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 2,138 67,100 SH   DFND 6 53,700 0 13,400
360 DigiTech Inc AMERICAN DEP 88557W101 8,083 193,200 SH   DFND 6 188,800 0 4,400
3M Co COM 88579Y101 77 389 SH   DFND   389 0 0
3M Co COM 88579Y101 131,107 660,056 SH   DFND 6 653,274 0 6,782
3M Co COM 88579Y101 30,754 154,831 SH   DFND 7 14,271 0 140,560
51job Inc SPONSORED ADS 316827104 937 12,054 SH   DFND 7 0 0 12,054
Abbott Laboratories COM 002824100 139 1,203 SH   DFND   1,203 0 0
Abbott Laboratories COM 002824100 88,965 767,400 SH   DFND 6 746,200 0 21,200
Abbott Laboratories COM 002824100 33,002 284,674 SH   DFND 7 271,047 0 13,627
AbbVie Inc COM 00287Y109 129 1,145 SH   DFND   1,145 0 0
AbbVie Inc COM 00287Y109 69,792 619,600 SH   DFND 6 613,600 0 6,000
AbbVie Inc COM 00287Y109 16,039 142,392 SH   DFND 7 43,497 0 98,895
AbbVie Inc COM 00287Y109 27,295 242,323 SH   DFND 8 242,323 0 0
Abercrombie & Fitch Co CL A 002896207 929 20,000 SH   DFND 6 7,900 0 12,100
ABIOMED Inc COM 003654100 1,841 5,900 SH   DFND 6 5,900 0 0
ABIOMED Inc COM 003654100 293 940 SH   DFND 7 940 0 0
ABIOMED Inc COM 003654100 71,593 229,384 SH   DFND 8 229,384 0 0
ABM Industries Inc COM 000957100 5,366 121,000 SH   DFND 6 93,800 0 27,200
Acacia Research Corp ACACIA TCH COM 003881307 160 23,700 SH   DFND 6 23,700 0 0
Acadia Realty Trust COM SH BEN INT 004239109 272 12,369 SH   DFND 7 12,369 0 0
Accelerate Diagnostics Inc COM 00430H102 13,182 1,635,512 SH   DFND 8 1,635,512 0 0
Acceleron Pharma Inc COM 00434H108 21,208 169,005 SH   DFND 8 169,005 0 0
Accenture PLC SHS CLASS A G1151C101 126 426 SH   DFND   426 0 0
Accenture PLC SHS CLASS A G1151C101 89,321 303,000 SH   DFND 6 283,200 0 19,800
Accenture PLC SHS CLASS A G1151C101 23,696 80,383 SH   DFND 7 54,126 0 26,257
Accenture PLC SHS CLASS A G1151C101 48,815 165,592 SH   DFND 8 165,592 0 0
Achilles Therapeutics PLC SPONSORED ADS 00449L102 2,635 269,135 SH   DFND 8 269,135 0 0
ACI Worldwide Inc COM 004498101 2,719 73,204 SH   DFND 7 69,992 0 3,212
Activision Blizzard Inc COM 00507V109 50 521 SH   DFND   521 0 0
Activision Blizzard Inc COM 00507V109 33,318 349,100 SH   DFND 6 341,700 0 7,400
Activision Blizzard Inc COM 00507V109 27,178 284,764 SH   DFND 7 278,156 0 6,608
Activision Blizzard Inc COM 00507V109 97,149 1,017,904 SH   DFND 8 1,017,904 0 0
Acuity Brands Inc COM 00508Y102 1,983 10,600 SH   DFND 6 5,800 0 4,800
Adobe Inc COM 00724F101 194 331 SH   DFND   331 0 0
Adobe Inc COM 00724F101 134,873 230,300 SH   DFND 6 218,900 0 11,400
Adobe Inc COM 00724F101 74,105 126,537 SH   DFND 7 108,866 0 17,671
Adobe Inc COM 00724F101 63,347 108,167 SH   DFND 8 108,167 0 0
Adtalem Global Education Inc COM 00737L103 4,719 132,400 SH   DFND 6 119,500 0 12,900
Adtalem Global Education Inc COM 00737L103 8,915 250,153 SH   DFND 8 250,153 0 0
Advanced Energy Industries Inc COM 007973100 8,337 73,973 SH   DFND 8 73,973 0 0
Advanced Micro Devices Inc COM 007903107 81 865 SH   DFND   865 0 0
Advanced Micro Devices Inc COM 007903107 65,978 702,420 SH   DFND 6 648,220 0 54,200
Advanced Micro Devices Inc COM 007903107 503 5,351 SH   DFND 7 5,351 0 0
Advanced Micro Devices Inc COM 007903107 129,281 1,376,356 SH   DFND 8 1,376,356 0 0
AECOM COM 00766T100 2,672 42,200 SH   DFND 6 42,200 0 0
Aeglea BioTherapeutics Inc COM 00773J103 2,953 424,352 SH   DFND 8 424,352 0 0
Aflac Inc COM 001055102 24 443 SH   DFND   443 0 0
Aflac Inc COM 001055102 5,366 100,000 SH   DFND 6 94,600 0 5,400
Aflac Inc COM 001055102 106 1,973 SH   DFND 7 1,973 0 0
AGCO Corp COM 001084102 25,281 193,900 SH   DFND 6 165,900 0 28,000
Agilent Technologies Inc COM 00846U101 31 211 SH   DFND   211 0 0
Agilent Technologies Inc COM 00846U101 37,071 250,801 SH   DFND 6 248,400 0 2,401
Agilent Technologies Inc COM 00846U101 3,061 20,707 SH   DFND 7 20,101 0 606
Agnico Eagle Mines Ltd COM 008474108 7,299 120,749 SH   DFND 7 120,749 0 0
Airbnb Inc COM CL A 009066101 32,481 212,102 SH   DFND 7 212,102 0 0
Air Products and Chemicals Inc COM 009158106 42 147 SH   DFND   147 0 0
Air Products and Chemicals Inc COM 009158106 4,315 15,000 SH   DFND 6 14,500 0 500
Air Products and Chemicals Inc COM 009158106 4,399 15,292 SH   DFND 7 217 0 15,075
Akamai Technologies Inc COM 00971T101 29,593 253,800 SH   DFND 6 240,000 0 13,800
Akamai Technologies Inc COM 00971T101 11,310 96,996 SH   DFND 7 92,624 0 4,372
Akamai Technologies Inc COM 00971T101 1,586 13,600 SH   DFND 8 13,600 0 0
Akamai Technologies Inc NOTE 0.125% 5/0 00971TAJ0 12,153 9,275,000 PRN   DFND 7 7,232,000 0 2,043,000
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5 5,124 4,400,000 PRN   DFND 7 3,800,000 0 600,000
Alaska Air Group Inc COM 011659109 5,518 91,500 SH   DFND 6 82,000 0 9,500
Albemarle Corp COM 012653101 227 1,349 SH   DFND 7 1,349 0 0
Albemarle Corp COM 012653101 7,632 45,303 SH   DFND 8 45,303 0 0
Alcoa Corp COM 013872106 446 12,100 SH   DFND 6 6,900 0 5,200
Alcon Inc ORD SHS H01301128 240 3,417 SH   DFND 6 2,567 0 850
Alcon Inc ORD SHS H01301128 7,569 107,735 SH   DFND 7 92,885 0 14,850
Alcon Inc ORD SHS H01301128 36,431 518,516 SH   DFND 8 103,065 0 415,451
Alexander's Inc COM 014752109 482 1,800 SH   DFND 6 700 0 1,100
Alexandria Real Estate Equities Inc COM 015271109 26,992 148,359 SH   DFND 10 148,359 0 0
Alexandria Real Estate Equities Inc COM 015271109 420 2,311 SH   DFND 7 2,311 0 0
Alexion Pharmaceuticals Inc COM 015351109 26 142 SH   DFND   142 0 0
Alexion Pharmaceuticals Inc COM 015351109 546 2,973 SH   DFND 7 2,973 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 13,678 60,313 SH   DFND   60,313 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 243,358 1,073,100 SH   DFND 6 1,049,000 0 24,100
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 81,359 358,757 SH   DFND 7 319,736 0 39,021
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 77,661 342,449 SH   DFND 8 342,449 0 0
Align Technology Inc COM 016255101 31 50 SH   DFND   50 0 0
Align Technology Inc COM 016255101 428 700 SH   DFND 6 500 0 200
Align Technology Inc COM 016255101 221 361 SH   DFND 7 361 0 0
Align Technology Inc COM 016255101 66,909 109,508 SH   DFND 8 109,508 0 0
Alkami Technology Inc COM 01644J108 7,134 200,000 SH   DFND 8 200,000 0 0
Alkermes PLC SHS G01767105 2,116 86,300 SH   DFND 6 30,600 0 55,700
Allegiance Bancshares Inc COM 01748H107 488 12,700 SH   DFND 6 8,300 0 4,400
Allegion plc ORD SHS G0176J109 31,896 228,975 SH   DFND 6 226,300 0 2,675
Allegion plc ORD SHS G0176J109 19 134 SH   DFND 7 134 0 0
Allscripts Healthcare Solutions Inc COM 01988P108 6,901 372,800 SH   DFND 6 327,600 0 45,200
Allstate Corp/The COM 020002101 27 205 SH   DFND   205 0 0
Allstate Corp/The COM 020002101 6,235 47,800 SH   DFND 6 45,700 0 2,100
Allstate Corp/The COM 020002101 135 1,038 SH   DFND 7 1,038 0 0
Ally Financial Inc COM 02005N100 252 5,052 SH   DFND 7 5,052 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 20 116 SH   DFND 7 116 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 20,154 118,890 SH   DFND 8 118,890 0 0
Alphabet Inc CAP STK CL A 02079K305 503 206 SH   DFND   206 0 0
Alphabet Inc CAP STK CL A 02079K305 468,167 191,731 SH   DFND 6 184,431 0 7,300
Alphabet Inc CAP STK CL A 02079K305 114,542 46,909 SH   DFND 7 41,239 0 5,670
Alphabet Inc CAP STK CL A 02079K305 27,958 11,450 SH   DFND 8 11,450 0 0
Alphabet Inc CAP STK CL C 02079K107 506 202 SH   DFND   202 0 0
Alphabet Inc CAP STK CL C 02079K107 50,425 20,119 SH   DFND 7 3,198 0 16,921
Alphabet Inc CAP STK CL C 02079K107 509,638 203,341 SH   DFND 8 203,341 0 0
Alpha & Omega Semiconductor Ltd SHS G6331P104 1,395 45,900 SH   DFND 6 45,900 0 0
Altair Engineering Inc COM CL A 021369103 48,247 699,531 SH   DFND 8 699,531 0 0
Alteryx Inc COM CL A 02156B103 15,368 178,656 SH   DFND 8 178,656 0 0
Altice USA Inc CL A 02156K103 1,521 44,558 SH   DFND 7 44,558 0 0
Altimmune Inc COM NEW 02155H200 321 32,600 SH   DFND 6 20,100 0 12,500
Altra Industrial Motion Corp COM 02208R106 1,164 17,900 SH   DFND 6 17,900 0 0
Altria Group Inc COM 02209S103 50 1,045 SH   DFND   1,045 0 0
Altria Group Inc COM 02209S103 492 10,318 SH   DFND 7 10,318 0 0
ALX Oncology Holdings Inc COM 00166B105 5,819 106,422 SH   DFND 8 106,422 0 0
Amazon.com Inc COM 023135106 1,782 518 SH   DFND   518 0 0
Amazon.com Inc COM 023135106 460,576 133,882 SH   DFND 6 132,182 0 1,700
Amazon.com Inc COM 023135106 173,002 50,289 SH   DFND 7 36,097 0 14,192
Amazon.com Inc COM 023135106 389,313 113,167 SH   DFND 8 113,167 0 0
Ambarella Inc SHS G037AX101 53,477 501,523 SH   DFND 8 501,523 0 0
Ambev SA SPONSORED ADR 02319V103 1,978 575,127 SH   DFND   575,127 0 0
Ambev SA SPONSORED ADR 02319V103 112 32,420 SH   DFND 7 0 0 32,420
Ambev SA SPONSORED ADR 02319V103 5,077 1,475,791 SH   DFND 8 1,475,791 0 0
AMC Networks Inc CL A 00164V103 1,196 17,900 SH   DFND 6 9,600 0 8,300
Amdocs Ltd SHS G02602103 20,152 260,500 SH   DFND 6 237,800 0 22,700
Amdocs Ltd SHS G02602103 247 3,197 SH   DFND 7 3,197 0 0
Amedisys Inc COM 023436108 9,552 39,000 SH   DFND 6 32,900 0 6,100
Amedisys Inc COM 023436108 4,722 19,280 SH   DFND 7 11,074 0 8,206
Amedisys Inc COM 023436108 42,264 172,557 SH   DFND 8 172,557 0 0
Ameresco Inc CL A 02361E108 395 6,300 SH   DFND 6 3,500 0 2,800
Ameresco Inc CL A 02361E108 7,491 119,429 SH   DFND 7 14,337 0 105,092
Ameresco Inc CL A 02361E108 32,684 521,109 SH   DFND 8 521,109 0 0
American Campus Communities Inc COM 024835100 19,635 420,259 SH   DFND 10 420,259 0 0
American Campus Communities Inc COM 024835100 453 9,700 SH   DFND 6 7,900 0 1,800
American Campus Communities Inc COM 024835100 95 2,024 SH   DFND 7 2,024 0 0
American Express Co COM 025816109 76 460 SH   DFND   460 0 0
American Express Co COM 025816109 26,893 162,763 SH   DFND 6 155,163 0 7,600
American Express Co COM 025816109 26,667 161,395 SH   DFND 7 146,898 0 14,497
American Express Co COM 025816109 64,377 389,622 SH   DFND 8 389,622 0 0
American Homes 4 Rent CL A 02665T306 46,843 1,205,732 SH   DFND 10 1,205,732 0 0
American Homes 4 Rent CL A 02665T306 485 12,494 SH   DFND 7 12,494 0 0
American International Group Inc COM NEW 026874784 27 573 SH   DFND   573 0 0
American International Group Inc COM NEW 026874784 39,146 822,400 SH   DFND 6 789,200 0 33,200
American International Group Inc COM NEW 026874784 138 2,895 SH   DFND 7 2,895 0 0
American National Group Inc COM NEW 02772A109 401 2,700 SH   DFND 6 2,700 0 0
American Tower Corp COM 03027X100 1,675 6,200 SH   DFND 10 6,200 0 0
American Tower Corp COM 03027X100 35,496 131,400 SH   DFND 6 130,400 0 1,000
American Tower Corp COM 03027X100 17,751 65,710 SH   DFND 7 33,710 0 32,000
American Tower Corp COM 03027X100 78,665 291,200 SH   DFND 8 291,200 0 0
American Water Works Co Inc COM 030420103 18 119 SH   DFND   119 0 0
American Water Works Co Inc COM 030420103 4,239 27,500 SH   DFND 10 27,500 0 0
American Water Works Co Inc COM 030420103 31,381 203,600 SH   DFND 6 201,400 0 2,200
American Water Works Co Inc COM 030420103 34 222 SH   DFND 7 222 0 0
Americold Realty Trust COM 03064D108 13,229 349,511 SH   DFND 10 349,511 0 0
Americold Realty Trust COM 03064D108 316 8,339 SH   DFND 7 8,339 0 0
Ameriprise Financial Inc COM 03076C106 20 81 SH   DFND   81 0 0
Ameriprise Financial Inc COM 03076C106 11,473 46,100 SH   DFND 6 43,400 0 2,700
Ameriprise Financial Inc COM 03076C106 66 267 SH   DFND 7 267 0 0
AmerisourceBergen Corp COM 03073E105 7,018 61,300 SH   DFND 6 61,300 0 0
AmerisourceBergen Corp COM 03073E105 25 214 SH   DFND 7 214 0 0
AMETEK Inc COM 031100100 21 159 SH   DFND   159 0 0
AMETEK Inc COM 031100100 7,516 56,300 SH   DFND 6 56,300 0 0
AMETEK Inc COM 031100100 190 1,421 SH   DFND 7 1,421 0 0
Amgen Inc COM 031162100 91 375 SH   DFND   375 0 0
Amgen Inc COM 031162100 50,503 207,190 SH   DFND 6 200,018 0 7,172
Amgen Inc COM 031162100 13,413 55,029 SH   DFND 7 35,491 0 19,538
Amgen Inc COM 031162100 40,698 166,967 SH   DFND 8 166,967 0 0
Amkor Technology Inc COM 031652100 6,909 291,900 SH   DFND 6 240,100 0 51,800
AMN Healthcare Services Inc COM 001744101 1,135 11,700 SH   DFND 6 3,700 0 8,000
Amphenol Corp CL A 032095101 29 423 SH   DFND   423 0 0
Amphenol Corp CL A 032095101 35,224 514,900 SH   DFND 6 507,200 0 7,700
Amphenol Corp CL A 032095101 203 2,966 SH   DFND 7 2,966 0 0
Analog Devices Inc COM 032654105 45 259 SH   DFND   259 0 0
Analog Devices Inc COM 032654105 4,201 24,400 SH   DFND 6 21,400 0 3,000
Analog Devices Inc COM 032654105 111 647 SH   DFND 7 647 0 0
AnaptysBio Inc COM 032724106 1,027 39,600 SH   DFND 6 37,900 0 1,700
Annaly Capital Management Inc COM 035710409 323 36,374 SH   DFND 7 36,374 0 0
ANSYS Inc COM 03662Q105 20 59 SH   DFND   59 0 0
ANSYS Inc COM 03662Q105 256 737 SH   DFND 7 737 0 0
ANSYS Inc COM 03662Q105 78,211 225,354 SH   DFND 8 225,354 0 0
Anthem Inc COM 036752103 63 165 SH   DFND   165 0 0
Anthem Inc COM 036752103 56,583 148,200 SH   DFND 6 144,900 0 3,300
Anthem Inc COM 036752103 175 459 SH   DFND 7 459 0 0
Anthem Inc COM 036752103 34,858 91,300 SH   DFND 8 91,300 0 0
Aon PLC SHS CL A G0403H108 35 147 SH   DFND   147 0 0
Aon PLC SHS CL A G0403H108 18,098 75,800 SH   DFND 6 71,800 0 4,000
A O Smith Corp COM 831865209 5,923 82,200 SH   DFND 6 82,200 0 0
A O Smith Corp COM 831865209 14 200 SH   DFND 7 200 0 0
APA Corp COM 03743Q108 2,120 98,000 SH   DFND 6 98,000 0 0
Apartment Investment and Management Co CL A 03748R747 405 60,300 SH   DFND 6 24,100 0 36,200
Apellis Pharmaceuticals Inc COM 03753U106 2,611 41,321 SH   DFND 8 41,321 0 0
Applied Materials Inc COM 038222105 89 626 SH   DFND   626 0 0
Applied Materials Inc COM 038222105 49,641 348,600 SH   DFND 6 337,800 0 10,800
Applied Materials Inc COM 038222105 494 3,468 SH   DFND 7 3,468 0 0
Applied Materials Inc COM 038222105 38,448 270,000 SH   DFND 8 270,000 0 0
Aptiv PLC SHS G6095L109 29 184 SH   DFND   184 0 0
Aptiv PLC SHS G6095L109 89 568 SH   DFND 7 568 0 0
Aptiv PLC SHS G6095L109 130,428 829,007 SH   DFND 8 829,007 0 0
Aramark COM 03852U106 4,075 109,400 SH   DFND 6 106,600 0 2,800
Aramark COM 03852U106 11 300 SH   DFND 7 300 0 0
ArcBest Corp COM 03937C105 338 5,800 SH   DFND 6 2,900 0 2,900
Arch Capital Group Ltd ORD G0450A105 2,640 67,800 SH   DFND 6 67,800 0 0
Arch Capital Group Ltd ORD G0450A105 62 1,597 SH   DFND 7 1,597 0 0
Archer-Daniels-Midland Co COM 039483102 22 365 SH   DFND   365 0 0
Archer-Daniels-Midland Co COM 039483102 74,647 1,231,800 SH   DFND 6 1,199,200 0 32,600
Archer-Daniels-Midland Co COM 039483102 44 726 SH   DFND 7 726 0 0
Archrock Inc COM 03957W106 330 37,000 SH   DFND 6 37,000 0 0
Arcutis Biotherapeutics Inc COM 03969K108 6,641 243,364 SH   DFND 8 243,364 0 0
Arena Pharmaceuticals Inc COM NEW 040047607 368 5,400 SH   DFND 6 2,400 0 3,000
Argan Inc COM 04010E109 282 5,900 SH   DFND 6 5,900 0 0
Argenx SE SPONSORED ADR 04016X101 11,669 38,757 SH   DFND 8 38,757 0 0
Arista Networks Inc COM 040413106 72 200 SH   DFND 6 200 0 0
Arista Networks Inc COM 040413106 403 1,112 SH   DFND 7 1,112 0 0
Armada Hoffler Properties Inc COM 04208T108 198 14,900 SH   DFND 6 12,300 0 2,600
Array Technologies Inc COM SHS 04271T100 425 27,248 SH   DFND 7 25,218 0 2,030
Arrow Electronics Inc COM 042735100 7,832 68,800 SH   DFND 6 54,000 0 14,800
Arrow Electronics Inc COM 042735100 11 100 SH   DFND 7 100 0 0
Artesian Resources Corp CL A 043113208 254 6,900 SH   DFND 6 5,200 0 1,700
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 174 21,625 SH   DFND 7 0 0 21,625
Aspen Technology Inc COM 045327103 50,093 364,206 SH   DFND 8 364,206 0 0
Assured Guaranty Ltd COM G0585R106 1,135 23,900 SH   DFND 6 7,800 0 16,100
Atara Biotherapeutics Inc COM 046513107 165 10,635 SH   DFND 6 0 0 10,635
Atkore Inc COM 047649108 3,422 48,200 SH   DFND 6 38,600 0 9,600
Atmos Energy Corp COM 049560105 19,645 204,400 SH   DFND 6 202,100 0 2,300
Atmos Energy Corp COM 049560105 278 2,896 SH   DFND 7 2,896 0 0
AT&T Inc COM 00206R102 137 4,753 SH   DFND   4,753 0 0
AT&T Inc COM 00206R102 30,795 1,070,000 SH   DFND 6 893,200 0 176,800
AT&T Inc COM 00206R102 7,134 247,870 SH   DFND 7 103,771 0 144,099
Autodesk Inc COM 052769106 45 153 SH   DFND   153 0 0
Autodesk Inc COM 052769106 34,473 118,100 SH   DFND 6 114,000 0 4,100
Autodesk Inc COM 052769106 8,639 29,596 SH   DFND 7 12,388 0 17,208
Autodesk Inc COM 052769106 136,094 466,234 SH   DFND 8 466,234 0 0
Autohome Inc SP ADS RP CL A 05278C107 21 335 SH   DFND   335 0 0
Autohome Inc SP ADS RP CL A 05278C107 7,669 119,900 SH   DFND 6 119,900 0 0
Autoliv Inc COM 052800109 4,663 47,700 SH   DFND 6 46,300 0 1,400
Autoliv Inc COM 052800109 12 124 SH   DFND 7 124 0 0
Automatic Data Processing Inc COM 053015103 56 282 SH   DFND   282 0 0
Automatic Data Processing Inc COM 053015103 97,364 490,200 SH   DFND 6 479,600 0 10,600
Automatic Data Processing Inc COM 053015103 86 433 SH   DFND 7 433 0 0
AutoNation Inc COM 05329W102 13,387 141,200 SH   DFND 6 126,400 0 14,800
AutoZone Inc COM 053332102 24 16 SH   DFND   16 0 0
AutoZone Inc COM 053332102 15,655 10,491 SH   DFND 6 10,399 0 92
AutoZone Inc COM 053332102 369 247 SH   DFND 7 247 0 0
AvalonBay Communities Inc COM 053484101 50,792 243,384 SH   DFND 10 243,384 0 0
AvalonBay Communities Inc COM 053484101 1,296 6,211 SH   DFND 7 6,211 0 0
Avanos Medical Inc COM 05350V106 4,724 129,900 SH   DFND 6 116,600 0 13,300
Avantor Inc COM 05352A100 29,718 836,900 SH   DFND 6 736,900 0 100,000
Avery Dennison Corp COM 053611109 6,430 30,586 SH   DFND 6 30,086 0 500
Avery Dennison Corp COM 053611109 26 125 SH   DFND 7 125 0 0
Aviat Networks Inc COM NEW 05366Y201 203 6,200 SH   DFND 6 4,600 0 1,600
Avista Corp COM 05379B107 286 6,700 SH   DFND 6 2,800 0 3,900
Avnet Inc COM 053807103 9,026 225,200 SH   DFND 6 186,800 0 38,400
Axonics Inc COM 05465P101 107,777 1,699,680 SH   DFND 8 1,699,680 0 0
B2Gold Corp COM 11777Q209 3,045 723,300 SH   DFND 6 695,700 0 27,600
Badger Meter Inc COM 056525108 9,299 94,776 SH   DFND 7 94,776 0 0
Baidu Inc SPON ADR REP A 056752108 4,636 22,738 SH   DFND   22,738 0 0
Baidu Inc SPON ADR REP A 056752108 29,402 144,200 SH   DFND 6 140,700 0 3,500
Baidu Inc SPON ADR REP A 056752108 2,464 12,086 SH   DFND 7 0 0 12,086
Baidu Inc SPON ADR REP A 056752108 5,692 27,917 SH   DFND 8 27,917 0 0
Baker Hughes Co CL A 05722G100 28,953 1,266,000 SH   DFND 6 1,171,400 0 94,600
Baker Hughes Co CL A 05722G100 918 40,147 SH   DFND 7 40,147 0 0
Ball Corp COM 058498106 18 219 SH   DFND   219 0 0
Ball Corp COM 058498106 13,498 166,600 SH   DFND 6 165,000 0 1,600
Ball Corp COM 058498106 35 428 SH   DFND 7 428 0 0
Ball Corp COM 058498106 16,813 207,520 SH   DFND 8 207,520 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 17 3,254 SH   DFND   3,254 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 238 46,317 SH   DFND 7 0 0 46,317
Bank of America Corp COM 060505104 233 5,662 SH   DFND   5,662 0 0
Bank of America Corp COM 060505104 47,988 1,163,900 SH   DFND 6 1,147,200 0 16,700
Bank of America Corp COM 060505104 24,424 592,375 SH   DFND 7 107,628 0 484,747
Bank of America Corp COM 060505104 4,065 98,600 SH   DFND 8 98,600 0 0
Bank of Montreal COM 063671101 45 440 SH   DFND   440 0 0
Bank of Montreal COM 063671101 30,737 299,700 SH   DFND 6 290,300 0 9,400
Bank of Montreal COM 063671101 336 3,278 SH   DFND 7 3,278 0 0
Bank of New York Mellon Corp/The COM 064058100 28 540 SH   DFND   540 0 0
Bank of New York Mellon Corp/The COM 064058100 80,969 1,580,500 SH   DFND 6 1,523,100 0 57,400
Bank of New York Mellon Corp/The COM 064058100 150 2,919 SH   DFND 7 2,919 0 0
Bank of Nova Scotia/The COM 064149107 53 820 SH   DFND   820 0 0
Bank of Nova Scotia/The COM 064149107 33,518 515,100 SH   DFND 6 495,200 0 19,900
Bank of Nova Scotia/The COM 064149107 368 5,658 SH   DFND 7 4,955 0 703
Bank OZK COM 06417N103 447 10,600 SH   DFND 6 10,600 0 0
Bank OZK COM 06417N103 3,249 77,071 SH   DFND 8 77,071 0 0
Baozun Inc NOTE 1.625% 5/0 06684LAB9 203 200,000 PRN   DFND   0 0 200,000
Baozun Inc SPONSORED ADR 06684L103 1,382 39,000 SH   DFND   39,000 0 0
Barrick Gold Corp COM 067901108 24 1,159 SH   DFND   1,159 0 0
Barrick Gold Corp COM 067901108 81 3,900 SH   DFND 6 0 0 3,900
Barrick Gold Corp COM 067901108 18,143 877,344 SH   DFND 7 877,344 0 0
Bausch Health Cos Inc COM 071734107 545 18,600 SH   DFND 7 0 0 18,600
Baxter International Inc COM 071813109 27 335 SH   DFND   335 0 0
Baxter International Inc COM 071813109 3,357 41,700 SH   DFND 6 40,200 0 1,500
Baxter International Inc COM 071813109 353 4,382 SH   DFND 7 4,382 0 0
BCE Inc COM NEW 05534B760 7,788 157,900 SH   DFND 6 155,600 0 2,300
BCE Inc COM NEW 05534B760 35 701 SH   DFND 7 701 0 0
Becton Dickinson and Co COM 075887109 47 194 SH   DFND   194 0 0
Becton Dickinson and Co COM 075887109 64,108 263,612 SH   DFND 6 248,612 0 15,000
Becton Dickinson and Co COM 075887109 39,162 161,035 SH   DFND 7 150,837 0 10,198
Becton Dickinson and Co COM 075887109 51,315 211,006 SH   DFND 8 211,006 0 0
Bed Bath & Beyond Inc COM 075896100 1,362 40,900 SH   DFND 6 18,800 0 22,100
BeiGene Ltd SPONSORED ADR 07725L102 48 140 SH   DFND   140 0 0
BeiGene Ltd SPONSORED ADR 07725L102 4,908 14,300 SH   DFND 6 12,400 0 1,900
BeiGene Ltd SPONSORED ADR 07725L102 9,352 27,250 SH   DFND 8 27,250 0 0
Belden Inc COM 077454106 5,118 101,200 SH   DFND 6 92,900 0 8,300
Benefitfocus Inc COM 08180D106 650 46,100 SH   DFND 6 46,100 0 0
Berkshire Hathaway Inc CL B NEW 084670702 254 914 SH   DFND   914 0 0
Berkshire Hathaway Inc CL B NEW 084670702 113,975 410,100 SH   DFND 6 403,500 0 6,600
Berkshire Hathaway Inc CL B NEW 084670702 7,028 25,289 SH   DFND 7 1,670 0 23,619
Berkshire Hathaway Inc CL B NEW 084670702 4,849 17,447 SH   DFND 8 17,447 0 0
Berry Global Group Inc COM 08579W103 280 4,300 SH   DFND 6 0 0 4,300
Best Buy Co Inc COM 086516101 18 156 SH   DFND   156 0 0
Best Buy Co Inc COM 086516101 50,522 439,400 SH   DFND 6 421,800 0 17,600
Best Buy Co Inc COM 086516101 302 2,625 SH   DFND 7 2,625 0 0
Beyond Meat Inc COM 08862E109 7,731 49,087 SH   DFND 8 49,087 0 0
B&G Foods Inc COM 05508R106 945 28,800 SH   DFND 6 28,800 0 0
Bicycle Therapeutics PLC SPONSORED ADS 088786108 5,996 197,510 SH   DFND 8 197,510 0 0
Bilibili Inc SPONS ADS REP Z 090040106 73 600 SH   DFND   600 0 0
Bilibili Inc SPONS ADS REP Z 090040106 13,195 108,300 SH   DFND 6 108,300 0 0
Biogen Inc COM 09062X103 35 101 SH   DFND   101 0 0
Biogen Inc COM 09062X103 658 1,900 SH   DFND 6 600 0 1,300
Biogen Inc COM 09062X103 3,277 9,464 SH   DFND 7 2,262 0 7,202
Biogen Inc COM 09062X103 63,183 182,468 SH   DFND 8 182,468 0 0
Biohaven Pharmaceutical Holding Co Ltd COM G11196105 4,071 41,931 SH   DFND 8 41,931 0 0
BioMarin Pharmaceutical Inc COM 09061G101 184 2,200 SH   DFND 6 2,200 0 0
BioMarin Pharmaceutical Inc COM 09061G101 610 7,314 SH   DFND 7 7,314 0 0
BioMarin Pharmaceutical Inc COM 09061G101 22,887 274,292 SH   DFND 8 274,292 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 11,066 10,590,000 PRN   DFND 7 9,048,000 0 1,542,000
Biomea Fusion Inc COM 09077A106 1,738 111,350 SH   DFND 8 111,350 0 0
Bio-Rad Laboratories Inc CL A 090572207 4,639 7,200 SH   DFND 6 7,200 0 0
Bio-Techne Corp COM 09073M104 377 838 SH   DFND 7 838 0 0
BJ's Restaurants Inc COM 09180C106 929 18,900 SH   DFND 6 15,800 0 3,100
BJ's Wholesale Club Holdings Inc COM 05550J101 5,467 114,900 SH   DFND 6 86,000 0 28,900
Blackbaud Inc COM 09227Q100 8,660 113,100 SH   DFND 6 93,600 0 19,500
Blackline Inc COM 09239B109 14,305 128,561 SH   DFND 7 128,561 0 0
BlackRock Inc COM 09247X101 90 103 SH   DFND   103 0 0
BlackRock Inc COM 09247X101 76,560 87,500 SH   DFND 6 85,400 0 2,100
BlackRock Inc COM 09247X101 24,905 28,464 SH   DFND 7 21,848 0 6,616
BlackRock Inc COM 09247X101 4,479 5,119 SH   DFND 8 5,119 0 0
Bloomin' Brands Inc COM 094235108 3,984 146,800 SH   DFND 6 124,500 0 22,300
Blueprint Medicines Corp COM 09627Y109 8,611 97,893 SH   DFND 8 97,893 0 0
Boeing Co/The COM 097023105 73 303 SH   DFND   303 0 0
Boeing Co/The COM 097023105 5,314 22,184 SH   DFND 7 21,351 0 833
Boise Cascade Co COM 09739D100 4,178 71,600 SH   DFND 6 60,300 0 11,300
Bonanza Creek Energy Inc COM NEW 097793400 2,805 59,600 SH   DFND 6 55,400 0 4,200
Booking Holdings Inc COM 09857L108 61 28 SH   DFND   28 0 0
Booking Holdings Inc COM 09857L108 7,877 3,600 SH   DFND 6 3,300 0 300
Booking Holdings Inc COM 09857L108 13,947 6,374 SH   DFND 7 5,203 0 1,171
Booking Holdings Inc COM 09857L108 53,129 24,281 SH   DFND 8 24,281 0 0
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8 13,033 9,190,000 PRN   DFND 7 7,400,000 0 1,790,000
Booking Holdings Inc NOTE 0.900% 9/1 741503AX4 6,792 6,257,000 PRN   DFND 7 4,523,000 0 1,734,000
Boot Barn Holdings Inc COM 099406100 5,177 61,600 SH   DFND 6 53,500 0 8,100
Booz Allen Hamilton Holding Corp CL A 099502106 8,473 99,472 SH   DFND 6 95,472 0 4,000
Booz Allen Hamilton Holding Corp CL A 099502106 3,431 40,281 SH   DFND 8 40,281 0 0
BorgWarner Inc COM 099724106 15,481 318,927 SH   DFND 6 266,427 0 52,500
BorgWarner Inc COM 099724106 1,209 24,910 SH   DFND 7 24,910 0 0
BorgWarner Inc COM 099724106 10,705 220,550 SH   DFND 8 220,550 0 0
Boston Beer Co Inc/The CL A 100557107 919 900 SH   DFND 6 700 0 200
Boston Properties Inc COM 101121101 32,762 285,909 SH   DFND 10 285,909 0 0
Boston Properties Inc COM 101121101 674 5,878 SH   DFND 7 5,878 0 0
Boston Scientific Corp COM 101137107 42 974 SH   DFND   974 0 0
Boston Scientific Corp COM 101137107 6,555 153,300 SH   DFND 6 141,500 0 11,800
Boston Scientific Corp COM 101137107 10,630 248,589 SH   DFND 7 76,877 0 171,712
Boston Scientific Corp COM 101137107 47,550 1,112,027 SH   DFND 8 1,112,027 0 0
Boyd Gaming Corp COM 103304101 6,586 107,100 SH   DFND 6 87,100 0 20,000
Bridgewater Bancshares Inc COM ACCD INV 108621103 262 16,200 SH   DFND 6 16,200 0 0
Bright Horizons Family Solutions Inc COM 109194100 883 6,000 SH   DFND 10 6,000 0 0
Bright Horizons Family Solutions Inc COM 109194100 6,495 44,153 SH   DFND 7 43,461 0 692
Bright Horizons Family Solutions Inc COM 109194100 3,554 24,158 SH   DFND 8 24,158 0 0
BrightView Holdings Inc COM 10948C107 538 33,400 SH   DFND 6 21,000 0 12,400
Brinker International Inc COM 109641100 5,585 90,300 SH   DFND 6 79,900 0 10,400
Brink's Co/The COM 109696104 1,091 14,200 SH   DFND 6 4,400 0 9,800
Bristol-Myers Squibb Co COM 110122108 100 1,500 SH   DFND   1,500 0 0
Bristol-Myers Squibb Co COM 110122108 27,015 404,300 SH   DFND 6 360,000 0 44,300
Bristol-Myers Squibb Co COM 110122108 2,178 32,592 SH   DFND 7 21,336 0 11,256
Broadcom Inc COM 11135F101 134 281 SH   DFND   281 0 0
Broadcom Inc COM 11135F101 25,368 53,200 SH   DFND 6 49,300 0 3,900
Broadcom Inc COM 11135F101 298 625 SH   DFND 7 512 0 113
Broadcom Inc COM 11135F101 18,120 38,000 SH   DFND 8 38,000 0 0
Broadridge Financial Solutions Inc COM 11133T103 22,582 139,800 SH   DFND 6 135,700 0 4,100
Broadridge Financial Solutions Inc COM 11133T103 279 1,726 SH   DFND 7 1,726 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 44 863 SH   DFND   863 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 8,947 175,500 SH   DFND 6 172,650 0 2,850
Brookfield Asset Management Inc CL A LTD VT SH 112585104 70 1,381 SH   DFND 7 1,381 0 0
Brooks Automation Inc COM 114340102 6,656 69,859 SH   DFND 6 56,559 0 13,300
Brown & Brown Inc COM 115236101 17,823 335,400 SH   DFND 6 267,300 0 68,100
Brown-Forman Corp CL B 115637209 16 210 SH   DFND   210 0 0
Brown-Forman Corp CL B 115637209 19,460 259,679 SH   DFND 6 257,279 0 2,400
Brown-Forman Corp CL B 115637209 82 1,092 SH   DFND 7 1,092 0 0
BRP Inc COM SUN VTG 05577W200 1,285 16,400 SH   DFND 6 16,400 0 0
Bruker Corp COM 116794108 1,892 24,900 SH   DFND 6 17,300 0 7,600
Brunswick Corp/DE COM 117043109 1,146 11,500 SH   DFND 6 11,500 0 0
Brunswick Corp/DE COM 117043109 21,038 211,185 SH   DFND 8 211,185 0 0
Buckle Inc/The COM 118440106 433 8,700 SH   DFND 6 800 0 7,900
Builders FirstSource Inc COM 12008R107 6,974 163,487 SH   DFND 6 134,287 0 29,200
Bumble Inc COM CL A 12047B105 8,386 145,589 SH   DFND 8 145,589 0 0
Burlington Stores Inc COM 122017106 14 43 SH   DFND   43 0 0
Burlington Stores Inc COM 122017106 250 775 SH   DFND 7 775 0 0
Burning Rock Biotech Ltd SPONSORED ADS 12233L107 795 27,000 SH   DFND   27,000 0 0
Cabot Corp COM 127055101 956 16,800 SH   DFND 6 6,000 0 10,800
Cabot Oil & Gas Corp COM 127097103 2,135 122,300 SH   DFND 6 122,300 0 0
Cabot Oil & Gas Corp COM 127097103 212 12,169 SH   DFND 7 12,169 0 0
CACI International Inc CL A 127190304 1,378 5,400 SH   DFND 6 5,200 0 200
Cadence Design Systems Inc COM 127387108 26 192 SH   DFND   192 0 0
Cadence Design Systems Inc COM 127387108 12,024 87,881 SH   DFND 6 86,700 0 1,181
Cadence Design Systems Inc COM 127387108 402 2,939 SH   DFND 7 2,939 0 0
Cadence Design Systems Inc COM 127387108 125,999 920,908 SH   DFND 8 920,908 0 0
CalAmp Corp COM 128126109 245 19,300 SH   DFND 6 19,300 0 0
California Water Service Group COM 130788102 861 15,500 SH   DFND 6 15,500 0 0
Calix Inc COM 13100M509 589 12,400 SH   DFND 6 4,000 0 8,400
Camden Property Trust SH BEN INT 133131102 1,884 14,200 SH   DFND 6 14,200 0 0
Camden Property Trust SH BEN INT 133131102 263 1,980 SH   DFND 7 1,980 0 0
Campbell Soup Co COM 134429109 7,025 154,100 SH   DFND 6 154,100 0 0
Campbell Soup Co COM 134429109 80 1,748 SH   DFND 7 1,748 0 0
Camping World Holdings Inc CL A 13462K109 3,820 93,200 SH   DFND 6 81,400 0 11,800
Canadian Imperial Bank of Commerce COM 136069101 34 301 SH   DFND   301 0 0
Canadian Imperial Bank of Commerce COM 136069101 21,136 185,635 SH   DFND 6 176,935 0 8,700
Canadian Imperial Bank of Commerce COM 136069101 246 2,163 SH   DFND 7 2,163 0 0
Canadian National Railway Co COM 136375102 50 475 SH   DFND   475 0 0
Canadian National Railway Co COM 136375102 10,552 100,000 SH   DFND 6 97,700 0 2,300
Canadian National Railway Co COM 136375102 2,513 23,816 SH   DFND 7 6,698 0 17,118
Canadian Natural Resources Ltd COM 136385101 24 675 SH   DFND   675 0 0
Canadian Natural Resources Ltd COM 136385101 1,308 36,055 SH   DFND 7 36,055 0 0
Canadian Pacific Railway Ltd COM 13645T100 35 450 SH   DFND   450 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,154 15,000 SH   DFND 10 15,000 0 0
Canadian Pacific Railway Ltd COM 13645T100 16,005 208,100 SH   DFND 6 202,700 0 5,400
Canadian Pacific Railway Ltd COM 13645T100 72 934 SH   DFND 7 934 0 0
Canadian Solar Inc COM 136635109 274 6,102 SH   DFND 7 6,102 0 0
Capital One Financial Corp COM 14040H105 47 307 SH   DFND   307 0 0
Capital One Financial Corp COM 14040H105 6,543 42,300 SH   DFND 6 38,400 0 3,900
Capital One Financial Corp COM 14040H105 1,893 12,235 SH   DFND 7 2,213 0 10,022
Capital One Financial Corp COM 14040H105 13,814 89,300 SH   DFND 8 89,300 0 0
Cardinal Health Inc COM 14149Y108 49,663 869,900 SH   DFND 6 827,300 0 42,600
Cardinal Health Inc COM 14149Y108 24 418 SH   DFND 7 418 0 0
Carnival Corp UNIT 99/99/9999 143658300 13 497 SH   DFND   497 0 0
Carnival Corp UNIT 99/99/9999 143658300 8,174 310,100 SH   DFND 6 288,800 0 21,300
Carnival Corp UNIT 99/99/9999 143658300 1 48 SH   DFND 7 48 0 0
Carrier Global Corp COM 14448C104 27 559 SH   DFND   559 0 0
Carrier Global Corp COM 14448C104 117 2,401 SH   DFND 6 2,401 0 0
Carrier Global Corp COM 14448C104 37,712 775,961 SH   DFND 7 748,938 0 27,023
Carter's Inc COM 146229109 949 9,200 SH   DFND 6 5,600 0 3,600
Catalent Inc COM 148806102 930 8,600 SH   DFND 6 1,800 0 6,800
Catalent Inc COM 148806102 25,716 237,848 SH   DFND 8 237,848 0 0
Caterpillar Inc COM 149123101 79 363 SH   DFND   363 0 0
Caterpillar Inc COM 149123101 40,327 185,300 SH   DFND 6 182,900 0 2,400
Caterpillar Inc COM 149123101 6,524 29,978 SH   DFND 7 3,369 0 26,609
CBRE Group Inc CL A 12504L109 19 222 SH   DFND   222 0 0
CBRE Group Inc CL A 12504L109 1,140 13,300 SH   DFND 6 13,300 0 0
CBRE Group Inc CL A 12504L109 92 1,077 SH   DFND 7 1,077 0 0
CDW Corp/DE COM 12514G108 17 100 SH   DFND   100 0 0
CDW Corp/DE COM 12514G108 36,397 208,400 SH   DFND 6 205,700 0 2,700
CDW Corp/DE COM 12514G108 299 1,712 SH   DFND 7 1,712 0 0
Celanese Corp COM 150870103 8,429 55,600 SH   DFND 6 54,900 0 700
Celanese Corp COM 150870103 102 674 SH   DFND 7 674 0 0
Celldex Therapeutics Inc COM NEW 15117B202 615 18,400 SH   DFND 6 10,500 0 7,900
Celldex Therapeutics Inc COM NEW 15117B202 7,041 210,551 SH   DFND 8 210,551 0 0
Cenovus Energy Inc COM 15135U109 375 39,101 SH   DFND 7 39,101 0 0
Centene Corp COM 15135B101 28 380 SH   DFND   380 0 0
Centene Corp COM 15135B101 921 12,623 SH   DFND 7 12,623 0 0
Centene Corp COM 15135B101 6,102 83,665 SH   DFND 8 83,665 0 0
Centerspace COM 15202L107 434 5,500 SH   DFND 6 2,200 0 3,300
Cerence Inc COM 156727109 2,764 25,900 SH   DFND 6 20,900 0 5,000
Cerence Inc COM 156727109 8,675 81,299 SH   DFND 7 81,299 0 0
Ceridian HCM Holding Inc COM 15677J108 882 9,200 SH   DFND 6 4,300 0 4,900
Cerner Corp COM 156782104 16 204 SH   DFND   204 0 0
Cerner Corp COM 156782104 23,940 306,300 SH   DFND 6 302,800 0 3,500
Cerner Corp COM 156782104 229 2,935 SH   DFND 7 2,935 0 0
Cerus Corp COM 157085101 96 16,200 SH   DFND 6 0 0 16,200
CGI Inc CL A SUB VTG 12532H104 14 152 SH   DFND   152 0 0
CGI Inc CL A SUB VTG 12532H104 23,456 258,898 SH   DFND 6 221,998 0 36,900
CGI Inc CL A SUB VTG 12532H104 1,550 17,106 SH   DFND 7 300 0 16,806
ChampionX Corp COM 15872M104 232 9,029 SH   DFND 7 470 0 8,559
ChannelAdvisor Corp COM 159179100 2,510 102,400 SH   DFND 6 96,700 0 5,700
Charles River Laboratories International Inc COM 159864107 4,513 12,200 SH   DFND 6 10,200 0 2,000
Charles Schwab Corp/The COM 808513105 75 1,031 SH   DFND   1,031 0 0
Charles Schwab Corp/The COM 808513105 5,279 72,500 SH   DFND 6 62,000 0 10,500
Charles Schwab Corp/The COM 808513105 25,345 348,096 SH   DFND 7 70,820 0 277,276
Charles Schwab Corp/The COM 808513105 4,472 61,426 SH   DFND 8 61,426 0 0
Charter Communications Inc CL A 16119P108 68 94 SH   DFND   94 0 0
Charter Communications Inc CL A 16119P108 12,553 17,400 SH   DFND 6 16,100 0 1,300
Charter Communications Inc CL A 16119P108 2,306 3,196 SH   DFND 7 3,087 0 109
Check Point Software Technologies Ltd ORD M22465104 3,972 34,200 SH   DFND 6 34,200 0 0
Check Point Software Technologies Ltd ORD M22465104 25,686 221,179 SH   DFND 7 213,305 0 7,874
Cheesecake Factory Inc/The COM 163072101 271 5,000 SH   DFND 6 2,600 0 2,400
Chegg Inc COM 163092109 5,557 66,864 SH   DFND 7 66,864 0 0
Chegg Inc COM 163092109 3,554 42,767 SH   DFND 8 42,767 0 0
Chemed Corp COM 16359R103 1,531 3,226 SH   DFND 7 0 0 3,226
Chemours Co/The COM 163851108 2,662 76,500 SH   DFND 6 58,200 0 18,300
Cheniere Energy Inc COM NEW 16411R208 15,023 173,200 SH   DFND 6 137,400 0 35,800
Cheniere Energy Inc COM NEW 16411R208 661 7,621 SH   DFND 7 7,621 0 0
Chevron Corp COM 166764100 137 1,309 SH   DFND   1,309 0 0
Chevron Corp COM 166764100 24,038 229,500 SH   DFND 6 225,000 0 4,500
Chevron Corp COM 166764100 18,462 176,266 SH   DFND 7 135,771 0 40,495
Chevron Corp COM 166764100 2,597 24,799 SH   DFND 8 24,799 0 0
Chimerix Inc COM 16934W106 318 39,800 SH   DFND 6 24,700 0 15,100
Chipotle Mexican Grill Inc COM 169656105 28 18 SH   DFND   18 0 0
Chipotle Mexican Grill Inc COM 169656105 219 141 SH   DFND 7 141 0 0
Chipotle Mexican Grill Inc COM 169656105 40,123 25,880 SH   DFND 8 25,880 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 18,358 195,987 SH   DFND 6 176,700 0 19,287
CH Robinson Worldwide Inc COM NEW 12541W209 307 3,281 SH   DFND 7 3,281 0 0
Chubb Ltd COM H1467J104 48 300 SH   DFND   300 0 0
Chubb Ltd COM H1467J104 15,099 95,000 SH   DFND 6 89,600 0 5,400
Chubb Ltd COM H1467J104 1,820 11,453 SH   DFND 7 2,238 0 9,215
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 333 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102 14 162 SH   DFND   162 0 0
Church & Dwight Co Inc COM 171340102 21,109 247,700 SH   DFND 6 245,600 0 2,100
Church & Dwight Co Inc COM 171340102 335 3,933 SH   DFND 7 3,933 0 0
Churchill Downs Inc COM 171484108 1,665 8,400 SH   DFND 6 8,400 0 0
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102 43 5,842 SH   DFND 7 0 0 5,842
Cia Energetica de Minas Gerais SP ADR N-V PFD 204409601 1,580 663,764 SH   DFND 7 0 0 663,764
Ciena Corp COM NEW 171779309 2,850 50,100 SH   DFND 6 27,900 0 22,200
Ciena Corp COM NEW 171779309 25,720 452,100 SH   DFND 8 452,100 0 0
CI Financial Corp COM 125491100 4,165 226,600 SH   DFND 6 197,100 0 29,500
Cigna Corp COM 125523100 57 241 SH   DFND   241 0 0
Cigna Corp COM 125523100 24,326 102,613 SH   DFND 6 98,227 0 4,386
Cigna Corp COM 125523100 145 613 SH   DFND 7 613 0 0
Cigna Corp COM 125523100 16,558 69,845 SH   DFND 8 69,845 0 0
Cimpress PLC SHS EURO G2143T103 4,318 39,828 SH   DFND 7 38,581 0 1,247
Cincinnati Financial Corp COM 172062101 36,932 316,683 SH   DFND 6 294,383 0 22,300
Cincinnati Financial Corp COM 172062101 701 6,015 SH   DFND 7 6,015 0 0
Cinemark Holdings Inc COM 17243V102 1,363 62,100 SH   DFND 6 52,900 0 9,200
Cintas Corp COM 172908105 23 60 SH   DFND   60 0 0
Cintas Corp COM 172908105 19,973 52,285 SH   DFND 6 51,800 0 485
Cintas Corp COM 172908105 332 869 SH   DFND 7 869 0 0
Cirrus Logic Inc COM 172755100 40,266 473,050 SH   DFND 8 473,050 0 0
Cisco Systems Inc/Delaware COM 17275R102 152 2,863 SH   DFND   2,863 0 0
Cisco Systems Inc/Delaware COM 17275R102 162,726 3,070,309 SH   DFND 6 2,920,809 0 149,500
Cisco Systems Inc/Delaware COM 17275R102 6,447 121,644 SH   DFND 7 27,091 0 94,553
Citigroup Inc COM NEW 172967424 113 1,593 SH   DFND   1,593 0 0
Citigroup Inc COM NEW 172967424 21,041 297,400 SH   DFND 6 291,600 0 5,800
Citigroup Inc COM NEW 172967424 29,004 409,953 SH   DFND 7 221,559 0 188,394
Citizens Financial Group Inc COM 174610105 13 284 SH   DFND   284 0 0
Citizens Financial Group Inc COM 174610105 12,036 262,400 SH   DFND 6 262,400 0 0
Citizens Financial Group Inc COM 174610105 373 8,137 SH   DFND 7 8,137 0 0
Citizens Financial Group Inc COM 174610105 2,495 54,400 SH   DFND 8 54,400 0 0
Citrix Systems Inc COM 177376100 751 6,400 SH   DFND 6 6,400 0 0
Citrix Systems Inc COM 177376100 380 3,239 SH   DFND 7 3,239 0 0
City Office REIT Inc COM 178587101 256 20,600 SH   DFND 6 8,100 0 12,500
Clean Harbors Inc COM 184496107 8,262 88,700 SH   DFND 6 67,900 0 20,800
Clorox Co/The COM 189054109 16 87 SH   DFND   87 0 0
Clorox Co/The COM 189054109 16,604 92,293 SH   DFND 6 91,593 0 700
Clorox Co/The COM 189054109 268 1,490 SH   DFND 7 1,490 0 0
CME Group Inc COM 12572Q105 51 239 SH   DFND   239 0 0
CME Group Inc COM 12572Q105 8,507 40,000 SH   DFND 6 39,200 0 800
CME Group Inc COM 12572Q105 48,091 226,118 SH   DFND 7 212,546 0 13,572
CMS Energy Corp COM 125896100 951 16,100 SH   DFND 6 16,100 0 0
CNH Industrial NV SHS N20944109 513 30,656 SH   DFND 6 30,656 0 0
CNH Industrial NV SHS N20944109 59,738 3,572,869 SH   DFND 7 3,572,869 0 0
CNX Resources Corp COM 12653C108 1,406 102,900 SH   DFND 6 102,900 0 0
Coca-Cola Consolidated Inc COM 191098102 1,327 3,300 SH   DFND 6 3,100 0 200
Coca-Cola Co/The COM 191216100 148 2,729 SH   DFND   2,729 0 0
Coca-Cola Co/The COM 191216100 103,158 1,906,456 SH   DFND 6 1,855,756 0 50,700
Coca-Cola Co/The COM 191216100 22,119 408,780 SH   DFND 7 200,853 0 207,927
Coca-Cola Europacific Partners PLC SHS G25839104 18,324 308,900 SH   DFND 6 308,900 0 0
Coca-Cola Europacific Partners PLC SHS G25839104 2,620 44,166 SH   DFND 7 44,166 0 0
Cogent Biosciences Inc COM 19240Q201 4,603 567,598 SH   DFND 8 567,598 0 0
Cognex Corp COM 192422103 19 226 SH   DFND 7 226 0 0
Cognex Corp COM 192422103 87,464 1,040,621 SH   DFND 8 1,040,621 0 0
Cognizant Technology Solutions Corp CL A 192446102 25 358 SH   DFND   358 0 0
Cognizant Technology Solutions Corp CL A 192446102 616 8,900 SH   DFND 6 7,700 0 1,200
Cognizant Technology Solutions Corp CL A 192446102 773 11,160 SH   DFND 7 11,160 0 0
Cognyte Software Ltd ORD SHS M25133105 1,796 73,295 SH   DFND 7 69,659 0 3,636
Colfax Corp COM 194014106 10,898 237,900 SH   DFND 6 215,300 0 22,600
Colgate-Palmolive Co COM 194162103 43 534 SH   DFND   534 0 0
Colgate-Palmolive Co COM 194162103 110,465 1,357,900 SH   DFND 6 1,304,900 0 53,000
Colgate-Palmolive Co COM 194162103 9,624 118,299 SH   DFND 7 1,448 0 116,851
Colgate-Palmolive Co COM 194162103 6,911 84,957 SH   DFND 8 84,957 0 0
Columbia Sportswear Co COM 198516106 8,705 88,497 SH   DFND 8 88,497 0 0
Comcast Corp CL A 20030N101 175 3,063 SH   DFND   3,063 0 0
Comcast Corp CL A 20030N101 69,153 1,212,788 SH   DFND 6 1,162,496 0 50,292
Comcast Corp CL A 20030N101 10,652 186,818 SH   DFND 7 73,882 0 112,936
Comcast Corp CL A 20030N101 3,655 64,100 SH   DFND 8 64,100 0 0
Comerica Inc COM 200340107 13,719 192,300 SH   DFND 6 185,800 0 6,500
Comfort Systems USA Inc COM 199908104 6,855 87,000 SH   DFND 6 77,400 0 9,600
CommVault Systems Inc COM 204166102 1,087 13,900 SH   DFND 6 13,900 0 0
Computer Programs and Systems Inc COM 205306103 2,187 65,800 SH   DFND 6 60,300 0 5,500
Concert Pharmaceuticals Inc COM 206022105 96 22,672 SH   DFND 6 15,972 0 6,700
CONMED Corp COM 207410101 88,326 642,695 SH   DFND 8 642,695 0 0
ConnectOne Bancorp Inc COM 20786W107 960 36,700 SH   DFND 6 23,300 0 13,400
ConocoPhillips COM 20825C104 56 919 SH   DFND   919 0 0
ConocoPhillips COM 20825C104 19,671 323,000 SH   DFND 6 318,000 0 5,000
ConocoPhillips COM 20825C104 15,185 249,344 SH   DFND 7 69,156 0 180,188
Consolidated Edison Inc COM 209115104 16 226 SH   DFND   226 0 0
Consolidated Edison Inc COM 209115104 14,330 199,800 SH   DFND 6 198,300 0 1,500
Consolidated Edison Inc COM 209115104 476 6,639 SH   DFND 7 6,639 0 0
Constellation Brands Inc CL A 21036P108 27 115 SH   DFND   115 0 0
Constellation Brands Inc CL A 21036P108 51 217 SH   DFND 7 217 0 0
Constellation Brands Inc CL A 21036P108 2,573 11,000 SH   DFND 8 11,000 0 0
Contango Oil & Gas Co COM NEW 21075N204 1,121 259,500 SH   DFND 6 259,500 0 0
Cooper Cos Inc/The COM NEW 216648402 14 35 SH   DFND   35 0 0
Cooper Cos Inc/The COM NEW 216648402 2,376 5,996 SH   DFND 6 5,996 0 0
Cooper Cos Inc/The COM NEW 216648402 181 458 SH   DFND 7 458 0 0
Cooper Cos Inc/The COM NEW 216648402 17,103 43,161 SH   DFND 8 43,161 0 0
Copart Inc COM 217204106 20 148 SH   DFND   148 0 0
Copart Inc COM 217204106 15,075 114,349 SH   DFND 6 113,200 0 1,149
Copart Inc COM 217204106 40 303 SH   DFND 7 303 0 0
Corcept Therapeutics Inc COM 218352102 293 13,300 SH   DFND 6 0 0 13,300
Cornerstone OnDemand Inc COM 21925Y103 346 6,700 SH   DFND 6 0 0 6,700
Corning Inc COM 219350105 21 509 SH   DFND   509 0 0
Corning Inc COM 219350105 658 16,100 SH   DFND 6 16,100 0 0
Corning Inc COM 219350105 46 1,119 SH   DFND 7 1,119 0 0
Corteva Inc COM 22052L104 22 493 SH   DFND   493 0 0
Corteva Inc COM 22052L104 9,926 223,800 SH   DFND 6 220,900 0 2,900
Corteva Inc COM 22052L104 3,232 72,877 SH   DFND 7 40,071 0 32,806
CorVel Corp COM 221006109 1,397 10,400 SH   DFND 6 10,400 0 0
Costamare Inc SHS Y1771G102 128 10,800 SH   DFND 6 10,800 0 0
CoStar Group Inc COM 22160N109 23 280 SH   DFND   280 0 0
CoStar Group Inc COM 22160N109 2,485 30,000 SH   DFND 6 30,000 0 0
CoStar Group Inc COM 22160N109 361 4,360 SH   DFND 7 4,360 0 0
Costco Wholesale Corp COM 22160K105 115 291 SH   DFND   291 0 0
Costco Wholesale Corp COM 22160K105 87,185 220,347 SH   DFND 6 215,101 0 5,246
Costco Wholesale Corp COM 22160K105 77,756 196,517 SH   DFND 7 195,134 0 1,383
Costco Wholesale Corp COM 22160K105 66,015 166,843 SH   DFND 8 166,843 0 0
Coupa Software Inc NOTE 0.375% 6/1 22266LAF3 12,079 10,425,000 PRN   DFND 7 8,749,000 0 1,676,000
Crane Co COM 224399105 9,856 106,700 SH   DFND 6 88,800 0 17,900
Credicorp Ltd COM G2519Y108 1,946 16,069 SH   DFND 8 16,069 0 0
Credit Acceptance Corp COM 225310101 9,582 21,100 SH   DFND 6 18,200 0 2,900
Cree Inc COM 225447101 62,440 637,598 SH   DFND 8 637,598 0 0
Crescent Point Energy Corp COM 22576C101 1,138 251,300 SH   DFND 6 239,000 0 12,300
CRISPR Therapeutics AG NAMEN AKT H17182108 9,742 60,176 SH   DFND 8 60,176 0 0
Criteo SA SPONS ADS 226718104 2,687 59,400 SH   DFND 6 57,400 0 2,000
Crocs Inc COM 227046109 11,617 99,700 SH   DFND 6 72,500 0 27,200
Crowdstrike Holdings Inc CL A 22788C105 31 123 SH   DFND   123 0 0
Crowdstrike Holdings Inc CL A 22788C105 9,297 36,996 SH   DFND 7 36,996 0 0
Crown Castle International Corp COM 22822V101 12,701 65,100 SH   DFND 6 64,200 0 900
Crown Castle International Corp COM 22822V101 9,402 48,191 SH   DFND 7 5,839 0 42,352
Crown Holdings Inc COM 228368106 327 3,200 SH   DFND 6 3,200 0 0
Crown Holdings Inc COM 228368106 20 200 SH   DFND 7 200 0 0
CSG Systems International Inc COM 126349109 3,949 83,700 SH   DFND 6 73,200 0 10,500
CSX Corp COM 126408103 50 1,545 SH   DFND   1,545 0 0
CSX Corp COM 126408103 10,885 339,300 SH   DFND 6 318,600 0 20,700
CSX Corp COM 126408103 173 5,400 SH   DFND 7 2,229 0 3,171
Cullen/Frost Bankers Inc COM 229899109 1,613 14,400 SH   DFND 6 12,400 0 2,000
Cummins Inc COM 231021106 25 101 SH   DFND   101 0 0
Cummins Inc COM 231021106 42,789 175,500 SH   DFND 6 173,200 0 2,300
Cummins Inc COM 231021106 306 1,254 SH   DFND 7 1,254 0 0
Cushman & Wakefield PLC SHS G2717B108 1,232 70,500 SH   DFND 6 51,300 0 19,200
CVS Health Corp COM 126650100 72 867 SH   DFND   867 0 0
CVS Health Corp COM 126650100 12,962 155,343 SH   DFND 6 144,000 0 11,343
CVS Health Corp COM 126650100 933 11,185 SH   DFND 7 2,493 0 8,692
CVS Health Corp COM 126650100 9,124 109,346 SH   DFND 8 109,346 0 0
CyberArk Software Ltd SHS M2682V108 4,044 31,044 SH   DFND 7 31,044 0 0
CyrusOne Inc COM 23283R100 12,714 177,772 SH   DFND 10 177,772 0 0
CyrusOne Inc COM 23283R100 144 2,017 SH   DFND 7 2,017 0 0
Danaher Corp COM 235851102 116 431 SH   DFND   431 0 0
Danaher Corp COM 235851102 97,281 362,500 SH   DFND 6 354,400 0 8,100
Danaher Corp COM 235851102 1,289 4,803 SH   DFND 7 4,803 0 0
Danaher Corp COM 235851102 42,583 158,680 SH   DFND 8 158,680 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 8,297 127,600 SH   DFND 6 124,300 0 3,300
Darden Restaurants Inc COM 237194105 219 1,497 SH   DFND 7 1,497 0 0
Darling Ingredients Inc COM 237266101 8,463 125,384 SH   DFND 7 70,338 0 55,046
Darling Ingredients Inc COM 237266101 31,055 460,072 SH   DFND 8 460,072 0 0
Dave & Buster's Entertainment Inc COM 238337109 909 22,400 SH   DFND 6 17,800 0 4,600
DaVita Inc COM 23918K108 6,335 52,600 SH   DFND 6 52,600 0 0
DaVita Inc COM 23918K108 15 127 SH   DFND 7 127 0 0
Deckers Outdoor Corp COM 243537107 18,589 48,400 SH   DFND 6 42,800 0 5,600
Deere & Co COM 244199105 71 202 SH   DFND   202 0 0
Deere & Co COM 244199105 48,674 138,000 SH   DFND 6 134,500 0 3,500
Deere & Co COM 244199105 985 2,793 SH   DFND 7 647 0 2,146
Deere & Co COM 244199105 15,759 44,681 SH   DFND 8 44,681 0 0
Delek US Holdings Inc COM 24665A103 1,170 54,106 SH   DFND 6 46,439 0 7,667
Dell Technologies Inc CL C 24703L202 17 173 SH   DFND   173 0 0
Dell Technologies Inc CL C 24703L202 208 2,084 SH   DFND 7 2,084 0 0
Delta Air Lines Inc COM NEW 247361702 7,886 182,300 SH   DFND 6 172,900 0 9,400
Delta Air Lines Inc COM NEW 247361702 11 259 SH   DFND 7 259 0 0
Del Taco Restaurants Inc COM 245496104 214 21,400 SH   DFND 6 15,700 0 5,700
Deluxe Corp COM 248019101 3,564 74,600 SH   DFND 6 64,600 0 10,000
Denali Therapeutics Inc COM 24823R105 2,581 32,900 SH   DFND 6 25,300 0 7,600
Denali Therapeutics Inc COM 24823R105 11,750 149,800 SH   DFND 8 149,800 0 0
DENTSPLY SIRONA Inc COM 24906P109 18,162 287,100 SH   DFND 6 257,900 0 29,200
DENTSPLY SIRONA Inc COM 24906P109 359 5,669 SH   DFND 7 5,669 0 0
Deutsche Bank AG NAMEN AKT D18190898 36 2,739 SH   DFND   2,739 0 0
Deutsche Bank AG NAMEN AKT D18190898 412 31,486 SH   DFND 6 31,486 0 0
Deutsche Bank AG NAMEN AKT D18190898 1,548 118,314 SH   DFND 7 118,314 0 0
Devon Energy Corp COM 25179M103 9,449 323,700 SH   DFND 6 298,400 0 25,300
Dexcom Inc COM 252131107 31 72 SH   DFND   72 0 0
Dexcom Inc COM 252131107 2,263 5,300 SH   DFND 6 3,900 0 1,400
Dexcom Inc COM 252131107 6,057 14,184 SH   DFND 7 11,556 0 2,628
Dexcom Inc COM 252131107 224,621 526,044 SH   DFND 8 526,044 0 0
Dexcom Inc NOTE 0.250%11/1 252131AK3 8,875 8,460,000 PRN   DFND 7 6,650,000 0 1,810,000
Diamondback Energy Inc COM 25278X109 526 5,599 SH   DFND 7 5,599 0 0
Diamond Hill Investment Group Inc COM NEW 25264R207 925 5,530 SH   DFND 6 5,530 0 0
Dicerna Pharmaceuticals Inc COM 253031108 1,295 34,700 SH   DFND 6 34,700 0 0
Dicerna Pharmaceuticals Inc COM 253031108 9,060 242,768 SH   DFND 8 242,768 0 0
Digital Realty Trust Inc COM 253868103 641 4,257 SH   DFND 7 4,257 0 0
Digital Turbine Inc COM NEW 25400W102 3,383 44,500 SH   DFND 6 23,500 0 21,000
Dine Brands Global Inc COM 254423106 893 10,000 SH   DFND 6 5,500 0 4,500
Diodes Inc COM 254543101 239 3,000 SH   DFND 6 3,000 0 0
DISH Network Corp CL A 25470M109 209 4,989 SH   DFND 7 4,989 0 0
DocuSign Inc COM 256163106 34 122 SH   DFND   122 0 0
DocuSign Inc COM 256163106 1,929 6,900 SH   DFND 6 4,300 0 2,600
DocuSign Inc COM 256163106 273 976 SH   DFND 7 976 0 0
Dolby Laboratories Inc COM CL A 25659T107 7,244 73,700 SH   DFND 6 73,700 0 0
Dollar General Corp COM 256677105 36 166 SH   DFND   166 0 0
Dollar General Corp COM 256677105 5,388 24,900 SH   DFND 6 22,500 0 2,400
Dollar General Corp COM 256677105 339 1,566 SH   DFND 7 1,566 0 0
Dollar General Corp COM 256677105 3,674 16,980 SH   DFND 8 16,980 0 0
Dollar Tree Inc COM 256746108 15 153 SH   DFND   153 0 0
Dollar Tree Inc COM 256746108 318 3,200 SH   DFND 6 2,400 0 800
Dollar Tree Inc COM 256746108 481 4,838 SH   DFND 7 4,838 0 0
Dominion Energy Inc COM 25746U109 40 540 SH   DFND   540 0 0
Dominion Energy Inc COM 25746U109 4,260 57,900 SH   DFND 6 56,100 0 1,800
Dominion Energy Inc COM 25746U109 7,190 97,726 SH   DFND 7 726 0 97,000
Domino's Pizza Inc COM 25754A201 7,091 15,200 SH   DFND 6 15,000 0 200
Domino's Pizza Inc COM 25754A201 216 462 SH   DFND 7 462 0 0
Donaldson Co Inc COM 257651109 9,553 150,364 SH   DFND 8 150,364 0 0
Donnelley Financial Solutions Inc COM 25787G100 2,350 71,200 SH   DFND 6 59,000 0 12,200
Douglas Emmett Inc COM 25960P109 20,993 624,417 SH   DFND 10 624,417 0 0
Douglas Emmett Inc COM 25960P109 122 3,623 SH   DFND 7 3,623 0 0
Dover Corp COM 260003108 15 98 SH   DFND   98 0 0
Dover Corp COM 260003108 43,930 291,700 SH   DFND 6 289,000 0 2,700
Dover Corp COM 260003108 212 1,405 SH   DFND 7 1,405 0 0
Dow Inc COM 260557103 31 489 SH   DFND   489 0 0
Dow Inc COM 260557103 1,069 16,900 SH   DFND 6 15,300 0 1,600
Dow Inc COM 260557103 6,929 109,501 SH   DFND 7 51,762 0 57,739
DR Horton Inc COM 23331A109 21 231 SH   DFND   231 0 0
DR Horton Inc COM 23331A109 26,858 297,200 SH   DFND 6 286,800 0 10,400
DR Horton Inc COM 23331A109 344 3,805 SH   DFND 7 3,805 0 0
Dropbox Inc CL A 26210C104 17,071 563,200 SH   DFND 6 501,000 0 62,200
Dropbox Inc CL A 26210C104 48,014 1,584,106 SH   DFND 8 1,584,106 0 0
Dr Reddy's Laboratories Ltd ADR 256135203 827 11,255 SH   DFND 7 0 0 11,255
Duke Energy Corp COM NEW 26441C204 48 485 SH   DFND   485 0 0
Duke Energy Corp COM NEW 26441C204 246 2,492 SH   DFND 7 2,492 0 0
Duke Realty Corp COM NEW 264411505 37,091 783,335 SH   DFND 10 783,335 0 0
Duke Realty Corp COM NEW 264411505 6,132 129,500 SH   DFND 6 129,500 0 0
Duke Realty Corp COM NEW 264411505 491 10,378 SH   DFND 7 10,378 0 0
Duke Realty Corp COM NEW 264411505 23,840 503,481 SH   DFND 8 503,481 0 0
DuPont de Nemours Inc COM 26614N102 28 356 SH   DFND   356 0 0
DuPont de Nemours Inc COM 26614N102 4,722 60,995 SH   DFND 7 36,966 0 24,029
Easterly Government Properties Inc COM 27616P103 1,744 82,711 SH   DFND 10 82,711 0 0
Easterly Government Properties Inc COM 27616P103 230 10,900 SH   DFND 6 10,900 0 0
Easterly Government Properties Inc COM 27616P103 193 9,146 SH   DFND 7 9,146 0 0
Eastman Chemical Co COM 277432100 12,294 105,300 SH   DFND 6 103,200 0 2,100
Eastman Chemical Co COM 277432100 23 200 SH   DFND 7 200 0 0
Eastman Kodak Co COM NEW 277461406 1,319 158,500 SH   DFND 6 152,300 0 6,200
East West Bancorp Inc COM 27579R104 5,613 78,300 SH   DFND 6 70,400 0 7,900
Eaton Corp PLC SHS G29183103 40 267 SH   DFND   267 0 0
Eaton Corp PLC SHS G29183103 44,736 301,900 SH   DFND 6 297,300 0 4,600
Eaton Corp PLC SHS G29183103 551 3,721 SH   DFND 7 3,721 0 0
eBay Inc COM 278642103 32 449 SH   DFND   449 0 0
eBay Inc COM 278642103 43,116 614,095 SH   DFND 6 587,734 0 26,361
eBay Inc COM 278642103 551 7,843 SH   DFND 7 7,843 0 0
Echo Global Logistics Inc COM 27875T101 1,857 60,400 SH   DFND 6 51,800 0 8,600
Ecolab Inc COM 278865100 35 169 SH   DFND   169 0 0
Ecolab Inc COM 278865100 48,506 235,500 SH   DFND 6 232,600 0 2,900
Ecolab Inc COM 278865100 41,696 202,436 SH   DFND 7 135,167 0 67,269
Ecolab Inc COM 278865100 46,023 223,445 SH   DFND 8 223,445 0 0
Edgewell Personal Care Co COM 28035Q102 1,023 23,300 SH   DFND 6 12,700 0 10,600
Edison International COM 281020107 14 250 SH   DFND   250 0 0
Edison International COM 281020107 30,670 530,441 SH   DFND 6 526,841 0 3,600
Edison International COM 281020107 141 2,434 SH   DFND 7 2,434 0 0
Edwards Lifesciences Corp COM 28176E108 44 422 SH   DFND   422 0 0
Edwards Lifesciences Corp COM 28176E108 45,132 435,766 SH   DFND 6 426,900 0 8,866
Edwards Lifesciences Corp COM 28176E108 4,831 46,648 SH   DFND 7 29,182 0 17,466
Edwards Lifesciences Corp COM 28176E108 81,770 789,519 SH   DFND 8 789,519 0 0
Elastic NV ORD SHS N14506104 15,519 106,470 SH   DFND 8 106,470 0 0
Electronic Arts Inc COM 285512109 29 200 SH   DFND   200 0 0
Electronic Arts Inc COM 285512109 5,609 39,000 SH   DFND 6 38,400 0 600
Electronic Arts Inc COM 285512109 4,678 32,526 SH   DFND 7 22,496 0 10,030
Element Solutions Inc COM 28618M106 1,784 76,300 SH   DFND 6 33,600 0 42,700
Eli Lilly & Co COM 532457108 129 564 SH   DFND   564 0 0
Eli Lilly & Co COM 532457108 58,392 254,408 SH   DFND 6 243,808 0 10,600
Eli Lilly & Co COM 532457108 1,144 4,986 SH   DFND 7 4,986 0 0
Eli Lilly & Co COM 532457108 22,809 99,378 SH   DFND 8 99,378 0 0
Embotelladora Andina SA SPON ADR B 29081P303 103 7,133 SH   DFND 6 7,133 0 0
EMCOR Group Inc COM 29084Q100 13,477 109,400 SH   DFND 6 88,600 0 20,800
Emergent BioSolutions Inc COM 29089Q105 592 9,400 SH   DFND 6 9,400 0 0
Emerson Electric Co COM 291011104 39 405 SH   DFND   405 0 0
Emerson Electric Co COM 291011104 98,790 1,026,500 SH   DFND 6 977,600 0 48,900
Emerson Electric Co COM 291011104 659 6,851 SH   DFND 7 6,851 0 0
Empire State Realty Trust Inc CL A 292104106 1,118 93,200 SH   DFND 6 43,900 0 49,300
Enanta Pharmaceuticals Inc COM 29251M106 2,746 62,400 SH   DFND 6 55,700 0 6,700
Enbridge Inc COM 29250N105 46 1,147 SH   DFND   1,147 0 0
Enbridge Inc COM 29250N105 1,606 40,100 SH   DFND 6 40,100 0 0
Enbridge Inc COM 29250N105 2,638 65,895 SH   DFND 7 65,895 0 0
Endava UK Ltd ADS 29260V105 37,886 334,155 SH   DFND 8 334,155 0 0
Energizer Holdings Inc COM 29272W109 1,289 30,000 SH   DFND 6 15,100 0 14,900
Enerplus Corp COM 292766102 1,242 172,800 SH   DFND 6 164,400 0 8,400
EnerSys COM 29275Y102 9,558 97,800 SH   DFND 6 79,200 0 18,600
Enphase Energy Inc COM 29355A107 5,292 28,817 SH   DFND 6 28,817 0 0
Ensign Group Inc/The COM 29358P101 2,877 33,200 SH   DFND 6 23,300 0 9,900
Entegris Inc COM 29362U104 6,222 50,600 SH   DFND 6 41,400 0 9,200
Entegris Inc COM 29362U104 9,715 79,000 SH   DFND 8 79,000 0 0
Entergy Corp COM 29364G103 13 132 SH   DFND   132 0 0
Entergy Corp COM 29364G103 6,750 67,700 SH   DFND 6 67,200 0 500
Entergy Corp COM 29364G103 115 1,152 SH   DFND 7 1,152 0 0
Entravision Communications Corp CL A 29382R107 340 50,900 SH   DFND 6 38,000 0 12,900
Envestnet Inc COM 29404K106 8,341 109,947 SH   DFND 7 109,947 0 0
Envestnet Inc COM 29404K106 9,750 128,520 SH   DFND 8 128,520 0 0
Envista Holdings Corp COM 29415F104 4,477 103,600 SH   DFND 6 74,700 0 28,900
EOG Resources Inc COM 26875P101 33 395 SH   DFND   395 0 0
EOG Resources Inc COM 26875P101 13,834 165,800 SH   DFND 6 163,300 0 2,500
EOG Resources Inc COM 26875P101 11,577 138,749 SH   DFND 7 81,324 0 57,425
EOG Resources Inc COM 26875P101 25,756 308,672 SH   DFND 8 308,672 0 0
EPAM Systems Inc COM 29414B104 19 38 SH   DFND   38 0 0
EPAM Systems Inc COM 29414B104 13,234 25,900 SH   DFND 6 25,500 0 400
EPAM Systems Inc COM 29414B104 520 1,017 SH   DFND 7 1,017 0 0
EPAM Systems Inc COM 29414B104 4,147 8,117 SH   DFND 8 8,117 0 0
EPR Properties COM SH BEN INT 26884U109 4,288 81,400 SH   DFND 6 68,500 0 12,900
EPR Properties COM SH BEN INT 26884U109 37 709 SH   DFND 7 709 0 0
EQT Corp COM 26884L109 1,750 78,600 SH   DFND 6 73,200 0 5,400
Equinix Inc COM 29444U700 56,485 70,378 SH   DFND 10 70,378 0 0
Equinix Inc COM 29444U700 4,495 5,600 SH   DFND 6 5,400 0 200
Equinix Inc COM 29444U700 3,275 4,080 SH   DFND 7 1,857 0 2,223
Equinix Inc COM 29444U700 68,037 84,771 SH   DFND 8 84,771 0 0
Equitable Holdings Inc COM 29452E101 9,397 308,600 SH   DFND 6 260,600 0 48,000
Equity LifeStyle Properties Inc COM 29472R108 3,634 48,900 SH   DFND 6 48,900 0 0
Equity LifeStyle Properties Inc COM 29472R108 363 4,888 SH   DFND 7 4,888 0 0
Equity Residential SH BEN INT 29476L107 7,384 95,900 SH   DFND 6 95,900 0 0
Equity Residential SH BEN INT 29476L107 900 11,685 SH   DFND 7 11,685 0 0
Essential Utilities Inc COM 29670G102 320 7,000 SH   DFND 6 2,900 0 4,100
Essex Property Trust Inc COM 297178105 5,760 19,200 SH   DFND 6 19,200 0 0
Essex Property Trust Inc COM 297178105 842 2,805 SH   DFND 7 2,805 0 0
Estee Lauder Cos Inc/The CL A 518439104 53 166 SH   DFND   166 0 0
Estee Lauder Cos Inc/The CL A 518439104 33,544 105,457 SH   DFND 6 102,700 0 2,757
Estee Lauder Cos Inc/The CL A 518439104 16,371 51,469 SH   DFND 7 24,348 0 27,121
Estee Lauder Cos Inc/The CL A 518439104 44,342 139,405 SH   DFND 8 139,405 0 0
Etsy Inc COM 29786A106 19 93 SH   DFND   93 0 0
Etsy Inc COM 29786A106 5,496 26,700 SH   DFND 6 18,800 0 7,900
Etsy Inc COM 29786A106 17,399 84,526 SH   DFND 7 83,668 0 858
Etsy Inc COM 29786A106 26,258 127,564 SH   DFND 8 127,564 0 0
Everbridge Inc COM 29978A104 5,851 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104 49,079 360,666 SH   DFND 8 360,666 0 0
Evercore Inc CLASS A 29977A105 8,742 62,100 SH   DFND 6 46,000 0 16,100
Everi Holdings Inc COM 30034T103 1,564 62,700 SH   DFND 6 52,200 0 10,500
Eversource Energy COM 30040W108 18 224 SH   DFND   224 0 0
Eversource Energy COM 30040W108 4,999 62,300 SH   DFND 6 62,300 0 0
Eversource Energy COM 30040W108 128 1,596 SH   DFND 7 1,596 0 0
EVERTEC Inc COM 30040P103 4,609 105,600 SH   DFND 6 87,200 0 18,400
Evoqua Water Technologies Corp COM 30057T105 16,024 474,349 SH   DFND 8 474,349 0 0
Exact Sciences Corp COM 30063P105 14 116 SH   DFND   116 0 0
Exact Sciences Corp COM 30063P105 4,609 37,080 SH   DFND 7 18,062 0 19,018
Exact Sciences Corp COM 30063P105 33,747 271,472 SH   DFND 8 271,472 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1 11,537 8,715,000 PRN   DFND 7 7,465,000 0 1,250,000
Exelixis Inc COM 30161Q104 213 11,700 SH   DFND 6 11,700 0 0
Exelixis Inc COM 30161Q104 8,916 489,340 SH   DFND 8 489,340 0 0
Exelon Corp COM 30161N101 1,768 39,904 SH   DFND 10 39,904 0 0
Exelon Corp COM 30161N101 2,579 58,200 SH   DFND 6 58,200 0 0
Exelon Corp COM 30161N101 5,597 126,305 SH   DFND 7 9,879 0 116,426
Expedia Group Inc COM NEW 30212P303 15 94 SH   DFND   94 0 0
Expedia Group Inc COM NEW 30212P303 369 2,257 SH   DFND 7 2,257 0 0
Expeditors International of Washington Inc COM 302130109 86,025 679,500 SH   DFND 6 654,200 0 25,300
Expeditors International of Washington Inc COM 302130109 292 2,304 SH   DFND 7 2,304 0 0
Exponent Inc COM 30214U102 9,180 102,901 SH   DFND 7 102,901 0 0
Extra Space Storage Inc COM 30225T102 34,711 211,887 SH   DFND 10 211,887 0 0
Extra Space Storage Inc COM 30225T102 1,818 11,100 SH   DFND 6 11,100 0 0
Extra Space Storage Inc COM 30225T102 1,561 9,528 SH   DFND 7 9,528 0 0
Exxon Mobil Corp COM 30231G102 4,217 66,851 SH   DFND   66,851 0 0
Exxon Mobil Corp COM 30231G102 33,458 530,400 SH   DFND 6 521,200 0 9,200
Exxon Mobil Corp COM 30231G102 25,108 398,033 SH   DFND 7 279,492 0 118,541
F5 Networks Inc COM 315616102 254 1,359 SH   DFND 7 1,359 0 0
Facebook Inc CL A 30303M102 572 1,644 SH   DFND   1,644 0 0
Facebook Inc CL A 30303M102 268,606 772,500 SH   DFND 6 759,600 0 12,900
Facebook Inc CL A 30303M102 64,974 186,863 SH   DFND 7 87,936 0 98,927
Facebook Inc CL A 30303M102 184,448 530,464 SH   DFND 8 530,464 0 0
FactSet Research Systems Inc COM 303075105 6,199 18,471 SH   DFND 6 18,300 0 171
FactSet Research Systems Inc COM 303075105 96 286 SH   DFND 7 286 0 0
Fair Isaac Corp COM 303250104 8,797 17,500 SH   DFND 6 14,400 0 3,100
Fair Isaac Corp COM 303250104 196 389 SH   DFND 7 389 0 0
Fastenal Co COM 311900104 20 384 SH   DFND   384 0 0
Fastenal Co COM 311900104 37,027 712,064 SH   DFND 6 703,567 0 8,497
Fastenal Co COM 311900104 197 3,783 SH   DFND 7 3,783 0 0
Federal Realty Investment Trust SH BEN INT NEW 313747206 7,991 68,204 SH   DFND 10 68,204 0 0
Federal Realty Investment Trust SH BEN INT NEW 313747206 182 1,552 SH   DFND 7 1,552 0 0
Federated Hermes Inc CL B 314211103 1,078 31,800 SH   DFND 6 15,600 0 16,200
FedEx Corp COM 31428X106 49 163 SH   DFND   163 0 0
FedEx Corp COM 31428X106 6,116 20,500 SH   DFND 6 18,200 0 2,300
FedEx Corp COM 31428X106 900 3,018 SH   DFND 7 241 0 2,777
FedEx Corp COM 31428X106 6,837 22,919 SH   DFND 8 22,919 0 0
Ferguson PLC SHS G3421J106 0 2 SH   DFND   2 0 0
Ferguson PLC SHS G3421J106 33,363 239,092 SH   DFND 6 234,496 0 4,596
Ferguson PLC SHS G3421J106 40 284 SH   DFND 7 284 0 0
Ferguson PLC SHS G3421J106 2,687 19,257 SH   DFND 8 19,257 0 0
Ferrari NV COM N3167Y103 2,204 10,696 SH   DFND 6 10,696 0 0
Ferrari NV COM N3167Y103 310,245 1,505,680 SH   DFND 7 1,375,901 0 129,779
Fidelity National Information Services Inc COM 31620M106 60 425 SH   DFND   425 0 0
Fidelity National Information Services Inc COM 31620M106 21,945 154,900 SH   DFND 6 145,400 0 9,500
Fidelity National Information Services Inc COM 31620M106 48,376 341,467 SH   DFND 7 324,311 0 17,156
Fidelity National Information Services Inc COM 31620M106 108,779 767,835 SH   DFND 8 767,835 0 0
Fiesta Restaurant Group Inc COM 31660B101 232 17,300 SH   DFND 6 13,400 0 3,900
Fifth Third Bancorp COM 316773100 18 480 SH   DFND   480 0 0
Fifth Third Bancorp COM 316773100 1,472 38,500 SH   DFND 6 38,500 0 0
Fifth Third Bancorp COM 316773100 143 3,732 SH   DFND 7 3,732 0 0
First American Financial Corp COM 31847R102 18,749 300,700 SH   DFND 6 262,100 0 38,600
First Bancorp/Southern Pines NC COM 318910106 200 4,900 SH   DFND 6 0 0 4,900
First Citizens BancShares Inc/NC CL A 31946M103 416 500 SH   DFND 6 500 0 0
First Financial Bankshares Inc COM 32020R109 1,700 34,600 SH   DFND 6 29,900 0 4,700
First Horizon Corp COM 320517105 1,712 99,100 SH   DFND 6 84,400 0 14,700
First Republic Bank/CA COM 33616C100 23 122 SH   DFND   122 0 0
First Republic Bank/CA COM 33616C100 10,145 54,200 SH   DFND 6 53,800 0 400
First Republic Bank/CA COM 33616C100 255 1,365 SH   DFND 7 1,365 0 0
First Republic Bank/CA COM 33616C100 20,645 110,300 SH   DFND 8 110,300 0 0
FirstService Corp COM 33767E202 1,475 8,611 SH   DFND 7 0 0 8,611
First Solar Inc COM 336433107 8,454 93,400 SH   DFND 6 73,900 0 19,500
First Solar Inc COM 336433107 7,281 80,446 SH   DFND 8 80,446 0 0
Fiserv Inc COM 337738108 42 389 SH   DFND   389 0 0
Fiserv Inc COM 337738108 24,275 227,100 SH   DFND 6 220,800 0 6,300
Fiserv Inc COM 337738108 29,424 275,275 SH   DFND 7 256,157 0 19,118
Fiserv Inc COM 337738108 13,637 127,580 SH   DFND 8 127,580 0 0
Five9 Inc COM 338307101 94,812 516,995 SH   DFND 8 516,995 0 0
FleetCor Technologies Inc COM 339041105 14 55 SH   DFND   55 0 0
FleetCor Technologies Inc COM 339041105 7,759 30,300 SH   DFND 6 28,100 0 2,200
Flex Ltd ORD Y2573F102 5,336 298,600 SH   DFND 6 155,200 0 143,400
Floor & Decor Holdings Inc CL A 339750101 433 4,100 SH   DFND 6 4,100 0 0
Flowserve Corp COM 34354P105 2,645 65,600 SH   DFND 6 55,500 0 10,100
FMC Corp COM NEW 302491303 3,483 32,186 SH   DFND 6 32,186 0 0
FMC Corp COM NEW 302491303 179 1,658 SH   DFND 7 1,658 0 0
FNB Corp/PA COM 302520101 2,084 169,000 SH   DFND 6 46,700 0 122,300
Ford Motor Co COM 345370860 38 2,527 SH   DFND   2,527 0 0
Ford Motor Co COM 345370860 60,087 4,043,565 SH   DFND 6 3,952,065 0 91,500
Ford Motor Co COM 345370860 657 44,195 SH   DFND 7 44,195 0 0
FormFactor Inc COM 346375108 565 15,500 SH   DFND 6 0 0 15,500
Fortinet Inc COM 34959E109 21 87 SH   DFND   87 0 0
Fortinet Inc COM 34959E109 17,864 75,000 SH   DFND 6 74,200 0 800
Fortinet Inc COM 34959E109 639 2,681 SH   DFND 7 2,681 0 0
Fortive Corp COM 34959J108 15 214 SH   DFND   214 0 0
Fortive Corp COM 34959J108 181 2,600 SH   DFND 6 2,600 0 0
Fortive Corp COM 34959J108 94 1,341 SH   DFND 7 1,341 0 0
Fortive Corp COM 34959J108 2,839 40,712 SH   DFND 8 40,712 0 0
Fortive Corp NOTE 0.875% 2/1 34959JAK4 8,470 8,437,000 PRN   DFND 7 5,800,000 0 2,637,000
Fortune Brands Home & Security Inc COM 34964C106 2,309 23,179 SH   DFND 6 23,179 0 0
Fortune Brands Home & Security Inc COM 34964C106 246 2,468 SH   DFND 7 2,468 0 0
Fossil Group Inc COM 34988V106 203 14,200 SH   DFND 6 5,700 0 8,500
Fox Factory Holding Corp COM 35138V102 3,098 19,900 SH   DFND 6 15,900 0 4,000
Fox Factory Holding Corp COM 35138V102 6,621 42,534 SH   DFND 7 42,534 0 0
Franco-Nevada Corp COM 351858105 18 124 SH   DFND   124 0 0
Franco-Nevada Corp COM 351858105 2,118 14,600 SH   DFND 6 14,600 0 0
Franco-Nevada Corp COM 351858105 13,741 94,720 SH   DFND 7 94,340 0 380
Franklin Resources Inc COM 354613101 32,048 1,001,800 SH   DFND 6 935,600 0 66,200
Franklin Resources Inc COM 354613101 20 625 SH   DFND 7 625 0 0
Freeline Therapeutics Holdings PLC SPONSORED ADS 35655L107 4,529 555,755 SH   DFND 8 555,755 0 0
Freeport-McMoRan Inc CL B 35671D857 36 972 SH   DFND   972 0 0
Freeport-McMoRan Inc CL B 35671D857 3,332 89,800 SH   DFND 6 86,700 0 3,100
FTI Consulting Inc COM 302941109 5,656 41,400 SH   DFND 6 31,100 0 10,300
FutureFuel Corp COM 36116M106 96 10,000 SH   DFND 6 0 0 10,000
Gaming and Leisure Properties Inc COM 36467J108 6,665 143,856 SH   DFND 6 124,391 0 19,465
Gaming and Leisure Properties Inc COM 36467J108 198 4,272 SH   DFND 7 4,272 0 0
Garmin Ltd SHS H2906T109 14 95 SH   DFND   95 0 0
Garmin Ltd SHS H2906T109 9,786 67,657 SH   DFND 6 66,800 0 857
Garmin Ltd SHS H2906T109 293 2,023 SH   DFND 7 2,023 0 0
Gartner Inc COM 366651107 19,707 81,366 SH   DFND 6 80,166 0 1,200
Gartner Inc COM 366651107 289 1,195 SH   DFND 7 1,195 0 0
Generac Holdings Inc COM 368736104 18 43 SH   DFND   43 0 0
Generac Holdings Inc COM 368736104 58,744 141,500 SH   DFND 6 126,400 0 15,100
Generac Holdings Inc COM 368736104 216 521 SH   DFND 7 521 0 0
Generac Holdings Inc COM 368736104 5,228 12,593 SH   DFND 8 12,593 0 0
General Dynamics Corp COM 369550108 23 124 SH   DFND   124 0 0
General Dynamics Corp COM 369550108 885 4,700 SH   DFND 6 4,700 0 0
General Electric Co COM 369604103 78 5,771 SH   DFND   5,771 0 0
General Electric Co COM 369604103 8,514 633,000 SH   DFND 6 614,100 0 18,900
General Electric Co COM 369604103 9,416 700,064 SH   DFND 7 164,600 0 535,464
General Mills Inc COM 370334104 25 410 SH   DFND   410 0 0
General Mills Inc COM 370334104 43,309 710,800 SH   DFND 6 698,700 0 12,100
General Mills Inc COM 370334104 223 3,665 SH   DFND 7 3,665 0 0
General Motors Co COM 37045V100 50 853 SH   DFND   853 0 0
General Motors Co COM 37045V100 80,803 1,365,600 SH   DFND 6 1,273,500 0 92,100
General Motors Co COM 37045V100 663 11,207 SH   DFND 7 11,207 0 0
Genesco Inc COM 371532102 363 5,700 SH   DFND 6 2,400 0 3,300
Genpact Ltd SHS G3922B107 2,835 62,400 SH   DFND 6 54,600 0 7,800
Gentex Corp COM 371901109 4,169 125,978 SH   DFND 7 125,978 0 0
Gentex Corp COM 371901109 2,876 86,901 SH   DFND 8 86,901 0 0
Genuine Parts Co COM 372460105 51 400 SH   DFND 6 400 0 0
Genuine Parts Co COM 372460105 251 1,981 SH   DFND 7 1,981 0 0
Genworth Financial Inc COM CL A 37247D106 92 23,600 SH   DFND 6 0 0 23,600
G-III Apparel Group Ltd COM 36237H101 529 16,100 SH   DFND 6 6,100 0 10,000
Gildan Activewear Inc COM 375916103 2,799 75,800 SH   DFND 6 62,300 0 13,500
Gildan Activewear Inc COM 375916103 11 300 SH   DFND 7 300 0 0
Gilead Sciences Inc COM 375558103 56 810 SH   DFND   810 0 0
Gilead Sciences Inc COM 375558103 59,917 870,132 SH   DFND 6 804,232 0 65,900
Gilead Sciences Inc COM 375558103 2,481 36,023 SH   DFND 7 25,071 0 10,952
Gilead Sciences Inc COM 375558103 33,495 486,426 SH   DFND 8 486,426 0 0
Glacier Bancorp Inc COM 37637Q105 1,498 27,200 SH   DFND 6 23,500 0 3,700
Global Payments Inc COM 37940X102 39 208 SH   DFND   208 0 0
Global Payments Inc COM 37940X102 14,572 77,700 SH   DFND 6 72,700 0 5,000
Global Payments Inc COM 37940X102 39,302 209,565 SH   DFND 7 206,755 0 2,810
Global Payments Inc COM 37940X102 118,044 629,433 SH   DFND 8 629,433 0 0
Globant SA COM L44385109 3,748 17,099 SH   DFND 7 10,430 0 6,669
Globant SA COM L44385109 39,625 180,786 SH   DFND 8 180,786 0 0
Globe Life Inc COM 37959E102 714 7,500 SH   DFND 6 7,500 0 0
Globe Life Inc COM 37959E102 19 195 SH   DFND 7 195 0 0
Globus Medical Inc CL A 379577208 690 8,900 SH   DFND 6 8,900 0 0
Globus Medical Inc CL A 379577208 3,682 47,493 SH   DFND 7 33,239 0 14,254
Globus Medical Inc CL A 379577208 109,741 1,415,471 SH   DFND 8 1,415,471 0 0
GoDaddy Inc CL A 380237107 17,816 204,879 SH   DFND 8 204,879 0 0
Goldman Sachs Group Inc/The COM 38141G104 104 273 SH   DFND   273 0 0
Goldman Sachs Group Inc/The COM 38141G104 12,562 33,100 SH   DFND 6 29,600 0 3,500
Goldman Sachs Group Inc/The COM 38141G104 7,608 20,045 SH   DFND 7 8,910 0 11,135
GoPro Inc CL A 38268T103 361 31,000 SH   DFND 6 13,400 0 17,600
Graham Holdings Co COM CL B 384637104 697 1,100 SH   DFND 6 100 0 1,000
Grand Canyon Education Inc COM 38526M106 4,651 51,700 SH   DFND 8 51,700 0 0
Gray Television Inc COM 389375106 1,032 44,100 SH   DFND 6 44,100 0 0
Greif Inc CL A 397624107 2,307 38,100 SH   DFND 6 26,900 0 11,200
Griffon Corp COM 398433102 738 28,800 SH   DFND 6 17,800 0 11,000
Group 1 Automotive Inc COM 398905109 3,984 25,800 SH   DFND 6 21,300 0 4,500
Groupon Inc COM NEW 399473206 1,367 31,680 SH   DFND 6 28,905 0 2,775
Guardant Health Inc COM 40131M109 16,616 133,796 SH   DFND 8 133,796 0 0
Guess Inc COM 401617105 3,857 146,100 SH   DFND 6 129,700 0 16,400
Hackett Group Inc/The COM 404609109 2,229 123,700 SH   DFND 6 120,200 0 3,500
Halliburton Co COM 406216101 6,797 294,009 SH   DFND 7 289,019 0 4,990
Hanesbrands Inc COM 410345102 10,278 550,500 SH   DFND 6 498,000 0 52,500
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 8,519 151,713 SH   DFND 7 0 0 151,713
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 24,607 438,240 SH   DFND 8 438,240 0 0
Hartford Financial Services Group Inc/The COM 416515104 15 245 SH   DFND   245 0 0
Hartford Financial Services Group Inc/The COM 416515104 10,033 161,900 SH   DFND 6 159,400 0 2,500
Hartford Financial Services Group Inc/The COM 416515104 197 3,181 SH   DFND 7 3,181 0 0
HCA Healthcare Inc COM 40412C101 37 180 SH   DFND   180 0 0
HCA Healthcare Inc COM 40412C101 17,718 85,700 SH   DFND 6 84,200 0 1,500
HCA Healthcare Inc COM 40412C101 76 369 SH   DFND 7 369 0 0
HCA Healthcare Inc COM 40412C101 27,458 132,814 SH   DFND 8 132,814 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 8,936 122,212 SH   DFND   122,212 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 29,166 398,873 SH   DFND 7 330,409 0 68,464
HDFC Bank Ltd SPONSORED ADS 40415F101 36,549 499,847 SH   DFND 8 499,847 0 0
Healthcare Realty Trust Inc COM 421946104 1,510 50,000 SH   DFND 10 50,000 0 0
Healthcare Realty Trust Inc COM 421946104 39 1,290 SH   DFND 7 1,290 0 0
Healthpeak Properties Inc COM 42250P103 959 28,800 SH   DFND 6 28,800 0 0
Healthpeak Properties Inc COM 42250P103 664 19,934 SH   DFND 7 19,934 0 0
HEICO Corp COM 422806109 15,078 108,146 SH   DFND 8 108,146 0 0
Helix Energy Solutions Group Inc COM 42330P107 2,774 485,800 SH   DFND 6 448,500 0 37,300
Hemisphere Media Group Inc CL A 42365Q103 124 10,500 SH   DFND 6 10,500 0 0
Henry Schein Inc COM 806407102 23,429 315,800 SH   DFND 6 272,500 0 43,300
Henry Schein Inc COM 806407102 267 3,599 SH   DFND 7 3,599 0 0
Herbalife Nutrition Ltd COM SHS G4412G101 269 5,100 SH   DFND 6 5,100 0 0
Herman Miller Inc COM 600544100 6,755 143,300 SH   DFND 6 128,600 0 14,700
Hershey Co/The COM 427866108 17 98 SH   DFND   98 0 0
Hershey Co/The COM 427866108 15,933 91,476 SH   DFND 6 90,500 0 976
Hershey Co/The COM 427866108 310 1,782 SH   DFND 7 1,782 0 0
Hess Corp COM 42809H107 16 185 SH   DFND   185 0 0
Hess Corp COM 42809H107 795 9,099 SH   DFND 7 9,099 0 0
Hess Corp COM 42809H107 8,010 91,727 SH   DFND 8 91,727 0 0
Hewlett Packard Enterprise Co COM 42824C109 13 873 SH   DFND   873 0 0
Hewlett Packard Enterprise Co COM 42824C109 49,199 3,374,400 SH   DFND 6 3,278,300 0 96,100
Hewlett Packard Enterprise Co COM 42824C109 406 27,818 SH   DFND 7 27,818 0 0
Hibbett Inc COM 428567101 502 5,600 SH   DFND 6 2,200 0 3,400
Hillenbrand Inc COM 431571108 1,984 45,000 SH   DFND 6 31,700 0 13,300
Hill-Rom Holdings Inc COM 431475102 12,234 107,700 SH   DFND 6 86,200 0 21,500
Hill-Rom Holdings Inc COM 431475102 20,541 180,838 SH   DFND 8 180,838 0 0
Hilton Worldwide Holdings Inc COM 43300A203 23 192 SH   DFND   192 0 0
Hilton Worldwide Holdings Inc COM 43300A203 2,231 18,500 SH   DFND 6 13,400 0 5,100
Hilton Worldwide Holdings Inc COM 43300A203 26 214 SH   DFND 7 214 0 0
HollyFrontier Corp COM 436106108 2,787 84,700 SH   DFND 6 57,000 0 27,700
Hologic Inc COM 436440101 2,675 40,100 SH   DFND 6 40,100 0 0
Hologic Inc COM 436440101 266 3,991 SH   DFND 7 3,991 0 0
Hologic Inc COM 436440101 21,447 321,443 SH   DFND 8 321,443 0 0
Home Depot Inc/The COM 437076102 227 712 SH   DFND   712 0 0
Home Depot Inc/The COM 437076102 113,295 355,280 SH   DFND 6 343,100 0 12,180
Home Depot Inc/The COM 437076102 50,581 158,615 SH   DFND 7 89,284 0 69,331
Home Depot Inc/The COM 437076102 3,906 12,250 SH   DFND 8 12,250 0 0
Honeywell International Inc COM 438516106 104 472 SH   DFND   472 0 0
Honeywell International Inc COM 438516106 41,523 189,300 SH   DFND 6 188,100 0 1,200
Honeywell International Inc COM 438516106 23,699 108,042 SH   DFND 7 55,373 0 52,669
Horizon Technology Finance Corp COM 44045A102 218 12,600 SH   DFND 6 9,600 0 3,000
Horizon Therapeutics Plc SHS G46188101 14 147 SH   DFND   147 0 0
Horizon Therapeutics Plc SHS G46188101 220 2,347 SH   DFND 7 2,347 0 0
Horizon Therapeutics Plc SHS G46188101 62,814 670,806 SH   DFND 8 670,806 0 0
Hormel Foods Corp COM 440452100 5,668 118,700 SH   DFND 6 118,700 0 0
Hormel Foods Corp COM 440452100 301 6,298 SH   DFND 7 6,298 0 0
Host Hotels & Resorts Inc COM 44107P104 30,492 1,784,213 SH   DFND 10 1,784,213 0 0
Host Hotels & Resorts Inc COM 44107P104 488 28,557 SH   DFND 7 28,557 0 0
Houlihan Lokey Inc CL A 441593100 703 8,600 SH   DFND 6 0 0 8,600
HP Inc COM 40434L105 28 938 SH   DFND   938 0 0
HP Inc COM 40434L105 62,889 2,083,100 SH   DFND 6 2,057,300 0 25,800
HP Inc COM 40434L105 861 28,507 SH   DFND 7 28,507 0 0
H&R Block Inc COM 093671105 2,087 88,900 SH   DFND 6 24,000 0 64,900
Hub Group Inc CL A 443320106 304 4,600 SH   DFND 6 0 0 4,600
HubSpot Inc COM 443573100 18 31 SH   DFND   31 0 0
HubSpot Inc COM 443573100 221 380 SH   DFND 7 380 0 0
HubSpot Inc COM 443573100 59,065 101,361 SH   DFND 8 101,361 0 0
Hudbay Minerals Inc COM 443628102 952 142,900 SH   DFND 6 142,900 0 0
Humana Inc COM 444859102 39 88 SH   DFND   88 0 0
Humana Inc COM 444859102 35,815 80,897 SH   DFND 6 80,197 0 700
Humana Inc COM 444859102 121 273 SH   DFND 7 273 0 0
Huntington Bancshares Inc/OH COM 446150104 381 26,671 SH   DFND 7 26,671 0 0
Huntington Ingalls Industries Inc COM 446413106 5,142 24,400 SH   DFND 6 24,400 0 0
Huntington Ingalls Industries Inc COM 446413106 12 59 SH   DFND 7 59 0 0
Huntsman Corp COM 447011107 9,208 347,200 SH   DFND 6 290,000 0 57,200
Huron Consulting Group Inc COM 447462102 2,222 45,200 SH   DFND 6 40,200 0 5,000
Hyatt Hotels Corp COM CL A 448579102 342 4,400 SH   DFND 6 0 0 4,400
IAC/InterActiveCorp COM NEW 44891N208 8 55 SH   DFND   55 0 0
IAC/InterActiveCorp COM NEW 44891N208 225 1,458 SH   DFND 7 1,458 0 0
IAMGOLD Corp COM 450913108 82 27,900 SH   DFND 6 0 0 27,900
ICF International Inc COM 44925C103 4,349 49,500 SH   DFND 6 43,400 0 6,100
ICON PLC SHS G4705A100 10,290 49,781 SH   DFND 7 49,781 0 0
Ideaya Biosciences Inc COM 45166A102 5,040 240,107 SH   DFND 8 240,107 0 0
IDEX Corp COM 45167R104 12,939 58,800 SH   DFND 6 58,400 0 400
IDEX Corp COM 45167R104 181 824 SH   DFND 7 824 0 0
IDEX Corp COM 45167R104 22,659 102,971 SH   DFND 8 102,971 0 0
IDEXX Laboratories Inc COM 45168D104 36 57 SH   DFND   57 0 0
IDEXX Laboratories Inc COM 45168D104 37,455 59,306 SH   DFND 6 58,200 0 1,106
IDEXX Laboratories Inc COM 45168D104 379 600 SH   DFND 7 600 0 0
IDT Corp CL B NEW 448947507 569 15,400 SH   DFND 6 9,800 0 5,600
IHS Markit Ltd SHS G47567105 183 1,627 SH   DFND 7 1,627 0 0
IHS Markit Ltd SHS G47567105 563 5,000 SH   DFND 8 5,000 0 0
Illinois Tool Works Inc COM 452308109 47 209 SH   DFND   209 0 0
Illinois Tool Works Inc COM 452308109 65,771 294,200 SH   DFND 6 287,900 0 6,300
Illinois Tool Works Inc COM 452308109 219 979 SH   DFND 7 979 0 0
Illumina Inc COM 452327109 47 100 SH   DFND   100 0 0
Illumina Inc COM 452327109 7,287 15,400 SH   DFND 6 14,000 0 1,400
Illumina Inc COM 452327109 69 146 SH   DFND 7 146 0 0
Illumina Inc COM 452327109 86,565 182,932 SH   DFND 8 182,932 0 0
Illumina Inc NOTE 8/1 452327AK5 16,173 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
Imperial Oil Ltd COM NEW 453038408 211 6,930 SH   DFND 7 6,930 0 0
Incyte Corp COM 45337C102 147 1,750 SH   DFND 7 1,750 0 0
Incyte Corp COM 45337C102 16,406 195,008 SH   DFND 8 195,008 0 0
Infosys Ltd SPONSORED ADR 456788108 5,382 254,000 SH   DFND   254,000 0 0
Infosys Ltd SPONSORED ADR 456788108 32,510 1,534,212 SH   DFND 7 1,244,500 0 289,712
Ingersoll Rand Inc COM 45687V106 182 3,734 SH   DFND 7 3,734 0 0
Ingersoll Rand Inc COM 45687V106 2,099 43,000 SH   DFND 8 43,000 0 0
Ingles Markets Inc CL A 457030104 3,269 56,100 SH   DFND 6 49,100 0 7,000
Ingredion Inc COM 457187102 5,655 62,491 SH   DFND 6 51,091 0 11,400
Innospec Inc COM 45768S105 825 9,100 SH   DFND 6 9,100 0 0
Innovative Industrial Properties Inc COM 45781V101 5,654 29,600 SH   DFND 10 29,600 0 0
Innoviva Inc COM 45781M101 1,235 92,100 SH   DFND 6 92,100 0 0
Insmed Inc COM PAR $.01 457669307 17,885 628,428 SH   DFND 8 628,428 0 0
Insulet Corp COM 45784P101 13 47 SH   DFND   47 0 0
Insulet Corp COM 45784P101 231 843 SH   DFND 7 843 0 0
Insulet Corp NOTE 0.375% 9/0 45784PAK7 12,445 9,151,000 PRN   DFND 7 7,435,000 0 1,716,000
Integer Holdings Corp COM 45826H109 5,106 54,200 SH   DFND 6 41,000 0 13,200
Intel Corp COM 458140100 158 2,806 SH   DFND   2,806 0 0
Intel Corp COM 458140100 99,810 1,777,874 SH   DFND 6 1,701,900 0 75,974
Intel Corp COM 458140100 6,059 107,930 SH   DFND 7 71,190 0 36,740
Intellia Therapeutics Inc COM 45826J105 5,988 36,986 SH   DFND 8 36,986 0 0
Intercontinental Exchange Inc COM 45866F104 45 380 SH   DFND   380 0 0
Intercontinental Exchange Inc COM 45866F104 51,172 431,100 SH   DFND 6 427,200 0 3,900
Intercontinental Exchange Inc COM 45866F104 96 807 SH   DFND 7 807 0 0
Intercontinental Exchange Inc COM 45866F104 41,146 346,635 SH   DFND 8 346,635 0 0
International Business Machines Corp COM 459200101 87 595 SH   DFND   595 0 0
International Business Machines Corp COM 459200101 40,488 276,200 SH   DFND 6 274,300 0 1,900
International Business Machines Corp COM 459200101 690 4,707 SH   DFND 7 4,431 0 276
International Paper Co COM 460146103 15 247 SH   DFND   247 0 0
International Paper Co COM 460146103 234 3,810 SH   DFND 7 3,810 0 0
Interpublic Group of Cos Inc/The COM 460690100 1,218 37,500 SH   DFND 6 37,500 0 0
Interpublic Group of Cos Inc/The COM 460690100 16 500 SH   DFND 7 500 0 0
Intuit Inc COM 461202103 87 178 SH   DFND   178 0 0
Intuit Inc COM 461202103 75,801 154,642 SH   DFND 6 151,800 0 2,842
Intuit Inc COM 461202103 335 683 SH   DFND 7 683 0 0
Intuit Inc COM 461202103 27,789 56,692 SH   DFND 8 56,692 0 0
Intuitive Surgical Inc COM NEW 46120E602 73 79 SH   DFND   79 0 0
Intuitive Surgical Inc COM NEW 46120E602 32,555 35,400 SH   DFND 6 34,100 0 1,300
Intuitive Surgical Inc COM NEW 46120E602 45,198 49,148 SH   DFND 7 31,932 0 17,216
Intuitive Surgical Inc COM NEW 46120E602 226,128 245,887 SH   DFND 8 245,887 0 0
Invacare Corp COM 461203101 101 12,500 SH   DFND 6 12,500 0 0
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103 1,532 13,825 SH   DFND   13,825 0 0
Invesco Ltd SHS G491BT108 14,824 554,600 SH   DFND 6 511,900 0 42,700
Invesco Ltd SHS G491BT108 19 716 SH   DFND 7 716 0 0
Invitation Homes Inc COM 46187W107 44,437 1,191,651 SH   DFND 10 1,191,651 0 0
Invitation Homes Inc COM 46187W107 2,450 65,700 SH   DFND 6 65,700 0 0
Invitation Homes Inc COM 46187W107 1,027 27,537 SH   DFND 7 27,537 0 0
IPG Photonics Corp COM 44980X109 101,277 480,511 SH   DFND 8 480,511 0 0
iQIYI Inc SPONSORED ADS 46267X108 17 1,119 SH   DFND   1,119 0 0
iQIYI Inc SPONSORED ADS 46267X108 7,968 511,400 SH   DFND 6 511,400 0 0
IQVIA Holdings Inc COM 46266C105 31 129 SH   DFND   129 0 0
IQVIA Holdings Inc COM 46266C105 2,199 9,073 SH   DFND 7 137 0 8,936
IQVIA Holdings Inc COM 46266C105 11,536 47,606 SH   DFND 8 47,606 0 0
iRhythm Technologies Inc COM 450056106 2,090 31,507 SH   DFND 7 31,507 0 0
iRobot Corp COM 462726100 934 10,000 SH   DFND 6 5,400 0 4,600
Iron Mountain Inc COM 46284V101 21,503 508,100 SH   DFND 6 477,400 0 30,700
Iron Mountain Inc COM 46284V101 13 300 SH   DFND 7 300 0 0
Ironwood Pharmaceuticals Inc COM CL A 46333X108 5,571 432,900 SH   DFND 6 386,200 0 46,700
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,381 29,972 SH   DFND   29,972 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 4,958 66,231 SH   DFND   66,231 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 15,549 232,111 SH   DFND   232,111 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 8,578 19,952 SH   DFND   19,952 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 8,692 64,691 SH   DFND   64,691 0 0
iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655 1,462 6,373 SH   DFND   6,373 0 0
iShares S&P GSCI Commodity Indexed Trust UNIT BEN INT 46428R107 238 14,800 SH   DFND   0 0 14,800
iTeos Therapeutics Inc COM 46565G104 5,345 208,388 SH   DFND 8 208,388 0 0
Itron Inc COM 465741106 1,201 12,009 SH   DFND 7 12,009 0 0
Itron Inc COM 465741106 15,411 154,138 SH   DFND 8 154,138 0 0
Jabil Inc COM 466313103 802 13,800 SH   DFND 6 12,100 0 1,700
Jack Henry & Associates Inc COM 426281101 16,776 102,600 SH   DFND 6 99,000 0 3,600
Jack Henry & Associates Inc COM 426281101 296 1,813 SH   DFND 7 1,813 0 0
Jack in the Box Inc COM 466367109 6,308 56,600 SH   DFND 6 48,100 0 8,500
Jacobs Engineering Group Inc COM 469814107 27,551 206,500 SH   DFND 6 206,000 0 500
Jacobs Engineering Group Inc COM 469814107 303 2,273 SH   DFND 7 2,273 0 0
Jazz Pharmaceuticals PLC NOTE 1.500% 8/1 472145AD3 12,828 11,576,000 PRN   DFND 7 9,835,000 0 1,741,000
Jazz Pharmaceuticals PLC SHS USD G50871105 3,304 18,600 SH   DFND 6 18,600 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 12 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 35,265 198,518 SH   DFND 8 198,518 0 0
JB Hunt Transport Services Inc COM 445658107 311 1,906 SH   DFND 7 1,906 0 0
JD.com Inc SPON ADR CL A 47215P106 347 4,342 SH   DFND   4,342 0 0
JD.com Inc SPON ADR CL A 47215P106 31,892 399,600 SH   DFND 6 399,600 0 0
JetBlue Airways Corp COM 477143101 1,170 69,700 SH   DFND 6 54,200 0 15,500
J M Smucker Co/The COM NEW 832696405 24,709 190,700 SH   DFND 6 174,900 0 15,800
J M Smucker Co/The COM NEW 832696405 350 2,703 SH   DFND 7 2,703 0 0
Johnson Controls International plc SHS G51502105 33 483 SH   DFND   483 0 0
Johnson Controls International plc SHS G51502105 26,429 385,100 SH   DFND 6 377,600 0 7,500
Johnson Controls International plc SHS G51502105 2,492 36,312 SH   DFND 7 4,027 0 32,285
Johnson Controls International plc SHS G51502105 4,201 61,208 SH   DFND 8 61,208 0 0
Johnson & Johnson COM 478160104 289 1,754 SH   DFND   1,754 0 0
Johnson & Johnson COM 478160104 147,601 895,966 SH   DFND 6 885,066 0 10,900
Johnson & Johnson COM 478160104 14,499 88,011 SH   DFND 7 51,000 0 37,011
Johnson Outdoors Inc CL A 479167108 1,694 13,996 SH   DFND 6 11,654 0 2,342
Jones Lang LaSalle Inc COM 48020Q107 4,378 22,400 SH   DFND 6 16,000 0 6,400
Jounce Therapeutics Inc COM 481116101 137 20,200 SH   DFND 6 13,500 0 6,700
JOYY Inc ADS REPSTG COM A 46591M109 21 313 SH   DFND   313 0 0
JOYY Inc ADS REPSTG COM A 46591M109 99 1,500 SH   DFND 6 1,500 0 0
JPMorgan Chase & Co COM 46625H100 337 2,166 SH   DFND   2,166 0 0
JPMorgan Chase & Co COM 46625H100 101,754 654,200 SH   DFND 6 600,800 0 53,400
JPMorgan Chase & Co COM 46625H100 30,904 198,686 SH   DFND 7 94,080 0 104,606
Kadmon Holdings Inc COM 48283N106 2,881 744,440 SH   DFND 8 744,440 0 0
Kansas City Southern COM NEW 485170302 18 62 SH   DFND   62 0 0
Kansas City Southern COM NEW 485170302 1,275 4,500 SH   DFND 10 4,500 0 0
Kansas City Southern COM NEW 485170302 6,147 21,691 SH   DFND 6 21,391 0 300
Kansas City Southern COM NEW 485170302 41 146 SH   DFND 7 146 0 0
KAR Auction Services Inc COM 48238T109 493 28,100 SH   DFND 6 14,900 0 13,200
Karuna Therapeutics Inc COM 48576A100 8,079 70,873 SH   DFND 8 70,873 0 0
KB Financial Group Inc SPONSORED ADR 48241A105 717 14,538 SH   DFND 7 0 0 14,538
KE Holdings Inc SPONSORED ADS 482497104 72 1,500 SH   DFND   1,500 0 0
KE Holdings Inc SPONSORED ADS 482497104 526 11,039 SH   DFND 7 0 0 11,039
Kellogg Co COM 487836108 60,280 937,049 SH   DFND 6 901,749 0 35,300
Kellogg Co COM 487836108 224 3,486 SH   DFND 7 3,486 0 0
Kensington Capital Acquisition Corp II UNIT 99/99/9999 49006L203 1,575 151,469 SH   DFND   151,469 0 0
Keurig Dr Pepper Inc COM 49271V100 6,269 177,900 SH   DFND 6 175,500 0 2,400
Keurig Dr Pepper Inc COM 49271V100 134 3,813 SH   DFND 7 3,813 0 0
KeyCorp COM 493267108 14 656 SH   DFND   656 0 0
KeyCorp COM 493267108 33,284 1,611,800 SH   DFND 6 1,517,900 0 93,900
KeyCorp COM 493267108 332 16,067 SH   DFND 7 16,067 0 0
Keysight Technologies Inc COM 49338L103 20 129 SH   DFND   129 0 0
Keysight Technologies Inc COM 49338L103 1,035 6,700 SH   DFND 6 6,700 0 0
Keysight Technologies Inc COM 49338L103 4,375 28,336 SH   DFND 7 26,746 0 1,590
Keysight Technologies Inc COM 49338L103 1,513 9,800 SH   DFND 8 9,800 0 0
Kforce Inc COM 493732101 925 14,700 SH   DFND 6 9,800 0 4,900
Kilroy Realty Corp COM 49427F108 6,017 86,400 SH   DFND 6 75,300 0 11,100
Kilroy Realty Corp COM 49427F108 135 1,935 SH   DFND 7 1,935 0 0
Kimberly-Clark Corp COM 494368103 30 225 SH   DFND   225 0 0
Kimberly-Clark Corp COM 494368103 43,981 328,754 SH   DFND 6 325,858 0 2,896
Kimberly-Clark Corp COM 494368103 153 1,140 SH   DFND 7 1,140 0 0
Kimco Realty Corp COM 49446R109 18,881 905,559 SH   DFND 10 905,559 0 0
Kimco Realty Corp COM 49446R109 434 20,805 SH   DFND 7 20,805 0 0
Kinder Morgan Inc COM 49456B101 25 1,358 SH   DFND   1,358 0 0
Kinder Morgan Inc COM 49456B101 3,719 204,000 SH   DFND 6 45,900 0 158,100
Kinder Morgan Inc COM 49456B101 1,154 63,304 SH   DFND 7 63,304 0 0
Kingsoft Cloud Holdings Ltd ADS 49639K101 577 17,000 SH   DFND   17,000 0 0
Kingsoft Cloud Holdings Ltd ADS 49639K101 876 25,822 SH   DFND 7 0 0 25,822
Kinross Gold Corp COM 496902404 2,546 401,000 SH   DFND 6 350,500 0 50,500
Kinross Gold Corp COM 496902404 10 1,600 SH   DFND 7 1,600 0 0
Kinsale Capital Group Inc COM 49714P108 972 5,900 SH   DFND 6 1,000 0 4,900
KLA Corp COM NEW 482480100 35 109 SH   DFND   109 0 0
KLA Corp COM NEW 482480100 8,592 26,500 SH   DFND 6 25,900 0 600
KLA Corp COM NEW 482480100 9,997 30,835 SH   DFND 7 29,583 0 1,252
Kontoor Brands Inc COM 50050N103 4,344 77,000 SH   DFND 6 63,200 0 13,800
Kontoor Brands Inc COM 50050N103 4 68 SH   DFND 7 68 0 0
Kraft Heinz Co/The COM 500754106 18 443 SH   DFND   443 0 0
Kraft Heinz Co/The COM 500754106 16,774 411,326 SH   DFND 6 398,626 0 12,700
Kraft Heinz Co/The COM 500754106 453 11,098 SH   DFND 7 11,098 0 0
Kroger Co/The COM 501044101 20 510 SH   DFND   510 0 0
Kroger Co/The COM 501044101 58,630 1,530,400 SH   DFND 6 1,482,400 0 48,000
Kroger Co/The COM 501044101 523 13,640 SH   DFND 7 13,640 0 0
Kulicke & Soffa Industries Inc COM 501242101 386 6,300 SH   DFND 6 6,300 0 0
Kura Oncology Inc COM 50127T109 3,419 163,957 SH   DFND 8 163,957 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 18 64 SH   DFND   64 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 11,144 40,400 SH   DFND 6 40,000 0 400
Laboratory Corp of America Holdings COM NEW 50540R409 103 375 SH   DFND 7 375 0 0
Lamar Advertising Co CL A 512816109 4,856 46,500 SH   DFND 6 39,500 0 7,000
Lam Research Corp COM 512807108 66 101 SH   DFND   101 0 0
Lam Research Corp COM 512807108 26,028 40,000 SH   DFND 6 35,700 0 4,300
Lam Research Corp COM 512807108 692 1,063 SH   DFND 7 801 0 262
Las Vegas Sands Corp COM 517834107 12 225 SH   DFND   225 0 0
Las Vegas Sands Corp COM 517834107 7,071 134,200 SH   DFND 6 125,200 0 9,000
Las Vegas Sands Corp COM 517834107 1,403 26,635 SH   DFND 7 3,516 0 23,119
Las Vegas Sands Corp COM 517834107 27,982 531,068 SH   DFND 8 531,068 0 0
Lattice Semiconductor Corp COM 518415104 23,259 414,000 SH   DFND 8 414,000 0 0
LAVA Therapeutics NV SHS N51517105 2,401 220,663 SH   DFND 8 220,663 0 0
LCI Industries COM 50189K103 946 7,200 SH   DFND 6 7,200 0 0
LCI Industries COM 50189K103 5,877 44,721 SH   DFND 7 44,721 0 0
Lear Corp COM NEW 521865204 1,192 6,800 SH   DFND 6 4,900 0 1,900
Lear Corp COM NEW 521865204 290 1,655 SH   DFND 7 1,655 0 0
Leidos Holdings Inc COM 525327102 32,403 320,500 SH   DFND 6 305,900 0 14,600
Leidos Holdings Inc COM 525327102 19 188 SH   DFND 7 188 0 0
LendingClub Corp COM NEW 52603A208 1,635 90,200 SH   DFND 6 90,200 0 0
Lennar Corp CL A 526057104 18 182 SH   DFND   182 0 0
Lennar Corp CL A 526057104 3,080 31,000 SH   DFND 6 29,400 0 1,600
Lennar Corp CL A 526057104 571 5,745 SH   DFND 7 5,745 0 0
Lennox International Inc COM 526107107 10,664 30,400 SH   DFND 6 30,400 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302 1,310 285,500 SH   DFND 6 244,900 0 40,600
LGI Homes Inc COM 50187T106 3,255 20,100 SH   DFND 6 13,900 0 6,200
LHC Group Inc COM 50187A107 20,764 103,687 SH   DFND 8 103,687 0 0
Liberty Global PLC SHS CL A G5480U104 530 19,500 SH   DFND 6 0 0 19,500
Liberty Global PLC SHS CL A G5480U104 8 300 SH   DFND 7 300 0 0
Limoneira Co COM 532746104 4,741 270,137 SH   DFND 7 187,139 0 82,998
Lincoln National Corp COM 534187109 6,912 110,000 SH   DFND 6 110,000 0 0
Lincoln National Corp COM 534187109 38 603 SH   DFND 7 603 0 0
Lindblad Expeditions Holdings Inc COM 535219109 735 45,925 SH   DFND 6 39,225 0 6,700
Linde PLC SHS G5494J103 102 352 SH   DFND   352 0 0
Linde PLC SHS G5494J103 26,048 90,100 SH   DFND 6 77,700 0 12,400
Linde PLC SHS G5494J103 148,202 512,634 SH   DFND 7 381,538 0 131,096
Linde PLC SHS G5494J103 83,088 287,402 SH   DFND 8 43,632 0 243,770
Live Nation Entertainment Inc COM 538034109 3,653 41,700 SH   DFND 6 40,500 0 1,200
Live Nation Entertainment Inc COM 538034109 17 189 SH   DFND 7 189 0 0
LivePerson Inc COM 538146101 8,608 136,111 SH   DFND 7 136,111 0 0
LKQ Corp COM 501889208 9,056 184,000 SH   DFND 6 180,300 0 3,700
LKQ Corp COM 501889208 358 7,282 SH   DFND 7 7,282 0 0
Lockheed Martin Corp COM 539830109 47 123 SH   DFND   123 0 0
Lockheed Martin Corp COM 539830109 1,967 5,200 SH   DFND 6 5,200 0 0
Loews Corp COM 540424108 93 1,700 SH   DFND 6 1,700 0 0
Loews Corp COM 540424108 227 4,160 SH   DFND 7 4,160 0 0
Logitech International SA SHS H50430232 3,641 30,114 SH   DFND 6 28,939 0 1,175
Logitech International SA SHS H50430232 52,826 436,864 SH   DFND 7 145,814 0 291,050
Louisiana-Pacific Corp COM 546347105 11,202 185,800 SH   DFND 6 142,900 0 42,900
Lowe's Cos Inc COM 548661107 95 490 SH   DFND   490 0 0
Lowe's Cos Inc COM 548661107 91,260 470,485 SH   DFND 6 444,300 0 26,185
Lowe's Cos Inc COM 548661107 1,764 9,096 SH   DFND 7 3,480 0 5,616
LPL Financial Holdings Inc COM 50212V100 2,565 19,000 SH   DFND 6 19,000 0 0
LTC Properties Inc COM 502175102 17,726 461,738 SH   DFND 10 461,738 0 0
LTC Properties Inc COM 502175102 103 2,687 SH   DFND 7 2,687 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102 10,085 892,475 SH   DFND 7 892,475 0 0
Lululemon Athletica Inc COM 550021109 32 87 SH   DFND   87 0 0
Lululemon Athletica Inc COM 550021109 3,175 8,700 SH   DFND 6 7,600 0 1,100
Lululemon Athletica Inc COM 550021109 144 395 SH   DFND 7 395 0 0
Lululemon Athletica Inc COM 550021109 24,152 66,174 SH   DFND 8 66,174 0 0
Lumen Technologies Inc COM 550241103 17,359 1,277,300 SH   DFND 6 1,147,200 0 130,100
Lumen Technologies Inc COM 550241103 17 1,271 SH   DFND 7 1,271 0 0
Lument Finance Trust Inc COM 55025L108 14,065 3,340,780 SH   DFND   3,340,780 0 0
Lumentum Holdings Inc COM 55024U109 52,973 645,779 SH   DFND 8 645,779 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1 5,168 4,767,000 PRN   DFND 7 3,789,000 0 978,000
LyondellBasell Industries NV SHS - A - N53745100 18 179 SH   DFND   179 0 0
LyondellBasell Industries NV SHS - A - N53745100 9,690 94,200 SH   DFND 6 92,100 0 2,100
LyondellBasell Industries NV SHS - A - N53745100 5,394 52,436 SH   DFND 7 2,498 0 49,938
MacroGenics Inc COM 556099109 2,756 102,600 SH   DFND 6 90,600 0 12,000
Madison Square Garden Sports Corp CL A 55825T103 1,553 9,000 SH   DFND 6 7,600 0 1,400
Magic Software Enterprises Ltd ORD 559166103 1,458 89,822 SH   DFND 6 80,522 0 9,300
Magna International Inc COM 559222401 18 192 SH   DFND   192 0 0
Magna International Inc COM 559222401 9,613 103,766 SH   DFND 7 45,148 0 58,618
Magnolia Oil & Gas Corp CL A 559663109 1,480 94,700 SH   DFND 6 68,700 0 26,000
Malibu Boats Inc COM CL A 56117J100 4,033 55,000 SH   DFND 6 49,800 0 5,200
ManpowerGroup Inc COM 56418H100 7,682 64,601 SH   DFND 6 52,200 0 12,401
Manulife Financial Corp COM 56501R106 25 1,278 SH   DFND   1,278 0 0
Manulife Financial Corp COM 56501R106 28,294 1,436,223 SH   DFND 6 1,243,823 0 192,400
Manulife Financial Corp COM 56501R106 44 2,232 SH   DFND 7 2,232 0 0
Marathon Oil Corp COM 565849106 9,010 661,500 SH   DFND 6 622,900 0 38,600
Marathon Petroleum Corp COM 56585A102 26 428 SH   DFND   428 0 0
Marathon Petroleum Corp COM 56585A102 12,833 212,400 SH   DFND 6 195,900 0 16,500
Marathon Petroleum Corp COM 56585A102 2,395 39,645 SH   DFND 7 39,645 0 0
Marcus Corp/The COM 566330106 2,168 102,200 SH   DFND 6 92,700 0 9,500
MarineMax Inc COM 567908108 278 5,700 SH   DFND 6 600 0 5,100
Markel Corp COM 570535104 5,008 4,220 SH   DFND 6 4,220 0 0
Markel Corp COM 570535104 95 80 SH   DFND 7 80 0 0
MarketAxess Holdings Inc COM 57060D108 5,239 11,300 SH   DFND 6 11,200 0 100
MarketAxess Holdings Inc COM 57060D108 164 353 SH   DFND 7 353 0 0
Marriott International Inc/MD CL A 571903202 26 190 SH   DFND   190 0 0
Marriott International Inc/MD CL A 571903202 273 2,000 SH   DFND 6 0 0 2,000
Marriott International Inc/MD CL A 571903202 53 387 SH   DFND 7 387 0 0
Marsh & McLennan Cos Inc COM 571748102 48 343 SH   DFND   343 0 0
Marsh & McLennan Cos Inc COM 571748102 31,836 226,300 SH   DFND 6 217,000 0 9,300
Marsh & McLennan Cos Inc COM 571748102 115 819 SH   DFND 7 819 0 0
Martin Marietta Materials Inc COM 573284106 15 43 SH   DFND   43 0 0
Martin Marietta Materials Inc COM 573284106 2,287 6,500 SH   DFND 6 6,200 0 300
Martin Marietta Materials Inc COM 573284106 34 97 SH   DFND 7 97 0 0
Martin Marietta Materials Inc COM 573284106 2,292 6,514 SH   DFND 8 6,514 0 0
Marvell Technology Inc COM 573874104 34 575 SH   DFND   575 0 0
Marvell Technology Inc COM 573874104 13 220 SH   DFND 7 220 0 0
Marvell Technology Inc COM 573874104 54,451 933,500 SH   DFND 8 933,500 0 0
Masco Corp COM 574599106 42,203 716,400 SH   DFND 6 694,400 0 22,000
Masco Corp COM 574599106 177 3,009 SH   DFND 7 3,009 0 0
Masimo Corp COM 574795100 257 1,058 SH   DFND 7 1,058 0 0
Masimo Corp COM 574795100 14,589 60,175 SH   DFND 8 60,175 0 0
MasTec Inc COM 576323109 531 5,000 SH   DFND 10 5,000 0 0
MasTec Inc COM 576323109 4,965 46,800 SH   DFND 6 36,600 0 10,200
Mastercard Inc CL A 57636Q104 223 612 SH   DFND   612 0 0
Mastercard Inc CL A 57636Q104 123,844 339,214 SH   DFND 6 326,714 0 12,500
Mastercard Inc CL A 57636Q104 49,910 136,705 SH   DFND 7 113,909 0 22,796
Match Group Inc COM 57667L107 29 180 SH   DFND   180 0 0
Match Group Inc COM 57667L107 474 2,938 SH   DFND 7 2,938 0 0
Match Group Inc COM 57667L107 18,237 113,097 SH   DFND 8 113,097 0 0
Materion Corp COM 576690101 1,153 15,300 SH   DFND 6 15,300 0 0
Maxim Integrated Products Inc COM 57772K101 19 183 SH   DFND   183 0 0
Maxim Integrated Products Inc COM 57772K101 655 6,214 SH   DFND 7 6,214 0 0
Maximus Inc COM 577933104 3,897 44,300 SH   DFND 6 37,500 0 6,800
McCormick & Co Inc/MD COM NON VTG 579780206 15 165 SH   DFND   165 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 13,637 154,400 SH   DFND 6 153,000 0 1,400
McCormick & Co Inc/MD COM NON VTG 579780206 113 1,275 SH   DFND 7 1,275 0 0
McDonald's Corp COM 580135101 115 499 SH   DFND   499 0 0
McDonald's Corp COM 580135101 16,423 71,100 SH   DFND 6 63,900 0 7,200
McDonald's Corp COM 580135101 2,738 11,853 SH   DFND 7 2,890 0 8,963
McKesson Corp COM 58155Q103 20 107 SH   DFND   107 0 0
McKesson Corp COM 58155Q103 13,463 70,400 SH   DFND 6 69,400 0 1,000
McKesson Corp COM 58155Q103 41 216 SH   DFND 7 216 0 0
MDC Holdings Inc COM 552676108 568 11,232 SH   DFND 6 0 0 11,232
MDU Resources Group Inc COM 552690109 1,793 57,200 SH   DFND 6 27,300 0 29,900
Medical Properties Trust Inc COM 58463J304 1,313 65,300 SH   DFND 6 52,300 0 13,000
Medical Properties Trust Inc COM 58463J304 72 3,580 SH   DFND 7 3,580 0 0
Medifast Inc COM 58470H101 5,943 21,000 SH   DFND 6 16,500 0 4,500
MEDNAX Inc COM 58502B106 4,595 152,400 SH   DFND 6 131,200 0 21,200
Medpace Holdings Inc COM 58506Q109 2,950 16,700 SH   DFND 6 16,700 0 0
Medtronic PLC SHS G5960L103 112 901 SH   DFND   901 0 0
Medtronic PLC SHS G5960L103 141,248 1,137,900 SH   DFND 6 1,105,200 0 32,700
Medtronic PLC SHS G5960L103 15,545 125,232 SH   DFND 7 112,070 0 13,162
Medtronic PLC SHS G5960L103 23,052 185,709 SH   DFND 8 185,709 0 0
Melco Resorts & Entertainment Ltd ADR 585464100 4,772 288,000 SH   DFND   288,000 0 0
Melco Resorts & Entertainment Ltd ADR 585464100 5 300 SH   DFND 7 300 0 0
MercadoLibre Inc COM 58733R102 48 31 SH   DFND   31 0 0
MercadoLibre Inc COM 58733R102 2,025 1,300 SH   DFND 6 900 0 400
MercadoLibre Inc COM 58733R102 27,028 17,350 SH   DFND 7 17,350 0 0
Merck & Co Inc COM 58933Y105 128 1,648 SH   DFND   1,648 0 0
Merck & Co Inc COM 58933Y105 144,062 1,852,417 SH   DFND 6 1,833,417 0 19,000
Merck & Co Inc COM 58933Y105 3,950 50,796 SH   DFND 7 39,992 0 10,804
Merck & Co Inc COM 58933Y105 50,289 646,636 SH   DFND 8 646,636 0 0
Meritage Homes Corp COM 59001A102 4,591 48,800 SH   DFND 6 40,800 0 8,000
Merit Medical Systems Inc COM 589889104 285 4,400 SH   DFND 6 2,600 0 1,800
Meritor Inc NOTE 3.250%10/1 59001KAF7 6,839 6,400,000 PRN   DFND 7 5,400,000 0 1,000,000
Merus NV COM N5749R100 5,562 263,972 SH   DFND 8 263,972 0 0
MetLife Inc COM 59156R108 31 511 SH   DFND   511 0 0
MetLife Inc COM 59156R108 10,270 171,600 SH   DFND 6 164,800 0 6,800
MetLife Inc COM 59156R108 199 3,327 SH   DFND 7 2,079 0 1,248
Mettler-Toledo International Inc COM 592688105 22 16 SH   DFND   16 0 0
Mettler-Toledo International Inc COM 592688105 59,838 43,194 SH   DFND 6 41,700 0 1,494
Mettler-Toledo International Inc COM 592688105 8,661 6,252 SH   DFND 7 6,203 0 49
MGIC Investment Corp COM 552848103 237 17,400 SH   DFND 6 13,500 0 3,900
MGM Resorts International COM 552953101 286 6,700 SH   DFND 6 0 0 6,700
MGM Resorts International COM 552953101 70 1,649 SH   DFND 7 1,649 0 0
MGP Ingredients Inc COM 55303J106 3,611 53,383 SH   DFND 7 53,383 0 0
Microchip Technology Inc COM 595017104 28 186 SH   DFND   186 0 0
Microchip Technology Inc COM 595017104 33 221 SH   DFND 7 221 0 0
Microchip Technology Inc COM 595017104 101,083 675,059 SH   DFND 8 675,059 0 0
Micron Technology Inc COM 595112103 66 774 SH   DFND   774 0 0
Micron Technology Inc COM 595112103 13,206 155,400 SH   DFND 6 145,200 0 10,200
Micron Technology Inc COM 595112103 242 2,850 SH   DFND 7 1,126 0 1,724
Micron Technology Inc COM 595112103 36,958 434,900 SH   DFND 8 434,900 0 0
Microsoft Corp COM 594918104 1,310 4,834 SH   DFND   4,834 0 0
Microsoft Corp COM 594918104 771,687 2,848,603 SH   DFND 6 2,742,344 0 106,259
Microsoft Corp COM 594918104 207,643 766,495 SH   DFND 7 424,275 0 342,220
Microsoft Corp COM 594918104 233,969 863,673 SH   DFND 8 863,673 0 0
Mid-America Apartment Communities Inc COM 59522J103 6,083 36,118 SH   DFND 10 36,118 0 0
Mid-America Apartment Communities Inc COM 59522J103 7,141 42,400 SH   DFND 6 42,400 0 0
Mid-America Apartment Communities Inc COM 59522J103 680 4,040 SH   DFND 7 4,040 0 0
M/I Homes Inc COM 55305B101 1,379 23,500 SH   DFND 6 23,500 0 0
Mimecast Ltd ORD SHS G14838109 361 6,800 SH   DFND 6 6,800 0 0
Minerals Technologies Inc COM 603158106 5,129 65,200 SH   DFND 6 55,500 0 9,700
Mirati Therapeutics Inc COM 60468T105 4,494 27,821 SH   DFND 8 27,821 0 0
Mirum Pharmaceuticals Inc COM 604749101 11,439 661,592 SH   DFND 8 661,592 0 0
MKS Instruments Inc COM 55306N104 5,605 31,500 SH   DFND 6 30,600 0 900
Mobile TeleSystems PJSC SPONSORED ADR 607409109 19 2,037 SH   DFND   2,037 0 0
Mobile TeleSystems PJSC SPONSORED ADR 607409109 479 51,700 SH   DFND 6 51,700 0 0
Mobile TeleSystems PJSC SPONSORED ADR 607409109 99 10,680 SH   DFND 7 0 0 10,680
Moderna Inc COM 60770K107 41 173 SH   DFND   173 0 0
Moderna Inc COM 60770K107 35,822 152,447 SH   DFND 8 152,447 0 0
Modine Manufacturing Co COM 607828100 514 31,000 SH   DFND 6 18,900 0 12,100
Molecular Templates Inc COM 608550109 160 20,500 SH   DFND 6 8,800 0 11,700
Molina Healthcare Inc COM 60855R100 9,996 39,500 SH   DFND 6 34,100 0 5,400
Molina Healthcare Inc COM 60855R100 367 1,450 SH   DFND 7 1,450 0 0
Molson Coors Beverage Co CL B 60871R209 2,824 52,600 SH   DFND 6 52,600 0 0
Molson Coors Beverage Co CL B 60871R209 239 4,444 SH   DFND 7 4,444 0 0
Momo Inc ADR 60879B107 194 12,700 SH   DFND 6 12,700 0 0
Mondelez International Inc CL A 609207105 59 945 SH   DFND   945 0 0
Mondelez International Inc CL A 609207105 64,032 1,025,496 SH   DFND 6 1,003,299 0 22,197
Mondelez International Inc CL A 609207105 138 2,208 SH   DFND 7 2,208 0 0
Mondelez International Inc CL A 609207105 2,110 33,800 SH   DFND 8 33,800 0 0
Monolithic Power Systems Inc COM 609839105 29,988 80,300 SH   DFND 6 72,900 0 7,400
Monolithic Power Systems Inc COM 609839105 5,281 14,141 SH   DFND 7 13,336 0 805
Monster Beverage Corp COM 61174X109 24 264 SH   DFND   264 0 0
Monster Beverage Corp COM 61174X109 9,745 106,682 SH   DFND 6 104,777 0 1,905
Monster Beverage Corp COM 61174X109 50 551 SH   DFND 7 551 0 0
Monster Beverage Corp COM 61174X109 38,879 425,600 SH   DFND 8 425,600 0 0
Moody's Corp COM 615369105 41 114 SH   DFND   114 0 0
Moody's Corp COM 615369105 62,618 172,800 SH   DFND 6 170,200 0 2,600
Moody's Corp COM 615369105 77,146 212,892 SH   DFND 7 139,684 0 73,208
Moog Inc CL A 615394202 2,639 31,400 SH   DFND 6 22,900 0 8,500
Morgan Stanley COM NEW 617446448 111 1,213 SH   DFND   1,213 0 0
Morgan Stanley COM NEW 617446448 11,920 130,000 SH   DFND 6 126,100 0 3,900
Morgan Stanley COM NEW 617446448 13,532 147,580 SH   DFND 7 147,580 0 0
Mosaic Co/The COM 61945C103 19,510 611,400 SH   DFND 6 511,500 0 99,900
Mosaic Co/The COM 61945C103 13 400 SH   DFND 7 400 0 0
Motorola Solutions Inc COM NEW 620076307 25 116 SH   DFND   116 0 0
Motorola Solutions Inc COM NEW 620076307 14,916 68,787 SH   DFND 6 67,987 0 800
Motorola Solutions Inc COM NEW 620076307 337 1,554 SH   DFND 7 1,554 0 0
MSA Safety Inc COM 553498106 3,494 21,104 SH   DFND 8 21,104 0 0
MSCI Inc COM 55354G100 30 57 SH   DFND   57 0 0
MSCI Inc COM 55354G100 34,003 63,786 SH   DFND 6 63,194 0 592
MSCI Inc COM 55354G100 105,763 198,400 SH   DFND 7 195,178 0 3,222
MSC Industrial Direct Co Inc CL A 553530106 538 6,000 SH   DFND 6 700 0 5,300
M&T Bank Corp COM 55261F104 13 87 SH   DFND   87 0 0
M&T Bank Corp COM 55261F104 390 2,684 SH   DFND 7 2,684 0 0
Murphy USA Inc COM 626755102 253 1,900 SH   DFND 6 1,900 0 0
MYR Group Inc COM 55405W104 3,755 41,300 SH   DFND 6 36,100 0 5,200
Nasdaq Inc COM 631103108 21,219 120,700 SH   DFND 6 120,200 0 500
Nasdaq Inc COM 631103108 85 486 SH   DFND 7 486 0 0
National Bank Holdings Corp CL A 633707104 2,766 73,300 SH   DFND 6 63,800 0 9,500
National Fuel Gas Co COM 636180101 1,568 30,000 SH   DFND 6 26,500 0 3,500
National HealthCare Corp COM 635906100 601 8,600 SH   DFND 6 5,300 0 3,300
National Storage Affiliates Trust COM SHS BEN IN 637870106 4,242 83,900 SH   DFND 6 73,700 0 10,200
National Vision Holdings Inc COM 63845R107 5,644 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107 4,246 83,047 SH   DFND 8 83,047 0 0
Natus Medical Inc COM 639050103 759 29,200 SH   DFND 6 17,100 0 12,100
NCR Corp COM 62886E108 114 2,500 SH   DFND   2,500 0 0
NCR Corp COM 62886E108 1,345 29,500 SH   DFND 6 13,200 0 16,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6 5,798 5,900,000 PRN   DFND 7 5,000,000 0 900,000
NetApp Inc COM 64110D104 5,253 64,200 SH   DFND 6 64,200 0 0
NetApp Inc COM 64110D104 484 5,911 SH   DFND 7 5,911 0 0
NetEase Inc SPONSORED ADS 64110W102 231 2,007 SH   DFND   2,007 0 0
NetEase Inc SPONSORED ADS 64110W102 26,450 229,500 SH   DFND 6 223,200 0 6,300
Netflix Inc COM 64110L106 157 297 SH   DFND   297 0 0
Netflix Inc COM 64110L106 53,888 102,020 SH   DFND 6 91,920 0 10,100
Netflix Inc COM 64110L106 715 1,353 SH   DFND 7 0 0 1,353
Netflix Inc COM 64110L106 46,309 87,671 SH   DFND 8 87,671 0 0
NetScout Systems Inc COM 64115T104 3,665 128,400 SH   DFND 6 110,000 0 18,400
Neurocrine Biosciences Inc COM 64125C109 603 6,200 SH   DFND 6 6,200 0 0
Newell Brands Inc COM 651229106 9,576 348,600 SH   DFND 6 337,500 0 11,100
Newell Brands Inc COM 651229106 1,783 64,907 SH   DFND 7 680 0 64,227
New Gold Inc COM 644535106 1,628 899,300 SH   DFND 6 839,900 0 59,400
NewMarket Corp COM 651587107 580 1,800 SH   DFND 6 500 0 1,300
Newmark Group Inc CL A 65158N102 3,520 293,100 SH   DFND 6 248,600 0 44,500
Newmont Corp COM 651639106 33 519 SH   DFND   519 0 0
Newmont Corp COM 651639106 7,485 118,100 SH   DFND 6 116,400 0 1,700
Newmont Corp COM 651639106 25,207 397,706 SH   DFND 7 397,706 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 4,288 523,508 SH   DFND   523,508 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 7,942 969,700 SH   DFND 6 949,900 0 19,800
New Oriental Education & Technology Group Inc SPON ADR 647581107 347 42,390 SH   DFND 7 42,390 0 0
New Oriental Education & Technology Group Inc SPON ADR 647581107 2,843 347,110 SH   DFND 8 347,110 0 0
New Relic Inc COM 64829B100 34,919 521,420 SH   DFND 8 521,420 0 0
New York Community Bancorp Inc COM 649445103 3,586 325,400 SH   DFND 6 271,100 0 54,300
NexPoint Residential Trust Inc COM 65341D102 2,064 37,548 SH   DFND 6 29,748 0 7,800
NextEra Energy Inc COM 65339F101 97 1,327 SH   DFND   1,327 0 0
NextEra Energy Inc COM 65339F101 5,730 78,200 SH   DFND 10 78,200 0 0
NextEra Energy Inc COM 65339F101 12,238 167,000 SH   DFND 6 162,200 0 4,800
NextEra Energy Inc COM 65339F101 26,755 365,104 SH   DFND 7 119,717 0 245,387
NextEra Energy Inc COM 65339F101 60,208 821,618 SH   DFND 8 821,618 0 0
NextGen Healthcare Inc COM 65343C102 3,023 182,200 SH   DFND 6 165,500 0 16,700
NGM Biopharmaceuticals Inc COM 62921N105 5,767 292,441 SH   DFND 8 292,441 0 0
Nielsen Holdings PLC SHS EUR G6518L108 24,682 1,000,500 SH   DFND 6 897,100 0 103,400
NIKE Inc CL B 654106103 131 847 SH   DFND   847 0 0
NIKE Inc CL B 654106103 51,538 333,600 SH   DFND 6 319,400 0 14,200
NIKE Inc CL B 654106103 50,599 327,526 SH   DFND 7 273,925 0 53,601
NIKE Inc CL B 654106103 45,944 297,390 SH   DFND 8 297,390 0 0
NIO Inc SPON ADS 62914V106 338 6,351 SH   DFND   6,351 0 0
NIO Inc SPON ADS 62914V106 18,835 354,043 SH   DFND 6 354,043 0 0
Niu Technologies ADS 65481N100 3,352 102,660 SH   DFND 7 102,660 0 0
Nordic American Tankers Ltd COM G65773106 244 74,500 SH   DFND 6 74,500 0 0
Norfolk Southern Corp COM 655844108 44 167 SH   DFND   167 0 0
Norfolk Southern Corp COM 655844108 15,181 57,200 SH   DFND 6 54,600 0 2,600
Norfolk Southern Corp COM 655844108 1,339 5,045 SH   DFND 7 269 0 4,776
Northern Trust Corp COM 665859104 15 133 SH   DFND   133 0 0
Northern Trust Corp COM 665859104 12,279 106,200 SH   DFND 6 105,300 0 900
Northern Trust Corp COM 665859104 195 1,687 SH   DFND 7 1,687 0 0
Northrop Grumman Corp COM 666807102 32 88 SH   DFND   88 0 0
Northrop Grumman Corp COM 666807102 872 2,400 SH   DFND 6 2,400 0 0
NortonLifeLock Inc COM 668771108 26,692 980,600 SH   DFND 6 900,700 0 79,900
NortonLifeLock Inc COM 668771108 22,050 810,057 SH   DFND 7 797,007 0 13,050
Norwegian Cruise Line Holdings Ltd SHS G66721104 1,035 35,200 SH   DFND 6 3,800 0 31,400
Novanta Inc COM 67000B104 10,981 81,487 SH   DFND 7 81,487 0 0
Novanta Inc COM 67000B104 65,943 489,335 SH   DFND 8 489,335 0 0
Novavax Inc COM NEW 670002401 7,531 35,471 SH   DFND 8 35,471 0 0
Novocure Ltd ORD SHS G6674U108 1,220 5,500 SH   DFND 6 5,500 0 0
Nucor Corp COM 670346105 19 193 SH   DFND   193 0 0
Nucor Corp COM 670346105 25,508 265,900 SH   DFND 6 263,500 0 2,400
Nucor Corp COM 670346105 40 417 SH   DFND 7 417 0 0
Nutrien Ltd COM 67077M108 24 392 SH   DFND   392 0 0
Nutrien Ltd COM 67077M108 9,043 149,200 SH   DFND 6 145,400 0 3,800
Nutrien Ltd COM 67077M108 6,593 108,783 SH   DFND 7 29,684 0 79,099
NuVasive Inc COM 670704105 129 1,900 SH   DFND 6 600 0 1,300
NuVasive Inc COM 670704105 2,759 40,706 SH   DFND 7 20,266 0 20,440
NuVasive Inc COM 670704105 19,864 293,067 SH   DFND 8 293,067 0 0
nVent Electric PLC SHS G6700G107 559 17,900 SH   DFND 6 14,300 0 3,600
nVent Electric PLC SHS G6700G107 8 244 SH   DFND 7 244 0 0
NVIDIA Corp COM 67066G104 844 1,055 SH   DFND   1,055 0 0
NVIDIA Corp COM 67066G104 58,567 73,200 SH   DFND 6 66,300 0 6,900
NVIDIA Corp COM 67066G104 4,413 5,515 SH   DFND 7 2,885 0 2,630
NVIDIA Corp COM 67066G104 128,907 161,114 SH   DFND 8 161,114 0 0
NVR Inc COM 62944T105 5,918 1,190 SH   DFND 6 1,170 0 20
NVR Inc COM 62944T105 438 88 SH   DFND 7 88 0 0
NXP Semiconductors NV COM N6596X109 41 199 SH   DFND   199 0 0
NXP Semiconductors NV COM N6596X109 123 600 SH   DFND 6 0 0 600
NXP Semiconductors NV COM N6596X109 3,115 15,141 SH   DFND 7 15,141 0 0
NXP Semiconductors NV COM N6596X109 119,149 579,179 SH   DFND 8 579,179 0 0
Occidental Petroleum Corp COM 674599105 20 630 SH   DFND   630 0 0
Occidental Petroleum Corp COM 674599105 864 27,632 SH   DFND 7 27,632 0 0
Oceaneering International Inc COM 675232102 2,941 188,900 SH   DFND 6 156,800 0 32,100
Okta Inc CL A 679295105 21 86 SH   DFND   86 0 0
Okta Inc CL A 679295105 30,742 125,641 SH   DFND 8 125,641 0 0
Okta Inc NOTE 0.375% 6/1 679295AF2 12,639 10,136,000 PRN   DFND 7 8,714,000 0 1,422,000
Old Dominion Freight Line Inc COM 679580100 16 63 SH   DFND   63 0 0
Old Dominion Freight Line Inc COM 679580100 32,740 129,000 SH   DFND 6 127,700 0 1,300
Old Dominion Freight Line Inc COM 679580100 267 1,052 SH   DFND 7 1,052 0 0
Olin Corp COM PAR $1 680665205 2,063 44,600 SH   DFND 6 21,500 0 23,100
Ollie's Bargain Outlet Holdings Inc COM 681116109 3,887 46,200 SH   DFND 6 30,600 0 15,600
Omega Healthcare Investors Inc COM 681936100 120 3,300 SH   DFND 6 3,300 0 0
Omega Healthcare Investors Inc COM 681936100 137 3,781 SH   DFND 7 3,781 0 0
Omnicom Group Inc COM 681919106 34,900 436,300 SH   DFND 6 432,300 0 4,000
Omnicom Group Inc COM 681919106 21 267 SH   DFND 7 267 0 0
OneMain Holdings Inc COM 68268W103 1,066 17,800 SH   DFND 6 17,800 0 0
ONEOK Inc COM 682680103 17 299 SH   DFND   299 0 0
ONEOK Inc COM 682680103 2,242 40,300 SH   DFND 6 9,200 0 31,100
ONEOK Inc COM 682680103 800 14,382 SH   DFND 7 14,382 0 0
ON Semiconductor Corp COM 682189105 76,087 1,987,631 SH   DFND 8 1,987,631 0 0
Open Text Corp COM 683715106 904 17,800 SH   DFND 6 17,800 0 0
Open Text Corp COM 683715106 19 371 SH   DFND 7 371 0 0
Oracle Corp COM 68389X105 184,006 2,363,897 SH   DFND 6 2,265,051 0 98,846
Oracle Corp COM 68389X105 18,386 236,205 SH   DFND 7 187,467 0 48,738
OraSure Technologies Inc COM 68554V108 2,869 282,900 SH   DFND 6 256,800 0 26,100
O'Reilly Automotive Inc COM 67103H107 27 48 SH   DFND   48 0 0
O'Reilly Automotive Inc COM 67103H107 16,467 29,083 SH   DFND 6 28,097 0 986
O'Reilly Automotive Inc COM 67103H107 204 360 SH   DFND 7 360 0 0
O'Reilly Automotive Inc COM 67103H107 16,771 29,620 SH   DFND 8 29,620 0 0
Oshkosh Corp COM 688239201 1,209 9,700 SH   DFND 6 9,700 0 0
OSI Systems Inc COM 671044105 5,560 54,700 SH   DFND 6 49,800 0 4,900
Otis Worldwide Corp COM 68902V107 23 280 SH   DFND   280 0 0
Otis Worldwide Corp COM 68902V107 331 4,050 SH   DFND 6 4,050 0 0
Otis Worldwide Corp COM 68902V107 16,570 202,647 SH   DFND 7 194,553 0 8,094
Outfront Media Inc COM 69007J106 7,257 302,000 SH   DFND 6 276,800 0 25,200
Outlook Therapeutics Inc COM NEW 69012T206 778 312,303 SH   DFND   312,303 0 0
Ovintiv Inc COM 69047Q102 2,247 71,400 SH   DFND 6 68,200 0 3,200
Ovintiv Inc COM 69047Q102 13 420 SH   DFND 7 420 0 0
Owens Corning COM 690742101 15,840 161,800 SH   DFND 6 158,300 0 3,500
Owens & Minor Inc COM 690732102 5,998 141,700 SH   DFND 6 122,500 0 19,200
Oxford Industries Inc COM 691497309 1,018 10,300 SH   DFND 6 8,700 0 1,600
PACCAR Inc COM 693718108 21 238 SH   DFND   238 0 0
PACCAR Inc COM 693718108 14,325 160,500 SH   DFND 6 158,700 0 1,800
PACCAR Inc COM 693718108 219 2,457 SH   DFND 7 2,457 0 0
Packaging Corp of America COM 695156109 466 3,442 SH   DFND 7 3,442 0 0
Pagseguro Digital Ltd COM CL A G68707101 51,451 920,081 SH   DFND 7 892,714 0 27,367
Pagseguro Digital Ltd COM CL A G68707101 4,985 89,147 SH   DFND 8 89,147 0 0
Palo Alto Networks Inc COM 697435105 24 66 SH   DFND   66 0 0
Palo Alto Networks Inc COM 697435105 779 2,100 SH   DFND 6 2,100 0 0
Palo Alto Networks Inc COM 697435105 48,662 131,147 SH   DFND 7 120,822 0 10,325
Palo Alto Networks Inc COM 697435105 40,254 108,486 SH   DFND 8 108,486 0 0
Palo Alto Networks Inc NOTE 0.375% 6/0 697435AF2 1,772 1,300,000 PRN   DFND 7 1,300,000 0 0
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 19,417 13,326,000 PRN   DFND 7 10,865,000 0 2,461,000
Palomar Holdings Inc COM 69753M105 14,612 193,640 SH   DFND 8 193,640 0 0
Paramount Group Inc COM 69924R108 4,018 399,000 SH   DFND 10 399,000 0 0
Paramount Group Inc COM 69924R108 145 14,379 SH   DFND 7 14,379 0 0
Parker-Hannifin Corp COM 701094104 27 88 SH   DFND   88 0 0
Parker-Hannifin Corp COM 701094104 1,167 3,800 SH   DFND 6 3,800 0 0
Parker-Hannifin Corp COM 701094104 46 151 SH   DFND 7 151 0 0
Parker-Hannifin Corp COM 701094104 17,387 56,615 SH   DFND 8 56,615 0 0
Patrick Industries Inc COM 703343103 861 11,800 SH   DFND 6 11,800 0 0
Patterson Cos Inc COM 703395103 8,148 268,100 SH   DFND 6 234,300 0 33,800
Paychex Inc COM 704326107 24 220 SH   DFND   220 0 0
Paychex Inc COM 704326107 47,937 446,760 SH   DFND 6 436,681 0 10,079
Paychex Inc COM 704326107 445 4,146 SH   DFND 7 4,146 0 0
Paycom Software Inc COM 70432V102 13 36 SH   DFND   36 0 0
Paycom Software Inc COM 70432V102 12,104 33,300 SH   DFND 6 32,700 0 600
Paycom Software Inc COM 70432V102 225 619 SH   DFND 7 619 0 0
Paylocity Holding Corp COM 70438V106 13,425 70,363 SH   DFND 6 54,271 0 16,092
PayPal Holdings Inc COM 70450Y103 225 773 SH   DFND   773 0 0
PayPal Holdings Inc COM 70450Y103 65,056 223,193 SH   DFND 6 212,934 0 10,259
PayPal Holdings Inc COM 70450Y103 51,485 176,632 SH   DFND 7 135,092 0 41,540
PayPal Holdings Inc COM 70450Y103 162,212 556,513 SH   DFND 8 556,513 0 0
PC Connection Inc COM 69318J100 2,795 60,414 SH   DFND 6 51,700 0 8,714
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8 5,754 5,000,000 PRN   DFND 7 4,220,000 0 780,000
Peloton Interactive Inc CL A COM 70614W100 20 165 SH   DFND   165 0 0
Peloton Interactive Inc CL A COM 70614W100 832 6,707 SH   DFND 7 1,123 0 5,584
Pembina Pipeline Corp COM 706327103 2,878 90,600 SH   DFND 6 85,700 0 4,900
Pembina Pipeline Corp COM 706327103 1,025 32,270 SH   DFND 7 17,487 0 14,783
Penske Automotive Group Inc COM 70959W103 4,295 56,900 SH   DFND 6 55,600 0 1,300
Pentair PLC SHS G7S00T104 37,124 550,064 SH   DFND 6 539,064 0 11,000
Pentair PLC SHS G7S00T104 16 244 SH   DFND 7 244 0 0
Penumbra Inc COM 70975L107 6,303 23,000 SH   DFND 6 20,500 0 2,500
Penumbra Inc COM 70975L107 14,936 54,500 SH   DFND 8 54,500 0 0
PepsiCo Inc COM 713448108 136 915 SH   DFND   915 0 0
PepsiCo Inc COM 713448108 109,102 736,330 SH   DFND 6 699,763 0 36,567
PepsiCo Inc COM 713448108 11,895 80,281 SH   DFND 7 23,817 0 56,464
Perdoceo Education Corp COM 71363P106 2,252 183,500 SH   DFND 6 180,500 0 3,000
Perficient Inc COM 71375U101 4,005 49,800 SH   DFND 6 41,000 0 8,800
PerkinElmer Inc COM 714046109 20,861 135,100 SH   DFND 6 126,400 0 8,700
PerkinElmer Inc COM 714046109 210 1,363 SH   DFND 7 1,363 0 0
Perrigo Co PLC SHS G97822103 16,341 356,400 SH   DFND 6 345,700 0 10,700
Petroleo Brasileiro SA SPONSORED ADR 71654V408 917 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103 141 3,612 SH   DFND   3,612 0 0
Pfizer Inc COM 717081103 58,587 1,496,100 SH   DFND 6 1,479,000 0 17,100
Pfizer Inc COM 717081103 4,890 124,877 SH   DFND 7 78,679 0 46,198
Philip Morris International Inc COM 718172109 87 877 SH   DFND   877 0 0
Philip Morris International Inc COM 718172109 6,168 62,229 SH   DFND 7 21,156 0 41,073
Phillips 66 COM 718546104 24 280 SH   DFND   280 0 0
Phillips 66 COM 718546104 12,006 139,900 SH   DFND 6 129,300 0 10,600
Phillips 66 COM 718546104 1,786 20,807 SH   DFND 7 20,807 0 0
Physicians Realty Trust COM 71943U104 29,797 1,613,266 SH   DFND 10 1,613,266 0 0
Physicians Realty Trust COM 71943U104 510 27,620 SH   DFND 7 27,620 0 0
Pinduoduo Inc NOTE 12/0 722304AC6 14,547 14,050,000 PRN   DFND 7 12,200,000 0 1,850,000
Pinduoduo Inc SPONSORED ADS 722304102 268 2,106 SH   DFND   2,106 0 0
Pinduoduo Inc SPONSORED ADS 722304102 32,784 258,100 SH   DFND 6 251,900 0 6,200
Pinduoduo Inc SPONSORED ADS 722304102 24,543 193,222 SH   DFND 7 181,758 0 11,464
Pinnacle Financial Partners Inc COM 72346Q104 2,560 29,000 SH   DFND 6 17,100 0 11,900
Pinnacle West Capital Corp COM 723484101 861 10,500 SH   DFND 6 1,300 0 9,200
Pinterest Inc CL A 72352L106 29 372 SH   DFND   372 0 0
Pinterest Inc CL A 72352L106 307 3,889 SH   DFND 7 3,889 0 0
Pioneer Natural Resources Co COM 723787107 22 137 SH   DFND   137 0 0
Pioneer Natural Resources Co COM 723787107 4,497 27,670 SH   DFND 7 6,966 0 20,704
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2 19,239 12,078,000 PRN   DFND 7 9,217,000 0 2,861,000
PJT Partners Inc COM CL A 69343T107 964 13,500 SH   DFND 6 7,700 0 5,800
Planet Fitness Inc CL A 72703H101 3,921 52,100 SH   DFND 6 43,900 0 8,200
Planet Fitness Inc CL A 72703H101 10,410 138,336 SH   DFND 7 120,682 0 17,654
Planet Fitness Inc CL A 72703H101 19,764 262,642 SH   DFND 8 262,642 0 0
Playa Hotels & Resorts NV SHS N70544106 236 31,800 SH   DFND 6 3,100 0 28,700
PNC Financial Services Group Inc/The COM 693475105 55 286 SH   DFND   286 0 0
PNC Financial Services Group Inc/The COM 693475105 7,840 41,100 SH   DFND 6 36,800 0 4,300
PNC Financial Services Group Inc/The COM 693475105 968 5,076 SH   DFND 7 2,113 0 2,963
Pool Corp COM 73278L105 34,581 75,396 SH   DFND 6 72,396 0 3,000
Pool Corp COM 73278L105 8,147 17,763 SH   DFND 7 17,763 0 0
Popular Inc COM NEW 733174700 11,933 159,000 SH   DFND 6 127,400 0 31,600
Portland General Electric Co COM NEW 736508847 1,249 27,100 SH   DFND 6 6,000 0 21,100
Portland General Electric Co COM NEW 736508847 0 1 SH   DFND 7 1 0 0
PotlatchDeltic Corp COM 737630103 4,837 91,000 SH   DFND 6 77,900 0 13,100
Powell Industries Inc COM 739128106 207 6,700 SH   DFND 6 5,000 0 1,700
Power Integrations Inc COM 739276103 1,740 21,200 SH   DFND 6 10,500 0 10,700
PPG Industries Inc COM 693506107 26 156 SH   DFND   156 0 0
PPG Industries Inc COM 693506107 16,943 99,800 SH   DFND 6 98,800 0 1,000
PPG Industries Inc COM 693506107 436 2,569 SH   DFND 7 1,581 0 988
PRA Health Sciences Inc COM 69354M108 10,196 61,714 SH   DFND 8 61,714 0 0
Premier Inc CL A 74051N102 859 24,700 SH   DFND 6 10,300 0 14,400
Primerica Inc COM 74164M108 9,082 59,303 SH   DFND 6 51,403 0 7,900
Principal Financial Group Inc COM 74251V102 42,117 666,515 SH   DFND 6 620,115 0 46,400
Principal Financial Group Inc COM 74251V102 274 4,333 SH   DFND 7 4,333 0 0
Procter & Gamble Co/The COM 742718109 220 1,633 SH   DFND   1,633 0 0
Procter & Gamble Co/The COM 742718109 130,672 968,442 SH   DFND 6 912,103 0 56,339
Procter & Gamble Co/The COM 742718109 8,423 62,426 SH   DFND 7 15,747 0 46,679
Progressive Corp/The COM 743315103 38 390 SH   DFND   390 0 0
Progressive Corp/The COM 743315103 16,029 163,212 SH   DFND 6 154,912 0 8,300
Progressive Corp/The COM 743315103 195 1,986 SH   DFND 7 1,986 0 0
Progressive Corp/The COM 743315103 13,897 141,505 SH   DFND 8 141,505 0 0
Progress Software Corp COM 743312100 4,713 101,900 SH   DFND 6 84,800 0 17,100
Prologis Inc COM 74340W103 93,415 781,516 SH   DFND 10 781,516 0 0
Prologis Inc COM 74340W103 23,500 196,600 SH   DFND 6 194,500 0 2,100
Prologis Inc COM 74340W103 37,823 316,434 SH   DFND 7 223,110 0 93,324
Prologis Inc COM 74340W103 83,136 695,521 SH   DFND 8 695,521 0 0
Proofpoint Inc COM 743424103 7,570 43,565 SH   DFND 7 27,674 0 15,891
Proofpoint Inc COM 743424103 27,689 159,353 SH   DFND 8 159,353 0 0
Prosperity Bancshares Inc COM 743606105 3,102 43,200 SH   DFND 6 40,400 0 2,800
Prothena Corp PLC SHS G72800108 4,095 79,660 SH   DFND 6 76,351 0 3,309
Prudential Financial Inc COM 744320102 27 261 SH   DFND   261 0 0
Prudential Financial Inc COM 744320102 43,406 423,600 SH   DFND 6 417,900 0 5,700
Prudential Financial Inc COM 744320102 7,114 69,425 SH   DFND 7 1,286 0 68,139
PTC Inc COM 69370C100 5,142 36,400 SH   DFND 6 35,400 0 1,000
PTC Inc COM 69370C100 161,698 1,144,684 SH   DFND 8 1,144,684 0 0
Public Service Enterprise Group Inc COM 744573106 20 339 SH   DFND   339 0 0
Public Service Enterprise Group Inc COM 744573106 25,563 427,905 SH   DFND 6 422,805 0 5,100
Public Service Enterprise Group Inc COM 744573106 340 5,693 SH   DFND 7 5,693 0 0
Public Storage COM 74460D109 12,148 40,400 SH   DFND 6 40,400 0 0
Public Storage COM 74460D109 2,846 9,464 SH   DFND 7 8,508 0 956
PulteGroup Inc COM 745867101 11,285 206,800 SH   DFND 6 199,900 0 6,900
PulteGroup Inc COM 745867101 22 400 SH   DFND 7 400 0 0
PulteGroup Inc COM 745867101 18,647 341,700 SH   DFND 8 341,700 0 0
PVH Corp COM 693656100 6,950 64,600 SH   DFND 6 57,900 0 6,700
Q2 Holdings Inc COM 74736L109 16,652 162,330 SH   DFND 7 162,330 0 0
Q2 Holdings Inc COM 74736L109 41,843 407,902 SH   DFND 8 407,902 0 0
QIAGEN NV SHS NEW N72482123 5,017 103,694 SH   DFND 6 100,371 0 3,323
QIAGEN NV SHS NEW N72482123 1,050 21,712 SH   DFND 7 21,712 0 0
Qorvo Inc COM 74736K101 16 83 SH   DFND   83 0 0
Qorvo Inc COM 74736K101 15,535 79,400 SH   DFND 6 75,700 0 3,700
Qorvo Inc COM 74736K101 568 2,904 SH   DFND 7 2,904 0 0
QUALCOMM Inc COM 747525103 113 789 SH   DFND   789 0 0
QUALCOMM Inc COM 747525103 25,859 180,923 SH   DFND 6 157,123 0 23,800
QUALCOMM Inc COM 747525103 17,208 120,393 SH   DFND 7 51,288 0 69,105
QUALCOMM Inc COM 747525103 277,495 1,941,476 SH   DFND 8 1,941,476 0 0
Qualys Inc COM 74758T303 252 2,500 SH   DFND 6 300 0 2,200
Qualys Inc COM 74758T303 9,378 93,139 SH   DFND 7 89,521 0 3,618
Quanta Services Inc COM 74762E102 18,023 199,000 SH   DFND 6 178,800 0 20,200
Quest Diagnostics Inc COM 74834L100 34,866 264,200 SH   DFND 6 252,800 0 11,400
Quest Diagnostics Inc COM 74834L100 110 832 SH   DFND 7 832 0 0
Quidel Corp COM 74838J101 769 6,000 SH   DFND 6 800 0 5,200
Quidel Corp COM 74838J101 57,877 451,738 SH   DFND 8 451,738 0 0
Qurate Retail Inc COM SER A 74915M100 1,356 103,600 SH   DFND 6 56,300 0 47,300
Ralph Lauren Corp CL A 751212101 318 2,700 SH   DFND 6 1,600 0 1,100
Rambus Inc COM 750917106 7,471 315,100 SH   DFND 6 282,200 0 32,900
Range Resources Corp COM 75281A109 2,050 122,300 SH   DFND 6 104,700 0 17,600
Rapid7 Inc COM 753422104 36,116 381,651 SH   DFND 8 381,651 0 0
Raymond James Financial Inc COM 754730109 169 1,300 SH   DFND 6 1,300 0 0
Raymond James Financial Inc COM 754730109 430 3,312 SH   DFND 7 3,312 0 0
Raytheon Technologies Corp COM 75513E101 85 1,001 SH   DFND   1,001 0 0
Raytheon Technologies Corp COM 75513E101 12,209 143,110 SH   DFND 6 143,110 0 0
Raytheon Technologies Corp COM 75513E101 17,912 209,962 SH   DFND 7 126,625 0 83,337
Realty Income Corp COM 756109104 25,994 389,475 SH   DFND 10 389,475 0 0
Realty Income Corp COM 756109104 573 8,580 SH   DFND 7 8,580 0 0
Red Rock Resorts Inc CL A 75700L108 3,579 84,200 SH   DFND 6 67,800 0 16,400
Regal Beloit Corp COM 758750103 13,177 98,700 SH   DFND 6 84,400 0 14,300
Regeneron Pharmaceuticals Inc COM 75886F107 39 69 SH   DFND   69 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 20,610 36,900 SH   DFND 6 35,800 0 1,100
Regeneron Pharmaceuticals Inc COM 75886F107 265 475 SH   DFND 7 475 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 47,441 84,938 SH   DFND 8 84,938 0 0
Regions Financial Corp COM 7591EP100 13 645 SH   DFND   645 0 0
Regions Financial Corp COM 7591EP100 9,749 483,100 SH   DFND 6 483,100 0 0
Regions Financial Corp COM 7591EP100 398 19,739 SH   DFND 7 19,739 0 0
Reinsurance Group of America Inc COM NEW 759351604 6,403 56,171 SH   DFND 7 56,171 0 0
Reliance Steel & Aluminum Co COM 759509102 407 2,700 SH   DFND 6 2,700 0 0
RE/MAX Holdings Inc CL A 75524W108 953 28,600 SH   DFND 6 24,100 0 4,500
Rent-A-Center Inc/TX COM 76009N100 6,151 115,900 SH   DFND 6 104,700 0 11,200
Repay Holdings Corp COM CL A 76029L100 1,202 50,000 SH   DFND 6 42,800 0 7,200
Repligen Corp COM 759916109 8,164 40,900 SH   DFND 6 30,300 0 10,600
Republic Bancorp Inc/KY CL A 760281204 272 5,900 SH   DFND 6 5,900 0 0
Republic Services Inc COM 760759100 16 149 SH   DFND   149 0 0
Republic Services Inc COM 760759100 2,409 21,900 SH   DFND 6 21,900 0 0
Republic Services Inc COM 760759100 34 310 SH   DFND 7 310 0 0
Resideo Technologies Inc COM 76118Y104 4,698 156,600 SH   DFND 6 108,000 0 48,600
Resideo Technologies Inc COM 76118Y104 632 21,056 SH   DFND 7 21,056 0 0
ResMed Inc COM 761152107 26 104 SH   DFND   104 0 0
ResMed Inc COM 761152107 23,112 93,753 SH   DFND 6 92,900 0 853
ResMed Inc COM 761152107 453 1,836 SH   DFND 7 1,836 0 0
Resources Connection Inc COM 76122Q105 349 24,300 SH   DFND 6 19,500 0 4,800
Restaurant Brands International Inc COM 76131D103 12 181 SH   DFND   181 0 0
Restaurant Brands International Inc COM 76131D103 1,585 24,600 SH   DFND 6 23,400 0 1,200
Restaurant Brands International Inc COM 76131D103 320 4,972 SH   DFND 7 217 0 4,755
Retail Opportunity Investments Corp COM 76131N101 200 11,328 SH   DFND 7 11,328 0 0
REX American Resources Corp COM 761624105 532 5,900 SH   DFND 6 5,700 0 200
RH COM 74967X103 6,111 9,000 SH   DFND 6 7,900 0 1,100
Rimini Street Inc COM 76674Q107 122 19,800 SH   DFND 6 19,800 0 0
RingCentral Inc NOTE 3/0 76680RAF4 13,611 12,311,000 PRN   DFND 7 10,674,000 0 1,637,000
RLJ Lodging Trust COM 74965L101 4,484 294,400 SH   DFND 6 250,100 0 44,300
RLJ Lodging Trust COM 74965L101 22 1,421 SH   DFND 7 1,421 0 0
RMR Group Inc/The CL A 74967R106 1,063 27,504 SH   DFND 6 23,404 0 4,100
Rockwell Automation Inc COM 773903109 23 81 SH   DFND   81 0 0
Rockwell Automation Inc COM 773903109 48,511 169,607 SH   DFND 6 167,600 0 2,007
Rockwell Automation Inc COM 773903109 7,713 26,967 SH   DFND 7 10,775 0 16,192
Rocky Brands Inc COM 774515100 272 4,900 SH   DFND 6 4,900 0 0
Rogers Communications Inc CL B 775109200 12,140 228,461 SH   DFND 6 224,761 0 3,700
Rogers Communications Inc CL B 775109200 10,579 199,070 SH   DFND 7 2,451 0 196,619
Rollins Inc COM 775711104 2,509 73,350 SH   DFND 6 73,350 0 0
Rollins Inc COM 775711104 10 288 SH   DFND 7 288 0 0
Roper Technologies Inc COM 776696106 33 71 SH   DFND   71 0 0
Roper Technologies Inc COM 776696106 30,281 64,400 SH   DFND 6 62,900 0 1,500
Roper Technologies Inc COM 776696106 15,108 32,132 SH   DFND 7 127 0 32,005
Roper Technologies Inc COM 776696106 67,885 144,375 SH   DFND 8 144,375 0 0
Ross Stores Inc COM 778296103 30 238 SH   DFND   238 0 0
Ross Stores Inc COM 778296103 5,927 47,800 SH   DFND 6 44,800 0 3,000
Ross Stores Inc COM 778296103 78 625 SH   DFND 7 625 0 0
Royal Bank of Canada COM 780087102 97 960 SH   DFND   960 0 0
Royal Bank of Canada COM 780087102 54,130 534,300 SH   DFND 6 484,900 0 49,400
Royal Bank of Canada COM 780087102 790 7,800 SH   DFND 7 6,990 0 810
Royal Caribbean Cruises Ltd COM V7780T103 13 153 SH   DFND   153 0 0
Royal Caribbean Cruises Ltd COM V7780T103 111 1,300 SH   DFND 6 0 0 1,300
Royal Caribbean Cruises Ltd COM V7780T103 14 168 SH   DFND 7 168 0 0
Royal Caribbean Cruises Ltd COM V7780T103 38,928 456,469 SH   DFND 8 456,469 0 0
Rush Enterprises Inc CL A 781846209 1,107 25,600 SH   DFND 6 11,000 0 14,600
Ryanair Holdings PLC SPONSORED ADS 783513203 23,716 219,170 SH   DFND 8 0 0 219,170
Ryder System Inc COM 783549108 714 9,600 SH   DFND 6 0 0 9,600
Sabra Health Care REIT Inc COM 78573L106 4,888 268,583 SH   DFND 6 239,983 0 28,600
Sabra Health Care REIT Inc COM 78573L106 10 546 SH   DFND 7 546 0 0
Sage Therapeutics Inc COM 78667J108 432 7,600 SH   DFND 6 3,800 0 3,800
Saia Inc COM 78709Y105 2,891 13,800 SH   DFND 6 7,300 0 6,500
Sailpoint Technologies Holdings Inc COM 78781P105 7,432 145,517 SH   DFND 7 145,517 0 0
salesforce.com Inc COM 79466L302 156 639 SH   DFND   639 0 0
salesforce.com Inc COM 79466L302 21,178 86,700 SH   DFND 6 76,900 0 9,800
salesforce.com Inc COM 79466L302 68,130 278,914 SH   DFND 7 227,931 0 50,983
salesforce.com Inc COM 79466L302 167,619 686,202 SH   DFND 8 686,202 0 0
Sanmina Corp COM 801056102 3,012 77,300 SH   DFND 6 74,500 0 2,800
Santander Consumer USA Holdings Inc COM 80283M101 1,678 46,200 SH   DFND 6 46,200 0 0
Sarepta Therapeutics Inc COM 803607100 7,369 94,790 SH   DFND 8 94,790 0 0
Saul Centers Inc COM 804395101 386 8,500 SH   DFND 6 4,000 0 4,500
Savara Inc COM 805111101 5,019 2,952,230 SH   DFND 8 2,952,230 0 0
ScanSource Inc COM 806037107 515 18,300 SH   DFND 6 12,300 0 6,000
Schlumberger NV COM STK 806857108 29 913 SH   DFND   913 0 0
Schlumberger NV COM STK 806857108 4,709 147,111 SH   DFND 7 139,520 0 7,591
Schnitzer Steel Industries Inc CL A 806882106 888 18,100 SH   DFND 6 11,700 0 6,400
Science Applications International Corp COM 808625107 5,316 60,592 SH   DFND 7 16,181 0 44,411
Seacoast Banking Corp of Florida COM NEW 811707801 396 11,600 SH   DFND 6 500 0 11,100
Seagate Technology Holdings PLC ORD SHS G7997R103 14 163 SH   DFND   163 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 7,764 88,300 SH   DFND 6 88,300 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 479 5,444 SH   DFND 7 5,444 0 0
Seagen Inc COM 81181C104 73 460 SH   DFND 6 0 0 460
Seagen Inc COM 81181C104 293 1,854 SH   DFND 7 1,854 0 0
Seagen Inc COM 81181C104 23,133 146,525 SH   DFND 8 146,525 0 0
Sealed Air Corp COM 81211K100 7,501 126,600 SH   DFND 6 126,600 0 0
Sealed Air Corp COM 81211K100 11 189 SH   DFND 7 189 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7 13,344 4,313,000 PRN   DFND 7 3,664,000 0 649,000
Sea Ltd SPONSORD ADS 81141R100 6,838 24,900 SH   DFND   24,900 0 0
Sea Ltd SPONSORD ADS 81141R100 4,912 17,888 SH   DFND 8 17,888 0 0
Sempra Energy COM 816851109 25 192 SH   DFND   192 0 0
Sempra Energy COM 816851109 2,120 16,000 SH   DFND 10 16,000 0 0
Sempra Energy COM 816851109 28,099 212,100 SH   DFND 6 209,100 0 3,000
Sempra Energy COM 816851109 244 1,842 SH   DFND 7 1,842 0 0
Sensata Technologies Holding PLC SHS G8060N102 1,183 20,400 SH   DFND 6 6,000 0 14,400
Sensata Technologies Holding PLC SHS G8060N102 12 200 SH   DFND 7 200 0 0
Service Corp International/US COM 817565104 20,942 390,783 SH   DFND 8 390,783 0 0
ServiceNow Inc COM 81762P102 74 134 SH   DFND   134 0 0
ServiceNow Inc COM 81762P102 43,085 78,400 SH   DFND 6 68,800 0 9,600
ServiceNow Inc COM 81762P102 10,877 19,792 SH   DFND 7 10,219 0 9,573
ServiceNow Inc COM 81762P102 171,529 312,126 SH   DFND 8 312,126 0 0
Shake Shack Inc CL A 819047101 1,027 9,600 SH   DFND 6 9,600 0 0
Shaw Communications Inc CL B CONV 82028K200 1,322 45,700 SH   DFND 6 45,700 0 0
Shaw Communications Inc CL B CONV 82028K200 46 1,579 SH   DFND 7 1,579 0 0
Sherwin-Williams Co/The COM 824348106 44 162 SH   DFND   162 0 0
Sherwin-Williams Co/The COM 824348106 46,616 171,100 SH   DFND 6 166,300 0 4,800
Sherwin-Williams Co/The COM 824348106 38,848 142,587 SH   DFND 7 117,161 0 25,426
Sherwin-Williams Co/The COM 824348106 1,295 4,752 SH   DFND 8 4,752 0 0
Shift4 Payments Inc CL A 82452J109 22,224 237,129 SH   DFND 7 237,129 0 0
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 563 15,706 SH   DFND 7 0 0 15,706
Shopify Inc CL A 82509L107 118 81 SH   DFND   81 0 0
Shopify Inc CL A 82509L107 4,091 2,800 SH   DFND 6 1,900 0 900
Shopify Inc CL A 82509L107 2,906 1,989 SH   DFND 7 104 0 1,885
Shopify Inc NOTE 0.125%11/0 82509LAA5 15,507 11,900,000 PRN   DFND 7 10,283,000 0 1,617,000
Signature Bank/New York NY COM 82669G104 2,604 10,600 SH   DFND 6 8,800 0 1,800
Signet Jewelers Ltd SHS G81276100 1,010 12,500 SH   DFND 6 4,600 0 7,900
Silgan Holdings Inc COM 827048109 1,785 43,000 SH   DFND 6 26,300 0 16,700
Silicon Laboratories Inc COM 826919102 4,858 31,697 SH   DFND 7 21,602 0 10,095
Silicon Laboratories Inc COM 826919102 200,736 1,309,857 SH   DFND 8 1,309,857 0 0
Silicon Laboratories Inc NOTE 0.625% 6/1 826919AD4 13,621 9,842,000 PRN   DFND 7 8,000,000 0 1,842,000
Simon Property Group Inc COM 828806109 34,814 266,813 SH   DFND 10 266,813 0 0
Simon Property Group Inc COM 828806109 5,262 40,326 SH   DFND 7 14,466 0 25,860
SiteOne Landscape Supply Inc COM 82982L103 14,726 87,000 SH   DFND 6 71,300 0 15,700
Six Flags Entertainment Corp COM 83001A102 961 22,200 SH   DFND 6 22,200 0 0
SK Telecom Co Ltd SPONSORED ADR 78440P108 728 23,168 SH   DFND 7 0 0 23,168
Skyworks Solutions Inc COM 83088M102 24 127 SH   DFND   127 0 0
Skyworks Solutions Inc COM 83088M102 1,361 7,100 SH   DFND 6 7,100 0 0
Skyworks Solutions Inc COM 83088M102 677 3,533 SH   DFND 7 3,533 0 0
Sleep Number Corp COM 83125X103 1,286 11,700 SH   DFND 6 4,900 0 6,800
SLM Corp COM 78442P106 10,294 491,600 SH   DFND 6 361,700 0 129,900
SMART Global Holdings Inc SHS G8232Y101 529 11,100 SH   DFND 6 10,500 0 600
SM Energy Co COM 78454L100 931 37,800 SH   DFND 6 14,700 0 23,100
Smith & Wesson Brands Inc COM 831754106 3,144 90,600 SH   DFND 6 78,700 0 11,900
Snap Inc CL A 83304A106 44 653 SH   DFND   653 0 0
Snap Inc CL A 83304A106 1,390 20,400 SH   DFND 6 18,000 0 2,400
Snap Inc CL A 83304A106 65,885 966,911 SH   DFND 8 966,911 0 0
Snap-on Inc COM 833034101 35,444 158,635 SH   DFND 6 155,100 0 3,535
Snap-on Inc COM 833034101 313 1,401 SH   DFND 7 1,401 0 0
SolarEdge Technologies Inc COM 83417M104 7,269 26,300 SH   DFND 6 25,800 0 500
Sonic Automotive Inc CL A 83545G102 904 20,200 SH   DFND 6 10,500 0 9,700
Sonoco Products Co COM 835495102 381 5,700 SH   DFND 6 900 0 4,800
Sonos Inc COM 83570H108 3,875 110,000 SH   DFND 6 103,100 0 6,900
Southern Co/The COM 842587107 42 699 SH   DFND   699 0 0
Southern Co/The COM 842587107 5,325 88,000 SH   DFND 6 85,500 0 2,500
Southern Co/The COM 842587107 6,253 103,343 SH   DFND 7 2,288 0 101,055
South State Corp COM 840441109 1,627 19,900 SH   DFND 6 17,200 0 2,700
Southwestern Energy Co COM 845467109 1,795 316,600 SH   DFND 6 268,000 0 48,600
SPDR S&P 500 ETF Trust TR UNIT 78462F103 23,958 55,969 SH   DFND   55,969 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 2,178 4,436 SH   DFND   4,436 0 0
Spectrum Pharmaceuticals Inc COM 84763A108 1,027 273,800 SH   DFND 6 273,800 0 0
S&P Global Inc COM 78409V104 66 162 SH   DFND   162 0 0
S&P Global Inc COM 78409V104 75,646 184,300 SH   DFND 6 180,500 0 3,800
S&P Global Inc COM 78409V104 17,487 42,605 SH   DFND 7 42,605 0 0
Spire Inc COM 84857L101 853 11,800 SH   DFND 6 11,800 0 0
Splunk Inc COM 848637104 16 109 SH   DFND   109 0 0
Splunk Inc COM 848637104 2,345 16,219 SH   DFND 7 16,219 0 0
Splunk Inc NOTE 1.125% 6/1 848637AF1 9,277 9,530,000 PRN   DFND 7 8,116,000 0 1,414,000
Spotify Technology SA SHS L8681T102 576 2,091 SH   DFND 7 2,091 0 0
SpringWorks Therapeutics Inc COM 85205L107 8,556 103,824 SH   DFND 8 103,824 0 0
Sprinklr Inc CL A 85208T107 22,649 1,100,000 SH   DFND 8 1,100,000 0 0
Sprouts Farmers Market Inc COM 85208M102 2,649 106,600 SH   DFND 6 79,700 0 26,900
Sprout Social Inc COM CL A 85209W109 10,008 111,919 SH   DFND 8 111,919 0 0
SPS Commerce Inc COM 78463M107 6,242 62,515 SH   DFND 6 48,450 0 14,065
SPX Corp COM 784635104 2,834 46,400 SH   DFND 6 35,400 0 11,000
Square Inc CL A 852234103 64 261 SH   DFND   261 0 0
Square Inc CL A 852234103 2,560 10,500 SH   DFND 6 7,000 0 3,500
Square Inc CL A 852234103 92 379 SH   DFND 7 379 0 0
Square Inc CL A 852234103 2,473 10,143 SH   DFND 8 10,143 0 0
SS&C Technologies Holdings Inc COM 78467J100 216 3,000 SH   DFND 6 3,000 0 0
SS&C Technologies Holdings Inc COM 78467J100 7,037 97,657 SH   DFND 7 94,441 0 3,216
SSR Mining Inc COM 784730103 379 24,300 SH   DFND 6 24,300 0 0
STAAR Surgical Co COM PAR $0.01 852312305 7,961 52,200 SH   DFND 6 42,800 0 9,400
STAG Industrial Inc COM 85254J102 4,155 111,000 SH   DFND 6 108,900 0 2,100
STAG Industrial Inc COM 85254J102 3,021 80,724 SH   DFND 7 80,724 0 0
Standard Motor Products Inc COM 853666105 2,692 62,100 SH   DFND 6 54,400 0 7,700
Stanley Black & Decker Inc COM 854502101 22 105 SH   DFND   105 0 0
Stanley Black & Decker Inc COM 854502101 25,767 125,700 SH   DFND 6 120,100 0 5,600
Stanley Black & Decker Inc COM 854502101 145 706 SH   DFND 7 706 0 0
Stantec Inc COM 85472N109 2,485 55,700 SH   DFND 6 38,200 0 17,500
Starbucks Corp COM 855244109 87 775 SH   DFND   775 0 0
Starbucks Corp COM 855244109 11,628 104,000 SH   DFND 6 91,600 0 12,400
Starbucks Corp COM 855244109 14,661 131,126 SH   DFND 7 56,538 0 74,588
Starbucks Corp COM 855244109 51,526 460,839 SH   DFND 8 460,839 0 0
Star Bulk Carriers Corp SHS PAR Y8162K204 264 11,500 SH   DFND 6 11,500 0 0
State Street Corp COM 857477103 19 233 SH   DFND   233 0 0
State Street Corp COM 857477103 14,621 177,700 SH   DFND 6 173,700 0 4,000
State Street Corp COM 857477103 182 2,210 SH   DFND 7 2,210 0 0
Stellantis NV SHS N82405106 274,523 13,928,120 SH   DFND 7 12,459,640 0 1,468,480
Stellantis NV SHS N82405106 90,116 4,572,074 SH   DFND 8 410,138 0 4,161,936
Stem Inc COM 85859N102 2,470 68,596 SH   DFND   68,596 0 0
Stepan Co COM 858586100 1,251 10,400 SH   DFND 6 10,400 0 0
STERIS PLC SHS USD G8473T100 22,239 107,800 SH   DFND 6 107,300 0 500
STERIS PLC SHS USD G8473T100 231 1,122 SH   DFND 7 1,122 0 0
Stifel Financial Corp COM 860630102 8,662 133,550 SH   DFND 6 93,150 0 40,400
StoneCo Ltd COM CL A G85158106 18,962 282,758 SH   DFND 7 282,758 0 0
STORE Capital Corp COM 862121100 23,765 688,630 SH   DFND 10 688,630 0 0
STORE Capital Corp COM 862121100 59 1,714 SH   DFND 7 1,714 0 0
Strategic Education Inc COM 86272C103 7,137 93,829 SH   DFND 8 93,829 0 0
Stryker Corp COM 863667101 59 229 SH   DFND   229 0 0
Stryker Corp COM 863667101 57,426 221,100 SH   DFND 6 216,300 0 4,800
Stryker Corp COM 863667101 6,396 24,625 SH   DFND 7 23,683 0 942
Stryker Corp COM 863667101 7,220 27,799 SH   DFND 8 27,799 0 0
Sun Communities Inc COM 866674104 433 2,525 SH   DFND 7 2,525 0 0
Sun Communities Inc COM 866674104 3,166 18,470 SH   DFND 8 18,470 0 0
Suncor Energy Inc COM 867224107 21 879 SH   DFND   879 0 0
Suncor Energy Inc COM 867224107 1,122 46,804 SH   DFND 7 46,804 0 0
Sun Life Financial Inc COM 866796105 20 397 SH   DFND   397 0 0
Sun Life Financial Inc COM 866796105 7,411 143,800 SH   DFND 6 138,700 0 5,100
Sun Life Financial Inc COM 866796105 41 799 SH   DFND 7 799 0 0
Sunrun Inc COM 86771W105 4,847 86,900 SH   DFND 6 86,900 0 0
Super Micro Computer Inc COM 86800U104 517 14,700 SH   DFND 6 5,500 0 9,200
SVB Financial Group COM 78486Q101 20 36 SH   DFND   36 0 0
SVB Financial Group COM 78486Q101 27,878 50,101 SH   DFND 6 48,195 0 1,906
SVB Financial Group COM 78486Q101 46 82 SH   DFND 7 82 0 0
SVB Financial Group COM 78486Q101 20,276 36,440 SH   DFND 8 36,440 0 0
Sykes Enterprises Inc COM 871237103 5,746 107,000 SH   DFND 6 95,200 0 11,800
Synaptics Inc COM 87157D109 6,830 43,900 SH   DFND 6 42,100 0 1,800
Synchrony Financial COM 87165B103 18 363 SH   DFND   363 0 0
Synchrony Financial COM 87165B103 8,937 184,200 SH   DFND 6 180,900 0 3,300
Synchrony Financial COM 87165B103 9,168 188,947 SH   DFND 7 188,947 0 0
Syneos Health Inc CL A 87166B102 483 5,400 SH   DFND 6 0 0 5,400
Synopsys Inc COM 871607107 29 105 SH   DFND   105 0 0
Synopsys Inc COM 871607107 19,799 71,789 SH   DFND 6 70,389 0 1,400
Synopsys Inc COM 871607107 576 2,088 SH   DFND 7 2,088 0 0
Synovus Financial Corp COM NEW 87161C501 2,484 56,600 SH   DFND 6 51,900 0 4,700
Sysco Corp COM 871829107 26 330 SH   DFND   330 0 0
Sysco Corp COM 871829107 194 2,500 SH   DFND 6 2,500 0 0
Sysco Corp COM 871829107 224 2,879 SH   DFND 7 2,879 0 0
Tabula Rasa HealthCare Inc COM 873379101 15,349 306,974 SH   DFND 8 306,974 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 368 3,064 SH   DFND   3,064 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 55,999 466,035 SH   DFND 7 411,148 0 54,887
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 107,954 898,418 SH   DFND 8 898,418 0 0
Take-Two Interactive Software Inc COM 874054109 14 78 SH   DFND   78 0 0
Take-Two Interactive Software Inc COM 874054109 34,873 197,000 SH   DFND 6 186,300 0 10,700
Take-Two Interactive Software Inc COM 874054109 485 2,742 SH   DFND 7 2,742 0 0
TAL Education Group SPONSORED ADS 874080104 48 1,917 SH   DFND   1,917 0 0
TAL Education Group SPONSORED ADS 874080104 5,732 227,200 SH   DFND 6 222,000 0 5,200
TAL Education Group SPONSORED ADS 874080104 14,729 583,793 SH   DFND 7 563,679 0 20,114
Tandem Diabetes Care Inc COM NEW 875372203 916 9,400 SH   DFND 6 0 0 9,400
Tandem Diabetes Care Inc COM NEW 875372203 20,842 213,987 SH   DFND 8 213,987 0 0
Tanger Factory Outlet Centers Inc COM 875465106 501 26,600 SH   DFND 6 9,600 0 17,000
Tanger Factory Outlet Centers Inc COM 875465106 73 3,866 SH   DFND 7 3,866 0 0
Target Corp COM 87612E106 80 329 SH   DFND   329 0 0
Target Corp COM 87612E106 60,725 251,200 SH   DFND 6 244,700 0 6,500
Target Corp COM 87612E106 5,664 23,430 SH   DFND 7 7,698 0 15,732
Taro Pharmaceutical Industries Ltd SHS M8737E108 497 6,900 SH   DFND 6 6,900 0 0
TC Energy Corp COM 87807B107 31 634 SH   DFND   634 0 0
TC Energy Corp COM 87807B107 2,709 54,700 SH   DFND 6 48,800 0 5,900
TC Energy Corp COM 87807B107 4,784 96,604 SH   DFND 7 33,079 0 63,525
TechnipFMC PLC COM G87110105 3,091 341,600 SH   DFND 6 341,600 0 0
TechnipFMC PLC COM G87110105 2,861 316,080 SH   DFND 7 316,080 0 0
TE Connectivity Ltd REG SHS H84989104 31 231 SH   DFND   231 0 0
TE Connectivity Ltd REG SHS H84989104 95 700 SH   DFND 6 0 0 700
TE Connectivity Ltd REG SHS H84989104 16,639 123,064 SH   DFND 7 38,240 0 84,824
TE Connectivity Ltd REG SHS H84989104 60,690 448,861 SH   DFND 8 448,861 0 0
TEGNA Inc COM 87901J105 10,522 560,900 SH   DFND 6 482,400 0 78,500
Teladoc Health Inc COM 87918A105 14 84 SH   DFND   84 0 0
Teladoc Health Inc COM 87918A105 4,619 27,775 SH   DFND 7 27,775 0 0
Teladoc Health Inc COM 87918A105 28,325 170,336 SH   DFND 8 170,336 0 0
Teladoc Health Inc NOTE 1.250% 6/0 87918AAF2 11,753 10,440,000 PRN   DFND 7 8,364,000 0 2,076,000
Teledyne Technologies Inc COM 879360105 25,926 61,900 SH   DFND 6 60,700 0 1,200
Teledyne Technologies Inc COM 879360105 123 293 SH   DFND 7 293 0 0
Telefonica Brasil SA NEW ADR 87936R205 653 76,817 SH   DFND 7 35,473 0 41,344
Telephone and Data Systems Inc COM NEW 879433829 591 26,100 SH   DFND 6 26,100 0 0
Tempur Sealy International Inc COM 88023U101 568 14,500 SH   DFND 6 5,200 0 9,300
Tenable Holdings Inc COM 88025T102 39,404 952,936 SH   DFND 8 952,936 0 0
Tencent Music Entertainment Group SPON ADS 88034P109 43 2,800 SH   DFND   2,800 0 0
Tencent Music Entertainment Group SPON ADS 88034P109 10,845 700,600 SH   DFND 6 700,600 0 0
Tenet Healthcare Corp COM NEW 88033G407 1,079 16,100 SH   DFND 6 16,100 0 0
Teradata Corp COM 88076W103 9,724 194,600 SH   DFND 6 169,100 0 25,500
Teradyne Inc COM 880770102 16 116 SH   DFND   116 0 0
Teradyne Inc COM 880770102 33,563 250,548 SH   DFND 6 233,248 0 17,300
Teradyne Inc COM 880770102 3,755 28,031 SH   DFND 7 28,031 0 0
Teradyne Inc COM 880770102 184,421 1,376,685 SH   DFND 8 1,376,685 0 0
Teradyne Inc NOTE 1.250%12/1 880770AG7 8,703 2,057,000 PRN   DFND 7 1,733,000 0 324,000
Terex Corp COM 880779103 4,038 84,800 SH   DFND 6 57,700 0 27,100
Tesla Inc COM 88160R101 342 503 SH   DFND   503 0 0
Tesla Inc COM 88160R101 111,607 164,200 SH   DFND 6 154,600 0 9,600
Tesla Inc COM 88160R101 14,554 21,413 SH   DFND 7 825 0 20,588
Tesla Inc COM 88160R101 11,917 17,532 SH   DFND 8 17,532 0 0
Tetra Tech Inc COM 88162G103 6,559 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104 102,822 534,697 SH   DFND 6 520,541 0 14,156
Texas Instruments Inc COM 882508104 682 3,548 SH   DFND 7 3,250 0 298
Texas Instruments Inc COM 882508104 124,009 644,875 SH   DFND 8 644,875 0 0
TherapeuticsMD Inc COM 88338N107 5,438 4,569,339 SH   DFND 8 4,569,339 0 0
Thermo Fisher Scientific Inc COM 883556102 134 265 SH   DFND   265 0 0
Thermo Fisher Scientific Inc COM 883556102 100,611 199,439 SH   DFND 6 197,239 0 2,200
Thermo Fisher Scientific Inc COM 883556102 84,721 167,941 SH   DFND 7 131,465 0 36,476
Thermo Fisher Scientific Inc COM 883556102 205,504 407,367 SH   DFND 8 407,367 0 0
Thomson Reuters Corp COM NEW 884903709 10,230 103,000 SH   DFND 6 93,100 0 9,900
Thomson Reuters Corp COM NEW 884903709 30 300 SH   DFND 7 300 0 0
Timken Co/The COM 887389104 11,573 143,600 SH   DFND 6 127,700 0 15,900
TIM SA/Brazil SPONSORED ADR 88706T108 123 10,660 SH   DFND 7 0 0 10,660
Titan Machinery Inc COM 88830R101 356 11,500 SH   DFND 6 11,500 0 0
TJX Cos Inc/The COM 872540109 54 803 SH   DFND   803 0 0
TJX Cos Inc/The COM 872540109 10,342 153,400 SH   DFND 6 150,800 0 2,600
TJX Cos Inc/The COM 872540109 31,704 470,243 SH   DFND 7 267,788 0 202,455
TJX Cos Inc/The COM 872540109 29,857 442,845 SH   DFND 8 442,845 0 0
T-Mobile US Inc COM 872590104 56 384 SH   DFND   384 0 0
T-Mobile US Inc COM 872590104 6,908 47,700 SH   DFND 6 46,500 0 1,200
T-Mobile US Inc COM 872590104 338 2,337 SH   DFND 7 2,337 0 0
TopBuild Corp COM 89055F103 5,479 27,700 SH   DFND 6 21,700 0 6,000
TORM PLC SHS CL A G89479102 256 29,110 SH   DFND 6 29,110 0 0
Toro Co/The COM 891092108 4,351 39,600 SH   DFND 6 29,000 0 10,600
Toronto-Dominion Bank/The COM NEW 891160509 86 1,232 SH   DFND   1,232 0 0
Toronto-Dominion Bank/The COM NEW 891160509 72,834 1,039,736 SH   DFND 6 953,036 0 86,700
Toronto-Dominion Bank/The COM NEW 891160509 3,004 42,890 SH   DFND 7 1,796 0 41,094
TPI Composites Inc COM 87266J104 14,155 292,334 SH   DFND 8 292,334 0 0
Tractor Supply Co COM 892356106 14 77 SH   DFND   77 0 0
Tractor Supply Co COM 892356106 22,253 119,600 SH   DFND 6 117,300 0 2,300
Tractor Supply Co COM 892356106 538 2,890 SH   DFND 7 2,890 0 0
Trade Desk Inc/The COM CL A 88339J105 23 300 SH   DFND   300 0 0
Trade Desk Inc/The COM CL A 88339J105 232 3,000 SH   DFND 6 0 0 3,000
Trade Desk Inc/The COM CL A 88339J105 262 3,384 SH   DFND 7 3,384 0 0
Tradeweb Markets Inc CL A 892672106 304 3,600 SH   DFND 6 3,600 0 0
Trane Technologies PLC SHS G8994E103 30 161 SH   DFND   161 0 0
Trane Technologies PLC SHS G8994E103 37,288 202,500 SH   DFND 6 200,500 0 2,000
Trane Technologies PLC SHS G8994E103 324 1,760 SH   DFND 7 1,760 0 0
TransMedics Group Inc COM 89377M109 11,675 351,868 SH   DFND 8 351,868 0 0
Transocean Ltd REG SHS H8817H100 449 99,400 SH   DFND 6 52,500 0 46,900
TransUnion COM 89400J107 14 123 SH   DFND   123 0 0
TransUnion COM 89400J107 373 3,400 SH   DFND 6 2,500 0 900
TransUnion COM 89400J107 1,933 17,600 SH   DFND 8 17,600 0 0
Travelers Cos Inc/The COM 89417E109 25 170 SH   DFND   170 0 0
Travelers Cos Inc/The COM 89417E109 5,704 38,100 SH   DFND 6 33,500 0 4,600
Travelers Cos Inc/The COM 89417E109 144 965 SH   DFND 7 965 0 0
Travere Therapeutics Inc COM 89422G107 2,100 143,900 SH   DFND 6 129,800 0 14,100
Tredegar Corp COM 894650100 259 18,800 SH   DFND 6 18,800 0 0
Trex Co Inc COM 89531P105 12,817 125,400 SH   DFND 6 105,000 0 20,400
Trex Co Inc COM 89531P105 5,969 58,402 SH   DFND 7 58,402 0 0
Trimble Inc COM 896239100 14 169 SH   DFND   169 0 0
Trimble Inc COM 896239100 6,777 82,814 SH   DFND 6 80,214 0 2,600
Trimble Inc COM 896239100 9,866 120,562 SH   DFND 7 79,622 0 40,940
Trimble Inc COM 896239100 131,524 1,607,283 SH   DFND 8 1,607,283 0 0
TriNet Group Inc COM 896288107 8,553 118,000 SH   DFND 6 97,600 0 20,400
Trip.com Group Ltd ADS 89677Q107 90 2,524 SH   DFND   2,524 0 0
Trip.com Group Ltd ADS 89677Q107 14,783 416,898 SH   DFND 7 409,098 0 7,800
T Rowe Price Group Inc COM 74144T108 29 149 SH   DFND   149 0 0
T Rowe Price Group Inc COM 74144T108 31,417 158,696 SH   DFND 6 157,100 0 1,596
T Rowe Price Group Inc COM 74144T108 121 609 SH   DFND 7 609 0 0
TrueBlue Inc COM 89785X101 669 23,800 SH   DFND 6 15,400 0 8,400
Truist Financial Corp COM 89832Q109 51 915 SH   DFND   915 0 0
Truist Financial Corp COM 89832Q109 7,038 126,817 SH   DFND 6 115,003 0 11,814
Truist Financial Corp COM 89832Q109 85 1,535 SH   DFND 7 1,535 0 0
Trupanion Inc COM 898202106 541 4,700 SH   DFND 6 0 0 4,700
TTEC Holdings Inc COM 89854H102 9,526 92,400 SH   DFND 6 82,600 0 9,800
Tupperware Brands Corp COM 899896104 1,914 80,600 SH   DFND 6 70,600 0 10,000
Turning Point Therapeutics Inc COM 90041T108 7,560 96,896 SH   DFND 8 96,896 0 0
Twilio Inc CL A 90138F102 39 98 SH   DFND   98 0 0
Twilio Inc CL A 90138F102 118 300 SH   DFND 6 0 0 300
Twilio Inc CL A 90138F102 59,614 151,244 SH   DFND 8 151,244 0 0
Twist Bioscience Corp COM 90184D100 1,119 8,400 SH   DFND 6 8,400 0 0
Twitter Inc COM 90184L102 43 631 SH   DFND   631 0 0
Twitter Inc COM 90184L102 117 1,700 SH   DFND 6 0 0 1,700
Twitter Inc COM 90184L102 296 4,298 SH   DFND 7 4,298 0 0
Twitter Inc NOTE 0.250% 6/1 90184LAF9 6,479 4,700,000 PRN   DFND 7 4,000,000 0 700,000
Twitter Inc NOTE 1.000% 9/1 90184LAD4 3,060 3,000,000 PRN   DFND 7 2,500,000 0 500,000
Tyler Technologies Inc COM 902252105 860 1,900 SH   DFND 6 1,900 0 0
Tyler Technologies Inc COM 902252105 282 624 SH   DFND 7 624 0 0
Tyson Foods Inc CL A 902494103 14 194 SH   DFND   194 0 0
Tyson Foods Inc CL A 902494103 1,003 13,600 SH   DFND 6 2,800 0 10,800
Tyson Foods Inc CL A 902494103 306 4,146 SH   DFND 7 4,146 0 0
Uber Technologies Inc COM 90353T100 33 652 SH   DFND   652 0 0
Uber Technologies Inc COM 90353T100 100 2,000 SH   DFND 6 0 0 2,000
Uber Technologies Inc COM 90353T100 159 3,163 SH   DFND 7 3,163 0 0
UBS Group AG SHS H42097107 52 3,387 SH   DFND   3,387 0 0
UBS Group AG SHS H42097107 3,165 206,301 SH   DFND 6 199,301 0 7,000
UBS Group AG SHS H42097107 109,079 7,110,751 SH   DFND 7 6,742,937 0 367,814
UDR Inc COM 902653104 24,965 509,700 SH   DFND 10 509,700 0 0
UDR Inc COM 902653104 2,145 43,800 SH   DFND 6 43,800 0 0
UDR Inc COM 902653104 404 8,246 SH   DFND 7 8,246 0 0
UFP Industries Inc COM 90278Q108 1,747 23,500 SH   DFND 6 9,800 0 13,700
UGI Corp COM 902681105 8,424 181,900 SH   DFND 6 179,600 0 2,300
UGI Corp COM 902681105 9 200 SH   DFND 7 200 0 0
Ulta Beauty Inc COM 90384S303 388 1,123 SH   DFND 7 1,123 0 0
Ultragenyx Pharmaceutical Inc COM 90400D108 18,019 188,978 SH   DFND 8 188,978 0 0
UMH Properties Inc COM 903002103 3,190 146,200 SH   DFND 6 130,200 0 16,000
Under Armour Inc CL A 904311107 2,769 130,900 SH   DFND 6 130,900 0 0
UniFirst Corp/MA COM 904708104 469 2,000 SH   DFND 6 2,000 0 0
Union Pacific Corp COM 907818108 100 455 SH   DFND   455 0 0
Union Pacific Corp COM 907818108 3,277 14,900 SH   DFND 10 14,900 0 0
Union Pacific Corp COM 907818108 42,666 194,000 SH   DFND 6 186,500 0 7,500
Union Pacific Corp COM 907818108 16,416 74,641 SH   DFND 7 26,506 0 48,135
Union Pacific Corp COM 907818108 37,203 169,160 SH   DFND 8 169,160 0 0
Unisys Corp COM NEW 909214306 3,910 154,465 SH   DFND 6 135,665 0 18,800
United Bankshares Inc/WV COM 909907107 496 13,600 SH   DFND 6 0 0 13,600
UnitedHealth Group Inc COM 91324P102 253 631 SH   DFND   631 0 0
UnitedHealth Group Inc COM 91324P102 128,661 321,300 SH   DFND 6 317,100 0 4,200
UnitedHealth Group Inc COM 91324P102 59,700 149,086 SH   DFND 7 58,462 0 90,624
UnitedHealth Group Inc COM 91324P102 139,765 349,029 SH   DFND 8 349,029 0 0
United Microelectronics Corp SPON ADR NEW 910873405 16 1,705 SH   DFND   1,705 0 0
United Microelectronics Corp SPON ADR NEW 910873405 362 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106 96 462 SH   DFND   462 0 0
United Parcel Service Inc CL B 911312106 38,354 184,419 SH   DFND 6 177,300 0 7,119
United Parcel Service Inc CL B 911312106 3,815 18,345 SH   DFND 7 11,196 0 7,149
United Rentals Inc COM 911363109 16 50 SH   DFND   50 0 0
United Rentals Inc COM 911363109 169 531 SH   DFND 7 268 0 263
United Rentals Inc COM 911363109 18,567 58,201 SH   DFND 8 58,201 0 0
United Therapeutics Corp COM 91307C102 3,677 20,493 SH   DFND 6 14,893 0 5,600
Uniti Group Inc COM 91325V108 2,539 239,800 SH   DFND 6 197,000 0 42,800
UNITY Biotechnology Inc COM 91381U101 97 21,000 SH   DFND 6 21,000 0 0
Universal Display Corp COM 91347P105 1,756 7,900 SH   DFND 6 7,200 0 700
Universal Electronics Inc COM 913483103 1,157 23,851 SH   DFND 6 19,151 0 4,700
Unum Group COM 91529Y106 10,389 365,800 SH   DFND 6 333,400 0 32,400
Urstadt Biddle Properties Inc CL A 917286205 459 23,700 SH   DFND 6 13,300 0 10,400
Urstadt Biddle Properties Inc COM 917286106 210 13,098 SH   DFND 6 9,898 0 3,200
US Bancorp COM NEW 902973304 53 922 SH   DFND   922 0 0
US Bancorp COM NEW 902973304 7,053 123,800 SH   DFND 6 109,100 0 14,700
US Bancorp COM NEW 902973304 12,849 225,539 SH   DFND 7 106,759 0 118,780
Valero Energy Corp COM 91913Y100 21 263 SH   DFND   263 0 0
Valero Energy Corp COM 91913Y100 187 2,400 SH   DFND 6 0 0 2,400
Valero Energy Corp COM 91913Y100 4,034 51,669 SH   DFND 7 14,981 0 36,688
Vale SA SPONSORED ADS 91912E105 79 3,478 SH   DFND   3,478 0 0
Vale SA SPONSORED ADS 91912E105 2,412 105,750 SH   DFND 7 0 0 105,750
Valley National Bancorp COM 919794107 3,251 242,036 SH   DFND 6 234,900 0 7,136
Vanda Pharmaceuticals Inc COM 921659108 566 26,300 SH   DFND 6 8,900 0 17,400
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 8,699 91,503 SH   DFND   91,503 0 0
Varex Imaging Corp COM 92214X106 2,706 100,900 SH   DFND 6 87,300 0 13,600
Veeva Systems Inc CL A COM 922475108 28 91 SH   DFND   91 0 0
Veeva Systems Inc CL A COM 922475108 12,780 41,100 SH   DFND 6 30,500 0 10,600
Veeva Systems Inc CL A COM 922475108 277 890 SH   DFND 7 890 0 0
Veeva Systems Inc CL A COM 922475108 56,669 182,245 SH   DFND 8 182,245 0 0
Ventas Inc COM 92276F100 777 13,600 SH   DFND 7 13,600 0 0
Veracyte Inc COM 92337F107 3,706 92,684 SH   DFND 8 92,684 0 0
Verint Systems Inc COM 92343X100 3,370 74,768 SH   DFND 7 71,132 0 3,636
VeriSign Inc COM 92343E102 15 68 SH   DFND   68 0 0
VeriSign Inc COM 92343E102 13,841 60,790 SH   DFND 6 60,090 0 700
VeriSign Inc COM 92343E102 335 1,471 SH   DFND 7 1,471 0 0
Verisk Analytics Inc COM 92345Y106 18 102 SH   DFND   102 0 0
Verisk Analytics Inc COM 92345Y106 27,221 155,800 SH   DFND 6 154,200 0 1,600
Verisk Analytics Inc COM 92345Y106 30,666 175,514 SH   DFND 7 174,614 0 900
Verisk Analytics Inc COM 92345Y106 18,352 105,035 SH   DFND 8 105,035 0 0
Verizon Communications Inc COM 92343V104 154 2,740 SH   DFND   2,740 0 0
Verizon Communications Inc COM 92343V104 136,031 2,427,829 SH   DFND 6 2,310,529 0 117,300
Verizon Communications Inc COM 92343V104 3,319 59,245 SH   DFND 7 25,223 0 34,022
Vermilion Energy Inc COM 923725105 1,022 116,800 SH   DFND 6 111,000 0 5,800
Vertex Pharmaceuticals Inc COM 92532F100 34 170 SH   DFND   170 0 0
Vertex Pharmaceuticals Inc COM 92532F100 19,780 98,100 SH   DFND 6 89,000 0 9,100
Vertex Pharmaceuticals Inc COM 92532F100 219 1,086 SH   DFND 7 1,086 0 0
Vertex Pharmaceuticals Inc COM 92532F100 24,917 123,578 SH   DFND 8 123,578 0 0
VF Corp COM 918204108 18 218 SH   DFND   218 0 0
VF Corp COM 918204108 9,336 113,800 SH   DFND 6 105,800 0 8,000
VF Corp COM 918204108 673 8,203 SH   DFND 7 8,203 0 0
ViacomCBS Inc CL B 92556H206 18 397 SH   DFND   397 0 0
ViacomCBS Inc CL B 92556H206 341 7,541 SH   DFND 7 7,541 0 0
Viatris Inc COM 92556V106 8,445 590,993 SH   DFND 6 586,493 0 4,500
Viatris Inc COM 92556V106 453 31,671 SH   DFND 7 26,778 0 4,893
Viavi Solutions Inc COM 925550105 66,872 3,786,613 SH   DFND 8 3,786,613 0 0
VICI Properties Inc COM 925652109 14,663 472,696 SH   DFND 6 424,996 0 47,700
VICI Properties Inc COM 925652109 209 6,725 SH   DFND 7 6,725 0 0
Vimeo Inc COMMON STOCK 92719V100 4 89 SH   DFND   89 0 0
Vimeo Inc COMMON STOCK 92719V100 8,412 171,674 SH   DFND 8 171,674 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 3,817 190,100 SH   DFND 6 162,900 0 27,200
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 1,916 95,422 SH   DFND 7 95,422 0 0
Virtu Financial Inc CL A 928254101 950 34,400 SH   DFND 6 23,000 0 11,400
Visa Inc COM CL A 92826C839 270 1,153 SH   DFND   1,153 0 0
Visa Inc COM CL A 92826C839 169,620 725,431 SH   DFND 6 700,831 0 24,600
Visa Inc COM CL A 92826C839 135,815 580,851 SH   DFND 7 489,391 0 91,460
Visa Inc COM CL A 92826C839 206,598 883,576 SH   DFND 8 883,576 0 0
Vishay Intertechnology Inc COM 928298108 7,365 326,600 SH   DFND 6 275,100 0 51,500
Vista Outdoor Inc COM 928377100 393 8,500 SH   DFND 6 3,600 0 4,900
VMware Inc CL A COM 928563402 319 1,995 SH   DFND 7 1,995 0 0
Voya Financial Inc COM 929089100 793 12,900 SH   DFND 6 12,900 0 0
Voya Financial Inc COM 929089100 13 215 SH   DFND 7 215 0 0
VSE Corp COM 918284100 287 5,800 SH   DFND 6 3,600 0 2,200
Vulcan Materials Co COM 929160109 16 91 SH   DFND   91 0 0
Vulcan Materials Co COM 929160109 13,525 77,700 SH   DFND 6 77,200 0 500
Vulcan Materials Co COM 929160109 64 368 SH   DFND 7 368 0 0
VYNE Therapeutics Inc COM 92941V209 423 120,644 SH   DFND 8 120,644 0 0
Walgreens Boots Alliance Inc COM 931427108 25 482 SH   DFND   482 0 0
Walgreens Boots Alliance Inc COM 931427108 476 9,054 SH   DFND 7 9,054 0 0
Walmart Inc COM 931142103 131 931 SH   DFND   931 0 0
Walmart Inc COM 931142103 82,948 588,200 SH   DFND 6 571,700 0 16,500
Walmart Inc COM 931142103 5,203 36,894 SH   DFND 7 7,692 0 29,202
Walt Disney Co/The COM 254687106 214 1,217 SH   DFND   1,217 0 0
Walt Disney Co/The COM 254687106 28,281 160,900 SH   DFND 6 145,400 0 15,500
Walt Disney Co/The COM 254687106 42,067 239,328 SH   DFND 7 191,522 0 47,806
Walt Disney Co/The COM 254687106 11,440 65,085 SH   DFND 8 65,085 0 0
Waste Connections Inc COM 94106B101 21 175 SH   DFND   175 0 0
Waste Connections Inc COM 94106B101 6,975 58,400 SH   DFND 6 57,500 0 900
Waste Connections Inc COM 94106B101 16,519 138,317 SH   DFND 7 51,312 0 87,005
Waste Connections Inc COM 94106B101 50,482 422,689 SH   DFND 8 422,689 0 0
Waste Management Inc COM 94106L109 39 275 SH   DFND   275 0 0
Waste Management Inc COM 94106L109 42,885 306,083 SH   DFND 6 299,983 0 6,100
Waste Management Inc COM 94106L109 59 419 SH   DFND 7 419 0 0
Waters Corp COM 941848103 14,288 41,340 SH   DFND 6 40,900 0 440
Waters Corp COM 941848103 14,769 42,732 SH   DFND 7 40,536 0 2,196
Watts Water Technologies Inc CL A 942749102 5,520 37,834 SH   DFND 7 37,834 0 0
Webster Financial Corp COM 947890109 635 11,900 SH   DFND 6 10,800 0 1,100
WEC Energy Group Inc COM 92939U106 649 7,300 SH   DFND 6 7,300 0 0
WEC Energy Group Inc COM 92939U106 182 2,043 SH   DFND 7 2,043 0 0
Weibo Corp SPONSORED ADR 948596101 5,909 112,300 SH   DFND 6 112,300 0 0
Weis Markets Inc COM 948849104 2,903 56,200 SH   DFND 6 48,300 0 7,900
Wells Fargo & Co COM 949746101 121 2,666 SH   DFND   2,666 0 0
Wells Fargo & Co COM 949746101 947 20,900 SH   DFND 6 11,800 0 9,100
Wells Fargo & Co COM 949746101 20,385 450,102 SH   DFND 7 352,511 0 97,591
Welltower Inc COM 95040Q104 62,105 747,356 SH   DFND 10 747,356 0 0
Welltower Inc COM 95040Q104 1,466 17,645 SH   DFND 7 17,645 0 0
Werner Enterprises Inc COM 950755108 1,736 39,000 SH   DFND 6 15,000 0 24,000
WesBanco Inc COM 950810101 570 16,000 SH   DFND 6 6,300 0 9,700
WESCO International Inc COM 95082P105 5,275 51,300 SH   DFND 6 50,500 0 800
Western Alliance Bancorp COM 957638109 18,109 195,037 SH   DFND 6 160,937 0 34,100
Western Digital Corp COM 958102105 15 206 SH   DFND   206 0 0
Western Digital Corp COM 958102105 20,219 284,100 SH   DFND 6 260,000 0 24,100
Western Digital Corp COM 958102105 562 7,896 SH   DFND 7 7,896 0 0
Western Digital Corp NOTE 1.500% 2/0 958102AP0 15,115 14,156,000 PRN   DFND 7 11,993,000 0 2,163,000
Western Union Co/The COM 959802109 37,524 1,633,600 SH   DFND 6 1,501,400 0 132,200
Western Union Co/The COM 959802109 136 5,917 SH   DFND 7 5,917 0 0
Westlake Chemical Corp COM 960413102 784 8,700 SH   DFND 6 7,000 0 1,700
West Pharmaceutical Services Inc COM 955306105 18 49 SH   DFND   49 0 0
West Pharmaceutical Services Inc COM 955306105 64,413 179,374 SH   DFND 6 169,300 0 10,074
West Pharmaceutical Services Inc COM 955306105 522 1,455 SH   DFND 7 1,455 0 0
WEX Inc COM 96208T104 16,117 83,118 SH   DFND 7 83,118 0 0
Weyerhaeuser Co COM NEW 962166104 19,891 577,900 SH   DFND 6 564,400 0 13,500
Weyerhaeuser Co COM NEW 962166104 95 2,764 SH   DFND 7 2,764 0 0
Wheaton Precious Metals Corp COM 962879102 9,848 223,453 SH   DFND 7 223,453 0 0
Whirlpool Corp COM 963320106 28,648 131,400 SH   DFND 6 126,500 0 4,900
Whirlpool Corp COM 963320106 322 1,475 SH   DFND 7 1,475 0 0
WhiteHorse Finance Inc COM 96524V106 255 17,100 SH   DFND 6 12,800 0 4,300
White Mountains Insurance Group Ltd COM G9618E107 689 600 SH   DFND 6 0 0 600
Williams Cos Inc/The COM 969457100 21 808 SH   DFND   808 0 0
Williams Cos Inc/The COM 969457100 996 37,500 SH   DFND 6 26,100 0 11,400
Williams Cos Inc/The COM 969457100 1,047 39,425 SH   DFND 7 39,425 0 0
Williams-Sonoma Inc COM 969904101 4,937 30,927 SH   DFND 6 22,537 0 8,390
Wintrust Financial Corp COM 97650W108 8,402 111,100 SH   DFND 6 99,600 0 11,500
Woodward Inc COM 980745103 1,622 13,200 SH   DFND 6 11,100 0 2,100
Workday Inc CL A 98138H101 30 125 SH   DFND   125 0 0
Workday Inc CL A 98138H101 95 400 SH   DFND 6 0 0 400
Workday Inc CL A 98138H101 72 300 SH   DFND 7 300 0 0
Workday Inc CL A 98138H101 88,552 370,914 SH   DFND 8 370,914 0 0
Workday Inc NOTE 0.250%10/0 98138HAF8 664 396,000 PRN   DFND 7 0 0 396,000
World Fuel Services Corp COM 981475106 3,908 123,171 SH   DFND 6 105,771 0 17,400
WP Carey Inc COM 92936U109 252 3,381 SH   DFND 7 3,381 0 0
WW Grainger Inc COM 384802104 13 29 SH   DFND   29 0 0
WW Grainger Inc COM 384802104 14,041 32,058 SH   DFND 6 31,000 0 1,058
WW Grainger Inc COM 384802104 232 530 SH   DFND 7 530 0 0
Wynn Resorts Ltd COM 983134107 3,632 29,700 SH   DFND 6 28,100 0 1,600
X4 Pharmaceuticals Inc COM 98420X103 3,695 568,416 SH   DFND 8 568,416 0 0
Xcel Energy Inc COM 98389B100 23 345 SH   DFND   345 0 0
Xcel Energy Inc COM 98389B100 72 1,100 SH   DFND 6 0 0 1,100
Xcel Energy Inc COM 98389B100 204 3,104 SH   DFND 7 3,104 0 0
Xerox Holdings Corp COM NEW 98421M106 533 22,700 SH   DFND 6 0 0 22,700
Xilinx Inc COM 983919101 26 178 SH   DFND   178 0 0
Xilinx Inc COM 983919101 868 6,000 SH   DFND 6 6,000 0 0
Xilinx Inc COM 983919101 926 6,402 SH   DFND 7 6,402 0 0
Xperi Holding Corp COM 98390M103 4,975 223,700 SH   DFND 6 196,000 0 27,700
XP Inc CL A G98239109 1,969 45,209 SH   DFND   45,209 0 0
XP Inc CL A G98239109 4,818 110,621 SH   DFND 8 110,621 0 0
XPO Logistics Inc COM 983793100 33 400 SH   DFND 6 0 0 400
XPO Logistics Inc COM 983793100 19,657 241,520 SH   DFND 8 241,520 0 0
Xylem Inc/NY COM 98419M100 15 121 SH   DFND   121 0 0
Xylem Inc/NY COM 98419M100 15,763 131,400 SH   DFND 6 129,800 0 1,600
Xylem Inc/NY COM 98419M100 2,208 18,410 SH   DFND 7 18,410 0 0
Xylem Inc/NY COM 98419M100 16,423 136,905 SH   DFND 8 136,905 0 0
Yandex NV SHS CLASS A N97284108 2,830 39,995 SH   DFND   39,995 0 0
Yandex NV SHS CLASS A N97284108 6,746 95,345 SH   DFND 8 95,345 0 0
YETI Holdings Inc COM 98585X104 10,624 115,700 SH   DFND 6 90,600 0 25,100
YPF SA SPON ADR CL D 984245100 693 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109 24,419 368,593 SH   DFND   368,593 0 0
Yum China Holdings Inc COM 98850P109 12,346 186,361 SH   DFND 8 186,361 0 0
Zai Lab Ltd ADR 98887Q104 7,364 41,605 SH   DFND   41,605 0 0
Zai Lab Ltd ADR 98887Q104 124 700 SH   DFND 6 700 0 0
Zai Lab Ltd ADR 98887Q104 995 5,623 SH   DFND 7 0 0 5,623
Zai Lab Ltd ADR 98887Q104 33,391 188,658 SH   DFND 8 188,658 0 0
Zebra Technologies Corp CL A 989207105 21 39 SH   DFND   39 0 0
Zebra Technologies Corp CL A 989207105 2,015 3,806 SH   DFND 6 3,806 0 0
Zebra Technologies Corp CL A 989207105 680 1,285 SH   DFND 7 1,285 0 0
Zendesk Inc COM 98936J101 82,328 570,375 SH   DFND 8 570,375 0 0
Zendesk Inc NOTE 0.625% 6/1 98936JAD3 7,402 5,036,000 PRN   DFND 7 4,270,000 0 766,000
Zentalis Pharmaceuticals Inc COM 98943L107 6,753 126,945 SH   DFND 8 126,945 0 0
Zillow Group Inc NOTE 2.750% 5/1 98954MAH4 5,446 2,750,000 PRN   DFND 7 2,350,000 0 400,000
Zimmer Biomet Holdings Inc COM 98956P102 22 138 SH   DFND   138 0 0
Zimmer Biomet Holdings Inc COM 98956P102 965 6,000 SH   DFND 6 3,900 0 2,100
Zimmer Biomet Holdings Inc COM 98956P102 8,049 50,051 SH   DFND 7 25,861 0 24,190
Zimmer Biomet Holdings Inc COM 98956P102 75,835 471,549 SH   DFND 8 471,549 0 0
Zions Bancorp NA COM 989701107 1,581 29,900 SH   DFND 6 25,600 0 4,300
ZIOPHARM Oncology Inc COM 98973P101 159 60,300 SH   DFND 6 60,300 0 0
Zoetis Inc CL A 98978V103 60 321 SH   DFND   321 0 0
Zoetis Inc CL A 98978V103 83,448 447,778 SH   DFND 6 433,478 0 14,300
Zoetis Inc CL A 98978V103 50,470 270,819 SH   DFND 7 213,781 0 57,038
Zoetis Inc CL A 98978V103 41,204 221,098 SH   DFND 8 221,098 0 0
Zogenix Inc COM NEW 98978L204 373 21,600 SH   DFND 6 8,700 0 12,900
Zogenix Inc COM NEW 98978L204 3,770 218,176 SH   DFND 8 218,176 0 0
Zoom Video Communications Inc CL A 98980L101 51 133 SH   DFND   133 0 0
Zoom Video Communications Inc CL A 98980L101 2,090 5,400 SH   DFND 6 3,700 0 1,700
Zoom Video Communications Inc CL A 98980L101 439 1,133 SH   DFND 7 1,133 0 0
Zoom Video Communications Inc CL A 98980L101 12,150 31,392 SH   DFND 8 31,392 0 0
Zscaler Inc COM 98980G102 11,373 52,640 SH   DFND 7 52,640 0 0
Zscaler Inc COM 98980G102 48,296 223,532 SH   DFND 8 223,532 0 0
Zumiez Inc COM 989817101 2,190 44,700 SH   DFND 6 38,800 0 5,900
Zynga Inc CL A 98986T108 2,172 204,300 SH   DFND 6 204,300 0 0