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
10X GENOMICS INC CL A COM 88025U109 473 2,415 SH   DFND 1 2,415 0 0
21VIANET GROUP INC SPONSORED A 90138A103 585 25,500 SH   DFND 1 25,500 0 0
360 DIGITECH INC AMERICAN DE 88557W101 1,121 26,800 SH   DFND 1 26,800 0 0
3M CO COM 88579Y101 39,179 197,245 SH   DFND 1 197,245 0 0
51JOB INC SPONSORED A 316827104 743 9,550 SH   DFND 1 9,550 0 0
ABBOTT LABS COM 002824100 78,562 677,668 SH   DFND 1 677,668 0 0
ABBOTT LABS COM 002824100 28,209 243,332 SH   SOLE 4 243,332 0 0
ABBVIE INC COM 00287Y109 72,941 647,557 SH   DFND 1 647,557 0 0
ABBVIE INC COM 00287Y109 859 7,627 SH   DFND   0 7,627 0
ABIOMED INC COM 003654100 4,639 14,863 SH   DFND 1 14,863 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 62,478 211,940 SH   DFND 1 211,940 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,118 3,792 SH   SOLE 3 3,792 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,735 9,277 SH   SOLE 4 9,277 0 0
ACTIVISION BLIZZARD INC COM 00507V109 24,147 253,003 SH   DFND 1 253,003 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 101,531 173,368 SH   DFND 1 173,368 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,340 21,154 SH   DFND 1 21,154 0 0
ADVANCED MICRO DEVICES INC COM 007903107 36,823 392,026 SH   DFND 1 392,026 0 0
ADVANCED MICRO DEVICES INC COM 007903107 999 10,640 SH   DFND   0 10,640 0
AECOM COM 00766T100 1,315 20,769 SH   SOLE 4 20,769 0 0
AES CORP COM 00130H105 5,571 213,713 SH   DFND 1 213,713 0 0
AFLAC INC COM 001055102 11,857 220,965 SH   DFND 1 220,965 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 19,379 131,107 SH   DFND 1 131,107 0 0
AGNC INVT CORP COM 00123Q104 2,959 175,183 SH   DFND 1 175,183 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,717 78,014 SH   DFND 1 78,014 0 0
AGREE RLTY CORP COM 008492100 2,512 35,641 SH   SOLE 4 35,641 0 0
AIR PRODS & CHEMS INC COM 009158106 25,150 87,422 SH   DFND 1 87,422 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,670 57,204 SH   DFND 1 57,204 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 00971TAJ0 32,750 25,000,000 PRN   DFND 1 25,000,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 00971TAL5 12,180 10,500,000 PRN   DFND 1 10,500,000 0 0
ALASKA AIR GROUP INC COM 011659109 2,298 38,097 SH   SOLE 4 38,097 0 0
ALBEMARLE CORP COM 012653101 6,263 37,177 SH   DFND 1 37,177 0 0
ALCON AG ORD SHS H01301128 50,395 718,447 SH   DFND 1 718,447 0 0
ALCON AG ORD SHS H01301128 24,421 348,154 SH   SOLE 3 348,154 0 0
ALCON AG ORD SHS H01301128 456 6,502 SH   DFND   0 6,502 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 8,549 46,990 SH   DFND 1 46,990 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 20,264 111,380 SH   DFND 2 0 111,380 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 1,094 6,015 SH   SOLE 3 6,015 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 22,529 123,829 SH   SOLE 4 123,829 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 12,827 69,824 SH   DFND 1 69,824 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,317 88,423 SH   DFND 1 88,423 0 0
ALIBABA GROUP HLDG LTD SPONSORED A 01609W102 115,172 507,860 SH   DFND 1 507,860 0 0
ALIGN TECHNOLOGY INC COM 016255101 16,459 26,937 SH   DFND 1 26,937 0 0
ALLEGHANY CORP MD COM 017175100 2,952 4,425 SH   DFND 1 4,425 0 0
ALLEGION PLC ORD SHS G0176J109 68,495 491,705 SH   DFND 1 491,705 0 0
ALLETE INC COM NEW 018522300 991 14,165 SH   SOLE 4 14,165 0 0
ALLIANT ENERGY CORP COM 018802108 4,513 80,932 SH   DFND 1 80,932 0 0
ALLSTATE CORP COM 020002101 12,554 96,241 SH   DFND 1 96,241 0 0
ALLY FINL INC COM 02005N100 7,842 157,337 SH   DFND 1 157,337 0 0
ALNYLAM PHARMACEUTICALS IN COM 02043Q107 6,751 39,823 SH   DFND 1 39,823 0 0
ALPHABET INC CAP STK CL 02079K107 339,135 135,312 SH   DFND 1 135,312 0 0
ALPHABET INC CAP STK CL 02079K107 1,870 746 SH   SOLE 3 746 0 0
ALPHABET INC CAP STK CL 02079K107 4,572 1,824 SH   SOLE 4 1,824 0 0
ALPHABET INC CAP STK CL 02079K107 699 279 SH   DFND   0 279 0
ALPHABET INC CAP STK CL 02079K305 353,559 144,795 SH   DFND 1 144,795 0 0
ALPHABET INC CAP STK CL 02079K305 3,895 1,595 SH   SOLE 3 1,595 0 0
ALPHABET INC CAP STK CL 02079K305 158,140 64,764 SH   SOLE 4 64,764 0 0
ALTICE USA INC CL A 02156K103 2,489 72,902 SH   DFND 1 72,902 0 0
ALTRIA GROUP INC COM 02209S103 16,358 343,077 SH   DFND 1 343,077 0 0
AMAZON COM INC COM 023135106 534,377 155,335 SH   DFND 1 155,335 0 0
AMAZON COM INC COM 023135106 4,410 1,282 SH   SOLE 3 1,282 0 0
AMAZON COM INC COM 023135106 155,709 45,262 SH   SOLE 4 45,262 0 0
AMAZON COM INC COM 023135106 919 267 SH   DFND   0 267 0
AMCOR PLC ORD G0250X107 418 36,449 SH   DFND 1 36,449 0 0
AMDOCS LTD SHS G02602103 3,244 41,933 SH   DFND 1 41,933 0 0
AMERCO COM 023586100 1,064 1,806 SH   DFND 1 1,806 0 0
AMEREN CORP COM 023608102 6,474 80,881 SH   DFND 1 80,881 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 602 28,381 SH   DFND 1 28,381 0 0
AMERICAN ELEC PWR CO INC COM 025537101 13,581 160,551 SH   DFND 1 160,551 0 0
AMERICAN EXPRESS CO COM 025816109 39,331 238,035 SH   DFND 1 238,035 0 0
AMERICAN EXPRESS CO COM 025816109 447 2,708 SH   SOLE 3 2,708 0 0
AMERICAN EXPRESS CO COM 025816109 1,094 6,623 SH   SOLE 4 6,623 0 0
AMERICAN FINL GROUP INC OH COM 025932104 2,695 21,607 SH   SOLE 4 21,607 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 11,619 299,082 SH   DFND 2 0 299,082 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,529 65,092 SH   SOLE 4 65,092 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,766 310,214 SH   DFND 1 310,214 0 0
AMERICAN TOWER CORP NEW COM 03027X100 44,563 164,964 SH   DFND 1 164,964 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21,500 79,588 SH   DFND 2 0 79,588 0
AMERICAN TOWER CORP NEW COM 03027X100 3,098 11,467 SH   SOLE 3 11,467 0 0
AMERICAN TOWER CORP NEW COM 03027X100 31,264 115,734 SH   SOLE 4 115,734 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 9,712 63,013 SH   DFND 1 63,013 0 0
AMERICOLD RLTY TR COM 03064D108 5,192 137,167 SH   DFND 2 0 137,167 0
AMERIPRISE FINL INC COM 03076C106 10,227 41,093 SH   DFND 1 41,093 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,394 47,111 SH   DFND 1 47,111 0 0
AMETEK INC COM 031100100 9,919 74,301 SH   DFND 1 74,301 0 0
AMGEN INC COM 031162100 48,478 198,886 SH   DFND 1 198,886 0 0
AMPHENOL CORP NEW CL A 032095101 12,872 188,165 SH   DFND 1 188,165 0 0
ANALOG DEVICES INC COM 032654105 20,553 119,383 SH   DFND 1 119,383 0 0
ANNALY CAPITAL MANAGEMENT COM 035710409 4,035 454,421 SH   DFND 1 454,421 0 0
ANSYS INC COM 03662Q105 10,155 29,260 SH   DFND 1 29,260 0 0
ANTHEM INC COM 036752103 30,596 80,136 SH   DFND 1 80,136 0 0
ANTHEM INC COM 036752103 691 1,811 SH   DFND   0 1,811 0
AON PLC SHS CL A G0403H108 17,197 72,027 SH   DFND 1 72,027 0 0
APELLIS PHARMACEUTICALS IN NOTE 3.500% 03753UAB2 22,320 12,000,000 PRN   DFND 1 12,000,000 0 0
APOLLO COML REAL EST FIN I NOTE 4.750% 03762UAB1 20,200 20,000,000 PRN   DFND 1 20,000,000 0 0
APPLE INC COM 037833100 749,131 5,469,709 SH   DFND 1 5,469,709 0 0
APPLE INC COM 037833100 5,715 41,731 SH   SOLE 3 41,731 0 0
APPLE INC COM 037833100 161,996 1,182,798 SH   SOLE 4 1,182,798 0 0
APPLE INC COM 037833100 3,110 22,705 SH   DFND   0 22,705 0
APPLIED MATLS INC COM 038222105 45,651 320,583 SH   DFND 1 320,583 0 0
APTIV PLC SHS G6095L109 18,556 117,943 SH   DFND 1 117,943 0 0
ARAMARK COM 03852U106 3,796 101,916 SH   DFND 1 101,916 0 0
ARCH CAP GROUP LTD ORD G0450A105 95,505 2,452,610 SH   DFND 1 2,452,610 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 11,468 189,245 SH   DFND 1 189,245 0 0
ARES CAPITAL CORP NOTE 3.750% 04010LAT0 26,250 25,000,000 PRN   DFND 1 25,000,000 0 0
ARISTA NETWORKS INC COM 040413106 6,952 19,189 SH   DFND 1 19,189 0 0
ARROW ELECTRS INC COM 042735100 3,017 26,504 SH   DFND 1 26,504 0 0
ASPEN TECHNOLOGY INC COM 045327103 7,803 56,734 SH   DFND 1 56,734 0 0
ASSURANT INC COM 04621X108 3,287 21,046 SH   DFND 1 21,046 0 0
AT&T INC COM 00206R102 77,465 2,691,612 SH   DFND 1 2,691,612 0 0
ATLAS AIR WORLDWIDE HLDGS NOTE 2.250% 049164BH8 20,083 18,595,000 PRN   DFND 1 18,595,000 0 0
ATLASSIAN CORP PLC CL A G06242104 10,935 42,571 SH   DFND 1 42,571 0 0
ATMOS ENERGY CORP COM 049560105 5,067 52,726 SH   DFND 1 52,726 0 0
AUTODESK INC COM 052769106 31,122 106,619 SH   DFND 1 106,619 0 0
AUTOHOME INC SP ADS RP C 05278C107 14,855 232,257 SH   DFND 1 232,257 0 0
AUTOLIV INC COM 052800109 3,833 39,211 SH   DFND 1 39,211 0 0
AUTOMATIC DATA PROCESSING COM 053015103 31,280 157,489 SH   DFND 1 157,489 0 0
AUTOZONE INC COM 053332102 6,120 4,101 SH   DFND 1 4,101 0 0
AVALONBAY CMNTYS INC COM 053484101 9,502 45,531 SH   DFND 1 45,531 0 0
AVALONBAY CMNTYS INC COM 053484101 11,318 54,232 SH   DFND 2 0 54,232 0
AVALONBAY CMNTYS INC COM 053484101 880 4,216 SH   SOLE 3 4,216 0 0
AVANGRID INC COM 05351W103 945 18,378 SH   DFND 1 18,378 0 0
AVANTOR INC COM 05352A100 67,582 1,903,192 SH   DFND 1 1,903,192 0 0
AVAYA HLDGS CORP NOTE 2.250% 05351XAB7 30,680 26,000,000 PRN   DFND 1 26,000,000 0 0
AVERY DENNISON CORP COM 053611109 5,658 26,913 SH   DFND 1 26,913 0 0
AVERY DENNISON CORP COM 053611109 2,053 9,763 SH   SOLE 4 9,763 0 0
AVIENT CORPORATION COM 05368V106 2,104 42,802 SH   SOLE 4 42,802 0 0
BAIDU INC SPON ADR RE 056752108 31,600 154,980 SH   DFND 1 154,980 0 0
BAIDU INC SPON ADR RE 056752108 379 1,860 SH   SOLE 3 1,860 0 0
BAKER HUGHES COMPANY CL A 05722G100 8,199 358,491 SH   DFND 1 358,491 0 0
BALL CORP COM 058498106 8,356 103,132 SH   DFND 1 103,132 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 83 16,153 SH   DFND 1 16,153 0 0
BANK MONTREAL QUE COM 063671101 22,711 221,588 SH   DFND 1 221,588 0 0
BANK NEW YORK MELLON CORP COM 064058100 15,238 297,447 SH   DFND 1 297,447 0 0
BANK NOVA SCOTIA B C COM 064149107 28,935 444,929 SH   DFND 1 444,929 0 0
BAOZUN INC SPONSORED A 06684L103 2,963 83,600 SH   DFND 1 83,600 0 0
BARCLAYS BK PLC ETN 49 06747C322 620 27,490 SH   DFND 1 27,490 0 0
BARRICK GOLD CORP COM 067901108 11,828 571,878 SH   DFND 1 571,878 0 0
BAUSCH HEALTH COS INC COM 071734107 1,695 57,767 SH   DFND 1 57,767 0 0
BAXTER INTL INC COM 071813109 13,474 167,376 SH   DFND 1 167,376 0 0
BCE INC COM NEW 05534B760 5,466 110,855 SH   DFND 1 110,855 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,572 48,306 SH   SOLE 4 48,306 0 0
BECTON DICKINSON & CO COM 075887109 37,916 155,910 SH   DFND 1 155,910 0 0
BEIGENE LTD SPONSORED A 07725L102 4,746 13,830 SH   DFND 1 13,830 0 0
BERKLEY W R CORP COM 084423102 1,906 25,611 SH   DFND 1 25,611 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 99,627 238 SH   DFND 1 238 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 128,938 463,938 SH   DFND 1 463,938 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 349 1,255 SH   DFND   0 1,255 0
BEST BUY INC COM 086516101 11,525 100,236 SH   DFND 1 100,236 0 0
BILIBILI INC SPONS ADS R 090040106 5,905 48,463 SH   DFND 1 48,463 0 0
BIO RAD LABS INC CL A 090572207 4,401 6,830 SH   DFND 1 6,830 0 0
BIOGEN INC COM 09062X103 16,815 48,560 SH   DFND 1 48,560 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 4,890 58,607 SH   DFND 1 58,607 0 0
BIONTECH SE SPONSORED A 09075V102 7,027 31,246 SH   DFND 1 31,246 0 0
BIONTECH SE SPONSORED A 09075V102 1,820 8,092 SH   SOLE 3 8,092 0 0
BIO-TECHNE CORP COM 09073M104 2,371 5,265 SH   DFND 1 5,265 0 0
BK OF AMERICA CORP COM 060505104 65,569 1,590,323 SH   DFND 1 1,590,323 0 0
BK OF AMERICA CORP COM 060505104 77,861 1,888,451 SH   SOLE 4 1,888,451 0 0
BK OF AMERICA CORP COM 060505104 901 21,853 SH   DFND   0 21,853 0
BLACK HILLS CORP COM 092113109 743 11,319 SH   SOLE 4 11,319 0 0
BLACKBERRY LTD COM 09228F103 608 49,743 SH   DFND 1 49,743 0 0
BLACKROCK INC COM 09247X101 43,577 49,804 SH   DFND 1 49,804 0 0
BLACKROCK INC COM 09247X101 2,699 3,085 SH   SOLE 3 3,085 0 0
BLACKROCK INC COM 09247X101 64,448 73,657 SH   SOLE 4 73,657 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 09257WAB6 7,786 7,633,000 PRN   DFND 1 7,633,000 0 0
BOEING CO COM 097023105 33,052 137,969 SH   DFND 1 137,969 0 0
BOOKING HOLDINGS INC COM 09857L108 28,918 13,216 SH   DFND 1 13,216 0 0
BOOZ ALLEN HAMILTON HLDG C CL A 099502106 73,332 860,901 SH   DFND 1 860,901 0 0
BORGWARNER INC COM 099724106 3,826 78,829 SH   DFND 1 78,829 0 0
BOSTON PROPERTIES INC COM 101121101 6,509 56,804 SH   DFND 1 56,804 0 0
BOSTON SCIENTIFIC CORP COM 101137107 42,649 997,413 SH   DFND 1 997,413 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 10806XAB8 57,050 35,000,000 PRN   DFND 1 35,000,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 54,769 819,655 SH   DFND 1 819,655 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,235 53,937 SH   SOLE 4 53,937 0 0
BROADCOM INC COM 11135F101 83,377 174,853 SH   DFND 1 174,853 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 6,048 37,441 SH   DFND 1 37,441 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 21,980 430,877 SH   DFND 1 430,877 0 0
BROWN & BROWN INC COM 115236101 4,052 76,260 SH   DFND 1 76,260 0 0
BROWN FORMAN CORP CL B 115637209 5,902 78,759 SH   DFND 1 78,759 0 0
BUNGE LIMITED COM G16962105 3,423 43,794 SH   DFND 1 43,794 0 0
BURLINGTON STORES INC COM 122017106 6,815 21,165 SH   DFND 1 21,165 0 0
BURLINGTON STORES INC COM 122017106 28,379 88,136 SH   SOLE 4 88,136 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,031 43,030 SH   DFND 1 43,030 0 0
CABLE ONE INC COM 12685J105 1,888 987 SH   DFND 1 987 0 0
CABOT OIL & GAS CORP COM 127097103 2,209 126,538 SH   DFND 1 126,538 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 12,285 89,788 SH   DFND 1 89,788 0 0
CAE INC COM 124765108 731 23,735 SH   DFND 1 23,735 0 0
CAESARS ENTERTAINMENT INC COM 12769G100 6,658 64,176 SH   DFND 1 64,176 0 0
CAESARS ENTERTAINMENT INC COM 12769G100 3,732 35,974 SH   SOLE 4 35,974 0 0
CAMPBELL SOUP CO COM 134429109 2,884 63,268 SH   DFND 1 63,268 0 0
CANADIAN IMP BK COMM COM 136069101 17,831 156,653 SH   DFND 1 156,653 0 0
CANADIAN NAT RES LTD COM 136385101 13,612 374,996 SH   DFND 1 374,996 0 0
CANADIAN NATL RY CO COM 136375102 20,136 190,863 SH   DFND 1 190,863 0 0
CANADIAN PAC RY LTD COM 13645T100 16,545 215,179 SH   DFND 1 215,179 0 0
CANOPY GROWTH CORP COM 138035100 1,817 75,130 SH   DFND 1 75,130 0 0
CAPITAL ONE FINL CORP COM 14040H105 25,080 162,133 SH   DFND 1 162,133 0 0
CARDINAL HEALTH INC COM 14149Y108 5,401 94,612 SH   DFND 1 94,612 0 0
CARMAX INC COM 143130102 6,792 52,587 SH   DFND 1 52,587 0 0
CARNIVAL CORP UNIT 99/99/ 143658300 4,157 157,685 SH   DFND 1 157,685 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 13,597 279,777 SH   DFND 1 279,777 0 0
CARVANA CO CL A 146869102 7,491 24,819 SH   DFND 1 24,819 0 0
CATALENT INC COM 148806102 5,673 52,473 SH   DFND 1 52,473 0 0
CATERPILLAR INC COM 149123101 38,826 178,404 SH   DFND 1 178,404 0 0
CATERPILLAR INC COM 149123101 2,064 9,486 SH   SOLE 3 9,486 0 0
CATERPILLAR INC COM 149123101 44,685 205,325 SH   SOLE 4 205,325 0 0
CBOE GLOBAL MKTS INC COM 12503M108 4,160 34,946 SH   DFND 1 34,946 0 0
CBRE GROUP INC CL A 12504L109 11,779 137,393 SH   DFND 1 137,393 0 0
CDW CORP COM 12514G108 7,927 45,387 SH   DFND 1 45,387 0 0
CELANESE CORP DEL COM 150870103 5,527 36,455 SH   DFND 1 36,455 0 0
CEMEX SAB DE CV SPON ADR NE 151290889 106 12,601 SH   DFND 1 12,601 0 0
CENOVUS ENERGY INC COM 15135U109 5,783 604,436 SH   DFND 1 604,436 0 0
CENTENE CORP DEL COM 15135B101 13,583 186,251 SH   DFND 1 186,251 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,561 186,001 SH   DFND 1 186,001 0 0
CERIDIAN HCM HLDG INC COM 15677J108 3,987 41,568 SH   DFND 1 41,568 0 0
CERNER CORP COM 156782104 10,015 128,129 SH   DFND 1 128,129 0 0
CF INDS HLDGS INC COM 125269100 3,548 68,967 SH   DFND 1 68,967 0 0
CGI INC CL A SUB VT 12532H104 6,580 72,582 SH   DFND 1 72,582 0 0
CHARLES RIV LABS INTL INC COM 159864107 3,407 9,210 SH   DFND 1 9,210 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 30,543 42,336 SH   DFND 1 42,336 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 3,948 33,994 SH   DFND 1 33,994 0 0
CHENIERE ENERGY INC COM NEW 16411R208 8,888 102,469 SH   DFND 1 102,469 0 0
CHEVRON CORP NEW COM 166764100 72,351 690,769 SH   DFND 1 690,769 0 0
CHEVRON CORP NEW COM 166764100 34,829 332,531 SH   SOLE 4 332,531 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 15,024 9,691 SH   DFND 1 9,691 0 0
CHUBB LIMITED COM H1467J104 13,163 82,816 SH   DFND 1 82,816 0 0
CHURCH & DWIGHT INC COM 171340102 6,812 79,936 SH   DFND 1 79,936 0 0
CIENA CORP COM NEW 171779309 3,340 58,701 SH   DFND 1 58,701 0 0
CIGNA CORP NEW COM 125523100 26,151 110,308 SH   DFND 1 110,308 0 0
CINCINNATI FINL CORP COM 172062101 5,656 48,497 SH   DFND 1 48,497 0 0
CINTAS CORP COM 172908105 11,057 28,945 SH   DFND 1 28,945 0 0
CISCO SYS INC COM 17275R102 104,573 1,973,084 SH   DFND 1 1,973,084 0 0
CISCO SYS INC COM 17275R102 1,029 19,416 SH   SOLE 3 19,416 0 0
CISCO SYS INC COM 17275R102 2,518 47,506 SH   SOLE 4 47,506 0 0
CITIGROUP INC COM NEW 172967424 29,878 422,300 SH   DFND 1 422,300 0 0
CITIGROUP INC COM NEW 172967424 352 4,978 SH   SOLE 3 4,978 0 0
CITIGROUP INC COM NEW 172967424 862 12,179 SH   SOLE 4 12,179 0 0
CITIGROUP INC COM NEW 172967424 709 10,022 SH   DFND   0 10,022 0
CITIZENS FINL GROUP INC COM 174610105 6,342 138,252 SH   DFND 1 138,252 0 0
CITRIX SYS INC COM 177376100 4,691 40,005 SH   DFND 1 40,005 0 0
CLARIVATE PLC ORD SHS G21810109 3,651 132,604 SH   DFND 1 132,604 0 0
CLOROX CO DEL COM 189054109 11,113 61,771 SH   DFND 1 61,771 0 0
CLOUDFLARE INC CL A COM 18915M107 9,328 88,137 SH   DFND 1 88,137 0 0
CME GROUP INC COM 12572Q105 26,678 125,439 SH   DFND 1 125,439 0 0
CMS ENERGY CORP COM 125896100 5,465 92,503 SH   DFND 1 92,503 0 0
CNA FINL CORP COM 126117100 235 5,169 SH   DFND 1 5,169 0 0
CNH INDL N V SHS N20944109 16,892 1,020,933 SH   DFND 1 1,020,933 0 0
CNH INDL N V SHS N20944109 579 35,000 SH   SOLE 3 35,000 0 0
CNH INDL N V SHS N20944109 579 35,000 SH   DFND   0 35,000 0
COCA COLA CO COM 191216100 76,661 1,416,762 SH   DFND 1 1,416,762 0 0
COCA COLA CO COM 191216100 732 13,526 SH   SOLE 3 13,526 0 0
COCA COLA CO COM 191216100 1,791 33,092 SH   SOLE 4 33,092 0 0
COCA COLA CO COM 191216100 229 4,227 SH   DFND   0 4,227 0
COCA-COLA EUROPACIFIC PART SHS G25839104 4,614 77,776 SH   DFND 1 77,776 0 0
COGNEX CORP COM 192422103 2,309 27,475 SH   DFND 1 27,475 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 13,121 189,448 SH   DFND 1 189,448 0 0
COLGATE PALMOLIVE CO COM 194162103 26,658 327,693 SH   DFND 1 327,693 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,738 17,668 SH   SOLE 4 17,668 0 0
COMCAST CORP NEW CL A 20030N101 213,119 3,737,611 SH   DFND 1 3,737,611 0 0
COMCAST CORP NEW CL A 20030N101 39,519 693,069 SH   SOLE 4 693,069 0 0
COMERICA INC COM 200340107 3,212 45,017 SH   DFND 1 45,017 0 0
COMMERCE BANCSHARES INC COM 200525103 2,554 34,258 SH   DFND 1 34,258 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 608 67,159 SH   DFND 1 67,159 0 0
CONAGRA BRANDS INC COM 205887102 5,607 154,128 SH   DFND 1 154,128 0 0
CONOCOPHILLIPS COM 20825C104 26,584 436,524 SH   DFND 1 436,524 0 0
CONOCOPHILLIPS COM 20825C104 1,559 25,598 SH   SOLE 3 25,598 0 0
CONOCOPHILLIPS COM 20825C104 26,177 429,837 SH   SOLE 4 429,837 0 0
CONOCOPHILLIPS COM 20825C104 833 13,676 SH   DFND   0 13,676 0
CONSOLIDATED EDISON INC COM 209115104 8,413 117,304 SH   DFND 1 117,304 0 0
CONSTELLATION BRANDS INC CL A 21036P108 13,369 57,161 SH   DFND 1 57,161 0 0
CONSTELLATION BRANDS INC CL A 21036P108 39,264 167,874 SH   SOLE 4 167,874 0 0
COOPER COS INC COM NEW 216648402 6,224 15,706 SH   DFND 1 15,706 0 0
COPART INC COM 217204106 8,845 67,093 SH   DFND 1 67,093 0 0
COPART INC COM 217204106 1,777 13,479 SH   SOLE 3 13,479 0 0
COPART INC COM 217204106 4,347 32,978 SH   SOLE 4 32,978 0 0
CORESITE RLTY CORP COM 21870Q105 25,511 189,529 SH   DFND 1 189,529 0 0
CORESITE RLTY CORP COM 21870Q105 6,215 46,175 SH   DFND 2 0 46,175 0
CORESITE RLTY CORP COM 21870Q105 1,398 10,389 SH   SOLE 3 10,389 0 0
CORNING INC COM 219350105 11,397 278,661 SH   DFND 1 278,661 0 0
CORTEVA INC COM 22052L104 10,620 239,452 SH   DFND 1 239,452 0 0
COSTAR GROUP INC COM 22160N109 10,429 125,927 SH   DFND 1 125,927 0 0
COSTCO WHSL CORP NEW COM 22160K105 109,480 276,696 SH   DFND 1 276,696 0 0
COSTCO WHSL CORP NEW COM 22160K105 40,186 101,565 SH   SOLE 4 101,565 0 0
COUPA SOFTWARE INC COM 22266L106 6,046 23,066 SH   DFND 1 23,066 0 0
COUPA SOFTWARE INC NOTE 0.375% 22266LAF3 9,860 8,500,000 PRN   DFND 1 8,500,000 0 0
CRANE CO COM 224399105 1,289 13,953 SH   SOLE 4 13,953 0 0
CREDICORP LTD COM G2519Y108 5,217 43,073 SH   DFND 1 43,073 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 12,954 51,546 SH   DFND 1 51,546 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 29,033 148,811 SH   DFND 1 148,811 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 12,585 64,505 SH   DFND 2 0 64,505 0
CROWN HLDGS INC COM 228368106 23,857 233,414 SH   SOLE 4 233,414 0 0
CSG SYS INTL INC NOTE 4.250% 126349AF6 20,600 20,000,000 PRN   DFND 1 20,000,000 0 0
CSX CORP COM 126408103 23,544 733,906 SH   DFND 1 733,906 0 0
CUBESMART COM 229663109 14,126 304,959 SH   DFND 2 0 304,959 0
CUMMINS INC COM 231021106 13,665 56,048 SH   DFND 1 56,048 0 0
CVS HEALTH CORP COM 126650100 37,152 445,252 SH   DFND 1 445,252 0 0
CVS HEALTH CORP COM 126650100 2,902 34,782 SH   SOLE 3 34,782 0 0
CVS HEALTH CORP COM 126650100 44,521 533,570 SH   SOLE 4 533,570 0 0
CYRUSONE INC COM 23283R100 702 9,821 SH   DFND 1 9,821 0 0
CYRUSONE INC COM 23283R100 2,658 37,167 SH   DFND 2 0 37,167 0
D R HORTON INC COM 23331A109 9,684 107,164 SH   DFND 1 107,164 0 0
D R HORTON INC COM 23331A109 634 7,011 SH   DFND   0 7,011 0
DADA NEXUS LTD ADS 23344D108 3,204 110,431 SH   DFND 1 110,431 0 0
DANAHER CORPORATION COM 235851102 54,673 203,731 SH   DFND 1 203,731 0 0
DAQO NEW ENERGY CORP SPNSRD ADS 23703Q203 1,076 16,552 SH   DFND 1 16,552 0 0
DARDEN RESTAURANTS INC COM 237194105 6,708 45,945 SH   DFND 1 45,945 0 0
DATADOG INC CL A COM 23804L103 7,591 72,939 SH   DFND 1 72,939 0 0
DATADOG INC NOTE 0.125% 23804LAB9 5,360 4,000,000 PRN   DFND 1 4,000,000 0 0
DAVITA INC COM 23918K108 3,474 28,846 SH   DFND 1 28,846 0 0
DEERE & CO COM 244199105 32,592 92,405 SH   DFND 1 92,405 0 0
DELL TECHNOLOGIES INC CL C 24703L202 8,983 90,131 SH   DFND 1 90,131 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,115 72,003 SH   DFND 1 72,003 0 0
DENTSPLY SIRONA INC COM 24906P109 5,056 79,930 SH   DFND 1 79,930 0 0
DEUTSCHE BANK A G NAMEN AKT D18190898 22,811 1,747,492 SH   DFND 1 1,747,492 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,972 67,570 SH   SOLE 4 67,570 0 0
DEXCOM INC COM 252131107 13,870 32,483 SH   DFND 1 32,483 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,992 31,871 SH   DFND 1 31,871 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,560 16,617 SH   SOLE 4 16,617 0 0
DIGITAL RLTY TR INC COM 253868103 13,612 90,470 SH   DFND 1 90,470 0 0
DIGITAL RLTY TR INC COM 253868103 25,701 170,817 SH   DFND 2 0 170,817 0
DIGITAL RLTY TR INC COM 253868103 1,303 8,662 SH   SOLE 3 8,662 0 0
DINE BRANDS GLOBAL INC COM 254423106 3,037 34,031 SH   SOLE 4 34,031 0 0
DISCOVER FINL SVCS COM 254709108 12,581 106,360 SH   DFND 1 106,360 0 0
DISCOVERY INC COM SER A 25470F104 1,550 50,517 SH   DFND 1 50,517 0 0
DISCOVERY INC COM SER C 25470F302 3,632 125,324 SH   DFND 1 125,324 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,922 45,988 SH   DFND 1 45,988 0 0
DISNEY WALT CO COM 254687106 114,187 649,638 SH   DFND 1 649,638 0 0
DISNEY WALT CO COM 254687106 3,031 17,245 SH   SOLE 3 17,245 0 0
DISNEY WALT CO COM 254687106 42,914 244,146 SH   SOLE 4 244,146 0 0
DOCUSIGN INC COM 256163106 19,255 68,874 SH   DFND 1 68,874 0 0
DOLLAR GEN CORP NEW COM 256677105 16,693 77,143 SH   DFND 1 77,143 0 0
DOLLAR TREE INC COM 256746108 9,578 96,265 SH   DFND 1 96,265 0 0
DOMINION ENERGY INC COM 25746U109 19,232 261,415 SH   DFND 1 261,415 0 0
DOMINOS PIZZA INC COM 25754A201 7,086 15,189 SH   DFND 1 15,189 0 0
DOORDASH INC CL A 25809K105 7,948 44,570 SH   DFND 1 44,570 0 0
DOUGLAS EMMETT INC COM 25960P109 3,144 93,522 SH   DFND 2 0 93,522 0
DOUGLAS EMMETT INC COM 25960P109 718 21,359 SH   SOLE 3 21,359 0 0
DOUYU INTL HLDGS LTD SPONSORED A 25985W105 207 30,300 SH   DFND 1 30,300 0 0
DOVER CORP COM 260003108 6,999 46,476 SH   DFND 1 46,476 0 0
DOW INC COM 260557103 15,182 239,911 SH   DFND 1 239,911 0 0
DR REDDYS LABS LTD ADR 256135203 338 4,604 SH   DFND 1 4,604 0 0
DRAFTKINGS INC COM CL A 26142R104 5,110 97,945 SH   DFND 1 97,945 0 0
DROPBOX INC CL A 26210C104 930 30,689 SH   DFND 1 30,689 0 0
DTE ENERGY CO COM 233331107 8,048 62,102 SH   DFND 1 62,102 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 24,468 247,849 SH   DFND 1 247,849 0 0
DUKE REALTY CORP COM NEW 264411505 5,690 120,162 SH   DFND 1 120,162 0 0
DUKE REALTY CORP COM NEW 264411505 642 13,562 SH   SOLE 3 13,562 0 0
DUPONT DE NEMOURS INC COM 26614N102 13,348 172,433 SH   DFND 1 172,433 0 0
EASTMAN CHEM CO COM 277432100 5,115 43,815 SH   DFND 1 43,815 0 0
EATON CORP PLC SHS G29183103 19,507 131,643 SH   DFND 1 131,643 0 0
EBAY INC. COM 278642103 15,454 220,113 SH   DFND 1 220,113 0 0
ECOLAB INC COM 278865100 17,186 83,440 SH   DFND 1 83,440 0 0
EDISON INTL COM 281020107 10,187 176,184 SH   DFND 1 176,184 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 22,870 220,816 SH   DFND 1 220,816 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,596 25,066 SH   SOLE 3 25,066 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 49,031 473,412 SH   SOLE 4 473,412 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 33,652 970,084 SH   DFND 1 970,084 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 44,499 1,282,761 SH   SOLE 4 1,282,761 0 0
ELECTRONIC ARTS INC COM 285512109 13,517 93,979 SH   DFND 1 93,979 0 0
EMERSON ELEC CO COM 291011104 21,302 221,346 SH   DFND 1 221,346 0 0
ENBRIDGE INC COM 29250N105 26,131 652,721 SH   DFND 1 652,721 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 29260UAA5 6,250 5,000,000 PRN   DFND 1 5,000,000 0 0
ENPHASE ENERGY INC COM 29355A107 7,794 42,445 SH   DFND 1 42,445 0 0
ENTERGY CORP NEW COM 29364G103 6,464 64,837 SH   DFND 1 64,837 0 0
ENVISTA HOLDINGS CORPORATI COM 29415F104 1,937 44,829 SH   SOLE 4 44,829 0 0
EOG RES INC COM 26875P101 15,719 188,386 SH   DFND 1 188,386 0 0
EPAM SYS INC COM 29414B104 9,119 17,846 SH   DFND 1 17,846 0 0
EQT CORP COM 26884L109 1,087 48,812 SH   SOLE 4 48,812 0 0
EQUIFAX INC COM 294429105 124,658 520,469 SH   DFND 1 520,469 0 0
EQUINIX INC COM 29444U700 36,098 44,976 SH   DFND 1 44,976 0 0
EQUINIX INC COM 29444U700 11,447 14,262 SH   DFND 2 0 14,262 0
EQUINIX INC COM 29444U700 21,194 26,407 SH   SOLE 4 26,407 0 0
EQUITABLE HLDGS INC COM 29452E101 3,840 126,117 SH   DFND 1 126,117 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,189 56,372 SH   DFND 1 56,372 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,774 171,898 SH   DFND 2 0 171,898 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,277 17,185 SH   SOLE 3 17,185 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,138 118,672 SH   DFND 1 118,672 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,153 118,865 SH   DFND 2 0 118,865 0
ESSENTIAL UTILS INC COM 29670G102 708 15,493 SH   DFND 1 15,493 0 0
ESSEX PPTY TR INC COM 297178105 6,331 21,102 SH   DFND 1 21,102 0 0
ESSEX PPTY TR INC COM 297178105 11,488 38,292 SH   DFND 2 0 38,292 0
ETSY INC COM 29786A106 9,623 46,752 SH   DFND 1 46,752 0 0
EVEREST RE GROUP LTD COM G3223R108 38,453 152,586 SH   DFND 1 152,586 0 0
EVERGY INC COM 30034W106 2,564 42,424 SH   DFND 1 42,424 0 0
EVERSOURCE ENERGY COM 30040W108 39,510 492,398 SH   DFND 1 492,398 0 0
EVERSOURCE ENERGY COM 30040W108 19,377 241,488 SH   SOLE 4 241,488 0 0
EXACT SCIENCES CORP COM 30063P105 6,830 54,945 SH   DFND 1 54,945 0 0
EXACT SCIENCES CORP NOTE 0.375% 30063PAB1 9,044 6,800,000 PRN   DFND 1 6,800,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 30063PAC9 29,760 24,000,000 PRN   DFND 1 24,000,000 0 0
EXELON CORP COM 30161N101 15,164 342,226 SH   DFND 1 342,226 0 0
EXPEDIA GROUP INC COM NEW 30212P303 7,369 45,012 SH   DFND 1 45,012 0 0
EXPEDITORS INTL WASH INC COM 302130109 10,598 83,709 SH   DFND 1 83,709 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,812 41,583 SH   DFND 1 41,583 0 0
EXTRA SPACE STORAGE INC COM 30225T102 16,562 101,101 SH   DFND 2 0 101,101 0
EXTRA SPACE STORAGE INC COM 30225T102 1,452 8,865 SH   SOLE 3 8,865 0 0
EXXON MOBIL CORP COM 30231G102 92,505 1,466,476 SH   DFND 1 1,466,476 0 0
EXXON MOBIL CORP COM 30231G102 671 10,631 SH   DFND   0 10,631 0
F5 NETWORKS INC COM 315616102 3,724 19,951 SH   DFND 1 19,951 0 0
FACEBOOK INC CL A 30303M102 323,904 931,535 SH   DFND 1 931,535 0 0
FACEBOOK INC CL A 30303M102 2,916 8,385 SH   SOLE 3 8,385 0 0
FACEBOOK INC CL A 30303M102 97,651 280,839 SH   SOLE 4 280,839 0 0
FACEBOOK INC CL A 30303M102 492 1,414 SH   DFND   0 1,414 0
FACTSET RESH SYS INC COM 303075105 4,498 13,403 SH   DFND 1 13,403 0 0
FAIR ISAAC CORP COM 303250104 6,405 12,741 SH   DFND 1 12,741 0 0
FARFETCH LTD ORD SH CL A 30744W107 5,055 100,384 SH   DFND 1 100,384 0 0
FASTENAL CO COM 311900104 13,770 264,812 SH   DFND 1 264,812 0 0
FEDERAL RLTY INVT TR SH BEN INT 313747206 2,894 24,703 SH   DFND 1 24,703 0 0
FEDERAL RLTY INVT TR SH BEN INT 313747206 686 5,854 SH   SOLE 3 5,854 0 0
FEDEX CORP COM 31428X106 24,441 81,925 SH   DFND 1 81,925 0 0
FEDEX CORP COM 31428X106 754 2,529 SH   DFND   0 2,529 0
FERGUSON PLC NEW SHS G3421J106 346,120 2,489,359 SH   DFND 1 2,489,359 0 0
FERRARI N V COM N3167Y103 26,488 128,161 SH   DFND 1 128,161 0 0
FERRARI N V COM N3167Y103 7,076 34,237 SH   SOLE 3 34,237 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 2,238 51,492 SH   DFND 1 51,492 0 0
FIDELITY NATL INFORMATION COM 31620M106 72,975 515,103 SH   DFND 1 515,103 0 0
FIFTH THIRD BANCORP COM 316773100 8,702 227,620 SH   DFND 1 227,620 0 0
FIREEYE INC NOTE 1.625% 31816QAD3 28,250 28,535,000 PRN   DFND 1 28,535,000 0 0
FIREEYE INC NOTE 0.875% 31816QAF8 28,283 24,810,000 PRN   DFND 1 24,810,000 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 94,079 502,638 SH   DFND 1 502,638 0 0
FIRSTENERGY CORP COM 337932107 6,513 175,035 SH   DFND 1 175,035 0 0
FISERV INC COM 337738108 20,426 191,090 SH   DFND 1 191,090 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,943 15,398 SH   DFND 1 15,398 0 0
FLEX LTD ORD Y2573F102 2,892 161,859 SH   DFND 1 161,859 0 0
FMC CORP COM NEW 302491303 2,591 23,948 SH   DFND 1 23,948 0 0
FORD MTR CO DEL COM 345370860 10,796 726,486 SH   DFND 1 726,486 0 0
FORTINET INC COM 34959E109 10,341 43,415 SH   DFND 1 43,415 0 0
FORTIS INC COM 349553107 9,513 214,930 SH   DFND 1 214,930 0 0
FORTIVE CORP COM 34959J108 7,350 105,391 SH   DFND 1 105,391 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,441 44,588 SH   DFND 1 44,588 0 0
FOX CORP CL A COM 35137L105 5,034 135,572 SH   DFND 1 135,572 0 0
FOX CORP CL B COM 35137L204 2,311 65,655 SH   DFND 1 65,655 0 0
FRANCO NEV CORP COM 351858105 10,002 68,928 SH   DFND 1 68,928 0 0
FRANKLIN RESOURCES INC COM 354613101 2,858 89,333 SH   DFND 1 89,333 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,022 270,058 SH   DFND 1 270,058 0 0
FULLER H B CO COM 359694106 1,299 20,415 SH   SOLE 4 20,415 0 0
FUTU HLDGS LTD SPON ADS CL 36118L106 4,401 24,576 SH   DFND 1 24,576 0 0
GALLAGHER ARTHUR J & CO COM 363576109 8,842 63,121 SH   DFND 1 63,121 0 0
GALLAGHER ARTHUR J & CO COM 363576109 42,235 301,509 SH   SOLE 4 301,509 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,671 57,653 SH   SOLE 4 57,653 0 0
GAOTU TECHEDU INC SPONSORED A 36257Y109 558 37,800 SH   DFND 1 37,800 0 0
GARMIN LTD SHS H2906T109 7,268 50,251 SH   DFND 1 50,251 0 0
GARTNER INC COM 366651107 7,390 30,514 SH   DFND 1 30,514 0 0
GDS HLDGS LTD SPONSORED A 36165L108 2,251 28,680 SH   DFND 1 28,680 0 0
GENERAL DYNAMICS CORP COM 369550108 20,139 106,977 SH   DFND 1 106,977 0 0
GENERAL ELECTRIC CO COM 369604103 37,836 2,810,960 SH   DFND 1 2,810,960 0 0
GENERAL MLS INC COM 370334104 13,743 225,555 SH   DFND 1 225,555 0 0
GENERAL MLS INC COM 370334104 206 3,384 SH   DFND   0 3,384 0
GENERAL MTRS CO COM 37045V100 15,069 254,679 SH   DFND 1 254,679 0 0
GENERAL MTRS CO COM 37045V100 400 6,761 SH   DFND   0 6,761 0
GENTEX CORP COM 371901109 2,624 79,308 SH   DFND 1 79,308 0 0
GENUINE PARTS CO COM 372460105 5,732 45,326 SH   DFND 1 45,326 0 0
GILDAN ACTIVEWEAR INC COM 375916103 223 6,036 SH   DFND 1 6,036 0 0
GILEAD SCIENCES INC COM 375558103 30,771 446,865 SH   DFND 1 446,865 0 0
GLOBAL PMTS INC COM 37940X102 18,225 97,177 SH   DFND 1 97,177 0 0
GLOBAL PMTS INC COM 37940X102 462 2,462 SH   DFND   0 2,462 0
GLOBANT S A COM L44385109 2,707 12,350 SH   DFND 1 12,350 0 0
GLOBE LIFE INC COM 37959E102 3,142 32,983 SH   DFND 1 32,983 0 0
GODADDY INC CL A 380237107 4,737 54,474 SH   DFND 1 54,474 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 43,092 113,541 SH   DFND 1 113,541 0 0
GOSSAMER BIO INC NOTE 5.000% 38341PAA0 16,000 20,000,000 PRN   DFND 1 20,000,000 0 0
GRACO INC COM 384109104 1,645 21,725 SH   SOLE 4 21,725 0 0
GRAINGER W W INC COM 384802104 9,936 22,685 SH   DFND 1 22,685 0 0
GREEN PLAINS INC NOTE 2.250% 393222AK0 6,966 5,400,000 PRN   DFND 1 5,400,000 0 0
GRUPO TELEVISA S A B SPON ADR RE 40049J206 1,150 80,505 SH   DFND 1 80,505 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,511 13,409 SH   DFND 1 13,409 0 0
HALLIBURTON CO COM 406216101 7,714 333,643 SH   DFND 1 333,643 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 7,177 115,812 SH   DFND 1 115,812 0 0
HASBRO INC COM 418056107 2,246 23,764 SH   DFND 1 23,764 0 0
HCA HEALTHCARE INC COM 40412C101 18,647 90,196 SH   DFND 1 90,196 0 0
HDFC BANK LTD SPONSORED A 40415F101 22,610 309,213 SH   DFND 1 309,213 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,541 95,163 SH   DFND 2 0 95,163 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 607 22,738 SH   SOLE 3 22,738 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 5,812 174,594 SH   DFND 1 174,594 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 18,046 542,089 SH   DFND 2 0 542,089 0
HEICO CORP NEW COM 422806109 2,009 14,407 SH   DFND 1 14,407 0 0
HEICO CORP NEW COM 422806109 930 6,674 SH   SOLE 4 6,674 0 0
HEICO CORP NEW CL A 422806208 4,003 32,239 SH   DFND 1 32,239 0 0
HELEN OF TROY LTD COM G4388N106 2,573 11,281 SH   SOLE 4 11,281 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 2,989 38,296 SH   SOLE 4 38,296 0 0
HENRY JACK & ASSOC INC COM 426281101 44,119 269,824 SH   DFND 1 269,824 0 0
HENRY SCHEIN INC COM 806407102 3,420 46,098 SH   DFND 1 46,098 0 0
HERSHEY CO COM 427866108 8,314 47,731 SH   DFND 1 47,731 0 0
HESS CORP COM 42809H107 7,827 89,634 SH   DFND 1 89,634 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 6,480 444,412 SH   DFND 1 444,412 0 0
HILL-ROM HLDGS INC COM 431475102 1,799 15,834 SH   SOLE 4 15,834 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 10,931 90,621 SH   DFND 1 90,621 0 0
HOLOGIC INC COM 436440101 5,637 84,482 SH   DFND 1 84,482 0 0
HOME DEPOT INC COM 437076102 183,170 574,398 SH   DFND 1 574,398 0 0
HOME DEPOT INC COM 437076102 2,398 7,521 SH   SOLE 3 7,521 0 0
HOME DEPOT INC COM 437076102 62,846 197,078 SH   SOLE 4 197,078 0 0
HOME DEPOT INC COM 437076102 676 2,119 SH   DFND   0 2,119 0
HONEYWELL INTL INC COM 438516106 50,123 228,508 SH   DFND 1 228,508 0 0
HONEYWELL INTL INC COM 438516106 3,431 15,642 SH   SOLE 3 15,642 0 0
HONEYWELL INTL INC COM 438516106 59,086 269,367 SH   SOLE 4 269,367 0 0
HONEYWELL INTL INC COM 438516106 814 3,712 SH   DFND   0 3,712 0
HORIZON THERAPEUTICS PUB L SHS G46188101 6,579 70,260 SH   DFND 1 70,260 0 0
HORMEL FOODS CORP COM 440452100 4,647 97,325 SH   DFND 1 97,325 0 0
HOST HOTELS & RESORTS INC COM 44107P104 4,796 280,654 SH   DFND 1 280,654 0 0
HOWMET AEROSPACE INC COM 443201108 2,480 71,944 SH   DFND 1 71,944 0 0
HP INC COM 40434L105 12,722 421,390 SH   DFND 1 421,390 0 0
HUAZHU GROUP LTD SPONSORED A 44332N106 2,836 53,700 SH   DFND 1 53,700 0 0
HUBBELL INC COM 443510607 77,446 414,507 SH   DFND 1 414,507 0 0
HUBBELL INC COM 443510607 1,513 8,097 SH   SOLE 4 8,097 0 0
HUBSPOT INC COM 443573100 10,633 18,247 SH   DFND 1 18,247 0 0
HUDSON PAC PPTYS INC COM 444097109 2,032 73,028 SH   SOLE 4 73,028 0 0
HUMANA INC COM 444859102 55,063 124,375 SH   DFND 1 124,375 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,429 27,182 SH   DFND 1 27,182 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6,732 471,758 SH   DFND 1 471,758 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,473 173,316 SH   SOLE 4 173,316 0 0
HUNTINGTON INGALLS INDS IN COM 446413106 3,001 14,239 SH   DFND 1 14,239 0 0
HUTCHMED CHINA LTD SPONSORED A 44842L103 899 22,900 SH   DFND 1 22,900 0 0
HUYA INC ADS REP SHS 44852D108 459 26,000 SH   DFND 1 26,000 0 0
I MAB SPONSORED A 44975P103 806 9,600 SH   DFND 1 9,600 0 0
I3 VERTICALS INC COM CL A 46571Y107 860 28,464 SH   SOLE 4 28,464 0 0
IAC INTERACTIVECORP NEW COM NEW 44891N208 2,161 14,019 SH   DFND 1 14,019 0 0
ICICI BANK LIMITED ADR 45104G104 715 41,799 SH   DFND 1 41,799 0 0
IDEX CORP COM 45167R104 7,436 33,792 SH   DFND 1 33,792 0 0
IDEXX LABS INC COM 45168D104 21,653 34,286 SH   DFND 1 34,286 0 0
IHS MARKIT LTD SHS G47567105 14,993 133,086 SH   DFND 1 133,086 0 0
ILLINOIS TOOL WKS INC COM 452308109 23,588 105,512 SH   DFND 1 105,512 0 0
ILLUMINA INC COM 452327109 23,244 49,119 SH   DFND 1 49,119 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,227 73,079 SH   DFND 1 73,079 0 0
INCYTE CORP COM 45337C102 5,007 59,511 SH   DFND 1 59,511 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 3,779 51,077 SH   SOLE 4 51,077 0 0
INFOSYS LTD SPONSORED A 456788108 16,044 757,138 SH   DFND 1 757,138 0 0
INGERSOLL RAND INC COM 45687V106 5,655 115,855 SH   DFND 1 115,855 0 0
INSMED INC NOTE 0.750% 457669AB5 27,500 25,000,000 PRN   DFND 1 25,000,000 0 0
INSULET CORP COM 45784P101 9,150 33,331 SH   DFND 1 33,331 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 0.500% 457985AM1 27,088 24,625,000 PRN   DFND 1 24,625,000 0 0
INTEL CORP COM 458140100 84,526 1,505,623 SH   DFND 1 1,505,623 0 0
INTEL CORP COM 458140100 1,033 18,397 SH   SOLE 3 18,397 0 0
INTEL CORP COM 458140100 2,527 45,010 SH   SOLE 4 45,010 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 21,267 179,166 SH   DFND 1 179,166 0 0
INTERDIGITAL INC NOTE 2.000% 45867GAB7 33,300 30,000,000 PRN   DFND 1 30,000,000 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 42,248 288,202 SH   DFND 1 288,202 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 12,766 85,451 SH   DFND 1 85,451 0 0
INTERNATIONAL PAPER CO COM 460146103 7,792 127,086 SH   DFND 1 127,086 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,912 181,960 SH   DFND 1 181,960 0 0
INTUIT COM 461202103 45,713 93,260 SH   DFND 1 93,260 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 35,709 38,829 SH   DFND 1 38,829 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 920 1,000 SH   DFND   0 1,000 0
INVESCO DB MULTI-SECTOR CO GOLD FD 46140H601 3,416 66,972 SH   DFND 1 66,972 0 0
INVESCO LTD SHS G491BT108 1,474 55,150 SH   DFND 1 55,150 0 0
INVITATION HOMES INC COM 46187W107 6,772 181,614 SH   DFND 1 181,614 0 0
INVITATION HOMES INC COM 46187W107 16,219 434,949 SH   DFND 2 0 434,949 0
INVITATION HOMES INC COM 46187W107 1,082 29,022 SH   SOLE 3 29,022 0 0
IPG PHOTONICS CORP COM 44980X109 1,430 6,785 SH   DFND 1 6,785 0 0
IQIYI INC SPONSORED A 46267X108 1,362 87,400 SH   DFND 1 87,400 0 0
IQIYI INC NOTE 3.750% 46267XAB4 10,100 10,000,000 PRN   DFND 1 10,000,000 0 0
IQIYI INC NOTE 2.000% 46267XAD0 13,950 15,000,000 PRN   DFND 1 15,000,000 0 0
IQVIA HLDGS INC COM 46266C105 21,408 88,345 SH   DFND 1 88,345 0 0
IQVIA HLDGS INC COM 46266C105 47,899 197,670 SH   SOLE 4 197,670 0 0
IRON MTN INC NEW COM 46284V101 3,924 92,715 SH   DFND 1 92,715 0 0
ISHARES TR RUSSELL 300 464287689 31,244 122,091 SH   DFND 1 122,091 0 0
ITAU UNIBANCO HLDG S A SPON ADR RE 465562106 124 20,670 SH   DFND 1 20,670 0 0
ITRON INC COM 465741106 6,936 69,372 SH   DFND 1 69,372 0 0
JACOBS ENGR GROUP INC COM 469814107 5,568 41,733 SH   DFND 1 41,733 0 0
JACOBS ENGR GROUP INC COM 469814107 2,128 15,947 SH   SOLE 4 15,947 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 472145AD3 44,000 40,000,000 PRN   DFND 1 40,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,291 18,528 SH   DFND 1 18,528 0 0
JD.COM INC SPON ADR CL 47215P106 41,229 516,584 SH   DFND 1 516,584 0 0
JD.COM INC SPON ADR CL 47215P106 471 5,900 SH   SOLE 3 5,900 0 0
JOHNSON & JOHNSON COM 478160104 158,334 961,112 SH   DFND 1 961,112 0 0
JOHNSON & JOHNSON COM 478160104 2,058 12,492 SH   SOLE 3 12,492 0 0
JOHNSON & JOHNSON COM 478160104 5,035 30,561 SH   SOLE 4 30,561 0 0
JOHNSON & JOHNSON COM 478160104 1,007 6,111 SH   DFND   0 6,111 0
JOHNSON CTLS INTL PLC SHS G51502105 19,241 280,362 SH   DFND 1 280,362 0 0
JOYY INC ADS REPSTG 46591M109 1,152 17,459 SH   DFND 1 17,459 0 0
JOYY INC NOTE 1.375% 98426TAF3 19,800 20,000,000 PRN   DFND 1 20,000,000 0 0
JPMORGAN CHASE & CO COM 46625H100 124,159 798,244 SH   DFND 1 798,244 0 0
JPMORGAN CHASE & CO COM 46625H100 85,492 549,648 SH   SOLE 4 549,648 0 0
JPMORGAN CHASE & CO COM 46625H100 832 5,348 SH   DFND   0 5,348 0
JUNIPER NETWORKS INC COM 48203R104 2,886 105,526 SH   DFND 1 105,526 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 8,308 29,319 SH   DFND 1 29,319 0 0
KE HLDGS INC SPONSORED A 482497104 5,278 110,704 SH   DFND 1 110,704 0 0
KELLOGG CO COM 487836108 7,029 109,257 SH   DFND 1 109,257 0 0
KEURIG DR PEPPER INC COM 49271V100 7,965 226,027 SH   DFND 1 226,027 0 0
KEYCORP COM 493267108 6,491 314,317 SH   DFND 1 314,317 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 9,300 60,228 SH   DFND 1 60,228 0 0
KIMBERLY-CLARK CORP COM 494368103 18,890 141,205 SH   DFND 1 141,205 0 0
KIMCO RLTY CORP COM 49446R109 2,797 134,144 SH   DFND 1 134,144 0 0
KINDER MORGAN INC DEL COM 49456B101 11,505 631,110 SH   DFND 1 631,110 0 0
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 585 17,255 SH   DFND 1 17,255 0 0
KKR & CO INC COM 48251W104 10,413 175,780 SH   DFND 1 175,780 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 9,443 436,558 SH   DFND 2 0 436,558 0
KLA CORP COM NEW 482480100 16,101 49,663 SH   DFND 1 49,663 0 0
KRAFT HEINZ CO COM 500754106 8,527 209,089 SH   DFND 1 209,089 0 0
KROGER CO COM 501044101 9,374 244,693 SH   DFND 1 244,693 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 15,914 73,625 SH   DFND 1 73,625 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,666 31,417 SH   DFND 1 31,417 0 0
LAM RESEARCH CORP COM 512807108 31,757 48,804 SH   DFND 1 48,804 0 0
LAMB WESTON HLDGS INC COM 513272104 4,743 58,798 SH   DFND 1 58,798 0 0
LAS VEGAS SANDS CORP COM 517834107 5,652 107,278 SH   DFND 1 107,278 0 0
LAUDER ESTEE COS INC CL A 518439104 44,841 140,975 SH   DFND 1 140,975 0 0
LEAR CORP COM NEW 521865204 3,396 19,375 SH   DFND 1 19,375 0 0
LEIDOS HOLDINGS INC COM 525327102 4,492 44,433 SH   DFND 1 44,433 0 0
LENNAR CORP CL A 526057104 8,709 87,662 SH   DFND 1 87,662 0 0
LENNAR CORP CL B 526057302 251 3,079 SH   DFND 1 3,079 0 0
LENNOX INTL INC COM 526107107 2,187 6,233 SH   DFND 1 6,233 0 0
LI AUTO INC SPONSORED A 50202M102 4,976 142,413 SH   DFND 1 142,413 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 1,346 8,004 SH   DFND 1 8,004 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 8,479 48,825 SH   DFND 1 48,825 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,553 57,177 SH   DFND 1 57,177 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 3,154 116,644 SH   DFND 1 116,644 0 0
LIBERTY MEDIA CORP DEL COM A SIRIU 531229409 721 15,482 SH   DFND 1 15,482 0 0
LIBERTY MEDIA CORP DEL COM C SIRIU 531229607 1,500 32,330 SH   DFND 1 32,330 0 0
LIFE STORAGE INC COM 53223X107 6,984 65,059 SH   DFND 2 0 65,059 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 53220KAF5 31,185 31,500,000 PRN   DFND 1 31,500,000 0 0
LILLY ELI & CO COM 532457108 66,287 288,806 SH   DFND 1 288,806 0 0
LILLY ELI & CO COM 532457108 325 1,417 SH   DFND   0 1,417 0
LINCOLN NATL CORP IND COM 534187109 3,915 62,303 SH   DFND 1 62,303 0 0
LINDE PLC SHS G5494J103 55,081 190,527 SH   DFND 1 190,527 0 0
LINDE PLC SHS G5494J103 69,563 240,663 SH   SOLE 3 240,663 0 0
LINDE PLC SHS G5494J103 29,116 100,714 SH   SOLE 4 100,714 0 0
LINDE PLC SHS G5494J103 7,249 25,076 SH   DFND   0 25,076 0
LIVE NATION ENTERTAINMENT COM 538034109 4,021 45,911 SH   DFND 1 45,911 0 0
LIVE NATION ENTERTAINMENT COM 538034109 2,356 26,898 SH   SOLE 4 26,898 0 0
LKQ CORP COM 501889208 4,451 90,425 SH   DFND 1 90,425 0 0
LOEWS CORP COM 540424108 4,026 73,668 SH   DFND 1 73,668 0 0
LOGITECH INTL S A SHS H50430232 15,099 124,392 SH   DFND 1 124,392 0 0
LOWES COS INC COM 548661107 48,586 250,483 SH   DFND 1 250,483 0 0
LUFAX HOLDING LTD ADS REP SHS 54975P102 615 54,460 SH   DFND 1 54,460 0 0
LULULEMON ATHLETICA INC COM 550021109 13,410 36,744 SH   DFND 1 36,744 0 0
LUMEN TECHNOLOGIES INC COM 550241103 5,279 388,454 SH   DFND 1 388,454 0 0
LUMENTUM HLDGS INC COM 55024U109 18,335 223,510 SH   DFND 1 223,510 0 0
LUMENTUM HLDGS INC NOTE 0.500% 55024UAD1 18,900 17,500,000 PRN   DFND 1 17,500,000 0 0
LYFT INC CL A COM 55087P104 3,474 57,438 SH   DFND 1 57,438 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 8,517 82,791 SH   DFND 1 82,791 0 0
M & T BK CORP COM 55261F104 6,026 41,473 SH   DFND 1 41,473 0 0
MADISON SQUARE GRDN SPRT C CL A 55825T103 1,048 6,072 SH   SOLE 4 6,072 0 0
MAGNA INTL INC COM 559222401 8,293 89,578 SH   DFND 1 89,578 0 0
MAKEMYTRIP LIMITED MAURITI SHS V5633W109 25,159 837,245 SH   DFND 1 837,245 0 0
MANULIFE FINL CORP COM 56501R106 12,411 630,560 SH   DFND 1 630,560 0 0
MARATHON PETE CORP COM 56585A102 12,632 209,077 SH   DFND 1 209,077 0 0
MARKEL CORP COM 570535104 2,992 2,521 SH   DFND 1 2,521 0 0
MARKETAXESS HLDGS INC COM 57060D108 5,527 11,923 SH   DFND 1 11,923 0 0
MARRIOTT INTL INC NEW CL A 571903202 11,924 87,343 SH   DFND 1 87,343 0 0
MARSH & MCLENNAN COS INC COM 571748102 139,255 989,869 SH   DFND 1 989,869 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,071 11,572 SH   DFND 1 11,572 0 0
MARTIN MARIETTA MATLS INC COM 573284106 24,194 68,769 SH   SOLE 4 68,769 0 0
MARVELL TECHNOLOGY INC COM 573874104 16,915 289,986 SH   DFND 1 289,986 0 0
MARVELL TECHNOLOGY INC COM 573874104 29,653 508,371 SH   SOLE 4 508,371 0 0
MASCO CORP COM 574599106 9,034 153,355 SH   DFND 1 153,355 0 0
MASCO CORP COM 574599106 13,162 223,429 SH   SOLE 4 223,429 0 0
MASIMO CORP COM 574795100 3,829 15,793 SH   DFND 1 15,793 0 0
MASTERCARD INCORPORATED CL A 57636Q104 175,803 481,533 SH   DFND 1 481,533 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,484 6,804 SH   SOLE 3 6,804 0 0
MASTERCARD INCORPORATED CL A 57636Q104 61,414 168,215 SH   SOLE 4 168,215 0 0
MATADOR RES CO COM 576485205 1,235 34,290 SH   SOLE 4 34,290 0 0
MATCH GROUP INC NEW COM 57667L107 8,055 49,953 SH   DFND 1 49,953 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 9,093 86,305 SH   DFND 1 86,305 0 0
MCCORMICK & CO INC COM NON VTG 579780206 7,087 80,239 SH   DFND 1 80,239 0 0
MCDONALDS CORP COM 580135101 65,254 282,495 SH   DFND 1 282,495 0 0
MCDONALDS CORP COM 580135101 1,976 8,556 SH   SOLE 3 8,556 0 0
MCDONALDS CORP COM 580135101 32,463 140,540 SH   SOLE 4 140,540 0 0
MCDONALDS CORP COM 580135101 296 1,281 SH   DFND   0 1,281 0
MCKESSON CORP COM 58155Q103 5,672 29,659 SH   DFND 1 29,659 0 0
MEDTRONIC PLC SHS G5960L103 145,588 1,172,868 SH   DFND 1 1,172,868 0 0
MEDTRONIC PLC SHS G5960L103 42,052 338,773 SH   SOLE 4 338,773 0 0
MELCO RESORTS AND ENTMNT L ADR 585464100 2,018 121,804 SH   DFND 1 121,804 0 0
MERCADOLIBRE INC COM 58733R102 24,918 15,996 SH   DFND 1 15,996 0 0
MERCK & CO INC COM 58933Y105 120,075 1,543,972 SH   DFND 1 1,543,972 0 0
MERCK & CO INC COM 58933Y105 2,310 29,703 SH   SOLE 3 29,703 0 0
MERCK & CO INC COM 58933Y105 29,836 383,644 SH   SOLE 4 383,644 0 0
METLIFE INC COM 59156R108 15,670 261,817 SH   DFND 1 261,817 0 0
METTLER TOLEDO INTERNATION COM 592688105 14,786 10,673 SH   DFND 1 10,673 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6,602 154,787 SH   DFND 1 154,787 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 12,116 80,915 SH   DFND 1 80,915 0 0
MICRON TECHNOLOGY INC COM 595112103 33,428 393,360 SH   DFND 1 393,360 0 0
MICROSOFT CORP COM 594918104 846,779 3,125,799 SH   DFND 1 3,125,799 0 0
MICROSOFT CORP COM 594918104 5,516 20,363 SH   SOLE 3 20,363 0 0
MICROSOFT CORP COM 594918104 202,966 749,227 SH   SOLE 4 749,227 0 0
MICROSOFT CORP COM 594918104 1,755 6,479 SH   DFND   0 6,479 0
MID-AMER APT CMNTYS INC COM 59522J103 6,218 36,922 SH   DFND 1 36,922 0 0
MKS INSTRS INC COM 55306N104 1,942 10,915 SH   SOLE 4 10,915 0 0
MOBILE TELESYSTEMS PJSC SPONSORED A 607409109 1,286 138,919 SH   DFND 1 138,919 0 0
MODERNA INC COM 60770K107 25,606 108,972 SH   DFND 1 108,972 0 0
MOHAWK INDS INC COM 608190104 3,871 20,142 SH   DFND 1 20,142 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 3,086 57,477 SH   DFND 1 57,477 0 0
MOMO INC ADR 60879B107 746 48,700 SH   DFND 1 48,700 0 0
MONDELEZ INTL INC CL A 609207105 30,229 484,134 SH   DFND 1 484,134 0 0
MONDELEZ INTL INC CL A 609207105 1,295 20,745 SH   SOLE 3 20,745 0 0
MONDELEZ INTL INC CL A 609207105 32,014 512,724 SH   SOLE 4 512,724 0 0
MONGODB INC CL A 60937P106 6,039 16,704 SH   DFND 1 16,704 0 0
MONGODB INC NOTE 0.250% 60937PAD8 36,200 20,000,000 PRN   DFND 1 20,000,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 5,343 14,307 SH   DFND 1 14,307 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,061 2,840 SH   SOLE 4 2,840 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,285 68,801 SH   DFND 1 68,801 0 0
MOODYS CORP COM 615369105 111,253 307,016 SH   DFND 1 307,016 0 0
MORGAN STANLEY COM NEW 617446448 44,775 488,326 SH   DFND 1 488,326 0 0
MORGAN STANLEY COM NEW 617446448 2,005 21,866 SH   SOLE 3 21,866 0 0
MORGAN STANLEY COM NEW 617446448 4,906 53,501 SH   SOLE 4 53,501 0 0
MOSAIC CO NEW COM 61945C103 1,759 55,132 SH   DFND 1 55,132 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 78,667 362,772 SH   DFND 1 362,772 0 0
MSCI INC COM 55354G100 14,196 26,630 SH   DFND 1 26,630 0 0
NASDAQ INC COM 631103108 6,507 37,011 SH   DFND 1 37,011 0 0
NASDAQ INC COM 631103108 669 3,808 SH   DFND   0 3,808 0
NETAPP INC COM 64110D104 6,118 74,774 SH   DFND 1 74,774 0 0
NETEASE INC SPONSORED A 64110W102 31,259 271,225 SH   DFND 1 271,225 0 0
NETEASE INC SPONSORED A 64110W102 335 2,905 SH   SOLE 3 2,905 0 0
NETFLIX INC COM 64110L106 82,432 156,059 SH   DFND 1 156,059 0 0
NEW ORIENTAL ED & TECHNOLO SPON ADR 647581107 4,340 529,861 SH   DFND 1 529,861 0 0
NEW ORIENTAL ED & TECHNOLO SPON ADR 647581107 82 10,000 SH   SOLE 3 10,000 0 0
NEWELL BRANDS INC COM 651229106 3,403 123,879 SH   DFND 1 123,879 0 0
NEWMONT CORP COM 651639106 17,062 269,201 SH   DFND 1 269,201 0 0
NEWMONT CORP COM 651639106 647 10,201 SH   DFND   0 10,201 0
NEWS CORP NEW CL A 65249B109 1,878 72,872 SH   DFND 1 72,872 0 0
NEWS CORP NEW CL B 65249B208 556 22,824 SH   DFND 1 22,824 0 0
NEXTERA ENERGY INC COM 65339F101 70,672 964,407 SH   DFND 1 964,407 0 0
NEXTERA ENERGY INC COM 65339F101 1,282 17,496 SH   SOLE 3 17,496 0 0
NEXTERA ENERGY INC COM 65339F101 30,815 420,504 SH   SOLE 4 420,504 0 0
NEXTERA ENERGY INC COM 65339F101 412 5,616 SH   DFND   0 5,616 0
NEXTERA ENERGY PARTNERS LP COM UNIT PA 65341B106 513 6,715 SH   DFND 1 6,715 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,858 115,855 SH   DFND 1 115,855 0 0
NIKE INC CL B 654106103 65,432 423,534 SH   DFND 1 423,534 0 0
NIKE INC CL B 654106103 1,886 12,208 SH   SOLE 3 12,208 0 0
NIKE INC CL B 654106103 49,215 318,562 SH   SOLE 4 318,562 0 0
NIO INC SPON ADS 62914V106 20,777 390,541 SH   DFND 1 390,541 0 0
NIO INC SPON ADS 62914V106 468 8,800 SH   SOLE 3 8,800 0 0
NISOURCE INC COM 65473P105 3,043 124,218 SH   DFND 1 124,218 0 0
NOAH HLDGS LTD SPON ADS CL 65487X102 519 11,000 SH   DFND 1 11,000 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,584 56,033 SH   SOLE 4 56,033 0 0
NORFOLK SOUTHN CORP COM 655844108 21,532 81,127 SH   DFND 1 81,127 0 0
NORTHERN TR CORP COM 665859104 9,240 79,917 SH   DFND 1 79,917 0 0
NORTONLIFELOCK INC COM 668771108 6,011 220,823 SH   DFND 1 220,823 0 0
NOVANTA INC COM 67000B104 1,308 9,706 SH   SOLE 4 9,706 0 0
NOVAVAX INC COM NEW 670002401 300 1,413 SH   DFND 1 1,413 0 0
NOVOCURE LTD ORD SHS G6674U108 8,613 38,830 SH   DFND 1 38,830 0 0
NRG ENERGY INC COM NEW 629377508 3,172 78,707 SH   DFND 1 78,707 0 0
NUCOR CORP COM 670346105 11,168 116,423 SH   DFND 1 116,423 0 0
NUTANIX INC NOTE 1/1 67059NAB4 26,500 25,000,000 PRN   DFND 1 25,000,000 0 0
NUTRIEN LTD COM 67077M108 11,150 184,039 SH   DFND 1 184,039 0 0
NUVASIVE INC NOTE 0.375% 670704AJ4 6,930 7,000,000 PRN   DFND 1 7,000,000 0 0
NVIDIA CORPORATION COM 67066G104 170,774 213,441 SH   DFND 1 213,441 0 0
NVIDIA CORPORATION COM 67066G104 91,058 113,808 SH   SOLE 4 113,808 0 0
NVR INC COM 62944T105 40,234 8,090 SH   DFND 1 8,090 0 0
NXP SEMICONDUCTORS N V COM N6596X109 36,206 175,995 SH   DFND 1 175,995 0 0
OCCIDENTAL PETE CORP COM 674599105 5,227 167,144 SH   DFND 1 167,144 0 0
OKTA INC CL A 679295105 10,139 41,439 SH   DFND 1 41,439 0 0
OKTA INC NOTE 0.125% 679295AD7 31,680 22,000,000 PRN   DFND 1 22,000,000 0 0
OKTA INC NOTE 0.375% 679295AF2 8,060 6,500,000 PRN   DFND 1 6,500,000 0 0
OLD DOMINION FREIGHT LINE COM 679580100 8,166 32,173 SH   DFND 1 32,173 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 5,411 149,112 SH   DFND 2 0 149,112 0
OMNICOM GROUP INC COM 681919106 5,491 68,648 SH   DFND 1 68,648 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,326 34,629 SH   SOLE 4 34,629 0 0
ONECONNECT FINL TECHNOLOGY SPONSORED A 68248T105 418 34,800 SH   DFND 1 34,800 0 0
ONEOK INC NEW COM 682680103 9,998 179,686 SH   DFND 1 179,686 0 0
ORACLE CORP COM 68389X105 27,374 351,668 SH   DFND 1 351,668 0 0
ORACLE CORP COM 68389X105 712 9,147 SH   DFND   0 9,147 0
OREILLY AUTOMOTIVE INC COM 67103H107 49,152 86,808 SH   DFND 1 86,808 0 0
ORGANON & CO COMMON STOC 68622V106 4,168 137,748 SH   DFND 1 137,748 0 0
OSI SYSTEMS INC NOTE 1.250% 671044AD7 26,696 25,185,000 PRN   DFND 1 25,185,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 44,931 549,482 SH   DFND 1 549,482 0 0
OTIS WORLDWIDE CORP COM 68902V107 2,462 30,103 SH   SOLE 3 30,103 0 0
OTIS WORLDWIDE CORP COM 68902V107 45,365 554,787 SH   SOLE 4 554,787 0 0
OTIS WORLDWIDE CORP COM 68902V107 490 5,998 SH   DFND   0 5,998 0
OZON HLDGS PLC SPONSORED A 69269L104 677 11,400 SH   DFND 1 11,400 0 0
PACCAR INC COM 693718108 9,937 111,337 SH   DFND 1 111,337 0 0
PACKAGING CORP AMER COM 695156109 4,105 30,310 SH   DFND 1 30,310 0 0
PALO ALTO NETWORKS INC COM 697435105 6,555 17,667 SH   DFND 1 17,667 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 697435AD7 5,840 4,000,000 PRN   DFND 1 4,000,000 0 0
PAN AMERN SILVER CORP COM 697900108 865 30,289 SH   DFND 1 30,289 0 0
PARKER-HANNIFIN CORP COM 701094104 12,705 41,369 SH   DFND 1 41,369 0 0
PATTERSON-UTI ENERGY INC COM 703481101 912 91,764 SH   SOLE 4 91,764 0 0
PAYCHEX INC COM 704326107 12,433 115,871 SH   DFND 1 115,871 0 0
PAYCOM SOFTWARE INC COM 70432V102 5,820 16,011 SH   DFND 1 16,011 0 0
PAYPAL HLDGS INC COM 70450Y103 115,867 397,511 SH   DFND 1 397,511 0 0
PAYPAL HLDGS INC COM 70450Y103 5,189 17,801 SH   SOLE 3 17,801 0 0
PAYPAL HLDGS INC COM 70450Y103 65,584 225,005 SH   SOLE 4 225,005 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750% 70509VAA8 6,780 6,000,000 PRN   DFND 1 6,000,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 10,367 83,592 SH   DFND 1 83,592 0 0
PEMBINA PIPELINE CORP COM 706327103 5,652 177,886 SH   DFND 1 177,886 0 0
PENTAIR PLC SHS G7S00T104 3,604 53,398 SH   DFND 1 53,398 0 0
PEPSICO INC COM 713448108 75,874 512,074 SH   DFND 1 512,074 0 0
PEPSICO INC COM 713448108 1,208 8,156 SH   SOLE 3 8,156 0 0
PEPSICO INC COM 713448108 31,187 210,479 SH   SOLE 4 210,479 0 0
PEPSICO INC COM 713448108 456 3,077 SH   DFND   0 3,077 0
PERKINELMER INC COM 714046109 7,393 47,877 SH   DFND 1 47,877 0 0
PERRIGO CO PLC SHS G97822103 2,025 44,166 SH   DFND 1 44,166 0 0
PETROLEO BRASILEIRO SA PET SP ADR NON 71654V101 503 42,590 SH   DFND 1 42,590 0 0
PFIZER INC COM 717081103 72,952 1,862,911 SH   DFND 1 1,862,911 0 0
PG&E CORP COM 69331C108 4,878 479,620 SH   DFND 1 479,620 0 0
PHILIP MORRIS INTL INC COM 718172109 50,175 506,254 SH   DFND 1 506,254 0 0
PHILLIPS 66 COM 718546104 12,136 141,415 SH   DFND 1 141,415 0 0
PINDUODUO INC SPONSORED A 722304102 17,116 134,752 SH   DFND 1 134,752 0 0
PINDUODUO INC SPONSORED A 722304102 381 3,000 SH   SOLE 3 3,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 30,900 30,000,000 PRN   DFND 1 30,000,000 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3,580 40,544 SH   SOLE 4 40,544 0 0
PINNACLE WEST CAP CORP COM 723484101 2,983 36,393 SH   DFND 1 36,393 0 0
PINTEREST INC CL A 72352L106 13,891 175,950 SH   DFND 1 175,950 0 0
PIONEER NAT RES CO COM 723787107 11,366 69,937 SH   DFND 1 69,937 0 0
PLUG POWER INC COM NEW 72919P202 6,086 178,010 SH   DFND 1 178,010 0 0
PNC FINL SVCS GROUP INC COM 693475105 26,059 136,605 SH   DFND 1 136,605 0 0
POOL CORP COM 73278L105 6,837 14,907 SH   DFND 1 14,907 0 0
PPD INC COM 69355F102 491 10,657 SH   DFND 1 10,657 0 0
PPG INDS INC COM 693506107 12,953 76,299 SH   DFND 1 76,299 0 0
PPL CORP COM 69351T106 6,963 248,928 SH   DFND 1 248,928 0 0
PRICE T ROWE GROUP INC COM 74144T108 14,680 74,153 SH   DFND 1 74,153 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 5,504 87,097 SH   DFND 1 87,097 0 0
PROCTER AND GAMBLE CO COM 742718109 153,000 1,133,923 SH   DFND 1 1,133,923 0 0
PROCTER AND GAMBLE CO COM 742718109 1,672 12,391 SH   SOLE 3 12,391 0 0
PROCTER AND GAMBLE CO COM 742718109 4,091 30,316 SH   SOLE 4 30,316 0 0
PROCTER AND GAMBLE CO COM 742718109 920 6,821 SH   DFND   0 6,821 0
PROGRESSIVE CORP COM 743315103 18,569 189,076 SH   DFND 1 189,076 0 0
PROLOGIS INC. COM 74340W103 29,111 243,545 SH   DFND 1 243,545 0 0
PROLOGIS INC. COM 74340W103 59,536 498,082 SH   DFND 2 0 498,082 0
PROLOGIS INC. COM 74340W103 965 8,075 SH   SOLE 3 8,075 0 0
PROS HOLDINGS INC NOTE 1.000% 74346YAH6 10,300 10,000,000 PRN   DFND 1 10,000,000 0 0
PRUDENTIAL FINL INC COM 744320102 13,765 134,328 SH   DFND 1 134,328 0 0
PRUDENTIAL FINL INC COM 744320102 1,587 15,490 SH   SOLE 3 15,490 0 0
PRUDENTIAL FINL INC COM 744320102 3,884 37,902 SH   SOLE 4 37,902 0 0
PTC INC COM 69370C100 35,481 251,176 SH   DFND 1 251,176 0 0
PTC INC COM 69370C100 32,544 230,381 SH   SOLE 4 230,381 0 0
PUBLIC STORAGE COM 74460D109 14,651 48,723 SH   DFND 1 48,723 0 0
PUBLIC SVC ENTERPRISE GRP COM 744573106 10,597 177,393 SH   DFND 1 177,393 0 0
PUBLIC SVC ENTERPRISE GRP COM 744573106 225 3,767 SH   DFND   0 3,767 0
PULTE GROUP INC COM 745867101 4,652 85,251 SH   DFND 1 85,251 0 0
QIAGEN NV SHS NEW N72482123 49,059 1,013,318 SH   DFND 1 1,013,318 0 0
QIAGEN NV SHS NEW N72482123 48,785 1,007,663 SH   SOLE 3 1,007,663 0 0
QIAGEN NV DEBT 1.000% N72482AT4 7,140 6,000,000 PRN   DFND 1 6,000,000 0 0
QORVO INC COM 74736K101 23,347 119,328 SH   DFND 1 119,328 0 0
QORVO INC COM 74736K101 1,441 7,367 SH   SOLE 4 7,367 0 0
QUALCOMM INC COM 747525103 67,853 474,732 SH   DFND 1 474,732 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,757 43,621 SH   DFND 1 43,621 0 0
RAYMOND JAMES FINL INC COM 754730109 2,974 22,898 SH   DFND 1 22,898 0 0
RAYMOND JAMES FINL INC COM 754730109 2,654 20,433 SH   SOLE 4 20,433 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 80,688 945,824 SH   DFND 1 945,824 0 0
REALTY INCOME CORP COM 756109104 8,067 120,871 SH   DFND 1 120,871 0 0
REALTY INCOME CORP COM 756109104 21,575 323,270 SH   DFND 2 0 323,270 0
REGAL BELOIT CORP COM 758750103 1,711 12,819 SH   SOLE 4 12,819 0 0
REGENCY CTRS CORP COM 758849103 4,697 73,306 SH   DFND 1 73,306 0 0
REGENERON PHARMACEUTICALS COM 75886F107 18,002 32,231 SH   DFND 1 32,231 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 9,839 487,577 SH   DFND 1 487,577 0 0
REINSURANCE GRP OF AMERICA COM NEW 759351604 1,372 12,031 SH   DFND 1 12,031 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 37,246 250,278 SH   DFND 1 250,278 0 0
RENASANT CORP COM 75970E107 2,405 60,113 SH   SOLE 4 60,113 0 0
REPUBLIC SVCS INC COM 760759100 8,301 75,461 SH   DFND 1 75,461 0 0
RESMED INC COM 761152107 15,577 63,187 SH   DFND 1 63,187 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 6,228 96,674 SH   DFND 1 96,674 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 761330AB5 4,563 3,900,000 PRN   DFND 1 3,900,000 0 0
REXFORD INDL RLTY INC COM 76169C100 15,106 265,245 SH   DFND 2 0 265,245 0
REXFORD INDL RLTY INC COM 76169C100 1,265 22,217 SH   SOLE 3 22,217 0 0
RINGCENTRAL INC CL A 76680R206 8,828 30,382 SH   DFND 1 30,382 0 0
RLX TECHNOLOGY INC SPONSORED A 74969N103 363 41,530 SH   DFND 1 41,530 0 0
ROBERT HALF INTL INC COM 770323103 5,035 56,596 SH   DFND 1 56,596 0 0
ROCKWELL AUTOMATION INC COM 773903109 11,560 40,416 SH   DFND 1 40,416 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 6,022 113,276 SH   DFND 1 113,276 0 0
ROKU INC COM CL A 77543R102 21,009 45,746 SH   DFND 1 45,746 0 0
ROLLINS INC COM 775711104 3,575 104,531 SH   DFND 1 104,531 0 0
ROPER TECHNOLOGIES INC COM 776696106 15,828 33,662 SH   DFND 1 33,662 0 0
ROSS STORES INC COM 778296103 14,064 113,421 SH   DFND 1 113,421 0 0
ROYAL BK CDA COM 780087102 51,002 503,437 SH   DFND 1 503,437 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 6,015 70,531 SH   DFND 1 70,531 0 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 4,258 103,879 SH   DFND 1 103,879 0 0
S&P GLOBAL INC COM 78409V104 34,592 84,278 SH   DFND 1 84,278 0 0
S&P GLOBAL INC COM 78409V104 2,614 6,368 SH   SOLE 3 6,368 0 0
S&P GLOBAL INC COM 78409V104 6,459 15,736 SH   SOLE 4 15,736 0 0
SALESFORCE COM INC COM 79466L302 84,184 344,635 SH   DFND 1 344,635 0 0
SALESFORCE COM INC COM 79466L302 4,084 16,721 SH   SOLE 3 16,721 0 0
SALESFORCE COM INC COM 79466L302 62,558 256,100 SH   SOLE 4 256,100 0 0
SANTANDER CONSUMER USA HLD COM 80283M101 774 21,301 SH   DFND 1 21,301 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,896 24,387 SH   DFND 1 24,387 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500% 803607AB6 5,280 4,000,000 PRN   DFND 1 4,000,000 0 0
SBA COMMUNICATIONS CORP NE CL A 78410G104 11,258 35,325 SH   DFND 1 35,325 0 0
SCHLUMBERGER LTD COM STK 806857108 15,682 489,900 SH   DFND 1 489,900 0 0
SCHLUMBERGER LTD COM STK 806857108 20,532 641,417 SH   SOLE 4 641,417 0 0
SCHWAB CHARLES CORP COM 808513105 37,931 520,957 SH   DFND 1 520,957 0 0
SEA LTD SPONSORD AD 81141R100 1,958 7,131 SH   DFND 1 7,131 0 0
SEA LTD SPONSORD AD 81141R100 4,668 17,000 SH   DFND 2 0 17,000 0
SEAGATE TECHNOLOGY HLDNGS ORD SHS G7997R103 5,922 67,351 SH   DFND 1 67,351 0 0
SEAGEN INC COM 81181C104 7,225 45,760 SH   DFND 1 45,760 0 0
SEI INVTS CO COM 784117103 2,253 36,360 SH   DFND 1 36,360 0 0
SEMPRA ENERGY COM 816851109 13,443 101,469 SH   DFND 1 101,469 0 0
SENSATA TECHNOLOGIES HLDG SHS G8060N102 2,895 49,939 SH   DFND 1 49,939 0 0
SERVICENOW INC COM 81762P102 37,713 68,625 SH   DFND 1 68,625 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,986 137,590 SH   DFND 1 137,590 0 0
SHERWIN WILLIAMS CO COM 824348106 21,391 78,515 SH   DFND 1 78,515 0 0
SHERWIN WILLIAMS CO COM 824348106 2,133 7,828 SH   SOLE 3 7,828 0 0
SHERWIN WILLIAMS CO COM 824348106 5,222 19,165 SH   SOLE 4 19,165 0 0
SHOPIFY INC CL A 82509L107 55,284 37,805 SH   DFND 1 37,805 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14,194 108,781 SH   DFND 1 108,781 0 0
SIMON PPTY GROUP INC NEW COM 828806109 26,513 203,199 SH   DFND 2 0 203,199 0
SIMON PPTY GROUP INC NEW COM 828806109 594 4,551 SH   SOLE 3 4,551 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 1,991 304,508 SH   DFND 1 304,508 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 78,038 406,977 SH   DFND 1 406,977 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 7,641 172,480 SH   DFND 1 172,480 0 0
SMITH A O CORP COM 831865209 1,796 24,917 SH   DFND 1 24,917 0 0
SMUCKER J M CO COM NEW 832696405 4,523 34,910 SH   DFND 1 34,910 0 0
SNAP ON INC COM 833034101 3,915 17,524 SH   DFND 1 17,524 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 5,610 20,298 SH   DFND 1 20,298 0 0
SOUTHERN CO COM 842587107 20,675 341,681 SH   DFND 1 341,681 0 0
SOUTHERN COPPER CORP COM 84265V105 3,438 53,445 SH   DFND 1 53,445 0 0
SOUTHWEST AIRLS CO COM 844741108 2,538 47,804 SH   DFND 1 47,804 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 844741BG2 45,300 30,000,000 PRN   DFND 1 30,000,000 0 0
SPLUNK INC COM 848637104 7,563 52,307 SH   DFND 1 52,307 0 0
SPLUNK INC NOTE 0.500% 848637AC8 11,716 10,100,000 PRN   DFND 1 10,100,000 0 0
SPLUNK INC NOTE 1.125% 848637AF1 24,250 25,000,000 PRN   DFND 1 25,000,000 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 11,934 43,304 SH   DFND 1 43,304 0 0
SQUARE INC CL A 852234103 30,669 125,796 SH   DFND 1 125,796 0 0
SS&C TECHNOLOGIES HLDGS IN COM 78467J100 5,237 72,670 SH   DFND 1 72,670 0 0
STAG INDL INC COM 85254J102 1,652 44,146 SH   SOLE 4 44,146 0 0
STANLEY BLACK & DECKER INC COM 854502101 10,425 50,855 SH   DFND 1 50,855 0 0
STARBUCKS CORP COM 855244109 47,925 428,628 SH   DFND 1 428,628 0 0
STARBUCKS CORP COM 855244109 1,837 16,434 SH   SOLE 3 16,434 0 0
STARBUCKS CORP COM 855244109 4,496 40,208 SH   SOLE 4 40,208 0 0
STARBUCKS CORP COM 855244109 423 3,782 SH   DFND   0 3,782 0
STARWOOD PPTY TR INC COM 85571B105 420 16,034 SH   DFND 1 16,034 0 0
STATE STR CORP COM 857477103 11,445 139,099 SH   DFND 1 139,099 0 0
STEEL DYNAMICS INC COM 858119100 5,740 96,308 SH   DFND 1 96,308 0 0
STELLANTIS N.V SHS N82405106 50,287 2,558,344 SH   DFND 1 2,558,344 0 0
STELLANTIS N.V SHS N82405106 132,588 6,744,842 SH   SOLE 3 6,744,842 0 0
STELLANTIS N.V SHS N82405106 6,552 332,430 SH   DFND   0 332,430 0
STERIS PLC SHS USD G8473T100 7,788 37,749 SH   DFND 1 37,749 0 0
STONECO LTD COM CL A G85158106 4,544 67,759 SH   DFND 1 67,759 0 0
STRYKER CORPORATION COM 863667101 29,103 112,051 SH   DFND 1 112,051 0 0
SUMMIT MATLS INC CL A 86614U100 3,501 100,464 SH   SOLE 4 100,464 0 0
SUN CMNTYS INC COM 866674104 5,998 34,997 SH   DFND 1 34,997 0 0
SUN CMNTYS INC COM 866674104 13,284 77,503 SH   DFND 2 0 77,503 0
SUN CMNTYS INC COM 866674104 1,059 6,181 SH   SOLE 3 6,181 0 0
SUN LIFE FINANCIAL INC. COM 866796105 9,898 191,957 SH   DFND 1 191,957 0 0
SUNCOR ENERGY INC NEW COM 867224107 11,817 493,435 SH   DFND 1 493,435 0 0
SUNPOWER CORP DBCV 4.000% 867652AL3 13,478 9,559,000 PRN   DFND 1 9,559,000 0 0
SUPERNUS PHARMACEUTICALS I NOTE 0.625% 868459AD0 7,154 7,300,000 PRN   DFND 1 7,300,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 9,459 16,999 SH   DFND 1 16,999 0 0
SYNCHRONY FINANCIAL COM 87165B103 9,142 188,423 SH   DFND 1 188,423 0 0
SYNEOS HEALTH INC CL A 87166B102 2,390 26,705 SH   SOLE 4 26,705 0 0
SYNOPSYS INC COM 871607107 13,488 48,905 SH   DFND 1 48,905 0 0
SYSCO CORP COM 871829107 13,028 167,566 SH   DFND 1 167,566 0 0
SYSCO CORP COM 871829107 29,490 379,296 SH   SOLE 4 379,296 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 47,852 398,232 SH   DFND 1 398,232 0 0
TAKE-TWO INTERACTIVE SOFTW COM 874054109 6,531 36,893 SH   DFND 1 36,893 0 0
TAL EDUCATION GROUP SPONSORED A 874080104 3,143 124,585 SH   DFND 1 124,585 0 0
TARGET CORP COM 87612E106 44,053 182,235 SH   DFND 1 182,235 0 0
TC ENERGY CORP COM 87807B107 15,680 316,896 SH   DFND 1 316,896 0 0
TE CONNECTIVITY LTD REG SHS H84989104 15,833 117,098 SH   DFND 1 117,098 0 0
TECHNIPFMC PLC COM G87110105 3,426 381,495 SH   DFND 1 381,495 0 0
TECHNIPFMC PLC COM G87110105 2,137 238,000 SH   SOLE 3 238,000 0 0
TECK RESOURCES LTD CL B 878742204 3,596 156,151 SH   DFND 1 156,151 0 0
TELADOC HEALTH INC COM 87918A105 9,394 56,489 SH   DFND 1 56,489 0 0
TELADOC HEALTH INC NOTE 1.250% 87918AAF2 3,360 3,000,000 PRN   DFND 1 3,000,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 9,247 22,078 SH   DFND 1 22,078 0 0
TELEFLEX INCORPORATED COM 879369106 6,046 15,048 SH   DFND 1 15,048 0 0
TELEFONICA BRASIL SA NEW ADR 87936R205 6,463 760,345 SH   DFND 1 760,345 0 0
TELUS CORPORATION COM 87971M103 4,875 217,379 SH   DFND 1 217,379 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 3,086 199,335 SH   DFND 1 199,335 0 0
TERADYNE INC COM 880770102 7,194 53,700 SH   DFND 1 53,700 0 0
TERRENO RLTY CORP COM 88146M101 10,825 167,774 SH   DFND 2 0 167,774 0
TERRENO RLTY CORP COM 88146M101 1,048 16,248 SH   SOLE 3 16,248 0 0
TESLA INC COM 88160R101 196,898 289,683 SH   DFND 1 289,683 0 0
TESLA INC COM 88160R101 6,119 9,002 SH   SOLE 4 9,002 0 0
TEXAS INSTRS INC COM 882508104 69,063 359,140 SH   DFND 1 359,140 0 0
THE TRADE DESK INC COM CL A 88339J105 10,494 135,656 SH   DFND 1 135,656 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 80,254 159,085 SH   DFND 1 159,085 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 41,546 82,355 SH   SOLE 4 82,355 0 0
THOMSON REUTERS CORP. COM NEW 884903709 5,551 55,891 SH   DFND 1 55,891 0 0
TIMKEN CO COM 887389104 1,189 14,755 SH   SOLE 4 14,755 0 0
TJX COS INC NEW COM 872540109 26,131 387,583 SH   DFND 1 387,583 0 0
T-MOBILE US INC COM 872590104 27,483 189,758 SH   DFND 1 189,758 0 0
T-MOBILE US INC COM 872590104 358 2,474 SH   DFND   0 2,474 0
TORONTO DOMINION BK ONT COM NEW 891160509 43,900 626,478 SH   DFND 1 626,478 0 0
TRACTOR SUPPLY CO COM 892356106 7,223 38,819 SH   DFND 1 38,819 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 109,702 595,753 SH   DFND 1 595,753 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 2,334 12,676 SH   SOLE 3 12,676 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 38,488 209,017 SH   SOLE 4 209,017 0 0
TRANSDIGM GROUP INC COM 893641100 8,806 13,605 SH   DFND 1 13,605 0 0
TRANSUNION COM 89400J107 8,131 74,046 SH   DFND 1 74,046 0 0
TRAVELERS COMPANIES INC COM 89417E109 12,147 81,135 SH   DFND 1 81,135 0 0
TREX CO INC COM 89531P105 1,455 14,238 SH   SOLE 4 14,238 0 0
TRIMBLE INC COM 896239100 27,559 336,788 SH   DFND 1 336,788 0 0
TRIP COM GROUP LTD ADS 89677Q107 5,584 157,460 SH   DFND 1 157,460 0 0
TRIP COM GROUP LTD DEBT 1.500% G9066FAA9 28,800 20,000,000 PRN   DFND 1 20,000,000 0 0
TRUIST FINL CORP COM 89832Q109 24,047 433,272 SH   DFND 1 433,272 0 0
TRUIST FINL CORP COM 89832Q109 48,983 882,581 SH   SOLE 4 882,581 0 0
TWILIO INC CL A 90138F102 20,550 52,135 SH   DFND 1 52,135 0 0
TWITTER INC COM 90184L102 17,337 251,954 SH   DFND 1 251,954 0 0
TWITTER INC COM 90184L102 573 8,322 SH   DFND   0 8,322 0
TYLER TECHNOLOGIES INC COM 902252105 5,864 12,962 SH   DFND 1 12,962 0 0
TYSON FOODS INC CL A 902494103 6,859 92,997 SH   DFND 1 92,997 0 0
UBER TECHNOLOGIES INC COM 90353T100 27,958 557,813 SH   DFND 1 557,813 0 0
UBIQUITI INC COM 90353W103 708 2,268 SH   DFND 1 2,268 0 0
UBS GROUP AG SHS H42097107 43,090 2,810,386 SH   DFND 1 2,810,386 0 0
UDR INC COM 902653104 4,649 94,924 SH   DFND 1 94,924 0 0
ULTA BEAUTY INC COM 90384S303 6,655 19,247 SH   DFND 1 19,247 0 0
UNDER ARMOUR INC CL A 904311107 1,118 52,857 SH   SOLE 4 52,857 0 0
UNDER ARMOUR INC CL C 904311206 1,187 63,904 SH   SOLE 4 63,904 0 0
UNION PAC CORP COM 907818108 100,983 459,158 SH   DFND 1 459,158 0 0
UNION PAC CORP COM 907818108 52,865 240,370 SH   SOLE 4 240,370 0 0
UNION PAC CORP COM 907818108 666 3,030 SH   DFND   0 3,030 0
UNITED AIRLS HLDGS INC COM 910047109 753 14,396 SH   DFND 1 14,396 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 146 15,407 SH   DFND 1 15,407 0 0
UNITED PARCEL SERVICE INC CL B 911312106 50,181 241,288 SH   DFND 1 241,288 0 0
UNITED RENTALS INC COM 911363109 7,423 23,269 SH   DFND 1 23,269 0 0
UNITEDHEALTH GROUP INC COM 91324P102 262,911 656,556 SH   DFND 1 656,556 0 0
UNITEDHEALTH GROUP INC COM 91324P102 43,241 107,983 SH   SOLE 4 107,983 0 0
UNITY SOFTWARE INC COM 91332U101 5,547 50,503 SH   DFND 1 50,503 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,017 13,777 SH   DFND 1 13,777 0 0
US BANCORP DEL COM NEW 902973304 24,757 434,558 SH   DFND 1 434,558 0 0
US FOODS HLDG CORP COM 912008109 1,483 38,650 SH   SOLE 4 38,650 0 0
V F CORP COM 918204108 8,536 104,050 SH   DFND 1 104,050 0 0
VAIL RESORTS INC COM 91879Q109 4,802 15,170 SH   DFND 1 15,170 0 0
VALERO ENERGY CORP COM 91913Y100 12,094 154,895 SH   DFND 1 154,895 0 0
VALVOLINE INC COM 92047W101 30,090 927,000 SH   DFND 1 927,000 0 0
VEDANTA LIMITED SPONSORED A 92242Y100 346 24,357 SH   DFND 1 24,357 0 0
VEEVA SYS INC CL A COM 922475108 13,580 43,674 SH   DFND 1 43,674 0 0
VENTAS INC COM 92276F100 8,478 148,472 SH   DFND 1 148,472 0 0
VENTAS INC COM 92276F100 12,240 214,359 SH   DFND 2 0 214,359 0
VEREIT INC COM 92339V308 3,263 71,046 SH   DFND 1 71,046 0 0
VERISIGN INC COM 92343E102 9,024 39,631 SH   DFND 1 39,631 0 0
VERISK ANALYTICS INC COM 92345Y106 8,963 51,299 SH   DFND 1 51,299 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 91,017 1,624,441 SH   DFND 1 1,624,441 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 374 6,667 SH   DFND   0 6,667 0
VERTEX PHARMACEUTICALS INC COM 92532F100 19,380 96,116 SH   DFND 1 96,116 0 0
VIACOMCBS INC CL B 92556H206 10,045 222,240 SH   DFND 1 222,240 0 0
VIATRIS INC COM 92556V106 5,582 390,616 SH   DFND 1 390,616 0 0
VIMEO INC COMMON STOC 92719V100 1,115 22,758 SH   DFND 1 22,758 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED A 92763W103 11,711 583,194 SH   DFND 1 583,194 0 0
VISA INC COM CL A 92826C839 236,367 1,010,893 SH   DFND 1 1,010,893 0 0
VISA INC COM CL A 92826C839 3,976 17,003 SH   SOLE 3 17,003 0 0
VISA INC COM CL A 92826C839 103,114 440,998 SH   SOLE 4 440,998 0 0
VISA INC COM CL A 92826C839 484 2,068 SH   DFND   0 2,068 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 928298AP3 36,750 35,000,000 PRN   DFND 1 35,000,000 0 0
VISTRA CORP COM 92840M102 2,937 158,307 SH   DFND 1 158,307 0 0
VMWARE INC CL A COM 928563402 4,559 28,500 SH   DFND 1 28,500 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,657 56,924 SH   DFND 1 56,924 0 0
VOYA FINANCIAL INC COM 929089100 2,462 40,034 SH   DFND 1 40,034 0 0
VULCAN MATLS CO COM 929160109 7,426 42,659 SH   DFND 1 42,659 0 0
WABTEC COM 929740108 4,815 58,503 SH   DFND 1 58,503 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 12,222 232,320 SH   DFND 1 232,320 0 0
WALMART INC COM 931142103 72,608 514,875 SH   DFND 1 514,875 0 0
WASTE CONNECTIONS INC COM 94106B101 10,208 85,449 SH   DFND 1 85,449 0 0
WASTE MGMT INC DEL COM 94106L109 20,740 148,028 SH   DFND 1 148,028 0 0
WATERS CORP COM 941848103 10,730 31,046 SH   DFND 1 31,046 0 0
WATTS WATER TECHNOLOGIES I CL A 942749102 7,143 48,958 SH   DFND 1 48,958 0 0
WATTS WATER TECHNOLOGIES I CL A 942749102 1,109 7,599 SH   SOLE 4 7,599 0 0
WAYFAIR INC CL A 94419L101 7,403 23,449 SH   DFND 1 23,449 0 0
WEC ENERGY GROUP INC COM 92939U106 9,110 102,416 SH   DFND 1 102,416 0 0
WEIBO CORP SPONSORED A 948596101 961 18,259 SH   DFND 1 18,259 0 0
WEIBO CORP NOTE 1.250% 948596AC5 24,250 25,000,000 PRN   DFND 1 25,000,000 0 0
WELLS FARGO CO NEW COM 949746101 43,737 965,719 SH   DFND 1 965,719 0 0
WELLTOWER INC COM 95040Q104 11,335 136,404 SH   DFND 1 136,404 0 0
WELLTOWER INC COM 95040Q104 2,737 32,933 SH   DFND 2 0 32,933 0
WELLTOWER INC COM 95040Q104 581 6,997 SH   SOLE 3 6,997 0 0
WEST PHARMACEUTICAL SVSC I COM 955306105 9,213 25,657 SH   DFND 1 25,657 0 0
WESTERN ALLIANCE BANCORP COM 957638109 3,633 39,131 SH   SOLE 4 39,131 0 0
WESTERN DIGITAL CORP. COM 958102105 7,046 99,003 SH   DFND 1 99,003 0 0
WESTERN DIGITAL CORP. COM 958102105 833 11,703 SH   DFND   0 11,703 0
WESTERN UN CO COM 959802109 3,708 161,441 SH   DFND 1 161,441 0 0
WESTLAKE CHEM CORP COM 960413102 565 6,272 SH   DFND 1 6,272 0 0
WESTROCK CO COM 96145D105 4,485 84,264 SH   DFND 1 84,264 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 11,932 346,667 SH   DFND 1 346,667 0 0
WHEATON PRECIOUS METALS CO COM 962879102 6,408 145,395 SH   DFND 1 145,395 0 0
WHIRLPOOL CORP COM 963320106 4,360 19,996 SH   DFND 1 19,996 0 0
WILLIAMS COS INC COM 969457100 10,509 395,822 SH   DFND 1 395,822 0 0
WILLIS TOWERS WATSON PLC L SHS G96629103 73,994 321,687 SH   DFND 1 321,687 0 0
WINTRUST FINL CORP COM 97650W108 3,188 42,157 SH   SOLE 4 42,157 0 0
WIX COM LTD SHS M98068105 4,970 17,123 SH   DFND 1 17,123 0 0
WORKDAY INC CL A 98138H101 14,319 59,979 SH   DFND 1 59,979 0 0
WORKIVA INC NOTE 1.125% 98139AAB1 16,830 11,000,000 PRN   DFND 1 11,000,000 0 0
WP CAREY INC COM 92936U109 4,206 56,370 SH   DFND 1 56,370 0 0
WYNN RESORTS LTD COM 983134107 2,384 19,491 SH   DFND 1 19,491 0 0
WYNN RESORTS LTD COM 983134107 27,895 228,090 SH   SOLE 4 228,090 0 0
XCEL ENERGY INC COM 98389B100 11,303 171,572 SH   DFND 1 171,572 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,152 61,497 SH   SOLE 4 61,497 0 0
XILINX INC COM 983919101 11,443 79,111 SH   DFND 1 79,111 0 0
XPENG INC ADS 98422D105 4,297 96,732 SH   DFND 1 96,732 0 0
XPO LOGISTICS INC COM 983793100 2,370 16,940 SH   DFND 1 16,940 0 0
XYLEM INC COM 98419M100 16,103 134,233 SH   DFND 1 134,233 0 0
YAMANA GOLD INC COM 98462Y100 741 176,040 SH   DFND 1 176,040 0 0
YANDEX N V SHS CLASS A N97284108 13,739 193,846 SH   DFND 1 193,846 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL 984245100 277 59,100 SH   DFND 1 59,100 0 0
YUM BRANDS INC COM 988498101 12,089 105,091 SH   DFND 1 105,091 0 0
YUM CHINA HLDGS INC COM 98850P109 17,177 259,269 SH   DFND 1 259,269 0 0
ZAI LAB LTD ADR 98887Q104 3,959 22,370 SH   DFND 1 22,370 0 0
ZEBRA TECHNOLOGIES CORPORA CL A 989207105 9,078 17,144 SH   DFND 1 17,144 0 0
ZENDESK INC COM 98936J101 7,749 53,687 SH   DFND 1 53,687 0 0
ZENDESK INC NOTE 0.625% 98936JAD3 36,500 25,000,000 PRN   DFND 1 25,000,000 0 0
ZILLOW GROUP INC CL A 98954M101 2,317 18,907 SH   DFND 1 18,907 0 0
ZILLOW GROUP INC CL C CAP ST 98954M200 6,447 52,750 SH   DFND 1 52,750 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 10,792 67,105 SH   DFND 1 67,105 0 0
ZIONS BANCORPORATION N A COM 989701107 2,770 52,401 SH   DFND 1 52,401 0 0
ZIONS BANCORPORATION N A COM 989701107 1,803 34,100 SH   SOLE 4 34,100 0 0
ZOETIS INC CL A 98978V103 31,533 169,207 SH   DFND 1 169,207 0 0
ZOETIS INC CL A 98978V103 2,933 15,741 SH   SOLE 3 15,741 0 0
ZOETIS INC CL A 98978V103 7,086 38,023 SH   SOLE 4 38,023 0 0
ZOOM VIDEO COMMUNICATIONS CL A 98980L101 28,167 72,778 SH   DFND 1 72,778 0 0
ZSCALER INC COM 98980G102 5,363 24,821 SH   DFND 1 24,821 0 0
ZTO EXPRESS CAYMAN INC SPONSORED A 98980A105 3,994 131,605 SH   DFND 1 131,605 0 0