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   141,860 8,200 SH   DFND 8 8,200 0 0
3M Co COM 88579Y101   75,187 581 SH   DFND   581 0 0
3M Co COM 88579Y101   3,752,890 29,000 SH   DFND 11 29,000 0 0
3M Co COM 88579Y101   19,430,394 150,146 SH   DFND 7 30,686 0 119,460
3M Co COM 88579Y101   130,176,366 1,005,922 SH   DFND 8 995,822 0 10,100
A10 Networks Inc COM 002121101   194,130 13,500 SH   DFND 11 10,000 0 3,500
A10 Networks Inc COM 002121101   1,262,205 87,775 SH   DFND 8 75,675 0 12,100
Abbott Laboratories COM 002824100   2,735,155 25,174 SH   DFND   25,174 0 0
Abbott Laboratories COM 002824100   3,216,040 29,600 SH   DFND 11 29,600 0 0
Abbott Laboratories COM 002824100   44,439,154 409,012 SH   DFND 7 360,482 0 48,530
Abbott Laboratories COM 002824100   86,061,665 792,100 SH   DFND 8 771,500 0 20,600
AbbVie Inc COM 00287Y109   275,535 1,799 SH   DFND   1,799 0 0
AbbVie Inc COM 00287Y109   1,072,120 7,000 SH   DFND 11 7,000 0 0
AbbVie Inc COM 00287Y109   11,322,200 73,924 SH   DFND 7 33,086 0 40,838
AbbVie Inc COM 00287Y109   71,408,859 466,237 SH   DFND 8 461,037 0 5,200
ABIOMED Inc COM 003654100   11,385 46 SH   DFND   46 0 0
ABIOMED Inc COM 003654100   205,433 830 SH   DFND 7 830 0 0
ABIOMED Inc COM 003654100   56,012,503 226,304 SH   DFND 8 226,304 0 0
ABM Industries Inc COM 000957100   516,698 11,900 SH   DFND 11 9,300 0 2,600
ABM Industries Inc COM 000957100   4,963,992 114,325 SH   DFND 8 93,325 0 21,000
Accenture PLC SHS CLASS A G1151C101   178,529 643 SH   DFND   643 0 0
Accenture PLC SHS CLASS A G1151C101   2,887,560 10,400 SH   DFND 11 10,400 0 0
Accenture PLC SHS CLASS A G1151C101   24,288,822 87,480 SH   DFND 7 58,630 0 28,850
Accenture PLC SHS CLASS A G1151C101   120,898,250 435,434 SH   DFND 8 419,534 0 15,900
Achilles Therapeutics PLC SPONSORED ADS 00449L102   714,811 283,655 SH   DFND 8 283,655 0 0
ACI Worldwide Inc COM 004498101   25,890 1,000 SH   DFND 11 1,000 0 0
ACI Worldwide Inc COM 004498101   1,126,992 43,530 SH   DFND 7 40,318 0 3,212
Activision Blizzard Inc COM 00507V109   61,665 792 SH   DFND   792 0 0
Activision Blizzard Inc COM 00507V109   5,369,615 68,965 SH   DFND 7 62,357 0 6,608
Activision Blizzard Inc COM 00507V109   66,669,494 856,274 SH   DFND 8 846,328 0 9,946
Acuity Brands Inc COM 00508Y102   61,616 400 SH   DFND 11 400 0 0
Acuity Brands Inc COM 00508Y102   1,463,380 9,500 SH   DFND 8 4,000 0 5,500
Adobe Inc COM 00724F101   175,709 480 SH   DFND   480 0 0
Adobe Inc COM 00724F101   2,040,418 5,574 SH   DFND 11 5,574 0 0
Adobe Inc COM 00724F101   57,851,756 158,039 SH   DFND 7 130,775 0 27,264
Adobe Inc COM 00724F101   90,164,605 246,311 SH   DFND 8 234,288 0 12,023
Advance Auto Parts Inc COM 00751Y106   10,732 62 SH   DFND   62 0 0
Advance Auto Parts Inc COM 00751Y106   224,498 1,297 SH   DFND 7 1,297 0 0
Advance Auto Parts Inc COM 00751Y106   155,781 900 SH   DFND 8 900 0 0
Advanced Drainage Systems Inc COM 00790R104   306,238 3,400 SH   DFND 11 2,800 0 600
Advanced Drainage Systems Inc COM 00790R104   351,273 3,900 SH   DFND 8 0 0 3,900
Advanced Energy Industries Inc COM 007973100   27,805 381 SH   DFND   381 0 0
Advanced Energy Industries Inc COM 007973100   216,897 2,972 SH   DFND 7 2,972 0 0
Advanced Energy Industries Inc COM 007973100   6,862,893 94,038 SH   DFND 8 94,038 0 0
Advanced Micro Devices Inc COM 007903107   127,170 1,663 SH   DFND   1,663 0 0
Advanced Micro Devices Inc COM 007903107   3,339,445 43,670 SH   DFND 7 10,811 0 32,859
Advanced Micro Devices Inc COM 007903107   101,056,405 1,321,517 SH   DFND 8 1,272,137 0 49,380
AerCap Holdings NV SHS N00985106   380,742 9,300 SH   DFND 7 9,300 0 0
Aflac Inc COM 001055102   34,747 628 SH   DFND   628 0 0
Aflac Inc COM 001055102   1,770,560 32,000 SH   DFND 11 32,000 0 0
Aflac Inc COM 001055102   118,185 2,136 SH   DFND 7 2,136 0 0
Aflac Inc COM 001055102   10,645,492 192,400 SH   DFND 8 185,900 0 6,500
AGCO Corp COM 001084102   898,170 9,100 SH   DFND 11 7,200 0 1,900
AGCO Corp COM 001084102   7,150,025 72,442 SH   DFND 8 62,042 0 10,400
Agilent Technologies Inc COM 00846U101   36,225 305 SH   DFND   305 0 0
Agilent Technologies Inc COM 00846U101   1,544,010 13,000 SH   DFND 11 13,000 0 0
Agilent Technologies Inc COM 00846U101   1,633,919 13,757 SH   DFND 7 13,151 0 606
Agilent Technologies Inc COM 00846U101   24,247,608 204,156 SH   DFND 8 201,755 0 2,401
Agios Pharmaceuticals Inc COM 00847X104   4,367,534 197,002 SH   DFND 8 197,002 0 0
Agnico Eagle Mines Ltd COM 008474108   21,736 475 SH   DFND   475 0 0
Agnico Eagle Mines Ltd COM 008474108   26,279,053 574,280 SH   DFND 7 574,280 0 0
Airbnb Inc COM CL A 009066101   30,287 340 SH   DFND   340 0 0
Airbnb Inc COM CL A 009066101   9,513,655 106,799 SH   DFND 7 106,799 0 0
Airbnb Inc NOTE 3/1 009066AB7   13,546,629 16,350,000 PRN   DFND 7 13,609,000 0 2,741,000
Akamai Technologies Inc COM 00971T101   14,887 163 SH   DFND   163 0 0
Akamai Technologies Inc COM 00971T101   4,668,059 51,112 SH   DFND 7 46,740 0 4,372
Akamai Technologies Inc COM 00971T101   4,557,367 49,900 SH   DFND 8 49,900 0 0
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5   17,088,200 17,200,000 PRN   DFND 7 14,800,000 0 2,400,000
Alarm.com Holdings Inc COM 011642105   4,903,766 79,272 SH   DFND 8 79,272 0 0
Albemarle Corp COM 012653101   72,307 346 SH   DFND   346 0 0
Albemarle Corp COM 012653101   700,919 3,354 SH   DFND 7 455 0 2,899
Albemarle Corp COM 012653101   12,825,939 61,374 SH   DFND 8 61,374 0 0
Alcoa Corp COM 013872106   8,569 188 SH   DFND   188 0 0
Alcoa Corp COM 013872106   154,972 3,400 SH   DFND 11 3,400 0 0
Alcoa Corp COM 013872106   1,156,410 25,371 SH   DFND 7 0 0 25,371
Alcon Inc ORD SHS H01301128   28,803,836 412,131 SH   DFND 7 99,029 0 313,102
Alcon Inc ORD SHS H01301128   7,357,320 105,270 SH   DFND 8 104,617 0 653
Alexander's Inc COM 014752109   177,728 800 SH   DFND 11 600 0 200
Alexander's Inc COM 014752109   155,512 700 SH   DFND 8 0 0 700
Alexandria Real Estate Equities Inc COM 015271109   26,744,402 184,406 SH   DFND 10 184,406 0 0
Alexandria Real Estate Equities Inc COM 015271109   809,122 5,579 SH   DFND 7 579 0 5,000
Algonquin Power & Utilities Corp COM 015857105   9,388 699 SH   DFND   699 0 0
Algonquin Power & Utilities Corp COM 015857105   3,733,392 277,989 SH   DFND 7 277,989 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   5,023,974 44,194 SH   DFND   21,983 0 22,211
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   20,571,760 180,962 SH   DFND 7 164,262 0 16,700
Alibaba Group Holding Ltd SPONSORED ADS 01609W102   109,669,597 964,722 SH   DFND 8 964,722 0 0
Align Technology Inc COM 016255101   17,987 76 SH   DFND   76 0 0
Align Technology Inc COM 016255101   8,337,647 35,229 SH   DFND 7 35,229 0 0
Align Technology Inc COM 016255101   4,601,811 19,444 SH   DFND 8 19,444 0 0
Alkermes PLC SHS G01767105   9,620,323 322,938 SH   DFND 8 322,938 0 0
Allegion plc ORD SHS G0176J109   8,811 90 SH   DFND   90 0 0
Allegion plc ORD SHS G0176J109   1,458,710 14,900 SH   DFND 11 14,900 0 0
Allegion plc ORD SHS G0176J109   8,909 91 SH   DFND 7 91 0 0
Allegion plc ORD SHS G0176J109   24,335,493 248,575 SH   DFND 8 245,800 0 2,775
Allscripts Healthcare Solutions Inc COM 01988P108   292,151 19,700 SH   DFND 11 16,100 0 3,600
Allscripts Healthcare Solutions Inc COM 01988P108   2,628,618 177,250 SH   DFND 8 159,250 0 18,000
Allstate Corp/The COM 020002101   35,865 283 SH   DFND   283 0 0
Allstate Corp/The COM 020002101   268,034 2,115 SH   DFND 7 2,115 0 0
Ally Financial Inc COM 02005N100   11,360 339 SH   DFND   339 0 0
Ally Financial Inc COM 02005N100   150,527 4,492 SH   DFND 7 4,492 0 0
Ally Financial Inc COM 02005N100   11,617,917 346,700 SH   DFND 8 295,400 0 51,300
Alnylam Pharmaceuticals Inc COM 02043Q107   17,794 122 SH   DFND   122 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107   157,518 1,080 SH   DFND 7 1,080 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107   28,769,788 197,256 SH   DFND 8 197,256 0 0
Alphabet Inc CAP STK CL A 02079K305   666,854 306 SH   DFND   306 0 0
Alphabet Inc CAP STK CL A 02079K305   8,762,804 4,021 SH   DFND 11 4,021 0 0
Alphabet Inc CAP STK CL A 02079K305   102,102,690 46,852 SH   DFND 7 37,702 0 9,150
Alphabet Inc CAP STK CL A 02079K305   365,335,505 167,642 SH   DFND 8 159,992 0 7,650
Alphabet Inc CAP STK CL C 02079K107   632,170 289 SH   DFND   289 0 0
Alphabet Inc CAP STK CL C 02079K107   36,169,320 16,535 SH   DFND 7 6,520 0 10,015
Alphabet Inc CAP STK CL C 02079K107   443,899,387 202,931 SH   DFND 8 202,931 0 0
Alpha Metallurgical Resources Inc COM 020764106   1,743,255 13,500 SH   DFND 11 11,000 0 2,500
Alpha Metallurgical Resources Inc COM 020764106   1,304,213 10,100 SH   DFND 8 0 0 10,100
Altair Engineering Inc COM CL A 021369103   40,175,678 765,251 SH   DFND 8 758,066 0 7,185
Altice USA Inc CL A 02156K103   261,470 28,267 SH   DFND 7 17,823 0 10,444
Altra Industrial Motion Corp COM 02208R106   320,775 9,100 SH   DFND 11 7,500 0 1,600
Altra Industrial Motion Corp COM 02208R106   1,702,575 48,300 SH   DFND 8 39,800 0 8,500
Amazon.com Inc COM 023135106   3,553,787 33,460 SH   DFND   33,460 0 0
Amazon.com Inc COM 023135106   2,874,043 27,060 SH   DFND 11 27,060 0 0
Amazon.com Inc COM 023135106   99,827,098 939,903 SH   DFND 7 765,399 0 174,504
Amazon.com Inc COM 023135106   449,445,989 4,231,673 SH   DFND 8 4,201,273 0 30,400
Ambarella Inc SHS G037AX101   39,419,685 602,195 SH   DFND 8 602,195 0 0
Ambev SA SPONSORED ADR 02319V103   3,840,619 1,530,127 SH   DFND   1,530,127 0 0
Ambev SA SPONSORED ADR 02319V103   81,374 32,420 SH   DFND 7 0 0 32,420
Amdocs Ltd SHS G02602103   1,124,685 13,500 SH   DFND 11 10,700 0 2,800
Amdocs Ltd SHS G02602103   216,773 2,602 SH   DFND 7 2,602 0 0
Amdocs Ltd SHS G02602103   17,711,706 212,600 SH   DFND 8 212,600 0 0
Amedisys Inc COM 023436108   6,996,682 66,559 SH   DFND 8 66,559 0 0
AMERCO COM 023586100   4,782 10 SH   DFND   10 0 0
AMERCO COM 023586100   191,292 400 SH   DFND 11 300 0 100
AMERCO COM 023586100   191,292 400 SH   DFND 8 0 0 400
Ameresco Inc CL A 02361E108   75,721 1,662 SH   DFND   1,662 0 0
Ameresco Inc CL A 02361E108   7,294,612 160,110 SH   DFND 7 67,266 0 92,844
Ameresco Inc CL A 02361E108   24,112,129 529,239 SH   DFND 8 529,239 0 0
American Express Co COM 025816109   90,935 656 SH   DFND   656 0 0
American Express Co COM 025816109   2,065,438 14,900 SH   DFND 11 14,900 0 0
American Express Co COM 025816109   15,858,544 114,403 SH   DFND 7 59,596 0 54,807
American Express Co COM 025816109   131,501,170 948,645 SH   DFND 8 939,445 0 9,200
American Financial Group Inc/OH COM 025932104   10,133 73 SH   DFND   73 0 0
American Financial Group Inc/OH COM 025932104   458,073 3,300 SH   DFND 11 3,300 0 0
American Financial Group Inc/OH COM 025932104   10,133 73 SH   DFND 7 73 0 0
American Financial Group Inc/OH COM 025932104   2,984,415 21,500 SH   DFND 8 20,700 0 800
American Homes 4 Rent CL A 02665T306   39,161,413 1,105,006 SH   DFND 10 1,105,006 0 0
American International Group Inc COM NEW 026874784   42,387 829 SH   DFND   829 0 0
American International Group Inc COM NEW 026874784   848,758 16,600 SH   DFND 11 16,600 0 0
American International Group Inc COM NEW 026874784   281,624 5,508 SH   DFND 7 5,508 0 0
American International Group Inc COM NEW 026874784   5,432,511 106,249 SH   DFND 8 99,249 0 7,000
American Tower Corp COM 03027X100   3,419,539 13,379 SH   DFND   13,379 0 0
American Tower Corp COM 03027X100   281,149 1,100 SH   DFND 10 1,100 0 0
American Tower Corp COM 03027X100   2,351,428 9,200 SH   DFND 11 9,200 0 0
American Tower Corp COM 03027X100   4,273,465 16,720 SH   DFND 7 781 0 15,939
American Tower Corp COM 03027X100   106,395,727 416,275 SH   DFND 8 415,275 0 1,000
American Water Works Co Inc COM 030420103   27,522 185 SH   DFND   185 0 0
American Water Works Co Inc COM 030420103   2,529,090 17,000 SH   DFND 10 17,000 0 0
American Water Works Co Inc COM 030420103   1,502,577 10,100 SH   DFND 11 10,100 0 0
American Water Works Co Inc COM 030420103   27,225 183 SH   DFND 7 183 0 0
American Water Works Co Inc COM 030420103   21,512,142 144,600 SH   DFND 8 142,900 0 1,700
Americold Realty Trust Inc COM 03064D108   17,857,008 594,441 SH   DFND 10 594,441 0 0
Americold Realty Trust Inc COM 03064D108   81,108 2,700 SH   DFND 11 1,300 0 1,400
Americold Realty Trust Inc COM 03064D108   285,380 9,500 SH   DFND 8 2,800 0 6,700
Ameriprise Financial Inc COM 03076C106   26,858 113 SH   DFND   113 0 0
Ameriprise Financial Inc COM 03076C106   95,072 400 SH   DFND 11 400 0 0
Ameriprise Financial Inc COM 03076C106   43,733 184 SH   DFND 7 184 0 0
Ameriprise Financial Inc COM 03076C106   7,843,440 33,000 SH   DFND 8 31,000 0 2,000
AmerisourceBergen Corp COM 03073E105   22,637 160 SH   DFND   160 0 0
AmerisourceBergen Corp COM 03073E105   169,776 1,200 SH   DFND 11 1,200 0 0
AmerisourceBergen Corp COM 03073E105   22,354 158 SH   DFND 7 158 0 0
AmerisourceBergen Corp COM 03073E105   32,823,360 232,000 SH   DFND 8 231,400 0 600
AMETEK Inc COM 031100100   25,934 236 SH   DFND   236 0 0
AMETEK Inc COM 031100100   102,308 931 SH   DFND 7 931 0 0
AMETEK Inc COM 031100100   11,230,758 102,200 SH   DFND 8 102,200 0 0
Amgen Inc COM 031162100   137,951 567 SH   DFND   567 0 0
Amgen Inc COM 031162100   918,944 3,777 SH   DFND 11 3,777 0 0
Amgen Inc COM 031162100   22,441,505 92,238 SH   DFND 7 57,558 0 34,680
Amgen Inc COM 031162100   58,124,127 238,899 SH   DFND 8 233,294 0 5,605
Amkor Technology Inc COM 031652100   176,280 10,400 SH   DFND 11 7,800 0 2,600
Amkor Technology Inc COM 031652100   281,370 16,600 SH   DFND 8 3,000 0 13,600
AMN Healthcare Services Inc COM 001744101   515,637 4,700 SH   DFND 11 3,400 0 1,300
AMN Healthcare Services Inc COM 001744101   3,347,252 30,510 SH   DFND 8 21,910 0 8,600
Amphastar Pharmaceuticals Inc COM 03209R103   250,488 7,200 SH   DFND 11 5,700 0 1,500
Amphastar Pharmaceuticals Inc COM 03209R103   2,528,155 72,669 SH   DFND 8 66,769 0 5,900
Amphenol Corp CL A 032095101   39,207 609 SH   DFND   609 0 0
Amphenol Corp CL A 032095101   1,976,466 30,700 SH   DFND 11 30,700 0 0
Amphenol Corp CL A 032095101   130,434 2,026 SH   DFND 7 2,026 0 0
Amphenol Corp CL A 032095101   31,488,258 489,100 SH   DFND 8 483,900 0 5,200
Analog Devices Inc COM 032654105   77,720 532 SH   DFND   532 0 0
Analog Devices Inc COM 032654105   3,229,612 22,107 SH   DFND 7 542 0 21,565
Analog Devices Inc COM 032654105   3,652,250 25,000 SH   DFND 8 22,000 0 3,000
Annaly Capital Management Inc COM 035710409   204,238 34,558 SH   DFND 7 34,558 0 0
ANSYS Inc COM 03662Q105   21,297 89 SH   DFND   89 0 0
ANSYS Inc COM 03662Q105   162,956 681 SH   DFND 7 681 0 0
ANSYS Inc COM 03662Q105   50,359,777 210,455 SH   DFND 8 210,455 0 0
Antero Resources Corp COM 03674X106   438,295 14,300 SH   DFND 11 11,500 0 2,800
Antero Resources Corp COM 03674X106   4,543,096 148,225 SH   DFND 8 136,925 0 11,300
Aon PLC SHS CL A G0403H108   58,790 218 SH   DFND   218 0 0
Aon PLC SHS CL A G0403H108   2,508,024 9,300 SH   DFND 11 9,300 0 0
Aon PLC SHS CL A G0403H108   103,287 383 SH   DFND 7 383 0 0
Aon PLC SHS CL A G0403H108   17,421,328 64,600 SH   DFND 8 60,400 0 4,200
A O Smith Corp COM 831865209   7,327 134 SH   DFND   134 0 0
A O Smith Corp COM 831865209   7,327 134 SH   DFND 7 134 0 0
A O Smith Corp COM 831865209   7,644,264 139,800 SH   DFND 8 139,800 0 0
APA Corp COM 03743Q108   12,320 353 SH   DFND   353 0 0
APA Corp COM 03743Q108   441,904 12,662 SH   DFND 11 8,817 0 3,845
APA Corp COM 03743Q108   26,156,329 749,465 SH   DFND 8 745,951 0 3,514
Apartment Investment and Management Co CL A 03748R747   188,160 29,400 SH   DFND 11 24,100 0 5,300
Apartment Investment and Management Co CL A 03748R747   1,774,400 277,250 SH   DFND 8 249,750 0 27,500
Apellis Pharmaceuticals Inc COM 03753U106   3,540,952 78,305 SH   DFND 8 78,305 0 0
Apollo Medical Holdings Inc COM NEW 03763A207   185,232 4,800 SH   DFND 11 4,000 0 800
Apollo Medical Holdings Inc COM NEW 03763A207   862,487 22,350 SH   DFND 8 19,650 0 2,700
AppHarvest Inc COM 03783T103   791,382 226,757 SH   DFND 8 226,757 0 0
Apple Hospitality REIT Inc COM NEW 03784Y200   271,395 18,500 SH   DFND 11 13,600 0 4,900
Apple Hospitality REIT Inc COM NEW 03784Y200   1,529,348 104,250 SH   DFND 8 87,950 0 16,300
Apple Inc COM 037833100   2,269,279 16,598 SH   DFND   16,598 0 0
Apple Inc COM 037833100   17,897,195 130,904 SH   DFND 11 130,904 0 0
Apple Inc COM 037833100   135,732,745 992,779 SH   DFND 7 558,983 0 433,796
Apple Inc COM 037833100   1,009,281,396 7,382,105 SH   DFND 8 7,314,005 0 68,100
Applied Materials Inc COM 038222105   81,700 898 SH   DFND   898 0 0
Applied Materials Inc COM 038222105   977,307 10,742 SH   DFND 7 4,708 0 6,034
Applied Materials Inc COM 038222105   38,046,653 418,187 SH   DFND 8 394,086 0 24,101
AppLovin Corp COM CL A 03831W108   4,167 121 SH   DFND   121 0 0
AppLovin Corp COM CL A 03831W108   548,836 15,936 SH   DFND 8 15,936 0 0
Aptiv PLC SHS G6095L109   3,155,216 35,424 SH   DFND   35,424 0 0
Aptiv PLC SHS G6095L109   1,776,501 19,945 SH   DFND 7 19,945 0 0
Aptiv PLC SHS G6095L109   93,526,439 1,050,033 SH   DFND 8 1,045,109 0 4,924
Aramark COM 03852U106   7,198 235 SH   DFND   235 0 0
Aramark COM 03852U106   8,883 290 SH   DFND 7 290 0 0
Aramark COM 03852U106   226,662 7,400 SH   DFND 8 5,300 0 2,100
ArcBest Corp COM 03937C105   316,665 4,500 SH   DFND 11 3,400 0 1,100
ArcBest Corp COM 03937C105   2,990,725 42,500 SH   DFND 8 38,600 0 3,900
Arch Capital Group Ltd ORD G0450A105   17,559 386 SH   DFND   386 0 0
Arch Capital Group Ltd ORD G0450A105   1,378,347 30,300 SH   DFND 11 25,000 0 5,300
Arch Capital Group Ltd ORD G0450A105   71,783 1,578 SH   DFND 7 1,578 0 0
Arch Capital Group Ltd ORD G0450A105   1,219,132 26,800 SH   DFND 8 0 0 26,800
Archer-Daniels-Midland Co COM 039483102   44,387 572 SH   DFND   572 0 0
Archer-Daniels-Midland Co COM 039483102   3,484,240 44,900 SH   DFND 11 44,900 0 0
Archer-Daniels-Midland Co COM 039483102   43,844 565 SH   DFND 7 565 0 0
Archer-Daniels-Midland Co COM 039483102   65,556,480 844,800 SH   DFND 8 833,800 0 11,000
Arcus Biosciences Inc COM 03969F109   4,850,329 191,410 SH   DFND 8 191,410 0 0
Arcutis Biotherapeutics Inc COM 03969K108   4,765,598 223,632 SH   DFND 8 223,632 0 0
Argenx SE SPONSORED ADR 04016X101   31,248,886 82,477 SH   DFND 8 82,477 0 0
Arista Networks Inc COM 040413106   23,435 250 SH   DFND   250 0 0
Arista Networks Inc COM 040413106   240,818 2,569 SH   DFND 7 2,569 0 0
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100   475,185 91,912 SH   DFND 7 0 0 91,912
ASGN Inc COM 00191U102   658,825 7,300 SH   DFND 11 5,600 0 1,700
ASGN Inc COM 00191U102   4,104,119 45,475 SH   DFND 8 38,475 0 7,000
Assured Guaranty Ltd COM G0585R106   217,581 3,900 SH   DFND 11 3,300 0 600
Assured Guaranty Ltd COM G0585R106   122,738 2,200 SH   DFND 8 0 0 2,200
Atkore Inc COM 047649108   531,264 6,400 SH   DFND 11 4,900 0 1,500
Atkore Inc COM 047649108   4,631,958 55,800 SH   DFND 8 42,300 0 13,500
Atmos Energy Corp COM 049560105   15,470 138 SH   DFND   138 0 0
Atmos Energy Corp COM 049560105   1,793,600 16,000 SH   DFND 11 16,000 0 0
Atmos Energy Corp COM 049560105   342,690 3,057 SH   DFND 7 3,057 0 0
Atmos Energy Corp COM 049560105   20,940,280 186,800 SH   DFND 8 184,500 0 2,300
AT&T Inc COM 00206R102   152,274 7,265 SH   DFND   7,265 0 0
AT&T Inc COM 00206R102   2,487,952 118,700 SH   DFND 11 118,700 0 0
AT&T Inc COM 00206R102   9,576,163 456,878 SH   DFND 7 226,555 0 230,323
AT&T Inc COM 00206R102   28,381,936 1,354,100 SH   DFND 8 1,168,200 0 185,900
Autodesk Inc COM 052769106   38,519 224 SH   DFND   224 0 0
Autodesk Inc COM 052769106   1,929,735 11,222 SH   DFND 7 9,613 0 1,609
Autodesk Inc COM 052769106   75,819,228 440,912 SH   DFND 8 438,091 0 2,821
Autohome Inc SP ADS RP CL A 05278C107   5,081,436 129,200 SH   DFND 8 129,200 0 0
Automatic Data Processing Inc COM 053015103   3,061,123 14,574 SH   DFND   14,574 0 0
Automatic Data Processing Inc COM 053015103   3,194,498 15,209 SH   DFND 11 15,209 0 0
Automatic Data Processing Inc COM 053015103   4,321,363 20,574 SH   DFND 7 985 0 19,589
Automatic Data Processing Inc COM 053015103   64,085,514 305,111 SH   DFND 8 286,468 0 18,643
AutoNation Inc COM 05329W102   715,264 6,400 SH   DFND 11 5,200 0 1,200
AutoNation Inc COM 05329W102   5,713,730 51,125 SH   DFND 8 42,225 0 8,900
AutoZone Inc COM 053332102   45,132 21 SH   DFND   21 0 0
AutoZone Inc COM 053332102   1,289,472 600 SH   DFND 11 600 0 0
AutoZone Inc COM 053332102   156,886 73 SH   DFND 7 73 0 0
AutoZone Inc COM 053332102   13,949,938 6,491 SH   DFND 8 6,399 0 92
AvalonBay Communities Inc COM 053484101   48,877,962 251,624 SH   DFND 10 251,624 0 0
AvalonBay Communities Inc COM 053484101   563,325 2,900 SH   DFND 11 2,900 0 0
AvalonBay Communities Inc COM 053484101   108,197 557 SH   DFND 7 557 0 0
AvalonBay Communities Inc COM 053484101   8,916,075 45,900 SH   DFND 8 45,900 0 0
Avanos Medical Inc COM 05350V106   251,528 9,200 SH   DFND 11 6,900 0 2,300
Avanos Medical Inc COM 05350V106   2,227,527 81,475 SH   DFND 8 74,175 0 7,300
Avantor Inc COM 05352A100   19,282 620 SH   DFND   620 0 0
Avantor Inc COM 05352A100   199,040 6,400 SH   DFND 11 2,100 0 4,300
Avery Dennison Corp COM 053611109   13,597 84 SH   DFND   84 0 0
Avery Dennison Corp COM 053611109   275,179 1,700 SH   DFND 11 1,700 0 0
Avery Dennison Corp COM 053611109   13,597 84 SH   DFND 7 84 0 0
Avery Dennison Corp COM 053611109   2,328,662 14,386 SH   DFND 8 13,886 0 500
Avis Budget Group Inc COM 053774105   205,912 1,400 SH   DFND 11 1,100 0 300
Avis Budget Group Inc COM 053774105   250,036 1,700 SH   DFND 8 0 0 1,700
Avista Corp COM 05379B107   208,848 4,800 SH   DFND 11 3,900 0 900
Avista Corp COM 05379B107   300,219 6,900 SH   DFND 8 0 0 6,900
Avnet Inc COM 053807103   621,760 14,500 SH   DFND 11 11,000 0 3,500
Avnet Inc COM 053807103   16,788,592 391,525 SH   DFND 8 362,725 0 28,800
Axis Capital Holdings Ltd SHS G0692U109   62,799 1,100 SH   DFND 11 1,100 0 0
Axis Capital Holdings Ltd SHS G0692U109   1,295,943 22,700 SH   DFND 8 2,700 0 20,000
Axon Enterprise Inc COM 05464C101   14,012,768 150,400 SH   DFND 7 150,400 0 0
Axonics Inc COM 05465P101   100,923,773 1,780,903 SH   DFND 8 1,771,395 0 9,508
Badger Meter Inc COM 056525108   8,070,881 99,776 SH   DFND 7 99,776 0 0
Baidu Inc SPON ADR REP A 056752108   5,705,432 38,361 SH   DFND   34,595 0 3,766
Baidu Inc SPON ADR REP A 056752108   1,184,040 7,961 SH   DFND 7 0 0 7,961
Baidu Inc SPON ADR REP A 056752108   20,137,001 135,393 SH   DFND 8 135,393 0 0
Baker Hughes Co CL A 05722G100   28,004 970 SH   DFND   970 0 0
Baker Hughes Co CL A 05722G100   1,431,779 49,594 SH   DFND 7 49,594 0 0
Ball Corp COM 058498106   90,639 1,318 SH   DFND   1,318 0 0
Ball Corp COM 058498106   137,540 2,000 SH   DFND 11 2,000 0 0
Ball Corp COM 058498106   779,852 11,340 SH   DFND 7 11,340 0 0
Ball Corp COM 058498106   30,045,338 436,896 SH   DFND 8 436,896 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303   166,090 50,948 SH   DFND 7 0 0 50,948
Bancorp Inc/The COM 05969A105   89,792 4,600 SH   DFND 11 4,600 0 0
Bancorp Inc/The COM 05969A105   4,434,397 227,172 SH   DFND 7 227,172 0 0
Bank of America Corp COM 060505104   240,230 7,717 SH   DFND   7,717 0 0
Bank of America Corp COM 060505104   1,254,539 40,300 SH   DFND 11 40,300 0 0
Bank of America Corp COM 060505104   17,422,838 559,680 SH   DFND 7 210,593 0 349,087
Bank of America Corp COM 060505104   51,115,460 1,642,000 SH   DFND 8 1,619,000 0 23,000
Bank of Montreal COM 063671101   64,915 675 SH   DFND   675 0 0
Bank of Montreal COM 063671101   1,519,486 15,800 SH   DFND 11 15,800 0 0
Bank of Montreal COM 063671101   62,799 653 SH   DFND 7 653 0 0
Bank of Montreal COM 063671101   19,359,021 201,300 SH   DFND 8 190,700 0 10,600
Bank of New York Mellon Corp/The COM 064058100   32,409 777 SH   DFND   777 0 0
Bank of New York Mellon Corp/The COM 064058100   713,241 17,100 SH   DFND 11 17,100 0 0
Bank of New York Mellon Corp/The COM 064058100   88,842 2,130 SH   DFND 7 2,130 0 0
Bank of New York Mellon Corp/The COM 064058100   14,102,151 338,100 SH   DFND 8 329,200 0 8,900
Bank of Nova Scotia/The COM 064149107   74,901 1,265 SH   DFND   1,265 0 0
Bank of Nova Scotia/The COM 064149107   2,540,109 42,900 SH   DFND 11 42,900 0 0
Bank of Nova Scotia/The COM 064149107   114,749 1,938 SH   DFND 7 1,227 0 711
Bank of Nova Scotia/The COM 064149107   38,533,868 650,800 SH   DFND 8 640,900 0 9,900
Barrick Gold Corp COM 067901108   32,762 1,852 SH   DFND   1,852 0 0
Barrick Gold Corp COM 067901108   31,075,156 1,756,651 SH   DFND 7 1,756,651 0 0
Barrick Gold Corp COM 067901108   68,991 3,900 SH   DFND 8 0 0 3,900
Bausch Health Cos Inc COM 071734107   2,349 281 SH   DFND   281 0 0
Bausch Health Cos Inc COM 071734107   110,135 13,174 SH   DFND 7 0 0 13,174
Bausch Health Cos Inc COM 071734107   38,456 4,600 SH   DFND 8 4,600 0 0
Baxter International Inc COM 071813109   32,822 511 SH   DFND   511 0 0
Baxter International Inc COM 071813109   32,436 505 SH   DFND 7 505 0 0
Baxter International Inc COM 071813109   8,208,594 127,800 SH   DFND 8 127,800 0 0
BCE Inc COM NEW 05534B760   3,738 76 SH   DFND   76 0 0
BCE Inc COM NEW 05534B760   98,360 2,000 SH   DFND 11 2,000 0 0
BCE Inc COM NEW 05534B760   3,590 73 SH   DFND 7 73 0 0
BCE Inc COM NEW 05534B760   2,016,380 41,000 SH   DFND 8 39,300 0 1,700
Becton Dickinson and Co COM 075887109   71,494 290 SH   DFND   290 0 0
Becton Dickinson and Co COM 075887109   1,109,385 4,500 SH   DFND 11 4,500 0 0
Becton Dickinson and Co COM 075887109   33,045,128 134,041 SH   DFND 7 100,594 0 33,447
Becton Dickinson and Co COM 075887109   94,246,200 382,291 SH   DFND 8 378,991 0 3,300
BeiGene Ltd SPONSORED ADR 07725L102   70,728 437 SH   DFND 7 0 0 437
BeiGene Ltd SPONSORED ADR 07725L102   4,544,101 28,076 SH   DFND 8 28,076 0 0
Belden Inc COM 077454106   404,852 7,600 SH   DFND 11 5,800 0 1,800
Belden Inc COM 077454106   3,972,610 74,575 SH   DFND 8 68,075 0 6,500
Bentley Systems Inc COM CL B 08265T208   6,460 194 SH   DFND   194 0 0
Bentley Systems Inc COM CL B 08265T208   32,338,130 971,115 SH   DFND 8 971,115 0 0
Berkshire Hathaway Inc CL B NEW 084670702   358,475 1,313 SH   DFND   1,313 0 0
Berkshire Hathaway Inc CL B NEW 084670702   6,088,346 22,300 SH   DFND 11 22,300 0 0
Berkshire Hathaway Inc CL B NEW 084670702   4,798,327 17,575 SH   DFND 7 1,316 0 16,259
Berkshire Hathaway Inc CL B NEW 084670702   113,057,582 414,100 SH   DFND 8 407,200 0 6,900
Best Buy Co Inc COM 086516101   14,342 220 SH   DFND   220 0 0
Best Buy Co Inc COM 086516101   182,141 2,794 SH   DFND 7 2,794 0 0
Best Buy Co Inc COM 086516101   84,747 1,300 SH   DFND 8 0 0 1,300
BGC Partners Inc CL A 05541T101   15,839 4,700 SH   DFND 11 4,700 0 0
BGC Partners Inc CL A 05541T101   104,807 31,100 SH   DFND 8 0 0 31,100
Bicycle Therapeutics PLC SPONSORED ADS 088786108   7,769,593 463,027 SH   DFND 8 463,027 0 0
Bilibili Inc NOTE 1.375% 4/0 090040AB2   2,569,750 1,900,000 PRN   DFND 7 1,600,000 0 300,000
Bill.com Holdings Inc NOTE 12/0 090043AB6   3,403,257 3,300,000 PRN   DFND 7 2,750,000 0 550,000
Biogen Inc COM 09062X103   30,387 149 SH   DFND   149 0 0
Biogen Inc COM 09062X103   1,338,662 6,564 SH   DFND 7 1,923 0 4,641
Biogen Inc COM 09062X103   42,202,120 206,934 SH   DFND 8 206,360 0 574
BioMarin Pharmaceutical Inc COM 09061G101   15,497 187 SH   DFND   187 0 0
BioMarin Pharmaceutical Inc COM 09061G101   1,996,918 24,097 SH   DFND 7 24,097 0 0
BioMarin Pharmaceutical Inc COM 09061G101   49,200,168 593,703 SH   DFND 8 593,703 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4   7,353,917 7,430,000 PRN   DFND 7 6,159,000 0 1,271,000
BJ's Wholesale Club Holdings Inc COM 05550J101   230,584 3,700 SH   DFND 11 3,300 0 400
BJ's Wholesale Club Holdings Inc COM 05550J101   3,491,478 56,025 SH   DFND 8 56,025 0 0
Blackbaud Inc COM 09227Q100   464,560 8,000 SH   DFND 11 6,100 0 1,900
Blackbaud Inc COM 09227Q100   3,924,080 67,575 SH   DFND 8 59,875 0 7,700
Blackline Inc COM 09239B109   2,914,216 43,757 SH   DFND 7 43,757 0 0
BlackRock Inc COM 09247X101   94,401 155 SH   DFND   155 0 0
BlackRock Inc COM 09247X101   1,644,408 2,700 SH   DFND 11 2,700 0 0
BlackRock Inc COM 09247X101   22,354,813 36,705 SH   DFND 7 24,334 0 12,371
BlackRock Inc COM 09247X101   26,980,472 44,300 SH   DFND 8 43,500 0 800
Blackstone Inc COM 09260D107   64,956 712 SH   DFND   712 0 0
Blackstone Inc COM 09260D107   2,881,864 31,589 SH   DFND 7 0 0 31,589
Block Inc CL A 852234103   32,389 527 SH   DFND   527 0 0
Block Inc CL A 852234103   2,692,563 43,810 SH   DFND 7 43,810 0 0
Block Inc CL A 852234103   3,639,969 59,225 SH   DFND 8 58,425 0 800
Block Inc NOTE 0.125% 3/0 852234AF0   5,485,838 5,850,000 PRN   DFND 7 4,900,000 0 950,000
Bloomin' Brands Inc COM 094235108   259,272 15,600 SH   DFND 11 12,900 0 2,700
Bloomin' Brands Inc COM 094235108   1,943,294 116,925 SH   DFND 8 103,825 0 13,100
BlueLinx Holdings Inc COM NEW 09624H208   120,258 1,800 SH   DFND 11 1,300 0 500
BlueLinx Holdings Inc COM NEW 09624H208   113,577 1,700 SH   DFND 8 0 0 1,700
Boise Cascade Co COM 09739D100   327,195 5,500 SH   DFND 11 4,400 0 1,100
Boise Cascade Co COM 09739D100   3,710,689 62,375 SH   DFND 8 49,575 0 12,800
Booking Holdings Inc COM 09857L108   2,943,550 1,683 SH   DFND   1,683 0 0
Booking Holdings Inc COM 09857L108   11,246,006 6,430 SH   DFND 7 4,636 0 1,794
Booking Holdings Inc COM 09857L108   83,342,871 47,652 SH   DFND 8 47,026 0 626
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8   1,034,987 870,000 PRN   DFND 7 0 0 870,000
Boot Barn Holdings Inc COM 099406100   41,346 600 SH   DFND 11 600 0 0
Boot Barn Holdings Inc COM 099406100   1,619,385 23,500 SH   DFND 8 23,500 0 0
Booz Allen Hamilton Holding Corp CL A 099502106   12,289 136 SH   DFND   136 0 0
Booz Allen Hamilton Holding Corp CL A 099502106   451,800 5,000 SH   DFND 11 5,000 0 0
Booz Allen Hamilton Holding Corp CL A 099502106   5,138,954 56,872 SH   DFND 8 56,872 0 0
BorgWarner Inc COM 099724106   46,985 1,408 SH   DFND   1,408 0 0
BorgWarner Inc COM 099724106   3,353,618 100,498 SH   DFND 7 100,498 0 0
BorgWarner Inc COM 099724106   9,698,991 290,650 SH   DFND 8 290,650 0 0
Boston Properties Inc COM 101121101   19,958,481 224,303 SH   DFND 10 224,303 0 0
Boston Properties Inc COM 101121101   145,571 1,636 SH   DFND 7 1,636 0 0
Boston Scientific Corp COM 101137107   54,079 1,451 SH   DFND   1,451 0 0
Boston Scientific Corp COM 101137107   85,721 2,300 SH   DFND 11 2,300 0 0
Boston Scientific Corp COM 101137107   7,948,051 213,256 SH   DFND 7 63,044 0 150,212
Boston Scientific Corp COM 101137107   69,990,116 1,877,921 SH   DFND 8 1,866,121 0 11,800
Box Inc CL A 10316T104   548,052 21,800 SH   DFND 8 0 0 21,800
Brandywine Realty Trust SH BEN INT NEW 105368203   241,964 25,100 SH   DFND 11 19,900 0 5,200
Brandywine Realty Trust SH BEN INT NEW 105368203   138,816 14,400 SH   DFND 8 0 0 14,400
Bread Financial Holdings Inc COM 018581108   255,714 6,900 SH   DFND 8 0 0 6,900
Bright Horizons Family Solutions Inc COM 109194100   3,673,324 43,461 SH   DFND 7 43,461 0 0
Bright Horizons Family Solutions Inc COM 109194100   4,218,562 49,912 SH   DFND 8 49,912 0 0
BrightView Holdings Inc COM 10948C107   750,600 62,550 SH   DFND 8 62,550 0 0
Brinker International Inc COM 109641100   174,037 7,900 SH   DFND 11 5,900 0 2,000
Brinker International Inc COM 109641100   1,636,278 74,275 SH   DFND 8 67,275 0 7,000
Brink's Co/The COM 109696104   364,260 6,000 SH   DFND 11 4,400 0 1,600
Brink's Co/The COM 109696104   1,282,499 21,125 SH   DFND 8 14,325 0 6,800
Bristol-Myers Squibb Co COM 110122108   170,709 2,217 SH   DFND   2,217 0 0
Bristol-Myers Squibb Co COM 110122108   731,500 9,500 SH   DFND 11 9,500 0 0
Bristol-Myers Squibb Co COM 110122108   10,966,494 142,422 SH   DFND 7 132,196 0 10,226
Bristol-Myers Squibb Co COM 110122108   94,915,282 1,232,666 SH   DFND 8 1,160,666 0 72,000
Broadcom Inc COM 11135F101   202,583 417 SH   DFND   417 0 0
Broadcom Inc COM 11135F101   9,153,146 18,841 SH   DFND 7 10,613 0 8,228
Broadcom Inc COM 11135F101   44,751,846 92,118 SH   DFND 8 88,418 0 3,700
Broadridge Financial Solutions Inc COM 11133T103   16,963 119 SH   DFND   119 0 0
Broadridge Financial Solutions Inc COM 11133T103   598,710 4,200 SH   DFND 11 4,200 0 0
Broadridge Financial Solutions Inc COM 11133T103   17,106 120 SH   DFND 7 120 0 0
Broadridge Financial Solutions Inc COM 11133T103   11,061,880 77,600 SH   DFND 8 77,100 0 500
Brookfield Asset Management Inc CL A LTD VT SH 112585104   65,326 1,469 SH   DFND   1,469 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104   7,329,279 164,814 SH   DFND 7 0 0 164,814
Brookfield Asset Management Inc CL A LTD VT SH 112585104   2,710,447 60,950 SH   DFND 8 57,000 0 3,950
Brookfield Renewable Corp CL A SUB VTG 11284V105   4,772 134 SH   DFND   134 0 0
Brookfield Renewable Corp CL A SUB VTG 11284V105   3,400,755 95,500 SH   DFND 8 95,500 0 0
Brown & Brown Inc COM 115236101   14,235 244 SH   DFND   244 0 0
Brown & Brown Inc COM 115236101   653,408 11,200 SH   DFND 11 11,200 0 0
Brown & Brown Inc COM 115236101   1,131,796 19,400 SH   DFND 8 17,700 0 1,700
Brown-Forman Corp CL B 115637209   22,100 315 SH   DFND   315 0 0
Brown-Forman Corp CL B 115637209   778,776 11,100 SH   DFND 11 11,100 0 0
Brown-Forman Corp CL B 115637209   28,345 404 SH   DFND 7 404 0 0
Brown-Forman Corp CL B 115637209   14,932,083 212,829 SH   DFND 8 210,429 0 2,400
BRP Inc COM SUN VTG 05577W200   2,460 40 SH   DFND   40 0 0
BRP Inc COM SUN VTG 05577W200   811,932 13,200 SH   DFND 8 13,200 0 0
Bruker Corp COM 116794108   31,380 500 SH   DFND 11 500 0 0
Bruker Corp COM 116794108   1,266,183 20,175 SH   DFND 8 20,175 0 0
Brunswick Corp/DE COM 117043109   8,637,940 132,119 SH   DFND 8 132,119 0 0
Buckle Inc/The COM 118440106   179,985 6,500 SH   DFND 11 5,100 0 1,400
Buckle Inc/The COM 118440106   744,169 26,875 SH   DFND 8 22,175 0 4,700
Builders FirstSource Inc COM 12008R107   923,640 17,200 SH   DFND 11 13,500 0 3,700
Builders FirstSource Inc COM 12008R107   3,826,984 71,266 SH   DFND 8 59,566 0 11,700
Bunge Ltd COM G16962105   13,059 144 SH   DFND   144 0 0
Bunge Ltd COM G16962105   1,070,142 11,800 SH   DFND 11 10,000 0 1,800
Bunge Ltd COM G16962105   12,878 142 SH   DFND 7 142 0 0
Bunge Ltd COM G16962105   24,085,722 265,583 SH   DFND 8 234,683 0 30,900
Burlington Stores Inc NOTE 2.250% 4/1 122017AB2   5,060,781 5,100,000 PRN   DFND 7 4,300,000 0 800,000
BWX Technologies Inc COM 05605H100   358,085 6,500 SH   DFND 11 5,200 0 1,300
BWX Technologies Inc COM 05605H100   44,072 800 SH   DFND 8 800 0 0
Cadence Bank COM 12740C103   39,916 1,700 SH   DFND 11 0 0 1,700
Cadence Bank COM 12740C103   845,280 36,000 SH   DFND 8 36,000 0 0
Cadence Design Systems Inc COM 127387108   42,308 282 SH   DFND   282 0 0
Cadence Design Systems Inc COM 127387108   1,095,219 7,300 SH   DFND 11 7,300 0 0
Cadence Design Systems Inc COM 127387108   757,201 5,047 SH   DFND 7 5,047 0 0
Cadence Design Systems Inc COM 127387108   201,512,344 1,343,147 SH   DFND 8 1,314,830 0 28,317
Caleres Inc COM 129500104   212,544 8,100 SH   DFND 11 6,100 0 2,000
Caleres Inc COM 129500104   2,315,024 88,225 SH   DFND 8 81,025 0 7,200
Camden Property Trust SH BEN INT 133131102   13,851 103 SH   DFND 7 103 0 0
Camden Property Trust SH BEN INT 133131102   2,622,360 19,500 SH   DFND 8 19,500 0 0
Cameco Corp COM 13321L108   8,702 414 SH   DFND   414 0 0
Cameco Corp COM 13321L108   571,744 27,200 SH   DFND 8 0 0 27,200
Campbell Soup Co COM 134429109   10,331 215 SH   DFND   215 0 0
Campbell Soup Co COM 134429109   214,639 4,467 SH   DFND 7 4,467 0 0
Canadian Imperial Bank of Commerce COM 136069101   45,579 939 SH   DFND   939 0 0
Canadian Imperial Bank of Commerce COM 136069101   1,417,368 29,200 SH   DFND 11 29,200 0 0
Canadian Imperial Bank of Commerce COM 136069101   44,074 908 SH   DFND 7 908 0 0
Canadian Imperial Bank of Commerce COM 136069101   20,377,092 419,800 SH   DFND 8 394,900 0 24,900
Canadian National Railway Co COM 136375102   69,619 619 SH   DFND   619 0 0
Canadian National Railway Co COM 136375102   2,215,659 19,700 SH   DFND 11 19,700 0 0
Canadian National Railway Co COM 136375102   7,266,574 64,609 SH   DFND 7 3,090 0 61,519
Canadian National Railway Co COM 136375102   17,196,663 152,900 SH   DFND 8 147,900 0 5,000
Canadian Natural Resources Ltd COM 136385101   65,758 1,225 SH   DFND   1,225 0 0
Canadian Natural Resources Ltd COM 136385101   2,047,248 38,138 SH   DFND 7 38,138 0 0
Canadian Pacific Railway Ltd COM 13645T100   67,605 968 SH   DFND   968 0 0
Canadian Pacific Railway Ltd COM 13645T100   1,676,160 24,000 SH   DFND 10 24,000 0 0
Canadian Pacific Railway Ltd COM 13645T100   621,576 8,900 SH   DFND 11 8,900 0 0
Canadian Pacific Railway Ltd COM 13645T100   385,796 5,524 SH   DFND 7 915 0 4,609
Canadian Pacific Railway Ltd COM 13645T100   8,883,648 127,200 SH   DFND 8 123,600 0 3,600
Canopy Growth Corp COM 138035100   455,099 159,684 SH   DFND 7 156,630 0 3,054
Capital One Financial Corp COM 14040H105   43,864 421 SH   DFND   421 0 0
Capital One Financial Corp COM 14040H105   6,008,637 57,670 SH   DFND 7 49,575 0 8,095
Capital One Financial Corp COM 14040H105   22,890,543 219,700 SH   DFND 8 212,700 0 7,000
Cardinal Health Inc COM 14149Y108   14,740 282 SH   DFND   282 0 0
Cardinal Health Inc COM 14149Y108   14,845 284 SH   DFND 7 284 0 0
Cardinal Health Inc COM 14149Y108   26,610,657 509,100 SH   DFND 8 466,800 0 42,300
Carlyle Group Inc/The COM 14316J108   6,300 199 SH   DFND   199 0 0
Carlyle Group Inc/The COM 14316J108   313,434 9,900 SH   DFND 8 3,200 0 6,700
Carrier Global Corp COM 14448C104   31,024 870 SH   DFND   870 0 0
Carrier Global Corp COM 14448C104   16,871,673 473,126 SH   DFND 7 439,900 0 33,226
Carter's Inc COM 146229109   197,344 2,800 SH   DFND 11 2,800 0 0
Carter's Inc COM 146229109   592,032 8,400 SH   DFND 8 0 0 8,400
Catalent Inc COM 148806102   18,561 173 SH   DFND   173 0 0
Catalent Inc COM 148806102   19,326,899 180,137 SH   DFND 8 180,137 0 0
Caterpillar Inc COM 149123101   94,013 545 SH   DFND   545 0 0
Caterpillar Inc COM 149123101   1,155,750 6,700 SH   DFND 11 6,700 0 0
Caterpillar Inc COM 149123101   12,046,365 69,834 SH   DFND 7 7,730 0 62,104
Caterpillar Inc COM 149123101   20,217,000 117,200 SH   DFND 8 115,300 0 1,900
Cboe Global Markets Inc COM 12503M108   12,225 108 SH   DFND   108 0 0
Cboe Global Markets Inc COM 12503M108   12,225 108 SH   DFND 7 108 0 0
Cboe Global Markets Inc COM 12503M108   2,014,782 17,800 SH   DFND 8 16,900 0 900
CBRE Group Inc CL A 12504L109   25,027 340 SH   DFND   340 0 0
CBRE Group Inc CL A 12504L109   556,860 7,565 SH   DFND 7 2,214 0 5,351
CBRE Group Inc CL A 12504L109   1,413,312 19,200 SH   DFND 8 19,200 0 0
CDW Corp/DE COM 12514G108   21,586 137 SH   DFND   137 0 0
CDW Corp/DE COM 12514G108   2,205,840 14,000 SH   DFND 11 14,000 0 0
CDW Corp/DE COM 12514G108   82,246 522 SH   DFND 7 522 0 0
CDW Corp/DE COM 12514G108   29,637,036 188,100 SH   DFND 8 185,400 0 2,700
Celanese Corp COM 150870103   12,937 110 SH   DFND   110 0 0
Celanese Corp COM 150870103   12,937 110 SH   DFND 7 110 0 0
Celanese Corp COM 150870103   305,786 2,600 SH   DFND 8 1,900 0 700
Celestica Inc SUB VTG SHS 15101Q108   656,100 67,500 SH   DFND 8 67,500 0 0
Celldex Therapeutics Inc COM NEW 15117B202   3,445,919 127,816 SH   DFND 8 127,816 0 0
Cenovus Energy Inc COM 15135U109   27,717 1,458 SH   DFND   1,458 0 0
Cenovus Energy Inc COM 15135U109   773,308 40,679 SH   DFND 7 40,679 0 0
Centene Corp COM 15135B101   50,174 593 SH   DFND   593 0 0
Centene Corp COM 15135B101   3,640,599 43,028 SH   DFND 7 43,028 0 0
Centene Corp COM 15135B101   7,606,439 89,900 SH   DFND 8 88,600 0 1,300
Centennial Resource Development Inc/DE CL A 15136A102   224,848 37,600 SH   DFND 11 30,900 0 6,700
Centennial Resource Development Inc/DE CL A 15136A102   261,326 43,700 SH   DFND 8 0 0 43,700
Centerspace COM 15202L107   220,185 2,700 SH   DFND 11 2,100 0 600
Centerspace COM 15202L107   867,610 10,639 SH   DFND 8 8,139 0 2,500
Cerence Inc COM 156727109   126,150 5,000 SH   DFND 11 3,600 0 1,400
Cerence Inc COM 156727109   2,901,450 115,000 SH   DFND 7 115,000 0 0
Cerence Inc COM 156727109   1,877,112 74,400 SH   DFND 8 71,000 0 3,400
Cerevel Therapeutics Holdings Inc COM 15678U128   3,309,125 125,156 SH   DFND 8 125,156 0 0
Ceridian HCM Holding Inc COM 15677J108   6,544 139 SH   DFND   139 0 0
Ceridian HCM Holding Inc COM 15677J108   767,404 16,300 SH   DFND 11 13,000 0 3,300
Ceridian HCM Holding Inc COM 15677J108   1,016,928 21,600 SH   DFND 8 3,900 0 17,700
Certara Inc COM 15687V109   4,721,200 220,000 SH   DFND 7 220,000 0 0
CF Industries Holdings Inc COM 125269100   18,089 211 SH   DFND   211 0 0
CF Industries Holdings Inc COM 125269100   18,603 217 SH   DFND 7 217 0 0
CF Industries Holdings Inc COM 125269100   4,303,646 50,200 SH   DFND 8 46,800 0 3,400
CGI Inc CL A SUB VTG 12532H104   18,162 228 SH   DFND   228 0 0
CGI Inc CL A SUB VTG 12532H104   533,722 6,700 SH   DFND 11 6,700 0 0
CGI Inc CL A SUB VTG 12532H104   471,508 5,919 SH   DFND 7 221 0 5,698
CGI Inc CL A SUB VTG 12532H104   16,266,413 204,198 SH   DFND 8 197,398 0 6,800
ChampionX Corp COM 15872M104   582,975 29,369 SH   DFND 7 0 0 29,369
ChampionX Corp COM 15872M104   526,025 26,500 SH   DFND 8 0 0 26,500
Charles Schwab Corp/The COM 808513105   3,417,343 54,089 SH   DFND   54,089 0 0
Charles Schwab Corp/The COM 808513105   11,552,273 182,847 SH   DFND 7 43,686 0 139,161
Charles Schwab Corp/The COM 808513105   789,750 12,500 SH   DFND 8 2,000 0 10,500
Charter Communications Inc CL A 16119P108   57,629 123 SH   DFND   123 0 0
Charter Communications Inc CL A 16119P108   449,789 960 SH   DFND 11 960 0 0
Charter Communications Inc CL A 16119P108   1,146,493 2,447 SH   DFND 7 1,653 0 794
Charter Communications Inc CL A 16119P108   4,682,489 9,994 SH   DFND 8 8,579 0 1,415
Chart Industries Inc COM 16115Q308   28,334,086 169,280 SH   DFND 8 169,280 0 0
Check Point Software Technologies Ltd ORD M22465104   26,021,707 213,678 SH   DFND 7 195,025 0 18,653
Check Point Software Technologies Ltd ORD M22465104   1,546,971 12,703 SH   DFND 8 12,703 0 0
Chegg Inc COM 163092109   1,543,866 82,208 SH   DFND 7 82,208 0 0
Chegg Inc COM 163092109   4,218,645 224,635 SH   DFND 8 224,635 0 0
Chemours Co/The COM 163851108   544,340 17,000 SH   DFND 11 15,300 0 1,700
Chemours Co/The COM 163851108   133,748 4,177 SH   DFND 8 77 0 4,100
Cheniere Energy Inc COM NEW 16411R208   30,996 233 SH   DFND   233 0 0
Cheniere Energy Inc COM NEW 16411R208   1,131,420 8,505 SH   DFND 7 8,505 0 0
Chevron Corp COM 166764100   286,809 1,981 SH   DFND   1,981 0 0
Chevron Corp COM 166764100   49,372,586 341,018 SH   DFND 7 197,290 0 143,728
Chevron Corp COM 166764100   28,043,886 193,700 SH   DFND 8 188,800 0 4,900
Chico's FAS Inc COM 168615102   84,490 17,000 SH   DFND 8 0 0 17,000
Children's Place Inc/The COM 168905107   112,868 2,900 SH   DFND 11 2,200 0 700
Children's Place Inc/The COM 168905107   101,192 2,600 SH   DFND 8 0 0 2,600
Chipotle Mexican Grill Inc COM 169656105   37,911 29 SH   DFND   29 0 0
Chipotle Mexican Grill Inc COM 169656105   324,200 248 SH   DFND 7 248 0 0
Chipotle Mexican Grill Inc COM 169656105   34,135,173 26,112 SH   DFND 8 26,112 0 0
CH Robinson Worldwide Inc COM NEW 12541W209   13,279 131 SH   DFND   131 0 0
CH Robinson Worldwide Inc COM NEW 12541W209   223,014 2,200 SH   DFND 11 1,600 0 600
CH Robinson Worldwide Inc COM NEW 12541W209   258,899 2,554 SH   DFND 7 2,554 0 0
CH Robinson Worldwide Inc COM NEW 12541W209   8,101,389 79,919 SH   DFND 8 78,800 0 1,119
Chubb Ltd COM H1467J104   85,316 434 SH   DFND   434 0 0
Chubb Ltd COM H1467J104   3,184,596 16,200 SH   DFND 11 16,200 0 0
Chubb Ltd COM H1467J104   2,661,890 13,541 SH   DFND 7 5,415 0 8,126
Chubb Ltd COM H1467J104   26,459,668 134,600 SH   DFND 8 128,000 0 6,600
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502   338,250 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102   22,887 247 SH   DFND   247 0 0
Church & Dwight Co Inc COM 171340102   1,260,176 13,600 SH   DFND 11 13,600 0 0
Church & Dwight Co Inc COM 171340102   343,861 3,711 SH   DFND 7 3,711 0 0
Church & Dwight Co Inc COM 171340102   24,249,122 261,700 SH   DFND 8 259,600 0 2,100
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102   46,678 5,842 SH   DFND 7 0 0 5,842
Ciena Corp COM NEW 171779309   24,162,047 528,710 SH   DFND 8 528,710 0 0
Cigna Corp COM 125523100   85,908 326 SH   DFND   326 0 0
Cigna Corp COM 125523100   1,791,936 6,800 SH   DFND 11 6,800 0 0
Cigna Corp COM 125523100   4,817,409 18,281 SH   DFND 7 397 0 17,884
Cigna Corp COM 125523100   33,884,983 128,586 SH   DFND 8 124,100 0 4,486
Cimpress PLC SHS EURO G2143T103   1,346,796 34,622 SH   DFND 7 33,375 0 1,247
Cincinnati Financial Corp COM 172062101   18,442 155 SH   DFND   155 0 0
Cincinnati Financial Corp COM 172062101   95,184 800 SH   DFND 11 800 0 0
Cincinnati Financial Corp COM 172062101   222,136 1,867 SH   DFND 7 1,867 0 0
Cincinnati Financial Corp COM 172062101   9,792,054 82,300 SH   DFND 8 82,300 0 0
Cinemark Holdings Inc COM 17243V102   306,408 20,400 SH   DFND 11 15,500 0 4,900
Cinemark Holdings Inc COM 17243V102   745,368 49,625 SH   DFND 8 31,725 0 17,900
Cintas Corp COM 172908105   35,485 95 SH   DFND   95 0 0
Cintas Corp COM 172908105   821,766 2,200 SH   DFND 11 2,200 0 0
Cintas Corp COM 172908105   188,633 505 SH   DFND 7 505 0 0
Cintas Corp COM 172908105   12,170,728 32,583 SH   DFND 8 32,298 0 285
Cirrus Logic Inc COM 172755100   609,336 8,400 SH   DFND 11 6,600 0 1,800
Cirrus Logic Inc COM 172755100   18,713,507 257,975 SH   DFND 8 257,975 0 0
Cisco Systems Inc COM 17275R102   180,154 4,225 SH   DFND   4,225 0 0
Cisco Systems Inc COM 17275R102   2,406,516 56,438 SH   DFND 11 56,438 0 0
Cisco Systems Inc COM 17275R102   8,921,610 209,231 SH   DFND 7 78,704 0 130,527
Cisco Systems Inc COM 17275R102   92,497,801 2,169,273 SH   DFND 8 2,045,844 0 123,429
Citigroup Inc COM NEW 172967424   98,970 2,152 SH   DFND   2,152 0 0
Citigroup Inc COM NEW 172967424   26,756,246 581,784 SH   DFND 7 323,822 0 257,962
Citigroup Inc COM NEW 172967424   8,006,859 174,100 SH   DFND 8 157,700 0 16,400
Citizens Financial Group Inc COM 174610105   17,988 504 SH   DFND   504 0 0
Citizens Financial Group Inc COM 174610105   314,036 8,799 SH   DFND 7 8,799 0 0
Citizens Financial Group Inc COM 174610105   4,911,836 137,625 SH   DFND 8 137,625 0 0
Citrix Systems Inc COM 177376100   12,438 128 SH   DFND   128 0 0
Citrix Systems Inc COM 177376100   270,133 2,780 SH   DFND 7 2,780 0 0
Clorox Co/The COM 189054109   17,623 125 SH   DFND   125 0 0
Clorox Co/The COM 189054109   507,528 3,600 SH   DFND 11 3,600 0 0
Clorox Co/The COM 189054109   137,174 973 SH   DFND 7 973 0 0
Clorox Co/The COM 189054109   10,220,063 72,493 SH   DFND 8 71,793 0 700
CME Group Inc COM 12572Q105   2,536,028 12,389 SH   DFND   12,389 0 0
CME Group Inc COM 12572Q105   1,330,550 6,500 SH   DFND 11 6,500 0 0
CME Group Inc COM 12572Q105   36,056,267 176,142 SH   DFND 7 151,075 0 25,067
CME Group Inc COM 12572Q105   32,506,360 158,800 SH   DFND 8 154,200 0 4,600
CMS Energy Corp COM 125896100   19,913 295 SH   DFND   295 0 0
CMS Energy Corp COM 125896100   1,086,750 16,100 SH   DFND 11 16,100 0 0
CNH Industrial NV SHS N20944109   39,213,548 3,383,395 SH   DFND 7 3,383,395 0 0
CNH Industrial NV SHS N20944109   1,326,881 114,485 SH   DFND 8 114,485 0 0
Coca-Cola Consolidated Inc COM 191098102   451,120 800 SH   DFND 11 600 0 200
Coca-Cola Consolidated Inc COM 191098102   1,987,748 3,525 SH   DFND 8 2,725 0 800
Coca-Cola Co/The COM 191216100   263,530 4,189 SH   DFND   4,189 0 0
Coca-Cola Co/The COM 191216100   5,183,784 82,400 SH   DFND 11 82,400 0 0
Coca-Cola Co/The COM 191216100   31,520,993 501,049 SH   DFND 7 240,190 0 260,859
Coca-Cola Co/The COM 191216100   97,774,722 1,554,200 SH   DFND 8 1,503,800 0 50,400
Coca-Cola Europacific Partners PLC SHS G25839104   824,728 15,980 SH   DFND 7 15,980 0 0
Coca-Cola Europacific Partners PLC SHS G25839104   6,193,200 120,000 SH   DFND 8 120,000 0 0
Coeur Mining Inc COM NEW 192108504   121,600 40,000 SH   DFND 11 33,700 0 6,300
Coeur Mining Inc COM NEW 192108504   1,464,240 481,658 SH   DFND 7 481,658 0 0
Coeur Mining Inc COM NEW 192108504   121,600 40,000 SH   DFND 8 11,600 0 28,400
Cogent Biosciences Inc COM 19240Q201   5,276,646 584,994 SH   DFND 8 584,994 0 0
Cognex Corp COM 192422103   7,526 177 SH   DFND   177 0 0
Cognex Corp COM 192422103   7,569 178 SH   DFND 7 178 0 0
Cognex Corp COM 192422103   56,269,692 1,323,370 SH   DFND 8 1,316,173 0 7,197
Cognizant Technology Solutions Corp CL A 192446102   35,972 533 SH   DFND   533 0 0
Cognizant Technology Solutions Corp CL A 192446102   149,085 2,209 SH   DFND 11 2,209 0 0
Cognizant Technology Solutions Corp CL A 192446102   274,347 4,065 SH   DFND 7 4,065 0 0
Cognizant Technology Solutions Corp CL A 192446102   4,066,138 60,248 SH   DFND 8 59,048 0 1,200
Coinbase Global Inc COM CL A 19260Q107   5,736 122 SH   DFND   122 0 0
Coinbase Global Inc COM CL A 19260Q107   211,261 4,493 SH   DFND 8 4,493 0 0
Coinbase Global Inc NOTE 0.500% 6/0 19260QAB3   1,994,724 3,600,000 PRN   DFND 7 3,600,000 0 0
Colgate-Palmolive Co COM 194162103   65,074 812 SH   DFND   812 0 0
Colgate-Palmolive Co COM 194162103   3,061,348 38,200 SH   DFND 11 38,200 0 0
Colgate-Palmolive Co COM 194162103   5,743,874 71,673 SH   DFND 7 7,888 0 63,785
Colgate-Palmolive Co COM 194162103   58,659,916 731,968 SH   DFND 8 723,668 0 8,300
Columbia Financial Inc COM 197641103   41,439 1,900 SH   DFND 11 1,900 0 0
Columbia Financial Inc COM 197641103   788,497 36,153 SH   DFND 8 36,153 0 0
Columbia Sportswear Co COM 198516106   3,452,017 48,226 SH   DFND 8 48,226 0 0
Comcast Corp CL A 20030N101   180,543 4,601 SH   DFND   4,601 0 0
Comcast Corp CL A 20030N101   2,613,384 66,600 SH   DFND 11 66,600 0 0
Comcast Corp CL A 20030N101   11,143,964 283,995 SH   DFND 7 130,982 0 153,013
Comcast Corp CL A 20030N101   52,189,082 1,329,997 SH   DFND 8 1,259,605 0 70,392
Comerica Inc COM 200340107   366,900 5,000 SH   DFND 11 2,100 0 2,900
Comerica Inc COM 200340107   17,347,032 236,400 SH   DFND 8 203,200 0 33,200
Comfort Systems USA Inc COM 199908104   424,065 5,100 SH   DFND 11 4,100 0 1,000
Comfort Systems USA Inc COM 199908104   4,483,864 53,925 SH   DFND 8 48,625 0 5,300
Commerce Bancshares Inc/MO COM 200525103   26,260 400 SH   DFND 11 0 0 400
Commerce Bancshares Inc/MO COM 200525103   722,150 11,000 SH   DFND 8 9,600 0 1,400
Commercial Metals Co COM 201723103   579,250 17,500 SH   DFND 11 13,300 0 4,200
Commercial Metals Co COM 201723103   542,840 16,400 SH   DFND 8 6,100 0 10,300
CommVault Systems Inc COM 204166102   440,300 7,000 SH   DFND 11 5,300 0 1,700
CommVault Systems Inc COM 204166102   1,143,208 18,175 SH   DFND 8 16,075 0 2,100
Computer Programs and Systems Inc COM 205306103   131,077 4,100 SH   DFND 11 3,300 0 800
Computer Programs and Systems Inc COM 205306103   1,239,637 38,775 SH   DFND 8 38,775 0 0
CONMED Corp COM 207410101   58,308,168 608,899 SH   DFND 8 608,899 0 0
ConnectOne Bancorp Inc COM 20786W107   56,235 2,300 SH   DFND 11 1,000 0 1,300
ConnectOne Bancorp Inc COM 20786W107   1,919,936 78,525 SH   DFND 8 71,425 0 7,100
ConocoPhillips COM 20825C104   118,729 1,322 SH   DFND   1,322 0 0
ConocoPhillips COM 20825C104   3,877,008 43,169 SH   DFND 7 43,169 0 0
Consolidated Edison Inc COM 209115104   34,236 360 SH   DFND   360 0 0
Consolidated Edison Inc COM 209115104   2,130,240 22,400 SH   DFND 11 22,400 0 0
Consolidated Edison Inc COM 209115104   754,428 7,933 SH   DFND 7 7,933 0 0
Consolidated Edison Inc COM 209115104   46,855,770 492,700 SH   DFND 8 488,800 0 3,900
Constellation Brands Inc CL A 21036P108   3,736,651 16,033 SH   DFND   16,033 0 0
Constellation Brands Inc CL A 21036P108   50,807 218 SH   DFND 7 218 0 0
Constellation Energy Corp COM 21037T109   19,010 332 SH   DFND   332 0 0
Constellation Energy Corp COM 21037T109   1,431,500 25,000 SH   DFND 10 25,000 0 0
Constellation Energy Corp COM 21037T109   2,287,938 39,957 SH   DFND 7 285 0 39,672
Cooper Cos Inc/The COM NEW 216648402   15,656 50 SH   DFND   50 0 0
Cooper Cos Inc/The COM NEW 216648402   89,552 286 SH   DFND 7 286 0 0
Cooper Cos Inc/The COM NEW 216648402   16,563,422 52,898 SH   DFND 8 52,898 0 0
Copart Inc COM 217204106   23,579 217 SH   DFND   217 0 0
Copart Inc COM 217204106   717,917 6,607 SH   DFND 11 6,607 0 0
Copart Inc COM 217204106   58,785 541 SH   DFND 7 541 0 0
Copart Inc COM 217204106   20,650,507 190,047 SH   DFND 8 170,046 0 20,001
Corcept Therapeutics Inc COM 218352102   368,590 15,500 SH   DFND 11 11,500 0 4,000
Corcept Therapeutics Inc COM 218352102   1,167,004 49,075 SH   DFND 8 34,875 0 14,200
Corteva Inc COM 22052L104   40,009 739 SH   DFND   739 0 0
Corteva Inc COM 22052L104   1,829,932 33,800 SH   DFND 11 33,800 0 0
Corteva Inc COM 22052L104   2,798,821 51,696 SH   DFND 7 22,638 0 29,058
Corteva Inc COM 22052L104   31,791,008 587,200 SH   DFND 8 581,000 0 6,200
CorVel Corp COM 221006109   382,902 2,600 SH   DFND 11 2,000 0 600
CorVel Corp COM 221006109   2,481,500 16,850 SH   DFND 8 14,550 0 2,300
CoStar Group Inc COM 22160N109   24,285 402 SH   DFND   402 0 0
CoStar Group Inc COM 22160N109   244,419 4,046 SH   DFND 7 4,046 0 0
Costco Wholesale Corp COM 22160K105   216,155 451 SH   DFND   451 0 0
Costco Wholesale Corp COM 22160K105   3,429,248 7,155 SH   DFND 11 7,155 0 0
Costco Wholesale Corp COM 22160K105   64,089,801 133,721 SH   DFND 7 120,800 0 12,921
Costco Wholesale Corp COM 22160K105   169,137,912 352,900 SH   DFND 8 341,901 0 10,999
Coterra Energy Inc COM 127097103   21,328 827 SH   DFND   827 0 0
Coterra Energy Inc COM 127097103   668,270 25,912 SH   DFND 7 25,912 0 0
Coupa Software Inc NOTE 0.125% 6/1 22266LAC0   4,307,766 5,100,000 PRN   DFND 7 4,210,000 0 890,000
Cracker Barrel Old Country Store Inc COM 22410J106   233,772 2,800 SH   DFND 11 1,900 0 900
Cracker Barrel Old Country Store Inc COM 22410J106   208,725 2,500 SH   DFND 8 0 0 2,500
CRA International Inc COM 12618T105   53,592 600 SH   DFND 11 300 0 300
CRA International Inc COM 12618T105   509,124 5,700 SH   DFND 8 5,700 0 0
CRISPR Therapeutics AG NAMEN AKT H17182108   6,254,448 102,920 SH   DFND 8 102,920 0 0
Crocs Inc COM 227046109   481,833 9,900 SH   DFND 8 9,900 0 0
Cross Country Healthcare Inc COM 227483104   129,146 6,200 SH   DFND 11 4,700 0 1,500
Cross Country Healthcare Inc COM 227483104   979,010 47,000 SH   DFND 8 40,100 0 6,900
Crowdstrike Holdings Inc CL A 22788C105   33,881 201 SH   DFND   201 0 0
Crowdstrike Holdings Inc CL A 22788C105   3,032,226 17,989 SH   DFND 7 17,989 0 0
Crowdstrike Holdings Inc CL A 22788C105   600,579 3,563 SH   DFND 8 3,563 0 0
Crown Castle International Corp COM 22822V101   1,330,202 7,900 SH   DFND 11 7,900 0 0
Crown Castle International Corp COM 22822V101   10,544,292 62,622 SH   DFND 7 20,054 0 42,568
Crown Castle International Corp COM 22822V101   18,117,688 107,600 SH   DFND 8 106,700 0 900
CSG Systems International Inc COM 126349109   352,112 5,900 SH   DFND 11 4,900 0 1,000
CSG Systems International Inc COM 126349109   2,955,652 49,525 SH   DFND 8 43,925 0 5,600
CSX Corp COM 126408103   64,833 2,231 SH   DFND   2,231 0 0
CSX Corp COM 126408103   1,297,093 44,635 SH   DFND 11 44,635 0 0
CSX Corp COM 126408103   7,664,168 263,736 SH   DFND 7 203,693 0 60,043
CSX Corp COM 126408103   26,111,137 898,525 SH   DFND 8 869,309 0 29,216
CTI BioPharma Corp COM 12648L601   95,520 16,000 SH   DFND 8 0 0 16,000
Cullen/Frost Bankers Inc COM 229899109   139,740 1,200 SH   DFND 11 1,000 0 200
Cullen/Frost Bankers Inc COM 229899109   1,050,961 9,025 SH   DFND 8 7,825 0 1,200
Cummins Inc COM 231021106   28,062 145 SH   DFND   145 0 0
Cummins Inc COM 231021106   1,161,180 6,000 SH   DFND 11 6,000 0 0
Cummins Inc COM 231021106   322,808 1,668 SH   DFND 7 1,668 0 0
Cummins Inc COM 231021106   19,604,589 101,300 SH   DFND 8 100,400 0 900
Cushman & Wakefield PLC SHS G2717B108   469,392 30,800 SH   DFND 11 25,200 0 5,600
Cushman & Wakefield PLC SHS G2717B108   3,515,106 230,650 SH   DFND 8 207,250 0 23,400
CVS Health Corp COM 126650100   123,701 1,335 SH   DFND   1,335 0 0
CVS Health Corp COM 126650100   157,522 1,700 SH   DFND 11 1,700 0 0
CVS Health Corp COM 126650100   7,419,194 80,069 SH   DFND 7 43,817 0 36,252
CVS Health Corp COM 126650100   39,909,681 430,711 SH   DFND 8 380,811 0 49,900
CyberArk Software Ltd SHS M2682V108   7,913,430 61,843 SH   DFND 7 61,843 0 0
CyberArk Software Ltd SHS M2682V108   22,652,759 177,030 SH   DFND 8 177,030 0 0
Danaher Corp COM 235851102   228,675 902 SH   DFND   902 0 0
Danaher Corp COM 235851102   2,738,016 10,800 SH   DFND 11 10,800 0 0
Danaher Corp COM 235851102   11,414,484 45,024 SH   DFND 7 44,684 0 340
Danaher Corp COM 235851102   113,393,919 447,278 SH   DFND 8 429,778 0 17,500
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203   260,537 3,650 SH   DFND   300 0 3,350
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203   1,142,794 16,010 SH   DFND 8 16,010 0 0
Darling Ingredients Inc COM 237266101   90,178 1,508 SH   DFND   1,508 0 0
Darling Ingredients Inc COM 237266101   705,640 11,800 SH   DFND 11 9,600 0 2,200
Darling Ingredients Inc COM 237266101   9,676,417 161,813 SH   DFND 7 104,671 0 57,142
Darling Ingredients Inc COM 237266101   47,715,257 797,914 SH   DFND 8 788,614 0 9,300
Dave & Buster's Entertainment Inc COM 238337109   239,294 7,300 SH   DFND 11 5,800 0 1,500
Dave & Buster's Entertainment Inc COM 238337109   2,547,006 77,700 SH   DFND 8 69,800 0 7,900
Deckers Outdoor Corp COM 243537107   485,165 1,900 SH   DFND 11 1,400 0 500
Deckers Outdoor Corp COM 243537107   16,211,150 63,486 SH   DFND 8 63,486 0 0
Deere & Co COM 244199105   158,420 529 SH   DFND   529 0 0
Deere & Co COM 244199105   1,587,191 5,300 SH   DFND 11 5,300 0 0
Deere & Co COM 244199105   9,633,950 32,170 SH   DFND 7 18,761 0 13,409
Deere & Co COM 244199105   64,048,847 213,874 SH   DFND 8 204,574 0 9,300
Deluxe Corp COM 248019101   91,014 4,200 SH   DFND 11 4,200 0 0
Deluxe Corp COM 248019101   149,523 6,900 SH   DFND 8 0 0 6,900
Denali Therapeutics Inc COM 24823R105   7,289,546 247,691 SH   DFND 8 247,691 0 0
DENTSPLY SIRONA Inc COM 24906P109   7,932 222 SH   DFND   222 0 0
DENTSPLY SIRONA Inc COM 24906P109   625,275 17,500 SH   DFND 11 13,800 0 3,700
DENTSPLY SIRONA Inc COM 24906P109   160,749 4,499 SH   DFND 7 4,499 0 0
DENTSPLY SIRONA Inc COM 24906P109   714,600 20,000 SH   DFND 8 0 0 20,000
Descartes Systems Group Inc/The COM 249906108   633,012 10,200 SH   DFND 8 10,200 0 0
Designer Brands Inc CL A 250565108   18,284 1,400 SH   DFND 11 1,400 0 0
Designer Brands Inc CL A 250565108   117,540 9,000 SH   DFND 8 0 0 9,000
Deutsche Bank AG NAMEN AKT D18190898   10,768 1,232 SH   DFND   1,232 0 0
Deutsche Bank AG NAMEN AKT D18190898   3,651,476 417,789 SH   DFND 7 120,601 0 297,188
Deutsche Bank AG NAMEN AKT D18190898   3,785,023 433,069 SH   DFND 8 433,069 0 0
Devon Energy Corp COM 25179M103   35,381 642 SH   DFND   642 0 0
Devon Energy Corp COM 25179M103   1,847,122 33,517 SH   DFND 7 21,932 0 11,585
Devon Energy Corp COM 25179M103   369,237 6,700 SH   DFND 8 5,300 0 1,400
Dexcom Inc COM 252131107   29,514 396 SH   DFND   396 0 0
Dexcom Inc COM 252131107   4,469,042 59,963 SH   DFND 7 50,558 0 9,405
Dexcom Inc COM 252131107   150,967,670 2,025,596 SH   DFND 8 2,018,721 0 6,875
Dexcom Inc NOTE 0.250%11/1 252131AK3   18,139,102 19,660,000 PRN   DFND 7 15,970,000 0 3,690,000
Diamondback Energy Inc COM 25278X109   20,838 172 SH   DFND   172 0 0
Diamondback Energy Inc COM 25278X109   1,893,817 15,632 SH   DFND 7 5,774 0 9,858
Diamondback Energy Inc COM 25278X109   20,680,305 170,700 SH   DFND 8 167,100 0 3,600
Diamond Hill Investment Group Inc COM NEW 25264R207   500,951 2,885 SH   DFND 8 2,885 0 0
Dick's Sporting Goods Inc COM 253393102   331,628 4,400 SH   DFND 11 3,800 0 600
Dick's Sporting Goods Inc COM 253393102   2,165,003 28,725 SH   DFND 8 21,225 0 7,500
Dick's Sporting Goods Inc NOTE 3.250% 4/1 253393AD4   788,740 330,000 PRN   DFND 7 0 0 330,000
Digital Realty Trust Inc COM 253868103   37,261 287 SH   DFND 7 287 0 0
Digital Realty Trust Inc COM 253868103   2,882,226 22,200 SH   DFND 8 22,200 0 0
Dine Brands Global Inc COM 254423106   208,256 3,200 SH   DFND 11 2,400 0 800
Dine Brands Global Inc COM 254423106   227,780 3,500 SH   DFND 8 800 0 2,700
Discover Financial Services COM 254709108   27,428 290 SH   DFND   290 0 0
Discover Financial Services COM 254709108   260,190 2,751 SH   DFND 7 2,751 0 0
Discover Financial Services COM 254709108   24,534,052 259,400 SH   DFND 8 235,700 0 23,700
DocuSign Inc NOTE 1/1 256163AD8   8,232,500 8,900,000 PRN   DFND 7 7,900,000 0 1,000,000
Dollar General Corp COM 256677105   57,924 236 SH   DFND   236 0 0
Dollar General Corp COM 256677105   1,423,552 5,800 SH   DFND 11 5,800 0 0
Dollar General Corp COM 256677105   436,147 1,777 SH   DFND 7 1,007 0 770
Dollar General Corp COM 256677105   33,870,720 138,000 SH   DFND 8 134,400 0 3,600
Dollar Tree Inc COM 256746108   35,690 229 SH   DFND   229 0 0
Dollar Tree Inc COM 256746108   443,082 2,843 SH   DFND 7 2,843 0 0
Dominion Energy Inc COM 25746U109   65,763 824 SH   DFND   824 0 0
Dominion Energy Inc COM 25746U109   3,671,260 46,000 SH   DFND 10 46,000 0 0
Dominion Energy Inc COM 25746U109   12,212,925 153,025 SH   DFND 7 49,814 0 103,211
Dominion Energy Inc COM 25746U109   3,822,899 47,900 SH   DFND 8 46,100 0 1,800
Domino's Pizza Inc COM 25754A201   14,419 37 SH   DFND   37 0 0
Domino's Pizza Inc COM 25754A201   191,737 492 SH   DFND 7 492 0 0
Domino's Pizza Inc COM 25754A201   4,208,868 10,800 SH   DFND 8 10,800 0 0
Donnelley Financial Solutions Inc COM 25787G100   199,172 6,800 SH   DFND 11 5,400 0 1,400
Donnelley Financial Solutions Inc COM 25787G100   1,129,862 38,575 SH   DFND 8 32,275 0 6,300
Douglas Emmett Inc COM 25960P109   11,471,026 512,557 SH   DFND 10 512,557 0 0
Dover Corp COM 260003108   17,834 147 SH   DFND   147 0 0
Dover Corp COM 260003108   1,225,332 10,100 SH   DFND 11 10,100 0 0
Dover Corp COM 260003108   233,541 1,925 SH   DFND 7 1,925 0 0
Dover Corp COM 260003108   13,308,804 109,700 SH   DFND 8 108,100 0 1,600
Dow Inc COM 260557103   38,604 748 SH   DFND   748 0 0
Dow Inc COM 260557103   13,198,793 255,741 SH   DFND 7 134,259 0 121,482
Dow Inc COM 260557103   15,962,509 309,291 SH   DFND 8 300,047 0 9,244
Doximity Inc CL A 26622P107   2,437,400 70,000 SH   DFND 7 70,000 0 0
DR Horton Inc COM 23331A109   22,637 342 SH   DFND   342 0 0
DR Horton Inc COM 23331A109   102,131 1,543 SH   DFND 7 1,543 0 0
DR Horton Inc COM 23331A109   20,724,089 313,100 SH   DFND 8 298,200 0 14,900
Dropbox Inc CL A 26210C104   6,150 293 SH   DFND   293 0 0
Dropbox Inc CL A 26210C104   856,392 40,800 SH   DFND 11 32,500 0 8,300
Dropbox Inc CL A 26210C104   5,994,744 285,600 SH   DFND 8 207,400 0 78,200
Dr Reddy's Laboratories Ltd ADR 256135203   623,414 11,255 SH   DFND 7 0 0 11,255
Duke Realty Corp COM NEW 264411505   31,553,499 574,222 SH   DFND 10 574,222 0 0
Duke Realty Corp COM NEW 264411505   129,902 2,364 SH   DFND 7 2,364 0 0
Duke Realty Corp COM NEW 264411505   19,996,415 363,902 SH   DFND 8 363,902 0 0
DuPont de Nemours Inc COM 26614N102   29,013 522 SH   DFND   522 0 0
DuPont de Nemours Inc COM 26614N102   2,819,907 50,736 SH   DFND 7 16,222 0 34,514
DXC Technology Co COM 23355L106   3,243,170 107,000 SH   DFND 8 107,000 0 0
Dynatrace Inc COM NEW 268150109   8,006 203 SH   DFND   203 0 0
Dynatrace Inc COM NEW 268150109   240,584 6,100 SH   DFND 11 4,800 0 1,300
Dynatrace Inc COM NEW 268150109   2,110,040 53,500 SH   DFND 8 32,000 0 21,500
Dynavax Technologies Corp COM NEW 268158201   195,145 15,500 SH   DFND 11 12,700 0 2,800
Dynavax Technologies Corp COM NEW 268158201   157,375 12,500 SH   DFND 8 0 0 12,500
Eagle Pharmaceuticals Inc/DE COM 269796108   39,987 900 SH   DFND 11 400 0 500
Eagle Pharmaceuticals Inc/DE COM 269796108   1,081,871 24,350 SH   DFND 8 21,750 0 2,600
Easterly Government Properties Inc COM 27616P103   5,594,676 293,838 SH   DFND 10 293,838 0 0
East West Bancorp Inc COM 27579R104   602,640 9,300 SH   DFND 11 8,700 0 600
East West Bancorp Inc COM 27579R104   5,209,920 80,400 SH   DFND 8 71,200 0 9,200
Eaton Corp PLC SHS G29183103   2,641,506 20,966 SH   DFND   20,966 0 0
Eaton Corp PLC SHS G29183103   2,368,612 18,800 SH   DFND 11 18,800 0 0
Eaton Corp PLC SHS G29183103   1,700,109 13,494 SH   DFND 7 13,494 0 0
Eaton Corp PLC SHS G29183103   23,585,328 187,200 SH   DFND 8 183,100 0 4,100
eBay Inc COM 278642103   24,919 598 SH   DFND   598 0 0
eBay Inc COM 278642103   254,937 6,118 SH   DFND 7 6,118 0 0
eBay Inc COM 278642103   62,505 1,500 SH   DFND 8 0 0 1,500
Ecolab Inc COM 278865100   85,029 553 SH   DFND   553 0 0
Ecolab Inc COM 278865100   215,264 1,400 SH   DFND 11 1,400 0 0
Ecolab Inc COM 278865100   16,850,558 109,590 SH   DFND 7 68,702 0 40,888
Ecolab Inc COM 278865100   51,243,749 333,271 SH   DFND 8 332,671 0 600
Ecovyst Inc COM 27923Q109   223,595 22,700 SH   DFND 11 16,900 0 5,800
Ecovyst Inc COM 27923Q109   343,765 34,900 SH   DFND 8 13,700 0 21,200
Edison International COM 281020107   24,474 387 SH   DFND   387 0 0
Edison International COM 281020107   277,371 4,386 SH   DFND 7 4,386 0 0
Edison International COM 281020107   6,698,887 105,928 SH   DFND 8 98,528 0 7,400
Edwards Lifesciences Corp COM 28176E108   60,287 634 SH   DFND   634 0 0
Edwards Lifesciences Corp COM 28176E108   1,426,350 15,000 SH   DFND 11 15,000 0 0
Edwards Lifesciences Corp COM 28176E108   3,449,770 36,279 SH   DFND 7 20,454 0 15,825
Edwards Lifesciences Corp COM 28176E108   111,315,492 1,170,633 SH   DFND 8 1,162,667 0 7,966
Eldorado Gold Corp COM 284902509   1,209,627 189,300 SH   DFND 8 189,300 0 0
Electronic Arts Inc COM 285512109   34,792 286 SH   DFND   286 0 0
Electronic Arts Inc COM 285512109   4,480,248 36,829 SH   DFND 7 24,507 0 12,322
Electronic Arts Inc COM 285512109   5,150,053 42,335 SH   DFND 8 41,735 0 600
Elevance Health Inc COM 036752103   118,232 245 SH   DFND   245 0 0
Elevance Health Inc COM 036752103   1,447,740 3,000 SH   DFND 11 3,000 0 0
Elevance Health Inc COM 036752103   8,039,300 16,659 SH   DFND 7 4,969 0 11,690
Elevance Health Inc COM 036752103   101,042,600 209,380 SH   DFND 8 201,280 0 8,100
Eli Lilly & Co COM 532457108   266,841 823 SH   DFND   823 0 0
Eli Lilly & Co COM 532457108   2,528,994 7,800 SH   DFND 11 7,800 0 0
Eli Lilly & Co COM 532457108   14,753,113 45,502 SH   DFND 7 29,885 0 15,617
Eli Lilly & Co COM 532457108   131,566,049 405,780 SH   DFND 8 397,380 0 8,400
Embecta Corp COMMON STOCK 29082K105   137,690 5,438 SH   DFND 7 1,899 0 3,539
Embecta Corp COMMON STOCK 29082K105   636,342 25,132 SH   DFND 8 25,132 0 0
EMCOR Group Inc COM 29084Q100   51,480 500 SH   DFND 11 500 0 0
EMCOR Group Inc COM 29084Q100   2,200,770 21,375 SH   DFND 8 20,375 0 1,000
Emerson Electric Co COM 291011104   48,042 604 SH   DFND   604 0 0
Emerson Electric Co COM 291011104   2,624,820 33,000 SH   DFND 11 33,000 0 0
Emerson Electric Co COM 291011104   2,493,102 31,344 SH   DFND 7 24,746 0 6,598
Emerson Electric Co COM 291011104   41,656,927 523,723 SH   DFND 8 512,523 0 11,200
Enbridge Inc COM 29250N105   89,126 2,109 SH   DFND   2,109 0 0
Enbridge Inc COM 29250N105   2,036,932 48,200 SH   DFND 11 48,200 0 0
Enbridge Inc COM 29250N105   2,855,466 67,569 SH   DFND 7 67,569 0 0
Encore Wire Corp COM 292562105   259,800 2,500 SH   DFND 11 2,000 0 500
Encore Wire Corp COM 292562105   197,448 1,900 SH   DFND 8 0 0 1,900
Endava PLC ADS 29260V105   35,019,622 396,733 SH   DFND 8 393,342 0 3,391
EnerSys COM 29275Y102   341,968 5,800 SH   DFND 11 4,600 0 1,200
EnerSys COM 29275Y102   312,488 5,300 SH   DFND 8 0 0 5,300
Enovis Corp COM 194014502   368,500 6,700 SH   DFND 11 5,300 0 1,400
Enovis Corp COM 194014502   3,527,315 64,133 SH   DFND 8 59,400 0 4,733
Enphase Energy Inc COM 29355A107   26,553 136 SH   DFND   136 0 0
Enphase Energy Inc COM 29355A107   156,192 800 SH   DFND 11 600 0 200
Enphase Energy Inc COM 29355A107   4,139,088 21,200 SH   DFND 8 20,100 0 1,100
Enphase Energy Inc NOTE 3/0 29355AAH0   13,954,210 13,900,000 PRN   DFND 7 11,826,000 0 2,074,000
Ensign Group Inc/The COM 29358P101   29,388 400 SH   DFND 11 400 0 0
Ensign Group Inc/The COM 29358P101   1,895,526 25,800 SH   DFND 8 24,600 0 1,200
Entegris Inc COM 29362U104   12,714 138 SH   DFND   138 0 0
Entegris Inc COM 29362U104   156,621 1,700 SH   DFND 11 1,000 0 700
Entegris Inc COM 29362U104   2,570,427 27,900 SH   DFND 8 24,800 0 3,100
Entergy Corp COM 29364G103   23,204 206 SH   DFND   206 0 0
Entergy Corp COM 29364G103   21,514 191 SH   DFND 7 191 0 0
Entergy Corp COM 29364G103   3,604,480 32,000 SH   DFND 8 31,500 0 500
Envestnet Inc COM 29404K106   5,341,327 101,219 SH   DFND 8 101,219 0 0
Envista Holdings Corp COM 29415F104   134,890 3,500 SH   DFND 11 3,500 0 0
Envista Holdings Corp COM 29415F104   3,468,600 90,000 SH   DFND 7 90,000 0 0
Envista Holdings Corp COM 29415F104   624,348 16,200 SH   DFND 8 0 0 16,200
EOG Resources Inc COM 26875P101   65,712 595 SH   DFND   595 0 0
EOG Resources Inc COM 26875P101   9,026,593 81,733 SH   DFND 7 49,158 0 32,575
EOG Resources Inc COM 26875P101   30,128,032 272,800 SH   DFND 8 266,400 0 6,400
ePlus Inc COM 294268107   42,496 800 SH   DFND 11 800 0 0
ePlus Inc COM 294268107   1,320,032 24,850 SH   DFND 8 20,250 0 4,600
EPR Properties COM SH BEN INT 26884U109   290,966 6,200 SH   DFND 11 4,800 0 1,400
EPR Properties COM SH BEN INT 26884U109   2,691,436 57,350 SH   DFND 8 51,050 0 6,300
Equinix Inc COM 29444U700   48,882,288 74,400 SH   DFND 10 74,400 0 0
Equinix Inc COM 29444U700   7,225,906 10,998 SH   DFND 7 8,398 0 2,600
Equinix Inc COM 29444U700   62,332,801 94,872 SH   DFND 8 94,672 0 200
Equity Commonwealth COM SH BEN INT 294628102   349,631 12,700 SH   DFND 11 10,300 0 2,400
Equity Commonwealth COM SH BEN INT 294628102   2,493,530 90,575 SH   DFND 8 82,575 0 8,000
Equity LifeStyle Properties Inc COM 29472R108   66,383 942 SH   DFND 7 942 0 0
Equity LifeStyle Properties Inc COM 29472R108   3,375,513 47,900 SH   DFND 8 47,900 0 0
Equity Residential SH BEN INT 29476L107   917,194 12,700 SH   DFND 11 12,700 0 0
Equity Residential SH BEN INT 29476L107   144,729 2,004 SH   DFND 7 2,004 0 0
Equity Residential SH BEN INT 29476L107   8,969,724 124,200 SH   DFND 8 124,200 0 0
Essential Utilities Inc COM 29670G102   11,187 244 SH   DFND   244 0 0
Essential Utilities Inc COM 29670G102   7,138,845 155,700 SH   DFND 8 153,900 0 1,800
Essex Property Trust Inc COM 297178105   549,171 2,100 SH   DFND 11 2,100 0 0
Essex Property Trust Inc COM 297178105   175,473 671 SH   DFND 7 671 0 0
Essex Property Trust Inc COM 297178105   4,445,670 17,000 SH   DFND 8 17,000 0 0
Estee Lauder Cos Inc/The CL A 518439104   60,102 236 SH   DFND   236 0 0
Estee Lauder Cos Inc/The CL A 518439104   1,146,015 4,500 SH   DFND 11 4,500 0 0
Estee Lauder Cos Inc/The CL A 518439104   5,446,627 21,387 SH   DFND 7 20,444 0 943
Estee Lauder Cos Inc/The CL A 518439104   53,425,182 209,782 SH   DFND 8 207,025 0 2,757
Ethan Allen Interiors Inc COM 297602104   107,113 5,300 SH   DFND 11 4,000 0 1,300
Ethan Allen Interiors Inc COM 297602104   1,126,202 55,725 SH   DFND 8 55,725 0 0
Etsy Inc COM 29786A106   9,444 129 SH   DFND   129 0 0
Etsy Inc COM 29786A106   6,522,645 89,095 SH   DFND 7 89,095 0 0
Etsy Inc COM 29786A106   5,817,047 79,457 SH   DFND 8 79,457 0 0
Everbridge Inc COM 29978A104   1,199,270 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104   2,894,870 103,796 SH   DFND 8 103,796 0 0
Evercore Inc CLASS A 29977A105   28,083 300 SH   DFND 11 300 0 0
Evercore Inc CLASS A 29977A105   1,076,515 11,500 SH   DFND 8 4,300 0 7,200
Everest Re Group Ltd COM G3223R108   11,211 40 SH   DFND   40 0 0
Everest Re Group Ltd COM G3223R108   118,839 424 SH   DFND 7 424 0 0
Everest Re Group Ltd COM G3223R108   11,211,200 40,000 SH   DFND 8 34,400 0 5,600
Eversource Energy COM 30040W108   29,565 350 SH   DFND   350 0 0
Eversource Energy COM 30040W108   3,682,892 43,600 SH   DFND 10 43,600 0 0
Eversource Energy COM 30040W108   2,128,644 25,200 SH   DFND 11 25,200 0 0
Eversource Energy COM 30040W108   223,846 2,650 SH   DFND 7 2,650 0 0
Eversource Energy COM 30040W108   24,318,913 287,900 SH   DFND 8 283,500 0 4,400
Evo Payments Inc CL A COM 26927E104   195,216 8,300 SH   DFND 11 6,600 0 1,700
Evo Payments Inc CL A COM 26927E104   209,328 8,900 SH   DFND 8 0 0 8,900
Evoqua Water Technologies Corp COM 30057T105   81,275 2,500 SH   DFND   2,500 0 0
Evoqua Water Technologies Corp COM 30057T105   690,155 21,229 SH   DFND 7 21,229 0 0
Evoqua Water Technologies Corp COM 30057T105   24,794,077 762,660 SH   DFND 8 762,660 0 0
Exact Sciences Corp COM 30063P105   6,972 177 SH   DFND   177 0 0
Exact Sciences Corp COM 30063P105   1,354,898 34,397 SH   DFND 7 15,379 0 19,018
Exact Sciences Corp COM 30063P105   18,828,617 478,005 SH   DFND 8 478,005 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1   6,558,473 8,715,000 PRN   DFND 7 7,265,000 0 1,450,000
Exelixis Inc COM 30161Q104   5,017,828 241,010 SH   DFND 8 241,010 0 0
Exelon Corp COM 30161N101   3,738,900 82,500 SH   DFND 10 82,500 0 0
Exelon Corp COM 30161N101   8,648,552 190,833 SH   DFND 7 53,145 0 137,688
Exelon Corp COM 30161N101   1,146,596 25,300 SH   DFND 8 23,200 0 2,100
ExlService Holdings Inc COM 302081104   618,786 4,200 SH   DFND 11 3,300 0 900
ExlService Holdings Inc COM 302081104   4,489,882 30,475 SH   DFND 8 20,475 0 10,000
Expedia Group Inc NOTE 2/1 30212PBE4   314,440 350,000 PRN   DFND 7 0 0 350,000
Expeditors International of Washington Inc COM 302130109   16,763 172 SH   DFND   172 0 0
Expeditors International of Washington Inc COM 302130109   1,617,836 16,600 SH   DFND 11 16,600 0 0
Expeditors International of Washington Inc COM 302130109   319,669 3,280 SH   DFND 7 3,280 0 0
Expeditors International of Washington Inc COM 302130109   53,905,126 553,100 SH   DFND 8 529,200 0 23,900
Exponent Inc COM 30214U102   4,573,500 50,000 SH   DFND 7 50,000 0 0
Extra Space Storage Inc COM 30225T102   28,061,974 164,954 SH   DFND 10 164,954 0 0
Extra Space Storage Inc COM 30225T102   360,314 2,118 SH   DFND 7 2,118 0 0
Extra Space Storage Inc COM 30225T102   1,939,368 11,400 SH   DFND 8 11,400 0 0
Exxon Mobil Corp COM 30231G102   368,766 4,306 SH   DFND   4,306 0 0
Exxon Mobil Corp COM 30231G102   12,236,586 142,884 SH   DFND 7 140,664 0 2,220
F5 Inc COM 315616102   9,488 62 SH   DFND   62 0 0
F5 Inc COM 315616102   210,430 1,375 SH   DFND 7 1,375 0 0
FactSet Research Systems Inc COM 303075105   14,614 38 SH   DFND   38 0 0
FactSet Research Systems Inc COM 303075105   461,484 1,200 SH   DFND 11 1,200 0 0
FactSet Research Systems Inc COM 303075105   264,584 688 SH   DFND 7 688 0 0
FactSet Research Systems Inc COM 303075105   8,987,785 23,371 SH   DFND 8 23,200 0 171
Fair Isaac Corp COM 303250104   10,824 27 SH   DFND   27 0 0
Fair Isaac Corp COM 303250104   561,260 1,400 SH   DFND 11 1,100 0 300
Fair Isaac Corp COM 303250104   216,085 539 SH   DFND 7 539 0 0
Fair Isaac Corp COM 303250104   6,494,580 16,200 SH   DFND 8 12,100 0 4,100
Fastenal Co COM 311900104   29,203 585 SH   DFND   585 0 0
Fastenal Co COM 311900104   2,128,689 42,642 SH   DFND 11 42,642 0 0
Fastenal Co COM 311900104   295,776 5,925 SH   DFND 7 5,925 0 0
Fastenal Co COM 311900104   26,320,320 527,250 SH   DFND 8 520,513 0 6,737
Federal Realty OP LP SH BEN INT NEW 313745101   10,581,855 110,527 SH   DFND 10 110,527 0 0
Federated Hermes Inc CL B 314211103   336,974 10,600 SH   DFND 8 10,600 0 0
FedEx Corp COM 31428X106   58,038 256 SH   DFND   256 0 0
FedEx Corp COM 31428X106   933,138 4,116 SH   DFND 7 255 0 3,861
FedEx Corp COM 31428X106   3,355,308 14,800 SH   DFND 8 12,500 0 2,300
Ferguson PLC SHS G3421J106   620,197 5,602 SH   DFND 11 5,602 0 0
Ferguson PLC SHS G3421J106   24,688 223 SH   DFND 7 223 0 0
Ferguson PLC SHS G3421J106   17,491,516 157,994 SH   DFND 8 154,895 0 3,099
Ferrari NV COM N3167Y103   193,989,734 1,057,280 SH   DFND 7 983,100 0 74,180
Ferrari NV COM N3167Y103   1,293,351 7,049 SH   DFND 8 6,884 0 165
FibroGen Inc COM 31572Q808   165,792 15,700 SH   DFND 11 12,500 0 3,200
FibroGen Inc COM 31572Q808   2,059,200 195,000 SH   DFND 8 178,000 0 17,000
Fidelity National Information Services Inc COM 31620M106   56,835 620 SH   DFND   620 0 0
Fidelity National Information Services Inc COM 31620M106   21,966,149 239,622 SH   DFND 7 214,480 0 25,142
Fidelity National Information Services Inc COM 31620M106   116,431,442 1,270,115 SH   DFND 8 1,255,411 0 14,704
Fifth Third Bancorp COM 316773100   23,352 695 SH   DFND   695 0 0
Fifth Third Bancorp COM 316773100   237,552 7,070 SH   DFND 7 7,070 0 0
Fifth Third Bancorp COM 316773100   1,236,480 36,800 SH   DFND 8 36,800 0 0
First American Financial Corp COM 31847R102   677,376 12,800 SH   DFND 8 12,800 0 0
FirstCash Holdings Inc COM 33768G107   2,113,104 30,400 SH   DFND 8 30,400 0 0
First Financial Bankshares Inc COM 32020R109   133,518 3,400 SH   DFND 11 2,500 0 900
First Financial Bankshares Inc COM 32020R109   841,360 21,425 SH   DFND 8 18,625 0 2,800
First Republic Bank/CA COM 33616C100   25,956 180 SH   DFND   180 0 0
First Republic Bank/CA COM 33616C100   96,470 669 SH   DFND 7 669 0 0
First Republic Bank/CA COM 33616C100   29,919,193 207,484 SH   DFND 8 207,484 0 0
FirstService Corp COM 33767E202   4,969 41 SH   DFND   41 0 0
FirstService Corp COM 33767E202   2,173,843 17,936 SH   DFND 7 7,801 0 10,135
First Solar Inc COM 336433107   25,208 370 SH   DFND   370 0 0
First Solar Inc COM 336433107   242,952 3,566 SH   DFND 7 3,566 0 0
First Solar Inc COM 336433107   8,395,115 123,222 SH   DFND 8 123,222 0 0
Fiserv Inc COM 337738108   56,051 630 SH   DFND   630 0 0
Fiserv Inc COM 337738108   925,288 10,400 SH   DFND 11 10,400 0 0
Fiserv Inc COM 337738108   10,385,646 116,732 SH   DFND 7 97,614 0 19,118
Fiserv Inc COM 337738108   50,981,145 573,015 SH   DFND 8 570,215 0 2,800
Five9 Inc COM 338307101   43,073,675 472,610 SH   DFND 8 467,754 0 4,856
Five9 Inc NOTE 0.500% 6/0 338307AD3   4,251,255 4,350,000 PRN   DFND 7 3,700,000 0 650,000
FleetCor Technologies Inc COM 339041105   16,389 78 SH   DFND   78 0 0
FleetCor Technologies Inc COM 339041105   357,187 1,700 SH   DFND 8 1,300 0 400
Flex Ltd ORD Y2573F102   172,193 11,900 SH   DFND 11 9,600 0 2,300
Flex Ltd ORD Y2573F102   1,949,833 134,750 SH   DFND 8 126,450 0 8,300
Fluor Corp COM 343412102   326,156 13,400 SH   DFND 11 10,000 0 3,400
Fluor Corp COM 343412102   58,416 2,400 SH   DFND 8 2,400 0 0
FMC Corp COM NEW 302491303   13,697 128 SH   DFND   128 0 0
FMC Corp COM NEW 302491303   299,521 2,799 SH   DFND 7 2,799 0 0
FMC Corp COM NEW 302491303   5,692,932 53,200 SH   DFND 8 53,200 0 0
FNB Corp/PA COM 302520101   481,098 44,300 SH   DFND 11 35,600 0 8,700
FNB Corp/PA COM 302520101   519,108 47,800 SH   DFND 8 5,100 0 42,700
Ford Motor Co COM 345370860   44,531 4,001 SH   DFND   4,001 0 0
Ford Motor Co COM 345370860   772,945 69,447 SH   DFND 7 44,566 0 24,881
Ford Motor Co COM 345370860   33,314,316 2,993,200 SH   DFND 8 2,793,700 0 199,500
Ford Motor Co NOTE 3/1 345370CZ1   11,686,937 12,741,000 PRN   DFND 7 10,668,000 0 2,073,000
Fortinet Inc COM 34959E109   39,323 695 SH   DFND   695 0 0
Fortinet Inc COM 34959E109   237,693 4,201 SH   DFND 7 4,201 0 0
Fortis Inc/Canada COM 349553107   23,257 492 SH   DFND   492 0 0
Fortis Inc/Canada COM 349553107   169,368 3,583 SH   DFND 7 0 0 3,583
Fortis Inc/Canada COM 349553107   217,442 4,600 SH   DFND 8 4,600 0 0
Fortive Corp COM 34959J108   18,815 346 SH   DFND   346 0 0
Fortive Corp COM 34959J108   145,630 2,678 SH   DFND 7 2,678 0 0
Fortive Corp COM 34959J108   1,207,236 22,200 SH   DFND 8 22,200 0 0
Fortune Brands Home & Security Inc COM 34964C106   8,144 136 SH   DFND   136 0 0
Fortune Brands Home & Security Inc COM 34964C106   116,167 1,940 SH   DFND 7 1,940 0 0
Fortune Brands Home & Security Inc COM 34964C106   244,251 4,079 SH   DFND 8 4,079 0 0
Four Corners Property Trust Inc COM 35086T109   199,425 7,500 SH   DFND 11 5,800 0 1,700
Four Corners Property Trust Inc COM 35086T109   138,268 5,200 SH   DFND 8 0 0 5,200
Fox Corp CL A COM 35137L105   10,323 321 SH   DFND   321 0 0
Fox Corp CL A COM 35137L105   200,485 6,234 SH   DFND 7 6,234 0 0
Fox Factory Holding Corp COM 35138V102   3,425,688 42,534 SH   DFND 7 42,534 0 0
Franco-Nevada Corp COM 351858105   26,184 199 SH   DFND   199 0 0
Franco-Nevada Corp COM 351858105   526,320 4,000 SH   DFND 11 4,000 0 0
Franco-Nevada Corp COM 351858105   18,451,332 140,229 SH   DFND 7 139,849 0 380
Franco-Nevada Corp COM 351858105   2,105,280 16,000 SH   DFND 8 15,400 0 600
Franklin Covey Co COM 353469109   138,540 3,000 SH   DFND 11 2,300 0 700
Franklin Covey Co COM 353469109   193,956 4,200 SH   DFND 8 1,400 0 2,800
Franklin Resources Inc COM 354613101   7,133 306 SH   DFND   306 0 0
Franklin Resources Inc COM 354613101   291,375 12,500 SH   DFND 11 10,100 0 2,400
Franklin Resources Inc COM 354613101   7,086 304 SH   DFND 7 304 0 0
Franklin Resources Inc COM 354613101   10,850,805 465,500 SH   DFND 8 410,500 0 55,000
Freeport-McMoRan Inc CL B 35671D857   43,305 1,480 SH   DFND   1,480 0 0
Freeport-McMoRan Inc CL B 35671D857   100,098 3,421 SH   DFND 7 3,421 0 0
Freeport-McMoRan Inc CL B 35671D857   90,706 3,100 SH   DFND 8 0 0 3,100
Freshpet Inc COM 358039105   35,335,222 680,964 SH   DFND 8 680,964 0 0
FTI Consulting Inc COM 302941109   36,170 200 SH   DFND 11 200 0 0
FTI Consulting Inc COM 302941109   4,048,327 22,385 SH   DFND 8 16,085 0 6,300
Gaming and Leisure Properties Inc COM 36467J108   488,042 10,642 SH   DFND 11 8,205 0 2,437
Gaming and Leisure Properties Inc COM 36467J108   1,891,863 41,253 SH   DFND 8 31,625 0 9,628
Garmin Ltd SHS H2906T109   15,425 157 SH   DFND   157 0 0
Garmin Ltd SHS H2906T109   1,699,725 17,300 SH   DFND 11 17,300 0 0
Garmin Ltd SHS H2906T109   221,750 2,257 SH   DFND 7 2,257 0 0
Garmin Ltd SHS H2906T109   23,496,881 239,154 SH   DFND 8 236,200 0 2,954
Gartner Inc COM 366651107   20,314 84 SH   DFND   84 0 0
Gartner Inc COM 366651107   96,732 400 SH   DFND 11 400 0 0
Gartner Inc COM 366651107   144,614 598 SH   DFND 7 598 0 0
Gartner Inc COM 366651107   3,192,156 13,200 SH   DFND 8 13,200 0 0
Generac Holdings Inc COM 368736104   13,688 65 SH   DFND   65 0 0
Generac Holdings Inc COM 368736104   231,638 1,100 SH   DFND 11 1,100 0 0
Generac Holdings Inc COM 368736104   133,297 633 SH   DFND 7 633 0 0
Generac Holdings Inc COM 368736104   5,060,659 24,032 SH   DFND 8 24,032 0 0
General Dynamics Corp COM 369550108   53,100 240 SH   DFND   240 0 0
General Dynamics Corp COM 369550108   1,969,125 8,900 SH   DFND 11 8,900 0 0
General Electric Co COM NEW 369604301   66,074 1,118 SH   DFND   1,118 0 0
General Electric Co COM NEW 369604301   6,561,282 111,020 SH   DFND 7 10,273 0 100,747
General Electric Co COM NEW 369604301   4,018,032 67,987 SH   DFND 8 65,625 0 2,362
General Mills Inc COM 370334104   46,326 614 SH   DFND   614 0 0
General Mills Inc COM 370334104   2,188,050 29,000 SH   DFND 11 29,000 0 0
General Mills Inc COM 370334104   934,297 12,383 SH   DFND 7 5,410 0 6,973
General Mills Inc COM 370334104   41,482,410 549,800 SH   DFND 8 537,600 0 12,200
General Motors Co COM 37045V100   44,591 1,404 SH   DFND   1,404 0 0
General Motors Co COM 37045V100   298,544 9,400 SH   DFND 7 4,974 0 4,426
General Motors Co COM 37045V100   53,962,177 1,699,061 SH   DFND 8 1,607,477 0 91,584
Gentex Corp COM 371901109   6,249,281 223,428 SH   DFND 8 223,428 0 0
Gentherm Inc COM 37253A103   3,120,500 50,000 SH   DFND 7 50,000 0 0
Genuine Parts Co COM 372460105   19,152 144 SH   DFND   144 0 0
Genuine Parts Co COM 372460105   189,791 1,427 SH   DFND 7 1,427 0 0
Genuine Parts Co COM 372460105   2,660,000 20,000 SH   DFND 8 20,000 0 0
Genworth Financial Inc COM CL A 37247D106   46,688 13,226 SH   DFND 8 13,226 0 0
Gerdau SA SPON ADR REP PFD 373737105   120,794 28,157 SH   DFND 7 0 0 28,157
G-III Apparel Group Ltd COM 36237H101   137,564 6,800 SH   DFND 11 4,500 0 2,300
G-III Apparel Group Ltd COM 36237H101   792,005 39,150 SH   DFND 8 32,250 0 6,900
Gildan Activewear Inc COM 375916103   5,698 198 SH   DFND   198 0 0
Gildan Activewear Inc COM 375916103   5,641 196 SH   DFND 7 196 0 0
Gildan Activewear Inc COM 375916103   849,010 29,500 SH   DFND 8 12,900 0 16,600
Gilead Sciences Inc COM 375558103   78,808 1,275 SH   DFND   1,275 0 0
Gilead Sciences Inc COM 375558103   105,077 1,700 SH   DFND 11 1,700 0 0
Gilead Sciences Inc COM 375558103   5,304,411 85,818 SH   DFND 7 43,241 0 42,577
Gilead Sciences Inc COM 375558103   108,568,029 1,756,480 SH   DFND 8 1,688,080 0 68,400
Glacier Bancorp Inc COM 37637Q105   123,292 2,600 SH   DFND 11 1,900 0 700
Glacier Bancorp Inc COM 37637Q105   801,398 16,900 SH   DFND 8 14,700 0 2,200
Global Payments Inc COM 37940X102   31,754 287 SH   DFND   287 0 0
Global Payments Inc COM 37940X102   17,279,313 156,176 SH   DFND 7 150,370 0 5,806
Global Payments Inc COM 37940X102   98,600,819 891,186 SH   DFND 8 887,586 0 3,600
Globant SA COM L44385109   1,654,740 9,510 SH   DFND 7 7,319 0 2,191
Globant SA COM L44385109   20,457,528 117,572 SH   DFND 8 117,572 0 0
Globus Medical Inc CL A 379577208   2,473,921 44,067 SH   DFND 7 29,813 0 14,254
Globus Medical Inc CL A 379577208   82,734,753 1,473,722 SH   DFND 8 1,466,258 0 7,464
GoDaddy Inc CL A 380237107   11,825 170 SH   DFND   170 0 0
GoDaddy Inc CL A 380237107   452,140 6,500 SH   DFND 11 5,100 0 1,400
GoDaddy Inc CL A 380237107   48,831 702 SH   DFND 7 702 0 0
GoDaddy Inc CL A 380237107   952,972 13,700 SH   DFND 8 0 0 13,700
Goldman Sachs Group Inc/The COM 38141G104   115,838 390 SH   DFND   390 0 0
Goldman Sachs Group Inc/The COM 38141G104   148,510 500 SH   DFND 11 500 0 0
Goldman Sachs Group Inc/The COM 38141G104   13,381,345 45,052 SH   DFND 7 31,165 0 13,887
Goldman Sachs Group Inc/The COM 38141G104   9,356,130 31,500 SH   DFND 8 27,800 0 3,700
Goodyear Tire & Rubber Co/The COM 382550101   493,731 46,100 SH   DFND 8 0 0 46,100
GoPro Inc CL A 38268T103   74,102 13,400 SH   DFND 11 13,400 0 0
GoPro Inc CL A 38268T103   501,848 90,750 SH   DFND 8 90,750 0 0
Grand Canyon Education Inc COM 38526M106   9,756,860 103,587 SH   DFND 8 103,587 0 0
Griffon Corp COM 398433102   291,512 10,400 SH   DFND 11 7,900 0 2,500
Griffon Corp COM 398433102   221,437 7,900 SH   DFND 8 2,500 0 5,400
Group 1 Automotive Inc COM 398905109   288,660 1,700 SH   DFND 11 1,400 0 300
Group 1 Automotive Inc COM 398905109   560,340 3,300 SH   DFND 8 500 0 2,800
Groupon Inc COM NEW 399473206   59,890 5,300 SH   DFND 11 3,800 0 1,500
Groupon Inc COM NEW 399473206   726,308 64,275 SH   DFND 8 64,275 0 0
Guardant Health Inc COM 40131M109   10,403,121 257,886 SH   DFND 8 257,886 0 0
GXO Logistics Inc COMMON STOCK 36262G101   27,331,236 631,644 SH   DFND 8 628,136 0 3,508
Halliburton Co COM 406216101   28,663 914 SH   DFND   914 0 0
Halliburton Co COM 406216101   4,166,646 132,865 SH   DFND 7 124,698 0 8,167
Hanesbrands Inc COM 410345102   508,326 49,400 SH   DFND 11 38,200 0 11,200
Hanesbrands Inc COM 410345102   3,003,589 291,894 SH   DFND 8 188,794 0 103,100
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100   2,630,626 69,483 SH   DFND 7 12,594 0 56,889
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100   16,396,106 433,072 SH   DFND 8 433,072 0 0
Hartford Financial Services Group Inc/The COM 416515104   22,050 337 SH   DFND   337 0 0
Hartford Financial Services Group Inc/The COM 416515104   948,735 14,500 SH   DFND 11 14,500 0 0
Hartford Financial Services Group Inc/The COM 416515104   274,544 4,196 SH   DFND 7 4,196 0 0
Hartford Financial Services Group Inc/The COM 416515104   13,298,517 203,248 SH   DFND 8 201,048 0 2,200
Hasbro Inc COM 418056107   10,972 134 SH   DFND   134 0 0
Hasbro Inc COM 418056107   218,865 2,673 SH   DFND 7 2,673 0 0
Haverty Furniture Cos Inc COM 419596101   92,720 4,000 SH   DFND 11 3,000 0 1,000
Haverty Furniture Cos Inc COM 419596101   1,003,115 43,275 SH   DFND 8 43,275 0 0
HB Fuller Co COM 359694106   385,344 6,400 SH   DFND 11 5,500 0 900
HCA Healthcare Inc COM 40412C101   41,511 247 SH   DFND   247 0 0
HCA Healthcare Inc COM 40412C101   857,106 5,100 SH   DFND 11 5,100 0 0
HCA Healthcare Inc COM 40412C101   42,183 251 SH   DFND 7 251 0 0
HCA Healthcare Inc COM 40412C101   20,848,347 124,053 SH   DFND 8 122,753 0 1,300
HDFC Bank Ltd SPONSORED ADS 40415F101   7,994,756 145,465 SH   DFND   145,465 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101   24,746,454 450,263 SH   DFND 7 352,575 0 97,688
HDFC Bank Ltd SPONSORED ADS 40415F101   34,188,857 622,068 SH   DFND 8 622,068 0 0
Healthcare Realty Trust Inc COM 421946104   1,360,000 50,000 SH   DFND 10 50,000 0 0
Healthpeak Properties Inc COM 42250P103   29,044,488 1,120,976 SH   DFND 10 1,120,976 0 0
Healthpeak Properties Inc COM 42250P103   205,622 7,936 SH   DFND 7 7,936 0 0
Healthpeak Properties Inc COM 42250P103   2,308,581 89,100 SH   DFND 8 89,100 0 0
HEICO Corp COM 422806109   5,769 44 SH   DFND   44 0 0
HEICO Corp COM 422806109   14,023,284 106,950 SH   DFND 8 106,950 0 0
Heidrick & Struggles International Inc COM 422819102   113,260 3,500 SH   DFND 11 2,800 0 700
Heidrick & Struggles International Inc COM 422819102   122,968 3,800 SH   DFND 8 0 0 3,800
Henry Schein Inc COM 806407102   10,744 140 SH   DFND   140 0 0
Henry Schein Inc COM 806407102   1,335,276 17,400 SH   DFND 11 13,400 0 4,000
Henry Schein Inc COM 806407102   222,239 2,896 SH   DFND 7 2,896 0 0
Henry Schein Inc COM 806407102   12,424,206 161,900 SH   DFND 8 138,800 0 23,100
Hershey Co/The COM 427866108   31,844 148 SH   DFND   148 0 0
Hershey Co/The COM 427866108   1,226,412 5,700 SH   DFND 11 5,700 0 0
Hershey Co/The COM 427866108   136,842 636 SH   DFND 7 636 0 0
Hershey Co/The COM 427866108   28,374,440 131,876 SH   DFND 8 130,600 0 1,276
Hess Corp COM 42809H107   30,087 284 SH   DFND   284 0 0
Hess Corp COM 42809H107   1,002,934 9,467 SH   DFND 7 9,467 0 0
Hess Corp COM 42809H107   9,063,485 85,553 SH   DFND 8 85,553 0 0
Hewlett Packard Enterprise Co COM 42824C109   17,543 1,323 SH   DFND   1,323 0 0
Hewlett Packard Enterprise Co COM 42824C109   143,208 10,800 SH   DFND 11 8,500 0 2,300
Hewlett Packard Enterprise Co COM 42824C109   307,407 23,183 SH   DFND 7 23,183 0 0
Hewlett Packard Enterprise Co COM 42824C109   36,181,236 2,728,600 SH   DFND 8 2,695,400 0 33,200
HF Sinclair Corp COM 403949100   587,080 13,000 SH   DFND 11 11,600 0 1,400
HF Sinclair Corp COM 403949100   1,666,404 36,900 SH   DFND 8 2,100 0 34,800
Hologic Inc COM 436440101   17,602 254 SH   DFND   254 0 0
Hologic Inc COM 436440101   173,250 2,500 SH   DFND 11 2,500 0 0
Hologic Inc COM 436440101   258,836 3,735 SH   DFND 7 3,735 0 0
Hologic Inc COM 436440101   58,624,474 845,952 SH   DFND 8 811,252 0 34,700
Home Depot Inc/The COM 437076102   291,275 1,062 SH   DFND   1,062 0 0
Home Depot Inc/The COM 437076102   3,318,667 12,100 SH   DFND 11 12,100 0 0
Home Depot Inc/The COM 437076102   49,235,579 179,515 SH   DFND 7 131,679 0 47,836
Home Depot Inc/The COM 437076102   89,778,719 327,337 SH   DFND 8 307,557 0 19,780
Honeywell International Inc COM 438516106   121,319 698 SH   DFND   698 0 0
Honeywell International Inc COM 438516106   2,103,101 12,100 SH   DFND 11 12,100 0 0
Honeywell International Inc COM 438516106   27,928,312 160,683 SH   DFND 7 65,774 0 94,909
Honeywell International Inc COM 438516106   34,501,285 198,500 SH   DFND 8 194,500 0 4,000
Horizon Therapeutics Plc SHS G46188101   17,467 219 SH   DFND   219 0 0
Horizon Therapeutics Plc SHS G46188101   350,386 4,393 SH   DFND 7 4,393 0 0
Horizon Therapeutics Plc SHS G46188101   31,239,918 391,674 SH   DFND 8 391,674 0 0
Hormel Foods Corp COM 440452100   14,397 304 SH   DFND   304 0 0
Hormel Foods Corp COM 440452100   191,382 4,041 SH   DFND 7 4,041 0 0
Host Hotels & Resorts Inc COM 44107P104   224,491 14,317 SH   DFND 7 14,317 0 0
Houlihan Lokey Inc CL A 441593100   1,444,419 18,300 SH   DFND 8 9,700 0 8,600
HP Inc COM 40434L105   35,107 1,071 SH   DFND   1,071 0 0
HP Inc COM 40434L105   1,085,018 33,100 SH   DFND 11 33,100 0 0
HP Inc COM 40434L105   299,740 9,144 SH   DFND 7 9,144 0 0
HP Inc COM 40434L105   14,577,266 444,700 SH   DFND 8 438,100 0 6,600
H&R Block Inc COM 093671105   720,528 20,400 SH   DFND 8 20,400 0 0
Huazhu Group Ltd NOTE 0.375%11/0 16949NAC3   3,174,028 3,100,000 PRN   DFND 7 2,600,000 0 500,000
HubSpot Inc COM 443573100   13,830 46 SH   DFND   46 0 0
HubSpot Inc COM 443573100   186,403 620 SH   DFND 7 620 0 0
HubSpot Inc COM 443573100   12,409,329 41,275 SH   DFND 8 40,867 0 408
Hudson Pacific Properties Inc COM 444097109   1,865,047 125,677 SH   DFND 10 125,677 0 0
Humana Inc COM 444859102   60,381 129 SH   DFND   129 0 0
Humana Inc COM 444859102   251,822 538 SH   DFND 7 538 0 0
Humana Inc COM 444859102   40,408,951 86,331 SH   DFND 8 86,031 0 300
Huntington Bancshares Inc/OH COM 446150104   17,600 1,463 SH   DFND   1,463 0 0
Huntington Bancshares Inc/OH COM 446150104   203,776 16,939 SH   DFND 7 16,939 0 0
Huntington Bancshares Inc/OH COM 446150104   369,321 30,700 SH   DFND 8 30,700 0 0
Huntsman Corp COM 447011107   833,490 29,400 SH   DFND 11 24,400 0 5,000
Huntsman Corp COM 447011107   20,237,648 713,850 SH   DFND 8 651,850 0 62,000
Huron Consulting Group Inc COM 447462102   175,473 2,700 SH   DFND 11 2,100 0 600
Huron Consulting Group Inc COM 447462102   253,461 3,900 SH   DFND 8 0 0 3,900
Hyatt Hotels Corp COM CL A 448579102   325,204 4,400 SH   DFND 8 0 0 4,400
IAA Inc COM 449253103   769,276 23,475 SH   DFND 8 23,475 0 0
ICF International Inc COM 44925C103   313,500 3,300 SH   DFND 11 2,600 0 700
ICF International Inc COM 44925C103   1,738,500 18,300 SH   DFND 8 15,300 0 3,000
ICICI Bank Ltd ADR 45104G104   603,160 34,000 SH   DFND   34,000 0 0
ICICI Bank Ltd ADR 45104G104   500,091 28,190 SH   DFND 7 0 0 28,190
ICON PLC SHS G4705A100   8,234,600 38,000 SH   DFND 7 38,000 0 0
ICON PLC SHS G4705A100   5,424,434 25,032 SH   DFND 8 25,032 0 0
Ideaya Biosciences Inc COM 45166A102   5,896,022 427,248 SH   DFND 8 427,248 0 0
IDEX Corp COM 45167R104   13,986 77 SH   DFND   77 0 0
IDEX Corp COM 45167R104   272,445 1,500 SH   DFND 11 1,500 0 0
IDEX Corp COM 45167R104   136,404 751 SH   DFND 7 751 0 0
IDEX Corp COM 45167R104   27,597,225 151,942 SH   DFND 8 151,542 0 400
IDEXX Laboratories Inc COM 45168D104   30,163 86 SH   DFND   86 0 0
IDEXX Laboratories Inc COM 45168D104   758,278 2,162 SH   DFND 11 2,162 0 0
IDEXX Laboratories Inc COM 45168D104   111,883 319 SH   DFND 7 319 0 0
IDEXX Laboratories Inc COM 45168D104   31,089,058 88,641 SH   DFND 8 81,933 0 6,708
Illinois Tool Works Inc COM 452308109   57,956 318 SH   DFND   318 0 0
Illinois Tool Works Inc COM 452308109   2,934,225 16,100 SH   DFND 11 16,100 0 0
Illinois Tool Works Inc COM 452308109   2,232,380 12,249 SH   DFND 7 10,309 0 1,940
Illinois Tool Works Inc COM 452308109   43,029,225 236,100 SH   DFND 8 230,400 0 5,700
Illumina Inc COM 452327109   29,498 160 SH   DFND   160 0 0
Illumina Inc COM 452327109   27,654 150 SH   DFND 7 150 0 0
Illumina Inc COM 452327109   32,922,456 178,577 SH   DFND 8 178,277 0 300
Illumina Inc NOTE 8/1 452327AK5   12,171,150 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
Imperial Oil Ltd COM NEW 453038408   11,495 244 SH   DFND   244 0 0
Imperial Oil Ltd COM NEW 453038408   312,104 6,625 SH   DFND 7 6,625 0 0
Incyte Corp COM 45337C102   14,510 191 SH   DFND   191 0 0
Incyte Corp COM 45337C102   314,744 4,143 SH   DFND 7 4,143 0 0
Incyte Corp COM 45337C102   9,517,598 125,281 SH   DFND 8 125,281 0 0
Independence Realty Trust Inc COM 45378A106   366,921 17,700 SH   DFND 11 14,100 0 3,600
Independence Realty Trust Inc COM 45378A106   1,909,751 92,125 SH   DFND 8 82,625 0 9,500
Infosys Ltd SPONSORED ADR 456788108   2,665,440 144,000 SH   DFND   144,000 0 0
Infosys Ltd SPONSORED ADR 456788108   31,284,084 1,690,118 SH   DFND 7 1,405,500 0 284,618
Ingersoll Rand Inc COM 45687V106   17,463 415 SH   DFND   415 0 0
Ingersoll Rand Inc COM 45687V106   46,498 1,105 SH   DFND 7 1,105 0 0
Ingersoll Rand Inc COM 45687V106   3,803,359 90,384 SH   DFND 8 90,384 0 0
Ingredion Inc COM 457187102   343,824 3,900 SH   DFND 11 2,300 0 1,600
Ingredion Inc COM 457187102   440,800 5,000 SH   DFND 8 0 0 5,000
Insmed Inc COM PAR $.01 457669307   15,507,867 786,403 SH   DFND 8 786,403 0 0
Insulet Corp COM 45784P101   15,256 70 SH   DFND   70 0 0
Insulet Corp COM 45784P101   50,998 234 SH   DFND 7 234 0 0
Insulet Corp COM 45784P101   566,644 2,600 SH   DFND 8 2,600 0 0
Integer Holdings Corp COM 45826H109   360,366 5,100 SH   DFND 11 4,100 0 1,000
Integer Holdings Corp COM 45826H109   2,178,095 30,825 SH   DFND 8 26,525 0 4,300
Intel Corp COM 458140100   154,952 4,142 SH   DFND   4,142 0 0
Intel Corp COM 458140100   1,199,477 32,063 SH   DFND 11 32,063 0 0
Intel Corp COM 458140100   8,974,173 239,887 SH   DFND 7 120,727 0 119,160
Intel Corp COM 458140100   53,879,042 1,440,231 SH   DFND 8 1,338,059 0 102,172
Intellia Therapeutics Inc COM 45826J105   1,973,246 38,123 SH   DFND 8 38,123 0 0
Intercontinental Exchange Inc COM 45866F104   53,697 571 SH   DFND   571 0 0
Intercontinental Exchange Inc COM 45866F104   1,965,436 20,900 SH   DFND 11 20,900 0 0
Intercontinental Exchange Inc COM 45866F104   53,509 569 SH   DFND 7 569 0 0
Intercontinental Exchange Inc COM 45866F104   66,461,359 706,735 SH   DFND 8 702,535 0 4,200
InterDigital Inc COM 45867G101   322,240 5,300 SH   DFND 11 4,000 0 1,300
InterDigital Inc COM 45867G101   419,520 6,900 SH   DFND 8 2,000 0 4,900
International Business Machines Corp COM 459200101   129,189 915 SH   DFND   915 0 0
International Business Machines Corp COM 459200101   494,165 3,500 SH   DFND 11 3,500 0 0
International Business Machines Corp COM 459200101   9,857,603 69,818 SH   DFND 7 43,287 0 26,531
International Business Machines Corp COM 459200101   13,610,716 96,400 SH   DFND 8 95,500 0 900
International Paper Co COM 460146103   15,226 364 SH   DFND   364 0 0
International Paper Co COM 460146103   15,519 371 SH   DFND 7 371 0 0
International Paper Co COM 460146103   2,844,440 68,000 SH   DFND 8 68,000 0 0
Interpublic Group of Cos Inc/The COM 460690100   11,040 401 SH   DFND   401 0 0
Interpublic Group of Cos Inc/The COM 460690100   10,957 398 SH   DFND 7 398 0 0
Interpublic Group of Cos Inc/The COM 460690100   2,458,429 89,300 SH   DFND 8 89,300 0 0
Intuit Inc COM 461202103   105,611 274 SH   DFND   274 0 0
Intuit Inc COM 461202103   13,429,115 34,841 SH   DFND 7 23,782 0 11,059
Intuit Inc COM 461202103   27,490,737 71,323 SH   DFND 8 68,478 0 2,845
Intuitive Surgical Inc COM NEW 46120E602   73,058 364 SH   DFND   364 0 0
Intuitive Surgical Inc COM NEW 46120E602   30,462,158 151,772 SH   DFND 7 114,218 0 37,554
Intuitive Surgical Inc COM NEW 46120E602   168,778,845 840,909 SH   DFND 8 835,310 0 5,599
Invesco Ltd SHS G491BT108   5,662 351 SH   DFND   351 0 0
Invesco Ltd SHS G491BT108   5,629 349 SH   DFND 7 349 0 0
Invesco Ltd SHS G491BT108   3,221,161 199,700 SH   DFND 8 160,300 0 39,400
Invitation Homes Inc COM 46187W107   29,594,056 831,761 SH   DFND 10 831,761 0 0
Invitation Homes Inc COM 46187W107   102,719 2,887 SH   DFND 7 2,887 0 0
Ionis Pharmaceuticals Inc COM 462222100   5,868,966 158,535 SH   DFND 8 158,535 0 0
IQVIA Holdings Inc COM 46266C105   42,096 194 SH   DFND   194 0 0
IQVIA Holdings Inc COM 46266C105   41,879 193 SH   DFND 7 193 0 0
IQVIA Holdings Inc COM 46266C105   10,157,519 46,811 SH   DFND 8 46,811 0 0
iRhythm Technologies Inc COM 450056106   3,403,701 31,507 SH   DFND 7 31,507 0 0
Iron Mountain Inc COM 46284V101   574,542 11,800 SH   DFND 11 9,600 0 2,200
Iron Mountain Inc COM 46284V101   75,810 1,557 SH   DFND 7 1,557 0 0
Iron Mountain Inc COM 46284V101   11,106,189 228,100 SH   DFND 8 210,800 0 17,300
ironSource Ltd CL A ORD SHS M5R75Y101   249,738 104,932 SH   DFND 8 104,932 0 0
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407   1,227,246 30,265 SH   DFND   30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638   1,863,792 36,502 SH   DFND   36,502 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842   5,370,592 91,259 SH   DFND 11 91,259 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103   7,727,490 157,511 SH   DFND   157,511 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200   4,957,765 13,076 SH   DFND   5,382 0 7,694
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200   5,255,398 13,861 SH   DFND 11 13,861 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242   9,532,559 86,636 SH   DFND 11 86,636 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106   3,780,336 883,256 SH   DFND   883,256 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106   103,071 24,082 SH   DFND 7 0 0 24,082
iTeos Therapeutics Inc COM 46565G104   3,399,330 165,016 SH   DFND 8 165,016 0 0
Itron Inc COM 465741106   39,939 808 SH   DFND   808 0 0
Itron Inc COM 465741106   2,649,547 53,602 SH   DFND 7 53,602 0 0
Itron Inc COM 465741106   10,440,951 211,227 SH   DFND 8 211,227 0 0
Jabil Inc COM 466313103   829,602 16,200 SH   DFND 11 12,900 0 3,300
Jabil Inc COM 466313103   5,534,521 108,075 SH   DFND 8 90,575 0 17,500
Jack Henry & Associates Inc COM 426281101   13,321 74 SH   DFND   74 0 0
Jack Henry & Associates Inc COM 426281101   468,052 2,600 SH   DFND 11 2,600 0 0
Jack Henry & Associates Inc COM 426281101   288,752 1,604 SH   DFND 7 1,604 0 0
Jack Henry & Associates Inc COM 426281101   10,657,184 59,200 SH   DFND 8 58,800 0 400
Jackson Financial Inc COM CL A 46817M107   438,379 16,388 SH   DFND 7 0 0 16,388
Jacobs Engineering Group Inc COM 469814107   16,654 131 SH   DFND   131 0 0
Jacobs Engineering Group Inc COM 469814107   495,807 3,900 SH   DFND 11 3,900 0 0
Jacobs Engineering Group Inc COM 469814107   47,292 372 SH   DFND 7 372 0 0
Jacobs Engineering Group Inc COM 469814107   8,123,607 63,900 SH   DFND 8 63,400 0 500
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8   11,598,939 9,900,000 PRN   DFND 7 8,300,000 0 1,600,000
Jazz Pharmaceuticals PLC SHS USD G50871105   9,829 63 SH   DFND   63 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105   10,765 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105   5,925,572 37,982 SH   DFND 8 37,982 0 0
JB Hunt Transport Services Inc COM 445658107   13,385 85 SH   DFND   85 0 0
JB Hunt Transport Services Inc COM 445658107   276,360 1,755 SH   DFND 7 1,755 0 0
JB Hunt Transport Services Inc COM 445658107   10,597,731 67,300 SH   DFND 8 55,800 0 11,500
JD.com Inc SPON ADR CL A 47215P106   25,701,165 400,205 SH   DFND 8 400,205 0 0
J M Smucker Co/The COM NEW 832696405   14,081 110 SH   DFND   110 0 0
J M Smucker Co/The COM NEW 832696405   76,806 600 SH   DFND 11 600 0 0
J M Smucker Co/The COM NEW 832696405   298,391 2,331 SH   DFND 7 2,331 0 0
J M Smucker Co/The COM NEW 832696405   9,587,949 74,900 SH   DFND 8 72,300 0 2,600
Johnson Controls International plc SHS G51502105   34,234 715 SH   DFND   715 0 0
Johnson Controls International plc SHS G51502105   536,256 11,200 SH   DFND 11 11,200 0 0
Johnson Controls International plc SHS G51502105   1,766,006 36,884 SH   DFND 7 4,599 0 32,285
Johnson Controls International plc SHS G51502105   17,999,864 375,937 SH   DFND 8 371,437 0 4,500
Johnson & Johnson COM 478160104   474,662 2,674 SH   DFND   2,674 0 0
Johnson & Johnson COM 478160104   5,343,051 30,100 SH   DFND 11 30,100 0 0
Johnson & Johnson COM 478160104   38,164,472 214,999 SH   DFND 7 143,779 0 71,220
Johnson & Johnson COM 478160104   129,351,537 728,700 SH   DFND 8 717,700 0 11,000
Jones Lang LaSalle Inc COM 48020Q107   909,272 5,200 SH   DFND 11 4,000 0 1,200
Jones Lang LaSalle Inc COM 48020Q107   12,024,248 68,765 SH   DFND 8 54,665 0 14,100
JOYY Inc ADS REPSTG COM A 46591M109   152,734 5,115 SH   DFND 8 5,115 0 0
JPMorgan Chase & Co COM 46625H100   347,514 3,086 SH   DFND   3,086 0 0
JPMorgan Chase & Co COM 46625H100   3,851,262 34,200 SH   DFND 11 34,200 0 0
JPMorgan Chase & Co COM 46625H100   14,757,428 131,049 SH   DFND 7 57,386 0 73,663
JPMorgan Chase & Co COM 46625H100   64,086,351 569,100 SH   DFND 8 536,700 0 32,400
Karuna Therapeutics Inc COM 48576A100   6,038,449 47,731 SH   DFND 8 47,731 0 0
KB Financial Group Inc SPONSORED ADR 48241A105   540,814 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108   18,620 261 SH   DFND   261 0 0
Kellogg Co COM 487836108   1,348,326 18,900 SH   DFND 11 18,900 0 0
Kellogg Co COM 487836108   254,398 3,566 SH   DFND 7 3,566 0 0
Kellogg Co COM 487836108   48,853,632 684,800 SH   DFND 8 674,800 0 10,000
Keurig Dr Pepper Inc COM 49271V100   28,064 793 SH   DFND   793 0 0
Keurig Dr Pepper Inc COM 49271V100   1,029,849 29,100 SH   DFND 11 29,100 0 0
Keurig Dr Pepper Inc COM 49271V100   106,099 2,998 SH   DFND 7 2,998 0 0
Keurig Dr Pepper Inc COM 49271V100   19,334,689 546,332 SH   DFND 8 541,941 0 4,391
KeyCorp COM 493267108   16,265 944 SH   DFND   944 0 0
KeyCorp COM 493267108   158,154 9,179 SH   DFND 7 9,179 0 0
KeyCorp COM 493267108   26,218,891 1,521,700 SH   DFND 8 1,396,900 0 124,800
Keysight Technologies Inc COM 49338L103   25,640 186 SH   DFND   186 0 0
Keysight Technologies Inc COM 49338L103   137,850 1,000 SH   DFND 11 1,000 0 0
Keysight Technologies Inc COM 49338L103   2,203,670 15,986 SH   DFND 7 14,396 0 1,590
Keysight Technologies Inc COM 49338L103   35,592,870 258,200 SH   DFND 8 239,000 0 19,200
Kimberly-Clark Corp COM 494368103   46,356 343 SH   DFND   343 0 0
Kimberly-Clark Corp COM 494368103   1,946,160 14,400 SH   DFND 11 14,400 0 0
Kimberly-Clark Corp COM 494368103   259,488 1,920 SH   DFND 7 1,920 0 0
Kimberly-Clark Corp COM 494368103   31,692,675 234,500 SH   DFND 8 231,800 0 2,700
Kimco Realty Corp COM 49446R109   23,161,840 1,171,565 SH   DFND 10 1,171,565 0 0
Kinder Morgan Inc COM 49456B101   34,794 2,076 SH   DFND   2,076 0 0
Kinder Morgan Inc COM 49456B101   1,121,160 66,895 SH   DFND 7 66,895 0 0
Kinder Morgan Inc COM 49456B101   3,427,420 204,500 SH   DFND 8 180,000 0 24,500
Kingsoft Cloud Holdings Ltd ADS 49639K101   184,946 41,561 SH   DFND 7 0 0 41,561
Kinsale Capital Group Inc COM 49714P108   551,136 2,400 SH   DFND 11 2,000 0 400
Kinsale Capital Group Inc COM 49714P108   2,216,026 9,650 SH   DFND 8 7,950 0 1,700
KLA Corp COM NEW 482480100   48,819 153 SH   DFND   153 0 0
KLA Corp COM NEW 482480100   765,792 2,400 SH   DFND 11 2,400 0 0
KLA Corp COM NEW 482480100   5,249,504 16,452 SH   DFND 7 15,200 0 1,252
KLA Corp COM NEW 482480100   5,268,649 16,512 SH   DFND 8 15,912 0 600
Knight-Swift Transportation Holdings Inc CL A 499049104   7,453 161 SH   DFND   161 0 0
Knight-Swift Transportation Holdings Inc CL A 499049104   324,030 7,000 SH   DFND 8 3,800 0 3,200
Knowles Corp COM 49926D109   291,144 16,800 SH   DFND 11 12,600 0 4,200
Knowles Corp COM 49926D109   1,994,683 115,100 SH   DFND 8 100,100 0 15,000
Kornit Digital Ltd SHS M6372Q113   7,164 226 SH   DFND   226 0 0
Kornit Digital Ltd SHS M6372Q113   86,256 2,721 SH   DFND 7 2,721 0 0
Kornit Digital Ltd SHS M6372Q113   18,708,801 590,183 SH   DFND 8 590,183 0 0
Kraft Heinz Co/The COM 500754106   28,491 747 SH   DFND   747 0 0
Kraft Heinz Co/The COM 500754106   324,152 8,499 SH   DFND 7 8,499 0 0
Kraft Heinz Co/The COM 500754106   1,431,623 37,536 SH   DFND 8 37,536 0 0
Kroger Co/The COM 501044101   33,604 710 SH   DFND   710 0 0
Kroger Co/The COM 501044101   497,296 10,507 SH   DFND 7 10,507 0 0
Kroger Co/The COM 501044101   37,641,549 795,300 SH   DFND 8 733,600 0 61,700
Kulicke & Soffa Industries Inc COM 501242101   376,728 8,800 SH   DFND 11 7,300 0 1,500
Kulicke & Soffa Industries Inc COM 501242101   1,091,655 25,500 SH   DFND 8 25,500 0 0
Kura Oncology Inc COM 50127T109   6,682,183 364,549 SH   DFND 8 364,549 0 0
L3Harris Technologies Inc COM 502431109   47,373 196 SH   DFND   196 0 0
L3Harris Technologies Inc COM 502431109   169,190 700 SH   DFND 11 700 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   22,264 95 SH   DFND   95 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   539,028 2,300 SH   DFND 11 2,300 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   288,028 1,229 SH   DFND 7 1,229 0 0
Laboratory Corp of America Holdings COM NEW 50540R409   20,319,012 86,700 SH   DFND 8 84,500 0 2,200
Lam Research Corp COM 512807108   60,513 142 SH   DFND   142 0 0
Lam Research Corp COM 512807108   342,625 804 SH   DFND 7 804 0 0
Lam Research Corp COM 512807108   20,484,178 48,068 SH   DFND 8 46,968 0 1,100
Lands' End Inc COM 51509F105   58,410 5,500 SH   DFND 11 3,800 0 1,700
Lands' End Inc COM 51509F105   490,644 46,200 SH   DFND 8 46,200 0 0
Landstar System Inc COM 515098101   319,924 2,200 SH   DFND 11 2,000 0 200
Landstar System Inc COM 515098101   1,759,582 12,100 SH   DFND 8 4,800 0 7,300
Laredo Petroleum Inc COM 516806205   124,092 1,800 SH   DFND 11 1,300 0 500
Laredo Petroleum Inc COM 516806205   261,972 3,800 SH   DFND 8 900 0 2,900
Las Vegas Sands Corp COM 517834107   11,757 350 SH   DFND   350 0 0
Las Vegas Sands Corp COM 517834107   835,450 24,872 SH   DFND 7 1,753 0 23,119
Las Vegas Sands Corp COM 517834107   17,872,097 532,066 SH   DFND 8 530,166 0 1,900
Lattice Semiconductor Corp COM 518415104   897,250 18,500 SH   DFND 11 14,200 0 4,300
Lattice Semiconductor Corp COM 518415104   28,998,150 597,900 SH   DFND 8 570,400 0 27,500
LAVA Therapeutics NV SHS N51517105   671,045 227,473 SH   DFND 8 227,473 0 0
Lennar Corp CL A 526057104   18,772 266 SH   DFND   266 0 0
Lennar Corp CL A 526057104   193,503 2,742 SH   DFND 7 2,742 0 0
Lennox International Inc COM 526107107   7,024 34 SH   DFND   34 0 0
Lennox International Inc COM 526107107   2,251,831 10,900 SH   DFND 8 10,900 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302   38,874 20,900 SH   DFND 8 20,900 0 0
LGI Homes Inc COM 50187T106   295,460 3,400 SH   DFND 8 0 0 3,400
Li Auto Inc NOTE 0.250% 5/0 50202MAB8   8,856,040 5,950,000 PRN   DFND 7 4,940,000 0 1,010,000
Li Auto Inc SPONSORED ADS 50202M102   505,692 13,200 SH   DFND   0 0 13,200
Li Auto Inc SPONSORED ADS 50202M102   16,883,217 440,700 SH   DFND 8 440,700 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105   25,023 3,637 SH   DFND   3,637 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105   530,269 77,074 SH   DFND 7 77,074 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105   8,301,463 1,206,608 SH   DFND 8 1,206,608 0 0
Life Storage Inc COM 53223X107   16,661,124 149,213 SH   DFND 10 149,213 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107   3,100 139 SH   DFND   139 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107   190,397 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104   2,538,018 180,129 SH   DFND 7 171,711 0 8,418
Lincoln National Corp COM 534187109   7,811 167 SH   DFND   167 0 0
Lincoln National Corp COM 534187109   45,273 968 SH   DFND 7 968 0 0
Lincoln National Corp COM 534187109   11,208,150 239,644 SH   DFND 8 233,844 0 5,800
Linde PLC SHS G5494J103   149,803 521 SH   DFND   521 0 0
Linde PLC SHS G5494J103   185,538,221 645,283 SH   DFND 7 351,129 0 294,154
Linde PLC SHS G5494J103   33,323,864 115,897 SH   DFND 8 111,397 0 4,500
LKQ Corp COM 501889208   13,500 275 SH   DFND   275 0 0
LKQ Corp COM 501889208   151,344 3,083 SH   DFND 7 3,083 0 0
LKQ Corp COM 501889208   3,239,940 66,000 SH   DFND 8 66,000 0 0
Lockheed Martin Corp COM 539830109   107,060 249 SH   DFND   249 0 0
Lockheed Martin Corp COM 539830109   2,966,724 6,900 SH   DFND 11 6,900 0 0
Loews Corp COM 540424108   12,741 215 SH   DFND   215 0 0
Loews Corp COM 540424108   1,712,614 28,900 SH   DFND 11 26,900 0 2,000
Loews Corp COM 540424108   148,743 2,510 SH   DFND 7 2,510 0 0
Loews Corp COM 540424108   37,351,578 630,300 SH   DFND 8 616,700 0 13,600
Logitech International SA SHS H50430232   25,964,769 498,747 SH   DFND 7 102,658 0 396,089
Louisiana-Pacific Corp COM 546347105   576,510 11,000 SH   DFND 11 8,900 0 2,100
Louisiana-Pacific Corp COM 546347105   16,126,557 307,700 SH   DFND 8 280,100 0 27,600
Lowe's Cos Inc COM 548661107   118,950 681 SH   DFND   681 0 0
Lowe's Cos Inc COM 548661107   1,729,233 9,900 SH   DFND 11 9,900 0 0
Lowe's Cos Inc COM 548661107   8,259,795 47,288 SH   DFND 7 24,580 0 22,708
Lowe's Cos Inc COM 548661107   93,659,626 536,209 SH   DFND 8 507,724 0 28,485
Lufax Holding Ltd ADS REP SHS CL A 54975P102   19,200 3,200 SH   DFND   3,200 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102   6,894,144 1,149,024 SH   DFND 7 1,149,024 0 0
Lululemon Athletica Inc COM 550021109   32,713 120 SH   DFND   120 0 0
Lululemon Athletica Inc COM 550021109   248,620 912 SH   DFND 7 912 0 0
Lululemon Athletica Inc COM 550021109   18,867,883 69,212 SH   DFND 8 68,912 0 300
Lumen Technologies Inc COM 550241103   10,223 937 SH   DFND   937 0 0
Lumen Technologies Inc COM 550241103   9,590 879 SH   DFND 7 879 0 0
Lumen Technologies Inc COM 550241103   9,685,898 887,800 SH   DFND 8 857,300 0 30,500
Lument Finance Trust Inc COM 55025L108   7,926,709 3,330,550 SH   DFND   3,330,550 0 0
Lumentum Holdings Inc COM 55024U109   50,889,000 640,758 SH   DFND 8 640,758 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1   6,720,077 6,567,000 PRN   DFND 7 5,489,000 0 1,078,000
LyondellBasell Industries NV SHS - A - N53745100   23,352 267 SH   DFND   267 0 0
LyondellBasell Industries NV SHS - A - N53745100   169,585 1,939 SH   DFND 7 269 0 1,670
LyondellBasell Industries NV SHS - A - N53745100   16,355,020 187,000 SH   DFND 8 187,000 0 0
MacroGenics Inc COM 556099109   398,693 135,150 SH   DFND 8 135,150 0 0
Macy's Inc COM 55616P104   128,240 7,000 SH   DFND 11 7,000 0 0
Macy's Inc COM 55616P104   637,536 34,800 SH   DFND 8 34,800 0 0
Magic Software Enterprises Ltd ORD 559166103   831,458 46,790 SH   DFND 8 46,790 0 0
Magna International Inc COM 559222401   16,305 297 SH   DFND   297 0 0
Magna International Inc COM 559222401   4,514,811 82,237 SH   DFND 7 37,839 0 44,398
Manhattan Associates Inc COM 562750109   309,420 2,700 SH   DFND 11 2,400 0 300
Manhattan Associates Inc COM 562750109   5,661,240 49,400 SH   DFND 8 46,700 0 2,700
ManpowerGroup Inc COM 56418H100   550,152 7,200 SH   DFND 11 5,400 0 1,800
ManpowerGroup Inc COM 56418H100   13,453,891 176,075 SH   DFND 8 161,675 0 14,400
Manulife Financial Corp COM 56501R106   35,215 2,032 SH   DFND   2,032 0 0
Manulife Financial Corp COM 56501R106   708,797 40,900 SH   DFND 11 40,900 0 0
Manulife Financial Corp COM 56501R106   33,984 1,961 SH   DFND 7 1,961 0 0
Manulife Financial Corp COM 56501R106   3,580,378 206,600 SH   DFND 8 195,000 0 11,600
Marathon Oil Corp COM 565849106   16,433 731 SH   DFND   731 0 0
Marathon Oil Corp COM 565849106   723,856 32,200 SH   DFND 11 25,200 0 7,000
Marathon Oil Corp COM 565849106   8,364,808 372,100 SH   DFND 8 346,900 0 25,200
Marathon Petroleum Corp COM 56585A102   47,271 575 SH   DFND   575 0 0
Marathon Petroleum Corp COM 56585A102   5,527,883 67,241 SH   DFND 7 67,241 0 0
Marathon Petroleum Corp COM 56585A102   4,242,036 51,600 SH   DFND 8 29,700 0 21,900
Marcus Corp/The COM 566330106   98,959 6,700 SH   DFND 11 5,000 0 1,700
Marcus Corp/The COM 566330106   1,015,438 68,750 SH   DFND 8 68,750 0 0
Markel Corp COM 570535104   18,106 14 SH   DFND   14 0 0
Markel Corp COM 570535104   633,693 490 SH   DFND 11 490 0 0
Markel Corp COM 570535104   112,513 87 SH   DFND 7 87 0 0
Markel Corp COM 570535104   4,668,633 3,610 SH   DFND 8 3,520 0 90
MarketAxess Holdings Inc COM 57060D108   9,728 38 SH   DFND   38 0 0
MarketAxess Holdings Inc COM 57060D108   39,938 156 SH   DFND 7 156 0 0
MarketAxess Holdings Inc COM 57060D108   10,009,991 39,100 SH   DFND 8 33,600 0 5,500
Marriott International Inc/MD CL A 571903202   38,355 282 SH   DFND   282 0 0
Marriott International Inc/MD CL A 571903202   37,947 279 SH   DFND 7 279 0 0
Marriott International Inc/MD CL A 571903202   272,020 2,000 SH   DFND 8 0 0 2,000
Marriott Vacations Worldwide Corp COM 57164Y107   650,720 5,600 SH   DFND 11 4,300 0 1,300
Marriott Vacations Worldwide Corp COM 57164Y107   5,226,095 44,975 SH   DFND 8 39,775 0 5,200
Marsh & McLennan Cos Inc COM 571748102   79,333 511 SH   DFND   511 0 0
Marsh & McLennan Cos Inc COM 571748102   3,011,850 19,400 SH   DFND 11 19,400 0 0
Marsh & McLennan Cos Inc COM 571748102   290,939 1,874 SH   DFND 7 1,874 0 0
Marsh & McLennan Cos Inc COM 571748102   23,334,075 150,300 SH   DFND 8 142,000 0 8,300
Martin Marietta Materials Inc COM 573284106   18,852 63 SH   DFND   63 0 0
Martin Marietta Materials Inc COM 573284106   18,852 63 SH   DFND 7 63 0 0
Martin Marietta Materials Inc COM 573284106   2,034,832 6,800 SH   DFND 8 6,800 0 0
Marvell Technology Inc COM 573874104   37,349 858 SH   DFND   858 0 0
Marvell Technology Inc COM 573874104   260,048 5,974 SH   DFND 7 832 0 5,142
Marvell Technology Inc COM 573874104   36,235,373 832,423 SH   DFND 8 830,673 0 1,750
Masco Corp COM 574599106   12,346 244 SH   DFND   244 0 0
Masco Corp COM 574599106   263,120 5,200 SH   DFND 11 5,200 0 0
Masco Corp COM 574599106   221,830 4,384 SH   DFND 7 4,384 0 0
Masco Corp COM 574599106   20,685,280 408,800 SH   DFND 8 399,400 0 9,400
Mastercard Inc CL A 57636Q104   3,851,380 12,208 SH   DFND   12,208 0 0
Mastercard Inc CL A 57636Q104   2,303,004 7,300 SH   DFND 11 7,300 0 0
Mastercard Inc CL A 57636Q104   41,675,223 132,101 SH   DFND 7 101,602 0 30,499
Mastercard Inc CL A 57636Q104   55,630,481 176,336 SH   DFND 8 163,236 0 13,100
Matador Resources Co COM 576485205   288,858 6,200 SH   DFND 11 4,800 0 1,400
Matador Resources Co COM 576485205   256,245 5,500 SH   DFND 8 2,500 0 3,000
Match Group Inc COM 57667L107   20,210 290 SH   DFND   290 0 0
Match Group Inc COM 57667L107   171,716 2,464 SH   DFND 7 2,464 0 0
Match Group Inc COM 57667L107   14,201,080 203,775 SH   DFND 8 203,775 0 0
Matterport Inc COM CL A 577096100   407,482 111,334 SH   DFND 8 111,334 0 0
Matthews International Corp CL A 577128101   157,685 5,500 SH   DFND 11 4,400 0 1,100
Matthews International Corp CL A 577128101   172,020 6,000 SH   DFND 8 0 0 6,000
McCormick & Co Inc/MD COM NON VTG 579780206   21,146 254 SH   DFND   254 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   699,300 8,400 SH   DFND 11 8,400 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   135,198 1,624 SH   DFND 7 1,624 0 0
McCormick & Co Inc/MD COM NON VTG 579780206   14,535,450 174,600 SH   DFND 8 173,200 0 1,400
McDonald's Corp COM 580135101   186,641 756 SH   DFND   756 0 0
McDonald's Corp COM 580135101   8,230,239 33,337 SH   DFND 7 3,343 0 29,994
McDonald's Corp COM 580135101   12,072,432 48,900 SH   DFND 8 41,900 0 7,000
McKesson Corp COM 58155Q103   49,584 152 SH   DFND   152 0 0
McKesson Corp COM 58155Q103   1,109,114 3,400 SH   DFND 11 3,400 0 0
McKesson Corp COM 58155Q103   50,236 154 SH   DFND 7 154 0 0
McKesson Corp COM 58155Q103   71,392,363 218,854 SH   DFND 8 217,954 0 900
MDU Resources Group Inc COM 552690109   709,837 26,300 SH   DFND 11 19,000 0 7,300
MDU Resources Group Inc COM 552690109   609,974 22,600 SH   DFND 8 0 0 22,600
Medical Properties Trust Inc COM 58463J304   21,378 1,400 SH   DFND 11 1,400 0 0
Medical Properties Trust Inc COM 58463J304   1,204,803 78,900 SH   DFND 8 78,900 0 0
Medifast Inc COM 58470H101   216,612 1,200 SH   DFND 11 900 0 300
Medifast Inc COM 58470H101   1,493,720 8,275 SH   DFND 8 4,875 0 3,400
MEDNAX Inc COM 58502B106   273,130 13,000 SH   DFND 11 10,400 0 2,600
MEDNAX Inc COM 58502B106   1,100,924 52,400 SH   DFND 8 38,400 0 14,000
Medpace Holdings Inc COM 58506Q109   478,944 3,200 SH   DFND 11 2,600 0 600
Medpace Holdings Inc COM 58506Q109   4,774,473 31,900 SH   DFND 8 24,300 0 7,600
Medtronic PLC SHS G5960L103   122,509 1,365 SH   DFND   1,365 0 0
Medtronic PLC SHS G5960L103   13,873,465 154,579 SH   DFND 7 112,453 0 42,126
Medtronic PLC SHS G5960L103   31,278,683 348,509 SH   DFND 8 337,309 0 11,200
MercadoLibre Inc COM 58733R102   29,296 46 SH   DFND   46 0 0
MercadoLibre Inc COM 58733R102   13,308,036 20,896 SH   DFND 7 20,896 0 0
MercadoLibre Inc COM 58733R102   63,687 100 SH   DFND 8 0 0 100
Merck & Co Inc COM 58933Y105   228,819 2,571 SH   DFND   2,571 0 0
Merck & Co Inc COM 58933Y105   3,123,900 35,100 SH   DFND 11 35,100 0 0
Merck & Co Inc COM 58933Y105   9,437,293 106,037 SH   DFND 7 44,971 0 61,066
Merck & Co Inc COM 58933Y105   202,141,695 2,271,255 SH   DFND 8 2,235,255 0 36,000
Mersana Therapeutics Inc COM 59045L106   49,896 10,800 SH   DFND 8 10,800 0 0
Merus NV COM N5749R100   5,047,950 222,966 SH   DFND 8 222,966 0 0
Meta Platforms Inc CL A 30303M102   2,209,931 13,705 SH   DFND   13,705 0 0
Meta Platforms Inc CL A 30303M102   23,585,715 146,268 SH   DFND 7 82,065 0 64,203
Meta Platforms Inc CL A 30303M102   118,056,608 732,134 SH   DFND 8 726,500 0 5,634
MetLife Inc COM 59156R108   44,769 713 SH   DFND   713 0 0
MetLife Inc COM 59156R108   1,224,405 19,500 SH   DFND 11 19,500 0 0
MetLife Inc COM 59156R108   353,131 5,624 SH   DFND 7 2,365 0 3,259
MetLife Inc COM 59156R108   7,883,033 125,546 SH   DFND 8 115,546 0 10,000
Mettler-Toledo International Inc COM 592688105   26,422 23 SH   DFND   23 0 0
Mettler-Toledo International Inc COM 592688105   919,016 800 SH   DFND 11 800 0 0
Mettler-Toledo International Inc COM 592688105   8,453,798 7,359 SH   DFND 7 7,310 0 49
Mettler-Toledo International Inc COM 592688105   34,839,897 30,328 SH   DFND 8 28,834 0 1,494
MGP Ingredients Inc COM 55303J106   7,506,750 75,000 SH   DFND 7 75,000 0 0
Microchip Technology Inc COM 595017104   32,815 565 SH   DFND   565 0 0
Microchip Technology Inc COM 595017104   32,525 560 SH   DFND 7 560 0 0
Microchip Technology Inc COM 595017104   83,461,483 1,437,009 SH   DFND 8 1,429,405 0 7,604
Micron Technology Inc COM 595112103   62,964 1,139 SH   DFND   1,139 0 0
Micron Technology Inc COM 595112103   1,680,899 30,407 SH   DFND 7 1,129 0 29,278
Micron Technology Inc COM 595112103   31,520,877 570,204 SH   DFND 8 561,297 0 8,907
Microsoft Corp COM 594918104   5,751,965 22,396 SH   DFND   22,396 0 0
Microsoft Corp COM 594918104   14,351,404 55,879 SH   DFND 11 55,879 0 0
Microsoft Corp COM 594918104   185,503,686 722,282 SH   DFND 7 442,408 0 279,874
Microsoft Corp COM 594918104   778,907,603 3,032,775 SH   DFND 8 2,996,575 0 36,200
Mid-America Apartment Communities Inc COM 59522J103   8,174,556 46,800 SH   DFND 10 46,800 0 0
Mid-America Apartment Communities Inc COM 59522J103   733,614 4,200 SH   DFND 11 4,200 0 0
Mid-America Apartment Communities Inc COM 59522J103   131,876 755 SH   DFND 7 755 0 0
Mid-America Apartment Communities Inc COM 59522J103   6,340,521 36,300 SH   DFND 8 36,300 0 0
Minerals Technologies Inc COM 603158106   349,638 5,700 SH   DFND 11 4,700 0 1,000
Minerals Technologies Inc COM 603158106   3,289,358 53,625 SH   DFND 8 48,225 0 5,400
Mirati Therapeutics Inc COM 60468T105   1,925,893 28,689 SH   DFND 8 28,689 0 0
Mirum Pharmaceuticals Inc COM 604749101   17,249,325 886,399 SH   DFND 8 886,399 0 0
Moderna Inc COM 60770K107   49,712 348 SH   DFND   348 0 0
Moderna Inc COM 60770K107   108,852 762 SH   DFND 7 762 0 0
Moderna Inc COM 60770K107   17,751,255 124,265 SH   DFND 8 123,565 0 700
Modine Manufacturing Co COM 607828100   120,042 11,400 SH   DFND 11 8,700 0 2,700
Modine Manufacturing Co COM 607828100   882,941 83,850 SH   DFND 8 75,850 0 8,000
Molina Healthcare Inc COM 60855R100   16,497 59 SH   DFND   59 0 0
Molina Healthcare Inc COM 60855R100   226,764 811 SH   DFND 7 811 0 0
Molina Healthcare Inc COM 60855R100   11,352,166 40,600 SH   DFND 8 35,500 0 5,100
Mondelez International Inc CL A 609207105   87,671 1,412 SH   DFND   1,412 0 0
Mondelez International Inc CL A 609207105   7,619,685 122,720 SH   DFND 7 29,999 0 92,721
Mondelez International Inc CL A 609207105   13,240,444 213,246 SH   DFND 8 199,800 0 13,446
MongoDB Inc CL A 60937P106   17,646 68 SH   DFND   68 0 0
MongoDB Inc CL A 60937P106   377,573 1,455 SH   DFND 7 1,455 0 0
Monolithic Power Systems Inc COM 609839105   17,282 45 SH   DFND   45 0 0
Monolithic Power Systems Inc COM 609839105   345,636 900 SH   DFND 11 800 0 100
Monolithic Power Systems Inc COM 609839105   2,987,831 7,780 SH   DFND 7 6,975 0 805
Monolithic Power Systems Inc COM 609839105   6,298,256 16,400 SH   DFND 8 9,500 0 6,900
Monster Beverage Corp COM 61174X109   37,451 404 SH   DFND   404 0 0
Monster Beverage Corp COM 61174X109   533,674 5,757 SH   DFND 11 5,757 0 0
Monster Beverage Corp COM 61174X109   36,338 392 SH   DFND 7 392 0 0
Monster Beverage Corp COM 61174X109   40,792,635 440,050 SH   DFND 8 440,050 0 0
Moody's Corp COM 615369105   46,235 170 SH   DFND   170 0 0
Moody's Corp COM 615369105   1,305,456 4,800 SH   DFND 11 4,800 0 0
Moody's Corp COM 615369105   44,358,851 163,102 SH   DFND 7 119,172 0 43,930
Moody's Corp COM 615369105   24,314,118 89,400 SH   DFND 8 87,100 0 2,300
Moog Inc CL A 615394202   396,950 5,000 SH   DFND 11 4,100 0 900
Moog Inc CL A 615394202   539,852 6,800 SH   DFND 8 2,000 0 4,800
Morgan Stanley COM NEW 617446448   120,175 1,580 SH   DFND   1,580 0 0
Morgan Stanley COM NEW 617446448   471,572 6,200 SH   DFND 11 6,200 0 0
Morgan Stanley COM NEW 617446448   24,712,579 324,909 SH   DFND 7 221,740 0 103,169
Morgan Stanley COM NEW 617446448   31,223,238 410,508 SH   DFND 8 406,408 0 4,100
Mosaic Co/The COM 61945C103   17,711 375 SH   DFND   375 0 0
Mosaic Co/The COM 61945C103   1,331,886 28,200 SH   DFND 11 22,500 0 5,700
Mosaic Co/The COM 61945C103   240,165 5,085 SH   DFND 7 5,085 0 0
Mosaic Co/The COM 61945C103   25,570,936 541,413 SH   DFND 8 471,713 0 69,700
Motorola Solutions Inc COM NEW 620076307   35,842 171 SH   DFND   171 0 0
Motorola Solutions Inc COM NEW 620076307   859,360 4,100 SH   DFND 11 4,100 0 0
Motorola Solutions Inc COM NEW 620076307   167,051 797 SH   DFND 7 797 0 0
Motorola Solutions Inc COM NEW 620076307   19,217,595 91,687 SH   DFND 8 90,787 0 900
MSA Safety Inc COM 553498106   5,568,857 45,997 SH   DFND 8 45,997 0 0
MSCI Inc COM 55354G100   34,208 83 SH   DFND   83 0 0
MSCI Inc COM 55354G100   1,236,450 3,000 SH   DFND 11 3,000 0 0
MSCI Inc COM 55354G100   66,883,290 162,279 SH   DFND 7 143,769 0 18,510
MSCI Inc COM 55354G100   13,597,653 32,992 SH   DFND 8 32,300 0 692
M&T Bank Corp COM 55261F104   29,168 183 SH   DFND   183 0 0
M&T Bank Corp COM 55261F104   273,354 1,715 SH   DFND 7 1,715 0 0
Murphy Oil Corp COM 626717102   516,249 17,100 SH   DFND 11 14,100 0 3,000
Murphy Oil Corp COM 626717102   2,175,944 72,075 SH   DFND 8 60,475 0 11,600
Murphy USA Inc COM 626755102   675,323 2,900 SH   DFND 11 2,300 0 600
Murphy USA Inc COM 626755102   3,353,328 14,400 SH   DFND 8 12,000 0 2,400
MYR Group Inc COM 55405W104   220,325 2,500 SH   DFND 11 1,900 0 600
MYR Group Inc COM 55405W104   2,357,478 26,750 SH   DFND 8 23,850 0 2,900
Nasdaq Inc COM 631103108   17,847 117 SH   DFND   117 0 0
Nasdaq Inc COM 631103108   777,954 5,100 SH   DFND 11 5,100 0 0
Nasdaq Inc COM 631103108   59,338 389 SH   DFND 7 389 0 0
Nasdaq Inc COM 631103108   11,684,564 76,600 SH   DFND 8 76,100 0 500
National Vision Holdings Inc COM 63845R107   3,035,423 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107   4,504,060 163,784 SH   DFND 8 163,784 0 0
NCR Corp COM 62886E108   507,093 16,300 SH   DFND 11 13,000 0 3,300
NCR Corp COM 62886E108   4,752,053 152,750 SH   DFND 8 135,650 0 17,100
Nektar Therapeutics COM 640268108   81,320 21,400 SH   DFND 11 17,100 0 4,300
Nektar Therapeutics COM 640268108   1,456,160 383,200 SH   DFND 8 352,900 0 30,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6   3,055,003 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104   14,744 226 SH   DFND   226 0 0
NetApp Inc COM 64110D104   91,336 1,400 SH   DFND 11 1,400 0 0
NetApp Inc COM 64110D104   322,938 4,950 SH   DFND 7 4,950 0 0
NetApp Inc COM 64110D104   4,090,548 62,700 SH   DFND 8 62,700 0 0
NetEase Inc SPONSORED ADS 64110W102   454,103 4,864 SH   DFND   0 0 4,864
NetEase Inc SPONSORED ADS 64110W102   19,945,150 213,637 SH   DFND 8 213,637 0 0
Netflix Inc COM 64110L106   79,041 452 SH   DFND   452 0 0
Netflix Inc COM 64110L106   522,162 2,986 SH   DFND 7 2,182 0 804
Netflix Inc COM 64110L106   21,080,579 120,550 SH   DFND 8 112,809 0 7,741
NetScout Systems Inc COM 64115T104   399,430 11,800 SH   DFND 11 9,700 0 2,100
NetScout Systems Inc COM 64115T104   3,405,310 100,600 SH   DFND 8 89,000 0 11,600
Neurocrine Biosciences Inc COM 64125C109   9,456 97 SH   DFND   97 0 0
Neurocrine Biosciences Inc COM 64125C109   10,544,704 108,173 SH   DFND 8 108,173 0 0
Newell Brands Inc COM 651229106   7,825 411 SH   DFND   411 0 0
Newell Brands Inc COM 651229106   536,928 28,200 SH   DFND 11 25,800 0 2,400
Newell Brands Inc COM 651229106   7,368 387 SH   DFND 7 387 0 0
Newell Brands Inc COM 651229106   10,751,184 564,663 SH   DFND 8 523,963 0 40,700
Newmont Corp COM 651639106   48,392 811 SH   DFND   811 0 0
Newmont Corp COM 651639106   46,325,521 776,362 SH   DFND 7 773,818 0 2,544
Newmont Corp COM 651639106   2,661,282 44,600 SH   DFND 8 42,900 0 1,700
New Relic Inc COM 64829B100   20,080,310 401,205 SH   DFND 8 395,028 0 6,177
Newtek Business Services Corp COM NEW 652526203   11,358 600 SH   DFND 11 600 0 0
Newtek Business Services Corp COM NEW 652526203   423,086 22,350 SH   DFND 8 22,350 0 0
New York Community Bancorp Inc COM 649445103   158,862 17,400 SH   DFND 8 17,400 0 0
NexPoint Residential Trust Inc COM 65341D102   243,789 3,900 SH   DFND 11 3,200 0 700
NexPoint Residential Trust Inc COM 65341D102   1,561,187 24,975 SH   DFND 8 21,075 0 3,900
NextEra Energy Inc COM 65339F101   269,406 3,478 SH   DFND   3,478 0 0
NextEra Energy Inc COM 65339F101   5,127,852 66,200 SH   DFND 10 66,200 0 0
NextEra Energy Inc COM 65339F101   30,629,930 395,429 SH   DFND 7 143,286 0 252,143
NextEra Energy Inc COM 65339F101   99,975,608 1,290,674 SH   DFND 8 1,285,874 0 4,800
NextGen Healthcare Inc COM 65343C102   237,184 13,600 SH   DFND 11 11,400 0 2,200
NextGen Healthcare Inc COM 65343C102   2,217,496 127,150 SH   DFND 8 116,450 0 10,700
NGM Biopharmaceuticals Inc COM 62921N105   5,159,319 402,443 SH   DFND 8 402,443 0 0
Nice Ltd NOTE 9/1 653656AB4   9,171,594 9,150,000 PRN   DFND 7 7,480,000 0 1,670,000
NIKE Inc CL B 654106103   2,219,580 21,718 SH   DFND   21,718 0 0
NIKE Inc CL B 654106103   46,274,525 452,784 SH   DFND 7 378,600 0 74,184
NIKE Inc CL B 654106103   43,098,762 421,710 SH   DFND 8 418,310 0 3,400
NIO Inc SPON ADS 62914V106   570,367 26,260 SH   DFND   0 0 26,260
NIO Inc SPON ADS 62914V106   18,347,384 844,723 SH   DFND 8 844,723 0 0
Niu Technologies ADS 65481N100   1,093,456 127,146 SH   DFND 7 127,146 0 0
Norfolk Southern Corp COM 655844108   55,459 244 SH   DFND   244 0 0
Norfolk Southern Corp COM 655844108   2,636,564 11,600 SH   DFND 11 11,600 0 0
Norfolk Southern Corp COM 655844108   4,586,712 20,180 SH   DFND 7 13,246 0 6,934
Norfolk Southern Corp COM 655844108   40,934,929 180,100 SH   DFND 8 175,400 0 4,700
Northern Trust Corp COM 665859104   19,392 201 SH   DFND   201 0 0
Northern Trust Corp COM 665859104   1,186,704 12,300 SH   DFND 11 12,300 0 0
Northern Trust Corp COM 665859104   46,310 480 SH   DFND 7 480 0 0
Northern Trust Corp COM 665859104   19,276,704 199,800 SH   DFND 8 197,900 0 1,900
Northrop Grumman Corp COM 666807102   72,264 151 SH   DFND   151 0 0
Northrop Grumman Corp COM 666807102   1,962,137 4,100 SH   DFND 11 4,100 0 0
NortonLifeLock Inc COM 668771108   13,000 592 SH   DFND   592 0 0
NortonLifeLock Inc COM 668771108   28,548 1,300 SH   DFND 11 1,300 0 0
NortonLifeLock Inc COM 668771108   14,456,246 658,299 SH   DFND 7 629,709 0 28,590
NortonLifeLock Inc COM 668771108   30,179,628 1,374,300 SH   DFND 8 1,306,000 0 68,300
Novanta Inc COM 67000B104   8,003,820 66,000 SH   DFND 7 66,000 0 0
Novanta Inc COM 67000B104   61,541,736 507,477 SH   DFND 8 507,477 0 0
Novocure Ltd ORD SHS G6674U108   6,672 96 SH   DFND   96 0 0
Novocure Ltd ORD SHS G6674U108   708,900 10,200 SH   DFND 8 10,200 0 0
Nucor Corp COM 670346105   28,608 274 SH   DFND   274 0 0
Nucor Corp COM 670346105   691,612 6,624 SH   DFND 7 6,624 0 0
Nucor Corp COM 670346105   10,848,199 103,900 SH   DFND 8 101,300 0 2,600
Nu Skin Enterprises Inc CL A 67018T105   363,720 8,400 SH   DFND 11 6,400 0 2,000
Nu Skin Enterprises Inc CL A 67018T105   2,940,070 67,900 SH   DFND 8 60,000 0 7,900
Nutrien Ltd COM 67077M108   45,503 571 SH   DFND   571 0 0
Nutrien Ltd COM 67077M108   1,251,133 15,700 SH   DFND 11 15,700 0 0
Nutrien Ltd COM 67077M108   6,238,293 78,282 SH   DFND 7 11,519 0 66,763
Nutrien Ltd COM 67077M108   27,152,056 340,721 SH   DFND 8 300,921 0 39,800
NuVasive Inc COM 670704105   44,244 900 SH   DFND 11 900 0 0
NuVasive Inc COM 670704105   1,004,830 20,440 SH   DFND 7 0 0 20,440
NVIDIA Corp COM 67066G104   385,493 2,543 SH   DFND   2,543 0 0
NVIDIA Corp COM 67066G104   27,470,533 181,216 SH   DFND 7 162,360 0 18,856
NVIDIA Corp COM 67066G104   128,858,625 850,047 SH   DFND 8 814,365 0 35,682
NVR Inc COM 62944T105   12,012 3 SH   DFND   3 0 0
NVR Inc COM 62944T105   268,277 67 SH   DFND 7 67 0 0
NVR Inc COM 62944T105   3,443,560 860 SH   DFND 8 860 0 0
NXP Semiconductors NV COM N6596X109   39,524 267 SH   DFND   267 0 0
NXP Semiconductors NV COM N6596X109   575,541 3,888 SH   DFND 11 3,888 0 0
NXP Semiconductors NV COM N6596X109   220,713 1,491 SH   DFND 7 1,491 0 0
NXP Semiconductors NV COM N6596X109   81,731,508 552,128 SH   DFND 8 551,098 0 1,030
Nyxoah SA SHS B6S7WD106   1,713,040 186,200 SH   DFND 7 186,200 0 0
Occidental Petroleum Corp COM 674599105   55,936 950 SH   DFND   950 0 0
Occidental Petroleum Corp COM 674599105   2,569,347 43,637 SH   DFND 7 28,233 0 15,404
Occidental Petroleum Corp COM 674599105   2,896,896 49,200 SH   DFND 8 45,500 0 3,700
Oceaneering International Inc COM 675232102   201,852 18,900 SH   DFND 11 15,700 0 3,200
Oceaneering International Inc COM 675232102   1,879,413 175,975 SH   DFND 8 157,875 0 18,100
ODP Corp/The COM 88337F105   254,016 8,400 SH   DFND 11 6,500 0 1,900
ODP Corp/The COM 88337F105   1,156,680 38,250 SH   DFND 8 33,250 0 5,000
Okta Inc CL A 679295105   13,650 151 SH   DFND   151 0 0
Okta Inc CL A 679295105   3,188,137 35,267 SH   DFND 8 34,689 0 578
Okta Inc NOTE 0.125% 9/0 679295AD7   6,052,000 6,800,000 PRN   DFND 7 5,700,000 0 1,100,000
Old Dominion Freight Line Inc COM 679580100   25,372 99 SH   DFND   99 0 0
Old Dominion Freight Line Inc COM 679580100   1,383,912 5,400 SH   DFND 11 5,400 0 0
Old Dominion Freight Line Inc COM 679580100   210,150 820 SH   DFND 7 820 0 0
Old Dominion Freight Line Inc COM 679580100   43,772,624 170,800 SH   DFND 8 159,100 0 11,700
Old Republic International Corp COM 680223104   836,264 37,400 SH   DFND 8 37,400 0 0
Olin Corp COM PAR $1 680665205   3,230,344 69,800 SH   DFND 8 69,800 0 0
Omega Healthcare Investors Inc COM 681936100   7,667,680 272,000 SH   DFND 10 272,000 0 0
Omnicom Group Inc COM 681919106   13,549 213 SH   DFND   213 0 0
Omnicom Group Inc COM 681919106   13,676 215 SH   DFND 7 215 0 0
Omnicom Group Inc COM 681919106   10,317,542 162,200 SH   DFND 8 156,600 0 5,600
OneMain Holdings Inc COM 68268W103   956,928 25,600 SH   DFND 8 16,300 0 9,300
ONEOK Inc COM 682680103   25,197 454 SH   DFND   454 0 0
ONEOK Inc COM 682680103   829,503 14,946 SH   DFND 7 14,946 0 0
ONEOK Inc COM 682680103   2,358,750 42,500 SH   DFND 8 0 0 42,500
OneSpan Inc COM 68287N100   15,470 1,300 SH   DFND 11 1,300 0 0
OneSpan Inc COM 68287N100   675,956 56,803 SH   DFND 8 56,803 0 0
OneSpaWorld Holdings Ltd COM P73684113   10,098,515 1,408,440 SH   DFND 8 1,408,440 0 0
ON Semiconductor Corp COM 682189105   22,136 440 SH   DFND   440 0 0
ON Semiconductor Corp COM 682189105   20,124 400 SH   DFND 11 400 0 0
ON Semiconductor Corp COM 682189105   112,535,320 2,236,838 SH   DFND 8 2,226,443 0 10,395
ON Semiconductor Corp NOTE 5/0 682189AS4   4,481,862 3,850,000 PRN   DFND 7 3,222,000 0 628,000
Open Text Corp COM 683715106   10,671 282 SH   DFND   282 0 0
Open Text Corp COM 683715106   10,368 274 SH   DFND 7 274 0 0
Open Text Corp COM 683715106   1,483,328 39,200 SH   DFND 8 39,200 0 0
OPKO Health Inc COM 68375N103   13,156 5,200 SH   DFND 11 5,200 0 0
OPKO Health Inc COM 68375N103   614,347 242,825 SH   DFND 8 242,825 0 0
Option Care Health Inc COM NEW 68404L201   277,900 10,000 SH   DFND 11 8,600 0 1,400
Option Care Health Inc COM NEW 68404L201   2,753,294 99,075 SH   DFND 8 95,675 0 3,400
Oracle Corp COM 68389X105   2,759,865 39,500 SH   DFND 11 39,500 0 0
Oracle Corp COM 68389X105   24,713,019 353,700 SH   DFND 7 251,605 0 102,095
Oracle Corp COM 68389X105   115,441,659 1,652,235 SH   DFND 8 1,582,689 0 69,546
OraSure Technologies Inc COM 68554V108   36,314 13,400 SH   DFND 11 9,600 0 3,800
OraSure Technologies Inc COM 68554V108   442,746 163,375 SH   DFND 8 163,375 0 0
O'Reilly Automotive Inc COM 67103H107   42,960 68 SH   DFND   68 0 0
O'Reilly Automotive Inc COM 67103H107   394,218 624 SH   DFND 7 624 0 0
O'Reilly Automotive Inc COM 67103H107   28,043,826 44,390 SH   DFND 8 43,790 0 600
Origin Materials Inc COM 68622D106   708,122 138,305 SH   DFND 8 138,305 0 0
Orthofix Medical Inc COM 68752M108   94,160 4,000 SH   DFND 11 3,100 0 900
Orthofix Medical Inc COM 68752M108   155,364 6,600 SH   DFND 8 2,800 0 3,800
OSI Systems Inc COM 671044105   316,128 3,700 SH   DFND 11 2,900 0 800
OSI Systems Inc COM 671044105   2,879,328 33,700 SH   DFND 8 31,000 0 2,700
Otis Worldwide Corp COM 68902V107   30,529 432 SH   DFND   432 0 0
Otis Worldwide Corp COM 68902V107   7,968,608 112,758 SH   DFND 7 97,380 0 15,378
Outfront Media Inc COM 69007J106   233,910 13,800 SH   DFND 11 11,300 0 2,500
Outfront Media Inc COM 69007J106   2,023,830 119,400 SH   DFND 8 105,600 0 13,800
Owens Corning COM 690742101   7,505 101 SH   DFND   101 0 0
Owens Corning COM 690742101   676,221 9,100 SH   DFND 11 8,300 0 800
Owens Corning COM 690742101   20,702,766 278,600 SH   DFND 8 254,200 0 24,400
Owens & Minor Inc COM 690732102   342,805 10,900 SH   DFND 11 8,700 0 2,200
Owens & Minor Inc COM 690732102   3,844,542 122,243 SH   DFND 8 99,443 0 22,800
Oxford Industries Inc COM 691497309   44,370 500 SH   DFND 11 500 0 0
Oxford Industries Inc COM 691497309   579,029 6,525 SH   DFND 8 6,525 0 0
PACCAR Inc COM 693718108   29,148 354 SH   DFND   354 0 0
PACCAR Inc COM 693718108   1,590,644 19,318 SH   DFND 11 19,318 0 0
PACCAR Inc COM 693718108   205,027 2,490 SH   DFND 7 2,490 0 0
PACCAR Inc COM 693718108   35,576,891 432,073 SH   DFND 8 428,569 0 3,504
Packaging Corp of America COM 695156109   13,063 95 SH   DFND   95 0 0
Packaging Corp of America COM 695156109   278,438 2,025 SH   DFND 7 2,025 0 0
Packaging Corp of America COM 695156109   2,612,500 19,000 SH   DFND 8 19,000 0 0
PacWest Bancorp COM 695263103   522,536 19,600 SH   DFND 8 0 0 19,600
Pagseguro Digital Ltd COM CL A G68707101   9,713,900 948,623 SH   DFND 7 917,051 0 31,572
Pagseguro Digital Ltd COM CL A G68707101   3,028,470 295,749 SH   DFND 8 295,749 0 0
Palantir Technologies Inc CL A 69608A108   15,129 1,668 SH   DFND   1,668 0 0
Palantir Technologies Inc CL A 69608A108   101,384 11,178 SH   DFND 7 11,178 0 0
Palo Alto Networks Inc COM 697435105   49,394 100 SH   DFND   100 0 0
Palo Alto Networks Inc COM 697435105   37,335,937 75,588 SH   DFND 7 52,357 0 23,231
Palo Alto Networks Inc COM 697435105   60,419,729 122,322 SH   DFND 8 120,866 0 1,456
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7   4,660,104 2,476,000 PRN   DFND 7 2,068,000 0 408,000
Palomar Holdings Inc COM 69753M105   15,456,000 240,000 SH   DFND 8 240,000 0 0
Paramount Global CLASS B COM 92556H206   15,252 618 SH   DFND   618 0 0
Paramount Global CLASS B COM 92556H206   247,146 10,014 SH   DFND 7 10,014 0 0
Parker-Hannifin Corp COM 701094104   32,233 131 SH   DFND   131 0 0
Parker-Hannifin Corp COM 701094104   31,987 130 SH   DFND 7 130 0 0
Parker-Hannifin Corp COM 701094104   18,074,341 73,458 SH   DFND 8 73,458 0 0
Patterson Cos Inc COM 703395103   442,380 14,600 SH   DFND 11 11,900 0 2,700
Patterson Cos Inc COM 703395103   4,654,232 153,605 SH   DFND 8 140,805 0 12,800
Paychex Inc COM 704326107   37,577 330 SH   DFND   330 0 0
Paychex Inc COM 704326107   1,293,449 11,359 SH   DFND 11 11,359 0 0
Paychex Inc COM 704326107   229,448 2,015 SH   DFND 7 2,015 0 0
Paychex Inc COM 704326107   32,454,772 285,016 SH   DFND 8 277,437 0 7,579
Paylocity Holding Corp COM 70438V106   627,912 3,600 SH   DFND 11 2,800 0 800
Paylocity Holding Corp COM 70438V106   30,878,445 177,035 SH   DFND 8 171,617 0 5,418
PayPal Holdings Inc COM 70450Y103   78,640 1,126 SH   DFND   1,126 0 0
PayPal Holdings Inc COM 70450Y103   17,599,610 251,999 SH   DFND 7 189,607 0 62,392
PayPal Holdings Inc COM 70450Y103   48,109,354 688,851 SH   DFND 8 676,089 0 12,762
PBF Energy Inc CL A 69318G106   72,550 2,500 SH   DFND 11 2,500 0 0
PBF Energy Inc CL A 69318G106   296,004 10,200 SH   DFND 8 0 0 10,200
PC Connection Inc COM 69318J100   207,035 4,700 SH   DFND 11 3,900 0 800
PC Connection Inc COM 69318J100   1,727,861 39,225 SH   DFND 8 34,825 0 4,400
PDC Energy Inc COM 69327R101   739,320 12,000 SH   DFND 8 12,000 0 0
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8   4,273,851 4,700,000 PRN   DFND 7 3,980,000 0 720,000
Pembina Pipeline Corp COM 706327103   20,256 573 SH   DFND   573 0 0
Pembina Pipeline Corp COM 706327103   3,729,354 105,498 SH   DFND 7 90,104 0 15,394
Pembina Pipeline Corp COM 706327103   123,725 3,500 SH   DFND 8 0 0 3,500
Penn National Gaming Inc COM 707569109   212,940 7,000 SH   DFND 11 5,600 0 1,400
Penn National Gaming Inc COM 707569109   85,176 2,800 SH   DFND 8 2,800 0 0
PennyMac Mortgage Investment Trust NOTE 5.500% 3/1 70932AAF0   949,200 1,000,000 PRN   DFND 11 1,000,000 0 0
Penske Automotive Group Inc COM 70959W103   1,381,908 13,200 SH   DFND 8 13,200 0 0
Pentair PLC SHS G7S00T104   7,689 168 SH   DFND   168 0 0
Pentair PLC SHS G7S00T104   1,176,289 25,700 SH   DFND 11 25,700 0 0
Pentair PLC SHS G7S00T104   7,644 167 SH   DFND 7 167 0 0
Pentair PLC SHS G7S00T104   22,679,035 495,500 SH   DFND 8 455,100 0 40,400
Penumbra Inc COM 70975L107   12,646,998 101,566 SH   DFND 8 101,566 0 0
PepsiCo Inc COM 713448108   234,491 1,407 SH   DFND   1,407 0 0
PepsiCo Inc COM 713448108   5,263,623 31,583 SH   DFND 11 31,583 0 0
PepsiCo Inc COM 713448108   28,247,203 169,490 SH   DFND 7 37,530 0 131,960
PepsiCo Inc COM 713448108   94,563,884 567,406 SH   DFND 8 550,574 0 16,832
Perficient Inc COM 71375U101   421,774 4,600 SH   DFND 11 3,700 0 900
Perficient Inc COM 71375U101   4,281,923 46,700 SH   DFND 8 36,200 0 10,500
PerkinElmer Inc COM 714046109   18,204 128 SH   DFND   128 0 0
PerkinElmer Inc COM 714046109   69,688 490 SH   DFND 7 490 0 0
PerkinElmer Inc COM 714046109   1,678,196 11,800 SH   DFND 8 11,800 0 0
Perrigo Co PLC SHS G97822103   466,555 11,500 SH   DFND 11 11,500 0 0
Perrigo Co PLC SHS G97822103   6,102,742 150,425 SH   DFND 8 144,525 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408   876,000 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103   299,847 5,719 SH   DFND   5,719 0 0
Pfizer Inc COM 717081103   298,851 5,700 SH   DFND 11 5,700 0 0
Pfizer Inc COM 717081103   15,022,139 286,518 SH   DFND 7 40,494 0 246,024
Pfizer Inc COM 717081103   85,041,827 1,622,007 SH   DFND 8 1,596,807 0 25,200
PG&E Corp COM 69331C108   15,120 1,515 SH   DFND   1,515 0 0
PG&E Corp COM 69331C108   118,103 11,834 SH   DFND 7 11,834 0 0
Philip Morris International Inc COM 718172109   155,614 1,576 SH   DFND   1,576 0 0
Philip Morris International Inc COM 718172109   80,671 817 SH   DFND 7 0 0 817
Phillips 66 COM 718546104   40,011 488 SH   DFND   488 0 0
Phillips 66 COM 718546104   1,877,817 22,903 SH   DFND 7 22,903 0 0
Phillips 66 COM 718546104   3,287,799 40,100 SH   DFND 8 34,200 0 5,900
Phreesia Inc COM 71944F106   6,442,601 257,601 SH   DFND 8 257,601 0 0
Physicians Realty Trust COM 71943U104   22,787,833 1,305,893 SH   DFND 10 1,305,893 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206   266,336 20,300 SH   DFND 11 16,500 0 3,800
Piedmont Office Realty Trust Inc COM CL A 720190206   2,329,128 177,525 SH   DFND 8 158,325 0 19,200
Pinduoduo Inc SPONSORED ADS 722304102   435,999 7,055 SH   DFND   1,733 0 5,322
Pinduoduo Inc SPONSORED ADS 722304102   271,117 4,387 SH   DFND 7 0 0 4,387
Pinduoduo Inc SPONSORED ADS 722304102   14,461,447 234,004 SH   DFND 8 234,004 0 0
Pinnacle Financial Partners Inc COM 72346Q104   274,778 3,800 SH   DFND 11 3,500 0 300
Pinnacle Financial Partners Inc COM 72346Q104   1,688,439 23,350 SH   DFND 8 18,750 0 4,600
Pinnacle West Capital Corp COM 723484101   416,784 5,700 SH   DFND 11 4,900 0 800
Pinnacle West Capital Corp COM 723484101   5,206,144 71,200 SH   DFND 8 65,700 0 5,500
Pinterest Inc CL A 72352L106   10,515 579 SH   DFND   579 0 0
Pinterest Inc CL A 72352L106   221,461 12,195 SH   DFND 7 12,195 0 0
Pioneer Natural Resources Co COM 723787107   52,424 235 SH   DFND   235 0 0
Pioneer Natural Resources Co COM 723787107   2,496,711 11,192 SH   DFND 7 8,801 0 2,391
Pioneer Natural Resources Co COM 723787107   2,721,576 12,200 SH   DFND 8 11,700 0 500
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2   10,674,294 4,928,000 PRN   DFND 7 2,892,000 0 2,036,000
Planet Fitness Inc CL A 72703H101   7,344,128 107,986 SH   DFND 7 103,724 0 4,262
Planet Fitness Inc CL A 72703H101   35,381,318 520,237 SH   DFND 8 520,237 0 0
Playa Hotels & Resorts NV SHS N70544106   24,045 3,500 SH   DFND 11 3,500 0 0
Playa Hotels & Resorts NV SHS N70544106   150,453 21,900 SH   DFND 8 0 0 21,900
Pliant Therapeutics Inc COM 729139105   2,691,344 335,998 SH   DFND 8 335,998 0 0
PNC Financial Services Group Inc/The COM 693475105   67,210 426 SH   DFND   426 0 0
PNC Financial Services Group Inc/The COM 693475105   567,972 3,600 SH   DFND 11 3,600 0 0
PNC Financial Services Group Inc/The COM 693475105   665,158 4,216 SH   DFND 7 3,027 0 1,189
PNC Financial Services Group Inc/The COM 693475105   21,819,591 138,300 SH   DFND 8 133,200 0 5,100
Pool Corp COM 73278L105   14,400 41 SH   DFND   41 0 0
Pool Corp COM 73278L105   1,791,273 5,100 SH   DFND 11 4,300 0 800
Pool Corp COM 73278L105   15,120,452 43,050 SH   DFND 7 43,050 0 0
Pool Corp COM 73278L105   35,790,337 101,900 SH   DFND 8 92,600 0 9,300
Popular Inc COM NEW 733174700   407,729 5,300 SH   DFND 11 3,300 0 2,000
Popular Inc COM NEW 733174700   10,010,516 130,125 SH   DFND 8 106,725 0 23,400
Portland General Electric Co COM NEW 736508847   434,970 9,000 SH   DFND 11 6,500 0 2,500
Portland General Electric Co COM NEW 736508847   48 1 SH   DFND 7 1 0 0
Portland General Electric Co COM NEW 736508847   454,302 9,400 SH   DFND 8 2,500 0 6,900
PotlatchDeltic Corp COM 737630103   318,168 7,200 SH   DFND 11 5,700 0 1,500
PotlatchDeltic Corp COM 737630103   2,275,785 51,500 SH   DFND 8 46,400 0 5,100
Power Integrations Inc COM 739276103   652,587 8,700 SH   DFND 11 6,600 0 2,100
Power Integrations Inc COM 739276103   6,435,858 85,800 SH   DFND 8 68,400 0 17,400
PPG Industries Inc COM 693506107   27,442 240 SH   DFND   240 0 0
PPG Industries Inc COM 693506107   220,448 1,928 SH   DFND 7 759 0 1,169
Precigen Inc COM 74017N105   32,830 24,500 SH   DFND 8 24,500 0 0
Premier Inc CL A 74051N102   924,041 25,898 SH   DFND 8 17,298 0 8,600
PriceSmart Inc COM 741511109   358,150 5,000 SH   DFND 11 3,800 0 1,200
PriceSmart Inc COM 741511109   2,635,984 36,800 SH   DFND 8 32,000 0 4,800
Principal Financial Group Inc COM 74251V102   17,766 266 SH   DFND   266 0 0
Principal Financial Group Inc COM 74251V102   89,899 1,346 SH   DFND 7 1,346 0 0
Principal Financial Group Inc COM 74251V102   4,511,464 67,547 SH   DFND 8 66,047 0 1,500
Procter & Gamble Co/The COM 742718109   350,560 2,438 SH   DFND   2,438 0 0
Procter & Gamble Co/The COM 742718109   4,356,837 30,300 SH   DFND 11 30,300 0 0
Procter & Gamble Co/The COM 742718109   8,671,544 60,307 SH   DFND 7 8,845 0 51,462
Procter & Gamble Co/The COM 742718109   115,562,441 803,689 SH   DFND 8 757,750 0 45,939
Progressive Corp/The COM 743315103   69,064 594 SH   DFND   594 0 0
Progressive Corp/The COM 743315103   1,360,359 11,700 SH   DFND 11 11,700 0 0
Progressive Corp/The COM 743315103   307,767 2,647 SH   DFND 7 2,647 0 0
Progressive Corp/The COM 743315103   53,497,106 460,111 SH   DFND 8 456,411 0 3,700
Progress Software Corp COM 743312100   326,160 7,200 SH   DFND 11 5,800 0 1,400
Progress Software Corp COM 743312100   321,630 7,100 SH   DFND 8 0 0 7,100
Prologis Inc COM 74340W103   86,240,038 733,022 SH   DFND 10 733,022 0 0
Prologis Inc COM 74340W103   1,682,395 14,300 SH   DFND 11 14,300 0 0
Prologis Inc COM 74340W103   45,600,787 387,597 SH   DFND 7 258,271 0 129,326
Prologis Inc COM 74340W103   83,693,975 711,381 SH   DFND 8 709,281 0 2,100
ProPetro Holding Corp COM 74347M108   49,000 4,900 SH   DFND 11 2,000 0 2,900
ProPetro Holding Corp COM 74347M108   107,000 10,700 SH   DFND 8 0 0 10,700
Prosperity Bancshares Inc COM 743606105   136,540 2,000 SH   DFND 11 1,500 0 500
Prosperity Bancshares Inc COM 743606105   1,843,290 27,000 SH   DFND 8 25,300 0 1,700
Prothena Corp PLC SHS G72800108   714,724 26,325 SH   DFND 8 26,325 0 0
Prudential Financial Inc COM 744320102   36,550 382 SH   DFND   382 0 0
Prudential Financial Inc COM 744320102   459,264 4,800 SH   DFND 11 4,800 0 0
Prudential Financial Inc COM 744320102   5,403,432 56,474 SH   DFND 7 1,435 0 55,039
Prudential Financial Inc COM 744320102   7,367,360 77,000 SH   DFND 8 71,000 0 6,000
PTC Inc COM 69370C100   12,016 113 SH   DFND   113 0 0
PTC Inc COM 69370C100   6,954,636 65,400 SH   DFND 8 65,400 0 0
Public Service Enterprise Group Inc COM 744573106   32,336 511 SH   DFND   511 0 0
Public Service Enterprise Group Inc COM 744573106   1,649,773 26,071 SH   DFND 7 26,071 0 0
Public Service Enterprise Group Inc COM 744573106   82,264 1,300 SH   DFND 8 1,300 0 0
Public Storage COM 74460D109   1,125,612 3,600 SH   DFND 11 3,600 0 0
Public Storage COM 74460D109   955,520 3,056 SH   DFND 7 1,855 0 1,201
Public Storage COM 74460D109   12,944,538 41,400 SH   DFND 8 41,100 0 300
PulteGroup Inc COM 745867101   10,026 253 SH   DFND   253 0 0
PulteGroup Inc COM 745867101   10,145 256 SH   DFND 7 256 0 0
PulteGroup Inc COM 745867101   9,788,610 247,000 SH   DFND 8 241,400 0 5,600
Q2 Holdings Inc COM 74736L109   8,117,519 210,462 SH   DFND 7 210,462 0 0
Q2 Holdings Inc COM 74736L109   22,172,157 574,855 SH   DFND 8 568,376 0 6,479
QIAGEN NV SHS NEW N72482123   941,593 19,949 SH   DFND 7 19,949 0 0
QIAGEN NV SHS NEW N72482123   2,205,939 46,736 SH   DFND 8 46,736 0 0
QUALCOMM Inc COM 747525103   146,390 1,146 SH   DFND   1,146 0 0
QUALCOMM Inc COM 747525103   958,050 7,500 SH   DFND 11 7,500 0 0
QUALCOMM Inc COM 747525103   12,755,861 99,858 SH   DFND 7 49,694 0 50,164
QUALCOMM Inc COM 747525103   333,024,822 2,607,052 SH   DFND 8 2,566,279 0 40,773
Qualys Inc COM 74758T303   37,842 300 SH   DFND 11 300 0 0
Qualys Inc COM 74758T303   12,301,299 97,521 SH   DFND 7 93,903 0 3,618
Qualys Inc COM 74758T303   1,573,597 12,475 SH   DFND 8 11,775 0 700
Quanex Building Products Corp COM 747619104   54,600 2,400 SH   DFND 11 1,100 0 1,300
Quanex Building Products Corp COM 747619104   154,700 6,800 SH   DFND 8 0 0 6,800
Quanta Services Inc COM 74762E102   18,300 146 SH   DFND   146 0 0
Quanta Services Inc COM 74762E102   714,438 5,700 SH   DFND 11 5,300 0 400
Quanta Services Inc COM 74762E102   3,534,588 28,200 SH   DFND 8 23,000 0 5,200
Quest Diagnostics Inc COM 74834L100   16,091 121 SH   DFND   121 0 0
Quest Diagnostics Inc COM 74834L100   93,086 700 SH   DFND 11 700 0 0
Quest Diagnostics Inc COM 74834L100   273,939 2,060 SH   DFND 7 2,060 0 0
Quest Diagnostics Inc COM 74834L100   30,212,125 227,193 SH   DFND 8 209,493 0 17,700
QuidelOrtho Corp COM 219798105   408,156 4,200 SH   DFND 11 3,300 0 900
QuidelOrtho Corp COM 219798105   5,016,918 51,625 SH   DFND 8 43,325 0 8,300
Quotient Technology Inc COM 749119103   51,975 17,500 SH   DFND 11 12,500 0 5,000
Ralph Lauren Corp CL A 751212101   403,425 4,500 SH   DFND 11 3,700 0 800
Ralph Lauren Corp CL A 751212101   1,243,894 13,875 SH   DFND 8 13,875 0 0
Rapid7 Inc COM 753422104   22,953,549 343,616 SH   DFND 8 343,616 0 0
Rapid7 Inc NOTE 0.250% 3/1 753422AF1   3,603,405 3,900,000 PRN   DFND 7 3,300,000 0 600,000
Raymond James Financial Inc COM 754730109   16,988 190 SH   DFND   190 0 0
Raymond James Financial Inc COM 754730109   473,873 5,300 SH   DFND 11 5,300 0 0
Raymond James Financial Inc COM 754730109   105,236 1,177 SH   DFND 7 1,177 0 0
Raymond James Financial Inc COM 754730109   5,185,780 58,000 SH   DFND 8 56,100 0 1,900
Raytheon Technologies Corp COM 75513E101   145,895 1,518 SH   DFND   1,518 0 0
Raytheon Technologies Corp COM 75513E101   134,554 1,400 SH   DFND 11 1,400 0 0
Raytheon Technologies Corp COM 75513E101   76,023 791 SH   DFND 7 0 0 791
Raytheon Technologies Corp COM 75513E101   8,476,902 88,200 SH   DFND 8 85,000 0 3,200
Realty Income Corp COM 756109104   26,729,183 391,579 SH   DFND 10 391,579 0 0
Realty Income Corp COM 756109104   541,302 7,930 SH   DFND 7 3,621 0 4,309
Realty Income Corp COM 756109104   1,986,366 29,100 SH   DFND 8 29,100 0 0
Red Rock Resorts Inc CL A 75700L108   356,952 10,700 SH   DFND 11 8,800 0 1,900
Regal Rexnord Corp COM 758750103   851,400 7,500 SH   DFND 11 6,000 0 1,500
Regal Rexnord Corp COM 758750103   5,806,548 51,150 SH   DFND 8 44,950 0 6,200
Regeneron Pharmaceuticals Inc COM 75886F107   64,433 109 SH   DFND   109 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   550,342 931 SH   DFND 11 931 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   503,643 852 SH   DFND 7 852 0 0
Regeneron Pharmaceuticals Inc COM 75886F107   76,358,035 129,173 SH   DFND 8 128,216 0 957
Regions Financial Corp COM 7591EP100   17,869 953 SH   DFND   953 0 0
Regions Financial Corp COM 7591EP100   371,250 19,800 SH   DFND 11 19,800 0 0
Regions Financial Corp COM 7591EP100   238,631 12,727 SH   DFND 7 12,727 0 0
Regions Financial Corp COM 7591EP100   42,918,750 2,289,000 SH   DFND 8 2,158,000 0 131,000
Reliance Steel & Aluminum Co COM 759509102   1,036,146 6,100 SH   DFND 11 4,800 0 1,300
Reliance Steel & Aluminum Co COM 759509102   9,240,384 54,400 SH   DFND 8 49,000 0 5,400
Republic Services Inc COM 760759100   80,616 616 SH   DFND   616 0 0
Republic Services Inc COM 760759100   2,674,721 20,438 SH   DFND 7 20,438 0 0
Republic Services Inc COM 760759100   57,308,627 437,905 SH   DFND 8 437,405 0 500
Resideo Technologies Inc COM 76118Y104   431,124 22,200 SH   DFND 11 16,900 0 5,300
Resideo Technologies Inc COM 76118Y104   2,599,367 133,850 SH   DFND 8 90,650 0 43,200
ResMed Inc COM 761152107   31,235 149 SH   DFND   149 0 0
ResMed Inc COM 761152107   817,557 3,900 SH   DFND 11 3,900 0 0
ResMed Inc COM 761152107   407,940 1,946 SH   DFND 7 1,946 0 0
ResMed Inc COM 761152107   12,840,466 61,253 SH   DFND 8 60,600 0 653
Resources Connection Inc COM 76122Q105   107,961 5,300 SH   DFND 11 5,300 0 0
Resources Connection Inc COM 76122Q105   99,813 4,900 SH   DFND 8 4,900 0 0
Restaurant Brands International Inc COM 76131D103   15,346 306 SH   DFND   306 0 0
Restaurant Brands International Inc COM 76131D103   252,806 5,041 SH   DFND 7 286 0 4,755
Restaurant Brands International Inc COM 76131D103   967,895 19,300 SH   DFND 8 18,100 0 1,200
Revelation Biosciences Inc COM 76135L101   2,174,472 1,958,984 SH   DFND 8 1,958,984 0 0
REX American Resources Corp COM 761624105   16,960 200 SH   DFND 11 200 0 0
REX American Resources Corp COM 761624105   566,040 6,675 SH   DFND 8 6,675 0 0
Rimini Street Inc COM 76674Q107   25,242 4,200 SH   DFND 11 0 0 4,200
Rimini Street Inc COM 76674Q107   557,428 92,750 SH   DFND 8 92,750 0 0
Ritchie Bros Auctioneers Inc COM 767744105   7,482 115 SH   DFND   115 0 0
Ritchie Bros Auctioneers Inc COM 767744105   286,264 4,400 SH   DFND 8 4,400 0 0
RMR Group Inc/The CL A 74967R106   113,400 4,000 SH   DFND 11 2,900 0 1,100
RMR Group Inc/The CL A 74967R106   997,296 35,178 SH   DFND 8 35,178 0 0
Robert Half International Inc COM 770323103   8,463 113 SH   DFND   113 0 0
Robert Half International Inc COM 770323103   8,388 112 SH   DFND 7 112 0 0
Robert Half International Inc COM 770323103   13,248,041 176,900 SH   DFND 8 160,500 0 16,400
ROBLOX Corp CL A 771049103   11,731 357 SH   DFND   357 0 0
ROBLOX Corp CL A 771049103   1,131,107 34,422 SH   DFND 8 34,422 0 0
Rockwell Automation Inc COM 773903109   23,519 118 SH   DFND   118 0 0
Rockwell Automation Inc COM 773903109   1,155,998 5,800 SH   DFND 11 5,800 0 0
Rockwell Automation Inc COM 773903109   3,283,234 16,473 SH   DFND 7 8,129 0 8,344
Rockwell Automation Inc COM 773903109   12,257,565 61,500 SH   DFND 8 60,600 0 900
Rogers Communications Inc CL B 775109200   17,675 369 SH   DFND   369 0 0
Rogers Communications Inc CL B 775109200   1,216,660 25,400 SH   DFND 11 25,400 0 0
Rogers Communications Inc CL B 775109200   13,956,671 291,371 SH   DFND 7 106,638 0 184,733
Rogers Communications Inc CL B 775109200   10,732,522 224,061 SH   DFND 8 220,861 0 3,200
Roku Inc COM CL A 77543R102   9,939 121 SH   DFND   121 0 0
Roku Inc COM CL A 77543R102   79,922 973 SH   DFND 7 973 0 0
Roku Inc COM CL A 77543R102   336,774 4,100 SH   DFND 8 4,100 0 0
Rollins Inc COM 775711104   7,857 225 SH   DFND   225 0 0
Rollins Inc COM 775711104   10,057 288 SH   DFND 7 288 0 0
Rollins Inc COM 775711104   3,315,654 94,950 SH   DFND 8 94,950 0 0
Roper Technologies Inc COM 776696106   42,228 107 SH   DFND   107 0 0
Roper Technologies Inc COM 776696106   631,440 1,600 SH   DFND 11 1,600 0 0
Roper Technologies Inc COM 776696106   7,924,572 20,080 SH   DFND 7 4,208 0 15,872
Roper Technologies Inc COM 776696106   69,489,972 176,080 SH   DFND 8 174,780 0 1,300
Royal Bank of Canada COM 780087102   142,713 1,474 SH   DFND   1,474 0 0
Royal Bank of Canada COM 780087102   3,117,604 32,200 SH   DFND 11 32,200 0 0
Royal Bank of Canada COM 780087102   529,896 5,473 SH   DFND 7 1,439 0 4,034
Royal Bank of Canada COM 780087102   37,498,386 387,300 SH   DFND 8 344,100 0 43,200
Royal Caribbean Cruises Ltd COM V7780T103   8,134 233 SH   DFND   233 0 0
Royal Caribbean Cruises Ltd COM V7780T103   8,099 232 SH   DFND 7 232 0 0
Royal Caribbean Cruises Ltd COM V7780T103   18,487,952 529,589 SH   DFND 8 528,289 0 1,300
Royal Gold Inc COM 780287108   3,152,359 29,522 SH   DFND 7 29,522 0 0
RPM International Inc COM 749685103   10,391 132 SH   DFND   132 0 0
RPM International Inc COM 749685103   621,888 7,900 SH   DFND 8 7,900 0 0
Rush Enterprises Inc CL A 781846209   636,240 13,200 SH   DFND 11 11,000 0 2,200
Rush Enterprises Inc CL A 781846209   679,620 14,100 SH   DFND 8 3,000 0 11,100
Ryder System Inc COM 783549108   454,784 6,400 SH   DFND 8 0 0 6,400
Sabra Health Care REIT Inc COM 78573L106   338,074 24,200 SH   DFND 11 19,600 0 4,600
Sabra Health Care REIT Inc COM 78573L106   2,846,737 203,775 SH   DFND 8 179,975 0 23,800
Saia Inc COM 78709Y105   676,800 3,600 SH   DFND 11 2,800 0 800
Saia Inc COM 78709Y105   5,522,500 29,375 SH   DFND 8 24,275 0 5,100
Salesforce Inc COM 79466L302   165,370 1,002 SH   DFND   1,002 0 0
Salesforce Inc COM 79466L302   45,689,839 276,841 SH   DFND 7 204,180 0 72,661
Salesforce Inc COM 79466L302   144,961,564 878,342 SH   DFND 8 867,441 0 10,901
Sanmina Corp COM 801056102   423,592 10,400 SH   DFND 11 7,900 0 2,500
Sanmina Corp COM 801056102   1,320,670 32,425 SH   DFND 8 25,725 0 6,700
Sarepta Therapeutics Inc COM 803607100   7,322,992 97,692 SH   DFND 8 97,692 0 0
Savara Inc COM 805111101   5,185,448 3,411,479 SH   DFND 8 3,411,479 0 0
SBA Communications Corp CL A 78410G104   467,273 1,460 SH   DFND 7 1,460 0 0
ScanSource Inc COM 806037107   161,928 5,200 SH   DFND 11 4,300 0 900
ScanSource Inc COM 806037107   1,313,330 42,175 SH   DFND 8 37,775 0 4,400
Schlumberger NV COM STK 806857108   49,361 1,437 SH   DFND   1,437 0 0
Schlumberger NV COM STK 806857108   12,111,879 352,602 SH   DFND 7 218,443 0 134,159
Schlumberger NV COM STK 806857108   2,572,815 74,900 SH   DFND 8 71,900 0 3,000
Schneider National Inc CL B 80689H102   539,358 24,100 SH   DFND 11 18,100 0 6,000
Schneider National Inc CL B 80689H102   3,457,151 154,475 SH   DFND 8 133,575 0 20,900
Science Applications International Corp COM 808625107   1,340,640 14,400 SH   DFND 7 0 0 14,400
Seagate Technology Holdings PLC ORD SHS G7997R103   15,145 212 SH   DFND   212 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103   317,408 4,443 SH   DFND 7 4,443 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103   1,035,880 14,500 SH   DFND 8 5,500 0 9,000
Seagen Inc COM 81181C104   24,772 140 SH   DFND   140 0 0
Seagen Inc COM 81181C104   24,949 141 SH   DFND 7 141 0 0
Seagen Inc COM 81181C104   18,837,740 106,464 SH   DFND 8 106,464 0 0
Sealed Air Corp COM 81211K100   8,716 151 SH   DFND   151 0 0
Sealed Air Corp COM 81211K100   8,658 150 SH   DFND 7 150 0 0
Sealed Air Corp COM 81211K100   10,707,060 185,500 SH   DFND 8 185,500 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7   4,968,836 4,428,000 PRN   DFND 7 3,634,000 0 794,000
Sea Ltd SPONSORD ADS 81141R100   1,355,854 20,279 SH   DFND   20,279 0 0
Sea Ltd SPONSORD ADS 81141R100   482,796 7,221 SH   DFND 7 4,772 0 2,449
Sea Ltd SPONSORD ADS 81141R100   1,656,189 24,771 SH   DFND 8 24,771 0 0
SecureWorks Corp CL A 81374A105   18,462 1,700 SH   DFND 11 1,700 0 0
SecureWorks Corp CL A 81374A105   120,546 11,100 SH   DFND 8 0 0 11,100
SEI Investments Co COM 784117103   6,482 120 SH   DFND   120 0 0
SEI Investments Co COM 784117103   6,482 120 SH   DFND 7 120 0 0
SEI Investments Co COM 784117103   4,764,564 88,200 SH   DFND 8 88,200 0 0
Sempra Energy COM 816851109   48,237 321 SH   DFND   321 0 0
Sempra Energy COM 816851109   4,508,100 30,000 SH   DFND 10 30,000 0 0
Sempra Energy COM 816851109   2,344,212 15,600 SH   DFND 11 15,600 0 0
Sempra Energy COM 816851109   3,741,422 24,898 SH   DFND 7 23,207 0 1,691
Sempra Energy COM 816851109   24,764,496 164,800 SH   DFND 8 161,600 0 3,200
Service Corp International/US COM 817565104   2,190,344 31,689 SH   DFND 7 31,689 0 0
Service Corp International/US COM 817565104   53,663,247 776,378 SH   DFND 8 776,378 0 0
ServiceNow Inc COM 81762P102   96,531 203 SH   DFND   203 0 0
ServiceNow Inc COM 81762P102   8,370,103 17,602 SH   DFND 7 8,730 0 8,872
ServiceNow Inc COM 81762P102   158,857,442 334,071 SH   DFND 8 324,246 0 9,825
ServisFirst Bancshares Inc COM 81768T108   441,952 5,600 SH   DFND 8 0 0 5,600
Shaw Communications Inc CL B CONV 82028K200   14,612 496 SH   DFND   496 0 0
Shaw Communications Inc CL B CONV 82028K200   332,898 11,300 SH   DFND 7 457 0 10,843
Sherwin-Williams Co/The COM 824348106   56,425 252 SH   DFND   252 0 0
Sherwin-Williams Co/The COM 824348106   2,059,972 9,200 SH   DFND 11 9,200 0 0
Sherwin-Williams Co/The COM 824348106   26,594,239 118,772 SH   DFND 7 92,985 0 25,787
Sherwin-Williams Co/The COM 824348106   38,332,496 171,196 SH   DFND 8 166,596 0 4,600
Shift4 Payments Inc CL A 82452J109   7,750,719 234,444 SH   DFND 7 234,444 0 0
Shift4 Payments Inc NOTE 12/1 82452JAB5   3,330,184 4,100,000 PRN   DFND 7 3,470,000 0 630,000
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100   448,563 15,706 SH   DFND 7 0 0 15,706
Shockwave Medical Inc COM 82489T104   2,141,104 11,200 SH   DFND 8 11,200 0 0
Shopify Inc CL A 82509L107   37,176 1,190 SH   DFND   1,190 0 0
Shopify Inc CL A 82509L107   2,894,074 92,640 SH   DFND 7 21,300 0 71,340
Shopify Inc CL A 82509L107   62,480 2,000 SH   DFND 8 0 0 2,000
Shopify Inc NOTE 0.125%11/0 82509LAA5   7,133,455 8,500,000 PRN   DFND 7 7,183,000 0 1,317,000
Signature Bank/New York NY COM 82669G104   11,469 64 SH   DFND   64 0 0
Signature Bank/New York NY COM 82669G104   232,973 1,300 SH   DFND 11 1,000 0 300
Signature Bank/New York NY COM 82669G104   2,508,940 14,000 SH   DFND 7 14,000 0 0
Signature Bank/New York NY COM 82669G104   4,444,408 24,800 SH   DFND 8 16,100 0 8,700
Signet Jewelers Ltd SHS G81276100   427,680 8,000 SH   DFND 11 6,000 0 2,000
Signet Jewelers Ltd SHS G81276100   2,130,381 39,850 SH   DFND 8 24,450 0 15,400
Silence Therapeutics PLC ADS 82686Q101   7,603,742 641,666 SH   DFND 8 641,666 0 0
Silicon Laboratories Inc COM 826919102   47,675 340 SH   DFND   340 0 0
Silicon Laboratories Inc COM 826919102   3,627,491 25,870 SH   DFND 7 25,870 0 0
Silicon Laboratories Inc COM 826919102   183,787,756 1,310,710 SH   DFND 8 1,307,021 0 3,689
Simon Property Group Inc COM 828806109   20,065,993 211,399 SH   DFND 10 211,399 0 0
Simon Property Group Inc COM 828806109   31,513 332 SH   DFND 7 332 0 0
Simpson Manufacturing Co Inc COM 829073105   472,867 4,700 SH   DFND 8 0 0 4,700
SiteOne Landscape Supply Inc COM 82982L103   808,316 6,800 SH   DFND 11 5,200 0 1,600
SiteOne Landscape Supply Inc COM 82982L103   6,347,658 53,400 SH   DFND 8 48,400 0 5,000
SJW Group COM 784305104   305,809 4,900 SH   DFND 11 4,000 0 900
SJW Group COM 784305104   205,953 3,300 SH   DFND 8 0 0 3,300
SK Telecom Co Ltd SPONSORED ADR 78440P306   314,042 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105   355,650 7,500 SH   DFND 8 0 0 7,500
Skyworks Solutions Inc COM 83088M102   15,471 167 SH   DFND   167 0 0
Skyworks Solutions Inc COM 83088M102   222,521 2,402 SH   DFND 7 2,402 0 0
SM Energy Co COM 78454L100   430,794 12,600 SH   DFND 11 10,200 0 2,400
SM Energy Co COM 78454L100   2,087,300 61,050 SH   DFND 8 48,750 0 12,300
Smith & Wesson Brands Inc COM 831754106   55,146 4,200 SH   DFND 11 4,200 0 0
Smith & Wesson Brands Inc COM 831754106   82,719 6,300 SH   DFND 8 0 0 6,300
Snap Inc CL A 83304A106   14,640 1,115 SH   DFND   1,115 0 0
Snap Inc CL A 83304A106   5,619,601 427,997 SH   DFND 8 417,959 0 10,038
Snap Inc NOTE 0.250% 5/0 83304AAD8   2,710,260 2,700,000 PRN   DFND 7 2,200,000 0 500,000
Snap-on Inc COM 833034101   10,640 54 SH   DFND   54 0 0
Snap-on Inc COM 833034101   1,123,071 5,700 SH   DFND 11 5,700 0 0
Snap-on Inc COM 833034101   170,431 865 SH   DFND 7 865 0 0
Snap-on Inc COM 833034101   25,167,627 127,735 SH   DFND 8 119,200 0 8,535
Snowflake Inc CL A 833445109   30,315 218 SH   DFND   218 0 0
Snowflake Inc CL A 833445109   92,336 664 SH   DFND 7 0 0 664
Snowflake Inc CL A 833445109   5,393,581 38,786 SH   DFND 8 38,000 0 786
SoFi Technologies Inc COM 83406F102   3,372,800 640,000 SH   DFND 7 640,000 0 0
SolarEdge Technologies Inc COM 83417M104   14,779 54 SH   DFND   54 0 0
SolarEdge Technologies Inc COM 83417M104   3,858,888 14,100 SH   DFND 8 14,100 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6   7,356,025 6,155,000 PRN   DFND 7 4,860,000 0 1,295,000
Sorrento Therapeutics Inc COM NEW 83587F202   858,873 427,300 SH   DFND 8 427,300 0 0
Southern Co/The COM 842587107   76,872 1,078 SH   DFND   1,078 0 0
Southern Co/The COM 842587107   7,187,905 100,798 SH   DFND 7 19,847 0 80,951
Southern Co/The COM 842587107   4,699,329 65,900 SH   DFND 8 63,400 0 2,500
Southwest Airlines Co NOTE 1.250% 5/0 844741BG2   4,986,816 4,220,000 PRN   DFND 7 2,500,000 0 1,720,000
Southwestern Energy Co COM 845467109   398,750 63,800 SH   DFND 11 49,500 0 14,300
Southwestern Energy Co COM 845467109   1,425,625 228,100 SH   DFND 8 182,400 0 45,700
SpartanNash Co COM 847215100   211,190 7,000 SH   DFND 11 5,300 0 1,700
SpartanNash Co COM 847215100   2,075,696 68,800 SH   DFND 8 63,700 0 5,100
SPDR S&P 500 ETF Trust TR UNIT 78462F103   2,950,472 7,821 SH   DFND   7,821 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103   12,926,849 34,266 SH   DFND 11 34,266 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107   2,342,834 5,666 SH   DFND 11 5,666 0 0
S&P Global Inc COM 78409V104   121,342 360 SH   DFND   360 0 0
S&P Global Inc COM 78409V104   2,730,186 8,100 SH   DFND 11 8,100 0 0
S&P Global Inc COM 78409V104   19,994,399 59,320 SH   DFND 7 43,530 0 15,790
S&P Global Inc COM 78409V104   59,127,065 175,420 SH   DFND 8 171,220 0 4,200
Splunk Inc COM 848637104   14,242 161 SH   DFND   161 0 0
Splunk Inc COM 848637104   1,757,700 19,870 SH   DFND 7 19,870 0 0
Splunk Inc COM 848637104   13,834,613 156,394 SH   DFND 8 154,707 0 1,687
Splunk Inc NOTE 0.500% 9/1 848637AC8   6,844,409 7,150,000 PRN   DFND 7 5,930,000 0 1,220,000
Splunk Inc NOTE 1.125% 6/1 848637AF1   3,949,030 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6   10,792,439 11,540,000 PRN   DFND 7 9,670,000 0 1,870,000
Spotify Technology SA NOTE 3/1 84921RAB6   10,277,410 13,000,000 PRN   DFND 7 10,357,000 0 2,643,000
SpringWorks Therapeutics Inc COM 85205L107   2,634,882 107,022 SH   DFND 8 107,022 0 0
Sprinklr Inc CL A 85208T107   12,418,174 1,228,306 SH   DFND 8 1,228,306 0 0
Sprouts Farmers Market Inc COM 85208M102   384,864 15,200 SH   DFND 11 11,100 0 4,100
Sprouts Farmers Market Inc COM 85208M102   172,176 6,800 SH   DFND 8 0 0 6,800
Sprout Social Inc COM CL A 85209W109   4,413,320 76,000 SH   DFND 7 76,000 0 0
Sprout Social Inc COM CL A 85209W109   7,719,187 132,929 SH   DFND 8 128,576 0 4,353
SPS Commerce Inc COM 78463M107   587,860 5,200 SH   DFND 11 4,100 0 1,100
SPS Commerce Inc COM 78463M107   5,415,095 47,900 SH   DFND 8 40,200 0 7,700
SPX Corp COM 784635104   369,880 7,000 SH   DFND 11 5,800 0 1,200
SPX Corp COM 784635104   1,657,855 31,375 SH   DFND 8 24,875 0 6,500
SS&C Technologies Holdings Inc COM 78467J100   13,646 235 SH   DFND   235 0 0
SS&C Technologies Holdings Inc COM 78467J100   4,696,760 80,881 SH   DFND 7 77,665 0 3,216
SSR Mining Inc NOTE 2.500% 4/0 784730AB9   1,379,496 1,200,000 PRN   DFND 7 1,000,000 0 200,000
STAAR Surgical Co COM PAR $0.01 852312305   836,974 11,800 SH   DFND 8 6,300 0 5,500
STAG Industrial Inc COM 85254J102   342,768 11,100 SH   DFND 11 9,000 0 2,100
STAG Industrial Inc COM 85254J102   4,632,000 150,000 SH   DFND 7 150,000 0 0
STAG Industrial Inc COM 85254J102   2,390,884 77,425 SH   DFND 8 66,725 0 10,700
Standard Motor Products Inc COM 853666105   233,948 5,200 SH   DFND 11 3,900 0 1,300
Standard Motor Products Inc COM 853666105   1,777,105 39,500 SH   DFND 8 35,500 0 4,000
Stanley Black & Decker Inc COM 854502101   17,407 166 SH   DFND   166 0 0
Stanley Black & Decker Inc COM 854502101   93,221 889 SH   DFND 7 889 0 0
Stanley Black & Decker Inc COM 854502101   754,992 7,200 SH   DFND 8 4,000 0 3,200
Starbucks Corp COM 855244109   89,376 1,170 SH   DFND   1,170 0 0
Starbucks Corp COM 855244109   5,458,982 71,462 SH   DFND 7 39,110 0 32,352
Starbucks Corp COM 855244109   43,684,156 571,857 SH   DFND 8 559,457 0 12,400
State Street Corp COM 857477103   22,934 372 SH   DFND   372 0 0
State Street Corp COM 857477103   22,749 369 SH   DFND 7 369 0 0
State Street Corp COM 857477103   14,257,611 231,267 SH   DFND 8 196,567 0 34,700
Steel Dynamics Inc COM 858119100   12,899 195 SH   DFND   195 0 0
Steel Dynamics Inc COM 858119100   879,795 13,300 SH   DFND 11 9,600 0 3,700
Steel Dynamics Inc COM 858119100   13,230 200 SH   DFND 7 200 0 0
Steel Dynamics Inc COM 858119100   8,209,215 124,100 SH   DFND 8 94,900 0 29,200
Stellantis NV SHS N82405106   245,172,298 20,809,056 SH   DFND 7 15,860,811 0 4,948,245
Stellantis NV SHS N82405106   10,859,646 921,715 SH   DFND 8 921,715 0 0
STERIS PLC SHS USD G8473T100   21,027 102 SH   DFND   102 0 0
STERIS PLC SHS USD G8473T100   189,040 917 SH   DFND 7 917 0 0
STERIS PLC SHS USD G8473T100   3,195,325 15,500 SH   DFND 8 15,500 0 0
Steven Madden Ltd COM 556269108   270,564 8,400 SH   DFND 11 7,300 0 1,100
Steven Madden Ltd COM 556269108   386,520 12,000 SH   DFND 8 0 0 12,000
Stewart Information Services Corp COM 860372101   159,200 3,200 SH   DFND 11 2,300 0 900
Stewart Information Services Corp COM 860372101   233,825 4,700 SH   DFND 8 0 0 4,700
StoneCo Ltd COM CL A G85158106   3,515,527 456,562 SH   DFND 7 456,562 0 0
STORE Capital Corp COM 862121100   13,873,569 531,962 SH   DFND 10 531,962 0 0
Stryker Corp COM 863667101   68,830 346 SH   DFND   346 0 0
Stryker Corp COM 863667101   5,218,531 26,233 SH   DFND 7 12,056 0 14,177
Stryker Corp COM 863667101   10,778,823 54,184 SH   DFND 8 51,084 0 3,100
Sun Communities Inc COM 866674104   13,370,304 83,900 SH   DFND 10 83,900 0 0
Sun Communities Inc COM 866674104   228,044 1,431 SH   DFND 7 1,431 0 0
Sun Communities Inc COM 866674104   5,623,655 35,289 SH   DFND 8 35,289 0 0
Suncor Energy Inc COM 867224107   52,254 1,490 SH   DFND   1,490 0 0
Suncor Energy Inc COM 867224107   1,682,168 47,966 SH   DFND 7 47,966 0 0
Sun Life Financial Inc COM 866796105   27,944 610 SH   DFND   610 0 0
Sun Life Financial Inc COM 866796105   1,397,205 30,500 SH   DFND 11 30,500 0 0
Sun Life Financial Inc COM 866796105   27,074 591 SH   DFND 7 591 0 0
Sun Life Financial Inc COM 866796105   7,590,717 165,700 SH   DFND 8 160,800 0 4,900
Sunrun Inc COM 86771W105   628,384 26,900 SH   DFND 8 26,900 0 0
SVB Financial Group COM 78486Q101   23,699 60 SH   DFND   60 0 0
SVB Financial Group COM 78486Q101   23,304 59 SH   DFND 7 59 0 0
SVB Financial Group COM 78486Q101   13,014,921 32,950 SH   DFND 8 32,950 0 0
Switch Inc CL A 87105L104   9,380,000 280,000 SH   DFND 7 280,000 0 0
Synchrony Financial COM 87165B103   14,639 530 SH   DFND   530 0 0
Synchrony Financial COM 87165B103   4,932,076 178,569 SH   DFND 7 178,569 0 0
Synchrony Financial COM 87165B103   25,921,370 938,500 SH   DFND 8 865,000 0 73,500
Syneos Health Inc CL A 87166B102   35,840 500 SH   DFND 11 500 0 0
Syneos Health Inc CL A 87166B102   612,864 8,550 SH   DFND 8 8,550 0 0
Synopsys Inc COM 871607107   47,377 156 SH   DFND   156 0 0
Synopsys Inc COM 871607107   1,214,800 4,000 SH   DFND 11 4,000 0 0
Synopsys Inc COM 871607107   1,032,884 3,401 SH   DFND 7 3,401 0 0
Synopsys Inc COM 871607107   74,208,184 244,347 SH   DFND 8 231,267 0 13,080
Synovus Financial Corp COM NEW 87161C501   129,780 3,600 SH   DFND 11 2,700 0 900
Synovus Financial Corp COM NEW 87161C501   1,171,625 32,500 SH   DFND 8 29,700 0 2,800
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   72,676 889 SH   DFND   889 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   20,544,593 251,310 SH   DFND 7 189,001 0 62,309
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100   71,312,978 872,330 SH   DFND 8 865,679 0 6,651
Take-Two Interactive Software Inc COM 874054109   20,095 164 SH   DFND   164 0 0
Take-Two Interactive Software Inc COM 874054109   267,238 2,181 SH   DFND 7 2,181 0 0
Take-Two Interactive Software Inc COM 874054109   5,381,150 43,917 SH   DFND 8 41,317 0 2,600
Talos Energy Inc COM 87484T108   176,358 11,400 SH   DFND 11 8,400 0 3,000
Talos Energy Inc COM 87484T108   159,341 10,300 SH   DFND 8 0 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203   3,196,260 54,000 SH   DFND 7 54,000 0 0
Tandem Diabetes Care Inc COM NEW 875372203   21,660,699 365,952 SH   DFND 8 365,952 0 0
Target Corp COM 87612E106   68,779 487 SH   DFND   487 0 0
Target Corp COM 87612E106   1,087,471 7,700 SH   DFND 11 7,700 0 0
Target Corp COM 87612E106   6,222,735 44,061 SH   DFND 7 11,672 0 32,389
Target Corp COM 87612E106   38,287,453 271,100 SH   DFND 8 262,400 0 8,700
TC Energy Corp COM 87807B107   52,898 1,021 SH   DFND   1,021 0 0
TC Energy Corp COM 87807B107   4,947,337 95,490 SH   DFND 7 32,754 0 62,736
TC Energy Corp COM 87807B107   414,480 8,000 SH   DFND 8 1,300 0 6,700
TD SYNNEX Corp COM 87162W100   419,060 4,600 SH   DFND 8 0 0 4,600
TE Connectivity Ltd SHS H84989104   43,110 381 SH   DFND   381 0 0
TE Connectivity Ltd SHS H84989104   10,524,308 93,012 SH   DFND 7 30,698 0 62,314
TE Connectivity Ltd SHS H84989104   49,394,614 436,541 SH   DFND 8 435,841 0 700
TEGNA Inc COM 87901J105   484,407 23,100 SH   DFND 8 23,100 0 0
Teladoc Health Inc COM 87918A105   5,413 163 SH   DFND   163 0 0
Teladoc Health Inc COM 87918A105   1,650,006 49,684 SH   DFND 8 49,684 0 0
Teledyne Technologies Inc COM 879360105   18,005 48 SH   DFND   48 0 0
Teledyne Technologies Inc COM 879360105   1,687,995 4,500 SH   DFND 8 4,500 0 0
Telefonica Brasil SA NEW ADR 87936R205   374,577 41,344 SH   DFND 7 0 0 41,344
Tenable Holdings Inc COM 88025T102   43,846,261 965,564 SH   DFND 8 958,577 0 6,987
Tenet Healthcare Corp COM NEW 88033G407   331,128 6,300 SH   DFND 11 4,800 0 1,500
Tenet Healthcare Corp COM NEW 88033G407   1,243,044 23,650 SH   DFND 8 19,750 0 3,900
Teradata Corp COM 88076W103   540,346 14,600 SH   DFND 11 11,800 0 2,800
Teradata Corp COM 88076W103   4,666,036 126,075 SH   DFND 8 111,075 0 15,000
Teradyne Inc COM 880770102   14,776 165 SH   DFND   165 0 0
Teradyne Inc COM 880770102   1,752,314 19,568 SH   DFND 7 19,568 0 0
Teradyne Inc COM 880770102   101,586,326 1,134,409 SH   DFND 8 1,132,175 0 2,234
Terex Corp COM 880779103   344,862 12,600 SH   DFND 11 9,600 0 3,000
Terex Corp COM 880779103   3,144,813 114,900 SH   DFND 8 93,800 0 21,100
Tesla Inc COM 88160R101   659,278 979 SH   DFND   979 0 0
Tesla Inc COM 88160R101   49,678,193 73,770 SH   DFND 7 49,580 0 24,190
Tesla Inc COM 88160R101   136,203,909 202,257 SH   DFND 8 199,070 0 3,187
Tetra Tech Inc COM 88162G103   7,339,016 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104   4,040,995 26,300 SH   DFND 11 26,300 0 0
Texas Instruments Inc COM 882508104   16,975,713 110,483 SH   DFND 7 79,290 0 31,193
Texas Instruments Inc COM 882508104   153,510,486 999,092 SH   DFND 8 982,723 0 16,369
Theravance Biopharma Inc COM G8807B106   124,122 13,700 SH   DFND 11 10,400 0 3,300
Theravance Biopharma Inc COM G8807B106   1,265,909 139,725 SH   DFND 8 127,625 0 12,100
Thermo Fisher Scientific Inc COM 883556102   297,717 548 SH   DFND   548 0 0
Thermo Fisher Scientific Inc COM 883556102   3,585,648 6,600 SH   DFND 11 6,600 0 0
Thermo Fisher Scientific Inc COM 883556102   84,054,652 154,717 SH   DFND 7 123,459 0 31,258
Thermo Fisher Scientific Inc COM 883556102   299,765,062 551,769 SH   DFND 8 548,488 0 3,281
Thermon Group Holdings Inc COM 88362T103   876,018 62,350 SH   DFND 8 62,350 0 0
Thomson Reuters Corp COM NEW 884903709   18,445 177 SH   DFND   177 0 0
Thomson Reuters Corp COM NEW 884903709   17,924 172 SH   DFND 7 172 0 0
Thomson Reuters Corp COM NEW 884903709   4,283,031 41,100 SH   DFND 8 40,400 0 700
Timken Co/The COM 887389104   604,770 11,400 SH   DFND 11 9,500 0 1,900
Timken Co/The COM 887389104   530,500 10,000 SH   DFND 8 600 0 9,400
TIM SA/Brazil SPONSORED ADR 88706T108   129,519 10,660 SH   DFND 7 0 0 10,660
TJX Cos Inc/The COM 872540109   2,034,225 36,423 SH   DFND   36,423 0 0
TJX Cos Inc/The COM 872540109   603,180 10,800 SH   DFND 11 10,800 0 0
TJX Cos Inc/The COM 872540109   37,551,976 672,372 SH   DFND 7 416,917 0 255,455
TJX Cos Inc/The COM 872540109   26,120,542 467,691 SH   DFND 8 463,391 0 4,300
T-Mobile US Inc COM 872590104   85,433 635 SH   DFND   635 0 0
T-Mobile US Inc COM 872590104   7,326,914 54,459 SH   DFND 7 18,998 0 35,461
T-Mobile US Inc COM 872590104   6,921,276 51,444 SH   DFND 8 46,828 0 4,616
Toro Co/The COM 891092108   1,580,222 20,850 SH   DFND 8 20,850 0 0
Toronto-Dominion Bank/The COM NEW 891160509   124,405 1,897 SH   DFND   1,897 0 0
Toronto-Dominion Bank/The COM NEW 891160509   3,318,348 50,600 SH   DFND 11 50,600 0 0
Toronto-Dominion Bank/The COM NEW 891160509   1,586,315 24,189 SH   DFND 7 1,840 0 22,349
Toronto-Dominion Bank/The COM NEW 891160509   43,446,750 662,500 SH   DFND 8 590,100 0 72,400
TPI Composites Inc COM 87266J104   16,813 1,345 SH   DFND   1,345 0 0
TPI Composites Inc COM 87266J104   126,025 10,082 SH   DFND 7 10,082 0 0
TPI Composites Inc COM 87266J104   4,216,350 337,308 SH   DFND 8 337,308 0 0
Tractor Supply Co COM 892356106   22,293 115 SH   DFND   115 0 0
Tractor Supply Co COM 892356106   581,550 3,000 SH   DFND 11 3,000 0 0
Tractor Supply Co COM 892356106   2,321,741 11,977 SH   DFND 7 11,977 0 0
Tractor Supply Co COM 892356106   12,755,330 65,800 SH   DFND 8 65,400 0 400
Trane Technologies PLC SHS G8994E103   30,909 238 SH   DFND   238 0 0
Trane Technologies PLC SHS G8994E103   1,389,609 10,700 SH   DFND 11 10,700 0 0
Trane Technologies PLC SHS G8994E103   85,195 656 SH   DFND 7 656 0 0
Trane Technologies PLC SHS G8994E103   21,766,212 167,600 SH   DFND 8 165,900 0 1,700
TransMedics Group Inc COM 89377M109   10,745,081 341,656 SH   DFND 8 341,656 0 0
Transocean Ltd REG SHS H8817H100   104,562 31,400 SH   DFND 11 31,400 0 0
TransUnion COM 89400J107   15,598 195 SH   DFND   195 0 0
TransUnion COM 89400J107   5,647,294 70,600 SH   DFND 8 70,600 0 0
Travelers Cos Inc/The COM 89417E109   41,606 246 SH   DFND   246 0 0
Travelers Cos Inc/The COM 89417E109   3,737,773 22,100 SH   DFND 11 22,100 0 0
Travelers Cos Inc/The COM 89417E109   284,308 1,681 SH   DFND 7 1,681 0 0
Travelers Cos Inc/The COM 89417E109   19,145,516 113,200 SH   DFND 8 106,800 0 6,400
Travere Therapeutics Inc COM 89422G107   128,419 5,300 SH   DFND 11 5,300 0 0
Travere Therapeutics Inc COM 89422G107   5,446,662 224,790 SH   DFND 8 216,590 0 8,200
Trex Co Inc COM 89531P105   3,262,098 59,943 SH   DFND 7 59,943 0 0
Trex Co Inc COM 89531P105   3,403,971 62,550 SH   DFND 8 62,550 0 0
Trimble Inc COM 896239100   78,436 1,347 SH   DFND   1,347 0 0
Trimble Inc COM 896239100   244,566 4,200 SH   DFND 11 4,200 0 0
Trimble Inc COM 896239100   8,974,000 154,113 SH   DFND 7 114,195 0 39,918
Trimble Inc COM 896239100   108,651,998 1,865,911 SH   DFND 8 1,864,811 0 1,100
TriNet Group Inc COM 896288107   644,246 8,300 SH   DFND 11 6,800 0 1,500
TriNet Group Inc COM 896288107   5,326,673 68,625 SH   DFND 8 62,025 0 6,600
Trip.com Group Ltd ADS 89677Q107   10,665,752 388,552 SH   DFND 7 380,757 0 7,795
Tri Pointe Homes Inc COM 87265H109   303,660 18,000 SH   DFND 11 13,900 0 4,100
Tri Pointe Homes Inc COM 87265H109   2,703,418 160,250 SH   DFND 8 147,750 0 12,500
Triton International Ltd CL A G9078F107   563,355 10,700 SH   DFND 8 0 0 10,700
T Rowe Price Group Inc COM 74144T108   26,358 232 SH   DFND   232 0 0
T Rowe Price Group Inc COM 74144T108   772,548 6,800 SH   DFND 11 6,800 0 0
T Rowe Price Group Inc COM 74144T108   64,758 570 SH   DFND 7 570 0 0
T Rowe Price Group Inc COM 74144T108   15,530,033 136,696 SH   DFND 8 132,100 0 4,596
TrueBlue Inc COM 89785X101   141,410 7,900 SH   DFND 11 5,800 0 2,100
TrueBlue Inc COM 89785X101   112,770 6,300 SH   DFND 8 0 0 6,300
TrueCar Inc COM 89785L107   693,667 267,825 SH   DFND 8 267,825 0 0
Truist Financial Corp COM 89832Q109   64,078 1,351 SH   DFND   1,351 0 0
Truist Financial Corp COM 89832Q109   6,469,262 136,396 SH   DFND 7 5,679 0 130,717
Truist Financial Corp COM 89832Q109   4,003,756 84,414 SH   DFND 8 72,600 0 11,814
TTEC Holdings Inc COM 89854H102   373,395 5,500 SH   DFND 11 5,500 0 0
TTEC Holdings Inc COM 89854H102   2,783,490 41,000 SH   DFND 8 38,800 0 2,200
Tupperware Brands Corp COM 899896104   551,105 86,925 SH   DFND 8 86,925 0 0
Twilio Inc CL A 90138F102   14,667 175 SH   DFND   175 0 0
Twilio Inc CL A 90138F102   16,111,132 192,234 SH   DFND 8 190,193 0 2,041
Twitter Inc COM 90184L102   30,435 814 SH   DFND   814 0 0
Twitter Inc COM 90184L102   258,178 6,905 SH   DFND 7 6,905 0 0
Twitter Inc COM 90184L102   587,621 15,716 SH   DFND 8 15,716 0 0
Tyson Foods Inc CL A 902494103   25,560 297 SH   DFND   297 0 0
Tyson Foods Inc CL A 902494103   269,024 3,126 SH   DFND 7 3,126 0 0
Tyson Foods Inc CL A 902494103   35,310,418 410,300 SH   DFND 8 375,100 0 35,200
UBS Group AG SHS H42097107   13,057 805 SH   DFND   805 0 0
UBS Group AG SHS H42097107   163,988,742 10,110,280 SH   DFND 7 8,207,516 0 1,902,764
UBS Group AG SHS H42097107   7,180,578 442,699 SH   DFND 8 424,758 0 17,941
UDR Inc COM 902653104   22,160,341 481,328 SH   DFND 10 481,328 0 0
UDR Inc COM 902653104   93,507 2,031 SH   DFND 7 2,031 0 0
UFP Industries Inc COM 90278Q108   476,980 7,000 SH   DFND 8 0 0 7,000
UGI Corp COM 902681105   8,224 213 SH   DFND   213 0 0
UGI Corp COM 902681105   6,911 179 SH   DFND 7 179 0 0
UGI Corp COM 902681105   6,266,403 162,300 SH   DFND 8 162,300 0 0
Ulta Beauty Inc COM 90384S303   21,201 55 SH   DFND   55 0 0
Ulta Beauty Inc COM 90384S303   178,863 464 SH   DFND 7 464 0 0
Ulta Beauty Inc COM 90384S303   1,541,920 4,000 SH   DFND 8 0 0 4,000
Ultragenyx Pharmaceutical Inc COM 90400D108   13,461,563 225,638 SH   DFND 8 225,638 0 0
UMB Financial Corp COM 902788108   671,580 7,800 SH   DFND 8 0 0 7,800
UMH Properties Inc COM 903002103   150,110 8,500 SH   DFND 11 6,700 0 1,800
UMH Properties Inc COM 903002103   1,135,732 64,311 SH   DFND 8 56,611 0 7,700
Union Pacific Corp COM 907818108   138,205 648 SH   DFND   648 0 0
Union Pacific Corp COM 907818108   3,199,200 15,000 SH   DFND 10 15,000 0 0
Union Pacific Corp COM 907818108   3,796,384 17,800 SH   DFND 11 17,800 0 0
Union Pacific Corp COM 907818108   10,745,686 50,383 SH   DFND 7 26,100 0 24,283
Union Pacific Corp COM 907818108   95,054,630 445,680 SH   DFND 8 436,680 0 9,000
uniQure NV SHS N90064101   137,936 7,400 SH   DFND 11 6,000 0 1,400
uniQure NV SHS N90064101   1,295,946 69,525 SH   DFND 8 62,325 0 7,200
Unisys Corp COM NEW 909214306   145,563 12,100 SH   DFND 11 9,100 0 3,000
Unisys Corp COM NEW 909214306   1,450,818 120,600 SH   DFND 8 109,800 0 10,800
UnitedHealth Group Inc COM 91324P102   491,544 957 SH   DFND   957 0 0
UnitedHealth Group Inc COM 91324P102   3,903,588 7,600 SH   DFND 11 7,600 0 0
UnitedHealth Group Inc COM 91324P102   41,648,716 81,087 SH   DFND 7 42,950 0 38,137
UnitedHealth Group Inc COM 91324P102   335,549,856 653,291 SH   DFND 8 649,791 0 3,500
United Microelectronics Corp SPON ADR NEW 910873405   259,291 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106   135,992 745 SH   DFND   745 0 0
United Parcel Service Inc CL B 911312106   1,496,828 8,200 SH   DFND 11 8,200 0 0
United Parcel Service Inc CL B 911312106   9,043,032 49,540 SH   DFND 7 21,461 0 28,079
United Parcel Service Inc CL B 911312106   82,801,787 453,609 SH   DFND 8 428,390 0 25,219
United Rentals Inc COM 911363109   17,975 74 SH   DFND   74 0 0
United Rentals Inc COM 911363109   154,005 634 SH   DFND 7 323 0 311
United Rentals Inc COM 911363109   12,401,527 51,054 SH   DFND 8 51,054 0 0
United Therapeutics Corp COM 91307C102   235,640 1,000 SH   DFND 11 800 0 200
United Therapeutics Corp COM 91307C102   10,193,786 43,260 SH   DFND 8 41,860 0 1,400
Uniti Group Inc COM 91325V108   291,078 30,900 SH   DFND 11 24,600 0 6,300
Uniti Group Inc COM 91325V108   2,602,982 276,325 SH   DFND 8 250,325 0 26,000
Unity Software Inc COM 91332U101   7,143 194 SH   DFND   194 0 0
Unity Software Inc COM 91332U101   950,619 25,818 SH   DFND 8 25,818 0 0
Universal Electronics Inc COM 913483103   102,280 4,000 SH   DFND 11 3,000 0 1,000
Universal Electronics Inc COM 913483103   601,918 23,540 SH   DFND 8 23,540 0 0
Unum Group COM 91529Y106   646,380 19,000 SH   DFND 11 14,600 0 4,400
Unum Group COM 91529Y106   4,966,580 145,990 SH   DFND 8 96,390 0 49,600
Urstadt Biddle Properties Inc CL A 917286205   270,540 16,700 SH   DFND 11 13,300 0 3,400
Urstadt Biddle Properties Inc CL A 917286205   113,400 7,000 SH   DFND 8 0 0 7,000
US Bancorp COM NEW 902973304   65,993 1,434 SH   DFND   1,434 0 0
US Bancorp COM NEW 902973304   13,458,687 292,453 SH   DFND 7 166,742 0 125,711
US Bancorp COM NEW 902973304   13,212,342 287,100 SH   DFND 8 272,400 0 14,700
US Foods Holding Corp COM 912008109   813,020 26,500 SH   DFND 11 20,900 0 5,600
US Foods Holding Corp COM 912008109   3,525,132 114,900 SH   DFND 8 87,400 0 27,500
Valero Energy Corp COM 91913Y100   44,212 416 SH   DFND   416 0 0
Valero Energy Corp COM 91913Y100   13,521,898 127,229 SH   DFND 7 15,671 0 111,558
Valero Energy Corp COM 91913Y100   20,261,113 190,639 SH   DFND 8 163,439 0 27,200
Valhi Inc COM 918905209   185,894 4,100 SH   DFND 11 3,300 0 800
Valhi Inc COM 918905209   683,999 15,086 SH   DFND 8 11,686 0 3,400
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870   9,545,186 119,285 SH   DFND 11 119,285 0 0
Vanguard S&P 500 ETF S&P 500 ETF SHS 922908363   7,561,984 21,800 SH   DFND 7 21,800 0 0
Varex Imaging Corp COM 92214X106   158,286 7,400 SH   DFND 11 5,700 0 1,700
Varex Imaging Corp COM 92214X106   1,359,335 63,550 SH   DFND 8 55,950 0 7,600
Veeva Systems Inc CL A COM 922475108   27,924 141 SH   DFND   141 0 0
Veeva Systems Inc CL A COM 922475108   27,726 140 SH   DFND 7 140 0 0
Veeva Systems Inc CL A COM 922475108   46,578,414 235,197 SH   DFND 8 222,414 0 12,783
Verint Systems Inc COM 92343X100   461,615 10,900 SH   DFND 11 8,200 0 2,700
Verint Systems Inc COM 92343X100   1,540,735 36,381 SH   DFND 7 32,745 0 3,636
Verint Systems Inc COM 92343X100   4,436,163 104,750 SH   DFND 8 84,550 0 20,200
VeriSign Inc COM 92343E102   16,900 101 SH   DFND   101 0 0
VeriSign Inc COM 92343E102   735,415 4,395 SH   DFND 11 4,395 0 0
VeriSign Inc COM 92343E102   339,847 2,031 SH   DFND 7 2,031 0 0
VeriSign Inc COM 92343E102   9,870,797 58,990 SH   DFND 8 58,290 0 700
Verisk Analytics Inc COM 92345Y106   28,387 164 SH   DFND   164 0 0
Verisk Analytics Inc COM 92345Y106   1,246,248 7,200 SH   DFND 11 7,200 0 0
Verisk Analytics Inc COM 92345Y106   21,444,639 123,893 SH   DFND 7 123,816 0 77
Verisk Analytics Inc COM 92345Y106   28,356,123 163,823 SH   DFND 8 162,523 0 1,300
Veritiv Corp COM 923454102   151,970 1,400 SH   DFND 11 1,100 0 300
Veritiv Corp COM 923454102   911,820 8,400 SH   DFND 8 7,300 0 1,100
Verizon Communications Inc COM 92343V104   216,703 4,270 SH   DFND   4,270 0 0
Verizon Communications Inc COM 92343V104   4,537,050 89,400 SH   DFND 11 89,400 0 0
Verizon Communications Inc COM 92343V104   3,015,514 59,419 SH   DFND 7 8,684 0 50,735
Verizon Communications Inc COM 92343V104   159,344,850 3,139,800 SH   DFND 8 3,019,800 0 120,000
Vertex Pharmaceuticals Inc COM 92532F100   72,984 259 SH   DFND   259 0 0
Vertex Pharmaceuticals Inc COM 92532F100   718,565 2,550 SH   DFND 7 2,550 0 0
Vertex Pharmaceuticals Inc COM 92532F100   65,123,642 231,107 SH   DFND 8 215,896 0 15,211
Viatris Inc COM 92556V106   12,878 1,230 SH   DFND   1,230 0 0
Viatris Inc COM 92556V106   228,204 21,796 SH   DFND 7 16,903 0 4,893
Viatris Inc COM 92556V106   13,830,504 1,320,965 SH   DFND 8 1,285,663 0 35,302
Viavi Solutions Inc COM 925550105   35,802,986 2,706,197 SH   DFND 8 2,688,978 0 17,219
VICI Properties Inc COM 925652109   869,868 29,200 SH   DFND 11 23,300 0 5,900
VICI Properties Inc COM 925652109   300,700 10,094 SH   DFND 7 10,094 0 0
VICI Properties Inc COM 925652109   1,909,539 64,100 SH   DFND 8 29,500 0 34,600
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   417,576 42,222 SH   DFND   0 0 42,222
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   943,724 95,422 SH   DFND 7 95,422 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103   1,688,905 170,769 SH   DFND 8 170,769 0 0
Virtu Financial Inc CL A 928254101   397,970 17,000 SH   DFND 11 14,000 0 3,000
Virtu Financial Inc CL A 928254101   3,084,268 131,750 SH   DFND 8 114,950 0 16,800
Visa Inc COM CL A 92826C839   332,153 1,687 SH   DFND   1,687 0 0
Visa Inc COM CL A 92826C839   2,736,771 13,900 SH   DFND 11 13,900 0 0
Visa Inc COM CL A 92826C839   95,028,762 482,649 SH   DFND 7 404,305 0 78,344
Visa Inc COM CL A 92826C839   284,303,056 1,443,969 SH   DFND 8 1,407,802 0 36,167
Vishay Intertechnology Inc COM 928298108   420,552 23,600 SH   DFND 11 19,600 0 4,000
Vishay Intertechnology Inc COM 928298108   3,776,504 211,925 SH   DFND 8 176,325 0 35,600
Vista Outdoor Inc COM 928377100   279,000 10,000 SH   DFND 11 7,600 0 2,400
Vista Outdoor Inc COM 928377100   752,100 26,957 SH   DFND 8 22,757 0 4,200
Voya Financial Inc COM 929089100   3,988,510 67,000 SH   DFND 8 48,800 0 18,200
Vulcan Materials Co COM 929160109   19,184 135 SH   DFND   135 0 0
Vulcan Materials Co COM 929160109   19,041 134 SH   DFND 7 134 0 0
Vulcan Materials Co COM 929160109   184,730 1,300 SH   DFND 8 1,300 0 0
Wabash National Corp COM 929566107   135,800 10,000 SH   DFND 11 7,600 0 2,400
Wabash National Corp COM 929566107   1,052,450 77,500 SH   DFND 8 67,900 0 9,600
Walmart Inc COM 931142103   188,692 1,552 SH   DFND   1,552 0 0
Walmart Inc COM 931142103   3,258,344 26,800 SH   DFND 11 26,800 0 0
Walmart Inc COM 931142103   8,431,330 69,348 SH   DFND 7 28,609 0 40,739
Walmart Inc COM 931142103   70,376,583 578,850 SH   DFND 8 562,050 0 16,800
Walt Disney Co/The COM 254687106   1,891,493 20,037 SH   DFND   20,037 0 0
Walt Disney Co/The COM 254687106   31,237,243 330,903 SH   DFND 7 279,094 0 51,809
Walt Disney Co/The COM 254687106   18,304,538 193,904 SH   DFND 8 178,404 0 15,500
Warner Bros Discovery Inc COM SER A 934423104   328,213 24,457 SH   DFND 11 24,457 0 0
Warner Bros Discovery Inc COM SER A 934423104   858,370 63,962 SH   DFND 7 8,245 0 55,717
Warner Bros Discovery Inc COM SER A 934423104   1,797,837 133,967 SH   DFND 8 83,458 0 50,509
Waste Connections Inc COM 94106B101   126,687 1,022 SH   DFND   1,022 0 0
Waste Connections Inc COM 94106B101   17,678,307 142,613 SH   DFND 7 48,371 0 94,242
Waste Connections Inc COM 94106B101   92,191,035 743,716 SH   DFND 8 743,016 0 700
Waste Management Inc COM 94106L109   64,558 422 SH   DFND   422 0 0
Waste Management Inc COM 94106L109   1,024,966 6,700 SH   DFND 11 6,700 0 0
Waste Management Inc COM 94106L109   797,944 5,216 SH   DFND 7 422 0 4,794
Waste Management Inc COM 94106L109   13,217,472 86,400 SH   DFND 8 81,400 0 5,000
Waters Corp COM 941848103   20,521 62 SH   DFND   62 0 0
Waters Corp COM 941848103   695,058 2,100 SH   DFND 11 2,100 0 0
Waters Corp COM 941848103   9,783,438 29,559 SH   DFND 7 27,363 0 2,196
Waters Corp COM 941848103   14,708,751 44,440 SH   DFND 8 44,200 0 240
Watts Water Technologies Inc CL A 942749102   4,647,529 37,834 SH   DFND 7 37,834 0 0
WEC Energy Group Inc COM 92939U106   32,305 321 SH   DFND   321 0 0
WEC Energy Group Inc COM 92939U106   734,672 7,300 SH   DFND 11 7,300 0 0
Wells Fargo & Co COM 949746101   151,980 3,880 SH   DFND   3,880 0 0
Wells Fargo & Co COM 949746101   10,482,245 267,609 SH   DFND 7 180,367 0 87,242
Wells Fargo & Co COM 949746101   15,256,715 389,500 SH   DFND 8 380,400 0 9,100
Welltower Inc COM 95040Q104   37,182,590 451,519 SH   DFND 10 451,519 0 0
Welltower Inc COM 95040Q104   465,195 5,649 SH   DFND 7 5,649 0 0
Wendy's Co/The COM 95058W100   211,456 11,200 SH   DFND 11 7,300 0 3,900
Werner Enterprises Inc COM 950755108   470,188 12,200 SH   DFND 8 0 0 12,200
Western Alliance Bancorp COM 957638109   804,840 11,400 SH   DFND 11 11,000 0 400
Western Alliance Bancorp COM 957638109   2,107,410 29,850 SH   DFND 8 18,750 0 11,100
Western Digital Corp COM 958102105   14,256 318 SH   DFND   318 0 0
Western Digital Corp COM 958102105   263,466 5,877 SH   DFND 7 5,877 0 0
Western Digital Corp COM 958102105   15,273,581 340,700 SH   DFND 8 296,700 0 44,000
Western Digital Corp NOTE 1.500% 2/0 958102AP0   15,810,980 16,556,000 PRN   DFND 7 14,393,000 0 2,163,000
Western Union Co/The COM 959802109   6,588 400 SH   DFND   400 0 0
Western Union Co/The COM 959802109   821,853 49,900 SH   DFND 11 49,900 0 0
Western Union Co/The COM 959802109   6,687 406 SH   DFND 7 406 0 0
Western Union Co/The COM 959802109   21,572,406 1,309,800 SH   DFND 8 1,300,100 0 9,700
West Fraser Timber Co Ltd COM 952845105   6,215 81 SH   DFND   81 0 0
West Fraser Timber Co Ltd COM 952845105   1,556,698 20,288 SH   DFND 7 16,681 0 3,607
West Fraser Timber Co Ltd COM 952845105   99,749 1,300 SH   DFND 8 0 0 1,300
Westinghouse Air Brake Technologies Corp COM 929740108   14,692 179 SH   DFND   179 0 0
Westinghouse Air Brake Technologies Corp COM 929740108   191,493 2,333 SH   DFND 7 2,333 0 0
Westlake Corp COM 960413102   3,823 39 SH   DFND   39 0 0
Westlake Corp COM 960413102   421,486 4,300 SH   DFND 11 3,500 0 800
Westlake Corp COM 960413102   578,318 5,900 SH   DFND 8 4,900 0 1,000
West Pharmaceutical Services Inc COM 955306105   22,980 76 SH   DFND   76 0 0
West Pharmaceutical Services Inc COM 955306105   1,088,532 3,600 SH   DFND 11 3,600 0 0
West Pharmaceutical Services Inc COM 955306105   175,979 582 SH   DFND 7 582 0 0
West Pharmaceutical Services Inc COM 955306105   34,401,844 113,774 SH   DFND 8 103,800 0 9,974
WEX Inc COM 96208T104   886,692 5,700 SH   DFND 11 4,500 0 1,200
WEX Inc COM 96208T104   8,191,323 52,657 SH   DFND 7 52,657 0 0
WEX Inc COM 96208T104   3,321,206 21,350 SH   DFND 8 15,850 0 5,500
Weyerhaeuser Co COM NEW 962166104   149,040 4,500 SH   DFND 11 4,500 0 0
Weyerhaeuser Co COM NEW 962166104   90,649 2,737 SH   DFND 7 2,737 0 0
Weyerhaeuser Co COM NEW 962166104   23,382,720 706,000 SH   DFND 8 692,400 0 13,600
Wheaton Precious Metals Corp COM 962879102   16,898 469 SH   DFND   469 0 0
Wheaton Precious Metals Corp COM 962879102   504,420 14,000 SH   DFND 11 14,000 0 0
Wheaton Precious Metals Corp COM 962879102   12,504,896 347,069 SH   DFND 7 347,069 0 0
Wheaton Precious Metals Corp COM 962879102   4,590,222 127,400 SH   DFND 8 125,400 0 2,000
Whirlpool Corp COM 963320106   9,292 60 SH   DFND   60 0 0
Whirlpool Corp COM 963320106   263,279 1,700 SH   DFND 11 1,000 0 700
Whirlpool Corp COM 963320106   98,342 635 SH   DFND 7 635 0 0
Whirlpool Corp COM 963320106   14,155,118 91,400 SH   DFND 8 81,700 0 9,700
Williams Cos Inc/The COM 969457100   38,576 1,236 SH   DFND   1,236 0 0
Williams Cos Inc/The COM 969457100   1,305,639 41,834 SH   DFND 7 41,834 0 0
Williams Cos Inc/The COM 969457100   1,420,055 45,500 SH   DFND 8 45,500 0 0
Williams-Sonoma Inc COM 969904101   743,365 6,700 SH   DFND 11 5,100 0 1,600
Williams-Sonoma Inc COM 969904101   10,430,964 94,015 SH   DFND 8 74,525 0 19,490
Willis Towers Watson PLC SHS G96629103   23,687 120 SH   DFND   120 0 0
Willis Towers Watson PLC SHS G96629103   1,263,296 6,400 SH   DFND 11 6,400 0 0
Willis Towers Watson PLC SHS G96629103   25,858 131 SH   DFND 7 131 0 0
Willis Towers Watson PLC SHS G96629103   7,244,213 36,700 SH   DFND 8 35,500 0 1,200
Wintrust Financial Corp COM 97650W108   745,395 9,300 SH   DFND 11 7,200 0 2,100
Wintrust Financial Corp COM 97650W108   5,808,871 72,475 SH   DFND 8 61,675 0 10,800
Wolfspeed Inc COM 977852102   23,286 367 SH   DFND   367 0 0
Wolfspeed Inc COM 977852102   207,672 3,273 SH   DFND 7 3,273 0 0
Wolfspeed Inc COM 977852102   52,229,692 823,163 SH   DFND 8 823,163 0 0
Wolverine World Wide Inc COM 978097103   294,336 14,600 SH   DFND 11 11,100 0 3,500
Wolverine World Wide Inc COM 978097103   278,208 13,800 SH   DFND 8 0 0 13,800
Workday Inc CL A 98138H101   27,776 199 SH   DFND   199 0 0
Workday Inc CL A 98138H101   169,450 1,214 SH   DFND 7 1,214 0 0
Workday Inc CL A 98138H101   68,472,504 490,561 SH   DFND 8 488,314 0 2,247
Workiva Inc COM CL A 98139A105   6,692,178 101,412 SH   DFND 7 101,412 0 0
World Wrestling Entertainment Inc CL A 98156Q108   324,948 5,200 SH   DFND 11 4,200 0 1,000
World Wrestling Entertainment Inc CL A 98156Q108   3,468,195 55,500 SH   DFND 8 50,400 0 5,100
WP Carey Inc COM 92936U109   207,647 2,506 SH   DFND 7 2,506 0 0
W R Berkley Corp COM 084423102   14,744 216 SH   DFND   216 0 0
W R Berkley Corp COM 084423102   907,858 13,300 SH   DFND 11 13,300 0 0
W R Berkley Corp COM 084423102   19,348,297 283,450 SH   DFND 8 280,200 0 3,250
WW Grainger Inc COM 384802104   21,358 47 SH   DFND   47 0 0
WW Grainger Inc COM 384802104   772,531 1,700 SH   DFND 11 1,700 0 0
WW Grainger Inc COM 384802104   289,472 637 SH   DFND 7 637 0 0
WW Grainger Inc COM 384802104   17,794,570 39,158 SH   DFND 8 38,700 0 458
Wynn Resorts Ltd COM 983134107   6,382 112 SH   DFND   112 0 0
Wynn Resorts Ltd COM 983134107   478,632 8,400 SH   DFND 11 6,900 0 1,500
Wynn Resorts Ltd COM 983134107   467,236 8,200 SH   DFND 8 0 0 8,200
X4 Pharmaceuticals Inc COM 98420X103   1,110,201 1,150,467 SH   DFND 8 1,150,467 0 0
Xcel Energy Inc COM 98389B100   39,201 554 SH   DFND   554 0 0
Xcel Energy Inc COM 98389B100   279,856 3,955 SH   DFND 7 3,955 0 0
Xcel Energy Inc COM 98389B100   77,836 1,100 SH   DFND 8 0 0 1,100
Xenon Pharmaceuticals Inc COM 98420N105   5,820,897 191,351 SH   DFND 8 191,351 0 0
XPeng Inc ADS 98422D105   384,054 12,100 SH   DFND   0 0 12,100
XPeng Inc ADS 98422D105   9,331,560 294,000 SH   DFND 8 294,000 0 0
Xperi Holding Corp COM 98390M103   264,069 18,300 SH   DFND 11 13,600 0 4,700
Xperi Holding Corp COM 98390M103   2,195,207 152,128 SH   DFND 8 139,028 0 13,100
Xylem Inc/NY COM 98419M100   70,831 906 SH   DFND   906 0 0
Xylem Inc/NY COM 98419M100   4,903,997 62,727 SH   DFND 7 62,727 0 0
Xylem Inc/NY COM 98419M100   26,138,858 334,342 SH   DFND 8 334,342 0 0
Yandex NV SHS CLASS A N97284108   1,270,291 88,894 SH   DFND   88,894 0 0
YETI Holdings Inc COM 98585X104   501,932 11,600 SH   DFND 11 9,400 0 2,200
YETI Holdings Inc COM 98585X104   5,452,020 126,000 SH   DFND 8 108,100 0 17,900
Yiren Digital Ltd SPONSORED ADS 98585L100   44,460 24,700 SH   DFND 8 24,700 0 0
YPF SA SPON ADR CL D 984245100   482,715 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109   16,245,124 334,951 SH   DFND   334,951 0 0
Yum China Holdings Inc COM 98850P109   3,731,736 76,943 SH   DFND 8 76,943 0 0
Zai Lab Ltd ADR 98887Q104   242,760 7,000 SH   DFND   7,000 0 0
Zai Lab Ltd ADR 98887Q104   289,717 8,354 SH   DFND 7 0 0 8,354
Zai Lab Ltd ADR 98887Q104   6,230,158 179,647 SH   DFND 8 179,647 0 0
Zebra Technologies Corp CL A 989207105   15,873 54 SH   DFND   54 0 0
Zebra Technologies Corp CL A 989207105   85,539 291 SH   DFND 7 291 0 0
Zebra Technologies Corp CL A 989207105   14,589,914 49,634 SH   DFND 8 44,634 0 5,000
Zendesk Inc COM 98936J101   9,185 124 SH   DFND   124 0 0
Zendesk Inc COM 98936J101   48,369,636 653,026 SH   DFND 8 645,121 0 7,905
Zendesk Inc NOTE 0.625% 6/1 98936JAD3   6,824,920 7,036,000 PRN   DFND 7 5,970,000 0 1,066,000
Zentalis Pharmaceuticals Inc COM 98943L107   6,402,360 227,842 SH   DFND 8 227,842 0 0
Zimmer Biomet Holdings Inc COM 98956P102   22,273 212 SH   DFND   212 0 0
Zimmer Biomet Holdings Inc COM 98956P102   5,062,211 48,184 SH   DFND 7 24,229 0 23,955
Zimmer Biomet Holdings Inc COM 98956P102   30,099,375 286,497 SH   DFND 8 286,497 0 0
Zimvie Inc COM 98888T107   38,328 2,394 SH   DFND 7 0 0 2,394
Zimvie Inc COM 98888T107   321,849 20,103 SH   DFND 8 20,103 0 0
Zions Bancorp NA COM 989701107   157,790 3,100 SH   DFND 11 2,300 0 800
Zions Bancorp NA COM 989701107   950,558 18,675 SH   DFND 8 16,175 0 2,500
Zoetis Inc CL A 98978V103   2,650,888 15,422 SH   DFND   15,422 0 0
Zoetis Inc CL A 98978V103   2,612,728 15,200 SH   DFND 11 15,200 0 0
Zoetis Inc CL A 98978V103   49,246,485 286,500 SH   DFND 7 255,735 0 30,765
Zoetis Inc CL A 98978V103   86,716,958 504,491 SH   DFND 8 484,891 0 19,600
Zoom Video Communications Inc CL A 98980L101   23,969 222 SH   DFND   222 0 0
Zoom Video Communications Inc CL A 98980L101   120,602 1,117 SH   DFND 7 1,117 0 0
Zoom Video Communications Inc CL A 98980L101   814,742 7,546 SH   DFND 8 7,546 0 0
Zscaler Inc COM 98980G102   12,708 85 SH   DFND   85 0 0
Zscaler Inc COM 98980G102   3,775,726 25,254 SH   DFND 7 25,254 0 0
Zscaler Inc COM 98980G102   25,320,266 169,355 SH   DFND 8 167,744 0 1,611
Zscaler Inc NOTE 0.125% 7/0 98980GAB8   2,863,738 2,377,000 PRN   DFND 7 1,976,000 0 401,000