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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COM 00081T108 621 107,113 SH   DFND 17 107,113 0 0
ACCO BRANDS CORP COM 00081T108 1,476 254,431 SH   DFND 21 232,267 0 22,164
ACCO BRANDS CORP COM 00081T108 10 1,722 SH   DFND 25 1,722 0 0
ADT INC DEL COM 00090Q103 170 20,819 SH   DFND 17 20,819 0 0
ADT INC DEL COM 00090Q103 3,862 472,673 SH   DFND 21 257,092 0 215,581
ABM INDS INC COM 000957100 4,175 113,879 SH   DFND 17 113,879 0 0
AFLAC INC COM 001055102 4,941 135,924 SH   DFND 17 135,924 0 0
AFLAC INC COM 001055102 20,134 553,896 SH   DFND 21 212,487 0 341,409
AFLAC INC COM 001055102 69 1,894 SH   DFND 25 1,894 0 0
ACM RESEARCH INC COM CL A 00108J109 61 883 SH   DFND 17 883 0 0
ACM RESEARCH INC COM CL A 00108J109 734 10,625 SH   DFND 20 10,625 0 0
AG MTG INVT TR INC COM 001228105 469 169,871 SH   DFND 17 169,871 0 0
AGNC INVT CORP COM 00123Q104 18,393 1,322,301 SH   DFND 4 1,322,301 0 0
AGNC INVT CORP COM 00123Q104 6,169 443,527 SH   DFND 17 443,527 0 0
AGNC INVT CORP COM 00123Q104 2,345 168,595 SH   DFND 21 168,595 0 0
AES CORP COM 00130H105 10,411 574,863 SH   DFND 17 574,863 0 0
AES CORP COM 00130H105 294 16,249 SH   DFND 20 16,249 0 0
AES CORP COM 00130H105 11,221 619,579 SH   DFND 21 540,667 0 78,912
AES CORP COM 00130H105 45 2,477 SH   DFND 25 2,477 0 0
AMN HEALTHCARE SVCS INC COM 001744101 373 6,385 SH   DFND 21 6,385 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 323 29,100 SH   DFND 17 0 0 29,100
ASGN INC COM 00191U102 719 11,310 SH   DFND 17 11,310 0 0
AT&T INC COM 00206R102 27,265 956,344 SH   DFND 17 956,344 0 0
AT&T INC COM 00206R102 1,532 53,749 SH   DFND 20 53,749 0 0
AT&T INC COM 00206R102 145,790 5,113,649 SH   DFND 21 3,401,755 0 1,711,894
AT&T INC COM 00206R102 224 7,871 SH   DFND 25 7,871 0 0
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 407 99,778 SH   DFND 17 99,778 0 0
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 431 105,561 SH   DFND 21 105,561 0 0
AARONS INC COM PAR $0.50 002535300 5,703 100,663 SH   DFND 17 100,663 0 0
AARONS INC COM PAR $0.50 002535300 192 3,392 SH   DFND 21 0 0 3,392
ABBOTT LABS COM 002824100 79,704 732,372 SH   DFND 17 697,838 0 34,534
ABBOTT LABS COM 002824100 1,865 17,136 SH   DFND 20 17,136 0 0
ABBOTT LABS COM 002824100 107,037 983,525 SH   DFND 21 568,258 0 415,267
ABBOTT LABS COM 002824100 11 101 SH   DFND 25 101 0 0
ABBVIE INC COM 00287Y109 176,760 2,018,035 SH   DFND 17 1,978,963 0 39,072
ABBVIE INC COM 00287Y109 19,268 219,974 SH   DFND 20 54,735 0 165,239
ABBVIE INC COM 00287Y109 209,211 2,388,521 SH   DFND 21 1,952,225 0 436,296
ABIOMED INC COM 003654100 170 612 SH   DFND 17 612 0 0
ABIOMED INC COM 003654100 35 127 SH   DFND 21 127 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 14,045 340,477 SH   DFND 17 280,677 0 59,800
ACADIA PHARMACEUTICALS INC COM 004225108 2,017 48,900 SH   DFND 24 48,900 0 0
ACCELERON PHARMA INC COM 00434H108 1,225 10,885 SH   DFND 17 10,885 0 0
ACCELERON PHARMA INC COM 00434H108 450 4,000 SH   DFND 24 4,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4 48 SH   DFND 4 48 0 0
ACTIVISION BLIZZARD INC COM 00507V109 227,600 2,811,615 SH   DFND 17 2,672,845 0 138,770
ACTIVISION BLIZZARD INC COM 00507V109 1,464 18,089 SH   DFND 20 18,089 0 0
ACTIVISION BLIZZARD INC COM 00507V109 88,752 1,096,382 SH   DFND 21 673,345 0 423,037
ACUITY BRANDS INC COM 00508Y102 3,924 38,335 SH   DFND 21 38,000 0 335
ACUSHNET HOLDINGS CORP COM 005098108 2,778 82,642 SH   DFND 17 82,642 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 14,908 306,565 SH   DFND 17 241,975 0 64,590
ADDUS HOMECARE CORP COM 006739106 699 7,394 SH   DFND 17 7,394 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 2 5 SH   DFND 4 5 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 387,240 789,593 SH   DFND 17 780,417 0 9,176
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,577 3,216 SH   DFND 20 3,216 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 308,935 629,926 SH   DFND 21 503,581 0 126,345
ADOBE SYSTEMS INCORPORATED COM 00724F101 192 392 SH   DFND 25 392 0 0
ADOBE SYSTEMS INCORPORATED PUT 00724F951 1,275 2,600 SH Put DFND 21 2,600 0 0
AECOM COM 00766T100 4,336 103,623 SH   DFND 17 103,623 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,473 125,180 SH   DFND 17 125,180 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 322 27,400 SH   DFND 24 27,400 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,425 235,391 SH   DFND 17 217,891 0 17,500
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 357 34,700 SH   DFND 24 34,700 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,906 122,984 SH   DFND 17 122,984 0 0
ADVANCED MICRO DEVICES INC COM 007903107 321,060 3,915,842 SH   DFND 17 3,515,102 0 400,740
ADVANCED MICRO DEVICES INC COM 007903107 6,146 74,964 SH   DFND 21 17,377 0 57,587
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 67,436 6,585,000 PRN   DFND 17 5,825,000 0 760,000
ADVANCED DRAIN SYS INC DEL COM 00790R104 562 9,000 SH   DFND 17 7,200 0 1,800
ADVANCED DISP SVCS INC DEL COM 00790X101 20,142 666,285 SH   DFND 4 597,848 0 68,437
ADVANCED DISP SVCS INC DEL COM 00790X101 2,606 86,200 SH   DFND 21 86,200 0 0
ADVANCED ENERGY INDS COM 007973100 714 11,341 SH   DFND 21 11,341 0 0
AEROVIRONMENT INC COM 008073108 570 9,495 SH   DFND 21 5,730 0 3,765
AFFILIATED MANAGERS GROUP IN COM 008252108 2,221 32,473 SH   DFND 21 30,213 0 2,260
AGILENT TECHNOLOGIES INC COM 00846U101 1 9 SH   DFND 4 9 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 76,406 756,947 SH   DFND 17 747,039 0 9,908
AGILENT TECHNOLOGIES INC COM 00846U101 24,959 247,268 SH   DFND 20 53,967 0 193,301
AGILENT TECHNOLOGIES INC COM 00846U101 162,439 1,609,261 SH   DFND 21 1,314,126 0 295,135
AGILENT TECHNOLOGIES INC COM 00846U101 1,100 10,900 SH   DFND 24 10,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 139 1,382 SH   DFND 25 1,382 0 0
AGNICO EAGLE MINES LTD COM 008474108 28,368 358,154 SH   DFND 21 354,658 0 3,496
AGIOS PHARMACEUTICALS INC COM 00847X104 2,397 68,480 SH   DFND 17 66,680 0 1,800
AGIOS PHARMACEUTICALS INC COM 00847X104 553 15,800 SH   DFND 24 15,800 0 0
AGREE REALTY CORP COM 008492100 4,839 76,037 SH   DFND 4 76,037 0 0
AGREE REALTY CORP COM 008492100 8,114 127,503 SH   DFND 17 67,338 0 60,165
AGORA INC ADS 00851L103 2,347 55,590 SH   DFND 17 55,590 0 0
AGORA INC ADS 00851L103 16,042 379,992 SH   DFND 20 379,992 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 20,586 597,560 SH   DFND 4 523,700 0 73,860
AIMMUNE THERAPEUTICS INC COM 00900T107 2,480 72,000 SH   DFND 21 72,000 0 0
AIR LEASE CORP CL A 00912X302 77 2,614 SH   DFND 17 2,614 0 0
AIR LEASE CORP CL A 00912X302 3,257 110,703 SH   DFND 21 94,577 0 16,126
AIR PRODS & CHEMS INC COM 009158106 11,535 38,725 SH   DFND 17 38,725 0 0
AIR PRODS & CHEMS INC COM 009158106 7,725 25,934 SH   DFND 21 16,930 0 9,004
AIR PRODS & CHEMS INC COM 009158106 7,506 25,200 SH   DFND 24 25,200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 55,662 503,547 SH   DFND 17 486,587 0 16,960
AKAMAI TECHNOLOGIES INC COM 00971T101 6,532 59,095 SH   DFND 21 53,526 0 5,569
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 235,518 182,215,000 PRN   DFND 17 173,285,000 0 8,930,000
ALAMOS GOLD INC NEW COM CL A 011532108 10 1,090 SH   DFND 17 1,090 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 2,182 248,419 SH   DFND 21 177,422 0 70,997
ALASKA AIR GROUP INC COM 011659109 16 428 SH   DFND 17 428 0 0
ALASKA AIR GROUP INC COM 011659109 462 12,612 SH   DFND 21 12,612 0 0
ALBANY INTL CORP CL A 012348108 773 15,607 SH   DFND 21 15,607 0 0
ALBEMARLE CORP COM 012653101 135 1,509 SH   DFND 17 1,509 0 0
ALBEMARLE CORP COM 012653101 6,586 73,768 SH   DFND 20 0 0 73,768
ALBEMARLE CORP COM 012653101 21,953 245,887 SH   DFND 21 245,207 0 680
ALBEMARLE CORP COM 012653101 179 2,000 SH   DFND 24 2,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 22,928 143,299 SH   DFND 4 143,299 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 37,950 237,185 SH   DFND 17 235,603 0 1,582
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,763 42,270 SH   DFND 21 3,056 0 39,214
ALEXION PHARMACEUTICALS INC COM 015351109 11,938 104,324 SH   DFND 4 97,424 0 6,900
ALEXION PHARMACEUTICALS INC COM 015351109 8,707 76,092 SH   DFND 17 76,092 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,038 35,286 SH   DFND 21 15,263 0 20,023
ALEXION PHARMACEUTICALS INC COM 015351109 1,751 15,300 SH   DFND 24 15,300 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 16,641 1,149,321 SH   DFND 17 1,149,321 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 19,306 1,333,385 SH   DFND 21 741,883 0 591,502
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 416,227 1,415,835 SH   DFND 17 1,385,446 0 30,389
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 259,252 881,869 SH   DFND 20 751,635 0 130,234
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 149,384 508,143 SH   DFND 21 484,934 0 23,209
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,077 41,080 SH   DFND 24 41,080 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,326 18,117 SH   DFND 25 18,117 0 0
ALIGN TECHNOLOGY INC COM 016255101 192,201 587,125 SH   DFND 17 575,705 0 11,420
ALIGN TECHNOLOGY INC COM 016255101 9,728 29,715 SH   DFND 20 0 0 29,715
ALIGN TECHNOLOGY INC COM 016255101 84,790 259,013 SH   DFND 21 257,186 0 1,827
ALIGN TECHNOLOGY INC COM 016255101 1,048 3,200 SH   DFND 24 3,200 0 0
ALLAKOS INC COM 01671P100 2,904 35,650 SH   DFND 17 35,650 0 0
ALLAKOS INC COM 01671P100 790 9,700 SH   DFND 24 9,700 0 0
ALLEGHANY CORP DEL COM 017175100 268 515 SH   DFND 17 515 0 0
ALLETE INC COM NEW 018522300 240 4,643 SH   DFND 17 4,643 0 0
ALLIANT ENERGY CORP COM 018802108 19,979 386,813 SH   DFND 17 386,813 0 0
ALLIANT ENERGY CORP COM 018802108 3,696 71,559 SH   DFND 21 71,559 0 0
ALLIANCEBERNSTEIN HLDG L P UNIT LTD PARTN 01881G106 6,446 238,395 SH   DFND 17 238,395 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,655 104,000 SH   DFND 4 104,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,432 183,038 SH   DFND 21 71,739 0 111,299
ALLOGENE THERAPEUTICS INC COM 019770106 524 13,895 SH   DFND 17 13,895 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 151 4,000 SH   DFND 24 4,000 0 0
ALLSTATE CORP COM 020002101 112,062 1,190,376 SH   DFND 17 1,181,232 0 9,144
ALLSTATE CORP COM 020002101 1,275 13,545 SH   DFND 20 13,545 0 0
ALLSTATE CORP COM 020002101 57,401 609,737 SH   DFND 21 421,540 0 188,197
ALLSTATE CORP COM 020002101 38 408 SH   DFND 25 408 0 0
ALLY FINL INC COM 02005N100 4,526 180,534 SH   DFND 17 180,534 0 0
ALLY FINL INC COM 02005N100 755 30,125 SH   DFND 20 30,125 0 0
ALLY FINL INC COM 02005N100 26,390 1,052,645 SH   DFND 21 585,136 0 467,509
ALLY FINL INC COM 02005N100 46 1,848 SH   DFND 25 1,848 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,670 25,209 SH   DFND 17 25,209 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 932 6,400 SH   DFND 24 6,400 0 0
ALPHABET INC CAP STK CL C 02079K107 33,507 22,800 SH   DFND 4 22,300 0 500
ALPHABET INC CAP STK CL C 02079K107 141,643 96,382 SH   DFND 17 86,831 0 9,551
ALPHABET INC CAP STK CL C 02079K107 2,681 1,824 SH   DFND 20 1,824 0 0
ALPHABET INC CAP STK CL C 02079K107 250,949 170,760 SH   DFND 21 119,867 0 50,893
ALPHABET INC CAP STK CL C 02079K107 256 174 SH   DFND 25 174 0 0
ALPHABET INC CAP STK CL A 02079K305 670,692 457,623 SH   DFND 17 452,423 0 5,200
ALPHABET INC CAP STK CL A 02079K305 28,592 19,509 SH   DFND 20 1,743 0 17,766
ALPHABET INC CAP STK CL A 02079K305 330,024 225,180 SH   DFND 21 168,726 0 56,454
ALPHABET INC CAP STK CL A 02079K305 242 165 SH   DFND 25 165 0 0
ALPHABET INC PUT 02079K955 586 400 SH Put DFND 21 400 0 0
ALTERYX INC COM CL A 02156B103 75,490 664,818 SH   DFND 17 603,963 0 60,855
ALTERYX INC COM CL A 02156B103 1,862 16,400 SH   DFND 21 16,400 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 53,897 53,975,000 PRN   DFND 17 53,975,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 58,943 58,580,000 PRN   DFND 17 58,580,000 0 0
ALTICE USA INC CL A 02156K103 90 3,454 SH   DFND 17 3,454 0 0
ALTICE USA INC CL A 02156K103 452 17,370 SH   DFND 21 17,370 0 0
ALTRA INDL MOTION CORP COM 02208R106 382 10,338 SH   DFND 17 10,338 0 0
ALTRIA GROUP INC COM 02209S103 2,237 57,886 SH   DFND 17 42,886 0 15,000
ALTRIA GROUP INC COM 02209S103 982 25,416 SH   DFND 21 21,260 0 4,156
AMAZON COM INC COM 023135106 9 3 SH   DFND 4 3 0 0
AMAZON COM INC COM 023135106 1,639,411 520,658 SH   DFND 17 477,565 0 43,093
AMAZON COM INC COM 023135106 54,738 17,384 SH   DFND 20 4,018 0 13,366
AMAZON COM INC COM 023135106 958,177 304,306 SH   DFND 21 236,770 0 67,536
AMAZON COM INC COM 023135106 7,809 2,480 SH   DFND 24 2,480 0 0
AMAZON COM INC COM 023135106 803 255 SH   DFND 25 255 0 0
AMAZON COM INC CALL 023135906 125,949 40,000 SH Call DFND 17 40,000 0 0
AMEDISYS INC COM 023436108 1,450 6,131 SH   DFND 17 5,231 0 900
AMEDISYS INC COM 023436108 218 920 SH   DFND 21 920 0 0
AMEREN CORP COM 023608102 3,491 44,142 SH   DFND 17 44,117 0 25
AMEREN CORP COM 023608102 10,931 138,228 SH   DFND 21 108,594 0 29,634
AMEREN CORP COM 023608102 82 1,041 SH   DFND 25 1,041 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 46,708 50,000,000 PRN   DFND 17 47,900,000 0 2,100,000
AMERICAN ASSETS TR INC COM 024013104 1,709 70,934 SH   DFND 17 70,934 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,252 76,499 SH   DFND 17 76,499 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,302 113,816 SH   DFND 21 113,816 0 0
AMERICAN ELEC PWR CO INC COM 025537101 57 700 SH   DFND 25 700 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 613 41,423 SH   DFND 17 41,423 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 2,310 155,946 SH   DFND 21 145,268 0 10,678
AMERICAN EQTY INVT LIFE HLD COM 025676206 474 21,551 SH   DFND 17 21,551 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 355 16,133 SH   DFND 20 16,133 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,158 98,128 SH   DFND 21 70,196 0 27,932
AMERICAN EXPRESS CO COM 025816109 14,267 142,313 SH   DFND 17 142,290 0 23
AMERICAN EXPRESS CO COM 025816109 13,524 134,904 SH   DFND 20 0 0 134,904
AMERICAN EXPRESS CO COM 025816109 174,090 1,736,561 SH   DFND 21 1,665,037 0 71,524
AMERICAN EXPRESS CO COM 025816109 1,343 13,400 SH   DFND 24 13,400 0 0
AMERICAN EXPRESS CO COM 025816109 98 974 SH   DFND 25 974 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 33,021 492,999 SH   DFND 17 492,999 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 614 9,171 SH   DFND 20 9,171 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,628 173,606 SH   DFND 21 146,504 0 27,102
AMERICAN HOMES 4 RENT CL A 02665T306 18,805 660,284 SH   DFND 4 660,284 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 85 3,079 SH   DFND 17 3,079 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,455 52,853 SH   DFND 21 2,584 0 50,269
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 132 1,946 SH   DFND 17 1,946 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 365 5,381 SH   DFND 21 5,381 0 0
AMER STATES WTR CO COM 029899101 12,926 172,460 SH   DFND 17 170,960 0 1,500
AMER STATES WTR CO COM 029899101 1,155 15,411 SH   DFND 21 13,677 0 1,734
AMERICAN TOWER CORP NEW COM 03027X100 37,092 153,442 SH   DFND 4 153,442 0 0
AMERICAN TOWER CORP NEW COM 03027X100 234,633 970,641 SH   DFND 17 967,934 0 2,707
AMERICAN TOWER CORP NEW COM 03027X100 64,589 267,196 SH   DFND 21 202,359 0 64,837
AMERICAN TOWER CORP NEW COM 03027X100 148 612 SH   DFND 25 612 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 82,159 567,082 SH   DFND 17 567,061 0 21
AMERICAN WTR WKS CO INC NEW COM 030420103 21,295 146,983 SH   DFND 21 118,595 0 28,388
AMERICAN WTR WKS CO INC NEW COM 030420103 10,721 74,000 SH   DFND 24 74,000 0 0
AMERICAS CAR-MART INC COM 03062T105 15 182 SH   DFND 17 182 0 0
AMERICAS CAR-MART INC COM 03062T105 294 3,465 SH   DFND 21 3,465 0 0
AMERICOLD RLTY TR COM 03064D108 15,829 442,770 SH   DFND 4 442,770 0 0
AMERICOLD RLTY TR COM 03064D108 8,456 236,541 SH   DFND 17 236,527 0 14
AMERISAFE INC COM 03071H100 291 5,078 SH   DFND 17 5,078 0 0
AMERISOURCEBERGEN CORP COM 03073E105 212 2,184 SH   DFND 17 2,184 0 0
AMERISOURCEBERGEN CORP COM 03073E105 360 3,719 SH   DFND 20 3,719 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,157 53,209 SH   DFND 21 50,180 0 3,029
AMERIPRISE FINL INC COM 03076C106 2,220 14,403 SH   DFND 17 14,403 0 0
AMERIPRISE FINL INC COM 03076C106 28,181 182,860 SH   DFND 21 134,475 0 48,385
AMETEK INC COM 031100100 36,965 371,886 SH   DFND 17 353,698 0 18,188
AMETEK INC COM 031100100 35,615 358,301 SH   DFND 20 158,858 0 199,443
AMETEK INC COM 031100100 155,703 1,566,430 SH   DFND 21 1,504,171 0 62,259
AMETEK INC COM 031100100 9,391 94,472 SH   DFND 24 94,472 0 0
AMGEN INC COM 031162100 173 679 SH   DFND 4 679 0 0
AMGEN INC COM 031162100 60,061 236,310 SH   DFND 17 230,540 0 5,770
AMGEN INC COM 031162100 1,631 6,417 SH   DFND 20 6,417 0 0
AMGEN INC COM 031162100 153,605 604,365 SH   DFND 21 350,338 0 254,027
AMGEN INC COM 031162100 7,447 29,300 SH   DFND 24 29,300 0 0
AMGEN INC COM 031162100 158 620 SH   DFND 25 620 0 0
AMKOR TECHNOLOGY INC COM 031652100 156 13,950 SH   DFND 17 13,950 0 0
AMKOR TECHNOLOGY INC COM 031652100 285 25,453 SH   DFND 20 25,453 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,898 169,471 SH   DFND 21 164,387 0 5,084
AMPHENOL CORP NEW CL A 032095101 5 42 SH   DFND 4 42 0 0
AMPHENOL CORP NEW CL A 032095101 38,862 358,935 SH   DFND 17 317,790 0 41,145
AMPHENOL CORP NEW CL A 032095101 2,057 18,998 SH   DFND 20 18,998 0 0
AMPHENOL CORP NEW CL A 032095101 29,534 272,781 SH   DFND 21 272,781 0 0
ANALOG DEVICES INC COM 032654105 84,045 719,937 SH   DFND 17 703,377 0 16,560
ANALOG DEVICES INC COM 032654105 17,880 153,164 SH   DFND 21 136,329 0 16,835
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 6,870 260,432 SH   DFND 17 260,432 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 9,336 353,906 SH   DFND 21 353,906 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 385 14,600 SH   DFND 24 14,600 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 11,181 1,570,344 SH   DFND 4 1,570,344 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 7,007 984,179 SH   DFND 17 984,179 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 527 74,082 SH   DFND 21 0 0 74,082
ANNALY CAPITAL MANAGEMENT IN COM 035710409 35 4,962 SH   DFND 25 4,962 0 0
ANSYS INC COM 03662Q105 5,622 17,180 SH   DFND 4 17,180 0 0
ANSYS INC COM 03662Q105 773 2,362 SH   DFND 17 2,362 0 0
ANSYS INC COM 03662Q105 3,531 10,791 SH   DFND 21 10,791 0 0
ANTARES PHARMA INC COM 036642106 52 19,441 SH   DFND 17 19,441 0 0
ANTERO RESOURCES CORP COM 03674X106 2,016 733,139 SH   DFND 21 733,139 0 0
ANTHEM INC COM 036752103 19,475 72,510 SH   DFND 4 64,330 0 8,180
ANTHEM INC COM 036752103 137,514 511,985 SH   DFND 17 501,313 0 10,672
ANTHEM INC COM 036752103 1,517 5,649 SH   DFND 20 5,649 0 0
ANTHEM INC COM 036752103 67,660 251,909 SH   DFND 21 161,520 0 90,389
ANTHEM INC COM 036752103 1,289 4,800 SH   DFND 24 4,800 0 0
ANTHEM INC COM 036752103 133 494 SH   DFND 25 494 0 0
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APACHE CORP COM 037411105 230 24,323 SH   DFND 17 24,323 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 10,459 310,159 SH   DFND 4 310,159 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 18 528 SH   DFND 17 528 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 568 18,820 SH   DFND 17 18,820 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 160 5,300 SH   DFND 24 5,300 0 0
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APOLLO GLOBAL MGMT INC COM CL A 03768E105 51 1,149 SH   DFND 17 1,149 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 328 7,321 SH   DFND 21 7,321 0 0
APPLE INC COM 037833100 43,183 372,880 SH   DFND 4 300,560 0 72,320
APPLE INC COM 037833100 1,958,739 16,913,380 SH   DFND 17 15,679,142 0 1,234,238
APPLE INC COM 037833100 44,426 383,614 SH   DFND 20 180,358 0 203,256
APPLE INC COM 037833100 1,021,357 8,819,243 SH   DFND 21 5,597,062 0 3,222,181
APPLE INC COM 037833100 9,774 84,400 SH   DFND 24 84,400 0 0
APPLE INC COM 037833100 1,261 10,888 SH   DFND 25 10,888 0 0
APPLE INC CALL 037833900 6,798 58,700 SH Call DFND 20 58,700 0 0
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APPLE HOSPITALITY REIT INC COM NEW 03784Y200 288 30,000 SH   DFND 17 30,000 0 0
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APPLIED MATLS INC COM 038222105 99,140 1,667,615 SH   DFND 17 1,616,595 0 51,020
APPLIED MATLS INC COM 038222105 1,286 21,626 SH   DFND 20 21,626 0 0
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APPLIED MATLS INC COM 038222105 131 2,199 SH   DFND 25 2,199 0 0
ARBOR REALTY TRUST INC COM 038923108 3,269 285,018 SH   DFND 17 285,018 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 12,644 954,262 SH   DFND 17 954,262 0 0
ARCH RESOURCES INC CL A 03940R107 318 7,486 SH   DFND 17 7,486 0 0
ARCH RESOURCES INC CL A 03940R107 258 6,081 SH   DFND 21 0 0 6,081
ARCHER DANIELS MIDLAND CO COM 039483102 0 3 SH   DFND 4 3 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,903 83,947 SH   DFND 17 83,947 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 370 7,967 SH   DFND 20 7,967 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9,058 194,844 SH   DFND 21 120,593 0 74,251
ARCHER DANIELS MIDLAND CO COM 039483102 4,742 102,000 SH   DFND 24 102,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 77 1,662 SH   DFND 25 1,662 0 0
ARDELYX INC COM 039697107 774 147,340 SH   DFND 17 147,340 0 0
ARDELYX INC COM 039697107 186 35,400 SH   DFND 24 35,400 0 0
ARCUS BIOSCIENCES INC COM 03969F109 550 32,105 SH   DFND 17 32,105 0 0
ARCUS BIOSCIENCES INC COM 03969F109 358 20,900 SH   DFND 24 20,900 0 0
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 899 20,965 SH   DFND 17 20,965 0 0
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 249 5,800 SH   DFND 24 5,800 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 8,092 108,197 SH   DFND 17 99,787 0 8,410
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,339 17,900 SH   DFND 24 17,900 0 0
ARGENX SE SPONSORED ADR 04016X101 1,083 4,125 SH   DFND 17 4,125 0 0
ARGENX SE SPONSORED ADR 04016X101 341 1,300 SH   DFND 24 1,300 0 0
ARISTA NETWORKS INC COM 040413106 14,402 69,600 SH   DFND 4 65,900 0 3,700
ARISTA NETWORKS INC COM 040413106 12,958 62,619 SH   DFND 17 62,619 0 0
ARROW ELECTRS INC COM 042735100 67 852 SH   DFND 17 852 0 0
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ARROW ELECTRS INC COM 042735100 49 625 SH   DFND 25 625 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 519 12,043 SH   DFND 17 11,243 0 800
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,542 90,850 SH   DFND 17 89,050 0 1,800
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 531 13,624 SH   DFND 20 13,624 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 32,915 844,198 SH   DFND 21 541,633 0 302,565
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,288 23,480 SH   DFND 17 21,780 0 1,700
ASBURY AUTOMOTIVE GROUP INC COM 043436104 480 4,923 SH   DFND 21 4,923 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 4,208 27,270 SH   DFND 17 27,270 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 1,111 7,200 SH   DFND 24 7,200 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,512 27,743 SH   DFND 17 27,743 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,364 26,577 SH   DFND 21 14,747 0 11,830
ASSEMBLY BIOSCIENCES INC COM 045396108 197 11,990 SH   DFND 17 11,990 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 118 7,200 SH   DFND 24 7,200 0 0
ASSURANT INC COM 04621X108 26 215 SH   DFND 17 215 0 0
ASSURANT INC COM 04621X108 6,466 53,299 SH   DFND 21 53,299 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 68,831 590,220 SH   DFND 17 590,220 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 86,783 1,583,635 SH   DFND 17 1,468,000 0 115,635
ATHENEX INC COM 04685N103 624 51,530 SH   DFND 20 51,530 0 0
ATKORE INTL GROUP INC COM 047649108 856 37,653 SH   DFND 17 37,653 0 0
ATKORE INTL GROUP INC COM 047649108 1,894 83,305 SH   DFND 21 77,524 0 5,781
ATLANTIC UN BANKSHARES CORP COM 04911A107 3,521 164,753 SH   DFND 17 164,753 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 322 5,285 SH   DFND 17 5,285 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 44,440 40,600,000 PRN   DFND 17 40,600,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,647 4,630,000 PRN   DFND 17 4,630,000 0 0
ATMOS ENERGY CORP COM 049560105 94,856 992,320 SH   DFND 17 984,320 0 8,000
ATMOS ENERGY CORP COM 049560105 606 6,344 SH   DFND 21 4,775 0 1,569
ATRION CORP COM 049904105 440 703 SH   DFND 21 703 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 2,568 174,942 SH   DFND 17 158,732 0 16,210
AURINIA PHARMACEUTICALS INC COM 05156V102 552 37,600 SH   DFND 24 37,600 0 0
AUTODESK INC COM 052769106 14 61 SH   DFND 4 61 0 0
AUTODESK INC COM 052769106 15,422 66,757 SH   DFND 17 55,795 0 10,962
AUTODESK INC COM 052769106 8,750 37,875 SH   DFND 21 36,683 0 1,192
AUTOHOME INC SP ADR RP CL A 05278C107 1,734 18,063 SH   DFND 20 18,063 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,738 62,641 SH   DFND 17 62,641 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 593 4,250 SH   DFND 20 4,250 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 51,011 365,694 SH   DFND 21 155,074 0 210,620
AUTOMATIC DATA PROCESSING IN COM 053015103 104 742 SH   DFND 25 742 0 0
AUTONATION INC COM 05329W102 6,020 113,742 SH   DFND 21 109,122 0 4,620
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AUTOZONE INC COM 053332102 3,687 3,131 SH   DFND 21 542 0 2,589
AUTOZONE INC COM 053332102 236 200 SH   DFND 24 200 0 0
AVALARA INC COM 05338G106 8,285 65,063 SH   DFND 17 54,948 0 10,115
AVALONBAY CMNTYS INC COM 053484101 37,071 248,229 SH   DFND 4 248,229 0 0
AVALONBAY CMNTYS INC COM 053484101 11,179 74,854 SH   DFND 17 74,854 0 0
AVALONBAY CMNTYS INC COM 053484101 1,362 9,121 SH   DFND 21 9,121 0 0
AVAYA HLDGS CORP COM 05351X101 310 20,390 SH   DFND 20 20,390 0 0
AVAYA HLDGS CORP COM 05351X101 3,353 220,610 SH   DFND 21 216,828 0 3,782
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 2,362 2,500,000 PRN   DFND 17 2,500,000 0 0
AVANTOR INC COM 05352A100 48,355 2,150,052 SH   DFND 17 1,952,332 0 197,720
AVERY DENNISON CORP COM 053611109 45,884 358,914 SH   DFND 17 357,006 0 1,908
AVERY DENNISON CORP COM 053611109 9,300 72,744 SH   DFND 21 70,440 0 2,304
AVISTA CORP COM 05379B107 92 2,698 SH   DFND 17 2,698 0 0
AVISTA CORP COM 05379B107 1,496 43,847 SH   DFND 21 0 0 43,847
AVNET INC COM 053807103 752 29,104 SH   DFND 21 29,104 0 0
AVITA THERAPEUTICS INC COM 05380C102 1,340 54,924 SH   DFND 17 36,979 0 17,945
AXCELIS TECHNOLOGIES INC COM NEW 054540208 66 3,005 SH   DFND 17 3,005 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 567 25,753 SH   DFND 21 25,753 0 0
AXON ENTERPRISE INC COM 05464C101 18,840 207,723 SH   DFND 17 163,568 0 44,155
AXSOME THERAPEUTICS INC COM 05464T104 784 10,999 SH   DFND 17 10,999 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 1,568 30,727 SH   DFND 17 19,952 0 10,775
AXONICS MODULATION TECHNOLOG COM 05465P101 6,840 134,013 SH   DFND 21 134,013 0 0
BCE INC COM NEW 05534B760 2,095 50,682 SH   DFND 17 50,682 0 0
BCE INC COM NEW 05534B760 630 15,242 SH   DFND 20 15,242 0 0
BCE INC COM NEW 05534B760 11,084 268,123 SH   DFND 21 202,940 0 65,183
BCE INC COM NEW 05534B760 41 982 SH   DFND 25 982 0 0
BRP INC COM SUN VTG 05577W200 2,241 42,541 SH   DFND 17 42,541 0 0
BRP INC COM SUN VTG 05577W200 310 5,891 SH   DFND 21 3,623 0 2,268
BMC STK HLDGS INC COM 05591B109 3,779 88,233 SH   DFND 17 84,133 0 4,100
BMC STK HLDGS INC COM 05591B109 1,601 37,379 SH   DFND 21 17,737 0 19,642
BWX TECHNOLOGIES INC COM 05605H100 4,126 73,277 SH   DFND 17 73,277 0 0
BWX TECHNOLOGIES INC COM 05605H100 86 1,535 SH   DFND 20 1,535 0 0
BWX TECHNOLOGIES INC COM 05605H100 2,337 41,495 SH   DFND 21 19,418 0 22,077
BADGER METER INC COM 056525108 7,874 120,460 SH   DFND 17 120,460 0 0
BADGER METER INC COM 056525108 6,574 100,565 SH   DFND 21 100,565 0 0
BAIDU INC SPON ADR REP A 056752108 7,342 58,000 SH   DFND 4 58,000 0 0
BAIDU INC SPON ADR REP A 056752108 2,700 21,330 SH   DFND 17 490 0 20,840
BAKER HUGHES COMPANY CL A 05722G100 8,131 611,841 SH   DFND 17 611,841 0 0
BAKER HUGHES COMPANY CL A 05722G100 3,442 258,956 SH   DFND 21 61,745 0 197,211
BAKER HUGHES COMPANY CL A 05722G100 306 23,000 SH   DFND 24 23,000 0 0
BALCHEM CORP COM 057665200 796 8,153 SH   DFND 17 6,753 0 1,400
BALCHEM CORP COM 057665200 279 2,853 SH   DFND 21 2,853 0 0
BALL CORP COM 058498106 4 49 SH   DFND 4 49 0 0
BALL CORP COM 058498106 12,040 144,848 SH   DFND 17 144,848 0 0
BALL CORP COM 058498106 1,972 23,723 SH   DFND 21 2,421 0 21,302
BALL CORP COM 058498106 3,474 41,800 SH   DFND 24 41,800 0 0
BALL CORP PUT 058498956 1,322 15,900 SH Put DFND 21 15,900 0 0
BALLARD PWR SYS INC NEW COM 058586108 2 108 SH   DFND 17 108 0 0
BALLARD PWR SYS INC NEW COM 058586108 354 23,483 SH   DFND 20 23,483 0 0
BALLARD PWR SYS INC NEW COM 058586108 15,722 1,043,792 SH   DFND 21 1,010,507 0 33,285
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 598 237,125 SH   DFND 21 237,125 0 0
BANCFIRST CORP COM 05945F103 2,390 58,515 SH   DFND 17 58,515 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 128 37,351 SH   DFND 17 37,351 0 0
BANCO MACRO SA SPON ADR B 05961W105 415 29,031 SH   DFND 21 29,031 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 623 126,140 SH   DFND 21 126,140 0 0
BANCORP INC DEL COM 05969A105 226 26,191 SH   DFND 21 0 0 26,191
BANDWIDTH INC COM CL A 05988J103 1,203 6,894 SH   DFND 17 6,894 0 0
BK OF AMERICA CORP COM 060505104 83,595 3,470,105 SH   DFND 17 3,452,406 0 17,699
BK OF AMERICA CORP COM 060505104 1,657 68,774 SH   DFND 20 68,774 0 0
BK OF AMERICA CORP COM 060505104 97,752 4,057,772 SH   DFND 21 2,855,427 0 1,202,345
BK OF AMERICA CORP COM 060505104 151 6,280 SH   DFND 25 6,280 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 211,028 141,820 SH   DFND 17 133,840 0 7,980
BANK HAWAII CORP COM 062540109 2,521 49,895 SH   DFND 17 49,895 0 0
BANK MONTREAL QUE COM 063671101 3,577 61,388 SH   DFND 17 61,388 0 0
BANK MONTREAL QUE COM 063671101 420 7,201 SH   DFND 20 7,201 0 0
BANK MONTREAL QUE COM 063671101 22,959 393,980 SH   DFND 21 267,599 0 126,381
BANK MONTREAL QUE COM 063671101 26 451 SH   DFND 25 451 0 0
BANK NEW YORK MELLON CORP COM 064058100 451 13,135 SH   DFND 17 13,135 0 0
BANK NEW YORK MELLON CORP COM 064058100 558 16,248 SH   DFND 20 16,248 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,765 284,358 SH   DFND 21 219,950 0 64,408
BANK NOVA SCOTIA B C COM 064149107 2 53 SH   DFND 17 53 0 0
BANK NOVA SCOTIA B C COM 064149107 623 15,043 SH   DFND 21 0 0 15,043
BANK OZK COM 06417N103 257 12,066 SH   DFND 17 12,066 0 0
BANKUNITED INC COM 06652K103 1,251 57,081 SH   DFND 21 57,081 0 0
BAOZUN INC SPONSORED ADR 06684L103 1,386 42,670 SH   DFND 20 42,670 0 0
BARINGS BDC INC COM 06759L103 167 20,877 SH   DFND 17 20,877 0 0
BARRICK GOLD CORP COM 067901108 25,057 891,400 SH   DFND 4 891,400 0 0
BARRICK GOLD CORP COM 067901108 22,508 803,878 SH   DFND 17 803,878 0 0
BARRICK GOLD CORP COM 067901108 42,274 1,509,811 SH   DFND 21 1,311,521 0 198,290
BARRICK GOLD CORP COM 067901108 1,176 42,000 SH   DFND 24 42,000 0 0
BAUSCH HEALTH COS INC COM 071734107 1,112 71,766 SH   DFND 17 71,766 0 0
BAUSCH HEALTH COS INC COM 071734107 253 16,318 SH   DFND 20 16,318 0 0
BAUSCH HEALTH COS INC COM 071734107 3,315 213,936 SH   DFND 21 165,719 0 48,217
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BAXTER INTL INC COM 071813109 839 10,433 SH   DFND 20 10,433 0 0
BAXTER INTL INC COM 071813109 21,541 267,861 SH   DFND 21 178,909 0 88,952
BAXTER INTL INC COM 071813109 118 1,466 SH   DFND 25 1,466 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 755 57,207 SH   DFND 21 46,824 0 10,383
BECTON DICKINSON & CO COM 075887109 6,981 30,001 SH   DFND 17 25,166 0 4,835
BECTON DICKINSON & CO COM 075887109 742 3,188 SH   DFND 20 3,188 0 0
BECTON DICKINSON & CO COM 075887109 21,791 93,653 SH   DFND 21 69,172 0 24,481
BECTON DICKINSON & CO COM 075887109 99 425 SH   DFND 25 425 0 0
BELDEN INC COM 077454106 33,206 1,067,021 SH   DFND 17 1,067,021 0 0
BELLRING BRANDS INC COM CL A 079823100 1,232 59,401 SH   DFND 17 59,401 0 0
BENCHMARK ELECTRS INC COM 08160H101 258 12,810 SH   DFND 21 0 0 12,810
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BERKLEY W R CORP COM 084423102 516 8,440 SH   DFND 21 8,440 0 0
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 74,406 349,424 SH   DFND 21 254,004 0 95,420
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BERRY CORP COM 08579X101 58 18,247 SH   DFND 21 12,219 0 6,028
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BEST BUY INC COM 086516101 69,724 626,505 SH   DFND 21 412,042 0 214,463
BEST BUY INC COM 086516101 77 695 SH   DFND 25 695 0 0
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BIG LOTS INC COM 089302103 6,348 142,331 SH   DFND 21 77,182 0 65,149
BILIBILI INC SPONS ADS REP Z 090040106 12,171 292,566 SH   DFND 4 284,900 0 7,666
BILIBILI INC SPONS ADS REP Z 090040106 828 19,900 SH   DFND 17 19,900 0 0
BILIBILI INC SPONS ADS REP Z 090040106 7,670 184,364 SH   DFND 20 168,881 0 15,483
BILIBILI INC SPONS ADS REP Z 090040106 416 10,000 SH   DFND 24 10,000 0 0
BILL COM HLDGS INC COM 090043100 193 1,923 SH   DFND 20 1,923 0 0
BILL COM HLDGS INC COM 090043100 1,518 15,131 SH   DFND 21 4,388 0 10,743
BIO RAD LABS INC CL A 090572207 1,840 3,569 SH   DFND 17 3,569 0 0
BIO RAD LABS INC CL A 090572207 361 700 SH   DFND 20 700 0 0
BIO RAD LABS INC CL A 090572207 11,780 22,853 SH   DFND 21 22,853 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 13,542 178,000 SH   DFND 17 174,980 0 3,020
BIOMARIN PHARMACEUTICAL INC COM 09061G101 302 3,963 SH   DFND 21 1,099 0 2,864
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,111 14,600 SH   DFND 24 14,600 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 28,480 27,230,000 PRN   DFND 17 27,230,000 0 0
BIOGEN INC COM 09062X103 9,134 32,200 SH   DFND 4 30,100 0 2,100
BIOGEN INC COM 09062X103 14,127 49,799 SH   DFND 17 49,079 0 720
BIOGEN INC COM 09062X103 1,258 4,436 SH   DFND 20 4,436 0 0
BIOGEN INC COM 09062X103 59,532 209,856 SH   DFND 21 128,866 0 80,990
BIOGEN INC COM 09062X103 2,780 9,800 SH   DFND 24 9,800 0 0
BIOGEN INC COM 09062X103 115 405 SH   DFND 25 405 0 0
BIOTELEMETRY INC COM 090672106 93 2,031 SH   DFND 17 2,031 0 0
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BIONTECH SE SPONSORED ADS 09075V102 436 6,300 SH   DFND 24 6,300 0 0
BLACK DIAMOND THERAPEUTICS I COM 09203E105 782 25,880 SH   DFND 17 25,880 0 0
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BLACK DIAMOND THERAPEUTICS I COM 09203E105 215 7,100 SH   DFND 24 7,100 0 0
BLACK HILLS CORP COM 092113109 5,737 107,254 SH   DFND 17 107,254 0 0
BLACK KNIGHT INC COM 09215C105 13,730 157,728 SH   DFND 17 153,968 0 3,760
BLACK KNIGHT INC COM 09215C105 3,264 37,500 SH   DFND 21 37,500 0 0
BLACK STONE MINERALS L P COM UNIT 09225M101 64 10,447 SH   DFND 17 10,447 0 0
BLACKLINE INC COM 09239B109 9,793 109,259 SH   DFND 17 65,379 0 43,880
BLACKROCK INC COM 09247X101 8,079 14,336 SH   DFND 17 14,076 0 260
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BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 553 40,759 SH   DFND 4 40,759 0 0
BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 263 20,390 SH   DFND 4 20,390 0 0
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BLACKROCK MUNIYIELD CALIF FD COM 09254M105 295 21,277 SH   DFND 4 21,277 0 0
BLACKROCK MUNIYIELD CALIF QU COM 09254N103 423 29,451 SH   DFND 4 29,451 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 20,702 942,307 SH   DFND 17 936,617 0 5,690
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 1,935 2,000,000 PRN   DFND 17 2,000,000 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 28,693 549,682 SH   DFND 17 538,943 0 10,739
BLACKSTONE GROUP INC COM CL A 09260D107 8,752 167,656 SH   DFND 21 134,144 0 33,512
BLOOM ENERGY CORP COM CL A 093712107 10,803 601,143 SH   DFND 17 509,233 0 91,910
BLOOM ENERGY CORP COM CL A 093712107 845 47,024 SH   DFND 21 43,127 0 3,897
BLUEBIRD BIO INC COM 09609G100 370 6,850 SH   DFND 17 6,850 0 0
BLUEBIRD BIO INC COM 09609G100 194 3,600 SH   DFND 24 3,600 0 0
BOEING CO COM 097023105 118,070 714,447 SH   DFND 17 710,952 0 3,495
BOEING CO COM 097023105 840 5,080 SH   DFND 21 1,651 0 3,429
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 2,933 3,350,000 PRN   DFND 17 3,350,000 0 0
BOISE CASCADE CO DEL COM 09739D100 2,160 54,100 SH   DFND 17 49,300 0 4,800
BOISE CASCADE CO DEL COM 09739D100 6,181 154,829 SH   DFND 21 53,897 0 100,932
BOOKING HOLDINGS INC COM 09857L108 29 17 SH   DFND 4 17 0 0
BOOKING HOLDINGS INC COM 09857L108 47,362 27,686 SH   DFND 17 20,666 0 7,020
BOOKING HOLDINGS INC COM 09857L108 14,732 8,612 SH   DFND 20 0 0 8,612
BOOKING HOLDINGS INC COM 09857L108 112,265 65,626 SH   DFND 21 58,344 0 7,282
BOOKING HOLDINGS INC COM 09857L108 650 380 SH   DFND 24 380 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 49,725 599,239 SH   DFND 17 567,844 0 31,395
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BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 15,330 184,747 SH   DFND 21 138,214 0 46,533
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 47 570 SH   DFND 25 570 0 0
BORGWARNER INC COM 099724106 142 3,659 SH   DFND 17 3,659 0 0
BORGWARNER INC COM 099724106 4,320 111,506 SH   DFND 21 80,298 0 31,208
BOSTON BEER INC CL A 100557107 1,686 1,909 SH   DFND 17 1,614 0 295
BOSTON PROPERTIES INC COM 101121101 9,004 112,131 SH   DFND 4 112,131 0 0
BOSTON PROPERTIES INC COM 101121101 221 2,752 SH   DFND 17 2,752 0 0
BOSTON PROPERTIES INC COM 101121101 4,509 56,154 SH   DFND 21 1,514 0 54,640
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BOSTON SCIENTIFIC CORP COM 101137107 15,355 401,864 SH   DFND 21 235,265 0 166,599
BOSTON SCIENTIFIC CORP COM 101137107 1,163 30,445 SH   DFND 24 30,445 0 0
BOSTON SCIENTIFIC CORP COM 101137107 110 2,879 SH   DFND 25 2,879 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 150,580 1,346,025 SH   DFND 17 1,284,330 0 61,695
BOSTON SCIENTIFIC CORP PUT 101137957 1,150 30,100 SH Put DFND 21 30,100 0 0
BOWX ACQUISITION CORP UNIT 08/03/2025 103085205 42,661 4,158,000 SH   DFND 4 4,158,000 0 0
BOX INC CL A 10316T104 733 42,200 SH   DFND 17 33,600 0 8,600
BOX INC CL A 10316T104 1,174 67,600 SH   DFND 21 20,135 0 47,465
BRADY CORP CL A 104674106 2,562 64,023 SH   DFND 17 64,023 0 0
BRADY CORP CL A 104674106 1,146 28,640 SH   DFND 21 16,657 0 11,983
BRIDGEBIO PHARMA INC COM 10806X102 884 23,560 SH   DFND 17 23,560 0 0
BRIDGEBIO PHARMA INC COM 10806X102 184 4,900 SH   DFND 24 4,900 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 24,540 161,406 SH   DFND 17 132,911 0 28,495
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BRIGHT HORIZONS FAM SOL IN D COM 109194100 71,825 472,409 SH   DFND 21 418,617 0 53,792
BRIGHTVIEW HLDGS INC COM 10948C107 419 36,720 SH   DFND 17 36,720 0 0
BRINKER INTL INC COM 109641100 896 20,968 SH   DFND 21 14,397 0 6,571
BRISTOL-MYERS SQUIBB CO COM 110122108 116,874 1,938,536 SH   DFND 17 1,832,891 0 105,645
BRISTOL-MYERS SQUIBB CO COM 110122108 9,058 150,242 SH   DFND 20 150,242 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 142,844 2,369,279 SH   DFND 21 1,670,575 0 698,704
BRISTOL-MYERS SQUIBB CO COM 110122108 1,978 32,800 SH   DFND 24 32,800 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 69 1,148 SH   DFND 25 1,148 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 32 14,106 SH   DFND 21 3,131 0 10,975
BRISTOW GROUP INC COM 11040G103 493 23,222 SH   DFND 17 23,222 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 2,541 217,369 SH   DFND 17 217,369 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,717 317,980 SH   DFND 21 204,190 0 113,790
BRIXMOR PPTY GROUP INC COM 11120U105 17 1,416 SH   DFND 25 1,416 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 30,745 232,919 SH   DFND 17 231,757 0 1,162
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,063 23,207 SH   DFND 21 18,781 0 4,426
BROADCOM INC COM 11135F101 567,011 1,556,354 SH   DFND 17 1,536,588 0 19,766
BROADCOM INC COM 11135F101 853 2,340 SH   DFND 20 2,340 0 0
BROADCOM INC COM 11135F101 55,636 152,713 SH   DFND 21 122,216 0 30,497
BROADCOM INC COM 11135F101 175 479 SH   DFND 25 479 0 0
BROOKDALE SR LIVING INC COM 112463104 128 50,438 SH   DFND 4 50,438 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,672 81,018 SH   DFND 17 81,002 0 16
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 680 11,635 SH   DFND 17 11,635 0 0
BROWN & BROWN INC COM 115236101 452 9,980 SH   DFND 17 9,980 0 0
BROWN FORMAN CORP CL B 115637209 3,595 47,726 SH   DFND 17 47,726 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 4,311 132,161 SH   DFND 17 128,361 0 3,800
BUILDERS FIRSTSOURCE INC COM 12008R107 397 12,170 SH   DFND 20 12,170 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 71 2,191 SH   DFND 25 2,191 0 0
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CAE INC COM 124765108 400 27,448 SH   DFND 17 27,448 0 0
CAE INC COM 124765108 656 44,972 SH   DFND 21 8,804 0 36,168
CBIZ INC COM 124805102 2,610 114,141 SH   DFND 17 114,141 0 0
CBIZ INC COM 124805102 1,120 48,984 SH   DFND 21 48,984 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 5,321 60,641 SH   DFND 17 60,641 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 441 5,030 SH   DFND 21 2,387 0 2,643
CBRE GROUP INC CL A 12504L109 191 4,074 SH   DFND 17 4,074 0 0
CBRE GROUP INC CL A 12504L109 4,901 104,350 SH   DFND 21 94,002 0 10,348
CDW CORP COM 12514G108 17,433 145,844 SH   DFND 17 145,844 0 0
CDW CORP COM 12514G108 11,954 100,006 SH   DFND 21 92,599 0 7,407
CF INDS HLDGS INC COM 125269100 2,265 73,767 SH   DFND 17 73,767 0 0
CF INDS HLDGS INC COM 125269100 3,102 101,000 SH   DFND 24 101,000 0 0
CGI INC CL A SUB VTG 12532H104 672 9,937 SH   DFND 20 9,937 0 0
CGI INC CL A SUB VTG 12532H104 7,824 115,631 SH   DFND 21 101,025 0 14,606
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 215 2,100 SH   DFND 17 2,100 0 0
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CIGNA CORP NEW COM 125523100 228 1,343 SH   DFND 20 1,343 0 0
CIGNA CORP NEW COM 125523100 66,142 390,426 SH   DFND 21 274,344 0 116,082
CIGNA CORP NEW COM 125523100 103 610 SH   DFND 25 610 0 0
CIT GROUP INC COM NEW 125581801 466 26,331 SH   DFND 4 26,331 0 0
CME GROUP INC COM 12572Q105 54,186 323,863 SH   DFND 17 320,417 0 3,446
CME GROUP INC COM 12572Q105 39,256 234,630 SH   DFND 21 234,630 0 0
CMS ENERGY CORP COM 125896100 470 7,658 SH   DFND 17 7,626 0 32
CMS ENERGY CORP COM 125896100 248 4,037 SH   DFND 21 4,037 0 0
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CNA FINL CORP COM 126117100 2,895 96,525 SH   DFND 21 75,033 0 21,492
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CNO FINL GROUP INC COM 12621E103 2,693 167,914 SH   DFND 17 167,914 0 0
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CSX CORP COM 126408103 4,147 53,391 SH   DFND 17 53,391 0 0
CSX CORP COM 126408103 223 2,867 SH   DFND 21 2,867 0 0
CTS CORP COM 126501105 521 23,645 SH   DFND 21 23,645 0 0
CNX RES CORP COM 12653C108 2,056 217,790 SH   DFND 4 217,790 0 0
CNX RES CORP COM 12653C108 33 3,483 SH   DFND 21 3,483 0 0
CVR ENERGY INC COM 12662P108 177 14,292 SH   DFND 17 14,292 0 0
CVR ENERGY INC COM 12662P108 114 9,218 SH   DFND 21 9,218 0 0
CVS HEALTH CORP COM 126650100 10,505 179,882 SH   DFND 17 179,882 0 0
CVS HEALTH CORP COM 126650100 1,267 21,702 SH   DFND 20 21,702 0 0
CVS HEALTH CORP COM 126650100 74,386 1,273,737 SH   DFND 21 799,447 0 474,290
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CABLE ONE INC COM 12685J105 16,416 8,707 SH   DFND 17 8,707 0 0
CABLE ONE INC COM 12685J105 1,439 763 SH   DFND 21 496 0 267
CABOT CORP COM 127055101 2,451 68,035 SH   DFND 17 68,035 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 5,091 35,650 SH   DFND 17 35,650 0 0
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CACI INTL INC CL A 127190304 3,638 17,068 SH   DFND 17 17,068 0 0
CACI INTL INC CL A 127190304 3,832 17,979 SH   DFND 21 8,995 0 8,984
CADENCE DESIGN SYSTEM INC COM 127387108 8,896 83,426 SH   DFND 4 77,126 0 6,300
CADENCE DESIGN SYSTEM INC COM 127387108 22,328 209,393 SH   DFND 17 209,393 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,292 12,121 SH   DFND 20 12,121 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 87,032 816,207 SH   DFND 21 487,549 0 328,658
CADENCE DESIGN SYSTEM INC COM 127387108 179 1,681 SH   DFND 25 1,681 0 0
CADENCE BANCORPORATION CL A 12739A100 233 27,169 SH   DFND 21 27,169 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 26,868 479,270 SH   DFND 4 479,270 0 0
CALAVO GROWERS INC COM 128246105 3,377 50,957 SH   DFND 17 50,957 0 0
CALAVO GROWERS INC COM 128246105 1,624 24,500 SH   DFND 24 24,500 0 0
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CALIX INC COM 13100M509 1,523 85,643 SH   DFND 17 80,043 0 5,600
CAMDEN PPTY TR SH BEN INT 133131102 13,878 155,966 SH   DFND 4 155,966 0 0
CAMDEN PPTY TR SH BEN INT 133131102 168 1,884 SH   DFND 17 1,884 0 0
CAMECO CORP COM 13321L108 215 21,379 SH   DFND 20 21,379 0 0
CAMECO CORP COM 13321L108 2,006 199,219 SH   DFND 21 119,620 0 79,599
CAMPBELL SOUP CO COM 134429109 1,133 23,432 SH   DFND 17 23,432 0 0
CAMPBELL SOUP CO COM 134429109 8,745 180,800 SH   DFND 21 165,727 0 15,073
CAMPBELL SOUP CO COM 134429109 919 19,000 SH   DFND 24 19,000 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 7,414 249,218 SH   DFND 17 249,218 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 253 8,506 SH   DFND 21 0 0 8,506
CANADIAN IMP BK COMM COM 136069101 2,197 29,483 SH   DFND 21 2,695 0 26,788
CANADIAN NATL RY CO COM 136375102 5,039 47,464 SH   DFND 17 47,464 0 0
CANADIAN NAT RES LTD COM 136385101 1,716 107,406 SH   DFND 17 107,406 0 0
CANADIAN NAT RES LTD COM 136385101 2,302 144,115 SH   DFND 21 105,736 0 38,379
CANADIAN PAC RY LTD COM 13645T100 5,488 18,099 SH   DFND 17 18,095 0 4
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CANADIAN PAC RY LTD COM 13645T100 17,479 57,640 SH   DFND 21 28,629 0 29,011
CANADIAN SOLAR INC COM 136635109 342 9,739 SH   DFND 21 9,739 0 0
CANNAE HLDGS INC COM 13765N107 4,460 119,693 SH   DFND 17 119,693 0 0
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CAPITAL ONE FINL CORP COM 14040H105 6,221 86,572 SH   DFND 17 86,572 0 0
CAPITAL ONE FINL CORP COM 14040H105 12,081 168,118 SH   DFND 21 118,975 0 49,143
CAPITAL ONE FINL CORP COM 14040H105 74 1,033 SH   DFND 25 1,033 0 0
CAPITOL FED FINL INC COM 14057J101 443 47,840 SH   DFND 17 47,840 0 0
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CARDINAL HEALTH INC COM 14149Y108 10,676 227,393 SH   DFND 21 213,048 0 14,345
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CARDLYTICS INC COM 14161W105 4,035 57,182 SH   DFND 21 0 0 57,182
CAREDX INC COM 14167L103 823 21,705 SH   DFND 17 17,200 0 4,505
CARETRUST REIT INC COM 14174T107 375 21,080 SH   DFND 17 21,080 0 0
CARLISLE COS INC COM 142339100 3,401 27,790 SH   DFND 17 27,790 0 0
CARLISLE COS INC COM 142339100 53 437 SH   DFND 21 437 0 0
CARLISLE COS INC COM 142339100 75 611 SH   DFND 25 611 0 0
CARMAX INC COM 143130102 232 2,523 SH   DFND 17 2,523 0 0
CARMAX INC COM 143130102 1,838 20,000 SH   DFND 21 20,000 0 0
CARLYLE GROUP INC COM 14316J108 1,403 56,875 SH   DFND 17 56,875 0 0
CARLYLE GROUP INC COM 14316J108 4,610 186,866 SH   DFND 21 186,866 0 0
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CARRIER GLOBAL CORPORATION COM 14448C104 4,353 142,532 SH   DFND 21 123,296 0 19,236
CASELLA WASTE SYS INC CL A 147448104 994 17,799 SH   DFND 17 16,119 0 1,680
CASELLA WASTE SYS INC CL A 147448104 4,640 83,075 SH   DFND 21 83,075 0 0
CASEYS GEN STORES INC COM 147528103 517 2,913 SH   DFND 17 2,913 0 0
CATALENT INC COM 148806102 21,418 250,031 SH   DFND 17 193,657 0 56,374
CATALENT INC COM 148806102 12,256 143,072 SH   DFND 21 143,072 0 0
CATALENT INC COM 148806102 1,371 16,000 SH   DFND 24 16,000 0 0
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CATERPILLAR INC DEL COM 149123101 178,164 1,194,532 SH   DFND 17 1,191,607 0 2,925
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CENOVUS ENERGY INC COM 15135U109 1,375 353,958 SH   DFND 17 353,958 0 0
CENOVUS ENERGY INC COM 15135U109 5,066 1,303,843 SH   DFND 21 1,254,025 0 49,818
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CENTRAL GARDEN & PET CO COM 153527106 5,550 138,998 SH   DFND 21 135,988 0 3,010
CENTRAL PAC FINL CORP COM NEW 154760409 365 26,862 SH   DFND 17 26,862 0 0
LUMEN TECHNOLOGIES INC COM 156700106 447 44,348 SH   DFND 17 44,348 0 0
LUMEN TECHNOLOGIES INC COM 156700106 2,634 261,100 SH   DFND 21 239,937 0 21,163
CERENCE INC COM 156727109 7,797 159,554 SH   DFND 17 93,669 0 65,885
CERENCE INC COM 156727109 152 3,102 SH   DFND 20 3,102 0 0
CERENCE INC COM 156727109 376 7,693 SH   DFND 21 7,062 0 631
CERIDIAN HCM HLDG INC COM 15677J108 10,870 131,520 SH   DFND 17 103,235 0 28,285
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CERNER CORP COM 156782104 5,451 75,404 SH   DFND 21 9,640 0 65,764
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CHANGE HEALTHCARE INC COM 15912K100 1 93 SH   DFND 17 93 0 0
CHANGE HEALTHCARE INC COM 15912K100 5,954 410,334 SH   DFND 21 410,334 0 0
CHARLES RIV LABS INTL INC COM 159864107 5,488 24,237 SH   DFND 17 23,507 0 730
CHARLES RIV LABS INTL INC COM 159864107 825 3,644 SH   DFND 21 2,562 0 1,082
CHART INDS INC COM PAR $0.01 16115Q308 15,207 216,415 SH   DFND 17 170,430 0 45,985
CHART INDS INC COM PAR $0.01 16115Q308 566 8,048 SH   DFND 21 8,048 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5 8 SH   DFND 4 8 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,305 2,091 SH   DFND 17 2,091 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 734 1,176 SH   DFND 21 1,176 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 1,311 2,100 SH Put DFND 21 2,100 0 0
CHATHAM LODGING TR COM 16208T102 247 32,425 SH   DFND 17 32,425 0 0
CHEGG INC COM 163092109 12,251 171,487 SH   DFND 17 104,262 0 67,225
CHEGG INC COM 163092109 8,323 116,499 SH   DFND 21 116,499 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 24,484 16,050,000 PRN   DFND 17 16,050,000 0 0
CHEMED CORP NEW COM 16359R103 28,260 58,832 SH   DFND 17 58,259 0 573
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CHEMOURS CO COM 163851108 2,125 101,634 SH   DFND 21 0 0 101,634
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 2,395 72,000 SH   DFND 4 72,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 3,987 86,171 SH   DFND 4 86,171 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 2,300 49,716 SH   DFND 21 11,958 0 37,758
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 121,988 168,550,000 PRN   DFND 17 168,550,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 719 8,533 SH   DFND 17 7,933 0 600
CHEVRON CORP NEW COM 166764100 22,819 316,929 SH   DFND 17 303,414 0 13,515
CHEVRON CORP NEW COM 166764100 55,485 770,620 SH   DFND 21 342,590 0 428,030
CHEVRON CORP NEW COM 166764100 1,102 15,300 SH   DFND 24 15,300 0 0
CHEVRON CORP NEW COM 166764100 121 1,677 SH   DFND 25 1,677 0 0
CHIMERA INVT CORP COM NEW 16934Q208 296 36,126 SH   DFND 17 36,126 0 0
CHIMERA INVT CORP COM NEW 16934Q208 407 49,670 SH   DFND 21 0 0 49,670
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,210 37,626 SH   DFND 21 37,626 0 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 283 250,000 PRN   DFND 17 250,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16 13 SH   DFND 4 13 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 36,957 29,715 SH   DFND 17 26,640 0 3,075
CHIPOTLE MEXICAN GRILL INC COM 169656105 650 523 SH   DFND 20 523 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 38,825 31,217 SH   DFND 21 23,497 0 7,720
CHURCH & DWIGHT INC COM 171340102 34,025 363,086 SH   DFND 17 361,583 0 1,503
CHURCH & DWIGHT INC COM 171340102 12,015 128,211 SH   DFND 21 77,115 0 51,096
CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 20,040 2,000,000 SH   DFND 4 2,000,000 0 0
CHURCHILL DOWNS INC COM 171484108 10,291 62,816 SH   DFND 17 39,622 0 23,194
CIENA CORP COM NEW 171779309 221 5,557 SH   DFND 17 5,557 0 0
CINCINNATI FINL CORP COM 172062101 39,968 512,608 SH   DFND 17 508,201 0 4,407
CINCINNATI FINL CORP COM 172062101 2,228 28,576 SH   DFND 21 23,197 0 5,379
CINEMARK HLDGS INC COM 17243V102 3,623 362,250 SH   DFND 17 362,250 0 0
CIRRUS LOGIC INC COM 172755100 3,865 57,300 SH   DFND 4 57,300 0 0
CIRRUS LOGIC INC COM 172755100 2,484 36,832 SH   DFND 17 36,832 0 0
CIRRUS LOGIC INC COM 172755100 632 9,364 SH   DFND 20 9,364 0 0
CIRRUS LOGIC INC COM 172755100 8,000 118,608 SH   DFND 21 107,733 0 10,875
CISCO SYS INC COM 17275R102 17,348 440,421 SH   DFND 4 387,511 0 52,910
CISCO SYS INC COM 17275R102 92,837 2,356,855 SH   DFND 17 2,259,727 0 97,128
CISCO SYS INC COM 17275R102 2,199 55,829 SH   DFND 20 55,829 0 0
CISCO SYS INC COM 17275R102 176,624 4,483,980 SH   DFND 21 2,808,882 0 1,675,098
CISCO SYS INC COM 17275R102 198 5,028 SH   DFND 25 5,028 0 0
CINTAS CORP COM 172908105 25 76 SH   DFND 4 76 0 0
CINTAS CORP COM 172908105 11,097 33,342 SH   DFND 17 33,342 0 0
CINTAS CORP COM 172908105 12,703 38,168 SH   DFND 21 36,350 0 1,818
CITIGROUP INC COM NEW 172967424 5,001 116,012 SH   DFND 4 116,012 0 0
CITIGROUP INC COM NEW 172967424 39,725 921,491 SH   DFND 17 915,954 0 5,537
CITIGROUP INC COM NEW 172967424 8,349 193,675 SH   DFND 20 10,538 0 183,137
CITIGROUP INC COM NEW 172967424 90,180 2,091,865 SH   DFND 21 1,607,553 0 484,312
CITIGROUP INC COM NEW 172967424 98 2,271 SH   DFND 25 2,271 0 0
CITIZENS FINL GROUP INC COM 174610105 1,199 47,415 SH   DFND 17 47,415 0 0
CITIZENS FINL GROUP INC COM 174610105 12,886 509,716 SH   DFND 21 376,237 0 133,479
CITRIX SYS INC COM 177376100 3,670 26,652 SH   DFND 17 26,652 0 0
CITRIX SYS INC COM 177376100 16,528 120,019 SH   DFND 21 113,916 0 6,103
CLEAN HARBORS INC COM 184496107 18,819 335,878 SH   DFND 17 230,508 0 105,370
CLEAN HARBORS INC COM 184496107 127 2,258 SH   DFND 21 2,258 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 104,873 104,872,541 SH   DFND 4 104,796,992 0 75,549
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EASTMAN CHEM CO COM 277432100 2,759 35,316 SH   DFND 21 27,873 0 7,443
EASTMAN CHEM CO COM 277432100 469 6,000 SH   DFND 24 6,000 0 0
EASTMAN CHEM CO COM 277432100 53 678 SH   DFND 25 678 0 0
EATON VANCE CORP COM NON VTG 278265103 656 17,190 SH   DFND 21 17,190 0 0
EBAY INC. COM 278642103 779 14,949 SH   DFND 17 14,949 0 0
EBAY INC. COM 278642103 50,667 972,490 SH   DFND 21 660,264 0 312,226
ECHOSTAR CORP CL A 278768106 2,950 118,505 SH   DFND 17 118,505 0 0
ECOLAB INC COM 278865100 9 46 SH   DFND 4 46 0 0
ECOLAB INC COM 278865100 36,229 181,291 SH   DFND 17 181,279 0 12
ECOLAB INC COM 278865100 31,156 155,905 SH   DFND 20 71,654 0 84,251
ECOLAB INC COM 278865100 217,868 1,090,214 SH   DFND 21 1,055,094 0 35,120
ECOLAB INC COM 278865100 7,786 38,960 SH   DFND 24 38,960 0 0
ECOPETROL S A SPONSORED ADS 279158109 227 23,059 SH   DFND 21 23,059 0 0
EDISON INTL COM 281020107 0 8 SH   DFND 4 8 0 0
EDISON INTL COM 281020107 2,794 54,954 SH   DFND 17 54,954 0 0
EDISON INTL COM 281020107 4,320 84,969 SH   DFND 21 24,508 0 60,461
EDISON INTL COM 281020107 51 1,000 SH   DFND 25 1,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 3 35 SH   DFND 4 35 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,617 208,186 SH   DFND 17 180,655 0 27,531
EDWARDS LIFESCIENCES CORP COM 28176E108 42,056 526,883 SH   DFND 21 455,962 0 70,921
EIDOS THERAPEUTICS INC COM 28249H104 825 16,333 SH   DFND 17 16,333 0 0
EIDOS THERAPEUTICS INC COM 28249H104 222 4,400 SH   DFND 24 4,400 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 2,795 3,000,000 PRN   DFND 17 3,000,000 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 13,719 491,205 SH   DFND 17 480,105 0 11,100
ELANCO ANIMAL HEALTH INC COM 28414H103 6,707 240,138 SH   DFND 21 217,195 0 22,943
ELANCO ANIMAL HEALTH INC COM 28414H103 1,620 58,000 SH   DFND 24 58,000 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 53,886 1,214,735 SH   DFND 17 1,214,735 0 0
ELDORADO GOLD CORP NEW COM 284902509 1,524 144,898 SH   DFND 17 144,898 0 0
ELDORADO GOLD CORP NEW COM 284902509 186 17,711 SH   DFND 20 17,711 0 0
ELDORADO GOLD CORP NEW COM 284902509 3,865 367,421 SH   DFND 21 263,355 0 104,066
ELDORADO GOLD CORP NEW COM 284902509 26 2,511 SH   DFND 25 2,511 0 0
ELECTRONIC ARTS INC COM 285512109 24,551 188,260 SH   DFND 4 162,920 0 25,340
ELECTRONIC ARTS INC COM 285512109 5,605 42,982 SH   DFND 17 42,132 0 850
ELECTRONIC ARTS INC COM 285512109 77,832 596,826 SH   DFND 21 376,000 0 220,826
ELLINGTON FINANCIAL INC COM 28852N109 117 9,555 SH   DFND 17 9,555 0 0
ELLINGTON FINANCIAL INC COM 28852N109 970 79,096 SH   DFND 21 79,096 0 0
EMCOR GROUP INC COM 29084Q100 24,812 366,446 SH   DFND 17 366,435 0 11
EMCOR GROUP INC COM 29084Q100 3,819 56,398 SH   DFND 21 962 0 55,436
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,193 21,225 SH   DFND 17 19,425 0 1,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,653 15,993 SH   DFND 21 10,363 0 5,630
EMERSON ELEC CO COM 291011104 591 9,009 SH   DFND 17 9,009 0 0
EMERSON ELEC CO COM 291011104 4,036 61,545 SH   DFND 21 56,291 0 5,254
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 3,064 740,200 SH   DFND 4 740,200 0 0
ENBRIDGE INC COM 29250N105 2,442 83,861 SH   DFND 4 83,861 0 0
ENBRIDGE INC COM 29250N105 2,985 102,510 SH   DFND 17 102,510 0 0
ENBRIDGE INC COM 29250N105 759 26,060 SH   DFND 20 26,060 0 0
ENBRIDGE INC COM 29250N105 23,698 813,730 SH   DFND 21 551,048 0 262,682
ENBRIDGE INC COM 29250N105 59 2,043 SH   DFND 25 2,043 0 0
ENCORE CAP GROUP INC COM 292554102 5,291 137,104 SH   DFND 21 74,750 0 62,354
ENCOMPASS HEALTH CORP COM 29261A100 1,491 22,940 SH   DFND 17 22,940 0 0
ENCOMPASS HEALTH CORP COM 29261A100 811 12,478 SH   DFND 20 12,478 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,301 35,413 SH   DFND 21 30,621 0 4,792
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 730 134,765 SH   DFND 4 134,765 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 4,337 800,250 SH   DFND 17 800,250 0 0
ENERSYS COM 29275Y102 1 18 SH   DFND 17 18 0 0
ENERSYS COM 29275Y102 7,124 106,139 SH   DFND 21 104,128 0 2,011
ENNIS INC COM 293389102 1,265 72,557 SH   DFND 17 72,557 0 0
ENNIS INC COM 293389102 374 21,441 SH   DFND 21 21,441 0 0
ENPHASE ENERGY INC COM 29355A107 6,900 83,550 SH   DFND 4 83,550 0 0
ENPHASE ENERGY INC COM 29355A107 18,727 226,746 SH   DFND 17 166,901 0 59,845
ENPHASE ENERGY INC COM 29355A107 418 5,058 SH   DFND 21 3,346 0 1,712
ENPHASE ENERGY INC COM 29355A107 2,709 32,800 SH   DFND 24 32,800 0 0
ENSIGN GROUP INC COM 29358P101 6,733 117,993 SH   DFND 17 114,293 0 3,700
ENSIGN GROUP INC COM 29358P101 372 6,525 SH   DFND 20 6,525 0 0
ENSIGN GROUP INC COM 29358P101 3,310 58,003 SH   DFND 21 40,532 0 17,471
ENSIGN GROUP INC COM 29358P101 15 256 SH   DFND 25 256 0 0
ENTEGRIS INC COM 29362U104 10,397 139,862 SH   DFND 17 110,932 0 28,930
ENTERCOM COMMUNICATIONS CORP CL A 293639100 242 150,000 SH   DFND 4 150,000 0 0
ENTERGY CORP NEW COM 29364G103 4,805 48,768 SH   DFND 17 48,768 0 0
ENTERGY CORP NEW COM 29364G103 1,111 11,273 SH   DFND 20 11,273 0 0
ENTERGY CORP NEW COM 29364G103 28,391 288,149 SH   DFND 21 236,663 0 51,486
ENTERGY CORP NEW COM 29364G103 116 1,177 SH   DFND 25 1,177 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,982 146,023 SH   DFND 17 146,023 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,156 73,242 SH   DFND 4 73,242 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 4,164 263,700 SH   DFND 17 263,700 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 2,560 2,000,000 PRN   DFND 17 2,000,000 0 0
EPAM SYS INC COM 29414B104 122,250 378,156 SH   DFND 17 356,586 0 21,570
ENVIVA PARTNERS LP COM UNIT 29414J107 276 6,854 SH   DFND 17 6,854 0 0
EPIZYME INC COM 29428V104 2,904 243,413 SH   DFND 17 220,783 0 22,630
EPIZYME INC COM 29428V104 109 9,143 SH   DFND 21 0 0 9,143
EPIZYME INC COM 29428V104 506 42,400 SH   DFND 24 42,400 0 0
EQUIFAX INC COM 294429105 12,028 76,661 SH   DFND 17 60,552 0 16,109
EQUIFAX INC COM 294429105 2,394 15,259 SH   DFND 21 11,202 0 4,057
EQUINIX INC COM 29444U700 55,049 72,420 SH   DFND 4 72,420 0 0
EQUINIX INC COM 29444U700 101,623 133,691 SH   DFND 17 131,880 0 1,811
EQUINIX INC COM 29444U700 55,629 73,184 SH   DFND 21 41,132 0 32,052
EQUINIX INC COM 29444U700 86 113 SH   DFND 25 113 0 0
EQUITABLE HLDGS INC COM 29452E101 1,879 102,991 SH   DFND 17 102,991 0 0
EQUITABLE HLDGS INC COM 29452E101 12,566 688,934 SH   DFND 21 376,659 0 312,275
EQUITABLE HLDGS INC COM 29452E101 7 357 SH   DFND 25 357 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 2,185 258,238 SH   DFND 4 258,238 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 302 11,330 SH   DFND 17 11,330 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 28,484 464,668 SH   DFND 4 464,668 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 878 14,317 SH   DFND 17 14,317 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 20,009 389,814 SH   DFND 4 389,814 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 915 17,819 SH   DFND 17 17,819 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 183 3,571 SH   DFND 21 3,571 0 0
ERICSSON ADR B SEK 10 294821608 12,322 1,131,480 SH   DFND 17 951,360 0 180,120
ESCO TECHNOLOGIES INC COM 296315104 976 12,110 SH   DFND 17 12,110 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,815 48,825 SH   DFND 17 48,825 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 394 10,600 SH   DFND 24 10,600 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 900 49,111 SH   DFND 17 49,111 0 0
ESSENTIAL UTILS INC COM 29670G102 25,964 645,056 SH   DFND 17 645,056 0 0
ESSENTIAL UTILS INC COM 29670G102 2,050 50,928 SH   DFND 21 50,928 0 0
ESSEX PPTY TR INC COM 297178105 18,870 93,978 SH   DFND 4 93,978 0 0
ESSEX PPTY TR INC COM 297178105 21,632 107,732 SH   DFND 17 107,073 0 659
ESSEX PPTY TR INC COM 297178105 4,005 19,948 SH   DFND 21 19,948 0 0
ETSY INC COM 29786A106 734 6,035 SH   DFND 17 0 0 6,035
ETSY INC COM 29786A106 1,553 12,765 SH   DFND 21 8,845 0 3,920
ETSY INC NOTE 0.125%10/0 29786AAJ5 11,569 7,245,000 PRN   DFND 17 5,710,000 0 1,535,000
EURONET WORLDWIDE INC COM 298736109 7,558 82,968 SH   DFND 21 33,547 0 49,421
EVERBRIDGE INC COM 29978A104 7,855 62,474 SH   DFND 17 37,659 0 24,815
EVERBRIDGE INC COM 29978A104 3,674 29,219 SH   DFND 21 29,219 0 0
EVERGY INC COM 30034W106 830 16,339 SH   DFND 17 16,323 0 16
EVERSOURCE ENERGY COM 30040W108 4 48 SH   DFND 4 48 0 0
EVERSOURCE ENERGY COM 30040W108 19,047 227,972 SH   DFND 17 227,960 0 12
EVERSOURCE ENERGY COM 30040W108 18,076 216,347 SH   DFND 21 40,908 0 175,439
EVERQUOTE INC COM CL A 30041R108 10,965 283,783 SH   DFND 17 174,350 0 109,433
EVERQUOTE INC COM CL A 30041R108 124 3,197 SH   DFND 20 3,197 0 0
EVERQUOTE INC COM CL A 30041R108 2,200 56,936 SH   DFND 21 41,198 0 15,738
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 20,050 25,535,000 PRN   DFND 17 25,535,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 10,362 488,330 SH   DFND 17 488,330 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 394 18,577 SH   DFND 20 18,577 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 2,857 134,658 SH   DFND 21 74,374 0 60,284
EXACT SCIENCES CORP COM 30063P105 2,046 20,070 SH   DFND 17 18,123 0 1,947
EXACT SCIENCES CORP COM 30063P105 147 1,444 SH   DFND 21 1,444 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 198,690 168,461,000 PRN   DFND 17 161,048,000 0 7,413,000
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 40,296 37,040,000 PRN   DFND 17 37,040,000 0 0
EXELON CORP COM 30161N101 8,852 247,546 SH   DFND 17 247,546 0 0
EXELON CORP COM 30161N101 961 26,884 SH   DFND 20 26,884 0 0
EXELON CORP COM 30161N101 58,438 1,634,168 SH   DFND 21 953,046 0 681,122
EXELON CORP COM 30161N101 101 2,819 SH   DFND 25 2,819 0 0
EXELON CORP PUT 30161N951 515 14,400 SH Put DFND 21 14,400 0 0
EXELIXIS INC COM 30161Q104 654 26,740 SH   DFND 17 26,740 0 0
EXELIXIS INC COM 30161Q104 328 13,400 SH   DFND 24 13,400 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,486 37,691 SH   DFND 17 37,691 0 0
EXPEDIA GROUP INC COM NEW 30212P303 15,219 165,982 SH   DFND 17 139,287 0 26,695
EXPEDITORS INTL WASH INC COM 302130109 1,847 20,401 SH   DFND 17 20,401 0 0
EXPEDITORS INTL WASH INC COM 302130109 17,297 191,082 SH   DFND 21 54,833 0 136,249
EXPONENT INC COM 30214U102 327 4,535 SH   DFND 17 4,535 0 0
EXPONENT INC COM 30214U102 802 11,141 SH   DFND 21 11,141 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,751 35,058 SH   DFND 4 35,058 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,829 73,174 SH   DFND 17 73,174 0 0
EXXON MOBIL CORP COM 30231G102 6,411 186,750 SH   DFND 17 177,118 0 9,632
EXXON MOBIL CORP COM 30231G102 583 16,984 SH   DFND 20 16,984 0 0
EXXON MOBIL CORP COM 30231G102 27,772 808,965 SH   DFND 21 628,600 0 180,365
EXXON MOBIL CORP COM 30231G102 1,030 30,000 SH   DFND 24 30,000 0 0
EXXON MOBIL CORP COM 30231G102 65 1,882 SH   DFND 25 1,882 0 0
F M C CORP COM NEW 302491303 25,627 241,973 SH   DFND 17 222,699 0 19,274
F M C CORP COM NEW 302491303 2,300 21,714 SH   DFND 21 16,249 0 5,465
F M C CORP COM NEW 302491303 6,598 62,300 SH   DFND 24 62,300 0 0
FTI CONSULTING INC COM 302941109 8,104 76,476 SH   DFND 17 76,476 0 0
FTI CONSULTING INC COM 302941109 4,377 41,301 SH   DFND 21 19,846 0 21,455
FACEBOOK INC CL A 30303M102 22,052 84,200 SH   DFND 4 80,000 0 4,200
FACEBOOK INC CL A 30303M102 1,237,357 4,724,541 SH   DFND 17 4,386,343 0 338,198
FACEBOOK INC CL A 30303M102 3,851 14,704 SH   DFND 20 14,704 0 0
FACEBOOK INC CL A 30303M102 415,239 1,585,488 SH   DFND 21 1,213,355 0 372,133
FACEBOOK INC CL A 30303M102 2,069 7,900 SH   DFND 24 7,900 0 0
FACEBOOK INC CL A 30303M102 343 1,308 SH   DFND 25 1,308 0 0
FAIR ISAAC CORP COM 303250104 60,873 143,103 SH   DFND 17 143,103 0 0
FAIR ISAAC CORP COM 303250104 2,719 6,392 SH   DFND 21 3,899 0 2,493
FASTLY INC CL A 31188V100 106,867 1,140,762 SH   DFND 17 1,030,937 0 109,825
FASTLY INC CL A 31188V100 812 8,670 SH   DFND 21 423 0 8,247
FASTENAL CO COM 311900104 0 2 SH   DFND 4 2 0 0
FASTENAL CO COM 311900104 960 21,280 SH   DFND 17 21,280 0 0
FASTENAL CO COM 311900104 20,011 443,799 SH   DFND 21 49,012 0 394,787
FEDERAL AGRIC MTG CORP CL C 313148306 1,220 19,169 SH   DFND 17 19,169 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 2,369 32,262 SH   DFND 4 32,262 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 43 580 SH   DFND 17 580 0 0
FEDERAL SIGNAL CORP COM 313855108 2,452 83,823 SH   DFND 17 83,823 0 0
FEDERATED HERMES INC CL B 314211103 329 15,300 SH   DFND 17 12,200 0 3,100
FEDERATED HERMES INC CL B 314211103 1,250 58,133 SH   DFND 21 8,398 0 49,735
FEDEX CORP COM 31428X106 21 82 SH   DFND 4 82 0 0
FEDEX CORP COM 31428X106 204,043 811,238 SH   DFND 17 808,003 0 3,235
FEDEX CORP COM 31428X106 1,071 4,258 SH   DFND 21 2,118 0 2,140
F5 NETWORKS INC COM 315616102 66,570 542,234 SH   DFND 17 533,374 0 8,860
F5 NETWORKS INC COM 315616102 606 4,939 SH   DFND 21 1,167 0 3,772
FIDELITY NATL INFORMATION SV COM 31620M106 66,009 448,397 SH   DFND 17 365,311 0 83,086
FIDELITY NATL INFORMATION SV COM 31620M106 18,604 126,379 SH   DFND 21 104,308 0 22,071
FIDELITY NATL INFORMATION SV COM 31620M106 60 408 SH   DFND 25 408 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 21,287 144,600 SH Call DFND 17 144,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 39,216 1,252,497 SH   DFND 17 1,242,797 0 9,700
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,642 148,266 SH   DFND 21 126,210 0 22,056
FIFTH THIRD BANCORP COM 316773100 298 13,958 SH   DFND 17 13,958 0 0
FIFTH THIRD BANCORP COM 316773100 5,516 258,711 SH   DFND 21 65,871 0 192,840
51JOB INC SPONSORED ADS 316827104 2,746 35,216 SH   DFND 4 34,416 0 800
FIREEYE INC COM 31816Q101 47,745 3,867,589 SH   DFND 17 3,867,589 0 0
FIRST AMERN FINL CORP COM 31847R102 9,241 181,513 SH   DFND 17 181,513 0 0
FIRST AMERN FINL CORP COM 31847R102 5,921 116,303 SH   DFND 21 106,309 0 9,994
FIRST AMERN FINL CORP COM 31847R102 68 1,326 SH   DFND 25 1,326 0 0
FIRST BANCORP P R COM NEW 318672706 77 14,729 SH   DFND 21 0 0 14,729
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,145 6,728 SH   DFND 17 6,728 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 3,483 10,926 SH   DFND 21 10,041 0 885
FIRST FINL BANKSHARES COM 32020R109 1,878 67,301 SH   DFND 17 67,301 0 0
FIRST FNDTN INC COM 32026V104 416 31,839 SH   DFND 17 26,339 0 5,500
FIRST FNDTN INC COM 32026V104 98 7,464 SH   DFND 21 7,464 0 0
FIRST HORIZON NATL CORP COM 320517105 1,804 191,262 SH   DFND 17 191,262 0 0
FIRST HORIZON NATL CORP COM 320517105 4,762 504,987 SH   DFND 21 463,365 0 41,622
FIRST HORIZON NATL CORP COM 320517105 39 4,122 SH   DFND 25 4,122 0 0
FIRST INDL RLTY TR INC COM 32054K103 16,101 404,552 SH   DFND 4 404,552 0 0
FIRST INDL RLTY TR INC COM 32054K103 1,534 38,535 SH   DFND 17 38,535 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,364 42,835 SH   DFND 17 42,835 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 14,637 134,208 SH   DFND 17 134,208 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 496 4,544 SH   DFND 20 4,544 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 6,904 63,307 SH   DFND 21 41,439 0 21,868
FIRST SOLAR INC COM 336433107 22,799 344,400 SH   DFND 4 344,400 0 0
FIRST SOLAR INC COM 336433107 265 4,007 SH   DFND 21 2,941 0 1,066
FISERV INC COM 337738108 50,388 488,964 SH   DFND 17 380,279 0 108,685
FISERV INC COM 337738108 260 2,519 SH   DFND 20 2,519 0 0
FISERV INC COM 337738108 23,294 226,045 SH   DFND 21 223,117 0 2,928
FISERV INC CALL 337738908 20,404 198,000 SH Call DFND 17 198,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,334 78,781 SH   DFND 17 78,781 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 503 16,968 SH   DFND 21 11,112 0 5,856
FLAGSTAR BANCORP INC COM PAR .001 337930705 15 496 SH   DFND 25 496 0 0
FIRSTENERGY CORP COM 337932107 56 1,935 SH   DFND 17 1,935 0 0
FIRSTENERGY CORP COM 337932107 734 25,577 SH   DFND 21 25,577 0 0
FITBIT INC CL A 33812L102 1,012 145,400 SH   DFND 21 145,400 0 0
FIVE9 INC COM 338307101 2 13 SH   DFND 17 13 0 0
FIVE9 INC COM 338307101 7,681 59,234 SH   DFND 21 59,234 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 0 1 SH   DFND 4 1 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,909 20,617 SH   DFND 17 20,617 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 14,139 59,384 SH   DFND 20 0 0 59,384
FLEETCOR TECHNOLOGIES INC COM 339041105 96,626 405,822 SH   DFND 21 402,562 0 3,260
FLEETCOR TECHNOLOGIES INC COM 339041105 1,167 4,900 SH   DFND 24 4,900 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,364 3,000,000 PRN   DFND 17 3,000,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 21,348 285,400 SH   DFND 17 195,474 0 89,926
FLUOR CORP NEW COM 343412102 13,760 1,561,900 SH   DFND 17 1,561,900 0 0
FLOWERS FOODS INC COM 343498101 841 34,584 SH   DFND 17 34,584 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 116 16,040 SH   DFND 21 16,040 0 0
FOOT LOCKER INC COM 344849104 871 26,377 SH   DFND 17 26,377 0 0
FOOT LOCKER INC COM 344849104 4,496 136,125 SH   DFND 21 0 0 136,125
FOOT LOCKER INC COM 344849104 14 422 SH   DFND 25 422 0 0
FORD MTR CO DEL COM 345370860 54,426 8,172,079 SH   DFND 17 8,172,079 0 0
FORD MTR CO DEL COM 345370860 1,314 197,368 SH   DFND 21 170,068 0 27,300
FORMFACTOR INC COM 346375108 10,890 436,836 SH   DFND 17 305,771 0 131,065
FORMFACTOR INC COM 346375108 919 36,860 SH   DFND 21 36,860 0 0
FORTIS INC COM 349553107 2,946 72,284 SH   DFND 17 72,284 0 0
FORTIS INC COM 349553107 16,198 397,431 SH   DFND 21 138,573 0 258,858
FORTINET INC COM 34959E109 58,847 499,511 SH   DFND 17 499,511 0 0
FORTINET INC COM 34959E109 1,148 9,744 SH   DFND 20 9,744 0 0
FORTINET INC COM 34959E109 33,420 283,681 SH   DFND 21 156,042 0 127,639
FORTINET INC COM 34959E109 90 762 SH   DFND 25 762 0 0
FORTIVE CORP COM 34959J108 3,378 44,322 SH   DFND 17 44,322 0 0
FORTIVE CORP COM 34959J108 1,173 15,396 SH   DFND 21 2,408 0 12,988
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 26,747 26,515,000 PRN   DFND 17 26,515,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 126 1,452 SH   DFND 17 1,452 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 855 9,878 SH   DFND 20 9,878 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 4,776 55,200 SH   DFND 21 41,820 0 13,380
FOUNDATION BLDG MATLS INC COM 350392106 327 20,819 SH   DFND 21 20,819 0 0
FOX CORP CL B COM 35137L204 16 559 SH   DFND 17 559 0 0
FOX CORP CL B COM 35137L204 3,080 110,134 SH   DFND 21 14,533 0 95,601
FOX FACTORY HLDG CORP COM 35138V102 1,451 19,527 SH   DFND 17 19,527 0 0
FOX FACTORY HLDG CORP COM 35138V102 166 2,238 SH   DFND 21 2,238 0 0
FRANCO NEV CORP COM 351858105 5,006 35,936 SH   DFND 17 35,936 0 0
FRANCO NEV CORP COM 351858105 508 3,645 SH   DFND 20 3,645 0 0
FRANCO NEV CORP COM 351858105 48,199 346,002 SH   DFND 21 279,046 0 66,956
FRANKLIN ELEC INC COM 353514102 7,060 120,000 SH   DFND 17 120,000 0 0
FRANKLIN ELEC INC COM 353514102 3,496 59,433 SH   DFND 21 59,433 0 0
FRANKLIN RESOURCES INC COM 354613101 85 4,195 SH   DFND 17 4,195 0 0
FRANKLIN RESOURCES INC COM 354613101 139 6,840 SH   DFND 21 0 0 6,840
FREEDOM HLDG CORP NEV COM 356390104 644 26,854 SH   DFND 17 26,854 0 0
FREEPORT-MCMORAN INC CL B 35671D857 86,811 5,550,565 SH   DFND 17 5,550,565 0 0
FREEPORT-MCMORAN INC CL B 35671D857 20,331 1,299,923 SH   DFND 21 1,299,923 0 0
FREEPORT-MCMORAN INC CL B 35671D857 626 40,000 SH   DFND 24 40,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 3,441 220,000 SH Call DFND 20 220,000 0 0
FRESHPET INC COM 358039105 27,766 248,689 SH   DFND 17 171,996 0 76,693
FRESHPET INC COM 358039105 20,897 187,163 SH   DFND 21 185,081 0 2,082
FRONTDOOR INC COM 35905A109 280 7,203 SH   DFND 17 7,203 0 0
FRONTDOOR INC COM 35905A109 2 53 SH   DFND 21 53 0 0
GATX CORP COM 361448103 412 6,459 SH   DFND 17 6,459 0 0
GATX CORP COM 361448103 458 7,188 SH   DFND 21 0 0 7,188
GCI LIBERTY INC COM CLASS A 36164V305 560 6,829 SH   DFND 21 6,829 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 115,587 2,168,200 SH   DFND 17 2,024,505 0 143,695
GW PHARMACEUTICALS PLC ADS 36197T103 302 3,100 SH   DFND 17 3,100 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 88 900 SH   DFND 24 900 0 0
G1 THERAPEUTICS INC COM 3621LQ109 181 15,695 SH   DFND 17 15,695 0 0
G1 THERAPEUTICS INC COM 3621LQ109 55 4,800 SH   DFND 24 4,800 0 0
GMS INC COM 36251C103 260 10,801 SH   DFND 17 10,801 0 0
GMS INC COM 36251C103 1,313 54,478 SH   DFND 21 2,816 0 51,662
GSX TECHEDU INC SPONSORED ADS 36257Y109 560 6,212 SH   DFND 17 6,212 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,630 53,324 SH   DFND 17 53,324 0 0
GALLAGHER ARTHUR J & CO COM 363576109 870 8,238 SH   DFND 20 8,238 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,809 55,018 SH   DFND 21 29,496 0 25,522
GAMING & LEISURE PPTYS INC COM 36467J108 9,853 266,810 SH   DFND 4 266,810 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 923 24,982 SH   DFND 17 24,982 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 398 10,782 SH   DFND 21 10,782 0 0
GENERAC HLDGS INC COM 368736104 10,515 54,300 SH   DFND 4 54,300 0 0
GENERAC HLDGS INC COM 368736104 7,279 37,592 SH   DFND 17 37,157 0 435
GENERAC HLDGS INC COM 368736104 3,999 20,650 SH   DFND 21 1,012 0 19,638
GENERAL DYNAMICS CORP COM 369550108 4 26 SH   DFND 4 26 0 0
GENERAL DYNAMICS CORP COM 369550108 2,388 17,247 SH   DFND 17 17,247 0 0
GENERAL DYNAMICS CORP COM 369550108 373 2,694 SH   DFND 21 2,694 0 0
GENERAL ELECTRIC CO COM 369604103 191,066 30,668,680 SH   DFND 17 30,531,940 0 136,740
GENERAL ELECTRIC CO COM 369604103 657 105,379 SH   DFND 21 59,649 0 45,730
GENERAL MLS INC COM 370334104 1 21 SH   DFND 4 21 0 0
GENERAL MLS INC COM 370334104 10,791 174,946 SH   DFND 17 174,946 0 0
GENERAL MLS INC COM 370334104 1,285 20,838 SH   DFND 20 20,838 0 0
GENERAL MLS INC COM 370334104 44,961 728,947 SH   DFND 21 602,751 0 126,196
GENERAL MLS INC COM 370334104 1,542 25,000 SH   DFND 24 25,000 0 0
GENERAL MLS INC COM 370334104 138 2,237 SH   DFND 25 2,237 0 0
GENERAL MTRS CO COM 37045V100 4,654 157,297 SH   DFND 17 157,297 0 0
GENERAL MTRS CO COM 37045V100 17,135 579,080 SH   DFND 21 391,590 0 187,490
GENERAL MTRS CO COM 37045V100 73 2,478 SH   DFND 25 2,478 0 0
GENESCO INC COM 371532102 1,427 66,236 SH   DFND 17 66,236 0 0
GENESCO INC COM 371532102 13 583 SH   DFND 25 583 0 0
GENTEX CORP COM 371901109 16,155 627,377 SH   DFND 17 627,377 0 0
GENTEX CORP COM 371901109 408 15,855 SH   DFND 21 15,855 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,268 230,172 SH   DFND 17 162,257 0 67,915
GENMARK DIAGNOSTICS INC COM 372309104 364 25,646 SH   DFND 21 25,646 0 0
GENUINE PARTS CO COM 372460105 231 2,422 SH   DFND 17 2,422 0 0
GENUINE PARTS CO COM 372460105 152 1,594 SH   DFND 21 1,594 0 0
GENWORTH FINL INC COM CL A 37247D106 61 18,066 SH   DFND 17 18,066 0 0
GENWORTH FINL INC COM CL A 37247D106 750 223,867 SH   DFND 21 223,867 0 0
GIBRALTAR INDS INC COM 374689107 749 11,494 SH   DFND 21 9,066 0 2,428
GILEAD SCIENCES INC COM 375558103 12,059 190,830 SH   DFND 4 167,540 0 23,290
GILEAD SCIENCES INC COM 375558103 22,926 362,809 SH   DFND 17 349,619 0 13,190
GILEAD SCIENCES INC COM 375558103 28,852 456,587 SH   DFND 21 227,746 0 228,841
GILEAD SCIENCES INC COM 375558103 4,960 78,500 SH   DFND 24 78,500 0 0
GLACIER BANCORP INC NEW COM 37637Q105 5,363 167,347 SH   DFND 17 167,347 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,062 54,770 SH   DFND 17 54,770 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 679 12,309 SH   DFND 17 12,309 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 121 2,200 SH   DFND 24 2,200 0 0
GLOBAL PMTS INC COM 37940X102 14 78 SH   DFND 4 78 0 0
GLOBAL PMTS INC COM 37940X102 70,368 396,259 SH   DFND 17 312,062 0 84,197
GLOBAL PMTS INC COM 37940X102 761 4,286 SH   DFND 20 4,286 0 0
GLOBAL PMTS INC COM 37940X102 22,847 128,658 SH   DFND 21 94,228 0 34,430
GLOBAL PMTS INC CALL 37940X902 26,850 151,200 SH Call DFND 17 151,200 0 0
GLOBAL X FDS GLOBAL X SILVER 37954Y848 260 6,000 SH   DFND 17 6,000 0 0
GLOBAL X FDS GLOBAL X SILVER 37954Y848 3,047 70,300 SH   DFND 20 70,300 0 0
GLOBE LIFE INC COM 37959E102 15,914 199,168 SH   DFND 17 199,168 0 0
GLOBE LIFE INC COM 37959E102 2,162 27,059 SH   DFND 21 23,899 0 3,160
GLU MOBILE INC COM 379890106 1,137 148,207 SH   DFND 21 71,425 0 76,782
GOLD FIELDS LTD SPONSORED ADR 38059T106 13,894 1,130,479 SH   DFND 17 1,130,479 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 102 8,316 SH   DFND 20 8,316 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 234 19,045 SH   DFND 21 19,045 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 478 38,900 SH   DFND 24 38,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,601 32,845 SH   DFND 17 32,845 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 29,770 148,131 SH   DFND 21 128,972 0 19,159
GRACO INC COM 384109104 3,068 50,000 SH   DFND 17 50,000 0 0
GRACO INC COM 384109104 12,398 202,082 SH   DFND 20 0 0 202,082
GRACO INC COM 384109104 69,325 1,129,997 SH   DFND 21 1,102,612 0 27,385
GRAHAM HLDGS CO COM CL B 384637104 1,001 2,478 SH   DFND 17 2,478 0 0
GRAHAM HLDGS CO COM CL B 384637104 2,533 6,268 SH   DFND 21 1,135 0 5,133
GRAHAM HLDGS CO COM CL B 384637104 21 51 SH   DFND 25 51 0 0
GRAINGER W W INC COM 384802104 258 723 SH   DFND 17 723 0 0
GRAINGER W W INC COM 384802104 1,235 3,463 SH   DFND 20 3,463 0 0
GRAINGER W W INC COM 384802104 2,372 6,648 SH   DFND 21 6,090 0 558
GRAND CANYON ED INC COM 38526M106 463 5,786 SH   DFND 17 5,786 0 0
GRAND CANYON ED INC COM 38526M106 6,621 82,828 SH   DFND 21 82,828 0 0
GRANITE PT MTG TR INC COM STK 38741L107 0 4,549,365 SH   DFND 4 4,549,365 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 7,169 123,917 SH   DFND 17 123,917 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,805 31,202 SH   DFND 21 12,918 0 18,284
GRAY TELEVISION INC COM 389375106 1,690 122,735 SH   DFND 17 122,735 0 0
GRAY TELEVISION INC COM 389375106 223 16,214 SH   DFND 20 16,214 0 0
GRAY TELEVISION INC COM 389375106 5,550 403,041 SH   DFND 21 195,543 0 207,498
GRAY TELEVISION INC COM 389375106 22 1,599 SH   DFND 25 1,599 0 0
GREEN BRICK PARTNERS INC COM 392709101 632 39,237 SH   DFND 21 39,237 0 0
GREEN DOT CORP CL A 39304D102 284 5,618 SH   DFND 21 0 0 5,618
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 35,825 39,260,000 PRN   DFND 17 39,260,000 0 0
GREENSKY INC CL A 39572G100 53,485 12,046,264 SH   DFND 4 12,046,264 0 0
GREIF INC CL A 397624107 1,269 35,035 SH   DFND 21 35,035 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 8,388 483,450 SH   DFND 17 483,450 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 24,453 621,892 SH   DFND 17 453,017 0 168,875
GROCERY OUTLET HLDG CORP COM 39874R101 427 10,858 SH   DFND 21 10,858 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 1,769 45,000 SH   DFND 24 45,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,232 13,939 SH   DFND 21 0 0 13,939
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 584 80,711 SH   DFND 21 80,711 0 0
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 362 4,494 SH   DFND 21 4,494 0 0
GUARDANT HEALTH INC COM 40131M109 104,977 939,139 SH   DFND 17 934,989 0 4,150
GUARDANT HEALTH INC COM 40131M109 462 4,133 SH   DFND 21 0 0 4,133
GUARDANT HEALTH INC COM 40131M109 168 1,500 SH   DFND 24 1,500 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 50 2,563 SH   DFND 17 2,563 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 296 15,031 SH   DFND 21 8,657 0 6,374
HCA HEALTHCARE INC COM 40412C101 1,181 9,471 SH   DFND 17 9,471 0 0
HCA HEALTHCARE INC COM 40412C101 12,911 103,551 SH   DFND 21 25,995 0 77,556
HDFC BANK LTD SPONSORED ADS 40415F101 51,994 1,040,720 SH   DFND 17 1,040,720 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 17,435 348,970 SH   DFND 20 348,970 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 11,965 239,488 SH   DFND 21 239,488 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 2,143 42,900 SH   DFND 24 42,900 0 0
HD SUPPLY HLDGS INC COM 40416M105 70 1,691 SH   DFND 17 1,691 0 0
HD SUPPLY HLDGS INC COM 40416M105 161 3,902 SH   DFND 21 0 0 3,902
HMS HLDGS CORP COM 40425J101 1,501 62,652 SH   DFND 17 62,652 0 0
HMS HLDGS CORP COM 40425J101 1,393 58,148 SH   DFND 21 0 0 58,148
HP INC COM 40434L105 1 78 SH   DFND 4 78 0 0
HP INC COM 40434L105 3,104 163,468 SH   DFND 17 65,683 0 97,785
HP INC COM 40434L105 18,412 969,545 SH   DFND 21 604,676 0 364,869
HAEMONETICS CORP COM 405024100 14,264 163,488 SH   DFND 17 109,951 0 53,537
HAEMONETICS CORP COM 405024100 17 200 SH   DFND 24 200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,431 41,716 SH   DFND 17 41,716 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,046 30,500 SH   DFND 24 30,500 0 0
HALLIBURTON CO COM 406216101 57 4,700 SH   DFND 17 4,700 0 0
HALLIBURTON CO COM 406216101 70 5,785 SH   DFND 20 5,785 0 0
HALLIBURTON CO COM 406216101 175 14,563 SH   DFND 21 13,391 0 1,172
HALOZYME THERAPEUTICS INC COM 40637H109 1,834 69,801 SH   DFND 17 63,201 0 6,600
HALOZYME THERAPEUTICS INC COM 40637H109 192 7,300 SH   DFND 24 7,300 0 0
HANESBRANDS INC COM 410345102 20 1,239 SH   DFND 17 1,239 0 0
HANESBRANDS INC COM 410345102 2,125 134,940 SH   DFND 21 79,177 0 55,763
HANGER INC COM NEW 41043F208 275 17,386 SH   DFND 21 17,386 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,574 60,887 SH   DFND 17 60,855 0 32
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 22,569 21,500,000 PRN   DFND 17 16,775,000 0 4,725,000
HANOVER INS GROUP INC COM 410867105 18,257 195,928 SH   DFND 17 195,928 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 82 10,185 SH   DFND 17 10,185 0 0
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 19 3,586 SH   DFND 17 3,586 0 0
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 67 12,791 SH   DFND 21 12,791 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 9,488 257,407 SH   DFND 17 257,407 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 478 12,972 SH   DFND 20 12,972 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 28,153 763,794 SH   DFND 21 581,801 0 181,993
HARTFORD FINL SVCS GROUP INC COM 416515104 68 1,849 SH   DFND 25 1,849 0 0
HASBRO INC COM 418056107 178 2,154 SH   DFND 17 2,154 0 0
HASBRO INC COM 418056107 907 10,962 SH   DFND 21 7,231 0 3,731
HAWAIIAN ELEC INDUSTRIES COM 419870100 530 15,951 SH   DFND 17 15,951 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 278 12,903 SH   DFND 17 12,903 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 236 10,958 SH   DFND 21 5,794 0 5,164
HEALTHCARE RLTY TR COM 421946104 3,680 122,162 SH   DFND 4 122,162 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,334 89,755 SH   DFND 4 89,755 0 0
HEALTH CATALYST INC COM 42225T107 7,685 209,978 SH   DFND 17 121,933 0 88,045
HEALTHPEAK PROPERTIES INC COM 42250P103 20,456 753,455 SH   DFND 4 753,455 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 199 7,344 SH   DFND 17 7,344 0 0
HECLA MNG CO COM 422704106 172 33,812 SH   DFND 17 33,812 0 0
HECLA MNG CO COM 422704106 195 38,289 SH   DFND 21 38,289 0 0
HEICO CORP NEW CL A 422806208 2,506 28,267 SH   DFND 17 28,267 0 0
HEICO CORP NEW CL A 422806208 994 11,207 SH   DFND 21 10,599 0 608
HEICO CORP NEW CL A 422806208 53 597 SH   DFND 25 597 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 1,867 2,000,000 PRN   DFND 17 2,000,000 0 0
HERC HLDGS INC COM 42704L104 1,122 28,333 SH   DFND 17 28,333 0 0
HERC HLDGS INC COM 42704L104 1,201 30,325 SH   DFND 21 11,510 0 18,815
HERC HLDGS INC COM 42704L104 19 479 SH   DFND 25 479 0 0
HERSHEY CO COM 427866108 20,210 140,996 SH   DFND 17 140,996 0 0
HERSHEY CO COM 427866108 8,264 57,650 SH   DFND 21 44,747 0 12,903
HERSHEY CO COM 427866108 645 4,500 SH   DFND 24 4,500 0 0
HERSHEY CO COM 427866108 77 539 SH   DFND 25 539 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,285 43,372 SH   DFND 21 42,511 0 861
HESS CORP COM 42809H107 1,903 46,484 SH   DFND 17 46,484 0 0
HESS CORP COM 42809H107 327 8,000 SH   DFND 24 8,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 7,027 465,347 SH   DFND 4 465,347 0 0
HESS MIDSTREAM LP CL A SHS 428103105 781 51,714 SH   DFND 17 51,714 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 907 96,850 SH   DFND 17 96,850 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 843 89,943 SH   DFND 20 89,943 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 36,932 3,941,546 SH   DFND 21 2,514,564 0 1,426,982
HEWLETT PACKARD ENTERPRISE C COM 42824C109 43 4,541 SH   DFND 25 4,541 0 0
HEXCEL CORP NEW COM 428291108 42 1,247 SH   DFND 21 0 0 1,247
HEXCEL CORP NEW COM 428291108 3,228 96,200 SH   DFND 24 96,200 0 0
HIBBETT SPORTS INC COM 428567101 2,782 70,931 SH   DFND 17 70,931 0 0
HILL ROM HLDGS INC COM 431475102 24,939 298,634 SH   DFND 17 298,634 0 0
HILL ROM HLDGS INC COM 431475102 637 7,633 SH   DFND 20 7,633 0 0
HILL ROM HLDGS INC COM 431475102 17,198 205,941 SH   DFND 21 115,095 0 90,846
HILL ROM HLDGS INC COM 431475102 818 9,800 SH   DFND 24 9,800 0 0
HILL ROM HLDGS INC COM 431475102 33 399 SH   DFND 25 399 0 0
HILLENBRAND INC COM 431571108 2,369 83,519 SH   DFND 17 83,519 0 0
HILLTOP HOLDINGS INC COM 432748101 593 28,793 SH   DFND 17 28,793 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2 29 SH   DFND 4 29 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 28,103 329,378 SH   DFND 17 323,853 0 5,525
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,005 23,496 SH   DFND 21 12,990 0 10,506
HOLLYFRONTIER CORP COM 436106108 280 14,231 SH   DFND 17 14,231 0 0
HOLLYFRONTIER CORP COM 436106108 392 19,875 SH   DFND 21 19,875 0 0
HOLOGIC INC COM 436440101 7,586 114,133 SH   DFND 17 86,223 0 27,910
HOLOGIC INC COM 436440101 11,347 170,716 SH   DFND 21 160,089 0 10,627
HOLOGIC INC COM 436440101 691 10,400 SH   DFND 24 10,400 0 0
HOME DEPOT INC COM 437076102 422,891 1,522,779 SH   DFND 17 1,519,765 0 3,014
HOME DEPOT INC COM 437076102 2,333 8,401 SH   DFND 20 8,401 0 0
HOME DEPOT INC COM 437076102 190,326 685,340 SH   DFND 21 416,085 0 269,255
HOME DEPOT INC COM 437076102 245 881 SH   DFND 25 881 0 0
HOME DEPOT INC PUT 437076952 583 2,100 SH Put DFND 21 2,100 0 0
HOMOLOGY MEDICINES INC COM 438083107 201 18,761 SH   DFND 17 18,761 0 0
HOMOLOGY MEDICINES INC COM 438083107 106 9,900 SH   DFND 24 9,900 0 0
HONEYWELL INTL INC COM 438516106 189,566 1,151,607 SH   DFND 17 1,148,028 0 3,579
HONEYWELL INTL INC COM 438516106 861 5,230 SH   DFND 20 5,230 0 0
HONEYWELL INTL INC COM 438516106 64,565 392,232 SH   DFND 21 221,910 0 170,322
HOPE BANCORP INC COM 43940T109 669 88,164 SH   DFND 17 88,164 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 2,335 69,896 SH   DFND 17 69,896 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 104 3,127 SH   DFND 21 3,127 0 0
HORMEL FOODS CORP COM 440452100 254 5,188 SH   DFND 17 5,188 0 0
HORMEL FOODS CORP COM 440452100 164 3,346 SH   DFND 21 3,346 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,970 275,271 SH   DFND 4 275,271 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,207 204,554 SH   DFND 17 204,554 0 0
HOST HOTELS & RESORTS INC COM 44107P104 15,664 1,451,679 SH   DFND 21 186,862 0 1,264,817
HOST HOTELS & RESORTS INC COM 44107P104 44 4,123 SH   DFND 25 4,123 0 0
HOSTESS BRANDS INC CL A 44109J106 428 34,725 SH   DFND 17 34,725 0 0
HOULIHAN LOKEY INC CL A 441593100 4,022 68,115 SH   DFND 17 68,115 0 0
HOULIHAN LOKEY INC CL A 441593100 338 5,718 SH   DFND 21 5,718 0 0
HOWMET AEROSPACE INC COM 443201108 69 4,099 SH   DFND 17 4,099 0 0
HOWMET AEROSPACE INC COM 443201108 283 16,941 SH   DFND 21 16,941 0 0
HUBBELL INC COM 443510607 28 202 SH   DFND 17 202 0 0
HUBBELL INC COM 443510607 597 4,362 SH   DFND 21 2,905 0 1,457
HUBSPOT INC COM 443573100 73,063 250,020 SH   DFND 17 178,819 0 71,201
HUBSPOT INC COM 443573100 11,016 37,696 SH   DFND 21 37,696 0 0
HUDBAY MINERALS INC COM 443628102 15,131 3,590,000 SH   DFND 4 3,590,000 0 0
HUDSON PAC PPTYS INC COM 444097109 6,147 280,318 SH   DFND 4 280,318 0 0
HUDSON PAC PPTYS INC COM 444097109 3,060 139,557 SH   DFND 17 139,557 0 0
HUMANA INC COM 444859102 45,273 109,384 SH   DFND 4 96,834 0 12,550
HUMANA INC COM 444859102 53,782 129,943 SH   DFND 17 124,303 0 5,640
HUMANA INC COM 444859102 50,988 123,191 SH   DFND 21 85,464 0 37,727
HUMANA INC PUT 444859952 579 1,400 SH Put DFND 21 1,400 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,282 10,142 SH   DFND 17 10,142 0 0
HUNTINGTON BANCSHARES INC COM 446150104 137 14,944 SH   DFND 17 14,944 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 781 5,550 SH   DFND 17 5,550 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 315 2,235 SH   DFND 21 651 0 1,584
HUNTSMAN CORP COM 447011107 11,037 496,936 SH   DFND 17 327,501 0 169,435
HUNTSMAN CORP COM 447011107 2,459 110,722 SH   DFND 21 108,168 0 2,554
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 804 24,900 SH   DFND 17 24,900 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 44,585 1,380,342 SH   DFND 20 1,380,342 0 0
HUYA INC ADS REP SHS A 44852D108 3,036 126,750 SH   DFND 17 126,750 0 0
HUYA INC ADS REP SHS A 44852D108 1,809 75,545 SH   DFND 20 75,545 0 0
HYATT HOTELS CORP COM CL A 448579102 5,291 99,140 SH   DFND 17 77,305 0 21,835
HYATT HOTELS CORP COM CL A 448579102 473 8,858 SH   DFND 21 8,858 0 0
IAA INC COM 449253103 23,708 455,303 SH   DFND 17 309,213 0 146,090
IAA INC COM 449253103 729 13,993 SH   DFND 21 9,505 0 4,488
IAA INC COM 449253103 23 443 SH   DFND 25 443 0 0
ICF INTL INC COM 44925C103 7,897 128,345 SH   DFND 17 83,463 0 44,882
ICF INTL INC COM 44925C103 686 11,151 SH   DFND 21 11,151 0 0
I MAB SPONSORED ADS 44975P103 936 19,910 SH   DFND 20 19,910 0 0
IPG PHOTONICS CORP COM 44980X109 4,946 29,100 SH   DFND 4 29,100 0 0
IPG PHOTONICS CORP COM 44980X109 29,406 173,008 SH   DFND 17 142,638 0 30,370
IPG PHOTONICS CORP COM 44980X109 37 218 SH   DFND 21 0 0 218
IPG PHOTONICS CORP COM 44980X109 3,059 18,000 SH   DFND 24 18,000 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 3 11 SH   DFND 17 11 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 12,073 50,702 SH   DFND 21 50,702 0 0
ITT INC COM 45073V108 8,644 146,378 SH   DFND 17 95,445 0 50,933
ICICI BANK LIMITED ADR 45104G104 202 20,538 SH   DFND 17 20,538 0 0
ICICI BANK LIMITED ADR 45104G104 931 94,700 SH   DFND 20 94,700 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 438 614,533 SH   DFND 17 614,533 0 0
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 29,040 55,805,000 PRN   DFND 17 55,805,000 0 0
IDACORP INC COM 451107106 7,384 92,414 SH   DFND 17 92,414 0 0
IDACORP INC COM 451107106 1,408 17,628 SH   DFND 21 14,700 0 2,928
IDEX CORP COM 45167R104 42,758 234,408 SH   DFND 17 234,408 0 0
IDEX CORP COM 45167R104 11,062 60,643 SH   DFND 21 60,316 0 327
IDEX CORP COM 45167R104 7,935 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 13,762 35,009 SH   DFND 17 27,744 0 7,265
IDEXX LABS INC COM 45168D104 23,839 60,643 SH   DFND 21 58,162 0 2,481
IHEARTMEDIA INC COM CL A 45174J509 319,157 44,054,980 SH   DFND 4 44,014,765 0 40,215
ILLINOIS TOOL WKS INC COM 452308109 824 4,265 SH   DFND 17 4,265 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,934 66,945 SH   DFND 21 66,175 0 770
ILLUMINA INC COM 452327109 9,829 31,800 SH   DFND 4 30,100 0 1,700
ILLUMINA INC COM 452327109 8,206 26,549 SH   DFND 17 26,549 0 0
ILLUMINA INC COM 452327109 6,946 22,473 SH   DFND 21 20,830 0 1,643
ILLUMINA INC COM 452327109 2,225 7,200 SH   DFND 24 7,200 0 0
IMMUNOGEN INC COM 45253H101 2,339 649,746 SH   DFND 17 592,936 0 56,810
IMMUNOGEN INC COM 45253H101 489 135,700 SH   DFND 24 135,700 0 0
IMMUNOMEDICS INC COM 452907108 87,614 1,030,395 SH   DFND 17 970,370 0 60,025
IMMUNOMEDICS INC COM 452907108 3,596 42,290 SH   DFND 20 42,290 0 0
IMMUNOMEDICS INC COM 452907108 3,668 43,133 SH   DFND 21 36,210 0 6,923
IMMUNOMEDICS INC COM 452907108 3,231 38,000 SH   DFND 24 38,000 0 0
IMMUNOMEDICS INC PUT 452907958 366 4,300 SH Put DFND 20 4,300 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,048 171,631 SH   DFND 17 171,631 0 0
IMPERIAL OIL LTD COM NEW 453038408 106 8,843 SH   DFND 21 8,843 0 0
INCYTE CORP COM 45337C102 11,971 133,400 SH   DFND 4 119,900 0 13,500
INCYTE CORP COM 45337C102 3,957 44,092 SH   DFND 17 44,092 0 0
INCYTE CORP COM 45337C102 1,283 14,300 SH   DFND 24 14,300 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,489 28,420 SH   DFND 17 28,420 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,393 63,699 SH   DFND 17 63,699 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,003 26,184 SH   DFND 21 26,184 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 59,521 64,205,000 PRN   DFND 17 64,205,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 816 59,079 SH   DFND 17 59,079 0 0
INFOSYS LTD SPONSORED ADR 456788108 796 57,662 SH   DFND 20 57,662 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,575 186,429 SH   DFND 21 186,429 0 0
INFOSYS LTD SPONSORED ADR 456788108 218 15,800 SH   DFND 24 15,800 0 0
INGERSOLL RAND INC COM 45687V106 1,750 49,146 SH   DFND 17 49,146 0 0
INGERSOLL RAND INC COM 45687V106 560 15,727 SH   DFND 21 11,932 0 3,795
INGERSOLL RAND INC COM 45687V106 27 772 SH   DFND 25 772 0 0
INGLES MKTS INC CL A 457030104 378 9,936 SH   DFND 17 9,936 0 0
INGREDION INC COM 457187102 268 3,541 SH   DFND 17 3,541 0 0
INGREDION INC COM 457187102 3,980 52,593 SH   DFND 21 3,595 0 48,998
INSMED INC COM PAR $.01 457669307 569 17,695 SH   DFND 17 16,395 0 1,300
INSMED INC COM PAR $.01 457669307 161 5,000 SH   DFND 24 5,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 43,009 39,175,000 PRN   DFND 17 32,535,000 0 6,640,000
INNOSPEC INC COM 45768S105 1,025 16,187 SH   DFND 17 16,187 0 0
INNOSPEC INC COM 45768S105 553 8,741 SH   DFND 21 6,303 0 2,438
INPHI CORP COM 45772F107 2,027 18,060 SH   DFND 17 3,035 0 15,025
INPHI CORP COM 45772F107 4,308 38,377 SH   DFND 21 38,377 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 468 40,304 SH   DFND 17 40,304 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 114 9,800 SH   DFND 24 9,800 0 0
INSPERITY INC COM 45778Q107 784 11,974 SH   DFND 21 7,150 0 4,824
INSTALLED BLDG PRODS INC COM 45780R101 3,043 29,905 SH   DFND 17 26,960 0 2,945
INSTALLED BLDG PRODS INC COM 45780R101 5,363 52,712 SH   DFND 20 52,712 0 0
INNOVIVA INC COM 45781M101 288 27,600 SH   DFND 17 22,000 0 5,600
INSEEGO CORP COM 45782B104 898 87,004 SH   DFND 17 87,004 0 0
INSULET CORP COM 45784P101 9,892 41,811 SH   DFND 17 41,811 0 0
INSULET CORP COM 45784P101 12,907 54,555 SH   DFND 21 54,555 0 0
INSULET CORP COM 45784P101 237 1,000 SH   DFND 24 1,000 0 0
INTEL CORP COM 458140100 8,974 173,301 SH   DFND 4 173,301 0 0
INTEL CORP COM 458140100 124,853 2,411,223 SH   DFND 17 2,337,854 0 73,369
INTEL CORP COM 458140100 4,106 79,291 SH   DFND 20 79,291 0 0
INTEL CORP COM 458140100 201,982 3,900,768 SH   DFND 21 2,497,779 0 1,402,989
INTEL CORP COM 458140100 232 4,487 SH   DFND 25 4,487 0 0
INTEGER HLDGS CORP COM 45826H109 1,367 23,166 SH   DFND 17 23,166 0 0
INTEGER HLDGS CORP COM 45826H109 3,101 52,554 SH   DFND 21 16,897 0 35,657
INTEGER HLDGS CORP COM 45826H109 10 173 SH   DFND 25 173 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 433 10,441 SH   DFND 17 10,441 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 35,682 356,644 SH   DFND 17 354,276 0 2,368
INTERCONTINENTAL EXCHANGE IN COM 45866F104 417 4,172 SH   DFND 20 4,172 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 30,755 307,399 SH   DFND 21 241,254 0 66,145
INTERCONTINENTAL EXCHANGE IN COM 45866F104 143 1,425 SH   DFND 25 1,425 0 0
INTERDIGITAL INC COM 45867G101 321 5,626 SH   DFND 17 5,626 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,696 96,132 SH   DFND 17 82,202 0 13,930
INTERNATIONAL BUSINESS MACHS COM 459200101 1,161 9,543 SH   DFND 20 9,543 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 116,955 961,248 SH   DFND 21 612,012 0 349,236
INTERNATIONAL BUSINESS MACHS COM 459200101 103 850 SH   DFND 25 850 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,590 29,315 SH   DFND 17 29,297 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,526 102,292 SH   DFND 20 0 0 102,292
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 52,455 428,377 SH   DFND 21 389,365 0 39,012
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,433 11,700 SH   DFND 24 11,700 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 101,392 2,288,750 SH   DFND 17 2,288,750 0 0
INTERNATIONAL PAPER CO COM 460146103 159 3,910 SH   DFND 17 3,910 0 0
INTERNATIONAL PAPER CO COM 460146103 10,694 263,790 SH   DFND 21 89,557 0 174,233
INTERPUBLIC GROUP COS INC COM 460690100 92 5,518 SH   DFND 17 5,518 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,117 126,973 SH   DFND 21 0 0 126,973
INVESCO QQQ TR UNIT SER 1 46090E103 9,158 32,960 SH   DFND 24 25,150 0 7,810
INVESCO QQQ TR PUT 46090E953 336,895 1,212,552 SH Put DFND 4 1,180,700 0 31,852
INTRA CELLULAR THERAPIES INC COM 46116X101 644 25,085 SH   DFND 17 25,085 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 149 5,800 SH   DFND 24 5,800 0 0
INTUIT COM 461202103 8 25 SH   DFND 4 25 0 0
INTUIT COM 461202103 219,499 672,875 SH   DFND 17 672,868 0 7
INTUIT COM 461202103 3,458 10,600 SH   DFND 20 10,600 0 0
INTUIT COM 461202103 371,153 1,137,773 SH   DFND 21 943,338 0 194,435
INTUIT COM 461202103 1,435 4,400 SH   DFND 24 4,400 0 0
INTUIT COM 461202103 113 347 SH   DFND 25 347 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,276 13,073 SH   DFND 4 12,073 0 1,000
INTUITIVE SURGICAL INC COM NEW 46120E602 127,085 179,109 SH   DFND 17 179,109 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,503 13,393 SH   DFND 20 0 0 13,393
INTUITIVE SURGICAL INC COM NEW 46120E602 55,333 77,985 SH   DFND 21 77,453 0 532
INVESCO MORTGAGE CAPITAL INC COM 46131B100 295 108,995 SH   DFND 17 108,995 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 415 153,209 SH   DFND 21 139,058 0 14,151
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7 2,637 SH   DFND 25 2,637 0 0
INVESCO EXCHANGE TRADED FD T WILDERHIL CLAN 46137V134 1,398 23,000 SH   DFND 17 23,000 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 26,002 240,516 SH   DFND 17 240,516 0 0
INVESCO EXCH TRADED FD TR II S&P 500 HB ETF 46138E370 4,541 109,315 SH   DFND 17 109,315 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 7,060 108,970 SH   DFND 17 108,970 0 0
INVESCO EXCH TRADED FD TR II SOLAR ETF 46138G706 2,138 33,000 SH   DFND 24 33,000 0 0
INVESCO DB MULTI-SECTOR COMM GOLD FD 46140H601 3,995 72,172 SH   DFND 17 72,172 0 0
INVESCO DB MULTI-SECTOR COMM BASE METALS FD 46140H700 999 66,000 SH   DFND 17 66,000 0 0
INVESTORS BANCORP INC NEW COM 46146L101 637 87,698 SH   DFND 17 87,698 0 0
INVESTORS BANCORP INC NEW COM 46146L101 169 23,315 SH   DFND 21 23,315 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 535 8,202 SH   DFND 21 8,202 0 0
INVITAE CORP COM 46185L103 6,632 152,980 SH   DFND 17 117,420 0 35,560
INVITAE CORP COM 46185L103 1,010 23,300 SH   DFND 20 23,300 0 0
INVITAE CORP COM 46185L103 351 8,100 SH   DFND 24 8,100 0 0
INVITATION HOMES INC COM 46187W107 36,014 1,286,664 SH   DFND 4 1,286,664 0 0
INVITATION HOMES INC COM 46187W107 557 19,888 SH   DFND 17 19,888 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 3,993 121,288 SH   DFND 17 111,793 0 9,495
IOVANCE BIOTHERAPEUTICS INC COM 462260100 685 20,800 SH   DFND 24 20,800 0 0
IQVIA HLDGS INC COM 46266C105 5 33 SH   DFND 4 33 0 0
IQVIA HLDGS INC COM 46266C105 140,347 890,356 SH   DFND 17 890,356 0 0
IQVIA HLDGS INC COM 46266C105 729 4,627 SH   DFND 21 2,467 0 2,160
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,923 270,623 SH   DFND 17 270,623 0 0
IRON MTN INC NEW COM 46284V101 438 16,364 SH   DFND 17 16,364 0 0
IRON MTN INC NEW COM 46284V101 613 22,898 SH   DFND 21 8,769 0 14,129
ISHARES INC JP MRGN EM HI BD 464286285 1,135 26,000 SH   DFND 17 26,000 0 0
ISHARES INC EM MKTS DIV ETF 464286319 2,262 75,116 SH   DFND 17 75,116 0 0
ISHARES INC MSCI WORLD ETF 464286392 776 7,800 SH   DFND 24 0 0 7,800
ISHARES INC MSCI STH KOR ETF 464286772 613 9,377 SH   DFND 17 9,377 0 0
ISHARES TR CORE S&P500 ETF 464287200 177,816 529,121 SH   DFND 17 529,121 0 0
ISHARES TR CORE S&P500 ETF 464287200 50,326 149,753 SH   DFND 20 149,753 0 0
ISHARES TR CORE S&P500 ETF 464287200 11,457 34,091 SH   DFND 24 27,000 0 7,091
ISHARES TR CORE US AGGBD ET 464287226 134,234 1,137,000 SH   DFND 17 1,137,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 153 1,300 SH   DFND 24 0 0 1,300
ISHARES TR 20 YR TR BD ETF 464287432 1,218 7,460 SH   DFND 24 6,000 0 1,460
ISHARES TR BARCLAYS 7 10 YR 464287440 28,682 235,449 SH   DFND 20 235,449 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 1,510 12,393 SH   DFND 24 0 0 12,393
ISHARES TR MSCI EAFE ETF 464287465 1,372 21,560 SH   DFND 4 21,560 0 0
ISHARES TR MSCI EAFE ETF 464287465 482 7,570 SH   DFND 24 0 0 7,570
ISHARES TR EXPND TEC SC ETF 464287549 4,166 13,480 SH   DFND 17 5,990 0 7,490
ISHARES TR NASDAQ BIOTECH 464287556 406 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,099 19,520 SH   DFND 24 0 0 19,520
ISHARES TR RUS 1000 VAL ETF 464287598 6,893 58,348 SH   DFND 17 57,694 0 654
ISHARES TR RUS 1000 GRW ETF 464287614 81 373 SH   DFND 17 373 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 2,230 10,284 SH   DFND 24 4,000 0 6,284
ISHARES TR RUS 2000 GRW ETF 464287648 223 1,005 SH   DFND 17 0 0 1,005
ISHARES TR RUSSELL 2000 ETF 464287655 15,478 103,330 SH   DFND 17 103,330 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 491 3,280 SH   DFND 24 0 0 3,280
ISHARES TR CORE S&P US VLU 464287663 719 13,240 SH   DFND 24 0 0 13,240
ISHARES TR CORE S&P US GWT 464287671 1,326 16,580 SH   DFND 24 0 0 16,580
ISHARES TR U.S. BAS MTL ETF 464287838 1,375 13,925 SH   DFND 24 13,925 0 0
ISHARES TR PUT 464287954 999,706 22,717,555 SH Put DFND 4 10,321,662 0 12,395,893
ISHARES TR PUT 464287954 264,981 6,010,000 SH Put DFND 21 4,610,500 0 1,399,500
ISHARES TR PUT 464287955 436,689 3,258,200 SH Put DFND 4 2,046,000 0 1,212,200
ISHARES TR MSCI AC ASIA ETF 464288182 361 4,680 SH   DFND 24 0 0 4,680
ISHARES TR GL CLEAN ENE ETF 464288224 2,844 151,645 SH   DFND 17 151,645 0 0
ISHARES TR MSCI ACWI ETF 464288257 47 589 SH   DFND 17 589 0 0
ISHARES TR MSCI ACWI ETF 464288257 13,655 170,860 SH   DFND 24 0 0 170,860
ISHARES TR JPMORGAN USD EMG 464288281 31,951 288,131 SH   DFND 17 288,131 0 0
ISHARES TR JPMORGAN USD EMG 464288281 9,609 86,650 SH   DFND 20 86,650 0 0
ISHARES TR JPMORGAN USD EMG 464288281 181 1,630 SH   DFND 24 0 0 1,630
ISHARES TR ASIA 50 ETF 464288430 3,447 48,000 SH   DFND 24 38,000 0 10,000
ISHARES TR IBOXX HI YD ETF 464288513 355 4,230 SH   DFND 24 0 0 4,230
ISHARES TR EAFE VALUE ETF 464288877 657 16,290 SH   DFND 20 16,290 0 0
ISHARES TR EAFE VALUE ETF 464288877 151 3,750 SH   DFND 24 0 0 3,750
ISHARES TR MSCI INDIA ETF 46429B598 2,504 73,960 SH   DFND 17 73,960 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 1,440 40,200 SH   DFND 17 40,200 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 6,660 104,500 SH   DFND 24 74,500 0 30,000
ISHARES TR CORE MSCI TOTAL 46432F834 397 6,800 SH   DFND 24 0 0 6,800
ISHARES INC MSCI TAIWAN ETF 46434G772 5,292 117,859 SH   DFND 17 117,859 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 2,906 49,200 SH   DFND 24 49,200 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 14,984 458,800 SH   DFND 20 458,800 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 837 25,640 SH   DFND 24 0 0 25,640
ISHARES INC PUT 46434G952 38,756 656,100 SH Put DFND 21 0 0 656,100
ISHARES TR MSCI CHINA A 46434V514 410 11,185 SH   DFND 24 0 0 11,185
ISHARES TR CORE MSCI EURO 46434V738 77,731 1,738,555 SH   DFND 20 1,738,555 0 0
ISHARES TR CONV BD ETF 46435G102 2,382 29,497 SH   DFND 24 13,200 0 16,297
ITAMAR MED LTD SPONSORED ADS 465437101 1,992 97,504 SH   DFND 17 70,379 0 27,125
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 91 22,942 SH   DFND 17 22,942 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 1,194 300,000 SH   DFND 21 300,000 0 0
ITRON INC COM 465741106 13,803 227,248 SH   DFND 17 227,248 0 0
ITRON INC COM 465741106 5,676 93,450 SH   DFND 21 93,450 0 0
JBG SMITH PPTYS COM 46590V100 2,532 94,702 SH   DFND 4 94,702 0 0
JOYY INC ADS REPSTG COM A 46591M109 11,647 144,383 SH   DFND 4 142,183 0 2,200
JOYY INC ADS REPSTG COM A 46591M109 196 2,432 SH   DFND 21 0 0 2,432
J & J SNACK FOODS CORP COM 466032109 492 3,772 SH   DFND 17 3,772 0 0
JPMORGAN CHASE & CO COM 46625H100 448,962 4,663,571 SH   DFND 17 4,642,050 0 21,521
JPMORGAN CHASE & CO COM 46625H100 15,654 162,605 SH   DFND 20 162,605 0 0
JPMORGAN CHASE & CO COM 46625H100 176,146 1,829,713 SH   DFND 21 1,427,628 0 402,085
JPMORGAN CHASE & CO COM 46625H100 87 903 SH   DFND 25 903 0 0
JPMORGAN CHASE & CO PUT 46625H950 539 5,600 SH Put DFND 21 5,600 0 0
JABIL INC COM 466313103 11,847 345,811 SH   DFND 17 345,811 0 0
JABIL INC COM 466313103 637 18,606 SH   DFND 20 18,606 0 0
JABIL INC COM 466313103 11,839 345,562 SH   DFND 21 246,696 0 98,866
JABIL INC COM 466313103 58 1,706 SH   DFND 25 1,706 0 0
JACK IN THE BOX INC COM 466367109 749 9,443 SH   DFND 21 9,443 0 0
J P MORGAN EXCHANGE-TRADED F BETBULD JAPAN 46641Q712 273 11,067 SH   DFND 24 0 0 11,067
JACOBS ENGR GROUP INC COM 469814107 979 10,553 SH   DFND 17 10,553 0 0
JACOBS ENGR GROUP INC COM 469814107 9,552 102,969 SH   DFND 21 65,763 0 37,206
JD.COM INC SPON ADR CL A 47215P106 37,473 482,842 SH   DFND 17 428,992 0 53,850
JD.COM INC SPON ADR CL A 47215P106 110,607 1,425,167 SH   DFND 20 1,204,956 0 220,211
JD.COM INC SPON ADR CL A 47215P106 13,783 177,599 SH   DFND 21 142,073 0 35,526
JD.COM INC SPON ADR CL A 47215P106 1,894 24,400 SH   DFND 24 24,400 0 0
JELD-WEN HLDG INC COM 47580P103 292 12,900 SH   DFND 21 12,900 0 0
JERNIGAN CAP INC COM 476405105 866 50,500 SH   DFND 21 50,500 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 28,958 728,312 SH   DFND 4 728,312 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 347 8,715 SH   DFND 21 4,591 0 4,124
JOHNSON & JOHNSON COM 478160104 108,849 731,120 SH   DFND 17 695,199 0 35,921
JOHNSON & JOHNSON COM 478160104 3,184 21,386 SH   DFND 20 21,386 0 0
JOHNSON & JOHNSON COM 478160104 283,245 1,902,504 SH   DFND 21 1,237,319 0 665,185
JOHNSON & JOHNSON COM 478160104 313 2,104 SH   DFND 25 2,104 0 0
JOHNSON & JOHNSON PUT 478160954 551 3,700 SH Put DFND 21 3,700 0 0
JOHNSON OUTDOORS INC CL A 479167108 396 4,832 SH   DFND 21 1,746 0 3,086
JONES LANG LASALLE INC COM 48020Q107 23 242 SH   DFND 17 242 0 0
JONES LANG LASALLE INC COM 48020Q107 1,772 18,525 SH   DFND 21 18,525 0 0
J2 GLOBAL INC COM 48123V102 905 13,079 SH   DFND 17 13,079 0 0
J2 GLOBAL INC COM 48123V102 3,538 51,115 SH   DFND 21 48,999 0 2,116
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,712 1,500,000 PRN   DFND 17 1,500,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,089 97,145 SH   DFND 17 97,145 0 0
JUNIPER NETWORKS INC COM 48203R104 22,312 1,037,765 SH   DFND 21 378,025 0 659,740
JUPAI HLDGS LTD ADS 48205B107 59 35,239 SH   DFND 21 35,239 0 0
KAR AUCTION SVCS INC COM 48238T109 3,311 229,925 SH   DFND 21 16,614 0 213,311
KAR AUCTION SVCS INC COM 48238T109 6 443 SH   DFND 25 443 0 0
KB FINL GROUP INC SPONSORED ADR 48241A105 44 1,382 SH   DFND 17 1,382 0 0
KB FINL GROUP INC SPONSORED ADR 48241A105 1,374 42,774 SH   DFND 21 41,397 0 1,377
KBR INC COM 48242W106 4,875 218,009 SH   DFND 17 218,009 0 0
KBR INC COM 48242W106 970 43,396 SH   DFND 21 10,540 0 32,856
KBR INC NOTE 2.500%11/0 48242WAB2 48,084 42,010,000 PRN   DFND 17 42,010,000 0 0
KLA CORP COM NEW 482480100 18 92 SH   DFND 4 92 0 0
KLA CORP COM NEW 482480100 18,896 97,535 SH   DFND 17 88,075 0 9,460
KLA CORP COM NEW 482480100 4,265 22,015 SH   DFND 21 19,040 0 2,975
KLA CORP CALL 482480900 19,878 102,600 SH Call DFND 17 102,600 0 0
KE HLDGS INC SPONSORED ADS 482497104 190 3,100 SH   DFND   3,100 0 0
KE HLDGS INC SPONSORED ADS 482497104 1,342 21,900 SH   DFND 20 17,800 0 4,100
KKR & CO INC COM 48251W104 183 5,320 SH   DFND 17 5,320 0 0
KKR & CO INC COM 48251W104 1,852 53,938 SH   DFND 21 1,739 0 52,199
KT CORP SPONSORED ADR 48268K101 592 61,566 SH   DFND 21 50,490 0 11,076
KADMON HLDGS INC COM 48283N106 196 50,026 SH   DFND 17 50,026 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,367 44,163 SH   DFND 17 44,163 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 62,462 345,419 SH   DFND 17 332,719 0 12,700
KANSAS CITY SOUTHERN COM NEW 485170302 3,307 18,289 SH   DFND 21 225 0 18,064
KARUNA THERAPEUTICS INC COM 48576A100 2,008 25,972 SH   DFND 17 25,972 0 0
KARUNA THERAPEUTICS INC COM 48576A100 464 6,000 SH   DFND 24 6,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,444 167,417 SH   DFND 17 156,312 0 11,105
KARYOPHARM THERAPEUTICS INC COM 48576U106 400 27,400 SH   DFND 24 27,400 0 0
KB HOME COM 48666K109 15,741 410,027 SH   DFND 17 410,027 0 0
KB HOME COM 48666K109 13,455 350,471 SH   DFND 21 234,931 0 115,540
KB HOME COM 48666K109 68 1,767 SH   DFND 25 1,767 0 0
KEARNY FINL CORP MD COM 48716P108 213 29,497 SH   DFND 17 29,497 0 0
KELLOGG CO COM 487836108 373 5,770 SH   DFND 17 5,770 0 0
KELLOGG CO COM 487836108 11,055 171,157 SH   DFND 21 166,527 0 4,630
KELLY SVCS INC CL A 488152208 512 30,063 SH   DFND 21 30,063 0 0
KEMPER CORP COM 488401100 887 13,269 SH   DFND 17 13,269 0 0
KENNAMETAL INC COM 489170100 832 28,748 SH   DFND 21 28,748 0 0
KEURIG DR PEPPER INC COM 49271V100 354 12,835 SH   DFND 21 5,573 0 7,262
KEYCORP COM 493267108 236 19,748 SH   DFND 17 19,748 0 0
KEYCORP COM 493267108 3,970 332,786 SH   DFND 21 314,264 0 18,522
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1 6 SH   DFND 4 6 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 34,239 346,616 SH   DFND 17 332,346 0 14,270
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,452 14,697 SH   DFND 21 12,400 0 2,297
KFORCE INC COM 493732101 40 1,247 SH   DFND 17 1,247 0 0
KFORCE INC COM 493732101 197 6,112 SH   DFND 21 0 0 6,112
KILROY RLTY CORP COM 49427F108 1,457 28,041 SH   DFND 4 28,041 0 0
KILROY RLTY CORP COM 49427F108 1 13 SH   DFND 21 13 0 0
KIMBERLY CLARK CORP COM 494368103 10,613 71,875 SH   DFND 17 71,875 0 0
KIMBERLY CLARK CORP COM 494368103 77,626 525,710 SH   DFND 21 321,413 0 204,297
KIMCO RLTY CORP COM 49446R109 3,853 342,168 SH   DFND 4 342,168 0 0
KIMCO RLTY CORP COM 49446R109 16 1,444 SH   DFND 17 1,444 0 0
KINDER MORGAN INC DEL COM 49456B101 9,199 746,062 SH   DFND 4 746,062 0 0
KINDER MORGAN INC DEL COM 49456B101 23,443 1,901,331 SH   DFND 17 1,901,331 0 0
KINDER MORGAN INC DEL COM 49456B101 15,049 1,220,555 SH   DFND 21 1,153,056 0 67,499
KINDER MORGAN INC DEL COM 49456B101 633 51,300 SH   DFND 24 51,300 0 0
KINDRED BIOSCIENCES INC COM 494577109 21 4,912 SH   DFND 17 4,912 0 0
KINDRED BIOSCIENCES INC COM 494577109 1,459 340,207 SH   DFND 21 330,298 0 9,909
KINROSS GOLD CORP COM 496902404 4,205 478,041 SH   DFND 17 478,041 0 0
KINROSS GOLD CORP COM 496902404 18,922 2,151,074 SH   DFND 21 1,529,169 0 621,905
KINSALE CAP GROUP INC COM 49714P108 11,054 58,123 SH   DFND 17 33,561 0 24,562
KIRKLAND LAKE GOLD LTD COM 49741E100 738 15,171 SH   DFND 17 15,171 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 37,120 762,807 SH   DFND 21 695,109 0 67,698
KNOLL INC COM NEW 498904200 781 64,762 SH   DFND 21 53,375 0 11,387
KODIAK SCIENCES INC COM 50015M109 2,948 49,785 SH   DFND 17 49,785 0 0
KODIAK SCIENCES INC COM 50015M109 349 5,900 SH   DFND 24 5,900 0 0
KOHLS CORP COM 500255104 10 565 SH   DFND 17 565 0 0
KOHLS CORP COM 500255104 423 22,812 SH   DFND 21 1,650 0 21,162
KOHLS CORP COM 500255104 12 647 SH   DFND 25 647 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 305 34,974 SH   DFND 21 0 0 34,974
KORN FERRY COM NEW 500643200 279 9,616 SH   DFND 21 9,616 0 0
KRAFT HEINZ CO COM 500754106 0 12 SH   DFND 4 12 0 0
KRAFT HEINZ CO COM 500754106 1,480 49,424 SH   DFND 17 45,964 0 3,460
KRAFT HEINZ CO COM 500754106 1,390 46,412 SH   DFND 21 5,885 0 40,527
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 14,919 773,832 SH   DFND 17 574,387 0 199,445
KROGER CO COM 501044101 21,110 622,517 SH   DFND 17 622,517 0 0
KROGER CO COM 501044101 807 23,793 SH   DFND 20 23,793 0 0
KROGER CO COM 501044101 44,507 1,312,518 SH   DFND 21 842,335 0 470,183
KROGER CO COM 501044101 44 1,290 SH   DFND 25 1,290 0 0
KRYSTAL BIOTECH INC COM 501147102 30 706 SH   DFND 17 706 0 0
KRYSTAL BIOTECH INC COM 501147102 314 7,300 SH   DFND 24 7,300 0 0
LHC GROUP INC COM 50187A107 19,444 91,477 SH   DFND 17 61,313 0 30,164
LHC GROUP INC COM 50187A107 131 617 SH   DFND 21 617 0 0
LCI INDS COM 50189K103 484 4,555 SH   DFND 21 4,555 0 0
LPL FINL HLDGS INC COM 50212V100 15,651 204,137 SH   DFND 17 142,864 0 61,273
LPL FINL HLDGS INC COM 50212V100 7,130 92,996 SH   DFND 21 71,205 0 21,791
L3HARRIS TECHNOLOGIES INC COM 502431109 101,026 594,830 SH   DFND 17 592,352 0 2,478
L3HARRIS TECHNOLOGIES INC COM 502431109 29,849 175,747 SH   DFND 21 128,572 0 47,175
LA Z BOY INC COM 505336107 2,048 64,738 SH   DFND 17 64,738 0 0
LA Z BOY INC COM 505336107 132 4,168 SH   DFND 21 4,168 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,489 55,710 SH   DFND 17 49,880 0 5,830
LABORATORY CORP AMER HLDGS COM NEW 50540R409 238 1,262 SH   DFND 20 1,262 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 31,032 164,826 SH   DFND 21 102,128 0 62,698
LABORATORY CORP AMER HLDGS COM NEW 50540R409 31 167 SH   DFND 25 167 0 0
LADDER CAP CORP CL A 505743104 306 43,000 SH   DFND 17 43,000 0 0
LAM RESEARCH CORP COM 512807108 23,899 72,040 SH   DFND 4 66,470 0 5,570
LAM RESEARCH CORP COM 512807108 328,902 991,414 SH   DFND 17 947,164 0 44,250
LAM RESEARCH CORP COM 512807108 576 1,736 SH   DFND 20 1,736 0 0
LAM RESEARCH CORP COM 512807108 51,802 156,149 SH   DFND 21 105,245 0 50,904
LAMB WESTON HLDGS INC COM 513272104 7,733 116,687 SH   DFND 17 116,687 0 0
LAMB WESTON HLDGS INC COM 513272104 3 39 SH   DFND 21 39 0 0
LAMB WESTON HLDGS INC COM 513272104 3,976 60,000 SH   DFND 24 60,000 0 0
LANCASTER COLONY CORP COM 513847103 811 4,536 SH   DFND 17 4,536 0 0
LANTHEUS HLDGS INC COM 516544103 403 31,790 SH   DFND 17 31,790 0 0
LANTHEUS HLDGS INC COM 516544103 1,247 98,419 SH   DFND 21 98,419 0 0
LANTHEUS HLDGS INC COM 516544103 16 1,254 SH   DFND 25 1,254 0 0
LAS VEGAS SANDS CORP COM 517834107 179,142 3,839,298 SH   DFND 17 3,829,948 0 9,350
LAS VEGAS SANDS CORP COM 517834107 400 8,568 SH   DFND 21 0 0 8,568
LAUDER ESTEE COS INC CL A 518439104 3 13 SH   DFND 4 13 0 0
LAUDER ESTEE COS INC CL A 518439104 54,441 249,445 SH   DFND 17 248,792 0 653
LAUDER ESTEE COS INC CL A 518439104 20,352 93,252 SH   DFND 20 11,000 0 82,252
LAUDER ESTEE COS INC CL A 518439104 179,600 822,910 SH   DFND 21 783,320 0 39,590
LAUDER ESTEE COS INC CL A 518439104 1,069 4,900 SH   DFND 24 4,900 0 0
LAUDER ESTEE COS INC CL A 518439104 137 629 SH   DFND 25 629 0 0
LEAR CORP COM NEW 521865204 23 207 SH   DFND 17 207 0 0
LEAR CORP COM NEW 521865204 411 3,767 SH   DFND 21 1,258 0 2,509
LEAR CORP COM NEW 521865204 23 208 SH   DFND 25 208 0 0
LEIDOS HOLDINGS INC COM 525327102 61,777 692,959 SH   DFND 17 689,879 0 3,080
LEIDOS HOLDINGS INC COM 525327102 487 5,466 SH   DFND 20 5,466 0 0
LEIDOS HOLDINGS INC COM 525327102 20,196 226,544 SH   DFND 21 166,151 0 60,393
LEIDOS HOLDINGS INC COM 525327102 103 1,158 SH   DFND 25 1,158 0 0
LENDINGTREE INC NEW COM 52603B107 70,441 229,532 SH   DFND 17 219,092 0 10,440
LENNAR CORP CL A 526057104 263 3,226 SH   DFND 17 3,226 0 0
LENNAR CORP CL A 526057104 3,448 42,210 SH   DFND 21 42,210 0 0
LENNAR CORP CL B 526057302 2,178 33,174 SH   DFND 17 33,174 0 0
LENNOX INTL INC COM 526107107 92 336 SH   DFND 17 336 0 0
LENNOX INTL INC COM 526107107 11,790 43,247 SH   DFND 21 43,247 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 898 6,335 SH   DFND 17 6,335 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 166 1,169 SH   DFND 20 1,169 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 5,258 37,077 SH   DFND 21 35,693 0 1,384
LIBERTY BROADBAND CORP COM SER C 530307305 198 1,383 SH   DFND 17 1,383 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 550 3,850 SH   DFND 20 3,850 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 9,304 65,119 SH   DFND 21 58,681 0 6,438
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 1,076 134,632 SH   DFND 17 134,632 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 249 11,922 SH   DFND 17 11,922 0 0
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 251 11,934 SH   DFND 17 11,934 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 114,013 103,680,000 PRN   DFND 17 99,815,000 0 3,865,000
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 9,129 19,357,360 PRN   DFND 17 19,357,360 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 81,757 68,680,000 PRN   DFND 17 64,870,000 0 3,810,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 2,727 3,000,000 PRN   DFND 17 3,000,000 0 0
LIFEVANTAGE CORP COM NEW 53222K205 131 10,855 SH   DFND 17 10,855 0 0
LIFE STORAGE INC COM 53223X107 9,184 87,240 SH   DFND 4 87,240 0 0
LIFE STORAGE INC COM 53223X107 3,723 35,368 SH   DFND 17 35,368 0 0
LIGHTSPEED POS INC SUB VTG SHS 53227R106 974 30,500 SH   DFND 20 30,500 0 0
LILLY ELI & CO COM 532457108 18,896 127,659 SH   DFND 17 113,259 0 14,400
LILLY ELI & CO COM 532457108 1,618 10,931 SH   DFND 20 10,931 0 0
LILLY ELI & CO COM 532457108 93,453 631,355 SH   DFND 21 429,234 0 202,121
LILLY ELI & CO COM 532457108 180 1,216 SH   DFND 25 1,216 0 0
LIMELIGHT NETWORKS INC COM 53261M104 45 7,772 SH   DFND 17 7,772 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,765 306,461 SH   DFND 21 66,009 0 240,452
LINCOLN NATL CORP IND COM 534187109 2,901 92,609 SH   DFND 17 92,609 0 0
LINCOLN NATL CORP IND COM 534187109 429 13,703 SH   DFND 21 11,287 0 2,416
LINDSAY CORP COM 535555106 465 4,807 SH   DFND 21 240 0 4,567
LITHIA MTRS INC CL A 536797103 3,924 17,215 SH   DFND 17 17,215 0 0
LITTELFUSE INC COM 537008104 29 161 SH   DFND 21 0 0 161
LITTELFUSE INC COM 537008104 1,862 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,338 43,395 SH   DFND 17 43,395 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 81,833 74,040,000 PRN   DFND 17 74,040,000 0 0
LIVEPERSON INC COM 538146101 2,136 41,088 SH   DFND 17 35,758 0 5,330
LIVENT CORP COM 53814L108 5,385 600,329 SH   DFND 21 600,329 0 0
LIVONGO HEALTH INC COM 539183103 7 52 SH   DFND 17 52 0 0
LIVONGO HEALTH INC COM 539183103 4,643 33,151 SH   DFND 21 33,151 0 0
LOCKHEED MARTIN CORP COM 539830109 128,546 335,384 SH   DFND 17 332,905 0 2,479
LOCKHEED MARTIN CORP COM 539830109 2,798 7,300 SH   DFND 20 7,300 0 0
LOCKHEED MARTIN CORP COM 539830109 8,463 22,081 SH   DFND 21 20,683 0 1,398
LORAL SPACE & COMMUNICATNS I COM 543881106 2,938 160,566 SH   DFND 17 160,566 0 0
LOUISIANA PAC CORP COM 546347105 3,677 124,600 SH   DFND 17 117,200 0 7,400
LOWES COS INC COM 548661107 65,769 396,533 SH   DFND 17 393,522 0 3,011
LOWES COS INC COM 548661107 376 2,264 SH   DFND 20 2,264 0 0
LOWES COS INC COM 548661107 125,834 758,675 SH   DFND 21 432,898 0 325,777
LULULEMON ATHLETICA INC COM 550021109 17,859 54,221 SH   DFND 17 43,296 0 10,925
LULULEMON ATHLETICA INC COM 550021109 24,940 75,721 SH   DFND 21 30,398 0 45,323
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 3,129 141,885 SH   DFND 17 132,585 0 9,300
LUMENTUM HLDGS INC COM 55024U109 3,036 40,406 SH   DFND 17 40,406 0 0
LUMENTUM HLDGS INC COM 55024U109 1,393 18,547 SH   DFND 21 18,547 0 0
LUMINEX CORP DEL COM 55027E102 146 5,559 SH   DFND 21 5,559 0 0
LUMINEX CORP DEL COM 55027E102 155 5,900 SH   DFND 24 5,900 0 0
M & T BK CORP COM 55261F104 15,037 163,286 SH   DFND 17 163,286 0 0
M & T BK CORP COM 55261F104 1,071 11,629 SH   DFND 21 1,428 0 10,201
M D C HLDGS INC COM 552676108 8,614 182,892 SH   DFND 17 182,892 0 0
M D C HLDGS INC COM 552676108 371 7,879 SH   DFND 21 7,879 0 0
MDU RES GROUP INC COM 552690109 375 16,653 SH   DFND 17 16,653 0 0
MDU RES GROUP INC COM 552690109 1,475 65,564 SH   DFND 21 48,826 0 16,738
MFA FINL INC COM 55272X102 72 27,000 SH   DFND 17 27,000 0 0
MEI PHARMA INC COM NEW 55279B202 303 97,047 SH   DFND 21 0 0 97,047
MGIC INVT CORP WIS COM 552848103 302 34,135 SH   DFND 20 34,135 0 0
MGIC INVT CORP WIS COM 552848103 10,466 1,181,222 SH   DFND 21 600,109 0 581,113
MGM RESORTS INTERNATIONAL COM 552953101 139 6,377 SH   DFND 17 6,377 0 0
MGM RESORTS INTERNATIONAL COM 552953101 774 35,598 SH   DFND 21 35,598 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 26,961 963,575 SH   DFND 4 963,575 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 290 10,373 SH   DFND 17 10,373 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 730 26,104 SH   DFND 21 0 0 26,104
M/I HOMES INC COM 55305B101 21 461 SH   DFND 17 461 0 0
M/I HOMES INC COM 55305B101 341 7,409 SH   DFND 21 7,409 0 0
MKS INSTRS INC COM 55306N104 4,662 42,678 SH   DFND 17 42,678 0 0
MKS INSTRS INC COM 55306N104 1,440 13,183 SH   DFND 21 13,183 0 0
MSA SAFETY INC COM 553498106 3,356 25,011 SH   DFND 17 24,416 0 595
MSC INDL DIRECT INC CL A 553530106 546 8,634 SH   DFND 17 8,634 0 0
MSC INDL DIRECT INC CL A 553530106 1,310 20,698 SH   DFND 21 20,698 0 0
MSCI INC COM 55354G100 27 76 SH   DFND 4 76 0 0
MSCI INC COM 55354G100 59,590 167,021 SH   DFND 17 167,019 0 2
MSCI INC COM 55354G100 1,308 3,665 SH   DFND 20 3,665 0 0
MSCI INC COM 55354G100 72,838 204,153 SH   DFND 21 177,824 0 26,329
MYR GROUP INC DEL COM 55405W104 74 2,003 SH   DFND 17 2,003 0 0
MYR GROUP INC DEL COM 55405W104 645 17,341 SH   DFND 21 17,341 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 220 6,476 SH   DFND 17 6,476 0 0
MACERICH CO COM 554382101 153 22,500 SH   DFND 17 22,500 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 20,960 22,990,000 PRN   DFND 17 22,990,000 0 0
MACROGENICS INC COM 556099109 1,443 57,295 SH   DFND 17 57,295 0 0
MACROGENICS INC COM 556099109 128 5,100 SH   DFND 24 5,100 0 0
MACYS INC COM 55616P104 6,041 1,059,793 SH   DFND 17 1,059,793 0 0
MACYS INC COM 55616P104 382 66,985 SH   DFND 21 43,431 0 23,554
MACYS INC COM 55616P104 11 1,916 SH   DFND 25 1,916 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 60 883 SH   DFND 17 883 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 751 10,959 SH   DFND 21 551 0 10,408
MAGELLAN HEALTH INC COM NEW 559079207 884 11,663 SH   DFND 21 11,663 0 0
MAGNA INTL INC COM 559222401 5,418 118,777 SH   DFND 17 118,777 0 0
MAGNA INTL INC COM 559222401 564 12,354 SH   DFND 20 12,354 0 0
MAGNA INTL INC COM 559222401 35,885 786,698 SH   DFND 21 490,712 0 295,986
MAGNA INTL INC COM 559222401 54 1,182 SH   DFND 25 1,182 0 0
MAGNITE INC COM 55955D100 72 10,360 SH   DFND 17 10,360 0 0
MALIBU BOATS INC COM CL A 56117J100 761 15,349 SH   DFND 17 15,349 0 0
MALIBU BOATS INC COM CL A 56117J100 1,207 24,359 SH   DFND 21 24,359 0 0
MANHATTAN ASSOCS INC COM 562750109 1,235 12,930 SH   DFND 17 10,200 0 2,730
MANHATTAN ASSOCS INC COM 562750109 325 3,407 SH   DFND 21 0 0 3,407
MANNKIND CORP COM NEW 56400P706 25 13,269 SH   DFND 17 13,269 0 0
MANPOWERGROUP INC COM 56418H100 290 3,960 SH   DFND 20 3,960 0 0
MANPOWERGROUP INC COM 56418H100 14,277 194,697 SH   DFND 21 62,712 0 131,985
MANPOWERGROUP INC COM 56418H100 37 510 SH   DFND 25 510 0 0
MANTECH INTL CORP CL A 564563104 16,462 239,000 SH   DFND 17 238,115 0 885
MANTECH INTL CORP CL A 564563104 7,062 102,525 SH   DFND 21 80,748 0 21,777
MANTECH INTL CORP CL A 564563104 15 219 SH   DFND 25 219 0 0
MANULIFE FINL CORP COM 56501R106 13,057 941,729 SH   DFND 17 941,729 0 0
MANULIFE FINL CORP COM 56501R106 1,069 77,065 SH   DFND 20 77,065 0 0
MANULIFE FINL CORP COM 56501R106 49,749 3,588,098 SH   DFND 21 2,211,739 0 1,376,359
MANULIFE FINL CORP COM 56501R106 88 6,370 SH   DFND 25 6,370 0 0
MARATHON PETE CORP COM 56585A102 10,385 353,940 SH   DFND 17 353,940 0 0
MARATHON PETE CORP COM 56585A102 451 15,371 SH   DFND 21 15,371 0 0
MARATHON PETE CORP COM 56585A102 194 6,600 SH   DFND 24 6,600 0 0
MARINEMAX INC COM 567908108 134 5,225 SH   DFND 17 5,225 0 0
MARINEMAX INC COM 567908108 1,191 46,408 SH   DFND 21 46,408 0 0
MARKETAXESS HLDGS INC COM 57060D108 13 26 SH   DFND 4 26 0 0
MARKETAXESS HLDGS INC COM 57060D108 16,337 33,924 SH   DFND 17 33,924 0 0
MARKETAXESS HLDGS INC COM 57060D108 788 1,637 SH   DFND 20 1,637 0 0
MARKETAXESS HLDGS INC COM 57060D108 23,302 48,386 SH   DFND 21 45,136 0 3,250
MARSH & MCLENNAN COS INC COM 571748102 8 71 SH   DFND 4 71 0 0
MARSH & MCLENNAN COS INC COM 571748102 54,720 477,067 SH   DFND 17 472,055 0 5,012
MARSH & MCLENNAN COS INC COM 571748102 10,001 87,194 SH   DFND 21 73,158 0 14,036
MARRIOTT INTL INC NEW CL A 571903202 9 99 SH   DFND 4 99 0 0
MARRIOTT INTL INC NEW CL A 571903202 334 3,610 SH   DFND 17 3,610 0 0
MARRIOTT INTL INC NEW CL A 571903202 393 4,240 SH   DFND 21 2,430 0 1,810
MARTIN MARIETTA MATLS INC COM 573284106 186 790 SH   DFND 17 790 0 0
MARTIN MARIETTA MATLS INC COM 573284106 119 506 SH   DFND 21 506 0 0
MASCO CORP COM 574599106 1,286 23,321 SH   DFND 17 23,321 0 0
MASCO CORP COM 574599106 1,126 20,430 SH   DFND 20 20,430 0 0
MASCO CORP COM 574599106 13,540 245,593 SH   DFND 21 80,509 0 165,084
MASIMO CORP COM 574795100 1,085 4,596 SH   DFND 17 4,051 0 545
MASIMO CORP COM 574795100 457 1,935 SH   DFND 21 0 0 1,935
MASONITE INTL CORP COM 575385109 468 4,758 SH   DFND 20 4,758 0 0
MASONITE INTL CORP COM 575385109 3,185 32,368 SH   DFND 21 11,191 0 21,177
MASTEC INC COM 576323109 1,801 42,687 SH   DFND 17 40,227 0 2,460
MASTEC INC COM 576323109 782 18,535 SH   DFND 21 0 0 18,535
MASTERCARD INCORPORATED CL A 57636Q104 517,106 1,529,129 SH   DFND 17 1,493,360 0 35,769
MASTERCARD INCORPORATED CL A 57636Q104 2,255 6,667 SH   DFND 20 6,667 0 0
MASTERCARD INCORPORATED CL A 57636Q104 208,625 616,922 SH   DFND 21 383,492 0 233,430
MASTERCARD INCORPORATED CL A 57636Q104 224 662 SH   DFND 25 662 0 0
MATCH GROUP INC NEW COM 57667L107 782 6,991 SH   DFND 17 2,361 0 4,630
MATERION CORP COM 576690101 4,712 90,569 SH   DFND 17 45,854 0 44,715
MATSON INC COM 57686G105 3,155 78,700 SH   DFND 17 78,700 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 20,864 308,600 SH   DFND 4 295,700 0 12,900
MAXIM INTEGRATED PRODS INC COM 57772K101 1,353 20,018 SH   DFND 17 20,018 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,158 76,293 SH   DFND 21 69,172 0 7,121
MAXLINEAR INC COM 57776J100 929 39,991 SH   DFND 17 39,991 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 1,080 43,366 SH   DFND 21 0 0 43,366
MCCORMICK & CO INC COM NON VTG 579780206 8,798 45,327 SH   DFND 17 45,327 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,886 30,323 SH   DFND 21 30,323 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,844 9,500 SH   DFND 24 9,500 0 0
MCDONALDS CORP COM 580135101 176,589 804,541 SH   DFND 17 800,288 0 4,253
MCDONALDS CORP COM 580135101 32,411 147,663 SH   DFND 21 50,048 0 97,615
MCDONALDS CORP COM 580135101 189 860 SH   DFND 25 860 0 0
MCGRATH RENTCORP COM 580589109 4,633 77,744 SH   DFND 17 77,744 0 0
MCGRATH RENTCORP COM 580589109 6,258 105,013 SH   DFND 21 80,961 0 24,052
MCGRATH RENTCORP COM 580589109 11 185 SH   DFND 25 185 0 0
MCKESSON CORP COM 58155Q103 1 5 SH   DFND 4 5 0 0
MCKESSON CORP COM 58155Q103 1,073 7,207 SH   DFND 17 7,207 0 0
MCKESSON CORP COM 58155Q103 4,744 31,855 SH   DFND 21 13,653 0 18,202
MCKESSON CORP COM 58155Q103 62 414 SH   DFND 25 414 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 41,223 2,338,211 SH   DFND 17 2,316,177 0 22,034
MEDICAL PPTYS TRUST INC COM 58463J304 2,559 145,137 SH   DFND 21 121,815 0 23,322
MEDIFAST INC COM 58470H101 1,109 6,744 SH   DFND 21 5,553 0 1,191
MEDPACE HLDGS INC COM 58506Q109 5,006 44,795 SH   DFND 17 42,055 0 2,740
MEDPACE HLDGS INC COM 58506Q109 160 1,428 SH   DFND 21 1,428 0 0
MERCADOLIBRE INC COM 58733R102 33,306 30,768 SH   DFND 17 30,768 0 0
MERCADOLIBRE INC COM 58733R102 7,630 7,049 SH   DFND 21 1,536 0 5,513
MERCK & CO. INC COM 58933Y105 167,068 2,014,086 SH   DFND 17 1,968,514 0 45,572
MERCK & CO. INC COM 58933Y105 1,406 16,945 SH   DFND 20 16,945 0 0
MERCK & CO. INC COM 58933Y105 203,445 2,452,619 SH   DFND 21 1,575,004 0 877,615
MERCK & CO. INC COM 58933Y105 1,244 15,000 SH   DFND 24 15,000 0 0
MERCK & CO. INC COM 58933Y105 229 2,763 SH   DFND 25 2,763 0 0
MERCURY SYS INC COM 589378108 14,919 192,599 SH   DFND 17 139,589 0 53,010
MERIDIAN BIOSCIENCE INC COM 589584101 613 36,100 SH   DFND 17 28,700 0 7,400
MERIDIAN BIOSCIENCE INC COM 589584101 190 11,186 SH   DFND 21 11,186 0 0
MERITAGE HOMES CORP COM 59001A102 8,537 77,333 SH   DFND 17 77,333 0 0
MERITAGE HOMES CORP COM 59001A102 12,234 110,822 SH   DFND 21 78,741 0 32,081
MERITAGE HOMES CORP COM 59001A102 103 929 SH   DFND 25 929 0 0
MERITOR INC COM 59001K100 1,152 55,000 SH   DFND 4 55,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 61,151 57,690,000 PRN   DFND 17 57,690,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 3,437 184,586 SH   DFND 17 165,576 0 19,010
MERSANA THERAPEUTICS INC COM 59045L106 411 22,063 SH   DFND 21 22,063 0 0
MERSANA THERAPEUTICS INC COM 59045L106 551 29,600 SH   DFND 24 29,600 0 0
META FINL GROUP INC COM 59100U108 2,125 110,583 SH   DFND 17 110,583 0 0
METHANEX CORP COM 59151K108 2,516 103,489 SH   DFND 17 103,489 0 0
METHANEX CORP COM 59151K108 18,752 771,400 SH   DFND 20 771,400 0 0
METHANEX CORP COM 59151K108 4 155 SH   DFND 25 155 0 0
METHODE ELECTRS INC COM 591520200 3,756 131,793 SH   DFND 17 131,793 0 0
METHODE ELECTRS INC COM 591520200 3,179 111,541 SH   DFND 21 56,794 0 54,747
METLIFE INC COM 59156R108 5,791 155,790 SH   DFND 17 155,790 0 0
METLIFE INC COM 59156R108 32,870 884,308 SH   DFND 21 509,068 0 375,240
METLIFE INC COM 59156R108 51 1,383 SH   DFND 25 1,383 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,024 2,096 SH   DFND 17 2,096 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 329 341 SH   DFND 20 341 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 20,239 20,957 SH   DFND 21 16,906 0 4,051
MICROSOFT CORP COM 594918104 34,961 166,221 SH   DFND 4 143,771 0 22,450
MICROSOFT CORP COM 594918104 1,645,024 7,821,157 SH   DFND 17 7,486,322 0 334,835
MICROSOFT CORP COM 594918104 76,630 364,332 SH   DFND 20 151,372 0 212,960
MICROSOFT CORP COM 594918104 1,310,203 6,229,274 SH   DFND 21 4,651,147 0 1,578,127
MICROSOFT CORP COM 594918104 8,119 38,600 SH   DFND 24 38,600 0 0
MICROSOFT CORP COM 594918104 1,017 4,837 SH   DFND 25 4,837 0 0
MICROSOFT CORP PUT 594918954 568 2,700 SH Put DFND 21 2,700 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 156,896 1,526,822 SH   DFND 17 1,526,822 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 14,325 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC. COM 595017104 40,943 398,432 SH   DFND 21 398,432 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 325,120 211,025,000 PRN   DFND 17 199,895,000 0 11,130,000
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 74,534 49,615,000 PRN   DFND 17 49,615,000 0 0
MICRON TECHNOLOGY INC COM 595112103 219,524 4,674,707 SH   DFND 17 4,405,032 0 269,675
MICRON TECHNOLOGY INC COM 595112103 1,417 30,184 SH   DFND 20 30,184 0 0
MICRON TECHNOLOGY INC COM 595112103 62,205 1,324,631 SH   DFND 21 868,473 0 456,158
MID-AMER APT CMNTYS INC COM 59522J103 19,856 171,249 SH   DFND 4 171,249 0 0
MID-AMER APT CMNTYS INC COM 59522J103 10,787 93,035 SH   DFND 17 93,035 0 0
MID-AMER APT CMNTYS INC COM 59522J103 4,704 40,573 SH   DFND 21 40,573 0 0
MIDDLESEX WTR CO COM 596680108 1,299 20,897 SH   DFND 17 19,272 0 1,625
MILLER HERMAN INC COM 600544100 162 5,366 SH   DFND 17 5,366 0 0
MILLER HERMAN INC COM 600544100 4,582 151,934 SH   DFND 21 2,004 0 149,930
MIRATI THERAPEUTICS INC COM 60468T105 2,994 18,030 SH   DFND 17 17,730 0 300
MIRATI THERAPEUTICS INC COM 60468T105 731 4,400 SH   DFND 24 4,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,827 438,328 SH   DFND 17 438,328 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 11,332 1,298,075 SH   DFND 21 433,505 0 864,570
MODEL N INC COM 607525102 2,246 63,663 SH   DFND 17 61,463 0 2,200
MODEL N INC COM 607525102 414 11,748 SH   DFND 21 0 0 11,748
MODERNA INC COM 60770K107 20,022 282,996 SH   DFND 17 282,996 0 0
MODERNA INC COM 60770K107 863 12,195 SH   DFND 20 12,195 0 0
MODERNA INC COM 60770K107 2,123 30,000 SH   DFND 21 30,000 0 0
MODERNA INC COM 60770K107 2,009 28,400 SH   DFND 24 28,400 0 0
MODERNA INC CALL 60770K907 969 13,700 SH Call DFND 20 13,700 0 0
MOHAWK INDS INC COM 608190104 76 778 SH   DFND 17 778 0 0
MOHAWK INDS INC COM 608190104 2,008 20,571 SH   DFND 21 19,048 0 1,523
MOLECULAR TEMPLATES INC COM 608550109 622 57,005 SH   DFND 17 57,005 0 0
MOLECULAR TEMPLATES INC COM 608550109 186 17,000 SH   DFND 24 17,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 129 705 SH   DFND 17 705 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,372 23,883 SH   DFND 21 21,530 0 2,353
MOLSON COORS BEVERAGE CO CL B 60871R209 1,078 32,119 SH   DFND 17 32,119 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 4,212 125,517 SH   DFND 21 84,417 0 41,100
MOMENTA PHARMACEUTICALS INC COM 60877T100 458 8,734 SH   DFND 17 8,734 0 0
MOMO INC ADR 60879B107 7,201 523,316 SH   DFND 4 515,183 0 8,133
MOMO INC ADR 60879B107 77 5,621 SH   DFND 17 5,621 0 0
MOMO INC ADR 60879B107 271 19,698 SH   DFND 21 19,698 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 21,458 27,325,000 PRN   DFND 17 27,325,000 0 0
MONDELEZ INTL INC CL A 609207105 18,618 324,070 SH   DFND 17 313,658 0 10,412
MONDELEZ INTL INC CL A 609207105 986 17,161 SH   DFND 20 17,161 0 0
MONDELEZ INTL INC CL A 609207105 68,147 1,186,196 SH   DFND 21 891,492 0 294,704
MONDELEZ INTL INC CL A 609207105 2,557 44,500 SH   DFND 24 44,500 0 0
MONDELEZ INTL INC CL A 609207105 122 2,122 SH   DFND 25 2,122 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 383 135,500 SH   DFND 17 107,700 0 27,800
MONGODB INC CL A 60937P106 273,158 1,179,899 SH   DFND 17 987,334 0 192,565
MONGODB INC CL A 60937P106 2,084 9,000 SH   DFND 21 9,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 21,853 78,156 SH   DFND 17 53,002 0 25,154
MONOLITHIC PWR SYS INC COM 609839105 894 3,196 SH   DFND 21 3,196 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 0 6 SH   DFND 4 6 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,784 221,750 SH   DFND 17 220,185 0 1,565
MONSTER BEVERAGE CORP NEW COM 61174X109 8,668 108,079 SH   DFND 21 79,143 0 28,936
MOODYS CORP COM 615369105 9 30 SH   DFND 4 30 0 0
MOODYS CORP COM 615369105 6,458 22,279 SH   DFND 17 22,279 0 0
MOODYS CORP COM 615369105 72,470 250,026 SH   DFND 21 173,303 0 76,723
MORGAN STANLEY COM NEW 617446448 88,468 1,829,747 SH   DFND 17 1,816,289 0 13,458
MORGAN STANLEY COM NEW 617446448 1,214 25,105 SH   DFND 20 25,105 0 0
MORGAN STANLEY COM NEW 617446448 115,144 2,381,461 SH   DFND 21 1,503,714 0 877,747
MORGAN STANLEY COM NEW 617446448 93 1,930 SH   DFND 25 1,930 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7 43 SH   DFND 4 43 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 69,661 444,238 SH   DFND 17 435,365 0 8,873
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,866 24,654 SH   DFND 21 14,314 0 10,340
MOTOROLA SOLUTIONS INC COM NEW 620076307 101 643 SH   DFND 25 643 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,734 166,894 SH   DFND 17 166,894 0 0
MUELLER WTR PRODS INC COM SER A 624758108 6,444 620,175 SH   DFND 21 617,295 0 2,880
MR COOPER GROUP INC COM 62482R107 98 4,374 SH   DFND 4 4,374 0 0
MR COOPER GROUP INC COM 62482R107 848 38,012 SH   DFND 21 32,455 0 5,557
MURPHY USA INC COM 626755102 1,294 10,087 SH   DFND 17 9,587 0 500
MURPHY USA INC COM 626755102 540 4,210 SH   DFND 21 1,349 0 2,861
MYOKARDIA INC COM 62857M105 7,320 53,690 SH   DFND 17 50,170 0 3,520
MYOKARDIA INC COM 62857M105 1,404 10,300 SH   DFND 24 10,300 0 0
NCR CORP NEW COM 62886E108 866 39,119 SH   DFND 21 33,148 0 5,971
NIO INC SPON ADS 62914V106 17,738 835,900 SH   DFND 4 835,900 0 0
NIO INC SPON ADS 62914V106 781 36,800 SH   DFND 17 36,800 0 0
NIO INC SPON ADS 62914V106 122 5,770 SH   DFND 21 0 0 5,770
NMI HLDGS INC CL A 629209305 496 27,873 SH   DFND 21 27,873 0 0
NVR INC COM 62944T105 5,627 1,378 SH   DFND 17 1,378 0 0
NVR INC COM 62944T105 18,905 4,630 SH   DFND 21 3,540 0 1,090
NVR INC COM 62944T105 41 10 SH   DFND 25 10 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 19,334 72,275,000 PRN   DFND 17 72,275,000 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 6,575 147,090 SH   DFND 17 91,795 0 55,295
NAPCO SEC TECHNOLOGIES INC COM 630402105 84 3,595 SH   DFND 17 3,595 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,623 111,624 SH   DFND 20 111,624 0 0
NASDAQ INC COM 631103108 19,111 155,742 SH   DFND 17 155,742 0 0
NASDAQ INC COM 631103108 22,820 185,967 SH   DFND 21 106,827 0 79,140
NATERA INC COM 632307104 3,510 48,591 SH   DFND 17 43,811 0 4,780
NATIONAL BEVERAGE CORP COM 635017106 284 4,171 SH   DFND 17 4,171 0 0
NATIONAL CINEMEDIA INC COM 635309107 11 4,195 SH   DFND 17 4,195 0 0
NATIONAL CINEMEDIA INC COM 635309107 21 7,836 SH   DFND 21 0 0 7,836
NATIONAL HEALTHCARE CORP COM 635906100 169 2,710 SH   DFND 17 2,710 0 0
NATIONAL HEALTHCARE CORP COM 635906100 599 9,609 SH   DFND 21 9,609 0 0
NATIONAL FUEL GAS CO N J COM 636180101 6,155 151,633 SH   DFND 21 60,078 0 91,555
NATIONAL GEN HLDGS CORP COM 636220303 20,500 607,399 SH   DFND 4 534,739 0 72,660
NATIONAL GEN HLDGS CORP COM 636220303 1,498 44,391 SH   DFND 17 44,391 0 0
NATIONAL GEN HLDGS CORP COM 636220303 888 26,300 SH   DFND 21 26,300 0 0
NATIONAL HEALTH INVS INC COM 63633D104 19,517 323,825 SH   DFND 17 323,825 0 0
NATIONAL INSTRS CORP COM 636518102 383 10,727 SH   DFND 17 10,727 0 0
NATIONAL INSTRS CORP COM 636518102 629 17,619 SH   DFND 21 17,619 0 0
NATIONAL OILWELL VARCO INC COM 637071101 11,286 1,245,694 SH   DFND 17 1,245,694 0 0
NEKTAR THERAPEUTICS COM 640268108 350 21,115 SH   DFND 17 21,115 0 0
NEKTAR THERAPEUTICS COM 640268108 83 5,000 SH   DFND 24 5,000 0 0
NEOGEN CORP COM 640491106 6,207 79,327 SH   DFND 21 77,739 0 1,588
NEOGENOMICS INC COM NEW 64049M209 1,714 46,468 SH   DFND 17 46,468 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 30,590 24,440,000 PRN   DFND 17 19,570,000 0 4,870,000
NETAPP INC COM 64110D104 10,535 240,300 SH   DFND 4 224,300 0 16,000
NETAPP INC COM 64110D104 108 2,456 SH   DFND 17 2,456 0 0
NETAPP INC COM 64110D104 7,697 175,579 SH   DFND 21 84,161 0 91,418
NETFLIX INC COM 64110L106 385,754 771,462 SH   DFND 17 747,197 0 24,265
NETFLIX INC COM 64110L106 1,245 2,489 SH   DFND 20 2,489 0 0
NETFLIX INC COM 64110L106 84,440 168,870 SH   DFND 21 109,759 0 59,111
NETFLIX INC COM 64110L106 86 172 SH   DFND 25 172 0 0
NETEASE INC SPONSORED ADS 64110W102 17,830 39,216 SH   DFND 4 37,816 0 1,400
NETEASE INC SPONSORED ADS 64110W102 15,097 166,026 SH   DFND 17 148,636 0 17,390
NETEASE INC SPONSORED ADS 64110W102 16 171 SH   DFND 20 171 0 0
NETEASE INC SPONSORED ADS 64110W102 2,581 28,385 SH   DFND 21 27,201 0 1,184
NETEASE INC SPONSORED ADS 64110W102 664 7,300 SH   DFND 24 7,300 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,406 25,022 SH   DFND 17 25,022 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,923 20,000 SH   DFND 21 20,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 549 5,709 SH   DFND 24 5,709 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 65,053 46,390,000 PRN   DFND 17 46,390,000 0 0
NEVRO CORP COM 64157F103 9,248 66,386 SH   DFND 17 41,021 0 25,365
NEVRO CORP COM 64157F103 5,870 42,139 SH   DFND 21 42,139 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 7,303 4,875,000 PRN   DFND 17 4,220,000 0 655,000
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 26,221 16,645,000 PRN   DFND 17 12,980,000 0 3,665,000
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 7,938 53,100 SH   DFND 4 53,100 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 32,781 219,271 SH   DFND 17 219,271 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 8,613 57,615 SH   DFND 20 45,315 0 12,300
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 76,181 509,571 SH   DFND 21 504,812 0 4,759
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 3,767 25,200 SH   DFND 24 25,200 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 223 28,000 SH   DFND 17 28,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 624 78,523 SH   DFND 21 78,523 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 59,188 61,935,000 PRN   DFND 17 61,935,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 549 66,423 SH   DFND 21 66,423 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 87 34,102 SH   DFND 17 34,102 0 0
NEWELL BRANDS INC COM 651229106 317 18,450 SH   DFND 17 18,450 0 0
NEWELL BRANDS INC COM 651229106 1,100 64,119 SH   DFND 21 64,119 0 0
NEWMARK GROUP INC CL A 65158N102 630 145,928 SH   DFND 17 145,928 0 0
NEWMARK GROUP INC CL A 65158N102 404 93,414 SH   DFND 21 93,414 0 0
NEWMONT CORP COM 651639106 24,758 390,200 SH   DFND 4 390,200 0 0
NEWMONT CORP COM 651639106 11,923 187,917 SH   DFND 17 187,917 0 0
NEWMONT CORP COM 651639106 672 10,590 SH   DFND 20 10,590 0 0
NEWMONT CORP COM 651639106 72,137 1,136,917 SH   DFND 21 939,724 0 197,193
NEWMONT CORP COM 651639106 1,060 16,700 SH   DFND 24 16,700 0 0
NEWS CORP NEW CL B 65249B208 6 431 SH   DFND 17 431 0 0
NEWS CORP NEW CL B 65249B208 665 47,579 SH   DFND 21 47,579 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 2,005 22,294 SH   DFND 21 5,745 0 16,549
NEXTERA ENERGY INC COM 65339F101 120,803 435,233 SH   DFND 17 431,913 0 3,320
NEXTERA ENERGY INC COM 65339F101 94,292 339,719 SH   DFND 21 175,895 0 163,824
NEXTERA ENERGY INC COM 65339F101 6,079 21,900 SH   DFND 24 21,900 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 171,900 3,600,000 SH   DFND 17 3,554,955 0 45,045
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 175,260 3,754,500 SH   DFND 17 3,440,900 0 313,600
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 10,229 188,865 SH   DFND 17 188,865 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,828 143,471 SH   DFND 21 89,465 0 54,006
NICE LTD SPONSORED ADR 653656108 232 1,020 SH   DFND 17 1,020 0 0
NIKE INC CL B 654106103 348,524 2,776,196 SH   DFND 17 2,771,056 0 5,140
NIKE INC CL B 654106103 118,918 947,250 SH   DFND 21 768,909 0 178,341
NIKE INC PUT 654106953 728 5,800 SH Put DFND 21 5,800 0 0
NLIGHT INC COM 65487K100 4,953 210,946 SH   DFND 17 128,826 0 82,120
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 1,220 166,606 SH   DFND 4 166,606 0 0
NORDSON CORP COM 655663102 101 528 SH   DFND 17 528 0 0
NORDSON CORP COM 655663102 220 1,147 SH   DFND 21 0 0 1,147
NORFOLK SOUTHN CORP COM 655844108 92,398 431,788 SH   DFND 17 427,947 0 3,841
NORFOLK SOUTHN CORP COM 655844108 529 2,474 SH   DFND 21 2,059 0 415
NORTHERN TR CORP COM 665859104 48,853 626,561 SH   DFND 17 620,949 0 5,612
NORTHERN TR CORP COM 665859104 918 11,775 SH   DFND 21 0 0 11,775
NORTHROP GRUMMAN CORP COM 666807102 51,222 162,357 SH   DFND 17 161,240 0 1,117
NORTHROP GRUMMAN CORP COM 666807102 3,345 10,603 SH   DFND 21 10,603 0 0
NORTHWESTERN CORP COM NEW 668074305 7,278 149,640 SH   DFND 17 149,640 0 0
NORTONLIFELOCK INC COM 668771108 129,702 6,223,713 SH   DFND 17 6,097,883 0 125,830
NORTONLIFELOCK INC COM 668771108 33,688 1,616,493 SH   DFND 21 766,324 0 850,169
NOVARTIS AG SPONSORED ADR 66987V109 13,425 154,384 SH   DFND 17 94,529 0 59,855
NOVAVAX INC COM NEW 670002401 343 3,162 SH   DFND 17 3,162 0 0
NOVANTA INC COM 67000B104 346 3,285 SH   DFND 17 2,600 0 685
NOVO-NORDISK A S ADR 670100205 1,101 15,858 SH   DFND 17 15,832 0 26
NU SKIN ENTERPRISES INC CL A 67018T105 1,928 38,500 SH   DFND 17 38,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,756 354,200 SH   DFND 4 327,700 0 26,500
NUANCE COMMUNICATIONS INC COM 67020Y100 161,279 4,859,270 SH   DFND 17 4,859,270 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 36,629 20,660,000 PRN   DFND 17 16,480,000 0 4,180,000
NUCOR CORP COM 670346105 104 2,329 SH   DFND 17 2,329 0 0
NUCOR CORP COM 670346105 5,669 126,363 SH   DFND 21 23,513 0 102,850
NUSTAR ENERGY LP UNIT COM 67058H102 2,517 237,000 SH   DFND 4 237,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 52 4,856 SH   DFND 17 4,856 0 0
NUTANIX INC CL A 67059N108 471 21,256 SH   DFND 17 21,256 0 0
NUTANIX INC NOTE 1/1 67059NAB4 72,636 77,150,000 PRN   DFND 17 77,150,000 0 0
NVIDIA CORPORATION COM 67066G104 50,653 93,590 SH   DFND 4 81,660 0 11,930
NVIDIA CORPORATION COM 67066G104 748,444 1,382,883 SH   DFND 17 1,284,153 0 98,730
NVIDIA CORPORATION COM 67066G104 3,312 6,120 SH   DFND 20 6,120 0 0
NVIDIA CORPORATION COM 67066G104 230,285 425,492 SH   DFND 21 292,154 0 133,338
NUVEEN QUALITY MUNCP INCOME COM 67066V101 1,834 126,312 SH   DFND 4 126,312 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 2,256 154,979 SH   DFND 4 154,979 0 0
NUVASIVE INC COM 670704105 1,374 28,285 SH   DFND 17 17,165 0 11,120
NUVASIVE INC COM 670704105 4,296 88,441 SH   DFND 21 0 0 88,441
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 36,312 35,320,000 PRN   DFND 17 35,320,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 2,216 150,880 SH   DFND 4 150,880 0 0
NUTRIEN LTD COM 67077M108 14,114 361,084 SH   DFND 17 361,084 0 0
NUTRIEN LTD COM 67077M108 318 8,147 SH   DFND 20 8,147 0 0
NUTRIEN LTD COM 67077M108 5,967 152,660 SH   DFND 21 135,539 0 17,121
NUTRIEN LTD COM 67077M108 4,612 118,000 SH   DFND 24 118,000 0 0
OI SA SPONSORED ADR NE 670851500 2,180 1,503,537 SH   DFND 4 1,503,537 0 0
OI SA SPONSORED ADR NE 670851500 450 310,114 SH   DFND 21 310,114 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 31 67 SH   DFND 4 67 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 46,798 101,496 SH   DFND 17 101,496 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 555 1,204 SH   DFND 20 1,204 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 32,156 69,740 SH   DFND 21 60,078 0 9,662
OSI SYSTEMS INC COM 671044105 1,476 19,017 SH   DFND 17 17,457 0 1,560
OSI SYSTEMS INC COM 671044105 527 6,790 SH   DFND 21 6,790 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,699 3,655,000 PRN   DFND 17 3,655,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 823 132,817 SH   DFND 4 132,817 0 0
OCCIDENTAL PETE CORP COM 674599105 15,242 1,522,643 SH   DFND 17 1,522,643 0 0
OCCIDENTAL PETE CORP COM 674599105 22 2,236 SH   DFND 21 0 0 2,236
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 15,242 1,522,643 SH   DFND 17 1,522,643 0 0
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 22 2,236 SH   DFND 21 0 0 2,236
ODONATE THERAPEUTICS INC COM 676079106 574 42,750 SH   DFND 21 35,000 0 7,750
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 14,045 24,705,000 PRN   DFND 17 24,705,000 0 0
OKTA INC CL A 679295105 488,362 2,283,668 SH   DFND 17 2,105,703 0 177,965
OKTA INC CL A 679295105 3,500 16,367 SH   DFND 21 15,915 0 452
OKTA INC NOTE 0.125% 9/0 679295AD7 118,960 89,995,000 PRN   DFND 17 85,950,000 0 4,045,000
OLD DOMINION FREIGHT LINE IN COM 679580100 962 5,316 SH   DFND 17 5,316 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 818 4,523 SH   DFND 20 4,523 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 10,300 56,929 SH   DFND 21 37,743 0 19,186
OLD REP INTL CORP COM 680223104 6,539 443,646 SH   DFND 17 443,646 0 0
OLD REP INTL CORP COM 680223104 1,415 95,964 SH   DFND 21 85,655 0 10,309
OLIN CORP COM PAR $1 680665205 702 56,735 SH   DFND 17 56,735 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 1,924 22,028 SH   DFND 17 22,028 0 0
OMNICOM GROUP INC COM 681919106 1,062 21,451 SH   DFND 17 21,451 0 0
OMNICOM GROUP INC COM 681919106 15,315 309,384 SH   DFND 21 125,422 0 183,962
OMNICELL COM COM 68213N109 5,761 77,163 SH   DFND 21 77,163 0 0
ON SEMICONDUCTOR CORP COM 682189105 130,822 6,031,452 SH   DFND 17 5,813,552 0 217,900
ON SEMICONDUCTOR CORP COM 682189105 525 24,197 SH   DFND 21 11,756 0 12,441
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 43,224 36,080,000 PRN   DFND 17 32,075,000 0 4,005,000
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 154,705 116,755,000 PRN   DFND 17 113,885,000 0 2,870,000
ONE GAS INC COM 68235P108 103 1,495 SH   DFND 4 1,495 0 0
ONE GAS INC COM 68235P108 25,356 367,428 SH   DFND 17 367,428 0 0
ONE GAS INC COM 68235P108 2,322 33,642 SH   DFND 21 0 0 33,642
FLWS/1-800 FLOWERS CL A 68243Q106 1,018 40,800 SH   DFND 17 40,800 0 0
ONEOK INC NEW COM 682680103 16,705 642,991 SH   DFND 4 642,991 0 0
ONEOK INC NEW COM 682680103 19,217 739,685 SH   DFND 17 735,605 0 4,080
ONEOK INC NEW COM 682680103 6,876 264,664 SH   DFND 21 197,444 0 67,220
ONEMAIN HLDGS INC COM 68268W103 1,445 46,232 SH   DFND 17 46,232 0 0
ONEMAIN HLDGS INC COM 68268W103 11,675 373,599 SH   DFND 21 281,330 0 92,269
ONEMAIN HLDGS INC COM 68268W103 25 801 SH   DFND 25 801 0 0
ONESPAN INC COM 68287N100 25,362 1,210,028 SH   DFND 17 1,210,028 0 0
ONTO INNOVATION INC COM 683344105 6,875 230,854 SH   DFND 17 132,984 0 97,870
ONTRAK INC COM 683373104 1,948 32,472 SH   DFND 17 25,902 0 6,570
OPEN TEXT CORP COM 683715106 3,556 84,388 SH   DFND 17 84,388 0 0
OPEN TEXT CORP COM 683715106 400 9,503 SH   DFND 20 9,503 0 0
OPEN TEXT CORP COM 683715106 8,762 207,963 SH   DFND 21 170,250 0 37,713
OPEN TEXT CORP COM 683715106 30 722 SH   DFND 25 722 0 0
OPKO HEALTH INC COM 68375N103 415 112,375 SH   DFND 17 112,375 0 0
ORACLE CORP COM 68389X105 21,234 355,673 SH   DFND 17 320,611 0 35,062
ORACLE CORP COM 68389X105 43,897 735,296 SH   DFND 21 610,580 0 124,716
ORMAT TECHNOLOGIES INC COM 686688102 307 5,187 SH   DFND 17 5,187 0 0
OSHKOSH CORP COM 688239201 9,026 122,806 SH   DFND 21 80,658 0 42,148
OSHKOSH CORP COM 688239201 53 722 SH   DFND 25 722 0 0
OTIS WORLDWIDE CORP COM 68902V107 576 9,231 SH   DFND 17 9,231 0 0
OTIS WORLDWIDE CORP COM 68902V107 3,861 61,863 SH   DFND 21 55,593 0 6,270
OVERSTOCK COM INC DEL COM 690370101 190,762 2,625,774 SH   DFND 17 2,611,049 0 14,725
OVINTIV INC COM 69047Q102 4,462 546,854 SH   DFND 21 546,854 0 0
OWENS CORNING NEW COM 690742101 307 4,462 SH   DFND 17 4,462 0 0
OWENS CORNING NEW COM 690742101 2,286 33,228 SH   DFND 21 15,765 0 17,463
PBF ENERGY INC CL A 69318G106 64 11,176 SH   DFND 21 11,176 0 0
PCSB FINL CORP COM 69324R104 142 11,797 SH   DFND 17 11,797 0 0
PG&E CORP UNIT 99/99/9999 69331C140 17,656 180,000 SH   DFND 17 180,000 0 0
PJT PARTNERS INC COM CL A 69343T107 2,965 48,912 SH   DFND 17 47,512 0 1,400
PLDT INC SPONSORED ADR 69344D408 208 7,700 SH   DFND 17 7,700 0 0
PNC FINL SVCS GROUP INC COM 693475105 2 21 SH   DFND 4 21 0 0
PNC FINL SVCS GROUP INC COM 693475105 15,071 137,119 SH   DFND 17 133,879 0 3,240
PNC FINL SVCS GROUP INC COM 693475105 712 6,477 SH   DFND 20 6,477 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,567 87,046 SH   DFND 21 74,286 0 12,760
POSCO SPONSORED ADR 693483109 475 11,343 SH   DFND 21 9,002 0 2,341
PNM RES INC COM 69349H107 7,904 191,236 SH   DFND 17 191,236 0 0
PPG INDS INC COM 693506107 5 40 SH   DFND 4 40 0 0
PPG INDS INC COM 693506107 4,304 35,255 SH   DFND 17 35,255 0 0
PPG INDS INC COM 693506107 247 2,020 SH   DFND 21 2,020 0 0
PPG INDS INC COM 693506107 574 4,700 SH   DFND 24 4,700 0 0
PPL CORP COM 69351T106 1,764 64,843 SH   DFND 17 64,843 0 0
PPL CORP COM 69351T106 276 10,125 SH   DFND 20 10,125 0 0
PPL CORP COM 69351T106 10,476 385,022 SH   DFND 21 257,377 0 127,645
PRA HEALTH SCIENCES INC COM 69354M108 12,966 127,815 SH   DFND 17 118,985 0 8,830
PRA HEALTH SCIENCES INC COM 69354M108 908 8,952 SH   DFND 21 1,151 0 7,801
PRA HEALTH SCIENCES INC COM 69354M108 355 3,500 SH   DFND 24 3,500 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 31,560 28,750,000 PRN   DFND 17 22,405,000 0 6,345,000
PTC THERAPEUTICS INC COM 69366J200 1,092 23,353 SH   DFND 17 20,983 0 2,370
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 7,330 6,420,000 PRN   DFND 17 6,420,000 0 0
PTC INC COM 69370C100 54,520 659,093 SH   DFND 17 659,093 0 0
PTC INC COM 69370C100 338 4,081 SH   DFND 21 2,062 0 2,019
PACCAR INC COM 693718108 4 49 SH   DFND 4 49 0 0
PACCAR INC COM 693718108 9,478 111,135 SH   DFND 17 111,135 0 0
PACCAR INC COM 693718108 2,084 24,436 SH   DFND 21 16,089 0 8,347
PACCAR INC COM 693718108 121 1,422 SH   DFND 25 1,422 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,655 167,680 SH   DFND 17 101,540 0 66,140
PACKAGING CORP AMER COM 695156109 107 981 SH   DFND 17 981 0 0
PACKAGING CORP AMER COM 695156109 155 1,425 SH   DFND 21 1,425 0 0
PACWEST BANCORP DEL COM 695263103 451 26,424 SH   DFND 17 26,424 0 0
PACWEST BANCORP DEL COM 695263103 614 35,956 SH   DFND 21 35,956 0 0
PALO ALTO NETWORKS INC COM 697435105 112,130 458,142 SH   DFND 17 447,112 0 11,030
PALO ALTO NETWORKS INC COM 697435105 425 1,736 SH   DFND 21 1,736 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 74,775 66,355,000 PRN   DFND 17 63,125,000 0 3,230,000
PALOMAR HLDGS INC COM 69753M105 15,852 152,069 SH   DFND 17 86,039 0 66,030
PAPA JOHNS INTL INC COM 698813102 2,418 29,388 SH   DFND 17 27,388 0 2,000
PAPA JOHNS INTL INC COM 698813102 67 816 SH   DFND 21 816 0 0
PARK HOTELS RESORTS INC COM 700517105 200 20,000 SH   DFND 17 20,000 0 0
PARK HOTELS RESORTS INC COM 700517105 1,633 163,468 SH   DFND 21 156,581 0 6,887
PARK HOTELS RESORTS INC COM 700517105 12 1,159 SH   DFND 25 1,159 0 0
PARKER-HANNIFIN CORP COM 701094104 4 18 SH   DFND 4 18 0 0
PARKER-HANNIFIN CORP COM 701094104 12,819 63,354 SH   DFND 17 63,354 0 0
PARKER-HANNIFIN CORP COM 701094104 2,237 11,056 SH   DFND 21 11,056 0 0
PARSLEY ENERGY INC CL A 701877102 1,500 160,210 SH   DFND 17 160,210 0 0
PARSONS CORPORATION COM 70202L102 159 4,734 SH   DFND 17 4,734 0 0
PARSONS CORPORATION COM 70202L102 3,611 107,654 SH   DFND 21 95,442 0 12,212
PARTY CITY HOLDCO INC COM 702149105 4,134 1,590,125 SH   DFND 4 1,590,125 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 18,303 18,500,000 PRN   DFND 17 18,500,000 0 0
PATTERSON COS INC COM 703395103 3,501 145,233 SH   DFND 21 125,453 0 19,780
PAYCHEX INC COM 704326107 5,040 63,177 SH   DFND 17 63,164 0 13
PAYCHEX INC COM 704326107 2,888 36,203 SH   DFND 21 29,837 0 6,366
PAYCOM SOFTWARE INC COM 70432V102 228,971 735,531 SH   DFND 17 600,721 0 134,810
PAYLOCITY HLDG CORP COM 70438V106 9,101 56,378 SH   DFND 17 32,868 0 23,510
PAYPAL HLDGS INC COM 70450Y103 10 49 SH   DFND 4 49 0 0
PAYPAL HLDGS INC COM 70450Y103 640,886 3,252,734 SH   DFND 17 2,970,719 0 282,015
PAYPAL HLDGS INC COM 70450Y103 2,214 11,239 SH   DFND 20 11,239 0 0
PAYPAL HLDGS INC COM 70450Y103 157,838 801,087 SH   DFND 21 545,366 0 255,721
PEBBLEBROOK HOTEL TR COM 70509V100 6,327 504,956 SH   DFND 17 263,616 0 241,340
PEGASYSTEMS INC COM 705573103 1 10 SH   DFND 17 10 0 0
PEGASYSTEMS INC COM 705573103 9,016 74,486 SH   DFND 21 74,486 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 8 80 SH   DFND 17 80 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 2,255 22,719 SH   DFND 21 22,719 0 0
PEMBINA PIPELINE CORP COM 706327103 3,828 180,917 SH   DFND 4 180,917 0 0
PEMBINA PIPELINE CORP COM 706327103 180 8,521 SH   DFND 21 8,521 0 0
PENN NATL GAMING INC COM 707569109 14,141 194,507 SH   DFND 17 116,092 0 78,415
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 32,145 10,000,000 PRN   DFND 4 10,000,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 28,636 9,235,000 PRN   DFND 17 7,115,000 0 2,120,000
PENN VA CORP COM 70788V102 502 50,948 SH   DFND 17 50,948 0 0
PENN VA CORP COM 70788V102 2 249 SH   DFND 25 249 0 0
PENNYMAC MTG INVT TR COM 70931T103 567 35,264 SH   DFND 17 35,264 0 0
PENNYMAC MTG INVT TR COM 70931T103 451 28,063 SH   DFND 21 0 0 28,063
PENNYMAC FINL SVCS INC NEW COM 70932M107 5,409 93,059 SH   DFND 17 93,059 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 8,216 141,361 SH   DFND 21 21,197 0 120,164
PEOPLES UNITED FINANCIAL INC COM 712704105 31 3,000 SH   DFND 17 3,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 251 24,388 SH   DFND 21 13,478 0 10,910
PEPSICO INC COM 713448108 9 67 SH   DFND 4 67 0 0
PEPSICO INC COM 713448108 6,706 48,384 SH   DFND 17 42,949 0 5,435
PEPSICO INC COM 713448108 966 6,968 SH   DFND 20 6,968 0 0
PEPSICO INC COM 713448108 47,260 340,979 SH   DFND 21 185,687 0 155,292
PEPSICO INC COM 713448108 2,633 19,000 SH   DFND 24 19,000 0 0
PERDOCEO ED CORP COM 71363P106 1,504 122,884 SH   DFND 21 118,930 0 3,954
PERFICIENT INC COM 71375U101 8,699 203,523 SH   DFND 17 104,493 0 99,030
PERFORMANCE FOOD GROUP CO COM 71377A103 2,948 85,164 SH   DFND 17 82,294 0 2,870
PERFORMANCE FOOD GROUP CO COM 71377A103 588 16,985 SH   DFND 21 10,878 0 6,107
PERFORMANCE FOOD GROUP CO COM 71377A103 866 25,000 SH   DFND 24 25,000 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 18 518 SH   DFND 25 518 0 0
PERKINELMER INC COM 714046109 25,985 207,039 SH   DFND 17 207,039 0 0
PERKINELMER INC COM 714046109 308 2,453 SH   DFND 20 2,453 0 0
PERKINELMER INC COM 714046109 14,907 118,771 SH   DFND 21 100,606 0 18,165
PERSPECTA INC COM 715347100 2,573 132,291 SH   DFND 21 132,291 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 473 27,244 SH   DFND 17 27,244 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 253 14,538 SH   DFND 21 8,098 0 6,440
PETMED EXPRESS INC COM 716382106 1,170 37,005 SH   DFND 17 37,005 0 0
PETMED EXPRESS INC COM 716382106 4,286 135,534 SH   DFND 21 132,601 0 2,933
PETIQ INC COM CL A 71639T106 11,814 358,860 SH   DFND 17 211,805 0 147,055
PETIQ INC COM CL A 71639T106 8,424 255,889 SH   DFND 21 252,401 0 3,488
PFIZER INC COM 717081103 55,101 1,501,378 SH   DFND 17 1,283,135 0 218,243
PFIZER INC COM 717081103 1,572 42,837 SH   DFND 20 42,837 0 0
PFIZER INC COM 717081103 147,250 4,012,267 SH   DFND 21 2,790,662 0 1,221,605
PFIZER INC COM 717081103 554 15,100 SH   DFND 24 15,100 0 0
PFIZER INC COM 717081103 154 4,202 SH   DFND 25 4,202 0 0
PHILIP MORRIS INTL INC COM 718172109 9,786 130,494 SH   DFND 17 115,494 0 15,000
PHILIP MORRIS INTL INC COM 718172109 25,445 339,316 SH   DFND 21 160,750 0 178,566
PHILIP MORRIS INTL INC COM 718172109 2,130 28,400 SH   DFND 24 28,400 0 0
PHILLIPS 66 COM 718546104 0 8 SH   DFND 4 8 0 0
PHILLIPS 66 COM 718546104 3,415 65,874 SH   DFND 17 65,866 0 8
PHILLIPS 66 COM 718546104 8,883 171,354 SH   DFND 21 63,418 0 107,936
PHILLIPS 66 COM 718546104 244 4,700 SH   DFND 24 4,700 0 0
PHOTRONICS INC COM 719405102 582 58,445 SH   DFND 17 58,445 0 0
PHOTRONICS INC COM 719405102 336 33,773 SH   DFND 21 22,003 0 11,770
PHOTRONICS INC COM 719405102 17 1,694 SH   DFND 25 1,694 0 0
PHYSICIANS RLTY TR COM 71943U104 978 54,616 SH   DFND 17 54,616 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 353 26,016 SH   DFND 17 26,016 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 4,153 306,057 SH   DFND 21 66,201 0 239,856
PILGRIMS PRIDE CORP COM 72147K108 278 18,600 SH   DFND 17 18,600 0 0
PILGRIMS PRIDE CORP COM 72147K108 359 24,000 SH   DFND 24 24,000 0 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 2,479 46,000 SH   DFND 17 46,000 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 80,516 789,684 SH   DFND 4 789,684 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 693 6,800 SH   DFND 24 6,800 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 574,916 25,540,934 SH   DFND 4 25,540,934 0 0
PINDUODUO INC SPONSORED ADS 722304102 7,927 106,900 SH   DFND 4 101,200 0 5,700
PINDUODUO INC SPONSORED ADS 722304102 382 5,157 SH   DFND 21 5,157 0 0
PING IDENTITY HLDG CORP COM 72341T103 330 10,563 SH   DFND 21 10,563 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 8,114 227,994 SH   DFND 17 115,599 0 112,395
PINNACLE WEST CAP CORP COM 723484101 403 5,411 SH   DFND 17 5,411 0 0
PINNACLE WEST CAP CORP COM 723484101 3,190 42,793 SH   DFND 21 31,542 0 11,251
PINTEREST INC CL A 72352L106 43,937 1,058,470 SH   DFND 17 1,004,030 0 54,440
PINTEREST INC CL A 72352L106 958 23,080 SH   DFND 21 23,080 0 0
PIONEER NAT RES CO COM 723787107 12,737 148,123 SH   DFND 17 147,353 0 770
PIONEER NAT RES CO COM 723787107 3,747 43,573 SH   DFND 21 30,874 0 12,699
PIONEER NAT RES CO COM 723787107 327 3,800 SH   DFND 24 3,800 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 515 86,112 SH   DFND 4 86,112 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,413 232,000 SH   DFND 4 232,000 0 0
PLANET FITNESS INC CL A 72703H101 10,123 164,278 SH   DFND 17 94,967 0 69,311
PLUG POWER INC COM NEW 72919P202 28,743 2,143,413 SH   DFND 17 1,703,758 0 439,655
PLUG POWER INC COM NEW 72919P202 271 20,200 SH   DFND 20 20,200 0 0
PLUG POWER INC COM NEW 72919P202 224 16,700 SH   DFND 24 16,700 0 0
PLURALSIGHT INC COM CL A 72941B106 513 29,920 SH   DFND 17 29,920 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 62,895 70,570,000 PRN   DFND 17 70,570,000 0 0
POOL CORP COM 73278L105 25,927 77,500 SH   DFND 17 60,305 0 17,195
POOL CORP COM 73278L105 390 1,165 SH   DFND 20 1,165 0 0
POOL CORP COM 73278L105 25,662 76,709 SH   DFND 21 68,395 0 8,314
POPULAR INC COM NEW 733174700 1,819 50,153 SH   DFND 17 50,153 0 0
POPULAR INC COM NEW 733174700 569 15,695 SH   DFND 20 15,695 0 0
POPULAR INC COM NEW 733174700 14,381 396,487 SH   DFND 21 258,245 0 138,242
POPULAR INC COM NEW 733174700 23 622 SH   DFND 25 622 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,064 58,147 SH   DFND 17 58,147 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,593 101,205 SH   DFND 21 43,297 0 57,908
POST HLDGS INC COM 737446104 391 4,551 SH   DFND 21 0 0 4,551
POWER INTEGRATIONS INC COM 739276103 7,590 137,000 SH   DFND 4 137,000 0 0
POWER INTEGRATIONS INC COM 739276103 8,904 160,722 SH   DFND 17 105,437 0 55,285
POWER INTEGRATIONS INC COM 739276103 443 7,994 SH   DFND 21 7,994 0 0
PREMIER INC CL A 74051N102 336 10,225 SH   DFND 17 8,040 0 2,185
PREMIER FINANCIAL CORP COM 74052F108 5,407 347,169 SH   DFND 17 347,169 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,012 55,250 SH   DFND 17 52,250 0 3,000
PREVAIL THERAPEUTICS INC COM 74140Y101 366 36,000 SH   DFND 17 36,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 6 43 SH   DFND 4 43 0 0
PRICE T ROWE GROUP INC COM 74144T108 4,926 38,416 SH   DFND 17 38,416 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,252 9,765 SH   DFND 20 9,765 0 0
PRICE T ROWE GROUP INC COM 74144T108 69,521 542,198 SH   DFND 21 256,615 0 285,583
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,271 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 23,137 204,496 SH   DFND 17 203,172 0 1,324
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 37 925 SH   DFND 17 925 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,622 189,275 SH   DFND 21 108,540 0 80,735
PRINCIPAL EXCHANGE-TRADED FD HELTHCARE INDX 74255Y409 905 18,999 SH   DFND 17 16,499 0 2,500
PROCTER AND GAMBLE CO COM 742718109 106,513 766,339 SH   DFND 17 747,794 0 18,545
PROCTER AND GAMBLE CO COM 742718109 2,586 18,603 SH   DFND 20 18,603 0 0
PROCTER AND GAMBLE CO COM 742718109 229,404 1,650,510 SH   DFND 21 1,121,126 0 529,384
PROCTER AND GAMBLE CO COM 742718109 284 2,042 SH   DFND 25 2,042 0 0
PROCTER AND GAMBLE CO PUT 742718959 625 4,500 SH Put DFND 21 4,500 0 0
PROGRESS SOFTWARE CORP COM 743312100 8,458 230,582 SH   DFND 17 226,257 0 4,325
PROGRESS SOFTWARE CORP COM 743312100 331 9,018 SH   DFND 20 9,018 0 0
PROGRESS SOFTWARE CORP COM 743312100 13,180 359,331 SH   DFND 21 208,095 0 151,236
PROGRESS SOFTWARE CORP COM 743312100 30 818 SH   DFND 25 818 0 0
PROGRESSIVE CORP COM 743315103 19,020 200,904 SH   DFND 17 200,904 0 0
PROGRESSIVE CORP COM 743315103 78,474 828,920 SH   DFND 21 630,977 0 197,943
PROLOGIS INC. COM 74340W103 45,369 450,898 SH   DFND 4 450,898 0 0
PROLOGIS INC. COM 74340W103 73,055 726,044 SH   DFND 17 717,501 0 8,543
PROLOGIS INC. COM 74340W103 9,222 91,653 SH   DFND 21 26,353 0 65,300
PROOFPOINT INC COM 743424103 57,505 544,817 SH   DFND 17 544,817 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 90,507 90,620,000 PRN   DFND 17 90,620,000 0 0
PROSPECT CAP CORP COM 74348T102 1,036 205,979 SH   DFND 17 205,979 0 0
PROSPECT CAP CORP COM 74348T102 580 115,215 SH   DFND 21 6,130 0 109,085
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 30,663 29,800,000 PRN   DFND 17 29,800,000 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,137 58,160 SH   DFND 17 58,160 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 315 16,100 SH   DFND 24 16,100 0 0
PROVIDENCE SVC CORP COM 743815102 855 9,200 SH   DFND 17 7,300 0 1,900
PRUDENTIAL FINL INC COM 744320102 281 4,421 SH   DFND 17 4,421 0 0
PRUDENTIAL FINL INC COM 744320102 862 13,567 SH   DFND 20 13,567 0 0
PRUDENTIAL FINL INC COM 744320102 33,243 523,352 SH   DFND 21 252,717 0 270,635
PRUDENTIAL FINL INC COM 744320102 61 963 SH   DFND 25 963 0 0
PRUDENTIAL PLC ADR 74435K204 638 22,308 SH   DFND 17 22,250 0 58
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 306 5,578 SH   DFND 17 5,578 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,162 75,800 SH   DFND 21 0 0 75,800
PUBLIC STORAGE COM 74460D109 18,530 83,198 SH   DFND 4 83,198 0 0
PUBLIC STORAGE COM 74460D109 904 4,061 SH   DFND 17 4,061 0 0
PUBLIC STORAGE COM 74460D109 499 2,242 SH   DFND 21 2,242 0 0
PULTE GROUP INC COM 745867101 26,203 566,054 SH   DFND 17 566,054 0 0
PULTE GROUP INC COM 745867101 26,709 577,000 SH   DFND 21 438,211 0 138,789
PURE STORAGE INC CL A 74624M102 21,163 1,375,132 SH   DFND 17 838,552 0 536,580
PURE STORAGE INC CL A 74624M102 745 48,423 SH   DFND 21 48,423 0 0
PURE STORAGE INC CALL 74624M902 15,390 1,000,000 SH Call DFND 17 1,000,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 23,061 23,870,000 PRN   DFND 17 23,870,000 0 0
QIWI PLC SPON ADR REP B 74735M108 10,230 589,613 SH   DFND 21 126,091 0 463,522
QTS RLTY TR INC COM CL A 74736A103 6,356 100,860 SH   DFND 4 100,860 0 0
QTS RLTY TR INC COM CL A 74736A103 8,974 142,404 SH   DFND 17 83,605 0 58,799
QORVO INC COM 74736K101 19,946 154,611 SH   DFND 17 117,346 0 37,265
QORVO INC COM 74736K101 1,174 9,101 SH   DFND 20 9,101 0 0
QORVO INC COM 74736K101 13,988 108,424 SH   DFND 21 76,102 0 32,322
Q2 HLDGS INC COM 74736L109 8,612 94,364 SH   DFND 17 56,774 0 37,590
QUALCOMM INC COM 747525103 112,558 956,478 SH   DFND 17 746,858 0 209,620
QUALCOMM INC COM 747525103 13,486 114,600 SH   DFND 20 114,600 0 0
QUALCOMM INC COM 747525103 53,921 458,197 SH   DFND 21 340,027 0 118,170
QUALYS INC COM 74758T303 28,172 287,442 SH   DFND 17 287,442 0 0
QUALYS INC COM 74758T303 7,541 76,943 SH   DFND 21 46,225 0 30,718
QUANTA SVCS INC COM 74762E102 4,874 92,204 SH   DFND 17 92,204 0 0
QUANTA SVCS INC COM 74762E102 148 2,797 SH   DFND 21 0 0 2,797
QUANTUM CORP COM NEW 747906501 21,614 6,370,070 SH   DFND 4 6,370,070 0 0
QUEST DIAGNOSTICS INC COM 74834L100 14,697 128,366 SH   DFND 17 128,366 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,162 10,152 SH   DFND 20 10,152 0 0
QUEST DIAGNOSTICS INC COM 74834L100 73,800 644,600 SH   DFND 21 367,727 0 276,873
QUIDEL CORP COM 74838J101 856 3,901 SH   DFND 17 3,101 0 800
QUINSTREET INC COM 74874Q100 90 5,680 SH   DFND 17 5,680 0 0
QUINSTREET INC COM 74874Q100 513 32,384 SH   DFND 21 32,384 0 0
R1 RCM INC COM 749397105 1,912 111,473 SH   DFND 17 111,473 0 0
R1 RCM INC COM 749397105 6,357 370,648 SH   DFND 21 370,648 0 0
RLI CORP COM 749607107 373 4,455 SH   DFND 17 4,455 0 0
RLJ LODGING TR COM 74965L101 195 22,500 SH   DFND 17 22,500 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 25,391 1,107,305 SH   DFND 17 1,107,305 0 0
RH COM 74967X103 2,324 6,073 SH   DFND 17 6,073 0 0
RH COM 74967X103 3,959 10,348 SH   DFND 21 0 0 10,348
RH NOTE 6/1 74967XAA1 129,571 67,385,000 PRN   DFND 17 66,100,000 0 1,285,000
RPM INTL INC COM 749685103 675 8,148 SH   DFND 17 8,148 0 0
RADIAN GROUP INC COM 750236101 1,999 136,809 SH   DFND 17 136,809 0 0
RADIAN GROUP INC COM 750236101 623 42,633 SH   DFND 21 32,706 0 9,927
RAMBUS INC DEL COM 750917106 1,048 76,569 SH   DFND 21 76,569 0 0
RANGE RES CORP COM 75281A109 1,617 244,322 SH   DFND 21 244,322 0 0
RAPID7 INC COM 753422104 15,785 257,758 SH   DFND 17 257,758 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 1,772 297,808 SH   DFND 4 297,808 0 0
RAYMOND JAMES FINL INC COM 754730109 129 1,775 SH   DFND 17 1,775 0 0
RAYMOND JAMES FINL INC COM 754730109 2,228 30,623 SH   DFND 21 27,188 0 3,435
RAYTHEON TECHNOLOGIES CORP COM 75513E101 15,183 263,872 SH   DFND 17 261,957 0 1,915
RAYTHEON TECHNOLOGIES CORP COM 75513E101 3,233 56,180 SH   DFND 21 51,822 0 4,358
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 15,226 640,000 SH   DFND 17 640,000 0 0
REALOGY HLDGS CORP COM 75605Y106 287 30,448 SH   DFND 21 30,448 0 0
REALTY INCOME CORP COM 756109104 18,457 303,812 SH   DFND 4 303,812 0 0
REALTY INCOME CORP COM 756109104 10,984 180,799 SH   DFND 17 180,799 0 0
REALTY INCOME CORP COM 756109104 146 2,396 SH   DFND 21 2,396 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 880 9,030 SH   DFND 17 9,030 0 0
REDFIN CORP COM 75737F108 30,349 607,826 SH   DFND 17 592,226 0 15,600
REGAL BELOIT CORP COM 758750103 684 7,285 SH   DFND 21 5,214 0 2,071
REGENCY CTRS CORP COM 758849103 7,323 192,604 SH   DFND 4 192,604 0 0
REGENCY CTRS CORP COM 758849103 88 2,313 SH   DFND 17 2,313 0 0
REGENERON PHARMACEUTICALS COM 75886F107 28,390 50,716 SH   DFND 4 45,616 0 5,100
REGENERON PHARMACEUTICALS COM 75886F107 19,906 35,561 SH   DFND 17 35,561 0 0
REGENERON PHARMACEUTICALS COM 75886F107 13,347 23,843 SH   DFND 21 9,980 0 13,863
REGENERON PHARMACEUTICALS COM 75886F107 4,506 8,050 SH   DFND 24 8,050 0 0
REGENERON PHARMACEUTICALS COM 75886F107 68 121 SH   DFND 25 121 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 683 59,263 SH   DFND 17 59,263 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 11,857 1,028,402 SH   DFND 21 541,718 0 486,684
REINSURANCE GRP OF AMERICA I COM NEW 759351604 7,123 74,826 SH   DFND 17 74,826 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,464 46,894 SH   DFND 21 27,276 0 19,618
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,488 63,586 SH   DFND 17 63,586 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 740 7,249 SH   DFND 20 7,249 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 15,947 156,279 SH   DFND 21 99,523 0 56,756
RELIANCE STEEL & ALUMINUM CO COM 759509102 44 436 SH   DFND 25 436 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,703 69,322 SH   DFND 17 69,322 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 6,459 120,914 SH   DFND 21 93,560 0 27,354
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 374 7,000 SH   DFND 24 7,000 0 0
REPLIGEN CORP COM 759916109 3,795 25,720 SH   DFND 17 24,160 0 1,560
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 57,749 40,600,000 PRN   DFND 17 32,860,000 0 7,740,000
RENT A CTR INC NEW COM 76009N100 3,396 113,625 SH   DFND 17 111,825 0 1,800
RENT A CTR INC NEW COM 76009N100 346 11,576 SH   DFND 20 11,576 0 0
RENT A CTR INC NEW COM 76009N100 7,864 263,101 SH   DFND 21 187,746 0 75,355
RENT A CTR INC NEW COM 76009N100 36 1,205 SH   DFND 25 1,205 0 0
REPAY HLDGS CORP COM CL A 76029L100 35,684 1,518,461 SH   DFND 17 1,218,306 0 300,155
REPAY HLDGS CORP COM CL A 76029L100 3,093 131,600 SH   DFND 21 131,600 0 0
REPLIMUNE GROUP INC COM 76029N106 382 16,583 SH   DFND 17 16,583 0 0
REPUBLIC SVCS INC COM 760759100 14,243 152,572 SH   DFND 17 152,561 0 11
REPUBLIC SVCS INC COM 760759100 11,184 119,809 SH   DFND 21 119,809 0 0
RESMED INC COM 761152107 16,256 94,825 SH   DFND 17 94,821 0 4
RESMED INC COM 761152107 9,803 57,182 SH   DFND 21 57,182 0 0
RESOURCES CONNECTION INC COM 76122Q105 60 5,171 SH   DFND 17 5,171 0 0
RESOURCES CONNECTION INC COM 76122Q105 330 28,598 SH   DFND 21 28,598 0 0
RETROPHIN INC COM 761299106 1,294 70,113 SH   DFND 17 61,613 0 8,500
RESTAURANT BRANDS INTL INC COM 76131D103 6,488 84,827 SH   DFND 17 84,827 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 11,990 156,770 SH   DFND 21 154,182 0 2,588
REXNORD CORP COM 76169B102 536 17,953 SH   DFND 17 17,953 0 0
REXNORD CORP COM 76169B102 631 21,139 SH   DFND 21 21,139 0 0
REXFORD INDL RLTY INC COM 76169C100 10,883 237,821 SH   DFND 4 237,821 0 0
REXFORD INDL RLTY INC COM 76169C100 9,560 208,908 SH   DFND 17 208,908 0 0
REXFORD INDL RLTY INC COM 76169C100 714 15,601 SH   DFND 21 15,601 0 0
RINGCENTRAL INC CL A 76680R206 134,676 490,428 SH   DFND 17 380,983 0 109,445
RINGCENTRAL INC CL A 76680R206 9,079 33,061 SH   DFND 21 33,061 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,370 22,686 SH   DFND 17 22,686 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 154 2,610 SH   DFND 20 2,610 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 5,907 99,907 SH   DFND 21 56,740 0 43,167
ROBERT HALF INTL INC COM 770323103 85 1,614 SH   DFND 17 1,614 0 0
ROBERT HALF INTL INC COM 770323103 206 3,892 SH   DFND 21 3,892 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 1,532 67,036 SH   DFND 17 67,036 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 402 17,600 SH   DFND 24 17,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,769 48,800 SH   DFND 4 45,900 0 2,900
ROCKWELL AUTOMATION INC COM 773903109 378 1,714 SH   DFND 17 1,714 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,246 19,242 SH   DFND 21 14,000 0 5,242
ROGERS COMMUNICATIONS INC CL B 775109200 5,471 138,343 SH   DFND 21 14,627 0 123,716
ROGERS COMMUNICATIONS INC CL B 775109200 68 1,724 SH   DFND 25 1,724 0 0
ROKU INC COM CL A 77543R102 429,545 2,275,132 SH   DFND 17 2,187,007 0 88,125
ROPER TECHNOLOGIES INC COM 776696106 37 94 SH   DFND 4 94 0 0
ROPER TECHNOLOGIES INC COM 776696106 23,887 60,456 SH   DFND 17 60,453 0 3
ROPER TECHNOLOGIES INC COM 776696106 21,252 53,787 SH   DFND 20 5,973 0 47,814
ROPER TECHNOLOGIES INC COM 776696106 122,959 311,203 SH   DFND 21 281,190 0 30,013
ROPER TECHNOLOGIES INC COM 776696106 9,404 23,800 SH   DFND 24 23,800 0 0
ROSETTA STONE INC COM 777780107 571 19,035 SH   DFND 21 19,035 0 0
ROSS STORES INC COM 778296103 2 20 SH   DFND 4 20 0 0
ROSS STORES INC COM 778296103 13,024 139,560 SH   DFND 17 139,560 0 0
ROSS STORES INC COM 778296103 16,379 175,512 SH   DFND 21 173,522 0 1,990
ROYAL BK CDA COM 780087102 1,907 27,245 SH   DFND 17 27,245 0 0
ROYAL BK CDA COM 780087102 4,834 69,059 SH   DFND 21 65,357 0 3,702
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 383 15,204 SH   DFND 17 15,161 0 43
ROYAL GOLD INC COM 780287108 30,367 252,701 SH   DFND 17 251,547 0 1,154
ROYAL GOLD INC COM 780287108 12,240 101,859 SH   DFND 21 99,145 0 2,714
S&P GLOBAL INC COM 78409V104 31 85 SH   DFND 4 85 0 0
S&P GLOBAL INC COM 78409V104 234,393 650,009 SH   DFND 17 648,461 0 1,548
S&P GLOBAL INC COM 78409V104 38,551 106,908 SH   DFND 20 31,472 0 75,436
S&P GLOBAL INC COM 78409V104 444,123 1,231,621 SH   DFND 21 1,058,634 0 172,987
S&P GLOBAL INC COM 78409V104 6,815 18,900 SH   DFND 24 18,900 0 0
S&P GLOBAL INC COM 78409V104 139 386 SH   DFND 25 386 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 41,015 128,785 SH   DFND 4 128,785 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,686 20,995 SH   DFND 17 20,994 0 1
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,663 17,782 SH   DFND 21 4,117 0 13,665
SEI INVTS CO COM 784117103 99 1,943 SH   DFND 17 1,943 0 0
SEI INVTS CO COM 784117103 189 3,731 SH   DFND 21 0 0 3,731
SJW GROUP COM 784305104 3,166 52,021 SH   DFND 17 52,021 0 0
SLM CORP COM 78442P106 851 105,146 SH   DFND 17 105,146 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,890 20,573 SH   DFND 4 20,573 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 469 1,400 SH   DFND 17 1,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 17,657 52,725 SH   DFND 24 30,670 0 22,055
SPX CORP COM 784635104 4,253 91,701 SH   DFND 17 91,701 0 0
SPX CORP COM 784635104 394 8,488 SH   DFND 21 4,986 0 3,502
SPS COMMERCE INC COM 78463M107 4,697 60,320 SH   DFND 17 58,040 0 2,280
SPS COMMERCE INC COM 78463M107 397 5,096 SH   DFND 20 5,096 0 0
SPS COMMERCE INC COM 78463M107 5,353 68,737 SH   DFND 21 58,026 0 10,711
SPS COMMERCE INC COM 78463M107 39 502 SH   DFND 25 502 0 0
SPDR GOLD TR GOLD SHS 78463V107 985 5,560 SH   DFND 24 5,560 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,238 34,060 SH   DFND 24 34,060 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 4,523 65,656 SH   DFND 24 0 0 65,656
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,184 36,081 SH   DFND 17 36,081 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 419 6,929 SH   DFND 20 6,929 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 11,462 189,395 SH   DFND 21 101,732 0 87,663
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 42 697 SH   DFND 25 697 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 694 2,500 SH   DFND 24 2,500 0 0
SPDR SER TR S&P KENSHO CLEAN 78468R655 746 10,236 SH   DFND 24 0 0 10,236
SPDR SER TR PUT 78468R956 2,928 69,600 SH Put DFND 4 0 0 69,600
SVB FINANCIAL GROUP COM 78486Q101 182 756 SH   DFND 17 756 0 0
SVB FINANCIAL GROUP COM 78486Q101 6,576 27,328 SH   DFND 21 23,900 0 3,428
SABRA HEALTH CARE REIT INC COM 78573L106 526 38,122 SH   DFND 4 38,122 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 248 18,000 SH   DFND 17 18,000 0 0
SAFETY INS GROUP INC COM 78648T100 105 1,514 SH   DFND 17 1,514 0 0
SAFETY INS GROUP INC COM 78648T100 133 1,921 SH   DFND 21 1,921 0 0
SAIA INC COM 78709Y105 10,973 86,990 SH   DFND 17 52,014 0 34,976
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 19,543 493,873 SH   DFND 17 490,863 0 3,010
SALESFORCE COM INC COM 79466L302 595,004 2,367,517 SH   DFND 17 2,332,247 0 35,270
SALESFORCE COM INC COM 79466L302 743 2,957 SH   DFND 20 2,957 0 0
SALESFORCE COM INC COM 79466L302 60,685 241,465 SH   DFND 21 193,977 0 47,488
SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 19,764 1,980,000 SH   DFND 4 1,980,000 0 0
SANDERSON FARMS INC COM 800013104 1,849 15,676 SH   DFND 17 15,676 0 0
SANDERSON FARMS INC COM 800013104 1,652 14,000 SH   DFND 24 14,000 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 719 9,541 SH   DFND 17 9,541 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 215 2,854 SH   DFND 21 2,854 0 0
SANMINA CORPORATION COM 801056102 318 11,762 SH   DFND 21 0 0 11,762
SANOFI SPONSORED ADR 80105N105 11,563 230,468 SH   DFND 17 164,342 0 66,126
SANOFI SPONSORED ADR 80105N105 1,149 22,900 SH   DFND 24 22,900 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 2,128 117,009 SH   DFND 17 117,009 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 50 2,753 SH   DFND 25 2,753 0 0
SAP SE SPON ADR 803054204 3,590 23,043 SH   DFND 17 23,028 0 15
SAREPTA THERAPEUTICS INC COM 803607100 2,606 18,560 SH   DFND 17 18,560 0 0
SAREPTA THERAPEUTICS INC COM 803607100 562 4,000 SH   DFND 24 4,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 84,921 40,360,000 PRN   DFND 17 38,530,000 0 1,830,000
HENRY SCHEIN INC COM 806407102 150 2,552 SH   DFND 17 2,552 0 0
HENRY SCHEIN INC COM 806407102 6,133 104,330 SH   DFND 21 14,331 0 89,999
HENRY SCHEIN INC COM 806407102 11 190 SH   DFND 25 190 0 0
SCHLUMBERGER LTD COM 806857108 16,684 1,072,228 SH   DFND 17 1,072,228 0 0
SCHLUMBERGER LTD COM 806857108 129 8,294 SH   DFND 21 8,294 0 0
SCHWAB CHARLES CORP COM 808513105 50,404 1,391,214 SH   DFND 17 1,349,253 0 41,961
SCHWAB CHARLES CORP COM 808513105 28,298 781,055 SH   DFND 21 777,240 0 3,815
SCHWAB STRATEGIC TR US TIPS ETF 808524870 431 7,000 SH   DFND 17 7,000 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 5,867 95,200 SH   DFND 20 95,200 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 57 1,890 SH   DFND 17 1,890 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 402 13,216 SH   DFND 21 13,216 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 9,626 122,747 SH   DFND 17 121,872 0 875
SCIENCE APPLICATIONS INTL CO COM 808625107 2,035 25,950 SH   DFND 21 0 0 25,950
SCIPLAY CORP CL A 809087109 1,623 100,036 SH   DFND 17 100,036 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 340 2,225 SH   DFND 17 2,225 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,632 10,670 SH   DFND 21 10,670 0 0
SEA LTD SPONSORD ADS 81141R100 46,928 304,646 SH   DFND 17 304,646 0 0
SEA LTD SPONSORD ADS 81141R100 25,529 165,732 SH   DFND 20 154,482 0 11,250
SEA LTD SPONSORD ADS 81141R100 11,290 73,295 SH   DFND 21 73,295 0 0
SEATTLE GENETICS INC COM 812578102 15,418 78,787 SH   DFND 17 78,787 0 0
SEATTLE GENETICS INC COM 812578102 123 630 SH   DFND 21 630 0 0
SEATTLE GENETICS INC COM 812578102 3,718 19,000 SH   DFND 24 19,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 329 2,820 SH   DFND 24 0 0 2,820
SELECT SECTOR SPDR TR PUT 81369Y950 2,029 31,885 SH Put DFND 4 31,885 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 127,294 5,288,495 SH Put DFND 4 4,123,495 0 1,165,000
SELECT SECTOR SPDR TR PUT 81369Y956 34,927 1,166,177 SH Put DFND 4 388,777 0 777,400
SELECT MED HLDGS CORP COM 81619Q105 1,670 80,231 SH   DFND 17 72,031 0 8,200
SELECT MED HLDGS CORP COM 81619Q105 3,542 170,130 SH   DFND 21 12,468 0 157,662
SELECTIVE INS GROUP INC COM 816300107 2,561 49,736 SH   DFND 17 49,736 0 0
SEMTECH CORP COM 816850101 10,747 202,927 SH   DFND 17 202,927 0 0
SEMTECH CORP COM 816850101 1,448 27,338 SH   DFND 21 27,338 0 0
SEMPRA ENERGY COM 816851109 5 39 SH   DFND 4 39 0 0
SEMPRA ENERGY COM 816851109 42,040 355,185 SH   DFND 17 353,064 0 2,121
SEMPRA ENERGY COM 816851109 8,418 71,126 SH   DFND 21 27,516 0 43,610
SEMPRA ENERGY 6% PFD CONV A 816851406 58,889 598,160 SH   DFND 17 598,160 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,067 35,800 SH   DFND 17 33,700 0 2,100
SERES THERAPEUTICS INC COM 81750R102 855 30,195 SH   DFND 17 30,195 0 0
SERVICE CORP INTL COM 817565104 726 17,204 SH   DFND 21 17,204 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 159 20,000 SH   DFND 17 20,000 0 0
SERVICENOW INC COM 81762P102 22 45 SH   DFND 4 45 0 0
SERVICENOW INC COM 81762P102 370,805 764,547 SH   DFND 17 751,730 0 12,817
SERVICENOW INC COM 81762P102 58,902 121,447 SH   DFND 21 71,927 0 49,520
SERVICENOW INC NOTE 6/0 81762PAC6 28,825 8,025,000 PRN   DFND 17 6,655,000 0 1,370,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 78 4,307 SH   DFND 17 4,307 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,162 118,845 SH   DFND 21 46,205 0 72,640
SHERWIN WILLIAMS CO COM 824348106 25 36 SH   DFND 4 36 0 0
SHERWIN WILLIAMS CO COM 824348106 9,236 13,256 SH   DFND 17 13,256 0 0
SHERWIN WILLIAMS CO COM 824348106 31,420 45,096 SH   DFND 21 44,909 0 187
SHERWIN WILLIAMS CO COM 824348106 975 1,400 SH   DFND 24 1,400 0 0
SHERWIN WILLIAMS CO PUT 824348956 627 900 SH Put DFND 21 900 0 0
SHIFT4 PMTS INC CL A 82452J109 8,283 171,274 SH   DFND 17 141,084 0 30,190
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 341 14,845 SH   DFND 21 11,793 0 3,052
SHOCKWAVE MED INC COM 82489T104 8,463 111,653 SH   DFND 17 66,983 0 44,670
SHOCKWAVE MED INC COM 82489T104 584 7,700 SH   DFND 24 7,700 0 0
SHOPIFY INC CL A 82509L107 168,612 165,398 SH   DFND 17 143,583 0 21,815
SHOPIFY INC CL A 82509L107 19,005 18,643 SH   DFND 21 9,787 0 8,856
SILGAN HOLDINGS INC COM 827048109 6,024 163,817 SH   DFND 17 163,817 0 0
SILGAN HOLDINGS INC COM 827048109 4,672 127,064 SH   DFND 21 46,051 0 81,013
SILGAN HOLDINGS INC COM 827048109 12 321 SH   DFND 25 321 0 0
SILK RD MED INC COM 82710M100 1,355 20,161 SH   DFND 17 20,161 0 0
SILK RD MED INC COM 82710M100 202 3,000 SH   DFND 24 3,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 5,200 80,403 SH   DFND 4 80,403 0 0
SIMON PPTY GROUP INC NEW COM 828806109 533 8,234 SH   DFND 17 8,234 0 0
SIMON PPTY GROUP INC NEW COM 828806109 70 1,080 SH   DFND 21 0 0 1,080
SIMPLY GOOD FOODS CO COM 82900L102 3,230 146,487 SH   DFND 17 146,487 0 0
SIMPLY GOOD FOODS CO COM 82900L102 601 27,238 SH   DFND 21 27,238 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 515 5,300 SH   DFND 17 4,300 0 1,000
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,060 55,110 SH   DFND 21 2,865 0 52,245
SIRIUS XM HOLDINGS INC COM 82968B103 93 17,337 SH   DFND 17 17,337 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 214 39,894 SH   DFND 21 0 0 39,894
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 416 3,415 SH   DFND 17 3,415 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,737 14,242 SH   DFND 21 7,028 0 7,214
SIX FLAGS ENTMT CORP NEW COM 83001A102 7,548 371,835 SH   DFND 17 371,835 0 0
SKYWEST INC COM 830879102 4,155 139,149 SH   DFND 17 139,149 0 0
SKYWEST INC COM 830879102 533 17,842 SH   DFND 21 10,606 0 7,236
SKYWEST INC COM 830879102 15 511 SH   DFND 25 511 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 19,152 131,632 SH   DFND 4 124,432 0 7,200
SKYWORKS SOLUTIONS INC COM 83088M102 154,328 1,060,673 SH   DFND 17 938,513 0 122,160
SKYWORKS SOLUTIONS INC COM 83088M102 26,750 183,846 SH   DFND 21 172,183 0 11,663
SLACK TECHNOLOGIES INC COM CL A 83088V102 229,084 8,528,830 SH   DFND 17 8,260,795 0 268,035
SLACK TECHNOLOGIES INC COM CL A 83088V102 568 21,148 SH   DFND 21 0 0 21,148
SMARTSHEET INC COM CL A 83200N103 381 7,715 SH   DFND 17 6,100 0 1,615
SMARTSHEET INC COM CL A 83200N103 3,595 72,743 SH   DFND 21 72,743 0 0
SMUCKER J M CO COM NEW 832696405 952 8,238 SH   DFND 17 8,238 0 0
SMUCKER J M CO COM NEW 832696405 401 3,471 SH   DFND 20 3,471 0 0
SMUCKER J M CO COM NEW 832696405 8,053 69,710 SH   DFND 21 63,174 0 6,536
SNAP ON INC COM 833034101 102 691 SH   DFND 17 691 0 0
SNAP ON INC COM 833034101 113 767 SH   DFND 21 0 0 767
SNAP INC CL A 83304A106 255,337 9,779,290 SH   DFND 17 9,358,140 0 421,150
SNAP INC CL A 83304A106 159 6,081 SH   DFND 21 6,081 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 243,612 176,400,000 PRN   DFND 17 167,490,000 0 8,910,000
SNOWFLAKE INC CL A 833445109 8,759 34,898 SH   DFND 17 24,738 0 10,160
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 2,248 69,350 SH   DFND 17 69,350 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 303 9,355 SH   DFND 21 9,355 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 198 6,100 SH   DFND 24 6,100 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 42,164 176,900 SH   DFND 4 176,900 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 5,424 22,757 SH   DFND 17 22,757 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 381 1,600 SH   DFND 24 1,600 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 753 18,760 SH   DFND 21 18,760 0 0
SONOCO PRODS CO COM 835495102 7,560 148,024 SH   DFND 17 148,024 0 0
SONOCO PRODS CO COM 835495102 1,682 32,933 SH   DFND 21 32,933 0 0
SONY CORP SPONSORED ADR 835699307 4,131 53,830 SH   DFND 17 53,830 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 113 10,152 SH   DFND 17 10,152 0 0
SOUTH ST CORP COM 840441109 2,776 57,650 SH   DFND 17 57,650 0 0
SOUTHERN CO COM 842587107 688 12,688 SH   DFND 17 12,672 0 16
SOUTHERN CO COM 842587107 6,405 118,125 SH   DFND 21 50,194 0 67,931
SOUTHERN CO UNIT 08/01/2022 842587602 39,043 838,920 SH   DFND 17 838,920 0 0
SOUTHERN COPPER CORP COM 84265V105 515 11,385 SH   DFND 17 11,385 0 0
SOUTHERN COPPER CORP COM 84265V105 63 1,388 SH   DFND 21 1,388 0 0
SOUTHWEST AIRLS CO COM 844741108 73,795 1,967,857 SH   DFND 17 1,951,042 0 16,815
SOUTHWEST AIRLS CO COM 844741108 1,147 30,593 SH   DFND 21 14,323 0 16,270
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 53,448 40,800,000 PRN   DFND 4 40,800,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 211,205 161,225,000 PRN   DFND 17 150,220,000 0 11,005,000
SOUTHWESTERN ENERGY CO COM 845467109 7,592 3,230,624 SH   DFND 17 3,230,624 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,279 969,629 SH   DFND 21 969,629 0 0
SPARTANNASH CO COM 847215100 2,021 123,588 SH   DFND 17 115,388 0 8,200
SPARTANNASH CO COM 847215100 277 16,917 SH   DFND 21 16,917 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 3,114 54,486 SH   DFND 21 53,388 0 1,098
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 687 36,316 SH   DFND 21 36,316 0 0
SPIRIT AIRLS INC COM 848577102 340 21,094 SH   DFND 21 21,094 0 0
SPIRIT AIRLS INC COM 848577102 4 238 SH   DFND 25 238 0 0
SPIRE INC COM 84857L101 12,549 235,877 SH   DFND 17 235,877 0 0
SPIRE INC COM 84857L101 115 2,157 SH   DFND 21 0 0 2,157
SPLUNK INC COM 848637104 371,429 1,974,320 SH   DFND 17 1,873,412 0 100,908
SPLUNK INC COM 848637104 11,851 62,994 SH   DFND 21 62,994 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 111 80,000 PRN   DFND 17 80,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 3,235 2,250,000 PRN   DFND 17 2,250,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,382 66,011 SH   DFND 17 62,211 0 3,800
SPROUTS FMRS MKT INC COM 85208M102 681 32,524 SH   DFND 21 30,151 0 2,373
SQUARE INC CL A 852234103 692,395 4,259,584 SH   DFND 17 3,921,724 0 337,860
SQUARE INC CL A 852234103 38,836 238,918 SH   DFND 21 238,918 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 43,172 19,965,000 PRN   DFND 17 15,955,000 0 4,010,000
STAG INDL INC COM 85254J102 4,540 148,885 SH   DFND 17 148,885 0 0
STAMPS COM INC COM NEW 852857200 1,391 5,773 SH   DFND 17 5,773 0 0
STANDARD MTR PRODS INC COM 853666105 2,887 64,667 SH   DFND 17 64,667 0 0
STANLEY BLACK & DECKER INC COM 854502101 3 16 SH   DFND 4 16 0 0
STANLEY BLACK & DECKER INC COM 854502101 11,555 71,242 SH   DFND 17 71,242 0 0
STANLEY BLACK & DECKER INC COM 854502101 535 3,296 SH   DFND 21 1,146 0 2,150
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 70,082 694,570 SH   DFND 17 606,960 0 87,610
STANTEC INC COM 85472N109 116 3,844 SH   DFND 20 3,844 0 0
STANTEC INC COM 85472N109 8,929 294,983 SH   DFND 21 240,465 0 54,518
STAR GROUP L P UNIT LTD PARTNR 85512C105 129 13,240 SH   DFND 17 13,240 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 687 70,478 SH   DFND 21 70,478 0 0
STARBUCKS CORP COM 855244109 130,448 1,518,250 SH   DFND 17 1,516,245 0 2,005
STARBUCKS CORP COM 855244109 16,591 193,100 SH   DFND 20 193,100 0 0
STARBUCKS CORP COM 855244109 99,850 1,162,127 SH   DFND 21 926,048 0 236,079
STARBUCKS CORP COM 855244109 98 1,139 SH   DFND 25 1,139 0 0
STATE STR CORP COM 857477103 11,596 195,456 SH   DFND 17 195,456 0 0
STATE STR CORP COM 857477103 26,154 440,825 SH   DFND 21 271,829 0 168,996
STEEL DYNAMICS INC COM 858119100 5,253 183,488 SH   DFND 17 183,488 0 0
STEEL DYNAMICS INC COM 858119100 814 28,435 SH   DFND 20 28,435 0 0
STEEL DYNAMICS INC COM 858119100 18,038 630,053 SH   DFND 21 445,024 0 185,029
STEEL DYNAMICS INC COM 858119100 26 903 SH   DFND 25 903 0 0
STEELCASE INC CL A 858155203 44 4,382 SH   DFND 17 4,382 0 0
STEELCASE INC CL A 858155203 5,680 561,848 SH   DFND 21 375,316 0 186,532
STEPAN CO COM 858586100 1,842 16,901 SH   DFND 17 16,901 0 0
STERICYCLE INC COM 858912108 22,185 351,809 SH   DFND 17 351,809 0 0
STIFEL FINL CORP COM 860630102 2,601 51,443 SH   DFND 17 51,443 0 0
STIFEL FINL CORP COM 860630102 391 7,741 SH   DFND 21 7,741 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 32,513 1,059,405 SH   DFND 17 676,615 0 382,790
STORE CAP CORP COM 862121100 3,082 112,349 SH   DFND 17 112,349 0 0
STRATEGIC ED INC COM 86272C103 2,059 22,515 SH   DFND 17 22,515 0 0
STRATEGIC ED INC COM 86272C103 107 1,171 SH   DFND 21 1,171 0 0
STRYKER CORPORATION COM 863667101 20 98 SH   DFND 4 98 0 0
STRYKER CORPORATION COM 863667101 23,058 110,661 SH   DFND 17 110,661 0 0
STRYKER CORPORATION COM 863667101 20,412 97,959 SH   DFND 21 70,958 0 27,001
STRYKER CORPORATION COM 863667101 20 98 SH   DFND 25 98 0 0
STURM RUGER & CO INC COM 864159108 486 7,948 SH   DFND 21 4,441 0 3,507
SUMMIT MATLS INC CL A 86614U100 10,285 621,796 SH   DFND 17 362,214 0 259,582
SUN CMNTYS INC COM 866674104 54,014 384,143 SH   DFND 4 384,143 0 0
SUN CMNTYS INC COM 866674104 49,054 348,863 SH   DFND 17 346,987 0 1,876
SUN LIFE FINANCIAL INC. COM 866796105 670 16,485 SH   DFND 17 16,485 0 0
SUN LIFE FINANCIAL INC. COM 866796105 5,003 123,164 SH   DFND 21 118,802 0 4,362
SUNCOR ENERGY INC NEW COM 867224107 1,828 150,188 SH   DFND 17 150,188 0 0
SUNCOR ENERGY INC NEW COM 867224107 7,341 603,028 SH   DFND 21 116,799 0 486,229
SUNNOVA ENERGY INTL INC. COM 86745K104 2,547 135,355 SH   DFND 17 135,355 0 0
SUNPOWER CORP COM 867652406 12,159 971,920 SH   DFND 17 641,615 0 330,305
SUNPOWER CORP COM 867652406 57 4,567 SH   DFND 21 2,234 0 2,333
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 21,969 23,065,000 PRN   DFND 17 23,065,000 0 0
SUNOPTA INC COM 8676EP108 1,194 160,982 SH   DFND 17 160,982 0 0
SUNRUN INC COM 86771W105 11,730 152,200 SH   DFND 4 152,200 0 0
SUNRUN INC COM 86771W105 6,139 79,656 SH   DFND 17 79,656 0 0
SUNRUN INC COM 86771W105 15,638 202,908 SH   DFND 21 193,234 0 9,674
SUNRUN INC COM 86771W105 1,541 20,000 SH   DFND 24 20,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3,213 404,632 SH   DFND 4 404,632 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,781 224,340 SH   DFND 21 0 0 224,340
SYKES ENTERPRISES INC COM 871237103 92 2,696 SH   DFND 17 2,696 0 0
SYKES ENTERPRISES INC COM 871237103 1,381 40,380 SH   DFND 21 19,801 0 20,579
SYNAPTICS INC COM 87157D109 2,325 28,913 SH   DFND 21 28,913 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 76,569 60,750,000 PRN   DFND 17 54,835,000 0 5,915,000
SYNOPSYS INC COM 871607107 5,494 25,673 SH   DFND 4 25,673 0 0
SYNOPSYS INC COM 871607107 15,190 70,987 SH   DFND 17 70,985 0 2
SYNOPSYS INC COM 871607107 837 3,910 SH   DFND 20 3,910 0 0
SYNOPSYS INC COM 871607107 37,892 177,081 SH   DFND 21 106,333 0 70,748
SYNOPSYS INC COM 871607107 181 847 SH   DFND 25 847 0 0
SYNNEX CORP COM 87162W100 168 1,203 SH   DFND 17 1,203 0 0
SYNNEX CORP COM 87162W100 13,218 94,374 SH   DFND 21 16,914 0 77,460
SYNCHRONY FINANCIAL COM 87165B103 2,004 76,566 SH   DFND 17 76,566 0 0
SYNCHRONY FINANCIAL COM 87165B103 16,640 635,832 SH   DFND 21 549,922 0 85,910
SYNEOS HEALTH INC CL A 87166B102 3,187 59,959 SH   DFND 17 44,734 0 15,225
SYNEOS HEALTH INC CL A 87166B102 266 5,000 SH   DFND 24 5,000 0 0
SYSCO CORP COM 871829107 4,992 80,232 SH   DFND 17 58,832 0 21,400
SYSCO CORP COM 871829107 1,112 17,866 SH   DFND 21 17,866 0 0
SYSCO CORP COM 871829107 49 787 SH   DFND 25 787 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 2,123 83,000 SH   DFND 4 83,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 142 5,553 SH   DFND 17 5,553 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 534 13,638 SH   DFND 17 13,638 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 7,249 185,153 SH   DFND 21 133,704 0 51,449
TFI INTL INC COM 87241L109 8,076 193,749 SH   DFND 17 193,749 0 0
TFI INTL INC COM 87241L109 3,840 92,124 SH   DFND 21 81,033 0 11,091
TFI INTL INC COM 87241L109 20 478 SH   DFND 25 478 0 0
TJX COS INC NEW COM 872540109 11,170 200,711 SH   DFND 17 200,711 0 0
TJX COS INC NEW COM 872540109 28,711 515,915 SH   DFND 21 436,696 0 79,219
T-MOBILE US INC COM 872590104 2,517 22,012 SH   DFND 17 22,012 0 0
T-MOBILE US INC COM 872590104 6,399 55,951 SH   DFND 21 55,951 0 0
TPI COMPOSITES INC COM 87266J104 3,962 136,805 SH   DFND 17 136,805 0 0
TPI COMPOSITES INC COM 87266J104 200 6,900 SH   DFND 24 6,900 0 0
TABULA RASA HEALTHCARE INC COM 873379101 1 23 SH   DFND 17 23 0 0
TABULA RASA HEALTHCARE INC COM 873379101 4,556 111,760 SH   DFND 21 111,760 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 141,501 1,745,418 SH   DFND 17 1,623,412 0 122,006
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 21,551 265,836 SH   DFND 20 265,836 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 45,360 559,513 SH   DFND 21 559,513 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13,168 79,700 SH   DFND 4 74,400 0 5,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 38,070 230,421 SH   DFND 17 162,576 0 67,845
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 17,646 106,801 SH   DFND 21 106,196 0 605
TAL EDUCATION GROUP SPONSORED ADS 874080104 7,140 93,900 SH   DFND 4 93,900 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 8,123 106,823 SH   DFND 17 106,823 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 118,602 1,559,729 SH   DFND 20 1,405,888 0 153,841
TAL EDUCATION GROUP SPONSORED ADS 874080104 6,337 83,338 SH   DFND 21 80,049 0 3,289
TAL EDUCATION GROUP SPONSORED ADS 874080104 236 3,100 SH   DFND 24 3,100 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 437 5,749 SH   DFND 25 5,749 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 32,272 284,337 SH   DFND 17 229,119 0 55,218
TANDEM DIABETES CARE INC COM NEW 875372203 6,009 52,939 SH   DFND 21 52,939 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 874 7,700 SH   DFND 24 7,700 0 0
TAPESTRY INC COM 876030107 16 1,017 SH   DFND 17 1,017 0 0
TAPESTRY INC COM 876030107 1,758 112,449 SH   DFND 21 0 0 112,449
TARGET CORP COM 87612E106 8 49 SH   DFND 4 49 0 0
TARGET CORP COM 87612E106 129,298 821,354 SH   DFND 17 821,354 0 0
TARGET CORP COM 87612E106 860 5,462 SH   DFND 20 5,462 0 0
TARGET CORP COM 87612E106 70,815 449,846 SH   DFND 21 297,049 0 152,797
TARGET CORP COM 87612E106 178 1,129 SH   DFND 25 1,129 0 0
TAUBMAN CTRS INC COM 876664103 608 18,257 SH   DFND 21 18,257 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,286 52,279 SH   DFND 21 6,466 0 45,813
TC ENERGY CORP COM 87807B107 9,548 228,149 SH   DFND 4 228,149 0 0
TC ENERGY CORP COM 87807B107 11,616 277,567 SH   DFND 17 277,567 0 0
TC ENERGY CORP COM 87807B107 569 13,599 SH   DFND 20 13,599 0 0
TC ENERGY CORP COM 87807B107 34,979 835,833 SH   DFND 21 461,845 0 373,988
TC ENERGY CORP COM 87807B107 372 8,900 SH   DFND 24 8,900 0 0
TECK RESOURCES LTD CL B 878742204 2,708 195,086 SH   DFND 17 195,086 0 0
TECK RESOURCES LTD CL B 878742204 8,315 599,056 SH   DFND 21 483,427 0 115,629
TECK RESOURCES LTD CL B 878742204 6 403 SH   DFND 25 403 0 0
TECHTARGET INC COM 87874R100 8,397 191,004 SH   DFND 17 112,734 0 78,270
TECHTARGET INC COM 87874R100 149 3,380 SH   DFND 21 3,380 0 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 18,124 22,280,000 PRN   DFND 17 22,280,000 0 0
TEGNA INC COM 87901J105 2,640 224,712 SH   DFND 17 224,712 0 0
TEGNA INC COM 87901J105 1,830 155,752 SH   DFND 21 61,029 0 94,723
TELADOC HEALTH INC COM 87918A105 4,925 22,464 SH   DFND 17 21,664 0 800
TELADOC HEALTH INC COM 87918A105 12,469 56,875 SH   DFND 21 56,875 0 0
TELADOC HEALTH INC COM 87918A105 219 1,000 SH   DFND 24 1,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 19,579 63,116 SH   DFND 17 63,115 0 1
TELEDYNE TECHNOLOGIES INC COM 879360105 1,387 4,470 SH   DFND 21 4,470 0 0
TELEFLEX INCORPORATED COM 879369106 5,741 16,865 SH   DFND 17 16,865 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,661 90,061 SH   DFND 17 90,061 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 4,090 221,801 SH   DFND 21 103,857 0 117,944
TELEPHONE & DATA SYS INC COM NEW 879433829 23 1,248 SH   DFND 25 1,248 0 0
TELUS CORPORATION COM 87971M103 304 17,358 SH   DFND 21 17,358 0 0
TEMPUR SEALY INTL INC COM 88023U101 859 9,626 SH   DFND 21 7,250 0 2,376
TENABLE HLDGS INC COM 88025T102 23,497 622,429 SH   DFND 17 618,629 0 3,800
TENABLE HLDGS INC COM 88025T102 1,356 35,909 SH   DFND 21 35,909 0 0
10X GENOMICS INC CL A COM 88025U109 5,238 42,013 SH   DFND 17 38,388 0 3,625
10X GENOMICS INC CL A COM 88025U109 249 2,000 SH   DFND 24 2,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,310 94,247 SH   DFND 17 57,102 0 37,145
TENNANT CO COM 880345103 106 1,761 SH   DFND 20 1,761 0 0
TENNANT CO COM 880345103 1,957 32,428 SH   DFND 21 29,760 0 2,668
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 23,563 1,595,348 SH   DFND 17 1,595,348 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 752 50,931 SH   DFND 21 50,931 0 0
TERADYNE INC COM 880770102 3,735 47,000 SH   DFND 4 47,000 0 0
TERADYNE INC COM 880770102 107,989 1,359,032 SH   DFND 17 1,185,491 0 173,541
TERADYNE INC COM 880770102 20,620 259,499 SH   DFND 21 146,034 0 113,465
TERNIUM SA SPONSORED ADS 880890108 1,121 59,557 SH   DFND 17 59,557 0 0
TERNIUM SA SPONSORED ADS 880890108 5,216 276,985 SH   DFND 21 276,985 0 0
TERRENO RLTY CORP COM 88146M101 12,502 228,303 SH   DFND 17 142,519 0 85,784
TERRENO RLTY CORP COM 88146M101 2,418 44,156 SH   DFND 21 0 0 44,156
TESLA INC COM 88160R101 29,559 68,900 SH   DFND 4 68,900 0 0
TESLA INC COM 88160R101 962,852 2,244,357 SH   DFND 17 2,194,407 0 49,950
TESLA INC COM 88160R101 1,075 2,505 SH   DFND 20 2,505 0 0
TESLA INC COM 88160R101 34,135 79,568 SH   DFND 21 16,912 0 62,656
TESLA INC COM 88160R101 3,432 8,000 SH   DFND 24 8,000 0 0
TESLA INC PUT 88160R951 643,515 1,500,000 SH Put DFND 4 1,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 388,025 65,240,000 PRN   DFND 17 63,840,000 0 1,400,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 386,995 55,975,000 PRN   DFND 17 50,280,000 0 5,695,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 15,389 1,707,944 SH   DFND 17 1,707,944 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 3,643 404,292 SH   DFND 21 404,292 0 0
TETRA TECH INC NEW COM 88162G103 34,333 359,505 SH   DFND 17 359,492 0 13
TETRA TECH INC NEW COM 88162G103 29,757 311,594 SH   DFND 21 250,834 0 60,760
TEXAS INSTRS INC COM 882508104 61,187 428,511 SH   DFND 17 376,270 0 52,241
TEXAS INSTRS INC COM 882508104 833 5,831 SH   DFND 20 5,831 0 0
TEXAS INSTRS INC COM 882508104 48,615 340,468 SH   DFND 21 239,800 0 100,668
TG THERAPEUTICS INC COM 88322Q108 3,395 126,874 SH   DFND 17 126,874 0 0
TG THERAPEUTICS INC COM 88322Q108 642 24,000 SH   DFND 24 24,000 0 0
THE TRADE DESK INC COM CL A 88339J105 135,208 260,627 SH   DFND 17 246,186 0 14,441
THE TRADE DESK INC COM CL A 88339J105 152 293 SH   DFND 21 293 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 36 82 SH   DFND 4 82 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 325,487 737,197 SH   DFND 17 732,367 0 4,830
THERMO FISHER SCIENTIFIC INC COM 883556102 26,912 60,952 SH   DFND 20 4,936 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 336,227 761,521 SH   DFND 21 597,434 0 164,087
THERMO FISHER SCIENTIFIC INC COM 883556102 10,574 23,950 SH   DFND 24 23,950 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 239 541 SH   DFND 25 541 0 0
THOMSON REUTERS CORP. COM NEW 884903709 3,906 49,106 SH   DFND 17 49,106 0 0
THOMSON REUTERS CORP. COM NEW 884903709 5,623 70,685 SH   DFND 21 63,644 0 7,041
THOR INDS INC COM 885160101 609 6,396 SH   DFND 17 6,396 0 0
THOR INDS INC COM 885160101 209 2,197 SH   DFND 21 0 0 2,197
3M CO COM 88579Y101 3,692 23,049 SH   DFND 17 23,049 0 0
3M CO COM 88579Y101 44,403 277,205 SH   DFND 21 179,947 0 97,258
TIFFANY & CO NEW COM 886547108 207 1,783 SH   DFND 17 1,783 0 0
TIFFANY & CO NEW CALL 886547908 1,738 15,000 SH Call DFND 20 15,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 10,937 26,675,000 PRN   DFND 17 26,675,000 0 0
TIMKEN CO COM 887389104 3,998 73,740 SH   DFND 17 73,740 0 0
TIMKEN CO COM 887389104 20,474 377,607 SH   DFND 21 223,249 0 154,358
TIMKEN CO COM 887389104 28 508 SH   DFND 25 508 0 0
TOOTSIE ROLL INDS INC COM 890516107 458 14,806 SH   DFND 17 14,806 0 0
TOPBUILD CORP COM 89055F103 1,588 9,304 SH   DFND 17 9,304 0 0
TOPBUILD CORP COM 89055F103 10,231 59,942 SH   DFND 21 16,072 0 43,870
TORO CO COM 891092108 16,609 197,847 SH   DFND 17 197,847 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 5,104 110,583 SH   DFND 17 110,583 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 19,151 414,943 SH   DFND 21 280,326 0 134,617
TORONTO DOMINION BK ONT COM NEW 891160509 85 1,850 SH   DFND 25 1,850 0 0
TRACTOR SUPPLY CO COM 892356106 4,628 32,286 SH   DFND 17 32,286 0 0
TRACTOR SUPPLY CO COM 892356106 24,245 169,142 SH   DFND 21 137,864 0 31,278
TRACTOR SUPPLY CO COM 892356106 5,304 37,000 SH   DFND 24 37,000 0 0
TRADEWEB MKTS INC CL A 892672106 10,648 183,590 SH   DFND 17 144,225 0 39,365
TRADEWEB MKTS INC CL A 892672106 3,701 63,807 SH   DFND 21 58,535 0 5,272
TRANSDIGM GROUP INC COM 893641100 29 61 SH   DFND 4 61 0 0
TRANSDIGM GROUP INC COM 893641100 8,320 17,511 SH   DFND 17 13,796 0 3,715
TRANSDIGM GROUP INC COM 893641100 10,637 22,389 SH   DFND 21 22,389 0 0
TRANSLATE BIO INC COM 89374L104 1,728 127,002 SH   DFND 17 111,967 0 15,035
TRANSLATE BIO INC COM 89374L104 308 22,600 SH   DFND 24 22,600 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 12,975 69,905,000 PRN   DFND 17 69,905,000 0 0
TRANSUNION COM 89400J107 38,783 460,993 SH   DFND 17 459,497 0 1,496
TRANSUNION COM 89400J107 1,111 13,209 SH   DFND 20 13,209 0 0
TRANSUNION COM 89400J107 21,262 252,722 SH   DFND 21 86,717 0 166,005
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 1,021 52,229 SH   DFND 17 52,229 0 0
TREX CO INC COM 89531P105 11,193 156,326 SH   DFND 17 98,124 0 58,202
TREX CO INC COM 89531P105 516 7,202 SH   DFND 21 0 0 7,202
TRIMBLE INC COM 896239100 10,110 207,600 SH   DFND 4 192,100 0 15,500
TRIMBLE INC COM 896239100 14,861 305,162 SH   DFND 17 270,665 0 34,497
TRIMBLE INC COM 896239100 5,584 114,661 SH   DFND 21 112,088 0 2,573
TRIMBLE INC COM 896239100 10,032 206,000 SH   DFND 24 206,000 0 0
TRINET GROUP INC COM 896288107 2,602 43,867 SH   DFND 21 8,399 0 35,468
TRIP COM GROUP LTD ADS 89677Q107 2,762 88,700 SH   DFND 4 84,300 0 4,400
TRIP COM GROUP LTD ADS 89677Q107 3 95 SH   DFND 17 95 0 0
TRIP COM GROUP LTD ADS 89677Q107 4,482 143,934 SH   DFND 20 143,934 0 0
TRIPADVISOR INC COM 896945201 39,937 2,038,660 SH   DFND 17 1,968,620 0 70,040
TRUPANION INC COM 898202106 2 23 SH   DFND 17 23 0 0
TRUPANION INC COM 898202106 22,625 286,756 SH   DFND 21 282,349 0 4,407
TRUIST FINL CORP COM 89832Q109 865 22,731 SH   DFND 17 22,731 0 0
TRUIST FINL CORP COM 89832Q109 244 6,406 SH   DFND 21 3,964 0 2,442
TTEC HLDGS INC COM 89854H102 2,010 36,839 SH   DFND 21 12,176 0 24,663
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 96 19,967 SH   DFND 21 0 0 19,967
TURNING POINT THERAPEUTICS I COM 90041T108 4,510 51,629 SH   DFND 17 47,649 0 3,980
TURNING POINT THERAPEUTICS I COM 90041T108 847 9,700 SH   DFND 24 9,700 0 0
TWILIO INC CL A 90138F102 620,313 2,510,475 SH   DFND 17 2,182,870 0 327,605
TWILIO INC CL A 90138F102 2,800 11,330 SH   DFND 21 11,330 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 29,069 8,380,000 PRN   DFND 17 6,535,000 0 1,845,000
TWIST BIOSCIENCE CORP COM 90184D100 6,884 90,619 SH   DFND 17 56,049 0 34,570
TWIST BIOSCIENCE CORP COM 90184D100 304 4,000 SH   DFND 24 4,000 0 0
TWITTER INC COM 90184L102 1,108 24,900 SH   DFND 4 0 0 24,900
TWITTER INC COM 90184L102 710 15,958 SH   DFND 17 9,773 0 6,185
TWITTER INC COM 90184L102 132 2,970 SH   DFND 21 2,970 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 84,077 75,660,000 PRN   DFND 17 75,660,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 363 71,404 SH   DFND 17 71,404 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 15,204 15,210,000 PRN   DFND 17 15,210,000 0 0
II-VI INC COM 902104108 8,130 200,443 SH   DFND 17 122,698 0 77,745
II-VI INC NOTE 0.250% 9/0 902104AB4 82,126 72,535,000 PRN   DFND 17 66,835,000 0 5,700,000
2U INC COM 90214J101 2 54 SH   DFND 17 54 0 0
2U INC COM 90214J101 5,335 157,566 SH   DFND 21 157,566 0 0
TYLER TECHNOLOGIES INC COM 902252105 645 1,850 SH   DFND 17 1,850 0 0
TYLER TECHNOLOGIES INC COM 902252105 17,059 48,940 SH   DFND 21 48,940 0 0
TYSON FOODS INC CL A 902494103 1 19 SH   DFND 4 19 0 0
TYSON FOODS INC CL A 902494103 17,890 300,774 SH   DFND 17 300,774 0 0
TYSON FOODS INC CL A 902494103 920 15,465 SH   DFND 20 15,465 0 0
TYSON FOODS INC CL A 902494103 40,028 672,967 SH   DFND 21 420,857 0 252,110
TYSON FOODS INC CL A 902494103 3,331 56,000 SH   DFND 24 56,000 0 0
TYSON FOODS INC CL A 902494103 69 1,168 SH   DFND 25 1,168 0 0
UDR INC COM 902653104 14,940 458,145 SH   DFND 4 458,145 0 0
UDR INC COM 902653104 203 6,231 SH   DFND 17 6,231 0 0
UDR INC COM 902653104 130 3,977 SH   DFND 21 3,977 0 0
UGI CORP NEW COM 902681105 371 11,240 SH   DFND 21 0 0 11,240
UFP INDUSTRIES INC COM 90278Q108 3,255 57,601 SH   DFND 17 57,601 0 0
UFP INDUSTRIES INC COM 90278Q108 2,873 50,839 SH   DFND 21 18,206 0 32,633
US BANCORP DEL COM NEW 902973304 2,658 74,146 SH   DFND 17 74,146 0 0
US BANCORP DEL COM NEW 902973304 4,298 119,890 SH   DFND 21 111,667 0 8,223
USANA HEALTH SCIENCES INC COM 90328M107 384 5,217 SH   DFND 17 4,517 0 700
USANA HEALTH SCIENCES INC COM 90328M107 348 4,726 SH   DFND 21 4,726 0 0
UBER TECHNOLOGIES INC COM 90353T100 6,412 175,761 SH   DFND 17 152,361 0 23,400
UBER TECHNOLOGIES INC COM 90353T100 363 9,949 SH   DFND 21 9,949 0 0
UBIQUITI INC COM 90353W103 613 3,681 SH   DFND 17 3,681 0 0
ULTA BEAUTY INC COM 90384S303 171 763 SH   DFND 17 763 0 0
ULTA BEAUTY INC COM 90384S303 6,396 28,557 SH   DFND 21 28,557 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 168 7,811 SH   DFND 20 7,811 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,104 191,220 SH   DFND 21 142,569 0 48,651
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 975 11,866 SH   DFND 17 11,266 0 600
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 164 2,000 SH   DFND 24 2,000 0 0
UNIFIRST CORP MASS COM 904708104 1,683 8,887 SH   DFND 17 8,887 0 0
UNIFIRST CORP MASS COM 904708104 324 1,709 SH   DFND 20 1,709 0 0
UNIFIRST CORP MASS COM 904708104 5,940 31,369 SH   DFND 21 28,759 0 2,610
UNIFIRST CORP MASS COM 904708104 35 187 SH   DFND 25 187 0 0
UNILEVER PLC SPON ADR NEW 904767704 896 14,520 SH   DFND 17 14,484 0 36
UNILEVER N V N Y SHS NEW 904784709 2,819 46,676 SH   DFND 17 46,676 0 0
UNION PAC CORP COM 907818108 121,209 615,682 SH   DFND 17 615,682 0 0
UNION PAC CORP COM 907818108 5,512 28,000 SH   DFND 20 28,000 0 0
UNION PAC CORP COM 907818108 50,508 256,553 SH   DFND 21 241,969 0 14,584
UNION PAC CORP COM 907818108 276 1,400 SH   DFND 24 1,400 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 10,229 604,194 SH   DFND 17 604,194 0 0
UNITED BANKSHARES INC WEST V COM 909907107 345 16,046 SH   DFND 17 16,046 0 0
UNITED AIRLS HLDGS INC COM 910047109 18,378 528,866 SH   DFND 17 528,866 0 0
UNITED AIRLS HLDGS INC COM 910047109 492 14,155 SH   DFND 21 2,160 0 11,995
UNITED AIRLS HLDGS INC COM 910047109 5 154 SH   DFND 25 154 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 214 44,765 SH   DFND 17 44,765 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,613 336,788 SH   DFND 21 336,788 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2 10 SH   DFND 4 10 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,596 9,577 SH   DFND 17 9,577 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,420 20,525 SH   DFND 21 13,838 0 6,687
UNITED RENTALS INC COM 911363109 34,071 195,252 SH   DFND 17 184,026 0 11,226
UNITED RENTALS INC COM 911363109 10,766 61,698 SH   DFND 21 34,842 0 26,856
UNITED STATES CELLULAR CORP COM 911684108 981 33,229 SH   DFND 17 33,229 0 0
UNITED STATES CELLULAR CORP COM 911684108 718 24,308 SH   DFND 21 9,087 0 15,221
UNITED STATES CELLULAR CORP COM 911684108 11 361 SH   DFND 25 361 0 0
US FOODS HLDG CORP COM 912008109 1,262 56,786 SH   DFND 21 36,449 0 20,337
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,228 22,055 SH   DFND 17 20,455 0 1,600
UNITED THERAPEUTICS CORP DEL COM 91307C102 232 2,300 SH   DFND 24 2,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 373,277 1,197,284 SH   DFND 17 1,187,225 0 10,059
UNITEDHEALTH GROUP INC COM 91324P102 37,760 121,116 SH   DFND 20 28,132 0 92,984
UNITEDHEALTH GROUP INC COM 91324P102 472,650 1,516,022 SH   DFND 21 1,264,879 0 251,143
UNITEDHEALTH GROUP INC COM 91324P102 1,777 5,700 SH   DFND 24 5,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 276 884 SH   DFND 25 884 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 592 1,900 SH Put DFND 21 1,900 0 0
UNITIL CORP COM 913259107 3,976 102,898 SH   DFND 17 102,898 0 0
UNITI GROUP INC COM 91325V108 81,575 7,743,237 SH   DFND 4 7,700,552 0 42,685
UNIVERSAL HLTH SVCS INC CL B 913903100 519 4,845 SH   DFND 17 4,845 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,917 45,942 SH   DFND 21 45,419 0 523
UNUM GROUP COM 91529Y106 97 5,747 SH   DFND 17 5,747 0 0
UNUM GROUP COM 91529Y106 4,916 292,082 SH   DFND 21 278,907 0 13,175
UTAH MED PRODS INC COM 917488108 518 6,491 SH   DFND 17 6,491 0 0
V F CORP COM 918204108 3 46 SH   DFND 4 46 0 0
V F CORP COM 918204108 7,161 101,941 SH   DFND 17 80,586 0 21,355
VEON LTD SPONSORED ADR 91822M106 49 38,535 SH   DFND 17 38,535 0 0
VEON LTD SPONSORED ADR 91822M106 292 231,627 SH   DFND 21 231,627 0 0
VALE S A SPONSORED ADS 91912E105 18,864 1,783,000 SH   DFND 4 1,783,000 0 0
VALE S A SPONSORED ADS 91912E105 25,994 2,456,855 SH   DFND 21 2,456,855 0 0
VALERO ENERGY CORP COM 91913Y100 1 22 SH   DFND 4 22 0 0
VALERO ENERGY CORP COM 91913Y100 59,749 1,379,250 SH   DFND 17 1,371,540 0 7,710
VALERO ENERGY CORP COM 91913Y100 6,424 148,300 SH   DFND 20 148,300 0 0
VALERO ENERGY CORP COM 91913Y100 3,677 84,886 SH   DFND 21 43,271 0 41,615
VALERO ENERGY CORP COM 91913Y100 420 9,700 SH   DFND 24 9,700 0 0
VALLEY NATL BANCORP COM 919794107 11,961 1,746,115 SH   DFND 17 1,746,115 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 2,231 75,000 SH   DFND 17 75,000 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 2,123 71,380 SH   DFND 24 71,380 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 4,375 25,112 SH   DFND 24 13,450 0 11,662
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 1,653 53,600 SH   DFND 17 53,600 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 149 4,830 SH   DFND 24 0 0 4,830
VANGUARD STAR FDS VG TL INTL STK F 921909768 785 15,040 SH   DFND 24 0 0 15,040
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 74,546 845,000 SH   DFND 17 845,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 13,836 171,580 SH   DFND 24 0 0 171,580
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,311 25,000 SH   DFND 24 25,000 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,830 22,085 SH   DFND 4 0 0 22,085
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 10,349 124,911 SH   DFND 25 124,911 0 0
VANGUARD SCOTTSDALE FDS VNG RUS2000IDX 92206C664 714 5,900 SH   DFND 24 0 0 5,900
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 5,599 25,118 SH   DFND 24 0 0 25,118
VARIAN MED SYS INC COM 92220P105 5,212 30,300 SH   DFND 4 27,800 0 2,500
VARIAN MED SYS INC COM 92220P105 214 1,247 SH   DFND 17 1,247 0 0
VARIAN MED SYS INC COM 92220P105 4,797 27,889 SH   DFND 21 14,600 0 13,289
VARONIS SYS INC COM 922280102 91,276 790,817 SH   DFND 17 719,322 0 71,495
VEDANTA LIMITED SPONSORED ADR 92242Y100 150 20,359 SH   DFND 21 20,359 0 0
VAXART INC COM NEW 92243A200 182 27,443 SH   DFND 17 27,443 0 0
VEEVA SYS INC CL A COM 922475108 58,040 206,407 SH   DFND 17 144,884 0 61,523
VEEVA SYS INC CL A COM 922475108 22,920 81,510 SH   DFND 21 59,606 0 21,904
VEEVA SYS INC CL A COM 922475108 35 126 SH   DFND 25 126 0 0
VELOCITY FINL INC COM 92262D101 26,025 6,144,258 SH   DFND 4 6,144,258 0 0
VENTAS INC COM 92276F100 256 6,106 SH   DFND 17 6,106 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,576 15,127 SH   DFND 24 7,600 0 7,527
VERACYTE INC COM 92337F107 94 2,901 SH   DFND 17 2,901 0 0
VERACYTE INC COM 92337F107 2,903 89,362 SH   DFND 20 89,362 0 0
VEREIT INC COM 92339V100 308 47,338 SH   DFND 17 47,338 0 0
VERISIGN INC COM 92343E102 19 94 SH   DFND 4 94 0 0
VERISIGN INC COM 92343E102 110,302 538,451 SH   DFND 17 538,443 0 8
VERISIGN INC COM 92343E102 8,185 39,957 SH   DFND 21 0 0 39,957
VERIZON COMMUNICATIONS INC COM 92343V104 54,500 916,126 SH   DFND 17 911,208 0 4,918
VERIZON COMMUNICATIONS INC COM 92343V104 4,344 73,018 SH   DFND 20 73,018 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 184,833 3,106,956 SH   DFND 21 2,150,567 0 956,389
VERIZON COMMUNICATIONS INC COM 92343V104 231 3,890 SH   DFND 25 3,890 0 0
VERINT SYS INC COM 92343X100 30,959 642,572 SH   DFND 17 642,572 0 0
VERINT SYS INC COM 92343X100 398 8,267 SH   DFND 20 8,267 0 0
VERINT SYS INC COM 92343X100 5,470 113,535 SH   DFND 21 80,431 0 33,104
VERINT SYS INC COM 92343X100 31 643 SH   DFND 25 643 0 0
VERISK ANALYTICS INC COM 92345Y106 9,683 52,253 SH   DFND 17 52,253 0 0
VERISK ANALYTICS INC COM 92345Y106 19,559 105,549 SH   DFND 21 94,236 0 11,313
VERMILION ENERGY INC COM 923725105 77 32,996 SH   DFND 20 32,996 0 0
VERMILION ENERGY INC COM 923725105 200 85,955 SH   DFND 21 79,055 0 6,900
VERTEX PHARMACEUTICALS INC COM 92532F100 6 23 SH   DFND 4 23 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 164,508 604,541 SH   DFND 17 599,461 0 5,080
VERTEX PHARMACEUTICALS INC COM 92532F100 871 3,200 SH   DFND 20 3,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 43,653 160,420 SH   DFND 21 123,357 0 37,063
VERTEX PHARMACEUTICALS INC COM 92532F100 6,406 23,540 SH   DFND 24 23,540 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 1,027 59,306 SH   DFND 21 0 0 59,306
VIASAT INC COM 92552V100 3,168 92,132 SH   DFND 17 92,132 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 32,142 28,245,000 PRN   DFND 17 28,245,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 52,593 47,183,000 PRN   DFND 17 47,183,000 0 0
VIACOMCBS INC CL B 92556H206 217 7,757 SH   DFND 17 7,757 0 0
VIACOMCBS INC CL B 92556H206 3,105 110,851 SH   DFND 21 107,394 0 3,457
VICI PPTYS INC COM 925652109 596,342 25,517,398 SH   DFND 4 25,517,398 0 0
VICI PPTYS INC COM 925652109 323 13,814 SH   DFND 17 13,814 0 0
VICI PPTYS INC COM 925652109 316 13,521 SH   DFND 21 13,521 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 1,644 105,132 SH   DFND 17 94,767 0 10,365
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 5,016 320,730 SH   DFND 21 307,612 0 13,118
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 12,053 626,758 SH   DFND 17 626,758 0 0
VIRTU FINL INC CL A 928254101 830 36,061 SH   DFND 21 36,061 0 0
VISA INC COM CL A 92826C839 532,038 2,660,591 SH   DFND 17 2,628,743 0 31,848
VISA INC COM CL A 92826C839 43,910 219,585 SH   DFND 20 89,463 0 130,122
VISA INC COM CL A 92826C839 480,329 2,402,003 SH   DFND 21 2,075,337 0 326,666
VISA INC COM CL A 92826C839 1,560 7,800 SH   DFND 24 7,800 0 0
VISA INC COM CL A 92826C839 226 1,128 SH   DFND 25 1,128 0 0
VISA INC PUT 92826C959 560 2,800 SH Put DFND 21 2,800 0 0
VIRTUSA CORP COM 92827P102 1,372 27,900 SH   DFND 21 27,900 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 783 5,648 SH   DFND 17 5,648 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 271 17,398 SH   DFND 17 17,398 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,257 209,209 SH   DFND 21 69,467 0 139,742
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15,125 15,600,000 PRN   DFND 17 15,600,000 0 0
VISTA OUTDOOR INC COM 928377100 259 12,852 SH   DFND 21 3,105 0 9,747
VISTEON CORP COM NEW 92839U206 7,057 101,955 SH   DFND 17 51,655 0 50,300
VISTRA CORP COM 92840M102 14,594 773,807 SH   DFND 17 773,807 0 0
VISTRA CORP COM 92840M102 1,056 55,995 SH   DFND 21 39,933 0 16,062
VISTRA CORP *W EXP 02/02/202 92840M128 99 174,357 SH   DFND 4 174,357 0 0
VMWARE INC CL A COM 928563402 4,866 33,871 SH   DFND 17 20,946 0 12,925
VMWARE INC CL A COM 928563402 69 482 SH   DFND 21 0 0 482
VMWARE INC CL A COM 928563402 26 181 SH   DFND 25 181 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 275 20,499 SH   DFND 17 20,446 0 53
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 41,783 43,165,000 PRN   DFND 17 43,165,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,907 56,566 SH   DFND 4 56,566 0 0
VORNADO RLTY TR SH BEN INT 929042109 268 7,952 SH   DFND 17 7,952 0 0
VOYA FINANCIAL INC COM 929089100 590 12,304 SH   DFND 17 12,304 0 0
VOYA FINANCIAL INC COM 929089100 4,242 88,507 SH   DFND 21 88,507 0 0
VULCAN MATLS CO COM 929160109 219 1,614 SH   DFND 17 1,614 0 0
VULCAN MATLS CO COM 929160109 3,282 24,217 SH   DFND 21 24,217 0 0
WD-40 CO COM 929236107 4,271 22,561 SH   DFND 17 22,561 0 0
WNS HLDGS LTD SPON ADR 92932M101 1,498 23,428 SH   DFND 21 23,428 0 0
WP CAREY INC COM 92936U109 295 4,525 SH   DFND 17 4,525 0 0
WEC ENERGY GROUP INC COM 92939U106 4 44 SH   DFND 4 44 0 0
WEC ENERGY GROUP INC COM 92939U106 65,957 680,667 SH   DFND 17 676,093 0 4,574
WEC ENERGY GROUP INC COM 92939U106 2,065 21,312 SH   DFND 21 2,873 0 18,439
WABTEC COM 929740108 155 2,500 SH   DFND 17 2,500 0 0
WABTEC COM 929740108 9,823 158,742 SH   DFND 21 158,742 0 0
WALMART INC COM 931142103 69,189 494,527 SH   DFND 17 488,187 0 6,340
WALMART INC COM 931142103 1,467 10,488 SH   DFND 20 10,488 0 0
WALMART INC COM 931142103 45,695 326,604 SH   DFND 21 231,571 0 95,033
WALMART INC COM 931142103 3,358 24,000 SH   DFND 24 24,000 0 0
WALMART INC COM 931142103 150 1,075 SH   DFND 25 1,075 0 0
WALMART INC PUT 931142953 588 4,200 SH Put DFND 21 4,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,213 61,616 SH   DFND 17 61,616 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 472 13,133 SH   DFND 20 13,133 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,164 672,705 SH   DFND 21 340,821 0 331,884
WALGREENS BOOTS ALLIANCE INC COM 931427108 38 1,062 SH   DFND 25 1,062 0 0
WALKER & DUNLOP INC COM 93148P102 6,721 126,813 SH   DFND 17 126,813 0 0
WARRIOR MET COAL INC COM 93627C101 205 12,004 SH   DFND 21 8,494 0 3,510
WARRIOR MET COAL INC COM 93627C101 31 1,827 SH   DFND 25 1,827 0 0
WASTE CONNECTIONS INC COM 94106B101 11,239 108,275 SH   DFND 17 84,964 0 23,311
WASTE CONNECTIONS INC COM 94106B101 8,126 78,286 SH   DFND 21 78,286 0 0
WASTE MGMT INC DEL COM 94106L109 0 3 SH   DFND 4 3 0 0
WASTE MGMT INC DEL COM 94106L109 44,578 393,906 SH   DFND 17 392,773 0 1,133
WASTE MGMT INC DEL COM 94106L109 451 3,983 SH   DFND 20 3,983 0 0
WASTE MGMT INC DEL COM 94106L109 32,948 291,137 SH   DFND 21 278,686 0 12,451
WASTE MGMT INC DEL COM 94106L109 4,753 42,000 SH   DFND 24 42,000 0 0
WASTE MGMT INC DEL COM 94106L109 53 464 SH   DFND 25 464 0 0
WATERS CORP COM 941848103 168 856 SH   DFND 17 856 0 0
WATERS CORP COM 941848103 94 480 SH   DFND 21 0 0 480
WATERSTONE FINL INC MD COM 94188P101 606 39,136 SH   DFND 17 39,136 0 0
WATSCO INC COM 942622200 342 1,468 SH   DFND 17 1,468 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,647 46,400 SH   DFND 17 46,400 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 8,733 87,197 SH   DFND 21 81,954 0 5,243
WATTS WATER TECHNOLOGIES INC CL A 942749102 39 392 SH   DFND 25 392 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 93 45,000 PRN   DFND 17 45,000 0 0
WEIS MKTS INC COM 948849104 769 16,016 SH   DFND 17 16,016 0 0
WEIS MKTS INC COM 948849104 330 6,870 SH   DFND 21 6,870 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 78,426 20,875,000 PRN   DFND 17 20,875,000 0 0
WELLS FARGO CO NEW COM 949746101 235 10,000 SH   DFND 4 10,000 0 0
WELLS FARGO CO NEW COM 949746101 1,553 66,071 SH   DFND 17 66,071 0 0
WELLS FARGO CO NEW COM 949746101 1,120 47,626 SH   DFND 21 39,058 0 8,568
WELLS FARGO CO NEW COM 949746101 3 148 SH   DFND 25 148 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 111,444 83,040 SH   DFND 4 80,240 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 301,203 224,435 SH   DFND 17 217,295 0 7,140
WELLTOWER INC COM 95040Q104 13,112 238,010 SH   DFND 4 238,010 0 0
WELLTOWER INC COM 95040Q104 318 5,772 SH   DFND 17 5,772 0 0
WELLTOWER INC COM 95040Q104 147 2,664 SH   DFND 21 2,664 0 0
WENDYS CO COM 95058W100 14,434 647,424 SH   DFND 17 480,399 0 167,025
WERNER ENTERPRISES INC COM 950755108 5,782 137,693 SH   DFND 17 133,793 0 3,900
WERNER ENTERPRISES INC COM 950755108 7,834 186,558 SH   DFND 21 83,129 0 103,429
WESCO INTL INC COM 95082P105 109 2,474 SH   DFND 17 2,474 0 0
WESCO INTL INC COM 95082P105 1,992 45,262 SH   DFND 21 15,649 0 29,613
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,361 15,863 SH   DFND 17 15,863 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,090 14,879 SH   DFND 21 2,126 0 12,753
WESTERN ALLIANCE BANCORP COM 957638109 20,729 655,568 SH   DFND 17 527,528 0 128,040
WESTERN ALLIANCE BANCORP COM 957638109 3,633 114,886 SH   DFND 21 26,062 0 88,824
WESTERN DIGITAL CORP. COM 958102105 217 5,938 SH   DFND 17 5,938 0 0
WESTERN DIGITAL CORP. COM 958102105 1,727 47,262 SH   DFND 21 33,348 0 13,914
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 107,576 112,950,000 PRN   DFND 17 112,950,000 0 0
WESTERN UN CO COM 959802109 245 11,428 SH   DFND 17 11,428 0 0
WESTERN UN CO COM 959802109 23,982 1,119,076 SH   DFND 21 273,818 0 845,258
WESTROCK CO COM 96145D105 946 27,238 SH   DFND 17 27,238 0 0
WESTROCK CO COM 96145D105 6,739 193,983 SH   DFND 21 73,472 0 120,511
WEYERHAEUSER CO MTN BE COM NEW 962166104 274 9,599 SH   DFND 17 9,599 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 172 6,039 SH   DFND 21 6,039 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 19,648 401,718 SH   DFND 21 401,718 0 0
WHIRLPOOL CORP COM 963320106 186 1,009 SH   DFND 17 1,009 0 0
WHIRLPOOL CORP COM 963320106 1,049 5,706 SH   DFND 21 993 0 4,713
WILEY JOHN & SONS INC CL A 968223206 677 21,336 SH   DFND 21 21,336 0 0
WILLIAMS COS INC COM 969457100 32,632 1,660,656 SH   DFND 4 1,660,656 0 0
WILLIAMS COS INC COM 969457100 8,158 415,147 SH   DFND 17 415,147 0 0
WILLIAMS COS INC COM 969457100 11,982 609,778 SH   DFND 21 547,967 0 61,811
WILLIAMS COS INC COM 969457100 865 44,000 SH   DFND 24 44,000 0 0
WILLIAMS SONOMA INC COM 969904101 2,183 24,133 SH   DFND 21 17,542 0 6,591
WINGSTOP INC COM 974155103 1,080 7,904 SH   DFND 17 6,664 0 1,240
WINGSTOP INC COM 974155103 3,988 29,183 SH   DFND 21 2,528 0 26,655
WINNEBAGO INDS INC COM 974637100 381 7,374 SH   DFND 17 7,374 0 0
WINNEBAGO INDS INC COM 974637100 1,903 36,823 SH   DFND 21 1,040 0 35,783
WIPRO LTD SPON ADR 1 SH 97651M109 2,282 485,630 SH   DFND 21 461,334 0 24,296
WISDOMTREE TR JAPN HEDGE EQT 97717W851 235 4,800 SH   DFND 24 0 0 4,800
WORKDAY INC CL A 98138H101 131,215 609,933 SH   DFND 17 603,233 0 6,700
WORKDAY INC CL A 98138H101 10,265 47,715 SH   DFND 21 47,715 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 135,456 87,930,000 PRN   DFND 17 83,260,000 0 4,670,000
WORLD FUEL SVCS CORP COM 981475106 1,824 86,066 SH   DFND 17 86,066 0 0
WORLD FUEL SVCS CORP COM 981475106 195 9,205 SH   DFND 20 9,205 0 0
WORLD FUEL SVCS CORP COM 981475106 4,962 234,175 SH   DFND 21 179,868 0 54,307
WORLD FUEL SVCS CORP COM 981475106 16 759 SH   DFND 25 759 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 32,489 18,325,000 PRN   DFND 17 18,325,000 0 0
WW INTL INC COM 98262P101 244 12,939 SH   DFND 17 12,939 0 0
WW INTL INC COM 98262P101 218 11,534 SH   DFND 21 11,534 0 0
XPO LOGISTICS INC COM 983793100 10,118 119,513 SH   DFND 17 96,840 0 22,673
XCEL ENERGY INC COM 98389B100 27,362 396,489 SH   DFND 17 396,460 0 29
XCEL ENERGY INC COM 98389B100 392 5,676 SH   DFND 21 5,676 0 0
XCEL ENERGY INC COM 98389B100 304 4,400 SH   DFND 24 4,400 0 0
XPERI HOLDING CORP COM 98390M103 324 28,206 SH   DFND 17 28,206 0 0
XILINX INC COM 983919101 23,089 221,500 SH   DFND 4 202,500 0 19,000
XILINX INC COM 983919101 1,278 12,264 SH   DFND 17 3,854 0 8,410
XILINX INC COM 983919101 2,018 19,359 SH   DFND 21 18,075 0 1,284
XILINX INC COM 983919101 30 284 SH   DFND 25 284 0 0
XENCOR INC COM 98401F105 1,486 38,298 SH   DFND 17 38,298 0 0
XYLEM INC COM 98419M100 50,669 602,337 SH   DFND 17 602,314 0 23
XYLEM INC COM 98419M100 10,301 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 48,693 578,857 SH   DFND 21 512,057 0 66,800
XYLEM INC COM 98419M100 8,412 100,000 SH   DFND 24 100,000 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 106 5,651 SH   DFND 17 5,651 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 7,834 417,386 SH   DFND 21 361,278 0 56,108
Y-MABS THERAPEUTICS INC COM 984241109 1,746 45,481 SH   DFND 17 45,481 0 0
Y-MABS THERAPEUTICS INC COM 984241109 418 10,900 SH   DFND 24 10,900 0 0
YAMANA GOLD INC COM 98462Y100 1,692 298,549 SH   DFND 17 298,549 0 0
YAMANA GOLD INC COM 98462Y100 2,236 394,607 SH   DFND 21 356,215 0 38,392
YELP INC CL A 985817105 4,122 205,160 SH   DFND 17 152,415 0 52,745
YEXT INC COM 98585N106 1,208 79,561 SH   DFND 17 79,561 0 0
YETI HLDGS INC COM 98585X104 14,046 309,919 SH   DFND 17 225,452 0 84,467
YETI HLDGS INC COM 98585X104 3,670 80,980 SH   DFND 21 13,471 0 67,509
YUM BRANDS INC COM 988498101 474 5,191 SH   DFND 17 5,191 0 0
YUM BRANDS INC COM 988498101 15,866 173,784 SH   DFND 21 99,373 0 74,411
YUM CHINA HLDGS INC COM 98850P109 2,224 42,000 SH   DFND   42,000 0 0
YUM CHINA HLDGS INC COM 98850P109 19,826 374,435 SH   DFND 20 302,576 0 71,859
YUM CHINA HLDGS INC COM 98850P109 30,681 579,427 SH   DFND 21 579,427 0 0
YUM CHINA HLDGS INC COM 98850P109 212 4,000 SH   DFND 24 4,000 0 0
ZAI LAB LTD ADR 98887Q104 2,097 25,215 SH   DFND 17 25,215 0 0
ZAI LAB LTD ADR 98887Q104 1,818 21,860 SH   DFND 20 21,860 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 11,487 45,500 SH   DFND 4 43,100 0 2,400
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 150 594 SH   DFND 17 594 0 0
ZENDESK INC COM 98936J101 15,673 152,280 SH   DFND 17 140,510 0 11,770
ZENDESK INC COM 98936J101 7,549 73,344 SH   DFND 21 73,344 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 652 19,955 SH   DFND 17 19,955 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 229 7,000 SH   DFND 24 7,000 0 0
ZILLOW GROUP INC CL A 98954M101 501 4,935 SH   DFND 17 95 0 4,840
ZILLOW GROUP INC CL C CAP STK 98954M200 731 7,191 SH   DFND 17 1,401 0 5,790
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 120,612 83,700,000 PRN   DFND 17 83,700,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 173,224 99,985,000 PRN   DFND 17 89,510,000 0 10,475,000
ZIMMER BIOMET HOLDINGS INC COM 98956P102 11 78 SH   DFND 4 78 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,380 32,175 SH   DFND 17 20,700 0 11,475
ZIMMER BIOMET HOLDINGS INC COM 98956P102 9,758 71,679 SH   DFND 21 22,752 0 48,927
ZIOPHARM ONCOLOGY INC COM 98973P101 27 10,562 SH   DFND 17 10,562 0 0
ZIX CORP COM 98974P100 65 11,150 SH   DFND 17 11,150 0 0
ZOETIS INC CL A 98978V103 14 84 SH   DFND 4 84 0 0
ZOETIS INC CL A 98978V103 301,911 1,825,670 SH   DFND 17 1,801,035 0 24,635
ZOETIS INC CL A 98978V103 69,317 419,166 SH   DFND 21 367,812 0 51,354
ZOETIS INC CL A 98978V103 4,994 30,200 SH   DFND 24 30,200 0 0
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 172,472 4,011,920 SH   DFND 17 3,999,170 0 12,750
ZSCALER INC COM 98980G102 445,455 3,166,213 SH   DFND 17 2,877,313 0 288,900
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 320,925 682,660 SH   DFND 17 615,065 0 67,595
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 571 1,214 SH   DFND 21 1,214 0 0
ZUMIEZ INC COM 989817101 471 16,914 SH   DFND 21 16,914 0 0
ZYNGA INC CL A 98986T108 96,828 10,617,066 SH   DFND 17 8,252,289 0 2,364,777
ZYNGA INC CL A 98986T108 4,074 446,706 SH   DFND 21 389,416 0 57,290
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 92,314 73,120,000 PRN   DFND 17 67,225,000 0 5,895,000
EURONAV NV SHS B38564108 786 88,751 SH   DFND 17 88,751 0 0
EURONAV NV SHS B38564108 1,599 180,528 SH   DFND 21 115,634 0 64,894
DEUTSCHE BANK A G NAMEN AKT D18190898 2,380 284,119 SH   DFND 21 263,111 0 21,008
AFYA LTD CL A COM G01125106 1,665 61,109 SH   DFND 21 61,109 0 0
ALLEGION PLC ORD SHS G0176J109 1,329 13,434 SH   DFND 17 13,434 0 0
ALLEGION PLC ORD SHS G0176J109 16,747 169,317 SH   DFND 21 83,382 0 85,935
AMCOR PLC ORD G0250X107 188 17,034 SH   DFND 17 17,034 0 0
AMDOCS LTD SHS G02602103 9,776 170,287 SH   DFND 17 170,287 0 0
AMDOCS LTD SHS G02602103 717 12,494 SH   DFND 20 12,494 0 0
AMDOCS LTD SHS G02602103 14,167 246,775 SH   DFND 21 179,253 0 67,522
AON PLC SHS CL A G0403H108 49,904 241,902 SH   DFND 17 241,902 0 0
ARCH CAP GROUP LTD ORD G0450A105 256 8,748 SH   DFND 17 8,748 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,643 90,350 SH   DFND 21 33,370 0 56,980
ARCO PLATFORM LTD COM CL A G04553106 3,851 94,287 SH   DFND 21 94,287 0 0
ATLASSIAN CORP PLC CL A G06242104 328,980 1,809,670 SH   DFND 17 1,654,795 0 154,875
ATLASSIAN CORP PLC CL A G06242104 616 3,390 SH   DFND 21 3,390 0 0
ATHENE HOLDING LTD CL A G0684D107 773 22,679 SH   DFND 21 22,679 0 0
ATHENE HOLDING LTD CL A G0684D107 54 1,591 SH   DFND 25 1,591 0 0
AXALTA COATING SYS LTD COM G0750C108 8,590 387,465 SH   DFND 17 387,465 0 0
AXALTA COATING SYS LTD COM G0750C108 177 8,000 SH   DFND 24 8,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 87,739 388,242 SH   DFND 17 388,229 0 13
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,571 122,001 SH   DFND 20 40,641 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 245,351 1,085,672 SH   DFND 21 1,015,403 0 70,269
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,876 8,300 SH   DFND 24 8,300 0 0
MIMECAST LTD ORD SHS G14838109 61,809 1,317,322 SH   DFND 17 1,259,310 0 58,012
BUNGE LIMITED COM G16962105 1,409 30,839 SH   DFND 17 30,839 0 0
BUNGE LIMITED COM G16962105 571 12,493 SH   DFND 20 12,493 0 0
BUNGE LIMITED COM G16962105 10,082 220,604 SH   DFND 21 199,613 0 20,991
BUNGE LIMITED COM G16962105 1,801 39,400 SH   DFND 24 39,400 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 292 69,808 SH   DFND 21 69,808 0 0
CHINA YUCHAI INTL LTD COM G21082105 231 12,848 SH   DFND 21 12,848 0 0
CLARIVATE PLC ORD SHS G21810109 11,934 385,081 SH   DFND 17 303,016 0 82,065
COSAN LTD SHS A G25343107 1,438 96,865 SH   DFND 21 96,865 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 139 3,581 SH   DFND 17 3,581 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 10,391 267,749 SH   DFND 21 21,772 0 245,977
COCA COLA EUROPEAN PARTNERS SHS G25839104 35 913 SH   DFND 25 913 0 0
EATON CORP PLC SHS G29183103 27,480 269,328 SH   DFND 17 269,311 0 17
EATON CORP PLC SHS G29183103 568 5,564 SH   DFND 20 5,564 0 0
EATON CORP PLC SHS G29183103 65,679 643,723 SH   DFND 21 576,526 0 67,197
ESSENT GROUP LTD COM G3198U102 4,800 129,691 SH   DFND 17 129,691 0 0
ESSENT GROUP LTD COM G3198U102 9,873 266,770 SH   DFND 21 251,009 0 15,761
ESSENT GROUP LTD COM G3198U102 43 1,172 SH   DFND 25 1,172 0 0
EVEREST RE GROUP LTD COM G3223R108 48 244 SH   DFND 17 244 0 0
EVEREST RE GROUP LTD COM G3223R108 1,005 5,087 SH   DFND 21 3,372 0 1,715
EVEREST RE GROUP LTD COM G3223R108 32 164 SH   DFND 25 164 0 0
FABRINET SHS G3323L100 3,785 60,048 SH   DFND 17 60,048 0 0
FABRINET SHS G3323L100 673 10,681 SH   DFND 21 10,681 0 0
FABRINET SHS G3323L100 35 556 SH   DFND 25 556 0 0
FRONTLINE LTD SHS NEW G3682E192 578 88,974 SH   DFND 17 88,974 0 0
FRONTLINE LTD SHS NEW G3682E192 777 119,586 SH   DFND 21 119,586 0 0
GENPACT LIMITED SHS G3922B107 1,555 39,926 SH   DFND 17 39,926 0 0
HELEN OF TROY LTD COM G4388N106 2,811 14,528 SH   DFND 17 13,998 0 530
HELEN OF TROY LTD COM G4388N106 2,194 11,336 SH   DFND 21 2,160 0 9,176
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 10,982 505,629 SH   DFND 21 145,554 0 360,075
HORIZON THERAPEUTICS PUB L SHS G46188101 268,904 3,461,690 SH   DFND 17 3,222,900 0 238,790
HORIZON THERAPEUTICS PUB L SHS G46188101 5,469 70,400 SH   DFND 20 70,400 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 4,424 56,946 SH   DFND 21 25,924 0 31,022
HORIZON THERAPEUTICS PUB L SHS G46188101 6,789 87,400 SH   DFND 24 87,400 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 28 362 SH   DFND 25 362 0 0
ICHOR HOLDINGS SHS G4740B105 1,102 51,077 SH   DFND 17 51,077 0 0
IHS MARKIT LTD SHS G47567105 4 56 SH   DFND 4 56 0 0
IHS MARKIT LTD SHS G47567105 11,303 143,973 SH   DFND 17 143,960 0 13
IHS MARKIT LTD SHS G47567105 14,731 187,629 SH   DFND 21 112,743 0 74,886
JAMES RIV GROUP LTD COM G5005R107 9,250 207,715 SH   DFND 17 163,050 0 44,665
JOHNSON CTLS INTL PLC SHS G51502105 7,367 180,331 SH   DFND 17 180,331 0 0
JOHNSON CTLS INTL PLC SHS G51502105 796 19,498 SH   DFND 20 19,498 0 0
JOHNSON CTLS INTL PLC SHS G51502105 38,981 954,257 SH   DFND 21 826,221 0 128,036
JOHNSON CTLS INTL PLC SHS G51502105 85 2,083 SH   DFND 25 2,083 0 0
LINDE PLC SHS G5494J103 22,346 93,839 SH   DFND 17 93,839 0 0
LINDE PLC SHS G5494J103 172,507 724,423 SH   DFND 21 347,160 0 377,263
LINDE PLC SHS G5494J103 5,858 24,600 SH   DFND 24 24,600 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 412,881 10,400,027 SH   DFND 17 10,079,297 0 320,730
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,312 58,240 SH   DFND 21 58,240 0 0
MEDTRONIC PLC SHS G5960L103 29,522 284,080 SH   DFND 17 249,415 0 34,665
MEDTRONIC PLC SHS G5960L103 1,644 15,816 SH   DFND 20 15,816 0 0
MEDTRONIC PLC SHS G5960L103 93,499 899,724 SH   DFND 21 606,956 0 292,768
MEDTRONIC PLC SHS G5960L103 184 1,771 SH   DFND 25 1,771 0 0
APTIV PLC SHS G6095L109 26,706 291,291 SH   DFND 17 291,291 0 0
APTIV PLC SHS G6095L109 531 5,789 SH   DFND 21 5,789 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,355 53,190 SH   DFND 17 53,190 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 649 25,487 SH   DFND 21 25,487 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 7,949 464,573 SH   DFND 17 268,608 0 195,965
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 535 31,284 SH   DFND 21 20,422 0 10,862
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 16 943 SH   DFND 25 943 0 0
NOVOCURE LTD ORD SHS G6674U108 19,735 177,297 SH   DFND 17 148,482 0 28,815
NOVOCURE LTD ORD SHS G6674U108 1,371 12,315 SH   DFND 20 12,315 0 0
NOVOCURE LTD ORD SHS G6674U108 1,358 12,200 SH   DFND 24 12,200 0 0
QUOTIENT LTD SHS G73268107 6,384 1,242,103 SH   DFND 17 789,103 0 453,000
RENAISSANCERE HLDGS LTD COM G7496G103 628 3,701 SH   DFND 17 3,701 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 4,848 28,559 SH   DFND 21 26,197 0 2,362
SFL CORPORATION LTD SHS G7738W106 4,343 579,801 SH   DFND 17 579,801 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,153 124,887 SH   DFND 17 102,547 0 22,340
SEAGATE TECHNOLOGY PLC SHS G7945M107 39,247 796,566 SH   DFND 21 583,193 0 213,373
SEA LTD DEBT 2.375%12/0 G7948TAE9 66,355 35,460,000 PRN   DFND 17 32,955,000 0 2,505,000
PENTAIR PLC SHS G7S00T104 145 3,163 SH   DFND 17 3,163 0 0
PENTAIR PLC SHS G7S00T104 448 9,785 SH   DFND 21 9,444 0 341
SAPIENS INTL CORP N V SHS G7T16G103 113 3,684 SH   DFND 17 3,684 0 0
SAPIENS INTL CORP N V SHS G7T16G103 547 17,893 SH   DFND 21 15,881 0 2,012
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 360 8,352 SH   DFND 17 8,352 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 29 668 SH   DFND 21 0 0 668
SINA CORP ORD G81477104 2,230 52,326 SH   DFND 21 49,500 0 2,826
SMART GLOBAL HLDGS INC SHS G8232Y101 244 8,927 SH   DFND 21 8,927 0 0
STERIS PLC SHS USD G8473T100 30,636 173,883 SH   DFND 17 173,883 0 0
STERIS PLC SHS USD G8473T100 918 5,208 SH   DFND 20 5,208 0 0
STERIS PLC SHS USD G8473T100 53,863 305,711 SH   DFND 21 238,137 0 67,574
STERIS PLC SHS USD G8473T100 123 700 SH   DFND 25 700 0 0
STONECO LTD COM CL A G85158106 34,611 654,405 SH   DFND 17 654,405 0 0
STONECO LTD COM CL A G85158106 33,800 639,062 SH   DFND 21 639,062 0 0
TECHNIPFMC PLC COM G87110105 9 1,463 SH   DFND 17 1,463 0 0
TECHNIPFMC PLC COM G87110105 1,338 212,096 SH   DFND 21 64,600 0 147,496
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 401 28,295 SH   DFND 21 27,330 0 965
TORM PLC SHS CL A G89479102 442 65,192 SH   DFND 21 8,336 0 56,856
TRITON INTL LTD CL A G9078F107 4,836 118,910 SH   DFND 17 118,910 0 0
TRITON INTL LTD CL A G9078F107 1,674 41,165 SH   DFND 21 33,327 0 7,838
TRITON INTL LTD CL A G9078F107 36 887 SH   DFND 25 887 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 390 501 SH   DFND 21 501 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 9,356 44,805 SH   DFND 17 44,805 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,297 6,211 SH   DFND 20 6,211 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 15,625 74,826 SH   DFND 21 64,665 0 10,161
PERRIGO CO PLC SHS G97822103 86 1,877 SH   DFND 17 1,877 0 0
PERRIGO CO PLC SHS G97822103 711 15,494 SH   DFND 21 8,193 0 7,301
ALCON AG ORD SHS H01301128 1,951 34,275 SH   DFND 17 20,775 0 13,500
ALCON AG ORD SHS H01301128 18,358 322,480 SH   DFND 21 107,167 0 215,313
ALCON AG ORD SHS H01301128 1,008 17,700 SH   DFND 24 17,700 0 0
ALCON AG ORD SHS H01301128 10 173 SH   DFND 25 173 0 0
CHUBB LIMITED COM H1467J104 189 1,630 SH   DFND 17 1,630 0 0
CHUBB LIMITED COM H1467J104 975 8,398 SH   DFND 21 8,398 0 0
GARMIN LTD SHS H2906T109 6,568 69,241 SH   DFND 17 69,241 0 0
GARMIN LTD SHS H2906T109 3,323 35,027 SH   DFND 21 33,522 0 1,505
UBS GROUP AG SHS H42097107 8,812 786,289 SH   DFND 17 755,114 0 31,175
UBS GROUP AG SHS H42097107 7,036 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 138,964 12,395,190 SH   DFND 21 7,633,112 0 4,762,078
LOGITECH INTL S A SHS H50430232 3,683 47,206 SH   DFND 17 44,816 0 2,390
LOGITECH INTL S A SHS H50430232 45,503 583,223 SH   DFND 21 259,460 0 323,763
TE CONNECTIVITY LTD REG SHS H84989104 19,050 194,903 SH   DFND 17 172,146 0 22,757
TE CONNECTIVITY LTD REG SHS H84989104 919 9,398 SH   DFND 20 9,398 0 0
TE CONNECTIVITY LTD REG SHS H84989104 22,447 229,660 SH   DFND 21 182,380 0 47,280
TE CONNECTIVITY LTD REG SHS H84989104 59 602 SH   DFND 25 602 0 0
GLOBANT S A COM L44385109 1,774 9,897 SH   DFND 17 9,897 0 0
GLOBANT S A COM L44385109 6,027 33,629 SH   DFND 21 33,629 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 7,447 30,700 SH   DFND 17 25,785 0 4,915
SPOTIFY TECHNOLOGY S A SHS L8681T102 365 1,505 SH   DFND 21 1,505 0 0
TRINSEO S A SHS L9340P101 235 9,172 SH   DFND 17 9,172 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 30,653 254,719 SH   DFND 17 254,719 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 175 1,453 SH   DFND 21 0 0 1,453
CYBERARK SOFTWARE LTD SHS M2682V108 12,424 120,128 SH   DFND 17 120,128 0 0
FIVERR INTL LTD ORD SHS M4R82T106 614 4,419 SH   DFND 21 216 0 4,203
KORNIT DIGITAL LTD SHS M6372Q113 11,469 176,806 SH   DFND 17 146,931 0 29,875
WIX COM LTD SHS M98068105 75,455 296,076 SH   DFND 17 286,748 0 9,328
WIX COM LTD SHS M98068105 1,784 7,000 SH   DFND 21 7,000 0 0
AERCAP HOLDINGS NV SHS N00985106 1,666 66,153 SH   DFND 17 66,153 0 0
AERCAP HOLDINGS NV SHS N00985106 8,165 324,146 SH   DFND 21 173,311 0 150,835
AERCAP HOLDINGS NV SHS N00985106 23 930 SH   DFND 25 930 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 83,862 227,103 SH   DFND 17 217,053 0 10,050
CNH INDL N V SHS N20944109 47,573 6,083,442 SH   DFND 21 4,361,706 0 1,721,736
FERRARI N V COM N3167Y103 36,428 197,882 SH   DFND 21 152,302 0 45,580
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 951 77,808 SH   DFND 17 77,808 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 16,662 1,363,514 SH   DFND 21 961,925 0 401,589
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,202 59,613 SH   DFND 17 59,613 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 31,080 440,915 SH   DFND 21 292,329 0 148,586
NXP SEMICONDUCTORS N V COM N6596X109 162,047 1,298,353 SH   DFND 17 1,225,893 0 72,460
NXP SEMICONDUCTORS N V COM N6596X109 35,714 286,143 SH   DFND 21 284,305 0 1,838
QIAGEN NV SHS NEW N72482123 7,499 143,491 SH   DFND 21 72,811 0 70,680
WRIGHT MED GROUP N V ORD SHS N96617118 3,351 109,726 SH   DFND 21 109,726 0 0
YANDEX N V SHS CLASS A N97284108 6 95 SH   DFND 17 95 0 0
YANDEX N V SHS CLASS A N97284108 31,729 490,879 SH   DFND 21 158,829 0 332,050
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,191 142,675 SH   DFND 17 142,675 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 3,936 256,270 SH   DFND 20 256,270 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 156,076 2,411,184 SH   DFND 17 2,376,751 0 34,433
ATLAS CORP SHS Y0436Q109 102 11,417 SH   DFND 17 11,417 0 0
ATLAS CORP SHS Y0436Q109 88 9,802 SH   DFND 21 9,802 0 0
COSTAMARE INC SHS Y1771G102 102 16,820 SH   DFND 21 0 0 16,820
DIAMOND S SHIPPING INC COM Y20676105 37 5,417 SH   DFND 17 5,417 0 0
DIAMOND S SHIPPING INC COM Y20676105 223 32,510 SH   DFND 21 32,510 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,135 141,641 SH   DFND 21 141,641 0 0
FLEX LTD ORD Y2573F102 31,899 2,863,470 SH   DFND 17 2,525,550 0 337,920
SAFE BULKERS INC COM Y7388L103 64 62,613 SH   DFND 21 62,613 0 0