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
360 DigiTech Inc AMERICAN DEP 88557W101 29 1,900 SH   DFND   1,900 0 0
360 DigiTech Inc AMERICAN DEP 88557W101 3,103 201,600 SH   DFND 8 201,600 0 0
3M Co COM 88579Y101 96 645 SH   DFND   645 0 0
3M Co COM 88579Y101 4,600 30,900 SH   DFND 11 30,900 0 0
3M Co COM 88579Y101 21,460 144,145 SH   DFND 7 26,753 0 117,392
3M Co COM 88579Y101 154,784 1,039,656 SH   DFND 8 1,028,474 0 11,182
51job Inc SPONSORED ADS 316827104 706 12,054 SH   DFND 7 0 0 12,054
A10 Networks Inc COM 002121101 188 13,500 SH   DFND 11 10,000 0 3,500
A10 Networks Inc COM 002121101 1,576 113,000 SH   DFND 8 100,900 0 12,100
Abbott Laboratories COM 002824100 1,950 16,471 SH   DFND   16,471 0 0
Abbott Laboratories COM 002824100 3,503 29,600 SH   DFND 11 29,600 0 0
Abbott Laboratories COM 002824100 49,536 418,522 SH   DFND 7 369,606 0 48,916
Abbott Laboratories COM 002824100 78,733 665,200 SH   DFND 8 644,100 0 21,100
AbbVie Inc COM 00287Y109 288 1,775 SH   DFND   1,775 0 0
AbbVie Inc COM 00287Y109 17,067 105,280 SH   DFND 7 44,219 0 61,061
AbbVie Inc COM 00287Y109 101,234 624,480 SH   DFND 8 620,580 0 3,900
Abercrombie & Fitch Co CL A 002896207 1,276 39,900 SH   DFND 8 30,700 0 9,200
ABIOMED Inc COM 003654100 274 828 SH   DFND 7 828 0 0
ABIOMED Inc COM 003654100 75,545 228,068 SH   DFND 8 228,068 0 0
ABM Industries Inc COM 000957100 548 11,900 SH   DFND 11 9,300 0 2,600
ABM Industries Inc COM 000957100 6,528 141,800 SH   DFND 8 120,800 0 21,000
abrdn Gold ETF Trust PHYSCL GOLD SHS 00326A104 569 30,628 SH   DFND   0 0 30,628
Accelerate Diagnostics Inc COM 00430H102 1,315 913,510 SH   DFND 8 913,510 0 0
Accenture PLC SHS CLASS A G1151C101 222 657 SH   DFND   657 0 0
Accenture PLC SHS CLASS A G1151C101 3,305 9,800 SH   DFND 11 9,800 0 0
Accenture PLC SHS CLASS A G1151C101 33,196 98,436 SH   DFND 7 57,245 0 41,191
Accenture PLC SHS CLASS A G1151C101 149,042 441,960 SH   DFND 8 434,760 0 7,200
Achilles Therapeutics PLC SPONSORED ADS 00449L102 832 282,826 SH   DFND 8 282,826 0 0
ACI Worldwide Inc COM 004498101 1,652 52,462 SH   DFND 7 49,250 0 3,212
Activision Blizzard Inc COM 00507V109 63 782 SH   DFND   782 0 0
Activision Blizzard Inc COM 00507V109 6,635 82,822 SH   DFND 7 76,214 0 6,608
Activision Blizzard Inc COM 00507V109 75,593 943,613 SH   DFND 8 931,383 0 12,230
Acuity Brands Inc COM 00508Y102 435 2,300 SH   DFND 11 2,300 0 0
Acuity Brands Inc COM 00508Y102 2,291 12,100 SH   DFND 8 5,900 0 6,200
Adobe Inc COM 00724F101 264 579 SH   DFND   579 0 0
Adobe Inc COM 00724F101 2,540 5,574 SH   DFND 11 5,574 0 0
Adobe Inc COM 00724F101 65,817 144,456 SH   DFND 7 116,497 0 27,959
Adobe Inc COM 00724F101 126,507 277,658 SH   DFND 8 265,096 0 12,562
Advance Auto Parts Inc COM 00751Y106 175 847 SH   DFND 7 847 0 0
Advance Auto Parts Inc COM 00751Y106 186 900 SH   DFND 8 900 0 0
Advanced Drainage Systems Inc COM 00790R104 404 3,400 SH   DFND 11 2,800 0 600
Advanced Drainage Systems Inc COM 00790R104 463 3,900 SH   DFND 8 0 0 3,900
Advanced Energy Industries Inc COM 007973100 29 334 SH   DFND   334 0 0
Advanced Energy Industries Inc COM 007973100 8,093 94,015 SH   DFND 8 94,015 0 0
Advanced Micro Devices Inc COM 007903107 204 1,867 SH   DFND   1,867 0 0
Advanced Micro Devices Inc COM 007903107 4,422 40,442 SH   DFND 7 7,419 0 33,023
Advanced Micro Devices Inc COM 007903107 212,902 1,947,155 SH   DFND 8 1,887,763 0 59,392
AerCap Holdings NV SHS N00985106 372 7,400 SH   DFND 7 7,400 0 0
AerCap Holdings NV SHS N00985106 292 5,800 SH   DFND 8 5,800 0 0
Aflac Inc COM 001055102 45 699 SH   DFND   699 0 0
Aflac Inc COM 001055102 2,060 32,000 SH   DFND 11 32,000 0 0
Aflac Inc COM 001055102 342 5,316 SH   DFND 7 5,316 0 0
Aflac Inc COM 001055102 9,047 140,500 SH   DFND 8 135,300 0 5,200
AGCO Corp COM 001084102 1,329 9,100 SH   DFND 11 7,200 0 1,900
AGCO Corp COM 001084102 23,277 159,400 SH   DFND 8 137,400 0 22,000
Agilent Technologies Inc COM 00846U101 44 331 SH   DFND   331 0 0
Agilent Technologies Inc COM 00846U101 1,720 13,000 SH   DFND 11 13,000 0 0
Agilent Technologies Inc COM 00846U101 2,085 15,753 SH   DFND 7 15,147 0 606
Agilent Technologies Inc COM 00846U101 31,812 240,401 SH   DFND 8 238,000 0 2,401
Agios Pharmaceuticals Inc COM 00847X104 5,846 200,837 SH   DFND 8 200,837 0 0
Agnico Eagle Mines Ltd COM 008474108 18,117 295,842 SH   DFND 7 295,842 0 0
Airbnb Inc COM CL A 009066101 46 267 SH   DFND   267 0 0
Airbnb Inc COM CL A 009066101 25,392 147,835 SH   DFND 7 147,835 0 0
Airbnb Inc NOTE 3/1 009066AB7 22,183 22,800,000 PRN   DFND 7 19,029,000 0 3,771,000
Akamai Technologies Inc COM 00971T101 8,542 71,550 SH   DFND 7 67,178 0 4,372
Akamai Technologies Inc COM 00971T101 2,662 22,300 SH   DFND 8 22,300 0 0
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5 19,847 17,200,000 PRN   DFND 7 14,800,000 0 2,400,000
Alarm.com Holdings Inc COM 011642105 3,773 56,772 SH   DFND 8 56,772 0 0
Alaunos Therapeutics Inc COM 98973P101 572 877,500 SH   DFND 8 877,500 0 0
Albemarle Corp COM 012653101 52 233 SH   DFND   233 0 0
Albemarle Corp COM 012653101 533 2,408 SH   DFND 7 1,305 0 1,103
Albemarle Corp COM 012653101 13,227 59,811 SH   DFND 8 59,811 0 0
Alcoa Corp COM 013872106 495 5,500 SH   DFND 11 5,500 0 0
Alcoa Corp COM 013872106 2,228 24,748 SH   DFND 7 0 0 24,748
Alcoa Corp COM 013872106 297 3,300 SH   DFND 8 0 0 3,300
Alcon Inc ORD SHS H01301128 32,474 409,350 SH   DFND 7 96,248 0 313,102
Alcon Inc ORD SHS H01301128 8,059 101,590 SH   DFND 8 99,946 0 1,644
Alexandria Real Estate Equities Inc COM 015271109 38,799 192,791 SH   DFND 10 192,791 0 0
Alexandria Real Estate Equities Inc COM 015271109 201 1,001 SH   DFND 7 1,001 0 0
Algonquin Power & Utilities Corp COM 015857105 4,428 285,301 SH   DFND 7 285,301 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 11,529 105,969 SH   DFND   81,908 0 24,061
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 22,258 204,580 SH   DFND 7 187,880 0 16,700
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 104,953 964,643 SH   DFND 8 964,643 0 0
Align Technology Inc COM 016255101 36 83 SH   DFND   83 0 0
Align Technology Inc COM 016255101 13,788 31,623 SH   DFND 7 31,623 0 0
Align Technology Inc COM 016255101 129,472 296,954 SH   DFND 8 295,549 0 1,405
Alkermes PLC SHS G01767105 6,842 260,050 SH   DFND 8 260,050 0 0
Allegion plc ORD SHS G0176J109 1,636 14,900 SH   DFND 11 14,900 0 0
Allegion plc ORD SHS G0176J109 10 91 SH   DFND 7 91 0 0
Allegion plc ORD SHS G0176J109 28,990 264,075 SH   DFND 8 261,300 0 2,775
Alliance Data Systems Corp COM 018581108 387 6,900 SH   DFND 8 0 0 6,900
Allscripts Healthcare Solutions Inc COM 01988P108 444 19,700 SH   DFND 11 16,100 0 3,600
Allscripts Healthcare Solutions Inc COM 01988P108 6,853 304,300 SH   DFND 8 276,400 0 27,900
Allstate Corp/The COM 020002101 254 1,837 SH   DFND 7 1,837 0 0
Ally Financial Inc COM 02005N100 189 4,336 SH   DFND 7 4,336 0 0
Ally Financial Inc COM 02005N100 36,245 833,600 SH   DFND 8 780,600 0 53,000
Alnylam Pharmaceuticals Inc COM 02043Q107 20 121 SH   DFND 7 121 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 33,928 207,775 SH   DFND 8 207,775 0 0
Alphabet Inc CAP STK CL A 02079K305 790 284 SH   DFND   284 0 0
Alphabet Inc CAP STK CL A 02079K305 12,296 4,421 SH   DFND 11 4,421 0 0
Alphabet Inc CAP STK CL A 02079K305 137,885 49,575 SH   DFND 7 40,304 0 9,271
Alphabet Inc CAP STK CL A 02079K305 518,227 186,322 SH   DFND 8 178,072 0 8,250
Alphabet Inc CAP STK CL C 02079K107 765 274 SH   DFND   274 0 0
Alphabet Inc CAP STK CL C 02079K107 42,588 15,248 SH   DFND 7 4,704 0 10,544
Alphabet Inc CAP STK CL C 02079K107 563,854 201,882 SH   DFND 8 201,882 0 0
Alpha Metallurgical Resources Inc COM 020764106 1,755 13,300 SH   DFND 11 10,600 0 2,700
Alpha Metallurgical Resources Inc COM 020764106 1,768 13,400 SH   DFND 8 0 0 13,400
Altair Engineering Inc COM CL A 021369103 45,976 713,912 SH   DFND 8 704,595 0 9,317
Altice USA Inc CL A 02156K103 374 29,965 SH   DFND 7 18,514 0 11,451
Alto Ingredients Inc COM 021513106 1,089 159,700 SH   DFND 8 159,700 0 0
Altra Industrial Motion Corp COM 02208R106 354 9,100 SH   DFND 11 7,500 0 1,600
Altra Industrial Motion Corp COM 02208R106 331 8,500 SH   DFND 8 0 0 8,500
ALX Oncology Holdings Inc COM 00166B105 2,099 124,199 SH   DFND 8 124,199 0 0
Amazon.com Inc COM 023135106 4,029 1,236 SH   DFND   1,236 0 0
Amazon.com Inc COM 023135106 9,839 3,018 SH   DFND 11 3,018 0 0
Amazon.com Inc COM 023135106 190,150 58,329 SH   DFND 7 48,589 0 9,740
Amazon.com Inc COM 023135106 799,972 245,394 SH   DFND 8 243,694 0 1,700
Ambarella Inc SHS G037AX101 63,829 608,358 SH   DFND 8 608,358 0 0
Ambev SA SPONSORED ADR 02319V103 4,626 1,432,127 SH   DFND   1,432,127 0 0
Ambev SA SPONSORED ADR 02319V103 105 32,420 SH   DFND 7 0 0 32,420
Amcor PLC ORD G0250X107 163 14,374 SH   DFND 7 14,374 0 0
Amdocs Ltd SHS G02602103 1,595 19,400 SH   DFND 11 16,600 0 2,800
Amdocs Ltd SHS G02602103 238 2,900 SH   DFND 7 2,900 0 0
Amdocs Ltd SHS G02602103 24,005 292,000 SH   DFND 8 277,100 0 14,900
Amedisys Inc COM 023436108 11,665 67,704 SH   DFND 8 67,704 0 0
AMERCO COM 023586100 239 400 SH   DFND 8 0 0 400
Ameresco Inc CL A 02361E108 155 1,945 SH   DFND   1,945 0 0
Ameresco Inc CL A 02361E108 11,197 140,842 SH   DFND 7 47,998 0 92,844
Ameresco Inc CL A 02361E108 43,009 540,994 SH   DFND 8 540,994 0 0
American Campus Communities Inc COM 024835100 37,840 676,071 SH   DFND 10 676,071 0 0
American Campus Communities Inc COM 024835100 481 8,600 SH   DFND 11 6,700 0 1,900
American Campus Communities Inc COM 024835100 56 1,008 SH   DFND 7 1,008 0 0
American Campus Communities Inc COM 024835100 4,175 74,600 SH   DFND 8 66,100 0 8,500
American Express Co COM 025816109 138 737 SH   DFND   737 0 0
American Express Co COM 025816109 2,319 12,400 SH   DFND 11 12,400 0 0
American Express Co COM 025816109 19,132 102,309 SH   DFND 7 47,267 0 55,042
American Express Co COM 025816109 182,653 976,754 SH   DFND 8 968,054 0 8,700
American Financial Group Inc/OH COM 025932104 11 73 SH   DFND 7 73 0 0
American Financial Group Inc/OH COM 025932104 1,311 9,000 SH   DFND 8 9,000 0 0
American Homes 4 Rent CL A 02665T306 42,933 1,072,521 SH   DFND 10 1,072,521 0 0
American Homes 4 Rent CL A 02665T306 159 3,974 SH   DFND 7 3,974 0 0
American International Group Inc COM NEW 026874784 59 933 SH   DFND   933 0 0
American International Group Inc COM NEW 026874784 1,042 16,600 SH   DFND 11 16,600 0 0
American International Group Inc COM NEW 026874784 191 3,042 SH   DFND 7 3,042 0 0
American International Group Inc COM NEW 026874784 4,953 78,900 SH   DFND 8 71,900 0 7,000
American Tower Corp COM 03027X100 1,856 7,389 SH   DFND   7,389 0 0
American Tower Corp COM 03027X100 683 2,719 SH   DFND 10 2,719 0 0
American Tower Corp COM 03027X100 2,336 9,300 SH   DFND 11 9,300 0 0
American Tower Corp COM 03027X100 4,120 16,399 SH   DFND 7 460 0 15,939
American Tower Corp COM 03027X100 109,054 434,097 SH   DFND 8 433,097 0 1,000
American Water Works Co Inc COM 030420103 3,807 23,000 SH   DFND 10 23,000 0 0
American Water Works Co Inc COM 030420103 1,672 10,100 SH   DFND 11 10,100 0 0
American Water Works Co Inc COM 030420103 30 183 SH   DFND 7 183 0 0
American Water Works Co Inc COM 030420103 23,985 144,900 SH   DFND 8 143,200 0 1,700
Americold Realty Trust COM 03064D108 11,310 405,675 SH   DFND 10 405,675 0 0
Americold Realty Trust COM 03064D108 318 11,400 SH   DFND 11 9,200 0 2,200
Americold Realty Trust COM 03064D108 74 2,666 SH   DFND 7 2,666 0 0
Americold Realty Trust COM 03064D108 415 14,900 SH   DFND 8 2,800 0 12,100
Ameriprise Financial Inc COM 03076C106 120 400 SH   DFND 11 400 0 0
Ameriprise Financial Inc COM 03076C106 55 182 SH   DFND 7 182 0 0
Ameriprise Financial Inc COM 03076C106 8,500 28,300 SH   DFND 8 26,300 0 2,000
AmerisourceBergen Corp COM 03073E105 24 158 SH   DFND 7 158 0 0
AmerisourceBergen Corp COM 03073E105 55,928 361,500 SH   DFND 8 357,400 0 4,100
AMETEK Inc COM 031100100 165 1,239 SH   DFND 7 1,239 0 0
AMETEK Inc COM 031100100 8,803 66,100 SH   DFND 8 66,100 0 0
Amgen Inc COM 031162100 141 583 SH   DFND   583 0 0
Amgen Inc COM 031162100 913 3,777 SH   DFND 11 3,777 0 0
Amgen Inc COM 031162100 19,747 81,660 SH   DFND 7 45,291 0 36,369
Amgen Inc COM 031162100 63,737 263,571 SH   DFND 8 248,199 0 15,372
Amkor Technology Inc COM 031652100 176 8,100 SH   DFND 11 8,100 0 0
Amkor Technology Inc COM 031652100 189 8,700 SH   DFND 8 3,000 0 5,700
AMN Healthcare Services Inc COM 001744101 490 4,700 SH   DFND 11 3,400 0 1,300
AMN Healthcare Services Inc COM 001744101 4,465 42,794 SH   DFND 8 30,794 0 12,000
Amphenol Corp CL A 032095101 49 656 SH   DFND   656 0 0
Amphenol Corp CL A 032095101 2,313 30,700 SH   DFND 11 30,700 0 0
Amphenol Corp CL A 032095101 27,068 359,235 SH   DFND 7 359,235 0 0
Amphenol Corp CL A 032095101 38,044 504,900 SH   DFND 8 497,200 0 7,700
Analog Devices Inc COM 032654105 106 643 SH   DFND   643 0 0
Analog Devices Inc COM 032654105 3,704 22,425 SH   DFND 7 779 0 21,646
Analog Devices Inc COM 032654105 4,130 25,000 SH   DFND 8 22,000 0 3,000
Annaly Capital Management Inc COM 035710409 221 31,459 SH   DFND 7 31,459 0 0
ANSYS Inc COM 03662Q105 105 330 SH   DFND 11 330 0 0
ANSYS Inc COM 03662Q105 217 683 SH   DFND 7 683 0 0
ANSYS Inc COM 03662Q105 69,390 218,449 SH   DFND 8 218,449 0 0
Antero Resources Corp COM 03674X106 287 9,400 SH   DFND 11 7,500 0 1,900
Antero Resources Corp COM 03674X106 1,676 54,900 SH   DFND 8 47,600 0 7,300
Anthem Inc COM 036752103 120 245 SH   DFND   245 0 0
Anthem Inc COM 036752103 1,474 3,000 SH   DFND 11 3,000 0 0
Anthem Inc COM 036752103 6,067 12,350 SH   DFND 7 589 0 11,761
Anthem Inc COM 036752103 104,004 211,726 SH   DFND 8 208,726 0 3,000
Aon PLC SHS CL A G0403H108 86 263 SH   DFND   263 0 0
Aon PLC SHS CL A G0403H108 2,214 6,800 SH   DFND 11 6,800 0 0
Aon PLC SHS CL A G0403H108 20,189 62,000 SH   DFND 8 58,200 0 3,800
A O Smith Corp COM 831865209 9 134 SH   DFND 7 134 0 0
A O Smith Corp COM 831865209 8,050 126,000 SH   DFND 8 126,000 0 0
APA Corp COM 03743Q108 684 16,553 SH   DFND 11 12,708 0 3,845
APA Corp COM 03743Q108 10,339 250,151 SH   DFND 8 229,847 0 20,304
Apartment Investment and Management Co CL A 03748R747 240 32,800 SH   DFND 11 24,100 0 8,700
Apartment Investment and Management Co CL A 03748R747 1,616 220,700 SH   DFND 8 193,200 0 27,500
Apollo Medical Holdings Inc COM NEW 03763A207 301 6,200 SH   DFND 11 4,500 0 1,700
Apollo Medical Holdings Inc COM NEW 03763A207 1,541 31,800 SH   DFND 8 26,200 0 5,600
Apple Hospitality REIT Inc COM NEW 03784Y200 420 23,400 SH   DFND 11 18,500 0 4,900
Apple Hospitality REIT Inc COM NEW 03784Y200 22 1,228 SH   DFND 7 1,228 0 0
Apple Hospitality REIT Inc COM NEW 03784Y200 2,442 135,900 SH   DFND 8 115,000 0 20,900
Apple Inc COM 037833100 2,606 14,927 SH   DFND   14,927 0 0
Apple Inc COM 037833100 22,665 129,804 SH   DFND 11 129,804 0 0
Apple Inc COM 037833100 173,821 995,481 SH   DFND 7 545,129 0 450,352
Apple Inc COM 037833100 1,400,305 8,019,614 SH   DFND 8 7,953,214 0 66,400
Applied Materials Inc COM 038222105 128 972 SH   DFND   972 0 0
Applied Materials Inc COM 038222105 1,631 12,372 SH   DFND 11 12,372 0 0
Applied Materials Inc COM 038222105 1,256 9,528 SH   DFND 7 3,494 0 6,034
Applied Materials Inc COM 038222105 66,256 502,698 SH   DFND 8 487,086 0 15,612
Aptiv PLC SHS G6095L109 2,873 23,996 SH   DFND   23,996 0 0
Aptiv PLC SHS G6095L109 1,823 15,225 SH   DFND 7 15,225 0 0
Aptiv PLC SHS G6095L109 125,860 1,051,378 SH   DFND 8 1,045,356 0 6,022
Aramark COM 03852U106 11 290 SH   DFND 7 290 0 0
Aramark COM 03852U106 278 7,400 SH   DFND 8 5,300 0 2,100
ArcBest Corp COM 03937C105 362 4,500 SH   DFND 11 3,400 0 1,100
ArcBest Corp COM 03937C105 3,292 40,900 SH   DFND 8 37,000 0 3,900
Arch Capital Group Ltd ORD G0450A105 1,467 30,300 SH   DFND 11 25,000 0 5,300
Arch Capital Group Ltd ORD G0450A105 70 1,438 SH   DFND 7 1,438 0 0
Arch Capital Group Ltd ORD G0450A105 1,516 31,300 SH   DFND 8 0 0 31,300
Archer-Daniels-Midland Co COM 039483102 55 611 SH   DFND   611 0 0
Archer-Daniels-Midland Co COM 039483102 5,046 55,900 SH   DFND 11 55,900 0 0
Archer-Daniels-Midland Co COM 039483102 350 3,877 SH   DFND 7 3,877 0 0
Archer-Daniels-Midland Co COM 039483102 72,921 807,900 SH   DFND 8 795,900 0 12,000
Arcus Biosciences Inc COM 03969F109 4,245 134,515 SH   DFND 8 134,515 0 0
Arcutis Biotherapeutics Inc COM 03969K108 6,836 354,943 SH   DFND 8 354,943 0 0
Argenx SE SPONSORED ADR 04016X101 28,057 88,983 SH   DFND 8 88,983 0 0
Arista Networks Inc COM 040413106 657 4,727 SH   DFND 7 4,727 0 0
Array Technologies Inc COM SHS 04271T100 159 14,136 SH   DFND 7 14,136 0 0
Arrow Electronics Inc COM 042735100 8 70 SH   DFND 7 70 0 0
Arrow Electronics Inc COM 042735100 427 3,600 SH   DFND 8 0 0 3,600
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 652 91,912 SH   DFND 7 0 0 91,912
ASGN Inc COM 00191U102 852 7,300 SH   DFND 11 5,600 0 1,700
ASGN Inc COM 00191U102 6,734 57,700 SH   DFND 8 50,700 0 7,000
ASML Holding NV N Y REGISTRY SHS N07059210 303 454 SH   DFND   454 0 0
Aspen Technology Inc COM 045327103 54,171 327,575 SH   DFND 8 327,575 0 0
AssetMark Financial Holdings Inc COM 04546L106 1,473 66,209 SH   DFND 8 66,209 0 0
Assured Guaranty Ltd COM G0585R106 248 3,900 SH   DFND 11 3,300 0 600
Assured Guaranty Ltd COM G0585R106 229 3,600 SH   DFND 8 0 0 3,600
Atkore Inc COM 047649108 610 6,200 SH   DFND 11 4,700 0 1,500
Atkore Inc COM 047649108 6,999 71,100 SH   DFND 8 57,600 0 13,500
Atmos Energy Corp COM 049560105 1,912 16,000 SH   DFND 11 16,000 0 0
Atmos Energy Corp COM 049560105 340 2,844 SH   DFND 7 2,844 0 0
Atmos Energy Corp COM 049560105 25,499 213,400 SH   DFND 8 211,100 0 2,300
AT&T Inc COM 00206R102 135 7,568 SH   DFND   7,568 0 0
AT&T Inc COM 00206R102 2,618 146,800 SH   DFND 11 146,800 0 0
AT&T Inc COM 00206R102 5,512 309,028 SH   DFND 7 67,107 0 241,921
AT&T Inc COM 00206R102 47,499 2,663,200 SH   DFND 8 2,454,400 0 208,800
Autodesk Inc COM 052769106 50 231 SH   DFND   231 0 0
Autodesk Inc COM 052769106 3,224 15,043 SH   DFND 7 13,310 0 1,733
Autodesk Inc COM 052769106 113,031 527,321 SH   DFND 8 523,972 0 3,349
Autohome Inc SP ADS RP CL A 05278C107 73 2,400 SH   DFND   2,400 0 0
Autohome Inc SP ADS RP CL A 05278C107 4,051 133,200 SH   DFND 8 133,200 0 0
Automatic Data Processing Inc COM 053015103 2,613 11,484 SH   DFND   11,484 0 0
Automatic Data Processing Inc COM 053015103 3,461 15,209 SH   DFND 11 15,209 0 0
Automatic Data Processing Inc COM 053015103 25,147 110,515 SH   DFND 7 90,549 0 19,966
Automatic Data Processing Inc COM 053015103 74,677 328,193 SH   DFND 8 319,152 0 9,041
AutoNation Inc COM 05329W102 637 6,400 SH   DFND 11 5,200 0 1,200
AutoNation Inc COM 05329W102 7,937 79,700 SH   DFND 8 64,400 0 15,300
AutoZone Inc COM 053332102 47 23 SH   DFND   23 0 0
AutoZone Inc COM 053332102 1,227 600 SH   DFND 11 600 0 0
AutoZone Inc COM 053332102 466 228 SH   DFND 7 228 0 0
AutoZone Inc COM 053332102 13,680 6,691 SH   DFND 8 6,599 0 92
AvalonBay Communities Inc COM 053484101 60,131 242,104 SH   DFND 10 242,104 0 0
AvalonBay Communities Inc COM 053484101 546 2,200 SH   DFND 11 2,200 0 0
AvalonBay Communities Inc COM 053484101 684 2,754 SH   DFND 7 2,754 0 0
AvalonBay Communities Inc COM 053484101 9,612 38,700 SH   DFND 8 38,700 0 0
Avanos Medical Inc COM 05350V106 308 9,200 SH   DFND 11 6,900 0 2,300
Avanos Medical Inc COM 05350V106 3,518 105,000 SH   DFND 8 97,700 0 7,300
Avantor Inc COM 05352A100 714 21,100 SH   DFND 11 16,800 0 4,300
Avantor Inc COM 05352A100 683 20,200 SH   DFND 8 0 0 20,200
Avery Dennison Corp COM 053611109 296 1,700 SH   DFND 11 1,700 0 0
Avery Dennison Corp COM 053611109 15 84 SH   DFND 7 84 0 0
Avery Dennison Corp COM 053611109 2,503 14,386 SH   DFND 8 13,886 0 500
Avis Budget Group Inc COM 053774105 369 1,400 SH   DFND 11 1,100 0 300
Avis Budget Group Inc COM 053774105 342 1,300 SH   DFND 8 0 0 1,300
Avista Corp COM 05379B107 217 4,800 SH   DFND 11 3,900 0 900
Avista Corp COM 05379B107 312 6,900 SH   DFND 8 0 0 6,900
Avnet Inc COM 053807103 589 14,500 SH   DFND 11 11,000 0 3,500
Avnet Inc COM 053807103 7,477 184,200 SH   DFND 8 155,400 0 28,800
Axcelis Technologies Inc COM NEW 054540208 438 5,800 SH   DFND 11 4,400 0 1,400
Axcelis Technologies Inc COM NEW 054540208 566 7,500 SH   DFND 8 2,100 0 5,400
Axis Capital Holdings Ltd SHS G0692U109 732 12,100 SH   DFND 8 0 0 12,100
Axon Enterprise Inc COM 05464C101 16,583 120,400 SH   DFND 7 120,400 0 0
Axonics Inc COM 05465P101 114,722 1,832,612 SH   DFND 8 1,820,848 0 11,764
Badger Meter Inc COM 056525108 9,949 99,776 SH   DFND 7 99,776 0 0
Baidu Inc SPON ADR REP A 056752108 7,316 55,296 SH   DFND   51,350 0 3,946
Baidu Inc SPON ADR REP A 056752108 1,053 7,961 SH   DFND 7 0 0 7,961
Baidu Inc SPON ADR REP A 056752108 17,535 132,538 SH   DFND 8 132,538 0 0
Baker Hughes Co CL A 05722G100 350 9,600 SH   DFND 11 9,600 0 0
Baker Hughes Co CL A 05722G100 1,736 47,677 SH   DFND 7 47,677 0 0
Baker Hughes Co CL A 05722G100 572 15,700 SH   DFND 8 0 0 15,700
Ball Corp COM 058498106 82 915 SH   DFND   915 0 0
Ball Corp COM 058498106 29 327 SH   DFND 7 327 0 0
Ball Corp COM 058498106 31,192 346,580 SH   DFND 8 346,580 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 195 46,317 SH   DFND 7 0 0 46,317
Bancorp Inc/The COM 05969A105 99 3,500 SH   DFND 11 3,500 0 0
Bancorp Inc/The COM 05969A105 5,085 179,506 SH   DFND 7 179,506 0 0
Bank of America Corp COM 060505104 376 9,129 SH   DFND   9,129 0 0
Bank of America Corp COM 060505104 23,154 561,722 SH   DFND 7 207,777 0 353,945
Bank of America Corp COM 060505104 49,443 1,199,500 SH   DFND 8 1,182,800 0 16,700
Bank of Montreal COM 063671101 87 739 SH   DFND   739 0 0
Bank of Montreal COM 063671101 1,864 15,800 SH   DFND 11 15,800 0 0
Bank of Montreal COM 063671101 77 653 SH   DFND 7 653 0 0
Bank of Montreal COM 063671101 45,843 388,600 SH   DFND 8 376,900 0 11,700
Bank of New York Mellon Corp/The COM 064058100 45 906 SH   DFND   906 0 0
Bank of New York Mellon Corp/The COM 064058100 849 17,100 SH   DFND 11 17,100 0 0
Bank of New York Mellon Corp/The COM 064058100 218 4,384 SH   DFND 7 4,384 0 0
Bank of New York Mellon Corp/The COM 064058100 18,795 378,700 SH   DFND 8 369,800 0 8,900
Bank of Nova Scotia/The COM 064149107 95 1,318 SH   DFND   1,318 0 0
Bank of Nova Scotia/The COM 064149107 4,009 55,900 SH   DFND 11 55,900 0 0
Bank of Nova Scotia/The COM 064149107 138 1,930 SH   DFND 7 1,227 0 703
Bank of Nova Scotia/The COM 064149107 39,618 552,400 SH   DFND 8 540,600 0 11,800
Bank OZK COM 06417N103 2,601 60,918 SH   DFND 8 60,918 0 0
Barrick Gold Corp COM 067901108 28,358 1,156,048 SH   DFND 7 1,156,048 0 0
Barrick Gold Corp COM 067901108 96 3,900 SH   DFND 8 0 0 3,900
Bausch Health Cos Inc COM 071734107 301 13,174 SH   DFND 7 0 0 13,174
Baxter International Inc COM 071813109 39 509 SH   DFND   509 0 0
Baxter International Inc COM 071813109 512 6,600 SH   DFND 11 6,600 0 0
Baxter International Inc COM 071813109 331 4,265 SH   DFND 7 4,265 0 0
Baxter International Inc COM 071813109 17,842 230,100 SH   DFND 8 229,000 0 1,100
BCE Inc COM NEW 05534B760 111 2,000 SH   DFND 11 2,000 0 0
BCE Inc COM NEW 05534B760 4 73 SH   DFND 7 73 0 0
BCE Inc COM NEW 05534B760 5,202 93,800 SH   DFND 8 92,100 0 1,700
Becton Dickinson and Co COM 075887109 83 319 SH   DFND   319 0 0
Becton Dickinson and Co COM 075887109 1,167 4,500 SH   DFND 11 4,500 0 0
Becton Dickinson and Co COM 075887109 41,830 161,297 SH   DFND 7 126,248 0 35,049
Becton Dickinson and Co COM 075887109 94,563 364,637 SH   DFND 8 361,437 0 3,200
BeiGene Ltd SPONSORED ADR 07725L102 82 437 SH   DFND 7 0 0 437
BeiGene Ltd SPONSORED ADR 07725L102 5,399 28,629 SH   DFND 8 28,629 0 0
Belden Inc COM 077454106 421 7,600 SH   DFND 11 5,800 0 1,800
Belden Inc COM 077454106 5,185 93,600 SH   DFND 8 87,100 0 6,500
Bentley Systems Inc COM CL B 08265T208 19,302 436,894 SH   DFND 8 436,894 0 0
Berkshire Hathaway Inc CL B NEW 084670702 507 1,436 SH   DFND   1,436 0 0
Berkshire Hathaway Inc CL B NEW 084670702 8,223 23,300 SH   DFND 11 23,300 0 0
Berkshire Hathaway Inc CL B NEW 084670702 6,276 17,783 SH   DFND 7 1,316 0 16,467
Berkshire Hathaway Inc CL B NEW 084670702 155,501 440,624 SH   DFND 8 433,724 0 6,900
Best Buy Co Inc COM 086516101 283 3,113 SH   DFND 7 3,113 0 0
Best Buy Co Inc COM 086516101 836 9,200 SH   DFND 8 9,200 0 0
BGC Partners Inc CL A 05541T101 21 4,700 SH   DFND 11 4,700 0 0
BGC Partners Inc CL A 05541T101 137 31,100 SH   DFND 8 0 0 31,100
BHP Group Ltd SPONSORED ADS 088606108 202 2,619 SH   DFND   2,619 0 0
Bicycle Therapeutics PLC SPONSORED ADS 088786108 6,374 145,254 SH   DFND 8 145,254 0 0
Biglari Holdings Inc COM STK CL A 08986R408 109 150 SH   DFND 11 110 0 40
Biglari Holdings Inc COM STK CL A 08986R408 175 240 SH   DFND 8 100 0 140
Biogen Inc COM 09062X103 35 165 SH   DFND   165 0 0
Biogen Inc COM 09062X103 1,420 6,743 SH   DFND 7 2,102 0 4,641
Biogen Inc COM 09062X103 41,372 196,447 SH   DFND 8 196,447 0 0
Biohaven Pharmaceutical Holding Co Ltd COM G11196105 6,599 55,656 SH   DFND 8 55,656 0 0
BioMarin Pharmaceutical Inc COM 09061G101 1,490 19,321 SH   DFND 7 19,321 0 0
BioMarin Pharmaceutical Inc COM 09061G101 31,556 409,286 SH   DFND 8 409,286 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 8,468 8,430,000 PRN   DFND 7 7,159,000 0 1,271,000
Biomea Fusion Inc COM 09077A106 522 117,000 SH   DFND 8 117,000 0 0
Bio-Techne Corp COM 09073M104 43 100 SH   DFND 11 100 0 0
Bio-Techne Corp COM 09073M104 349 806 SH   DFND 7 806 0 0
BJ's Wholesale Club Holdings Inc COM 05550J101 433 6,400 SH   DFND 11 6,000 0 400
BJ's Wholesale Club Holdings Inc COM 05550J101 5,571 82,400 SH   DFND 8 73,000 0 9,400
Blackbaud Inc COM 09227Q100 479 8,000 SH   DFND 11 6,100 0 1,900
Blackbaud Inc COM 09227Q100 5,185 86,600 SH   DFND 8 78,900 0 7,700
Blackline Inc COM 09239B109 6,505 88,839 SH   DFND 7 88,839 0 0
BlackRock Inc COM 09247X101 134 176 SH   DFND   176 0 0
BlackRock Inc COM 09247X101 3,439 4,500 SH   DFND 11 4,500 0 0
BlackRock Inc COM 09247X101 20,806 27,227 SH   DFND 7 14,439 0 12,788
BlackRock Inc COM 09247X101 54,736 71,628 SH   DFND 8 69,728 0 1,900
Blackstone Inc COM 09260D107 4,155 32,731 SH   DFND 7 0 0 32,731
Block Inc CL A 852234103 71 521 SH   DFND   521 0 0
Block Inc CL A 852234103 4,062 29,959 SH   DFND 7 29,959 0 0
Block Inc CL A 852234103 3,315 24,449 SH   DFND 8 23,649 0 800
Block Inc NOTE 0.250%11/0 852234AK9 8,587 9,393,000 PRN   DFND 7 8,049,000 0 1,344,000
Block Inc NOTE 5/0 852234AJ2 1,156 1,250,000 PRN   DFND 7 1,250,000 0 0
Bloomin' Brands Inc COM 094235108 373 17,000 SH   DFND 11 12,900 0 4,100
Bloomin' Brands Inc COM 094235108 3,278 149,400 SH   DFND 8 136,300 0 13,100
BlueLinx Holdings Inc COM NEW 09624H208 129 1,800 SH   DFND 11 1,300 0 500
BlueLinx Holdings Inc COM NEW 09624H208 122 1,700 SH   DFND 8 0 0 1,700
Boeing Co/The COM 097023105 121 631 SH   DFND   631 0 0
Boeing Co/The COM 097023105 3,028 15,814 SH   DFND 7 9,849 0 5,965
Boise Cascade Co COM 09739D100 521 7,500 SH   DFND 11 6,400 0 1,100
Boise Cascade Co COM 09739D100 4,981 71,700 SH   DFND 8 65,300 0 6,400
Booking Holdings Inc COM 09857L108 2,198 936 SH   DFND   936 0 0
Booking Holdings Inc COM 09857L108 14,967 6,373 SH   DFND 7 4,372 0 2,001
Booking Holdings Inc COM 09857L108 109,933 46,811 SH   DFND 8 46,088 0 723
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8 1,286 870,000 PRN   DFND 7 0 0 870,000
Boot Barn Holdings Inc COM 099406100 313 3,300 SH   DFND 11 3,300 0 0
Boot Barn Holdings Inc COM 099406100 3,327 35,100 SH   DFND 8 30,800 0 4,300
Booz Allen Hamilton Holding Corp CL A 099502106 439 5,000 SH   DFND 11 5,000 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 7,917 90,133 SH   DFND 8 90,133 0 0
BorgWarner Inc COM 099724106 44 1,140 SH   DFND   1,140 0 0
BorgWarner Inc COM 099724106 2,796 71,886 SH   DFND 7 71,886 0 0
BorgWarner Inc COM 099724106 11,598 298,152 SH   DFND 8 298,152 0 0
Boston Properties Inc COM 101121101 33,466 259,830 SH   DFND 10 259,830 0 0
Boston Properties Inc COM 101121101 357 2,769 SH   DFND 7 2,769 0 0
Boston Scientific Corp COM 101137107 67 1,510 SH   DFND   1,510 0 0
Boston Scientific Corp COM 101137107 102 2,300 SH   DFND 11 2,300 0 0
Boston Scientific Corp COM 101137107 9,805 221,388 SH   DFND 7 74,775 0 146,613
Boston Scientific Corp COM 101137107 80,784 1,823,969 SH   DFND 8 1,812,169 0 11,800
Box Inc CL A 10316T104 634 21,800 SH   DFND 8 0 0 21,800
Brightcove Inc COM 10921T101 933 119,600 SH   DFND 8 119,600 0 0
Bright Horizons Family Solutions Inc COM 109194100 1,393 10,500 SH   DFND 10 10,500 0 0
Bright Horizons Family Solutions Inc COM 109194100 5,767 43,461 SH   DFND 7 43,461 0 0
Bright Horizons Family Solutions Inc COM 109194100 4,800 36,176 SH   DFND 8 36,176 0 0
BrightView Holdings Inc COM 10948C107 1,239 91,000 SH   DFND 8 83,400 0 7,600
Brinker International Inc COM 109641100 301 7,900 SH   DFND 11 5,900 0 2,000
Brinker International Inc COM 109641100 3,648 95,600 SH   DFND 8 88,600 0 7,000
Brink's Co/The COM 109696104 408 6,000 SH   DFND 11 4,400 0 1,600
Brink's Co/The COM 109696104 1,761 25,900 SH   DFND 8 19,100 0 6,800
Bristol-Myers Squibb Co COM 110122108 166 2,270 SH   DFND   2,270 0 0
Bristol-Myers Squibb Co COM 110122108 694 9,500 SH   DFND 11 9,500 0 0
Bristol-Myers Squibb Co COM 110122108 8,441 115,585 SH   DFND 7 104,756 0 10,829
Bristol-Myers Squibb Co COM 110122108 106,595 1,459,600 SH   DFND 8 1,368,500 0 91,100
Brixmor Property Group Inc COM 11120U105 194 7,500 SH   DFND 11 7,500 0 0
Brixmor Property Group Inc COM 11120U105 62 2,405 SH   DFND 7 2,405 0 0
Broadcom Inc COM 11135F101 246 391 SH   DFND   391 0 0
Broadcom Inc COM 11135F101 11,410 18,120 SH   DFND 7 9,837 0 8,283
Broadcom Inc COM 11135F101 58,090 92,253 SH   DFND 8 88,553 0 3,700
Broadridge Financial Solutions Inc COM 11133T103 654 4,200 SH   DFND 11 4,200 0 0
Broadridge Financial Solutions Inc COM 11133T103 246 1,578 SH   DFND 7 1,578 0 0
Broadridge Financial Solutions Inc COM 11133T103 12,083 77,600 SH   DFND 8 77,100 0 500
Brookfield Asset Management Inc CL A LTD VT SH 112585104 88 1,555 SH   DFND   1,555 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 566 10,000 SH   DFND 11 10,000 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 9,700 171,471 SH   DFND 7 0 0 171,471
Brookfield Asset Management Inc CL A LTD VT SH 112585104 13,048 230,650 SH   DFND 8 226,100 0 4,550
Brookfield Renewable Corp CL A SUB VTG 11284V105 3,272 74,700 SH   DFND 8 74,700 0 0
Brown & Brown Inc COM 115236101 809 11,200 SH   DFND 11 11,200 0 0
Brown & Brown Inc COM 115236101 42,263 584,800 SH   DFND 8 576,100 0 8,700
Brown-Forman Corp CL B 115637209 744 11,100 SH   DFND 11 11,100 0 0
Brown-Forman Corp CL B 115637209 60 898 SH   DFND 7 898 0 0
Brown-Forman Corp CL B 115637209 14,864 221,779 SH   DFND 8 219,379 0 2,400
Bruker Corp COM 116794108 32 500 SH   DFND 11 500 0 0
Bruker Corp COM 116794108 1,730 26,900 SH   DFND 8 26,900 0 0
Brunswick Corp/DE COM 117043109 20,347 251,542 SH   DFND 8 251,542 0 0
Buckle Inc/The COM 118440106 215 6,500 SH   DFND 11 5,100 0 1,400
Buckle Inc/The COM 118440106 1,120 33,900 SH   DFND 8 29,200 0 4,700
Builders FirstSource Inc COM 12008R107 1,271 19,700 SH   DFND 11 14,900 0 4,800
Builders FirstSource Inc COM 12008R107 7,479 115,887 SH   DFND 8 99,487 0 16,400
Bunge Ltd COM G16962105 16 142 SH   DFND 7 142 0 0
Bunge Ltd COM G16962105 34,573 312,000 SH   DFND 8 292,300 0 19,700
Burlington Stores Inc NOTE 2.250% 4/1 122017AB2 5,863 5,100,000 PRN   DFND 7 4,300,000 0 800,000
BWX Technologies Inc COM 05605H100 436 8,100 SH   DFND 11 6,800 0 1,300
BWX Technologies Inc COM 05605H100 291 5,400 SH   DFND 8 800 0 4,600
Cabot Corp COM 127055101 178 2,600 SH   DFND 11 2,600 0 0
Cabot Corp COM 127055101 513 7,500 SH   DFND 8 0 0 7,500
Cadence Bank COM 12740C103 23 800 SH   DFND 11 0 0 800
Cadence Bank COM 12740C103 1,396 47,700 SH   DFND 8 47,700 0 0
Cadence Design Systems Inc COM 127387108 51 311 SH   DFND   311 0 0
Cadence Design Systems Inc COM 127387108 1,201 7,300 SH   DFND 11 7,300 0 0
Cadence Design Systems Inc COM 127387108 475 2,887 SH   DFND 7 2,887 0 0
Cadence Design Systems Inc COM 127387108 220,958 1,343,534 SH   DFND 8 1,313,283 0 30,251
Caleres Inc COM 129500104 157 8,100 SH   DFND 11 6,100 0 2,000
Caleres Inc COM 129500104 2,240 115,900 SH   DFND 8 108,700 0 7,200
Camden Property Trust SH BEN INT 133131102 115 691 SH   DFND 7 691 0 0
Camden Property Trust SH BEN INT 133131102 3,241 19,500 SH   DFND 8 19,500 0 0
Canadian Imperial Bank of Commerce COM 136069101 59 485 SH   DFND   485 0 0
Canadian Imperial Bank of Commerce COM 136069101 2,385 19,600 SH   DFND 11 19,600 0 0
Canadian Imperial Bank of Commerce COM 136069101 55 454 SH   DFND 7 454 0 0
Canadian Imperial Bank of Commerce COM 136069101 35,878 294,835 SH   DFND 8 280,935 0 13,900
Canadian National Railway Co COM 136375102 115 860 SH   DFND   860 0 0
Canadian National Railway Co COM 136375102 2,643 19,700 SH   DFND 11 19,700 0 0
Canadian National Railway Co COM 136375102 8,667 64,609 SH   DFND 7 3,090 0 61,519
Canadian National Railway Co COM 136375102 25,674 191,400 SH   DFND 8 186,400 0 5,000
Canadian Natural Resources Ltd COM 136385101 42 675 SH   DFND   675 0 0
Canadian Natural Resources Ltd COM 136385101 2,627 42,386 SH   DFND 7 42,386 0 0
Canadian Pacific Railway Ltd COM 13645T100 61 743 SH   DFND   743 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,981 24,000 SH   DFND 10 24,000 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,667 20,200 SH   DFND 11 20,200 0 0
Canadian Pacific Railway Ltd COM 13645T100 456 5,524 SH   DFND 7 915 0 4,609
Canadian Pacific Railway Ltd COM 13645T100 16,021 194,100 SH   DFND 8 188,900 0 5,200
Canadian Solar Inc COM 136635109 216 6,102 SH   DFND 7 6,102 0 0
Canopy Growth Corp COM 138035100 255 33,706 SH   DFND 7 30,652 0 3,054
Capital One Financial Corp COM 14040H105 66 504 SH   DFND   504 0 0
Capital One Financial Corp COM 14040H105 958 7,300 SH   DFND 11 7,300 0 0
Capital One Financial Corp COM 14040H105 8,865 67,522 SH   DFND 7 59,427 0 8,095
Capital One Financial Corp COM 14040H105 69,006 525,600 SH   DFND 8 512,800 0 12,800
Cardinal Health Inc COM 14149Y108 16 284 SH   DFND 7 284 0 0
Cardinal Health Inc COM 14149Y108 42,786 754,600 SH   DFND 8 710,700 0 43,900
Cargurus Inc COM CL A 141788109 25 600 SH   DFND 11 600 0 0
Cargurus Inc COM CL A 141788109 1,894 44,600 SH   DFND 8 31,400 0 13,200
Carlyle Group Inc/The COM 14316J108 25,776 527,000 SH   DFND 8 506,300 0 20,700
Carrier Global Corp COM 14448C104 45 991 SH   DFND   991 0 0
Carrier Global Corp COM 14448C104 25,232 550,071 SH   DFND 7 515,367 0 34,704
Carter's Inc COM 146229109 230 2,500 SH   DFND 11 2,500 0 0
Carter's Inc COM 146229109 810 8,800 SH   DFND 8 0 0 8,800
Catalent Inc COM 148806102 20,203 182,175 SH   DFND 8 182,175 0 0
Caterpillar Inc COM 149123101 133 598 SH   DFND   598 0 0
Caterpillar Inc COM 149123101 1,671 7,500 SH   DFND 11 7,500 0 0
Caterpillar Inc COM 149123101 14,997 67,304 SH   DFND 7 5,421 0 61,883
Caterpillar Inc COM 149123101 26,025 116,800 SH   DFND 8 114,900 0 1,900
Cboe Global Markets Inc COM 12503M108 12 108 SH   DFND 7 108 0 0
Cboe Global Markets Inc COM 12503M108 275 2,400 SH   DFND 8 1,500 0 900
CBRE Group Inc CL A 12504L109 583 6,365 SH   DFND 7 1,014 0 5,351
CDK Global Inc COM 12508E101 555 11,400 SH   DFND 11 9,500 0 1,900
CDK Global Inc COM 12508E101 8,899 182,800 SH   DFND 8 167,000 0 15,800
CDW Corp/DE COM 12514G108 2,504 14,000 SH   DFND 11 14,000 0 0
CDW Corp/DE COM 12514G108 25,404 142,010 SH   DFND 7 142,010 0 0
CDW Corp/DE COM 12514G108 37,066 207,200 SH   DFND 8 204,500 0 2,700
Celanese Corp COM 150870103 96 671 SH   DFND 7 671 0 0
Celanese Corp COM 150870103 371 2,600 SH   DFND 8 1,900 0 700
Celestica Inc SUB VTG SHS 15101Q108 1,072 90,000 SH   DFND 8 90,000 0 0
Celldex Therapeutics Inc COM NEW 15117B202 5,277 154,923 SH   DFND 8 154,923 0 0
Cenovus Energy Inc COM 15135U109 757 45,406 SH   DFND 7 45,406 0 0
Centene Corp COM 15135B101 47 562 SH   DFND   562 0 0
Centene Corp COM 15135B101 3,201 38,023 SH   DFND 7 38,023 0 0
Centene Corp COM 15135B101 6,828 81,107 SH   DFND 8 81,107 0 0
Centennial Resource Development Inc/DE CL A 15136A102 303 37,600 SH   DFND 11 30,900 0 6,700
Centennial Resource Development Inc/DE CL A 15136A102 353 43,700 SH   DFND 8 0 0 43,700
Centerspace COM 15202L107 265 2,700 SH   DFND 11 2,100 0 600
Centerspace COM 15202L107 1,310 13,352 SH   DFND 8 10,852 0 2,500
Cerence Inc COM 156727109 181 5,000 SH   DFND 11 3,600 0 1,400
Cerence Inc COM 156727109 4,152 115,000 SH   DFND 7 115,000 0 0
Cerence Inc COM 156727109 123 3,400 SH   DFND 8 0 0 3,400
Cerevel Therapeutics Holdings Inc COM 15678U128 4,467 127,590 SH   DFND 8 127,590 0 0
Ceridian HCM Holding Inc COM 15677J108 21 300 SH   DFND 11 300 0 0
Ceridian HCM Holding Inc COM 15677J108 212 3,100 SH   DFND 8 0 0 3,100
Cerner Corp COM 156782104 248 2,653 SH   DFND 7 2,653 0 0
Certara Inc COM 15687V109 4,271 198,828 SH   DFND 7 198,828 0 0
CEVA Inc COM 157210105 195 4,800 SH   DFND 11 3,600 0 1,200
CEVA Inc COM 157210105 1,614 39,700 SH   DFND 8 35,300 0 4,400
CF Industries Holdings Inc COM 125269100 22 217 SH   DFND 7 217 0 0
CF Industries Holdings Inc COM 125269100 5,328 51,700 SH   DFND 8 49,500 0 2,200
CGI Inc CL A SUB VTG 12532H104 535 6,700 SH   DFND 11 6,700 0 0
CGI Inc CL A SUB VTG 12532H104 473 5,919 SH   DFND 7 221 0 5,698
CGI Inc CL A SUB VTG 12532H104 22,137 277,298 SH   DFND 8 240,398 0 36,900
ChampionX Corp COM 15872M104 210 8,559 SH   DFND 7 0 0 8,559
ChannelAdvisor Corp COM 159179100 149 9,000 SH   DFND 11 7,200 0 1,800
ChannelAdvisor Corp COM 159179100 1,437 86,700 SH   DFND 8 86,700 0 0
Charles Schwab Corp/The COM 808513105 3,815 45,246 SH   DFND   45,246 0 0
Charles Schwab Corp/The COM 808513105 17,103 202,861 SH   DFND 7 64,337 0 138,524
Charles Schwab Corp/The COM 808513105 4,771 56,589 SH   DFND 8 46,089 0 10,500
Charter Communications Inc CL A 16119P108 83 153 SH   DFND   153 0 0
Charter Communications Inc CL A 16119P108 524 960 SH   DFND 11 960 0 0
Charter Communications Inc CL A 16119P108 1,280 2,346 SH   DFND 7 1,486 0 860
Charter Communications Inc CL A 16119P108 7,436 13,631 SH   DFND 8 12,216 0 1,415
Chart Industries Inc COM 16115Q308 27,026 157,340 SH   DFND 8 157,340 0 0
Check Point Software Technologies Ltd ORD M22465104 32,120 232,318 SH   DFND 7 213,665 0 18,653
Check Point Software Technologies Ltd ORD M22465104 1,706 12,337 SH   DFND 8 12,337 0 0
Chegg Inc COM 163092109 2,983 82,208 SH   DFND 7 82,208 0 0
Chegg Inc COM 163092109 4,615 127,216 SH   DFND 8 127,216 0 0
Chemours Co/The COM 163851108 658 20,900 SH   DFND 11 17,200 0 3,700
Chemours Co/The COM 163851108 1,951 61,977 SH   DFND 8 18,177 0 43,800
Cheniere Energy Inc COM NEW 16411R208 1,222 8,816 SH   DFND 7 8,816 0 0
Chevron Corp COM 166764100 356 2,188 SH   DFND   2,188 0 0
Chevron Corp COM 166764100 56,964 349,840 SH   DFND 7 220,485 0 129,355
Chevron Corp COM 166764100 35,920 220,600 SH   DFND 8 216,400 0 4,200
Children's Place Inc/The COM 168905107 143 2,900 SH   DFND 11 2,200 0 700
Children's Place Inc/The COM 168905107 128 2,600 SH   DFND 8 0 0 2,600
Chimerix Inc COM 16934W106 61 13,300 SH   DFND 11 9,700 0 3,600
Chimerix Inc COM 16934W106 833 181,900 SH   DFND 8 181,900 0 0
China Yuchai International Ltd COM G21082105 121 10,400 SH   DFND 8 10,400 0 0
Chinook Therapeutics Inc COM 16961L106 157 9,600 SH   DFND 11 7,200 0 2,400
Chinook Therapeutics Inc COM 16961L106 59 3,600 SH   DFND 8 3,600 0 0
Chipotle Mexican Grill Inc COM 169656105 49 31 SH   DFND   31 0 0
Chipotle Mexican Grill Inc COM 169656105 261 165 SH   DFND 7 165 0 0
Chipotle Mexican Grill Inc COM 169656105 42,224 26,690 SH   DFND 8 26,690 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 1,206 11,200 SH   DFND 11 9,900 0 1,300
CH Robinson Worldwide Inc COM NEW 12541W209 315 2,921 SH   DFND 7 2,921 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 26,786 248,687 SH   DFND 8 216,100 0 32,587
Chubb Ltd COM H1467J104 102 479 SH   DFND   479 0 0
Chubb Ltd COM H1467J104 1,476 6,900 SH   DFND 11 6,900 0 0
Chubb Ltd COM H1467J104 2,209 10,326 SH   DFND 7 1,818 0 8,508
Chubb Ltd COM H1467J104 18,823 88,000 SH   DFND 8 83,100 0 4,900
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 364 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102 1,352 13,600 SH   DFND 11 13,600 0 0
Church & Dwight Co Inc COM 171340102 237 2,381 SH   DFND 7 2,381 0 0
Church & Dwight Co Inc COM 171340102 23,951 241,000 SH   DFND 8 238,900 0 2,100
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102 57 5,842 SH   DFND 7 0 0 5,842
Ciena Corp COM NEW 171779309 31,227 515,050 SH   DFND 8 515,050 0 0
Cigna Corp COM 125523100 82 341 SH   DFND   341 0 0
Cigna Corp COM 125523100 1,629 6,800 SH   DFND 11 6,800 0 0
Cigna Corp COM 125523100 4,393 18,333 SH   DFND 7 449 0 17,884
Cigna Corp COM 125523100 31,433 131,186 SH   DFND 8 126,700 0 4,486
Cimpress PLC SHS EURO G2143T103 2,410 37,902 SH   DFND 7 36,655 0 1,247
Cincinnati Financial Corp COM 172062101 109 800 SH   DFND 11 800 0 0
Cincinnati Financial Corp COM 172062101 506 3,725 SH   DFND 7 3,725 0 0
Cincinnati Financial Corp COM 172062101 34,996 257,400 SH   DFND 8 235,100 0 22,300
Cinemark Holdings Inc COM 17243V102 353 20,400 SH   DFND 11 15,500 0 4,900
Cinemark Holdings Inc COM 17243V102 1,040 60,200 SH   DFND 8 42,300 0 17,900
Cintas Corp COM 172908105 45 105 SH   DFND   105 0 0
Cintas Corp COM 172908105 936 2,200 SH   DFND 11 2,200 0 0
Cintas Corp COM 172908105 359 843 SH   DFND 7 843 0 0
Cintas Corp COM 172908105 15,302 35,971 SH   DFND 8 35,686 0 285
Cirrus Logic Inc COM 172755100 746 8,800 SH   DFND 11 6,600 0 2,200
Cirrus Logic Inc COM 172755100 27,336 322,400 SH   DFND 8 305,600 0 16,800
Cisco Systems Inc COM 17275R102 218 3,910 SH   DFND   3,910 0 0
Cisco Systems Inc COM 17275R102 3,147 56,438 SH   DFND 11 56,438 0 0
Cisco Systems Inc COM 17275R102 10,748 192,760 SH   DFND 7 62,937 0 129,823
Cisco Systems Inc COM 17275R102 95,114 1,705,766 SH   DFND 8 1,580,466 0 125,300
Citigroup Inc COM NEW 172967424 139 2,611 SH   DFND   2,611 0 0
Citigroup Inc COM NEW 172967424 31,566 591,118 SH   DFND 7 325,707 0 265,411
Citigroup Inc COM NEW 172967424 9,441 176,800 SH   DFND 8 171,300 0 5,500
Citizens Financial Group Inc COM 174610105 340 7,501 SH   DFND 7 7,501 0 0
Citizens Financial Group Inc COM 174610105 5,967 131,625 SH   DFND 8 131,625 0 0
Citrix Systems Inc COM 177376100 297 2,946 SH   DFND 7 2,946 0 0
Clorox Co/The COM 189054109 501 3,600 SH   DFND 11 3,600 0 0
Clorox Co/The COM 189054109 192 1,379 SH   DFND 7 1,379 0 0
Clorox Co/The COM 189054109 10,968 78,893 SH   DFND 8 78,193 0 700
Clovis Oncology Inc COM 189464100 42 20,600 SH   DFND 8 20,600 0 0
CME Group Inc COM 12572Q105 1,898 7,981 SH   DFND   7,981 0 0
CME Group Inc COM 12572Q105 1,546 6,500 SH   DFND 11 6,500 0 0
CME Group Inc COM 12572Q105 53,707 225,792 SH   DFND 7 199,228 0 26,564
CME Group Inc COM 12572Q105 39,080 164,300 SH   DFND 8 159,700 0 4,600
CMS Energy Corp COM 125896100 1,126 16,100 SH   DFND 11 16,100 0 0
CNH Industrial NV SHS N20944109 53,548 3,376,309 SH   DFND 7 3,376,309 0 0
CNH Industrial NV SHS N20944109 21 1,310 SH   DFND 8 1,310 0 0
Coca-Cola Co/The COM 191216100 265 4,278 SH   DFND   4,278 0 0
Coca-Cola Co/The COM 191216100 5,450 87,900 SH   DFND 11 87,900 0 0
Coca-Cola Co/The COM 191216100 28,472 459,229 SH   DFND 7 183,929 0 275,300
Coca-Cola Co/The COM 191216100 109,089 1,759,500 SH   DFND 8 1,709,100 0 50,400
Coca-Cola Europacific Partners PLC SHS G25839104 1,943 39,966 SH   DFND 7 39,966 0 0
Coca-Cola Europacific Partners PLC SHS G25839104 29,054 597,700 SH   DFND 8 597,700 0 0
Cogent Biosciences Inc COM 19240Q201 4,467 596,394 SH   DFND 8 596,394 0 0
Cognex Corp COM 192422103 14 178 SH   DFND 7 178 0 0
Cognex Corp COM 192422103 97,871 1,268,581 SH   DFND 8 1,259,939 0 8,642
Cognizant Technology Solutions Corp CL A 192446102 50 553 SH   DFND   553 0 0
Cognizant Technology Solutions Corp CL A 192446102 871 9,715 SH   DFND 7 9,715 0 0
Cognizant Technology Solutions Corp CL A 192446102 4,792 53,439 SH   DFND 8 52,239 0 1,200
Colgate-Palmolive Co COM 194162103 63 835 SH   DFND   835 0 0
Colgate-Palmolive Co COM 194162103 2,897 38,200 SH   DFND 11 38,200 0 0
Colgate-Palmolive Co COM 194162103 4,828 63,668 SH   DFND 7 1,148 0 62,520
Colgate-Palmolive Co COM 194162103 104,635 1,379,864 SH   DFND 8 1,371,564 0 8,300
Columbia Financial Inc COM 197641103 333 15,500 SH   DFND 11 11,800 0 3,700
Columbia Financial Inc COM 197641103 1,224 56,904 SH   DFND 8 48,204 0 8,700
Columbia Sportswear Co COM 198516106 5,495 60,700 SH   DFND 8 60,700 0 0
Comcast Corp CL A 20030N101 253 5,393 SH   DFND   5,393 0 0
Comcast Corp CL A 20030N101 3,118 66,600 SH   DFND 11 66,600 0 0
Comcast Corp CL A 20030N101 12,636 269,878 SH   DFND 7 117,616 0 152,262
Comcast Corp CL A 20030N101 62,093 1,326,197 SH   DFND 8 1,271,505 0 54,692
Comerica Inc COM 200340107 235 2,600 SH   DFND 11 2,100 0 500
Comerica Inc COM 200340107 3,011 33,300 SH   DFND 8 31,100 0 2,200
Comfort Systems USA Inc COM 199908104 454 5,100 SH   DFND 11 4,100 0 1,000
Comfort Systems USA Inc COM 199908104 6,070 68,200 SH   DFND 8 62,900 0 5,300
Commerce Bancshares Inc/MO COM 200525103 29 400 SH   DFND 11 0 0 400
Commerce Bancshares Inc/MO COM 200525103 2,124 29,675 SH   DFND 8 29,675 0 0
Commercial Metals Co COM 201723103 728 17,500 SH   DFND 11 13,300 0 4,200
Commercial Metals Co COM 201723103 1,532 36,800 SH   DFND 8 6,100 0 30,700
CommVault Systems Inc COM 204166102 464 7,000 SH   DFND 11 5,300 0 1,700
CommVault Systems Inc COM 204166102 1,831 27,600 SH   DFND 8 21,200 0 6,400
Computer Programs and Systems Inc COM 205306103 141 4,100 SH   DFND 11 3,300 0 800
Computer Programs and Systems Inc COM 205306103 1,847 53,600 SH   DFND 8 50,900 0 2,700
CONMED Corp COM 207410101 91,595 616,591 SH   DFND 8 616,591 0 0
ConnectOne Bancorp Inc COM 20786W107 240 7,500 SH   DFND 11 6,200 0 1,300
ConnectOne Bancorp Inc COM 20786W107 3,243 101,300 SH   DFND 8 94,200 0 7,100
ConocoPhillips COM 20825C104 153 1,534 SH   DFND   1,534 0 0
ConocoPhillips COM 20825C104 4,834 48,338 SH   DFND 7 48,338 0 0
Consolidated Edison Inc COM 209115104 1,931 20,400 SH   DFND 11 20,400 0 0
Consolidated Edison Inc COM 209115104 545 5,759 SH   DFND 7 5,759 0 0
Consolidated Edison Inc COM 209115104 33,365 352,400 SH   DFND 8 348,500 0 3,900
Constellation Brands Inc CL A 21036P108 1,971 8,559 SH   DFND   8,559 0 0
Constellation Brands Inc CL A 21036P108 11,289 49,016 SH   DFND 7 49,016 0 0
Constellation Energy Corp COM 21037T109 18 319 SH   DFND   319 0 0
Constellation Energy Corp COM 21037T109 1,969 35,000 SH   DFND 10 35,000 0 0
Constellation Energy Corp COM 21037T109 2,248 39,957 SH   DFND 7 285 0 39,672
Cooper Cos Inc/The COM NEW 216648402 214 513 SH   DFND 7 513 0 0
Cooper Cos Inc/The COM NEW 216648402 22,352 53,527 SH   DFND 8 53,527 0 0
Copart Inc COM 217204106 829 6,607 SH   DFND 11 6,607 0 0
Copart Inc COM 217204106 63 504 SH   DFND 7 504 0 0
Copart Inc COM 217204106 24,865 198,172 SH   DFND 8 195,624 0 2,548
Corcept Therapeutics Inc COM 218352102 349 15,500 SH   DFND 11 11,500 0 4,000
Corcept Therapeutics Inc COM 218352102 320 14,200 SH   DFND 8 0 0 14,200
Corteva Inc COM 22052L104 1,753 30,500 SH   DFND 11 30,500 0 0
Corteva Inc COM 22052L104 2,943 51,205 SH   DFND 7 21,319 0 29,886
Corteva Inc COM 22052L104 34,005 591,600 SH   DFND 8 586,700 0 4,900
CorVel Corp COM 221006109 438 2,600 SH   DFND 11 2,000 0 600
CorVel Corp COM 221006109 3,638 21,600 SH   DFND 8 19,300 0 2,300
CoStar Group Inc COM 22160N109 284 4,269 SH   DFND 7 4,269 0 0
Costco Wholesale Corp COM 22160K105 278 483 SH   DFND   483 0 0
Costco Wholesale Corp COM 22160K105 4,754 8,255 SH   DFND 11 8,255 0 0
Costco Wholesale Corp COM 22160K105 84,585 146,887 SH   DFND 7 132,743 0 14,144
Costco Wholesale Corp COM 22160K105 190,817 331,366 SH   DFND 8 320,120 0 11,246
Coterra Energy Inc COM 127097103 773 28,659 SH   DFND 7 28,659 0 0
Coterra Energy Inc COM 127097103 2,303 85,400 SH   DFND 8 85,400 0 0
Coupa Software Inc NOTE 0.375% 6/1 22266LAF3 4,194 4,975,000 PRN   DFND 7 4,199,000 0 776,000
Cracker Barrel Old Country Store Inc COM 22410J106 332 2,800 SH   DFND 11 1,900 0 900
Cracker Barrel Old Country Store Inc COM 22410J106 297 2,500 SH   DFND 8 0 0 2,500
Crane Co COM 224399105 953 8,800 SH   DFND 8 8,800 0 0
Credicorp Ltd COM G2519Y108 2,755 16,029 SH   DFND 8 16,029 0 0
CRISPR Therapeutics AG NAMEN AKT H17182108 5,901 94,010 SH   DFND 8 94,010 0 0
Criteo SA SPONS ADS 226718104 1,384 50,800 SH   DFND 8 50,800 0 0
Crocs Inc COM 227046109 2,116 27,700 SH   DFND 8 17,600 0 10,100
Cross Country Healthcare Inc COM 227483104 134 6,200 SH   DFND 11 4,700 0 1,500
Cross Country Healthcare Inc COM 227483104 1,233 56,900 SH   DFND 8 50,000 0 6,900
Crowdstrike Holdings Inc CL A 22788C105 49 214 SH   DFND   214 0 0
Crowdstrike Holdings Inc CL A 22788C105 4,201 18,502 SH   DFND 7 18,502 0 0
Crown Castle International Corp COM 22822V101 1,643 8,900 SH   DFND 11 8,900 0 0
Crown Castle International Corp COM 22822V101 10,356 56,102 SH   DFND 7 9,219 0 46,883
Crown Castle International Corp COM 22822V101 23,426 126,900 SH   DFND 8 126,000 0 900
Crown Holdings Inc COM 228368106 1,038 8,300 SH   DFND 11 6,600 0 1,700
Crown Holdings Inc COM 228368106 16 129 SH   DFND 7 129 0 0
Crown Holdings Inc COM 228368106 1,113 8,900 SH   DFND 8 0 0 8,900
CSG Systems International Inc COM 126349109 375 5,900 SH   DFND 11 4,900 0 1,000
CSG Systems International Inc COM 126349109 4,030 63,400 SH   DFND 8 57,800 0 5,600
CSX Corp COM 126408103 93 2,493 SH   DFND   2,493 0 0
CSX Corp COM 126408103 254 6,770 SH   DFND 11 6,770 0 0
CSX Corp COM 126408103 6,289 167,925 SH   DFND 7 107,326 0 60,599
CSX Corp COM 126408103 22,517 601,243 SH   DFND 8 578,143 0 23,100
Cullen/Frost Bankers Inc COM 229899109 194 1,400 SH   DFND 11 1,000 0 400
Cullen/Frost Bankers Inc COM 229899109 1,592 11,500 SH   DFND 8 10,300 0 1,200
Cummins Inc COM 231021106 1,231 6,000 SH   DFND 11 6,000 0 0
Cummins Inc COM 231021106 292 1,424 SH   DFND 7 1,424 0 0
Cummins Inc COM 231021106 29,536 144,000 SH   DFND 8 143,100 0 900
Cushman & Wakefield PLC SHS G2717B108 632 30,800 SH   DFND 11 25,200 0 5,600
Cushman & Wakefield PLC SHS G2717B108 6,075 296,200 SH   DFND 8 272,800 0 23,400
CVS Health Corp COM 126650100 136 1,341 SH   DFND   1,341 0 0
CVS Health Corp COM 126650100 4,148 40,984 SH   DFND 7 2,823 0 38,161
CVS Health Corp COM 126650100 22,742 224,700 SH   DFND 8 175,600 0 49,100
CyberArk Software Ltd SHS M2682V108 5,239 31,044 SH   DFND 7 31,044 0 0
CyberArk Software Ltd SHS M2682V108 27,283 161,676 SH   DFND 8 161,676 0 0
CytomX Therapeutics Inc COM 23284F105 646 242,100 SH   DFND 8 242,100 0 0
Danaher Corp COM 235851102 281 959 SH   DFND   959 0 0
Danaher Corp COM 235851102 3,491 11,900 SH   DFND 11 11,900 0 0
Danaher Corp COM 235851102 11,117 37,899 SH   DFND 7 37,559 0 340
Danaher Corp COM 235851102 137,540 468,893 SH   DFND 8 451,293 0 17,600
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 66 1,600 SH   DFND   1,600 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 375 9,066 SH   DFND 8 9,066 0 0
Darden Restaurants Inc COM 237194105 61 460 SH   DFND 7 460 0 0
Darden Restaurants Inc COM 237194105 5,411 40,700 SH   DFND 8 35,500 0 5,200
Darling Ingredients Inc COM 237266101 121 1,508 SH   DFND   1,508 0 0
Darling Ingredients Inc COM 237266101 924 11,500 SH   DFND 11 9,300 0 2,200
Darling Ingredients Inc COM 237266101 12,300 153,026 SH   DFND 7 94,595 0 58,431
Darling Ingredients Inc COM 237266101 64,100 797,460 SH   DFND 8 786,560 0 10,900
Dave & Buster's Entertainment Inc COM 238337109 123 2,500 SH   DFND 11 2,500 0 0
Dave & Buster's Entertainment Inc COM 238337109 1,061 21,600 SH   DFND 8 17,400 0 4,200
Deckers Outdoor Corp COM 243537107 520 1,900 SH   DFND 11 1,400 0 500
Deckers Outdoor Corp COM 243537107 12,153 44,391 SH   DFND 8 44,391 0 0
Deere & Co COM 244199105 241 581 SH   DFND   581 0 0
Deere & Co COM 244199105 2,202 5,300 SH   DFND 11 5,300 0 0
Deere & Co COM 244199105 9,665 23,264 SH   DFND 7 12,144 0 11,120
Deere & Co COM 244199105 87,369 210,294 SH   DFND 8 200,994 0 9,300
Deluxe Corp COM 248019101 106 3,500 SH   DFND 11 3,500 0 0
Deluxe Corp COM 248019101 209 6,900 SH   DFND 8 0 0 6,900
Denali Therapeutics Inc COM 24823R105 6,452 200,568 SH   DFND 8 200,568 0 0
DENTSPLY SIRONA Inc COM 24906P109 970 19,700 SH   DFND 11 16,800 0 2,900
DENTSPLY SIRONA Inc COM 24906P109 232 4,707 SH   DFND 7 4,707 0 0
DENTSPLY SIRONA Inc COM 24906P109 2,121 43,100 SH   DFND 8 23,100 0 20,000
Deutsche Bank AG NAMEN AKT D18190898 18 1,406 SH   DFND   1,406 0 0
Deutsche Bank AG NAMEN AKT D18190898 5,385 425,705 SH   DFND 7 128,517 0 297,188
Deutsche Bank AG NAMEN AKT D18190898 1,244 98,323 SH   DFND 8 98,323 0 0
Devon Energy Corp COM 25179M103 1,715 29,002 SH   DFND 7 24,676 0 4,326
Devon Energy Corp COM 25179M103 650 11,000 SH   DFND 8 5,300 0 5,700
Dexcom Inc COM 252131107 55 108 SH   DFND   108 0 0
Dexcom Inc COM 252131107 8,039 15,714 SH   DFND 7 13,250 0 2,464
Dexcom Inc COM 252131107 265,496 518,953 SH   DFND 8 516,828 0 2,125
Dexcom Inc NOTE 0.250%11/1 252131AK3 21,708 18,860,000 PRN   DFND 7 15,420,000 0 3,440,000
Diamondback Energy Inc COM 25278X109 2,257 16,468 SH   DFND 7 6,610 0 9,858
Diamondback Energy Inc COM 25278X109 29,157 212,700 SH   DFND 8 209,100 0 3,600
Diamond Hill Investment Group Inc COM NEW 25264R207 1,036 5,530 SH   DFND 8 5,530 0 0
Dick's Sporting Goods Inc COM 253393102 510 5,100 SH   DFND 11 3,800 0 1,300
Dick's Sporting Goods Inc COM 253393102 5,731 57,300 SH   DFND 8 44,900 0 12,400
Dick's Sporting Goods Inc NOTE 3.250% 4/1 253393AD4 1,044 330,000 PRN   DFND 7 0 0 330,000
Digital Realty Trust Inc COM 253868103 225 1,585 SH   DFND 7 1,585 0 0
Digital Realty Trust Inc COM 253868103 3,644 25,700 SH   DFND 8 25,700 0 0
Dine Brands Global Inc COM 254423106 249 3,200 SH   DFND 11 2,400 0 800
Dine Brands Global Inc COM 254423106 320 4,100 SH   DFND 8 1,400 0 2,700
Discover Financial Services COM 254709108 91 827 SH   DFND 7 827 0 0
Discover Financial Services COM 254709108 21,289 193,200 SH   DFND 8 189,700 0 3,500
DocuSign Inc NOTE 1/1 256163AD8 8,358 8,900,000 PRN   DFND 7 7,900,000 0 1,000,000
Dolby Laboratories Inc COM CL A 25659T107 1,009 12,900 SH   DFND 8 2,400 0 10,500
Dollar General Corp COM 256677105 58 261 SH   DFND   261 0 0
Dollar General Corp COM 256677105 1,247 5,600 SH   DFND 11 5,600 0 0
Dollar General Corp COM 256677105 488 2,194 SH   DFND 7 1,365 0 829
Dollar General Corp COM 256677105 30,389 136,500 SH   DFND 8 132,900 0 3,600
Dollar Tree Inc COM 256746108 727 4,538 SH   DFND 7 4,538 0 0
Dominion Energy Inc COM 25746U109 73 859 SH   DFND   859 0 0
Dominion Energy Inc COM 25746U109 10,618 124,957 SH   DFND 7 21,112 0 103,845
Dominion Energy Inc COM 25746U109 4,469 52,600 SH   DFND 8 50,800 0 1,800
Domino's Pizza Inc COM 25754A201 166 408 SH   DFND 7 408 0 0
Domino's Pizza Inc COM 25754A201 5,861 14,400 SH   DFND 8 14,400 0 0
Donnelley Financial Solutions Inc COM 25787G100 226 6,800 SH   DFND 11 5,400 0 1,400
Donnelley Financial Solutions Inc COM 25787G100 1,626 48,900 SH   DFND 8 42,600 0 6,300
Dorian LPG Ltd SHS USD Y2106R110 919 63,400 SH   DFND 8 63,400 0 0
Douglas Emmett Inc COM 25960P109 19,125 572,256 SH   DFND 10 572,256 0 0
Douglas Emmett Inc COM 25960P109 45 1,340 SH   DFND 7 1,340 0 0
Dover Corp COM 260003108 1,585 10,100 SH   DFND 11 10,100 0 0
Dover Corp COM 260003108 220 1,405 SH   DFND 7 1,405 0 0
Dover Corp COM 260003108 17,730 113,000 SH   DFND 8 111,400 0 1,600
Dow Inc COM 260557103 52 822 SH   DFND   822 0 0
Dow Inc COM 260557103 12,914 202,664 SH   DFND 7 74,623 0 128,041
Dow Inc COM 260557103 17,675 277,389 SH   DFND 8 268,145 0 9,244
DR Horton Inc COM 23331A109 264 3,540 SH   DFND 7 3,540 0 0
DR Horton Inc COM 23331A109 18,337 246,100 SH   DFND 8 233,300 0 12,800
Dropbox Inc CL A 26210C104 9,004 387,253 SH   DFND 8 341,153 0 46,100
Dr Reddy's Laboratories Ltd ADR 256135203 627 11,255 SH   DFND 7 0 0 11,255
Duke Realty Corp COM NEW 264411505 44,808 771,752 SH   DFND 10 771,752 0 0
Duke Realty Corp COM NEW 264411505 830 14,300 SH   DFND 11 14,300 0 0
Duke Realty Corp COM NEW 264411505 264 4,555 SH   DFND 7 4,555 0 0
Duke Realty Corp COM NEW 264411505 32,825 565,362 SH   DFND 8 565,362 0 0
DuPont de Nemours Inc COM 26614N102 42 573 SH   DFND   573 0 0
DuPont de Nemours Inc COM 26614N102 3,916 53,226 SH   DFND 7 17,121 0 36,105
DXC Technology Co COM 23355L106 1,139 34,900 SH   DFND 8 34,900 0 0
Dynatrace Inc COM NEW 268150109 3,994 84,800 SH   DFND 8 70,400 0 14,400
Eagle Pharmaceuticals Inc/DE COM 269796108 20 400 SH   DFND 11 400 0 0
Eagle Pharmaceuticals Inc/DE COM 269796108 1,564 31,600 SH   DFND 8 29,000 0 2,600
Easterly Government Properties Inc COM 27616P103 6,681 316,046 SH   DFND 10 316,046 0 0
Easterly Government Properties Inc COM 27616P103 62 2,924 SH   DFND 7 2,924 0 0
East West Bancorp Inc COM 27579R104 735 9,300 SH   DFND 11 8,700 0 600
East West Bancorp Inc COM 27579R104 5,334 67,500 SH   DFND 8 65,200 0 2,300
Eaton Corp PLC SHS G29183103 1,679 11,063 SH   DFND   11,063 0 0
Eaton Corp PLC SHS G29183103 2,853 18,800 SH   DFND 11 18,800 0 0
Eaton Corp PLC SHS G29183103 446 2,941 SH   DFND 7 2,941 0 0
Eaton Corp PLC SHS G29183103 34,313 226,100 SH   DFND 8 222,000 0 4,100
eBay Inc COM 278642103 44 772 SH   DFND   772 0 0
eBay Inc COM 278642103 424 7,400 SH   DFND 7 7,400 0 0
eBay Inc COM 278642103 86 1,500 SH   DFND 8 0 0 1,500
Ecolab Inc COM 278865100 99 558 SH   DFND   558 0 0
Ecolab Inc COM 278865100 30,168 170,866 SH   DFND 7 128,776 0 42,090
Ecolab Inc COM 278865100 48,357 273,885 SH   DFND 8 273,285 0 600
Ecovyst Inc COM 27923Q109 262 22,700 SH   DFND 11 16,900 0 5,800
Ecovyst Inc COM 27923Q109 403 34,900 SH   DFND 8 13,700 0 21,200
Edgewell Personal Care Co COM 28035Q102 231 6,300 SH   DFND 11 5,200 0 1,100
Edgewell Personal Care Co COM 28035Q102 1,595 43,500 SH   DFND 8 36,700 0 6,800
Edison International COM 281020107 156 2,230 SH   DFND 7 2,230 0 0
Edison International COM 281020107 4,690 66,900 SH   DFND 8 66,900 0 0
Edwards Lifesciences Corp COM 28176E108 72 609 SH   DFND   609 0 0
Edwards Lifesciences Corp COM 28176E108 1,766 15,000 SH   DFND 11 15,000 0 0
Edwards Lifesciences Corp COM 28176E108 4,972 42,233 SH   DFND 7 26,408 0 15,825
Edwards Lifesciences Corp COM 28176E108 145,683 1,237,539 SH   DFND 8 1,229,573 0 7,966
Elastic NV ORD SHS N14506104 9,269 104,200 SH   DFND 8 104,200 0 0
Electronic Arts Inc COM 285512109 38 301 SH   DFND   301 0 0
Electronic Arts Inc COM 285512109 5,988 47,336 SH   DFND 7 35,014 0 12,322
Electronic Arts Inc COM 285512109 4,339 34,300 SH   DFND 8 33,700 0 600
Eli Lilly & Co COM 532457108 242 844 SH   DFND   844 0 0
Eli Lilly & Co COM 532457108 2,234 7,800 SH   DFND 11 7,800 0 0
Eli Lilly & Co COM 532457108 10,642 37,160 SH   DFND 7 21,423 0 15,737
Eli Lilly & Co COM 532457108 100,832 352,105 SH   DFND 8 343,505 0 8,600
EMCOR Group Inc COM 29084Q100 800 7,100 SH   DFND 11 7,100 0 0
EMCOR Group Inc COM 29084Q100 9,292 82,500 SH   DFND 8 75,500 0 7,000
Emerson Electric Co COM 291011104 66 676 SH   DFND   676 0 0
Emerson Electric Co COM 291011104 3,373 34,400 SH   DFND 11 34,400 0 0
Emerson Electric Co COM 291011104 1,535 15,652 SH   DFND 7 6,778 0 8,874
Emerson Electric Co COM 291011104 62,821 640,700 SH   DFND 8 629,500 0 11,200
Enbridge Inc COM 29250N105 53 1,147 SH   DFND   1,147 0 0
Enbridge Inc COM 29250N105 2,576 55,900 SH   DFND 11 55,900 0 0
Enbridge Inc COM 29250N105 3,405 73,874 SH   DFND 7 73,874 0 0
Encompass Health Corp COM 29261A100 412 5,800 SH   DFND 8 3,600 0 2,200
Encore Wire Corp COM 292562105 285 2,500 SH   DFND 11 2,500 0 0
Encore Wire Corp COM 292562105 399 3,500 SH   DFND 8 500 0 3,000
Endava PLC ADS 29260V105 52,911 397,739 SH   DFND 8 393,342 0 4,397
Endo International PLC SHS G30401106 14 6,100 SH   DFND 11 6,100 0 0
Endo International PLC SHS G30401106 83 36,100 SH   DFND 8 0 0 36,100
EnerSys COM 29275Y102 216 2,900 SH   DFND 11 2,100 0 800
EnerSys COM 29275Y102 395 5,300 SH   DFND 8 0 0 5,300
Enphase Energy Inc COM 29355A107 5,166 25,600 SH   DFND 8 25,600 0 0
Enphase Energy Inc NOTE 3/0 29355AAH0 12,832 12,600,000 PRN   DFND 7 10,926,000 0 1,674,000
Ensign Group Inc/The COM 29358P101 558 6,200 SH   DFND 11 6,200 0 0
Ensign Group Inc/The COM 29358P101 3,762 41,800 SH   DFND 8 34,500 0 7,300
Entegris Inc COM 29362U104 1,720 13,100 SH   DFND 11 11,100 0 2,000
Entegris Inc COM 29362U104 15,882 121,000 SH   DFND 8 103,800 0 17,200
Entergy Corp COM 29364G103 22 191 SH   DFND 7 191 0 0
Entergy Corp COM 29364G103 6,048 51,800 SH   DFND 8 49,200 0 2,600
Envestnet Inc COM 29404K106 9,085 122,048 SH   DFND 8 122,048 0 0
Envista Holdings Corp COM 29415F104 44 900 SH   DFND 11 900 0 0
Envista Holdings Corp COM 29415F104 4,871 100,000 SH   DFND 7 100,000 0 0
Envista Holdings Corp COM 29415F104 789 16,200 SH   DFND 8 0 0 16,200
EOG Resources Inc COM 26875P101 79 664 SH   DFND   664 0 0
EOG Resources Inc COM 26875P101 9,575 80,306 SH   DFND 7 48,712 0 31,594
EOG Resources Inc COM 26875P101 38,803 325,443 SH   DFND 8 318,543 0 6,900
EPAM Systems Inc COM 29414B104 275 926 SH   DFND 7 926 0 0
ePlus Inc COM 294268107 224 4,000 SH   DFND 11 4,000 0 0
ePlus Inc COM 294268107 1,732 30,900 SH   DFND 8 26,300 0 4,600
EPR Properties COM SH BEN INT 26884U109 416 7,600 SH   DFND 11 6,200 0 1,400
EPR Properties COM SH BEN INT 26884U109 20 361 SH   DFND 7 361 0 0
EPR Properties COM SH BEN INT 26884U109 4,109 75,100 SH   DFND 8 67,300 0 7,800
Equinix Inc COM 29444U700 62,989 84,935 SH   DFND 10 84,935 0 0
Equinix Inc COM 29444U700 7,882 10,628 SH   DFND 7 8,350 0 2,278
Equinix Inc COM 29444U700 71,471 96,371 SH   DFND 8 96,171 0 200
Equity Commonwealth COM SH BEN INT 294628102 468 16,600 SH   DFND 11 13,400 0 3,200
Equity Commonwealth COM SH BEN INT 294628102 20 722 SH   DFND 7 722 0 0
Equity Commonwealth COM SH BEN INT 294628102 3,569 126,500 SH   DFND 8 109,300 0 17,200
Equity LifeStyle Properties Inc COM 29472R108 198 2,584 SH   DFND 7 2,584 0 0
Equity LifeStyle Properties Inc COM 29472R108 3,663 47,900 SH   DFND 8 47,900 0 0
Equity Residential SH BEN INT 29476L107 1,142 12,700 SH   DFND 11 12,700 0 0
Equity Residential SH BEN INT 29476L107 564 6,272 SH   DFND 7 6,272 0 0
Equity Residential SH BEN INT 29476L107 12,436 138,300 SH   DFND 8 138,300 0 0
Essex Property Trust Inc COM 297178105 726 2,100 SH   DFND 11 2,100 0 0
Essex Property Trust Inc COM 297178105 589 1,706 SH   DFND 7 1,706 0 0
Essex Property Trust Inc COM 297178105 5,873 17,000 SH   DFND 8 17,000 0 0
Estee Lauder Cos Inc/The CL A 518439104 67 245 SH   DFND   245 0 0
Estee Lauder Cos Inc/The CL A 518439104 1,225 4,500 SH   DFND 11 4,500 0 0
Estee Lauder Cos Inc/The CL A 518439104 12,324 45,257 SH   DFND 7 24,469 0 20,788
Estee Lauder Cos Inc/The CL A 518439104 59,286 217,707 SH   DFND 8 214,950 0 2,757
Ethan Allen Interiors Inc COM 297602104 138 5,300 SH   DFND 11 4,000 0 1,300
Ethan Allen Interiors Inc COM 297602104 1,937 74,300 SH   DFND 8 74,300 0 0
Etsy Inc COM 29786A106 20 159 SH   DFND   159 0 0
Etsy Inc COM 29786A106 12,030 96,794 SH   DFND 7 95,936 0 858
Etsy Inc COM 29786A106 18,914 152,186 SH   DFND 8 148,986 0 3,200
Everbridge Inc COM 29978A104 1,877 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104 3,144 72,038 SH   DFND 8 72,038 0 0
Evercore Inc CLASS A 29977A105 401 3,600 SH   DFND 11 2,900 0 700
Evercore Inc CLASS A 29977A105 13,358 120,000 SH   DFND 8 109,100 0 10,900
Everest Re Group Ltd COM G3223R108 188 623 SH   DFND 7 623 0 0
Everest Re Group Ltd COM G3223R108 12,869 42,700 SH   DFND 8 37,100 0 5,600
Eversource Energy COM 30040W108 3,087 35,000 SH   DFND 10 35,000 0 0
Eversource Energy COM 30040W108 2,222 25,200 SH   DFND 11 25,200 0 0
Eversource Energy COM 30040W108 182 2,064 SH   DFND 7 2,064 0 0
Eversource Energy COM 30040W108 22,312 253,000 SH   DFND 8 248,600 0 4,400
Evoqua Water Technologies Corp COM 30057T105 115 2,444 SH   DFND   2,444 0 0
Evoqua Water Technologies Corp COM 30057T105 31,226 664,673 SH   DFND 8 664,673 0 0
Exact Sciences Corp COM 30063P105 2,622 37,504 SH   DFND 7 18,486 0 19,018
Exact Sciences Corp COM 30063P105 33,805 483,474 SH   DFND 8 483,474 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1 9,197 9,715,000 PRN   DFND 7 8,265,000 0 1,450,000
Exelixis Inc COM 30161Q104 11,822 521,502 SH   DFND 8 521,502 0 0
Exelon Corp COM 30161N101 2,781 58,396 SH   DFND 10 58,396 0 0
Exelon Corp COM 30161N101 7,190 150,956 SH   DFND 7 13,136 0 137,820
Exelon Corp COM 30161N101 3,768 79,100 SH   DFND 8 77,000 0 2,100
Expedia Group Inc COM NEW 30212P303 299 1,530 SH   DFND 7 1,530 0 0
Expedia Group Inc NOTE 2/1 30212PBE4 26,388 21,150,000 PRN   DFND 7 17,930,000 0 3,220,000
Expeditors International of Washington Inc COM 302130109 1,712 16,600 SH   DFND 11 16,600 0 0
Expeditors International of Washington Inc COM 302130109 233 2,261 SH   DFND 7 2,261 0 0
Expeditors International of Washington Inc COM 302130109 67,910 658,300 SH   DFND 8 633,900 0 24,400
Exponent Inc COM 30214U102 11,118 102,901 SH   DFND 7 102,901 0 0
Extra Space Storage Inc COM 30225T102 34,220 166,442 SH   DFND 10 166,442 0 0
Extra Space Storage Inc COM 30225T102 859 4,176 SH   DFND 7 4,176 0 0
Extra Space Storage Inc COM 30225T102 2,344 11,400 SH   DFND 8 11,400 0 0
Exxon Mobil Corp COM 30231G102 5,687 68,863 SH   DFND   68,863 0 0
Exxon Mobil Corp COM 30231G102 18,283 221,375 SH   DFND 7 219,155 0 2,220
F5 Inc COM 315616102 262 1,252 SH   DFND 7 1,252 0 0
FactSet Research Systems Inc COM 303075105 695 1,600 SH   DFND 11 1,600 0 0
FactSet Research Systems Inc COM 303075105 151 348 SH   DFND 7 348 0 0
FactSet Research Systems Inc COM 303075105 8,410 19,371 SH   DFND 8 19,200 0 171
Fair Isaac Corp COM 303250104 653 1,400 SH   DFND 11 1,100 0 300
Fair Isaac Corp COM 303250104 165 353 SH   DFND 7 353 0 0
Fair Isaac Corp COM 303250104 9,236 19,800 SH   DFND 8 14,400 0 5,400
Fastenal Co COM 311900104 37 628 SH   DFND   628 0 0
Fastenal Co COM 311900104 2,533 42,642 SH   DFND 11 42,642 0 0
Fastenal Co COM 311900104 196 3,302 SH   DFND 7 3,302 0 0
Fastenal Co COM 311900104 35,715 601,258 SH   DFND 8 594,521 0 6,737
Federal Realty Investment Trust SH BEN INT NEW 313745101 13,492 110,527 SH   DFND 10 110,527 0 0
Federal Realty Investment Trust SH BEN INT NEW 313745101 60 494 SH   DFND 7 494 0 0
Federated Hermes Inc CL B 314211103 1,046 30,700 SH   DFND 8 14,500 0 16,200
FedEx Corp COM 31428X106 62 268 SH   DFND   268 0 0
FedEx Corp COM 31428X106 1,149 4,967 SH   DFND 7 255 0 4,712
FedEx Corp COM 31428X106 3,410 14,735 SH   DFND 8 12,435 0 2,300
Ferguson PLC SHS G3421J106 751 5,602 SH   DFND 11 5,602 0 0
Ferguson PLC SHS G3421J106 98 727 SH   DFND 7 727 0 0
Ferguson PLC SHS G3421J106 23,793 177,403 SH   DFND 8 173,277 0 4,126
Ferrari NV COM N3167Y103 233,859 1,072,305 SH   DFND 7 993,541 0 78,764
Ferrari NV COM N3167Y103 1,601 7,341 SH   DFND 8 6,884 0 457
Fidelity National Financial Inc FNF GROUP COM 31620R303 108 2,202 SH   DFND 7 2,202 0 0
Fidelity National Financial Inc FNF GROUP COM 31620R303 11,238 230,100 SH   DFND 8 189,900 0 40,200
Fidelity National Information Services Inc COM 31620M106 69 685 SH   DFND   685 0 0
Fidelity National Information Services Inc COM 31620M106 29,750 296,254 SH   DFND 7 270,876 0 25,378
Fidelity National Information Services Inc COM 31620M106 128,418 1,278,811 SH   DFND 8 1,261,087 0 17,724
Fifth Third Bancorp COM 316773100 310 7,191 SH   DFND 7 7,191 0 0
First American Financial Corp COM 31847R102 907 14,000 SH   DFND 11 10,700 0 3,300
First American Financial Corp COM 31847R102 9,775 150,800 SH   DFND 8 137,200 0 13,600
First Financial Bankshares Inc COM 32020R109 150 3,400 SH   DFND 11 2,500 0 900
First Financial Bankshares Inc COM 32020R109 1,209 27,400 SH   DFND 8 24,600 0 2,800
First Republic Bank/CA COM 33616C100 35 214 SH   DFND   214 0 0
First Republic Bank/CA COM 33616C100 219 1,348 SH   DFND 7 1,348 0 0
First Republic Bank/CA COM 33616C100 37,669 232,380 SH   DFND 8 232,380 0 0
FirstService Corp COM 33767E202 1,468 10,135 SH   DFND 7 0 0 10,135
First Solar Inc COM 336433107 35 422 SH   DFND   422 0 0
First Solar Inc COM 336433107 9,651 115,251 SH   DFND 8 115,251 0 0
Fiserv Inc COM 337738108 65 645 SH   DFND   645 0 0
Fiserv Inc COM 337738108 1,055 10,400 SH   DFND 11 10,400 0 0
Fiserv Inc COM 337738108 12,770 125,941 SH   DFND 7 106,823 0 19,118
Fiserv Inc COM 337738108 53,914 531,697 SH   DFND 8 528,897 0 2,800
Five9 Inc COM 338307101 52,335 474,048 SH   DFND 8 467,754 0 6,294
Five9 Inc NOTE 0.500% 6/0 338307AD3 4,748 4,350,000 PRN   DFND 7 3,700,000 0 650,000
FleetCor Technologies Inc COM 339041105 3,362 13,500 SH   DFND 8 12,600 0 900
Flex Ltd ORD Y2573F102 93 5,000 SH   DFND 11 2,700 0 2,300
Flex Ltd ORD Y2573F102 3,623 195,300 SH   DFND 8 187,000 0 8,300
Flowserve Corp COM 34354P105 90 2,500 SH   DFND 11 1,800 0 700
Flowserve Corp COM 34354P105 337 9,400 SH   DFND 8 0 0 9,400
Fluor Corp COM 343412102 602 21,000 SH   DFND 11 16,000 0 5,000
Fluor Corp COM 343412102 643 22,400 SH   DFND 8 2,400 0 20,000
FMC Corp COM NEW 302491303 197 1,501 SH   DFND 7 1,501 0 0
FMC Corp COM NEW 302491303 1,645 12,500 SH   DFND 8 12,500 0 0
FNB Corp/PA COM 302520101 552 44,300 SH   DFND 11 35,600 0 8,700
FNB Corp/PA COM 302520101 595 47,800 SH   DFND 8 5,100 0 42,700
Ford Motor Co COM 345370860 74 4,404 SH   DFND   4,404 0 0
Ford Motor Co COM 345370860 1,199 70,902 SH   DFND 7 44,110 0 26,792
Ford Motor Co COM 345370860 4,672 276,300 SH   DFND 8 222,900 0 53,400
Ford Motor Co NOTE 3/1 345370CZ1 16,959 14,241,000 PRN   DFND 7 12,068,000 0 2,173,000
Fortinet Inc COM 34959E109 49 142 SH   DFND   142 0 0
Fortinet Inc COM 34959E109 881 2,579 SH   DFND 7 2,579 0 0
Fortis Inc/Canada COM 349553107 177 3,583 SH   DFND 7 0 0 3,583
Fortis Inc/Canada COM 349553107 228 4,600 SH   DFND 8 4,600 0 0
Fortive Corp COM 34959J108 67 1,092 SH   DFND 7 1,092 0 0
Fortive Corp COM 34959J108 3,765 61,791 SH   DFND 8 61,791 0 0
Fortune Brands Home & Security Inc COM 34964C106 183 2,458 SH   DFND 7 2,458 0 0
Fortune Brands Home & Security Inc COM 34964C106 1,543 20,779 SH   DFND 8 20,779 0 0
Four Corners Property Trust Inc COM 35086T109 289 10,700 SH   DFND 11 9,000 0 1,700
Four Corners Property Trust Inc COM 35086T109 141 5,200 SH   DFND 8 0 0 5,200
Fox Corp CL A COM 35137L105 213 5,398 SH   DFND 7 4,800 0 598
Fox Factory Holding Corp COM 35138V102 4,166 42,534 SH   DFND 7 42,534 0 0
Fox Factory Holding Corp COM 35138V102 176 1,800 SH   DFND 8 1,800 0 0
Franco-Nevada Corp COM 351858105 638 4,000 SH   DFND 11 4,000 0 0
Franco-Nevada Corp COM 351858105 19,877 124,606 SH   DFND 7 124,226 0 380
Franco-Nevada Corp COM 351858105 2,552 16,000 SH   DFND 8 15,400 0 600
Franklin Covey Co COM 353469109 136 3,000 SH   DFND 11 2,300 0 700
Franklin Covey Co COM 353469109 190 4,200 SH   DFND 8 1,400 0 2,800
Franklin Resources Inc COM 354613101 556 19,900 SH   DFND 11 17,500 0 2,400
Franklin Resources Inc COM 354613101 8 304 SH   DFND 7 304 0 0
Franklin Resources Inc COM 354613101 15,616 559,300 SH   DFND 8 498,800 0 60,500
Freeport-McMoRan Inc CL B 35671D857 75 1,514 SH   DFND   1,514 0 0
Freeport-McMoRan Inc CL B 35671D857 4,303 86,500 SH   DFND 8 83,400 0 3,100
Freshpet Inc COM 358039105 30,273 294,939 SH   DFND 8 294,939 0 0
FTI Consulting Inc COM 302941109 4,685 29,800 SH   DFND 8 25,000 0 4,800
Gaming and Leisure Properties Inc COM 36467J108 589 12,542 SH   DFND 11 10,105 0 2,437
Gaming and Leisure Properties Inc COM 36467J108 64 1,368 SH   DFND 7 1,368 0 0
Gaming and Leisure Properties Inc COM 36467J108 5,042 107,428 SH   DFND 8 96,000 0 11,428
Garmin Ltd SHS H2906T109 2,052 17,300 SH   DFND 11 17,300 0 0
Garmin Ltd SHS H2906T109 249 2,098 SH   DFND 7 2,098 0 0
Garmin Ltd SHS H2906T109 31,426 264,954 SH   DFND 8 262,000 0 2,954
Gartner Inc COM 366651107 119 400 SH   DFND 11 400 0 0
Gartner Inc COM 366651107 350 1,178 SH   DFND 7 1,178 0 0
Gartner Inc COM 366651107 1,428 4,800 SH   DFND 8 4,800 0 0
Generac Holdings Inc COM 368736104 446 1,500 SH   DFND 11 1,500 0 0
Generac Holdings Inc COM 368736104 136 459 SH   DFND 7 459 0 0
Generac Holdings Inc COM 368736104 5,680 19,109 SH   DFND 8 17,009 0 2,100
General Dynamics Corp COM 369550108 30 124 SH   DFND   124 0 0
General Dynamics Corp COM 369550108 2,460 10,200 SH   DFND 11 10,200 0 0
General Electric Co COM NEW 369604301 106 1,272 SH   DFND   1,272 0 0
General Electric Co COM NEW 369604301 9,616 115,104 SH   DFND 7 12,952 0 102,152
General Electric Co COM NEW 369604301 5,680 67,987 SH   DFND 8 65,625 0 2,362
General Mills Inc COM 370334104 45 660 SH   DFND   660 0 0
General Mills Inc COM 370334104 1,646 24,300 SH   DFND 11 24,300 0 0
General Mills Inc COM 370334104 793 11,706 SH   DFND 7 4,733 0 6,973
General Mills Inc COM 370334104 36,555 539,800 SH   DFND 8 528,700 0 11,100
General Motors Co COM 37045V100 70 1,603 SH   DFND   1,603 0 0
General Motors Co COM 37045V100 534 12,198 SH   DFND 7 7,432 0 4,766
General Motors Co COM 37045V100 78,020 1,783,720 SH   DFND 8 1,689,872 0 93,848
Genesco Inc COM 371532102 153 2,400 SH   DFND 11 2,400 0 0
Genesco Inc COM 371532102 153 2,400 SH   DFND 8 0 0 2,400
Genpact Ltd SHS G3922B107 861 19,800 SH   DFND 8 19,800 0 0
Gentex Corp COM 371901109 4,961 170,082 SH   DFND 8 170,082 0 0
Genuine Parts Co COM 372460105 263 2,089 SH   DFND 7 2,089 0 0
Genuine Parts Co COM 372460105 6,755 53,600 SH   DFND 8 53,600 0 0
GEO Group Inc/The COM 36162J106 95 14,400 SH   DFND 11 14,400 0 0
Gerdau SA SPON ADR REP PFD 373737105 181 28,157 SH   DFND 7 0 0 28,157
G-III Apparel Group Ltd COM 36237H101 184 6,800 SH   DFND 11 4,500 0 2,300
G-III Apparel Group Ltd COM 36237H101 1,331 49,200 SH   DFND 8 42,300 0 6,900
Gildan Activewear Inc COM 375916103 7 196 SH   DFND 7 196 0 0
Gildan Activewear Inc COM 375916103 1,743 46,500 SH   DFND 8 29,900 0 16,600
Gilead Sciences Inc COM 375558103 82 1,377 SH   DFND   1,377 0 0
Gilead Sciences Inc COM 375558103 101 1,700 SH   DFND 11 1,700 0 0
Gilead Sciences Inc COM 375558103 4,676 78,647 SH   DFND 7 46,269 0 32,378
Gilead Sciences Inc COM 375558103 114,560 1,927,002 SH   DFND 8 1,855,302 0 71,700
Glacier Bancorp Inc COM 37637Q105 131 2,600 SH   DFND 11 1,900 0 700
Glacier Bancorp Inc COM 37637Q105 1,086 21,600 SH   DFND 8 19,400 0 2,200
Global Payments Inc COM 37940X102 41 302 SH   DFND   302 0 0
Global Payments Inc COM 37940X102 23,331 170,496 SH   DFND 7 164,690 0 5,806
Global Payments Inc COM 37940X102 126,349 923,336 SH   DFND 8 918,936 0 4,400
Globant SA COM L44385109 2,880 10,988 SH   DFND 7 8,797 0 2,191
Globant SA COM L44385109 33,608 128,242 SH   DFND 8 128,242 0 0
Globus Medical Inc CL A 379577208 3,705 50,212 SH   DFND 7 35,958 0 14,254
Globus Medical Inc CL A 379577208 112,725 1,527,850 SH   DFND 8 1,518,174 0 9,676
GoDaddy Inc CL A 380237107 544 6,500 SH   DFND 11 5,100 0 1,400
GoDaddy Inc CL A 380237107 502 6,000 SH   DFND 8 0 0 6,000
Goldman Sachs Group Inc/The COM 38141G104 145 439 SH   DFND   439 0 0
Goldman Sachs Group Inc/The COM 38141G104 12,020 36,412 SH   DFND 7 21,480 0 14,932
Goldman Sachs Group Inc/The COM 38141G104 8,451 25,600 SH   DFND 8 22,100 0 3,500
GoPro Inc CL A 38268T103 114 13,400 SH   DFND 11 13,400 0 0
GoPro Inc CL A 38268T103 1,227 143,800 SH   DFND 8 130,500 0 13,300
Grand Canyon Education Inc COM 38526M106 10,345 106,529 SH   DFND 8 106,529 0 0
Green Plains Inc COM 393222104 130 4,200 SH   DFND 11 4,200 0 0
Green Plains Inc COM 393222104 133 4,300 SH   DFND 8 0 0 4,300
Griffon Corp COM 398433102 208 10,400 SH   DFND 11 7,900 0 2,500
Griffon Corp COM 398433102 158 7,900 SH   DFND 8 2,500 0 5,400
Group 1 Automotive Inc COM 398905109 520 3,100 SH   DFND 11 2,600 0 500
Group 1 Automotive Inc COM 398905109 3,894 23,200 SH   DFND 8 17,600 0 5,600
Groupon Inc COM NEW 399473206 117 6,100 SH   DFND 11 4,600 0 1,500
Groupon Inc COM NEW 399473206 1,740 90,500 SH   DFND 8 84,800 0 5,700
Guardant Health Inc COM 40131M109 17,345 261,855 SH   DFND 8 261,855 0 0
Guardant Health Inc NOTE 11/1 40131MAB5 5,294 6,516,000 PRN   DFND 7 5,530,000 0 986,000
Guess Inc COM 401617105 253 11,600 SH   DFND 11 8,500 0 3,100
Guess Inc COM 401617105 2,594 118,700 SH   DFND 8 108,900 0 9,800
GXO Logistics Inc COMMON STOCK 36262G101 48,315 677,249 SH   DFND 8 670,737 0 6,512
Hackett Group Inc/The COM 404609109 180 7,800 SH   DFND 11 6,200 0 1,600
Hackett Group Inc/The COM 404609109 2,366 102,600 SH   DFND 8 102,600 0 0
Halliburton Co COM 406216101 9,742 257,258 SH   DFND 7 250,359 0 6,899
Halozyme Therapeutics Inc COM 40637H109 207 5,200 SH   DFND 8 5,200 0 0
Hanesbrands Inc COM 410345102 709 47,600 SH   DFND 11 36,400 0 11,200
Hanesbrands Inc COM 410345102 6,403 430,000 SH   DFND 8 326,900 0 103,100
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 2,698 56,889 SH   DFND 7 0 0 56,889
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 21,096 444,780 SH   DFND 8 444,780 0 0
Hartford Financial Services Group Inc/The COM 416515104 1,041 14,500 SH   DFND 11 14,500 0 0
Hartford Financial Services Group Inc/The COM 416515104 311 4,326 SH   DFND 7 4,326 0 0
Hartford Financial Services Group Inc/The COM 416515104 2,355 32,800 SH   DFND 8 31,500 0 1,300
Haverty Furniture Cos Inc COM 419596101 110 4,000 SH   DFND 11 3,000 0 1,000
Haverty Furniture Cos Inc COM 419596101 1,557 56,800 SH   DFND 8 56,800 0 0
Hawaiian Electric Industries Inc COM 419870100 436 10,300 SH   DFND 11 8,800 0 1,500
Hawaiian Electric Industries Inc COM 419870100 152 3,600 SH   DFND 8 0 0 3,600
HCA Healthcare Inc COM 40412C101 68 270 SH   DFND   270 0 0
HCA Healthcare Inc COM 40412C101 1,278 5,100 SH   DFND 11 5,100 0 0
HCA Healthcare Inc COM 40412C101 63 251 SH   DFND 7 251 0 0
HCA Healthcare Inc COM 40412C101 37,897 151,212 SH   DFND 8 149,912 0 1,300
HDFC Bank Ltd SPONSORED ADS 40415F101 10,710 174,622 SH   DFND   174,622 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 28,713 468,174 SH   DFND 7 368,476 0 99,698
HDFC Bank Ltd SPONSORED ADS 40415F101 35,903 585,401 SH   DFND 8 585,401 0 0
Healthcare Realty Trust Inc COM 421946104 1,374 50,000 SH   DFND 10 50,000 0 0
Healthcare Realty Trust Inc COM 421946104 18 656 SH   DFND 7 656 0 0
Healthpeak Properties Inc COM 42250P103 38,483 1,120,976 SH   DFND 10 1,120,976 0 0
Healthpeak Properties Inc COM 42250P103 411 11,982 SH   DFND 7 11,982 0 0
Healthpeak Properties Inc COM 42250P103 3,059 89,100 SH   DFND 8 89,100 0 0
HEICO Corp COM 422806109 21,919 142,760 SH   DFND 8 142,760 0 0
Hello Group Inc ADS 423403104 18 3,046 SH   DFND   3,046 0 0
Hello Group Inc ADS 423403104 53 9,100 SH   DFND 8 9,100 0 0
Henry Schein Inc COM 806407102 1,665 19,100 SH   DFND 11 15,100 0 4,000
Henry Schein Inc COM 806407102 286 3,275 SH   DFND 7 3,275 0 0
Henry Schein Inc COM 806407102 22,948 263,200 SH   DFND 8 225,400 0 37,800
Hershey Co/The COM 427866108 1,235 5,700 SH   DFND 11 5,700 0 0
Hershey Co/The COM 427866108 400 1,845 SH   DFND 7 1,845 0 0
Hershey Co/The COM 427866108 28,503 131,576 SH   DFND 8 130,600 0 976
Hess Corp COM 42809H107 1,117 10,431 SH   DFND 7 10,431 0 0
Hess Corp COM 42809H107 14,017 130,953 SH   DFND 8 130,953 0 0
Hewlett Packard Enterprise Co COM 42824C109 180 10,800 SH   DFND 11 8,500 0 2,300
Hewlett Packard Enterprise Co COM 42824C109 436 26,066 SH   DFND 7 26,066 0 0
Hewlett Packard Enterprise Co COM 42824C109 55,534 3,323,400 SH   DFND 8 3,275,400 0 48,000
HF Sinclair Corp COM 403949100 697 17,500 SH   DFND 11 16,100 0 1,400
HF Sinclair Corp COM 403949100 6,523 163,700 SH   DFND 8 119,900 0 43,800
Hibbett Inc COM 428567101 98 2,200 SH   DFND 11 2,200 0 0
Hibbett Inc COM 428567101 124 2,800 SH   DFND 8 0 0 2,800
Hilltop Holdings Inc COM 432748101 26 900 SH   DFND 11 900 0 0
Hilltop Holdings Inc COM 432748101 1,790 60,900 SH   DFND 8 60,900 0 0
Hologic Inc COM 436440101 192 2,500 SH   DFND 11 2,500 0 0
Hologic Inc COM 436440101 178 2,317 SH   DFND 7 2,317 0 0
Hologic Inc COM 436440101 71,059 925,002 SH   DFND 8 889,302 0 35,700
Home Depot Inc/The COM 437076102 371 1,239 SH   DFND   1,239 0 0
Home Depot Inc/The COM 437076102 3,652 12,200 SH   DFND 11 12,200 0 0
Home Depot Inc/The COM 437076102 55,714 186,129 SH   DFND 7 136,239 0 49,890
Home Depot Inc/The COM 437076102 91,618 306,077 SH   DFND 8 286,497 0 19,580
Honeywell International Inc COM 438516106 153 784 SH   DFND   784 0 0
Honeywell International Inc COM 438516106 1,810 9,300 SH   DFND 11 9,300 0 0
Honeywell International Inc COM 438516106 31,738 163,112 SH   DFND 7 65,988 0 97,124
Honeywell International Inc COM 438516106 30,705 157,800 SH   DFND 8 155,200 0 2,600
Horizon Therapeutics Plc SHS G46188101 210 2,000 SH   DFND 7 2,000 0 0
Horizon Therapeutics Plc SHS G46188101 47,269 449,284 SH   DFND 8 449,284 0 0
Hormel Foods Corp COM 440452100 307 5,953 SH   DFND 7 5,953 0 0
Host Hotels & Resorts Inc COM 44107P104 23,223 1,195,225 SH   DFND 10 1,195,225 0 0
Host Hotels & Resorts Inc COM 44107P104 331 17,058 SH   DFND 7 17,058 0 0
Houlihan Lokey Inc CL A 441593100 5,663 64,500 SH   DFND 8 55,900 0 8,600
HP Inc COM 40434L105 50 1,373 SH   DFND   1,373 0 0
HP Inc COM 40434L105 1,202 33,100 SH   DFND 11 33,100 0 0
HP Inc COM 40434L105 982 27,064 SH   DFND 7 27,064 0 0
HP Inc COM 40434L105 36,217 997,700 SH   DFND 8 981,200 0 16,500
H&R Block Inc COM 093671105 2,651 101,800 SH   DFND 8 62,900 0 38,900
Huazhu Group Ltd NOTE 0.375%11/0 16949NAC3 3,128 3,100,000 PRN   DFND 7 2,600,000 0 500,000
Hub Group Inc CL A 443320106 69 900 SH   DFND 11 0 0 900
Hub Group Inc CL A 443320106 355 4,600 SH   DFND 8 0 0 4,600
HubSpot Inc COM 443573100 151 317 SH   DFND 7 317 0 0
HubSpot Inc COM 443573100 37,771 79,527 SH   DFND 8 78,560 0 967
Hudson Pacific Properties Inc COM 444097109 3,746 135,000 SH   DFND 10 135,000 0 0
Hudson Pacific Properties Inc COM 444097109 20 711 SH   DFND 7 711 0 0
Humana Inc COM 444859102 59 135 SH   DFND   135 0 0
Humana Inc COM 444859102 115 265 SH   DFND 7 265 0 0
Humana Inc COM 444859102 34,404 79,058 SH   DFND 8 78,758 0 300
Huntington Bancshares Inc/OH COM 446150104 375 25,644 SH   DFND 7 25,644 0 0
Huntsman Corp COM 447011107 1,103 29,400 SH   DFND 11 24,400 0 5,000
Huntsman Corp COM 447011107 21,137 563,500 SH   DFND 8 516,300 0 47,200
Huron Consulting Group Inc COM 447462102 124 2,700 SH   DFND 11 2,100 0 600
Huron Consulting Group Inc COM 447462102 179 3,900 SH   DFND 8 0 0 3,900
Hyatt Hotels Corp COM CL A 448579102 420 4,400 SH   DFND 8 0 0 4,400
IAA Inc COM 449253103 1,197 31,300 SH   DFND 8 31,300 0 0
ICF International Inc COM 44925C103 311 3,300 SH   DFND 11 2,600 0 700
ICF International Inc COM 44925C103 405 4,300 SH   DFND 8 1,300 0 3,000
ICICI Bank Ltd ADR 45104G104 54 2,857 SH   DFND   2,857 0 0
ICICI Bank Ltd ADR 45104G104 534 28,190 SH   DFND 7 0 0 28,190
ICON PLC SHS G4705A100 9,970 40,991 SH   DFND 7 40,991 0 0
ICON PLC SHS G4705A100 6,088 25,032 SH   DFND 8 25,032 0 0
Ideaya Biosciences Inc COM 45166A102 3,157 282,104 SH   DFND 8 282,104 0 0
IDEX Corp COM 45167R104 288 1,500 SH   DFND 11 1,500 0 0
IDEX Corp COM 45167R104 141 733 SH   DFND 7 733 0 0
IDEX Corp COM 45167R104 34,348 179,150 SH   DFND 8 178,750 0 400
IDEXX Laboratories Inc COM 45168D104 49 89 SH   DFND   89 0 0
IDEXX Laboratories Inc COM 45168D104 1,183 2,162 SH   DFND 11 2,162 0 0
IDEXX Laboratories Inc COM 45168D104 319 584 SH   DFND 7 584 0 0
IDEXX Laboratories Inc COM 45168D104 67,968 124,242 SH   DFND 8 116,896 0 7,346
Illinois Tool Works Inc COM 452308109 73 351 SH   DFND   351 0 0
Illinois Tool Works Inc COM 452308109 3,769 18,000 SH   DFND 11 18,000 0 0
Illinois Tool Works Inc COM 452308109 2,549 12,172 SH   DFND 7 10,164 0 2,008
Illinois Tool Works Inc COM 452308109 59,972 286,400 SH   DFND 8 280,400 0 6,000
Illumina Inc COM 452327109 55 156 SH   DFND   156 0 0
Illumina Inc COM 452327109 83 238 SH   DFND 7 238 0 0
Illumina Inc COM 452327109 63,603 182,036 SH   DFND 8 180,736 0 1,300
Illumina Inc NOTE 8/1 452327AK5 14,074 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
Imperial Oil Ltd COM NEW 453038408 376 7,781 SH   DFND 7 7,781 0 0
Incyte Corp COM 45337C102 130 1,643 SH   DFND 7 1,643 0 0
Incyte Corp COM 45337C102 12,248 154,213 SH   DFND 8 154,213 0 0
Industrial Logistics Properties Trust COM SHS BEN INT 456237106 277 12,200 SH   DFND 11 9,300 0 2,900
Industrial Logistics Properties Trust COM SHS BEN INT 456237106 261 11,500 SH   DFND 8 0 0 11,500
Infosys Ltd SPONSORED ADR 456788108 7,992 321,100 SH   DFND   321,100 0 0
Infosys Ltd SPONSORED ADR 456788108 42,817 1,720,267 SH   DFND 7 1,405,500 0 314,767
Ingersoll Rand Inc COM 45687V106 202 4,006 SH   DFND 7 4,006 0 0
Ingersoll Rand Inc COM 45687V106 4,551 90,384 SH   DFND 8 90,384 0 0
Ingredion Inc COM 457187102 1,133 13,000 SH   DFND 8 13,000 0 0
Innospec Inc COM 45768S105 2,147 23,200 SH   DFND 8 23,200 0 0
Innovative Industrial Properties Inc COM 45781V101 704 3,426 SH   DFND 10 3,426 0 0
Insmed Inc COM PAR $.01 457669307 18,681 794,930 SH   DFND 8 794,930 0 0
Insulet Corp COM 45784P101 118 444 SH   DFND 7 444 0 0
Insulet Corp COM 45784P101 693 2,600 SH   DFND 8 2,600 0 0
Integer Holdings Corp COM 45826H109 411 5,100 SH   DFND 11 4,100 0 1,000
Integer Holdings Corp COM 45826H109 3,239 40,200 SH   DFND 8 35,900 0 4,300
Intel Corp COM 458140100 222 4,476 SH   DFND   4,476 0 0
Intel Corp COM 458140100 2,022 40,802 SH   DFND 11 40,802 0 0
Intel Corp COM 458140100 8,900 179,581 SH   DFND 7 60,560 0 119,021
Intel Corp COM 458140100 80,479 1,623,868 SH   DFND 8 1,518,736 0 105,132
Intellia Therapeutics Inc COM 45826J105 2,824 38,864 SH   DFND 8 38,864 0 0
Intercontinental Exchange Inc COM 45866F104 82 623 SH   DFND   623 0 0
Intercontinental Exchange Inc COM 45866F104 2,735 20,700 SH   DFND 11 20,700 0 0
Intercontinental Exchange Inc COM 45866F104 75 569 SH   DFND 7 569 0 0
Intercontinental Exchange Inc COM 45866F104 108,901 824,255 SH   DFND 8 820,055 0 4,200
InterDigital Inc COM 45867G101 338 5,300 SH   DFND 11 4,000 0 1,300
InterDigital Inc COM 45867G101 440 6,900 SH   DFND 8 2,000 0 4,900
International Bancshares Corp COM 459044103 30 700 SH   DFND 11 700 0 0
International Bancshares Corp COM 459044103 182 4,300 SH   DFND 8 0 0 4,300
International Business Machines Corp COM 459200101 119 917 SH   DFND   917 0 0
International Business Machines Corp COM 459200101 7,627 58,663 SH   DFND 7 31,194 0 27,469
International Business Machines Corp COM 459200101 2,483 19,100 SH   DFND 8 19,100 0 0
International Flavors & Fragrances Inc COM 459506101 1,550 11,800 SH   DFND   11,800 0 0
International Flavors & Fragrances Inc COM 459506101 9,840 74,926 SH   DFND 7 74,926 0 0
International Paper Co COM 460146103 78 1,682 SH   DFND 7 1,682 0 0
International Paper Co COM 460146103 4,107 89,000 SH   DFND 8 89,000 0 0
Interpublic Group of Cos Inc/The COM 460690100 14 398 SH   DFND 7 398 0 0
Interpublic Group of Cos Inc/The COM 460690100 3,166 89,300 SH   DFND 8 89,300 0 0
Intuit Inc COM 461202103 159 331 SH   DFND   331 0 0
Intuit Inc COM 461202103 1,444 3,004 SH   DFND 11 3,004 0 0
Intuit Inc COM 461202103 13,258 27,573 SH   DFND 7 15,862 0 11,711
Intuit Inc COM 461202103 56,039 116,544 SH   DFND 8 109,254 0 7,290
Intuitive Surgical Inc COM NEW 46120E602 111 368 SH   DFND   368 0 0
Intuitive Surgical Inc COM NEW 46120E602 43,379 143,790 SH   DFND 7 106,236 0 37,554
Intuitive Surgical Inc COM NEW 46120E602 234,951 778,809 SH   DFND 8 772,652 0 6,157
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103 1,082 10,544 SH   DFND   10,544 0 0
Invesco Ltd SHS G491BT108 8 349 SH   DFND 7 349 0 0
Invesco Ltd SHS G491BT108 12,812 555,600 SH   DFND 8 511,300 0 44,300
Invitation Homes Inc COM 46187W107 34,601 861,145 SH   DFND 10 861,145 0 0
Invitation Homes Inc COM 46187W107 534 13,294 SH   DFND 7 13,294 0 0
Ionis Pharmaceuticals Inc COM 462222100 600 16,200 SH   DFND 11 13,800 0 2,400
Ionis Pharmaceuticals Inc COM 462222100 2,597 70,100 SH   DFND 8 54,800 0 15,300
IPG Photonics Corp COM 44980X109 910 8,292 SH   DFND 8 8,292 0 0
iQIYI Inc SPONSORED ADS 46267X108 98 21,641 SH   DFND   21,641 0 0
iQIYI Inc SPONSORED ADS 46267X108 4,922 1,084,043 SH   DFND 8 1,084,043 0 0
IQVIA Holdings Inc COM 46266C105 48 207 SH   DFND   207 0 0
IQVIA Holdings Inc COM 46266C105 23,825 103,046 SH   DFND 7 96,061 0 6,985
IQVIA Holdings Inc COM 46266C105 10,823 46,811 SH   DFND 8 46,811 0 0
iRhythm Technologies Inc COM 450056106 4,961 31,507 SH   DFND 7 31,507 0 0
Iron Mountain Inc COM 46284V101 654 11,800 SH   DFND 11 9,200 0 2,600
Iron Mountain Inc COM 46284V101 17 300 SH   DFND 7 300 0 0
Iron Mountain Inc COM 46284V101 22,275 402,000 SH   DFND 8 378,600 0 23,400
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,330 30,265 SH   DFND   30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638 2,003 36,502 SH   DFND   36,502 0 0
iShares 7-10 Year Treasury Bond ETF BARCLAYS 7 10 YR 464287440 359 3,337 SH   DFND   0 0 3,337
iShares Broad USD Investment Grade Corporate Bond ETF USD INV GRDE ETF 464288620 568 10,312 SH   DFND   10,312 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 5,785 83,227 SH   DFND 11 83,227 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 8,750 157,511 SH   DFND   157,511 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 3,000 6,612 SH   DFND   6,612 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 7,491 16,512 SH   DFND 11 16,512 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 10,400 85,994 SH   DFND 11 85,994 0 0
iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655 1,672 8,147 SH   DFND 11 8,147 0 0
iShares TIPS Bond ETF TIPS BD ETF 464287176 644 5,171 SH   DFND   0 0 5,171
iShares US Treasury Bond ETF US TREAS BD ETF 46429B267 1,743 69,985 SH   DFND   69,985 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 3,329 583,000 SH   DFND   583,000 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 138 24,082 SH   DFND 7 0 0 24,082
iTeos Therapeutics Inc COM 46565G104 7,047 218,973 SH   DFND 8 218,973 0 0
Itron Inc COM 465741106 43 808 SH   DFND   808 0 0
Itron Inc COM 465741106 2,146 40,729 SH   DFND 7 40,729 0 0
Itron Inc COM 465741106 11,228 213,131 SH   DFND 8 213,131 0 0
Jack Henry & Associates Inc COM 426281101 512 2,600 SH   DFND 11 2,600 0 0
Jack Henry & Associates Inc COM 426281101 345 1,749 SH   DFND 7 1,749 0 0
Jack Henry & Associates Inc COM 426281101 13,596 69,000 SH   DFND 8 67,300 0 1,700
Jackson Financial Inc COM CL A 46817M107 734 16,605 SH   DFND 7 0 0 16,605
Jacobs Engineering Group Inc COM 469814107 537 3,900 SH   DFND 11 3,900 0 0
Jacobs Engineering Group Inc COM 469814107 74 537 SH   DFND 7 537 0 0
Jacobs Engineering Group Inc COM 469814107 7,690 55,800 SH   DFND 8 55,300 0 500
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8 11,257 9,200,000 PRN   DFND 7 7,800,000 0 1,400,000
Jazz Pharmaceuticals PLC SHS USD G50871105 11 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 8,039 51,643 SH   DFND 8 51,643 0 0
JB Hunt Transport Services Inc COM 445658107 348 1,731 SH   DFND 7 1,731 0 0
JB Hunt Transport Services Inc COM 445658107 18,513 92,200 SH   DFND 8 90,000 0 2,200
JD.com Inc SPON ADR CL A 47215P106 538 9,298 SH   DFND   9,298 0 0
JD.com Inc SPON ADR CL A 47215P106 22,804 394,048 SH   DFND 8 394,048 0 0
J M Smucker Co/The COM NEW 832696405 718 5,300 SH   DFND 11 5,300 0 0
J M Smucker Co/The COM NEW 832696405 337 2,492 SH   DFND 7 2,492 0 0
J M Smucker Co/The COM NEW 832696405 23,521 173,700 SH   DFND 8 154,700 0 19,000
Johnson Controls International plc SHS G51502105 52 800 SH   DFND   800 0 0
Johnson Controls International plc SHS G51502105 734 11,200 SH   DFND 11 11,200 0 0
Johnson Controls International plc SHS G51502105 2,352 35,873 SH   DFND 7 3,588 0 32,285
Johnson Controls International plc SHS G51502105 22,849 348,471 SH   DFND 8 339,371 0 9,100
Johnson & Johnson COM 478160104 498 2,810 SH   DFND   2,810 0 0
Johnson & Johnson COM 478160104 5,370 30,300 SH   DFND 11 30,300 0 0
Johnson & Johnson COM 478160104 37,335 210,661 SH   DFND 7 141,794 0 68,867
Johnson & Johnson COM 478160104 161,829 913,100 SH   DFND 8 902,100 0 11,000
Jones Lang LaSalle Inc COM 48020Q107 1,245 5,200 SH   DFND 11 4,000 0 1,200
Jones Lang LaSalle Inc COM 48020Q107 11,662 48,700 SH   DFND 8 39,300 0 9,400
JOYY Inc ADS REPSTG COM A 46591M109 71 1,940 SH   DFND   1,940 0 0
JOYY Inc ADS REPSTG COM A 46591M109 86 2,331 SH   DFND 8 2,331 0 0
JPMorgan Chase & Co COM 46625H100 491 3,599 SH   DFND   3,599 0 0
JPMorgan Chase & Co COM 46625H100 3,122 22,900 SH   DFND 11 22,900 0 0
JPMorgan Chase & Co COM 46625H100 21,336 156,516 SH   DFND 7 81,412 0 75,104
JPMorgan Chase & Co COM 46625H100 72,918 534,900 SH   DFND 8 504,500 0 30,400
Juniper Networks Inc COM 48203R104 12 328 SH   DFND 7 328 0 0
Juniper Networks Inc COM 48203R104 197 5,300 SH   DFND 8 5,300 0 0
Karuna Therapeutics Inc COM 48576A100 6,170 48,660 SH   DFND 8 48,660 0 0
KB Financial Group Inc SPONSORED ADR 48241A105 710 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108 1,219 18,900 SH   DFND 11 18,900 0 0
Kellogg Co COM 487836108 207 3,217 SH   DFND 7 3,217 0 0
Kellogg Co COM 487836108 70,307 1,090,200 SH   DFND 8 1,053,400 0 36,800
Keurig Dr Pepper Inc COM 49271V100 759 20,032 SH   DFND 11 20,032 0 0
Keurig Dr Pepper Inc COM 49271V100 130 3,441 SH   DFND 7 3,441 0 0
Keurig Dr Pepper Inc COM 49271V100 18,338 483,843 SH   DFND 8 479,452 0 4,391
KeyCorp COM 493267108 318 14,228 SH   DFND 7 14,228 0 0
KeyCorp COM 493267108 26,948 1,204,100 SH   DFND 8 1,079,300 0 124,800
Keysight Technologies Inc COM 49338L103 33 207 SH   DFND   207 0 0
Keysight Technologies Inc COM 49338L103 3,760 23,803 SH   DFND 7 22,213 0 1,590
Keysight Technologies Inc COM 49338L103 43,963 278,300 SH   DFND 8 258,500 0 19,800
Kforce Inc COM 493732101 111 1,500 SH   DFND 11 1,500 0 0
Kforce Inc COM 493732101 274 3,700 SH   DFND 8 0 0 3,700
Kimberly-Clark Corp COM 494368103 45 368 SH   DFND   368 0 0
Kimberly-Clark Corp COM 494368103 1,305 10,600 SH   DFND 11 10,600 0 0
Kimberly-Clark Corp COM 494368103 365 2,962 SH   DFND 7 2,962 0 0
Kimberly-Clark Corp COM 494368103 29,534 239,800 SH   DFND 8 237,700 0 2,100
Kimco Realty Corp COM 49446R109 29,546 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 1,386 73,312 SH   DFND 7 73,312 0 0
Kinder Morgan Inc COM 49456B101 5,437 287,500 SH   DFND 8 97,200 0 190,300
Kingsoft Cloud Holdings Ltd ADS 49639K101 252 41,561 SH   DFND 7 0 0 41,561
Kinsale Capital Group Inc COM 49714P108 547 2,400 SH   DFND 11 2,000 0 400
Kinsale Capital Group Inc COM 49714P108 5,883 25,800 SH   DFND 8 24,100 0 1,700
KLA Corp COM NEW 482480100 61 167 SH   DFND   167 0 0
KLA Corp COM NEW 482480100 879 2,400 SH   DFND 11 2,400 0 0
KLA Corp COM NEW 482480100 8,295 22,660 SH   DFND 7 21,408 0 1,252
KLA Corp COM NEW 482480100 6,845 18,700 SH   DFND 8 18,100 0 600
Knight-Swift Transportation Holdings Inc CL A 499049104 197 3,900 SH   DFND 11 3,900 0 0
Knight-Swift Transportation Holdings Inc CL A 499049104 389 7,700 SH   DFND 8 3,800 0 3,900
Knowles Corp COM 49926D109 362 16,800 SH   DFND 11 12,600 0 4,200
Knowles Corp COM 49926D109 4,155 193,000 SH   DFND 8 178,000 0 15,000
Kontoor Brands Inc COM 50050N103 174 4,200 SH   DFND 11 3,000 0 1,200
Kontoor Brands Inc COM 50050N103 339 8,200 SH   DFND 8 0 0 8,200
Korn Ferry COM NEW 500643200 227 3,500 SH   DFND 11 3,500 0 0
Korn Ferry COM NEW 500643200 500 7,700 SH   DFND 8 0 0 7,700
Kornit Digital Ltd SHS M6372Q113 25 304 SH   DFND   304 0 0
Kornit Digital Ltd SHS M6372Q113 48,597 587,701 SH   DFND 8 587,701 0 0
Kraft Heinz Co/The COM 500754106 466 11,819 SH   DFND 7 11,819 0 0
Kraft Heinz Co/The COM 500754106 1,479 37,536 SH   DFND 8 37,536 0 0
Kroger Co/The COM 501044101 708 12,346 SH   DFND 7 12,346 0 0
Kroger Co/The COM 501044101 31,645 551,600 SH   DFND 8 519,500 0 32,100
Kulicke & Soffa Industries Inc COM 501242101 493 8,800 SH   DFND 11 7,300 0 1,500
Kulicke & Soffa Industries Inc COM 501242101 5,440 97,100 SH   DFND 8 88,600 0 8,500
Kura Oncology Inc COM 50127T109 5,976 371,640 SH   DFND 8 371,640 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 606 2,300 SH   DFND 11 2,300 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 99 374 SH   DFND 7 374 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 43,557 165,200 SH   DFND 8 160,200 0 5,000
Lam Research Corp COM 512807108 83 154 SH   DFND   154 0 0
Lam Research Corp COM 512807108 388 721 SH   DFND 7 721 0 0
Lam Research Corp COM 512807108 25,084 46,659 SH   DFND 8 45,559 0 1,100
Lands' End Inc COM 51509F105 108 6,400 SH   DFND 11 4,700 0 1,700
Lands' End Inc COM 51509F105 61 3,600 SH   DFND 8 3,600 0 0
Landstar System Inc COM 515098101 588 3,900 SH   DFND 11 3,700 0 200
Landstar System Inc COM 515098101 3,982 26,400 SH   DFND 8 15,500 0 10,900
Laredo Petroleum Inc COM 516806205 142 1,800 SH   DFND 11 1,300 0 500
Laredo Petroleum Inc COM 516806205 2,018 25,500 SH   DFND 8 22,600 0 2,900
Las Vegas Sands Corp COM 517834107 973 25,042 SH   DFND 7 1,923 0 23,119
Las Vegas Sands Corp COM 517834107 21,845 561,996 SH   DFND 8 560,096 0 1,900
Lattice Semiconductor Corp COM 518415104 1,097 18,000 SH   DFND 11 13,700 0 4,300
Lattice Semiconductor Corp COM 518415104 39,947 655,400 SH   DFND 8 627,900 0 27,500
LAVA Therapeutics NV SHS N51517105 1,020 231,886 SH   DFND 8 231,886 0 0
LCI Industries COM 50189K103 4,879 47,000 SH   DFND 7 47,000 0 0
LCI Industries NOTE 1.125% 5/1 501812AB7 8,646 9,400,000 PRN   DFND 7 7,971,000 0 1,429,000
Lear Corp COM NEW 521865204 203 1,426 SH   DFND 7 1,426 0 0
Lennar Corp CL A 526057104 460 5,668 SH   DFND 7 5,668 0 0
Lennox International Inc COM 526107107 4,177 16,200 SH   DFND 8 16,200 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302 44 20,900 SH   DFND 8 20,900 0 0
LGI Homes Inc COM 50187T106 332 3,400 SH   DFND 8 0 0 3,400
Li Auto Inc SPONSORED ADS 50202M102 1,221 47,288 SH   DFND   34,088 0 13,200
Li Auto Inc SPONSORED ADS 50202M102 11,476 444,623 SH   DFND 8 444,623 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 754 16,500 SH   DFND 11 16,500 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 1,102 24,100 SH   DFND 8 0 0 24,100
Li-Cycle Holdings Corp COMMON SHARES 50202P105 24 2,825 SH   DFND   2,825 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 8,013 948,324 SH   DFND 8 948,324 0 0
Life Storage Inc COM 53223X107 16,320 116,213 SH   DFND 10 116,213 0 0
Life Storage Inc COM 53223X107 56 396 SH   DFND 7 396 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 260 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104 2,644 180,129 SH   DFND 7 171,711 0 8,418
Lincoln National Corp COM 534187109 20 302 SH   DFND 7 302 0 0
Lincoln National Corp COM 534187109 17,817 272,600 SH   DFND 8 248,200 0 24,400
Linde PLC SHS G5494J103 180 564 SH   DFND   564 0 0
Linde PLC SHS G5494J103 217,218 680,017 SH   DFND 7 380,851 0 299,166
Linde PLC SHS G5494J103 31,255 97,846 SH   DFND 8 93,346 0 4,500
Liquidity Services Inc COM 53635B107 115 6,700 SH   DFND 11 4,900 0 1,800
Liquidity Services Inc COM 53635B107 110 6,400 SH   DFND 8 0 0 6,400
LKQ Corp COM 501889208 291 6,404 SH   DFND 7 6,404 0 0
LKQ Corp COM 501889208 2,997 66,000 SH   DFND 8 66,000 0 0
Lockheed Martin Corp COM 539830109 54 123 SH   DFND   123 0 0
Lockheed Martin Corp COM 539830109 3,222 7,300 SH   DFND 11 7,300 0 0
Loews Corp COM 540424108 557 8,600 SH   DFND 11 8,600 0 0
Loews Corp COM 540424108 211 3,252 SH   DFND 7 3,252 0 0
Loews Corp COM 540424108 38,685 596,800 SH   DFND 8 588,700 0 8,100
Logitech International SA SHS H50430232 36,893 500,046 SH   DFND 7 103,957 0 396,089
Logitech International SA SHS H50430232 671 9,088 SH   DFND 8 7,932 0 1,156
Louisiana-Pacific Corp COM 546347105 758 12,200 SH   DFND 11 8,900 0 3,300
Louisiana-Pacific Corp COM 546347105 23,804 383,200 SH   DFND 8 355,600 0 27,600
Lowe's Cos Inc COM 548661107 160 793 SH   DFND   793 0 0
Lowe's Cos Inc COM 548661107 2,002 9,900 SH   DFND 11 9,900 0 0
Lowe's Cos Inc COM 548661107 7,645 37,813 SH   DFND 7 14,976 0 22,837
Lowe's Cos Inc COM 548661107 114,376 565,685 SH   DFND 8 536,600 0 29,085
Lufax Holding Ltd ADS REP SHS CL A 54975P102 13 2,300 SH   DFND   2,300 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102 6,583 1,181,853 SH   DFND 7 1,181,853 0 0
Lululemon Athletica Inc COM 550021109 57 156 SH   DFND   156 0 0
Lululemon Athletica Inc COM 550021109 160 437 SH   DFND 7 437 0 0
Lululemon Athletica Inc COM 550021109 25,528 69,897 SH   DFND 8 69,597 0 300
Lumen Technologies Inc COM 550241103 10 879 SH   DFND 7 879 0 0
Lumen Technologies Inc COM 550241103 11,028 978,500 SH   DFND 8 948,000 0 30,500
Lument Finance Trust Inc COM 55025L108 9,154 3,340,780 SH   DFND   3,340,780 0 0
Lumentum Holdings Inc COM 55024U109 62,280 638,118 SH   DFND 8 638,118 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1 7,534 6,467,000 PRN   DFND 7 5,489,000 0 978,000
LyondellBasell Industries NV SHS - A - N53745100 199 1,939 SH   DFND 7 269 0 1,670
LyondellBasell Industries NV SHS - A - N53745100 44,408 431,900 SH   DFND 8 426,800 0 5,100
MacroGenics Inc COM 556099109 22 2,500 SH   DFND 11 0 0 2,500
MacroGenics Inc COM 556099109 1,647 186,900 SH   DFND 8 186,900 0 0
Macy's Inc COM 55616P104 83 3,400 SH   DFND 11 3,400 0 0
Macy's Inc COM 55616P104 909 37,300 SH   DFND 8 37,300 0 0
Magic Software Enterprises Ltd ORD 559166103 1,061 61,553 SH   DFND 8 61,553 0 0
Magna International Inc COM 559222401 5,267 81,895 SH   DFND 7 37,695 0 44,200
Main Street Capital Corp COM 56035L104 418 9,800 SH   DFND 11 7,500 0 2,300
Main Street Capital Corp COM 56035L104 392 9,200 SH   DFND 8 0 0 9,200
Manhattan Associates Inc COM 562750109 1,359 9,800 SH   DFND 8 9,800 0 0
ManpowerGroup Inc COM 56418H100 657 7,000 SH   DFND 11 5,200 0 1,800
ManpowerGroup Inc COM 56418H100 17,798 189,500 SH   DFND 8 175,100 0 14,400
Manulife Financial Corp COM 56501R106 47 2,188 SH   DFND   2,188 0 0
Manulife Financial Corp COM 56501R106 1,815 85,000 SH   DFND 11 85,000 0 0
Manulife Financial Corp COM 56501R106 260 12,159 SH   DFND 7 12,159 0 0
Manulife Financial Corp COM 56501R106 28,595 1,339,323 SH   DFND 8 1,146,923 0 192,400
Marathon Oil Corp COM 565849106 809 32,200 SH   DFND 11 25,200 0 7,000
Marathon Oil Corp COM 565849106 3,970 158,100 SH   DFND 8 122,400 0 35,700
Marathon Petroleum Corp COM 56585A102 63 733 SH   DFND   733 0 0
Marathon Petroleum Corp COM 56585A102 2,823 33,023 SH   DFND 7 33,023 0 0
Marathon Petroleum Corp COM 56585A102 992 11,600 SH   DFND 8 0 0 11,600
Marcus Corp/The COM 566330106 119 6,700 SH   DFND 11 5,000 0 1,700
Marcus Corp/The COM 566330106 1,595 90,100 SH   DFND 8 90,100 0 0
MarineMax Inc COM 567908108 141 3,500 SH   DFND 11 2,500 0 1,000
MarineMax Inc COM 567908108 113 2,800 SH   DFND 8 0 0 2,800
Markel Corp COM 570535104 118 80 SH   DFND 11 80 0 0
Markel Corp COM 570535104 100 68 SH   DFND 7 68 0 0
Markel Corp COM 570535104 20,344 13,790 SH   DFND 8 13,440 0 350
MarketAxess Holdings Inc COM 57060D108 108 318 SH   DFND 7 318 0 0
MarketAxess Holdings Inc COM 57060D108 15,003 44,100 SH   DFND 8 38,400 0 5,700
Marriott International Inc/MD CL A 571903202 51 289 SH   DFND   289 0 0
Marriott International Inc/MD CL A 571903202 49 279 SH   DFND 7 279 0 0
Marriott International Inc/MD CL A 571903202 352 2,000 SH   DFND 8 0 0 2,000
Marriott Vacations Worldwide Corp COM 57164Y107 852 5,400 SH   DFND 11 4,100 0 1,300
Marriott Vacations Worldwide Corp COM 57164Y107 9,084 57,600 SH   DFND 8 52,400 0 5,200
Marsh & McLennan Cos Inc COM 571748102 97 572 SH   DFND   572 0 0
Marsh & McLennan Cos Inc COM 571748102 3,102 18,200 SH   DFND 11 18,200 0 0
Marsh & McLennan Cos Inc COM 571748102 139 817 SH   DFND 7 817 0 0
Marsh & McLennan Cos Inc COM 571748102 28,665 168,200 SH   DFND 8 159,900 0 8,300
Martin Marietta Materials Inc COM 573284106 24 63 SH   DFND 7 63 0 0
Martin Marietta Materials Inc COM 573284106 3,810 9,900 SH   DFND 8 9,700 0 200
Marvell Technology Inc COM 573874104 55 762 SH   DFND   762 0 0
Marvell Technology Inc COM 573874104 457 6,369 SH   DFND 7 832 0 5,537
Marvell Technology Inc COM 573874104 57,841 806,600 SH   DFND 8 804,850 0 1,750
Masco Corp COM 574599106 265 5,200 SH   DFND 11 5,200 0 0
Masco Corp COM 574599106 131 2,572 SH   DFND 7 2,572 0 0
Masco Corp COM 574599106 19,931 390,800 SH   DFND 8 383,900 0 6,900
MasTec Inc COM 576323109 1,655 19,000 SH   DFND 10 19,000 0 0
Mastercard Inc CL A 57636Q104 3,154 8,824 SH   DFND   8,824 0 0
Mastercard Inc CL A 57636Q104 2,788 7,800 SH   DFND 11 7,800 0 0
Mastercard Inc CL A 57636Q104 91,052 254,777 SH   DFND 7 223,539 0 31,238
Mastercard Inc CL A 57636Q104 66,824 186,983 SH   DFND 8 178,283 0 8,700
Matador Resources Co COM 576485205 328 6,200 SH   DFND 11 4,800 0 1,400
Matador Resources Co COM 576485205 1,934 36,500 SH   DFND 8 34,100 0 2,400
Match Group Inc COM 57667L107 32 290 SH   DFND   290 0 0
Match Group Inc COM 57667L107 166 1,524 SH   DFND 7 1,524 0 0
Match Group Inc COM 57667L107 21,032 193,412 SH   DFND 8 193,412 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 838 8,400 SH   DFND 11 8,400 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 119 1,193 SH   DFND 7 1,193 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 17,325 173,600 SH   DFND 8 172,200 0 1,400
McDonald's Corp COM 580135101 198 800 SH   DFND   800 0 0
McDonald's Corp COM 580135101 7,803 31,556 SH   DFND 7 1,941 0 29,615
McDonald's Corp COM 580135101 12,141 49,100 SH   DFND 8 41,900 0 7,200
McKesson Corp COM 58155Q103 50 162 SH   DFND   162 0 0
McKesson Corp COM 58155Q103 1,041 3,400 SH   DFND 11 3,400 0 0
McKesson Corp COM 58155Q103 47 154 SH   DFND 7 154 0 0
McKesson Corp COM 58155Q103 65,182 212,923 SH   DFND 8 212,223 0 700
MDU Resources Group Inc COM 552690109 922 34,600 SH   DFND 11 27,300 0 7,300
MDU Resources Group Inc COM 552690109 602 22,600 SH   DFND 8 0 0 22,600
Medical Properties Trust Inc COM 58463J304 38 1,821 SH   DFND 7 1,821 0 0
Medical Properties Trust Inc COM 58463J304 1,495 70,700 SH   DFND 8 70,700 0 0
Medifast Inc COM 58470H101 188 1,100 SH   DFND 11 800 0 300
Medifast Inc COM 58470H101 1,674 9,800 SH   DFND 8 6,400 0 3,400
MEDNAX Inc COM 58502B106 160 6,800 SH   DFND 11 5,200 0 1,600
MEDNAX Inc COM 58502B106 169 7,200 SH   DFND 8 0 0 7,200
Medpace Holdings Inc COM 58506Q109 278 1,700 SH   DFND 11 1,700 0 0
Medpace Holdings Inc COM 58506Q109 1,407 8,600 SH   DFND 8 5,300 0 3,300
Medtronic PLC SHS G5960L103 178 1,605 SH   DFND   1,605 0 0
Medtronic PLC SHS G5960L103 17,652 159,103 SH   DFND 7 114,084 0 45,019
Medtronic PLC SHS G5960L103 38,745 349,209 SH   DFND 8 338,009 0 11,200
MercadoLibre Inc COM 58733R102 54 45 SH   DFND   45 0 0
MercadoLibre Inc COM 58733R102 24,855 20,896 SH   DFND 7 20,896 0 0
MercadoLibre Inc COM 58733R102 476 400 SH   DFND 8 0 0 400
Merck & Co Inc COM 58933Y105 210 2,825 SH   DFND   2,825 0 0
Merck & Co Inc COM 58933Y105 2,612 35,100 SH   DFND 11 35,100 0 0
Merck & Co Inc COM 58933Y105 7,507 100,859 SH   DFND 7 39,459 0 61,400
Merck & Co Inc COM 58933Y105 173,310 2,328,501 SH   DFND 8 2,308,301 0 20,200
Mersana Therapeutics Inc COM 59045L106 43 10,800 SH   DFND 8 10,800 0 0
Merus NV COM N5749R100 6,010 227,300 SH   DFND 8 227,300 0 0
Meta Platforms Inc CL A 30303M102 2,005 9,015 SH   DFND   9,015 0 0
Meta Platforms Inc CL A 30303M102 2,796 12,576 SH   DFND 11 12,576 0 0
Meta Platforms Inc CL A 30303M102 49,733 223,661 SH   DFND 7 157,790 0 65,871
Meta Platforms Inc CL A 30303M102 211,908 952,996 SH   DFND 8 946,030 0 6,966
MetLife Inc COM 59156R108 56 800 SH   DFND   800 0 0
MetLife Inc COM 59156R108 1,370 19,500 SH   DFND 11 19,500 0 0
MetLife Inc COM 59156R108 201 2,855 SH   DFND 7 1,607 0 1,248
MetLife Inc COM 59156R108 8,630 122,800 SH   DFND 8 112,800 0 10,000
Mettler-Toledo International Inc COM 592688105 36 26 SH   DFND   26 0 0
Mettler-Toledo International Inc COM 592688105 1,099 800 SH   DFND 11 800 0 0
Mettler-Toledo International Inc COM 592688105 11,923 8,683 SH   DFND 7 8,634 0 49
Mettler-Toledo International Inc COM 592688105 44,346 32,294 SH   DFND 8 31,200 0 1,094
MGM Resorts International COM 552953101 72 1,715 SH   DFND 7 1,715 0 0
MGM Resorts International COM 552953101 281 6,700 SH   DFND 8 0 0 6,700
MGP Ingredients Inc COM 55303J106 9,115 106,497 SH   DFND 7 106,497 0 0
Microchip Technology Inc COM 595017104 46 607 SH   DFND   607 0 0
Microchip Technology Inc COM 595017104 42 560 SH   DFND 7 560 0 0
Microchip Technology Inc COM 595017104 109,001 1,450,643 SH   DFND 8 1,441,462 0 9,181
Microchip Technology Inc NOTE 0.125%11/1 595017AU8 6,384 5,550,000 PRN   DFND 7 4,700,000 0 850,000
Micron Technology Inc COM 595112103 88 1,130 SH   DFND   1,130 0 0
Micron Technology Inc COM 595112103 2,403 30,855 SH   DFND 7 1,129 0 29,726
Micron Technology Inc COM 595112103 49,088 630,217 SH   DFND 8 584,342 0 45,875
Microsoft Corp COM 594918104 5,889 19,102 SH   DFND   19,102 0 0
Microsoft Corp COM 594918104 17,228 55,879 SH   DFND 11 55,879 0 0
Microsoft Corp COM 594918104 256,774 832,842 SH   DFND 7 540,430 0 292,412
Microsoft Corp COM 594918104 1,029,242 3,338,335 SH   DFND 8 3,300,035 0 38,300
Mid-America Apartment Communities Inc COM 59522J103 10,002 47,752 SH   DFND 10 47,752 0 0
Mid-America Apartment Communities Inc COM 59522J103 880 4,200 SH   DFND 11 4,200 0 0
Mid-America Apartment Communities Inc COM 59522J103 530 2,530 SH   DFND 7 2,530 0 0
Mid-America Apartment Communities Inc COM 59522J103 8,525 40,700 SH   DFND 8 40,700 0 0
M/I Homes Inc COM 55305B101 1,020 23,000 SH   DFND 8 23,000 0 0
Minerals Technologies Inc COM 603158106 377 5,700 SH   DFND 11 4,700 0 1,000
Minerals Technologies Inc COM 603158106 4,564 69,000 SH   DFND 8 63,600 0 5,400
Mirati Therapeutics Inc COM 60468T105 2,404 29,240 SH   DFND 8 29,240 0 0
Mirum Pharmaceuticals Inc COM 604749101 21,664 983,829 SH   DFND 8 983,829 0 0
Moderna Inc COM 60770K107 81 473 SH   DFND   473 0 0
Moderna Inc COM 60770K107 21,899 127,126 SH   DFND 8 126,426 0 700
Modine Manufacturing Co COM 607828100 100 11,100 SH   DFND 11 8,400 0 2,700
Modine Manufacturing Co COM 607828100 901 100,000 SH   DFND 8 100,000 0 0
Molina Healthcare Inc COM 60855R100 442 1,326 SH   DFND 7 1,326 0 0
Molina Healthcare Inc COM 60855R100 11,776 35,300 SH   DFND 8 34,900 0 400
Mondelez International Inc CL A 609207105 92 1,463 SH   DFND   1,463 0 0
Mondelez International Inc CL A 609207105 5,991 95,426 SH   DFND 7 1,973 0 93,453
Mondelez International Inc CL A 609207105 20,275 322,946 SH   DFND 8 309,500 0 13,446
Monolithic Power Systems Inc COM 609839105 389 800 SH   DFND 11 700 0 100
Monolithic Power Systems Inc COM 609839105 5,158 10,620 SH   DFND 7 9,815 0 805
Monolithic Power Systems Inc COM 609839105 44,925 92,500 SH   DFND 8 85,200 0 7,300
Monster Beverage Corp COM 61174X109 32 401 SH   DFND   401 0 0
Monster Beverage Corp COM 61174X109 328 4,100 SH   DFND 11 4,100 0 0
Monster Beverage Corp COM 61174X109 29 360 SH   DFND 7 360 0 0
Monster Beverage Corp COM 61174X109 35,879 449,050 SH   DFND 8 449,050 0 0
Moody's Corp COM 615369105 63 187 SH   DFND   187 0 0
Moody's Corp COM 615369105 1,620 4,800 SH   DFND 11 4,800 0 0
Moody's Corp COM 615369105 66,582 197,333 SH   DFND 7 144,188 0 53,145
Moody's Corp COM 615369105 32,290 95,700 SH   DFND 8 93,400 0 2,300
Moog Inc CL A 615394202 439 5,000 SH   DFND 11 4,100 0 900
Moog Inc CL A 615394202 975 11,100 SH   DFND 8 6,300 0 4,800
Morgan Stanley COM NEW 617446448 158 1,809 SH   DFND   1,809 0 0
Morgan Stanley COM NEW 617446448 26,642 304,825 SH   DFND 7 198,393 0 106,432
Morgan Stanley COM NEW 617446448 25,530 292,108 SH   DFND 8 288,908 0 3,200
Mosaic Co/The COM 61945C103 2,347 35,300 SH   DFND 11 28,800 0 6,500
Mosaic Co/The COM 61945C103 27 400 SH   DFND 7 400 0 0
Mosaic Co/The COM 61945C103 46,098 693,200 SH   DFND 8 610,600 0 82,600
Motorola Solutions Inc COM NEW 620076307 45 186 SH   DFND   186 0 0
Motorola Solutions Inc COM NEW 620076307 993 4,100 SH   DFND 11 4,100 0 0
Motorola Solutions Inc COM NEW 620076307 387 1,598 SH   DFND 7 1,598 0 0
Motorola Solutions Inc COM NEW 620076307 21,601 89,187 SH   DFND 8 88,287 0 900
MSA Safety Inc COM 553498106 4,314 32,512 SH   DFND 8 32,512 0 0
MSCI Inc COM 55354G100 48 96 SH   DFND   96 0 0
MSCI Inc COM 55354G100 1,509 3,000 SH   DFND 11 3,000 0 0
MSCI Inc COM 55354G100 95,092 189,095 SH   DFND 7 169,116 0 19,979
MSCI Inc COM 55354G100 22,274 44,292 SH   DFND 8 43,600 0 692
MSC Industrial Direct Co Inc CL A 553530106 452 5,300 SH   DFND 8 0 0 5,300
M&T Bank Corp COM 55261F104 438 2,584 SH   DFND 7 2,584 0 0
MYR Group Inc COM 55405W104 235 2,500 SH   DFND 11 1,900 0 600
MYR Group Inc COM 55405W104 3,226 34,300 SH   DFND 8 31,400 0 2,900
Nasdaq Inc COM 631103108 909 5,100 SH   DFND 11 5,100 0 0
Nasdaq Inc COM 631103108 103 580 SH   DFND 7 580 0 0
Nasdaq Inc COM 631103108 15,022 84,300 SH   DFND 8 83,800 0 500
National HealthCare Corp COM 635906100 14 200 SH   DFND 11 200 0 0
National HealthCare Corp COM 635906100 190 2,700 SH   DFND 8 0 0 2,700
National Vision Holdings Inc COM 63845R107 4,809 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107 5,175 118,779 SH   DFND 8 118,779 0 0
Natus Medical Inc COM 639050103 210 8,000 SH   DFND 11 6,000 0 2,000
Natus Medical Inc COM 639050103 1,893 72,021 SH   DFND 8 65,721 0 6,300
NCR Corp COM 62886E108 422 10,500 SH   DFND 11 10,500 0 0
NCR Corp COM 62886E108 2,829 70,400 SH   DFND 8 53,300 0 17,100
Nektar Therapeutics COM 640268108 115 21,400 SH   DFND 11 17,100 0 4,300
Nektar Therapeutics COM 640268108 163 30,300 SH   DFND 8 0 0 30,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6 3,269 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104 116 1,400 SH   DFND 11 1,400 0 0
NetApp Inc COM 64110D104 442 5,325 SH   DFND 7 5,325 0 0
NetApp Inc COM 64110D104 6,316 76,100 SH   DFND 8 62,700 0 13,400
NetEase Inc SPONSORED ADS 64110W102 1,697 18,921 SH   DFND   14,057 0 4,864
NetEase Inc SPONSORED ADS 64110W102 18,038 201,117 SH   DFND 8 201,117 0 0
Netflix Inc COM 64110L106 171 456 SH   DFND   456 0 0
Netflix Inc COM 64110L106 1,263 3,371 SH   DFND 11 3,371 0 0
Netflix Inc COM 64110L106 632 1,686 SH   DFND 7 447 0 1,239
Netflix Inc COM 64110L106 65,424 174,655 SH   DFND 8 165,970 0 8,685
NetScout Systems Inc COM 64115T104 414 12,900 SH   DFND 11 9,700 0 3,200
NetScout Systems Inc COM 64115T104 5,030 156,800 SH   DFND 8 145,200 0 11,600
Neurocrine Biosciences Inc COM 64125C109 5,500 58,668 SH   DFND 8 58,668 0 0
Newell Brands Inc COM 651229106 54 2,515 SH   DFND 11 115 0 2,400
Newell Brands Inc COM 651229106 8 387 SH   DFND 7 387 0 0
Newell Brands Inc COM 651229106 8,215 383,700 SH   DFND 8 372,600 0 11,100
Newmont Corp COM 651639106 65 818 SH   DFND   818 0 0
Newmont Corp COM 651639106 41,770 525,735 SH   DFND 7 523,191 0 2,544
Newmont Corp COM 651639106 3,543 44,600 SH   DFND 8 42,900 0 1,700
New Relic Inc COM 64829B100 26,955 403,035 SH   DFND 8 395,028 0 8,007
Newtek Business Services Corp COM NEW 652526203 16 600 SH   DFND 11 600 0 0
Newtek Business Services Corp COM NEW 652526203 796 29,800 SH   DFND 8 29,800 0 0
New York Community Bancorp Inc COM 649445103 1,218 113,600 SH   DFND 8 36,600 0 77,000
NexPoint Residential Trust Inc COM 65341D102 352 3,900 SH   DFND 11 3,200 0 700
NexPoint Residential Trust Inc COM 65341D102 2,854 31,600 SH   DFND 8 27,700 0 3,900
NextEra Energy Inc COM 65339F101 317 3,748 SH   DFND   3,748 0 0
NextEra Energy Inc COM 65339F101 5,608 66,200 SH   DFND 10 66,200 0 0
NextEra Energy Inc COM 65339F101 34,151 403,152 SH   DFND 7 149,720 0 253,432
NextEra Energy Inc COM 65339F101 115,769 1,366,653 SH   DFND 8 1,361,853 0 4,800
NextGen Healthcare Inc COM 65343C102 284 13,600 SH   DFND 11 11,400 0 2,200
NextGen Healthcare Inc COM 65343C102 3,431 164,100 SH   DFND 8 153,400 0 10,700
NGM Biopharmaceuticals Inc COM 62921N105 6,257 410,268 SH   DFND 8 410,268 0 0
Nice Ltd NOTE 9/1 653656AB4 7,374 6,850,000 PRN   DFND 7 5,680,000 0 1,170,000
Nielsen Holdings PLC SHS EUR G6518L108 1,179 43,300 SH   DFND 11 34,500 0 8,800
Nielsen Holdings PLC SHS EUR G6518L108 27,363 1,004,500 SH   DFND 8 921,500 0 83,000
NIKE Inc CL B 654106103 2,497 18,560 SH   DFND   18,560 0 0
NIKE Inc CL B 654106103 1,251 9,300 SH   DFND 11 9,300 0 0
NIKE Inc CL B 654106103 50,290 373,733 SH   DFND 7 298,089 0 75,644
NIKE Inc CL B 654106103 69,902 519,488 SH   DFND 8 507,488 0 12,000
NIO Inc SPON ADS 62914V106 2,033 96,591 SH   DFND   69,913 0 26,678
NIO Inc SPON ADS 62914V106 17,496 831,144 SH   DFND 8 831,144 0 0
Niu Technologies ADS 65481N100 1,228 127,146 SH   DFND 7 127,146 0 0
Nordstrom Inc COM 655664100 423 15,600 SH   DFND 11 12,600 0 3,000
Nordstrom Inc COM 655664100 450 16,600 SH   DFND 8 0 0 16,600
Norfolk Southern Corp COM 655844108 78 273 SH   DFND   273 0 0
Norfolk Southern Corp COM 655844108 941 3,300 SH   DFND 11 3,300 0 0
Norfolk Southern Corp COM 655844108 5,877 20,606 SH   DFND 7 12,615 0 7,991
Norfolk Southern Corp COM 655844108 28,779 100,900 SH   DFND 8 97,600 0 3,300
Northern Trust Corp COM 665859104 1,432 12,300 SH   DFND 11 12,300 0 0
Northern Trust Corp COM 665859104 268 2,300 SH   DFND 7 2,300 0 0
Northern Trust Corp COM 665859104 22,207 190,700 SH   DFND 8 188,800 0 1,900
Northrop Grumman Corp COM 666807102 39 88 SH   DFND   88 0 0
Northrop Grumman Corp COM 666807102 1,834 4,100 SH   DFND 11 4,100 0 0
NortonLifeLock Inc COM 668771108 34 1,300 SH   DFND 11 1,300 0 0
NortonLifeLock Inc COM 668771108 19,332 728,955 SH   DFND 7 698,866 0 30,089
NortonLifeLock Inc COM 668771108 43,689 1,647,400 SH   DFND 8 1,562,100 0 85,300
Novanta Inc COM 67000B104 9,391 66,000 SH   DFND 7 66,000 0 0
Novanta Inc COM 67000B104 72,104 506,741 SH   DFND 8 506,741 0 0
Novocure Ltd ORD SHS G6674U108 845 10,200 SH   DFND 8 10,200 0 0
Novo Nordisk A/S ADR 670100205 211 1,897 SH   DFND   1,897 0 0
Nu Skin Enterprises Inc CL A 67018T105 402 8,400 SH   DFND 11 6,400 0 2,000
Nu Skin Enterprises Inc CL A 67018T105 4,209 87,900 SH   DFND 8 80,000 0 7,900
Nutrien Ltd COM 67077M108 61 589 SH   DFND   589 0 0
Nutrien Ltd COM 67077M108 634 6,100 SH   DFND 11 6,100 0 0
Nutrien Ltd COM 67077M108 8,141 78,282 SH   DFND 7 11,519 0 66,763
Nutrien Ltd COM 67077M108 29,585 284,500 SH   DFND 8 275,600 0 8,900
NuVasive Inc COM 670704105 1,159 20,440 SH   DFND 7 0 0 20,440
NVIDIA Corp COM 67066G104 719 2,634 SH   DFND   2,634 0 0
NVIDIA Corp COM 67066G104 44,892 164,525 SH   DFND 7 141,962 0 22,563
NVIDIA Corp COM 67066G104 275,917 1,011,203 SH   DFND 8 967,324 0 43,879
NVR Inc COM 62944T105 335 75 SH   DFND 7 75 0 0
NVR Inc COM 62944T105 3,887 870 SH   DFND 8 870 0 0
NXP Semiconductors NV COM N6596X109 55 297 SH   DFND   297 0 0
NXP Semiconductors NV COM N6596X109 189 1,021 SH   DFND 11 1,021 0 0
NXP Semiconductors NV COM N6596X109 3,209 17,341 SH   DFND 7 17,341 0 0
NXP Semiconductors NV COM N6596X109 100,980 545,602 SH   DFND 8 545,002 0 600
Nyxoah SA SHS B6S7WD106 3,564 186,200 SH   DFND 7 186,200 0 0
Occidental Petroleum Corp COM 674599105 2,683 47,282 SH   DFND 7 31,878 0 15,404
Oceaneering International Inc COM 675232102 287 18,900 SH   DFND 11 15,700 0 3,200
Oceaneering International Inc COM 675232102 3,466 228,600 SH   DFND 8 210,500 0 18,100
ODP Corp/The COM 88337F105 362 7,900 SH   DFND 11 6,000 0 1,900
ODP Corp/The COM 88337F105 2,246 49,000 SH   DFND 8 44,000 0 5,000
Okta Inc CL A 679295105 25,212 167,009 SH   DFND 8 164,272 0 2,737
Okta Inc NOTE 0.375% 6/1 679295AF2 9,066 9,236,000 PRN   DFND 7 7,964,000 0 1,272,000
Old Dominion Freight Line Inc COM 679580100 34 114 SH   DFND   114 0 0
Old Dominion Freight Line Inc COM 679580100 1,822 6,100 SH   DFND 11 6,100 0 0
Old Dominion Freight Line Inc COM 679580100 314 1,051 SH   DFND 7 1,051 0 0
Old Dominion Freight Line Inc COM 679580100 20,945 70,126 SH   DFND 8 69,226 0 900
Olin Corp COM PAR $1 680665205 6,545 125,200 SH   DFND 8 102,500 0 22,700
Omnicom Group Inc COM 681919106 189 2,232 SH   DFND 7 2,232 0 0
Omnicom Group Inc COM 681919106 27,798 327,500 SH   DFND 8 321,900 0 5,600
OneMain Holdings Inc COM 68268W103 1,432 30,200 SH   DFND 8 20,900 0 9,300
ONEOK Inc COM 682680103 1,179 16,687 SH   DFND 7 16,687 0 0
ONEOK Inc COM 682680103 3,461 49,000 SH   DFND 8 8,400 0 40,600
OneSpaWorld Holdings Ltd COM P73684113 12,352 1,210,959 SH   DFND 8 1,210,959 0 0
ON Semiconductor Corp COM 682189105 25 400 SH   DFND 11 400 0 0
ON Semiconductor Corp COM 682189105 153,647 2,454,027 SH   DFND 8 2,438,555 0 15,472
Open Text Corp COM 683715106 12 274 SH   DFND 7 274 0 0
Open Text Corp COM 683715106 2,226 52,500 SH   DFND 8 52,500 0 0
OPKO Health Inc COM 68375N103 185 53,700 SH   DFND 11 53,700 0 0
OPKO Health Inc COM 68375N103 1,315 382,400 SH   DFND 8 319,400 0 63,000
Option Care Health Inc COM NEW 68404L201 286 10,000 SH   DFND 11 8,600 0 1,400
Option Care Health Inc COM NEW 68404L201 3,841 134,500 SH   DFND 8 126,500 0 8,000
Oracle Corp COM 68389X105 3,450 41,700 SH   DFND 11 41,700 0 0
Oracle Corp COM 68389X105 31,570 381,598 SH   DFND 7 279,105 0 102,493
Oracle Corp COM 68389X105 165,451 1,999,897 SH   DFND 8 1,925,551 0 74,346
OraSure Technologies Inc COM 68554V108 104 15,400 SH   DFND 11 11,600 0 3,800
OraSure Technologies Inc COM 68554V108 1,454 214,500 SH   DFND 8 214,500 0 0
O'Reilly Automotive Inc COM 67103H107 53 77 SH   DFND   77 0 0
O'Reilly Automotive Inc COM 67103H107 1,442 2,105 SH   DFND 11 2,105 0 0
O'Reilly Automotive Inc COM 67103H107 265 387 SH   DFND 7 387 0 0
O'Reilly Automotive Inc COM 67103H107 34,895 50,945 SH   DFND 8 50,102 0 843
Orion Office REIT Inc COM 68629Y103 547 39,078 SH   DFND 10 39,078 0 0
Orion Office REIT Inc COM 68629Y103 3 198 SH   DFND 7 198 0 0
Orthofix Medical Inc COM 68752M108 131 4,000 SH   DFND 11 3,100 0 900
Orthofix Medical Inc COM 68752M108 216 6,600 SH   DFND 8 2,800 0 3,800
Oshkosh Corp COM 688239201 433 4,300 SH   DFND 8 4,300 0 0
OSI Systems Inc COM 671044105 315 3,700 SH   DFND 11 2,900 0 800
OSI Systems Inc COM 671044105 3,711 43,600 SH   DFND 8 40,900 0 2,700
Otis Worldwide Corp COM 68902V107 11,398 148,116 SH   DFND 7 131,771 0 16,345
Outfront Media Inc COM 69007J106 392 13,800 SH   DFND 11 11,300 0 2,500
Outfront Media Inc COM 69007J106 7,343 258,300 SH   DFND 8 244,500 0 13,800
Ovintiv Inc COM 69047Q102 4,828 89,300 SH   DFND 8 89,300 0 0
Owens Corning COM 690742101 73 800 SH   DFND 11 800 0 0
Owens Corning COM 690742101 24,897 272,100 SH   DFND 8 255,000 0 17,100
Owens & Minor Inc COM 690732102 480 10,900 SH   DFND 11 8,700 0 2,200
Owens & Minor Inc COM 690732102 6,726 152,800 SH   DFND 8 130,000 0 22,800
Oxford Industries Inc COM 691497309 1,041 11,500 SH   DFND 8 8,700 0 2,800
PACCAR Inc COM 693718108 1,701 19,318 SH   DFND 11 19,318 0 0
PACCAR Inc COM 693718108 194 2,205 SH   DFND 7 2,205 0 0
PACCAR Inc COM 693718108 61,047 693,167 SH   DFND 8 672,110 0 21,057
Packaging Corp of America COM 695156109 347 2,221 SH   DFND 7 2,221 0 0
Packaging Corp of America COM 695156109 2,685 17,200 SH   DFND 8 17,200 0 0
Pagseguro Digital Ltd COM CL A G68707101 19,567 975,928 SH   DFND 7 944,356 0 31,572
Pagseguro Digital Ltd COM CL A G68707101 3,718 185,431 SH   DFND 8 185,431 0 0
Palo Alto Networks Inc COM 697435105 66 106 SH   DFND   106 0 0
Palo Alto Networks Inc COM 697435105 62,476 100,361 SH   DFND 7 76,265 0 24,096
Palo Alto Networks Inc COM 697435105 71,084 114,189 SH   DFND 8 112,561 0 1,628
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 7,757 3,266,000 PRN   DFND 7 2,768,000 0 498,000
Palomar Holdings Inc COM 69753M105 15,185 237,300 SH   DFND 8 237,300 0 0
PAM Transportation Services Inc COM 693149106 146 4,200 SH   DFND 11 3,200 0 1,000
PAM Transportation Services Inc COM 693149106 188 5,400 SH   DFND 8 1,400 0 4,000
Parker-Hannifin Corp COM 701094104 41 144 SH   DFND   144 0 0
Parker-Hannifin Corp COM 701094104 37 130 SH   DFND 7 130 0 0
Parker-Hannifin Corp COM 701094104 23,256 81,958 SH   DFND 8 81,958 0 0
Park Hotels & Resorts Inc COM 700517105 6,645 340,266 SH   DFND 10 340,266 0 0
Park Hotels & Resorts Inc COM 700517105 21 1,100 SH   DFND 11 1,100 0 0
Park Hotels & Resorts Inc COM 700517105 39 2,000 SH   DFND 8 2,000 0 0
Patterson Cos Inc COM 703395103 473 14,600 SH   DFND 11 11,900 0 2,700
Patterson Cos Inc COM 703395103 6,830 211,000 SH   DFND 8 198,200 0 12,800
Paychex Inc COM 704326107 45 333 SH   DFND   333 0 0
Paychex Inc COM 704326107 1,550 11,359 SH   DFND 11 11,359 0 0
Paychex Inc COM 704326107 377 2,760 SH   DFND 7 2,760 0 0
Paychex Inc COM 704326107 37,678 276,091 SH   DFND 8 267,456 0 8,635
Paycom Software Inc COM 70432V102 207 597 SH   DFND 7 597 0 0
Paylocity Holding Corp COM 70438V106 1,214 5,900 SH   DFND 11 4,500 0 1,400
Paylocity Holding Corp COM 70438V106 40,063 194,696 SH   DFND 8 186,779 0 7,917
PayPal Holdings Inc COM 70450Y103 144 1,245 SH   DFND   1,245 0 0
PayPal Holdings Inc COM 70450Y103 25,075 216,815 SH   DFND 7 154,355 0 62,460
PayPal Holdings Inc COM 70450Y103 79,319 685,858 SH   DFND 8 672,128 0 13,730
PC Connection Inc COM 69318J100 246 4,700 SH   DFND 11 3,900 0 800
PC Connection Inc COM 69318J100 2,630 50,200 SH   DFND 8 45,800 0 4,400
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8 5,410 4,700,000 PRN   DFND 7 3,980,000 0 720,000
Pembina Pipeline Corp COM 706327103 1,345 35,771 SH   DFND 7 20,377 0 15,394
Pembina Pipeline Corp COM 706327103 259 6,900 SH   DFND 8 5,500 0 1,400
Penn National Gaming Inc COM 707569109 102 2,400 SH   DFND 11 2,400 0 0
Penn National Gaming Inc COM 707569109 1,315 31,000 SH   DFND 8 28,300 0 2,700
PennyMac Mortgage Investment Trust NOTE 5.500% 3/1 70932AAF0 961 1,000,000 PRN   DFND 11 1,000,000 0 0
Penske Automotive Group Inc COM 70959W103 1,959 20,900 SH   DFND 8 20,900 0 0
Pentair PLC SHS G7S00T104 1,393 25,700 SH   DFND 11 25,700 0 0
Pentair PLC SHS G7S00T104 9 167 SH   DFND 7 167 0 0
Pentair PLC SHS G7S00T104 25,864 477,100 SH   DFND 8 441,200 0 35,900
Penumbra Inc COM 70975L107 16,693 75,150 SH   DFND 8 75,150 0 0
PepsiCo Inc COM 713448108 250 1,496 SH   DFND   1,496 0 0
PepsiCo Inc COM 713448108 5,084 30,374 SH   DFND 11 30,374 0 0
PepsiCo Inc COM 713448108 25,842 154,394 SH   DFND 7 16,963 0 137,431
PepsiCo Inc COM 713448108 100,455 600,164 SH   DFND 8 583,332 0 16,832
Perficient Inc COM 71375U101 506 4,600 SH   DFND 11 3,700 0 900
Perficient Inc COM 71375U101 6,407 58,200 SH   DFND 8 47,700 0 10,500
PerkinElmer Inc COM 714046109 230 1,320 SH   DFND 7 1,320 0 0
PerkinElmer Inc COM 714046109 2,477 14,200 SH   DFND 8 14,200 0 0
Perrigo Co PLC SHS G97822103 442 11,500 SH   DFND 11 11,500 0 0
Perrigo Co PLC SHS G97822103 8,870 230,800 SH   DFND 8 224,900 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408 1,110 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103 300 5,793 SH   DFND   5,793 0 0
Pfizer Inc COM 717081103 559 10,800 SH   DFND 11 10,800 0 0
Pfizer Inc COM 717081103 11,866 229,206 SH   DFND 7 45,396 0 183,810
Pfizer Inc COM 717081103 104,384 2,016,300 SH   DFND 8 1,987,700 0 28,600
Philip Morris International Inc COM 718172109 158 1,684 SH   DFND   1,684 0 0
Philip Morris International Inc COM 718172109 77 817 SH   DFND 7 0 0 817
Phillips 66 COM 718546104 2,054 23,780 SH   DFND 7 23,780 0 0
Phillips 66 COM 718546104 11,386 131,800 SH   DFND 8 120,600 0 11,200
Phreesia Inc COM 71944F106 6,902 261,839 SH   DFND 8 261,839 0 0
Physicians Realty Trust COM 71943U104 18,801 1,071,893 SH   DFND 10 1,071,893 0 0
Physicians Realty Trust COM 71943U104 154 8,784 SH   DFND 7 8,784 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206 350 20,300 SH   DFND 11 16,500 0 3,800
Piedmont Office Realty Trust Inc COM CL A 720190206 15 844 SH   DFND 7 844 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206 3,924 227,900 SH   DFND 8 208,700 0 19,200
Pinduoduo Inc SPONSORED ADS 722304102 789 19,677 SH   DFND   14,977 0 4,700
Pinduoduo Inc SPONSORED ADS 722304102 625 15,583 SH   DFND 7 11,196 0 4,387
Pinduoduo Inc SPONSORED ADS 722304102 8,987 224,055 SH   DFND 8 224,055 0 0
Pinnacle Financial Partners Inc COM 72346Q104 387 4,200 SH   DFND 11 3,500 0 700
Pinnacle Financial Partners Inc COM 72346Q104 3,057 33,200 SH   DFND 8 24,600 0 8,600
Pinnacle West Capital Corp COM 723484101 62 800 SH   DFND 11 300 0 500
Pinnacle West Capital Corp COM 723484101 5,225 66,900 SH   DFND 8 64,400 0 2,500
Pioneer Natural Resources Co COM 723787107 65 261 SH   DFND   261 0 0
Pioneer Natural Resources Co COM 723787107 2,189 8,753 SH   DFND 7 8,134 0 619
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2 16,097 6,678,000 PRN   DFND 7 4,522,000 0 2,156,000
Planet Fitness Inc CL A 72703H101 11,253 133,208 SH   DFND 7 128,946 0 4,262
Planet Fitness Inc CL A 72703H101 44,598 527,909 SH   DFND 8 527,909 0 0
Playa Hotels & Resorts NV SHS N70544106 173 20,000 SH   DFND 11 20,000 0 0
Playa Hotels & Resorts NV SHS N70544106 189 21,900 SH   DFND 8 0 0 21,900
Pliant Therapeutics Inc COM 729139105 2,349 335,032 SH   DFND 8 335,032 0 0
PNC Financial Services Group Inc/The COM 693475105 91 496 SH   DFND   496 0 0
PNC Financial Services Group Inc/The COM 693475105 461 2,500 SH   DFND 11 2,500 0 0
PNC Financial Services Group Inc/The COM 693475105 918 4,979 SH   DFND 7 3,790 0 1,189
PNC Financial Services Group Inc/The COM 693475105 18,980 102,900 SH   DFND 8 98,200 0 4,700
Pool Corp COM 73278L105 2,114 5,000 SH   DFND 11 4,200 0 800
Pool Corp COM 73278L105 15,482 36,613 SH   DFND 7 36,613 0 0
Pool Corp COM 73278L105 51,419 121,600 SH   DFND 8 112,000 0 9,600
Popular Inc COM NEW 733174700 433 5,300 SH   DFND 11 3,300 0 2,000
Popular Inc COM NEW 733174700 11,158 136,500 SH   DFND 8 109,100 0 27,400
Portland General Electric Co COM NEW 736508847 612 11,100 SH   DFND 11 8,600 0 2,500
Portland General Electric Co COM NEW 736508847 0 1 SH   DFND 7 1 0 0
Portland General Electric Co COM NEW 736508847 596 10,800 SH   DFND 8 2,500 0 8,300
PotlatchDeltic Corp COM 737630103 374 7,100 SH   DFND 11 5,600 0 1,500
PotlatchDeltic Corp COM 737630103 3,543 67,200 SH   DFND 8 59,100 0 8,100
Power Integrations Inc COM 739276103 806 8,700 SH   DFND 11 6,600 0 2,100
Power Integrations Inc COM 739276103 9,954 107,400 SH   DFND 8 90,000 0 17,400
PPG Industries Inc COM 693506107 34 258 SH   DFND   258 0 0
PPG Industries Inc COM 693506107 326 2,489 SH   DFND 7 1,501 0 988
Precigen Inc COM 74017N105 21 9,900 SH   DFND 11 0 0 9,900
Precigen Inc COM 74017N105 958 454,000 SH   DFND 8 454,000 0 0
Premier Inc CL A 74051N102 1,007 28,298 SH   DFND 8 19,698 0 8,600
PriceSmart Inc COM 741511109 394 5,000 SH   DFND 11 3,800 0 1,200
PriceSmart Inc COM 741511109 3,723 47,200 SH   DFND 8 42,400 0 4,800
Principal Financial Group Inc COM 74251V102 316 4,300 SH   DFND 11 3,700 0 600
Principal Financial Group Inc COM 74251V102 452 6,159 SH   DFND 7 6,159 0 0
Principal Financial Group Inc COM 74251V102 39,685 540,600 SH   DFND 8 495,200 0 45,400
Procter & Gamble Co/The COM 742718109 390 2,554 SH   DFND   2,554 0 0
Procter & Gamble Co/The COM 742718109 4,630 30,300 SH   DFND 11 30,300 0 0
Procter & Gamble Co/The COM 742718109 9,686 63,393 SH   DFND 7 12,853 0 50,540
Procter & Gamble Co/The COM 742718109 129,642 848,442 SH   DFND 8 802,903 0 45,539
Progressive Corp/The COM 743315103 72 635 SH   DFND   635 0 0
Progressive Corp/The COM 743315103 1,334 11,700 SH   DFND 11 11,700 0 0
Progressive Corp/The COM 743315103 184 1,617 SH   DFND 7 1,617 0 0
Progressive Corp/The COM 743315103 36,071 316,441 SH   DFND 8 313,941 0 2,500
Progress Software Corp COM 743312100 339 7,200 SH   DFND 11 5,800 0 1,400
Progress Software Corp COM 743312100 334 7,100 SH   DFND 8 0 0 7,100
Progyny Inc COM 74340E103 231 4,500 SH   DFND 11 4,500 0 0
Progyny Inc COM 74340E103 211 4,100 SH   DFND 8 0 0 4,100
Prologis Inc COM 74340W103 114,656 710,034 SH   DFND 10 710,034 0 0
Prologis Inc COM 74340W103 2,309 14,300 SH   DFND 11 14,300 0 0
Prologis Inc COM 74340W103 63,114 390,848 SH   DFND 7 259,707 0 131,141
Prologis Inc COM 74340W103 146,319 906,111 SH   DFND 8 904,011 0 2,100
Prosperity Bancshares Inc COM 743606105 139 2,000 SH   DFND 11 1,500 0 500
Prosperity Bancshares Inc COM 743606105 1,041 15,000 SH   DFND 8 13,300 0 1,700
Prothena Corp PLC SHS G72800108 1,284 35,100 SH   DFND 8 35,100 0 0
Prudential Financial Inc COM 744320102 50 421 SH   DFND   421 0 0
Prudential Financial Inc COM 744320102 6,619 56,009 SH   DFND 7 970 0 55,039
Prudential Financial Inc COM 744320102 26,175 221,500 SH   DFND 8 207,900 0 13,600
Public Service Enterprise Group Inc COM 744573106 349 4,984 SH   DFND 7 4,984 0 0
Public Service Enterprise Group Inc COM 744573106 91 1,300 SH   DFND 8 1,300 0 0
Public Storage COM 74460D109 1,405 3,600 SH   DFND 11 3,600 0 0
Public Storage COM 74460D109 2,054 5,263 SH   DFND 7 4,062 0 1,201
Public Storage COM 74460D109 14,557 37,300 SH   DFND 8 37,300 0 0
PulteGroup Inc COM 745867101 218 5,200 SH   DFND 11 4,400 0 800
PulteGroup Inc COM 745867101 11 256 SH   DFND 7 256 0 0
PulteGroup Inc COM 745867101 24,854 593,164 SH   DFND 8 588,464 0 4,700
Pure Storage Inc CL A 74624M102 618 17,500 SH   DFND 8 0 0 17,500
PVH Corp COM 693656100 4,397 57,400 SH   DFND 8 57,400 0 0
Q2 Holdings Inc COM 74736L109 13,205 214,198 SH   DFND 7 214,198 0 0
Q2 Holdings Inc COM 74736L109 35,558 576,776 SH   DFND 8 568,376 0 8,400
QCR Holdings Inc COM 74727A104 1,123 19,842 SH   DFND 8 19,842 0 0
QIAGEN NV SHS NEW N72482123 959 19,576 SH   DFND 7 19,576 0 0
QIAGEN NV SHS NEW N72482123 3,377 68,922 SH   DFND 8 68,922 0 0
Qorvo Inc COM 74736K101 322 2,591 SH   DFND 7 2,591 0 0
QUALCOMM Inc COM 747525103 191 1,249 SH   DFND   1,249 0 0
QUALCOMM Inc COM 747525103 1,146 7,500 SH   DFND 11 7,500 0 0
QUALCOMM Inc COM 747525103 16,761 109,681 SH   DFND 7 59,193 0 50,488
QUALCOMM Inc COM 747525103 364,316 2,383,956 SH   DFND 8 2,347,882 0 36,074
Qualys Inc COM 74758T303 19,935 139,985 SH   DFND 7 136,367 0 3,618
Quanta Services Inc COM 74762E102 1,013 7,700 SH   DFND 11 7,300 0 400
Quanta Services Inc COM 74762E102 7,804 59,300 SH   DFND 8 48,700 0 10,600
Quest Diagnostics Inc COM 74834L100 96 700 SH   DFND 11 700 0 0
Quest Diagnostics Inc COM 74834L100 100 734 SH   DFND 7 734 0 0
Quest Diagnostics Inc COM 74834L100 39,648 289,700 SH   DFND 8 279,600 0 10,100
Quidel Corp COM 74838J101 596 5,300 SH   DFND 11 4,200 0 1,100
Quidel Corp COM 74838J101 9,447 84,000 SH   DFND 8 72,400 0 11,600
Quotient Technology Inc COM 749119103 112 17,500 SH   DFND 11 12,500 0 5,000
Qurate Retail Inc COM SER A 74915M100 64 13,400 SH   DFND 8 13,400 0 0
Ralph Lauren Corp CL A 751212101 851 7,500 SH   DFND 11 6,700 0 800
Ralph Lauren Corp CL A 751212101 3,006 26,500 SH   DFND 8 18,500 0 8,000
Rambus Inc COM 750917106 584 18,300 SH   DFND 11 14,100 0 4,200
Rambus Inc COM 750917106 5,527 173,300 SH   DFND 8 155,100 0 18,200
Rapid7 Inc COM 753422104 39,546 355,498 SH   DFND 8 355,498 0 0
Rapid7 Inc NOTE 0.250% 3/1 753422AF1 4,861 3,900,000 PRN   DFND 7 3,300,000 0 600,000
Raymond James Financial Inc COM 754730109 488 4,439 SH   DFND 7 4,439 0 0
Raymond James Financial Inc COM 754730109 11,277 102,600 SH   DFND 8 102,600 0 0
Raytheon Technologies Corp COM 75513E101 164 1,658 SH   DFND   1,658 0 0
Raytheon Technologies Corp COM 75513E101 228 2,302 SH   DFND 7 1,511 0 791
Raytheon Technologies Corp COM 75513E101 1,169 11,800 SH   DFND 8 8,600 0 3,200
Realty Income Corp COM 756109104 27,083 390,810 SH   DFND 10 390,810 0 0
Realty Income Corp COM 756109104 139 2,000 SH   DFND 11 2,000 0 0
Realty Income Corp COM 756109104 699 10,082 SH   DFND 7 5,442 0 4,640
Realty Income Corp COM 756109104 4,906 70,800 SH   DFND 8 70,800 0 0
Red Rock Resorts Inc CL A 75700L108 520 10,700 SH   DFND 11 8,800 0 1,900
Red Rock Resorts Inc CL A 75700L108 3,370 69,400 SH   DFND 8 59,000 0 10,400
Regal Rexnord Corp COM 758750103 863 5,800 SH   DFND 11 4,700 0 1,100
Regal Rexnord Corp COM 758750103 11,173 75,100 SH   DFND 8 59,400 0 15,700
Regeneron Pharmaceuticals Inc COM 75886F107 85 122 SH   DFND   122 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 650 931 SH   DFND 11 931 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 355 509 SH   DFND 7 509 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 92,945 133,079 SH   DFND 8 132,122 0 957
Regions Financial Corp COM 7591EP100 441 19,800 SH   DFND 11 19,800 0 0
Regions Financial Corp COM 7591EP100 557 25,043 SH   DFND 7 25,043 0 0
Regions Financial Corp COM 7591EP100 14,536 653,000 SH   DFND 8 653,000 0 0
Reliance Steel & Aluminum Co COM 759509102 1,247 6,800 SH   DFND 8 6,800 0 0
RE/MAX Holdings Inc CL A 75524W108 746 26,900 SH   DFND 8 23,600 0 3,300
Renasant Corp COM 75970E107 204 6,100 SH   DFND 11 6,100 0 0
Renasant Corp COM 75970E107 308 9,200 SH   DFND 8 0 0 9,200
Repligen Corp COM 759916109 357 1,900 SH   DFND 11 1,500 0 400
Repligen Corp COM 759916109 6,151 32,700 SH   DFND 8 24,400 0 8,300
Republic Services Inc COM 760759100 54 410 SH   DFND   410 0 0
Republic Services Inc COM 760759100 3,247 24,506 SH   DFND 7 24,506 0 0
Republic Services Inc COM 760759100 55,142 416,163 SH   DFND 8 416,163 0 0
Resideo Technologies Inc COM 76118Y104 529 22,200 SH   DFND 11 16,900 0 5,300
Resideo Technologies Inc COM 76118Y104 3,889 163,200 SH   DFND 8 120,000 0 43,200
ResMed Inc COM 761152107 40 165 SH   DFND   165 0 0
ResMed Inc COM 761152107 946 3,900 SH   DFND 11 3,900 0 0
ResMed Inc COM 761152107 439 1,809 SH   DFND 7 1,809 0 0
ResMed Inc COM 761152107 17,813 73,453 SH   DFND 8 72,800 0 653
Resources Connection Inc COM 76122Q105 91 5,300 SH   DFND 11 5,300 0 0
Resources Connection Inc COM 76122Q105 84 4,900 SH   DFND 8 4,900 0 0
Restaurant Brands International Inc COM 76131D103 294 5,041 SH   DFND 7 286 0 4,755
Restaurant Brands International Inc COM 76131D103 1,355 23,200 SH   DFND 8 22,000 0 1,200
REV Group Inc COM 749527107 125 9,300 SH   DFND 11 9,300 0 0
REV Group Inc COM 749527107 146 10,900 SH   DFND 8 0 0 10,900
REX American Resources Corp COM 761624105 20 200 SH   DFND 11 200 0 0
REX American Resources Corp COM 761624105 946 9,500 SH   DFND 8 9,500 0 0
Rimini Street Inc COM 76674Q107 24 4,200 SH   DFND 11 0 0 4,200
Rimini Street Inc COM 76674Q107 805 138,766 SH   DFND 8 123,666 0 15,100
Ritchie Bros Auctioneers Inc COM 767744105 2,521 42,700 SH   DFND 8 42,700 0 0
RMR Group Inc/The CL A 74967R106 137 4,400 SH   DFND 11 3,300 0 1,100
RMR Group Inc/The CL A 74967R106 1,527 49,104 SH   DFND 8 46,104 0 3,000
Robert Half International Inc COM 770323103 114 1,000 SH   DFND 11 1,000 0 0
Robert Half International Inc COM 770323103 13 112 SH   DFND 7 112 0 0
Robert Half International Inc COM 770323103 20,769 181,900 SH   DFND 8 165,500 0 16,400
Rockwell Automation Inc COM 773903109 38 134 SH   DFND   134 0 0
Rockwell Automation Inc COM 773903109 1,624 5,800 SH   DFND 11 5,800 0 0
Rockwell Automation Inc COM 773903109 4,642 16,578 SH   DFND 7 7,983 0 8,595
Rockwell Automation Inc COM 773903109 19,070 68,100 SH   DFND 8 67,200 0 900
Rogers Communications Inc CL B 775109200 1,441 25,400 SH   DFND 11 25,400 0 0
Rogers Communications Inc CL B 775109200 15,292 269,456 SH   DFND 7 85,923 0 183,533
Rogers Communications Inc CL B 775109200 14,872 262,061 SH   DFND 8 258,861 0 3,200
Roku Inc COM CL A 77543R102 514 4,100 SH   DFND 8 4,100 0 0
Rollins Inc COM 775711104 10 288 SH   DFND 7 288 0 0
Rollins Inc COM 775711104 1,863 53,150 SH   DFND 8 53,150 0 0
Roper Technologies Inc COM 776696106 56 118 SH   DFND   118 0 0
Roper Technologies Inc COM 776696106 7,528 15,942 SH   DFND 7 106 0 15,836
Roper Technologies Inc COM 776696106 69,239 146,621 SH   DFND 8 145,721 0 900
Royal Bank of Canada COM 780087102 173 1,568 SH   DFND   1,568 0 0
Royal Bank of Canada COM 780087102 3,904 35,400 SH   DFND 11 35,400 0 0
Royal Bank of Canada COM 780087102 599 5,436 SH   DFND 7 1,439 0 3,997
Royal Bank of Canada COM 780087102 50,757 460,300 SH   DFND 8 415,900 0 44,400
Royal Caribbean Cruises Ltd COM V7780T103 19 232 SH   DFND 7 232 0 0
Royal Caribbean Cruises Ltd COM V7780T103 44,657 533,025 SH   DFND 8 531,725 0 1,300
Rush Enterprises Inc CL A 781846209 672 13,200 SH   DFND 11 11,000 0 2,200
Rush Enterprises Inc CL A 781846209 718 14,100 SH   DFND 8 3,000 0 11,100
Ryder System Inc COM 783549108 508 6,400 SH   DFND 8 0 0 6,400
Ryerson Holding Corp COM 783754104 172 4,900 SH   DFND 11 3,800 0 1,100
Ryerson Holding Corp COM 783754104 168 4,800 SH   DFND 8 0 0 4,800
Sabra Health Care REIT Inc COM 78573L106 475 31,900 SH   DFND 11 25,600 0 6,300
Sabra Health Care REIT Inc COM 78573L106 8 546 SH   DFND 7 546 0 0
Sabra Health Care REIT Inc COM 78573L106 4,055 272,300 SH   DFND 8 242,500 0 29,800
Saia Inc COM 78709Y105 878 3,600 SH   DFND 11 2,800 0 800
Saia Inc COM 78709Y105 10,826 44,400 SH   DFND 8 38,600 0 5,800
Sailpoint Technologies Holdings Inc COM 78781P105 7,448 145,517 SH   DFND 7 145,517 0 0
salesforce.com Inc COM 79466L302 221 1,041 SH   DFND   1,041 0 0
salesforce.com Inc COM 79466L302 57,664 271,588 SH   DFND 7 197,974 0 73,614
salesforce.com Inc COM 79466L302 191,225 900,643 SH   DFND 8 884,691 0 15,952
Sanmina Corp COM 801056102 420 10,400 SH   DFND 11 7,900 0 2,500
Sanmina Corp COM 801056102 5,053 125,000 SH   DFND 8 115,100 0 9,900
Sapiens International Corp NV SHS G7T16G103 437 17,200 SH   DFND 8 17,200 0 0
Sarepta Therapeutics Inc COM 803607100 7,780 99,596 SH   DFND 8 99,596 0 0
Saul Centers Inc COM 804395101 211 4,000 SH   DFND 11 4,000 0 0
Saul Centers Inc COM 804395101 179 3,400 SH   DFND 8 0 0 3,400
Savara Inc COM 805111101 4,556 3,477,832 SH   DFND 8 3,477,832 0 0
ScanSource Inc COM 806037107 205 5,900 SH   DFND 11 4,300 0 1,600
ScanSource Inc COM 806037107 1,913 55,000 SH   DFND 8 50,600 0 4,400
Schlumberger NV COM STK 806857108 60 1,586 SH   DFND   1,586 0 0
Schlumberger NV COM STK 806857108 9,388 248,682 SH   DFND 7 136,371 0 112,311
Schlumberger NV COM STK 806857108 2,967 78,600 SH   DFND 8 75,600 0 3,000
Schneider National Inc CL B 80689H102 615 24,100 SH   DFND 11 18,100 0 6,000
Schneider National Inc CL B 80689H102 13,538 530,900 SH   DFND 8 510,000 0 20,900
Science Applications International Corp COM 808625107 1,799 19,514 SH   DFND 7 0 0 19,514
Seagate Technology Holdings PLC ORD SHS G7997R103 515 5,733 SH   DFND 7 5,733 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 1,304 14,500 SH   DFND 8 5,500 0 9,000
Seagen Inc COM 81181C104 248 1,721 SH   DFND 7 1,721 0 0
Seagen Inc COM 81181C104 22,179 153,968 SH   DFND 8 153,968 0 0
Sealed Air Corp COM 81211K100 10 150 SH   DFND 7 150 0 0
Sealed Air Corp COM 81211K100 7,500 112,000 SH   DFND 8 112,000 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7 1,975 1,228,000 PRN   DFND 7 1,034,000 0 194,000
Sea Ltd SPONSORD ADS 81141R100 2,452 20,465 SH   DFND   20,465 0 0
Sea Ltd SPONSORD ADS 81141R100 865 7,221 SH   DFND 7 4,772 0 2,449
Sea Ltd SPONSORD ADS 81141R100 8,984 75,000 SH   DFND 8 75,000 0 0
SEI Investments Co COM 784117103 7 120 SH   DFND 7 120 0 0
SEI Investments Co COM 784117103 4,287 71,200 SH   DFND 8 71,200 0 0
Sempra Energy COM 816851109 58 345 SH   DFND   345 0 0
Sempra Energy COM 816851109 5,044 30,000 SH   DFND 10 30,000 0 0
Sempra Energy COM 816851109 2,623 15,600 SH   DFND 11 15,600 0 0
Sempra Energy COM 816851109 899 5,346 SH   DFND 7 3,525 0 1,821
Sempra Energy COM 816851109 30,026 178,600 SH   DFND 8 175,600 0 3,000
Service Corp International/US COM 817565104 25,772 391,551 SH   DFND 8 391,551 0 0
ServiceNow Inc COM 81762P102 121 217 SH   DFND   217 0 0
ServiceNow Inc COM 81762P102 9,653 17,334 SH   DFND 7 8,357 0 8,977
ServiceNow Inc COM 81762P102 207,591 372,768 SH   DFND 8 361,081 0 11,687
ServisFirst Bancshares Inc COM 81768T108 105 1,100 SH   DFND 11 1,100 0 0
ServisFirst Bancshares Inc COM 81768T108 4,021 42,200 SH   DFND 8 36,600 0 5,600
Shaw Communications Inc CL B CONV 82028K200 450 14,489 SH   DFND 7 3,646 0 10,843
Sherwin-Williams Co/The COM 824348106 72 288 SH   DFND   288 0 0
Sherwin-Williams Co/The COM 824348106 2,297 9,200 SH   DFND 11 9,200 0 0
Sherwin-Williams Co/The COM 824348106 38,545 154,415 SH   DFND 7 125,777 0 28,638
Sherwin-Williams Co/The COM 824348106 45,654 182,896 SH   DFND 8 178,296 0 4,600
Shift4 Payments Inc CL A 82452J109 14,786 238,753 SH   DFND 7 238,753 0 0
Shift4 Payments Inc NOTE 12/1 82452JAB5 4,311 4,100,000 PRN   DFND 7 3,470,000 0 630,000
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 525 15,706 SH   DFND 7 0 0 15,706
Shockwave Medical Inc COM 82489T104 21 100 SH   DFND 11 100 0 0
Shockwave Medical Inc COM 82489T104 829 4,000 SH   DFND 8 0 0 4,000
Shopify Inc CL A 82509L107 90 133 SH   DFND   133 0 0
Shopify Inc CL A 82509L107 6,262 9,264 SH   DFND 7 2,130 0 7,134
Shopify Inc CL A 82509L107 541 800 SH   DFND 8 0 0 800
Shopify Inc NOTE 0.125%11/0 82509LAA5 8,131 8,500,000 PRN   DFND 7 7,183,000 0 1,317,000
Signature Bank/New York NY COM 82669G104 411 1,400 SH   DFND 11 1,000 0 400
Signature Bank/New York NY COM 82669G104 3,228 11,000 SH   DFND 7 11,000 0 0
Signature Bank/New York NY COM 82669G104 23,039 78,500 SH   DFND 8 70,800 0 7,700
Signet Jewelers Ltd SHS G81276100 582 8,000 SH   DFND 11 6,000 0 2,000
Signet Jewelers Ltd SHS G81276100 2,290 31,500 SH   DFND 8 16,100 0 15,400
Silence Therapeutics PLC ADS 82686Q101 12,572 661,666 SH   DFND 8 661,666 0 0
Silicon Laboratories Inc COM 826919102 54 360 SH   DFND   360 0 0
Silicon Laboratories Inc COM 826919102 4,222 28,107 SH   DFND 7 28,107 0 0
Silicon Laboratories Inc COM 826919102 198,295 1,320,209 SH   DFND 8 1,315,427 0 4,782
Silicon Laboratories Inc NOTE 0.625% 6/1 826919AD4 2,291 1,662,000 PRN   DFND 7 1,280,000 0 382,000
Simon Property Group Inc COM 828806109 28,364 215,599 SH   DFND 10 215,599 0 0
Simon Property Group Inc COM 828806109 366 2,783 SH   DFND 7 2,328 0 455
SiteOne Landscape Supply Inc COM 82982L103 1,067 6,600 SH   DFND 11 5,000 0 1,600
SiteOne Landscape Supply Inc COM 82982L103 7,611 47,074 SH   DFND 8 42,074 0 5,000
SJW Group COM 784305104 341 4,900 SH   DFND 11 4,000 0 900
SJW Group COM 784305104 320 4,600 SH   DFND 8 0 0 4,600
SK Telecom Co Ltd SPONSORED ADR 78440P306 361 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105 302 5,500 SH   DFND 11 4,200 0 1,300
Skyline Champion Corp COM 830830105 757 13,800 SH   DFND 8 2,000 0 11,800
Skyworks Solutions Inc COM 83088M102 462 3,466 SH   DFND 7 3,466 0 0
SLM Corp COM 78442P106 705 38,400 SH   DFND 11 29,200 0 9,200
SLM Corp COM 78442P106 7,348 400,200 SH   DFND 8 369,000 0 31,200
SM Energy Co COM 78454L100 475 12,200 SH   DFND 11 10,600 0 1,600
SM Energy Co COM 78454L100 1,932 49,600 SH   DFND 8 37,300 0 12,300
Smith & Wesson Brands Inc COM 831754106 64 4,200 SH   DFND 11 4,200 0 0
Smith & Wesson Brands Inc COM 831754106 95 6,300 SH   DFND 8 0 0 6,300
Snap Inc CL A 83304A106 43 1,194 SH   DFND   1,194 0 0
Snap Inc CL A 83304A106 41,464 1,152,090 SH   DFND 8 1,135,621 0 16,469
Snap-on Inc COM 833034101 1,171 5,700 SH   DFND 11 5,700 0 0
Snap-on Inc COM 833034101 258 1,257 SH   DFND 7 1,257 0 0
Snap-on Inc COM 833034101 28,672 139,535 SH   DFND 8 131,000 0 8,535
Snowflake Inc CL A 833445109 57 248 SH   DFND   248 0 0
Snowflake Inc CL A 833445109 214 936 SH   DFND 7 221 0 715
Snowflake Inc CL A 833445109 8,911 38,890 SH   DFND 8 38,000 0 890
SoFi Technologies Inc COM 83406F102 4,158 440,000 SH   DFND 7 440,000 0 0
SolarEdge Technologies Inc COM 83417M104 3,901 12,100 SH   DFND 8 12,100 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6 8,363 6,155,000 PRN   DFND 7 4,860,000 0 1,295,000
Sonic Automotive Inc CL A 83545G102 281 6,600 SH   DFND 11 5,400 0 1,200
Sonic Automotive Inc CL A 83545G102 2,491 58,600 SH   DFND 8 52,500 0 6,100
Sonos Inc COM 83570H108 6,208 220,000 SH   DFND 7 220,000 0 0
Sonos Inc COM 83570H108 2,624 93,000 SH   DFND 8 78,000 0 15,000
Southern Co/The COM 842587107 82 1,128 SH   DFND   1,128 0 0
Southern Co/The COM 842587107 7,431 102,483 SH   DFND 7 19,847 0 82,636
Southern Co/The COM 842587107 4,996 68,900 SH   DFND 8 66,400 0 2,500
Southwest Airlines Co NOTE 1.250% 5/0 844741BG2 4,309 3,150,000 PRN   DFND 7 2,000,000 0 1,150,000
Southwestern Energy Co COM 845467109 927 129,300 SH   DFND 11 97,500 0 31,800
Southwestern Energy Co COM 845467109 6,032 841,300 SH   DFND 8 714,100 0 127,200
SpartanNash Co COM 847215100 231 7,000 SH   DFND 11 5,300 0 1,700
SpartanNash Co COM 847215100 1,867 56,600 SH   DFND 8 51,500 0 5,100
SPDR Bloomberg 1-3 Month T-Bill ETF BLOOMBERG 1-3 MO 78468R663 1,111 12,155 SH   DFND 7 12,155 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 3,532 7,821 SH   DFND   7,821 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 17,996 39,845 SH   DFND 11 39,845 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 2,485 5,066 SH   DFND 11 5,066 0 0
S&P Global Inc COM 78409V104 159 387 SH   DFND   387 0 0
S&P Global Inc COM 78409V104 3,322 8,100 SH   DFND 11 8,100 0 0
S&P Global Inc COM 78409V104 23,691 57,757 SH   DFND 7 41,455 0 16,302
S&P Global Inc COM 78409V104 93,160 227,120 SH   DFND 8 214,920 0 12,200
Spirit Realty Capital Inc COM NEW 84860W300 474 10,300 SH   DFND 11 8,200 0 2,100
Spirit Realty Capital Inc COM NEW 84860W300 24 518 SH   DFND 7 518 0 0
Spirit Realty Capital Inc COM NEW 84860W300 4,680 101,700 SH   DFND 8 90,500 0 11,200
Splunk Inc COM 848637104 4,020 27,051 SH   DFND 7 27,051 0 0
Splunk Inc NOTE 0.500% 9/1 848637AC8 7,021 6,150,000 PRN   DFND 7 5,130,000 0 1,020,000
Splunk Inc NOTE 1.125% 6/1 848637AF1 4,541 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6 12,683 10,700,000 PRN   DFND 7 9,050,000 0 1,650,000
Spotify Technology SA NOTE 3/1 84921RAB6 14,906 17,400,000 PRN   DFND 7 14,757,000 0 2,643,000
SpringWorks Therapeutics Inc COM 85205L107 6,158 109,101 SH   DFND 8 109,101 0 0
Sprinklr Inc CL A 85208T107 14,617 1,228,306 SH   DFND 8 1,228,306 0 0
Sprouts Farmers Market Inc COM 85208M102 486 15,200 SH   DFND 11 11,100 0 4,100
Sprouts Farmers Market Inc COM 85208M102 435 13,600 SH   DFND 8 0 0 13,600
Sprout Social Inc COM CL A 85209W109 4,967 62,000 SH   DFND 7 62,000 0 0
Sprout Social Inc COM CL A 85209W109 10,754 134,221 SH   DFND 8 128,576 0 5,645
SPS Commerce Inc COM 78463M107 682 5,200 SH   DFND 11 4,100 0 1,100
SPS Commerce Inc COM 78463M107 8,554 65,200 SH   DFND 8 53,500 0 11,700
SPX Corp COM 784635104 346 7,000 SH   DFND 11 5,800 0 1,200
SPX Corp COM 784635104 1,784 36,100 SH   DFND 8 29,600 0 6,500
SS&C Technologies Holdings Inc COM 78467J100 7,535 100,445 SH   DFND 7 97,229 0 3,216
SSR Mining Inc NOTE 2.500% 4/0 784730AB9 1,663 1,200,000 PRN   DFND 7 1,000,000 0 200,000
STAAR Surgical Co COM PAR $0.01 852312305 1,215 15,200 SH   DFND 8 9,700 0 5,500
STAG Industrial Inc COM 85254J102 566 13,700 SH   DFND 11 11,100 0 2,600
STAG Industrial Inc COM 85254J102 6,203 150,000 SH   DFND 7 150,000 0 0
STAG Industrial Inc COM 85254J102 645 15,600 SH   DFND 8 1,700 0 13,900
Standard Motor Products Inc COM 853666105 224 5,200 SH   DFND 11 3,900 0 1,300
Standard Motor Products Inc COM 853666105 2,179 50,500 SH   DFND 8 46,500 0 4,000
Stanley Black & Decker Inc COM 854502101 69 491 SH   DFND 7 491 0 0
Stanley Black & Decker Inc COM 854502101 1,244 8,900 SH   DFND 8 5,700 0 3,200
Starbucks Corp COM 855244109 122 1,337 SH   DFND   1,337 0 0
Starbucks Corp COM 855244109 6,467 71,092 SH   DFND 7 37,401 0 33,691
Starbucks Corp COM 855244109 53,618 589,407 SH   DFND 8 577,007 0 12,400
State Street Corp COM 857477103 295 3,388 SH   DFND 7 3,388 0 0
State Street Corp COM 857477103 12,841 147,400 SH   DFND 8 147,400 0 0
Steel Dynamics Inc COM 858119100 467 5,600 SH   DFND 11 1,900 0 3,700
Steel Dynamics Inc COM 858119100 17 200 SH   DFND 7 200 0 0
Steel Dynamics Inc COM 858119100 2,578 30,900 SH   DFND 8 21,100 0 9,800
Stellantis NV SHS N82405106 33 2,251 SH   DFND   2,251 0 0
Stellantis NV SHS N82405106 316,390 21,380,579 SH   DFND 7 16,364,344 0 5,016,235
Stellantis NV SHS N82405106 5,771 389,999 SH   DFND 8 389,999 0 0
STERIS PLC SHS USD G8473T100 281 1,162 SH   DFND 7 1,162 0 0
STERIS PLC SHS USD G8473T100 3,989 16,500 SH   DFND 8 16,500 0 0
Stewart Information Services Corp COM 860372101 194 3,200 SH   DFND 11 2,300 0 900
Stewart Information Services Corp COM 860372101 121 2,000 SH   DFND 8 0 0 2,000
Stifel Financial Corp COM 860630102 224 3,300 SH   DFND 11 3,300 0 0
Stifel Financial Corp COM 860630102 258 3,800 SH   DFND 8 0 0 3,800
StoneCo Ltd COM CL A G85158106 5,259 449,485 SH   DFND 7 449,485 0 0
STORE Capital Corp COM 862121100 16,818 575,355 SH   DFND 10 575,355 0 0
STORE Capital Corp COM 862121100 25 872 SH   DFND 7 872 0 0
Strategic Education Inc COM 86272C103 73 1,100 SH   DFND 11 400 0 700
Strategic Education Inc COM 86272C103 166 2,500 SH   DFND 8 0 0 2,500
Stryker Corp COM 863667101 96 358 SH   DFND   358 0 0
Stryker Corp COM 863667101 8,540 31,943 SH   DFND 7 17,596 0 14,347
Stryker Corp COM 863667101 17,835 66,712 SH   DFND 8 63,612 0 3,100
Sun Communities Inc COM 866674104 267 1,522 SH   DFND 7 1,522 0 0
Sun Communities Inc COM 866674104 4,702 26,822 SH   DFND 8 26,822 0 0
Suncor Energy Inc COM 867224107 29 879 SH   DFND   879 0 0
Suncor Energy Inc COM 867224107 1,716 52,657 SH   DFND 7 52,657 0 0
Sun Life Financial Inc COM 866796105 1,999 35,800 SH   DFND 11 35,800 0 0
Sun Life Financial Inc COM 866796105 33 591 SH   DFND 7 591 0 0
Sun Life Financial Inc COM 866796105 9,580 171,600 SH   DFND 8 166,700 0 4,900
Sunrun Inc COM 86771W105 4,385 144,400 SH   DFND 8 144,400 0 0
SVB Financial Group COM 78486Q101 40 71 SH   DFND   71 0 0
SVB Financial Group COM 78486Q101 33 59 SH   DFND 7 59 0 0
SVB Financial Group COM 78486Q101 21,382 38,220 SH   DFND 8 38,220 0 0
Switch Inc CL A 87105L104 8,013 260,000 SH   DFND 7 260,000 0 0
Synaptics Inc COM 87157D109 638 3,200 SH   DFND 11 2,400 0 800
Synaptics Inc COM 87157D109 4,509 22,600 SH   DFND 8 20,400 0 2,200
Synchrony Financial COM 87165B103 8,500 244,190 SH   DFND 7 244,190 0 0
Synchrony Financial COM 87165B103 29,689 852,900 SH   DFND 8 818,000 0 34,900
Syneos Health Inc CL A 87166B102 219 2,700 SH   DFND 11 2,700 0 0
Syneos Health Inc CL A 87166B102 923 11,400 SH   DFND 8 11,400 0 0
Synopsys Inc COM 871607107 56 167 SH   DFND   167 0 0
Synopsys Inc COM 871607107 1,333 4,000 SH   DFND 11 4,000 0 0
Synopsys Inc COM 871607107 708 2,125 SH   DFND 7 2,125 0 0
Synopsys Inc COM 871607107 68,274 204,862 SH   DFND 8 192,167 0 12,695
Synovus Financial Corp COM NEW 87161C501 176 3,600 SH   DFND 11 2,700 0 900
Synovus Financial Corp COM NEW 87161C501 3,665 74,800 SH   DFND 8 72,000 0 2,800
Sysco Corp COM 871829107 44 536 SH   DFND   536 0 0
Sysco Corp COM 871829107 219 2,685 SH   DFND 7 2,685 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 1,476 14,154 SH   DFND   14,154 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 26,420 253,402 SH   DFND 7 191,093 0 62,309
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 95,682 917,727 SH   DFND 8 909,107 0 8,620
Take-Two Interactive Software Inc COM 874054109 389 2,529 SH   DFND 7 2,529 0 0
Take-Two Interactive Software Inc COM 874054109 36,221 235,600 SH   DFND 8 220,300 0 15,300
TAL Education Group SPONSORED ADS 874080104 90 30,045 SH   DFND 7 30,045 0 0
Talos Energy Inc COM 87484T108 180 11,400 SH   DFND 11 8,400 0 3,000
Talos Energy Inc COM 87484T108 163 10,300 SH   DFND 8 0 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203 36,672 315,350 SH   DFND 8 315,350 0 0
Tapestry Inc COM 876030107 5,688 153,100 SH   DFND 8 153,100 0 0
Target Corp COM 87612E106 132 620 SH   DFND   620 0 0
Target Corp COM 87612E106 1,634 7,700 SH   DFND 11 7,700 0 0
Target Corp COM 87612E106 9,839 46,361 SH   DFND 7 14,708 0 31,653
Target Corp COM 87612E106 50,084 236,000 SH   DFND 8 217,500 0 18,500
TC Energy Corp COM 87807B107 62 1,099 SH   DFND   1,099 0 0
TC Energy Corp COM 87807B107 575 10,200 SH   DFND 11 10,200 0 0
TC Energy Corp COM 87807B107 5,550 98,361 SH   DFND 7 35,876 0 62,485
TC Energy Corp COM 87807B107 2,697 47,800 SH   DFND 8 33,500 0 14,300
TD SYNNEX Corp COM 87162W100 475 4,600 SH   DFND 8 0 0 4,600
TechTarget Inc COM 87874R100 276 3,400 SH   DFND 8 0 0 3,400
TE Connectivity Ltd SHS H84989104 79 602 SH   DFND   602 0 0
TE Connectivity Ltd SHS H84989104 13,008 99,315 SH   DFND 7 36,625 0 62,690
TE Connectivity Ltd SHS H84989104 58,521 446,791 SH   DFND 8 446,091 0 700
TEGNA Inc COM 87901J105 746 33,300 SH   DFND 8 33,300 0 0
Teladoc Health Inc COM 87918A105 3,442 47,724 SH   DFND 8 47,724 0 0
Telefonica Brasil SA NEW ADR 87936R205 864 76,817 SH   DFND 7 35,473 0 41,344
Tempur Sealy International Inc COM 88023U101 427 15,300 SH   DFND 11 15,300 0 0
Tempur Sealy International Inc COM 88023U101 3,582 128,300 SH   DFND 8 116,700 0 11,600
Tenable Holdings Inc COM 88025T102 78,783 1,363,261 SH   DFND 8 1,348,926 0 14,335
Tenet Healthcare Corp COM NEW 88033G407 516 6,000 SH   DFND 11 4,500 0 1,500
Tenet Healthcare Corp COM NEW 88033G407 2,699 31,400 SH   DFND 8 25,900 0 5,500
Tennant Co COM 880345103 39 500 SH   DFND 11 500 0 0
Tennant Co COM 880345103 221 2,800 SH   DFND 8 0 0 2,800
Teradata Corp COM 88076W103 720 14,600 SH   DFND 11 11,800 0 2,800
Teradata Corp COM 88076W103 6,644 134,800 SH   DFND 8 119,800 0 15,000
Teradyne Inc COM 880770102 2,655 22,455 SH   DFND 7 22,455 0 0
Teradyne Inc COM 880770102 135,264 1,144,075 SH   DFND 8 1,141,122 0 2,953
Terex Corp COM 880779103 449 12,600 SH   DFND 11 9,600 0 3,000
Terex Corp COM 880779103 2,093 58,700 SH   DFND 8 37,600 0 21,100
Tesla Inc COM 88160R101 982 911 SH   DFND   911 0 0
Tesla Inc COM 88160R101 67,813 62,930 SH   DFND 7 38,234 0 24,696
Tesla Inc COM 88160R101 241,142 223,777 SH   DFND 8 220,757 0 3,020
Tetra Tech Inc COM 88162G103 8,865 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104 6,071 33,089 SH   DFND 11 33,089 0 0
Texas Instruments Inc COM 882508104 14,957 81,520 SH   DFND 7 50,145 0 31,375
Texas Instruments Inc COM 882508104 243,757 1,328,519 SH   DFND 8 1,310,020 0 18,499
Theravance Biopharma Inc COM G8807B106 131 13,700 SH   DFND 11 10,400 0 3,300
Theravance Biopharma Inc COM G8807B106 1,652 172,800 SH   DFND 8 160,700 0 12,100
Thermo Fisher Scientific Inc COM 883556102 352 596 SH   DFND   596 0 0
Thermo Fisher Scientific Inc COM 883556102 3,898 6,600 SH   DFND 11 6,600 0 0
Thermo Fisher Scientific Inc COM 883556102 89,274 151,146 SH   DFND 7 120,282 0 30,864
Thermo Fisher Scientific Inc COM 883556102 337,780 571,878 SH   DFND 8 568,272 0 3,606
Thermon Group Holdings Inc COM 88362T103 1,330 82,100 SH   DFND 8 82,100 0 0
Timken Co/The COM 887389104 595 9,800 SH   DFND 11 7,900 0 1,900
Timken Co/The COM 887389104 643 10,600 SH   DFND 8 1,200 0 9,400
TIM SA/Brazil SPONSORED ADR 88706T108 155 10,660 SH   DFND 7 0 0 10,660
Titan Machinery Inc COM 88830R101 127 4,500 SH   DFND 11 3,400 0 1,100
Titan Machinery Inc COM 88830R101 122 4,300 SH   DFND 8 0 0 4,300
TJX Cos Inc/The COM 872540109 2,384 39,359 SH   DFND   39,359 0 0
TJX Cos Inc/The COM 872540109 806 13,300 SH   DFND 11 13,300 0 0
TJX Cos Inc/The COM 872540109 59,272 978,416 SH   DFND 7 721,306 0 257,110
TJX Cos Inc/The COM 872540109 45,537 751,691 SH   DFND 8 747,391 0 4,300
T-Mobile US Inc COM 872590104 84 656 SH   DFND   656 0 0
T-Mobile US Inc COM 872590104 4,764 37,118 SH   DFND 7 1,427 0 35,691
T-Mobile US Inc COM 872590104 4,608 35,900 SH   DFND 8 34,700 0 1,200
Toro Co/The COM 891092108 2,607 30,500 SH   DFND 8 27,500 0 3,000
Toronto-Dominion Bank/The COM NEW 891160509 167 2,101 SH   DFND   2,101 0 0
Toronto-Dominion Bank/The COM NEW 891160509 5,162 65,000 SH   DFND 11 65,000 0 0
Toronto-Dominion Bank/The COM NEW 891160509 1,904 23,978 SH   DFND 7 1,840 0 22,138
Toronto-Dominion Bank/The COM NEW 891160509 58,766 739,936 SH   DFND 8 665,536 0 74,400
Toyota Motor Corp ADS 892331307 217 1,205 SH   DFND   1,205 0 0
TPI Composites Inc COM 87266J104 19 1,345 SH   DFND   1,345 0 0
TPI Composites Inc COM 87266J104 4,739 337,031 SH   DFND 8 337,031 0 0
Tractor Supply Co COM 892356106 117 500 SH   DFND 11 500 0 0
Tractor Supply Co COM 892356106 603 2,585 SH   DFND 7 2,585 0 0
Tractor Supply Co COM 892356106 8,728 37,400 SH   DFND 8 37,000 0 400
Trade Desk Inc/The COM CL A 88339J105 34 496 SH   DFND   496 0 0
Trade Desk Inc/The COM CL A 88339J105 226 3,264 SH   DFND 7 3,264 0 0
Trane Technologies PLC SHS G8994E103 40 262 SH   DFND   262 0 0
Trane Technologies PLC SHS G8994E103 1,634 10,700 SH   DFND 11 10,700 0 0
Trane Technologies PLC SHS G8994E103 253 1,657 SH   DFND 7 1,657 0 0
Trane Technologies PLC SHS G8994E103 28,036 183,600 SH   DFND 8 181,900 0 1,700
TransMedics Group Inc COM 89377M109 9,305 345,386 SH   DFND 8 345,386 0 0
Transocean Ltd REG SHS H8817H100 143 31,400 SH   DFND 11 31,400 0 0
TransUnion COM 89400J107 103 1,000 SH   DFND 11 1,000 0 0
TransUnion COM 89400J107 8,112 78,500 SH   DFND 8 77,600 0 900
Travelers Cos Inc/The COM 89417E109 50 276 SH   DFND   276 0 0
Travelers Cos Inc/The COM 89417E109 4,038 22,100 SH   DFND 11 22,100 0 0
Travelers Cos Inc/The COM 89417E109 257 1,404 SH   DFND 7 1,404 0 0
Travelers Cos Inc/The COM 89417E109 24,413 133,600 SH   DFND 8 127,100 0 6,500
Travere Therapeutics Inc COM 89422G107 219 8,500 SH   DFND 11 8,500 0 0
Travere Therapeutics Inc COM 89422G107 4,462 173,133 SH   DFND 8 163,033 0 10,100
Trex Co Inc COM 89531P105 3,916 59,943 SH   DFND 7 59,943 0 0
Trex Co Inc COM 89531P105 5,416 82,900 SH   DFND 8 82,900 0 0
Trimble Inc COM 896239100 85 1,178 SH   DFND   1,178 0 0
Trimble Inc COM 896239100 303 4,200 SH   DFND 11 4,200 0 0
Trimble Inc COM 896239100 10,403 144,210 SH   DFND 7 104,292 0 39,918
Trimble Inc COM 896239100 131,771 1,826,597 SH   DFND 8 1,825,497 0 1,100
TriNet Group Inc COM 896288107 816 8,300 SH   DFND 11 6,800 0 1,500
TriNet Group Inc COM 896288107 8,793 89,400 SH   DFND 8 82,800 0 6,600
Trip.com Group Ltd ADS 89677Q107 8,983 388,552 SH   DFND 7 380,757 0 7,795
Tri Pointe Homes Inc COM 87265H109 361 18,000 SH   DFND 11 13,900 0 4,100
Tri Pointe Homes Inc COM 87265H109 4,237 211,000 SH   DFND 8 194,800 0 16,200
Triton International Ltd CL A G9078F107 751 10,700 SH   DFND 8 0 0 10,700
T Rowe Price Group Inc COM 74144T108 41 268 SH   DFND   268 0 0
T Rowe Price Group Inc COM 74144T108 1,028 6,800 SH   DFND 11 6,800 0 0
T Rowe Price Group Inc COM 74144T108 237 1,569 SH   DFND 7 1,569 0 0
T Rowe Price Group Inc COM 74144T108 25,551 168,996 SH   DFND 8 164,400 0 4,596
TrueBlue Inc COM 89785X101 228 7,900 SH   DFND 11 5,800 0 2,100
TrueBlue Inc COM 89785X101 182 6,300 SH   DFND 8 0 0 6,300
TrueCar Inc COM 89785L107 1,411 357,100 SH   DFND 8 357,100 0 0
Truist Financial Corp COM 89832Q109 90 1,595 SH   DFND   1,595 0 0
Truist Financial Corp COM 89832Q109 7,992 140,944 SH   DFND 7 8,318 0 132,626
Truist Financial Corp COM 89832Q109 4,837 85,314 SH   DFND 8 73,500 0 11,814
TTEC Holdings Inc COM 89854H102 454 5,500 SH   DFND 11 5,500 0 0
TTEC Holdings Inc COM 89854H102 4,712 57,100 SH   DFND 8 51,500 0 5,600
Tupperware Brands Corp COM 899896104 150 7,700 SH   DFND 11 5,500 0 2,200
Tupperware Brands Corp COM 899896104 1,362 70,000 SH   DFND 8 63,800 0 6,200
Turning Point Therapeutics Inc COM 90041T108 2,734 101,816 SH   DFND 8 101,816 0 0
Twilio Inc CL A 90138F102 31 191 SH   DFND   191 0 0
Twilio Inc CL A 90138F102 38,908 236,077 SH   DFND 8 233,433 0 2,644
Twitter Inc COM 90184L102 34 881 SH   DFND   881 0 0
Twitter Inc COM 90184L102 1,547 39,988 SH   DFND 8 39,988 0 0
Tyler Technologies Inc COM 902252105 259 582 SH   DFND 7 582 0 0
Tyson Foods Inc CL A 902494103 347 3,868 SH   DFND 7 3,868 0 0
Tyson Foods Inc CL A 902494103 54,074 603,300 SH   DFND 8 565,800 0 37,500
Uber Technologies Inc COM 90353T100 43 1,215 SH   DFND   1,215 0 0
Uber Technologies Inc COM 90353T100 221 6,207 SH   DFND 7 0 0 6,207
Uber Technologies Inc COM 90353T100 71 2,000 SH   DFND 8 0 0 2,000
Ubiquiti Inc COM 90353W103 728 2,500 SH   DFND 8 2,500 0 0
UBS Group AG SHS H42097107 86 4,417 SH   DFND   4,417 0 0
UBS Group AG SHS H42097107 186,379 9,538,357 SH   DFND 7 7,838,058 0 1,700,299
UBS Group AG SHS H42097107 38,817 1,986,564 SH   DFND 8 1,955,225 0 31,339
UDR Inc COM 902653104 28,078 489,428 SH   DFND 10 489,428 0 0
UDR Inc COM 902653104 220 3,838 SH   DFND 7 3,838 0 0
UGI Corp COM 902681105 6 179 SH   DFND 7 179 0 0
UGI Corp COM 902681105 5,879 162,300 SH   DFND 8 162,300 0 0
Ulta Beauty Inc COM 90384S303 448 1,125 SH   DFND 7 1,125 0 0
Ultragenyx Pharmaceutical Inc COM 90400D108 16,561 228,053 SH   DFND 8 228,053 0 0
Union Pacific Corp COM 907818108 199 728 SH   DFND   728 0 0
Union Pacific Corp COM 907818108 4,918 18,000 SH   DFND 10 18,000 0 0
Union Pacific Corp COM 907818108 2,732 10,000 SH   DFND 11 10,000 0 0
Union Pacific Corp COM 907818108 12,270 44,910 SH   DFND 7 19,100 0 25,810
Union Pacific Corp COM 907818108 107,836 394,700 SH   DFND 8 387,500 0 7,200
uniQure NV SHS N90064101 25 1,400 SH   DFND 11 0 0 1,400
uniQure NV SHS N90064101 1,485 82,200 SH   DFND 8 82,200 0 0
Unisys Corp COM NEW 909214306 261 12,100 SH   DFND 11 9,100 0 3,000
Unisys Corp COM NEW 909214306 3,358 155,400 SH   DFND 8 144,600 0 10,800
United Bankshares Inc/WV COM 909907107 474 13,600 SH   DFND 8 0 0 13,600
UnitedHealth Group Inc COM 91324P102 495 971 SH   DFND   971 0 0
UnitedHealth Group Inc COM 91324P102 3,876 7,600 SH   DFND 11 7,600 0 0
UnitedHealth Group Inc COM 91324P102 46,611 91,400 SH   DFND 7 53,868 0 37,532
UnitedHealth Group Inc COM 91324P102 317,892 623,355 SH   DFND 8 619,855 0 3,500
United Microelectronics Corp SPON ADR NEW 910873405 349 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106 168 784 SH   DFND   784 0 0
United Parcel Service Inc CL B 911312106 1,759 8,200 SH   DFND 11 8,200 0 0
United Parcel Service Inc CL B 911312106 10,478 48,859 SH   DFND 7 20,199 0 28,660
United Parcel Service Inc CL B 911312106 74,422 347,019 SH   DFND 8 322,100 0 24,919
United Rentals Inc COM 911363109 180 507 SH   DFND 7 244 0 263
United Rentals Inc COM 911363109 18,135 51,054 SH   DFND 8 51,054 0 0
United Therapeutics Corp COM 91307C102 233 1,300 SH   DFND 11 1,300 0 0
United Therapeutics Corp COM 91307C102 1,561 8,700 SH   DFND 8 6,700 0 2,000
Uniti Group Inc COM 91325V108 544 39,500 SH   DFND 8 24,100 0 15,400
Universal Electronics Inc COM 913483103 137 4,400 SH   DFND 11 3,400 0 1,000
Universal Electronics Inc COM 913483103 1,037 33,186 SH   DFND 8 30,686 0 2,500
Unum Group COM 91529Y106 1,865 59,200 SH   DFND 8 26,800 0 32,400
Urstadt Biddle Properties Inc CL A 917286205 314 16,700 SH   DFND 11 13,300 0 3,400
Urstadt Biddle Properties Inc CL A 917286205 132 7,000 SH   DFND 8 0 0 7,000
US Bancorp COM NEW 902973304 86 1,619 SH   DFND   1,619 0 0
US Bancorp COM NEW 902973304 17,709 333,196 SH   DFND 7 183,828 0 149,368
US Bancorp COM NEW 902973304 9,413 177,100 SH   DFND 8 162,400 0 14,700
US Foods Holding Corp COM 912008109 805 21,400 SH   DFND 11 15,800 0 5,600
US Foods Holding Corp COM 912008109 4,790 127,300 SH   DFND 8 108,900 0 18,400
Valero Energy Corp COM 91913Y100 11,565 113,896 SH   DFND 7 15,660 0 98,236
Valero Energy Corp COM 91913Y100 41,621 409,900 SH   DFND 8 370,700 0 39,200
Valley National Bancorp COM 919794107 2,255 173,200 SH   DFND 8 173,200 0 0
Vanda Pharmaceuticals Inc COM 921659108 86 7,600 SH   DFND 11 7,600 0 0
Vanda Pharmaceuticals Inc COM 921659108 109 9,600 SH   DFND 8 0 0 9,600
VanEck Gold Miners ETF/USA GOLD MINERS ETF 92189F106 229 5,978 SH   DFND   0 0 5,978
Vanguard Extended Duration Treasury ETF EXTENDED DUR 921910709 1,414 11,613 SH   DFND   0 0 11,613
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 10,422 121,133 SH   DFND 11 121,133 0 0
Varex Imaging Corp COM 92214X106 158 7,400 SH   DFND 11 5,700 0 1,700
Varex Imaging Corp COM 92214X106 1,727 81,100 SH   DFND 8 73,500 0 7,600
Veeva Systems Inc CL A COM 922475108 34 160 SH   DFND   160 0 0
Veeva Systems Inc CL A COM 922475108 165 778 SH   DFND 7 778 0 0
Veeva Systems Inc CL A COM 922475108 51,764 243,641 SH   DFND 8 229,552 0 14,089
Ventas Inc COM 92276F100 422 6,839 SH   DFND 7 6,839 0 0
Veracyte Inc COM 92337F107 2,581 93,618 SH   DFND 8 93,618 0 0
Verint Systems Inc COM 92343X100 564 10,900 SH   DFND 11 8,200 0 2,700
Verint Systems Inc COM 92343X100 2,848 55,089 SH   DFND 7 51,453 0 3,636
Verint Systems Inc COM 92343X100 6,809 131,700 SH   DFND 8 111,500 0 20,200
VeriSign Inc COM 92343E102 779 3,500 SH   DFND 11 3,500 0 0
VeriSign Inc COM 92343E102 311 1,398 SH   DFND 7 1,398 0 0
VeriSign Inc COM 92343E102 15,071 67,745 SH   DFND 8 67,045 0 700
Verisk Analytics Inc COM 92345Y106 38 177 SH   DFND   177 0 0
Verisk Analytics Inc COM 92345Y106 1,545 7,200 SH   DFND 11 7,200 0 0
Verisk Analytics Inc COM 92345Y106 44,689 208,215 SH   DFND 7 208,138 0 77
Verisk Analytics Inc COM 92345Y106 47,623 221,882 SH   DFND 8 220,582 0 1,300
Verizon Communications Inc COM 92343V104 232 4,559 SH   DFND   4,559 0 0
Verizon Communications Inc COM 92343V104 4,865 95,500 SH   DFND 11 95,500 0 0
Verizon Communications Inc COM 92343V104 4,132 81,114 SH   DFND 7 36,164 0 44,950
Verizon Communications Inc COM 92343V104 167,180 3,281,900 SH   DFND 8 3,145,000 0 136,900
Vertex Pharmaceuticals Inc COM 92532F100 71 272 SH   DFND   272 0 0
Vertex Pharmaceuticals Inc COM 92532F100 257 986 SH   DFND 7 986 0 0
Vertex Pharmaceuticals Inc COM 92532F100 79,951 306,361 SH   DFND 8 285,306 0 21,055
VF Corp COM 918204108 360 6,336 SH   DFND 7 6,336 0 0
VF Corp COM 918204108 227 4,000 SH   DFND 8 2,400 0 1,600
Viatris Inc COM 92556V106 32 2,934 SH   DFND 11 2,934 0 0
Viatris Inc COM 92556V106 263 24,179 SH   DFND 7 19,286 0 4,893
Viatris Inc COM 92556V106 594 54,587 SH   DFND 8 54,587 0 0
Viavi Solutions Inc COM 925550105 45,146 2,807,605 SH   DFND 8 2,784,865 0 22,740
VICI Properties Inc COM 925652109 783 27,500 SH   DFND 11 22,400 0 5,100
VICI Properties Inc COM 925652109 61 2,150 SH   DFND 7 2,150 0 0
VICI Properties Inc COM 925652109 11,111 390,400 SH   DFND 8 350,900 0 39,500
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 1,695 188,284 SH   DFND   136,582 0 51,702
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 859 95,422 SH   DFND 7 95,422 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 1,575 175,032 SH   DFND 8 175,032 0 0
Vir Biotechnology Inc COM 92764N102 193 7,500 SH   DFND 11 5,400 0 2,100
Vir Biotechnology Inc COM 92764N102 152 5,900 SH   DFND 8 0 0 5,900
Virtu Financial Inc CL A 928254101 633 17,000 SH   DFND 11 14,000 0 3,000
Virtu Financial Inc CL A 928254101 6,260 168,200 SH   DFND 8 151,400 0 16,800
Visa Inc COM CL A 92826C839 392 1,767 SH   DFND   1,767 0 0
Visa Inc COM CL A 92826C839 4,058 18,300 SH   DFND 11 18,300 0 0
Visa Inc COM CL A 92826C839 113,616 512,313 SH   DFND 7 431,136 0 81,177
Visa Inc COM CL A 92826C839 360,227 1,624,326 SH   DFND 8 1,585,109 0 39,217
Vishay Intertechnology Inc COM 928298108 504 25,700 SH   DFND 11 19,600 0 6,100
Vishay Intertechnology Inc COM 928298108 5,151 262,800 SH   DFND 8 227,200 0 35,600
Vista Outdoor Inc COM 928377100 357 10,000 SH   DFND 11 7,600 0 2,400
Vista Outdoor Inc COM 928377100 1,353 37,900 SH   DFND 8 29,100 0 8,800
VMware Inc CL A COM 928563402 531 4,666 SH   DFND 7 4,666 0 0
Voya Financial Inc COM 929089100 1,639 24,700 SH   DFND 8 17,900 0 6,800
Vulcan Materials Co COM 929160109 58 315 SH   DFND 7 315 0 0
Vulcan Materials Co COM 929160109 239 1,300 SH   DFND 8 1,300 0 0
Wabash National Corp COM 929566107 148 10,000 SH   DFND 11 7,600 0 2,400
Wabash National Corp COM 929566107 142 9,600 SH   DFND 8 0 0 9,600
Walgreens Boots Alliance Inc COM 931427108 443 9,885 SH   DFND 7 9,885 0 0
Walmart Inc COM 931142103 255 1,713 SH   DFND   1,713 0 0
Walmart Inc COM 931142103 4,155 27,900 SH   DFND 11 27,900 0 0
Walmart Inc COM 931142103 11,160 74,941 SH   DFND 7 41,312 0 33,629
Walmart Inc COM 931142103 92,829 623,350 SH   DFND 8 606,550 0 16,800
Walt Disney Co/The COM 254687106 1,713 12,488 SH   DFND   12,488 0 0
Walt Disney Co/The COM 254687106 192 1,400 SH   DFND 11 1,400 0 0
Walt Disney Co/The COM 254687106 46,753 340,862 SH   DFND 7 282,357 0 58,505
Walt Disney Co/The COM 254687106 29,655 216,204 SH   DFND 8 200,704 0 15,500
Waste Connections Inc COM 94106B101 146 1,048 SH   DFND   1,048 0 0
Waste Connections Inc COM 94106B101 19,951 142,816 SH   DFND 7 50,750 0 92,066
Waste Connections Inc COM 94106B101 115,543 827,077 SH   DFND 8 826,377 0 700
Waste Management Inc COM 94106L109 77 487 SH   DFND   487 0 0
Waste Management Inc COM 94106L109 827 5,216 SH   DFND 7 422 0 4,794
Waste Management Inc COM 94106L109 5,437 34,300 SH   DFND 8 30,900 0 3,400
Waters Corp COM 941848103 652 2,100 SH   DFND 11 2,100 0 0
Waters Corp COM 941848103 11,826 38,102 SH   DFND 7 35,906 0 2,196
Waters Corp COM 941848103 11,776 37,940 SH   DFND 8 37,700 0 240
Watts Water Technologies Inc CL A 942749102 5,281 37,834 SH   DFND 7 37,834 0 0
Webster Financial Corp COM 947890109 1,785 31,800 SH   DFND 8 4,600 0 27,200
WEC Energy Group Inc COM 92939U106 729 7,300 SH   DFND 11 7,300 0 0
Weis Markets Inc COM 948849104 2,771 38,800 SH   DFND 8 38,800 0 0
Wells Fargo & Co COM 949746101 230 4,748 SH   DFND   4,748 0 0
Wells Fargo & Co COM 949746101 15,194 313,538 SH   DFND 7 224,081 0 89,457
Wells Fargo & Co COM 949746101 23,561 486,200 SH   DFND 8 477,100 0 9,100
Welltower Inc COM 95040Q104 42,130 438,219 SH   DFND 10 438,219 0 0
Welltower Inc COM 95040Q104 856 8,903 SH   DFND 7 8,903 0 0
Wendy's Co/The COM 95058W100 301 13,700 SH   DFND 11 7,300 0 6,400
Wendy's Co/The COM 95058W100 626 28,500 SH   DFND 8 0 0 28,500
Werner Enterprises Inc COM 950755108 500 12,200 SH   DFND 8 0 0 12,200
Western Alliance Bancorp COM 957638109 1,044 12,600 SH   DFND 11 11,000 0 1,600
Western Alliance Bancorp COM 957638109 2,054 24,800 SH   DFND 8 13,700 0 11,100
Western Digital Corp COM 958102105 369 7,435 SH   DFND 7 7,435 0 0
Western Digital Corp COM 958102105 13,242 266,700 SH   DFND 8 227,500 0 39,200
Western Digital Corp NOTE 1.500% 2/0 958102AP0 17,492 18,056,000 PRN   DFND 7 15,893,000 0 2,163,000
Western Union Co/The COM 959802109 935 49,900 SH   DFND 11 49,900 0 0
Western Union Co/The COM 959802109 107 5,728 SH   DFND 7 5,728 0 0
Western Union Co/The COM 959802109 23,817 1,270,900 SH   DFND 8 1,261,200 0 9,700
West Fraser Timber Co Ltd COM 952845105 297 3,607 SH   DFND 7 0 0 3,607
West Fraser Timber Co Ltd COM 952845105 214 2,600 SH   DFND 8 1,300 0 1,300
Westinghouse Air Brake Technologies Corp COM 929740108 338 3,517 SH   DFND 7 3,517 0 0
Westlake Corp COM 960413102 790 6,400 SH   DFND 11 5,600 0 800
Westlake Corp COM 960413102 1,765 14,300 SH   DFND 8 6,200 0 8,100
West Pharmaceutical Services Inc COM 955306105 1,479 3,600 SH   DFND 11 3,600 0 0
West Pharmaceutical Services Inc COM 955306105 553 1,347 SH   DFND 7 1,347 0 0
West Pharmaceutical Services Inc COM 955306105 55,312 134,674 SH   DFND 8 124,500 0 10,174
WEX Inc COM 96208T104 1,017 5,700 SH   DFND 11 4,500 0 1,200
WEX Inc COM 96208T104 13,918 77,994 SH   DFND 7 77,994 0 0
WEX Inc COM 96208T104 5,585 31,300 SH   DFND 8 25,800 0 5,500
Weyerhaeuser Co COM NEW 962166104 171 4,500 SH   DFND 11 4,500 0 0
Weyerhaeuser Co COM NEW 962166104 82 2,169 SH   DFND 7 2,169 0 0
Weyerhaeuser Co COM NEW 962166104 21,694 572,400 SH   DFND 8 558,800 0 13,600
Wheaton Precious Metals Corp COM 962879102 666 14,000 SH   DFND 11 14,000 0 0
Wheaton Precious Metals Corp COM 962879102 14,730 309,576 SH   DFND 7 309,576 0 0
Wheaton Precious Metals Corp COM 962879102 6,875 144,500 SH   DFND 8 142,500 0 2,000
Whirlpool Corp COM 963320106 294 1,700 SH   DFND 11 1,000 0 700
Whirlpool Corp COM 963320106 313 1,813 SH   DFND 7 1,813 0 0
Whirlpool Corp COM 963320106 16,915 97,900 SH   DFND 8 88,200 0 9,700
Whiting Petroleum Corp COM NEW 966387508 456 5,600 SH   DFND 11 4,700 0 900
Whiting Petroleum Corp COM NEW 966387508 538 6,600 SH   DFND 8 700 0 5,900
Williams Cos Inc/The COM 969457100 1,528 45,728 SH   DFND 7 45,728 0 0
Williams Cos Inc/The COM 969457100 2,940 88,000 SH   DFND 8 88,000 0 0
Williams-Sonoma Inc COM 969904101 600 4,137 SH   DFND 11 3,237 0 900
Williams-Sonoma Inc COM 969904101 12,382 85,390 SH   DFND 8 67,900 0 17,490
Willis Towers Watson PLC SHS G96629103 472 2,000 SH   DFND 11 2,000 0 0
Willis Towers Watson PLC SHS G96629103 31 131 SH   DFND 7 131 0 0
Willis Towers Watson PLC SHS G96629103 3,189 13,500 SH   DFND 8 13,100 0 400
Wintrust Financial Corp COM 97650W108 864 9,300 SH   DFND 11 7,200 0 2,100
Wintrust Financial Corp COM 97650W108 8,150 87,700 SH   DFND 8 81,300 0 6,400
Wolfspeed Inc COM 977852102 46 406 SH   DFND   406 0 0
Wolfspeed Inc COM 977852102 92,470 812,136 SH   DFND 8 812,136 0 0
Wolverine World Wide Inc COM 978097103 329 14,600 SH   DFND 11 11,100 0 3,500
Wolverine World Wide Inc COM 978097103 311 13,800 SH   DFND 8 0 0 13,800
Workday Inc CL A 98138H101 50 208 SH   DFND   208 0 0
Workday Inc CL A 98138H101 103 431 SH   DFND 7 431 0 0
Workday Inc CL A 98138H101 122,544 511,752 SH   DFND 8 504,852 0 6,900
Workiva Inc COM CL A 98139A105 8,207 69,552 SH   DFND 7 69,552 0 0
World Fuel Services Corp COM 981475106 3,204 118,500 SH   DFND 8 118,500 0 0
WW Grainger Inc COM 384802104 877 1,700 SH   DFND 11 1,700 0 0
WW Grainger Inc COM 384802104 244 473 SH   DFND 7 473 0 0
WW Grainger Inc COM 384802104 21,745 42,158 SH   DFND 8 41,700 0 458
Wyndham Hotels & Resorts Inc COM 98311A105 364 4,300 SH   DFND 11 3,800 0 500
Wynn Resorts Ltd COM 983134107 893 11,200 SH   DFND 11 8,500 0 2,700
Wynn Resorts Ltd COM 983134107 877 11,000 SH   DFND 8 400 0 10,600
X4 Pharmaceuticals Inc COM 98420X103 2,015 1,151,340 SH   DFND 8 1,151,340 0 0
Xenon Pharmaceuticals Inc COM 98420N105 5,963 195,052 SH   DFND 8 195,052 0 0
XPeng Inc ADS 98422D105 1,162 42,100 SH   DFND   30,000 0 12,100
XPeng Inc ADS 98422D105 8,109 293,900 SH   DFND 8 293,900 0 0
Xperi Holding Corp COM 98390M103 317 18,300 SH   DFND 11 13,600 0 4,700
Xperi Holding Corp COM 98390M103 3,374 194,800 SH   DFND 8 181,700 0 13,100
XP Inc CL A G98239109 3,797 126,150 SH   DFND   126,150 0 0
XPO Logistics Inc COM 983793100 26,430 363,048 SH   DFND 8 363,048 0 0
Xylem Inc/NY COM 98419M100 61 711 SH   DFND   711 0 0
Xylem Inc/NY COM 98419M100 4,349 51,011 SH   DFND 7 51,011 0 0
Xylem Inc/NY COM 98419M100 24,685 289,524 SH   DFND 8 289,524 0 0
Yandex NV SHS CLASS A N97284108 1,684 88,894 SH   DFND   88,894 0 0
YETI Holdings Inc COM 98585X104 564 9,400 SH   DFND 11 8,900 0 500
YETI Holdings Inc COM 98585X104 5,566 92,800 SH   DFND 8 75,000 0 17,800
Yiren Digital Ltd SPONSORED ADS 98585L100 63 24,700 SH   DFND 8 24,700 0 0
YPF SA SPON ADR CL D 984245100 715 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109 17,929 431,601 SH   DFND   431,601 0 0
Yum China Holdings Inc COM 98850P109 2,700 65,000 SH   DFND 8 65,000 0 0
Zebra Technologies Corp CL A 989207105 490 1,184 SH   DFND 7 1,184 0 0
Zebra Technologies Corp CL A 989207105 24,673 59,640 SH   DFND 8 55,440 0 4,200
Zendesk Inc COM 98936J101 81,986 681,570 SH   DFND 8 671,319 0 10,251
Zendesk Inc NOTE 0.625% 6/1 98936JAD3 8,796 7,036,000 PRN   DFND 7 5,970,000 0 1,066,000
Zentalis Pharmaceuticals Inc COM 98943L107 6,155 133,393 SH   DFND 8 133,393 0 0
Zimmer Biomet Holdings Inc COM 98956P102 6,634 51,870 SH   DFND 7 27,680 0 24,190
Zimmer Biomet Holdings Inc COM 98956P102 37,662 294,463 SH   DFND 8 294,463 0 0
Zimvie Inc COM 98888T107 55 2,417 SH   DFND 7 0 0 2,417
Zimvie Inc COM 98888T107 468 20,505 SH   DFND 8 20,505 0 0
Zions Bancorp NA COM 989701107 203 3,100 SH   DFND 11 2,300 0 800
Zions Bancorp NA COM 989701107 1,554 23,700 SH   DFND 8 21,200 0 2,500
Zoetis Inc CL A 98978V103 1,884 9,988 SH   DFND   9,988 0 0
Zoetis Inc CL A 98978V103 2,867 15,200 SH   DFND 11 15,200 0 0
Zoetis Inc CL A 98978V103 46,655 247,386 SH   DFND 7 216,448 0 30,938
Zoetis Inc CL A 98978V103 98,018 519,740 SH   DFND 8 500,140 0 19,600
Zscaler Inc COM 98980G102 6,267 25,976 SH   DFND 7 25,976 0 0
Zscaler Inc COM 98980G102 43,537 180,443 SH   DFND 8 178,356 0 2,087
Zscaler Inc NOTE 0.125% 7/0 98980GAB8 4,550 2,652,000 PRN   DFND 7 2,251,000 0 401,000