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
10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 1,196,250 29,000 PRN   DFND 4 29,000 0 0
10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 15,485,869 375,415 PRN   DFND 1 375,415 0 0
10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 45,746 1,109 PRN   DFND 3 1,109 0 0
2U INC COM 90214J101 BBG001V0RR30 134,450 54,433 PRN   DFND 4 54,433 0 0
3M CO COM 88579Y101 BBG001S5T7X2 34,497,378 368,483 PRN   DFND 4 368,483 0 0
3M CO COM 88579Y101 BBG001S5T7X2 32,112 343 PRN   DFND 3 343 0 0
3M CO COM 88579Y101 BBG001S5T7X2 556,665 5,946 PRN   DFND 1 5,946 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 484,116 32,210 PRN   DFND 4 32,210 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 16,804 1,118 PRN   DFND 1 1,118 0 0
A10 NETWORKS INC COM 002121101 BBG0060K22D0 60,962 4,056 PRN   DFND 3 4,056 0 0
AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 21,952 386 PRN   DFND 4 386 0 0
AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 5,127,968 90,170 PRN   DFND 1 90,170 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 10,736,113 110,853 PRN   DFND 4 110,853 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 2,918,962 30,139 PRN   DFND 2 30,139 0 0
ABBOTT LABS COM 002824100 BBG001S5N9M6 1,334,593 13,780 PRN   DFND 1 13,780 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 793,595 5,324 PRN   DFND 1 5,324 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 189,021,495 1,268,090 PRN   DFND 4 1,268,090 0 0
ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 3,157,985 21,186 PRN   DFND 2 21,186 0 0
ABCAM PLC ADS 000380204 BBG00XRJJM98 48,974,782 2,164,153 PRN   DFND 3 2,164,153 0 0
ABCAM PLC ADS 000380204 BBG00XRJJM98 16,124,893 712,545 PRN   DFND 2 712,545 0 0
ABERCROMBIE & FITCH CO CL A 002896207 BBG001S97027 851,582 15,107 PRN   DFND 3 15,107 0 0
ABERCROMBIE & FITCH CO CL A 002896207 BBG001S97027 4,824,708 85,590 PRN   DFND 4 85,590 0 0
ABM INDS INC COM 000957100 BBG001S5N9B8 79,540 1,988 PRN   DFND 3 1,988 0 0
ABM INDS INC COM 000957100 BBG001S5N9B8 2,698,074 67,435 PRN   DFND 1 67,435 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 49,217 700 PRN   DFND 4 700 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 5,661,291 80,519 PRN   DFND 1 80,519 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 287,217 13,782 PRN   DFND 1 13,782 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 1,364,562 65,478 PRN   DFND 4 65,478 0 0
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 BBG00GX221Z0 240,363 21,951 PRN   DFND 4 21,951 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 1,903,161 6,197 PRN   DFND 2 6,197 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 96,125 313 PRN   DFND 3 313 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 24,259,847 78,994 PRN   DFND 4 78,994 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 3,570,768 11,627 PRN   DFND 1 11,627 0 0
ACCO BRANDS CORP COM 00081T108 BBG001SPBTK3 171,391 29,859 PRN   DFND 4 29,859 0 0
ACELYRIN INC COM 00445A100 BBG00YJKJ8J2 192,945 18,972 PRN   DFND 4 18,972 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 BBG003LF0QS8 639,694 93,386 PRN   DFND 4 93,386 0 0
ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 83,992,383 897,067 PRN   DFND 2 897,067 0 0
ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 25,769,785 275,230 PRN   DFND 3 275,230 0 0
ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 749 8 PRN   DFND 4 8 0 0
ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 11,970,749 70,288 PRN   DFND 4 70,288 0 0
ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 48,879 287 PRN   DFND 1 287 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 1,160,409 21,878 PRN   DFND 4 21,878 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 35,059 661 PRN   DFND 3 661 0 0
ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 7,132,024 134,465 PRN   DFND 1 134,465 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 BBG00KJQVGW2 32,787 3,603 PRN   DFND 1 3,603 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 BBG00KJQVGW2 58,395 6,417 PRN   DFND 3 6,417 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 BBG001V0GG18 646,054 118,542 PRN   DFND 4 118,542 0 0
ADDUS HOMECARE CORP COM 006739106 BBG001T56D18 5,197 61 PRN   DFND 1 61 0 0
ADDUS HOMECARE CORP COM 006739106 BBG001T56D18 3,892,587 45,693 PRN   DFND 4 45,693 0 0
ADEIA INC COM 00676P107 BBG00RBFBL78 12,036 1,127 PRN   DFND 1 1,127 0 0
ADEIA INC COM 00676P107 BBG00RBFBL78 274,551 25,707 PRN   DFND 4 25,707 0 0
ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 397,241 10,824 PRN   DFND 1 10,824 0 0
ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 61,913 1,687 PRN   DFND 3 1,687 0 0
ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 1,223,872 33,348 PRN   DFND 4 33,348 0 0
ADOBE INC COM 00724F101 BBG001S5NCQ5 5,374,346 10,540 PRN   DFND 3 10,540 0 0
ADOBE INC COM 00724F101 BBG001S5NCQ5 67,584,696 132,545 PRN   DFND 1 132,545 0 0
ADOBE INC COM 00724F101 BBG001S5NCQ5 193,121,566 378,744 PRN   DFND 4 378,744 0 0
ADOBE INC COM 00724F101 BBG001S5NCQ5 2,376,644 4,661 PRN   DFND 2 4,661 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 19,124,480 341,936 PRN   DFND 1 341,936 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 1,681,368 30,062 PRN   DFND 4 30,062 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 5,593,000 100,000 PRN Put DFND 2 100,000 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 23,260,591 204,345 PRN   DFND 1 204,345 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 11,383 100 PRN   DFND 4 100 0 0
ADVANCED ENERGY INDS COM 007973100 BBG001S8L5Z6 599,746 5,816 PRN   DFND 1 5,816 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 205,948 2,003 PRN   DFND 1 2,003 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 1,789,274 17,402 PRN   DFND 2 17,402 0 0
ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 32,585,920 316,922 PRN   DFND 4 316,922 0 0
ADVANSIX INC COM 00773T101 BBG00CWTTQ32 685,532 22,057 PRN   DFND 4 22,057 0 0
ADVANSIX INC COM 00773T101 BBG00CWTTQ32 57,436 1,848 PRN   DFND 1 1,848 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113   10,030 211,157 PRN   DFND 3 211,157 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113   3,119 65,654 PRN   DFND 2 65,654 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 BBG006D9MR26 52,638 35,092 PRN   DFND 4 35,092 0 0
AECOM COM 00766T100 BBG001SKTTF1 20,758,588 249,983 PRN   DFND 4 249,983 0 0
AECOM COM 00766T100 BBG001SKTTF1 68,591 826 PRN   DFND 3 826 0 0
AECOM COM 00766T100 BBG001SKTTF1 10,944,340 131,796 PRN   DFND 1 131,796 0 0
AEMETIS INC COM NEW 00770K202 BBG001SCST33 232,919 56,125 PRN   DFND 1 56,125 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 1,110,512 17,720 PRN   DFND 2 17,720 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 47,811,382 762,907 PRN   DFND 4 762,907 0 0
AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 5,857,890 93,472 PRN   DFND 1 93,472 0 0
AES CORP COM 00130H105 BBG001S6B1L5 62,548 4,115 PRN   DFND 3 4,115 0 0
AES CORP COM 00130H105 BBG001S6B1L5 1,112,108 73,165 PRN   DFND 1 73,165 0 0
AES CORP COM 00130H105 BBG001S6B1L5 5,789,817 380,909 PRN   DFND 4 380,909 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 4,443,551 34,092 PRN   DFND 1 34,092 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 6,731,279 51,644 PRN   DFND 4 51,644 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 105,966 813 PRN   DFND 3 813 0 0
AFFIRM HLDGS INC COM CL A 00827B106 BBG00Y7BP8Z0 4,472,464 210,271 PRN   DFND 1 210,271 0 0
AFLAC INC COM 001055102 BBG001S5NGJ4 25,476,472 331,941 PRN   DFND 1 331,941 0 0
AFLAC INC COM 001055102 BBG001S5NGJ4 314,675 4,100 PRN   DFND 4 4,100 0 0
AFLAC INC COM 001055102 BBG001S5NGJ4 243,605 3,174 PRN   DFND 3 3,174 0 0
AGCO CORP COM 001084102 BBG001S7WHW3 16,547,372 139,900 PRN   DFND 4 139,900 0 0
AGCO CORP COM 001084102 BBG001S7WHW3 6,178,474 52,236 PRN   DFND 1 52,236 0 0
AGENUS INC COM NEW 00847G705 BBG001SDV370 118,650 105,000 PRN   DFND 4 105,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 18,496,258 165,411 PRN   DFND 4 165,411 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 26,725 239 PRN   DFND 3 239 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 339,933 3,040 PRN   DFND 1 3,040 0 0
AGILYSYS INC COM 00847J105 BBG001S5V6V3 416,874 6,301 PRN   DFND 4 6,301 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 BBG001T8R687 3,851,075 155,599 PRN   DFND 4 155,599 0 0
AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 1,113,798 24,506 PRN   DFND 1 24,506 0 0
AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 28,729,218 632,106 PRN   DFND 4 632,106 0 0
AIR LEASE CORP CL A 00912X302 BBG001T92VD1 7,383,306 187,346 PRN   DFND 1 187,346 0 0
AIR LEASE CORP CL A 00912X302 BBG001T92VD1 98,091 2,489 PRN   DFND 3 2,489 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 349,149 1,232 PRN   DFND 4 1,232 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 59,231 209 PRN   DFND 3 209 0 0
AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 660,605 2,331 PRN   DFND 2 2,331 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 73,819 538 PRN   DFND 3 538 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 478,314 3,486 PRN   DFND 1 3,486 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 493,407 3,596 PRN   DFND 2 3,596 0 0
AIRBNB INC COM CL A 009066101 BBG001Y2XS16 495,877 3,614 PRN   DFND 4 3,614 0 0
AIRBNB INC NOTE 3/1 009066AB7   5,658,651 6,403,000 PRN   DFND 2 6,403,000 0 0
AIRBNB INC NOTE 3/1 009066AB7   14,662,204 16,612,000 PRN   DFND 3 16,612,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 32,119,999 301,483 PRN   DFND 4 301,483 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 2,177,145 20,435 PRN   DFND 1 20,435 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   26,335,969 22,295,000 PRN   DFND 2 22,295,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0   38,241,939 32,360,000 PRN   DFND 3 32,360,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5   10,640,477 10,110,000 PRN   DFND 3 10,110,000 0 0
ALAMO GROUP INC COM 011311107 BBG001S7YVC2 561,968 3,251 PRN   DFND 4 3,251 0 0
ALAMO GROUP INC COM 011311107 BBG001S7YVC2 30,769 178 PRN   DFND 1 178 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 BBG009HT65S0 423,443 37,506 PRN   DFND 4 37,506 0 0
ALARM COM HLDGS INC COM 011642105 BBG007GNPYZ6 1,550,572 25,361 PRN   DFND 1 25,361 0 0
ALARM COM HLDGS INC COM 011642105 BBG007GNPYZ6 30,570 500 PRN   DFND 4 500 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   6,062,160 6,968,000 PRN   DFND 2 6,968,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   5,073,840 5,832,000 PRN   DFND 3 5,832,000 0 0
ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 15,962 185 PRN   DFND 4 185 0 0
ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 916,294 10,620 PRN   DFND 1 10,620 0 0
ALBEMARLE CORP COM 012653101 BBG001S7SBP9 2,933,870 17,254 PRN   DFND 1 17,254 0 0
ALBEMARLE CORP COM 012653101 BBG001S7SBP9 7,441,801 43,765 PRN   DFND 4 43,765 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 BBG009KG1741 272,818 11,992 PRN   DFND 4 11,992 0 0
ALCOA CORP COM 013872106 BBG00B3T3HF1 149,485 5,144 PRN   DFND 4 5,144 0 0
ALCOA CORP COM 013872106 BBG00B3T3HF1 81,688 2,811 PRN   DFND 3 2,811 0 0
ALCOA CORP COM 013872106 BBG00B3T3HF1 231,637 7,971 PRN   DFND 1 7,971 0 0
ALECTOR INC COM 014442107 BBG00N0PL214 428,250 66,088 PRN   DFND 4 66,088 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 BBG001S6CPH6 14,518,704 145,042 PRN   DFND 4 145,042 0 0
ALGOMA STL GROUP INC COM 015658107 BBG012NKXV72 74,827 11,004 PRN   DFND 1 11,004 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 BBG001S8LHC5 125,149 21,140 PRN   DFND 1 21,140 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 BBG006G2JWB1 198,369,002 2,286,938 PRN   DFND 4 2,286,938 0 0
ALIGHT INC COM CL A 01626W101 BBG00H00J2Q8 15,909,052 2,243,872 PRN   DFND 1 2,243,872 0 0
ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 5,131,819 16,808 PRN   DFND 4 16,808 0 0
ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 26,099,364 85,482 PRN   DFND 1 85,482 0 0
ALKERMES PLC SHS G01767105 BBG001S6RXM7 342,170 12,216 PRN   DFND 1 12,216 0 0
ALKERMES PLC SHS G01767105 BBG001S6RXM7 14,441,452 515,582 PRN   DFND 4 515,582 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 4,389,946 42,130 PRN   DFND 4 42,130 0 0
ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 4,276,576 41,042 PRN   DFND 1 41,042 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 1,991,715 62,358 PRN   DFND 1 62,358 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 41,522 1,300 PRN   DFND 4 1,300 0 0
ALLETE INC COM NEW 018522300 BBG001S77110 147,259 2,789 PRN   DFND 3 2,789 0 0
ALLETE INC COM NEW 018522300 BBG001S77110 241,982 4,583 PRN   DFND 4 4,583 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 8,830,947 149,525 PRN   DFND 4 149,525 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 9,437,020 159,787 PRN   DFND 1 159,787 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 156,450 2,649 PRN   DFND 3 2,649 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 BBG00KHRRDY2 262,159 82,700 PRN   DFND 4 82,700 0 0
ALLSTATE CORP COM 020002101 BBG001S9BM06 28,605,966 256,763 PRN   DFND 1 256,763 0 0
ALLSTATE CORP COM 020002101 BBG001S9BM06 190,845 1,713 PRN   DFND 4 1,713 0 0
ALLY FINL INC COM 02005N100 BBG001S5RLN4 104,372 3,912 PRN   DFND 3 3,912 0 0
ALLY FINL INC COM 02005N100 BBG001S5RLN4 17,710,931 663,828 PRN   DFND 4 663,828 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 2,443,272 13,796 PRN   DFND 3 13,796 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 512,173 2,892 PRN   DFND 4 2,892 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 638,977 3,608 PRN   DFND 2 3,608 0 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   4,981,697 5,400,000 PRN   DFND 3 5,400,000 0 0
ALPHA METALLURGICAL RESOUR I COM 020764106 BBG00DGWV044 287,002 1,105 PRN   DFND 1 1,105 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 456,543,059 3,488,790 PRN   DFND 4 3,488,790 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 7,774,785 59,413 PRN   DFND 2 59,413 0 0
ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 77,623,666 593,181 PRN   DFND 1 593,181 0 0
ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 7,439,241 56,422 PRN   DFND 2 56,422 0 0
ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 338,645,518 2,568,415 PRN   DFND 4 2,568,415 0 0
ALTICE USA INC CL A 02156K103 BBG00GFMPS82 78,480 24,000 PRN   DFND 4 24,000 0 0
ALTIMMUNE INC COM NEW 02155H200 BBG001SNS461 150,080 57,723 PRN   DFND 4 57,723 0 0
ALTO INGREDIENTS INC COM 021513106 BBG001SCBYZ5 7,722 1,747 PRN   DFND 4 1,747 0 0
ALTO INGREDIENTS INC COM 021513106 BBG001SCBYZ5 51,148 11,572 PRN   DFND 1 11,572 0 0
ALTRIA GROUP INC COM 02209S103 BBG001S5T8T5 197,088 4,687 PRN   DFND 3 4,687 0 0
ALTRIA GROUP INC COM 02209S103 BBG001S5T8T5 827,838 19,687 PRN   DFND 4 19,687 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 BBG005ZVDK57 356,682 12,161 PRN   DFND 4 12,161 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 44,629,162 351,079 PRN   DFND 1 351,079 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 21,671,163 170,478 PRN   DFND 2 170,478 0 0
AMAZON COM INC COM 023135106 BBG001S5PQL7 290,697,762 2,286,798 PRN   DFND 4 2,286,798 0 0
AMBAC FINL GROUP INC COM NEW 023139884 BBG004HQHL91 823,155 68,255 PRN   DFND 4 68,255 0 0
AMBARELLA INC SHS G037AX101 BBG001V1SN18 56,318 1,062 PRN   DFND 3 1,062 0 0
AMBARELLA INC SHS G037AX101 BBG001V1SN18 482,573 9,100 PRN   DFND 4 9,100 0 0
AMC ENTMT HLDGS INC CL A NEW 00165C302 BBG001SZYYL4 17,093,127 2,139,315 PRN   DFND 1 2,139,315 0 0
AMC NETWORKS INC CL A 00164V103 BBG001SLR8S3 895,280 76,000 PRN   DFND 4 76,000 0 0
AMCOR PLC ORD G0250X107 BBG00LNJRQ18 19,841 2,166 PRN   DFND 4 2,166 0 0
AMCOR PLC ORD G0250X107 BBG00LNJRQ18 119,282 13,022 PRN   DFND 3 13,022 0 0
AMDOCS LTD SHS G02602103 BBG001SBX7P3 135,860 1,608 PRN   DFND 3 1,608 0 0
AMDOCS LTD SHS G02602103 BBG001SBX7P3 81,786 968 PRN   DFND 1 968 0 0
AMDOCS LTD SHS G02602103 BBG001SBX7P3 2,221,918 26,298 PRN   DFND 4 26,298 0 0
AMEDISYS INC COM 023436108 BBG001S5NN72 7,297,062 78,127 PRN   DFND 3 78,127 0 0
AMEDISYS INC COM 023436108 BBG001S5NN72 23,613,948 252,826 PRN   DFND 2 252,826 0 0
AMER SOFTWARE INC CL A 029683109 BBG001S5NPN9 505,581 44,117 PRN   DFND 4 44,117 0 0
AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 78,680 1,000 PRN   DFND 3 1,000 0 0
AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 1,793,353 22,793 PRN   DFND 4 22,793 0 0
AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 244,459 3,107 PRN   DFND 1 3,107 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9   5,235,786 4,900,000 PRN   DFND 3 4,900,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 BBG005P7Q907 35,868 2,800 PRN   DFND 4 2,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 BBG005P7Q907 31,044,958 2,423,494 PRN   DFND 1 2,423,494 0 0
AMERICAN ASSETS TR INC COM 024013104 BBG001TCBJS5 6,880,126 353,734 PRN   DFND 4 353,734 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 BBG001S9DR67 113,634 15,652 PRN   DFND 4 15,652 0 0
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ARM HOLDINGS PLC SPONSORED ADR 042068205 BBG01J1GY084 10,265,136 191,800 PRN   DFND 3 191,800 0 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 BBG001V107T3 8,071,082 215,689 PRN   DFND 1 215,689 0 0
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CABLE ONE INC COM 12685J105 BBG001SFK9N6 24,010 39 PRN   DFND 3 39 0 0
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CACI INTL INC CL A 127190304 BBG001SF9NK1 1,603,868 5,109 PRN   DFND 1 5,109 0 0
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CALIX INC COM 13100M509 BBG001T633M8 5,779,370 126,077 PRN   DFND 1 126,077 0 0
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CAMECO CORP COM 13321L108 BBG001S5Y5S6 10,284,043 259,436 PRN   DFND 4 259,436 0 0
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CAMPBELL SOUP CO COM 134429109 BBG001S5Q2B0 9,892,064 240,800 PRN   DFND 4 240,800 0 0
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CANADIAN PACIFIC KANSAS CITY COM 13646K108 BBG001S7F4Z8 328,967 4,421 PRN   DFND 1 4,421 0 0
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CANOO INC COM CL A 13803R102 BBG00NBK0H68 437,188 892,221 PRN   DFND 1 892,221 0 0
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CARVANA CO CL A 146869102 BBG00GCTWF71 274,717 6,544 PRN   DFND 1 6,544 0 0
CARVANA CO CL A 146869102 BBG00GCTWF71 67,882 1,617 PRN   DFND 3 1,617 0 0
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CATALYST PHARMACEUTICALS INC COM 14888U101 BBG001SRHS16 7,944,255 679,577 PRN   DFND 4 679,577 0 0
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CAVA GROUP INC COM 148929102 BBG00GBR8762 1,019,366 33,280 PRN   DFND 4 33,280 0 0
CAVA GROUP INC COM 148929102 BBG00GBR8762 5,940,689 193,950 PRN   DFND 1 193,950 0 0
CAVCO INDS INC DEL COM 149568107 BBG001SJQBM8 568,512 2,140 PRN   DFND 4 2,140 0 0
CAVCO INDS INC DEL COM 149568107 BBG001SJQBM8 1,838,102 6,919 PRN   DFND 1 6,919 0 0
CBL & ASSOC PPTYS INC COMMON STOCK 124830878 BBG01396RPH6 2,666,978 127,120 PRN   DFND 4 127,120 0 0
CBOE GLOBAL MKTS INC COM 12503M108 BBG001T71BP7 17,243,241 110,385 PRN   DFND 4 110,385 0 0
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CBRE GROUP INC CL A 12504L109 BBG001SC2D27 16,509,778 223,528 PRN   DFND 4 223,528 0 0
CBRE GROUP INC CL A 12504L109 BBG001SC2D27 155,623 2,107 PRN   DFND 1 2,107 0 0
CDW CORP COM 12514G108 BBG001V18TB6 12,286,377 60,896 PRN   DFND 1 60,896 0 0
CDW CORP COM 12514G108 BBG001V18TB6 54,879 272 PRN   DFND 3 272 0 0
CELANESE CORP DEL COM 150870103 BBG001SJDDG5 2,649,351 21,107 PRN   DFND 3 21,107 0 0
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CELESTICA INC SUB VTG SHS 15101Q108 BBG001S9CXM7 631,096 25,738 PRN   DFND 4 25,738 0 0
CELESTICA INC SUB VTG SHS 15101Q108 BBG001S9CXM7 61,055 2,490 PRN   DFND 1 2,490 0 0
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CEMEX SAB DE CV SPON ADR NEW 151290889 BBG001SD8F15 63,158,050 9,716,623 PRN   DFND 4 9,716,623 0 0
CENCORA INC COM 03073E105 BBG001S8X7P0 4,778,923 26,554 PRN   DFND 1 26,554 0 0
CENCORA INC COM 03073E105 BBG001S8X7P0 80,627 448 PRN   DFND 3 448 0 0
CENCORA INC COM 03073E105 BBG001S8X7P0 21,547,988 119,731 PRN   DFND 4 119,731 0 0
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CENTENE CORP DEL COM 15135B101 BBG001S6T7Q8 193,622 2,811 PRN   DFND 3 2,811 0 0
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CENTURY CMNTYS INC COM 156504300 BBG006G413H4 40,135 601 PRN   DFND 3 601 0 0
CENTURY CMNTYS INC COM 156504300 BBG006G413H4 8,180,283 122,496 PRN   DFND 4 122,496 0 0
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CF INDS HLDGS INC COM 125269100 BBG001SJ8KV8 1,884,137 21,975 PRN   DFND 4 21,975 0 0
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CGI INC CL A SUB VTG 12532H104 BBG001S5YY67 158,438 1,600 PRN   DFND 4 1,600 0 0
CGI INC CL A SUB VTG 12532H104 BBG001S5YY67 1,835,361 18,635 PRN   DFND 1 18,635 0 0
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CHAMPIONX CORPORATION COM 15872M104 BBG00JH9V005 8,491,808 238,400 PRN   DFND 4 238,400 0 0
CHAMPIONX CORPORATION COM 15872M104 BBG00JH9V005 3,905,448 109,642 PRN   DFND 1 109,642 0 0
CHART INDS INC COM 16115Q308 BBG001SQV7W4 15,468,899 91,467 PRN   DFND 1 91,467 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 BBG001T3TDG2 665,887 1,514 PRN   DFND 1 1,514 0 0
CHATHAM LODGING TR COM 16208T102 BBG001T5ZKL8 1,925,934 201,247 PRN   DFND 4 201,247 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 BBG001SB85K0 3,108,623 23,324 PRN   DFND 4 23,324 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 BBG001SB85K0 495,535 3,718 PRN   DFND 1 3,718 0 0
CHEGG INC COM 163092109 BBG001TBCK85 17,725,351 1,987,147 PRN   DFND 4 1,987,147 0 0
CHEMED CORP NEW COM 16359R103 BBG001S679X0 8,624,422 16,595 PRN   DFND 1 16,595 0 0
CHEMED CORP NEW COM 16359R103 BBG001S679X0 53,009 102 PRN   DFND 3 102 0 0
CHEMED CORP NEW COM 16359R103 BBG001S679X0 633,514 1,219 PRN   DFND 4 1,219 0 0
CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 10,884,155 65,583 PRN   DFND 1 65,583 0 0
CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 139,569,373 840,982 PRN   DFND 4 840,982 0 0
CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 516,136 3,110 PRN   DFND 2 3,110 0 0
CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 2,575,201 15,517 PRN   DFND 3 15,517 0 0
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CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX607 991,645 11,500 PRN   DFND 4 11,500 0 0
CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 18,069,994 107,164 PRN   DFND 4 107,164 0 0
CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 3,126,383 18,541 PRN   DFND 2 18,541 0 0
CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 150,072 890 PRN   DFND 3 890 0 0
CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 45,893,811 272,173 PRN   DFND 1 272,173 0 0
CHEWY INC CL A 16679L109 BBG00P19DLQ4 155,648 8,524 PRN   DFND 3 8,524 0 0
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CHUBB LIMITED COM H1467J104 BBG001S8S1L3 117,414 564 PRN   DFND 3 564 0 0
CHUBB LIMITED COM H1467J104 BBG001S8S1L3 17,627,642 84,675 PRN   DFND 4 84,675 0 0
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CHUBB LIMITED COM H1467J104 BBG001S8S1L3 32,534,370 156,280 PRN   DFND 1 156,280 0 0
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CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8   1,604,125 1,100,000 PRN   DFND 3 1,100,000 0 0
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CIRRUS LOGIC INC COM 172755100 BBG001S67J86 111,532 1,508 PRN   DFND 3 1,508 0 0
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CISCO SYS INC COM 17275R102 BBG001S6HC62 203,052 3,777 PRN   DFND 3 3,777 0 0
CISCO SYS INC COM 17275R102 BBG001S6HC62 47,484,111 883,261 PRN   DFND 4 883,261 0 0
CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 37,596,481 914,089 PRN   DFND 4 914,089 0 0
CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 24,043,158 584,565 PRN   DFND 1 584,565 0 0
CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 808,863 19,666 PRN   DFND 2 19,666 0 0
CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 57,915 2,161 PRN   DFND 3 2,161 0 0
CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 12,021,515 448,564 PRN   DFND 4 448,564 0 0
CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 10,095,212 376,687 PRN   DFND 1 376,687 0 0
CIVITAS RESOURCES INC COM NEW 17888H103 BBG00GLNJ0R0 35,178 435 PRN   DFND 3 435 0 0
CIVITAS RESOURCES INC COM NEW 17888H103 BBG00GLNJ0R0 2,183,894 27,005 PRN   DFND 1 27,005 0 0
CLEAN ENERGY FUELS CORP COM 184499101 BBG001SPD4H0 53,861 14,063 PRN   DFND 1 14,063 0 0
CLEAN HARBORS INC COM 184496107 BBG001S5PW98 8,938,363 53,408 PRN   DFND 1 53,408 0 0
CLEANSPARK INC COM NEW 18452B209 BBG001S7F576 16,749 4,396 PRN   DFND 3 4,396 0 0
CLEANSPARK INC COM NEW 18452B209 BBG001S7F576 841,854 220,959 PRN   DFND 4 220,959 0 0
CLEAR SECURE INC COM CL A 18467V109 BBG011C0FSZ6 47,600 2,500 PRN   DFND 4 2,500 0 0
CLEAR SECURE INC COM CL A 18467V109 BBG011C0FSZ6 5,479,864 287,808 PRN   DFND 1 287,808 0 0
CLEARWAY ENERGY INC CL C 18539C204 BBG008LJ4TG2 2,545,548 120,300 PRN   DFND 4 120,300 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 BBG001S5PW43 84,480 5,405 PRN   DFND 1 5,405 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 BBG001S5PW43 9,274,998 593,410 PRN   DFND 4 593,410 0 0
CLOROX CO DEL COM 189054109 BBG001S5PX50 23,930,901 182,595 PRN   DFND 1 182,595 0 0
CLOROX CO DEL COM 189054109 BBG001S5PX50 78,365,754 597,938 PRN   DFND 4 597,938 0 0
CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 23,703 376 PRN   DFND 3 376 0 0
CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 1,175,192 18,642 PRN   DFND 4 18,642 0 0
CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 1,954 31 PRN   DFND 1 31 0 0
CLOUDFLARE INC NOTE 8/1 18915MAC1   353,970 414,000 PRN   DFND 2 414,000 0 0
CLOUDFLARE INC NOTE 8/1 18915MAC1   501,030 586,000 PRN   DFND 3 586,000 0 0
CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 BBG00SHY90K3 61,147 56,618 PRN   DFND 1 56,618 0 0
CME GROUP INC COM 12572Q105 BBG001S86547 9,728,089 48,587 PRN   DFND 4 48,587 0 0
CME GROUP INC COM 12572Q105 BBG001S86547 3,196,713 15,966 PRN   DFND 1 15,966 0 0
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CNH INDL N V SHS N20944109 BBG0059JSF67 441,650 36,500 PRN   DFND 4 36,500 0 0
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EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 976,374 12,300 PRN   DFND 4 12,300 0 0
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EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   2,560,635 2,772,000 PRN   DFND 3 2,772,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   1,649,818 1,786,000 PRN   DFND 2 1,786,000 0 0
EVENTBRITE INC COM CL A 29975E109 BBG001V1CQC6 181,345 18,392 PRN   DFND 4 18,392 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8   74,000 80,000 PRN   DFND 3 80,000 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 5,307,415 38,493 PRN   DFND 4 38,493 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 8,958,064 64,970 PRN   DFND 1 64,970 0 0
EVERCORE INC CLASS A 29977A105 BBG001SC3S41 174,280 1,264 PRN   DFND 3 1,264 0 0
EVEREST GROUP LTD COM G3223R108 BBG001S7QT63 44,936,018 120,903 PRN   DFND 4 120,903 0 0
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EVEREST GROUP LTD COM G3223R108 BBG001S7QT63 38,421,386 103,375 PRN   DFND 1 103,375 0 0
EVERI HLDGS INC COM 30034T103 BBG001SLY556 9,599,822 726,159 PRN   DFND 4 726,159 0 0
EVERI HLDGS INC COM 30034T103 BBG001SLY556 45,635 3,452 PRN   DFND 3 3,452 0 0
EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 20,071,810 345,173 PRN   DFND 4 345,173 0 0
EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 81,177 1,396 PRN   DFND 3 1,396 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 BBG001T53643 738,253 75,102 PRN   DFND 4 75,102 0 0
EVERTEC INC COM 30040P103 BBG001SX2XR0 9,592 258 PRN   DFND 1 258 0 0
EVERTEC INC COM 30040P103 BBG001SX2XR0 8,888,623 239,070 PRN   DFND 4 239,070 0 0
EVOLUTION PETE CORP COM 30049A107 BBG001S7PJP5 849,412 124,183 PRN   DFND 4 124,183 0 0
EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 9,444,650 138,444 PRN   DFND 4 138,444 0 0
EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 18,454,329 270,512 PRN   DFND 1 270,512 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   6,785,135 7,491,000 PRN   DFND 3 7,491,000 0 0
EXELIXIS INC COM 30161Q104 BBG001SD42W4 3,765,979 172,356 PRN   DFND 4 172,356 0 0
EXELIXIS INC COM 30161Q104 BBG001SD42W4 8,108,338 371,091 PRN   DFND 1 371,091 0 0
EXELON CORP COM 30161N101 BBG001SBJMT2 9,373,810 248,050 PRN   DFND 4 248,050 0 0
EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 873,811 31,163 PRN   DFND 4 31,163 0 0
EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 8,613,888 307,200 PRN   DFND 1 307,200 0 0
EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 96,037 3,425 PRN   DFND 3 3,425 0 0
EXP WORLD HLDGS INC COM 30212W100 BBG001V05TN8 416,751 25,662 PRN   DFND 1 25,662 0 0
EXP WORLD HLDGS INC COM 30212W100 BBG001V05TN8 162,140 9,984 PRN   DFND 4 9,984 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 556,578 5,400 PRN   DFND 4 5,400 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 3,316,071 32,173 PRN   DFND 3 32,173 0 0
EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 561,628 5,449 PRN   DFND 1 5,449 0 0
EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 22,009 192 PRN   DFND 3 192 0 0
EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 13,289,973 115,938 PRN   DFND 4 115,938 0 0
EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 4,309,286 37,593 PRN   DFND 1 37,593 0 0
EXPONENT INC COM 30214U102 BBG001S9CG99 42,800 500 PRN   DFND 4 500 0 0
EXPONENT INC COM 30214U102 BBG001S9CG99 3,054,122 35,679 PRN   DFND 1 35,679 0 0
EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 6,221,583 256,984 PRN   DFND 4 256,984 0 0
EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 21,699,835 896,317 PRN   DFND 1 896,317 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 21,774,523 185,189 PRN   DFND 4 185,189 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 4,185,966 35,601 PRN   DFND 2 35,601 0 0
EXXON MOBIL CORP COM 30231G102 BBG001S69V32 53,940,766 458,758 PRN   DFND 1 458,758 0 0
F N B CORP COM 302520101 BBG001S5R1Q5 3,113,746 288,577 PRN   DFND 1 288,577 0 0
F5 INC COM 315616102 BBG001SCP8D1 36,257 225 PRN   DFND 3 225 0 0
F5 INC COM 315616102 BBG001SCP8D1 1,190,341 7,387 PRN   DFND 4 7,387 0 0
F5 INC COM 315616102 BBG001SCP8D1 4,846,286 30,075 PRN   DFND 1 30,075 0 0
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FABRINET SHS G3323L100 BBG001SP57F4 2,376,668 14,264 PRN   DFND 1 14,264 0 0
FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 7,679,597 17,563 PRN   DFND 1 17,563 0 0
FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 4,770,944 10,911 PRN   DFND 4 10,911 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 121,594 140 PRN   DFND 4 140 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 4,577,153 5,270 PRN   DFND 1 5,270 0 0
FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 8,470,773 9,753 PRN   DFND 2 9,753 0 0
FARADAY FUTRE INTLGT ELCTR I COM CL A NEW 307359505 BBG00W4M4LN0 286,854 215,680 PRN   DFND 1 215,680 0 0
FARADAY FUTRE INTLGT ELCTR I COM CL A NEW 307359505 BBG00W4M4LN0 9,044 6,800 PRN   DFND 4 6,800 0 0
FARFETCH LTD ORD SH CL A 30744W107 BBG00LSD4483 131,185 62,768 PRN   DFND 3 62,768 0 0
FARO TECHNOLOGIES INC COM 311642102 BBG001S8HPX9 799,453 52,492 PRN   DFND 4 52,492 0 0
FASTENAL CO COM 311900104 BBG001S5R1F7 17,334,868 317,256 PRN   DFND 1 317,256 0 0
FASTENAL CO COM 311900104 BBG001S5R1F7 3,586,023 65,630 PRN   DFND 4 65,630 0 0
FASTLY INC CL A 31188V100 BBG004NLQHM9 348,702 18,190 PRN   DFND 1 18,190 0 0
FATE THERAPEUTICS INC COM 31189P102 BBG001T888S2 462,590 218,203 PRN   DFND 4 218,203 0 0
FEDERAL SIGNAL CORP COM 313855108 BBG001S5RD98 32,792 549 PRN   DFND 3 549 0 0
FEDERAL SIGNAL CORP COM 313855108 BBG001S5RD98 2,247,998 37,636 PRN   DFND 1 37,636 0 0
FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 3,756,352 110,905 PRN   DFND 1 110,905 0 0
FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 1,270,125 37,500 PRN   DFND 4 37,500 0 0
FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 129,383 3,820 PRN   DFND 3 3,820 0 0
FEDEX CORP COM 31428X106 BBG001S5R3M5 768,268 2,900 PRN   DFND 4 2,900 0 0
FEDEX CORP COM 31428X106 BBG001S5R3M5 2,788,283 10,525 PRN   DFND 1 10,525 0 0
FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 13,049,543 79,343 PRN   DFND 1 79,343 0 0
FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 5,414,023 32,918 PRN   DFND 4 32,918 0 0
FERRARI N V COM N3167Y103 BBG009PH3Q95 228,452 773 PRN   DFND 3 773 0 0
FIDELIS INSURANCE HOLDINGS L COM G3398L118 BBG009CWCNB0 248,019 16,895 PRN   DFND 4 16,895 0 0
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FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 42,993 1,041 PRN   DFND 3 1,041 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 12,636,726 305,974 PRN   DFND 1 305,974 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 3,105,179 56,182 PRN   DFND 4 56,182 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 920,798 16,660 PRN   DFND 2 16,660 0 0
FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 3,018,297 119,159 PRN   DFND 1 119,159 0 0
FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 5,421 214 PRN   DFND 4 214 0 0
FINANCIAL INSTNS INC COM 317585404 BBG001SCY2P1 493,001 29,293 PRN   DFND 4 29,293 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 BBG00HZ6P0Q4 3,911,541 785,450 PRN   DFND 4 785,450 0 0
FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 175,119 3,100 PRN   DFND 4 3,100 0 0
FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 100,835 1,785 PRN   DFND 3 1,785 0 0
FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 7,491,873 132,623 PRN   DFND 1 132,623 0 0
FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 2,996,250 222,604 PRN   DFND 4 222,604 0 0
FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 493,174 36,640 PRN   DFND 1 36,640 0 0
FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 41,134 3,056 PRN   DFND 3 3,056 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 BBG001S5R2V7 3,705,569 2,685 PRN   DFND 1 2,685 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 BBG001S5R2V7 104,888 76 PRN   DFND 4 76 0 0
FIRST FINL BANKSHARES INC COM 32020R109 BBG001S7HCY9 37,680 1,500 PRN   DFND 4 1,500 0 0
FIRST FINL BANKSHARES INC COM 32020R109 BBG001S7HCY9 5,262,087 209,478 PRN   DFND 1 209,478 0 0
FIRST HAWAIIAN INC COM 32051X108 BBG0046LJYX7 5,234,464 289,998 PRN   DFND 1 289,998 0 0
FIRST INDL RLTY TR INC COM 32054K103 BBG001S81Z00 5,132,010 107,838 PRN   DFND 4 107,838 0 0
FIRST SOLAR INC COM 336433107 BBG001S991Z7 26,103,087 161,539 PRN   DFND 4 161,539 0 0
FIRST SOLAR INC COM 336433107 BBG001S991Z7 49,285 305 PRN   DFND 1 305 0 0
FIRSTENERGY CORP COM 337932107 BBG001S5R3N4 26,045 762 PRN   DFND 3 762 0 0
FIRSTENERGY CORP COM 337932107 BBG001S5R3N4 1,224,123 35,814 PRN   DFND 1 35,814 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 2,659,643 23,545 PRN   DFND 4 23,545 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 200,504 1,775 PRN   DFND 3 1,775 0 0
FISERV INC COM 337738108 BBG001S5R6Q4 1,034,375 9,157 PRN   DFND 1 9,157 0 0
FIVE BELOW INC COM 33829M101 BBG001TCDMY9 360,416 2,240 PRN   DFND 3 2,240 0 0
FIVE BELOW INC COM 33829M101 BBG001TCDMY9 456,634 2,838 PRN   DFND 4 2,838 0 0
FIVE BELOW INC COM 33829M101 BBG001TCDMY9 57,910,002 359,913 PRN   DFND 1 359,913 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   369,868 394,000 PRN   DFND 2 394,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3   5,060,585 5,406,000 PRN   DFND 3 5,406,000 0 0
FIVERR INTL LTD ORD SHS M4R82T106 BBG002YSC5N6 16,003 654 PRN   DFND 1 654 0 0
FIVERR INTL LTD ORD SHS M4R82T106 BBG002YSC5N6 4,379,763 178,985 PRN   DFND 4 178,985 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 BBG001SHC7K8 330,921 1,296 PRN   DFND 1 1,296 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 55,930 2,073 PRN   DFND 3 2,073 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 4,716,482 174,814 PRN   DFND 4 174,814 0 0
FLEX LTD ORD Y2573F102 BBG001SC5SP6 12,323,816 456,776 PRN   DFND 1 456,776 0 0
FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 720,717 32,494 PRN   DFND 4 32,494 0 0
FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 7,690,738 346,742 PRN   DFND 1 346,742 0 0
FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 567,764 25,598 PRN   DFND 3 25,598 0 0
FLOWSERVE CORP COM 34354P105 BBG001SB3F87 11,390,565 286,411 PRN   DFND 1 286,411 0 0
FLOWSERVE CORP COM 34354P105 BBG001SB3F87 738,887 18,579 PRN   DFND 4 18,579 0 0
FLYWIRE CORPORATION COM VTG 302492103 BBG002030ND3 14,606 458 PRN   DFND 4 458 0 0
FLYWIRE CORPORATION COM VTG 302492103 BBG002030ND3 616,466 19,331 PRN   DFND 1 19,331 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 68,042 1,016 PRN   DFND 3 1,016 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 582,639 8,700 PRN   DFND 4 8,700 0 0
FMC CORP COM NEW 302491303 BBG001S5R880 18,973,940 283,320 PRN   DFND 1 283,320 0 0
FORD MTR CO DEL COM 345370860 BBG001S5TZ33 2,630,283 211,778 PRN   DFND 1 211,778 0 0
FORD MTR CO DEL COM 345370860 BBG001S5TZ33 5,224,709 420,669 PRN   DFND 4 420,669 0 0
FORD MTR CO DEL COM 345370860 BBG001S5TZ33 107,967 8,693 PRN   DFND 3 8,693 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   20,557,054 20,870,000 PRN   DFND 2 20,870,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   37,582,866 38,155,000 PRN   DFND 3 38,155,000 0 0
FORESTAR GROUP INC COM 346232101 BBG001S5R9G9 2,591,008 96,177 PRN   DFND 4 96,177 0 0
FORMFACTOR INC COM 346375108 BBG001SFT2R8 243,427 6,967 PRN   DFND 1 6,967 0 0
FORMFACTOR INC COM 346375108 BBG001SFT2R8 56,358 1,613 PRN   DFND 3 1,613 0 0
FORRESTER RESH INC COM 346563109 BBG001S98HN6 512,715 17,741 PRN   DFND 4 17,741 0 0
FORTINET INC COM 34959E109 BBG001S77BL6 274,036 4,670 PRN   DFND 4 4,670 0 0
FORTINET INC COM 34959E109 BBG001S77BL6 23,439,491 399,446 PRN   DFND 1 399,446 0 0
FORTIS INC COM 349553107 BBG001S5YVM5 8,077,130 212,612 PRN   DFND 1 212,612 0 0
FORTIS INC COM 349553107 BBG001S5YVM5 595,269 15,600 PRN   DFND 4 15,600 0 0
FORTIVE CORP COM 34959J108 BBG00BLVZ237 5,482,649 73,930 PRN   DFND 1 73,930 0 0
FORTIVE CORP COM 34959J108 BBG00BLVZ237 32,556 439 PRN   DFND 4 439 0 0
FORTUNE BRANDS INNOVATIONS I COM 34964C106 BBG001THLZ70 6,736,776 108,378 PRN   DFND 1 108,378 0 0
FORTUNE BRANDS INNOVATIONS I COM 34964C106 BBG001THLZ70 919,844 14,798 PRN   DFND 4 14,798 0 0
FORWARD AIR CORP COM 349853101 BBG001SC0FW1 91,493 1,331 PRN   DFND 3 1,331 0 0
FORWARD AIR CORP COM 349853101 BBG001SC0FW1 5,293,049 77,001 PRN   DFND 4 77,001 0 0
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FOX CORP CL A COM 35137L105 BBG00JHNJX06 742,154 23,787 PRN   DFND 4 23,787 0 0
FOX CORP CL A COM 35137L105 BBG00JHNJX06 134,410 4,308 PRN   DFND 1 4,308 0 0
FOX FACTORY HLDG CORP COM 35138V102 BBG004T7VS71 1,953,957 19,721 PRN   DFND 1 19,721 0 0
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FRANCO NEV CORP COM 351858105 BBG001STGSR5 175,673 1,316 PRN   DFND 1 1,316 0 0
FRANKLIN COVEY CO COM 353469109 BBG001SB0L96 2,006,982 46,761 PRN   DFND 4 46,761 0 0
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FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 1,071,385 12,007 PRN   DFND 1 12,007 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 BBG001SK1MS2 776,058 419,491 PRN   DFND 4 419,491 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 528,809 14,181 PRN   DFND 1 14,181 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 44,412 1,191 PRN   DFND 3 1,191 0 0
FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 32,918,903 882,781 PRN   DFND 4 882,781 0 0
FRESHPET INC COM 358039105 BBG001V04FM0 370,180 5,619 PRN   DFND 3 5,619 0 0
FRIEDMAN INDS INC COM 358435105 BBG001S5RBJ1 309,795 23,119 PRN   DFND 4 23,119 0 0
FRONTDOOR INC COM 35905A109 BBG00H9MNF05 7,504,951 245,340 PRN   DFND 4 245,340 0 0
FRONTDOOR INC COM 35905A109 BBG00H9MNF05 6,764,153 221,123 PRN   DFND 1 221,123 0 0
FRONTIER COMMUNICATIONS PARE COM 35909D109 BBG010MVVVX6 20,531,705 1,311,930 PRN   DFND 1 1,311,930 0 0
FRONTLINE PLC COM M46528101 BBG001S66K75 3,226,611 171,811 PRN   DFND 1 171,811 0 0
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FTI CONSULTING INC COM 302941109 BBG001SCJVR2 35,682 200 PRN   DFND 4 200 0 0
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FUBOTV INC COM 35953D104 BBG002CV4QZ3 42,336 15,856 PRN   DFND 3 15,856 0 0
FUELCELL ENERGY INC COM 35952H601 BBG001SDZHP5 25,539 19,952 PRN   DFND 3 19,952 0 0
GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 136,758 600 PRN   DFND 4 600 0 0
GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 27,658,166 121,345 PRN   DFND 1 121,345 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 808,194 17,743 PRN   DFND 4 17,743 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 3,302,329 72,499 PRN   DFND 2 72,499 0 0
GAP INC COM 364760108 BBG001S5RNN0 868,694 81,721 PRN   DFND 1 81,721 0 0
GARMIN LTD SHS H2906T109 BBG001SG0H12 625,624 5,947 PRN   DFND 3 5,947 0 0
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GARRETT MOTION INC COM 366505105 BBG00HY28Q04 246,967 31,341 PRN   DFND 4 31,341 0 0
GARTNER INC COM 366651107 BBG001S5SD60 14,238,855 41,439 PRN   DFND 4 41,439 0 0
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GATX CORP COM 361448103 BBG001S5RM34 348,256 3,200 PRN   DFND 4 3,200 0 0
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GE HEALTHCARE TECHNOLOGIES I COMMON STOCK 36266G107 BBG01BFR8YW0 5,611,939 82,480 PRN   DFND 1 82,480 0 0
GE HEALTHCARE TECHNOLOGIES I COMMON STOCK 36266G107 BBG01BFR8YW0 9,110,896 133,905 PRN   DFND 4 133,905 0 0
GEN DIGITAL INC COM 668771108 BBG001S5QG38 21,007,677 1,188,217 PRN   DFND 1 1,188,217 0 0
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GENERAC HLDGS INC COM 368736104 BBG001T5VGH6 34,758 319 PRN   DFND 3 319 0 0
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GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 181,855 1,645 PRN   DFND 3 1,645 0 0
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GENERAL MLS INC COM 370334104 BBG001S5RKR2 1,177,864 18,407 PRN   DFND 1 18,407 0 0
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GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 34,260,545 1,039,143 PRN   DFND 1 1,039,143 0 0
GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 5,209 158 PRN   DFND 3 158 0 0
GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 167,762,998 5,088,353 PRN   DFND 4 5,088,353 0 0
GENESCO INC COM 371532102 BBG001S5RHF2 684,204 22,200 PRN   DFND 4 22,200 0 0
GENIE ENERGY LTD CL B 372284208 BBG0021PGB79 586,902 39,844 PRN   DFND 4 39,844 0 0
GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 25,702 710 PRN   DFND 3 710 0 0
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GENTEX CORP COM 371901109 BBG001S5RMR8 821,798 25,255 PRN   DFND 4 25,255 0 0
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GENUINE PARTS CO COM 372460105 BBG001S5RNH7 25,372,331 175,733 PRN   DFND 4 175,733 0 0
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GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 298,544 9,400 PRN   DFND 4 9,400 0 0
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GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 13,805,691 434,688 PRN   DFND 2 434,688 0 0
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GIGACLOUD TECHNOLOGY INC CLASS A ORD G38644103 BBG018PWQF65 2,438,317 276,767 PRN   DFND 4 276,767 0 0
GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 859,187 11,465 PRN   DFND 1 11,465 0 0
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GINKGO BIOWORKS HOLDINGS INC CL A SHS 37611X100 BBG00YPS1LT7 31,128 17,198 PRN   DFND 3 17,198 0 0
GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 56,028 1,239 PRN   DFND 3 1,239 0 0
GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 8,429,053 186,401 PRN   DFND 1 186,401 0 0
GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 487,788 10,787 PRN   DFND 4 10,787 0 0
GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 26,249 921 PRN   DFND 3 921 0 0
GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 1,813,712 63,639 PRN   DFND 1 63,639 0 0
GLADSTONE LD CORP COM 376549101 BBG001TB7TR1 502,319 35,300 PRN   DFND 4 35,300 0 0
GLOBAL E ONLINE LTD SHS M5216V106 BBG00ZKY1Q42 23,599,241 593,841 PRN   DFND 1 593,841 0 0
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GLOBAL MED REIT INC COM NEW 37954A204 BBG0027F2C05 268,616 29,946 PRN   DFND 4 29,946 0 0
GLOBAL NET LEASE INC COM NEW 379378201 BBG004HXD0H7 510,954 53,169 PRN   DFND 4 53,169 0 0
GLOBAL SELF STORAGE INC COM 37955N106 BBG001SB1GZ7 98,143 20,194 PRN   DFND 4 20,194 0 0
GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 BBG001SV7NS0 4,591,529 250,356 PRN   DFND 4 250,356 0 0
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GLOBANT S A COM L44385109 BBG00564Y4W2 5,008,771 25,316 PRN   DFND 1 25,316 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 2,020,421 18,582 PRN   DFND 4 18,582 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 175,925 1,618 PRN   DFND 3 1,618 0 0
GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 7,152,912 65,786 PRN   DFND 1 65,786 0 0
GLOBUS MED INC CL A 379577208 BBG002V87T57 206,643 4,162 PRN   DFND 1 4,162 0 0
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GMS INC COM 36251C103 BBG009Q036F8 63,138 987 PRN   DFND 3 987 0 0
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GOGO INC COM 38046C109 BBG002CN8YD4 455,726 38,200 PRN   DFND 4 38,200 0 0
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GOODYEAR TIRE & RUBR CO COM 382550101 BBG001S5RQ62 2,934,425 236,076 PRN   DFND 1 236,076 0 0
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GRAB HOLDINGS LIMITED CLASS A ORD G4124C109 BBG011768M71 356,124 100,600 PRN   DFND 4 100,600 0 0
GRACO INC COM 384109104 BBG001S5RK56 77,690 1,066 PRN   DFND 3 1,066 0 0
GRACO INC COM 384109104 BBG001S5RK56 515,553 7,074 PRN   DFND 4 7,074 0 0
GRACO INC COM 384109104 BBG001S5RK56 7,382,963 101,303 PRN   DFND 1 101,303 0 0
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GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 BBG001SLX655 773,954 14,517 PRN   DFND 4 14,517 0 0
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GRAPHIC PACKAGING HLDG CO COM 388689101 BBG001S90195 140,364 6,300 PRN   DFND 4 6,300 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 BBG001S90195 5,612,109 251,890 PRN   DFND 1 251,890 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 BBG001SNNJN4 275,124 34,520 PRN   DFND 4 34,520 0 0
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GRIFFON CORP COM 398433102 BBG001S7M3Z2 5,783,767 145,797 PRN   DFND 4 145,797 0 0
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GROUPON INC COM NEW 399473206 BBG001T8J560 404,234 26,386 PRN   DFND 1 26,386 0 0
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GXO LOGISTICS INCORPORATED COMMON STOCK 36262G101 BBG00YDGX9Z1 2,119,904 36,145 PRN   DFND 1 36,145 0 0
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HALLIBURTON CO COM 406216101 BBG001S5RS59 30,962,250 764,500 PRN   DFND 1 764,500 0 0
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HALOZYME THERAPEUTICS INC COM 40637H109 BBG001SGX585 1,354,343 35,454 PRN   DFND 4 35,454 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1   5,472,136 6,480,000 PRN   DFND 3 6,480,000 0 0
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HANCOCK WHITNEY CORPORATION COM 410120109 BBG001S6S985 4,473,127 120,928 PRN   DFND 1 120,928 0 0
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HARROW INC COM 415858109 BBG001SSTRN9 734,307 51,100 PRN   DFND 4 51,100 0 0
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HARTFORD FINL SVCS GROUP INC COM 416515104 BBG001S8PXF3 10,703,084 150,939 PRN   DFND 1 150,939 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 BBG001S8PXF3 86,224,433 1,215,970 PRN   DFND 4 1,215,970 0 0
HASBRO INC COM 418056107 BBG001S5RSQ6 9,791,630 148,044 PRN   DFND 4 148,044 0 0
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HASHICORP INC COM CL A 418100103 BBG007PZ2T94 22,295,390 976,583 PRN   DFND 1 976,583 0 0
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HAWAIIAN ELEC INDUSTRIES COM 419870100 BBG001S5RV43 25,137 2,042 PRN   DFND 3 2,042 0 0
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HAYWARD HLDGS INC COM 421298100 BBG00Z9CCSB9 8,733,173 619,374 PRN   DFND 1 619,374 0 0
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HDFC BANK LTD SPONSORED ADS 40415F101 BBG001SJB7J7 1,848,193 31,320 PRN   DFND 4 31,320 0 0
HEALTHEQUITY INC COM 42226A107 BBG001T8JKN8 3,497,269 47,875 PRN   DFND 1 47,875 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 BBG001S5RTS2 53,636,720 2,921,390 PRN   DFND 4 2,921,390 0 0
HEALTHSTREAM INC COM 42222N103 BBG001SCR2T5 222,274 10,300 PRN   DFND 4 10,300 0 0
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HELEN OF TROY LTD COM G4388N106 BBG001S5RVH9 28,041,539 240,576 PRN   DFND 1 240,576 0 0
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HENRY JACK & ASSOC INC COM 426281101 BBG001S5SHB5 554,986 3,672 PRN   DFND 1 3,672 0 0
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HERBALIFE LTD COM SHS G4412G101 BBG001SKFKY4 56,394 4,031 PRN   DFND 3 4,031 0 0
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HERC HLDGS INC COM 42704L104 BBG001SNNBX0 507,041 4,263 PRN   DFND 4 4,263 0 0
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HESS MIDSTREAM LP CL A SHS 428103105 BBG00R02H8F3 311,283 10,686 PRN   DFND 1 10,686 0 0
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HOST HOTELS & RESORTS INC COM 44107P104 BBG001S5RY83 68,620,073 4,270,073 PRN   DFND 4 4,270,073 0 0
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HOVNANIAN ENTERPRISES INC CL A NEW 442487401 BBG001S5RZM4 599,692 5,899 PRN   DFND 4 5,899 0 0
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INGREDION INC COM 457187102 BBG001SBH4X9 129,888 1,320 PRN   DFND 3 1,320 0 0
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INTEL CORP COM 458140100 BBG001S5SF65 91,639,155 2,577,754 PRN   DFND 4 2,577,754 0 0
INTEL CORP COM 458140100 BBG001S5SF65 241,918 6,805 PRN   DFND 1 6,805 0 0
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INTER PARFUMS INC COM 458334109 BBG001SD06N9 9,672 72 PRN   DFND 4 72 0 0
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INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 3,296,475 92,937 PRN   DFND 1 92,937 0 0
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INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 1,367,254 47,706 PRN   DFND 4 47,706 0 0
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INTEST CORP COM 461147100 BBG001S9HHW6 152,337 10,042 PRN   DFND 4 10,042 0 0
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INTUIT COM 461202103 BBG001S6TWR2 23,318,280 45,638 PRN   DFND 4 45,638 0 0
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INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 1,029,153 3,521 PRN   DFND 2 3,521 0 0
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IONIS PHARMACEUTICALS INC COM 462222100 BBG001SB7RD1 7,436,636 163,947 PRN   DFND 1 163,947 0 0
IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2   3,622,995 3,700,000 PRN   DFND 3 3,700,000 0 0
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IPG PHOTONICS CORP COM 44980X109 BBG001SG95B8 2,071,010 20,396 PRN   DFND 1 20,396 0 0
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IRADIMED CORP COM 46266A109 BBG006NM92Y1 1,103,216 24,864 PRN   DFND 4 24,864 0 0
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IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 BBG001SNZLM7 25,938,713 2,693,532 PRN   DFND 4 2,693,532 0 0
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ITRON INC COM 465741106 BBG001S6DJQ9 100,442 1,658 PRN   DFND 4 1,658 0 0
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ITT INC COM 45073V108 BBG00CVQZQB3 2,261,819 23,101 PRN   DFND 1 23,101 0 0
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JOYY INC ADS REPSTG COM A 46591M109 BBG003H0XVS9 1,270,092 33,327 PRN   DFND 4 33,327 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 13,721,792 94,620 PRN   DFND 4 94,620 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 81,936 565 PRN   DFND 3 565 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 5,249,289 36,197 PRN   DFND 2 36,197 0 0
JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 17,397,614 119,967 PRN   DFND 1 119,967 0 0
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 BBG00NKZFBD4 624,888 236,700 PRN   DFND 4 236,700 0 0
JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 2,692,629 96,892 PRN   DFND 1 96,892 0 0
JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 9,885,737 355,730 PRN   DFND 4 355,730 0 0
KARUNA THERAPEUTICS INC COM 48576A100 BBG00NN875H9 4,667,222 27,602 PRN   DFND 1 27,602 0 0
KB HOME COM 48666K109 BBG001S5SJV9 13,580,959 293,452 PRN   DFND 4 293,452 0 0
KB HOME COM 48666K109 BBG001S5SJV9 40,495 875 PRN   DFND 3 875 0 0
KB HOME COM 48666K109 BBG001S5SJV9 14,740,643 318,510 PRN   DFND 1 318,510 0 0
KBR INC COM 48242W106 BBG001SP11V3 601,188 10,200 PRN   DFND 4 10,200 0 0
KBR INC COM 48242W106 BBG001SP11V3 105,267 1,786 PRN   DFND 1 1,786 0 0
KE HLDGS INC SPONSORED ADS 482497104 BBG00W9L9N03 22,398,293 1,443,189 PRN   DFND 3 1,443,189 0 0
KE HLDGS INC SPONSORED ADS 482497104 BBG00W9L9N03 4,042,262 260,455 PRN   DFND 4 260,455 0 0
KELLANOVA COM 487836108 BBG001S5SJL0 37,590,979 631,675 PRN   DFND 4 631,675 0 0
KELLANOVA COM 487836108 BBG001S5SJL0 21,484,776 361,028 PRN   DFND 1 361,028 0 0
KEMPER CORP COM 488401100 BBG001SD3BG3 379,573 9,031 PRN   DFND 1 9,031 0 0
KENNAMETAL INC COM 489170100 BBG001S5SM97 6,954,507 279,522 PRN   DFND 1 279,522 0 0
KENNAMETAL INC COM 489170100 BBG001S5SM97 14,206 571 PRN   DFND 3 571 0 0
KENVUE INC COM 49177J102 BBG01C79X614 7,289,080 363,002 PRN   DFND 1 363,002 0 0
KENVUE INC COM 49177J102 BBG01C79X614 507,683 25,283 PRN   DFND 4 25,283 0 0
KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 579,530 18,357 PRN   DFND 1 18,357 0 0
KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 142,062,916 4,499,934 PRN   DFND 4 4,499,934 0 0
KEYCORP COM 493267108 BBG001S5SKV6 42,039 3,907 PRN   DFND 4 3,907 0 0
KEYCORP COM 493267108 BBG001S5SKV6 4,590,593 426,635 PRN   DFND 1 426,635 0 0
KEYCORP COM 493267108 BBG001S5SKV6 31,613 2,938 PRN   DFND 3 2,938 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 53,348,186 403,206 PRN   DFND 4 403,206 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 92,882 702 PRN   DFND 3 702 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 13,126,078 99,207 PRN   DFND 1 99,207 0 0
KFORCE INC COM 493732101 BBG001SCQRF6 233,867 3,920 PRN   DFND 4 3,920 0 0
KFORCE INC COM 493732101 BBG001SCQRF6 53,694 900 PRN   DFND 1 900 0 0
KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 26,306,749 217,681 PRN   DFND 4 217,681 0 0
KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 48,823 404 PRN   DFND 1 404 0 0
KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 898,882 7,438 PRN   DFND 3 7,438 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 6,130,223 369,736 PRN   DFND 1 369,736 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 109,527 6,606 PRN   DFND 3 6,606 0 0
KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 635,976 38,358 PRN   DFND 4 38,358 0 0
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 BBG00R6T4QG1 260,304 52,800 PRN   DFND 4 52,800 0 0
KINNATE BIOPHARMA INC COM 49705R105 BBG00R4SGVH0 136,461 97,472 PRN   DFND 4 97,472 0 0
KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 10,306 2,260 PRN   DFND 1 2,260 0 0
KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 1,184,004 259,650 PRN   DFND 4 259,650 0 0
KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 13,039,711 31,487 PRN   DFND 1 31,487 0 0
KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 24,434 59 PRN   DFND 3 59 0 0
KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 16,565 40 PRN   DFND 4 40 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 655,884 1,430 PRN   DFND 2 1,430 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 27,061 59 PRN   DFND 3 59 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 2,673,529 5,829 PRN   DFND 1 5,829 0 0
KLA CORP COM NEW 482480100 BBG001S5SLM4 82,770,242 180,461 PRN   DFND 4 180,461 0 0
KLAVIYO INC COM SER A 49845K101 BBG009WR3FM4 1,621,500 47,000 PRN   DFND 3 47,000 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 2,633,126 52,505 PRN   DFND 1 52,505 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 75,626 1,508 PRN   DFND 4 1,508 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 35,456 707 PRN   DFND 3 707 0 0
KNOWLES CORP COM 49926D109 BBG004M8M6K9 60,247 4,068 PRN   DFND 3 4,068 0 0
KNOWLES CORP COM 49926D109 BBG004M8M6K9 45,274 3,057 PRN   DFND 1 3,057 0 0
KNOWLES CORP COM 49926D109 BBG004M8M6K9 2,227,009 150,372 PRN   DFND 4 150,372 0 0
KOHLS CORP COM 500255104 BBG001S71NV5 170,216 8,121 PRN   DFND 1 8,121 0 0
KOHLS CORP COM 500255104 BBG001S71NV5 630,896 30,100 PRN   DFND 4 30,100 0 0
KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 1,454,036 33,114 PRN   DFND 4 33,114 0 0
KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 358,701 8,169 PRN   DFND 1 8,169 0 0
KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 81,102 1,847 PRN   DFND 3 1,847 0 0
KORN FERRY COM NEW 500643200 BBG001SC0054 3,076,294 64,846 PRN   DFND 4 64,846 0 0
KORN FERRY COM NEW 500643200 BBG001SC0054 2,108,566 44,447 PRN   DFND 1 44,447 0 0
KORN FERRY COM NEW 500643200 BBG001SC0054 239,904 5,057 PRN   DFND 3 5,057 0 0
KRAFT HEINZ CO COM 500754106 BBG005CPNTR1 3,530,619 104,953 PRN   DFND 4 104,953 0 0
KROGER CO COM 501044101 BBG001S5SN40 8,861 198 PRN   DFND 1 198 0 0
KROGER CO COM 501044101 BBG001S5SN40 220,260 4,922 PRN   DFND 3 4,922 0 0
KROGER CO COM 501044101 BBG001S5SN40 7,292,102 162,952 PRN   DFND 4 162,952 0 0
KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 3,239,828 66,622 PRN   DFND 1 66,622 0 0
KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 873,443 17,961 PRN   DFND 4 17,961 0 0
KURA SUSHI USA INC CL A COM 501270102 BBG00PNFJ530 544,300 8,232 PRN   DFND 4 8,232 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 146,345,422 840,486 PRN   DFND 4 840,486 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 55,544 319 PRN   DFND 3 319 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 10,835,313 62,229 PRN   DFND 1 62,229 0 0
LA Z BOY INC COM 505336107 BBG001S5SXX6 50,026 1,620 PRN   DFND 1 1,620 0 0
LA Z BOY INC COM 505336107 BBG001S5SXX6 382,634 12,391 PRN   DFND 3 12,391 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 884,017 4,397 PRN   DFND 1 4,397 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 63,331 315 PRN   DFND 4 315 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 21,310 34 PRN   DFND 3 34 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 875,598 1,397 PRN   DFND 2 1,397 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 13,102,000 20,904 PRN   DFND 1 20,904 0 0
LAM RESEARCH CORP COM 512807108 BBG001S5SW40 58,318,441 93,046 PRN   DFND 4 93,046 0 0
LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 17,186,742 185,883 PRN   DFND 4 185,883 0 0
LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 49,675,799 537,268 PRN   DFND 1 537,268 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 362,571 2,197 PRN   DFND 3 2,197 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 1,854,442 11,237 PRN   DFND 4 11,237 0 0
LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 104,959 636 PRN   DFND 1 636 0 0
LANDS END INC NEW COM 51509F105 BBG005P337F9 324,168 43,396 PRN   DFND 4 43,396 0 0
LANDSEA HOMES CORP COM 51509P103 BBG00L99PSG8 811,707 90,290 PRN   DFND 4 90,290 0 0
LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 164,731 931 PRN   DFND 3 931 0 0
LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 3,664,604 20,711 PRN   DFND 1 20,711 0 0
LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 3,888,433 21,976 PRN   DFND 4 21,976 0 0
LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 72,336 1,578 PRN   DFND 1 1,578 0 0
LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 3,596,010 78,447 PRN   DFND 4 78,447 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 9,369,463 109,036 PRN   DFND 1 109,036 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 10,822,969 125,951 PRN   DFND 4 125,951 0 0
LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 19,363,051 133,954 PRN   DFND 4 133,954 0 0
LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 38,161 264 PRN   DFND 1 264 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   401,833 430,000 PRN   DFND 3 430,000 0 0
LEAR CORP COM NEW 521865204 BBG001T60092 9,931 74 PRN   DFND 3 74 0 0
LEAR CORP COM NEW 521865204 BBG001T60092 12,228,304 91,120 PRN   DFND 4 91,120 0 0
LEGALZOOM COM INC COM 52466B103 BBG001TVNN74 2,891,442 264,300 PRN   DFND 4 264,300 0 0
LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 582,296 22,916 PRN   DFND 1 22,916 0 0
LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 440,101 17,320 PRN   DFND 3 17,320 0 0
LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 80,375,869 872,134 PRN   DFND 4 872,134 0 0
LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 51,241 556 PRN   DFND 1 556 0 0
LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 137,378 22,521 PRN   DFND 4 22,521 0 0
LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 92,061 15,092 PRN   DFND 1 15,092 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 86,754 773 PRN   DFND 3 773 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 100,351,128 894,156 PRN   DFND 4 894,156 0 0
LENNAR CORP CL A 526057104 BBG001S5SRK3 43,788,779 390,170 PRN   DFND 1 390,170 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 16,319,967 43,585 PRN   DFND 1 43,585 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 2,613,217 6,979 PRN   DFND 4 6,979 0 0
LENNOX INTL INC COM 526107107 BBG001S5SST2 123,191 329 PRN   DFND 3 329 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 67,642 4,981 PRN   DFND 1 4,981 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 744,238 54,804 PRN   DFND 4 54,804 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 279,137 20,555 PRN   DFND 3 20,555 0 0
LGI HOMES INC COM 50187T106 BBG0056655T0 6,840,833 68,759 PRN   DFND 1 68,759 0 0
LGI HOMES INC COM 50187T106 BBG0056655T0 56,809 571 PRN   DFND 3 571 0 0
LI AUTO INC SPONSORED ADS 50202M102 BBG00W0KZF57 38,428,525 1,077,939 PRN   DFND 4 1,077,939 0 0
LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 14,869,041 802,864 PRN   DFND 1 802,864 0 0
LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 22,224 1,200 PRN   DFND 4 1,200 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 BBG001SJNBH7 9,069,845 488,677 PRN   DFND 4 488,677 0 0
LIBERTY MEDIA CORP DEL COM LBTY ONE S C 531229755 BBG01HLMBDC5 897,182 14,401 PRN   DFND 4 14,401 0 0
LIBERTY MEDIA CORP DEL COM LBTY ONE S C 531229755 BBG01HLMBDC5 186,775 2,998 PRN   DFND 3 2,998 0 0
LIBERTY MEDIA CORP DEL COM LBTY SRM S C 531229789 BBG01HLMB7B9 68,742 2,700 PRN   DFND 4 2,700 0 0
LIBERTY MEDIA CORP DEL COM LBTY SRM S C 531229789 BBG01HLMB7B9 2,575,992 101,178 PRN   DFND 1 101,178 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8   675,202 615,000 PRN   DFND 3 615,000 0 0
LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5   1,907,113 1,950,000 PRN   DFND 3 1,950,000 0 0
LIFETIME BRANDS INC COM 53222Q103 BBG001S6PWM1 217,600 38,650 PRN   DFND 4 38,650 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 BBG001S8CH99 8,826,576 147,306 PRN   DFND 4 147,306 0 0
LIGHT & WONDER INC COM 80874P109 BBG00JR5MM40 12,055 169 PRN   DFND 1 169 0 0
LIGHT & WONDER INC COM 80874P109 BBG00JR5MM40 870,226 12,200 PRN   DFND 4 12,200 0 0
LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 BBG00B0JR9Q6 9,472,340 675,149 PRN   DFND 1 675,149 0 0
LIMBACH HLDGS INC COM 53263P105 BBG006G0NGD3 376,001 11,850 PRN   DFND 4 11,850 0 0
LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 8,212,181 45,174 PRN   DFND 1 45,174 0 0
LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 254,506 1,400 PRN   DFND 4 1,400 0 0
LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 10,751,631 435,465 PRN   DFND 1 435,465 0 0
LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 777,735 31,500 PRN   DFND 4 31,500 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 23,628,959 63,459 PRN   DFND 4 63,459 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 995,292 2,673 PRN   DFND 1 2,673 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 16,594,895 44,568 PRN   DFND 3 44,568 0 0
LINDE PLC SHS G54950103 BBG01FND0CH6 1,847,973 4,963 PRN   DFND 2 4,963 0 0
LIQUIDITY SVCS INC COM 53635B107 BBG001SLKD81 702,227 39,854 PRN   DFND 4 39,854 0 0
LITTELFUSE INC COM 537008104 BBG001S744B6 432,810 1,750 PRN   DFND 1 1,750 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 25,535,049 307,503 PRN   DFND 1 307,503 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 194,314 2,340 PRN   DFND 3 2,340 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 83,028,956 999,867 PRN   DFND 4 999,867 0 0
LIVENT CORP COM 53814L108 BBG00LV3NRJ7 355,313 19,300 PRN   DFND 4 19,300 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 38,098 1,321 PRN   DFND 1 1,321 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 806,395 27,961 PRN   DFND 4 27,961 0 0
LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 29,388 1,019 PRN   DFND 3 1,019 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 246,213 4,973 PRN   DFND 3 4,973 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 71,793,312 1,450,077 PRN   DFND 4 1,450,077 0 0
LKQ CORP COM 501889208 BBG001SCCPJ1 6,349,558 128,248 PRN   DFND 1 128,248 0 0
LOEWS CORP COM 540424108 BBG001S6KQC0 6,746,883 106,569 PRN   DFND 1 106,569 0 0
LOEWS CORP COM 540424108 BBG001S6KQC0 108,703 1,717 PRN   DFND 3 1,717 0 0
LOEWS CORP COM 540424108 BBG001S6KQC0 31,655 500 PRN   DFND 4 500 0 0
LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 6,722,601 121,632 PRN   DFND 1 121,632 0 0
LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 112,309 2,032 PRN   DFND 3 2,032 0 0
LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 20,174 365 PRN   DFND 4 365 0 0
LOWES COS INC COM 548661107 BBG001S5SVL3 13,784,364 66,322 PRN   DFND 4 66,322 0 0
LOWES COS INC COM 548661107 BBG001S5SVL3 3,590,644 17,276 PRN   DFND 1 17,276 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 8,161,852 34,344 PRN   DFND 4 34,344 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 24,716 104 PRN   DFND 3 104 0 0
LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 9,912,857 41,712 PRN   DFND 1 41,712 0 0
LSI INDS INC OHIO COM 50216C108 BBG001S5SXV8 291,001 18,325 PRN   DFND 4 18,325 0 0
LUCID GROUP INC COM 549498103 BBG00W7F99W4 47,213 8,446 PRN   DFND 3 8,446 0 0
LUCID GROUP INC COM 549498103 BBG00W7F99W4 19,476 3,484 PRN   DFND 4 3,484 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 6,272,718 16,267 PRN   DFND 2 16,267 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 55,224,751 143,214 PRN   DFND 4 143,214 0 0
LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 90,275,157 234,110 PRN   DFND 1 234,110 0 0
LUMEN TECHNOLOGIES INC COM 550241103 BBG001S5Q8G2 185,804 130,848 PRN   DFND 4 130,848 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5   106,972 108,000 PRN   DFND 3 108,000 0 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   1,024,632 1,400,000 PRN   DFND 3 1,400,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   3,890,380 4,604,000 PRN   DFND 2 4,604,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   20,728,415 24,520,000 PRN   DFND 3 24,520,000 0 0
LYFT INC CL A COM 55087P104 BBG004M9ZHY4 37,167,381 3,526,317 PRN   DFND 1 3,526,317 0 0
LYFT INC CL A COM 55087P104 BBG004M9ZHY4 218,947 20,773 PRN   DFND 4 20,773 0 0
LYFT INC CL A COM 55087P104 BBG004M9ZHY4 94,070 8,925 PRN   DFND 3 8,925 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   17,247,060 18,696,000 PRN   DFND 3 18,696,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0   11,350,440 12,304,000 PRN   DFND 2 12,304,000 0 0
M & T BK CORP COM 55261F104 BBG001S7S2B4 1,367,810 10,817 PRN   DFND 1 10,817 0 0
M D C HLDGS INC COM 552676108 BBG001S5T272 6,892,213 167,165 PRN   DFND 1 167,165 0 0
M D C HLDGS INC COM 552676108 BBG001S5T272 1,799,071 43,635 PRN   DFND 4 43,635 0 0
M/I HOMES INC COM 55305B101 BBG001S7HGC4 18,790,588 223,591 PRN   DFND 4 223,591 0 0
M/I HOMES INC COM 55305B101 BBG001S7HGC4 41,516 494 PRN   DFND 1 494 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 8,158 100 PRN   DFND 3 100 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 4,399,446 53,928 PRN   DFND 1 53,928 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6   1,007,996 890,000 PRN   DFND 3 890,000 0 0
MACYS INC COM 55616P104 BBG001S6KRW6 568,658 48,980 PRN   DFND 3 48,980 0 0
MACYS INC COM 55616P104 BBG001S6KRW6 86,924 7,487 PRN   DFND 1 7,487 0 0
MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 5,022,011 158,074 PRN   DFND 4 158,074 0 0
MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 5,877 185 PRN   DFND 1 185 0 0
MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 210,794 6,635 PRN   DFND 3 6,635 0 0
MADISON SQUARE GARDEN ENTMT COM CL A 558256103 BBG019980TF2 881,560 26,787 PRN   DFND 4 26,787 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 3,149,423 17,864 PRN   DFND 4 17,864 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 141,040 800 PRN   DFND 1 800 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 BBG001SNKQ42 3,137,961 21,487 PRN   DFND 1 21,487 0 0
MAGNA INTL INC COM 559222401 BBG001S5SY91 2,632,715 48,900 PRN   DFND 4 48,900 0 0
MAGNITE INC COM 55955D100 BBG001T5LB97 127,743 16,942 PRN   DFND 4 16,942 0 0
MAGNITE INC COM 55955D100 BBG001T5LB97 69,323 9,194 PRN   DFND 3 9,194 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 BBG00GNC8DM1 802,148 35,013 PRN   DFND 1 35,013 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 BBG00GNC8DM1 235,973 10,300 PRN   DFND 4 10,300 0 0
MAMAS CREATIONS INC COM 56146T103 BBG001V1FNH5 122,880 28,119 PRN   DFND 4 28,119 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 19,936,383 100,862 PRN   DFND 4 100,862 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 31,823 161 PRN   DFND 3 161 0 0
MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 1,645,124 8,323 PRN   DFND 1 8,323 0 0
MANITOWOC CO INC COM NEW 563571405 BBG001S7C7S2 933,145 62,003 PRN   DFND 4 62,003 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 80,652 1,100 PRN   DFND 1 1,100 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 244,449 3,334 PRN   DFND 3 3,334 0 0
MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 683,269 9,319 PRN   DFND 4 9,319 0 0
MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 19,056,803 1,038,066 PRN   DFND 4 1,038,066 0 0
MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 9,683,921 529,755 PRN   DFND 1 529,755 0 0
MAPLEBEAR INC COM 565394103 BBG00KG5VJG3 1,573,570 53,000 PRN   DFND 3 53,000 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 25,458,778 951,730 PRN   DFND 4 951,730 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 7,720,237 288,607 PRN   DFND 1 288,607 0 0
MARATHON OIL CORP COM 565849106 BBG001S69V69 41,463 1,550 PRN   DFND 3 1,550 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 31,874,625 210,616 PRN   DFND 4 210,616 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 37,260,059 246,201 PRN   DFND 1 246,201 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 88,685 586 PRN   DFND 3 586 0 0
MARATHON PETE CORP COM 56585A102 BBG001S169P1 694,045 4,586 PRN   DFND 2 4,586 0 0
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 BBG00Y1DFW44 196,000 19,600 PRN   DFND 4 19,600 0 0
MARCUS CORP DEL COM 566330106 BBG001S7JNZ2 683,550 44,100 PRN   DFND 4 44,100 0 0
MARINEMAX INC COM 567908108 BBG001SBS2N2 224,719 6,847 PRN   DFND 4 6,847 0 0
MARKEL GROUP INC COM 570535104 BBG001S9ZK95 181,116 123 PRN   DFND 3 123 0 0
MARKEL GROUP INC COM 570535104 BBG001S9ZK95 38,285 26 PRN   DFND 4 26 0 0
MARKEL GROUP INC COM 570535104 BBG001S9ZK95 3,766,629 2,558 PRN   DFND 1 2,558 0 0
MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 70,928 332 PRN   DFND 3 332 0 0
MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 851,355 3,985 PRN   DFND 4 3,985 0 0
MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 6,401,509 29,964 PRN   DFND 1 29,964 0 0
MARKFORGED HOLDING CORPORATI COM 57064N102 BBG00X7WQC31 133,151 91,828 PRN   DFND 1 91,828 0 0
MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 9,808,061 1,640,144 PRN   DFND 1 1,640,144 0 0
MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 352,641 58,970 PRN   DFND 4 58,970 0 0
MARRIOTT INTL INC NEW CL A 571903202 BBG001S78K44 7,620,828 38,771 PRN   DFND 1 38,771 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 BBG001V0GHW2 20,126 200 PRN   DFND 4 200 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 BBG001V0GHW2 198,442 1,972 PRN   DFND 3 1,972 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9   4,234,573 4,795,000 PRN   DFND 3 4,795,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 84,157,511 442,236 PRN   DFND 4 442,236 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 23,274,642 122,305 PRN   DFND 1 122,305 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 928,283 4,878 PRN   DFND 2 4,878 0 0
MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 214,849 1,129 PRN   DFND 3 1,129 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 50,079 122 PRN   DFND 3 122 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 6,169,514 15,030 PRN   DFND 4 15,030 0 0
MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 11,767,641 28,668 PRN   DFND 1 28,668 0 0
MASCO CORP COM 574599106 BBG001S5SZ70 176,385 3,300 PRN   DFND 4 3,300 0 0
MASCO CORP COM 574599106 BBG001S5SZ70 11,730,404 219,465 PRN   DFND 1 219,465 0 0
MASIMO CORP COM 574795100 BBG001S71GQ6 327,309 3,733 PRN   DFND 1 3,733 0 0
MASONITE INTL CORP COM 575385109 BBG001T51RT2 9,023,416 96,797 PRN   DFND 1 96,797 0 0
MASONITE INTL CORP COM 575385109 BBG001T51RT2 1,129,920 12,121 PRN   DFND 4 12,121 0 0
MASTEC INC COM 576323109 BBG001S95HF8 194,319 2,700 PRN   DFND 4 2,700 0 0
MASTEC INC COM 576323109 BBG001S95HF8 3,502,564 48,667 PRN   DFND 1 48,667 0 0
MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 134,622 11,080 PRN   DFND 1 11,080 0 0
MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 41,808 3,441 PRN   DFND 3 3,441 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 201,518 509 PRN   DFND 3 509 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 21,149,908 53,421 PRN   DFND 1 53,421 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 4,659,861 11,770 PRN   DFND 2 11,770 0 0
MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 96,149,911 242,858 PRN   DFND 4 242,858 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 BBG002ZYLPP6 988,301 44,478 PRN   DFND 4 44,478 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 14,870 250 PRN   DFND 3 250 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 6,605,076 111,047 PRN   DFND 1 111,047 0 0
MATADOR RES CO COM 576485205 BBG001T3L5S4 35,688 600 PRN   DFND 4 600 0 0
MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 8,695,636 221,969 PRN   DFND 4 221,969 0 0
MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 337,336 8,611 PRN   DFND 1 8,611 0 0
MATSON INC COM 57686G105 BBG001S5NL21 1,274,463 14,365 PRN   DFND 1 14,365 0 0
MATSON INC COM 57686G105 BBG001S5NL21 61,306 691 PRN   DFND 3 691 0 0
MATSON INC COM 57686G105 BBG001S5NL21 785,793 8,857 PRN   DFND 4 8,857 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 314,721 14,286 PRN   DFND 3 14,286 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 5,371,156 243,811 PRN   DFND 1 243,811 0 0
MATTEL INC COM 577081102 BBG001S5SZF1 222,613 10,105 PRN   DFND 4 10,105 0 0
MAXIMUS INC COM 577933104 BBG001S6G4K5 22,404 300 PRN   DFND 4 300 0 0
MAXIMUS INC COM 577933104 BBG001S6G4K5 30,245 405 PRN   DFND 3 405 0 0
MAXIMUS INC COM 577933104 BBG001S6G4K5 8,783,339 117,613 PRN   DFND 1 117,613 0 0
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MAXLINEAR INC COM 57776J100 BBG001S6MZV7 1,114,725 50,100 PRN   DFND 4 50,100 0 0
MAXLINEAR INC COM 57776J100 BBG001S6MZV7 45,657 2,052 PRN   DFND 3 2,052 0 0
MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 7,631,849 100,897 PRN   DFND 1 100,897 0 0
MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 6,741,491 89,126 PRN   DFND 4 89,126 0 0
MCDONALDS CORP COM 580135101 BBG001S5T110 51,800,734 196,632 PRN   DFND 1 196,632 0 0
MCDONALDS CORP COM 580135101 BBG001S5T110 1,905,988 7,235 PRN   DFND 2 7,235 0 0
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MCGRATH RENTCORP COM 580589109 BBG001S5T593 6,092,086 60,775 PRN   DFND 4 60,775 0 0
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MCKESSON CORP COM 58155Q103 BBG001S8F8P8 6,378,380 14,668 PRN   DFND 1 14,668 0 0
MCKESSON CORP COM 58155Q103 BBG001S8F8P8 135,507,087 311,618 PRN   DFND 4 311,618 0 0
MDU RES GROUP INC COM 552690109 BBG001S5T2W4 34,461 1,760 PRN   DFND 3 1,760 0 0
MDU RES GROUP INC COM 552690109 BBG001S5T2W4 8,774,718 448,147 PRN   DFND 1 448,147 0 0
MEDIFAST INC COM 58470H101 BBG001SD45H4 12,791,341 170,893 PRN   DFND 4 170,893 0 0
MEDIFAST INC COM 58470H101 BBG001SD45H4 36,003 481 PRN   DFND 1 481 0 0
MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 33,688,273 139,133 PRN   DFND 4 139,133 0 0
MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 5,503,857 22,731 PRN   DFND 1 22,731 0 0
MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 1,228,058 15,672 PRN   DFND 2 15,672 0 0
MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 8,402,856 107,234 PRN   DFND 4 107,234 0 0
MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 7,050,363 89,974 PRN   DFND 1 89,974 0 0
MERCADOLIBRE INC COM 58733R102 BBG001SM32G3 20,880,716 16,469 PRN   DFND 1 16,469 0 0
MERCHANTS BANCORP IND COM 58844R108 BBG001STXPM7 489,092 17,644 PRN   DFND 4 17,644 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 20,256,751 196,763 PRN   DFND 4 196,763 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 1,198,132 11,638 PRN   DFND 1 11,638 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 234,314 2,276 PRN   DFND 3 2,276 0 0
MERCK & CO INC COM 58933Y105 BBG001S5TC52 288,260 2,800 PRN Call DFND 1 2,800 0 0
MERCURY SYS INC COM 589378108 BBG001SBFLT8 200,434 5,404 PRN   DFND 1 5,404 0 0
MERIT MED SYS INC COM 589889104 BBG001S6KLT3 110,432 1,600 PRN   DFND 4 1,600 0 0
MERIT MED SYS INC COM 589889104 BBG001S6KLT3 126,721 1,836 PRN   DFND 1 1,836 0 0
MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 6,637,087 54,229 PRN   DFND 1 54,229 0 0
MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 15,779,008 128,924 PRN   DFND 4 128,924 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 17,096,059 56,947 PRN   DFND 1 56,947 0 0
META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 269,512,327 897,746 PRN   DFND 4 897,746 0 0
METHODE ELECTRS INC COM 591520200 BBG001S5T3T6 45,243 1,980 PRN   DFND 1 1,980 0 0
METHODE ELECTRS INC COM 591520200 BBG001S5T3T6 377,116 16,504 PRN   DFND 4 16,504 0 0
METLIFE INC COM 59156R108 BBG001S5T3R8 73,813,687 1,173,322 PRN   DFND 4 1,173,322 0 0
METLIFE INC COM 59156R108 BBG001S5T3R8 94,176 1,497 PRN   DFND 3 1,497 0 0
METLIFE INC COM 59156R108 BBG001S5T3R8 24,305,593 386,355 PRN   DFND 1 386,355 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 733,542 662 PRN   DFND 1 662 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 110,807 100 PRN   DFND 3 100 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 42,134,362 38,025 PRN   DFND 4 38,025 0 0
MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 7,330,715 439,228 PRN   DFND 4 439,228 0 0
MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 64,323 3,854 PRN   DFND 3 3,854 0 0
MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 3,805,721 228,024 PRN   DFND 1 228,024 0 0
MGM RESORTS INTERNATIONAL COM 552953101 BBG001S6BYT5 1,321,559 35,951 PRN   DFND 1 35,951 0 0
MGM RESORTS INTERNATIONAL COM 552953101 BBG001S6BYT5 8,658,046 235,529 PRN   DFND 4 235,529 0 0
MGP INGREDIENTS INC NEW COM 55303J106 BBG001S5XTL2 3,156,278 29,923 PRN   DFND 1 29,923 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 984,757 12,617 PRN   DFND 3 12,617 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 219,633 2,814 PRN   DFND 2 2,814 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 5,129,914 65,726 PRN   DFND 1 65,726 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 124,412 1,594 PRN   DFND 4 1,594 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 9,740,640 124,800 PRN Call DFND 3 124,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 2,981,510 38,200 PRN Call DFND 2 38,200 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 437,080 5,600 PRN Put DFND 2 5,600 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 1,475,145 18,900 PRN Put DFND 3 18,900 0 0
MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 8,232,650 121,015 PRN   DFND 4 121,015 0 0
MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 1,019,498 14,986 PRN   DFND 2 14,986 0 0
MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 183,205 2,693 PRN   DFND 3 2,693 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 7,435,281 23,548 PRN   DFND 3 23,548 0 0
MICROSOFT CORP COM 594918104 BBG001S5TD05 23,031,121 72,941 PRN   DFND 2 72,941 0 0
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MICROSOFT CORP COM 594918104 BBG001S5TD05 878,327,774 2,781,719 PRN   DFND 4 2,781,719 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   3,562,018 3,330,000 PRN   DFND 3 3,330,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 BBG001S7HZ69 69,813,209 542,660 PRN   DFND 4 542,660 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 3,920,128 30,626 PRN   DFND 1 30,626 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 576,256 4,502 PRN   DFND 2 4,502 0 0
MIDDLEBY CORP COM 596278101 BBG001S8N9X8 2,960,256 23,127 PRN   DFND 3 23,127 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   32,576,006 29,073,000 PRN   DFND 2 29,073,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   53,829,460 48,041,000 PRN   DFND 3 48,041,000 0 0
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MINERALS TECHNOLOGIES INC COM 603158106 BBG001S5TFZ2 248,063 4,530 PRN   DFND 4 4,530 0 0
MIRATI THERAPEUTICS INC COM 60468T105 BBG001SF6HK7 456,552 10,481 PRN   DFND 4 10,481 0 0
MOBILEYE GLOBAL INC COMMON CLASS A 60741F104 BBG019X46ZY3 701,780 16,890 PRN   DFND 1 16,890 0 0
MODERNA INC COM 60770K107 BBG003PHHZV8 1,534,373 14,855 PRN   DFND 4 14,855 0 0
MODERNA INC COM 60770K107 BBG003PHHZV8 7,062,247 68,373 PRN   DFND 1 68,373 0 0
MOELIS & CO CL A 60786M105 BBG001STYX58 1,163,903 25,790 PRN   DFND 1 25,790 0 0
MOELIS & CO CL A 60786M105 BBG001STYX58 55,375 1,227 PRN   DFND 3 1,227 0 0
MOHAWK INDS INC COM 608190104 BBG001SBGSZ5 17,408,790 202,876 PRN   DFND 1 202,876 0 0
MOLINA HEALTHCARE INC COM 60855R100 BBG001SKBQ20 9,416,017 28,717 PRN   DFND 1 28,717 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 36,945,854 581,001 PRN   DFND 4 581,001 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 47,472,033 746,533 PRN   DFND 1 746,533 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 588,080 9,248 PRN   DFND 3 9,248 0 0
MONARCH CASINO & RESORT INC COM 609027107 BBG001S7DVP1 343,165 5,526 PRN   DFND 4 5,526 0 0
MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 38,522,801 241,947 PRN   DFND 4 241,947 0 0
MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 2,173,512 13,651 PRN   DFND 1 13,651 0 0
MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 984,161 14,181 PRN   DFND 2 14,181 0 0
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MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 5,681,223 81,862 PRN   DFND 1 81,862 0 0
MONGODB INC CL A 60937P106 BBG0022FDRZ7 22,586,041 65,304 PRN   DFND 4 65,304 0 0
MONGODB INC CL A 60937P106 BBG0022FDRZ7 26,631 77 PRN   DFND 3 77 0 0
MONOLITHIC PWR SYS INC COM 609839105 BBG001SDRGP6 1,744,050 3,775 PRN   DFND 1 3,775 0 0
MONRO INC COM 610236101 BBG001S62LS4 9,331 336 PRN   DFND 3 336 0 0
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MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 5,409,478 102,162 PRN   DFND 4 102,162 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 13,316,237 251,487 PRN   DFND 1 251,487 0 0
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MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 1,861,586 22,794 PRN   DFND 2 22,794 0 0
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MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 4,350,724 53,272 PRN   DFND 4 53,272 0 0
MORNINGSTAR INC COM 617700109 BBG001SC6FV6 234 1 PRN   DFND 3 1 0 0
MORNINGSTAR INC COM 617700109 BBG001SC6FV6 5,274,382 22,517 PRN   DFND 1 22,517 0 0
MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 76,967 2,162 PRN   DFND 3 2,162 0 0
MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 2,988,228 83,939 PRN   DFND 1 83,939 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 508,544 1,868 PRN   DFND 2 1,868 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 36,221,260 133,049 PRN   DFND 4 133,049 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 9,448,361 34,706 PRN   DFND 1 34,706 0 0
MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 92,597 4,848 PRN   DFND 3 4,848 0 0
MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 193,712 10,142 PRN   DFND 1 10,142 0 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 5,244,220 97,913 PRN   DFND 4 97,913 0 0
MR COOPER GROUP INC COM 62482R107 BBG002V09956 4,651,472 86,846 PRN   DFND 1 86,846 0 0
MSA SAFETY INC COM 553498106 BBG001S5TCN2 31,530 200 PRN   DFND 4 200 0 0
MSA SAFETY INC COM 553498106 BBG001S5TCN2 2,013,506 12,772 PRN   DFND 1 12,772 0 0
MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 5,446,147 55,488 PRN   DFND 1 55,488 0 0
MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 10,970,520 111,773 PRN   DFND 4 111,773 0 0
MSCI INC COM 55354G100 BBG001SV8B05 6,643,360 12,948 PRN   DFND 1 12,948 0 0
MSCI INC COM 55354G100 BBG001SV8B05 8,627,953 16,816 PRN   DFND 4 16,816 0 0
MUELLER INDS INC COM 624756102 BBG001S6PVC4 29,613 394 PRN   DFND 3 394 0 0
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MUELLER INDS INC COM 624756102 BBG001S6PVC4 7,742,307 103,011 PRN   DFND 1 103,011 0 0
MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 65,644 5,177 PRN   DFND 3 5,177 0 0
MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 890,554 70,233 PRN   DFND 4 70,233 0 0
MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 1,978,055 155,998 PRN   DFND 1 155,998 0 0
MULLEN AUTOMOTIVE INC COM 62526P307 BBG003GMH366 296,459 652,993 PRN   DFND 1 652,993 0 0
MURPHY OIL CORP COM 626717102 BBG001S5TG80 1,333,381 29,402 PRN   DFND 1 29,402 0 0
MURPHY OIL CORP COM 626717102 BBG001S5TG80 90,791 2,002 PRN   DFND 3 2,002 0 0
MURPHY OIL CORP COM 626717102 BBG001S5TG80 1,210,890 26,701 PRN   DFND 4 26,701 0 0
MURPHY USA INC COM 626755102 BBG001Z0Q6V2 4,120,580 12,058 PRN   DFND 1 12,058 0 0
MURPHY USA INC COM 626755102 BBG001Z0Q6V2 374,194 1,095 PRN   DFND 3 1,095 0 0
MURPHY USA INC COM 626755102 BBG001Z0Q6V2 10,032,509 29,358 PRN   DFND 4 29,358 0 0
MYERS INDS INC COM 628464109 BBG001S5TH97 387,772 21,627 PRN   DFND 4 21,627 0 0
MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 68,054 505 PRN   DFND 1 505 0 0
MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 47,436 352 PRN   DFND 3 352 0 0
MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 17,027,330 126,353 PRN   DFND 4 126,353 0 0
NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 174,982 1,421 PRN   DFND 1 1,421 0 0
NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 46,916 381 PRN   DFND 3 381 0 0
NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 1,291,862 10,491 PRN   DFND 4 10,491 0 0
NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 BBG009DFFWM1 1,764,236 648,616 PRN   DFND 4 648,616 0 0
NANO X IMAGING LTD ORD SHS M70700105 BBG00RDSZ6K0 1,193,212 181,892 PRN   DFND 4 181,892 0 0
NANO X IMAGING LTD ORD SHS M70700105 BBG00RDSZ6K0 46,025 7,016 PRN   DFND 3 7,016 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 BBG001TG36G6 289,190 168,134 PRN   DFND 4 168,134 0 0
NASDAQ INC COM 631103108 BBG001SKTBJ6 8,704,461 179,141 PRN   DFND 1 179,141 0 0
NASDAQ INC COM 631103108 BBG001SKTBJ6 27,113 558 PRN   DFND 3 558 0 0
NASDAQ INC COM 631103108 BBG001SKTBJ6 126,909,160 2,611,837 PRN   DFND 4 2,611,837 0 0
NATERA INC COM 632307104 BBG001V0FSF8 40,669,334 919,081 PRN   DFND 1 919,081 0 0
NATHANS FAMOUS INC NEW COM 632347100 BBG001S5Q337 269,215 3,810 PRN   DFND 4 3,810 0 0
NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 3,607,278 69,491 PRN   DFND 1 69,491 0 0
NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 3,779,048 72,800 PRN   DFND 4 72,800 0 0
NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 25,021 482 PRN   DFND 3 482 0 0
NATIONAL HEALTH INVS INC COM 63633D104 BBG001S6W8Y3 529,008 10,300 PRN   DFND 4 10,300 0 0
NATIONAL INSTRS CORP COM 636518102 BBG001S8FKK6 41,572,907 697,298 PRN   DFND 2 697,298 0 0
NATIONAL INSTRS CORP COM 636518102 BBG001S8FKK6 13,020,233 218,387 PRN   DFND 3 218,387 0 0
NATIONAL RESH CORP COM NEW 637372202 BBG004K1F9R1 580,892 13,092 PRN   DFND 4 13,092 0 0
NATIONAL VISION HLDGS INC COM 63845R107 BBG00HVQF9L1 1,233,482 76,235 PRN   DFND 4 76,235 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   20,268,626 21,031,000 PRN   DFND 3 21,031,000 0 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3   17,304,131 17,955,000 PRN   DFND 2 17,955,000 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 BBG0034VYM77 144,140 11,165 PRN   DFND 4 11,165 0 0
NATURES SUNSHINE PRODS INC COM 639027101 BBG001S61DP6 242,751 14,650 PRN   DFND 4 14,650 0 0
NAVIENT CORPORATION COM 63938C108 BBG004MN1R50 4,902,534 284,700 PRN   DFND 4 284,700 0 0
NAVIENT CORPORATION COM 63938C108 BBG004MN1R50 3,772,764 219,092 PRN   DFND 1 219,092 0 0
NAVIGATOR HLDGS LTD SHS Y62132108 BBG001SRNVY6 404,255 27,370 PRN   DFND 4 27,370 0 0
NCINO INC COM 63947X101 BBG014GJ8XJ0 4,334,722 136,312 PRN   DFND 1 136,312 0 0
NCL CORP LTD NOTE 1.125% 2/1 62886HBD2   5,023,555 6,050,000 PRN   DFND 3 6,050,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9   2,912,320 2,500,000 PRN   DFND 3 2,500,000 0 0
NCR CORP NEW COM 62886E108 BBG001S9FBR7 40,455 1,500 PRN   DFND 4 1,500 0 0
NCR CORP NEW COM 62886E108 BBG001S9FBR7 8,502,805 315,269 PRN   DFND 1 315,269 0 0
NEOGAMES S A SHS L6673X107 BBG00Y04SF39 2,775,222 102,786 PRN   DFND 2 102,786 0 0
NEOGAMES S A SHS L6673X107 BBG00Y04SF39 828,414 30,682 PRN   DFND 3 30,682 0 0
NERDY INC CL A COM 64081V109 BBG00XWZB4W8 912,746 246,688 PRN   DFND 4 246,688 0 0
NETAPP INC COM 64110D104 BBG001S8LYX5 923,535 12,171 PRN   DFND 4 12,171 0 0
NETAPP INC COM 64110D104 BBG001S8LYX5 42,493 560 PRN   DFND 3 560 0 0
NETAPP INC COM 64110D104 BBG001S8LYX5 944,858 12,452 PRN   DFND 1 12,452 0 0
NETEASE INC SPONSORED ADS 64110W102 BBG001SCVWD1 105,518,360 1,053,498 PRN   DFND 4 1,053,498 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 1,133 3 PRN   DFND 3 3 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 10,001,869 26,488 PRN   DFND 1 26,488 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 6,654,067 17,622 PRN   DFND 4 17,622 0 0
NETFLIX INC COM 64110L106 BBG001SF6L46 1,277,043 3,382 PRN   DFND 2 3,382 0 0
NETGEAR INC COM 64111Q104 BBG001SG03X8 171,438 13,617 PRN   DFND 4 13,617 0 0
NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 37,155 1,326 PRN   DFND 1 1,326 0 0
NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 1,081,628 38,602 PRN   DFND 4 38,602 0 0
NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 199,951 7,136 PRN   DFND 3 7,136 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 BBG001S8W4X9 37,630,350 334,492 PRN   DFND 4 334,492 0 0
NEVRO CORP COM 64157F103 BBG001V0KW81 761,458 39,618 PRN   DFND 4 39,618 0 0
NEVRO CORP COM 64157F103 BBG001V0KW81 1,211 63 PRN   DFND 3 63 0 0
NEW FORTRESS ENERGY INC COM CL A 644393100 BBG00MJH9M32 3,208,474 97,879 PRN   DFND 3 97,879 0 0
NEW FORTRESS ENERGY INC COM CL A 644393100 BBG00MJH9M32 511,630 15,608 PRN   DFND 2 15,608 0 0
NEW GOLD INC CDA COM 644535106 BBG001S5YM54 1,010,215 1,110,004 PRN   DFND 4 1,110,004 0 0
NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 11,011,786 271,026 PRN   DFND 1 271,026 0 0
NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 265,151 6,526 PRN   DFND 3 6,526 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581206 BBG001SP9P33 1,346,240 22,993 PRN   DFND 4 22,993 0 0
NEW RELIC INC COM 64829B100 BBG001V14078 12,130,042 141,673 PRN   DFND 3 141,673 0 0
NEW RELIC INC COM 64829B100 BBG001V14078 39,507,294 461,426 PRN   DFND 2 461,426 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 BBG001SD32Z2 3,833,487 338,050 PRN   DFND 1 338,050 0 0
NEW YORK TIMES CO CL A 650111107 BBG001S90X31 137,155 3,329 PRN   DFND 3 3,329 0 0
NEW YORK TIMES CO CL A 650111107 BBG001S90X31 12,240,973 297,111 PRN   DFND 1 297,111 0 0
NEW YORK TIMES CO CL A 650111107 BBG001S90X31 2,529,680 61,400 PRN   DFND 4 61,400 0 0
NEWELL BRANDS INC COM 651229106 BBG001S5TSW7 25,320 2,804 PRN   DFND 3 2,804 0 0
NEWELL BRANDS INC COM 651229106 BBG001S5TSW7 88,548 9,806 PRN   DFND 1 9,806 0 0
NEWMARKET CORP COM 651587107 BBG001S5R005 40,954 90 PRN   DFND 4 90 0 0
NEWMARKET CORP COM 651587107 BBG001S5R005 1,090,731 2,397 PRN   DFND 1 2,397 0 0
NEWMONT CORP COM 651639106 BBG001S5TKX3 1,227,257 33,214 PRN   DFND 1 33,214 0 0
NEWMONT CORP COM 651639106 BBG001S5TKX3 168,143,894 4,550,579 PRN   DFND 4 4,550,579 0 0
NEWS CORP NEW CL A 65249B109 BBG0035LY922 210,630 10,500 PRN   DFND 4 10,500 0 0
NEWS CORP NEW CL A 65249B109 BBG0035LY922 56,509 2,817 PRN   DFND 1 2,817 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 BBG0077Q6QH7 410,810 12,766 PRN   DFND 4 12,766 0 0
NEXSTAR MEDIA GROUP INC COMMON STOCK 65336K103 BBG001SKJJT9 2,880,160 20,089 PRN   DFND 1 20,089 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 12,101,424 211,231 PRN   DFND 4 211,231 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 178,401 3,114 PRN   DFND 1 3,114 0 0
NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 1,141,618 19,927 PRN   DFND 2 19,927 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 BBG001S5VJL6 3,139,432 132,298 PRN   DFND 2 132,298 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 BBG001S5VJL6 959,072 40,416 PRN   DFND 3 40,416 0 0
NEXTRACKER INC CLASS A COM 65290E101 BBG00835TQ17 1,192,752 29,700 PRN   DFND 4 29,700 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 BBG001V0FS86 172,422 161,142 PRN   DFND 4 161,142 0 0
NICE LTD NOTE 9/1 653656AB4   3,892,167 4,300,000 PRN   DFND 3 4,300,000 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 968,057 10,124 PRN   DFND 2 10,124 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 1,689,988 17,674 PRN   DFND 1 17,674 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 426,561 4,461 PRN   DFND 4 4,461 0 0
NIKE INC CL B 654106103 BBG001S6NTK2 2,031,543 21,246 PRN   DFND 3 21,246 0 0
NIKOLA CORP COM 654110105 BBG00L4CWQW4 27,257 17,361 PRN   DFND 3 17,361 0 0
NIO INC SPON ADS 62914V106 BBG00LPXZBW5 110,821 12,259 PRN   DFND 4 12,259 0 0
NISOURCE INC COM 65473P105 BBG001S5TMF9 1,010,226 40,933 PRN   DFND 1 40,933 0 0
NISOURCE INC COM 65473P105 BBG001S5TMF9 27,148 1,100 PRN   DFND 4 1,100 0 0
NMI HLDGS INC CL A 629209305 BBG005DLMPF1 30,476 1,125 PRN   DFND 1 1,125 0 0
NMI HLDGS INC CL A 629209305 BBG005DLMPF1 2,739,747 101,135 PRN   DFND 4 101,135 0 0
NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 7,199,999 142,152 PRN   DFND 2 142,152 0 0
NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 16,801,365 331,715 PRN   DFND 1 331,715 0 0
NORDSON CORP COM 655663102 BBG001S5TKK7 862,775 3,866 PRN   DFND 4 3,866 0 0
NORDSON CORP COM 655663102 BBG001S5TKK7 6,050,139 27,110 PRN   DFND 1 27,110 0 0
NORDSTROM INC COM 655664100 BBG001S7BDN5 252,486 16,900 PRN   DFND 4 16,900 0 0
NORDSTROM INC COM 655664100 BBG001S7BDN5 146,113 9,780 PRN   DFND 1 9,780 0 0
NORDSTROM INC COM 655664100 BBG001S7BDN5 252,665 16,912 PRN   DFND 3 16,912 0 0
NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 44,703 227 PRN   DFND 3 227 0 0
NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 21,359,816 108,464 PRN   DFND 4 108,464 0 0
NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 38,598 196 PRN   DFND 1 196 0 0
NORTHEAST CMNTY BANCORP INC COM 664121100 BBG011RJRYB9 217,858 14,760 PRN   DFND 4 14,760 0 0
NORTHERN TR CORP COM 665859104 BBG001S5TRG7 1,147,393 16,514 PRN   DFND 1 16,514 0 0
NORTHERN TR CORP COM 665859104 BBG001S5TRG7 92,061 1,325 PRN   DFND 3 1,325 0 0
NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 26,598,041 60,424 PRN   DFND 4 60,424 0 0
NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 36,096 82 PRN   DFND 3 82 0 0
NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 153,626 349 PRN   DFND 1 349 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 1,691,623 102,647 PRN   DFND 4 102,647 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 11,096,923 673,357 PRN   DFND 1 673,357 0 0
NOV INC COM 62955J103 BBG001S6HFR2 6,504,958 311,242 PRN   DFND 1 311,242 0 0
NOVA LTD COM M7516K103 BBG001SD4C89 500,808 4,454 PRN   DFND 1 4,454 0 0
NOVA LTD COM M7516K103 BBG001SD4C89 66,340 590 PRN   DFND 3 590 0 0
NOVA LTD COM M7516K103 BBG001SD4C89 652,152 5,800 PRN   DFND 4 5,800 0 0
NOVANTA INC COM 67000B104 BBG001S6MRJ9 914,430 6,375 PRN   DFND 1 6,375 0 0
NOVAVAX INC COM NEW 670002401 BBG001SGL8G3 406,157 56,099 PRN   DFND 4 56,099 0 0
NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 66,586 4,123 PRN   DFND 4 4,123 0 0
NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 2,242,670 138,865 PRN   DFND 1 138,865 0 0
NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 57,801 3,579 PRN   DFND 3 3,579 0 0
NOW INC COM 67011P100 BBG005BLN1Z3 131,615 11,088 PRN   DFND 1 11,088 0 0
NRG ENERGY INC COM NEW 629377508 BBG001SDD8F0 12,497,313 324,437 PRN   DFND 4 324,437 0 0
NRG ENERGY INC COM NEW 629377508 BBG001SDD8F0 417,018 10,826 PRN   DFND 1 10,826 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5   3,805,564 3,600,000 PRN   DFND 3 3,600,000 0 0
NUCOR CORP COM 670346105 BBG001S5TRV0 12,013,621 76,838 PRN   DFND 1 76,838 0 0
NUCOR CORP COM 670346105 BBG001S5TRV0 9,895,235 63,289 PRN   DFND 4 63,289 0 0
NURIX THERAPEUTICS INC COM 67080M103 BBG00SDJ8M87 188,475 23,979 PRN   DFND 4 23,979 0 0
NUTANIX INC CL A 67059N108 BBG001V13SG8 1,367,296 39,200 PRN   DFND 4 39,200 0 0
NUTANIX INC CL A 67059N108 BBG001V13SG8 59,610 1,709 PRN   DFND 3 1,709 0 0
NUTRIEN LTD COM 67077M108 BBG00JM9SM69 1,164,485 18,855 PRN   DFND 1 18,855 0 0
NVE CORP COM NEW 629445206 BBG001SGKV64 644,470 7,846 PRN   DFND 4 7,846 0 0
NVENT ELECTRIC PLC SHS G6700G107 BBG00GNT7B03 4,809,213 90,757 PRN   DFND 3 90,757 0 0
NVENT ELECTRIC PLC SHS G6700G107 BBG00GNT7B03 58,289 1,100 PRN   DFND 4 1,100 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 10,456,290 24,038 PRN   DFND 2 24,038 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 513,785,394 1,181,143 PRN   DFND 4 1,181,143 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 2,004,434 4,608 PRN   DFND 3 4,608 0 0
NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 17,323,912 39,826 PRN   DFND 1 39,826 0 0
NVR INC COM 62944T105 BBG001S5TSM8 46,060,529 7,724 PRN   DFND 4 7,724 0 0
NVR INC COM 62944T105 BBG001S5TSM8 24,067,879 4,036 PRN   DFND 1 4,036 0 0
NVR INC COM 62944T105 BBG001S5TSM8 4,561,925 765 PRN   DFND 3 765 0 0
NVR INC COM 62944T105 BBG001S5TSM8 870,642 146 PRN   DFND 2 146 0 0
NXP SEMICONDUCTORS N V COM N6596X109 BBG001SF62F6 218,912 1,095 PRN   DFND 3 1,095 0 0
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NXP SEMICONDUCTORS N V COM N6596X109 BBG001SF62F6 13,374,848 66,901 PRN   DFND 4 66,901 0 0
OCCIDENTAL PETE CORP COM 674599105 BBG001S5TZG9 11,963,548 184,395 PRN   DFND 1 184,395 0 0
OCEANEERING INTL INC COM 675232102 BBG001S61HT3 27,880 1,084 PRN   DFND 3 1,084 0 0
OCEANEERING INTL INC COM 675232102 BBG001S61HT3 1,007,118 39,157 PRN   DFND 4 39,157 0 0
OCEANEERING INTL INC COM 675232102 BBG001S61HT3 198,584 7,721 PRN   DFND 1 7,721 0 0
OCULAR THERAPEUTIX INC COM 67576A100 BBG001V0FT93 50,262 16,007 PRN   DFND 4 16,007 0 0
ODDITY TECH LTD SHS CL A M7518J104 BBG01H5JVHH4 3,470,437 122,414 PRN   DFND 4 122,414 0 0
ODDITY TECH LTD SHS CL A M7518J104 BBG01H5JVHH4 52,929 1,867 PRN   DFND 3 1,867 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 BBG001S6PKJ1 255,733 62,374 PRN   DFND 4 62,374 0 0
OGE ENERGY CORP COM 670837103 BBG001S5TVY8 3,219,411 96,592 PRN   DFND 1 96,592 0 0
OGE ENERGY CORP COM 670837103 BBG001S5TVY8 57,961 1,739 PRN   DFND 3 1,739 0 0
O-I GLASS INC COM 67098H104 BBG00R2JZG48 2,607,437 155,854 PRN   DFND 1 155,854 0 0
O-I GLASS INC COM 67098H104 BBG00R2JZG48 34,581 2,067 PRN   DFND 4 2,067 0 0
OKTA INC CL A 679295105 BBG001YV1SN3 6,069,398 74,462 PRN   DFND 4 74,462 0 0
OKTA INC CL A 679295105 BBG001YV1SN3 4,337,392 53,213 PRN   DFND 1 53,213 0 0
OLAPLEX HLDGS INC COM 679369108 BBG012BV9TG3 104,598 53,640 PRN   DFND 4 53,640 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 BBG001S6WQT9 3,832,824 9,368 PRN   DFND 1 9,368 0 0
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OLD DOMINION FREIGHT LINE IN COM 679580100 BBG001S6WQT9 4,910 12 PRN   DFND 3 12 0 0
OLD NATL BANCORP IND COM 680033107 BBG001SD2ZG1 4,206,306 289,292 PRN   DFND 1 289,292 0 0
OLD REP INTL CORP COM 680223104 BBG001S6M9Y2 143,617 5,331 PRN   DFND 3 5,331 0 0
OLD REP INTL CORP COM 680223104 BBG001S6M9Y2 8,885,566 329,828 PRN   DFND 1 329,828 0 0
OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 3,848,260 76,996 PRN   DFND 1 76,996 0 0
OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 84,366 1,688 PRN   DFND 3 1,688 0 0
OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 57,477 1,150 PRN   DFND 4 1,150 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 BBG0098VVDS0 94,082 1,219 PRN   DFND 3 1,219 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 BBG0098VVDS0 29,832,771 386,535 PRN   DFND 1 386,535 0 0
OLO INC CL A 68134L109 BBG00ZCX7044 580,075 95,722 PRN   DFND 4 95,722 0 0
OLO INC CL A 68134L109 BBG00ZCX7044 25,961 4,284 PRN   DFND 1 4,284 0 0
OMNICELL COM COM 68213N109 BBG001SF6Z45 265,736 5,900 PRN   DFND 4 5,900 0 0
OMNICELL COM COM 68213N109 BBG001SF6Z45 20,398,571 452,899 PRN   DFND 1 452,899 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   14,398,500 15,888,000 PRN   DFND 2 15,888,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1   20,373,487 22,508,000 PRN   DFND 3 22,508,000 0 0
OMNICOM GROUP INC COM 681919106 BBG001S5VR10 87,886 1,180 PRN   DFND 1 1,180 0 0
OMNICOM GROUP INC COM 681919106 BBG001S5VR10 309,762 4,159 PRN   DFND 4 4,159 0 0
OMNICOM GROUP INC COM 681919106 BBG001S5VR10 140,171 1,882 PRN   DFND 3 1,882 0 0
ON HLDG AG NAMEN AKT A H5919C104 BBG00LQK89G5 78,886,670 2,835,610 PRN   DFND 1 2,835,610 0 0
ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 1,054,890 11,349 PRN   DFND 2 11,349 0 0
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ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 3,908,640 42,051 PRN   DFND 3 42,051 0 0
ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 84,027 904 PRN   DFND 1 904 0 0
ON24 INC COM 68339B104 BBG001TCT0B5 220,917 34,900 PRN   DFND 4 34,900 0 0
ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 100,065 2,496 PRN   DFND 3 2,496 0 0
ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 64,144 1,600 PRN   DFND 4 1,600 0 0
ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 65,828 1,642 PRN   DFND 1 1,642 0 0
ONEOK INC NEW COM 682680103 BBG001S5TWK1 17,107,769 269,711 PRN   DFND 4 269,711 0 0
ONEOK INC NEW COM 682680103 BBG001S5TWK1 6,916,471 109,041 PRN   DFND 1 109,041 0 0
ONEOK INC NEW COM 682680103 BBG001S5TWK1 24,611 388 PRN   DFND 3 388 0 0
ONEWATER MARINE INC CL A COM 68280L101 BBG00PPXGH27 975,661 38,082 PRN   DFND 4 38,082 0 0
ONTO INNOVATION INC COM 683344105 BBG001S5THX0 1,440,211 11,294 PRN   DFND 1 11,294 0 0
ONTO INNOVATION INC COM 683344105 BBG001S5THX0 76,512 600 PRN   DFND 4 600 0 0
OOMA INC COM 683416101 BBG001V1FP08 195,150 15,000 PRN   DFND 4 15,000 0 0
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OPEN LENDING CORP COM 68373J104 BBG00VDHLTH4 1,535,370 209,750 PRN   DFND 4 209,750 0 0
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OPPENHEIMER HLDGS INC CL A NON VTG 683797104 BBG001S77PP1 229,630 5,994 PRN   DFND 4 5,994 0 0
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ORGANON & CO COMMON STOCK 68622V106 BBG00ZQRGW42 694,400 40,000 PRN   DFND 4 40,000 0 0
ORGANON & CO COMMON STOCK 68622V106 BBG00ZQRGW42 266,493 15,351 PRN   DFND 1 15,351 0 0
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ORMAT TECHNOLOGIES INC NOTE 2.500% 7/1 686688AB8   2,554,164 2,640,000 PRN   DFND 3 2,640,000 0 0
OSHKOSH CORP COM 688239201 BBG001S6SX46 1,256,050 13,162 PRN   DFND 1 13,162 0 0
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OUSTER INC COM NEW 68989M202 BBG00XRTSTS0 295,591 58,649 PRN   DFND 1 58,649 0 0
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PACCAR INC COM 693718108 BBG001S5V1S8 15,718,158 184,876 PRN   DFND 4 184,876 0 0
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PACIRA BIOSCIENCES INC COM 695127100 BBG001S77N12 2,373,497 77,363 PRN   DFND 4 77,363 0 0
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PACKAGING CORP AMER COM 695156109 BBG001S5V741 1,508,629 9,825 PRN   DFND 1 9,825 0 0
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PALANTIR TECHNOLOGIES INC CL A 69608A108 BBG001T53796 222,272 13,892 PRN   DFND 1 13,892 0 0
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PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   42,615,536 18,067,000 PRN   DFND 3 18,067,000 0 0
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PAR PAC HOLDINGS INC COM NEW 69888T207 BBG003C5DLS7 351,421 9,778 PRN   DFND 1 9,778 0 0
PAR PAC HOLDINGS INC COM NEW 69888T207 BBG003C5DLS7 22,714 632 PRN   DFND 4 632 0 0
PARAMOUNT GLOBAL CLASS B COM 92556H206 BBG001S6L063 47,686,463 3,696,625 PRN   DFND 1 3,696,625 0 0
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PATHWARD FINANCIAL INC COM 59100U108 BBG001S7G4Q7 43,048 934 PRN   DFND 1 934 0 0
PATHWARD FINANCIAL INC COM 59100U108 BBG001S7G4Q7 7,247,606 157,249 PRN   DFND 4 157,249 0 0
PATRIA INVESTMENTS LIMITED COM CL A G69451105 BBG00YQ7XKN5 158,135 10,846 PRN   DFND 1 10,846 0 0
PATRICK INDS INC COM 703343103 BBG001S5V0V6 156,275 2,082 PRN   DFND 1 2,082 0 0
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PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 6,408 463 PRN   DFND 3 463 0 0
PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 5,586,267 403,632 PRN   DFND 1 403,632 0 0
PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 41,520 3,000 PRN   DFND 4 3,000 0 0
PAYCHEX INC COM 704326107 BBG001S5V135 449,902 3,901 PRN   DFND 4 3,901 0 0
PAYCHEX INC COM 704326107 BBG001S5V135 6,082,389 52,739 PRN   DFND 1 52,739 0 0
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PAYCOM SOFTWARE INC COM 70432V102 BBG0064N1009 142,599 550 PRN   DFND 3 550 0 0
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PAYLOCITY HLDG CORP COM 70438V106 BBG006598YZ0 16,102,799 88,623 PRN   DFND 1 88,623 0 0
PAYPAL HLDGS INC COM 70450Y103 BBG0077VNXW5 121,039,325 2,070,464 PRN   DFND 4 2,070,464 0 0
PAYPAL HLDGS INC COM 70450Y103 BBG0077VNXW5 10,789,553 184,563 PRN   DFND 1 184,563 0 0
PBF ENERGY INC CL A 69318G106 BBG002832HM6 2,245,423 41,947 PRN   DFND 3 41,947 0 0
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PBF ENERGY INC CL A 69318G106 BBG002832HM6 8,355,498 156,090 PRN   DFND 1 156,090 0 0
PBF ENERGY INC CL A 69318G106 BBG002832HM6 2,182,365 40,769 PRN   DFND 4 40,769 0 0
PDD HOLDINGS INC SPONSORED ADS 722304102 BBG00LBLDFH8 37,883,068 386,286 PRN   DFND 4 386,286 0 0
PDF SOLUTIONS INC COM 693282105 BBG001SFSR85 25,855 798 PRN   DFND 1 798 0 0
PDF SOLUTIONS INC COM 693282105 BBG001SFSR85 2,015,928 62,220 PRN   DFND 4 62,220 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   4,277,393 5,150,000 PRN   DFND 3 5,150,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 BBG00JG0FG08 148,566 29,419 PRN   DFND 3 29,419 0 0
PEMBINA PIPELINE CORP COM 706327103 BBG001SB0CJ5 23,417 779 PRN   DFND 1 779 0 0
PEMBINA PIPELINE CORP COM 706327103 BBG001SB0CJ5 12,560,112 415,800 PRN   DFND 4 415,800 0 0
PENN ENTERTAINMENT INC COM 707569109 BBG001S80PY6 21,457,653 934,974 PRN   DFND 1 934,974 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 4,717,678 70,836 PRN   DFND 1 70,836 0 0
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PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 5,674,054 85,196 PRN   DFND 4 85,196 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 BBG001S96493 249,755 1,495 PRN   DFND 1 1,495 0 0
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PERION NETWORK LTD SHS NEW M78673114 BBG001SJ0148 33,877 1,106 PRN   DFND 3 1,106 0 0
PERION NETWORK LTD SHS NEW M78673114 BBG001SJ0148 1,537,718 50,203 PRN   DFND 4 50,203 0 0
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PERRIGO CO PLC SHS G97822103 BBG001S704D8 8,141,531 254,821 PRN   DFND 1 254,821 0 0
PERSONALIS INC COM 71535D106 BBG0027NWBS7 128,790 106,438 PRN   DFND 4 106,438 0 0
PETCO HEALTH & WELLNESS CO I COM 71601V105 BBG00YFGTWH3 1,535,746 375,488 PRN   DFND 4 375,488 0 0
PETIQ INC COM CL A 71639T106 BBG00H1CY3S0 1,682,085 85,385 PRN   DFND 2 85,385 0 0
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SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 133,627 2,434 PRN   DFND 3 2,434 0 0
SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 5,117,943 93,223 PRN   DFND 1 93,223 0 0
SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 808,018 14,718 PRN   DFND 2 14,718 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 1,744,998 16,534 PRN   DFND 1 16,534 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 791,550 7,500 PRN   DFND 4 7,500 0 0
SCIPLAY CORPORATION CL A 809087109 BBG00NTKBZP6 17,008,461 746,968 PRN   DFND 2 746,968 0 0
SCIPLAY CORPORATION CL A 809087109 BBG00NTKBZP6 5,501,278 241,602 PRN   DFND 3 241,602 0 0
SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 18,145,949 335,291 PRN   DFND 1 335,291 0 0
SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 119,064 2,200 PRN   DFND 4 2,200 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 1,011,688 19,576 PRN   DFND 1 19,576 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 27,804 538 PRN   DFND 3 538 0 0
SCYNEXIS INC COM NEW 811292200 BBG002133YY2 195,811 85,882 PRN   DFND 4 85,882 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   3,191,306 3,330,000 PRN   DFND 3 3,330,000 0 0
SEADRILL 2021 LTD COM G7997W102 BBG015K887C0 1,456,571 32,520 PRN   DFND 1 32,520 0 0
SEADRILL 2021 LTD COM G7997W102 BBG015K887C0 658,413 14,700 PRN   DFND 4 14,700 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 BBG0113JGQG9 1,624,217 24,628 PRN   DFND 4 24,628 0 0
SEAGEN INC COM 81181C104 BBG001S9M4Q6 12,206,262 57,536 PRN   DFND 3 57,536 0 0
SEAGEN INC COM 81181C104 BBG001S9M4Q6 38,222,641 180,168 PRN   DFND 2 180,168 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 587,307 17,873 PRN   DFND 2 17,873 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 46,431 1,413 PRN   DFND 3 1,413 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 16,331 497 PRN   DFND 1 497 0 0
SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 200,446 6,100 PRN   DFND 4 6,100 0 0
SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 783,706 16,945 PRN   DFND 1 16,945 0 0
SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 5,522,250 119,400 PRN   DFND 4 119,400 0 0
SEER INC COM CL A 81578P106 BBG00HPLTRS7 522,106 236,247 PRN   DFND 4 236,247 0 0
SEI INVTS CO COM 784117103 BBG001S5VZJ3 5,773,106 95,851 PRN   DFND 1 95,851 0 0
SEI INVTS CO COM 784117103 BBG001S5VZJ3 6,254,283 103,840 PRN   DFND 4 103,840 0 0
SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 138,303 5,473 PRN   DFND 3 5,473 0 0
SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 40,735 1,612 PRN   DFND 4 1,612 0 0
SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 47,078 1,863 PRN   DFND 1 1,863 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 BBG00L5F9FV7 5,022,662 76,600 PRN   DFND 4 76,600 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 5,992,857 66,300 PRN   DFND 4 66,300 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 2,849,303 85,900 PRN   DFND 4 85,900 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 1,134,414 34,200 PRN Call DFND 1 34,200 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 1,134,414 34,200 PRN Put DFND 1 34,200 0 0
SELECT SECTOR SPDR TR INDL 81369Y704 BBG001S7T232 2,108,704 20,800 PRN Call DFND 1 20,800 0 0
SELECT SECTOR SPDR TR INDL 81369Y704 BBG001S7T232 1,956,634 19,300 PRN Put DFND 1 19,300 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 BBG001S7T1Q9 595,626 3,700 PRN Call DFND 1 3,700 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 BBG001S7T1Q9 611,724 3,800 PRN Put DFND 1 3,800 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 BBG001S7T107 2,525,327 36,700 PRN Call DFND 1 36,700 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 BBG001S7T107 2,387,707 34,700 PRN Put DFND 1 34,700 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 14,122,778 109,700 PRN   DFND 4 109,700 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 489,212 3,800 PRN Call DFND 1 3,800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 489,212 3,800 PRN Put DFND 1 3,800 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 BBG001S7TD56 2,404,344 40,800 PRN Call DFND 1 40,800 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 BBG001S7TD56 2,103,801 35,700 PRN Put DFND 1 35,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 117,825 1,500 PRN Call DFND 1 1,500 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 141,390 1,800 PRN Put DFND 1 1,800 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 1,770,444 10,800 PRN   DFND 4 10,800 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 114,751 700 PRN Call DFND 1 700 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 114,751 700 PRN Put DFND 1 700 0 0
SELECT WATER SOLUTIONS INC CL A COM 81617J301 BBG00G4Y2F27 229,358 28,850 PRN   DFND 1 28,850 0 0
SELECTIVE INS GROUP INC COM 816300107 BBG001S5W2R6 3,793,355 36,768 PRN   DFND 1 36,768 0 0
SEMLER SCIENTIFIC INC COM 81684M104 BBG005LBVC90 582,926 22,977 PRN   DFND 4 22,977 0 0
SEMPRA COM 816851109 BBG001SBVZ73 109,188 1,605 PRN   DFND 1 1,605 0 0
SEMPRA COM 816851109 BBG001SBVZ73 753,500 11,076 PRN   DFND 4 11,076 0 0
SEMRUSH HLDGS INC CL A COM 81686C104 BBG00Z6S6285 169,592 19,952 PRN   DFND 4 19,952 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 BBG00JPGYWV3 1,244,127 32,896 PRN   DFND 4 32,896 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 BBG00JPGYWV3 1,380,090 36,491 PRN   DFND 1 36,491 0 0
SENSEONICS HLDGS INC COM 81727U105 BBG00BR4Q8C8 273,826 453,430 PRN   DFND 1 453,430 0 0
SENTINELONE INC CL A 81730H109 BBG00B6F2F27 333,828 19,800 PRN   DFND 4 19,800 0 0
SENTINELONE INC CL A 81730H109 BBG00B6F2F27 15,848 940 PRN   DFND 1 940 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 79,014,027 141,359 PRN   DFND 4 141,359 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 1,243,686 2,225 PRN   DFND 2 2,225 0 0
SERVICENOW INC COM 81762P102 BBG001T4JFC0 15,451,890 27,644 PRN   DFND 1 27,644 0 0
SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 21,919,276 377,463 PRN   DFND 1 377,463 0 0
SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 176,533 3,040 PRN   DFND 3 3,040 0 0
SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 6,755,509 26,487 PRN   DFND 2 26,487 0 0
SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 98,959 388 PRN   DFND 1 388 0 0
SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 95,281,069 373,578 PRN   DFND 4 373,578 0 0
SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1   668,850 780,000 PRN   DFND 2 780,000 0 0
SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1   4,238,969 4,958,000 PRN   DFND 3 4,958,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   5,961,694 6,022,000 PRN   DFND 3 6,022,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   1,625,715 1,638,000 PRN   DFND 2 1,638,000 0 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 BBG00YQ82328 938,689 51,435 PRN   DFND 1 51,435 0 0
SHOCKWAVE MED INC COM 82489T104 BBG005XVXMM4 6,045,472 30,364 PRN   DFND 1 30,364 0 0
SHOPIFY INC CL A 82509L107 BBG004DW5NC7 19,860,642 363,948 PRN   DFND 4 363,948 0 0
SHOPIFY INC CL A 82509L107 BBG004DW5NC7 21,692,994 397,526 PRN   DFND 1 397,526 0 0
SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 21,574 567 PRN   DFND 3 567 0 0
SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 21,375,501 561,774 PRN   DFND 4 561,774 0 0
SIGA TECHNOLOGIES INC COM 826917106 BBG001S80PZ5 190,003 36,191 PRN   DFND 4 36,191 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 1,375,601 26,841 PRN   DFND 2 26,841 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 423,120 8,256 PRN   DFND 3 8,256 0 0
SILVERBOW RES INC COM 82836G102 BBG00CTNNZ35 2,457,220 68,695 PRN   DFND 3 68,695 0 0
SILVERCORP METALS INC COM 82835P103 BBG001S6YR97 3,101,145 1,319,636 PRN   DFND 4 1,319,636 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 BBG001S5W0T8 624,433 36,818 PRN   DFND 1 36,818 0 0
SIMON PPTY GROUP INC NEW COM 828806109 BBG001S77WM9 1,073,062 9,933 PRN   DFND 4 9,933 0 0
SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 144,984 4,200 PRN   DFND 4 4,200 0 0
SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 3,079,253 89,202 PRN   DFND 1 89,202 0 0
SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 217,683 6,306 PRN   DFND 3 6,306 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 28,164 188 PRN   DFND 3 188 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 83,594 558 PRN   DFND 4 558 0 0
SIMPSON MFG INC COM 829073105 BBG001SB9QN0 8,543,514 57,029 PRN   DFND 1 57,029 0 0
SIMULATIONS PLUS INC COM 829214105 BBG001S9TQV4 704,730 16,900 PRN   DFND 4 16,900 0 0
SIRIUSPOINT LTD COM G8192H106 BBG004V14D01 136,136 13,386 PRN   DFND 4 13,386 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 BBG009T22D67 3,641,176 22,277 PRN   DFND 1 22,277 0 0
SITIME CORP COM 82982T106 BBG00QNSY276 50,042 438 PRN   DFND 3 438 0 0
SITIME CORP COM 82982T106 BBG00QNSY276 1,575,393 13,789 PRN   DFND 1 13,789 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 435,640 18,530 PRN   DFND 3 18,530 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 20,648,598 878,290 PRN   DFND 1 878,290 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 1,738,447 73,945 PRN   DFND 4 73,945 0 0
SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 60,281,582 1,231,493 PRN   DFND 1 1,231,493 0 0
SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 24,475 500 PRN   DFND 4 500 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119   1,005 90,564 PRN   DFND 2 90,564 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119   35 3,140 PRN   DFND 3 3,140 0 0
SKILLZ INC COM CL A 83067L208 BBG00RQ732C5 281,296 55,156 PRN   DFND 1 55,156 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 9,846,014 154,520 PRN   DFND 1 154,520 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 964,912 15,143 PRN   DFND 4 15,143 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 2,162,966 21,939 PRN   DFND 4 21,939 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 13,901 141 PRN   DFND 3 141 0 0
SLM CORP COM 78442P106 BBG001S5W4T0 82,129 6,030 PRN   DFND 3 6,030 0 0
SLM CORP COM 78442P106 BBG001S5W4T0 16,751,633 1,229,929 PRN   DFND 4 1,229,929 0 0
SLM CORP COM 78442P106 BBG001S5W4T0 14,028,396 1,029,985 PRN   DFND 1 1,029,985 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 60,704 1,531 PRN   DFND 4 1,531 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 382,067 9,636 PRN   DFND 3 9,636 0 0
SM ENERGY CO COM 78454L100 BBG001S6W0J7 2,027,780 51,142 PRN   DFND 1 51,142 0 0
SMART SAND INC COM 83191H107 BBG004P1F665 593,502 255,820 PRN   DFND 4 255,820 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 18,334,651 453,155 PRN   DFND 1 453,155 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 647,400 16,001 PRN   DFND 4 16,001 0 0
SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 75,539 1,867 PRN   DFND 3 1,867 0 0
SMITH & WESSON BRANDS INC COM 831754106 BBG001S6MNG1 145,457 11,267 PRN   DFND 4 11,267 0 0
SMITH A O CORP COM 831865209 BBG001S5NRY3 101,774 1,539 PRN   DFND 3 1,539 0 0
SMITH A O CORP COM 831865209 BBG001S5NRY3 371,584 5,619 PRN   DFND 4 5,619 0 0
SMITH A O CORP COM 831865209 BBG001S5NRY3 16,312,948 246,680 PRN   DFND 1 246,680 0 0
SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 1,175,143 9,561 PRN   DFND 1 9,561 0 0
SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 11,301,820 91,952 PRN   DFND 4 91,952 0 0
SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 175,638 1,429 PRN   DFND 3 1,429 0 0
SNAP INC CL A 83304A106 BBG00441QMK5 6,077 682 PRN   DFND 4 682 0 0
SNAP INC CL A 83304A106 BBG00441QMK5 37,764,884 4,238,483 PRN   DFND 1 4,238,483 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   24,741,305 35,599,000 PRN   DFND 3 35,599,000 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   16,926,725 24,355,000 PRN   DFND 2 24,355,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2   137,046 156,000 PRN   DFND 3 156,000 0 0
SNAP ON INC COM 833034101 BBG001S5W688 6,331,609 24,824 PRN   DFND 1 24,824 0 0
SNAP ON INC COM 833034101 BBG001S5W688 5,357,535 21,005 PRN   DFND 3 21,005 0 0
SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 14,806,774 96,922 PRN   DFND 1 96,922 0 0
SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 1,172,051 7,672 PRN   DFND 4 7,672 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 12,692 98 PRN   DFND 1 98 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 3,915,087 30,230 PRN   DFND 4 30,230 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   3,702,232 4,050,000 PRN   DFND 3 4,050,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 BBG001S5VVK0 577,896 12,100 PRN   DFND 4 12,100 0 0
SONOCO PRODS CO COM 835495102 BBG001S7M9F1 5,435 100 PRN   DFND 4 100 0 0
SONOCO PRODS CO COM 835495102 BBG001S7M9F1 129,788 2,388 PRN   DFND 3 2,388 0 0
SONOCO PRODS CO COM 835495102 BBG001S7M9F1 3,134,038 57,664 PRN   DFND 1 57,664 0 0
SONOS INC COM 83570H108 BBG001SRR9R9 132,612 10,272 PRN   DFND 3 10,272 0 0
SOTERA HEALTH CO COM 83601L102 BBG008LZG101 101,130 6,751 PRN   DFND 1 6,751 0 0
SOTERA HEALTH CO COM 83601L102 BBG008LZG101 104,860 7,000 PRN   DFND 4 7,000 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 1,553 24 PRN   DFND 4 24 0 0
SOUTHERN CO COM 842587107 BBG001S5W777 793,402 12,259 PRN   DFND 2 12,259 0 0
SOUTHERN COPPER CORP COM 84265V105 BBG001S6ZM88 82,819 1,100 PRN   DFND 4 1,100 0 0
SOUTHERN COPPER CORP COM 84265V105 BBG001S6ZM88 526,428 6,992 PRN   DFND 1 6,992 0 0
SOUTHSTATE CORPORATION COM 840441109 BBG001S9J7Z3 13,472 200 PRN   DFND 4 200 0 0
SOUTHSTATE CORPORATION COM 840441109 BBG001S9J7Z3 428,208 6,357 PRN   DFND 1 6,357 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   10,704,220 10,700,000 PRN   DFND 3 10,700,000 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 BBG00FWP4JX3 2,137,547 35,384 PRN   DFND 1 35,384 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 BBG00FWP4JX3 56,906 942 PRN   DFND 4 942 0 0
SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 7,743,425 1,200,531 PRN   DFND 1 1,200,531 0 0
SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 15,679,976 2,431,004 PRN   DFND 3 2,431,004 0 0
SOVOS BRANDS INC COM 84612U107 BBG00FX43WV3 2,602,270 115,400 PRN Call DFND 3 115,400 0 0
SOVOS BRANDS INC COM 84612U107 BBG00FX43WV3 8,176,630 362,600 PRN Call DFND 2 362,600 0 0
SP PLUS CORP COM 78469C103 BBG001S7TNN4 916,507 25,388 PRN   DFND 4 25,388 0 0
SPARTANNASH CO COM 847215100 BBG001S7LC92 504,570 22,935 PRN   DFND 4 22,935 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 299,236 700 PRN Call DFND 1 700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 170,992 400 PRN Put DFND 1 400 0 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 BBG001SQS7X7 36,895,675 408,138 PRN   DFND 1 408,138 0 0
SPDR SER TR S&P BIOTECH 78464A870 BBG001SQDKG3 3,504,960 48,000 PRN Call DFND 1 48,000 0 0
SPDR SER TR S&P BIOTECH 78464A870 BBG001SQDKG3 3,504,960 48,000 PRN Put DFND 1 48,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 BBG001S63S71 20,960,505 267,524 PRN   DFND 1 267,524 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 13,250,104 90,599 PRN   DFND 3 90,599 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 58,500 400 PRN   DFND 4 400 0 0
SPLUNK INC COM 848637104 BBG001TWMNG3 41,661,068 284,862 PRN   DFND 2 284,862 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1   925,051 980,000 PRN   DFND 3 980,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6   8,452,862 7,886,000 PRN   DFND 3 7,886,000 0 0
SPOK HLDGS INC COM 84863T106 BBG001SF3J26 222,484 15,591 PRN   DFND 4 15,591 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 256,393 1,658 PRN   DFND 3 1,658 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 788,664 5,100 PRN   DFND 4 5,100 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 78,227,737 505,870 PRN   DFND 1 505,870 0 0
SPRINKLR INC CL A 85208T107 BBG0043NCD14 11,404 824 PRN   DFND 1 824 0 0
SPRINKLR INC CL A 85208T107 BBG0043NCD14 339,537 24,533 PRN   DFND 4 24,533 0 0
SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 565,602 13,215 PRN   DFND 3 13,215 0 0
SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 3,096,537 72,349 PRN   DFND 1 72,349 0 0
SPS COMM INC COM 78463M107 BBG001T65R07 5,631,665 33,009 PRN   DFND 1 33,009 0 0
SPS COMM INC COM 78463M107 BBG001T65R07 5,128,707 30,061 PRN   DFND 4 30,061 0 0
SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 734,592 25,357 PRN   DFND 1 25,357 0 0
SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 4,275,769 147,593 PRN   DFND 4 147,593 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 415,066 7,900 PRN   DFND 4 7,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 1,535,744 29,230 PRN   DFND 1 29,230 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 72,348 1,377 PRN   DFND 3 1,377 0 0
SSR MINING IN COM 784730103 BBG001S6JSX5 2,607,192 196,177 PRN   DFND 1 196,177 0 0
SSR MINING IN COM 784730103 BBG001S6JSX5 700,755 52,728 PRN   DFND 4 52,728 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 2,992,245 74,471 PRN   DFND 1 74,471 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 502,250 12,500 PRN   DFND 4 12,500 0 0
STANDARD MTR PRODS INC COM 853666105 BBG001S5W5Z0 151,794 4,515 PRN   DFND 1 4,515 0 0
STANDARD MTR PRODS INC COM 853666105 BBG001S5W5Z0 419,947 12,491 PRN   DFND 4 12,491 0 0
STANLEY BLACK & DECKER INC COM 854502101 BBG001S5WHT1 4,076,029 48,768 PRN   DFND 1 48,768 0 0
STANTEC INC COM 85472N109 BBG001S6JJQ3 12,091,801 185,500 PRN   DFND 4 185,500 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 7,971,586 413,464 PRN   DFND 1 413,464 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 10,469 543 PRN   DFND 3 543 0 0
STARBUCKS CORP COM 855244109 BBG001S72KH6 7,851,776 86,028 PRN   DFND 4 86,028 0 0
STARBUCKS CORP COM 855244109 BBG001S72KH6 84,028,364 920,657 PRN   DFND 1 920,657 0 0
STARBUCKS CORP COM 855244109 BBG001S72KH6 798,156 8,745 PRN   DFND 3 8,745 0 0
STATE STR CORP COM 857477103 BBG001S5RLD5 25,236,822 376,894 PRN   DFND 1 376,894 0 0
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STATE STR CORP COM 857477103 BBG001S5RLD5 51,760 773 PRN   DFND 3 773 0 0
STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 13,957,685 130,178 PRN   DFND 1 130,178 0 0
STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 11,471,146 106,987 PRN   DFND 4 106,987 0 0
STEELCASE INC CL A 858155203 BBG001S89FD2 54,733 4,900 PRN   DFND 4 4,900 0 0
STEELCASE INC CL A 858155203 BBG001S89FD2 77,576 6,945 PRN   DFND 1 6,945 0 0
STERICYCLE INC COM 858912108 BBG001S7P0T2 3,330,895 74,500 PRN   DFND 1 74,500 0 0
STERIS PLC SHS USD G8473T100 BBG00MRHG532 22,381 102 PRN   DFND 4 102 0 0
STERIS PLC SHS USD G8473T100 BBG00MRHG532 299,069 1,363 PRN   DFND 1 1,363 0 0
STERIS PLC SHS USD G8473T100 BBG00MRHG532 45,201 206 PRN   DFND 3 206 0 0
STEWART INFORMATION SVCS COR COM 860372101 BBG001S7KRL6 96,097 2,194 PRN   DFND 3 2,194 0 0
STEWART INFORMATION SVCS COR COM 860372101 BBG001S7KRL6 122,202 2,790 PRN   DFND 1 2,790 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 143,831 2,341 PRN   DFND 3 2,341 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 3,853,332 62,717 PRN   DFND 1 62,717 0 0
STIFEL FINL CORP COM 860630102 BBG001S5W081 18,432 300 PRN   DFND 4 300 0 0
STITCH FIX INC COM CL A 860897107 BBG0046L1KM8 2,180,034 631,894 PRN   DFND 4 631,894 0 0
STOKE THERAPEUTICS INC COM 86150R107 BBG00JPCBPH8 447,348 113,540 PRN   DFND 4 113,540 0 0
STONECO LTD COM CL A G85158106 BBG00M4ZQF98 6,070,462 568,928 PRN   DFND 1 568,928 0 0
STONECO LTD COM CL A G85158106 BBG00M4ZQF98 30,943 2,900 PRN   DFND 4 2,900 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   14,210,873 13,486,000 PRN   DFND 2 13,486,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6   16,148,719 15,325,000 PRN   DFND 3 15,325,000 0 0
STRYKER CORPORATION COM 863667101 BBG001S8FR03 414,004 1,515 PRN   DFND 1 1,515 0 0
STRYKER CORPORATION COM 863667101 BBG001S8FR03 980,493 3,588 PRN   DFND 2 3,588 0 0
STRYKER CORPORATION COM 863667101 BBG001S8FR03 3,553 13 PRN   DFND 4 13 0 0
SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 21,798 700 PRN   DFND 4 700 0 0
SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 124,467 3,997 PRN   DFND 3 3,997 0 0
SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 1,360,071 43,676 PRN   DFND 1 43,676 0 0
SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 43,941,225 896,462 PRN   DFND 4 896,462 0 0
SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 4,414,204 90,455 PRN   DFND 1 90,455 0 0
SUNCOKE ENERGY INC COM 86722A103 BBG001T90D25 319,167 31,445 PRN   DFND 4 31,445 0 0
SUNCOR ENERGY INC NEW COM 867224107 BBG001S5YSF0 7,750,352 225,432 PRN   DFND 1 225,432 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1   3,399,549 5,230,000 PRN   DFND 3 5,230,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7   1,546,353 2,425,000 PRN   DFND 3 2,425,000 0 0
SUPER MICRO COMPUTER INC COM 86800U104 BBG001SQGH95 7,286,574 26,572 PRN   DFND 1 26,572 0 0
SUPER MICRO COMPUTER INC COM 86800U104 BBG001SQGH95 2,871,632 10,472 PRN   DFND 4 10,472 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 BBG001SFKFF1 312,065 11,319 PRN   DFND 4 11,319 0 0
SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 257,459 8,802 PRN   DFND 1 8,802 0 0
SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 9,506 325 PRN   DFND 4 325 0 0
SURMODICS INC COM 868873100 BBG001SBL623 253,607 7,903 PRN   DFND 4 7,903 0 0
SUTRO BIOPHARMA INC COM 869367102 BBG001T94MP6 353,284 101,811 PRN   DFND 4 101,811 0 0
SYNAPTICS INC COM 87157D109 BBG001SCDXM9 696,559 7,788 PRN   DFND 1 7,788 0 0
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SYNOPSYS INC COM 871607107 BBG001S5VTR8 370,389 807 PRN   DFND 1 807 0 0
SYNOPSYS INC COM 871607107 BBG001S5VTR8 702,683 1,531 PRN   DFND 2 1,531 0 0
SYNOPSYS INC COM 871607107 BBG001S5VTR8 171,709,856 374,120 PRN   DFND 4 374,120 0 0
SYSCO CORP COM 871829107 BBG001S5WJS8 86,063 1,303 PRN   DFND 3 1,303 0 0
SYSCO CORP COM 871829107 BBG001S5WJS8 1,610,893 24,389 PRN   DFND 4 24,389 0 0
SYSCO CORP COM 871829107 BBG001S5WJS8 84,214 1,275 PRN   DFND 1 1,275 0 0
TABOOLA.COM LTD ORD SHS M8744T106 BBG011MN6XF6 57,028 15,047 PRN   DFND 4 15,047 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 BBG001THH5G1 195,337 13,903 PRN   DFND 4 13,903 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 BBG001S5WWW4 416,498,317 4,792,846 PRN   DFND 4 4,792,846 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 BBG001S9TN41 2,426,080 17,281 PRN   DFND 4 17,281 0 0
TALARIS THERAPEUTICS INC COM 87410C104 BBG00NX995T1 141,464 50,343 PRN   DFND 4 50,343 0 0
TAPESTRY INC COM 876030107 BBG001SFH7D5 201,250 7,000 PRN   DFND 4 7,000 0 0
TAPESTRY INC COM 876030107 BBG001SFH7D5 2,060,283 71,662 PRN   DFND 1 71,662 0 0
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TARGET CORP COM 87612E106 BBG001SC0K41 391,971 3,545 PRN   DFND 1 3,545 0 0
TARGET CORP COM 87612E106 BBG001SC0K41 48,651 440 PRN   DFND 4 440 0 0
TARGET CORP COM 87612E106 BBG001SC0K41 2,535,149 22,928 PRN   DFND 2 22,928 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 20,240,474 475,017 PRN   DFND 4 475,017 0 0
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TC ENERGY CORP COM 87807B107 BBG001S5WW27 1,217,047 35,369 PRN   DFND 1 35,369 0 0
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TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 33,201,348 1,632,318 PRN   DFND 1 1,632,318 0 0
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TECK RESOURCES LTD CL B 878742204 BBG001S60LH8 532,205 12,351 PRN   DFND 4 12,351 0 0
TEEKAY CORPORATION COM Y8564W103 BBG001S8K4Q0 3,403,434 551,610 PRN   DFND 4 551,610 0 0
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TEGNA INC COM 87901J105 BBG001S5RHD4 412,841 28,335 PRN   DFND 4 28,335 0 0
TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 11,834,115 636,585 PRN   DFND 4 636,585 0 0
TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 39,578 2,129 PRN   DFND 3 2,129 0 0
TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 11,215,886 603,329 PRN   DFND 1 603,329 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 4,493,563 10,998 PRN   DFND 1 10,998 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 22,880 56 PRN   DFND 3 56 0 0
TELLURIAN INC NEW COM 87968A104 BBG001S5TB09 23,207 20,006 PRN   DFND 3 20,006 0 0
TELUS CORPORATION COM 87971M103 BBG001S60K53 214,910 13,100 PRN   DFND 4 13,100 0 0
TELUS CORPORATION COM 87971M103 BBG001S60K53 13,125,448 803,271 PRN   DFND 1 803,271 0 0
TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 292,892 6,758 PRN   DFND 3 6,758 0 0
TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 102,109 2,356 PRN   DFND 1 2,356 0 0
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TENAYA THERAPEUTICS INC COM 87990A106 BBG00FPMK2T2 104,950 41,157 PRN   DFND 4 41,157 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 52,712 800 PRN   DFND 4 800 0 0
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TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 13,233,941 200,849 PRN   DFND 1 200,849 0 0
TENNANT CO COM 880345103 BBG001SCHFK6 1,054,561 14,222 PRN   DFND 4 14,222 0 0
TENNANT CO COM 880345103 BBG001SCHFK6 44,712 603 PRN   DFND 1 603 0 0
TERADATA CORP DEL COM 88076W103 BBG001SPRJ28 15,762,628 350,125 PRN   DFND 4 350,125 0 0
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TERADYNE INC COM 880770102 BBG001S5WMZ3 14,497,081 144,307 PRN   DFND 1 144,307 0 0
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TERADYNE INC COM 880770102 BBG001S5WMZ3 27,133,342 270,091 PRN   DFND 4 270,091 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 3,138,273 54,465 PRN   DFND 3 54,465 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 337,480 5,857 PRN   DFND 4 5,857 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 605,010 10,500 PRN   DFND 2 10,500 0 0
TEREX CORP NEW COM 880779103 BBG001S6PZQ0 4,602,052 79,869 PRN   DFND 1 79,869 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 6,636,835 26,524 PRN   DFND 2 26,524 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 1,158,018 4,628 PRN   DFND 1 4,628 0 0
TESLA INC COM 88160R101 BBG001SQKGD7 128,399,392 513,146 PRN   DFND 4 513,146 0 0
TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 44,849 295 PRN   DFND 3 295 0 0
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THE AARONS COMPANY INC COM 00258W108 BBG00WCNDDH4 454,189 43,380 PRN   DFND 4 43,380 0 0
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THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118   8,799 85,847 PRN   DFND 2 85,847 0 0
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TOAST INC CL A 888787108 BBG00BTJVKB1 15,839,792 845,691 PRN   DFND 1 845,691 0 0
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TRANE TECHNOLOGIES PLC SHS G8994E103 BBG001S5SBV6 209,218,269 1,031,089 PRN   DFND 4 1,031,089 0 0
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VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 141,191 699 PRN   DFND 1 699 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 6,043,137 29,918 PRN   DFND 4 29,918 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 33,862,072 147,220 PRN   DFND 1 147,220 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 1,050,686 4,568 PRN   DFND 2 4,568 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 4,115,339 17,892 PRN   DFND 3 17,892 0 0
VISA INC COM CL A 92826C839 BBG001SRCFY3 39,034,077 169,706 PRN   DFND 4 169,706 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 BBG001S5XB04 1,240,672 50,189 PRN   DFND 1 50,189 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3   3,015,329 3,007,000 PRN   DFND 3 3,007,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 BBG001T5X9F2 410,683 12,230 PRN   DFND 4 12,230 0 0
VISTEON CORP COM NEW 92839U206 BBG001TCM086 4,763,415 34,500 PRN   DFND 1 34,500 0 0
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VISTRA CORP COM 92840M102 BBG00DXDL6R0 14,529,522 437,900 PRN   DFND 4 437,900 0 0
VISTRA CORP COM 92840M102 BBG00DXDL6R0 21,208,888 639,207 PRN   DFND 1 639,207 0 0
VITA COCO CO INC COM 92846Q107 BBG012QFVTF8 6,343,214 243,595 PRN   DFND 4 243,595 0 0
VITAL ENERGY INC COM 516806205 BBG001T24DQ0 288,129 5,199 PRN   DFND 1 5,199 0 0
VITAL ENERGY INC COM 516806205 BBG001T24DQ0 6,147,519 110,926 PRN   DFND 3 110,926 0 0
VITAL FARMS INC COM 92847W103 BBG006XWWBM5 220,425 19,035 PRN   DFND 4 19,035 0 0
VIVID SEATS INC COM CL A 92854T100 BBG012C73S82 1,563,231 243,494 PRN   DFND 4 243,494 0 0
VMWARE INC CL A COM 928563402 BBG001S6TFZ0 99,888 600 PRN   DFND 4 600 0 0
VMWARE INC CL A COM 928563402 BBG001S6TFZ0 23,115,582 138,849 PRN   DFND 3 138,849 0 0
VMWARE INC CL A COM 928563402 BBG001S6TFZ0 74,889,197 449,839 PRN   DFND 2 449,839 0 0
VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 3,784,608 122,400 PRN   DFND 1 122,400 0 0
VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 7,419,841 239,969 PRN   DFND 4 239,969 0 0
VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 7,091,212 106,715 PRN   DFND 1 106,715 0 0
VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 79,740 1,200 PRN   DFND 4 1,200 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 BBG005ZSY242 158,627 20,468 PRN   DFND 4 20,468 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 3,492,320 17,287 PRN   DFND 3 17,287 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 11,018,171 54,540 PRN   DFND 1 54,540 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 534,747 2,647 PRN   DFND 2 2,647 0 0
VULCAN MATLS CO COM 929160109 BBG001S5X8R2 7,668,073 37,957 PRN   DFND 4 37,957 0 0
W & T OFFSHORE INC COM 92922P106 BBG001SLLWL3 651,744 148,800 PRN   DFND 4 148,800 0 0
WABASH NATL CORP COM 929566107 BBG001S6W2K1 3,532,721 167,269 PRN   DFND 4 167,269 0 0
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WABASH NATL CORP COM 929566107 BBG001S6W2K1 66,993 3,172 PRN   DFND 1 3,172 0 0
WABTEC COM 929740108 BBG001S5XBT3 9,930,188 93,443 PRN   DFND 1 93,443 0 0
WABTEC COM 929740108 BBG001S5XBT3 50,414,275 474,398 PRN   DFND 4 474,398 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 47,361,325 2,129,556 PRN   DFND 4 2,129,556 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 424,428 19,084 PRN   DFND 3 19,084 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 173,205 7,788 PRN   DFND 1 7,788 0 0
WALMART INC COM 931142103 BBG001S5XH92 857,385 5,361 PRN   DFND 1 5,361 0 0
WALMART INC COM 931142103 BBG001S5XH92 2,347,772 14,680 PRN   DFND 2 14,680 0 0
WALMART INC COM 931142103 BBG001S5XH92 9,668,888 60,457 PRN   DFND 4 60,457 0 0
WARBY PARKER INC CL A COM 93403J106 BBG005DWN8L7 2,958,723 224,827 PRN   DFND 4 224,827 0 0
WARBY PARKER INC CL A COM 93403J106 BBG005DWN8L7 126,007 9,575 PRN   DFND 3 9,575 0 0
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WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 2,443,156 16,027 PRN   DFND 3 16,027 0 0
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WATERS CORP COM 941848103 BBG001S8MDG9 14,232,047 51,902 PRN   DFND 4 51,902 0 0
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WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 2,226,613 12,884 PRN   DFND 1 12,884 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 55,475 321 PRN   DFND 3 321 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 272,019 1,574 PRN   DFND 4 1,574 0 0
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WEATHERFORD INTL PLC ORD SHS G48833118 BBG00R4SQJS4 3,391,711 37,548 PRN   DFND 4 37,548 0 0
WEIBO CORP SPONSORED ADR 948596101 BBG0065XPGY8 8,616,798 687,145 PRN   DFND 4 687,145 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 15,177,692 371,456 PRN   DFND 1 371,456 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 3,105,401 76,001 PRN   DFND 3 76,001 0 0
WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 13,157 322 PRN   DFND 4 322 0 0
WENDYS CO COM 95058W100 BBG001S7HBX2 43,195,275 2,116,378 PRN   DFND 1 2,116,378 0 0
WENDYS CO COM 95058W100 BBG001S7HBX2 869,180 42,586 PRN   DFND 3 42,586 0 0
WENDYS CO COM 95058W100 BBG001S7HBX2 58,169 2,850 PRN   DFND 4 2,850 0 0
WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 375,322 9,636 PRN   DFND 4 9,636 0 0
WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 31,433 807 PRN   DFND 3 807 0 0
WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 1,950,032 50,065 PRN   DFND 1 50,065 0 0
WESCO INTL INC COM 95082P105 BBG001SCRP78 43,146 300 PRN   DFND 4 300 0 0
WESCO INTL INC COM 95082P105 BBG001SCRP78 3,457,001 24,037 PRN   DFND 3 24,037 0 0
WESCO INTL INC COM 95082P105 BBG001SCRP78 11,403,919 79,293 PRN   DFND 1 79,293 0 0
WEST FRASER TIMBER CO LTD COM 952845105 BBG001S60WD8 568,904 7,800 PRN   DFND 4 7,800 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 91,131,755 242,882 PRN   DFND 4 242,882 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 391,344 1,043 PRN   DFND 1 1,043 0 0
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WESTERN UN CO COM 959802109 BBG001SR0YK0 19,149,262 1,452,903 PRN   DFND 4 1,452,903 0 0
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WESTROCK CO COM 96145D105 BBG008NXC581 1,071,673 29,935 PRN   DFND 4 29,935 0 0
WESTROCK CO COM 96145D105 BBG008NXC581 3,658,975 102,206 PRN   DFND 3 102,206 0 0
WESTROCK CO COM 96145D105 BBG008NXC581 11,587,386 323,670 PRN   DFND 2 323,670 0 0
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WEX INC COM 96208T104 BBG001SCJLG6 522,702 2,779 PRN   DFND 1 2,779 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 BBG001S5XL11 43,142,391 1,407,123 PRN   DFND 4 1,407,123 0 0
WHEELS UP EXPERIENCE INC COM CL A 96328L205 BBG00XTV85M3 165,337 79,873 PRN   DFND 1 79,873 0 0
WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 3,082,186 23,053 PRN   DFND 3 23,053 0 0
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WILEY JOHN & SONS INC CL A 968223206 BBG001S8K9L4 311,931 8,392 PRN   DFND 4 8,392 0 0
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WILLIAMS COS INC COM 969457100 BBG001S5XH10 3,056,121 90,713 PRN   DFND 1 90,713 0 0
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WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 19,659,375 94,082 PRN   DFND 4 94,082 0 0
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WINGSTOP INC COM 974155103 BBG008N298X9 52,458,609 291,696 PRN   DFND 1 291,696 0 0
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WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6   9,373,140 8,304,000 PRN   DFND 2 8,304,000 0 0
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WISDOMTREE INC COM 97717P104 BBG001SD2W32 118,895 16,985 PRN   DFND 1 16,985 0 0
WIX COM LTD SHS M98068105 BBG004336Q89 6,780,807 73,865 PRN   DFND 1 73,865 0 0
WIX COM LTD SHS M98068105 BBG004336Q89 11,742,138 127,910 PRN   DFND 4 127,910 0 0
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XP INC CL A G98239109 BBG00QVJYHP4 18,104,046 785,425 PRN   DFND 1 785,425 0 0
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XPO INC COM 983793100 BBG001SJW3C0 3,039,483 40,711 PRN   DFND 2 40,711 0 0
XPONENTIAL FITNESS INC COM CL A 98422X101 BBG011M1TY49 329,437 21,254 PRN   DFND 4 21,254 0 0
XYLEM INC COM 98419M100 BBG001V05C73 164,000,831 1,801,613 PRN   DFND 4 1,801,613 0 0
XYLEM INC COM 98419M100 BBG001V05C73 5,680,818 62,406 PRN   DFND 1 62,406 0 0
YANDEX N V SHS CLASS A N97284108 BBG001TBY593 0 80,830 PRN   DFND 1 80,830 0 0
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YEXT INC COM 98585N106 BBG001V12329 21,731 3,433 PRN   DFND 1 3,433 0 0
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YUM BRANDS INC COM 988498101 BBG001S7JQ30 73,026,555 584,493 PRN   DFND 1 584,493 0 0
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ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 4,183,033 17,685 PRN   DFND 3 17,685 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 2,832,683 11,976 PRN   DFND 1 11,976 0 0
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ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1   2,443,109 2,100,000 PRN   DFND 3 2,100,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   4,845,528 4,071,000 PRN   DFND 3 4,071,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   1,277,455 1,069,000 PRN   DFND 2 1,069,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4   4,838,552 4,700,000 PRN   DFND 3 4,700,000 0 0
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ZIM INTEGRATED SHIPPING SERV SHS M9T951109 BBG00YQ7XRV1 2,075,861 198,647 PRN   DFND 4 198,647 0 0
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ZIMVIE INC COM 98888T107 BBG014630596 143,088 15,206 PRN   DFND 4 15,206 0 0
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ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 4,795,101 399,925 PRN   DFND 4 399,925 0 0
ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 135,739 11,321 PRN   DFND 3 11,321 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 2,672,159 15,359 PRN   DFND 3 15,359 0 0
ZOETIS INC CL A 98978V103 BBG0039320P7 900,694 5,177 PRN   DFND 2 5,177 0 0
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ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 4,299,562 61,475 PRN   DFND 4 61,475 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 93,365 5,693 PRN   DFND 3 5,693 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 3,364,739 205,167 PRN   DFND 4 205,167 0 0
ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 10,272,681 626,383 PRN   DFND 1 626,383 0 0
ZSCALER INC COM 98980G102 BBG003338H61 1,511,712 9,716 PRN   DFND 4 9,716 0 0
ZSCALER INC COM 98980G102 BBG003338H61 213,314 1,371 PRN   DFND 3 1,371 0 0
ZSCALER INC COM 98980G102 BBG003338H61 21,886,223 140,666 PRN   DFND 1 140,666 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   5,683,763 4,705,000 PRN   DFND 3 4,705,000 0 0
ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1   5,195,416 5,350,000 PRN   DFND 3 5,350,000 0 0
ZUORA INC COM CL A 98983V106 BBG001SS0FH3 103,346 12,542 PRN   DFND 4 12,542 0 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 28,020 1,000 PRN   DFND 4 1,000 0 0
ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 2,428,409 86,667 PRN   DFND 1 86,667 0 0
ZYMEWORKS INC COM 98985Y108 BBG019XSYC98 158,963 25,073 PRN   DFND 4 25,073 0 0