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 142 8,200 SH   DFND 8 8,200 0 0
3M Co COM 88579Y101 75 581 SH   DFND   581 0 0
3M Co COM 88579Y101 3,753 29,000 SH   DFND 11 29,000 0 0
3M Co COM 88579Y101 19,430 150,146 SH   DFND 7 30,686 0 119,460
3M Co COM 88579Y101 130,176 1,005,922 SH   DFND 8 995,822 0 10,100
A10 Networks Inc COM 002121101 194 13,500 SH   DFND 11 10,000 0 3,500
A10 Networks Inc COM 002121101 1,262 87,775 SH   DFND 8 75,675 0 12,100
Abbott Laboratories COM 002824100 2,735 25,174 SH   DFND   25,174 0 0
Abbott Laboratories COM 002824100 3,216 29,600 SH   DFND 11 29,600 0 0
Abbott Laboratories COM 002824100 44,439 409,012 SH   DFND 7 360,482 0 48,530
Abbott Laboratories COM 002824100 86,062 792,100 SH   DFND 8 771,500 0 20,600
AbbVie Inc COM 00287Y109 276 1,799 SH   DFND   1,799 0 0
AbbVie Inc COM 00287Y109 1,072 7,000 SH   DFND 11 7,000 0 0
AbbVie Inc COM 00287Y109 11,322 73,924 SH   DFND 7 33,086 0 40,838
AbbVie Inc COM 00287Y109 71,409 466,237 SH   DFND 8 461,037 0 5,200
ABIOMED Inc COM 003654100 11 46 SH   DFND   46 0 0
ABIOMED Inc COM 003654100 205 830 SH   DFND 7 830 0 0
ABIOMED Inc COM 003654100 56,013 226,304 SH   DFND 8 226,304 0 0
ABM Industries Inc COM 000957100 517 11,900 SH   DFND 11 9,300 0 2,600
ABM Industries Inc COM 000957100 4,964 114,325 SH   DFND 8 93,325 0 21,000
Accenture PLC SHS CLASS A G1151C101 179 643 SH   DFND   643 0 0
Accenture PLC SHS CLASS A G1151C101 2,888 10,400 SH   DFND 11 10,400 0 0
Accenture PLC SHS CLASS A G1151C101 24,289 87,480 SH   DFND 7 58,630 0 28,850
Accenture PLC SHS CLASS A G1151C101 120,898 435,434 SH   DFND 8 419,534 0 15,900
Achilles Therapeutics PLC SPONSORED ADS 00449L102 715 283,655 SH   DFND 8 283,655 0 0
ACI Worldwide Inc COM 004498101 26 1,000 SH   DFND 11 1,000 0 0
ACI Worldwide Inc COM 004498101 1,127 43,530 SH   DFND 7 40,318 0 3,212
Activision Blizzard Inc COM 00507V109 62 792 SH   DFND   792 0 0
Activision Blizzard Inc COM 00507V109 5,370 68,965 SH   DFND 7 62,357 0 6,608
Activision Blizzard Inc COM 00507V109 66,669 856,274 SH   DFND 8 846,328 0 9,946
Acuity Brands Inc COM 00508Y102 62 400 SH   DFND 11 400 0 0
Acuity Brands Inc COM 00508Y102 1,463 9,500 SH   DFND 8 4,000 0 5,500
Adobe Inc COM 00724F101 176 480 SH   DFND   480 0 0
Adobe Inc COM 00724F101 2,040 5,574 SH   DFND 11 5,574 0 0
Adobe Inc COM 00724F101 57,852 158,039 SH   DFND 7 130,775 0 27,264
Adobe Inc COM 00724F101 90,165 246,311 SH   DFND 8 234,288 0 12,023
Advance Auto Parts Inc COM 00751Y106 11 62 SH   DFND   62 0 0
Advance Auto Parts Inc COM 00751Y106 224 1,297 SH   DFND 7 1,297 0 0
Advance Auto Parts Inc COM 00751Y106 156 900 SH   DFND 8 900 0 0
Advanced Drainage Systems Inc COM 00790R104 306 3,400 SH   DFND 11 2,800 0 600
Advanced Drainage Systems Inc COM 00790R104 351 3,900 SH   DFND 8 0 0 3,900
Advanced Energy Industries Inc COM 007973100 28 381 SH   DFND   381 0 0
Advanced Energy Industries Inc COM 007973100 217 2,972 SH   DFND 7 2,972 0 0
Advanced Energy Industries Inc COM 007973100 6,863 94,038 SH   DFND 8 94,038 0 0
Advanced Micro Devices Inc COM 007903107 127 1,663 SH   DFND   1,663 0 0
Advanced Micro Devices Inc COM 007903107 3,339 43,670 SH   DFND 7 10,811 0 32,859
Advanced Micro Devices Inc COM 007903107 101,056 1,321,517 SH   DFND 8 1,272,137 0 49,380
AerCap Holdings NV SHS N00985106 381 9,300 SH   DFND 7 9,300 0 0
Aflac Inc COM 001055102 35 628 SH   DFND   628 0 0
Aflac Inc COM 001055102 1,771 32,000 SH   DFND 11 32,000 0 0
Aflac Inc COM 001055102 118 2,136 SH   DFND 7 2,136 0 0
Aflac Inc COM 001055102 10,645 192,400 SH   DFND 8 185,900 0 6,500
AGCO Corp COM 001084102 898 9,100 SH   DFND 11 7,200 0 1,900
AGCO Corp COM 001084102 7,150 72,442 SH   DFND 8 62,042 0 10,400
Agilent Technologies Inc COM 00846U101 36 305 SH   DFND   305 0 0
Agilent Technologies Inc COM 00846U101 1,544 13,000 SH   DFND 11 13,000 0 0
Agilent Technologies Inc COM 00846U101 1,634 13,757 SH   DFND 7 13,151 0 606
Agilent Technologies Inc COM 00846U101 24,248 204,156 SH   DFND 8 201,755 0 2,401
Agios Pharmaceuticals Inc COM 00847X104 4,368 197,002 SH   DFND 8 197,002 0 0
Agnico Eagle Mines Ltd COM 008474108 22 475 SH   DFND   475 0 0
Agnico Eagle Mines Ltd COM 008474108 26,279 574,280 SH   DFND 7 574,280 0 0
Airbnb Inc COM CL A 009066101 30 340 SH   DFND   340 0 0
Airbnb Inc COM CL A 009066101 9,514 106,799 SH   DFND 7 106,799 0 0
Airbnb Inc NOTE 3/1 009066AB7 13,547 16,350,000 PRN   DFND 7 13,609,000 0 2,741,000
Akamai Technologies Inc COM 00971T101 15 163 SH   DFND   163 0 0
Akamai Technologies Inc COM 00971T101 4,668 51,112 SH   DFND 7 46,740 0 4,372
Akamai Technologies Inc COM 00971T101 4,557 49,900 SH   DFND 8 49,900 0 0
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5 17,088 17,200,000 PRN   DFND 7 14,800,000 0 2,400,000
Alarm.com Holdings Inc COM 011642105 4,904 79,272 SH   DFND 8 79,272 0 0
Albemarle Corp COM 012653101 72 346 SH   DFND   346 0 0
Albemarle Corp COM 012653101 701 3,354 SH   DFND 7 455 0 2,899
Albemarle Corp COM 012653101 12,826 61,374 SH   DFND 8 61,374 0 0
Alcoa Corp COM 013872106 9 188 SH   DFND   188 0 0
Alcoa Corp COM 013872106 155 3,400 SH   DFND 11 3,400 0 0
Alcoa Corp COM 013872106 1,156 25,371 SH   DFND 7 0 0 25,371
Alcon Inc ORD SHS H01301128 28,804 412,131 SH   DFND 7 99,029 0 313,102
Alcon Inc ORD SHS H01301128 7,357 105,270 SH   DFND 8 104,617 0 653
Alexander's Inc COM 014752109 178 800 SH   DFND 11 600 0 200
Alexander's Inc COM 014752109 156 700 SH   DFND 8 0 0 700
Alexandria Real Estate Equities Inc COM 015271109 26,744 184,406 SH   DFND 10 184,406 0 0
Alexandria Real Estate Equities Inc COM 015271109 809 5,579 SH   DFND 7 579 0 5,000
Algonquin Power & Utilities Corp COM 015857105 9 699 SH   DFND   699 0 0
Algonquin Power & Utilities Corp COM 015857105 3,733 277,989 SH   DFND 7 277,989 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 5,024 44,194 SH   DFND   21,983 0 22,211
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 20,572 180,962 SH   DFND 7 164,262 0 16,700
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 109,670 964,722 SH   DFND 8 964,722 0 0
Align Technology Inc COM 016255101 18 76 SH   DFND   76 0 0
Align Technology Inc COM 016255101 8,338 35,229 SH   DFND 7 35,229 0 0
Align Technology Inc COM 016255101 4,602 19,444 SH   DFND 8 19,444 0 0
Alkermes PLC SHS G01767105 9,620 322,938 SH   DFND 8 322,938 0 0
Allegion plc ORD SHS G0176J109 9 90 SH   DFND   90 0 0
Allegion plc ORD SHS G0176J109 1,459 14,900 SH   DFND 11 14,900 0 0
Allegion plc ORD SHS G0176J109 9 91 SH   DFND 7 91 0 0
Allegion plc ORD SHS G0176J109 24,335 248,575 SH   DFND 8 245,800 0 2,775
Allscripts Healthcare Solutions Inc COM 01988P108 292 19,700 SH   DFND 11 16,100 0 3,600
Allscripts Healthcare Solutions Inc COM 01988P108 2,629 177,250 SH   DFND 8 159,250 0 18,000
Allstate Corp/The COM 020002101 36 283 SH   DFND   283 0 0
Allstate Corp/The COM 020002101 268 2,115 SH   DFND 7 2,115 0 0
Ally Financial Inc COM 02005N100 11 339 SH   DFND   339 0 0
Ally Financial Inc COM 02005N100 151 4,492 SH   DFND 7 4,492 0 0
Ally Financial Inc COM 02005N100 11,618 346,700 SH   DFND 8 295,400 0 51,300
Alnylam Pharmaceuticals Inc COM 02043Q107 18 122 SH   DFND   122 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 158 1,080 SH   DFND 7 1,080 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 28,770 197,256 SH   DFND 8 197,256 0 0
Alphabet Inc CAP STK CL A 02079K305 684 306 SH   DFND   306 0 0
Alphabet Inc CAP STK CL A 02079K305 8,763 4,021 SH   DFND 11 4,021 0 0
Alphabet Inc CAP STK CL A 02079K305 102,103 46,852 SH   DFND 7 37,702 0 9,150
Alphabet Inc CAP STK CL A 02079K305 365,336 167,642 SH   DFND 8 159,992 0 7,650
Alphabet Inc CAP STK CL C 02079K107 649 289 SH   DFND   289 0 0
Alphabet Inc CAP STK CL C 02079K107 36,169 16,535 SH   DFND 7 6,520 0 10,015
Alphabet Inc CAP STK CL C 02079K107 443,901 202,931 SH   DFND 8 202,931 0 0
Alpha Metallurgical Resources Inc COM 020764106 1,743 13,500 SH   DFND 11 11,000 0 2,500
Alpha Metallurgical Resources Inc COM 020764106 1,304 10,100 SH   DFND 8 0 0 10,100
Altair Engineering Inc COM CL A 021369103 40,176 765,251 SH   DFND 8 758,066 0 7,185
Altice USA Inc CL A 02156K103 261 28,267 SH   DFND 7 17,823 0 10,444
Altra Industrial Motion Corp COM 02208R106 321 9,100 SH   DFND 11 7,500 0 1,600
Altra Industrial Motion Corp COM 02208R106 1,703 48,300 SH   DFND 8 39,800 0 8,500
Amazon.com Inc COM 023135106 3,554 33,460 SH   DFND   33,460 0 0
Amazon.com Inc COM 023135106 2,874 27,060 SH   DFND 11 27,060 0 0
Amazon.com Inc COM 023135106 99,827 939,903 SH   DFND 7 765,399 0 174,504
Amazon.com Inc COM 023135106 449,446 4,231,673 SH   DFND 8 4,201,273 0 30,400
Ambarella Inc SHS G037AX101 39,420 602,195 SH   DFND 8 602,195 0 0
Ambev SA SPONSORED ADR 02319V103 3,841 1,530,127 SH   DFND   1,530,127 0 0
Ambev SA SPONSORED ADR 02319V103 81 32,420 SH   DFND 7 0 0 32,420
Amdocs Ltd SHS G02602103 1,125 13,500 SH   DFND 11 10,700 0 2,800
Amdocs Ltd SHS G02602103 217 2,602 SH   DFND 7 2,602 0 0
Amdocs Ltd SHS G02602103 17,712 212,600 SH   DFND 8 212,600 0 0
Amedisys Inc COM 023436108 6,997 66,559 SH   DFND 8 66,559 0 0
AMERCO COM 023586100 5 10 SH   DFND   10 0 0
AMERCO COM 023586100 191 400 SH   DFND 11 300 0 100
AMERCO COM 023586100 191 400 SH   DFND 8 0 0 400
Ameresco Inc CL A 02361E108 76 1,662 SH   DFND   1,662 0 0
Ameresco Inc CL A 02361E108 7,295 160,110 SH   DFND 7 67,266 0 92,844
Ameresco Inc CL A 02361E108 24,112 529,239 SH   DFND 8 529,239 0 0
American Express Co COM 025816109 91 656 SH   DFND   656 0 0
American Express Co COM 025816109 2,065 14,900 SH   DFND 11 14,900 0 0
American Express Co COM 025816109 15,859 114,403 SH   DFND 7 59,596 0 54,807
American Express Co COM 025816109 131,501 948,645 SH   DFND 8 939,445 0 9,200
American Financial Group Inc/OH COM 025932104 10 73 SH   DFND   73 0 0
American Financial Group Inc/OH COM 025932104 458 3,300 SH   DFND 11 3,300 0 0
American Financial Group Inc/OH COM 025932104 10 73 SH   DFND 7 73 0 0
American Financial Group Inc/OH COM 025932104 2,984 21,500 SH   DFND 8 20,700 0 800
American Homes 4 Rent CL A 02665T306 39,161 1,105,006 SH   DFND 10 1,105,006 0 0
American International Group Inc COM NEW 026874784 42 829 SH   DFND   829 0 0
American International Group Inc COM NEW 026874784 849 16,600 SH   DFND 11 16,600 0 0
American International Group Inc COM NEW 026874784 282 5,508 SH   DFND 7 5,508 0 0
American International Group Inc COM NEW 026874784 5,433 106,249 SH   DFND 8 99,249 0 7,000
American Tower Corp COM 03027X100 3,420 13,379 SH   DFND   13,379 0 0
American Tower Corp COM 03027X100 281 1,100 SH   DFND 10 1,100 0 0
American Tower Corp COM 03027X100 2,351 9,200 SH   DFND 11 9,200 0 0
American Tower Corp COM 03027X100 4,273 16,720 SH   DFND 7 781 0 15,939
American Tower Corp COM 03027X100 106,396 416,275 SH   DFND 8 415,275 0 1,000
American Water Works Co Inc COM 030420103 28 185 SH   DFND   185 0 0
American Water Works Co Inc COM 030420103 2,529 17,000 SH   DFND 10 17,000 0 0
American Water Works Co Inc COM 030420103 1,503 10,100 SH   DFND 11 10,100 0 0
American Water Works Co Inc COM 030420103 27 183 SH   DFND 7 183 0 0
American Water Works Co Inc COM 030420103 21,512 144,600 SH   DFND 8 142,900 0 1,700
Americold Realty Trust Inc COM 03064D108 17,857 594,441 SH   DFND 10 594,441 0 0
Americold Realty Trust Inc COM 03064D108 81 2,700 SH   DFND 11 1,300 0 1,400
Americold Realty Trust Inc COM 03064D108 285 9,500 SH   DFND 8 2,800 0 6,700
Ameriprise Financial Inc COM 03076C106 27 113 SH   DFND   113 0 0
Ameriprise Financial Inc COM 03076C106 95 400 SH   DFND 11 400 0 0
Ameriprise Financial Inc COM 03076C106 44 184 SH   DFND 7 184 0 0
Ameriprise Financial Inc COM 03076C106 7,843 33,000 SH   DFND 8 31,000 0 2,000
AmerisourceBergen Corp COM 03073E105 23 160 SH   DFND   160 0 0
AmerisourceBergen Corp COM 03073E105 170 1,200 SH   DFND 11 1,200 0 0
AmerisourceBergen Corp COM 03073E105 22 158 SH   DFND 7 158 0 0
AmerisourceBergen Corp COM 03073E105 32,823 232,000 SH   DFND 8 231,400 0 600
AMETEK Inc COM 031100100 26 236 SH   DFND   236 0 0
AMETEK Inc COM 031100100 102 931 SH   DFND 7 931 0 0
AMETEK Inc COM 031100100 11,231 102,200 SH   DFND 8 102,200 0 0
Amgen Inc COM 031162100 138 567 SH   DFND   567 0 0
Amgen Inc COM 031162100 919 3,777 SH   DFND 11 3,777 0 0
Amgen Inc COM 031162100 22,442 92,238 SH   DFND 7 57,558 0 34,680
Amgen Inc COM 031162100 58,124 238,899 SH   DFND 8 233,294 0 5,605
Amkor Technology Inc COM 031652100 176 10,400 SH   DFND 11 7,800 0 2,600
Amkor Technology Inc COM 031652100 281 16,600 SH   DFND 8 3,000 0 13,600
AMN Healthcare Services Inc COM 001744101 516 4,700 SH   DFND 11 3,400 0 1,300
AMN Healthcare Services Inc COM 001744101 3,347 30,510 SH   DFND 8 21,910 0 8,600
Amphastar Pharmaceuticals Inc COM 03209R103 250 7,200 SH   DFND 11 5,700 0 1,500
Amphastar Pharmaceuticals Inc COM 03209R103 2,528 72,669 SH   DFND 8 66,769 0 5,900
Amphenol Corp CL A 032095101 39 609 SH   DFND   609 0 0
Amphenol Corp CL A 032095101 1,976 30,700 SH   DFND 11 30,700 0 0
Amphenol Corp CL A 032095101 130 2,026 SH   DFND 7 2,026 0 0
Amphenol Corp CL A 032095101 31,488 489,100 SH   DFND 8 483,900 0 5,200
Analog Devices Inc COM 032654105 78 532 SH   DFND   532 0 0
Analog Devices Inc COM 032654105 3,230 22,107 SH   DFND 7 542 0 21,565
Analog Devices Inc COM 032654105 3,652 25,000 SH   DFND 8 22,000 0 3,000
Annaly Capital Management Inc COM 035710409 204 34,558 SH   DFND 7 34,558 0 0
ANSYS Inc COM 03662Q105 21 89 SH   DFND   89 0 0
ANSYS Inc COM 03662Q105 163 681 SH   DFND 7 681 0 0
ANSYS Inc COM 03662Q105 50,360 210,455 SH   DFND 8 210,455 0 0
Antero Resources Corp COM 03674X106 438 14,300 SH   DFND 11 11,500 0 2,800
Antero Resources Corp COM 03674X106 4,543 148,225 SH   DFND 8 136,925 0 11,300
Aon PLC SHS CL A G0403H108 59 218 SH   DFND   218 0 0
Aon PLC SHS CL A G0403H108 2,508 9,300 SH   DFND 11 9,300 0 0
Aon PLC SHS CL A G0403H108 103 383 SH   DFND 7 383 0 0
Aon PLC SHS CL A G0403H108 17,421 64,600 SH   DFND 8 60,400 0 4,200
A O Smith Corp COM 831865209 7 134 SH   DFND   134 0 0
A O Smith Corp COM 831865209 7 134 SH   DFND 7 134 0 0
A O Smith Corp COM 831865209 7,644 139,800 SH   DFND 8 139,800 0 0
APA Corp COM 03743Q108 12 353 SH   DFND   353 0 0
APA Corp COM 03743Q108 442 12,662 SH   DFND 11 8,817 0 3,845
APA Corp COM 03743Q108 26,156 749,465 SH   DFND 8 745,951 0 3,514
Apartment Investment and Management Co CL A 03748R747 188 29,400 SH   DFND 11 24,100 0 5,300
Apartment Investment and Management Co CL A 03748R747 1,774 277,250 SH   DFND 8 249,750 0 27,500
Apellis Pharmaceuticals Inc COM 03753U106 3,541 78,305 SH   DFND 8 78,305 0 0
Apollo Medical Holdings Inc COM NEW 03763A207 185 4,800 SH   DFND 11 4,000 0 800
Apollo Medical Holdings Inc COM NEW 03763A207 862 22,350 SH   DFND 8 19,650 0 2,700
AppHarvest Inc COM 03783T103 791 226,757 SH   DFND 8 226,757 0 0
Apple Hospitality REIT Inc COM NEW 03784Y200 271 18,500 SH   DFND 11 13,600 0 4,900
Apple Hospitality REIT Inc COM NEW 03784Y200 1,529 104,250 SH   DFND 8 87,950 0 16,300
Apple Inc COM 037833100 2,269 16,598 SH   DFND   16,598 0 0
Apple Inc COM 037833100 17,897 130,904 SH   DFND 11 130,904 0 0
Apple Inc COM 037833100 135,733 992,779 SH   DFND 7 558,983 0 433,796
Apple Inc COM 037833100 1,009,281 7,382,105 SH   DFND 8 7,314,005 0 68,100
Applied Materials Inc COM 038222105 82 898 SH   DFND   898 0 0
Applied Materials Inc COM 038222105 977 10,742 SH   DFND 7 4,708 0 6,034
Applied Materials Inc COM 038222105 38,047 418,187 SH   DFND 8 394,086 0 24,101
AppLovin Corp COM CL A 03831W108 4 121 SH   DFND   121 0 0
AppLovin Corp COM CL A 03831W108 549 15,936 SH   DFND 8 15,936 0 0
Aptiv PLC SHS G6095L109 3,155 35,424 SH   DFND   35,424 0 0
Aptiv PLC SHS G6095L109 1,777 19,945 SH   DFND 7 19,945 0 0
Aptiv PLC SHS G6095L109 93,526 1,050,033 SH   DFND 8 1,045,109 0 4,924
Aramark COM 03852U106 7 235 SH   DFND   235 0 0
Aramark COM 03852U106 9 290 SH   DFND 7 290 0 0
Aramark COM 03852U106 227 7,400 SH   DFND 8 5,300 0 2,100
ArcBest Corp COM 03937C105 317 4,500 SH   DFND 11 3,400 0 1,100
ArcBest Corp COM 03937C105 2,991 42,500 SH   DFND 8 38,600 0 3,900
Arch Capital Group Ltd ORD G0450A105 18 386 SH   DFND   386 0 0
Arch Capital Group Ltd ORD G0450A105 1,378 30,300 SH   DFND 11 25,000 0 5,300
Arch Capital Group Ltd ORD G0450A105 72 1,578 SH   DFND 7 1,578 0 0
Arch Capital Group Ltd ORD G0450A105 1,219 26,800 SH   DFND 8 0 0 26,800
Archer-Daniels-Midland Co COM 039483102 44 572 SH   DFND   572 0 0
Archer-Daniels-Midland Co COM 039483102 3,484 44,900 SH   DFND 11 44,900 0 0
Archer-Daniels-Midland Co COM 039483102 44 565 SH   DFND 7 565 0 0
Archer-Daniels-Midland Co COM 039483102 65,556 844,800 SH   DFND 8 833,800 0 11,000
Arcus Biosciences Inc COM 03969F109 4,850 191,410 SH   DFND 8 191,410 0 0
Arcutis Biotherapeutics Inc COM 03969K108 4,766 223,632 SH   DFND 8 223,632 0 0
Argenx SE SPONSORED ADR 04016X101 31,249 82,477 SH   DFND 8 82,477 0 0
Arista Networks Inc COM 040413106 23 250 SH   DFND   250 0 0
Arista Networks Inc COM 040413106 241 2,569 SH   DFND 7 2,569 0 0
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 475 91,912 SH   DFND 7 0 0 91,912
ASGN Inc COM 00191U102 659 7,300 SH   DFND 11 5,600 0 1,700
ASGN Inc COM 00191U102 4,104 45,475 SH   DFND 8 38,475 0 7,000
Assured Guaranty Ltd COM G0585R106 218 3,900 SH   DFND 11 3,300 0 600
Assured Guaranty Ltd COM G0585R106 123 2,200 SH   DFND 8 0 0 2,200
Atkore Inc COM 047649108 531 6,400 SH   DFND 11 4,900 0 1,500
Atkore Inc COM 047649108 4,632 55,800 SH   DFND 8 42,300 0 13,500
Atmos Energy Corp COM 049560105 15 138 SH   DFND   138 0 0
Atmos Energy Corp COM 049560105 1,794 16,000 SH   DFND 11 16,000 0 0
Atmos Energy Corp COM 049560105 343 3,057 SH   DFND 7 3,057 0 0
Atmos Energy Corp COM 049560105 20,940 186,800 SH   DFND 8 184,500 0 2,300
AT&T Inc COM 00206R102 152 7,265 SH   DFND   7,265 0 0
AT&T Inc COM 00206R102 2,488 118,700 SH   DFND 11 118,700 0 0
AT&T Inc COM 00206R102 9,576 456,878 SH   DFND 7 226,555 0 230,323
AT&T Inc COM 00206R102 28,382 1,354,100 SH   DFND 8 1,168,200 0 185,900
Autodesk Inc COM 052769106 39 224 SH   DFND   224 0 0
Autodesk Inc COM 052769106 1,930 11,222 SH   DFND 7 9,613 0 1,609
Autodesk Inc COM 052769106 75,819 440,912 SH   DFND 8 438,091 0 2,821
Autohome Inc SP ADS RP CL A 05278C107 5,081 129,200 SH   DFND 8 129,200 0 0
Automatic Data Processing Inc COM 053015103 3,061 14,574 SH   DFND   14,574 0 0
Automatic Data Processing Inc COM 053015103 3,194 15,209 SH   DFND 11 15,209 0 0
Automatic Data Processing Inc COM 053015103 4,321 20,574 SH   DFND 7 985 0 19,589
Automatic Data Processing Inc COM 053015103 64,086 305,111 SH   DFND 8 286,468 0 18,643
AutoNation Inc COM 05329W102 715 6,400 SH   DFND 11 5,200 0 1,200
AutoNation Inc COM 05329W102 5,714 51,125 SH   DFND 8 42,225 0 8,900
AutoZone Inc COM 053332102 45 21 SH   DFND   21 0 0
AutoZone Inc COM 053332102 1,289 600 SH   DFND 11 600 0 0
AutoZone Inc COM 053332102 157 73 SH   DFND 7 73 0 0
AutoZone Inc COM 053332102 13,950 6,491 SH   DFND 8 6,399 0 92
AvalonBay Communities Inc COM 053484101 48,878 251,624 SH   DFND 10 251,624 0 0
AvalonBay Communities Inc COM 053484101 563 2,900 SH   DFND 11 2,900 0 0
AvalonBay Communities Inc COM 053484101 108 557 SH   DFND 7 557 0 0
AvalonBay Communities Inc COM 053484101 8,916 45,900 SH   DFND 8 45,900 0 0
Avanos Medical Inc COM 05350V106 252 9,200 SH   DFND 11 6,900 0 2,300
Avanos Medical Inc COM 05350V106 2,228 81,475 SH   DFND 8 74,175 0 7,300
Avantor Inc COM 05352A100 19 620 SH   DFND   620 0 0
Avantor Inc COM 05352A100 199 6,400 SH   DFND 11 2,100 0 4,300
Avery Dennison Corp COM 053611109 14 84 SH   DFND   84 0 0
Avery Dennison Corp COM 053611109 275 1,700 SH   DFND 11 1,700 0 0
Avery Dennison Corp COM 053611109 14 84 SH   DFND 7 84 0 0
Avery Dennison Corp COM 053611109 2,329 14,386 SH   DFND 8 13,886 0 500
Avis Budget Group Inc COM 053774105 206 1,400 SH   DFND 11 1,100 0 300
Avis Budget Group Inc COM 053774105 250 1,700 SH   DFND 8 0 0 1,700
Avista Corp COM 05379B107 209 4,800 SH   DFND 11 3,900 0 900
Avista Corp COM 05379B107 300 6,900 SH   DFND 8 0 0 6,900
Avnet Inc COM 053807103 622 14,500 SH   DFND 11 11,000 0 3,500
Avnet Inc COM 053807103 16,789 391,525 SH   DFND 8 362,725 0 28,800
Axis Capital Holdings Ltd SHS G0692U109 63 1,100 SH   DFND 11 1,100 0 0
Axis Capital Holdings Ltd SHS G0692U109 1,296 22,700 SH   DFND 8 2,700 0 20,000
Axon Enterprise Inc COM 05464C101 14,013 150,400 SH   DFND 7 150,400 0 0
Axonics Inc COM 05465P101 100,924 1,780,903 SH   DFND 8 1,771,395 0 9,508
Badger Meter Inc COM 056525108 8,071 99,776 SH   DFND 7 99,776 0 0
Baidu Inc SPON ADR REP A 056752108 5,705 38,361 SH   DFND   34,595 0 3,766
Baidu Inc SPON ADR REP A 056752108 1,184 7,961 SH   DFND 7 0 0 7,961
Baidu Inc SPON ADR REP A 056752108 20,137 135,393 SH   DFND 8 135,393 0 0
Baker Hughes Co CL A 05722G100 28 970 SH   DFND   970 0 0
Baker Hughes Co CL A 05722G100 1,432 49,594 SH   DFND 7 49,594 0 0
Ball Corp COM 058498106 91 1,318 SH   DFND   1,318 0 0
Ball Corp COM 058498106 138 2,000 SH   DFND 11 2,000 0 0
Ball Corp COM 058498106 780 11,340 SH   DFND 7 11,340 0 0
Ball Corp COM 058498106 30,045 436,896 SH   DFND 8 436,896 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 166 50,948 SH   DFND 7 0 0 50,948
Bancorp Inc/The COM 05969A105 90 4,600 SH   DFND 11 4,600 0 0
Bancorp Inc/The COM 05969A105 4,434 227,172 SH   DFND 7 227,172 0 0
Bank of America Corp COM 060505104 240 7,717 SH   DFND   7,717 0 0
Bank of America Corp COM 060505104 1,255 40,300 SH   DFND 11 40,300 0 0
Bank of America Corp COM 060505104 17,423 559,680 SH   DFND 7 210,593 0 349,087
Bank of America Corp COM 060505104 51,115 1,642,000 SH   DFND 8 1,619,000 0 23,000
Bank of Montreal COM 063671101 65 675 SH   DFND   675 0 0
Bank of Montreal COM 063671101 1,519 15,800 SH   DFND 11 15,800 0 0
Bank of Montreal COM 063671101 63 653 SH   DFND 7 653 0 0
Bank of Montreal COM 063671101 19,359 201,300 SH   DFND 8 190,700 0 10,600
Bank of New York Mellon Corp/The COM 064058100 32 777 SH   DFND   777 0 0
Bank of New York Mellon Corp/The COM 064058100 713 17,100 SH   DFND 11 17,100 0 0
Bank of New York Mellon Corp/The COM 064058100 89 2,130 SH   DFND 7 2,130 0 0
Bank of New York Mellon Corp/The COM 064058100 14,102 338,100 SH   DFND 8 329,200 0 8,900
Bank of Nova Scotia/The COM 064149107 75 1,265 SH   DFND   1,265 0 0
Bank of Nova Scotia/The COM 064149107 2,540 42,900 SH   DFND 11 42,900 0 0
Bank of Nova Scotia/The COM 064149107 115 1,938 SH   DFND 7 1,227 0 711
Bank of Nova Scotia/The COM 064149107 38,534 650,800 SH   DFND 8 640,900 0 9,900
Barrick Gold Corp COM 067901108 33 1,852 SH   DFND   1,852 0 0
Barrick Gold Corp COM 067901108 31,075 1,756,651 SH   DFND 7 1,756,651 0 0
Barrick Gold Corp COM 067901108 69 3,900 SH   DFND 8 0 0 3,900
Bausch Health Cos Inc COM 071734107 2 281 SH   DFND   281 0 0
Bausch Health Cos Inc COM 071734107 110 13,174 SH   DFND 7 0 0 13,174
Bausch Health Cos Inc COM 071734107 38 4,600 SH   DFND 8 4,600 0 0
Baxter International Inc COM 071813109 33 511 SH   DFND   511 0 0
Baxter International Inc COM 071813109 32 505 SH   DFND 7 505 0 0
Baxter International Inc COM 071813109 8,209 127,800 SH   DFND 8 127,800 0 0
BCE Inc COM NEW 05534B760 4 76 SH   DFND   76 0 0
BCE Inc COM NEW 05534B760 98 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 2,016 41,000 SH   DFND 8 39,300 0 1,700
Becton Dickinson and Co COM 075887109 71 290 SH   DFND   290 0 0
Becton Dickinson and Co COM 075887109 1,109 4,500 SH   DFND 11 4,500 0 0
Becton Dickinson and Co COM 075887109 33,045 134,041 SH   DFND 7 100,594 0 33,447
Becton Dickinson and Co COM 075887109 94,246 382,291 SH   DFND 8 378,991 0 3,300
BeiGene Ltd SPONSORED ADR 07725L102 71 437 SH   DFND 7 0 0 437
BeiGene Ltd SPONSORED ADR 07725L102 4,544 28,076 SH   DFND 8 28,076 0 0
Belden Inc COM 077454106 405 7,600 SH   DFND 11 5,800 0 1,800
Belden Inc COM 077454106 3,973 74,575 SH   DFND 8 68,075 0 6,500
Bentley Systems Inc COM CL B 08265T208 6 194 SH   DFND   194 0 0
Bentley Systems Inc COM CL B 08265T208 32,338 971,115 SH   DFND 8 971,115 0 0
Berkshire Hathaway Inc CL B NEW 084670702 358 1,313 SH   DFND   1,313 0 0
Berkshire Hathaway Inc CL B NEW 084670702 6,088 22,300 SH   DFND 11 22,300 0 0
Berkshire Hathaway Inc CL B NEW 084670702 4,798 17,575 SH   DFND 7 1,316 0 16,259
Berkshire Hathaway Inc CL B NEW 084670702 113,058 414,100 SH   DFND 8 407,200 0 6,900
Best Buy Co Inc COM 086516101 14 220 SH   DFND   220 0 0
Best Buy Co Inc COM 086516101 182 2,794 SH   DFND 7 2,794 0 0
Best Buy Co Inc COM 086516101 85 1,300 SH   DFND 8 0 0 1,300
BGC Partners Inc CL A 05541T101 16 4,700 SH   DFND 11 4,700 0 0
BGC Partners Inc CL A 05541T101 105 31,100 SH   DFND 8 0 0 31,100
Bicycle Therapeutics PLC SPONSORED ADS 088786108 7,770 463,027 SH   DFND 8 463,027 0 0
Bilibili Inc NOTE 1.375% 4/0 090040AB2 2,570 1,900,000 PRN   DFND 7 1,600,000 0 300,000
Bill.com Holdings Inc NOTE 12/0 090043AB6 3,403 3,300,000 PRN   DFND 7 2,750,000 0 550,000
Biogen Inc COM 09062X103 30 149 SH   DFND   149 0 0
Biogen Inc COM 09062X103 1,339 6,564 SH   DFND 7 1,923 0 4,641
Biogen Inc COM 09062X103 42,202 206,934 SH   DFND 8 206,360 0 574
BioMarin Pharmaceutical Inc COM 09061G101 15 187 SH   DFND   187 0 0
BioMarin Pharmaceutical Inc COM 09061G101 1,997 24,097 SH   DFND 7 24,097 0 0
BioMarin Pharmaceutical Inc COM 09061G101 49,200 593,703 SH   DFND 8 593,703 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 7,354 7,430,000 PRN   DFND 7 6,159,000 0 1,271,000
BJ's Wholesale Club Holdings Inc COM 05550J101 231 3,700 SH   DFND 11 3,300 0 400
BJ's Wholesale Club Holdings Inc COM 05550J101 3,491 56,025 SH   DFND 8 56,025 0 0
Blackbaud Inc COM 09227Q100 465 8,000 SH   DFND 11 6,100 0 1,900
Blackbaud Inc COM 09227Q100 3,924 67,575 SH   DFND 8 59,875 0 7,700
Blackline Inc COM 09239B109 2,914 43,757 SH   DFND 7 43,757 0 0
BlackRock Inc COM 09247X101 94 155 SH   DFND   155 0 0
BlackRock Inc COM 09247X101 1,644 2,700 SH   DFND 11 2,700 0 0
BlackRock Inc COM 09247X101 22,355 36,705 SH   DFND 7 24,334 0 12,371
BlackRock Inc COM 09247X101 26,980 44,300 SH   DFND 8 43,500 0 800
Blackstone Inc COM 09260D107 65 712 SH   DFND   712 0 0
Blackstone Inc COM 09260D107 2,882 31,589 SH   DFND 7 0 0 31,589
Block Inc CL A 852234103 32 527 SH   DFND   527 0 0
Block Inc CL A 852234103 2,693 43,810 SH   DFND 7 43,810 0 0
Block Inc CL A 852234103 3,640 59,225 SH   DFND 8 58,425 0 800
Block Inc NOTE 0.125% 3/0 852234AF0 5,486 5,850,000 PRN   DFND 7 4,900,000 0 950,000
Bloomin' Brands Inc COM 094235108 259 15,600 SH   DFND 11 12,900 0 2,700
Bloomin' Brands Inc COM 094235108 1,943 116,925 SH   DFND 8 103,825 0 13,100
BlueLinx Holdings Inc COM NEW 09624H208 120 1,800 SH   DFND 11 1,300 0 500
BlueLinx Holdings Inc COM NEW 09624H208 114 1,700 SH   DFND 8 0 0 1,700
Boise Cascade Co COM 09739D100 327 5,500 SH   DFND 11 4,400 0 1,100
Boise Cascade Co COM 09739D100 3,711 62,375 SH   DFND 8 49,575 0 12,800
Booking Holdings Inc COM 09857L108 2,944 1,683 SH   DFND   1,683 0 0
Booking Holdings Inc COM 09857L108 11,246 6,430 SH   DFND 7 4,636 0 1,794
Booking Holdings Inc COM 09857L108 83,343 47,652 SH   DFND 8 47,026 0 626
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8 1,035 870,000 PRN   DFND 7 0 0 870,000
Boot Barn Holdings Inc COM 099406100 41 600 SH   DFND 11 600 0 0
Boot Barn Holdings Inc COM 099406100 1,619 23,500 SH   DFND 8 23,500 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 12 136 SH   DFND   136 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 452 5,000 SH   DFND 11 5,000 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 5,139 56,872 SH   DFND 8 56,872 0 0
BorgWarner Inc COM 099724106 47 1,408 SH   DFND   1,408 0 0
BorgWarner Inc COM 099724106 3,354 100,498 SH   DFND 7 100,498 0 0
BorgWarner Inc COM 099724106 9,699 290,650 SH   DFND 8 290,650 0 0
Boston Properties Inc COM 101121101 19,958 224,303 SH   DFND 10 224,303 0 0
Boston Properties Inc COM 101121101 146 1,636 SH   DFND 7 1,636 0 0
Boston Scientific Corp COM 101137107 54 1,451 SH   DFND   1,451 0 0
Boston Scientific Corp COM 101137107 86 2,300 SH   DFND 11 2,300 0 0
Boston Scientific Corp COM 101137107 7,948 213,256 SH   DFND 7 63,044 0 150,212
Boston Scientific Corp COM 101137107 69,990 1,877,921 SH   DFND 8 1,866,121 0 11,800
Box Inc CL A 10316T104 548 21,800 SH   DFND 8 0 0 21,800
Brandywine Realty Trust SH BEN INT NEW 105368203 242 25,100 SH   DFND 11 19,900 0 5,200
Brandywine Realty Trust SH BEN INT NEW 105368203 139 14,400 SH   DFND 8 0 0 14,400
Bread Financial Holdings Inc COM 018581108 256 6,900 SH   DFND 8 0 0 6,900
Bright Horizons Family Solutions Inc COM 109194100 3,673 43,461 SH   DFND 7 43,461 0 0
Bright Horizons Family Solutions Inc COM 109194100 4,219 49,912 SH   DFND 8 49,912 0 0
BrightView Holdings Inc COM 10948C107 751 62,550 SH   DFND 8 62,550 0 0
Brinker International Inc COM 109641100 174 7,900 SH   DFND 11 5,900 0 2,000
Brinker International Inc COM 109641100 1,636 74,275 SH   DFND 8 67,275 0 7,000
Brink's Co/The COM 109696104 364 6,000 SH   DFND 11 4,400 0 1,600
Brink's Co/The COM 109696104 1,282 21,125 SH   DFND 8 14,325 0 6,800
Bristol-Myers Squibb Co COM 110122108 171 2,217 SH   DFND   2,217 0 0
Bristol-Myers Squibb Co COM 110122108 732 9,500 SH   DFND 11 9,500 0 0
Bristol-Myers Squibb Co COM 110122108 10,966 142,422 SH   DFND 7 132,196 0 10,226
Bristol-Myers Squibb Co COM 110122108 94,915 1,232,666 SH   DFND 8 1,160,666 0 72,000
Broadcom Inc COM 11135F101 203 417 SH   DFND   417 0 0
Broadcom Inc COM 11135F101 9,153 18,841 SH   DFND 7 10,613 0 8,228
Broadcom Inc COM 11135F101 44,752 92,118 SH   DFND 8 88,418 0 3,700
Broadridge Financial Solutions Inc COM 11133T103 17 119 SH   DFND   119 0 0
Broadridge Financial Solutions Inc COM 11133T103 599 4,200 SH   DFND 11 4,200 0 0
Broadridge Financial Solutions Inc COM 11133T103 17 120 SH   DFND 7 120 0 0
Broadridge Financial Solutions Inc COM 11133T103 11,062 77,600 SH   DFND 8 77,100 0 500
Brookfield Asset Management Inc CL A LTD VT SH 112585104 65 1,469 SH   DFND   1,469 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 7,329 164,814 SH   DFND 7 0 0 164,814
Brookfield Asset Management Inc CL A LTD VT SH 112585104 2,710 60,950 SH   DFND 8 57,000 0 3,950
Brookfield Renewable Corp CL A SUB VTG 11284V105 5 134 SH   DFND   134 0 0
Brookfield Renewable Corp CL A SUB VTG 11284V105 3,401 95,500 SH   DFND 8 95,500 0 0
Brown & Brown Inc COM 115236101 14 244 SH   DFND   244 0 0
Brown & Brown Inc COM 115236101 653 11,200 SH   DFND 11 11,200 0 0
Brown & Brown Inc COM 115236101 1,132 19,400 SH   DFND 8 17,700 0 1,700
Brown-Forman Corp CL B 115637209 22 315 SH   DFND   315 0 0
Brown-Forman Corp CL B 115637209 779 11,100 SH   DFND 11 11,100 0 0
Brown-Forman Corp CL B 115637209 28 404 SH   DFND 7 404 0 0
Brown-Forman Corp CL B 115637209 14,932 212,829 SH   DFND 8 210,429 0 2,400
BRP Inc COM SUN VTG 05577W200 2 40 SH   DFND   40 0 0
BRP Inc COM SUN VTG 05577W200 812 13,200 SH   DFND 8 13,200 0 0
Bruker Corp COM 116794108 31 500 SH   DFND 11 500 0 0
Bruker Corp COM 116794108 1,266 20,175 SH   DFND 8 20,175 0 0
Brunswick Corp/DE COM 117043109 8,638 132,119 SH   DFND 8 132,119 0 0
Buckle Inc/The COM 118440106 180 6,500 SH   DFND 11 5,100 0 1,400
Buckle Inc/The COM 118440106 744 26,875 SH   DFND 8 22,175 0 4,700
Builders FirstSource Inc COM 12008R107 924 17,200 SH   DFND 11 13,500 0 3,700
Builders FirstSource Inc COM 12008R107 3,827 71,266 SH   DFND 8 59,566 0 11,700
Bunge Ltd COM G16962105 13 144 SH   DFND   144 0 0
Bunge Ltd COM G16962105 1,070 11,800 SH   DFND 11 10,000 0 1,800
Bunge Ltd COM G16962105 13 142 SH   DFND 7 142 0 0
Bunge Ltd COM G16962105 24,086 265,583 SH   DFND 8 234,683 0 30,900
Burlington Stores Inc NOTE 2.250% 4/1 122017AB2 5,061 5,100,000 PRN   DFND 7 4,300,000 0 800,000
BWX Technologies Inc COM 05605H100 358 6,500 SH   DFND 11 5,200 0 1,300
BWX Technologies Inc COM 05605H100 44 800 SH   DFND 8 800 0 0
Cadence Bank COM 12740C103 40 1,700 SH   DFND 11 0 0 1,700
Cadence Bank COM 12740C103 845 36,000 SH   DFND 8 36,000 0 0
Cadence Design Systems Inc COM 127387108 42 282 SH   DFND   282 0 0
Cadence Design Systems Inc COM 127387108 1,095 7,300 SH   DFND 11 7,300 0 0
Cadence Design Systems Inc COM 127387108 757 5,047 SH   DFND 7 5,047 0 0
Cadence Design Systems Inc COM 127387108 201,512 1,343,147 SH   DFND 8 1,314,830 0 28,317
Caleres Inc COM 129500104 213 8,100 SH   DFND 11 6,100 0 2,000
Caleres Inc COM 129500104 2,315 88,225 SH   DFND 8 81,025 0 7,200
Camden Property Trust SH BEN INT 133131102 14 103 SH   DFND 7 103 0 0
Camden Property Trust SH BEN INT 133131102 2,622 19,500 SH   DFND 8 19,500 0 0
Cameco Corp COM 13321L108 9 414 SH   DFND   414 0 0
Cameco Corp COM 13321L108 572 27,200 SH   DFND 8 0 0 27,200
Campbell Soup Co COM 134429109 10 215 SH   DFND   215 0 0
Campbell Soup Co COM 134429109 215 4,467 SH   DFND 7 4,467 0 0
Canadian Imperial Bank of Commerce COM 136069101 46 939 SH   DFND   939 0 0
Canadian Imperial Bank of Commerce COM 136069101 1,417 29,200 SH   DFND 11 29,200 0 0
Canadian Imperial Bank of Commerce COM 136069101 44 908 SH   DFND 7 908 0 0
Canadian Imperial Bank of Commerce COM 136069101 20,377 419,800 SH   DFND 8 394,900 0 24,900
Canadian National Railway Co COM 136375102 70 619 SH   DFND   619 0 0
Canadian National Railway Co COM 136375102 2,216 19,700 SH   DFND 11 19,700 0 0
Canadian National Railway Co COM 136375102 7,267 64,609 SH   DFND 7 3,090 0 61,519
Canadian National Railway Co COM 136375102 17,197 152,900 SH   DFND 8 147,900 0 5,000
Canadian Natural Resources Ltd COM 136385101 66 1,225 SH   DFND   1,225 0 0
Canadian Natural Resources Ltd COM 136385101 2,047 38,138 SH   DFND 7 38,138 0 0
Canadian Pacific Railway Ltd COM 13645T100 68 968 SH   DFND   968 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,676 24,000 SH   DFND 10 24,000 0 0
Canadian Pacific Railway Ltd COM 13645T100 622 8,900 SH   DFND 11 8,900 0 0
Canadian Pacific Railway Ltd COM 13645T100 386 5,524 SH   DFND 7 915 0 4,609
Canadian Pacific Railway Ltd COM 13645T100 8,884 127,200 SH   DFND 8 123,600 0 3,600
Canopy Growth Corp COM 138035100 455 159,684 SH   DFND 7 156,630 0 3,054
Capital One Financial Corp COM 14040H105 44 421 SH   DFND   421 0 0
Capital One Financial Corp COM 14040H105 6,009 57,670 SH   DFND 7 49,575 0 8,095
Capital One Financial Corp COM 14040H105 22,891 219,700 SH   DFND 8 212,700 0 7,000
Cardinal Health Inc COM 14149Y108 15 282 SH   DFND   282 0 0
Cardinal Health Inc COM 14149Y108 15 284 SH   DFND 7 284 0 0
Cardinal Health Inc COM 14149Y108 26,611 509,100 SH   DFND 8 466,800 0 42,300
Carlyle Group Inc/The COM 14316J108 6 199 SH   DFND   199 0 0
Carlyle Group Inc/The COM 14316J108 313 9,900 SH   DFND 8 3,200 0 6,700
Carrier Global Corp COM 14448C104 31 870 SH   DFND   870 0 0
Carrier Global Corp COM 14448C104 16,872 473,126 SH   DFND 7 439,900 0 33,226
Carter's Inc COM 146229109 197 2,800 SH   DFND 11 2,800 0 0
Carter's Inc COM 146229109 592 8,400 SH   DFND 8 0 0 8,400
Catalent Inc COM 148806102 19 173 SH   DFND   173 0 0
Catalent Inc COM 148806102 19,327 180,137 SH   DFND 8 180,137 0 0
Caterpillar Inc COM 149123101 94 545 SH   DFND   545 0 0
Caterpillar Inc COM 149123101 1,156 6,700 SH   DFND 11 6,700 0 0
Caterpillar Inc COM 149123101 12,046 69,834 SH   DFND 7 7,730 0 62,104
Caterpillar Inc COM 149123101 20,217 117,200 SH   DFND 8 115,300 0 1,900
Cboe Global Markets Inc COM 12503M108 12 108 SH   DFND   108 0 0
Cboe Global Markets Inc COM 12503M108 12 108 SH   DFND 7 108 0 0
Cboe Global Markets Inc COM 12503M108 2,015 17,800 SH   DFND 8 16,900 0 900
CBRE Group Inc CL A 12504L109 25 340 SH   DFND   340 0 0
CBRE Group Inc CL A 12504L109 557 7,565 SH   DFND 7 2,214 0 5,351
CBRE Group Inc CL A 12504L109 1,413 19,200 SH   DFND 8 19,200 0 0
CDW Corp/DE COM 12514G108 22 137 SH   DFND   137 0 0
CDW Corp/DE COM 12514G108 2,206 14,000 SH   DFND 11 14,000 0 0
CDW Corp/DE COM 12514G108 82 522 SH   DFND 7 522 0 0
CDW Corp/DE COM 12514G108 29,637 188,100 SH   DFND 8 185,400 0 2,700
Celanese Corp COM 150870103 13 110 SH   DFND   110 0 0
Celanese Corp COM 150870103 13 110 SH   DFND 7 110 0 0
Celanese Corp COM 150870103 306 2,600 SH   DFND 8 1,900 0 700
Celestica Inc SUB VTG SHS 15101Q108 656 67,500 SH   DFND 8 67,500 0 0
Celldex Therapeutics Inc COM NEW 15117B202 3,446 127,816 SH   DFND 8 127,816 0 0
Cenovus Energy Inc COM 15135U109 28 1,458 SH   DFND   1,458 0 0
Cenovus Energy Inc COM 15135U109 773 40,679 SH   DFND 7 40,679 0 0
Centene Corp COM 15135B101 50 593 SH   DFND   593 0 0
Centene Corp COM 15135B101 3,641 43,028 SH   DFND 7 43,028 0 0
Centene Corp COM 15135B101 7,606 89,900 SH   DFND 8 88,600 0 1,300
Centennial Resource Development Inc/DE CL A 15136A102 225 37,600 SH   DFND 11 30,900 0 6,700
Centennial Resource Development Inc/DE CL A 15136A102 261 43,700 SH   DFND 8 0 0 43,700
Centerspace COM 15202L107 220 2,700 SH   DFND 11 2,100 0 600
Centerspace COM 15202L107 868 10,639 SH   DFND 8 8,139 0 2,500
Cerence Inc COM 156727109 126 5,000 SH   DFND 11 3,600 0 1,400
Cerence Inc COM 156727109 2,901 115,000 SH   DFND 7 115,000 0 0
Cerence Inc COM 156727109 1,877 74,400 SH   DFND 8 71,000 0 3,400
Cerevel Therapeutics Holdings Inc COM 15678U128 3,309 125,156 SH   DFND 8 125,156 0 0
Ceridian HCM Holding Inc COM 15677J108 7 139 SH   DFND   139 0 0
Ceridian HCM Holding Inc COM 15677J108 767 16,300 SH   DFND 11 13,000 0 3,300
Ceridian HCM Holding Inc COM 15677J108 1,017 21,600 SH   DFND 8 3,900 0 17,700
Certara Inc COM 15687V109 4,721 220,000 SH   DFND 7 220,000 0 0
CF Industries Holdings Inc COM 125269100 18 211 SH   DFND   211 0 0
CF Industries Holdings Inc COM 125269100 19 217 SH   DFND 7 217 0 0
CF Industries Holdings Inc COM 125269100 4,304 50,200 SH   DFND 8 46,800 0 3,400
CGI Inc CL A SUB VTG 12532H104 18 228 SH   DFND   228 0 0
CGI Inc CL A SUB VTG 12532H104 534 6,700 SH   DFND 11 6,700 0 0
CGI Inc CL A SUB VTG 12532H104 472 5,919 SH   DFND 7 221 0 5,698
CGI Inc CL A SUB VTG 12532H104 16,266 204,198 SH   DFND 8 197,398 0 6,800
ChampionX Corp COM 15872M104 583 29,369 SH   DFND 7 0 0 29,369
ChampionX Corp COM 15872M104 526 26,500 SH   DFND 8 0 0 26,500
Charles Schwab Corp/The COM 808513105 3,417 54,089 SH   DFND   54,089 0 0
Charles Schwab Corp/The COM 808513105 11,552 182,847 SH   DFND 7 43,686 0 139,161
Charles Schwab Corp/The COM 808513105 790 12,500 SH   DFND 8 2,000 0 10,500
Charter Communications Inc CL A 16119P108 58 123 SH   DFND   123 0 0
Charter Communications Inc CL A 16119P108 450 960 SH   DFND 11 960 0 0
Charter Communications Inc CL A 16119P108 1,146 2,447 SH   DFND 7 1,653 0 794
Charter Communications Inc CL A 16119P108 4,682 9,994 SH   DFND 8 8,579 0 1,415
Chart Industries Inc COM 16115Q308 28,334 169,280 SH   DFND 8 169,280 0 0
Check Point Software Technologies Ltd ORD M22465104 26,022 213,678 SH   DFND 7 195,025 0 18,653
Check Point Software Technologies Ltd ORD M22465104 1,547 12,703 SH   DFND 8 12,703 0 0
Chegg Inc COM 163092109 1,544 82,208 SH   DFND 7 82,208 0 0
Chegg Inc COM 163092109 4,219 224,635 SH   DFND 8 224,635 0 0
Chemours Co/The COM 163851108 544 17,000 SH   DFND 11 15,300 0 1,700
Chemours Co/The COM 163851108 134 4,177 SH   DFND 8 77 0 4,100
Cheniere Energy Inc COM NEW 16411R208 31 233 SH   DFND   233 0 0
Cheniere Energy Inc COM NEW 16411R208 1,131 8,505 SH   DFND 7 8,505 0 0
Chevron Corp COM 166764100 287 1,981 SH   DFND   1,981 0 0
Chevron Corp COM 166764100 49,373 341,018 SH   DFND 7 197,290 0 143,728
Chevron Corp COM 166764100 28,044 193,700 SH   DFND 8 188,800 0 4,900
Chico's FAS Inc COM 168615102 84 17,000 SH   DFND 8 0 0 17,000
Children's Place Inc/The COM 168905107 113 2,900 SH   DFND 11 2,200 0 700
Children's Place Inc/The COM 168905107 101 2,600 SH   DFND 8 0 0 2,600
Chipotle Mexican Grill Inc COM 169656105 38 29 SH   DFND   29 0 0
Chipotle Mexican Grill Inc COM 169656105 324 248 SH   DFND 7 248 0 0
Chipotle Mexican Grill Inc COM 169656105 34,135 26,112 SH   DFND 8 26,112 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 13 131 SH   DFND   131 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 223 2,200 SH   DFND 11 1,600 0 600
CH Robinson Worldwide Inc COM NEW 12541W209 259 2,554 SH   DFND 7 2,554 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 8,101 79,919 SH   DFND 8 78,800 0 1,119
Chubb Ltd COM H1467J104 85 434 SH   DFND   434 0 0
Chubb Ltd COM H1467J104 3,185 16,200 SH   DFND 11 16,200 0 0
Chubb Ltd COM H1467J104 2,662 13,541 SH   DFND 7 5,415 0 8,126
Chubb Ltd COM H1467J104 26,460 134,600 SH   DFND 8 128,000 0 6,600
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 338 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102 23 247 SH   DFND   247 0 0
Church & Dwight Co Inc COM 171340102 1,260 13,600 SH   DFND 11 13,600 0 0
Church & Dwight Co Inc COM 171340102 344 3,711 SH   DFND 7 3,711 0 0
Church & Dwight Co Inc COM 171340102 24,249 261,700 SH   DFND 8 259,600 0 2,100
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102 47 5,842 SH   DFND 7 0 0 5,842
Ciena Corp COM NEW 171779309 24,162 528,710 SH   DFND 8 528,710 0 0
Cigna Corp COM 125523100 86 326 SH   DFND   326 0 0
Cigna Corp COM 125523100 1,792 6,800 SH   DFND 11 6,800 0 0
Cigna Corp COM 125523100 4,817 18,281 SH   DFND 7 397 0 17,884
Cigna Corp COM 125523100 33,885 128,586 SH   DFND 8 124,100 0 4,486
Cimpress PLC SHS EURO G2143T103 1,347 34,622 SH   DFND 7 33,375 0 1,247
Cincinnati Financial Corp COM 172062101 18 155 SH   DFND   155 0 0
Cincinnati Financial Corp COM 172062101 95 800 SH   DFND 11 800 0 0
Cincinnati Financial Corp COM 172062101 222 1,867 SH   DFND 7 1,867 0 0
Cincinnati Financial Corp COM 172062101 9,792 82,300 SH   DFND 8 82,300 0 0
Cinemark Holdings Inc COM 17243V102 306 20,400 SH   DFND 11 15,500 0 4,900
Cinemark Holdings Inc COM 17243V102 745 49,625 SH   DFND 8 31,725 0 17,900
Cintas Corp COM 172908105 35 95 SH   DFND   95 0 0
Cintas Corp COM 172908105 822 2,200 SH   DFND 11 2,200 0 0
Cintas Corp COM 172908105 189 505 SH   DFND 7 505 0 0
Cintas Corp COM 172908105 12,171 32,583 SH   DFND 8 32,298 0 285
Cirrus Logic Inc COM 172755100 609 8,400 SH   DFND 11 6,600 0 1,800
Cirrus Logic Inc COM 172755100 18,714 257,975 SH   DFND 8 257,975 0 0
Cisco Systems Inc COM 17275R102 180 4,225 SH   DFND   4,225 0 0
Cisco Systems Inc COM 17275R102 2,407 56,438 SH   DFND 11 56,438 0 0
Cisco Systems Inc COM 17275R102 8,922 209,231 SH   DFND 7 78,704 0 130,527
Cisco Systems Inc COM 17275R102 92,498 2,169,273 SH   DFND 8 2,045,844 0 123,429
Citigroup Inc COM NEW 172967424 99 2,152 SH   DFND   2,152 0 0
Citigroup Inc COM NEW 172967424 26,756 581,784 SH   DFND 7 323,822 0 257,962
Citigroup Inc COM NEW 172967424 8,007 174,100 SH   DFND 8 157,700 0 16,400
Citizens Financial Group Inc COM 174610105 18 504 SH   DFND   504 0 0
Citizens Financial Group Inc COM 174610105 314 8,799 SH   DFND 7 8,799 0 0
Citizens Financial Group Inc COM 174610105 4,912 137,625 SH   DFND 8 137,625 0 0
Citrix Systems Inc COM 177376100 12 128 SH   DFND   128 0 0
Citrix Systems Inc COM 177376100 270 2,780 SH   DFND 7 2,780 0 0
Clorox Co/The COM 189054109 18 125 SH   DFND   125 0 0
Clorox Co/The COM 189054109 508 3,600 SH   DFND 11 3,600 0 0
Clorox Co/The COM 189054109 137 973 SH   DFND 7 973 0 0
Clorox Co/The COM 189054109 10,220 72,493 SH   DFND 8 71,793 0 700
CME Group Inc COM 12572Q105 2,536 12,389 SH   DFND   12,389 0 0
CME Group Inc COM 12572Q105 1,331 6,500 SH   DFND 11 6,500 0 0
CME Group Inc COM 12572Q105 36,056 176,142 SH   DFND 7 151,075 0 25,067
CME Group Inc COM 12572Q105 32,506 158,800 SH   DFND 8 154,200 0 4,600
CMS Energy Corp COM 125896100 20 295 SH   DFND   295 0 0
CMS Energy Corp COM 125896100 1,087 16,100 SH   DFND 11 16,100 0 0
CNH Industrial NV SHS N20944109 39,214 3,383,395 SH   DFND 7 3,383,395 0 0
CNH Industrial NV SHS N20944109 1,327 114,485 SH   DFND 8 114,485 0 0
Coca-Cola Consolidated Inc COM 191098102 451 800 SH   DFND 11 600 0 200
Coca-Cola Consolidated Inc COM 191098102 1,988 3,525 SH   DFND 8 2,725 0 800
Coca-Cola Co/The COM 191216100 264 4,189 SH   DFND   4,189 0 0
Coca-Cola Co/The COM 191216100 5,184 82,400 SH   DFND 11 82,400 0 0
Coca-Cola Co/The COM 191216100 31,521 501,049 SH   DFND 7 240,190 0 260,859
Coca-Cola Co/The COM 191216100 97,775 1,554,200 SH   DFND 8 1,503,800 0 50,400
Coca-Cola Europacific Partners PLC SHS G25839104 825 15,980 SH   DFND 7 15,980 0 0
Coca-Cola Europacific Partners PLC SHS G25839104 6,193 120,000 SH   DFND 8 120,000 0 0
Coeur Mining Inc COM NEW 192108504 122 40,000 SH   DFND 11 33,700 0 6,300
Coeur Mining Inc COM NEW 192108504 1,464 481,658 SH   DFND 7 481,658 0 0
Coeur Mining Inc COM NEW 192108504 122 40,000 SH   DFND 8 11,600 0 28,400
Cogent Biosciences Inc COM 19240Q201 5,277 584,994 SH   DFND 8 584,994 0 0
Cognex Corp COM 192422103 8 177 SH   DFND   177 0 0
Cognex Corp COM 192422103 8 178 SH   DFND 7 178 0 0
Cognex Corp COM 192422103 56,270 1,323,370 SH   DFND 8 1,316,173 0 7,197
Cognizant Technology Solutions Corp CL A 192446102 36 533 SH   DFND   533 0 0
Cognizant Technology Solutions Corp CL A 192446102 149 2,209 SH   DFND 11 2,209 0 0
Cognizant Technology Solutions Corp CL A 192446102 274 4,065 SH   DFND 7 4,065 0 0
Cognizant Technology Solutions Corp CL A 192446102 4,066 60,248 SH   DFND 8 59,048 0 1,200
Coinbase Global Inc COM CL A 19260Q107 6 122 SH   DFND   122 0 0
Coinbase Global Inc COM CL A 19260Q107 211 4,493 SH   DFND 8 4,493 0 0
Coinbase Global Inc NOTE 0.500% 6/0 19260QAB3 1,995 3,600,000 PRN   DFND 7 3,600,000 0 0
Colgate-Palmolive Co COM 194162103 65 812 SH   DFND   812 0 0
Colgate-Palmolive Co COM 194162103 3,061 38,200 SH   DFND 11 38,200 0 0
Colgate-Palmolive Co COM 194162103 5,744 71,673 SH   DFND 7 7,888 0 63,785
Colgate-Palmolive Co COM 194162103 58,660 731,968 SH   DFND 8 723,668 0 8,300
Columbia Financial Inc COM 197641103 41 1,900 SH   DFND 11 1,900 0 0
Columbia Financial Inc COM 197641103 788 36,153 SH   DFND 8 36,153 0 0
Columbia Sportswear Co COM 198516106 3,452 48,226 SH   DFND 8 48,226 0 0
Comcast Corp CL A 20030N101 181 4,601 SH   DFND   4,601 0 0
Comcast Corp CL A 20030N101 2,613 66,600 SH   DFND 11 66,600 0 0
Comcast Corp CL A 20030N101 11,144 283,995 SH   DFND 7 130,982 0 153,013
Comcast Corp CL A 20030N101 52,189 1,329,997 SH   DFND 8 1,259,605 0 70,392
Comerica Inc COM 200340107 367 5,000 SH   DFND 11 2,100 0 2,900
Comerica Inc COM 200340107 17,347 236,400 SH   DFND 8 203,200 0 33,200
Comfort Systems USA Inc COM 199908104 424 5,100 SH   DFND 11 4,100 0 1,000
Comfort Systems USA Inc COM 199908104 4,484 53,925 SH   DFND 8 48,625 0 5,300
Commerce Bancshares Inc/MO COM 200525103 26 400 SH   DFND 11 0 0 400
Commerce Bancshares Inc/MO COM 200525103 722 11,000 SH   DFND 8 9,600 0 1,400
Commercial Metals Co COM 201723103 579 17,500 SH   DFND 11 13,300 0 4,200
Commercial Metals Co COM 201723103 543 16,400 SH   DFND 8 6,100 0 10,300
CommVault Systems Inc COM 204166102 440 7,000 SH   DFND 11 5,300 0 1,700
CommVault Systems Inc COM 204166102 1,143 18,175 SH   DFND 8 16,075 0 2,100
Computer Programs and Systems Inc COM 205306103 131 4,100 SH   DFND 11 3,300 0 800
Computer Programs and Systems Inc COM 205306103 1,240 38,775 SH   DFND 8 38,775 0 0
CONMED Corp COM 207410101 58,308 608,899 SH   DFND 8 608,899 0 0
ConnectOne Bancorp Inc COM 20786W107 56 2,300 SH   DFND 11 1,000 0 1,300
ConnectOne Bancorp Inc COM 20786W107 1,920 78,525 SH   DFND 8 71,425 0 7,100
ConocoPhillips COM 20825C104 119 1,322 SH   DFND   1,322 0 0
ConocoPhillips COM 20825C104 3,877 43,169 SH   DFND 7 43,169 0 0
Consolidated Edison Inc COM 209115104 34 360 SH   DFND   360 0 0
Consolidated Edison Inc COM 209115104 2,130 22,400 SH   DFND 11 22,400 0 0
Consolidated Edison Inc COM 209115104 754 7,933 SH   DFND 7 7,933 0 0
Consolidated Edison Inc COM 209115104 46,856 492,700 SH   DFND 8 488,800 0 3,900
Constellation Brands Inc CL A 21036P108 3,737 16,033 SH   DFND   16,033 0 0
Constellation Brands Inc CL A 21036P108 51 218 SH   DFND 7 218 0 0
Constellation Energy Corp COM 21037T109 19 332 SH   DFND   332 0 0
Constellation Energy Corp COM 21037T109 1,432 25,000 SH   DFND 10 25,000 0 0
Constellation Energy Corp COM 21037T109 2,288 39,957 SH   DFND 7 285 0 39,672
Cooper Cos Inc/The COM NEW 216648402 16 50 SH   DFND   50 0 0
Cooper Cos Inc/The COM NEW 216648402 90 286 SH   DFND 7 286 0 0
Cooper Cos Inc/The COM NEW 216648402 16,563 52,898 SH   DFND 8 52,898 0 0
Copart Inc COM 217204106 24 217 SH   DFND   217 0 0
Copart Inc COM 217204106 718 6,607 SH   DFND 11 6,607 0 0
Copart Inc COM 217204106 59 541 SH   DFND 7 541 0 0
Copart Inc COM 217204106 20,651 190,047 SH   DFND 8 170,046 0 20,001
Corcept Therapeutics Inc COM 218352102 369 15,500 SH   DFND 11 11,500 0 4,000
Corcept Therapeutics Inc COM 218352102 1,167 49,075 SH   DFND 8 34,875 0 14,200
Corteva Inc COM 22052L104 40 739 SH   DFND   739 0 0
Corteva Inc COM 22052L104 1,830 33,800 SH   DFND 11 33,800 0 0
Corteva Inc COM 22052L104 2,799 51,696 SH   DFND 7 22,638 0 29,058
Corteva Inc COM 22052L104 31,791 587,200 SH   DFND 8 581,000 0 6,200
CorVel Corp COM 221006109 383 2,600 SH   DFND 11 2,000 0 600
CorVel Corp COM 221006109 2,481 16,850 SH   DFND 8 14,550 0 2,300
CoStar Group Inc COM 22160N109 24 402 SH   DFND   402 0 0
CoStar Group Inc COM 22160N109 244 4,046 SH   DFND 7 4,046 0 0
Costco Wholesale Corp COM 22160K105 216 451 SH   DFND   451 0 0
Costco Wholesale Corp COM 22160K105 3,429 7,155 SH   DFND 11 7,155 0 0
Costco Wholesale Corp COM 22160K105 64,090 133,721 SH   DFND 7 120,800 0 12,921
Costco Wholesale Corp COM 22160K105 169,138 352,900 SH   DFND 8 341,901 0 10,999
Coterra Energy Inc COM 127097103 21 827 SH   DFND   827 0 0
Coterra Energy Inc COM 127097103 668 25,912 SH   DFND 7 25,912 0 0
Coupa Software Inc NOTE 0.125% 6/1 22266LAC0 4,308 5,100,000 PRN   DFND 7 4,210,000 0 890,000
Cracker Barrel Old Country Store Inc COM 22410J106 234 2,800 SH   DFND 11 1,900 0 900
Cracker Barrel Old Country Store Inc COM 22410J106 209 2,500 SH   DFND 8 0 0 2,500
CRA International Inc COM 12618T105 54 600 SH   DFND 11 300 0 300
CRA International Inc COM 12618T105 509 5,700 SH   DFND 8 5,700 0 0
CRISPR Therapeutics AG NAMEN AKT H17182108 6,254 102,920 SH   DFND 8 102,920 0 0
Crocs Inc COM 227046109 482 9,900 SH   DFND 8 9,900 0 0
Cross Country Healthcare Inc COM 227483104 129 6,200 SH   DFND 11 4,700 0 1,500
Cross Country Healthcare Inc COM 227483104 979 47,000 SH   DFND 8 40,100 0 6,900
Crowdstrike Holdings Inc CL A 22788C105 34 201 SH   DFND   201 0 0
Crowdstrike Holdings Inc CL A 22788C105 3,032 17,989 SH   DFND 7 17,989 0 0
Crowdstrike Holdings Inc CL A 22788C105 601 3,563 SH   DFND 8 3,563 0 0
Crown Castle International Corp COM 22822V101 1,330 7,900 SH   DFND 11 7,900 0 0
Crown Castle International Corp COM 22822V101 10,544 62,622 SH   DFND 7 20,054 0 42,568
Crown Castle International Corp COM 22822V101 18,118 107,600 SH   DFND 8 106,700 0 900
CSG Systems International Inc COM 126349109 352 5,900 SH   DFND 11 4,900 0 1,000
CSG Systems International Inc COM 126349109 2,956 49,525 SH   DFND 8 43,925 0 5,600
CSX Corp COM 126408103 65 2,231 SH   DFND   2,231 0 0
CSX Corp COM 126408103 1,297 44,635 SH   DFND 11 44,635 0 0
CSX Corp COM 126408103 7,664 263,736 SH   DFND 7 203,693 0 60,043
CSX Corp COM 126408103 26,111 898,525 SH   DFND 8 869,309 0 29,216
CTI BioPharma Corp COM 12648L601 96 16,000 SH   DFND 8 0 0 16,000
Cullen/Frost Bankers Inc COM 229899109 140 1,200 SH   DFND 11 1,000 0 200
Cullen/Frost Bankers Inc COM 229899109 1,051 9,025 SH   DFND 8 7,825 0 1,200
Cummins Inc COM 231021106 28 145 SH   DFND   145 0 0
Cummins Inc COM 231021106 1,161 6,000 SH   DFND 11 6,000 0 0
Cummins Inc COM 231021106 323 1,668 SH   DFND 7 1,668 0 0
Cummins Inc COM 231021106 19,605 101,300 SH   DFND 8 100,400 0 900
Cushman & Wakefield PLC SHS G2717B108 469 30,800 SH   DFND 11 25,200 0 5,600
Cushman & Wakefield PLC SHS G2717B108 3,515 230,650 SH   DFND 8 207,250 0 23,400
CVS Health Corp COM 126650100 124 1,335 SH   DFND   1,335 0 0
CVS Health Corp COM 126650100 158 1,700 SH   DFND 11 1,700 0 0
CVS Health Corp COM 126650100 7,419 80,069 SH   DFND 7 43,817 0 36,252
CVS Health Corp COM 126650100 39,910 430,711 SH   DFND 8 380,811 0 49,900
CyberArk Software Ltd SHS M2682V108 7,913 61,843 SH   DFND 7 61,843 0 0
CyberArk Software Ltd SHS M2682V108 22,653 177,030 SH   DFND 8 177,030 0 0
Danaher Corp COM 235851102 229 902 SH   DFND   902 0 0
Danaher Corp COM 235851102 2,738 10,800 SH   DFND 11 10,800 0 0
Danaher Corp COM 235851102 11,414 45,024 SH   DFND 7 44,684 0 340
Danaher Corp COM 235851102 113,394 447,278 SH   DFND 8 429,778 0 17,500
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 261 3,650 SH   DFND   300 0 3,350
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 1,143 16,010 SH   DFND 8 16,010 0 0
Darling Ingredients Inc COM 237266101 90 1,508 SH   DFND   1,508 0 0
Darling Ingredients Inc COM 237266101 706 11,800 SH   DFND 11 9,600 0 2,200
Darling Ingredients Inc COM 237266101 9,676 161,813 SH   DFND 7 104,671 0 57,142
Darling Ingredients Inc COM 237266101 47,715 797,914 SH   DFND 8 788,614 0 9,300
Dave & Buster's Entertainment Inc COM 238337109 239 7,300 SH   DFND 11 5,800 0 1,500
Dave & Buster's Entertainment Inc COM 238337109 2,547 77,700 SH   DFND 8 69,800 0 7,900
Deckers Outdoor Corp COM 243537107 485 1,900 SH   DFND 11 1,400 0 500
Deckers Outdoor Corp COM 243537107 16,211 63,486 SH   DFND 8 63,486 0 0
Deere & Co COM 244199105 158 529 SH   DFND   529 0 0
Deere & Co COM 244199105 1,587 5,300 SH   DFND 11 5,300 0 0
Deere & Co COM 244199105 9,634 32,170 SH   DFND 7 18,761 0 13,409
Deere & Co COM 244199105 64,049 213,874 SH   DFND 8 204,574 0 9,300
Deluxe Corp COM 248019101 91 4,200 SH   DFND 11 4,200 0 0
Deluxe Corp COM 248019101 150 6,900 SH   DFND 8 0 0 6,900
Denali Therapeutics Inc COM 24823R105 7,290 247,691 SH   DFND 8 247,691 0 0
DENTSPLY SIRONA Inc COM 24906P109 8 222 SH   DFND   222 0 0
DENTSPLY SIRONA Inc COM 24906P109 625 17,500 SH   DFND 11 13,800 0 3,700
DENTSPLY SIRONA Inc COM 24906P109 161 4,499 SH   DFND 7 4,499 0 0
DENTSPLY SIRONA Inc COM 24906P109 715 20,000 SH   DFND 8 0 0 20,000
Descartes Systems Group Inc/The COM 249906108 633 10,200 SH   DFND 8 10,200 0 0
Designer Brands Inc CL A 250565108 18 1,400 SH   DFND 11 1,400 0 0
Designer Brands Inc CL A 250565108 118 9,000 SH   DFND 8 0 0 9,000
Deutsche Bank AG NAMEN AKT D18190898 11 1,232 SH   DFND   1,232 0 0
Deutsche Bank AG NAMEN AKT D18190898 3,651 417,789 SH   DFND 7 120,601 0 297,188
Deutsche Bank AG NAMEN AKT D18190898 3,785 433,069 SH   DFND 8 433,069 0 0
Devon Energy Corp COM 25179M103 35 642 SH   DFND   642 0 0
Devon Energy Corp COM 25179M103 1,847 33,517 SH   DFND 7 21,932 0 11,585
Devon Energy Corp COM 25179M103 369 6,700 SH   DFND 8 5,300 0 1,400
Dexcom Inc COM 252131107 30 396 SH   DFND   396 0 0
Dexcom Inc COM 252131107 4,469 59,963 SH   DFND 7 50,558 0 9,405
Dexcom Inc COM 252131107 150,968 2,025,596 SH   DFND 8 2,018,721 0 6,875
Dexcom Inc NOTE 0.250%11/1 252131AK3 18,139 19,660,000 PRN   DFND 7 15,970,000 0 3,690,000
Diamondback Energy Inc COM 25278X109 21 172 SH   DFND   172 0 0
Diamondback Energy Inc COM 25278X109 1,894 15,632 SH   DFND 7 5,774 0 9,858
Diamondback Energy Inc COM 25278X109 20,680 170,700 SH   DFND 8 167,100 0 3,600
Diamond Hill Investment Group Inc COM NEW 25264R207 501 2,885 SH   DFND 8 2,885 0 0
Dick's Sporting Goods Inc COM 253393102 332 4,400 SH   DFND 11 3,800 0 600
Dick's Sporting Goods Inc COM 253393102 2,165 28,725 SH   DFND 8 21,225 0 7,500
Dick's Sporting Goods Inc NOTE 3.250% 4/1 253393AD4 789 330,000 PRN   DFND 7 0 0 330,000
Digital Realty Trust Inc COM 253868103 37 287 SH   DFND 7 287 0 0
Digital Realty Trust Inc COM 253868103 2,882 22,200 SH   DFND 8 22,200 0 0
Dine Brands Global Inc COM 254423106 208 3,200 SH   DFND 11 2,400 0 800
Dine Brands Global Inc COM 254423106 228 3,500 SH   DFND 8 800 0 2,700
Discover Financial Services COM 254709108 27 290 SH   DFND   290 0 0
Discover Financial Services COM 254709108 260 2,751 SH   DFND 7 2,751 0 0
Discover Financial Services COM 254709108 24,534 259,400 SH   DFND 8 235,700 0 23,700
DocuSign Inc NOTE 1/1 256163AD8 8,233 8,900,000 PRN   DFND 7 7,900,000 0 1,000,000
Dollar General Corp COM 256677105 58 236 SH   DFND   236 0 0
Dollar General Corp COM 256677105 1,424 5,800 SH   DFND 11 5,800 0 0
Dollar General Corp COM 256677105 436 1,777 SH   DFND 7 1,007 0 770
Dollar General Corp COM 256677105 33,871 138,000 SH   DFND 8 134,400 0 3,600
Dollar Tree Inc COM 256746108 36 229 SH   DFND   229 0 0
Dollar Tree Inc COM 256746108 443 2,843 SH   DFND 7 2,843 0 0
Dominion Energy Inc COM 25746U109 66 824 SH   DFND   824 0 0
Dominion Energy Inc COM 25746U109 3,671 46,000 SH   DFND 10 46,000 0 0
Dominion Energy Inc COM 25746U109 12,213 153,025 SH   DFND 7 49,814 0 103,211
Dominion Energy Inc COM 25746U109 3,823 47,900 SH   DFND 8 46,100 0 1,800
Domino's Pizza Inc COM 25754A201 14 37 SH   DFND   37 0 0
Domino's Pizza Inc COM 25754A201 192 492 SH   DFND 7 492 0 0
Domino's Pizza Inc COM 25754A201 4,209 10,800 SH   DFND 8 10,800 0 0
Donnelley Financial Solutions Inc COM 25787G100 199 6,800 SH   DFND 11 5,400 0 1,400
Donnelley Financial Solutions Inc COM 25787G100 1,130 38,575 SH   DFND 8 32,275 0 6,300
Douglas Emmett Inc COM 25960P109 11,471 512,557 SH   DFND 10 512,557 0 0
Dover Corp COM 260003108 18 147 SH   DFND   147 0 0
Dover Corp COM 260003108 1,225 10,100 SH   DFND 11 10,100 0 0
Dover Corp COM 260003108 234 1,925 SH   DFND 7 1,925 0 0
Dover Corp COM 260003108 13,309 109,700 SH   DFND 8 108,100 0 1,600
Dow Inc COM 260557103 39 748 SH   DFND   748 0 0
Dow Inc COM 260557103 13,199 255,741 SH   DFND 7 134,259 0 121,482
Dow Inc COM 260557103 15,963 309,291 SH   DFND 8 300,047 0 9,244
Doximity Inc CL A 26622P107 2,437 70,000 SH   DFND 7 70,000 0 0
DR Horton Inc COM 23331A109 23 342 SH   DFND   342 0 0
DR Horton Inc COM 23331A109 102 1,543 SH   DFND 7 1,543 0 0
DR Horton Inc COM 23331A109 20,724 313,100 SH   DFND 8 298,200 0 14,900
Dropbox Inc CL A 26210C104 6 293 SH   DFND   293 0 0
Dropbox Inc CL A 26210C104 856 40,800 SH   DFND 11 32,500 0 8,300
Dropbox Inc CL A 26210C104 5,995 285,600 SH   DFND 8 207,400 0 78,200
Dr Reddy's Laboratories Ltd ADR 256135203 623 11,255 SH   DFND 7 0 0 11,255
Duke Realty Corp COM NEW 264411505 31,553 574,222 SH   DFND 10 574,222 0 0
Duke Realty Corp COM NEW 264411505 130 2,364 SH   DFND 7 2,364 0 0
Duke Realty Corp COM NEW 264411505 19,996 363,902 SH   DFND 8 363,902 0 0
DuPont de Nemours Inc COM 26614N102 29 522 SH   DFND   522 0 0
DuPont de Nemours Inc COM 26614N102 2,820 50,736 SH   DFND 7 16,222 0 34,514
DXC Technology Co COM 23355L106 3,243 107,000 SH   DFND 8 107,000 0 0
Dynatrace Inc COM NEW 268150109 8 203 SH   DFND   203 0 0
Dynatrace Inc COM NEW 268150109 241 6,100 SH   DFND 11 4,800 0 1,300
Dynatrace Inc COM NEW 268150109 2,110 53,500 SH   DFND 8 32,000 0 21,500
Dynavax Technologies Corp COM NEW 268158201 195 15,500 SH   DFND 11 12,700 0 2,800
Dynavax Technologies Corp COM NEW 268158201 157 12,500 SH   DFND 8 0 0 12,500
Eagle Pharmaceuticals Inc/DE COM 269796108 40 900 SH   DFND 11 400 0 500
Eagle Pharmaceuticals Inc/DE COM 269796108 1,082 24,350 SH   DFND 8 21,750 0 2,600
Easterly Government Properties Inc COM 27616P103 5,595 293,838 SH   DFND 10 293,838 0 0
East West Bancorp Inc COM 27579R104 603 9,300 SH   DFND 11 8,700 0 600
East West Bancorp Inc COM 27579R104 5,210 80,400 SH   DFND 8 71,200 0 9,200
Eaton Corp PLC SHS G29183103 2,642 20,966 SH   DFND   20,966 0 0
Eaton Corp PLC SHS G29183103 2,369 18,800 SH   DFND 11 18,800 0 0
Eaton Corp PLC SHS G29183103 1,700 13,494 SH   DFND 7 13,494 0 0
Eaton Corp PLC SHS G29183103 23,585 187,200 SH   DFND 8 183,100 0 4,100
eBay Inc COM 278642103 25 598 SH   DFND   598 0 0
eBay Inc COM 278642103 255 6,118 SH   DFND 7 6,118 0 0
eBay Inc COM 278642103 63 1,500 SH   DFND 8 0 0 1,500
Ecolab Inc COM 278865100 85 553 SH   DFND   553 0 0
Ecolab Inc COM 278865100 215 1,400 SH   DFND 11 1,400 0 0
Ecolab Inc COM 278865100 16,851 109,590 SH   DFND 7 68,702 0 40,888
Ecolab Inc COM 278865100 51,244 333,271 SH   DFND 8 332,671 0 600
Ecovyst Inc COM 27923Q109 224 22,700 SH   DFND 11 16,900 0 5,800
Ecovyst Inc COM 27923Q109 344 34,900 SH   DFND 8 13,700 0 21,200
Edison International COM 281020107 24 387 SH   DFND   387 0 0
Edison International COM 281020107 277 4,386 SH   DFND 7 4,386 0 0
Edison International COM 281020107 6,699 105,928 SH   DFND 8 98,528 0 7,400
Edwards Lifesciences Corp COM 28176E108 60 634 SH   DFND   634 0 0
Edwards Lifesciences Corp COM 28176E108 1,426 15,000 SH   DFND 11 15,000 0 0
Edwards Lifesciences Corp COM 28176E108 3,450 36,279 SH   DFND 7 20,454 0 15,825
Edwards Lifesciences Corp COM 28176E108 111,315 1,170,633 SH   DFND 8 1,162,667 0 7,966
Eldorado Gold Corp COM 284902509 1,210 189,300 SH   DFND 8 189,300 0 0
Electronic Arts Inc COM 285512109 35 286 SH   DFND   286 0 0
Electronic Arts Inc COM 285512109 4,480 36,829 SH   DFND 7 24,507 0 12,322
Electronic Arts Inc COM 285512109 5,150 42,335 SH   DFND 8 41,735 0 600
Elevance Health Inc COM 036752103 118 245 SH   DFND   245 0 0
Elevance Health Inc COM 036752103 1,448 3,000 SH   DFND 11 3,000 0 0
Elevance Health Inc COM 036752103 8,039 16,659 SH   DFND 7 4,969 0 11,690
Elevance Health Inc COM 036752103 101,043 209,380 SH   DFND 8 201,280 0 8,100
Eli Lilly & Co COM 532457108 267 823 SH   DFND   823 0 0
Eli Lilly & Co COM 532457108 2,529 7,800 SH   DFND 11 7,800 0 0
Eli Lilly & Co COM 532457108 14,753 45,502 SH   DFND 7 29,885 0 15,617
Eli Lilly & Co COM 532457108 131,566 405,780 SH   DFND 8 397,380 0 8,400
Embecta Corp COMMON STOCK 29082K105 138 5,438 SH   DFND 7 1,899 0 3,539
Embecta Corp COMMON STOCK 29082K105 636 25,132 SH   DFND 8 25,132 0 0
EMCOR Group Inc COM 29084Q100 51 500 SH   DFND 11 500 0 0
EMCOR Group Inc COM 29084Q100 2,201 21,375 SH   DFND 8 20,375 0 1,000
Emerson Electric Co COM 291011104 48 604 SH   DFND   604 0 0
Emerson Electric Co COM 291011104 2,625 33,000 SH   DFND 11 33,000 0 0
Emerson Electric Co COM 291011104 2,493 31,344 SH   DFND 7 24,746 0 6,598
Emerson Electric Co COM 291011104 41,657 523,723 SH   DFND 8 512,523 0 11,200
Enbridge Inc COM 29250N105 89 2,109 SH   DFND   2,109 0 0
Enbridge Inc COM 29250N105 2,037 48,200 SH   DFND 11 48,200 0 0
Enbridge Inc COM 29250N105 2,855 67,569 SH   DFND 7 67,569 0 0
Encore Wire Corp COM 292562105 260 2,500 SH   DFND 11 2,000 0 500
Encore Wire Corp COM 292562105 197 1,900 SH   DFND 8 0 0 1,900
Endava PLC ADS 29260V105 35,020 396,733 SH   DFND 8 393,342 0 3,391
EnerSys COM 29275Y102 342 5,800 SH   DFND 11 4,600 0 1,200
EnerSys COM 29275Y102 312 5,300 SH   DFND 8 0 0 5,300
Enovis Corp COM 194014502 369 6,700 SH   DFND 11 5,300 0 1,400
Enovis Corp COM 194014502 3,527 64,133 SH   DFND 8 59,400 0 4,733
Enphase Energy Inc COM 29355A107 27 136 SH   DFND   136 0 0
Enphase Energy Inc COM 29355A107 156 800 SH   DFND 11 600 0 200
Enphase Energy Inc COM 29355A107 4,139 21,200 SH   DFND 8 20,100 0 1,100
Enphase Energy Inc NOTE 3/0 29355AAH0 13,954 13,900,000 PRN   DFND 7 11,826,000 0 2,074,000
Ensign Group Inc/The COM 29358P101 29 400 SH   DFND 11 400 0 0
Ensign Group Inc/The COM 29358P101 1,896 25,800 SH   DFND 8 24,600 0 1,200
Entegris Inc COM 29362U104 13 138 SH   DFND   138 0 0
Entegris Inc COM 29362U104 157 1,700 SH   DFND 11 1,000 0 700
Entegris Inc COM 29362U104 2,570 27,900 SH   DFND 8 24,800 0 3,100
Entergy Corp COM 29364G103 23 206 SH   DFND   206 0 0
Entergy Corp COM 29364G103 22 191 SH   DFND 7 191 0 0
Entergy Corp COM 29364G103 3,604 32,000 SH   DFND 8 31,500 0 500
Envestnet Inc COM 29404K106 5,341 101,219 SH   DFND 8 101,219 0 0
Envista Holdings Corp COM 29415F104 135 3,500 SH   DFND 11 3,500 0 0
Envista Holdings Corp COM 29415F104 3,469 90,000 SH   DFND 7 90,000 0 0
Envista Holdings Corp COM 29415F104 624 16,200 SH   DFND 8 0 0 16,200
EOG Resources Inc COM 26875P101 66 595 SH   DFND   595 0 0
EOG Resources Inc COM 26875P101 9,027 81,733 SH   DFND 7 49,158 0 32,575
EOG Resources Inc COM 26875P101 30,128 272,800 SH   DFND 8 266,400 0 6,400
ePlus Inc COM 294268107 42 800 SH   DFND 11 800 0 0
ePlus Inc COM 294268107 1,320 24,850 SH   DFND 8 20,250 0 4,600
EPR Properties COM SH BEN INT 26884U109 291 6,200 SH   DFND 11 4,800 0 1,400
EPR Properties COM SH BEN INT 26884U109 2,691 57,350 SH   DFND 8 51,050 0 6,300
Equinix Inc COM 29444U700 48,882 74,400 SH   DFND 10 74,400 0 0
Equinix Inc COM 29444U700 7,226 10,998 SH   DFND 7 8,398 0 2,600
Equinix Inc COM 29444U700 62,333 94,872 SH   DFND 8 94,672 0 200
Equity Commonwealth COM SH BEN INT 294628102 350 12,700 SH   DFND 11 10,300 0 2,400
Equity Commonwealth COM SH BEN INT 294628102 2,494 90,575 SH   DFND 8 82,575 0 8,000
Equity LifeStyle Properties Inc COM 29472R108 66 942 SH   DFND 7 942 0 0
Equity LifeStyle Properties Inc COM 29472R108 3,376 47,900 SH   DFND 8 47,900 0 0
Equity Residential SH BEN INT 29476L107 917 12,700 SH   DFND 11 12,700 0 0
Equity Residential SH BEN INT 29476L107 145 2,004 SH   DFND 7 2,004 0 0
Equity Residential SH BEN INT 29476L107 8,970 124,200 SH   DFND 8 124,200 0 0
Essential Utilities Inc COM 29670G102 11 244 SH   DFND   244 0 0
Essential Utilities Inc COM 29670G102 7,139 155,700 SH   DFND 8 153,900 0 1,800
Essex Property Trust Inc COM 297178105 549 2,100 SH   DFND 11 2,100 0 0
Essex Property Trust Inc COM 297178105 175 671 SH   DFND 7 671 0 0
Essex Property Trust Inc COM 297178105 4,446 17,000 SH   DFND 8 17,000 0 0
Estee Lauder Cos Inc/The CL A 518439104 60 236 SH   DFND   236 0 0
Estee Lauder Cos Inc/The CL A 518439104 1,146 4,500 SH   DFND 11 4,500 0 0
Estee Lauder Cos Inc/The CL A 518439104 5,447 21,387 SH   DFND 7 20,444 0 943
Estee Lauder Cos Inc/The CL A 518439104 53,425 209,782 SH   DFND 8 207,025 0 2,757
Ethan Allen Interiors Inc COM 297602104 107 5,300 SH   DFND 11 4,000 0 1,300
Ethan Allen Interiors Inc COM 297602104 1,126 55,725 SH   DFND 8 55,725 0 0
Etsy Inc COM 29786A106 9 129 SH   DFND   129 0 0
Etsy Inc COM 29786A106 6,523 89,095 SH   DFND 7 89,095 0 0
Etsy Inc COM 29786A106 5,817 79,457 SH   DFND 8 79,457 0 0
Everbridge Inc COM 29978A104 1,199 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104 2,895 103,796 SH   DFND 8 103,796 0 0
Evercore Inc CLASS A 29977A105 28 300 SH   DFND 11 300 0 0
Evercore Inc CLASS A 29977A105 1,077 11,500 SH   DFND 8 4,300 0 7,200
Everest Re Group Ltd COM G3223R108 11 40 SH   DFND   40 0 0
Everest Re Group Ltd COM G3223R108 119 424 SH   DFND 7 424 0 0
Everest Re Group Ltd COM G3223R108 11,211 40,000 SH   DFND 8 34,400 0 5,600
Eversource Energy COM 30040W108 30 350 SH   DFND   350 0 0
Eversource Energy COM 30040W108 3,683 43,600 SH   DFND 10 43,600 0 0
Eversource Energy COM 30040W108 2,129 25,200 SH   DFND 11 25,200 0 0
Eversource Energy COM 30040W108 224 2,650 SH   DFND 7 2,650 0 0
Eversource Energy COM 30040W108 24,319 287,900 SH   DFND 8 283,500 0 4,400
Evo Payments Inc CL A COM 26927E104 195 8,300 SH   DFND 11 6,600 0 1,700
Evo Payments Inc CL A COM 26927E104 209 8,900 SH   DFND 8 0 0 8,900
Evoqua Water Technologies Corp COM 30057T105 81 2,500 SH   DFND   2,500 0 0
Evoqua Water Technologies Corp COM 30057T105 690 21,229 SH   DFND 7 21,229 0 0
Evoqua Water Technologies Corp COM 30057T105 24,794 762,660 SH   DFND 8 762,660 0 0
Exact Sciences Corp COM 30063P105 7 177 SH   DFND   177 0 0
Exact Sciences Corp COM 30063P105 1,355 34,397 SH   DFND 7 15,379 0 19,018
Exact Sciences Corp COM 30063P105 18,829 478,005 SH   DFND 8 478,005 0 0
Exact Sciences Corp NOTE 0.375% 3/1 30063PAB1 6,558 8,715,000 PRN   DFND 7 7,265,000 0 1,450,000
Exelixis Inc COM 30161Q104 5,018 241,010 SH   DFND 8 241,010 0 0
Exelon Corp COM 30161N101 3,739 82,500 SH   DFND 10 82,500 0 0
Exelon Corp COM 30161N101 8,649 190,833 SH   DFND 7 53,145 0 137,688
Exelon Corp COM 30161N101 1,147 25,300 SH   DFND 8 23,200 0 2,100
ExlService Holdings Inc COM 302081104 619 4,200 SH   DFND 11 3,300 0 900
ExlService Holdings Inc COM 302081104 4,490 30,475 SH   DFND 8 20,475 0 10,000
Expedia Group Inc NOTE 2/1 30212PBE4 314 350,000 PRN   DFND 7 0 0 350,000
Expeditors International of Washington Inc COM 302130109 17 172 SH   DFND   172 0 0
Expeditors International of Washington Inc COM 302130109 1,618 16,600 SH   DFND 11 16,600 0 0
Expeditors International of Washington Inc COM 302130109 320 3,280 SH   DFND 7 3,280 0 0
Expeditors International of Washington Inc COM 302130109 53,905 553,100 SH   DFND 8 529,200 0 23,900
Exponent Inc COM 30214U102 4,574 50,000 SH   DFND 7 50,000 0 0
Extra Space Storage Inc COM 30225T102 28,062 164,954 SH   DFND 10 164,954 0 0
Extra Space Storage Inc COM 30225T102 360 2,118 SH   DFND 7 2,118 0 0
Extra Space Storage Inc COM 30225T102 1,939 11,400 SH   DFND 8 11,400 0 0
Exxon Mobil Corp COM 30231G102 369 4,306 SH   DFND   4,306 0 0
Exxon Mobil Corp COM 30231G102 12,237 142,884 SH   DFND 7 140,664 0 2,220
F5 Inc COM 315616102 9 62 SH   DFND   62 0 0
F5 Inc COM 315616102 210 1,375 SH   DFND 7 1,375 0 0
FactSet Research Systems Inc COM 303075105 15 38 SH   DFND   38 0 0
FactSet Research Systems Inc COM 303075105 461 1,200 SH   DFND 11 1,200 0 0
FactSet Research Systems Inc COM 303075105 265 688 SH   DFND 7 688 0 0
FactSet Research Systems Inc COM 303075105 8,988 23,371 SH   DFND 8 23,200 0 171
Fair Isaac Corp COM 303250104 11 27 SH   DFND   27 0 0
Fair Isaac Corp COM 303250104 561 1,400 SH   DFND 11 1,100 0 300
Fair Isaac Corp COM 303250104 216 539 SH   DFND 7 539 0 0
Fair Isaac Corp COM 303250104 6,495 16,200 SH   DFND 8 12,100 0 4,100
Fastenal Co COM 311900104 29 585 SH   DFND   585 0 0
Fastenal Co COM 311900104 2,129 42,642 SH   DFND 11 42,642 0 0
Fastenal Co COM 311900104 296 5,925 SH   DFND 7 5,925 0 0
Fastenal Co COM 311900104 26,320 527,250 SH   DFND 8 520,513 0 6,737
Federal Realty OP LP SH BEN INT NEW 313745101 10,582 110,527 SH   DFND 10 110,527 0 0
Federated Hermes Inc CL B 314211103 337 10,600 SH   DFND 8 10,600 0 0
FedEx Corp COM 31428X106 58 256 SH   DFND   256 0 0
FedEx Corp COM 31428X106 933 4,116 SH   DFND 7 255 0 3,861
FedEx Corp COM 31428X106 3,355 14,800 SH   DFND 8 12,500 0 2,300
Ferguson PLC SHS G3421J106 620 5,602 SH   DFND 11 5,602 0 0
Ferguson PLC SHS G3421J106 25 223 SH   DFND 7 223 0 0
Ferguson PLC SHS G3421J106 17,492 157,994 SH   DFND 8 154,895 0 3,099
Ferrari NV COM N3167Y103 193,990 1,057,280 SH   DFND 7 983,100 0 74,180
Ferrari NV COM N3167Y103 1,293 7,049 SH   DFND 8 6,884 0 165
FibroGen Inc COM 31572Q808 166 15,700 SH   DFND 11 12,500 0 3,200
FibroGen Inc COM 31572Q808 2,059 195,000 SH   DFND 8 178,000 0 17,000
Fidelity National Information Services Inc COM 31620M106 57 620 SH   DFND   620 0 0
Fidelity National Information Services Inc COM 31620M106 21,966 239,622 SH   DFND 7 214,480 0 25,142
Fidelity National Information Services Inc COM 31620M106 116,431 1,270,115 SH   DFND 8 1,255,411 0 14,704
Fifth Third Bancorp COM 316773100 23 695 SH   DFND   695 0 0
Fifth Third Bancorp COM 316773100 238 7,070 SH   DFND 7 7,070 0 0
Fifth Third Bancorp COM 316773100 1,236 36,800 SH   DFND 8 36,800 0 0
First American Financial Corp COM 31847R102 677 12,800 SH   DFND 8 12,800 0 0
FirstCash Holdings Inc COM 33768G107 2,113 30,400 SH   DFND 8 30,400 0 0
First Financial Bankshares Inc COM 32020R109 134 3,400 SH   DFND 11 2,500 0 900
First Financial Bankshares Inc COM 32020R109 841 21,425 SH   DFND 8 18,625 0 2,800
First Republic Bank/CA COM 33616C100 26 180 SH   DFND   180 0 0
First Republic Bank/CA COM 33616C100 96 669 SH   DFND 7 669 0 0
First Republic Bank/CA COM 33616C100 29,919 207,484 SH   DFND 8 207,484 0 0
FirstService Corp COM 33767E202 5 41 SH   DFND   41 0 0
FirstService Corp COM 33767E202 2,174 17,936 SH   DFND 7 7,801 0 10,135
First Solar Inc COM 336433107 25 370 SH   DFND   370 0 0
First Solar Inc COM 336433107 243 3,566 SH   DFND 7 3,566 0 0
First Solar Inc COM 336433107 8,395 123,222 SH   DFND 8 123,222 0 0
Fiserv Inc COM 337738108 56 630 SH   DFND   630 0 0
Fiserv Inc COM 337738108 925 10,400 SH   DFND 11 10,400 0 0
Fiserv Inc COM 337738108 10,386 116,732 SH   DFND 7 97,614 0 19,118
Fiserv Inc COM 337738108 50,981 573,015 SH   DFND 8 570,215 0 2,800
Five9 Inc COM 338307101 43,074 472,610 SH   DFND 8 467,754 0 4,856
Five9 Inc NOTE 0.500% 6/0 338307AD3 4,251 4,350,000 PRN   DFND 7 3,700,000 0 650,000
FleetCor Technologies Inc COM 339041105 16 78 SH   DFND   78 0 0
FleetCor Technologies Inc COM 339041105 357 1,700 SH   DFND 8 1,300 0 400
Flex Ltd ORD Y2573F102 172 11,900 SH   DFND 11 9,600 0 2,300
Flex Ltd ORD Y2573F102 1,950 134,750 SH   DFND 8 126,450 0 8,300
Fluor Corp COM 343412102 326 13,400 SH   DFND 11 10,000 0 3,400
Fluor Corp COM 343412102 58 2,400 SH   DFND 8 2,400 0 0
FMC Corp COM NEW 302491303 14 128 SH   DFND   128 0 0
FMC Corp COM NEW 302491303 300 2,799 SH   DFND 7 2,799 0 0
FMC Corp COM NEW 302491303 5,693 53,200 SH   DFND 8 53,200 0 0
FNB Corp/PA COM 302520101 481 44,300 SH   DFND 11 35,600 0 8,700
FNB Corp/PA COM 302520101 519 47,800 SH   DFND 8 5,100 0 42,700
Ford Motor Co COM 345370860 45 4,001 SH   DFND   4,001 0 0
Ford Motor Co COM 345370860 773 69,447 SH   DFND 7 44,566 0 24,881
Ford Motor Co COM 345370860 33,314 2,993,200 SH   DFND 8 2,793,700 0 199,500
Ford Motor Co NOTE 3/1 345370CZ1 11,687 12,741,000 PRN   DFND 7 10,668,000 0 2,073,000
Fortinet Inc COM 34959E109 39 695 SH   DFND   695 0 0
Fortinet Inc COM 34959E109 238 4,201 SH   DFND 7 4,201 0 0
Fortis Inc/Canada COM 349553107 23 492 SH   DFND   492 0 0
Fortis Inc/Canada COM 349553107 169 3,583 SH   DFND 7 0 0 3,583
Fortis Inc/Canada COM 349553107 217 4,600 SH   DFND 8 4,600 0 0
Fortive Corp COM 34959J108 19 346 SH   DFND   346 0 0
Fortive Corp COM 34959J108 146 2,678 SH   DFND 7 2,678 0 0
Fortive Corp COM 34959J108 1,207 22,200 SH   DFND 8 22,200 0 0
Fortune Brands Home & Security Inc COM 34964C106 8 136 SH   DFND   136 0 0
Fortune Brands Home & Security Inc COM 34964C106 116 1,940 SH   DFND 7 1,940 0 0
Fortune Brands Home & Security Inc COM 34964C106 244 4,079 SH   DFND 8 4,079 0 0
Four Corners Property Trust Inc COM 35086T109 199 7,500 SH   DFND 11 5,800 0 1,700
Four Corners Property Trust Inc COM 35086T109 138 5,200 SH   DFND 8 0 0 5,200
Fox Corp CL A COM 35137L105 10 321 SH   DFND   321 0 0
Fox Corp CL A COM 35137L105 200 6,234 SH   DFND 7 6,234 0 0
Fox Factory Holding Corp COM 35138V102 3,426 42,534 SH   DFND 7 42,534 0 0
Franco-Nevada Corp COM 351858105 26 199 SH   DFND   199 0 0
Franco-Nevada Corp COM 351858105 526 4,000 SH   DFND 11 4,000 0 0
Franco-Nevada Corp COM 351858105 18,451 140,229 SH   DFND 7 139,849 0 380
Franco-Nevada Corp COM 351858105 2,105 16,000 SH   DFND 8 15,400 0 600
Franklin Covey Co COM 353469109 139 3,000 SH   DFND 11 2,300 0 700
Franklin Covey Co COM 353469109 194 4,200 SH   DFND 8 1,400 0 2,800
Franklin Resources Inc COM 354613101 7 306 SH   DFND   306 0 0
Franklin Resources Inc COM 354613101 291 12,500 SH   DFND 11 10,100 0 2,400
Franklin Resources Inc COM 354613101 7 304 SH   DFND 7 304 0 0
Franklin Resources Inc COM 354613101 10,851 465,500 SH   DFND 8 410,500 0 55,000
Freeport-McMoRan Inc CL B 35671D857 43 1,480 SH   DFND   1,480 0 0
Freeport-McMoRan Inc CL B 35671D857 100 3,421 SH   DFND 7 3,421 0 0
Freeport-McMoRan Inc CL B 35671D857 91 3,100 SH   DFND 8 0 0 3,100
Freshpet Inc COM 358039105 35,335 680,964 SH   DFND 8 680,964 0 0
FTI Consulting Inc COM 302941109 36 200 SH   DFND 11 200 0 0
FTI Consulting Inc COM 302941109 4,048 22,385 SH   DFND 8 16,085 0 6,300
Gaming and Leisure Properties Inc COM 36467J108 488 10,642 SH   DFND 11 8,205 0 2,437
Gaming and Leisure Properties Inc COM 36467J108 1,892 41,253 SH   DFND 8 31,625 0 9,628
Garmin Ltd SHS H2906T109 15 157 SH   DFND   157 0 0
Garmin Ltd SHS H2906T109 1,700 17,300 SH   DFND 11 17,300 0 0
Garmin Ltd SHS H2906T109 222 2,257 SH   DFND 7 2,257 0 0
Garmin Ltd SHS H2906T109 23,497 239,154 SH   DFND 8 236,200 0 2,954
Gartner Inc COM 366651107 20 84 SH   DFND   84 0 0
Gartner Inc COM 366651107 97 400 SH   DFND 11 400 0 0
Gartner Inc COM 366651107 145 598 SH   DFND 7 598 0 0
Gartner Inc COM 366651107 3,192 13,200 SH   DFND 8 13,200 0 0
Generac Holdings Inc COM 368736104 14 65 SH   DFND   65 0 0
Generac Holdings Inc COM 368736104 232 1,100 SH   DFND 11 1,100 0 0
Generac Holdings Inc COM 368736104 133 633 SH   DFND 7 633 0 0
Generac Holdings Inc COM 368736104 5,061 24,032 SH   DFND 8 24,032 0 0
General Dynamics Corp COM 369550108 53 240 SH   DFND   240 0 0
General Dynamics Corp COM 369550108 1,969 8,900 SH   DFND 11 8,900 0 0
General Electric Co COM NEW 369604301 66 1,118 SH   DFND   1,118 0 0
General Electric Co COM NEW 369604301 6,561 111,020 SH   DFND 7 10,273 0 100,747
General Electric Co COM NEW 369604301 4,018 67,987 SH   DFND 8 65,625 0 2,362
General Mills Inc COM 370334104 46 614 SH   DFND   614 0 0
General Mills Inc COM 370334104 2,188 29,000 SH   DFND 11 29,000 0 0
General Mills Inc COM 370334104 934 12,383 SH   DFND 7 5,410 0 6,973
General Mills Inc COM 370334104 41,482 549,800 SH   DFND 8 537,600 0 12,200
General Motors Co COM 37045V100 45 1,404 SH   DFND   1,404 0 0
General Motors Co COM 37045V100 299 9,400 SH   DFND 7 4,974 0 4,426
General Motors Co COM 37045V100 53,962 1,699,061 SH   DFND 8 1,607,477 0 91,584
Gentex Corp COM 371901109 6,249 223,428 SH   DFND 8 223,428 0 0
Gentherm Inc COM 37253A103 3,121 50,000 SH   DFND 7 50,000 0 0
Genuine Parts Co COM 372460105 19 144 SH   DFND   144 0 0
Genuine Parts Co COM 372460105 190 1,427 SH   DFND 7 1,427 0 0
Genuine Parts Co COM 372460105 2,660 20,000 SH   DFND 8 20,000 0 0
Genworth Financial Inc COM CL A 37247D106 47 13,226 SH   DFND 8 13,226 0 0
Gerdau SA SPON ADR REP PFD 373737105 121 28,157 SH   DFND 7 0 0 28,157
G-III Apparel Group Ltd COM 36237H101 138 6,800 SH   DFND 11 4,500 0 2,300
G-III Apparel Group Ltd COM 36237H101 792 39,150 SH   DFND 8 32,250 0 6,900
Gildan Activewear Inc COM 375916103 6 198 SH   DFND   198 0 0
Gildan Activewear Inc COM 375916103 6 196 SH   DFND 7 196 0 0
Gildan Activewear Inc COM 375916103 849 29,500 SH   DFND 8 12,900 0 16,600
Gilead Sciences Inc COM 375558103 79 1,275 SH   DFND   1,275 0 0
Gilead Sciences Inc COM 375558103 105 1,700 SH   DFND 11 1,700 0 0
Gilead Sciences Inc COM 375558103 5,304 85,818 SH   DFND 7 43,241 0 42,577
Gilead Sciences Inc COM 375558103 108,568 1,756,480 SH   DFND 8 1,688,080 0 68,400
Glacier Bancorp Inc COM 37637Q105 123 2,600 SH   DFND 11 1,900 0 700
Glacier Bancorp Inc COM 37637Q105 801 16,900 SH   DFND 8 14,700 0 2,200
Global Payments Inc COM 37940X102 32 287 SH   DFND   287 0 0
Global Payments Inc COM 37940X102 17,279 156,176 SH   DFND 7 150,370 0 5,806
Global Payments Inc COM 37940X102 98,601 891,186 SH   DFND 8 887,586 0 3,600
Globant SA COM L44385109 1,655 9,510 SH   DFND 7 7,319 0 2,191
Globant SA COM L44385109 20,458 117,572 SH   DFND 8 117,572 0 0
Globus Medical Inc CL A 379577208 2,474 44,067 SH   DFND 7 29,813 0 14,254
Globus Medical Inc CL A 379577208 82,735 1,473,722 SH   DFND 8 1,466,258 0 7,464
GoDaddy Inc CL A 380237107 12 170 SH   DFND   170 0 0
GoDaddy Inc CL A 380237107 452 6,500 SH   DFND 11 5,100 0 1,400
GoDaddy Inc CL A 380237107 49 702 SH   DFND 7 702 0 0
GoDaddy Inc CL A 380237107 953 13,700 SH   DFND 8 0 0 13,700
Goldman Sachs Group Inc/The COM 38141G104 116 390 SH   DFND   390 0 0
Goldman Sachs Group Inc/The COM 38141G104 149 500 SH   DFND 11 500 0 0
Goldman Sachs Group Inc/The COM 38141G104 13,381 45,052 SH   DFND 7 31,165 0 13,887
Goldman Sachs Group Inc/The COM 38141G104 9,356 31,500 SH   DFND 8 27,800 0 3,700
Goodyear Tire & Rubber Co/The COM 382550101 494 46,100 SH   DFND 8 0 0 46,100
GoPro Inc CL A 38268T103 74 13,400 SH   DFND 11 13,400 0 0
GoPro Inc CL A 38268T103 502 90,750 SH   DFND 8 90,750 0 0
Grand Canyon Education Inc COM 38526M106 9,757 103,587 SH   DFND 8 103,587 0 0
Griffon Corp COM 398433102 292 10,400 SH   DFND 11 7,900 0 2,500
Griffon Corp COM 398433102 221 7,900 SH   DFND 8 2,500 0 5,400
Group 1 Automotive Inc COM 398905109 289 1,700 SH   DFND 11 1,400 0 300
Group 1 Automotive Inc COM 398905109 560 3,300 SH   DFND 8 500 0 2,800
Groupon Inc COM NEW 399473206 60 5,300 SH   DFND 11 3,800 0 1,500
Groupon Inc COM NEW 399473206 726 64,275 SH   DFND 8 64,275 0 0
Guardant Health Inc COM 40131M109 10,403 257,886 SH   DFND 8 257,886 0 0
GXO Logistics Inc COMMON STOCK 36262G101 27,331 631,644 SH   DFND 8 628,136 0 3,508
Halliburton Co COM 406216101 29 914 SH   DFND   914 0 0
Halliburton Co COM 406216101 4,167 132,865 SH   DFND 7 124,698 0 8,167
Hanesbrands Inc COM 410345102 508 49,400 SH   DFND 11 38,200 0 11,200
Hanesbrands Inc COM 410345102 3,004 291,894 SH   DFND 8 188,794 0 103,100
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 2,631 69,483 SH   DFND 7 12,594 0 56,889
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 16,396 433,072 SH   DFND 8 433,072 0 0
Hartford Financial Services Group Inc/The COM 416515104 22 337 SH   DFND   337 0 0
Hartford Financial Services Group Inc/The COM 416515104 949 14,500 SH   DFND 11 14,500 0 0
Hartford Financial Services Group Inc/The COM 416515104 275 4,196 SH   DFND 7 4,196 0 0
Hartford Financial Services Group Inc/The COM 416515104 13,299 203,248 SH   DFND 8 201,048 0 2,200
Hasbro Inc COM 418056107 11 134 SH   DFND   134 0 0
Hasbro Inc COM 418056107 219 2,673 SH   DFND 7 2,673 0 0
Haverty Furniture Cos Inc COM 419596101 93 4,000 SH   DFND 11 3,000 0 1,000
Haverty Furniture Cos Inc COM 419596101 1,003 43,275 SH   DFND 8 43,275 0 0
HB Fuller Co COM 359694106 385 6,400 SH   DFND 11 5,500 0 900
HCA Healthcare Inc COM 40412C101 42 247 SH   DFND   247 0 0
HCA Healthcare Inc COM 40412C101 857 5,100 SH   DFND 11 5,100 0 0
HCA Healthcare Inc COM 40412C101 42 251 SH   DFND 7 251 0 0
HCA Healthcare Inc COM 40412C101 20,848 124,053 SH   DFND 8 122,753 0 1,300
HDFC Bank Ltd SPONSORED ADS 40415F101 7,995 145,465 SH   DFND   145,465 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 24,746 450,263 SH   DFND 7 352,575 0 97,688
HDFC Bank Ltd SPONSORED ADS 40415F101 34,189 622,068 SH   DFND 8 622,068 0 0
Healthcare Realty Trust Inc COM 421946104 1,360 50,000 SH   DFND 10 50,000 0 0
Healthpeak Properties Inc COM 42250P103 29,044 1,120,976 SH   DFND 10 1,120,976 0 0
Healthpeak Properties Inc COM 42250P103 206 7,936 SH   DFND 7 7,936 0 0
Healthpeak Properties Inc COM 42250P103 2,309 89,100 SH   DFND 8 89,100 0 0
HEICO Corp COM 422806109 6 44 SH   DFND   44 0 0
HEICO Corp COM 422806109 14,023 106,950 SH   DFND 8 106,950 0 0
Heidrick & Struggles International Inc COM 422819102 113 3,500 SH   DFND 11 2,800 0 700
Heidrick & Struggles International Inc COM 422819102 123 3,800 SH   DFND 8 0 0 3,800
Henry Schein Inc COM 806407102 11 140 SH   DFND   140 0 0
Henry Schein Inc COM 806407102 1,335 17,400 SH   DFND 11 13,400 0 4,000
Henry Schein Inc COM 806407102 222 2,896 SH   DFND 7 2,896 0 0
Henry Schein Inc COM 806407102 12,424 161,900 SH   DFND 8 138,800 0 23,100
Hershey Co/The COM 427866108 32 148 SH   DFND   148 0 0
Hershey Co/The COM 427866108 1,226 5,700 SH   DFND 11 5,700 0 0
Hershey Co/The COM 427866108 137 636 SH   DFND 7 636 0 0
Hershey Co/The COM 427866108 28,374 131,876 SH   DFND 8 130,600 0 1,276
Hess Corp COM 42809H107 30 284 SH   DFND   284 0 0
Hess Corp COM 42809H107 1,003 9,467 SH   DFND 7 9,467 0 0
Hess Corp COM 42809H107 9,063 85,553 SH   DFND 8 85,553 0 0
Hewlett Packard Enterprise Co COM 42824C109 18 1,323 SH   DFND   1,323 0 0
Hewlett Packard Enterprise Co COM 42824C109 143 10,800 SH   DFND 11 8,500 0 2,300
Hewlett Packard Enterprise Co COM 42824C109 307 23,183 SH   DFND 7 23,183 0 0
Hewlett Packard Enterprise Co COM 42824C109 36,181 2,728,600 SH   DFND 8 2,695,400 0 33,200
HF Sinclair Corp COM 403949100 587 13,000 SH   DFND 11 11,600 0 1,400
HF Sinclair Corp COM 403949100 1,666 36,900 SH   DFND 8 2,100 0 34,800
Hologic Inc COM 436440101 18 254 SH   DFND   254 0 0
Hologic Inc COM 436440101 173 2,500 SH   DFND 11 2,500 0 0
Hologic Inc COM 436440101 259 3,735 SH   DFND 7 3,735 0 0
Hologic Inc COM 436440101 58,624 845,952 SH   DFND 8 811,252 0 34,700
Home Depot Inc/The COM 437076102 291 1,062 SH   DFND   1,062 0 0
Home Depot Inc/The COM 437076102 3,319 12,100 SH   DFND 11 12,100 0 0
Home Depot Inc/The COM 437076102 49,236 179,515 SH   DFND 7 131,679 0 47,836
Home Depot Inc/The COM 437076102 89,779 327,337 SH   DFND 8 307,557 0 19,780
Honeywell International Inc COM 438516106 121 698 SH   DFND   698 0 0
Honeywell International Inc COM 438516106 2,103 12,100 SH   DFND 11 12,100 0 0
Honeywell International Inc COM 438516106 27,928 160,683 SH   DFND 7 65,774 0 94,909
Honeywell International Inc COM 438516106 34,501 198,500 SH   DFND 8 194,500 0 4,000
Horizon Therapeutics Plc SHS G46188101 17 219 SH   DFND   219 0 0
Horizon Therapeutics Plc SHS G46188101 350 4,393 SH   DFND 7 4,393 0 0
Horizon Therapeutics Plc SHS G46188101 31,240 391,674 SH   DFND 8 391,674 0 0
Hormel Foods Corp COM 440452100 14 304 SH   DFND   304 0 0
Hormel Foods Corp COM 440452100 191 4,041 SH   DFND 7 4,041 0 0
Host Hotels & Resorts Inc COM 44107P104 224 14,317 SH   DFND 7 14,317 0 0
Houlihan Lokey Inc CL A 441593100 1,444 18,300 SH   DFND 8 9,700 0 8,600
HP Inc COM 40434L105 35 1,071 SH   DFND   1,071 0 0
HP Inc COM 40434L105 1,085 33,100 SH   DFND 11 33,100 0 0
HP Inc COM 40434L105 300 9,144 SH   DFND 7 9,144 0 0
HP Inc COM 40434L105 14,577 444,700 SH   DFND 8 438,100 0 6,600
H&R Block Inc COM 093671105 721 20,400 SH   DFND 8 20,400 0 0
Huazhu Group Ltd NOTE 0.375%11/0 16949NAC3 3,174 3,100,000 PRN   DFND 7 2,600,000 0 500,000
HubSpot Inc COM 443573100 14 46 SH   DFND   46 0 0
HubSpot Inc COM 443573100 186 620 SH   DFND 7 620 0 0
HubSpot Inc COM 443573100 12,409 41,275 SH   DFND 8 40,867 0 408
Hudson Pacific Properties Inc COM 444097109 1,865 125,677 SH   DFND 10 125,677 0 0
Humana Inc COM 444859102 60 129 SH   DFND   129 0 0
Humana Inc COM 444859102 252 538 SH   DFND 7 538 0 0
Humana Inc COM 444859102 40,409 86,331 SH   DFND 8 86,031 0 300
Huntington Bancshares Inc/OH COM 446150104 18 1,463 SH   DFND   1,463 0 0
Huntington Bancshares Inc/OH COM 446150104 204 16,939 SH   DFND 7 16,939 0 0
Huntington Bancshares Inc/OH COM 446150104 369 30,700 SH   DFND 8 30,700 0 0
Huntsman Corp COM 447011107 833 29,400 SH   DFND 11 24,400 0 5,000
Huntsman Corp COM 447011107 20,238 713,850 SH   DFND 8 651,850 0 62,000
Huron Consulting Group Inc COM 447462102 175 2,700 SH   DFND 11 2,100 0 600
Huron Consulting Group Inc COM 447462102 253 3,900 SH   DFND 8 0 0 3,900
Hyatt Hotels Corp COM CL A 448579102 325 4,400 SH   DFND 8 0 0 4,400
IAA Inc COM 449253103 769 23,475 SH   DFND 8 23,475 0 0
ICF International Inc COM 44925C103 314 3,300 SH   DFND 11 2,600 0 700
ICF International Inc COM 44925C103 1,739 18,300 SH   DFND 8 15,300 0 3,000
ICICI Bank Ltd ADR 45104G104 603 34,000 SH   DFND   34,000 0 0
ICICI Bank Ltd ADR 45104G104 500 28,190 SH   DFND 7 0 0 28,190
ICON PLC SHS G4705A100 8,235 38,000 SH   DFND 7 38,000 0 0
ICON PLC SHS G4705A100 5,424 25,032 SH   DFND 8 25,032 0 0
Ideaya Biosciences Inc COM 45166A102 5,896 427,248 SH   DFND 8 427,248 0 0
IDEX Corp COM 45167R104 14 77 SH   DFND   77 0 0
IDEX Corp COM 45167R104 272 1,500 SH   DFND 11 1,500 0 0
IDEX Corp COM 45167R104 136 751 SH   DFND 7 751 0 0
IDEX Corp COM 45167R104 27,597 151,942 SH   DFND 8 151,542 0 400
IDEXX Laboratories Inc COM 45168D104 30 86 SH   DFND   86 0 0
IDEXX Laboratories Inc COM 45168D104 758 2,162 SH   DFND 11 2,162 0 0
IDEXX Laboratories Inc COM 45168D104 112 319 SH   DFND 7 319 0 0
IDEXX Laboratories Inc COM 45168D104 31,089 88,641 SH   DFND 8 81,933 0 6,708
Illinois Tool Works Inc COM 452308109 58 318 SH   DFND   318 0 0
Illinois Tool Works Inc COM 452308109 2,934 16,100 SH   DFND 11 16,100 0 0
Illinois Tool Works Inc COM 452308109 2,232 12,249 SH   DFND 7 10,309 0 1,940
Illinois Tool Works Inc COM 452308109 43,029 236,100 SH   DFND 8 230,400 0 5,700
Illumina Inc COM 452327109 29 160 SH   DFND   160 0 0
Illumina Inc COM 452327109 28 150 SH   DFND 7 150 0 0
Illumina Inc COM 452327109 32,922 178,577 SH   DFND 8 178,277 0 300
Illumina Inc NOTE 8/1 452327AK5 12,171 12,728,000 PRN   DFND 7 10,700,000 0 2,028,000
Imperial Oil Ltd COM NEW 453038408 11 244 SH   DFND   244 0 0
Imperial Oil Ltd COM NEW 453038408 312 6,625 SH   DFND 7 6,625 0 0
Incyte Corp COM 45337C102 15 191 SH   DFND   191 0 0
Incyte Corp COM 45337C102 315 4,143 SH   DFND 7 4,143 0 0
Incyte Corp COM 45337C102 9,518 125,281 SH   DFND 8 125,281 0 0
Independence Realty Trust Inc COM 45378A106 367 17,700 SH   DFND 11 14,100 0 3,600
Independence Realty Trust Inc COM 45378A106 1,910 92,125 SH   DFND 8 82,625 0 9,500
Infosys Ltd SPONSORED ADR 456788108 2,665 144,000 SH   DFND   144,000 0 0
Infosys Ltd SPONSORED ADR 456788108 31,284 1,690,118 SH   DFND 7 1,405,500 0 284,618
Ingersoll Rand Inc COM 45687V106 17 415 SH   DFND   415 0 0
Ingersoll Rand Inc COM 45687V106 46 1,105 SH   DFND 7 1,105 0 0
Ingersoll Rand Inc COM 45687V106 3,803 90,384 SH   DFND 8 90,384 0 0
Ingredion Inc COM 457187102 344 3,900 SH   DFND 11 2,300 0 1,600
Ingredion Inc COM 457187102 441 5,000 SH   DFND 8 0 0 5,000
Insmed Inc COM PAR $.01 457669307 15,508 786,403 SH   DFND 8 786,403 0 0
Insulet Corp COM 45784P101 15 70 SH   DFND   70 0 0
Insulet Corp COM 45784P101 51 234 SH   DFND 7 234 0 0
Insulet Corp COM 45784P101 567 2,600 SH   DFND 8 2,600 0 0
Integer Holdings Corp COM 45826H109 360 5,100 SH   DFND 11 4,100 0 1,000
Integer Holdings Corp COM 45826H109 2,178 30,825 SH   DFND 8 26,525 0 4,300
Intel Corp COM 458140100 155 4,142 SH   DFND   4,142 0 0
Intel Corp COM 458140100 1,199 32,063 SH   DFND 11 32,063 0 0
Intel Corp COM 458140100 8,974 239,887 SH   DFND 7 120,727 0 119,160
Intel Corp COM 458140100 53,879 1,440,231 SH   DFND 8 1,338,059 0 102,172
Intellia Therapeutics Inc COM 45826J105 1,973 38,123 SH   DFND 8 38,123 0 0
Intercontinental Exchange Inc COM 45866F104 54 571 SH   DFND   571 0 0
Intercontinental Exchange Inc COM 45866F104 1,965 20,900 SH   DFND 11 20,900 0 0
Intercontinental Exchange Inc COM 45866F104 54 569 SH   DFND 7 569 0 0
Intercontinental Exchange Inc COM 45866F104 66,461 706,735 SH   DFND 8 702,535 0 4,200
InterDigital Inc COM 45867G101 322 5,300 SH   DFND 11 4,000 0 1,300
InterDigital Inc COM 45867G101 420 6,900 SH   DFND 8 2,000 0 4,900
International Business Machines Corp COM 459200101 129 915 SH   DFND   915 0 0
International Business Machines Corp COM 459200101 494 3,500 SH   DFND 11 3,500 0 0
International Business Machines Corp COM 459200101 9,858 69,818 SH   DFND 7 43,287 0 26,531
International Business Machines Corp COM 459200101 13,611 96,400 SH   DFND 8 95,500 0 900
International Paper Co COM 460146103 15 364 SH   DFND   364 0 0
International Paper Co COM 460146103 16 371 SH   DFND 7 371 0 0
International Paper Co COM 460146103 2,844 68,000 SH   DFND 8 68,000 0 0
Interpublic Group of Cos Inc/The COM 460690100 11 401 SH   DFND   401 0 0
Interpublic Group of Cos Inc/The COM 460690100 11 398 SH   DFND 7 398 0 0
Interpublic Group of Cos Inc/The COM 460690100 2,458 89,300 SH   DFND 8 89,300 0 0
Intuit Inc COM 461202103 106 274 SH   DFND   274 0 0
Intuit Inc COM 461202103 13,429 34,841 SH   DFND 7 23,782 0 11,059
Intuit Inc COM 461202103 27,491 71,323 SH   DFND 8 68,478 0 2,845
Intuitive Surgical Inc COM NEW 46120E602 73 364 SH   DFND   364 0 0
Intuitive Surgical Inc COM NEW 46120E602 30,462 151,772 SH   DFND 7 114,218 0 37,554
Intuitive Surgical Inc COM NEW 46120E602 168,779 840,909 SH   DFND 8 835,310 0 5,599
Invesco Ltd SHS G491BT108 6 351 SH   DFND   351 0 0
Invesco Ltd SHS G491BT108 6 349 SH   DFND 7 349 0 0
Invesco Ltd SHS G491BT108 3,221 199,700 SH   DFND 8 160,300 0 39,400
Invitation Homes Inc COM 46187W107 29,594 831,761 SH   DFND 10 831,761 0 0
Invitation Homes Inc COM 46187W107 103 2,887 SH   DFND 7 2,887 0 0
Ionis Pharmaceuticals Inc COM 462222100 5,869 158,535 SH   DFND 8 158,535 0 0
IQVIA Holdings Inc COM 46266C105 42 194 SH   DFND   194 0 0
IQVIA Holdings Inc COM 46266C105 42 193 SH   DFND 7 193 0 0
IQVIA Holdings Inc COM 46266C105 10,158 46,811 SH   DFND 8 46,811 0 0
iRhythm Technologies Inc COM 450056106 3,404 31,507 SH   DFND 7 31,507 0 0
Iron Mountain Inc COM 46284V101 575 11,800 SH   DFND 11 9,600 0 2,200
Iron Mountain Inc COM 46284V101 76 1,557 SH   DFND 7 1,557 0 0
Iron Mountain Inc COM 46284V101 11,106 228,100 SH   DFND 8 210,800 0 17,300
ironSource Ltd CL A ORD SHS M5R75Y101 250 104,932 SH   DFND 8 104,932 0 0
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,227 30,265 SH   DFND   30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638 1,864 36,502 SH   DFND   36,502 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 5,371 91,259 SH   DFND 11 91,259 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 7,727 157,511 SH   DFND   157,511 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 4,958 13,076 SH   DFND   5,382 0 7,694
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 5,255 13,861 SH   DFND 11 13,861 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 9,533 86,636 SH   DFND 11 86,636 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 3,780 883,256 SH   DFND   883,256 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 103 24,082 SH   DFND 7 0 0 24,082
iTeos Therapeutics Inc COM 46565G104 3,399 165,016 SH   DFND 8 165,016 0 0
Itron Inc COM 465741106 40 808 SH   DFND   808 0 0
Itron Inc COM 465741106 2,650 53,602 SH   DFND 7 53,602 0 0
Itron Inc COM 465741106 10,441 211,227 SH   DFND 8 211,227 0 0
Jabil Inc COM 466313103 830 16,200 SH   DFND 11 12,900 0 3,300
Jabil Inc COM 466313103 5,535 108,075 SH   DFND 8 90,575 0 17,500
Jack Henry & Associates Inc COM 426281101 13 74 SH   DFND   74 0 0
Jack Henry & Associates Inc COM 426281101 468 2,600 SH   DFND 11 2,600 0 0
Jack Henry & Associates Inc COM 426281101 289 1,604 SH   DFND 7 1,604 0 0
Jack Henry & Associates Inc COM 426281101 10,657 59,200 SH   DFND 8 58,800 0 400
Jackson Financial Inc COM CL A 46817M107 438 16,388 SH   DFND 7 0 0 16,388
Jacobs Engineering Group Inc COM 469814107 17 131 SH   DFND   131 0 0
Jacobs Engineering Group Inc COM 469814107 496 3,900 SH   DFND 11 3,900 0 0
Jacobs Engineering Group Inc COM 469814107 47 372 SH   DFND 7 372 0 0
Jacobs Engineering Group Inc COM 469814107 8,124 63,900 SH   DFND 8 63,400 0 500
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8 11,599 9,900,000 PRN   DFND 7 8,300,000 0 1,600,000
Jazz Pharmaceuticals PLC SHS USD G50871105 10 63 SH   DFND   63 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 11 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 5,926 37,982 SH   DFND 8 37,982 0 0
JB Hunt Transport Services Inc COM 445658107 13 85 SH   DFND   85 0 0
JB Hunt Transport Services Inc COM 445658107 276 1,755 SH   DFND 7 1,755 0 0
JB Hunt Transport Services Inc COM 445658107 10,598 67,300 SH   DFND 8 55,800 0 11,500
JD.com Inc SPON ADR CL A 47215P106 25,701 400,205 SH   DFND 8 400,205 0 0
J M Smucker Co/The COM NEW 832696405 14 110 SH   DFND   110 0 0
J M Smucker Co/The COM NEW 832696405 77 600 SH   DFND 11 600 0 0
J M Smucker Co/The COM NEW 832696405 298 2,331 SH   DFND 7 2,331 0 0
J M Smucker Co/The COM NEW 832696405 9,588 74,900 SH   DFND 8 72,300 0 2,600
Johnson Controls International plc SHS G51502105 34 715 SH   DFND   715 0 0
Johnson Controls International plc SHS G51502105 536 11,200 SH   DFND 11 11,200 0 0
Johnson Controls International plc SHS G51502105 1,766 36,884 SH   DFND 7 4,599 0 32,285
Johnson Controls International plc SHS G51502105 18,000 375,937 SH   DFND 8 371,437 0 4,500
Johnson & Johnson COM 478160104 475 2,674 SH   DFND   2,674 0 0
Johnson & Johnson COM 478160104 5,343 30,100 SH   DFND 11 30,100 0 0
Johnson & Johnson COM 478160104 38,164 214,999 SH   DFND 7 143,779 0 71,220
Johnson & Johnson COM 478160104 129,352 728,700 SH   DFND 8 717,700 0 11,000
Jones Lang LaSalle Inc COM 48020Q107 909 5,200 SH   DFND 11 4,000 0 1,200
Jones Lang LaSalle Inc COM 48020Q107 12,024 68,765 SH   DFND 8 54,665 0 14,100
JOYY Inc ADS REPSTG COM A 46591M109 153 5,115 SH   DFND 8 5,115 0 0
JPMorgan Chase & Co COM 46625H100 348 3,086 SH   DFND   3,086 0 0
JPMorgan Chase & Co COM 46625H100 3,851 34,200 SH   DFND 11 34,200 0 0
JPMorgan Chase & Co COM 46625H100 14,757 131,049 SH   DFND 7 57,386 0 73,663
JPMorgan Chase & Co COM 46625H100 64,086 569,100 SH   DFND 8 536,700 0 32,400
Karuna Therapeutics Inc COM 48576A100 6,038 47,731 SH   DFND 8 47,731 0 0
KB Financial Group Inc SPONSORED ADR 48241A105 541 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108 19 261 SH   DFND   261 0 0
Kellogg Co COM 487836108 1,348 18,900 SH   DFND 11 18,900 0 0
Kellogg Co COM 487836108 254 3,566 SH   DFND 7 3,566 0 0
Kellogg Co COM 487836108 48,854 684,800 SH   DFND 8 674,800 0 10,000
Keurig Dr Pepper Inc COM 49271V100 28 793 SH   DFND   793 0 0
Keurig Dr Pepper Inc COM 49271V100 1,030 29,100 SH   DFND 11 29,100 0 0
Keurig Dr Pepper Inc COM 49271V100 106 2,998 SH   DFND 7 2,998 0 0
Keurig Dr Pepper Inc COM 49271V100 19,335 546,332 SH   DFND 8 541,941 0 4,391
KeyCorp COM 493267108 16 944 SH   DFND   944 0 0
KeyCorp COM 493267108 158 9,179 SH   DFND 7 9,179 0 0
KeyCorp COM 493267108 26,219 1,521,700 SH   DFND 8 1,396,900 0 124,800
Keysight Technologies Inc COM 49338L103 26 186 SH   DFND   186 0 0
Keysight Technologies Inc COM 49338L103 138 1,000 SH   DFND 11 1,000 0 0
Keysight Technologies Inc COM 49338L103 2,204 15,986 SH   DFND 7 14,396 0 1,590
Keysight Technologies Inc COM 49338L103 35,593 258,200 SH   DFND 8 239,000 0 19,200
Kimberly-Clark Corp COM 494368103 46 343 SH   DFND   343 0 0
Kimberly-Clark Corp COM 494368103 1,946 14,400 SH   DFND 11 14,400 0 0
Kimberly-Clark Corp COM 494368103 259 1,920 SH   DFND 7 1,920 0 0
Kimberly-Clark Corp COM 494368103 31,693 234,500 SH   DFND 8 231,800 0 2,700
Kimco Realty Corp COM 49446R109 23,162 1,171,565 SH   DFND 10 1,171,565 0 0
Kinder Morgan Inc COM 49456B101 35 2,076 SH   DFND   2,076 0 0
Kinder Morgan Inc COM 49456B101 1,121 66,895 SH   DFND 7 66,895 0 0
Kinder Morgan Inc COM 49456B101 3,427 204,500 SH   DFND 8 180,000 0 24,500
Kingsoft Cloud Holdings Ltd ADS 49639K101 185 41,561 SH   DFND 7 0 0 41,561
Kinsale Capital Group Inc COM 49714P108 551 2,400 SH   DFND 11 2,000 0 400
Kinsale Capital Group Inc COM 49714P108 2,216 9,650 SH   DFND 8 7,950 0 1,700
KLA Corp COM NEW 482480100 49 153 SH   DFND   153 0 0
KLA Corp COM NEW 482480100 766 2,400 SH   DFND 11 2,400 0 0
KLA Corp COM NEW 482480100 5,250 16,452 SH   DFND 7 15,200 0 1,252
KLA Corp COM NEW 482480100 5,269 16,512 SH   DFND 8 15,912 0 600
Knight-Swift Transportation Holdings Inc CL A 499049104 7 161 SH   DFND   161 0 0
Knight-Swift Transportation Holdings Inc CL A 499049104 324 7,000 SH   DFND 8 3,800 0 3,200
Knowles Corp COM 49926D109 291 16,800 SH   DFND 11 12,600 0 4,200
Knowles Corp COM 49926D109 1,995 115,100 SH   DFND 8 100,100 0 15,000
Kornit Digital Ltd SHS M6372Q113 7 226 SH   DFND   226 0 0
Kornit Digital Ltd SHS M6372Q113 86 2,721 SH   DFND 7 2,721 0 0
Kornit Digital Ltd SHS M6372Q113 18,709 590,183 SH   DFND 8 590,183 0 0
Kraft Heinz Co/The COM 500754106 28 747 SH   DFND   747 0 0
Kraft Heinz Co/The COM 500754106 324 8,499 SH   DFND 7 8,499 0 0
Kraft Heinz Co/The COM 500754106 1,432 37,536 SH   DFND 8 37,536 0 0
Kroger Co/The COM 501044101 34 710 SH   DFND   710 0 0
Kroger Co/The COM 501044101 497 10,507 SH   DFND 7 10,507 0 0
Kroger Co/The COM 501044101 37,642 795,300 SH   DFND 8 733,600 0 61,700
Kulicke & Soffa Industries Inc COM 501242101 377 8,800 SH   DFND 11 7,300 0 1,500
Kulicke & Soffa Industries Inc COM 501242101 1,092 25,500 SH   DFND 8 25,500 0 0
Kura Oncology Inc COM 50127T109 6,682 364,549 SH   DFND 8 364,549 0 0
L3Harris Technologies Inc COM 502431109 47 196 SH   DFND   196 0 0
L3Harris Technologies Inc COM 502431109 169 700 SH   DFND 11 700 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 22 95 SH   DFND   95 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 539 2,300 SH   DFND 11 2,300 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 288 1,229 SH   DFND 7 1,229 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 20,319 86,700 SH   DFND 8 84,500 0 2,200
Lam Research Corp COM 512807108 61 142 SH   DFND   142 0 0
Lam Research Corp COM 512807108 343 804 SH   DFND 7 804 0 0
Lam Research Corp COM 512807108 20,484 48,068 SH   DFND 8 46,968 0 1,100
Lands' End Inc COM 51509F105 58 5,500 SH   DFND 11 3,800 0 1,700
Lands' End Inc COM 51509F105 491 46,200 SH   DFND 8 46,200 0 0
Landstar System Inc COM 515098101 320 2,200 SH   DFND 11 2,000 0 200
Landstar System Inc COM 515098101 1,760 12,100 SH   DFND 8 4,800 0 7,300
Laredo Petroleum Inc COM 516806205 124 1,800 SH   DFND 11 1,300 0 500
Laredo Petroleum Inc COM 516806205 262 3,800 SH   DFND 8 900 0 2,900
Las Vegas Sands Corp COM 517834107 12 350 SH   DFND   350 0 0
Las Vegas Sands Corp COM 517834107 835 24,872 SH   DFND 7 1,753 0 23,119
Las Vegas Sands Corp COM 517834107 17,872 532,066 SH   DFND 8 530,166 0 1,900
Lattice Semiconductor Corp COM 518415104 897 18,500 SH   DFND 11 14,200 0 4,300
Lattice Semiconductor Corp COM 518415104 28,998 597,900 SH   DFND 8 570,400 0 27,500
LAVA Therapeutics NV SHS N51517105 671 227,473 SH   DFND 8 227,473 0 0
Lennar Corp CL A 526057104 19 266 SH   DFND   266 0 0
Lennar Corp CL A 526057104 194 2,742 SH   DFND 7 2,742 0 0
Lennox International Inc COM 526107107 7 34 SH   DFND   34 0 0
Lennox International Inc COM 526107107 2,252 10,900 SH   DFND 8 10,900 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302 39 20,900 SH   DFND 8 20,900 0 0
LGI Homes Inc COM 50187T106 295 3,400 SH   DFND 8 0 0 3,400
Li Auto Inc NOTE 0.250% 5/0 50202MAB8 8,856 5,950,000 PRN   DFND 7 4,940,000 0 1,010,000
Li Auto Inc SPONSORED ADS 50202M102 506 13,200 SH   DFND   0 0 13,200
Li Auto Inc SPONSORED ADS 50202M102 16,883 440,700 SH   DFND 8 440,700 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 25 3,637 SH   DFND   3,637 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 530 77,074 SH   DFND 7 77,074 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 8,301 1,206,608 SH   DFND 8 1,206,608 0 0
Life Storage Inc COM 53223X107 16,661 149,213 SH   DFND 10 149,213 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 3 139 SH   DFND   139 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 190 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104 2,538 180,129 SH   DFND 7 171,711 0 8,418
Lincoln National Corp COM 534187109 8 167 SH   DFND   167 0 0
Lincoln National Corp COM 534187109 45 968 SH   DFND 7 968 0 0
Lincoln National Corp COM 534187109 11,208 239,644 SH   DFND 8 233,844 0 5,800
Linde PLC SHS G5494J103 150 521 SH   DFND   521 0 0
Linde PLC SHS G5494J103 185,538 645,283 SH   DFND 7 351,129 0 294,154
Linde PLC SHS G5494J103 33,324 115,897 SH   DFND 8 111,397 0 4,500
LKQ Corp COM 501889208 13 275 SH   DFND   275 0 0
LKQ Corp COM 501889208 151 3,083 SH   DFND 7 3,083 0 0
LKQ Corp COM 501889208 3,240 66,000 SH   DFND 8 66,000 0 0
Lockheed Martin Corp COM 539830109 107 249 SH   DFND   249 0 0
Lockheed Martin Corp COM 539830109 2,967 6,900 SH   DFND 11 6,900 0 0
Loews Corp COM 540424108 13 215 SH   DFND   215 0 0
Loews Corp COM 540424108 1,713 28,900 SH   DFND 11 26,900 0 2,000
Loews Corp COM 540424108 149 2,510 SH   DFND 7 2,510 0 0
Loews Corp COM 540424108 37,352 630,300 SH   DFND 8 616,700 0 13,600
Logitech International SA SHS H50430232 25,965 498,747 SH   DFND 7 102,658 0 396,089
Louisiana-Pacific Corp COM 546347105 577 11,000 SH   DFND 11 8,900 0 2,100
Louisiana-Pacific Corp COM 546347105 16,127 307,700 SH   DFND 8 280,100 0 27,600
Lowe's Cos Inc COM 548661107 119 681 SH   DFND   681 0 0
Lowe's Cos Inc COM 548661107 1,729 9,900 SH   DFND 11 9,900 0 0
Lowe's Cos Inc COM 548661107 8,260 47,288 SH   DFND 7 24,580 0 22,708
Lowe's Cos Inc COM 548661107 93,660 536,209 SH   DFND 8 507,724 0 28,485
Lufax Holding Ltd ADS REP SHS CL A 54975P102 19 3,200 SH   DFND   3,200 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102 6,894 1,149,024 SH   DFND 7 1,149,024 0 0
Lululemon Athletica Inc COM 550021109 33 120 SH   DFND   120 0 0
Lululemon Athletica Inc COM 550021109 249 912 SH   DFND 7 912 0 0
Lululemon Athletica Inc COM 550021109 18,868 69,212 SH   DFND 8 68,912 0 300
Lumen Technologies Inc COM 550241103 10 937 SH   DFND   937 0 0
Lumen Technologies Inc COM 550241103 10 879 SH   DFND 7 879 0 0
Lumen Technologies Inc COM 550241103 9,686 887,800 SH   DFND 8 857,300 0 30,500
Lument Finance Trust Inc COM 55025L108 7,927 3,330,550 SH   DFND   3,330,550 0 0
Lumentum Holdings Inc COM 55024U109 50,889 640,758 SH   DFND 8 640,758 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1 6,720 6,567,000 PRN   DFND 7 5,489,000 0 1,078,000
LyondellBasell Industries NV SHS - A - N53745100 23 267 SH   DFND   267 0 0
LyondellBasell Industries NV SHS - A - N53745100 170 1,939 SH   DFND 7 269 0 1,670
LyondellBasell Industries NV SHS - A - N53745100 16,355 187,000 SH   DFND 8 187,000 0 0
MacroGenics Inc COM 556099109 399 135,150 SH   DFND 8 135,150 0 0
Macy's Inc COM 55616P104 128 7,000 SH   DFND 11 7,000 0 0
Macy's Inc COM 55616P104 638 34,800 SH   DFND 8 34,800 0 0
Magic Software Enterprises Ltd ORD 559166103 831 46,790 SH   DFND 8 46,790 0 0
Magna International Inc COM 559222401 16 297 SH   DFND   297 0 0
Magna International Inc COM 559222401 4,515 82,237 SH   DFND 7 37,839 0 44,398
Manhattan Associates Inc COM 562750109 309 2,700 SH   DFND 11 2,400 0 300
Manhattan Associates Inc COM 562750109 5,661 49,400 SH   DFND 8 46,700 0 2,700
ManpowerGroup Inc COM 56418H100 550 7,200 SH   DFND 11 5,400 0 1,800
ManpowerGroup Inc COM 56418H100 13,454 176,075 SH   DFND 8 161,675 0 14,400
Manulife Financial Corp COM 56501R106 35 2,032 SH   DFND   2,032 0 0
Manulife Financial Corp COM 56501R106 709 40,900 SH   DFND 11 40,900 0 0
Manulife Financial Corp COM 56501R106 34 1,961 SH   DFND 7 1,961 0 0
Manulife Financial Corp COM 56501R106 3,580 206,600 SH   DFND 8 195,000 0 11,600
Marathon Oil Corp COM 565849106 16 731 SH   DFND   731 0 0
Marathon Oil Corp COM 565849106 724 32,200 SH   DFND 11 25,200 0 7,000
Marathon Oil Corp COM 565849106 8,365 372,100 SH   DFND 8 346,900 0 25,200
Marathon Petroleum Corp COM 56585A102 47 575 SH   DFND   575 0 0
Marathon Petroleum Corp COM 56585A102 5,528 67,241 SH   DFND 7 67,241 0 0
Marathon Petroleum Corp COM 56585A102 4,242 51,600 SH   DFND 8 29,700 0 21,900
Marcus Corp/The COM 566330106 99 6,700 SH   DFND 11 5,000 0 1,700
Marcus Corp/The COM 566330106 1,015 68,750 SH   DFND 8 68,750 0 0
Markel Corp COM 570535104 18 14 SH   DFND   14 0 0
Markel Corp COM 570535104 634 490 SH   DFND 11 490 0 0
Markel Corp COM 570535104 113 87 SH   DFND 7 87 0 0
Markel Corp COM 570535104 4,669 3,610 SH   DFND 8 3,520 0 90
MarketAxess Holdings Inc COM 57060D108 10 38 SH   DFND   38 0 0
MarketAxess Holdings Inc COM 57060D108 40 156 SH   DFND 7 156 0 0
MarketAxess Holdings Inc COM 57060D108 10,010 39,100 SH   DFND 8 33,600 0 5,500
Marriott International Inc/MD CL A 571903202 38 282 SH   DFND   282 0 0
Marriott International Inc/MD CL A 571903202 38 279 SH   DFND 7 279 0 0
Marriott International Inc/MD CL A 571903202 272 2,000 SH   DFND 8 0 0 2,000
Marriott Vacations Worldwide Corp COM 57164Y107 651 5,600 SH   DFND 11 4,300 0 1,300
Marriott Vacations Worldwide Corp COM 57164Y107 5,226 44,975 SH   DFND 8 39,775 0 5,200
Marsh & McLennan Cos Inc COM 571748102 79 511 SH   DFND   511 0 0
Marsh & McLennan Cos Inc COM 571748102 3,012 19,400 SH   DFND 11 19,400 0 0
Marsh & McLennan Cos Inc COM 571748102 291 1,874 SH   DFND 7 1,874 0 0
Marsh & McLennan Cos Inc COM 571748102 23,334 150,300 SH   DFND 8 142,000 0 8,300
Martin Marietta Materials Inc COM 573284106 19 63 SH   DFND   63 0 0
Martin Marietta Materials Inc COM 573284106 19 63 SH   DFND 7 63 0 0
Martin Marietta Materials Inc COM 573284106 2,035 6,800 SH   DFND 8 6,800 0 0
Marvell Technology Inc COM 573874104 37 858 SH   DFND   858 0 0
Marvell Technology Inc COM 573874104 260 5,974 SH   DFND 7 832 0 5,142
Marvell Technology Inc COM 573874104 36,235 832,423 SH   DFND 8 830,673 0 1,750
Masco Corp COM 574599106 12 244 SH   DFND   244 0 0
Masco Corp COM 574599106 263 5,200 SH   DFND 11 5,200 0 0
Masco Corp COM 574599106 222 4,384 SH   DFND 7 4,384 0 0
Masco Corp COM 574599106 20,685 408,800 SH   DFND 8 399,400 0 9,400
Mastercard Inc CL A 57636Q104 3,851 12,208 SH   DFND   12,208 0 0
Mastercard Inc CL A 57636Q104 2,303 7,300 SH   DFND 11 7,300 0 0
Mastercard Inc CL A 57636Q104 41,675 132,101 SH   DFND 7 101,602 0 30,499
Mastercard Inc CL A 57636Q104 55,630 176,336 SH   DFND 8 163,236 0 13,100
Matador Resources Co COM 576485205 289 6,200 SH   DFND 11 4,800 0 1,400
Matador Resources Co COM 576485205 256 5,500 SH   DFND 8 2,500 0 3,000
Match Group Inc COM 57667L107 20 290 SH   DFND   290 0 0
Match Group Inc COM 57667L107 172 2,464 SH   DFND 7 2,464 0 0
Match Group Inc COM 57667L107 14,201 203,775 SH   DFND 8 203,775 0 0
Matterport Inc COM CL A 577096100 407 111,334 SH   DFND 8 111,334 0 0
Matthews International Corp CL A 577128101 158 5,500 SH   DFND 11 4,400 0 1,100
Matthews International Corp CL A 577128101 172 6,000 SH   DFND 8 0 0 6,000
McCormick & Co Inc/MD COM NON VTG 579780206 21 254 SH   DFND   254 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 699 8,400 SH   DFND 11 8,400 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 135 1,624 SH   DFND 7 1,624 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 14,535 174,600 SH   DFND 8 173,200 0 1,400
McDonald's Corp COM 580135101 187 756 SH   DFND   756 0 0
McDonald's Corp COM 580135101 8,230 33,337 SH   DFND 7 3,343 0 29,994
McDonald's Corp COM 580135101 12,072 48,900 SH   DFND 8 41,900 0 7,000
McKesson Corp COM 58155Q103 50 152 SH   DFND   152 0 0
McKesson Corp COM 58155Q103 1,109 3,400 SH   DFND 11 3,400 0 0
McKesson Corp COM 58155Q103 50 154 SH   DFND 7 154 0 0
McKesson Corp COM 58155Q103 71,392 218,854 SH   DFND 8 217,954 0 900
MDU Resources Group Inc COM 552690109 710 26,300 SH   DFND 11 19,000 0 7,300
MDU Resources Group Inc COM 552690109 610 22,600 SH   DFND 8 0 0 22,600
Medical Properties Trust Inc COM 58463J304 21 1,400 SH   DFND 11 1,400 0 0
Medical Properties Trust Inc COM 58463J304 1,205 78,900 SH   DFND 8 78,900 0 0
Medifast Inc COM 58470H101 217 1,200 SH   DFND 11 900 0 300
Medifast Inc COM 58470H101 1,494 8,275 SH   DFND 8 4,875 0 3,400
MEDNAX Inc COM 58502B106 273 13,000 SH   DFND 11 10,400 0 2,600
MEDNAX Inc COM 58502B106 1,101 52,400 SH   DFND 8 38,400 0 14,000
Medpace Holdings Inc COM 58506Q109 479 3,200 SH   DFND 11 2,600 0 600
Medpace Holdings Inc COM 58506Q109 4,774 31,900 SH   DFND 8 24,300 0 7,600
Medtronic PLC SHS G5960L103 123 1,365 SH   DFND   1,365 0 0
Medtronic PLC SHS G5960L103 13,873 154,579 SH   DFND 7 112,453 0 42,126
Medtronic PLC SHS G5960L103 31,279 348,509 SH   DFND 8 337,309 0 11,200
MercadoLibre Inc COM 58733R102 29 46 SH   DFND   46 0 0
MercadoLibre Inc COM 58733R102 13,308 20,896 SH   DFND 7 20,896 0 0
MercadoLibre Inc COM 58733R102 64 100 SH   DFND 8 0 0 100
Merck & Co Inc COM 58933Y105 229 2,571 SH   DFND   2,571 0 0
Merck & Co Inc COM 58933Y105 3,124 35,100 SH   DFND 11 35,100 0 0
Merck & Co Inc COM 58933Y105 9,437 106,037 SH   DFND 7 44,971 0 61,066
Merck & Co Inc COM 58933Y105 202,142 2,271,255 SH   DFND 8 2,235,255 0 36,000
Mersana Therapeutics Inc COM 59045L106 50 10,800 SH   DFND 8 10,800 0 0
Merus NV COM N5749R100 5,048 222,966 SH   DFND 8 222,966 0 0
Meta Platforms Inc CL A 30303M102 2,210 13,705 SH   DFND   13,705 0 0
Meta Platforms Inc CL A 30303M102 23,586 146,268 SH   DFND 7 82,065 0 64,203
Meta Platforms Inc CL A 30303M102 118,057 732,134 SH   DFND 8 726,500 0 5,634
MetLife Inc COM 59156R108 45 713 SH   DFND   713 0 0
MetLife Inc COM 59156R108 1,224 19,500 SH   DFND 11 19,500 0 0
MetLife Inc COM 59156R108 353 5,624 SH   DFND 7 2,365 0 3,259
MetLife Inc COM 59156R108 7,883 125,546 SH   DFND 8 115,546 0 10,000
Mettler-Toledo International Inc COM 592688105 26 23 SH   DFND   23 0 0
Mettler-Toledo International Inc COM 592688105 919 800 SH   DFND 11 800 0 0
Mettler-Toledo International Inc COM 592688105 8,454 7,359 SH   DFND 7 7,310 0 49
Mettler-Toledo International Inc COM 592688105 34,840 30,328 SH   DFND 8 28,834 0 1,494
MGP Ingredients Inc COM 55303J106 7,507 75,000 SH   DFND 7 75,000 0 0
Microchip Technology Inc COM 595017104 33 565 SH   DFND   565 0 0
Microchip Technology Inc COM 595017104 33 560 SH   DFND 7 560 0 0
Microchip Technology Inc COM 595017104 83,461 1,437,009 SH   DFND 8 1,429,405 0 7,604
Micron Technology Inc COM 595112103 63 1,139 SH   DFND   1,139 0 0
Micron Technology Inc COM 595112103 1,681 30,407 SH   DFND 7 1,129 0 29,278
Micron Technology Inc COM 595112103 31,521 570,204 SH   DFND 8 561,297 0 8,907
Microsoft Corp COM 594918104 5,752 22,396 SH   DFND   22,396 0 0
Microsoft Corp COM 594918104 14,351 55,879 SH   DFND 11 55,879 0 0
Microsoft Corp COM 594918104 185,504 722,282 SH   DFND 7 442,408 0 279,874
Microsoft Corp COM 594918104 778,908 3,032,775 SH   DFND 8 2,996,575 0 36,200
Mid-America Apartment Communities Inc COM 59522J103 8,175 46,800 SH   DFND 10 46,800 0 0
Mid-America Apartment Communities Inc COM 59522J103 734 4,200 SH   DFND 11 4,200 0 0
Mid-America Apartment Communities Inc COM 59522J103 132 755 SH   DFND 7 755 0 0
Mid-America Apartment Communities Inc COM 59522J103 6,341 36,300 SH   DFND 8 36,300 0 0
Minerals Technologies Inc COM 603158106 350 5,700 SH   DFND 11 4,700 0 1,000
Minerals Technologies Inc COM 603158106 3,289 53,625 SH   DFND 8 48,225 0 5,400
Mirati Therapeutics Inc COM 60468T105 1,926 28,689 SH   DFND 8 28,689 0 0
Mirum Pharmaceuticals Inc COM 604749101 17,249 886,399 SH   DFND 8 886,399 0 0
Moderna Inc COM 60770K107 50 348 SH   DFND   348 0 0
Moderna Inc COM 60770K107 109 762 SH   DFND 7 762 0 0
Moderna Inc COM 60770K107 17,751 124,265 SH   DFND 8 123,565 0 700
Modine Manufacturing Co COM 607828100 120 11,400 SH   DFND 11 8,700 0 2,700
Modine Manufacturing Co COM 607828100 883 83,850 SH   DFND 8 75,850 0 8,000
Molina Healthcare Inc COM 60855R100 16 59 SH   DFND   59 0 0
Molina Healthcare Inc COM 60855R100 227 811 SH   DFND 7 811 0 0
Molina Healthcare Inc COM 60855R100 11,352 40,600 SH   DFND 8 35,500 0 5,100
Mondelez International Inc CL A 609207105 88 1,412 SH   DFND   1,412 0 0
Mondelez International Inc CL A 609207105 7,620 122,720 SH   DFND 7 29,999 0 92,721
Mondelez International Inc CL A 609207105 13,240 213,246 SH   DFND 8 199,800 0 13,446
MongoDB Inc CL A 60937P106 18 68 SH   DFND   68 0 0
MongoDB Inc CL A 60937P106 378 1,455 SH   DFND 7 1,455 0 0
Monolithic Power Systems Inc COM 609839105 17 45 SH   DFND   45 0 0
Monolithic Power Systems Inc COM 609839105 346 900 SH   DFND 11 800 0 100
Monolithic Power Systems Inc COM 609839105 2,988 7,780 SH   DFND 7 6,975 0 805
Monolithic Power Systems Inc COM 609839105 6,298 16,400 SH   DFND 8 9,500 0 6,900
Monster Beverage Corp COM 61174X109 37 404 SH   DFND   404 0 0
Monster Beverage Corp COM 61174X109 534 5,757 SH   DFND 11 5,757 0 0
Monster Beverage Corp COM 61174X109 36 392 SH   DFND 7 392 0 0
Monster Beverage Corp COM 61174X109 40,793 440,050 SH   DFND 8 440,050 0 0
Moody's Corp COM 615369105 46 170 SH   DFND   170 0 0
Moody's Corp COM 615369105 1,305 4,800 SH   DFND 11 4,800 0 0
Moody's Corp COM 615369105 44,359 163,102 SH   DFND 7 119,172 0 43,930
Moody's Corp COM 615369105 24,314 89,400 SH   DFND 8 87,100 0 2,300
Moog Inc CL A 615394202 397 5,000 SH   DFND 11 4,100 0 900
Moog Inc CL A 615394202 540 6,800 SH   DFND 8 2,000 0 4,800
Morgan Stanley COM NEW 617446448 120 1,580 SH   DFND   1,580 0 0
Morgan Stanley COM NEW 617446448 472 6,200 SH   DFND 11 6,200 0 0
Morgan Stanley COM NEW 617446448 24,713 324,909 SH   DFND 7 221,740 0 103,169
Morgan Stanley COM NEW 617446448 31,223 410,508 SH   DFND 8 406,408 0 4,100
Mosaic Co/The COM 61945C103 18 375 SH   DFND   375 0 0
Mosaic Co/The COM 61945C103 1,332 28,200 SH   DFND 11 22,500 0 5,700
Mosaic Co/The COM 61945C103 240 5,085 SH   DFND 7 5,085 0 0
Mosaic Co/The COM 61945C103 25,571 541,413 SH   DFND 8 471,713 0 69,700
Motorola Solutions Inc COM NEW 620076307 36 171 SH   DFND   171 0 0
Motorola Solutions Inc COM NEW 620076307 859 4,100 SH   DFND 11 4,100 0 0
Motorola Solutions Inc COM NEW 620076307 167 797 SH   DFND 7 797 0 0
Motorola Solutions Inc COM NEW 620076307 19,218 91,687 SH   DFND 8 90,787 0 900
MSA Safety Inc COM 553498106 5,569 45,997 SH   DFND 8 45,997 0 0
MSCI Inc COM 55354G100 34 83 SH   DFND   83 0 0
MSCI Inc COM 55354G100 1,236 3,000 SH   DFND 11 3,000 0 0
MSCI Inc COM 55354G100 66,883 162,279 SH   DFND 7 143,769 0 18,510
MSCI Inc COM 55354G100 13,598 32,992 SH   DFND 8 32,300 0 692
M&T Bank Corp COM 55261F104 29 183 SH   DFND   183 0 0
M&T Bank Corp COM 55261F104 273 1,715 SH   DFND 7 1,715 0 0
Murphy Oil Corp COM 626717102 516 17,100 SH   DFND 11 14,100 0 3,000
Murphy Oil Corp COM 626717102 2,176 72,075 SH   DFND 8 60,475 0 11,600
Murphy USA Inc COM 626755102 675 2,900 SH   DFND 11 2,300 0 600
Murphy USA Inc COM 626755102 3,353 14,400 SH   DFND 8 12,000 0 2,400
MYR Group Inc COM 55405W104 220 2,500 SH   DFND 11 1,900 0 600
MYR Group Inc COM 55405W104 2,357 26,750 SH   DFND 8 23,850 0 2,900
Nasdaq Inc COM 631103108 18 117 SH   DFND   117 0 0
Nasdaq Inc COM 631103108 778 5,100 SH   DFND 11 5,100 0 0
Nasdaq Inc COM 631103108 59 389 SH   DFND 7 389 0 0
Nasdaq Inc COM 631103108 11,685 76,600 SH   DFND 8 76,100 0 500
National Vision Holdings Inc COM 63845R107 3,035 110,379 SH   DFND 7 110,379 0 0
National Vision Holdings Inc COM 63845R107 4,504 163,784 SH   DFND 8 163,784 0 0
NCR Corp COM 62886E108 507 16,300 SH   DFND 11 13,000 0 3,300
NCR Corp COM 62886E108 4,752 152,750 SH   DFND 8 135,650 0 17,100
Nektar Therapeutics COM 640268108 81 21,400 SH   DFND 11 17,100 0 4,300
Nektar Therapeutics COM 640268108 1,456 383,200 SH   DFND 8 352,900 0 30,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6 3,055 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104 15 226 SH   DFND   226 0 0
NetApp Inc COM 64110D104 91 1,400 SH   DFND 11 1,400 0 0
NetApp Inc COM 64110D104 323 4,950 SH   DFND 7 4,950 0 0
NetApp Inc COM 64110D104 4,091 62,700 SH   DFND 8 62,700 0 0
NetEase Inc SPONSORED ADS 64110W102 454 4,864 SH   DFND   0 0 4,864
NetEase Inc SPONSORED ADS 64110W102 19,945 213,637 SH   DFND 8 213,637 0 0
Netflix Inc COM 64110L106 79 452 SH   DFND   452 0 0
Netflix Inc COM 64110L106 522 2,986 SH   DFND 7 2,182 0 804
Netflix Inc COM 64110L106 21,081 120,550 SH   DFND 8 112,809 0 7,741
NetScout Systems Inc COM 64115T104 399 11,800 SH   DFND 11 9,700 0 2,100
NetScout Systems Inc COM 64115T104 3,405 100,600 SH   DFND 8 89,000 0 11,600
Neurocrine Biosciences Inc COM 64125C109 9 97 SH   DFND   97 0 0
Neurocrine Biosciences Inc COM 64125C109 10,545 108,173 SH   DFND 8 108,173 0 0
Newell Brands Inc COM 651229106 8 411 SH   DFND   411 0 0
Newell Brands Inc COM 651229106 537 28,200 SH   DFND 11 25,800 0 2,400
Newell Brands Inc COM 651229106 7 387 SH   DFND 7 387 0 0
Newell Brands Inc COM 651229106 10,751 564,663 SH   DFND 8 523,963 0 40,700
Newmont Corp COM 651639106 48 811 SH   DFND   811 0 0
Newmont Corp COM 651639106 46,326 776,362 SH   DFND 7 773,818 0 2,544
Newmont Corp COM 651639106 2,661 44,600 SH   DFND 8 42,900 0 1,700
New Relic Inc COM 64829B100 20,080 401,205 SH   DFND 8 395,028 0 6,177
Newtek Business Services Corp COM NEW 652526203 11 600 SH   DFND 11 600 0 0
Newtek Business Services Corp COM NEW 652526203 423 22,350 SH   DFND 8 22,350 0 0
New York Community Bancorp Inc COM 649445103 159 17,400 SH   DFND 8 17,400 0 0
NexPoint Residential Trust Inc COM 65341D102 244 3,900 SH   DFND 11 3,200 0 700
NexPoint Residential Trust Inc COM 65341D102 1,561 24,975 SH   DFND 8 21,075 0 3,900
NextEra Energy Inc COM 65339F101 269 3,478 SH   DFND   3,478 0 0
NextEra Energy Inc COM 65339F101 5,128 66,200 SH   DFND 10 66,200 0 0
NextEra Energy Inc COM 65339F101 30,630 395,429 SH   DFND 7 143,286 0 252,143
NextEra Energy Inc COM 65339F101 99,976 1,290,674 SH   DFND 8 1,285,874 0 4,800
NextGen Healthcare Inc COM 65343C102 237 13,600 SH   DFND 11 11,400 0 2,200
NextGen Healthcare Inc COM 65343C102 2,217 127,150 SH   DFND 8 116,450 0 10,700
NGM Biopharmaceuticals Inc COM 62921N105 5,159 402,443 SH   DFND 8 402,443 0 0
Nice Ltd NOTE 9/1 653656AB4 9,172 9,150,000 PRN   DFND 7 7,480,000 0 1,670,000
NIKE Inc CL B 654106103 2,220 21,718 SH   DFND   21,718 0 0
NIKE Inc CL B 654106103 46,275 452,784 SH   DFND 7 378,600 0 74,184
NIKE Inc CL B 654106103 43,099 421,710 SH   DFND 8 418,310 0 3,400
NIO Inc SPON ADS 62914V106 570 26,260 SH   DFND   0 0 26,260
NIO Inc SPON ADS 62914V106 18,347 844,723 SH   DFND 8 844,723 0 0
Niu Technologies ADS 65481N100 1,093 127,146 SH   DFND 7 127,146 0 0
Norfolk Southern Corp COM 655844108 55 244 SH   DFND   244 0 0
Norfolk Southern Corp COM 655844108 2,637 11,600 SH   DFND 11 11,600 0 0
Norfolk Southern Corp COM 655844108 4,587 20,180 SH   DFND 7 13,246 0 6,934
Norfolk Southern Corp COM 655844108 40,935 180,100 SH   DFND 8 175,400 0 4,700
Northern Trust Corp COM 665859104 19 201 SH   DFND   201 0 0
Northern Trust Corp COM 665859104 1,187 12,300 SH   DFND 11 12,300 0 0
Northern Trust Corp COM 665859104 46 480 SH   DFND 7 480 0 0
Northern Trust Corp COM 665859104 19,277 199,800 SH   DFND 8 197,900 0 1,900
Northrop Grumman Corp COM 666807102 72 151 SH   DFND   151 0 0
Northrop Grumman Corp COM 666807102 1,962 4,100 SH   DFND 11 4,100 0 0
NortonLifeLock Inc COM 668771108 13 592 SH   DFND   592 0 0
NortonLifeLock Inc COM 668771108 29 1,300 SH   DFND 11 1,300 0 0
NortonLifeLock Inc COM 668771108 14,456 658,299 SH   DFND 7 629,709 0 28,590
NortonLifeLock Inc COM 668771108 30,180 1,374,300 SH   DFND 8 1,306,000 0 68,300
Novanta Inc COM 67000B104 8,004 66,000 SH   DFND 7 66,000 0 0
Novanta Inc COM 67000B104 61,542 507,477 SH   DFND 8 507,477 0 0
Novocure Ltd ORD SHS G6674U108 7 96 SH   DFND   96 0 0
Novocure Ltd ORD SHS G6674U108 709 10,200 SH   DFND 8 10,200 0 0
Nucor Corp COM 670346105 29 274 SH   DFND   274 0 0
Nucor Corp COM 670346105 692 6,624 SH   DFND 7 6,624 0 0
Nucor Corp COM 670346105 10,848 103,900 SH   DFND 8 101,300 0 2,600
Nu Skin Enterprises Inc CL A 67018T105 364 8,400 SH   DFND 11 6,400 0 2,000
Nu Skin Enterprises Inc CL A 67018T105 2,940 67,900 SH   DFND 8 60,000 0 7,900
Nutrien Ltd COM 67077M108 46 571 SH   DFND   571 0 0
Nutrien Ltd COM 67077M108 1,251 15,700 SH   DFND 11 15,700 0 0
Nutrien Ltd COM 67077M108 6,238 78,282 SH   DFND 7 11,519 0 66,763
Nutrien Ltd COM 67077M108 27,152 340,721 SH   DFND 8 300,921 0 39,800
NuVasive Inc COM 670704105 44 900 SH   DFND 11 900 0 0
NuVasive Inc COM 670704105 1,005 20,440 SH   DFND 7 0 0 20,440
NVIDIA Corp COM 67066G104 385 2,543 SH   DFND   2,543 0 0
NVIDIA Corp COM 67066G104 27,471 181,216 SH   DFND 7 162,360 0 18,856
NVIDIA Corp COM 67066G104 128,859 850,047 SH   DFND 8 814,365 0 35,682
NVR Inc COM 62944T105 12 3 SH   DFND   3 0 0
NVR Inc COM 62944T105 268 67 SH   DFND 7 67 0 0
NVR Inc COM 62944T105 3,444 860 SH   DFND 8 860 0 0
NXP Semiconductors NV COM N6596X109 40 267 SH   DFND   267 0 0
NXP Semiconductors NV COM N6596X109 576 3,888 SH   DFND 11 3,888 0 0
NXP Semiconductors NV COM N6596X109 221 1,491 SH   DFND 7 1,491 0 0
NXP Semiconductors NV COM N6596X109 81,732 552,128 SH   DFND 8 551,098 0 1,030
Nyxoah SA SHS B6S7WD106 1,713 186,200 SH   DFND 7 186,200 0 0
Occidental Petroleum Corp COM 674599105 56 950 SH   DFND   950 0 0
Occidental Petroleum Corp COM 674599105 2,569 43,637 SH   DFND 7 28,233 0 15,404
Occidental Petroleum Corp COM 674599105 2,897 49,200 SH   DFND 8 45,500 0 3,700
Oceaneering International Inc COM 675232102 202 18,900 SH   DFND 11 15,700 0 3,200
Oceaneering International Inc COM 675232102 1,879 175,975 SH   DFND 8 157,875 0 18,100
ODP Corp/The COM 88337F105 254 8,400 SH   DFND 11 6,500 0 1,900
ODP Corp/The COM 88337F105 1,157 38,250 SH   DFND 8 33,250 0 5,000
Okta Inc CL A 679295105 14 151 SH   DFND   151 0 0
Okta Inc CL A 679295105 3,188 35,267 SH   DFND 8 34,689 0 578
Okta Inc NOTE 0.125% 9/0 679295AD7 6,052 6,800,000 PRN   DFND 7 5,700,000 0 1,100,000
Old Dominion Freight Line Inc COM 679580100 25 99 SH   DFND   99 0 0
Old Dominion Freight Line Inc COM 679580100 1,384 5,400 SH   DFND 11 5,400 0 0
Old Dominion Freight Line Inc COM 679580100 210 820 SH   DFND 7 820 0 0
Old Dominion Freight Line Inc COM 679580100 43,773 170,800 SH   DFND 8 159,100 0 11,700
Old Republic International Corp COM 680223104 836 37,400 SH   DFND 8 37,400 0 0
Olin Corp COM PAR $1 680665205 3,230 69,800 SH   DFND 8 69,800 0 0
Omega Healthcare Investors Inc COM 681936100 7,668 272,000 SH   DFND 10 272,000 0 0
Omnicom Group Inc COM 681919106 14 213 SH   DFND   213 0 0
Omnicom Group Inc COM 681919106 14 215 SH   DFND 7 215 0 0
Omnicom Group Inc COM 681919106 10,318 162,200 SH   DFND 8 156,600 0 5,600
OneMain Holdings Inc COM 68268W103 957 25,600 SH   DFND 8 16,300 0 9,300
ONEOK Inc COM 682680103 25 454 SH   DFND   454 0 0
ONEOK Inc COM 682680103 830 14,946 SH   DFND 7 14,946 0 0
ONEOK Inc COM 682680103 2,359 42,500 SH   DFND 8 0 0 42,500
OneSpan Inc COM 68287N100 15 1,300 SH   DFND 11 1,300 0 0
OneSpan Inc COM 68287N100 676 56,803 SH   DFND 8 56,803 0 0
OneSpaWorld Holdings Ltd COM P73684113 10,099 1,408,440 SH   DFND 8 1,408,440 0 0
ON Semiconductor Corp COM 682189105 22 440 SH   DFND   440 0 0
ON Semiconductor Corp COM 682189105 20 400 SH   DFND 11 400 0 0
ON Semiconductor Corp COM 682189105 112,535 2,236,838 SH   DFND 8 2,226,443 0 10,395
ON Semiconductor Corp NOTE 5/0 682189AS4 4,482 3,850,000 PRN   DFND 7 3,222,000 0 628,000
Open Text Corp COM 683715106 11 282 SH   DFND   282 0 0
Open Text Corp COM 683715106 10 274 SH   DFND 7 274 0 0
Open Text Corp COM 683715106 1,483 39,200 SH   DFND 8 39,200 0 0
OPKO Health Inc COM 68375N103 13 5,200 SH   DFND 11 5,200 0 0
OPKO Health Inc COM 68375N103 614 242,825 SH   DFND 8 242,825 0 0
Option Care Health Inc COM NEW 68404L201 278 10,000 SH   DFND 11 8,600 0 1,400
Option Care Health Inc COM NEW 68404L201 2,753 99,075 SH   DFND 8 95,675 0 3,400
Oracle Corp COM 68389X105 2,760 39,500 SH   DFND 11 39,500 0 0
Oracle Corp COM 68389X105 24,713 353,700 SH   DFND 7 251,605 0 102,095
Oracle Corp COM 68389X105 115,442 1,652,235 SH   DFND 8 1,582,689 0 69,546
OraSure Technologies Inc COM 68554V108 36 13,400 SH   DFND 11 9,600 0 3,800
OraSure Technologies Inc COM 68554V108 443 163,375 SH   DFND 8 163,375 0 0
O'Reilly Automotive Inc COM 67103H107 43 68 SH   DFND   68 0 0
O'Reilly Automotive Inc COM 67103H107 394 624 SH   DFND 7 624 0 0
O'Reilly Automotive Inc COM 67103H107 28,044 44,390 SH   DFND 8 43,790 0 600
Origin Materials Inc COM 68622D106 708 138,305 SH   DFND 8 138,305 0 0
Orthofix Medical Inc COM 68752M108 94 4,000 SH   DFND 11 3,100 0 900
Orthofix Medical Inc COM 68752M108 155 6,600 SH   DFND 8 2,800 0 3,800
OSI Systems Inc COM 671044105 316 3,700 SH   DFND 11 2,900 0 800
OSI Systems Inc COM 671044105 2,879 33,700 SH   DFND 8 31,000 0 2,700
Otis Worldwide Corp COM 68902V107 31 432 SH   DFND   432 0 0
Otis Worldwide Corp COM 68902V107 7,969 112,758 SH   DFND 7 97,380 0 15,378
Outfront Media Inc COM 69007J106 234 13,800 SH   DFND 11 11,300 0 2,500
Outfront Media Inc COM 69007J106 2,024 119,400 SH   DFND 8 105,600 0 13,800
Owens Corning COM 690742101 8 101 SH   DFND   101 0 0
Owens Corning COM 690742101 676 9,100 SH   DFND 11 8,300 0 800
Owens Corning COM 690742101 20,703 278,600 SH   DFND 8 254,200 0 24,400
Owens & Minor Inc COM 690732102 343 10,900 SH   DFND 11 8,700 0 2,200
Owens & Minor Inc COM 690732102 3,845 122,243 SH   DFND 8 99,443 0 22,800
Oxford Industries Inc COM 691497309 44 500 SH   DFND 11 500 0 0
Oxford Industries Inc COM 691497309 579 6,525 SH   DFND 8 6,525 0 0
PACCAR Inc COM 693718108 29 354 SH   DFND   354 0 0
PACCAR Inc COM 693718108 1,591 19,318 SH   DFND 11 19,318 0 0
PACCAR Inc COM 693718108 205 2,490 SH   DFND 7 2,490 0 0
PACCAR Inc COM 693718108 35,577 432,073 SH   DFND 8 428,569 0 3,504
Packaging Corp of America COM 695156109 13 95 SH   DFND   95 0 0
Packaging Corp of America COM 695156109 278 2,025 SH   DFND 7 2,025 0 0
Packaging Corp of America COM 695156109 2,613 19,000 SH   DFND 8 19,000 0 0
PacWest Bancorp COM 695263103 523 19,600 SH   DFND 8 0 0 19,600
Pagseguro Digital Ltd COM CL A G68707101 9,714 948,623 SH   DFND 7 917,051 0 31,572
Pagseguro Digital Ltd COM CL A G68707101 3,028 295,749 SH   DFND 8 295,749 0 0
Palantir Technologies Inc CL A 69608A108 15 1,668 SH   DFND   1,668 0 0
Palantir Technologies Inc CL A 69608A108 101 11,178 SH   DFND 7 11,178 0 0
Palo Alto Networks Inc COM 697435105 49 100 SH   DFND   100 0 0
Palo Alto Networks Inc COM 697435105 37,336 75,588 SH   DFND 7 52,357 0 23,231
Palo Alto Networks Inc COM 697435105 60,420 122,322 SH   DFND 8 120,866 0 1,456
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 4,660 2,476,000 PRN   DFND 7 2,068,000 0 408,000
Palomar Holdings Inc COM 69753M105 15,456 240,000 SH   DFND 8 240,000 0 0
Paramount Global CLASS B COM 92556H206 15 618 SH   DFND   618 0 0
Paramount Global CLASS B COM 92556H206 247 10,014 SH   DFND 7 10,014 0 0
Parker-Hannifin Corp COM 701094104 32 131 SH   DFND   131 0 0
Parker-Hannifin Corp COM 701094104 32 130 SH   DFND 7 130 0 0
Parker-Hannifin Corp COM 701094104 18,074 73,458 SH   DFND 8 73,458 0 0
Patterson Cos Inc COM 703395103 442 14,600 SH   DFND 11 11,900 0 2,700
Patterson Cos Inc COM 703395103 4,654 153,605 SH   DFND 8 140,805 0 12,800
Paychex Inc COM 704326107 38 330 SH   DFND   330 0 0
Paychex Inc COM 704326107 1,293 11,359 SH   DFND 11 11,359 0 0
Paychex Inc COM 704326107 229 2,015 SH   DFND 7 2,015 0 0
Paychex Inc COM 704326107 32,455 285,016 SH   DFND 8 277,437 0 7,579
Paylocity Holding Corp COM 70438V106 628 3,600 SH   DFND 11 2,800 0 800
Paylocity Holding Corp COM 70438V106 30,878 177,035 SH   DFND 8 171,617 0 5,418
PayPal Holdings Inc COM 70450Y103 79 1,126 SH   DFND   1,126 0 0
PayPal Holdings Inc COM 70450Y103 17,600 251,999 SH   DFND 7 189,607 0 62,392
PayPal Holdings Inc COM 70450Y103 48,109 688,851 SH   DFND 8 676,089 0 12,762
PBF Energy Inc CL A 69318G106 73 2,500 SH   DFND 11 2,500 0 0
PBF Energy Inc CL A 69318G106 296 10,200 SH   DFND 8 0 0 10,200
PC Connection Inc COM 69318J100 207 4,700 SH   DFND 11 3,900 0 800
PC Connection Inc COM 69318J100 1,728 39,225 SH   DFND 8 34,825 0 4,400
PDC Energy Inc COM 69327R101 739 12,000 SH   DFND 8 12,000 0 0
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8 4,274 4,700,000 PRN   DFND 7 3,980,000 0 720,000
Pembina Pipeline Corp COM 706327103 20 573 SH   DFND   573 0 0
Pembina Pipeline Corp COM 706327103 3,729 105,498 SH   DFND 7 90,104 0 15,394
Pembina Pipeline Corp COM 706327103 124 3,500 SH   DFND 8 0 0 3,500
Penn National Gaming Inc COM 707569109 213 7,000 SH   DFND 11 5,600 0 1,400
Penn National Gaming Inc COM 707569109 85 2,800 SH   DFND 8 2,800 0 0
PennyMac Mortgage Investment Trust NOTE 5.500% 3/1 70932AAF0 949 1,000,000 PRN   DFND 11 1,000,000 0 0
Penske Automotive Group Inc COM 70959W103 1,382 13,200 SH   DFND 8 13,200 0 0
Pentair PLC SHS G7S00T104 8 168 SH   DFND   168 0 0
Pentair PLC SHS G7S00T104 1,176 25,700 SH   DFND 11 25,700 0 0
Pentair PLC SHS G7S00T104 8 167 SH   DFND 7 167 0 0
Pentair PLC SHS G7S00T104 22,679 495,500 SH   DFND 8 455,100 0 40,400
Penumbra Inc COM 70975L107 12,647 101,566 SH   DFND 8 101,566 0 0
PepsiCo Inc COM 713448108 234 1,407 SH   DFND   1,407 0 0
PepsiCo Inc COM 713448108 5,264 31,583 SH   DFND 11 31,583 0 0
PepsiCo Inc COM 713448108 28,247 169,490 SH   DFND 7 37,530 0 131,960
PepsiCo Inc COM 713448108 94,564 567,406 SH   DFND 8 550,574 0 16,832
Perficient Inc COM 71375U101 422 4,600 SH   DFND 11 3,700 0 900
Perficient Inc COM 71375U101 4,282 46,700 SH   DFND 8 36,200 0 10,500
PerkinElmer Inc COM 714046109 18 128 SH   DFND   128 0 0
PerkinElmer Inc COM 714046109 70 490 SH   DFND 7 490 0 0
PerkinElmer Inc COM 714046109 1,678 11,800 SH   DFND 8 11,800 0 0
Perrigo Co PLC SHS G97822103 467 11,500 SH   DFND 11 11,500 0 0
Perrigo Co PLC SHS G97822103 6,103 150,425 SH   DFND 8 144,525 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408 876 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103 300 5,719 SH   DFND   5,719 0 0
Pfizer Inc COM 717081103 299 5,700 SH   DFND 11 5,700 0 0
Pfizer Inc COM 717081103 15,022 286,518 SH   DFND 7 40,494 0 246,024
Pfizer Inc COM 717081103 85,042 1,622,007 SH   DFND 8 1,596,807 0 25,200
PG&E Corp COM 69331C108 15 1,515 SH   DFND   1,515 0 0
PG&E Corp COM 69331C108 118 11,834 SH   DFND 7 11,834 0 0
Philip Morris International Inc COM 718172109 156 1,576 SH   DFND   1,576 0 0
Philip Morris International Inc COM 718172109 81 817 SH   DFND 7 0 0 817
Phillips 66 COM 718546104 40 488 SH   DFND   488 0 0
Phillips 66 COM 718546104 1,878 22,903 SH   DFND 7 22,903 0 0
Phillips 66 COM 718546104 3,288 40,100 SH   DFND 8 34,200 0 5,900
Phreesia Inc COM 71944F106 6,443 257,601 SH   DFND 8 257,601 0 0
Physicians Realty Trust COM 71943U104 22,788 1,305,893 SH   DFND 10 1,305,893 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206 266 20,300 SH   DFND 11 16,500 0 3,800
Piedmont Office Realty Trust Inc COM CL A 720190206 2,329 177,525 SH   DFND 8 158,325 0 19,200
Pinduoduo Inc SPONSORED ADS 722304102 436 7,055 SH   DFND   1,733 0 5,322
Pinduoduo Inc SPONSORED ADS 722304102 271 4,387 SH   DFND 7 0 0 4,387
Pinduoduo Inc SPONSORED ADS 722304102 14,461 234,004 SH   DFND 8 234,004 0 0
Pinnacle Financial Partners Inc COM 72346Q104 275 3,800 SH   DFND 11 3,500 0 300
Pinnacle Financial Partners Inc COM 72346Q104 1,688 23,350 SH   DFND 8 18,750 0 4,600
Pinnacle West Capital Corp COM 723484101 417 5,700 SH   DFND 11 4,900 0 800
Pinnacle West Capital Corp COM 723484101 5,206 71,200 SH   DFND 8 65,700 0 5,500
Pinterest Inc CL A 72352L106 11 579 SH   DFND   579 0 0
Pinterest Inc CL A 72352L106 221 12,195 SH   DFND 7 12,195 0 0
Pioneer Natural Resources Co COM 723787107 52 235 SH   DFND   235 0 0
Pioneer Natural Resources Co COM 723787107 2,497 11,192 SH   DFND 7 8,801 0 2,391
Pioneer Natural Resources Co COM 723787107 2,722 12,200 SH   DFND 8 11,700 0 500
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2 10,674 4,928,000 PRN   DFND 7 2,892,000 0 2,036,000
Planet Fitness Inc CL A 72703H101 7,344 107,986 SH   DFND 7 103,724 0 4,262
Planet Fitness Inc CL A 72703H101 35,381 520,237 SH   DFND 8 520,237 0 0
Playa Hotels & Resorts NV SHS N70544106 24 3,500 SH   DFND 11 3,500 0 0
Playa Hotels & Resorts NV SHS N70544106 150 21,900 SH   DFND 8 0 0 21,900
Pliant Therapeutics Inc COM 729139105 2,691 335,998 SH   DFND 8 335,998 0 0
PNC Financial Services Group Inc/The COM 693475105 67 426 SH   DFND   426 0 0
PNC Financial Services Group Inc/The COM 693475105 568 3,600 SH   DFND 11 3,600 0 0
PNC Financial Services Group Inc/The COM 693475105 665 4,216 SH   DFND 7 3,027 0 1,189
PNC Financial Services Group Inc/The COM 693475105 21,820 138,300 SH   DFND 8 133,200 0 5,100
Pool Corp COM 73278L105 14 41 SH   DFND   41 0 0
Pool Corp COM 73278L105 1,791 5,100 SH   DFND 11 4,300 0 800
Pool Corp COM 73278L105 15,120 43,050 SH   DFND 7 43,050 0 0
Pool Corp COM 73278L105 35,790 101,900 SH   DFND 8 92,600 0 9,300
Popular Inc COM NEW 733174700 408 5,300 SH   DFND 11 3,300 0 2,000
Popular Inc COM NEW 733174700 10,011 130,125 SH   DFND 8 106,725 0 23,400
Portland General Electric Co COM NEW 736508847 435 9,000 SH   DFND 11 6,500 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 454 9,400 SH   DFND 8 2,500 0 6,900
PotlatchDeltic Corp COM 737630103 318 7,200 SH   DFND 11 5,700 0 1,500
PotlatchDeltic Corp COM 737630103 2,276 51,500 SH   DFND 8 46,400 0 5,100
Power Integrations Inc COM 739276103 653 8,700 SH   DFND 11 6,600 0 2,100
Power Integrations Inc COM 739276103 6,436 85,800 SH   DFND 8 68,400 0 17,400
PPG Industries Inc COM 693506107 27 240 SH   DFND   240 0 0
PPG Industries Inc COM 693506107 220 1,928 SH   DFND 7 759 0 1,169
Precigen Inc COM 74017N105 33 24,500 SH   DFND 8 24,500 0 0
Premier Inc CL A 74051N102 924 25,898 SH   DFND 8 17,298 0 8,600
PriceSmart Inc COM 741511109 358 5,000 SH   DFND 11 3,800 0 1,200
PriceSmart Inc COM 741511109 2,636 36,800 SH   DFND 8 32,000 0 4,800
Principal Financial Group Inc COM 74251V102 18 266 SH   DFND   266 0 0
Principal Financial Group Inc COM 74251V102 90 1,346 SH   DFND 7 1,346 0 0
Principal Financial Group Inc COM 74251V102 4,511 67,547 SH   DFND 8 66,047 0 1,500
Procter & Gamble Co/The COM 742718109 351 2,438 SH   DFND   2,438 0 0
Procter & Gamble Co/The COM 742718109 4,357 30,300 SH   DFND 11 30,300 0 0
Procter & Gamble Co/The COM 742718109 8,672 60,307 SH   DFND 7 8,845 0 51,462
Procter & Gamble Co/The COM 742718109 115,562 803,689 SH   DFND 8 757,750 0 45,939
Progressive Corp/The COM 743315103 69 594 SH   DFND   594 0 0
Progressive Corp/The COM 743315103 1,360 11,700 SH   DFND 11 11,700 0 0
Progressive Corp/The COM 743315103 308 2,647 SH   DFND 7 2,647 0 0
Progressive Corp/The COM 743315103 53,497 460,111 SH   DFND 8 456,411 0 3,700
Progress Software Corp COM 743312100 326 7,200 SH   DFND 11 5,800 0 1,400
Progress Software Corp COM 743312100 322 7,100 SH   DFND 8 0 0 7,100
Prologis Inc COM 74340W103 86,240 733,022 SH   DFND 10 733,022 0 0
Prologis Inc COM 74340W103 1,682 14,300 SH   DFND 11 14,300 0 0
Prologis Inc COM 74340W103 45,601 387,597 SH   DFND 7 258,271 0 129,326
Prologis Inc COM 74340W103 83,694 711,381 SH   DFND 8 709,281 0 2,100
ProPetro Holding Corp COM 74347M108 49 4,900 SH   DFND 11 2,000 0 2,900
ProPetro Holding Corp COM 74347M108 107 10,700 SH   DFND 8 0 0 10,700
Prosperity Bancshares Inc COM 743606105 137 2,000 SH   DFND 11 1,500 0 500
Prosperity Bancshares Inc COM 743606105 1,843 27,000 SH   DFND 8 25,300 0 1,700
Prothena Corp PLC SHS G72800108 715 26,325 SH   DFND 8 26,325 0 0
Prudential Financial Inc COM 744320102 37 382 SH   DFND   382 0 0
Prudential Financial Inc COM 744320102 459 4,800 SH   DFND 11 4,800 0 0
Prudential Financial Inc COM 744320102 5,403 56,474 SH   DFND 7 1,435 0 55,039
Prudential Financial Inc COM 744320102 7,367 77,000 SH   DFND 8 71,000 0 6,000
PTC Inc COM 69370C100 12 113 SH   DFND   113 0 0
PTC Inc COM 69370C100 6,955 65,400 SH   DFND 8 65,400 0 0
Public Service Enterprise Group Inc COM 744573106 32 511 SH   DFND   511 0 0
Public Service Enterprise Group Inc COM 744573106 1,650 26,071 SH   DFND 7 26,071 0 0
Public Service Enterprise Group Inc COM 744573106 82 1,300 SH   DFND 8 1,300 0 0
Public Storage COM 74460D109 1,126 3,600 SH   DFND 11 3,600 0 0
Public Storage COM 74460D109 956 3,056 SH   DFND 7 1,855 0 1,201
Public Storage COM 74460D109 12,945 41,400 SH   DFND 8 41,100 0 300
PulteGroup Inc COM 745867101 10 253 SH   DFND   253 0 0
PulteGroup Inc COM 745867101 10 256 SH   DFND 7 256 0 0
PulteGroup Inc COM 745867101 9,789 247,000 SH   DFND 8 241,400 0 5,600
Q2 Holdings Inc COM 74736L109 8,118 210,462 SH   DFND 7 210,462 0 0
Q2 Holdings Inc COM 74736L109 22,172 574,855 SH   DFND 8 568,376 0 6,479
QIAGEN NV SHS NEW N72482123 942 19,949 SH   DFND 7 19,949 0 0
QIAGEN NV SHS NEW N72482123 2,206 46,736 SH   DFND 8 46,736 0 0
QUALCOMM Inc COM 747525103 146 1,146 SH   DFND   1,146 0 0
QUALCOMM Inc COM 747525103 958 7,500 SH   DFND 11 7,500 0 0
QUALCOMM Inc COM 747525103 12,756 99,858 SH   DFND 7 49,694 0 50,164
QUALCOMM Inc COM 747525103 333,025 2,607,052 SH   DFND 8 2,566,279 0 40,773
Qualys Inc COM 74758T303 38 300 SH   DFND 11 300 0 0
Qualys Inc COM 74758T303 12,301 97,521 SH   DFND 7 93,903 0 3,618
Qualys Inc COM 74758T303 1,574 12,475 SH   DFND 8 11,775 0 700
Quanex Building Products Corp COM 747619104 55 2,400 SH   DFND 11 1,100 0 1,300
Quanex Building Products Corp COM 747619104 155 6,800 SH   DFND 8 0 0 6,800
Quanta Services Inc COM 74762E102 18 146 SH   DFND   146 0 0
Quanta Services Inc COM 74762E102 714 5,700 SH   DFND 11 5,300 0 400
Quanta Services Inc COM 74762E102 3,535 28,200 SH   DFND 8 23,000 0 5,200
Quest Diagnostics Inc COM 74834L100 16 121 SH   DFND   121 0 0
Quest Diagnostics Inc COM 74834L100 93 700 SH   DFND 11 700 0 0
Quest Diagnostics Inc COM 74834L100 274 2,060 SH   DFND 7 2,060 0 0
Quest Diagnostics Inc COM 74834L100 30,212 227,193 SH   DFND 8 209,493 0 17,700
QuidelOrtho Corp COM 219798105 408 4,200 SH   DFND 11 3,300 0 900
QuidelOrtho Corp COM 219798105 5,017 51,625 SH   DFND 8 43,325 0 8,300
Quotient Technology Inc COM 749119103 52 17,500 SH   DFND 11 12,500 0 5,000
Ralph Lauren Corp CL A 751212101 403 4,500 SH   DFND 11 3,700 0 800
Ralph Lauren Corp CL A 751212101 1,244 13,875 SH   DFND 8 13,875 0 0
Rapid7 Inc COM 753422104 22,954 343,616 SH   DFND 8 343,616 0 0
Rapid7 Inc NOTE 0.250% 3/1 753422AF1 3,603 3,900,000 PRN   DFND 7 3,300,000 0 600,000
Raymond James Financial Inc COM 754730109 17 190 SH   DFND   190 0 0
Raymond James Financial Inc COM 754730109 474 5,300 SH   DFND 11 5,300 0 0
Raymond James Financial Inc COM 754730109 105 1,177 SH   DFND 7 1,177 0 0
Raymond James Financial Inc COM 754730109 5,186 58,000 SH   DFND 8 56,100 0 1,900
Raytheon Technologies Corp COM 75513E101 146 1,518 SH   DFND   1,518 0 0
Raytheon Technologies Corp COM 75513E101 135 1,400 SH   DFND 11 1,400 0 0
Raytheon Technologies Corp COM 75513E101 76 791 SH   DFND 7 0 0 791
Raytheon Technologies Corp COM 75513E101 8,477 88,200 SH   DFND 8 85,000 0 3,200
Realty Income Corp COM 756109104 26,729 391,579 SH   DFND 10 391,579 0 0
Realty Income Corp COM 756109104 541 7,930 SH   DFND 7 3,621 0 4,309
Realty Income Corp COM 756109104 1,986 29,100 SH   DFND 8 29,100 0 0
Red Rock Resorts Inc CL A 75700L108 357 10,700 SH   DFND 11 8,800 0 1,900
Regal Rexnord Corp COM 758750103 851 7,500 SH   DFND 11 6,000 0 1,500
Regal Rexnord Corp COM 758750103 5,807 51,150 SH   DFND 8 44,950 0 6,200
Regeneron Pharmaceuticals Inc COM 75886F107 64 109 SH   DFND   109 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 550 931 SH   DFND 11 931 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 504 852 SH   DFND 7 852 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 76,358 129,173 SH   DFND 8 128,216 0 957
Regions Financial Corp COM 7591EP100 18 953 SH   DFND   953 0 0
Regions Financial Corp COM 7591EP100 371 19,800 SH   DFND 11 19,800 0 0
Regions Financial Corp COM 7591EP100 239 12,727 SH   DFND 7 12,727 0 0
Regions Financial Corp COM 7591EP100 42,919 2,289,000 SH   DFND 8 2,158,000 0 131,000
Reliance Steel & Aluminum Co COM 759509102 1,036 6,100 SH   DFND 11 4,800 0 1,300
Reliance Steel & Aluminum Co COM 759509102 9,240 54,400 SH   DFND 8 49,000 0 5,400
Republic Services Inc COM 760759100 81 616 SH   DFND   616 0 0
Republic Services Inc COM 760759100 2,675 20,438 SH   DFND 7 20,438 0 0
Republic Services Inc COM 760759100 57,309 437,905 SH   DFND 8 437,405 0 500
Resideo Technologies Inc COM 76118Y104 431 22,200 SH   DFND 11 16,900 0 5,300
Resideo Technologies Inc COM 76118Y104 2,599 133,850 SH   DFND 8 90,650 0 43,200
ResMed Inc COM 761152107 31 149 SH   DFND   149 0 0
ResMed Inc COM 761152107 818 3,900 SH   DFND 11 3,900 0 0
ResMed Inc COM 761152107 408 1,946 SH   DFND 7 1,946 0 0
ResMed Inc COM 761152107 12,840 61,253 SH   DFND 8 60,600 0 653
Resources Connection Inc COM 76122Q105 108 5,300 SH   DFND 11 5,300 0 0
Resources Connection Inc COM 76122Q105 100 4,900 SH   DFND 8 4,900 0 0
Restaurant Brands International Inc COM 76131D103 15 306 SH   DFND   306 0 0
Restaurant Brands International Inc COM 76131D103 253 5,041 SH   DFND 7 286 0 4,755
Restaurant Brands International Inc COM 76131D103 968 19,300 SH   DFND 8 18,100 0 1,200
REX American Resources Corp COM 761624105 17 200 SH   DFND 11 200 0 0
REX American Resources Corp COM 761624105 566 6,675 SH   DFND 8 6,675 0 0
Rimini Street Inc COM 76674Q107 25 4,200 SH   DFND 11 0 0 4,200
Rimini Street Inc COM 76674Q107 557 92,750 SH   DFND 8 92,750 0 0
Ritchie Bros Auctioneers Inc COM 767744105 7 115 SH   DFND   115 0 0
Ritchie Bros Auctioneers Inc COM 767744105 286 4,400 SH   DFND 8 4,400 0 0
RMR Group Inc/The CL A 74967R106 113 4,000 SH   DFND 11 2,900 0 1,100
RMR Group Inc/The CL A 74967R106 997 35,178 SH   DFND 8 35,178 0 0
Robert Half International Inc COM 770323103 8 113 SH   DFND   113 0 0
Robert Half International Inc COM 770323103 8 112 SH   DFND 7 112 0 0
Robert Half International Inc COM 770323103 13,248 176,900 SH   DFND 8 160,500 0 16,400
ROBLOX Corp CL A 771049103 12 357 SH   DFND   357 0 0
ROBLOX Corp CL A 771049103 1,131 34,422 SH   DFND 8 34,422 0 0
Rockwell Automation Inc COM 773903109 24 118 SH   DFND   118 0 0
Rockwell Automation Inc COM 773903109 1,156 5,800 SH   DFND 11 5,800 0 0
Rockwell Automation Inc COM 773903109 3,283 16,473 SH   DFND 7 8,129 0 8,344
Rockwell Automation Inc COM 773903109 12,258 61,500 SH   DFND 8 60,600 0 900
Rogers Communications Inc CL B 775109200 18 369 SH   DFND   369 0 0
Rogers Communications Inc CL B 775109200 1,217 25,400 SH   DFND 11 25,400 0 0
Rogers Communications Inc CL B 775109200 13,957 291,371 SH   DFND 7 106,638 0 184,733
Rogers Communications Inc CL B 775109200 10,733 224,061 SH   DFND 8 220,861 0 3,200
Roku Inc COM CL A 77543R102 10 121 SH   DFND   121 0 0
Roku Inc COM CL A 77543R102 80 973 SH   DFND 7 973 0 0
Roku Inc COM CL A 77543R102 337 4,100 SH   DFND 8 4,100 0 0
Rollins Inc COM 775711104 8 225 SH   DFND   225 0 0
Rollins Inc COM 775711104 10 288 SH   DFND 7 288 0 0
Rollins Inc COM 775711104 3,316 94,950 SH   DFND 8 94,950 0 0
Roper Technologies Inc COM 776696106 42 107 SH   DFND   107 0 0
Roper Technologies Inc COM 776696106 631 1,600 SH   DFND 11 1,600 0 0
Roper Technologies Inc COM 776696106 7,925 20,080 SH   DFND 7 4,208 0 15,872
Roper Technologies Inc COM 776696106 69,490 176,080 SH   DFND 8 174,780 0 1,300
Royal Bank of Canada COM 780087102 143 1,474 SH   DFND   1,474 0 0
Royal Bank of Canada COM 780087102 3,118 32,200 SH   DFND 11 32,200 0 0
Royal Bank of Canada COM 780087102 530 5,473 SH   DFND 7 1,439 0 4,034
Royal Bank of Canada COM 780087102 37,498 387,300 SH   DFND 8 344,100 0 43,200
Royal Caribbean Cruises Ltd COM V7780T103 8 233 SH   DFND   233 0 0
Royal Caribbean Cruises Ltd COM V7780T103 8 232 SH   DFND 7 232 0 0
Royal Caribbean Cruises Ltd COM V7780T103 18,488 529,589 SH   DFND 8 528,289 0 1,300
Royal Gold Inc COM 780287108 3,152 29,522 SH   DFND 7 29,522 0 0
RPM International Inc COM 749685103 10 132 SH   DFND   132 0 0
RPM International Inc COM 749685103 622 7,900 SH   DFND 8 7,900 0 0
Rush Enterprises Inc CL A 781846209 636 13,200 SH   DFND 11 11,000 0 2,200
Rush Enterprises Inc CL A 781846209 680 14,100 SH   DFND 8 3,000 0 11,100
Ryder System Inc COM 783549108 455 6,400 SH   DFND 8 0 0 6,400
Sabra Health Care REIT Inc COM 78573L106 338 24,200 SH   DFND 11 19,600 0 4,600
Sabra Health Care REIT Inc COM 78573L106 2,847 203,775 SH   DFND 8 179,975 0 23,800
Saia Inc COM 78709Y105 677 3,600 SH   DFND 11 2,800 0 800
Saia Inc COM 78709Y105 5,523 29,375 SH   DFND 8 24,275 0 5,100
Salesforce Inc COM 79466L302 165 1,002 SH   DFND   1,002 0 0
Salesforce Inc COM 79466L302 45,690 276,841 SH   DFND 7 204,180 0 72,661
Salesforce Inc COM 79466L302 144,962 878,342 SH   DFND 8 867,441 0 10,901
Sanmina Corp COM 801056102 424 10,400 SH   DFND 11 7,900 0 2,500
Sanmina Corp COM 801056102 1,321 32,425 SH   DFND 8 25,725 0 6,700
Sarepta Therapeutics Inc COM 803607100 7,323 97,692 SH   DFND 8 97,692 0 0
Savara Inc COM 805111101 5,185 3,411,479 SH   DFND 8 3,411,479 0 0
SBA Communications Corp CL A 78410G104 467 1,460 SH   DFND 7 1,460 0 0
ScanSource Inc COM 806037107 162 5,200 SH   DFND 11 4,300 0 900
ScanSource Inc COM 806037107 1,313 42,175 SH   DFND 8 37,775 0 4,400
Schlumberger NV COM STK 806857108 49 1,437 SH   DFND   1,437 0 0
Schlumberger NV COM STK 806857108 12,112 352,602 SH   DFND 7 218,443 0 134,159
Schlumberger NV COM STK 806857108 2,573 74,900 SH   DFND 8 71,900 0 3,000
Schneider National Inc CL B 80689H102 539 24,100 SH   DFND 11 18,100 0 6,000
Schneider National Inc CL B 80689H102 3,457 154,475 SH   DFND 8 133,575 0 20,900
Science Applications International Corp COM 808625107 1,341 14,400 SH   DFND 7 0 0 14,400
Seagate Technology Holdings PLC ORD SHS G7997R103 15 212 SH   DFND   212 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 317 4,443 SH   DFND 7 4,443 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 1,036 14,500 SH   DFND 8 5,500 0 9,000
Seagen Inc COM 81181C104 25 140 SH   DFND   140 0 0
Seagen Inc COM 81181C104 25 141 SH   DFND 7 141 0 0
Seagen Inc COM 81181C104 18,838 106,464 SH   DFND 8 106,464 0 0
Sealed Air Corp COM 81211K100 9 151 SH   DFND   151 0 0
Sealed Air Corp COM 81211K100 9 150 SH   DFND 7 150 0 0
Sealed Air Corp COM 81211K100 10,707 185,500 SH   DFND 8 185,500 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7 4,969 4,428,000 PRN   DFND 7 3,634,000 0 794,000
Sea Ltd SPONSORD ADS 81141R100 1,356 20,279 SH   DFND   20,279 0 0
Sea Ltd SPONSORD ADS 81141R100 483 7,221 SH   DFND 7 4,772 0 2,449
Sea Ltd SPONSORD ADS 81141R100 1,656 24,771 SH   DFND 8 24,771 0 0
SecureWorks Corp CL A 81374A105 18 1,700 SH   DFND 11 1,700 0 0
SecureWorks Corp CL A 81374A105 121 11,100 SH   DFND 8 0 0 11,100
SEI Investments Co COM 784117103 6 120 SH   DFND   120 0 0
SEI Investments Co COM 784117103 6 120 SH   DFND 7 120 0 0
SEI Investments Co COM 784117103 4,765 88,200 SH   DFND 8 88,200 0 0
Sempra Energy COM 816851109 48 321 SH   DFND   321 0 0
Sempra Energy COM 816851109 4,508 30,000 SH   DFND 10 30,000 0 0
Sempra Energy COM 816851109 2,344 15,600 SH   DFND 11 15,600 0 0
Sempra Energy COM 816851109 3,741 24,898 SH   DFND 7 23,207 0 1,691
Sempra Energy COM 816851109 24,764 164,800 SH   DFND 8 161,600 0 3,200
Service Corp International/US COM 817565104 2,190 31,689 SH   DFND 7 31,689 0 0
Service Corp International/US COM 817565104 53,663 776,378 SH   DFND 8 776,378 0 0
ServiceNow Inc COM 81762P102 97 203 SH   DFND   203 0 0
ServiceNow Inc COM 81762P102 8,370 17,602 SH   DFND 7 8,730 0 8,872
ServiceNow Inc COM 81762P102 158,857 334,071 SH   DFND 8 324,246 0 9,825
ServisFirst Bancshares Inc COM 81768T108 442 5,600 SH   DFND 8 0 0 5,600
Shaw Communications Inc CL B CONV 82028K200 15 496 SH   DFND   496 0 0
Shaw Communications Inc CL B CONV 82028K200 333 11,300 SH   DFND 7 457 0 10,843
Sherwin-Williams Co/The COM 824348106 56 252 SH   DFND   252 0 0
Sherwin-Williams Co/The COM 824348106 2,060 9,200 SH   DFND 11 9,200 0 0
Sherwin-Williams Co/The COM 824348106 26,594 118,772 SH   DFND 7 92,985 0 25,787
Sherwin-Williams Co/The COM 824348106 38,332 171,196 SH   DFND 8 166,596 0 4,600
Shift4 Payments Inc CL A 82452J109 7,751 234,444 SH   DFND 7 234,444 0 0
Shift4 Payments Inc NOTE 12/1 82452JAB5 3,330 4,100,000 PRN   DFND 7 3,470,000 0 630,000
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 449 15,706 SH   DFND 7 0 0 15,706
Shockwave Medical Inc COM 82489T104 2,141 11,200 SH   DFND 8 11,200 0 0
Shopify Inc CL A 82509L107 37 1,190 SH   DFND   1,190 0 0
Shopify Inc CL A 82509L107 2,894 92,640 SH   DFND 7 21,300 0 71,340
Shopify Inc CL A 82509L107 62 2,000 SH   DFND 8 0 0 2,000
Shopify Inc NOTE 0.125%11/0 82509LAA5 7,133 8,500,000 PRN   DFND 7 7,183,000 0 1,317,000
Signature Bank/New York NY COM 82669G104 11 64 SH   DFND   64 0 0
Signature Bank/New York NY COM 82669G104 233 1,300 SH   DFND 11 1,000 0 300
Signature Bank/New York NY COM 82669G104 2,509 14,000 SH   DFND 7 14,000 0 0
Signature Bank/New York NY COM 82669G104 4,444 24,800 SH   DFND 8 16,100 0 8,700
Signet Jewelers Ltd SHS G81276100 428 8,000 SH   DFND 11 6,000 0 2,000
Signet Jewelers Ltd SHS G81276100 2,130 39,850 SH   DFND 8 24,450 0 15,400
Silence Therapeutics PLC ADS 82686Q101 7,604 641,666 SH   DFND 8 641,666 0 0
Silicon Laboratories Inc COM 826919102 48 340 SH   DFND   340 0 0
Silicon Laboratories Inc COM 826919102 3,627 25,870 SH   DFND 7 25,870 0 0
Silicon Laboratories Inc COM 826919102 183,788 1,310,710 SH   DFND 8 1,307,021 0 3,689
Simon Property Group Inc COM 828806109 20,066 211,399 SH   DFND 10 211,399 0 0
Simon Property Group Inc COM 828806109 32 332 SH   DFND 7 332 0 0
Simpson Manufacturing Co Inc COM 829073105 473 4,700 SH   DFND 8 0 0 4,700
SiteOne Landscape Supply Inc COM 82982L103 808 6,800 SH   DFND 11 5,200 0 1,600
SiteOne Landscape Supply Inc COM 82982L103 6,348 53,400 SH   DFND 8 48,400 0 5,000
SJW Group COM 784305104 306 4,900 SH   DFND 11 4,000 0 900
SJW Group COM 784305104 206 3,300 SH   DFND 8 0 0 3,300
SK Telecom Co Ltd SPONSORED ADR 78440P306 314 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105 356 7,500 SH   DFND 8 0 0 7,500
Skyworks Solutions Inc COM 83088M102 15 167 SH   DFND   167 0 0
Skyworks Solutions Inc COM 83088M102 223 2,402 SH   DFND 7 2,402 0 0
SM Energy Co COM 78454L100 431 12,600 SH   DFND 11 10,200 0 2,400
SM Energy Co COM 78454L100 2,087 61,050 SH   DFND 8 48,750 0 12,300
Smith & Wesson Brands Inc COM 831754106 55 4,200 SH   DFND 11 4,200 0 0
Smith & Wesson Brands Inc COM 831754106 83 6,300 SH   DFND 8 0 0 6,300
Snap Inc CL A 83304A106 15 1,115 SH   DFND   1,115 0 0
Snap Inc CL A 83304A106 5,620 427,997 SH   DFND 8 417,959 0 10,038
Snap Inc NOTE 0.250% 5/0 83304AAD8 2,809 2,700,000 PRN   DFND 7 2,200,000 0 500,000
Snap-on Inc COM 833034101 11 54 SH   DFND   54 0 0
Snap-on Inc COM 833034101 1,123 5,700 SH   DFND 11 5,700 0 0
Snap-on Inc COM 833034101 170 865 SH   DFND 7 865 0 0
Snap-on Inc COM 833034101 25,168 127,735 SH   DFND 8 119,200 0 8,535
Snowflake Inc CL A 833445109 30 218 SH   DFND   218 0 0
Snowflake Inc CL A 833445109 92 664 SH   DFND 7 0 0 664
Snowflake Inc CL A 833445109 5,394 38,786 SH   DFND 8 38,000 0 786
SoFi Technologies Inc COM 83406F102 3,373 640,000 SH   DFND 7 640,000 0 0
SolarEdge Technologies Inc COM 83417M104 15 54 SH   DFND   54 0 0
SolarEdge Technologies Inc COM 83417M104 3,859 14,100 SH   DFND 8 14,100 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6 7,356 6,155,000 PRN   DFND 7 4,860,000 0 1,295,000
Sorrento Therapeutics Inc COM NEW 83587F202 859 427,300 SH   DFND 8 427,300 0 0
Southern Co/The COM 842587107 77 1,078 SH   DFND   1,078 0 0
Southern Co/The COM 842587107 7,188 100,798 SH   DFND 7 19,847 0 80,951
Southern Co/The COM 842587107 4,699 65,900 SH   DFND 8 63,400 0 2,500
Southwest Airlines Co NOTE 1.250% 5/0 844741BG2 4,987 4,220,000 PRN   DFND 7 2,500,000 0 1,720,000
Southwestern Energy Co COM 845467109 399 63,800 SH   DFND 11 49,500 0 14,300
Southwestern Energy Co COM 845467109 1,426 228,100 SH   DFND 8 182,400 0 45,700
SpartanNash Co COM 847215100 211 7,000 SH   DFND 11 5,300 0 1,700
SpartanNash Co COM 847215100 2,076 68,800 SH   DFND 8 63,700 0 5,100
SPDR S&P 500 ETF Trust TR UNIT 78462F103 2,950 7,821 SH   DFND   7,821 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 12,927 34,266 SH   DFND 11 34,266 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 2,343 5,666 SH   DFND 11 5,666 0 0
S&P Global Inc COM 78409V104 121 360 SH   DFND   360 0 0
S&P Global Inc COM 78409V104 2,730 8,100 SH   DFND 11 8,100 0 0
S&P Global Inc COM 78409V104 19,994 59,320 SH   DFND 7 43,530 0 15,790
S&P Global Inc COM 78409V104 59,127 175,420 SH   DFND 8 171,220 0 4,200
Splunk Inc COM 848637104 14 161 SH   DFND   161 0 0
Splunk Inc COM 848637104 1,758 19,870 SH   DFND 7 19,870 0 0
Splunk Inc COM 848637104 13,835 156,394 SH   DFND 8 154,707 0 1,687
Splunk Inc NOTE 0.500% 9/1 848637AC8 6,844 7,150,000 PRN   DFND 7 5,930,000 0 1,220,000
Splunk Inc NOTE 1.125% 6/1 848637AF1 3,949 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6 10,792 11,540,000 PRN   DFND 7 9,670,000 0 1,870,000
Spotify Technology SA NOTE 3/1 84921RAB6 10,277 13,000,000 PRN   DFND 7 10,357,000 0 2,643,000
SpringWorks Therapeutics Inc COM 85205L107 2,635 107,022 SH   DFND 8 107,022 0 0
Sprinklr Inc CL A 85208T107 12,418 1,228,306 SH   DFND 8 1,228,306 0 0
Sprouts Farmers Market Inc COM 85208M102 385 15,200 SH   DFND 11 11,100 0 4,100
Sprouts Farmers Market Inc COM 85208M102 172 6,800 SH   DFND 8 0 0 6,800
Sprout Social Inc COM CL A 85209W109 4,413 76,000 SH   DFND 7 76,000 0 0
Sprout Social Inc COM CL A 85209W109 7,719 132,929 SH   DFND 8 128,576 0 4,353
SPS Commerce Inc COM 78463M107 588 5,200 SH   DFND 11 4,100 0 1,100
SPS Commerce Inc COM 78463M107 5,415 47,900 SH   DFND 8 40,200 0 7,700
SPX Corp COM 784635104 370 7,000 SH   DFND 11 5,800 0 1,200
SPX Corp COM 784635104 1,658 31,375 SH   DFND 8 24,875 0 6,500
SS&C Technologies Holdings Inc COM 78467J100 14 235 SH   DFND   235 0 0
SS&C Technologies Holdings Inc COM 78467J100 4,697 80,881 SH   DFND 7 77,665 0 3,216
SSR Mining Inc NOTE 2.500% 4/0 784730AB9 1,379 1,200,000 PRN   DFND 7 1,000,000 0 200,000
STAAR Surgical Co COM PAR $0.01 852312305 837 11,800 SH   DFND 8 6,300 0 5,500
STAG Industrial Inc COM 85254J102 343 11,100 SH   DFND 11 9,000 0 2,100
STAG Industrial Inc COM 85254J102 4,632 150,000 SH   DFND 7 150,000 0 0
STAG Industrial Inc COM 85254J102 2,391 77,425 SH   DFND 8 66,725 0 10,700
Standard Motor Products Inc COM 853666105 234 5,200 SH   DFND 11 3,900 0 1,300
Standard Motor Products Inc COM 853666105 1,777 39,500 SH   DFND 8 35,500 0 4,000
Stanley Black & Decker Inc COM 854502101 17 166 SH   DFND   166 0 0
Stanley Black & Decker Inc COM 854502101 93 889 SH   DFND 7 889 0 0
Stanley Black & Decker Inc COM 854502101 755 7,200 SH   DFND 8 4,000 0 3,200
Starbucks Corp COM 855244109 89 1,170 SH   DFND   1,170 0 0
Starbucks Corp COM 855244109 5,459 71,462 SH   DFND 7 39,110 0 32,352
Starbucks Corp COM 855244109 43,684 571,857 SH   DFND 8 559,457 0 12,400
State Street Corp COM 857477103 23 372 SH   DFND   372 0 0
State Street Corp COM 857477103 23 369 SH   DFND 7 369 0 0
State Street Corp COM 857477103 14,258 231,267 SH   DFND 8 196,567 0 34,700
Steel Dynamics Inc COM 858119100 13 195 SH   DFND   195 0 0
Steel Dynamics Inc COM 858119100 880 13,300 SH   DFND 11 9,600 0 3,700
Steel Dynamics Inc COM 858119100 13 200 SH   DFND 7 200 0 0
Steel Dynamics Inc COM 858119100 8,209 124,100 SH   DFND 8 94,900 0 29,200
Stellantis NV SHS N82405106 245,172 20,809,056 SH   DFND 7 15,860,811 0 4,948,245
Stellantis NV SHS N82405106 10,860 921,715 SH   DFND 8 921,715 0 0
STERIS PLC SHS USD G8473T100 21 102 SH   DFND   102 0 0
STERIS PLC SHS USD G8473T100 189 917 SH   DFND 7 917 0 0
STERIS PLC SHS USD G8473T100 3,195 15,500 SH   DFND 8 15,500 0 0
Steven Madden Ltd COM 556269108 271 8,400 SH   DFND 11 7,300 0 1,100
Steven Madden Ltd COM 556269108 387 12,000 SH   DFND 8 0 0 12,000
Stewart Information Services Corp COM 860372101 159 3,200 SH   DFND 11 2,300 0 900
Stewart Information Services Corp COM 860372101 234 4,700 SH   DFND 8 0 0 4,700
StoneCo Ltd COM CL A G85158106 3,516 456,562 SH   DFND 7 456,562 0 0
STORE Capital Corp COM 862121100 13,874 531,962 SH   DFND 10 531,962 0 0
Stryker Corp COM 863667101 69 346 SH   DFND   346 0 0
Stryker Corp COM 863667101 5,219 26,233 SH   DFND 7 12,056 0 14,177
Stryker Corp COM 863667101 10,779 54,184 SH   DFND 8 51,084 0 3,100
Sun Communities Inc COM 866674104 13,370 83,900 SH   DFND 10 83,900 0 0
Sun Communities Inc COM 866674104 228 1,431 SH   DFND 7 1,431 0 0
Sun Communities Inc COM 866674104 5,624 35,289 SH   DFND 8 35,289 0 0
Suncor Energy Inc COM 867224107 52 1,490 SH   DFND   1,490 0 0
Suncor Energy Inc COM 867224107 1,682 47,966 SH   DFND 7 47,966 0 0
Sun Life Financial Inc COM 866796105 28 610 SH   DFND   610 0 0
Sun Life Financial Inc COM 866796105 1,397 30,500 SH   DFND 11 30,500 0 0
Sun Life Financial Inc COM 866796105 27 591 SH   DFND 7 591 0 0
Sun Life Financial Inc COM 866796105 7,591 165,700 SH   DFND 8 160,800 0 4,900
Sunrun Inc COM 86771W105 628 26,900 SH   DFND 8 26,900 0 0
SVB Financial Group COM 78486Q101 24 60 SH   DFND   60 0 0
SVB Financial Group COM 78486Q101 23 59 SH   DFND 7 59 0 0
SVB Financial Group COM 78486Q101 13,015 32,950 SH   DFND 8 32,950 0 0
Switch Inc CL A 87105L104 9,380 280,000 SH   DFND 7 280,000 0 0
Synchrony Financial COM 87165B103 15 530 SH   DFND   530 0 0
Synchrony Financial COM 87165B103 4,932 178,569 SH   DFND 7 178,569 0 0
Synchrony Financial COM 87165B103 25,921 938,500 SH   DFND 8 865,000 0 73,500
Syneos Health Inc CL A 87166B102 36 500 SH   DFND 11 500 0 0
Syneos Health Inc CL A 87166B102 613 8,550 SH   DFND 8 8,550 0 0
Synopsys Inc COM 871607107 47 156 SH   DFND   156 0 0
Synopsys Inc COM 871607107 1,215 4,000 SH   DFND 11 4,000 0 0
Synopsys Inc COM 871607107 1,033 3,401 SH   DFND 7 3,401 0 0
Synopsys Inc COM 871607107 74,208 244,347 SH   DFND 8 231,267 0 13,080
Synovus Financial Corp COM NEW 87161C501 130 3,600 SH   DFND 11 2,700 0 900
Synovus Financial Corp COM NEW 87161C501 1,172 32,500 SH   DFND 8 29,700 0 2,800
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 73 889 SH   DFND   889 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 20,545 251,310 SH   DFND 7 189,001 0 62,309
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 71,313 872,330 SH   DFND 8 865,679 0 6,651
Take-Two Interactive Software Inc COM 874054109 20 164 SH   DFND   164 0 0
Take-Two Interactive Software Inc COM 874054109 267 2,181 SH   DFND 7 2,181 0 0
Take-Two Interactive Software Inc COM 874054109 5,381 43,917 SH   DFND 8 41,317 0 2,600
Talos Energy Inc COM 87484T108 176 11,400 SH   DFND 11 8,400 0 3,000
Talos Energy Inc COM 87484T108 159 10,300 SH   DFND 8 0 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203 3,196 54,000 SH   DFND 7 54,000 0 0
Tandem Diabetes Care Inc COM NEW 875372203 21,661 365,952 SH   DFND 8 365,952 0 0
Target Corp COM 87612E106 69 487 SH   DFND   487 0 0
Target Corp COM 87612E106 1,087 7,700 SH   DFND 11 7,700 0 0
Target Corp COM 87612E106 6,223 44,061 SH   DFND 7 11,672 0 32,389
Target Corp COM 87612E106 38,287 271,100 SH   DFND 8 262,400 0 8,700
TC Energy Corp COM 87807B107 53 1,021 SH   DFND   1,021 0 0
TC Energy Corp COM 87807B107 4,947 95,490 SH   DFND 7 32,754 0 62,736
TC Energy Corp COM 87807B107 414 8,000 SH   DFND 8 1,300 0 6,700
TD SYNNEX Corp COM 87162W100 419 4,600 SH   DFND 8 0 0 4,600
TE Connectivity Ltd SHS H84989104 43 381 SH   DFND   381 0 0
TE Connectivity Ltd SHS H84989104 10,524 93,012 SH   DFND 7 30,698 0 62,314
TE Connectivity Ltd SHS H84989104 49,395 436,541 SH   DFND 8 435,841 0 700
TEGNA Inc COM 87901J105 484 23,100 SH   DFND 8 23,100 0 0
Teladoc Health Inc COM 87918A105 5 163 SH   DFND   163 0 0
Teladoc Health Inc COM 87918A105 1,650 49,684 SH   DFND 8 49,684 0 0
Teledyne Technologies Inc COM 879360105 18 48 SH   DFND   48 0 0
Teledyne Technologies Inc COM 879360105 1,688 4,500 SH   DFND 8 4,500 0 0
Telefonica Brasil SA NEW ADR 87936R205 375 41,344 SH   DFND 7 0 0 41,344
Tenable Holdings Inc COM 88025T102 43,846 965,564 SH   DFND 8 958,577 0 6,987
Tenet Healthcare Corp COM NEW 88033G407 331 6,300 SH   DFND 11 4,800 0 1,500
Tenet Healthcare Corp COM NEW 88033G407 1,243 23,650 SH   DFND 8 19,750 0 3,900
Teradata Corp COM 88076W103 540 14,600 SH   DFND 11 11,800 0 2,800
Teradata Corp COM 88076W103 4,666 126,075 SH   DFND 8 111,075 0 15,000
Teradyne Inc COM 880770102 15 165 SH   DFND   165 0 0
Teradyne Inc COM 880770102 1,752 19,568 SH   DFND 7 19,568 0 0
Teradyne Inc COM 880770102 101,586 1,134,409 SH   DFND 8 1,132,175 0 2,234
Terex Corp COM 880779103 345 12,600 SH   DFND 11 9,600 0 3,000
Terex Corp COM 880779103 3,145 114,900 SH   DFND 8 93,800 0 21,100
Tesla Inc COM 88160R101 659 979 SH   DFND   979 0 0
Tesla Inc COM 88160R101 49,678 73,770 SH   DFND 7 49,580 0 24,190
Tesla Inc COM 88160R101 136,204 202,257 SH   DFND 8 199,070 0 3,187
Tetra Tech Inc COM 88162G103 7,339 53,746 SH   DFND 7 53,746 0 0
Texas Instruments Inc COM 882508104 4,041 26,300 SH   DFND 11 26,300 0 0
Texas Instruments Inc COM 882508104 16,976 110,483 SH   DFND 7 79,290 0 31,193
Texas Instruments Inc COM 882508104 153,510 999,092 SH   DFND 8 982,723 0 16,369
Theravance Biopharma Inc COM G8807B106 124 13,700 SH   DFND 11 10,400 0 3,300
Theravance Biopharma Inc COM G8807B106 1,266 139,725 SH   DFND 8 127,625 0 12,100
Thermo Fisher Scientific Inc COM 883556102 298 548 SH   DFND   548 0 0
Thermo Fisher Scientific Inc COM 883556102 3,586 6,600 SH   DFND 11 6,600 0 0
Thermo Fisher Scientific Inc COM 883556102 84,055 154,717 SH   DFND 7 123,459 0 31,258
Thermo Fisher Scientific Inc COM 883556102 299,765 551,769 SH   DFND 8 548,488 0 3,281
Thermon Group Holdings Inc COM 88362T103 876 62,350 SH   DFND 8 62,350 0 0
Thomson Reuters Corp COM NEW 884903709 18 177 SH   DFND   177 0 0
Thomson Reuters Corp COM NEW 884903709 18 172 SH   DFND 7 172 0 0
Thomson Reuters Corp COM NEW 884903709 4,283 41,100 SH   DFND 8 40,400 0 700
Timken Co/The COM 887389104 605 11,400 SH   DFND 11 9,500 0 1,900
Timken Co/The COM 887389104 531 10,000 SH   DFND 8 600 0 9,400
TIM SA/Brazil SPONSORED ADR 88706T108 130 10,660 SH   DFND 7 0 0 10,660
TJX Cos Inc/The COM 872540109 2,034 36,423 SH   DFND   36,423 0 0
TJX Cos Inc/The COM 872540109 603 10,800 SH   DFND 11 10,800 0 0
TJX Cos Inc/The COM 872540109 37,552 672,372 SH   DFND 7 416,917 0 255,455
TJX Cos Inc/The COM 872540109 26,121 467,691 SH   DFND 8 463,391 0 4,300
T-Mobile US Inc COM 872590104 85 635 SH   DFND   635 0 0
T-Mobile US Inc COM 872590104 7,327 54,459 SH   DFND 7 18,998 0 35,461
T-Mobile US Inc COM 872590104 6,921 51,444 SH   DFND 8 46,828 0 4,616
Toro Co/The COM 891092108 1,580 20,850 SH   DFND 8 20,850 0 0
Toronto-Dominion Bank/The COM NEW 891160509 124 1,897 SH   DFND   1,897 0 0
Toronto-Dominion Bank/The COM NEW 891160509 3,318 50,600 SH   DFND 11 50,600 0 0
Toronto-Dominion Bank/The COM NEW 891160509 1,586 24,189 SH   DFND 7 1,840 0 22,349
Toronto-Dominion Bank/The COM NEW 891160509 43,447 662,500 SH   DFND 8 590,100 0 72,400
TPI Composites Inc COM 87266J104 17 1,345 SH   DFND   1,345 0 0
TPI Composites Inc COM 87266J104 126 10,082 SH   DFND 7 10,082 0 0
TPI Composites Inc COM 87266J104 4,216 337,308 SH   DFND 8 337,308 0 0
Tractor Supply Co COM 892356106 22 115 SH   DFND   115 0 0
Tractor Supply Co COM 892356106 582 3,000 SH   DFND 11 3,000 0 0
Tractor Supply Co COM 892356106 2,322 11,977 SH   DFND 7 11,977 0 0
Tractor Supply Co COM 892356106 12,755 65,800 SH   DFND 8 65,400 0 400
Trane Technologies PLC SHS G8994E103 31 238 SH   DFND   238 0 0
Trane Technologies PLC SHS G8994E103 1,390 10,700 SH   DFND 11 10,700 0 0
Trane Technologies PLC SHS G8994E103 85 656 SH   DFND 7 656 0 0
Trane Technologies PLC SHS G8994E103 21,766 167,600 SH   DFND 8 165,900 0 1,700
TransMedics Group Inc COM 89377M109 10,745 341,656 SH   DFND 8 341,656 0 0
Transocean Ltd REG SHS H8817H100 105 31,400 SH   DFND 11 31,400 0 0
TransUnion COM 89400J107 16 195 SH   DFND   195 0 0
TransUnion COM 89400J107 5,647 70,600 SH   DFND 8 70,600 0 0
Travelers Cos Inc/The COM 89417E109 42 246 SH   DFND   246 0 0
Travelers Cos Inc/The COM 89417E109 3,738 22,100 SH   DFND 11 22,100 0 0
Travelers Cos Inc/The COM 89417E109 284 1,681 SH   DFND 7 1,681 0 0
Travelers Cos Inc/The COM 89417E109 19,146 113,200 SH   DFND 8 106,800 0 6,400
Travere Therapeutics Inc COM 89422G107 128 5,300 SH   DFND 11 5,300 0 0
Travere Therapeutics Inc COM 89422G107 5,447 224,790 SH   DFND 8 216,590 0 8,200
Trex Co Inc COM 89531P105 3,262 59,943 SH   DFND 7 59,943 0 0
Trex Co Inc COM 89531P105 3,404 62,550 SH   DFND 8 62,550 0 0
Trimble Inc COM 896239100 78 1,347 SH   DFND   1,347 0 0
Trimble Inc COM 896239100 245 4,200 SH   DFND 11 4,200 0 0
Trimble Inc COM 896239100 8,974 154,113 SH   DFND 7 114,195 0 39,918
Trimble Inc COM 896239100 108,652 1,865,911 SH   DFND 8 1,864,811 0 1,100
TriNet Group Inc COM 896288107 644 8,300 SH   DFND 11 6,800 0 1,500
TriNet Group Inc COM 896288107 5,327 68,625 SH   DFND 8 62,025 0 6,600
Trip.com Group Ltd ADS 89677Q107 10,666 388,552 SH   DFND 7 380,757 0 7,795
Tri Pointe Homes Inc COM 87265H109 304 18,000 SH   DFND 11 13,900 0 4,100
Tri Pointe Homes Inc COM 87265H109 2,703 160,250 SH   DFND 8 147,750 0 12,500
Triton International Ltd CL A G9078F107 563 10,700 SH   DFND 8 0 0 10,700
T Rowe Price Group Inc COM 74144T108 26 232 SH   DFND   232 0 0
T Rowe Price Group Inc COM 74144T108 773 6,800 SH   DFND 11 6,800 0 0
T Rowe Price Group Inc COM 74144T108 65 570 SH   DFND 7 570 0 0
T Rowe Price Group Inc COM 74144T108 15,530 136,696 SH   DFND 8 132,100 0 4,596
TrueBlue Inc COM 89785X101 141 7,900 SH   DFND 11 5,800 0 2,100
TrueBlue Inc COM 89785X101 113 6,300 SH   DFND 8 0 0 6,300
TrueCar Inc COM 89785L107 694 267,825 SH   DFND 8 267,825 0 0
Truist Financial Corp COM 89832Q109 64 1,351 SH   DFND   1,351 0 0
Truist Financial Corp COM 89832Q109 6,469 136,396 SH   DFND 7 5,679 0 130,717
Truist Financial Corp COM 89832Q109 4,004 84,414 SH   DFND 8 72,600 0 11,814
TTEC Holdings Inc COM 89854H102 373 5,500 SH   DFND 11 5,500 0 0
TTEC Holdings Inc COM 89854H102 2,783 41,000 SH   DFND 8 38,800 0 2,200
Tupperware Brands Corp COM 899896104 551 86,925 SH   DFND 8 86,925 0 0
Twilio Inc CL A 90138F102 15 175 SH   DFND   175 0 0
Twilio Inc CL A 90138F102 16,111 192,234 SH   DFND 8 190,193 0 2,041
Twitter Inc COM 90184L102 30 814 SH   DFND   814 0 0
Twitter Inc COM 90184L102 258 6,905 SH   DFND 7 6,905 0 0
Twitter Inc COM 90184L102 588 15,716 SH   DFND 8 15,716 0 0
Tyson Foods Inc CL A 902494103 26 297 SH   DFND   297 0 0
Tyson Foods Inc CL A 902494103 269 3,126 SH   DFND 7 3,126 0 0
Tyson Foods Inc CL A 902494103 35,310 410,300 SH   DFND 8 375,100 0 35,200
UBS Group AG SHS H42097107 13 805 SH   DFND   805 0 0
UBS Group AG SHS H42097107 163,989 10,110,280 SH   DFND 7 8,207,516 0 1,902,764
UBS Group AG SHS H42097107 7,181 442,699 SH   DFND 8 424,758 0 17,941
UDR Inc COM 902653104 22,160 481,328 SH   DFND 10 481,328 0 0
UDR Inc COM 902653104 94 2,031 SH   DFND 7 2,031 0 0
UFP Industries Inc COM 90278Q108 477 7,000 SH   DFND 8 0 0 7,000
UGI Corp COM 902681105 8 213 SH   DFND   213 0 0
UGI Corp COM 902681105 7 179 SH   DFND 7 179 0 0
UGI Corp COM 902681105 6,266 162,300 SH   DFND 8 162,300 0 0
Ulta Beauty Inc COM 90384S303 21 55 SH   DFND   55 0 0
Ulta Beauty Inc COM 90384S303 179 464 SH   DFND 7 464 0 0
Ulta Beauty Inc COM 90384S303 1,542 4,000 SH   DFND 8 0 0 4,000
Ultragenyx Pharmaceutical Inc COM 90400D108 13,462 225,638 SH   DFND 8 225,638 0 0
UMB Financial Corp COM 902788108 672 7,800 SH   DFND 8 0 0 7,800
UMH Properties Inc COM 903002103 150 8,500 SH   DFND 11 6,700 0 1,800
UMH Properties Inc COM 903002103 1,136 64,311 SH   DFND 8 56,611 0 7,700
Union Pacific Corp COM 907818108 138 648 SH   DFND   648 0 0
Union Pacific Corp COM 907818108 3,199 15,000 SH   DFND 10 15,000 0 0
Union Pacific Corp COM 907818108 3,796 17,800 SH   DFND 11 17,800 0 0
Union Pacific Corp COM 907818108 10,746 50,383 SH   DFND 7 26,100 0 24,283
Union Pacific Corp COM 907818108 95,055 445,680 SH   DFND 8 436,680 0 9,000
uniQure NV SHS N90064101 138 7,400 SH   DFND 11 6,000 0 1,400
uniQure NV SHS N90064101 1,296 69,525 SH   DFND 8 62,325 0 7,200
Unisys Corp COM NEW 909214306 146 12,100 SH   DFND 11 9,100 0 3,000
Unisys Corp COM NEW 909214306 1,451 120,600 SH   DFND 8 109,800 0 10,800
UnitedHealth Group Inc COM 91324P102 492 957 SH   DFND   957 0 0
UnitedHealth Group Inc COM 91324P102 3,904 7,600 SH   DFND 11 7,600 0 0
UnitedHealth Group Inc COM 91324P102 41,649 81,087 SH   DFND 7 42,950 0 38,137
UnitedHealth Group Inc COM 91324P102 335,550 653,291 SH   DFND 8 649,791 0 3,500
United Microelectronics Corp SPON ADR NEW 910873405 259 38,300 SH   DFND 7 0 0 38,300
United Parcel Service Inc CL B 911312106 136 745 SH   DFND   745 0 0
United Parcel Service Inc CL B 911312106 1,497 8,200 SH   DFND 11 8,200 0 0
United Parcel Service Inc CL B 911312106 9,043 49,540 SH   DFND 7 21,461 0 28,079
United Parcel Service Inc CL B 911312106 82,802 453,609 SH   DFND 8 428,390 0 25,219
United Rentals Inc COM 911363109 18 74 SH   DFND   74 0 0
United Rentals Inc COM 911363109 154 634 SH   DFND 7 323 0 311
United Rentals Inc COM 911363109 12,402 51,054 SH   DFND 8 51,054 0 0
United Therapeutics Corp COM 91307C102 236 1,000 SH   DFND 11 800 0 200
United Therapeutics Corp COM 91307C102 10,194 43,260 SH   DFND 8 41,860 0 1,400
Uniti Group Inc COM 91325V108 291 30,900 SH   DFND 11 24,600 0 6,300
Uniti Group Inc COM 91325V108 2,603 276,325 SH   DFND 8 250,325 0 26,000
Unity Software Inc COM 91332U101 7 194 SH   DFND   194 0 0
Unity Software Inc COM 91332U101 951 25,818 SH   DFND 8 25,818 0 0
Universal Electronics Inc COM 913483103 102 4,000 SH   DFND 11 3,000 0 1,000
Universal Electronics Inc COM 913483103 602 23,540 SH   DFND 8 23,540 0 0
Unum Group COM 91529Y106 646 19,000 SH   DFND 11 14,600 0 4,400
Unum Group COM 91529Y106 4,967 145,990 SH   DFND 8 96,390 0 49,600
Urstadt Biddle Properties Inc CL A 917286205 271 16,700 SH   DFND 11 13,300 0 3,400
Urstadt Biddle Properties Inc CL A 917286205 113 7,000 SH   DFND 8 0 0 7,000
US Bancorp COM NEW 902973304 66 1,434 SH   DFND   1,434 0 0
US Bancorp COM NEW 902973304 13,459 292,453 SH   DFND 7 166,742 0 125,711
US Bancorp COM NEW 902973304 13,212 287,100 SH   DFND 8 272,400 0 14,700
US Foods Holding Corp COM 912008109 813 26,500 SH   DFND 11 20,900 0 5,600
US Foods Holding Corp COM 912008109 3,525 114,900 SH   DFND 8 87,400 0 27,500
Valero Energy Corp COM 91913Y100 44 416 SH   DFND   416 0 0
Valero Energy Corp COM 91913Y100 13,522 127,229 SH   DFND 7 15,671 0 111,558
Valero Energy Corp COM 91913Y100 20,261 190,639 SH   DFND 8 163,439 0 27,200
Valhi Inc COM 918905209 186 4,100 SH   DFND 11 3,300 0 800
Valhi Inc COM 918905209 684 15,086 SH   DFND 8 11,686 0 3,400
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 9,545 119,285 SH   DFND 11 119,285 0 0
Vanguard S&P 500 ETF S&P 500 ETF SHS 922908363 7,562 21,800 SH   DFND 7 21,800 0 0
Varex Imaging Corp COM 92214X106 158 7,400 SH   DFND 11 5,700 0 1,700
Varex Imaging Corp COM 92214X106 1,359 63,550 SH   DFND 8 55,950 0 7,600
Veeva Systems Inc CL A COM 922475108 28 141 SH   DFND   141 0 0
Veeva Systems Inc CL A COM 922475108 28 140 SH   DFND 7 140 0 0
Veeva Systems Inc CL A COM 922475108 46,578 235,197 SH   DFND 8 222,414 0 12,783
Verint Systems Inc COM 92343X100 462 10,900 SH   DFND 11 8,200 0 2,700
Verint Systems Inc COM 92343X100 1,541 36,381 SH   DFND 7 32,745 0 3,636
Verint Systems Inc COM 92343X100 4,436 104,750 SH   DFND 8 84,550 0 20,200
VeriSign Inc COM 92343E102 17 101 SH   DFND   101 0 0
VeriSign Inc COM 92343E102 735 4,395 SH   DFND 11 4,395 0 0
VeriSign Inc COM 92343E102 340 2,031 SH   DFND 7 2,031 0 0
VeriSign Inc COM 92343E102 9,871 58,990 SH   DFND 8 58,290 0 700
Verisk Analytics Inc COM 92345Y106 28 164 SH   DFND   164 0 0
Verisk Analytics Inc COM 92345Y106 1,246 7,200 SH   DFND 11 7,200 0 0
Verisk Analytics Inc COM 92345Y106 21,445 123,893 SH   DFND 7 123,816 0 77
Verisk Analytics Inc COM 92345Y106 28,356 163,823 SH   DFND 8 162,523 0 1,300
Veritiv Corp COM 923454102 152 1,400 SH   DFND 11 1,100 0 300
Veritiv Corp COM 923454102 912 8,400 SH   DFND 8 7,300 0 1,100
Verizon Communications Inc COM 92343V104 217 4,270 SH   DFND   4,270 0 0
Verizon Communications Inc COM 92343V104 4,537 89,400 SH   DFND 11 89,400 0 0
Verizon Communications Inc COM 92343V104 3,016 59,419 SH   DFND 7 8,684 0 50,735
Verizon Communications Inc COM 92343V104 159,345 3,139,800 SH   DFND 8 3,019,800 0 120,000
Vertex Pharmaceuticals Inc COM 92532F100 73 259 SH   DFND   259 0 0
Vertex Pharmaceuticals Inc COM 92532F100 719 2,550 SH   DFND 7 2,550 0 0
Vertex Pharmaceuticals Inc COM 92532F100 65,124 231,107 SH   DFND 8 215,896 0 15,211
Viatris Inc COM 92556V106 13 1,230 SH   DFND   1,230 0 0
Viatris Inc COM 92556V106 228 21,796 SH   DFND 7 16,903 0 4,893
Viatris Inc COM 92556V106 13,831 1,320,965 SH   DFND 8 1,285,663 0 35,302
Viavi Solutions Inc COM 925550105 35,803 2,706,197 SH   DFND 8 2,688,978 0 17,219
VICI Properties Inc COM 925652109 870 29,200 SH   DFND 11 23,300 0 5,900
VICI Properties Inc COM 925652109 301 10,094 SH   DFND 7 10,094 0 0
VICI Properties Inc COM 925652109 1,910 64,100 SH   DFND 8 29,500 0 34,600
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 418 42,222 SH   DFND   0 0 42,222
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 944 95,422 SH   DFND 7 95,422 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 1,689 170,769 SH   DFND 8 170,769 0 0
Virtu Financial Inc CL A 928254101 398 17,000 SH   DFND 11 14,000 0 3,000
Virtu Financial Inc CL A 928254101 3,084 131,750 SH   DFND 8 114,950 0 16,800
Visa Inc COM CL A 92826C839 332 1,687 SH   DFND   1,687 0 0
Visa Inc COM CL A 92826C839 2,737 13,900 SH   DFND 11 13,900 0 0
Visa Inc COM CL A 92826C839 95,029 482,649 SH   DFND 7 404,305 0 78,344
Visa Inc COM CL A 92826C839 284,303 1,443,969 SH   DFND 8 1,407,802 0 36,167
Vishay Intertechnology Inc COM 928298108 421 23,600 SH   DFND 11 19,600 0 4,000
Vishay Intertechnology Inc COM 928298108 3,777 211,925 SH   DFND 8 176,325 0 35,600
Vista Outdoor Inc COM 928377100 279 10,000 SH   DFND 11 7,600 0 2,400
Vista Outdoor Inc COM 928377100 752 26,957 SH   DFND 8 22,757 0 4,200
Voya Financial Inc COM 929089100 3,989 67,000 SH   DFND 8 48,800 0 18,200
Vulcan Materials Co COM 929160109 19 135 SH   DFND   135 0 0
Vulcan Materials Co COM 929160109 19 134 SH   DFND 7 134 0 0
Vulcan Materials Co COM 929160109 185 1,300 SH   DFND 8 1,300 0 0
Wabash National Corp COM 929566107 136 10,000 SH   DFND 11 7,600 0 2,400
Wabash National Corp COM 929566107 1,052 77,500 SH   DFND 8 67,900 0 9,600
Walmart Inc COM 931142103 189 1,552 SH   DFND   1,552 0 0
Walmart Inc COM 931142103 3,258 26,800 SH   DFND 11 26,800 0 0
Walmart Inc COM 931142103 8,431 69,348 SH   DFND 7 28,609 0 40,739
Walmart Inc COM 931142103 70,377 578,850 SH   DFND 8 562,050 0 16,800
Walt Disney Co/The COM 254687106 1,891 20,037 SH   DFND   20,037 0 0
Walt Disney Co/The COM 254687106 31,237 330,903 SH   DFND 7 279,094 0 51,809
Walt Disney Co/The COM 254687106 18,305 193,904 SH   DFND 8 178,404 0 15,500
Warner Bros Discovery Inc COM SER A 934423104 328 24,457 SH   DFND 11 24,457 0 0
Warner Bros Discovery Inc COM SER A 934423104 858 63,962 SH   DFND 7 8,245 0 55,717
Warner Bros Discovery Inc COM SER A 934423104 1,798 133,967 SH   DFND 8 83,458 0 50,509
Waste Connections Inc COM 94106B101 127 1,022 SH   DFND   1,022 0 0
Waste Connections Inc COM 94106B101 17,678 142,613 SH   DFND 7 48,371 0 94,242
Waste Connections Inc COM 94106B101 92,191 743,716 SH   DFND 8 743,016 0 700
Waste Management Inc COM 94106L109 65 422 SH   DFND   422 0 0
Waste Management Inc COM 94106L109 1,025 6,700 SH   DFND 11 6,700 0 0
Waste Management Inc COM 94106L109 798 5,216 SH   DFND 7 422 0 4,794
Waste Management Inc COM 94106L109 13,217 86,400 SH   DFND 8 81,400 0 5,000
Waters Corp COM 941848103 21 62 SH   DFND   62 0 0
Waters Corp COM 941848103 695 2,100 SH   DFND 11 2,100 0 0
Waters Corp COM 941848103 9,783 29,559 SH   DFND 7 27,363 0 2,196
Waters Corp COM 941848103 14,709 44,440 SH   DFND 8 44,200 0 240
Watts Water Technologies Inc CL A 942749102 4,648 37,834 SH   DFND 7 37,834 0 0
WEC Energy Group Inc COM 92939U106 32 321 SH   DFND   321 0 0
WEC Energy Group Inc COM 92939U106 735 7,300 SH   DFND 11 7,300 0 0
Wells Fargo & Co COM 949746101 152 3,880 SH   DFND   3,880 0 0
Wells Fargo & Co COM 949746101 10,482 267,609 SH   DFND 7 180,367 0 87,242
Wells Fargo & Co COM 949746101 15,257 389,500 SH   DFND 8 380,400 0 9,100
Welltower Inc COM 95040Q104 37,183 451,519 SH   DFND 10 451,519 0 0
Welltower Inc COM 95040Q104 465 5,649 SH   DFND 7 5,649 0 0
Wendy's Co/The COM 95058W100 211 11,200 SH   DFND 11 7,300 0 3,900
Werner Enterprises Inc COM 950755108 470 12,200 SH   DFND 8 0 0 12,200
Western Alliance Bancorp COM 957638109 805 11,400 SH   DFND 11 11,000 0 400
Western Alliance Bancorp COM 957638109 2,107 29,850 SH   DFND 8 18,750 0 11,100
Western Digital Corp COM 958102105 14 318 SH   DFND   318 0 0
Western Digital Corp COM 958102105 263 5,877 SH   DFND 7 5,877 0 0
Western Digital Corp COM 958102105 15,274 340,700 SH   DFND 8 296,700 0 44,000
Western Digital Corp NOTE 1.500% 2/0 958102AP0 15,811 16,556,000 PRN   DFND 7 14,393,000 0 2,163,000
Western Union Co/The COM 959802109 7 400 SH   DFND   400 0 0
Western Union Co/The COM 959802109 822 49,900 SH   DFND 11 49,900 0 0
Western Union Co/The COM 959802109 7 406 SH   DFND 7 406 0 0
Western Union Co/The COM 959802109 21,572 1,309,800 SH   DFND 8 1,300,100 0 9,700
West Fraser Timber Co Ltd COM 952845105 6 81 SH   DFND   81 0 0
West Fraser Timber Co Ltd COM 952845105 1,557 20,288 SH   DFND 7 16,681 0 3,607
West Fraser Timber Co Ltd COM 952845105 100 1,300 SH   DFND 8 0 0 1,300
Westinghouse Air Brake Technologies Corp COM 929740108 15 179 SH   DFND   179 0 0
Westinghouse Air Brake Technologies Corp COM 929740108 191 2,333 SH   DFND 7 2,333 0 0
Westlake Corp COM 960413102 4 39 SH   DFND   39 0 0
Westlake Corp COM 960413102 421 4,300 SH   DFND 11 3,500 0 800
Westlake Corp COM 960413102 578 5,900 SH   DFND 8 4,900 0 1,000
West Pharmaceutical Services Inc COM 955306105 23 76 SH   DFND   76 0 0
West Pharmaceutical Services Inc COM 955306105 1,089 3,600 SH   DFND 11 3,600 0 0
West Pharmaceutical Services Inc COM 955306105 176 582 SH   DFND 7 582 0 0
West Pharmaceutical Services Inc COM 955306105 34,402 113,774 SH   DFND 8 103,800 0 9,974
WEX Inc COM 96208T104 887 5,700 SH   DFND 11 4,500 0 1,200
WEX Inc COM 96208T104 8,191 52,657 SH   DFND 7 52,657 0 0
WEX Inc COM 96208T104 3,321 21,350 SH   DFND 8 15,850 0 5,500
Weyerhaeuser Co COM NEW 962166104 149 4,500 SH   DFND 11 4,500 0 0
Weyerhaeuser Co COM NEW 962166104 91 2,737 SH   DFND 7 2,737 0 0
Weyerhaeuser Co COM NEW 962166104 23,383 706,000 SH   DFND 8 692,400 0 13,600
Wheaton Precious Metals Corp COM 962879102 17 469 SH   DFND   469 0 0
Wheaton Precious Metals Corp COM 962879102 504 14,000 SH   DFND 11 14,000 0 0
Wheaton Precious Metals Corp COM 962879102 12,505 347,069 SH   DFND 7 347,069 0 0
Wheaton Precious Metals Corp COM 962879102 4,590 127,400 SH   DFND 8 125,400 0 2,000
Whirlpool Corp COM 963320106 9 60 SH   DFND   60 0 0
Whirlpool Corp COM 963320106 263 1,700 SH   DFND 11 1,000 0 700
Whirlpool Corp COM 963320106 98 635 SH   DFND 7 635 0 0
Whirlpool Corp COM 963320106 14,155 91,400 SH   DFND 8 81,700 0 9,700
Williams Cos Inc/The COM 969457100 39 1,236 SH   DFND   1,236 0 0
Williams Cos Inc/The COM 969457100 1,306 41,834 SH   DFND 7 41,834 0 0
Williams Cos Inc/The COM 969457100 1,420 45,500 SH   DFND 8 45,500 0 0
Williams-Sonoma Inc COM 969904101 743 6,700 SH   DFND 11 5,100 0 1,600
Williams-Sonoma Inc COM 969904101 10,431 94,015 SH   DFND 8 74,525 0 19,490
Willis Towers Watson PLC SHS G96629103 24 120 SH   DFND   120 0 0
Willis Towers Watson PLC SHS G96629103 1,263 6,400 SH   DFND 11 6,400 0 0
Willis Towers Watson PLC SHS G96629103 26 131 SH   DFND 7 131 0 0
Willis Towers Watson PLC SHS G96629103 7,244 36,700 SH   DFND 8 35,500 0 1,200
Wintrust Financial Corp COM 97650W108 745 9,300 SH   DFND 11 7,200 0 2,100
Wintrust Financial Corp COM 97650W108 5,809 72,475 SH   DFND 8 61,675 0 10,800
Wolfspeed Inc COM 977852102 23 367 SH   DFND   367 0 0
Wolfspeed Inc COM 977852102 208 3,273 SH   DFND 7 3,273 0 0
Wolfspeed Inc COM 977852102 52,230 823,163 SH   DFND 8 823,163 0 0
Wolverine World Wide Inc COM 978097103 294 14,600 SH   DFND 11 11,100 0 3,500
Wolverine World Wide Inc COM 978097103 278 13,800 SH   DFND 8 0 0 13,800
Workday Inc CL A 98138H101 28 199 SH   DFND   199 0 0
Workday Inc CL A 98138H101 169 1,214 SH   DFND 7 1,214 0 0
Workday Inc CL A 98138H101 68,473 490,561 SH   DFND 8 488,314 0 2,247
Workiva Inc COM CL A 98139A105 6,692 101,412 SH   DFND 7 101,412 0 0
World Wrestling Entertainment Inc CL A 98156Q108 325 5,200 SH   DFND 11 4,200 0 1,000
World Wrestling Entertainment Inc CL A 98156Q108 3,468 55,500 SH   DFND 8 50,400 0 5,100
WP Carey Inc COM 92936U109 208 2,506 SH   DFND 7 2,506 0 0
W R Berkley Corp COM 084423102 15 216 SH   DFND   216 0 0
W R Berkley Corp COM 084423102 908 13,300 SH   DFND 11 13,300 0 0
W R Berkley Corp COM 084423102 19,348 283,450 SH   DFND 8 280,200 0 3,250
WW Grainger Inc COM 384802104 21 47 SH   DFND   47 0 0
WW Grainger Inc COM 384802104 773 1,700 SH   DFND 11 1,700 0 0
WW Grainger Inc COM 384802104 289 637 SH   DFND 7 637 0 0
WW Grainger Inc COM 384802104 17,795 39,158 SH   DFND 8 38,700 0 458
Wynn Resorts Ltd COM 983134107 6 112 SH   DFND   112 0 0
Wynn Resorts Ltd COM 983134107 479 8,400 SH   DFND 11 6,900 0 1,500
Wynn Resorts Ltd COM 983134107 467 8,200 SH   DFND 8 0 0 8,200
X4 Pharmaceuticals Inc COM 98420X103 1,110 1,150,467 SH   DFND 8 1,150,467 0 0
Xcel Energy Inc COM 98389B100 39 554 SH   DFND   554 0 0
Xcel Energy Inc COM 98389B100 280 3,955 SH   DFND 7 3,955 0 0
Xcel Energy Inc COM 98389B100 78 1,100 SH   DFND 8 0 0 1,100
Xenon Pharmaceuticals Inc COM 98420N105 5,821 191,351 SH   DFND 8 191,351 0 0
XPeng Inc ADS 98422D105 384 12,100 SH   DFND   0 0 12,100
XPeng Inc ADS 98422D105 9,332 294,000 SH   DFND 8 294,000 0 0
Xperi Holding Corp COM 98390M103 264 18,300 SH   DFND 11 13,600 0 4,700
Xperi Holding Corp COM 98390M103 2,195 152,128 SH   DFND 8 139,028 0 13,100
Xylem Inc/NY COM 98419M100 71 906 SH   DFND   906 0 0
Xylem Inc/NY COM 98419M100 4,904 62,727 SH   DFND 7 62,727 0 0
Xylem Inc/NY COM 98419M100 26,139 334,342 SH   DFND 8 334,342 0 0
Yandex NV SHS CLASS A N97284108 1,381 88,894 SH   DFND   88,894 0 0
YETI Holdings Inc COM 98585X104 502 11,600 SH   DFND 11 9,400 0 2,200
YETI Holdings Inc COM 98585X104 5,452 126,000 SH   DFND 8 108,100 0 17,900
Yiren Digital Ltd SPONSORED ADS 98585L100 44 24,700 SH   DFND 8 24,700 0 0
YPF SA SPON ADR CL D 984245100 483 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109 16,245 334,951 SH   DFND   334,951 0 0
Yum China Holdings Inc COM 98850P109 3,732 76,943 SH   DFND 8 76,943 0 0
Zai Lab Ltd ADR 98887Q104 243 7,000 SH   DFND   7,000 0 0
Zai Lab Ltd ADR 98887Q104 290 8,354 SH   DFND 7 0 0 8,354
Zai Lab Ltd ADR 98887Q104 6,230 179,647 SH   DFND 8 179,647 0 0
Zebra Technologies Corp CL A 989207105 16 54 SH   DFND   54 0 0
Zebra Technologies Corp CL A 989207105 86 291 SH   DFND 7 291 0 0
Zebra Technologies Corp CL A 989207105 14,590 49,634 SH   DFND 8 44,634 0 5,000
Zendesk Inc COM 98936J101 9 124 SH   DFND   124 0 0
Zendesk Inc COM 98936J101 48,370 653,026 SH   DFND 8 645,121 0 7,905
Zendesk Inc NOTE 0.625% 6/1 98936JAD3 6,825 7,036,000 PRN   DFND 7 5,970,000 0 1,066,000
Zentalis Pharmaceuticals Inc COM 98943L107 6,402 227,842 SH   DFND 8 227,842 0 0
Zimmer Biomet Holdings Inc COM 98956P102 22 212 SH   DFND   212 0 0
Zimmer Biomet Holdings Inc COM 98956P102 5,062 48,184 SH   DFND 7 24,229 0 23,955
Zimmer Biomet Holdings Inc COM 98956P102 30,099 286,497 SH   DFND 8 286,497 0 0
Zimvie Inc COM 98888T107 38 2,394 SH   DFND 7 0 0 2,394
Zimvie Inc COM 98888T107 322 20,103 SH   DFND 8 20,103 0 0
Zions Bancorp NA COM 989701107 158 3,100 SH   DFND 11 2,300 0 800
Zions Bancorp NA COM 989701107 951 18,675 SH   DFND 8 16,175 0 2,500
Zoetis Inc CL A 98978V103 2,651 15,422 SH   DFND   15,422 0 0
Zoetis Inc CL A 98978V103 2,613 15,200 SH   DFND 11 15,200 0 0
Zoetis Inc CL A 98978V103 49,246 286,500 SH   DFND 7 255,735 0 30,765
Zoetis Inc CL A 98978V103 86,717 504,491 SH   DFND 8 484,891 0 19,600
Zoom Video Communications Inc CL A 98980L101 24 222 SH   DFND   222 0 0
Zoom Video Communications Inc CL A 98980L101 121 1,117 SH   DFND 7 1,117 0 0
Zoom Video Communications Inc CL A 98980L101 815 7,546 SH   DFND 8 7,546 0 0
Zscaler Inc COM 98980G102 13 85 SH   DFND   85 0 0
Zscaler Inc COM 98980G102 3,776 25,254 SH   DFND 7 25,254 0 0
Zscaler Inc COM 98980G102 25,320 169,355 SH   DFND 8 167,744 0 1,611
Zscaler Inc NOTE 0.125% 7/0 98980GAB8 2,864 2,377,000 PRN   DFND 7 1,976,000 0 401,000