# EDGAR Filing Document

**Accession Number:** 0001140022
**File Stem:** 0001140022-23-000002
**Filing Date:** 2023-2
**Character Count:** 101594
**Document Hash:** afe82ea8ae82ec2a765a670632d9f7c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001140022-23-000002.hdr.sgml**: 20230209

**ACCESSION NUMBER**: 0001140022-23-000002

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230209

**DATE AS OF CHANGE**: 20230209

**EFFECTIVENESS DATE**: 20230209

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AVIVA PLC
- **CENTRAL INDEX KEY:** 0001140022
- **STANDARD INDUSTRIAL CLASSIFICATION:** LIFE INSURANCE [6311]
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** X0

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-06609
- **FILM NUMBER:** 23602344

**BUSINESS ADDRESS:**
- **STREET 1:** ST HELENS 1 UNDERSHAFT
- **STREET 2:** 1 UNDERSHAFT
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** EC3P 3DQ
- **BUSINESS PHONE:** 01100441603622200

**MAIL ADDRESS:**
- **STREET 1:** ST HELENS
- **STREET 2:** 1 UNDERSHAFT
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** EC3P 3DQ

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CGNU PLC
- **DATE OF NAME CHANGE:** 20010504

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** AVIVA PLC<br>**Address:** ST HELENS<br>1 UNDERSHAFT<br>LONDON, X0 EC3P 3DQ

**Form 13F File Number:** 028-06609

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** NEIL WHITTAKER<br>**Title:** HEAD OF GLOBAL REPORTING UNIT<br>**Phone:** 00442075282115

**Signature, Place, and Date of Signing:**

NEIL WHITTAKER  LONDON, X0  02-09-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 2

**Form 13F Information Table Entry Total:** 1017

**Form 13F Information Table Value Total:** $20333232

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                                | Form 13F File Number   |
|:---|:---|:---|
|  | AVIVA INVESTORS GLOBAL SERVICES LTD | 028-06503              |
|  | Aviva Investors Asia PTE Ltd        | 028-18104              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 360 DIGITECH INC | AMERICAN DE | 88557W101 |  | 1305 | 64100 | SH |  | DFND | 1 | 64100 | 0 | 0 |
| 3M CO | COM | 88579Y101 |  | 36463 | 304061 | SH |  | DFND | 1 | 304061 | 0 | 0 |
| ABBOTT LABS | COM | 002824100 |  | 48610 | 442750 | SH |  | DFND | 1 | 442750 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 104295 | 645353 | SH |  | DFND | 1 | 645353 | 0 | 0 |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 |  | 89675 | 336064 | SH |  | DFND | 1 | 336064 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 19188 | 250655 | SH |  | DFND | 1 | 250655 | 0 | 0 |
| ACUITY BRANDS INC | COM | 00508Y102 |  | 931 | 5623 | SH |  | DFND | 1 | 5623 | 0 | 0 |
| ADDUS HOMECARE CORP | COM | 006739106 |  | 947 | 9517 | SH |  | DFND | 1 | 9517 | 0 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 133256 | 395971 | SH |  | DFND | 1 | 395971 | 0 | 0 |
| ADVANCE AUTO PARTS INC | COM | 00751Y106 |  | 17558 | 119419 | SH |  | DFND | 1 | 119419 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 |  | 29417 | 454182 | SH |  | DFND | 1 | 454182 | 0 | 0 |
| AERCAP HOLDINGS NV | SHS | N00985106 |  | 10006 | 171566 | SH |  | DFND | 1 | 171566 | 0 | 0 |
| AES CORP | COM | 00130H105 |  | 292 | 10155 | SH |  | DFND | 1 | 10155 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 |  | 845 | 5333 | SH |  | DFND | 1 | 5333 | 0 | 0 |
| AFLAC INC | COM | 001055102 |  | 16070 | 223382 | SH |  | DFND | 1 | 223382 | 0 | 0 |
| AGILENT TECHNOLOGIES INC | COM | 00846U101 |  | 35082 | 234428 | SH |  | DFND | 1 | 234428 | 0 | 0 |
| AGNC INVT CORP | COM | 00123Q104 |  | 743 | 71768 | SH |  | DFND | 1 | 71768 | 0 | 0 |
| AGNICO EAGLE MINES LTD | COM | 008474108 |  | 3219 | 61918 | SH |  | DFND | 1 | 61918 | 0 | 0 |
| AIR PRODS  CHEMS INC | COM | 009158106 |  | 48977 | 158883 | SH |  | DFND | 1 | 158883 | 0 | 0 |
| AIRBNB INC | COM CL A | 009066101 |  | 4509 | 52735 | SH |  | DFND | 1 | 52735 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 22110 | 26600000 | PRN |  | DFND | 1 | 26600000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 |  | 23111 | 274156 | SH |  | DFND | 1 | 274156 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% | 00971TAL5 |  | 5844 | 6000000 | PRN |  | DFND | 1 | 6000000 | 0 | 0 |
| ALBEMARLE CORP | COM | 012653101 |  | 5504 | 25381 | SH |  | DFND | 1 | 25381 | 0 | 0 |
| ALCOA CORP | COM | 013872106 |  | 6086 | 133857 | SH |  | DFND | 1 | 133857 | 0 | 0 |
| ALCON AG | ORD SHS | H01301128 |  | 29167 | 426717 | SH |  | DFND | 1 | 426717 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQ | COM | 015271109 |  | 4605 | 31610 | SH |  | DFND | 1 | 31610 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED A | 01609W102 |  | 53914 | 612032 | SH |  | DFND | 1 | 612032 | 0 | 0 |
| ALIGN TECHNOLOGY INC | COM | 016255101 |  | 4536 | 21508 | SH |  | DFND | 1 | 21508 | 0 | 0 |
| ALLEGION PLC | ORD SHS | G0176J109 |  | 1249 | 11867 | SH |  | DFND | 1 | 11867 | 0 | 0 |
| ALLEGRO MICROSYSTEMS INC | COM | 01749D105 |  | 984 | 32767 | SH |  | DFND | 1 | 32767 | 0 | 0 |
| ALLIANT ENERGY CORP | COM | 018802108 |  | 213 | 3850 | SH |  | DFND | 1 | 3850 | 0 | 0 |
| ALLISON TRANSMISSION HLDGS | COM | 01973R101 |  | 3081 | 74057 | SH |  | DFND | 1 | 74057 | 0 | 0 |
| ALLSTATE CORP | COM | 020002101 |  | 12286 | 90607 | SH |  | DFND | 1 | 90607 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 |  | 1021 | 41757 | SH |  | DFND | 1 | 41757 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS IN | COM | 02043Q107 |  | 30856 | 129840 | SH |  | DFND | 1 | 129840 | 0 | 0 |
| ALPHABET INC | CAP STK CL | 02079K107 |  | 261353 | 2945482 | SH |  | DFND | 1 | 2945482 | 0 | 0 |
| ALPHABET INC | CAP STK CL | 02079K305 |  | 323209 | 3663256 | SH |  | DFND | 1 | 3663256 | 0 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 |  | 11262 | 246374 | SH |  | DFND | 1 | 246374 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 324515 | 3863276 | SH |  | DFND | 1 | 3863276 | 0 | 0 |
| AMC ENTMT HLDGS INC CL A | COM | 00165C104 |  | 289 | 70962 | SH |  | DFND | 1 | 70962 | 0 | 0 |
| AMCOR PLC | ORD | G0250X107 |  | 12799 | 1074619 | SH |  | DFND | 1 | 1074619 | 0 | 0 |
| AMDOCS LTD | SHS | G02602103 |  | 2538 | 27919 | SH |  | DFND | 1 | 27919 | 0 | 0 |
| AMEREN CORP | COM | 023608102 |  | 335 | 3772 | SH |  | DFND | 1 | 3772 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 |  | 273 | 21435 | SH |  | DFND | 1 | 21435 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 |  | 730 | 7693 | SH |  | DFND | 1 | 7693 | 0 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 |  | 60161 | 407184 | SH |  | DFND | 1 | 407184 | 0 | 0 |
| AMERICAN FINL GROUP INC OH | COM | 025932104 |  | 12051 | 87781 | SH |  | DFND | 1 | 87781 | 0 | 0 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 |  | 12810 | 202568 | SH |  | DFND | 1 | 202568 | 0 | 0 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 |  | 129537 | 611428 | SH |  | DFND | 1 | 611428 | 0 | 0 |
| AMERICAN WTR WKS CO INC NE | COM | 030420103 |  | 19097 | 125292 | SH |  | DFND | 1 | 125292 | 0 | 0 |
| AMERIPRISE FINL INC | COM | 03076C106 |  | 26978 | 86642 | SH |  | DFND | 1 | 86642 | 0 | 0 |
| AMERISAFE INC | COM | 03071H100 |  | 982 | 18886 | SH |  | DFND | 1 | 18886 | 0 | 0 |
| AMERISOURCEBERGEN CORP | COM | 03073E105 |  | 8815 | 53195 | SH |  | DFND | 1 | 53195 | 0 | 0 |
| AMETEK INC | COM | 031100100 |  | 8971 | 64210 | SH |  | DFND | 1 | 64210 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 48153 | 183344 | SH |  | DFND | 1 | 183344 | 0 | 0 |
| AMN HEALTHCARE SVCS INC | COM | 001744101 |  | 900 | 8758 | SH |  | DFND | 1 | 8758 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS | COM | 03209R103 |  | 654 | 23323 | SH |  | DFND | 1 | 23323 | 0 | 0 |
| AMPHENOL CORP NEW | CL A | 032095101 |  | 8085 | 106189 | SH |  | DFND | 1 | 106189 | 0 | 0 |
| ANALOG DEVICES INC | COM | 032654105 |  | 43197 | 263351 | SH |  | DFND | 1 | 263351 | 0 | 0 |
| ANNALY CAPITAL MANAGEMENT | COM NEW | 035710839 |  | 7109 | 337216 | SH |  | DFND | 1 | 337216 | 0 | 0 |
| ANSYS INC | COM | 03662Q105 |  | 25831 | 106920 | SH |  | DFND | 1 | 106920 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 2975 | 96010 | SH |  | DFND | 1 | 96010 | 0 | 0 |
| AON PLC | SHS CL A | G0403H108 |  | 9473 | 31562 | SH |  | DFND | 1 | 31562 | 0 | 0 |
| APA CORPORATION | COM | 03743Q108 |  | 16626 | 356170 | SH |  | DFND | 1 | 356170 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | COM | 03769M106 |  | 5516 | 86474 | SH |  | DFND | 1 | 86474 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 876605 | 6746752 | SH |  | DFND | 1 | 6746752 | 0 | 0 |
| APPLIED MATLS INC | COM | 038222105 |  | 33141 | 340323 | SH |  | DFND | 1 | 340323 | 0 | 0 |
| APPLOVIN CORP | COM CL A | 03831W108 |  | 318 | 30209 | SH |  | DFND | 1 | 30209 | 0 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 21824 | 234343 | SH |  | DFND | 1 | 234343 | 0 | 0 |
| ARAMARK | COM | 03852U106 |  | 3496 | 84570 | SH |  | DFND | 1 | 84570 | 0 | 0 |
| ARCBEST CORP | COM | 03937C105 |  | 903 | 12899 | SH |  | DFND | 1 | 12899 | 0 | 0 |
| ARCH CAP GROUP LTD | ORD | G0450A105 |  | 15701 | 250100 | SH |  | DFND | 1 | 250100 | 0 | 0 |
| ARCHER DANIELS MIDLAND CO | COM | 039483102 |  | 25144 | 270806 | SH |  | DFND | 1 | 270806 | 0 | 0 |
| ARES MANAGEMENT CORPORATIO | CL A COM ST | 03990B101 |  | 7410 | 108271 | SH |  | DFND | 1 | 108271 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 23412 | 23150000 | PRN |  | DFND | 1 | 23150000 | 0 | 0 |
| ARISTA NETWORKS INC | COM | 040413106 |  | 9155 | 75446 | SH |  | DFND | 1 | 75446 | 0 | 0 |
| ARROW ELECTRS INC | COM | 042735100 |  | 915 | 8753 | SH |  | DFND | 1 | 8753 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 |  | 6340 | 30865 | SH |  | DFND | 1 | 30865 | 0 | 0 |
| ASSURANT INC | COM | 04621X108 |  | 8307 | 66428 | SH |  | DFND | 1 | 66428 | 0 | 0 |
| AT INC | COM | 00206R102 |  | 38536 | 2093214 | SH |  | DFND | 1 | 2093214 | 0 | 0 |
| ATLASSIAN CORPORATION | CL A | 049468101 |  | 2511 | 19516 | SH |  | DFND | 1 | 19516 | 0 | 0 |
| ATMOS ENERGY CORP | COM | 049560105 |  | 21991 | 196229 | SH |  | DFND | 1 | 196229 | 0 | 0 |
| ATRION CORP | COM | 049904105 |  | 953 | 1703 | SH |  | DFND | 1 | 1703 | 0 | 0 |
| AUTODESK INC | COM | 052769106 |  | 75616 | 404645 | SH |  | DFND | 1 | 404645 | 0 | 0 |
| AUTOHOME INC | SP ADS RP C | 05278C107 |  | 14425 | 471402 | SH |  | DFND | 1 | 471402 | 0 | 0 |
| AUTOLIV INC | COM | 052800109 |  | 908 | 11854 | SH |  | DFND | 1 | 11854 | 0 | 0 |
| AUTOMATIC DATA PROCESSING | COM | 053015103 |  | 45921 | 192250 | SH |  | DFND | 1 | 192250 | 0 | 0 |
| AUTONATION INC | COM | 05329W102 |  | 2984 | 27808 | SH |  | DFND | 1 | 27808 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 |  | 37767 | 15314 | SH |  | DFND | 1 | 15314 | 0 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 22008 | 136258 | SH |  | DFND | 1 | 136258 | 0 | 0 |
| AVANGRID INC | COM | 05351W103 |  | 413 | 9620 | SH |  | DFND | 1 | 9620 | 0 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 22644 | 1073689 | SH |  | DFND | 1 | 1073689 | 0 | 0 |
| AVAYA HLDGS CORP | NOTE 2.250% | 05351XAB7 |  | 919 | 24500000 | PRN |  | DFND | 1 | 24500000 | 0 | 0 |
| AVERY DENNISON CORP | COM | 053611109 |  | 1999 | 11044 | SH |  | DFND | 1 | 11044 | 0 | 0 |
| AVIS BUDGET GROUP | COM | 053774105 |  | 2730 | 16655 | SH |  | DFND | 1 | 16655 | 0 | 0 |
| AXCELIS TECHNOLOGIES INC | COM NEW | 054540208 |  | 1009 | 12713 | SH |  | DFND | 1 | 12713 | 0 | 0 |
| BADGER METER INC | COM | 056525108 |  | 964 | 8841 | SH |  | DFND | 1 | 8841 | 0 | 0 |
| BAIDU INC | SPON ADR RE | 056752108 |  | 25426 | 222297 | SH |  | DFND | 1 | 222297 | 0 | 0 |
| BAKER HUGHES COMPANY | CL A | 05722G100 |  | 34962 | 1183940 | SH |  | DFND | 1 | 1183940 | 0 | 0 |
| BALCHEM CORP | COM | 057665200 |  | 928 | 7603 | SH |  | DFND | 1 | 7603 | 0 | 0 |
| BALL CORP | COM | 058498106 |  | 21005 | 410731 | SH |  | DFND | 1 | 410731 | 0 | 0 |
| BANCFIRST CORP | COM | 05945F103 |  | 933 | 10579 | SH |  | DFND | 1 | 10579 | 0 | 0 |
| BANCO BRADESCO S A | SP ADR PFD | 059460303 |  | 41 | 14068 | SH |  | DFND | 1 | 14068 | 0 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 84373 | 2547487 | SH |  | DFND | 1 | 2547487 | 0 | 0 |
| BANK MONTREAL QUE | COM | 063671101 |  | 33681 | 371568 | SH |  | DFND | 1 | 371568 | 0 | 0 |
| BANK NEW YORK MELLON CORP | COM | 064058100 |  | 35650 | 783165 | SH |  | DFND | 1 | 783165 | 0 | 0 |
| BANK NOVA SCOTIA HALIFAX | COM | 064149107 |  | 28573 | 582837 | SH |  | DFND | 1 | 582837 | 0 | 0 |
| BARRICK GOLD CORP | COM | 067901108 |  | 6732 | 392464 | SH |  | DFND | 1 | 392464 | 0 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 1308 | 31032 | SH |  | DFND | 1 | 31032 | 0 | 0 |
| BAXTER INTL INC | COM | 071813109 |  | 12492 | 245080 | SH |  | DFND | 1 | 245080 | 0 | 0 |
| BCE INC | COM NEW | 05534B760 |  | 7521 | 171075 | SH |  | DFND | 1 | 171075 | 0 | 0 |
| BECTON DICKINSON  CO | COM | 075887109 |  | 25170 | 98976 | SH |  | DFND | 1 | 98976 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.125% | 08265TAB5 |  | 3640 | 4000000 | PRN |  | DFND | 1 | 4000000 | 0 | 0 |
| BERKLEY W R CORP | COM | 084423102 |  | 9504 | 130967 | SH |  | DFND | 1 | 130967 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 |  | 22029 | 47 | SH |  | DFND | 1 | 47 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 84858 | 274710 | SH |  | DFND | 1 | 274710 | 0 | 0 |
| BEST BUY INC | COM | 086516101 |  | 15077 | 187966 | SH |  | DFND | 1 | 187966 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 |  | 13495 | 53340000 | PRN |  | DFND | 1 | 53340000 | 0 | 0 |
| BILIBILI INC | NOTE 0.500% | 090040AF3 |  | 18398 | 25000000 | PRN |  | DFND | 1 | 25000000 | 0 | 0 |
| BILL COM HLDGS INC | COM | 090043100 |  | 10944 | 100440 | SH |  | DFND | 1 | 100440 | 0 | 0 |
| BIO RAD LABS INC | CL A | 090572207 |  | 1224 | 2910 | SH |  | DFND | 1 | 2910 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 12755 | 46060 | SH |  | DFND | 1 | 46060 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL IN | COM | 09061G101 |  | 6734 | 65065 | SH |  | DFND | 1 | 65065 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL IN | NOTE 1.250% | 09061GAK7 |  | 7599 | 7000000 | PRN |  | DFND | 1 | 7000000 | 0 | 0 |
| BIO-TECHNE CORP | COM | 09073M104 |  | 2761 | 33315 | SH |  | DFND | 1 | 33315 | 0 | 0 |
| BLACK KNIGHT INC | COM | 09215C105 |  | 23424 | 379330 | SH |  | DFND | 1 | 379330 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 4604 | 5400000 | PRN |  | DFND | 1 | 5400000 | 0 | 0 |
| BLACKROCK INC | COM | 09247X101 |  | 54041 | 76261 | SH |  | DFND | 1 | 76261 | 0 | 0 |
| BLACKSTONE INC | COM | 09260D107 |  | 7056 | 95103 | SH |  | DFND | 1 | 95103 | 0 | 0 |
| BLOCK H  R INC | COM | 093671105 |  | 693 | 18968 | SH |  | DFND | 1 | 18968 | 0 | 0 |
| BLOCK INC | CL A | 852234103 |  | 22918 | 364707 | SH |  | DFND | 1 | 364707 | 0 | 0 |
| BLOCK INC | NOTE 5/0 | 852234AJ2 |  | 3441 | 4205000 | PRN |  | DFND | 1 | 4205000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 2.500% | 093712AH0 |  | 2557 | 1900000 | PRN |  | DFND | 1 | 1900000 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 24595 | 129115 | SH |  | DFND | 1 | 129115 | 0 | 0 |
| BOISE CASCADE CO DEL | COM | 09739D100 |  | 964 | 14043 | SH |  | DFND | 1 | 14043 | 0 | 0 |
| BOK FINL CORP | COM NEW | 05561Q201 |  | 1015 | 9784 | SH |  | DFND | 1 | 9784 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 41283 | 20485 | SH |  | DFND | 1 | 20485 | 0 | 0 |
| BOOZ ALLEN HAMILTON HLDG C | CL A | 099502106 |  | 68152 | 652045 | SH |  | DFND | 1 | 652045 | 0 | 0 |
| BORGWARNER INC | COM | 099724106 |  | 1294 | 32137 | SH |  | DFND | 1 | 32137 | 0 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 13109 | 193984 | SH |  | DFND | 1 | 193984 | 0 | 0 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 |  | 15101 | 326363 | SH |  | DFND | 1 | 326363 | 0 | 0 |
| BRADY CORP | CL A | 104674106 |  | 1006 | 21349 | SH |  | DFND | 1 | 21349 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% | 10806XAB8 |  | 6764 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% | 10806XAD4 |  | 7716 | 20000000 | PRN |  | DFND | 1 | 20000000 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 |  | 60931 | 846849 | SH |  | DFND | 1 | 846849 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 105667 | 188985 | SH |  | DFND | 1 | 188985 | 0 | 0 |
| BROADMARK RLTY CAP INC | COM | 11135B100 |  | 914 | 256627 | SH |  | DFND | 1 | 256627 | 0 | 0 |
| BROADRIDGE FINL SOLUTIONS | COM | 11133T103 |  | 2125 | 15841 | SH |  | DFND | 1 | 15841 | 0 | 0 |
| BROOKFIELD ASSET MANAGMT L | CL A LMT VT | 113004105 |  | 4025 | 140482 | SH |  | DFND | 1 | 140482 | 0 | 0 |
| BROOKFIELD CORP | CL A LTD VT | 11271J107 |  | 17837 | 566869 | SH |  | DFND | 1 | 566869 | 0 | 0 |
| BROWN  BROWN INC | COM | 115236101 |  | 11142 | 195573 | SH |  | DFND | 1 | 195573 | 0 | 0 |
| BROWN FORMAN CORP | CL B | 115637209 |  | 11011 | 167651 | SH |  | DFND | 1 | 167651 | 0 | 0 |
| BUCKLE INC | COM | 118440106 |  | 1037 | 22856 | SH |  | DFND | 1 | 22856 | 0 | 0 |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 |  | 3261 | 50262 | SH |  | DFND | 1 | 50262 | 0 | 0 |
| BUNGE LIMITED | COM | G16962105 |  | 18997 | 190409 | SH |  | DFND | 1 | 190409 | 0 | 0 |
| BURLINGTON STORES INC | COM | 122017106 |  | 8073 | 39818 | SH |  | DFND | 1 | 39818 | 0 | 0 |
| C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 |  | 10903 | 119077 | SH |  | DFND | 1 | 119077 | 0 | 0 |
| CACI INTL INC | CL A | 127190304 |  | 984 | 3273 | SH |  | DFND | 1 | 3273 | 0 | 0 |
| CACTUS INC | CL A | 127203107 |  | 975 | 19400 | SH |  | DFND | 1 | 19400 | 0 | 0 |
| CADENCE DESIGN SYSTEM INC | COM | 127387108 |  | 26146 | 162763 | SH |  | DFND | 1 | 162763 | 0 | 0 |
| CAESARS ENTERTAINMENT INC | COM | 12769G100 |  | 1692 | 40668 | SH |  | DFND | 1 | 40668 | 0 | 0 |
| CAL MAINE FOODS INC | COM NEW | 128030202 |  | 926 | 17001 | SH |  | DFND | 1 | 17001 | 0 | 0 |
| CAMDEN PPTY TR | SH BEN INT | 133131102 |  | 7273 | 65004 | SH |  | DFND | 1 | 65004 | 0 | 0 |
| CAMECO CORP | COM | 13321L108 |  | 365 | 16088 | SH |  | DFND | 1 | 16088 | 0 | 0 |
| CAMPBELL SOUP CO | COM | 134429109 |  | 17300 | 304846 | SH |  | DFND | 1 | 304846 | 0 | 0 |
| CANADIAN IMPERIAL BK COMM | COM | 136069101 |  | 20337 | 502457 | SH |  | DFND | 1 | 502457 | 0 | 0 |
| CANADIAN NAT RES LTD | COM | 136385101 |  | 8295 | 149285 | SH |  | DFND | 1 | 149285 | 0 | 0 |
| CANADIAN NATL RY CO | COM | 136375102 |  | 29896 | 251521 | SH |  | DFND | 1 | 251521 | 0 | 0 |
| CANADIAN PAC RY LTD | COM | 13645T100 |  | 11325 | 151807 | SH |  | DFND | 1 | 151807 | 0 | 0 |
| CANOPY GROWTH CORP | COM | 138035100 |  | 169 | 73028 | SH |  | DFND | 1 | 73028 | 0 | 0 |
| CAPITAL ONE FINL CORP | COM | 14040H105 |  | 5634 | 60607 | SH |  | DFND | 1 | 60607 | 0 | 0 |
| CARDINAL HEALTH INC | COM | 14149Y108 |  | 20128 | 261843 | SH |  | DFND | 1 | 261843 | 0 | 0 |
| CARLISLE COS INC | COM | 142339100 |  | 8670 | 36793 | SH |  | DFND | 1 | 36793 | 0 | 0 |
| CARLYLE GROUP INC | COM | 14316J108 |  | 4994 | 167372 | SH |  | DFND | 1 | 167372 | 0 | 0 |
| CARMAX INC | COM | 143130102 |  | 1972 | 32379 | SH |  | DFND | 1 | 32379 | 0 | 0 |
| CARNIVAL CORP | COMMON STOC | 143658300 |  | 6948 | 862004 | SH |  | DFND | 1 | 862004 | 0 | 0 |
| CARRIER GLOBAL CORPORATION | COM | 14448C104 |  | 10730 | 260118 | SH |  | DFND | 1 | 260118 | 0 | 0 |
| CATALENT INC | COM | 148806102 |  | 1040 | 23096 | SH |  | DFND | 1 | 23096 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 |  | 28575 | 119282 | SH |  | DFND | 1 | 119282 | 0 | 0 |
| CATHAY GEN BANCORP | COM | 149150104 |  | 948 | 23240 | SH |  | DFND | 1 | 23240 | 0 | 0 |
| CAVCO INDS INC DEL | COM | 149568107 |  | 1009 | 4458 | SH |  | DFND | 1 | 4458 | 0 | 0 |
| CBIZ INC | COM | 124805102 |  | 969 | 20693 | SH |  | DFND | 1 | 20693 | 0 | 0 |
| CBOE GLOBAL MKTS INC | COM | 12503M108 |  | 17161 | 136772 | SH |  | DFND | 1 | 136772 | 0 | 0 |
| CBRE GROUP INC | CL A | 12504L109 |  | 11697 | 151991 | SH |  | DFND | 1 | 151991 | 0 | 0 |
| CDW CORP | COM | 12514G108 |  | 29454 | 164932 | SH |  | DFND | 1 | 164932 | 0 | 0 |
| CELANESE CORP DEL | COM | 150870103 |  | 5823 | 56951 | SH |  | DFND | 1 | 56951 | 0 | 0 |
| CENOVUS ENERGY INC | COM | 15135U109 |  | 3237 | 166759 | SH |  | DFND | 1 | 166759 | 0 | 0 |
| CENTENE CORP DEL | COM | 15135B101 |  | 20952 | 255487 | SH |  | DFND | 1 | 255487 | 0 | 0 |
| CENTERPOINT ENERGY INC | COM | 15189T107 |  | 287 | 9578 | SH |  | DFND | 1 | 9578 | 0 | 0 |
| CERIDIAN HCM HLDG INC | COM | 15677J108 |  | 1198 | 18674 | SH |  | DFND | 1 | 18674 | 0 | 0 |
| CERIDIAN HCM HLDG INC | NOTE 0.250% | 15677JAD0 |  | 6360 | 7315000 | PRN |  | DFND | 1 | 7315000 | 0 | 0 |
| CF INDS HLDGS INC | COM | 125269100 |  | 25592 | 300379 | SH |  | DFND | 1 | 300379 | 0 | 0 |
| CGI INC | CL A SUB VT | 12532H104 |  | 8713 | 101020 | SH |  | DFND | 1 | 101020 | 0 | 0 |
| CHARLES RIV LABS INTL INC | COM | 159864107 |  | 2194 | 10071 | SH |  | DFND | 1 | 10071 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV | 16115Q407 |  | 15021 | 300000 | SH |  | DFND | 1 | 300000 | 0 | 0 |
| CHARTER COMMUNICATIONS INC | CL A | 16119P108 |  | 9361 | 27605 | SH |  | DFND | 1 | 27605 | 0 | 0 |
| CHECK POINT SOFTWARE TECH | ORD | M22465104 |  | 1724 | 13663 | SH |  | DFND | 1 | 13663 | 0 | 0 |
| CHEMED CORP | NEW COM | 16359R103 |  | 1001 | 1962 | SH |  | DFND | 1 | 1962 | 0 | 0 |
| CHENIERE ENERGY INC | COM NEW | 16411R208 |  | 44900 | 299412 | SH |  | DFND | 1 | 299412 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COM | 165167735 |  | 3113 | 32982 | SH |  | DFND | 1 | 32982 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 |  | 83500 | 465208 | SH |  | DFND | 1 | 465208 | 0 | 0 |
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 |  | 25638 | 18478 | SH |  | DFND | 1 | 18478 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 |  | 24741 | 112155 | SH |  | DFND | 1 | 112155 | 0 | 0 |
| CHURCH  DWIGHT CO INC | COM | 171340102 |  | 29808 | 369779 | SH |  | DFND | 1 | 369779 | 0 | 0 |
| CIGNA CORP NEW | COM | 125523100 |  | 47737 | 144074 | SH |  | DFND | 1 | 144074 | 0 | 0 |
| CINCINNATI FINL CORP | COM | 172062101 |  | 10160 | 99233 | SH |  | DFND | 1 | 99233 | 0 | 0 |
| CINTAS CORP | COM | 172908105 |  | 13976 | 30946 | SH |  | DFND | 1 | 30946 | 0 | 0 |
| CIRRUS LOGIC INC | COM | 172755100 |  | 999 | 13415 | SH |  | DFND | 1 | 13415 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 61661 | 1294304 | SH |  | DFND | 1 | 1294304 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 |  | 26350 | 582569 | SH |  | DFND | 1 | 582569 | 0 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 |  | 26419 | 671039 | SH |  | DFND | 1 | 671039 | 0 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 |  | 536 | 64212 | SH |  | DFND | 1 | 64212 | 0 | 0 |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 |  | 3177 | 197192 | SH |  | DFND | 1 | 197192 | 0 | 0 |
| CLOROX CO DEL | COM | 189054109 |  | 24984 | 178038 | SH |  | DFND | 1 | 178038 | 0 | 0 |
| CLOUDFLARE INC | CL A COM | 18915M107 |  | 11683 | 258414 | SH |  | DFND | 1 | 258414 | 0 | 0 |
| CME GROUP INC | COM | 12572Q105 |  | 27217 | 161849 | SH |  | DFND | 1 | 161849 | 0 | 0 |
| CMS ENERGY CORP | COM | 125896100 |  | 271 | 4282 | SH |  | DFND | 1 | 4282 | 0 | 0 |
| CNH INDL N V | SHS | N20944109 |  | 12009 | 750141 | SH |  | DFND | 1 | 750141 | 0 | 0 |
| COCA COLA CO | COM | 191216100 |  | 91506 | 1438546 | SH |  | DFND | 1 | 1438546 | 0 | 0 |
| COCA-COLA EUROPACIFIC PART | SHS | G25839104 |  | 10946 | 197871 | SH |  | DFND | 1 | 197871 | 0 | 0 |
| COGNEX CORP | COM | 192422103 |  | 975 | 20701 | SH |  | DFND | 1 | 20701 | 0 | 0 |
| COGNIZANT TECHNOLOGY SOLUT | CL A | 192446102 |  | 18122 | 316874 | SH |  | DFND | 1 | 316874 | 0 | 0 |
| COLGATE PALMOLIVE CO | COM | 194162103 |  | 37464 | 475489 | SH |  | DFND | 1 | 475489 | 0 | 0 |
| COLUMBIA BKG SYS INC | COM | 197236102 |  | 950 | 31520 | SH |  | DFND | 1 | 31520 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 |  | 45227 | 1293312 | SH |  | DFND | 1 | 1293312 | 0 | 0 |
| COMERICA INC | COM | 200340107 |  | 1184 | 17718 | SH |  | DFND | 1 | 17718 | 0 | 0 |
| COMFORT SYS USA INC | COM | 199908104 |  | 944 | 8202 | SH |  | DFND | 1 | 8202 | 0 | 0 |
| COMMERCE BANCSHARES INC | COM | 200525103 |  | 1066 | 15663 | SH |  | DFND | 1 | 15663 | 0 | 0 |
| COMPANIA DE MINAS BUENAVEN | SPONSORED A | 204448104 |  | 937 | 125759 | SH |  | DFND | 1 | 125759 | 0 | 0 |
| CONAGRA BRANDS INC | COM | 205887102 |  | 6087 | 157298 | SH |  | DFND | 1 | 157298 | 0 | 0 |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 |  | 19153 | 25000000 | PRN |  | DFND | 1 | 25000000 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 20104 | 170372 | SH |  | DFND | 1 | 170372 | 0 | 0 |
| CONSOLIDATED EDISON INC | COM | 209115104 |  | 31032 | 325592 | SH |  | DFND | 1 | 325592 | 0 | 0 |
| CONSTELLATION BRANDS INC | CL A | 21036P108 |  | 4766 | 20566 | SH |  | DFND | 1 | 20566 | 0 | 0 |
| CONSTELLATION ENERGY CORP | COM | 21037T109 |  | 16311 | 189202 | SH |  | DFND | 1 | 189202 | 0 | 0 |
| COOPER COS INC | COM NEW | 216648402 |  | 2180 | 6592 | SH |  | DFND | 1 | 6592 | 0 | 0 |
| COPA HOLDINGS SA | CL A | P31076105 |  | 3179 | 38222 | SH |  | DFND | 1 | 38222 | 0 | 0 |
| COPART INC | COM | 217204106 |  | 30903 | 507527 | SH |  | DFND | 1 | 507527 | 0 | 0 |
| CORNING INC | COM | 219350105 |  | 24608 | 770445 | SH |  | DFND | 1 | 770445 | 0 | 0 |
| CORTEVA INC | COM | 22052L104 |  | 5787 | 98456 | SH |  | DFND | 1 | 98456 | 0 | 0 |
| CORVEL CORP | COM | 221006109 |  | 1002 | 6895 | SH |  | DFND | 1 | 6895 | 0 | 0 |
| COSTAR GROUP INC | COM | 22160N109 |  | 10696 | 138410 | SH |  | DFND | 1 | 138410 | 0 | 0 |
| COSTCO WHSL CORP NEW | COM | 22160K105 |  | 104136 | 228119 | SH |  | DFND | 1 | 228119 | 0 | 0 |
| COTERRA ENERGY INC | COM | 127097103 |  | 6179 | 251485 | SH |  | DFND | 1 | 251485 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.125% | 22266LAC0 |  | 24258 | 25000000 | PRN |  | DFND | 1 | 25000000 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.375% | 22266LAF3 |  | 5376 | 5570000 | PRN |  | DFND | 1 | 5570000 | 0 | 0 |
| COUPANG INC | CL A | 22266T109 |  | 1923 | 130750 | SH |  | DFND | 1 | 130750 | 0 | 0 |
| COURSERA INC | COM | 22266M104 |  | 246 | 20811 | SH |  | DFND | 1 | 20811 | 0 | 0 |
| CRA INTL INC | COM | 12618T105 |  | 1046 | 8547 | SH |  | DFND | 1 | 8547 | 0 | 0 |
| CREDICORP LTD | COM | G2519Y108 |  | 6929 | 51076 | SH |  | DFND | 1 | 51076 | 0 | 0 |
| CROWDSTRIKE HLDGS INC | CL A | 22788C105 |  | 3002 | 28509 | SH |  | DFND | 1 | 28509 | 0 | 0 |
| CROWN CASTLE INC | COM | 22822V101 |  | 25314 | 186623 | SH |  | DFND | 1 | 186623 | 0 | 0 |
| CROWN HLDGS INC | COM | 228368106 |  | 16989 | 206655 | SH |  | DFND | 1 | 206655 | 0 | 0 |
| CSX CORP | COM | 126408103 |  | 24049 | 776286 | SH |  | DFND | 1 | 776286 | 0 | 0 |
| CUMMINS INC | COM | 231021106 |  | 21204 | 87513 | SH |  | DFND | 1 | 87513 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 43244 | 464046 | SH |  | DFND | 1 | 464046 | 0 | 0 |
| D R HORTON INC | COM | 23331A109 |  | 4912 | 55105 | SH |  | DFND | 1 | 55105 | 0 | 0 |
| DADA NEXUS LTD | ADS | 23344D108 |  | 4669 | 669814 | SH |  | DFND | 1 | 669814 | 0 | 0 |
| DANAHER CORPORATION | COM | 235851102 |  | 68696 | 258819 | SH |  | DFND | 1 | 258819 | 0 | 0 |
| DAQO NEW ENERGY CORP | SPNSRD ADS | 23703Q203 |  | 1346 | 34852 | SH |  | DFND | 1 | 34852 | 0 | 0 |
| DARDEN RESTAURANTS INC | COM | 237194105 |  | 6821 | 49309 | SH |  | DFND | 1 | 49309 | 0 | 0 |
| DARLING INGREDIENTS INC | COM | 237266101 |  | 3358 | 53654 | SH |  | DFND | 1 | 53654 | 0 | 0 |
| DATADOG INC | CL A COM | 23804L103 |  | 11289 | 153594 | SH |  | DFND | 1 | 153594 | 0 | 0 |
| DAVITA INC | COM | 23918K108 |  | 1348 | 18052 | SH |  | DFND | 1 | 18052 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 |  | 1081 | 2707 | SH |  | DFND | 1 | 2707 | 0 | 0 |
| DEERE  CO | COM | 244199105 |  | 61802 | 144141 | SH |  | DFND | 1 | 144141 | 0 | 0 |
| DELL TECHNOLOGIES INC | CL C | 24703L202 |  | 1409 | 35027 | SH |  | DFND | 1 | 35027 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 |  | 2026 | 61642 | SH |  | DFND | 1 | 61642 | 0 | 0 |
| DENTSPLY SIRONA INC | COM | 24906P109 |  | 941 | 29567 | SH |  | DFND | 1 | 29567 | 0 | 0 |
| DEUTSCHE BANK A G | NAMEN AKT | D18190898 |  | 22318 | 1970732 | SH |  | DFND | 1 | 1970732 | 0 | 0 |
| DEVON ENERGY CORP NEW | COM | 25179M103 |  | 22652 | 368272 | SH |  | DFND | 1 | 368272 | 0 | 0 |
| DEXCOM INC | COM | 252131107 |  | 16394 | 144773 | SH |  | DFND | 1 | 144773 | 0 | 0 |
| DEXCOM INC | NOTE 0.250% | 252131AK3 |  | 6515 | 6000000 | PRN |  | DFND | 1 | 6000000 | 0 | 0 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 |  | 18746 | 137053 | SH |  | DFND | 1 | 137053 | 0 | 0 |
| DICKS SPORTING GOODS INC | COM | 253393102 |  | 3310 | 27518 | SH |  | DFND | 1 | 27518 | 0 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 |  | 35323 | 352280 | SH |  | DFND | 1 | 352280 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 3785 | 5040000 | PRN |  | DFND | 1 | 5040000 | 0 | 0 |
| DIODES INC | COM | 254543101 |  | 902 | 11852 | SH |  | DFND | 1 | 11852 | 0 | 0 |
| DISCOVER FINL SVCS | COM | 254709108 |  | 23632 | 241563 | SH |  | DFND | 1 | 241563 | 0 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 |  | 2279 | 162329 | SH |  | DFND | 1 | 162329 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 48849 | 562254 | SH |  | DFND | 1 | 562254 | 0 | 0 |
| DOCUSIGN INC | COM | 256163106 |  | 7766 | 140132 | SH |  | DFND | 1 | 140132 | 0 | 0 |
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 |  | 20691 | 22000000 | PRN |  | DFND | 1 | 22000000 | 0 | 0 |
| DOLBY LABORATORIES INC | COM CL A | 25659T107 |  | 998 | 14143 | SH |  | DFND | 1 | 14143 | 0 | 0 |
| DOLLAR GEN CORP NEW | COM | 256677105 |  | 32194 | 130738 | SH |  | DFND | 1 | 130738 | 0 | 0 |
| DOLLAR TREE INC | COM | 256746108 |  | 14089 | 99614 | SH |  | DFND | 1 | 99614 | 0 | 0 |
| DOMINION ENERGY INC | COM | 25746U109 |  | 764 | 12456 | SH |  | DFND | 1 | 12456 | 0 | 0 |
| DOMINOS PIZZA INC | COM | 25754A201 |  | 7741 | 22348 | SH |  | DFND | 1 | 22348 | 0 | 0 |
| DONALDSON INC | COM | 257651109 |  | 671 | 11396 | SH |  | DFND | 1 | 11396 | 0 | 0 |
| DOORDASH INC | CL A | 25809K105 |  | 1661 | 34015 | SH |  | DFND | 1 | 34015 | 0 | 0 |
| DOUBLEVERIFY HLDGS INC | COM | 25862V105 |  | 885 | 40295 | SH |  | DFND | 1 | 40295 | 0 | 0 |
| DOVER CORP | COM | 260003108 |  | 25348 | 187196 | SH |  | DFND | 1 | 187196 | 0 | 0 |
| DOW INC | COM | 260557103 |  | 9943 | 197315 | SH |  | DFND | 1 | 197315 | 0 | 0 |
| DR REDDYS LABS LTD | ADR | 256135203 |  | 221 | 4270 | SH |  | DFND | 1 | 4270 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 186 | 300000 | PRN |  | DFND | 1 | 300000 | 0 | 0 |
| DROPBOX INC | CL A | 26210C104 |  | 16506 | 737547 | SH |  | DFND | 1 | 737547 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 22620 | 25000000 | PRN |  | DFND | 1 | 25000000 | 0 | 0 |
| DTE ENERGY CO | COM | 233331107 |  | 336 | 2856 | SH |  | DFND | 1 | 2856 | 0 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 |  | 1187 | 11525 | SH |  | DFND | 1 | 11525 | 0 | 0 |
| DUPONT DE NEMOURS INC | COM | 26614N102 |  | 4874 | 71012 | SH |  | DFND | 1 | 71012 | 0 | 0 |
| DYNATRACE INC | COM NEW | 268150109 |  | 7211 | 188272 | SH |  | DFND | 1 | 188272 | 0 | 0 |
| E L F BEAUTY INC | COM | 26856L103 |  | 1028 | 18586 | SH |  | DFND | 1 | 18586 | 0 | 0 |
| EASTMAN CHEM CO | COM | 277432100 |  | 1352 | 16604 | SH |  | DFND | 1 | 16604 | 0 | 0 |
| EATON CORP PLC | SHS | G29183103 |  | 25333 | 161410 | SH |  | DFND | 1 | 161410 | 0 | 0 |
| EBAY INC. | COM | 278642103 |  | 3092 | 74559 | SH |  | DFND | 1 | 74559 | 0 | 0 |
| ECOLAB INC | COM | 278865100 |  | 26558 | 182457 | SH |  | DFND | 1 | 182457 | 0 | 0 |
| EDISON INTL | COM | 281020107 |  | 16731 | 262980 | SH |  | DFND | 1 | 262980 | 0 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 |  | 26076 | 349496 | SH |  | DFND | 1 | 349496 | 0 | 0 |
| ELANCO ANIMAL HEALTH INC | COM | 28414H103 |  | 748 | 61174 | SH |  | DFND | 1 | 61174 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 |  | 34832 | 285091 | SH |  | DFND | 1 | 285091 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 148934 | 290336 | SH |  | DFND | 1 | 290336 | 0 | 0 |
| EMCOR GROUP INC | COM | 29084Q100 |  | 986 | 6656 | SH |  | DFND | 1 | 6656 | 0 | 0 |
| EMERSON ELEC CO | COM | 291011104 |  | 30472 | 317214 | SH |  | DFND | 1 | 317214 | 0 | 0 |
| ENBRIDGE INC | COM | 29250N105 |  | 28918 | 739462 | SH |  | DFND | 1 | 739462 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 12932 | 48807 | SH |  | DFND | 1 | 48807 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 |  | 36212 | 30600000 | PRN |  | DFND | 1 | 30600000 | 0 | 0 |
| ENTEGRIS INC | COM | 29362U104 |  | 13514 | 206036 | SH |  | DFND | 1 | 206036 | 0 | 0 |
| ENTERGY CORP NEW | COM | 29364G103 |  | 42901 | 381346 | SH |  | DFND | 1 | 381346 | 0 | 0 |
| ENVESTNET INC | NOTE 0.750% | 29404KAE6 |  | 10802 | 12000000 | PRN |  | DFND | 1 | 12000000 | 0 | 0 |
| EOG RES INC | COM | 26875P101 |  | 42386 | 327251 | SH |  | DFND | 1 | 327251 | 0 | 0 |
| EPAM SYS INC | COM | 29414B104 |  | 12478 | 38074 | SH |  | DFND | 1 | 38074 | 0 | 0 |
| EQUIFAX INC | COM | 294429105 |  | 93138 | 479203 | SH |  | DFND | 1 | 479203 | 0 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 30071 | 45908 | SH |  | DFND | 1 | 45908 | 0 | 0 |
| EQUITABLE HLDGS INC | COM | 29452E101 |  | 16502 | 574966 | SH |  | DFND | 1 | 574966 | 0 | 0 |
| EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 |  | 1995 | 30877 | SH |  | DFND | 1 | 30877 | 0 | 0 |
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 |  | 18023 | 305473 | SH |  | DFND | 1 | 305473 | 0 | 0 |
| ERIE INDTY CO | CL A | 29530P102 |  | 923 | 3711 | SH |  | DFND | 1 | 3711 | 0 | 0 |
| ESSENT GROUP LTD | COM | G3198U102 |  | 1023 | 26317 | SH |  | DFND | 1 | 26317 | 0 | 0 |
| ESSENTIAL UTILS INC | COM | 29670G102 |  | 17293 | 362308 | SH |  | DFND | 1 | 362308 | 0 | 0 |
| ESSEX PPTY TR INC | COM | 297178105 |  | 1883 | 8887 | SH |  | DFND | 1 | 8887 | 0 | 0 |
| ETHAN ALLEN INTERIORS INC | COM | 297602104 |  | 973 | 36841 | SH |  | DFND | 1 | 36841 | 0 | 0 |
| ETSY INC | COM | 29786A106 |  | 6040 | 50426 | SH |  | DFND | 1 | 50426 | 0 | 0 |
| ETSY INC | NOTE 0.125% | 29786AAL0 |  | 5026 | 5000000 | PRN |  | DFND | 1 | 5000000 | 0 | 0 |
| EVERCORE INC | CLASS A | 29977A105 |  | 3187 | 29220 | SH |  | DFND | 1 | 29220 | 0 | 0 |
| EVEREST RE GROUP LTD | COM | G3223R108 |  | 10535 | 31802 | SH |  | DFND | 1 | 31802 | 0 | 0 |
| EVERGY INC | COM | 30034W106 |  | 208 | 3304 | SH |  | DFND | 1 | 3304 | 0 | 0 |
| EVERSOURCE ENERGY | COM | 30040W108 |  | 46511 | 554761 | SH |  | DFND | 1 | 554761 | 0 | 0 |
| EXACT SCIENCES CORP | COM | 30063P105 |  | 1189 | 24018 | SH |  | DFND | 1 | 24018 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 1.000% | 30063PAA3 |  | 3690 | 3575000 | PRN |  | DFND | 1 | 3575000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% | 30063PAC9 |  | 24763 | 31250000 | PRN |  | DFND | 1 | 31250000 | 0 | 0 |
| EXELON CORP | COM | 30161N101 |  | 19354 | 447688 | SH |  | DFND | 1 | 447688 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 |  | 953 | 5625 | SH |  | DFND | 1 | 5625 | 0 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 |  | 2986 | 34083 | SH |  | DFND | 1 | 34083 | 0 | 0 |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 |  | 4754 | 5450000 | PRN |  | DFND | 1 | 5450000 | 0 | 0 |
| EXPEDITORS INTL WASH INC | COM | 302130109 |  | 21973 | 211440 | SH |  | DFND | 1 | 211440 | 0 | 0 |
| EXPONENT INC | COM | 30214U102 |  | 982 | 9912 | SH |  | DFND | 1 | 9912 | 0 | 0 |
| EXTRA SPACE STORAGE INC | COM | 30225T102 |  | 2660 | 18076 | SH |  | DFND | 1 | 18076 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 105456 | 956086 | SH |  | DFND | 1 | 956086 | 0 | 0 |
| F5 INC | COM | 315616102 |  | 6088 | 42425 | SH |  | DFND | 1 | 42425 | 0 | 0 |
| FABRINET | SHS | G3323L100 |  | 1003 | 7824 | SH |  | DFND | 1 | 7824 | 0 | 0 |
| FACTSET RESH SYS INC | COM | 303075105 |  | 8238 | 20532 | SH |  | DFND | 1 | 20532 | 0 | 0 |
| FAIR ISAAC CORP | COM | 303250104 |  | 87384 | 145985 | SH |  | DFND | 1 | 145985 | 0 | 0 |
| FASTENAL CO | COM | 311900104 |  | 26099 | 551541 | SH |  | DFND | 1 | 551541 | 0 | 0 |
| FASTLY INC | NOTE 3/1 | 31188VAB6 |  | 21804 | 29910000 | PRN |  | DFND | 1 | 29910000 | 0 | 0 |
| FEDERAL RLTY INVT TR NEW | SH BEN INT | 313745101 |  | 1118 | 11066 | SH |  | DFND | 1 | 11066 | 0 | 0 |
| FEDERATED HERMES INC | CL B | 314211103 |  | 980 | 26987 | SH |  | DFND | 1 | 26987 | 0 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 12126 | 70009 | SH |  | DFND | 1 | 70009 | 0 | 0 |
| FERGUSON PLC NEW | SHS | G3421J106 |  | 7298 | 57479 | SH |  | DFND | 1 | 57479 | 0 | 0 |
| FERRARI N V | COM | N3167Y103 |  | 20791 | 97111 | SH |  | DFND | 1 | 97111 | 0 | 0 |
| FIDELITY NATIONAL FINANCIA | FNF GROUP C | 31620R303 |  | 4575 | 121618 | SH |  | DFND | 1 | 121618 | 0 | 0 |
| FIDELITY NATL INFORMATION | COM | 31620M106 |  | 48144 | 709568 | SH |  | DFND | 1 | 709568 | 0 | 0 |
| FIFTH THIRD BANCORP | COM | 316773100 |  | 14587 | 444584 | SH |  | DFND | 1 | 444584 | 0 | 0 |
| FIRST CTZNS BANCSHARES INC | CL A | 31946M103 |  | 525 | 692 | SH |  | DFND | 1 | 692 | 0 | 0 |
| FIRST HAWAIIAN INC | COM | 32051X108 |  | 681 | 26160 | SH |  | DFND | 1 | 26160 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 |  | 13098 | 534622 | SH |  | DFND | 1 | 534622 | 0 | 0 |
| FIRST REP BK SAN FRANCISCO | COM | 33616C100 |  | 58936 | 483519 | SH |  | DFND | 1 | 483519 | 0 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 11352 | 75783 | SH |  | DFND | 1 | 75783 | 0 | 0 |
| FIRSTENERGY CORP | COM | 337932107 |  | 365 | 8694 | SH |  | DFND | 1 | 8694 | 0 | 0 |
| FISERV INC | COM | 337738108 |  | 37232 | 368383 | SH |  | DFND | 1 | 368383 | 0 | 0 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 |  | 1820 | 9909 | SH |  | DFND | 1 | 9909 | 0 | 0 |
| FLEX LTD | ORD | Y2573F102 |  | 1323 | 61639 | SH |  | DFND | 1 | 61639 | 0 | 0 |
| FMC CORP | COM NEW | 302491303 |  | 4442 | 35590 | SH |  | DFND | 1 | 35590 | 0 | 0 |
| FORD MTR CO DEL | COM | 345370860 |  | 18507 | 1591275 | SH |  | DFND | 1 | 1591275 | 0 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 |  | 2823 | 3000000 | PRN |  | DFND | 1 | 3000000 | 0 | 0 |
| FORMFACTOR INC | COM | 346375108 |  | 965 | 43401 | SH |  | DFND | 1 | 43401 | 0 | 0 |
| FORTINET INC | COM | 34959E109 |  | 21933 | 448611 | SH |  | DFND | 1 | 448611 | 0 | 0 |
| FORTIS INC | COM | 349553107 |  | 22203 | 554543 | SH |  | DFND | 1 | 554543 | 0 | 0 |
| FORTIVE CORP | COM | 34959J108 |  | 22698 | 353280 | SH |  | DFND | 1 | 353280 | 0 | 0 |
| FORTUNE BRANDS INNOVATIONS | COM | 34964C106 |  | 1006 | 17609 | SH |  | DFND | 1 | 17609 | 0 | 0 |
| FORWARD AIR CORP | COM | 349853101 |  | 977 | 9318 | SH |  | DFND | 1 | 9318 | 0 | 0 |
| FOX CORP | CL A COM | 35137L105 |  | 2143 | 70561 | SH |  | DFND | 1 | 70561 | 0 | 0 |
| FOX CORP | CL B COM | 35137L204 |  | 1046 | 36782 | SH |  | DFND | 1 | 36782 | 0 | 0 |
| FRANCO NEV CORP | COM | 351858105 |  | 5514 | 40427 | SH |  | DFND | 1 | 40427 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 |  | 1024 | 38827 | SH |  | DFND | 1 | 38827 | 0 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 |  | 7496 | 197260 | SH |  | DFND | 1 | 197260 | 0 | 0 |
| FTI CONSULTING INC | COM | 302941109 |  | 962 | 6059 | SH |  | DFND | 1 | 6059 | 0 | 0 |
| FUTU HLDGS LTD | SPON ADS CL | 36118L106 |  | 560 | 13786 | SH |  | DFND | 1 | 13786 | 0 | 0 |
| GALLAGHER ARTHUR J  CO | COM | 363576109 |  | 6425 | 34080 | SH |  | DFND | 1 | 34080 | 0 | 0 |
| GARMIN LTD | SHS | H2906T109 |  | 6073 | 65801 | SH |  | DFND | 1 | 65801 | 0 | 0 |
| GARTNER INC | COM | 366651107 |  | 12203 | 36304 | SH |  | DFND | 1 | 36304 | 0 | 0 |
| GEN DIGITAL INC | COM | 668771108 |  | 13007 | 606933 | SH |  | DFND | 1 | 606933 | 0 | 0 |
| GENCO SHIPPING  TRADING L | SHS | Y2685T131 |  | 1070 | 69647 | SH |  | DFND | 1 | 69647 | 0 | 0 |
| GENERAC HLDGS INC | COM | 368736104 |  | 1219 | 12107 | SH |  | DFND | 1 | 12107 | 0 | 0 |
| GENERAL DYNAMICS CORP | COM | 369550108 |  | 7305 | 29444 | SH |  | DFND | 1 | 29444 | 0 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 |  | 12744 | 152097 | SH |  | DFND | 1 | 152097 | 0 | 0 |
| GENERAL MLS INC | COM | 370334104 |  | 34519 | 411672 | SH |  | DFND | 1 | 411672 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 |  | 16559 | 492250 | SH |  | DFND | 1 | 492250 | 0 | 0 |
| GENPACT LIMITED | SHS | G3922B107 |  | 1047 | 22595 | SH |  | DFND | 1 | 22595 | 0 | 0 |
| GENTEX CORP | COM | 371901109 |  | 1869 | 68526 | SH |  | DFND | 1 | 68526 | 0 | 0 |
| GENUINE PARTS CO | COM | 372460105 |  | 15505 | 89363 | SH |  | DFND | 1 | 89363 | 0 | 0 |
| GIBRALTAR INDS INC | COM | 374689107 |  | 945 | 20602 | SH |  | DFND | 1 | 20602 | 0 | 0 |
| GILDAN ACTIVEWEAR INC | COM | 375916103 |  | 2274 | 83002 | SH |  | DFND | 1 | 83002 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 |  | 53516 | 623362 | SH |  | DFND | 1 | 623362 | 0 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 24973 | 251444 | SH |  | DFND | 1 | 251444 | 0 | 0 |
| GLOBALFOUNDRIES INC | ORDINARY SH | G39387108 |  | 468 | 8683 | SH |  | DFND | 1 | 8683 | 0 | 0 |
| GLOBE LIFE INC | COM | 37959E102 |  | 1459 | 12100 | SH |  | DFND | 1 | 12100 | 0 | 0 |
| GLOBUS MED INC | CL A | 379577208 |  | 1048 | 14113 | SH |  | DFND | 1 | 14113 | 0 | 0 |
| GODADDY INC | CL A | 380237107 |  | 1587 | 21212 | SH |  | DFND | 1 | 21212 | 0 | 0 |
| GOLDEN OCEAN GROUP LTD | SHS NEW | G39637205 |  | 692 | 79643 | SH |  | DFND | 1 | 79643 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 29433 | 85716 | SH |  | DFND | 1 | 85716 | 0 | 0 |
| GOSSAMER BIO INC | NOTE 5.000% | 38341PAA0 |  | 2389 | 7500000 | PRN |  | DFND | 1 | 7500000 | 0 | 0 |
| GRAB HOLDINGS LIMITED | CLASS A ORD | G4124C109 |  | 9644 | 2994878 | SH |  | DFND | 1 | 2994878 | 0 | 0 |
| GRACO INC | COM | 384109104 |  | 986 | 14660 | SH |  | DFND | 1 | 14660 | 0 | 0 |
| GRAINGER W W INC | COM | 384802104 |  | 28749 | 51683 | SH |  | DFND | 1 | 51683 | 0 | 0 |
| GRAND CANYON ED INC | COM | 38526M106 |  | 981 | 9281 | SH |  | DFND | 1 | 9281 | 0 | 0 |
| GREEN BRICK PARTNERS INC | COM | 392709101 |  | 1015 | 41883 | SH |  | DFND | 1 | 41883 | 0 | 0 |
| H WORLD GROUP LTD | SPONSORED A | 44332N106 |  | 4798 | 113100 | SH |  | DFND | 1 | 113100 | 0 | 0 |
| HACKETT GROUP INC | COM | 404609109 |  | 636 | 31230 | SH |  | DFND | 1 | 31230 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 24891 | 30000000 | PRN |  | DFND | 1 | 30000000 | 0 | 0 |
| HALLIBURTON CO | COM | 406216101 |  | 44753 | 1137308 | SH |  | DFND | 1 | 1137308 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 |  | 514 | 9026 | SH |  | DFND | 1 | 9026 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% | 40637HAD1 |  | 23447 | 24100000 | PRN |  | DFND | 1 | 24100000 | 0 | 0 |
| HARTFORD FINL SVCS GROUP I | COM | 416515104 |  | 14759 | 194627 | SH |  | DFND | 1 | 194627 | 0 | 0 |
| HASBRO INC | COM | 418056107 |  | 24385 | 399696 | SH |  | DFND | 1 | 399696 | 0 | 0 |
| HAVERTY FURNITURE COS INC | COM | 419596101 |  | 970 | 32432 | SH |  | DFND | 1 | 32432 | 0 | 0 |
| HCA HEALTHCARE INC | COM | 40412C101 |  | 35910 | 149652 | SH |  | DFND | 1 | 149652 | 0 | 0 |
| HDFC BANK LTD | SPONSORED A | 40415F101 |  | 3693 | 53977 | SH |  | DFND | 1 | 53977 | 0 | 0 |
| HEALTHPEAK PROPERTIES INC | COM | 42250P103 |  | 20210 | 806126 | SH |  | DFND | 1 | 806126 | 0 | 0 |
| HEICO CORP NEW | COM | 422806109 |  | 8633 | 56188 | SH |  | DFND | 1 | 56188 | 0 | 0 |
| HEICO CORP NEW | CL A | 422806208 |  | 4858 | 40535 | SH |  | DFND | 1 | 40535 | 0 | 0 |
| HENRY JACK  ASSOC INC | COM | 426281101 |  | 47962 | 273195 | SH |  | DFND | 1 | 273195 | 0 | 0 |
| HENRY SCHEIN INC | COM | 806407102 |  | 12803 | 160293 | SH |  | DFND | 1 | 160293 | 0 | 0 |
| HERITAGE CRYSTAL CLEAN INC | COM | 42726M106 |  | 1065 | 32785 | SH |  | DFND | 1 | 32785 | 0 | 0 |
| HERSHEY CO | COM | 427866108 |  | 38158 | 164779 | SH |  | DFND | 1 | 164779 | 0 | 0 |
| HESS CORP | COM | 42809H107 |  | 29425 | 207481 | SH |  | DFND | 1 | 207481 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE | COM | 42824C109 |  | 24797 | 1553710 | SH |  | DFND | 1 | 1553710 | 0 | 0 |
| HF SINCLAIR CORP | COM | 403949100 |  | 18315 | 352966 | SH |  | DFND | 1 | 352966 | 0 | 0 |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 |  | 21435 | 169632 | SH |  | DFND | 1 | 169632 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 25948 | 346850 | SH |  | DFND | 1 | 346850 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 197352 | 624808 | SH |  | DFND | 1 | 624808 | 0 | 0 |
| HONEYWELL INTL INC | COM | 438516106 |  | 61228 | 285712 | SH |  | DFND | 1 | 285712 | 0 | 0 |
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 |  | 39082 | 343426 | SH |  | DFND | 1 | 343426 | 0 | 0 |
| HORMEL FOODS CORP | COM | 440452100 |  | 25688 | 563957 | SH |  | DFND | 1 | 563957 | 0 | 0 |
| HOST HOTELS  RESORTS INC | COM | 44107P104 |  | 1706 | 106268 | SH |  | DFND | 1 | 106268 | 0 | 0 |
| HOULIHAN LOKEY INC | CL A | 441593100 |  | 921 | 10572 | SH |  | DFND | 1 | 10572 | 0 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 |  | 12662 | 321277 | SH |  | DFND | 1 | 321277 | 0 | 0 |
| HP INC | COM | 40434L105 |  | 31918 | 1187854 | SH |  | DFND | 1 | 1187854 | 0 | 0 |
| HUBBELL INC | COM | 443510607 |  | 45944 | 195773 | SH |  | DFND | 1 | 195773 | 0 | 0 |
| HUBSPOT INC | COM | 443573100 |  | 1825 | 6313 | SH |  | DFND | 1 | 6313 | 0 | 0 |
| HUMANA INC | COM | 444859102 |  | 22500 | 43929 | SH |  | DFND | 1 | 43929 | 0 | 0 |
| HUNT J B TRANS SVCS INC | COM | 445658107 |  | 15232 | 87362 | SH |  | DFND | 1 | 87362 | 0 | 0 |
| HUNTINGTON BANCSHARES INC | COM | 446150104 |  | 16056 | 1138735 | SH |  | DFND | 1 | 1138735 | 0 | 0 |
| HUNTINGTON INGALLS INDS IN | COM | 446413106 |  | 18051 | 78251 | SH |  | DFND | 1 | 78251 | 0 | 0 |
| IAC INC | COM NEW | 44891N208 |  | 473 | 10651 | SH |  | DFND | 1 | 10651 | 0 | 0 |
| ICICI BANK LIMITED | ADR | 45104G104 |  | 3826 | 174777 | SH |  | DFND | 1 | 174777 | 0 | 0 |
| ICL GROUP LTD | SHS | M53213100 |  | 79 | 10970 | SH |  | DFND | 1 | 10970 | 0 | 0 |
| ICON PLC | SHS | G4705A100 |  | 2122 | 10922 | SH |  | DFND | 1 | 10922 | 0 | 0 |
| IDEX CORP | COM | 45167R104 |  | 26787 | 117315 | SH |  | DFND | 1 | 117315 | 0 | 0 |
| IDEXX LABS INC | COM | 45168D104 |  | 22306 | 54678 | SH |  | DFND | 1 | 54678 | 0 | 0 |
| ILLINOIS TOOL WKS INC | COM | 452308109 |  | 31444 | 142733 | SH |  | DFND | 1 | 142733 | 0 | 0 |
| ILLUMINA INC | COM | 452327109 |  | 8291 | 41003 | SH |  | DFND | 1 | 41003 | 0 | 0 |
| IMPERIAL OIL LTD | COM NEW | 453038408 |  | 1283 | 26330 | SH |  | DFND | 1 | 26330 | 0 | 0 |
| INCYTE CORP | COM | 45337C102 |  | 31122 | 387480 | SH |  | DFND | 1 | 387480 | 0 | 0 |
| INFOSYS LTD | SPONSORED A | 456788108 |  | 12289 | 682367 | SH |  | DFND | 1 | 682367 | 0 | 0 |
| INGERSOLL RAND INC | COM | 45687V106 |  | 2877 | 55064 | SH |  | DFND | 1 | 55064 | 0 | 0 |
| INGLES MKTS INC | CL A | 457030104 |  | 991 | 10271 | SH |  | DFND | 1 | 10271 | 0 | 0 |
| INSMED INC | NOTE 0.750% | 457669AB5 |  | 21324 | 26300000 | PRN |  | DFND | 1 | 26300000 | 0 | 0 |
| INSTALLED BLDG PRODS INC | COM | 45780R101 |  | 1019 | 11900 | SH |  | DFND | 1 | 11900 | 0 | 0 |
| INSULET CORP | COM | 45784P101 |  | 2755 | 9360 | SH |  | DFND | 1 | 9360 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS | NOTE 0.500% | 457985AM1 |  | 23916 | 24625000 | PRN |  | DFND | 1 | 24625000 | 0 | 0 |
| INTEL CORP | COM | 458140100 |  | 46650 | 1765036 | SH |  | DFND | 1 | 1765036 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE | COM | 45866F104 |  | 31740 | 309387 | SH |  | DFND | 1 | 309387 | 0 | 0 |
| INTERNATIONAL BUSINESS MAC | COM | 459200101 |  | 28553 | 202665 | SH |  | DFND | 1 | 202665 | 0 | 0 |
| INTERNATIONAL FLAVORS | COM | 459506101 |  | 19079 | 181979 | SH |  | DFND | 1 | 181979 | 0 | 0 |
| INTERNATIONAL PAPER CO | COM | 460146103 |  | 1969 | 56860 | SH |  | DFND | 1 | 56860 | 0 | 0 |
| INTERPUBLIC GROUP COS INC | COM | 460690100 |  | 17792 | 534125 | SH |  | DFND | 1 | 534125 | 0 | 0 |
| INTREPID POTASH INC | COM | 46121Y201 |  | 883 | 30575 | SH |  | DFND | 1 | 30575 | 0 | 0 |
| INTUIT | COM | 461202103 |  | 67769 | 174116 | SH |  | DFND | 1 | 174116 | 0 | 0 |
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 |  | 48026 | 180991 | SH |  | DFND | 1 | 180991 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 |  | 6431 | 357460 | SH |  | DFND | 1 | 357460 | 0 | 0 |
| INVITAE CORP | COM | 46185L103 |  | 77 | 41423 | SH |  | DFND | 1 | 41423 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 2933 | 98964 | SH |  | DFND | 1 | 98964 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 0.125% | 462222AB6 |  | 27255 | 30000000 | PRN |  | DFND | 1 | 30000000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 |  | 2784 | 3000000 | PRN |  | DFND | 1 | 3000000 | 0 | 0 |
| IPG PHOTONICS CORP | COM | 44980X109 |  | 1050 | 11096 | SH |  | DFND | 1 | 11096 | 0 | 0 |
| IQIYI INC | SPONSORED A | 46267X108 |  | 1110 | 209400 | SH |  | DFND | 1 | 209400 | 0 | 0 |
| IQVIA HLDGS INC | COM | 46266C105 |  | 98251 | 479529 | SH |  | DFND | 1 | 479529 | 0 | 0 |
| IRON MTN INC DEL | COM | 46284V101 |  | 10930 | 219262 | SH |  | DFND | 1 | 219262 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS I | NOTE 0.750% | 46333XAF5 |  | 3204 | 3000000 | PRN |  | DFND | 1 | 3000000 | 0 | 0 |
| ITAU UNIBANCO HLDG S A | SPON ADR RE | 465562106 |  | 77 | 16370 | SH |  | DFND | 1 | 16370 | 0 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 |  | 28407 | 34715000 | PRN |  | DFND | 1 | 34715000 | 0 | 0 |
| JABIL INC | COM | 466313103 |  | 3122 | 45781 | SH |  | DFND | 1 | 45781 | 0 | 0 |
| JACOBS SOLUTIONS INC | COM | 46982L108 |  | 2083 | 17352 | SH |  | DFND | 1 | 17352 | 0 | 0 |
| JANUS HENDERSON GROUP PLC | ORD SHS | G4474Y214 |  | 956 | 40667 | SH |  | DFND | 1 | 40667 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% | 472145AD3 |  | 19808 | 20000000 | PRN |  | DFND | 1 | 20000000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% | 472145AF8 |  | 6573 | 5500000 | PRN |  | DFND | 1 | 5500000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 1325 | 8320 | SH |  | DFND | 1 | 8320 | 0 | 0 |
| JD.COM INC | SPON ADR CL | 47215P106 |  | 31395 | 559321 | SH |  | DFND | 1 | 559321 | 0 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 |  | 3039 | 88661 | SH |  | DFND | 1 | 88661 | 0 | 0 |
| JETBLUE AIRWAYS CORP | NOTE 0.500% | 477143AP6 |  | 5948 | 8125000 | PRN |  | DFND | 1 | 8125000 | 0 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 173927 | 984585 | SH |  | DFND | 1 | 984585 | 0 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 |  | 40286 | 629470 | SH |  | DFND | 1 | 629470 | 0 | 0 |
| JOYY INC | ADS REPSTG | 46591M109 |  | 877 | 27759 | SH |  | DFND | 1 | 27759 | 0 | 0 |
| JOYY INC | NOTE 1.375% | 98426TAF3 |  | 17698 | 20000000 | PRN |  | DFND | 1 | 20000000 | 0 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 140739 | 1049505 | SH |  | DFND | 1 | 1049505 | 0 | 0 |
| JUNIPER NETWORKS INC | COM | 48203R104 |  | 13007 | 406962 | SH |  | DFND | 1 | 406962 | 0 | 0 |
| KADANT INC | COM | 48282T104 |  | 968 | 5448 | SH |  | DFND | 1 | 5448 | 0 | 0 |
| KAMAN CORP | NOTE 3.250% | 483548AF0 |  | 16034 | 17250000 | PRN |  | DFND | 1 | 17250000 | 0 | 0 |
| KANZHUN LIMITED | SPONSORED A | 48553T106 |  | 2192 | 107600 | SH |  | DFND | 1 | 107600 | 0 | 0 |
| KE HLDGS INC | SPONSORED A | 482497104 |  | 5450 | 390383 | SH |  | DFND | 1 | 390383 | 0 | 0 |
| KELLOGG CO | COM | 487836108 |  | 22485 | 315630 | SH |  | DFND | 1 | 315630 | 0 | 0 |
| KEURIG DR PEPPER INC | COM | 49271V100 |  | 18265 | 512196 | SH |  | DFND | 1 | 512196 | 0 | 0 |
| KEYCORP | COM | 493267108 |  | 10786 | 619194 | SH |  | DFND | 1 | 619194 | 0 | 0 |
| KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 |  | 7140 | 41740 | SH |  | DFND | 1 | 41740 | 0 | 0 |
| KIMBERLY-CLARK CORP | COM | 494368103 |  | 28510 | 210020 | SH |  | DFND | 1 | 210020 | 0 | 0 |
| KIMCO RLTY CORP | COM | 49446R109 |  | 1743 | 82303 | SH |  | DFND | 1 | 82303 | 0 | 0 |
| KINDER MORGAN INC DEL | COM | 49456B101 |  | 33120 | 1831885 | SH |  | DFND | 1 | 1831885 | 0 | 0 |
| KINROSS GOLD CORP | COM | 496902404 |  | 1707 | 418352 | SH |  | DFND | 1 | 418352 | 0 | 0 |
| KINSALE CAP GROUP INC | COM | 49714P108 |  | 918 | 3509 | SH |  | DFND | 1 | 3509 | 0 | 0 |
| KKR  CO INC | COM | 48251W104 |  | 19844 | 427485 | SH |  | DFND | 1 | 427485 | 0 | 0 |
| KLA CORP | COM NEW | 482480100 |  | 22016 | 58394 | SH |  | DFND | 1 | 58394 | 0 | 0 |
| KNIGHT-SWIFT TRANSN HLDGS | CL A | 499049104 |  | 15692 | 299399 | SH |  | DFND | 1 | 299399 | 0 | 0 |
| KORN FERRY | COM NEW | 500643200 |  | 943 | 18622 | SH |  | DFND | 1 | 18622 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 |  | 14632 | 359425 | SH |  | DFND | 1 | 359425 | 0 | 0 |
| KROGER CO | COM | 501044101 |  | 36064 | 808965 | SH |  | DFND | 1 | 808965 | 0 | 0 |
| KULICKE  SOFFA INDS INC | COM | 501242101 |  | 951 | 21497 | SH |  | DFND | 1 | 21497 | 0 | 0 |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 |  | 25680 | 109055 | SH |  | DFND | 1 | 109055 | 0 | 0 |
| LAKELAND FINL CORP | COM | 511656100 |  | 972 | 13324 | SH |  | DFND | 1 | 13324 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 |  | 24328 | 57882 | SH |  | DFND | 1 | 57882 | 0 | 0 |
| LAMB WESTON HLDGS INC | COM | 513272104 |  | 1756 | 19653 | SH |  | DFND | 1 | 19653 | 0 | 0 |
| LANCASTER COLONY CORP | COM | 513847103 |  | 969 | 4911 | SH |  | DFND | 1 | 4911 | 0 | 0 |
| LANDSTAR SYS INC | COM | 515098101 |  | 966 | 5929 | SH |  | DFND | 1 | 5929 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 4227 | 87944 | SH |  | DFND | 1 | 87944 | 0 | 0 |
| LATTICE SEMICONDUCTOR CORP | COM | 518415104 |  | 953 | 14682 | SH |  | DFND | 1 | 14682 | 0 | 0 |
| LAUDER ESTEE COS INC | CL A | 518439104 |  | 13060 | 52636 | SH |  | DFND | 1 | 52636 | 0 | 0 |
| LAZARD LTD | SHS A | G54050102 |  | 3090 | 89112 | SH |  | DFND | 1 | 89112 | 0 | 0 |
| LEAR CORP | COM NEW | 521865204 |  | 6837 | 55129 | SH |  | DFND | 1 | 55129 | 0 | 0 |
| LEGEND BIOTECH CORP | SPONSORED A | 52490G102 |  | 1438 | 28800 | SH |  | DFND | 1 | 28800 | 0 | 0 |
| LEIDOS HOLDINGS INC | COM | 525327102 |  | 10256 | 97502 | SH |  | DFND | 1 | 97502 | 0 | 0 |
| LEMAITRE VASCULAR INC | COM | 525558201 |  | 1006 | 21863 | SH |  | DFND | 1 | 21863 | 0 | 0 |
| LENDINGTREE INC | NOTE 0.500% | 52603BAD9 |  | 7263 | 10000000 | PRN |  | DFND | 1 | 10000000 | 0 | 0 |
| LENNAR CORP | CL A | 526057104 |  | 5585 | 61710 | SH |  | DFND | 1 | 61710 | 0 | 0 |
| LENNAR CORP | CL B | 526057302 |  | 1196 | 15991 | SH |  | DFND | 1 | 15991 | 0 | 0 |
| LEVI STRAUSS  CO NEW | CL A COM ST | 52736R102 |  | 287 | 18486 | SH |  | DFND | 1 | 18486 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 |  | 1277 | 16742 | SH |  | DFND | 1 | 16742 | 0 | 0 |
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 |  | 436 | 23048 | SH |  | DFND | 1 | 23048 | 0 | 0 |
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 |  | 742 | 38168 | SH |  | DFND | 1 | 38168 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM A SIRIU | 531229409 |  | 1113 | 28314 | SH |  | DFND | 1 | 28314 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM C SIRIU | 531229607 |  | 4545 | 116151 | SH |  | DFND | 1 | 116151 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM SER C F | 531229854 |  | 21563 | 360711 | SH |  | DFND | 1 | 360711 | 0 | 0 |
| LILLY ELI  CO | COM | 532457108 |  | 106935 | 292299 | SH |  | DFND | 1 | 292299 | 0 | 0 |
| LINCOLN ELEC HLDGS INC | COM | 533900106 |  | 994 | 6879 | SH |  | DFND | 1 | 6879 | 0 | 0 |
| LINCOLN NATL CORP IND | COM | 534187109 |  | 716 | 23293 | SH |  | DFND | 1 | 23293 | 0 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 112340 | 344411 | SH |  | DFND | 1 | 344411 | 0 | 0 |
| LIQUIDITY SVCS INC | COM | 53635B107 |  | 585 | 41573 | SH |  | DFND | 1 | 41573 | 0 | 0 |
| LITHIUM AMERS CORP | NEW NOTE 1. | 53680QAA6 |  | 10168 | 12700000 | PRN |  | DFND | 1 | 12700000 | 0 | 0 |
| LITTELFUSE INC | COM | 537008104 |  | 953 | 4326 | SH |  | DFND | 1 | 4326 | 0 | 0 |
| LIVE NATION ENTERTAINMENT | COM | 538034109 |  | 6826 | 97880 | SH |  | DFND | 1 | 97880 | 0 | 0 |
| LIVEPERSON INC | NOTE 0.750% | 538146AB7 |  | 9338 | 10000000 | PRN |  | DFND | 1 | 10000000 | 0 | 0 |
| LKQ CORP | COM | 501889208 |  | 23163 | 433682 | SH |  | DFND | 1 | 433682 | 0 | 0 |
| LOEWS CORP | COM | 540424108 |  | 9396 | 161086 | SH |  | DFND | 1 | 161086 | 0 | 0 |
| LOGITECH INTL S A | SHS | H50430232 |  | 23577 | 381920 | SH |  | DFND | 1 | 381920 | 0 | 0 |
| LOUISIANA PAC CORP | COM | 546347105 |  | 3037 | 51301 | SH |  | DFND | 1 | 51301 | 0 | 0 |
| LOWES COS INC | COM | 548661107 |  | 49443 | 248160 | SH |  | DFND | 1 | 248160 | 0 | 0 |
| LPL FINL HLDGS INC | COM | 50212V100 |  | 9627 | 44534 | SH |  | DFND | 1 | 44534 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 9004 | 1318234 | SH |  | DFND | 1 | 1318234 | 0 | 0 |
| LUFAX HOLDING LTD | ADS REP SHS | 54975P102 |  | 790 | 407300 | SH |  | DFND | 1 | 407300 | 0 | 0 |
| LULULEMON ATHLETICA INC | COM | 550021109 |  | 16962 | 52942 | SH |  | DFND | 1 | 52942 | 0 | 0 |
| LUMEN TECHNOLOGIES INC | COM | 550241103 |  | 955 | 183008 | SH |  | DFND | 1 | 183008 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% | 55024UAD1 |  | 3433 | 4000000 | PRN |  | DFND | 1 | 4000000 | 0 | 0 |
| LYONDELLBASELL INDUSTRIES | SHS - A - | N53745100 |  | 3214 | 38714 | SH |  | DFND | 1 | 38714 | 0 | 0 |
| M  T BK CORP | COM | 55261F104 |  | 3446 | 23754 | SH |  | DFND | 1 | 23754 | 0 | 0 |
| M D C HLDGS INC | COM | 552676108 |  | 1004 | 31778 | SH |  | DFND | 1 | 31778 | 0 | 0 |
| MACYS INC | COM | 55616P104 |  | 3017 | 146087 | SH |  | DFND | 1 | 146087 | 0 | 0 |
| MADDEN STEVEN LTD | COM | 556269108 |  | 961 | 30054 | SH |  | DFND | 1 | 30054 | 0 | 0 |
| MAGNA INTL INC | COM | 559222401 |  | 2058 | 36609 | SH |  | DFND | 1 | 36609 | 0 | 0 |
| MAGNITE INC | NOTE 0.250% | 55955DAB6 |  | 11514 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| MAKEMYTRIP LIMITED MAURITI | SHS | V5633W109 |  | 16324 | 592088 | SH |  | DFND | 1 | 592088 | 0 | 0 |
| MANHATTAN ASSOCIATES INC | COM | 562750109 |  | 1009 | 8314 | SH |  | DFND | 1 | 8314 | 0 | 0 |
| MANULIFE FINL CORP | COM | 56501R106 |  | 4630 | 259426 | SH |  | DFND | 1 | 259426 | 0 | 0 |
| MARATHON OIL CORP | COM | 565849106 |  | 12018 | 443949 | SH |  | DFND | 1 | 443949 | 0 | 0 |
| MARATHON PETE CORP | COM | 56585A102 |  | 50126 | 430671 | SH |  | DFND | 1 | 430671 | 0 | 0 |
| MARCUS  MILLICHAP INC | COM | 566324109 |  | 972 | 28201 | SH |  | DFND | 1 | 28201 | 0 | 0 |
| MARINEMAX INC | COM | 567908108 |  | 981 | 31423 | SH |  | DFND | 1 | 31423 | 0 | 0 |
| MARKEL CORP | COM | 570535104 |  | 4029 | 3058 | SH |  | DFND | 1 | 3058 | 0 | 0 |
| MARKETAXESS HLDGS INC | COM | 57060D108 |  | 11534 | 41358 | SH |  | DFND | 1 | 41358 | 0 | 0 |
| MARRIOTT INTL INC NEW | CL A | 571903202 |  | 11544 | 77534 | SH |  | DFND | 1 | 77534 | 0 | 0 |
| MARSH  MCLENNAN COS INC | COM | 571748102 |  | 135634 | 819642 | SH |  | DFND | 1 | 819642 | 0 | 0 |
| MARTEN TRANS LTD | COM | 573075108 |  | 961 | 48608 | SH |  | DFND | 1 | 48608 | 0 | 0 |
| MARTIN MARIETTA MATLS INC | COM | 573284106 |  | 21642 | 64035 | SH |  | DFND | 1 | 64035 | 0 | 0 |
| MARVELL TECHNOLOGY INC | COM | 573874104 |  | 11470 | 309658 | SH |  | DFND | 1 | 309658 | 0 | 0 |
| MASCO CORP | COM | 574599106 |  | 19278 | 413072 | SH |  | DFND | 1 | 413072 | 0 | 0 |
| MASIMO CORP | COM | 574795100 |  | 968 | 6545 | SH |  | DFND | 1 | 6545 | 0 | 0 |
| MASTERBRAND INC | COMMON STOC | 57638P104 |  | 133 | 17609 | SH |  | DFND | 1 | 17609 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 209957 | 603794 | SH |  | DFND | 1 | 603794 | 0 | 0 |
| MATCH GROUP INC NEW | COM | 57667L107 |  | 8193 | 197466 | SH |  | DFND | 1 | 197466 | 0 | 0 |
| MCCORMICK  CO INC | COM NON VTG | 579780206 |  | 31105 | 375261 | SH |  | DFND | 1 | 375261 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 61435 | 233125 | SH |  | DFND | 1 | 233125 | 0 | 0 |
| MCKESSON CORP | COM | 58155Q103 |  | 34019 | 90687 | SH |  | DFND | 1 | 90687 | 0 | 0 |
| MEDIFAST INC | COM | 58470H101 |  | 971 | 8418 | SH |  | DFND | 1 | 8418 | 0 | 0 |
| MEDPACE HLDGS INC | COM | 58506Q109 |  | 1020 | 4801 | SH |  | DFND | 1 | 4801 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 |  | 23272 | 299439 | SH |  | DFND | 1 | 299439 | 0 | 0 |
| MERCADOLIBRE INC | COM | 58733R102 |  | 12955 | 15309 | SH |  | DFND | 1 | 15309 | 0 | 0 |
| MERCK  CO INC | COM | 58933Y105 |  | 170896 | 1540293 | SH |  | DFND | 1 | 1540293 | 0 | 0 |
| MERIDIAN BIOSCIENCE INC | COM | 589584101 |  | 333 | 10017 | SH |  | DFND | 1 | 10017 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 74959 | 622896 | SH |  | DFND | 1 | 622896 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 8929 | 123382 | SH |  | DFND | 1 | 123382 | 0 | 0 |
| METROPOLITAN BK HLDG CORP | COM | 591774104 |  | 356 | 6075 | SH |  | DFND | 1 | 6075 | 0 | 0 |
| METTLER TOLEDO INTERNATION | COM | 592688105 |  | 16866 | 11668 | SH |  | DFND | 1 | 11668 | 0 | 0 |
| MGIC INVT CORP WIS | COM | 552848103 |  | 1000 | 76912 | SH |  | DFND | 1 | 76912 | 0 | 0 |
| MGM RESORTS INTERNATIONAL | COM | 552953101 |  | 4336 | 129326 | SH |  | DFND | 1 | 129326 | 0 | 0 |
| MGP INGREDIENTS INC | NEW COM | 55303J106 |  | 917 | 8622 | SH |  | DFND | 1 | 8622 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 22217 | 316258 | SH |  | DFND | 1 | 316258 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 25634 | 512893 | SH |  | DFND | 1 | 512893 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 965623 | 4026451 | SH |  | DFND | 1 | 4026451 | 0 | 0 |
| MID-AMER APT CMNTYS INC | COM | 59522J103 |  | 2453 | 15623 | SH |  | DFND | 1 | 15623 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% | 596278AB7 |  | 3897 | 3300000 | PRN |  | DFND | 1 | 3300000 | 0 | 0 |
| MODERNA INC | COM | 60770K107 |  | 29718 | 165449 | SH |  | DFND | 1 | 165449 | 0 | 0 |
| MOHAWK INDS INC | COM | 608190104 |  | 15893 | 155479 | SH |  | DFND | 1 | 155479 | 0 | 0 |
| MOLINA HEALTHCARE INC | COM | 60855R100 |  | 3443 | 10426 | SH |  | DFND | 1 | 10426 | 0 | 0 |
| MOLSON COORS BEVERAGE CO | CL B | 60871R209 |  | 2812 | 54579 | SH |  | DFND | 1 | 54579 | 0 | 0 |
| MONARCH CASINO  RESORT IN | COM | 609027107 |  | 961 | 12501 | SH |  | DFND | 1 | 12501 | 0 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 |  | 41568 | 623683 | SH |  | DFND | 1 | 623683 | 0 | 0 |
| MONGODB INC | CL A | 60937P106 |  | 6710 | 34087 | SH |  | DFND | 1 | 34087 | 0 | 0 |
| MONOLITHIC PWR SYS INC | COM | 609839105 |  | 6326 | 17889 | SH |  | DFND | 1 | 17889 | 0 | 0 |
| MONSTER BEVERAGE CORP NEW | COM | 61174X109 |  | 13566 | 133614 | SH |  | DFND | 1 | 133614 | 0 | 0 |
| MOODYS CORP | COM | 615369105 |  | 81960 | 294165 | SH |  | DFND | 1 | 294165 | 0 | 0 |
| MORGAN STANLEY | COM NEW | 617446448 |  | 33552 | 394631 | SH |  | DFND | 1 | 394631 | 0 | 0 |
| MOSAIC CO NEW | COM | 61945C103 |  | 2748 | 62641 | SH |  | DFND | 1 | 62641 | 0 | 0 |
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 |  | 52511 | 203760 | SH |  | DFND | 1 | 203760 | 0 | 0 |
| MSC INDL DIRECT INC | CL A | 553530106 |  | 977 | 11955 | SH |  | DFND | 1 | 11955 | 0 | 0 |
| MSCI INC | COM | 55354G100 |  | 19542 | 42011 | SH |  | DFND | 1 | 42011 | 0 | 0 |
| MUELLER INDS INC | COM | 624756102 |  | 908 | 15384 | SH |  | DFND | 1 | 15384 | 0 | 0 |
| MYR GROUP INC DEL | COM | 55405W104 |  | 1005 | 10911 | SH |  | DFND | 1 | 10911 | 0 | 0 |
| NAPCO SEC TECHNOLOGIES INC | COM | 630402105 |  | 1049 | 38173 | SH |  | DFND | 1 | 38173 | 0 | 0 |
| NASDAQ INC | COM | 631103108 |  | 17886 | 291545 | SH |  | DFND | 1 | 291545 | 0 | 0 |
| NATIONAL BEVERAGE CORP | COM | 635017106 |  | 937 | 20146 | SH |  | DFND | 1 | 20146 | 0 | 0 |
| NATURA  HLDG S A | ADS | 63884N108 |  | 1368 | 316026 | SH |  | DFND | 1 | 316026 | 0 | 0 |
| NEOGEN CORP | COM | 640491106 |  | 994 | 65276 | SH |  | DFND | 1 | 65276 | 0 | 0 |
| NETAPP INC | COM | 64110D104 |  | 1797 | 29913 | SH |  | DFND | 1 | 29913 | 0 | 0 |
| NETEASE INC | SPONSORED A | 64110W102 |  | 9743 | 134147 | SH |  | DFND | 1 | 134147 | 0 | 0 |
| NETFLIX INC | COM | 64110L106 |  | 71424 | 242213 | SH |  | DFND | 1 | 242213 | 0 | 0 |
| NEW YORK TIMES CO | CL A | 650111107 |  | 957 | 29489 | SH |  | DFND | 1 | 29489 | 0 | 0 |
| NEWELL BRANDS INC | COM | 651229106 |  | 1509 | 115386 | SH |  | DFND | 1 | 115386 | 0 | 0 |
| NEWMONT CORP | COM | 651639106 |  | 8561 | 181377 | SH |  | DFND | 1 | 181377 | 0 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 2920 | 160466 | SH |  | DFND | 1 | 160466 | 0 | 0 |
| NEWS CORP NEW | CL B | 65249B208 |  | 311 | 16874 | SH |  | DFND | 1 | 16874 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 85139 | 1018408 | SH |  | DFND | 1 | 1018408 | 0 | 0 |
| NICE LTD | NOTE 9/1 | 653656AB4 |  | 3778 | 4000000 | PRN |  | DFND | 1 | 4000000 | 0 | 0 |
| NIKE INC | CL B | 654106103 |  | 45267 | 386867 | SH |  | DFND | 1 | 386867 | 0 | 0 |
| NIO INC | SPON ADS | 62914V106 |  | 9716 | 996514 | SH |  | DFND | 1 | 996514 | 0 | 0 |
| NIO INC | NOTE 2/0 | 62914VAE6 |  | 17272 | 20000000 | PRN |  | DFND | 1 | 20000000 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 |  | 1034 | 49493 | SH |  | DFND | 1 | 49493 | 0 | 0 |
| NORDSON CORP | COM | 655663102 |  | 1362 | 5730 | SH |  | DFND | 1 | 5730 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 |  | 27486 | 111540 | SH |  | DFND | 1 | 111540 | 0 | 0 |
| NORTHERN TR CORP | COM | 665859104 |  | 4936 | 55778 | SH |  | DFND | 1 | 55778 | 0 | 0 |
| NOVOCURE LTD | ORD SHS | G6674U108 |  | 14702 | 200430 | SH |  | DFND | 1 | 200430 | 0 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 |  | 5672 | 178245 | SH |  | DFND | 1 | 178245 | 0 | 0 |
| NUCOR CORP | COM | 670346105 |  | 16105 | 122185 | SH |  | DFND | 1 | 122185 | 0 | 0 |
| NUTANIX INC | NOTE 0.250% | 67059NAH1 |  | 4438 | 5290000 | PRN |  | DFND | 1 | 5290000 | 0 | 0 |
| NUTRIEN LTD | COM | 67077M108 |  | 6287 | 86063 | SH |  | DFND | 1 | 86063 | 0 | 0 |
| NUVASIVE INC | NOTE 0.375% | 670704AJ4 |  | 22730 | 26075000 | PRN |  | DFND | 1 | 26075000 | 0 | 0 |
| NUVEI CORPORATION | SUB VTG SHS | 67079A102 |  | 4935 | 194065 | SH |  | DFND | 1 | 194065 | 0 | 0 |
| NV5 GLOBAL INC | COM | 62945V109 |  | 932 | 7040 | SH |  | DFND | 1 | 7040 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 159514 | 1091513 | SH |  | DFND | 1 | 1091513 | 0 | 0 |
| NVR INC | COM | 62944T105 |  | 10378 | 2250 | SH |  | DFND | 1 | 2250 | 0 | 0 |
| NXP SEMICONDUCTORS N V | COM | N6596X109 |  | 52239 | 330565 | SH |  | DFND | 1 | 330565 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 26409 | 419252 | SH |  | DFND | 1 | 419252 | 0 | 0 |
| OKTA INC | CL A | 679295105 |  | 7543 | 110390 | SH |  | DFND | 1 | 110390 | 0 | 0 |
| OKTA INC | NOTE 0.125% | 679295AD7 |  | 22138 | 25000000 | PRN |  | DFND | 1 | 25000000 | 0 | 0 |
| OLAPLEX HLDGS INC | COM | 679369108 |  | 1037 | 199127 | SH |  | DFND | 1 | 199127 | 0 | 0 |
| OLD DOMINION FREIGHT LINE | COM | 679580100 |  | 12925 | 45545 | SH |  | DFND | 1 | 45545 | 0 | 0 |
| OLD REP INTL CORP | COM | 680223104 |  | 1641 | 67931 | SH |  | DFND | 1 | 67931 | 0 | 0 |
| OMNICOM GROUP INC | COM | 681919106 |  | 15964 | 195708 | SH |  | DFND | 1 | 195708 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 18643 | 298905 | SH |  | DFND | 1 | 298905 | 0 | 0 |
| ONEOK INC NEW | COM | 682680103 |  | 34429 | 524033 | SH |  | DFND | 1 | 524033 | 0 | 0 |
| ONTO INNOVATION INC | COM | 683344105 |  | 902 | 13242 | SH |  | DFND | 1 | 13242 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 47255 | 578119 | SH |  | DFND | 1 | 578119 | 0 | 0 |
| OREILLY AUTOMOTIVE INC | COM | 67103H107 |  | 19696 | 23336 | SH |  | DFND | 1 | 23336 | 0 | 0 |
| ORGANON  CO | COMMON STOC | 68622V106 |  | 977 | 34980 | SH |  | DFND | 1 | 34980 | 0 | 0 |
| OTIS WORLDWIDE CORP | COM | 68902V107 |  | 63001 | 804508 | SH |  | DFND | 1 | 804508 | 0 | 0 |
| OVINTIV INC | COM | 69047Q102 |  | 15711 | 309826 | SH |  | DFND | 1 | 309826 | 0 | 0 |
| OWENS CORNING NEW | COM | 690742101 |  | 11710 | 137285 | SH |  | DFND | 1 | 137285 | 0 | 0 |
| PACCAR INC | COM | 693718108 |  | 11843 | 119659 | SH |  | DFND | 1 | 119659 | 0 | 0 |
| PACKAGING CORP AMER | COM | 695156109 |  | 2579 | 20166 | SH |  | DFND | 1 | 20166 | 0 | 0 |
| PALANTIR TECHNOLOGIES INC | CL A | 69608A108 |  | 1581 | 246339 | SH |  | DFND | 1 | 246339 | 0 | 0 |
| PALO ALTO NETWORKS INC | COM | 697435105 |  | 7217 | 51721 | SH |  | DFND | 1 | 51721 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.375% | 697435AF2 |  | 29462 | 20000000 | PRN |  | DFND | 1 | 20000000 | 0 | 0 |
| PAN AMERN SILVER CORP | COM | 697900108 |  | 164 | 10051 | SH |  | DFND | 1 | 10051 | 0 | 0 |
| PARAMOUNT GLOBAL | CLASS B COM | 92556H206 |  | 10999 | 651580 | SH |  | DFND | 1 | 651580 | 0 | 0 |
| PARKER-HANNIFIN CORP | COM | 701094104 |  | 12173 | 41832 | SH |  | DFND | 1 | 41832 | 0 | 0 |
| PATHWARD FINANCIAL INC | COM | 59100U108 |  | 321 | 7463 | SH |  | DFND | 1 | 7463 | 0 | 0 |
| PAYCHEX INC | COM | 704326107 |  | 29367 | 254127 | SH |  | DFND | 1 | 254127 | 0 | 0 |
| PAYCOM SOFTWARE INC | COM | 70432V102 |  | 5977 | 19261 | SH |  | DFND | 1 | 19261 | 0 | 0 |
| PAYLOCITY HLDG CORP | COM | 70438V106 |  | 2605 | 13412 | SH |  | DFND | 1 | 13412 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 |  | 79440 | 1115413 | SH |  | DFND | 1 | 1115413 | 0 | 0 |
| PDC ENERGY INC | COM | 69327R101 |  | 3077 | 48474 | SH |  | DFND | 1 | 48474 | 0 | 0 |
| PEMBINA PIPELINE CORP | COM | 706327103 |  | 3514 | 103458 | SH |  | DFND | 1 | 103458 | 0 | 0 |
| PENTAIR PLC | SHS | G7S00T104 |  | 7988 | 177580 | SH |  | DFND | 1 | 177580 | 0 | 0 |
| PEPSICO INC | COM | 713448108 |  | 112687 | 623750 | SH |  | DFND | 1 | 623750 | 0 | 0 |
| PERDOCEO ED CORP | COM | 71363P106 |  | 993 | 71422 | SH |  | DFND | 1 | 71422 | 0 | 0 |
| PERFICIENT INC | COM | 71375U101 |  | 997 | 14273 | SH |  | DFND | 1 | 14273 | 0 | 0 |
| PERKINELMER INC | COM | 714046109 |  | 19061 | 135936 | SH |  | DFND | 1 | 135936 | 0 | 0 |
| PETMED EXPRESS INC | COM | 716382106 |  | 935 | 52844 | SH |  | DFND | 1 | 52844 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 116055 | 2264933 | SH |  | DFND | 1 | 2264933 | 0 | 0 |
| PG CORP | COM | 69331C108 |  | 15845 | 974455 | SH |  | DFND | 1 | 974455 | 0 | 0 |
| PHILIP MORRIS INTL INC | COM | 718172109 |  | 21312 | 210574 | SH |  | DFND | 1 | 210574 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 |  | 37510 | 360392 | SH |  | DFND | 1 | 360392 | 0 | 0 |
| PHOTRONICS INC | COM | 719405102 |  | 936 | 55600 | SH |  | DFND | 1 | 55600 | 0 | 0 |
| PINDUODUO INC | SPONSORED A | 722304102 |  | 24099 | 295515 | SH |  | DFND | 1 | 295515 | 0 | 0 |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 |  | 27780 | 30000000 | PRN |  | DFND | 1 | 30000000 | 0 | 0 |
| PINTEREST INC | CL A | 72352L106 |  | 3169 | 130526 | SH |  | DFND | 1 | 130526 | 0 | 0 |
| PIONEER NAT RES CO | COM | 723787107 |  | 11948 | 52313 | SH |  | DFND | 1 | 52313 | 0 | 0 |
| PLUG POWER INC | COM NEW | 72919P202 |  | 871 | 70384 | SH |  | DFND | 1 | 70384 | 0 | 0 |
| PNC FINL SVCS GROUP INC | COM | 693475105 |  | 44574 | 282221 | SH |  | DFND | 1 | 282221 | 0 | 0 |
| POOL CORP | COM | 73278L105 |  | 24004 | 79398 | SH |  | DFND | 1 | 79398 | 0 | 0 |
| POWER INTEGRATIONS INC | COM | 739276103 |  | 967 | 13482 | SH |  | DFND | 1 | 13482 | 0 | 0 |
| PPG INDS INC | COM | 693506107 |  | 15974 | 127040 | SH |  | DFND | 1 | 127040 | 0 | 0 |
| PPL CORP | COM | 69351T106 |  | 318 | 10873 | SH |  | DFND | 1 | 10873 | 0 | 0 |
| PRA GROUP INC | NOTE 3.500% | 69354NAB2 |  | 9984 | 10000000 | PRN |  | DFND | 1 | 10000000 | 0 | 0 |
| PREFERRED BK LOS ANGELES C | COM NEW | 740367404 |  | 1019 | 13650 | SH |  | DFND | 1 | 13650 | 0 | 0 |
| PRICE T ROWE GROUP INC | COM | 74144T108 |  | 9555 | 87613 | SH |  | DFND | 1 | 87613 | 0 | 0 |
| PRINCIPAL FINANCIAL GROUP | COM | 74251V102 |  | 8664 | 103241 | SH |  | DFND | 1 | 103241 | 0 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 129341 | 853395 | SH |  | DFND | 1 | 853395 | 0 | 0 |
| PROGRESSIVE CORP | COM | 743315103 |  | 34007 | 262181 | SH |  | DFND | 1 | 262181 | 0 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 58892 | 522417 | SH |  | DFND | 1 | 522417 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 1.000% | 74346YAH6 |  | 9250 | 10000000 | PRN |  | DFND | 1 | 10000000 | 0 | 0 |
| PROTO LABS INC | COM | 743713109 |  | 1026 | 40188 | SH |  | DFND | 1 | 40188 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 |  | 25587 | 257261 | SH |  | DFND | 1 | 257261 | 0 | 0 |
| PTC INC | COM | 69370C100 |  | 50872 | 423790 | SH |  | DFND | 1 | 423790 | 0 | 0 |
| PUBLIC STORAGE | COM | 74460D109 |  | 15092 | 53863 | SH |  | DFND | 1 | 53863 | 0 | 0 |
| PUBLIC SVC ENTERPRISE GRP | COM | 744573106 |  | 43095 | 703370 | SH |  | DFND | 1 | 703370 | 0 | 0 |
| PUBMATIC INC | COM CL A | 74467Q103 |  | 901 | 70319 | SH |  | DFND | 1 | 70319 | 0 | 0 |
| PULTE GROUP INC | COM | 745867101 |  | 1423 | 31254 | SH |  | DFND | 1 | 31254 | 0 | 0 |
| QIAGEN NV | SHS NEW | N72482123 |  | 8348 | 166058 | SH |  | DFND | 1 | 166058 | 0 | 0 |
| QORVO INC | COM | 74736K101 |  | 2217 | 24463 | SH |  | DFND | 1 | 24463 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 48875 | 444557 | SH |  | DFND | 1 | 444557 | 0 | 0 |
| QUALYS INC | COM | 74758T303 |  | 952 | 8485 | SH |  | DFND | 1 | 8485 | 0 | 0 |
| QUANEX BLDG PRODS CORP | COM | 747619104 |  | 336 | 14192 | SH |  | DFND | 1 | 14192 | 0 | 0 |
| QUANTA SVCS INC | COM | 74762E102 |  | 25522 | 179105 | SH |  | DFND | 1 | 179105 | 0 | 0 |
| QUEST DIAGNOSTICS INC | COM | 74834L100 |  | 29529 | 188756 | SH |  | DFND | 1 | 188756 | 0 | 0 |
| RADIAN GROUP INC | COM | 750236101 |  | 1016 | 53290 | SH |  | DFND | 1 | 53290 | 0 | 0 |
| RAYMOND JAMES FINL INC | COM | 754730109 |  | 10320 | 96582 | SH |  | DFND | 1 | 96582 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 |  | 80870 | 801329 | SH |  | DFND | 1 | 801329 | 0 | 0 |
| REALTY INCOME CORP | COM | 756109104 |  | 6815 | 107442 | SH |  | DFND | 1 | 107442 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 4.750% | 758075AC9 |  | 8288 | 8500000 | PRN |  | DFND | 1 | 8500000 | 0 | 0 |
| REGENCY CTRS CORP | COM | 758849103 |  | 5042 | 80667 | SH |  | DFND | 1 | 80667 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 |  | 26598 | 36865 | SH |  | DFND | 1 | 36865 | 0 | 0 |
| REGIONS FINANCIAL CORP NEW | COM | 7591EP100 |  | 28236 | 1309628 | SH |  | DFND | 1 | 1309628 | 0 | 0 |
| RELIANCE STEEL  ALUMINUM | COM | 759509102 |  | 4145 | 20477 | SH |  | DFND | 1 | 20477 | 0 | 0 |
| RENAISSANCERE HLDGS LTD | COM | G7496G103 |  | 1074 | 5831 | SH |  | DFND | 1 | 5831 | 0 | 0 |
| REPUBLIC SVCS INC | COM | 760759100 |  | 23549 | 182563 | SH |  | DFND | 1 | 182563 | 0 | 0 |
| RESMED INC | COM | 761152107 |  | 14797 | 71094 | SH |  | DFND | 1 | 71094 | 0 | 0 |
| RESOURCES CONNECTION INC | COM | 76122Q105 |  | 970 | 52795 | SH |  | DFND | 1 | 52795 | 0 | 0 |
| RESTAURANT BRANDS INTL INC | COM | 76131D103 |  | 2890 | 44653 | SH |  | DFND | 1 | 44653 | 0 | 0 |
| REVANCE THERAPEUTICS INC | NOTE 1.750% | 761330AB5 |  | 23966 | 26250000 | PRN |  | DFND | 1 | 26250000 | 0 | 0 |
| REVOLVE GROUP INC | CL A | 76156B107 |  | 872 | 39161 | SH |  | DFND | 1 | 39161 | 0 | 0 |
| REX AMERICAN RES CORP | COM | 761624105 |  | 1030 | 32331 | SH |  | DFND | 1 | 32331 | 0 | 0 |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 |  | 12980 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| RITCHIE BROS AUCTIONEERS | COM | 767744105 |  | 10107 | 174880 | SH |  | DFND | 1 | 174880 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 |  | 1302 | 70659 | SH |  | DFND | 1 | 70659 | 0 | 0 |
| ROBERT HALF INTL INC | COM | 770323103 |  | 24860 | 336723 | SH |  | DFND | 1 | 336723 | 0 | 0 |
| ROBLOX CORP | CL A | 771049103 |  | 1812 | 63657 | SH |  | DFND | 1 | 63657 | 0 | 0 |
| ROCKWELL AUTOMATION INC | COM | 773903109 |  | 4191 | 16270 | SH |  | DFND | 1 | 16270 | 0 | 0 |
| ROGERS COMMUNICATIONS INC | CL B | 775109200 |  | 7244 | 154694 | SH |  | DFND | 1 | 154694 | 0 | 0 |
| ROKU INC | COM CL A | 77543R102 |  | 6711 | 164889 | SH |  | DFND | 1 | 164889 | 0 | 0 |
| ROLLINS INC | COM | 775711104 |  | 2355 | 64449 | SH |  | DFND | 1 | 64449 | 0 | 0 |
| ROPER TECHNOLOGIES INC | COM | 776696106 |  | 20057 | 46419 | SH |  | DFND | 1 | 46419 | 0 | 0 |
| ROSS STORES INC | COM | 778296103 |  | 9283 | 79979 | SH |  | DFND | 1 | 79979 | 0 | 0 |
| ROYAL BK CDA SUSTAINABL | COM | 780087102 |  | 39948 | 424647 | SH |  | DFND | 1 | 424647 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 |  | 14670 | 296793 | SH |  | DFND | 1 | 296793 | 0 | 0 |
| ROYALTY PHARMA PLC | SHS CLASS A | G7709Q104 |  | 1975 | 49969 | SH |  | DFND | 1 | 49969 | 0 | 0 |
| RPM INTL INC | COM | 749685103 |  | 4460 | 45763 | SH |  | DFND | 1 | 45763 | 0 | 0 |
| RXO INC | COMMON STOC | 74982T103 |  | 232 | 13478 | SH |  | DFND | 1 | 13478 | 0 | 0 |
| RYDER SYS INC | COM | 783549108 |  | 3082 | 36883 | SH |  | DFND | 1 | 36883 | 0 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 74373 | 222048 | SH |  | DFND | 1 | 222048 | 0 | 0 |
| SAIA INC | COM | 78709Y105 |  | 917 | 4371 | SH |  | DFND | 1 | 4371 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 55672 | 419882 | SH |  | DFND | 1 | 419882 | 0 | 0 |
| SANFILIPPO JOHN B  SON IN | COM | 800422107 |  | 970 | 11934 | SH |  | DFND | 1 | 11934 | 0 | 0 |
| SAPIENS INTL CORP N V | SHS | G7T16G103 |  | 1000 | 54100 | SH |  | DFND | 1 | 54100 | 0 | 0 |
| SBA COMMUNICATIONS CORP NE | CL A | 78410G104 |  | 20925 | 74650 | SH |  | DFND | 1 | 74650 | 0 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 31114 | 582014 | SH |  | DFND | 1 | 582014 | 0 | 0 |
| SCHNEIDER NATIONAL INC | CL B | 80689H102 |  | 3966 | 169469 | SH |  | DFND | 1 | 169469 | 0 | 0 |
| SCHWAB CHARLES CORP | COM | 808513105 |  | 39118 | 469826 | SH |  | DFND | 1 | 469826 | 0 | 0 |
| SEA LTD | SPONSORD AD | 81141R100 |  | 37385 | 718524 | SH |  | DFND | 1 | 718524 | 0 | 0 |
| SEA LTD | NOTE 2.375% | 81141RAF7 |  | 17199 | 17500000 | PRN |  | DFND | 1 | 17500000 | 0 | 0 |
| SEAGATE TECHNOLOGY HLDNGS | ORD SHS | G7997R103 |  | 2463 | 46817 | SH |  | DFND | 1 | 46817 | 0 | 0 |
| SEAGEN INC | COM | 81181C104 |  | 4607 | 35852 | SH |  | DFND | 1 | 35852 | 0 | 0 |
| SEALED AIR CORP NEW | COM | 81211K100 |  | 5471 | 109679 | SH |  | DFND | 1 | 109679 | 0 | 0 |
| SEI INVTS CO | COM | 784117103 |  | 2059 | 35313 | SH |  | DFND | 1 | 35313 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHC | 81369Y209 |  | 23882 | 175800 | SH |  | DFND | 1 | 175800 | 0 | 0 |
| SEMPRA | COM | 816851109 |  | 21386 | 138384 | SH |  | DFND | 1 | 138384 | 0 | 0 |
| SEMTECH CORP | COM | 816850101 |  | 1012 | 35264 | SH |  | DFND | 1 | 35264 | 0 | 0 |
| SENSATA TECHNOLOGIES HLDG | SHS | G8060N102 |  | 853 | 21136 | SH |  | DFND | 1 | 21136 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 17182 | 44252 | SH |  | DFND | 1 | 44252 | 0 | 0 |
| SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 |  | 2776 | 96305 | SH |  | DFND | 1 | 96305 | 0 | 0 |
| SHERWIN WILLIAMS CO | COM | 824348106 |  | 17458 | 73562 | SH |  | DFND | 1 | 73562 | 0 | 0 |
| SHOPIFY INC | CL A | 82509L107 |  | 5389 | 155119 | SH |  | DFND | 1 | 155119 | 0 | 0 |
| SHUTTERSTOCK INC | COM | 825690100 |  | 1020 | 19346 | SH |  | DFND | 1 | 19346 | 0 | 0 |
| SIGNATURE BK NEW YORK N Y | COM | 82669G104 |  | 1302 | 11304 | SH |  | DFND | 1 | 11304 | 0 | 0 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 |  | 5212 | 44367 | SH |  | DFND | 1 | 44367 | 0 | 0 |
| SIMPSON MFG INC | COM | 829073105 |  | 965 | 10882 | SH |  | DFND | 1 | 10882 | 0 | 0 |
| SIMULATIONS PLUS INC | COM | 829214105 |  | 932 | 25496 | SH |  | DFND | 1 | 25496 | 0 | 0 |
| SIRIUS XM HOLDINGS INC | COM | 82968B103 |  | 6978 | 1194782 | SH |  | DFND | 1 | 1194782 | 0 | 0 |
| SITIO ROYALTIES CORP | CLASS A COM | 82983N108 |  | 969 | 33590 | SH |  | DFND | 1 | 33590 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 |  | 21795 | 239167 | SH |  | DFND | 1 | 239167 | 0 | 0 |
| SMITH A O CORP | COM | 831865209 |  | 1121 | 19581 | SH |  | DFND | 1 | 19581 | 0 | 0 |
| SMUCKER J M CO | COM NEW | 832696405 |  | 16768 | 105817 | SH |  | DFND | 1 | 105817 | 0 | 0 |
| SNAP INC | CL A | 83304A106 |  | 1975 | 220629 | SH |  | DFND | 1 | 220629 | 0 | 0 |
| SNAP ON INC | COM | 833034101 |  | 4026 | 17622 | SH |  | DFND | 1 | 17622 | 0 | 0 |
| SNOWFLAKE INC | CL A | 833445109 |  | 19456 | 135542 | SH |  | DFND | 1 | 135542 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 |  | 6465 | 22822 | SH |  | DFND | 1 | 22822 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 |  | 5620 | 4500000 | PRN |  | DFND | 1 | 4500000 | 0 | 0 |
| SOUTHERN CO | COM | 842587107 |  | 1134 | 15885 | SH |  | DFND | 1 | 15885 | 0 | 0 |
| SOUTHERN COPPER CORP | COM | 84265V105 |  | 3714 | 61505 | SH |  | DFND | 1 | 61505 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 1864 | 55362 | SH |  | DFND | 1 | 55362 | 0 | 0 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 |  | 1447 | 247266 | SH |  | DFND | 1 | 247266 | 0 | 0 |
| SPLUNK INC | COM | 848637104 |  | 13335 | 154893 | SH |  | DFND | 1 | 154893 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% | 848637AD6 |  | 3285 | 3500000 | PRN |  | DFND | 1 | 3500000 | 0 | 0 |
| SPLUNK INC | NOTE 1.125% | 848637AF1 |  | 4998 | 5930000 | PRN |  | DFND | 1 | 5930000 | 0 | 0 |
| SPOTIFY TECHNOLOGY S A | SHS | L8681T102 |  | 1499 | 18983 | SH |  | DFND | 1 | 18983 | 0 | 0 |
| SPS COMM INC | COM | 78463M107 |  | 982 | 7644 | SH |  | DFND | 1 | 7644 | 0 | 0 |
| SS TECHNOLOGIES HLDGS IN | COM | 78467J100 |  | 9680 | 185937 | SH |  | DFND | 1 | 185937 | 0 | 0 |
| SSR MNG INC | NOTE 2.500% | 784730AB9 |  | 5608 | 4975000 | PRN |  | DFND | 1 | 4975000 | 0 | 0 |
| STAAR SURGICAL CO | COM PAR $0. | 852312305 |  | 860 | 17715 | SH |  | DFND | 1 | 17715 | 0 | 0 |
| STANLEY BLACK  DECKER INC | COM | 854502101 |  | 3543 | 47158 | SH |  | DFND | 1 | 47158 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 |  | 50595 | 510032 | SH |  | DFND | 1 | 510032 | 0 | 0 |
| STATE STR CORP | COM | 857477103 |  | 33973 | 437960 | SH |  | DFND | 1 | 437960 | 0 | 0 |
| STEEL DYNAMICS INC | COM | 858119100 |  | 23814 | 243743 | SH |  | DFND | 1 | 243743 | 0 | 0 |
| STELLANTIS N.V | SHS | N82405106 |  | 27483 | 1938055 | SH |  | DFND | 1 | 1938055 | 0 | 0 |
| STERIS PLC | SHS USD | G8473T100 |  | 21623 | 117079 | SH |  | DFND | 1 | 117079 | 0 | 0 |
| STEWART INFORMATION SVCS C | COM | 860372101 |  | 1022 | 23906 | SH |  | DFND | 1 | 23906 | 0 | 0 |
| STRYKER CORPORATION | COM | 863667101 |  | 31574 | 129141 | SH |  | DFND | 1 | 129141 | 0 | 0 |
| SUN CMNTYS INC | COM | 866674104 |  | 2760 | 19301 | SH |  | DFND | 1 | 19301 | 0 | 0 |
| SUN LIFE FINANCIAL INC. | COM | 866796105 |  | 22235 | 478736 | SH |  | DFND | 1 | 478736 | 0 | 0 |
| SUNCOR ENERGY INC NEW | COM | 867224107 |  | 5894 | 185701 | SH |  | DFND | 1 | 185701 | 0 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250% | 86745KAF1 |  | 22809 | 29400000 | PRN |  | DFND | 1 | 29400000 | 0 | 0 |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 |  | 26146 | 36650000 | PRN |  | DFND | 1 | 36650000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% | 868459AD0 |  | 12012 | 12300000 | PRN |  | DFND | 1 | 12300000 | 0 | 0 |
| SVB FINANCIAL GROUP | COM | 78486Q101 |  | 2852 | 12392 | SH |  | DFND | 1 | 12392 | 0 | 0 |
| SYNCHRONY FINANCIAL | COM | 87165B103 |  | 5168 | 157284 | SH |  | DFND | 1 | 157284 | 0 | 0 |
| SYNOPSYS INC | COM | 871607107 |  | 26079 | 81677 | SH |  | DFND | 1 | 81677 | 0 | 0 |
| SYSCO CORP | COM | 871829107 |  | 9593 | 125478 | SH |  | DFND | 1 | 125478 | 0 | 0 |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% | 873379AA9 |  | 11577 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| TAIWAN SEMICONDUCTOR MFG L | SPONSORED A | 874039100 |  | 12983 | 174291 | SH |  | DFND | 1 | 174291 | 0 | 0 |
| TAKE-TWO INTERACTIVE SOFTW | COM | 874054109 |  | 26302 | 252588 | SH |  | DFND | 1 | 252588 | 0 | 0 |
| TAL EDUCATION GROUP | SPONSORED A | 874080104 |  | 1878 | 266451 | SH |  | DFND | 1 | 266451 | 0 | 0 |
| TARGA RES CORP | COM | 87612G101 |  | 13929 | 189509 | SH |  | DFND | 1 | 189509 | 0 | 0 |
| TARGET CORP | COM | 87612E106 |  | 50206 | 336861 | SH |  | DFND | 1 | 336861 | 0 | 0 |
| TAYLOR MORRISON HOME CORP | COM | 87724P106 |  | 1038 | 34208 | SH |  | DFND | 1 | 34208 | 0 | 0 |
| TC ENERGY CORP | COM | 87807B107 |  | 34049 | 853550 | SH |  | DFND | 1 | 853550 | 0 | 0 |
| TE CONNECTIVITY LTD | SHS | H84989104 |  | 7625 | 66416 | SH |  | DFND | 1 | 66416 | 0 | 0 |
| TECK RESOURCES LTD | CL B | 878742204 |  | 12434 | 328819 | SH |  | DFND | 1 | 328819 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% | 87918AAF2 |  | 211 | 275000 | PRN |  | DFND | 1 | 275000 | 0 | 0 |
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 |  | 24100 | 60263 | SH |  | DFND | 1 | 60263 | 0 | 0 |
| TELEFLEX INCORPORATED | COM | 879369106 |  | 4959 | 19866 | SH |  | DFND | 1 | 19866 | 0 | 0 |
| TELEFONICA BRASIL SA | NEW ADR | 87936R205 |  | 9088 | 1271095 | SH |  | DFND | 1 | 1271095 | 0 | 0 |
| TELUS CORPORATION | COM | 87971M103 |  | 26656 | 1380462 | SH |  | DFND | 1 | 1380462 | 0 | 0 |
| TENCENT MUSIC ENTMT GROUP | SPON ADS | 88034P109 |  | 3481 | 420359 | SH |  | DFND | 1 | 420359 | 0 | 0 |
| TERADYNE INC | COM | 880770102 |  | 3498 | 40045 | SH |  | DFND | 1 | 40045 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 135912 | 1103358 | SH |  | DFND | 1 | 1103358 | 0 | 0 |
| TETRA TECH INC NEW | COM | 88162G103 |  | 1464 | 10082 | SH |  | DFND | 1 | 10082 | 0 | 0 |
| TEXAS INSTRS INC | COM | 882508104 |  | 66374 | 401728 | SH |  | DFND | 1 | 401728 | 0 | 0 |
| TEXAS PACIFIC LAND CORPORA | COM | 88262P102 |  | 1102 | 470 | SH |  | DFND | 1 | 470 | 0 | 0 |
| TFI INTL INC | COM | 87241L109 |  | 811 | 8092 | SH |  | DFND | 1 | 8092 | 0 | 0 |
| THE TRADE DESK INC | COM CL A | 88339J105 |  | 7131 | 159062 | SH |  | DFND | 1 | 159062 | 0 | 0 |
| THERMO FISHER SCIENTIFIC I | COM | 883556102 |  | 128187 | 232776 | SH |  | DFND | 1 | 232776 | 0 | 0 |
| THOMSON REUTERS CORP. | COM NEW | 884903709 |  | 2561 | 22434 | SH |  | DFND | 1 | 22434 | 0 | 0 |
| THOR INDS INC | COM | 885160101 |  | 3850 | 50996 | SH |  | DFND | 1 | 50996 | 0 | 0 |
| TIMKENSTEEL CORPORATION | COM | 887399103 |  | 996 | 54831 | SH |  | DFND | 1 | 54831 | 0 | 0 |
| TJX COS INC NEW | COM | 872540109 |  | 35858 | 450474 | SH |  | DFND | 1 | 450474 | 0 | 0 |
| T-MOBILE US INC | COM | 872590104 |  | 58974 | 421241 | SH |  | DFND | 1 | 421241 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 |  | 1859 | 37248 | SH |  | DFND | 1 | 37248 | 0 | 0 |
| TOPBUILD CORP | COM | 89055F103 |  | 1019 | 6511 | SH |  | DFND | 1 | 6511 | 0 | 0 |
| TORONTO DOMINION BK ONT | COM NEW | 891160509 |  | 45757 | 706262 | SH |  | DFND | 1 | 706262 | 0 | 0 |
| TRACTOR SUPPLY CO | COM | 892356106 |  | 34851 | 154915 | SH |  | DFND | 1 | 154915 | 0 | 0 |
| TRADEWEB MKTS INC | CL A | 892672106 |  | 1062 | 16358 | SH |  | DFND | 1 | 16358 | 0 | 0 |
| TRANE TECHNOLOGIES PLC | SHS | G8994E103 |  | 38925 | 231572 | SH |  | DFND | 1 | 231572 | 0 | 0 |
| TRANSDIGM GROUP INC | COM | 893641100 |  | 18863 | 29958 | SH |  | DFND | 1 | 29958 | 0 | 0 |
| TRANSUNION | COM | 89400J107 |  | 4143 | 73000 | SH |  | DFND | 1 | 73000 | 0 | 0 |
| TRAVELERS COMPANIES INC | COM | 89417E109 |  | 46450 | 247747 | SH |  | DFND | 1 | 247747 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | NOTE 2.250% | 89422GAA5 |  | 13626 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| TREX CO INC | COM | 89531P105 |  | 1123 | 26520 | SH |  | DFND | 1 | 26520 | 0 | 0 |
| TRIMBLE INC | COM | 896239100 |  | 30666 | 606533 | SH |  | DFND | 1 | 606533 | 0 | 0 |
| TRIP COM GROUP LTD | ADS | 89677Q107 |  | 10996 | 319649 | SH |  | DFND | 1 | 319649 | 0 | 0 |
| TRUIST FINL CORP | COM | 89832Q109 |  | 30163 | 700987 | SH |  | DFND | 1 | 700987 | 0 | 0 |
| TWILIO INC | CL A | 90138F102 |  | 4144 | 84634 | SH |  | DFND | 1 | 84634 | 0 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 |  | 3855 | 11957 | SH |  | DFND | 1 | 11957 | 0 | 0 |
| TYSON FOODS INC | CL A | 902494103 |  | 4587 | 73693 | SH |  | DFND | 1 | 73693 | 0 | 0 |
| U HAUL HOLDING COMPANY | COM | 023586100 |  | 3152 | 52372 | SH |  | DFND | 1 | 52372 | 0 | 0 |
| U S PHYSICAL THERAPY | COM | 90337L108 |  | 949 | 11712 | SH |  | DFND | 1 | 11712 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 |  | 18012 | 728353 | SH |  | DFND | 1 | 728353 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 |  | 26813 | 32000000 | PRN |  | DFND | 1 | 32000000 | 0 | 0 |
| UBIQUITI INC | COM | 90353W103 |  | 226 | 827 | SH |  | DFND | 1 | 827 | 0 | 0 |
| UBS GROUP AG | SHS | H42097107 |  | 106836 | 5737956 | SH |  | DFND | 1 | 5737956 | 0 | 0 |
| UDR INC | COM | 902653104 |  | 3062 | 79071 | SH |  | DFND | 1 | 79071 | 0 | 0 |
| UFP INDUSTRIES INC | COM | 90278Q108 |  | 994 | 12544 | SH |  | DFND | 1 | 12544 | 0 | 0 |
| UGI CORP NEW | COM | 902681105 |  | 13410 | 361752 | SH |  | DFND | 1 | 361752 | 0 | 0 |
| UIPATH INC | CL A | 90364P105 |  | 651 | 51221 | SH |  | DFND | 1 | 51221 | 0 | 0 |
| ULTA BEAUTY INC | COM | 90384S303 |  | 17033 | 36312 | SH |  | DFND | 1 | 36312 | 0 | 0 |
| UNION PAC CORP | COM | 907818108 |  | 92140 | 444970 | SH |  | DFND | 1 | 444970 | 0 | 0 |
| UNITED AIRLS HLDGS INC | COM | 910047109 |  | 417 | 11056 | SH |  | DFND | 1 | 11056 | 0 | 0 |
| UNITED MICROELECTRONICS CO | SPON ADR NE | 910873405 |  | 90 | 13807 | SH |  | DFND | 1 | 13807 | 0 | 0 |
| UNITED PARCEL SERVICE INC | CL B | 911312106 |  | 54601 | 314090 | SH |  | DFND | 1 | 314090 | 0 | 0 |
| UNITED RENTALS INC | COM | 911363109 |  | 18067 | 50834 | SH |  | DFND | 1 | 50834 | 0 | 0 |
| UNITED STATES STL CORP NEW | COM | 912909108 |  | 3144 | 125496 | SH |  | DFND | 1 | 125496 | 0 | 0 |
| UNITED THERAPEUTICS CORP D | COM | 91307C102 |  | 3254 | 11703 | SH |  | DFND | 1 | 11703 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 388085 | 731988 | SH |  | DFND | 1 | 731988 | 0 | 0 |
| UNITY SOFTWARE INC | COM | 91332U101 |  | 4212 | 147336 | SH |  | DFND | 1 | 147336 | 0 | 0 |
| UNIVERSAL DISPLAY CORP | COM | 91347P105 |  | 971 | 8984 | SH |  | DFND | 1 | 8984 | 0 | 0 |
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 |  | 1780 | 12634 | SH |  | DFND | 1 | 12634 | 0 | 0 |
| US BANCORP DEL | COM NEW | 902973304 |  | 36242 | 831057 | SH |  | DFND | 1 | 831057 | 0 | 0 |
| USANA HEALTH SCIENCES INC | COM | 90328M107 |  | 993 | 18659 | SH |  | DFND | 1 | 18659 | 0 | 0 |
| V F CORP | COM | 918204108 |  | 1615 | 58476 | SH |  | DFND | 1 | 58476 | 0 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 |  | 4439 | 18625 | SH |  | DFND | 1 | 18625 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 |  | 34079 | 268635 | SH |  | DFND | 1 | 268635 | 0 | 0 |
| VEEVA SYS INC | CL A COM | 922475108 |  | 17071 | 105780 | SH |  | DFND | 1 | 105780 | 0 | 0 |
| VENTAS INC | COM | 92276F100 |  | 24108 | 535138 | SH |  | DFND | 1 | 535138 | 0 | 0 |
| VERISIGN INC | COM | 92343E102 |  | 16922 | 82368 | SH |  | DFND | 1 | 82368 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 |  | 5994 | 33978 | SH |  | DFND | 1 | 33978 | 0 | 0 |
| VERITONE INC | NOTE 1.750% | 92347MAB6 |  | 4820 | 8000000 | PRN |  | DFND | 1 | 8000000 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 |  | 71295 | 1809509 | SH |  | DFND | 1 | 1809509 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 |  | 43970 | 152261 | SH |  | DFND | 1 | 152261 | 0 | 0 |
| VIATRIS INC | COM | 92556V106 |  | 9353 | 840334 | SH |  | DFND | 1 | 840334 | 0 | 0 |
| VICI PPTYS INC | COM | 925652109 |  | 4236 | 130747 | SH |  | DFND | 1 | 130747 | 0 | 0 |
| VICTORIAS SECRET AND CO | COMMON STOC | 926400102 |  | 2694 | 75280 | SH |  | DFND | 1 | 75280 | 0 | 0 |
| VICTORY CAP HLDGS INC | COM CL A | 92645B103 |  | 926 | 34520 | SH |  | DFND | 1 | 34520 | 0 | 0 |
| VIPSHOP HOLDINGS LIMITED | SPONSORED A | 92763W103 |  | 3509 | 257291 | SH |  | DFND | 1 | 257291 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 254605 | 1225477 | SH |  | DFND | 1 | 1225477 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% | 928298AP3 |  | 26166 | 27000000 | PRN |  | DFND | 1 | 27000000 | 0 | 0 |
| VMWARE INC | CL A COM | 928563402 |  | 10313 | 84010 | SH |  | DFND | 1 | 84010 | 0 | 0 |
| VORNADO RLTY TR | SH BEN INT | 929042109 |  | 502 | 24115 | SH |  | DFND | 1 | 24115 | 0 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 |  | 818 | 13308 | SH |  | DFND | 1 | 13308 | 0 | 0 |
| VULCAN MATLS CO | COM | 929160109 |  | 4744 | 27091 | SH |  | DFND | 1 | 27091 | 0 | 0 |
| WABTEC | COM | 929740108 |  | 2453 | 24577 | SH |  | DFND | 1 | 24577 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE I | COM | 931427108 |  | 6498 | 173933 | SH |  | DFND | 1 | 173933 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 73667 | 519547 | SH |  | DFND | 1 | 519547 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 17842 | 1882023 | SH |  | DFND | 1 | 1882023 | 0 | 0 |
| WASTE CONNECTIONS INC | COM | 94106B101 |  | 43151 | 325500 | SH |  | DFND | 1 | 325500 | 0 | 0 |
| WASTE MGMT INC DEL | COM | 94106L109 |  | 47402 | 302157 | SH |  | DFND | 1 | 302157 | 0 | 0 |
| WATERS CORP | COM | 941848103 |  | 34745 | 101421 | SH |  | DFND | 1 | 101421 | 0 | 0 |
| WATSCO INC | COM | 942622200 |  | 954 | 3827 | SH |  | DFND | 1 | 3827 | 0 | 0 |
| WATTS WATER TECHNOLOGIES I | CL A | 942749102 |  | 1437 | 9825 | SH |  | DFND | 1 | 9825 | 0 | 0 |
| WEBSTER FINL CORP | COM | 947890109 |  | 2595 | 54826 | SH |  | DFND | 1 | 54826 | 0 | 0 |
| WEC ENERGY GROUP INC | COM | 92939U106 |  | 444 | 4736 | SH |  | DFND | 1 | 4736 | 0 | 0 |
| WEIBO CORP | SPONSORED A | 948596101 |  | 806 | 42159 | SH |  | DFND | 1 | 42159 | 0 | 0 |
| WEIS MKTS INC | COM | 948849104 |  | 981 | 11919 | SH |  | DFND | 1 | 11919 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 |  | 49425 | 1197010 | SH |  | DFND | 1 | 1197010 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 40903 | 623993 | SH |  | DFND | 1 | 623993 | 0 | 0 |
| WEST FRASER TIMBER CO LTD | COM | 952845105 |  | 2280 | 31552 | SH |  | DFND | 1 | 31552 | 0 | 0 |
| WEST PHARMACEUTICAL SVSC I | COM | 955306105 |  | 33109 | 140681 | SH |  | DFND | 1 | 140681 | 0 | 0 |
| WESTERN DIGITAL CORP. | COM | 958102105 |  | 1459 | 46256 | SH |  | DFND | 1 | 46256 | 0 | 0 |
| WESTERN UN CO | COM | 959802109 |  | 725 | 52655 | SH |  | DFND | 1 | 52655 | 0 | 0 |
| WESTLAKE CORPORATION | COM | 960413102 |  | 3590 | 35015 | SH |  | DFND | 1 | 35015 | 0 | 0 |
| WESTROCK CO | COM | 96145D105 |  | 1210 | 34419 | SH |  | DFND | 1 | 34419 | 0 | 0 |
| WEYERHAEUSER CO MTN BE | COM NEW | 962166104 |  | 4118 | 132834 | SH |  | DFND | 1 | 132834 | 0 | 0 |
| WHEATON PRECIOUS METALS CO | COM | 962879102 |  | 3907 | 99940 | SH |  | DFND | 1 | 99940 | 0 | 0 |
| WHIRLPOOL CORP | COM | 963320106 |  | 3830 | 27074 | SH |  | DFND | 1 | 27074 | 0 | 0 |
| WILLIAMS COS INC | COM | 969457100 |  | 26105 | 793452 | SH |  | DFND | 1 | 793452 | 0 | 0 |
| WILLIAMS SONOMA INC | COM | 969904101 |  | 990 | 8615 | SH |  | DFND | 1 | 8615 | 0 | 0 |
| WILLIS TOWERS WATSON PLC L | SHS | G96629103 |  | 68965 | 281975 | SH |  | DFND | 1 | 281975 | 0 | 0 |
| WINNEBAGO INDS INC | COM | 974637100 |  | 944 | 17907 | SH |  | DFND | 1 | 17907 | 0 | 0 |
| WIX COM LTD | NOTE 8/1 | 92940WAD1 |  | 12696 | 15000000 | PRN |  | DFND | 1 | 15000000 | 0 | 0 |
| WOLFSPEED INC | COM | 977852102 |  | 511 | 7400 | SH |  | DFND | 1 | 7400 | 0 | 0 |
| WORKDAY INC | CL A | 98138H101 |  | 23262 | 139021 | SH |  | DFND | 1 | 139021 | 0 | 0 |
| WP CAREY INC | COM | 92936U109 |  | 3635 | 46508 | SH |  | DFND | 1 | 46508 | 0 | 0 |
| WYNN RESORTS LTD | COM | 983134107 |  | 5700 | 69112 | SH |  | DFND | 1 | 69112 | 0 | 0 |
| XCEL ENERGY INC | COM | 98389B100 |  | 562 | 8011 | SH |  | DFND | 1 | 8011 | 0 | 0 |
| XPO INC | COM | 983793100 |  | 1887 | 56675 | SH |  | DFND | 1 | 56675 | 0 | 0 |
| XYLEM INC | COM | 98419M100 |  | 52364 | 473583 | SH |  | DFND | 1 | 473583 | 0 | 0 |
| YANDEX N V | SHS CLASS A | N97284108 |  | 1838 | 238643 | SH |  | DFND | 1 | 238643 | 0 | 0 |
| YUM BRANDS INC | COM | 988498101 |  | 29436 | 229827 | SH |  | DFND | 1 | 229827 | 0 | 0 |
| YUM CHINA HLDGS INC | COM | 98850P109 |  | 13448 | 246080 | SH |  | DFND | 1 | 246080 | 0 | 0 |
| ZAI LAB LTD | ADR | 98887Q104 |  | 1599 | 52070 | SH |  | DFND | 1 | 52070 | 0 | 0 |
| ZEBRA TECHNOLOGIES CORPORA | CL A | 989207105 |  | 1795 | 7002 | SH |  | DFND | 1 | 7002 | 0 | 0 |
| ZILLOW GROUP INC | CL A | 98954M101 |  | 245 | 7857 | SH |  | DFND | 1 | 7857 | 0 | 0 |
| ZILLOW GROUP INC | CL C CAP ST | 98954M200 |  | 711 | 22087 | SH |  | DFND | 1 | 22087 | 0 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 |  | 3628 | 28458 | SH |  | DFND | 1 | 28458 | 0 | 0 |
| ZIONS BANCORPORATION N A | COM | 989701107 |  | 1014 | 20629 | SH |  | DFND | 1 | 20629 | 0 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 49854 | 340181 | SH |  | DFND | 1 | 340181 | 0 | 0 |
| ZOOM VIDEO COMMUNICATIONS | CL A | 98980L101 |  | 7640 | 112780 | SH |  | DFND | 1 | 112780 | 0 | 0 |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOC | 98980F104 |  | 15992 | 531120 | SH |  | DFND | 1 | 531120 | 0 | 0 |
| ZSCALER INC | COM | 98980G102 |  | 1443 | 12895 | SH |  | DFND | 1 | 12895 | 0 | 0 |
| ZTO EXPRESS CAYMAN INC | SPONSORED A | 98980A105 |  | 6656 | 247705 | SH |  | DFND | 1 | 247705 | 0 | 0 |
| ZUMIEZ INC | COM | 989817101 |  | 310 | 14270 | SH |  | DFND | 1 | 14270 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQ | COM | 015271109 |  | 16225 | 111380 | SH |  | DFND | 2 | 0 | 111380 | 0 |
| AMERICAN HOMES 4 RENT | CL A | 02665T306 |  | 9014 | 299082 | SH |  | DFND | 2 | 0 | 299082 | 0 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 |  | 11047 | 52141 | SH |  | DFND | 2 | 0 | 52141 | 0 |
| AMERICOLD REALTY TRUST INC | COM | 03064D108 |  | 3883 | 137167 | SH |  | DFND | 2 | 0 | 137167 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 9757 | 60410 | SH |  | DFND | 2 | 0 | 60410 | 0 |
| CROWN CASTLE INC | COM | 22822V101 |  | 8749 | 64505 | SH |  | DFND | 2 | 0 | 64505 | 0 |
| CUBESMART | COM | 229663109 |  | 12275 | 304959 | SH |  | DFND | 2 | 0 | 304959 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 |  | 17128 | 170817 | SH |  | DFND | 2 | 0 | 170817 | 0 |
| DOUGLAS EMMETT INC | COM | 25960P109 |  | 1466 | 93522 | SH |  | DFND | 2 | 0 | 93522 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 9342 | 14262 | SH |  | DFND | 2 | 0 | 14262 | 0 |
| EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 |  | 11105 | 171898 | SH |  | DFND | 2 | 0 | 171898 | 0 |
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 |  | 12744 | 216004 | SH |  | DFND | 2 | 0 | 216004 | 0 |
| ESSEX PPTY TR INC | COM | 297178105 |  | 8115 | 38292 | SH |  | DFND | 2 | 0 | 38292 | 0 |
| EXTRA SPACE STORAGE INC | COM | 30225T102 |  | 14880 | 101101 | SH |  | DFND | 2 | 0 | 101101 | 0 |
| GRAB HOLDINGS LIMITED | CLASS A ORD | G4124C109 |  | 4422 | 1373415 | SH |  | DFND | 2 | 0 | 1373415 | 0 |
| HEALTHCARE RLTY TR CL A | COM | 42226K105 |  | 1834 | 95163 | SH |  | DFND | 2 | 0 | 95163 | 0 |
| HEALTHPEAK PROPERTIES INC | COM | 42250P103 |  | 13590 | 542089 | SH |  | DFND | 2 | 0 | 542089 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 12892 | 434949 | SH |  | DFND | 2 | 0 | 434949 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 |  | 6094 | 436558 | SH |  | DFND | 2 | 0 | 436558 | 0 |
| LIFE STORAGE INC | COM | 53223X107 |  | 6408 | 65059 | SH |  | DFND | 2 | 0 | 65059 | 0 |
| OMEGA HEALTHCARE INVS INC | COM | 681936100 |  | 4168 | 149112 | SH |  | DFND | 2 | 0 | 149112 | 0 |
| ORION OFFICE REIT INC | COM | 68629Y103 |  | 276 | 32327 | SH |  | DFND | 2 | 0 | 32327 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 53029 | 470409 | SH |  | DFND | 2 | 0 | 470409 | 0 |
| REALTY INCOME CORP | COM | 756109104 |  | 20505 | 323270 | SH |  | DFND | 2 | 0 | 323270 | 0 |
| REXFORD INDL RLTY INC | COM | 76169C100 |  | 14493 | 265245 | SH |  | DFND | 2 | 0 | 265245 | 0 |
| SEA LTD | SPONSORD AD | 81141R100 |  | 17505 | 336437 | SH |  | DFND | 2 | 0 | 336437 | 0 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 |  | 23872 | 203199 | SH |  | DFND | 2 | 0 | 203199 | 0 |
| SUN CMNTYS INC | COM | 866674104 |  | 11083 | 77503 | SH |  | DFND | 2 | 0 | 77503 | 0 |
| TERRENO RLTY CORP | COM | 88146M101 |  | 9541 | 167774 | SH |  | DFND | 2 | 0 | 167774 | 0 |
| VENTAS INC | COM | 92276F100 |  | 9657 | 214359 | SH |  | DFND | 2 | 0 | 214359 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 2159 | 32933 | SH |  | DFND | 2 | 0 | 32933 | 0 |

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