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 1,824 142,300 SH   DFND 8 142,300 0 0
3M Co COM 88579Y101 47 429 SH   DFND   429 0 0
3M Co COM 88579Y101 2,906 26,300 SH   DFND 11 26,300 0 0
3M Co COM 88579Y101 16,223 146,816 SH   DFND 7 30,576 0 116,240
3M Co COM 88579Y101 82,135 743,300 SH   DFND 8 738,900 0 4,400
ABB Ltd SPONSORED ADR 000375204 25 1,023 SH   DFND   1,023 0 0
Abbott Laboratories COM 002824100 2,394 24,739 SH   DFND   24,739 0 0
Abbott Laboratories COM 002824100 3,087 31,900 SH   DFND 11 31,900 0 0
Abbott Laboratories COM 002824100 46,433 479,876 SH   DFND 7 426,493 0 53,383
Abbott Laboratories COM 002824100 87,668 906,040 SH   DFND 8 889,340 0 16,700
AbbVie Inc COM 00287Y109 184 1,371 SH   DFND   1,371 0 0
AbbVie Inc COM 00287Y109 9,758 72,705 SH   DFND 7 32,638 0 40,067
AbbVie Inc COM 00287Y109 50,470 376,050 SH   DFND 8 376,050 0 0
ABIOMED Inc COM 003654100 9 35 SH   DFND   35 0 0
ABIOMED Inc COM 003654100 195 793 SH   DFND 7 793 0 0
ABIOMED Inc COM 003654100 55,172 224,587 SH   DFND 8 224,587 0 0
ABM Industries Inc COM 000957100 428 11,200 SH   DFND 11 9,900 0 1,300
ABM Industries Inc COM 000957100 4,371 114,325 SH   DFND 8 93,325 0 21,000
Accenture PLC SHS CLASS A G1151C101 126 491 SH   DFND   491 0 0
Accenture PLC SHS CLASS A G1151C101 2,547 9,900 SH   DFND 11 9,900 0 0
Accenture PLC SHS CLASS A G1151C101 35,204 136,820 SH   DFND 7 103,741 0 33,079
Accenture PLC SHS CLASS A G1151C101 90,325 351,048 SH   DFND 8 345,748 0 5,300
Achilles Therapeutics PLC SPONSORED ADS 00449L102 646 285,856 SH   DFND 8 285,856 0 0
ACI Worldwide Inc COM 004498101 326 15,600 SH   DFND 11 13,300 0 2,300
ACI Worldwide Inc COM 004498101 910 43,530 SH   DFND 7 40,318 0 3,212
ACI Worldwide Inc COM 004498101 3,152 150,800 SH   DFND 8 135,100 0 15,700
Aclaris Therapeutics Inc COM 00461U105 167 10,600 SH   DFND 11 9,300 0 1,300
Aclaris Therapeutics Inc COM 00461U105 120 7,600 SH   DFND 8 0 0 7,600
Activision Blizzard Inc COM 00507V109 45 607 SH   DFND   607 0 0
Activision Blizzard Inc COM 00507V109 5,027 67,616 SH   DFND 7 61,008 0 6,608
Activision Blizzard Inc COM 00507V109 59,116 795,217 SH   DFND 8 787,908 0 7,309
Acuity Brands Inc COM 00508Y102 425 2,700 SH   DFND 11 2,400 0 300
Acuity Brands Inc COM 00508Y102 5,685 36,100 SH   DFND 8 26,600 0 9,500
Adobe Inc COM 00724F101 101 367 SH   DFND   367 0 0
Adobe Inc COM 00724F101 1,438 5,226 SH   DFND 11 5,226 0 0
Adobe Inc COM 00724F101 46,456 168,808 SH   DFND 7 140,446 0 28,362
Adobe Inc COM 00724F101 81,941 297,750 SH   DFND 8 287,116 0 10,634
Advance Auto Parts Inc COM 00751Y106 7 47 SH   DFND   47 0 0
Advance Auto Parts Inc COM 00751Y106 189 1,210 SH   DFND 7 1,210 0 0
Advance Auto Parts Inc COM 00751Y106 141 900 SH   DFND 8 900 0 0
Advanced Drainage Systems Inc COM 00790R104 933 7,500 SH   DFND 11 6,400 0 1,100
Advanced Drainage Systems Inc COM 00790R104 6,517 52,400 SH   DFND 8 45,300 0 7,100
Advanced Energy Industries Inc COM 007973100 27 352 SH   DFND   352 0 0
Advanced Energy Industries Inc COM 007973100 230 2,972 SH   DFND 7 2,972 0 0
Advanced Energy Industries Inc COM 007973100 7,110 91,848 SH   DFND 8 91,848 0 0
Advanced Micro Devices Inc COM 007903107 80 1,257 SH   DFND   1,257 0 0
Advanced Micro Devices Inc COM 007903107 2,680 42,302 SH   DFND 7 10,408 0 31,894
Advanced Micro Devices Inc COM 007903107 84,695 1,336,721 SH   DFND 8 1,294,293 0 42,428
AECOM COM 00766T100 82 1,200 SH   DFND 11 1,200 0 0
AECOM COM 00766T100 608 8,900 SH   DFND 8 0 0 8,900
AerCap Holdings NV SHS N00985106 483 11,400 SH   DFND 7 11,400 0 0
Aflac Inc COM 001055102 27 475 SH   DFND   475 0 0
Aflac Inc COM 001055102 1,967 35,000 SH   DFND 11 35,000 0 0
Aflac Inc COM 001055102 113 2,003 SH   DFND 7 2,003 0 0
Aflac Inc COM 001055102 11,437 203,500 SH   DFND 8 197,000 0 6,500
AGCO Corp COM 001084102 837 8,700 SH   DFND 11 7,500 0 1,200
AGCO Corp COM 001084102 11,665 121,296 SH   DFND 8 102,896 0 18,400
Agenus Inc COM NEW 00847G705 21 10,300 SH   DFND 11 10,300 0 0
Agilent Technologies Inc COM 00846U101 28 232 SH   DFND   232 0 0
Agilent Technologies Inc COM 00846U101 1,580 13,000 SH   DFND 11 13,000 0 0
Agilent Technologies Inc COM 00846U101 10,150 83,506 SH   DFND 7 82,900 0 606
Agilent Technologies Inc COM 00846U101 55,541 456,942 SH   DFND 8 435,441 0 21,501
Agios Pharmaceuticals Inc COM 00847X104 263 9,300 SH   DFND 11 7,500 0 1,800
Agios Pharmaceuticals Inc COM 00847X104 9,965 352,385 SH   DFND 8 343,185 0 9,200
Agnico Eagle Mines Ltd COM 008474108 14 339 SH   DFND   339 0 0
Agnico Eagle Mines Ltd COM 008474108 25,388 601,178 SH   DFND 7 601,178 0 0
Airbnb Inc COM CL A 009066101 31 291 SH   DFND   291 0 0
Airbnb Inc COM CL A 009066101 14,250 135,662 SH   DFND 7 135,662 0 0
Airbnb Inc NOTE 3/1 009066AB7 11,521 13,852,000 PRN   DFND 7 11,111,000 0 2,741,000
Air Products and Chemicals Inc COM 009158106 40 172 SH   DFND   172 0 0
Air Products and Chemicals Inc COM 009158106 908 3,900 SH   DFND 11 3,900 0 0
Akamai Technologies Inc COM 00971T101 10 124 SH   DFND   124 0 0
Akamai Technologies Inc COM 00971T101 4,081 50,808 SH   DFND 7 46,436 0 4,372
Akamai Technologies Inc COM 00971T101 4,169 51,900 SH   DFND 8 51,900 0 0
Akamai Technologies Inc NOTE 0.375% 9/0 00971TAL5 14,753 15,750,000 PRN   DFND 7 13,350,000 0 2,400,000
Alarm.com Holdings Inc COM 011642105 3,573 55,095 SH   DFND 7 55,095 0 0
Alarm.com Holdings Inc COM 011642105 4,754 73,299 SH   DFND 8 73,299 0 0
Alaska Air Group Inc COM 011659109 192 4,900 SH   DFND 11 2,800 0 2,100
Alaska Air Group Inc COM 011659109 106 2,700 SH   DFND 8 0 0 2,700
Albemarle Corp COM 012653101 74 281 SH   DFND   281 0 0
Albemarle Corp COM 012653101 741 2,804 SH   DFND 7 591 0 2,213
Albemarle Corp COM 012653101 16,404 62,034 SH   DFND 8 62,034 0 0
Alcoa Corp COM 013872106 5 143 SH   DFND   143 0 0
Alcoa Corp COM 013872106 860 25,563 SH   DFND 7 192 0 25,371
Alcoa Corp COM 013872106 27 800 SH   DFND 8 0 0 800
Alcon Inc ORD SHS H01301128 24,144 414,987 SH   DFND 7 104,064 0 310,923
Alcon Inc ORD SHS H01301128 5,808 99,824 SH   DFND 8 99,487 0 337
Alexander's Inc COM 014752109 167 800 SH   DFND 11 700 0 100
Alexander's Inc COM 014752109 794 3,800 SH   DFND 8 3,100 0 700
Alexandria Real Estate Equities Inc COM 015271109 32,007 228,310 SH   DFND 10 228,310 0 0
Alexandria Real Estate Equities Inc COM 015271109 890 6,352 SH   DFND 7 552 0 5,800
Algonquin Power & Utilities Corp COM 015857105 5 503 SH   DFND   503 0 0
Algonquin Power & Utilities Corp COM 015857105 3,041 278,691 SH   DFND 7 278,691 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 1,758 21,983 SH   DFND   21,983 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 11,155 139,452 SH   DFND 7 122,752 0 16,700
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 76,429 955,485 SH   DFND 8 955,485 0 0
Align Technology Inc COM 016255101 12 58 SH   DFND   58 0 0
Align Technology Inc COM 016255101 6,401 30,905 SH   DFND 7 30,905 0 0
Alkermes PLC SHS G01767105 7,374 330,233 SH   DFND 8 324,333 0 5,900
Allegion plc ORD SHS G0176J109 6 68 SH   DFND   68 0 0
Allegion plc ORD SHS G0176J109 1,336 14,900 SH   DFND 11 14,900 0 0
Allegion plc ORD SHS G0176J109 8 91 SH   DFND 7 91 0 0
Allegion plc ORD SHS G0176J109 13,607 151,733 SH   DFND 8 149,200 0 2,533
Allscripts Healthcare Solutions Inc COM 01988P108 300 19,700 SH   DFND 11 16,100 0 3,600
Allscripts Healthcare Solutions Inc COM 01988P108 4,693 308,150 SH   DFND 8 290,150 0 18,000
Allstate Corp/The COM 020002101 27 213 SH   DFND   213 0 0
Allstate Corp/The COM 020002101 251 2,016 SH   DFND 7 2,016 0 0
Ally Financial Inc COM 02005N100 7 251 SH   DFND   251 0 0
Ally Financial Inc COM 02005N100 114 4,086 SH   DFND 7 4,086 0 0
Ally Financial Inc COM 02005N100 1,673 60,100 SH   DFND 8 60,100 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 19 94 SH   DFND   94 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 196 979 SH   DFND 7 979 0 0
Alnylam Pharmaceuticals Inc COM 02043Q107 37,383 186,767 SH   DFND 8 186,767 0 0
Alphabet Inc CAP STK CL A 02079K305 446 4,668 SH   DFND   4,668 0 0
Alphabet Inc CAP STK CL A 02079K305 8,457 88,420 SH   DFND 11 88,420 0 0
Alphabet Inc CAP STK CL A 02079K305 97,500 1,019,340 SH   DFND 7 853,252 0 166,088
Alphabet Inc CAP STK CL A 02079K305 328,416 3,433,515 SH   DFND 8 3,346,415 0 87,100
Alphabet Inc CAP STK CL C 02079K107 421 4,377 SH   DFND   4,377 0 0
Alphabet Inc CAP STK CL C 02079K107 33,258 345,899 SH   DFND 7 143,630 0 202,269
Alphabet Inc CAP STK CL C 02079K107 384,937 4,003,501 SH   DFND 8 4,003,501 0 0
Altair Engineering Inc COM CL A 021369103 33,259 752,135 SH   DFND 8 746,856 0 5,279
Altra Industrial Motion Corp COM 02208R106 306 9,100 SH   DFND 11 7,500 0 1,600
Altra Industrial Motion Corp COM 02208R106 2,716 80,782 SH   DFND 8 72,282 0 8,500
Amazon.com Inc COM 023135106 3,975 35,175 SH   DFND   35,175 0 0
Amazon.com Inc COM 023135106 5,702 50,460 SH   DFND 11 50,460 0 0
Amazon.com Inc COM 023135106 113,449 1,003,970 SH   DFND 7 853,550 0 150,420
Amazon.com Inc COM 023135106 483,738 4,280,864 SH   DFND 8 4,219,164 0 61,700
Ambarella Inc SHS G037AX101 33,460 595,586 SH   DFND 8 595,586 0 0
Ambev SA SPONSORED ADR 02319V103 3,991 1,410,127 SH   DFND   1,410,127 0 0
Ambev SA SPONSORED ADR 02319V103 92 32,420 SH   DFND 7 0 0 32,420
Amcor PLC ORD G0250X107 13 1,166 SH   DFND   1,166 0 0
Amcor PLC ORD G0250X107 17 1,562 SH   DFND 7 1,562 0 0
Amcor PLC ORD G0250X107 2,560 238,600 SH   DFND 8 238,600 0 0
Amdocs Ltd SHS G02602103 95 1,200 SH   DFND 11 1,200 0 0
Amdocs Ltd SHS G02602103 187 2,357 SH   DFND 7 2,357 0 0
Amdocs Ltd SHS G02602103 3,321 41,800 SH   DFND 8 41,800 0 0
Amedisys Inc COM 023436108 6,169 63,732 SH   DFND 8 63,732 0 0
Ameresco Inc CL A 02361E108 89 1,336 SH   DFND   1,336 0 0
Ameresco Inc CL A 02361E108 9,404 141,450 SH   DFND 7 67,266 0 74,184
Ameresco Inc CL A 02361E108 32,230 484,809 SH   DFND 8 484,809 0 0
American Express Co COM 025816109 67 497 SH   DFND   497 0 0
American Express Co COM 025816109 2,145 15,900 SH   DFND 11 15,900 0 0
American Express Co COM 025816109 18,330 135,865 SH   DFND 7 78,175 0 57,690
American Express Co COM 025816109 126,120 934,848 SH   DFND 8 927,448 0 7,400
American Financial Group Inc/OH COM 025932104 7 56 SH   DFND   56 0 0
American Financial Group Inc/OH COM 025932104 406 3,300 SH   DFND 11 3,300 0 0
American Financial Group Inc/OH COM 025932104 9 73 SH   DFND 7 73 0 0
American Financial Group Inc/OH COM 025932104 3,233 26,300 SH   DFND 8 25,500 0 800
American Homes 4 Rent CL A 02665T306 38,748 1,180,967 SH   DFND 10 1,180,967 0 0
American Homes 4 Rent CL A 02665T306 11 325 SH   DFND 7 325 0 0
American International Group Inc COM NEW 026874784 29 615 SH   DFND   615 0 0
American International Group Inc COM NEW 026874784 788 16,600 SH   DFND 11 16,600 0 0
American International Group Inc COM NEW 026874784 251 5,292 SH   DFND 7 5,292 0 0
American International Group Inc COM NEW 026874784 8,259 173,942 SH   DFND 8 166,942 0 7,000
American Tower Corp COM 03027X100 3,177 14,799 SH   DFND   14,799 0 0
American Tower Corp COM 03027X100 236 1,100 SH   DFND 10 1,100 0 0
American Tower Corp COM 03027X100 2,083 9,700 SH   DFND 11 9,700 0 0
American Tower Corp COM 03027X100 2,571 11,976 SH   DFND 7 795 0 11,181
American Tower Corp COM 03027X100 90,091 419,615 SH   DFND 8 419,615 0 0
American Water Works Co Inc COM 030420103 18 141 SH   DFND   141 0 0
American Water Works Co Inc COM 030420103 2,213 17,000 SH   DFND 10 17,000 0 0
American Water Works Co Inc COM 030420103 1,315 10,100 SH   DFND 11 10,100 0 0
American Water Works Co Inc COM 030420103 3,382 25,982 SH   DFND 7 25,982 0 0
American Water Works Co Inc COM 030420103 18,574 142,700 SH   DFND 8 141,000 0 1,700
Americold Realty Trust Inc COM 03064D108 13,756 559,203 SH   DFND 10 559,203 0 0
Americold Realty Trust Inc COM 03064D108 32 1,300 SH   DFND 11 1,300 0 0
Americold Realty Trust Inc COM 03064D108 234 9,500 SH   DFND 8 2,800 0 6,700
Ameriprise Financial Inc COM 03076C106 21 85 SH   DFND   85 0 0
Ameriprise Financial Inc COM 03076C106 101 400 SH   DFND 11 400 0 0
Ameriprise Financial Inc COM 03076C106 46 184 SH   DFND 7 184 0 0
Ameriprise Financial Inc COM 03076C106 8,239 32,700 SH   DFND 8 32,100 0 600
AmerisourceBergen Corp COM 03073E105 17 122 SH   DFND   122 0 0
AmerisourceBergen Corp COM 03073E105 162 1,200 SH   DFND 11 1,200 0 0
AmerisourceBergen Corp COM 03073E105 21 158 SH   DFND 7 158 0 0
AmerisourceBergen Corp COM 03073E105 15,319 113,200 SH   DFND 8 112,600 0 600
AMETEK Inc COM 031100100 20 179 SH   DFND   179 0 0
AMETEK Inc COM 031100100 98 867 SH   DFND 7 867 0 0
AMETEK Inc COM 031100100 15,696 138,400 SH   DFND 8 137,900 0 500
Amgen Inc COM 031162100 94 415 SH   DFND   415 0 0
Amgen Inc COM 031162100 851 3,777 SH   DFND 11 3,777 0 0
Amgen Inc COM 031162100 19,363 85,905 SH   DFND 7 56,126 0 29,779
Amgen Inc COM 031162100 58,401 259,100 SH   DFND 8 254,910 0 4,190
AMN Healthcare Services Inc COM 001744101 477 4,500 SH   DFND 11 3,800 0 700
AMN Healthcare Services Inc COM 001744101 10,846 102,360 SH   DFND 8 89,160 0 13,200
Amphastar Pharmaceuticals Inc COM 03209R103 202 7,200 SH   DFND 11 5,700 0 1,500
Amphastar Pharmaceuticals Inc COM 03209R103 3,908 139,065 SH   DFND 8 133,165 0 5,900
Amphenol Corp CL A 032095101 31 463 SH   DFND   463 0 0
Amphenol Corp CL A 032095101 1,701 25,400 SH   DFND 11 25,400 0 0
Amphenol Corp CL A 032095101 128 1,918 SH   DFND 7 1,918 0 0
Amphenol Corp CL A 032095101 32,944 492,000 SH   DFND 8 488,000 0 4,000
Analog Devices Inc COM 032654105 56 403 SH   DFND   403 0 0
Analog Devices Inc COM 032654105 3,080 22,107 SH   DFND 7 542 0 21,565
Analog Devices Inc COM 032654105 4,379 31,430 SH   DFND 8 22,000 0 9,430
ANSYS Inc COM 03662Q105 15 67 SH   DFND   67 0 0
ANSYS Inc COM 03662Q105 138 621 SH   DFND 7 621 0 0
ANSYS Inc COM 03662Q105 45,903 207,049 SH   DFND 8 207,049 0 0
Antero Resources Corp COM 03674X106 406 13,300 SH   DFND 11 11,500 0 1,800
Antero Resources Corp COM 03674X106 6,415 210,125 SH   DFND 8 195,025 0 15,100
Aon PLC SHS CL A G0403H108 44 165 SH   DFND   165 0 0
Aon PLC SHS CL A G0403H108 2,625 9,800 SH   DFND 11 9,800 0 0
Aon PLC SHS CL A G0403H108 141 526 SH   DFND 7 526 0 0
Aon PLC SHS CL A G0403H108 19,179 71,600 SH   DFND 8 68,200 0 3,400
A O Smith Corp COM 831865209 5 101 SH   DFND   101 0 0
A O Smith Corp COM 831865209 7 134 SH   DFND 7 134 0 0
A O Smith Corp COM 831865209 6,199 127,600 SH   DFND 8 127,600 0 0
APA Corp COM 03743Q108 9 262 SH   DFND   262 0 0
APA Corp COM 03743Q108 12 352 SH   DFND 7 352 0 0
APA Corp COM 03743Q108 16,472 481,789 SH   DFND 8 481,789 0 0
Apartment Investment and Management Co CL A 03748R747 175 24,000 SH   DFND 11 20,600 0 3,400
Apartment Investment and Management Co CL A 03748R747 1,815 248,600 SH   DFND 8 223,500 0 25,100
Apellis Pharmaceuticals Inc COM 03753U106 10,005 146,488 SH   DFND 8 146,488 0 0
Apollo Medical Holdings Inc COM NEW 03763A207 207 5,300 SH   DFND 11 4,400 0 900
Apollo Medical Holdings Inc COM NEW 03763A207 1,730 44,350 SH   DFND 8 38,450 0 5,900
AppHarvest Inc COM 03783T103 1,200 609,204 SH   DFND 8 609,204 0 0
Apple Inc COM 037833100 1,736 12,559 SH   DFND   12,559 0 0
Apple Inc COM 037833100 19,016 137,600 SH   DFND 11 137,600 0 0
Apple Inc COM 037833100 157,461 1,139,368 SH   DFND 7 748,849 0 390,519
Apple Inc COM 037833100 982,868 7,111,924 SH   DFND 8 7,090,824 0 21,100
Applied Materials Inc COM 038222105 55 675 SH   DFND   675 0 0
Applied Materials Inc COM 038222105 1,189 14,515 SH   DFND 11 14,515 0 0
Applied Materials Inc COM 038222105 847 10,338 SH   DFND 7 4,574 0 5,764
Applied Materials Inc COM 038222105 39,359 480,403 SH   DFND 8 454,741 0 25,662
AppLovin Corp COM CL A 03831W108 2 93 SH   DFND   93 0 0
AppLovin Corp COM CL A 03831W108 217 11,114 SH   DFND 8 11,114 0 0
Aptiv PLC SHS G6095L109 2,756 35,236 SH   DFND   35,236 0 0
Aptiv PLC SHS G6095L109 1,677 21,447 SH   DFND 7 21,447 0 0
Aptiv PLC SHS G6095L109 75,776 968,875 SH   DFND 8 965,257 0 3,618
Aramark COM 03852U106 6 180 SH   DFND   180 0 0
Aramark COM 03852U106 34 1,100 SH   DFND 11 1,100 0 0
Aramark COM 03852U106 9 290 SH   DFND 7 290 0 0
Aramark COM 03852U106 318 10,200 SH   DFND 8 0 0 10,200
ArcBest Corp COM 03937C105 298 4,100 SH   DFND 11 3,400 0 700
ArcBest Corp COM 03937C105 3,091 42,500 SH   DFND 8 38,600 0 3,900
Arch Capital Group Ltd ORD G0450A105 13 291 SH   DFND   291 0 0
Arch Capital Group Ltd ORD G0450A105 1,261 27,700 SH   DFND 11 23,300 0 4,400
Arch Capital Group Ltd ORD G0450A105 68 1,494 SH   DFND 7 1,494 0 0
Arch Capital Group Ltd ORD G0450A105 8,899 195,400 SH   DFND 8 171,400 0 24,000
Archer-Daniels-Midland Co COM 039483102 35 437 SH   DFND   437 0 0
Archer-Daniels-Midland Co COM 039483102 3,162 39,300 SH   DFND 11 39,300 0 0
Archer-Daniels-Midland Co COM 039483102 47 585 SH   DFND 7 585 0 0
Archer-Daniels-Midland Co COM 039483102 86,307 1,072,800 SH   DFND 8 1,034,000 0 38,800
Arcus Biosciences Inc COM 03969F109 3,854 147,336 SH   DFND 8 147,336 0 0
Arcutis Biotherapeutics Inc COM 03969K108 6,451 337,595 SH   DFND 8 337,595 0 0
Argenx SE SPONSORED ADR 04016X101 22,736 64,398 SH   DFND 8 64,398 0 0
Arista Networks Inc COM 040413106 22 191 SH   DFND   191 0 0
Arista Networks Inc COM 040413106 274 2,423 SH   DFND 7 2,423 0 0
ASE Technology Holding Co Ltd SPONSORED ADS 00215W100 459 91,912 SH   DFND 7 0 0 91,912
ASGN Inc COM 00191U102 615 6,800 SH   DFND 11 5,900 0 900
ASGN Inc COM 00191U102 4,155 45,975 SH   DFND 8 38,975 0 7,000
Aspen Technology Inc COM 29109X106 31,734 133,226 SH   DFND 8 133,226 0 0
Associated Banc-Corp COM 045487105 468 23,300 SH   DFND 8 0 0 23,300
Atkore Inc COM 047649108 444 5,700 SH   DFND 11 4,900 0 800
Atkore Inc COM 047649108 4,342 55,800 SH   DFND 8 42,300 0 13,500
Atmos Energy Corp COM 049560105 11 108 SH   DFND   108 0 0
Atmos Energy Corp COM 049560105 1,630 16,000 SH   DFND 11 16,000 0 0
Atmos Energy Corp COM 049560105 288 2,823 SH   DFND 7 2,823 0 0
Atmos Energy Corp COM 049560105 11,204 110,000 SH   DFND 8 107,700 0 2,300
AT&T Inc COM 00206R102 85 5,555 SH   DFND   5,555 0 0
AT&T Inc COM 00206R102 1,721 112,200 SH   DFND 11 112,200 0 0
AT&T Inc COM 00206R102 6,823 444,793 SH   DFND 7 221,361 0 223,432
AT&T Inc COM 00206R102 28,166 1,836,100 SH   DFND 8 1,627,400 0 208,700
Autodesk Inc COM 052769106 32 169 SH   DFND   169 0 0
Autodesk Inc COM 052769106 146 780 SH   DFND 11 780 0 0
Autodesk Inc COM 052769106 2,298 12,303 SH   DFND 7 10,694 0 1,609
Autodesk Inc COM 052769106 94,139 503,957 SH   DFND 8 490,672 0 13,285
Autohome Inc SP ADS RP CL A 05278C107 2,862 99,500 SH   DFND 8 99,500 0 0
Automatic Data Processing Inc COM 053015103 5,050 22,327 SH   DFND   22,327 0 0
Automatic Data Processing Inc COM 053015103 3,440 15,209 SH   DFND 11 15,209 0 0
Automatic Data Processing Inc COM 053015103 15,005 66,340 SH   DFND 7 46,926 0 19,414
Automatic Data Processing Inc COM 053015103 56,453 249,582 SH   DFND 8 234,310 0 15,272
AutoNation Inc COM 05329W102 683 6,700 SH   DFND 11 5,600 0 1,100
AutoNation Inc COM 05329W102 6,217 61,025 SH   DFND 8 47,225 0 13,800
AutoZone Inc COM 053332102 32 15 SH   DFND   15 0 0
AutoZone Inc COM 053332102 1,499 700 SH   DFND 11 700 0 0
AutoZone Inc COM 053332102 148 69 SH   DFND 7 69 0 0
AutoZone Inc COM 053332102 17,116 7,991 SH   DFND 8 7,899 0 92
Avalara Inc NOTE 0.250% 8/0 05338GAB2 775 800,000 PRN   DFND 7 0 0 800,000
AvalonBay Communities Inc COM 053484101 47,585 258,345 SH   DFND 10 258,345 0 0
AvalonBay Communities Inc COM 053484101 682 3,700 SH   DFND 11 3,700 0 0
AvalonBay Communities Inc COM 053484101 96 519 SH   DFND 7 519 0 0
AvalonBay Communities Inc COM 053484101 8,233 44,700 SH   DFND 8 44,700 0 0
Avanos Medical Inc COM 05350V106 176 8,100 SH   DFND 11 6,900 0 1,200
Avanos Medical Inc COM 05350V106 1,775 81,475 SH   DFND 8 74,175 0 7,300
Avery Dennison Corp COM 053611109 10 63 SH   DFND   63 0 0
Avery Dennison Corp COM 053611109 407 2,500 SH   DFND 11 2,500 0 0
Avery Dennison Corp COM 053611109 14 84 SH   DFND 7 84 0 0
Avery Dennison Corp COM 053611109 3,675 22,586 SH   DFND 8 22,086 0 500
Avis Budget Group Inc COM 053774105 505 3,400 SH   DFND 11 3,000 0 400
Avis Budget Group Inc COM 053774105 653 4,400 SH   DFND 8 800 0 3,600
Avista Corp COM 05379B107 337 9,100 SH   DFND 11 8,200 0 900
Avista Corp COM 05379B107 363 9,800 SH   DFND 8 0 0 9,800
Avnet Inc COM 053807103 488 13,500 SH   DFND 11 11,700 0 1,800
Avnet Inc COM 053807103 7,822 216,566 SH   DFND 8 187,766 0 28,800
Axcelis Technologies Inc COM NEW 054540208 266 4,400 SH   DFND 11 4,100 0 300
Axcelis Technologies Inc COM NEW 054540208 2,895 47,800 SH   DFND 8 42,800 0 5,000
Axis Capital Holdings Ltd SHS G0692U109 477 9,700 SH   DFND 11 8,300 0 1,400
Axis Capital Holdings Ltd SHS G0692U109 4,664 94,900 SH   DFND 8 72,200 0 22,700
Axon Enterprise Inc COM 05464C101 19,608 169,400 SH   DFND 7 169,400 0 0
Axonics Inc COM 05465P101 108,685 1,542,945 SH   DFND 8 1,537,250 0 5,695
Badger Meter Inc COM 056525108 8,433 91,281 SH   DFND 7 91,281 0 0
Baidu Inc SPON ADR REP A 056752108 3,838 32,670 SH   DFND   32,670 0 0
Baidu Inc SPON ADR REP A 056752108 399 3,400 SH   DFND 7 0 0 3,400
Baidu Inc SPON ADR REP A 056752108 16,234 138,174 SH   DFND 8 138,174 0 0
Baker Hughes Co CL A 05722G100 16 764 SH   DFND   764 0 0
Baker Hughes Co CL A 05722G100 975 46,515 SH   DFND 7 46,515 0 0
Ball Corp COM 058498106 46 949 SH   DFND   949 0 0
Ball Corp COM 058498106 8,000 165,561 SH   DFND 7 165,561 0 0
Ball Corp COM 058498106 22,890 473,712 SH   DFND 8 473,712 0 0
Banco Bradesco SA SP ADR PFD NEW 059460303 187 50,948 SH   DFND 7 0 0 50,948
Bancorp Inc/The COM 05969A105 101 4,600 SH   DFND 11 4,600 0 0
Bancorp Inc/The COM 05969A105 8,601 391,328 SH   DFND 7 391,328 0 0
Bank of America Corp COM 060505104 185 6,131 SH   DFND   6,131 0 0
Bank of America Corp COM 060505104 1,622 53,700 SH   DFND 11 53,700 0 0
Bank of America Corp COM 060505104 15,559 515,192 SH   DFND 7 205,529 0 309,663
Bank of America Corp COM 060505104 65,193 2,158,700 SH   DFND 8 2,150,400 0 8,300
Bank of Montreal COM 063671101 44 500 SH   DFND   500 0 0
Bank of Montreal COM 063671101 1,560 17,800 SH   DFND 11 17,800 0 0
Bank of Montreal COM 063671101 73 830 SH   DFND 7 830 0 0
Bank of Montreal COM 063671101 13,426 153,200 SH   DFND 8 150,600 0 2,600
Bank of New York Mellon Corp/The COM 064058100 23 595 SH   DFND   595 0 0
Bank of New York Mellon Corp/The COM 064058100 659 17,100 SH   DFND 11 17,100 0 0
Bank of New York Mellon Corp/The COM 064058100 92 2,401 SH   DFND 7 2,401 0 0
Bank of New York Mellon Corp/The COM 064058100 15,905 412,900 SH   DFND 8 405,800 0 7,100
Bank of Nova Scotia/The COM 064149107 42 891 SH   DFND   891 0 0
Bank of Nova Scotia/The COM 064149107 1,760 37,000 SH   DFND 11 37,000 0 0
Bank of Nova Scotia/The COM 064149107 104 2,190 SH   DFND 7 1,479 0 711
Bank of Nova Scotia/The COM 064149107 16,074 337,900 SH   DFND 8 323,700 0 14,200
Bank OZK COM 06417N103 756 19,100 SH   DFND 8 0 0 19,100
Barclays PLC ADR 06738E204 2 349 SH   DFND   349 0 0
Barnes Group Inc COM 067806109 43 1,500 SH   DFND 11 1,500 0 0
Barnes Group Inc COM 067806109 228 7,900 SH   DFND 8 0 0 7,900
Barrick Gold Corp COM 067901108 21 1,325 SH   DFND   1,325 0 0
Barrick Gold Corp COM 067901108 28,885 1,863,543 SH   DFND 7 1,863,543 0 0
Bausch Health Cos Inc COM 071734107 2 202 SH   DFND   202 0 0
Bausch Health Cos Inc COM 071734107 353 51,236 SH   DFND 7 0 0 51,236
Bausch Health Cos Inc COM 071734107 1,297 188,200 SH   DFND 8 188,200 0 0
Baxter International Inc COM 071813109 21 391 SH   DFND   391 0 0
Baxter International Inc COM 071813109 27 505 SH   DFND 7 505 0 0
Baxter International Inc COM 071813109 4,023 74,700 SH   DFND 8 74,700 0 0
BCE Inc COM NEW 05534B760 2 54 SH   DFND   54 0 0
BCE Inc COM NEW 05534B760 3 73 SH   DFND 7 73 0 0
BCE Inc COM NEW 05534B760 1,434 34,200 SH   DFND 8 32,500 0 1,700
Becton Dickinson and Co COM 075887109 49 221 SH   DFND   221 0 0
Becton Dickinson and Co COM 075887109 1,003 4,500 SH   DFND 11 4,500 0 0
Becton Dickinson and Co COM 075887109 28,643 128,540 SH   DFND 7 100,661 0 27,879
Becton Dickinson and Co COM 075887109 100,206 449,695 SH   DFND 8 447,195 0 2,500
BeiGene Ltd SPONSORED ADR 07725L102 59 437 SH   DFND 7 0 0 437
BeiGene Ltd SPONSORED ADR 07725L102 3,810 28,259 SH   DFND 8 28,259 0 0
Belden Inc COM 077454106 402 6,700 SH   DFND 11 5,800 0 900
Belden Inc COM 077454106 4,398 73,275 SH   DFND 8 59,575 0 13,700
BellRing Brands Inc COMMON STOCK 07831C103 12,141 589,100 SH   DFND 8 589,100 0 0
Bentley Systems Inc COM CL B 08265T208 5 150 SH   DFND   150 0 0
Bentley Systems Inc COM CL B 08265T208 6 201 SH   DFND 7 201 0 0
Bentley Systems Inc COM CL B 08265T208 29,259 956,489 SH   DFND 8 956,489 0 0
Bentley Systems Inc NOTE 0.375% 7/0 08265TAD1 5,290 6,900,000 PRN   DFND 7 5,700,000 0 1,200,000
Berkshire Hathaway Inc CL B NEW 084670702 266 998 SH   DFND   998 0 0
Berkshire Hathaway Inc CL B NEW 084670702 5,447 20,400 SH   DFND 11 20,400 0 0
Berkshire Hathaway Inc CL B NEW 084670702 3,780 14,157 SH   DFND 7 1,493 0 12,664
Berkshire Hathaway Inc CL B NEW 084670702 107,689 403,300 SH   DFND 8 399,600 0 3,700
Best Buy Co Inc COM 086516101 10 157 SH   DFND   157 0 0
Best Buy Co Inc COM 086516101 162 2,553 SH   DFND 7 2,553 0 0
Best Buy Co Inc COM 086516101 576 9,100 SH   DFND 8 9,100 0 0
BGC Partners Inc CL A 05541T101 138 43,900 SH   DFND 11 37,900 0 6,000
BGC Partners Inc CL A 05541T101 190 60,500 SH   DFND 8 0 0 60,500
BHP Group Ltd SPONSORED ADS 088606108 108 2,161 SH   DFND   2,161 0 0
Bicycle Therapeutics PLC SPONSORED ADS 088786108 9,551 410,640 SH   DFND 8 410,640 0 0
Bilibili Inc NOTE 1.375% 4/0 090040AB2 2,218 2,400,000 PRN   DFND 7 2,000,000 0 400,000
Bill.com Holdings Inc NOTE 12/0 090043AB6 8,030 7,300,000 PRN   DFND 7 6,100,000 0 1,200,000
Biogen Inc COM 09062X103 30 114 SH   DFND   114 0 0
Biogen Inc COM 09062X103 1,520 5,692 SH   DFND 7 1,820 0 3,872
Biogen Inc COM 09062X103 65,121 243,899 SH   DFND 8 243,899 0 0
BioMarin Pharmaceutical Inc COM 09061G101 12 144 SH   DFND   144 0 0
BioMarin Pharmaceutical Inc COM 09061G101 2,014 23,760 SH   DFND 7 23,760 0 0
BioMarin Pharmaceutical Inc COM 09061G101 46,428 547,692 SH   DFND 8 547,692 0 0
BioMarin Pharmaceutical Inc NOTE 0.599% 8/0 09061GAH4 7,373 7,430,000 PRN   DFND 7 6,159,000 0 1,271,000
Bio-Techne Corp COM 09073M104 9 30 SH   DFND   30 0 0
Bio-Techne Corp COM 09073M104 85 300 SH   DFND 11 300 0 0
Bio-Techne Corp COM 09073M104 22 78 SH   DFND 7 78 0 0
Bio-Techne Corp COM 09073M104 312 1,100 SH   DFND 8 0 0 1,100
BJ's Restaurants Inc COM 09180C106 19 800 SH   DFND 11 800 0 0
BJ's Restaurants Inc COM 09180C106 1,312 55,000 SH   DFND 8 50,400 0 4,600
BJ's Wholesale Club Holdings Inc COM 05550J101 677 9,300 SH   DFND 11 7,800 0 1,500
BJ's Wholesale Club Holdings Inc COM 05550J101 4,785 65,725 SH   DFND 8 52,525 0 13,200
Blackbaud Inc COM 09227Q100 339 7,700 SH   DFND 11 6,600 0 1,100
Blackbaud Inc COM 09227Q100 427 9,700 SH   DFND 8 2,000 0 7,700
Blackline Inc COM 09239B109 2,621 43,757 SH   DFND 7 43,757 0 0
BlackRock Inc COM 09247X101 65 118 SH   DFND   118 0 0
BlackRock Inc COM 09247X101 18,316 33,285 SH   DFND 7 21,214 0 12,071
BlackRock Inc COM 09247X101 6,879 12,500 SH   DFND 8 12,500 0 0
Blackstone Inc COM 09260D107 46 544 SH   DFND   544 0 0
Blackstone Inc COM 09260D107 2,657 31,743 SH   DFND 7 559 0 31,184
Block Inc CL A 852234103 22 403 SH   DFND   403 0 0
Block Inc CL A 852234103 3,199 58,171 SH   DFND 7 58,171 0 0
Block Inc CL A 852234103 2,997 54,495 SH   DFND 8 54,495 0 0
Block Inc NOTE 0.125% 3/0 852234AF0 5,366 5,850,000 PRN   DFND 7 4,900,000 0 950,000
Block Inc NOTE 0.500% 5/1 852234AD5 3,113 3,000,000 PRN   DFND 7 2,500,000 0 500,000
Bloomin' Brands Inc COM 094235108 286 15,600 SH   DFND 11 12,900 0 2,700
Bloomin' Brands Inc COM 094235108 2,143 116,925 SH   DFND 8 103,825 0 13,100
Boise Cascade Co COM 09739D100 327 5,500 SH   DFND 11 4,400 0 1,100
Boise Cascade Co COM 09739D100 3,584 60,275 SH   DFND 8 48,875 0 11,400
Booking Holdings Inc COM 09857L108 53 32 SH   DFND   32 0 0
Booking Holdings Inc COM 09857L108 10,216 6,217 SH   DFND 7 4,549 0 1,668
Booking Holdings Inc COM 09857L108 74,229 45,173 SH   DFND 8 44,732 0 441
Booking Holdings Inc NOTE 0.750% 5/0 09857LAN8 11,075 9,140,000 PRN   DFND 7 7,400,000 0 1,740,000
Booz Allen Hamilton Holding Corp CL A 099502106 10 103 SH   DFND   103 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 462 5,000 SH   DFND 11 5,000 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 13 137 SH   DFND 7 137 0 0
Booz Allen Hamilton Holding Corp CL A 099502106 5,252 56,872 SH   DFND 8 56,872 0 0
BorgWarner Inc COM 099724106 36 1,133 SH   DFND   1,133 0 0
BorgWarner Inc COM 099724106 3,166 100,814 SH   DFND 7 100,814 0 0
BorgWarner Inc COM 099724106 8,906 283,624 SH   DFND 8 283,624 0 0
Boston Properties Inc COM 101121101 17,276 230,442 SH   DFND 10 230,442 0 0
Boston Properties Inc COM 101121101 111 1,474 SH   DFND 7 1,474 0 0
Boston Scientific Corp COM 101137107 43 1,109 SH   DFND   1,109 0 0
Boston Scientific Corp COM 101137107 558 14,400 SH   DFND 11 14,400 0 0
Boston Scientific Corp COM 101137107 8,529 220,220 SH   DFND 7 70,248 0 149,972
Boston Scientific Corp COM 101137107 68,824 1,777,011 SH   DFND 8 1,767,011 0 10,000
Box Inc CL A 10316T104 2,656 108,900 SH   DFND 8 87,100 0 21,800
Brandywine Realty Trust SH BEN INT NEW 105368203 169 25,100 SH   DFND 11 19,900 0 5,200
Brandywine Realty Trust SH BEN INT NEW 105368203 263 38,900 SH   DFND 8 12,200 0 26,700
Bread Financial Holdings Inc COM 018581108 217 6,900 SH   DFND 8 0 0 6,900
Bright Horizons Family Solutions Inc COM 109194100 2,506 43,461 SH   DFND 7 43,461 0 0
Bright Horizons Family Solutions Inc COM 109194100 2,661 46,151 SH   DFND 8 46,151 0 0
Brinker International Inc COM 109641100 172 6,900 SH   DFND 11 5,900 0 1,000
Brinker International Inc COM 109641100 1,855 74,275 SH   DFND 8 67,275 0 7,000
Brink's Co/The COM 109696104 136 2,800 SH   DFND 11 2,800 0 0
Brink's Co/The COM 109696104 965 19,925 SH   DFND 8 14,325 0 5,600
Bristol-Myers Squibb Co COM 110122108 117 1,652 SH   DFND   1,652 0 0
Bristol-Myers Squibb Co COM 110122108 675 9,500 SH   DFND 11 9,500 0 0
Bristol-Myers Squibb Co COM 110122108 12,765 179,558 SH   DFND 7 170,913 0 8,645
Bristol-Myers Squibb Co COM 110122108 137,965 1,940,705 SH   DFND 8 1,887,905 0 52,800
Broadcom Inc COM 11135F101 139 313 SH   DFND   313 0 0
Broadcom Inc COM 11135F101 10,176 22,918 SH   DFND 7 10,659 0 12,259
Broadcom Inc COM 11135F101 46,117 103,865 SH   DFND 8 101,205 0 2,660
Broadridge Financial Solutions Inc COM 11133T103 13 91 SH   DFND   91 0 0
Broadridge Financial Solutions Inc COM 11133T103 606 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 10,521 72,900 SH   DFND 8 72,400 0 500
Brookfield Asset Management Inc CL A LTD VT SH 112585104 43 1,049 SH   DFND   1,049 0 0
Brookfield Asset Management Inc CL A LTD VT SH 112585104 6,786 165,955 SH   DFND 7 1,141 0 164,814
Brookfield Renewable Corp CL A SUB VTG 11284V105 3 96 SH   DFND   96 0 0
Brookfield Renewable Corp CL A SUB VTG 11284V105 3,121 95,500 SH   DFND 8 95,500 0 0
Brown & Brown Inc COM 115236101 11 186 SH   DFND   186 0 0
Brown & Brown Inc COM 115236101 677 11,200 SH   DFND 11 11,200 0 0
Brown & Brown Inc COM 115236101 15 249 SH   DFND 7 249 0 0
Brown & Brown Inc COM 115236101 194 3,200 SH   DFND 8 1,500 0 1,700
Brown-Forman Corp CL B 115637209 16 240 SH   DFND   240 0 0
Brown-Forman Corp CL B 115637209 885 13,300 SH   DFND 11 13,300 0 0
Brown-Forman Corp CL B 115637209 27 404 SH   DFND 7 404 0 0
Brown-Forman Corp CL B 115637209 15,486 232,629 SH   DFND 8 230,229 0 2,400
BRP Inc COM SUN VTG 05577W200 2 28 SH   DFND   28 0 0
BRP Inc COM SUN VTG 05577W200 813 13,200 SH   DFND 8 13,200 0 0
Brunswick Corp/DE COM 117043109 3,998 61,084 SH   DFND 8 61,084 0 0
BTRS Holdings Inc COM CL 1 11778X104 6,548 707,150 SH   DFND 7 707,150 0 0
Buckle Inc/The COM 118440106 231 7,300 SH   DFND 11 5,900 0 1,400
Buckle Inc/The COM 118440106 898 28,375 SH   DFND 8 23,675 0 4,700
Builders FirstSource Inc COM 12008R107 88 1,500 SH   DFND 11 1,500 0 0
Builders FirstSource Inc COM 12008R107 177 3,000 SH   DFND 8 0 0 3,000
Bunge Ltd COM G16962105 10 118 SH   DFND   118 0 0
Bunge Ltd COM G16962105 405 4,900 SH   DFND 11 4,100 0 800
Bunge Ltd COM G16962105 13 158 SH   DFND 7 158 0 0
Bunge Ltd COM G16962105 14,342 173,700 SH   DFND 8 153,000 0 20,700
Burlington Stores Inc NOTE 2.250% 4/1 122017AB2 4,905 5,100,000 PRN   DFND 7 4,300,000 0 800,000
BWX Technologies Inc COM 05605H100 262 5,200 SH   DFND 11 5,200 0 0
BWX Technologies Inc COM 05605H100 146 2,900 SH   DFND 8 800 0 2,100
Cadence Bank COM 12740C103 892 35,100 SH   DFND 8 35,100 0 0
Cadence Design Systems Inc COM 127387108 35 214 SH   DFND   214 0 0
Cadence Design Systems Inc COM 127387108 1,339 8,196 SH   DFND 11 8,196 0 0
Cadence Design Systems Inc COM 127387108 768 4,702 SH   DFND 7 4,702 0 0
Cadence Design Systems Inc COM 127387108 185,872 1,137,321 SH   DFND 8 1,115,524 0 21,797
Caleres Inc COM 129500104 170 7,000 SH   DFND 11 6,100 0 900
Caleres Inc COM 129500104 2,137 88,225 SH   DFND 8 81,025 0 7,200
Camden Property Trust SH BEN INT 133131102 12 103 SH   DFND 7 103 0 0
Camden Property Trust SH BEN INT 133131102 2,329 19,500 SH   DFND 8 19,500 0 0
Campbell Soup Co COM 134429109 8 164 SH   DFND   164 0 0
Campbell Soup Co COM 134429109 192 4,078 SH   DFND 7 4,078 0 0
Campbell Soup Co COM 134429109 9,287 197,100 SH   DFND 8 197,100 0 0
Canadian Imperial Bank of Commerce COM 136069101 29 671 SH   DFND   671 0 0
Canadian Imperial Bank of Commerce COM 136069101 989 22,600 SH   DFND 11 22,600 0 0
Canadian Imperial Bank of Commerce COM 136069101 2,165 49,476 SH   DFND 7 49,476 0 0
Canadian Imperial Bank of Commerce COM 136069101 8,087 184,800 SH   DFND 8 174,200 0 10,600
Canadian National Railway Co COM 136375102 47 437 SH   DFND   437 0 0
Canadian National Railway Co COM 136375102 2,127 19,700 SH   DFND 11 19,700 0 0
Canadian National Railway Co COM 136375102 6,944 64,304 SH   DFND 7 3,102 0 61,202
Canadian National Railway Co COM 136375102 16,091 149,000 SH   DFND 8 145,500 0 3,500
Canadian Natural Resources Ltd COM 136385101 40 859 SH   DFND   859 0 0
Canadian Natural Resources Ltd COM 136385101 1,398 30,020 SH   DFND 7 30,020 0 0
Canadian Pacific Railway Ltd COM 13645T100 46 692 SH   DFND   692 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,601 24,000 SH   DFND 10 24,000 0 0
Canadian Pacific Railway Ltd COM 13645T100 721 10,800 SH   DFND 11 10,800 0 0
Canadian Pacific Railway Ltd COM 13645T100 151 2,267 SH   DFND 7 1,149 0 1,118
Canadian Pacific Railway Ltd COM 13645T100 4,770 71,500 SH   DFND 8 69,400 0 2,100
Cannae Holdings Inc COM 13765N107 242 11,700 SH   DFND 11 10,000 0 1,700
Cannae Holdings Inc COM 13765N107 362 17,500 SH   DFND 8 5,000 0 12,500
Canon Inc SPONSORED ADR 138006309 19 854 SH   DFND   854 0 0
Canoo Inc COM CL A 13803R102 80 42,700 SH   DFND 11 34,000 0 8,700
Canoo Inc COM CL A 13803R102 785 418,900 SH   DFND 8 379,100 0 39,800
Canopy Growth Corp COM 138035100 428 156,630 SH   DFND 7 156,630 0 0
Capital One Financial Corp COM 14040H105 28 305 SH   DFND   305 0 0
Capital One Financial Corp COM 14040H105 5,169 56,080 SH   DFND 7 47,985 0 8,095
Capital One Financial Corp COM 14040H105 2,461 26,700 SH   DFND 8 24,600 0 2,100
Cardinal Health Inc COM 14149Y108 14 211 SH   DFND   211 0 0
Cardinal Health Inc COM 14149Y108 19 284 SH   DFND 7 284 0 0
Cardinal Health Inc COM 14149Y108 9,048 135,700 SH   DFND 8 135,700 0 0
Carlyle Group Inc/The COM 14316J108 4 154 SH   DFND   154 0 0
Carlyle Group Inc/The COM 14316J108 209 8,100 SH   DFND 11 5,600 0 2,500
Carlyle Group Inc/The COM 14316J108 5 207 SH   DFND 7 207 0 0
Carlyle Group Inc/The COM 14316J108 1,566 60,600 SH   DFND 8 46,500 0 14,100
Carrier Global Corp COM 14448C104 23 658 SH   DFND   658 0 0
Carrier Global Corp COM 14448C104 15,055 423,356 SH   DFND 7 394,923 0 28,433
Catalent Inc COM 148806102 10 132 SH   DFND   132 0 0
Catalent Inc COM 148806102 13 177 SH   DFND 7 177 0 0
Catalent Inc COM 148806102 12,505 172,813 SH   DFND 8 172,813 0 0
Caterpillar Inc COM 149123101 68 414 SH   DFND   414 0 0
Caterpillar Inc COM 149123101 1,099 6,700 SH   DFND 11 6,700 0 0
Caterpillar Inc COM 149123101 10,247 62,449 SH   DFND 7 7,517 0 54,932
Caterpillar Inc COM 149123101 19,017 115,900 SH   DFND 8 115,300 0 600
Cboe Global Markets Inc COM 12503M108 10 82 SH   DFND   82 0 0
Cboe Global Markets Inc COM 12503M108 13 108 SH   DFND 7 108 0 0
Cboe Global Markets Inc COM 12503M108 4,073 34,700 SH   DFND 8 34,700 0 0
CBRE Group Inc CL A 12504L109 17 254 SH   DFND   254 0 0
CBRE Group Inc CL A 12504L109 439 6,500 SH   DFND 11 6,500 0 0
CBRE Group Inc CL A 12504L109 498 7,372 SH   DFND 7 2,021 0 5,351
CBRE Group Inc CL A 12504L109 5,792 85,800 SH   DFND 8 85,800 0 0
CDW Corp/DE COM 12514G108 16 105 SH   DFND   105 0 0
CDW Corp/DE COM 12514G108 2,185 14,000 SH   DFND 11 14,000 0 0
CDW Corp/DE COM 12514G108 76 485 SH   DFND 7 485 0 0
CDW Corp/DE COM 12514G108 24,192 155,000 SH   DFND 8 153,000 0 2,000
Celestica Inc SUB VTG SHS 15101Q108 568 67,500 SH   DFND 8 67,500 0 0
Celldex Therapeutics Inc COM NEW 15117B202 4,476 159,219 SH   DFND 8 159,219 0 0
Cenovus Energy Inc COM 15135U109 16 1,033 SH   DFND   1,033 0 0
Cenovus Energy Inc COM 15135U109 541 35,205 SH   DFND 7 35,205 0 0
Centene Corp COM 15135B101 35 454 SH   DFND   454 0 0
Centene Corp COM 15135B101 3,345 42,987 SH   DFND 7 42,987 0 0
Centene Corp COM 15135B101 5,418 69,626 SH   DFND 8 69,626 0 0
Centerspace COM 15202L107 40 600 SH   DFND 11 600 0 0
Centerspace COM 15202L107 1,167 17,339 SH   DFND 8 17,339 0 0
Cerence Inc COM 156727109 79 5,000 SH   DFND 11 3,600 0 1,400
Cerence Inc COM 156727109 1,811 115,000 SH   DFND 7 115,000 0 0
Cerence Inc COM 156727109 1,224 77,700 SH   DFND 8 71,000 0 6,700
Cerevel Therapeutics Holdings Inc COM 15678U128 4,169 147,533 SH   DFND 8 147,533 0 0
Ceridian HCM Holding Inc COM 15677J108 6 107 SH   DFND   107 0 0
Ceridian HCM Holding Inc COM 15677J108 821 14,700 SH   DFND 11 13,400 0 1,300
Ceridian HCM Holding Inc COM 15677J108 8 143 SH   DFND 7 143 0 0
Ceridian HCM Holding Inc COM 15677J108 1,056 18,900 SH   DFND 8 1,200 0 17,700
Certara Inc COM 15687V109 3,718 280,000 SH   DFND 7 280,000 0 0
CGI Inc CL A SUB VTG 12532H104 12 161 SH   DFND   161 0 0
CGI Inc CL A SUB VTG 12532H104 624 8,300 SH   DFND 11 8,300 0 0
CGI Inc CL A SUB VTG 12532H104 478 6,353 SH   DFND 7 221 0 6,132
CGI Inc CL A SUB VTG 12532H104 14,386 191,198 SH   DFND 8 167,598 0 23,600
ChampionX Corp COM 15872M104 215 11,000 SH   DFND 11 9,800 0 1,200
ChampionX Corp COM 15872M104 575 29,369 SH   DFND 7 0 0 29,369
ChampionX Corp COM 15872M104 1,652 84,400 SH   DFND 8 37,200 0 47,200
Charles Schwab Corp/The COM 808513105 4,469 62,182 SH   DFND   62,182 0 0
Charles Schwab Corp/The COM 808513105 12,274 170,785 SH   DFND 7 43,734 0 127,051
Charles Schwab Corp/The COM 808513105 5,793 80,600 SH   DFND 8 74,000 0 6,600
Charter Communications Inc CL A 16119P108 28 91 SH   DFND   91 0 0
Charter Communications Inc CL A 16119P108 551 1,818 SH   DFND 11 1,818 0 0
Charter Communications Inc CL A 16119P108 634 2,090 SH   DFND 7 1,511 0 579
Charter Communications Inc CL A 16119P108 2,528 8,332 SH   DFND 8 7,031 0 1,301
Chart Industries Inc COM 16115Q308 27,391 148,580 SH   DFND 8 148,580 0 0
Check Point Software Technologies Ltd ORD M22465104 23,885 213,222 SH   DFND 7 194,932 0 18,290
Check Point Software Technologies Ltd ORD M22465104 1,423 12,699 SH   DFND 8 12,699 0 0
Cheesecake Factory Inc/The COM 163072101 217 7,400 SH   DFND 11 6,300 0 1,100
Cheesecake Factory Inc/The COM 163072101 1,127 38,500 SH   DFND 8 32,400 0 6,100
Chegg Inc COM 163092109 2,318 110,000 SH   DFND 7 110,000 0 0
Chegg Inc COM 163092109 4,376 207,709 SH   DFND 8 207,709 0 0
Chemours Co/The COM 163851108 451 18,300 SH   DFND 11 16,600 0 1,700
Chemours Co/The COM 163851108 268 10,877 SH   DFND 8 77 0 10,800
Cheniere Energy Inc COM NEW 16411R208 29 177 SH   DFND   177 0 0
Cheniere Energy Inc COM NEW 16411R208 1,163 7,008 SH   DFND 7 7,008 0 0
Chevron Corp COM 166764100 208 1,448 SH   DFND   1,448 0 0
Chevron Corp COM 166764100 273 1,900 SH   DFND 11 1,900 0 0
Chevron Corp COM 166764100 44,538 310,005 SH   DFND 7 184,614 0 125,391
Chevron Corp COM 166764100 20,042 139,500 SH   DFND 8 138,800 0 700
Chico's FAS Inc COM 168615102 118 24,400 SH   DFND 11 19,700 0 4,700
Chico's FAS Inc COM 168615102 82 17,000 SH   DFND 8 0 0 17,000
Chipotle Mexican Grill Inc COM 169656105 33 22 SH   DFND   22 0 0
Chipotle Mexican Grill Inc COM 169656105 349 232 SH   DFND 7 232 0 0
Chipotle Mexican Grill Inc COM 169656105 50,039 33,298 SH   DFND 8 33,298 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 10 99 SH   DFND   99 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 212 2,200 SH   DFND 11 1,600 0 600
CH Robinson Worldwide Inc COM NEW 12541W209 227 2,359 SH   DFND 7 2,359 0 0
CH Robinson Worldwide Inc COM NEW 12541W209 26,815 278,419 SH   DFND 8 273,300 0 5,119
Chubb Ltd COM H1467J104 60 331 SH   DFND   331 0 0
Chubb Ltd COM H1467J104 3,092 17,000 SH   DFND 11 17,000 0 0
Chubb Ltd COM H1467J104 2,358 12,964 SH   DFND 7 5,331 0 7,633
Chubb Ltd COM H1467J104 43,015 236,500 SH   DFND 8 217,800 0 18,700
Chunghwa Telecom Co Ltd SPON ADR NEW11 17133Q502 291 8,200 SH   DFND 7 0 0 8,200
Church & Dwight Co Inc COM 171340102 13 188 SH   DFND   188 0 0
Church & Dwight Co Inc COM 171340102 972 13,600 SH   DFND 11 13,600 0 0
Church & Dwight Co Inc COM 171340102 247 3,452 SH   DFND 7 3,452 0 0
Church & Dwight Co Inc COM 171340102 18,103 253,400 SH   DFND 8 251,300 0 2,100
Cia de Saneamento Basico do Estado de Sao Paulo SPONSORED ADR 20441A102 53 5,842 SH   DFND 7 0 0 5,842
Ciena Corp COM NEW 171779309 5,720 141,470 SH   DFND 7 137,615 0 3,855
Ciena Corp COM NEW 171779309 21,376 528,710 SH   DFND 8 528,710 0 0
Cigna Corp COM 125523100 68 246 SH   DFND   246 0 0
Cigna Corp COM 125523100 1,887 6,800 SH   DFND 11 6,800 0 0
Cigna Corp COM 125523100 5,091 18,349 SH   DFND 7 465 0 17,884
Cigna Corp COM 125523100 34,101 122,900 SH   DFND 8 119,400 0 3,500
Cimpress PLC SHS EURO G2143T103 848 34,622 SH   DFND 7 33,375 0 1,247
Cinemark Holdings Inc COM 17243V102 211 17,400 SH   DFND 11 15,500 0 1,900
Cinemark Holdings Inc COM 17243V102 601 49,625 SH   DFND 8 31,725 0 17,900
Cintas Corp COM 172908105 28 71 SH   DFND   71 0 0
Cintas Corp COM 172908105 988 2,544 SH   DFND 11 2,544 0 0
Cintas Corp COM 172908105 183 471 SH   DFND 7 471 0 0
Cintas Corp COM 172908105 11,969 30,833 SH   DFND 8 30,412 0 421
Cirrus Logic Inc COM 172755100 14,200 206,400 SH   DFND 8 206,400 0 0
Cisco Systems Inc COM 17275R102 129 3,213 SH   DFND   3,213 0 0
Cisco Systems Inc COM 17275R102 2,398 59,938 SH   DFND 11 59,938 0 0
Cisco Systems Inc COM 17275R102 7,961 199,028 SH   DFND 7 79,286 0 119,742
Cisco Systems Inc COM 17275R102 86,905 2,172,615 SH   DFND 8 2,084,349 0 88,266
Citigroup Inc COM NEW 172967424 77 1,848 SH   DFND   1,848 0 0
Citigroup Inc COM NEW 172967424 23,737 569,652 SH   DFND 7 315,779 0 253,873
Citigroup Inc COM NEW 172967424 13,397 321,500 SH   DFND 8 259,000 0 62,500
Citizens Financial Group Inc COM 174610105 13 384 SH   DFND   384 0 0
Citizens Financial Group Inc COM 174610105 288 8,391 SH   DFND 7 8,391 0 0
Citizens Financial Group Inc COM 174610105 4,712 137,125 SH   DFND 8 137,125 0 0
Clean Harbors Inc COM 184496107 440 4,000 SH   DFND 11 3,700 0 300
Clean Harbors Inc COM 184496107 1,078 9,800 SH   DFND 8 7,400 0 2,400
Clearfield Inc COM 18482P103 220 2,100 SH   DFND 11 1,800 0 300
Clearfield Inc COM 18482P103 241 2,300 SH   DFND 8 0 0 2,300
Clorox Co/The COM 189054109 12 96 SH   DFND   96 0 0
Clorox Co/The COM 189054109 462 3,600 SH   DFND 11 3,600 0 0
Clorox Co/The COM 189054109 129 1,003 SH   DFND 7 1,003 0 0
Clorox Co/The COM 189054109 9,103 70,900 SH   DFND 8 70,200 0 700
CME Group Inc COM 12572Q105 2,179 12,302 SH   DFND   12,302 0 0
CME Group Inc COM 12572Q105 1,045 5,900 SH   DFND 11 5,900 0 0
CME Group Inc COM 12572Q105 30,268 170,879 SH   DFND 7 149,414 0 21,465
CME Group Inc COM 12572Q105 21,858 123,400 SH   DFND 8 119,600 0 3,800
CMS Energy Corp COM 125896100 13 225 SH   DFND   225 0 0
CMS Energy Corp COM 125896100 938 16,100 SH   DFND 11 16,100 0 0
CMS Energy Corp COM 125896100 18 302 SH   DFND 7 302 0 0
CMS Energy Corp COM 125896100 810 13,900 SH   DFND 8 13,900 0 0
CNH Industrial NV SHS N20944109 37,941 3,396,695 SH   DFND 7 3,396,695 0 0
CNH Industrial NV SHS N20944109 1,319 118,110 SH   DFND 8 118,110 0 0
Coca-Cola Consolidated Inc COM 191098102 453 1,100 SH   DFND 11 900 0 200
Coca-Cola Consolidated Inc COM 191098102 2,440 5,925 SH   DFND 8 4,825 0 1,100
Coca-Cola Co/The COM 191216100 179 3,196 SH   DFND   3,196 0 0
Coca-Cola Co/The COM 191216100 4,756 84,900 SH   DFND 11 84,900 0 0
Coca-Cola Co/The COM 191216100 25,407 453,540 SH   DFND 7 237,825 0 215,715
Coca-Cola Co/The COM 191216100 84,008 1,499,600 SH   DFND 8 1,459,800 0 39,800
Coca-Cola Europacific Partners PLC SHS G25839104 873 20,480 SH   DFND 7 20,480 0 0
Coca-Cola Europacific Partners PLC SHS G25839104 14,572 341,900 SH   DFND 8 341,900 0 0
Coeur Mining Inc COM NEW 192108504 137 40,000 SH   DFND 11 33,700 0 6,300
Coeur Mining Inc COM NEW 192108504 1,647 481,658 SH   DFND 7 481,658 0 0
Coeur Mining Inc COM NEW 192108504 40 11,600 SH   DFND 8 11,600 0 0
Cogent Biosciences Inc COM 19240Q201 4,255 285,210 SH   DFND 8 285,210 0 0
Cognex Corp COM 192422103 6 135 SH   DFND   135 0 0
Cognex Corp COM 192422103 7 178 SH   DFND 7 178 0 0
Cognex Corp COM 192422103 53,952 1,301,622 SH   DFND 8 1,296,334 0 5,288
Cognizant Technology Solutions Corp CL A 192446102 23 404 SH   DFND   404 0 0
Cognizant Technology Solutions Corp CL A 192446102 127 2,209 SH   DFND 11 2,209 0 0
Cognizant Technology Solutions Corp CL A 192446102 221 3,843 SH   DFND 7 3,843 0 0
Cognizant Technology Solutions Corp CL A 192446102 6,111 106,381 SH   DFND 8 106,381 0 0
Coinbase Global Inc COM CL A 19260Q107 6 94 SH   DFND   94 0 0
Coinbase Global Inc COM CL A 19260Q107 8 126 SH   DFND 7 126 0 0
Coinbase Global Inc COM CL A 19260Q107 290 4,493 SH   DFND 8 4,493 0 0
Colgate-Palmolive Co COM 194162103 43 618 SH   DFND   618 0 0
Colgate-Palmolive Co COM 194162103 2,684 38,200 SH   DFND 11 38,200 0 0
Colgate-Palmolive Co COM 194162103 4,658 66,303 SH   DFND 7 7,504 0 58,799
Colgate-Palmolive Co COM 194162103 49,940 710,891 SH   DFND 8 704,291 0 6,600
Colliers International Group Inc SUB VTG SHS 194693107 587 6,400 SH   DFND 8 6,400 0 0
Columbia Financial Inc COM 197641103 764 36,153 SH   DFND 8 36,153 0 0
Columbia Sportswear Co COM 198516106 4,743 70,478 SH   DFND 8 70,478 0 0
Columbus McKinnon Corp/NY COM 199333105 107 4,100 SH   DFND 11 3,600 0 500
Columbus McKinnon Corp/NY COM 199333105 133 5,100 SH   DFND 8 0 0 5,100
Comcast Corp CL A 20030N101 102 3,469 SH   DFND   3,469 0 0
Comcast Corp CL A 20030N101 1,854 63,200 SH   DFND 11 63,200 0 0
Comcast Corp CL A 20030N101 7,971 271,760 SH   DFND 7 128,491 0 143,269
Comcast Corp CL A 20030N101 45,951 1,566,673 SH   DFND 8 1,458,173 0 108,500
Comerica Inc COM 200340107 967 13,600 SH   DFND 11 11,700 0 1,900
Comerica Inc COM 200340107 13,353 187,800 SH   DFND 8 173,700 0 14,100
Comfort Systems USA Inc COM 199908104 526 5,400 SH   DFND 11 4,400 0 1,000
Comfort Systems USA Inc COM 199908104 5,249 53,925 SH   DFND 8 48,625 0 5,300
Commercial Metals Co COM 201723103 270 7,600 SH   DFND 11 5,900 0 1,700
Commercial Metals Co COM 201723103 177 5,000 SH   DFND 8 1,700 0 3,300
Computer Programs and Systems Inc COM 205306103 103 3,700 SH   DFND 11 2,900 0 800
Computer Programs and Systems Inc COM 205306103 1,081 38,775 SH   DFND 8 38,775 0 0
CONMED Corp COM 207410101 47,812 596,379 SH   DFND 8 596,379 0 0
ConnectOne Bancorp Inc COM 20786W107 141 6,100 SH   DFND 11 5,300 0 800
ConnectOne Bancorp Inc COM 20786W107 1,093 47,391 SH   DFND 8 42,991 0 4,400
ConocoPhillips COM 20825C104 103 1,004 SH   DFND   1,004 0 0
ConocoPhillips COM 20825C104 3,563 34,814 SH   DFND 7 34,814 0 0
Consolidated Edison Inc COM 209115104 24 275 SH   DFND   275 0 0
Consolidated Edison Inc COM 209115104 1,921 22,400 SH   DFND 11 22,400 0 0
Consolidated Edison Inc COM 209115104 622 7,255 SH   DFND 7 7,255 0 0
Consolidated Edison Inc COM 209115104 25,068 292,300 SH   DFND 8 288,400 0 3,900
Constellation Brands Inc CL A 21036P108 4,128 17,972 SH   DFND   17,972 0 0
Constellation Brands Inc CL A 21036P108 50 218 SH   DFND 7 218 0 0
Constellation Brands Inc CL A 21036P108 4,249 18,500 SH   DFND 8 18,500 0 0
Constellation Energy Corp COM 21037T109 21 253 SH   DFND   253 0 0
Constellation Energy Corp COM 21037T109 2,279 27,400 SH   DFND 10 27,400 0 0
Constellation Energy Corp COM 21037T109 2,241 26,941 SH   DFND 7 340 0 26,601
Cooper Cos Inc/The COM NEW 216648402 10 38 SH   DFND   38 0 0
Cooper Cos Inc/The COM NEW 216648402 69 263 SH   DFND 7 263 0 0
Cooper Cos Inc/The COM NEW 216648402 13,207 50,045 SH   DFND 8 50,045 0 0
Copart Inc COM 217204106 18 166 SH   DFND   166 0 0
Copart Inc COM 217204106 703 6,607 SH   DFND 11 6,607 0 0
Copart Inc COM 217204106 76 713 SH   DFND 7 713 0 0
Copart Inc COM 217204106 6,387 60,031 SH   DFND 8 59,282 0 749
Corcept Therapeutics Inc COM 218352102 295 11,500 SH   DFND 11 11,500 0 0
Corcept Therapeutics Inc COM 218352102 364 14,200 SH   DFND 8 0 0 14,200
CoreCivic Inc COM 21871N101 160 18,100 SH   DFND 11 14,200 0 3,900
CoreCivic Inc COM 21871N101 134 15,200 SH   DFND 8 0 0 15,200
Corteva Inc COM 22052L104 32 562 SH   DFND   562 0 0
Corteva Inc COM 22052L104 1,932 33,800 SH   DFND 11 33,800 0 0
Corteva Inc COM 22052L104 2,767 48,411 SH   DFND 7 20,927 0 27,484
Corteva Inc COM 22052L104 6,972 122,000 SH   DFND 8 115,800 0 6,200
CorVel Corp COM 221006109 318 2,300 SH   DFND 11 2,000 0 300
CorVel Corp COM 221006109 2,416 17,450 SH   DFND 8 15,150 0 2,300
CoStar Group Inc COM 22160N109 21 307 SH   DFND   307 0 0
CoStar Group Inc COM 22160N109 262 3,758 SH   DFND 7 3,758 0 0
CoStar Group Inc COM 22160N109 1,302 18,700 SH   DFND 8 16,700 0 2,000
Costco Wholesale Corp COM 22160K105 162 344 SH   DFND   344 0 0
Costco Wholesale Corp COM 22160K105 3,379 7,155 SH   DFND 11 7,155 0 0
Costco Wholesale Corp COM 22160K105 64,735 137,073 SH   DFND 7 126,245 0 10,828
Costco Wholesale Corp COM 22160K105 150,060 317,741 SH   DFND 8 307,780 0 9,961
Coterra Energy Inc COM 127097103 16 625 SH   DFND   625 0 0
Coterra Energy Inc COM 127097103 579 22,164 SH   DFND 7 22,164 0 0
Cracker Barrel Old Country Store Inc COM 22410J106 222 2,400 SH   DFND 11 1,900 0 500
Cracker Barrel Old Country Store Inc COM 22410J106 231 2,500 SH   DFND 8 0 0 2,500
Crane Holdings Co COM 224441105 403 4,600 SH   DFND 11 4,400 0 200
Crane Holdings Co COM 224441105 1,129 12,900 SH   DFND 8 6,200 0 6,700
CRISPR Therapeutics AG NAMEN AKT H17182108 7,356 112,559 SH   DFND 8 112,559 0 0
Crowdstrike Holdings Inc CL A 22788C105 26 157 SH   DFND   157 0 0
Crowdstrike Holdings Inc CL A 22788C105 3,010 18,261 SH   DFND 7 18,261 0 0
Crowdstrike Holdings Inc CL A 22788C105 631 3,829 SH   DFND 8 3,829 0 0
Crown Castle Inc COM 22822V101 1,272 8,800 SH   DFND 11 8,800 0 0
Crown Castle Inc COM 22822V101 8,524 58,970 SH   DFND 7 20,068 0 38,902
Crown Castle Inc COM 22822V101 16,421 113,600 SH   DFND 8 113,600 0 0
CSG Systems International Inc COM 126349109 312 5,900 SH   DFND 11 4,900 0 1,000
CSG Systems International Inc COM 126349109 2,619 49,525 SH   DFND 8 43,925 0 5,600
CSX Corp COM 126408103 45 1,687 SH   DFND   1,687 0 0
CSX Corp COM 126408103 2,051 76,977 SH   DFND 11 76,977 0 0
CSX Corp COM 126408103 7,240 271,772 SH   DFND 7 204,260 0 67,512
CSX Corp COM 126408103 31,324 1,175,823 SH   DFND 8 1,147,931 0 27,892
CTI BioPharma Corp COM 12648L601 100 17,100 SH   DFND 11 13,900 0 3,200
CTI BioPharma Corp COM 12648L601 93 16,000 SH   DFND 8 0 0 16,000
Cummins Inc COM 231021106 22 109 SH   DFND   109 0 0
Cummins Inc COM 231021106 1,221 6,000 SH   DFND 11 6,000 0 0
Cummins Inc COM 231021106 323 1,586 SH   DFND 7 1,586 0 0
Cummins Inc COM 231021106 15,874 78,000 SH   DFND 8 77,100 0 900
Cushman & Wakefield PLC SHS G2717B108 2,308 201,550 SH   DFND 8 201,550 0 0
CVS Health Corp COM 126650100 97 1,018 SH   DFND   1,018 0 0
CVS Health Corp COM 126650100 1,783 18,700 SH   DFND 11 18,700 0 0
CVS Health Corp COM 126650100 10,067 105,561 SH   DFND 7 71,501 0 34,060
CVS Health Corp COM 126650100 85,856 900,242 SH   DFND 8 866,942 0 33,300
CyberArk Software Ltd NOTE 11/1 23248VAB1 5,596 4,900,000 PRN   DFND 7 4,100,000 0 800,000
CyberArk Software Ltd SHS M2682V108 10,893 72,650 SH   DFND 7 72,650 0 0
CyberArk Software Ltd SHS M2682V108 28,761 191,818 SH   DFND 8 191,818 0 0
Danaher Corp COM 235851102 180 697 SH   DFND   697 0 0
Danaher Corp COM 235851102 2,660 10,300 SH   DFND 11 10,300 0 0
Danaher Corp COM 235851102 16,727 64,759 SH   DFND 7 64,419 0 340
Danaher Corp COM 235851102 101,296 392,179 SH   DFND 8 386,379 0 5,800
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 16 300 SH   DFND   300 0 0
Daqo New Energy Corp SPNSRD ADS NEW 23703Q203 6,242 117,605 SH   DFND 8 117,605 0 0
Darling Ingredients Inc COM 237266101 88 1,337 SH   DFND   1,337 0 0
Darling Ingredients Inc COM 237266101 734 11,100 SH   DFND 11 9,600 0 1,500
Darling Ingredients Inc COM 237266101 14,693 222,111 SH   DFND 7 165,266 0 56,845
Darling Ingredients Inc COM 237266101 48,869 738,764 SH   DFND 8 727,564 0 11,200
Dave & Buster's Entertainment Inc COM 238337109 227 7,300 SH   DFND 11 5,800 0 1,500
Dave & Buster's Entertainment Inc COM 238337109 2,411 77,700 SH   DFND 8 69,800 0 7,900
Deckers Outdoor Corp COM 243537107 1,000 3,200 SH   DFND 11 2,600 0 600
Deckers Outdoor Corp COM 243537107 31,345 100,268 SH   DFND 8 92,768 0 7,500
Deere & Co COM 244199105 144 432 SH   DFND   432 0 0
Deere & Co COM 244199105 1,469 4,400 SH   DFND 11 4,400 0 0
Deere & Co COM 244199105 22,520 67,446 SH   DFND 7 54,037 0 13,409
Deere & Co COM 244199105 61,623 184,562 SH   DFND 8 180,162 0 4,400
Denali Therapeutics Inc COM 24823R105 7,635 248,772 SH   DFND 8 248,772 0 0
Designer Brands Inc CL A 250565108 21 1,400 SH   DFND 11 1,400 0 0
Designer Brands Inc CL A 250565108 138 9,000 SH   DFND 8 0 0 9,000
Deutsche Bank AG NAMEN AKT D18190898 2 320 SH   DFND   320 0 0
Deutsche Bank AG NAMEN AKT D18190898 3,310 447,333 SH   DFND 7 150,145 0 297,188
Deutsche Bank AG NAMEN AKT D18190898 6,963 940,951 SH   DFND 8 940,951 0 0
Devon Energy Corp COM 25179M103 29 487 SH   DFND   487 0 0
Devon Energy Corp COM 25179M103 1,770 29,436 SH   DFND 7 18,531 0 10,905
Dexcom Inc COM 252131107 25 305 SH   DFND   305 0 0
Dexcom Inc COM 252131107 5,190 64,446 SH   DFND 7 55,638 0 8,808
Dexcom Inc COM 252131107 144,337 1,792,110 SH   DFND 8 1,786,812 0 5,298
Dexcom Inc NOTE 0.250%11/1 252131AK3 18,236 19,660,000 PRN   DFND 7 15,970,000 0 3,690,000
Diamondback Energy Inc COM 25278X109 16 131 SH   DFND   131 0 0
Diamondback Energy Inc COM 25278X109 1,775 14,737 SH   DFND 7 4,879 0 9,858
Diamondback Energy Inc COM 25278X109 23,104 191,800 SH   DFND 8 191,800 0 0
Diamond Hill Investment Group Inc COM NEW 25264R207 476 2,885 SH   DFND 8 2,885 0 0
DiamondRock Hospitality Co COM 252784301 100 13,300 SH   DFND 8 0 0 13,300
Dick's Sporting Goods Inc COM 253393102 366 3,500 SH   DFND 11 3,500 0 0
Dick's Sporting Goods Inc COM 253393102 2,375 22,700 SH   DFND 8 15,400 0 7,300
Dick's Sporting Goods Inc NOTE 3.250% 4/1 253393AD4 947 290,000 PRN   DFND 7 0 0 290,000
Digital Realty Trust Inc COM 253868103 28 287 SH   DFND 7 287 0 0
Digital Realty Trust Inc COM 253868103 2,261 22,800 SH   DFND 8 22,800 0 0
Dillard's Inc CL A 254067101 273 1,000 SH   DFND 11 800 0 200
Dillard's Inc CL A 254067101 1,582 5,800 SH   DFND 8 5,200 0 600
Discover Financial Services COM 254709108 20 218 SH   DFND   218 0 0
Discover Financial Services COM 254709108 127 1,400 SH   DFND 11 1,400 0 0
Discover Financial Services COM 254709108 239 2,629 SH   DFND 7 2,629 0 0
Discover Financial Services COM 254709108 32,949 362,400 SH   DFND 8 338,000 0 24,400
DocuSign Inc NOTE 1/1 256163AD8 2,722 2,900,000 PRN   DFND 7 2,900,000 0 0
Dollar General Corp COM 256677105 42 176 SH   DFND   176 0 0
Dollar General Corp COM 256677105 1,271 5,300 SH   DFND 11 5,300 0 0
Dollar General Corp COM 256677105 407 1,695 SH   DFND 7 925 0 770
Dollar General Corp COM 256677105 25,473 106,200 SH   DFND 8 103,200 0 3,000
Dollar Tree Inc COM 256746108 24 174 SH   DFND   174 0 0
Dollar Tree Inc COM 256746108 360 2,646 SH   DFND 7 2,646 0 0
Dominion Energy Inc COM 25746U109 43 629 SH   DFND   629 0 0
Dominion Energy Inc COM 25746U109 3,497 50,600 SH   DFND 10 50,600 0 0
Dominion Energy Inc COM 25746U109 9,351 135,307 SH   DFND 7 49,839 0 85,468
Dominion Energy Inc COM 25746U109 4,050 58,600 SH   DFND 8 58,600 0 0
Domino's Pizza Inc COM 25754A201 9 28 SH   DFND   28 0 0
Domino's Pizza Inc COM 25754A201 137 442 SH   DFND 7 442 0 0
Domino's Pizza Inc COM 25754A201 1,644 5,300 SH   DFND 8 5,300 0 0
Donnelley Financial Solutions Inc COM 25787G100 229 6,200 SH   DFND 11 5,400 0 800
Donnelley Financial Solutions Inc COM 25787G100 233 6,300 SH   DFND 8 0 0 6,300
Douglas Emmett Inc COM 25960P109 9,434 526,177 SH   DFND 10 526,177 0 0
Douglas Emmett Inc COM 25960P109 27 1,500 SH   DFND 11 1,500 0 0
Dover Corp COM 260003108 13 112 SH   DFND   112 0 0
Dover Corp COM 260003108 1,177 10,100 SH   DFND 11 10,100 0 0
Dover Corp COM 260003108 210 1,802 SH   DFND 7 1,802 0 0
Dover Corp COM 260003108 12,626 108,300 SH   DFND 8 106,700 0 1,600
Dow Inc COM 260557103 25 565 SH   DFND   565 0 0
Dow Inc COM 260557103 12,521 285,024 SH   DFND 7 132,111 0 152,913
Dow Inc COM 260557103 24,356 554,431 SH   DFND 8 552,500 0 1,931
Doximity Inc CL A 26622P107 2,685 88,857 SH   DFND 7 88,857 0 0
DR Horton Inc COM 23331A109 17 259 SH   DFND   259 0 0
DR Horton Inc COM 23331A109 97 1,436 SH   DFND 7 1,436 0 0
DR Horton Inc COM 23331A109 168 2,500 SH   DFND 8 2,500 0 0
Dropbox Inc CL A 26210C104 5 227 SH   DFND   227 0 0
Dropbox Inc CL A 26210C104 21 1,008 SH   DFND 7 1,008 0 0
Dropbox Inc CL A 26210C104 970 46,800 SH   DFND 8 46,800 0 0
Dr Reddy's Laboratories Ltd ADR 256135203 589 11,255 SH   DFND 7 0 0 11,255
DTE Energy Co COM 233331107 17 150 SH   DFND   150 0 0
DTE Energy Co COM 233331107 426 3,700 SH   DFND 11 3,700 0 0
Duke Realty Corp COM NEW 264411505 27,696 574,603 SH   DFND 10 574,603 0 0
Duke Realty Corp COM NEW 264411505 20 407 SH   DFND 7 407 0 0
DuPont de Nemours Inc COM 26614N102 20 395 SH   DFND   395 0 0
DuPont de Nemours Inc COM 26614N102 2,406 47,737 SH   DFND 7 15,378 0 32,359
DXC Technology Co COM 23355L106 570 23,300 SH   DFND 11 19,400 0 3,900
DXC Technology Co COM 23355L106 13,393 547,100 SH   DFND 8 485,300 0 61,800
Dynatrace Inc COM NEW 268150109 5 156 SH   DFND   156 0 0
Dynatrace Inc COM NEW 268150109 167 4,800 SH   DFND 11 4,800 0 0
Dynatrace Inc COM NEW 268150109 7 209 SH   DFND 7 209 0 0
Dynatrace Inc COM NEW 268150109 560 16,100 SH   DFND 8 0 0 16,100
Dynavax Technologies Corp COM NEW 268158201 179 17,100 SH   DFND 11 14,300 0 2,800
Dynavax Technologies Corp COM NEW 268158201 131 12,500 SH   DFND 8 0 0 12,500
Eagle Pharmaceuticals Inc/DE COM 269796108 13 500 SH   DFND 11 0 0 500
Eagle Pharmaceuticals Inc/DE COM 269796108 575 21,750 SH   DFND 8 21,750 0 0
Easterly Government Properties Inc COM 27616P103 4,590 291,038 SH   DFND 10 291,038 0 0
East West Bancorp Inc COM 27579R104 913 13,600 SH   DFND 11 11,800 0 1,800
East West Bancorp Inc COM 27579R104 7,117 106,000 SH   DFND 8 77,200 0 28,800
Eaton Corp PLC SHS G29183103 2,783 20,870 SH   DFND   20,870 0 0
Eaton Corp PLC SHS G29183103 2,507 18,800 SH   DFND 11 18,800 0 0
Eaton Corp PLC SHS G29183103 1,785 13,387 SH   DFND 7 13,387 0 0
Eaton Corp PLC SHS G29183103 19,897 149,200 SH   DFND 8 146,500 0 2,700
eBay Inc COM 278642103 16 434 SH   DFND   434 0 0
eBay Inc COM 278642103 214 5,813 SH   DFND 7 5,813 0 0
Ecolab Inc COM 278865100 60 413 SH   DFND   413 0 0
Ecolab Inc COM 278865100 17,735 122,802 SH   DFND 7 84,294 0 38,508
Ecolab Inc COM 278865100 43,397 300,489 SH   DFND 8 300,489 0 0
Ecovyst Inc COM 27923Q109 169 20,000 SH   DFND 11 16,900 0 3,100
Ecovyst Inc COM 27923Q109 295 34,900 SH   DFND 8 13,700 0 21,200
Edison International COM 281020107 17 296 SH   DFND   296 0 0
Edison International COM 281020107 234 4,129 SH   DFND 7 4,129 0 0
Edison International COM 281020107 8,923 157,700 SH   DFND 8 157,700 0 0
Edwards Lifesciences Corp COM 28176E108 40 482 SH   DFND   482 0 0
Edwards Lifesciences Corp COM 28176E108 1,380 16,700 SH   DFND 11 16,700 0 0
Edwards Lifesciences Corp COM 28176E108 4,643 56,191 SH   DFND 7 40,366 0 15,825
Edwards Lifesciences Corp COM 28176E108 92,085 1,114,420 SH   DFND 8 1,108,154 0 6,266
Electronic Arts Inc COM 285512109 25 217 SH   DFND   217 0 0
Electronic Arts Inc COM 285512109 3,297 28,497 SH   DFND 7 24,291 0 4,206
Electronic Arts Inc COM 285512109 5,641 48,755 SH   DFND 8 48,755 0 0
Elevance Health Inc COM 036752103 85 187 SH   DFND   187 0 0
Elevance Health Inc COM 036752103 1,363 3,000 SH   DFND 11 3,000 0 0
Elevance Health Inc COM 036752103 7,531 16,580 SH   DFND 7 5,000 0 11,580
Elevance Health Inc COM 036752103 93,970 206,872 SH   DFND 8 199,272 0 7,600
Eli Lilly & Co COM 532457108 203 627 SH   DFND   627 0 0
Eli Lilly & Co COM 532457108 2,554 7,900 SH   DFND 11 7,900 0 0
Eli Lilly & Co COM 532457108 27,766 85,871 SH   DFND 7 59,932 0 25,939
Eli Lilly & Co COM 532457108 118,729 367,183 SH   DFND 8 360,983 0 6,200
EMCOR Group Inc COM 29084Q100 716 6,200 SH   DFND 11 5,400 0 800
EMCOR Group Inc COM 29084Q100 6,836 59,200 SH   DFND 8 52,600 0 6,600
Emerson Electric Co COM 291011104 34 461 SH   DFND   461 0 0
Emerson Electric Co COM 291011104 2,555 34,900 SH   DFND 11 34,900 0 0
Emerson Electric Co COM 291011104 2,226 30,406 SH   DFND 7 24,588 0 5,818
Emerson Electric Co COM 291011104 40,535 553,600 SH   DFND 8 544,000 0 9,600
Enanta Pharmaceuticals Inc COM 29251M106 182 3,500 SH   DFND 11 2,800 0 700
Enanta Pharmaceuticals Inc COM 29251M106 140 2,700 SH   DFND 8 0 0 2,700
Enbridge Inc COM 29250N105 56 1,509 SH   DFND   1,509 0 0
Enbridge Inc COM 29250N105 1,788 48,200 SH   DFND 11 48,200 0 0
Enbridge Inc COM 29250N105 2,054 55,365 SH   DFND 7 55,365 0 0
Encore Wire Corp COM 292562105 266 2,300 SH   DFND 11 2,000 0 300
Encore Wire Corp COM 292562105 220 1,900 SH   DFND 8 0 0 1,900
Endava PLC ADS 29260V105 32,187 399,189 SH   DFND 8 396,697 0 2,492
EnerSys COM 29275Y102 337 5,800 SH   DFND 11 4,600 0 1,200
EnerSys COM 29275Y102 308 5,300 SH   DFND 8 0 0 5,300
Enovis Corp COM 194014502 332 7,200 SH   DFND 11 5,800 0 1,400
Enovis Corp COM 194014502 3,073 66,700 SH   DFND 8 59,400 0 7,300
Enphase Energy Inc COM 29355A107 53 192 SH   DFND   192 0 0
Enphase Energy Inc COM 29355A107 222 800 SH   DFND 11 600 0 200
Enphase Energy Inc COM 29355A107 274 988 SH   DFND 7 988 0 0
Enphase Energy Inc COM 29355A107 11,251 40,549 SH   DFND 8 39,449 0 1,100
Enphase Energy Inc NOTE 3/0 29355AAH0 16,646 14,200,000 PRN   DFND 7 12,126,000 0 2,074,000
Ensign Group Inc/The COM 29358P101 596 7,500 SH   DFND 11 6,000 0 1,500
Ensign Group Inc/The COM 29358P101 2,616 32,900 SH   DFND 8 25,500 0 7,400
Entergy Corp COM 29364G103 16 158 SH   DFND   158 0 0
Entergy Corp COM 29364G103 21 211 SH   DFND 7 211 0 0
Entergy Corp COM 29364G103 906 9,000 SH   DFND 8 8,500 0 500
Envestnet Inc COM 29404K106 4,429 99,746 SH   DFND 8 99,746 0 0
Envista Holdings Corp COM 29415F104 3,071 93,593 SH   DFND 7 93,593 0 0
EOG Resources Inc COM 26875P101 51 454 SH   DFND   454 0 0
EOG Resources Inc COM 26875P101 9,204 82,374 SH   DFND 7 44,302 0 38,072
EOG Resources Inc COM 26875P101 22,514 201,500 SH   DFND 8 201,500 0 0
EPR Properties COM SH BEN INT 26884U109 283 7,900 SH   DFND 11 6,800 0 1,100
EPR Properties COM SH BEN INT 26884U109 1,590 44,350 SH   DFND 8 38,050 0 6,300
Equinix Inc COM 29444U700 36,159 63,567 SH   DFND 10 63,567 0 0
Equinix Inc COM 29444U700 9,803 17,233 SH   DFND 7 13,228 0 4,005
Equinix Inc COM 29444U700 54,345 95,537 SH   DFND 8 95,537 0 0
Equitable Holdings Inc COM 29452E101 8 296 SH   DFND   296 0 0
Equitable Holdings Inc COM 29452E101 10 396 SH   DFND 7 396 0 0
Equitable Holdings Inc COM 29452E101 3,473 131,800 SH   DFND 8 93,400 0 38,400
Equity LifeStyle Properties Inc COM 29472R108 65 1,037 SH   DFND 7 1,037 0 0
Equity LifeStyle Properties Inc COM 29472R108 3,010 47,900 SH   DFND 8 47,900 0 0
Equity Residential SH BEN INT 29476L107 854 12,700 SH   DFND 11 12,700 0 0
Equity Residential SH BEN INT 29476L107 123 1,833 SH   DFND 7 1,833 0 0
Equity Residential SH BEN INT 29476L107 8,450 125,700 SH   DFND 8 125,700 0 0
Essential Utilities Inc COM 29670G102 8 193 SH   DFND   193 0 0
Essential Utilities Inc COM 29670G102 124 3,000 SH   DFND 11 3,000 0 0
Essential Utilities Inc COM 29670G102 11 259 SH   DFND 7 259 0 0
Essential Utilities Inc COM 29670G102 10,415 251,700 SH   DFND 8 248,200 0 3,500
Essex Property Trust Inc COM 297178105 509 2,100 SH   DFND 11 2,100 0 0
Essex Property Trust Inc COM 297178105 147 605 SH   DFND 7 605 0 0
Essex Property Trust Inc COM 297178105 3,149 13,000 SH   DFND 8 13,000 0 0
Estee Lauder Cos Inc/The CL A 518439104 39 180 SH   DFND   180 0 0
Estee Lauder Cos Inc/The CL A 518439104 12,402 57,443 SH   DFND 7 56,500 0 943
Estee Lauder Cos Inc/The CL A 518439104 40,386 187,060 SH   DFND 8 185,660 0 1,400
Ethan Allen Interiors Inc COM 297602104 112 5,300 SH   DFND 11 4,000 0 1,300
Ethan Allen Interiors Inc COM 297602104 1,286 60,825 SH   DFND 8 55,725 0 5,100
Etsy Inc COM 29786A106 10 99 SH   DFND   99 0 0
Etsy Inc COM 29786A106 6,363 63,551 SH   DFND 7 63,551 0 0
Etsy Inc COM 29786A106 4,685 46,792 SH   DFND 8 46,792 0 0
Everbridge Inc COM 29978A104 1,328 43,000 SH   DFND 7 43,000 0 0
Everbridge Inc COM 29978A104 2,985 96,653 SH   DFND 8 96,653 0 0
Evercore Inc CLASS A 29977A105 946 11,500 SH   DFND 8 4,300 0 7,200
Everest Re Group Ltd COM G3223R108 8 31 SH   DFND   31 0 0
Everest Re Group Ltd COM G3223R108 103 391 SH   DFND 7 391 0 0
Everest Re Group Ltd COM G3223R108 8,844 33,700 SH   DFND 8 33,700 0 0
Eversource Energy COM 30040W108 21 268 SH   DFND   268 0 0
Eversource Energy COM 30040W108 3,726 47,800 SH   DFND 10 47,800 0 0
Eversource Energy COM 30040W108 2,097 26,900 SH   DFND 11 26,900 0 0
Eversource Energy COM 30040W108 215 2,754 SH   DFND 7 2,754 0 0
Eversource Energy COM 30040W108 20,387 261,500 SH   DFND 8 257,100 0 4,400
Evoqua Water Technologies Corp COM 30057T105 73 2,217 SH   DFND   2,217 0 0
Evoqua Water Technologies Corp COM 30057T105 702 21,229 SH   DFND 7 21,229 0 0
Evoqua Water Technologies Corp COM 30057T105 27,411 828,888 SH   DFND 8 828,888 0 0
Exact Sciences Corp COM 30063P105 624 19,201 SH   DFND 7 183 0 19,018
Exact Sciences Corp COM 30063P105 17,020 523,864 SH   DFND 8 523,864 0 0
Exelixis Inc COM 30161Q104 4,922 313,904 SH   DFND 8 313,904 0 0
Exelon Corp COM 30161N101 2,978 79,500 SH   DFND 10 79,500 0 0
Exelon Corp COM 30161N101 6,889 183,902 SH   DFND 7 53,176 0 130,726
Exelon Corp COM 30161N101 944 25,200 SH   DFND 8 25,200 0 0
ExlService Holdings Inc COM 302081104 619 4,200 SH   DFND 11 3,300 0 900
ExlService Holdings Inc COM 302081104 5,110 34,675 SH   DFND 8 24,675 0 10,000
Expedia Group Inc NOTE 2/1 30212PBE4 306 350,000 PRN   DFND 7 0 0 350,000
Expeditors International of Washington Inc COM 302130109 11 130 SH   DFND   130 0 0
Expeditors International of Washington Inc COM 302130109 1,466 16,600 SH   DFND 11 16,600 0 0
Expeditors International of Washington Inc COM 302130109 266 3,017 SH   DFND 7 3,017 0 0
Expeditors International of Washington Inc COM 302130109 43,387 491,300 SH   DFND 8 472,000 0 19,300
Exponent Inc COM 30214U102 1,753 20,000 SH   DFND 7 20,000 0 0
Extra Space Storage Inc COM 30225T102 29,442 170,471 SH   DFND 10 170,471 0 0
Extra Space Storage Inc COM 30225T102 341 1,974 SH   DFND 7 1,974 0 0
Extra Space Storage Inc COM 30225T102 3,161 18,300 SH   DFND 8 18,300 0 0
Exxon Mobil Corp COM 30231G102 285 3,269 SH   DFND   3,269 0 0
Exxon Mobil Corp COM 30231G102 10,130 116,018 SH   DFND 7 114,016 0 2,002
FactSet Research Systems Inc COM 303075105 12 29 SH   DFND   29 0 0
FactSet Research Systems Inc COM 303075105 480 1,200 SH   DFND 11 1,200 0 0
FactSet Research Systems Inc COM 303075105 271 678 SH   DFND 7 678 0 0
FactSet Research Systems Inc COM 303075105 16,953 42,371 SH   DFND 8 42,200 0 171
Fair Isaac Corp COM 303250104 8 20 SH   DFND   20 0 0
Fair Isaac Corp COM 303250104 412 1,000 SH   DFND 11 1,000 0 0
Fair Isaac Corp COM 303250104 213 517 SH   DFND 7 517 0 0
Fair Isaac Corp COM 303250104 5,233 12,700 SH   DFND 8 9,500 0 3,200
Fastenal Co COM 311900104 21 447 SH   DFND   447 0 0
Fastenal Co COM 311900104 1,963 42,642 SH   DFND 11 42,642 0 0
Fastenal Co COM 311900104 258 5,596 SH   DFND 7 5,596 0 0
Fastenal Co COM 311900104 22,205 482,299 SH   DFND 8 475,562 0 6,737
Federal Realty Investment Trust SH BEN INT NEW 313745101 10,235 113,566 SH   DFND 10 113,566 0 0
Federated Hermes Inc CL B 314211103 351 10,600 SH   DFND 8 10,600 0 0
FedEx Corp COM 31428X106 28 191 SH   DFND   191 0 0
FedEx Corp COM 31428X106 38 255 SH   DFND 7 255 0 0
FedEx Corp COM 31428X106 267 1,800 SH   DFND 8 0 0 1,800
Ferguson PLC SHS G3421J106 577 5,602 SH   DFND 11 5,602 0 0
Ferguson PLC SHS G3421J106 23 223 SH   DFND 7 223 0 0
Ferguson PLC SHS G3421J106 8,195 79,615 SH   DFND 8 77,896 0 1,719
Ferrari NV COM N3167Y103 207,169 1,119,831 SH   DFND 7 1,045,731 0 74,100
Ferrari NV COM N3167Y103 1,304 7,049 SH   DFND 8 6,884 0 165
FibroGen Inc COM 31572Q808 204 15,700 SH   DFND 11 12,500 0 3,200
FibroGen Inc COM 31572Q808 2,537 195,000 SH   DFND 8 178,000 0 17,000
Fidelity National Financial Inc FNF GROUP COM 31620R303 7 207 SH   DFND   207 0 0
Fidelity National Financial Inc FNF GROUP COM 31620R303 103 2,848 SH   DFND 7 2,848 0 0
Fidelity National Financial Inc FNF GROUP COM 31620R303 811 22,400 SH   DFND 8 22,400 0 0
Fidelity National Information Services Inc COM 31620M106 36 474 SH   DFND   474 0 0
Fidelity National Information Services Inc COM 31620M106 17,439 230,766 SH   DFND 7 200,858 0 29,908
Fidelity National Information Services Inc COM 31620M106 102,496 1,356,302 SH   DFND 8 1,345,139 0 11,163
Fifth Third Bancorp COM 316773100 17 532 SH   DFND   532 0 0
Fifth Third Bancorp COM 316773100 217 6,777 SH   DFND 7 6,777 0 0
First American Financial Corp COM 31847R102 590 12,800 SH   DFND 8 12,800 0 0
First BanCorp/Puerto Rico COM NEW 318672706 3,259 238,200 SH   DFND 8 206,100 0 32,100
First Republic Bank/CA COM 33616C100 18 139 SH   DFND   139 0 0
First Republic Bank/CA COM 33616C100 81 624 SH   DFND 7 624 0 0
First Republic Bank/CA COM 33616C100 37,790 289,470 SH   DFND 8 289,470 0 0
FirstService Corp COM 33767E202 4 30 SH   DFND   30 0 0
FirstService Corp COM 33767E202 2,554 21,462 SH   DFND 7 7,801 0 13,661
First Solar Inc COM 336433107 44 330 SH   DFND   330 0 0
First Solar Inc COM 336433107 505 3,821 SH   DFND 7 3,821 0 0
First Solar Inc COM 336433107 14,204 107,390 SH   DFND 8 107,390 0 0
Fiserv Inc COM 337738108 45 476 SH   DFND   476 0 0
Fiserv Inc COM 337738108 973 10,400 SH   DFND 11 10,400 0 0
Fiserv Inc COM 337738108 11,355 121,349 SH   DFND 7 102,231 0 19,118
Fiserv Inc COM 337738108 43,280 462,537 SH   DFND 8 461,037 0 1,500
Five9 Inc COM 338307101 35,654 475,518 SH   DFND 8 471,950 0 3,568
Five9 Inc NOTE 0.500% 6/0 338307AD3 5,072 5,550,000 PRN   DFND 7 4,640,000 0 910,000
FleetCor Technologies Inc COM 339041105 10 57 SH   DFND   57 0 0
FleetCor Technologies Inc COM 339041105 13 76 SH   DFND 7 76 0 0
FleetCor Technologies Inc COM 339041105 229 1,300 SH   DFND 8 1,300 0 0
Flex Ltd ORD Y2573F102 198 11,900 SH   DFND 11 9,600 0 2,300
FMC Corp COM NEW 302491303 10 98 SH   DFND   98 0 0
FMC Corp COM NEW 302491303 271 2,563 SH   DFND 7 2,563 0 0
FMC Corp COM NEW 302491303 7,177 67,900 SH   DFND 8 67,900 0 0
FNB Corp/PA COM 302520101 512 44,100 SH   DFND 11 37,800 0 6,300
FNB Corp/PA COM 302520101 554 47,800 SH   DFND 8 5,100 0 42,700
Ford Motor Co COM 345370860 34 3,064 SH   DFND   3,064 0 0
Ford Motor Co COM 345370860 2,601 232,236 SH   DFND 7 207,355 0 24,881
Ford Motor Co COM 345370860 16,029 1,431,200 SH   DFND 8 1,209,000 0 222,200
Ford Motor Co NOTE 3/1 345370CZ1 11,811 12,741,000 PRN   DFND 7 10,668,000 0 2,073,000
Fortinet Inc COM 34959E109 26 529 SH   DFND   529 0 0
Fortinet Inc COM 34959E109 193 3,923 SH   DFND 7 3,923 0 0
Fortinet Inc COM 34959E109 6,814 138,700 SH   DFND 8 110,000 0 28,700
Fortis Inc/Canada COM 349553107 13 355 SH   DFND   355 0 0
Fortis Inc/Canada COM 349553107 155 4,079 SH   DFND 7 496 0 3,583
Fortive Corp COM 34959J108 15 264 SH   DFND   264 0 0
Fortive Corp COM 34959J108 140 2,400 SH   DFND 11 2,400 0 0
Fortive Corp COM 34959J108 143 2,450 SH   DFND 7 2,450 0 0
Fortive Corp COM 34959J108 2,699 46,300 SH   DFND 8 46,300 0 0
Fortune Brands Home & Security Inc COM 34964C106 5 101 SH   DFND   101 0 0
Fortune Brands Home & Security Inc COM 34964C106 94 1,744 SH   DFND 7 1,744 0 0
Fortune Brands Home & Security Inc COM 34964C106 219 4,079 SH   DFND 8 4,079 0 0
Four Corners Property Trust Inc COM 35086T109 140 5,800 SH   DFND 11 5,800 0 0
Four Corners Property Trust Inc COM 35086T109 126 5,200 SH   DFND 8 0 0 5,200
Fox Factory Holding Corp COM 35138V102 3,947 49,917 SH   DFND 7 49,917 0 0
Franco-Nevada Corp COM 351858105 17 142 SH   DFND   142 0 0
Franco-Nevada Corp COM 351858105 478 4,000 SH   DFND 11 4,000 0 0
Franco-Nevada Corp COM 351858105 18,102 151,508 SH   DFND 7 151,128 0 380
Franco-Nevada Corp COM 351858105 1,505 12,600 SH   DFND 8 12,000 0 600
Franklin Covey Co COM 353469109 136 3,000 SH   DFND 11 2,300 0 700
Franklin Covey Co COM 353469109 191 4,200 SH   DFND 8 1,400 0 2,800
Franklin Electric Co Inc COM 353514102 515 6,300 SH   DFND 11 5,100 0 1,200
Franklin Electric Co Inc COM 353514102 2,754 33,700 SH   DFND 8 21,100 0 12,600
Franklin Resources Inc COM 354613101 5 233 SH   DFND   233 0 0
Franklin Resources Inc COM 354613101 7 304 SH   DFND 7 304 0 0
Franklin Resources Inc COM 354613101 222 10,300 SH   DFND 8 10,300 0 0
Freshpet Inc COM 358039105 43,672 871,876 SH   DFND 8 871,876 0 0
FTI Consulting Inc COM 302941109 33 200 SH   DFND 11 200 0 0
FTI Consulting Inc COM 302941109 3,037 18,325 SH   DFND 8 15,525 0 2,800
Gaming and Leisure Properties Inc COM 36467J108 201 4,542 SH   DFND 11 3,605 0 937
Gaming and Leisure Properties Inc COM 36467J108 12 266 SH   DFND 7 266 0 0
Garmin Ltd SHS H2906T109 10 120 SH   DFND   120 0 0
Garmin Ltd SHS H2906T109 172 2,138 SH   DFND 7 2,138 0 0
Garmin Ltd SHS H2906T109 602 7,500 SH   DFND 8 7,500 0 0
Gartner Inc COM 366651107 17 62 SH   DFND   62 0 0
Gartner Inc COM 366651107 415 1,500 SH   DFND 11 1,500 0 0
Gartner Inc COM 366651107 151 546 SH   DFND 7 546 0 0
Gartner Inc COM 366651107 13,004 47,000 SH   DFND 8 45,400 0 1,600
Generac Holdings Inc COM 368736104 9 50 SH   DFND   50 0 0
Generac Holdings Inc COM 368736104 196 1,100 SH   DFND 11 1,100 0 0
Generac Holdings Inc COM 368736104 123 691 SH   DFND 7 691 0 0
Generac Holdings Inc COM 368736104 4,054 22,759 SH   DFND 8 20,959 0 1,800
General Dynamics Corp COM 369550108 39 183 SH   DFND   183 0 0
General Dynamics Corp COM 369550108 2,122 10,000 SH   DFND 11 10,000 0 0
General Electric Co COM NEW 369604301 55 854 SH   DFND   854 0 0
General Electric Co COM NEW 369604301 6,621 103,458 SH   DFND 7 9,612 0 93,846
General Electric Co COM NEW 369604301 4,200 65,625 SH   DFND 8 65,625 0 0
General Mills Inc COM 370334104 36 467 SH   DFND   467 0 0
General Mills Inc COM 370334104 2,459 32,100 SH   DFND 11 32,100 0 0
General Mills Inc COM 370334104 944 12,316 SH   DFND 7 5,343 0 6,973
General Mills Inc COM 370334104 37,447 488,800 SH   DFND 8 476,600 0 12,200
General Motors Co COM 37045V100 34 1,075 SH   DFND   1,075 0 0
General Motors Co COM 37045V100 295 9,191 SH   DFND 7 4,765 0 4,426
General Motors Co COM 37045V100 37,955 1,182,759 SH   DFND 8 1,110,386 0 72,373
Genpact Ltd SHS G3922B107 635 14,500 SH   DFND 11 12,600 0 1,900
Genpact Ltd SHS G3922B107 902 20,600 SH   DFND 8 0 0 20,600
Gentex Corp COM 371901109 4,925 206,593 SH   DFND 8 206,593 0 0
Gentherm Inc COM 37253A103 3,907 78,560 SH   DFND 7 78,560 0 0
Genuine Parts Co COM 372460105 16 110 SH   DFND   110 0 0
Genuine Parts Co COM 372460105 149 1,000 SH   DFND 11 1,000 0 0
Genuine Parts Co COM 372460105 195 1,307 SH   DFND 7 1,307 0 0
Genuine Parts Co COM 372460105 3,778 25,300 SH   DFND 8 25,300 0 0
Genworth Financial Inc COM CL A 37247D106 6,600 1,885,663 SH   DFND 8 1,885,663 0 0
Gerdau SA SPON ADR REP PFD 373737105 127 28,157 SH   DFND 7 0 0 28,157
G-III Apparel Group Ltd COM 36237H101 85 5,700 SH   DFND 11 4,500 0 1,200
G-III Apparel Group Ltd COM 36237H101 585 39,150 SH   DFND 8 32,250 0 6,900
Gildan Activewear Inc COM 375916103 4 139 SH   DFND   139 0 0
Gildan Activewear Inc COM 375916103 6 196 SH   DFND 7 196 0 0
Gildan Activewear Inc COM 375916103 639 22,600 SH   DFND 8 12,900 0 9,700
Gilead Sciences Inc COM 375558103 60 973 SH   DFND   973 0 0
Gilead Sciences Inc COM 375558103 105 1,700 SH   DFND 11 1,700 0 0
Gilead Sciences Inc COM 375558103 4,685 75,946 SH   DFND 7 42,962 0 32,984
Gilead Sciences Inc COM 375558103 86,357 1,399,861 SH   DFND 8 1,346,761 0 53,100
Glacier Bancorp Inc COM 37637Q105 54 1,100 SH   DFND 11 800 0 300
Glacier Bancorp Inc COM 37637Q105 983 20,000 SH   DFND 8 15,500 0 4,500
Global Net Lease Inc COM NEW 379378201 21 2,000 SH   DFND 11 2,000 0 0
Global Net Lease Inc COM NEW 379378201 175 16,400 SH   DFND 8 0 0 16,400
Global Payments Inc COM 37940X102 24 218 SH   DFND   218 0 0
Global Payments Inc COM 37940X102 15,932 147,448 SH   DFND 7 140,340 0 7,108
Global Payments Inc COM 37940X102 111,460 1,031,555 SH   DFND 8 1,027,955 0 3,600
Globant SA COM L44385109 1,948 10,415 SH   DFND 7 8,224 0 2,191
Globant SA COM L44385109 17,679 94,502 SH   DFND 8 94,502 0 0
Globus Medical Inc CL A 379577208 2,845 47,755 SH   DFND 7 33,501 0 14,254
Globus Medical Inc CL A 379577208 86,904 1,458,847 SH   DFND 8 1,453,363 0 5,484
GoDaddy Inc CL A 380237107 9 126 SH   DFND   126 0 0
GoDaddy Inc CL A 380237107 383 5,400 SH   DFND 11 5,100 0 300
GoDaddy Inc CL A 380237107 50 712 SH   DFND 7 712 0 0
GoDaddy Inc CL A 380237107 425 6,000 SH   DFND 8 0 0 6,000
Goldman Sachs Group Inc/The COM 38141G104 93 318 SH   DFND   318 0 0
Goldman Sachs Group Inc/The COM 38141G104 293 1,000 SH   DFND 11 1,000 0 0
Goldman Sachs Group Inc/The COM 38141G104 15,736 53,699 SH   DFND 7 38,733 0 14,966
Goldman Sachs Group Inc/The COM 38141G104 17,026 58,100 SH   DFND 8 55,100 0 3,000
GoPro Inc CL A 38268T103 66 13,400 SH   DFND 11 13,400 0 0
Grand Canyon Education Inc COM 38526M106 4,168 50,677 SH   DFND 8 50,677 0 0
Greif Inc CL A 397624107 250 4,200 SH   DFND 11 2,900 0 1,300
Greif Inc CL A 397624107 393 6,600 SH   DFND 8 0 0 6,600
Griffon Corp COM 398433102 272 9,200 SH   DFND 11 7,900 0 1,300
Griffon Corp COM 398433102 945 32,000 SH   DFND 8 26,600 0 5,400
Group 1 Automotive Inc COM 398905109 400 2,800 SH   DFND 8 0 0 2,800
Groupon Inc COM NEW 399473206 12 1,500 SH   DFND 11 0 0 1,500
Groupon Inc COM NEW 399473206 512 64,275 SH   DFND 8 64,275 0 0
Guardant Health Inc COM 40131M109 13,605 252,744 SH   DFND 8 252,744 0 0
Guess Inc COM 401617105 113 7,700 SH   DFND 11 7,700 0 0
Guess Inc COM 401617105 75 5,100 SH   DFND 8 0 0 5,100
GXO Logistics Inc COMMON STOCK 36262G101 19,478 555,576 SH   DFND 8 553,605 0 1,971
Hackett Group Inc/The COM 404609109 138 7,800 SH   DFND 11 6,200 0 1,600
Hackett Group Inc/The COM 404609109 78 4,400 SH   DFND 8 0 0 4,400
Halliburton Co COM 406216101 17 700 SH   DFND   700 0 0
Halliburton Co COM 406216101 3,135 127,327 SH   DFND 7 119,160 0 8,167
Halozyme Therapeutics Inc COM 40637H109 2,241 56,672 SH   DFND 8 51,472 0 5,200
Hanesbrands Inc COM 410345102 97 13,900 SH   DFND 11 8,800 0 5,100
Hanesbrands Inc COM 410345102 580 83,300 SH   DFND 8 37,900 0 45,400
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 1,840 61,467 SH   DFND 7 12,594 0 48,873
Hannon Armstrong Sustainable Infrastructure Capital Inc COM 41068X100 12,653 422,763 SH   DFND 8 422,763 0 0
Harmonic Inc COM 413160102 240 18,400 SH   DFND 11 14,700 0 3,700
Harmonic Inc COM 413160102 291 22,300 SH   DFND 8 4,700 0 17,600
Hartford Financial Services Group Inc/The COM 416515104 16 255 SH   DFND   255 0 0
Hartford Financial Services Group Inc/The COM 416515104 898 14,500 SH   DFND 11 14,500 0 0
Hartford Financial Services Group Inc/The COM 416515104 261 4,211 SH   DFND 7 4,211 0 0
Hartford Financial Services Group Inc/The COM 416515104 35,014 565,295 SH   DFND 8 563,095 0 2,200
HB Fuller Co COM 359694106 385 6,400 SH   DFND 11 5,500 0 900
HB Fuller Co COM 359694106 144 2,400 SH   DFND 8 0 0 2,400
HCA Healthcare Inc COM 40412C101 34 183 SH   DFND   183 0 0
HCA Healthcare Inc COM 40412C101 937 5,100 SH   DFND 11 5,100 0 0
HCA Healthcare Inc COM 40412C101 46 251 SH   DFND 7 251 0 0
HCA Healthcare Inc COM 40412C101 35,453 192,900 SH   DFND 8 192,200 0 700
HDFC Bank Ltd SPONSORED ADS 40415F101 6,263 107,213 SH   DFND   107,213 0 0
HDFC Bank Ltd SPONSORED ADS 40415F101 25,335 433,678 SH   DFND 7 340,660 0 93,018
HDFC Bank Ltd SPONSORED ADS 40415F101 38,737 663,072 SH   DFND 8 663,072 0 0
Healthcare Realty Trust Inc CL A COM 42226K105 521 25,000 SH   DFND 10 25,000 0 0
Healthcare Realty Trust Inc CL A COM 42226K105 8 396 SH   DFND 7 396 0 0
Healthpeak Properties Inc COM 42250P103 26,674 1,163,785 SH   DFND 10 1,163,785 0 0
Healthpeak Properties Inc COM 42250P103 166 7,235 SH   DFND 7 7,235 0 0
Healthpeak Properties Inc COM 42250P103 2,042 89,100 SH   DFND 8 89,100 0 0
HEICO Corp COM 422806109 5 34 SH   DFND   34 0 0
HEICO Corp COM 422806109 6 45 SH   DFND 7 45 0 0
HEICO Corp COM 422806109 14,453 100,385 SH   DFND 8 100,385 0 0
Hello Group Inc ADS 423403104 14 3,046 SH   DFND 8 3,046 0 0
Henry Schein Inc COM 806407102 7 107 SH   DFND   107 0 0
Henry Schein Inc COM 806407102 881 13,400 SH   DFND 11 13,400 0 0
Henry Schein Inc COM 806407102 177 2,689 SH   DFND 7 2,689 0 0
Henry Schein Inc COM 806407102 9,793 148,900 SH   DFND 8 147,300 0 1,600
Heron Therapeutics Inc COM 427746102 1,172 277,700 SH   DFND 8 277,700 0 0
Hershey Co/The COM 427866108 25 113 SH   DFND   113 0 0
Hershey Co/The COM 427866108 1,543 7,000 SH   DFND 11 7,000 0 0
Hershey Co/The COM 427866108 130 589 SH   DFND 7 589 0 0
Hershey Co/The COM 427866108 30,662 139,076 SH   DFND 8 137,800 0 1,276
Hess Corp COM 42809H107 24 217 SH   DFND   217 0 0
Hess Corp COM 42809H107 866 7,944 SH   DFND 7 7,944 0 0
Hess Corp COM 42809H107 9,324 85,553 SH   DFND 8 85,553 0 0
Hewlett Packard Enterprise Co COM 42824C109 12 1,009 SH   DFND   1,009 0 0
Hewlett Packard Enterprise Co COM 42824C109 262 21,834 SH   DFND 7 21,834 0 0
Hewlett Packard Enterprise Co COM 42824C109 25,121 2,096,900 SH   DFND 8 2,096,900 0 0
HF Sinclair Corp COM 403949100 727 13,500 SH   DFND 11 11,600 0 1,900
HF Sinclair Corp COM 403949100 4,086 75,900 SH   DFND 8 41,100 0 34,800
Hologic Inc COM 436440101 13 194 SH   DFND   194 0 0
Hologic Inc COM 436440101 161 2,500 SH   DFND 11 2,500 0 0
Hologic Inc COM 436440101 224 3,474 SH   DFND 7 3,474 0 0
Hologic Inc COM 436440101 50,002 774,978 SH   DFND 8 773,978 0 1,000
Home Depot Inc/The COM 437076102 220 797 SH   DFND   797 0 0
Home Depot Inc/The COM 437076102 3,974 14,400 SH   DFND 11 14,400 0 0
Home Depot Inc/The COM 437076102 44,950 162,896 SH   DFND 7 117,199 0 45,697
Home Depot Inc/The COM 437076102 109,113 395,423 SH   DFND 8 377,543 0 17,880
Honda Motor Co Ltd AMERN SHS 438128308 30 1,371 SH   DFND   1,371 0 0
Honeywell International Inc COM 438516106 88 528 SH   DFND   528 0 0
Honeywell International Inc COM 438516106 3,139 18,800 SH   DFND 11 18,800 0 0
Honeywell International Inc COM 438516106 21,131 126,553 SH   DFND 7 53,520 0 73,033
Honeywell International Inc COM 438516106 49,807 298,300 SH   DFND 8 295,100 0 3,200
Horizon Therapeutics Plc SHS G46188101 10 169 SH   DFND   169 0 0
Horizon Therapeutics Plc SHS G46188101 267 4,309 SH   DFND 7 4,309 0 0
Horizon Therapeutics Plc SHS G46188101 12,316 199,002 SH   DFND 8 199,002 0 0
Host Hotels & Resorts Inc COM 44107P104 214 13,487 SH   DFND 7 13,487 0 0
Houlihan Lokey Inc CL A 441593100 731 9,700 SH   DFND 8 9,700 0 0
HP Inc COM 40434L105 20 817 SH   DFND   817 0 0
HP Inc COM 40434L105 825 33,100 SH   DFND 11 33,100 0 0
HP Inc COM 40434L105 227 9,123 SH   DFND 7 9,123 0 0
HP Inc COM 40434L105 10,579 424,500 SH   DFND 8 417,900 0 6,600
H&R Block Inc COM 093671105 868 20,400 SH   DFND 8 20,400 0 0
HSBC Holdings PLC SPON ADR NEW 404280406 2 89 SH   DFND   89 0 0
Hub Group Inc CL A 443320106 159 2,300 SH   DFND 11 2,300 0 0
Hub Group Inc CL A 443320106 635 9,200 SH   DFND 8 0 0 9,200
HubSpot Inc COM 443573100 9 35 SH   DFND   35 0 0
HubSpot Inc COM 443573100 163 603 SH   DFND 7 603 0 0
HubSpot Inc COM 443573100 11,205 41,481 SH   DFND 8 41,181 0 300
Hudson Pacific Properties Inc COM 444097109 1,392 127,117 SH   DFND 10 127,117 0 0
Humana Inc COM 444859102 48 98 SH   DFND   98 0 0
Humana Inc COM 444859102 146 300 SH   DFND 11 300 0 0
Humana Inc COM 444859102 264 544 SH   DFND 7 544 0 0
Humana Inc COM 444859102 46,305 95,436 SH   DFND 8 95,436 0 0
Huntington Bancshares Inc/OH COM 446150104 15 1,117 SH   DFND   1,117 0 0
Huntington Bancshares Inc/OH COM 446150104 203 15,389 SH   DFND 7 15,389 0 0
Huntington Bancshares Inc/OH COM 446150104 405 30,700 SH   DFND 8 30,700 0 0
Huntsman Corp COM 447011107 721 29,400 SH   DFND 11 24,400 0 5,000
Huntsman Corp COM 447011107 14,985 610,650 SH   DFND 8 548,650 0 62,000
Huron Consulting Group Inc COM 447462102 179 2,700 SH   DFND 11 2,100 0 600
Huron Consulting Group Inc COM 447462102 258 3,900 SH   DFND 8 0 0 3,900
H World Group Ltd NOTE 0.375%11/0 16949NAC3 3,080 3,100,000 PRN   DFND 7 2,600,000 0 500,000
Hyatt Hotels Corp COM CL A 448579102 470 5,800 SH   DFND 11 5,500 0 300
Hyatt Hotels Corp COM CL A 448579102 656 8,100 SH   DFND 8 0 0 8,100
IAA Inc COM 449253103 255 8,000 SH   DFND 11 6,800 0 1,200
IAA Inc COM 449253103 1,190 37,375 SH   DFND 8 23,475 0 13,900
ICF International Inc COM 44925C103 327 3,000 SH   DFND 11 2,600 0 400
ICF International Inc COM 44925C103 1,995 18,300 SH   DFND 8 15,300 0 3,000
ICICI Bank Ltd ADR 45104G104 2,097 100,000 SH   DFND   100,000 0 0
ICICI Bank Ltd ADR 45104G104 591 28,190 SH   DFND 7 0 0 28,190
ICL Group Ltd SHS M53213100 170 20,779 SH   DFND 8 20,779 0 0
ICON PLC SHS G4705A100 7,262 39,517 SH   DFND 7 39,517 0 0
ICON PLC SHS G4705A100 4,334 23,582 SH   DFND 8 23,582 0 0
Ideaya Biosciences Inc COM 45166A102 6,402 429,118 SH   DFND 8 429,118 0 0
IDEX Corp COM 45167R104 12 59 SH   DFND   59 0 0
IDEX Corp COM 45167R104 640 3,200 SH   DFND 11 3,200 0 0
IDEX Corp COM 45167R104 137 686 SH   DFND 7 686 0 0
IDEX Corp COM 45167R104 28,462 142,416 SH   DFND 8 142,016 0 400
IDEXX Laboratories Inc COM 45168D104 21 65 SH   DFND   65 0 0
IDEXX Laboratories Inc COM 45168D104 704 2,162 SH   DFND 11 2,162 0 0
IDEXX Laboratories Inc COM 45168D104 5,636 17,298 SH   DFND 7 17,298 0 0
IDEXX Laboratories Inc COM 45168D104 9,450 29,005 SH   DFND 8 28,252 0 753
Illinois Tool Works Inc COM 452308109 44 242 SH   DFND   242 0 0
Illinois Tool Works Inc COM 452308109 2,908 16,100 SH   DFND 11 16,100 0 0
Illinois Tool Works Inc COM 452308109 2,203 12,195 SH   DFND 7 10,255 0 1,940
Illinois Tool Works Inc COM 452308109 39,725 219,900 SH   DFND 8 214,900 0 5,000
Illumina Inc COM 452327109 23 122 SH   DFND   122 0 0
Illumina Inc COM 452327109 31 163 SH   DFND 7 163 0 0
Illumina Inc COM 452327109 34,174 179,120 SH   DFND 8 179,120 0 0
Illumina Inc NOTE 8/1 452327AK5 3,406 3,548,000 PRN   DFND 7 2,700,000 0 848,000
Imperial Oil Ltd COM NEW 453038408 8 174 SH   DFND   174 0 0
Imperial Oil Ltd COM NEW 453038408 228 5,267 SH   DFND 7 5,267 0 0
Incyte Corp COM 45337C102 10 146 SH   DFND   146 0 0
Incyte Corp COM 45337C102 253 3,804 SH   DFND 7 3,804 0 0
Incyte Corp COM 45337C102 7,918 118,817 SH   DFND 8 118,817 0 0
Infosys Ltd SPONSORED ADR 456788108 1,901 112,000 SH   DFND   112,000 0 0
Infosys Ltd SPONSORED ADR 456788108 28,681 1,690,118 SH   DFND 7 1,405,500 0 284,618
Ingersoll Rand Inc COM 45687V106 14 315 SH   DFND   315 0 0
Ingersoll Rand Inc COM 45687V106 43 1,003 SH   DFND 7 1,003 0 0
Ingersoll Rand Inc COM 45687V106 3,910 90,384 SH   DFND 8 90,384 0 0
Ingredion Inc COM 457187102 636 7,900 SH   DFND 11 6,800 0 1,100
Ingredion Inc COM 457187102 660 8,200 SH   DFND 8 600 0 7,600
Insight Enterprises Inc COM 45765U103 157 1,900 SH   DFND 11 1,900 0 0
Insight Enterprises Inc COM 45765U103 371 4,500 SH   DFND 8 0 0 4,500
Insmed Inc COM PAR $.01 457669307 22 1,000 SH   DFND 11 1,000 0 0
Insmed Inc COM PAR $.01 457669307 16,546 768,153 SH   DFND 8 768,153 0 0
Instructure Holdings Inc COM 457790103 3,565 160,000 SH   DFND 7 160,000 0 0
Insulet Corp NOTE 0.375% 9/0 45784PAK7 5,411 4,500,000 PRN   DFND 7 3,750,000 0 750,000
Integer Holdings Corp COM 45826H109 317 5,100 SH   DFND 11 4,100 0 1,000
Integer Holdings Corp COM 45826H109 2,943 47,300 SH   DFND 8 43,000 0 4,300
Intel Corp COM 458140100 82 3,173 SH   DFND   3,173 0 0
Intel Corp COM 458140100 6,441 249,937 SH   DFND 7 120,082 0 129,855
Intel Corp COM 458140100 15,684 608,627 SH   DFND 8 585,473 0 23,154
Intellia Therapeutics Inc COM 45826J105 2,143 38,287 SH   DFND 8 38,287 0 0
Intercontinental Exchange Inc COM 45866F104 39 433 SH   DFND   433 0 0
Intercontinental Exchange Inc COM 45866F104 4,440 49,140 SH   DFND 7 49,140 0 0
Intercontinental Exchange Inc COM 45866F104 39,766 440,135 SH   DFND 8 440,135 0 0
Interface Inc COM 458665304 294 32,700 SH   DFND 8 32,700 0 0
International Business Machines Corp COM 459200101 83 698 SH   DFND   698 0 0
International Business Machines Corp COM 459200101 547 4,600 SH   DFND 11 4,600 0 0
International Business Machines Corp COM 459200101 10,718 90,208 SH   DFND 7 64,179 0 26,029
International Business Machines Corp COM 459200101 15,814 133,100 SH   DFND 8 132,200 0 900
International Paper Co COM 460146103 9 273 SH   DFND   273 0 0
International Paper Co COM 460146103 12 366 SH   DFND 7 366 0 0
International Paper Co COM 460146103 2,156 68,000 SH   DFND 8 68,000 0 0
Intuit Inc COM 461202103 81 208 SH   DFND   208 0 0
Intuit Inc COM 461202103 11,029 28,475 SH   DFND 7 17,563 0 10,912
Intuit Inc COM 461202103 25,493 65,819 SH   DFND 8 58,777 0 7,042
Intuitive Surgical Inc COM NEW 46120E602 52 279 SH   DFND   279 0 0
Intuitive Surgical Inc COM NEW 46120E602 33,328 177,804 SH   DFND 7 144,152 0 33,652
Intuitive Surgical Inc COM NEW 46120E602 150,973 805,448 SH   DFND 8 801,474 0 3,974
Invesco CurrencyShares Euro Currency Trust EURO SHS 46138K103 954 10,544 SH   DFND   10,544 0 0
Invitation Homes Inc COM 46187W107 26,822 794,250 SH   DFND 10 794,250 0 0
Invitation Homes Inc COM 46187W107 92 2,715 SH   DFND 7 2,715 0 0
Invitation Homes Inc COM 46187W107 1,979 58,600 SH   DFND 8 58,600 0 0
Ionis Pharmaceuticals Inc COM 462222100 22 500 SH   DFND 11 500 0 0
Ionis Pharmaceuticals Inc COM 462222100 8,043 181,856 SH   DFND 8 181,856 0 0
IQVIA Holdings Inc COM 46266C105 27 147 SH   DFND   147 0 0
IQVIA Holdings Inc COM 46266C105 35 193 SH   DFND 7 193 0 0
IQVIA Holdings Inc COM 46266C105 7,988 44,100 SH   DFND 8 44,100 0 0
iRhythm Technologies Inc COM 450056106 4,105 32,765 SH   DFND 7 32,765 0 0
Iron Mountain Inc COM 46284V101 497 11,300 SH   DFND 11 9,600 0 1,700
Iron Mountain Inc COM 46284V101 65 1,482 SH   DFND 7 1,482 0 0
Iron Mountain Inc COM 46284V101 12,940 294,300 SH   DFND 8 283,100 0 11,200
ironSource Ltd CL A ORD SHS M5R75Y101 361 104,932 SH   DFND 8 104,932 0 0
iShares 0-5 Year High Yield Corporate Bond ETF 0-5YR HI YL CP 46434V407 1,209 30,265 SH   DFND   30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETF ISHS 5-10YR INVT 464288638 1,762 36,502 SH   DFND   36,502 0 0
iShares Core MSCI EAFE ETF CORE MSCI EAFE 46432F842 5,098 96,798 SH   DFND 11 96,798 0 0
iShares Core MSCI Emerging Markets ETF CORE MSCI EMKT 46434G103 4,212 98,000 SH   DFND   98,000 0 0
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 4,690 13,076 SH   DFND   5,382 0 7,694
iShares Core S&P 500 ETF CORE S&P500 ETF 464287200 6,530 18,207 SH   DFND 11 18,207 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF IBOXX INV CP ETF 464287242 9,338 91,146 SH   DFND 11 91,146 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 5,568 1,076,906 SH   DFND   1,076,906 0 0
Itau Unibanco Holding SA SPON ADR REP PFD 465562106 125 24,082 SH   DFND 7 0 0 24,082
iTeos Therapeutics Inc COM 46565G104 4,196 220,282 SH   DFND 8 220,282 0 0
Itron Inc COM 465741106 30 717 SH   DFND   717 0 0
Itron Inc COM 465741106 2,257 53,602 SH   DFND 7 53,602 0 0
Itron Inc COM 465741106 8,885 210,993 SH   DFND 8 210,993 0 0
IVERIC bio Inc COM 46583P102 269 15,000 SH   DFND 11 15,000 0 0
IVERIC bio Inc COM 46583P102 240 13,400 SH   DFND 8 0 0 13,400
Jabil Inc COM 466313103 265 4,600 SH   DFND 11 4,600 0 0
Jabil Inc COM 466313103 3,323 57,575 SH   DFND 8 51,475 0 6,100
Jack Henry & Associates Inc COM 426281101 10 57 SH   DFND   57 0 0
Jack Henry & Associates Inc COM 426281101 474 2,600 SH   DFND 11 2,600 0 0
Jack Henry & Associates Inc COM 426281101 252 1,384 SH   DFND 7 1,384 0 0
Jack Henry & Associates Inc COM 426281101 10,973 60,200 SH   DFND 8 59,800 0 400
Jackson Financial Inc COM CL A 46817M107 445 16,054 SH   DFND 7 0 0 16,054
Jacobs Solutions Inc COM 46982L108 11 100 SH   DFND   100 0 0
Jacobs Solutions Inc COM 46982L108 423 3,900 SH   DFND 11 3,900 0 0
Jacobs Solutions Inc COM 46982L108 55 506 SH   DFND 7 506 0 0
Jacobs Solutions Inc COM 46982L108 6,911 63,700 SH   DFND 8 63,200 0 500
Jazz Pharmaceuticals PLC NOTE 2.000% 6/1 472145AF8 10,740 9,900,000 PRN   DFND 7 8,300,000 0 1,600,000
Jazz Pharmaceuticals PLC SHS USD G50871105 6 48 SH   DFND   48 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 9 69 SH   DFND 7 69 0 0
Jazz Pharmaceuticals PLC SHS USD G50871105 4,225 31,700 SH   DFND 8 31,700 0 0
JB Hunt Transport Services Inc COM 445658107 10 65 SH   DFND   65 0 0
JB Hunt Transport Services Inc COM 445658107 125 800 SH   DFND 11 800 0 0
JB Hunt Transport Services Inc COM 445658107 262 1,673 SH   DFND 7 1,673 0 0
JB Hunt Transport Services Inc COM 445658107 8,775 56,100 SH   DFND 8 56,100 0 0
JD.com Inc SPON ADR CL A 47215P106 26,230 521,465 SH   DFND 8 521,465 0 0
J M Smucker Co/The COM NEW 832696405 12 84 SH   DFND   84 0 0
J M Smucker Co/The COM NEW 832696405 289 2,101 SH   DFND 7 2,101 0 0
J M Smucker Co/The COM NEW 832696405 20,227 147,200 SH   DFND 8 146,700 0 500
Johnson Controls International plc SHS G51502105 27 540 SH   DFND   540 0 0
Johnson Controls International plc SHS G51502105 551 11,200 SH   DFND 11 11,200 0 0
Johnson Controls International plc SHS G51502105 1,814 36,853 SH   DFND 7 4,568 0 32,285
Johnson Controls International plc SHS G51502105 17,646 358,519 SH   DFND 8 355,619 0 2,900
Johnson & Johnson COM 478160104 334 2,042 SH   DFND   2,042 0 0
Johnson & Johnson COM 478160104 5,342 32,700 SH   DFND 11 32,700 0 0
Johnson & Johnson COM 478160104 36,230 221,783 SH   DFND 7 166,310 0 55,473
Johnson & Johnson COM 478160104 103,783 635,300 SH   DFND 8 629,400 0 5,900
Jones Lang LaSalle Inc COM 48020Q107 786 5,200 SH   DFND 11 4,100 0 1,100
Jones Lang LaSalle Inc COM 48020Q107 20,206 133,752 SH   DFND 8 119,652 0 14,100
JOYY Inc ADS REPSTG COM A 46591M109 153 5,885 SH   DFND 8 5,885 0 0
JPMorgan Chase & Co COM 46625H100 254 2,428 SH   DFND   2,428 0 0
JPMorgan Chase & Co COM 46625H100 3,867 37,000 SH   DFND 11 37,000 0 0
JPMorgan Chase & Co COM 46625H100 15,444 147,791 SH   DFND 7 86,958 0 60,833
JPMorgan Chase & Co COM 46625H100 39,041 373,600 SH   DFND 8 349,400 0 24,200
Karuna Therapeutics Inc COM 48576A100 9,309 41,387 SH   DFND 8 41,387 0 0
KB Financial Group Inc SPONSORED ADR 48241A105 438 14,538 SH   DFND 7 0 0 14,538
Kellogg Co COM 487836108 14 197 SH   DFND   197 0 0
Kellogg Co COM 487836108 1,317 18,900 SH   DFND 11 18,900 0 0
Kellogg Co COM 487836108 252 3,616 SH   DFND 7 3,616 0 0
Kellogg Co COM 487836108 32,893 472,200 SH   DFND 8 468,400 0 3,800
Keurig Dr Pepper Inc COM 49271V100 22 605 SH   DFND   605 0 0
Keurig Dr Pepper Inc COM 49271V100 1,042 29,100 SH   DFND 11 29,100 0 0
Keurig Dr Pepper Inc COM 49271V100 134 3,736 SH   DFND 7 3,736 0 0
Keurig Dr Pepper Inc COM 49271V100 23,134 645,840 SH   DFND 8 641,449 0 4,391
KeyCorp COM 493267108 12 724 SH   DFND   724 0 0
KeyCorp COM 493267108 132 8,218 SH   DFND 7 8,218 0 0
KeyCorp COM 493267108 23,128 1,443,700 SH   DFND 8 1,417,600 0 26,100
Keysight Technologies Inc COM 49338L103 22 141 SH   DFND   141 0 0
Keysight Technologies Inc COM 49338L103 299 1,900 SH   DFND 11 1,900 0 0
Keysight Technologies Inc COM 49338L103 2,494 15,852 SH   DFND 7 14,262 0 1,590
Keysight Technologies Inc COM 49338L103 35,406 225,000 SH   DFND 8 209,500 0 15,500
Kilroy Realty Corp COM 49427F108 337 8,000 SH   DFND 11 7,000 0 1,000
Kilroy Realty Corp COM 49427F108 2,506 59,500 SH   DFND 8 50,100 0 9,400
Kimberly-Clark Corp COM 494368103 29 261 SH   DFND   261 0 0
Kimberly-Clark Corp COM 494368103 1,756 15,600 SH   DFND 11 15,600 0 0
Kimberly-Clark Corp COM 494368103 207 1,837 SH   DFND 7 1,837 0 0
Kimberly-Clark Corp COM 494368103 31,703 281,700 SH   DFND 8 279,000 0 2,700
Kimco Realty Corp COM 49446R109 22,177 1,204,643 SH   DFND 10 1,204,643 0 0
Kimco Realty Corp COM 49446R109 12 642 SH   DFND 7 642 0 0
Kinder Morgan Inc COM 49456B101 26 1,583 SH   DFND   1,583 0 0
Kinder Morgan Inc COM 49456B101 934 56,132 SH   DFND 7 56,132 0 0
Kinder Morgan Inc COM 49456B101 4,714 283,300 SH   DFND 8 279,600 0 3,700
Kingsoft Cloud Holdings Ltd ADS 49639K101 83 41,561 SH   DFND 7 0 0 41,561
Kinsale Capital Group Inc COM 49714P108 766 3,000 SH   DFND 11 2,400 0 600
Kinsale Capital Group Inc COM 49714P108 7,726 30,250 SH   DFND 8 23,950 0 6,300
KLA Corp COM NEW 482480100 35 116 SH   DFND   116 0 0
KLA Corp COM NEW 482480100 726 2,400 SH   DFND 11 2,400 0 0
KLA Corp COM NEW 482480100 4,955 16,372 SH   DFND 7 15,120 0 1,252
KLA Corp COM NEW 482480100 7,576 25,034 SH   DFND 8 24,564 0 470
Knowles Corp COM 49926D109 180 14,800 SH   DFND 11 12,600 0 2,200
Knowles Corp COM 49926D109 183 15,000 SH   DFND 8 0 0 15,000
Kontoor Brands Inc COM 50050N103 175 5,200 SH   DFND 11 4,000 0 1,200
Kontoor Brands Inc COM 50050N103 289 8,600 SH   DFND 8 0 0 8,600
Kornit Digital Ltd SHS M6372Q113 5 201 SH   DFND   201 0 0
Kornit Digital Ltd SHS M6372Q113 72 2,721 SH   DFND 7 2,721 0 0
Kornit Digital Ltd SHS M6372Q113 15,915 598,074 SH   DFND 8 598,074 0 0
Kraft Heinz Co/The COM 500754106 19 570 SH   DFND   570 0 0
Kraft Heinz Co/The COM 500754106 275 8,238 SH   DFND 7 8,238 0 0
Kraft Heinz Co/The COM 500754106 1,252 37,536 SH   DFND 8 37,536 0 0
Kroger Co/The COM 501044101 23 536 SH   DFND   536 0 0
Kroger Co/The COM 501044101 429 9,803 SH   DFND 7 9,803 0 0
Kroger Co/The COM 501044101 34,633 791,600 SH   DFND 8 743,400 0 48,200
Kura Oncology Inc COM 50127T109 4,068 297,787 SH   DFND 8 297,787 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 15 72 SH   DFND   72 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 471 2,300 SH   DFND 11 2,300 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 233 1,140 SH   DFND 7 1,140 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 19,641 95,900 SH   DFND 8 95,500 0 400
Lam Research Corp COM 512807108 40 108 SH   DFND   108 0 0
Lam Research Corp COM 512807108 282 771 SH   DFND 7 771 0 0
Lam Research Corp COM 512807108 18,231 49,812 SH   DFND 8 49,012 0 800
Lands' End Inc COM 51509F105 13 1,700 SH   DFND 11 0 0 1,700
Lands' End Inc COM 51509F105 357 46,200 SH   DFND 8 46,200 0 0
Landstar System Inc COM 515098101 419 2,900 SH   DFND 8 2,900 0 0
Lantheus Holdings Inc COM 516544103 345 4,900 SH   DFND 11 4,000 0 900
Lantheus Holdings Inc COM 516544103 366 5,200 SH   DFND 8 0 0 5,200
Laredo Petroleum Inc COM 516806205 113 1,800 SH   DFND 11 1,300 0 500
Laredo Petroleum Inc COM 516806205 101 1,600 SH   DFND 8 0 0 1,600
Las Vegas Sands Corp COM 517834107 10 267 SH   DFND   267 0 0
Las Vegas Sands Corp COM 517834107 930 24,788 SH   DFND 7 1,669 0 23,119
Las Vegas Sands Corp COM 517834107 22,950 611,681 SH   DFND 8 611,681 0 0
Lattice Semiconductor Corp COM 518415104 812 16,500 SH   DFND 11 14,200 0 2,300
Lattice Semiconductor Corp COM 518415104 22,769 462,700 SH   DFND 8 425,800 0 36,900
LAVA Therapeutics NV SHS N51517105 1,045 228,671 SH   DFND 8 228,671 0 0
LCI Industries COM 50189K103 274 2,700 SH   DFND 8 0 0 2,700
Leidos Holdings Inc COM 525327102 9 101 SH   DFND   101 0 0
Leidos Holdings Inc COM 525327102 12 135 SH   DFND 7 135 0 0
Leidos Holdings Inc COM 525327102 5,423 62,000 SH   DFND 8 62,000 0 0
Lennar Corp CL A 526057104 15 201 SH   DFND   201 0 0
Lennar Corp CL A 526057104 213 2,859 SH   DFND 7 2,859 0 0
Lennox International Inc COM 526107107 6 25 SH   DFND   25 0 0
Lennox International Inc COM 526107107 8 34 SH   DFND 7 34 0 0
Lennox International Inc COM 526107107 2,427 10,900 SH   DFND 8 10,900 0 0
Lexicon Pharmaceuticals Inc COM NEW 528872302 269 112,168 SH   DFND 8 112,168 0 0
LGI Homes Inc COM 50187T106 277 3,400 SH   DFND 8 0 0 3,400
Li Auto Inc NOTE 0.250% 5/0 50202MAB8 4,964 4,750,000 PRN   DFND 7 3,990,000 0 760,000
Li Auto Inc SPONSORED ADS 50202M102 8,635 375,279 SH   DFND 8 375,279 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 2 58 SH   DFND   58 0 0
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 1,230 32,300 SH   DFND 11 27,600 0 4,700
Liberty Media Corp-Liberty SiriusXM COM A SIRIUSXM 531229409 2,433 63,900 SH   DFND 8 30,400 0 33,500
Li-Cycle Holdings Corp COMMON SHARES 50202P105 19 3,591 SH   DFND   3,591 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 596 112,094 SH   DFND 7 112,094 0 0
Li-Cycle Holdings Corp COMMON SHARES 50202P105 7,888 1,482,767 SH   DFND 8 1,482,767 0 0
Life Storage Inc COM 53223X107 17,064 154,059 SH   DFND 10 154,059 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 2 100 SH   DFND   100 0 0
Lightspeed Commerce Inc SUB VTG SHS 53229C107 150 8,538 SH   DFND 7 8,538 0 0
Limoneira Co COM 532746104 2,374 180,129 SH   DFND 7 171,711 0 8,418
Lincoln Electric Holdings Inc COM 533900106 855 6,800 SH   DFND 8 6,800 0 0
Lincoln National Corp COM 534187109 6 127 SH   DFND   127 0 0
Lincoln National Corp COM 534187109 38 864 SH   DFND 7 864 0 0
Lincoln National Corp COM 534187109 16,959 386,218 SH   DFND 8 368,718 0 17,500
Linde PLC SHS G5494J103 105 390 SH   DFND   390 0 0
Linde PLC SHS G5494J103 140,564 521,401 SH   DFND 7 271,514 0 249,887
Linde PLC SHS G5494J103 34,967 129,705 SH   DFND 8 126,605 0 3,100
LivaNova PLC SHS G5509L101 66 1,300 SH   DFND 11 1,300 0 0
LivaNova PLC SHS G5509L101 371 7,300 SH   DFND 8 0 0 7,300
LKQ Corp COM 501889208 10 208 SH   DFND   208 0 0
LKQ Corp COM 501889208 127 2,700 SH   DFND 11 2,700 0 0
LKQ Corp COM 501889208 132 2,806 SH   DFND 7 2,806 0 0
LKQ Corp COM 501889208 3,112 66,000 SH   DFND 8 66,000 0 0
Lockheed Martin Corp COM 539830109 72 186 SH   DFND   186 0 0
Lockheed Martin Corp COM 539830109 2,665 6,900 SH   DFND 11 6,900 0 0
Loews Corp COM 540424108 8 162 SH   DFND   162 0 0
Loews Corp COM 540424108 1,460 29,300 SH   DFND 11 27,300 0 2,000
Loews Corp COM 540424108 112 2,253 SH   DFND 7 2,253 0 0
Loews Corp COM 540424108 29,391 589,700 SH   DFND 8 565,700 0 24,000
Logitech International SA SHS H50430232 21,916 476,427 SH   DFND 7 87,174 0 389,253
Louisiana-Pacific Corp COM 546347105 1,413 27,600 SH   DFND 8 11,800 0 15,800
Lowe's Cos Inc COM 548661107 93 496 SH   DFND   496 0 0
Lowe's Cos Inc COM 548661107 2,010 10,700 SH   DFND 11 10,700 0 0
Lowe's Cos Inc COM 548661107 11,846 63,076 SH   DFND 7 38,647 0 24,429
Lowe's Cos Inc COM 548661107 63,495 338,081 SH   DFND 8 332,196 0 5,885
LPL Financial Holdings Inc COM 50212V100 14 62 SH   DFND   62 0 0
LPL Financial Holdings Inc COM 50212V100 218 1,000 SH   DFND 11 800 0 200
LPL Financial Holdings Inc COM 50212V100 18 83 SH   DFND 7 83 0 0
LPL Financial Holdings Inc COM 50212V100 131 600 SH   DFND 8 0 0 600
Lufax Holding Ltd ADS REP SHS CL A 54975P102 8 3,200 SH   DFND   3,200 0 0
Lufax Holding Ltd ADS REP SHS CL A 54975P102 3,236 1,274,176 SH   DFND 7 1,274,176 0 0
Lululemon Athletica Inc COM 550021109 25 91 SH   DFND   91 0 0
Lululemon Athletica Inc COM 550021109 139 497 SH   DFND 11 497 0 0
Lululemon Athletica Inc COM 550021109 2,384 8,528 SH   DFND 7 8,528 0 0
Lululemon Athletica Inc COM 550021109 21,133 75,595 SH   DFND 8 74,962 0 633
Lumen Technologies Inc COM 550241103 5 721 SH   DFND   721 0 0
Lumen Technologies Inc COM 550241103 6 879 SH   DFND 7 879 0 0
Lumen Technologies Inc COM 550241103 5,469 751,200 SH   DFND 8 751,200 0 0
Lument Finance Trust Inc COM 55025L108 7,216 3,340,780 SH   DFND   3,340,780 0 0
Lumentum Holdings Inc COM 55024U109 43,466 633,891 SH   DFND 8 633,891 0 0
Lumentum Holdings Inc NOTE 0.500%12/1 55024UAD1 6,184 6,567,000 PRN   DFND 7 5,489,000 0 1,078,000
LyondellBasell Industries NV SHS - A - N53745100 15 203 SH   DFND   203 0 0
LyondellBasell Industries NV SHS - A - N53745100 146 1,939 SH   DFND 7 269 0 1,670
LyondellBasell Industries NV SHS - A - N53745100 9,297 123,500 SH   DFND 8 123,500 0 0
MACOM Technology Solutions Holdings Inc COM 55405Y100 207 4,000 SH   DFND 11 4,000 0 0
MACOM Technology Solutions Holdings Inc COM 55405Y100 3,076 59,400 SH   DFND 8 46,300 0 13,100
MacroGenics Inc COM 556099109 468 135,150 SH   DFND 8 135,150 0 0
Macy's Inc COM 55616P104 545 34,800 SH   DFND 8 34,800 0 0
Magic Software Enterprises Ltd ORD 559166103 647 41,576 SH   DFND 8 41,576 0 0
Magna International Inc COM 559222401 10 209 SH   DFND   209 0 0
Magna International Inc COM 559222401 3,793 79,982 SH   DFND 7 37,839 0 42,143
Manhattan Associates Inc COM 562750109 998 7,500 SH   DFND 11 6,000 0 1,500
Manhattan Associates Inc COM 562750109 9,139 68,700 SH   DFND 8 51,800 0 16,900
ManpowerGroup Inc COM 56418H100 414 6,400 SH   DFND 11 5,400 0 1,000
ManpowerGroup Inc COM 56418H100 5,626 86,975 SH   DFND 8 72,575 0 14,400
Manulife Financial Corp COM 56501R106 22 1,433 SH   DFND   1,433 0 0
Manulife Financial Corp COM 56501R106 641 40,900 SH   DFND 11 40,900 0 0
Manulife Financial Corp COM 56501R106 37 2,379 SH   DFND 7 2,379 0 0
Manulife Financial Corp COM 56501R106 5,339 340,700 SH   DFND 8 329,100 0 11,600
Marathon Oil Corp COM 565849106 12 549 SH   DFND   549 0 0
Marathon Oil Corp COM 565849106 370 16,400 SH   DFND 11 16,400 0 0
Marathon Oil Corp COM 565849106 431 19,089 SH   DFND 7 19,089 0 0
Marathon Oil Corp COM 565849106 21,991 973,900 SH   DFND 8 955,600 0 18,300
Marathon Petroleum Corp COM 56585A102 42 420 SH   DFND   420 0 0
Marathon Petroleum Corp COM 56585A102 6,092 61,335 SH   DFND 7 61,335 0 0
Marathon Petroleum Corp COM 56585A102 4,013 40,400 SH   DFND 8 25,800 0 14,600
Marcus Corp/The COM 566330106 93 6,700 SH   DFND 11 5,000 0 1,700
Marcus Corp/The COM 566330106 955 68,750 SH   DFND 8 68,750 0 0
MarineMax Inc COM 567908108 80 2,700 SH   DFND 11 2,100 0 600
MarineMax Inc COM 567908108 125 4,200 SH   DFND 8 0 0 4,200
Markel Corp COM 570535104 12 11 SH   DFND   11 0 0
Markel Corp COM 570535104 89 82 SH   DFND 7 82 0 0
Markel Corp COM 570535104 943 870 SH   DFND 8 870 0 0
MarketAxess Holdings Inc COM 57060D108 6 29 SH   DFND   29 0 0
MarketAxess Holdings Inc COM 57060D108 89 400 SH   DFND 11 300 0 100
MarketAxess Holdings Inc COM 57060D108 39 174 SH   DFND 7 174 0 0
MarketAxess Holdings Inc COM 57060D108 8,188 36,800 SH   DFND 8 31,600 0 5,200
Marriott International Inc/MD CL A 571903202 30 216 SH   DFND   216 0 0
Marriott International Inc/MD CL A 571903202 41 289 SH   DFND 7 289 0 0
Marriott International Inc/MD CL A 571903202 280 2,000 SH   DFND 8 0 0 2,000
Marriott Vacations Worldwide Corp COM 57164Y107 634 5,200 SH   DFND 11 4,500 0 700
Marriott Vacations Worldwide Corp COM 57164Y107 7,126 58,475 SH   DFND 8 49,675 0 8,800
Marsh & McLennan Cos Inc COM 571748102 58 389 SH   DFND   389 0 0
Marsh & McLennan Cos Inc COM 571748102 2,896 19,400 SH   DFND 11 19,400 0 0
Marsh & McLennan Cos Inc COM 571748102 274 1,837 SH   DFND 7 1,837 0 0
Marsh & McLennan Cos Inc COM 571748102 21,289 142,600 SH   DFND 8 136,100 0 6,500
Martin Marietta Materials Inc COM 573284106 15 48 SH   DFND   48 0 0
Martin Marietta Materials Inc COM 573284106 20 63 SH   DFND 7 63 0 0
Martin Marietta Materials Inc COM 573284106 1,836 5,700 SH   DFND 8 5,700 0 0
Marvell Technology Inc COM 573874104 28 659 SH   DFND   659 0 0
Marvell Technology Inc COM 573874104 259 6,025 SH   DFND 7 883 0 5,142
Marvell Technology Inc COM 573874104 37,588 875,973 SH   DFND 8 875,973 0 0
Masco Corp COM 574599106 9 183 SH   DFND   183 0 0
Masco Corp COM 574599106 243 5,200 SH   DFND 11 5,200 0 0
Masco Corp COM 574599106 187 3,999 SH   DFND 7 3,999 0 0
Masco Corp COM 574599106 11,066 237,000 SH   DFND 8 235,000 0 2,000
Mastercard Inc CL A 57636Q104 3,410 11,994 SH   DFND   11,994 0 0
Mastercard Inc CL A 57636Q104 2,189 7,700 SH   DFND 11 7,700 0 0
Mastercard Inc CL A 57636Q104 37,274 131,090 SH   DFND 7 101,647 0 29,443
Mastercard Inc CL A 57636Q104 80,032 281,466 SH   DFND 8 266,766 0 14,700
Matador Resources Co COM 576485205 396 8,100 SH   DFND 11 5,800 0 2,300
Matador Resources Co COM 576485205 1,384 28,300 SH   DFND 8 17,600 0 10,700
Match Group Inc COM 57667L107 11 222 SH   DFND   222 0 0
Match Group Inc COM 57667L107 125 2,618 SH   DFND 7 2,618 0 0
Match Group Inc COM 57667L107 9,913 207,607 SH   DFND 8 207,607 0 0
Mattel Inc COM 577081102 625 33,000 SH   DFND 8 33,000 0 0
Matterport Inc COM CL A 577096100 463 122,178 SH   DFND 8 122,178 0 0
Maxar Technologies Inc COM 57778K105 21 1,100 SH   DFND 11 1,100 0 0
Maxar Technologies Inc COM 57778K105 187 10,000 SH   DFND 8 0 0 10,000
MaxLinear Inc COM 57776J100 375 11,500 SH   DFND 8 0 0 11,500
McCormick & Co Inc/MD COM NON VTG 579780206 14 194 SH   DFND   194 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 599 8,400 SH   DFND 11 8,400 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 119 1,674 SH   DFND 7 1,674 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 11,738 164,700 SH   DFND 8 163,300 0 1,400
McDonald's Corp COM 580135101 132 574 SH   DFND   574 0 0
McDonald's Corp COM 580135101 7,123 30,869 SH   DFND 7 3,503 0 27,366
McDonald's Corp COM 580135101 9,414 40,800 SH   DFND 8 35,600 0 5,200
McKesson Corp COM 58155Q103 38 113 SH   DFND   113 0 0
McKesson Corp COM 58155Q103 1,156 3,400 SH   DFND 11 3,400 0 0
McKesson Corp COM 58155Q103 52 154 SH   DFND 7 154 0 0
McKesson Corp COM 58155Q103 46,084 135,592 SH   DFND 8 134,992 0 600
MDU Resources Group Inc COM 552690109 503 18,400 SH   DFND 11 15,300 0 3,100
MDU Resources Group Inc COM 552690109 618 22,600 SH   DFND 8 0 0 22,600
Medical Properties Trust Inc COM 58463J304 398 33,600 SH   DFND 11 28,700 0 4,900
Medical Properties Trust Inc COM 58463J304 7 624 SH   DFND 7 624 0 0
Medical Properties Trust Inc COM 58463J304 1,447 122,000 SH   DFND 8 86,600 0 35,400
Medifast Inc COM 58470H101 130 1,200 SH   DFND 11 900 0 300
Medifast Inc COM 58470H101 712 6,575 SH   DFND 8 4,875 0 1,700
Medpace Holdings Inc COM 58506Q109 597 3,800 SH   DFND 11 3,300 0 500
Medpace Holdings Inc COM 58506Q109 6,413 40,800 SH   DFND 8 31,900 0 8,900
Medtronic PLC SHS G5960L103 83 1,033 SH   DFND   1,033 0 0
Medtronic PLC SHS G5960L103 11,529 142,771 SH   DFND 7 108,691 0 34,080
Medtronic PLC SHS G5960L103 13,529 167,546 SH   DFND 8 159,746 0 7,800
MercadoLibre Inc COM 58733R102 29 35 SH   DFND   35 0 0
MercadoLibre Inc COM 58733R102 19,781 23,896 SH   DFND 7 23,896 0 0
Merck & Co Inc COM 58933Y105 174 1,962 SH   DFND   1,962 0 0
Merck & Co Inc COM 58933Y105 3,188 35,900 SH   DFND 11 35,900 0 0
Merck & Co Inc COM 58933Y105 19,159 215,750 SH   DFND 7 149,779 0 65,971
Merck & Co Inc COM 58933Y105 194,608 2,191,535 SH   DFND 8 2,142,935 0 48,600
Mersana Therapeutics Inc COM 59045L106 118 17,400 SH   DFND 11 14,900 0 2,500
Mersana Therapeutics Inc COM 59045L106 1,456 215,400 SH   DFND 8 197,000 0 18,400
Merus NV COM N5749R100 5,338 266,477 SH   DFND 8 266,477 0 0
Meta Platforms Inc CL A 30303M102 1,786 13,166 SH   DFND   13,166 0 0
Meta Platforms Inc CL A 30303M102 11,429 84,235 SH   DFND 7 36,531 0 47,704
Meta Platforms Inc CL A 30303M102 72,657 535,499 SH   DFND 8 535,499 0 0
MetLife Inc COM 59156R108 33 536 SH   DFND   536 0 0
MetLife Inc COM 59156R108 1,185 19,500 SH   DFND 11 19,500 0 0
MetLife Inc COM 59156R108 350 5,760 SH   DFND 7 2,501 0 3,259
MetLife Inc COM 59156R108 10,576 174,000 SH   DFND 8 165,700 0 8,300
Mettler-Toledo International Inc COM 592688105 20 18 SH   DFND   18 0 0
Mettler-Toledo International Inc COM 592688105 867 800 SH   DFND 11 800 0 0
Mettler-Toledo International Inc COM 592688105 7,969 7,351 SH   DFND 7 7,302 0 49
Mettler-Toledo International Inc COM 592688105 37,338 34,441 SH   DFND 8 32,447 0 1,994
MGP Ingredients Inc COM 55303J106 7,644 72,000 SH   DFND 7 72,000 0 0
Microchip Technology Inc COM 595017104 26 430 SH   DFND   430 0 0
Microchip Technology Inc COM 595017104 34 560 SH   DFND 7 560 0 0
Microchip Technology Inc COM 595017104 86,680 1,420,279 SH   DFND 8 1,414,690 0 5,589
Micron Technology Inc COM 595112103 43 866 SH   DFND   866 0 0
Micron Technology Inc COM 595112103 1,495 29,843 SH   DFND 7 1,161 0 28,682
Micron Technology Inc COM 595112103 30,350 605,787 SH   DFND 8 599,297 0 6,490
Microsoft Corp COM 594918104 5,453 23,415 SH   DFND   23,415 0 0
Microsoft Corp COM 594918104 15,203 65,279 SH   DFND 11 65,279 0 0
Microsoft Corp COM 594918104 182,589 783,982 SH   DFND 7 531,754 0 252,228
Microsoft Corp COM 594918104 679,485 2,917,497 SH   DFND 8 2,905,097 0 12,400
Mid-America Apartment Communities Inc COM 59522J103 651 4,200 SH   DFND 11 4,200 0 0
Mid-America Apartment Communities Inc COM 59522J103 107 687 SH   DFND 7 687 0 0
Mid-America Apartment Communities Inc COM 59522J103 5,474 35,300 SH   DFND 8 35,300 0 0
MillerKnoll Inc COM 600544100 295 18,900 SH   DFND 8 18,900 0 0
Minerals Technologies Inc COM 603158106 282 5,700 SH   DFND 11 4,700 0 1,000
Minerals Technologies Inc COM 603158106 2,650 53,625 SH   DFND 8 48,225 0 5,400
Mirati Therapeutics Inc COM 60468T105 2,013 28,824 SH   DFND 8 28,824 0 0
Mirum Pharmaceuticals Inc COM 604749101 18,031 858,211 SH   DFND 8 858,211 0 0
Mitsubishi UFJ Financial Group Inc SPONSORED ADS 606822104 46 10,252 SH   DFND   10,252 0 0
Mizuho Financial Group Inc SPONSORED ADR 60687Y109 23 10,244 SH   DFND   10,244 0 0
Moderna Inc COM 60770K107 31 262 SH   DFND   262 0 0
Moderna Inc COM 60770K107 118 1,001 SH   DFND 7 1,001 0 0
Moderna Inc COM 60770K107 27,720 234,415 SH   DFND 8 223,549 0 10,866
Modine Manufacturing Co COM 607828100 131 10,100 SH   DFND 11 8,700 0 1,400
Modine Manufacturing Co COM 607828100 1,085 83,850 SH   DFND 8 75,850 0 8,000
Molina Healthcare Inc COM 60855R100 15 46 SH   DFND   46 0 0
Molina Healthcare Inc COM 60855R100 268 812 SH   DFND 7 812 0 0
Molina Healthcare Inc COM 60855R100 26,816 81,300 SH   DFND 8 75,500 0 5,800
Mondelez International Inc CL A 609207105 59 1,074 SH   DFND   1,074 0 0
Mondelez International Inc CL A 609207105 762 13,900 SH   DFND 11 13,900 0 0
Mondelez International Inc CL A 609207105 6,663 121,517 SH   DFND 7 29,923 0 91,594
Mondelez International Inc CL A 609207105 26,373 481,000 SH   DFND 8 469,000 0 12,000
MongoDB Inc CL A 60937P106 11 53 SH   DFND   53 0 0
MongoDB Inc CL A 60937P106 277 1,393 SH   DFND 7 1,393 0 0
Monolithic Power Systems Inc COM 609839105 12 34 SH   DFND   34 0 0
Monolithic Power Systems Inc COM 609839105 2,814 7,744 SH   DFND 7 6,939 0 805
Monolithic Power Systems Inc COM 609839105 11,774 32,400 SH   DFND 8 27,800 0 4,600
Monster Beverage Corp COM 61174X109 27 308 SH   DFND   308 0 0
Monster Beverage Corp COM 61174X109 501 5,757 SH   DFND 11 5,757 0 0
Monster Beverage Corp COM 61174X109 66 757 SH   DFND 7 757 0 0
Monster Beverage Corp COM 61174X109 22,284 256,260 SH   DFND 8 256,260 0 0
Moody's Corp COM 615369105 31 129 SH   DFND   129 0 0
Moody's Corp COM 615369105 1,288 5,300 SH   DFND 11 5,300 0 0
Moody's Corp COM 615369105 38,735 159,331 SH   DFND 7 118,920 0 40,411
Moody's Corp COM 615369105 19,716 81,100 SH   DFND 8 79,200 0 1,900
Moog Inc CL A 615394202 352 5,000 SH   DFND 11 4,100 0 900
Moog Inc CL A 615394202 478 6,800 SH   DFND 8 2,000 0 4,800
Morgan Stanley COM NEW 617446448 96 1,218 SH   DFND   1,218 0 0
Morgan Stanley COM NEW 617446448 924 11,700 SH   DFND 11 11,700 0 0
Morgan Stanley COM NEW 617446448 25,268 319,806 SH   DFND 7 216,479 0 103,327
Morgan Stanley COM NEW 617446448 31,897 403,708 SH   DFND 8 401,608 0 2,100
Mosaic Co/The COM 61945C103 14 281 SH   DFND   281 0 0
Mosaic Co/The COM 61945C103 1,116 23,100 SH   DFND 11 19,600 0 3,500
Mosaic Co/The COM 61945C103 224 4,638 SH   DFND 7 4,638 0 0
Mosaic Co/The COM 61945C103 9,429 195,100 SH   DFND 8 162,500 0 32,600
Motorola Solutions Inc COM NEW 620076307 29 130 SH   DFND   130 0 0
Motorola Solutions Inc COM NEW 620076307 918 4,100 SH   DFND 11 4,100 0 0
Motorola Solutions Inc COM NEW 620076307 165 735 SH   DFND 7 735 0 0
Motorola Solutions Inc COM NEW 620076307 18,699 83,487 SH   DFND 8 82,587 0 900
MSA Safety Inc COM 553498106 4,648 42,531 SH   DFND 8 42,531 0 0
MSCI Inc COM 55354G100 27 63 SH   DFND   63 0 0
MSCI Inc COM 55354G100 1,265 3,000 SH   DFND 11 3,000 0 0
MSCI Inc COM 55354G100 75,283 178,485 SH   DFND 7 164,745 0 13,740
MSCI Inc COM 55354G100 12,355 29,292 SH   DFND 8 28,800 0 492
M&T Bank Corp COM 55261F104 25 139 SH   DFND   139 0 0
M&T Bank Corp COM 55261F104 294 1,670 SH   DFND 7 1,670 0 0
Murphy Oil Corp COM 626717102 626 17,800 SH   DFND 11 14,800 0 3,000
Murphy Oil Corp COM 626717102 7,086 201,475 SH   DFND 8 182,075 0 19,400
Murphy USA Inc COM 626755102 825 3,000 SH   DFND 11 2,400 0 600
Murphy USA Inc COM 626755102 14,048 51,100 SH   DFND 8 48,200 0 2,900
Myers Industries Inc COM 628464109 112 6,800 SH   DFND 11 5,800 0 1,000
Myers Industries Inc COM 628464109 119 7,200 SH   DFND 8 0 0 7,200
MYR Group Inc COM 55405W104 195 2,300 SH   DFND 11 1,900 0 400
MYR Group Inc COM 55405W104 1,367 16,129 SH   DFND 8 13,229 0 2,900
Nasdaq Inc COM 631103108 15 268 SH   DFND   268 0 0
Nasdaq Inc COM 631103108 867 15,300 SH   DFND 11 15,300 0 0
Nasdaq Inc COM 631103108 61 1,083 SH   DFND 7 1,083 0 0
Nasdaq Inc COM 631103108 12,430 219,300 SH   DFND 8 217,800 0 1,500
National Grid PLC SPONSORED ADR NE 636274409 27 523 SH   DFND   523 0 0
National Storage Affiliates Trust COM SHS BEN IN 637870106 129 3,100 SH   DFND 11 2,000 0 1,100
National Storage Affiliates Trust COM SHS BEN IN 637870106 353 8,500 SH   DFND 8 0 0 8,500
National Vision Holdings Inc COM 63845R107 3,748 114,786 SH   DFND 7 114,786 0 0
National Vision Holdings Inc COM 63845R107 4,945 151,444 SH   DFND 8 151,444 0 0
Nektar Therapeutics COM 640268108 68 21,400 SH   DFND 11 17,100 0 4,300
Nektar Therapeutics COM 640268108 1,226 383,200 SH   DFND 8 352,900 0 30,300
NeoGenomics Inc NOTE 0.250% 1/1 64049MAB6 3,167 4,900,000 PRN   DFND 7 4,150,000 0 750,000
NetApp Inc COM 64110D104 11 173 SH   DFND   173 0 0
NetApp Inc COM 64110D104 277 4,474 SH   DFND 7 4,474 0 0
NetApp Inc COM 64110D104 19,068 308,300 SH   DFND 8 290,400 0 17,900
NetEase Inc SPONSORED ADS 64110W102 16,072 212,599 SH   DFND 8 212,599 0 0
Netflix Inc COM 64110L106 81 345 SH   DFND   345 0 0
Netflix Inc COM 64110L106 685 2,909 SH   DFND 7 2,105 0 804
Netflix Inc COM 64110L106 25,396 107,864 SH   DFND 8 102,755 0 5,109
NetScout Systems Inc COM 64115T104 370 11,800 SH   DFND 11 9,700 0 2,100
NetScout Systems Inc COM 64115T104 3,151 100,600 SH   DFND 8 89,000 0 11,600
Neurocrine Biosciences Inc COM 64125C109 8 74 SH   DFND   74 0 0
Neurocrine Biosciences Inc COM 64125C109 11 99 SH   DFND 7 99 0 0
Neurocrine Biosciences Inc COM 64125C109 9,681 91,150 SH   DFND 8 91,150 0 0
Nevro Corp COM 64157F103 37 800 SH   DFND 11 800 0 0
Nevro Corp COM 64157F103 256 5,500 SH   DFND 8 900 0 4,600
Newell Brands Inc COM 651229106 4 305 SH   DFND   305 0 0
Newell Brands Inc COM 651229106 554 39,900 SH   DFND 11 36,600 0 3,300
Newell Brands Inc COM 651229106 5 387 SH   DFND 7 387 0 0
Newell Brands Inc COM 651229106 2,289 164,781 SH   DFND 8 119,081 0 45,700
Newmont Corp COM 651639106 26 616 SH   DFND   616 0 0
Newmont Corp COM 651639106 34,607 823,385 SH   DFND 7 820,841 0 2,544
New Relic Inc COM 64829B100 120 2,100 SH   DFND 11 2,100 0 0
New Relic Inc COM 64829B100 23,413 408,035 SH   DFND 8 398,495 0 9,540
Newtek Business Services Corp COM NEW 652526203 365 22,350 SH   DFND 8 22,350 0 0
New York Community Bancorp Inc COM 649445103 148 17,400 SH   DFND 8 17,400 0 0
NextEra Energy Inc COM 65339F101 218 2,784 SH   DFND   2,784 0 0
NextEra Energy Inc COM 65339F101 5,693 72,600 SH   DFND 10 72,600 0 0
NextEra Energy Inc COM 65339F101 37,199 474,417 SH   DFND 7 237,066 0 237,351
NextEra Energy Inc COM 65339F101 92,702 1,182,270 SH   DFND 8 1,182,270 0 0
NextGen Healthcare Inc COM 65343C102 241 13,600 SH   DFND 11 11,400 0 2,200
NextGen Healthcare Inc COM 65343C102 1,295 73,150 SH   DFND 8 62,450 0 10,700
NGM Biopharmaceuticals Inc COM 62921N105 20 1,500 SH   DFND 11 1,500 0 0
NGM Biopharmaceuticals Inc COM 62921N105 5,287 404,183 SH   DFND 8 404,183 0 0
Nice Ltd NOTE 9/1 653656AB4 12,030 12,950,000 PRN   DFND 7 10,780,000 0 2,170,000
NIKE Inc CL B 654106103 1,779 21,404 SH   DFND   21,404 0 0
NIKE Inc CL B 654106103 47,850 575,669 SH   DFND 7 486,824 0 88,845
NIKE Inc CL B 654106103 23,843 286,852 SH   DFND 8 286,652 0 200
NIO Inc SPON ADS 62914V106 13,075 829,125 SH   DFND 8 829,125 0 0
Norfolk Southern Corp COM 655844108 39 185 SH   DFND   185 0 0
Norfolk Southern Corp COM 655844108 2,621 12,500 SH   DFND 11 12,500 0 0
Norfolk Southern Corp COM 655844108 4,107 19,591 SH   DFND 7 13,246 0 6,345
Norfolk Southern Corp COM 655844108 40,924 195,200 SH   DFND 8 191,300 0 3,900
Northern Trust Corp COM 665859104 13 154 SH   DFND   154 0 0
Northern Trust Corp COM 665859104 1,052 12,300 SH   DFND 11 12,300 0 0
Northern Trust Corp COM 665859104 56 654 SH   DFND 7 654 0 0
Northern Trust Corp COM 665859104 15,820 184,900 SH   DFND 8 183,000 0 1,900
Northrop Grumman Corp COM 666807102 54 115 SH   DFND   115 0 0
Northrop Grumman Corp COM 666807102 2,069 4,400 SH   DFND 11 4,400 0 0
NortonLifeLock Inc COM 668771108 9 465 SH   DFND   465 0 0
NortonLifeLock Inc COM 668771108 26 1,300 SH   DFND 11 1,300 0 0
NortonLifeLock Inc COM 668771108 13,544 672,484 SH   DFND 7 647,087 0 25,396
NortonLifeLock Inc COM 668771108 14,316 710,800 SH   DFND 8 710,800 0 0
Novanta Inc COM 67000B104 7,938 68,635 SH   DFND 7 68,635 0 0
Novanta Inc COM 67000B104 56,961 492,527 SH   DFND 8 492,527 0 0
NOW Inc COM 67011P100 182 18,100 SH   DFND 11 15,500 0 2,600
NOW Inc COM 67011P100 116 11,500 SH   DFND 8 0 0 11,500
Nucor Corp COM 670346105 22 206 SH   DFND   206 0 0
Nucor Corp COM 670346105 709 6,624 SH   DFND 7 6,624 0 0
Nucor Corp COM 670346105 22,286 208,300 SH   DFND 8 208,300 0 0
Nu Skin Enterprises Inc CL A 67018T105 250 7,500 SH   DFND 11 6,400 0 1,100
Nu Skin Enterprises Inc CL A 67018T105 2,333 69,900 SH   DFND 8 62,000 0 7,900
Nutanix Inc CL A 67059N108 562 27,000 SH   DFND 11 23,200 0 3,800
Nutanix Inc CL A 67059N108 585 28,100 SH   DFND 8 0 0 28,100
Nutrien Ltd COM 67077M108 34 410 SH   DFND   410 0 0
Nutrien Ltd COM 67077M108 734 8,800 SH   DFND 11 8,800 0 0
Nutrien Ltd COM 67077M108 6,138 73,617 SH   DFND 7 11,624 0 61,993
Nutrien Ltd COM 67077M108 17,380 208,448 SH   DFND 8 177,248 0 31,200
NuVasive Inc COM 670704105 320 7,300 SH   DFND 11 6,200 0 1,100
NuVasive Inc COM 670704105 895 20,440 SH   DFND 7 0 0 20,440
NuVasive Inc COM 670704105 324 7,400 SH   DFND 8 0 0 7,400
NVIDIA Corp COM 67066G104 236 1,943 SH   DFND   1,943 0 0
NVIDIA Corp COM 67066G104 27,382 225,570 SH   DFND 7 214,554 0 11,016
NVIDIA Corp COM 67066G104 85,662 705,673 SH   DFND 8 690,249 0 15,424
NVR Inc COM 62944T105 8 2 SH   DFND   2 0 0
NVR Inc COM 62944T105 251 63 SH   DFND 7 63 0 0
NVR Inc COM 62944T105 1,714 430 SH   DFND 8 430 0 0
NXP Semiconductors NV COM N6596X109 30 204 SH   DFND   204 0 0
NXP Semiconductors NV COM N6596X109 1,168 7,920 SH   DFND 11 7,920 0 0
NXP Semiconductors NV COM N6596X109 255 1,730 SH   DFND 7 1,730 0 0
NXP Semiconductors NV COM N6596X109 88,103 597,268 SH   DFND 8 596,159 0 1,109
Nyxoah SA SHS B6S7WD106 1,260 200,000 SH   DFND 7 200,000 0 0
Occidental Petroleum Corp COM 674599105 45 727 SH   DFND   727 0 0
Occidental Petroleum Corp COM 674599105 2,381 38,739 SH   DFND 7 23,335 0 15,404
Occidental Petroleum Corp COM 674599105 3,478 56,600 SH   DFND 8 56,600 0 0
Oceaneering International Inc COM 675232102 150 18,900 SH   DFND 11 15,700 0 3,200
Oceaneering International Inc COM 675232102 1,401 175,975 SH   DFND 8 157,875 0 18,100
ODP Corp/The COM 88337F105 267 7,600 SH   DFND 11 6,500 0 1,100
ODP Corp/The COM 88337F105 1,390 39,550 SH   DFND 8 34,550 0 5,000
Okta Inc NOTE 0.125% 9/0 679295AD7 5,712 6,800,000 PRN   DFND 7 5,700,000 0 1,100,000
Old Dominion Freight Line Inc COM 679580100 19 75 SH   DFND   75 0 0
Old Dominion Freight Line Inc COM 679580100 1,343 5,400 SH   DFND 11 5,400 0 0
Old Dominion Freight Line Inc COM 679580100 215 863 SH   DFND 7 863 0 0
Old Dominion Freight Line Inc COM 679580100 37,415 150,400 SH   DFND 8 140,900 0 9,500
Old National Bancorp/IN COM 680033107 56 3,400 SH   DFND 11 3,400 0 0
Old National Bancorp/IN COM 680033107 224 13,600 SH   DFND 8 0 0 13,600
Old Republic International Corp COM 680223104 783 37,400 SH   DFND 8 37,400 0 0
Omega Healthcare Investors Inc COM 681936100 6,846 232,131 SH   DFND 10 232,131 0 0
Omnicom Group Inc COM 681919106 10 160 SH   DFND   160 0 0
Omnicom Group Inc COM 681919106 14 215 SH   DFND 7 215 0 0
Omnicom Group Inc COM 681919106 6,946 110,100 SH   DFND 8 108,800 0 1,300
OneMain Holdings Inc COM 68268W103 756 25,600 SH   DFND 8 16,300 0 9,300
ONEOK Inc COM 682680103 18 347 SH   DFND   347 0 0
ONEOK Inc COM 682680103 642 12,530 SH   DFND 7 12,530 0 0
ONEOK Inc COM 682680103 789 15,400 SH   DFND 8 14,100 0 1,300
OneSpan Inc COM 68287N100 489 56,803 SH   DFND 8 56,803 0 0
OneSpaWorld Holdings Ltd COM P73684113 11,747 1,398,490 SH   DFND 8 1,398,490 0 0
ON Semiconductor Corp COM 682189105 21 337 SH   DFND   337 0 0
ON Semiconductor Corp COM 682189105 28 452 SH   DFND 7 452 0 0
ON Semiconductor Corp COM 682189105 107,235 1,720,434 SH   DFND 8 1,713,393 0 7,041
ON Semiconductor Corp NOTE 5/0 682189AS4 5,260 3,850,000 PRN   DFND 7 3,222,000 0 628,000
Open Text Corp COM 683715106 5 201 SH   DFND   201 0 0
Open Text Corp COM 683715106 7 274 SH   DFND 7 274 0 0
Open Text Corp COM 683715106 2,694 101,900 SH   DFND 8 101,900 0 0
OPKO Health Inc COM 68375N103 495 261,925 SH   DFND 8 261,925 0 0
Oracle Corp COM 68389X105 2,131 34,900 SH   DFND 11 34,900 0 0
Oracle Corp COM 68389X105 22,914 375,204 SH   DFND 7 284,726 0 90,478
Oracle Corp COM 68389X105 94,837 1,552,923 SH   DFND 8 1,498,777 0 54,146
OraSure Technologies Inc COM 68554V108 619 163,375 SH   DFND 8 163,375 0 0
O'Reilly Automotive Inc COM 67103H107 36 51 SH   DFND   51 0 0
O'Reilly Automotive Inc COM 67103H107 1,139 1,620 SH   DFND 11 1,620 0 0
O'Reilly Automotive Inc COM 67103H107 413 587 SH   DFND 7 587 0 0
O'Reilly Automotive Inc COM 67103H107 36,265 51,561 SH   DFND 8 50,676 0 885
Origin Materials Inc COM 68622D106 1,917 371,572 SH   DFND 8 371,572 0 0
Orthofix Medical Inc COM 68752M108 67 3,500 SH   DFND 11 2,600 0 900
Orthofix Medical Inc COM 68752M108 630 32,943 SH   DFND 8 32,943 0 0
OSI Systems Inc COM 671044105 245 3,400 SH   DFND 11 2,900 0 500
OSI Systems Inc COM 671044105 195 2,700 SH   DFND 8 0 0 2,700
Otis Worldwide Corp COM 68902V107 21 328 SH   DFND   328 0 0
Otis Worldwide Corp COM 68902V107 6,952 108,958 SH   DFND 7 95,933 0 13,025
Otis Worldwide Corp COM 68902V107 2,705 42,400 SH   DFND 8 42,400 0 0
Outfront Media Inc COM 69007J106 286 18,800 SH   DFND 11 16,300 0 2,500
Outfront Media Inc COM 69007J106 1,925 126,700 SH   DFND 8 105,600 0 21,100
Owens Corning COM 690742101 6 75 SH   DFND   75 0 0
Owens Corning COM 690742101 825 10,500 SH   DFND 11 9,000 0 1,500
Owens Corning COM 690742101 8 101 SH   DFND 7 101 0 0
Owens Corning COM 690742101 26,122 332,300 SH   DFND 8 308,600 0 23,700
Owens & Minor Inc COM 690732102 280 11,600 SH   DFND 11 9,400 0 2,200
Owens & Minor Inc COM 690732102 6,235 258,728 SH   DFND 8 235,928 0 22,800
Oxford Industries Inc COM 691497309 233 2,600 SH   DFND 11 2,100 0 500
Oxford Industries Inc COM 691497309 810 9,025 SH   DFND 8 7,025 0 2,000
PACCAR Inc COM 693718108 23 270 SH   DFND   270 0 0
PACCAR Inc COM 693718108 1,617 19,318 SH   DFND 11 19,318 0 0
PACCAR Inc COM 693718108 192 2,300 SH   DFND 7 2,300 0 0
PACCAR Inc COM 693718108 35,399 422,975 SH   DFND 8 419,471 0 3,504
Packaging Corp of America COM 695156109 8 73 SH   DFND   73 0 0
Packaging Corp of America COM 695156109 208 1,854 SH   DFND 7 1,854 0 0
Packaging Corp of America COM 695156109 1,931 17,200 SH   DFND 8 17,200 0 0
Pagseguro Digital Ltd COM CL A G68707101 12,193 921,641 SH   DFND 7 893,026 0 28,615
Pagseguro Digital Ltd COM CL A G68707101 3,330 251,681 SH   DFND 8 251,681 0 0
Palantir Technologies Inc CL A 69608A108 10 1,284 SH   DFND   1,284 0 0
Palantir Technologies Inc CL A 69608A108 100 12,264 SH   DFND 7 12,264 0 0
Palo Alto Networks Inc COM 697435105 41 253 SH   DFND   253 0 0
Palo Alto Networks Inc COM 697435105 34,261 209,174 SH   DFND 7 154,184 0 54,990
Palo Alto Networks Inc COM 697435105 74,654 455,791 SH   DFND 8 453,025 0 2,766
Palo Alto Networks Inc NOTE 0.750% 7/0 697435AD7 4,639 2,476,000 PRN   DFND 7 2,068,000 0 408,000
Palomar Holdings Inc COM 69753M105 15,664 187,100 SH   DFND 8 187,100 0 0
Paramount Global CLASS B COM 92556H206 9 472 SH   DFND   472 0 0
Paramount Global CLASS B COM 92556H206 185 9,715 SH   DFND 7 9,715 0 0
Parker-Hannifin Corp COM 701094104 24 100 SH   DFND   100 0 0
Parker-Hannifin Corp COM 701094104 32 130 SH   DFND 7 130 0 0
Parker-Hannifin Corp COM 701094104 14,452 59,643 SH   DFND 8 59,643 0 0
Patterson Cos Inc COM 703395103 351 14,600 SH   DFND 11 11,900 0 2,700
Patterson Cos Inc COM 703395103 11,490 478,331 SH   DFND 8 451,531 0 26,800
Paychex Inc COM 704326107 28 252 SH   DFND   252 0 0
Paychex Inc COM 704326107 1,413 12,591 SH   DFND 11 12,591 0 0
Paychex Inc COM 704326107 212 1,891 SH   DFND 7 1,891 0 0
Paychex Inc COM 704326107 24,834 221,318 SH   DFND 8 217,290 0 4,028
Paylocity Holding Corp COM 70438V106 580 2,400 SH   DFND 11 2,100 0 300
Paylocity Holding Corp COM 70438V106 58,310 241,368 SH   DFND 8 236,984 0 4,384
PayPal Holdings Inc COM 70450Y103 74 854 SH   DFND   854 0 0
PayPal Holdings Inc COM 70450Y103 21,668 251,749 SH   DFND 7 192,443 0 59,306
PayPal Holdings Inc COM 70450Y103 53,026 616,082 SH   DFND 8 606,886 0 9,196
PBF Energy Inc CL A 69318G106 327 9,300 SH   DFND 11 8,200 0 1,100
PBF Energy Inc CL A 69318G106 1,435 40,800 SH   DFND 8 25,800 0 15,000
PC Connection Inc COM 69318J100 212 4,700 SH   DFND 11 3,900 0 800
PC Connection Inc COM 69318J100 1,318 29,241 SH   DFND 8 24,841 0 4,400
PDC Energy Inc COM 69327R101 1,358 23,500 SH   DFND 8 23,500 0 0
Pebblebrook Hotel Trust NOTE 1.750%12/1 70509VAA8 4,060 4,700,000 PRN   DFND 7 3,980,000 0 720,000
Pediatrix Medical Group Inc COM 58502B106 172 10,400 SH   DFND 11 10,400 0 0
Pediatrix Medical Group Inc COM 58502B106 865 52,400 SH   DFND 8 38,400 0 14,000
Pegasystems Inc COM 705573103 328 10,200 SH   DFND 11 8,800 0 1,400
Pegasystems Inc COM 705573103 2,565 79,800 SH   DFND 8 69,200 0 10,600
Pembina Pipeline Corp COM 706327103 12 409 SH   DFND   409 0 0
Pembina Pipeline Corp COM 706327103 3,113 102,516 SH   DFND 7 87,122 0 15,394
PennyMac Mortgage Investment Trust NOTE 5.500% 3/1 70932AAF0 870 1,000,000 PRN   DFND 11 1,000,000 0 0
Penske Automotive Group Inc COM 70959W103 1,201 12,200 SH   DFND 8 12,200 0 0
Pentair PLC SHS G7S00T104 5 128 SH   DFND   128 0 0
Pentair PLC SHS G7S00T104 1,796 44,200 SH   DFND 11 40,500 0 3,700
Pentair PLC SHS G7S00T104 7 167 SH   DFND 7 167 0 0
Pentair PLC SHS G7S00T104 19,316 475,400 SH   DFND 8 434,300 0 41,100
Penumbra Inc COM 70975L107 14,276 75,293 SH   DFND 8 75,293 0 0
PepsiCo Inc COM 713448108 175 1,073 SH   DFND   1,073 0 0
PepsiCo Inc COM 713448108 5,173 31,683 SH   DFND 11 31,683 0 0
PepsiCo Inc COM 713448108 28,185 172,641 SH   DFND 7 36,724 0 135,917
PepsiCo Inc COM 713448108 84,517 517,684 SH   DFND 8 504,374 0 13,310
PerkinElmer Inc COM 714046109 12 98 SH   DFND   98 0 0
PerkinElmer Inc COM 714046109 69 572 SH   DFND 7 572 0 0
PerkinElmer Inc COM 714046109 842 7,000 SH   DFND 8 7,000 0 0
Permian Resources Corp CLASS A COM 71424F105 256 37,600 SH   DFND 11 30,900 0 6,700
Permian Resources Corp CLASS A COM 71424F105 297 43,700 SH   DFND 8 0 0 43,700
Perrigo Co PLC SHS G97822103 510 14,300 SH   DFND 11 14,300 0 0
Perrigo Co PLC SHS G97822103 4,758 133,425 SH   DFND 8 127,525 0 5,900
Petroleo Brasileiro SA SPONSORED ADR 71654V408 926 75,000 SH   DFND 7 0 0 75,000
Pfizer Inc COM 717081103 191 4,354 SH   DFND   4,354 0 0
Pfizer Inc COM 717081103 486 11,100 SH   DFND 11 11,100 0 0
Pfizer Inc COM 717081103 11,134 254,427 SH   DFND 7 38,755 0 215,672
Pfizer Inc COM 717081103 63,196 1,444,159 SH   DFND 8 1,441,459 0 2,700
PG&E Corp COM 69331C108 14 1,157 SH   DFND   1,157 0 0
PG&E Corp COM 69331C108 132 10,527 SH   DFND 7 10,527 0 0
Phillips 66 COM 718546104 30 373 SH   DFND   373 0 0
Phillips 66 COM 718546104 1,575 19,515 SH   DFND 7 19,515 0 0
Phillips 66 COM 718546104 17,524 217,100 SH   DFND 8 216,000 0 1,100
Phreesia Inc COM 71944F106 6,524 256,028 SH   DFND 8 256,028 0 0
Physicians Realty Trust COM 71943U104 20,352 1,353,193 SH   DFND 10 1,353,193 0 0
Piedmont Office Realty Trust Inc COM CL A 720190206 214 20,300 SH   DFND 11 16,500 0 3,800
Piedmont Office Realty Trust Inc COM CL A 720190206 1,875 177,525 SH   DFND 8 158,325 0 19,200
Pilgrim's Pride Corp COM 72147K108 203 8,800 SH   DFND 11 8,000 0 800
Pilgrim's Pride Corp COM 72147K108 329 14,300 SH   DFND 8 1,500 0 12,800
Pinduoduo Inc SPONSORED ADS 722304102 121 1,933 SH   DFND   1,933 0 0
Pinduoduo Inc SPONSORED ADS 722304102 275 4,387 SH   DFND 7 0 0 4,387
Pinduoduo Inc SPONSORED ADS 722304102 17,131 273,753 SH   DFND 8 273,753 0 0
Pinnacle Financial Partners Inc COM 72346Q104 203 2,500 SH   DFND 11 2,200 0 300
Pinnacle Financial Partners Inc COM 72346Q104 912 11,250 SH   DFND 8 10,150 0 1,100
Pinnacle West Capital Corp COM 723484101 374 5,800 SH   DFND 11 4,800 0 1,000
Pinnacle West Capital Corp COM 723484101 4,671 72,400 SH   DFND 8 61,400 0 11,000
Pinterest Inc CL A 72352L106 10 446 SH   DFND   446 0 0
Pinterest Inc CL A 72352L106 277 11,909 SH   DFND 7 11,909 0 0
Pinterest Inc CL A 72352L106 275 11,800 SH   DFND 8 11,800 0 0
Pioneer Natural Resources Co COM 723787107 39 178 SH   DFND   178 0 0
Pioneer Natural Resources Co COM 723787107 2,091 9,656 SH   DFND 7 7,265 0 2,391
Pioneer Natural Resources Co COM 723787107 9,441 43,600 SH   DFND 8 43,600 0 0
Pioneer Natural Resources Co NOTE 0.250% 5/1 723787AP2 5,592 2,578,000 PRN   DFND 7 1,022,000 0 1,556,000
Planet Fitness Inc CL A 72703H101 6,226 107,986 SH   DFND 7 103,724 0 4,262
Planet Fitness Inc CL A 72703H101 42,600 738,822 SH   DFND 8 738,822 0 0
Playa Hotels & Resorts NV SHS N70544106 137 23,500 SH   DFND 11 18,600 0 4,900
Playa Hotels & Resorts NV SHS N70544106 1,635 280,900 SH   DFND 8 259,000 0 21,900
Plexus Corp COM 729132100 377 4,300 SH   DFND 11 3,400 0 900
Plexus Corp COM 729132100 2,881 32,900 SH   DFND 8 28,600 0 4,300
Pliant Therapeutics Inc COM 729139105 6,234 298,398 SH   DFND 8 298,398 0 0
PNC Financial Services Group Inc/The COM 693475105 48 321 SH   DFND   321 0 0
PNC Financial Services Group Inc/The COM 693475105 672 4,500 SH   DFND 11 4,500 0 0
PNC Financial Services Group Inc/The COM 693475105 624 4,174 SH   DFND 7 2,985 0 1,189
PNC Financial Services Group Inc/The COM 693475105 24,131 161,500 SH   DFND 8 157,600 0 3,900
Pool Corp COM 73278L105 10 31 SH   DFND   31 0 0
Pool Corp COM 73278L105 318 1,000 SH   DFND 11 1,000 0 0
Pool Corp COM 73278L105 16,347 51,371 SH   DFND 7 51,371 0 0
Pool Corp COM 73278L105 1,209 3,800 SH   DFND 8 3,700 0 100
Popular Inc COM NEW 733174700 267 3,700 SH   DFND 11 3,300 0 400
Popular Inc COM NEW 733174700 14,695 203,925 SH   DFND 8 179,025 0 24,900
Portland General Electric Co COM NEW 736508847 335 7,700 SH   DFND 11 6,500 0 1,200
Portland General Electric Co COM NEW 736508847 0 1 SH   DFND 7 1 0 0
Portland General Electric Co COM NEW 736508847 274 6,300 SH   DFND 8 2,500 0 3,800
PotlatchDeltic Corp COM 737630103 308 7,500 SH   DFND 11 6,300 0 1,200
PotlatchDeltic Corp COM 737630103 2,265 55,200 SH   DFND 8 46,400 0 8,800
Power Integrations Inc COM 739276103 534 8,300 SH   DFND 8 8,300 0 0
PPG Industries Inc COM 693506107 20 183 SH   DFND   183 0 0
PPG Industries Inc COM 693506107 208 1,879 SH   DFND 7 710 0 1,169
PPG Industries Inc COM 693506107 863 7,800 SH   DFND 8 7,800 0 0
Precigen Inc COM 74017N105 874 412,200 SH   DFND 8 412,200 0 0
Premier Inc CL A 74051N102 879 25,898 SH   DFND 8 17,298 0 8,600
PriceSmart Inc COM 741511109 259 4,500 SH   DFND 11 3,800 0 700
PriceSmart Inc COM 741511109 1,152 20,000 SH   DFND 8 15,200 0 4,800
Principal Financial Group Inc COM 74251V102 14 196 SH   DFND   196 0 0
Principal Financial Group Inc COM 74251V102 90 1,252 SH   DFND 7 1,252 0 0
Principal Financial Group Inc COM 74251V102 25,058 347,300 SH   DFND 8 321,000 0 26,300
Procter & Gamble Co/The COM 742718109 235 1,862 SH   DFND   1,862 0 0
Procter & Gamble Co/The COM 742718109 4,394 34,800 SH   DFND 11 34,800 0 0
Procter & Gamble Co/The COM 742718109 9,173 72,660 SH   DFND 7 33,956 0 38,704
Procter & Gamble Co/The COM 742718109 120,342 953,200 SH   DFND 8 913,361 0 39,839
PROG Holdings Inc COM NPV 74319R101 132 8,800 SH   DFND 11 7,700 0 1,100
PROG Holdings Inc COM NPV 74319R101 141 9,400 SH   DFND 8 0 0 9,400
Progressive Corp/The COM 743315103 53 454 SH   DFND   454 0 0
Progressive Corp/The COM 743315103 292 2,509 SH   DFND 7 2,509 0 0
Progressive Corp/The COM 743315103 56,972 490,248 SH   DFND 8 490,248 0 0
Progress Software Corp COM 743312100 247 5,800 SH   DFND 11 5,800 0 0
Progress Software Corp COM 743312100 302 7,100 SH   DFND 8 0 0 7,100
Progyny Inc COM 74340E103 63 1,700 SH   DFND 11 1,700 0 0
Progyny Inc COM 74340E103 278 7,500 SH   DFND 8 0 0 7,500
Prologis Inc COM 74340W103 78,832 775,902 SH   DFND 10 775,902 0 0
Prologis Inc COM 74340W103 1,453 14,300 SH   DFND 11 14,300 0 0
Prologis Inc COM 74340W103 42,454 417,857 SH   DFND 7 300,244 0 117,613
Prologis Inc COM 74340W103 70,305 691,975 SH   DFND 8 691,975 0 0
ProPetro Holding Corp COM 74347M108 39 4,900 SH   DFND 11 2,000 0 2,900
ProPetro Holding Corp COM 74347M108 86 10,700 SH   DFND 8 0 0 10,700
Prosperity Bancshares Inc COM 743606105 100 1,500 SH   DFND 11 1,300 0 200
Prosperity Bancshares Inc COM 743606105 1,800 27,000 SH   DFND 8 25,300 0 1,700
Protagonist Therapeutics Inc COM 74366E102 908 107,700 SH   DFND 8 107,700 0 0
Prothena Corp PLC SHS G72800108 3,166 52,225 SH   DFND 8 52,225 0 0
Prudential Financial Inc COM 744320102 25 291 SH   DFND   291 0 0
Prudential Financial Inc COM 744320102 412 4,800 SH   DFND 11 4,800 0 0
Prudential Financial Inc COM 744320102 4,056 47,287 SH   DFND 7 1,343 0 45,944
Prudential Financial Inc COM 744320102 5,953 69,400 SH   DFND 8 63,400 0 6,000
Public Service Enterprise Group Inc COM 744573106 22 387 SH   DFND   387 0 0
Public Service Enterprise Group Inc COM 744573106 1,454 25,860 SH   DFND 7 25,860 0 0
Public Service Enterprise Group Inc COM 744573106 73 1,300 SH   DFND 8 1,300 0 0
Public Storage COM 74460D109 1,054 3,600 SH   DFND 11 3,600 0 0
Public Storage COM 74460D109 850 2,902 SH   DFND 7 1,791 0 1,111
Public Storage COM 74460D109 11,888 40,600 SH   DFND 8 40,600 0 0
PulteGroup Inc COM 745867101 7 184 SH   DFND   184 0 0
PulteGroup Inc COM 745867101 10 256 SH   DFND 7 256 0 0
PulteGroup Inc COM 745867101 5,408 144,200 SH   DFND 8 144,200 0 0
Pure Storage Inc CL A 74624M102 22 800 SH   DFND 11 800 0 0
Pure Storage Inc CL A 74624M102 2,006 73,300 SH   DFND 8 41,900 0 31,400
Q2 Holdings Inc COM 74736L109 7,066 219,448 SH   DFND 7 219,448 0 0
Q2 Holdings Inc COM 74736L109 18,618 578,198 SH   DFND 8 573,436 0 4,762
QIAGEN NV SHS NEW N72482123 956 23,167 SH   DFND 7 23,167 0 0
QIAGEN NV SHS NEW N72482123 1,204 29,170 SH   DFND 8 29,170 0 0
QUALCOMM Inc COM 747525103 98 869 SH   DFND   869 0 0
QUALCOMM Inc COM 747525103 11,361 100,561 SH   DFND 7 53,385 0 47,176
QUALCOMM Inc COM 747525103 282,605 2,501,369 SH   DFND 8 2,472,807 0 28,562
Qualys Inc COM 74758T303 627 4,500 SH   DFND 11 3,900 0 600
Qualys Inc COM 74758T303 13,593 97,521 SH   DFND 7 93,903 0 3,618
Qualys Inc COM 74758T303 7,705 55,275 SH   DFND 8 46,175 0 9,100
Quanex Building Products Corp COM 747619104 111 6,100 SH   DFND 11 4,800 0 1,300
Quanex Building Products Corp COM 747619104 123 6,800 SH   DFND 8 0 0 6,800
Quanta Services Inc COM 74762E102 14 112 SH   DFND   112 0 0
Quanta Services Inc COM 74762E102 548 4,300 SH   DFND 11 4,300 0 0
Quanta Services Inc COM 74762E102 76 599 SH   DFND 7 599 0 0
Quanta Services Inc COM 74762E102 3,567 28,000 SH   DFND 8 21,800 0 6,200
Quest Diagnostics Inc COM 74834L100 11 91 SH   DFND   91 0 0
Quest Diagnostics Inc COM 74834L100 235 1,913 SH   DFND 7 1,913 0 0
Quest Diagnostics Inc COM 74834L100 36,197 295,031 SH   DFND 8 294,531 0 500
Ralph Lauren Corp CL A 751212101 331 3,900 SH   DFND 11 3,700 0 200
Rambus Inc COM 750917106 2,598 102,200 SH   DFND 8 85,000 0 17,200
Rapid7 Inc COM 753422104 14,506 338,127 SH   DFND 8 338,127 0 0
Rapid7 Inc NOTE 0.250% 3/1 753422AF1 2,963 3,900,000 PRN   DFND 7 3,300,000 0 600,000
Raymond James Financial Inc COM 754730109 15 151 SH   DFND   151 0 0
Raymond James Financial Inc COM 754730109 672 6,800 SH   DFND 11 6,800 0 0
Raymond James Financial Inc COM 754730109 110 1,109 SH   DFND 7 1,109 0 0
Raymond James Financial Inc COM 754730109 6,166 62,400 SH   DFND 8 61,600 0 800
Raytheon Technologies Corp COM 75513E101 94 1,154 SH   DFND   1,154 0 0
Raytheon Technologies Corp COM 75513E101 115 1,400 SH   DFND 11 1,400 0 0
Raytheon Technologies Corp COM 75513E101 65 791 SH   DFND 7 0 0 791
Realty Income Corp COM 756109104 23,451 402,935 SH   DFND 10 402,935 0 0
Realty Income Corp COM 756109104 451 7,752 SH   DFND 7 3,443 0 4,309
Reata Pharmaceuticals Inc CL A 75615P103 156 6,200 SH   DFND 11 5,300 0 900
Reata Pharmaceuticals Inc CL A 75615P103 161 6,400 SH   DFND 8 0 0 6,400
Regal Rexnord Corp COM 758750103 1,081 7,700 SH   DFND 11 6,200 0 1,500
Regal Rexnord Corp COM 758750103 7,264 51,750 SH   DFND 8 44,250 0 7,500
Regeneron Pharmaceuticals Inc COM 75886F107 58 84 SH   DFND   84 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 1,125 1,633 SH   DFND 11 1,633 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 555 805 SH   DFND 7 805 0 0
Regeneron Pharmaceuticals Inc COM 75886F107 85,230 123,725 SH   DFND 8 122,871 0 854
Regions Financial Corp COM 7591EP100 15 725 SH   DFND   725 0 0
Regions Financial Corp COM 7591EP100 397 19,800 SH   DFND 11 19,800 0 0
Regions Financial Corp COM 7591EP100 240 11,958 SH   DFND 7 11,958 0 0
Regions Financial Corp COM 7591EP100 21,152 1,053,900 SH   DFND 8 1,053,900 0 0
Reinsurance Group of America Inc COM NEW 759351604 1,069 8,500 SH   DFND 8 8,500 0 0
Reliance Steel & Aluminum Co COM 759509102 785 4,500 SH   DFND 11 4,200 0 300
Reliance Steel & Aluminum Co COM 759509102 6,401 36,700 SH   DFND 8 30,200 0 6,500
Repligen Corp COM 759916109 262 1,400 SH   DFND 11 1,100 0 300
Repligen Corp COM 759916109 2,769 14,800 SH   DFND 8 13,300 0 1,500
Republic Services Inc COM 760759100 62 457 SH   DFND   457 0 0
Republic Services Inc COM 760759100 150 1,100 SH   DFND 11 1,100 0 0
Republic Services Inc COM 760759100 6,429 47,256 SH   DFND 7 47,256 0 0
Republic Services Inc COM 760759100 65,516 481,591 SH   DFND 8 480,591 0 1,000
Resideo Technologies Inc COM 76118Y104 400 21,000 SH   DFND 11 18,100 0 2,900
Resideo Technologies Inc COM 76118Y104 2,551 133,850 SH   DFND 8 90,650 0 43,200
ResMed Inc COM 761152107 25 114 SH   DFND   114 0 0
ResMed Inc COM 761152107 982 4,500 SH   DFND 11 4,500 0 0
ResMed Inc COM 761152107 397 1,818 SH   DFND 7 1,818 0 0
ResMed Inc COM 761152107 14,900 68,253 SH   DFND 8 67,600 0 653
Resources Connection Inc COM 76122Q105 112 6,200 SH   DFND 11 5,300 0 900
Resources Connection Inc COM 76122Q105 206 11,400 SH   DFND 8 4,900 0 6,500
Restaurant Brands International Inc COM 76131D103 12 218 SH   DFND   218 0 0
Restaurant Brands International Inc COM 76131D103 269 5,060 SH   DFND 7 305 0 4,755
Restaurant Brands International Inc COM 76131D103 271 5,100 SH   DFND 8 3,900 0 1,200
REX American Resources Corp COM 761624105 17 600 SH   DFND 11 600 0 0
REX American Resources Corp COM 761624105 559 20,025 SH   DFND 8 20,025 0 0
Rimini Street Inc COM 76674Q107 20 4,200 SH   DFND 11 0 0 4,200
Rimini Street Inc COM 76674Q107 432 92,750 SH   DFND 8 92,750 0 0
Ritchie Bros Auctioneers Inc COM 767744105 5 82 SH   DFND   82 0 0
Ritchie Bros Auctioneers Inc COM 767744105 7 115 SH   DFND 7 115 0 0
Ritchie Bros Auctioneers Inc COM 767744105 3,005 48,100 SH   DFND 8 48,100 0 0
RMR Group Inc/The CL A 74967R106 69 2,900 SH   DFND 11 2,900 0 0
RMR Group Inc/The CL A 74967R106 833 35,178 SH   DFND 8 35,178 0 0
Robert Half International Inc COM 770323103 7 86 SH   DFND   86 0 0
Robert Half International Inc COM 770323103 9 112 SH   DFND 7 112 0 0
Robert Half International Inc COM 770323103 10,878 142,200 SH   DFND 8 129,800 0 12,400
ROBLOX Corp CL A 771049103 10 273 SH   DFND   273 0 0
ROBLOX Corp CL A 771049103 13 366 SH   DFND 7 366 0 0
ROBLOX Corp CL A 771049103 1,234 34,422 SH   DFND 8 34,422 0 0
Rockwell Automation Inc COM 773903109 19 90 SH   DFND   90 0 0
Rockwell Automation Inc COM 773903109 731 3,400 SH   DFND 11 3,400 0 0
Rockwell Automation Inc COM 773903109 3,535 16,435 SH   DFND 7 8,091 0 8,344
Rockwell Automation Inc COM 773903109 8,755 40,700 SH   DFND 8 39,800 0 900
Rogers Communications Inc CL B 775109200 10 264 SH   DFND   264 0 0
Rogers Communications Inc CL B 775109200 667 17,300 SH   DFND 11 17,300 0 0
Rogers Communications Inc CL B 775109200 11,276 292,578 SH   DFND 7 107,492 0 185,086
Rogers Communications Inc CL B 775109200 4,581 118,861 SH   DFND 8 118,461 0 400
Rollins Inc COM 775711104 6 172 SH   DFND   172 0 0
Rollins Inc COM 775711104 10 288 SH   DFND 7 288 0 0
Rollins Inc COM 775711104 4,521 130,350 SH   DFND 8 130,350 0 0
Roper Technologies Inc COM 776696106 29 82 SH   DFND   82 0 0
Roper Technologies Inc COM 776696106 719 2,000 SH   DFND 11 2,000 0 0
Roper Technologies Inc COM 776696106 6,346 17,645 SH   DFND 7 4,201 0 13,444
Roper Technologies Inc COM 776696106 70,169 195,109 SH   DFND 8 194,009 0 1,100
Royal Bank of Canada COM 780087102 95 1,055 SH   DFND   1,055 0 0
Royal Bank of Canada COM 780087102 3,043 33,800 SH   DFND 11 33,800 0 0
Royal Bank of Canada COM 780087102 2,833 31,468 SH   DFND 7 30,651 0 817
Royal Bank of Canada COM 780087102 25,490 283,100 SH   DFND 8 265,300 0 17,800
Royal Caribbean Cruises Ltd COM V7780T103 7 178 SH   DFND   178 0 0
Royal Caribbean Cruises Ltd COM V7780T103 9 232 SH   DFND 7 232 0 0
Royal Caribbean Cruises Ltd COM V7780T103 13,704 361,580 SH   DFND 8 361,580 0 0
Royal Gold Inc COM 780287108 2,770 29,522 SH   DFND 7 29,522 0 0
RPM International Inc COM 749685103 8 100 SH   DFND   100 0 0
RPM International Inc COM 749685103 11 135 SH   DFND 7 135 0 0
RPM International Inc COM 749685103 1,775 21,300 SH   DFND 8 21,300 0 0
Rush Enterprises Inc CL A 781846209 482 11,000 SH   DFND 11 11,000 0 0
Rush Enterprises Inc CL A 781846209 500 11,400 SH   DFND 8 2,100 0 9,300
Ruth's Hospitality Group Inc COM 783332109 113 6,700 SH   DFND 11 5,400 0 1,300
Ruth's Hospitality Group Inc COM 783332109 160 9,500 SH   DFND 8 3,200 0 6,300
Ryder System Inc COM 783549108 483 6,400 SH   DFND 8 0 0 6,400
Ryerson Holding Corp COM 783754104 152 5,900 SH   DFND 11 4,600 0 1,300
Ryerson Holding Corp COM 783754104 131 5,100 SH   DFND 8 0 0 5,100
Sabra Health Care REIT Inc COM 78573L106 303 23,100 SH   DFND 11 19,600 0 3,500
Sabra Health Care REIT Inc COM 78573L106 1,973 150,375 SH   DFND 8 126,575 0 23,800
Saia Inc COM 78709Y105 646 3,400 SH   DFND 11 2,900 0 500
Saia Inc COM 78709Y105 5,752 30,275 SH   DFND 8 24,275 0 6,000
Salesforce Inc COM 79466L302 111 771 SH   DFND   771 0 0
Salesforce Inc COM 79466L302 35,538 247,065 SH   DFND 7 175,669 0 71,396
Salesforce Inc COM 79466L302 119,560 831,204 SH   DFND 8 823,251 0 7,953
Sangamo Therapeutics Inc COM 800677106 130 26,500 SH   DFND 11 22,700 0 3,800
Sangamo Therapeutics Inc COM 800677106 1,300 265,300 SH   DFND 8 237,600 0 27,700
Sanmina Corp COM 801056102 419 9,100 SH   DFND 11 7,900 0 1,200
Sanmina Corp COM 801056102 3,567 77,400 SH   DFND 8 68,800 0 8,600
Sarepta Therapeutics Inc COM 803607100 10,845 98,105 SH   DFND 8 98,105 0 0
Savara Inc COM 805111101 5,311 3,426,215 SH   DFND 8 3,426,215 0 0
SBA Communications Corp CL A 78410G104 392 1,378 SH   DFND 7 1,378 0 0
ScanSource Inc COM 806037107 137 5,200 SH   DFND 11 4,300 0 900
ScanSource Inc COM 806037107 1,114 42,175 SH   DFND 8 37,775 0 4,400
Schlumberger NV COM STK 806857108 41 1,097 SH   DFND   1,097 0 0
Schlumberger NV COM STK 806857108 13,371 358,946 SH   DFND 7 208,987 0 149,959
Schlumberger NV COM STK 806857108 2,567 68,900 SH   DFND 8 68,900 0 0
Schneider National Inc CL B 80689H102 449 22,100 SH   DFND 11 19,100 0 3,000
Schneider National Inc CL B 80689H102 2,358 116,175 SH   DFND 8 95,275 0 20,900
Science Applications International Corp COM 808625107 720 8,137 SH   DFND 7 0 0 8,137
Seagate Technology Holdings PLC ORD SHS G7997R103 8 158 SH   DFND   158 0 0
Seagate Technology Holdings PLC ORD SHS G7997R103 210 3,943 SH   DFND 7 3,943 0 0
Seagen Inc COM 81181C104 15 107 SH   DFND   107 0 0
Seagen Inc COM 81181C104 19 141 SH   DFND 7 141 0 0
Seagen Inc COM 81181C104 14,631 106,925 SH   DFND 8 106,925 0 0
Sealed Air Corp COM 81211K100 5 113 SH   DFND   113 0 0
Sealed Air Corp COM 81211K100 7 150 SH   DFND 7 150 0 0
Sealed Air Corp COM 81211K100 7,095 159,400 SH   DFND 8 159,400 0 0
Sea Ltd NOTE 2.375%12/0 81141RAF7 6,516 6,628,000 PRN   DFND 7 5,534,000 0 1,094,000
Sea Ltd SPONSORD ADS 81141R100 966 17,230 SH   DFND 7 4,772 0 12,458
Sea Ltd SPONSORD ADS 81141R100 1,388 24,771 SH   DFND 8 24,771 0 0
SecureWorks Corp CL A 81374A105 102 12,700 SH   DFND 11 10,000 0 2,700
SecureWorks Corp CL A 81374A105 305 37,860 SH   DFND 8 26,760 0 11,100
SEI Investments Co COM 784117103 4 91 SH   DFND   91 0 0
SEI Investments Co COM 784117103 6 120 SH   DFND 7 120 0 0
SEI Investments Co COM 784117103 4,179 85,200 SH   DFND 8 85,200 0 0
Sempra Energy COM 816851109 37 244 SH   DFND   244 0 0
Sempra Energy COM 816851109 4,498 30,000 SH   DFND 10 30,000 0 0
Sempra Energy COM 816851109 1,679 11,200 SH   DFND 11 11,200 0 0
Sempra Energy COM 816851109 3,716 24,780 SH   DFND 7 23,089 0 1,691
Sempra Energy COM 816851109 15,279 101,900 SH   DFND 8 100,300 0 1,600
Service Corp International/US COM 817565104 2,056 35,611 SH   DFND 7 35,611 0 0
Service Corp International/US COM 817565104 37,582 650,881 SH   DFND 8 650,881 0 0
ServiceNow Inc COM 81762P102 59 156 SH   DFND   156 0 0
ServiceNow Inc COM 81762P102 6,831 18,090 SH   DFND 7 9,419 0 8,671
ServiceNow Inc COM 81762P102 126,499 334,999 SH   DFND 8 326,227 0 8,772
ServisFirst Bancshares Inc COM 81768T108 448 5,600 SH   DFND 8 0 0 5,600
Shaw Communications Inc CL B CONV 82028K200 9 355 SH   DFND   355 0 0
Shaw Communications Inc CL B CONV 82028K200 275 11,300 SH   DFND 7 457 0 10,843
Sherwin-Williams Co/The COM 824348106 39 192 SH   DFND   192 0 0
Sherwin-Williams Co/The COM 824348106 1,884 9,200 SH   DFND 11 9,200 0 0
Sherwin-Williams Co/The COM 824348106 22,846 111,582 SH   DFND 7 92,946 0 18,636
Sherwin-Williams Co/The COM 824348106 31,551 154,096 SH   DFND 8 150,096 0 4,000
Shift4 Payments Inc CL A 82452J109 10,312 231,158 SH   DFND 7 231,158 0 0
Shift4 Payments Inc NOTE 12/1 82452JAB5 3,608 4,100,000 PRN   DFND 7 3,470,000 0 630,000
Shinhan Financial Group Co Ltd SPN ADR RESTRD 824596100 361 15,706 SH   DFND 7 0 0 15,706
Shockwave Medical Inc COM 82489T104 167 600 SH   DFND 11 500 0 100
Shockwave Medical Inc COM 82489T104 4,171 15,000 SH   DFND 8 8,700 0 6,300
Shopify Inc CL A 82509L107 23 850 SH   DFND   850 0 0
Shopify Inc CL A 82509L107 3,131 116,213 SH   DFND 7 21,561 0 94,652
Shopify Inc NOTE 0.125%11/0 82509LAA5 6,541 7,900,000 PRN   DFND 7 6,583,000 0 1,317,000
Signature Bank/New York NY COM 82669G104 7 49 SH   DFND   49 0 0
Signature Bank/New York NY COM 82669G104 181 1,200 SH   DFND 11 1,000 0 200
Signature Bank/New York NY COM 82669G104 2,208 14,624 SH   DFND 7 14,624 0 0
Signature Bank/New York NY COM 82669G104 257 1,700 SH   DFND 8 0 0 1,700
Signet Jewelers Ltd SHS G81276100 440 7,700 SH   DFND 11 6,400 0 1,300
Signet Jewelers Ltd SHS G81276100 2,880 50,350 SH   DFND 8 43,150 0 7,200
Silence Therapeutics PLC ADS 82686Q101 6,439 641,666 SH   DFND 8 641,666 0 0
Silicon Laboratories Inc COM 826919102 44 353 SH   DFND   353 0 0
Silicon Laboratories Inc COM 826919102 4,115 33,336 SH   DFND 7 33,336 0 0
Silicon Laboratories Inc COM 826919102 137,662 1,115,210 SH   DFND 8 1,112,498 0 2,712
Silvergate Capital Corp CL A 82837P408 264 3,500 SH   DFND 11 2,900 0 600
Silvergate Capital Corp CL A 82837P408 1,386 18,400 SH   DFND 8 10,700 0 7,700
Simon Property Group Inc COM 828806109 17,780 198,103 SH   DFND 10 198,103 0 0
Simon Property Group Inc COM 828806109 30 332 SH   DFND 7 332 0 0
SiteOne Landscape Supply Inc COM 82982L103 646 6,200 SH   DFND 11 5,400 0 800
SiteOne Landscape Supply Inc COM 82982L103 5,519 53,000 SH   DFND 8 48,000 0 5,000
SJW Group COM 784305104 282 4,900 SH   DFND 11 4,000 0 900
SJW Group COM 784305104 265 4,600 SH   DFND 8 1,300 0 3,300
SK Telecom Co Ltd SPONSORED ADR 78440P306 271 14,070 SH   DFND 7 0 0 14,070
Skyline Champion Corp COM 830830105 222 4,200 SH   DFND 11 3,900 0 300
Skyline Champion Corp COM 830830105 634 12,000 SH   DFND 8 800 0 11,200
Skyworks Solutions Inc COM 83088M102 11 125 SH   DFND   125 0 0
Skyworks Solutions Inc COM 83088M102 192 2,256 SH   DFND 7 2,256 0 0
SM Energy Co COM 78454L100 429 11,400 SH   DFND 11 10,200 0 1,200
SM Energy Co COM 78454L100 2,454 65,250 SH   DFND 8 52,950 0 12,300
Snap Inc CL A 83304A106 8 858 SH   DFND   858 0 0
Snap Inc CL A 83304A106 11 1,149 SH   DFND 7 1,149 0 0
Snap Inc CL A 83304A106 523 53,289 SH   DFND 8 53,289 0 0
Snap Inc NOTE 0.250% 5/0 83304AAD8 2,496 2,700,000 PRN   DFND 7 2,200,000 0 500,000
Snap-on Inc COM 833034101 8 41 SH   DFND   41 0 0
Snap-on Inc COM 833034101 1,148 5,700 SH   DFND 11 5,700 0 0
Snap-on Inc COM 833034101 157 782 SH   DFND 7 782 0 0
Snap-on Inc COM 833034101 19,276 95,735 SH   DFND 8 94,300 0 1,435
Snowflake Inc CL A 833445109 29 173 SH   DFND   173 0 0
Snowflake Inc CL A 833445109 149 879 SH   DFND 7 215 0 664
Snowflake Inc CL A 833445109 7,602 44,728 SH   DFND 8 44,391 0 337
SoFi Technologies Inc COM 83406F102 4,002 820,000 SH   DFND 7 820,000 0 0
SolarEdge Technologies Inc COM 83417M104 10 43 SH   DFND   43 0 0
SolarEdge Technologies Inc COM 83417M104 35 151 SH   DFND 7 151 0 0
SolarEdge Technologies Inc COM 83417M104 2,014 8,700 SH   DFND 8 8,700 0 0
SolarEdge Technologies Inc NOTE 9/1 83417MAD6 8,256 7,555,000 PRN   DFND 7 5,960,000 0 1,595,000
Sorrento Therapeutics Inc COM NEW 83587F202 671 427,300 SH   DFND 8 427,300 0 0
Southern Co/The COM 842587107 56 824 SH   DFND   824 0 0
Southern Co/The COM 842587107 6,545 96,247 SH   DFND 7 20,510 0 75,737
Southern Co/The COM 842587107 5,331 78,400 SH   DFND 8 78,400 0 0
Southwest Airlines Co NOTE 1.250% 5/0 844741BG2 23,626 20,570,000 PRN   DFND 7 16,900,000 0 3,670,000
SpartanNash Co COM 847215100 180 6,200 SH   DFND 11 5,300 0 900
SpartanNash Co COM 847215100 1,997 68,800 SH   DFND 8 63,700 0 5,100
SPDR S&P 500 ETF Trust TR UNIT 78462F103 2,794 7,821 SH   DFND   7,821 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 13,438 37,622 SH   DFND 11 37,622 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 23,610 66,100 SH   DFND 8 66,100 0 0
SPDR S&P MidCap 400 ETF Trust UTSER1 S&PDCRP 78467Y107 2,170 5,402 SH   DFND 11 5,402 0 0
S&P Global Inc COM 78409V104 82 269 SH   DFND   269 0 0
S&P Global Inc COM 78409V104 2,473 8,100 SH   DFND 11 8,100 0 0
S&P Global Inc COM 78409V104 17,574 57,554 SH   DFND 7 40,878 0 16,676
S&P Global Inc COM 78409V104 44,801 146,720 SH   DFND 8 143,320 0 3,400
Splunk Inc COM 848637104 9 125 SH   DFND   125 0 0
Splunk Inc COM 848637104 1,481 19,696 SH   DFND 7 19,696 0 0
Splunk Inc COM 848637104 25,561 339,903 SH   DFND 8 337,427 0 2,476
Splunk Inc NOTE 0.500% 9/1 848637AC8 7,293 7,650,000 PRN   DFND 7 6,430,000 0 1,220,000
Splunk Inc NOTE 1.125% 6/1 848637AF1 3,747 4,730,000 PRN   DFND 7 4,016,000 0 714,000
Splunk Inc NOTE 1.125% 9/1 848637AD6 10,235 11,540,000 PRN   DFND 7 9,670,000 0 1,870,000
Sprinklr Inc CL A 85208T107 11,424 1,239,030 SH   DFND 8 1,239,030 0 0
Sprouts Farmers Market Inc COM 85208M102 364 13,100 SH   DFND 11 11,100 0 2,000
Sprouts Farmers Market Inc COM 85208M102 419 15,100 SH   DFND 8 0 0 15,100
Sprout Social Inc COM CL A 85209W109 4,796 79,034 SH   DFND 7 79,034 0 0
Sprout Social Inc COM CL A 85209W109 8,062 132,858 SH   DFND 8 129,657 0 3,201
SPS Commerce Inc COM 78463M107 621 5,000 SH   DFND 11 4,300 0 700
SPS Commerce Inc COM 78463M107 6,423 51,700 SH   DFND 8 40,200 0 11,500
SS&C Technologies Holdings Inc COM 78467J100 8 178 SH   DFND   178 0 0
SS&C Technologies Holdings Inc COM 78467J100 3,873 81,119 SH   DFND 7 77,903 0 3,216
SSR Mining Inc NOTE 2.500% 4/0 784730AB9 1,297 1,200,000 PRN   DFND 7 1,000,000 0 200,000
STAAR Surgical Co COM PAR $0.01 852312305 1,686 23,900 SH   DFND 8 18,400 0 5,500
STAG Industrial Inc COM 85254J102 333 11,700 SH   DFND 11 9,700 0 2,000
STAG Industrial Inc COM 85254J102 3,412 120,000 SH   DFND 7 120,000 0 0
STAG Industrial Inc COM 85254J102 2,215 77,925 SH   DFND 8 66,725 0 11,200
Standard Motor Products Inc COM 853666105 127 3,900 SH   DFND 11 3,900 0 0
Standard Motor Products Inc COM 853666105 574 17,674 SH   DFND 8 13,674 0 4,000
Starbucks Corp COM 855244109 75 890 SH   DFND   890 0 0
Starbucks Corp COM 855244109 5,460 64,802 SH   DFND 7 36,795 0 28,007
Starbucks Corp COM 855244109 46,730 554,593 SH   DFND 8 545,422 0 9,171
State Street Corp COM 857477103 17 285 SH   DFND   285 0 0
State Street Corp COM 857477103 2,064 33,940 SH   DFND 7 33,940 0 0
State Street Corp COM 857477103 24,661 405,540 SH   DFND 8 372,740 0 32,800
Steelcase Inc CL A 858155203 296 45,400 SH   DFND 8 45,400 0 0
Steel Dynamics Inc COM 858119100 10 146 SH   DFND   146 0 0
Steel Dynamics Inc COM 858119100 227 3,200 SH   DFND 11 2,800 0 400
Steel Dynamics Inc COM 858119100 14 200 SH   DFND 7 200 0 0
Steel Dynamics Inc COM 858119100 16,787 236,600 SH   DFND 8 216,300 0 20,300
Stellantis NV SHS N82405106 231,042 18,820,618 SH   DFND 7 14,357,690 0 4,462,928
Stellantis NV SHS N82405106 10,010 815,440 SH   DFND 8 808,039 0 7,401
STERIS PLC SHS USD G8473T100 13 78 SH   DFND   78 0 0
STERIS PLC SHS USD G8473T100 154 925 SH   DFND 7 925 0 0
STERIS PLC SHS USD G8473T100 3,242 19,500 SH   DFND 8 19,500 0 0
Steven Madden Ltd COM 556269108 211 7,900 SH   DFND 11 7,300 0 600
Steven Madden Ltd COM 556269108 320 12,000 SH   DFND 8 0 0 12,000
StoneCo Ltd COM CL A G85158106 4,198 440,467 SH   DFND 7 440,467 0 0
STORE Capital Corp COM 862121100 17,164 547,857 SH   DFND 10 547,857 0 0
Stryker Corp COM 863667101 53 264 SH   DFND   264 0 0
Stryker Corp COM 863667101 5,258 25,959 SH   DFND 7 12,043 0 13,916
Stryker Corp COM 863667101 9,903 48,893 SH   DFND 8 46,393 0 2,500
Sumitomo Mitsui Financial Group Inc SPONSORED ADR 86562M209 30 5,511 SH   DFND   5,511 0 0
Summit Materials Inc CL A 86614U100 139 5,800 SH   DFND 11 5,800 0 0
Summit Materials Inc CL A 86614U100 240 10,000 SH   DFND 8 0 0 10,000
Sun Communities Inc COM 866674104 11,874 87,742 SH   DFND 10 87,742 0 0
Sun Communities Inc COM 866674104 202 1,492 SH   DFND 7 1,492 0 0
Sun Communities Inc COM 866674104 6,946 51,330 SH   DFND 8 51,330 0 0
Suncor Energy Inc COM 867224107 30 1,069 SH   DFND   1,069 0 0
Suncor Energy Inc COM 867224107 1,046 37,152 SH   DFND 7 37,152 0 0
Sun Life Financial Inc COM 866796105 17 436 SH   DFND   436 0 0
Sun Life Financial Inc COM 866796105 1,213 30,500 SH   DFND 11 30,500 0 0
Sun Life Financial Inc COM 866796105 29 724 SH   DFND 7 724 0 0
Sun Life Financial Inc COM 866796105 17,455 439,000 SH   DFND 8 434,400 0 4,600
SunPower Corp COM 867652406 2,419 105,000 SH   DFND 7 105,000 0 0
Switch Inc CL A 87105L104 9,433 280,000 SH   DFND 7 280,000 0 0
Synchrony Financial COM 87165B103 11 389 SH   DFND   389 0 0
Synchrony Financial COM 87165B103 818 29,000 SH   DFND 11 25,000 0 4,000
Synchrony Financial COM 87165B103 4,910 174,161 SH   DFND 7 174,161 0 0
Synchrony Financial COM 87165B103 27,505 975,700 SH   DFND 8 878,100 0 97,600
Synopsys Inc COM 871607107 36 119 SH   DFND   119 0 0
Synopsys Inc COM 871607107 1,358 4,445 SH   DFND 11 4,445 0 0
Synopsys Inc COM 871607107 950 3,109 SH   DFND 7 3,109 0 0
Synopsys Inc COM 871607107 66,204 216,699 SH   DFND 8 206,105 0 10,594
Synovus Financial Corp COM NEW 87161C501 11 300 SH   DFND 11 0 0 300
Synovus Financial Corp COM NEW 87161C501 1,313 35,000 SH   DFND 8 29,400 0 5,600
Sysco Corp COM 871829107 28 395 SH   DFND   395 0 0
Sysco Corp COM 871829107 2,210 31,252 SH   DFND 7 31,252 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 52 755 SH   DFND   755 0 0
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 16,160 235,713 SH   DFND 7 183,340 0 52,373
Taiwan Semiconductor Manufacturing Co Ltd SPONSORED ADS 874039100 58,174 848,507 SH   DFND 8 843,619 0 4,888
Takeda Pharmaceutical Co Ltd SPONSORED ADS 874060205 33 2,557 SH   DFND   2,557 0 0
Take-Two Interactive Software Inc COM 874054109 14 126 SH   DFND   126 0 0
Take-Two Interactive Software Inc COM 874054109 226 2,076 SH   DFND 7 2,076 0 0
Take-Two Interactive Software Inc COM 874054109 684 6,279 SH   DFND 8 6,279 0 0
Talos Energy Inc COM 87484T108 140 8,400 SH   DFND 11 8,400 0 0
Talos Energy Inc COM 87484T108 171 10,300 SH   DFND 8 0 0 10,300
Tandem Diabetes Care Inc COM NEW 875372203 2,687 56,156 SH   DFND 7 56,156 0 0
Tandem Diabetes Care Inc COM NEW 875372203 20,612 430,754 SH   DFND 8 430,754 0 0
Tanger Factory Outlet Centers Inc COM 875465106 202 14,800 SH   DFND 11 12,500 0 2,300
Tanger Factory Outlet Centers Inc COM 875465106 223 16,300 SH   DFND 8 0 0 16,300
Target Corp COM 87612E106 53 360 SH   DFND   360 0 0
Target Corp COM 87612E106 1,143 7,700 SH   DFND 11 7,700 0 0
Target Corp COM 87612E106 9,187 61,908 SH   DFND 7 26,795 0 35,113
Target Corp COM 87612E106 23,000 155,000 SH   DFND 8 150,800 0 4,200
TC Energy Corp COM 87807B107 29 730 SH   DFND   730 0 0
TC Energy Corp COM 87807B107 3,422 84,938 SH   DFND 7 28,610 0 56,328
TC Energy Corp COM 87807B107 121 3,000 SH   DFND 8 1,300 0 1,700
TE Connectivity Ltd SHS H84989104 28 250 SH   DFND   250 0 0
TE Connectivity Ltd SHS H84989104 143 1,300 SH   DFND 11 1,300 0 0
TE Connectivity Ltd SHS H84989104 9,000 81,555 SH   DFND 7 34,175 0 47,380
TE Connectivity Ltd SHS H84989104 40,703 368,817 SH   DFND 8 368,817 0 0
TEGNA Inc COM 87901J105 478 23,100 SH   DFND 8 23,100 0 0
Teladoc Health Inc COM 87918A105 3 125 SH   DFND   125 0 0
Teladoc Health Inc COM 87918A105 4 168 SH   DFND 7 168 0 0
Teladoc Health Inc COM 87918A105 1,241 48,943 SH   DFND 8 48,943 0 0
Teleflex Inc COM 879369106 7 36 SH   DFND   36 0 0
Teleflex Inc COM 879369106 69 342 SH   DFND 7 342 0 0
Teleflex Inc COM 879369106 604 3,000 SH   DFND 8 3,000 0 0
Telefonica Brasil SA NEW ADR 87936R205 311 41,344 SH   DFND 7 0 0 41,344
Tenable Holdings Inc COM 88025T102 38,793 1,114,747 SH   DFND 8 1,109,612 0 5,135
Tenet Healthcare Corp COM NEW 88033G407 459 8,900 SH   DFND 11 8,600 0 300
Tenet Healthcare Corp COM NEW 88033G407 2,365 45,850 SH   DFND 8 35,550 0 10,300
Tennant Co COM 880345103 62 1,100 SH   DFND 11 500 0 600
Tennant Co COM 880345103 175 3,100 SH   DFND 8 0 0 3,100
Teradata Corp COM 88076W103 453 14,600 SH   DFND 11 11,800 0 2,800
Teradata Corp COM 88076W103 3,916 126,075 SH   DFND 8 111,075 0 15,000
Teradyne Inc COM 880770102 9 124 SH   DFND   124 0 0
Teradyne Inc COM 880770102 1,621 21,565 SH   DFND 7 21,565 0 0
Teradyne Inc COM 880770102 71,111 946,258 SH   DFND 8 944,617 0 1,641
Terex Corp COM 880779103 351 11,800 SH   DFND 11 10,300 0 1,500
Terex Corp COM 880779103 3,462 116,400 SH   DFND 8 95,300 0 21,100
Tesla Inc COM 88160R101 605 2,281 SH   DFND   2,281 0 0
Tesla Inc COM 88160R101 1,908 7,193 SH   DFND 11 7,193 0 0
Tesla Inc COM 88160R101 66,337 250,094 SH   DFND 7 181,065 0 69,029
Tesla Inc COM 88160R101 228,219 860,392 SH   DFND 8 858,643 0 1,749
Tetra Tech Inc COM 88162G103 7,184 55,892 SH   DFND 7 55,892 0 0
Texas Instruments Inc COM 882508104 3,715 24,000 SH   DFND 11 24,000 0 0
Texas Instruments Inc COM 882508104 16,972 109,653 SH   DFND 7 79,428 0 30,225
Texas Instruments Inc COM 882508104 149,271 964,406 SH   DFND 8 953,067 0 11,339
Theravance Biopharma Inc COM G8807B106 139 13,700 SH   DFND 11 10,400 0 3,300
Theravance Biopharma Inc COM G8807B106 1,417 139,725 SH   DFND 8 127,625 0 12,100
Thermo Fisher Scientific Inc COM 883556102 222 437 SH   DFND   437 0 0
Thermo Fisher Scientific Inc COM 883556102 3,347 6,600 SH   DFND 11 6,600 0 0
Thermo Fisher Scientific Inc COM 883556102 92,199 181,784 SH   DFND 7 154,130 0 27,654
Thermo Fisher Scientific Inc COM 883556102 261,207 515,009 SH   DFND 8 512,936 0 2,073
Thermon Group Holdings Inc COM 88362T103 20 1,300 SH   DFND 11 1,300 0 0
Thermon Group Holdings Inc COM 88362T103 961 62,350 SH   DFND 8 62,350 0 0
Thomson Reuters Corp COM NEW 884903709 13 127 SH   DFND   127 0 0
Thomson Reuters Corp COM NEW 884903709 174 1,700 SH   DFND 11 1,700 0 0
Thomson Reuters Corp COM NEW 884903709 18 172 SH   DFND 7 172 0 0
Thomson Reuters Corp COM NEW 884903709 12,748 124,227 SH   DFND 8 123,527 0 700
Timken Co/The COM 887389104 655 11,100 SH   DFND 11 9,900 0 1,200
Timken Co/The COM 887389104 4,894 82,900 SH   DFND 8 66,900 0 16,000
TIM SA/Brazil SPONSORED ADR 88706T108 119 10,660 SH   DFND 7 0 0 10,660
Titan International Inc COM 88830M102 140 11,500 SH   DFND 11 9,200 0 2,300
Titan International Inc COM 88830M102 74 6,100 SH   DFND 8 0 0 6,100
Titan Machinery Inc COM 88830R101 127 4,500 SH   DFND 11 3,400 0 1,100
Titan Machinery Inc COM 88830R101 1,351 47,800 SH   DFND 8 43,500 0 4,300
TJX Cos Inc/The COM 872540109 2,244 36,119 SH   DFND   36,119 0 0
TJX Cos Inc/The COM 872540109 671 10,800 SH   DFND 11 10,800 0 0
TJX Cos Inc/The COM 872540109 48,911 787,363 SH   DFND 7 584,219 0 203,144
TJX Cos Inc/The COM 872540109 31,666 509,750 SH   DFND 8 508,050 0 1,700
T-Mobile US Inc COM 872590104 65 486 SH   DFND   486 0 0
T-Mobile US Inc COM 872590104 137 1,018 SH   DFND 11 1,018 0 0
T-Mobile US Inc COM 872590104 7,246 54,008 SH   DFND 7 18,854 0 35,154
T-Mobile US Inc COM 872590104 14,686 109,455 SH   DFND 8 105,546 0 3,909
TopBuild Corp COM 89055F103 132 800 SH   DFND 11 800 0 0
TopBuild Corp COM 89055F103 2,521 15,300 SH   DFND 8 14,700 0 600
Toronto-Dominion Bank/The COM NEW 891160509 83 1,354 SH   DFND   1,354 0 0
Toronto-Dominion Bank/The COM NEW 891160509 2,729 44,500 SH   DFND 11 44,500 0 0
Toronto-Dominion Bank/The COM NEW 891160509 3,620 59,024 SH   DFND 7 44,126 0 14,898
Toronto-Dominion Bank/The COM NEW 891160509 35,222 574,300 SH   DFND 8 506,100 0 68,200
Toyota Motor Corp ADS 892331307 118 907 SH   DFND   907 0 0
TPI Composites Inc COM 87266J104 10 917 SH   DFND   917 0 0
TPI Composites Inc COM 87266J104 114 10,082 SH   DFND 7 10,082 0 0
Tractor Supply Co COM 892356106 16 87 SH   DFND   87 0 0
Tractor Supply Co COM 892356106 558 3,000 SH   DFND 11 3,000 0 0
Tractor Supply Co COM 892356106 9,712 52,248 SH   DFND 7 52,248 0 0
Tractor Supply Co COM 892356106 17,212 92,600 SH   DFND 8 92,200 0 400
Trane Technologies PLC SHS G8994E103 26 181 SH   DFND   181 0 0
Trane Technologies PLC SHS G8994E103 1,549 10,700 SH   DFND 11 10,700 0 0
Trane Technologies PLC SHS G8994E103 89 616 SH   DFND 7 616 0 0
Trane Technologies PLC SHS G8994E103 27,528 190,100 SH   DFND 8 188,400 0 1,700
TransMedics Group Inc COM 89377M109 13,991 335,204 SH   DFND 8 335,204 0 0
Transocean Ltd REG SHS H8817H100 78 31,400 SH   DFND 11 31,400 0 0
TransUnion COM 89400J107 9 149 SH   DFND   149 0 0
TransUnion COM 89400J107 12 200 SH   DFND 7 200 0 0
TransUnion COM 89400J107 3,034 51,000 SH   DFND 8 51,000 0 0
Travelers Cos Inc/The COM 89417E109 28 186 SH   DFND   186 0 0
Travelers Cos Inc/The COM 89417E109 3,386 22,100 SH   DFND 11 22,100 0 0
Travelers Cos Inc/The COM 89417E109 247 1,614 SH   DFND 7 1,614 0 0
Travelers Cos Inc/The COM 89417E109 17,235 112,500 SH   DFND 8 106,200 0 6,300
Travel Leisure Co COM 894164102 392 11,500 SH   DFND 11 9,500 0 2,000
Travel Leisure Co COM 894164102 723 21,200 SH   DFND 8 0 0 21,200
Travere Therapeutics Inc COM 89422G107 219 8,900 SH   DFND 11 8,000 0 900
Travere Therapeutics Inc COM 89422G107 6,594 267,597 SH   DFND 8 259,397 0 8,200
Trex Co Inc COM 89531P105 2,739 62,336 SH   DFND 7 62,336 0 0
Trimble Inc COM 896239100 63 1,162 SH   DFND   1,162 0 0
Trimble Inc COM 896239100 353 6,500 SH   DFND 11 6,500 0 0
Trimble Inc COM 896239100 10,791 198,848 SH   DFND 7 168,377 0 30,471
Trimble Inc COM 896239100 95,517 1,760,030 SH   DFND 8 1,758,930 0 1,100
TriNet Group Inc COM 896288107 612 8,600 SH   DFND 11 7,100 0 1,500
TriNet Group Inc COM 896288107 3,727 52,325 SH   DFND 8 45,725 0 6,600
TripAdvisor Inc COM 896945201 382 17,300 SH   DFND 11 14,800 0 2,500
TripAdvisor Inc COM 896945201 446 20,200 SH   DFND 8 1,700 0 18,500
Trip.com Group Ltd ADS 89677Q107 8,355 305,915 SH   DFND 7 298,120 0 7,795
Triton International Ltd CL A G9078F107 586 10,700 SH   DFND 8 0 0 10,700
T Rowe Price Group Inc COM 74144T108 18 176 SH   DFND   176 0 0
T Rowe Price Group Inc COM 74144T108 53 506 SH   DFND 7 506 0 0
T Rowe Price Group Inc COM 74144T108 5,461 52,000 SH   DFND 8 52,000 0 0
TrueBlue Inc COM 89785X101 128 6,700 SH   DFND 11 5,800 0 900
TrueBlue Inc COM 89785X101 120 6,300 SH   DFND 8 0 0 6,300
TrueCar Inc COM 89785L107 404 267,825 SH   DFND 8 267,825 0 0
Truist Financial Corp COM 89832Q109 45 1,033 SH   DFND   1,033 0 0
Truist Financial Corp COM 89832Q109 5,911 135,762 SH   DFND 7 5,722 0 130,040
Truist Financial Corp COM 89832Q109 6,627 152,214 SH   DFND 8 143,300 0 8,914
TTM Technologies Inc COM 87305R109 162 12,300 SH   DFND 11 12,300 0 0
TTM Technologies Inc COM 87305R109 219 16,600 SH   DFND 8 0 0 16,600
Twilio Inc CL A 90138F102 9 133 SH   DFND   133 0 0
Twilio Inc CL A 90138F102 12 179 SH   DFND 7 179 0 0
Twilio Inc CL A 90138F102 15,454 223,521 SH   DFND 8 222,020 0 1,501
Twitter Inc COM 90184L102 22 504 SH   DFND   504 0 0
Twitter Inc COM 90184L102 318 7,263 SH   DFND 7 7,263 0 0
Tyson Foods Inc CL A 902494103 15 226 SH   DFND   226 0 0
Tyson Foods Inc CL A 902494103 132 2,000 SH   DFND 11 2,000 0 0
Tyson Foods Inc CL A 902494103 211 3,196 SH   DFND 7 3,196 0 0
Tyson Foods Inc CL A 902494103 46 700 SH   DFND 8 700 0 0
Uber Technologies Inc COM 90353T100 30 1,143 SH   DFND   1,143 0 0
Uber Technologies Inc COM 90353T100 188 7,098 SH   DFND 7 1,334 0 5,764
UBS Group AG SHS H42097107 2 171 SH   DFND   171 0 0
UBS Group AG SHS H42097107 152,885 10,536,537 SH   DFND 7 8,343,131 0 2,193,406
UBS Group AG SHS H42097107 11,100 765,002 SH   DFND 8 762,632 0 2,370
UDR Inc COM 902653104 19,792 474,523 SH   DFND 10 474,523 0 0
UDR Inc COM 902653104 78 1,875 SH   DFND 7 1,875 0 0
UFP Industries Inc COM 90278Q108 592 8,200 SH   DFND 11 6,600 0 1,600
UFP Industries Inc COM 90278Q108 4,957 68,700 SH   DFND 8 53,600 0 15,100
UGI Corp COM 902681105 5 163 SH   DFND   163 0 0
UGI Corp COM 902681105 7 218 SH   DFND 7 218 0 0
UGI Corp COM 902681105 5,105 157,900 SH   DFND 8 157,900 0 0
Ulta Beauty Inc COM 90384S303 16 40 SH   DFND   40 0 0
Ulta Beauty Inc COM 90384S303 169 421 SH   DFND 7 421 0 0
Ulta Beauty Inc COM 90384S303 9,383 23,387 SH   DFND 8 23,287 0 100
Ultragenyx Pharmaceutical Inc COM 90400D108 13,351 322,399 SH   DFND 8 322,399 0 0
UMB Financial Corp COM 902788108 607 7,200 SH   DFND 8 0 0 7,200
UMH Properties Inc COM 903002103 144 8,900 SH   DFND 11 7,600 0 1,300
UMH Properties Inc COM 903002103 157 9,700 SH   DFND 8 0 0 9,700
Union Pacific Corp COM 907818108 95 488 SH   DFND   488 0 0
Union Pacific Corp COM 907818108 2,435 12,500 SH   DFND 10 12,500 0 0
Union Pacific Corp COM 907818108 3,585 18,400 SH   DFND 11 18,400 0 0
Union Pacific Corp COM 907818108 12,580 64,572 SH   DFND 7 42,215 0 22,357
Union Pacific Corp COM 907818108 87,655 449,930 SH   DFND 8 442,530 0 7,400
Unisys Corp COM NEW 909214306 79 10,500 SH   DFND 11 7,500 0 3,000
Unisys Corp COM NEW 909214306 491 65,036 SH   DFND 8 54,236 0 10,800
UnitedHealth Group Inc COM 91324P102 368 728 SH   DFND   728 0 0
UnitedHealth Group Inc COM 91324P102 4,040 8,000 SH   DFND 11 8,000 0 0
UnitedHealth Group Inc COM 91324P102 41,601 82,371 SH   DFND 7 43,795 0 38,576
UnitedHealth Group Inc COM 91324P102 332,138 657,647 SH   DFND 8 656,147 0 1,500
United Microelectronics Corp SPON ADR NEW 910873405 213 38,300 SH   DFND 7 0 0 38,300
United Natural Foods Inc COM 911163103 289 8,400 SH   DFND 11 6,700 0 1,700
United Natural Foods Inc COM 911163103 1,719 50,000 SH   DFND 8 43,400 0 6,600
United Parcel Service Inc CL B 911312106 92 570 SH   DFND   570 0 0
United Parcel Service Inc CL B 911312106 1,454 9,000 SH   DFND 11 9,000 0 0
United Parcel Service Inc CL B 911312106 7,762 48,052 SH   DFND 7 21,188 0 26,864
United Parcel Service Inc CL B 911312106 77,591 480,319 SH   DFND 8 459,100 0 21,219
United Rentals Inc COM 911363109 15 56 SH   DFND   56 0 0
United Rentals Inc COM 911363109 2,015 7,459 SH   DFND 7 7,148 0 311
United Rentals Inc COM 911363109 20,441 75,673 SH   DFND 8 75,673 0 0
United Therapeutics Corp COM 91307C102 10,191 48,672 SH   DFND 8 48,672 0 0
Uniti Group Inc COM 91325V108 203 29,200 SH   DFND 11 24,600 0 4,600
Uniti Group Inc COM 91325V108 1,920 276,325 SH   DFND 8 250,325 0 26,000
Unity Software Inc COM 91332U101 5 149 SH   DFND   149 0 0
Unity Software Inc COM 91332U101 6 200 SH   DFND 7 200 0 0
Unity Software Inc COM 91332U101 823 25,818 SH   DFND 8 25,818 0 0
Universal Electronics Inc COM 913483103 79 4,000 SH   DFND 11 3,000 0 1,000
Universal Electronics Inc COM 913483103 463 23,540 SH   DFND 8 23,540 0 0
Universal Logistics Holdings Inc COM 91388P105 149 4,700 SH   DFND 11 3,800 0 900
Universal Logistics Holdings Inc COM 91388P105 806 25,400 SH   DFND 8 20,800 0 4,600
Unum Group COM 91529Y106 873 22,500 SH   DFND 11 19,300 0 3,200
Unum Group COM 91529Y106 31,922 822,731 SH   DFND 8 766,531 0 56,200
Urstadt Biddle Properties Inc CL A 917286205 259 16,700 SH   DFND 11 13,300 0 3,400
Urstadt Biddle Properties Inc CL A 917286205 109 7,000 SH   DFND 8 0 0 7,000
US Bancorp COM NEW 902973304 44 1,095 SH   DFND   1,095 0 0
US Bancorp COM NEW 902973304 117 2,900 SH   DFND 11 2,900 0 0
US Bancorp COM NEW 902973304 10,879 269,807 SH   DFND 7 160,593 0 109,214
US Bancorp COM NEW 902973304 13,112 325,200 SH   DFND 8 314,500 0 10,700
US Foods Holding Corp COM 912008109 648 24,500 SH   DFND 11 20,900 0 3,600
US Foods Holding Corp COM 912008109 5,010 189,500 SH   DFND 8 162,000 0 27,500
US Silica Holdings Inc COM 90346E103 149 13,600 SH   DFND 11 10,900 0 2,700
US Silica Holdings Inc COM 90346E103 809 73,900 SH   DFND 8 63,200 0 10,700
Valero Energy Corp COM 91913Y100 34 317 SH   DFND   317 0 0
Valero Energy Corp COM 91913Y100 11,445 107,113 SH   DFND 7 12,557 0 94,556
Valero Energy Corp COM 91913Y100 39,646 371,042 SH   DFND 8 349,142 0 21,900
Vale SA SPONSORED ADS 91912E105 18 1,339 SH   DFND   1,339 0 0
Valhi Inc COM 918905209 103 4,100 SH   DFND 11 3,300 0 800
Valhi Inc COM 918905209 133 5,300 SH   DFND 8 1,900 0 3,400
Valley National Bancorp COM 919794107 575 53,200 SH   DFND 11 42,500 0 10,700
Valley National Bancorp COM 919794107 577 53,400 SH   DFND 8 0 0 53,400
Valmont Industries Inc COM 920253101 3,358 12,500 SH   DFND 8 12,500 0 0
Vanguard Intermediate-Term Corporate Bond ETF INT-TERM CORP 92206C870 9,462 125,023 SH   DFND 11 125,023 0 0
Varex Imaging Corp COM 92214X106 156 7,400 SH   DFND 11 5,700 0 1,700
Varex Imaging Corp COM 92214X106 1,343 63,550 SH   DFND 8 55,950 0 7,600
Veeva Systems Inc CL A COM 922475108 18 109 SH   DFND   109 0 0
Veeva Systems Inc CL A COM 922475108 23 140 SH   DFND 7 140 0 0
Veeva Systems Inc CL A COM 922475108 39,181 237,635 SH   DFND 8 231,994 0 5,641
Verint Systems Inc COM 92343X100 319 9,500 SH   DFND 11 8,200 0 1,300
Verint Systems Inc COM 92343X100 1,222 36,381 SH   DFND 7 32,745 0 3,636
Verint Systems Inc COM 92343X100 3,162 94,150 SH   DFND 8 84,550 0 9,600
VeriSign Inc COM 92343E102 13 77 SH   DFND   77 0 0
VeriSign Inc COM 92343E102 763 4,395 SH   DFND 11 4,395 0 0
VeriSign Inc COM 92343E102 326 1,879 SH   DFND 7 1,879 0 0
VeriSign Inc COM 92343E102 8,293 47,745 SH   DFND 8 47,045 0 700
Verisk Analytics Inc COM 92345Y106 21 123 SH   DFND   123 0 0
Verisk Analytics Inc COM 92345Y106 1,228 7,200 SH   DFND 11 7,200 0 0
Verisk Analytics Inc COM 92345Y106 22,656 132,854 SH   DFND 7 132,777 0 77
Verisk Analytics Inc COM 92345Y106 17,898 104,955 SH   DFND 8 103,655 0 1,300
Veritiv Corp COM 923454102 137 1,400 SH   DFND 11 1,100 0 300
Veritiv Corp COM 923454102 821 8,400 SH   DFND 8 7,300 0 1,100
Verizon Communications Inc COM 92343V104 124 3,259 SH   DFND   3,259 0 0
Verizon Communications Inc COM 92343V104 1,953 51,423 SH   DFND 7 9,447 0 41,976
Verizon Communications Inc COM 92343V104 44,288 1,166,400 SH   DFND 8 1,078,400 0 88,000
Vertex Pharmaceuticals Inc COM 92532F100 57 198 SH   DFND   198 0 0
Vertex Pharmaceuticals Inc COM 92532F100 914 3,158 SH   DFND 11 3,158 0 0
Vertex Pharmaceuticals Inc COM 92532F100 692 2,390 SH   DFND 7 2,390 0 0
Vertex Pharmaceuticals Inc COM 92532F100 78,683 271,751 SH   DFND 8 260,239 0 11,512
Viatris Inc COM 92556V106 8 941 SH   DFND   941 0 0
Viatris Inc COM 92556V106 172 20,194 SH   DFND 7 15,301 0 4,893
Viatris Inc COM 92556V106 14,366 1,686,164 SH   DFND 8 1,686,164 0 0
Viavi Solutions Inc COM 925550105 25,001 1,915,753 SH   DFND 8 1,909,549 0 6,204
VICI Properties Inc COM 925652109 290 9,700 SH   DFND 11 8,300 0 1,400
VICI Properties Inc COM 925652109 306 10,239 SH   DFND 7 10,239 0 0
VICI Properties Inc COM 925652109 1,236 41,400 SH   DFND 8 33,300 0 8,100
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 802 95,422 SH   DFND 7 95,422 0 0
Vipshop Holdings Ltd SPONSORED ADS A 92763W103 2,723 323,744 SH   DFND 8 323,744 0 0
Vir Biotechnology Inc COM 92764N102 93 4,800 SH   DFND 11 4,800 0 0
Vir Biotechnology Inc COM 92764N102 457 23,700 SH   DFND 8 23,700 0 0
Visa Inc COM CL A 92826C839 227 1,277 SH   DFND   1,277 0 0
Visa Inc COM CL A 92826C839 2,523 14,200 SH   DFND 11 14,200 0 0
Visa Inc COM CL A 92826C839 79,760 448,974 SH   DFND 7 382,626 0 66,348
Visa Inc COM CL A 92826C839 285,046 1,604,539 SH   DFND 8 1,574,139 0 30,400
Vishay Intertechnology Inc COM 928298108 441 24,800 SH   DFND 11 20,800 0 4,000
Vishay Intertechnology Inc COM 928298108 4,226 237,525 SH   DFND 8 201,925 0 35,600
Vista Outdoor Inc COM 928377100 36 1,500 SH   DFND 11 1,500 0 0
Vista Outdoor Inc COM 928377100 2,143 88,115 SH   DFND 8 83,915 0 4,200
Voya Financial Inc COM 929089100 24 400 SH   DFND 11 400 0 0
Voya Financial Inc COM 929089100 992 16,400 SH   DFND 8 13,700 0 2,700
Vulcan Materials Co COM 929160109 16 103 SH   DFND   103 0 0
Vulcan Materials Co COM 929160109 21 134 SH   DFND 7 134 0 0
Vulcan Materials Co COM 929160109 205 1,300 SH   DFND 8 1,300 0 0
Wabash National Corp COM 929566107 138 8,900 SH   DFND 11 7,600 0 1,300
Wabash National Corp COM 929566107 1,206 77,500 SH   DFND 8 67,900 0 9,600
Walmart Inc COM 931142103 152 1,175 SH   DFND   1,175 0 0
Walmart Inc COM 931142103 2,659 20,500 SH   DFND 11 20,500 0 0
Walmart Inc COM 931142103 8,958 69,066 SH   DFND 7 28,760 0 40,306
Walmart Inc COM 931142103 61,186 471,750 SH   DFND 8 459,350 0 12,400
Walt Disney Co/The COM 254687106 1,849 19,598 SH   DFND   19,598 0 0
Walt Disney Co/The COM 254687106 37,260 394,999 SH   DFND 7 344,046 0 50,953
Walt Disney Co/The COM 254687106 15,348 162,704 SH   DFND 8 151,704 0 11,000
Warner Bros Discovery Inc COM SER A 934423104 281 24,457 SH   DFND 11 24,457 0 0
Warner Bros Discovery Inc COM SER A 934423104 717 62,313 SH   DFND 7 8,263 0 54,050
Warner Bros Discovery Inc COM SER A 934423104 1,498 130,266 SH   DFND 8 83,458 0 46,808
Waste Connections Inc COM 94106B101 118 874 SH   DFND   874 0 0
Waste Connections Inc COM 94106B101 17,392 128,706 SH   DFND 7 53,566 0 75,140
Waste Connections Inc COM 94106B101 114,744 849,137 SH   DFND 8 848,437 0 700
Waste Management Inc COM 94106L109 52 322 SH   DFND   322 0 0
Waste Management Inc COM 94106L109 1,298 8,100 SH   DFND 11 8,100 0 0
Waste Management Inc COM 94106L109 710 4,431 SH   DFND 7 431 0 4,000
Waste Management Inc COM 94106L109 28,774 179,600 SH   DFND 8 174,800 0 4,800
Waters Corp COM 941848103 13 47 SH   DFND   47 0 0
Waters Corp COM 941848103 566 2,100 SH   DFND 11 2,100 0 0
Waters Corp COM 941848103 7,952 29,502 SH   DFND 7 27,306 0 2,196
Waters Corp COM 941848103 13,433 49,840 SH   DFND 8 49,600 0 240
Watts Water Technologies Inc CL A 942749102 4,947 39,345 SH   DFND 7 39,345 0 0
Webster Financial Corp COM 947890109 6 138 SH   DFND   138 0 0
Webster Financial Corp COM 947890109 41 900 SH   DFND 11 900 0 0
Webster Financial Corp COM 947890109 8 185 SH   DFND 7 185 0 0
Webster Financial Corp COM 947890109 167 3,700 SH   DFND 8 3,700 0 0
WEC Energy Group Inc COM 92939U106 22 245 SH   DFND   245 0 0
WEC Energy Group Inc COM 92939U106 653 7,300 SH   DFND 11 7,300 0 0
Wells Fargo & Co COM 949746101 118 2,941 SH   DFND   2,941 0 0
Wells Fargo & Co COM 949746101 11,179 277,937 SH   DFND 7 178,583 0 99,354
Wells Fargo & Co COM 949746101 8,503 211,400 SH   DFND 8 190,900 0 20,500
Welltower Inc COM 95040Q104 28,849 448,525 SH   DFND 10 448,525 0 0
Welltower Inc COM 95040Q104 352 5,478 SH   DFND 7 5,478 0 0
WESCO International Inc COM 95082P105 84 700 SH   DFND 11 700 0 0
WESCO International Inc COM 95082P105 2,805 23,500 SH   DFND 8 22,700 0 800
Western Alliance Bancorp COM 957638109 26 400 SH   DFND 11 0 0 400
Western Alliance Bancorp COM 957638109 1,233 18,750 SH   DFND 8 18,750 0 0
Western Digital Corp NOTE 1.500% 2/0 958102AP0 4,818 5,056,000 PRN   DFND 7 3,900,000 0 1,156,000
Western Union Co/The COM 959802109 4 300 SH   DFND   300 0 0
Western Union Co/The COM 959802109 674 49,900 SH   DFND 11 49,900 0 0
Western Union Co/The COM 959802109 5 406 SH   DFND 7 406 0 0
Western Union Co/The COM 959802109 12,486 924,900 SH   DFND 8 915,200 0 9,700
West Fraser Timber Co Ltd COM 952845105 3 46 SH   DFND   46 0 0
West Fraser Timber Co Ltd COM 952845105 1,471 20,288 SH   DFND 7 16,681 0 3,607
West Pharmaceutical Services Inc COM 955306105 14 57 SH   DFND   57 0 0
West Pharmaceutical Services Inc COM 955306105 886 3,600 SH   DFND 11 3,600 0 0
West Pharmaceutical Services Inc COM 955306105 146 595 SH   DFND 7 595 0 0
West Pharmaceutical Services Inc COM 955306105 10,107 41,074 SH   DFND 8 40,600 0 474
WEX Inc COM 96208T104 203 1,600 SH   DFND 11 1,600 0 0
WEX Inc COM 96208T104 5,432 42,792 SH   DFND 7 42,792 0 0
WEX Inc COM 96208T104 2,164 17,050 SH   DFND 8 15,150 0 1,900
Weyerhaeuser Co COM NEW 962166104 129 4,500 SH   DFND 11 4,500 0 0
Weyerhaeuser Co COM NEW 962166104 73 2,549 SH   DFND 7 2,549 0 0
Weyerhaeuser Co COM NEW 962166104 15,440 540,600 SH   DFND 8 540,600 0 0
Wheaton Precious Metals Corp COM 962879102 11 336 SH   DFND   336 0 0
Wheaton Precious Metals Corp COM 962879102 618 19,100 SH   DFND 11 19,100 0 0
Wheaton Precious Metals Corp COM 962879102 12,094 373,741 SH   DFND 7 373,741 0 0
Wheaton Precious Metals Corp COM 962879102 4,123 127,400 SH   DFND 8 125,400 0 2,000
Whirlpool Corp COM 963320106 6 44 SH   DFND   44 0 0
Whirlpool Corp COM 963320106 229 1,700 SH   DFND 11 1,000 0 700
Whirlpool Corp COM 963320106 79 585 SH   DFND 7 585 0 0
Whirlpool Corp COM 963320106 418 3,100 SH   DFND 8 800 0 2,300
Whitestone REIT COM 966084204 13 1,500 SH   DFND 11 1,500 0 0
Whitestone REIT COM 966084204 723 85,509 SH   DFND 8 85,509 0 0
Williams Cos Inc/The COM 969457100 27 945 SH   DFND   945 0 0
Williams Cos Inc/The COM 969457100 984 34,369 SH   DFND 7 34,369 0 0
Williams Cos Inc/The COM 969457100 2,760 96,400 SH   DFND 8 96,400 0 0
Williams-Sonoma Inc COM 969904101 837 7,100 SH   DFND 11 6,200 0 900
Williams-Sonoma Inc COM 969904101 1,755 14,891 SH   DFND 7 14,891 0 0
Williams-Sonoma Inc COM 969904101 9,265 78,615 SH   DFND 8 59,125 0 19,490
Willis Towers Watson PLC SHS G96629103 17 87 SH   DFND   87 0 0
Willis Towers Watson PLC SHS G96629103 1,306 6,500 SH   DFND 11 6,500 0 0
Willis Towers Watson PLC SHS G96629103 26 131 SH   DFND 7 131 0 0
Willis Towers Watson PLC SHS G96629103 7,535 37,500 SH   DFND 8 36,300 0 1,200
Wingstop Inc COM 974155103 188 1,500 SH   DFND 11 1,300 0 200
Wingstop Inc COM 974155103 151 1,200 SH   DFND 8 0 0 1,200
Wintrust Financial Corp COM 97650W108 147 1,800 SH   DFND 11 1,800 0 0
Wintrust Financial Corp COM 97650W108 1,800 22,075 SH   DFND 8 20,875 0 1,200
Wolfspeed Inc COM 977852102 37 361 SH   DFND   361 0 0
Wolfspeed Inc COM 977852102 41 400 SH   DFND 11 400 0 0
Wolfspeed Inc COM 977852102 338 3,273 SH   DFND 7 3,273 0 0
Wolfspeed Inc COM 977852102 84,548 817,994 SH   DFND 8 817,994 0 0
Workday Inc CL A 98138H101 23 154 SH   DFND   154 0 0
Workday Inc CL A 98138H101 194 1,272 SH   DFND 7 1,272 0 0
Workday Inc CL A 98138H101 67,239 441,724 SH   DFND 8 440,072 0 1,652
Workiva Inc COM CL A 98139A105 9,315 119,731 SH   DFND 7 119,731 0 0
World Wrestling Entertainment Inc CL A 98156Q108 344 4,900 SH   DFND 11 4,200 0 700
World Wrestling Entertainment Inc CL A 98156Q108 4,021 57,300 SH   DFND 8 50,400 0 6,900
W R Berkley Corp COM 084423102 11 165 SH   DFND   165 0 0
W R Berkley Corp COM 084423102 1,014 15,700 SH   DFND 11 15,700 0 0
W R Berkley Corp COM 084423102 14 220 SH   DFND 7 220 0 0
W R Berkley Corp COM 084423102 18,331 283,850 SH   DFND 8 280,600 0 3,250
WW Grainger Inc COM 384802104 18 36 SH   DFND   36 0 0
WW Grainger Inc COM 384802104 832 1,700 SH   DFND 11 1,700 0 0
WW Grainger Inc COM 384802104 294 602 SH   DFND 7 602 0 0
WW Grainger Inc COM 384802104 20,281 41,458 SH   DFND 8 41,000 0 458
Wynn Resorts Ltd COM 983134107 5 85 SH   DFND   85 0 0
Wynn Resorts Ltd COM 983134107 819 13,000 SH   DFND 11 10,800 0 2,200
Wynn Resorts Ltd COM 983134107 7 114 SH   DFND 7 114 0 0
Wynn Resorts Ltd COM 983134107 832 13,200 SH   DFND 8 0 0 13,200
X4 Pharmaceuticals Inc COM 98420X103 7,056 4,126,460 SH   DFND 8 4,126,460 0 0
Xcel Energy Inc COM 98389B100 27 423 SH   DFND   423 0 0
Xcel Energy Inc COM 98389B100 253 3,955 SH   DFND 7 3,955 0 0
Xenon Pharmaceuticals Inc COM 98420N105 6,925 191,836 SH   DFND 8 191,836 0 0
XPeng Inc ADS 98422D105 3,677 307,700 SH   DFND 8 307,700 0 0
Xperi Holding Corp COM 98390M103 458 17,600 SH   DFND 11 15,200 0 2,400
Xperi Holding Corp COM 98390M103 9,212 354,293 SH   DFND 8 341,193 0 13,100
XPO Logistics Inc COM 983793100 368 13,900 SH   DFND 8 13,900 0 0
Xylem Inc/NY COM 98419M100 61 693 SH   DFND   693 0 0
Xylem Inc/NY COM 98419M100 5,461 62,516 SH   DFND 7 62,516 0 0
Xylem Inc/NY COM 98419M100 24,484 280,261 SH   DFND 8 280,261 0 0
Yamana Gold Inc COM 98462Y100 11,483 2,534,857 SH   DFND 7 2,534,857 0 0
Yandex NV SHS CLASS A N97284108 1,345 88,894 SH   DFND   88,894 0 0
Yelp Inc CL A 985817105 146 4,300 SH   DFND 11 4,300 0 0
Yelp Inc CL A 985817105 356 10,500 SH   DFND 8 0 0 10,500
YETI Holdings Inc COM 98585X104 111 3,900 SH   DFND 11 3,900 0 0
YETI Holdings Inc COM 98585X104 285 10,000 SH   DFND 8 1,300 0 8,700
Yiren Digital Ltd SPONSORED ADS 98585L100 7 6,397 SH   DFND 8 6,397 0 0
YPF SA SPON ADR CL D 984245100 920 148,072 SH   DFND 7 0 0 148,072
Yum China Holdings Inc COM 98850P109 7,761 163,970 SH   DFND   163,970 0 0
Yum China Holdings Inc COM 98850P109 5,606 118,443 SH   DFND 8 118,443 0 0
Zai Lab Ltd ADR 98887Q104 239 7,000 SH   DFND   7,000 0 0
Zai Lab Ltd ADR 98887Q104 286 8,354 SH   DFND 7 0 0 8,354
Zai Lab Ltd ADR 98887Q104 8,220 240,339 SH   DFND 8 240,339 0 0
Zendesk Inc NOTE 0.625% 6/1 98936JAD3 6,923 7,036,000 PRN   DFND 7 5,970,000 0 1,066,000
Zentalis Pharmaceuticals Inc COM 98943L107 4,956 228,827 SH   DFND 8 228,827 0 0
Zillow Group Inc NOTE 2.750% 5/1 98954MAH4 11,375 12,300,000 PRN   DFND 7 10,300,000 0 2,000,000
Zimmer Biomet Holdings Inc COM 98956P102 17 163 SH   DFND   163 0 0
Zimmer Biomet Holdings Inc COM 98956P102 5,313 50,822 SH   DFND 7 26,867 0 23,955
Zimmer Biomet Holdings Inc COM 98956P102 31,290 299,286 SH   DFND 8 299,286 0 0
Zimvie Inc COM 98888T107 5 530 SH   DFND 7 0 0 530
Zimvie Inc COM 98888T107 198 20,044 SH   DFND 8 20,044 0 0
Zoetis Inc CL A 98978V103 2,270 15,307 SH   DFND   15,307 0 0
Zoetis Inc CL A 98978V103 2,254 15,200 SH   DFND 11 15,200 0 0
Zoetis Inc CL A 98978V103 49,931 336,709 SH   DFND 7 309,854 0 26,855
Zoetis Inc CL A 98978V103 64,511 435,031 SH   DFND 8 430,131 0 4,900
Zoom Video Communications Inc CL A 98980L101 13 176 SH   DFND   176 0 0
Zoom Video Communications Inc CL A 98980L101 94 1,284 SH   DFND 7 1,284 0 0
Zoom Video Communications Inc CL A 98980L101 2,000 27,173 SH   DFND 8 27,173 0 0
Zscaler Inc COM 98980G102 11 66 SH   DFND   66 0 0
Zscaler Inc COM 98980G102 4,223 25,690 SH   DFND 7 25,690 0 0
Zscaler Inc COM 98980G102 27,981 170,229 SH   DFND 8 169,046 0 1,183
Zscaler Inc NOTE 0.125% 7/0 98980GAB8 3,039 2,377,000 PRN   DFND 7 1,976,000 0 401,000