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 783 33,500 SH   DFND 6 33,500 0 0
360 DigiTech Inc AMERICAN DEP 88557W101 5,331 232,500 SH   DFND 6 227,500 0 5,000
3M Co COM 88579Y101 101 569 SH   DFND   569 0 0
3M Co COM 88579Y101 139,627 786,056 SH   DFND 6 779,374 0 6,682
3M Co COM 88579Y101 29,876 168,194 SH   DFND 7 27,194 0 141,000
51job Inc SPONSORED ADS 316827104 590 12,054 SH   DFND 7 0 0 12,054
Abbott Laboratories COM 002824100 2,901 20,612 SH   DFND   20,612 0 0
Abbott Laboratories COM 002824100 99,461 706,700 SH   DFND 6 685,500 0 21,200
Abbott Laboratories COM 002824100 52,051 369,837 SH   DFND 7 358,040 0 11,797
AbbVie Inc COM 00287Y109 212 1,567 SH   DFND   1,567 0 0
AbbVie Inc COM 00287Y109 87,347 645,100 SH   DFND 6 641,300 0 3,800
AbbVie Inc COM 00287Y109 22,642 167,220 SH   DFND 7 45,497 0 121,723
AbbVie Inc COM 00287Y109 29,038 214,460 SH   DFND 8 214,460 0 0
Abercrombie & Fitch Co CL A 002896207 1,783 51,200 SH   DFND 6 38,600 0 12,600
Aberdeen Standard Physical Gold Shares ETF PHYSCL GOLD SHS 00326A104 538 30,628 SH   DFND   0 0 30,628
ABIOMED Inc COM 003654100 297 828 SH   DFND 7 828 0 0
ABIOMED Inc COM 003654100 81,041 225,634 SH   DFND 8 225,634 0 0
ABM Industries Inc COM 000957100 6,426 157,300 SH   DFND 6 130,100 0 27,200
Accelerate Diagnostics Inc COM 00430H102 7,026 1,346,019 SH   DFND 8 1,346,019 0 0
Accenture PLC SHS CLASS A G1151C101 240 580 SH   DFND   580 0 0
Accenture PLC SHS CLASS A G1151C101 105,171 253,700 SH   DFND 6 246,500 0 7,200
Accenture PLC SHS CLASS A G1151C101 40,414 97,489 SH   DFND 7 71,232 0 26,257
Accenture PLC SHS CLASS A G1151C101 68,925 166,265 SH   DFND 8 166,265 0 0
Achilles Therapeutics PLC SPONSORED ADS 00449L102 1,417 282,823 SH   DFND 8 282,823 0 0
ACI Worldwide Inc COM 004498101 2,405 69,310 SH   DFND 7 66,098 0 3,212
Activision Blizzard Inc COM 00507V109 46 690 SH   DFND   690 0 0
Activision Blizzard Inc COM 00507V109 21,640 325,268 SH   DFND 6 322,068 0 3,200
Activision Blizzard Inc COM 00507V109 6,333 95,192 SH   DFND 7 88,584 0 6,608
Activision Blizzard Inc COM 00507V109 78,725 1,183,308 SH   DFND 8 1,171,078 0 12,230
Acuity Brands Inc COM 00508Y102 2,096 9,900 SH   DFND 6 5,800 0 4,100
Adobe Inc COM 00724F101 290 511 SH   DFND   511 0 0
Adobe Inc COM 00724F101 174,778 308,217 SH   DFND 6 294,517 0 13,700
Adobe Inc COM 00724F101 74,458 131,306 SH   DFND 7 112,056 0 19,250
Adobe Inc COM 00724F101 65,341 115,227 SH   DFND 8 113,897 0 1,330
Advance Auto Parts Inc COM 00751Y106 208 868 SH   DFND 7 868 0 0
Advanced Energy Industries Inc COM 007973100 29 315 SH   DFND   315 0 0
Advanced Energy Industries Inc COM 007973100 8,709 95,645 SH   DFND 8 95,645 0 0
Advanced Micro Devices Inc COM 007903107 182 1,263 SH   DFND   1,263 0 0
Advanced Micro Devices Inc COM 007903107 99,536 691,705 SH   DFND 6 638,993 0 52,712
Advanced Micro Devices Inc COM 007903107 1,133 7,871 SH   DFND 7 5,890 0 1,981
Advanced Micro Devices Inc COM 007903107 175,420 1,219,043 SH   DFND 8 1,211,994 0 7,049
Aeglea BioTherapeutics Inc COM 00773J103 2,113 444,931 SH   DFND 8 444,931 0 0
Aflac Inc COM 001055102 36 617 SH   DFND   617 0 0
Aflac Inc COM 001055102 5,839 100,000 SH   DFND 6 94,600 0 5,400
Aflac Inc COM 001055102 322 5,510 SH   DFND 7 5,510 0 0
AGCO Corp COM 001084102 19,781 170,500 SH   DFND 6 143,900 0 26,600
Agenus Inc COM NEW 00847G705 787 244,400 SH   DFND 6 219,400 0 25,000
Agilent Technologies Inc COM 00846U101 47 292 SH   DFND   292 0 0
Agilent Technologies Inc COM 00846U101 38,763 242,801 SH   DFND 6 240,400 0 2,401
Agilent Technologies Inc COM 00846U101 3,145 19,702 SH   DFND 7 19,096 0 606
Agnico Eagle Mines Ltd COM 008474108 7,103 133,657 SH   DFND 7 133,657 0 0
Airbnb Inc COM CL A 009066101 39 236 SH   DFND   236 0 0
Airbnb Inc COM CL A 009066101 25,597 153,744 SH   DFND 7 153,744 0 0
Air Products and Chemicals Inc COM 009158106 65 215 SH   DFND   215 0 0
Air Products and Chemicals Inc COM 009158106 4,077 13,400 SH   DFND 6 12,900 0 500
Air Products and Chemicals Inc COM 009158106 5,119 16,825 SH   DFND 7 1,415 0 15,410
Akamai Technologies Inc COM 00971T101 10,802 92,297 SH   DFND 7 87,925 0 4,372
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5 6,915 5,850,000 PRN   DFND 7 5,100,000 0 750,000
Alarm.com Holdings Inc COM 011642105 5,186 61,147 SH   DFND 8 61,147 0 0
Albemarle Corp COM 012653101 51 219 SH   DFND   219 0 0
Albemarle Corp COM 012653101 570 2,440 SH   DFND 7 1,337 0 1,103
Albemarle Corp COM 012653101 14,918 63,816 SH   DFND 8 63,816 0 0
Alcoa Corp COM 013872106 798 13,400 SH   DFND 6 8,200 0 5,200
Alcon Inc ORD SHS H01301128 4,451 51,095 SH   DFND 6 49,451 0 1,644
Alcon Inc ORD SHS H01301128 38,300 439,624 SH   DFND 7 118,050 0 321,574
Alcon Inc ORD SHS H01301128 8,766 100,620 SH   DFND 8 100,620 0 0
Alexandria Real Estate Equities Inc COM 015271109 33,654 150,941 SH   DFND 10 150,941 0 0
Alexandria Real Estate Equities Inc COM 015271109 203 911 SH   DFND 7 911 0 0
Algonquin Power & Utilities Corp COM 015857105 4,350 301,065 SH   DFND 7 301,065 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 5,456 45,934 SH   DFND   45,934 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 116,403 979,908 SH   DFND 6 956,412 0 23,496
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 31,645 266,396 SH   DFND 7 228,298 0 38,098
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 17,706 149,049 SH   DFND 8 149,049 0 0
Align Technology Inc COM 016255101 48 73 SH   DFND   73 0 0
Align Technology Inc COM 016255101 2,483 3,778 SH   DFND 6 3,578 0 200
Align Technology Inc COM 016255101 13,247 20,157 SH   DFND 7 20,157 0 0
Align Technology Inc COM 016255101 117,250 178,414 SH   DFND 8 177,294 0 1,120
Alkami Technology Inc COM 01644J108 8,158 406,677 SH   DFND 8 406,677 0 0
Allegion plc ORD SHS G0176J109 34,815 262,875 SH   DFND 6 260,100 0 2,775
Allegion plc ORD SHS G0176J109 18 134 SH   DFND 7 134 0 0
Alliance Data Systems Corp COM 018581108 459 6,900 SH   DFND 6 0 0 6,900
Allscripts Healthcare Solutions Inc COM 01988P108 6,196 335,800 SH   DFND 6 292,500 0 43,300
Allstate Corp/The COM 020002101 9,118 77,500 SH   DFND 6 75,900 0 1,600
Allstate Corp/The COM 020002101 240 2,041 SH   DFND 7 2,041 0 0
Ally Financial Inc COM 02005N100 27,600 579,700 SH   DFND 6 526,700 0 53,000
Ally Financial Inc COM 02005N100 225 4,718 SH   DFND 7 4,718 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 18 104 SH   DFND 7 104 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 36,222 213,600 SH   DFND 8 213,600 0 0
Alphabet Inc CAP STK CL A 02079K305 727 251 SH   DFND   251 0 0
Alphabet Inc CAP STK CL A 02079K305 560,479 193,466 SH   DFND 6 185,466 0 8,000
Alphabet Inc CAP STK CL A 02079K305 139,840 48,270 SH   DFND 7 41,265 0 7,005
Alphabet Inc CAP STK CL A 02079K305 32,351 11,167 SH   DFND 8 11,167 0 0
Alphabet Inc CAP STK CL C 02079K107 700 242 SH   DFND   242 0 0
Alphabet Inc CAP STK CL C 02079K107 60,612 20,947 SH   DFND 7 4,737 0 16,210
Alphabet Inc CAP STK CL C 02079K107 564,704 195,157 SH   DFND 8 195,157 0 0
Alpha Metallurgical Resources Inc COM 020764106 1,184 19,400 SH   DFND 6 7,000 0 12,400
Altair Engineering Inc COM CL A 021369103 56,109 725,671 SH   DFND 8 715,839 0 9,832
Alteryx Inc COM CL A 02156B103 10,809 178,656 SH   DFND 8 178,656 0 0
Altice USA Inc CL A 02156K103 485 29,965 SH   DFND 7 18,514 0 11,451
Alto Ingredients Inc COM 021513106 768 159,700 SH   DFND 6 159,700 0 0
ALX Oncology Holdings Inc COM 00166B105 2,669 124,198 SH   DFND 8 124,198 0 0
Amazon.com Inc COM 023135106 4,315 1,294 SH   DFND   1,294 0 0
Amazon.com Inc COM 023135106 425,345 127,565 SH   DFND 6 125,865 0 1,700
Amazon.com Inc COM 023135106 224,651 67,375 SH   DFND 7 49,688 0 17,687
Amazon.com Inc COM 023135106 399,090 119,691 SH   DFND 8 119,691 0 0
Ambarella Inc SHS G037AX101 88,212 434,776 SH   DFND 8 434,776 0 0
Ambev SA SPONSORED ADR 02319V103 3,727 1,331,127 SH   DFND   1,331,127 0 0
Ambev SA SPONSORED ADR 02319V103 91 32,420 SH   DFND 7 0 0 32,420
Amcor PLC ORD G0250X107 173 14,374 SH   DFND 7 14,374 0 0
Amdocs Ltd SHS G02602103 29,262 391,000 SH   DFND 6 366,900 0 24,100
Amdocs Ltd SHS G02602103 217 2,900 SH   DFND 7 2,900 0 0
Amedisys Inc COM 023436108 130 800 SH   DFND 6 800 0 0
Amedisys Inc COM 023436108 11,380 70,300 SH   DFND 8 70,300 0 0
Ameresco Inc CL A 02361E108 157 1,925 SH   DFND   1,925 0 0
Ameresco Inc CL A 02361E108 8,978 110,236 SH   DFND 6 110,236 0 0
Ameresco Inc CL A 02361E108 12,059 148,076 SH   DFND 7 47,998 0 100,078
Ameresco Inc CL A 02361E108 55,203 677,838 SH   DFND 8 677,838 0 0
American Campus Communities Inc COM 024835100 33,032 576,571 SH   DFND 10 576,571 0 0
American Campus Communities Inc COM 024835100 6,319 110,300 SH   DFND 6 96,800 0 13,500
American Campus Communities Inc COM 024835100 58 1,008 SH   DFND 7 1,008 0 0
American Express Co COM 025816109 107 651 SH   DFND   651 0 0
American Express Co COM 025816109 56,076 342,763 SH   DFND 6 334,063 0 8,700
American Express Co COM 025816109 25,407 155,298 SH   DFND 7 143,603 0 11,695
American Express Co COM 025816109 79,916 488,484 SH   DFND 8 488,484 0 0
American Financial Group Inc/OH COM 025932104 1,236 9,000 SH   DFND 6 9,000 0 0
American Financial Group Inc/OH COM 025932104 17 121 SH   DFND 7 121 0 0
American Homes 4 Rent CL A 02665T306 46,424 1,064,521 SH   DFND 10 1,064,521 0 0
American Homes 4 Rent CL A 02665T306 173 3,974 SH   DFND 7 3,974 0 0
American International Group Inc COM NEW 026874784 47 824 SH   DFND   824 0 0
American International Group Inc COM NEW 026874784 5,447 95,800 SH   DFND 6 88,800 0 7,000
American International Group Inc COM NEW 026874784 196 3,450 SH   DFND 7 3,450 0 0
American Tower Corp COM 03027X100 2,161 7,389 SH   DFND   7,389 0 0
American Tower Corp COM 03027X100 795 2,719 SH   DFND 10 2,719 0 0
American Tower Corp COM 03027X100 43,085 147,300 SH   DFND 6 146,300 0 1,000
American Tower Corp COM 03027X100 10,157 34,726 SH   DFND 7 387 0 34,339
American Tower Corp COM 03027X100 88,042 300,997 SH   DFND 8 300,997 0 0
American Water Works Co Inc COM 030420103 4,344 23,000 SH   DFND 10 23,000 0 0
American Water Works Co Inc COM 030420103 33,579 177,800 SH   DFND 6 176,100 0 1,700
American Water Works Co Inc COM 030420103 40 211 SH   DFND 7 211 0 0
Americold Realty Trust COM 03064D108 13,302 405,675 SH   DFND 10 405,675 0 0
Americold Realty Trust COM 03064D108 87 2,666 SH   DFND 7 2,666 0 0
Ameriprise Financial Inc COM 03076C106 19,246 63,800 SH   DFND 6 61,800 0 2,000
Ameriprise Financial Inc COM 03076C106 81 267 SH   DFND 7 267 0 0
AmerisourceBergen Corp COM 03073E105 9,076 68,300 SH   DFND 6 68,300 0 0
AmerisourceBergen Corp COM 03073E105 28 209 SH   DFND 7 209 0 0
AMETEK Inc COM 031100100 10,043 68,300 SH   DFND 6 68,300 0 0
AMETEK Inc COM 031100100 195 1,327 SH   DFND 7 1,327 0 0
Amgen Inc COM 031162100 116 515 SH   DFND   515 0 0
Amgen Inc COM 031162100 46,379 206,156 SH   DFND 6 190,784 0 15,372
Amgen Inc COM 031162100 17,387 77,286 SH   DFND 7 46,691 0 30,595
Amgen Inc COM 031162100 32,418 144,101 SH   DFND 8 144,101 0 0
Amkor Technology Inc COM 031652100 201 8,100 SH   DFND 6 8,100 0 0
AMN Healthcare Services Inc COM 001744101 306 2,500 SH   DFND 6 2,000 0 500
Amphenol Corp CL A 032095101 51 579 SH   DFND   579 0 0
Amphenol Corp CL A 032095101 47,613 544,400 SH   DFND 6 536,700 0 7,700
Amphenol Corp CL A 032095101 31,432 359,385 SH   DFND 7 359,385 0 0
Analog Devices Inc COM 032654105 100 568 SH   DFND   568 0 0
Analog Devices Inc COM 032654105 5,976 34,000 SH   DFND 6 31,000 0 3,000
Analog Devices Inc COM 032654105 92 522 SH   DFND 7 522 0 0
Annaly Capital Management Inc COM 035710409 246 31,459 SH   DFND 7 31,459 0 0
ANSYS Inc COM 03662Q105 279 696 SH   DFND 7 696 0 0
ANSYS Inc COM 03662Q105 85,766 213,816 SH   DFND 8 213,816 0 0
Anthem Inc COM 036752103 100 216 SH   DFND   216 0 0
Anthem Inc COM 036752103 66,796 144,100 SH   DFND 6 141,000 0 3,100
Anthem Inc COM 036752103 228 492 SH   DFND 7 492 0 0
Anthem Inc COM 036752103 40,634 87,661 SH   DFND 8 87,661 0 0
Aon PLC SHS CL A G0403H108 70 232 SH   DFND   232 0 0
Aon PLC SHS CL A G0403H108 19,717 65,600 SH   DFND 6 61,800 0 3,800
A O Smith Corp COM 831865209 9,778 113,900 SH   DFND 6 113,900 0 0
A O Smith Corp COM 831865209 17 200 SH   DFND 7 200 0 0
APA Corp COM 03743Q108 3,855 143,355 SH   DFND 6 121,047 0 22,308
Apartment Investment and Management Co CL A 03748R747 2,025 262,300 SH   DFND 6 217,300 0 45,000
Apollo Medical Holdings Inc COM NEW 03763A207 2,410 32,800 SH   DFND 6 28,500 0 4,300
Apple Hospitality REIT Inc COM NEW 03784Y200 2,789 172,700 SH   DFND 6 136,200 0 36,500
Apple Hospitality REIT Inc COM NEW 03784Y200 20 1,228 SH   DFND 7 1,228 0 0
Apple Inc COM 037833100 2,340 13,178 SH   DFND   13,178 0 0
Apple Inc COM 037833100 926,864 5,219,709 SH   DFND 6 5,153,409 0 66,300
Apple Inc COM 037833100 196,736 1,107,933 SH   DFND 7 529,820 0 578,113
Apple Inc COM 037833100 558,155 3,143,295 SH   DFND 8 3,143,295 0 0
Applied Materials Inc COM 038222105 135 858 SH   DFND   858 0 0
Applied Materials Inc COM 038222105 44,561 283,180 SH   DFND 6 267,568 0 15,612
Applied Materials Inc COM 038222105 1,648 10,470 SH   DFND 7 3,410 0 7,060
Applied Materials Inc COM 038222105 42,487 270,000 SH   DFND 8 270,000 0 0
Aptiv PLC SHS G6095L109 3,953 23,962 SH   DFND   23,962 0 0
Aptiv PLC SHS G6095L109 11,068 67,100 SH   DFND 6 67,100 0 0
Aptiv PLC SHS G6095L109 118 718 SH   DFND 7 718 0 0
Aptiv PLC SHS G6095L109 143,828 871,951 SH   DFND 8 866,141 0 5,810
Aramark COM 03852U106 1,559 42,300 SH   DFND 6 40,200 0 2,100
Aramark COM 03852U106 11 290 SH   DFND 7 290 0 0
ArcBest Corp COM 03937C105 5,645 47,100 SH   DFND 6 40,400 0 6,700
Arch Capital Group Ltd ORD G0450A105 2,738 61,600 SH   DFND 6 25,000 0 36,600
Arch Capital Group Ltd ORD G0450A105 76 1,708 SH   DFND 7 1,708 0 0
Archer-Daniels-Midland Co COM 039483102 36 539 SH   DFND   539 0 0
Archer-Daniels-Midland Co COM 039483102 60,094 889,100 SH   DFND 6 880,300 0 8,800
Archer-Daniels-Midland Co COM 039483102 271 4,012 SH   DFND 7 4,012 0 0
Arcus Biosciences Inc COM 03969F109 5,444 134,515 SH   DFND 8 134,515 0 0
Arcutis Biotherapeutics Inc COM 03969K108 6,144 296,253 SH   DFND 8 296,253 0 0
Arena Pharmaceuticals Inc COM NEW 040047607 307 3,300 SH   DFND 6 300 0 3,000
Argenx SE SPONSORED ADR 04016X101 31,391 89,639 SH   DFND 8 89,639 0 0
Arista Networks Inc COM 040413106 331 2,300 SH   DFND 6 2,300 0 0
Arista Networks Inc COM 040413106 650 4,520 SH   DFND 7 4,520 0 0
Array Technologies Inc COM SHS 04271T100 233 14,862 SH   DFND 7 12,832 0 2,030
Arrow Electronics Inc COM 042735100 873 6,500 SH   DFND 6 600 0 5,900
Arrow Electronics Inc COM 042735100 13 100 SH   DFND 7 100 0 0
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 169 21,625 SH   DFND 7 0 0 21,625
ASGN Inc COM 00191U102 4,122 33,400 SH   DFND 6 29,700 0 3,700
ASML Holding NV N Y REGISTRY SHS N07059210 319 401 SH   DFND   401 0 0
Aspen Technology Inc COM 045327103 50,094 329,133 SH   DFND 8 329,133 0 0
AssetMark Financial Holdings Inc COM 04546L106 3,038 115,900 SH   DFND 6 100,100 0 15,800
AstraZeneca PLC SPONSORED ADR 046353108 35 607 SH   DFND 7 607 0 0
Atkore Inc COM 047649108 8,562 77,000 SH   DFND 6 60,400 0 16,600
Atmos Energy Corp COM 049560105 13,023 124,300 SH   DFND 6 122,000 0 2,300
Atmos Energy Corp COM 049560105 291 2,779 SH   DFND 7 2,779 0 0
AT&T Inc COM 00206R102 164 6,681 SH   DFND   6,681 0 0
AT&T Inc COM 00206R102 101,997 4,146,200 SH   DFND 6 3,912,500 0 233,700
AT&T Inc COM 00206R102 5,888 239,337 SH   DFND 7 66,778 0 172,559
Autodesk Inc COM 052769106 57 204 SH   DFND   204 0 0
Autodesk Inc COM 052769106 10,311 36,670 SH   DFND 6 36,000 0 670
Autodesk Inc COM 052769106 9,173 32,621 SH   DFND 7 15,413 0 17,208
Autodesk Inc COM 052769106 144,521 513,962 SH   DFND 8 510,924 0 3,038
Autohome Inc SP ADS RP CL A 05278C107 1 35 SH   DFND   35 0 0
Autohome Inc SP ADS RP CL A 05278C107 3,853 130,700 SH   DFND 6 130,700 0 0
Automatic Data Processing Inc COM 053015103 3,479 14,110 SH   DFND   14,110 0 0
Automatic Data Processing Inc COM 053015103 96,721 392,249 SH   DFND 6 383,083 0 9,166
Automatic Data Processing Inc COM 053015103 22,320 90,517 SH   DFND 7 90,517 0 0
AutoNation Inc COM 05329W102 14,244 121,900 SH   DFND 6 103,400 0 18,500
AutoZone Inc COM 053332102 42 20 SH   DFND   20 0 0
AutoZone Inc COM 053332102 16,333 7,791 SH   DFND 6 7,699 0 92
AutoZone Inc COM 053332102 509 243 SH   DFND 7 243 0 0
AvalonBay Communities Inc COM 053484101 60,054 237,754 SH   DFND 10 237,754 0 0
AvalonBay Communities Inc COM 053484101 10,407 41,200 SH   DFND 6 41,200 0 0
AvalonBay Communities Inc COM 053484101 709 2,808 SH   DFND 7 2,808 0 0
Avanos Medical Inc COM 05350V106 4,088 117,900 SH   DFND 6 104,600 0 13,300
Avantor Inc COM 05352A100 2,756 65,400 SH   DFND 6 22,900 0 42,500
Avery Dennison Corp COM 053611109 5,021 23,186 SH   DFND 6 22,686 0 500
Avery Dennison Corp COM 053611109 27 125 SH   DFND 7 125 0 0
Avis Budget Group Inc COM 053774105 456 2,200 SH   DFND 6 500 0 1,700
Avista Corp COM 05379B107 331 7,800 SH   DFND 6 3,900 0 3,900
Avnet Inc COM 053807103 6,910 167,600 SH   DFND 6 150,300 0 17,300
Axcelis Technologies Inc COM NEW 054540208 4,235 56,800 SH   DFND 6 54,900 0 1,900
Axis Capital Holdings Ltd SHS G0692U109 659 12,100 SH   DFND 6 0 0 12,100
Axon Enterprise Inc COM 05464C101 17,641 112,360 SH   DFND 7 112,360 0 0
Axonics Inc COM 05465P101 102,560 1,831,421 SH   DFND 8 1,819,005 0 12,416
Azenta Inc COM 114340102 1,887 18,300 SH   DFND 6 18,300 0 0
Badger Meter Inc COM 056525108 10,419 97,776 SH   DFND 7 97,776 0 0
Baidu Inc SPON ADR REP A 056752108 5,228 35,140 SH   DFND   35,140 0 0
Baidu Inc SPON ADR REP A 056752108 21,879 147,043 SH   DFND 6 143,543 0 3,500
Baidu Inc SPON ADR REP A 056752108 1,550 10,420 SH   DFND 7 0 0 10,420
Baker Hughes Co CL A 05722G100 878 36,500 SH   DFND 6 17,200 0 19,300
Baker Hughes Co CL A 05722G100 1,033 42,943 SH   DFND 7 42,943 0 0
Ball Corp COM 058498106 82 854 SH   DFND   854 0 0
Ball Corp COM 058498106 14,354 149,100 SH   DFND 6 147,400 0 1,700
Ball Corp COM 058498106 40 413 SH   DFND 7 413 0 0
Ball Corp COM 058498106 26,532 275,605 SH   DFND 8 275,605 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 158 46,317 SH   DFND 7 0 0 46,317
Banco Santander Brasil SA ADS REP 1 UNIT 05967A107 28 5,164 SH   DFND 7 0 0 5,164
Bank of America Corp COM 060505104 361 8,104 SH   DFND   8,104 0 0
Bank of America Corp COM 060505104 46,025 1,034,500 SH   DFND 6 1,017,800 0 16,700
Bank of America Corp COM 060505104 30,231 679,510 SH   DFND 7 162,980 0 516,530
Bank of America Corp COM 060505104 3,991 89,700 SH   DFND 8 89,700 0 0
Bank of Montreal COM 063671101 70 652 SH   DFND   652 0 0
Bank of Montreal COM 063671101 32,305 299,900 SH   DFND 6 288,800 0 11,100
Bank of Montreal COM 063671101 60 556 SH   DFND 7 556 0 0
Bank of New York Mellon Corp/The COM 064058100 46 800 SH   DFND   800 0 0
Bank of New York Mellon Corp/The COM 064058100 24,185 416,400 SH   DFND 6 407,500 0 8,900
Bank of New York Mellon Corp/The COM 064058100 285 4,910 SH   DFND 7 4,910 0 0
Bank of Nova Scotia/The COM 064149107 83 1,164 SH   DFND   1,164 0 0
Bank of Nova Scotia/The COM 064149107 42,928 598,800 SH   DFND 6 587,000 0 11,800
Bank of Nova Scotia/The COM 064149107 131 1,827 SH   DFND 7 1,124 0 703
Bank OZK COM 06417N103 3,426 73,627 SH   DFND 8 73,627 0 0
Barrick Gold Corp COM 067901108 74 3,900 SH   DFND 6 0 0 3,900
Barrick Gold Corp COM 067901108 18,534 975,488 SH   DFND 7 975,488 0 0
Bausch Health Cos Inc COM 071734107 514 18,600 SH   DFND 7 0 0 18,600
Baxter International Inc COM 071813109 39 449 SH   DFND   449 0 0
Baxter International Inc COM 071813109 18,687 217,700 SH   DFND 6 216,600 0 1,100
Baxter International Inc COM 071813109 358 4,166 SH   DFND 7 4,166 0 0
BCE Inc COM NEW 05534B760 8,264 158,800 SH   DFND 6 156,500 0 2,300
BCE Inc COM NEW 05534B760 10 200 SH   DFND 7 200 0 0
Becton Dickinson and Co COM 075887109 71 282 SH   DFND   282 0 0
Becton Dickinson and Co COM 075887109 56,209 223,512 SH   DFND 6 220,212 0 3,300
Becton Dickinson and Co COM 075887109 44,247 175,946 SH   DFND 7 146,795 0 29,151
Becton Dickinson and Co COM 075887109 55,514 220,748 SH   DFND 8 220,748 0 0
BeiGene Ltd SPONSORED ADR 07725L102 38 140 SH   DFND   140 0 0
BeiGene Ltd SPONSORED ADR 07725L102 7,756 28,628 SH   DFND 8 28,628 0 0
Belden Inc COM 077454106 6,652 101,200 SH   DFND 6 92,900 0 8,300
Berkshire Hathaway Inc CL B NEW 084670702 379 1,268 SH   DFND   1,268 0 0
Berkshire Hathaway Inc CL B NEW 084670702 132,935 444,600 SH   DFND 6 437,600 0 7,000
Berkshire Hathaway Inc CL B NEW 084670702 5,045 16,873 SH   DFND 7 1,600 0 15,273
Berkshire Hathaway Inc CL B NEW 084670702 4,983 16,667 SH   DFND 8 16,667 0 0
Best Buy Co Inc COM 086516101 14,529 143,000 SH   DFND 6 139,700 0 3,300
Best Buy Co Inc COM 086516101 334 3,290 SH   DFND 7 3,290 0 0
Bicycle Therapeutics PLC SPONSORED ADS 088786108 8,841 145,252 SH   DFND 8 145,252 0 0
Biglari Holdings Inc COM STK CL A 08986R408 327 470 SH   DFND 6 210 0 260
Biogen Inc COM 09062X103 35 146 SH   DFND   146 0 0
Biogen Inc COM 09062X103 1,598 6,661 SH   DFND 6 5,361 0 1,300
Biogen Inc COM 09062X103 2,369 9,876 SH   DFND 7 2,128 0 7,748
Biogen Inc COM 09062X103 49,152 204,870 SH   DFND 8 204,870 0 0
Biohaven Pharmaceutical Holding Co Ltd COM G11196105 8,413 61,047 SH   DFND 8 61,047 0 0
BioMarin Pharmaceutical Inc COM 09061G101 194 2,200 SH   DFND 6 2,200 0 0
BioMarin Pharmaceutical Inc COM 09061G101 1,707 19,321 SH   DFND 7 19,321 0 0
BioMarin Pharmaceutical Inc COM 09061G101 36,230 410,077 SH   DFND 8 410,077 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 8,906 8,430,000 PRN   DFND 7 7,159,000 0 1,271,000
Biomea Fusion Inc COM 09077A106 872 116,998 SH   DFND 8 116,998 0 0
Bio-Techne Corp COM 09073M104 417 806 SH   DFND 7 806 0 0
BJ's Wholesale Club Holdings Inc COM 05550J101 10,494 156,700 SH   DFND 6 133,700 0 23,000
Black Knight Inc COM 09215C105 207 2,500 SH   DFND 6 2,500 0 0
Black Knight Inc COM 09215C105 9 111 SH   DFND 7 111 0 0
Blackline Inc COM 09239B109 10,801 104,314 SH   DFND 7 104,314 0 0
BlackRock Inc COM 09247X101 142 155 SH   DFND   155 0 0
BlackRock Inc COM 09247X101 82,584 90,200 SH   DFND 6 88,100 0 2,100
BlackRock Inc COM 09247X101 16,479 17,999 SH   DFND 7 13,213 0 4,786
BlackRock Inc COM 09247X101 4,478 4,891 SH   DFND 8 4,891 0 0
Block Inc CL A 852234103 74 460 SH   DFND   460 0 0
Block Inc CL A 852234103 1,696 10,500 SH   DFND 6 7,000 0 3,500
Block Inc CL A 852234103 14 86 SH   DFND 7 86 0 0
Block Inc CL A 852234103 4,018 24,875 SH   DFND 8 24,875 0 0
Block Inc NOTE 0.250%11/0 852234AK9 10,173 9,393,000 PRN   DFND 7 8,049,000 0 1,344,000
Block Inc NOTE 5/0 852234AJ2 1,312 1,250,000 PRN   DFND 7 1,250,000 0 0
Bloomin' Brands Inc COM 094235108 3,598 171,500 SH   DFND 6 149,200 0 22,300
Blueprint Medicines Corp COM 09627Y109 9,589 89,521 SH   DFND 8 89,521 0 0
Boeing Co/The COM 097023105 444 2,206 SH   DFND   2,206 0 0
Boeing Co/The COM 097023105 3,070 15,250 SH   DFND 7 9,285 0 5,965
Boise Cascade Co COM 09739D100 4,649 65,300 SH   DFND 6 54,000 0 11,300
Booking Holdings Inc COM 09857L108 2,018 841 SH   DFND   841 0 0
Booking Holdings Inc COM 09857L108 18,517 7,718 SH   DFND 6 7,418 0 300
Booking Holdings Inc COM 09857L108 16,368 6,822 SH   DFND 7 5,166 0 1,656
Booking Holdings Inc COM 09857L108 77,039 32,110 SH   DFND 8 31,740 0 370
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8 1,297 870,000 PRN   DFND 7 0 0 870,000
Boot Barn Holdings Inc COM 099406100 3,519 28,600 SH   DFND 6 21,300 0 7,300
Booz Allen Hamilton Holding Corp CL A 099502106 7,239 85,372 SH   DFND 6 79,472 0 5,900
Booz Allen Hamilton Holding Corp CL A 099502106 3,263 38,480 SH   DFND 8 38,480 0 0
BorgWarner Inc COM 099724106 48 1,069 SH   DFND   1,069 0 0
BorgWarner Inc COM 099724106 825 18,300 SH   DFND 6 4,000 0 14,300
BorgWarner Inc COM 099724106 3,243 71,944 SH   DFND 7 71,944 0 0
BorgWarner Inc COM 099724106 13,949 309,495 SH   DFND 8 309,495 0 0
Boston Properties Inc COM 101121101 29,225 253,730 SH   DFND 10 253,730 0 0
Boston Properties Inc COM 101121101 324 2,813 SH   DFND 7 2,813 0 0
Boston Scientific Corp COM 101137107 57 1,333 SH   DFND   1,333 0 0
Boston Scientific Corp COM 101137107 10,964 258,100 SH   DFND 6 246,300 0 11,800
Boston Scientific Corp COM 101137107 11,733 276,191 SH   DFND 7 100,267 0 175,924
Boston Scientific Corp COM 101137107 51,256 1,206,593 SH   DFND 8 1,206,593 0 0
Box Inc CL A 10316T104 571 21,800 SH   DFND 6 0 0 21,800
Boyd Gaming Corp COM 103304101 833 12,700 SH   DFND 6 12,700 0 0
Brady Corp CL A 104674106 1,709 31,700 SH   DFND 6 30,800 0 900
Brightcove Inc COM 10921T101 1,350 132,100 SH   DFND 6 126,600 0 5,500
Bright Horizons Family Solutions Inc COM 109194100 1,007 8,000 SH   DFND 10 8,000 0 0
Bright Horizons Family Solutions Inc COM 109194100 5,558 44,153 SH   DFND 7 43,461 0 692
Bright Horizons Family Solutions Inc COM 109194100 6,229 49,482 SH   DFND 8 49,482 0 0
BrightView Holdings Inc COM 10948C107 1,501 106,600 SH   DFND 6 94,200 0 12,400
Brinker International Inc COM 109641100 3,900 106,600 SH   DFND 6 94,500 0 12,100
Brink's Co/The COM 109696104 898 13,700 SH   DFND 6 4,400 0 9,300
Bristol-Myers Squibb Co COM 110122108 125 2,004 SH   DFND   2,004 0 0
Bristol-Myers Squibb Co COM 110122108 85,575 1,372,500 SH   DFND 6 1,279,000 0 93,500
Bristol-Myers Squibb Co COM 110122108 7,906 126,801 SH   DFND 7 108,935 0 17,866
Brixmor Property Group Inc COM 11120U105 236 9,300 SH   DFND 6 7,500 0 1,800
Brixmor Property Group Inc COM 11120U105 61 2,405 SH   DFND 7 2,405 0 0
Broadcom Inc COM 11135F101 230 345 SH   DFND   345 0 0
Broadcom Inc COM 11135F101 26,151 39,300 SH   DFND 6 35,600 0 3,700
Broadcom Inc COM 11135F101 7,258 10,908 SH   DFND 7 10,618 0 290
Broadcom Inc COM 11135F101 42,586 64,000 SH   DFND 8 64,000 0 0
Broadridge Financial Solutions Inc COM 11133T103 16,691 91,300 SH   DFND 6 90,800 0 500
Broadridge Financial Solutions Inc COM 11133T103 288 1,578 SH   DFND 7 1,578 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 83 1,373 SH   DFND   1,373 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 13,332 220,800 SH   DFND 6 216,550 0 4,250
Brookfield Asset Management Inc CL A LTD VT SH 112585104 77 1,274 SH   DFND 7 1,274 0 0
Brookfield Renewable Corp CL A SUB VTG 11284V105 3,981 108,100 SH   DFND 6 108,100 0 0
Brown & Brown Inc COM 115236101 29,651 421,900 SH   DFND 6 410,700 0 11,200
Brown-Forman Corp CL B 115637209 18,702 256,679 SH   DFND 6 254,279 0 2,400
Brown-Forman Corp CL B 115637209 62 854 SH   DFND 7 854 0 0
Bruker Corp COM 116794108 4,212 50,200 SH   DFND 6 37,300 0 12,900
Brunswick Corp/DE COM 117043109 1,078 10,700 SH   DFND 6 10,700 0 0
Brunswick Corp/DE COM 117043109 22,836 226,704 SH   DFND 8 226,704 0 0
Buckle Inc/The COM 118440106 1,739 41,100 SH   DFND 6 33,200 0 7,900
Builders FirstSource Inc COM 12008R107 11,493 134,087 SH   DFND 6 108,287 0 25,800
Bunge Ltd COM G16962105 411 4,400 SH   DFND 6 0 0 4,400
Bunge Ltd COM G16962105 19 200 SH   DFND 7 200 0 0
Burlington Stores Inc COM 122017106 208 714 SH   DFND 7 714 0 0
Cabot Corp COM 127055101 658 11,700 SH   DFND 6 3,400 0 8,300
Cadence Bank COM 12740C103 1,448 48,600 SH   DFND 6 47,700 0 900
Cadence Design Systems Inc COM 127387108 51 275 SH   DFND   275 0 0
Cadence Design Systems Inc COM 127387108 86,140 462,251 SH   DFND 6 436,915 0 25,336
Cadence Design Systems Inc COM 127387108 546 2,928 SH   DFND 7 2,928 0 0
Cadence Design Systems Inc COM 127387108 165,981 890,697 SH   DFND 8 885,509 0 5,188
Caleres Inc COM 129500104 2,874 126,700 SH   DFND 6 114,800 0 11,900
California Water Service Group COM 130788102 1,495 20,800 SH   DFND 6 20,000 0 800
Calix Inc COM 13100M509 4,246 53,100 SH   DFND 6 44,700 0 8,400
Camping World Holdings Inc CL A 13462K109 3,640 90,100 SH   DFND 6 78,300 0 11,800
Canadian Imperial Bank of Commerce COM 136069101 50 428 SH   DFND   428 0 0
Canadian Imperial Bank of Commerce COM 136069101 32,583 279,535 SH   DFND 6 269,535 0 10,000
Canadian Imperial Bank of Commerce COM 136069101 60 511 SH   DFND 7 511 0 0
Canadian National Railway Co COM 136375102 93 759 SH   DFND   759 0 0
Canadian National Railway Co COM 136375102 20,726 168,700 SH   DFND 6 164,300 0 4,400
Canadian National Railway Co COM 136375102 2,766 22,510 SH   DFND 7 3,030 0 19,480
Canadian Natural Resources Ltd COM 136385101 29 675 SH   DFND   675 0 0
Canadian Natural Resources Ltd COM 136385101 1,585 37,525 SH   DFND 7 37,525 0 0
Canadian Pacific Railway Ltd COM 13645T100 47 656 SH   DFND   656 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,439 20,000 SH   DFND 10 20,000 0 0
Canadian Pacific Railway Ltd COM 13645T100 17,935 249,300 SH   DFND 6 244,100 0 5,200
Canadian Pacific Railway Ltd COM 13645T100 96 1,336 SH   DFND 7 1,336 0 0
Canopy Growth Corp COM 138035100 294 33,706 SH   DFND 7 30,652 0 3,054
Capital One Financial Corp COM 14040H105 65 445 SH   DFND   445 0 0
Capital One Financial Corp COM 14040H105 59,501 410,100 SH   DFND 6 395,400 0 14,700
Capital One Financial Corp COM 14040H105 10,080 69,473 SH   DFND 7 61,378 0 8,095
Cardinal Health Inc COM 14149Y108 37,778 733,700 SH   DFND 6 689,800 0 43,900
Cardinal Health Inc COM 14149Y108 21 411 SH   DFND 7 411 0 0
Cargurus Inc COM CL A 141788109 1,056 31,400 SH   DFND 6 31,400 0 0
Carrier Global Corp COM 14448C104 47 875 SH   DFND   875 0 0
Carrier Global Corp COM 14448C104 130 2,401 SH   DFND 6 2,401 0 0
Carrier Global Corp COM 14448C104 34,628 638,417 SH   DFND 7 603,713 0 34,704
Carter's Inc COM 146229109 1,205 11,900 SH   DFND 6 2,500 0 9,400
Castlight Health Inc CL B 14862Q100 32 21,100 SH   DFND 6 0 0 21,100
Catalent Inc COM 148806102 29,019 226,658 SH   DFND 8 226,658 0 0
Caterpillar Inc COM 149123101 96 528 SH   DFND   528 0 0
Caterpillar Inc COM 149123101 29,782 164,000 SH   DFND 6 162,000 0 2,000
Caterpillar Inc COM 149123101 6,506 35,828 SH   DFND 7 5,395 0 30,433
Cboe Global Markets Inc COM 12503M108 313 2,400 SH   DFND 6 1,500 0 900
Cboe Global Markets Inc COM 12503M108 11 84 SH   DFND 7 84 0 0
CBRE Group Inc CL A 12504L109 11,762 108,400 SH   DFND 6 108,400 0 0
CBRE Group Inc CL A 12504L109 104 955 SH   DFND 7 955 0 0
CDK Global Inc COM 12508E101 8,181 196,000 SH   DFND 6 176,500 0 19,500
CDW Corp/DE COM 12514G108 43,925 214,500 SH   DFND 6 211,800 0 2,700
CDW Corp/DE COM 12514G108 29,088 142,044 SH   DFND 7 142,044 0 0
Celanese Corp COM 150870103 118 700 SH   DFND 6 0 0 700
Celanese Corp COM 150870103 128 761 SH   DFND 7 761 0 0
Celldex Therapeutics Inc COM NEW 15117B202 155 4,000 SH   DFND 6 400 0 3,600
Celldex Therapeutics Inc COM NEW 15117B202 5,986 154,922 SH   DFND 8 154,922 0 0
Cenovus Energy Inc COM 15135U109 481 39,177 SH   DFND 7 39,177 0 0
Centene Corp COM 15135B101 41 496 SH   DFND   496 0 0
Centene Corp COM 15135B101 3,094 37,552 SH   DFND 7 37,552 0 0
Centene Corp COM 15135B101 10,036 121,802 SH   DFND 8 121,802 0 0
Centennial Resource Development Inc/DE CL A 15136A102 469 78,400 SH   DFND 6 28,000 0 50,400
Cerence Inc COM 156727109 6,231 81,299 SH   DFND 7 81,299 0 0
Cerner Corp COM 156782104 54,054 582,039 SH   DFND 6 546,791 0 35,248
Cerner Corp COM 156782104 246 2,653 SH   DFND 7 2,653 0 0
Certara Inc COM 15687V109 5,651 198,828 SH   DFND 7 198,828 0 0
CEVA Inc COM 157210105 1,764 40,800 SH   DFND 6 38,900 0 1,900
CGI Inc CL A SUB VTG 12532H104 22,249 251,398 SH   DFND 6 214,498 0 36,900
CGI Inc CL A SUB VTG 12532H104 1,531 17,298 SH   DFND 7 300 0 16,998
ChannelAdvisor Corp COM 159179100 2,458 99,600 SH   DFND 6 93,900 0 5,700
Charles Schwab Corp/The COM 808513105 5,083 60,444 SH   DFND   60,444 0 0
Charles Schwab Corp/The COM 808513105 3,591 42,700 SH   DFND 6 32,200 0 10,500
Charles Schwab Corp/The COM 808513105 25,954 308,614 SH   DFND 7 78,946 0 229,668
Charles Schwab Corp/The COM 808513105 4,935 58,680 SH   DFND 8 58,680 0 0
Charter Communications Inc CL A 16119P108 88 135 SH   DFND   135 0 0
Charter Communications Inc CL A 16119P108 7,682 11,783 SH   DFND 6 10,583 0 1,200
Charter Communications Inc CL A 16119P108 1,554 2,383 SH   DFND 7 1,523 0 860
Chart Industries Inc COM 16115Q308 17,250 108,160 SH   DFND 8 108,160 0 0
Check Point Software Technologies Ltd ORD M22465104 3,582 30,732 SH   DFND 6 30,732 0 0
Check Point Software Technologies Ltd ORD M22465104 25,805 221,390 SH   DFND 7 202,737 0 18,653
Chegg Inc COM 163092109 2,524 82,208 SH   DFND 7 82,208 0 0
Chegg Inc COM 163092109 4,551 148,231 SH   DFND 8 148,231 0 0
Chemours Co/The COM 163851108 4,453 132,700 SH   DFND 6 85,200 0 47,500
Cheniere Energy Inc COM NEW 16411R208 345 3,400 SH   DFND 6 0 0 3,400
Cheniere Energy Inc COM NEW 16411R208 804 7,931 SH   DFND 7 7,931 0 0
Chevron Corp COM 166764100 227 1,932 SH   DFND   1,932 0 0
Chevron Corp COM 166764100 23,623 201,300 SH   DFND 6 196,800 0 4,500
Chevron Corp COM 166764100 20,937 178,411 SH   DFND 7 127,293 0 51,118
Chevron Corp COM 166764100 4,201 35,799 SH   DFND 8 35,799 0 0
Children's Place Inc/The COM 168905107 206 2,600 SH   DFND 6 0 0 2,600
Chimerix Inc COM 16934W106 1,255 195,200 SH   DFND 6 191,600 0 3,600
China Yuchai International Ltd COM G21082105 155 10,400 SH   DFND 6 10,400 0 0
Chinook Therapeutics Inc COM 16961L106 312 19,100 SH   DFND 6 10,800 0 8,300
Chipotle Mexican Grill Inc COM 169656105 47 27 SH   DFND   27 0 0
Chipotle Mexican Grill Inc COM 169656105 288 165 SH   DFND 7 165 0 0
Chipotle Mexican Grill Inc COM 169656105 44,126 25,240 SH   DFND 8 25,240 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 29,091 270,287 SH   DFND 6 234,400 0 35,887
CH Robinson Worldwide Inc COM NEW 12541W209 320 2,976 SH   DFND 7 2,976 0 0
Chubb Ltd COM H1467J104 82 423 SH   DFND   423 0 0
Chubb Ltd COM H1467J104 17,379 89,900 SH   DFND 6 84,900 0 5,000
Chubb Ltd COM H1467J104 1,808 9,354 SH   DFND 7 1,793 0 7,561
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 346 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102 26,804 261,500 SH   DFND 6 259,400 0 2,100
Church & Dwight Co Inc COM 171340102 250 2,442 SH   DFND 7 2,442 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 0 0 SH   DFND 7 0 0 0
Ciena Corp COM NEW 171779309 35,121 456,300 SH   DFND 8 456,300 0 0
Cigna Corp COM 125523100 69 301 SH   DFND   301 0 0
Cigna Corp COM 125523100 28,861 125,686 SH   DFND 6 121,200 0 4,486
Cigna Corp COM 125523100 131 571 SH   DFND 7 571 0 0
Cimpress PLC SHS EURO G2143T103 2,774 38,735 SH   DFND 7 37,488 0 1,247
Cincinnati Financial Corp COM 172062101 33,142 290,900 SH   DFND 6 268,600 0 22,300
Cincinnati Financial Corp COM 172062101 435 3,815 SH   DFND 7 3,815 0 0
Cinemark Holdings Inc COM 17243V102 1,328 82,400 SH   DFND 6 57,400 0 25,000
Cintas Corp COM 172908105 41 93 SH   DFND   93 0 0
Cintas Corp COM 172908105 18,922 42,696 SH   DFND 6 42,411 0 285
Cintas Corp COM 172908105 369 832 SH   DFND 7 832 0 0
Cirrus Logic Inc COM 172755100 2,485 27,000 SH   DFND 6 6,600 0 20,400
Cirrus Logic Inc COM 172755100 43,352 471,120 SH   DFND 8 471,120 0 0
Cisco Systems Inc/Delaware COM 17275R102 219 3,452 SH   DFND   3,452 0 0
Cisco Systems Inc/Delaware COM 17275R102 121,993 1,925,091 SH   DFND 6 1,801,391 0 123,700
Cisco Systems Inc/Delaware COM 17275R102 11,078 174,818 SH   DFND 7 66,397 0 108,421
Citigroup Inc COM NEW 172967424 140 2,323 SH   DFND   2,323 0 0
Citigroup Inc COM NEW 172967424 27,864 461,400 SH   DFND 6 452,500 0 8,900
Citigroup Inc COM NEW 172967424 27,064 448,146 SH   DFND 7 302,862 0 145,284
Citizens Financial Group Inc COM 174610105 803 17,000 SH   DFND 6 17,000 0 0
Citizens Financial Group Inc COM 174610105 367 7,760 SH   DFND 7 7,760 0 0
Citizens Financial Group Inc COM 174610105 2,963 62,700 SH   DFND 8 62,700 0 0
Citrix Systems Inc COM 177376100 27,242 288,000 SH   DFND 6 255,400 0 32,600
Citrix Systems Inc COM 177376100 285 3,015 SH   DFND 7 3,015 0 0
Clorox Co/The COM 189054109 13,634 78,193 SH   DFND 6 77,493 0 700
Clorox Co/The COM 189054109 240 1,379 SH   DFND 7 1,379 0 0
Clovis Oncology Inc COM 189464100 1,088 401,300 SH   DFND 6 387,200 0 14,100
CME Group Inc COM 12572Q105 2,317 10,143 SH   DFND   10,143 0 0
CME Group Inc COM 12572Q105 22,252 97,400 SH   DFND 6 96,100 0 1,300
CME Group Inc COM 12572Q105 51,074 223,556 SH   DFND 7 198,667 0 24,889
CMS Energy Corp COM 125896100 1,047 16,100 SH   DFND 6 16,100 0 0
CNH Industrial NV SHS N20944109 1,857 109,923 SH   DFND 6 107,785 0 2,138
CNH Industrial NV SHS N20944109 67,938 4,020,919 SH   DFND 7 4,020,919 0 0
Coca-Cola Co/The COM 191216100 224 3,777 SH   DFND   3,777 0 0
Coca-Cola Co/The COM 191216100 117,369 1,982,256 SH   DFND 6 1,932,556 0 49,700
Coca-Cola Co/The COM 191216100 26,519 447,873 SH   DFND 7 196,877 0 250,996
Coca-Cola Europacific Partners PLC SHS G25839104 32,741 585,400 SH   DFND 6 585,400 0 0
Coca-Cola Europacific Partners PLC SHS G25839104 2,263 40,466 SH   DFND 7 40,466 0 0
Cogent Biosciences Inc COM 19240Q201 5,117 596,387 SH   DFND 8 596,387 0 0
Cognex Corp COM 192422103 18 226 SH   DFND 7 226 0 0
Cognex Corp COM 192422103 99,503 1,279,613 SH   DFND 8 1,270,491 0 9,122
Cognizant Technology Solutions Corp CL A 192446102 43 488 SH   DFND   488 0 0
Cognizant Technology Solutions Corp CL A 192446102 2,422 27,300 SH   DFND 6 26,100 0 1,200
Cognizant Technology Solutions Corp CL A 192446102 873 9,837 SH   DFND 7 9,837 0 0
Cognyte Software Ltd ORD SHS M25133105 1,149 73,295 SH   DFND 7 69,659 0 3,636
Colfax Corp COM 194014106 832 18,100 SH   DFND 6 3,900 0 14,200
Colgate-Palmolive Co COM 194162103 63 737 SH   DFND   737 0 0
Colgate-Palmolive Co COM 194162103 118,657 1,390,400 SH   DFND 6 1,382,100 0 8,300
Colgate-Palmolive Co COM 194162103 10,582 124,000 SH   DFND 7 1,397 0 122,603
Colgate-Palmolive Co COM 194162103 7,885 92,397 SH   DFND 8 92,397 0 0
Columbia Sportswear Co COM 198516106 10,451 107,252 SH   DFND 8 107,252 0 0
Comcast Corp CL A 20030N101 240 4,761 SH   DFND   4,761 0 0
Comcast Corp CL A 20030N101 53,772 1,068,389 SH   DFND 6 1,017,797 0 50,592
Comcast Corp CL A 20030N101 12,767 253,673 SH   DFND 7 118,863 0 134,810
Comcast Corp CL A 20030N101 2,723 54,100 SH   DFND 8 54,100 0 0
Comerica Inc COM 200340107 2,262 26,000 SH   DFND 6 19,500 0 6,500
Comfort Systems USA Inc COM 199908104 7,529 76,100 SH   DFND 6 67,000 0 9,100
Commerce Bancshares Inc/MO COM 200525103 2,124 30,900 SH   DFND 6 29,675 0 1,225
Computer Programs and Systems Inc COM 205306103 1,749 59,700 SH   DFND 6 54,200 0 5,500
comScore Inc COM 20564W105 36 10,800 SH   DFND 6 0 0 10,800
CONMED Corp COM 207410101 88,814 626,507 SH   DFND 8 626,507 0 0
ConnectOne Bancorp Inc COM 20786W107 3,690 112,800 SH   DFND 6 101,500 0 11,300
Conn's Inc COM 208242107 205 8,700 SH   DFND 6 4,700 0 4,000
ConocoPhillips COM 20825C104 98 1,354 SH   DFND   1,354 0 0
ConocoPhillips COM 20825C104 29,421 407,600 SH   DFND 6 396,300 0 11,300
ConocoPhillips COM 20825C104 10,638 147,380 SH   DFND 7 140,199 0 7,181
Consolidated Edison Inc COM 209115104 29,947 351,000 SH   DFND 6 347,100 0 3,900
Consolidated Edison Inc COM 209115104 481 5,639 SH   DFND 7 5,639 0 0
Constellation Brands Inc CL A 21036P108 2,143 8,538 SH   DFND   8,538 0 0
Constellation Brands Inc CL A 21036P108 9,114 36,315 SH   DFND 7 36,315 0 0
Cooper Cos Inc/The COM NEW 216648402 417 996 SH   DFND 6 996 0 0
Cooper Cos Inc/The COM NEW 216648402 215 513 SH   DFND 7 513 0 0
Cooper Cos Inc/The COM NEW 216648402 23,363 55,768 SH   DFND 8 55,768 0 0
Copart Inc COM 217204106 29,466 194,342 SH   DFND 6 191,794 0 2,548
Copart Inc COM 217204106 76 504 SH   DFND 7 504 0 0
Corteva Inc COM 22052L104 10,662 225,500 SH   DFND 6 222,600 0 2,900
Corteva Inc COM 22052L104 2,434 51,475 SH   DFND 7 21,589 0 29,886
CorVel Corp COM 221006109 2,163 10,400 SH   DFND 6 10,400 0 0
CoStar Group Inc COM 22160N109 1,897 24,000 SH   DFND 6 24,000 0 0
CoStar Group Inc COM 22160N109 330 4,175 SH   DFND 7 4,175 0 0
Costco Wholesale Corp COM 22160K105 242 426 SH   DFND   426 0 0
Costco Wholesale Corp COM 22160K105 113,610 200,123 SH   DFND 6 193,777 0 6,346
Costco Wholesale Corp COM 22160K105 85,682 150,929 SH   DFND 7 135,234 0 15,695
Costco Wholesale Corp COM 22160K105 87,959 154,939 SH   DFND 8 154,939 0 0
Coterra Energy Inc COM 127097103 470 24,727 SH   DFND 7 24,727 0 0
Coupa Software Inc NOTE 0.375% 6/1 22266LAF3 8,877 9,325,000 PRN   DFND 7 7,749,000 0 1,576,000
Cousins Properties Inc COM NEW 222795502 411 10,200 SH   DFND 6 1,500 0 8,700
Cousins Properties Inc COM NEW 222795502 40 998 SH   DFND 7 998 0 0
Cracker Barrel Old Country Store Inc COM 22410J106 682 5,300 SH   DFND 6 1,900 0 3,400
Crane Co COM 224399105 1,058 10,400 SH   DFND 6 10,400 0 0
Crawford & Co CL B 224633107 124 16,600 SH   DFND 6 8,700 0 7,900
Credicorp Ltd COM G2519Y108 2,264 18,545 SH   DFND 8 18,545 0 0
Crescent Point Energy Corp COM 22576C101 1,342 251,300 SH   DFND 6 239,000 0 12,300
CRISPR Therapeutics AG NAMEN AKT H17182108 5,525 72,909 SH   DFND 8 72,909 0 0
Criteo SA SPONS ADS 226718104 2,013 51,800 SH   DFND 6 50,800 0 1,000
Crocs Inc COM 227046109 4,167 32,500 SH   DFND 6 21,400 0 11,100
Cross Country Healthcare Inc COM 227483104 364 13,100 SH   DFND 6 4,700 0 8,400
Crowdstrike Holdings Inc CL A 22788C105 39 189 SH   DFND   189 0 0
Crowdstrike Holdings Inc CL A 22788C105 4,137 20,206 SH   DFND 7 20,206 0 0
Crown Castle International Corp COM 22822V101 25,445 121,900 SH   DFND 6 121,000 0 900
Crown Castle International Corp COM 22822V101 11,643 55,779 SH   DFND 7 11,959 0 43,820
Crown Holdings Inc COM 228368106 354 3,200 SH   DFND 6 3,200 0 0
Crown Holdings Inc COM 228368106 22 200 SH   DFND 7 200 0 0
CSG Systems International Inc COM 126349109 4,183 72,600 SH   DFND 6 62,700 0 9,900
CSX Corp COM 126408103 83 2,201 SH   DFND   2,201 0 0
CSX Corp COM 126408103 22,704 603,823 SH   DFND 6 580,723 0 23,100
CSX Corp COM 126408103 4,332 115,206 SH   DFND 7 112,035 0 3,171
Cullen/Frost Bankers Inc COM 229899109 1,677 13,300 SH   DFND 6 11,300 0 2,000
Cummins Inc COM 231021106 36,408 166,900 SH   DFND 6 166,000 0 900
Cummins Inc COM 231021106 325 1,489 SH   DFND 7 1,489 0 0
Cushman & Wakefield PLC SHS G2717B108 7,597 341,600 SH   DFND 6 298,000 0 43,600
CVS Health Corp COM 126650100 122 1,184 SH   DFND   1,184 0 0
CVS Health Corp COM 126650100 24,325 235,800 SH   DFND 6 186,700 0 49,100
CVS Health Corp COM 126650100 1,229 11,916 SH   DFND 7 2,630 0 9,286
CyberArk Software Ltd SHS M2682V108 5,379 31,044 SH   DFND 7 31,044 0 0
CyberArk Software Ltd SHS M2682V108 19,060 109,995 SH   DFND 8 109,995 0 0
CyrusOne Inc COM 23283R100 14,950 166,633 SH   DFND 10 166,633 0 0
CyrusOne Inc COM 23283R100 67 750 SH   DFND 7 750 0 0
CytomX Therapeutics Inc COM 23284F105 1,086 250,900 SH   DFND 6 242,100 0 8,800
Danaher Corp COM 235851102 283 860 SH   DFND   860 0 0
Danaher Corp COM 235851102 110,712 336,500 SH   DFND 6 318,900 0 17,600
Danaher Corp COM 235851102 12,718 38,656 SH   DFND 7 38,656 0 0
Danaher Corp COM 235851102 58,144 176,724 SH   DFND 8 176,724 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 8 200 SH   DFND   200 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 414 10,266 SH   DFND 6 10,266 0 0
Darden Restaurants Inc COM 237194105 6,508 43,200 SH   DFND 6 38,000 0 5,200
Darden Restaurants Inc COM 237194105 78 515 SH   DFND 7 515 0 0
Darling Ingredients Inc COM 237266101 99 1,424 SH   DFND   1,424 0 0
Darling Ingredients Inc COM 237266101 10,775 155,500 SH   DFND 6 155,500 0 0
Darling Ingredients Inc COM 237266101 12,241 176,662 SH   DFND 7 118,231 0 58,431
Darling Ingredients Inc COM 237266101 38,456 554,997 SH   DFND 8 554,997 0 0
Datadog Inc NOTE 0.125% 6/1 23804LAB9 6,519 3,224,000 PRN   DFND 7 2,708,000 0 516,000
Dave & Buster's Entertainment Inc COM 238337109 1,394 36,300 SH   DFND 6 26,600 0 9,700
Deckers Outdoor Corp COM 243537107 8,279 22,600 SH   DFND 6 21,300 0 1,300
Deckers Outdoor Corp COM 243537107 10,478 28,603 SH   DFND 8 28,603 0 0
Deere & Co COM 244199105 179 521 SH   DFND   521 0 0
Deere & Co COM 244199105 48,999 142,900 SH   DFND 6 137,000 0 5,900
Deere & Co COM 244199105 3,276 9,553 SH   DFND 7 7,407 0 2,146
Deere & Co COM 244199105 21,605 63,010 SH   DFND 8 63,010 0 0
Deluxe Corp COM 248019101 334 10,400 SH   DFND 6 3,500 0 6,900
Denali Therapeutics Inc COM 24823R105 870 19,500 SH   DFND 6 19,500 0 0
Denali Therapeutics Inc COM 24823R105 8,945 200,566 SH   DFND 8 200,566 0 0
DENTSPLY SIRONA Inc COM 24906P109 19,214 344,400 SH   DFND 6 303,700 0 40,700
DENTSPLY SIRONA Inc COM 24906P109 263 4,707 SH   DFND 7 4,707 0 0
Deutsche Bank AG NAMEN AKT D18190898 18 1,406 SH   DFND   1,406 0 0
Deutsche Bank AG NAMEN AKT D18190898 745 59,580 SH   DFND 6 59,580 0 0
Deutsche Bank AG NAMEN AKT D18190898 1,477 118,194 SH   DFND 7 118,194 0 0
Devon Energy Corp COM 25179M103 418 9,500 SH   DFND 6 9,500 0 0
Devon Energy Corp COM 25179M103 953 21,644 SH   DFND 7 21,644 0 0
Dexcom Inc COM 252131107 51 95 SH   DFND   95 0 0
Dexcom Inc COM 252131107 44,294 82,492 SH   DFND 6 79,028 0 3,464
Dexcom Inc COM 252131107 10,873 20,250 SH   DFND 7 17,192 0 3,058
Dexcom Inc COM 252131107 259,557 483,392 SH   DFND 8 481,293 0 2,099
Dexcom Inc NOTE 0.250%11/1 252131AK3 16,512 13,860,000 PRN   DFND 7 11,250,000 0 2,610,000
Diamondback Energy Inc COM 25278X109 4,659 43,200 SH   DFND 6 41,900 0 1,300
Diamondback Energy Inc COM 25278X109 605 5,611 SH   DFND 7 5,611 0 0
Diamond Hill Investment Group Inc COM NEW 25264R207 1,074 5,530 SH   DFND 6 5,530 0 0
Dick's Sporting Goods Inc COM 253393102 5,175 45,000 SH   DFND 6 37,200 0 7,800
Digital Realty Trust Inc COM 253868103 4,705 26,600 SH   DFND 6 26,600 0 0
Digital Realty Trust Inc COM 253868103 257 1,452 SH   DFND 7 1,452 0 0
Dine Brands Global Inc COM 254423106 3,434 45,300 SH   DFND 6 40,400 0 4,900
Diodes Inc COM 254543101 3,997 36,400 SH   DFND 6 31,500 0 4,900
Discover Financial Services COM 254709108 5,651 48,900 SH   DFND 6 48,900 0 0
Discover Financial Services COM 254709108 109 939 SH   DFND 7 939 0 0
DocuSign Inc COM 256163106 44 292 SH   DFND   292 0 0
DocuSign Inc COM 256163106 335 2,200 SH   DFND 6 0 0 2,200
Dolby Laboratories Inc COM CL A 25659T107 581 6,100 SH   DFND 6 6,100 0 0
Dollar General Corp COM 256677105 54 230 SH   DFND   230 0 0
Dollar General Corp COM 256677105 26,342 111,700 SH   DFND 6 108,400 0 3,300
Dollar General Corp COM 256677105 341 1,448 SH   DFND 7 1,448 0 0
Dollar Tree Inc COM 256746108 638 4,541 SH   DFND 7 4,541 0 0
Dominion Energy Inc COM 25746U109 60 758 SH   DFND   758 0 0
Dominion Energy Inc COM 25746U109 141 1,800 SH   DFND 6 0 0 1,800
Dominion Energy Inc COM 25746U109 9,362 119,173 SH   DFND 7 20,929 0 98,244
Domino's Pizza Inc COM 25754A201 9,086 16,100 SH   DFND 6 16,100 0 0
Domino's Pizza Inc COM 25754A201 252 446 SH   DFND 7 446 0 0
Donnelley Financial Solutions Inc COM 25787G100 2,744 58,200 SH   DFND 6 48,000 0 10,200
Dorian LPG Ltd SHS USD Y2106R110 851 67,100 SH   DFND 6 63,400 0 3,700
Douglas Emmett Inc COM 25960P109 19,429 579,956 SH   DFND 10 579,956 0 0
Douglas Emmett Inc COM 25960P109 45 1,340 SH   DFND 7 1,340 0 0
Dover Corp COM 260003108 22,591 124,400 SH   DFND 6 122,700 0 1,700
Dover Corp COM 260003108 260 1,430 SH   DFND 7 1,430 0 0
Dow Inc COM 260557103 41 726 SH   DFND   726 0 0
Dow Inc COM 260557103 12,684 223,623 SH   DFND 6 214,379 0 9,244
Dow Inc COM 260557103 8,523 150,261 SH   DFND 7 77,015 0 73,246
DR Horton Inc COM 23331A109 18,512 170,700 SH   DFND 6 164,200 0 6,500
DR Horton Inc COM 23331A109 395 3,641 SH   DFND 7 3,641 0 0
Dropbox Inc CL A 26210C104 6,964 283,800 SH   DFND 6 237,700 0 46,100
Dropbox Inc CL A 26210C104 3,257 132,715 SH   DFND 8 132,715 0 0
Dr Reddy's Laboratories Ltd ADR 256135203 736 11,255 SH   DFND 7 0 0 11,255
Duke Realty Corp COM NEW 264411505 52,253 796,052 SH   DFND 10 796,052 0 0
Duke Realty Corp COM NEW 264411505 8,579 130,700 SH   DFND 6 130,700 0 0
Duke Realty Corp COM NEW 264411505 299 4,555 SH   DFND 7 4,555 0 0
Duke Realty Corp COM NEW 264411505 33,048 503,481 SH   DFND 8 503,481 0 0
DuPont de Nemours Inc COM 26614N102 41 506 SH   DFND   506 0 0
DuPont de Nemours Inc COM 26614N102 4,125 51,059 SH   DFND 7 17,599 0 33,460
DXC Technology Co COM 23355L106 1,429 44,400 SH   DFND 6 34,900 0 9,500
Dynatrace Inc COM NEW 268150109 10,344 171,400 SH   DFND 6 138,300 0 33,100
Easterly Government Properties Inc COM 27616P103 7,244 316,046 SH   DFND 10 316,046 0 0
Easterly Government Properties Inc COM 27616P103 67 2,924 SH   DFND 7 2,924 0 0
East West Bancorp Inc COM 27579R104 2,628 33,400 SH   DFND 6 27,000 0 6,400
Eaton Corp PLC SHS G29183103 69 400 SH   DFND   400 0 0
Eaton Corp PLC SHS G29183103 49,254 285,000 SH   DFND 6 280,400 0 4,600
Eaton Corp PLC SHS G29183103 528 3,056 SH   DFND 7 3,056 0 0
eBay Inc COM 278642103 45 682 SH   DFND   682 0 0
eBay Inc COM 278642103 6,485 97,515 SH   DFND 6 92,015 0 5,500
eBay Inc COM 278642103 526 7,907 SH   DFND 7 7,907 0 0
Ecolab Inc COM 278865100 116 496 SH   DFND   496 0 0
Ecolab Inc COM 278865100 55,715 237,500 SH   DFND 6 235,100 0 2,400
Ecolab Inc COM 278865100 47,336 201,780 SH   DFND 7 130,723 0 71,057
Ecolab Inc COM 278865100 57,886 246,755 SH   DFND 8 246,755 0 0
Ecovyst Inc COM 27923Q109 710 69,300 SH   DFND 6 30,600 0 38,700
Edgewell Personal Care Co COM 28035Q102 727 15,900 SH   DFND 6 7,100 0 8,800
Edison International COM 281020107 2,539 37,200 SH   DFND 6 37,200 0 0
Edison International COM 281020107 148 2,173 SH   DFND 7 2,173 0 0
Edwards Lifesciences Corp COM 28176E108 70 538 SH   DFND   538 0 0
Edwards Lifesciences Corp COM 28176E108 62,724 484,166 SH   DFND 6 476,200 0 7,966
Edwards Lifesciences Corp COM 28176E108 7,696 59,403 SH   DFND 7 38,014 0 21,389
Edwards Lifesciences Corp COM 28176E108 106,054 818,637 SH   DFND 8 818,637 0 0
Elastic NV ORD SHS N14506104 12,826 104,200 SH   DFND 8 104,200 0 0
Electronic Arts Inc COM 285512109 35 266 SH   DFND   266 0 0
Electronic Arts Inc COM 285512109 5,659 42,900 SH   DFND 6 42,300 0 600
Electronic Arts Inc COM 285512109 5,141 38,977 SH   DFND 7 28,566 0 10,411
Eli Lilly & Co COM 532457108 206 745 SH   DFND   745 0 0
Eli Lilly & Co COM 532457108 62,043 224,613 SH   DFND 6 216,013 0 8,600
Eli Lilly & Co COM 532457108 6,146 22,252 SH   DFND 7 22,252 0 0
Eli Lilly & Co COM 532457108 27,450 99,378 SH   DFND 8 99,378 0 0
EMCOR Group Inc COM 29084Q100 13,440 105,500 SH   DFND 6 84,700 0 20,800
Emerson Electric Co COM 291011104 56 597 SH   DFND   597 0 0
Emerson Electric Co COM 291011104 59,984 645,200 SH   DFND 6 634,000 0 11,200
Emerson Electric Co COM 291011104 641 6,890 SH   DFND 7 6,890 0 0
Enbridge Inc COM 29250N105 45 1,147 SH   DFND   1,147 0 0
Enbridge Inc COM 29250N105 1,653 42,300 SH   DFND 6 42,300 0 0
Enbridge Inc COM 29250N105 2,478 63,408 SH   DFND 7 63,408 0 0
Encompass Health Corp COM 29261A100 379 5,800 SH   DFND 6 3,600 0 2,200
Encore Wire Corp COM 292562105 1,259 8,800 SH   DFND 6 3,700 0 5,100
Endava PLC ADS 29260V105 66,829 397,982 SH   DFND 8 393,342 0 4,640
Endo International PLC SHS G30401106 228 60,600 SH   DFND 6 24,500 0 36,100
Enphase Energy Inc COM 29355A107 6,933 37,900 SH   DFND 6 31,200 0 6,700
Ensign Group Inc/The COM 29358P101 4,374 52,100 SH   DFND 6 40,700 0 11,400
Entegris Inc COM 29362U104 7,414 53,500 SH   DFND 6 38,500 0 15,000
Entegris Inc COM 29362U104 15,244 110,000 SH   DFND 8 110,000 0 0
Entergy Corp COM 29364G103 9,372 83,200 SH   DFND 6 80,600 0 2,600
Entergy Corp COM 29364G103 22 191 SH   DFND 7 191 0 0
Envestnet Inc COM 29404K106 9,683 122,048 SH   DFND 8 122,048 0 0
Envista Holdings Corp COM 29415F104 730 16,200 SH   DFND 6 0 0 16,200
Envista Holdings Corp COM 29415F104 4,506 100,000 SH   DFND 7 100,000 0 0
EOG Resources Inc COM 26875P101 52 586 SH   DFND   586 0 0
EOG Resources Inc COM 26875P101 2,860 32,200 SH   DFND 6 29,700 0 2,500
EOG Resources Inc COM 26875P101 11,098 124,935 SH   DFND 7 46,500 0 78,435
EOG Resources Inc COM 26875P101 28,735 323,487 SH   DFND 8 323,487 0 0
EPAM Systems Inc COM 29414B104 35,294 52,800 SH   DFND 6 47,000 0 5,800
EPAM Systems Inc COM 29414B104 619 926 SH   DFND 7 926 0 0
EPAM Systems Inc COM 29414B104 7,431 11,117 SH   DFND 8 11,117 0 0
ePlus Inc COM 294268107 1,974 36,646 SH   DFND 6 30,300 0 6,346
Equinix Inc COM 29444U700 71,926 85,035 SH   DFND 10 85,035 0 0
Equinix Inc COM 29444U700 4,483 5,300 SH   DFND 6 5,100 0 200
Equinix Inc COM 29444U700 7,931 9,376 SH   DFND 7 7,353 0 2,023
Equinix Inc COM 29444U700 75,698 89,494 SH   DFND 8 89,494 0 0
Equity Commonwealth COM SH BEN INT 294628102 5,159 199,200 SH   DFND 6 177,700 0 21,500
Equity Commonwealth COM SH BEN INT 294628102 19 722 SH   DFND 7 722 0 0
Equity LifeStyle Properties Inc COM 29472R108 4,287 48,900 SH   DFND 6 48,900 0 0
Equity LifeStyle Properties Inc COM 29472R108 227 2,584 SH   DFND 7 2,584 0 0
Equity Residential SH BEN INT 29476L107 8,679 95,900 SH   DFND 6 95,900 0 0
Equity Residential SH BEN INT 29476L107 574 6,343 SH   DFND 7 6,343 0 0
Essex Property Trust Inc COM 297178105 6,692 19,000 SH   DFND 6 19,000 0 0
Essex Property Trust Inc COM 297178105 606 1,720 SH   DFND 7 1,720 0 0
Estee Lauder Cos Inc/The CL A 518439104 80 216 SH   DFND   216 0 0
Estee Lauder Cos Inc/The CL A 518439104 35,671 96,357 SH   DFND 6 93,600 0 2,757
Estee Lauder Cos Inc/The CL A 518439104 20,076 54,230 SH   DFND 7 24,951 0 29,279
Estee Lauder Cos Inc/The CL A 518439104 49,341 133,281 SH   DFND 8 133,281 0 0
Ethan Allen Interiors Inc COM 297602104 2,190 83,300 SH   DFND 6 82,000 0 1,300
Etsy Inc COM 29786A106 31 140 SH   DFND   140 0 0
Etsy Inc COM 29786A106 1,489 6,800 SH   DFND 6 200 0 6,600
Etsy Inc COM 29786A106 18,790 85,824 SH   DFND 7 84,966 0 858
Etsy Inc COM 29786A106 34,537 157,748 SH   DFND 8 157,748 0 0
Everbridge Inc COM 29978A104 2,895 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104 29,867 443,591 SH   DFND 8 443,591 0 0
Evercore Inc CLASS A 29977A105 18,353 135,100 SH   DFND 6 124,400 0 10,700
Evergy Inc COM 30034W106 508 7,400 SH   DFND 6 3,500 0 3,900
Eversource Energy COM 30040W108 3,184 35,000 SH   DFND 10 35,000 0 0
Eversource Energy COM 30040W108 19,552 214,900 SH   DFND 6 210,500 0 4,400
Eversource Energy COM 30040W108 188 2,064 SH   DFND 7 2,064 0 0
EVERTEC Inc COM 30040P103 3,868 77,400 SH   DFND 6 60,000 0 17,400
Evoqua Water Technologies Corp COM 30057T105 109 2,328 SH   DFND   2,328 0 0
Evoqua Water Technologies Corp COM 30057T105 30,588 654,281 SH   DFND 8 654,281 0 0
Exact Sciences Corp COM 30063P105 5,938 76,300 SH   DFND 6 76,300 0 0
Exact Sciences Corp COM 30063P105 3,213 41,276 SH   DFND 7 22,258 0 19,018
Exact Sciences Corp COM 30063P105 35,475 455,803 SH   DFND 8 455,803 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1 9,741 9,715,000 PRN   DFND 7 8,265,000 0 1,450,000
Exelixis Inc COM 30161Q104 133 7,300 SH   DFND 6 7,300 0 0
Exelixis Inc COM 30161Q104 9,400 514,197 SH   DFND 8 514,197 0 0
Exelon Corp COM 30161N101 2,240 54,396 SH   DFND 10 54,396 0 0
Exelon Corp COM 30161N101 1,788 43,400 SH   DFND 6 43,400 0 0
Exelon Corp COM 30161N101 5,342 129,713 SH   DFND 7 10,697 0 119,016
Expedia Group Inc COM NEW 30212P303 277 1,530 SH   DFND 7 1,530 0 0
Expeditors International of Washington Inc COM 302130109 110,937 826,100 SH   DFND 6 800,000 0 26,100
Expeditors International of Washington Inc COM 302130109 312 2,322 SH   DFND 7 2,322 0 0
Exponent Inc COM 30214U102 12,012 102,901 SH   DFND 7 102,901 0 0
Extra Space Storage Inc COM 30225T102 37,397 164,942 SH   DFND 10 164,942 0 0
Extra Space Storage Inc COM 30225T102 2,517 11,100 SH   DFND 6 11,100 0 0
Extra Space Storage Inc COM 30225T102 958 4,225 SH   DFND 7 4,225 0 0
Exxon Mobil Corp COM 30231G102 4,179 68,293 SH   DFND   68,293 0 0
Exxon Mobil Corp COM 30231G102 30,595 500,000 SH   DFND 6 490,800 0 9,200
Exxon Mobil Corp COM 30231G102 16,198 264,721 SH   DFND 7 264,721 0 0
F5 Inc COM 315616102 322 1,314 SH   DFND 7 1,314 0 0
FactSet Research Systems Inc COM 303075105 10,484 21,571 SH   DFND 6 20,500 0 1,071
FactSet Research Systems Inc COM 303075105 169 348 SH   DFND 7 348 0 0
Fair Isaac Corp COM 303250104 173 400 SH   DFND 6 400 0 0
Fair Isaac Corp COM 303250104 153 353 SH   DFND 7 353 0 0
Fastenal Co COM 311900104 35 554 SH   DFND   554 0 0
Fastenal Co COM 311900104 52,525 819,938 SH   DFND 6 811,187 0 8,751
Fastenal Co COM 311900104 225 3,517 SH   DFND 7 3,517 0 0
Federated Hermes Inc CL B 314211103 1,154 30,700 SH   DFND 6 14,500 0 16,200
FedEx Corp COM 31428X106 61 237 SH   DFND   237 0 0
FedEx Corp COM 31428X106 595 2,300 SH   DFND 6 0 0 2,300
FedEx Corp COM 31428X106 800 3,093 SH   DFND 7 215 0 2,878
FedEx Corp COM 31428X106 3,721 14,386 SH   DFND 8 14,386 0 0
Ferguson PLC SHS G3421J106 36,953 205,995 SH   DFND 6 201,869 0 4,126
Ferguson PLC SHS G3421J106 139 777 SH   DFND 7 777 0 0
Ferguson PLC SHS G3421J106 5,970 33,277 SH   DFND 8 33,277 0 0
Ferrari NV COM N3167Y103 22,776 88,000 SH   DFND   88,000 0 0
Ferrari NV COM N3167Y103 1,900 7,341 SH   DFND 6 6,884 0 457
Ferrari NV COM N3167Y103 339,477 1,311,633 SH   DFND 7 1,191,284 0 120,349
Fidelity National Financial Inc FNF GROUP COM 31620R303 8,881 170,200 SH   DFND 6 130,000 0 40,200
Fidelity National Financial Inc FNF GROUP COM 31620R303 121 2,325 SH   DFND 7 2,325 0 0
Fidelity National Information Services Inc COM 31620M106 66 605 SH   DFND   605 0 0
Fidelity National Information Services Inc COM 31620M106 36,751 336,700 SH   DFND 6 326,600 0 10,100
Fidelity National Information Services Inc COM 31620M106 34,222 313,531 SH   DFND 7 291,464 0 22,067
Fidelity National Information Services Inc COM 31620M106 102,632 940,280 SH   DFND 8 933,002 0 7,278
Fifth Third Bancorp COM 316773100 338 7,751 SH   DFND 7 7,751 0 0
First American Financial Corp COM 31847R102 10,757 137,500 SH   DFND 6 121,800 0 15,700
First Financial Bankshares Inc COM 32020R109 1,617 31,800 SH   DFND 6 27,100 0 4,700
First Horizon Corp COM 320517105 1,501 91,900 SH   DFND 6 77,200 0 14,700
First Republic Bank/CA COM 33616C100 39 189 SH   DFND   189 0 0
First Republic Bank/CA COM 33616C100 4,750 23,000 SH   DFND 6 23,000 0 0
First Republic Bank/CA COM 33616C100 296 1,434 SH   DFND 7 1,434 0 0
First Republic Bank/CA COM 33616C100 25,438 123,180 SH   DFND 8 123,180 0 0
FirstService Corp COM 33767E202 1,692 8,611 SH   DFND 7 0 0 8,611
First Solar Inc COM 336433107 35 406 SH   DFND   406 0 0
First Solar Inc COM 336433107 9,766 112,049 SH   DFND 8 112,049 0 0
Fiserv Inc COM 337738108 59 569 SH   DFND   569 0 0
Fiserv Inc COM 337738108 29,003 279,435 SH   DFND 6 273,935 0 5,500
Fiserv Inc COM 337738108 25,140 242,216 SH   DFND 7 223,098 0 19,118
Fiserv Inc COM 337738108 14,195 136,767 SH   DFND 8 136,767 0 0
Five9 Inc COM 338307101 64,498 469,691 SH   DFND 8 463,049 0 6,642
Five9 Inc NOTE 0.500% 6/0 338307AD3 4,109 3,350,000 PRN   DFND 7 2,850,000 0 500,000
Fiverr International Ltd NOTE 11/0 33835LAA3 4,419 4,719,000 PRN   DFND 7 3,940,000 0 779,000
FleetCor Technologies Inc COM 339041105 6,782 30,300 SH   DFND 6 28,100 0 2,200
Flex Ltd ORD Y2573F102 1,598 87,200 SH   DFND 6 87,200 0 0
Flowserve Corp COM 34354P105 2,007 65,600 SH   DFND 6 55,500 0 10,100
Fluor Corp COM 343412102 1,179 47,600 SH   DFND 6 18,400 0 29,200
FNB Corp/PA COM 302520101 1,174 96,800 SH   DFND 6 40,700 0 56,100
Ford Motor Co COM 345370860 81 3,888 SH   DFND   3,888 0 0
Ford Motor Co COM 345370860 51,168 2,463,565 SH   DFND 6 2,251,065 0 212,500
Ford Motor Co COM 345370860 892 42,929 SH   DFND 7 42,929 0 0
Fortinet Inc COM 34959E109 45 125 SH   DFND   125 0 0
Fortinet Inc COM 34959E109 950 2,642 SH   DFND 7 2,642 0 0
Fortive Corp COM 34959J108 2,357 30,900 SH   DFND 6 30,900 0 0
Fortive Corp COM 34959J108 97 1,269 SH   DFND 7 1,269 0 0
Fortive Corp COM 34959J108 3,494 45,803 SH   DFND 8 45,803 0 0
Fortive Corp NOTE 0.875% 2/1 34959JAK4 8,446 8,437,000 PRN   DFND 7 5,800,000 0 2,637,000
Fortune Brands Home & Security Inc COM 34964C106 2,221 20,779 SH   DFND 6 20,779 0 0
Fortune Brands Home & Security Inc COM 34964C106 269 2,521 SH   DFND 7 2,521 0 0
Fox Factory Holding Corp COM 35138V102 306 1,800 SH   DFND 6 1,800 0 0
Fox Factory Holding Corp COM 35138V102 7,235 42,534 SH   DFND 7 42,534 0 0
Franco-Nevada Corp COM 351858105 1,991 14,400 SH   DFND 6 14,300 0 100
Franco-Nevada Corp COM 351858105 14,563 105,307 SH   DFND 7 104,927 0 380
Franklin Resources Inc COM 354613101 34,284 1,023,700 SH   DFND 6 957,500 0 66,200
Franklin Resources Inc COM 354613101 21 625 SH   DFND 7 625 0 0
Freeline Therapeutics Holdings PLC SPONSORED ADS 35655L107 562 283,820 SH   DFND 8 283,820 0 0
FTI Consulting Inc COM 302941109 4,817 31,400 SH   DFND 6 25,000 0 6,400
FuelCell Energy Inc COM 35952H601 54 10,400 SH   DFND 6 10,400 0 0
FutureFuel Corp COM 36116M106 77 10,100 SH   DFND 6 7,700 0 2,400
Gaming and Leisure Properties Inc COM 36467J108 6,227 127,970 SH   DFND 6 109,205 0 18,765
Gaming and Leisure Properties Inc COM 36467J108 67 1,368 SH   DFND 7 1,368 0 0
Garmin Ltd SHS H2906T109 35,480 260,554 SH   DFND 6 257,600 0 2,954
Garmin Ltd SHS H2906T109 286 2,098 SH   DFND 7 2,098 0 0
Gartner Inc COM 366651107 1,672 5,000 SH   DFND 6 5,000 0 0
Gartner Inc COM 366651107 404 1,207 SH   DFND 7 1,207 0 0
Generac Holdings Inc COM 368736104 3,942 11,200 SH   DFND 6 8,700 0 2,500
Generac Holdings Inc COM 368736104 162 459 SH   DFND 7 459 0 0
Generac Holdings Inc COM 368736104 8,187 23,265 SH   DFND 8 23,265 0 0
General Dynamics Corp COM 369550108 26 124 SH   DFND   124 0 0
General Dynamics Corp COM 369550108 2,126 10,200 SH   DFND 6 10,200 0 0
General Electric Co COM NEW 369604301 94 1,123 SH   DFND   1,123 0 0
General Electric Co COM NEW 369604301 6,557 78,524 SH   DFND 6 76,162 0 2,362
General Electric Co COM NEW 369604301 7,201 86,238 SH   DFND 7 12,684 0 73,554
General Mills Inc COM 370334104 39 583 SH   DFND   583 0 0
General Mills Inc COM 370334104 31,648 469,700 SH   DFND 6 459,800 0 9,900
General Mills Inc COM 370334104 319 4,733 SH   DFND 7 4,733 0 0
General Motors Co COM 37045V100 83 1,415 SH   DFND   1,415 0 0
General Motors Co COM 37045V100 84,502 1,441,277 SH   DFND 6 1,349,177 0 92,100
General Motors Co COM 37045V100 424 7,237 SH   DFND 7 7,237 0 0
Genesco Inc COM 371532102 308 4,800 SH   DFND 6 2,400 0 2,400
Genpact Ltd SHS G3922B107 3,227 60,800 SH   DFND 6 53,000 0 7,800
Gentex Corp COM 371901109 8,107 232,634 SH   DFND 8 232,634 0 0
Genuine Parts Co COM 372460105 296 2,114 SH   DFND 7 2,114 0 0
GEO Group Inc/The COM 36162J106 345 44,500 SH   DFND 6 17,700 0 26,800
G-III Apparel Group Ltd COM 36237H101 1,548 56,000 SH   DFND 6 46,800 0 9,200
Gildan Activewear Inc COM 375916103 2,047 48,300 SH   DFND 6 34,800 0 13,500
Gildan Activewear Inc COM 375916103 13 300 SH   DFND 7 300 0 0
Gilead Sciences Inc COM 375558103 88 1,216 SH   DFND   1,216 0 0
Gilead Sciences Inc COM 375558103 86,464 1,190,801 SH   DFND 6 1,122,801 0 68,000
Gilead Sciences Inc COM 375558103 4,196 57,786 SH   DFND 7 46,003 0 11,783
Gilead Sciences Inc COM 375558103 58,431 804,718 SH   DFND 8 804,718 0 0
Glacier Bancorp Inc COM 37637Q105 1,418 25,000 SH   DFND 6 21,300 0 3,700
Global Payments Inc COM 37940X102 36 267 SH   DFND   267 0 0
Global Payments Inc COM 37940X102 20,858 154,300 SH   DFND 6 149,300 0 5,000
Global Payments Inc COM 37940X102 26,384 195,176 SH   DFND 7 186,911 0 8,265
Global Payments Inc COM 37940X102 101,649 751,950 SH   DFND 8 751,950 0 0
Globant SA COM L44385109 5,591 17,800 SH   DFND 6 17,800 0 0
Globant SA COM L44385109 6,366 20,267 SH   DFND 7 13,598 0 6,669
Globant SA COM L44385109 57,438 182,872 SH   DFND 8 182,872 0 0
Globus Medical Inc CL A 379577208 6,318 87,500 SH   DFND 6 87,500 0 0
Globus Medical Inc CL A 379577208 4,158 57,585 SH   DFND 7 43,331 0 14,254
Globus Medical Inc CL A 379577208 109,783 1,520,542 SH   DFND 8 1,510,331 0 10,211
GMS Inc COM 36251C103 1,509 25,100 SH   DFND 6 25,100 0 0
Goldman Sachs Group Inc/The COM 38141G104 151 394 SH   DFND   394 0 0
Goldman Sachs Group Inc/The COM 38141G104 11,017 28,800 SH   DFND 6 25,300 0 3,500
Goldman Sachs Group Inc/The COM 38141G104 12,999 33,979 SH   DFND 7 22,522 0 11,457
GoPro Inc CL A 38268T103 1,728 167,600 SH   DFND 6 143,900 0 23,700
Grand Canyon Education Inc COM 38526M106 10,664 124,416 SH   DFND 8 124,416 0 0
Group 1 Automotive Inc COM 398905109 4,822 24,700 SH   DFND 6 20,200 0 4,500
Groupon Inc COM NEW 399473206 2,204 95,175 SH   DFND 6 90,900 0 4,275
Guardant Health Inc COM 40131M109 27,028 270,221 SH   DFND 8 270,221 0 0
Guardant Health Inc NOTE 11/1 40131MAB5 6,507 6,516,000 PRN   DFND 7 5,530,000 0 986,000
Guess Inc COM 401617105 3,209 135,500 SH   DFND 6 119,100 0 16,400
GXO Logistics Inc COMMON STOCK 36262G101 62,933 692,867 SH   DFND 8 685,995 0 6,872
Hackett Group Inc/The COM 404609109 2,425 118,100 SH   DFND 6 113,000 0 5,100
Halliburton Co COM 406216101 4,949 216,406 SH   DFND 7 211,416 0 4,990
Halozyme Therapeutics Inc COM 40637H109 3,687 91,700 SH   DFND 6 88,600 0 3,100
Hanesbrands Inc COM 410345102 11,363 679,600 SH   DFND 6 586,900 0 92,700
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 5,185 97,600 SH   DFND 6 97,600 0 0
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 6,210 116,899 SH   DFND 7 0 0 116,899
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 30,711 578,148 SH   DFND 8 578,148 0 0
Hartford Financial Services Group Inc/The COM 416515104 3,238 46,900 SH   DFND 6 45,400 0 1,500
Hartford Financial Services Group Inc/The COM 416515104 304 4,409 SH   DFND 7 4,409 0 0
Haverty Furniture Cos Inc COM 419596101 1,923 62,900 SH   DFND 6 59,800 0 3,100
Hawaiian Electric Industries Inc COM 419870100 627 15,100 SH   DFND 6 8,200 0 6,900
HCA Healthcare Inc COM 40412C101 61 238 SH   DFND   238 0 0
HCA Healthcare Inc COM 40412C101 20,785 80,900 SH   DFND 6 79,600 0 1,300
HCA Healthcare Inc COM 40412C101 92 360 SH   DFND 7 360 0 0
HCA Healthcare Inc COM 40412C101 15,273 59,447 SH   DFND 8 59,447 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 11,154 171,412 SH   DFND   171,412 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 33,261 511,160 SH   DFND 7 411,462 0 99,698
HDFC Bank Ltd SPONSORED ADS 40415F101 30,158 463,470 SH   DFND 8 463,470 0 0
Healthcare Realty Trust Inc COM 421946104 1,582 50,000 SH   DFND 10 50,000 0 0
Healthcare Realty Trust Inc COM 421946104 21 656 SH   DFND 7 656 0 0
Healthpeak Properties Inc COM 42250P103 39,554 1,095,976 SH   DFND 10 1,095,976 0 0
Healthpeak Properties Inc COM 42250P103 1,267 35,100 SH   DFND 6 35,100 0 0
Healthpeak Properties Inc COM 42250P103 432 11,982 SH   DFND 7 11,982 0 0
HEICO Corp COM 422806109 18,356 127,280 SH   DFND 8 127,280 0 0
Hello Group Inc ADS 423403104 82 9,100 SH   DFND 6 9,100 0 0
Henry Schein Inc COM 806407102 24,220 312,400 SH   DFND 6 265,700 0 46,700
Henry Schein Inc COM 806407102 259 3,335 SH   DFND 7 3,335 0 0
Hershey Co/The COM 427866108 21,741 112,376 SH   DFND 6 111,700 0 676
Hershey Co/The COM 427866108 361 1,864 SH   DFND 7 1,864 0 0
Hess Corp COM 42809H107 675 9,116 SH   DFND 7 9,116 0 0
Hess Corp COM 42809H107 6,333 85,553 SH   DFND 8 85,553 0 0
Hewlett Packard Enterprise Co COM 42824C109 61,899 3,925,100 SH   DFND 6 3,829,000 0 96,100
Hewlett Packard Enterprise Co COM 42824C109 425 26,941 SH   DFND 7 26,941 0 0
Hibbett Inc COM 428567101 403 5,600 SH   DFND 6 2,200 0 3,400
Hilltop Holdings Inc COM 432748101 5,528 157,300 SH   DFND 6 137,800 0 19,500
Hilton Worldwide Holdings Inc COM 43300A203 40 254 SH   DFND   254 0 0
Hilton Worldwide Holdings Inc COM 43300A203 796 5,100 SH   DFND 6 0 0 5,100
Hilton Worldwide Holdings Inc COM 43300A203 28 177 SH   DFND 7 177 0 0
HollyFrontier Corp COM 436106108 3,150 96,100 SH   DFND 6 45,200 0 50,900
Hologic Inc COM 436440101 28,633 374,000 SH   DFND 6 371,700 0 2,300
Hologic Inc COM 436440101 186 2,430 SH   DFND 7 2,430 0 0
Hologic Inc COM 436440101 25,514 333,254 SH   DFND 8 333,254 0 0
Home Depot Inc/The COM 437076102 454 1,094 SH   DFND   1,094 0 0
Home Depot Inc/The COM 437076102 167,490 403,580 SH   DFND 6 383,800 0 19,780
Home Depot Inc/The COM 437076102 83,943 202,267 SH   DFND 7 134,152 0 68,115
Home Depot Inc/The COM 437076102 4,669 11,250 SH   DFND 8 11,250 0 0
Honeywell International Inc COM 438516106 144 692 SH   DFND   692 0 0
Honeywell International Inc COM 438516106 40,055 192,100 SH   DFND 6 189,500 0 2,600
Honeywell International Inc COM 438516106 26,990 129,442 SH   DFND 7 67,897 0 61,545
Horizon Therapeutics Plc SHS G46188101 216 2,000 SH   DFND 7 2,000 0 0
Horizon Therapeutics Plc SHS G46188101 54,692 507,538 SH   DFND 8 507,538 0 0
Hormel Foods Corp COM 440452100 1,289 26,400 SH   DFND 6 26,400 0 0
Hormel Foods Corp COM 440452100 295 6,053 SH   DFND 7 6,053 0 0
Host Hotels & Resorts Inc COM 44107P104 19,142 1,100,725 SH   DFND 10 1,100,725 0 0
Host Hotels & Resorts Inc COM 44107P104 299 17,203 SH   DFND 7 17,203 0 0
Houlihan Lokey Inc CL A 441593100 2,184 21,100 SH   DFND 6 12,500 0 8,600
HP Inc COM 40434L105 46 1,212 SH   DFND   1,212 0 0
HP Inc COM 40434L105 60,185 1,597,700 SH   DFND 6 1,560,900 0 36,800
HP Inc COM 40434L105 1,095 29,078 SH   DFND 7 29,078 0 0
H&R Block Inc COM 093671105 3,510 149,000 SH   DFND 6 82,000 0 67,000
Hub Group Inc CL A 443320106 463 5,500 SH   DFND 6 0 0 5,500
HubSpot Inc COM 443573100 209 317 SH   DFND 7 317 0 0
HubSpot Inc COM 443573100 59,780 90,692 SH   DFND 8 89,671 0 1,021
Humana Inc COM 444859102 55 119 SH   DFND   119 0 0
Humana Inc COM 444859102 12,339 26,600 SH   DFND 6 26,300 0 300
Humana Inc COM 444859102 123 265 SH   DFND 7 265 0 0
Humana Inc COM 444859102 33,930 73,147 SH   DFND 8 73,147 0 0
Huntington Bancshares Inc/OH COM 446150104 398 25,838 SH   DFND 7 25,838 0 0
Huntington Ingalls Industries Inc COM 446413106 1,625 8,700 SH   DFND 6 8,700 0 0
Huntington Ingalls Industries Inc COM 446413106 11 59 SH   DFND 7 59 0 0
Huntsman Corp COM 447011107 19,306 553,500 SH   DFND 6 493,000 0 60,500
Huron Consulting Group Inc COM 447462102 299 6,000 SH   DFND 6 1,500 0 4,500
Hyatt Hotels Corp COM CL A 448579102 422 4,400 SH   DFND 6 0 0 4,400
IAA Inc COM 449253103 1,691 33,400 SH   DFND 6 31,600 0 1,800
ICF International Inc COM 44925C103 4,430 43,200 SH   DFND 6 38,100 0 5,100
ICON PLC SHS G4705A100 12,695 40,991 SH   DFND 7 40,991 0 0
ICON PLC SHS G4705A100 7,884 25,457 SH   DFND 8 25,457 0 0
Ideaya Biosciences Inc COM 45166A102 6,669 282,102 SH   DFND 8 282,102 0 0
IDEX Corp COM 45167R104 12,785 54,100 SH   DFND 6 53,700 0 400
IDEX Corp COM 45167R104 185 784 SH   DFND 7 784 0 0
IDEX Corp COM 45167R104 27,832 117,771 SH   DFND 8 117,771 0 0
IDEXX Laboratories Inc COM 45168D104 52 79 SH   DFND   79 0 0
IDEXX Laboratories Inc COM 45168D104 87,065 132,225 SH   DFND 6 124,879 0 7,346
IDEXX Laboratories Inc COM 45168D104 400 607 SH   DFND 7 607 0 0
IHS Markit Ltd SHS G47567105 200 1,505 SH   DFND 7 1,505 0 0
Illinois Tool Works Inc COM 452308109 77 310 SH   DFND   310 0 0
Illinois Tool Works Inc COM 452308109 93,414 378,500 SH   DFND 6 371,700 0 6,800
Illinois Tool Works Inc COM 452308109 2,693 10,913 SH   DFND 7 10,913 0 0
Illumina Inc COM 452327109 53 138 SH   DFND   138 0 0
Illumina Inc COM 452327109 2,815 7,400 SH   DFND 6 6,000 0 1,400
Illumina Inc COM 452327109 84 220 SH   DFND 7 220 0 0
Illumina Inc COM 452327109 68,073 178,931 SH   DFND 8 178,931 0 0
Illumina Inc NOTE 8/1 452327AK5 14,529 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
ImmunityBio Inc COM 45256X103 100 16,500 SH   DFND 6 0 0 16,500
Imperial Oil Ltd COM NEW 453038408 238 6,580 SH   DFND 7 6,580 0 0
Incyte Corp COM 45337C102 20,208 275,315 SH   DFND 6 252,349 0 22,966
Incyte Corp COM 45337C102 121 1,643 SH   DFND 7 1,643 0 0
Incyte Corp COM 45337C102 9,106 124,062 SH   DFND 8 124,062 0 0
Infosys Ltd SPONSORED ADR 456788108 8,127 321,100 SH   DFND   321,100 0 0
Infosys Ltd SPONSORED ADR 456788108 42,293 1,671,012 SH   DFND 7 1,381,300 0 289,712
Ingersoll Rand Inc COM 45687V106 227 3,669 SH   DFND 7 3,669 0 0
Ingersoll Rand Inc COM 45687V106 2,258 36,500 SH   DFND 8 36,500 0 0
Ingredion Inc COM 457187102 1,585 16,400 SH   DFND 6 16,400 0 0
Innospec Inc COM 45768S105 822 9,100 SH   DFND 6 9,100 0 0
Innovative Industrial Properties Inc COM 45781V101 901 3,426 SH   DFND 10 3,426 0 0
Insmed Inc COM PAR $.01 457669307 21,815 800,829 SH   DFND 8 800,829 0 0
Integer Holdings Corp COM 45826H109 4,553 53,200 SH   DFND 6 40,000 0 13,200
Intel Corp COM 458140100 204 3,952 SH   DFND   3,952 0 0
Intel Corp COM 458140100 116,358 2,259,371 SH   DFND 6 2,141,350 0 118,021
Intel Corp COM 458140100 5,049 98,030 SH   DFND 7 62,187 0 35,843
Intellia Therapeutics Inc COM 45826J105 4,595 38,864 SH   DFND 8 38,864 0 0
Intercontinental Exchange Inc COM 45866F104 75 550 SH   DFND   550 0 0
Intercontinental Exchange Inc COM 45866F104 56,226 411,100 SH   DFND 6 406,900 0 4,200
Intercontinental Exchange Inc COM 45866F104 109 794 SH   DFND 7 794 0 0
Intercontinental Exchange Inc COM 45866F104 48,886 357,435 SH   DFND 8 357,435 0 0
InterDigital Inc COM 45867G101 938 13,100 SH   DFND 6 6,000 0 7,100
International Business Machines Corp COM 459200101 108 810 SH   DFND   810 0 0
International Business Machines Corp COM 459200101 3,168 23,700 SH   DFND 6 23,700 0 0
International Business Machines Corp COM 459200101 4,382 32,787 SH   DFND 7 32,787 0 0
International Flavors & Fragrances Inc COM 459506101 1,773 11,767 SH   DFND   11,767 0 0
International Flavors & Fragrances Inc COM 459506101 11,257 74,720 SH   DFND 7 74,720 0 0
International Paper Co COM 460146103 987 21,000 SH   DFND 6 21,000 0 0
International Paper Co COM 460146103 85 1,809 SH   DFND 7 1,809 0 0
Intuit Inc COM 461202103 188 292 SH   DFND   292 0 0
Intuit Inc COM 461202103 101,188 157,314 SH   DFND 6 148,796 0 8,518
Intuit Inc COM 461202103 10,681 16,605 SH   DFND 7 16,605 0 0
Intuit Inc COM 461202103 40,693 63,265 SH   DFND 8 63,265 0 0
Intuitive Surgical Inc COM NEW 46120E602 117 325 SH   DFND   325 0 0
Intuitive Surgical Inc COM NEW 46120E602 50,410 140,300 SH   DFND 6 127,198 0 13,102
Intuitive Surgical Inc COM NEW 46120E602 56,723 157,872 SH   DFND 7 107,786 0 50,086
Intuitive Surgical Inc COM NEW 46120E602 243,104 676,604 SH   DFND 8 673,492 0 3,112
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103 1,223 11,564 SH   DFND   11,564 0 0
Invesco Ltd SHS G491BT108 12,231 531,300 SH   DFND 6 512,600 0 18,700
Invesco Ltd SHS G491BT108 16 716 SH   DFND 7 716 0 0
Invitation Homes Inc COM 46187W107 35,190 776,145 SH   DFND 10 776,145 0 0
Invitation Homes Inc COM 46187W107 213 4,700 SH   DFND 6 4,700 0 0
Invitation Homes Inc COM 46187W107 576 12,694 SH   DFND 7 12,694 0 0
Ionis Pharmaceuticals Inc COM 462222100 2,675 87,900 SH   DFND 6 68,600 0 19,300
IPG Photonics Corp COM 44980X109 79,211 460,153 SH   DFND 8 456,056 0 4,097
iQIYI Inc SPONSORED ADS 46267X108 4,596 1,007,946 SH   DFND 6 1,007,946 0 0
IQVIA Holdings Inc COM 46266C105 52 183 SH   DFND   183 0 0
IQVIA Holdings Inc COM 46266C105 30,172 106,940 SH   DFND 7 95,977 0 10,963
IQVIA Holdings Inc COM 46266C105 13,432 47,606 SH   DFND 8 47,606 0 0
iRhythm Technologies Inc COM 450056106 3,708 31,507 SH   DFND 7 31,507 0 0
Iron Mountain Inc COM 46284V101 23,407 447,300 SH   DFND 6 418,400 0 28,900
Iron Mountain Inc COM 46284V101 16 300 SH   DFND 7 300 0 0
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,361 30,045 SH   DFND   30,045 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638 2,163 36,502 SH   DFND   36,502 0 0
iShares 7-10 Year Treasury Bond ETF BARCLAYS 7 10 YR 464287440 1,080 9,394 SH   DFND   0 0 9,394
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 6,044 80,982 SH   DFND   80,982 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 13,894 232,111 SH   DFND   232,111 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 10,562 22,144 SH   DFND   22,144 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 10,376 78,301 SH   DFND   78,301 0 0
iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655 1,760 7,911 SH   DFND   7,911 0 0
iShares TIPS Bond ETF TIPS BD ETF 464287176 1,098 8,499 SH   DFND   0 0 8,499
iTeos Therapeutics Inc COM 46565G104 10,195 218,971 SH   DFND 8 218,971 0 0
Itron Inc COM 465741106 51 739 SH   DFND   739 0 0
Itron Inc COM 465741106 2,791 40,729 SH   DFND 7 40,729 0 0
Itron Inc COM 465741106 14,789 215,841 SH   DFND 8 215,841 0 0
Jack Henry & Associates Inc COM 426281101 16,532 99,000 SH   DFND 6 95,400 0 3,600
Jack Henry & Associates Inc COM 426281101 296 1,773 SH   DFND 7 1,773 0 0
Jack in the Box Inc COM 466367109 647 7,400 SH   DFND 6 2,500 0 4,900
Jackson Financial Inc COM CL A 46817M107 751 17,946 SH   DFND 7 1,341 0 16,605
Jacobs Engineering Group Inc COM 469814107 8,228 59,100 SH   DFND 6 58,600 0 500
Jacobs Engineering Group Inc COM 469814107 28 200 SH   DFND 7 200 0 0
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8 9,254 8,100,000 PRN   DFND 7 6,900,000 0 1,200,000
Jazz Pharmaceuticals PLC SHS USD G50871105 1,593 12,500 SH   DFND 6 12,500 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 9 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 19,105 149,958 SH   DFND 8 149,958 0 0
JB Hunt Transport Services Inc COM 445658107 354 1,731 SH   DFND 7 1,731 0 0
JD.com Inc SPON ADR CL A 47215P106 311 4,440 SH   DFND   4,440 0 0
JD.com Inc SPON ADR CL A 47215P106 35,829 511,337 SH   DFND 6 495,822 0 15,515
JinkoSolar Holding Co Ltd SPONSORED ADR 47759T100 46 1,000 SH   DFND 6 1,000 0 0
J M Smucker Co/The COM NEW 832696405 18,254 134,400 SH   DFND 6 120,400 0 14,000
J M Smucker Co/The COM NEW 832696405 330 2,432 SH   DFND 7 2,432 0 0
Johnson Controls International plc SHS G51502105 57 706 SH   DFND   706 0 0
Johnson Controls International plc SHS G51502105 16,571 203,800 SH   DFND 6 196,100 0 7,700
Johnson Controls International plc SHS G51502105 2,958 36,379 SH   DFND 7 4,094 0 32,285
Johnson Controls International plc SHS G51502105 8,527 104,869 SH   DFND 8 104,869 0 0
Johnson & Johnson COM 478160104 424 2,481 SH   DFND   2,481 0 0
Johnson & Johnson COM 478160104 160,806 940,000 SH   DFND 6 929,000 0 11,000
Johnson & Johnson COM 478160104 35,841 209,510 SH   DFND 7 158,267 0 51,243
Jones Lang LaSalle Inc COM 48020Q107 9,777 36,300 SH   DFND 6 30,600 0 5,700
Jounce Therapeutics Inc COM 481116101 126 15,100 SH   DFND 6 8,400 0 6,700
JOYY Inc ADS REPSTG COM A 46591M109 194 4,271 SH   DFND 6 4,271 0 0
JPMorgan Chase & Co COM 46625H100 505 3,189 SH   DFND   3,189 0 0
JPMorgan Chase & Co COM 46625H100 76,879 485,500 SH   DFND 6 456,200 0 29,300
JPMorgan Chase & Co COM 46625H100 28,218 178,203 SH   DFND 7 66,716 0 111,487
Karuna Therapeutics Inc COM 48576A100 9,756 74,471 SH   DFND 8 74,471 0 0
KB Financial Group Inc SPONSORED ADR 48241A105 671 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108 70,495 1,094,300 SH   DFND 6 1,058,700 0 35,600
Kellogg Co COM 487836108 218 3,380 SH   DFND 7 3,380 0 0
Keurig Dr Pepper Inc COM 49271V100 12,693 344,363 SH   DFND 6 341,563 0 2,800
Keurig Dr Pepper Inc COM 49271V100 127 3,441 SH   DFND 7 3,441 0 0
KeyCorp COM 493267108 25,908 1,120,100 SH   DFND 6 995,300 0 124,800
KeyCorp COM 493267108 342 14,774 SH   DFND 7 14,774 0 0
Keysight Technologies Inc COM 49338L103 38 183 SH   DFND   183 0 0
Keysight Technologies Inc COM 49338L103 30,068 145,600 SH   DFND 6 141,400 0 4,200
Keysight Technologies Inc COM 49338L103 5,684 27,523 SH   DFND 7 25,933 0 1,590
Keysight Technologies Inc COM 49338L103 2,024 9,800 SH   DFND 8 9,800 0 0
Kforce Inc COM 493732101 391 5,200 SH   DFND 6 1,500 0 3,700
Kilroy Realty Corp COM 49427F108 4,061 61,100 SH   DFND 6 54,400 0 6,700
Kilroy Realty Corp COM 49427F108 48 715 SH   DFND 7 715 0 0
Kimberly-Clark Corp COM 494368103 46 325 SH   DFND   325 0 0
Kimberly-Clark Corp COM 494368103 34,015 238,000 SH   DFND 6 235,900 0 2,100
Kimberly-Clark Corp COM 494368103 419 2,935 SH   DFND 7 2,935 0 0
Kimco Realty Corp COM 49446R109 29,486 1,196,189 SH   DFND 10 1,196,189 0 0
Kimco Realty Corp COM 49446R109 234 9,479 SH   DFND 7 9,479 0 0
Kinder Morgan Inc COM 49456B101 4,560 287,500 SH   DFND 6 97,200 0 190,300
Kinder Morgan Inc COM 49456B101 1,034 65,177 SH   DFND 7 65,177 0 0
Kingsoft Cloud Holdings Ltd ADS 49639K101 407 25,822 SH   DFND 7 0 0 25,822
Kinsale Capital Group Inc COM 49714P108 7,731 32,500 SH   DFND 6 26,000 0 6,500
KLA Corp COM NEW 482480100 63 147 SH   DFND   147 0 0
KLA Corp COM NEW 482480100 14,136 32,866 SH   DFND 6 32,266 0 600
KLA Corp COM NEW 482480100 12,304 28,607 SH   DFND 7 27,355 0 1,252
Knight-Swift Transportation Holdings Inc CL A 499049104 1,664 27,300 SH   DFND 6 6,700 0 20,600
Knowles Corp COM 49926D109 5,006 214,400 SH   DFND 6 190,600 0 23,800
Kontoor Brands Inc COM 50050N103 636 12,400 SH   DFND 6 3,000 0 9,400
Kontoor Brands Inc COM 50050N103 3 68 SH   DFND 7 68 0 0
Kornit Digital Ltd SHS M6372Q113 42 273 SH   DFND   273 0 0
Kornit Digital Ltd SHS M6372Q113 71,019 466,463 SH   DFND 8 466,463 0 0
Kraft Heinz Co/The COM 500754106 1,348 37,536 SH   DFND 6 37,536 0 0
Kraft Heinz Co/The COM 500754106 415 11,554 SH   DFND 7 11,554 0 0
Kroger Co/The COM 501044101 65,437 1,445,800 SH   DFND 6 1,358,100 0 87,700
Kroger Co/The COM 501044101 580 12,819 SH   DFND 7 12,819 0 0
Kulicke & Soffa Industries Inc COM 501242101 6,696 110,600 SH   DFND 6 95,900 0 14,700
Kura Oncology Inc COM 50127T109 4,422 315,852 SH   DFND 8 315,852 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 36,386 115,800 SH   DFND 6 112,600 0 3,200
Laboratory Corp of America Holdings COM NEW 50540R409 128 406 SH   DFND 7 406 0 0
Lamar Advertising Co CL A 512816109 2,256 18,600 SH   DFND 6 18,600 0 0
Lam Research Corp COM 512807108 98 136 SH   DFND   136 0 0
Lam Research Corp COM 512807108 19,797 27,528 SH   DFND 6 26,428 0 1,100
Lam Research Corp COM 512807108 574 798 SH   DFND 7 798 0 0
Landstar System Inc COM 515098101 4,672 26,100 SH   DFND 6 18,500 0 7,600
Laredo Petroleum Inc COM 516806205 265 4,400 SH   DFND 6 1,000 0 3,400
Las Vegas Sands Corp COM 517834107 207 5,500 SH   DFND 6 3,600 0 1,900
Las Vegas Sands Corp COM 517834107 947 25,169 SH   DFND 7 2,050 0 23,119
Las Vegas Sands Corp COM 517834107 22,920 608,929 SH   DFND 8 608,929 0 0
Lattice Semiconductor Corp COM 518415104 10,002 129,800 SH   DFND 6 108,900 0 20,900
Lattice Semiconductor Corp COM 518415104 34,677 450,000 SH   DFND 8 450,000 0 0
LAVA Therapeutics NV SHS N51517105 1,275 231,884 SH   DFND 8 231,884 0 0
LCI Industries COM 50189K103 8,935 57,322 SH   DFND 7 57,322 0 0
LCI Industries NOTE 1.125% 5/1 501812AB7 11,158 10,200,000 PRN   DFND 7 8,651,000 0 1,549,000
Lear Corp COM NEW 521865204 268 1,466 SH   DFND 7 1,466 0 0
Lemonade Inc COM 52567D107 2,828 67,167 SH   DFND 7 67,167 0 0
Lennar Corp CL A 526057104 677 5,826 SH   DFND 7 5,826 0 0
Lennox International Inc COM 526107107 9,115 28,100 SH   DFND 6 28,100 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302 296 75,200 SH   DFND 6 42,500 0 32,700
LG Display Co Ltd SPONS ADR REP 50186V102 101 10,018 SH   DFND 7 0 0 10,018
LGI Homes Inc COM 50187T106 525 3,400 SH   DFND 6 0 0 3,400
LHC Group Inc COM 50187A107 11,541 84,100 SH   DFND 8 84,100 0 0
Li Auto Inc SPONSORED ADS 50202M102 67 2,100 SH   DFND   2,100 0 0
Li Auto Inc SPONSORED ADS 50202M102 14,220 442,978 SH   DFND 6 429,778 0 13,200
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 3,249 63,900 SH   DFND 6 21,400 0 42,500
Li-Cycle Holdings Corp COMMON SHARES 50202P105 27 2,670 SH   DFND   2,670 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 7,718 774,865 SH   DFND 8 774,865 0 0
Life Storage Inc COM 53223X107 17,802 116,213 SH   DFND 10 116,213 0 0
Life Storage Inc COM 53223X107 61 396 SH   DFND 7 396 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 345 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104 3,979 265,286 SH   DFND 7 178,385 0 86,901
Lincoln National Corp COM 534187109 19,058 279,200 SH   DFND 6 254,800 0 24,400
Lincoln National Corp COM 534187109 41 603 SH   DFND 7 603 0 0
Linde PLC SHS G5494J103 173 498 SH   DFND   498 0 0
Linde PLC SHS G5494J103 13,996 40,400 SH   DFND 6 35,900 0 4,500
Linde PLC SHS G5494J103 269,988 779,345 SH   DFND 7 467,433 0 311,912
Linde PLC SHS G5494J103 14,791 42,696 SH   DFND 8 42,696 0 0
Liquidity Services Inc COM 53635B107 289 13,100 SH   DFND 6 4,900 0 8,200
LivePerson Inc COM 538146101 4,862 136,111 SH   DFND 7 136,111 0 0
LivePerson Inc NOTE 12/1 538146AD3 5,024 5,900,000 PRN   DFND 7 5,000,000 0 900,000
LKQ Corp COM 501889208 31,096 518,000 SH   DFND 6 508,500 0 9,500
LKQ Corp COM 501889208 392 6,524 SH   DFND 7 6,524 0 0
Lockheed Martin Corp COM 539830109 44 123 SH   DFND   123 0 0
Lockheed Martin Corp COM 539830109 2,452 6,900 SH   DFND 6 6,900 0 0
Loews Corp COM 540424108 10,050 174,000 SH   DFND 6 174,000 0 0
Loews Corp COM 540424108 204 3,534 SH   DFND 7 3,534 0 0
Logitech International SA SHS H50430232 41,885 507,826 SH   DFND 7 113,460 0 394,366
Louisiana-Pacific Corp COM 546347105 14,409 183,900 SH   DFND 6 149,300 0 34,600
Lowe's Cos Inc COM 548661107 181 700 SH   DFND   700 0 0
Lowe's Cos Inc COM 548661107 156,532 605,585 SH   DFND 6 576,500 0 29,085
Lowe's Cos Inc COM 548661107 5,346 20,682 SH   DFND 7 15,716 0 4,966
LSB Industries Inc COM 502160104 176 15,900 SH   DFND 6 12,100 0 3,800
Lufax Holding Ltd ADS REP SHS CL A 54975P102 7,356 1,306,503 SH   DFND 7 1,306,503 0 0
Lululemon Athletica Inc COM 550021109 54 138 SH   DFND   138 0 0
Lululemon Athletica Inc COM 550021109 1,331 3,400 SH   DFND 6 2,300 0 1,100
Lululemon Athletica Inc COM 550021109 162 415 SH   DFND 7 415 0 0
Lululemon Athletica Inc COM 550021109 26,997 68,966 SH   DFND 8 68,966 0 0
Lumen Technologies Inc COM 550241103 10,347 824,500 SH   DFND 6 794,000 0 30,500
Lumen Technologies Inc COM 550241103 16 1,271 SH   DFND 7 1,271 0 0
Lument Finance Trust Inc COM 55025L108 12,829 3,340,780 SH   DFND   3,340,780 0 0
Lumentum Holdings Inc COM 55024U109 66,025 624,231 SH   DFND 8 624,231 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1 5,953 4,767,000 PRN   DFND 7 3,789,000 0 978,000
LyondellBasell Industries NV SHS - A - N53745100 51,640 559,900 SH   DFND 6 526,700 0 33,200
LyondellBasell Industries NV SHS - A - N53745100 5,006 54,281 SH   DFND 7 433 0 53,848
MacroGenics Inc COM 556099109 244 15,200 SH   DFND 6 5,500 0 9,700
Magic Software Enterprises Ltd ORD 559166103 1,376 65,753 SH   DFND 6 61,553 0 4,200
Magna International Inc COM 559222401 9,323 115,188 SH   DFND 7 39,326 0 75,862
Malibu Boats Inc COM CL A 56117J100 440 6,400 SH   DFND 6 2,900 0 3,500
Manhattan Associates Inc COM 562750109 1,586 10,200 SH   DFND 6 9,800 0 400
ManpowerGroup Inc COM 56418H100 6,745 69,300 SH   DFND 6 53,800 0 15,500
Manulife Financial Corp COM 56501R106 37 1,932 SH   DFND   1,932 0 0
Manulife Financial Corp COM 56501R106 23,659 1,240,623 SH   DFND 6 1,048,223 0 192,400
Manulife Financial Corp COM 56501R106 232 12,165 SH   DFND 7 12,165 0 0
Marathon Oil Corp COM 565849106 2,995 182,400 SH   DFND 6 91,300 0 91,100
Marathon Petroleum Corp COM 56585A102 41 647 SH   DFND   647 0 0
Marathon Petroleum Corp COM 56585A102 2,048 32,000 SH   DFND 6 32,000 0 0
Marathon Petroleum Corp COM 56585A102 1,962 30,667 SH   DFND 7 30,667 0 0
Marcus Corp/The COM 566330106 1,791 100,300 SH   DFND 6 95,100 0 5,200
Markel Corp COM 570535104 2,628 2,130 SH   DFND 6 2,130 0 0
Markel Corp COM 570535104 95 77 SH   DFND 7 77 0 0
MarketAxess Holdings Inc COM 57060D108 17,972 43,700 SH   DFND 6 38,600 0 5,100
MarketAxess Holdings Inc COM 57060D108 139 338 SH   DFND 7 338 0 0
Marriott International Inc/MD CL A 571903202 42 255 SH   DFND   255 0 0
Marriott International Inc/MD CL A 571903202 330 2,000 SH   DFND 6 0 0 2,000
Marriott International Inc/MD CL A 571903202 63 379 SH   DFND 7 379 0 0
Marriott Vacations Worldwide Corp COM 57164Y107 10,967 64,900 SH   DFND 6 56,500 0 8,400
Marsh & McLennan Cos Inc COM 571748102 88 505 SH   DFND   505 0 0
Marsh & McLennan Cos Inc COM 571748102 30,662 176,400 SH   DFND 6 167,900 0 8,500
Marsh & McLennan Cos Inc COM 571748102 178 1,024 SH   DFND 7 1,024 0 0
Martin Marietta Materials Inc COM 573284106 2,863 6,500 SH   DFND 6 6,200 0 300
Martin Marietta Materials Inc COM 573284106 43 97 SH   DFND 7 97 0 0
Martin Marietta Materials Inc COM 573284106 2,870 6,514 SH   DFND 8 6,514 0 0
Marvell Technology Inc COM 573874104 59 673 SH   DFND   673 0 0
Marvell Technology Inc COM 573874104 153 1,750 SH   DFND 6 0 0 1,750
Marvell Technology Inc COM 573874104 4 42 SH   DFND 7 42 0 0
Marvell Technology Inc COM 573874104 70,893 810,300 SH   DFND 8 810,300 0 0
Masco Corp COM 574599106 35,482 505,300 SH   DFND 6 490,600 0 14,700
Masco Corp COM 574599106 198 2,816 SH   DFND 7 2,816 0 0
Masimo Corp COM 574795100 285 972 SH   DFND 7 972 0 0
Masimo Corp COM 574795100 18,243 62,308 SH   DFND 8 62,308 0 0
MasTec Inc COM 576323109 1,384 15,000 SH   DFND 10 15,000 0 0
MasTec Inc COM 576323109 2,104 22,800 SH   DFND 6 21,600 0 1,200
Mastercard Inc CL A 57636Q104 4,462 12,419 SH   DFND   12,419 0 0
Mastercard Inc CL A 57636Q104 113,791 316,683 SH   DFND 6 304,183 0 12,500
Mastercard Inc CL A 57636Q104 93,109 259,125 SH   DFND 7 236,229 0 22,896
Match Group Inc COM 57667L107 34 256 SH   DFND   256 0 0
Match Group Inc COM 57667L107 202 1,524 SH   DFND 7 1,524 0 0
Match Group Inc COM 57667L107 22,411 169,459 SH   DFND 8 169,459 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 14,607 151,200 SH   DFND 6 149,800 0 1,400
McCormick & Co Inc/MD COM NON VTG 579780206 115 1,193 SH   DFND 7 1,193 0 0
McDonald's Corp COM 580135101 189 706 SH   DFND   706 0 0
McDonald's Corp COM 580135101 16,701 62,300 SH   DFND 6 55,100 0 7,200
McDonald's Corp COM 580135101 2,824 10,534 SH   DFND 7 1,187 0 9,347
McKesson Corp COM 58155Q103 36 143 SH   DFND   143 0 0
McKesson Corp COM 58155Q103 12,975 52,200 SH   DFND 6 51,500 0 700
McKesson Corp COM 58155Q103 52 210 SH   DFND 7 210 0 0
McKesson Corp COM 58155Q103 34,286 137,932 SH   DFND 8 137,932 0 0
MDU Resources Group Inc COM 552690109 1,764 57,200 SH   DFND 6 27,300 0 29,900
Medical Properties Trust Inc COM 58463J304 2,469 104,500 SH   DFND 6 78,400 0 26,100
Medical Properties Trust Inc COM 58463J304 43 1,821 SH   DFND 7 1,821 0 0
Medifast Inc COM 58470H101 2,408 11,500 SH   DFND 6 7,200 0 4,300
Medpace Holdings Inc COM 58506Q109 13,102 60,200 SH   DFND 6 49,000 0 11,200
Medtronic PLC SHS G5960L103 147 1,417 SH   DFND   1,417 0 0
Medtronic PLC SHS G5960L103 69,839 675,100 SH   DFND 6 658,600 0 16,500
Medtronic PLC SHS G5960L103 15,876 153,467 SH   DFND 7 111,948 0 41,519
Medtronic PLC SHS G5960L103 19,212 185,709 SH   DFND 8 185,709 0 0
MercadoLibre Inc COM 58733R102 54 40 SH   DFND   40 0 0
MercadoLibre Inc COM 58733R102 1,753 1,300 SH   DFND 6 900 0 400
MercadoLibre Inc COM 58733R102 26,423 19,596 SH   DFND 7 19,596 0 0
Merck & Co Inc COM 58933Y105 170 2,494 SH   DFND   2,494 0 0
Merck & Co Inc COM 58933Y105 117,837 1,727,817 SH   DFND 6 1,707,017 0 20,800
Merck & Co Inc COM 58933Y105 3,726 54,636 SH   DFND 7 39,089 0 15,547
Merck & Co Inc COM 58933Y105 44,980 659,535 SH   DFND 8 659,535 0 0
Meritage Homes Corp COM 59001A102 5,834 47,800 SH   DFND 6 39,900 0 7,900
Meritor Inc COM 59001K100 243 9,800 SH   DFND 6 7,400 0 2,400
Mersana Therapeutics Inc COM 59045L106 921 148,000 SH   DFND 6 148,000 0 0
Merus NV COM N5749R100 8,817 277,271 SH   DFND 8 277,271 0 0
Meta Platforms Inc CL A 30303M102 2,948 8,764 SH   DFND   8,764 0 0
Meta Platforms Inc CL A 30303M102 197,619 587,540 SH   DFND 6 580,099 0 7,441
Meta Platforms Inc CL A 30303M102 87,456 260,016 SH   DFND 7 171,223 0 88,793
Meta Platforms Inc CL A 30303M102 171,197 508,984 SH   DFND 8 508,984 0 0
MetLife Inc COM 59156R108 44 706 SH   DFND   706 0 0
MetLife Inc COM 59156R108 1,437 23,000 SH   DFND 6 16,200 0 6,800
MetLife Inc COM 59156R108 208 3,321 SH   DFND 7 2,073 0 1,248
Mettler-Toledo International Inc COM 592688105 39 23 SH   DFND   23 0 0
Mettler-Toledo International Inc COM 592688105 65,672 38,694 SH   DFND 6 38,300 0 394
Mettler-Toledo International Inc COM 592688105 12,755 7,515 SH   DFND 7 7,466 0 49
MGM Resorts International COM 552953101 301 6,700 SH   DFND 6 0 0 6,700
MGM Resorts International COM 552953101 85 1,891 SH   DFND 7 1,891 0 0
MGP Ingredients Inc COM 55303J106 9,051 106,497 SH   DFND 7 106,497 0 0
Microchip Technology Inc COM 595017104 47 536 SH   DFND   536 0 0
Microchip Technology Inc COM 595017104 32 372 SH   DFND 7 372 0 0
Microchip Technology Inc COM 595017104 124,391 1,428,792 SH   DFND 8 1,419,104 0 9,688
Microchip Technology Inc NOTE 0.125%11/1 595017AU8 4,378 3,500,000 PRN   DFND 7 3,000,000 0 500,000
Micro Focus International PLC SPON ADR NEW 594837403 1 250 SH   DFND 7 250 0 0
Micron Technology Inc COM 595112103 93 998 SH   DFND   998 0 0
Micron Technology Inc COM 595112103 13,530 145,254 SH   DFND 6 110,715 0 34,539
Micron Technology Inc COM 595112103 95 1,019 SH   DFND 7 1,019 0 0
Micron Technology Inc COM 595112103 43,119 462,900 SH   DFND 8 462,900 0 0
Microsoft Corp COM 594918104 7,862 23,378 SH   DFND   23,378 0 0
Microsoft Corp COM 594918104 875,867 2,604,268 SH   DFND 6 2,571,068 0 33,200
Microsoft Corp COM 594918104 305,451 908,214 SH   DFND 7 558,127 0 350,087
Microsoft Corp COM 594918104 291,377 866,368 SH   DFND 8 866,368 0 0
Mid-America Apartment Communities Inc COM 59522J103 7,859 34,252 SH   DFND 10 34,252 0 0
Mid-America Apartment Communities Inc COM 59522J103 10,508 45,800 SH   DFND 6 45,800 0 0
Mid-America Apartment Communities Inc COM 59522J103 580 2,530 SH   DFND 7 2,530 0 0
M/I Homes Inc COM 55305B101 1,430 23,000 SH   DFND 6 23,000 0 0
Mimecast Ltd ORD SHS G14838109 5,085 63,900 SH   DFND 6 40,100 0 23,800
Minerals Technologies Inc COM 603158106 5,706 78,000 SH   DFND 6 68,300 0 9,700
Mirati Therapeutics Inc COM 60468T105 4,289 29,241 SH   DFND 8 29,241 0 0
Mirum Pharmaceuticals Inc COM 604749101 15,831 992,555 SH   DFND 8 992,555 0 0
Mobile TeleSystems PJSC SPONSORED ADR 607409109 27 3,437 SH   DFND   3,437 0 0
Mobile TeleSystems PJSC SPONSORED ADR 607409109 85 10,680 SH   DFND 7 0 0 10,680
Moderna Inc COM 60770K107 106 418 SH   DFND   418 0 0
Moderna Inc COM 60770K107 6,612 26,035 SH   DFND 6 23,335 0 2,700
Moderna Inc COM 60770K107 16,934 66,674 SH   DFND 8 66,674 0 0
Modine Manufacturing Co COM 607828100 112 11,100 SH   DFND 6 8,400 0 2,700
Molina Healthcare Inc COM 60855R100 254 800 SH   DFND 6 800 0 0
Molina Healthcare Inc COM 60855R100 422 1,326 SH   DFND 7 1,326 0 0
Mondelez International Inc CL A 609207105 86 1,292 SH   DFND   1,292 0 0
Mondelez International Inc CL A 609207105 68,291 1,029,868 SH   DFND 6 1,009,571 0 20,297
Mondelez International Inc CL A 609207105 138 2,081 SH   DFND 7 2,081 0 0
Mondelez International Inc CL A 609207105 3,461 52,200 SH   DFND 8 52,200 0 0
Monolithic Power Systems Inc COM 609839105 55,253 112,000 SH   DFND 6 101,900 0 10,100
Monolithic Power Systems Inc COM 609839105 6,659 13,498 SH   DFND 7 12,693 0 805
Monster Beverage Corp COM 61174X109 34 354 SH   DFND   354 0 0
Monster Beverage Corp COM 61174X109 1,851 19,277 SH   DFND 6 19,277 0 0
Monster Beverage Corp COM 61174X109 35 360 SH   DFND 7 360 0 0
Monster Beverage Corp COM 61174X109 43,127 449,050 SH   DFND 8 449,050 0 0
Moody's Corp COM 615369105 64 165 SH   DFND   165 0 0
Moody's Corp COM 615369105 47,573 121,800 SH   DFND 6 119,500 0 2,300
Moody's Corp COM 615369105 80,446 205,966 SH   DFND 7 152,146 0 53,820
Moog Inc CL A 615394202 1,530 18,900 SH   DFND 6 10,400 0 8,500
Morgan Stanley COM NEW 617446448 160 1,627 SH   DFND   1,627 0 0
Morgan Stanley COM NEW 617446448 12,633 128,700 SH   DFND 6 125,500 0 3,200
Morgan Stanley COM NEW 617446448 16,569 168,791 SH   DFND 7 131,791 0 37,000
Mosaic Co/The COM 61945C103 26,576 676,400 SH   DFND 6 577,800 0 98,600
Mosaic Co/The COM 61945C103 16 400 SH   DFND 7 400 0 0
Motorola Solutions Inc COM NEW 620076307 45 164 SH   DFND   164 0 0
Motorola Solutions Inc COM NEW 620076307 23,363 85,987 SH   DFND 6 85,187 0 800
Motorola Solutions Inc COM NEW 620076307 439 1,617 SH   DFND 7 1,617 0 0
MSA Safety Inc COM 553498106 6,713 44,468 SH   DFND 8 44,468 0 0
MSCI Inc COM 55354G100 52 85 SH   DFND   85 0 0
MSCI Inc COM 55354G100 33,325 54,392 SH   DFND 6 53,700 0 692
MSCI Inc COM 55354G100 117,821 192,301 SH   DFND 7 172,194 0 20,107
MSC Industrial Direct Co Inc CL A 553530106 446 5,300 SH   DFND 6 0 0 5,300
M&T Bank Corp COM 55261F104 399 2,599 SH   DFND 7 2,599 0 0
MYR Group Inc COM 55405W104 4,201 38,000 SH   DFND 6 33,300 0 4,700
Nasdaq Inc COM 631103108 21,967 104,600 SH   DFND 6 104,100 0 500
Nasdaq Inc COM 631103108 137 650 SH   DFND 7 650 0 0
National HealthCare Corp COM 635906100 1,046 15,400 SH   DFND 6 11,700 0 3,700
National Storage Affiliates Trust COM SHS BEN IN 637870106 4,678 67,600 SH   DFND 6 58,100 0 9,500
National Vision Holdings Inc COM 63845R107 5,297 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107 7,797 162,464 SH   DFND 8 162,464 0 0
Natus Medical Inc COM 639050103 1,989 83,821 SH   DFND 6 71,721 0 12,100
NCR Corp COM 62886E108 101 2,500 SH   DFND   2,500 0 0
NCR Corp COM 62886E108 3,445 85,700 SH   DFND 6 63,800 0 21,900
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6 4,185 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104 10,947 119,000 SH   DFND 6 105,600 0 13,400
NetApp Inc COM 64110D104 506 5,499 SH   DFND 7 5,499 0 0
NetEase Inc SPONSORED ADS 64110W102 200 1,962 SH   DFND   1,962 0 0
NetEase Inc SPONSORED ADS 64110W102 23,133 227,284 SH   DFND 6 222,420 0 4,864
Netflix Inc COM 64110L106 243 403 SH   DFND   403 0 0
Netflix Inc COM 64110L106 55,159 91,560 SH   DFND 6 81,951 0 9,609
Netflix Inc COM 64110L106 815 1,353 SH   DFND 7 0 0 1,353
Netflix Inc COM 64110L106 53,180 88,274 SH   DFND 8 86,711 0 1,563
NetScout Systems Inc COM 64115T104 5,782 174,800 SH   DFND 6 154,900 0 19,900
Newell Brands Inc COM 651229106 961 44,000 SH   DFND 6 32,900 0 11,100
Newell Brands Inc COM 651229106 1,540 70,497 SH   DFND 7 680 0 69,817
NewMarket Corp COM 651587107 891 2,600 SH   DFND 6 1,300 0 1,300
Newmont Corp COM 651639106 45 722 SH   DFND   722 0 0
Newmont Corp COM 651639106 1,185 19,100 SH   DFND 6 19,100 0 0
Newmont Corp COM 651639106 27,458 442,729 SH   DFND 7 442,729 0 0
New Relic Inc COM 64829B100 58,265 529,871 SH   DFND 8 521,420 0 8,451
Newtek Business Services Corp COM NEW 652526203 901 32,600 SH   DFND 6 30,400 0 2,200
New York Community Bancorp Inc COM 649445103 212 17,400 SH   DFND 6 17,400 0 0
NexPoint Residential Trust Inc COM 65341D102 1,660 19,800 SH   DFND 6 14,900 0 4,900
NextEra Energy Inc COM 65339F101 319 3,412 SH   DFND   3,412 0 0
NextEra Energy Inc COM 65339F101 7,301 78,200 SH   DFND 10 78,200 0 0
NextEra Energy Inc COM 65339F101 32,853 351,900 SH   DFND 6 347,100 0 4,800
NextEra Energy Inc COM 65339F101 40,240 431,019 SH   DFND 7 167,393 0 263,626
NextEra Energy Inc COM 65339F101 80,055 857,492 SH   DFND 8 857,492 0 0
NextGen Healthcare Inc COM 65343C102 3,314 186,300 SH   DFND 6 164,800 0 21,500
NGM Biopharmaceuticals Inc COM 62921N105 7,266 410,264 SH   DFND 8 410,264 0 0
Nice Ltd NOTE 9/1 653656AB4 12,294 10,050,000 PRN   DFND 7 8,200,000 0 1,850,000
Nielsen Holdings PLC SHS EUR G6518L108 20,422 995,700 SH   DFND 6 892,300 0 103,400
NIKE Inc CL B 654106103 3,064 18,384 SH   DFND   18,384 0 0
NIKE Inc CL B 654106103 58,001 348,000 SH   DFND 6 335,800 0 12,200
NIKE Inc CL B 654106103 53,848 323,082 SH   DFND 7 260,066 0 63,016
NIKE Inc CL B 654106103 42,555 255,322 SH   DFND 8 255,322 0 0
NIO Inc SPON ADS 62914V106 220 6,931 SH   DFND   6,931 0 0
NIO Inc SPON ADS 62914V106 28,469 898,630 SH   DFND 6 875,597 0 23,033
Niu Technologies ADS 65481N100 2,048 127,146 SH   DFND 7 127,146 0 0
Norfolk Southern Corp COM 655844108 72 241 SH   DFND   241 0 0
Norfolk Southern Corp COM 655844108 31,021 104,200 SH   DFND 6 100,900 0 3,300
Norfolk Southern Corp COM 655844108 5,391 18,109 SH   DFND 7 13,333 0 4,776
Northern Trust Corp COM 665859104 13,731 114,800 SH   DFND 6 113,900 0 900
Northern Trust Corp COM 665859104 296 2,476 SH   DFND 7 2,476 0 0
Northrop Grumman Corp COM 666807102 34 88 SH   DFND   88 0 0
Northrop Grumman Corp COM 666807102 1,161 3,000 SH   DFND 6 3,000 0 0
NortonLifeLock Inc COM 668771108 49,027 1,887,100 SH   DFND 6 1,736,200 0 150,900
NortonLifeLock Inc COM 668771108 20,836 802,002 SH   DFND 7 771,913 0 30,089
Novanta Inc COM 67000B104 14,369 81,487 SH   DFND 7 81,487 0 0
Novanta Inc COM 67000B104 86,554 490,862 SH   DFND 8 490,862 0 0
Novavax Inc COM NEW 670002401 3,465 24,220 SH   DFND 8 24,220 0 0
Nucor Corp COM 670346105 628 5,500 SH   DFND 6 5,500 0 0
Nucor Corp COM 670346105 47 408 SH   DFND 7 408 0 0
Nu Skin Enterprises Inc CL A 67018T105 5,770 113,700 SH   DFND 6 101,000 0 12,700
Nutrien Ltd COM 67077M108 39 520 SH   DFND   520 0 0
Nutrien Ltd COM 67077M108 10,363 137,800 SH   DFND 6 135,000 0 2,800
Nutrien Ltd COM 67077M108 7,647 101,694 SH   DFND 7 11,829 0 89,865
NuVasive Inc COM 670704105 918 17,500 SH   DFND 6 6,300 0 11,200
NuVasive Inc COM 670704105 2,460 46,869 SH   DFND 7 26,429 0 20,440
NuVasive Inc COM 670704105 15,532 295,952 SH   DFND 8 295,952 0 0
NVIDIA Corp COM 67066G104 1,071 3,643 SH   DFND   3,643 0 0
NVIDIA Corp COM 67066G104 150,890 513,040 SH   DFND 6 473,742 0 39,298
NVIDIA Corp COM 67066G104 44,372 150,868 SH   DFND 7 132,595 0 18,273
NVIDIA Corp COM 67066G104 166,950 567,645 SH   DFND 8 564,455 0 3,190
NVR Inc COM 62944T105 5,377 910 SH   DFND 6 910 0 0
NVR Inc COM 62944T105 461 78 SH   DFND 7 78 0 0
NXP Semiconductors NV COM N6596X109 60 262 SH   DFND   262 0 0
NXP Semiconductors NV COM N6596X109 137 600 SH   DFND 6 0 0 600
NXP Semiconductors NV COM N6596X109 3,882 17,041 SH   DFND 7 17,041 0 0
NXP Semiconductors NV COM N6596X109 126,595 555,779 SH   DFND 8 555,779 0 0
Nyxoah SA SHS B6S7WD106 4,163 181,000 SH   DFND 7 181,000 0 0
Occidental Petroleum Corp COM 674599105 831 28,675 SH   DFND 7 28,675 0 0
Oceaneering International Inc COM 675232102 2,889 255,400 SH   DFND 6 226,200 0 29,200
Okta Inc CL A 679295105 37,472 167,160 SH   DFND 8 164,272 0 2,888
Okta Inc NOTE 0.375% 6/1 679295AF2 12,182 10,136,000 PRN   DFND 7 8,714,000 0 1,422,000
Old Dominion Freight Line Inc COM 679580100 36 101 SH   DFND   101 0 0
Old Dominion Freight Line Inc COM 679580100 50,469 140,826 SH   DFND 6 139,526 0 1,300
Old Dominion Freight Line Inc COM 679580100 377 1,051 SH   DFND 7 1,051 0 0
Olin Corp COM PAR $1 680665205 8,076 140,400 SH   DFND 6 109,400 0 31,000
Omnicom Group Inc COM 681919106 25,864 353,000 SH   DFND 6 347,400 0 5,600
Omnicom Group Inc COM 681919106 166 2,272 SH   DFND 7 2,272 0 0
OneMain Holdings Inc COM 68268W103 1,511 30,200 SH   DFND 6 20,900 0 9,300
ONEOK Inc COM 682680103 2,162 36,800 SH   DFND 6 6,300 0 30,500
ONEOK Inc COM 682680103 875 14,895 SH   DFND 7 14,895 0 0
OneSpaWorld Holdings Ltd COM P73684113 9,560 954,129 SH   DFND 8 954,129 0 0
ON Semiconductor Corp COM 682189105 167,204 2,461,781 SH   DFND 8 2,446,498 0 15,283
Open Text Corp COM 683715106 1,182 24,900 SH   DFND 6 24,900 0 0
Open Text Corp COM 683715106 17 361 SH   DFND 7 361 0 0
OPKO Health Inc COM 68375N103 139 29,000 SH   DFND 6 20,200 0 8,800
Option Care Health Inc COM NEW 68404L201 4,090 143,800 SH   DFND 6 131,400 0 12,400
Oracle Corp COM 68389X105 173,783 1,992,697 SH   DFND 6 1,918,051 0 74,646
Oracle Corp COM 68389X105 22,384 256,673 SH   DFND 7 174,174 0 82,499
OraSure Technologies Inc COM 68554V108 2,066 237,700 SH   DFND 6 226,100 0 11,600
O'Reilly Automotive Inc COM 67103H107 48 68 SH   DFND   68 0 0
O'Reilly Automotive Inc COM 67103H107 17,808 25,216 SH   DFND 6 24,330 0 886
O'Reilly Automotive Inc COM 67103H107 285 404 SH   DFND 7 404 0 0
O'Reilly Automotive Inc COM 67103H107 19,104 27,050 SH   DFND 8 27,050 0 0
Orion Office REIT Inc COM 68629Y103 730 39,078 SH   DFND 10 39,078 0 0
Orion Office REIT Inc COM 68629Y103 4 218 SH   DFND 7 218 0 0
Orthofix Medical Inc COM 68752M108 330 10,600 SH   DFND 6 5,900 0 4,700
Oshkosh Corp COM 688239201 789 7,000 SH   DFND 6 7,000 0 0
OSI Systems Inc COM 671044105 4,539 48,700 SH   DFND 6 43,800 0 4,900
Otis Worldwide Corp COM 68902V107 353 4,050 SH   DFND 6 4,050 0 0
Otis Worldwide Corp COM 68902V107 16,161 185,605 SH   DFND 7 169,260 0 16,345
Outfront Media Inc COM 69007J106 7,815 291,400 SH   DFND 6 261,100 0 30,300
Ovintiv Inc COM 69047Q102 2,100 62,300 SH   DFND 6 59,100 0 3,200
Ovintiv Inc COM 69047Q102 14 420 SH   DFND 7 420 0 0
Owens Corning COM 690742101 26,743 295,500 SH   DFND 6 279,900 0 15,600
Owens & Minor Inc COM 690732102 6,869 157,900 SH   DFND 6 138,700 0 19,200
Oxford Industries Inc COM 691497309 1,005 9,900 SH   DFND 6 8,700 0 1,200
PACCAR Inc COM 693718108 39,831 451,291 SH   DFND 6 428,338 0 22,953
PACCAR Inc COM 693718108 208 2,361 SH   DFND 7 2,361 0 0
Packaging Corp of America COM 695156109 311 2,283 SH   DFND 7 2,283 0 0
Pagseguro Digital Ltd COM CL A G68707101 24,128 920,211 SH   DFND 7 869,705 0 50,506
Pagseguro Digital Ltd COM CL A G68707101 5,448 207,791 SH   DFND 8 207,791 0 0
Palo Alto Networks Inc COM 697435105 52 94 SH   DFND   94 0 0
Palo Alto Networks Inc COM 697435105 61,179 109,884 SH   DFND 7 87,088 0 22,796
Palo Alto Networks Inc COM 697435105 62,777 112,755 SH   DFND 8 111,036 0 1,719
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 7,468 3,516,000 PRN   DFND 7 2,978,000 0 538,000
Palomar Holdings Inc COM 69753M105 13,777 212,700 SH   DFND 8 212,700 0 0
Parker-Hannifin Corp COM 701094104 40 127 SH   DFND   127 0 0
Parker-Hannifin Corp COM 701094104 3,945 12,400 SH   DFND 6 12,400 0 0
Parker-Hannifin Corp COM 701094104 45 142 SH   DFND 7 142 0 0
Parker-Hannifin Corp COM 701094104 16,969 53,343 SH   DFND 8 53,343 0 0
Park Hotels & Resorts Inc COM 700517105 6,424 340,266 SH   DFND 10 340,266 0 0
Park Hotels & Resorts Inc COM 700517105 21 1,100 SH   DFND 6 1,100 0 0
Patterson Cos Inc COM 703395103 6,865 233,900 SH   DFND 6 210,100 0 23,800
Paychex Inc COM 704326107 40 294 SH   DFND   294 0 0
Paychex Inc COM 704326107 55,107 403,711 SH   DFND 6 394,132 0 9,579
Paychex Inc COM 704326107 385 2,822 SH   DFND 7 2,822 0 0
Paycom Software Inc COM 70432V102 248 597 SH   DFND 7 597 0 0
Paylocity Holding Corp COM 70438V106 12,564 53,200 SH   DFND 6 44,900 0 8,300
Paylocity Holding Corp COM 70438V106 32,559 137,869 SH   DFND 8 135,318 0 2,551
PayPal Holdings Inc COM 70450Y103 207 1,099 SH   DFND   1,099 0 0
PayPal Holdings Inc COM 70450Y103 50,744 269,087 SH   DFND 6 258,728 0 10,359
PayPal Holdings Inc COM 70450Y103 31,151 165,188 SH   DFND 7 117,793 0 47,395
PayPal Holdings Inc COM 70450Y103 102,204 541,965 SH   DFND 8 538,114 0 3,851
PC Connection Inc COM 69318J100 2,532 58,700 SH   DFND 6 50,600 0 8,100
Pebblebrook Hotel Trust COM 70509V100 248 11,100 SH   DFND 6 9,300 0 1,800
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8 4,721 4,300,000 PRN   DFND 7 3,650,000 0 650,000
Pembina Pipeline Corp COM 706327103 315 10,400 SH   DFND 6 5,500 0 4,900
Pembina Pipeline Corp COM 706327103 994 32,765 SH   DFND 7 17,371 0 15,394
Penske Automotive Group Inc COM 70959W103 2,648 24,700 SH   DFND 6 24,700 0 0
Pentair PLC SHS G7S00T104 45,145 618,164 SH   DFND 6 599,464 0 18,700
Pentair PLC SHS G7S00T104 18 244 SH   DFND 7 244 0 0
Penumbra Inc COM 70975L107 19,265 67,050 SH   DFND 8 67,050 0 0
PepsiCo Inc COM 713448108 229 1,321 SH   DFND   1,321 0 0
PepsiCo Inc COM 713448108 117,964 679,083 SH   DFND 6 662,451 0 16,632
PepsiCo Inc COM 713448108 13,833 79,634 SH   DFND 7 17,027 0 62,607
Perficient Inc COM 71375U101 8,430 65,200 SH   DFND 6 51,400 0 13,800
PerkinElmer Inc COM 714046109 3,579 17,800 SH   DFND 6 17,800 0 0
PerkinElmer Inc COM 714046109 265 1,320 SH   DFND 7 1,320 0 0
Perrigo Co PLC SHS G97822103 5,637 144,900 SH   DFND 6 139,000 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408 824 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103 302 5,114 SH   DFND   5,114 0 0
Pfizer Inc COM 717081103 54,054 915,400 SH   DFND 6 900,800 0 14,600
Pfizer Inc COM 717081103 6,662 112,820 SH   DFND 7 45,058 0 67,762
Philip Morris International Inc COM 718172109 141 1,487 SH   DFND   1,487 0 0
Philip Morris International Inc COM 718172109 4,232 44,548 SH   DFND 7 0 0 44,548
Phillips 66 COM 718546104 210 2,900 SH   DFND 6 0 0 2,900
Phillips 66 COM 718546104 1,521 20,993 SH   DFND 7 20,993 0 0
Phreesia Inc COM 71944F106 11,533 276,844 SH   DFND 8 276,844 0 0
Physicians Realty Trust COM 71943U104 19,619 1,041,893 SH   DFND 10 1,041,893 0 0
Physicians Realty Trust COM 71943U104 165 8,784 SH   DFND 7 8,784 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206 4,735 257,600 SH   DFND 6 225,200 0 32,400
Piedmont Office Realty Trust Inc COM CL A 720190206 16 844 SH   DFND 7 844 0 0
Pinduoduo Inc SPONSORED ADS 722304102 101 1,733 SH   DFND   1,733 0 0
Pinduoduo Inc SPONSORED ADS 722304102 14,457 247,976 SH   DFND 6 243,276 0 4,700
Pinduoduo Inc SPONSORED ADS 722304102 11,265 193,222 SH   DFND 7 181,758 0 11,464
Pinnacle Financial Partners Inc COM 72346Q104 2,875 30,100 SH   DFND 6 18,200 0 11,900
Pinnacle West Capital Corp COM 723484101 4,299 60,900 SH   DFND 6 60,900 0 0
Pioneer Natural Resources Co COM 723787107 42 230 SH   DFND   230 0 0
Pioneer Natural Resources Co COM 723787107 5,388 29,625 SH   DFND 7 7,165 0 22,460
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2 14,865 8,328,000 PRN   DFND 7 5,897,000 0 2,431,000
Planet Fitness Inc CL A 72703H101 11,881 131,168 SH   DFND 7 126,906 0 4,262
Planet Fitness Inc CL A 72703H101 48,110 531,129 SH   DFND 8 531,129 0 0
Playa Hotels & Resorts NV SHS N70544106 175 21,900 SH   DFND 6 0 0 21,900
PNC Financial Services Group Inc/The COM 693475105 88 438 SH   DFND   438 0 0
PNC Financial Services Group Inc/The COM 693475105 17,987 89,700 SH   DFND 6 85,000 0 4,700
PNC Financial Services Group Inc/The COM 693475105 1,055 5,262 SH   DFND 7 4,073 0 1,189
Pool Corp COM 73278L105 68,429 120,900 SH   DFND 6 110,600 0 10,300
Pool Corp COM 73278L105 20,349 35,953 SH   DFND 7 35,953 0 0
Popular Inc COM NEW 733174700 6,506 79,300 SH   DFND 6 47,700 0 31,600
Portland General Electric Co COM NEW 736508847 1,011 19,100 SH   DFND 6 9,000 0 10,100
Portland General Electric Co COM NEW 736508847 0 1 SH   DFND 7 1 0 0
PotlatchDeltic Corp COM 737630103 3,631 60,300 SH   DFND 6 48,600 0 11,700
Power Integrations Inc COM 739276103 11,035 118,800 SH   DFND 6 96,600 0 22,200
PPG Industries Inc COM 693506107 39 228 SH   DFND   228 0 0
PPG Industries Inc COM 693506107 6,104 35,400 SH   DFND 6 35,400 0 0
PPG Industries Inc COM 693506107 445 2,583 SH   DFND 7 1,595 0 988
Precigen Inc COM 74017N105 232 62,600 SH   DFND 6 20,400 0 42,200
Premier Inc CL A 74051N102 9,572 232,500 SH   DFND 6 190,600 0 41,900
Primerica Inc COM 74164M108 8,461 55,200 SH   DFND 6 53,400 0 1,800
Principal Financial Group Inc COM 74251V102 51,529 712,415 SH   DFND 6 666,015 0 46,400
Principal Financial Group Inc COM 74251V102 462 6,391 SH   DFND 7 6,391 0 0
Procter & Gamble Co/The COM 742718109 369 2,255 SH   DFND   2,255 0 0
Procter & Gamble Co/The COM 742718109 152,283 930,942 SH   DFND 6 885,303 0 45,639
Procter & Gamble Co/The COM 742718109 9,794 59,874 SH   DFND 7 12,761 0 47,113
Progressive Corp/The COM 743315103 58 561 SH   DFND   561 0 0
Progressive Corp/The COM 743315103 191 1,857 SH   DFND 7 1,857 0 0
Progressive Corp/The COM 743315103 13,791 134,348 SH   DFND 8 134,348 0 0
Progress Software Corp COM 743312100 5,310 110,000 SH   DFND 6 90,500 0 19,500
Prologis Inc COM 74340W103 120,349 714,834 SH   DFND 10 714,834 0 0
Prologis Inc COM 74340W103 42,023 249,600 SH   DFND 6 247,500 0 2,100
Prologis Inc COM 74340W103 57,809 343,368 SH   DFND 7 251,471 0 91,897
Prologis Inc COM 74340W103 105,526 626,785 SH   DFND 8 626,785 0 0
Prosperity Bancshares Inc COM 743606105 1,272 17,600 SH   DFND 6 14,800 0 2,800
Prudential Financial Inc COM 744320102 40 372 SH   DFND   372 0 0
Prudential Financial Inc COM 744320102 35,319 326,300 SH   DFND 6 312,700 0 13,600
Prudential Financial Inc COM 744320102 6,097 56,325 SH   DFND 7 1,286 0 55,039
Public Service Enterprise Group Inc COM 744573106 9,255 138,700 SH   DFND 6 138,700 0 0
Public Service Enterprise Group Inc COM 744573106 333 4,986 SH   DFND 7 4,986 0 0
Public Storage COM 74460D109 13,634 36,400 SH   DFND 6 36,400 0 0
Public Storage COM 74460D109 2,208 5,896 SH   DFND 7 4,904 0 992
PulteGroup Inc COM 745867101 23 400 SH   DFND 7 400 0 0
PulteGroup Inc COM 745867101 20,741 362,860 SH   DFND 8 362,860 0 0
Pure Storage Inc CL A 74624M102 570 17,500 SH   DFND 6 0 0 17,500
PVH Corp COM 693656100 2,762 25,900 SH   DFND 6 25,900 0 0
Q2 Holdings Inc COM 74736L109 16,629 209,326 SH   DFND 7 209,326 0 0
Q2 Holdings Inc COM 74736L109 42,461 534,500 SH   DFND 8 525,634 0 8,866
QCR Holdings Inc COM 74727A104 1,111 19,842 SH   DFND 6 19,842 0 0
QIAGEN NV SHS NEW N72482123 2,836 51,027 SH   DFND 6 51,027 0 0
QIAGEN NV SHS NEW N72482123 1,037 18,655 SH   DFND 7 18,655 0 0
Qorvo Inc COM 74736K101 579 3,700 SH   DFND 6 400 0 3,300
Qorvo Inc COM 74736K101 410 2,624 SH   DFND 7 2,624 0 0
QUALCOMM Inc COM 747525103 202 1,103 SH   DFND   1,103 0 0
QUALCOMM Inc COM 747525103 65,417 357,726 SH   DFND 6 332,626 0 25,100
QUALCOMM Inc COM 747525103 23,846 130,396 SH   DFND 7 67,421 0 62,975
QUALCOMM Inc COM 747525103 355,662 1,944,889 SH   DFND 8 1,938,901 0 5,988
Qualys Inc COM 74758T303 3,760 27,400 SH   DFND 6 21,300 0 6,100
Qualys Inc COM 74758T303 13,285 96,817 SH   DFND 7 93,199 0 3,618
Quanta Services Inc COM 74762E102 8,794 76,700 SH   DFND 6 57,100 0 19,600
Quest Diagnostics Inc COM 74834L100 45,709 264,200 SH   DFND 6 254,600 0 9,600
Quest Diagnostics Inc COM 74834L100 137 793 SH   DFND 7 793 0 0
Quidel Corp COM 74838J101 3,685 27,300 SH   DFND 6 16,900 0 10,400
Quidel Corp COM 74838J101 24,355 180,424 SH   DFND 8 180,424 0 0
Quotient Technology Inc COM 749119103 130 17,500 SH   DFND 6 12,500 0 5,000
Qurate Retail Inc COM SER A 74915M100 581 76,400 SH   DFND 6 29,100 0 47,300
Radware Ltd ORD M81873107 1,749 42,000 SH   DFND 6 42,000 0 0
Ralph Lauren Corp CL A 751212101 4,243 35,700 SH   DFND 6 25,200 0 10,500
Rambus Inc COM 750917106 5,875 199,900 SH   DFND 6 169,200 0 30,700
Rapid7 Inc COM 753422104 50,908 432,557 SH   DFND 8 432,557 0 0
Raymond James Financial Inc COM 754730109 459 4,571 SH   DFND 7 4,571 0 0
Raytheon Technologies Corp COM 75513E101 126 1,464 SH   DFND   1,464 0 0
Raytheon Technologies Corp COM 75513E101 1,748 20,310 SH   DFND 6 17,110 0 3,200
Raytheon Technologies Corp COM 75513E101 86 1,003 SH   DFND 7 1,003 0 0
Realty Income Corp COM 756109104 27,978 390,810 SH   DFND 10 390,810 0 0
Realty Income Corp COM 756109104 2,742 38,300 SH   DFND 6 38,300 0 0
Realty Income Corp COM 756109104 354 4,941 SH   DFND 7 4,941 0 0
Red Rock Resorts Inc CL A 75700L108 4,698 85,400 SH   DFND 6 69,800 0 15,600
Regal Rexnord Corp COM 758750103 14,738 86,600 SH   DFND 6 67,100 0 19,500
Regeneron Pharmaceuticals Inc COM 75886F107 68 108 SH   DFND   108 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 29,396 46,548 SH   DFND 6 45,273 0 1,275
Regeneron Pharmaceuticals Inc COM 75886F107 292 462 SH   DFND 7 462 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 78,281 123,957 SH   DFND 8 123,957 0 0
Regions Financial Corp COM 7591EP100 11,042 506,500 SH   DFND 6 506,500 0 0
Regions Financial Corp COM 7591EP100 559 25,665 SH   DFND 7 25,665 0 0
RE/MAX Holdings Inc CL A 75524W108 820 26,900 SH   DFND 6 23,600 0 3,300
Rent-A-Center Inc/TX COM 76009N100 437 9,100 SH   DFND 6 0 0 9,100
Repligen Corp COM 759916109 9,799 37,000 SH   DFND 6 27,700 0 9,300
Republic Services Inc COM 760759100 13,262 95,100 SH   DFND 6 95,100 0 0
Republic Services Inc COM 760759100 42 303 SH   DFND 7 303 0 0
ResMed Inc COM 761152107 38 146 SH   DFND   146 0 0
ResMed Inc COM 761152107 20,644 79,253 SH   DFND 6 78,600 0 653
ResMed Inc COM 761152107 471 1,809 SH   DFND 7 1,809 0 0
Resources Connection Inc COM 76122Q105 268 15,000 SH   DFND 6 10,200 0 4,800
Restaurant Brands International Inc COM 76131D103 619 10,200 SH   DFND 6 9,000 0 1,200
Restaurant Brands International Inc COM 76131D103 300 4,936 SH   DFND 7 181 0 4,755
REV Group Inc COM 749527107 1,923 135,900 SH   DFND 6 121,600 0 14,300
REX American Resources Corp COM 761624105 979 10,200 SH   DFND 6 9,700 0 500
Rimini Street Inc COM 76674Q107 905 151,666 SH   DFND 6 132,366 0 19,300
RingCentral Inc NOTE 3/0 76680RAF4 9,959 10,611,000 PRN   DFND 7 8,974,000 0 1,637,000
Ritchie Bros Auctioneers Inc COM 767744105 918 15,000 SH   DFND 6 15,000 0 0
RLJ Lodging Trust COM 74965L101 3,552 255,000 SH   DFND 6 215,300 0 39,700
RLJ Lodging Trust COM 74965L101 10 723 SH   DFND 7 723 0 0
RMR Group Inc/The CL A 74967R106 1,908 55,004 SH   DFND 6 49,404 0 5,600
Robert Half International Inc COM 770323103 23,408 209,900 SH   DFND 6 193,500 0 16,400
Robert Half International Inc COM 770323103 22 200 SH   DFND 7 200 0 0
Rockwell Automation Inc COM 773903109 41 118 SH   DFND   118 0 0
Rockwell Automation Inc COM 773903109 29,164 83,600 SH   DFND 6 82,700 0 900
Rockwell Automation Inc COM 773903109 9,407 26,965 SH   DFND 7 10,286 0 16,679
Rogers Communications Inc CL B 775109200 11,263 236,461 SH   DFND 6 234,361 0 2,100
Rogers Communications Inc CL B 775109200 13,792 289,572 SH   DFND 7 90,196 0 199,376
Roku Inc COM CL A 77543R102 936 4,100 SH   DFND 6 4,100 0 0
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 51 104 SH   DFND   104 0 0
Roper Technologies Inc COM 776696106 9,149 18,600 SH   DFND 6 17,700 0 900
Roper Technologies Inc COM 776696106 16,973 34,508 SH   DFND 7 120 0 34,388
Roper Technologies Inc COM 776696106 71,705 145,783 SH   DFND 8 145,783 0 0
Ross Stores Inc COM 778296103 41 362 SH   DFND   362 0 0
Ross Stores Inc COM 778296103 2,571 22,500 SH   DFND 6 21,700 0 800
Ross Stores Inc COM 778296103 68 596 SH   DFND 7 596 0 0
Royal Bank of Canada COM 780087102 147 1,384 SH   DFND   1,384 0 0
Royal Bank of Canada COM 780087102 49,865 469,800 SH   DFND 6 424,900 0 44,900
Royal Bank of Canada COM 780087102 235 2,210 SH   DFND 7 1,400 0 810
Royal Caribbean Cruises Ltd COM V7780T103 100 1,300 SH   DFND 6 0 0 1,300
Royal Caribbean Cruises Ltd COM V7780T103 10 136 SH   DFND 7 136 0 0
Royal Caribbean Cruises Ltd COM V7780T103 41,423 538,655 SH   DFND 8 538,655 0 0
RPM International Inc COM 749685103 202 2,000 SH   DFND 6 2,000 0 0
Rush Enterprises Inc CL A 781846209 1,853 33,300 SH   DFND 6 14,000 0 19,300
Sabra Health Care REIT Inc COM 78573L106 5,358 395,700 SH   DFND 6 348,700 0 47,000
Sabra Health Care REIT Inc COM 78573L106 7 546 SH   DFND 7 546 0 0
Saia Inc COM 78709Y105 16,986 50,400 SH   DFND 6 42,700 0 7,700
Sailpoint Technologies Holdings Inc COM 78781P105 7,034 145,517 SH   DFND 7 145,517 0 0
salesforce.com Inc COM 79466L302 234 919 SH   DFND   919 0 0
salesforce.com Inc COM 79466L302 36,085 141,996 SH   DFND 6 120,972 0 21,024
salesforce.com Inc COM 79466L302 68,554 269,761 SH   DFND 7 208,456 0 61,305
salesforce.com Inc COM 79466L302 180,608 710,691 SH   DFND 8 706,734 0 3,957
Sapiens International Corp NV SHS G7T16G103 2,026 58,800 SH   DFND 6 55,200 0 3,600
Sarepta Therapeutics Inc COM 803607100 8,969 99,597 SH   DFND 8 99,597 0 0
Saul Centers Inc COM 804395101 451 8,500 SH   DFND 6 4,000 0 4,500
Savara Inc COM 805111101 4,312 3,477,795 SH   DFND 8 3,477,795 0 0
ScanSource Inc COM 806037107 2,207 62,900 SH   DFND 6 54,900 0 8,000
Schlumberger NV COM STK 806857108 37 1,400 SH   DFND   1,400 0 0
Schlumberger NV COM STK 806857108 3,582 134,911 SH   DFND 7 114,937 0 19,974
Schneider National Inc CL B 80689H102 5,869 218,100 SH   DFND 6 191,200 0 26,900
Schnitzer Steel Industries Inc CL A 806882106 613 11,800 SH   DFND 6 5,800 0 6,000
Science Applications International Corp COM 808625107 3,727 44,585 SH   DFND 7 0 0 44,585
Seagate Technology Holdings PLC ORD SHS G7997R103 10,925 96,700 SH   DFND 6 77,100 0 19,600
Seagate Technology Holdings PLC ORD SHS G7997R103 727 6,433 SH   DFND 7 6,433 0 0
Seagen Inc COM 81181C104 266 1,721 SH   DFND 7 1,721 0 0
Seagen Inc COM 81181C104 23,803 153,967 SH   DFND 8 153,967 0 0
Sealed Air Corp COM 81211K100 7,267 107,700 SH   DFND 6 105,500 0 2,200
Sealed Air Corp COM 81211K100 13 189 SH   DFND 7 189 0 0
Sea Ltd NOTE 0.250% 9/1 81141RAG5 16,887 18,300,000 PRN   DFND 7 15,809,000 0 2,491,000
Sea Ltd NOTE 2.375%12/0 81141RAF7 3,146 1,228,000 PRN   DFND 7 1,034,000 0 194,000
Sea Ltd SPONSORD ADS 81141R100 8,795 39,314 SH   DFND   39,314 0 0
Sea Ltd SPONSORD ADS 81141R100 6,778 30,300 SH   DFND 6 30,300 0 0
Sea Ltd SPONSORD ADS 81141R100 1,154 5,158 SH   DFND 7 5,158 0 0
SEI Investments Co COM 784117103 402 6,600 SH   DFND 6 6,600 0 0
SEI Investments Co COM 784117103 15 250 SH   DFND 7 250 0 0
Sempra Energy COM 816851109 40 305 SH   DFND   305 0 0
Sempra Energy COM 816851109 3,175 24,000 SH   DFND 10 24,000 0 0
Sempra Energy COM 816851109 26,125 197,500 SH   DFND 6 194,500 0 3,000
Sempra Energy COM 816851109 449 3,392 SH   DFND 7 3,392 0 0
Service Corp International/US COM 817565104 10,421 146,800 SH   DFND 6 141,200 0 5,600
Service Corp International/US COM 817565104 14,973 210,920 SH   DFND 8 210,920 0 0
ServiceNow Inc COM 81762P102 125 192 SH   DFND   192 0 0
ServiceNow Inc COM 81762P102 78,348 120,700 SH   DFND 6 110,600 0 10,100
ServiceNow Inc COM 81762P102 15,361 23,664 SH   DFND 7 13,276 0 10,388
ServiceNow Inc COM 81762P102 200,223 308,457 SH   DFND 8 306,781 0 1,676
Sherwin-Williams Co/The COM 824348106 89 254 SH   DFND   254 0 0
Sherwin-Williams Co/The COM 824348106 59,057 167,700 SH   DFND 6 163,300 0 4,400
Sherwin-Williams Co/The COM 824348106 57,313 162,748 SH   DFND 7 137,013 0 25,735
Sherwin-Williams Co/The COM 824348106 1,673 4,752 SH   DFND 8 4,752 0 0
Shift4 Payments Inc CL A 82452J109 13,981 241,338 SH   DFND 7 241,338 0 0
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 485 15,706 SH   DFND 7 0 0 15,706
Shopify Inc CL A 82509L107 161 117 SH   DFND   117 0 0
Shopify Inc CL A 82509L107 2,342 1,700 SH   DFND 6 900 0 800
Shopify Inc CL A 82509L107 5,449 3,956 SH   DFND 7 2,225 0 1,731
Shopify Inc NOTE 0.125%11/0 82509LAA5 13,048 10,300,000 PRN   DFND 7 8,883,000 0 1,417,000
Signature Bank/New York NY COM 82669G104 776 2,400 SH   DFND 6 1,000 0 1,400
Signature Bank/New York NY COM 82669G104 3,235 10,000 SH   DFND 7 10,000 0 0
Signet Jewelers Ltd SHS G81276100 3,264 37,500 SH   DFND 6 21,400 0 16,100
Silence Therapeutics PLC ADS 82686Q101 15,807 661,666 SH   DFND 8 661,666 0 0
Silicon Laboratories Inc COM 826919102 71 345 SH   DFND   345 0 0
Silicon Laboratories Inc COM 826919102 11,415 55,300 SH   DFND 6 55,300 0 0
Silicon Laboratories Inc COM 826919102 9,650 46,747 SH   DFND 7 35,938 0 10,809
Silicon Laboratories Inc COM 826919102 263,877 1,278,348 SH   DFND 8 1,273,300 0 5,048
Silicon Laboratories Inc NOTE 0.625% 6/1 826919AD4 7,597 4,342,000 PRN   DFND 7 3,380,000 0 962,000
Simon Property Group Inc COM 828806109 33,903 212,199 SH   DFND 10 212,199 0 0
Simon Property Group Inc COM 828806109 5,763 36,069 SH   DFND 7 5,782 0 30,287
SiteOne Landscape Supply Inc COM 82982L103 11,478 47,374 SH   DFND 6 39,074 0 8,300
SJW Group COM 784305104 908 12,400 SH   DFND 6 4,000 0 8,400
SK Telecom Co Ltd SPONSORED ADR 78440P306 375 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105 292 3,700 SH   DFND 6 2,600 0 1,100
Skyworks Solutions Inc COM 83088M102 2,189 14,107 SH   DFND 6 14,107 0 0
Skyworks Solutions Inc COM 83088M102 550 3,547 SH   DFND 7 3,547 0 0
Sleep Number Corp COM 83125X103 329 4,300 SH   DFND 6 0 0 4,300
SLM Corp COM 78442P106 4,961 252,200 SH   DFND 6 221,000 0 31,200
SM Energy Co COM 78454L100 2,008 68,100 SH   DFND 6 50,500 0 17,600
Smith & Wesson Brands Inc COM 831754106 187 10,500 SH   DFND 6 4,200 0 6,300
Snap Inc CL A 83304A106 50 1,054 SH   DFND   1,054 0 0
Snap Inc CL A 83304A106 936 19,900 SH   DFND 6 18,000 0 1,900
Snap Inc CL A 83304A106 52,919 1,125,209 SH   DFND 8 1,107,829 0 17,380
Snap-on Inc COM 833034101 25,939 120,435 SH   DFND 6 117,800 0 2,635
Snap-on Inc COM 833034101 275 1,278 SH   DFND 7 1,278 0 0
Snowflake Inc CL A 833445109 74 219 SH   DFND   219 0 0
Snowflake Inc CL A 833445109 136 400 SH   DFND 6 0 0 400
Snowflake Inc CL A 833445109 75 221 SH   DFND 7 221 0 0
SolarEdge Technologies Inc COM 83417M104 5,106 18,200 SH   DFND 6 18,200 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6 6,308 4,955,000 PRN   DFND 7 3,860,000 0 1,095,000
Sonic Automotive Inc CL A 83545G102 1,909 38,600 SH   DFND 6 28,900 0 9,700
Sonos Inc COM 83570H108 2,771 93,000 SH   DFND 6 78,000 0 15,000
Sonos Inc COM 83570H108 6,556 220,000 SH   DFND 7 220,000 0 0
Sorrento Therapeutics Inc COM NEW 83587F202 139 29,800 SH   DFND 6 11,500 0 18,300
Southern Co/The COM 842587107 68 996 SH   DFND   996 0 0
Southern Co/The COM 842587107 5,966 87,000 SH   DFND 6 84,500 0 2,500
Southern Co/The COM 842587107 8,355 121,835 SH   DFND 7 20,780 0 101,055
Southwestern Energy Co COM 845467109 4,406 945,500 SH   DFND 6 782,500 0 163,000
SPDR Bloomberg 1-3 Month T-Bill ETF BLOOMBERG 1-3 MO 78468R663 318 3,475 SH   DFND 7 3,475 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 27,731 58,386 SH   DFND   58,386 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 2,639 5,116 SH   DFND   5,116 0 0
Spectrum Pharmaceuticals Inc COM 84763A108 33 26,100 SH   DFND 6 0 0 26,100
S&P Global Inc COM 78409V104 112 237 SH   DFND   237 0 0
S&P Global Inc COM 78409V104 165,223 350,100 SH   DFND 6 338,000 0 12,100
S&P Global Inc COM 78409V104 22,416 47,498 SH   DFND 7 45,770 0 1,728
Splunk Inc COM 848637104 2,484 21,468 SH   DFND 7 21,468 0 0
Splunk Inc NOTE 1.125% 6/1 848637AF1 4,419 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6 8,140 7,300,000 PRN   DFND 7 6,200,000 0 1,100,000
Spotify Technology SA SHS L8681T102 299 1,277 SH   DFND 7 1,277 0 0
SpringWorks Therapeutics Inc COM 85205L107 6,762 109,100 SH   DFND 8 109,100 0 0
Sprinklr Inc CL A 85208T107 19,493 1,228,306 SH   DFND 8 1,228,306 0 0
Sprout Social Inc COM CL A 85209W109 10,690 117,876 SH   DFND 8 111,919 0 5,957
SPS Commerce Inc COM 78463M107 10,292 72,300 SH   DFND 6 57,600 0 14,700
SPX Corp COM 784635104 2,769 46,400 SH   DFND 6 35,400 0 11,000
SS&C Technologies Holdings Inc COM 78467J100 8,661 105,648 SH   DFND 7 102,432 0 3,216
STAAR Surgical Co COM PAR $0.01 852312305 5,880 64,400 SH   DFND 6 51,200 0 13,200
STAG Industrial Inc COM 85254J102 6,746 140,653 SH   DFND 7 140,653 0 0
Standard Motor Products Inc COM 853666105 3,044 58,100 SH   DFND 6 50,400 0 7,700
Stanley Black & Decker Inc COM 854502101 2,452 13,000 SH   DFND 6 9,800 0 3,200
Stanley Black & Decker Inc COM 854502101 93 491 SH   DFND 7 491 0 0
Stantec Inc COM 85472N109 2,576 45,800 SH   DFND 6 45,800 0 0
Starbucks Corp COM 855244109 138 1,180 SH   DFND   1,180 0 0
Starbucks Corp COM 855244109 12,106 103,495 SH   DFND 6 91,095 0 12,400
Starbucks Corp COM 855244109 15,652 133,814 SH   DFND 7 37,814 0 96,000
Starbucks Corp COM 855244109 55,305 472,812 SH   DFND 8 472,812 0 0
State Street Corp COM 857477103 350 3,760 SH   DFND 7 3,760 0 0
Steel Dynamics Inc COM 858119100 7,597 122,400 SH   DFND 6 88,300 0 34,100
Steel Dynamics Inc COM 858119100 21 340 SH   DFND 7 340 0 0
Stellantis NV SHS N82405106 306,846 18,398,226 SH   DFND 7 13,490,372 0 4,907,854
Stellantis NV SHS N82405106 6,679 400,442 SH   DFND 8 400,442 0 0
STERIS PLC SHS USD G8473T100 10,442 42,900 SH   DFND 6 42,900 0 0
STERIS PLC SHS USD G8473T100 283 1,162 SH   DFND 7 1,162 0 0
StoneCo Ltd COM CL A G85158106 6,252 367,751 SH   DFND 7 367,751 0 0
STORE Capital Corp COM 862121100 19,792 575,355 SH   DFND 10 575,355 0 0
STORE Capital Corp COM 862121100 30 872 SH   DFND 7 872 0 0
Stryker Corp COM 863667101 85 316 SH   DFND   316 0 0
Stryker Corp COM 863667101 37,011 138,400 SH   DFND 6 134,500 0 3,900
Stryker Corp COM 863667101 6,273 23,457 SH   DFND 7 22,515 0 942
Stryker Corp COM 863667101 11,070 41,396 SH   DFND 8 41,396 0 0
Sun Communities Inc COM 866674104 273 1,300 SH   DFND 6 1,300 0 0
Sun Communities Inc COM 866674104 320 1,522 SH   DFND 7 1,522 0 0
Sun Communities Inc COM 866674104 7,703 36,685 SH   DFND 8 36,685 0 0
Suncor Energy Inc COM 867224107 22 879 SH   DFND   879 0 0
Suncor Energy Inc COM 867224107 1,173 46,856 SH   DFND 7 46,856 0 0
Sun Life Financial Inc COM 866796105 8,170 146,700 SH   DFND 6 141,600 0 5,100
Sun Life Financial Inc COM 866796105 43 779 SH   DFND 7 779 0 0
Sunrun Inc COM 86771W105 5,502 160,400 SH   DFND 6 160,400 0 0
SVB Financial Group COM 78486Q101 43 63 SH   DFND   63 0 0
SVB Financial Group COM 78486Q101 56 82 SH   DFND 7 82 0 0
SVB Financial Group COM 78486Q101 24,708 36,430 SH   DFND 8 36,430 0 0
Switch Inc CL A 87105L104 7,446 260,000 SH   DFND 7 260,000 0 0
Synchrony Financial COM 87165B103 40,503 873,100 SH   DFND 6 840,500 0 32,600
Synchrony Financial COM 87165B103 12,160 262,115 SH   DFND 7 262,115 0 0
Syneos Health Inc CL A 87166B102 1,961 19,100 SH   DFND 6 13,400 0 5,700
Synopsys Inc COM 871607107 54 147 SH   DFND   147 0 0
Synopsys Inc COM 871607107 47,292 128,337 SH   DFND 6 119,130 0 9,207
Synopsys Inc COM 871607107 775 2,103 SH   DFND 7 2,103 0 0
Synovus Financial Corp COM NEW 87161C501 2,657 55,500 SH   DFND 6 50,800 0 4,700
Sysco Corp COM 871829107 37 473 SH   DFND   473 0 0
Sysco Corp COM 871829107 196 2,500 SH   DFND 6 2,500 0 0
Sysco Corp COM 871829107 216 2,753 SH   DFND 7 2,753 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 1,632 13,562 SH   DFND   13,562 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 61,024 507,226 SH   DFND 7 443,601 0 63,625
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 112,920 938,578 SH   DFND 8 928,685 0 9,893
Take-Two Interactive Software Inc COM 874054109 53,085 298,700 SH   DFND 6 283,400 0 15,300
Take-Two Interactive Software Inc COM 874054109 446 2,510 SH   DFND 7 2,510 0 0
TAL Education Group SPONSORED ADS 874080104 118 30,045 SH   DFND 7 30,045 0 0
Talos Energy Inc COM 87484T108 164 16,700 SH   DFND 6 6,400 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203 13,547 90,000 SH   DFND 6 76,600 0 13,400
Tandem Diabetes Care Inc COM NEW 875372203 33,387 221,809 SH   DFND 8 221,809 0 0
Target Corp COM 87612E106 127 547 SH   DFND   547 0 0
Target Corp COM 87612E106 53,694 232,000 SH   DFND 6 216,600 0 15,400
Target Corp COM 87612E106 7,070 30,549 SH   DFND 7 14,714 0 15,835
TC Energy Corp COM 87807B107 45 970 SH   DFND   970 0 0
TC Energy Corp COM 87807B107 1,294 27,800 SH   DFND 6 15,300 0 12,500
TC Energy Corp COM 87807B107 4,492 96,516 SH   DFND 7 31,450 0 65,066
TD SYNNEX Corp COM 87162W100 7,937 69,400 SH   DFND 6 63,600 0 5,800
TechnipFMC PLC COM G87110105 666 127,175 SH   DFND 7 127,175 0 0
TechTarget Inc COM 87874R100 1,875 19,600 SH   DFND 6 16,400 0 3,200
TE Connectivity Ltd SHS H84989104 169 1,050 SH   DFND   1,050 0 0
TE Connectivity Ltd SHS H84989104 13,924 86,300 SH   DFND 6 85,600 0 700
TE Connectivity Ltd SHS H84989104 21,646 134,166 SH   DFND 7 49,341 0 84,825
TE Connectivity Ltd SHS H84989104 77,957 483,184 SH   DFND 8 483,184 0 0
TEGNA Inc COM 87901J105 2,906 156,600 SH   DFND 6 88,700 0 67,900
Teladoc Health Inc COM 87918A105 4,961 54,025 SH   DFND 8 54,025 0 0
Teladoc Health Inc NOTE 1.250% 6/0 87918AAF2 587 638,000 PRN   DFND 7 0 0 638,000
Teledyne Technologies Inc COM 879360105 3,189 7,300 SH   DFND 6 7,300 0 0
Teledyne Technologies Inc COM 879360105 144 330 SH   DFND 7 330 0 0
Telefonica Brasil SA NEW ADR 87936R205 664 76,817 SH   DFND 7 35,473 0 41,344
Tempur Sealy International Inc COM 88023U101 7,097 150,900 SH   DFND 6 132,000 0 18,900
Tenable Holdings Inc COM 88025T102 70,250 1,275,647 SH   DFND 8 1,261,813 0 13,834
Tennant Co COM 880345103 227 2,800 SH   DFND 6 0 0 2,800
Teradata Corp COM 88076W103 6,600 155,400 SH   DFND 6 132,500 0 22,900
Teradyne Inc COM 880770102 17,849 109,148 SH   DFND 6 109,148 0 0
Teradyne Inc COM 880770102 5,732 35,050 SH   DFND 7 35,050 0 0
Teradyne Inc COM 880770102 230,777 1,411,222 SH   DFND 8 1,405,780 0 5,442
Terex Corp COM 880779103 3,265 74,300 SH   DFND 6 47,200 0 27,100
Tesla Inc COM 88160R101 861 815 SH   DFND   815 0 0
Tesla Inc COM 88160R101 182,281 172,487 SH   DFND 6 169,555 0 2,932
Tesla Inc COM 88160R101 57,126 54,057 SH   DFND 7 36,019 0 18,038
Tesla Inc COM 88160R101 51,004 48,264 SH   DFND 8 48,264 0 0
Tetra Tech Inc COM 88162G103 9,126 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104 127,932 678,794 SH   DFND 6 664,438 0 14,356
Texas Instruments Inc COM 882508104 9,883 52,437 SH   DFND 7 51,780 0 657
Texas Instruments Inc COM 882508104 118,066 626,443 SH   DFND 8 619,954 0 6,489
Theravance Biopharma Inc COM G8807B106 2,108 190,800 SH   DFND 6 171,100 0 19,700
Thermo Fisher Scientific Inc COM 883556102 358 537 SH   DFND   537 0 0
Thermo Fisher Scientific Inc COM 883556102 126,601 189,739 SH   DFND 6 187,739 0 2,000
Thermo Fisher Scientific Inc COM 883556102 109,814 164,580 SH   DFND 7 126,799 0 37,781
Thermo Fisher Scientific Inc COM 883556102 272,503 408,403 SH   DFND 8 406,818 0 1,585
Thomson Reuters Corp COM NEW 884903709 2,440 20,400 SH   DFND 6 20,400 0 0
Thomson Reuters Corp COM NEW 884903709 36 300 SH   DFND 7 300 0 0
Timken Co/The COM 887389104 1,483 21,400 SH   DFND 6 9,100 0 12,300
TIM SA/Brazil SPONSORED ADR 88706T108 124 10,660 SH   DFND 7 0 0 10,660
Titan Machinery Inc COM 88830R101 465 13,800 SH   DFND 6 6,200 0 7,600
TJX Cos Inc/The COM 872540109 2,977 39,206 SH   DFND   39,206 0 0
TJX Cos Inc/The COM 872540109 21,318 280,800 SH   DFND 6 276,300 0 4,500
TJX Cos Inc/The COM 872540109 62,302 820,632 SH   DFND 7 611,257 0 209,375
TJX Cos Inc/The COM 872540109 36,009 474,300 SH   DFND 8 474,300 0 0
T-Mobile US Inc COM 872590104 67 579 SH   DFND   579 0 0
T-Mobile US Inc COM 872590104 5,532 47,700 SH   DFND 6 46,500 0 1,200
T-Mobile US Inc COM 872590104 125 1,074 SH   DFND 7 1,074 0 0
TopBuild Corp COM 89055F103 414 1,500 SH   DFND 6 1,300 0 200
Toronto-Dominion Bank/The COM NEW 891160509 142 1,855 SH   DFND   1,855 0 0
Toronto-Dominion Bank/The COM NEW 891160509 58,924 768,436 SH   DFND 6 693,436 0 75,000
Toronto-Dominion Bank/The COM NEW 891160509 3,275 42,712 SH   DFND 7 1,618 0 41,094
TPI Composites Inc COM 87266J104 20 1,330 SH   DFND   1,330 0 0
TPI Composites Inc COM 87266J104 5,372 359,119 SH   DFND 8 359,119 0 0
Tractor Supply Co COM 892356106 6,967 29,200 SH   DFND 6 29,100 0 100
Tractor Supply Co COM 892356106 637 2,670 SH   DFND 7 2,670 0 0
Trade Desk Inc/The COM CL A 88339J105 40 438 SH   DFND   438 0 0
Trade Desk Inc/The COM CL A 88339J105 299 3,264 SH   DFND 7 3,264 0 0
Trane Technologies PLC SHS G8994E103 47 231 SH   DFND   231 0 0
Trane Technologies PLC SHS G8994E103 39,901 197,500 SH   DFND 6 195,800 0 1,700
Trane Technologies PLC SHS G8994E103 359 1,777 SH   DFND 7 1,777 0 0
TransMedics Group Inc COM 89377M109 6,973 363,953 SH   DFND 8 363,953 0 0
Transocean Ltd REG SHS H8817H100 87 31,400 SH   DFND 6 31,400 0 0
TransUnion COM 89400J107 4,399 37,100 SH   DFND 6 36,200 0 900
TransUnion COM 89400J107 1,553 13,100 SH   DFND 8 13,100 0 0
Travelers Cos Inc/The COM 89417E109 38 244 SH   DFND   244 0 0
Travelers Cos Inc/The COM 89417E109 20,727 132,500 SH   DFND 6 126,000 0 6,500
Travelers Cos Inc/The COM 89417E109 240 1,537 SH   DFND 7 1,537 0 0
Travere Therapeutics Inc COM 89422G107 664 21,400 SH   DFND 6 8,500 0 12,900
Trex Co Inc COM 89531P105 16,042 118,800 SH   DFND 6 99,900 0 18,900
Trex Co Inc COM 89531P105 8,094 59,943 SH   DFND 7 59,943 0 0
Trimble Inc COM 896239100 95 1,088 SH   DFND   1,088 0 0
Trimble Inc COM 896239100 11,606 133,114 SH   DFND 6 132,014 0 1,100
Trimble Inc COM 896239100 14,614 167,607 SH   DFND 7 126,102 0 41,505
Trimble Inc COM 896239100 143,228 1,642,713 SH   DFND 8 1,642,713 0 0
TriNet Group Inc COM 896288107 10,460 109,800 SH   DFND 6 90,300 0 19,500
Trip.com Group Ltd ADS 89677Q107 49 1,978 SH   DFND   1,978 0 0
Trip.com Group Ltd ADS 89677Q107 10,264 416,898 SH   DFND 7 409,098 0 7,800
Tri Pointe Homes Inc COM 87265H109 5,193 186,200 SH   DFND 6 159,100 0 27,100
Triton International Ltd CL A G9078F107 644 10,700 SH   DFND 6 0 0 10,700
T Rowe Price Group Inc COM 74144T108 47 237 SH   DFND   237 0 0
T Rowe Price Group Inc COM 74144T108 84,417 429,296 SH   DFND 6 420,000 0 9,296
T Rowe Price Group Inc COM 74144T108 325 1,651 SH   DFND 7 1,651 0 0
TrueBlue Inc COM 89785X101 393 14,200 SH   DFND 6 5,800 0 8,400
TrueCar Inc COM 89785L107 1,251 367,900 SH   DFND 6 357,100 0 10,800
Truist Financial Corp COM 89832Q109 82 1,408 SH   DFND   1,408 0 0
Truist Financial Corp COM 89832Q109 7,320 125,017 SH   DFND 6 113,203 0 11,814
Truist Financial Corp COM 89832Q109 487 8,318 SH   DFND 7 8,318 0 0
TTEC Holdings Inc COM 89854H102 6,918 76,400 SH   DFND 6 68,300 0 8,100
Tupperware Brands Corp COM 899896104 1,147 75,000 SH   DFND 6 66,600 0 8,400
Turning Point Therapeutics Inc COM 90041T108 4,857 101,815 SH   DFND 8 101,815 0 0
Twilio Inc CL A 90138F102 45 169 SH   DFND   169 0 0
Twilio Inc CL A 90138F102 79 300 SH   DFND 6 0 0 300
Twilio Inc CL A 90138F102 53,066 201,513 SH   DFND 8 198,723 0 2,790
Twitter Inc COM 90184L102 34 778 SH   DFND   778 0 0
Twitter Inc COM 90184L102 1,802 41,688 SH   DFND 6 39,988 0 1,700
Tyler Technologies Inc COM 902252105 313 582 SH   DFND 7 582 0 0
Tyson Foods Inc CL A 902494103 33,034 379,000 SH   DFND 6 372,900 0 6,100
Tyson Foods Inc CL A 902494103 334 3,832 SH   DFND 7 3,832 0 0
Ubiquiti Inc COM 90353W103 5,398 17,600 SH   DFND 6 17,600 0 0
UBS Group AG SHS H42097107 72 4,007 SH   DFND   4,007 0 0
UBS Group AG SHS H42097107 17,534 981,207 SH   DFND 6 949,868 0 31,339
UBS Group AG SHS H42097107 141,480 7,917,180 SH   DFND 7 7,544,123 0 373,057
UDR Inc COM 902653104 29,001 483,428 SH   DFND 10 483,428 0 0
UDR Inc COM 902653104 234 3,900 SH   DFND 7 3,900 0 0
UGI Corp COM 902681105 8,847 192,700 SH   DFND 6 185,500 0 7,200
UGI Corp COM 902681105 8 179 SH   DFND 7 179 0 0
Ulta Beauty Inc COM 90384S303 470 1,141 SH   DFND 7 1,141 0 0
Ultragenyx Pharmaceutical Inc COM 90400D108 19,321 229,769 SH   DFND 8 229,769 0 0
Ultrapar Participacoes SA SP ADR REP COM 90400P101 21 7,800 SH   DFND 7 0 0 7,800
UMH Properties Inc COM 903002103 3,788 138,600 SH   DFND 6 124,300 0 14,300
Union Pacific Corp COM 907818108 162 643 SH   DFND   643 0 0
Union Pacific Corp COM 907818108 2,519 10,000 SH   DFND 10 10,000 0 0
Union Pacific Corp COM 907818108 55,399 219,900 SH   DFND 6 212,700 0 7,200
Union Pacific Corp COM 907818108 17,747 70,444 SH   DFND 7 14,309 0 56,135
Union Pacific Corp COM 907818108 42,065 166,970 SH   DFND 8 166,970 0 0
uniQure NV SHS N90064101 212 10,200 SH   DFND 6 3,900 0 6,300
Unisys Corp COM NEW 909214306 3,559 173,000 SH   DFND 6 153,700 0 19,300
United Bankshares Inc/WV COM 909907107 493 13,600 SH   DFND 6 0 0 13,600
UnitedHealth Group Inc COM 91324P102 430 857 SH   DFND   857 0 0
UnitedHealth Group Inc COM 91324P102 160,333 319,300 SH   DFND 6 315,700 0 3,600
UnitedHealth Group Inc COM 91324P102 77,434 154,207 SH   DFND 7 55,408 0 98,799
UnitedHealth Group Inc COM 91324P102 183,620 365,675 SH   DFND 8 365,675 0 0
United Microelectronics Corp SPON ADR NEW 910873405 448 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106 148 692 SH   DFND   692 0 0
United Parcel Service Inc CL B 911312106 54,254 253,119 SH   DFND 6 230,700 0 22,419
United Parcel Service Inc CL B 911312106 6,531 30,470 SH   DFND 7 20,678 0 9,792
United Rentals Inc COM 911363109 168 507 SH   DFND 7 244 0 263
United Rentals Inc COM 911363109 16,965 51,054 SH   DFND 8 51,054 0 0
United Therapeutics Corp COM 91307C102 9,139 42,293 SH   DFND 6 28,593 0 13,700
Uniti Group Inc COM 91325V108 4,835 345,100 SH   DFND 6 294,100 0 51,000
Universal Electronics Inc COM 913483103 1,581 38,786 SH   DFND 6 34,086 0 4,700
Unum Group COM 91529Y106 1,400 57,000 SH   DFND 6 24,600 0 32,400
Urstadt Biddle Properties Inc CL A 917286205 505 23,700 SH   DFND 6 13,300 0 10,400
US Bancorp COM NEW 902973304 80 1,429 SH   DFND   1,429 0 0
US Bancorp COM NEW 902973304 9,998 178,000 SH   DFND 6 163,300 0 14,700
US Bancorp COM NEW 902973304 18,935 337,099 SH   DFND 7 189,020 0 148,079
US Foods Holding Corp COM 912008109 5,218 149,800 SH   DFND 6 123,200 0 26,600
Valero Energy Corp COM 91913Y100 984 13,100 SH   DFND 6 0 0 13,100
Valero Energy Corp COM 91913Y100 3,823 50,896 SH   DFND 7 14,208 0 36,688
Vale SA SPONSORED ADS 91912E105 82 5,874 SH   DFND   5,874 0 0
Vale SA SPONSORED ADS 91912E105 1,483 105,750 SH   DFND 7 0 0 105,750
Valley National Bancorp COM 919794107 2,382 173,200 SH   DFND 6 173,200 0 0
Vanguard Extended Duration Treasury ETF EXTENDED DUR 921910709 432 3,086 SH   DFND   0 0 3,086
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 10,267 110,686 SH   DFND   110,686 0 0
Varex Imaging Corp COM 92214X106 2,928 92,800 SH   DFND 6 79,200 0 13,600
Veeva Systems Inc CL A COM 922475108 36 141 SH   DFND   141 0 0
Veeva Systems Inc CL A COM 922475108 8,329 32,600 SH   DFND 6 21,600 0 11,000
Veeva Systems Inc CL A COM 922475108 183 715 SH   DFND 7 715 0 0
Veeva Systems Inc CL A COM 922475108 55,285 216,396 SH   DFND 8 213,137 0 3,259
Ventas Inc COM 92276F100 346 6,770 SH   DFND 7 6,770 0 0
Veracyte Inc COM 92337F107 3,857 93,618 SH   DFND 8 93,618 0 0
Verint Systems Inc COM 92343X100 7,136 135,900 SH   DFND 6 119,700 0 16,200
Verint Systems Inc COM 92343X100 3,722 70,886 SH   DFND 7 67,250 0 3,636
VeriSign Inc COM 92343E102 16,356 64,439 SH   DFND 6 63,739 0 700
VeriSign Inc COM 92343E102 351 1,383 SH   DFND 7 1,383 0 0
Verisk Analytics Inc COM 92345Y106 1,673 7,316 SH   DFND   7,316 0 0
Verisk Analytics Inc COM 92345Y106 34,423 150,498 SH   DFND 6 149,198 0 1,300
Verisk Analytics Inc COM 92345Y106 54,430 237,968 SH   DFND 7 234,734 0 3,234
Verisk Analytics Inc COM 92345Y106 22,989 100,506 SH   DFND 8 100,506 0 0
Verizon Communications Inc COM 92343V104 209 4,025 SH   DFND   4,025 0 0
Verizon Communications Inc COM 92343V104 133,340 2,566,200 SH   DFND 6 2,448,400 0 117,800
Verizon Communications Inc COM 92343V104 3,602 69,330 SH   DFND 7 35,308 0 34,022
Vermilion Energy Inc COM 923725105 1,409 111,900 SH   DFND 6 106,100 0 5,800
Vertex Pharmaceuticals Inc COM 92532F100 53 240 SH   DFND   240 0 0
Vertex Pharmaceuticals Inc COM 92532F100 60,417 275,124 SH   DFND 6 254,069 0 21,055
Vertex Pharmaceuticals Inc COM 92532F100 215 980 SH   DFND 7 980 0 0
Vertex Pharmaceuticals Inc COM 92532F100 28,516 129,855 SH   DFND 8 129,855 0 0
Vertiv Holdings Co COM CL A 92537N108 589 23,600 SH   DFND 6 0 0 23,600
VF Corp COM 918204108 1,794 24,500 SH   DFND 6 22,900 0 1,600
VF Corp COM 918204108 470 6,420 SH   DFND 7 6,420 0 0
Viatris Inc COM 92556V106 26,041 1,924,712 SH   DFND 6 1,894,512 0 30,200
Viatris Inc COM 92556V106 327 24,138 SH   DFND 7 19,245 0 4,893
Viavi Solutions Inc COM 925550105 67,573 3,835,022 SH   DFND 8 3,788,600 0 46,422
VICI Properties Inc COM 925652109 12,607 418,700 SH   DFND 6 373,200 0 45,500
VICI Properties Inc COM 925652109 65 2,150 SH   DFND 7 2,150 0 0
Vimeo Inc COMMON STOCK 92719V100 3,849 214,334 SH   DFND 8 214,334 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 2,686 319,786 SH   DFND 6 228,714 0 91,072
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 802 95,422 SH   DFND 7 95,422 0 0
Virtu Financial Inc CL A 928254101 4,071 141,200 SH   DFND 6 116,700 0 24,500
Visa Inc COM CL A 92826C839 338 1,560 SH   DFND   1,560 0 0
Visa Inc COM CL A 92826C839 167,508 772,957 SH   DFND 6 748,557 0 24,400
Visa Inc COM CL A 92826C839 123,736 570,976 SH   DFND 7 465,039 0 105,937
Visa Inc COM CL A 92826C839 199,825 922,083 SH   DFND 8 917,394 0 4,689
Vishay Intertechnology Inc COM 928298108 6,524 298,300 SH   DFND 6 246,800 0 51,500
Vista Outdoor Inc COM 928377100 2,276 49,400 SH   DFND 6 36,700 0 12,700
VMware Inc CL A COM 928563402 25,123 216,800 SH   DFND 6 208,900 0 7,900
VMware Inc CL A COM 928563402 610 5,268 SH   DFND 7 5,268 0 0
Vocera Communications Inc COM 92857F107 733 11,300 SH   DFND 6 4,400 0 6,900
Vulcan Materials Co COM 929160109 5,501 26,500 SH   DFND 6 26,500 0 0
Vulcan Materials Co COM 929160109 76 364 SH   DFND 7 364 0 0
Walgreens Boots Alliance Inc COM 931427108 509 9,749 SH   DFND 7 9,749 0 0
Walmart Inc COM 931142103 219 1,512 SH   DFND   1,512 0 0
Walmart Inc COM 931142103 88,254 609,950 SH   DFND 6 593,950 0 16,000
Walmart Inc COM 931142103 10,269 70,969 SH   DFND 7 41,604 0 29,365
Walt Disney Co/The COM 254687106 1,898 12,255 SH   DFND   12,255 0 0
Walt Disney Co/The COM 254687106 23,280 150,300 SH   DFND 6 134,800 0 15,500
Walt Disney Co/The COM 254687106 50,488 325,963 SH   DFND 7 268,701 0 57,262
Walt Disney Co/The COM 254687106 9,402 60,704 SH   DFND 8 60,704 0 0
Waste Connections Inc COM 94106B101 133 978 SH   DFND   978 0 0
Waste Connections Inc COM 94106B101 28,153 206,600 SH   DFND 6 205,900 0 700
Waste Connections Inc COM 94106B101 21,648 158,858 SH   DFND 7 66,792 0 92,066
Waste Connections Inc COM 94106B101 68,018 499,140 SH   DFND 8 499,140 0 0
Waste Management Inc COM 94106L109 72 430 SH   DFND   430 0 0
Waste Management Inc COM 94106L109 43,959 263,383 SH   DFND 6 257,883 0 5,500
Waste Management Inc COM 94106L109 63 378 SH   DFND 7 378 0 0
Waters Corp COM 941848103 17,117 45,940 SH   DFND 6 45,700 0 240
Waters Corp COM 941848103 16,249 43,611 SH   DFND 7 41,415 0 2,196
Watts Water Technologies Inc CL A 942749102 7,346 37,834 SH   DFND 7 37,834 0 0
Wayfair Inc NOTE 0.625%10/0 94419LAM3 7,167 7,820,000 PRN   DFND 7 6,700,000 0 1,120,000
WEC Energy Group Inc COM 92939U106 709 7,300 SH   DFND 6 7,300 0 0
Weis Markets Inc COM 948849104 2,793 42,400 SH   DFND 6 38,800 0 3,600
Wells Fargo & Co COM 949746101 201 4,192 SH   DFND   4,192 0 0
Wells Fargo & Co COM 949746101 20,612 429,600 SH   DFND 6 420,500 0 9,100
Wells Fargo & Co COM 949746101 14,354 299,164 SH   DFND 7 175,053 0 124,111
Welltower Inc COM 95040Q104 36,900 430,219 SH   DFND 10 430,219 0 0
Welltower Inc COM 95040Q104 752 8,764 SH   DFND 7 8,764 0 0
Wendy's Co/The COM 95058W100 1,667 69,900 SH   DFND 6 7,300 0 62,600
Werner Enterprises Inc COM 950755108 581 12,200 SH   DFND 6 0 0 12,200
WESCO International Inc COM 95082P105 6,382 48,500 SH   DFND 6 47,700 0 800
Western Alliance Bancorp COM 957638109 17,411 161,737 SH   DFND 6 127,637 0 34,100
Western Digital Corp COM 958102105 51,294 786,600 SH   DFND 6 744,500 0 42,100
Western Digital Corp COM 958102105 476 7,306 SH   DFND 7 7,306 0 0
Western Digital Corp NOTE 1.500% 2/0 958102AP0 18,372 18,056,000 PRN   DFND 7 15,893,000 0 2,163,000
Western Union Co/The COM 959802109 3,745 209,900 SH   DFND 6 209,900 0 0
Western Union Co/The COM 959802109 106 5,915 SH   DFND 7 5,915 0 0
Westinghouse Air Brake Technologies Corp COM 929740108 407 4,420 SH   DFND 7 3,388 0 1,032
Westlake Chemical Corp COM 960413102 3,157 32,500 SH   DFND 6 16,600 0 15,900
West Pharmaceutical Services Inc COM 955306105 75,029 159,974 SH   DFND 6 149,800 0 10,174
West Pharmaceutical Services Inc COM 955306105 627 1,336 SH   DFND 7 1,336 0 0
WEX Inc COM 96208T104 98 700 SH   DFND 6 700 0 0
WEX Inc COM 96208T104 11,941 85,057 SH   DFND 7 85,057 0 0
Weyerhaeuser Co COM NEW 962166104 2,137 51,900 SH   DFND 6 51,900 0 0
Weyerhaeuser Co COM NEW 962166104 89 2,169 SH   DFND 7 2,169 0 0
Wheaton Precious Metals Corp COM 962879102 4,572 106,500 SH   DFND 6 104,500 0 2,000
Wheaton Precious Metals Corp COM 962879102 11,390 265,321 SH   DFND 7 265,321 0 0
Whirlpool Corp COM 963320106 21,096 89,900 SH   DFND 6 82,000 0 7,900
Whirlpool Corp COM 963320106 454 1,935 SH   DFND 7 1,935 0 0
Whitestone REIT COM 966084204 136 13,400 SH   DFND 6 7,500 0 5,900
Williams Cos Inc/The COM 969457100 508 19,500 SH   DFND 6 19,500 0 0
Williams Cos Inc/The COM 969457100 1,055 40,517 SH   DFND 7 40,517 0 0
Williams-Sonoma Inc COM 969904101 16,596 98,127 SH   DFND 6 75,837 0 22,290
Willis Towers Watson PLC SHS G96629103 2,874 12,100 SH   DFND 6 11,700 0 400
Willis Towers Watson PLC SHS G96629103 31 131 SH   DFND 7 131 0 0
Wintrust Financial Corp COM 97650W108 8,991 99,000 SH   DFND 6 88,500 0 10,500
Wolfspeed Inc COM 977852102 45 400 SH   DFND   400 0 0
Wolfspeed Inc COM 977852102 71,196 636,986 SH   DFND 8 636,986 0 0
Workday Inc CL A 98138H101 50 184 SH   DFND   184 0 0
Workday Inc CL A 98138H101 2,608 9,548 SH   DFND 6 8,748 0 800
Workday Inc CL A 98138H101 102 375 SH   DFND 7 375 0 0
Workday Inc CL A 98138H101 120,579 441,392 SH   DFND 8 438,316 0 3,076
Workiva Inc COM CL A 98139A105 3,585 27,470 SH   DFND 7 27,470 0 0
World Fuel Services Corp COM 981475106 3,137 118,500 SH   DFND 6 118,500 0 0
WW Grainger Inc COM 384802104 16,251 31,358 SH   DFND 6 30,900 0 458
WW Grainger Inc COM 384802104 259 499 SH   DFND 7 499 0 0
Wynn Resorts Ltd COM 983134107 901 10,600 SH   DFND 6 2,900 0 7,700
X4 Pharmaceuticals Inc COM 98420X103 2,638 1,151,819 SH   DFND 8 1,151,819 0 0
Xcel Energy Inc COM 98389B100 36 528 SH   DFND   528 0 0
Xcel Energy Inc COM 98389B100 1,951 28,824 SH   DFND 6 27,724 0 1,100
Xcel Energy Inc COM 98389B100 37 551 SH   DFND 7 551 0 0
Xenon Pharmaceuticals Inc COM 98420N105 6,093 195,048 SH   DFND 8 195,048 0 0
Xerox Holdings Corp COM NEW 98421M106 514 22,700 SH   DFND 6 0 0 22,700
Xilinx Inc COM 983919101 54 253 SH   DFND   253 0 0
Xilinx Inc COM 983919101 1,287 6,071 SH   DFND 7 6,071 0 0
XPeng Inc ADS 98422D105 75 1,500 SH   DFND   1,500 0 0
XPeng Inc ADS 98422D105 15,713 312,200 SH   DFND 6 302,600 0 9,600
Xperi Holding Corp COM 98390M103 4,103 217,000 SH   DFND 6 195,300 0 21,700
XP Inc CL A G98239109 3,203 111,450 SH   DFND   111,450 0 0
XPO Logistics Inc COM 983793100 25,228 325,820 SH   DFND 8 325,820 0 0
Xylem Inc/NY COM 98419M100 80 664 SH   DFND   664 0 0
Xylem Inc/NY COM 98419M100 9,977 83,200 SH   DFND 6 83,200 0 0
Xylem Inc/NY COM 98419M100 6,117 51,013 SH   DFND 7 51,013 0 0
Xylem Inc/NY COM 98419M100 22,802 190,140 SH   DFND 8 190,140 0 0
Yandex NV SHS CLASS A N97284108 5,378 88,894 SH   DFND   88,894 0 0
YETI Holdings Inc COM 98585X104 8,879 107,200 SH   DFND 6 85,200 0 22,000
Yiren Digital Ltd SPONSORED ADS 98585L100 71 24,700 SH   DFND 6 24,700 0 0
YPF SA SPON ADR CL D 984245100 566 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109 22,352 448,483 SH   DFND   448,483 0 0
Zai Lab Ltd ADR 98887Q104 5,351 85,135 SH   DFND   85,135 0 0
Zai Lab Ltd ADR 98887Q104 44 700 SH   DFND 6 700 0 0
Zai Lab Ltd ADR 98887Q104 353 5,623 SH   DFND 7 0 0 5,623
Zai Lab Ltd ADR 98887Q104 15,557 247,533 SH   DFND 8 247,533 0 0
Zebra Technologies Corp CL A 989207105 44,426 74,640 SH   DFND 6 70,440 0 4,200
Zebra Technologies Corp CL A 989207105 705 1,184 SH   DFND 7 1,184 0 0
Zendesk Inc COM 98936J101 71,140 682,137 SH   DFND 8 671,319 0 10,818
Zendesk Inc NOTE 0.625% 6/1 98936JAD3 6,046 5,036,000 PRN   DFND 7 4,270,000 0 766,000
Zentalis Pharmaceuticals Inc COM 98943L107 11,213 133,392 SH   DFND 8 133,392 0 0
Zimmer Biomet Holdings Inc COM 98956P102 8,893 70,000 SH   DFND 6 70,000 0 0
Zimmer Biomet Holdings Inc COM 98956P102 7,289 57,378 SH   DFND 7 33,188 0 24,190
Zimmer Biomet Holdings Inc COM 98956P102 57,834 455,243 SH   DFND 8 455,243 0 0
Zions Bancorp NA COM 989701107 1,756 27,800 SH   DFND 6 23,500 0 4,300
ZIOPHARM Oncology Inc COM 98973P101 956 877,500 SH   DFND 6 877,500 0 0
Zoetis Inc CL A 98978V103 3,002 12,300 SH   DFND   12,300 0 0
Zoetis Inc CL A 98978V103 99,559 407,978 SH   DFND 6 388,178 0 19,800
Zoetis Inc CL A 98978V103 68,181 279,397 SH   DFND 7 219,318 0 60,079
Zoetis Inc CL A 98978V103 36,304 148,770 SH   DFND 8 148,770 0 0
Zogenix Inc COM NEW 98978L204 166 10,200 SH   DFND 6 0 0 10,200
Zogenix Inc COM NEW 98978L204 5,430 334,146 SH   DFND 8 334,146 0 0
Zoom Video Communications Inc CL A 98980L101 40 219 SH   DFND   219 0 0
Zoom Video Communications Inc CL A 98980L101 242 1,316 SH   DFND 6 600 0 716
Zscaler Inc COM 98980G102 9,038 28,127 SH   DFND 7 28,127 0 0
Zscaler Inc COM 98980G102 58,019 180,558 SH   DFND 8 178,356 0 2,202
Zscaler Inc NOTE 0.125% 7/0 98980GAB8 6,467 2,952,000 PRN   DFND 7 2,496,000 0 456,000
ZTO Express Cayman Inc SPONSORED ADS A 98980A105 49 1,721 SH   DFND   1,721 0 0
ZTO Express Cayman Inc SPONSORED ADS A 98980A105 922 32,682 SH   DFND 6 32,682 0 0