# EDGAR Filing Document

**Accession Number:** 0001411133
**File Stem:** 0000950123-23-001741
**Filing Date:** 2023-2
**Character Count:** 159424
**Document Hash:** e04d93d55b7c83bb4c2e5bf01b402064
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000950123-23-001741.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0000950123-23-001741

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**EFFECTIVENESS DATE**: 20230213

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** KBC Group NV
- **CENTRAL INDEX KEY:** 0001411133
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** C9
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-13043
- **FILM NUMBER:** 23614678

**BUSINESS ADDRESS:**
- **STREET 1:** HAVENLAAN 2
- **CITY:** BRUSSELS
- **STATE:** C9
- **ZIP:** 1080
- **BUSINESS PHONE:** 322-429-1111

**MAIL ADDRESS:**
- **STREET 1:** HAVENLAAN 2
- **CITY:** BRUSSELS
- **STATE:** C9
- **ZIP:** 1080

### 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:** KBC Group NV<br>**Address:** Havenlaan 2<br>Brussels, C9 1080

**Form 13F File Number:** 028-13043

**SEC File Number (if applicable):** 028-13043

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:** Johan Thijs<br>**Title:** CEO<br>**Phone:** 3224293447

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

Johan Thijs  Brussels, C9  02-10-2023<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:** 4

**Form 13F Information Table Entry Total:** 1639

**Form 13F Information Table Value Total:** $19131587

      (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   |
|:---|:---|:---|
|  | KBC Bank NV                | 028-13045              |
|  | KBC Asset Management NV    | 028-13051              |
|  | KBC Fund Management Ltd.   | 028-13799              |
|  | CSOB Asset Management a.s. | 028-17975              |

### 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 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 898 | 25000 | SH |  | DFND | 124 | 0 | 25000 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 12879 | 47771 | SH |  | DFND | 124 | 0 | 47771 | 0 |
| ABBOTT LABS | COM | 002824100 |  | 12057 | 124604 | SH |  | DFND | 124 | 0 | 124604 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 2903 | 10550 | SH |  | DFND | 124 | 0 | 10550 | 0 |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 |  | 1542 | 1100 | SH |  | DFND | 124 | 0 | 1100 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 |  | 240 | 3000 | SH |  | DFND | 124 | 0 | 3000 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 28865 | 300207 | SH |  | DFND | 124 | 0 | 300207 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 10522 | 110000 | SH |  | DFND | 124 | 0 | 110000 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 16205 | 143409 | SH |  | DFND | 124 | 0 | 143409 | 0 |
| AMERICAN HOMES 4 RENT | CL A | 02665T306 |  | 164 | 5000 | SH |  | DFND | 124 | 0 | 5000 | 0 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 |  | 859 | 4000 | SH |  | DFND | 124 | 0 | 4000 | 0 |
| AMERICOLD REALTY TRUST INC | COM | 03064D108 |  | 148 | 6000 | SH |  | DFND | 124 | 0 | 6000 | 0 |
| APPLE INC | COM | 037833100 |  | 39663 | 287000 | SH |  | DFND | 124 | 0 | 287000 | 0 |
| APPLIED MATLS INC | COM | 038222105 |  | 9593 | 117082 | SH |  | DFND | 124 | 0 | 117082 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 313 | 1700 | SH |  | DFND | 124 | 0 | 1700 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 13263 | 439164 | SH |  | DFND | 124 | 0 | 439164 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 975 | 3650 | SH |  | DFND | 124 | 0 | 3650 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 3369 | 2050 | SH |  | DFND | 124 | 0 | 2050 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 450 | 6000 | SH |  | DFND | 124 | 0 | 6000 | 0 |
| CBRE GROUP INC | CL A | 12504L109 |  | 203 | 3000 | SH |  | DFND | 124 | 0 | 3000 | 0 |
| CAMDEN PPTY TR | SH BEN INT | 133131102 |  | 334 | 2800 | SH |  | DFND | 124 | 0 | 2800 | 0 |
| COCA COLA CO | COM | 191216100 |  | 812 | 14500 | SH |  | DFND | 124 | 0 | 14500 | 0 |
| COLGATE PALMOLIVE CO | COM | 194162103 |  | 10432 | 148502 | SH |  | DFND | 124 | 0 | 148502 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 11200 | 109443 | SH |  | DFND | 124 | 0 | 109443 | 0 |
| COSTCO WHSL CORP NEW | COM | 22160K105 |  | 3292 | 6970 | SH |  | DFND | 124 | 0 | 6970 | 0 |
| CROWDSTRIKE HLDGS INC | CL A | 22788C105 |  | 2390 | 14500 | SH |  | DFND | 124 | 0 | 14500 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 19934 | 211327 | SH |  | DFND | 124 | 0 | 211327 | 0 |
| DUKE REALTY CORP | COM NEW | 264411505 |  | 289 | 6000 | SH |  | DFND | 124 | 0 | 6000 | 0 |
| EOG RES INC | COM | 26875P101 |  | 3408 | 30500 | SH |  | DFND | 124 | 0 | 30500 | 0 |
| EASTERLY GOVT PPTYS INC | COM | 27616P103 |  | 867 | 55000 | SH |  | DFND | 124 | 0 | 55000 | 0 |
| EBAY INC. | COM | 278642103 |  | 3280 | 89100 | SH |  | DFND | 124 | 0 | 89100 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 |  | 10009 | 121125 | SH |  | DFND | 124 | 0 | 121125 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 1707 | 3000 | SH |  | DFND | 124 | 0 | 3000 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 7116 | 81500 | SH |  | DFND | 124 | 0 | 81500 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 5671 | 41800 | SH |  | DFND | 124 | 0 | 41800 | 0 |
| FIRST INDL RLTY TR INC | COM | 32054K103 |  | 0 | 0 | SH |  | DFND | 124 | 0 | 0 | 0 |
| FORTINET INC | COM | 34959E109 |  | 9976 | 203045 | SH |  | DFND | 124 | 0 | 203045 | 0 |
| FOUR CORNERS PPTY TR INC | COM | 35086T109 |  | 242 | 10000 | SH |  | DFND | 124 | 0 | 10000 | 0 |
| GAMING  LEISURE PPTYS INC | COM | 36467J108 |  | 575 | 13000 | SH |  | DFND | 124 | 0 | 13000 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 |  | 929 | 15000 | SH |  | DFND | 124 | 0 | 15000 | 0 |
| HEALTHCARE RLTY TR | CL A COM | 42226K105 |  | 354 | 17000 | SH |  | DFND | 124 | 0 | 17000 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 3020 | 46800 | SH |  | DFND | 124 | 0 | 46800 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 24261 | 87920 | SH |  | DFND | 124 | 0 | 87920 | 0 |
| HOST HOTELS  RESORTS INC | COM | 44107P104 |  | 873 | 55000 | SH |  | DFND | 124 | 0 | 55000 | 0 |
| IDEXX LABS INC | COM | 45168D104 |  | 2105 | 6460 | SH |  | DFND | 124 | 0 | 6460 | 0 |
| INTEL CORP | COM | 458140100 |  | 2069 | 80300 | SH |  | DFND | 124 | 0 | 80300 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 |  | 162 | 605 | SH |  | DFND | 124 | 0 | 605 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 1283 | 38000 | SH |  | DFND | 124 | 0 | 38000 | 0 |
| ISHARES TR | GL CLEAN ENE ETF | 464288224 |  | 92 | 4819 | SH |  | DFND | 124 | 0 | 4819 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 24302 | 232555 | SH |  | DFND | 124 | 0 | 232555 | 0 |
| LAUDER ESTEE COS INC | CL A | 518439104 |  | 2550 | 11810 | SH |  | DFND | 124 | 0 | 11810 | 0 |
| LILLY ELI  CO | COM | 532457108 |  | 14966 | 46284 | SH |  | DFND | 124 | 0 | 46284 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 4933 | 17350 | SH |  | DFND | 124 | 0 | 17350 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 12871 | 55781 | SH |  | DFND | 124 | 0 | 55781 | 0 |
| MEDICAL PPTYS TRUST INC | COM | 58463J304 |  | 107 | 9000 | SH |  | DFND | 124 | 0 | 9000 | 0 |
| MERCK  CO INC | COM | 58933Y105 |  | 4327 | 50248 | SH |  | DFND | 124 | 0 | 50248 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 29113 | 125000 | SH |  | DFND | 124 | 0 | 125000 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 9725 | 194121 | SH |  | DFND | 124 | 0 | 194121 | 0 |
| MOODYS CORP | COM | 615369105 |  | 3085 | 12690 | SH |  | DFND | 124 | 0 | 12690 | 0 |
| MORGAN STANLEY | COM NEW | 617446448 |  | 316 | 4000 | SH |  | DFND | 124 | 0 | 4000 | 0 |
| NETFLIX INC | COM | 64110L106 |  | 2967 | 12600 | SH |  | DFND | 124 | 0 | 12600 | 0 |
| NIKE INC | CL B | 654106103 |  | 18499 | 222553 | SH |  | DFND | 124 | 0 | 222553 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 3678 | 30300 | SH |  | DFND | 124 | 0 | 30300 | 0 |
| ORION OFFICE REIT INC | COM | 68629Y103 |  | 2 | 176 | SH |  | DFND | 124 | 0 | 176 | 0 |
| PACKAGING CORP AMER | COM | 695156109 |  | 112 | 1000 | SH |  | DFND | 124 | 0 | 1000 | 0 |
| PEPSICO INC | COM | 713448108 |  | 13730 | 84101 | SH |  | DFND | 124 | 0 | 84101 | 0 |
| PFIZER INC | COM | 717081103 |  | 4319 | 98700 | SH |  | DFND | 124 | 0 | 98700 | 0 |
| PLUG POWER INC | COM NEW | 72919P202 |  | 53 | 2500 | SH |  | DFND | 124 | 0 | 2500 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 21647 | 171459 | SH |  | DFND | 124 | 0 | 171459 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 1778 | 17500 | SH |  | DFND | 124 | 0 | 17500 | 0 |
| PUBLIC STORAGE | COM | 74460D109 |  | 1326 | 4530 | SH |  | DFND | 124 | 0 | 4530 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 15119 | 133821 | SH |  | DFND | 124 | 0 | 133821 | 0 |
| RE MAX HLDGS INC | CL A | 75524W108 |  | 435 | 23000 | SH |  | DFND | 124 | 0 | 23000 | 0 |
| ROPER TECHNOLOGIES INC | COM | 776696106 |  | 3884 | 10800 | SH |  | DFND | 124 | 0 | 10800 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 20820 | 68185 | SH |  | DFND | 124 | 0 | 68185 | 0 |
| SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 |  | 427 | 1500 | SH |  | DFND | 124 | 0 | 1500 | 0 |
| SAFEHOLD INC | COM | 78645L100 |  | 40 | 1500 | SH |  | DFND | 124 | 0 | 1500 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 19426 | 135054 | SH |  | DFND | 124 | 0 | 135054 | 0 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 |  | 987 | 11000 | SH |  | DFND | 124 | 0 | 11000 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 4844 | 9550 | SH |  | DFND | 124 | 0 | 9550 | 0 |
| UDR INC | COM | 902653104 |  | 125 | 3000 | SH |  | DFND | 124 | 0 | 3000 | 0 |
| UNIVERSAL HEALTH RLTY INCOME | SH BEN INT | 91359E105 |  | 147 | 3400 | SH |  | DFND | 124 | 0 | 3400 | 0 |
| VANGUARD INDEX FDS | VALUE ETF | 922908744 |  | 3717 | 30100 | SH |  | DFND | 124 | 0 | 30100 | 0 |
| VICI PPTYS INC | COM | 925652109 |  | 478 | 16000 | SH |  | DFND | 124 | 0 | 16000 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 24806 | 139635 | SH |  | DFND | 124 | 0 | 139635 | 0 |
| WALMART INC | COM | 931142103 |  | 13287 | 102447 | SH |  | DFND | 124 | 0 | 102447 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 706 | 10974 | SH |  | DFND | 124 | 0 | 10974 | 0 |
| YUM BRANDS INC | COM | 988498101 |  | 9284 | 87301 | SH |  | DFND | 124 | 0 | 87301 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 3586 | 24180 | SH |  | DFND | 124 | 0 | 24180 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 28381 | 790555 | SH |  | DFND | 12 | 0 | 790555 | 0 |
| ARCH CAP GROUP LTD | ORD | G0450A105 |  | 4779 | 104931 | SH |  | DFND | 12 | 0 | 104931 | 0 |
| ASSURED GUARANTY LTD | COM | G0585R106 |  | 315 | 6507 | SH |  | DFND | 12 | 0 | 6507 | 0 |
| BUNGE LIMITED | COM | G16962105 |  | 1199 | 14520 | SH |  | DFND | 12 | 0 | 14520 | 0 |
| CREDICORP LTD | COM | G2519Y108 |  | 1009 | 8220 | SH |  | DFND | 12 | 0 | 8220 | 0 |
| ENSTAR GROUP LIMITED | SHS | G3075P101 |  | 23 | 137 | SH |  | DFND | 12 | 0 | 137 | 0 |
| EVEREST RE GROUP LTD | COM | G3223R108 |  | 9678 | 36877 | SH |  | DFND | 12 | 0 | 36877 | 0 |
| INVESCO LTD | SHS | G491BT108 |  | 132 | 9664 | SH |  | DFND | 12 | 0 | 9664 | 0 |
| JAMES RIV GROUP LTD | COM | G5005R107 |  | 73 | 3201 | SH |  | DFND | 12 | 0 | 3201 | 0 |
| ALPHA  OMEGA SEMICONDUCTOR | SHS | G6331P104 |  | 53 | 1735 | SH |  | DFND | 12 | 0 | 1735 | 0 |
| NABORS INDUSTRIES LTD | SHS | G6359F137 |  | 72 | 713 | SH |  | DFND | 12 | 0 | 713 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 |  | 220 | 3840 | SH |  | DFND | 12 | 0 | 3840 | 0 |
| SIRIUSPOINT LTD | COM | G8192H106 |  | 31 | 6253 | SH |  | DFND | 12 | 0 | 6253 | 0 |
| TEXTAINER GROUP HOLDINGS LTD | SHS | G8766E109 |  | 292 | 10865 | SH |  | DFND | 12 | 0 | 10865 | 0 |
| CANADIAN SOLAR INC | COM | 136635109 |  | 4565 | 122562 | SH |  | DFND | 12 | 0 | 122562 | 0 |
| CHUBB LIMITED | COM | H1467J104 |  | 49765 | 273615 | SH |  | DFND | 12 | 0 | 273615 | 0 |
| TE CONNECTIVITY LTD | SHS | H84989104 |  | 32727 | 296544 | SH |  | DFND | 12 | 0 | 296544 | 0 |
| GARMIN LTD | SHS | H2906T109 |  | 3765 | 46883 | SH |  | DFND | 12 | 0 | 46883 | 0 |
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 |  | 476 | 28869 | SH |  | DFND | 12 | 0 | 28869 | 0 |
| COCA-COLA EUROPACIFIC PARTNE | SHS | G25839104 |  | 1298 | 30451 | SH |  | DFND | 12 | 0 | 30451 | 0 |
| SENSATA TECHNOLOGIES HLDG PL | SHS | G8060N102 |  | 12601 | 337997 | SH |  | DFND | 12 | 0 | 337997 | 0 |
| ROYALTY PHARMA PLC | SHS CLASS A | G7709Q104 |  | 1256 | 31257 | SH |  | DFND | 12 | 0 | 31257 | 0 |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 |  | 121 | 4355 | SH |  | DFND | 12 | 0 | 4355 | 0 |
| LIVANOVA PLC | SHS | G5509L101 |  | 2134 | 42034 | SH |  | DFND | 12 | 0 | 42034 | 0 |
| ATLASSIAN CORP PLC | CL A | G06242104 |  | 1956 | 9288 | SH |  | DFND | 12 | 0 | 9288 | 0 |
| TRINSEO PLC | SHS | G9059U107 |  | 60 | 3290 | SH |  | DFND | 12 | 0 | 3290 | 0 |
| DOLE PLC | ORD SHS | G27907107 |  | 1236 | 169285 | SH |  | DFND | 12 | 0 | 169285 | 0 |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 |  | 96914 | 376658 | SH |  | DFND | 12 | 0 | 376658 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 14721 | 110446 | SH |  | DFND | 12 | 0 | 110446 | 0 |
| EATON CORP PLC | SHS | G29183103 |  | 28383 | 212833 | SH |  | DFND | 12 | 0 | 212833 | 0 |
| WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 |  | 7329 | 36472 | SH |  | DFND | 12 | 0 | 36472 | 0 |
| NVENT ELECTRIC PLC | SHS | G6700G107 |  | 702 | 22198 | SH |  | DFND | 12 | 0 | 22198 | 0 |
| ALLEGION PLC | ORD SHS | G0176J109 |  | 2499 | 27862 | SH |  | DFND | 12 | 0 | 27862 | 0 |
| STERIS PLC | SHS USD | G8473T100 |  | 1409 | 8473 | SH |  | DFND | 12 | 0 | 8473 | 0 |
| TRANE TECHNOLOGIES PLC | SHS | G8994E103 |  | 23002 | 158846 | SH |  | DFND | 12 | 0 | 158846 | 0 |
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 |  | 25695 | 482717 | SH |  | DFND | 12 | 0 | 482717 | 0 |
| AON PLC | SHS CL A | G0403H108 |  | 12006 | 44822 | SH |  | DFND | 12 | 0 | 44822 | 0 |
| PENTAIR PLC | SHS | G7S00T104 |  | 30383 | 747801 | SH |  | DFND | 12 | 0 | 747801 | 0 |
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 |  | 22951 | 370840 | SH |  | DFND | 12 | 0 | 370840 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 |  | 39724 | 491934 | SH |  | DFND | 12 | 0 | 491934 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 |  | 23863 | 484814 | SH |  | DFND | 12 | 0 | 484814 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 96964 | 359673 | SH |  | DFND | 12 | 0 | 359673 | 0 |
| CHECK POINT SOFTWARE TECH LT | ORD | M22465104 |  | 1267 | 11309 | SH |  | DFND | 12 | 0 | 11309 | 0 |
| KORNIT DIGITAL LTD | SHS | M6372Q113 |  | 20 | 768 | SH |  | DFND | 12 | 0 | 768 | 0 |
| WIX COM LTD | SHS | M98068105 |  | 48 | 608 | SH |  | DFND | 12 | 0 | 608 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 6124 | 78296 | SH |  | DFND | 12 | 0 | 78296 | 0 |
| AMCOR PLC | ORD | G0250X107 |  | 1775 | 165457 | SH |  | DFND | 12 | 0 | 165457 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 |  | 194 | 20608 | SH |  | DFND | 12 | 0 | 20608 | 0 |
| NOVOCURE LTD | ORD SHS | G6674U108 |  | 493 | 6492 | SH |  | DFND | 12 | 0 | 6492 | 0 |
| AMBARELLA INC | SHS | G037AX101 |  | 9434 | 167920 | SH |  | DFND | 12 | 0 | 167920 | 0 |
| CONSOLIDATED WATER CO INC | ORD | G23773107 |  | 6004 | 390392 | SH |  | DFND | 12 | 0 | 390392 | 0 |
| FRESH DEL MONTE PRODUCE INC | ORD | G36738105 |  | 62 | 2652 | SH |  | DFND | 12 | 0 | 2652 | 0 |
| GRAB HOLDINGS LIMITED | CLASS A ORD | G4124C109 |  | 126 | 47965 | SH |  | DFND | 12 | 0 | 47965 | 0 |
| ICHOR HOLDINGS | SHS | G4740B105 |  | 58 | 2387 | SH |  | DFND | 12 | 0 | 2387 | 0 |
| SMART GLOBAL HLDGS INC | SHS | G8232Y101 |  | 65 | 4080 | SH |  | DFND | 12 | 0 | 4080 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 |  | 7873 | 207727 | SH |  | DFND | 12 | 0 | 207727 | 0 |
| GLOBANT S A | COM | L44385109 |  | 1639 | 8763 | SH |  | DFND | 12 | 0 | 8763 | 0 |
| DORIAN LPG LTD | SHS USD | Y2106R110 |  | 33 | 2451 | SH |  | DFND | 12 | 0 | 2451 | 0 |
| SCORPIO TANKERS INC | SHS | Y7542C130 |  | 178 | 4240 | SH |  | DFND | 12 | 0 | 4240 | 0 |
| CORE LABORATORIES N V | COM | N22717107 |  | 1148 | 85176 | SH |  | DFND | 12 | 0 | 85176 | 0 |
| AERCAP HOLDINGS NV | SHS | N00985106 |  | 383 | 9055 | SH |  | DFND | 12 | 0 | 9055 | 0 |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 |  | 8432 | 112009 | SH |  | DFND | 12 | 0 | 112009 | 0 |
| NXP SEMICONDUCTORS N V | COM | N6596X109 |  | 7904 | 53582 | SH |  | DFND | 12 | 0 | 53582 | 0 |
| UNIQURE NV | SHS | N90064101 |  | 58 | 3111 | SH |  | DFND | 12 | 0 | 3111 | 0 |
| FERRARI N V | COM | N3167Y103 |  | 2884 | 15587 | SH |  | DFND | 12 | 0 | 15587 | 0 |
| QIAGEN NV | SHS NEW | N72482123 |  | 150 | 3624 | SH |  | DFND | 12 | 0 | 3624 | 0 |
| ELASTIC N V | ORD SHS | N14506104 |  | 1221 | 17013 | SH |  | DFND | 12 | 0 | 17013 | 0 |
| CARNIVAL CORP | COMMON STOCK | 143658300 |  | 391 | 55586 | SH |  | DFND | 12 | 0 | 55586 | 0 |
| EVERTEC INC | COM | 30040P103 |  | 157 | 5023 | SH |  | DFND | 12 | 0 | 5023 | 0 |
| FIRST BANCORP P R | COM NEW | 318672706 |  | 234 | 17123 | SH |  | DFND | 12 | 0 | 17123 | 0 |
| OFG BANCORP | COM | 67103X102 |  | 100 | 3962 | SH |  | DFND | 12 | 0 | 3962 | 0 |
| MAXEON SOLAR TECHNOLOGIES LT | SHS | Y58473102 |  | 3809 | 160259 | SH |  | DFND | 12 | 0 | 160259 | 0 |
| AAON INC | COM PAR $0.004 | 000360206 |  | 192 | 3565 | SH |  | DFND | 12 | 0 | 3565 | 0 |
| AAR CORP | COM | 000361105 |  | 118 | 3290 | SH |  | DFND | 12 | 0 | 3290 | 0 |
| ABM INDS INC | COM | 000957100 |  | 221 | 5777 | SH |  | DFND | 12 | 0 | 5777 | 0 |
| AFLAC INC | COM | 001055102 |  | 10382 | 184730 | SH |  | DFND | 12 | 0 | 184730 | 0 |
| AGCO CORP | COM | 001084102 |  | 2044 | 21250 | SH |  | DFND | 12 | 0 | 21250 | 0 |
| AGNC INVT CORP | COM | 00123Q104 |  | 1386 | 164653 | SH |  | DFND | 12 | 0 | 164653 | 0 |
| AES CORP | COM | 00130H105 |  | 838 | 37089 | SH |  | DFND | 12 | 0 | 37089 | 0 |
| AMC NETWORKS INC | CL A | 00164V103 |  | 52 | 2574 | SH |  | DFND | 12 | 0 | 2574 | 0 |
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 |  | 167 | 23921 | SH |  | DFND | 12 | 0 | 23921 | 0 |
| AMN HEALTHCARE SVCS INC | COM | 001744101 |  | 387 | 3649 | SH |  | DFND | 12 | 0 | 3649 | 0 |
| ANI PHARMACEUTICALS INC | COM | 00182C103 |  | 35 | 1081 | SH |  | DFND | 12 | 0 | 1081 | 0 |
| AT INC | COM | 00206R102 |  | 28047 | 1828332 | SH |  | DFND | 12 | 0 | 1828332 | 0 |
| A10 NETWORKS INC | COM | 002121101 |  | 70 | 5248 | SH |  | DFND | 12 | 0 | 5248 | 0 |
| ATN INTL INC | COM | 00215F107 |  | 36 | 937 | SH |  | DFND | 12 | 0 | 937 | 0 |
| AXT INC | COM | 00246W103 |  | 76 | 11290 | SH |  | DFND | 12 | 0 | 11290 | 0 |
| AZZ INC | COM | 002474104 |  | 103 | 2831 | SH |  | DFND | 12 | 0 | 2831 | 0 |
| THE AARONS COMPANY INC | COM | 00258W108 |  | 29 | 3032 | SH |  | DFND | 12 | 0 | 3032 | 0 |
| ABBOTT LABS | COM | 002824100 |  | 131457 | 1358585 | SH |  | DFND | 12 | 0 | 1358585 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 191860 | 1429549 | SH |  | DFND | 12 | 0 | 1429549 | 0 |
| ABERCROMBIE  FITCH CO | CL A | 002896207 |  | 65 | 4159 | SH |  | DFND | 12 | 0 | 4159 | 0 |
| ABIOMED INC | COM | 003654100 |  | 901 | 3667 | SH |  | DFND | 12 | 0 | 3667 | 0 |
| ACADEMY SPORTS  OUTDOORS IN | COM | 00402L107 |  | 308 | 7297 | SH |  | DFND | 12 | 0 | 7297 | 0 |
| ACADIA RLTY TR | COM SH BEN INT | 004239109 |  | 93 | 7360 | SH |  | DFND | 12 | 0 | 7360 | 0 |
| ADTRAN HOLDINGS INC | COM | 00486H105 |  | 125 | 6378 | SH |  | DFND | 12 | 0 | 6378 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 21098 | 283805 | SH |  | DFND | 12 | 0 | 283805 | 0 |
| ADAPTHEALTH CORP | COMMON STOCK | 00653Q102 |  | 120 | 6409 | SH |  | DFND | 12 | 0 | 6409 | 0 |
| ADDUS HOMECARE CORP | COM | 006739106 |  | 128 | 1341 | SH |  | DFND | 12 | 0 | 1341 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 76931 | 279545 | SH |  | DFND | 12 | 0 | 279545 | 0 |
| ADTALEM GLOBAL ED INC | COM | 00737L103 |  | 141 | 3868 | SH |  | DFND | 12 | 0 | 3868 | 0 |
| ADVANCE AUTO PARTS INC | COM | 00751Y106 |  | 4337 | 27740 | SH |  | DFND | 12 | 0 | 27740 | 0 |
| AECOM | COM | 00766T100 |  | 167 | 2449 | SH |  | DFND | 12 | 0 | 2449 | 0 |
| ADVANSIX INC | COM | 00773T101 |  | 86 | 2679 | SH |  | DFND | 12 | 0 | 2679 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 |  | 56580 | 892989 | SH |  | DFND | 12 | 0 | 892989 | 0 |
| ADVANCED DRAIN SYS INC DEL | COM | 00790R104 |  | 20713 | 166546 | SH |  | DFND | 12 | 0 | 166546 | 0 |
| ADVANCED ENERGY INDS | COM | 007973100 |  | 253 | 3266 | SH |  | DFND | 12 | 0 | 3266 | 0 |
| AEROVIRONMENT INC | COM | 008073108 |  | 175 | 2096 | SH |  | DFND | 12 | 0 | 2096 | 0 |
| AFFIRM HLDGS INC | COM CL A | 00827B106 |  | 141 | 7526 | SH |  | DFND | 12 | 0 | 7526 | 0 |
| AGILENT TECHNOLOGIES INC | COM | 00846U101 |  | 67178 | 552681 | SH |  | DFND | 12 | 0 | 552681 | 0 |
| AGILYSYS INC | COM | 00847J105 |  | 104 | 1871 | SH |  | DFND | 12 | 0 | 1871 | 0 |
| AGREE RLTY CORP | COM | 008492100 |  | 421 | 6230 | SH |  | DFND | 12 | 0 | 6230 | 0 |
| AIRBNB INC | COM CL A | 009066101 |  | 15139 | 144122 | SH |  | DFND | 12 | 0 | 144122 | 0 |
| AIR PRODS  CHEMS INC | COM | 009158106 |  | 27328 | 117423 | SH |  | DFND | 12 | 0 | 117423 | 0 |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 |  | 47112 | 586549 | SH |  | DFND | 12 | 0 | 586549 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 |  | 306 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 |  | 375 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| ALAMO GROUP INC | COM | 011311107 |  | 97 | 792 | SH |  | DFND | 12 | 0 | 792 | 0 |
| ALARM COM HLDGS INC | COM | 011642105 |  | 253 | 3902 | SH |  | DFND | 12 | 0 | 3902 | 0 |
| ALBANY INTL CORP | CL A | 012348108 |  | 218 | 2762 | SH |  | DFND | 12 | 0 | 2762 | 0 |
| ALBEMARLE CORP | COM | 012653101 |  | 16258 | 61479 | SH |  | DFND | 12 | 0 | 61479 | 0 |
| ALCOA CORP | COM | 013872106 |  | 3168 | 94120 | SH |  | DFND | 12 | 0 | 94120 | 0 |
| ALEXANDER  BALDWIN INC NEW | COM | 014491104 |  | 100 | 6014 | SH |  | DFND | 12 | 0 | 6014 | 0 |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 |  | 2889 | 20611 | SH |  | DFND | 12 | 0 | 20611 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 |  | 15565 | 194584 | SH |  | DFND | 12 | 0 | 194584 | 0 |
| ALIGN TECHNOLOGY INC | COM | 016255101 |  | 17327 | 83659 | SH |  | DFND | 12 | 0 | 83659 | 0 |
| ALLEGHANY CORP MD | COM | 017175100 |  | 1930 | 2299 | SH |  | DFND | 12 | 0 | 2299 | 0 |
| ATI INC | COM | 01741R102 |  | 282 | 10611 | SH |  | DFND | 12 | 0 | 10611 | 0 |
| ALLEGIANCE BANCSHARES INC | COM | 01748H107 |  | 57 | 1359 | SH |  | DFND | 12 | 0 | 1359 | 0 |
| ALLEGIANT TRAVEL CO | COM | 01748X102 |  | 98 | 1340 | SH |  | DFND | 12 | 0 | 1340 | 0 |
| BREAD FINANCIAL HOLDINGS INC | COM | 018581108 |  | 21 | 667 | SH |  | DFND | 12 | 0 | 667 | 0 |
| ALLIANT ENERGY CORP | COM | 018802108 |  | 622 | 11736 | SH |  | DFND | 12 | 0 | 11736 | 0 |
| ALLISON TRANSMISSION HLDGS I | COM | 01973R101 |  | 583 | 17255 | SH |  | DFND | 12 | 0 | 17255 | 0 |
| VERADIGM INC | COM | 01988P108 |  | 154 | 10090 | SH |  | DFND | 12 | 0 | 10090 | 0 |
| ALLSTATE CORP | COM | 020002101 |  | 62095 | 498632 | SH |  | DFND | 12 | 0 | 498632 | 0 |
| ALLY FINL INC | COM | 02005N100 |  | 18773 | 674564 | SH |  | DFND | 12 | 0 | 674564 | 0 |
| ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 |  | 1533 | 7657 | SH |  | DFND | 12 | 0 | 7657 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 417901 | 4346347 | SH |  | DFND | 12 | 0 | 4346347 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 120813 | 1263069 | SH |  | DFND | 12 | 0 | 1263069 | 0 |
| ALTICE USA INC | CL A | 02156K103 |  | 79 | 13521 | SH |  | DFND | 12 | 0 | 13521 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 |  | 3991 | 98847 | SH |  | DFND | 12 | 0 | 98847 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 430492 | 3809660 | SH |  | DFND | 12 | 0 | 3809660 | 0 |
| AMBAC FINL GROUP INC | COM NEW | 023139884 |  | 51 | 3972 | SH |  | DFND | 12 | 0 | 3972 | 0 |
| U HAUL HOLDING COMPANY | COM | 023586100 |  | 321 | 630 | SH |  | DFND | 12 | 0 | 630 | 0 |
| AMEREN CORP | COM | 023608102 |  | 1394 | 17305 | SH |  | DFND | 12 | 0 | 17305 | 0 |
| AMERESCO INC | CL A | 02361E108 |  | 3913 | 58857 | SH |  | DFND | 12 | 0 | 58857 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 309 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| AMERICAN ASSETS TR INC | COM | 024013104 |  | 113 | 4375 | SH |  | DFND | 12 | 0 | 4375 | 0 |
| AMERICAN AXLE  MFG HLDGS IN | COM | 024061103 |  | 65 | 9456 | SH |  | DFND | 12 | 0 | 9456 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 |  | 2639 | 30531 | SH |  | DFND | 12 | 0 | 30531 | 0 |
| AMERICAN EAGLE OUTFITTERS IN | COM | 02553E106 |  | 166 | 17075 | SH |  | DFND | 12 | 0 | 17075 | 0 |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 |  | 224 | 6003 | SH |  | DFND | 12 | 0 | 6003 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 |  | 38064 | 282143 | SH |  | DFND | 12 | 0 | 282143 | 0 |
| AMERICAN FINL GROUP INC OHIO | COM | 025932104 |  | 937 | 7619 | SH |  | DFND | 12 | 0 | 7619 | 0 |
| AMERICAN HOMES 4 RENT | CL A | 02665T306 |  | 1212 | 36928 | SH |  | DFND | 12 | 0 | 36928 | 0 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 |  | 3281 | 69107 | SH |  | DFND | 12 | 0 | 69107 | 0 |
| AMER STATES WTR CO | COM | 029899101 |  | 254 | 3260 | SH |  | DFND | 12 | 0 | 3260 | 0 |
| AMERICAN SUPERCONDUCTOR CORP | SHS NEW | 030111207 |  | 2108 | 481369 | SH |  | DFND | 12 | 0 | 481369 | 0 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 |  | 37851 | 176295 | SH |  | DFND | 12 | 0 | 176295 | 0 |
| AMERICAN VANGUARD CORP | COM | 030371108 |  | 41 | 2191 | SH |  | DFND | 12 | 0 | 2191 | 0 |
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 |  | 63732 | 489647 | SH |  | DFND | 12 | 0 | 489647 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 |  | 58 | 1316 | SH |  | DFND | 12 | 0 | 1316 | 0 |
| AMERICAS CAR-MART INC | COM | 03062T105 |  | 30 | 490 | SH |  | DFND | 12 | 0 | 490 | 0 |
| AMERICOLD REALTY TRUST INC | COM | 03064D108 |  | 1742 | 70832 | SH |  | DFND | 12 | 0 | 70832 | 0 |
| AMERISAFE INC | COM | 03071H100 |  | 86 | 1832 | SH |  | DFND | 12 | 0 | 1832 | 0 |
| AMERISOURCEBERGEN CORP | COM | 03073E105 |  | 41647 | 307741 | SH |  | DFND | 12 | 0 | 307741 | 0 |
| AMERIPRISE FINL INC | COM | 03076C106 |  | 11961 | 47473 | SH |  | DFND | 12 | 0 | 47473 | 0 |
| AMERIS BANCORP | COM | 03076K108 |  | 246 | 5512 | SH |  | DFND | 12 | 0 | 5512 | 0 |
| AMETEK INC | COM | 031100100 |  | 35304 | 311297 | SH |  | DFND | 12 | 0 | 311297 | 0 |
| AMGEN INC | COM | 031162100 |  | 65474 | 290481 | SH |  | DFND | 12 | 0 | 290481 | 0 |
| AMKOR TECHNOLOGY INC | COM | 031652100 |  | 1337 | 78403 | SH |  | DFND | 12 | 0 | 78403 | 0 |
| AMPHENOL CORP NEW | CL A | 032095101 |  | 50935 | 760672 | SH |  | DFND | 12 | 0 | 760672 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 |  | 89 | 3178 | SH |  | DFND | 12 | 0 | 3178 | 0 |
| ANALOG DEVICES INC | COM | 032654105 |  | 31014 | 222576 | SH |  | DFND | 12 | 0 | 222576 | 0 |
| ANDERSONS INC | COM | 034164103 |  | 88 | 2833 | SH |  | DFND | 12 | 0 | 2833 | 0 |
| ANGIODYNAMICS INC | COM | 03475V101 |  | 70 | 3433 | SH |  | DFND | 12 | 0 | 3433 | 0 |
| ANIKA THERAPEUTICS INC | COM | 035255108 |  | 25 | 1060 | SH |  | DFND | 12 | 0 | 1060 | 0 |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 035710839 |  | 4822 | 281013 | SH |  | DFND | 12 | 0 | 281013 | 0 |
| ANSYS INC | COM | 03662Q105 |  | 10057 | 45365 | SH |  | DFND | 12 | 0 | 45365 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 113665 | 250232 | SH |  | DFND | 12 | 0 | 250232 | 0 |
| APA CORPORATION | COM | 03743Q108 |  | 465 | 13605 | SH |  | DFND | 12 | 0 | 13605 | 0 |
| APOGEE ENTERPRISES INC | COM | 037598109 |  | 79 | 2060 | SH |  | DFND | 12 | 0 | 2060 | 0 |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 |  | 91 | 11012 | SH |  | DFND | 12 | 0 | 11012 | 0 |
| APOLLO MED HLDGS INC | COM NEW | 03763A207 |  | 133 | 3399 | SH |  | DFND | 12 | 0 | 3399 | 0 |
| APOLLO GLOBAL MGMT INC | COM | 03769M106 |  | 1370 | 29457 | SH |  | DFND | 12 | 0 | 29457 | 0 |
| APPLE INC | COM | 037833100 |  | 1060740 | 7675398 | SH |  | DFND | 12 | 0 | 7675398 | 0 |
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 |  | 335 | 3256 | SH |  | DFND | 12 | 0 | 3256 | 0 |
| APPLIED MATLS INC | COM | 038222105 |  | 37768 | 460984 | SH |  | DFND | 12 | 0 | 460984 | 0 |
| ARAMARK | COM | 03852U106 |  | 105 | 3378 | SH |  | DFND | 12 | 0 | 3378 | 0 |
| ARCBEST CORP | COM | 03937C105 |  | 157 | 2164 | SH |  | DFND | 12 | 0 | 2164 | 0 |
| ARCHER DANIELS MIDLAND CO | COM | 039483102 |  | 21474 | 266926 | SH |  | DFND | 12 | 0 | 266926 | 0 |
| ARCHROCK INC | COM | 03957W106 |  | 74 | 11555 | SH |  | DFND | 12 | 0 | 11555 | 0 |
| ARCOSA INC | COM | 039653100 |  | 573 | 10026 | SH |  | DFND | 12 | 0 | 10026 | 0 |
| ARCONIC CORPORATION | COM | 03966V107 |  | 372 | 21851 | SH |  | DFND | 12 | 0 | 21851 | 0 |
| ARCUS BIOSCIENCES INC | COM | 03969F109 |  | 105 | 4028 | SH |  | DFND | 12 | 0 | 4028 | 0 |
| ARISTA NETWORKS INC | COM | 040413106 |  | 25730 | 227925 | SH |  | DFND | 12 | 0 | 227925 | 0 |
| ARLO TECHNOLOGIES INC | COM | 04206A101 |  | 34 | 7322 | SH |  | DFND | 12 | 0 | 7322 | 0 |
| ARMADA HOFFLER PPTYS INC | COM | 04208T108 |  | 56 | 5380 | SH |  | DFND | 12 | 0 | 5380 | 0 |
| ARMOUR RESIDENTIAL REIT INC | COM NEW | 042315507 |  | 39 | 8088 | SH |  | DFND | 12 | 0 | 8088 | 0 |
| ARRAY TECHNOLOGIES INC | COM SHS | 04271T100 |  | 5700 | 343763 | SH |  | DFND | 12 | 0 | 343763 | 0 |
| ARROW ELECTRS INC | COM | 042735100 |  | 667 | 7230 | SH |  | DFND | 12 | 0 | 7230 | 0 |
| ARTESIAN RES CORP | CL A | 043113208 |  | 6981 | 145081 | SH |  | DFND | 12 | 0 | 145081 | 0 |
| ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 |  | 284 | 1877 | SH |  | DFND | 12 | 0 | 1877 | 0 |
| ASSURANT INC | COM | 04621X108 |  | 899 | 6189 | SH |  | DFND | 12 | 0 | 6189 | 0 |
| ASTEC INDS INC | COM | 046224101 |  | 59 | 1891 | SH |  | DFND | 12 | 0 | 1891 | 0 |
| ASTRAZENECA PLC | SPONSORED ADR | 046353108 |  | 907 | 16544 | SH |  | DFND | 12 | 0 | 16544 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 |  | 221 | 2308 | SH |  | DFND | 12 | 0 | 2308 | 0 |
| ATMOS ENERGY CORP | COM | 049560105 |  | 1371 | 13463 | SH |  | DFND | 12 | 0 | 13463 | 0 |
| AUTODESK INC | COM | 052769106 |  | 25745 | 137820 | SH |  | DFND | 12 | 0 | 137820 | 0 |
| AUTOHOME INC | SP ADS RP CL A | 05278C107 |  | 2686 | 93378 | SH |  | DFND | 12 | 0 | 93378 | 0 |
| AUTOLIV INC | COM | 052800109 |  | 534 | 8011 | SH |  | DFND | 12 | 0 | 8011 | 0 |
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 |  | 51626 | 228243 | SH |  | DFND | 12 | 0 | 228243 | 0 |
| AUTONATION INC | COM | 05329W102 |  | 1464 | 14367 | SH |  | DFND | 12 | 0 | 14367 | 0 |
| AUTOZONE INC | COM | 053332102 |  | 14175 | 6618 | SH |  | DFND | 12 | 0 | 6618 | 0 |
| AVALARA INC | COM | 05338G106 |  | 620 | 6751 | SH |  | DFND | 12 | 0 | 6751 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 5115 | 27769 | SH |  | DFND | 12 | 0 | 27769 | 0 |
| AVANOS MED INC | COM | 05350V106 |  | 90 | 4125 | SH |  | DFND | 12 | 0 | 4125 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 12675 | 646682 | SH |  | DFND | 12 | 0 | 646682 | 0 |
| AVERY DENNISON CORP | COM | 053611109 |  | 8117 | 49888 | SH |  | DFND | 12 | 0 | 49888 | 0 |
| AVID TECHNOLOGY INC | COM | 05367P100 |  | 58 | 2479 | SH |  | DFND | 12 | 0 | 2479 | 0 |
| AVID BIOSERVICES INC | COM | 05368M106 |  | 103 | 5384 | SH |  | DFND | 12 | 0 | 5384 | 0 |
| AVISTA CORP | COM | 05379B107 |  | 231 | 6235 | SH |  | DFND | 12 | 0 | 6235 | 0 |
| AXCELIS TECHNOLOGIES INC | COM NEW | 054540208 |  | 172 | 2842 | SH |  | DFND | 12 | 0 | 2842 | 0 |
| AXOS FINANCIAL INC | COM | 05465C100 |  | 164 | 4798 | SH |  | DFND | 12 | 0 | 4798 | 0 |
| B  G FOODS INC NEW | COM | 05508R106 |  | 94 | 5673 | SH |  | DFND | 12 | 0 | 5673 | 0 |
| B. RILEY FINANCIAL INC | COM | 05580M108 |  | 72 | 1610 | SH |  | DFND | 12 | 0 | 1610 | 0 |
| BADGER METER INC | COM | 056525108 |  | 21552 | 233270 | SH |  | DFND | 12 | 0 | 233270 | 0 |
| BAIDU INC | SPON ADR REP A | 056752108 |  | 24343 | 207192 | SH |  | DFND | 12 | 0 | 207192 | 0 |
| BAKER HUGHES COMPANY | CL A | 05722G100 |  | 1507 | 71909 | SH |  | DFND | 12 | 0 | 71909 | 0 |
| BALCHEM CORP | COM | 057665200 |  | 344 | 2831 | SH |  | DFND | 12 | 0 | 2831 | 0 |
| BALL CORP | COM | 058498106 |  | 3000 | 62091 | SH |  | DFND | 12 | 0 | 62091 | 0 |
| BANCFIRST CORP | COM | 05945F103 |  | 806 | 9007 | SH |  | DFND | 12 | 0 | 9007 | 0 |
| BANCO DE CHILE | SPONSORED ADS | 059520106 |  | 421 | 23810 | SH |  | DFND | 12 | 0 | 23810 | 0 |
| BANCO SANTANDER CHILE NEW | SP ADR REP COM | 05965X109 |  | 95 | 6771 | SH |  | DFND | 12 | 0 | 6771 | 0 |
| BANCORP INC DEL | COM | 05969A105 |  | 113 | 5160 | SH |  | DFND | 12 | 0 | 5160 | 0 |
| BANC OF CALIFORNIA INC | COM | 05990K106 |  | 90 | 5645 | SH |  | DFND | 12 | 0 | 5645 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 135628 | 4491005 | SH |  | DFND | 12 | 0 | 4491005 | 0 |
| BANK NEW YORK MELLON CORP | COM | 064058100 |  | 2387 | 61955 | SH |  | DFND | 12 | 0 | 61955 | 0 |
| BANKUNITED INC | COM | 06652K103 |  | 220 | 6431 | SH |  | DFND | 12 | 0 | 6431 | 0 |
| BANNER CORP | COM NEW | 06652V208 |  | 159 | 2692 | SH |  | DFND | 12 | 0 | 2692 | 0 |
| BAOZUN INC | SPONSORED ADR | 06684L103 |  | 400 | 63678 | SH |  | DFND | 12 | 0 | 63678 | 0 |
| BARNES GROUP INC | COM | 067806109 |  | 117 | 4066 | SH |  | DFND | 12 | 0 | 4066 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 3948 | 121093 | SH |  | DFND | 12 | 0 | 121093 | 0 |
| BAXTER INTL INC | COM | 071813109 |  | 6056 | 112435 | SH |  | DFND | 12 | 0 | 112435 | 0 |
| BEACON ROOFING SUPPLY INC | COM | 073685109 |  | 612 | 11188 | SH |  | DFND | 12 | 0 | 11188 | 0 |
| BECTON DICKINSON  CO | COM | 075887109 |  | 17554 | 78777 | SH |  | DFND | 12 | 0 | 78777 | 0 |
| BED BATH  BEYOND INC | COM | 075896100 |  | 42 | 6839 | SH |  | DFND | 12 | 0 | 6839 | 0 |
| BEIGENE LTD | SPONSORED ADR | 07725L102 |  | 1810 | 13422 | SH |  | DFND | 12 | 0 | 13422 | 0 |
| BENCHMARK ELECTRS INC | COM | 08160H101 |  | 71 | 2873 | SH |  | DFND | 12 | 0 | 2873 | 0 |
| BENTLEY SYS INC | COM CL B | 08265T208 |  | 5328 | 174167 | SH |  | DFND | 12 | 0 | 174167 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 |  | 251 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 153 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| BERKLEY W R CORP | COM | 084423102 |  | 16529 | 255949 | SH |  | DFND | 12 | 0 | 255949 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 79496 | 297714 | SH |  | DFND | 12 | 0 | 297714 | 0 |
| BERKSHIRE HILLS BANCORP INC | COM | 084680107 |  | 105 | 3857 | SH |  | DFND | 12 | 0 | 3857 | 0 |
| BEST BUY INC | COM | 086516101 |  | 8350 | 131823 | SH |  | DFND | 12 | 0 | 131823 | 0 |
| BIG LOTS INC | COM | 089302103 |  | 44 | 2817 | SH |  | DFND | 12 | 0 | 2817 | 0 |
| BILIBILI INC | SPONS ADS REP Z | 090040106 |  | 5062 | 330418 | SH |  | DFND | 12 | 0 | 330418 | 0 |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 |  | 255 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 |  | 372 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| BILL COM HLDGS INC | COM | 090043100 |  | 4080 | 30819 | SH |  | DFND | 12 | 0 | 30819 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 |  | 331 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| BIO RAD LABS INC | CL A | 090572207 |  | 663 | 1590 | SH |  | DFND | 12 | 0 | 1590 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 |  | 19240 | 226963 | SH |  | DFND | 12 | 0 | 226963 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 |  | 199 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 |  | 301 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| BIOLIFE SOLUTIONS INC | COM NEW | 09062W204 |  | 59 | 2575 | SH |  | DFND | 12 | 0 | 2575 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 7671 | 28729 | SH |  | DFND | 12 | 0 | 28729 | 0 |
| BIO-TECHNE CORP | COM | 09073M104 |  | 714 | 2515 | SH |  | DFND | 12 | 0 | 2515 | 0 |
| BJS RESTAURANTS INC | COM | 09180C106 |  | 47 | 1976 | SH |  | DFND | 12 | 0 | 1976 | 0 |
| BLACK KNIGHT INC | COM | 09215C105 |  | 1751 | 27054 | SH |  | DFND | 12 | 0 | 27054 | 0 |
| BLACKROCK INC | COM | 09247X101 |  | 13709 | 24913 | SH |  | DFND | 12 | 0 | 24913 | 0 |
| BLACKSTONE INC | COM | 09260D107 |  | 38737 | 462806 | SH |  | DFND | 12 | 0 | 462806 | 0 |
| BLINK CHARGING CO | COM | 09354A100 |  | 509 | 28713 | SH |  | DFND | 12 | 0 | 28713 | 0 |
| BLOOM ENERGY CORP | COM CL A | 093712107 |  | 7074 | 353877 | SH |  | DFND | 12 | 0 | 353877 | 0 |
| BLOOMIN BRANDS INC | COM | 094235108 |  | 137 | 7457 | SH |  | DFND | 12 | 0 | 7457 | 0 |
| BLUCORA INC | COM | 095229100 |  | 78 | 4013 | SH |  | DFND | 12 | 0 | 4013 | 0 |
| BOEING CO | COM | 097023105 |  | 4366 | 36057 | SH |  | DFND | 12 | 0 | 36057 | 0 |
| BOISE CASCADE CO DEL | COM | 09739D100 |  | 211 | 3553 | SH |  | DFND | 12 | 0 | 3553 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 92654 | 56386 | SH |  | DFND | 12 | 0 | 56386 | 0 |
| BOOT BARN HLDGS INC | COM | 099406100 |  | 155 | 2650 | SH |  | DFND | 12 | 0 | 2650 | 0 |
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 |  | 766 | 8290 | SH |  | DFND | 12 | 0 | 8290 | 0 |
| BORGWARNER INC | COM | 099724106 |  | 8305 | 264502 | SH |  | DFND | 12 | 0 | 264502 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 2602 | 34712 | SH |  | DFND | 12 | 0 | 34712 | 0 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 |  | 153281 | 3957687 | SH |  | DFND | 12 | 0 | 3957687 | 0 |
| BOYD GAMING CORP | COM | 103304101 |  | 1076 | 22578 | SH |  | DFND | 12 | 0 | 22578 | 0 |
| BRADY CORP | CL A | 104674106 |  | 173 | 4151 | SH |  | DFND | 12 | 0 | 4151 | 0 |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 |  | 99 | 14684 | SH |  | DFND | 12 | 0 | 14684 | 0 |
| BRIGHT HORIZONS FAM SOL IN D | COM | 109194100 |  | 5648 | 97969 | SH |  | DFND | 12 | 0 | 97969 | 0 |
| BRIGHTSPHERE INVT GROUP INC | COM | 10948W103 |  | 44 | 2950 | SH |  | DFND | 12 | 0 | 2950 | 0 |
| BRINKER INTL INC | COM | 109641100 |  | 102 | 4076 | SH |  | DFND | 12 | 0 | 4076 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 |  | 200660 | 2822626 | SH |  | DFND | 12 | 0 | 2822626 | 0 |
| BRISTOW GROUP INC | COM | 11040G103 |  | 47 | 2020 | SH |  | DFND | 12 | 0 | 2020 | 0 |
| BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 |  | 4791 | 33199 | SH |  | DFND | 12 | 0 | 33199 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 30807 | 69384 | SH |  | DFND | 12 | 0 | 69384 | 0 |
| BROOKLINE BANCORP INC DEL | COM | 11373M107 |  | 68 | 5878 | SH |  | DFND | 12 | 0 | 5878 | 0 |
| BROWN  BROWN INC | COM | 115236101 |  | 1589 | 26275 | SH |  | DFND | 12 | 0 | 26275 | 0 |
| BROWN FORMAN CORP | CL B | 115637209 |  | 3202 | 48103 | SH |  | DFND | 12 | 0 | 48103 | 0 |
| BRUKER CORP | COM | 116794108 |  | 1675 | 31564 | SH |  | DFND | 12 | 0 | 31564 | 0 |
| BRUNSWICK CORP | COM | 117043109 |  | 218 | 3336 | SH |  | DFND | 12 | 0 | 3336 | 0 |
| BUCKLE INC | COM | 118440106 |  | 109 | 3439 | SH |  | DFND | 12 | 0 | 3439 | 0 |
| BURLINGTON STORES INC | COM | 122017106 |  | 1644 | 14697 | SH |  | DFND | 12 | 0 | 14697 | 0 |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 |  | 193 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| CBOE GLOBAL MKTS INC | COM | 12503M108 |  | 1340 | 11421 | SH |  | DFND | 12 | 0 | 11421 | 0 |
| CBRE GROUP INC | CL A | 12504L109 |  | 8476 | 125557 | SH |  | DFND | 12 | 0 | 125557 | 0 |
| CDW CORP | COM | 12514G108 |  | 41727 | 267342 | SH |  | DFND | 12 | 0 | 267342 | 0 |
| CF INDS HLDGS INC | COM | 125269100 |  | 10750 | 111691 | SH |  | DFND | 12 | 0 | 111691 | 0 |
| C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 |  | 7767 | 80648 | SH |  | DFND | 12 | 0 | 80648 | 0 |
| CIGNA CORP NEW | COM | 125523100 |  | 29435 | 106084 | SH |  | DFND | 12 | 0 | 106084 | 0 |
| CME GROUP INC | COM | 12572Q105 |  | 19167 | 108207 | SH |  | DFND | 12 | 0 | 108207 | 0 |
| CMS ENERGY CORP | COM | 125896100 |  | 1189 | 20412 | SH |  | DFND | 12 | 0 | 20412 | 0 |
| CSG SYS INTL INC | COM | 126349109 |  | 622 | 11763 | SH |  | DFND | 12 | 0 | 11763 | 0 |
| CSX CORP | COM | 126408103 |  | 4487 | 168426 | SH |  | DFND | 12 | 0 | 168426 | 0 |
| CTS CORP | COM | 126501105 |  | 111 | 2677 | SH |  | DFND | 12 | 0 | 2677 | 0 |
| CVB FINL CORP | COM | 126600105 |  | 287 | 11330 | SH |  | DFND | 12 | 0 | 11330 | 0 |
| CVR ENERGY INC | COM | 12662P108 |  | 340 | 11745 | SH |  | DFND | 12 | 0 | 11745 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 101258 | 1061736 | SH |  | DFND | 12 | 0 | 1061736 | 0 |
| CABLE ONE INC | COM | 12685J105 |  | 3545 | 4156 | SH |  | DFND | 12 | 0 | 4156 | 0 |
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 |  | 152 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| CABOT CORP | COM | 127055101 |  | 529 | 8279 | SH |  | DFND | 12 | 0 | 8279 | 0 |
| COTERRA ENERGY INC | COM | 127097103 |  | 2898 | 110958 | SH |  | DFND | 12 | 0 | 110958 | 0 |
| CACI INTL INC | CL A | 127190304 |  | 2454 | 9400 | SH |  | DFND | 12 | 0 | 9400 | 0 |
| CADENCE DESIGN SYSTEM INC | COM | 127387108 |  | 45489 | 278340 | SH |  | DFND | 12 | 0 | 278340 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 |  | 337 | 10447 | SH |  | DFND | 12 | 0 | 10447 | 0 |
| CAL MAINE FOODS INC | COM NEW | 128030202 |  | 182 | 3279 | SH |  | DFND | 12 | 0 | 3279 | 0 |
| CALAVO GROWERS INC | COM | 128246105 |  | 47 | 1487 | SH |  | DFND | 12 | 0 | 1487 | 0 |
| CALERES INC | COM | 129500104 |  | 78 | 3222 | SH |  | DFND | 12 | 0 | 3222 | 0 |
| CALIFORNIA WTR SVC GROUP | COM | 130788102 |  | 25814 | 489924 | SH |  | DFND | 12 | 0 | 489924 | 0 |
| CALLON PETE CO DEL | COM | 13123X508 |  | 150 | 4288 | SH |  | DFND | 12 | 0 | 4288 | 0 |
| CAMDEN PPTY TR | SH BEN INT | 133131102 |  | 1764 | 14769 | SH |  | DFND | 12 | 0 | 14769 | 0 |
| CAMPBELL SOUP CO | COM | 134429109 |  | 18357 | 389574 | SH |  | DFND | 12 | 0 | 389574 | 0 |
| CAPITAL ONE FINL CORP | COM | 14040H105 |  | 4650 | 50446 | SH |  | DFND | 12 | 0 | 50446 | 0 |
| CAPITOL FED FINL INC | COM | 14057J101 |  | 154 | 18533 | SH |  | DFND | 12 | 0 | 18533 | 0 |
| CARA THERAPEUTICS INC | COM | 140755109 |  | 37 | 3937 | SH |  | DFND | 12 | 0 | 3937 | 0 |
| CARDINAL HEALTH INC | COM | 14149Y108 |  | 5471 | 82051 | SH |  | DFND | 12 | 0 | 82051 | 0 |
| CARDIOVASCULAR SYS INC DEL | COM | 141619106 |  | 56 | 4072 | SH |  | DFND | 12 | 0 | 4072 | 0 |
| CARETRUST REIT INC | COM | 14174T107 |  | 150 | 8276 | SH |  | DFND | 12 | 0 | 8276 | 0 |
| CARLISLE COS INC | COM | 142339100 |  | 1563 | 5573 | SH |  | DFND | 12 | 0 | 5573 | 0 |
| CARMAX INC | COM | 143130102 |  | 3314 | 50200 | SH |  | DFND | 12 | 0 | 50200 | 0 |
| CARLYLE GROUP INC | COM | 14316J108 |  | 83 | 3211 | SH |  | DFND | 12 | 0 | 3211 | 0 |
| CARPENTER TECHNOLOGY CORP | COM | 144285103 |  | 137 | 4384 | SH |  | DFND | 12 | 0 | 4384 | 0 |
| CARRIER GLOBAL CORPORATION | COM | 14448C104 |  | 19443 | 546779 | SH |  | DFND | 12 | 0 | 546779 | 0 |
| CARS COM INC | COM | 14575E105 |  | 63 | 5450 | SH |  | DFND | 12 | 0 | 5450 | 0 |
| CARTERS INC | COM | 146229109 |  | 74 | 1131 | SH |  | DFND | 12 | 0 | 1131 | 0 |
| CARVANA CO | CL A | 146869102 |  | 33 | 1646 | SH |  | DFND | 12 | 0 | 1646 | 0 |
| CATALENT INC | COM | 148806102 |  | 14361 | 198468 | SH |  | DFND | 12 | 0 | 198468 | 0 |
| CATALYST PHARMACEUTICALS INC | COM | 14888U101 |  | 106 | 8229 | SH |  | DFND | 12 | 0 | 8229 | 0 |
| CATERPILLAR INC | COM | 149123101 |  | 8098 | 49352 | SH |  | DFND | 12 | 0 | 49352 | 0 |
| CATO CORP NEW | CL A | 149205106 |  | 13 | 1377 | SH |  | DFND | 12 | 0 | 1377 | 0 |
| CAVCO INDS INC DEL | COM | 149568107 |  | 152 | 738 | SH |  | DFND | 12 | 0 | 738 | 0 |
| CELANESE CORP DEL | COM | 150870103 |  | 430 | 4755 | SH |  | DFND | 12 | 0 | 4755 | 0 |
| CELLECTIS S A | SPON ADS | 15117K103 |  | 374 | 163447 | SH |  | DFND | 12 | 0 | 163447 | 0 |
| CENTENE CORP DEL | COM | 15135B101 |  | 3420 | 43952 | SH |  | DFND | 12 | 0 | 43952 | 0 |
| CENTERPOINT ENERGY INC | COM | 15189T107 |  | 732 | 25993 | SH |  | DFND | 12 | 0 | 25993 | 0 |
| CENTERSPACE | COM | 15202L107 |  | 99 | 1477 | SH |  | DFND | 12 | 0 | 1477 | 0 |
| CENTRAL GARDEN  PET CO | COM | 153527106 |  | 63 | 1760 | SH |  | DFND | 12 | 0 | 1760 | 0 |
| CENTRAL GARDEN  PET CO | CL A NON-VTG | 153527205 |  | 86 | 2523 | SH |  | DFND | 12 | 0 | 2523 | 0 |
| CENTRAL PAC FINL CORP | COM NEW | 154760409 |  | 75 | 3635 | SH |  | DFND | 12 | 0 | 3635 | 0 |
| CENTURY ALUM CO | COM | 156431108 |  | 26 | 4844 | SH |  | DFND | 12 | 0 | 4844 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 |  | 111 | 2603 | SH |  | DFND | 12 | 0 | 2603 | 0 |
| CERENCE INC | COM | 156727109 |  | 103 | 6521 | SH |  | DFND | 12 | 0 | 6521 | 0 |
| CERIDIAN HCM HLDG INC | COM | 15677J108 |  | 87 | 1548 | SH |  | DFND | 12 | 0 | 1548 | 0 |
| CEVA INC | COM | 157210105 |  | 50 | 1920 | SH |  | DFND | 12 | 0 | 1920 | 0 |
| CHAMPIONX CORPORATION | COM | 15872M104 |  | 272 | 13903 | SH |  | DFND | 12 | 0 | 13903 | 0 |
| CHANGE HEALTHCARE INC | COM | 15912K100 |  | 2232 | 81211 | SH |  | DFND | 12 | 0 | 81211 | 0 |
| CHARGEPOINT HOLDINGS INC | COM CL A | 15961R105 |  | 513 | 34750 | SH |  | DFND | 12 | 0 | 34750 | 0 |
| CHARLES RIV LABS INTL INC | COM | 159864107 |  | 611 | 3107 | SH |  | DFND | 12 | 0 | 3107 | 0 |
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 |  | 1908 | 6290 | SH |  | DFND | 12 | 0 | 6290 | 0 |
| CHATHAM LODGING TR | COM | 16208T102 |  | 38 | 3873 | SH |  | DFND | 12 | 0 | 3873 | 0 |
| CHEESECAKE FACTORY INC | COM | 163072101 |  | 123 | 4184 | SH |  | DFND | 12 | 0 | 4184 | 0 |
| CHEFS WHSE INC | COM | 163086101 |  | 86 | 2968 | SH |  | DFND | 12 | 0 | 2968 | 0 |
| CHEGG INC | COM | 163092109 |  | 3498 | 166035 | SH |  | DFND | 12 | 0 | 166035 | 0 |
| CHENIERE ENERGY INC | COM NEW | 16411R208 |  | 51806 | 312252 | SH |  | DFND | 12 | 0 | 312252 | 0 |
| CHESAPEAKE UTILS CORP | COM | 165303108 |  | 175 | 1518 | SH |  | DFND | 12 | 0 | 1518 | 0 |
| CHEVRON CORP NEW | COM | 166764100 |  | 50088 | 348633 | SH |  | DFND | 12 | 0 | 348633 | 0 |
| CHEWY INC | CL A | 16679L109 |  | 141 | 4590 | SH |  | DFND | 12 | 0 | 4590 | 0 |
| CHICOS FAS INC | COM | 168615102 |  | 50 | 10231 | SH |  | DFND | 12 | 0 | 10231 | 0 |
| CHILDRENS PL INC NEW | COM | 168905107 |  | 37 | 1187 | SH |  | DFND | 12 | 0 | 1187 | 0 |
| H WORLD GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 |  | 297 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 |  | 3797 | 2527 | SH |  | DFND | 12 | 0 | 2527 | 0 |
| CHURCH  DWIGHT CO INC | COM | 171340102 |  | 2198 | 30761 | SH |  | DFND | 12 | 0 | 30761 | 0 |
| CHUYS HLDGS INC | COM | 171604101 |  | 48 | 2081 | SH |  | DFND | 12 | 0 | 2081 | 0 |
| CIENA CORP | COM NEW | 171779309 |  | 3166 | 78316 | SH |  | DFND | 12 | 0 | 78316 | 0 |
| CINCINNATI FINL CORP | COM | 172062101 |  | 554 | 6187 | SH |  | DFND | 12 | 0 | 6187 | 0 |
| CINEMARK HLDGS INC | COM | 17243V102 |  | 111 | 9150 | SH |  | DFND | 12 | 0 | 9150 | 0 |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 |  | 115 | 100000 | PRN |  | DFND | 12 | 0 | 100000 | 0 |
| CIRCOR INTL INC | COM | 17273K109 |  | 29 | 1735 | SH |  | DFND | 12 | 0 | 1735 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 104938 | 2623451 | SH |  | DFND | 12 | 0 | 2623451 | 0 |
| CINTAS CORP | COM | 172908105 |  | 1820 | 4689 | SH |  | DFND | 12 | 0 | 4689 | 0 |
| CITIGROUP INC | COM NEW | 172967424 |  | 6371 | 152903 | SH |  | DFND | 12 | 0 | 152903 | 0 |
| CITIZENS FINL GROUP INC | COM | 174610105 |  | 36696 | 1067998 | SH |  | DFND | 12 | 0 | 1067998 | 0 |
| CITRIX SYS INC | COM | 177376100 |  | 75272 | 724466 | SH |  | DFND | 12 | 0 | 724466 | 0 |
| CITY HLDG CO | COM | 177835105 |  | 94 | 1055 | SH |  | DFND | 12 | 0 | 1055 | 0 |
| CIVITAS RESOURCES INC | COM NEW | 17888H103 |  | 255 | 4448 | SH |  | DFND | 12 | 0 | 4448 | 0 |
| CLEARFIELD INC | COM | 18482P103 |  | 99 | 942 | SH |  | DFND | 12 | 0 | 942 | 0 |
| CLEARWATER PAPER CORP | COM | 18538R103 |  | 52 | 1383 | SH |  | DFND | 12 | 0 | 1383 | 0 |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 |  | 245 | 18200 | SH |  | DFND | 12 | 0 | 18200 | 0 |
| CLOROX CO DEL | COM | 189054109 |  | 28810 | 224393 | SH |  | DFND | 12 | 0 | 224393 | 0 |
| CLOUDFLARE INC | CL A COM | 18915M107 |  | 11596 | 209658 | SH |  | DFND | 12 | 0 | 209658 | 0 |
| COCA COLA CO | COM | 191216100 |  | 199767 | 3566001 | SH |  | DFND | 12 | 0 | 3566001 | 0 |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 19239V302 |  | 200 | 3829 | SH |  | DFND | 12 | 0 | 3829 | 0 |
| COGNEX CORP | COM | 192422103 |  | 1606 | 38747 | SH |  | DFND | 12 | 0 | 38747 | 0 |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 |  | 9125 | 158868 | SH |  | DFND | 12 | 0 | 158868 | 0 |
| COHEN  STEERS INC | COM | 19247A100 |  | 531 | 8483 | SH |  | DFND | 12 | 0 | 8483 | 0 |
| COHERUS BIOSCIENCES INC | COM | 19249H103 |  | 53 | 5499 | SH |  | DFND | 12 | 0 | 5499 | 0 |
| COHU INC | COM | 192576106 |  | 108 | 4181 | SH |  | DFND | 12 | 0 | 4181 | 0 |
| COINBASE GLOBAL INC | COM CL A | 19260Q107 |  | 620 | 9617 | SH |  | DFND | 12 | 0 | 9617 | 0 |
| COLGATE PALMOLIVE CO | COM | 194162103 |  | 13160 | 187330 | SH |  | DFND | 12 | 0 | 187330 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | COM | 19459J104 |  | 54 | 3355 | SH |  | DFND | 12 | 0 | 3355 | 0 |
| COLUMBIA BKG SYS INC | COM | 197236102 |  | 194 | 6710 | SH |  | DFND | 12 | 0 | 6710 | 0 |
| COLUMBIA SPORTSWEAR CO | COM | 198516106 |  | 1447 | 21503 | SH |  | DFND | 12 | 0 | 21503 | 0 |
| COMFORT SYS USA INC | COM | 199908104 |  | 306 | 3139 | SH |  | DFND | 12 | 0 | 3139 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 |  | 66786 | 2277052 | SH |  | DFND | 12 | 0 | 2277052 | 0 |
| COMMERCE BANCSHARES INC | COM | 200525103 |  | 14753 | 222986 | SH |  | DFND | 12 | 0 | 222986 | 0 |
| COMMUNITY BK SYS INC | COM | 203607106 |  | 264 | 4401 | SH |  | DFND | 12 | 0 | 4401 | 0 |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 |  | 25 | 11784 | SH |  | DFND | 12 | 0 | 11784 | 0 |
| COMMUNITY HEALTHCARE TR INC | COM | 20369C106 |  | 60 | 1832 | SH |  | DFND | 12 | 0 | 1832 | 0 |
| COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 |  | 27 | 2531 | SH |  | DFND | 12 | 0 | 2531 | 0 |
| COMPANIA DE MINAS BUENAVENTU | SPONSORED ADR | 204448104 |  | 47 | 6967 | SH |  | DFND | 12 | 0 | 6967 | 0 |
| COMPASS MINERALS INTL INC | COM | 20451N101 |  | 117 | 3044 | SH |  | DFND | 12 | 0 | 3044 | 0 |
| COMPUTER PROGRAMS  SYS INC | COM | 205306103 |  | 48 | 1723 | SH |  | DFND | 12 | 0 | 1723 | 0 |
| COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 |  | 20 | 2038 | SH |  | DFND | 12 | 0 | 2038 | 0 |
| CONAGRA BRANDS INC | COM | 205887102 |  | 763 | 23378 | SH |  | DFND | 12 | 0 | 23378 | 0 |
| CONCENTRIX CORP | COM | 20602D101 |  | 296 | 2655 | SH |  | DFND | 12 | 0 | 2655 | 0 |
| CONMED CORP | COM | 207410101 |  | 219 | 2726 | SH |  | DFND | 12 | 0 | 2726 | 0 |
| CONNS INC | COM | 208242107 |  | 14 | 1962 | SH |  | DFND | 12 | 0 | 1962 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 51845 | 506591 | SH |  | DFND | 12 | 0 | 506591 | 0 |
| CONSENSUS CLOUD SOLUTIONS IN | COM | 20848V105 |  | 68 | 1441 | SH |  | DFND | 12 | 0 | 1441 | 0 |
| CONSOL ENERGY INC NEW | COM | 20854L108 |  | 186 | 2899 | SH |  | DFND | 12 | 0 | 2899 | 0 |
| CONSOLIDATED COMM HLDGS INC | COM | 209034107 |  | 26 | 6214 | SH |  | DFND | 12 | 0 | 6214 | 0 |
| CONSOLIDATED EDISON INC | COM | 209115104 |  | 3099 | 36140 | SH |  | DFND | 12 | 0 | 36140 | 0 |
| CONSTELLATION BRANDS INC | CL A | 21036P108 |  | 50969 | 221915 | SH |  | DFND | 12 | 0 | 221915 | 0 |
| CONSTELLATION ENERGY CORP | COM | 21037T109 |  | 25799 | 310116 | SH |  | DFND | 12 | 0 | 310116 | 0 |
| COOPER COS INC | COM NEW | 216648402 |  | 18155 | 68794 | SH |  | DFND | 12 | 0 | 68794 | 0 |
| COPART INC | COM | 217204106 |  | 1501 | 14106 | SH |  | DFND | 12 | 0 | 14106 | 0 |
| CORCEPT THERAPEUTICS INC | COM | 218352102 |  | 217 | 8480 | SH |  | DFND | 12 | 0 | 8480 | 0 |
| CORECIVIC INC | COM | 21871N101 |  | 97 | 11029 | SH |  | DFND | 12 | 0 | 11029 | 0 |
| CORNING INC | COM | 219350105 |  | 3343 | 115213 | SH |  | DFND | 12 | 0 | 115213 | 0 |
| CORSAIR GAMING INC | COM | 22041X102 |  | 32 | 2819 | SH |  | DFND | 12 | 0 | 2819 | 0 |
| CORTEVA INC | COM | 22052L104 |  | 8971 | 156975 | SH |  | DFND | 12 | 0 | 156975 | 0 |
| CORVEL CORP | COM | 221006109 |  | 111 | 801 | SH |  | DFND | 12 | 0 | 801 | 0 |
| COSTCO WHSL CORP NEW | COM | 22160K105 |  | 27752 | 58763 | SH |  | DFND | 12 | 0 | 58763 | 0 |
| COSTAR GROUP INC | COM | 22160N109 |  | 17777 | 255232 | SH |  | DFND | 12 | 0 | 255232 | 0 |
| COUPA SOFTWARE INC | COM | 22266L106 |  | 1234 | 20980 | SH |  | DFND | 12 | 0 | 20980 | 0 |
| COUSINS PPTYS INC | COM NEW | 222795502 |  | 681 | 29148 | SH |  | DFND | 12 | 0 | 29148 | 0 |
| COVETRUS INC | COM | 22304C100 |  | 418 | 20038 | SH |  | DFND | 12 | 0 | 20038 | 0 |
| CRANE HLDGS CO | COM | 224441105 |  | 2491 | 28453 | SH |  | DFND | 12 | 0 | 28453 | 0 |
| CRITEO S A | SPONS ADS | 226718104 |  | 6272 | 232046 | SH |  | DFND | 12 | 0 | 232046 | 0 |
| CROSS CTRY HEALTHCARE INC | COM | 227483104 |  | 89 | 3124 | SH |  | DFND | 12 | 0 | 3124 | 0 |
| CROWDSTRIKE HLDGS INC | CL A | 22788C105 |  | 53133 | 322392 | SH |  | DFND | 12 | 0 | 322392 | 0 |
| CROWN CASTLE INC | COM | 22822V101 |  | 5805 | 40162 | SH |  | DFND | 12 | 0 | 40162 | 0 |
| CROWN HLDGS INC | COM | 228368106 |  | 5642 | 69633 | SH |  | DFND | 12 | 0 | 69633 | 0 |
| ARTIVION INC | COM | 228903100 |  | 46 | 3311 | SH |  | DFND | 12 | 0 | 3311 | 0 |
| CUMMINS INC | COM | 231021106 |  | 5307 | 26077 | SH |  | DFND | 12 | 0 | 26077 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 |  | 93 | 667 | SH |  | DFND | 12 | 0 | 667 | 0 |
| CUSTOMERS BANCORP INC | COM | 23204G100 |  | 78 | 2634 | SH |  | DFND | 12 | 0 | 2634 | 0 |
| CUTERA INC | COM | 232109108 |  | 71 | 1550 | SH |  | DFND | 12 | 0 | 1550 | 0 |
| CYTOKINETICS INC | COM NEW | 23282W605 |  | 380 | 7853 | SH |  | DFND | 12 | 0 | 7853 | 0 |
| DMC GLOBAL INC | COM | 23291C103 |  | 29 | 1784 | SH |  | DFND | 12 | 0 | 1784 | 0 |
| D R HORTON INC | COM | 23331A109 |  | 2047 | 30390 | SH |  | DFND | 12 | 0 | 30390 | 0 |
| DTE ENERGY CO | COM | 233331107 |  | 1387 | 12052 | SH |  | DFND | 12 | 0 | 12052 | 0 |
| DXP ENTERPRISES INC | COM NEW | 233377407 |  | 33 | 1375 | SH |  | DFND | 12 | 0 | 1375 | 0 |
| DT MIDSTREAM INC | COMMON STOCK | 23345M107 |  | 708 | 13650 | SH |  | DFND | 12 | 0 | 13650 | 0 |
| DANAHER CORPORATION | COM | 235851102 |  | 260519 | 1008630 | SH |  | DFND | 12 | 0 | 1008630 | 0 |
| DAQO NEW ENERGY CORP | SPNSRD ADS NEW | 23703Q203 |  | 3775 | 71118 | SH |  | DFND | 12 | 0 | 71118 | 0 |
| DARDEN RESTAURANTS INC | COM | 237194105 |  | 991 | 7844 | SH |  | DFND | 12 | 0 | 7844 | 0 |
| DARLING INGREDIENTS INC | COM | 237266101 |  | 2025 | 30609 | SH |  | DFND | 12 | 0 | 30609 | 0 |
| DATADOG INC | CL A COM | 23804L103 |  | 4277 | 48170 | SH |  | DFND | 12 | 0 | 48170 | 0 |
| DAVE  BUSTERS ENTMT INC | COM | 238337109 |  | 133 | 4289 | SH |  | DFND | 12 | 0 | 4289 | 0 |
| DAVITA INC | COM | 23918K108 |  | 2158 | 26071 | SH |  | DFND | 12 | 0 | 26071 | 0 |
| DEERE  CO | COM | 244199105 |  | 25702 | 76976 | SH |  | DFND | 12 | 0 | 76976 | 0 |
| DELEK US HLDGS INC NEW | COM | 24665A103 |  | 512 | 18851 | SH |  | DFND | 12 | 0 | 18851 | 0 |
| DELL TECHNOLOGIES INC | CL C | 24703L202 |  | 29728 | 869993 | SH |  | DFND | 12 | 0 | 869993 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 |  | 16160 | 575906 | SH |  | DFND | 12 | 0 | 575906 | 0 |
| DELUXE CORP | COM | 248019101 |  | 60 | 3615 | SH |  | DFND | 12 | 0 | 3615 | 0 |
| DENTSPLY SIRONA INC | COM | 24906P109 |  | 316 | 11135 | SH |  | DFND | 12 | 0 | 11135 | 0 |
| DESIGNER BRANDS INC | CL A | 250565108 |  | 83 | 5431 | SH |  | DFND | 12 | 0 | 5431 | 0 |
| DEVON ENERGY CORP NEW | COM | 25179M103 |  | 5967 | 99239 | SH |  | DFND | 12 | 0 | 99239 | 0 |
| DEXCOM INC | COM | 252131107 |  | 34544 | 428899 | SH |  | DFND | 12 | 0 | 428899 | 0 |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 |  | 370 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| DIAMONDROCK HOSPITALITY CO | COM | 252784301 |  | 140 | 18627 | SH |  | DFND | 12 | 0 | 18627 | 0 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 |  | 1434 | 11901 | SH |  | DFND | 12 | 0 | 11901 | 0 |
| DIEBOLD NIXDORF INC | COM STK | 253651103 |  | 15 | 6272 | SH |  | DFND | 12 | 0 | 6272 | 0 |
| DIGI INTL INC | COM | 253798102 |  | 97 | 2814 | SH |  | DFND | 12 | 0 | 2814 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 |  | 8086 | 81533 | SH |  | DFND | 12 | 0 | 81533 | 0 |
| DIGITAL TURBINE INC | COM NEW | 25400W102 |  | 112 | 7763 | SH |  | DFND | 12 | 0 | 7763 | 0 |
| DILLARDS INC | CL A | 254067101 |  | 342 | 1253 | SH |  | DFND | 12 | 0 | 1253 | 0 |
| DIME CMNTY BANCSHARES INC | COM | 25432X102 |  | 80 | 2734 | SH |  | DFND | 12 | 0 | 2734 | 0 |
| DINE BRANDS GLOBAL INC | COM | 254423106 |  | 95 | 1488 | SH |  | DFND | 12 | 0 | 1488 | 0 |
| DIODES INC | COM | 254543101 |  | 301 | 4642 | SH |  | DFND | 12 | 0 | 4642 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 150522 | 1595696 | SH |  | DFND | 12 | 0 | 1595696 | 0 |
| DISCOVER FINL SVCS | COM | 254709108 |  | 18718 | 205878 | SH |  | DFND | 12 | 0 | 205878 | 0 |
| DISH NETWORK CORPORATION | CL A | 25470M109 |  | 473 | 34170 | SH |  | DFND | 12 | 0 | 34170 | 0 |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 |  | 395 | 600000 | PRN |  | DFND | 12 | 0 | 600000 | 0 |
| DIVERSIFIED HEALTHCARE TR | COM SH BEN INT | 25525P107 |  | 19 | 19279 | SH |  | DFND | 12 | 0 | 19279 | 0 |
| DOCUSIGN INC | COM | 256163106 |  | 2273 | 42503 | SH |  | DFND | 12 | 0 | 42503 | 0 |
| DOLLAR GEN CORP NEW | COM | 256677105 |  | 8368 | 34889 | SH |  | DFND | 12 | 0 | 34889 | 0 |
| DOLLAR TREE INC | COM | 256746108 |  | 2143 | 15746 | SH |  | DFND | 12 | 0 | 15746 | 0 |
| DOMINION ENERGY INC | COM | 25746U109 |  | 2965 | 42908 | SH |  | DFND | 12 | 0 | 42908 | 0 |
| DOMINOS PIZZA INC | COM | 25754A201 |  | 2715 | 8751 | SH |  | DFND | 12 | 0 | 8751 | 0 |
| DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 |  | 73 | 1988 | SH |  | DFND | 12 | 0 | 1988 | 0 |
| DOORDASH INC | CL A | 25809K105 |  | 410 | 8289 | SH |  | DFND | 12 | 0 | 8289 | 0 |
| DORMAN PRODS INC | COM | 258278100 |  | 218 | 2659 | SH |  | DFND | 12 | 0 | 2659 | 0 |
| DOUGLAS EMMETT INC | COM | 25960P109 |  | 24 | 1366 | SH |  | DFND | 12 | 0 | 1366 | 0 |
| DOUGLAS ELLIMAN INC | COM | 25961D105 |  | 24 | 5843 | SH |  | DFND | 12 | 0 | 5843 | 0 |
| DOVER CORP | COM | 260003108 |  | 72546 | 622281 | SH |  | DFND | 12 | 0 | 622281 | 0 |
| DOW INC | COM | 260557103 |  | 6062 | 137983 | SH |  | DFND | 12 | 0 | 137983 | 0 |
| DRAFTKINGS INC NEW | COM CL A | 26142V105 |  | 59 | 3924 | SH |  | DFND | 12 | 0 | 3924 | 0 |
| DRIL-QUIP INC | COM | 262037104 |  | 64 | 3265 | SH |  | DFND | 12 | 0 | 3265 | 0 |
| DROPBOX INC | CL A | 26210C104 |  | 777 | 37516 | SH |  | DFND | 12 | 0 | 37516 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 |  | 262 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 171 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| DUKE REALTY CORP | COM NEW | 264411505 |  | 13513 | 280360 | SH |  | DFND | 12 | 0 | 280360 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 |  | 3821 | 41074 | SH |  | DFND | 12 | 0 | 41074 | 0 |
| DUPONT DE NEMOURS INC | COM | 26614N102 |  | 1188 | 23580 | SH |  | DFND | 12 | 0 | 23580 | 0 |
| DYNATRACE INC | COM NEW | 268150109 |  | 465 | 13361 | SH |  | DFND | 12 | 0 | 13361 | 0 |
| DYNAVAX TECHNOLOGIES CORP | COM NEW | 268158201 |  | 100 | 9565 | SH |  | DFND | 12 | 0 | 9565 | 0 |
| E L F BEAUTY INC | COM | 26856L103 |  | 148 | 3925 | SH |  | DFND | 12 | 0 | 3925 | 0 |
| EL POLLO LOCO HLDGS INC | COM | 268603107 |  | 24 | 2711 | SH |  | DFND | 12 | 0 | 2711 | 0 |
| EOG RES INC | COM | 26875P101 |  | 8086 | 72372 | SH |  | DFND | 12 | 0 | 72372 | 0 |
| EQT CORP | COM | 26884L109 |  | 782 | 19194 | SH |  | DFND | 12 | 0 | 19194 | 0 |
| EAGLE BANCORP INC MD | COM | 268948106 |  | 106 | 2369 | SH |  | DFND | 12 | 0 | 2369 | 0 |
| EAGLE PHARMACEUTICALS INC | COM | 269796108 |  | 25 | 933 | SH |  | DFND | 12 | 0 | 933 | 0 |
| EASTERLY GOVT PPTYS INC | COM | 27616P103 |  | 2769 | 175577 | SH |  | DFND | 12 | 0 | 175577 | 0 |
| EASTGROUP PPTYS INC | COM | 277276101 |  | 1754 | 12153 | SH |  | DFND | 12 | 0 | 12153 | 0 |
| EASTMAN CHEM CO | COM | 277432100 |  | 465 | 6550 | SH |  | DFND | 12 | 0 | 6550 | 0 |
| EBAY INC. | COM | 278642103 |  | 38360 | 1042099 | SH |  | DFND | 12 | 0 | 1042099 | 0 |
| EBIX INC | COM NEW | 278715206 |  | 39 | 2065 | SH |  | DFND | 12 | 0 | 2065 | 0 |
| ECOLAB INC | COM | 278865100 |  | 30262 | 209539 | SH |  | DFND | 12 | 0 | 209539 | 0 |
| EDGEWELL PERS CARE CO | COM | 28035Q102 |  | 172 | 4598 | SH |  | DFND | 12 | 0 | 4598 | 0 |
| EDISON INTL | COM | 281020107 |  | 2724 | 48147 | SH |  | DFND | 12 | 0 | 48147 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 |  | 82063 | 993138 | SH |  | DFND | 12 | 0 | 993138 | 0 |
| 8X8 INC NEW | COM | 282914100 |  | 37 | 10624 | SH |  | DFND | 12 | 0 | 10624 | 0 |
| ELANCO ANIMAL HEALTH INC | COM | 28414H103 |  | 1251 | 100780 | SH |  | DFND | 12 | 0 | 100780 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 |  | 41647 | 359929 | SH |  | DFND | 12 | 0 | 359929 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 |  | 52 | 4531 | SH |  | DFND | 12 | 0 | 4531 | 0 |
| EMBECTA CORP | COMMON STOCK | 29082K105 |  | 213 | 7410 | SH |  | DFND | 12 | 0 | 7410 | 0 |
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 |  | 87 | 4161 | SH |  | DFND | 12 | 0 | 4161 | 0 |
| EMERSON ELEC CO | COM | 291011104 |  | 3368 | 46002 | SH |  | DFND | 12 | 0 | 46002 | 0 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 |  | 1344 | 5641 | SH |  | DFND | 12 | 0 | 5641 | 0 |
| EMPLOYERS HLDGS INC | COM | 292218104 |  | 76 | 2203 | SH |  | DFND | 12 | 0 | 2203 | 0 |
| ENANTA PHARMACEUTICALS INC | COM | 29251M106 |  | 82 | 1586 | SH |  | DFND | 12 | 0 | 1586 | 0 |
| ENCORE CAP GROUP INC | COM | 292554102 |  | 97 | 2138 | SH |  | DFND | 12 | 0 | 2138 | 0 |
| ENCORE WIRE CORP | COM | 292562105 |  | 198 | 1718 | SH |  | DFND | 12 | 0 | 1718 | 0 |
| ENERGY RECOVERY INC | COM | 29270J100 |  | 19109 | 878994 | SH |  | DFND | 12 | 0 | 878994 | 0 |
| ENERPAC TOOL GROUP CORP | CL A COM | 292765104 |  | 91 | 5113 | SH |  | DFND | 12 | 0 | 5113 | 0 |
| ENHABIT INC | COM | 29332G102 |  | 54 | 3850 | SH |  | DFND | 12 | 0 | 3850 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 10952 | 39470 | SH |  | DFND | 12 | 0 | 39470 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 231 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 |  | 358 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| ENPRO INDS INC | COM | 29355X107 |  | 149 | 1753 | SH |  | DFND | 12 | 0 | 1753 | 0 |
| ENOVA INTL INC | COM | 29357K103 |  | 83 | 2846 | SH |  | DFND | 12 | 0 | 2846 | 0 |
| ENSIGN GROUP INC | COM | 29358P101 |  | 363 | 4563 | SH |  | DFND | 12 | 0 | 4563 | 0 |
| ENTEGRIS INC | COM | 29362U104 |  | 888 | 10701 | SH |  | DFND | 12 | 0 | 10701 | 0 |
| ENTERGY CORP NEW | COM | 29364G103 |  | 1108 | 11007 | SH |  | DFND | 12 | 0 | 11007 | 0 |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 |  | 338 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| EPAM SYS INC | COM | 29414B104 |  | 3590 | 9912 | SH |  | DFND | 12 | 0 | 9912 | 0 |
| ENVISTA HOLDINGS CORPORATION | COM | 29415F104 |  | 328 | 10005 | SH |  | DFND | 12 | 0 | 10005 | 0 |
| EPLUS INC | COM | 294268107 |  | 113 | 2714 | SH |  | DFND | 12 | 0 | 2714 | 0 |
| EQUIFAX INC | COM | 294429105 |  | 1549 | 9033 | SH |  | DFND | 12 | 0 | 9033 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 30424 | 53484 | SH |  | DFND | 12 | 0 | 53484 | 0 |
| EQUITABLE HLDGS INC | COM | 29452E101 |  | 304 | 11536 | SH |  | DFND | 12 | 0 | 11536 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 |  | 294 | 39257 | SH |  | DFND | 12 | 0 | 39257 | 0 |
| EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 |  | 853 | 13568 | SH |  | DFND | 12 | 0 | 13568 | 0 |
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 |  | 5320 | 79137 | SH |  | DFND | 12 | 0 | 79137 | 0 |
| ERIE INDTY CO | CL A | 29530P102 |  | 857 | 3855 | SH |  | DFND | 12 | 0 | 3855 | 0 |
| ESCO TECHNOLOGIES INC | COM | 296315104 |  | 202 | 2755 | SH |  | DFND | 12 | 0 | 2755 | 0 |
| ESSENTIAL PPTYS RLTY TR INC | COM | 29670E107 |  | 222 | 11391 | SH |  | DFND | 12 | 0 | 11391 | 0 |
| ESSENTIAL UTILS INC | COM | 29670G102 |  | 659 | 15918 | SH |  | DFND | 12 | 0 | 15918 | 0 |
| ESSEX PPTY TR INC | COM | 297178105 |  | 3316 | 13689 | SH |  | DFND | 12 | 0 | 13689 | 0 |
| ETHAN ALLEN INTERIORS INC | COM | 297602104 |  | 41 | 1933 | SH |  | DFND | 12 | 0 | 1933 | 0 |
| ETSY INC | COM | 29786A106 |  | 10292 | 102784 | SH |  | DFND | 12 | 0 | 102784 | 0 |
| EVERCORE INC | CLASS A | 29977A105 |  | 546 | 6640 | SH |  | DFND | 12 | 0 | 6640 | 0 |
| EVERGY INC | COM | 30034W106 |  | 633 | 10650 | SH |  | DFND | 12 | 0 | 10650 | 0 |
| EVERSOURCE ENERGY | COM | 30040W108 |  | 3308 | 42435 | SH |  | DFND | 12 | 0 | 42435 | 0 |
| EVGO INC | CL A COM | 30052F100 |  | 536 | 67783 | SH |  | DFND | 12 | 0 | 67783 | 0 |
| EVOQUA WATER TECHNOLOGIES CO | COM | 30057T105 |  | 31480 | 951908 | SH |  | DFND | 12 | 0 | 951908 | 0 |
| EXACT SCIENCES CORP | COM | 30063P105 |  | 7030 | 216388 | SH |  | DFND | 12 | 0 | 216388 | 0 |
| EXELON CORP | COM | 30161N101 |  | 7185 | 191807 | SH |  | DFND | 12 | 0 | 191807 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 |  | 420 | 2849 | SH |  | DFND | 12 | 0 | 2849 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 |  | 2718 | 29014 | SH |  | DFND | 12 | 0 | 29014 | 0 |
| EXPEDITORS INTL WASH INC | COM | 302130109 |  | 6959 | 78807 | SH |  | DFND | 12 | 0 | 78807 | 0 |
| EXPONENT INC | COM | 30214U102 |  | 404 | 4603 | SH |  | DFND | 12 | 0 | 4603 | 0 |
| EXTRA SPACE STORAGE INC | COM | 30225T102 |  | 1358 | 7862 | SH |  | DFND | 12 | 0 | 7862 | 0 |
| EXTREME NETWORKS | COM | 30226D106 |  | 146 | 11150 | SH |  | DFND | 12 | 0 | 11150 | 0 |
| EZCORP INC | CL A NON VTG | 302301106 |  | 34 | 4429 | SH |  | DFND | 12 | 0 | 4429 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 59293 | 679104 | SH |  | DFND | 12 | 0 | 679104 | 0 |
| FMC CORP | COM NEW | 302491303 |  | 13385 | 126630 | SH |  | DFND | 12 | 0 | 126630 | 0 |
| FB FINL CORP | COM | 30257X104 |  | 104 | 2724 | SH |  | DFND | 12 | 0 | 2724 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 70297 | 518109 | SH |  | DFND | 12 | 0 | 518109 | 0 |
| FACTSET RESH SYS INC | COM | 303075105 |  | 6904 | 17256 | SH |  | DFND | 12 | 0 | 17256 | 0 |
| FTC SOLAR INC | COM | 30320C103 |  | 1448 | 489218 | SH |  | DFND | 12 | 0 | 489218 | 0 |
| FAIR ISAAC CORP | COM | 303250104 |  | 460 | 1116 | SH |  | DFND | 12 | 0 | 1116 | 0 |
| FARO TECHNOLOGIES INC | COM | 311642102 |  | 43 | 1557 | SH |  | DFND | 12 | 0 | 1557 | 0 |
| FASTENAL CO | COM | 311900104 |  | 5737 | 124599 | SH |  | DFND | 12 | 0 | 124599 | 0 |
| FEDERAL SIGNAL CORP | COM | 313855108 |  | 214 | 5736 | SH |  | DFND | 12 | 0 | 5736 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 4299 | 28955 | SH |  | DFND | 12 | 0 | 28955 | 0 |
| F5 INC | COM | 315616102 |  | 17285 | 119428 | SH |  | DFND | 12 | 0 | 119428 | 0 |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 |  | 2550 | 33750 | SH |  | DFND | 12 | 0 | 33750 | 0 |
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 |  | 14123 | 390151 | SH |  | DFND | 12 | 0 | 390151 | 0 |
| FIFTH THIRD BANCORP | COM | 316773100 |  | 18303 | 572700 | SH |  | DFND | 12 | 0 | 572700 | 0 |
| FIRST BANCORP N C | COM | 318910106 |  | 107 | 2920 | SH |  | DFND | 12 | 0 | 2920 | 0 |
| FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 |  | 451 | 565 | SH |  | DFND | 12 | 0 | 565 | 0 |
| FIRST COMWLTH FINL CORP PA | COM | 319829107 |  | 88 | 6821 | SH |  | DFND | 12 | 0 | 6821 | 0 |
| FIRST FINL BANCORP OH | COM | 320209109 |  | 153 | 7236 | SH |  | DFND | 12 | 0 | 7236 | 0 |
| FIRST FINL BANKSHARES INC | COM | 32020R109 |  | 123 | 2946 | SH |  | DFND | 12 | 0 | 2946 | 0 |
| FIRST HAWAIIAN INC | COM | 32051X108 |  | 264 | 10710 | SH |  | DFND | 12 | 0 | 10710 | 0 |
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 |  | 20314 | 155604 | SH |  | DFND | 12 | 0 | 155604 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 9873 | 74645 | SH |  | DFND | 12 | 0 | 74645 | 0 |
| FISERV INC | COM | 337738108 |  | 7073 | 75591 | SH |  | DFND | 12 | 0 | 75591 | 0 |
| FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 |  | 158 | 4719 | SH |  | DFND | 12 | 0 | 4719 | 0 |
| FIRSTENERGY CORP | COM | 337932107 |  | 1021 | 27608 | SH |  | DFND | 12 | 0 | 27608 | 0 |
| FIVE9 INC | COM | 338307101 |  | 318 | 4239 | SH |  | DFND | 12 | 0 | 4239 | 0 |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 |  | 274 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 |  | 2492 | 14143 | SH |  | DFND | 12 | 0 | 14143 | 0 |
| FORD MTR CO DEL | COM | 345370860 |  | 4823 | 430656 | SH |  | DFND | 12 | 0 | 430656 | 0 |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 |  | 642 | 700000 | PRN |  | DFND | 12 | 0 | 700000 | 0 |
| FORMFACTOR INC | COM | 346375108 |  | 172 | 6851 | SH |  | DFND | 12 | 0 | 6851 | 0 |
| FORRESTER RESH INC | COM | 346563109 |  | 34 | 947 | SH |  | DFND | 12 | 0 | 947 | 0 |
| FORTINET INC | COM | 34959E109 |  | 27409 | 557878 | SH |  | DFND | 12 | 0 | 557878 | 0 |
| FORTIVE CORP | COM | 34959J108 |  | 41755 | 716216 | SH |  | DFND | 12 | 0 | 716216 | 0 |
| FORTUNE BRANDS INNOVATIONS I | COM | 34964C106 |  | 118 | 2201 | SH |  | DFND | 12 | 0 | 2201 | 0 |
| FORWARD AIR CORP | COM | 349853101 |  | 205 | 2267 | SH |  | DFND | 12 | 0 | 2267 | 0 |
| FOUR CORNERS PPTY TR INC | COM | 35086T109 |  | 160 | 6628 | SH |  | DFND | 12 | 0 | 6628 | 0 |
| FOX CORP | CL A COM | 35137L105 |  | 15736 | 512897 | SH |  | DFND | 12 | 0 | 512897 | 0 |
| FOX CORP | CL B COM | 35137L204 |  | 4734 | 166115 | SH |  | DFND | 12 | 0 | 166115 | 0 |
| FRANKLIN BSP RLTY TR INC | COMMON STOCK | 35243J101 |  | 76 | 7044 | SH |  | DFND | 12 | 0 | 7044 | 0 |
| FRANKLIN ELEC INC | COM | 353514102 |  | 22039 | 269725 | SH |  | DFND | 12 | 0 | 269725 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 |  | 3413 | 158607 | SH |  | DFND | 12 | 0 | 158607 | 0 |
| FRANKLIN STR PPTYS CORP | COM | 35471R106 |  | 27 | 10425 | SH |  | DFND | 12 | 0 | 10425 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 |  | 2293 | 83914 | SH |  | DFND | 12 | 0 | 83914 | 0 |
| FRESHPET INC | COM | 358039105 |  | 1178 | 23520 | SH |  | DFND | 12 | 0 | 23520 | 0 |
| FRONTDOOR INC | COM | 35905A109 |  | 267 | 13086 | SH |  | DFND | 12 | 0 | 13086 | 0 |
| FUELCELL ENERGY INC | COM | 35952H601 |  | 2106 | 617558 | SH |  | DFND | 12 | 0 | 617558 | 0 |
| FULGENT GENETICS INC | COM | 359664109 |  | 65 | 1709 | SH |  | DFND | 12 | 0 | 1709 | 0 |
| FULLER H B CO | COM | 359694106 |  | 272 | 4533 | SH |  | DFND | 12 | 0 | 4533 | 0 |
| FUTUREFUEL CORP | COM | 36116M106 |  | 20 | 3348 | SH |  | DFND | 12 | 0 | 3348 | 0 |
| FUTU HLDGS LTD | SPON ADS CL A | 36118L106 |  | 3990 | 107008 | SH |  | DFND | 12 | 0 | 107008 | 0 |
| GATX CORP | COM | 361448103 |  | 454 | 5329 | SH |  | DFND | 12 | 0 | 5329 | 0 |
| GEO GROUP INC NEW | COM | 36162J106 |  | 83 | 10831 | SH |  | DFND | 12 | 0 | 10831 | 0 |
| GDS HLDGS LTD | SPONSORED ADS | 36165L108 |  | 1356 | 76787 | SH |  | DFND | 12 | 0 | 76787 | 0 |
| G III APPAREL GROUP LTD | COM | 36237H101 |  | 56 | 3740 | SH |  | DFND | 12 | 0 | 3740 | 0 |
| GMS INC | COM | 36251C103 |  | 148 | 3705 | SH |  | DFND | 12 | 0 | 3705 | 0 |
| GALLAGHER ARTHUR J  CO | COM | 363576109 |  | 26140 | 152668 | SH |  | DFND | 12 | 0 | 152668 | 0 |
| GAMING  LEISURE PPTYS INC | COM | 36467J108 |  | 2066 | 46699 | SH |  | DFND | 12 | 0 | 46699 | 0 |
| GANNETT CO INC | COM | 36472T109 |  | 18 | 11956 | SH |  | DFND | 12 | 0 | 11956 | 0 |
| GARTNER INC | COM | 366651107 |  | 2548 | 9209 | SH |  | DFND | 12 | 0 | 9209 | 0 |
| GENERAC HLDGS INC | COM | 368736104 |  | 761 | 4272 | SH |  | DFND | 12 | 0 | 4272 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 |  | 3985 | 64365 | SH |  | DFND | 12 | 0 | 64365 | 0 |
| GENERAL MLS INC | COM | 370334104 |  | 33944 | 443073 | SH |  | DFND | 12 | 0 | 443073 | 0 |
| GENERAL MTRS CO | COM | 37045V100 |  | 18026 | 561718 | SH |  | DFND | 12 | 0 | 561718 | 0 |
| GENESCO INC | COM | 371532102 |  | 47 | 1183 | SH |  | DFND | 12 | 0 | 1183 | 0 |
| GENTEX CORP | COM | 371901109 |  | 78 | 3262 | SH |  | DFND | 12 | 0 | 3262 | 0 |
| GENUINE PARTS CO | COM | 372460105 |  | 11449 | 76672 | SH |  | DFND | 12 | 0 | 76672 | 0 |
| GENWORTH FINL INC | COM CL A | 37247D106 |  | 155 | 44149 | SH |  | DFND | 12 | 0 | 44149 | 0 |
| GENTHERM INC | COM | 37253A103 |  | 149 | 3003 | SH |  | DFND | 12 | 0 | 3003 | 0 |
| GETTY RLTY CORP NEW | COM | 374297109 |  | 132 | 4891 | SH |  | DFND | 12 | 0 | 4891 | 0 |
| GIBRALTAR INDS INC | COM | 374689107 |  | 113 | 2772 | SH |  | DFND | 12 | 0 | 2772 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 |  | 47593 | 771489 | SH |  | DFND | 12 | 0 | 771489 | 0 |
| GLACIER BANCORP INC NEW | COM | 37637Q105 |  | 123 | 2497 | SH |  | DFND | 12 | 0 | 2497 | 0 |
| GLAUKOS CORP | COM | 377322102 |  | 225 | 4232 | SH |  | DFND | 12 | 0 | 4232 | 0 |
| GLOBAL NET LEASE INC | COM NEW | 379378201 |  | 82 | 7729 | SH |  | DFND | 12 | 0 | 7729 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 5579 | 51638 | SH |  | DFND | 12 | 0 | 51638 | 0 |
| GLOBUS MED INC | CL A | 379577208 |  | 2106 | 35355 | SH |  | DFND | 12 | 0 | 35355 | 0 |
| GLOBE LIFE INC | COM | 37959E102 |  | 1182 | 11858 | SH |  | DFND | 12 | 0 | 11858 | 0 |
| GODADDY INC | CL A | 380237107 |  | 44966 | 634390 | SH |  | DFND | 12 | 0 | 634390 | 0 |
| GOGO INC | COM | 38046C109 |  | 73 | 5984 | SH |  | DFND | 12 | 0 | 5984 | 0 |
| GOLDEN ENTMT INC | COM | 381013101 |  | 61 | 1743 | SH |  | DFND | 12 | 0 | 1743 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 9773 | 33350 | SH |  | DFND | 12 | 0 | 33350 | 0 |
| GORMAN RUPP CO | COM | 383082104 |  | 4273 | 179611 | SH |  | DFND | 12 | 0 | 179611 | 0 |
| GRAINGER W W INC | COM | 384802104 |  | 2512 | 5134 | SH |  | DFND | 12 | 0 | 5134 | 0 |
| GRAND CANYON ED INC | COM | 38526M106 |  | 125 | 1523 | SH |  | DFND | 12 | 0 | 1523 | 0 |
| GRANITE CONSTR INC | COM | 387328107 |  | 96 | 3778 | SH |  | DFND | 12 | 0 | 3778 | 0 |
| GRANITE PT MTG TR INC | COM STK | 38741L107 |  | 23 | 3628 | SH |  | DFND | 12 | 0 | 3628 | 0 |
| GREEN BRICK PARTNERS INC | COM | 392709101 |  | 46 | 2139 | SH |  | DFND | 12 | 0 | 2139 | 0 |
| GREEN DOT CORP | CL A | 39304D102 |  | 72 | 3776 | SH |  | DFND | 12 | 0 | 3776 | 0 |
| GREEN PLAINS INC | COM | 393222104 |  | 139 | 4796 | SH |  | DFND | 12 | 0 | 4796 | 0 |
| GREENBRIER COS INC | COM | 393657101 |  | 68 | 2819 | SH |  | DFND | 12 | 0 | 2819 | 0 |
| GREIF INC | CL A | 397624107 |  | 318 | 5345 | SH |  | DFND | 12 | 0 | 5345 | 0 |
| GRIFFON CORP | COM | 398433102 |  | 126 | 4270 | SH |  | DFND | 12 | 0 | 4270 | 0 |
| GROUP 1 AUTOMOTIVE INC | COM | 398905109 |  | 186 | 1303 | SH |  | DFND | 12 | 0 | 1303 | 0 |
| GUESS INC | COM | 401617105 |  | 49 | 3318 | SH |  | DFND | 12 | 0 | 3318 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 |  | 218 | 3535 | SH |  | DFND | 12 | 0 | 3535 | 0 |
| HCA HEALTHCARE INC | COM | 40412C101 |  | 57605 | 313430 | SH |  | DFND | 12 | 0 | 313430 | 0 |
| HCI GROUP INC | COM | 40416E103 |  | 27 | 683 | SH |  | DFND | 12 | 0 | 683 | 0 |
| HNI CORP | COM | 404251100 |  | 494 | 18650 | SH |  | DFND | 12 | 0 | 18650 | 0 |
| HP INC | COM | 40434L105 |  | 58721 | 2356391 | SH |  | DFND | 12 | 0 | 2356391 | 0 |
| HALLIBURTON CO | COM | 406216101 |  | 1651 | 67042 | SH |  | DFND | 12 | 0 | 67042 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 |  | 516 | 13061 | SH |  | DFND | 12 | 0 | 13061 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 |  | 256 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| HANGER INC | COM NEW | 41043F208 |  | 56 | 2973 | SH |  | DFND | 12 | 0 | 2973 | 0 |
| HANMI FINL CORP | COM NEW | 410495204 |  | 83 | 3502 | SH |  | DFND | 12 | 0 | 3502 | 0 |
| HANNON ARMSTRONG SUST INFR C | COM | 41068X100 |  | 457 | 15281 | SH |  | DFND | 12 | 0 | 15281 | 0 |
| HARMONIC INC | COM | 413160102 |  | 116 | 8883 | SH |  | DFND | 12 | 0 | 8883 | 0 |
| HARMONY BIOSCIENCES HLDGS IN | COM | 413197104 |  | 109 | 2461 | SH |  | DFND | 12 | 0 | 2461 | 0 |
| HARSCO CORP | COM | 415864107 |  | 26 | 6978 | SH |  | DFND | 12 | 0 | 6978 | 0 |
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 |  | 22371 | 361171 | SH |  | DFND | 12 | 0 | 361171 | 0 |
| HASBRO INC | COM | 418056107 |  | 27240 | 404034 | SH |  | DFND | 12 | 0 | 404034 | 0 |
| HAVERTY FURNITURE COS INC | COM | 419596101 |  | 26 | 1062 | SH |  | DFND | 12 | 0 | 1062 | 0 |
| HAWAIIAN HOLDINGS INC | COM | 419879101 |  | 59 | 4488 | SH |  | DFND | 12 | 0 | 4488 | 0 |
| HAWKINS INC | COM | 420261109 |  | 63 | 1603 | SH |  | DFND | 12 | 0 | 1603 | 0 |
| HAYNES INTL INC | COM NEW | 420877201 |  | 31 | 872 | SH |  | DFND | 12 | 0 | 872 | 0 |
| HEALTHCARE SVCS GROUP INC | COM | 421906108 |  | 81 | 6738 | SH |  | DFND | 12 | 0 | 6738 | 0 |
| HEALTHSTREAM INC | COM | 42222N103 |  | 45 | 2126 | SH |  | DFND | 12 | 0 | 2126 | 0 |
| HEALTHCARE RLTY TR | CL A COM | 42226K105 |  | 1161 | 55681 | SH |  | DFND | 12 | 0 | 55681 | 0 |
| HEARTLAND EXPRESS INC | COM | 422347104 |  | 47 | 3289 | SH |  | DFND | 12 | 0 | 3289 | 0 |
| HEALTHPEAK PROPERTIES INC | COM | 42250P103 |  | 1346 | 58738 | SH |  | DFND | 12 | 0 | 58738 | 0 |
| HEICO CORP NEW | COM | 422806109 |  | 1610 | 11184 | SH |  | DFND | 12 | 0 | 11184 | 0 |
| HEICO CORP NEW | CL A | 422806208 |  | 1228 | 10710 | SH |  | DFND | 12 | 0 | 10710 | 0 |
| HEIDRICK  STRUGGLES INTL IN | COM | 422819102 |  | 45 | 1729 | SH |  | DFND | 12 | 0 | 1729 | 0 |
| HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 |  | 47 | 12092 | SH |  | DFND | 12 | 0 | 12092 | 0 |
| HELLO GROUP INC | ADS | 423403104 |  | 3903 | 844701 | SH |  | DFND | 12 | 0 | 844701 | 0 |
| HELMERICH  PAYNE INC | COM | 423452101 |  | 327 | 8843 | SH |  | DFND | 12 | 0 | 8843 | 0 |
| HENRY JACK  ASSOC INC | COM | 426281101 |  | 17973 | 98604 | SH |  | DFND | 12 | 0 | 98604 | 0 |
| HERITAGE FINL CORP WASH | COM | 42722X106 |  | 103 | 3898 | SH |  | DFND | 12 | 0 | 3898 | 0 |
| HERON THERAPEUTICS INC | COM | 427746102 |  | 1221 | 289269 | SH |  | DFND | 12 | 0 | 289269 | 0 |
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 427825500 |  | 29 | 3617 | SH |  | DFND | 12 | 0 | 3617 | 0 |
| HERSHEY CO | COM | 427866108 |  | 52130 | 236449 | SH |  | DFND | 12 | 0 | 236449 | 0 |
| HESKA CORP | COM RESTRC NEW | 42805E306 |  | 1026 | 14077 | SH |  | DFND | 12 | 0 | 14077 | 0 |
| HESS CORP | COM | 42809H107 |  | 3041 | 27901 | SH |  | DFND | 12 | 0 | 27901 | 0 |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 |  | 13533 | 1129612 | SH |  | DFND | 12 | 0 | 1129612 | 0 |
| HIBBETT INC | COM | 428567101 |  | 47 | 947 | SH |  | DFND | 12 | 0 | 947 | 0 |
| HILLENBRAND INC | COM | 431571108 |  | 230 | 6266 | SH |  | DFND | 12 | 0 | 6266 | 0 |
| HILLTOP HOLDINGS INC | COM | 432748101 |  | 112 | 4494 | SH |  | DFND | 12 | 0 | 4494 | 0 |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 |  | 33680 | 279225 | SH |  | DFND | 12 | 0 | 279225 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 2027 | 31414 | SH |  | DFND | 12 | 0 | 31414 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 91298 | 330860 | SH |  | DFND | 12 | 0 | 330860 | 0 |
| HOMESTREET INC | COM | 43785V102 |  | 43 | 1476 | SH |  | DFND | 12 | 0 | 1476 | 0 |
| HONEYWELL INTL INC | COM | 438516106 |  | 6646 | 39805 | SH |  | DFND | 12 | 0 | 39805 | 0 |
| HOPE BANCORP INC | COM | 43940T109 |  | 121 | 9559 | SH |  | DFND | 12 | 0 | 9559 | 0 |
| HORACE MANN EDUCATORS CORP N | COM | 440327104 |  | 118 | 3338 | SH |  | DFND | 12 | 0 | 3338 | 0 |
| HORMEL FOODS CORP | COM | 440452100 |  | 1888 | 41559 | SH |  | DFND | 12 | 0 | 41559 | 0 |
| HOST HOTELS  RESORTS INC | COM | 44107P104 |  | 6014 | 378720 | SH |  | DFND | 12 | 0 | 378720 | 0 |
| HOSTESS BRANDS INC | CL A | 44109J106 |  | 273 | 11751 | SH |  | DFND | 12 | 0 | 11751 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 |  | 1634 | 52822 | SH |  | DFND | 12 | 0 | 52822 | 0 |
| HUB GROUP INC | CL A | 443320106 |  | 196 | 2838 | SH |  | DFND | 12 | 0 | 2838 | 0 |
| H WORLD GROUP LTD | SPONSORED ADS | 44332N106 |  | 222 | 6622 | SH |  | DFND | 12 | 0 | 6622 | 0 |
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 |  | 111 | 100000 | PRN |  | DFND | 12 | 0 | 100000 | 0 |
| HUBSPOT INC | COM | 443573100 |  | 5812 | 21515 | SH |  | DFND | 12 | 0 | 21515 | 0 |
| HUDSON PAC PPTYS INC | COM | 444097109 |  | 88 | 7999 | SH |  | DFND | 12 | 0 | 7999 | 0 |
| HUMANA INC | COM | 444859102 |  | 37844 | 77999 | SH |  | DFND | 12 | 0 | 77999 | 0 |
| HUNT J B TRANS SVCS INC | COM | 445658107 |  | 5654 | 36147 | SH |  | DFND | 12 | 0 | 36147 | 0 |
| HUNTINGTON BANCSHARES INC | COM | 446150104 |  | 6193 | 469880 | SH |  | DFND | 12 | 0 | 469880 | 0 |
| HUNTINGTON INGALLS INDS INC | COM | 446413106 |  | 1665 | 7518 | SH |  | DFND | 12 | 0 | 7518 | 0 |
| HUYA INC | ADS REP SHS A | 44852D108 |  | 13 | 6078 | SH |  | DFND | 12 | 0 | 6078 | 0 |
| IAC INC | COM NEW | 44891N208 |  | 10242 | 184941 | SH |  | DFND | 12 | 0 | 184941 | 0 |
| IAA INC | COM | 449253103 |  | 193 | 6063 | SH |  | DFND | 12 | 0 | 6063 | 0 |
| IPG PHOTONICS CORP | COM | 44980X109 |  | 12022 | 142526 | SH |  | DFND | 12 | 0 | 142526 | 0 |
| ISTAR INC | COM | 45031U101 |  | 57 | 6109 | SH |  | DFND | 12 | 0 | 6109 | 0 |
| IDEX CORP | COM | 45167R104 |  | 31412 | 157176 | SH |  | DFND | 12 | 0 | 157176 | 0 |
| IDEXX LABS INC | COM | 45168D104 |  | 24635 | 75615 | SH |  | DFND | 12 | 0 | 75615 | 0 |
| ILLINOIS TOOL WKS INC | COM | 452308109 |  | 16613 | 91963 | SH |  | DFND | 12 | 0 | 91963 | 0 |
| ILLUMINA INC | COM | 452327109 |  | 17258 | 90457 | SH |  | DFND | 12 | 0 | 90457 | 0 |
| INCYTE CORP | COM | 45337C102 |  | 713 | 10702 | SH |  | DFND | 12 | 0 | 10702 | 0 |
| INDEPENDENT BK CORP MASS | COM | 453836108 |  | 297 | 3981 | SH |  | DFND | 12 | 0 | 3981 | 0 |
| INDEPENDENT BANK GROUP INC | COM | 45384B106 |  | 189 | 3078 | SH |  | DFND | 12 | 0 | 3078 | 0 |
| INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 |  | 31 | 5625 | SH |  | DFND | 12 | 0 | 5625 | 0 |
| INGERSOLL RAND INC | COM | 45687V106 |  | 24518 | 566768 | SH |  | DFND | 12 | 0 | 566768 | 0 |
| INGREDION INC | COM | 457187102 |  | 3269 | 40593 | SH |  | DFND | 12 | 0 | 40593 | 0 |
| INSIGHT ENTERPRISES INC | COM | 45765U103 |  | 230 | 2786 | SH |  | DFND | 12 | 0 | 2786 | 0 |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 |  | 96 | 100000 | PRN |  | DFND | 12 | 0 | 100000 | 0 |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 |  | 182 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| INNOSPEC INC | COM | 45768S105 |  | 184 | 2148 | SH |  | DFND | 12 | 0 | 2148 | 0 |
| INSTEEL INDS INC | COM | 45774W108 |  | 43 | 1631 | SH |  | DFND | 12 | 0 | 1631 | 0 |
| INOGEN INC | COM | 45780L104 |  | 42 | 1733 | SH |  | DFND | 12 | 0 | 1733 | 0 |
| INSTALLED BLDG PRODS INC | COM | 45780R101 |  | 166 | 2048 | SH |  | DFND | 12 | 0 | 2048 | 0 |
| INNOVIVA INC | COM | 45781M101 |  | 70 | 6067 | SH |  | DFND | 12 | 0 | 6067 | 0 |
| INNOVATIVE INDL PPTYS INC | COM | 45781V101 |  | 214 | 2419 | SH |  | DFND | 12 | 0 | 2419 | 0 |
| INSULET CORP | COM | 45784P101 |  | 1055 | 4600 | SH |  | DFND | 12 | 0 | 4600 | 0 |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 |  | 354 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 |  | 174 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| INTEL CORP | COM | 458140100 |  | 19301 | 748971 | SH |  | DFND | 12 | 0 | 748971 | 0 |
| INTEGER HLDGS CORP | COM | 45826H109 |  | 177 | 2842 | SH |  | DFND | 12 | 0 | 2842 | 0 |
| INTER PARFUMS INC | COM | 458334109 |  | 455 | 6031 | SH |  | DFND | 12 | 0 | 6031 | 0 |
| INTERFACE INC | COM | 458665304 |  | 44 | 4907 | SH |  | DFND | 12 | 0 | 4907 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 |  | 32102 | 355309 | SH |  | DFND | 12 | 0 | 355309 | 0 |
| INTERDIGITAL INC | COM | 45867G101 |  | 108 | 2681 | SH |  | DFND | 12 | 0 | 2681 | 0 |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 |  | 80731 | 679497 | SH |  | DFND | 12 | 0 | 679497 | 0 |
| INTERNATIONAL FLAVORS | COM | 459506101 |  | 1484 | 16337 | SH |  | DFND | 12 | 0 | 16337 | 0 |
| INTERNATIONAL PAPER CO | COM | 460146103 |  | 14722 | 464406 | SH |  | DFND | 12 | 0 | 464406 | 0 |
| INTERPUBLIC GROUP COS INC | COM | 460690100 |  | 24265 | 947868 | SH |  | DFND | 12 | 0 | 947868 | 0 |
| INTUIT | COM | 461202103 |  | 128519 | 331815 | SH |  | DFND | 12 | 0 | 331815 | 0 |
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 |  | 43996 | 234721 | SH |  | DFND | 12 | 0 | 234721 | 0 |
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B704 |  | 30 | 2723 | SH |  | DFND | 12 | 0 | 2723 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 5506 | 163031 | SH |  | DFND | 12 | 0 | 163031 | 0 |
| IONIS PHARMACEUTICALS INC | COM | 462222100 |  | 61 | 1378 | SH |  | DFND | 12 | 0 | 1378 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 |  | 199 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| IQVIA HLDGS INC | COM | 46266C105 |  | 30253 | 167014 | SH |  | DFND | 12 | 0 | 167014 | 0 |
| IQIYI INC | SPONSORED ADS | 46267X108 |  | 2691 | 993164 | SH |  | DFND | 12 | 0 | 993164 | 0 |
| IRIDIUM COMMUNICATIONS INC | COM | 46269C102 |  | 1202 | 27083 | SH |  | DFND | 12 | 0 | 27083 | 0 |
| IROBOT CORP | COM | 462726100 |  | 130 | 2316 | SH |  | DFND | 12 | 0 | 2316 | 0 |
| IRON MTN INC DEL | COM | 46284V101 |  | 561 | 12749 | SH |  | DFND | 12 | 0 | 12749 | 0 |
| IRONWOOD PHARMACEUTICALS INC | COM CL A | 46333X108 |  | 129 | 12469 | SH |  | DFND | 12 | 0 | 12469 | 0 |
| ISHARES TR | CORE S MCP ETF | 464287507 |  | 702 | 3200 | SH |  | DFND | 12 | 0 | 3200 | 0 |
| ITEOS THERAPEUTICS INC | COM | 46565G104 |  | 34 | 1773 | SH |  | DFND | 12 | 0 | 1773 | 0 |
| ITRON INC | COM | 465741106 |  | 24269 | 576330 | SH |  | DFND | 12 | 0 | 576330 | 0 |
| JOYY INC | ADS REPSTG COM A | 46591M109 |  | 3107 | 119494 | SH |  | DFND | 12 | 0 | 119494 | 0 |
| J  J SNACK FOODS CORP | COM | 466032109 |  | 158 | 1224 | SH |  | DFND | 12 | 0 | 1224 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 104764 | 1002531 | SH |  | DFND | 12 | 0 | 1002531 | 0 |
| JABIL INC | COM | 466313103 |  | 18795 | 325687 | SH |  | DFND | 12 | 0 | 325687 | 0 |
| JACK IN THE BOX INC | COM | 466367109 |  | 137 | 1843 | SH |  | DFND | 12 | 0 | 1843 | 0 |
| JACKSON FINANCIAL INC | COM CL A | 46817M107 |  | 182 | 6556 | SH |  | DFND | 12 | 0 | 6556 | 0 |
| JACOBS SOLUTIONS INC | COM | 46982L108 |  | 913 | 8415 | SH |  | DFND | 12 | 0 | 8415 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 |  | 283 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 |  | 216 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| JD.COM INC | SPON ADR CL A | 47215P106 |  | 17510 | 348118 | SH |  | DFND | 12 | 0 | 348118 | 0 |
| JEFFERIES FINL GROUP INC | COM | 47233W109 |  | 2643 | 89610 | SH |  | DFND | 12 | 0 | 89610 | 0 |
| JINKOSOLAR HLDG CO LTD | SPONSORED ADR | 47759T100 |  | 3040 | 54886 | SH |  | DFND | 12 | 0 | 54886 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 |  | 246 | 2855 | SH |  | DFND | 12 | 0 | 2855 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 191053 | 1169521 | SH |  | DFND | 12 | 0 | 1169521 | 0 |
| JOHNSON OUTDOORS INC | CL A | 479167108 |  | 1656 | 32280 | SH |  | DFND | 12 | 0 | 32280 | 0 |
| JOINT CORP | COM | 47973J102 |  | 20 | 1267 | SH |  | DFND | 12 | 0 | 1267 | 0 |
| JONES LANG LASALLE INC | COM | 48020Q107 |  | 8594 | 56889 | SH |  | DFND | 12 | 0 | 56889 | 0 |
| JUNIPER NETWORKS INC | COM | 48203R104 |  | 2518 | 96386 | SH |  | DFND | 12 | 0 | 96386 | 0 |
| KAR AUCTION SVCS INC | COM | 48238T109 |  | 119 | 10691 | SH |  | DFND | 12 | 0 | 10691 | 0 |
| KLA CORP | COM NEW | 482480100 |  | 14498 | 47907 | SH |  | DFND | 12 | 0 | 47907 | 0 |
| KE HLDGS INC | SPONSORED ADS | 482497104 |  | 252 | 14404 | SH |  | DFND | 12 | 0 | 14404 | 0 |
| KKR REAL ESTATE FIN TR INC | COM | 48251K100 |  | 79 | 4868 | SH |  | DFND | 12 | 0 | 4868 | 0 |
| KKR  CO INC | COM | 48251W104 |  | 1364 | 31710 | SH |  | DFND | 12 | 0 | 31710 | 0 |
| KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 |  | 85 | 1379 | SH |  | DFND | 12 | 0 | 1379 | 0 |
| KAMAN CORP | COM | 483548103 |  | 77 | 2767 | SH |  | DFND | 12 | 0 | 2767 | 0 |
| KANZHUN LIMITED | SPONSORED ADS | 48553T106 |  | 38 | 2271 | SH |  | DFND | 12 | 0 | 2271 | 0 |
| KELLOGG CO | COM | 487836108 |  | 1540 | 22101 | SH |  | DFND | 12 | 0 | 22101 | 0 |
| KELLY SVCS INC | CL A | 488152208 |  | 42 | 3097 | SH |  | DFND | 12 | 0 | 3097 | 0 |
| KEURIG DR PEPPER INC | COM | 49271V100 |  | 36686 | 1024166 | SH |  | DFND | 12 | 0 | 1024166 | 0 |
| KEYCORP | COM | 493267108 |  | 979 | 61107 | SH |  | DFND | 12 | 0 | 61107 | 0 |
| KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 |  | 28643 | 182022 | SH |  | DFND | 12 | 0 | 182022 | 0 |
| KIMBERLY-CLARK CORP | COM | 494368103 |  | 4100 | 36429 | SH |  | DFND | 12 | 0 | 36429 | 0 |
| KIMCO RLTY CORP | COM | 49446R109 |  | 3306 | 179602 | SH |  | DFND | 12 | 0 | 179602 | 0 |
| KINDER MORGAN INC DEL | COM | 49456B101 |  | 47298 | 2842425 | SH |  | DFND | 12 | 0 | 2842425 | 0 |
| KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 499049104 |  | 44814 | 915876 | SH |  | DFND | 12 | 0 | 915876 | 0 |
| KNOWLES CORP | COM | 49926D109 |  | 95 | 7832 | SH |  | DFND | 12 | 0 | 7832 | 0 |
| KONTOOR BRANDS INC | COM | 50050N103 |  | 406 | 12086 | SH |  | DFND | 12 | 0 | 12086 | 0 |
| KOPPERS HOLDINGS INC | COM | 50060P106 |  | 34 | 1615 | SH |  | DFND | 12 | 0 | 1615 | 0 |
| KORN FERRY | COM NEW | 500643200 |  | 334 | 7122 | SH |  | DFND | 12 | 0 | 7122 | 0 |
| KRAFT HEINZ CO | COM | 500754106 |  | 3875 | 116205 | SH |  | DFND | 12 | 0 | 116205 | 0 |
| KROGER CO | COM | 501044101 |  | 9206 | 210413 | SH |  | DFND | 12 | 0 | 210413 | 0 |
| KRONOS WORLDWIDE INC | COM | 50105F105 |  | 80 | 8558 | SH |  | DFND | 12 | 0 | 8558 | 0 |
| KULICKE  SOFFA INDS INC | COM | 501242101 |  | 187 | 4849 | SH |  | DFND | 12 | 0 | 4849 | 0 |
| KYNDRYL HLDGS INC | COMMON STOCK | 50155Q100 |  | 120 | 14555 | SH |  | DFND | 12 | 0 | 14555 | 0 |
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 |  | 173 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| LGI HOMES INC | COM | 50187T106 |  | 153 | 1885 | SH |  | DFND | 12 | 0 | 1885 | 0 |
| LKQ CORP | COM | 501889208 |  | 13504 | 286406 | SH |  | DFND | 12 | 0 | 286406 | 0 |
| LCI INDS | COM | 50189K103 |  | 2466 | 24306 | SH |  | DFND | 12 | 0 | 24306 | 0 |
| LI AUTO INC | SPONSORED ADS | 50202M102 |  | 3401 | 147807 | SH |  | DFND | 12 | 0 | 147807 | 0 |
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 |  | 310 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| LPL FINL HLDGS INC | COM | 50212V100 |  | 5632 | 25776 | SH |  | DFND | 12 | 0 | 25776 | 0 |
| LTC PPTYS INC | COM | 502175102 |  | 120 | 3197 | SH |  | DFND | 12 | 0 | 3197 | 0 |
| L3HARRIS TECHNOLOGIES INC | COM | 502431109 |  | 3523 | 16949 | SH |  | DFND | 12 | 0 | 16949 | 0 |
| LA Z BOY INC | COM | 505336107 |  | 237 | 10482 | SH |  | DFND | 12 | 0 | 10482 | 0 |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 |  | 26586 | 129809 | SH |  | DFND | 12 | 0 | 129809 | 0 |
| LAKELAND FINL CORP | COM | 511656100 |  | 151 | 2072 | SH |  | DFND | 12 | 0 | 2072 | 0 |
| LAM RESEARCH CORP | COM | 512807108 |  | 11946 | 32640 | SH |  | DFND | 12 | 0 | 32640 | 0 |
| LAMB WESTON HLDGS INC | COM | 513272104 |  | 0 | 0 | SH |  | DFND | 12 | 0 | 0 | 0 |
| LANDSTAR SYS INC | COM | 515098101 |  | 560 | 3876 | SH |  | DFND | 12 | 0 | 3876 | 0 |
| LANTHEUS HLDGS INC | COM | 516544103 |  | 421 | 5983 | SH |  | DFND | 12 | 0 | 5983 | 0 |
| LAREDO PETROLEUM INC | COM | 516806205 |  | 82 | 1307 | SH |  | DFND | 12 | 0 | 1307 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 875 | 23321 | SH |  | DFND | 12 | 0 | 23321 | 0 |
| LATTICE SEMICONDUCTOR CORP | COM | 518415104 |  | 2159 | 43883 | SH |  | DFND | 12 | 0 | 43883 | 0 |
| LAUDER ESTEE COS INC | CL A | 518439104 |  | 148745 | 688955 | SH |  | DFND | 12 | 0 | 688955 | 0 |
| LEAR CORP | COM NEW | 521865204 |  | 5597 | 46766 | SH |  | DFND | 12 | 0 | 46766 | 0 |
| LEGEND BIOTECH CORP | SPONSORED ADS | 52490G102 |  | 843 | 20659 | SH |  | DFND | 12 | 0 | 20659 | 0 |
| LEIDOS HOLDINGS INC | COM | 525327102 |  | 592 | 6773 | SH |  | DFND | 12 | 0 | 6773 | 0 |
| LEMAITRE VASCULAR INC | COM | 525558201 |  | 83 | 1638 | SH |  | DFND | 12 | 0 | 1638 | 0 |
| LENDINGTREE INC NEW | COM | 52603B107 |  | 25 | 1046 | SH |  | DFND | 12 | 0 | 1046 | 0 |
| LENNAR CORP | CL A | 526057104 |  | 1778 | 23847 | SH |  | DFND | 12 | 0 | 23847 | 0 |
| LENNOX INTL INC | COM | 526107107 |  | 84 | 379 | SH |  | DFND | 12 | 0 | 379 | 0 |
| LEVI STRAUSS  CO NEW | CL A COM STK | 52736R102 |  | 1526 | 105445 | SH |  | DFND | 12 | 0 | 105445 | 0 |
| LXP INDUSTRIAL TRUST | COM | 529043101 |  | 243 | 26522 | SH |  | DFND | 12 | 0 | 26522 | 0 |
| LIBERTY BROADBAND CORP | COM SER A | 530307107 |  | 17188 | 230400 | SH |  | DFND | 12 | 0 | 230400 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 |  | 4656 | 63096 | SH |  | DFND | 12 | 0 | 63096 | 0 |
| LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 |  | 413 | 10858 | SH |  | DFND | 12 | 0 | 10858 | 0 |
| LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 |  | 505 | 13390 | SH |  | DFND | 12 | 0 | 13390 | 0 |
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 |  | 635 | 10863 | SH |  | DFND | 12 | 0 | 10863 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 |  | 120 | 100000 | PRN |  | DFND | 12 | 0 | 100000 | 0 |
| LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 |  | 123 | 1431 | SH |  | DFND | 12 | 0 | 1431 | 0 |
| LILLY ELI  CO | COM | 532457108 |  | 242545 | 750099 | SH |  | DFND | 12 | 0 | 750099 | 0 |
| LINCOLN NATL CORP IND | COM | 534187109 |  | 7887 | 179611 | SH |  | DFND | 12 | 0 | 179611 | 0 |
| LINDSAY CORP | COM | 535555106 |  | 34846 | 243205 | SH |  | DFND | 12 | 0 | 243205 | 0 |
| LIQUIDITY SVCS INC | COM | 53635B107 |  | 38 | 2362 | SH |  | DFND | 12 | 0 | 2362 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 |  | 985 | 12953 | SH |  | DFND | 12 | 0 | 12953 | 0 |
| LIVEPERSON INC | COM | 538146101 |  | 57 | 6010 | SH |  | DFND | 12 | 0 | 6010 | 0 |
| LIVENT CORP | COM | 53814L108 |  | 5394 | 175997 | SH |  | DFND | 12 | 0 | 175997 | 0 |
| LIVERAMP HLDGS INC | COM | 53815P108 |  | 106 | 5859 | SH |  | DFND | 12 | 0 | 5859 | 0 |
| LOEWS CORP | COM | 540424108 |  | 3377 | 67760 | SH |  | DFND | 12 | 0 | 67760 | 0 |
| LOUISIANA PAC CORP | COM | 546347105 |  | 1139 | 22255 | SH |  | DFND | 12 | 0 | 22255 | 0 |
| LOWES COS INC | COM | 548661107 |  | 29448 | 156796 | SH |  | DFND | 12 | 0 | 156796 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 353 | 25266 | SH |  | DFND | 12 | 0 | 25266 | 0 |
| LUFAX HOLDING LTD | ADS REP SHS CL A | 54975P102 |  | 2274 | 895153 | SH |  | DFND | 12 | 0 | 895153 | 0 |
| LULULEMON ATHLETICA INC | COM | 550021109 |  | 42546 | 152190 | SH |  | DFND | 12 | 0 | 152190 | 0 |
| LL FLOORING HOLDINGS INC | COM | 55003T107 |  | 21 | 2998 | SH |  | DFND | 12 | 0 | 2998 | 0 |
| LUMEN TECHNOLOGIES INC | COM | 550241103 |  | 1601 | 219979 | SH |  | DFND | 12 | 0 | 219979 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 282 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| LYFT INC | CL A COM | 55087P104 |  | 871 | 66121 | SH |  | DFND | 12 | 0 | 66121 | 0 |
| M  T BK CORP | COM | 55261F104 |  | 2543 | 14422 | SH |  | DFND | 12 | 0 | 14422 | 0 |
| M D C HLDGS INC | COM | 552676108 |  | 170 | 6197 | SH |  | DFND | 12 | 0 | 6197 | 0 |
| MGM RESORTS INTERNATIONAL | COM | 552953101 |  | 2673 | 89953 | SH |  | DFND | 12 | 0 | 89953 | 0 |
| MGP INGREDIENTS INC NEW | COM | 55303J106 |  | 116 | 1091 | SH |  | DFND | 12 | 0 | 1091 | 0 |
| M/I HOMES INC | COM | 55305B101 |  | 89 | 2467 | SH |  | DFND | 12 | 0 | 2467 | 0 |
| MSCI INC | COM | 55354G100 |  | 7311 | 17334 | SH |  | DFND | 12 | 0 | 17334 | 0 |
| MYR GROUP INC DEL | COM | 55405W104 |  | 6443 | 76047 | SH |  | DFND | 12 | 0 | 76047 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 |  | 985 | 19011 | SH |  | DFND | 12 | 0 | 19011 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 |  | 184 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| VERIS RESIDENTIAL INC | COM | 554489104 |  | 74 | 6536 | SH |  | DFND | 12 | 0 | 6536 | 0 |
| MACYS INC | COM | 55616P104 |  | 291 | 18548 | SH |  | DFND | 12 | 0 | 18548 | 0 |
| MADDEN STEVEN LTD | COM | 556269108 |  | 179 | 6712 | SH |  | DFND | 12 | 0 | 6712 | 0 |
| MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 |  | 181 | 4101 | SH |  | DFND | 12 | 0 | 4101 | 0 |
| MANPOWERGROUP INC WIS | COM | 56418H100 |  | 3241 | 50102 | SH |  | DFND | 12 | 0 | 50102 | 0 |
| MARATHON OIL CORP | COM | 565849106 |  | 597 | 26419 | SH |  | DFND | 12 | 0 | 26419 | 0 |
| MARATHON PETE CORP | COM | 56585A102 |  | 9193 | 92549 | SH |  | DFND | 12 | 0 | 92549 | 0 |
| MARCUS  MILLICHAP INC | COM | 566324109 |  | 70 | 2141 | SH |  | DFND | 12 | 0 | 2141 | 0 |
| MARCUS CORP DEL | COM | 566330106 |  | 23 | 1620 | SH |  | DFND | 12 | 0 | 1620 | 0 |
| MARINEMAX INC | COM | 567908108 |  | 54 | 1800 | SH |  | DFND | 12 | 0 | 1800 | 0 |
| MARKEL CORP | COM | 570535104 |  | 1841 | 1698 | SH |  | DFND | 12 | 0 | 1698 | 0 |
| MARKETAXESS HLDGS INC | COM | 57060D108 |  | 1610 | 7238 | SH |  | DFND | 12 | 0 | 7238 | 0 |
| MARSH  MCLENNAN COS INC | COM | 571748102 |  | 73476 | 492170 | SH |  | DFND | 12 | 0 | 492170 | 0 |
| MARRIOTT INTL INC NEW | CL A | 571903202 |  | 4915 | 35070 | SH |  | DFND | 12 | 0 | 35070 | 0 |
| MARTEN TRANS LTD | COM | 573075108 |  | 97 | 5078 | SH |  | DFND | 12 | 0 | 5078 | 0 |
| MARTIN MARIETTA MATLS INC | COM | 573284106 |  | 13493 | 41892 | SH |  | DFND | 12 | 0 | 41892 | 0 |
| MARVELL TECHNOLOGY INC | COM | 573874104 |  | 8848 | 206197 | SH |  | DFND | 12 | 0 | 206197 | 0 |
| MASCO CORP | COM | 574599106 |  | 3720 | 79670 | SH |  | DFND | 12 | 0 | 79670 | 0 |
| MASIMO CORP | COM | 574795100 |  | 115 | 817 | SH |  | DFND | 12 | 0 | 817 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 140509 | 494159 | SH |  | DFND | 12 | 0 | 494159 | 0 |
| MATCH GROUP INC NEW | COM | 57667L107 |  | 972 | 20360 | SH |  | DFND | 12 | 0 | 20360 | 0 |
| MATERIALISE NV | SPONSORED ADS | 57667T100 |  | 2873 | 268267 | SH |  | DFND | 12 | 0 | 268267 | 0 |
| MATERION CORP | COM | 576690101 |  | 142 | 1773 | SH |  | DFND | 12 | 0 | 1773 | 0 |
| MATSON INC | COM | 57686G105 |  | 195 | 3173 | SH |  | DFND | 12 | 0 | 3173 | 0 |
| MATTEL INC | COM | 577081102 |  | 17 | 897 | SH |  | DFND | 12 | 0 | 897 | 0 |
| MATTHEWS INTL CORP | CL A | 577128101 |  | 60 | 2688 | SH |  | DFND | 12 | 0 | 2688 | 0 |
| MAXLINEAR INC | COM | 57776J100 |  | 197 | 6033 | SH |  | DFND | 12 | 0 | 6033 | 0 |
| MCCORMICK  CO INC | COM NON VTG | 579780206 |  | 1979 | 27772 | SH |  | DFND | 12 | 0 | 27772 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 103075 | 446717 | SH |  | DFND | 12 | 0 | 446717 | 0 |
| MCKESSON CORP | COM | 58155Q103 |  | 38145 | 112233 | SH |  | DFND | 12 | 0 | 112233 | 0 |
| MEDICAL PPTYS TRUST INC | COM | 58463J304 |  | 861 | 72592 | SH |  | DFND | 12 | 0 | 72592 | 0 |
| MEDIFAST INC | COM | 58470H101 |  | 639 | 5901 | SH |  | DFND | 12 | 0 | 5901 | 0 |
| PEDIATRIX MEDICAL GROUP INC | COM | 58502B106 |  | 113 | 6826 | SH |  | DFND | 12 | 0 | 6826 | 0 |
| MERCADOLIBRE INC | COM | 58733R102 |  | 48636 | 58755 | SH |  | DFND | 12 | 0 | 58755 | 0 |
| MERCER INTL INC | COM | 588056101 |  | 41 | 3346 | SH |  | DFND | 12 | 0 | 3346 | 0 |
| MERCK  CO INC | COM | 58933Y105 |  | 163493 | 1898432 | SH |  | DFND | 12 | 0 | 1898432 | 0 |
| MERCURY GENL CORP NEW | COM | 589400100 |  | 44 | 1542 | SH |  | DFND | 12 | 0 | 1542 | 0 |
| MERIDIAN BIOSCIENCE INC | COM | 589584101 |  | 118 | 3728 | SH |  | DFND | 12 | 0 | 3728 | 0 |
| MERIT MED SYS INC | COM | 589889104 |  | 250 | 4416 | SH |  | DFND | 12 | 0 | 4416 | 0 |
| MERITAGE HOMES CORP | COM | 59001A102 |  | 221 | 3149 | SH |  | DFND | 12 | 0 | 3149 | 0 |
| MESA LABS INC | COM | 59064R109 |  | 61 | 432 | SH |  | DFND | 12 | 0 | 432 | 0 |
| PATHWARD FINANCIAL INC | COM | 59100U108 |  | 83 | 2517 | SH |  | DFND | 12 | 0 | 2517 | 0 |
| METHODE ELECTRS INC | COM | 591520200 |  | 119 | 3196 | SH |  | DFND | 12 | 0 | 3196 | 0 |
| METLIFE INC | COM | 59156R108 |  | 131858 | 2169426 | SH |  | DFND | 12 | 0 | 2169426 | 0 |
| METTLER TOLEDO INTERNATIONAL | COM | 592688105 |  | 15335 | 14145 | SH |  | DFND | 12 | 0 | 14145 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 1053164 | 4521960 | SH |  | DFND | 12 | 0 | 4521960 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 3412 | 55905 | SH |  | DFND | 12 | 0 | 55905 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 41078 | 819919 | SH |  | DFND | 12 | 0 | 819919 | 0 |
| MID-AMER APT CMNTYS INC | COM | 59522J103 |  | 1643 | 10596 | SH |  | DFND | 12 | 0 | 10596 | 0 |
| MIDDLEBY CORP | COM | 596278101 |  | 1381 | 10775 | SH |  | DFND | 12 | 0 | 10775 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 287 | 250000 | PRN |  | DFND | 12 | 0 | 250000 | 0 |
| MIDDLESEX WTR CO | COM | 596680108 |  | 15849 | 205303 | SH |  | DFND | 12 | 0 | 205303 | 0 |
| MINERALS TECHNOLOGIES INC | COM | 603158106 |  | 95 | 1916 | SH |  | DFND | 12 | 0 | 1916 | 0 |
| MODERNA INC | COM | 60770K107 |  | 10104 | 85443 | SH |  | DFND | 12 | 0 | 85443 | 0 |
| MODIVCARE INC | COM | 60783X104 |  | 107 | 1070 | SH |  | DFND | 12 | 0 | 1070 | 0 |
| MOHAWK INDS INC | COM | 608190104 |  | 12713 | 139409 | SH |  | DFND | 12 | 0 | 139409 | 0 |
| MOLINA HEALTHCARE INC | COM | 60855R100 |  | 2089 | 6334 | SH |  | DFND | 12 | 0 | 6334 | 0 |
| MOLSON COORS BEVERAGE CO | CL B | 60871R209 |  | 16797 | 350008 | SH |  | DFND | 12 | 0 | 350008 | 0 |
| MONARCH CASINO  RESORT INC | COM | 609027107 |  | 62 | 1101 | SH |  | DFND | 12 | 0 | 1101 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 |  | 188164 | 3431776 | SH |  | DFND | 12 | 0 | 3431776 | 0 |
| MONGODB INC | CL A | 60937P106 |  | 2879 | 14498 | SH |  | DFND | 12 | 0 | 14498 | 0 |
| MONOLITHIC PWR SYS INC | COM | 609839105 |  | 19757 | 54367 | SH |  | DFND | 12 | 0 | 54367 | 0 |
| MONRO INC | COM | 610236101 |  | 123 | 2829 | SH |  | DFND | 12 | 0 | 2829 | 0 |
| MONSTER BEVERAGE CORP NEW | COM | 61174X109 |  | 30409 | 349684 | SH |  | DFND | 12 | 0 | 349684 | 0 |
| MOODYS CORP | COM | 615369105 |  | 49944 | 205438 | SH |  | DFND | 12 | 0 | 205438 | 0 |
| MOOG INC | CL A | 615394202 |  | 207 | 2936 | SH |  | DFND | 12 | 0 | 2936 | 0 |
| MORGAN STANLEY | COM NEW | 617446448 |  | 138915 | 1758195 | SH |  | DFND | 12 | 0 | 1758195 | 0 |
| MOSAIC CO NEW | COM | 61945C103 |  | 5597 | 115798 | SH |  | DFND | 12 | 0 | 115798 | 0 |
| MOTORCAR PTS AMER INC | COM | 620071100 |  | 21 | 1393 | SH |  | DFND | 12 | 0 | 1393 | 0 |
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 |  | 18545 | 82801 | SH |  | DFND | 12 | 0 | 82801 | 0 |
| MOVADO GROUP INC | COM | 624580106 |  | 39 | 1398 | SH |  | DFND | 12 | 0 | 1398 | 0 |
| MUELLER INDS INC | COM | 624756102 |  | 300 | 5041 | SH |  | DFND | 12 | 0 | 5041 | 0 |
| MUELLER WTR PRODS INC | COM SER A | 624758108 |  | 17964 | 1749142 | SH |  | DFND | 12 | 0 | 1749142 | 0 |
| MR COOPER GROUP INC | COM | 62482R107 |  | 261 | 6435 | SH |  | DFND | 12 | 0 | 6435 | 0 |
| MURPHY USA INC | COM | 626755102 |  | 132 | 479 | SH |  | DFND | 12 | 0 | 479 | 0 |
| MYERS INDS INC | COM | 628464109 |  | 64 | 3902 | SH |  | DFND | 12 | 0 | 3902 | 0 |
| MYRIAD GENETICS INC | COM | 62855J104 |  | 133 | 6983 | SH |  | DFND | 12 | 0 | 6983 | 0 |
| NBT BANCORP INC | COM | 628778102 |  | 504 | 13282 | SH |  | DFND | 12 | 0 | 13282 | 0 |
| NCR CORP NEW | COM | 62886E108 |  | 2308 | 121391 | SH |  | DFND | 12 | 0 | 121391 | 0 |
| NIO INC | SPON ADS | 62914V106 |  | 4729 | 299865 | SH |  | DFND | 12 | 0 | 299865 | 0 |
| NMI HLDGS INC | CL A | 629209305 |  | 146 | 7144 | SH |  | DFND | 12 | 0 | 7144 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 |  | 662 | 17288 | SH |  | DFND | 12 | 0 | 17288 | 0 |
| NVR INC | COM | 62944T105 |  | 1702 | 427 | SH |  | DFND | 12 | 0 | 427 | 0 |
| NV5 GLOBAL INC | COM | 62945V109 |  | 124 | 1002 | SH |  | DFND | 12 | 0 | 1002 | 0 |
| NOV INC | COM | 62955J103 |  | 27 | 1638 | SH |  | DFND | 12 | 0 | 1638 | 0 |
| NASDAQ INC | COM | 631103108 |  | 54245 | 957039 | SH |  | DFND | 12 | 0 | 957039 | 0 |
| NATIONAL BK HLDGS CORP | CL A | 633707104 |  | 83 | 2237 | SH |  | DFND | 12 | 0 | 2237 | 0 |
| NATIONAL BEVERAGE CORP | COM | 635017106 |  | 79 | 2038 | SH |  | DFND | 12 | 0 | 2038 | 0 |
| NATIONAL FUEL GAS CO | COM | 636180101 |  | 60 | 982 | SH |  | DFND | 12 | 0 | 982 | 0 |
| NATIONAL PRESTO INDS INC | COM | 637215104 |  | 47 | 718 | SH |  | DFND | 12 | 0 | 718 | 0 |
| NATIONAL VISION HLDGS INC | COM | 63845R107 |  | 219 | 6704 | SH |  | DFND | 12 | 0 | 6704 | 0 |
| NEKTAR THERAPEUTICS | COM | 640268108 |  | 52 | 16233 | SH |  | DFND | 12 | 0 | 16233 | 0 |
| NEOGENOMICS INC | COM NEW | 64049M209 |  | 93 | 10853 | SH |  | DFND | 12 | 0 | 10853 | 0 |
| NETAPP INC | COM | 64110D104 |  | 6539 | 105720 | SH |  | DFND | 12 | 0 | 105720 | 0 |
| NETFLIX INC | COM | 64110L106 |  | 8344 | 35438 | SH |  | DFND | 12 | 0 | 35438 | 0 |
| NETEASE INC | SPONSORED ADS | 64110W102 |  | 6498 | 85952 | SH |  | DFND | 12 | 0 | 85952 | 0 |
| NETGEAR INC | COM | 64111Q104 |  | 48 | 2381 | SH |  | DFND | 12 | 0 | 2381 | 0 |
| NETSCOUT SYS INC | COM | 64115T104 |  | 187 | 5983 | SH |  | DFND | 12 | 0 | 5983 | 0 |
| NEUROCRINE BIOSCIENCES INC | COM | 64125C109 |  | 302 | 2839 | SH |  | DFND | 12 | 0 | 2839 | 0 |
| NEW FORTRESS ENERGY INC | COM CL A | 644393100 |  | 177 | 4044 | SH |  | DFND | 12 | 0 | 4044 | 0 |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 |  | 2183 | 255884 | SH |  | DFND | 12 | 0 | 255884 | 0 |
| NEW YORK MTG TR INC | COM PAR $.02 | 649604501 |  | 67 | 28717 | SH |  | DFND | 12 | 0 | 28717 | 0 |
| NEW YORK TIMES CO | CL A | 650111107 |  | 2379 | 82737 | SH |  | DFND | 12 | 0 | 82737 | 0 |
| NEWELL BRANDS INC | COM | 651229106 |  | 738 | 53101 | SH |  | DFND | 12 | 0 | 53101 | 0 |
| NEWMONT CORP | COM | 651639106 |  | 72125 | 1716041 | SH |  | DFND | 12 | 0 | 1716041 | 0 |
| NEWS CORP NEW | CL A | 65249B109 |  | 1077 | 71273 | SH |  | DFND | 12 | 0 | 71273 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 8104 | 103355 | SH |  | DFND | 12 | 0 | 103355 | 0 |
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 |  | 96 | 2073 | SH |  | DFND | 12 | 0 | 2073 | 0 |
| NEXTGEN HEALTHCARE INC | COM | 65343C102 |  | 83 | 4689 | SH |  | DFND | 12 | 0 | 4689 | 0 |
| NICE LTD | NOTE 9/1 | 653656AB4 |  | 183 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| NIKE INC | CL B | 654106103 |  | 141900 | 1707174 | SH |  | DFND | 12 | 0 | 1707174 | 0 |
| NISOURCE INC | COM | 65473P105 |  | 1061 | 42120 | SH |  | DFND | 12 | 0 | 42120 | 0 |
| NOAH HLDGS LTD | SPON ADS CL A | 65487X102 |  | 454 | 34376 | SH |  | DFND | 12 | 0 | 34376 | 0 |
| NORDSON CORP | COM | 655663102 |  | 10765 | 50715 | SH |  | DFND | 12 | 0 | 50715 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 |  | 3847 | 18349 | SH |  | DFND | 12 | 0 | 18349 | 0 |
| NORTHERN TR CORP | COM | 665859104 |  | 1148 | 13423 | SH |  | DFND | 12 | 0 | 13423 | 0 |
| NORTHFIELD BANCORP INC DEL | COM | 66611T108 |  | 66 | 4644 | SH |  | DFND | 12 | 0 | 4644 | 0 |
| NORTHWEST BANCSHARES INC MD | COM | 667340103 |  | 491 | 36374 | SH |  | DFND | 12 | 0 | 36374 | 0 |
| NORTHWEST NAT HLDG CO | COM | 66765N105 |  | 130 | 3006 | SH |  | DFND | 12 | 0 | 3006 | 0 |
| NORTHWEST PIPE CO | COM | 667746101 |  | 3678 | 130883 | SH |  | DFND | 12 | 0 | 130883 | 0 |
| GEN DIGITAL INC | COM | 668771108 |  | 53222 | 2642612 | SH |  | DFND | 12 | 0 | 2642612 | 0 |
| NOVAVAX INC | COM NEW | 670002401 |  | 13 | 736 | SH |  | DFND | 12 | 0 | 736 | 0 |
| NOW INC | COM | 67011P100 |  | 96 | 9587 | SH |  | DFND | 12 | 0 | 9587 | 0 |
| NUCOR CORP | COM | 670346105 |  | 9817 | 91759 | SH |  | DFND | 12 | 0 | 91759 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 158784 | 1308045 | SH |  | DFND | 12 | 0 | 1308045 | 0 |
| O-I GLASS INC | COM | 67098H104 |  | 175 | 13489 | SH |  | DFND | 12 | 0 | 13489 | 0 |
| OREILLY AUTOMOTIVE INC | COM | 67103H107 |  | 9666 | 13743 | SH |  | DFND | 12 | 0 | 13743 | 0 |
| OSI SYSTEMS INC | COM | 671044105 |  | 112 | 1556 | SH |  | DFND | 12 | 0 | 1556 | 0 |
| OAKTREE SPECIALTY LENDING CO | COM | 67401P108 |  | 323 | 53791 | SH |  | DFND | 12 | 0 | 53791 | 0 |
| OATLY GROUP AB | SPONSORED ADS | 67421J108 |  | 357 | 135860 | SH |  | DFND | 12 | 0 | 135860 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 4293 | 69857 | SH |  | DFND | 12 | 0 | 69857 | 0 |
| OCEANEERING INTL INC | COM | 675232102 |  | 69 | 8693 | SH |  | DFND | 12 | 0 | 8693 | 0 |
| OFFICE PPTYS INCOME TR | COM SHS BEN INT | 67623C109 |  | 79 | 5590 | SH |  | DFND | 12 | 0 | 5590 | 0 |
| OIL STS INTL INC | COM | 678026105 |  | 19 | 4927 | SH |  | DFND | 12 | 0 | 4927 | 0 |
| OKTA INC | CL A | 679295105 |  | 2754 | 48422 | SH |  | DFND | 12 | 0 | 48422 | 0 |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 |  | 251 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| OLAPLEX HLDGS INC | COM | 679369108 |  | 8232 | 861960 | SH |  | DFND | 12 | 0 | 861960 | 0 |
| OLD DOMINION FREIGHT LINE IN | COM | 679580100 |  | 21247 | 85410 | SH |  | DFND | 12 | 0 | 85410 | 0 |
| OLIN CORP | COM PAR $1 | 680665205 |  | 508 | 11854 | SH |  | DFND | 12 | 0 | 11854 | 0 |
| OLYMPIC STEEL INC | COM | 68162K106 |  | 22 | 980 | SH |  | DFND | 12 | 0 | 980 | 0 |
| OMNICOM GROUP INC | COM | 681919106 |  | 3304 | 52374 | SH |  | DFND | 12 | 0 | 52374 | 0 |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 |  | 213 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 8772 | 140738 | SH |  | DFND | 12 | 0 | 140738 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 265 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| ONEOK INC NEW | COM | 682680103 |  | 22929 | 447489 | SH |  | DFND | 12 | 0 | 447489 | 0 |
| ONESPAN INC | COM | 68287N100 |  | 24 | 2838 | SH |  | DFND | 12 | 0 | 2838 | 0 |
| ONTO INNOVATION INC | COM | 683344105 |  | 275 | 4286 | SH |  | DFND | 12 | 0 | 4286 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 110293 | 1806003 | SH |  | DFND | 12 | 0 | 1806003 | 0 |
| OPTIMIZERX CORP | COM NEW | 68401U204 |  | 23 | 1548 | SH |  | DFND | 12 | 0 | 1548 | 0 |
| ORASURE TECHNOLOGIES INC | COM | 68554V108 |  | 23 | 6087 | SH |  | DFND | 12 | 0 | 6087 | 0 |
| ORGANOGENESIS HLDGS INC | COM | 68621F102 |  | 18 | 5487 | SH |  | DFND | 12 | 0 | 5487 | 0 |
| ORGANON  CO | COMMON STOCK | 68622V106 |  | 52 | 2242 | SH |  | DFND | 12 | 0 | 2242 | 0 |
| ORION OFFICE REIT INC | COM | 68629Y103 |  | 42 | 4812 | SH |  | DFND | 12 | 0 | 4812 | 0 |
| ORMAT TECHNOLOGIES INC | COM | 686688102 |  | 6929 | 80386 | SH |  | DFND | 12 | 0 | 80386 | 0 |
| ORTHOFIX MED INC | COM | 68752M108 |  | 29 | 1539 | SH |  | DFND | 12 | 0 | 1539 | 0 |
| OTIS WORLDWIDE CORP | COM | 68902V107 |  | 3858 | 60467 | SH |  | DFND | 12 | 0 | 60467 | 0 |
| OTTER TAIL CORP | COM | 689648103 |  | 628 | 10205 | SH |  | DFND | 12 | 0 | 10205 | 0 |
| OUTFRONT MEDIA INC | COM | 69007J106 |  | 163 | 10705 | SH |  | DFND | 12 | 0 | 10705 | 0 |
| OWENS  MINOR INC NEW | COM | 690732102 |  | 162 | 6737 | SH |  | DFND | 12 | 0 | 6737 | 0 |
| OWENS CORNING NEW | COM | 690742101 |  | 22711 | 288909 | SH |  | DFND | 12 | 0 | 288909 | 0 |
| OXFORD INDS INC | COM | 691497309 |  | 177 | 1977 | SH |  | DFND | 12 | 0 | 1977 | 0 |
| PBF ENERGY INC | CL A | 69318G106 |  | 323 | 9200 | SH |  | DFND | 12 | 0 | 9200 | 0 |
| PC CONNECTION INC | COM | 69318J100 |  | 42 | 926 | SH |  | DFND | 12 | 0 | 926 | 0 |
| PDF SOLUTIONS INC | COM | 693282105 |  | 62 | 2547 | SH |  | DFND | 12 | 0 | 2547 | 0 |
| PG CORP | COM | 69331C108 |  | 929 | 74303 | SH |  | DFND | 12 | 0 | 74303 | 0 |
| PGT INNOVATIONS INC | COM | 69336V101 |  | 103 | 4910 | SH |  | DFND | 12 | 0 | 4910 | 0 |
| PNC FINL SVCS GROUP INC | COM | 693475105 |  | 33447 | 223847 | SH |  | DFND | 12 | 0 | 223847 | 0 |
| PPG INDS INC | COM | 693506107 |  | 3042 | 27485 | SH |  | DFND | 12 | 0 | 27485 | 0 |
| PPL CORP | COM | 69351T106 |  | 1310 | 51662 | SH |  | DFND | 12 | 0 | 51662 | 0 |
| PRA GROUP INC | COM | 69354N106 |  | 120 | 3666 | SH |  | DFND | 12 | 0 | 3666 | 0 |
| PVH CORPORATION | COM | 693656100 |  | 99 | 2215 | SH |  | DFND | 12 | 0 | 2215 | 0 |
| PTC INC | COM | 69370C100 |  | 2857 | 27310 | SH |  | DFND | 12 | 0 | 27310 | 0 |
| PACCAR INC | COM | 693718108 |  | 5813 | 69463 | SH |  | DFND | 12 | 0 | 69463 | 0 |
| PACIFIC PREMIER BANCORP | COM | 69478X105 |  | 247 | 7977 | SH |  | DFND | 12 | 0 | 7977 | 0 |
| PACIRA BIOSCIENCES INC | COM | 695127100 |  | 205 | 3852 | SH |  | DFND | 12 | 0 | 3852 | 0 |
| PACKAGING CORP AMER | COM | 695156109 |  | 18918 | 168472 | SH |  | DFND | 12 | 0 | 168472 | 0 |
| PALANTIR TECHNOLOGIES INC | CL A | 69608A108 |  | 829 | 101981 | SH |  | DFND | 12 | 0 | 101981 | 0 |
| PALO ALTO NETWORKS INC | COM | 697435105 |  | 78225 | 477592 | SH |  | DFND | 12 | 0 | 477592 | 0 |
| PALOMAR HLDGS INC | COM | 69753M105 |  | 179 | 2139 | SH |  | DFND | 12 | 0 | 2139 | 0 |
| PAPA JOHNS INTL INC | COM | 698813102 |  | 611 | 8731 | SH |  | DFND | 12 | 0 | 8731 | 0 |
| PAR PAC HOLDINGS INC | COM NEW | 69888T207 |  | 67 | 4087 | SH |  | DFND | 12 | 0 | 4087 | 0 |
| PARK AEROSPACE CORP | COM | 70014A104 |  | 40 | 3646 | SH |  | DFND | 12 | 0 | 3646 | 0 |
| PARK NATL CORP | COM | 700658107 |  | 143 | 1149 | SH |  | DFND | 12 | 0 | 1149 | 0 |
| PARKER-HANNIFIN CORP | COM | 701094104 |  | 35792 | 147712 | SH |  | DFND | 12 | 0 | 147712 | 0 |
| PATRICK INDS INC | COM | 703343103 |  | 92 | 2108 | SH |  | DFND | 12 | 0 | 2108 | 0 |
| PATTERSON-UTI ENERGY INC | COM | 703481101 |  | 223 | 19077 | SH |  | DFND | 12 | 0 | 19077 | 0 |
| PAYCHEX INC | COM | 704326107 |  | 12238 | 109065 | SH |  | DFND | 12 | 0 | 109065 | 0 |
| PAYCOM SOFTWARE INC | COM | 70432V102 |  | 1238 | 3753 | SH |  | DFND | 12 | 0 | 3753 | 0 |
| PAYLOCITY HLDG CORP | COM | 70438V106 |  | 2110 | 8736 | SH |  | DFND | 12 | 0 | 8736 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 |  | 54154 | 629187 | SH |  | DFND | 12 | 0 | 629187 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 174 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 |  | 20 | 2933 | SH |  | DFND | 12 | 0 | 2933 | 0 |
| RANGER OIL CORPORATION | CLASS A COM | 70788V102 |  | 60 | 1914 | SH |  | DFND | 12 | 0 | 1914 | 0 |
| PENNANT GROUP INC | COM | 70805E109 |  | 96 | 9225 | SH |  | DFND | 12 | 0 | 9225 | 0 |
| PENNYMAC MTG INVT TR | COM | 70931T103 |  | 94 | 7938 | SH |  | DFND | 12 | 0 | 7938 | 0 |
| PEPSICO INC | COM | 713448108 |  | 291719 | 1786840 | SH |  | DFND | 12 | 0 | 1786840 | 0 |
| PERDOCEO ED CORP | COM | 71363P106 |  | 63 | 6110 | SH |  | DFND | 12 | 0 | 6110 | 0 |
| PERFICIENT INC | COM | 71375U101 |  | 205 | 3151 | SH |  | DFND | 12 | 0 | 3151 | 0 |
| PERKINELMER INC | COM | 714046109 |  | 28514 | 236967 | SH |  | DFND | 12 | 0 | 236967 | 0 |
| PETMED EXPRESS INC | COM | 716382106 |  | 37 | 1876 | SH |  | DFND | 12 | 0 | 1876 | 0 |
| PFIZER INC | COM | 717081103 |  | 175488 | 4010235 | SH |  | DFND | 12 | 0 | 4010235 | 0 |
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 |  | 21 | 1572 | SH |  | DFND | 12 | 0 | 1572 | 0 |
| PHILIP MORRIS INTL INC | COM | 718172109 |  | 7274 | 87625 | SH |  | DFND | 12 | 0 | 87625 | 0 |
| PHILLIPS 66 | COM | 718546104 |  | 25992 | 322005 | SH |  | DFND | 12 | 0 | 322005 | 0 |
| PHOTRONICS INC | COM | 719405102 |  | 82 | 5623 | SH |  | DFND | 12 | 0 | 5623 | 0 |
| PINDUODUO INC | SPONSORED ADS | 722304102 |  | 21343 | 341058 | SH |  | DFND | 12 | 0 | 341058 | 0 |
| PINTEREST INC | CL A | 72352L106 |  | 949 | 40715 | SH |  | DFND | 12 | 0 | 40715 | 0 |
| PIONEER NAT RES CO | COM | 723787107 |  | 22915 | 105826 | SH |  | DFND | 12 | 0 | 105826 | 0 |
| PIPER SANDLER COMPANIES | COM | 724078100 |  | 236 | 2251 | SH |  | DFND | 12 | 0 | 2251 | 0 |
| PITNEY BOWES INC | COM | 724479100 |  | 33 | 14305 | SH |  | DFND | 12 | 0 | 14305 | 0 |
| PLEXUS CORP | COM | 729132100 |  | 214 | 2443 | SH |  | DFND | 12 | 0 | 2443 | 0 |
| PLUG POWER INC | COM NEW | 72919P202 |  | 10438 | 496810 | SH |  | DFND | 12 | 0 | 496810 | 0 |
| POOL CORP | COM | 73278L105 |  | 4801 | 15088 | SH |  | DFND | 12 | 0 | 15088 | 0 |
| POTLATCHDELTIC CORPORATION | COM | 737630103 |  | 1277 | 31123 | SH |  | DFND | 12 | 0 | 31123 | 0 |
| POWELL INDS INC | COM | 739128106 |  | 18 | 844 | SH |  | DFND | 12 | 0 | 844 | 0 |
| PREFERRED BK LOS ANGELES CA | COM NEW | 740367404 |  | 64 | 986 | SH |  | DFND | 12 | 0 | 986 | 0 |
| PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 |  | 231 | 4629 | SH |  | DFND | 12 | 0 | 4629 | 0 |
| PRICE T ROWE GROUP INC | COM | 74144T108 |  | 1540 | 14663 | SH |  | DFND | 12 | 0 | 14663 | 0 |
| PRICESMART INC | COM | 741511109 |  | 135 | 2343 | SH |  | DFND | 12 | 0 | 2343 | 0 |
| PRIMERICA INC | COM | 74164M108 |  | 3410 | 27622 | SH |  | DFND | 12 | 0 | 27622 | 0 |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 |  | 23181 | 321284 | SH |  | DFND | 12 | 0 | 321284 | 0 |
| PROASSURANCE CORP | COM | 74267C106 |  | 89 | 4576 | SH |  | DFND | 12 | 0 | 4576 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 133303 | 1055863 | SH |  | DFND | 12 | 0 | 1055863 | 0 |
| PROG HOLDINGS INC | COM NPV | 74319R101 |  | 59 | 3963 | SH |  | DFND | 12 | 0 | 3963 | 0 |
| PROGRESS SOFTWARE CORP | COM | 743312100 |  | 181 | 4253 | SH |  | DFND | 12 | 0 | 4253 | 0 |
| PROGRESSIVE CORP | COM | 743315103 |  | 15212 | 130901 | SH |  | DFND | 12 | 0 | 130901 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 53581 | 527369 | SH |  | DFND | 12 | 0 | 527369 | 0 |
| PROPETRO HLDG CORP | COM | 74347M108 |  | 59 | 7352 | SH |  | DFND | 12 | 0 | 7352 | 0 |
| PROSPECT CAP CORP | COM | 74348T102 |  | 17 | 2700 | SH |  | DFND | 12 | 0 | 2700 | 0 |
| PROTO LABS INC | COM | 743713109 |  | 86 | 2353 | SH |  | DFND | 12 | 0 | 2353 | 0 |
| PROTERRA INC | COM | 74374T109 |  | 217 | 43625 | SH |  | DFND | 12 | 0 | 43625 | 0 |
| PROVIDENT FINL SVCS INC | COM | 74386T105 |  | 183 | 9379 | SH |  | DFND | 12 | 0 | 9379 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 |  | 28439 | 331536 | SH |  | DFND | 12 | 0 | 331536 | 0 |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 |  | 1751 | 31133 | SH |  | DFND | 12 | 0 | 31133 | 0 |
| PUBLIC STORAGE | COM | 74460D109 |  | 9539 | 32578 | SH |  | DFND | 12 | 0 | 32578 | 0 |
| PULTE GROUP INC | COM | 745867101 |  | 1820 | 48536 | SH |  | DFND | 12 | 0 | 48536 | 0 |
| PURE CYCLE CORP | COM NEW | 746228303 |  | 2715 | 325105 | SH |  | DFND | 12 | 0 | 325105 | 0 |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 |  | 226 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| QUAKER HOUGHTON | COM | 747316107 |  | 164 | 1135 | SH |  | DFND | 12 | 0 | 1135 | 0 |
| QORVO INC | COM | 74736K101 |  | 640 | 8065 | SH |  | DFND | 12 | 0 | 8065 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 49671 | 439648 | SH |  | DFND | 12 | 0 | 439648 | 0 |
| QUANEX BLDG PRODS CORP | COM | 747619104 |  | 61 | 3384 | SH |  | DFND | 12 | 0 | 3384 | 0 |
| QUANTA SVCS INC | COM | 74762E102 |  | 2087 | 16384 | SH |  | DFND | 12 | 0 | 16384 | 0 |
| QUANTUMSCAPE CORP | COM CL A | 74767V109 |  | 142 | 16871 | SH |  | DFND | 12 | 0 | 16871 | 0 |
| QUEST DIAGNOSTICS INC | COM | 74834L100 |  | 5212 | 42478 | SH |  | DFND | 12 | 0 | 42478 | 0 |
| QUINSTREET INC | COM | 74874Q100 |  | 44 | 4208 | SH |  | DFND | 12 | 0 | 4208 | 0 |
| RPC INC | COM | 749660106 |  | 44 | 6371 | SH |  | DFND | 12 | 0 | 6371 | 0 |
| RPM INTL INC | COM | 749685103 |  | 830 | 9963 | SH |  | DFND | 12 | 0 | 9963 | 0 |
| RLX TECHNOLOGY INC | SPONSORED ADS | 74969N103 |  | 1 | 1371 | SH |  | DFND | 12 | 0 | 1371 | 0 |
| RPT REALTY | SH BEN INT | 74971D101 |  | 50 | 6556 | SH |  | DFND | 12 | 0 | 6556 | 0 |
| RADNET INC | COM | 750491102 |  | 89 | 4387 | SH |  | DFND | 12 | 0 | 4387 | 0 |
| RAMBUS INC DEL | COM | 750917106 |  | 245 | 9639 | SH |  | DFND | 12 | 0 | 9639 | 0 |
| RALPH LAUREN CORP | CL A | 751212101 |  | 178 | 2093 | SH |  | DFND | 12 | 0 | 2093 | 0 |
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 |  | 152 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| RAYMOND JAMES FINL INC | COM | 754730109 |  | 1309 | 13247 | SH |  | DFND | 12 | 0 | 13247 | 0 |
| RAYONIER ADVANCED MATLS INC | COM | 75508B104 |  | 19 | 5926 | SH |  | DFND | 12 | 0 | 5926 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 |  | 7835 | 95711 | SH |  | DFND | 12 | 0 | 95711 | 0 |
| RE MAX HLDGS INC | CL A | 75524W108 |  | 1365 | 72201 | SH |  | DFND | 12 | 0 | 72201 | 0 |
| READY CAPITAL CORP | COM | 75574U101 |  | 55 | 5432 | SH |  | DFND | 12 | 0 | 5432 | 0 |
| ANYWHERE REAL ESTATE INC | COM | 75605Y106 |  | 85 | 10497 | SH |  | DFND | 12 | 0 | 10497 | 0 |
| REALTY INCOME CORP | COM | 756109104 |  | 2280 | 39179 | SH |  | DFND | 12 | 0 | 39179 | 0 |
| RED ROCK RESORTS INC | CL A | 75700L108 |  | 542 | 15825 | SH |  | DFND | 12 | 0 | 15825 | 0 |
| REDWOOD TR INC | COM | 758075402 |  | 68 | 11834 | SH |  | DFND | 12 | 0 | 11834 | 0 |
| REGAL REXNORD CORPORATION | COM | 758750103 |  | 1276 | 9092 | SH |  | DFND | 12 | 0 | 9092 | 0 |
| REGENCY CTRS CORP | COM | 758849103 |  | 2204 | 40928 | SH |  | DFND | 12 | 0 | 40928 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 |  | 42657 | 61923 | SH |  | DFND | 12 | 0 | 61923 | 0 |
| REGENXBIO INC | COM | 75901B107 |  | 75 | 2849 | SH |  | DFND | 12 | 0 | 2849 | 0 |
| REGIONS FINANCIAL CORP NEW | COM | 7591EP100 |  | 37566 | 1871745 | SH |  | DFND | 12 | 0 | 1871745 | 0 |
| REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 |  | 325 | 2584 | SH |  | DFND | 12 | 0 | 2584 | 0 |
| RELIANCE STEEL  ALUMINUM CO | COM | 759509102 |  | 1482 | 8499 | SH |  | DFND | 12 | 0 | 8499 | 0 |
| RENASANT CORP | COM | 75970E107 |  | 136 | 4359 | SH |  | DFND | 12 | 0 | 4359 | 0 |
| RENT A CTR INC NEW | COM | 76009N100 |  | 515 | 29393 | SH |  | DFND | 12 | 0 | 29393 | 0 |
| REPUBLIC SVCS INC | COM | 760759100 |  | 9762 | 71758 | SH |  | DFND | 12 | 0 | 71758 | 0 |
| RESMED INC | COM | 761152107 |  | 10417 | 47721 | SH |  | DFND | 12 | 0 | 47721 | 0 |
| RESIDEO TECHNOLOGIES INC | COM | 76118Y104 |  | 475 | 24946 | SH |  | DFND | 12 | 0 | 24946 | 0 |
| RESOURCES CONNECTION INC | COM | 76122Q105 |  | 52 | 2855 | SH |  | DFND | 12 | 0 | 2855 | 0 |
| RETAIL OPPORTUNITY INVTS COR | COM | 76131N101 |  | 138 | 10053 | SH |  | DFND | 12 | 0 | 10053 | 0 |
| REX AMERICAN RES CORP | COM | 761624105 |  | 38 | 1377 | SH |  | DFND | 12 | 0 | 1377 | 0 |
| REXFORD INDL RLTY INC | COM | 76169C100 |  | 2465 | 47410 | SH |  | DFND | 12 | 0 | 47410 | 0 |
| RINGCENTRAL INC | CL A | 76680R206 |  | 442 | 11068 | SH |  | DFND | 12 | 0 | 11068 | 0 |
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 |  | 405 | 12308 | SH |  | DFND | 12 | 0 | 12308 | 0 |
| ROBERT HALF INTL INC | COM | 770323103 |  | 5209 | 68096 | SH |  | DFND | 12 | 0 | 68096 | 0 |
| ROBLOX CORP | CL A | 771049103 |  | 702 | 19601 | SH |  | DFND | 12 | 0 | 19601 | 0 |
| ROCKWELL AUTOMATION INC | COM | 773903109 |  | 21109 | 98133 | SH |  | DFND | 12 | 0 | 98133 | 0 |
| ROGERS CORP | COM | 775133101 |  | 956 | 3951 | SH |  | DFND | 12 | 0 | 3951 | 0 |
| ROKU INC | COM CL A | 77543R102 |  | 677 | 11998 | SH |  | DFND | 12 | 0 | 11998 | 0 |
| ROLLINS INC | COM | 775711104 |  | 7079 | 204137 | SH |  | DFND | 12 | 0 | 204137 | 0 |
| ROPER TECHNOLOGIES INC | COM | 776696106 |  | 20472 | 56923 | SH |  | DFND | 12 | 0 | 56923 | 0 |
| ROSS STORES INC | COM | 778296103 |  | 7488 | 88860 | SH |  | DFND | 12 | 0 | 88860 | 0 |
| RUTHS HOSPITALITY GROUP INC | COM | 783332109 |  | 43 | 2548 | SH |  | DFND | 12 | 0 | 2548 | 0 |
| RYDER SYS INC | COM | 783549108 |  | 463 | 6133 | SH |  | DFND | 12 | 0 | 6133 | 0 |
| S  T BANCORP INC | COM | 783859101 |  | 80 | 2745 | SH |  | DFND | 12 | 0 | 2745 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 115670 | 378810 | SH |  | DFND | 12 | 0 | 378810 | 0 |
| SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 |  | 2830 | 9941 | SH |  | DFND | 12 | 0 | 9941 | 0 |
| SEI INVTS CO | COM | 784117103 |  | 8300 | 169211 | SH |  | DFND | 12 | 0 | 169211 | 0 |
| SJW GROUP | COM | 784305104 |  | 20217 | 350993 | SH |  | DFND | 12 | 0 | 350993 | 0 |
| SLM CORP | COM | 78442P106 |  | 565 | 40381 | SH |  | DFND | 12 | 0 | 40381 | 0 |
| SM ENERGY CO | COM | 78454L100 |  | 398 | 10589 | SH |  | DFND | 12 | 0 | 10589 | 0 |
| SPS COMM INC | COM | 78463M107 |  | 383 | 3080 | SH |  | DFND | 12 | 0 | 3080 | 0 |
| SS TECHNOLOGIES HLDGS INC | COM | 78467J100 |  | 42982 | 900149 | SH |  | DFND | 12 | 0 | 900149 | 0 |
| SPX TECHNOLOGIES INC | COM | 78473E103 |  | 209 | 3791 | SH |  | DFND | 12 | 0 | 3791 | 0 |
| SVB FINANCIAL GROUP | COM | 78486Q101 |  | 21480 | 63969 | SH |  | DFND | 12 | 0 | 63969 | 0 |
| SAFEHOLD INC | COM | 78645L100 |  | 32 | 1217 | SH |  | DFND | 12 | 0 | 1217 | 0 |
| SAFETY INS GROUP INC | COM | 78648T100 |  | 89 | 1094 | SH |  | DFND | 12 | 0 | 1094 | 0 |
| ST JOE CO | COM | 790148100 |  | 103 | 3208 | SH |  | DFND | 12 | 0 | 3208 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 107166 | 745037 | SH |  | DFND | 12 | 0 | 745037 | 0 |
| SALLY BEAUTY HLDGS INC | COM | 79546E104 |  | 122 | 9643 | SH |  | DFND | 12 | 0 | 9643 | 0 |
| SANFILIPPO JOHN B  SON INC | COM | 800422107 |  | 65 | 855 | SH |  | DFND | 12 | 0 | 855 | 0 |
| SANMINA CORPORATION | COM | 801056102 |  | 237 | 5142 | SH |  | DFND | 12 | 0 | 5142 | 0 |
| SAUL CTRS INC | COM | 804395101 |  | 63 | 1674 | SH |  | DFND | 12 | 0 | 1674 | 0 |
| SCANSOURCE INC | COM | 806037107 |  | 65 | 2445 | SH |  | DFND | 12 | 0 | 2445 | 0 |
| HENRY SCHEIN INC | COM | 806407102 |  | 962 | 14630 | SH |  | DFND | 12 | 0 | 14630 | 0 |
| SCHOLASTIC CORP | COM | 807066105 |  | 79 | 2569 | SH |  | DFND | 12 | 0 | 2569 | 0 |
| SCHWAB CHARLES CORP | COM | 808513105 |  | 74072 | 1030636 | SH |  | DFND | 12 | 0 | 1030636 | 0 |
| MATIV HOLDINGS INC | COM | 808541106 |  | 103 | 4649 | SH |  | DFND | 12 | 0 | 4649 | 0 |
| SCRIPPS E W CO OHIO | CL A NEW | 811054402 |  | 53 | 4740 | SH |  | DFND | 12 | 0 | 4740 | 0 |
| SEA LTD | SPONSORD ADS | 81141R100 |  | 3107 | 55433 | SH |  | DFND | 12 | 0 | 55433 | 0 |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 |  | 400 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| SEACOAST BKG CORP FLA | COM NEW | 811707801 |  | 146 | 4818 | SH |  | DFND | 12 | 0 | 4818 | 0 |
| SEAGEN INC | COM | 81181C104 |  | 4106 | 30005 | SH |  | DFND | 12 | 0 | 30005 | 0 |
| SEALED AIR CORP NEW | COM | 81211K100 |  | 119 | 2681 | SH |  | DFND | 12 | 0 | 2681 | 0 |
| SELECT MED HLDGS CORP | COM | 81619Q105 |  | 594 | 26863 | SH |  | DFND | 12 | 0 | 26863 | 0 |
| SELECTQUOTE INC | COM | 816307300 |  | 9 | 11827 | SH |  | DFND | 12 | 0 | 11827 | 0 |
| SEMPRA | COM | 816851109 |  | 3157 | 21055 | SH |  | DFND | 12 | 0 | 21055 | 0 |
| SENECA FOODS CORP NEW | CL A | 817070501 |  | 35 | 700 | SH |  | DFND | 12 | 0 | 700 | 0 |
| SENSIENT TECHNOLOGIES CORP | COM | 81725T100 |  | 977 | 14091 | SH |  | DFND | 12 | 0 | 14091 | 0 |
| SERVICE CORP INTL | COM | 817565104 |  | 83 | 1429 | SH |  | DFND | 12 | 0 | 1429 | 0 |
| SERVICE PPTYS TR | COM SH BEN INT | 81761L102 |  | 73 | 14122 | SH |  | DFND | 12 | 0 | 14122 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 62254 | 164863 | SH |  | DFND | 12 | 0 | 164863 | 0 |
| SERVISFIRST BANCSHARES INC | COM | 81768T108 |  | 340 | 4255 | SH |  | DFND | 12 | 0 | 4255 | 0 |
| SHAKE SHACK INC | CL A | 819047101 |  | 135 | 2996 | SH |  | DFND | 12 | 0 | 2996 | 0 |
| SHENANDOAH TELECOMMUNICATION | COM | 82312B106 |  | 81 | 4733 | SH |  | DFND | 12 | 0 | 4733 | 0 |
| SHERWIN WILLIAMS CO | COM | 824348106 |  | 5252 | 25649 | SH |  | DFND | 12 | 0 | 25649 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 266 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| SHOE CARNIVAL INC | COM | 824889109 |  | 39 | 1835 | SH |  | DFND | 12 | 0 | 1835 | 0 |
| SHOALS TECHNOLOGIES GROUP IN | CL A | 82489W107 |  | 7188 | 333551 | SH |  | DFND | 12 | 0 | 333551 | 0 |
| SHUTTERSTOCK INC | COM | 825690100 |  | 1911 | 38097 | SH |  | DFND | 12 | 0 | 38097 | 0 |
| SIGNATURE BK NEW YORK N Y | COM | 82669G104 |  | 18437 | 122097 | SH |  | DFND | 12 | 0 | 122097 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 |  | 239 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 828730200 |  | 231 | 10592 | SH |  | DFND | 12 | 0 | 10592 | 0 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 |  | 5099 | 56813 | SH |  | DFND | 12 | 0 | 56813 | 0 |
| SIMPLY GOOD FOODS CO | COM | 82900L102 |  | 233 | 7295 | SH |  | DFND | 12 | 0 | 7295 | 0 |
| SIMULATIONS PLUS INC | COM | 829214105 |  | 67 | 1382 | SH |  | DFND | 12 | 0 | 1382 | 0 |
| SIRIUS XM HOLDINGS INC | COM | 82968B103 |  | 1548 | 271040 | SH |  | DFND | 12 | 0 | 271040 | 0 |
| SITE CTRS CORP | COM | 82981J109 |  | 168 | 15689 | SH |  | DFND | 12 | 0 | 15689 | 0 |
| SITIME CORP | COM | 82982T106 |  | 48 | 606 | SH |  | DFND | 12 | 0 | 606 | 0 |
| SIX FLAGS ENTMT CORP NEW | COM | 83001A102 |  | 109 | 6169 | SH |  | DFND | 12 | 0 | 6169 | 0 |
| SKECHERS U S A INC | CL A | 830566105 |  | 7691 | 242480 | SH |  | DFND | 12 | 0 | 242480 | 0 |
| SKYWEST INC | COM | 830879102 |  | 68 | 4193 | SH |  | DFND | 12 | 0 | 4193 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 |  | 1597 | 18727 | SH |  | DFND | 12 | 0 | 18727 | 0 |
| SLEEP NUMBER CORP | COM | 83125X103 |  | 61 | 1813 | SH |  | DFND | 12 | 0 | 1813 | 0 |
| SMITH A O CORP | COM | 831865209 |  | 33883 | 697475 | SH |  | DFND | 12 | 0 | 697475 | 0 |
| SMUCKER J M CO | COM NEW | 832696405 |  | 19254 | 140124 | SH |  | DFND | 12 | 0 | 140124 | 0 |
| SNAP ON INC | COM | 833034101 |  | 2185 | 10850 | SH |  | DFND | 12 | 0 | 10850 | 0 |
| SNAP INC | CL A | 83304A106 |  | 31413 | 3198870 | SH |  | DFND | 12 | 0 | 3198870 | 0 |
| SNOWFLAKE INC | CL A | 833445109 |  | 3474 | 20440 | SH |  | DFND | 12 | 0 | 20440 | 0 |
| SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 833635105 |  | 4059 | 44725 | SH |  | DFND | 12 | 0 | 44725 | 0 |
| SOFI TECHNOLOGIES INC | COM | 83406F102 |  | 36 | 7479 | SH |  | DFND | 12 | 0 | 7479 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 |  | 597 | 2579 | SH |  | DFND | 12 | 0 | 2579 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 |  | 218 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| SONIC AUTOMOTIVE INC | CL A | 83545G102 |  | 69 | 1594 | SH |  | DFND | 12 | 0 | 1594 | 0 |
| SONOS INC | COM | 83570H108 |  | 156 | 11203 | SH |  | DFND | 12 | 0 | 11203 | 0 |
| SOUTH JERSEY INDS INC | COM | 838518108 |  | 1056 | 31600 | SH |  | DFND | 12 | 0 | 31600 | 0 |
| SOUTHERN CO | COM | 842587107 |  | 3862 | 56794 | SH |  | DFND | 12 | 0 | 56794 | 0 |
| SOUTHERN COPPER CORP | COM | 84265V105 |  | 613 | 13677 | SH |  | DFND | 12 | 0 | 13677 | 0 |
| SOUTHSIDE BANCSHARES INC | COM | 84470P109 |  | 116 | 3282 | SH |  | DFND | 12 | 0 | 3282 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 9247 | 299852 | SH |  | DFND | 12 | 0 | 299852 | 0 |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 |  | 459 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| SPARTANNASH CO | COM | 847215100 |  | 90 | 3088 | SH |  | DFND | 12 | 0 | 3088 | 0 |
| SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 |  | 214 | 5487 | SH |  | DFND | 12 | 0 | 5487 | 0 |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 |  | 20 | 900 | SH |  | DFND | 12 | 0 | 900 | 0 |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 |  | 159 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| SPLUNK INC | COM | 848637104 |  | 3509 | 46663 | SH |  | DFND | 12 | 0 | 46663 | 0 |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 |  | 286 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 |  | 266 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| BLOCK INC | CL A | 852234103 |  | 2197 | 39946 | SH |  | DFND | 12 | 0 | 39946 | 0 |
| BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 |  | 103 | 100000 | PRN |  | DFND | 12 | 0 | 100000 | 0 |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 |  | 365 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| STANDARD MTR PRODS INC | COM | 853666105 |  | 50 | 1525 | SH |  | DFND | 12 | 0 | 1525 | 0 |
| STANDEX INTL CORP | COM | 854231107 |  | 80 | 979 | SH |  | DFND | 12 | 0 | 979 | 0 |
| STANLEY BLACK  DECKER INC | COM | 854502101 |  | 26263 | 349199 | SH |  | DFND | 12 | 0 | 349199 | 0 |
| STARBUCKS CORP | COM | 855244109 |  | 100532 | 1193121 | SH |  | DFND | 12 | 0 | 1193121 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 |  | 2274 | 124791 | SH |  | DFND | 12 | 0 | 124791 | 0 |
| STATE STR CORP | COM | 857477103 |  | 19071 | 313613 | SH |  | DFND | 12 | 0 | 313613 | 0 |
| STEEL DYNAMICS INC | COM | 858119100 |  | 15874 | 223734 | SH |  | DFND | 12 | 0 | 223734 | 0 |
| STEPAN CO | COM | 858586100 |  | 168 | 1789 | SH |  | DFND | 12 | 0 | 1789 | 0 |
| STEWART INFORMATION SVCS COR | COM | 860372101 |  | 96 | 2189 | SH |  | DFND | 12 | 0 | 2189 | 0 |
| STONEX GROUP INC | COM | 861896108 |  | 119 | 1430 | SH |  | DFND | 12 | 0 | 1430 | 0 |
| STRATEGIC ED INC | COM | 86272C103 |  | 124 | 2015 | SH |  | DFND | 12 | 0 | 2015 | 0 |
| STRIDE INC | COM | 86333M108 |  | 162 | 3866 | SH |  | DFND | 12 | 0 | 3866 | 0 |
| STRYKER CORPORATION | COM | 863667101 |  | 75958 | 375025 | SH |  | DFND | 12 | 0 | 375025 | 0 |
| STURM RUGER  CO INC | COM | 864159108 |  | 76 | 1488 | SH |  | DFND | 12 | 0 | 1488 | 0 |
| SUMMIT HOTEL PPTYS INC | COM | 866082100 |  | 73 | 10897 | SH |  | DFND | 12 | 0 | 10897 | 0 |
| SUN CMNTYS INC | COM | 866674104 |  | 970 | 7167 | SH |  | DFND | 12 | 0 | 7167 | 0 |
| SUN CTRY AIRLS HLDGS INC | COM | 866683105 |  | 33 | 2389 | SH |  | DFND | 12 | 0 | 2389 | 0 |
| SUNCOKE ENERGY INC | COM | 86722A103 |  | 44 | 7629 | SH |  | DFND | 12 | 0 | 7629 | 0 |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 |  | 169 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| SUNPOWER CORP | COM | 867652406 |  | 10260 | 445326 | SH |  | DFND | 12 | 0 | 445326 | 0 |
| SUNRUN INC | COM | 86771W105 |  | 5704 | 206751 | SH |  | DFND | 12 | 0 | 206751 | 0 |
| SUNSTONE HOTEL INVS INC NEW | COM | 867892101 |  | 164 | 17458 | SH |  | DFND | 12 | 0 | 17458 | 0 |
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 |  | 156 | 4594 | SH |  | DFND | 12 | 0 | 4594 | 0 |
| SURMODICS INC | COM | 868873100 |  | 34 | 1102 | SH |  | DFND | 12 | 0 | 1102 | 0 |
| SYLVAMO CORP | COMMON STOCK | 871332102 |  | 101 | 2972 | SH |  | DFND | 12 | 0 | 2972 | 0 |
| SYNOPSYS INC | COM | 871607107 |  | 83193 | 272309 | SH |  | DFND | 12 | 0 | 272309 | 0 |
| SYNCHRONY FINANCIAL | COM | 87165B103 |  | 25362 | 899674 | SH |  | DFND | 12 | 0 | 899674 | 0 |
| SYSCO CORP | COM | 871829107 |  | 16693 | 236070 | SH |  | DFND | 12 | 0 | 236070 | 0 |
| TFS FINL CORP | COM | 87240R107 |  | 86 | 6624 | SH |  | DFND | 12 | 0 | 6624 | 0 |
| TJX COS INC NEW | COM | 872540109 |  | 32007 | 515241 | SH |  | DFND | 12 | 0 | 515241 | 0 |
| T-MOBILE US INC | COM | 872590104 |  | 8668 | 64606 | SH |  | DFND | 12 | 0 | 64606 | 0 |
| TRI POINTE HOMES INC | COM | 87265H109 |  | 124 | 8186 | SH |  | DFND | 12 | 0 | 8186 | 0 |
| TPI COMPOSITES INC | COM | 87266J104 |  | 2921 | 258925 | SH |  | DFND | 12 | 0 | 258925 | 0 |
| TTM TECHNOLOGIES INC | COM | 87305R109 |  | 119 | 9045 | SH |  | DFND | 12 | 0 | 9045 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 3701 | 53978 | SH |  | DFND | 12 | 0 | 53978 | 0 |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 |  | 13479 | 123658 | SH |  | DFND | 12 | 0 | 123658 | 0 |
| TAL EDUCATION GROUP | SPONSORED ADS | 874080104 |  | 139 | 28180 | SH |  | DFND | 12 | 0 | 28180 | 0 |
| TALOS ENERGY INC | COM | 87484T108 |  | 88 | 5273 | SH |  | DFND | 12 | 0 | 5273 | 0 |
| TANDEM DIABETES CARE INC | COM NEW | 875372203 |  | 2943 | 61500 | SH |  | DFND | 12 | 0 | 61500 | 0 |
| TANGER FACTORY OUTLET CTRS I | COM | 875465106 |  | 119 | 8724 | SH |  | DFND | 12 | 0 | 8724 | 0 |
| TAPESTRY INC | COM | 876030107 |  | 242 | 8515 | SH |  | DFND | 12 | 0 | 8515 | 0 |
| TARGET CORP | COM | 87612E106 |  | 25233 | 170046 | SH |  | DFND | 12 | 0 | 170046 | 0 |
| TARGA RES CORP | COM | 87612G101 |  | 0 | 0 | SH |  | DFND | 12 | 0 | 0 | 0 |
| TECHTARGET INC | COM | 87874R100 |  | 147 | 2487 | SH |  | DFND | 12 | 0 | 2487 | 0 |
| TEGNA INC | COM | 87901J105 |  | 234 | 11295 | SH |  | DFND | 12 | 0 | 11295 | 0 |
| TELADOC HEALTH INC | COM | 87918A105 |  | 743 | 29294 | SH |  | DFND | 12 | 0 | 29294 | 0 |
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 |  | 3580 | 10607 | SH |  | DFND | 12 | 0 | 10607 | 0 |
| TELEFLEX INCORPORATED | COM | 879369106 |  | 419 | 2080 | SH |  | DFND | 12 | 0 | 2080 | 0 |
| TELEPHONE  DATA SYS INC | COM NEW | 879433829 |  | 120 | 8611 | SH |  | DFND | 12 | 0 | 8611 | 0 |
| TEMPUR SEALY INTL INC | COM | 88023U101 |  | 171 | 7088 | SH |  | DFND | 12 | 0 | 7088 | 0 |
| 10X GENOMICS INC | CL A COM | 88025U109 |  | 24 | 850 | SH |  | DFND | 12 | 0 | 850 | 0 |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 |  | 8005 | 155200 | SH |  | DFND | 12 | 0 | 155200 | 0 |
| TENNANT CO | COM | 880345103 |  | 103 | 1821 | SH |  | DFND | 12 | 0 | 1821 | 0 |
| TENCENT MUSIC ENTMT GROUP | SPON ADS | 88034P109 |  | 261 | 64359 | SH |  | DFND | 12 | 0 | 64359 | 0 |
| TERADYNE INC | COM | 880770102 |  | 1064 | 14160 | SH |  | DFND | 12 | 0 | 14160 | 0 |
| TERRENO RLTY CORP | COM | 88146M101 |  | 2033 | 38360 | SH |  | DFND | 12 | 0 | 38360 | 0 |
| TESLA INC | COM | 88160R101 |  | 186846 | 704415 | SH |  | DFND | 12 | 0 | 704415 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 881624209 |  | 103 | 12748 | SH |  | DFND | 12 | 0 | 12748 | 0 |
| TEXAS INSTRS INC | COM | 882508104 |  | 59692 | 385659 | SH |  | DFND | 12 | 0 | 385659 | 0 |
| THE ODP CORP | COM | 88337F105 |  | 119 | 3378 | SH |  | DFND | 12 | 0 | 3378 | 0 |
| THE TRADE DESK INC | COM CL A | 88339J105 |  | 1584 | 26507 | SH |  | DFND | 12 | 0 | 26507 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 329780 | 650210 | SH |  | DFND | 12 | 0 | 650210 | 0 |
| THOR INDS INC | COM | 885160101 |  | 1708 | 24410 | SH |  | DFND | 12 | 0 | 24410 | 0 |
| 3-D SYS CORP DEL | COM NEW | 88554D205 |  | 92 | 11575 | SH |  | DFND | 12 | 0 | 11575 | 0 |
| 3M CO | COM | 88579Y101 |  | 3589 | 32478 | SH |  | DFND | 12 | 0 | 32478 | 0 |
| THRYV HLDGS INC | COM NEW | 886029206 |  | 53 | 2313 | SH |  | DFND | 12 | 0 | 2313 | 0 |
| TIMKENSTEEL CORPORATION | COM | 887399103 |  | 55 | 3670 | SH |  | DFND | 12 | 0 | 3670 | 0 |
| TITAN INTL INC ILL | COM | 88830M102 |  | 53 | 4385 | SH |  | DFND | 12 | 0 | 4385 | 0 |
| TOLL BROTHERS INC | COM | 889478103 |  | 317 | 7544 | SH |  | DFND | 12 | 0 | 7544 | 0 |
| TOMPKINS FINL CORP | COM | 890110109 |  | 105 | 1446 | SH |  | DFND | 12 | 0 | 1446 | 0 |
| TOOTSIE ROLL INDS INC | COM | 890516107 |  | 48 | 1439 | SH |  | DFND | 12 | 0 | 1439 | 0 |
| TORO CO | COM | 891092108 |  | 37829 | 437429 | SH |  | DFND | 12 | 0 | 437429 | 0 |
| TRACTOR SUPPLY CO | COM | 892356106 |  | 5169 | 27810 | SH |  | DFND | 12 | 0 | 27810 | 0 |
| TRADEWEB MKTS INC | CL A | 892672106 |  | 1091 | 19333 | SH |  | DFND | 12 | 0 | 19333 | 0 |
| TRANSUNION | COM | 89400J107 |  | 15944 | 268008 | SH |  | DFND | 12 | 0 | 268008 | 0 |
| TRAVELERS COMPANIES INC | COM | 89417E109 |  | 11238 | 73353 | SH |  | DFND | 12 | 0 | 73353 | 0 |
| TREDEGAR CORP | COM | 894650100 |  | 34 | 3608 | SH |  | DFND | 12 | 0 | 3608 | 0 |
| TREEHOUSE FOODS INC | COM | 89469A104 |  | 184 | 4330 | SH |  | DFND | 12 | 0 | 4330 | 0 |
| TRIMBLE INC | COM | 896239100 |  | 17602 | 324339 | SH |  | DFND | 12 | 0 | 324339 | 0 |
| TRINITY INDS INC | COM | 896522109 |  | 119 | 5569 | SH |  | DFND | 12 | 0 | 5569 | 0 |
| TRIP COM GROUP LTD | ADS | 89677Q107 |  | 4104 | 150268 | SH |  | DFND | 12 | 0 | 150268 | 0 |
| TRIUMPH FINANCIAL INC | COM | 89679E300 |  | 110 | 2033 | SH |  | DFND | 12 | 0 | 2033 | 0 |
| TRIUMPH GROUP INC NEW | COM | 896818101 |  | 52 | 6059 | SH |  | DFND | 12 | 0 | 6059 | 0 |
| TRUEBLUE INC | COM | 89785X101 |  | 50 | 2633 | SH |  | DFND | 12 | 0 | 2633 | 0 |
| TRUPANION INC | COM | 898202106 |  | 1363 | 22938 | SH |  | DFND | 12 | 0 | 22938 | 0 |
| TRUIST FINL CORP | COM | 89832Q109 |  | 5551 | 127494 | SH |  | DFND | 12 | 0 | 127494 | 0 |
| TRUSTCO BK CORP N Y | COM NEW | 898349204 |  | 20 | 628 | SH |  | DFND | 12 | 0 | 628 | 0 |
| TRUSTMARK CORP | COM | 898402102 |  | 145 | 4742 | SH |  | DFND | 12 | 0 | 4742 | 0 |
| TTEC HLDGS INC | COM | 89854H102 |  | 80 | 1816 | SH |  | DFND | 12 | 0 | 1816 | 0 |
| TUPPERWARE BRANDS CORP | COM | 899896104 |  | 28 | 4237 | SH |  | DFND | 12 | 0 | 4237 | 0 |
| TURKCELL ILETISIM HIZMETLERI | SPON ADR NEW | 900111204 |  | 116 | 43652 | SH |  | DFND | 12 | 0 | 43652 | 0 |
| TWILIO INC | CL A | 90138F102 |  | 1057 | 15284 | SH |  | DFND | 12 | 0 | 15284 | 0 |
| TWITTER INC | COM | 90184L102 |  | 19526 | 445398 | SH |  | DFND | 12 | 0 | 445398 | 0 |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 |  | 408 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| TWO HBRS INVT CORP | COM NEW | 90187B408 |  | 96 | 28837 | SH |  | DFND | 12 | 0 | 28837 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 |  | 2434 | 7004 | SH |  | DFND | 12 | 0 | 7004 | 0 |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 |  | 191 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| TYSON FOODS INC | CL A | 902494103 |  | 22076 | 334837 | SH |  | DFND | 12 | 0 | 334837 | 0 |
| UDR INC | COM | 902653104 |  | 999 | 23940 | SH |  | DFND | 12 | 0 | 23940 | 0 |
| UGI CORP NEW | COM | 902681105 |  | 483 | 14941 | SH |  | DFND | 12 | 0 | 14941 | 0 |
| UMB FINL CORP | COM | 902788108 |  | 278 | 3295 | SH |  | DFND | 12 | 0 | 3295 | 0 |
| UFP INDUSTRIES INC | COM | 90278Q108 |  | 3834 | 53130 | SH |  | DFND | 12 | 0 | 53130 | 0 |
| US BANCORP DEL | COM NEW | 902973304 |  | 3653 | 90593 | SH |  | DFND | 12 | 0 | 90593 | 0 |
| USANA HEALTH SCIENCES INC | COM | 90328M107 |  | 47 | 834 | SH |  | DFND | 12 | 0 | 834 | 0 |
| U S PHYSICAL THERAPY | COM | 90337L108 |  | 81 | 1060 | SH |  | DFND | 12 | 0 | 1060 | 0 |
| U S SILICA HLDGS INC | COM | 90346E103 |  | 69 | 6297 | SH |  | DFND | 12 | 0 | 6297 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 |  | 3072 | 115921 | SH |  | DFND | 12 | 0 | 115921 | 0 |
| ULTA BEAUTY INC | COM | 90384S303 |  | 1412 | 3520 | SH |  | DFND | 12 | 0 | 3520 | 0 |
| ULTRA CLEAN HLDGS INC | COM | 90385V107 |  | 100 | 3895 | SH |  | DFND | 12 | 0 | 3895 | 0 |
| ULTRAPAR PARTICIPACOES SA | SP ADR REP COM | 90400P101 |  | 349 | 159390 | SH |  | DFND | 12 | 0 | 159390 | 0 |
| UMPQUA HLDGS CORP | COM | 904214103 |  | 46 | 2702 | SH |  | DFND | 12 | 0 | 2702 | 0 |
| UNDER ARMOUR INC | CL A | 904311107 |  | 88 | 13295 | SH |  | DFND | 12 | 0 | 13295 | 0 |
| UNDER ARMOUR INC | CL C | 904311206 |  | 972 | 163134 | SH |  | DFND | 12 | 0 | 163134 | 0 |
| UNIFI INC | COM NEW | 904677200 |  | 15 | 1618 | SH |  | DFND | 12 | 0 | 1618 | 0 |
| UNIFIRST CORP MASS | COM | 904708104 |  | 2429 | 14439 | SH |  | DFND | 12 | 0 | 14439 | 0 |
| UNION PAC CORP | COM | 907818108 |  | 15144 | 77735 | SH |  | DFND | 12 | 0 | 77735 | 0 |
| UNISYS CORP | COM NEW | 909214306 |  | 45 | 5960 | SH |  | DFND | 12 | 0 | 5960 | 0 |
| UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 |  | 295 | 8922 | SH |  | DFND | 12 | 0 | 8922 | 0 |
| UNITED FIRE GROUP INC | COM | 910340108 |  | 49 | 1699 | SH |  | DFND | 12 | 0 | 1699 | 0 |
| UNITED NAT FOODS INC | COM | 911163103 |  | 179 | 5203 | SH |  | DFND | 12 | 0 | 5203 | 0 |
| UNITED PARCEL SERVICE INC | CL B | 911312106 |  | 7850 | 48596 | SH |  | DFND | 12 | 0 | 48596 | 0 |
| UNITED RENTALS INC | COM | 911363109 |  | 8060 | 29838 | SH |  | DFND | 12 | 0 | 29838 | 0 |
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 |  | 174 | 831 | SH |  | DFND | 12 | 0 | 831 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 399879 | 791776 | SH |  | DFND | 12 | 0 | 791776 | 0 |
| UNITIL CORP | COM | 913259107 |  | 62 | 1326 | SH |  | DFND | 12 | 0 | 1326 | 0 |
| UNITI GROUP INC | COM | 91325V108 |  | 155 | 22359 | SH |  | DFND | 12 | 0 | 22359 | 0 |
| UNITY SOFTWARE INC | COM | 91332U101 |  | 391 | 12278 | SH |  | DFND | 12 | 0 | 12278 | 0 |
| UNIVERSAL CORP VA | COM | 913456109 |  | 103 | 2229 | SH |  | DFND | 12 | 0 | 2229 | 0 |
| UNIVERSAL DISPLAY CORP | COM | 91347P105 |  | 61 | 651 | SH |  | DFND | 12 | 0 | 651 | 0 |
| UNIVERSAL ELECTRS INC | COM | 913483103 |  | 20 | 1028 | SH |  | DFND | 12 | 0 | 1028 | 0 |
| UNIVERSAL HEALTH RLTY INCOME | SH BEN INT | 91359E105 |  | 272 | 6285 | SH |  | DFND | 12 | 0 | 6285 | 0 |
| UNIVERSAL INS HLDGS INC | COM | 91359V107 |  | 20 | 2008 | SH |  | DFND | 12 | 0 | 2008 | 0 |
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 |  | 1330 | 15087 | SH |  | DFND | 12 | 0 | 15087 | 0 |
| UNUM GROUP | COM | 91529Y106 |  | 214 | 5512 | SH |  | DFND | 12 | 0 | 5512 | 0 |
| URANIUM ENERGY CORP | COM | 916896103 |  | 38 | 10978 | SH |  | DFND | 12 | 0 | 10978 | 0 |
| URBAN OUTFITTERS INC | COM | 917047102 |  | 98 | 4980 | SH |  | DFND | 12 | 0 | 4980 | 0 |
| URBAN EDGE PPTYS | COM | 91704F104 |  | 124 | 9291 | SH |  | DFND | 12 | 0 | 9291 | 0 |
| URSTADT BIDDLE PPTYS INC | CL A | 917286205 |  | 57 | 3678 | SH |  | DFND | 12 | 0 | 3678 | 0 |
| UTZ BRANDS INC | COM CL A | 918090101 |  | 212 | 14013 | SH |  | DFND | 12 | 0 | 14013 | 0 |
| V F CORP | COM | 918204108 |  | 1186 | 39648 | SH |  | DFND | 12 | 0 | 39648 | 0 |
| VAIL RESORTS INC | COM | 91879Q109 |  | 581 | 2692 | SH |  | DFND | 12 | 0 | 2692 | 0 |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 |  | 264 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 |  | 26945 | 252177 | SH |  | DFND | 12 | 0 | 252177 | 0 |
| VALMONT INDS INC | COM | 920253101 |  | 3222 | 11996 | SH |  | DFND | 12 | 0 | 11996 | 0 |
| VANDA PHARMACEUTICALS INC | COM | 921659108 |  | 54 | 5483 | SH |  | DFND | 12 | 0 | 5483 | 0 |
| VAREX IMAGING CORP | COM | 92214X106 |  | 70 | 3307 | SH |  | DFND | 12 | 0 | 3307 | 0 |
| VECTOR GROUP LTD | COM | 92240M108 |  | 101 | 11488 | SH |  | DFND | 12 | 0 | 11488 | 0 |
| VEECO INSTRS INC DEL | COM | 922417100 |  | 92 | 4999 | SH |  | DFND | 12 | 0 | 4999 | 0 |
| VEEVA SYS INC | CL A COM | 922475108 |  | 6764 | 41023 | SH |  | DFND | 12 | 0 | 41023 | 0 |
| VENTAS INC | COM | 92276F100 |  | 2562 | 63773 | SH |  | DFND | 12 | 0 | 63773 | 0 |
| VERISIGN INC | COM | 92343E102 |  | 18375 | 105787 | SH |  | DFND | 12 | 0 | 105787 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 |  | 49462 | 1302661 | SH |  | DFND | 12 | 0 | 1302661 | 0 |
| VERITEX HLDGS INC | COM | 923451108 |  | 106 | 3988 | SH |  | DFND | 12 | 0 | 3988 | 0 |
| VERITIV CORP | COM | 923454102 |  | 118 | 1211 | SH |  | DFND | 12 | 0 | 1211 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 |  | 1956 | 11472 | SH |  | DFND | 12 | 0 | 11472 | 0 |
| VERICEL CORP | COM | 92346J108 |  | 102 | 4388 | SH |  | DFND | 12 | 0 | 4388 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 |  | 73290 | 253127 | SH |  | DFND | 12 | 0 | 253127 | 0 |
| VIAD CORP | COM | 92552R406 |  | 55 | 1729 | SH |  | DFND | 12 | 0 | 1729 | 0 |
| VIAVI SOLUTIONS INC | COM | 925550105 |  | 261 | 19970 | SH |  | DFND | 12 | 0 | 19970 | 0 |
| PARAMOUNT GLOBAL | CLASS B COM | 92556H206 |  | 15279 | 802453 | SH |  | DFND | 12 | 0 | 802453 | 0 |
| VIATRIS INC | COM | 92556V106 |  | 1987 | 233162 | SH |  | DFND | 12 | 0 | 233162 | 0 |
| VICI PPTYS INC | COM | 925652109 |  | 3129 | 104817 | SH |  | DFND | 12 | 0 | 104817 | 0 |
| VICOR CORP | COM | 925815102 |  | 1137 | 19222 | SH |  | DFND | 12 | 0 | 19222 | 0 |
| VICTORIAS SECRET AND CO | COMMON STOCK | 926400102 |  | 65 | 2218 | SH |  | DFND | 12 | 0 | 2218 | 0 |
| VIMEO INC | COMMON STOCK | 92719V100 |  | 371 | 92657 | SH |  | DFND | 12 | 0 | 92657 | 0 |
| VIPSHOP HOLDINGS LIMITED | SPONSORED ADS A | 92763W103 |  | 5212 | 619782 | SH |  | DFND | 12 | 0 | 619782 | 0 |
| VIR BIOTECHNOLOGY INC | COM | 92764N102 |  | 129 | 6703 | SH |  | DFND | 12 | 0 | 6703 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 198438 | 1117019 | SH |  | DFND | 12 | 0 | 1117019 | 0 |
| VIRTUS INVT PARTNERS INC | COM | 92828Q109 |  | 95 | 596 | SH |  | DFND | 12 | 0 | 596 | 0 |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 |  | 282 | 300000 | PRN |  | DFND | 12 | 0 | 300000 | 0 |
| VISTA OUTDOOR INC | COM | 928377100 |  | 123 | 5067 | SH |  | DFND | 12 | 0 | 5067 | 0 |
| VISTRA CORP | COM | 92840M102 |  | 225 | 10728 | SH |  | DFND | 12 | 0 | 10728 | 0 |
| VMWARE INC | CL A COM | 928563402 |  | 83027 | 779890 | SH |  | DFND | 12 | 0 | 779890 | 0 |
| VONTIER CORPORATION | COM | 928881101 |  | 153 | 9162 | SH |  | DFND | 12 | 0 | 9162 | 0 |
| VORNADO RLTY TR | SH BEN INT | 929042109 |  | 51 | 2203 | SH |  | DFND | 12 | 0 | 2203 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 |  | 283 | 4684 | SH |  | DFND | 12 | 0 | 4684 | 0 |
| VULCAN MATLS CO | COM | 929160109 |  | 2471 | 15668 | SH |  | DFND | 12 | 0 | 15668 | 0 |
| WD 40 CO | COM | 929236107 |  | 208 | 1186 | SH |  | DFND | 12 | 0 | 1186 | 0 |
| WSFS FINL CORP | COM | 929328102 |  | 257 | 5527 | SH |  | DFND | 12 | 0 | 5527 | 0 |
| WP CAREY INC | COM | 92936U109 |  | 1354 | 19399 | SH |  | DFND | 12 | 0 | 19399 | 0 |
| WEC ENERGY GROUP INC | COM | 92939U106 |  | 1775 | 19850 | SH |  | DFND | 12 | 0 | 19850 | 0 |
| WABASH NATL CORP | COM | 929566107 |  | 63 | 4027 | SH |  | DFND | 12 | 0 | 4027 | 0 |
| WABTEC | COM | 929740108 |  | 2979 | 36615 | SH |  | DFND | 12 | 0 | 36615 | 0 |
| WALMART INC | COM | 931142103 |  | 16411 | 126528 | SH |  | DFND | 12 | 0 | 126528 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 |  | 8371 | 266598 | SH |  | DFND | 12 | 0 | 266598 | 0 |
| WALKER  DUNLOP INC | COM | 93148P102 |  | 621 | 7420 | SH |  | DFND | 12 | 0 | 7420 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 28575 | 2484804 | SH |  | DFND | 12 | 0 | 2484804 | 0 |
| WARRIOR MET COAL INC | COM | 93627C101 |  | 133 | 4665 | SH |  | DFND | 12 | 0 | 4665 | 0 |
| WASHINGTON FED INC | COM | 938824109 |  | 83 | 2775 | SH |  | DFND | 12 | 0 | 2775 | 0 |
| ELME COMMUNITIES | SH BEN INT | 939653101 |  | 125 | 7112 | SH |  | DFND | 12 | 0 | 7112 | 0 |
| WASTE MGMT INC DEL | COM | 94106L109 |  | 54223 | 338449 | SH |  | DFND | 12 | 0 | 338449 | 0 |
| WATERS CORP | COM | 941848103 |  | 42137 | 156334 | SH |  | DFND | 12 | 0 | 156334 | 0 |
| WATSCO INC | COM | 942622200 |  | 643 | 2498 | SH |  | DFND | 12 | 0 | 2498 | 0 |
| WATTS WATER TECHNOLOGIES INC | CL A | 942749102 |  | 30649 | 243771 | SH |  | DFND | 12 | 0 | 243771 | 0 |
| WAYFAIR INC | CL A | 94419L101 |  | 3480 | 106905 | SH |  | DFND | 12 | 0 | 106905 | 0 |
| WEBSTER FINL CORP | COM | 947890109 |  | 20891 | 462195 | SH |  | DFND | 12 | 0 | 462195 | 0 |
| WEIBO CORP | SPONSORED ADR | 948596101 |  | 3294 | 192616 | SH |  | DFND | 12 | 0 | 192616 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 |  | 62872 | 1563198 | SH |  | DFND | 12 | 0 | 1563198 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 3787 | 58878 | SH |  | DFND | 12 | 0 | 58878 | 0 |
| WENDYS CO | COM | 95058W100 |  | 287 | 15343 | SH |  | DFND | 12 | 0 | 15343 | 0 |
| WERNER ENTERPRISES INC | COM | 950755108 |  | 7834 | 208342 | SH |  | DFND | 12 | 0 | 208342 | 0 |
| WEST PHARMACEUTICAL SVSC INC | COM | 955306105 |  | 15567 | 63260 | SH |  | DFND | 12 | 0 | 63260 | 0 |
| WESTAMERICA BANCORPORATION | COM | 957090103 |  | 586 | 11209 | SH |  | DFND | 12 | 0 | 11209 | 0 |
| WESTERN ALLIANCE BANCORP | COM | 957638109 |  | 13307 | 202421 | SH |  | DFND | 12 | 0 | 202421 | 0 |
| WESTERN DIGITAL CORP. | COM | 958102105 |  | 6104 | 187519 | SH |  | DFND | 12 | 0 | 187519 | 0 |
| WESTERN UN CO | COM | 959802109 |  | 1454 | 107674 | SH |  | DFND | 12 | 0 | 107674 | 0 |
| WESTLAKE CORPORATION | COM | 960413102 |  | 1079 | 12418 | SH |  | DFND | 12 | 0 | 12418 | 0 |
| WESTROCK CO | COM | 96145D105 |  | 431 | 13946 | SH |  | DFND | 12 | 0 | 13946 | 0 |
| WEYERHAEUSER CO MTN BE | COM NEW | 962166104 |  | 1239 | 43397 | SH |  | DFND | 12 | 0 | 43397 | 0 |
| WHIRLPOOL CORP | COM | 963320106 |  | 19080 | 141532 | SH |  | DFND | 12 | 0 | 141532 | 0 |
| WHITESTONE REIT | COM | 966084204 |  | 47 | 5577 | SH |  | DFND | 12 | 0 | 5577 | 0 |
| WILEY JOHN  SONS INC | CL A | 968223206 |  | 117 | 3128 | SH |  | DFND | 12 | 0 | 3128 | 0 |
| WILLIAMS COS INC | COM | 969457100 |  | 11834 | 413345 | SH |  | DFND | 12 | 0 | 413345 | 0 |
| WILLIAMS SONOMA INC | COM | 969904101 |  | 40 | 341 | SH |  | DFND | 12 | 0 | 341 | 0 |
| WINNEBAGO INDS INC | COM | 974637100 |  | 1174 | 22067 | SH |  | DFND | 12 | 0 | 22067 | 0 |
| WISDOMTREE INC | COM | 97717P104 |  | 55 | 11677 | SH |  | DFND | 12 | 0 | 11677 | 0 |
| WOLFSPEED INC | COM | 977852102 |  | 1090 | 10547 | SH |  | DFND | 12 | 0 | 10547 | 0 |
| WOLVERINE WORLD WIDE INC | COM | 978097103 |  | 111 | 7204 | SH |  | DFND | 12 | 0 | 7204 | 0 |
| WORKDAY INC | CL A | 98138H101 |  | 7039 | 46241 | SH |  | DFND | 12 | 0 | 46241 | 0 |
| WORLD ACCEP CORPORATION | COM | 981419104 |  | 37 | 386 | SH |  | DFND | 12 | 0 | 386 | 0 |
| WORLD FUEL SVCS CORP | COM | 981475106 |  | 821 | 35019 | SH |  | DFND | 12 | 0 | 35019 | 0 |
| WW INTL INC | COM | 98262P101 |  | 19 | 4825 | SH |  | DFND | 12 | 0 | 4825 | 0 |
| WYNDHAM HOTELS  RESORTS INC | COM | 98311A105 |  | 253 | 4125 | SH |  | DFND | 12 | 0 | 4125 | 0 |
| WYNN RESORTS LTD | COM | 983134107 |  | 829 | 13155 | SH |  | DFND | 12 | 0 | 13155 | 0 |
| XPEL INC | COM | 98379L100 |  | 88 | 1362 | SH |  | DFND | 12 | 0 | 1362 | 0 |
| XCEL ENERGY INC | COM | 98389B100 |  | 2187 | 34178 | SH |  | DFND | 12 | 0 | 34178 | 0 |
| XPERI HOLDING CORP | COM | 98390M103 |  | 124 | 8766 | SH |  | DFND | 12 | 0 | 8766 | 0 |
| XENIA HOTELS  RESORTS INC | COM | 984017103 |  | 136 | 9887 | SH |  | DFND | 12 | 0 | 9887 | 0 |
| XENCOR INC | COM | 98401F105 |  | 132 | 5070 | SH |  | DFND | 12 | 0 | 5070 | 0 |
| XYLEM INC | COM | 98419M100 |  | 48774 | 558311 | SH |  | DFND | 12 | 0 | 558311 | 0 |
| XEROX HOLDINGS CORP | COM NEW | 98421M106 |  | 137 | 10494 | SH |  | DFND | 12 | 0 | 10494 | 0 |
| XPENG INC | ADS | 98422D105 |  | 193 | 16154 | SH |  | DFND | 12 | 0 | 16154 | 0 |
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 |  | 397 | 63871 | SH |  | DFND | 12 | 0 | 63871 | 0 |
| YELP INC | CL A | 985817105 |  | 179 | 5283 | SH |  | DFND | 12 | 0 | 5283 | 0 |
| YORK WTR CO | COM | 987184108 |  | 4953 | 128871 | SH |  | DFND | 12 | 0 | 128871 | 0 |
| YUM BRANDS INC | COM | 988498101 |  | 51087 | 480416 | SH |  | DFND | 12 | 0 | 480416 | 0 |
| YUM CHINA HLDGS INC | COM | 98850P109 |  | 10348 | 218632 | SH |  | DFND | 12 | 0 | 218632 | 0 |
| ZAI LAB LTD | ADR | 98887Q104 |  | 449 | 13121 | SH |  | DFND | 12 | 0 | 13121 | 0 |
| ZIMVIE INC | COM | 98888T107 |  | 18 | 1825 | SH |  | DFND | 12 | 0 | 1825 | 0 |
| ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 |  | 38158 | 145635 | SH |  | DFND | 12 | 0 | 145635 | 0 |
| ZENDESK INC | COM | 98936J101 |  | 1878 | 24678 | SH |  | DFND | 12 | 0 | 24678 | 0 |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 |  | 394 | 400000 | PRN |  | DFND | 12 | 0 | 400000 | 0 |
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 |  | 400 | 13992 | SH |  | DFND | 12 | 0 | 13992 | 0 |
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 |  | 200 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 |  | 187 | 200000 | PRN |  | DFND | 12 | 0 | 200000 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 |  | 1331 | 12727 | SH |  | DFND | 12 | 0 | 12727 | 0 |
| ZIONS BANCORPORATION N A | COM | 989701107 |  | 913 | 17943 | SH |  | DFND | 12 | 0 | 17943 | 0 |
| ZOETIS INC | CL A | 98978V103 |  | 98162 | 661961 | SH |  | DFND | 12 | 0 | 661961 | 0 |
| ZTO EXPRESS CAYMAN INC | SPONSORED ADS A | 98980A105 |  | 6283 | 261445 | SH |  | DFND | 12 | 0 | 261445 | 0 |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOCK | 98980F104 |  | 878 | 21086 | SH |  | DFND | 12 | 0 | 21086 | 0 |
| ZSCALER INC | COM | 98980G102 |  | 3020 | 18373 | SH |  | DFND | 12 | 0 | 18373 | 0 |
| ZOOM VIDEO COMMUNICATIONS IN | CL A | 98980L101 |  | 1957 | 26600 | SH |  | DFND | 12 | 0 | 26600 | 0 |
| ZUMIEZ INC | COM | 989817101 |  | 27 | 1252 | SH |  | DFND | 12 | 0 | 1252 | 0 |
| ZURN ELKAY WATER SOLNS CORP | COM | 98983L108 |  | 169 | 6897 | SH |  | DFND | 12 | 0 | 6897 | 0 |
| ZYNEX INC | COM | 98986M103 |  | 23 | 2556 | SH |  | DFND | 12 | 0 | 2556 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 |  | 176 | 4583 | SH |  | DFND | 12 | 0 | 4583 | 0 |
| NOMAD FOODS LTD | USD ORD SHS | G6564A105 |  | 12134 | 854529 | SH |  | DFND | 12 | 0 | 854529 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 78 | 2176 | SH |  | DFND | 123 | 0 | 2176 | 0 |
| ARCH CAP GROUP LTD | ORD | G0450A105 |  | 16 | 358 | SH |  | DFND | 123 | 0 | 358 | 0 |
| BUNGE LIMITED | COM | G16962105 |  | 31 | 370 | SH |  | DFND | 123 | 0 | 370 | 0 |
| EVEREST RE GROUP LTD | COM | G3223R108 |  | 14 | 53 | SH |  | DFND | 123 | 0 | 53 | 0 |
| CHUBB LIMITED | COM | H1467J104 |  | 89 | 488 | SH |  | DFND | 123 | 0 | 488 | 0 |
| TE CONNECTIVITY LTD | SHS | H84989104 |  | 35 | 317 | SH |  | DFND | 123 | 0 | 317 | 0 |
| GARMIN LTD | SHS | H2906T109 |  | 14 | 171 | SH |  | DFND | 123 | 0 | 171 | 0 |
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 |  | 10 | 663 | SH |  | DFND | 123 | 0 | 663 | 0 |
| SENSATA TECHNOLOGIES HLDG PL | SHS | G8060N102 |  | 15 | 411 | SH |  | DFND | 123 | 0 | 411 | 0 |
| ROYALTY PHARMA PLC | SHS CLASS A | G7709Q104 |  | 18 | 440 | SH |  | DFND | 123 | 0 | 440 | 0 |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 |  | 150 | 5394 | SH |  | DFND | 123 | 0 | 5394 | 0 |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 |  | 1014 | 3942 | SH |  | DFND | 123 | 0 | 3942 | 0 |

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