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
1-800-Flowers.com Inc CL A 68243Q106 402 16,100 SH   DFND 1,2,6 9,800 0 6,300
3M Co COM 88579Y101 63 395 SH   DFND 1,2 395 0 0
3M Co COM 88579Y101 60,577 378,182 SH   DFND 1,2,6 373,200 0 4,982
3M Co COM 88579Y101 21,463 133,993 SH   DFND 1,2,7 16,061 0 117,932
51job Inc SPONSORED ADS 316827104 1,248 16,000 SH   DFND 1,2 16,000 0 0
A10 Networks Inc COM 002121101 66 10,400 SH   DFND 1,2,6 10,400 0 0
ABB Ltd SPONSORED ADR 000375204 32 1,266 SH   DFND 1,2 1,266 0 0
Abbott Laboratories COM 002824100 133 1,223 SH   DFND 1,2 1,223 0 0
Abbott Laboratories COM 002824100 72,971 670,500 SH   DFND 1,2,6 650,100 0 20,400
Abbott Laboratories COM 002824100 25,958 238,518 SH   DFND 1,2,7 203,420 0 35,098
AbbVie Inc COM 00287Y109 109 1,249 SH   DFND 1,2 1,249 0 0
AbbVie Inc COM 00287Y109 49,961 570,400 SH   DFND 1,2,6 561,400 0 9,000
AbbVie Inc COM 00287Y109 13,628 155,587 SH   DFND 1,2,7 63,211 0 92,376
ABIOMED Inc COM 003654100 554 2,000 SH   DFND 1,2,6 1,800 0 200
ABIOMED Inc COM 003654100 128 461 SH   DFND 1,2,7 461 0 0
ABIOMED Inc COM 003654100 47,834 172,650 SH   DFND 1,2,8 172,650 0 0
ABM Industries Inc COM 000957100 4,014 109,500 SH   DFND 1,2,6 63,800 0 45,700
Acadia Healthcare Co Inc COM 00404A109 472 16,000 SH   DFND 1,2,6 0 0 16,000
ACADIA Pharmaceuticals Inc COM 004225108 2,699 65,421 SH   DFND 1,2,6 42,510 0 22,911
ACADIA Pharmaceuticals Inc COM 004225108 3,746 90,804 SH   DFND 1,2,8 90,804 0 0
Acadia Realty Trust COM SH BEN INT 004239109 130 12,369 SH   DFND 1,2,7 12,369 0 0
Accelerate Diagnostics Inc COM 00430H102 19,196 1,800,796 SH   DFND 1,2,8 1,800,796 0 0
Acceleron Pharma Inc COM 00434H108 3,781 33,600 SH   DFND 1,2,6 24,700 0 8,900
Acceleron Pharma Inc COM 00434H108 23,300 207,057 SH   DFND 1,2,8 207,057 0 0
Accenture PLC SHS CLASS A G1151C101 102 450 SH   DFND 1,2 450 0 0
Accenture PLC SHS CLASS A G1151C101 80,788 357,485 SH   DFND 1,2,6 349,485 0 8,000
Accenture PLC SHS CLASS A G1151C101 10,854 48,028 SH   DFND 1,2,7 48,028 0 0
Accenture PLC SHS CLASS A G1151C101 29,689 131,373 SH   DFND 1,2,8 131,373 0 0
ACI Worldwide Inc COM 004498101 8,989 344,000 SH   DFND 1,2,6 247,600 0 96,400
ACI Worldwide Inc COM 004498101 1,982 75,859 SH   DFND 1,2,7 75,859 0 0
Activision Blizzard Inc COM 00507V109 43 535 SH   DFND 1,2 535 0 0
Activision Blizzard Inc COM 00507V109 35,885 443,300 SH   DFND 1,2,6 434,000 0 9,300
Activision Blizzard Inc COM 00507V109 19,174 236,860 SH   DFND 1,2,7 236,860 0 0
Activision Blizzard Inc COM 00507V109 54,662 675,262 SH   DFND 1,2,8 675,262 0 0
Adobe Inc COM 00724F101 170 346 SH   DFND 1,2 346 0 0
Adobe Inc COM 00724F101 115,989 236,504 SH   DFND 1,2,6 224,804 0 11,700
Adobe Inc COM 00724F101 47,173 96,187 SH   DFND 1,2,7 41,597 0 54,590
Adobe Inc COM 00724F101 53,024 108,117 SH   DFND 1,2,8 108,117 0 0
Adtalem Global Education Inc COM 00737L103 4,020 163,800 SH   DFND 1,2,6 114,900 0 48,900
Adtalem Global Education Inc COM 00737L103 3,486 142,051 SH   DFND 1,2,8 142,051 0 0
Advanced Energy Industries Inc COM 007973100 1,877 29,820 SH   DFND 1,2,8 29,820 0 0
Advanced Micro Devices Inc COM 007903107 71 872 SH   DFND 1,2 872 0 0
Advanced Micro Devices Inc COM 007903107 52,967 646,020 SH   DFND 1,2,6 596,920 0 49,100
Advanced Micro Devices Inc COM 007903107 323 3,937 SH   DFND 1,2,7 3,937 0 0
Advanced Micro Devices Inc COM 007903107 88,891 1,084,165 SH   DFND 1,2,8 1,084,165 0 0
AECOM COM 00766T100 2,883 68,900 SH   DFND 1,2,6 68,900 0 0
Aeglea BioTherapeutics Inc COM 00773J103 2,163 305,128 SH   DFND 1,2,8 305,128 0 0
AerCap Holdings NV SHS N00985106 134 5,300 SH   DFND 1,2,6 5,300 0 0
AerCap Holdings NV SHS N00985106 334 13,260 SH   DFND 1,2,7 13,260 0 0
AES Corp/The COM 00130H105 3,046 168,196 SH   DFND 1,2,6 126,296 0 41,900
AES Corp/The COM 00130H105 16 900 SH   DFND 1,2,7 900 0 0
Aflac Inc COM 001055102 20 537 SH   DFND 1,2 537 0 0
Aflac Inc COM 001055102 4,653 128,000 SH   DFND 1,2,6 122,600 0 5,400
Aflac Inc COM 001055102 57 1,580 SH   DFND 1,2,7 1,580 0 0
AGCO Corp COM 001084102 19,206 258,600 SH   DFND 1,2,6 190,200 0 68,400
Agilent Technologies Inc COM 00846U101 23 224 SH   DFND 1,2 224 0 0
Agilent Technologies Inc COM 00846U101 29,030 287,601 SH   DFND 1,2,6 285,200 0 2,401
Agilent Technologies Inc COM 00846U101 2,148 21,280 SH   DFND 1,2,7 21,280 0 0
Agios Pharmaceuticals Inc COM 00847X104 203 5,800 SH   DFND 1,2,6 0 0 5,800
Agios Pharmaceuticals Inc COM 00847X104 12,937 369,616 SH   DFND 1,2,8 369,616 0 0
Agnico Eagle Mines Ltd COM 008474108 13 168 SH   DFND 1,2 168 0 0
Agnico Eagle Mines Ltd COM 008474108 3,361 42,221 SH   DFND 1,2,7 42,221 0 0
Air Products and Chemicals Inc COM 009158106 45 152 SH   DFND 1,2 152 0 0
Air Products and Chemicals Inc COM 009158106 39,580 132,882 SH   DFND 1,2,6 130,082 0 2,800
Air Products and Chemicals Inc COM 009158106 854 2,868 SH   DFND 1,2,7 270 0 2,598
Akamai Technologies Inc COM 00971T101 13 115 SH   DFND 1,2 115 0 0
Akamai Technologies Inc COM 00971T101 1,006 9,100 SH   DFND 1,2,6 9,100 0 0
Akamai Technologies Inc COM 00971T101 9,430 85,306 SH   DFND 1,2,7 85,306 0 0
Akamai Technologies Inc COM 00971T101 39,513 357,457 SH   DFND 1,2,8 357,457 0 0
Akamai Technologies Inc NOTE 0.125% 5/0 00971TAJ0 15,004 11,625,000 PRN   DFND 1,2,7 9,232,000 0 2,393,000
Albemarle Corp COM 012653101 2,071 23,200 SH   DFND 1,2,6 14,800 0 8,400
Albemarle Corp COM 012653101 51 575 SH   DFND 1,2,7 575 0 0
Albemarle Corp COM 012653101 1,695 18,983 SH   DFND 1,2,8 18,983 0 0
Alcon Inc ORD SHS H01301128 18 312 SH   DFND 1,2 312 0 0
Alcon Inc ORD SHS H01301128 299 5,712 SH   DFND 1,2,6 0 0 5,712
Alcon Inc ORD SHS H01301128 3,144 60,110 SH   DFND 1,2,7 0 0 60,110
Alcon Inc ORD SHS H01301128 35,272 674,409 SH   DFND 1,2,8 0 0 674,409
Alexandria Real Estate Equities Inc COM 015271109 12,649 79,059 SH   DFND 1,2 79,059 0 0
Alexandria Real Estate Equities Inc COM 015271109 7,312 45,700 SH   DFND 1,2,6 45,700 0 0
Alexandria Real Estate Equities Inc COM 015271109 382 2,385 SH   DFND 1,2,7 2,385 0 0
Alexion Pharmaceuticals Inc COM 015351109 18 158 SH   DFND 1,2 158 0 0
Alexion Pharmaceuticals Inc COM 015351109 12,233 106,900 SH   DFND 1,2,6 106,400 0 500
Alexion Pharmaceuticals Inc COM 015351109 171 1,491 SH   DFND 1,2,7 1,491 0 0
Alexion Pharmaceuticals Inc COM 015351109 73,925 646,029 SH   DFND 1,2,8 646,029 0 0
Algonquin Power & Utilities Corp COM 015857105 8,440 580,500 SH   DFND 1,2,6 570,100 0 10,400
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 1,913 6,506 SH   DFND 1,2 6,506 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 328,905 1,118,800 SH   DFND 1,2,6 1,093,200 0 25,600
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 74,348 252,902 SH   DFND 1,2,7 185,409 0 67,493
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 108,512 369,114 SH   DFND 1,2,8 369,114 0 0
Align Technology Inc COM 016255101 18 56 SH   DFND 1,2 56 0 0
Align Technology Inc COM 016255101 33 100 SH   DFND 1,2,7 100 0 0
Align Technology Inc COM 016255101 24,847 75,900 SH   DFND 1,2,8 75,900 0 0
Alkermes PLC SHS G01767105 312 18,800 SH   DFND 1,2,6 0 0 18,800
Allegion plc ORD SHS G0176J109 9,305 94,075 SH   DFND 1,2,6 93,500 0 575
Allegion plc ORD SHS G0176J109 13 134 SH   DFND 1,2,7 134 0 0
Alliance Data Systems Corp COM 018581108 390 9,300 SH   DFND 1,2,6 0 0 9,300
Allscripts Healthcare Solutions Inc COM 01988P108 4,912 603,400 SH   DFND 1,2,6 426,400 0 177,000
Allstate Corp/The COM 020002101 22 238 SH   DFND 1,2 238 0 0
Allstate Corp/The COM 020002101 27,235 289,300 SH   DFND 1,2,6 282,400 0 6,900
Allstate Corp/The COM 020002101 106 1,123 SH   DFND 1,2,7 1,123 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 12 83 SH   DFND 1,2 83 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 102 700 SH   DFND 1,2,6 0 0 700
Alnylam Pharmaceuticals Inc COM 02043Q107 254 1,743 SH   DFND 1,2,7 1,743 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 18,446 126,692 SH   DFND 1,2,8 126,692 0 0
Alphabet Inc CAP STK CL A 02079K305 309 211 SH   DFND 1,2 211 0 0
Alphabet Inc CAP STK CL A 02079K305 286,862 195,730 SH   DFND 1,2,6 187,720 0 8,010
Alphabet Inc CAP STK CL A 02079K305 61,117 41,701 SH   DFND 1,2,7 32,261 0 9,440
Alphabet Inc CAP STK CL A 02079K305 22,874 15,607 SH   DFND 1,2,8 15,607 0 0
Alphabet Inc CAP STK CL C 02079K107 314 214 SH   DFND 1,2 214 0 0
Alphabet Inc CAP STK CL C 02079K107 36,142 24,593 SH   DFND 1,2,7 3,035 0 21,558
Alphabet Inc CAP STK CL C 02079K107 323,228 219,943 SH   DFND 1,2,8 219,943 0 0
Alpha & Omega Semiconductor Ltd SHS G6331P104 588 45,900 SH   DFND 1,2,6 45,900 0 0
Alteryx Inc COM CL A 02156B103 443 3,900 SH   DFND 1,2,6 0 0 3,900
Altice USA Inc CL A 02156K103 1,301 50,039 SH   DFND 1,2,7 50,039 0 0
Altra Industrial Motion Corp COM 02208R106 4,473 120,993 SH   DFND 1,2,6 72,155 0 48,838
Altria Group Inc COM 02209S103 52 1,333 SH   DFND 1,2 1,333 0 0
Altria Group Inc COM 02209S103 399 10,318 SH   DFND 1,2,7 10,318 0 0
ALX Oncology Holdings Inc COM 00166B105 2,825 74,851 SH   DFND 1,2,8 74,851 0 0
AMAG Pharmaceuticals Inc COM 00163U106 1,769 188,200 SH   DFND 1,2,6 149,500 0 38,700
Amazon.com Inc COM 023135106 945 300 SH   DFND 1,2 300 0 0
Amazon.com Inc COM 023135106 399,460 126,864 SH   DFND 1,2,6 120,978 0 5,886
Amazon.com Inc COM 023135106 121,245 38,506 SH   DFND 1,2,7 25,201 0 13,305
Amazon.com Inc COM 023135106 324,055 102,916 SH   DFND 1,2,8 102,916 0 0
Ambarella Inc SHS G037AX101 30,647 587,340 SH   DFND 1,2,8 587,340 0 0
Ambev SA SPONSORED ADR 02319V103 130 57,321 SH   DFND 1,2,7 24,901 0 32,420
Ambev SA SPONSORED ADR 02319V103 4,492 1,987,392 SH   DFND 1,2,8 1,987,392 0 0
Amcor PLC ORD G0250X107 12 1,076 SH   DFND 1,2 1,076 0 0
Amdocs Ltd SHS G02602103 16,758 291,900 SH   DFND 1,2,6 260,800 0 31,100
Amdocs Ltd SHS G02602103 179 3,117 SH   DFND 1,2,7 3,117 0 0
Amedisys Inc COM 023436108 851 3,600 SH   DFND 1,2,6 3,600 0 0
Amedisys Inc COM 023436108 7,887 33,359 SH   DFND 1,2,7 2,150 0 31,209
Amedisys Inc COM 023436108 36,212 153,163 SH   DFND 1,2,8 153,163 0 0
Ameren Corp COM 023608102 14 174 SH   DFND 1,2 174 0 0
Ameren Corp COM 023608102 163 2,057 SH   DFND 1,2,7 2,057 0 0
Ameresco Inc CL A 02361E108 4,729 141,584 SH   DFND 1,2,8 141,584 0 0
America Movil SAB de CV SPON ADR L SHS 02364W105 14 1,122 SH   DFND 1,2 1,122 0 0
American Campus Communities Inc COM 024835100 5,704 163,359 SH   DFND 1,2 163,359 0 0
American Campus Communities Inc COM 024835100 217 6,200 SH   DFND 1,2,6 2,200 0 4,000
American Campus Communities Inc COM 024835100 71 2,024 SH   DFND 1,2,7 2,024 0 0
American Electric Power Co Inc COM 025537101 26 320 SH   DFND 1,2 320 0 0
American Electric Power Co Inc COM 025537101 154 1,884 SH   DFND 1,2,7 1,884 0 0
American Express Co COM 025816109 44 437 SH   DFND 1,2 437 0 0
American Express Co COM 025816109 38,376 382,800 SH   DFND 1,2,6 373,500 0 9,300
American Express Co COM 025816109 32,492 324,109 SH   DFND 1,2,7 314,600 0 9,509
American Express Co COM 025816109 43,108 430,003 SH   DFND 1,2,8 430,003 0 0
American Homes 4 Rent CL A 02665T306 59,919 2,103,915 SH   DFND 1,2 2,103,915 0 0
American Homes 4 Rent CL A 02665T306 356 12,494 SH   DFND 1,2,7 12,494 0 0
American International Group Inc COM NEW 026874784 17 605 SH   DFND 1,2 605 0 0
American International Group Inc COM NEW 026874784 22,798 828,100 SH   DFND 1,2,6 762,100 0 66,000
American International Group Inc COM NEW 026874784 67 2,416 SH   DFND 1,2,7 2,416 0 0
American States Water Co COM 029899101 277 3,700 SH   DFND 1,2,6 0 0 3,700
American Tower Corp COM 03027X100 2,127 9,113 SH   DFND 1,2 313 0 0
American Tower Corp COM 03027X100 24,656 102,000 SH   DFND 1,2,6 98,300 0 3,700
American Tower Corp COM 03027X100 30,075 124,417 SH   DFND 1,2,7 86,395 0 38,022
American Tower Corp COM 03027X100 58,097 240,340 SH   DFND 1,2,8 240,340 0 0
American Water Works Co Inc COM 030420103 4,926 34,130 SH   DFND 1,2 130 0 0
American Water Works Co Inc COM 030420103 32,424 223,800 SH   DFND 1,2,6 221,500 0 2,300
American Water Works Co Inc COM 030420103 277 1,911 SH   DFND 1,2,7 1,911 0 0
American Woodmark Corp COM 030506109 2,655 33,800 SH   DFND 1,2,6 24,400 0 9,400
America's Car-Mart Inc/TX COM 03062T105 306 3,600 SH   DFND 1,2,6 0 0 3,600
Americold Realty Trust COM 03064D108 22,478 628,747 SH   DFND 1,2 628,747 0 0
Americold Realty Trust COM 03064D108 298 8,339 SH   DFND 1,2,7 8,339 0 0
Americold Realty Trust COM 03064D108 2,356 65,892 SH   DFND 1,2,8 65,892 0 0
Ameriprise Financial Inc COM 03076C106 15 96 SH   DFND 1,2 96 0 0
Ameriprise Financial Inc COM 03076C106 53,969 350,200 SH   DFND 1,2,6 330,600 0 19,600
Ameriprise Financial Inc COM 03076C106 33 215 SH   DFND 1,2,7 215 0 0
AmerisourceBergen Corp COM 03073E105 11 113 SH   DFND 1,2 113 0 0
AmerisourceBergen Corp COM 03073E105 6,469 66,750 SH   DFND 1,2,6 66,000 0 750
AmerisourceBergen Corp COM 03073E105 22 230 SH   DFND 1,2,7 230 0 0
AMETEK Inc COM 031100100 16 158 SH   DFND 1,2 158 0 0
AMETEK Inc COM 031100100 219 2,200 SH   DFND 1,2,6 2,200 0 0
AMETEK Inc COM 031100100 168 1,692 SH   DFND 1,2,7 1,692 0 0
Amgen Inc COM 031162100 106 416 SH   DFND 1,2 416 0 0
Amgen Inc COM 031162100 62,088 244,287 SH   DFND 1,2,6 237,202 0 7,085
Amgen Inc COM 031162100 21,853 85,983 SH   DFND 1,2,7 59,115 0 26,868
Amgen Inc COM 031162100 49,758 195,774 SH   DFND 1,2,8 195,774 0 0
Amicus Therapeutics Inc COM 03152W109 7,632 540,506 SH   DFND 1,2,8 540,506 0 0
Amkor Technology Inc COM 031652100 5,916 528,200 SH   DFND 1,2,6 329,700 0 198,500
Amphenol Corp CL A 032095101 22 206 SH   DFND 1,2 206 0 0
Amphenol Corp CL A 032095101 16,692 154,172 SH   DFND 1,2,6 153,272 0 900
Amphenol Corp CL A 032095101 169 1,562 SH   DFND 1,2,7 1,562 0 0
Analog Devices Inc COM 032654105 29 251 SH   DFND 1,2 251 0 0
Analog Devices Inc COM 032654105 350 3,000 SH   DFND 1,2,6 0 0 3,000
Analog Devices Inc COM 032654105 99 852 SH   DFND 1,2,7 852 0 0
Anaplan Inc COM 03272L108 463 7,400 SH   DFND 1,2,6 1,900 0 5,500
AnaptysBio Inc COM 032724106 1,708 115,800 SH   DFND 1,2,6 94,400 0 21,400
AngioDynamics Inc COM 03475V101 163 13,500 SH   DFND 1,2,6 6,800 0 6,700
Anheuser-Busch InBev SA/NV SPONSORED ADR 03524A108 25 458 SH   DFND 1,2 458 0 0
Annaly Capital Management Inc COM 035710409 119 16,760 SH   DFND 1,2,7 16,760 0 0
ANSYS Inc COM 03662Q105 19 57 SH   DFND 1,2 57 0 0
ANSYS Inc COM 03662Q105 292 891 SH   DFND 1,2,7 891 0 0
ANSYS Inc COM 03662Q105 77,600 237,142 SH   DFND 1,2,8 237,142 0 0
Anthem Inc COM 036752103 49 182 SH   DFND 1,2 182 0 0
Anthem Inc COM 036752103 50,116 186,591 SH   DFND 1,2,6 179,891 0 6,700
Anthem Inc COM 036752103 168 625 SH   DFND 1,2,7 625 0 0
Anthem Inc COM 036752103 21,690 80,756 SH   DFND 1,2,8 80,756 0 0
Anthem Inc NOTE 2.750%10/1 94973VBG1 295 78,000 PRN   DFND 1,2,7 0 0 78,000
Aon PLC SHS CL A G0403H108 35 171 SH   DFND 1,2 171 0 0
Aon PLC SHS CL A G0403H108 9,902 48,000 SH   DFND 1,2,6 43,900 0 4,100
Aon PLC SHS CL A G0403H108 2,014 9,762 SH   DFND 1,2,8 9,762 0 0
A O Smith Corp COM 831865209 2,318 43,900 SH   DFND 1,2,6 43,900 0 0
A O Smith Corp COM 831865209 11 200 SH   DFND 1,2,7 200 0 0
Apellis Pharmaceuticals Inc COM 03753U106 5,715 189,427 SH   DFND 1,2,8 189,427 0 0
Apple Inc COM 037833100 1,419 12,256 SH   DFND 1,2 12,256 0 0
Apple Inc COM 037833100 622,940 5,378,987 SH   DFND 1,2,6 5,306,843 0 72,144
Apple Inc COM 037833100 109,353 944,249 SH   DFND 1,2,7 321,967 0 622,282
Apple Inc COM 037833100 374,124 3,230,502 SH   DFND 1,2,8 3,230,502 0 0
Applied Materials Inc COM 038222105 38 631 SH   DFND 1,2 631 0 0
Applied Materials Inc COM 038222105 64,378 1,082,900 SH   DFND 1,2,6 1,066,700 0 16,200
Applied Materials Inc COM 038222105 270 4,536 SH   DFND 1,2,7 4,536 0 0
Applied Materials Inc COM 038222105 14,030 236,000 SH   DFND 1,2,8 236,000 0 0
Applied Optoelectronics Inc COM 03823U102 507 45,100 SH   DFND 1,2,6 12,300 0 32,800
Aptiv PLC SHS G6095L109 16 175 SH   DFND 1,2 175 0 0
Aptiv PLC SHS G6095L109 79 859 SH   DFND 1,2,7 859 0 0
Aptiv PLC SHS G6095L109 68,227 744,182 SH   DFND 1,2,8 744,182 0 0
Archer-Daniels-Midland Co COM 039483102 18 391 SH   DFND 1,2 391 0 0
Archer-Daniels-Midland Co COM 039483102 28,136 605,200 SH   DFND 1,2,6 592,200 0 13,000
Archer-Daniels-Midland Co COM 039483102 37 800 SH   DFND 1,2,7 800 0 0
Arcosa Inc COM 039653100 939 21,300 SH   DFND 1,2,6 18,200 0 3,100
Arena Pharmaceuticals Inc COM NEW 040047607 6,701 89,600 SH   DFND 1,2,6 81,300 0 8,300
Arena Pharmaceuticals Inc COM NEW 040047607 7,762 103,790 SH   DFND 1,2,8 103,790 0 0
Argenx SE SPONSORED ADR 04016X101 11,441 43,582 SH   DFND 1,2,8 43,582 0 0
Arista Networks Inc COM 040413106 8,898 43,000 SH   DFND 1,2,6 42,100 0 900
Arista Networks Inc COM 040413106 190 920 SH   DFND 1,2,7 920 0 0
Arrow Electronics Inc COM 042735100 1,274 16,200 SH   DFND 1,2,6 13,100 0 3,100
Arrow Electronics Inc COM 042735100 8 100 SH   DFND 1,2,7 100 0 0
Arrowhead Pharmaceuticals Inc COM 04280A100 878 20,400 SH   DFND 1,2,6 20,400 0 0
Arthur J Gallagher & Co COM 363576109 14 130 SH   DFND 1,2 130 0 0
Arthur J Gallagher & Co COM 363576109 4,097 38,800 SH   DFND 1,2,6 37,600 0 1,200
Arthur J Gallagher & Co COM 363576109 51 487 SH   DFND 1,2,7 487 0 0
Asbury Automotive Group Inc COM 043436104 7,114 73,000 SH   DFND 1,2,6 52,700 0 20,300
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 206 50,375 SH   DFND 1,2,7 28,750 0 21,625
ASGN Inc COM 00191U102 566 8,900 SH   DFND 1,2,6 2,100 0 6,800
Aspen Technology Inc COM 045327103 49,077 387,686 SH   DFND 1,2,8 387,686 0 0
Assembly Biosciences Inc COM 045396108 3,530 214,738 SH   DFND 1,2,8 214,738 0 0
Assured Guaranty Ltd COM G0585R106 836 38,900 SH   DFND 1,2,6 22,800 0 16,100
AstraZeneca PLC SPONSORED ADR 046353108 103 1,880 SH   DFND 1,2 1,880 0 0
Atara Biotherapeutics Inc COM 046513107 2,595 200,255 SH   DFND 1,2,6 125,420 0 74,835
Atlassian Corp PLC CL A G06242104 26,160 143,904 SH   DFND 1,2,8 0 0 143,904
Atmos Energy Corp COM 049560105 21,804 228,100 SH   DFND 1,2,6 225,800 0 2,300
Atmos Energy Corp COM 049560105 251 2,621 SH   DFND 1,2,7 2,621 0 0
AT&T Inc COM 00206R102 138 4,823 SH   DFND 1,2 4,823 0 0
AT&T Inc COM 00206R102 85,858 3,011,499 SH   DFND 1,2,6 2,819,899 0 191,600
AT&T Inc COM 00206R102 7,553 264,933 SH   DFND 1,2,7 135,264 0 129,669
Autodesk Inc COM 052769106 36 157 SH   DFND 1,2 157 0 0
Autodesk Inc COM 052769106 42,737 185,000 SH   DFND 1,2,6 181,300 0 3,700
Autodesk Inc COM 052769106 11,292 48,883 SH   DFND 1,2,7 5,498 0 43,385
Autodesk Inc COM 052769106 140,896 609,914 SH   DFND 1,2,8 609,914 0 0
Autohome Inc SP ADR RP CL A 05278C107 32 335 SH   DFND 1,2 335 0 0
Autohome Inc SP ADR RP CL A 05278C107 202 2,100 SH   DFND 1,2,6 2,100 0 0
Automatic Data Processing Inc COM 053015103 43 306 SH   DFND 1,2 306 0 0
Automatic Data Processing Inc COM 053015103 76,774 550,390 SH   DFND 1,2,6 543,090 0 7,300
Automatic Data Processing Inc COM 053015103 74 531 SH   DFND 1,2,7 531 0 0
AutoZone Inc COM 053332102 20 17 SH   DFND 1,2 17 0 0
AutoZone Inc COM 053332102 17,183 14,591 SH   DFND 1,2,6 14,299 0 292
AutoZone Inc COM 053332102 555 471 SH   DFND 1,2,7 471 0 0
AvalonBay Communities Inc COM 053484101 22,518 150,784 SH   DFND 1,2 150,784 0 0
AvalonBay Communities Inc COM 053484101 3,898 26,100 SH   DFND 1,2,6 26,100 0 0
AvalonBay Communities Inc COM 053484101 1,054 7,058 SH   DFND 1,2,7 7,058 0 0
Avanos Medical Inc COM 05350V106 1,151 34,636 SH   DFND 1,2,8 34,636 0 0
Avantor Inc COM 05352A100 11,220 498,900 SH   DFND 1,2,6 414,300 0 84,600
Avaya Holdings Corp COM 05351X101 210 13,800 SH   DFND 1,2,6 6,100 0 7,700
Avery Dennison Corp COM 053611109 2,427 18,986 SH   DFND 1,2,6 18,986 0 0
Avery Dennison Corp COM 053611109 16 125 SH   DFND 1,2,7 125 0 0
Avid Technology Inc COM 05367P100 110 12,800 SH   DFND 1,2,6 10,500 0 2,300
Avient Corp COM 05368V106 455 17,200 SH   DFND 1,2,6 0 0 17,200
Avista Corp COM 05379B107 365 10,700 SH   DFND 1,2,6 3,100 0 7,600
Axonics Modulation Technologies Inc COM 05465P101 68,440 1,340,907 SH   DFND 1,2,8 1,340,907 0 0
Axsome Therapeutics Inc COM 05464T104 221 3,100 SH   DFND 1,2,6 0 0 3,100
B2Gold Corp COM 11777Q209 9,942 1,524,900 SH   DFND 1,2,6 1,081,500 0 443,400
Badger Meter Inc COM 056525108 4,859 74,336 SH   DFND 1,2,7 74,336 0 0
Baidu Inc SPON ADR REP A 056752108 220 1,740 SH   DFND 1,2 1,740 0 0
Baidu Inc SPON ADR REP A 056752108 19,672 155,400 SH   DFND 1,2,6 151,500 0 3,900
Baidu Inc SPON ADR REP A 056752108 1,426 11,267 SH   DFND 1,2,7 2,400 0 8,867
Baker Hughes Co CL A 05722G100 9,805 737,800 SH   DFND 1,2,6 644,800 0 93,000
Baker Hughes Co CL A 05722G100 219 16,460 SH   DFND 1,2,7 16,460 0 0
Ball Corp COM 058498106 18 221 SH   DFND 1,2 221 0 0
Ball Corp COM 058498106 13,141 158,100 SH   DFND 1,2,6 157,300 0 800
Ball Corp COM 058498106 39 470 SH   DFND 1,2,7 470 0 0
Ball Corp COM 058498106 5,812 69,917 SH   DFND 1,2,8 69,917 0 0
Banco Bilbao Vizcaya Argentaria SPONSORED ADR 05946K101 13 4,768 SH   DFND 1,2 4,768 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 10 2,935 SH   DFND 1,2 2,935 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 438 127,750 SH   DFND 1,2,7 41,784 0 85,966
Bancorp Inc/The COM 05969A105 133 15,400 SH   DFND 1,2,6 12,100 0 3,300
Banco Santander SA ADR 05964H105 21 11,509 SH   DFND 1,2 11,509 0 0
Bandwidth Inc COM CL A 05988J103 733 4,200 SH   DFND 1,2,6 700 0 3,500
Bank of America Corp COM 060505104 130 5,381 SH   DFND 1,2 5,381 0 0
Bank of America Corp COM 060505104 35,073 1,455,934 SH   DFND 1,2,6 1,431,134 0 24,800
Bank of America Corp COM 060505104 10,713 444,710 SH   DFND 1,2,7 84,578 0 360,132
Bank of America Corp COM 060505104 2,546 105,689 SH   DFND 1,2,8 105,689 0 0
Bank of Montreal COM 063671101 26 453 SH   DFND 1,2 453 0 0
Bank of Montreal COM 063671101 22,757 389,600 SH   DFND 1,2,6 376,900 0 12,700
Bank of Montreal COM 063671101 201 3,437 SH   DFND 1,2,7 3,437 0 0
Bank of New York Mellon Corp/The COM 064058100 20 581 SH   DFND 1,2 581 0 0
Bank of New York Mellon Corp/The COM 064058100 38,839 1,131,000 SH   DFND 1,2,6 1,107,600 0 23,400
Bank of New York Mellon Corp/The COM 064058100 128 3,735 SH   DFND 1,2,7 3,735 0 0
Bank of Nova Scotia/The COM 064149107 31 741 SH   DFND 1,2 741 0 0
Bank of Nova Scotia/The COM 064149107 22,009 530,200 SH   DFND 1,2,6 511,700 0 18,500
Bank of Nova Scotia/The COM 064149107 245 5,908 SH   DFND 1,2,7 5,212 0 696
Bank OZK COM 06417N103 1,595 74,794 SH   DFND 1,2,8 74,794 0 0
Baozun Inc SPONSORED ADR 06684L103 1,103 33,953 SH   DFND 1,2 33,953 0 0
Barclays PLC ADR 06738E204 22 4,422 SH   DFND 1,2 4,422 0 0
Barrick Gold Corp COM 067901108 37 1,230 SH   DFND 1,2 1,230 0 0
Barrick Gold Corp COM 067901108 135 4,800 SH   DFND 1,2,6 0 0 4,800
Barrick Gold Corp COM 067901108 8,603 306,038 SH   DFND 1,2,7 306,038 0 0
Barrick Gold Corp COM 067901108 30,921 1,100,000 SH   DFND 1,2,8 1,100,000 0 0
Bausch Health Cos Inc COM 071734107 586 37,700 SH   DFND 1,2,7 19,100 0 18,600
Baxter International Inc COM 071813109 28 342 SH   DFND 1,2 342 0 0
Baxter International Inc COM 071813109 5,233 65,072 SH   DFND 1,2,6 60,672 0 4,400
Baxter International Inc COM 071813109 546 6,784 SH   DFND 1,2,7 6,784 0 0
BCE Inc COM NEW 05534B760 8,962 216,100 SH   DFND 1,2,6 211,800 0 4,300
BCE Inc COM NEW 05534B760 29 701 SH   DFND 1,2,7 701 0 0
Becton Dickinson and Co COM 075887109 44 188 SH   DFND 1,2 188 0 0
Becton Dickinson and Co COM 075887109 8,240 35,412 SH   DFND 1,2,6 32,612 0 2,800
Becton Dickinson and Co COM 075887109 41,877 179,975 SH   DFND 1,2,7 177,759 0 2,216
Becton Dickinson and Co COM 075887109 39,146 168,241 SH   DFND 1,2,8 168,241 0 0
BeiGene Ltd SPONSORED ADR 07725L102 859 3,000 SH   DFND 1,2,6 3,000 0 0
BeiGene Ltd SPONSORED ADR 07725L102 7,905 27,598 SH   DFND 1,2,8 27,598 0 0
Belden Inc COM 077454106 4,332 139,200 SH   DFND 1,2,6 95,000 0 44,200
Benefitfocus Inc COM 08180D106 1,930 172,300 SH   DFND 1,2,6 127,200 0 45,100
Berkshire Hathaway Inc CL B NEW 084670702 340 1,596 SH   DFND 1,2 1,596 0 0
Berkshire Hathaway Inc CL B NEW 084670702 112,028 526,100 SH   DFND 1,2,6 519,500 0 6,600
Berkshire Hathaway Inc CL B NEW 084670702 1,472 6,911 SH   DFND 1,2,7 6,911 0 0
Berkshire Hathaway Inc CL B NEW 084670702 3,917 18,396 SH   DFND 1,2,8 18,396 0 0
Best Buy Co Inc COM 086516101 18 165 SH   DFND 1,2 165 0 0
Best Buy Co Inc COM 086516101 51,227 460,300 SH   DFND 1,2,6 431,100 0 29,200
Best Buy Co Inc COM 086516101 215 1,933 SH   DFND 1,2,7 1,933 0 0
Beyond Meat Inc COM 08862E109 166 1,000 SH   DFND 1,2,6 800 0 200
Beyond Meat Inc COM 08862E109 4,162 25,063 SH   DFND 1,2,8 25,063 0 0
B&G Foods Inc COM 05508R106 800 28,800 SH   DFND 1,2,6 28,800 0 0
BHP Group Ltd SPONSORED ADS 088606108 53 1,031 SH   DFND 1,2 1,031 0 0
BHP Group PLC SPONSORED ADR 05545E209 32 739 SH   DFND 1,2 739 0 0
Big Lots Inc COM 089302103 4,986 111,800 SH   DFND 1,2,6 80,700 0 31,100
Bilibili Inc SPONS ADS REP Z 090040106 21 500 SH   DFND 1,2 500 0 0
Biogen Inc COM 09062X103 37 132 SH   DFND 1,2 132 0 0
Biogen Inc COM 09062X103 3,404 12,000 SH   DFND 1,2,6 10,000 0 2,000
Biogen Inc COM 09062X103 3,055 10,768 SH   DFND 1,2,7 2,196 0 8,572
Biogen Inc COM 09062X103 46,429 163,667 SH   DFND 1,2,8 163,667 0 0
Biohaven Pharmaceutical Holding Co Ltd COM G11196105 4,427 68,104 SH   DFND 1,2,8 0 0 68,104
BioMarin Pharmaceutical Inc COM 09061G101 10 130 SH   DFND 1,2 130 0 0
BioMarin Pharmaceutical Inc COM 09061G101 6,330 83,200 SH   DFND 1,2,6 83,200 0 0
BioMarin Pharmaceutical Inc COM 09061G101 245 3,218 SH   DFND 1,2,7 3,218 0 0
BioMarin Pharmaceutical Inc COM 09061G101 21,185 278,454 SH   DFND 1,2,8 278,454 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 8,867 8,320,000 PRN   DFND 1,2,7 7,248,000 0 1,072,000
Biontech SE SPONSORED ADS 09075V102 215 3,100 SH   DFND 1,2 3,100 0 0
Bio-Rad Laboratories Inc CL A 090572207 515 1,000 SH   DFND 1,2,6 800 0 200
Bio-Techne Corp COM 09073M104 248 1,000 SH   DFND 1,2,6 700 0 300
Bio-Techne Corp COM 09073M104 192 775 SH   DFND 1,2,7 775 0 0
BJ's Wholesale Club Holdings Inc COM 05550J101 4,608 110,900 SH   DFND 1,2,6 83,500 0 27,400
Blackbaud Inc COM 09227Q100 3,311 59,300 SH   DFND 1,2,6 38,500 0 20,800
Blackline Inc COM 09239B109 16,898 188,530 SH   DFND 1,2,7 188,530 0 0
Blackline Inc NOTE 0.125% 8/0 09239BAB5 11,241 8,158,000 PRN   DFND 1,2,7 6,847,000 0 1,311,000
BlackRock Inc COM 09247X101 57 102 SH   DFND 1,2 102 0 0
BlackRock Inc COM 09247X101 41,305 73,294 SH   DFND 1,2,6 71,494 0 1,800
BlackRock Inc COM 09247X101 22,969 40,758 SH   DFND 1,2,7 32,872 0 7,886
BlackRock Inc COM 09247X101 2,994 5,312 SH   DFND 1,2,8 5,312 0 0
Blackstone Group Inc COM CL A 09260D107 23 448 SH   DFND 1,2 448 0 0
Blackstone Group Inc COM CL A 09260D107 31 601 SH   DFND 1,2,7 601 0 0
Bluebird Bio Inc COM 09609G100 4,483 83,100 SH   DFND 1,2,6 53,800 0 29,300
Bluebird Bio Inc COM 09609G100 4,421 81,939 SH   DFND 1,2,8 81,939 0 0
Blueprint Medicines Corp COM 09627Y109 9,314 100,473 SH   DFND 1,2,8 100,473 0 0
BMC Stock Holdings Inc COM 05591B109 8,904 207,900 SH   DFND 1,2,6 142,500 0 65,400
Boeing Co/The COM 097023105 60 366 SH   DFND 1,2 366 0 0
Boeing Co/The COM 097023105 5,072 30,690 SH   DFND 1,2,7 29,857 0 833
Boeing Co/The COM 097023105 1,626 9,837 SH   DFND 1,2,8 9,837 0 0
Boise Cascade Co COM 09739D100 2,255 56,500 SH   DFND 1,2,6 33,500 0 23,000
Bonanza Creek Energy Inc COM NEW 097793400 1,880 100,000 SH   DFND 1,2,6 76,600 0 23,400
Booking Holdings Inc COM 09857L108 48 28 SH   DFND 1,2 28 0 0
Booking Holdings Inc COM 09857L108 32,089 18,758 SH   DFND 1,2,6 17,999 0 759
Booking Holdings Inc COM 09857L108 10,996 6,428 SH   DFND 1,2,7 5,435 0 993
Booking Holdings Inc COM 09857L108 22,282 13,025 SH   DFND 1,2,8 13,025 0 0
Booking Holdings Inc NOTE 0.900% 9/1 741503AX4 7,414 6,857,000 PRN   DFND 1,2,7 5,173,000 0 1,684,000
Booz Allen Hamilton Holding Corp CL A 099502106 25,298 304,872 SH   DFND 1,2,6 287,472 0 17,400
Booz Allen Hamilton Holding Corp CL A 099502106 2,922 35,216 SH   DFND 1,2,8 35,216 0 0
BorgWarner Inc COM 099724106 15,912 410,727 SH   DFND 1,2,6 346,227 0 64,500
BorgWarner Inc COM 099724106 451 11,634 SH   DFND 1,2,7 11,634 0 0
BorgWarner Inc COM 099724106 4,377 112,977 SH   DFND 1,2,8 112,977 0 0
Boston Properties Inc COM 101121101 24,195 301,309 SH   DFND 1,2 301,309 0 0
Boston Properties Inc COM 101121101 456 5,674 SH   DFND 1,2,7 5,674 0 0
Boston Scientific Corp COM 101137107 37 970 SH   DFND 1,2 970 0 0
Boston Scientific Corp COM 101137107 6,503 170,200 SH   DFND 1,2,6 158,400 0 11,800
Boston Scientific Corp COM 101137107 5,997 156,945 SH   DFND 1,2,7 13,248 0 143,697
Boston Scientific Corp COM 101137107 30,409 795,829 SH   DFND 1,2,8 795,829 0 0
BP PLC SPONSORED ADR 055622104 41 2,344 SH   DFND 1,2 2,344 0 0
Bright Horizons Family Solutions Inc COM 109194100 1,308 8,600 SH   DFND 1,2 8,600 0 0
Bright Horizons Family Solutions Inc COM 109194100 15,379 101,151 SH   DFND 1,2,7 50,092 0 51,059
Bright Horizons Family Solutions Inc COM 109194100 26,866 176,705 SH   DFND 1,2,8 176,705 0 0
Brightsphere Investment Group Inc COM 10948W103 1,869 144,900 SH   DFND 1,2,6 89,500 0 55,400
BrightView Holdings Inc COM 10948C107 428 37,500 SH   DFND 1,2,6 17,500 0 20,000
B Riley Financial Inc COM 05580M108 556 22,173 SH   DFND 1,2,6 22,173 0 0
Bristol-Myers Squibb Co COM 110122108 97 1,604 SH   DFND 1,2 1,604 0 0
Bristol-Myers Squibb Co COM 110122108 21,771 361,100 SH   DFND 1,2,6 319,900 0 41,200
Bristol-Myers Squibb Co COM 110122108 3,305 54,825 SH   DFND 1,2,7 26,211 0 28,614
British American Tobacco PLC SPONSORED ADR 110448107 55 1,518 SH   DFND 1,2 1,518 0 0
Broadcom Inc COM 11135F101 98 269 SH   DFND 1,2 269 0 0
Broadcom Inc COM 11135F101 16,722 45,900 SH   DFND 1,2,6 42,200 0 3,700
Broadcom Inc COM 11135F101 196 537 SH   DFND 1,2,7 537 0 0
Broadridge Financial Solutions Inc COM 11133T103 11 82 SH   DFND 1,2 82 0 0
Broadridge Financial Solutions Inc COM 11133T103 10,864 82,300 SH   DFND 1,2,6 81,800 0 500
Broadridge Financial Solutions Inc COM 11133T103 143 1,086 SH   DFND 1,2,7 1,086 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 30 898 SH   DFND 1,2 898 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 860 26,000 SH   DFND 1,2,6 23,150 0 2,850
Brookfield Asset Management Inc CL A LTD VT SH 112585104 54 1,647 SH   DFND 1,2,7 1,647 0 0
Brown & Brown Inc COM 115236101 3,404 75,200 SH   DFND 1,2,6 73,500 0 1,700
Brown-Forman Corp CL B 115637209 16 216 SH   DFND 1,2 216 0 0
Brown-Forman Corp CL B 115637209 20,860 276,954 SH   DFND 1,2,6 274,454 0 2,500
Brown-Forman Corp CL B 115637209 116 1,538 SH   DFND 1,2,7 1,538 0 0
BRP Inc COM SUN VTG 05577W200 866 16,400 SH   DFND 1,2,6 16,400 0 0
Bruker Corp COM 116794108 557 14,000 SH   DFND 1,2,6 14,000 0 0
Brunswick Corp/DE COM 117043109 5,457 92,636 SH   DFND 1,2,8 92,636 0 0
Buckle Inc/The COM 118440106 1,136 55,700 SH   DFND 1,2,6 9,000 0 46,700
Builders FirstSource Inc COM 12008R107 10,800 331,100 SH   DFND 1,2,6 211,000 0 120,100
Burlington Stores Inc COM 122017106 10 47 SH   DFND 1,2 47 0 0
Burlington Stores Inc COM 122017106 201 974 SH   DFND 1,2,7 974 0 0
Burning Rock Biotech Ltd SPONSORED ADS 12233L107 502 20,000 SH   DFND 1,2 20,000 0 0
Cabot Corp COM 127055101 2,719 75,466 SH   DFND 1,2,6 34,100 0 41,366
Cabot Oil & Gas Corp COM 127097103 344 19,818 SH   DFND 1,2,7 19,818 0 0
CACI International Inc CL A 127190304 1,577 7,400 SH   DFND 1,2,6 3,500 0 3,900
Cadence Design Systems Inc COM 127387108 21 199 SH   DFND 1,2 199 0 0
Cadence Design Systems Inc COM 127387108 9,477 88,881 SH   DFND 1,2,6 87,300 0 1,581
Cadence Design Systems Inc COM 127387108 362 3,391 SH   DFND 1,2,7 3,391 0 0
Cadence Design Systems Inc COM 127387108 102,154 958,024 SH   DFND 1,2,8 958,024 0 0
CalAmp Corp COM 128126109 385 53,600 SH   DFND 1,2,6 0 0 53,600
California Water Service Group COM 130788102 965 22,200 SH   DFND 1,2,6 15,500 0 6,700
Camden Property Trust SH BEN INT 133131102 1,708 19,200 SH   DFND 1,2,6 19,200 0 0
Camden Property Trust SH BEN INT 133131102 176 1,980 SH   DFND 1,2,7 1,980 0 0
Campbell Soup Co COM 134429109 924 19,100 SH   DFND 1,2,6 19,100 0 0
Campbell Soup Co COM 134429109 10 203 SH   DFND 1,2,7 203 0 0
Camping World Holdings Inc CL A 13462K109 3,656 122,900 SH   DFND 1,2,6 81,400 0 41,500
Canadian Imperial Bank of Commerce COM 136069101 23 313 SH   DFND 1,2 313 0 0
Canadian Imperial Bank of Commerce COM 136069101 9,736 130,300 SH   DFND 1,2,6 123,300 0 7,000
Canadian Imperial Bank of Commerce COM 136069101 167 2,230 SH   DFND 1,2,7 2,230 0 0
Canadian National Railway Co COM 136375102 55 519 SH   DFND 1,2 519 0 0
Canadian National Railway Co COM 136375102 25,870 243,000 SH   DFND 1,2,6 225,200 0 17,800
Canadian National Railway Co COM 136375102 2,682 25,196 SH   DFND 1,2,7 8,078 0 17,118
Canadian Natural Resources Ltd COM 136385101 13 816 SH   DFND 1,2 816 0 0
Canadian Natural Resources Ltd COM 136385101 938 58,578 SH   DFND 1,2,7 58,578 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,735 5,700 SH   DFND 1,2 5,600 0 0
Canadian Pacific Railway Ltd COM 13645T100 33,305 109,400 SH   DFND 1,2,6 106,000 0 3,400
Canadian Pacific Railway Ltd COM 13645T100 61 200 SH   DFND 1,2,7 200 0 0
Canadian Solar Inc COM 136635109 1,120 31,900 SH   DFND 1,2,6 2,500 0 29,400
Cannae Holdings Inc COM 13765N107 5,190 139,300 SH   DFND 1,2,6 79,900 0 59,400
Canon Inc SPONSORED ADR 138006309 12 702 SH   DFND 1,2 702 0 0
Capital One Financial Corp COM 14040H105 22 310 SH   DFND 1,2 310 0 0
Capital One Financial Corp COM 14040H105 208 2,900 SH   DFND 1,2,6 0 0 2,900
Capital One Financial Corp COM 14040H105 1,392 19,373 SH   DFND 1,2,7 977 0 18,396
Cardinal Health Inc COM 14149Y108 10 214 SH   DFND 1,2 214 0 0
Cardinal Health Inc COM 14149Y108 21,409 456,000 SH   DFND 1,2,6 421,700 0 34,300
Cardinal Health Inc COM 14149Y108 96 2,048 SH   DFND 1,2,7 2,048 0 0
Cardtronics PLC SHS CL A G1991C105 2,111 106,600 SH   DFND 1,2,6 73,700 0 32,900
Cargurus Inc COM CL A 141788109 257 11,900 SH   DFND 1,2,6 11,900 0 0
Carmax Inc COM 143130102 11 120 SH   DFND 1,2 120 0 0
Carmax Inc COM 143130102 22 240 SH   DFND 1,2,7 240 0 0
Carriage Services Inc COM 143905107 1,142 51,200 SH   DFND 1,2,6 35,000 0 16,200
Carrier Global Corp COM 14448C104 17 561 SH   DFND 1,2 561 0 0
Carrier Global Corp COM 14448C104 247 8,101 SH   DFND 1,2,6 8,101 0 0
Carrier Global Corp COM 14448C104 16,132 528,233 SH   DFND 1,2,7 527,750 0 483
Carter's Inc COM 146229109 1,749 20,200 SH   DFND 1,2,6 12,200 0 8,000
Carvana Co CL A 146869102 2,186 9,800 SH   DFND 1,2,6 6,500 0 3,300
Cass Information Systems Inc COM 14808P109 2,676 66,500 SH   DFND 1,2,6 46,100 0 20,400
Catalent Inc COM 148806102 20,864 243,570 SH   DFND 1,2,8 243,570 0 0
Caterpillar Inc COM 149123101 53 358 SH   DFND 1,2 358 0 0
Caterpillar Inc COM 149123101 33,287 223,176 SH   DFND 1,2,6 219,876 0 3,300
Caterpillar Inc COM 149123101 2,645 17,733 SH   DFND 1,2,7 15,880 0 1,853
CBRE Group Inc CL A 12504L109 11 227 SH   DFND 1,2 227 0 0
CBRE Group Inc CL A 12504L109 3,344 71,200 SH   DFND 1,2,6 71,200 0 0
CBRE Group Inc CL A 12504L109 50 1,066 SH   DFND 1,2,7 1,066 0 0
CDK Global Inc COM 12508E101 2,132 48,900 SH   DFND 1,2,6 39,900 0 9,000
CDK Global Inc COM 12508E101 9 200 SH   DFND 1,2,7 200 0 0
CDW Corp/DE COM 12514G108 12 102 SH   DFND 1,2 102 0 0
CDW Corp/DE COM 12514G108 8,449 70,688 SH   DFND 1,2,6 70,188 0 500
CDW Corp/DE COM 12514G108 227 1,898 SH   DFND 1,2,7 1,898 0 0
Celanese Corp COM 150870103 14,772 137,478 SH   DFND 1,2,6 137,478 0 0
Celanese Corp COM 150870103 114 1,057 SH   DFND 1,2,7 1,057 0 0
Cenovus Energy Inc COM 15135U109 201 51,672 SH   DFND 1,2,7 51,672 0 0
Centene Corp COM 15135B101 24 412 SH   DFND 1,2 412 0 0
Centene Corp COM 15135B101 292 5,000 SH   DFND 1,2,6 5,000 0 0
Centene Corp COM 15135B101 831 14,246 SH   DFND 1,2,7 14,246 0 0
Centene Corp COM 15135B101 10,188 174,666 SH   DFND 1,2,8 174,666 0 0
Century Communities Inc COM 156504300 411 9,700 SH   DFND 1,2,6 0 0 9,700
CenturyLink Inc COM 156700106 255 25,291 SH   DFND 1,2,7 25,291 0 0
Cerence Inc COM 156727109 4,032 82,500 SH   DFND 1,2,6 60,300 0 22,200
Cerence Inc COM 156727109 5,473 112,000 SH   DFND 1,2,7 112,000 0 0
Ceridian HCM Holding Inc COM 15677J108 1,431 17,318 SH   DFND 1,2,6 11,818 0 5,500
Cerner Corp COM 156782104 17 234 SH   DFND 1,2 234 0 0
Cerner Corp COM 156782104 25,851 357,600 SH   DFND 1,2,6 356,000 0 1,600
Cerner Corp COM 156782104 1,728 23,898 SH   DFND 1,2,7 23,898 0 0
Cerner Corp COM 156782104 9,293 128,545 SH   DFND 1,2,8 128,545 0 0
CF Industries Holdings Inc COM 125269100 768 25,000 SH   DFND 1,2,6 24,000 0 1,000
CF Industries Holdings Inc COM 125269100 9 300 SH   DFND 1,2,7 300 0 0
CGI Inc CL A SUB VTG 12532H104 12 173 SH   DFND 1,2 173 0 0
CGI Inc CL A SUB VTG 12532H104 23,726 350,100 SH   DFND 1,2,6 315,400 0 34,700
CGI Inc CL A SUB VTG 12532H104 1,159 17,106 SH   DFND 1,2,7 300 0 16,806
ChampionX Corp COM 15872M104 243 30,464 SH   DFND 1,2,7 470 0 29,994
Change Healthcare Inc COM 15912K100 5,045 347,700 SH   DFND 1,2,6 227,900 0 119,800
Change Healthcare Inc COM 15912K100 7 467 SH   DFND 1,2,7 467 0 0
ChannelAdvisor Corp COM 159179100 1,848 127,700 SH   DFND 1,2,6 96,700 0 31,000
Charles River Laboratories International Inc COM 159864107 294 1,300 SH   DFND 1,2,6 0 0 1,300
Charles Schwab Corp/The COM 808513105 29 805 SH   DFND 1,2 805 0 0
Charles Schwab Corp/The COM 808513105 3,072 84,800 SH   DFND 1,2,6 76,400 0 8,400
Charles Schwab Corp/The COM 808513105 2,404 66,366 SH   DFND 1,2,7 66,366 0 0
Charles Schwab Corp/The COM 808513105 2,347 64,791 SH   DFND 1,2,8 64,791 0 0
Charter Communications Inc CL A 16119P108 62 99 SH   DFND 1,2 99 0 0
Charter Communications Inc CL A 16119P108 10,676 17,100 SH   DFND 1,2,6 15,300 0 1,800
Charter Communications Inc CL A 16119P108 2,326 3,725 SH   DFND 1,2,7 3,616 0 109
Check Point Software Technologies Ltd ORD M22465104 7,882 65,500 SH   DFND 1,2,6 65,400 0 100
Check Point Software Technologies Ltd ORD M22465104 24,422 202,943 SH   DFND 1,2,7 202,943 0 0
Chegg Inc COM 163092109 3,879 54,300 SH   DFND 1,2,6 41,800 0 12,500
Chemed Corp COM 16359R103 7,097 14,774 SH   DFND 1,2,7 825 0 13,949
Chemed Corp COM 16359R103 6,287 13,089 SH   DFND 1,2,8 13,089 0 0
ChemoCentryx Inc COM 16383L106 2,603 47,500 SH   DFND 1,2,6 27,500 0 20,000
Chemours Co/The COM 163851108 2,530 121,000 SH   DFND 1,2,6 58,200 0 62,800
Cheniere Energy Inc COM NEW 16411R208 21,118 456,400 SH   DFND 1,2,6 418,500 0 37,900
Cheniere Energy Inc COM NEW 16411R208 14 300 SH   DFND 1,2,7 300 0 0
Chevron Corp COM 166764100 94 1,305 SH   DFND 1,2 1,305 0 0
Chevron Corp COM 166764100 17,273 239,900 SH   DFND 1,2,6 222,200 0 17,700
Chevron Corp COM 166764100 13,109 182,063 SH   DFND 1,2,7 156,336 0 25,727
Chevron Corp COM 166764100 1,786 24,799 SH   DFND 1,2,8 24,799 0 0
China Life Insurance Co Ltd SPON ADR REP H 16939P106 12 1,065 SH   DFND 1,2 1,065 0 0
China Mobile Ltd SPONSORED ADR 16941M109 29 887 SH   DFND 1,2 887 0 0
China Yuchai International Ltd COM G21082105 218 12,100 SH   DFND 1,2,6 12,100 0 0
Chipotle Mexican Grill Inc COM 169656105 24 19 SH   DFND 1,2 19 0 0
Chipotle Mexican Grill Inc COM 169656105 173 139 SH   DFND 1,2,7 139 0 0
Chipotle Mexican Grill Inc COM 169656105 32,100 25,810 SH   DFND 1,2,8 25,810 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 7,983 78,119 SH   DFND 1,2,6 62,500 0 15,619
CH Robinson Worldwide Inc COM NEW 12541W209 338 3,307 SH   DFND 1,2,7 3,307 0 0
Chubb Ltd COM H1467J104 38 331 SH   DFND 1,2 331 0 0
Chubb Ltd COM H1467J104 12,796 110,200 SH   DFND 1,2,6 104,000 0 6,200
Chubb Ltd COM H1467J104 1,176 10,129 SH   DFND 1,2,7 2,057 0 8,072
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 10 268 SH   DFND 1,2 268 0 0
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 580 16,000 SH   DFND 1,2,7 7,800 0 8,200
Church & Dwight Co Inc COM 171340102 17 177 SH   DFND 1,2 177 0 0
Church & Dwight Co Inc COM 171340102 22,490 240,000 SH   DFND 1,2,6 237,800 0 2,200
Church & Dwight Co Inc COM 171340102 145 1,544 SH   DFND 1,2,7 1,544 0 0
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102 48 5,842 SH   DFND 1,2,7 0 0 5,842
Cia Energetica de Minas Gerais SP ADR N-V PFD 204409601 1,101 595,321 SH   DFND 1,2,7 0 0 595,321
Ciena Corp COM NEW 171779309 230 5,800 SH   DFND 1,2,6 5,800 0 0
Ciena Corp COM NEW 171779309 17,372 437,704 SH   DFND 1,2,8 437,704 0 0
Cigna Corp COM 125523100 42 245 SH   DFND 1,2 245 0 0
Cigna Corp COM 125523100 15,910 93,913 SH   DFND 1,2,6 89,627 0 4,286
Cigna Corp COM 125523100 87 512 SH   DFND 1,2,7 512 0 0
Cigna Corp COM 125523100 10,643 62,821 SH   DFND 1,2,8 62,821 0 0
Cimpress PLC SHS EURO G2143T103 3,876 51,564 SH   DFND 1,2,7 51,564 0 0
Cincinnati Financial Corp COM 172062101 414 5,315 SH   DFND 1,2,7 5,315 0 0
Cintas Corp COM 172908105 21 63 SH   DFND 1,2 63 0 0
Cintas Corp COM 172908105 19,499 58,585 SH   DFND 1,2,6 58,100 0 485
Cintas Corp COM 172908105 406 1,221 SH   DFND 1,2,7 1,221 0 0
Cirrus Logic Inc COM 172755100 31,975 474,059 SH   DFND 1,2,8 474,059 0 0
Cisco Systems Inc COM 17275R102 115 2,919 SH   DFND 1,2 2,919 0 0
Cisco Systems Inc COM 17275R102 83,191 2,111,978 SH   DFND 1,2,6 1,995,460 0 116,518
Cisco Systems Inc COM 17275R102 10,545 267,718 SH   DFND 1,2,7 78,657 0 189,061
Cisco Systems Inc COM 17275R102 30,677 778,792 SH   DFND 1,2,8 778,792 0 0
Citigroup Inc COM NEW 172967424 64 1,475 SH   DFND 1,2 1,475 0 0
Citigroup Inc COM NEW 172967424 8,100 187,900 SH   DFND 1,2,6 183,300 0 4,600
Citigroup Inc COM NEW 172967424 23,037 534,385 SH   DFND 1,2,7 359,763 0 174,622
Citizens Financial Group Inc COM 174610105 5,170 204,500 SH   DFND 1,2,6 204,500 0 0
Citizens Financial Group Inc COM 174610105 83 3,277 SH   DFND 1,2,7 3,277 0 0
Citizens Financial Group Inc COM 174610105 1,528 60,427 SH   DFND 1,2,8 60,427 0 0
Citrix Systems Inc COM 177376100 13 94 SH   DFND 1,2 94 0 0
Citrix Systems Inc COM 177376100 32,666 237,205 SH   DFND 1,2,6 225,800 0 11,405
Citrix Systems Inc COM 177376100 440 3,198 SH   DFND 1,2,7 3,198 0 0
City Office REIT Inc COM 178587101 155 20,600 SH   DFND 1,2,6 8,100 0 12,500
Clorox Co/The COM 189054109 19 89 SH   DFND 1,2 89 0 0
Clorox Co/The COM 189054109 33,668 160,193 SH   DFND 1,2,6 159,093 0 1,100
Clorox Co/The COM 189054109 384 1,826 SH   DFND 1,2,7 1,826 0 0
Cloudera Inc COM 18914U100 5,988 549,900 SH   DFND 1,2,6 387,500 0 162,400
Clovis Oncology Inc COM 189464100 1,961 336,351 SH   DFND 1,2,6 241,151 0 95,200
CME Group Inc COM 12572Q105 42 253 SH   DFND 1,2 253 0 0
CME Group Inc COM 12572Q105 13,351 79,800 SH   DFND 1,2,6 77,500 0 2,300
CME Group Inc COM 12572Q105 20,558 122,871 SH   DFND 1,2,7 122,692 0 179
CMS Energy Corp COM 125896100 12 190 SH   DFND 1,2 190 0 0
CMS Energy Corp COM 125896100 1,179 19,200 SH   DFND 1,2,6 15,800 0 3,400
CNH Industrial NV SHS N20944109 51,521 6,588,388 SH   DFND 1,2,7 6,298,412 0 289,976
CNOOC Ltd SPONSORED ADR 126132109 12 124 SH   DFND 1,2 124 0 0
Coca-Cola Consolidated Inc COM 191098102 891 3,700 SH   DFND 1,2,6 3,100 0 600
Coca-Cola Co/The COM 191216100 135 2,739 SH   DFND 1,2 2,739 0 0
Coca-Cola Co/The COM 191216100 92,312 1,869,800 SH   DFND 1,2,6 1,820,800 0 49,000
Coca-Cola Co/The COM 191216100 15,616 316,313 SH   DFND 1,2,7 293,400 0 22,913
Coca-Cola European Partners PLC SHS G25839104 2,767 71,300 SH   DFND 1,2,6 71,300 0 0
Coca-Cola European Partners PLC SHS G25839104 1,703 43,891 SH   DFND 1,2,7 43,891 0 0
Cognex Corp COM 192422103 15 226 SH   DFND 1,2,7 226 0 0
Cognex Corp COM 192422103 68,646 1,054,474 SH   DFND 1,2,8 1,054,474 0 0
Cognizant Technology Solutions Corp CL A 192446102 28 405 SH   DFND 1,2 405 0 0
Cognizant Technology Solutions Corp CL A 192446102 21,095 303,878 SH   DFND 1,2,6 301,300 0 2,578
Cognizant Technology Solutions Corp CL A 192446102 802 11,548 SH   DFND 1,2,7 11,548 0 0
Colfax Corp COM 194014106 9,976 318,100 SH   DFND 1,2,6 215,300 0 102,800
Colgate-Palmolive Co COM 194162103 45 589 SH   DFND 1,2 589 0 0
Colgate-Palmolive Co COM 194162103 91,631 1,187,700 SH   DFND 1,2,6 1,138,600 0 49,100
Colgate-Palmolive Co COM 194162103 7,222 93,608 SH   DFND 1,2,7 1,525 0 92,083
Colgate-Palmolive Co COM 194162103 4,101 53,154 SH   DFND 1,2,8 53,154 0 0
Columbia Property Trust Inc COM NEW 198287203 517 47,400 SH   DFND 1,2,6 2,800 0 44,600
Columbia Property Trust Inc COM NEW 198287203 15 1,408 SH   DFND 1,2,7 1,408 0 0
Columbia Sportswear Co COM 198516106 4,546 52,262 SH   DFND 1,2,8 52,262 0 0
Comcast Corp CL A 20030N101 148 3,197 SH   DFND 1,2 3,197 0 0
Comcast Corp CL A 20030N101 47,691 1,030,942 SH   DFND 1,2,6 980,450 0 50,492
Comcast Corp CL A 20030N101 9,186 198,565 SH   DFND 1,2,7 123,028 0 75,537
Comcast Corp CL A 20030N101 3,935 85,061 SH   DFND 1,2,8 85,061 0 0
Comerica Inc COM 200340107 6,074 158,800 SH   DFND 1,2,6 158,800 0 0
Comerica Inc COM 200340107 7 183 SH   DFND 1,2,7 183 0 0
Comfort Systems USA Inc COM 199908104 3,085 59,900 SH   DFND 1,2,6 32,900 0 27,000
Computer Programs and Systems Inc COM 205306103 2,234 80,900 SH   DFND 1,2,6 60,300 0 20,600
comScore Inc COM 20564W105 296 145,300 SH   DFND 1,2,6 33,200 0 112,100
Comtech Telecommunications Corp COM NEW 205826209 1,712 122,290 SH   DFND 1,2,6 86,890 0 35,400
Conagra Brands Inc COM 205887102 12 341 SH   DFND 1,2 341 0 0
Conagra Brands Inc COM 205887102 882 24,700 SH   DFND 1,2,6 24,700 0 0
Conagra Brands Inc COM 205887102 21 600 SH   DFND 1,2,7 600 0 0
Concert Pharmaceuticals Inc COM 206022105 607 61,772 SH   DFND 1,2,6 15,972 0 45,800
Concho Resources Inc COM 20605P101 435 9,866 SH   DFND 1,2,7 9,866 0 0
CONMED Corp COM 207410101 53,308 677,617 SH   DFND 1,2,8 677,617 0 0
ConocoPhillips COM 20825C104 26 799 SH   DFND 1,2 799 0 0
ConocoPhillips COM 20825C104 749 22,800 SH   DFND 1,2,6 19,600 0 3,200
ConocoPhillips COM 20825C104 4,035 122,864 SH   DFND 1,2,7 85,772 0 37,092
Consolidated Edison Inc COM 209115104 18 231 SH   DFND 1,2 231 0 0
Consolidated Edison Inc COM 209115104 32,054 412,000 SH   DFND 1,2,6 408,500 0 3,500
Consolidated Edison Inc COM 209115104 610 7,835 SH   DFND 1,2,7 7,835 0 0
Constellation Brands Inc CL A 21036P108 22 117 SH   DFND 1,2 117 0 0
Constellation Brands Inc CL A 21036P108 208 1,100 SH   DFND 1,2,6 0 0 1,100
Constellation Brands Inc CL A 21036P108 46 241 SH   DFND 1,2,7 241 0 0
Constellation Brands Inc CL A 21036P108 1,817 9,589 SH   DFND 1,2,8 9,589 0 0
Constellation Pharmaceuticals Inc COM 210373106 3,843 189,696 SH   DFND 1,2,8 189,696 0 0
Cooper Cos Inc/The COM NEW 216648402 11 34 SH   DFND 1,2 34 0 0
Cooper Cos Inc/The COM NEW 216648402 3,168 9,396 SH   DFND 1,2,6 9,396 0 0
Cooper Cos Inc/The COM NEW 216648402 111 330 SH   DFND 1,2,7 330 0 0
Cooper Cos Inc/The COM NEW 216648402 13,005 38,577 SH   DFND 1,2,8 38,577 0 0
Copart Inc COM 217204106 15 142 SH   DFND 1,2 142 0 0
Copart Inc COM 217204106 27,494 261,449 SH   DFND 1,2,6 258,300 0 3,149
Corcept Therapeutics Inc COM 218352102 231 13,300 SH   DFND 1,2,6 0 0 13,300
CoreCivic Inc COM 21871N101 3,048 381,000 SH   DFND 1,2,6 268,400 0 112,600
CoreLogic Inc/United States COM 21871D103 13,561 200,400 SH   DFND 1,2,6 0 0 200,400
Cornerstone OnDemand Inc COM 21925Y103 244 6,700 SH   DFND 1,2,6 0 0 6,700
Corning Inc COM 219350105 18 547 SH   DFND 1,2 547 0 0
Corning Inc COM 219350105 3,805 117,400 SH   DFND 1,2,6 117,400 0 0
Corning Inc COM 219350105 38 1,181 SH   DFND 1,2,7 1,181 0 0
Corteva Inc COM 22052L104 14 502 SH   DFND 1,2 502 0 0
Corteva Inc COM 22052L104 2,210 76,700 SH   DFND 1,2,6 73,800 0 2,900
Corteva Inc COM 22052L104 2,579 89,511 SH   DFND 1,2,7 44,951 0 44,560
CorVel Corp COM 221006109 1,256 14,700 SH   DFND 1,2,6 11,600 0 3,100
CoStar Group Inc COM 22160N109 22 26 SH   DFND 1,2 26 0 0
CoStar Group Inc COM 22160N109 7,976 9,400 SH   DFND 1,2,6 9,300 0 100
CoStar Group Inc COM 22160N109 665 784 SH   DFND 1,2,7 784 0 0
Costco Wholesale Corp COM 22160K105 111 313 SH   DFND 1,2 313 0 0
Costco Wholesale Corp COM 22160K105 78,475 221,057 SH   DFND 1,2,6 215,811 0 5,246
Costco Wholesale Corp COM 22160K105 40,771 114,847 SH   DFND 1,2,7 113,157 0 1,690
Costco Wholesale Corp COM 22160K105 55,941 157,581 SH   DFND 1,2,8 157,581 0 0
Coupa Software Inc COM 22266L106 13 49 SH   DFND 1,2 49 0 0
Cracker Barrel Old Country Store Inc COM 22410J106 3,417 29,800 SH   DFND 1,2,6 12,200 0 17,600
Crane Co COM 224399105 3,875 77,300 SH   DFND 1,2,6 44,100 0 33,200
Crawford & Co CL B 224633107 1,332 206,819 SH   DFND 1,2,6 120,229 0 86,590
Credicorp Ltd COM G2519Y108 1,698 13,698 SH   DFND 1,2,8 13,698 0 0
Credit Suisse Group AG SPONSORED ADR 225401108 27 2,681 SH   DFND 1,2 2,681 0 0
Cree Inc COM 225447101 39,264 616,010 SH   DFND 1,2,8 616,010 0 0
Cree Inc NOTE 0.875% 9/0 225447AB7 8,006 6,450,000 PRN   DFND 1,2,7 5,500,000 0 950,000
CRH PLC ADR 12626K203 21 577 SH   DFND 1,2 577 0 0
Crocs Inc COM 227046109 5,333 124,800 SH   DFND 1,2,6 77,000 0 47,800
Crowdstrike Holdings Inc CL A 22788C105 2,704 19,690 SH   DFND 1,2,7 19,690 0 0
Crown Castle International Corp COM 22822V101 48 291 SH   DFND 1,2 291 0 0
Crown Castle International Corp COM 22822V101 6,760 40,600 SH   DFND 1,2,6 39,700 0 900
Crown Castle International Corp COM 22822V101 4,023 24,160 SH   DFND 1,2,7 14,642 0 9,518
Crown Holdings Inc COM 228368106 1,391 18,100 SH   DFND 1,2,6 6,500 0 11,600
Crown Holdings Inc COM 228368106 15 200 SH   DFND 1,2,7 200 0 0
CSG Systems International Inc COM 126349109 5,880 143,600 SH   DFND 1,2,6 105,700 0 37,900
CSX Corp COM 126408103 43 560 SH   DFND 1,2 560 0 0
CSX Corp COM 126408103 18,501 238,200 SH   DFND 1,2,6 228,500 0 9,700
CSX Corp COM 126408103 154 1,984 SH   DFND 1,2,7 927 0 1,057
Cummins Inc COM 231021106 22 102 SH   DFND 1,2 102 0 0
Cummins Inc COM 231021106 20,588 97,500 SH   DFND 1,2,6 97,000 0 500
Cummins Inc COM 231021106 308 1,457 SH   DFND 1,2,7 1,457 0 0
Curtiss-Wright Corp COM 231561101 1,138 12,200 SH   DFND 1,2,6 12,200 0 0
CVS Health Corp COM 126650100 54 917 SH   DFND 1,2 917 0 0
CVS Health Corp COM 126650100 12,611 215,944 SH   DFND 1,2,6 204,601 0 11,343
CVS Health Corp COM 126650100 677 11,592 SH   DFND 1,2,7 2,597 0 8,995
CVS Health Corp COM 126650100 21,196 362,938 SH   DFND 1,2,8 362,938 0 0
CyberArk Software Ltd SHS M2682V108 2,856 27,620 SH   DFND 1,2,7 27,620 0 0
CyrusOne Inc COM 23283R100 6,084 86,872 SH   DFND 1,2 86,872 0 0
CyrusOne Inc COM 23283R100 1,029 14,700 SH   DFND 1,2,6 14,700 0 0
CyrusOne Inc COM 23283R100 141 2,017 SH   DFND 1,2,7 2,017 0 0
CytomX Therapeutics Inc COM 23284F105 1,071 161,126 SH   DFND 1,2,6 84,126 0 77,000
Danaher Corp COM 235851102 96 446 SH   DFND 1,2 446 0 0
Danaher Corp COM 235851102 74,203 344,600 SH   DFND 1,2,6 336,700 0 7,900
Danaher Corp COM 235851102 1,073 4,983 SH   DFND 1,2,7 4,983 0 0
Danaher Corp COM 235851102 38,958 180,922 SH   DFND 1,2,8 180,922 0 0
Daqo New Energy Corp SPNSRD ADR NEW 23703Q203 108 800 SH   DFND 1,2,6 800 0 0
Darling Ingredients Inc COM 237266101 3,540 98,258 SH   DFND 1,2,8 98,258 0 0
DaVita Inc COM 23918K108 2,338 27,300 SH   DFND 1,2,6 27,300 0 0
DaVita Inc COM 23918K108 11 127 SH   DFND 1,2,7 127 0 0
Deciphera Pharmaceuticals Inc COM 24344T101 328 6,400 SH   DFND 1,2,6 0 0 6,400
Deciphera Pharmaceuticals Inc COM 24344T101 2,535 49,407 SH   DFND 1,2,8 49,407 0 0
Deckers Outdoor Corp COM 243537107 13,751 62,500 SH   DFND 1,2,6 45,900 0 16,600
Deere & Co COM 244199105 46 207 SH   DFND 1,2 207 0 0
Deere & Co COM 244199105 30,607 138,100 SH   DFND 1,2,6 134,500 0 3,600
Deere & Co COM 244199105 254 1,144 SH   DFND 1,2,7 1,144 0 0
Deere & Co COM 244199105 4,612 20,808 SH   DFND 1,2,8 20,808 0 0
Dell Technologies Inc CL C 24703L202 2,376 35,095 SH   DFND 1,2,7 541 0 34,554
Deluxe Corp COM 248019101 4,266 165,800 SH   DFND 1,2,6 128,900 0 36,900
Denali Therapeutics Inc COM 24823R105 7,993 223,071 SH   DFND 1,2,8 223,071 0 0
DENTSPLY SIRONA Inc COM 24906P109 1,233 28,200 SH   DFND 1,2,6 14,100 0 14,100
DENTSPLY SIRONA Inc COM 24906P109 209 4,778 SH   DFND 1,2,7 4,778 0 0
Deutsche Bank AG NAMEN AKT D18190898 23 2,787 SH   DFND 1,2 2,787 0 0
Deutsche Bank AG NAMEN AKT D18190898 540 64,333 SH   DFND 1,2,6 64,333 0 0
Deutsche Bank AG NAMEN AKT D18190898 1,049 124,875 SH   DFND 1,2,7 124,875 0 0
DexCom Inc COM 252131107 26 64 SH   DFND 1,2 64 0 0
DexCom Inc COM 252131107 16,448 39,900 SH   DFND 1,2,6 34,900 0 5,000
DexCom Inc COM 252131107 21,250 51,549 SH   DFND 1,2,7 4,084 0 47,465
DexCom Inc COM 252131107 169,616 411,460 SH   DFND 1,2,8 411,460 0 0
DexCom Inc NOTE 0.750%12/0 252131AH0 9,385 3,702,000 PRN   DFND 1,2,7 3,168,000 0 534,000
DHI Group Inc COM 23331S100 108 47,878 SH   DFND 1,2,6 35,300 0 12,578
DHT Holdings Inc SHS NEW Y2065G121 641 124,300 SH   DFND 1,2,6 63,500 0 60,800
Diageo PLC SPON ADR NEW 25243Q205 54 390 SH   DFND 1,2 390 0 0
Diamondback Energy Inc COM 25278X109 240 7,962 SH   DFND 1,2,7 7,962 0 0
Diamond Hill Investment Group Inc COM NEW 25264R207 699 5,530 SH   DFND 1,2,6 5,530 0 0
Dicerna Pharmaceuticals Inc COM 253031108 624 34,700 SH   DFND 1,2,6 34,700 0 0
Dicerna Pharmaceuticals Inc COM 253031108 4,317 239,959 SH   DFND 1,2,8 239,959 0 0
Dick's Sporting Goods Inc COM 253393102 4,231 73,100 SH   DFND 1,2,6 45,600 0 27,500
Digital Realty Trust Inc COM 253868103 866 5,900 SH   DFND 1,2 5,900 0 0
Digital Realty Trust Inc COM 253868103 2,275 15,500 SH   DFND 1,2,6 14,900 0 600
Digital Realty Trust Inc COM 253868103 639 4,351 SH   DFND 1,2,7 4,351 0 0
Digital Turbine Inc COM NEW 25400W102 304 9,300 SH   DFND 1,2,6 9,300 0 0
Discovery Inc COM SER A 25470F104 603 27,700 SH   DFND 1,2,6 27,700 0 0
DocuSign Inc COM 256163106 27 124 SH   DFND 1,2 124 0 0
DocuSign Inc COM 256163106 753 3,500 SH   DFND 1,2,6 1,600 0 1,900
DocuSign Inc COM 256163106 161 747 SH   DFND 1,2,7 747 0 0
Dollar General Corp COM 256677105 40 193 SH   DFND 1,2 193 0 0
Dollar General Corp COM 256677105 22,052 105,200 SH   DFND 1,2,6 102,800 0 2,400
Dollar General Corp COM 256677105 11,100 52,951 SH   DFND 1,2,7 52,951 0 0
Dollar Tree Inc COM 256746108 16 175 SH   DFND 1,2 175 0 0
Dollar Tree Inc COM 256746108 26,461 289,700 SH   DFND 1,2,6 271,400 0 18,300
Dollar Tree Inc COM 256746108 454 4,970 SH   DFND 1,2,7 4,970 0 0
Dominion Energy Inc COM 25746U109 46 578 SH   DFND 1,2 578 0 0
Dominion Energy Inc COM 25746U109 6,930 87,800 SH   DFND 1,2,6 84,400 0 3,400
Dominion Energy Inc COM 25746U109 2,898 36,710 SH   DFND 1,2,7 19,440 0 17,270
Domino's Pizza Inc COM 25754A201 11 27 SH   DFND 1,2 27 0 0
Domino's Pizza Inc COM 25754A201 31,683 74,500 SH   DFND 1,2,6 74,200 0 300
Domino's Pizza Inc COM 25754A201 243 572 SH   DFND 1,2,7 572 0 0
Donnelley Financial Solutions Inc COM 25787G100 2,232 167,100 SH   DFND 1,2,6 109,700 0 57,400
Dorian LPG Ltd SHS USD Y2106R110 87 10,800 SH   DFND 1,2,6 7,900 0 2,900
Douglas Emmett Inc COM 25960P109 10,415 414,949 SH   DFND 1,2 414,949 0 0
Douglas Emmett Inc COM 25960P109 91 3,623 SH   DFND 1,2,7 3,623 0 0
Dover Corp COM 260003108 1,016 9,380 SH   DFND 1,2,6 9,380 0 0
Dover Corp COM 260003108 192 1,776 SH   DFND 1,2,7 1,776 0 0
Dow Inc COM 260557103 25 530 SH   DFND 1,2 530 0 0
Dow Inc COM 260557103 485 10,300 SH   DFND 1,2,6 8,700 0 1,600
Dow Inc COM 260557103 4,264 90,625 SH   DFND 1,2,7 65,173 0 25,452
DR Horton Inc COM 23331A109 20 259 SH   DFND 1,2 259 0 0
DR Horton Inc COM 23331A109 23,462 310,217 SH   DFND 1,2,6 301,817 0 8,400
DR Horton Inc COM 23331A109 421 5,570 SH   DFND 1,2,7 5,570 0 0
DTE Energy Co COM 233331107 15 127 SH   DFND 1,2 127 0 0
DTE Energy Co COM 233331107 144 1,249 SH   DFND 1,2,7 1,249 0 0
Dropbox Inc CL A 26210C104 37,452 1,944,558 SH   DFND 1,2,8 1,944,558 0 0
Dr Reddy's Laboratories Ltd ADR 256135203 1,312 18,855 SH   DFND 1,2,7 7,600 0 11,255
Duke Energy Corp COM NEW 26441C204 46 524 SH   DFND 1,2 524 0 0
Duke Energy Corp COM NEW 26441C204 30,224 341,281 SH   DFND 1,2,6 338,481 0 2,800
Duke Energy Corp COM NEW 26441C204 10,034 113,299 SH   DFND 1,2,7 69,545 0 43,754
Duke Realty Corp COM NEW 264411505 29,780 807,035 SH   DFND 1,2 807,035 0 0
Duke Realty Corp COM NEW 264411505 4,642 125,800 SH   DFND 1,2,6 125,800 0 0
Duke Realty Corp COM NEW 264411505 377 10,228 SH   DFND 1,2,7 10,228 0 0
Duke Realty Corp COM NEW 264411505 13,452 364,542 SH   DFND 1,2,8 364,542 0 0
DuPont de Nemours Inc COM 26614N102 29 517 SH   DFND 1,2 517 0 0
DuPont de Nemours Inc COM 26614N102 576 10,387 SH   DFND 1,2,6 8,000 0 2,387
DuPont de Nemours Inc COM 26614N102 3,801 68,517 SH   DFND 1,2,7 44,866 0 23,651
DXC Technology Co COM 23355L106 5,287 296,200 SH   DFND 1,2,6 263,900 0 32,300
Easterly Government Properties Inc COM 27616P103 11,932 532,427 SH   DFND 1,2 532,427 0 0
Easterly Government Properties Inc COM 27616P103 205 9,146 SH   DFND 1,2,7 9,146 0 0
Eastman Chemical Co COM 277432100 9,898 126,700 SH   DFND 1,2,6 124,600 0 2,100
Eastman Chemical Co COM 277432100 16 200 SH   DFND 1,2,7 200 0 0
East West Bancorp Inc COM 27579R104 2,308 70,500 SH   DFND 1,2,6 67,200 0 3,300
East West Bancorp Inc COM 27579R104 7 203 SH   DFND 1,2,7 203 0 0
Eaton Corp PLC SHS G29183103 29 288 SH   DFND 1,2 288 0 0
Eaton Corp PLC SHS G29183103 14,029 137,500 SH   DFND 1,2,6 135,800 0 1,700
Eaton Corp PLC SHS G29183103 417 4,090 SH   DFND 1,2,7 4,090 0 0
Eaton Vance Corp COM NON VTG 278265103 9,431 247,200 SH   DFND 1,2,6 191,400 0 55,800
eBay Inc COM 278642103 31 593 SH   DFND 1,2 593 0 0
eBay Inc COM 278642103 56,071 1,076,226 SH   DFND 1,2,6 1,059,076 0 17,150
eBay Inc COM 278642103 290 5,568 SH   DFND 1,2,7 5,568 0 0
Ebix Inc COM NEW 278715206 1,446 70,200 SH   DFND 1,2,6 64,000 0 6,200
Echo Global Logistics Inc COM 27875T101 1,337 51,900 SH   DFND 1,2,6 45,500 0 6,400
Ecolab Inc COM 278865100 36 181 SH   DFND 1,2 181 0 0
Ecolab Inc COM 278865100 15,967 79,900 SH   DFND 1,2,6 77,500 0 2,400
Ecolab Inc COM 278865100 22,163 110,902 SH   DFND 1,2,7 55,245 0 55,657
Ecolab Inc COM 278865100 32,439 162,324 SH   DFND 1,2,8 162,324 0 0
Edgewell Personal Care Co COM 28035Q102 546 19,600 SH   DFND 1,2,6 4,700 0 14,900
Edison International COM 281020107 12 231 SH   DFND 1,2 231 0 0
Edison International COM 281020107 36,246 712,941 SH   DFND 1,2,6 712,941 0 0
Edison International COM 281020107 399 7,843 SH   DFND 1,2,7 7,843 0 0
Edwards Lifesciences Corp COM 28176E108 35 435 SH   DFND 1,2 435 0 0
Edwards Lifesciences Corp COM 28176E108 42,849 536,818 SH   DFND 1,2,6 511,652 0 25,166
Edwards Lifesciences Corp COM 28176E108 6,826 85,518 SH   DFND 1,2,7 6,743 0 78,775
Edwards Lifesciences Corp COM 28176E108 62,316 780,707 SH   DFND 1,2,8 780,707 0 0
Elastic NV ORD SHS N14506104 10,811 100,200 SH   DFND 1,2,8 100,200 0 0
Eldorado Gold Corp COM 284902509 3,542 335,700 SH   DFND 1,2,6 198,100 0 137,600
Electronic Arts Inc COM 285512109 28 213 SH   DFND 1,2 213 0 0
Electronic Arts Inc COM 285512109 743 5,700 SH   DFND 1,2,6 0 0 5,700
Electronic Arts Inc COM 285512109 12,066 92,526 SH   DFND 1,2,7 92,526 0 0
Electronic Arts Inc COM 285512109 20,541 157,511 SH   DFND 1,2,8 157,511 0 0
Eli Lilly and Co COM 532457108 93 630 SH   DFND 1,2 630 0 0
Eli Lilly and Co COM 532457108 65,732 444,076 SH   DFND 1,2,6 432,176 0 11,900
Eli Lilly and Co COM 532457108 898 6,067 SH   DFND 1,2,7 6,067 0 0
Eli Lilly and Co COM 532457108 14,009 94,643 SH   DFND 1,2,8 94,643 0 0
El Pollo Loco Holdings Inc COM 268603107 248 15,300 SH   DFND 1,2,6 7,300 0 8,000
Embotelladora Andina SA SPON ADR B 29081P303 162 12,481 SH   DFND 1,2,6 12,481 0 0
EMCOR Group Inc COM 29084Q100 10,718 158,300 SH   DFND 1,2,6 114,900 0 43,400
Emergent BioSolutions Inc COM 29089Q105 971 9,400 SH   DFND 1,2,6 9,400 0 0
Emerson Electric Co COM 291011104 27 416 SH   DFND 1,2 416 0 0
Emerson Electric Co COM 291011104 58,003 884,600 SH   DFND 1,2,6 840,900 0 43,700
Emerson Electric Co COM 291011104 424 6,463 SH   DFND 1,2,7 6,463 0 0
Empire State Realty Trust Inc CL A 292104106 388 63,400 SH   DFND 1,2,6 29,700 0 33,700
Empire State Realty Trust Inc CL A 292104106 9 1,396 SH   DFND 1,2,7 1,396 0 0
Enanta Pharmaceuticals Inc COM 29251M106 357 7,800 SH   DFND 1,2,6 3,700 0 4,100
Enbridge Inc COM 29250N105 40 1,371 SH   DFND 1,2 1,371 0 0
Enbridge Inc COM 29250N105 733 25,100 SH   DFND 1,2,6 25,100 0 0
Enbridge Inc COM 29250N105 1,081 37,006 SH   DFND 1,2,7 37,006 0 0
Encore Capital Group Inc COM 292554102 455 11,800 SH   DFND 1,2,6 5,600 0 6,200
Endava UK Ltd ADS 29260V105 18,594 294,448 SH   DFND 1,2,8 294,448 0 0
Endurance International Group Holdings Inc COM 29272B105 1,350 235,179 SH   DFND 1,2,6 156,679 0 78,500
Enel Americas SA SPONSORED ADR 29274F104 379 58,700 SH   DFND 1,2,6 58,700 0 0
Energizer Holdings Inc COM 29272W109 712 18,200 SH   DFND 1,2,6 16,900 0 1,300
EnerSys COM 29275Y102 3,913 58,300 SH   DFND 1,2,6 27,300 0 31,000
Eni SpA SPONSORED ADR 26874R108 13 851 SH   DFND 1,2 851 0 0
Enphase Energy Inc COM 29355A107 7,664 92,800 SH   DFND 1,2,6 73,300 0 19,500
Entegris Inc COM 29362U104 4,773 64,200 SH   DFND 1,2,6 43,300 0 20,900
Entergy Corp COM 29364G103 13 136 SH   DFND 1,2 136 0 0
Entergy Corp COM 29364G103 10,040 101,900 SH   DFND 1,2,6 101,200 0 700
Entergy Corp COM 29364G103 118 1,196 SH   DFND 1,2,7 1,196 0 0
Envestnet Inc COM 29404K106 5,062 65,600 SH   DFND 1,2,6 36,100 0 29,500
Envestnet Inc COM 29404K106 23,606 305,942 SH   DFND 1,2,7 237,628 0 68,314
Envestnet Inc COM 29404K106 9,360 121,301 SH   DFND 1,2,8 121,301 0 0
EOG Resources Inc COM 26875P101 14 398 SH   DFND 1,2 398 0 0
EOG Resources Inc COM 26875P101 79 2,200 SH   DFND 1,2,6 2,200 0 0
EOG Resources Inc COM 26875P101 5,665 157,619 SH   DFND 1,2,7 104,938 0 52,681
EOG Resources Inc COM 26875P101 9,603 267,190 SH   DFND 1,2,8 267,190 0 0
EPAM Systems Inc COM 29414B104 10,410 32,200 SH   DFND 1,2,6 31,700 0 500
EPAM Systems Inc COM 29414B104 6,142 18,999 SH   DFND 1,2,7 2,028 0 16,971
EPAM Systems Inc COM 29414B104 45,271 140,035 SH   DFND 1,2,8 140,035 0 0
EPR Properties COM SH BEN INT 26884U109 5,272 191,700 SH   DFND 1,2,6 131,600 0 60,100
EPR Properties COM SH BEN INT 26884U109 19 709 SH   DFND 1,2,7 709 0 0
EQT Corp COM 26884L109 2,343 181,200 SH   DFND 1,2,6 152,600 0 28,600
Equifax Inc COM 294429105 13 84 SH   DFND 1,2 84 0 0
Equifax Inc COM 294429105 57 366 SH   DFND 1,2,7 366 0 0
Equinix Inc COM 29444U700 58,732 77,266 SH   DFND 1,2 77,266 0 0
Equinix Inc COM 29444U700 9,578 12,600 SH   DFND 1,2,6 12,400 0 200
Equinix Inc COM 29444U700 494 650 SH   DFND 1,2,7 102 0 548
Equinix Inc COM 29444U700 13,451 17,695 SH   DFND 1,2,8 17,695 0 0
Equinor ASA SPONSORED ADR 29446M102 10 682 SH   DFND 1,2 682 0 0
Equitable Holdings Inc COM 29452E101 15,199 833,300 SH   DFND 1,2,6 782,000 0 51,300
Equity Commonwealth COM SH BEN INT 294628102 953 35,800 SH   DFND 1,2,6 19,200 0 16,600
Equity Commonwealth COM SH BEN INT 294628102 38 1,419 SH   DFND 1,2,7 1,419 0 0
Equity LifeStyle Properties Inc COM 29472R108 2,998 48,900 SH   DFND 1,2,6 48,900 0 0
Equity LifeStyle Properties Inc COM 29472R108 342 5,584 SH   DFND 1,2,7 5,584 0 0
Equity Residential SH BEN INT 29476L107 5,302 103,300 SH   DFND 1,2,6 103,300 0 0
Equity Residential SH BEN INT 29476L107 708 13,787 SH   DFND 1,2,7 13,787 0 0
Ericsson ADR B SEK 10 294821608 22 2,003 SH   DFND 1,2 2,003 0 0
Esperion Therapeutics Inc COM 29664W105 684 18,395 SH   DFND 1,2,8 18,395 0 0
Essent Group Ltd COM G3198U102 781 21,100 SH   DFND 1,2,6 0 0 21,100
Essential Utilities Inc COM 29670G102 3,140 78,000 SH   DFND 1,2,6 66,300 0 11,700
Essex Property Trust Inc COM 297178105 3,915 19,500 SH   DFND 1,2,6 19,500 0 0
Essex Property Trust Inc COM 297178105 616 3,069 SH   DFND 1,2,7 3,069 0 0
Estee Lauder Cos Inc/The CL A 518439104 34 154 SH   DFND 1,2 154 0 0
Estee Lauder Cos Inc/The CL A 518439104 29,214 133,857 SH   DFND 1,2,6 130,500 0 3,357
Estee Lauder Cos Inc/The CL A 518439104 37,448 171,581 SH   DFND 1,2,7 168,744 0 2,837
Estee Lauder Cos Inc/The CL A 518439104 23,782 108,965 SH   DFND 1,2,8 108,965 0 0
Etsy Inc COM 29786A106 18,135 149,100 SH   DFND 1,2,6 116,500 0 32,600
Etsy Inc COM 29786A106 7,617 62,622 SH   DFND 1,2,8 62,622 0 0
Everbridge Inc COM 29978A104 1,999 15,900 SH   DFND 1,2,6 11,900 0 4,000
Everbridge Inc COM 29978A104 5,406 43,000 SH   DFND 1,2,7 43,000 0 0
Everbridge Inc COM 29978A104 28,271 224,855 SH   DFND 1,2,8 224,855 0 0
Evergy Inc COM 30034W106 8 153 SH   DFND 1,2 153 0 0
Eversource Energy COM 30040W108 19 228 SH   DFND 1,2 228 0 0
Eversource Energy COM 30040W108 32,509 389,100 SH   DFND 1,2,6 384,800 0 4,300
Eversource Energy COM 30040W108 139 1,664 SH   DFND 1,2,7 1,664 0 0
EVERTEC Inc COM 30040P103 305 8,800 SH   DFND 1,2,6 8,800 0 0
Evoqua Water Technologies Corp COM 30057T105 3,536 166,637 SH   DFND 1,2,8 166,637 0 0
EW Scripps Co/The CL A NEW 811054402 1,816 158,700 SH   DFND 1,2,6 104,900 0 53,800
Exact Sciences Corp COM 30063P105 7,332 71,919 SH   DFND 1,2,7 4,068 0 67,851
Exact Sciences Corp COM 30063P105 17,840 174,992 SH   DFND 1,2,8 174,992 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1 6,935 5,865,000 PRN   DFND 1,2,7 5,015,000 0 850,000
Exelixis Inc COM 30161Q104 5,108 208,900 SH   DFND 1,2,6 157,400 0 51,500
Exelixis Inc COM 30161Q104 11,390 465,866 SH   DFND 1,2,8 465,866 0 0
Exelon Corp COM 30161N101 1,248 34,904 SH   DFND 1,2 34,904 0 0
Exelon Corp COM 30161N101 15,777 441,200 SH   DFND 1,2,6 436,200 0 5,000
Exelon Corp COM 30161N101 294 8,228 SH   DFND 1,2,7 8,228 0 0
Expedia Group Inc COM NEW 30212P303 55 600 SH   DFND 1,2,6 600 0 0
Expedia Group Inc COM NEW 30212P303 195 2,129 SH   DFND 1,2,7 2,129 0 0
Expeditors International of Washington Inc COM 302130109 15,244 168,400 SH   DFND 1,2,6 167,600 0 800
Expeditors International of Washington Inc COM 302130109 166 1,838 SH   DFND 1,2,7 1,838 0 0
Exponent Inc COM 30214U102 13,201 183,277 SH   DFND 1,2,7 183,277 0 0
Extended Stay America Inc UNIT 99/99/9999B 30224P200 185 15,500 SH   DFND 1,2,6 1,200 0 14,300
Extra Space Storage Inc COM 30225T102 34,439 321,892 SH   DFND 1,2 321,892 0 0
Extra Space Storage Inc COM 30225T102 900 8,408 SH   DFND 1,2,7 8,408 0 0
Exxon Mobil Corp COM 30231G102 2,298 66,929 SH   DFND 1,2 2,929 0 0
Exxon Mobil Corp COM 30231G102 20,567 599,100 SH   DFND 1,2,6 589,900 0 9,200
Exxon Mobil Corp COM 30231G102 10,184 296,657 SH   DFND 1,2,7 295,959 0 698
Facebook Inc CL A 30303M102 459 1,752 SH   DFND 1,2 1,752 0 0
Facebook Inc CL A 30303M102 232,853 889,093 SH   DFND 1,2,6 849,493 0 39,600
Facebook Inc CL A 30303M102 43,797 167,228 SH   DFND 1,2,7 111,758 0 55,470
Facebook Inc CL A 30303M102 153,135 584,706 SH   DFND 1,2,8 584,706 0 0
FactSet Research Systems Inc COM 303075105 6,889 20,571 SH   DFND 1,2,6 20,400 0 171
FactSet Research Systems Inc COM 303075105 117 349 SH   DFND 1,2,7 349 0 0
Fair Isaac Corp COM 303250104 12,445 29,257 SH   DFND 1,2,6 23,757 0 5,500
Fair Isaac Corp COM 303250104 89 209 SH   DFND 1,2,7 209 0 0
Fastenal Co COM 311900104 17 385 SH   DFND 1,2 385 0 0
Fastenal Co COM 311900104 11,749 260,564 SH   DFND 1,2,6 256,967 0 3,597
Fastenal Co COM 311900104 146 3,243 SH   DFND 1,2,7 3,243 0 0
Fate Therapeutics Inc COM 31189P102 528 13,200 SH   DFND 1,2,6 4,900 0 8,300
Federal Realty Investment Trust SH BEN INT NEW 313747206 5,341 72,725 SH   DFND 1,2 72,725 0 0
Federal Realty Investment Trust SH BEN INT NEW 313747206 121 1,652 SH   DFND 1,2,7 1,652 0 0
Federated Hermes Inc CL B 314211103 432 20,100 SH   DFND 1,2,6 3,900 0 16,200
FedEx Corp COM 31428X106 42 166 SH   DFND 1,2 166 0 0
FedEx Corp COM 31428X106 5,156 20,500 SH   DFND 1,2,6 18,200 0 2,300
FedEx Corp COM 31428X106 712 2,832 SH   DFND 1,2,7 303 0 2,529
FedEx Corp COM 31428X106 4,079 16,219 SH   DFND 1,2,8 16,219 0 0
Ferrari NV COM N3167Y103 15 84 SH   DFND 1,2 84 0 0
Ferrari NV COM N3167Y103 169 918 SH   DFND 1,2,6 0 0 918
Ferrari NV COM N3167Y103 268,415 1,458,063 SH   DFND 1,2,7 820,700 0 637,363
Fiat Chrysler Automobiles NV SHS N31738102 17,378 1,422,125 SH   DFND 1,2,7 1,422,125 0 0
Fidelity National Financial Inc FNF GROUP COM 31620R303 670 21,400 SH   DFND 1,2,6 1,200 0 20,200
Fidelity National Financial Inc FNF GROUP COM 31620R303 46 1,467 SH   DFND 1,2,7 1,467 0 0
Fidelity National Information Services Inc COM 31620M106 62 424 SH   DFND 1,2 424 0 0
Fidelity National Information Services Inc COM 31620M106 10,187 69,200 SH   DFND 1,2,6 63,600 0 5,600
Fidelity National Information Services Inc COM 31620M106 69,408 471,488 SH   DFND 1,2,7 387,748 0 83,740
Fidelity National Information Services Inc COM 31620M106 106,905 726,205 SH   DFND 1,2,8 726,205 0 0
FireEye Inc COM 31816Q101 7,230 585,700 SH   DFND 1,2,6 441,100 0 144,600
First American Financial Corp COM 31847R102 5,127 100,700 SH   DFND 1,2,6 91,400 0 9,300
First Citizens BancShares Inc/NC CL A 31946M103 606 1,900 SH   DFND 1,2,6 1,900 0 0
FirstEnergy Corp COM 337932107 10 360 SH   DFND 1,2 360 0 0
First Horizon National Corp COM 320517105 3,097 328,400 SH   DFND 1,2,6 281,600 0 46,800
First Republic Bank/CA COM 33616C100 13 116 SH   DFND 1,2 116 0 0
First Republic Bank/CA COM 33616C100 555 5,087 SH   DFND 1,2,6 5,087 0 0
First Republic Bank/CA COM 33616C100 143 1,311 SH   DFND 1,2,7 1,311 0 0
First Republic Bank/CA COM 33616C100 17,586 161,250 SH   DFND 1,2,8 161,250 0 0
First Solar Inc COM 336433107 12,472 188,400 SH   DFND 1,2,6 104,000 0 84,400
First Solar Inc COM 336433107 3,311 50,013 SH   DFND 1,2,8 50,013 0 0
Fiserv Inc COM 337738108 42 403 SH   DFND 1,2 403 0 0
Fiserv Inc COM 337738108 5,905 57,300 SH   DFND 1,2,6 53,100 0 4,200
Fiserv Inc COM 337738108 41,064 398,483 SH   DFND 1,2,7 286,949 0 111,534
Fiserv Inc COM 337738108 10,855 105,339 SH   DFND 1,2,8 105,339 0 0
Five9 Inc COM 338307101 4,357 33,600 SH   DFND 1,2,6 30,100 0 3,500
Five9 Inc COM 338307101 62,808 484,329 SH   DFND 1,2,8 484,329 0 0
FleetCor Technologies Inc COM 339041105 15 61 SH   DFND 1,2 61 0 0
Flex Ltd ORD Y2573F102 4,047 363,300 SH   DFND 1,2,6 151,300 0 212,000
FLIR Systems Inc COM 302445101 12,816 357,500 SH   DFND 1,2,6 301,400 0 56,100
FLIR Systems Inc COM 302445101 7 200 SH   DFND 1,2,7 200 0 0
Flowers Foods Inc COM 343498101 2,414 99,200 SH   DFND 1,2,6 77,000 0 22,200
Flowserve Corp COM 34354P105 8,040 294,600 SH   DFND 1,2,6 269,800 0 24,800
FMC Corp COM NEW 302491303 14,339 135,386 SH   DFND 1,2,6 118,786 0 16,600
FMC Corp COM NEW 302491303 127 1,201 SH   DFND 1,2,7 1,201 0 0
FNB Corp/PA COM 302520101 1,184 174,700 SH   DFND 1,2,6 52,400 0 122,300
Ford Motor Co COM 345370860 18 2,776 SH   DFND 1,2 2,776 0 0
Ford Motor Co COM 345370860 175 26,212 SH   DFND 1,2,7 26,212 0 0
FormFactor Inc COM 346375108 386 15,500 SH   DFND 1,2,6 0 0 15,500
Fortinet Inc COM 34959E109 12 101 SH   DFND 1,2 101 0 0
Fortinet Inc COM 34959E109 35,024 297,289 SH   DFND 1,2,6 278,189 0 19,100
Fortinet Inc COM 34959E109 361 3,068 SH   DFND 1,2,7 3,068 0 0
Fortis Inc/Canada COM 349553107 12 305 SH   DFND 1,2 305 0 0
Fortis Inc/Canada COM 349553107 744 18,200 SH   DFND 1,2,6 18,200 0 0
Fortis Inc/Canada COM 349553107 100 2,439 SH   DFND 1,2,7 2,439 0 0
Fortive Corp COM 34959J108 13 206 SH   DFND 1,2 206 0 0
Fortive Corp COM 34959J108 45 705 SH   DFND 1,2,7 705 0 0
Fortive Corp COM 34959J108 1,656 25,992 SH   DFND 1,2,8 25,992 0 0
Fortive Corp NOTE 0.875% 2/1 34959JAK4 7,749 7,687,000 PRN   DFND 1,2,7 5,800,000 0 1,887,000
Fortune Brands Home & Security Inc COM 34964C106 180 2,079 SH   DFND 1,2,6 2,079 0 0
Fortune Brands Home & Security Inc COM 34964C106 228 2,632 SH   DFND 1,2,7 2,632 0 0
Foundation Building Materials Inc COM 350392106 274 17,400 SH   DFND 1,2,6 8,000 0 9,400
Fox Factory Holding Corp COM 35138V102 4,460 60,000 SH   DFND 1,2,7 60,000 0 0
Franco-Nevada Corp COM 351858105 18 131 SH   DFND 1,2 131 0 0
Franco-Nevada Corp COM 351858105 2,485 17,800 SH   DFND 1,2,6 17,400 0 400
Franco-Nevada Corp COM 351858105 5,272 37,769 SH   DFND 1,2,7 37,389 0 380
Franklin Resources Inc COM 354613101 18,464 907,300 SH   DFND 1,2,6 781,000 0 126,300
Franklin Resources Inc COM 354613101 10 500 SH   DFND 1,2,7 500 0 0
Franklin Street Properties Corp COM 35471R106 1,806 493,400 SH   DFND 1,2,6 334,200 0 159,200
Freeline Therapeutics Holdings plc SPONSORED ADS 35655L107 8,572 549,154 SH   DFND 1,2,8 549,154 0 0
Fresenius Medical Care AG & Co KGaA SPONSORED ADR 358029106 13 303 SH   DFND 1,2 303 0 0
FTI Consulting Inc COM 302941109 3,953 37,300 SH   DFND 1,2,6 22,400 0 14,900
FutureFuel Corp COM 36116M106 2,039 179,300 SH   DFND 1,2,6 118,100 0 61,200
Gaming and Leisure Properties Inc COM 36467J108 11,068 299,711 SH   DFND 1,2,6 235,286 0 64,425
Gaming and Leisure Properties Inc COM 36467J108 156 4,229 SH   DFND 1,2,7 4,229 0 0
Garmin Ltd SHS H2906T109 4,084 43,057 SH   DFND 1,2,6 41,800 0 1,257
Garmin Ltd SHS H2906T109 186 1,956 SH   DFND 1,2,7 1,956 0 0
Gates Industrial Corp PLC ORD SHS G39108108 458 41,200 SH   DFND 1,2,6 41,200 0 0
GDS Holdings Ltd SPONSORED ADS 36165L108 27 329 SH   DFND 1,2 329 0 0
Generac Holdings Inc COM 368736104 10,573 54,600 SH   DFND 1,2,6 39,200 0 15,400
General Dynamics Corp COM 369550108 24 170 SH   DFND 1,2 170 0 0
General Dynamics Corp COM 369550108 720 5,200 SH   DFND 1,2,6 5,200 0 0
General Electric Co COM 369604103 36 5,790 SH   DFND 1,2 5,790 0 0
General Electric Co COM 369604103 4,628 742,800 SH   DFND 1,2,6 723,900 0 18,900
General Electric Co COM 369604103 3,396 545,101 SH   DFND 1,2,7 217,167 0 327,934
General Mills Inc COM 370334104 26 427 SH   DFND 1,2 427 0 0
General Mills Inc COM 370334104 67,978 1,102,100 SH   DFND 1,2,6 1,040,200 0 61,900
General Mills Inc COM 370334104 49 800 SH   DFND 1,2,7 800 0 0
General Motors Co COM 37045V100 25 858 SH   DFND 1,2 858 0 0
General Motors Co COM 37045V100 14,481 489,400 SH   DFND 1,2,6 424,200 0 65,200
General Motors Co COM 37045V100 186 6,281 SH   DFND 1,2,7 6,281 0 0
Genmab A/S SPONSORED ADS 372303206 16 435 SH   DFND 1,2 435 0 0
Genpact Ltd SHS G3922B107 3,988 102,400 SH   DFND 1,2,6 39,400 0 63,000
Gentex Corp COM 371901109 479 18,600 SH   DFND 1,2,6 18,600 0 0
Gentex Corp COM 371901109 4,762 184,942 SH   DFND 1,2,7 184,942 0 0
Genuine Parts Co COM 372460105 961 10,100 SH   DFND 1,2,6 10,100 0 0
Genuine Parts Co COM 372460105 140 1,469 SH   DFND 1,2,7 1,469 0 0
GEO Group Inc/The COM 36162J106 4,979 439,100 SH   DFND 1,2,6 328,200 0 110,900
Gilead Sciences Inc COM 375558103 57 909 SH   DFND 1,2 909 0 0
Gilead Sciences Inc COM 375558103 39,176 619,965 SH   DFND 1,2,6 583,665 0 36,300
Gilead Sciences Inc COM 375558103 2,316 36,649 SH   DFND 1,2,7 26,759 0 9,890
Gilead Sciences Inc COM 375558103 24,508 387,852 SH   DFND 1,2,8 387,852 0 0
GlaxoSmithKline PLC SPONSORED ADR 37733W105 66 1,759 SH   DFND 1,2 1,759 0 0
Global Blood Therapeutics Inc COM 37890U108 2,332 42,300 SH   DFND 1,2,6 32,900 0 9,400
Global Payments Inc COM 37940X102 37 210 SH   DFND 1,2 210 0 0
Global Payments Inc COM 37940X102 4,386 24,700 SH   DFND 1,2,6 23,600 0 1,100
Global Payments Inc COM 37940X102 59,794 336,717 SH   DFND 1,2,7 296,373 0 40,344
Global Payments Inc COM 37940X102 79,804 449,400 SH   DFND 1,2,8 449,400 0 0
Globant SA COM L44385109 5,175 28,874 SH   DFND 1,2,7 3,275 0 25,599
Globant SA COM L44385109 35,485 197,998 SH   DFND 1,2,8 197,998 0 0
Globe Life Inc COM 37959E102 727 9,100 SH   DFND 1,2,6 9,100 0 0
Globe Life Inc COM 37959E102 104 1,298 SH   DFND 1,2,7 1,298 0 0
Globus Medical Inc CL A 379577208 5,059 102,169 SH   DFND 1,2,7 6,645 0 95,524
Globus Medical Inc CL A 379577208 63,136 1,274,963 SH   DFND 1,2,8 1,274,963 0 0
Glu Mobile Inc COM 379890106 85 11,100 SH   DFND 1,2,6 0 0 11,100
GMS Inc COM 36251C103 2,743 113,800 SH   DFND 1,2,6 66,600 0 47,200
GoDaddy Inc CL A 380237107 386 5,083 SH   DFND 1,2,6 5,083 0 0
GoDaddy Inc CL A 380237107 3,776 49,707 SH   DFND 1,2,8 49,707 0 0
Goldman Sachs Group Inc/The COM 38141G104 52 257 SH   DFND 1,2 257 0 0
Goldman Sachs Group Inc/The COM 38141G104 5,748 28,600 SH   DFND 1,2,6 25,500 0 3,100
Goldman Sachs Group Inc/The COM 38141G104 7,026 34,961 SH   DFND 1,2,7 13,680 0 21,281
Grand Canyon Education Inc COM 38526M106 1,191 14,900 SH   DFND 1,2,6 11,800 0 3,100
Graphic Packaging Holding Co COM 388689101 1,184 84,000 SH   DFND 1,2,6 32,500 0 51,500
Gray Television Inc COM 389375106 1,031 74,900 SH   DFND 1,2,6 44,100 0 30,800
Greenbrier Cos Inc/The COM 393657101 462 15,700 SH   DFND 1,2,6 6,200 0 9,500
Green Dot Corp CL A 39304D102 506 10,000 SH   DFND 1,2,6 4,500 0 5,500
Greif Inc CL A 397624107 2,425 66,984 SH   DFND 1,2,6 31,600 0 35,384
Griffon Corp COM 398433102 2,714 138,900 SH   DFND 1,2,6 111,600 0 27,300
Group 1 Automotive Inc COM 398905109 4,022 45,500 SH   DFND 1,2,6 30,500 0 15,000
Groupon Inc COM NEW 399473206 1,270 62,275 SH   DFND 1,2,6 38,045 0 24,230
GSX Techedu Inc SPONSORED ADS 36257Y109 36 400 SH   DFND 1,2 400 0 0
Guardant Health Inc COM 40131M109 10,472 93,681 SH   DFND 1,2,8 93,681 0 0
Guidewire Software Inc COM 40171V100 9,043 86,724 SH   DFND 1,2,7 86,724 0 0
Guidewire Software Inc NOTE 1.250% 3/1 40171VAA8 5,247 4,600,000 PRN   DFND 1,2,7 4,000,000 0 600,000
Hackett Group Inc/The COM 404609109 1,247 111,500 SH   DFND 1,2,6 108,000 0 3,500
Haemonetics Corp COM 405024100 829 9,500 SH   DFND 1,2,6 6,600 0 2,900
Halliburton Co COM 406216101 207 17,179 SH   DFND 1,2,7 1,221 0 15,958
Hanesbrands Inc COM 410345102 11,014 699,300 SH   DFND 1,2,6 493,000 0 206,300
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 5,906 139,721 SH   DFND 1,2,7 0 0 139,721
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 13,814 326,813 SH   DFND 1,2,8 326,813 0 0
Hartford Financial Services Group Inc/The COM 416515104 10 258 SH   DFND 1,2 258 0 0
Hartford Financial Services Group Inc/The COM 416515104 30,811 835,900 SH   DFND 1,2,6 778,800 0 57,100
Hartford Financial Services Group Inc/The COM 416515104 144 3,910 SH   DFND 1,2,7 3,910 0 0
Hawaiian Electric Industries Inc COM 419870100 442 13,300 SH   DFND 1,2,6 0 0 13,300
HCA Healthcare Inc COM 40412C101 24 194 SH   DFND 1,2 194 0 0
HCA Healthcare Inc COM 40412C101 8,501 68,184 SH   DFND 1,2,6 67,084 0 1,100
HCA Healthcare Inc COM 40412C101 50 400 SH   DFND 1,2,7 400 0 0
HCA Healthcare Inc COM 40412C101 16,855 135,187 SH   DFND 1,2,8 135,187 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 4,646 93,000 SH   DFND 1,2 93,000 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 19,854 397,389 SH   DFND 1,2,7 314,835 0 82,554
HDFC Bank Ltd SPONSORED ADS 40415F101 26,824 536,917 SH   DFND 1,2,8 536,917 0 0
HD Supply Holdings Inc COM 40416M105 17,329 420,200 SH   DFND 1,2,6 365,700 0 54,500
HD Supply Holdings Inc COM 40416M105 12 284 SH   DFND 1,2,7 284 0 0
Healthcare Realty Trust Inc COM 421946104 1,506 50,000 SH   DFND 1,2 50,000 0 0
Healthcare Realty Trust Inc COM 421946104 39 1,290 SH   DFND 1,2,7 1,290 0 0
Healthpeak Properties Inc COM 42250P103 291 10,700 SH   DFND 1,2,6 10,700 0 0
Healthpeak Properties Inc COM 42250P103 660 24,303 SH   DFND 1,2,7 24,303 0 0
HEICO Corp COM 422806109 6,677 63,800 SH   DFND 1,2,6 63,100 0 700
Helix Energy Solutions Group Inc COM 42330P107 1,069 443,500 SH   DFND 1,2,6 406,200 0 37,300
Helmerich & Payne Inc COM 423452101 3,025 206,500 SH   DFND 1,2,6 124,100 0 82,400
Henry Schein Inc COM 806407102 21,126 359,400 SH   DFND 1,2,6 266,400 0 93,000
Henry Schein Inc COM 806407102 215 3,650 SH   DFND 1,2,7 3,650 0 0
Herbalife Nutrition Ltd COM SHS G4412G101 1,446 31,000 SH   DFND 1,2,6 31,000 0 0
Herman Miller Inc COM 600544100 1,249 41,400 SH   DFND 1,2,6 12,600 0 28,800
Hershey Co/The COM 427866108 15 104 SH   DFND 1,2 104 0 0
Hershey Co/The COM 427866108 14,947 104,276 SH   DFND 1,2,6 102,800 0 1,476
Hershey Co/The COM 427866108 171 1,191 SH   DFND 1,2,7 1,191 0 0
Hess Corp COM 42809H107 585 14,285 SH   DFND 1,2,7 14,285 0 0
Hess Corp COM 42809H107 5,934 144,978 SH   DFND 1,2,8 144,978 0 0
Hewlett Packard Enterprise Co COM 42824C109 32,053 3,420,800 SH   DFND 1,2,6 3,380,300 0 40,500
Hewlett Packard Enterprise Co COM 42824C109 208 22,240 SH   DFND 1,2,7 20,942 0 1,298
Hexcel Corp COM 428291108 14,598 435,101 SH   DFND 1,2,8 435,101 0 0
Hibbett Sports Inc COM 428567101 2,949 75,200 SH   DFND 1,2,6 53,700 0 21,500
Hill-Rom Holdings Inc COM 431475102 12,067 144,500 SH   DFND 1,2,6 100,800 0 43,700
Hill-Rom Holdings Inc COM 431475102 6,287 75,279 SH   DFND 1,2,8 75,279 0 0
Hilton Worldwide Holdings Inc COM 43300A203 17 200 SH   DFND 1,2 200 0 0
Hilton Worldwide Holdings Inc COM 43300A203 26 300 SH   DFND 1,2,7 300 0 0
HollyFrontier Corp COM 436106108 1,803 91,500 SH   DFND 1,2,6 65,700 0 25,800
Hologic Inc COM 436440101 12 187 SH   DFND 1,2 187 0 0
Hologic Inc COM 436440101 24,168 363,600 SH   DFND 1,2,6 344,300 0 19,300
Hologic Inc COM 436440101 205 3,087 SH   DFND 1,2,7 3,087 0 0
Hologic Inc COM 436440101 22,597 339,953 SH   DFND 1,2,8 339,953 0 0
Home Depot Inc/The COM 437076102 209 752 SH   DFND 1,2 752 0 0
Home Depot Inc/The COM 437076102 100,553 362,080 SH   DFND 1,2,6 349,700 0 12,380
Home Depot Inc/The COM 437076102 21,506 77,439 SH   DFND 1,2,7 32,751 0 44,688
Home Depot Inc/The COM 437076102 2,632 9,478 SH   DFND 1,2,8 9,478 0 0
Honda Motor Co Ltd AMERN SHS 438128308 27 1,143 SH   DFND 1,2 1,143 0 0
Honeywell International Inc COM 438516106 77 470 SH   DFND 1,2 470 0 0
Honeywell International Inc COM 438516106 51,060 310,187 SH   DFND 1,2,6 307,787 0 2,400
Honeywell International Inc COM 438516106 21,842 132,691 SH   DFND 1,2,7 83,493 0 49,198
Honeywell International Inc COM 438516106 56,080 340,685 SH   DFND 1,2,8 340,685 0 0
Horizon Therapeutics Plc SHS G46188101 37,468 482,336 SH   DFND 1,2,8 482,336 0 0
Hormel Foods Corp COM 440452100 10 210 SH   DFND 1,2 210 0 0
Hormel Foods Corp COM 440452100 5,479 112,071 SH   DFND 1,2,6 112,071 0 0
Hormel Foods Corp COM 440452100 337 6,895 SH   DFND 1,2,7 6,895 0 0
Host Hotels & Resorts Inc COM 44107P104 9,970 924,013 SH   DFND 1,2 924,013 0 0
Host Hotels & Resorts Inc COM 44107P104 375 34,757 SH   DFND 1,2,7 34,757 0 0
HP Inc COM 40434L105 20 1,067 SH   DFND 1,2 1,067 0 0
HP Inc COM 40434L105 30,450 1,603,500 SH   DFND 1,2,6 1,592,400 0 11,100
HP Inc COM 40434L105 325 17,103 SH   DFND 1,2,7 17,103 0 0
H&R Block Inc COM 093671105 1,930 118,500 SH   DFND 1,2,6 53,600 0 64,900
HSBC Holdings PLC SPON ADR NEW 404280406 61 3,092 SH   DFND 1,2 3,092 0 0
Huazhu Group Ltd SPONSORED ADS 44332N106 33 769 SH   DFND 1,2 769 0 0
Hub Group Inc CL A 443320106 231 4,600 SH   DFND 1,2,6 0 0 4,600
HubSpot Inc COM 443573100 871 2,980 SH   DFND 1,2,6 2,980 0 0
HubSpot Inc COM 443573100 31,377 107,371 SH   DFND 1,2,8 107,371 0 0
Humana Inc COM 444859102 40 96 SH   DFND 1,2 96 0 0
Humana Inc COM 444859102 23,922 57,797 SH   DFND 1,2,6 57,097 0 700
Humana Inc COM 444859102 190 458 SH   DFND 1,2,7 458 0 0
Hunt Cos Finance Trust Inc COM 44558T100 9,120 3,340,780 SH   DFND 1,2,9 3,340,780 0 0
Huntington Bancshares Inc/OH COM 446150104 260 28,400 SH   DFND 1,2,6 28,400 0 0
Huntington Bancshares Inc/OH COM 446150104 131 14,251 SH   DFND 1,2,7 14,251 0 0
Huntington Ingalls Industries Inc COM 446413106 3,420 24,300 SH   DFND 1,2,6 24,200 0 100
Huntington Ingalls Industries Inc COM 446413106 80 570 SH   DFND 1,2,7 570 0 0
Hurco Cos Inc COM 447324104 340 11,963 SH   DFND 1,2,6 0 0 11,963
Huron Consulting Group Inc COM 447462102 861 21,900 SH   DFND 1,2,6 5,200 0 16,700
IAC/InterActiveCorp COM 44891N109 6 54 SH   DFND 1,2 54 0 0
IAC/InterActiveCorp COM 44891N109 103 863 SH   DFND 1,2,7 863 0 0
IAC/InterActiveCorp COM 44891N109 8,977 74,946 SH   DFND 1,2,8 74,946 0 0
ICF International Inc COM 44925C103 3,821 62,100 SH   DFND 1,2,6 42,000 0 20,100
ICICI Bank Ltd ADR 45104G104 15 1,513 SH   DFND 1,2 1,513 0 0
ICON PLC SHS G4705A100 10,400 54,426 SH   DFND 1,2,7 54,426 0 0
IDEX Corp COM 45167R104 10,014 54,900 SH   DFND 1,2,6 54,800 0 100
IDEX Corp COM 45167R104 186 1,021 SH   DFND 1,2,7 1,021 0 0
IDEX Corp COM 45167R104 1,102 6,039 SH   DFND 1,2,8 6,039 0 0
IDEXX Laboratories Inc COM 45168D104 24 61 SH   DFND 1,2 61 0 0
IDEXX Laboratories Inc COM 45168D104 21,899 55,706 SH   DFND 1,2,6 54,600 0 1,106
IDEXX Laboratories Inc COM 45168D104 285 726 SH   DFND 1,2,7 726 0 0
IDT Corp CL B NEW 448947507 105 15,900 SH   DFND 1,2,6 15,900 0 0
IHS Markit Ltd SHS G47567105 22,886 291,500 SH   DFND 1,2,6 289,200 0 2,300
IHS Markit Ltd SHS G47567105 110 1,396 SH   DFND 1,2,7 1,396 0 0
IHS Markit Ltd SHS G47567105 2,453 31,248 SH   DFND 1,2,8 31,248 0 0
II-VI Inc COM 902104108 1,931 47,600 SH   DFND 1,2,6 36,900 0 10,700
Illinois Tool Works Inc COM 452308109 43 221 SH   DFND 1,2 221 0 0
Illinois Tool Works Inc COM 452308109 41,422 214,388 SH   DFND 1,2,6 209,088 0 5,300
Illinois Tool Works Inc COM 452308109 208 1,074 SH   DFND 1,2,7 1,074 0 0
Illumina Inc COM 452327109 31 101 SH   DFND 1,2 101 0 0
Illumina Inc COM 452327109 525 1,700 SH   DFND 1,2,6 300 0 1,400
Illumina Inc COM 452327109 56 180 SH   DFND 1,2,7 180 0 0
Illumina Inc COM 452327109 59,420 192,248 SH   DFND 1,2,8 192,248 0 0
Illumina Inc NOTE 0.500% 6/1 452327AH2 4,970 3,843,000 PRN   DFND 1,2,7 3,029,000 0 814,000
Illumina Inc NOTE 8/1 452327AK5 8,922 8,392,000 PRN   DFND 1,2,7 6,800,000 0 1,592,000
ImmunoGen Inc COM 45253H101 203 56,400 SH   DFND 1,2,6 22,300 0 34,100
Immunomedics Inc COM 452907108 1,114 13,100 SH   DFND 1,2,6 6,500 0 6,600
Imperial Oil Ltd COM NEW 453038408 136 11,391 SH   DFND 1,2,7 11,391 0 0
Incyte Corp COM 45337C102 12 133 SH   DFND 1,2 133 0 0
Incyte Corp COM 45337C102 212 2,362 SH   DFND 1,2,7 2,362 0 0
Incyte Corp COM 45337C102 20,113 224,130 SH   DFND 1,2,8 224,130 0 0
Infosys Ltd SPONSORED ADR 456788108 4,861 352,000 SH   DFND 1,2 352,000 0 0
Infosys Ltd SPONSORED ADR 456788108 5,698 412,630 SH   DFND 1,2,7 122,918 0 289,712
Ingersoll Rand Inc COM 45687V106 265 7,430 SH   DFND 1,2,7 7,430 0 0
Ingersoll Rand Inc COM 45687V106 1,825 51,252 SH   DFND 1,2,8 51,252 0 0
ING Groep NV SPONSORED ADR 456837103 20 2,760 SH   DFND 1,2 2,760 0 0
Ingles Markets Inc CL A 457030104 2,971 78,100 SH   DFND 1,2,6 55,500 0 22,600
Ingredion Inc COM 457187102 8,653 114,341 SH   DFND 1,2,6 74,141 0 40,200
Ingredion Inc COM 457187102 8 100 SH   DFND 1,2,7 100 0 0
Innospec Inc COM 45768S105 576 9,100 SH   DFND 1,2,6 9,100 0 0
Innoviva Inc COM 45781M101 1,283 122,800 SH   DFND 1,2,6 103,200 0 19,600
Inovalon Holdings Inc COM CL A 45781D101 1,077 40,700 SH   DFND 1,2,6 27,400 0 13,300
Insight Enterprises Inc COM 45765U103 6,682 118,100 SH   DFND 1,2,6 86,300 0 31,800
Insmed Inc COM PAR $.01 457669307 16,714 520,035 SH   DFND 1,2,8 520,035 0 0
Insulet Corp COM 45784P101 12,019 50,800 SH   DFND 1,2,6 49,400 0 1,400
Insulet Corp COM 45784P101 232 979 SH   DFND 1,2,7 979 0 0
Insulet Corp COM 45784P101 19,150 80,943 SH   DFND 1,2,8 80,943 0 0
Integer Holdings Corp COM 45826H109 4,868 82,500 SH   DFND 1,2,6 60,800 0 21,700
Integra LifeSciences Holdings Corp COM NEW 457985208 2,455 52,000 SH   DFND 1,2,6 42,700 0 9,300
Intel Corp COM 458140100 156 3,016 SH   DFND 1,2 3,016 0 0
Intel Corp COM 458140100 109,555 2,115,774 SH   DFND 1,2,6 2,002,900 0 112,874
Intel Corp COM 458140100 12,072 233,140 SH   DFND 1,2,7 146,537 0 86,603
Interactive Brokers Group Inc COM CL A 45841N107 9,168 189,700 SH   DFND 1,2,6 138,100 0 51,600
Intercontinental Exchange Inc COM 45866F104 40 403 SH   DFND 1,2 403 0 0
Intercontinental Exchange Inc COM 45866F104 49,472 494,473 SH   DFND 1,2,6 485,973 0 8,500
Intercontinental Exchange Inc COM 45866F104 138 1,377 SH   DFND 1,2,7 1,377 0 0
Intercontinental Exchange Inc COM 45866F104 17,749 177,400 SH   DFND 1,2,8 177,400 0 0
Intercorp Financial Services Inc SHS P5626F128 2,820 120,000 SH   DFND 1,2,7 0 0 120,000
Interface Inc COM 458665304 91 14,800 SH   DFND 1,2,6 11,300 0 3,500
International Business Machines Corp COM 459200101 76 623 SH   DFND 1,2 623 0 0
International Business Machines Corp COM 459200101 76,689 630,300 SH   DFND 1,2,6 622,600 0 7,700
International Business Machines Corp COM 459200101 593 4,874 SH   DFND 1,2,7 4,598 0 276
International Paper Co COM 460146103 381 9,400 SH   DFND 1,2,6 9,400 0 0
International Paper Co COM 460146103 175 4,320 SH   DFND 1,2,7 3,851 0 469
Interpublic Group of Cos Inc/The COM 460690100 713 42,800 SH   DFND 1,2,6 42,800 0 0
Interpublic Group of Cos Inc/The COM 460690100 8 500 SH   DFND 1,2,7 500 0 0
Intuit Inc COM 461202103 60 183 SH   DFND 1,2 183 0 0
Intuit Inc COM 461202103 58,304 178,730 SH   DFND 1,2,6 175,488 0 3,242
Intuit Inc COM 461202103 19,333 59,266 SH   DFND 1,2,7 59,266 0 0
Intuit Inc COM 461202103 8,851 27,134 SH   DFND 1,2,8 27,134 0 0
Intuitive Surgical Inc COM NEW 46120E602 57 80 SH   DFND 1,2 80 0 0
Intuitive Surgical Inc COM NEW 46120E602 23,131 32,600 SH   DFND 1,2,6 31,300 0 1,300
Intuitive Surgical Inc COM NEW 46120E602 17,624 24,839 SH   DFND 1,2,7 12,025 0 12,814
Intuitive Surgical Inc COM NEW 46120E602 179,040 252,333 SH   DFND 1,2,8 252,333 0 0
Invacare Corp COM 461203101 94 12,500 SH   DFND 1,2,6 12,500 0 0
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103 1,489 13,493 SH   DFND 1,2 13,493 0 0
Invesco Ltd SHS G491BT108 12,031 1,054,400 SH   DFND 1,2,6 1,011,700 0 42,700
Invesco Ltd SHS G491BT108 7 573 SH   DFND 1,2,7 573 0 0
Invitation Homes Inc COM 46187W107 39,339 1,405,469 SH   DFND 1,2 1,405,469 0 0
Invitation Homes Inc COM 46187W107 850 30,381 SH   DFND 1,2,7 30,381 0 0
Ionis Pharmaceuticals Inc COM 462222100 4,095 86,300 SH   DFND 1,2,6 80,500 0 5,800
Ionis Pharmaceuticals Inc COM 462222100 2,687 56,625 SH   DFND 1,2,8 56,625 0 0
Iovance Biotherapeutics Inc COM 462260100 550 16,700 SH   DFND 1,2,6 4,300 0 12,400
IPG Photonics Corp COM 44980X109 77,591 456,496 SH   DFND 1,2,8 456,496 0 0
iQIYI Inc SPONSORED ADS 46267X108 16 719 SH   DFND 1,2 719 0 0
IQVIA Holdings Inc COM 46266C105 19 119 SH   DFND 1,2 119 0 0
IQVIA Holdings Inc COM 46266C105 1,440 9,136 SH   DFND 1,2,7 200 0 8,936
iRhythm Technologies Inc COM 450056106 5,175 21,733 SH   DFND 1,2,7 21,733 0 0
Iron Mountain Inc COM 46284V101 17,006 634,800 SH   DFND 1,2,6 572,700 0 62,100
Iron Mountain Inc COM 46284V101 8 300 SH   DFND 1,2,7 300 0 0
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,594 36,278 SH   DFND 1,2 36,278 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 3,725 61,484 SH   DFND 1,2 61,484 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 8,317 157,511 SH   DFND 1,2 157,511 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 5,804 17,376 SH   DFND 1,2 17,376 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 6,561 48,719 SH   DFND 1,2 48,719 0 0
iShares International Select Dividend ETF INTL SEL DIV ETF 464288448 137 5,500 SH   DFND 1,2 5,500 0 0
iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655 1,066 7,133 SH   DFND 1,2 7,133 0 0
iShares S&P GSCI Commodity Indexed Trust UNIT BEN INT 46428R107 159 14,800 SH   DFND 1,2 14,800 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 13 3,228 SH   DFND 1,2 3,228 0 0
Itron Inc COM 465741106 623 10,263 SH   DFND 1,2,7 10,263 0 0
Itron Inc COM 465741106 4,503 74,139 SH   DFND 1,2,8 74,139 0 0
ITT Inc COM 45073V108 1,938 32,825 SH   DFND 1,2,8 32,825 0 0
J2 Global Inc COM 48123V102 8,909 128,700 SH   DFND 1,2,6 92,300 0 36,400
Jabil Inc COM 466313103 5,718 166,900 SH   DFND 1,2,6 112,100 0 54,800
Jack Henry & Associates Inc COM 426281101 9 56 SH   DFND 1,2 56 0 0
Jack Henry & Associates Inc COM 426281101 10,455 64,300 SH   DFND 1,2,6 63,900 0 400
Jack Henry & Associates Inc COM 426281101 281 1,726 SH   DFND 1,2,7 1,726 0 0
Jack in the Box Inc COM 466367109 6,345 80,000 SH   DFND 1,2,6 58,000 0 22,000
Jacobs Engineering Group Inc COM 469814107 3,136 33,800 SH   DFND 1,2,6 33,800 0 0
Jacobs Engineering Group Inc COM 469814107 187 2,020 SH   DFND 1,2,7 2,020 0 0
Jazz Pharmaceuticals PLC NOTE 1.500% 8/1 472145AD3 12,795 12,558,000 PRN   DFND 1,2,7 10,711,000 0 1,847,000
Jazz Pharmaceuticals PLC SHS USD G50871105 684 4,800 SH   DFND 1,2,6 3,700 0 1,100
Jazz Pharmaceuticals PLC SHS USD G50871105 10 69 SH   DFND 1,2,7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 22,955 160,985 SH   DFND 1,2,8 160,985 0 0
JB Hunt Transport Services Inc COM 445658107 367 2,900 SH   DFND 1,2,6 2,900 0 0
JB Hunt Transport Services Inc COM 445658107 207 1,638 SH   DFND 1,2,7 1,638 0 0
JD.com Inc SPON ADR CL A 47215P106 354 4,558 SH   DFND 1,2 4,558 0 0
JD.com Inc SPON ADR CL A 47215P106 49,748 641,000 SH   DFND 1,2,6 626,600 0 14,400
JinkoSolar Holding Co Ltd SPONSORED ADR 47759T100 485 12,200 SH   DFND 1,2,6 12,200 0 0
J M Smucker Co/The COM NEW 832696405 27,124 234,800 SH   DFND 1,2,6 219,000 0 15,800
J M Smucker Co/The COM NEW 832696405 332 2,871 SH   DFND 1,2,7 2,871 0 0
Johnson Controls International plc SHS G51502105 23 562 SH   DFND 1,2 562 0 0
Johnson Controls International plc SHS G51502105 35,781 875,900 SH   DFND 1,2,6 797,200 0 78,700
Johnson Controls International plc SHS G51502105 3,218 78,786 SH   DFND 1,2,7 3,136 0 75,650
Johnson & Johnson COM 478160104 269 1,809 SH   DFND 1,2 1,809 0 0
Johnson & Johnson COM 478160104 137,665 924,668 SH   DFND 1,2,6 913,568 0 11,100
Johnson & Johnson COM 478160104 40,992 275,334 SH   DFND 1,2,7 270,156 0 5,178
Johnson Outdoors Inc CL A 479167108 336 4,100 SH   DFND 1,2,6 2,000 0 2,100
Jones Lang LaSalle Inc COM 48020Q107 918 9,600 SH   DFND 1,2,6 3,500 0 6,100
Jones Lang LaSalle Inc COM 48020Q107 6 59 SH   DFND 1,2,7 59 0 0
Jounce Therapeutics Inc COM 481116101 436 53,400 SH   DFND 1,2,6 0 0 53,400
JOYY Inc ADS REPSTG COM A 46591M109 25 313 SH   DFND 1,2 313 0 0
JOYY Inc ADS REPSTG COM A 46591M109 1,459 18,082 SH   DFND 1,2,6 16,682 0 1,400
JPMorgan Chase & Co COM 46625H100 195 2,021 SH   DFND 1,2 2,021 0 0
JPMorgan Chase & Co COM 46625H100 51,318 533,060 SH   DFND 1,2,6 479,260 0 53,800
JPMorgan Chase & Co COM 46625H100 22,625 235,017 SH   DFND 1,2,7 173,933 0 61,084
Jumia Technologies AG SPONSORED ADS 48138M105 42,186 4,502,527 SH   DFND 1,2 4,502,527 0 0
Kamada Ltd SHS M6240T109 234 28,015 SH   DFND 1,2,6 0 0 28,015
Kansas City Southern COM NEW 485170302 1,266 7,068 SH   DFND 1,2 7,068 0 0
Kansas City Southern COM NEW 485170302 2,367 13,091 SH   DFND 1,2,6 13,091 0 0
Kansas City Southern COM NEW 485170302 27 149 SH   DFND 1,2,7 149 0 0
Kansas City Southern COM NEW 485170302 29,719 164,350 SH   DFND 1,2,8 164,350 0 0
KAR Auction Services Inc COM 48238T109 4,499 312,400 SH   DFND 1,2,6 212,200 0 100,200
Karuna Therapeutics Inc COM 48576A100 3,919 50,683 SH   DFND 1,2,8 50,683 0 0
Karyopharm Therapeutics Inc COM 48576U106 321 22,000 SH   DFND 1,2,6 5,200 0 16,800
KB Financial Group Inc SPONSORED ADR 48241A105 727 22,638 SH   DFND 1,2,7 8,100 0 14,538
KB Home COM 48666K109 933 24,300 SH   DFND 1,2,6 5,300 0 19,000
KE Holdings Inc SPONSORED ADS 482497104 25 400 SH   DFND 1,2 400 0 0
Kellogg Co COM 487836108 11 178 SH   DFND 1,2 178 0 0
Kellogg Co COM 487836108 47,917 741,860 SH   DFND 1,2,6 735,160 0 6,700
Kellogg Co COM 487836108 194 3,007 SH   DFND 1,2,7 3,007 0 0
Kennametal Inc COM 489170100 368 12,700 SH   DFND 1,2,6 5,900 0 6,800
KeyCorp COM 493267108 17,916 1,501,800 SH   DFND 1,2,6 1,501,800 0 0
KeyCorp COM 493267108 66 5,548 SH   DFND 1,2,7 5,548 0 0
Keysight Technologies Inc COM 49338L103 13 130 SH   DFND 1,2 130 0 0
Keysight Technologies Inc COM 49338L103 14,422 146,000 SH   DFND 1,2,6 144,000 0 2,000
Keysight Technologies Inc COM 49338L103 3,961 40,103 SH   DFND 1,2,7 40,103 0 0
Keysight Technologies Inc COM 49338L103 1,421 14,384 SH   DFND 1,2,8 14,384 0 0
Kimberly-Clark Corp COM 494368103 36 247 SH   DFND 1,2 247 0 0
Kimberly-Clark Corp COM 494368103 53,231 360,496 SH   DFND 1,2,6 352,200 0 8,296
Kimberly-Clark Corp COM 494368103 518 3,508 SH   DFND 1,2,7 3,508 0 0
Kimco Realty Corp COM 49446R109 1,659 147,300 SH   DFND 1,2,6 147,300 0 0
Kimco Realty Corp COM 49446R109 98 8,705 SH   DFND 1,2,7 8,705 0 0
Kinder Morgan Inc COM 49456B101 18 1,423 SH   DFND 1,2 1,423 0 0
Kinder Morgan Inc COM 49456B101 486 39,400 SH   DFND 1,2,6 39,400 0 0
Kinder Morgan Inc COM 49456B101 45 3,670 SH   DFND 1,2,7 2,492 0 1,178
Kingsoft Cloud Holdings Ltd ADS 49639K101 543 18,400 SH   DFND 1,2 18,400 0 0
Kinross Gold Corp COM 496902404 10,254 1,162,600 SH   DFND 1,2,6 1,024,600 0 138,000
Kinross Gold Corp COM 496902404 14 1,600 SH   DFND 1,2,7 1,600 0 0
KKR & Co Inc COM 48251W104 11 326 SH   DFND 1,2 326 0 0
KLA Corp COM NEW 482480100 21 110 SH   DFND 1,2 110 0 0
KLA Corp COM NEW 482480100 7,614 39,300 SH   DFND 1,2,6 38,800 0 500
KLA Corp COM NEW 482480100 5,290 27,303 SH   DFND 1,2,7 27,303 0 0
Knoll Inc COM NEW 498904200 650 53,900 SH   DFND 1,2,6 10,300 0 43,600
Koppers Holdings Inc COM 50060P106 211 10,100 SH   DFND 1,2,6 4,700 0 5,400
Kraft Heinz Co/The COM 500754106 14 459 SH   DFND 1,2 459 0 0
Kraft Heinz Co/The COM 500754106 28,551 953,300 SH   DFND 1,2,6 865,800 0 87,500
Kraft Heinz Co/The COM 500754106 296 9,873 SH   DFND 1,2,7 9,873 0 0
Kroger Co/The COM 501044101 20 584 SH   DFND 1,2 584 0 0
Kroger Co/The COM 501044101 37,393 1,102,700 SH   DFND 1,2,6 1,081,800 0 20,900
Kroger Co/The COM 501044101 547 16,140 SH   DFND 1,2,7 16,140 0 0
Kura Oncology Inc COM 50127T109 6,654 217,163 SH   DFND 1,2,8 217,163 0 0
L3Harris Technologies Inc COM 502431109 24 142 SH   DFND 1,2 142 0 0
L3Harris Technologies Inc COM 502431109 5,146 30,300 SH   DFND 1,2,6 29,400 0 900
L3Harris Technologies Inc COM 502431109 23 137 SH   DFND 1,2,7 137 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 13 69 SH   DFND 1,2 69 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 8,585 45,600 SH   DFND 1,2,6 44,400 0 1,200
Laboratory Corp of America Holdings COM NEW 50540R409 45 241 SH   DFND 1,2,7 241 0 0
Lamar Advertising Co CL A 512816109 7,887 119,200 SH   DFND 1,2,6 87,700 0 31,500
Lamb Weston Holdings Inc COM 513272104 2,015 30,400 SH   DFND 1,2,6 30,400 0 0
Lam Research Corp COM 512807108 34 102 SH   DFND 1,2 102 0 0
Lam Research Corp COM 512807108 4,280 12,900 SH   DFND 1,2,6 11,600 0 1,300
Lam Research Corp COM 512807108 295 889 SH   DFND 1,2,7 889 0 0
Lantheus Holdings Inc COM 516544103 2,393 188,900 SH   DFND 1,2,6 154,500 0 34,400
Las Vegas Sands Corp COM 517834107 11 242 SH   DFND 1,2 242 0 0
Las Vegas Sands Corp COM 517834107 2,548 54,605 SH   DFND 1,2,7 5,621 0 48,984
Las Vegas Sands Corp COM 517834107 15,950 341,832 SH   DFND 1,2,8 341,832 0 0
Lattice Semiconductor Corp COM 518415104 11,294 390,000 SH   DFND 1,2,8 390,000 0 0
LCI Industries COM 50189K103 1,329 12,500 SH   DFND 1,2,6 7,400 0 5,100
Leidos Holdings Inc COM 525327102 9 98 SH   DFND 1,2 98 0 0
Leidos Holdings Inc COM 525327102 16,466 184,700 SH   DFND 1,2,6 184,700 0 0
Leidos Holdings Inc COM 525327102 200 2,245 SH   DFND 1,2,7 2,245 0 0
Lemonade Inc COM 52567D107 114,338 2,299,647 SH   DFND 1,2 2,299,647 0 0
Lennar Corp CL A 526057104 17 206 SH   DFND 1,2 206 0 0
Lennar Corp CL A 526057104 262 3,205 SH   DFND 1,2,7 3,205 0 0
Lennox International Inc COM 526107107 8,176 29,993 SH   DFND 1,2,6 29,993 0 0
Lexington Realty Trust COM 529043101 343 32,800 SH   DFND 1,2,6 25,100 0 7,700
Lexington Realty Trust COM 529043101 28 2,704 SH   DFND 1,2,7 2,704 0 0
LGI Homes Inc COM 50187T106 987 8,500 SH   DFND 1,2,6 3,700 0 4,800
LHC Group Inc COM 50187A107 15,880 74,709 SH   DFND 1,2,8 74,709 0 0
Liberty Broadband Corp COM SER C 530307305 11 77 SH   DFND 1,2 77 0 77
Liberty Broadband Corp COM SER C 530307305 139 971 SH   DFND 1,2,7 971 0 971
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 3,901 117,600 SH   DFND 1,2,6 117,600 0 0
Life Storage Inc COM 53223X107 6,011 57,100 SH   DFND 1,2,6 38,300 0 18,800
Life Storage Inc COM 53223X107 55 519 SH   DFND 1,2,7 519 0 0
Limoneira Co COM 532746104 3,272 228,782 SH   DFND 1,2,7 228,782 0 0
Lincoln National Corp COM 534187109 3,615 115,400 SH   DFND 1,2,6 108,600 0 6,800
Lincoln National Corp COM 534187109 16 509 SH   DFND 1,2,7 509 0 0
Linde PLC SHS G5494J103 91 382 SH   DFND 1,2 382 0 0
Linde PLC SHS G5494J103 59,531 249,993 SH   DFND 1,2,6 243,093 0 6,900
Linde PLC SHS G5494J103 227,511 955,405 SH   DFND 1,2,7 950,260 0 5,145
Linde PLC SHS G5494J103 72,787 305,662 SH   DFND 1,2,8 49,755 0 255,907
Lithia Motors Inc CL A 536797103 9,779 42,900 SH   DFND 1,2,6 24,100 0 18,800
Live Nation Entertainment Inc NOTE 2.500% 3/1 538034AQ2 9,311 8,330,000 PRN   DFND 1,2,7 7,100,000 0 1,230,000
LivePerson Inc COM 538146101 7,076 136,111 SH   DFND 1,2,7 136,111 0 0
Lloyds Banking Group PLC SPONSORED ADR 539439109 17 12,943 SH   DFND 1,2 12,943 0 0
Lockheed Martin Corp COM 539830109 63 164 SH   DFND 1,2 164 0 0
Lockheed Martin Corp COM 539830109 1,840 4,800 SH   DFND 1,2,6 4,800 0 0
Logitech International SA SHS H50430232 563 7,853 SH   DFND 1,2,6 7,853 0 0
Logitech International SA SHS H50430232 10,481 142,282 SH   DFND 1,2,7 142,282 0 0
Louisiana-Pacific Corp COM 546347105 670 22,700 SH   DFND 1,2,6 0 0 22,700
Lowe's Cos Inc COM 548661107 85 511 SH   DFND 1,2 511 0 0
Lowe's Cos Inc COM 548661107 89,496 539,585 SH   DFND 1,2,6 510,400 0 29,185
Lowe's Cos Inc COM 548661107 2,177 13,127 SH   DFND 1,2,7 3,621 0 9,506
LPL Financial Holdings Inc COM 50212V100 253 3,300 SH   DFND 1,2,6 3,300 0 0
LTC Properties Inc COM 502175102 16,584 475,738 SH   DFND 1,2 475,738 0 0
LTC Properties Inc COM 502175102 94 2,687 SH   DFND 1,2,7 2,687 0 0
Lululemon Athletica Inc COM 550021109 26 79 SH   DFND 1,2 79 0 0
Lululemon Athletica Inc COM 550021109 1,120 3,400 SH   DFND 1,2,6 2,300 0 1,100
Lululemon Athletica Inc COM 550021109 128 388 SH   DFND 1,2,7 388 0 0
Lululemon Athletica Inc COM 550021109 11,660 35,400 SH   DFND 1,2,8 35,400 0 0
Lumentum Holdings Inc COM 55024U109 33,647 447,846 SH   DFND 1,2,8 447,846 0 0
LyondellBasell Industries NV SHS - A - N53745100 13 188 SH   DFND 1,2 188 0 0
LyondellBasell Industries NV SHS - A - N53745100 6,668 94,600 SH   DFND 1,2,6 92,900 0 1,700
LyondellBasell Industries NV SHS - A - N53745100 3,648 51,753 SH   DFND 1,2,7 6,749 0 45,004
Macerich Co/The COM 554382101 614 90,440 SH   DFND 1,2,6 90,440 0 0
Macerich Co/The COM 554382101 16 2,325 SH   DFND 1,2,7 2,325 0 0
Magic Software Enterprises Ltd ORD 559166103 1,626 123,830 SH   DFND 1,2,6 80,522 0 43,308
Magna International Inc COM 559222401 5,346 116,859 SH   DFND 1,2,7 81,248 0 35,611
Manhattan Associates Inc COM 562750109 745 7,800 SH   DFND 1,2,6 7,800 0 0
ManpowerGroup Inc COM 56418H100 1,525 20,801 SH   DFND 1,2,6 14,500 0 6,301
Manulife Financial Corp COM 56501R106 19 1,375 SH   DFND 1,2 1,375 0 0
Manulife Financial Corp COM 56501R106 24,765 1,780,400 SH   DFND 1,2,6 1,604,200 0 176,200
Manulife Financial Corp COM 56501R106 36 2,586 SH   DFND 1,2,7 2,586 0 0
Marathon Petroleum Corp COM 56585A102 14 471 SH   DFND 1,2 471 0 0
Marathon Petroleum Corp COM 56585A102 82 2,800 SH   DFND 1,2,6 2,800 0 0
Marathon Petroleum Corp COM 56585A102 1,045 35,603 SH   DFND 1,2,7 35,603 0 0
MarineMax Inc COM 567908108 2,783 108,400 SH   DFND 1,2,6 84,300 0 24,100
Markel Corp COM 570535104 195 200 SH   DFND 1,2,6 200 0 0
Markel Corp COM 570535104 66 68 SH   DFND 1,2,7 68 0 0
MarketAxess Holdings Inc COM 57060D108 13 27 SH   DFND 1,2 27 0 0
MarketAxess Holdings Inc COM 57060D108 11,857 24,620 SH   DFND 1,2,6 24,520 0 100
MarketAxess Holdings Inc COM 57060D108 232 481 SH   DFND 1,2,7 481 0 0
Marriott International Inc/MD CL A 571903202 19 203 SH   DFND 1,2 203 0 0
Marriott International Inc/MD CL A 571903202 185 2,000 SH   DFND 1,2,6 0 0 2,000
Marriott International Inc/MD CL A 571903202 38 414 SH   DFND 1,2,7 414 0 0
Marsh & McLennan Cos Inc COM 571748102 41 356 SH   DFND 1,2 356 0 0
Marsh & McLennan Cos Inc COM 571748102 19,442 169,500 SH   DFND 1,2,6 160,900 0 8,600
Marsh & McLennan Cos Inc COM 571748102 91 795 SH   DFND 1,2,7 795 0 0
Martin Marietta Materials Inc COM 573284106 1,859 7,900 SH   DFND 1,2,6 7,900 0 0
Martin Marietta Materials Inc COM 573284106 245 1,041 SH   DFND 1,2,7 1,041 0 0
Martin Marietta Materials Inc COM 573284106 2,004 8,514 SH   DFND 1,2,8 8,514 0 0
Marvell Technology Group Ltd ORD G5876H105 17 438 SH   DFND 1,2 438 0 0
Marvell Technology Group Ltd ORD G5876H105 249 6,260 SH   DFND 1,2,7 6,260 0 0
Marvell Technology Group Ltd ORD G5876H105 34,531 869,800 SH   DFND 1,2,8 869,800 0 0
Masco Corp COM 574599106 15,927 288,900 SH   DFND 1,2,6 275,100 0 13,800
Masco Corp COM 574599106 171 3,099 SH   DFND 1,2,7 3,099 0 0
Masimo Corp COM 574795100 214 906 SH   DFND 1,2,7 906 0 0
Masimo Corp COM 574795100 13,744 58,224 SH   DFND 1,2,8 58,224 0 0
MasTec Inc COM 576323109 1,017 24,100 SH   DFND 1,2,6 14,400 0 9,700
MasTec Inc COM 576323109 2,945 69,779 SH   DFND 1,2,7 69,779 0 0
Mastercard Inc CL A 57636Q104 206 610 SH   DFND 1,2 610 0 0
Mastercard Inc CL A 57636Q104 91,018 269,150 SH   DFND 1,2,6 259,050 0 10,100
Mastercard Inc CL A 57636Q104 38,622 114,209 SH   DFND 1,2,7 104,728 0 9,481
Match Group Inc COM 57667L107 13 116 SH   DFND 1,2 116 0 0
Match Group Inc COM 57667L107 9,703 87,691 SH   DFND 1,2,8 87,691 0 0
Materion Corp COM 576690101 1,212 23,300 SH   DFND 1,2,6 19,200 0 4,100
Maxim Integrated Products Inc COM 57772K101 13 188 SH   DFND 1,2 188 0 0
Maxim Integrated Products Inc COM 57772K101 5,968 88,265 SH   DFND 1,2,6 87,065 0 1,200
Maxim Integrated Products Inc COM 57772K101 380 5,623 SH   DFND 1,2,7 5,623 0 0
MAXIMUS Inc COM 577933104 10,029 146,600 SH   DFND 1,2,6 112,900 0 33,700
McCormick & Co Inc/MD COM NON VTG 579780206 17 87 SH   DFND 1,2 87 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 11,704 60,300 SH   DFND 1,2,6 59,700 0 600
McCormick & Co Inc/MD COM NON VTG 579780206 113 580 SH   DFND 1,2,7 580 0 0
McDonald's Corp COM 580135101 112 509 SH   DFND 1,2 509 0 0
McDonald's Corp COM 580135101 40,430 184,200 SH   DFND 1,2,6 175,900 0 8,300
McDonald's Corp COM 580135101 2,452 11,173 SH   DFND 1,2,7 2,890 0 8,283
McKesson Corp COM 58155Q103 20 137 SH   DFND 1,2 137 0 0
McKesson Corp COM 58155Q103 6,300 42,300 SH   DFND 1,2,6 41,800 0 500
McKesson Corp COM 58155Q103 205 1,378 SH   DFND 1,2,7 1,378 0 0
MDC Holdings Inc COM 552676108 490 10,400 SH   DFND 1,2,6 0 0 10,400
MDU Resources Group Inc COM 552690109 1,287 57,200 SH   DFND 1,2,6 27,300 0 29,900
Medical Properties Trust Inc COM 58463J304 1,752 99,400 SH   DFND 1,2,6 78,300 0 21,100
Medical Properties Trust Inc COM 58463J304 63 3,580 SH   DFND 1,2,7 3,580 0 0
MEDNAX Inc COM 58502B106 3,175 195,000 SH   DFND 1,2,6 147,100 0 47,900
Medpace Holdings Inc COM 58506Q109 1,419 12,700 SH   DFND 1,2,6 6,400 0 6,300
Medtronic PLC SHS G5960L103 98 941 SH   DFND 1,2 941 0 0
Medtronic PLC SHS G5960L103 112,541 1,082,960 SH   DFND 1,2,6 1,047,260 0 35,700
Medtronic PLC SHS G5960L103 22,741 218,828 SH   DFND 1,2,7 206,380 0 12,448
Medtronic PLC SHS G5960L103 18,942 182,272 SH   DFND 1,2,8 182,272 0 0
Mercadolibre Inc COM 58733R102 35 32 SH   DFND 1,2 32 0 0
Mercadolibre Inc COM 58733R102 64 59 SH   DFND 1,2,6 59 0 0
Mercadolibre Inc COM 58733R102 108 100 SH   DFND 1,2,7 0 0 100
Merck & Co Inc COM 58933Y105 142 1,713 SH   DFND 1,2 1,713 0 0
Merck & Co Inc COM 58933Y105 106,338 1,281,949 SH   DFND 1,2,6 1,269,049 0 12,900
Merck & Co Inc COM 58933Y105 5,732 69,102 SH   DFND 1,2,7 58,492 0 10,610
Merck & Co Inc COM 58933Y105 53,004 638,987 SH   DFND 1,2,8 638,987 0 0
Meritage Homes Corp COM 59001A102 7,269 65,849 SH   DFND 1,2,6 41,900 0 23,949
Mersana Therapeutics Inc COM 59045L106 3,664 196,766 SH   DFND 1,2,8 196,766 0 0
MetLife Inc COM 59156R108 21 571 SH   DFND 1,2 571 0 0
MetLife Inc COM 59156R108 18,132 487,800 SH   DFND 1,2,6 479,200 0 8,600
MetLife Inc COM 59156R108 108 2,897 SH   DFND 1,2,7 1,944 0 953
Mettler-Toledo International Inc COM 592688105 17 18 SH   DFND 1,2 18 0 0
Mettler-Toledo International Inc COM 592688105 33,277 34,457 SH   DFND 1,2,6 33,300 0 1,157
Mettler-Toledo International Inc COM 592688105 21,764 22,536 SH   DFND 1,2,7 22,536 0 0
MGIC Investment Corp COM 552848103 4,655 525,400 SH   DFND 1,2,6 355,900 0 169,500
Microchip Technology Inc COM 595017104 17 162 SH   DFND 1,2 162 0 0
Microchip Technology Inc COM 595017104 31 300 SH   DFND 1,2,7 300 0 0
Microchip Technology Inc COM 595017104 76,301 742,513 SH   DFND 1,2,8 742,513 0 0
Micron Technology Inc COM 595112103 35 751 SH   DFND 1,2 751 0 0
Micron Technology Inc COM 595112103 7,110 151,400 SH   DFND 1,2,6 140,000 0 11,400
Micron Technology Inc COM 595112103 1,278 27,210 SH   DFND 1,2,7 27,210 0 0
Micron Technology Inc COM 595112103 20,993 447,035 SH   DFND 1,2,8 447,035 0 0
Microsoft Corp COM 594918104 1,075 5,109 SH   DFND 1,2 5,109 0 0
Microsoft Corp COM 594918104 567,661 2,698,906 SH   DFND 1,2,6 2,590,369 0 108,537
Microsoft Corp COM 594918104 126,936 603,510 SH   DFND 1,2,7 290,319 0 313,191
Microsoft Corp COM 594918104 177,105 842,036 SH   DFND 1,2,8 842,036 0 0
MicroStrategy Inc CL A NEW 594972408 4,742 31,494 SH   DFND 1,2,6 21,294 0 10,200
Mid-America Apartment Communities Inc COM 59522J103 4,787 41,281 SH   DFND 1,2 41,281 0 0
Mid-America Apartment Communities Inc COM 59522J103 3,525 30,400 SH   DFND 1,2,6 30,400 0 0
Mid-America Apartment Communities Inc COM 59522J103 527 4,541 SH   DFND 1,2,7 4,541 0 0
M/I Homes Inc COM 55305B101 1,929 41,900 SH   DFND 1,2,6 33,300 0 8,600
Mimecast Ltd ORD SHS G14838109 12,621 269,000 SH   DFND 1,2,8 269,000 0 0
Minerals Technologies Inc COM 603158106 6,469 126,600 SH   DFND 1,2,6 89,200 0 37,400
Mirati Therapeutics Inc COM 60468T105 714 4,300 SH   DFND 1,2,6 4,100 0 200
Mirati Therapeutics Inc COM 60468T105 4,683 28,201 SH   DFND 1,2,8 28,201 0 0
Mirum Pharmaceuticals Inc COM 604749101 4,393 227,990 SH   DFND 1,2,8 227,990 0 0
Mitsubishi UFJ Financial Group Inc SPONSORED ADS 606822104 34 8,588 SH   DFND 1,2 8,588 0 0
Mizuho Financial Group Inc SPONSORED ADR 60687Y109 22 8,444 SH   DFND 1,2 8,444 0 0
MKS Instruments Inc COM 55306N104 13,086 119,800 SH   DFND 1,2,6 88,400 0 31,400
MobileIron Inc COM NEW 60739U204 111 15,900 SH   DFND 1,2,6 12,900 0 3,000
Mobile TeleSystems PJSC SPONSORED ADR 607409109 26 2,937 SH   DFND 1,2 2,937 0 0
Mobile TeleSystems PJSC SPONSORED ADR 607409109 93 10,680 SH   DFND 1,2,7 0 0 10,680
Moderna Inc COM 60770K107 231 3,266 SH   DFND 1,2 3,266 0 0
Moderna Inc COM 60770K107 11,307 159,822 SH   DFND 1,2,8 159,822 0 0
Molina Healthcare Inc COM 60855R100 10,854 59,300 SH   DFND 1,2,6 56,100 0 3,200
Molina Healthcare Inc COM 60855R100 265 1,449 SH   DFND 1,2,7 1,449 0 0
Molson Coors Beverage Co CL B 60871R209 695 20,700 SH   DFND 1,2,6 0 0 20,700
Molson Coors Beverage Co CL B 60871R209 112 3,349 SH   DFND 1,2,7 3,349 0 0
Mondelez International Inc CL A 609207105 59 1,025 SH   DFND 1,2 1,025 0 0
Mondelez International Inc CL A 609207105 59,623 1,037,823 SH   DFND 1,2,6 1,016,226 0 21,597
Mondelez International Inc CL A 609207105 143 2,497 SH   DFND 1,2,7 2,497 0 0
Mondelez International Inc CL A 609207105 3,304 57,513 SH   DFND 1,2,8 57,513 0 0
Monmouth Real Estate Investment Corp CL A 609720107 4,314 311,500 SH   DFND 1,2,6 219,800 0 91,700
Monolithic Power Systems Inc COM 609839105 783 2,800 SH   DFND 1,2,6 1,900 0 900
Monolithic Power Systems Inc COM 609839105 5,099 18,235 SH   DFND 1,2,7 18,235 0 0
Monster Beverage Corp COM 61174X109 23 291 SH   DFND 1,2 291 0 0
Monster Beverage Corp COM 61174X109 36,738 458,082 SH   DFND 1,2,6 454,477 0 3,605
Monster Beverage Corp COM 61174X109 27 341 SH   DFND 1,2,7 341 0 0
Monster Beverage Corp COM 61174X109 32,536 405,680 SH   DFND 1,2,8 405,680 0 0
Moody's Corp COM 615369105 35 122 SH   DFND 1,2 122 0 0
Moody's Corp COM 615369105 31,826 109,800 SH   DFND 1,2,6 107,100 0 2,700
Moody's Corp COM 615369105 36,657 126,468 SH   DFND 1,2,7 126,468 0 0
Moog Inc CL A 615394202 2,960 46,600 SH   DFND 1,2,6 18,400 0 28,200
Morgan Stanley COM NEW 617446448 49 1,010 SH   DFND 1,2 1,010 0 0
Morgan Stanley COM NEW 617446448 5,884 121,700 SH   DFND 1,2,6 109,800 0 11,900
Morgan Stanley COM NEW 617446448 7,871 162,791 SH   DFND 1,2,7 162,791 0 0
Motorola Solutions Inc COM NEW 620076307 18 116 SH   DFND 1,2 116 0 0
Motorola Solutions Inc COM NEW 620076307 9,642 61,487 SH   DFND 1,2,6 61,087 0 400
Motorola Solutions Inc COM NEW 620076307 280 1,785 SH   DFND 1,2,7 1,785 0 0
MSCI Inc COM 55354G100 22 62 SH   DFND 1,2 62 0 0
MSCI Inc COM 55354G100 19,689 55,186 SH   DFND 1,2,6 54,594 0 592
MSCI Inc COM 55354G100 67,023 187,855 SH   DFND 1,2,7 187,855 0 0
MSC Industrial Direct Co Inc CL A 553530106 12,966 204,900 SH   DFND 1,2,6 157,300 0 47,600
MSG Networks Inc CL A 553573106 217 22,700 SH   DFND 1,2,6 8,500 0 14,200
M&T Bank Corp COM 55261F104 2,431 26,400 SH   DFND 1,2,6 26,400 0 0
M&T Bank Corp COM 55261F104 241 2,614 SH   DFND 1,2,7 2,614 0 0
MTS Systems Corp COM 553777103 1,943 101,700 SH   DFND 1,2,6 67,000 0 34,700
Mueller Industries Inc COM 624756102 465 17,200 SH   DFND 1,2,6 17,200 0 0
Murphy USA Inc COM 626755102 4,913 38,300 SH   DFND 1,2,6 26,500 0 11,800
Mylan NV SHS EURO N59465109 19,610 1,322,300 SH   DFND 1,2,6 1,100,500 0 221,800
Mylan NV SHS EURO N59465109 169 11,386 SH   DFND 1,2,7 11,386 0 0
MyoKardia Inc COM 62857M105 8,473 62,153 SH   DFND 1,2,8 62,153 0 0
Nasdaq Inc COM 631103108 10 83 SH   DFND 1,2 83 0 0
Nasdaq Inc COM 631103108 14,811 120,700 SH   DFND 1,2,6 120,200 0 500
Nasdaq Inc COM 631103108 77 631 SH   DFND 1,2,7 631 0 0
Natera Inc COM 632307104 11,818 163,600 SH   DFND 1,2,8 163,600 0 0
National Fuel Gas Co COM 636180101 3,410 84,000 SH   DFND 1,2,6 47,300 0 36,700
National Grid PLC SPONSORED ADR NE 636274409 28 481 SH   DFND 1,2 481 0 0
National HealthCare Corp COM 635906100 561 9,000 SH   DFND 1,2,6 2,700 0 6,300
National Oilwell Varco Inc COM 637071101 99 10,900 SH   DFND 1,2,6 8,400 0 2,500
National Oilwell Varco Inc COM 637071101 5 500 SH   DFND 1,2,7 500 0 0
National Storage Affiliates Trust COM SHS BEN IN 637870106 4,965 151,800 SH   DFND 1,2,6 104,500 0 47,300
National Western Life Group Inc CL A 638517102 457 2,500 SH   DFND 1,2,6 400 0 2,100
Nature's Sunshine Products Inc COM 639027101 253 21,905 SH   DFND 1,2,6 0 0 21,905
NCR Corp COM 62886E108 55 2,500 SH   DFND 1,2 2,500 0 0
NCR Corp COM 62886E108 1,519 68,600 SH   DFND 1,2,6 12,700 0 55,900
NeoPhotonics Corp COM 64051T100 141 23,200 SH   DFND 1,2,6 10,400 0 12,800
NetApp Inc COM 64110D104 10,307 235,100 SH   DFND 1,2,6 205,200 0 29,900
NetApp Inc COM 64110D104 254 5,805 SH   DFND 1,2,7 5,805 0 0
NetEase Inc SPONSORED ADS 64110W102 41 453 SH   DFND 1,2 453 0 0
NetEase Inc SPONSORED ADS 64110W102 1,255 13,800 SH   DFND 1,2,6 12,500 0 1,300
Netflix Inc COM 64110L106 163 325 SH   DFND 1,2 325 0 0
Netflix Inc COM 64110L106 52,861 105,716 SH   DFND 1,2,6 99,416 0 6,300
Netflix Inc COM 64110L106 1,737 3,474 SH   DFND 1,2,7 2,900 0 574
Netflix Inc COM 64110L106 26,829 53,655 SH   DFND 1,2,8 53,655 0 0
NetScout Systems Inc COM 64115T104 6,101 279,500 SH   DFND 1,2,6 196,300 0 83,200
Neurocrine Biosciences Inc COM 64125C109 6,520 67,800 SH   DFND 1,2,6 53,800 0 14,000
Neurocrine Biosciences Inc COM 64125C109 217 2,256 SH   DFND 1,2,7 2,256 0 0
Newell Brands Inc COM 651229106 8,990 523,900 SH   DFND 1,2,6 519,700 0 4,200
Newell Brands Inc COM 651229106 997 58,080 SH   DFND 1,2,7 680 0 57,400
NewMarket Corp COM 651587107 1,130 3,300 SH   DFND 1,2,6 2,000 0 1,300
Newmark Group Inc CL A 65158N102 96 22,300 SH   DFND 1,2,6 0 0 22,300
Newmont Corp COM 651639106 37 577 SH   DFND 1,2 577 0 0
Newmont Corp COM 651639106 11,377 179,300 SH   DFND 1,2,6 166,600 0 12,700
Newmont Corp COM 651639106 8,890 139,985 SH   DFND 1,2,7 139,985 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 2,848 19,962 SH   DFND 1,2 19,962 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 1,495 10,000 SH   DFND 1,2,6 9,100 0 900
New Oriental Education & Technology Group Inc SPON ADR 647581107 634 4,239 SH   DFND 1,2,7 4,239 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 7,366 49,270 SH   DFND 1,2,8 49,270 0 0
New Relic Inc COM 64829B100 26,912 477,497 SH   DFND 1,2,8 477,497 0 0
News Corp CL A 65249B109 937 66,800 SH   DFND 1,2,6 30,757 0 36,043
Newtek Business Services Corp COM NEW 652526203 683 36,800 SH   DFND 1,2,6 8,500 0 28,300
New York Community Bancorp Inc COM 649445103 273 33,000 SH   DFND 1,2,6 33,000 0 0
NexPoint Residential Trust Inc COM 65341D102 226 5,100 SH   DFND 1,2,6 5,100 0 0
Nexstar Media Group Inc CL A 65336K103 10,612 118,000 SH   DFND 1,2,6 84,200 0 33,800
NextEra Energy Inc COM 65339F101 1,211 17,445 SH   DFND 1,2 17,445 0 0
NextEra Energy Inc COM 65339F101 2,928 42,200 SH   DFND 1,2,6 41,000 0 1,200
NextEra Energy Inc COM 65339F101 7,625 109,882 SH   DFND 1,2,7 11,180 0 98,702
NextEra Energy Inc COM 65339F101 8,666 124,884 SH   DFND 1,2,8 124,884 0 0
NextGen Healthcare Inc COM 65343C102 3,716 291,700 SH   DFND 1,2,6 212,000 0 79,700
Nice Ltd NOTE 1.250% 1/1 65366HAB9 432 158,000 PRN   DFND 1,2,7 0 0 158,000
Nielsen Holdings PLC SHS EUR G6518L108 17,595 1,240,800 SH   DFND 1,2,6 1,044,400 0 196,400
Nielsen Holdings PLC SHS EUR G6518L108 7 500 SH   DFND 1,2,7 500 0 0
NIKE Inc CL B 654106103 104 827 SH   DFND 1,2 827 0 0
NIKE Inc CL B 654106103 55,269 440,247 SH   DFND 1,2,6 425,647 0 14,600
NIKE Inc CL B 654106103 50,676 403,661 SH   DFND 1,2,7 385,652 0 18,009
NIKE Inc CL B 654106103 35,738 284,677 SH   DFND 1,2,8 284,677 0 0
NIO Inc SPON ADS 62914V106 87 4,100 SH   DFND 1,2 4,100 0 0
NIO Inc SPON ADS 62914V106 628 29,600 SH   DFND 1,2,6 29,600 0 0
Nokia Oyj SPONSORED ADR 654902204 15 3,842 SH   DFND 1,2 3,842 0 0
Norbord Inc COM NEW 65548P403 502 17,000 SH   DFND 1,2,6 5,200 0 11,800
Norfolk Southern Corp COM 655844108 40 188 SH   DFND 1,2 188 0 0
Norfolk Southern Corp COM 655844108 17,825 83,300 SH   DFND 1,2,6 80,200 0 3,100
Norfolk Southern Corp COM 655844108 1,091 5,098 SH   DFND 1,2,7 322 0 4,776
Northern Trust Corp COM 665859104 11 140 SH   DFND 1,2 140 0 0
Northern Trust Corp COM 665859104 13,161 168,800 SH   DFND 1,2,6 167,900 0 900
Northern Trust Corp COM 665859104 224 2,871 SH   DFND 1,2,7 2,871 0 0
Northrop Grumman Corp COM 666807102 36 113 SH   DFND 1,2 113 0 0
Northrop Grumman Corp COM 666807102 663 2,100 SH   DFND 1,2,6 2,100 0 0
NortonLifeLock Inc COM 668771108 113 5,400 SH   DFND 1,2,6 5,400 0 0
NortonLifeLock Inc COM 668771108 16,006 768,065 SH   DFND 1,2,7 768,065 0 0
Novanta Inc COM 67000B104 5,281 50,133 SH   DFND 1,2,7 50,133 0 0
Novanta Inc COM 67000B104 44,799 425,279 SH   DFND 1,2,8 425,279 0 0
Novartis AG SPONSORED ADR 66987V109 134 1,537 SH   DFND 1,2 1,537 0 0
Novocure Ltd ORD SHS G6674U108 4,564 41,000 SH   DFND 1,2,6 32,800 0 8,200
Novo Nordisk A/S ADR 670100205 86 1,244 SH   DFND 1,2 1,244 0 0
Nuance Communications Inc COM 67020Y100 10,714 322,800 SH   DFND 1,2,6 280,400 0 42,400
Nutanix Inc CL A 67059N108 3,473 156,600 SH   DFND 1,2,6 116,300 0 40,300
Nutrien Ltd COM 67077M108 16 416 SH   DFND 1,2 416 0 0
Nutrien Ltd COM 67077M108 569 14,500 SH   DFND 1,2,6 14,500 0 0
Nutrien Ltd COM 67077M108 2,882 73,470 SH   DFND 1,2,7 35,295 0 38,175
NuVasive Inc COM 670704105 282 5,800 SH   DFND 1,2,6 4,500 0 1,300
NuVasive Inc COM 670704105 3,936 81,030 SH   DFND 1,2,7 4,658 0 76,372
NuVasive Inc COM 670704105 50,983 1,049,680 SH   DFND 1,2,8 1,049,680 0 0
NuVasive Inc NOTE 2.250% 3/1 670704AG0 7,389 7,229,000 PRN   DFND 1,2,7 6,174,000 0 1,055,000
nVent Electric PLC SHS G6700G107 2,126 120,200 SH   DFND 1,2,6 56,300 0 63,900
nVent Electric PLC SHS G6700G107 4 244 SH   DFND 1,2,7 244 0 0
NVIDIA Corp COM 67066G104 246 455 SH   DFND 1,2 455 0 0
NVIDIA Corp COM 67066G104 94,497 174,600 SH   DFND 1,2,6 163,500 0 11,100
NVIDIA Corp COM 67066G104 6,911 12,770 SH   DFND 1,2,7 11,222 0 1,548
NVIDIA Corp COM 67066G104 116,258 214,808 SH   DFND 1,2,8 214,808 0 0
NVR Inc COM 62944T105 13,229 3,240 SH   DFND 1,2,6 3,190 0 50
NVR Inc COM 62944T105 339 83 SH   DFND 1,2,7 83 0 0
NXP Semiconductors NV COM N6596X109 25 200 SH   DFND 1,2 200 0 0
NXP Semiconductors NV COM N6596X109 3,280 26,281 SH   DFND 1,2,7 26,281 0 0
NXP Semiconductors NV COM N6596X109 71,847 575,652 SH   DFND 1,2,8 575,652 0 0
Occidental Petroleum Corp COM 674599105 962 96,148 SH   DFND 1,2,7 43,635 0 52,513
Occidental Petroleum Corp COM 674599105 470 46,921 SH   DFND 1,2,8 46,921 0 0
Office Properties Income Trust COM SHS BEN INT 67623C109 1,508 72,785 SH   DFND 1,2,6 33,785 0 39,000
Okta Inc CL A 679295105 16 73 SH   DFND 1,2 73 0 0
Okta Inc CL A 679295105 19,031 88,994 SH   DFND 1,2,8 88,994 0 0
Okta Inc NOTE 0.125% 9/0 679295AD7 10,548 7,950,000 PRN   DFND 1,2,7 6,780,000 0 1,170,000
Old Dominion Freight Line Inc COM 679580100 12 64 SH   DFND 1,2 64 0 0
Old Dominion Freight Line Inc COM 679580100 28,910 159,793 SH   DFND 1,2,6 153,192 0 6,601
Old Dominion Freight Line Inc COM 679580100 164 908 SH   DFND 1,2,7 908 0 0
Old National Bancorp/IN COM 680033107 641 51,000 SH   DFND 1,2,6 23,900 0 27,100
Ollie's Bargain Outlet Holdings Inc COM 681116109 1,887 21,600 SH   DFND 1,2,6 16,600 0 5,000
Omega Healthcare Investors Inc COM 681936100 254 8,500 SH   DFND 1,2,6 8,500 0 0
Omega Healthcare Investors Inc COM 681936100 113 3,781 SH   DFND 1,2,7 3,781 0 0
Omnicom Group Inc COM 681919106 30,645 619,100 SH   DFND 1,2,6 615,100 0 4,000
Omnicom Group Inc COM 681919106 15 300 SH   DFND 1,2,7 300 0 0
ONE Gas Inc COM 68235P108 4,161 60,300 SH   DFND 1,2,6 60,300 0 0
Oneok Inc COM 682680103 8 293 SH   DFND 1,2 293 0 0
Oneok Inc COM 682680103 156 6,000 SH   DFND 1,2,6 4,600 0 1,400
Oneok Inc COM 682680103 14 535 SH   DFND 1,2,7 535 0 0
ON Semiconductor Corp NOTE 1.625%10/1 682189AP0 9,231 6,930,000 PRN   DFND 1,2,7 5,900,000 0 1,030,000
Ontrak Inc COM 683373104 390 6,500 SH   DFND 1,2 6,500 0 0
Open Text Corp COM 683715106 3,240 76,700 SH   DFND 1,2,6 76,700 0 0
Open Text Corp COM 683715106 16 371 SH   DFND 1,2,7 371 0 0
Oracle Corp COM 68389X105 92 1,540 SH   DFND 1,2 1,540 0 0
Oracle Corp COM 68389X105 149,820 2,509,546 SH   DFND 1,2,6 2,413,600 0 95,946
Oracle Corp COM 68389X105 13,087 219,211 SH   DFND 1,2,7 157,220 0 61,991
Orange SA SPONSORED ADR 684060106 15 1,433 SH   DFND 1,2 1,433 0 0
O'Reilly Automotive Inc COM 67103H107 26 57 SH   DFND 1,2 57 0 0
O'Reilly Automotive Inc COM 67103H107 18,620 40,383 SH   DFND 1,2,6 39,397 0 986
O'Reilly Automotive Inc COM 67103H107 162 351 SH   DFND 1,2,7 351 0 0
O'Reilly Automotive Inc COM 67103H107 10,905 23,650 SH   DFND 1,2,8 23,650 0 0
ORIX Corp SPONSORED ADR 686330101 12 189 SH   DFND 1,2 189 0 0
Ormat Technologies Inc COM 686688102 3,653 61,800 SH   DFND 1,2,6 44,800 0 17,000
Ormat Technologies Inc COM 686688102 2,364 40,000 SH   DFND 1,2,7 40,000 0 0
Oshkosh Corp COM 688239201 4,895 66,600 SH   DFND 1,2,6 60,300 0 6,300
OSI Systems Inc COM 671044105 3,904 50,300 SH   DFND 1,2,6 32,200 0 18,100
Otis Worldwide Corp COM 68902V107 17 280 SH   DFND 1,2 280 0 0
Otis Worldwide Corp COM 68902V107 306 4,900 SH   DFND 1,2,6 4,900 0 0
Otis Worldwide Corp COM 68902V107 11,846 189,778 SH   DFND 1,2,7 189,537 0 241
Outfront Media Inc COM 69007J106 5,423 372,700 SH   DFND 1,2,6 274,500 0 98,200
Ovid therapeutics Inc COM 690469101 3,413 594,667 SH   DFND 1,2,8 594,667 0 0
Owens Corning COM 690742101 606 8,800 SH   DFND 1,2,6 8,800 0 0
Owens & Minor Inc COM 690732102 5,728 228,100 SH   DFND 1,2,6 152,900 0 75,200
Oxford Industries Inc COM 691497309 355 8,800 SH   DFND 1,2,6 0 0 8,800
PACCAR Inc COM 693718108 21 244 SH   DFND 1,2 244 0 0
PACCAR Inc COM 693718108 15,794 185,200 SH   DFND 1,2,6 184,300 0 900
PACCAR Inc COM 693718108 251 2,948 SH   DFND 1,2,7 2,948 0 0
Packaging Corp of America COM 695156109 371 3,403 SH   DFND 1,2,7 3,403 0 0
Pagseguro Digital Ltd COM CL A G68707101 47,722 1,265,498 SH   DFND 1,2,7 1,265,498 0 0
Palo Alto Networks Inc COM 697435105 16 66 SH   DFND 1,2 66 0 0
Palo Alto Networks Inc COM 697435105 1,248 5,100 SH   DFND 1,2,6 5,100 0 0
Palo Alto Networks Inc COM 697435105 46,860 191,461 SH   DFND 1,2,7 191,461 0 0
Palo Alto Networks Inc COM 697435105 23,369 95,482 SH   DFND 1,2,8 95,482 0 0
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 15,771 13,951,000 PRN   DFND 1,2,7 11,065,000 0 2,886,000
Palomar Holdings Inc COM 69753M105 9,324 89,450 SH   DFND 1,2,8 89,450 0 0
Paramount Group Inc COM 69924R108 291 41,100 SH   DFND 1,2,6 41,100 0 0
Paramount Group Inc COM 69924R108 102 14,379 SH   DFND 1,2,7 14,379 0 0
Parker-Hannifin Corp COM 701094104 17 85 SH   DFND 1,2 85 0 0
Parker-Hannifin Corp COM 701094104 15,540 76,800 SH   DFND 1,2,6 76,400 0 400
Parker-Hannifin Corp COM 701094104 35 174 SH   DFND 1,2,7 174 0 0
Parker-Hannifin Corp COM 701094104 13,790 68,153 SH   DFND 1,2,8 68,153 0 0
Patrick Industries Inc COM 703343103 863 15,000 SH   DFND 1,2,6 14,300 0 700
Patterson Cos Inc COM 703395103 8,184 339,500 SH   DFND 1,2,6 239,900 0 99,600
Paychex Inc COM 704326107 18 230 SH   DFND 1,2 230 0 0
Paychex Inc COM 704326107 44,006 551,660 SH   DFND 1,2,6 548,881 0 2,779
Paychex Inc COM 704326107 247 3,101 SH   DFND 1,2,7 3,101 0 0
Paycom Software Inc COM 70432V102 12 37 SH   DFND 1,2 37 0 0
Paycom Software Inc COM 70432V102 167 538 SH   DFND 1,2,7 538 0 0
PayPal Holdings Inc COM 70450Y103 156 790 SH   DFND 1,2 790 0 0
PayPal Holdings Inc COM 70450Y103 63,935 324,494 SH   DFND 1,2,6 306,567 0 17,927
PayPal Holdings Inc COM 70450Y103 63,063 320,070 SH   DFND 1,2,7 187,341 0 132,729
PayPal Holdings Inc COM 70450Y103 115,174 584,549 SH   DFND 1,2,8 584,549 0 0
PC Connection Inc COM 69318J100 3,347 81,514 SH   DFND 1,2,6 53,500 0 28,014
PDC Energy Inc COM 69327R101 1,766 142,500 SH   DFND 1,2,6 85,400 0 57,100
PDL BioPharma Inc COM 69329Y104 928 318,608 SH   DFND 1,2,6 203,408 0 115,200
Pembina Pipeline Corp COM 706327103 8 358 SH   DFND 1,2 358 0 0
Pembina Pipeline Corp COM 706327103 385 18,141 SH   DFND 1,2,7 676 0 17,465
PennyMac Financial Services Inc COM 70932M107 9,784 168,334 SH   DFND 1,2,6 115,477 0 52,857
Penske Automotive Group Inc COM 70959W103 3,975 83,400 SH   DFND 1,2,6 59,600 0 23,800
Pentair PLC SHS G7S00T104 13,391 292,564 SH   DFND 1,2,6 276,164 0 16,400
Pentair PLC SHS G7S00T104 11 244 SH   DFND 1,2,7 244 0 0
Penumbra Inc COM 70975L107 10,761 55,360 SH   DFND 1,2,8 55,360 0 0
People's United Financial Inc COM 712704105 11,680 1,132,900 SH   DFND 1,2,6 957,600 0 175,300
People's United Financial Inc COM 712704105 4 400 SH   DFND 1,2,7 400 0 0
PepsiCo Inc COM 713448108 139 1,005 SH   DFND 1,2 1,005 0 0
PepsiCo Inc COM 713448108 107,108 772,784 SH   DFND 1,2,6 736,261 0 36,523
PepsiCo Inc COM 713448108 4,609 33,254 SH   DFND 1,2,7 28,739 0 4,515
Perdoceo Education Corp COM 71363P106 3,535 288,800 SH   DFND 1,2,6 211,600 0 77,200
Perficient Inc COM 71375U101 440 10,300 SH   DFND 1,2,6 10,300 0 0
PerkinElmer Inc COM 714046109 21,638 172,400 SH   DFND 1,2,6 145,000 0 27,400
PerkinElmer Inc COM 714046109 76 604 SH   DFND 1,2,7 604 0 0
Perrigo Co PLC SHS G97822103 13,755 299,600 SH   DFND 1,2,6 278,400 0 21,200
Perrigo Co PLC SHS G97822103 166 3,621 SH   DFND 1,2,7 3,621 0 0
Pershing Square Tontine Holdings Ltd COM CL A 71531R109 2,505 110,403 SH   DFND 1,2 110,403 0 0
Perspecta Inc COM 715347100 7,154 367,800 SH   DFND 1,2,6 264,600 0 103,200
Perspecta Inc COM 715347100 4 194 SH   DFND 1,2,7 194 0 0
Petroleo Brasileiro SA SP ADR NON VTG 71654V101 11 1,522 SH   DFND 1,2 1,522 0 0
Petroleo Brasileiro SA SPONSORED ADR 71654V408 967 135,844 SH   DFND 1,2,7 60,844 0 75,000
Pfizer Inc COM 717081103 143 3,906 SH   DFND 1,2 3,906 0 0
Pfizer Inc COM 717081103 86,627 2,360,400 SH   DFND 1,2,6 2,330,800 0 29,600
Pfizer Inc COM 717081103 6,785 184,876 SH   DFND 1,2,7 138,678 0 46,198
Pfizer Inc COM 717081103 20,212 550,726 SH   DFND 1,2,8 550,726 0 0
Philip Morris International Inc COM 718172109 78 1,042 SH   DFND 1,2 1,042 0 0
Philip Morris International Inc COM 718172109 4,985 66,481 SH   DFND 1,2,7 26,530 0 39,951
Phillips 66 COM 718546104 17 320 SH   DFND 1,2 320 0 0
Phillips 66 COM 718546104 171 3,300 SH   DFND 1,2,6 3,300 0 0
Phillips 66 COM 718546104 1,596 30,780 SH   DFND 1,2,7 30,780 0 0
Photronics Inc COM 719405102 642 64,500 SH   DFND 1,2,6 62,300 0 2,200
Physicians Realty Trust COM 71943U104 24,084 1,344,720 SH   DFND 1,2 1,344,720 0 0
Physicians Realty Trust COM 71943U104 559 31,200 SH   DFND 1,2,6 31,200 0 0
Physicians Realty Trust COM 71943U104 495 27,620 SH   DFND 1,2,7 27,620 0 0
Pinduoduo Inc SPONSORED ADS 722304102 99 1,338 SH   DFND 1,2 1,338 0 0
Pinduoduo Inc SPONSORED ADS 722304102 6,911 93,200 SH   DFND 1,2,6 89,400 0 3,800
Pinnacle West Capital Corp COM 723484101 3,947 52,947 SH   DFND 1,2,6 41,347 0 11,600
Pioneer Natural Resources Co COM 723787107 10 115 SH   DFND 1,2 115 0 0
Pioneer Natural Resources Co COM 723787107 31,945 371,500 SH   DFND 1,2,6 345,400 0 26,100
Pioneer Natural Resources Co COM 723787107 2,325 27,041 SH   DFND 1,2,7 8,541 0 18,500
Planet Fitness Inc CL A 72703H101 6,631 107,609 SH   DFND 1,2,7 107,609 0 0
Planet Fitness Inc CL A 72703H101 6,612 107,300 SH   DFND 1,2,8 107,300 0 0
Pluralsight Inc COM CL A 72941B106 39 2,300 SH   DFND 1,2,6 0 0 2,300
Pluralsight Inc COM CL A 72941B106 2,398 140,000 SH   DFND 1,2,7 140,000 0 0
PNC Financial Services Group Inc/The COM 693475105 30 273 SH   DFND 1,2 273 0 0
PNC Financial Services Group Inc/The COM 693475105 8,166 74,300 SH   DFND 1,2,6 70,000 0 4,300
PNC Financial Services Group Inc/The COM 693475105 2,371 21,570 SH   DFND 1,2,7 18,758 0 2,812
Pool Corp COM 73278L105 535 1,600 SH   DFND 1,2,6 800 0 800
Pool Corp COM 73278L105 7,299 21,818 SH   DFND 1,2,7 21,818 0 0
Popular Inc COM NEW 733174700 3,475 95,800 SH   DFND 1,2,6 64,700 0 31,100
Portland General Electric Co COM NEW 736508847 224 6,300 SH   DFND 1,2,6 400 0 5,900
Portland General Electric Co COM NEW 736508847 0 1 SH   DFND 1,2,7 1 0 0
POSCO SPONSORED ADR 693483109 2,205 52,664 SH   DFND 1,2,7 0 0 52,664
Powell Industries Inc COM 739128106 813 33,700 SH   DFND 1,2,6 20,200 0 13,500
PPG Industries Inc COM 693506107 20 163 SH   DFND 1,2 163 0 0
PPG Industries Inc COM 693506107 13,734 112,500 SH   DFND 1,2,6 112,500 0 0
PPG Industries Inc COM 693506107 1,300 10,646 SH   DFND 1,2,7 2,374 0 8,272
PPL Corp COM 69351T106 14 502 SH   DFND 1,2 502 0 0
PPL Corp COM 69351T106 33 1,200 SH   DFND 1,2,6 1,200 0 0
PPL Corp COM 69351T106 97 3,548 SH   DFND 1,2,7 3,548 0 0
PQ Group Holdings Inc COM 73943T103 264 25,700 SH   DFND 1,2,6 16,000 0 9,700
PRA Health Sciences Inc COM 69354M108 8,045 79,305 SH   DFND 1,2,8 79,305 0 0
Precigen Inc COM 74017N105 1,069 305,400 SH   DFND 1,2,6 200,300 0 105,100
Premier Inc CL A 74051N102 5,391 164,207 SH   DFND 1,2,6 99,207 0 65,000
Pretium Resources Inc COM 74139C102 3,607 288,600 SH   DFND 1,2,6 255,300 0 33,300
PriceSmart Inc COM 741511109 612 9,207 SH   DFND 1,2,6 3,600 0 5,607
Primerica Inc COM 74164M108 577 5,100 SH   DFND 1,2,6 5,100 0 0
Principal Financial Group Inc COM 74251V102 30,723 762,915 SH   DFND 1,2,6 719,615 0 43,300
Principal Financial Group Inc COM 74251V102 152 3,783 SH   DFND 1,2,7 3,783 0 0
Procter & Gamble Co/The COM 742718109 233 1,674 SH   DFND 1,2 1,674 0 0
Procter & Gamble Co/The COM 742718109 134,228 965,739 SH   DFND 1,2,6 914,300 0 51,439
Procter & Gamble Co/The COM 742718109 4,325 31,114 SH   DFND 1,2,7 18,486 0 12,628
Procter & Gamble Co/The COM 742718109 2,365 17,016 SH   DFND 1,2,8 17,016 0 0
Progressive Corp/The COM 743315103 39 414 SH   DFND 1,2 414 0 0
Progressive Corp/The COM 743315103 12,695 134,100 SH   DFND 1,2,6 126,000 0 8,100
Progressive Corp/The COM 743315103 186 1,961 SH   DFND 1,2,7 1,961 0 0
Progressive Corp/The COM 743315103 16,522 174,518 SH   DFND 1,2,8 174,518 0 0
Progress Software Corp COM 743312100 4,589 125,100 SH   DFND 1,2,6 78,200 0 46,900
Prologis Inc COM 74340W103 70,615 701,797 SH   DFND 1,2 701,797 0 0
Prologis Inc COM 74340W103 14,469 143,800 SH   DFND 1,2,6 141,700 0 2,100
Prologis Inc COM 74340W103 24,118 239,693 SH   DFND 1,2,7 149,070 0 90,623
Prologis Inc COM 74340W103 56,670 563,210 SH   DFND 1,2,8 563,210 0 0
Proofpoint Inc COM 743424103 887 8,400 SH   DFND 1,2,6 8,000 0 400
Proofpoint Inc COM 743424103 17,639 167,116 SH   DFND 1,2,7 92,659 0 74,457
Proofpoint Inc COM 743424103 75,177 712,240 SH   DFND 1,2,8 712,240 0 0
Proofpoint Inc NOTE 0.250% 8/1 743424AF0 10,946 10,943,000 PRN   DFND 1,2,7 9,346,000 0 1,597,000
Prosperity Bancshares Inc COM 743606105 2,840 54,800 SH   DFND 1,2,6 40,500 0 14,300
Prothena Corp PLC SHS G72800108 1,757 175,849 SH   DFND 1,2,6 129,353 0 46,496
Providence Service Corp/The COM 743815102 2,341 25,200 SH   DFND 1,2,6 11,500 0 13,700
Prudential Financial Inc COM 744320102 18 287 SH   DFND 1,2 287 0 0
Prudential Financial Inc COM 744320102 12,069 190,000 SH   DFND 1,2,6 182,800 0 7,200
Prudential Financial Inc COM 744320102 1,679 26,437 SH   DFND 1,2,7 920 0 25,517
Prudential PLC ADR 74435K204 26 906 SH   DFND 1,2 906 0 0
PTC Inc COM 69370C100 101,691 1,229,336 SH   DFND 1,2,8 1,229,336 0 0
PTC Therapeutics Inc COM 69366J200 771 16,500 SH   DFND 1,2,6 16,500 0 0
Public Service Enterprise Group Inc COM 744573106 20 365 SH   DFND 1,2 365 0 0
Public Service Enterprise Group Inc COM 744573106 23,601 429,809 SH   DFND 1,2,6 426,209 0 3,600
Public Service Enterprise Group Inc COM 744573106 131 2,392 SH   DFND 1,2,7 2,392 0 0
Public Storage COM 74460D109 4,878 21,900 SH   DFND 1,2,6 21,900 0 0
Public Storage COM 74460D109 3,286 14,755 SH   DFND 1,2,7 9,171 0 5,584
PulteGroup Inc COM 745867101 26,455 571,500 SH   DFND 1,2,6 528,000 0 43,500
PulteGroup Inc COM 745867101 19 400 SH   DFND 1,2,7 400 0 0
PulteGroup Inc COM 745867101 1,171 25,300 SH   DFND 1,2,8 25,300 0 0
Puma Biotechnology Inc COM 74587V107 1,823 180,700 SH   DFND 1,2,6 127,300 0 53,400
Pure Storage Inc CL A 74624M102 1,961 127,432 SH   DFND 1,2,7 127,432 0 0
Q2 Holdings Inc COM 74736L109 13,239 145,068 SH   DFND 1,2,7 145,068 0 0
Q2 Holdings Inc COM 74736L109 23,828 261,096 SH   DFND 1,2,8 261,096 0 0
QIAGEN NV SHS NEW N72482123 1,172 22,425 SH   DFND 1,2,7 22,425 0 0
Qorvo Inc COM 74736K101 25,905 200,800 SH   DFND 1,2,6 185,400 0 15,400
Qorvo Inc COM 74736K101 376 2,917 SH   DFND 1,2,7 2,917 0 0
QUALCOMM Inc COM 747525103 101 855 SH   DFND 1,2 855 0 0
QUALCOMM Inc COM 747525103 12,308 104,592 SH   DFND 1,2,6 92,423 0 12,169
QUALCOMM Inc COM 747525103 19,091 162,231 SH   DFND 1,2,7 29,925 0 132,306
QUALCOMM Inc COM 747525103 233,672 1,985,656 SH   DFND 1,2,8 1,985,656 0 0
Qualys Inc COM 74758T303 1,264 12,900 SH   DFND 1,2,6 6,100 0 6,800
Qualys Inc COM 74758T303 7,800 79,585 SH   DFND 1,2,7 79,585 0 0
Quanta Services Inc COM 74762E102 4,070 77,000 SH   DFND 1,2,6 60,600 0 16,400
Quest Diagnostics Inc COM 74834L100 11 92 SH   DFND 1,2 92 0 0
Quest Diagnostics Inc COM 74834L100 8,512 74,350 SH   DFND 1,2,6 70,250 0 4,100
Quest Diagnostics Inc COM 74834L100 84 733 SH   DFND 1,2,7 733 0 0
Quidel Corp COM 74838J101 24,439 111,400 SH   DFND 1,2,6 81,000 0 30,400
Quidel Corp COM 74838J101 7,788 35,500 SH   DFND 1,2,8 35,500 0 0
Qurate Retail Inc COM SER A 74915M100 4,454 620,400 SH   DFND 1,2,6 405,600 0 214,800
Radware Ltd ORD M81873107 6,787 280,000 SH   DFND 1,2,8 280,000 0 0
Ralph Lauren Corp CL A 751212101 1,523 22,400 SH   DFND 1,2,6 19,900 0 2,500
Ralph Lauren Corp CL A 751212101 7 100 SH   DFND 1,2,7 100 0 0
Rambus Inc COM 750917106 5,399 394,400 SH   DFND 1,2,6 275,300 0 119,100
Rapid7 Inc COM 753422104 13,412 219,000 SH   DFND 1,2,8 219,000 0 0
Raymond James Financial Inc COM 754730109 1,921 26,400 SH   DFND 1,2,6 7,900 0 18,500
Raymond James Financial Inc COM 754730109 215 2,954 SH   DFND 1,2,7 2,954 0 0
Raytheon Technologies Corp COM 75513E101 58 1,011 SH   DFND 1,2 1,011 0 0
Raytheon Technologies Corp COM 75513E101 21,278 369,802 SH   DFND 1,2,6 369,802 0 0
Raytheon Technologies Corp COM 75513E101 8,287 144,016 SH   DFND 1,2,7 139,635 0 4,381
RealPage Inc COM 75606N109 507 8,800 SH   DFND 1,2,6 8,800 0 0
RealPage Inc COM 75606N109 5,503 95,476 SH   DFND 1,2,7 95,476 0 0
Realty Income Corp COM 756109104 13,244 218,000 SH   DFND 1,2 218,000 0 0
Realty Income Corp COM 756109104 115 1,900 SH   DFND 1,2,6 1,900 0 0
Realty Income Corp COM 756109104 508 8,357 SH   DFND 1,2,7 8,357 0 0
Redfin Corp COM 75737F108 1,153 23,100 SH   DFND 1,2,6 23,100 0 0
Regal Beloit Corp COM 758750103 11,527 122,800 SH   DFND 1,2,6 86,700 0 36,100
Regeneron Pharmaceuticals Inc COM 75886F107 31 56 SH   DFND 1,2 56 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 24,854 44,400 SH   DFND 1,2,6 43,400 0 1,000
Regeneron Pharmaceuticals Inc COM 75886F107 463 828 SH   DFND 1,2,7 828 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 44,869 80,154 SH   DFND 1,2,8 80,154 0 0
Regions Financial Corp COM 7591EP100 2,840 246,273 SH   DFND 1,2,6 246,273 0 0
Regions Financial Corp COM 7591EP100 107 9,321 SH   DFND 1,2,7 9,321 0 0
Reinsurance Group of America Inc COM NEW 759351604 6,097 64,055 SH   DFND 1,2,7 64,055 0 0
Reliance Steel & Aluminum Co COM 759509102 2,051 20,100 SH   DFND 1,2,6 20,100 0 0
RELX PLC SPONSORED ADR 759530108 31 1,383 SH   DFND 1,2 1,383 0 0
RE/MAX Holdings Inc CL A 75524W108 1,047 32,000 SH   DFND 1,2,6 27,500 0 4,500
Renewable Energy Group Inc COM NEW 75972A301 1,596 29,882 SH   DFND 1,2,6 10,582 0 19,300
Repligen Corp COM 759916109 4,839 32,800 SH   DFND 1,2,6 24,700 0 8,100
Republic Services Inc COM 760759100 15 160 SH   DFND 1,2 160 0 0
Republic Services Inc COM 760759100 5,419 58,052 SH   DFND 1,2,6 58,052 0 0
Republic Services Inc COM 760759100 31 333 SH   DFND 1,2,7 333 0 0
Resideo Technologies Inc COM 76118Y104 109 9,900 SH   DFND 1,2,6 1,100 0 8,800
Resideo Technologies Inc COM 76118Y104 299 27,148 SH   DFND 1,2,7 27,148 0 0
ResMed Inc COM 761152107 17 102 SH   DFND 1,2 102 0 0
ResMed Inc COM 761152107 14,938 87,137 SH   DFND 1,2,6 86,084 0 1,053
ResMed Inc COM 761152107 250 1,458 SH   DFND 1,2,7 1,458 0 0
Resources Connection Inc COM 76122Q105 1,459 126,322 SH   DFND 1,2,6 85,278 0 41,044
Restaurant Brands International Inc COM 76131D103 10 166 SH   DFND 1,2 166 0 0
Restaurant Brands International Inc COM 76131D103 2,490 43,300 SH   DFND 1,2,6 42,000 0 1,300
Restaurant Brands International Inc COM 76131D103 336 5,850 SH   DFND 1,2,7 300 0 5,550
Retail Opportunity Investments Corp COM 76131N101 118 11,328 SH   DFND 1,2,7 11,328 0 0
Retrophin Inc COM 761299106 3,511 190,200 SH   DFND 1,2,6 129,800 0 60,400
Rexnord Corp COM 76169B102 8,973 300,700 SH   DFND 1,2,6 209,100 0 91,600
RingCentral Inc CL A 76680R206 14 51 SH   DFND 1,2 51 0 0
RingCentral Inc CL A 76680R206 361 1,313 SH   DFND 1,2,7 1,313 0 0
Rio Tinto PLC SPONSORED ADR 767204100 49 805 SH   DFND 1,2 805 0 0
RLJ Lodging Trust COM 74965L101 2,812 324,700 SH   DFND 1,2,6 220,400 0 104,300
RLJ Lodging Trust COM 74965L101 12 1,421 SH   DFND 1,2,7 1,421 0 0
RMR Group Inc/The CL A 74967R106 786 28,604 SH   DFND 1,2,6 23,404 0 5,200
Robert Half International Inc COM 770323103 9,243 174,600 SH   DFND 1,2,6 172,300 0 2,300
Robert Half International Inc COM 770323103 11 200 SH   DFND 1,2,7 200 0 0
Rocket Pharmaceuticals Inc COM 77313F106 4,851 212,186 SH   DFND 1,2,8 212,186 0 0
Rockwell Automation Inc COM 773903109 18 80 SH   DFND 1,2 80 0 0
Rockwell Automation Inc COM 773903109 15,913 72,107 SH   DFND 1,2,6 71,300 0 807
Rockwell Automation Inc COM 773903109 2,533 11,480 SH   DFND 1,2,7 11,480 0 0
Rocky Brands Inc COM 774515100 435 17,500 SH   DFND 1,2,6 4,900 0 12,600
Rogers Communications Inc CL B 775109200 10 260 SH   DFND 1,2 260 0 0
Rogers Communications Inc CL B 775109200 8,993 226,800 SH   DFND 1,2,6 222,800 0 4,000
Rogers Communications Inc CL B 775109200 1,677 42,294 SH   DFND 1,2,7 9,702 0 32,592
Rollins Inc COM 775711104 4,455 82,219 SH   DFND 1,2,6 80,800 0 1,419
Rollins Inc COM 775711104 10 192 SH   DFND 1,2,7 192 0 0
Roper Technologies Inc COM 776696106 29 74 SH   DFND 1,2 74 0 0
Roper Technologies Inc COM 776696106 22,006 55,696 SH   DFND 1,2,6 54,296 0 1,400
Roper Technologies Inc COM 776696106 14,534 36,784 SH   DFND 1,2,7 209 0 36,575
Roper Technologies Inc COM 776696106 52,393 132,603 SH   DFND 1,2,8 132,603 0 0
Ross Stores Inc COM 778296103 25 263 SH   DFND 1,2 263 0 0
Ross Stores Inc COM 778296103 8,559 91,721 SH   DFND 1,2,6 88,700 0 3,021
Ross Stores Inc COM 778296103 1,938 20,770 SH   DFND 1,2,7 1,050 0 19,720
Royal Bank of Canada COM 780087102 62 880 SH   DFND 1,2 880 0 0
Royal Bank of Canada COM 780087102 37,904 540,400 SH   DFND 1,2,6 514,500 0 25,900
Royal Bank of Canada COM 780087102 4,662 66,474 SH   DFND 1,2,7 7,274 0 59,200
Royal Bank of Canada COM 780087102 1,597 22,762 SH   DFND 1,2,8 22,762 0 0
Royal Caribbean Cruises Ltd COM V7780T103 16 242 SH   DFND 1,2,7 242 0 0
Royal Caribbean Cruises Ltd COM V7780T103 17,266 266,745 SH   DFND 1,2,8 266,745 0 0
Royal Dutch Shell PLC SPON ADR B 780259107 69 2,844 SH   DFND 1,2 2,844 0 0
Ryanair Holdings PLC SPONSORED ADS 783513203 26,438 323,363 SH   DFND 1,2,8 0 0 323,363
Sabra Health Care REIT Inc COM 78573L106 4,474 324,583 SH   DFND 1,2,6 235,483 0 89,100
Sabra Health Care REIT Inc COM 78573L106 8 546 SH   DFND 1,2,7 546 0 0
Sabre Corp COM 78573M104 132 20,200 SH   DFND 1,2,6 20,200 0 0
Sage Therapeutics Inc COM 78667J108 1,339 21,900 SH   DFND 1,2,6 5,100 0 16,800
Sage Therapeutics Inc COM 78667J108 6,569 107,477 SH   DFND 1,2,8 107,477 0 0
Saia Inc COM 78709Y105 833 6,600 SH   DFND 1,2,6 6,600 0 0
Sailpoint Technologies Holdings Inc COM 78781P105 5,263 133,000 SH   DFND 1,2,7 133,000 0 0
Sailpoint Technologies Holdings Inc COM 78781P105 6,410 162,000 SH   DFND 1,2,8 162,000 0 0
salesforce.com Inc COM 79466L302 152 604 SH   DFND 1,2 604 0 0
salesforce.com Inc COM 79466L302 37,899 150,800 SH   DFND 1,2,6 142,600 0 8,200
salesforce.com Inc COM 79466L302 17,359 69,070 SH   DFND 1,2,7 4,574 0 64,496
salesforce.com Inc COM 79466L302 139,480 554,988 SH   DFND 1,2,8 554,988 0 0
Sangamo Therapeutics Inc COM 800677106 124 13,100 SH   DFND 1,2,6 1,300 0 11,800
Sanmina Corp COM 801056102 2,183 80,700 SH   DFND 1,2,6 77,900 0 2,800
Sanofi SPONSORED ADR 80105N105 78 1,549 SH   DFND 1,2 1,549 0 0
Sapiens International Corp NV SHS G7T16G103 896 29,300 SH   DFND 1,2,6 4,600 0 24,700
SAP SE SPON ADR 803054204 108 696 SH   DFND 1,2 696 0 0
Sarepta Therapeutics Inc COM 803607100 9,688 68,985 SH   DFND 1,2,8 68,985 0 0
Saul Centers Inc COM 804395101 213 7,998 SH   DFND 1,2,6 3,498 0 4,500
Savara Inc COM 805111101 1,531 1,404,519 SH   DFND 1,2,8 1,404,519 0 0
Schlumberger NV COM 806857108 15 952 SH   DFND 1,2 952 0 0
Schlumberger NV COM 806857108 1,494 95,993 SH   DFND 1,2,7 88,402 0 7,591
Schnitzer Steel Industries Inc CL A 806882106 392 20,400 SH   DFND 1,2,6 14,000 0 6,400
Science Applications International Corp COM 808625107 1,269 16,181 SH   DFND 1,2,7 16,181 0 0
Seagate Technology PLC SHS G7945M107 31,493 639,200 SH   DFND 1,2,6 599,200 0 40,000
Seagate Technology PLC SHS G7945M107 291 5,912 SH   DFND 1,2,7 5,912 0 0
Sealed Air Corp COM 81211K100 12,854 331,200 SH   DFND 1,2,6 309,800 0 21,400
Sealed Air Corp COM 81211K100 7 189 SH   DFND 1,2,7 189 0 0
Seattle Genetics Inc COM 812578102 381 1,946 SH   DFND 1,2,7 1,946 0 0
Seattle Genetics Inc COM 812578102 29,052 148,460 SH   DFND 1,2,8 148,460 0 0
Select Medical Holdings Corp COM 81619Q105 8,301 398,700 SH   DFND 1,2,6 285,200 0 113,500
Sempra Energy COM 816851109 1,657 14,196 SH   DFND 1,2 14,196 0 0
Sempra Energy COM 816851109 39,627 334,800 SH   DFND 1,2,6 331,800 0 3,000
Sempra Energy COM 816851109 40 335 SH   DFND 1,2,7 335 0 0
Seneca Foods Corp CL A 817070501 675 18,900 SH   DFND 1,2,6 5,400 0 13,500
Service Corp International/US COM 817565104 4,221 100,082 SH   DFND 1,2,7 100,082 0 0
Service Corp International/US COM 817565104 9,899 234,681 SH   DFND 1,2,8 234,681 0 0
ServiceNow Inc COM 81762P102 63 129 SH   DFND 1,2 129 0 0
ServiceNow Inc COM 81762P102 65,378 134,800 SH   DFND 1,2,6 124,800 0 10,000
ServiceNow Inc COM 81762P102 26,695 55,041 SH   DFND 1,2,7 3,047 0 51,994
ServiceNow Inc COM 81762P102 146,129 301,296 SH   DFND 1,2,8 301,296 0 0
ServiceNow Inc NOTE 6/0 81762PAC6 723 200,000 PRN   DFND 1,2,7 0 0 200,000
Shaw Communications Inc CL B CONV 82028K200 2,037 111,600 SH   DFND 1,2,6 108,300 0 3,300
Shaw Communications Inc CL B CONV 82028K200 29 1,579 SH   DFND 1,2,7 1,579 0 0
Sherwin-Williams Co/The COM 824348106 38 55 SH   DFND 1,2 55 0 0
Sherwin-Williams Co/The COM 824348106 29,751 42,700 SH   DFND 1,2,6 41,200 0 1,500
Sherwin-Williams Co/The COM 824348106 31,942 45,845 SH   DFND 1,2,7 45,845 0 0
Sherwin-Williams Co/The COM 824348106 1,173 1,684 SH   DFND 1,2,8 1,684 0 0
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 533 23,206 SH   DFND 1,2,7 7,500 0 15,706
Shockwave Medical Inc COM 82489T104 8,543 112,700 SH   DFND 1,2,8 112,700 0 0
Shopify Inc CL A 82509L107 83 81 SH   DFND 1,2 81 0 0
Shopify Inc CL A 82509L107 2,864 2,800 SH   DFND 1,2,6 1,900 0 900
Shopify Inc CL A 82509L107 106 104 SH   DFND 1,2,7 104 0 0
Silgan Holdings Inc COM 827048109 629 17,100 SH   DFND 1,2,6 3,500 0 13,600
Silicon Laboratories Inc COM 826919102 88,380 903,222 SH   DFND 1,2,8 903,222 0 0
Simon Property Group Inc COM 828806109 17,096 264,532 SH   DFND 1,2 264,532 0 0
Simon Property Group Inc COM 828806109 5,392 83,368 SH   DFND 1,2,6 81,168 0 2,200
Simon Property Group Inc COM 828806109 3,096 47,865 SH   DFND 1,2,7 18,869 0 28,996
SINA Corp/China ORD G81477104 8,505 199,600 SH   DFND 1,2,6 195,900 0 3,700
Sirius XM Holdings Inc COM 82968B103 68 12,604 SH   DFND 1,2,7 12,604 0 0
SITE Centers Corp COM 82981J109 318 44,100 SH   DFND 1,2,6 14,100 0 30,000
SITE Centers Corp COM 82981J109 19 2,575 SH   DFND 1,2,7 2,575 0 0
SiteOne Landscape Supply Inc COM 82982L103 4,683 38,400 SH   DFND 1,2,6 27,800 0 10,600
Skechers USA Inc CL A 830566105 2,792 92,400 SH   DFND 1,2,6 53,800 0 38,600
SK Telecom Co Ltd SPONSORED ADR 78440P108 1,130 50,395 SH   DFND 1,2,7 27,227 0 23,168
Skyworks Solutions Inc COM 83088M102 17 118 SH   DFND 1,2 118 0 0
Skyworks Solutions Inc COM 83088M102 581 3,991 SH   DFND 1,2,7 3,991 0 0
SL Green Realty Corp COM 78440X101 2,036 43,900 SH   DFND 1,2,6 38,700 0 5,200
SL Green Realty Corp COM 78440X101 111 2,392 SH   DFND 1,2,7 2,392 0 0
Smith & Nephew PLC SPDN ADR NEW 83175M205 12 308 SH   DFND 1,2 308 0 0
Snap Inc CL A 83304A106 15 591 SH   DFND 1,2 591 0 0
Snap-on Inc COM 833034101 32,838 223,190 SH   DFND 1,2,6 184,600 0 38,590
Snap-on Inc COM 833034101 210 1,425 SH   DFND 1,2,7 1,425 0 0
SolarEdge Technologies Inc COM 83417M104 953 4,000 SH   DFND 1,2,6 2,100 0 1,900
SolarWinds Corp COM 83417Q105 456 22,400 SH   DFND 1,2,6 4,100 0 18,300
Sonoco Products Co COM 835495102 1,762 34,500 SH   DFND 1,2,6 29,700 0 4,800
Sony Corp SPONSORED ADR 835699307 68 892 SH   DFND 1,2 892 0 0
Southern Co/The COM 842587107 38 707 SH   DFND 1,2 707 0 0
Southern Co/The COM 842587107 5,276 97,300 SH   DFND 1,2,6 94,800 0 2,500
Southern Co/The COM 842587107 400 7,370 SH   DFND 1,2,7 2,288 0 5,082
Southwestern Energy Co COM 845467109 543 231,000 SH   DFND 1,2,6 231,000 0 0
SpartanNash Co COM 847215100 2,918 178,500 SH   DFND 1,2,6 126,100 0 52,400
SPDR S&P 500 ETF Trust TR UNIT 78462F103 29,530 88,179 SH   DFND 1,2 53,913 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 1,582 4,699 SH   DFND 1,2 4,699 0 0
Spectrum Pharmaceuticals Inc COM 84763A108 1,144 280,400 SH   DFND 1,2,6 273,800 0 6,600
S&P Global Inc COM 78409V104 62 173 SH   DFND 1,2 173 0 0
S&P Global Inc COM 78409V104 41,938 116,300 SH   DFND 1,2,6 107,500 0 8,800
S&P Global Inc COM 78409V104 20,495 56,837 SH   DFND 1,2,7 56,837 0 0
Spire Inc COM 84857L101 628 11,800 SH   DFND 1,2,6 11,800 0 0
Splunk Inc COM 848637104 20 105 SH   DFND 1,2 105 0 0
Splunk Inc COM 848637104 13,534 71,937 SH   DFND 1,2,7 71,937 0 0
Splunk Inc COM 848637104 3,530 18,764 SH   DFND 1,2,8 18,764 0 0
Splunk Inc NOTE 0.500% 9/1 848637AC8 9,616 6,898,000 PRN   DFND 1,2,7 5,882,000 0 1,016,000
Sportsman's Warehouse Holdings Inc COM 84920Y106 1,135 79,300 SH   DFND 1,2,6 18,700 0 60,600
Spotify Technology SA SHS L8681T102 281 1,160 SH   DFND 1,2,7 1,160 0 0
Sprouts Farmers Market Inc COM 85208M102 3,380 161,500 SH   DFND 1,2,6 96,300 0 65,200
Sprouts Farmers Market Inc COM 85208M102 489 23,365 SH   DFND 1,2,8 23,365 0 0
SPS Commerce Inc COM 78463M107 818 10,500 SH   DFND 1,2,6 3,700 0 6,800
Square Inc CL A 852234103 39 237 SH   DFND 1,2 237 0 0
Square Inc CL A 852234103 1,284 7,900 SH   DFND 1,2,6 1,700 0 6,200
Square Inc CL A 852234103 53 329 SH   DFND 1,2,7 329 0 0
Square Inc CL A 852234103 2,760 16,981 SH   DFND 1,2,8 16,981 0 0
SS&C Technologies Holdings Inc COM 78467J100 4,587 75,800 SH   DFND 1,2,6 70,400 0 5,400
SS&C Technologies Holdings Inc COM 78467J100 5,307 87,695 SH   DFND 1,2,7 87,695 0 0
STAG Industrial Inc COM 85254J102 5,665 185,800 SH   DFND 1,2,6 122,900 0 62,900
Stamps.com Inc COM NEW 852857200 4,385 18,200 SH   DFND 1,2,6 12,200 0 6,000
Stanley Black & Decker Inc COM 854502101 16 100 SH   DFND 1,2 100 0 0
Stanley Black & Decker Inc COM 854502101 470 2,900 SH   DFND 1,2,6 0 0 2,900
Stanley Black & Decker Inc COM 854502101 56 347 SH   DFND 1,2,7 347 0 0
Starbucks Corp COM 855244109 70 811 SH   DFND 1,2 811 0 0
Starbucks Corp COM 855244109 10,482 122,000 SH   DFND 1,2,6 109,600 0 12,400
Starbucks Corp COM 855244109 14,039 163,401 SH   DFND 1,2,7 67,956 0 95,445
Starbucks Corp COM 855244109 39,039 454,360 SH   DFND 1,2,8 454,360 0 0
StarTek Inc COM 85569C107 287 54,600 SH   DFND 1,2,6 0 0 54,600
State Street Corp COM 857477103 15 251 SH   DFND 1,2 251 0 0
State Street Corp COM 857477103 1,038 17,500 SH   DFND 1,2,6 13,600 0 3,900
State Street Corp COM 857477103 283 4,774 SH   DFND 1,2,7 4,774 0 0
Stepan Co COM 858586100 1,134 10,400 SH   DFND 1,2,6 10,400 0 0
STERIS PLC SHS USD G8473T100 11 60 SH   DFND 1,2 60 0 0
STERIS PLC SHS USD G8473T100 15,452 87,700 SH   DFND 1,2,6 87,200 0 500
STERIS PLC SHS USD G8473T100 97 553 SH   DFND 1,2,7 553 0 0
STERIS PLC SHS USD G8473T100 1,075 6,100 SH   DFND 1,2,8 6,100 0 0
Stewart Information Services Corp COM 860372101 280 6,400 SH   DFND 1,2,6 2,300 0 4,100
Stifel Financial Corp COM 860630102 2,230 44,100 SH   DFND 1,2,6 29,200 0 14,900
StoneCo Ltd COM CL A G85158106 27,449 518,984 SH   DFND 1,2,7 518,984 0 0
STORE Capital Corp COM 862121100 21,555 785,808 SH   DFND 1,2 785,808 0 0
STORE Capital Corp COM 862121100 47 1,714 SH   DFND 1,2,7 1,714 0 0
Strategic Education Inc COM 86272C103 4,023 43,983 SH   DFND 1,2,8 43,983 0 0
Stryker Corp COM 863667101 49 237 SH   DFND 1,2 237 0 0
Stryker Corp COM 863667101 58,112 278,889 SH   DFND 1,2,6 271,989 0 6,900
Stryker Corp COM 863667101 4,711 22,610 SH   DFND 1,2,7 22,610 0 0
Stryker Corp COM 863667101 5,405 25,941 SH   DFND 1,2,8 25,941 0 0
Sumitomo Mitsui Financial Group Inc SPONSORED ADR 86562M209 26 4,658 SH   DFND 1,2 4,658 0 0
Sun Communities Inc COM 866674104 1,856 13,201 SH   DFND 1,2 13,201 0 0
Sun Communities Inc COM 866674104 169 1,200 SH   DFND 1,2,6 1,200 0 0
Sun Communities Inc COM 866674104 507 3,606 SH   DFND 1,2,7 3,606 0 0
Suncor Energy Inc COM 867224107 13 1,044 SH   DFND 1,2 1,044 0 0
Suncor Energy Inc COM 867224107 1,466 119,852 SH   DFND 1,2,7 119,852 0 0
Sun Life Financial Inc COM 866796105 17 421 SH   DFND 1,2 421 0 0
Sun Life Financial Inc COM 866796105 7,454 183,000 SH   DFND 1,2,6 178,100 0 4,900
Sun Life Financial Inc COM 866796105 35 864 SH   DFND 1,2,7 864 0 0
Super Micro Computer Inc COM 86800U104 1,534 58,100 SH   DFND 1,2,6 34,400 0 23,700
SVB Financial Group COM 78486Q101 68 282 SH   DFND 1,2,6 282 0 0
SVB Financial Group COM 78486Q101 71 296 SH   DFND 1,2,7 296 0 0
SVB Financial Group COM 78486Q101 12,657 52,600 SH   DFND 1,2,8 52,600 0 0
Sykes Enterprises Inc COM 871237103 4,820 140,900 SH   DFND 1,2,6 97,500 0 43,400
Synaptics Inc COM 87157D109 6,168 76,700 SH   DFND 1,2,6 57,600 0 19,100
Syneos Health Inc CL A 87166B102 5,056 95,100 SH   DFND 1,2,6 67,400 0 27,700
SYNNEX Corp COM 87162W100 12,283 87,700 SH   DFND 1,2,6 63,300 0 24,400
Synopsys Inc COM 871607107 22 105 SH   DFND 1,2 105 0 0
Synopsys Inc COM 871607107 45,811 214,089 SH   DFND 1,2,6 211,189 0 2,900
Synopsys Inc COM 871607107 360 1,682 SH   DFND 1,2,7 1,682 0 0
Sysco Corp COM 871829107 22 352 SH   DFND 1,2 352 0 0
Sysco Corp COM 871829107 4,480 72,000 SH   DFND 1,2,6 68,800 0 3,200
Sysco Corp COM 871829107 219 3,520 SH   DFND 1,2,7 3,520 0 0
Tabula Rasa HealthCare Inc COM 873379101 11,659 285,964 SH   DFND 1,2,8 285,964 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 23,775 293,264 SH   DFND 1,2,7 111,803 0 181,461
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 79,732 983,495 SH   DFND 1,2,8 983,495 0 0
Takeda Pharmaceutical Co Ltd SPONSORED ADS 874060205 38 2,112 SH   DFND 1,2 2,112 0 0
Take-Two Interactive Software Inc COM 874054109 13 79 SH   DFND 1,2 79 0 0
Take-Two Interactive Software Inc COM 874054109 33,474 202,600 SH   DFND 1,2,6 193,500 0 9,100
Take-Two Interactive Software Inc COM 874054109 481 2,912 SH   DFND 1,2,7 2,912 0 0
TAL Education Group SPONSORED ADS 874080104 175 2,298 SH   DFND 1,2 2,298 0 0
TAL Education Group SPONSORED ADS 874080104 10,014 131,700 SH   DFND 1,2,6 126,500 0 5,200
TAL Education Group SPONSORED ADS 874080104 39,462 518,967 SH   DFND 1,2,7 518,967 0 0
TAL Education Group SPONSORED ADS 874080104 7,360 96,792 SH   DFND 1,2,8 96,792 0 0
Tanger Factory Outlet Centers Inc COM 875465106 160 26,600 SH   DFND 1,2,6 9,600 0 17,000
Tanger Factory Outlet Centers Inc COM 875465106 23 3,866 SH   DFND 1,2,7 3,866 0 0
Target Corp COM 87612E106 58 367 SH   DFND 1,2 367 0 0
Target Corp COM 87612E106 26,651 169,300 SH   DFND 1,2,6 146,100 0 23,200
Target Corp COM 87612E106 2,038 12,946 SH   DFND 1,2,7 8,358 0 4,588
Taro Pharmaceutical Industries Ltd SHS M8737E108 889 16,200 SH   DFND 1,2,6 16,200 0 0
Tata Motors Ltd SPONSORED ADR 876568502 60 6,585 SH   DFND 1,2,7 0 0 6,585
TC Energy Corp COM 87807B107 27 650 SH   DFND 1,2 650 0 0
TC Energy Corp COM 87807B107 4,273 101,700 SH   DFND 1,2,6 93,800 0 7,900
TC Energy Corp COM 87807B107 1,171 27,871 SH   DFND 1,2,7 2,688 0 25,183
TD Ameritrade Holding Corp COM 87236Y108 5,298 135,314 SH   DFND 1,2,7 1,738 0 133,576
TechnipFMC PLC COM G87110105 2,566 406,635 SH   DFND 1,2,7 400,840 0 5,795
Teck Resources Ltd CL B 878742204 1,122 80,577 SH   DFND 1,2,7 80,577 0 0
TE Connectivity Ltd REG SHS H84989104 23 232 SH   DFND 1,2 232 0 0
TE Connectivity Ltd REG SHS H84989104 12,845 131,423 SH   DFND 1,2,7 6,516 0 124,907
TE Connectivity Ltd REG SHS H84989104 38,134 390,161 SH   DFND 1,2,8 390,161 0 0
Teekay Tankers Ltd CL A Y8565N300 306 28,200 SH   DFND 1,2,6 5,600 0 22,600
TEGNA Inc COM 87901J105 9,442 803,600 SH   DFND 1,2,6 592,400 0 211,200
TEGNA Inc COM 87901J105 389 33,105 SH   DFND 1,2,7 33,105 0 0
Teladoc Health Inc COM 87918A105 16,201 73,897 SH   DFND 1,2,7 44,698 0 29,199
Teladoc Health Inc COM 87918A105 25,729 117,357 SH   DFND 1,2,8 117,357 0 0
Teledyne Technologies Inc COM 879360105 12,657 40,800 SH   DFND 1,2,6 39,600 0 1,200
Teledyne Technologies Inc COM 879360105 184 593 SH   DFND 1,2,7 593 0 0
Teleflex Inc COM 879369106 11 32 SH   DFND 1,2 32 0 0
Teleflex Inc COM 879369106 1,496 4,396 SH   DFND 1,2,6 4,396 0 0
Teleflex Inc COM 879369106 95 279 SH   DFND 1,2,7 279 0 0
Telefonaktiebolaget LM Ericsson ADR B SEK 10 294821608 22 2,003 SH   DFND 1,2 2,003 0 0
Telefonica Brasil SA SPONSORED ADR 87936R106 589 76,817 SH   DFND 1,2,7 35,473 0 41,344
Telefonica SA SPONSORED ADR 879382208 12 3,465 SH   DFND 1,2 3,465 0 0
Telekomunikasi Indonesia Persero Tbk PT SPONSORED ADR 715684106 116 6,663 SH   DFND 1,2,7 0 0 6,663
Telenav Inc COM 879455103 358 99,500 SH   DFND 1,2,6 24,600 0 74,900
Telephone and Data Systems Inc COM NEW 879433829 3,068 166,400 SH   DFND 1,2,6 110,800 0 55,600
Tenable Holdings Inc COM 88025T102 4,741 125,600 SH   DFND 1,2,6 101,100 0 24,500
Tenable Holdings Inc COM 88025T102 9,921 262,809 SH   DFND 1,2,8 262,809 0 0
Tencent Music Entertainment Group SPON ADS 88034P109 28 1,900 SH   DFND 1,2 1,900 0 0
Teradata Corp COM 88076W103 9,414 414,700 SH   DFND 1,2,6 293,700 0 121,000
Teradyne Inc COM 880770102 24,641 310,100 SH   DFND 1,2,6 287,000 0 23,100
Teradyne Inc COM 880770102 282 3,552 SH   DFND 1,2,7 3,552 0 0
Teradyne Inc COM 880770102 104,302 1,312,630 SH   DFND 1,2,8 1,312,630 0 0
Teradyne Inc NOTE 1.250%12/1 880770AG7 10,669 4,172,000 PRN   DFND 1,2,7 3,283,000 0 889,000
Terex Corp COM 880779103 223 11,500 SH   DFND 1,2,6 0 0 11,500
Tesla Inc COM 88160R101 225 525 SH   DFND 1,2 525 0 0
Tesla Inc COM 88160R101 24,840 57,900 SH   DFND 1,2,6 50,200 0 7,700
Tesla Inc COM 88160R101 375 875 SH   DFND 1,2,7 875 0 0
Tesla Inc COM 88160R101 4,968 11,579 SH   DFND 1,2,8 11,579 0 0
Texas Instruments Inc COM 882508104 93 653 SH   DFND 1,2 653 0 0
Texas Instruments Inc COM 882508104 64,682 452,984 SH   DFND 1,2,6 440,155 0 12,829
Texas Instruments Inc COM 882508104 489 3,423 SH   DFND 1,2,7 3,423 0 0
Texas Instruments Inc COM 882508104 86,970 609,077 SH   DFND 1,2,8 609,077 0 0
TherapeuticsMD Inc COM 88338N107 5,353 3,388,081 SH   DFND 1,2,8 3,388,081 0 0
Thermo Fisher Scientific Inc COM 883556102 124 281 SH   DFND 1,2 281 0 0
Thermo Fisher Scientific Inc COM 883556102 84,457 191,288 SH   DFND 1,2,6 189,088 0 2,200
Thermo Fisher Scientific Inc COM 883556102 63,650 144,162 SH   DFND 1,2,7 101,314 0 42,848
Thermo Fisher Scientific Inc COM 883556102 187,152 423,881 SH   DFND 1,2,8 423,881 0 0
Third Point Reinsurance Ltd COM G8827U100 267 38,400 SH   DFND 1,2,6 18,000 0 20,400
Thomson Reuters Corp COM NEW 884903709 23,891 299,500 SH   DFND 1,2,6 274,700 0 24,800
Thomson Reuters Corp COM NEW 884903709 24 300 SH   DFND 1,2,7 300 0 0
Tiffany & Co COM 886547108 9 78 SH   DFND 1,2 78 0 0
Tiffany & Co COM 886547108 361 3,113 SH   DFND 1,2,7 3,113 0 0
Timken Co/The COM 887389104 8,193 151,100 SH   DFND 1,2,6 94,500 0 56,600
TIM Participacoes SA SPONSORED ADR 88706P205 123 10,660 SH   DFND 1,2,7 0 0 10,660
Titan Machinery Inc COM 88830R101 415 31,400 SH   DFND 1,2,6 0 0 31,400
TJX Cos Inc/The COM 872540109 49 877 SH   DFND 1,2 877 0 0
TJX Cos Inc/The COM 872540109 45,633 820,003 SH   DFND 1,2,6 802,073 0 17,930
TJX Cos Inc/The COM 872540109 14,245 255,972 SH   DFND 1,2,7 233,771 0 22,201
TJX Cos Inc/The COM 872540109 13,662 245,502 SH   DFND 1,2,8 245,502 0 0
T-Mobile US Inc COM 872590104 33 290 SH   DFND 1,2 290 0 0
T-Mobile US Inc COM 872590104 10,933 95,600 SH   DFND 1,2,6 91,000 0 4,600
T-Mobile US Inc COM 872590104 233 2,041 SH   DFND 1,2,7 2,041 0 0
Toll Brothers Inc COM 889478103 1,163 23,900 SH   DFND 1,2,6 23,900 0 0
TopBuild Corp COM 89055F103 5,752 33,700 SH   DFND 1,2,6 28,600 0 5,100
Toronto-Dominion Bank/The COM NEW 891160509 53 1,145 SH   DFND 1,2 1,145 0 0
Toronto-Dominion Bank/The COM NEW 891160509 30,708 664,100 SH   DFND 1,2,6 589,400 0 74,700
Toronto-Dominion Bank/The COM NEW 891160509 5,821 125,882 SH   DFND 1,2,7 2,225 0 123,657
TOTAL SE SPONSORED ADS 89151E109 58 1,680 SH   DFND 1,2 1,680 0 0
Toyota Motor Corp SP ADR REP2COM 892331307 90 676 SH   DFND 1,2 676 0 0
TPI Composites Inc COM 87266J104 4,147 143,186 SH   DFND 1,2,8 143,186 0 0
Tractor Supply Co COM 892356106 9,045 63,100 SH   DFND 1,2,6 63,100 0 0
Tractor Supply Co COM 892356106 341 2,379 SH   DFND 1,2,7 2,379 0 0
Trade Desk Inc/The COM CL A 88339J105 830 1,600 SH   DFND 1,2,6 1,200 0 400
Trade Desk Inc/The COM CL A 88339J105 158 304 SH   DFND 1,2,7 304 0 0
Trane Technologies PLC SHS G8994E103 21 172 SH   DFND 1,2 172 0 0
Trane Technologies PLC SHS G8994E103 20,552 169,500 SH   DFND 1,2,6 168,000 0 1,500
Trane Technologies PLC SHS G8994E103 178 1,466 SH   DFND 1,2,7 1,466 0 0
TransDigm Group Inc COM 893641100 16 33 SH   DFND 1,2 33 0 0
TransMedics Group Inc COM 89377M109 7,007 508,465 SH   DFND 1,2,8 508,465 0 0
TransUnion COM 89400J107 10 121 SH   DFND 1,2 121 0 0
TransUnion COM 89400J107 5,576 66,280 SH   DFND 1,2,6 55,680 0 10,600
TransUnion COM 89400J107 2,827 33,597 SH   DFND 1,2,8 33,597 0 0
Travelers Cos Inc/The COM 89417E109 21 192 SH   DFND 1,2 192 0 0
Travelers Cos Inc/The COM 89417E109 4,490 41,500 SH   DFND 1,2,6 38,000 0 3,500
Travelers Cos Inc/The COM 89417E109 82 756 SH   DFND 1,2,7 756 0 0
Tredegar Corp COM 894650100 161 10,800 SH   DFND 1,2,6 9,000 0 1,800
Trex Co Inc COM 89531P105 10,411 145,400 SH   DFND 1,2,6 99,600 0 45,800
Tribune Publishing Co COM 89609W107 1,148 98,498 SH   DFND 1,2,6 98,498 0 0
Trimble Inc COM 896239100 44 900 SH   DFND 1,2,6 900 0 0
Trimble Inc COM 896239100 10,006 205,465 SH   DFND 1,2,7 29,203 0 176,262
Trimble Inc COM 896239100 79,716 1,636,873 SH   DFND 1,2,8 1,636,873 0 0
TriNet Group Inc COM 896288107 2,634 44,400 SH   DFND 1,2,6 36,900 0 7,500
TripAdvisor Inc COM 896945201 1,181 60,300 SH   DFND 1,2,6 59,100 0 1,200
Trip.com Group Ltd ADS 89677Q107 90 2,878 SH   DFND 1,2 2,878 0 0
T Rowe Price Group Inc COM 74144T108 21 165 SH   DFND 1,2 165 0 0
T Rowe Price Group Inc COM 74144T108 46,456 362,317 SH   DFND 1,2,6 357,921 0 4,396
T Rowe Price Group Inc COM 74144T108 76 595 SH   DFND 1,2,7 595 0 0
Truist Financial Corp COM 89832Q109 31 819 SH   DFND 1,2 819 0 0
Truist Financial Corp COM 89832Q109 5,442 143,017 SH   DFND 1,2,6 131,203 0 11,814
Truist Financial Corp COM 89832Q109 73 1,911 SH   DFND 1,2,7 1,911 0 0
TTEC Holdings Inc COM 89854H102 5,148 94,375 SH   DFND 1,2,6 66,011 0 28,364
Turning Point Therapeutics Inc COM 90041T108 7,990 91,466 SH   DFND 1,2,8 91,466 0 0
Twilio Inc CL A 90138F102 20 79 SH   DFND 1,2 79 0 0
Twilio Inc CL A 90138F102 33,828 136,907 SH   DFND 1,2,8 136,907 0 0
Twitter Inc COM 90184L102 23 510 SH   DFND 1,2 510 0 0
Twitter Inc COM 90184L102 36 800 SH   DFND 1,2,7 800 0 0
Tyler Technologies Inc COM 902252105 9 27 SH   DFND 1,2 27 0 0
Tyler Technologies Inc COM 902252105 245 702 SH   DFND 1,2,7 702 0 0
Tyler Technologies Inc COM 902252105 9,445 27,097 SH   DFND 1,2,8 27,097 0 0
Tyson Foods Inc CL A 902494103 12 205 SH   DFND 1,2 205 0 0
Tyson Foods Inc CL A 902494103 2,034 34,200 SH   DFND 1,2,6 4,700 0 29,500
Tyson Foods Inc CL A 902494103 144 2,422 SH   DFND 1,2,7 2,422 0 0
Uber Technologies Inc COM 90353T100 25 677 SH   DFND 1,2 677 0 0
Ubiquiti Inc COM 90353W103 1,300 7,800 SH   DFND 1,2,6 7,800 0 0
UBS Group AG SHS H42097107 40 3,609 SH   DFND 1,2 3,609 0 0
UBS Group AG SHS H42097107 1,580 153,395 SH   DFND 1,2,6 146,395 0 7,000
UBS Group AG SHS H42097107 47,677 4,628,874 SH   DFND 1,2,7 4,437,787 0 191,087
UDR Inc COM 902653104 313 9,586 SH   DFND 1,2,7 9,586 0 0
UGI Corp COM 902681105 5,837 177,000 SH   DFND 1,2,6 173,300 0 3,700
UGI Corp COM 902681105 7 200 SH   DFND 1,2,7 200 0 0
Ulta Beauty Inc COM 90384S303 237 1,059 SH   DFND 1,2,7 1,059 0 0
Ulta Beauty Inc COM 90384S303 2,113 9,436 SH   DFND 1,2,8 9,436 0 0
Ultra Clean Holdings Inc COM 90385V107 369 17,200 SH   DFND 1,2,6 8,000 0 9,200
Ultragenyx Pharmaceutical Inc COM 90400D108 2,770 33,700 SH   DFND 1,2,6 23,300 0 10,400
Ultragenyx Pharmaceutical Inc COM 90400D108 15,854 192,897 SH   DFND 1,2,8 192,897 0 0
Ultrapar Participacoes SA SP ADR REP COM 90400P101 82 23,977 SH   DFND 1,2,7 11,000 0 12,977
UMH Properties Inc COM 903002103 2,460 181,711 SH   DFND 1,2,6 130,200 0 51,511
Unilever PLC SPON ADR NEW 904767704 49 796 SH   DFND 1,2 796 0 0
Union Pacific Corp COM 907818108 92 467 SH   DFND 1,2 467 0 0
Union Pacific Corp COM 907818108 43,587 221,400 SH   DFND 1,2,6 213,300 0 8,100
Union Pacific Corp COM 907818108 18,451 93,724 SH   DFND 1,2,7 36,382 0 57,342
Union Pacific Corp COM 907818108 32,517 165,171 SH   DFND 1,2,8 165,171 0 0
Unisys Corp COM NEW 909214306 368 34,465 SH   DFND 1,2,6 5,965 0 28,500
UnitedHealth Group Inc COM 91324P102 197 632 SH   DFND 1,2 632 0 0
UnitedHealth Group Inc COM 91324P102 116,787 374,593 SH   DFND 1,2,6 369,693 0 4,900
UnitedHealth Group Inc COM 91324P102 48,669 156,104 SH   DFND 1,2,7 62,506 0 93,598
UnitedHealth Group Inc COM 91324P102 105,846 339,499 SH   DFND 1,2,8 339,499 0 0
United Microelectronics Corp SPON ADR NEW 910873405 642 134,063 SH   DFND 1,2,7 52,300 0 81,763
United Parcel Service Inc CL B 911312106 80 479 SH   DFND 1,2 479 0 0
United Parcel Service Inc CL B 911312106 51,873 311,304 SH   DFND 1,2,6 298,800 0 12,504
United Parcel Service Inc CL B 911312106 3,870 23,224 SH   DFND 1,2,7 16,075 0 7,149
United Rentals Inc COM 911363109 3,333 19,100 SH   DFND 1,2,6 16,500 0 2,600
United Rentals Inc COM 911363109 56 320 SH   DFND 1,2,7 119 0 201
United Rentals Inc COM 911363109 12,059 69,105 SH   DFND 1,2,8 69,105 0 0
United Therapeutics Corp COM 91307C102 15,584 154,293 SH   DFND 1,2,6 115,093 0 39,200
Uniti Group Inc COM 91325V108 697 66,197 SH   DFND 1,2,6 61,300 0 4,897
Universal Display Corp COM 91347P105 470 2,600 SH   DFND 1,2,6 2,600 0 0
Universal Electronics Inc COM 913483103 566 15,000 SH   DFND 1,2,6 3,400 0 11,600
Universal Health Services Inc CL B 913903100 2,494 23,300 SH   DFND 1,2,6 8,800 0 14,500
Universal Health Services Inc CL B 913903100 114 1,065 SH   DFND 1,2,7 1,065 0 0
Unum Group COM 91529Y106 14,174 842,200 SH   DFND 1,2,6 752,600 0 89,600
Urstadt Biddle Properties Inc CL A 917286205 218 23,700 SH   DFND 1,2,6 13,300 0 10,400
US Bancorp COM NEW 902973304 31 864 SH   DFND 1,2 864 0 0
US Bancorp COM NEW 902973304 17,878 498,700 SH   DFND 1,2,6 481,700 0 17,000
US Bancorp COM NEW 902973304 7,114 198,429 SH   DFND 1,2,7 144,178 0 54,251
Vale SA SPONSORED ADS 91912E105 30 2,789 SH   DFND 1,2 2,789 0 0
Valero Energy Corp COM 91913Y100 13 289 SH   DFND 1,2 289 0 0
Valero Energy Corp COM 91913Y100 1,529 35,300 SH   DFND 1,2,6 35,300 0 0
Valero Energy Corp COM 91913Y100 2,187 50,490 SH   DFND 1,2,7 24,712 0 25,778
Valley National Bancorp COM 919794107 3,611 527,200 SH   DFND 1,2,6 377,900 0 149,300
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 6,548 68,401 SH   DFND 1,2 68,401 0 0
Vanguard Russell 2000 ETF VNG RUS2000IDX 92206C664 131 1,080 SH   DFND 1,2 1,080 0 0
Varex Imaging Corp COM 92214X106 1,551 121,900 SH   DFND 1,2,6 75,500 0 46,400
Varian Medical Systems Inc COM 92220P105 319 1,857 SH   DFND 1,2,7 1,857 0 0
Vectrus Inc COM 92242T101 243 6,400 SH   DFND 1,2,6 5,700 0 700
Veeva Systems Inc CL A COM 922475108 26 92 SH   DFND 1,2 92 0 0
Veeva Systems Inc CL A COM 922475108 4,780 17,000 SH   DFND 1,2,6 14,700 0 2,300
Veeva Systems Inc CL A COM 922475108 40 142 SH   DFND 1,2,7 142 0 0
Veeva Systems Inc CL A COM 922475108 36,731 130,626 SH   DFND 1,2,8 130,626 0 0
Ventas Inc COM 92276F100 3,508 83,600 SH   DFND 1,2,6 83,600 0 0
Ventas Inc COM 92276F100 545 12,994 SH   DFND 1,2,7 12,994 0 0
Veracyte Inc COM 92337F107 8,285 255,000 SH   DFND 1,2,8 255,000 0 0
Verint Systems Inc COM 92343X100 7,624 158,232 SH   DFND 1,2,6 107,300 0 50,932
Verint Systems Inc COM 92343X100 3,105 64,442 SH   DFND 1,2,7 64,442 0 0
VeriSign Inc COM 92343E102 16 76 SH   DFND 1,2 76 0 0
VeriSign Inc COM 92343E102 11,306 55,190 SH   DFND 1,2,6 54,490 0 700
VeriSign Inc COM 92343E102 232 1,132 SH   DFND 1,2,7 1,132 0 0
Verisk Analytics Inc COM 92345Y106 21 111 SH   DFND 1,2 111 0 0
Verisk Analytics Inc COM 92345Y106 26,240 141,600 SH   DFND 1,2,6 140,400 0 1,200
Verisk Analytics Inc COM 92345Y106 39,899 215,307 SH   DFND 1,2,7 212,613 0 2,694
Verisk Analytics Inc COM 92345Y106 20,790 112,188 SH   DFND 1,2,8 112,188 0 0
Verizon Communications Inc COM 92343V104 167 2,807 SH   DFND 1,2 2,807 0 0
Verizon Communications Inc COM 92343V104 139,458 2,344,218 SH   DFND 1,2,6 2,242,318 0 101,900
Verizon Communications Inc COM 92343V104 5,517 92,746 SH   DFND 1,2,7 23,527 0 69,219
Verso Corp CL A 92531L207 116 14,700 SH   DFND 1,2,6 7,300 0 7,400
Vertex Pharmaceuticals Inc COM 92532F100 50 183 SH   DFND 1,2 183 0 0
Vertex Pharmaceuticals Inc COM 92532F100 39,264 144,291 SH   DFND 1,2,6 135,891 0 8,400
Vertex Pharmaceuticals Inc COM 92532F100 239 879 SH   DFND 1,2,7 879 0 0
Vertex Pharmaceuticals Inc COM 92532F100 52,958 194,611 SH   DFND 1,2,8 194,611 0 0
VF Corp COM 918204108 16 234 SH   DFND 1,2 234 0 0
VF Corp COM 918204108 246 3,500 SH   DFND 1,2,6 3,500 0 0
VF Corp COM 918204108 466 6,631 SH   DFND 1,2,7 6,631 0 0
ViacomCBS Inc CL B 92556H206 641 22,900 SH   DFND 1,2,6 22,900 0 0
ViacomCBS Inc CL B 92556H206 8 298 SH   DFND 1,2,7 298 0 0
VICI Properties Inc COM 925652109 12,054 515,800 SH   DFND 1,2,6 430,400 0 85,400
VICI Properties Inc COM 925652109 157 6,725 SH   DFND 1,2,7 6,725 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 33 2,103 SH   DFND 1,2 2,130 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 12,187 779,218 SH   DFND 1,2,6 751,218 0 28,000
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 1,492 95,422 SH   DFND 1,2,7 95,422 0 0
Village Super Market Inc CL A NEW 927107409 1,249 50,771 SH   DFND 1,2,6 28,071 0 22,700
VirnetX Holding Corp COM 92823T108 93 17,700 SH   DFND 1,2,6 13,500 0 4,200
Visa Inc COM CL A 92826C839 234 1,172 SH   DFND 1,2 1,172 0 0
Visa Inc COM CL A 92826C839 117,737 588,773 SH   DFND 1,2,6 569,273 0 19,500
Visa Inc COM CL A 92826C839 125,877 629,480 SH   DFND 1,2,7 533,106 0 96,374
Visa Inc COM CL A 92826C839 160,976 804,999 SH   DFND 1,2,8 804,999 0 0
Vishay Intertechnology Inc COM 928298108 1,157 74,300 SH   DFND 1,2,6 29,100 0 45,200
VMware Inc CL A COM 928563402 1,695 11,800 SH   DFND 1,2,6 10,100 0 1,700
VMware Inc CL A COM 928563402 249 1,733 SH   DFND 1,2,7 1,733 0 0
Vodafone Group PLC SPONSORED ADR 92857W308 25 1,875 SH   DFND 1,2 1,875 0 0
Vornado Realty Trust SH BEN INT 929042109 293 8,700 SH   DFND 1,2,6 8,700 0 0
Vornado Realty Trust SH BEN INT 929042109 44 1,313 SH   DFND 1,2,7 1,313 0 0
Voyager Therapeutics Inc COM 92915B106 2,043 191,500 SH   DFND 1,2,6 139,600 0 51,900
Vulcan Materials Co COM 929160109 13 93 SH   DFND 1,2 93 0 0
Vulcan Materials Co COM 929160109 12,781 94,300 SH   DFND 1,2,6 93,800 0 500
Vulcan Materials Co COM 929160109 27 200 SH   DFND 1,2,7 200 0 0
VYNE Therapeutics Inc COM NEW 92941V100 6,195 3,731,815 SH   DFND 1,2,8 3,731,815 0 0
Waddell & Reed Financial Inc CL A 930059100 3,169 213,400 SH   DFND 1,2,6 141,500 0 71,900
Walgreens Boots Alliance Inc COM 931427108 20 566 SH   DFND 1,2 566 0 0
Walgreens Boots Alliance Inc COM 931427108 564 15,700 SH   DFND 1,2,6 15,700 0 0
Walgreens Boots Alliance Inc COM 931427108 353 9,818 SH   DFND 1,2,7 9,412 0 406
Walmart Inc COM 931142103 139 997 SH   DFND 1,2 997 0 0
Walmart Inc COM 931142103 55,782 398,700 SH   DFND 1,2,6 393,000 0 5,700
Walmart Inc COM 931142103 6,447 46,081 SH   DFND 1,2,7 9,511 0 36,570
Walt Disney Co/The COM DISNEY 254687106 158 1,276 SH   DFND 1,2 1,276 0 0
Walt Disney Co/The COM DISNEY 254687106 21,094 170,000 SH   DFND 1,2,6 153,400 0 16,600
Walt Disney Co/The COM DISNEY 254687106 8,927 71,945 SH   DFND 1,2,7 23,326 0 48,619
Walt Disney Co/The COM DISNEY 254687106 11,295 91,026 SH   DFND 1,2,8 91,026 0 0
Washington Real Estate Investment Trust SH BEN INT 939653101 297 14,736 SH   DFND 1,2,7 14,736 0 0
Waste Connections Inc COM 94106B101 19 187 SH   DFND 1,2 187 0 0
Waste Connections Inc COM 94106B101 9,974 96,086 SH   DFND 1,2,6 94,586 0 1,500
Waste Connections Inc COM 94106B101 39 371 SH   DFND 1,2,7 371 0 0
Waste Connections Inc COM 94106B101 5,576 53,714 SH   DFND 1,2,8 53,714 0 0
Waste Management Inc COM 94106L109 34 300 SH   DFND 1,2 300 0 0
Waste Management Inc COM 94106L109 51,782 457,559 SH   DFND 1,2,6 449,959 0 7,600
Waste Management Inc COM 94106L109 59 519 SH   DFND 1,2,7 519 0 0
Waste Management Inc COM 94106L109 1,794 15,849 SH   DFND 1,2,8 15,849 0 0
Waters Corp COM 941848103 8,542 43,652 SH   DFND 1,2,6 43,200 0 452
Waters Corp COM 941848103 7,388 37,756 SH   DFND 1,2,7 37,756 0 0
WaVe Life Sciences Ltd SHS Y95308105 519 61,100 SH   DFND 1,2,6 54,900 0 6,200
WEC Energy Group Inc COM 92939U106 21 213 SH   DFND 1,2 213 0 0
WEC Energy Group Inc COM 92939U106 1,017 10,500 SH   DFND 1,2,6 10,500 0 0
WEC Energy Group Inc COM 92939U106 198 2,043 SH   DFND 1,2,7 2,043 0 0
Weis Markets Inc COM 948849104 3,754 78,200 SH   DFND 1,2,6 51,100 0 27,100
Wells Fargo & Co COM 949746101 57 2,417 SH   DFND 1,2 2,417 0 0
Wells Fargo & Co COM 949746101 214 9,100 SH   DFND 1,2,6 0 0 9,100
Wells Fargo & Co COM 949746101 4,697 199,789 SH   DFND 1,2,7 112,589 0 87,200
Welltower Inc COM 95040Q104 40,389 733,137 SH   DFND 1,2 733,137 0 0
Welltower Inc COM 95040Q104 154 2,800 SH   DFND 1,2,6 2,800 0 0
Welltower Inc COM 95040Q104 851 15,444 SH   DFND 1,2,7 15,444 0 0
Werner Enterprises Inc COM 950755108 928 22,100 SH   DFND 1,2,6 7,300 0 14,800
WESCO International Inc COM 95082P105 6,872 156,100 SH   DFND 1,2,6 108,900 0 47,200
Western Alliance Bancorp COM 957638109 1,594 50,400 SH   DFND 1,2,6 34,700 0 15,700
Western Digital Corp COM 958102105 273 7,476 SH   DFND 1,2,7 7,476 0 0
Western Digital Corp NOTE 1.500% 2/0 958102AP0 15,739 16,406,000 PRN   DFND 1,2,7 13,993,000 0 2,413,000
Western Union Co/The COM 959802109 32,207 1,502,900 SH   DFND 1,2,6 1,246,400 0 256,500
Western Union Co/The COM 959802109 227 10,605 SH   DFND 1,2,7 10,605 0 0
Westinghouse Air Brake Technologies Corp COM 929740108 424 6,846 SH   DFND 1,2,7 0 0 6,846
Westpac Banking Corp SPONSORED ADR 961214301 29 2,428 SH   DFND 1,2 2,428 0 0
West Pharmaceutical Services Inc COM 955306105 15 53 SH   DFND 1,2 53 0 0
West Pharmaceutical Services Inc COM 955306105 17,586 63,974 SH   DFND 1,2,6 63,400 0 574
West Pharmaceutical Services Inc COM 955306105 347 1,262 SH   DFND 1,2,7 1,262 0 0
Wheaton Precious Metals Corp COM 962879102 15 313 SH   DFND 1,2 313 0 0
Wheaton Precious Metals Corp COM 962879102 3,829 78,040 SH   DFND 1,2,7 78,040 0 0
Whirlpool Corp COM 963320106 3,089 16,800 SH   DFND 1,2,6 12,400 0 4,400
Whirlpool Corp COM 963320106 215 1,168 SH   DFND 1,2,7 1,168 0 0
WhiteHorse Finance Inc COM 96524V106 458 46,800 SH   DFND 1,2,6 12,800 0 34,000
White Mountains Insurance Group Ltd COM G9618E107 234 300 SH   DFND 1,2,6 300 0 0
Williams Cos Inc/The COM 969457100 17 860 SH   DFND 1,2 860 0 0
Williams Cos Inc/The COM 969457100 21,051 1,071,300 SH   DFND 1,2,6 1,045,600 0 25,700
Williams Cos Inc/The COM 969457100 29 1,470 SH   DFND 1,2,7 1,470 0 0
Williams-Sonoma Inc COM 969904101 10,801 119,427 SH   DFND 1,2,6 89,137 0 30,290
Willis Towers Watson PLC Ltd SHS G96629103 19 91 SH   DFND 1,2 91 0 0
Willis Towers Watson PLC Ltd SHS G96629104 35 167 SH   DFND 1,2,7 167 0 0
Woodward Inc COM 980745103 1,940 24,200 SH   DFND 1,2,6 22,100 0 2,100
Workday Inc CL A 98138H101 23 109 SH   DFND 1,2 109 0 0
Workday Inc CL A 98138H101 14,694 68,304 SH   DFND 1,2,7 68,304 0 0
Workday Inc CL A 98138H101 31,011 144,152 SH   DFND 1,2,8 144,152 0 0
Workday Inc NOTE 0.250%10/0 98138HAF8 7,388 4,788,000 PRN   DFND 1,2,7 3,656,000 0 1,132,000
Workiva Inc COM CL A 98139A105 892 16,000 SH   DFND 1,2,6 1,500 0 14,500
World Fuel Services Corp COM 981475106 1,837 86,700 SH   DFND 1,2,6 35,200 0 51,500
World Wrestling Entertainment Inc CL A 98156Q108 295 7,300 SH   DFND 1,2,6 7,300 0 0
W R Grace & Co COM 38388F108 1,567 38,900 SH   DFND 1,2,6 28,400 0 10,500
WW Grainger Inc COM 384802104 11 32 SH   DFND 1,2 32 0 0
WW Grainger Inc COM 384802104 13,721 38,458 SH   DFND 1,2,6 37,400 0 1,058
WW Grainger Inc COM 384802104 227 635 SH   DFND 1,2,7 635 0 0
X4 Pharmaceuticals Inc COM 98420X103 3,697 546,078 SH   DFND 1,2,8 546,078 0 0
Xcel Energy Inc COM 98389B100 24 346 SH   DFND 1,2 346 0 0
Xcel Energy Inc COM 98389B100 635 9,200 SH   DFND 1,2,6 8,100 0 1,100
Xcel Energy Inc COM 98389B100 222 3,211 SH   DFND 1,2,7 3,211 0 0
Xerox Holdings Corp COM NEW 98421M106 5,847 311,500 SH   DFND 1,2,6 280,700 0 30,800
Xilinx Inc COM 983919101 18 169 SH   DFND 1,2 169 0 0
Xilinx Inc COM 983919101 2,992 28,700 SH   DFND 1,2,6 28,100 0 600
Xilinx Inc COM 983919101 541 5,192 SH   DFND 1,2,7 5,192 0 0
Xinyuan Real Estate Co Ltd SPONS ADR 98417P105 39 20,500 SH   DFND 1,2,6 20,500 0 0
Xperi Holding Corp COM 98390M103 2,436 212,000 SH   DFND 1,2,6 166,100 0 45,900
XP Inc CL A G98239109 5,590 134,074 SH   DFND 1,2,8 134,074 0 0
XPO Logistics Inc COM 983793100 17 200 SH   DFND 1,2,6 0 0 200
XPO Logistics Inc COM 983793100 18,694 220,812 SH   DFND 1,2,8 220,812 0 0
Xylem Inc/NY COM 98419M100 2,010 23,900 SH   DFND 1,2,6 23,700 0 200
Xylem Inc/NY COM 98419M100 1,244 14,788 SH   DFND 1,2,7 14,788 0 0
Xylem Inc/NY COM 98419M100 5,517 65,590 SH   DFND 1,2,8 65,590 0 0
Yamana Gold Inc COM 98462Y100 6,318 1,112,400 SH   DFND 1,2,6 954,600 0 157,800
Yandex NV SHS CLASS A N97284108 8,700 133,332 SH   DFND 1,2,8 133,332 0 0
YETI Holdings Inc COM 98585X104 5,348 118,000 SH   DFND 1,2,7 118,000 0 0
Y-mAbs Therapeutics Inc COM 984241109 7,263 189,197 SH   DFND 1,2,8 189,197 0 0
Yum! Brands Inc COM 988498101 20 216 SH   DFND 1,2 216 0 0
Yum! Brands Inc COM 988498101 12,006 131,500 SH   DFND 1,2,6 128,100 0 3,400
Yum! Brands Inc COM 988498101 119 1,307 SH   DFND 1,2,7 1,307 0 0
Yum China Holdings Inc COM 98850P109 5,904 113,913 SH   DFND 1,2 113,913 0 0
Yum China Holdings Inc COM 98850P109 9,669 182,609 SH   DFND 1,2,8 182,609 0 0
Zai Lab Ltd ADR 98887Q104 17 200 SH   DFND 1,2 200 0 0
Zai Lab Ltd ADR 98887Q104 50 600 SH   DFND 1,2,6 600 0 0
Zai Lab Ltd ADR 98887Q104 11,000 132,254 SH   DFND 1,2,8 132,254 0 0
Zebra Technologies Corp CL A 989207105 1,490 5,900 SH   DFND 1,2,6 5,800 0 100
Zebra Technologies Corp CL A 989207105 320 1,269 SH   DFND 1,2,7 1,269 0 0
Zendesk Inc COM 98936J101 48,214 468,462 SH   DFND 1,2,8 468,462 0 0
Zentalis Pharmaceuticals Inc COM 98943L107 5,102 156,087 SH   DFND 1,2,8 156,087 0 0
Zillow Group Inc NOTE 2.750% 5/1 98954MAH4 11,942 6,900,000 PRN   DFND 1,2,7 5,900,000 0 1,000,000
Zimmer Biomet Holdings Inc COM 98956P102 19 143 SH   DFND 1,2 143 0 0
Zimmer Biomet Holdings Inc COM 98956P102 8,059 59,200 SH   DFND 1,2,6 56,000 0 3,200
Zimmer Biomet Holdings Inc COM 98956P102 9,336 68,574 SH   DFND 1,2,7 3,409 0 65,165
Zimmer Biomet Holdings Inc COM 98956P102 56,610 415,823 SH   DFND 1,2,8 415,823 0 0
Zions Bancorp NA COM 989701107 1,093 37,400 SH   DFND 1,2,6 37,400 0 0
Zions Bancorp NA COM 989701107 8 265 SH   DFND 1,2,7 265 0 0
Zoetis Inc CL A 98978V103 55 334 SH   DFND 1,2 334 0 0
Zoetis Inc CL A 98978V103 60,323 364,778 SH   DFND 1,2,6 357,178 0 7,600
Zoetis Inc CL A 98978V103 20,984 126,893 SH   DFND 1,2,7 83,142 0 43,751
Zoetis Inc CL A 98978V103 37,857 228,926 SH   DFND 1,2,8 228,926 0 0
Zoom Video Communications Inc CL A 98980L101 37 79 SH   DFND 1,2 79 0 0
Zoom Video Communications Inc CL A 98980L101 16,736 35,600 SH   DFND 1,2,6 29,900 0 5,700
Zoom Video Communications Inc CL A 98980L101 437 930 SH   DFND 1,2,7 930 0 0
Zoom Video Communications Inc CL A 98980L101 39,051 83,067 SH   DFND 1,2,8 83,067 0 0
Zscaler Inc COM 98980G102 971 6,900 SH   DFND 1,2,6 0 0 6,900
Zscaler Inc COM 98980G102 17,813 126,615 SH   DFND 1,2,7 126,615 0 0
Zscaler Inc COM 98980G102 34,213 243,178 SH   DFND 1,2,8 243,178 0 0
ZTO Express Cayman Inc SPONSORED ADS A 98980A105 54 1,821 SH   DFND 1,2 1,821 0 0
Zynga Inc CL A 98986T108 22,804 2,500,400 SH   DFND 1,2,6 2,068,800 0 431,600
Zynga Inc NOTE 0.250% 6/0 98986TAB4 11,742 9,236,000 PRN   DFND 1,2,7 7,879,000 0 1,357,000