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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
SCHLUMBERGER LTD COM STK 806857108   393 8,000 SH   DFND 1,2,4 0 8,000 0
LINDE PLC SHS G54950103   19,921 56,046 SH   DFND 1,2,4 0 56,046 0
ABBOTT LABS COM 002824100   15,564 153,701 SH   DFND 1,2,4 0 153,701 0
ABBVIE INC COM 00287Y109   97 608 SH   DFND 1,2,4 0 608 0
ADOBE SYSTEMS INCORPORATED COM 00724F101   32,676 84,791 SH   DFND 1,2,4 0 84,791 0
ADVANCED MICRO DEVICES INC COM 007903107   4,871 49,696 SH   DFND 1,2,4 0 49,696 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102   0 3,000 SH   DFND 1,2,4 0 3,000 0
ALPHABET INC CAP STK CL C 02079K107   41,641 400,393 SH   DFND 1,2,4 0 400,393 0
ALPHABET INC CAP STK CL A 02079K305   12,230 117,900 SH   DFND 1,2,4 0 117,900 0
AMERICAN HOMES 4 RENT CL A 02665T306   353 11,214 SH   DFND 1,2,4 0 11,214 0
AMERICAN TOWER CORP NEW COM 03027X100   1,124 5,500 SH   DFND 1,2,4 0 5,500 0
AVALONBAY CMNTYS INC COM 053484101   168 1,000 SH   DFND 1,2,4 0 1,000 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702   1,173 3,800 SH   DFND 1,2,4 0 3,800 0
BOOKING HOLDINGS INC COM 09857L108   15,365 5,793 SH   DFND 1,2,4 0 5,793 0
CBRE GROUP INC CL A 12504L109   340 4,675 SH   DFND 1,2,4 0 4,675 0
CAMDEN PPTY TR SH BEN INT 133131102   388 3,700 SH   DFND 1,2,4 0 3,700 0
COCA COLA CO COM 191216100   899 14,500 SH   DFND 1,2,4 0 14,500 0
COLGATE PALMOLIVE CO COM 194162103   13,283 176,759 SH   DFND 1,2,4 0 176,759 0
COMMUNITY HEALTHCARE TR INC COM 20369C106   366 10,000 SH   DFND 1,2,4 0 10,000 0
CONOCOPHILLIPS COM 20825C104   13,466 135,730 SH   DFND 1,2,4 0 135,730 0
COSTCO WHSL CORP NEW COM 22160K105   3,627 7,300 SH   DFND 1,2,4 0 7,300 0
CROWDSTRIKE HLDGS INC CL A 22788C105   3,473 25,300 SH   DFND 1,2,4 0 25,300 0
EOG RES INC COM 26875P101   3,496 30,500 SH   DFND 1,2,4 0 30,500 0
EASTERLY GOVT PPTYS INC COM 27616P103   481 35,000 SH   DFND 1,2,4 0 35,000 0
EDWARDS LIFESCIENCES CORP COM 28176E108   30,274 365,941 SH   DFND 1,2,4 0 365,941 0
EQUINIX INC COM 29444U700   2,307 3,200 SH   DFND 1,2,4 0 3,200 0
EXXON MOBIL CORP COM 30231G102   8,608 78,500 SH   DFND 1,2,4 0 78,500 0
META PLATFORMS INC CL A 30303M102   8,959 42,272 SH   DFND 1,2,4 0 42,272 0
FORTINET INC COM 34959E109   14,463 217,613 SH   DFND 1,2,4 0 217,613 0
FOUR CORNERS PPTY TR INC COM 35086T109   618 23,000 SH   DFND 1,2,4 0 23,000 0
GENERAL ELECTRIC CO COM NEW 369604301   901 9,425 SH   DFND 1,2,4 0 9,425 0
GENERAL MTRS CO COM 37045V100   102 2,786 SH   DFND 1,2,4 0 2,786 0
HOLOGIC INC COM 436440101   3,777 46,800 SH   DFND 1,2,4 0 46,800 0
HOST HOTELS & RESORTS INC COM 44107P104   825 50,000 SH   DFND 1,2,4 0 50,000 0
IDEXX LABS INC COM 45168D104   3,281 6,560 SH   DFND 1,2,4 0 6,560 0
INTEL CORP COM 458140100   2,738 83,800 SH   DFND 1,2,4 0 83,800 0
INVESCO QQQ TR UNIT SER 1 46090E103   301 939 SH   DFND 1,2,4 0 939 0
INVITATION HOMES INC COM 46187W107   1,156 37,000 SH   DFND 1,2,4 0 37,000 0
ISHARES TR GL CLEAN ENE ETF 464288224   95 4,819 SH   DFND 1,2,4 0 4,819 0
JPMORGAN CHASE & CO COM 46625H100   34,060 261,377 SH   DFND 1,2,4 0 261,377 0
MASTERCARD INCORPORATED CL A 57636Q104   6,305 17,350 SH   DFND 1,2,4 0 17,350 0
MCDONALDS CORP COM 580135101   18,793 67,210 SH   DFND 1,2,4 0 67,210 0
MEDICAL PPTYS TRUST INC COM 58463J304   74 9,000 SH   DFND 1,2,4 0 9,000 0
MERCK & CO INC COM 58933Y105   1,021 9,600 SH   DFND 1,2,4 0 9,600 0
MICRON TECHNOLOGY INC COM 595112103   4,151 68,800 SH   DFND 1,2,4 0 68,800 0
MOODYS CORP COM 615369105   3,932 12,850 SH   DFND 1,2,4 0 12,850 0
MORGAN STANLEY COM NEW 617446448   553 6,300 SH   DFND 1,2,4 0 6,300 0
NETFLIX INC COM 64110L106   4,506 13,042 SH   DFND 1,2,4 0 13,042 0
NVIDIA CORPORATION COM 67066G104   14,702 52,930 SH   DFND 1,2,4 0 52,930 0
ORION OFFICE REIT INC COM 68629Y103   1 176 SH   DFND 1,2,4 0 176 0
PACKAGING CORP AMER COM 695156109   305 2,200 SH   DFND 1,2,4 0 2,200 0
PFIZER INC COM 717081103   6,030 147,800 SH   DFND 1,2,4 0 147,800 0
PLUG POWER INC COM NEW 72919P202   147 12,500 SH   DFND 1,2,4 0 12,500 0
PROLOGIS INC. COM 74340W103   2,371 19,000 SH   DFND 1,2,4 0 19,000 0
PUBLIC STORAGE COM 74460D109   1,783 5,900 SH   DFND 1,2,4 0 5,900 0
RE MAX HLDGS INC CL A 75524W108   351 18,700 SH   DFND 1,2,4 0 18,700 0
REALTY INCOME CORP COM 756109104   1,076 17,000 SH   DFND 1,2,4 0 17,000 0
ROPER TECHNOLOGIES INC COM 776696106   3,437 7,800 SH   DFND 1,2,4 0 7,800 0
S&P GLOBAL INC COM 78409V104   29,411 85,305 SH   DFND 1,2,4 0 85,305 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104   1,123 4,300 SH   DFND 1,2,4 0 4,300 0
SALESFORCE INC COM 79466L302   18,345 91,824 SH   DFND 1,2,4 0 91,824 0
SIMON PPTY GROUP INC NEW COM 828806109   2,015 18,000 SH   DFND 1,2,4 0 18,000 0
TESLA INC COM 88160R101   3,776 18,200 SH   DFND 1,2,4 0 18,200 0
UDR INC COM 902653104   452 11,000 SH   DFND 1,2,4 0 11,000 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105   433 9,000 SH   DFND 1,2,4 0 9,000 0
VANGUARD INDEX FDS VALUE ETF 922908744   4,281 31,000 SH   DFND 1,2,4 0 31,000 0
VICI PPTYS INC COM 925652109   1,125 34,500 SH   DFND 1,2,4 0 34,500 0
VISA INC COM CL A 92826C839   36,148 160,332 SH   DFND 1,2,4 0 160,332 0
WELLTOWER INC COM 95040Q104   287 4,000 SH   DFND 1,2,4 0 4,000 0
ZOETIS INC CL A 98978V103   4,224 25,378 SH   DFND 1,2,4 0 25,378 0
SCHLUMBERGER LTD COM STK 806857108   26,750 544,807 SH   DFND 1,2 0 544,807 0
ARCH CAP GROUP LTD ORD G0450A105   14,072 207,340 SH   DFND 1,2 0 207,340 0
ASSURED GUARANTY LTD COM G0585R106   296 5,880 SH   DFND 1,2 0 5,880 0
BUNGE LIMITED COM G16962105   5,992 62,727 SH   DFND 1,2 0 62,727 0
CREDICORP LTD COM G2519Y108   3,545 26,776 SH   DFND 1,2 0 26,776 0
EVEREST RE GROUP LTD COM G3223R108   16,425 45,876 SH   DFND 1,2 0 45,876 0
INVESCO LTD SHS G491BT108   1,325 80,773 SH   DFND 1,2 0 80,773 0
JAMES RIV GROUP LTD COM G5005R107   66 3,201 SH   DFND 1,2 0 3,201 0
NABORS INDUSTRIES LTD SHS G6359F137   87 713 SH   DFND 1,2 0 713 0
SIGNET JEWELERS LIMITED SHS G81276100   299 3,840 SH   DFND 1,2 0 3,840 0
SIRIUSPOINT LTD COM G8192H106   51 6,253 SH   DFND 1,2 0 6,253 0
CANADIAN SOLAR INC COM 136635109   5,106 128,255 SH   DFND 1,2 0 128,255 0
CHUBB LIMITED COM H1467J104   51,816 266,845 SH   DFND 1,2 0 266,845 0
TE CONNECTIVITY LTD SHS H84989104   16,566 126,313 SH   DFND 1,2 0 126,313 0
GARMIN LTD SHS H2906T109   5,628 55,765 SH   DFND 1,2 0 55,765 0
LIBERTY GLOBAL PLC SHS CL A G5480U104   5 261 SH   DFND 1,2 0 261 0
LIBERTY GLOBAL PLC SHS CL C G5480U120   588 28,869 SH   DFND 1,2 0 28,869 0
COCA-COLA EUROPACIFIC PARTNE SHS G25839104   1,771 29,927 SH   DFND 1,2 0 29,927 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102   15,383 307,546 SH   DFND 1,2 0 307,546 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104   3,431 95,238 SH   DFND 1,2 0 95,238 0
LIVANOVA PLC SHS G5509L101   1,832 42,034 SH   DFND 1,2 0 42,034 0
TRINSEO PLC SHS G9059U107   53 2,546 SH   DFND 1,2 0 2,546 0
LINDE PLC SHS G54950103   221,366 622,793 SH   DFND 1,2 0 622,793 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101   137,766 482,018 SH   DFND 1,2 0 482,018 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105   4,669 31,904 SH   DFND 1,2 0 31,904 0
EATON CORP PLC SHS G29183103   15,842 92,460 SH   DFND 1,2 0 92,460 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103   17,027 73,272 SH   DFND 1,2 0 73,272 0
NVENT ELECTRIC PLC SHS G6700G107   2,517 58,623 SH   DFND 1,2 0 58,623 0
ALLEGION PLC ORD SHS G0176J109   417 3,910 SH   DFND 1,2 0 3,910 0
STERIS PLC SHS USD G8473T100   8,875 46,396 SH   DFND 1,2 0 46,396 0
TRANE TECHNOLOGIES PLC SHS G8994E103   16,358 88,914 SH   DFND 1,2 0 88,914 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103   9,875 149,356 SH   DFND 1,2 0 149,356 0
AON PLC SHS CL A G0403H108   37,667 119,467 SH   DFND 1,2 0 119,467 0
PENTAIR PLC SHS G7S00T104   43,796 792,399 SH   DFND 1,2 0 792,399 0
HORIZON THERAPEUTICS PUB L SHS G46188101   16,091 147,439 SH   DFND 1,2 0 147,439 0
MEDTRONIC PLC SHS G5960L103   87,843 1,089,588 SH   DFND 1,2 0 1,089,588 0
JOHNSON CTLS INTL PLC SHS G51502105   18,972 315,038 SH   DFND 1,2 0 315,038 0
CHECK POINT SOFTWARE TECH LT ORD M22465104   2,927 22,514 SH   DFND 1,2 0 22,514 0
WIX COM LTD SHS M98068105   61 608 SH   DFND 1,2 0 608 0
APTIV PLC SHS G6095L109   15,248 135,909 SH   DFND 1,2 0 135,909 0
AMCOR PLC ORD G0250X107   6,225 547,006 SH   DFND 1,2 0 547,006 0
CLARIVATE PLC ORD SHS G21810109   798 84,959 SH   DFND 1,2 0 84,959 0
NOVOCURE LTD ORD SHS G6674U108   2,703 44,950 SH   DFND 1,2 0 44,950 0
AMBARELLA INC SHS G037AX101   11,273 145,613 SH   DFND 1,2 0 145,613 0
CONSOLIDATED WATER CO INC ORD G23773107   6,911 420,611 SH   DFND 1,2 0 420,611 0
FRESH DEL MONTE PRODUCE INC ORD G36738105   80 2,652 SH   DFND 1,2 0 2,652 0
GRAB HOLDINGS LIMITED CLASS A ORD G4124C109   1,662 552,100 SH   DFND 1,2 0 552,100 0
ICHOR HOLDINGS SHS G4740B105   78 2,387 SH   DFND 1,2 0 2,387 0
SMART GLOBAL HLDGS INC SHS G8232Y101   70 4,080 SH   DFND 1,2 0 4,080 0
ROYAL CARIBBEAN GROUP COM V7780T103   12,564 192,401 SH   DFND 1,2 0 192,401 0
GLOBANT S A COM L44385109   1,154 7,034 SH   DFND 1,2 0 7,034 0
DORIAN LPG LTD SHS USD Y2106R110   64 3,187 SH   DFND 1,2 0 3,187 0
SCORPIO TANKERS INC SHS Y7542C130   239 4,240 SH   DFND 1,2 0 4,240 0
CORE LABORATORIES N V COM N22717107   88 3,997 SH   DFND 1,2 0 3,997 0
AERCAP HOLDINGS NV SHS N00985106   3,607 64,144 SH   DFND 1,2 0 64,144 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100   8,400 89,463 SH   DFND 1,2 0 89,463 0
NXP SEMICONDUCTORS N V COM N6596X109   19,964 107,058 SH   DFND 1,2 0 107,058 0
UNIQURE NV SHS N90064101   63 3,111 SH   DFND 1,2 0 3,111 0
FERRARI N V COM N3167Y103   4,223 15,587 SH   DFND 1,2 0 15,587 0
ELASTIC N V ORD SHS N14506104   985 17,013 SH   DFND 1,2 0 17,013 0
CARNIVAL CORP COMMON STOCK 143658300   8,310 818,737 SH   DFND 1,2 0 818,737 0
EVERTEC INC COM 30040P103   185 5,484 SH   DFND 1,2 0 5,484 0
FIRST BANCORP P R COM NEW 318672706   171 14,978 SH   DFND 1,2 0 14,978 0
OFG BANCORP COM 67103X102   99 3,962 SH   DFND 1,2 0 3,962 0
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102   4,337 163,399 SH   DFND 1,2 0 163,399 0
AAON INC COM PAR $0.004 000360206   329 3,403 SH   DFND 1,2 0 3,403 0
AAR CORP COM 000361105   164 3,005 SH   DFND 1,2 0 3,005 0
ABM INDS INC COM 000957100   245 5,444 SH   DFND 1,2 0 5,444 0
AFLAC INC COM 001055102   27,048 419,217 SH   DFND 1,2 0 419,217 0
AGCO CORP COM 001084102   2,810 20,781 SH   DFND 1,2 0 20,781 0
AGNC INVT CORP COM 00123Q104   803 79,671 SH   DFND 1,2 0 79,671 0
AES CORP COM 00130H105   893 37,089 SH   DFND 1,2 0 37,089 0
AMC NETWORKS INC CL A 00164V103   45 2,574 SH   DFND 1,2 0 2,574 0
AMN HEALTHCARE SVCS INC COM 001744101   303 3,649 SH   DFND 1,2 0 3,649 0
ANI PHARMACEUTICALS INC COM 00182C103   43 1,081 SH   DFND 1,2 0 1,081 0
AT&T INC COM 00206R102   34,461 1,790,163 SH   DFND 1,2 0 1,790,163 0
A10 NETWORKS INC COM 002121101   81 5,248 SH   DFND 1,2 0 5,248 0
ATN INTL INC COM 00215F107   38 937 SH   DFND 1,2 0 937 0
AXT INC COM 00246W103   175 43,920 SH   DFND 1,2 0 43,920 0
AZZ INC COM 002474104   81 1,965 SH   DFND 1,2 0 1,965 0
THE AARONS COMPANY INC COM 00258W108   29 3,032 SH   DFND 1,2 0 3,032 0
ABBOTT LABS COM 002824100   161,438 1,594,295 SH   DFND 1,2 0 1,594,295 0
ABBVIE INC COM 00287Y109   169,585 1,064,093 SH   DFND 1,2 0 1,064,093 0
ABERCROMBIE & FITCH CO CL A 002896207   115 4,159 SH   DFND 1,2 0 4,159 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107   422 6,461 SH   DFND 1,2 0 6,461 0
ACADIA RLTY TR COM SH BEN INT 004239109   103 7,360 SH   DFND 1,2 0 7,360 0
ACTIVISION BLIZZARD INC COM 00507V109   22,789 266,260 SH   DFND 1,2 0 266,260 0
ADDUS HOMECARE CORP COM 006739106   143 1,341 SH   DFND 1,2 0 1,341 0
ADOBE SYSTEMS INCORPORATED COM 00724F101   187,819 487,372 SH   DFND 1,2 0 487,372 0
ADTALEM GLOBAL ED INC COM 00737L103   149 3,868 SH   DFND 1,2 0 3,868 0
ADVANCE AUTO PARTS INC COM 00751Y106   1,777 14,610 SH   DFND 1,2 0 14,610 0
AECOM COM 00766T100   46 547 SH   DFND 1,2 0 547 0
ADVANSIX INC COM 00773T101   88 2,303 SH   DFND 1,2 0 2,303 0
ADVANCED MICRO DEVICES INC COM 007903107   105,133 1,072,676 SH   DFND 1,2 0 1,072,676 0
ADVANCED DRAIN SYS INC DEL COM 00790R104   18,002 213,779 SH   DFND 1,2 0 213,779 0
ADVANCED ENERGY INDS COM 007973100   305 3,111 SH   DFND 1,2 0 3,111 0
AEROVIRONMENT INC COM 008073108   207 2,259 SH   DFND 1,2 0 2,259 0
AFFIRM HLDGS INC COM CL A 00827B106   520 46,155 SH   DFND 1,2 0 46,155 0
AGILENT TECHNOLOGIES INC COM 00846U101   79,340 573,511 SH   DFND 1,2 0 573,511 0
AGILYSYS INC COM 00847J105   138 1,678 SH   DFND 1,2 0 1,678 0
AIRBNB INC COM CL A 009066101   29,209 234,799 SH   DFND 1,2 0 234,799 0
AIR PRODS & CHEMS INC COM 009158106   33,201 115,600 SH   DFND 1,2 0 115,600 0
AKAMAI TECHNOLOGIES INC COM 00971T101   29,917 382,082 SH   DFND 1,2 0 382,082 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   303 300,000 PRN   DFND 1,2 0 300,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   370 400,000 PRN   DFND 1,2 0 400,000 0
ALAMO GROUP INC COM 011311107   162 877 SH   DFND 1,2 0 877 0
ALARM COM HLDGS INC COM 011642105   211 4,198 SH   DFND 1,2 0 4,198 0
ALBANY INTL CORP CL A 012348108   232 2,597 SH   DFND 1,2 0 2,597 0
ALBEMARLE CORP COM 012653101   12,762 57,738 SH   DFND 1,2 0 57,738 0
ALCOA CORP COM 013872106   10,241 240,625 SH   DFND 1,2 0 240,625 0
ALEXANDER & BALDWIN INC NEW COM 014491104   114 6,014 SH   DFND 1,2 0 6,014 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109   2,864 22,803 SH   DFND 1,2 0 22,803 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102   0 167,960 SH   DFND 1,2 0 167,960 0
ALIGN TECHNOLOGY INC COM 016255101   21,632 64,739 SH   DFND 1,2 0 64,739 0
ALLEGIANT TRAVEL CO COM 01748X102   123 1,340 SH   DFND 1,2 0 1,340 0
BREAD FINANCIAL HOLDINGS INC COM 018581108   143 4,714 SH   DFND 1,2 0 4,714 0
ALLIANT ENERGY CORP COM 018802108   627 11,736 SH   DFND 1,2 0 11,736 0
ALLSTATE CORP COM 020002101   45,346 409,224 SH   DFND 1,2 0 409,224 0
ALLY FINL INC COM 02005N100   5,637 221,158 SH   DFND 1,2 0 221,158 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107   5,575 27,829 SH   DFND 1,2 0 27,829 0
ALPHABET INC CAP STK CL C 02079K107   550,568 5,293,922 SH   DFND 1,2 0 5,293,922 0
ALPHABET INC CAP STK CL A 02079K305   138,195 1,332,261 SH   DFND 1,2 0 1,332,261 0
ALTRIA GROUP INC COM 02209S103   5,259 117,852 SH   DFND 1,2 0 117,852 0
AMAZON COM INC COM 023135106   465,364 4,505,411 SH   DFND 1,2 0 4,505,411 0
AMBAC FINL GROUP INC COM NEW 023139884   61 3,972 SH   DFND 1,2 0 3,972 0
AMEREN CORP COM 023608102   1,687 19,532 SH   DFND 1,2 0 19,532 0
AMERESCO INC CL A 02361E108   4,262 86,594 SH   DFND 1,2 0 86,594 0
AMERICAN ASSETS TR INC COM 024013104   81 4,375 SH   DFND 1,2 0 4,375 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103   74 9,456 SH   DFND 1,2 0 9,456 0
AMERICAN ELEC PWR CO INC COM 025537101   2,980 32,750 SH   DFND 1,2 0 32,750 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106   268 19,955 SH   DFND 1,2 0 19,955 0
AMERICAN EQTY INVT LIFE HLD COM 025676206   203 5,563 SH   DFND 1,2 0 5,563 0
AMERICAN EXPRESS CO COM 025816109   65,278 395,747 SH   DFND 1,2 0 395,747 0
AMERICAN FINL GROUP INC OHIO COM 025932104   1,626 13,379 SH   DFND 1,2 0 13,379 0
AMERICAN HOMES 4 RENT CL A 02665T306   1,926 61,248 SH   DFND 1,2 0 61,248 0
AMERICAN INTL GROUP INC COM NEW 026874784   13,454 267,161 SH   DFND 1,2 0 267,161 0
AMER STATES WTR CO COM 029899101   561 6,309 SH   DFND 1,2 0 6,309 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207   3,104 632,089 SH   DFND 1,2 0 632,089 0
AMERICAN TOWER CORP NEW COM 03027X100   29,110 142,457 SH   DFND 1,2 0 142,457 0
AMERICAN VANGUARD CORP COM 030371108   48 2,191 SH   DFND 1,2 0 2,191 0
AMERICAN WTR WKS CO INC NEW COM 030420103   82,964 566,349 SH   DFND 1,2 0 566,349 0
AMERICAN WOODMARK CORPORATIO COM 030506109   69 1,316 SH   DFND 1,2 0 1,316 0
AMERICAS CAR-MART INC COM 03062T105   39 490 SH   DFND 1,2 0 490 0
AMERICOLD REALTY TRUST INC COM 03064D108   1,631 57,314 SH   DFND 1,2 0 57,314 0
AMERISAFE INC COM 03071H100   90 1,832 SH   DFND 1,2 0 1,832 0
AMERISOURCEBERGEN CORP COM 03073E105   35,361 220,853 SH   DFND 1,2 0 220,853 0
AMERIPRISE FINL INC COM 03076C106   23,944 78,120 SH   DFND 1,2 0 78,120 0
AMERIS BANCORP COM 03076K108   202 5,512 SH   DFND 1,2 0 5,512 0
AMETEK INC COM 031100100   10,728 73,818 SH   DFND 1,2 0 73,818 0
AMGEN INC COM 031162100   89,601 370,637 SH   DFND 1,2 0 370,637 0
AMPHENOL CORP NEW CL A 032095101   41,842 512,018 SH   DFND 1,2 0 512,018 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103   119 3,178 SH   DFND 1,2 0 3,178 0
ANALOG DEVICES INC COM 032654105   61,552 312,100 SH   DFND 1,2 0 312,100 0
ANDERSONS INC COM 034164103   102 2,457 SH   DFND 1,2 0 2,457 0
ANGIODYNAMICS INC COM 03475V101   35 3,433 SH   DFND 1,2 0 3,433 0
ANIKA THERAPEUTICS INC COM 035255108   30 1,060 SH   DFND 1,2 0 1,060 0
ANNALY CAPITAL MANAGEMENT IN COM NEW 035710839   6,857 358,839 SH   DFND 1,2 0 358,839 0
ANSYS INC COM 03662Q105   19,955 59,961 SH   DFND 1,2 0 59,961 0
ELEVANCE HEALTH INC COM 036752103   99,567 216,540 SH   DFND 1,2 0 216,540 0
APA CORPORATION COM 03743Q108   2,921 81,006 SH   DFND 1,2 0 81,006 0
APOGEE ENTERPRISES INC COM 037598109   74 1,716 SH   DFND 1,2 0 1,716 0
APOLLO COML REAL EST FIN INC COM 03762U105   103 11,012 SH   DFND 1,2 0 11,012 0
APOLLO MED HLDGS INC COM NEW 03763A207   124 3,399 SH   DFND 1,2 0 3,399 0
APOLLO GLOBAL MGMT INC COM 03769M106   5,061 80,125 SH   DFND 1,2 0 80,125 0
APPLE INC COM 037833100   1,338,629 8,117,825 SH   DFND 1,2 0 8,117,825 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105   463 3,256 SH   DFND 1,2 0 3,256 0
APPLIED MATLS INC COM 038222105   89,524 728,848 SH   DFND 1,2 0 728,848 0
ARAMARK COM 03852U106   2,411 67,344 SH   DFND 1,2 0 67,344 0
ARCBEST CORP COM 03937C105   184 1,993 SH   DFND 1,2 0 1,993 0
ARCHER DANIELS MIDLAND CO COM 039483102   20,966 263,190 SH   DFND 1,2 0 263,190 0
ARCHROCK INC COM 03957W106   113 11,555 SH   DFND 1,2 0 11,555 0
ARCOSA INC COM 039653100   633 10,026 SH   DFND 1,2 0 10,026 0
ARCONIC CORPORATION COM 03966V107   436 16,604 SH   DFND 1,2 0 16,604 0
ARCUS BIOSCIENCES INC COM 03969F109   73 4,028 SH   DFND 1,2 0 4,028 0
ARLO TECHNOLOGIES INC COM 04206A101   44 7,322 SH   DFND 1,2 0 7,322 0
ARMADA HOFFLER PPTYS INC COM 04208T108   64 5,380 SH   DFND 1,2 0 5,380 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507   77 14,612 SH   DFND 1,2 0 14,612 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100   8,117 370,989 SH   DFND 1,2 0 370,989 0
ARROW ELECTRS INC COM 042735100   1,167 9,344 SH   DFND 1,2 0 9,344 0
ARTESIAN RES CORP CL A 043113208   8,890 160,577 SH   DFND 1,2 0 160,577 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104   379 1,804 SH   DFND 1,2 0 1,804 0
ASSURANT INC COM 04621X108   470 3,914 SH   DFND 1,2 0 3,914 0
ASTEC INDS INC COM 046224101   78 1,891 SH   DFND 1,2 0 1,891 0
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ATMOS ENERGY CORP COM 049560105   10,095 89,846 SH   DFND 1,2 0 89,846 0
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AVANOS MED INC COM 05350V106   107 3,594 SH   DFND 1,2 0 3,594 0
AVANTOR INC COM 05352A100   927 43,834 SH   DFND 1,2 0 43,834 0
AVERY DENNISON CORP COM 053611109   5,634 31,487 SH   DFND 1,2 0 31,487 0
AVID BIOSERVICES INC COM 05368M106   101 5,384 SH   DFND 1,2 0 5,384 0
AVISTA CORP COM 05379B107   561 13,207 SH   DFND 1,2 0 13,207 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208   362 2,720 SH   DFND 1,2 0 2,720 0
AXOS FINANCIAL INC COM 05465C100   162 4,385 SH   DFND 1,2 0 4,385 0
B & G FOODS INC NEW COM 05508R106   88 5,673 SH   DFND 1,2 0 5,673 0
B. RILEY FINANCIAL INC COM 05580M108   32 1,140 SH   DFND 1,2 0 1,140 0
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BAXTER INTL INC COM 071813109   12,062 297,385 SH   DFND 1,2 0 297,385 0
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BENTLEY SYS INC COM CL B 08265T208   10,337 240,462 SH   DFND 1,2 0 240,462 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   285 300,000 PRN   DFND 1,2 0 300,000 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1   169 200,000 PRN   DFND 1,2 0 200,000 0
BERKLEY W R CORP COM 084423102   22,431 360,272 SH   DFND 1,2 0 360,272 0
BERKSHIRE HILLS BANCORP INC COM 084680107   97 3,857 SH   DFND 1,2 0 3,857 0
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BIG LOTS INC COM 089302103   31 2,817 SH   DFND 1,2 0 2,817 0
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BILIBILI INC NOTE 1.375% 4/0 090040AB2   247 200,000 PRN   DFND 1,2 0 200,000 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8   205 200,000 PRN   DFND 1,2 0 200,000 0
BIO RAD LABS INC CL A 090572207   1,358 2,835 SH   DFND 1,2 0 2,835 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101   27,050 278,178 SH   DFND 1,2 0 278,178 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4   206 200,000 PRN   DFND 1,2 0 200,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   313 300,000 PRN   DFND 1,2 0 300,000 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204   56 2,575 SH   DFND 1,2 0 2,575 0
BIOGEN INC COM 09062X103   18,393 66,156 SH   DFND 1,2 0 66,156 0
BIO-TECHNE CORP COM 09073M104   1,019 13,730 SH   DFND 1,2 0 13,730 0
BJS RESTAURANTS INC COM 09180C106   58 1,976 SH   DFND 1,2 0 1,976 0
BLACK KNIGHT INC COM 09215C105   1,614 28,035 SH   DFND 1,2 0 28,035 0
BLACKROCK INC COM 09247X101   25,539 38,168 SH   DFND 1,2 0 38,168 0
BLACKSTONE INC COM 09260D107   33,010 375,794 SH   DFND 1,2 0 375,794 0
BLOOM ENERGY CORP COM CL A 093712107   8,233 413,077 SH   DFND 1,2 0 413,077 0
BLOOMIN BRANDS INC COM 094235108   191 7,457 SH   DFND 1,2 0 7,457 0
BOEING CO COM 097023105   7,625 35,892 SH   DFND 1,2 0 35,892 0
BOISE CASCADE CO DEL COM 09739D100   212 3,345 SH   DFND 1,2 0 3,345 0
BOOKING HOLDINGS INC COM 09857L108   130,583 49,232 SH   DFND 1,2 0 49,232 0
BOOT BARN HLDGS INC COM 099406100   188 2,448 SH   DFND 1,2 0 2,448 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106   2,410 25,996 SH   DFND 1,2 0 25,996 0
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BOSTON PROPERTIES INC COM 101121101   531 9,803 SH   DFND 1,2 0 9,803 0
BOSTON SCIENTIFIC CORP COM 101137107   138,905 2,776,438 SH   DFND 1,2 0 2,776,438 0
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BRANDYWINE RLTY TR SH BEN INT NEW 105368203   55 11,525 SH   DFND 1,2 0 11,525 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100   7,543 97,969 SH   DFND 1,2 0 97,969 0
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BRINKER INTL INC COM 109641100   139 3,661 SH   DFND 1,2 0 3,661 0
BRISTOL-MYERS SQUIBB CO COM 110122108   102,897 1,484,587 SH   DFND 1,2 0 1,484,587 0
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BROADCOM INC COM 11135F101   148,639 231,691 SH   DFND 1,2 0 231,691 0
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BROWN & BROWN INC COM 115236101   6,378 111,083 SH   DFND 1,2 0 111,083 0
BUCKLE INC COM 118440106   123 3,439 SH   DFND 1,2 0 3,439 0
BURLINGTON STORES INC COM 122017106   3,549 17,560 SH   DFND 1,2 0 17,560 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2   232 200,000 PRN   DFND 1,2 0 200,000 0
CBOE GLOBAL MKTS INC COM 12503M108   6,707 49,963 SH   DFND 1,2 0 49,963 0
CBRE GROUP INC CL A 12504L109   16,409 225,364 SH   DFND 1,2 0 225,364 0
CDW CORP COM 12514G108   41,984 215,424 SH   DFND 1,2 0 215,424 0
CF INDS HLDGS INC COM 125269100   11,339 156,428 SH   DFND 1,2 0 156,428 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209   6,951 69,952 SH   DFND 1,2 0 69,952 0
CME GROUP INC COM 12572Q105   45,011 235,022 SH   DFND 1,2 0 235,022 0
CMS ENERGY CORP COM 125896100   1,330 21,671 SH   DFND 1,2 0 21,671 0
CSG SYS INTL INC COM 126349109   542 10,088 SH   DFND 1,2 0 10,088 0
CSX CORP COM 126408103   8,006 267,415 SH   DFND 1,2 0 267,415 0
CTS CORP COM 126501105   132 2,677 SH   DFND 1,2 0 2,677 0
CVB FINL CORP COM 126600105   176 10,563 SH   DFND 1,2 0 10,563 0
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CABLE ONE INC COM 12685J105   98 140 SH   DFND 1,2 0 140 0
COTERRA ENERGY INC COM 127097103   5,102 207,925 SH   DFND 1,2 0 207,925 0
CACI INTL INC CL A 127190304   2,785 9,400 SH   DFND 1,2 0 9,400 0
CADENCE DESIGN SYSTEM INC COM 127387108   70,517 335,650 SH   DFND 1,2 0 335,650 0
CAESARS ENTERTAINMENT INC NE COM 12769G100   4,667 95,609 SH   DFND 1,2 0 95,609 0
CAL MAINE FOODS INC COM NEW 128030202   200 3,279 SH   DFND 1,2 0 3,279 0
CALAVO GROWERS INC COM 128246105   43 1,487 SH   DFND 1,2 0 1,487 0
CALERES INC COM 129500104   70 3,222 SH   DFND 1,2 0 3,222 0
CALIFORNIA WTR SVC GROUP COM 130788102   30,870 530,409 SH   DFND 1,2 0 530,409 0
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CAMDEN PPTY TR SH BEN INT 133131102   2,083 19,871 SH   DFND 1,2 0 19,871 0
CAMPBELL SOUP CO COM 134429109   20,547 373,722 SH   DFND 1,2 0 373,722 0
CAPITAL ONE FINL CORP COM 14040H105   23,559 244,994 SH   DFND 1,2 0 244,994 0
CAPITOL FED FINL INC COM 14057J101   71 10,514 SH   DFND 1,2 0 10,514 0
CARA THERAPEUTICS INC COM 140755109   19 3,937 SH   DFND 1,2 0 3,937 0
CARDINAL HEALTH INC COM 14149Y108   19,115 253,182 SH   DFND 1,2 0 253,182 0
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CARMAX INC COM 143130102   5,564 86,554 SH   DFND 1,2 0 86,554 0
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CARNIVAL CORP NOTE 5.750%10/0 143658BT8   251 200,000 PRN   DFND 1,2 0 200,000 0
CARPENTER TECHNOLOGY CORP COM 144285103   175 3,912 SH   DFND 1,2 0 3,912 0
CARRIER GLOBAL CORPORATION COM 14448C104   13,569 296,601 SH   DFND 1,2 0 296,601 0
CARS COM INC COM 14575E105   105 5,450 SH   DFND 1,2 0 5,450 0
CARTERS INC COM 146229109   66 924 SH   DFND 1,2 0 924 0
CATALENT INC COM 148806102   6,499 98,900 SH   DFND 1,2 0 98,900 0
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CENTENE CORP DEL COM 15135B101   25,901 409,759 SH   DFND 1,2 0 409,759 0
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CENTERSPACE COM 15202L107   66 1,213 SH   DFND 1,2 0 1,213 0
CENTRAL GARDEN & PET CO COM 153527106   3 83 SH   DFND 1,2 0 83 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205   163 4,173 SH   DFND 1,2 0 4,173 0
CENTRAL PAC FINL CORP COM NEW 154760409   35 1,967 SH   DFND 1,2 0 1,967 0
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CENTURY CMNTYS INC COM 156504300   145 2,273 SH   DFND 1,2 0 2,273 0
CERENCE INC COM 156727109   95 3,382 SH   DFND 1,2 0 3,382 0
CERIDIAN HCM HLDG INC COM 15677J108   488 6,669 SH   DFND 1,2 0 6,669 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   90 100,000 PRN   DFND 1,2 0 100,000 0
CEVA INC COM 157210105   58 1,920 SH   DFND 1,2 0 1,920 0
CHAMPIONX CORPORATION COM 15872M104   263 9,703 SH   DFND 1,2 0 9,703 0
CHARLES RIV LABS INTL INC COM 159864107   867 4,297 SH   DFND 1,2 0 4,297 0
CHARTER COMMUNICATIONS INC N CL A 16119P108   8,792 24,586 SH   DFND 1,2 0 24,586 0
CHATHAM LODGING TR COM 16208T102   41 3,873 SH   DFND 1,2 0 3,873 0
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CHICOS FAS INC COM 168615102   56 10,231 SH   DFND 1,2 0 10,231 0
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CHUYS HLDGS INC COM 171604101   56 1,557 SH   DFND 1,2 0 1,557 0
CIENA CORP COM NEW 171779309   2,418 46,046 SH   DFND 1,2 0 46,046 0
CINCINNATI FINL CORP COM 172062101   2,297 20,496 SH   DFND 1,2 0 20,496 0
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CIRCOR INTL INC COM 17273K109   54 1,735 SH   DFND 1,2 0 1,735 0
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CINTAS CORP COM 172908105   9,882 21,359 SH   DFND 1,2 0 21,359 0
CITIGROUP INC COM NEW 172967424   48,065 1,025,069 SH   DFND 1,2 0 1,025,069 0
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CITY HLDG CO COM 177835105   118 1,294 SH   DFND 1,2 0 1,294 0
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CLEARWATER PAPER CORP COM 18538R103   46 1,383 SH   DFND 1,2 0 1,383 0
CLEVELAND-CLIFFS INC NEW COM 185899101   4,088 223,010 SH   DFND 1,2 0 223,010 0
CLOROX CO DEL COM 189054109   23,498 148,499 SH   DFND 1,2 0 148,499 0
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COCA COLA CO COM 191216100   218,728 3,526,168 SH   DFND 1,2 0 3,526,168 0
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COGNEX CORP COM 192422103   1,920 38,747 SH   DFND 1,2 0 38,747 0
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COHU INC COM 192576106   161 4,181 SH   DFND 1,2 0 4,181 0
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COLGATE PALMOLIVE CO COM 194162103   50,936 677,791 SH   DFND 1,2 0 677,791 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104   66 2,741 SH   DFND 1,2 0 2,741 0
COLUMBIA BKG SYS INC COM 197236102   378 17,635 SH   DFND 1,2 0 17,635 0
COMFORT SYS USA INC COM 199908104   433 2,966 SH   DFND 1,2 0 2,966 0
COMCAST CORP NEW CL A 20030N101   85,222 2,248,007 SH   DFND 1,2 0 2,248,007 0
COMMERCE BANCSHARES INC COM 200525103   3,338 57,199 SH   DFND 1,2 0 57,199 0
COMMUNITY BK SYS INC COM 203607106   231 4,401 SH   DFND 1,2 0 4,401 0
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COMPASS MINERALS INTL INC COM 20451N101   89 2,593 SH   DFND 1,2 0 2,593 0
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CONAGRA BRANDS INC COM 205887102   5,498 146,373 SH   DFND 1,2 0 146,373 0
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CONSOL ENERGY INC NEW COM 20854L108   153 2,618 SH   DFND 1,2 0 2,618 0
CONSOLIDATED COMM HLDGS INC COM 209034107   16 6,214 SH   DFND 1,2 0 6,214 0
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CONSTELLATION BRANDS INC CL A 21036P108   42,280 187,169 SH   DFND 1,2 0 187,169 0
CONSTELLATION ENERGY CORP COM 21037T109   14,998 191,057 SH   DFND 1,2 0 191,057 0
COOPER COS INC COM NEW 216648402   36,093 96,672 SH   DFND 1,2 0 96,672 0
COPART INC COM 217204106   8,943 118,906 SH   DFND 1,2 0 118,906 0
CORCEPT THERAPEUTICS INC COM 218352102   168 7,765 SH   DFND 1,2 0 7,765 0
CORNING INC COM 219350105   3,889 110,231 SH   DFND 1,2 0 110,231 0
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CORTEVA INC COM 22052L104   24,027 398,394 SH   DFND 1,2 0 398,394 0
CORVEL CORP COM 221006109   152 801 SH   DFND 1,2 0 801 0
COSTCO WHSL CORP NEW COM 22160K105   29,736 59,847 SH   DFND 1,2 0 59,847 0
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CROSS CTRY HEALTHCARE INC COM 227483104   70 3,124 SH   DFND 1,2 0 3,124 0
CROWDSTRIKE HLDGS INC CL A 22788C105   24,419 177,904 SH   DFND 1,2 0 177,904 0
CROWN HLDGS INC COM 228368106   9,003 108,853 SH   DFND 1,2 0 108,853 0
ARTIVION INC COM 228903100   43 3,311 SH   DFND 1,2 0 3,311 0
CUMMINS INC COM 231021106   6,471 27,088 SH   DFND 1,2 0 27,088 0
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CUTERA INC COM 232109108   37 1,550 SH   DFND 1,2 0 1,550 0
CYTOKINETICS INC COM NEW 23282W605   276 7,853 SH   DFND 1,2 0 7,853 0
DMC GLOBAL INC COM 23291C103   39 1,784 SH   DFND 1,2 0 1,784 0
D R HORTON INC COM 23331A109   3,939 40,320 SH   DFND 1,2 0 40,320 0
DTE ENERGY CO COM 233331107   1,320 12,052 SH   DFND 1,2 0 12,052 0
DXP ENTERPRISES INC COM NEW 233377407   37 1,375 SH   DFND 1,2 0 1,375 0
DANAHER CORPORATION COM 235851102   199,508 791,574 SH   DFND 1,2 0 791,574 0
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DARDEN RESTAURANTS INC COM 237194105   1,217 7,844 SH   DFND 1,2 0 7,844 0
DARLING INGREDIENTS INC COM 237266101   8,807 150,809 SH   DFND 1,2 0 150,809 0
DATADOG INC CL A COM 23804L103   4,353 59,904 SH   DFND 1,2 0 59,904 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   217 200,000 PRN   DFND 1,2 0 200,000 0
DAVE & BUSTERS ENTMT INC COM 238337109   159 4,317 SH   DFND 1,2 0 4,317 0
DAVITA INC COM 23918K108   3,674 45,299 SH   DFND 1,2 0 45,299 0
DEERE & CO COM 244199105   52,128 126,254 SH   DFND 1,2 0 126,254 0
DELL TECHNOLOGIES INC CL C 24703L202   8,147 202,601 SH   DFND 1,2 0 202,601 0
DELTA AIR LINES INC DEL COM NEW 247361702   3,866 110,707 SH   DFND 1,2 0 110,707 0
DELUXE CORP COM 248019101   58 3,615 SH   DFND 1,2 0 3,615 0
DENTSPLY SIRONA INC COM 24906P109   7,144 181,863 SH   DFND 1,2 0 181,863 0
DESIGNER BRANDS INC CL A 250565108   33 3,831 SH   DFND 1,2 0 3,831 0
DEVON ENERGY CORP NEW COM 25179M103   11,953 236,170 SH   DFND 1,2 0 236,170 0
DEXCOM INC COM 252131107   53,289 458,678 SH   DFND 1,2 0 458,678 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   430 400,000 PRN   DFND 1,2 0 400,000 0
DIAMONDROCK HOSPITALITY CO COM 252784301   136 16,782 SH   DFND 1,2 0 16,782 0
DIAMONDBACK ENERGY INC COM 25278X109   4,734 35,021 SH   DFND 1,2 0 35,021 0
DIGI INTL INC COM 253798102   110 3,271 SH   DFND 1,2 0 3,271 0
DIGITAL RLTY TR INC COM 253868103   5,957 60,590 SH   DFND 1,2 0 60,590 0
DILLARDS INC CL A 254067101   307 998 SH   DFND 1,2 0 998 0
DIME CMNTY BANCSHARES INC COM 25432X102   62 2,734 SH   DFND 1,2 0 2,734 0
DINE BRANDS GLOBAL INC COM 254423106   85 1,264 SH   DFND 1,2 0 1,264 0
DIODES INC COM 254543101   385 4,150 SH   DFND 1,2 0 4,150 0
DISNEY WALT CO COM 254687106   171,608 1,713,850 SH   DFND 1,2 0 1,713,850 0
DISCOVER FINL SVCS COM 254709108   22,291 225,523 SH   DFND 1,2 0 225,523 0
DISH NETWORK CORPORATION CL A 25470M109   1,197 128,283 SH   DFND 1,2 0 128,283 0
DOCUSIGN INC COM 256163106   3,211 55,080 SH   DFND 1,2 0 55,080 0
DOLLAR GEN CORP NEW COM 256677105   17,039 80,959 SH   DFND 1,2 0 80,959 0
DOLLAR TREE INC COM 256746108   8,124 56,597 SH   DFND 1,2 0 56,597 0
DOMINION ENERGY INC COM 25746U109   2,932 52,444 SH   DFND 1,2 0 52,444 0
DOMINOS PIZZA INC COM 25754A201   3,187 9,661 SH   DFND 1,2 0 9,661 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100   81 1,988 SH   DFND 1,2 0 1,988 0
DOORDASH INC CL A 25809K105   7,465 117,444 SH   DFND 1,2 0 117,444 0
DORMAN PRODS INC COM 258278100   229 2,659 SH   DFND 1,2 0 2,659 0
DOUGLAS ELLIMAN INC COM 25961D105   18 5,843 SH   DFND 1,2 0 5,843 0
DOVER CORP COM 260003108   17,626 116,007 SH   DFND 1,2 0 116,007 0
DOW INC COM 260557103   16,118 294,012 SH   DFND 1,2 0 294,012 0
DRIL-QUIP INC COM 262037104   74 2,595 SH   DFND 1,2 0 2,595 0
DROPBOX INC CL A 26210C104   3,681 170,275 SH   DFND 1,2 0 170,275 0
DROPBOX INC NOTE 3/0 26210CAC8   269 300,000 PRN   DFND 1,2 0 300,000 0
DROPBOX INC NOTE 3/0 26210CAD6   174 200,000 PRN   DFND 1,2 0 200,000 0
DUKE ENERGY CORP NEW COM NEW 26441C204   4,438 46,005 SH   DFND 1,2 0 46,005 0
DUPONT DE NEMOURS INC COM 26614N102   14,460 201,472 SH   DFND 1,2 0 201,472 0
DYNATRACE INC COM NEW 268150109   651 15,387 SH   DFND 1,2 0 15,387 0
E L F BEAUTY INC COM 26856L103   354 4,294 SH   DFND 1,2 0 4,294 0
EL POLLO LOCO HLDGS INC COM 268603107   13 1,364 SH   DFND 1,2 0 1,364 0
EOG RES INC COM 26875P101   14,985 130,723 SH   DFND 1,2 0 130,723 0
EQT CORP COM 26884L109   2,212 69,310 SH   DFND 1,2 0 69,310 0
EAGLE BANCORP INC MD COM 268948106   79 2,369 SH   DFND 1,2 0 2,369 0
EAGLE PHARMACEUTICALS INC COM 269796108   26 933 SH   DFND 1,2 0 933 0
EASTERLY GOVT PPTYS INC COM 27616P103   1,580 114,984 SH   DFND 1,2 0 114,984 0
EASTGROUP PPTYS INC COM 277276101   2,009 12,153 SH   DFND 1,2 0 12,153 0
EASTMAN CHEM CO COM 277432100   3,340 39,604 SH   DFND 1,2 0 39,604 0
EBAY INC. COM 278642103   40,559 914,106 SH   DFND 1,2 0 914,106 0
EBIX INC COM NEW 278715206   27 2,065 SH   DFND 1,2 0 2,065 0
ECOLAB INC COM 278865100   49,658 299,991 SH   DFND 1,2 0 299,991 0
EDGEWELL PERS CARE CO COM 28035Q102   178 4,195 SH   DFND 1,2 0 4,195 0
EDISON INTL COM 281020107   10,180 144,211 SH   DFND 1,2 0 144,211 0
EDWARDS LIFESCIENCES CORP COM 28176E108   72,118 871,725 SH   DFND 1,2 0 871,725 0
8X8 INC NEW COM 282914100   31 7,492 SH   DFND 1,2 0 7,492 0
ELANCO ANIMAL HEALTH INC COM 28414H103   1,184 125,958 SH   DFND 1,2 0 125,958 0
ELECTRONIC ARTS INC COM 285512109   18,469 153,333 SH   DFND 1,2 0 153,333 0
ELLINGTON FINANCIAL INC COM 28852N109   71 5,844 SH   DFND 1,2 0 5,844 0
EMBECTA CORP COMMON STOCK 29082K105   141 5,025 SH   DFND 1,2 0 5,025 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105   43 4,161 SH   DFND 1,2 0 4,161 0
EMERSON ELEC CO COM 291011104   12,001 137,724 SH   DFND 1,2 0 137,724 0
ASPEN TECHNOLOGY INC COM 29109X106   3,683 16,090 SH   DFND 1,2 0 16,090 0
EMPLOYERS HLDGS INC COM 292218104   92 2,203 SH   DFND 1,2 0 2,203 0
ENANTA PHARMACEUTICALS INC COM 29251M106   64 1,586 SH   DFND 1,2 0 1,586 0
ENCORE CAP GROUP INC COM 292554102   92 1,820 SH   DFND 1,2 0 1,820 0
ENCORE WIRE CORP COM 292562105   278 1,502 SH   DFND 1,2 0 1,502 0
ENERGY RECOVERY INC COM 29270J100   21,334 925,569 SH   DFND 1,2 0 925,569 0
ENERPAC TOOL GROUP CORP CL A COM 292765104   130 5,113 SH   DFND 1,2 0 5,113 0
ENPHASE ENERGY INC COM 29355A107   23,792 113,144 SH   DFND 1,2 0 113,144 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0   207 200,000 PRN   DFND 1,2 0 200,000 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3   209 200,000 PRN   DFND 1,2 0 200,000 0
ENPRO INDS INC COM 29355X107   182 1,753 SH   DFND 1,2 0 1,753 0
ENOVA INTL INC COM 29357K103   111 2,504 SH   DFND 1,2 0 2,504 0
ENSIGN GROUP INC COM 29358P101   452 4,729 SH   DFND 1,2 0 4,729 0
ENTEGRIS INC COM 29362U104   6,476 78,963 SH   DFND 1,2 0 78,963 0
ENTERGY CORP NEW COM 29364G103   1,186 11,007 SH   DFND 1,2 0 11,007 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   90 100,000 PRN   DFND 1,2 0 100,000 0
EPAM SYS INC COM 29414B104   3,436 11,491 SH   DFND 1,2 0 11,491 0
ENVISTA HOLDINGS CORPORATION COM 29415F104   409 10,005 SH   DFND 1,2 0 10,005 0
EPLUS INC COM 294268107   113 2,300 SH   DFND 1,2 0 2,300 0
EQUIFAX INC COM 294429105   5,665 27,929 SH   DFND 1,2 0 27,929 0
EQUINIX INC COM 29444U700   36,142 50,125 SH   DFND 1,2 0 50,125 0
EQUITABLE HLDGS INC COM 29452E101   1,886 74,271 SH   DFND 1,2 0 74,271 0
EQUITRANS MIDSTREAM CORP COM 294600101   128 22,094 SH   DFND 1,2 0 22,094 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108   911 13,568 SH   DFND 1,2 0 13,568 0
EQUITY RESIDENTIAL SH BEN INT 29476L107   5,069 84,483 SH   DFND 1,2 0 84,483 0
ERIE INDTY CO CL A 29530P102   2,835 12,238 SH   DFND 1,2 0 12,238 0
ESCO TECHNOLOGIES INC COM 296315104   209 2,190 SH   DFND 1,2 0 2,190 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107   302 12,146 SH   DFND 1,2 0 12,146 0
ESSENTIAL UTILS INC COM 29670G102   6,284 143,969 SH   DFND 1,2 0 143,969 0
ESSEX PPTY TR INC COM 297178105   4,393 21,005 SH   DFND 1,2 0 21,005 0
ETHAN ALLEN INTERIORS INC COM 297602104   53 1,933 SH   DFND 1,2 0 1,933 0
ETSY INC COM 29786A106   9,691 87,044 SH   DFND 1,2 0 87,044 0
ETSY INC NOTE 0.125% 9/0 29786AAL0   271 300,000 PRN   DFND 1,2 0 300,000 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   250 300,000 PRN   DFND 1,2 0 300,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   97 100,000 PRN   DFND 1,2 0 100,000 0
EVERGY INC COM 30034W106   651 10,650 SH   DFND 1,2 0 10,650 0
EVERSOURCE ENERGY COM 30040W108   11,419 145,914 SH   DFND 1,2 0 145,914 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105   49,218 989,910 SH   DFND 1,2 0 989,910 0
EXACT SCIENCES CORP COM 30063P105   6,840 100,864 SH   DFND 1,2 0 100,864 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   186 200,000 PRN   DFND 1,2 0 200,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9   264 300,000 PRN   DFND 1,2 0 300,000 0
EXELON CORP COM 30161N101   19,361 462,193 SH   DFND 1,2 0 462,193 0
EXPEDIA GROUP INC COM NEW 30212P303   8,476 87,353 SH   DFND 1,2 0 87,353 0
EXPEDITORS INTL WASH INC COM 302130109   13,151 119,420 SH   DFND 1,2 0 119,420 0
EXTRA SPACE STORAGE INC COM 30225T102   1,281 7,862 SH   DFND 1,2 0 7,862 0
EZCORP INC CL A NON VTG 302301106   38 4,429 SH   DFND 1,2 0 4,429 0
EXXON MOBIL CORP COM 30231G102   112,811 1,028,737 SH   DFND 1,2 0 1,028,737 0
FMC CORP COM NEW 302491303   13,557 111,006 SH   DFND 1,2 0 111,006 0
FB FINL CORP COM 30257X104   85 2,724 SH   DFND 1,2 0 2,724 0
META PLATFORMS INC CL A 30303M102   118,317 558,259 SH   DFND 1,2 0 558,259 0
FACTSET RESH SYS INC COM 303075105   6,522 15,713 SH   DFND 1,2 0 15,713 0
FTC SOLAR INC COM 30320C103   1,742 774,198 SH   DFND 1,2 0 774,198 0
FAIR ISAAC CORP COM 303250104   5,815 8,275 SH   DFND 1,2 0 8,275 0
FARO TECHNOLOGIES INC COM 311642102   38 1,557 SH   DFND 1,2 0 1,557 0
FASTENAL CO COM 311900104   10,454 193,802 SH   DFND 1,2 0 193,802 0
FEDERAL SIGNAL CORP COM 313855108   280 5,171 SH   DFND 1,2 0 5,171 0
FEDEX CORP COM 31428X106   21,184 92,713 SH   DFND 1,2 0 92,713 0
F5 INC COM 315616102   7,175 49,245 SH   DFND 1,2 0 49,245 0
FIDELITY NATL INFORMATION SV COM 31620M106   9,168 168,744 SH   DFND 1,2 0 168,744 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303   7,690 220,167 SH   DFND 1,2 0 220,167 0
FIFTH THIRD BANCORP COM 316773100   18,744 703,589 SH   DFND 1,2 0 703,589 0
FIRST BANCORP N C COM 318910106   118 3,325 SH   DFND 1,2 0 3,325 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103   2,634 2,707 SH   DFND 1,2 0 2,707 0
FIRST COMWLTH FINL CORP PA COM 319829107   104 8,402 SH   DFND 1,2 0 8,402 0
FIRST FINL BANCORP OH COM 320209109   172 7,902 SH   DFND 1,2 0 7,902 0
FIRST FINL BANKSHARES INC COM 32020R109   94 2,946 SH   DFND 1,2 0 2,946 0
FIRST HAWAIIAN INC COM 32051X108   221 10,710 SH   DFND 1,2 0 10,710 0
FIRST REP BK SAN FRANCISCO C COM 33616C100   1,043 74,549 SH   DFND 1,2 0 74,549 0
FIRST SOLAR INC COM 336433107   23,093 106,174 SH   DFND 1,2 0 106,174 0
FISERV INC COM 337738108   43,318 383,239 SH   DFND 1,2 0 383,239 0
FIRSTENERGY CORP COM 337932107   1,106 27,608 SH   DFND 1,2 0 27,608 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   283 300,000 PRN   DFND 1,2 0 300,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105   5,399 25,606 SH   DFND 1,2 0 25,606 0
FORD MTR CO DEL COM 345370860   10,957 869,620 SH   DFND 1,2 0 869,620 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   803 800,000 PRN   DFND 1,2 0 800,000 0
FORMFACTOR INC COM 346375108   202 6,354 SH   DFND 1,2 0 6,354 0
FORRESTER RESH INC COM 346563109   31 947 SH   DFND 1,2 0 947 0
FORTINET INC COM 34959E109   24,943 375,301 SH   DFND 1,2 0 375,301 0
FORTIVE CORP COM 34959J108   17,142 251,460 SH   DFND 1,2 0 251,460 0
FORWARD AIR CORP COM 349853101   229 2,126 SH   DFND 1,2 0 2,126 0
FOUR CORNERS PPTY TR INC COM 35086T109   1,123 41,804 SH   DFND 1,2 0 41,804 0
FOX CORP CL A COM 35137L105   9,199 270,163 SH   DFND 1,2 0 270,163 0
FOX CORP CL B COM 35137L204   5,241 167,387 SH   DFND 1,2 0 167,387 0
FRANKLIN BSP RLTY TR INC COMMON STOCK 35243J101   84 7,044 SH   DFND 1,2 0 7,044 0
FRANKLIN ELEC INC COM 353514102   26,235 278,797 SH   DFND 1,2 0 278,797 0
FRANKLIN RESOURCES INC COM 354613101   7,213 267,744 SH   DFND 1,2 0 267,744 0
FREEPORT-MCMORAN INC CL B 35671D857   21,818 533,321 SH   DFND 1,2 0 533,321 0
FRESHPET INC COM 358039105   1,557 23,520 SH   DFND 1,2 0 23,520 0
FRONTDOOR INC COM 35905A109   365 13,086 SH   DFND 1,2 0 13,086 0
FUELCELL ENERGY INC COM 35952H601   2,198 771,066 SH   DFND 1,2 0 771,066 0
FULGENT GENETICS INC COM 359664109   53 1,709 SH   DFND 1,2 0 1,709 0
FULLER H B CO COM 359694106   310 4,533 SH   DFND 1,2 0 4,533 0
FUTUREFUEL CORP COM 36116M106   10 1,339 SH   DFND 1,2 0 1,339 0
FUTU HLDGS LTD SPON ADS CL A 36118L106   0 84,893 SH   DFND 1,2 0 84,893 0
GATX CORP COM 361448103   604 5,493 SH   DFND 1,2 0 5,493 0
GDS HLDGS LTD SPONSORED ADS 36165L108   0 75,563 SH   DFND 1,2 0 75,563 0
G III APPAREL GROUP LTD COM 36237H101   58 3,740 SH   DFND 1,2 0 3,740 0
GMS INC COM 36251C103   198 3,428 SH   DFND 1,2 0 3,428 0
GALLAGHER ARTHUR J & CO COM 363576109   34,595 180,830 SH   DFND 1,2 0 180,830 0
GAMING & LEISURE PPTYS INC COM 36467J108   422 8,107 SH   DFND 1,2 0 8,107 0
GANNETT CO INC COM 36472T109   22 11,956 SH   DFND 1,2 0 11,956 0
GARTNER INC COM 366651107   17,089 52,458 SH   DFND 1,2 0 52,458 0
GENERAC HLDGS INC COM 368736104   1,931 17,880 SH   DFND 1,2 0 17,880 0
GENERAL ELECTRIC CO COM NEW 369604301   18,517 193,690 SH   DFND 1,2 0 193,690 0
GENERAL MLS INC COM 370334104   48,478 567,264 SH   DFND 1,2 0 567,264 0
GENERAL MTRS CO COM 37045V100   15,333 418,023 SH   DFND 1,2 0 418,023 0
GENESCO INC COM 371532102   29 783 SH   DFND 1,2 0 783 0
GENTEX CORP COM 371901109   91 3,262 SH   DFND 1,2 0 3,262 0
GENUINE PARTS CO COM 372460105   13,268 79,304 SH   DFND 1,2 0 79,304 0
GENWORTH FINL INC COM CL A 37247D106   207 41,185 SH   DFND 1,2 0 41,185 0
GENTHERM INC COM 37253A103   166 2,746 SH   DFND 1,2 0 2,746 0
GETTY RLTY CORP NEW COM 374297109   142 3,939 SH   DFND 1,2 0 3,939 0
GIBRALTAR INDS INC COM 374689107   120 2,465 SH   DFND 1,2 0 2,465 0
GILEAD SCIENCES INC COM 375558103   76,551 922,632 SH   DFND 1,2 0 922,632 0
GLACIER BANCORP INC NEW COM 37637Q105   105 2,511 SH   DFND 1,2 0 2,511 0
GLAUKOS CORP COM 377322102   197 3,930 SH   DFND 1,2 0 3,930 0
GLOBAL NET LEASE INC COM NEW 379378201   115 8,904 SH   DFND 1,2 0 8,904 0
GLOBAL PMTS INC COM 37940X102   15,354 145,892 SH   DFND 1,2 0 145,892 0
GLOBE LIFE INC COM 37959E102   4,904 44,578 SH   DFND 1,2 0 44,578 0
GODADDY INC CL A 380237107   29,084 374,214 SH   DFND 1,2 0 374,214 0
GOGO INC COM 38046C109   72 4,980 SH   DFND 1,2 0 4,980 0
GOLDEN ENTMT INC COM 381013101   76 1,743 SH   DFND 1,2 0 1,743 0
GOLDMAN SACHS GROUP INC COM 38141G104   54,510 166,641 SH   DFND 1,2 0 166,641 0
GORMAN RUPP CO COM 383082104   4,551 182,021 SH   DFND 1,2 0 182,021 0
GRAINGER W W INC COM 384802104   6,989 10,147 SH   DFND 1,2 0 10,147 0
GRAND CANYON ED INC COM 38526M106   94 824 SH   DFND 1,2 0 824 0
GRANITE CONSTR INC COM 387328107   155 3,778 SH   DFND 1,2 0 3,778 0
GREEN DOT CORP CL A 39304D102   65 3,776 SH   DFND 1,2 0 3,776 0
GREEN PLAINS INC COM 393222104   149 4,796 SH   DFND 1,2 0 4,796 0
GREENBRIER COS INC COM 393657101   91 2,819 SH   DFND 1,2 0 2,819 0
GREIF INC CL A 397624107   358 5,648 SH   DFND 1,2 0 5,648 0
GRIFFON CORP COM 398433102   121 3,786 SH   DFND 1,2 0 3,786 0
GROUP 1 AUTOMOTIVE INC COM 398905109   277 1,223 SH   DFND 1,2 0 1,223 0
GUESS INC COM 401617105   45 2,331 SH   DFND 1,2 0 2,331 0
HCA HEALTHCARE INC COM 40412C101   67,590 256,334 SH   DFND 1,2 0 256,334 0
HCI GROUP INC COM 40416E103   22 417 SH   DFND 1,2 0 417 0
HNI CORP COM 404251100   208 7,476 SH   DFND 1,2 0 7,476 0
HP INC COM 40434L105   35,630 1,213,972 SH   DFND 1,2 0 1,213,972 0
HAIN CELESTIAL GROUP INC COM 405217100   131 7,614 SH   DFND 1,2 0 7,614 0
HALLIBURTON CO COM 406216101   2,959 93,526 SH   DFND 1,2 0 93,526 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   254 300,000 PRN   DFND 1,2 0 300,000 0
HANMI FINL CORP COM NEW 410495204   45 2,407 SH   DFND 1,2 0 2,407 0
HARMONIC INC COM 413160102   130 8,883 SH   DFND 1,2 0 8,883 0
HARMONY BIOSCIENCES HLDGS IN COM 413197104   80 2,461 SH   DFND 1,2 0 2,461 0
HARSCO CORP COM 415864107   48 6,978 SH   DFND 1,2 0 6,978 0
HARTFORD FINL SVCS GROUP INC COM 416515104   31,027 445,214 SH   DFND 1,2 0 445,214 0
HASBRO INC COM 418056107   6,817 126,964 SH   DFND 1,2 0 126,964 0
HAVERTY FURNITURE COS INC COM 419596101   34 1,062 SH   DFND 1,2 0 1,062 0
HAWAIIAN HOLDINGS INC COM 419879101   41 4,488 SH   DFND 1,2 0 4,488 0
HAWKINS INC COM 420261109   70 1,603 SH   DFND 1,2 0 1,603 0
HAYNES INTL INC COM NEW 420877201   59 1,183 SH   DFND 1,2 0 1,183 0
HEALTHCARE SVCS GROUP INC COM 421906108   93 6,738 SH   DFND 1,2 0 6,738 0
HEALTHSTREAM INC COM 42222N103   58 2,126 SH   DFND 1,2 0 2,126 0
HEARTLAND EXPRESS INC COM 422347104   67 4,202 SH   DFND 1,2 0 4,202 0
HEALTHPEAK PROPERTIES INC COM 42250P103   3,943 179,473 SH   DFND 1,2 0 179,473 0
HEICO CORP NEW CL A 422806208   1,884 13,860 SH   DFND 1,2 0 13,860 0
HEIDRICK & STRUGGLES INTL IN COM 422819102   52 1,729 SH   DFND 1,2 0 1,729 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107   94 12,092 SH   DFND 1,2 0 12,092 0
HELLO GROUP INC ADS 423403104   0 538,979 SH   DFND 1,2 0 538,979 0
HELMERICH & PAYNE INC COM 423452101   316 8,843 SH   DFND 1,2 0 8,843 0
HENRY JACK & ASSOC INC COM 426281101   28,591 189,695 SH   DFND 1,2 0 189,695 0
HERITAGE FINL CORP WASH COM 42722X106   63 2,947 SH   DFND 1,2 0 2,947 0
HERON THERAPEUTICS INC COM 427746102   437 289,269 SH   DFND 1,2 0 289,269 0
HERSHEY CO COM 427866108   40,497 159,180 SH   DFND 1,2 0 159,180 0
HESKA CORP COM RESTRC NEW 42805E306   1,358 13,911 SH   DFND 1,2 0 13,911 0
HESS CORP COM 42809H107   4,441 33,555 SH   DFND 1,2 0 33,555 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109   13,296 834,636 SH   DFND 1,2 0 834,636 0
HIBBETT INC COM 428567101   70 1,182 SH   DFND 1,2 0 1,182 0
HILLENBRAND INC COM 431571108   273 5,741 SH   DFND 1,2 0 5,741 0
HILLTOP HOLDINGS INC COM 432748101   111 3,749 SH   DFND 1,2 0 3,749 0
HILTON WORLDWIDE HLDGS INC COM 43300A203   34,386 244,094 SH   DFND 1,2 0 244,094 0
HOLOGIC INC COM 436440101   10,436 129,322 SH   DFND 1,2 0 129,322 0
HOME DEPOT INC COM 437076102   139,628 473,122 SH   DFND 1,2 0 473,122 0
HOMESTREET INC COM 43785V102   27 1,476 SH   DFND 1,2 0 1,476 0
HONEYWELL INTL INC COM 438516106   8,087 42,312 SH   DFND 1,2 0 42,312 0
HOPE BANCORP INC COM 43940T109   94 9,559 SH   DFND 1,2 0 9,559 0
HORACE MANN EDUCATORS CORP N COM 440327104   112 3,338 SH   DFND 1,2 0 3,338 0
HORMEL FOODS CORP COM 440452100   5,111 128,147 SH   DFND 1,2 0 128,147 0
HOST HOTELS & RESORTS INC COM 44107P104   5,011 303,897 SH   DFND 1,2 0 303,897 0
HOSTESS BRANDS INC CL A 44109J106   277 11,136 SH   DFND 1,2 0 11,136 0
HOWMET AEROSPACE INC COM 443201108   3,625 85,567 SH   DFND 1,2 0 85,567 0
HUB GROUP INC CL A 443320106   223 2,662 SH   DFND 1,2 0 2,662 0
HUBBELL INC COM 443510607   3,494 14,361 SH   DFND 1,2 0 14,361 0
HUBSPOT INC COM 443573100   12,790 29,832 SH   DFND 1,2 0 29,832 0
HUMANA INC COM 444859102   65,992 135,938 SH   DFND 1,2 0 135,938 0
HUNT J B TRANS SVCS INC COM 445658107   7,056 40,216 SH   DFND 1,2 0 40,216 0
HUNTINGTON BANCSHARES INC COM 446150104   10,557 942,605 SH   DFND 1,2 0 942,605 0
HUNTINGTON INGALLS INDS INC COM 446413106   1,619 7,821 SH   DFND 1,2 0 7,821 0
IPG PHOTONICS CORP COM 44980X109   8,258 66,969 SH   DFND 1,2 0 66,969 0
ISTAR INC COM 45031U101   0 0 SH   DFND 1,2 0 0 0
IDEX CORP COM 45167R104   11,913 51,563 SH   DFND 1,2 0 51,563 0
IDEXX LABS INC COM 45168D104   49,224 98,432 SH   DFND 1,2 0 98,432 0
ILLINOIS TOOL WKS INC COM 452308109   24,917 102,348 SH   DFND 1,2 0 102,348 0
ILLUMINA INC COM 452327109   25,878 111,281 SH   DFND 1,2 0 111,281 0
INCYTE CORP COM 45337C102   2,107 29,149 SH   DFND 1,2 0 29,149 0
INDEPENDENT BK CORP MASS COM 453836108   247 3,764 SH   DFND 1,2 0 3,764 0
INDEPENDENT BANK GROUP INC COM 45384B106   129 2,780 SH   DFND 1,2 0 2,780 0
INGERSOLL RAND INC COM 45687V106   9,407 161,695 SH   DFND 1,2 0 161,695 0
INSIGHT ENTERPRISES INC COM 45765U103   375 2,622 SH   DFND 1,2 0 2,622 0
INSMED INC NOTE 0.750% 6/0 457669AB5   156 200,000 PRN   DFND 1,2 0 200,000 0
INNOSPEC INC COM 45768S105   221 2,148 SH   DFND 1,2 0 2,148 0
INSTEEL INDS INC COM 45774W108   45 1,631 SH   DFND 1,2 0 1,631 0
INOGEN INC COM 45780L104   22 1,733 SH   DFND 1,2 0 1,733 0
INSTALLED BLDG PRODS INC COM 45780R101   218 1,908 SH   DFND 1,2 0 1,908 0
INNOVIVA INC COM 45781M101   54 4,766 SH   DFND 1,2 0 4,766 0
INNOVATIVE INDL PPTYS INC COM 45781V101   170 2,237 SH   DFND 1,2 0 2,237 0
INSULET CORP COM 45784P101   11,013 34,528 SH   DFND 1,2 0 34,528 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   195 200,000 PRN   DFND 1,2 0 200,000 0
INTEL CORP COM 458140100   75,055 2,297,380 SH   DFND 1,2 0 2,297,380 0
INTEGER HLDGS CORP COM 45826H109   205 2,644 SH   DFND 1,2 0 2,644 0
INTER PARFUMS INC COM 458334109   879 6,179 SH   DFND 1,2 0 6,179 0
INTERFACE INC COM 458665304   40 4,907 SH   DFND 1,2 0 4,907 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104   48,544 465,471 SH   DFND 1,2 0 465,471 0
INTERDIGITAL INC COM 45867G101   164 2,256 SH   DFND 1,2 0 2,256 0
INTERNATIONAL BUSINESS MACHS COM 459200101   99,962 762,548 SH   DFND 1,2 0 762,548 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101   1,535 16,695 SH   DFND 1,2 0 16,695 0
INTERNATIONAL PAPER CO COM 460146103   9,617 266,684 SH   DFND 1,2 0 266,684 0
INTERPUBLIC GROUP COS INC COM 460690100   16,167 434,128 SH   DFND 1,2 0 434,128 0
INTUITIVE SURGICAL INC COM NEW 46120E602   100,859 394,799 SH   DFND 1,2 0 394,799 0
INVESCO MORTGAGE CAPITAL INC COM 46131B704   30 2,723 SH   DFND 1,2 0 2,723 0
INVITATION HOMES INC COM 46187W107   6,473 207,265 SH   DFND 1,2 0 207,265 0
IONIS PHARMACEUTICALS INC COM 462222100   49 1,378 SH   DFND 1,2 0 1,378 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   182 200,000 PRN   DFND 1,2 0 200,000 0
IQVIA HLDGS INC COM 46266C105   21,736 109,285 SH   DFND 1,2 0 109,285 0
IQIYI INC SPONSORED ADS 46267X108   0 780,961 SH   DFND 1,2 0 780,961 0
IROBOT CORP COM 462726100   101 2,316 SH   DFND 1,2 0 2,316 0
ISHARES TR CORE S&P MCP ETF 464287507   775 3,100 SH   DFND 1,2 0 3,100 0
ITEOS THERAPEUTICS INC COM 46565G104   24 1,773 SH   DFND 1,2 0 1,773 0
ITRON INC COM 465741106   34,402 620,421 SH   DFND 1,2 0 620,421 0
JOYY INC ADS REPSTG COM A 46591M109   0 164,344 SH   DFND 1,2 0 164,344 0
J & J SNACK FOODS CORP COM 466032109   181 1,224 SH   DFND 1,2 0 1,224 0
JPMORGAN CHASE & CO COM 46625H100   212,619 1,631,641 SH   DFND 1,2 0 1,631,641 0
JABIL INC COM 466313103   2,877 32,633 SH   DFND 1,2 0 32,633 0
JACK IN THE BOX INC COM 466367109   145 1,658 SH   DFND 1,2 0 1,658 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3   291 300,000 PRN   DFND 1,2 0 300,000 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   223 200,000 PRN   DFND 1,2 0 200,000 0
JD.COM INC SPON ADR CL A 47215P106   0 368,179 SH   DFND 1,2 0 368,179 0
JEFFERIES FINL GROUP INC COM 47233W109   3,318 104,525 SH   DFND 1,2 0 104,525 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104   287 2,624 SH   DFND 1,2 0 2,624 0
JOHNSON & JOHNSON COM 478160104   230,222 1,485,303 SH   DFND 1,2 0 1,485,303 0
JOHNSON OUTDOORS INC CL A 479167108   2,034 32,280 SH   DFND 1,2 0 32,280 0
JONES LANG LASALLE INC COM 48020Q107   8,791 60,421 SH   DFND 1,2 0 60,421 0
JUNIPER NETWORKS INC COM 48203R104   3,176 92,269 SH   DFND 1,2 0 92,269 0
KAR AUCTION SVCS INC COM 48238T109   126 9,241 SH   DFND 1,2 0 9,241 0
KLA CORP COM NEW 482480100   40,719 102,010 SH   DFND 1,2 0 102,010 0
KE HLDGS INC SPONSORED ADS 482497104   0 144,416 SH   DFND 1,2 0 144,416 0
KKR REAL ESTATE FIN TR INC COM 48251K100   55 4,868 SH   DFND 1,2 0 4,868 0
KKR & CO INC COM 48251W104   4,451 84,752 SH   DFND 1,2 0 84,752 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704   103 1,379 SH   DFND 1,2 0 1,379 0
KAMAN CORP COM 483548103   63 2,767 SH   DFND 1,2 0 2,767 0
KELLOGG CO COM 487836108   6,354 94,893 SH   DFND 1,2 0 94,893 0
KELLY SVCS INC CL A 488152208   51 3,097 SH   DFND 1,2 0 3,097 0
KEURIG DR PEPPER INC COM 49271V100   28,641 811,815 SH   DFND 1,2 0 811,815 0
KEYCORP COM 493267108   5,173 413,184 SH   DFND 1,2 0 413,184 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103   30,754 190,450 SH   DFND 1,2 0 190,450 0
KIMBERLY-CLARK CORP COM 494368103   23,002 171,373 SH   DFND 1,2 0 171,373 0
KIMCO RLTY CORP COM 49446R109   3,689 188,899 SH   DFND 1,2 0 188,899 0
KINDER MORGAN INC DEL COM 49456B101   23,055 1,316,699 SH   DFND 1,2 0 1,316,699 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104   17,672 312,339 SH   DFND 1,2 0 312,339 0
KNOWLES CORP COM 49926D109   133 7,832 SH   DFND 1,2 0 7,832 0
KONTOOR BRANDS INC COM 50050N103   498 10,286 SH   DFND 1,2 0 10,286 0
KOPPERS HOLDINGS INC COM 50060P106   56 1,615 SH   DFND 1,2 0 1,615 0
KORN FERRY COM NEW 500643200   319 6,169 SH   DFND 1,2 0 6,169 0
KRAFT HEINZ CO COM 500754106   14,223 367,814 SH   DFND 1,2 0 367,814 0
KROGER CO COM 501044101   13,494 273,325 SH   DFND 1,2 0 273,325 0
KULICKE & SOFFA INDS INC COM 501242101   255 4,849 SH   DFND 1,2 0 4,849 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100   215 14,555 SH   DFND 1,2 0 14,555 0
LCI INDS NOTE 1.125% 5/1 501812AB7   183 200,000 PRN   DFND 1,2 0 200,000 0
LGI HOMES INC COM 50187T106   194 1,699 SH   DFND 1,2 0 1,699 0
LKQ CORP COM 501889208   20,072 353,635 SH   DFND 1,2 0 353,635 0
LCI INDS COM 50189K103   2,442 22,230 SH   DFND 1,2 0 22,230 0
LI AUTO INC SPONSORED ADS 50202M102   0 29,297 SH   DFND 1,2 0 29,297 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8   337 300,000 PRN   DFND 1,2 0 300,000 0
LPL FINL HLDGS INC COM 50212V100   9,640 47,626 SH   DFND 1,2 0 47,626 0
LTC PPTYS INC COM 502175102   128 3,633 SH   DFND 1,2 0 3,633 0
L3HARRIS TECHNOLOGIES INC COM 502431109   3,640 18,548 SH   DFND 1,2 0 18,548 0
LA Z BOY INC COM 505336107   306 10,513 SH   DFND 1,2 0 10,513 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409   35,174 153,318 SH   DFND 1,2 0 153,318 0
LAKELAND FINL CORP COM 511656100   130 2,072 SH   DFND 1,2 0 2,072 0
LAM RESEARCH CORP COM 512807108   55,056 103,855 SH   DFND 1,2 0 103,855 0
LAMB WESTON HLDGS INC COM 513272104   8,598 82,263 SH   DFND 1,2 0 82,263 0
LAS VEGAS SANDS CORP COM 517834107   5,165 89,908 SH   DFND 1,2 0 89,908 0
LATTICE SEMICONDUCTOR CORP COM 518415104   4,191 43,883 SH   DFND 1,2 0 43,883 0
LEAR CORP COM NEW 521865204   7,949 56,988 SH   DFND 1,2 0 56,988 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102   0 17,351 SH   DFND 1,2 0 17,351 0
LEIDOS HOLDINGS INC COM 525327102   951 10,331 SH   DFND 1,2 0 10,331 0
LEMAITRE VASCULAR INC COM 525558201   84 1,638 SH   DFND 1,2 0 1,638 0
LENDINGTREE INC NEW COM 52603B107   28 1,046 SH   DFND 1,2 0 1,046 0
LENNAR CORP CL A 526057104   5,741 54,622 SH   DFND 1,2 0 54,622 0
LENNOX INTL INC COM 526107107   929 3,696 SH   DFND 1,2 0 3,696 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102   1,830 100,406 SH   DFND 1,2 0 100,406 0
LXP INDUSTRIAL TRUST COM 529043101   237 23,023 SH   DFND 1,2 0 23,023 0
LIBERTY BROADBAND CORP COM SER A 530307107   1,811 22,059 SH   DFND 1,2 0 22,059 0
LIBERTY BROADBAND CORP COM SER C 530307305   3,957 48,430 SH   DFND 1,2 0 48,430 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409   1,675 59,638 SH   DFND 1,2 0 59,638 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607   375 13,390 SH   DFND 1,2 0 13,390 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854   6,054 80,905 SH   DFND 1,2 0 80,905 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504   90 1,229 SH   DFND 1,2 0 1,229 0
LILLY ELI & CO COM 532457108   174,086 506,920 SH   DFND 1,2 0 506,920 0
LINCOLN NATL CORP IND COM 534187109   5,120 227,849 SH   DFND 1,2 0 227,849 0
LINDSAY CORP COM 535555106   39,114 258,811 SH   DFND 1,2 0 258,811 0
LIQUIDITY SVCS INC COM 53635B107   31 2,362 SH   DFND 1,2 0 2,362 0
LIVE NATION ENTERTAINMENT IN COM 538034109   4,256 60,804 SH   DFND 1,2 0 60,804 0
LIVEPERSON INC COM 538146101   27 6,010 SH   DFND 1,2 0 6,010 0
LIVENT CORP COM 53814L108   3,823 175,997 SH   DFND 1,2 0 175,997 0
LOEWS CORP COM 540424108   4,172 71,914 SH   DFND 1,2 0 71,914 0
LOUISIANA PAC CORP COM 546347105   594 10,960 SH   DFND 1,2 0 10,960 0
LOWES COS INC COM 548661107   59,920 299,645 SH   DFND 1,2 0 299,645 0
LUCID GROUP INC COM 549498103   1,394 173,387 SH   DFND 1,2 0 173,387 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102   0 981,650 SH   DFND 1,2 0 981,650 0
LULULEMON ATHLETICA INC COM 550021109   44,618 122,514 SH   DFND 1,2 0 122,514 0
LUMEN TECHNOLOGIES INC COM 550241103   472 178,078 SH   DFND 1,2 0 178,078 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   350 400,000 PRN   DFND 1,2 0 400,000 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   0 0 PRN   DFND 1,2 0 0 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   307 400,000 PRN   DFND 1,2 0 400,000 0
LYFT INC CL A COM 55087P104   450 48,568 SH   DFND 1,2 0 48,568 0
M & T BK CORP COM 55261F104   10,370 86,730 SH   DFND 1,2 0 86,730 0
M D C HLDGS INC COM 552676108   241 6,197 SH   DFND 1,2 0 6,197 0
MGM RESORTS INTERNATIONAL COM 552953101   3,406 76,667 SH   DFND 1,2 0 76,667 0
MGP INGREDIENTS INC NEW COM 55303J106   125 1,292 SH   DFND 1,2 0 1,292 0
M/I HOMES INC COM 55305B101   140 2,214 SH   DFND 1,2 0 2,214 0
MSCI INC COM 55354G100   25,449 45,470 SH   DFND 1,2 0 45,470 0
MYR GROUP INC DEL COM 55405W104   172 1,367 SH   DFND 1,2 0 1,367 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100   1,501 21,192 SH   DFND 1,2 0 21,192 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   105 100,000 PRN   DFND 1,2 0 100,000 0
VERIS RESIDENTIAL INC COM 554489104   96 6,536 SH   DFND 1,2 0 6,536 0
MACYS INC COM 55616P104   280 16,035 SH   DFND 1,2 0 16,035 0
MADDEN STEVEN LTD COM 556269108   216 6,010 SH   DFND 1,2 0 6,010 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102   154 2,601 SH   DFND 1,2 0 2,601 0
MANPOWERGROUP INC WIS COM 56418H100   4,535 54,954 SH   DFND 1,2 0 54,954 0
MARATHON OIL CORP COM 565849106   2,076 86,636 SH   DFND 1,2 0 86,636 0
MARATHON PETE CORP COM 56585A102   21,694 160,901 SH   DFND 1,2 0 160,901 0
MARCUS & MILLICHAP INC COM 566324109   69 2,141 SH   DFND 1,2 0 2,141 0
MARCUS CORP DEL COM 566330106   42 2,614 SH   DFND 1,2 0 2,614 0
MARINEMAX INC COM 567908108   52 1,800 SH   DFND 1,2 0 1,800 0
MARKEL CORP COM 570535104   4,332 3,391 SH   DFND 1,2 0 3,391 0
MARKETAXESS HLDGS INC COM 57060D108   5,626 14,377 SH   DFND 1,2 0 14,377 0
MARSH & MCLENNAN COS INC COM 571748102   66,335 398,289 SH   DFND 1,2 0 398,289 0
MARTEN TRANS LTD COM 573075108   106 5,078 SH   DFND 1,2 0 5,078 0
MARTIN MARIETTA MATLS INC COM 573284106   11,468 32,300 SH   DFND 1,2 0 32,300 0
MARVELL TECHNOLOGY INC COM 573874104   21,197 489,528 SH   DFND 1,2 0 489,528 0
MASCO CORP COM 574599106   4,487 90,244 SH   DFND 1,2 0 90,244 0
MASIMO CORP COM 574795100   3,165 17,149 SH   DFND 1,2 0 17,149 0
MASTERCARD INCORPORATED CL A 57636Q104   216,443 595,589 SH   DFND 1,2 0 595,589 0
MATCH GROUP INC NEW COM 57667L107   10,233 266,558 SH   DFND 1,2 0 266,558 0
MATERIALISE NV SPONSORED ADS 57667T100   0 269,306 SH   DFND 1,2 0 269,306 0
MATERION CORP COM 576690101   206 1,773 SH   DFND 1,2 0 1,773 0
MATSON INC COM 57686G105   189 3,173 SH   DFND 1,2 0 3,173 0
MATTHEWS INTL CORP CL A 577128101   97 2,688 SH   DFND 1,2 0 2,688 0
MAXLINEAR INC COM 57776J100   212 6,033 SH   DFND 1,2 0 6,033 0
MCCORMICK & CO INC COM NON VTG 579780206   14,575 175,161 SH   DFND 1,2 0 175,161 0
MCDONALDS CORP COM 580135101   146,754 524,853 SH   DFND 1,2 0 524,853 0
MCKESSON CORP COM 58155Q103   71,253 200,121 SH   DFND 1,2 0 200,121 0
MEDICAL PPTYS TRUST INC COM 58463J304   1,548 188,327 SH   DFND 1,2 0 188,327 0
MEDIFAST INC COM 58470H101   722 6,968 SH   DFND 1,2 0 6,968 0
MERCADOLIBRE INC COM 58733R102   40,549 30,764 SH   DFND 1,2 0 30,764 0
MERCER INTL INC COM 588056101   33 3,346 SH   DFND 1,2 0 3,346 0
MERCK & CO INC COM 58933Y105   197,118 1,852,791 SH   DFND 1,2 0 1,852,791 0
MERIT MED SYS INC COM 589889104   344 4,650 SH   DFND 1,2 0 4,650 0
MERITAGE HOMES CORP COM 59001A102   352 3,013 SH   DFND 1,2 0 3,013 0
MESA LABS INC COM 59064R109   75 432 SH   DFND 1,2 0 432 0
METHODE ELECTRS INC COM 591520200   140 3,196 SH   DFND 1,2 0 3,196 0
METLIFE INC COM 59156R108   64,958 1,121,133 SH   DFND 1,2 0 1,121,133 0
METTLER TOLEDO INTERNATIONAL COM 592688105   26,246 17,152 SH   DFND 1,2 0 17,152 0
MICROCHIP TECHNOLOGY INC. COM 595017104   19,645 234,480 SH   DFND 1,2 0 234,480 0
MICRON TECHNOLOGY INC COM 595112103   51,994 861,682 SH   DFND 1,2 0 861,682 0
MID-AMER APT CMNTYS INC COM 59522J103   3,136 20,764 SH   DFND 1,2 0 20,764 0
MIDDLEBY CORP COM 596278101   3,150 21,488 SH   DFND 1,2 0 21,488 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   311 250,000 PRN   DFND 1,2 0 250,000 0
MIDDLESEX WTR CO COM 596680108   16,659 213,249 SH   DFND 1,2 0 213,249 0
MODERNA INC COM 60770K107   28,435 185,145 SH   DFND 1,2 0 185,145 0
MODIVCARE INC COM 60783X104   90 1,070 SH   DFND 1,2 0 1,070 0
MOHAWK INDS INC COM 608190104   2,835 28,287 SH   DFND 1,2 0 28,287 0
MOLINA HEALTHCARE INC COM 60855R100   5,508 20,590 SH   DFND 1,2 0 20,590 0
MOLSON COORS BEVERAGE CO CL B 60871R209   14,362 277,903 SH   DFND 1,2 0 277,903 0
MONARCH CASINO & RESORT INC COM 609027107   82 1,101 SH   DFND 1,2 0 1,101 0
MONDELEZ INTL INC CL A 609207105   143,983 2,065,158 SH   DFND 1,2 0 2,065,158 0
MONGODB INC CL A 60937P106   8,011 34,364 SH   DFND 1,2 0 34,364 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   389 300,000 PRN   DFND 1,2 0 300,000 0
MONOLITHIC PWR SYS INC COM 609839105   26,116 52,176 SH   DFND 1,2 0 52,176 0
MONRO INC COM 610236101   125 2,526 SH   DFND 1,2 0 2,526 0
MONSTER BEVERAGE CORP NEW COM 61174X109   27,418 507,652 SH   DFND 1,2 0 507,652 0
MOODYS CORP COM 615369105   50,639 165,476 SH   DFND 1,2 0 165,476 0
MOOG INC CL A 615394202   270 2,675 SH   DFND 1,2 0 2,675 0
MORGAN STANLEY COM NEW 617446448   80,203 913,479 SH   DFND 1,2 0 913,479 0
MOSAIC CO NEW COM 61945C103   7,187 156,645 SH   DFND 1,2 0 156,645 0
MOTOROLA SOLUTIONS INC COM NEW 620076307   36,178 126,439 SH   DFND 1,2 0 126,439 0
MOVADO GROUP INC COM 624580106   40 1,398 SH   DFND 1,2 0 1,398 0
MUELLER INDS INC COM 624756102   348 4,738 SH   DFND 1,2 0 4,738 0
MUELLER WTR PRODS INC COM SER A 624758108   25,784 1,849,640 SH   DFND 1,2 0 1,849,640 0
MR COOPER GROUP INC COM 62482R107   234 5,705 SH   DFND 1,2 0 5,705 0
MURPHY USA INC COM 626755102   205 796 SH   DFND 1,2 0 796 0
MYERS INDS INC COM 628464109   70 3,245 SH   DFND 1,2 0 3,245 0
MYRIAD GENETICS INC COM 62855J104   148 6,355 SH   DFND 1,2 0 6,355 0
NBT BANCORP INC COM 628778102   405 12,028 SH   DFND 1,2 0 12,028 0
NCR CORP NEW COM 62886E108   1,406 59,610 SH   DFND 1,2 0 59,610 0
NIO INC SPON ADS 62914V106   0 373,495 SH   DFND 1,2 0 373,495 0
NMI HLDGS INC CL A 629209305   160 7,144 SH   DFND 1,2 0 7,144 0
NRG ENERGY INC COM NEW 629377508   593 17,288 SH   DFND 1,2 0 17,288 0
NVR INC COM 62944T105   2,090 375 SH   DFND 1,2 0 375 0
NV5 GLOBAL INC COM 62945V109   104 1,002 SH   DFND 1,2 0 1,002 0
NOV INC COM 62955J103   28 1,527 SH   DFND 1,2 0 1,527 0
NASDAQ INC COM 631103108   25,873 473,249 SH   DFND 1,2 0 473,249 0
NATIONAL BK HLDGS CORP CL A 633707104   108 3,218 SH   DFND 1,2 0 3,218 0
NATIONAL BEVERAGE CORP COM 635017106   107 2,038 SH   DFND 1,2 0 2,038 0
NATIONAL FUEL GAS CO COM 636180101   60 1,037 SH   DFND 1,2 0 1,037 0
NATIONAL INSTRS CORP COM 636518102   938 17,897 SH   DFND 1,2 0 17,897 0
NATIONAL PRESTO INDS INC COM 637215104   52 718 SH   DFND 1,2 0 718 0
NEKTAR THERAPEUTICS COM 640268108   11 16,233 SH   DFND 1,2 0 16,233 0
NEOGENOMICS INC COM NEW 64049M209   176 10,086 SH   DFND 1,2 0 10,086 0
NETAPP INC COM 64110D104   6,873 107,646 SH   DFND 1,2 0 107,646 0
NETFLIX INC COM 64110L106   68,736 198,959 SH   DFND 1,2 0 198,959 0
NETEASE INC SPONSORED ADS 64110W102   0 86,069 SH   DFND 1,2 0 86,069 0
NETGEAR INC COM 64111Q104   44 2,381 SH   DFND 1,2 0 2,381 0
NETSCOUT SYS INC COM 64115T104   171 5,983 SH   DFND 1,2 0 5,983 0
NEUROCRINE BIOSCIENCES INC COM 64125C109   2,754 27,209 SH   DFND 1,2 0 27,209 0
NEW YORK CMNTY BANCORP INC COM 649445103   2,147 237,527 SH   DFND 1,2 0 237,527 0
NEW YORK MTG TR INC COM 649604840   72 7,179 SH   DFND 1,2 0 7,179 0
NEWELL BRANDS INC COM 651229106   679 54,590 SH   DFND 1,2 0 54,590 0
NEWMONT CORP COM 651639106   43,958 896,738 SH   DFND 1,2 0 896,738 0
NEWS CORP NEW CL A 65249B109   2,914 168,752 SH   DFND 1,2 0 168,752 0
NEXTERA ENERGY INC COM 65339F101   9,043 117,320 SH   DFND 1,2 0 117,320 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102   76 1,731 SH   DFND 1,2 0 1,731 0
NEXTGEN HEALTHCARE INC COM 65343C102   82 4,689 SH   DFND 1,2 0 4,689 0
NICE LTD NOTE 9/1 653656AB4   194 200,000 PRN   DFND 1,2 0 200,000 0
NISOURCE INC COM 65473P105   1,405 50,246 SH   DFND 1,2 0 50,246 0
NOAH HLDGS LTD SPON ADS CL A 65487X102   0 36,981 SH   DFND 1,2 0 36,981 0
NORDSON CORP COM 655663102   4,972 22,372 SH   DFND 1,2 0 22,372 0
NORFOLK SOUTHN CORP COM 655844108   5,997 28,286 SH   DFND 1,2 0 28,286 0
NORTHERN TR CORP COM 665859104   3,199 36,293 SH   DFND 1,2 0 36,293 0
NORTHFIELD BANCORP INC DEL COM 66611T108   41 3,503 SH   DFND 1,2 0 3,503 0
NORTHWEST BANCSHARES INC MD COM 667340103   462 38,390 SH   DFND 1,2 0 38,390 0
NORTHWEST NAT HLDG CO COM 66765N105   437 9,180 SH   DFND 1,2 0 9,180 0
NORTHWEST PIPE CO COM 667746101   4,421 141,576 SH   DFND 1,2 0 141,576 0
NOW INC COM 67011P100   107 9,587 SH   DFND 1,2 0 9,587 0
NUCOR CORP COM 670346105   19,810 128,242 SH   DFND 1,2 0 128,242 0
NVIDIA CORPORATION COM 67066G104   492,471 1,772,945 SH   DFND 1,2 0 1,772,945 0
O-I GLASS INC COM 67098H104   290 12,755 SH   DFND 1,2 0 12,755 0
OREILLY AUTOMOTIVE INC COM 67103H107   19,756 23,270 SH   DFND 1,2 0 23,270 0
OSI SYSTEMS INC COM 671044105   143 1,395 SH   DFND 1,2 0 1,395 0
OAKTREE SPECIALTY LENDING CO COM 67401P405   337 17,930 SH   DFND 1,2 0 17,930 0
OATLY GROUP AB SPONSORED ADS 67421J108   0 135,860 SH   DFND 1,2 0 135,860 0
OCCIDENTAL PETE CORP COM 674599105   7,916 126,806 SH   DFND 1,2 0 126,806 0
OCEANEERING INTL INC COM 675232102   153 8,693 SH   DFND 1,2 0 8,693 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109   46 3,700 SH   DFND 1,2 0 3,700 0
OIL STS INTL INC COM 678026105   41 4,927 SH   DFND 1,2 0 4,927 0
OKTA INC CL A 679295105   8,172 94,757 SH   DFND 1,2 0 94,757 0
OLAPLEX HLDGS INC COM 679369108   1,027 240,584 SH   DFND 1,2 0 240,584 0
OLD DOMINION FREIGHT LINE IN COM 679580100   26,172 76,787 SH   DFND 1,2 0 76,787 0
OLIN CORP COM PAR $1 680665205   27 491 SH   DFND 1,2 0 491 0
OLYMPIC STEEL INC COM 68162K106   35 670 SH   DFND 1,2 0 670 0
OMNICOM GROUP INC COM 681919106   8,873 94,049 SH   DFND 1,2 0 94,049 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   279 300,000 PRN   DFND 1,2 0 300,000 0
ON SEMICONDUCTOR CORP COM 682189105   25,045 304,243 SH   DFND 1,2 0 304,243 0
ONEOK INC NEW COM 682680103   16,002 251,835 SH   DFND 1,2 0 251,835 0
ONESPAN INC COM 68287N100   50 2,838 SH   DFND 1,2 0 2,838 0
ONTO INNOVATION INC COM 683344105   360 4,094 SH   DFND 1,2 0 4,094 0
ORACLE CORP COM 68389X105   133,348 1,435,081 SH   DFND 1,2 0 1,435,081 0
ORASURE TECHNOLOGIES INC COM 68554V108   37 6,087 SH   DFND 1,2 0 6,087 0
ORGANON & CO COMMON STOCK 68622V106   6 242 SH   DFND 1,2 0 242 0
ORION OFFICE REIT INC COM 68629Y103   32 4,812 SH   DFND 1,2 0 4,812 0
ORMAT TECHNOLOGIES INC COM 686688102   7,756 91,498 SH   DFND 1,2 0 91,498 0
ORTHOFIX MED INC COM 68752M108   48 2,879 SH   DFND 1,2 0 2,879 0
OTIS WORLDWIDE CORP COM 68902V107   12,524 148,385 SH   DFND 1,2 0 148,385 0
OTTER TAIL CORP COM 689648103   670 9,270 SH   DFND 1,2 0 9,270 0
OWENS & MINOR INC NEW COM 690732102   98 6,737 SH   DFND 1,2 0 6,737 0
OWENS CORNING NEW COM 690742101   16,996 177,410 SH   DFND 1,2 0 177,410 0
OXFORD INDS INC COM 691497309   195 1,850 SH   DFND 1,2 0 1,850 0
PC CONNECTION INC COM 69318J100   42 926 SH   DFND 1,2 0 926 0
PDF SOLUTIONS INC COM 693282105   108 2,547 SH   DFND 1,2 0 2,547 0
PG&E CORP COM 69331C108   1,278 79,007 SH   DFND 1,2 0 79,007 0
PGT INNOVATIONS INC COM 69336V101   123 4,910 SH   DFND 1,2 0 4,910 0
PNC FINL SVCS GROUP INC COM 693475105   35,701 280,892 SH   DFND 1,2 0 280,892 0
PPG INDS INC COM 693506107   16,737 125,298 SH   DFND 1,2 0 125,298 0
PPL CORP COM 69351T106   1,474 53,024 SH   DFND 1,2 0 53,024 0
PRA GROUP INC COM 69354N106   128 3,295 SH   DFND 1,2 0 3,295 0
PTC INC COM 69370C100   18,450 143,880 SH   DFND 1,2 0 143,880 0
PACCAR INC COM 693718108   10,960 149,726 SH   DFND 1,2 0 149,726 0
PACIFIC PREMIER BANCORP COM 69478X105   178 7,400 SH   DFND 1,2 0 7,400 0
PACIRA BIOSCIENCES INC COM 695127100   157 3,852 SH   DFND 1,2 0 3,852 0
PACKAGING CORP AMER COM 695156109   16,235 116,941 SH   DFND 1,2 0 116,941 0
PALANTIR TECHNOLOGIES INC CL A 69608A108   2,228 263,658 SH   DFND 1,2 0 263,658 0
PALO ALTO NETWORKS INC COM 697435105   82,118 411,122 SH   DFND 1,2 0 411,122 0
PALOMAR HLDGS INC COM 69753M105   118 2,139 SH   DFND 1,2 0 2,139 0
PAPA JOHNS INTL INC COM 698813102   670 8,942 SH   DFND 1,2 0 8,942 0
PAR PAC HOLDINGS INC COM NEW 69888T207   136 4,647 SH   DFND 1,2 0 4,647 0
PARK AEROSPACE CORP COM 70014A104   0 0 SH   DFND 1,2 0 0 0
PARK NATL CORP COM 700658107   136 1,149 SH   DFND 1,2 0 1,149 0
PARKER-HANNIFIN CORP COM 701094104   12,683 37,734 SH   DFND 1,2 0 37,734 0
PATRICK INDS INC COM 703343103   125 1,817 SH   DFND 1,2 0 1,817 0
PATTERSON-UTI ENERGY INC COM 703481101   204 17,431 SH   DFND 1,2 0 17,431 0
PAYCHEX INC COM 704326107   28,522 248,901 SH   DFND 1,2 0 248,901 0
PAYCOM SOFTWARE INC COM 70432V102   1,711 5,629 SH   DFND 1,2 0 5,629 0
PAYLOCITY HLDG CORP COM 70438V106   2,332 11,732 SH   DFND 1,2 0 11,732 0
PAYPAL HLDGS INC COM 70450Y103   76,953 1,013,340 SH   DFND 1,2 0 1,013,340 0
PEBBLEBROOK HOTEL TR COM 70509V100   151 10,768 SH   DFND 1,2 0 10,768 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   171 200,000 PRN   DFND 1,2 0 200,000 0
RANGER OIL CORPORATION CLASS A COM 70788V102   62 1,515 SH   DFND 1,2 0 1,515 0
PENNYMAC MTG INVT TR COM 70931T103   83 6,695 SH   DFND 1,2 0 6,695 0
PEPSICO INC COM 713448108   278,680 1,528,687 SH   DFND 1,2 0 1,528,687 0
PERDOCEO ED CORP COM 71363P106   82 6,110 SH   DFND 1,2 0 6,110 0
PERFICIENT INC COM 71375U101   211 2,925 SH   DFND 1,2 0 2,925 0
PERKINELMER INC COM 714046109   34,697 260,368 SH   DFND 1,2 0 260,368 0
PETMED EXPRESS INC COM 716382106   30 1,876 SH   DFND 1,2 0 1,876 0
PFIZER INC COM 717081103   144,842 3,550,058 SH   DFND 1,2 0 3,550,058 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106   24 1,572 SH   DFND 1,2 0 1,572 0
PHILIP MORRIS INTL INC COM 718172109   9,544 98,138 SH   DFND 1,2 0 98,138 0
PHILLIPS 66 COM 718546104   23,246 229,298 SH   DFND 1,2 0 229,298 0
PHOTRONICS INC COM 719405102   93 5,623 SH   DFND 1,2 0 5,623 0
PINTEREST INC CL A 72352L106   8,915 326,908 SH   DFND 1,2 0 326,908 0
PIONEER NAT RES CO COM 723787107   18,777 91,935 SH   DFND 1,2 0 91,935 0
PIPER SANDLER COMPANIES COM 724078100   153 1,107 SH   DFND 1,2 0 1,107 0
PITNEY BOWES INC COM 724479100   56 14,305 SH   DFND 1,2 0 14,305 0
PLEXUS CORP COM 729132100   238 2,443 SH   DFND 1,2 0 2,443 0
PLUG POWER INC COM NEW 72919P202   8,927 761,708 SH   DFND 1,2 0 761,708 0
POOL CORP COM 73278L105   5,418 15,821 SH   DFND 1,2 0 15,821 0
POWELL INDS INC COM 739128106   36 844 SH   DFND 1,2 0 844 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404   67 1,229 SH   DFND 1,2 0 1,229 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101   259 4,143 SH   DFND 1,2 0 4,143 0
PRICE T ROWE GROUP INC COM 74144T108   10,463 92,677 SH   DFND 1,2 0 92,677 0
PRICESMART INC COM 741511109   147 2,057 SH   DFND 1,2 0 2,057 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102   16,701 224,719 SH   DFND 1,2 0 224,719 0
PROASSURANCE CORP COM 74267C106   85 4,576 SH   DFND 1,2 0 4,576 0
PROCTER AND GAMBLE CO COM 742718109   153,625 1,033,187 SH   DFND 1,2 0 1,033,187 0
PROG HOLDINGS INC COM NPV 74319R101   94 3,963 SH   DFND 1,2 0 3,963 0
PROGRESS SOFTWARE CORP COM 743312100   214 3,732 SH   DFND 1,2 0 3,732 0
PROGRESSIVE CORP COM 743315103   45,722 319,603 SH   DFND 1,2 0 319,603 0
PROLOGIS INC. COM 74340W103   54,667 438,139 SH   DFND 1,2 0 438,139 0
PROPETRO HLDG CORP COM 74347M108   53 7,352 SH   DFND 1,2 0 7,352 0
PROSPECT CAP CORP COM 74348T102   791 113,593 SH   DFND 1,2 0 113,593 0
PROTO LABS INC COM 743713109   78 2,353 SH   DFND 1,2 0 2,353 0
PROTERRA INC COM 74374T109   209 137,574 SH   DFND 1,2 0 137,574 0
PROVIDENT FINL SVCS INC COM 74386T105   180 9,379 SH   DFND 1,2 0 9,379 0
PRUDENTIAL FINL INC COM 744320102   20,337 245,798 SH   DFND 1,2 0 245,798 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106   2,057 32,932 SH   DFND 1,2 0 32,932 0
PUBLIC STORAGE COM 74460D109   10,547 34,909 SH   DFND 1,2 0 34,909 0
PULTE GROUP INC COM 745867101   6,387 109,600 SH   DFND 1,2 0 109,600 0
QUAKER HOUGHTON COM 747316107   225 1,135 SH   DFND 1,2 0 1,135 0
QORVO INC COM 74736K101   1,321 13,010 SH   DFND 1,2 0 13,010 0
QUALCOMM INC COM 747525103   85,003 666,271 SH   DFND 1,2 0 666,271 0
QUANEX BLDG PRODS CORP COM 747619104   58 2,692 SH   DFND 1,2 0 2,692 0
QUANTA SVCS INC COM 74762E102   6,245 37,473 SH   DFND 1,2 0 37,473 0
QUANTUMSCAPE CORP COM CL A 74767V109   155 19,005 SH   DFND 1,2 0 19,005 0
QUEST DIAGNOSTICS INC COM 74834L100   16,401 115,922 SH   DFND 1,2 0 115,922 0
QUINSTREET INC COM 74874Q100   67 4,208 SH   DFND 1,2 0 4,208 0
RPC INC COM 749660106   49 6,371 SH   DFND 1,2 0 6,371 0
RPM INTL INC COM 749685103   3,363 38,544 SH   DFND 1,2 0 38,544 0
RPT REALTY SH BEN INT 74971D101   62 6,556 SH   DFND 1,2 0 6,556 0
RADNET INC COM 750491102   94 3,763 SH   DFND 1,2 0 3,763 0
RAMBUS INC DEL COM 750917106   461 8,999 SH   DFND 1,2 0 8,999 0
RAYMOND JAMES FINL INC COM 754730109   3,693 39,599 SH   DFND 1,2 0 39,599 0
RAYONIER ADVANCED MATLS INC COM 75508B104   37 5,926 SH   DFND 1,2 0 5,926 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101   9,844 100,517 SH   DFND 1,2 0 100,517 0
RE MAX HLDGS INC CL A 75524W108   1,328 70,773 SH   DFND 1,2 0 70,773 0
READY CAPITAL CORP COM 75574U101   76 7,432 SH   DFND 1,2 0 7,432 0
ANYWHERE REAL ESTATE INC COM 75605Y106   41 7,848 SH   DFND 1,2 0 7,848 0
REALTY INCOME CORP COM 756109104   8,061 127,298 SH   DFND 1,2 0 127,298 0
REGAL REXNORD CORPORATION COM 758750103   1,323 9,402 SH   DFND 1,2 0 9,402 0
REGENCY CTRS CORP COM 758849103   2,659 43,454 SH   DFND 1,2 0 43,454 0
REGENERON PHARMACEUTICALS COM 75886F107   62,191 75,689 SH   DFND 1,2 0 75,689 0
REGENXBIO INC COM 75901B107   54 2,849 SH   DFND 1,2 0 2,849 0
REGIONS FINANCIAL CORP NEW COM 7591EP100   26,005 1,401,140 SH   DFND 1,2 0 1,401,140 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604   94 711 SH   DFND 1,2 0 711 0
RELIANCE STEEL & ALUMINUM CO COM 759509102   3,713 14,462 SH   DFND 1,2 0 14,462 0
RENASANT CORP COM 75970E107   133 4,359 SH   DFND 1,2 0 4,359 0
REPUBLIC SVCS INC COM 760759100   15,332 113,383 SH   DFND 1,2 0 113,383 0
RESMED INC COM 761152107   20,960 95,713 SH   DFND 1,2 0 95,713 0
RESIDEO TECHNOLOGIES INC COM 76118Y104   212 11,585 SH   DFND 1,2 0 11,585 0
RESOURCES CONNECTION INC COM 76122Q105   49 2,855 SH   DFND 1,2 0 2,855 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101   140 10,053 SH   DFND 1,2 0 10,053 0
REX AMERICAN RES CORP COM 761624105   39 1,377 SH   DFND 1,2 0 1,377 0
REXFORD INDL RLTY INC COM 76169C100   2,828 47,410 SH   DFND 1,2 0 47,410 0
RINGCENTRAL INC CL A 76680R206   31 1,026 SH   DFND 1,2 0 1,026 0
RIVIAN AUTOMOTIVE INC COM CL A 76954A103   1,804 116,529 SH   DFND 1,2 0 116,529 0
ROBERT HALF INTL INC COM 770323103   4,693 58,251 SH   DFND 1,2 0 58,251 0
ROBLOX CORP CL A 771049103   4,413 98,112 SH   DFND 1,2 0 98,112 0
ROGERS CORP COM 775133101   265 1,624 SH   DFND 1,2 0 1,624 0
ROKU INC COM CL A 77543R102   3,261 49,540 SH   DFND 1,2 0 49,540 0
ROSS STORES INC COM 778296103   13,941 131,362 SH   DFND 1,2 0 131,362 0
RUTHS HOSPITALITY GROUP INC COM 783332109   42 2,548 SH   DFND 1,2 0 2,548 0
RYDER SYS INC COM 783549108   547 6,133 SH   DFND 1,2 0 6,133 0
S & T BANCORP INC COM 783859101   103 3,260 SH   DFND 1,2 0 3,260 0
S&P GLOBAL INC COM 78409V104   118,736 344,391 SH   DFND 1,2 0 344,391 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104   6,086 23,310 SH   DFND 1,2 0 23,310 0
SEI INVTS CO COM 784117103   8,284 143,950 SH   DFND 1,2 0 143,950 0
SJW GROUP COM 784305104   28,728 377,358 SH   DFND 1,2 0 377,358 0
SM ENERGY CO COM 78454L100   281 9,990 SH   DFND 1,2 0 9,990 0
SPS COMM INC COM 78463M107   454 2,980 SH   DFND 1,2 0 2,980 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100   34,537 611,600 SH   DFND 1,2 0 611,600 0
SVB FINANCIAL GROUP COM 78486Q101   0 41,039 SH   DFND 1,2 0 41,039 0
SAFEHOLD INC COM 78645L100   79 2,661 SH   DFND 1,2 0 2,661 0
SAFETY INS GROUP INC COM 78648T100   96 1,291 SH   DFND 1,2 0 1,291 0
ST JOE CO COM 790148100   114 2,735 SH   DFND 1,2 0 2,735 0
SALESFORCE INC COM 79466L302   221,127 1,106,855 SH   DFND 1,2 0 1,106,855 0
SALLY BEAUTY HLDGS INC COM 79546E104   135 8,640 SH   DFND 1,2 0 8,640 0
SANFILIPPO JOHN B & SON INC COM 800422107   83 855 SH   DFND 1,2 0 855 0
SANMINA CORPORATION COM 801056102   298 4,884 SH   DFND 1,2 0 4,884 0
SAUL CTRS INC COM 804395101   43 1,099 SH   DFND 1,2 0 1,099 0
SCANSOURCE INC COM 806037107   74 2,445 SH   DFND 1,2 0 2,445 0
HENRY SCHEIN INC COM 806407102   11,503 141,067 SH   DFND 1,2 0 141,067 0
SCHOLASTIC CORP COM 807066105   88 2,569 SH   DFND 1,2 0 2,569 0
SCHWAB CHARLES CORP COM 808513105   41,437 791,091 SH   DFND 1,2 0 791,091 0
SCRIPPS E W CO OHIO CL A NEW 811054402   45 4,740 SH   DFND 1,2 0 4,740 0
SEA LTD SPONSORD ADS 81141R100   0 98,808 SH   DFND 1,2 0 98,808 0
SEA LTD NOTE 2.375%12/0 81141RAF7   491 400,000 PRN   DFND 1,2 0 400,000 0
SEACOAST BKG CORP FLA COM NEW 811707801   167 7,053 SH   DFND 1,2 0 7,053 0
SEAGEN INC COM 81181C104   14,008 69,186 SH   DFND 1,2 0 69,186 0
SEALED AIR CORP NEW COM 81211K100   392 8,528 SH   DFND 1,2 0 8,528 0
SELECT MED HLDGS CORP COM 81619Q105   685 26,509 SH   DFND 1,2 0 26,509 0
SEMPRA COM 816851109   23,479 155,325 SH   DFND 1,2 0 155,325 0
SENECA FOODS CORP NEW CL A 817070501   23 449 SH   DFND 1,2 0 449 0
SENSIENT TECHNOLOGIES CORP COM 81725T100   262 3,419 SH   DFND 1,2 0 3,419 0
SERVICE CORP INTL COM 817565104   98 1,429 SH   DFND 1,2 0 1,429 0
SERVICE PPTYS TR COM SH BEN INT 81761L102   141 14,122 SH   DFND 1,2 0 14,122 0
SERVICENOW INC COM 81762P102   87,894 189,133 SH   DFND 1,2 0 189,133 0
SERVISFIRST BANCSHARES INC COM 81768T108   219 4,000 SH   DFND 1,2 0 4,000 0
SHAKE SHACK INC CL A 819047101   166 2,996 SH   DFND 1,2 0 2,996 0
SHENANDOAH TELECOMMUNICATION COM 82312B106   75 3,962 SH   DFND 1,2 0 3,962 0
SHERWIN WILLIAMS CO COM 824348106   38,390 170,799 SH   DFND 1,2 0 170,799 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   352 300,000 PRN   DFND 1,2 0 300,000 0
SHOE CARNIVAL INC COM 824889109   31 1,227 SH   DFND 1,2 0 1,227 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107   8,146 357,428 SH   DFND 1,2 0 357,428 0
SIGNATURE BK NEW YORK N Y COM 82669G104   0 3,549 SH   DFND 1,2 0 3,549 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200   185 10,592 SH   DFND 1,2 0 10,592 0
SIMON PPTY GROUP INC NEW COM 828806109   9,893 88,353 SH   DFND 1,2 0 88,353 0
SIMPLY GOOD FOODS CO COM 82900L102   274 6,900 SH   DFND 1,2 0 6,900 0
SIMULATIONS PLUS INC COM 829214105   61 1,382 SH   DFND 1,2 0 1,382 0
SIRIUS XM HOLDINGS INC COM 82968B103   439 110,470 SH   DFND 1,2 0 110,470 0
SITE CTRS CORP COM 82981J109   193 15,689 SH   DFND 1,2 0 15,689 0
SITIME CORP COM 82982T106   104 728 SH   DFND 1,2 0 728 0
SKECHERS U S A INC CL A 830566105   9,361 196,993 SH   DFND 1,2 0 196,993 0
SKYWEST INC COM 830879102   93 4,193 SH   DFND 1,2 0 4,193 0
SKYWORKS SOLUTIONS INC COM 83088M102   8,984 76,151 SH   DFND 1,2 0 76,151 0
SLEEP NUMBER CORP COM 83125X103   55 1,813 SH   DFND 1,2 0 1,813 0
SMITH A O CORP COM 831865209   46,603 673,935 SH   DFND 1,2 0 673,935 0
SMUCKER J M CO COM NEW 832696405   13,495 85,752 SH   DFND 1,2 0 85,752 0
SNAP ON INC COM 833034101   2,773 11,232 SH   DFND 1,2 0 11,232 0
SNAP INC CL A 83304A106   20,353 1,815,573 SH   DFND 1,2 0 1,815,573 0
SNOWFLAKE INC CL A 833445109   13,659 88,531 SH   DFND 1,2 0 88,531 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105   0 44,725 SH   DFND 1,2 0 44,725 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104   4,374 14,392 SH   DFND 1,2 0 14,392 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   260 200,000 PRN   DFND 1,2 0 200,000 0
SONIC AUTOMOTIVE INC CL A 83545G102   71 1,303 SH   DFND 1,2 0 1,303 0
SONOS INC COM 83570H108   205 10,440 SH   DFND 1,2 0 10,440 0
SOUTHERN CO COM 842587107   4,465 64,164 SH   DFND 1,2 0 64,164 0
SOUTHERN COPPER CORP COM 84265V105   842 11,038 SH   DFND 1,2 0 11,038 0
SOUTHSIDE BANCSHARES INC COM 84470P109   82 2,471 SH   DFND 1,2 0 2,471 0
SOUTHWEST AIRLS CO COM 844741108   6,093 187,234 SH   DFND 1,2 0 187,234 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   568 500,000 PRN   DFND 1,2 0 500,000 0
SPARTANNASH CO COM 847215100   77 3,088 SH   DFND 1,2 0 3,088 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105   363 5,487 SH   DFND 1,2 0 5,487 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109   31 900 SH   DFND 1,2 0 900 0
SPLUNK INC COM 848637104   5,293 55,204 SH   DFND 1,2 0 55,204 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8   392 400,000 PRN   DFND 1,2 0 400,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   291 300,000 PRN   DFND 1,2 0 300,000 0
BLOCK INC CL A 852234103   2,208 32,163 SH   DFND 1,2 0 32,163 0
STANDARD MTR PRODS INC COM 853666105   56 1,525 SH   DFND 1,2 0 1,525 0
STANDEX INTL CORP COM 854231107   136 1,108 SH   DFND 1,2 0 1,108 0
STANLEY BLACK & DECKER INC COM 854502101   6,088 75,548 SH   DFND 1,2 0 75,548 0
STARBUCKS CORP COM 855244109   99,794 958,361 SH   DFND 1,2 0 958,361 0
STARWOOD PPTY TR INC COM 85571B105   3,303 186,690 SH   DFND 1,2 0 186,690 0
STATE STR CORP COM 857477103   4,488 59,292 SH   DFND 1,2 0 59,292 0
STEEL DYNAMICS INC COM 858119100   23,792 210,434 SH   DFND 1,2 0 210,434 0
STEPAN CO COM 858586100   184 1,789 SH   DFND 1,2 0 1,789 0
STEWART INFORMATION SVCS COR COM 860372101   88 2,189 SH   DFND 1,2 0 2,189 0
STONEX GROUP INC COM 861896108   148 1,430 SH   DFND 1,2 0 1,430 0
STRATEGIC ED INC COM 86272C103   166 1,843 SH   DFND 1,2 0 1,843 0
STURM RUGER & CO INC COM 864159108   85 1,488 SH   DFND 1,2 0 1,488 0
SUMMIT HOTEL PPTYS INC COM 866082100   61 8,703 SH   DFND 1,2 0 8,703 0
SUN CMNTYS INC COM 866674104   2,600 18,452 SH   DFND 1,2 0 18,452 0
SUNCOKE ENERGY INC COM 86722A103   69 7,629 SH   DFND 1,2 0 7,629 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   139 200,000 PRN   DFND 1,2 0 200,000 0
SUNPOWER CORP COM 867652406   8,439 609,788 SH   DFND 1,2 0 609,788 0
SUNRUN INC COM 86771W105   4,888 242,588 SH   DFND 1,2 0 242,588 0
SUPERNUS PHARMACEUTICALS INC COM 868459108   166 4,594 SH   DFND 1,2 0 4,594 0
SYLVAMO CORP COMMON STOCK 871332102   122 2,639 SH   DFND 1,2 0 2,639 0
SYNCHRONY FINANCIAL COM 87165B103   15,814 543,810 SH   DFND 1,2 0 543,810 0
SYSCO CORP COM 871829107   15,687 203,116 SH   DFND 1,2 0 203,116 0
TJX COS INC NEW COM 872540109   48,997 625,285 SH   DFND 1,2 0 625,285 0
T-MOBILE US INC COM 872590104   10,058 69,440 SH   DFND 1,2 0 69,440 0
TPI COMPOSITES INC COM 87266J104   3,919 300,306 SH   DFND 1,2 0 300,306 0
TTM TECHNOLOGIES INC COM 87305R109   122 9,045 SH   DFND 1,2 0 9,045 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100   0 42,973 SH   DFND 1,2 0 42,973 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109   16,474 138,092 SH   DFND 1,2 0 138,092 0
TAL EDUCATION GROUP SPONSORED ADS 874080104   0 102,781 SH   DFND 1,2 0 102,781 0
TALOS ENERGY INC COM 87484T108   78 5,273 SH   DFND 1,2 0 5,273 0
TANDEM DIABETES CARE INC COM NEW 875372203   2,758 67,925 SH   DFND 1,2 0 67,925 0
TANGER FACTORY OUTLET CTRS I COM 875465106   171 8,724 SH   DFND 1,2 0 8,724 0
TARGET CORP COM 87612E106   40,655 245,459 SH   DFND 1,2 0 245,459 0
TARGA RES CORP COM 87612G101   12,308 168,713 SH   DFND 1,2 0 168,713 0
TECHTARGET INC COM 87874R100   74 2,057 SH   DFND 1,2 0 2,057 0
TELADOC HEALTH INC COM 87918A105   482 18,617 SH   DFND 1,2 0 18,617 0
TELEDYNE TECHNOLOGIES INC COM 879360105   4,178 9,339 SH   DFND 1,2 0 9,339 0
TELEFLEX INCORPORATED COM 879369106   4,038 15,941 SH   DFND 1,2 0 15,941 0
TELEPHONE & DATA SYS INC COM NEW 879433829   91 8,611 SH   DFND 1,2 0 8,611 0
TEMPUR SEALY INTL INC COM 88023U101   344 8,711 SH   DFND 1,2 0 8,711 0
TENET HEALTHCARE CORP COM NEW 88033G407   30 510 SH   DFND 1,2 0 510 0
TENNANT CO COM 880345103   109 1,595 SH   DFND 1,2 0 1,595 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109   0 77,098 SH   DFND 1,2 0 77,098 0
TERADYNE INC COM 880770102   4,982 46,337 SH   DFND 1,2 0 46,337 0
TERRENO RLTY CORP COM 88146M101   2,478 38,360 SH   DFND 1,2 0 38,360 0
TESLA INC COM 88160R101   198,198 955,354 SH   DFND 1,2 0 955,354 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209   0 12,748 SH   DFND 1,2 0 12,748 0
TEXAS INSTRS INC COM 882508104   100,427 539,903 SH   DFND 1,2 0 539,903 0
THE ODP CORP COM 88337F105   152 3,378 SH   DFND 1,2 0 3,378 0
THE TRADE DESK INC COM CL A 88339J105   10,370 170,244 SH   DFND 1,2 0 170,244 0
THOR INDS INC COM 885160101   1,944 24,410 SH   DFND 1,2 0 24,410 0
3-D SYS CORP DEL COM NEW 88554D205   109 10,162 SH   DFND 1,2 0 10,162 0
360 DIGITECH INC AMERICAN DEP 88557W101   0 26,597 SH   DFND 1,2 0 26,597 0
3M CO COM 88579Y101   10,383 98,779 SH   DFND 1,2 0 98,779 0
THRYV HLDGS INC COM NEW 886029206   53 2,313 SH   DFND 1,2 0 2,313 0
TIMKENSTEEL CORPORATION COM 887399103   67 3,670 SH   DFND 1,2 0 3,670 0
TITAN INTL INC ILL COM 88830M102   46 4,385 SH   DFND 1,2 0 4,385 0
TOLL BROTHERS INC COM 889478103   174 2,904 SH   DFND 1,2 0 2,904 0
TOMPKINS FINL CORP COM 890110109   68 1,025 SH   DFND 1,2 0 1,025 0
TOOTSIE ROLL INDS INC COM 890516107   67 1,482 SH   DFND 1,2 0 1,482 0
TORO CO COM 891092108   43,450 390,875 SH   DFND 1,2 0 390,875 0
TRACTOR SUPPLY CO COM 892356106   7,084 30,139 SH   DFND 1,2 0 30,139 0
TRADEWEB MKTS INC CL A 892672106   4,916 62,218 SH   DFND 1,2 0 62,218 0
TRANSUNION COM 89400J107   5,092 81,944 SH   DFND 1,2 0 81,944 0
TRAVELERS COMPANIES INC COM 89417E109   27,472 160,272 SH   DFND 1,2 0 160,272 0
TREDEGAR CORP COM 894650100   21 2,314 SH   DFND 1,2 0 2,314 0
TREEHOUSE FOODS INC COM 89469A104   218 4,330 SH   DFND 1,2 0 4,330 0
TRIMBLE INC COM 896239100   14,841 283,117 SH   DFND 1,2 0 283,117 0
TRIP COM GROUP LTD ADS 89677Q107   0 191,957 SH   DFND 1,2 0 191,957 0
TRIUMPH GROUP INC NEW COM 896818101   70 6,059 SH   DFND 1,2 0 6,059 0
TRUEBLUE INC COM 89785X101   47 2,633 SH   DFND 1,2 0 2,633 0
TRUPANION INC COM 898202106   984 22,938 SH   DFND 1,2 0 22,938 0
TRUIST FINL CORP COM 89832Q109   28,554 837,373 SH   DFND 1,2 0 837,373 0
TRUSTCO BK CORP N Y COM NEW 898349204   52 1,626 SH   DFND 1,2 0 1,626 0
TRUSTMARK CORP COM 898402102   131 5,302 SH   DFND 1,2 0 5,302 0
TTEC HLDGS INC COM 89854H102   52 1,407 SH   DFND 1,2 0 1,407 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204   0 43,652 SH   DFND 1,2 0 43,652 0
TWILIO INC CL A 90138F102   1,531 22,973 SH   DFND 1,2 0 22,973 0
TWO HBRS INVT CORP COM 90187B804   122 8,267 SH   DFND 1,2 0 8,267 0
TYLER TECHNOLOGIES INC COM 902252105   4,021 11,337 SH   DFND 1,2 0 11,337 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1   191 200,000 PRN   DFND 1,2 0 200,000 0
TYSON FOODS INC CL A 902494103   10,162 171,305 SH   DFND 1,2 0 171,305 0
UDR INC COM 902653104   2,014 49,049 SH   DFND 1,2 0 49,049 0
UGI CORP NEW COM 902681105   588 16,917 SH   DFND 1,2 0 16,917 0
UMB FINL CORP COM 902788108   190 3,295 SH   DFND 1,2 0 3,295 0
UFP INDUSTRIES INC COM 90278Q108   3,810 47,947 SH   DFND 1,2 0 47,947 0
US BANCORP DEL COM NEW 902973304   20,793 576,778 SH   DFND 1,2 0 576,778 0
USANA HEALTH SCIENCES INC COM 90328M107   52 834 SH   DFND 1,2 0 834 0
U S PHYSICAL THERAPY COM 90337L108   104 1,060 SH   DFND 1,2 0 1,060 0
U S SILICA HLDGS INC COM 90346E103   75 6,297 SH   DFND 1,2 0 6,297 0
UBER TECHNOLOGIES INC COM 90353T100   9,478 298,986 SH   DFND 1,2 0 298,986 0
ULTA BEAUTY INC COM 90384S303   8,712 15,966 SH   DFND 1,2 0 15,966 0
ULTRA CLEAN HLDGS INC COM 90385V107   129 3,895 SH   DFND 1,2 0 3,895 0
UNIFIRST CORP MASS COM 904708104   231 1,310 SH   DFND 1,2 0 1,310 0
UNION PAC CORP COM 907818108   23,105 114,801 SH   DFND 1,2 0 114,801 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303   266 9,446 SH   DFND 1,2 0 9,446 0
UNITED FIRE GROUP INC COM 910340108   45 1,699 SH   DFND 1,2 0 1,699 0
UNITED NAT FOODS INC COM 911163103   127 4,829 SH   DFND 1,2 0 4,829 0
UNITED PARCEL SERVICE INC CL B 911312106   50,641 261,047 SH   DFND 1,2 0 261,047 0
UNITED RENTALS INC COM 911363109   15,805 39,937 SH   DFND 1,2 0 39,937 0
UNITED THERAPEUTICS CORP DEL COM 91307C102   173 772 SH   DFND 1,2 0 772 0
UNITEDHEALTH GROUP INC COM 91324P102   394,443 834,641 SH   DFND 1,2 0 834,641 0
UNITIL CORP COM 913259107   374 6,563 SH   DFND 1,2 0 6,563 0
UNITI GROUP INC COM 91325V108   65 18,383 SH   DFND 1,2 0 18,383 0
UNITY SOFTWARE INC COM 91332U101   3,495 107,734 SH   DFND 1,2 0 107,734 0
UNIVERSAL CORP VA COM 913456109   118 2,229 SH   DFND 1,2 0 2,229 0
UNIVERSAL DISPLAY CORP COM 91347P105   296 1,909 SH   DFND 1,2 0 1,909 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105   658 13,677 SH   DFND 1,2 0 13,677 0
UNIVERSAL INS HLDGS INC COM 91359V107   37 2,008 SH   DFND 1,2 0 2,008 0
UNIVERSAL HLTH SVCS INC CL B 913903100   2,591 20,382 SH   DFND 1,2 0 20,382 0
UNUM GROUP COM 91529Y106   75 1,904 SH   DFND 1,2 0 1,904 0
URBAN EDGE PPTYS COM 91704F104   140 9,291 SH   DFND 1,2 0 9,291 0
URSTADT BIDDLE PPTYS INC CL A 917286205   50 2,837 SH   DFND 1,2 0 2,837 0
V F CORP COM 918204108   2,374 103,607 SH   DFND 1,2 0 103,607 0
VAIL RESORTS INC COM 91879Q109   629 2,692 SH   DFND 1,2 0 2,692 0
VAIL RESORTS INC NOTE 1/0 91879QAN9   269 300,000 PRN   DFND 1,2 0 300,000 0
VALERO ENERGY CORP COM 91913Y100   16,097 115,307 SH   DFND 1,2 0 115,307 0
VALMONT INDS INC COM 920253101   3,830 11,996 SH   DFND 1,2 0 11,996 0
VANDA PHARMACEUTICALS INC COM 921659108   21 3,142 SH   DFND 1,2 0 3,142 0
VAREX IMAGING CORP COM 92214X106   60 3,307 SH   DFND 1,2 0 3,307 0
VECTOR GROUP LTD COM 92240M108   138 11,488 SH   DFND 1,2 0 11,488 0
VEECO INSTRS INC DEL COM 922417100   91 4,299 SH   DFND 1,2 0 4,299 0
VEEVA SYS INC CL A COM 922475108   24,152 131,412 SH   DFND 1,2 0 131,412 0
VENTAS INC COM 92276F100   4,492 103,620 SH   DFND 1,2 0 103,620 0
VERISIGN INC COM 92343E102   32,580 154,165 SH   DFND 1,2 0 154,165 0
VERIZON COMMUNICATIONS INC COM 92343V104   50,656 1,302,553 SH   DFND 1,2 0 1,302,553 0
VERITEX HLDGS INC COM 923451108   73 3,988 SH   DFND 1,2 0 3,988 0
VERITIV CORP COM 923454102   147 1,087 SH   DFND 1,2 0 1,087 0
VERISK ANALYTICS INC COM 92345Y106   6,839 35,646 SH   DFND 1,2 0 35,646 0
VERICEL CORP COM 92346J108   113 3,848 SH   DFND 1,2 0 3,848 0
VERTEX PHARMACEUTICALS INC COM 92532F100   59,846 189,946 SH   DFND 1,2 0 189,946 0
VIAD CORP COM 92552R406   36 1,729 SH   DFND 1,2 0 1,729 0
VIAVI SOLUTIONS INC COM 925550105   201 18,538 SH   DFND 1,2 0 18,538 0
PARAMOUNT GLOBAL CLASS B COM 92556H206   11,244 503,990 SH   DFND 1,2 0 503,990 0
VIATRIS INC COM 92556V106   3,191 331,752 SH   DFND 1,2 0 331,752 0
VICI PPTYS INC COM 925652109   3,868 118,591 SH   DFND 1,2 0 118,591 0
VICOR CORP COM 925815102   1,252 26,668 SH   DFND 1,2 0 26,668 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103   0 454,205 SH   DFND 1,2 0 454,205 0
VIR BIOTECHNOLOGY INC COM 92764N102   142 6,086 SH   DFND 1,2 0 6,086 0
VISA INC COM CL A 92826C839   280,438 1,243,848 SH   DFND 1,2 0 1,243,848 0
VIRTUS INVT PARTNERS INC COM 92828Q109   97 511 SH   DFND 1,2 0 511 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   299 300,000 PRN   DFND 1,2 0 300,000 0
VISTA OUTDOOR INC COM 928377100   125 4,508 SH   DFND 1,2 0 4,508 0
VISTRA CORP COM 92840M102   602 25,081 SH   DFND 1,2 0 25,081 0
VMWARE INC CL A COM 928563402   53,592 429,254 SH   DFND 1,2 0 429,254 0
VONTIER CORPORATION COM 928881101   250 9,162 SH   DFND 1,2 0 9,162 0
VOYA FINANCIAL INC COM 929089100   89 1,242 SH   DFND 1,2 0 1,242 0
VULCAN MATLS CO COM 929160109   11,505 67,062 SH   DFND 1,2 0 67,062 0
WD 40 CO COM 929236107   196 1,101 SH   DFND 1,2 0 1,101 0
WSFS FINL CORP COM 929328102   193 5,126 SH   DFND 1,2 0 5,126 0
WP CAREY INC COM 92936U109   3,511 45,337 SH   DFND 1,2 0 45,337 0
WEC ENERGY GROUP INC COM 92939U106   2,000 21,094 SH   DFND 1,2 0 21,094 0
WABASH NATL CORP COM 929566107   99 4,027 SH   DFND 1,2 0 4,027 0
WABTEC COM 929740108   8,840 87,473 SH   DFND 1,2 0 87,473 0
WALGREENS BOOTS ALLIANCE INC COM 931427108   9,306 269,104 SH   DFND 1,2 0 269,104 0
WALKER & DUNLOP INC COM 93148P102   538 7,059 SH   DFND 1,2 0 7,059 0
WARNER BROS DISCOVERY INC COM SER A 934423104   20,664 1,368,490 SH   DFND 1,2 0 1,368,490 0
WARRIOR MET COAL INC COM 93627C101   154 4,192 SH   DFND 1,2 0 4,192 0
WASHINGTON FED INC COM 938824109   162 5,374 SH   DFND 1,2 0 5,374 0
WASTE MGMT INC DEL COM 94106L109   56,428 345,825 SH   DFND 1,2 0 345,825 0
WATERS CORP COM 941848103   48,717 157,339 SH   DFND 1,2 0 157,339 0
WATSCO INC COM 942622200   125 392 SH   DFND 1,2 0 392 0
WATTS WATER TECHNOLOGIES INC CL A 942749102   42,388 251,832 SH   DFND 1,2 0 251,832 0
WAYFAIR INC CL A 94419L101   2,961 86,220 SH   DFND 1,2 0 86,220 0
WEBSTER FINL CORP COM 947890109   7,048 178,785 SH   DFND 1,2 0 178,785 0
WEIBO CORP SPONSORED ADR 948596101   0 174,059 SH   DFND 1,2 0 174,059 0
WELLS FARGO CO NEW COM 949746101   37,632 1,006,749 SH   DFND 1,2 0 1,006,749 0
WELLTOWER INC COM 95040Q104   2,235 31,181 SH   DFND 1,2 0 31,181 0
WENDYS CO COM 95058W100   89 4,074 SH   DFND 1,2 0 4,074 0
WERNER ENTERPRISES INC COM 950755108   5,732 126,004 SH   DFND 1,2 0 126,004 0
WEST PHARMACEUTICAL SVSC INC COM 955306105   15,599 45,022 SH   DFND 1,2 0 45,022 0
WESTAMERICA BANCORPORATION COM 957090103   483 10,913 SH   DFND 1,2 0 10,913 0
WESTERN DIGITAL CORP. COM 958102105   6,159 163,497 SH   DFND 1,2 0 163,497 0
WESTERN UN CO COM 959802109   967 86,709 SH   DFND 1,2 0 86,709 0
WESTROCK CO COM 96145D105   3,553 116,604 SH   DFND 1,2 0 116,604 0
WEYERHAEUSER CO MTN BE COM NEW 962166104   3,176 105,405 SH   DFND 1,2 0 105,405 0
WHIRLPOOL CORP COM 963320106   3,851 29,173 SH   DFND 1,2 0 29,173 0
WHITESTONE REIT COM 966084204   36 3,885 SH   DFND 1,2 0 3,885 0
WILEY JOHN & SONS INC CL A 968223206   26 667 SH   DFND 1,2 0 667 0
WILLIAMS COS INC COM 969457100   12,145 406,735 SH   DFND 1,2 0 406,735 0
WILLIAMS SONOMA INC COM 969904101   41 341 SH   DFND 1,2 0 341 0
WINNEBAGO INDS INC COM 974637100   1,273 22,067 SH   DFND 1,2 0 22,067 0
WOLFSPEED INC COM 977852102   3,705 57,049 SH   DFND 1,2 0 57,049 0
WOLFSPEED INC NOTE 0.250% 2/1 977852AB8   168 200,000 PRN   DFND 1,2 0 200,000 0
WOLVERINE WORLD WIDE INC COM 978097103   108 6,317 SH   DFND 1,2 0 6,317 0
WORKDAY INC CL A 98138H101   25,506 123,494 SH   DFND 1,2 0 123,494 0
WORLD ACCEP CORPORATION COM 981419104   17 205 SH   DFND 1,2 0 205 0
WORLD FUEL SVCS CORP COM 981475106   356 13,938 SH   DFND 1,2 0 13,938 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105   280 4,125 SH   DFND 1,2 0 4,125 0
WYNN RESORTS LTD COM 983134107   3,566 31,868 SH   DFND 1,2 0 31,868 0
XPEL INC COM 98379L100   108 1,588 SH   DFND 1,2 0 1,588 0
XCEL ENERGY INC COM 98389B100   2,305 34,178 SH   DFND 1,2 0 34,178 0
XENIA HOTELS & RESORTS INC COM 984017103   129 9,887 SH   DFND 1,2 0 9,887 0
XENCOR INC COM 98401F105   141 5,070 SH   DFND 1,2 0 5,070 0
XYLEM INC COM 98419M100   63,116 602,828 SH   DFND 1,2 0 602,828 0
XPENG INC ADS 98422D105   0 60,946 SH   DFND 1,2 0 60,946 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100   0 40,961 SH   DFND 1,2 0 40,961 0
YORK WTR CO COM 987184108   6,703 149,948 SH   DFND 1,2 0 149,948 0
YUM BRANDS INC COM 988498101   48,610 368,033 SH   DFND 1,2 0 368,033 0
YUM CHINA HLDGS INC COM 98850P109   13,890 219,115 SH   DFND 1,2 0 219,115 0
ZAI LAB LTD ADR 98887Q104   0 13,121 SH   DFND 1,2 0 13,121 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105   19,172 60,288 SH   DFND 1,2 0 60,288 0
ZILLOW GROUP INC CL C CAP STK 98954M200   2,040 45,865 SH   DFND 1,2 0 45,865 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1   234 200,000 PRN   DFND 1,2 0 200,000 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   119 100,000 PRN   DFND 1,2 0 100,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   311 300,000 PRN   DFND 1,2 0 300,000 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102   11,400 88,235 SH   DFND 1,2 0 88,235 0
ZIONS BANCORPORATION N A COM 989701107   553 18,468 SH   DFND 1,2 0 18,468 0
ZOETIS INC CL A 98978V103   53,191 319,580 SH   DFND 1,2 0 319,580 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105   0 262,693 SH   DFND 1,2 0 262,693 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104   1,730 69,993 SH   DFND 1,2 0 69,993 0
ZSCALER INC COM 98980G102   1,944 16,640 SH   DFND 1,2 0 16,640 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   370 350,000 PRN   DFND 1,2 0 350,000 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101   3,120 42,254 SH   DFND 1,2 0 42,254 0
ZUMIEZ INC COM 989817101   23 1,252 SH   DFND 1,2 0 1,252 0
ZYNEX INC COM 98986M103   31 2,556 SH   DFND 1,2 0 2,556 0
NOMAD FOODS LTD USD ORD SHS G6564A105   16,011 854,367 SH   DFND 1,2 0 854,367 0
SCHLUMBERGER LTD COM STK 806857108   80 1,620 SH   DFND 1,2,3 0 1,620 0
ARCH CAP GROUP LTD ORD G0450A105   20 300 SH   DFND 1,2,3 0 300 0
BUNGE LIMITED COM G16962105   25 262 SH   DFND 1,2,3 0 262 0
EVEREST RE GROUP LTD COM G3223R108   17 47 SH   DFND 1,2,3 0 47 0
CHUBB LIMITED COM H1467J104   515 2,653 SH   DFND 1,2,3 0 2,653 0
TE CONNECTIVITY LTD SHS H84989104   199 1,515 SH   DFND 1,2,3 0 1,515 0
GARMIN LTD SHS H2906T109   16 161 SH   DFND 1,2,3 0 161 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102   78 1,558 SH   DFND 1,2,3 0 1,558 0
ROYALTY PHARMA PLC SHS CLASS A G7709Q104   19 531 SH   DFND 1,2,3 0 531 0
LINDE PLC SHS G54950103   1,035 2,911 SH   DFND 1,2,3 0 2,911 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101   1,321 4,621 SH   DFND 1,2,3 0 4,621 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105   14 96 SH   DFND 1,2,3 0 96 0
EATON CORP PLC SHS G29183103   69 405 SH   DFND 1,2,3 0 405 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103   355 1,526 SH   DFND 1,2,3 0 1,526 0
ALLEGION PLC ORD SHS G0176J109   15 136 SH   DFND 1,2,3 0 136 0
STERIS PLC SHS USD G8473T100   60 312 SH   DFND 1,2,3 0 312 0
TRANE TECHNOLOGIES PLC SHS G8994E103   81 439 SH   DFND 1,2,3 0 439 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103   17 255 SH   DFND 1,2,3 0 255 0
AON PLC SHS CL A G0403H108   366 1,161 SH   DFND 1,2,3 0 1,161 0
PENTAIR PLC SHS G7S00T104   19 338 SH   DFND 1,2,3 0 338 0
HORIZON THERAPEUTICS PUB L SHS G46188101   101 929 SH   DFND 1,2,3 0 929 0
MEDTRONIC PLC SHS G5960L103   226 2,806 SH   DFND 1,2,3 0 2,806 0
JOHNSON CTLS INTL PLC SHS G51502105   74 1,226 SH   DFND 1,2,3 0 1,226 0
APTIV PLC SHS G6095L109   33 298 SH   DFND 1,2,3 0 298 0
AMCOR PLC ORD G0250X107   40 3,486 SH   DFND 1,2,3 0 3,486 0
NOVOCURE LTD ORD SHS G6674U108   10 170 SH   DFND 1,2,3 0 170 0
ROYAL CARIBBEAN GROUP COM V7780T103   17 258 SH   DFND 1,2,3 0 258 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100   40 431 SH   DFND 1,2,3 0 431 0
NXP SEMICONDUCTORS N V COM N6596X109   45 240 SH   DFND 1,2,3 0 240 0
QIAGEN NV SHS NEW N72482123   227 4,937 SH   DFND 1,2,3 0 4,937 0
CARNIVAL CORP COMMON STOCK 143658300   14 1,399 SH   DFND 1,2,3 0 1,399 0
AFLAC INC COM 001055102   123 1,908 SH   DFND 1,2,3 0 1,908 0