,300 0 0
TJX Cos Inc/The COM 872540109   59,272,441 978,416 SH   DFND 7 721,306 0 257,110
TJX Cos Inc/The COM 872540109   45,537,441 751,691 SH   DFND 8 747,391 0 4,300
T-Mobile US Inc COM 872590104   84,198 656 SH   DFND   656 0 0
T-Mobile US Inc COM 872590104   4,764,095 37,118 SH   DFND 7 1,427 0 35,691
T-Mobile US Inc COM 872590104   4,607,765 35,900 SH   DFND 8 34,700 0 1,200
Toro Co/The COM 891092108   2,607,445 30,500 SH   DFND 8 27,500 0 3,000
Toronto-Dominion Bank/The COM NEW 891160509   166,861 2,101 SH   DFND   2,101 0 0
Toronto-Dominion Bank/The COM NEW 891160509   5,162,300 65,000 SH   DFND 11 65,000 0 0
Toronto-Dominion Bank/The COM NEW 891160509   1,904,333 23,978 SH   DFND 7 1,840 0 22,138
Toronto-Dominion Bank/The COM NEW 891160509   58,765,717 739,936 SH   DFND 8 665,536 0 74,400
Toyota Motor Corp ADS 892331307   217,201 1,205 SH   DFND   1,205 0 0
TPI Composites Inc COM 87266J104   18,911 1,345 SH   DFND   1,345 0 0
TPI Composites Inc COM 87266J104   4,738,656 337,031 SH   DFND 8 337,031 0 0
Tractor Supply Co COM 892356106   116,685 500 SH   DFND 11 500 0 0
Tractor Supply Co COM 892356106   603,261 2,585 SH   DFND 7 2,585 0 0
Tractor Supply Co COM 892356106   8,728,038 37,400 SH   DFND 8 37,000 0 400
Trade Desk Inc/The COM CL A 88339J105   34,348 496 SH   DFND   496 0 0
Trade Desk Inc/The COM CL A 88339J105   226,032 3,264 SH   DFND 7 3,264 0 0
Trane Technologies PLC SHS G8994E103   40,007 262 SH   DFND   262 0 0
Trane Technologies PLC SHS G8994E103   1,633,890 10,700 SH   DFND 11 10,700 0 0
Trane Technologies PLC SHS G8994E103   253,024 1,657 SH   DFND 7 1,657 0 0
Trane Technologies PLC SHS G8994E103   28,035,720 183,600 SH   DFND 8 181,900 0 1,700
TransMedics Group Inc COM 89377M109   9,304,699 345,386 SH   DFND 8 345,386 0 0
Transocean Ltd REG SHS H8817H100   143,498 31,400 SH   DFND 11 31,400 0 0
TransUnion COM 89400J107   103,340 1,000 SH   DFND 11 1,000 0 0
TransUnion COM 89400J107   8,112,190 78,500 SH   DFND 8 77,600 0 900
Travelers Cos Inc/The COM 89417E109   50,433 276 SH   DFND   276 0 0
Travelers Cos Inc/The COM 89417E109   4,038,333 22,100 SH   DFND 11 22,100 0 0
Travelers Cos Inc/The COM 89417E109   256,553 1,404 SH   DFND 7 1,404 0 0
Travelers Cos Inc/The COM 89417E109   24,412,728 133,600 SH   DFND 8 127,100 0 6,500
Travere Therapeutics Inc COM 89422G107   219,045 8,500 SH   DFND 11 8,500 0 0
Travere Therapeutics Inc COM 89422G107   4,461,637 173,133 SH   DFND 8 163,033 0 10,100
Trex Co Inc COM 89531P105   3,916,076 59,943 SH   DFND 7 59,943 0 0
Trex Co Inc COM 89531P105   5,415,857 82,900 SH   DFND 8 82,900 0 0
Trimble Inc COM 896239100   84,981 1,178 SH   DFND   1,178 0 0
Trimble Inc COM 896239100   302,988 4,200 SH   DFND 11 4,200 0 0
Trimble Inc COM 896239100   10,403,309 144,210 SH   DFND 7 104,292 0 39,918
Trimble Inc COM 896239100   131,770,708 1,826,597 SH   DFND 8 1,825,497 0 1,100
TriNet Group Inc COM 896288107   816,388 8,300 SH   DFND 11 6,800 0 1,500
TriNet Group Inc COM 896288107   8,793,384 89,400 SH   DFND 8 82,800 0 6,600
Trip.com Group Ltd ADS 89677Q107   8,983,322 388,552 SH   DFND 7 380,757 0 7,795
Tri Pointe Homes Inc COM 87265H109   361,440 18,000 SH   DFND 11 13,900 0 4,100
Tri Pointe Homes Inc COM 87265H109   4,236,880 211,000 SH   DFND 8 194,800 0 16,200
Triton International Ltd CL A G9078F107   750,926 10,700 SH   DFND 8 0 0 10,700
T Rowe Price Group Inc COM 74144T108   40,519 268 SH   DFND   268 0 0
T Rowe Price Group Inc COM 74144T108   1,028,092 6,800 SH   DFND 11 6,800 0 0
T Rowe Price Group Inc COM 74144T108   237,217 1,569 SH   DFND 7 1,569 0 0
T Rowe Price Group Inc COM 74144T108   25,550,505 168,996 SH   DFND 8 164,400 0 4,596
TrueBlue Inc COM 89785X101   228,231 7,900 SH   DFND 11 5,800 0 2,100
TrueBlue Inc COM 89785X101   182,007 6,300 SH   DFND 8 0 0 6,300
TrueCar Inc COM 89785L107   1,410,545 357,100 SH   DFND 8 357,100 0 0
Truist Financial Corp COM 89832Q109   90,437 1,595 SH   DFND   1,595 0 0
Truist Financial Corp COM 89832Q109   7,991,525 140,944 SH   DFND 7 8,318 0 132,626
Truist Financial Corp COM 89832Q109   4,837,304 85,314 SH   DFND 8 73,500 0 11,814
TTEC Holdings Inc COM 89854H102   453,860 5,500 SH   DFND 11 5,500 0 0
TTEC Holdings Inc COM 89854H102   4,711,892 57,100 SH   DFND 8 51,500 0 5,600
Tupperware Brands Corp COM 899896104   149,765 7,700 SH   DFND 11 5,500 0 2,200
Tupperware Brands Corp COM 899896104   1,361,500 70,000 SH   DFND 8 63,800 0 6,200
Turning Point Therapeutics Inc COM 90041T108   2,733,760 101,816 SH   DFND 8 101,816 0 0
Twilio Inc CL A 90138F102   31,479 191 SH   DFND   191 0 0
Twilio Inc CL A 90138F102   38,907,850 236,077 SH   DFND 8 233,433 0 2,644
Twitter Inc COM 90184L102   34,086 881 SH   DFND   881 0 0
Twitter Inc COM 90184L102   1,547,136 39,988 SH   DFND 8 39,988 0 0
Tyler Technologies Inc COM 902252105   258,926 582 SH   DFND 7 582 0 0
Tyson Foods Inc CL A 902494103   346,689 3,868 SH   DFND 7 3,868 0 0
Tyson Foods Inc CL A 902494103   54,073,779 603,300 SH   DFND 8 565,800 0 37,500
Uber Technologies Inc COM 90353T100   43,351 1,215 SH   DFND   1,215 0 0
Uber Technologies Inc COM 90353T100   221,466 6,207 SH   DFND 7 0 0 6,207
Uber Technologies Inc COM 90353T100   71,360 2,000 SH   DFND 8 0 0 2,000
Ubiquiti Inc COM 90353W103   727,900 2,500 SH   DFND 8 2,500 0 0
UBS Group AG SHS H42097107   86,308 4,417 SH   DFND   4,417 0 0
UBS Group AG SHS H42097107   186,379,496 9,538,357 SH   DFND 7 7,838,058 0 1,700,299
UBS Group AG SHS H42097107   38,817,461 1,986,564 SH   DFND 8 1,955,225 0 31,339
UDR Inc COM 902653104   28,078,484 489,428 SH   DFND 10 489,428 0 0
UDR Inc COM 902653104   220,186 3,838 SH   DFND 7 3,838 0 0
UGI Corp COM 902681105   6,483 179 SH   DFND 7 179 0 0
UGI Corp COM 902681105   5,878,506 162,300 SH   DFND 8 162,300 0 0
Ulta Beauty Inc COM 90384S303   447,998 1,125 SH   DFND 7 1,125 0 0
Ultragenyx Pharmaceutical Inc COM 90400D108   16,561,209 228,053 SH   DFND 8 228,053 0 0
Union Pacific Corp COM 907818108   198,897 728 SH   DFND   728 0 0
Union Pacific Corp COM 907818108   4,917,780 18,000 SH   DFND 10 18,000 0 0
Union Pacific Corp COM 907818108   2,732,100 10,000 SH   DFND 11 10,000 0 0
Union Pacific Corp COM 907818108   12,269,861 44,910 SH   DFND 7 19,100 0 25,810
Union Pacific Corp COM 907818108   107,835,987 394,700 SH   DFND 8 387,500 0 7,200
uniQure NV SHS N90064101   25,298 1,400 SH   DFND 11 0 0 1,400
uniQure NV SHS N90064101   1,485,354 82,200 SH   DFND 8 82,200 0 0
Unisys Corp COM NEW 909214306   261,481 12,100 SH   DFND 11 9,100 0 3,000
Unisys Corp COM NEW 909214306   3,358,194 155,400 SH   DFND 8 144,600 0 10,800
United Bankshares Inc/WV COM 909907107   474,368 13,600 SH   DFND 8 0 0 13,600
UnitedHealth Group Inc COM 91324P102   495,181 971 SH   DFND   971 0 0
UnitedHealth Group Inc COM 91324P102   3,875,772 7,600 SH   DFND 11 7,600 0 0
UnitedHealth Group Inc COM 91324P102   46,611,258 91,400 SH   DFND 7 53,868 0 37,532
UnitedHealth Group Inc COM 91324P102   317,892,349 623,355 SH   DFND 8 619,855 0 3,500
United Microelectronics Corp SPON ADR NEW 910873405   349,296 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106   168,137 784 SH   DFND   784 0 0
United Parcel Service Inc CL B 911312106   1,758,572 8,200 SH   DFND 11 8,200 0 0
United Parcel Service Inc CL B 911312106   10,478,301 48,859 SH   DFND 7 20,199 0 28,660
United Parcel Service Inc CL B 911312106   74,421,695 347,019 SH   DFND 8 322,100 0 24,919
United Rentals Inc COM 911363109   180,091 507 SH   DFND 7 244 0 263
United Rentals Inc COM 911363109   18,134,891 51,054 SH   DFND 8 51,054 0 0
United Therapeutics Corp COM 91307C102   233,233 1,300 SH   DFND 11 1,300 0 0
United Therapeutics Corp COM 91307C102   1,560,867 8,700 SH   DFND 8 6,700 0 2,000
Uniti Group Inc COM 91325V108   543,520 39,500 SH   DFND 8 24,100 0 15,400
Universal Electronics Inc COM 913483103   137,456 4,400 SH   DFND 11 3,400 0 1,000
Universal Electronics Inc COM 913483103   1,036,731 33,186 SH   DFND 8 30,686 0 2,500
Unum Group COM 91529Y106   1,865,392 59,200 SH   DFND 8 26,800 0 32,400
Urstadt Biddle Properties Inc CL A 917286205   314,127 16,700 SH   DFND 11 13,300 0 3,400
Urstadt Biddle Properties Inc CL A 917286205   131,670 7,000 SH   DFND 8 0 0 7,000
US Bancorp COM NEW 902973304   86,050 1,619 SH   DFND   1,619 0 0
US Bancorp COM NEW 902973304   17,709,367 333,196 SH   DFND 7 183,828 0 149,368
US Bancorp COM NEW 902973304   9,412,865 177,100 SH   DFND 8 162,400 0 14,700
US Foods Holding Corp COM 912008109   805,282 21,400 SH   DFND 11 15,800 0 5,600
US Foods Holding Corp COM 912008109   4,790,299 127,300 SH   DFND 8 108,900 0 18,400
Valero Energy Corp COM 91913Y100   11,565,000 113,896 SH   DFND 7 15,660 0 98,236
Valero Energy Corp COM 91913Y100   41,621,246 409,900 SH   DFND 8 370,700 0 39,200
Valley National Bancorp COM 919794107   2,255,064 173,200 SH   DFND 8 173,200 0 0
Vanda Pharmaceuticals Inc COM 921659108   85,956 7,600 SH   DFND 11 7,600 0 0
Vanda Pharmaceuticals Inc COM 921659108   108,576 9,600 SH   DFND 8 0 0 9,600
VanEck Gold Miners ETF/USA GOLD MINERS ETF 92189F106   229,256 5,978 SH   DFND   0 0 5,978
Vanguard Extended Duration Treasury ETF EXTENDED DUR 921910709   1,413,534 11,613 SH   DFND   0 0 11,613
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870   10,422,283 121,133 SH   DFND 11 121,133 0 0
Varex Imaging Corp COM 92214X106   157,546 7,400 SH   DFND 11 5,700 0 1,700
Varex Imaging Corp COM 92214X106   1,726,619 81,100 SH   DFND 8 73,500 0 7,600
Veeva Systems Inc CL A COM 922475108   33,994 160 SH   DFND   160 0 0
Veeva Systems Inc CL A COM 922475108   165,294 778 SH   DFND 7 778 0 0
Veeva Systems Inc CL A COM 922475108   51,763,967 243,641 SH   DFND 8 229,552 0 14,089
Ventas Inc COM 92276F100   422,377 6,839 SH   DFND 7 6,839 0 0
Veracyte Inc COM 92337F107   2,581,048 93,618 SH   DFND 8 93,618 0 0
Verint Systems Inc COM 92343X100   563,530 10,900 SH   DFND 11 8,200 0 2,700
Verint Systems Inc COM 92343X100   2,848,101 55,089 SH   DFND 7 51,453 0 3,636
Verint Systems Inc COM 92343X100   6,808,890 131,700 SH   DFND 8 111,500 0 20,200
VeriSign Inc COM 92343E102   778,610 3,500 SH   DFND 11 3,500 0 0
VeriSign Inc COM 92343E102   310,999 1,398 SH   DFND 7 1,398 0 0
VeriSign Inc COM 92343E102   15,070,553 67,745 SH   DFND 8 67,045 0 700
Verisk Analytics Inc COM 92345Y106   37,990 177 SH   DFND   177 0 0
Verisk Analytics Inc COM 92345Y106   1,545,336 7,200 SH   DFND 11 7,200 0 0
Verisk Analytics Inc COM 92345Y106   44,689,185 208,215 SH   DFND 7 208,138 0 77
Verisk Analytics Inc COM 92345Y106   47,622,534 221,882 SH   DFND 8 220,582 0 1,300
Verizon Communications Inc COM 92343V104   232,235 4,559 SH   DFND   4,559 0 0
Verizon Communications Inc COM 92343V104   4,864,770 95,500 SH   DFND 11 95,500 0 0
Verizon Communications Inc COM 92343V104   4,131,947 81,114 SH   DFND 7 36,164 0 44,950
Verizon Communications Inc COM 92343V104   167,179,986 3,281,900 SH   DFND 8 3,145,000 0 136,900
Vertex Pharmaceuticals Inc COM 92532F100   70,984 272 SH   DFND   272 0 0
Vertex Pharmaceuticals Inc COM 92532F100   257,316 986 SH   DFND 7 986 0 0
Vertex Pharmaceuticals Inc COM 92532F100   79,951,030 306,361 SH   DFND 8 285,306 0 21,055
VF Corp COM 918204108   360,265 6,336 SH   DFND 7 6,336 0 0
VF Corp COM 918204108   227,440 4,000 SH   DFND 8 2,400 0 1,600
Viatris Inc COM 92556V106   31,922 2,934 SH   DFND 11 2,934 0 0
Viatris Inc COM 92556V106   263,068 24,179 SH   DFND 7 19,286 0 4,893
Viatris Inc COM 92556V106   593,907 54,587 SH   DFND 8 54,587 0 0
Viavi Solutions Inc COM 925550105   45,146,288 2,807,605 SH   DFND 8 2,784,865 0 22,740
VICI Properties Inc COM 925652109   782,650 27,500 SH   DFND 11 22,400 0 5,100
VICI Properties Inc COM 925652109   61,189 2,150 SH   DFND 7 2,150 0 0
VICI Properties Inc COM 925652109   11,110,784 390,400 SH   DFND 8 350,900 0 39,500
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   1,694,556 188,284 SH   DFND   136,582 0 51,702
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   858,798 95,422 SH   DFND 7 95,422 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   1,575,288 175,032 SH   DFND 8 175,032 0 0
Vir Biotechnology Inc COM 92764N102   192,900 7,500 SH   DFND 11 5,400 0 2,100
Vir Biotechnology Inc COM 92764N102   151,748 5,900 SH   DFND 8 0 0 5,900
Virtu Financial Inc CL A 928254101   632,740 17,000 SH   DFND 11 14,000 0 3,000
Virtu Financial Inc CL A 928254101   6,260,404 168,200 SH   DFND 8 151,400 0 16,800
Visa Inc COM CL A 92826C839   391,868 1,767 SH   DFND   1,767 0 0
Visa Inc COM CL A 92826C839   4,058,391 18,300 SH   DFND 11 18,300 0 0
Visa Inc COM CL A 92826C839   113,615,654 512,313 SH   DFND 7 431,136 0 81,177
Visa Inc COM CL A 92826C839   360,226,777 1,624,326 SH   DFND 8 1,585,109 0 39,217
Vishay Intertechnology Inc COM 928298108   503,720 25,700 SH   DFND 11 19,600 0 6,100
Vishay Intertechnology Inc COM 928298108   5,150,880 262,800 SH   DFND 8 227,200 0 35,600
Vista Outdoor Inc COM 928377100   356,900 10,000 SH   DFND 11 7,600 0 2,400
Vista Outdoor Inc COM 928377100   1,352,651 37,900 SH   DFND 8 29,100 0 8,800
VMware Inc CL A COM 928563402   531,317 4,666 SH   DFND 7 4,666 0 0
Voya Financial Inc COM 929089100   1,638,845 24,700 SH   DFND 8 17,900 0 6,800
Vulcan Materials Co COM 929160109   57,866 315 SH   DFND 7 315 0 0
Vulcan Materials Co COM 929160109   238,810 1,300 SH   DFND 8 1,300 0 0
Wabash National Corp COM 929566107   148,400 10,000 SH   DFND 11 7,600 0 2,400
Wabash National Corp COM 929566107   142,464 9,600 SH   DFND 8 0 0 9,600
Walgreens Boots Alliance Inc COM 931427108   442,551 9,885 SH   DFND 7 9,885 0 0
Walmart Inc COM 931142103   255,100 1,713 SH   DFND   1,713 0 0
Walmart Inc COM 931142103   4,154,868 27,900 SH   DFND 11 27,900 0 0
Walmart Inc COM 931142103   11,160,214 74,941 SH   DFND 7 41,312 0 33,629
Walmart Inc COM 931142103   92,829,282 623,350 SH   DFND 8 606,550 0 16,800
Walt Disney Co/The COM 254687106   1,712,854 12,488 SH   DFND   12,488 0 0
Walt Disney Co/The COM 254687106   192,024 1,400 SH   DFND 11 1,400 0 0
Walt Disney Co/The COM 254687106   46,752,632 340,862 SH   DFND 7 282,357 0 58,505
Walt Disney Co/The COM 254687106   29,654,541 216,204 SH   DFND 8 200,704 0 15,500
Waste Connections Inc COM 94106B101   146,406 1,048 SH   DFND   1,048 0 0
Waste Connections Inc COM 94106B101   19,951,395 142,816 SH   DFND 7 50,750 0 92,066
Waste Connections Inc COM 94106B101   115,542,657 827,077 SH   DFND 8 826,377 0 700
Waste Management Inc COM 94106L109   77,190 487 SH   DFND   487 0 0
Waste Management Inc COM 94106L109   826,736 5,216 SH   DFND 7 422 0 4,794
Waste Management Inc COM 94106L109   5,436,550 34,300 SH   DFND 8 30,900 0 3,400
Waters Corp COM 941848103   651,819 2,100 SH   DFND 11 2,100 0 0
Waters Corp COM 941848103   11,826,480 38,102 SH   DFND 7 35,906 0 2,196
Waters Corp COM 941848103   11,776,197 37,940 SH   DFND 8 37,700 0 240
Watts Water Technologies Inc CL A 942749102   5,281,248 37,834 SH   DFND 7 37,834 0 0
Webster Financial Corp COM 947890109   1,784,616 31,800 SH   DFND 8 4,600 0 27,200
WEC Energy Group Inc COM 92939U106   728,613 7,300 SH   DFND 11 7,300 0 0
Weis Markets Inc COM 948849104   2,771,096 38,800 SH   DFND 8 38,800 0 0
Wells Fargo & Co COM 949746101   230,088 4,748 SH   DFND   4,748 0 0
Wells Fargo & Co COM 949746101   15,194,051 313,538 SH   DFND 7 224,081 0 89,457
Wells Fargo & Co COM 949746101   23,561,252 486,200 SH   DFND 8 477,100 0 9,100
Welltower Inc COM 95040Q104   42,130,375 438,219 SH   DFND 10 438,219 0 0
Welltower Inc COM 95040Q104   855,934 8,903 SH   DFND 7 8,903 0 0
Wendy's Co/The COM 95058W100   300,989 13,700 SH   DFND 11 7,300 0 6,400
Wendy's Co/The COM 95058W100   626,145 28,500 SH   DFND 8 0 0 28,500
Werner Enterprises Inc COM 950755108   500,200 12,200 SH   DFND 8 0 0 12,200
Western Alliance Bancorp COM 957638109   1,043,532 12,600 SH   DFND 11 11,000 0 1,600
Western Alliance Bancorp COM 957638109   2,053,936 24,800 SH   DFND 8 13,700 0 11,100
Western Digital Corp COM 958102105   369,148 7,435 SH   DFND 7 7,435 0 0
Western Digital Corp COM 958102105   13,241,655 266,700 SH   DFND 8 227,500 0 39,200
Western Digital Corp NOTE 1.500% 2/0 958102AP0   17,491,750 18,056,000 PRN   DFND 7 15,893,000 0 2,163,000
Western Union Co/The COM 959802109   935,126 49,900 SH   DFND 11 49,900 0 0
Western Union Co/The COM 959802109   107,343 5,728 SH   DFND 7 5,728 0 0
Western Union Co/The COM 959802109   23,816,666 1,270,900 SH   DFND 8 1,261,200 0 9,700
West Fraser Timber Co Ltd COM 952845105   297,325 3,607 SH   DFND 7 0 0 3,607
West Fraser Timber Co Ltd COM 952845105   214,318 2,600 SH   DFND 8 1,300 0 1,300
Westinghouse Air Brake Technologies Corp COM 929740108   338,230 3,517 SH   DFND 7 3,517 0 0
Westlake Corp COM 960413102   789,760 6,400 SH   DFND 11 5,600 0 800
Westlake Corp COM 960413102   1,764,620 14,300 SH   DFND 8 6,200 0 8,100
West Pharmaceutical Services Inc COM 955306105   1,478,556 3,600 SH   DFND 11 3,600 0 0
West Pharmaceutical Services Inc COM 955306105   553,226 1,347 SH   DFND 7 1,347 0 0
West Pharmaceutical Services Inc COM 955306105   55,311,959 134,674 SH   DFND 8 124,500 0 10,174
WEX Inc COM 96208T104   1,017,165 5,700 SH   DFND 11 4,500 0 1,200
WEX Inc COM 96208T104   13,918,029 77,994 SH   DFND 7 77,994 0 0
WEX Inc COM 96208T104   5,585,485 31,300 SH   DFND 8 25,800 0 5,500
Weyerhaeuser Co COM NEW 962166104   170,550 4,500 SH   DFND 11 4,500 0 0
Weyerhaeuser Co COM NEW 962166104   82,205 2,169 SH   DFND 7 2,169 0 0
Weyerhaeuser Co COM NEW 962166104   21,693,960 572,400 SH   DFND 8 558,800 0 13,600
Wheaton Precious Metals Corp COM 962879102   666,120 14,000 SH   DFND 11 14,000 0 0
Wheaton Precious Metals Corp COM 962879102   14,729,626 309,576 SH   DFND 7 309,576 0 0
Wheaton Precious Metals Corp COM 962879102   6,875,310 144,500 SH   DFND 8 142,500 0 2,000
Whirlpool Corp COM 963320106   293,726 1,700 SH   DFND 11 1,000 0 700
Whirlpool Corp COM 963320106   313,250 1,813 SH   DFND 7 1,813 0 0
Whirlpool Corp COM 963320106   16,915,162 97,900 SH   DFND 8 88,200 0 9,700
Whiting Petroleum Corp COM NEW 966387508   456,456 5,600 SH   DFND 11 4,700 0 900
Whiting Petroleum Corp COM NEW 966387508   537,966 6,600 SH   DFND 8 700 0 5,900
Williams Cos Inc/The COM 969457100   1,527,772 45,728 SH   DFND 7 45,728 0 0
Williams Cos Inc/The COM 969457100   2,940,080 88,000 SH   DFND 8 88,000 0 0
Williams-Sonoma Inc COM 969904101   599,865 4,137 SH   DFND 11 3,237 0 900
Williams-Sonoma Inc COM 969904101   12,381,550 85,390 SH   DFND 8 67,900 0 17,490
Willis Towers Watson PLC SHS G96629103   472,440 2,000 SH   DFND 11 2,000 0 0
Willis Towers Watson PLC SHS G96629103   30,945 131 SH   DFND 7 131 0 0
Willis Towers Watson PLC SHS G96629103   3,188,970 13,500 SH   DFND 8 13,100 0 400
Wintrust Financial Corp COM 97650W108   864,249 9,300 SH   DFND 11 7,200 0 2,100
Wintrust Financial Corp COM 97650W108   8,149,961 87,700 SH   DFND 8 81,300 0 6,400
Wolfspeed Inc COM 977852102   46,227 406 SH   DFND   406 0 0
Wolfspeed Inc COM 977852102   92,469,805 812,136 SH   DFND 8 812,136 0 0
Wolverine World Wide Inc COM 978097103   329,376 14,600 SH   DFND 11 11,100 0 3,500
Wolverine World Wide Inc COM 978097103   311,328 13,800 SH   DFND 8 0 0 13,800
Workday Inc CL A 98138H101   49,808 208 SH   DFND   208 0 0
Workday Inc CL A 98138H101   103,207 431 SH   DFND 7 431 0 0
Workday Inc CL A 98138H101   122,544,134 511,752 SH   DFND 8 504,852 0 6,900
Workiva Inc COM CL A 98139A105   8,207,136 69,552 SH   DFND 7 69,552 0 0
World Fuel Services Corp COM 981475106   3,204,240 118,500 SH   DFND 8 118,500 0 0
WW Grainger Inc COM 384802104   876,843 1,700 SH   DFND 11 1,700 0 0
WW Grainger Inc COM 384802104   243,969 473 SH   DFND 7 473 0 0
WW Grainger Inc COM 384802104   21,744,675 42,158 SH   DFND 8 41,700 0 458
Wyndham Hotels & Resorts Inc COM 98311A105   364,167 4,300 SH   DFND 11 3,800 0 500
Wynn Resorts Ltd COM 983134107   893,088 11,200 SH   DFND 11 8,500 0 2,700
Wynn Resorts Ltd COM 983134107   877,140 11,000 SH   DFND 8 400 0 10,600
X4 Pharmaceuticals Inc COM 98420X103   2,014,845 1,151,340 SH   DFND 8 1,151,340 0 0
Xenon Pharmaceuticals Inc COM 98420N105   5,962,740 195,052 SH   DFND 8 195,052 0 0
XPeng Inc ADS 98422D105   1,161,539 42,100 SH   DFND   30,000 0 12,100
XPeng Inc ADS 98422D105   8,108,701 293,900 SH   DFND 8 293,900 0 0
Xperi Holding Corp COM 98390M103   316,956 18,300 SH   DFND 11 13,600 0 4,700
Xperi Holding Corp COM 98390M103   3,373,936 194,800 SH   DFND 8 181,700 0 13,100
XP Inc CL A G98239109   3,797,115 126,150 SH   DFND   126,150 0 0
XPO Logistics Inc COM 983793100   26,429,894 363,048 SH   DFND 8 363,048 0 0
Xylem Inc/NY COM 98419M100   60,620 711 SH   DFND   711 0 0
Xylem Inc/NY COM 98419M100   4,349,198 51,011 SH   DFND 7 51,011 0 0
Xylem Inc/NY COM 98419M100   24,684,816 289,524 SH   DFND 8 289,524 0 0
Yandex NV SHS CLASS A N97284108   1,683,652 88,894 SH   DFND   88,894 0 0
YETI Holdings Inc COM 98585X104   563,812 9,400 SH   DFND 11 8,900 0 500
YETI Holdings Inc COM 98585X104   5,566,144 92,800 SH   DFND 8 75,000 0 17,800
Yiren Digital Ltd SPONSORED ADS 98585L100   62,738 24,700 SH   DFND 8 24,700 0 0
YPF SA SPON ADR CL D 984245100   715,188 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109   17,928,706 431,601 SH   DFND   431,601 0 0
Yum China Holdings Inc COM 98850P109   2,700,100 65,000 SH   DFND 8 65,000 0 0
Zebra Technologies Corp CL A 989207105   489,821 1,184 SH   DFND 7 1,184 0 0
Zebra Technologies Corp CL A 989207105   24,673,068 59,640 SH   DFND 8 55,440 0 4,200
Zendesk Inc COM 98936J101   81,986,055 681,570 SH   DFND 8 671,319 0 10,251
Zendesk Inc NOTE 0.625% 6/1 98936JAD3   8,796,126 7,036,000 PRN   DFND 7 5,970,000 0 1,066,000
Zentalis Pharmaceuticals Inc COM 98943L107   6,154,753 133,393 SH   DFND 8 133,393 0 0
Zimmer Biomet Holdings Inc COM 98956P102   6,634,173 51,870 SH   DFND 7 27,680 0 24,190
Zimmer Biomet Holdings Inc COM 98956P102   37,661,818 294,463 SH   DFND 8 294,463 0 0
Zimvie Inc COM 98888T107   55,204 2,417 SH   DFND 7 0 0 2,417
Zimvie Inc COM 98888T107   468,334 20,505 SH   DFND 8 20,505 0 0
Zions Bancorp NA COM 989701107   203,236 3,100 SH   DFND 11 2,300 0 800
Zions Bancorp NA COM 989701107   1,553,772 23,700 SH   DFND 8 21,200 0 2,500
Zoetis Inc CL A 98978V103   1,883,637 9,988 SH   DFND   9,988 0 0
Zoetis Inc CL A 98978V103   2,866,568 15,200 SH   DFND 11 15,200 0 0
Zoetis Inc CL A 98978V103   46,654,526 247,386 SH   DFND 7 216,448 0 30,938
Zoetis Inc CL A 98978V103   98,017,767 519,740 SH   DFND 8 500,140 0 19,600
Zscaler Inc COM 98980G102   6,267,489 25,976 SH   DFND 7 25,976 0 0
Zscaler Inc COM 98980G102   43,537,287 180,443 SH   DFND 8 178,356 0 2,087
Zscaler Inc NOTE 0.125% 7/0 98980GAB8   4,549,718 2,652,000 PRN   DFND 7 2,251,000 0 401,000