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
2SEVENTY BIO INC COMMON STOCK 901384107 198 15,000 PRN   DFND 4 15,000 0 0
360 DIGITECH INC AMERICAN DEP 88557W101 4,299 248,500 PRN   DFND 4 248,500 0 0
3M CO COM 88579Y101 18,352 141,813 PRN   DFND 4 141,813 0 0
3M CO COM 88579Y101 9 73 PRN   DFND 1 73 0 0
3M CO COM 88579Y101 159 1,226 PRN   DFND 3 1,226 0 0
4D MOLECULAR THERAPEUTICS IN COM 35104E100 121 17,400 PRN   DFND 4 17,400 0 0
A10 NETWORKS INC COM 002121101 1,915 133,147 PRN   DFND 4 133,147 0 0
A10 NETWORKS INC COM 002121101 15 1,019 PRN   DFND 1 1,019 0 0
AAON INC COM PAR $0.004 000360206 235 4,300 PRN   DFND 4 4,300 0 0
AAON INC COM PAR $0.004 000360206 441 8,053 PRN   DFND 1 8,053 0 0
ABBOTT LABS COM 002824100 90 826 PRN   DFND 3 826 0 0
ABBOTT LABS COM 002824100 2,109 19,413 PRN   DFND 2 19,413 0 0
ABBOTT LABS COM 002824100 101,039 929,953 PRN   DFND 4 929,953 0 0
ABBOTT LABS COM 002824100 77 713 PRN   DFND 1 713 0 0
ABBVIE INC COM 00287Y109 12,365 80,735 PRN   DFND 1 80,735 0 0
ABBVIE INC COM 00287Y109 149 975 PRN   DFND 3 975 0 0
ABBVIE INC COM 00287Y109 2,090 13,647 PRN   DFND 2 13,647 0 0
ABBVIE INC COM 00287Y109 35,082 229,054 PRN   DFND 4 229,054 0 0
ABCELLERA BIOLOGICS INC COM 00288U106 270 25,399 PRN   DFND 1 25,399 0 0
ABCELLERA BIOLOGICS INC COM 00288U106 1,772 166,400 PRN   DFND 4 166,400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 788 46,600 PRN   DFND 4 46,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 24 1,428 PRN   DFND 1 1,428 0 0
ABIOMED INC COM 003654100 3,755 15,172 PRN   DFND 4 15,172 0 0
ABIOMED INC COM 003654100 3,852 15,562 PRN   DFND 1 15,562 0 0
ABM INDS INC COM 000957100 2,222 51,165 PRN   DFND 1 51,165 0 0
ABM INDS INC COM 000957100 237 5,456 PRN   DFND 3 5,456 0 0
ABSOLUTE SOFTWARE CORP COM 00386B109 373 43,399 PRN   DFND 4 43,399 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 132 3,712 PRN   DFND 3 3,712 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 40 1,134 PRN   DFND 1 1,134 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 7,008 197,180 PRN   DFND 4 197,180 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,780 26,317 PRN   DFND 1 26,317 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 10 10,522 PRN   DFND 1 10,522 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 36,119 130,088 PRN   DFND 4 130,088 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 52 189 PRN   DFND 3 189 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 716 2,578 PRN   DFND 2 2,578 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 57 207 PRN   DFND 1 207 0 0
ACCOLADE INC COM 00437E102 1,176 158,906 PRN   DFND 4 158,906 0 0
ACI WORLDWIDE INC COM 004498101 48 1,845 PRN   DFND 3 1,845 0 0
ACI WORLDWIDE INC COM 004498101 587 22,666 PRN   DFND 1 22,666 0 0
ACUSHNET HLDGS CORP COM 005098108 18 437 PRN   DFND 4 437 0 0
ACUSHNET HLDGS CORP COM 005098108 2,539 60,915 PRN   DFND 1 60,915 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 23 1,284 PRN   DFND 3 1,284 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 115 6,400 PRN   DFND 4 6,400 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 585 32,406 PRN   DFND 1 32,406 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,375 169,966 PRN   DFND 4 169,966 0 0
ADECOAGRO S A COM L00849106 257 30,433 PRN   DFND 3 30,433 0 0
ADECOAGRO S A COM L00849106 47 5,571 PRN   DFND 1 5,571 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 80 219 PRN   DFND 1 219 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 9,953 27,190 PRN   DFND 3 27,190 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,099 3,002 PRN   DFND 2 3,002 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 44,027 120,273 PRN   DFND 4 120,273 0 0
ADT INC DEL COM 00090Q103 300 48,854 PRN   DFND 3 48,854 0 0
ADT INC DEL COM 00090Q103 1 190 PRN   DFND 1 190 0 0
ADT INC DEL COM 00090Q103 580 94,300 PRN   DFND 4 94,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 640 3,700 PRN   DFND 4 3,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,273 18,912 PRN   DFND 1 18,912 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 54 600 PRN   DFND 4 600 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 3,980 44,191 PRN   DFND 1 44,191 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 1,146 12,718 PRN   DFND 3 12,718 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 54 11,600 PRN   DFND 4 11,600 0 0
ADVANCED ENERGY INDS COM 007973100 368 5,044 PRN   DFND 1 5,044 0 0
ADVANCED ENERGY INDS COM 007973100 36 500 PRN   DFND 4 500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 13,113 171,477 PRN   DFND 4 171,477 0 0
ADVANCED MICRO DEVICES INC COM 007903107 9,888 129,312 PRN   DFND 1 129,312 0 0
ADVANCED MICRO DEVICES INC COM 007903107 857 11,209 PRN   DFND 2 11,209 0 0
ADVANCED MICRO DEVICES INC COM 007903107 31 406 PRN   DFND 3 406 0 0
ADVANSIX INC COM 00773T101 663 19,836 PRN   DFND 4 19,836 0 0
ADVANSIX INC COM 00773T101 27 799 PRN   DFND 1 799 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 98 227,679 PRN   DFND 3 227,679 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 21 49,132 PRN   DFND 2 49,132 0 0
AECOM COM 00766T100 1 17 PRN   DFND 1 17 0 0
AECOM COM 00766T100 10,696 164,006 PRN   DFND 2 164,006 0 0
AECOM COM 00766T100 14 218 PRN   DFND 3 218 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 8 15,299 PRN   DFND 1 15,299 0 0
AERCAP HOLDINGS NV SHS N00985106 5,075 123,953 PRN   DFND 1 123,953 0 0
AERCAP HOLDINGS NV SHS N00985106 146 3,568 PRN   DFND 3 3,568 0 0
AERCAP HOLDINGS NV SHS N00985106 467 11,414 PRN   DFND 2 11,414 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,985 48,900 PRN   DFND 4 48,900 0 0
AES CORP COM 00130H105 16,560 788,190 PRN   DFND 4 788,190 0 0
AES CORP COM 00130H105 1,055 50,218 PRN   DFND 3 50,218 0 0
AEYE INC CL A COM 008183105 132 69,100 PRN   DFND 4 69,100 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 2,962 25,407 PRN   DFND 4 25,407 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 4,230 36,276 PRN   DFND 1 36,276 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 16 133 PRN   DFND 3 133 0 0
AFFIMED N V COM N01045108 109 39,400 PRN   DFND 4 39,400 0 0
AFFIRM HLDGS INC COM CL A 00827B106 5,985 331,410 PRN   DFND 1 331,410 0 0
AFLAC INC COM 001055102 11 194 PRN   DFND 4 194 0 0
AFLAC INC COM 001055102 15,512 280,354 PRN   DFND 1 280,354 0 0
AGCO CORP COM 001084102 39 400 PRN   DFND 4 400 0 0
AGCO CORP COM 001084102 1,496 15,157 PRN   DFND 1 15,157 0 0
AGCO CORP COM 001084102 140 1,414 PRN   DFND 3 1,414 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 146,055 1,229,732 PRN   DFND 4 1,229,732 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,806 48,886 PRN   DFND 1 48,886 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,183 9,961 PRN   DFND 3 9,961 0 0
AGILITI INC COM 00848J104 289 14,100 PRN   DFND 4 14,100 0 0
AGILON HEALTH INC COM 00857U107 3,747 171,641 PRN   DFND 1 171,641 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 23 1,027 PRN   DFND 1 1,027 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,667 75,200 PRN   DFND 4 75,200 0 0
AGNICO EAGLE MINES LTD COM 008474108 8,906 194,630 PRN   DFND 4 194,630 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,286 49,947 PRN   DFND 1 49,947 0 0
AIR LEASE CORP CL A 00912X302 2,040 61,018 PRN   DFND 1 61,018 0 0
AIR PRODS & CHEMS INC COM 009158106 773 3,216 PRN   DFND 3 3,216 0 0
AIR PRODS & CHEMS INC COM 009158106 25 103 PRN   DFND 1 103 0 0
AIR PRODS & CHEMS INC COM 009158106 16 66 PRN   DFND 4 66 0 0
AIRBNB INC COM CL A 009066101 19,574 219,733 PRN   DFND 1 219,733 0 0
AIRBNB INC COM CL A 009066101 11,947 134,115 PRN   DFND 4 134,115 0 0
AIRBNB INC NOTE 3/1 009066AB7 2,949 3,555,000 PRN   DFND 3 3,555,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 7,827 85,700 PRN   DFND 4 85,700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,500 38,319 PRN   DFND 1 38,319 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 42,513 38,605,000 PRN   DFND 3 38,605,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,759 6,138,000 PRN   DFND 2 6,138,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 11,406 11,470,000 PRN   DFND 3 11,470,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 11 30,502 PRN   DFND 1 30,502 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 3,849 548,280 PRN   DFND 1 548,280 0 0
ALARM COM HLDGS INC COM 011642105 2,484 40,151 PRN   DFND 1 40,151 0 0
ALASKA AIR GROUP INC COM 011659109 7,671 191,535 PRN   DFND 1 191,535 0 0
ALASKA AIR GROUP INC COM 011659109 7,722 192,800 PRN   DFND 4 192,800 0 0
ALASKA AIR GROUP INC COM 011659109 33 813 PRN   DFND 3 813 0 0
ALBANY INTL CORP CL A 012348108 3,656 46,401 PRN   DFND 4 46,401 0 0
ALBANY INTL CORP CL A 012348108 302 3,837 PRN   DFND 1 3,837 0 0
ALBEMARLE CORP COM 012653101 1,693 8,100 PRN   DFND 1 8,100 0 0
ALBEMARLE CORP COM 012653101 96 460 PRN   DFND 4 460 0 0
ALBEMARLE CORP COM 012653101 1,054 5,045 PRN   DFND 3 5,045 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 1,793 67,108 PRN   DFND 1 67,108 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 10,107 378,267 PRN   DFND 4 378,267 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 16,032 600,000 PRN Call DFND 2 600,000 0 0
ALCOA CORP COM 013872106 2,996 65,736 PRN   DFND 1 65,736 0 0
ALCOA CORP COM 013872106 123 2,707 PRN   DFND 3 2,707 0 0
ALCOA CORP COM 013872106 21 459 PRN   DFND 4 459 0 0
ALECTOR INC COM 014442107 183 18,051 PRN   DFND 4 18,051 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 166 12,400 PRN   DFND 4 12,400 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 2,336 173,957 PRN   DFND 1 173,957 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 207,594 1,826,130 PRN   DFND 4 1,826,130 0 0
ALICO INC COM 016230104 267 7,500 PRN   DFND 4 7,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,713 11,463 PRN   DFND 1 11,463 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,227 26,310 PRN   DFND 4 26,310 0 0
ALIGN TECHNOLOGY INC COM 016255101 58 244 PRN   DFND 3 244 0 0
ALKERMES PLC SHS G01767105 568 19,056 PRN   DFND 4 19,056 0 0
ALKERMES PLC SHS G01767105 117 3,918 PRN   DFND 3 3,918 0 0
ALKERMES PLC SHS G01767105 7,649 256,751 PRN   DFND 1 256,751 0 0
ALLAKOS INC COM 01671P100 181 57,900 PRN   DFND 4 57,900 0 0
ALLAKOS INC COM 01671P100 20 6,264 PRN   DFND 1 6,264 0 0
ALLEGHANY CORP MD COM 017175100 42,384 50,875 PRN   DFND 3 50,875 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,955 26,132 PRN   DFND 1 26,132 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,913 25,759 PRN   DFND 4 25,759 0 0
ALLEGION PLC ORD SHS G0176J109 59 600 PRN   DFND 4 600 0 0
ALLEGION PLC ORD SHS G0176J109 7,311 74,674 PRN   DFND 1 74,674 0 0
ALLEGION PLC ORD SHS G0176J109 107 1,094 PRN   DFND 3 1,094 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 1,699 82,100 PRN   DFND 4 82,100 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 854 41,281 PRN   DFND 1 41,281 0 0
ALLETE INC COM NEW 018522300 588 10,000 PRN   DFND 4 10,000 0 0
ALLETE INC COM NEW 018522300 872 14,832 PRN   DFND 1 14,832 0 0
ALLIANT ENERGY CORP COM 018802108 2,300 39,248 PRN   DFND 1 39,248 0 0
ALLIANT ENERGY CORP COM 018802108 11,382 194,200 PRN   DFND 4 194,200 0 0
ALLIANT ENERGY CORP COM 018802108 242 4,126 PRN   DFND 3 4,126 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,797 124,771 PRN   DFND 4 124,771 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 10,806 281,041 PRN   DFND 1 281,041 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 97 2,530 PRN   DFND 3 2,530 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 24,215 19,180,000 PRN   DFND 3 19,180,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 4,507 3,570,000 PRN   DFND 2 3,570,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 36 2,409 PRN   DFND 1 2,409 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 245 16,500 PRN   DFND 4 16,500 0 0
ALLSTATE CORP COM 020002101 7,075 55,824 PRN   DFND 1 55,824 0 0
ALLSTATE CORP COM 020002101 520 4,100 PRN   DFND 4 4,100 0 0
ALLY FINL INC COM 02005N100 49,074 1,464,449 PRN   DFND 4 1,464,449 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 9,031 61,921 PRN   DFND 1 61,921 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3 21 PRN   DFND 4 21 0 0
ALPHABET INC CAP STK CL A 02079K305 543 249 PRN   DFND 3 249 0 0
ALPHABET INC CAP STK CL A 02079K305 5,516 2,531 PRN   DFND 2 2,531 0 0
ALPHABET INC CAP STK CL A 02079K305 98,629 45,258 PRN   DFND 4 45,258 0 0
ALPHABET INC CAP STK CL A 02079K305 29,093 13,350 PRN   DFND 1 13,350 0 0
ALPHABET INC CAP STK CL C 02079K107 86,188 39,401 PRN   DFND 4 39,401 0 0
ALPHABET INC CAP STK CL C 02079K107 5,309 2,427 PRN   DFND 2 2,427 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 583 89,200 PRN   DFND 4 89,200 0 0
ALTICE USA INC CL A 02156K103 21 2,308 PRN   DFND 3 2,308 0 0
ALTICE USA INC CL A 02156K103 296 32,015 PRN   DFND 4 32,015 0 0
ALTICE USA INC CL A 02156K103 86 9,260 PRN   DFND 1 9,260 0 0
ALTO INGREDIENTS INC COM 021513106 767 206,861 PRN   DFND 4 206,861 0 0
ALTRIA GROUP INC COM 02209S103 19,464 465,974 PRN   DFND 4 465,974 0 0
ALTRIA GROUP INC COM 02209S103 81 1,948 PRN   DFND 3 1,948 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 864 26,776 PRN   DFND 4 26,776 0 0
AMAZON COM INC COM 023135106 1,310 12,333 PRN   DFND 1 12,333 0 0
AMAZON COM INC COM 023135106 182,420 1,717,537 PRN   DFND 4 1,717,537 0 0
AMAZON COM INC COM 023135106 195 1,840 PRN   DFND 3 1,840 0 0
AMAZON COM INC COM 023135106 31,863 300,000 PRN Call DFND 2 300,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 177 15,600 PRN   DFND 4 15,600 0 0
AMBARELLA INC SHS G037AX101 183 2,793 PRN   DFND 3 2,793 0 0
AMBARELLA INC SHS G037AX101 3,983 60,843 PRN   DFND 1 60,843 0 0
AMCOR PLC ORD G0250X107 28 2,237 PRN   DFND 3 2,237 0 0
AMCOR PLC ORD G0250X107 1,649 132,660 PRN   DFND 1 132,660 0 0
AMCOR PLC ORD G0250X107 14 1,132 PRN   DFND 4 1,132 0 0
AMDOCS LTD SHS G02602103 1,500 18,000 PRN   DFND 4 18,000 0 0
AMDOCS LTD SHS G02602103 64 772 PRN   DFND 1 772 0 0
AMEDISYS INC COM 023436108 833 7,920 PRN   DFND 4 7,920 0 0
AMEDISYS INC COM 023436108 403 3,831 PRN   DFND 1 3,831 0 0
AMER SOFTWARE INC CL A 029683109 467 28,920 PRN   DFND 4 28,920 0 0
AMERCO COM 023586100 130 272 PRN   DFND 3 272 0 0
AMERCO COM 023586100 2,659 5,560 PRN   DFND 4 5,560 0 0
AMERCO COM 023586100 4,776 9,986 PRN   DFND 1 9,986 0 0
AMEREN CORP COM 023608102 47 519 PRN   DFND 1 519 0 0
AMEREN CORP COM 023608102 81 900 PRN   DFND 4 900 0 0
AMEREN CORP COM 023608102 114 1,261 PRN   DFND 3 1,261 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,046 51,200 PRN   DFND 4 51,200 0 0
AMERICAN ASSETS TR INC COM 024013104 835 28,100 PRN   DFND 4 28,100 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9 800 PRN   DFND 4 800 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 0 12 PRN   DFND 1 12 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 423 37,848 PRN   DFND 3 37,848 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,243 96,345 PRN   DFND 1 96,345 0 0
AMERICAN ELEC PWR CO INC COM 025537101 3,764 39,233 PRN   DFND 3 39,233 0 0
AMERICAN ELEC PWR CO INC COM 025537101 689 7,182 PRN   DFND 2 7,182 0 0
AMERICAN ELEC PWR CO INC COM 025537101 42 440 PRN   DFND 4 440 0 0
AMERICAN EXPRESS CO COM 025816109 30 218 PRN   DFND 3 218 0 0
AMERICAN EXPRESS CO COM 025816109 499 3,602 PRN   DFND 1 3,602 0 0
AMERICAN EXPRESS CO COM 025816109 19,260 138,941 PRN   DFND 4 138,941 0 0
AMERICAN EXPRESS CO COM 025816109 623 4,496 PRN   DFND 2 4,496 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 98 704 PRN   DFND 3 704 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,165 8,390 PRN   DFND 1 8,390 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,814 13,069 PRN   DFND 4 13,069 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 337 9,500 PRN   DFND 4 9,500 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,524 284,062 PRN   DFND 1 284,062 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 108,628 2,124,542 PRN   DFND 4 2,124,542 0 0
AMERICAN OUTDOOR BRANDS INC COM 02875D109 9 963 PRN   DFND 1 963 0 0
AMERICAN OUTDOOR BRANDS INC COM 02875D109 423 44,454 PRN   DFND 4 44,454 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 15 2,855 PRN   DFND 1 2,855 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 314 60,700 PRN   DFND 4 60,700 0 0
AMERICAN TOWER CORP NEW COM 03027X100 239 936 PRN   DFND 2 936 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,877 19,083 PRN   DFND 4 19,083 0 0
AMERICAN VANGUARD CORP COM 030371108 664 29,700 PRN   DFND 4 29,700 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,168 7,854 PRN   DFND 3 7,854 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,343 9,028 PRN   DFND 1 9,028 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 912 6,127 PRN   DFND 4 6,127 0 0
AMERIPRISE FINL INC COM 03076C106 34 142 PRN   DFND 1 142 0 0
AMERIPRISE FINL INC COM 03076C106 6,570 27,642 PRN   DFND 4 27,642 0 0
AMERIPRISE FINL INC COM 03076C106 104 437 PRN   DFND 3 437 0 0
AMERIS BANCORP COM 03076K108 25 628 PRN   DFND 3 628 0 0
AMERIS BANCORP COM 03076K108 351 8,733 PRN   DFND 4 8,733 0 0
AMERIS BANCORP COM 03076K108 22 554 PRN   DFND 1 554 0 0
AMERISAFE INC COM 03071H100 239 4,600 PRN   DFND 4 4,600 0 0
AMERISAFE INC COM 03071H100 21 409 PRN   DFND 1 409 0 0
AMERISOURCEBERGEN CORP COM 03073E105 792 5,600 PRN   DFND 4 5,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,922 48,925 PRN   DFND 1 48,925 0 0
AMETEK INC COM 031100100 1,963 17,861 PRN   DFND 4 17,861 0 0
AMETEK INC COM 031100100 62 562 PRN   DFND 3 562 0 0
AMETEK INC COM 031100100 29 261 PRN   DFND 1 261 0 0
AMGEN INC COM 031162100 23,092 94,913 PRN   DFND 4 94,913 0 0
AMGEN INC COM 031162100 1,991 8,184 PRN   DFND 2 8,184 0 0
AMGEN INC COM 031162100 175 719 PRN   DFND 1 719 0 0
AMICUS THERAPEUTICS INC COM 03152W109 196 18,272 PRN   DFND 1 18,272 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,381 81,464 PRN   DFND 1 81,464 0 0
AMN HEALTHCARE SVCS INC COM 001744101 23,928 218,103 PRN   DFND 4 218,103 0 0
AMN HEALTHCARE SVCS INC COM 001744101 33 303 PRN   DFND 3 303 0 0
AMN HEALTHCARE SVCS INC COM 001744101 7,214 65,753 PRN   DFND 1 65,753 0 0
AMPHENOL CORP NEW CL A 032095101 1,669 25,923 PRN   DFND 4 25,923 0 0
AMPHENOL CORP NEW CL A 032095101 4,614 71,671 PRN   DFND 1 71,671 0 0
AMPHENOL CORP NEW CL A 032095101 349 5,417 PRN   DFND 3 5,417 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 17 101,473 PRN   DFND 1 101,473 0 0
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HOLOGIC INC COM 436440101 3,853 55,603 PRN   DFND 1 55,603 0 0
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IOVANCE BIOTHERAPEUTICS INC COM 462260100 145 13,168 PRN   DFND 3 13,168 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 67 6,063 PRN   DFND 4 6,063 0 0
IPG PHOTONICS CORP COM 44980X109 235 2,497 PRN   DFND 3 2,497 0 0
IPG PHOTONICS CORP COM 44980X109 132 1,400 PRN   DFND 4 1,400 0 0
IPG PHOTONICS CORP COM 44980X109 12,374 131,455 PRN   DFND 1 131,455 0 0
IQVIA HLDGS INC COM 46266C105 14,417 66,441 PRN   DFND 4 66,441 0 0
IQVIA HLDGS INC COM 46266C105 7,671 35,354 PRN   DFND 1 35,354 0 0
IQVIA HLDGS INC COM 46266C105 26 118 PRN   DFND 3 118 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 6,481 59,995 PRN   DFND 1 59,995 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 7 64 PRN   DFND 3 64 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 124 3,292 PRN   DFND 3 3,292 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 26,852 714,919 PRN   DFND 1 714,919 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,514 40,303 PRN   DFND 4 40,303 0 0
IRON MTN INC NEW COM 46284V101 243 5,000 PRN   DFND 4 5,000 0 0
IRONNET INC COM 46323Q105 160 72,500 PRN   DFND 4 72,500 0 0
IRONSOURCE LTD CL A ORD SHS M5R75Y101 441 185,100 PRN   DFND 4 185,100 0 0
IRONSOURCE LTD CL A ORD SHS M5R75Y101 51 21,241 PRN   DFND 3 21,241 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,343 203,212 PRN   DFND 4 203,212 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 31 2,668 PRN   DFND 1 2,668 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 630 23,000 PRN Call DFND 1 23,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 441 16,100 PRN Put DFND 1 16,100 0 0
ISHARES TR 20 YR TR BD ETF 464287432 23,790 207,100 PRN Call DFND 1 207,100 0 0
ISHARES TR 20 YR TR BD ETF 464287432 23,732 206,600 PRN Put DFND 1 206,600 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 205 2,000 PRN Call DFND 1 2,000 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 205 2,000 PRN Put DFND 1 2,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,759 51,067 PRN   DFND 4 51,067 0 0
ISHARES TR IBOXX HI YD ETF 464288513 16,238 220,600 PRN Call DFND 1 220,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 16,238 220,600 PRN Put DFND 1 220,600 0 0
ISHARES TR IBOXX INV CP ETF 464287242 88 800 PRN   DFND 4 800 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,981 18,000 PRN Call DFND 1 18,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,036 18,500 PRN Put DFND 1 18,500 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,337 13,800 PRN Call DFND 1 13,800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,236 13,200 PRN Put DFND 1 13,200 0 0
ISHARES TR TIPS BD ETF 464287176 826 7,250 PRN   DFND 1 7,250 0 0
ITEOS THERAPEUTICS INC COM 46565G104 35 1,723 PRN   DFND 1 1,723 0 0
ITEOS THERAPEUTICS INC COM 46565G104 2,867 139,186 PRN   DFND 4 139,186 0 0
ITRON INC COM 465741106 7,257 146,810 PRN   DFND 4 146,810 0 0
ITRON INC COM 465741106 1,224 24,771 PRN   DFND 1 24,771 0 0
ITT INC COM 45073V108 314 4,671 PRN   DFND 3 4,671 0 0
ITT INC COM 45073V108 19 287 PRN   DFND 1 287 0 0
IVERIC BIO INC COM 46583P102 25 2,600 PRN   DFND 4 2,600 0 0
IVERIC BIO INC COM 46583P102 121 12,539 PRN   DFND 3 12,539 0 0
J & J SNACK FOODS CORP COM 466032109 7,407 53,036 PRN   DFND 1 53,036 0 0
J JILL INC COM 46620W201 302 16,500 PRN   DFND 4 16,500 0 0
JABIL INC COM 466313103 6,086 118,842 PRN   DFND 1 118,842 0 0
JABIL INC COM 466313103 9,821 191,781 PRN   DFND 4 191,781 0 0
JABIL INC COM 466313103 165 3,215 PRN   DFND 3 3,215 0 0
JACK IN THE BOX INC COM 466367109 416 7,426 PRN   DFND 3 7,426 0 0
JACKSON FINANCIAL INC COM CL A 46817M107 9,322 348,500 PRN   DFND 4 348,500 0 0
JACOBS ENGR GROUP INC COM 469814107 211 1,659 PRN   DFND 3 1,659 0 0
JACOBS ENGR GROUP INC COM 469814107 216 1,700 PRN   DFND 4 1,700 0 0
JACOBS ENGR GROUP INC COM 469814107 11 84 PRN   DFND 1 84 0 0
JAKKS PAC INC COM NEW 47012E403 146 11,500 PRN   DFND 4 11,500 0 0
JAMES RIV GROUP LTD COM G5005R107 1,036 41,800 PRN   DFND 4 41,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 66 2,800 PRN   DFND 4 2,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 18 783 PRN   DFND 3 783 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,733 116,267 PRN   DFND 1 116,267 0 0
JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 102 11,300 PRN   DFND 4 11,300 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 7,196 7,250,000 PRN   DFND 3 7,250,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 6,369 5,415,000 PRN   DFND 3 5,415,000 0 0
JD.COM INC SPON ADR CL A 47215P106 43,285 674,010 PRN   DFND 4 674,010 0 0
JEFFERIES FINL GROUP INC COM 47233W109 105 3,800 PRN   DFND 4 3,800 0 0
JEFFERIES FINL GROUP INC COM 47233W109 4,590 166,193 PRN   DFND 1 166,193 0 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 2,748 3,750,000 PRN   DFND 3 3,750,000 0 0
JETBLUE AWYS CORP COM 477143101 3,057 365,205 PRN   DFND 1 365,205 0 0
JETBLUE AWYS CORP COM 477143101 6,369 760,876 PRN   DFND 4 760,876 0 0
JFROG LTD ORD SHS M6191J100 782 37,100 PRN   DFND 4 37,100 0 0
JFROG LTD ORD SHS M6191J100 14 649 PRN   DFND 3 649 0 0
JFROG LTD ORD SHS M6191J100 189 8,985 PRN   DFND 1 8,985 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 242 3,500 PRN   DFND 4 3,500 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 731 10,564 PRN   DFND 3 10,564 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 11,200 12,043,000 PRN   DFND 3 12,043,000 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 2,238 2,407,000 PRN   DFND 2 2,407,000 0 0
JOHNSON & JOHNSON COM 478160104 42 239 PRN   DFND 3 239 0 0
JOHNSON & JOHNSON COM 478160104 77,273 435,318 PRN   DFND 4 435,318 0 0
JOHNSON & JOHNSON COM 478160104 129 729 PRN   DFND 1 729 0 0
JOHNSON CTLS INTL PLC SHS G51502105 17,338 362,119 PRN   DFND 4 362,119 0 0
JOHNSON CTLS INTL PLC SHS G51502105 888 18,541 PRN   DFND 1 18,541 0 0
JOHNSON CTLS INTL PLC SHS G51502105 213 4,439 PRN   DFND 3 4,439 0 0
JOINT CORP COM 47973J102 493 32,178 PRN   DFND 4 32,178 0 0
JONES LANG LASALLE INC COM 48020Q107 498 2,850 PRN   DFND 4 2,850 0 0
JONES LANG LASALLE INC COM 48020Q107 71 404 PRN   DFND 3 404 0 0
JONES LANG LASALLE INC COM 48020Q107 9 54 PRN   DFND 1 54 0 0
JOYY INC ADS REPSTG COM A 46591M109 15,105 505,873 PRN   DFND 4 505,873 0 0
JOYY INC NOTE 0.750% 6/1 98426TAD8 3,885 4,300,000 PRN   DFND 3 4,300,000 0 0
JPMORGAN CHASE & CO COM 46625H100 2,853 25,338 PRN   DFND 2 25,338 0 0
JPMORGAN CHASE & CO COM 46625H100 179 1,589 PRN   DFND 1 1,589 0 0
JPMORGAN CHASE & CO COM 46625H100 227 2,014 PRN   DFND 3 2,014 0 0
JPMORGAN CHASE & CO COM 46625H100 23,857 211,856 PRN   DFND 4 211,856 0 0
JUNIPER NETWORKS INC COM 48203R104 2,066 72,500 PRN   DFND 4 72,500 0 0
JUNIPER NETWORKS INC COM 48203R104 579 20,302 PRN   DFND 1 20,302 0 0
JUNIPER NETWORKS INC COM 48203R104 25 892 PRN   DFND 3 892 0 0
KALA PHARMACEUTICALS INC COM 483119103 14 46,370 PRN   DFND 1 46,370 0 0
KANZHUN LIMITED SPONSORED ADS 48553T106 427 16,254 PRN   DFND 4 16,254 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 85 18,765 PRN   DFND 3 18,765 0 0
KB HOME COM 48666K109 10,052 353,200 PRN   DFND 4 353,200 0 0
KBR INC COM 48242W106 3,570 73,773 PRN   DFND 1 73,773 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 9,631 4,974,000 PRN   DFND 2 4,974,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 49,473 25,551,000 PRN   DFND 3 25,551,000 0 0
KELLOGG CO COM 487836108 29,513 413,699 PRN   DFND 4 413,699 0 0
KELLOGG CO COM 487836108 2,408 33,753 PRN   DFND 1 33,753 0 0
KELLOGG CO COM 487836108 1,458 20,436 PRN   DFND 3 20,436 0 0
KEMPER CORP COM 488401100 6,666 139,172 PRN   DFND 1 139,172 0 0
KEMPHARM INC COM NEW 488445206 286 64,142 PRN   DFND 4 64,142 0 0
KEMPHARM INC COM NEW 488445206 14 3,130 PRN   DFND 1 3,130 0 0
KENNAMETAL INC COM 489170100 33 1,400 PRN   DFND 4 1,400 0 0
KENNAMETAL INC COM 489170100 757 32,592 PRN   DFND 1 32,592 0 0
KENNAMETAL INC COM 489170100 3 149 PRN   DFND 3 149 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 294 15,500 PRN   DFND 4 15,500 0 0
KEURIG DR PEPPER INC COM 49271V100 24,323 687,298 PRN   DFND 4 687,298 0 0
KEURIG DR PEPPER INC COM 49271V100 8,448 238,708 PRN   DFND 1 238,708 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 197 1,431 PRN   DFND 3 1,431 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,532 32,878 PRN   DFND 1 32,878 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 166,578 1,208,402 PRN   DFND 4 1,208,402 0 0
KFORCE INC COM 493732101 804 13,100 PRN   DFND 4 13,100 0 0
KFORCE INC COM 493732101 26 418 PRN   DFND 1 418 0 0
KILROY RLTY CORP COM 49427F108 466 8,900 PRN   DFND 4 8,900 0 0
KIMBERLY-CLARK CORP COM 494368103 15,956 118,064 PRN   DFND 1 118,064 0 0
KIMBERLY-CLARK CORP COM 494368103 2,659 19,672 PRN   DFND 4 19,672 0 0
KIMBERLY-CLARK CORP COM 494368103 115 854 PRN   DFND 3 854 0 0
KINDER MORGAN INC DEL COM 49456B101 0 21 PRN   DFND 3 21 0 0
KINDER MORGAN INC DEL COM 49456B101 6,734 401,796 PRN   DFND 4 401,796 0 0
KINDER MORGAN INC DEL COM 49456B101 6,070 362,148 PRN   DFND 1 362,148 0 0
KINETIK HOLDINGS INC COM NEW CL A 02215L209 116 3,400 PRN   DFND 4 3,400 0 0
KINETIK HOLDINGS INC COM NEW CL A 02215L209 89 2,620 PRN   DFND 1 2,620 0 0
KINSALE CAP GROUP INC COM 49714P108 1,676 7,300 PRN   DFND 4 7,300 0 0
KINSALE CAP GROUP INC COM 49714P108 3,717 16,186 PRN   DFND 1 16,186 0 0
KIRBY CORP COM 497266106 1,246 20,474 PRN   DFND 1 20,474 0 0
KIRBY CORP COM 497266106 931 15,300 PRN   DFND 4 15,300 0 0
KLA CORP COM NEW 482480100 65 205 PRN   DFND 4 205 0 0
KLA CORP COM NEW 482480100 10,030 31,434 PRN   DFND 1 31,434 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 880 19,000 PRN   DFND 4 19,000 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 16,406 354,415 PRN   DFND 1 354,415 0 0
KNOWLES CORP COM 49926D109 1,403 80,933 PRN   DFND 4 80,933 0 0
KNOWLES CORP COM 49926D109 21 1,212 PRN   DFND 1 1,212 0 0
KONTOOR BRANDS INC COM 50050N103 2,745 82,252 PRN   DFND 1 82,252 0 0
KONTOOR BRANDS INC COM 50050N103 281 8,406 PRN   DFND 3 8,406 0 0
KORN FERRY COM NEW 500643200 11,737 202,300 PRN   DFND 4 202,300 0 0
KORN FERRY COM NEW 500643200 5,691 98,092 PRN   DFND 1 98,092 0 0
KOSMOS ENERGY LTD COM 500688106 151 24,377 PRN   DFND 4 24,377 0 0
KOSMOS ENERGY LTD COM 500688106 53 8,528 PRN   DFND 3 8,528 0 0
KRAFT HEINZ CO COM 500754106 12,727 333,690 PRN   DFND 1 333,690 0 0
KRAFT HEINZ CO COM 500754106 418 10,969 PRN   DFND 3 10,969 0 0
KRAFT HEINZ CO COM 500754106 11,403 298,970 PRN   DFND 4 298,970 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 34 2,466 PRN   DFND 1 2,466 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,069 77,000 PRN   DFND 4 77,000 0 0
KROGER CO COM 501044101 833 17,610 PRN   DFND 3 17,610 0 0
KROGER CO COM 501044101 102,067 2,156,503 PRN   DFND 4 2,156,503 0 0
KROGER CO COM 501044101 1,496 31,600 PRN   DFND 2 31,600 0 0
KROGER CO COM 501044101 41,983 887,030 PRN   DFND 1 887,030 0 0
KRONOS BIO INC COM 50107A104 57 15,544 PRN   DFND 4 15,544 0 0
KULICKE & SOFFA INDS INC COM 501242101 185 4,321 PRN   DFND 3 4,321 0 0
KULICKE & SOFFA INDS INC COM 501242101 234 5,457 PRN   DFND 4 5,457 0 0
KULICKE & SOFFA INDS INC COM 501242101 5,101 119,151 PRN   DFND 1 119,151 0 0
KURA SUSHI USA INC CL A COM 501270102 470 9,488 PRN   DFND 4 9,488 0 0
KYMERA THERAPEUTICS INC COM 501575104 482 24,500 PRN   DFND 4 24,500 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 4,446 454,577 PRN   DFND 1 454,577 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 17 1,777 PRN   DFND 3 1,777 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 718 73,400 PRN   DFND 4 73,400 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 32 3,288 PRN   DFND 2 3,288 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,852 16,438 PRN   DFND 1 16,438 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 345 1,470 PRN   DFND 4 1,470 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 123 524 PRN   DFND 3 524 0 0
LAKELAND BANCORP INC COM 511637100 166 11,371 PRN   DFND 4 11,371 0 0
LAKELAND INDS INC COM 511795106 491 31,942 PRN   DFND 4 31,942 0 0
LAM RESEARCH CORP COM 512807108 4,290 10,067 PRN   DFND 1 10,067 0 0
LAM RESEARCH CORP COM 512807108 11,573 27,157 PRN   DFND 4 27,157 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,660 41,600 PRN   DFND 4 41,600 0 0
LAMB WESTON HLDGS INC COM 513272104 1,773 24,815 PRN   DFND 1 24,815 0 0
LAMB WESTON HLDGS INC COM 513272104 363 5,084 PRN   DFND 3 5,084 0 0
LAMB WESTON HLDGS INC COM 513272104 907 12,695 PRN   DFND 4 12,695 0 0
LANCASTER COLONY CORP COM 513847103 5,882 45,671 PRN   DFND 1 45,671 0 0
LANDSEA HOMES CORP COM 51509P103 131 19,693 PRN   DFND 4 19,693 0 0
LANDSTAR SYS INC COM 515098101 262 1,800 PRN   DFND 4 1,800 0 0
LANDSTAR SYS INC COM 515098101 116 798 PRN   DFND 3 798 0 0
LANDSTAR SYS INC COM 515098101 3,413 23,470 PRN   DFND 1 23,470 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 6,491 133,831 PRN   DFND 1 133,831 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 9 182 PRN   DFND 3 182 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,464 257,000 PRN   DFND 4 257,000 0 0
LAUDER ESTEE COS INC CL A 518439104 4 14 PRN   DFND 1 14 0 0
LAUDER ESTEE COS INC CL A 518439104 3,515 13,803 PRN   DFND 3 13,803 0 0
LAUDER ESTEE COS INC CL A 518439104 8,271 32,479 PRN   DFND 4 32,479 0 0
LCI INDS COM 50189K103 591 5,278 PRN   DFND 1 5,278 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7 208 230,000 PRN   DFND 3 230,000 0 0
LEAR CORP COM NEW 521865204 1,907 15,145 PRN   DFND 1 15,145 0 0
LEAR CORP COM NEW 521865204 1,898 15,078 PRN   DFND 4 15,078 0 0
LEGALZOOM COM INC COM 52466B103 530 48,200 PRN   DFND 4 48,200 0 0
LEGALZOOM COM INC COM 52466B103 1 116 PRN   DFND 1 116 0 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 518 9,427 PRN   DFND 4 9,427 0 0
LEGGETT & PLATT INC COM 524660107 145 4,188 PRN   DFND 3 4,188 0 0
LEGGETT & PLATT INC COM 524660107 5,181 149,827 PRN   DFND 1 149,827 0 0
LEMAITRE VASCULAR INC COM 525558201 200 4,400 PRN   DFND 4 4,400 0 0
LEMAITRE VASCULAR INC COM 525558201 27 584 PRN   DFND 1 584 0 0
LENDINGCLUB CORP COM NEW 52603A208 5,297 453,099 PRN   DFND 4 453,099 0 0
LENDINGCLUB CORP COM NEW 52603A208 13 1,139 PRN   DFND 1 1,139 0 0
LENDINGCLUB CORP COM NEW 52603A208 33 2,828 PRN   DFND 3 2,828 0 0
LENNAR CORP CL A 526057104 483 6,848 PRN   DFND 4 6,848 0 0
LENNAR CORP CL A 526057104 1,626 23,044 PRN   DFND 1 23,044 0 0
LENNAR CORP CL A 526057104 161 2,277 PRN   DFND 3 2,277 0 0
LENNOX INTL INC COM 526107107 2,944 14,251 PRN   DFND 1 14,251 0 0
LENNOX INTL INC COM 526107107 3,022 14,630 PRN   DFND 4 14,630 0 0
LESLIES INC COM 527064109 1,894 124,761 PRN   DFND 1 124,761 0 0
LESLIES INC COM 527064109 1,112 73,284 PRN   DFND 4 73,284 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 12,744 5,714,753 PRN   DFND 4 5,714,753 0 0
LGI HOMES INC COM 50187T106 982 11,298 PRN   DFND 1 11,298 0 0
LHC GROUP INC COM 50187A107 42,943 275,732 PRN   DFND 3 275,732 0 0
LHC GROUP INC COM 50187A107 78 500 PRN   DFND 4 500 0 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8 6,608 4,500,000 PRN   DFND 3 4,500,000 0 0
LI AUTO INC SPONSORED ADS 50202M102 38,406 1,002,497 PRN   DFND 4 1,002,497 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 224 1,941 PRN   DFND 3 1,941 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 6,079 52,571 PRN   DFND 1 52,571 0 0
LIBERTY ENERGY INC COM CL A 53115L104 10 745 PRN   DFND 3 745 0 0
LIBERTY ENERGY INC COM CL A 53115L104 268 20,971 PRN   DFND 1 20,971 0 0
LIBERTY ENERGY INC COM CL A 53115L104 160 12,500 PRN   DFND 4 12,500 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 15 700 PRN   DFND 4 700 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 6,245 282,720 PRN   DFND 1 282,720 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 732 20,300 PRN   DFND 4 20,300 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 17 476 PRN   DFND 1 476 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 241 3,800 PRN   DFND 4 3,800 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 2,154 33,939 PRN   DFND 1 33,939 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 68 1,075 PRN   DFND 3 1,075 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8 10,598 PRN   DFND 1 10,598 0 0
LIFE STORAGE INC COM 53223X107 16,582 148,500 PRN   DFND 4 148,500 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,094 57,100 PRN   DFND 4 57,100 0 0
LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 4,810 215,688 PRN   DFND 1 215,688 0 0
LILLY ELI & CO COM 532457108 13,228 40,797 PRN   DFND 1 40,797 0 0
LILLY ELI & CO COM 532457108 3,296 10,167 PRN   DFND 2 10,167 0 0
LILLY ELI & CO COM 532457108 16,283 50,221 PRN   DFND 4 50,221 0 0
LINCOLN EDL SVCS CORP COM 533535100 90 14,200 PRN   DFND 4 14,200 0 0
LINCOLN NATL CORP IND COM 534187109 14 309 PRN   DFND 1 309 0 0
LINCOLN NATL CORP IND COM 534187109 10,656 227,833 PRN   DFND 4 227,833 0 0
LINDE PLC SHS G5494J103 2,404 8,360 PRN   DFND 2 8,360 0 0
LINDE PLC SHS G5494J103 6,404 22,272 PRN   DFND 4 22,272 0 0
LINDE PLC SHS G5494J103 719 2,500 PRN   DFND 3 2,500 0 0
LINDE PLC SHS G5494J103 25 88 PRN   DFND 1 88 0 0
LIQUIDITY SVCS INC COM 53635B107 164 12,200 PRN   DFND 4 12,200 0 0
LITHIA MTRS INC COM 536797103 3,006 10,940 PRN   DFND 4 10,940 0 0
LITHIA MTRS INC COM 536797103 3,481 12,668 PRN   DFND 1 12,668 0 0
LITHIUM AMERS CORP NEW COM NEW 53680Q207 794 39,437 PRN   DFND 1 39,437 0 0
LITTELFUSE INC COM 537008104 51 200 PRN   DFND 4 200 0 0
LITTELFUSE INC COM 537008104 1,593 6,271 PRN   DFND 1 6,271 0 0
LITTELFUSE INC COM 537008104 27 105 PRN   DFND 3 105 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 22,877 277,034 PRN   DFND 1 277,034 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 0 1 PRN   DFND 3 1 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 223 2,700 PRN   DFND 4 2,700 0 0
LIVENT CORP COM 53814L108 180 7,946 PRN   DFND 1 7,946 0 0
LIVENT CORP COM 53814L108 79 3,500 PRN   DFND 4 3,500 0 0
LIVEONE INC COM 53814X102 14 16,733 PRN   DFND 1 16,733 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 3,872 5,292,000 PRN   DFND 3 5,292,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 737 1,008,000 PRN   DFND 2 1,008,000 0 0
LIVERAMP HLDGS INC COM 53815P108 1,936 75,028 PRN   DFND 1 75,028 0 0
LIVERAMP HLDGS INC COM 53815P108 60 2,324 PRN   DFND 3 2,324 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 1,181 1,400,000 PRN   DFND 3 1,400,000 0 0
LKQ CORP COM 501889208 6,178 125,842 PRN   DFND 1 125,842 0 0
LKQ CORP COM 501889208 154 3,137 PRN   DFND 3 3,137 0 0
LKQ CORP COM 501889208 29,730 605,616 PRN   DFND 4 605,616 0 0
LOEWS CORP COM 540424108 8,541 144,133 PRN   DFND 4 144,133 0 0
LOEWS CORP COM 540424108 2,515 42,444 PRN   DFND 1 42,444 0 0
LOUISIANA PAC CORP COM 546347105 11,447 218,407 PRN   DFND 4 218,407 0 0
LOUISIANA PAC CORP COM 546347105 11,434 218,157 PRN   DFND 1 218,157 0 0
LOWES COS INC COM 548661107 4,088 23,402 PRN   DFND 1 23,402 0 0
LOWES COS INC COM 548661107 22,791 130,483 PRN   DFND 4 130,483 0 0
LPL FINL HLDGS INC COM 50212V100 1,170 6,344 PRN   DFND 1 6,344 0 0
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MANDIANT INC COM 562662106 21,870 1,002,308 PRN   DFND 3 1,002,308 0 0
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ROBERT HALF INTL INC COM 770323103 3,227 43,090 PRN   DFND 1 43,090 0 0
ROBLOX CORP CL A 771049103 268 8,170 PRN   DFND 3 8,170 0 0
ROBLOX CORP CL A 771049103 99 3,000 PRN   DFND 4 3,000 0 0
ROBLOX CORP CL A 771049103 115 3,511 PRN   DFND 1 3,511 0 0
ROCKET COS INC COM CL A 77311W101 412 56,000 PRN   DFND 4 56,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,533 32,779 PRN   DFND 4 32,779 0 0
ROCKWELL AUTOMATION INC COM 773903109 100 501 PRN   DFND 3 501 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,531 12,701 PRN   DFND 1 12,701 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 35,899 750,770 PRN   DFND 4 750,770 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,492 31,154 PRN   DFND 1 31,154 0 0
ROGERS CORP COM 775133101 9,116 34,782 PRN   DFND 3 34,782 0 0
ROKU INC COM CL A 77543R102 316 3,853 PRN   DFND 4 3,853 0 0
ROKU INC COM CL A 77543R102 63 769 PRN   DFND 3 769 0 0
ROKU INC COM CL A 77543R102 24 287 PRN   DFND 1 287 0 0
ROMEO POWER INC COM 776153108 12 25,850 PRN   DFND 1 25,850 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,783 22,255 PRN   DFND 1 22,255 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,036 2,624 PRN   DFND 3 2,624 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,347 3,412 PRN   DFND 4 3,412 0 0
ROVER GROUP INC COM CL A 77936F103 172 45,700 PRN   DFND 4 45,700 0 0
ROYAL BK CDA COM 780087102 4,993 51,570 PRN   DFND 1 51,570 0 0
ROYAL BK CDA COM 780087102 10,511 108,783 PRN   DFND 4 108,783 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 37 1,067 PRN   DFND 4 1,067 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 44,158 1,264,920 PRN   DFND 1 1,264,920 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 10,780 11,300,000 PRN   DFND 3 11,300,000 0 0
ROYAL GOLD INC COM 780287108 7,039 65,920 PRN   DFND 1 65,920 0 0
ROYAL GOLD INC COM 780287108 209 1,956 PRN   DFND 3 1,956 0 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 14,372 341,871 PRN   DFND 4 341,871 0 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 1,023 24,332 PRN   DFND 1 24,332 0 0
RPM INTL INC COM 749685103 457 5,800 PRN   DFND 4 5,800 0 0
RPT REALTY SH BEN INT 74971D101 343 34,900 PRN   DFND 4 34,900 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 15 18,155 PRN   DFND 1 18,155 0 0
RUMBLEON INC COM CL B 781386305 212 14,400 PRN   DFND 4 14,400 0 0
RUSH ENTERPRISES INC CL A 781846209 1,648 34,196 PRN   DFND 4 34,196 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 594 36,518 PRN   DFND 4 36,518 0 0
RYAN SPECIALTY HOLDINGS INC CL A 78351F107 1,740 44,410 PRN   DFND 1 44,410 0 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 3,283 48,817 PRN   DFND 3 48,817 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,118 14,706 PRN   DFND 2 14,706 0 0
S&P GLOBAL INC COM 78409V104 2,355 6,986 PRN   DFND 2 6,986 0 0
S&P GLOBAL INC COM 78409V104 10,210 30,291 PRN   DFND 3 30,291 0 0
S&P GLOBAL INC COM 78409V104 13,978 41,469 PRN   DFND 4 41,469 0 0
S&P GLOBAL INC COM 78409V104 66 197 PRN   DFND 1 197 0 0
SABRE CORP COM 78573M104 87 14,956 PRN   DFND 1 14,956 0 0
SAGE THERAPEUTICS INC COM 78667J108 87 2,705 PRN   DFND 3 2,705 0 0
SAGE THERAPEUTICS INC COM 78667J108 3,102 96,022 PRN   DFND 1 96,022 0 0
SAIA INC COM 78709Y105 3,670 19,521 PRN   DFND 1 19,521 0 0
SAIA INC COM 78709Y105 56 300 PRN   DFND 4 300 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 56,848 906,963 PRN   DFND 3 906,963 0 0
SALESFORCE INC COM 79466L302 32,921 199,472 PRN   DFND 4 199,472 0 0
SALESFORCE INC COM 79466L302 6,793 41,158 PRN   DFND 1 41,158 0 0
SALESFORCE INC COM 79466L302 2,216 13,426 PRN   DFND 2 13,426 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 616 51,702 PRN   DFND 3 51,702 0 0
SAMSARA INC COM CL A 79589L106 41 3,695 PRN   DFND 3 3,695 0 0
SAMSARA INC COM CL A 79589L106 752 67,300 PRN   DFND 4 67,300 0 0
SANDERSON FARMS INC COM 800013104 17,673 82,000 PRN   DFND 3 82,000 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 141 9,000 PRN   DFND 3 9,000 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 1,303 83,141 PRN   DFND 4 83,141 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,984 27,376 PRN   DFND 4 27,376 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 29 401 PRN   DFND 1 401 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2 27 PRN   DFND 4 27 0 0
SAREPTA THERAPEUTICS INC COM 803607100 18 244 PRN   DFND 3 244 0 0
SAREPTA THERAPEUTICS INC COM 803607100 337 4,500 PRN   DFND 1 4,500 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 152,195 475,536 PRN   DFND 4 475,536 0 0
SCHLUMBERGER LTD COM STK 806857108 7,017 196,230 PRN   DFND 1 196,230 0 0
SCHLUMBERGER LTD COM STK 806857108 13,123 366,971 PRN   DFND 4 366,971 0 0
SCHLUMBERGER LTD COM STK 806857108 894 25,000 PRN   DFND 3 25,000 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,364 105,637 PRN   DFND 1 105,637 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 68 3,035 PRN   DFND 3 3,035 0 0
SCHNITZER STEEL INDS INC CL A 806882106 573 17,449 PRN   DFND 4 17,449 0 0
SCHNITZER STEEL INDS INC CL A 806882106 31 953 PRN   DFND 1 953 0 0
SCHWAB CHARLES CORP COM 808513105 48 766 PRN   DFND 1 766 0 0
SCHWAB CHARLES CORP COM 808513105 11 173 PRN   DFND 4 173 0 0
SCHWAB CHARLES CORP COM 808513105 571 9,033 PRN   DFND 2 9,033 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,034 41,174 PRN   DFND 4 41,174 0 0
SCIPLAY CORPORATION CL A 809087109 148 10,600 PRN   DFND 4 10,600 0 0
SCORPIO TANKERS INC SHS Y7542C130 125 3,622 PRN   DFND 1 3,622 0 0
SCORPIO TANKERS INC SHS Y7542C130 511 14,800 PRN   DFND 4 14,800 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 8,149 7,410,000 PRN   DFND 3 7,410,000 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 641 19,400 PRN   DFND 4 19,400 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 6,231 87,224 PRN   DFND 1 87,224 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 131 1,837 PRN   DFND 4 1,837 0 0
SEALED AIR CORP NEW COM 81211K100 162 2,800 PRN   DFND 4 2,800 0 0
SEALED AIR CORP NEW COM 81211K100 6,050 104,817 PRN   DFND 1 104,817 0 0
SEALED AIR CORP NEW COM 81211K100 125 2,173 PRN   DFND 3 2,173 0 0
SEAWORLD ENTMT INC COM 81282V100 897 20,300 PRN   DFND 4 20,300 0 0
SEAWORLD ENTMT INC COM 81282V100 52 1,166 PRN   DFND 1 1,166 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 169 19,920 PRN   DFND 1 19,920 0 0
SEELOS THERAPEUTICS INC COM 81577F109 12 17,713 PRN   DFND 1 17,713 0 0
SEI INVTS CO COM 784117103 8,273 153,140 PRN   DFND 4 153,140 0 0
SEI INVTS CO COM 784117103 7,405 137,084 PRN   DFND 1 137,084 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 5,948 109,600 PRN   DFND 4 109,600 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,524 35,300 PRN   DFND 4 35,300 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 815 11,400 PRN Call DFND 1 11,400 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 658 9,200 PRN Put DFND 1 9,200 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 9,064 288,200 PRN Call DFND 1 288,200 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 8,743 278,000 PRN Put DFND 1 278,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,512 11,000 PRN Call DFND 1 11,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,444 10,500 PRN Put DFND 1 10,500 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 7,593 105,200 PRN   DFND 4 105,200 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 549 7,600 PRN Call DFND 1 7,600 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 585 8,100 PRN Put DFND 1 8,100 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 18 141 PRN   DFND 1 141 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 18,467 144,000 PRN   DFND 4 144,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,936 15,100 PRN Call DFND 1 15,100 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,859 14,500 PRN Put DFND 1 14,500 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4 42 PRN   DFND 1 42 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,904 44,700 PRN Call DFND 1 44,700 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,939 45,100 PRN Put DFND 1 45,100 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,117 58,700 PRN Call DFND 1 58,700 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,285 61,100 PRN Put DFND 1 61,100 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,966 40,300 PRN   DFND 4 40,300 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 626 8,500 PRN Call DFND 1 8,500 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 626 8,500 PRN Put DFND 1 8,500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 470 3,700 PRN   DFND 4 3,700 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 21 166 PRN   DFND 1 166 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 64 500 PRN Call DFND 1 500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 356 2,800 PRN Put DFND 1 2,800 0 0
SELECTA BIOSCIENCES INC COM 816212104 17 13,316 PRN   DFND 1 13,316 0 0
SELECTA BIOSCIENCES INC COM 816212104 44 33,892 PRN   DFND 4 33,892 0 0
SELECTIVE INS GROUP INC COM 816300107 278 3,200 PRN   DFND 4 3,200 0 0
SELECTIVE INS GROUP INC COM 816300107 7,148 82,222 PRN   DFND 1 82,222 0 0
SEMLER SCIENTIFIC INC COM 81684M104 511 18,123 PRN   DFND 4 18,123 0 0
SEMPRA COM 816851109 311 2,070 PRN   DFND 3 2,070 0 0
SEMPRA COM 816851109 3,889 25,881 PRN   DFND 4 25,881 0 0
SEMPRA COM 816851109 6,458 42,973 PRN   DFND 1 42,973 0 0
SEMTECH CORP COM 816850101 121 2,201 PRN   DFND 3 2,201 0 0
SEMTECH CORP COM 816850101 2,991 54,420 PRN   DFND 1 54,420 0 0
SEMTECH CORP COM 816850101 4,288 78,012 PRN   DFND 4 78,012 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 2 18,561 PRN   DFND 2 18,561 0 0
SENIOR CONNECT ACQUISITN COR *W EXP 12/31/202 81723H116 10 92,239 PRN   DFND 3 92,239 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 697 8,655 PRN   DFND 4 8,655 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 196 2,439 PRN   DFND 3 2,439 0 0
SENSUS HEALTHCARE INC COM 81728J109 113 14,700 PRN   DFND 4 14,700 0 0
SERVICE CORP INTL COM 817565104 17,332 250,756 PRN   DFND 1 250,756 0 0
SERVICE CORP INTL COM 817565104 10,893 157,600 PRN   DFND 4 157,600 0 0
SERVICENOW INC COM 81762P102 603 1,269 PRN   DFND 2 1,269 0 0
SERVICENOW INC COM 81762P102 219 461 PRN   DFND 1 461 0 0
SERVICENOW INC COM 81762P102 64,436 135,507 PRN   DFND 4 135,507 0 0
SFL CORPORATION LTD SHS G7738W106 84 8,800 PRN   DFND 4 8,800 0 0
SFL CORPORATION LTD SHS G7738W106 30 3,208 PRN   DFND 1 3,208 0 0
SHATTUCK LABS INC COM 82024L103 6 1,491 PRN   DFND 1 1,491 0 0
SHATTUCK LABS INC COM 82024L103 57 13,986 PRN   DFND 4 13,986 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 22 980 PRN   DFND 1 980 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 220 9,900 PRN   DFND 4 9,900 0 0
SHERWIN WILLIAMS CO COM 824348106 10,375 46,337 PRN   DFND 1 46,337 0 0
SHERWIN WILLIAMS CO COM 824348106 8,685 38,789 PRN   DFND 2 38,789 0 0
SHERWIN WILLIAMS CO COM 824348106 9,981 44,575 PRN   DFND 4 44,575 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 4,759 5,900,000 PRN   DFND 3 5,900,000 0 0
SHOPIFY INC CL A 82509L107 25 789 PRN   DFND 1 789 0 0
SHOPIFY INC CL A 82509L107 42 1,350 PRN   DFND 3 1,350 0 0
SHOPIFY INC CL A 82509L107 4,651 148,890 PRN   DFND 4 148,890 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2,152 2,550,000 PRN   DFND 3 2,550,000 0 0
SHUTTERSTOCK INC COM 825690100 58 1,006 PRN   DFND 3 1,006 0 0
SHUTTERSTOCK INC COM 825690100 18,780 327,687 PRN   DFND 4 327,687 0 0
SHUTTERSTOCK INC COM 825690100 989 17,250 PRN   DFND 1 17,250 0 0
SIGA TECHNOLOGIES INC COM 826917106 369 31,865 PRN   DFND 4 31,865 0 0
SIGHT SCIENCES INC COM 82657M105 310 34,500 PRN   DFND 4 34,500 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,056 11,471 PRN   DFND 1 11,471 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,231 6,869 PRN   DFND 4 6,869 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 144 801 PRN   DFND 3 801 0 0
SIGNET JEWELERS LIMITED SHS G81276100 988 18,484 PRN   DFND 1 18,484 0 0
SILGAN HOLDINGS INC COM 827048109 492 11,909 PRN   DFND 1 11,909 0 0
SILICON LABORATORIES INC COM 826919102 7,635 54,450 PRN   DFND 1 54,450 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 5,907 70,575 PRN   DFND 3 70,575 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,567 18,719 PRN   DFND 4 18,719 0 0
SILVERCORP METALS INC COM 82835P103 1,452 585,418 PRN   DFND 4 585,418 0 0
SILVERGATE CAP CORP CL A 82837P408 1,501 28,041 PRN   DFND 4 28,041 0 0
SILVERGATE CAP CORP CL A 82837P408 11,017 205,809 PRN   DFND 1 205,809 0 0
SILVERGATE CAP CORP CL A 82837P408 1 23 PRN   DFND 3 23 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,776 83,528 PRN   DFND 1 83,528 0 0
SIMON PPTY GROUP INC NEW COM 828806109 948 9,983 PRN   DFND 4 9,983 0 0
SIMPLY GOOD FOODS CO COM 82900L102 329 8,700 PRN   DFND 4 8,700 0 0
SIMPLY GOOD FOODS CO COM 82900L102 7,342 194,381 PRN   DFND 1 194,381 0 0
SIMPSON MFG INC COM 829073105 84 832 PRN   DFND 3 832 0 0
SIMPSON MFG INC COM 829073105 101 1,000 PRN   DFND 4 1,000 0 0
SIMPSON MFG INC COM 829073105 2,241 22,276 PRN   DFND 1 22,276 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 356 58,000 PRN   DFND 4 58,000 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 0 10 PRN   DFND 3 10 0 0
SITE CTRS CORP COM 82981J109 547 40,600 PRN   DFND 4 40,600 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 459 3,860 PRN   DFND 1 3,860 0 0
SITIME CORP COM 82982T106 15,965 97,924 PRN   DFND 1 97,924 0 0
SITIME CORP COM 82982T106 21 130 PRN   DFND 4 130 0 0
SITIME CORP COM 82982T106 55 339 PRN   DFND 3 339 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 19 856 PRN   DFND 1 856 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 357 16,468 PRN   DFND 4 16,468 0 0
SKECHERS U S A INC CL A 830566105 11 300 PRN   DFND 4 300 0 0
SKECHERS U S A INC CL A 830566105 9,932 279,136 PRN   DFND 1 279,136 0 0
SKECHERS U S A INC CL A 830566105 246 6,903 PRN   DFND 3 6,903 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119 52 99,946 PRN   DFND 3 99,946 0 0
SKILLZ INC COM 83067L109 19 15,539 PRN   DFND 3 15,539 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 14 288 PRN   DFND 1 288 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 220 4,643 PRN   DFND 3 4,643 0 0
SKYWEST INC COM 830879102 6,018 283,210 PRN   DFND 4 283,210 0 0
SKYWEST INC COM 830879102 13 600 PRN   DFND 1 600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,516 81,132 PRN   DFND 1 81,132 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 86,088 929,277 PRN   DFND 4 929,277 0 0
SLEEP NUMBER CORP COM 83125X103 1,939 62,638 PRN   DFND 4 62,638 0 0
SLM CORP COM 78442P106 3,932 246,700 PRN   DFND 4 246,700 0 0
SLM CORP COM 78442P106 7 437 PRN   DFND 1 437 0 0
SM ENERGY CO COM 78454L100 20 599 PRN   DFND 3 599 0 0
SM ENERGY CO COM 78454L100 13,047 381,594 PRN   DFND 1 381,594 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 1,986 1,880,000 PRN   DFND 2 1,880,000 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 10,648 10,080,000 PRN   DFND 3 10,080,000 0 0
SMART SAND INC COM 83191H107 37 18,400 PRN   DFND 4 18,400 0 0
SMARTSHEET INC COM CL A 83200N103 724 23,049 PRN   DFND 1 23,049 0 0
SMARTSHEET INC COM CL A 83200N103 3,281 104,400 PRN   DFND 4 104,400 0 0
SMARTSHEET INC COM CL A 83200N103 13 418 PRN   DFND 3 418 0 0
SMITH & WESSON BRANDS INC COM 831754106 31 2,390 PRN   DFND 1 2,390 0 0
SMITH & WESSON BRANDS INC COM 831754106 4,152 316,255 PRN   DFND 4 316,255 0 0
SMITH A O CORP COM 831865209 4,126 75,454 PRN   DFND 1 75,454 0 0
SMITH A O CORP COM 831865209 179 3,270 PRN   DFND 4 3,270 0 0
SMUCKER J M CO COM NEW 832696405 4,480 35,000 PRN   DFND 4 35,000 0 0
SMUCKER J M CO COM NEW 832696405 496 3,873 PRN   DFND 3 3,873 0 0
SMUCKER J M CO COM NEW 832696405 3,033 23,693 PRN   DFND 1 23,693 0 0
SNAP INC CL A 83304A106 747 56,871 PRN   DFND 4 56,871 0 0
SNAP INC CL A 83304A106 14,987 1,141,401 PRN   DFND 1 1,141,401 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 5,040 5,250,000 PRN   DFND 3 5,250,000 0 0
SNAP INC NOTE 5/0 83304AAF3 2,939 4,149,000 PRN   DFND 3 4,149,000 0 0
SNAP INC NOTE 5/0 83304AAF3 344 485,000 PRN   DFND 2 485,000 0 0
SNAP ON INC COM 833034101 586 2,974 PRN   DFND 1 2,974 0 0
SNAP ON INC COM 833034101 1,103 5,600 PRN   DFND 4 5,600 0 0
SNOWFLAKE INC CL A 833445109 1,283 9,228 PRN   DFND 1 9,228 0 0
SNOWFLAKE INC CL A 833445109 6,981 50,203 PRN   DFND 4 50,203 0 0
SNOWFLAKE INC CL A 833445109 70 503 PRN   DFND 3 503 0 0
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 412 480,765 PRN   DFND 4 480,765 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 48,555 581,290 PRN   DFND 4 581,290 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 628 7,516 PRN   DFND 3 7,516 0 0
SOFI TECHNOLOGIES INC COM 83406F102 117 22,232 PRN   DFND 1 22,232 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,350 8,586 PRN   DFND 3 8,586 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 6 22 PRN   DFND 4 22 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 18 64 PRN   DFND 1 64 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 5,195 4,300,000 PRN   DFND 3 4,300,000 0 0
SOLID POWER INC CLASS A COM 83422N105 301 56,000 PRN   DFND 4 56,000 0 0
SOLO BRANDS INC COM CL A 83425V104 259 63,685 PRN   DFND 4 63,685 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 297 8,097 PRN   DFND 3 8,097 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 802 21,900 PRN   DFND 4 21,900 0 0
SONOCO PRODS CO COM 835495102 5,998 105,153 PRN   DFND 1 105,153 0 0
SONOCO PRODS CO COM 835495102 194 3,400 PRN   DFND 4 3,400 0 0
SONOS INC COM 83570H108 793 43,974 PRN   DFND 1 43,974 0 0
SONOS INC COM 83570H108 455 25,200 PRN   DFND 4 25,200 0 0
SONOS INC COM 83570H108 409 22,671 PRN   DFND 3 22,671 0 0
SOTERA HEALTH CO COM 83601L102 94 4,800 PRN   DFND 4 4,800 0 0
SOTERA HEALTH CO COM 83601L102 2,046 104,438 PRN   DFND 1 104,438 0 0
SOUTH JERSEY INDS INC COM 838518108 12,054 353,072 PRN   DFND 3 353,072 0 0
SOUTHERN CO COM 842587107 11,712 164,242 PRN   DFND 1 164,242 0 0
SOUTHERN CO COM 842587107 2 24 PRN   DFND 4 24 0 0
SOUTHERN CO COM 842587107 606 8,504 PRN   DFND 3 8,504 0 0
SOUTHERN COPPER CORP COM 84265V105 214 4,299 PRN   DFND 1 4,299 0 0
SOUTHSTATE CORPORATION COM 840441109 1,434 18,585 PRN   DFND 1 18,585 0 0
SOUTHSTATE CORPORATION COM 840441109 247 3,200 PRN   DFND 4 3,200 0 0
SOUTHWEST AIRLS CO COM 844741108 9,864 273,100 PRN   DFND 4 273,100 0 0
SOUTHWEST AIRLS CO COM 844741108 10,071 278,815 PRN   DFND 1 278,815 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8,795 7,438,000 PRN   DFND 3 7,438,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,644 1,390,000 PRN   DFND 2 1,390,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,548 727,735 PRN   DFND 1 727,735 0 0
SOUTHWESTERN ENERGY CO COM 845467109 32 5,076 PRN   DFND 4 5,076 0 0
SP PLUS CORP COM 78469C103 203 6,600 PRN   DFND 4 6,600 0 0
SPARTANNASH CO COM 847215100 81 2,700 PRN   DFND 1 2,700 0 0
SPARTANNASH CO COM 847215100 1,560 51,692 PRN   DFND 4 51,692 0 0
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