# EDGAR Filing Document

**Accession Number:** 0000898427
**File Stem:** 0000898427-23-000004
**Filing Date:** 2023-2
**Character Count:** 253752
**Document Hash:** ef61e6637b8a9c75160d693c9fd9bf31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898427-23-000004.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0000898427-23-000004

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220331

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AXA S.A.
- **CENTRAL INDEX KEY:** 0000898427
- **STANDARD INDUSTRIAL CLASSIFICATION:** LIFE INSURANCE [6311]
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** I0
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR/A
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-03570
- **FILM NUMBER:** 23624840

**BUSINESS ADDRESS:**
- **STREET 1:** 25 AVENUE MATIGNON
- **CITY:** PARIS
- **STATE:** I0
- **ZIP:** 75008
- **BUSINESS PHONE:** 0033800434843

**MAIL ADDRESS:**
- **STREET 1:** 25 AVENUE MATIGNON
- **CITY:** PARIS
- **STATE:** I0
- **ZIP:** 75008

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AXA
- **DATE OF NAME CHANGE:** 20000613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AXA UAP
- **DATE OF NAME CHANGE:** 19970904

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 03-31-2022

**Check here if Amendment** [x] **Amendment Number:** 1

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

[x] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** AXA S.A.<br>**Address:** 25 AVENUE MATIGNON<br>PARIS, I0 75008

**Form 13F File Number:** 028-03570

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:** Anthony Gilsoul<br>**Title:** Attorney-in-Fact AXA Investment Managers<br>**Phone:** 0033144459754

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

Anthony Gilsoul  Paris La Defense, I0  02-14-2023<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:** 2510

**Form 13F Information Table Value Total:** $35185235955

      (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   |
|:---|:---|:---|
|  | AXA Investment Managers Paris           | 028-18431              |
|  | AXA INVESTMENT MANAGERS UK Ltd          | 028-18429              |
|  | AXA Real Estate Investment Managers SGP | 028-20829              |
|  | AXA Investment Managers US Inc.         | 028-22489              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 360 DigiTech Inc | AMERICAN DEP | 88557W101 |  | 29241 | 1900 | SH |  | DFND |  | 1900 | 0 | 0 |
| 360 DigiTech Inc | AMERICAN DEP | 88557W101 |  | 3102624 | 201600 | SH |  | DFND | 8 | 201600 | 0 | 0 |
| 3M Co | COM | 88579Y101 |  | 96028 | 645 | SH |  | DFND |  | 645 | 0 | 0 |
| 3M Co | COM | 88579Y101 |  | 4600392 | 30900 | SH |  | DFND | 11 | 30900 | 0 | 0 |
| 3M Co | COM | 88579Y101 |  | 21460308 | 144145 | SH |  | DFND | 7 | 26753 | 0 | 117392 |
| 3M Co | COM | 88579Y101 |  | 154783985 | 1039656 | SH |  | DFND | 8 | 1028474 | 0 | 11182 |
| 51job Inc | SPONSORED ADS | 316827104 |  | 705762 | 12054 | SH |  | DFND | 7 | 0 | 0 | 12054 |
| A10 Networks Inc | COM | 002121101 |  | 188325 | 13500 | SH |  | DFND | 11 | 10000 | 0 | 3500 |
| A10 Networks Inc | COM | 002121101 |  | 1576350 | 113000 | SH |  | DFND | 8 | 100900 | 0 | 12100 |
| Abbott Laboratories | COM | 002824100 |  | 1949508 | 16471 | SH |  | DFND |  | 16471 | 0 | 0 |
| Abbott Laboratories | COM | 002824100 |  | 3503456 | 29600 | SH |  | DFND | 11 | 29600 | 0 | 0 |
| Abbott Laboratories | COM | 002824100 |  | 49536264 | 418522 | SH |  | DFND | 7 | 369606 | 0 | 48916 |
| Abbott Laboratories | COM | 002824100 |  | 78733072 | 665200 | SH |  | DFND | 8 | 644100 | 0 | 21100 |
| AbbVie Inc | COM | 00287Y109 |  | 287745 | 1775 | SH |  | DFND |  | 1775 | 0 | 0 |
| AbbVie Inc | COM | 00287Y109 |  | 17066941 | 105280 | SH |  | DFND | 7 | 44219 | 0 | 61061 |
| AbbVie Inc | COM | 00287Y109 |  | 101234453 | 624480 | SH |  | DFND | 8 | 620580 | 0 | 3900 |
| Abercrombie  Fitch Co | CL A | 002896207 |  | 1276401 | 39900 | SH |  | DFND | 8 | 30700 | 0 | 9200 |
| ABIOMED Inc | COM | 003654100 |  | 274267 | 828 | SH |  | DFND | 7 | 828 | 0 | 0 |
| ABIOMED Inc | COM | 003654100 |  | 75545244 | 228068 | SH |  | DFND | 8 | 228068 | 0 | 0 |
| ABM Industries Inc | COM | 000957100 |  | 547876 | 11900 | SH |  | DFND | 11 | 9300 | 0 | 2600 |
| ABM Industries Inc | COM | 000957100 |  | 6528472 | 141800 | SH |  | DFND | 8 | 120800 | 0 | 21000 |
| abrdn Gold ETF Trust | PHYSCL GOLD SHS | 00326A104 |  | 569068 | 30628 | SH |  | DFND |  | 0 | 0 | 30628 |
| Accelerate Diagnostics Inc | COM | 00430H102 |  | 1315454 | 913510 | SH |  | DFND | 8 | 913510 | 0 | 0 |
| Accenture PLC | SHS CLASS A | G1151C101 |  | 221560 | 657 | SH |  | DFND |  | 657 | 0 | 0 |
| Accenture PLC | SHS CLASS A | G1151C101 |  | 3304854 | 9800 | SH |  | DFND | 11 | 9800 | 0 | 0 |
| Accenture PLC | SHS CLASS A | G1151C101 |  | 33195572 | 98436 | SH |  | DFND | 7 | 57245 | 0 | 41191 |
| Accenture PLC | SHS CLASS A | G1151C101 |  | 149042171 | 441960 | SH |  | DFND | 8 | 434760 | 0 | 7200 |
| Achilles Therapeutics PLC | SPONSORED ADS | 00449L102 |  | 831508 | 282826 | SH |  | DFND | 8 | 282826 | 0 | 0 |
| ACI Worldwide Inc | COM | 004498101 |  | 1652028 | 52462 | SH |  | DFND | 7 | 49250 | 0 | 3212 |
| Activision Blizzard Inc | COM | 00507V109 |  | 62646 | 782 | SH |  | DFND |  | 782 | 0 | 0 |
| Activision Blizzard Inc | COM | 00507V109 |  | 6634870 | 82822 | SH |  | DFND | 7 | 76214 | 0 | 6608 |
| Activision Blizzard Inc | COM | 00507V109 |  | 75592837 | 943613 | SH |  | DFND | 8 | 931383 | 0 | 12230 |
| Acuity Brands Inc | COM | 00508Y102 |  | 435390 | 2300 | SH |  | DFND | 11 | 2300 | 0 | 0 |
| Acuity Brands Inc | COM | 00508Y102 |  | 2290530 | 12100 | SH |  | DFND | 8 | 5900 | 0 | 6200 |
| Adobe Inc | COM | 00724F101 |  | 263804 | 579 | SH |  | DFND |  | 579 | 0 | 0 |
| Adobe Inc | COM | 00724F101 |  | 2539626 | 5574 | SH |  | DFND | 11 | 5574 | 0 | 0 |
| Adobe Inc | COM | 00724F101 |  | 65817043 | 144456 | SH |  | DFND | 7 | 116497 | 0 | 27959 |
| Adobe Inc | COM | 00724F101 |  | 126506538 | 277658 | SH |  | DFND | 8 | 265096 | 0 | 12562 |
| Advance Auto Parts Inc | COM | 00751Y106 |  | 175295 | 847 | SH |  | DFND | 7 | 847 | 0 | 0 |
| Advance Auto Parts Inc | COM | 00751Y106 |  | 186264 | 900 | SH |  | DFND | 8 | 900 | 0 | 0 |
| Advanced Drainage Systems Inc | COM | 00790R104 |  | 403954 | 3400 | SH |  | DFND | 11 | 2800 | 0 | 600 |
| Advanced Drainage Systems Inc | COM | 00790R104 |  | 463359 | 3900 | SH |  | DFND | 8 | 0 | 0 | 3900 |
| Advanced Energy Industries Inc | COM | 007973100 |  | 28751 | 334 | SH |  | DFND |  | 334 | 0 | 0 |
| Advanced Energy Industries Inc | COM | 007973100 |  | 8092811 | 94015 | SH |  | DFND | 8 | 94015 | 0 | 0 |
| Advanced Micro Devices Inc | COM | 007903107 |  | 204138 | 1867 | SH |  | DFND |  | 1867 | 0 | 0 |
| Advanced Micro Devices Inc | COM | 007903107 |  | 4421928 | 40442 | SH |  | DFND | 7 | 7419 | 0 | 33023 |
| Advanced Micro Devices Inc | COM | 007903107 |  | 212901928 | 1947155 | SH |  | DFND | 8 | 1887763 | 0 | 59392 |
| AerCap Holdings NV | SHS | N00985106 |  | 372072 | 7400 | SH |  | DFND | 7 | 7400 | 0 | 0 |
| AerCap Holdings NV | SHS | N00985106 |  | 291624 | 5800 | SH |  | DFND | 8 | 5800 | 0 | 0 |
| Aflac Inc | COM | 001055102 |  | 45009 | 699 | SH |  | DFND |  | 699 | 0 | 0 |
| Aflac Inc | COM | 001055102 |  | 2060480 | 32000 | SH |  | DFND | 11 | 32000 | 0 | 0 |
| Aflac Inc | COM | 001055102 |  | 342297 | 5316 | SH |  | DFND | 7 | 5316 | 0 | 0 |
| Aflac Inc | COM | 001055102 |  | 9046795 | 140500 | SH |  | DFND | 8 | 135300 | 0 | 5200 |
| AGCO Corp | COM | 001084102 |  | 1328873 | 9100 | SH |  | DFND | 11 | 7200 | 0 | 1900 |
| AGCO Corp | COM | 001084102 |  | 23277182 | 159400 | SH |  | DFND | 8 | 137400 | 0 | 22000 |
| Agilent Technologies Inc | COM | 00846U101 |  | 43801 | 331 | SH |  | DFND |  | 331 | 0 | 0 |
| Agilent Technologies Inc | COM | 00846U101 |  | 1720290 | 13000 | SH |  | DFND | 11 | 13000 | 0 | 0 |
| Agilent Technologies Inc | COM | 00846U101 |  | 2084594 | 15753 | SH |  | DFND | 7 | 15147 | 0 | 606 |
| Agilent Technologies Inc | COM | 00846U101 |  | 31812264 | 240401 | SH |  | DFND | 8 | 238000 | 0 | 2401 |
| Agios Pharmaceuticals Inc | COM | 00847X104 |  | 5846365 | 200837 | SH |  | DFND | 8 | 200837 | 0 | 0 |
| Agnico Eagle Mines Ltd | COM | 008474108 |  | 18117364 | 295842 | SH |  | DFND | 7 | 295842 | 0 | 0 |
| Airbnb Inc | COM CL A | 009066101 |  | 45860 | 267 | SH |  | DFND |  | 267 | 0 | 0 |
| Airbnb Inc | COM CL A | 009066101 |  | 25392140 | 147835 | SH |  | DFND | 7 | 147835 | 0 | 0 |
| Airbnb Inc | NOTE         3/1 | 009066AB7 |  | 22182576 | 22800000 | PRN |  | DFND | 7 | 19029000 | 0 | 3771000 |
| Akamai Technologies Inc | COM | 00971T101 |  | 8542355 | 71550 | SH |  | DFND | 7 | 67178 | 0 | 4372 |
| Akamai Technologies Inc | COM | 00971T101 |  | 2662397 | 22300 | SH |  | DFND | 8 | 22300 | 0 | 0 |
| Akamai Technologies Inc | NOTE  0.375% 9/0 | 00971TAL5 |  | 19847252 | 17200000 | PRN |  | DFND | 7 | 14800000 | 0 | 2400000 |
| Alarm.com Holdings Inc | COM | 011642105 |  | 3773067 | 56772 | SH |  | DFND | 8 | 56772 | 0 | 0 |
| Alaunos Therapeutics Inc | COM | 98973P101 |  | 572481 | 877500 | SH |  | DFND | 8 | 877500 | 0 | 0 |
| Albemarle Corp | COM | 012653101 |  | 51528 | 233 | SH |  | DFND |  | 233 | 0 | 0 |
| Albemarle Corp | COM | 012653101 |  | 532529 | 2408 | SH |  | DFND | 7 | 1305 | 0 | 1103 |
| Albemarle Corp | COM | 012653101 |  | 13227203 | 59811 | SH |  | DFND | 8 | 59811 | 0 | 0 |
| Alcoa Corp | COM | 013872106 |  | 495165 | 5500 | SH |  | DFND | 11 | 5500 | 0 | 0 |
| Alcoa Corp | COM | 013872106 |  | 2228062 | 24748 | SH |  | DFND | 7 | 0 | 0 | 24748 |
| Alcoa Corp | COM | 013872106 |  | 297099 | 3300 | SH |  | DFND | 8 | 0 | 0 | 3300 |
| Alcon Inc | ORD SHS | H01301128 |  | 32473736 | 409350 | SH |  | DFND | 7 | 96248 | 0 | 313102 |
| Alcon Inc | ORD SHS | H01301128 |  | 8059135 | 101590 | SH |  | DFND | 8 | 99946 | 0 | 1644 |
| Alexandria Real Estate Equities Inc | COM | 015271109 |  | 38799189 | 192791 | SH |  | DFND | 10 | 192791 | 0 | 0 |
| Alexandria Real Estate Equities Inc | COM | 015271109 |  | 201451 | 1001 | SH |  | DFND | 7 | 1001 | 0 | 0 |
| Algonquin Power  Utilities Corp | COM | 015857105 |  | 4427872 | 285301 | SH |  | DFND | 7 | 285301 | 0 | 0 |
| Alibaba Group Holding Ltd | SPONSORED ADS | 01609W102 |  | 11529427 | 105969 | SH |  | DFND |  | 81908 | 0 | 24061 |
| Alibaba Group Holding Ltd | SPONSORED ADS | 01609W102 |  | 22258304 | 204580 | SH |  | DFND | 7 | 187880 | 0 | 16700 |
| Alibaba Group Holding Ltd | SPONSORED ADS | 01609W102 |  | 104953158 | 964643 | SH |  | DFND | 8 | 964643 | 0 | 0 |
| Align Technology Inc | COM | 016255101 |  | 36188 | 83 | SH |  | DFND |  | 83 | 0 | 0 |
| Align Technology Inc | COM | 016255101 |  | 13787628 | 31623 | SH |  | DFND | 7 | 31623 | 0 | 0 |
| Align Technology Inc | COM | 016255101 |  | 129471944 | 296954 | SH |  | DFND | 8 | 295549 | 0 | 1405 |
| Alkermes PLC | SHS | G01767105 |  | 6841916 | 260050 | SH |  | DFND | 8 | 260050 | 0 | 0 |
| Allegion plc | ORD SHS | G0176J109 |  | 1635722 | 14900 | SH |  | DFND | 11 | 14900 | 0 | 0 |
| Allegion plc | ORD SHS | G0176J109 |  | 9990 | 91 | SH |  | DFND | 7 | 91 | 0 | 0 |
| Allegion plc | ORD SHS | G0176J109 |  | 28990154 | 264075 | SH |  | DFND | 8 | 261300 | 0 | 2775 |
| Alliance Data Systems Corp | COM | 018581108 |  | 387435 | 6900 | SH |  | DFND | 8 | 0 | 0 | 6900 |
| Allscripts Healthcare Solutions Inc | COM | 01988P108 |  | 443644 | 19700 | SH |  | DFND | 11 | 16100 | 0 | 3600 |
| Allscripts Healthcare Solutions Inc | COM | 01988P108 |  | 6852836 | 304300 | SH |  | DFND | 8 | 276400 | 0 | 27900 |
| Allstate Corp/The | COM | 020002101 |  | 254443 | 1837 | SH |  | DFND | 7 | 1837 | 0 | 0 |
| Ally Financial Inc | COM | 02005N100 |  | 188529 | 4336 | SH |  | DFND | 7 | 4336 | 0 | 0 |
| Ally Financial Inc | COM | 02005N100 |  | 36244928 | 833600 | SH |  | DFND | 8 | 780600 | 0 | 53000 |
| Alnylam Pharmaceuticals Inc | COM | 02043Q107 |  | 19758 | 121 | SH |  | DFND | 7 | 121 | 0 | 0 |
| Alnylam Pharmaceuticals Inc | COM | 02043Q107 |  | 33927580 | 207775 | SH |  | DFND | 8 | 207775 | 0 | 0 |
| Alphabet Inc | CAP STK CL A | 02079K305 |  | 789903 | 284 | SH |  | DFND |  | 284 | 0 | 0 |
| Alphabet Inc | CAP STK CL A | 02079K305 |  | 12296348 | 4421 | SH |  | DFND | 11 | 4421 | 0 | 0 |
| Alphabet Inc | CAP STK CL A | 02079K305 |  | 137885426 | 49575 | SH |  | DFND | 7 | 40304 | 0 | 9271 |
| Alphabet Inc | CAP STK CL A | 02079K305 |  | 518226695 | 186322 | SH |  | DFND | 8 | 178072 | 0 | 8250 |
| Alphabet Inc | CAP STK CL C | 02079K107 |  | 765279 | 274 | SH |  | DFND |  | 274 | 0 | 0 |
| Alphabet Inc | CAP STK CL C | 02079K107 |  | 42587512 | 15248 | SH |  | DFND | 7 | 4704 | 0 | 10544 |
| Alphabet Inc | CAP STK CL C | 02079K107 |  | 563854407 | 201882 | SH |  | DFND | 8 | 201882 | 0 | 0 |
| Alpha Metallurgical Resources Inc | COM | 020764106 |  | 1755068 | 13300 | SH |  | DFND | 11 | 10600 | 0 | 2700 |
| Alpha Metallurgical Resources Inc | COM | 020764106 |  | 1768264 | 13400 | SH |  | DFND | 8 | 0 | 0 | 13400 |
| Altair Engineering Inc | COM CL A | 021369103 |  | 45975933 | 713912 | SH |  | DFND | 8 | 704595 | 0 | 9317 |
| Altice USA Inc | CL A | 02156K103 |  | 373963 | 29965 | SH |  | DFND | 7 | 18514 | 0 | 11451 |
| Alto Ingredients Inc | COM | 021513106 |  | 1089154 | 159700 | SH |  | DFND | 8 | 159700 | 0 | 0 |
| Altra Industrial Motion Corp | COM | 02208R106 |  | 354263 | 9100 | SH |  | DFND | 11 | 7500 | 0 | 1600 |
| Altra Industrial Motion Corp | COM | 02208R106 |  | 330905 | 8500 | SH |  | DFND | 8 | 0 | 0 | 8500 |
| ALX Oncology Holdings Inc | COM | 00166B105 |  | 2098963 | 124199 | SH |  | DFND | 8 | 124199 | 0 | 0 |
| Amazon.com Inc | COM | 023135106 |  | 4029298 | 1236 | SH |  | DFND |  | 1236 | 0 | 0 |
| Amazon.com Inc | COM | 023135106 |  | 9838529 | 3018 | SH |  | DFND | 11 | 3018 | 0 | 0 |
| Amazon.com Inc | COM | 023135106 |  | 190149624 | 58329 | SH |  | DFND | 7 | 48589 | 0 | 9740 |
| Amazon.com Inc | COM | 023135106 |  | 799972170 | 245394 | SH |  | DFND | 8 | 243694 | 0 | 1700 |
| Ambarella Inc | SHS | G037AX101 |  | 63828921 | 608358 | SH |  | DFND | 8 | 608358 | 0 | 0 |
| Ambev SA | SPONSORED ADR | 02319V103 |  | 4625770 | 1432127 | SH |  | DFND |  | 1432127 | 0 | 0 |
| Ambev SA | SPONSORED ADR | 02319V103 |  | 104717 | 32420 | SH |  | DFND | 7 | 0 | 0 | 32420 |
| Amcor PLC | ORD | G0250X107 |  | 162857 | 14374 | SH |  | DFND | 7 | 14374 | 0 | 0 |
| Amdocs Ltd | SHS | G02602103 |  | 1594874 | 19400 | SH |  | DFND | 11 | 16600 | 0 | 2800 |
| Amdocs Ltd | SHS | G02602103 |  | 238409 | 2900 | SH |  | DFND | 7 | 2900 | 0 | 0 |
| Amdocs Ltd | SHS | G02602103 |  | 24005320 | 292000 | SH |  | DFND | 8 | 277100 | 0 | 14900 |
| Amedisys Inc | COM | 023436108 |  | 11664722 | 67704 | SH |  | DFND | 8 | 67704 | 0 | 0 |
| AMERCO | COM | 023586100 |  | 238776 | 400 | SH |  | DFND | 8 | 0 | 0 | 400 |
| Ameresco Inc | CL A | 02361E108 |  | 154628 | 1945 | SH |  | DFND |  | 1945 | 0 | 0 |
| Ameresco Inc | CL A | 02361E108 |  | 11196939 | 140842 | SH |  | DFND | 7 | 47998 | 0 | 92844 |
| Ameresco Inc | CL A | 02361E108 |  | 43009023 | 540994 | SH |  | DFND | 8 | 540994 | 0 | 0 |
| American Campus Communities Inc | COM | 024835100 |  | 37839694 | 676071 | SH |  | DFND | 10 | 676071 | 0 | 0 |
| American Campus Communities Inc | COM | 024835100 |  | 481342 | 8600 | SH |  | DFND | 11 | 6700 | 0 | 1900 |
| American Campus Communities Inc | COM | 024835100 |  | 56418 | 1008 | SH |  | DFND | 7 | 1008 | 0 | 0 |
| American Campus Communities Inc | COM | 024835100 |  | 4175362 | 74600 | SH |  | DFND | 8 | 66100 | 0 | 8500 |
| American Express Co | COM | 025816109 |  | 137819 | 737 | SH |  | DFND |  | 737 | 0 | 0 |
| American Express Co | COM | 025816109 |  | 2318800 | 12400 | SH |  | DFND | 11 | 12400 | 0 | 0 |
| American Express Co | COM | 025816109 |  | 19131783 | 102309 | SH |  | DFND | 7 | 47267 | 0 | 55042 |
| American Express Co | COM | 025816109 |  | 182652998 | 976754 | SH |  | DFND | 8 | 968054 | 0 | 8700 |
| American Financial Group Inc/OH | COM | 025932104 |  | 10630 | 73 | SH |  | DFND | 7 | 73 | 0 | 0 |
| American Financial Group Inc/OH | COM | 025932104 |  | 1310580 | 9000 | SH |  | DFND | 8 | 9000 | 0 | 0 |
| American Homes 4 Rent | CL A | 02665T306 |  | 42933016 | 1072521 | SH |  | DFND | 10 | 1072521 | 0 | 0 |
| American Homes 4 Rent | CL A | 02665T306 |  | 159079 | 3974 | SH |  | DFND | 7 | 3974 | 0 | 0 |
| American International Group Inc | COM NEW | 026874784 |  | 58564 | 933 | SH |  | DFND |  | 933 | 0 | 0 |
| American International Group Inc | COM NEW | 026874784 |  | 1041982 | 16600 | SH |  | DFND | 11 | 16600 | 0 | 0 |
| American International Group Inc | COM NEW | 026874784 |  | 190946 | 3042 | SH |  | DFND | 7 | 3042 | 0 | 0 |
| American International Group Inc | COM NEW | 026874784 |  | 4952553 | 78900 | SH |  | DFND | 8 | 71900 | 0 | 7000 |
| American Tower Corp | COM | 03027X100 |  | 1856265 | 7389 | SH |  | DFND |  | 7389 | 0 | 0 |
| American Tower Corp | COM | 03027X100 |  | 683067 | 2719 | SH |  | DFND | 10 | 2719 | 0 | 0 |
| American Tower Corp | COM | 03027X100 |  | 2336346 | 9300 | SH |  | DFND | 11 | 9300 | 0 | 0 |
| American Tower Corp | COM | 03027X100 |  | 4119757 | 16399 | SH |  | DFND | 7 | 460 | 0 | 15939 |
| American Tower Corp | COM | 03027X100 |  | 109053848 | 434097 | SH |  | DFND | 8 | 433097 | 0 | 1000 |
| American Water Works Co Inc | COM | 030420103 |  | 3807190 | 23000 | SH |  | DFND | 10 | 23000 | 0 | 0 |
| American Water Works Co Inc | COM | 030420103 |  | 1671853 | 10100 | SH |  | DFND | 11 | 10100 | 0 | 0 |
| American Water Works Co Inc | COM | 030420103 |  | 30292 | 183 | SH |  | DFND | 7 | 183 | 0 | 0 |
| American Water Works Co Inc | COM | 030420103 |  | 23985297 | 144900 | SH |  | DFND | 8 | 143200 | 0 | 1700 |
| Americold Realty Trust | COM | 03064D108 |  | 11310219 | 405675 | SH |  | DFND | 10 | 405675 | 0 | 0 |
| Americold Realty Trust | COM | 03064D108 |  | 317832 | 11400 | SH |  | DFND | 11 | 9200 | 0 | 2200 |
| Americold Realty Trust | COM | 03064D108 |  | 74328 | 2666 | SH |  | DFND | 7 | 2666 | 0 | 0 |
| Americold Realty Trust | COM | 03064D108 |  | 415412 | 14900 | SH |  | DFND | 8 | 2800 | 0 | 12100 |
| Ameriprise Financial Inc | COM | 03076C106 |  | 120144 | 400 | SH |  | DFND | 11 | 400 | 0 | 0 |
| Ameriprise Financial Inc | COM | 03076C106 |  | 54666 | 182 | SH |  | DFND | 7 | 182 | 0 | 0 |
| Ameriprise Financial Inc | COM | 03076C106 |  | 8500188 | 28300 | SH |  | DFND | 8 | 26300 | 0 | 2000 |
| AmerisourceBergen Corp | COM | 03073E105 |  | 24444 | 158 | SH |  | DFND | 7 | 158 | 0 | 0 |
| AmerisourceBergen Corp | COM | 03073E105 |  | 55927665 | 361500 | SH |  | DFND | 8 | 357400 | 0 | 4100 |
| AMETEK Inc | COM | 031100100 |  | 165010 | 1239 | SH |  | DFND | 7 | 1239 | 0 | 0 |
| AMETEK Inc | COM | 031100100 |  | 8803198 | 66100 | SH |  | DFND | 8 | 66100 | 0 | 0 |
| Amgen Inc | COM | 031162100 |  | 140981 | 583 | SH |  | DFND |  | 583 | 0 | 0 |
| Amgen Inc | COM | 031162100 |  | 913354 | 3777 | SH |  | DFND | 11 | 3777 | 0 | 0 |
| Amgen Inc | COM | 031162100 |  | 19747021 | 81660 | SH |  | DFND | 7 | 45291 | 0 | 36369 |
| Amgen Inc | COM | 031162100 |  | 63736739 | 263571 | SH |  | DFND | 8 | 248199 | 0 | 15372 |
| Amkor Technology Inc | COM | 031652100 |  | 175932 | 8100 | SH |  | DFND | 11 | 8100 | 0 | 0 |
| Amkor Technology Inc | COM | 031652100 |  | 188964 | 8700 | SH |  | DFND | 8 | 3000 | 0 | 5700 |
| AMN Healthcare Services Inc | COM | 001744101 |  | 490351 | 4700 | SH |  | DFND | 11 | 3400 | 0 | 1300 |
| AMN Healthcare Services Inc | COM | 001744101 |  | 4464698 | 42794 | SH |  | DFND | 8 | 30794 | 0 | 12000 |
| Amphenol Corp | CL A | 032095101 |  | 49430 | 656 | SH |  | DFND |  | 656 | 0 | 0 |
| Amphenol Corp | CL A | 032095101 |  | 2313245 | 30700 | SH |  | DFND | 11 | 30700 | 0 | 0 |
| Amphenol Corp | CL A | 032095101 |  | 27068357 | 359235 | SH |  | DFND | 7 | 359235 | 0 | 0 |
| Amphenol Corp | CL A | 032095101 |  | 38044215 | 504900 | SH |  | DFND | 8 | 497200 | 0 | 7700 |
| Analog Devices Inc | COM | 032654105 |  | 106211 | 643 | SH |  | DFND |  | 643 | 0 | 0 |
| Analog Devices Inc | COM | 032654105 |  | 3704162 | 22425 | SH |  | DFND | 7 | 779 | 0 | 21646 |
| Analog Devices Inc | COM | 032654105 |  | 4129500 | 25000 | SH |  | DFND | 8 | 22000 | 0 | 3000 |
| Annaly Capital Management Inc | COM | 035710409 |  | 221471 | 31459 | SH |  | DFND | 7 | 31459 | 0 | 0 |
| ANSYS Inc | COM | 03662Q105 |  | 104825 | 330 | SH |  | DFND | 11 | 330 | 0 | 0 |
| ANSYS Inc | COM | 03662Q105 |  | 216955 | 683 | SH |  | DFND | 7 | 683 | 0 | 0 |
| ANSYS Inc | COM | 03662Q105 |  | 69390325 | 218449 | SH |  | DFND | 8 | 218449 | 0 | 0 |
| Antero Resources Corp | COM | 03674X106 |  | 286982 | 9400 | SH |  | DFND | 11 | 7500 | 0 | 1900 |
| Antero Resources Corp | COM | 03674X106 |  | 1676097 | 54900 | SH |  | DFND | 8 | 47600 | 0 | 7300 |
| Anthem Inc | COM | 036752103 |  | 120349 | 245 | SH |  | DFND |  | 245 | 0 | 0 |
| Anthem Inc | COM | 036752103 |  | 1473660 | 3000 | SH |  | DFND | 11 | 3000 | 0 | 0 |
| Anthem Inc | COM | 036752103 |  | 6066567 | 12350 | SH |  | DFND | 7 | 589 | 0 | 11761 |
| Anthem Inc | COM | 036752103 |  | 104004046 | 211726 | SH |  | DFND | 8 | 208726 | 0 | 3000 |
| Aon PLC | SHS CL A | G0403H108 |  | 85641 | 263 | SH |  | DFND |  | 263 | 0 | 0 |
| Aon PLC | SHS CL A | G0403H108 |  | 2214284 | 6800 | SH |  | DFND | 11 | 6800 | 0 | 0 |
| Aon PLC | SHS CL A | G0403H108 |  | 20189060 | 62000 | SH |  | DFND | 8 | 58200 | 0 | 3800 |
| A O Smith Corp | COM | 831865209 |  | 8561 | 134 | SH |  | DFND | 7 | 134 | 0 | 0 |
| A O Smith Corp | COM | 831865209 |  | 8050140 | 126000 | SH |  | DFND | 8 | 126000 | 0 | 0 |
| APA Corp | COM | 03743Q108 |  | 684135 | 16553 | SH |  | DFND | 11 | 12708 | 0 | 3845 |
| APA Corp | COM | 03743Q108 |  | 10338741 | 250151 | SH |  | DFND | 8 | 229847 | 0 | 20304 |
| Apartment Investment and Management Co | CL A | 03748R747 |  | 240096 | 32800 | SH |  | DFND | 11 | 24100 | 0 | 8700 |
| Apartment Investment and Management Co | CL A | 03748R747 |  | 1615524 | 220700 | SH |  | DFND | 8 | 193200 | 0 | 27500 |
| Apollo Medical Holdings Inc | COM NEW | 03763A207 |  | 300514 | 6200 | SH |  | DFND | 11 | 4500 | 0 | 1700 |
| Apollo Medical Holdings Inc | COM NEW | 03763A207 |  | 1541346 | 31800 | SH |  | DFND | 8 | 26200 | 0 | 5600 |
| Apple Hospitality REIT Inc | COM NEW | 03784Y200 |  | 420498 | 23400 | SH |  | DFND | 11 | 18500 | 0 | 4900 |
| Apple Hospitality REIT Inc | COM NEW | 03784Y200 |  | 22067 | 1228 | SH |  | DFND | 7 | 1228 | 0 | 0 |
| Apple Hospitality REIT Inc | COM NEW | 03784Y200 |  | 2442123 | 135900 | SH |  | DFND | 8 | 115000 | 0 | 20900 |
| Apple Inc | COM | 037833100 |  | 2606403 | 14927 | SH |  | DFND |  | 14927 | 0 | 0 |
| Apple Inc | COM | 037833100 |  | 22665076 | 129804 | SH |  | DFND | 11 | 129804 | 0 | 0 |
| Apple Inc | COM | 037833100 |  | 173820937 | 995481 | SH |  | DFND | 7 | 545129 | 0 | 450352 |
| Apple Inc | COM | 037833100 |  | 1400304801 | 8019614 | SH |  | DFND | 8 | 7953214 | 0 | 66400 |
| Applied Materials Inc | COM | 038222105 |  | 128110 | 972 | SH |  | DFND |  | 972 | 0 | 0 |
| Applied Materials Inc | COM | 038222105 |  | 1630630 | 12372 | SH |  | DFND | 11 | 12372 | 0 | 0 |
| Applied Materials Inc | COM | 038222105 |  | 1255790 | 9528 | SH |  | DFND | 7 | 3494 | 0 | 6034 |
| Applied Materials Inc | COM | 038222105 |  | 66255596 | 502698 | SH |  | DFND | 8 | 487086 | 0 | 15612 |
| Aptiv PLC | SHS | G6095L109 |  | 2872561 | 23996 | SH |  | DFND |  | 23996 | 0 | 0 |
| Aptiv PLC | SHS | G6095L109 |  | 1822585 | 15225 | SH |  | DFND | 7 | 15225 | 0 | 0 |
| Aptiv PLC | SHS | G6095L109 |  | 125860460 | 1051378 | SH |  | DFND | 8 | 1045356 | 0 | 6022 |
| Aramark | COM | 03852U106 |  | 10904 | 290 | SH |  | DFND | 7 | 290 | 0 | 0 |
| Aramark | COM | 03852U106 |  | 278240 | 7400 | SH |  | DFND | 8 | 5300 | 0 | 2100 |
| ArcBest Corp | COM | 03937C105 |  | 362250 | 4500 | SH |  | DFND | 11 | 3400 | 0 | 1100 |
| ArcBest Corp | COM | 03937C105 |  | 3292450 | 40900 | SH |  | DFND | 8 | 37000 | 0 | 3900 |
| Arch Capital Group Ltd | ORD | G0450A105 |  | 1467126 | 30300 | SH |  | DFND | 11 | 25000 | 0 | 5300 |
| Arch Capital Group Ltd | ORD | G0450A105 |  | 69628 | 1438 | SH |  | DFND | 7 | 1438 | 0 | 0 |
| Arch Capital Group Ltd | ORD | G0450A105 |  | 1515546 | 31300 | SH |  | DFND | 8 | 0 | 0 | 31300 |
| Archer-Daniels-Midland Co | COM | 039483102 |  | 55149 | 611 | SH |  | DFND |  | 611 | 0 | 0 |
| Archer-Daniels-Midland Co | COM | 039483102 |  | 5045534 | 55900 | SH |  | DFND | 11 | 55900 | 0 | 0 |
| Archer-Daniels-Midland Co | COM | 039483102 |  | 349938 | 3877 | SH |  | DFND | 7 | 3877 | 0 | 0 |
| Archer-Daniels-Midland Co | COM | 039483102 |  | 72921054 | 807900 | SH |  | DFND | 8 | 795900 | 0 | 12000 |
| Arcus Biosciences Inc | COM | 03969F109 |  | 4245293 | 134515 | SH |  | DFND | 8 | 134515 | 0 | 0 |
| Arcutis Biotherapeutics Inc | COM | 03969K108 |  | 6836202 | 354943 | SH |  | DFND | 8 | 354943 | 0 | 0 |
| Argenx SE | SPONSORED ADR | 04016X101 |  | 28057230 | 88983 | SH |  | DFND | 8 | 88983 | 0 | 0 |
| Arista Networks Inc | COM | 040413106 |  | 656958 | 4727 | SH |  | DFND | 7 | 4727 | 0 | 0 |
| Array Technologies Inc | COM SHS | 04271T100 |  | 159313 | 14136 | SH |  | DFND | 7 | 14136 | 0 | 0 |
| Arrow Electronics Inc | COM | 042735100 |  | 8304 | 70 | SH |  | DFND | 7 | 70 | 0 | 0 |
| Arrow Electronics Inc | COM | 042735100 |  | 427068 | 3600 | SH |  | DFND | 8 | 0 | 0 | 3600 |
| ASE Technology Holding Co Ltd | SPONSORED ADS | 00215W100 |  | 651656 | 91912 | SH |  | DFND | 7 | 0 | 0 | 91912 |
| ASGN Inc | COM | 00191U102 |  | 851983 | 7300 | SH |  | DFND | 11 | 5600 | 0 | 1700 |
| ASGN Inc | COM | 00191U102 |  | 6734167 | 57700 | SH |  | DFND | 8 | 50700 | 0 | 7000 |
| ASML Holding NV | N Y REGISTRY SHS | N07059210 |  | 303240 | 454 | SH |  | DFND |  | 454 | 0 | 0 |
| Aspen Technology Inc | COM | 045327103 |  | 54171078 | 327575 | SH |  | DFND | 8 | 327575 | 0 | 0 |
| AssetMark Financial Holdings Inc | COM | 04546L106 |  | 1473150 | 66209 | SH |  | DFND | 8 | 66209 | 0 | 0 |
| Assured Guaranty Ltd | COM | G0585R106 |  | 248274 | 3900 | SH |  | DFND | 11 | 3300 | 0 | 600 |
| Assured Guaranty Ltd | COM | G0585R106 |  | 229176 | 3600 | SH |  | DFND | 8 | 0 | 0 | 3600 |
| Atkore Inc | COM | 047649108 |  | 610328 | 6200 | SH |  | DFND | 11 | 4700 | 0 | 1500 |
| Atkore Inc | COM | 047649108 |  | 6999084 | 71100 | SH |  | DFND | 8 | 57600 | 0 | 13500 |
| Atmos Energy Corp | COM | 049560105 |  | 1911840 | 16000 | SH |  | DFND | 11 | 16000 | 0 | 0 |
| Atmos Energy Corp | COM | 049560105 |  | 339830 | 2844 | SH |  | DFND | 7 | 2844 | 0 | 0 |
| Atmos Energy Corp | COM | 049560105 |  | 25499166 | 213400 | SH |  | DFND | 8 | 211100 | 0 | 2300 |
| AT Inc | COM | 00206R102 |  | 134978 | 7568 | SH |  | DFND |  | 7568 | 0 | 0 |
| AT Inc | COM | 00206R102 |  | 2618237 | 146800 | SH |  | DFND | 11 | 146800 | 0 | 0 |
| AT Inc | COM | 00206R102 |  | 5511638 | 309028 | SH |  | DFND | 7 | 67107 | 0 | 241921 |
| AT Inc | COM | 00206R102 |  | 47499237 | 2663200 | SH |  | DFND | 8 | 2454400 | 0 | 208800 |
| Autodesk Inc | COM | 052769106 |  | 49515 | 231 | SH |  | DFND |  | 231 | 0 | 0 |
| Autodesk Inc | COM | 052769106 |  | 3224467 | 15043 | SH |  | DFND | 7 | 13310 | 0 | 1733 |
| Autodesk Inc | COM | 052769106 |  | 113031256 | 527321 | SH |  | DFND | 8 | 523972 | 0 | 3349 |
| Autohome Inc | SP ADS RP CL A | 05278C107 |  | 72984 | 2400 | SH |  | DFND |  | 2400 | 0 | 0 |
| Autohome Inc | SP ADS RP CL A | 05278C107 |  | 4050612 | 133200 | SH |  | DFND | 8 | 133200 | 0 | 0 |
| Automatic Data Processing Inc | COM | 053015103 |  | 2613069 | 11484 | SH |  | DFND |  | 11484 | 0 | 0 |
| Automatic Data Processing Inc | COM | 053015103 |  | 3460656 | 15209 | SH |  | DFND | 11 | 15209 | 0 | 0 |
| Automatic Data Processing Inc | COM | 053015103 |  | 25146583 | 110515 | SH |  | DFND | 7 | 90549 | 0 | 19966 |
| Automatic Data Processing Inc | COM | 053015103 |  | 74677035 | 328193 | SH |  | DFND | 8 | 319152 | 0 | 9041 |
| AutoNation Inc | COM | 05329W102 |  | 637312 | 6400 | SH |  | DFND | 11 | 5200 | 0 | 1200 |
| AutoNation Inc | COM | 05329W102 |  | 7936526 | 79700 | SH |  | DFND | 8 | 64400 | 0 | 15300 |
| AutoZone Inc | COM | 053332102 |  | 47025 | 23 | SH |  | DFND |  | 23 | 0 | 0 |
| AutoZone Inc | COM | 053332102 |  | 1226748 | 600 | SH |  | DFND | 11 | 600 | 0 | 0 |
| AutoZone Inc | COM | 053332102 |  | 466164 | 228 | SH |  | DFND | 7 | 228 | 0 | 0 |
| AutoZone Inc | COM | 053332102 |  | 13680285 | 6691 | SH |  | DFND | 8 | 6599 | 0 | 92 |
| AvalonBay Communities Inc | COM | 053484101 |  | 60131370 | 242104 | SH |  | DFND | 10 | 242104 | 0 | 0 |
| AvalonBay Communities Inc | COM | 053484101 |  | 546414 | 2200 | SH |  | DFND | 11 | 2200 | 0 | 0 |
| AvalonBay Communities Inc | COM | 053484101 |  | 684011 | 2754 | SH |  | DFND | 7 | 2754 | 0 | 0 |
| AvalonBay Communities Inc | COM | 053484101 |  | 9611919 | 38700 | SH |  | DFND | 8 | 38700 | 0 | 0 |
| Avanos Medical Inc | COM | 05350V106 |  | 308200 | 9200 | SH |  | DFND | 11 | 6900 | 0 | 2300 |
| Avanos Medical Inc | COM | 05350V106 |  | 3517500 | 105000 | SH |  | DFND | 8 | 97700 | 0 | 7300 |
| Avantor Inc | COM | 05352A100 |  | 713602 | 21100 | SH |  | DFND | 11 | 16800 | 0 | 4300 |
| Avantor Inc | COM | 05352A100 |  | 683164 | 20200 | SH |  | DFND | 8 | 0 | 0 | 20200 |
| Avery Dennison Corp | COM | 053611109 |  | 295749 | 1700 | SH |  | DFND | 11 | 1700 | 0 | 0 |
| Avery Dennison Corp | COM | 053611109 |  | 14613 | 84 | SH |  | DFND | 7 | 84 | 0 | 0 |
| Avery Dennison Corp | COM | 053611109 |  | 2502732 | 14386 | SH |  | DFND | 8 | 13886 | 0 | 500 |
| Avis Budget Group Inc | COM | 053774105 |  | 368620 | 1400 | SH |  | DFND | 11 | 1100 | 0 | 300 |
| Avis Budget Group Inc | COM | 053774105 |  | 342290 | 1300 | SH |  | DFND | 8 | 0 | 0 | 1300 |
| Avista Corp | COM | 05379B107 |  | 216720 | 4800 | SH |  | DFND | 11 | 3900 | 0 | 900 |
| Avista Corp | COM | 05379B107 |  | 311535 | 6900 | SH |  | DFND | 8 | 0 | 0 | 6900 |
| Avnet Inc | COM | 053807103 |  | 588555 | 14500 | SH |  | DFND | 11 | 11000 | 0 | 3500 |
| Avnet Inc | COM | 053807103 |  | 7476678 | 184200 | SH |  | DFND | 8 | 155400 | 0 | 28800 |
| Axcelis Technologies Inc | COM NEW | 054540208 |  | 438074 | 5800 | SH |  | DFND | 11 | 4400 | 0 | 1400 |
| Axcelis Technologies Inc | COM NEW | 054540208 |  | 566475 | 7500 | SH |  | DFND | 8 | 2100 | 0 | 5400 |
| Axis Capital Holdings Ltd | SHS | G0692U109 |  | 731687 | 12100 | SH |  | DFND | 8 | 0 | 0 | 12100 |
| Axon Enterprise Inc | COM | 05464C101 |  | 16582692 | 120400 | SH |  | DFND | 7 | 120400 | 0 | 0 |
| Axonics Inc | COM | 05465P101 |  | 114721511 | 1832612 | SH |  | DFND | 8 | 1820848 | 0 | 11764 |
| Badger Meter Inc | COM | 056525108 |  | 9948665 | 99776 | SH |  | DFND | 7 | 99776 | 0 | 0 |
| Baidu Inc | SPON ADR REP A | 056752108 |  | 7315661 | 55296 | SH |  | DFND |  | 51350 | 0 | 3946 |
| Baidu Inc | SPON ADR REP A | 056752108 |  | 1053240 | 7961 | SH |  | DFND | 7 | 0 | 0 | 7961 |
| Baidu Inc | SPON ADR REP A | 056752108 |  | 17534777 | 132538 | SH |  | DFND | 8 | 132538 | 0 | 0 |
| Baker Hughes Co | CL A | 05722G100 |  | 349536 | 9600 | SH |  | DFND | 11 | 9600 | 0 | 0 |
| Baker Hughes Co | CL A | 05722G100 |  | 1735920 | 47677 | SH |  | DFND | 7 | 47677 | 0 | 0 |
| Baker Hughes Co | CL A | 05722G100 |  | 571637 | 15700 | SH |  | DFND | 8 | 0 | 0 | 15700 |
| Ball Corp | COM | 058498106 |  | 82350 | 915 | SH |  | DFND |  | 915 | 0 | 0 |
| Ball Corp | COM | 058498106 |  | 29430 | 327 | SH |  | DFND | 7 | 327 | 0 | 0 |
| Ball Corp | COM | 058498106 |  | 31192200 | 346580 | SH |  | DFND | 8 | 346580 | 0 | 0 |
| Banco Bradesco SA | SP ADR PFD NEW | 059460303 |  | 195374 | 46317 | SH |  | DFND | 7 | 0 | 0 | 46317 |
| Bancorp Inc/The | COM | 05969A105 |  | 99155 | 3500 | SH |  | DFND | 11 | 3500 | 0 | 0 |
| Bancorp Inc/The | COM | 05969A105 |  | 5085405 | 179506 | SH |  | DFND | 7 | 179506 | 0 | 0 |
| Bank of America Corp | COM | 060505104 |  | 376297 | 9129 | SH |  | DFND |  | 9129 | 0 | 0 |
| Bank of America Corp | COM | 060505104 |  | 23154181 | 561722 | SH |  | DFND | 7 | 207777 | 0 | 353945 |
| Bank of America Corp | COM | 060505104 |  | 49443390 | 1199500 | SH |  | DFND | 8 | 1182800 | 0 | 16700 |
| Bank of Montreal | COM | 063671101 |  | 87180 | 739 | SH |  | DFND |  | 739 | 0 | 0 |
| Bank of Montreal | COM | 063671101 |  | 1863926 | 15800 | SH |  | DFND | 11 | 15800 | 0 | 0 |
| Bank of Montreal | COM | 063671101 |  | 77034 | 653 | SH |  | DFND | 7 | 653 | 0 | 0 |
| Bank of Montreal | COM | 063671101 |  | 45843142 | 388600 | SH |  | DFND | 8 | 376900 | 0 | 11700 |
| Bank of New York Mellon Corp/The | COM | 064058100 |  | 44965 | 906 | SH |  | DFND |  | 906 | 0 | 0 |
| Bank of New York Mellon Corp/The | COM | 064058100 |  | 848673 | 17100 | SH |  | DFND | 11 | 17100 | 0 | 0 |
| Bank of New York Mellon Corp/The | COM | 064058100 |  | 217578 | 4384 | SH |  | DFND | 7 | 4384 | 0 | 0 |
| Bank of New York Mellon Corp/The | COM | 064058100 |  | 18794881 | 378700 | SH |  | DFND | 8 | 369800 | 0 | 8900 |
| Bank of Nova Scotia/The | COM | 064149107 |  | 94527 | 1318 | SH |  | DFND |  | 1318 | 0 | 0 |
| Bank of Nova Scotia/The | COM | 064149107 |  | 4009148 | 55900 | SH |  | DFND | 11 | 55900 | 0 | 0 |
| Bank of Nova Scotia/The | COM | 064149107 |  | 138420 | 1930 | SH |  | DFND | 7 | 1227 | 0 | 703 |
| Bank of Nova Scotia/The | COM | 064149107 |  | 39618128 | 552400 | SH |  | DFND | 8 | 540600 | 0 | 11800 |
| Bank OZK | COM | 06417N103 |  | 2601199 | 60918 | SH |  | DFND | 8 | 60918 | 0 | 0 |
| Barrick Gold Corp | COM | 067901108 |  | 28357857 | 1156048 | SH |  | DFND | 7 | 1156048 | 0 | 0 |
| Barrick Gold Corp | COM | 067901108 |  | 95667 | 3900 | SH |  | DFND | 8 | 0 | 0 | 3900 |
| Bausch Health Cos Inc | COM | 071734107 |  | 301026 | 13174 | SH |  | DFND | 7 | 0 | 0 | 13174 |
| Baxter International Inc | COM | 071813109 |  | 39468 | 509 | SH |  | DFND |  | 509 | 0 | 0 |
| Baxter International Inc | COM | 071813109 |  | 511764 | 6600 | SH |  | DFND | 11 | 6600 | 0 | 0 |
| Baxter International Inc | COM | 071813109 |  | 330708 | 4265 | SH |  | DFND | 7 | 4265 | 0 | 0 |
| Baxter International Inc | COM | 071813109 |  | 17841954 | 230100 | SH |  | DFND | 8 | 229000 | 0 | 1100 |
| BCE Inc | COM NEW | 05534B760 |  | 110920 | 2000 | SH |  | DFND | 11 | 2000 | 0 | 0 |
| BCE Inc | COM NEW | 05534B760 |  | 4049 | 73 | SH |  | DFND | 7 | 73 | 0 | 0 |
| BCE Inc | COM NEW | 05534B760 |  | 5202148 | 93800 | SH |  | DFND | 8 | 92100 | 0 | 1700 |
| Becton Dickinson and Co | COM | 075887109 |  | 82728 | 319 | SH |  | DFND |  | 319 | 0 | 0 |
| Becton Dickinson and Co | COM | 075887109 |  | 1167003 | 4500 | SH |  | DFND | 11 | 4500 | 0 | 0 |
| Becton Dickinson and Co | COM | 075887109 |  | 41829796 | 161297 | SH |  | DFND | 7 | 126248 | 0 | 35049 |
| Becton Dickinson and Co | COM | 075887109 |  | 94562772 | 364637 | SH |  | DFND | 8 | 361437 | 0 | 3200 |
| BeiGene Ltd | SPONSORED ADR | 07725L102 |  | 82418 | 437 | SH |  | DFND | 7 | 0 | 0 | 437 |
| BeiGene Ltd | SPONSORED ADR | 07725L102 |  | 5399429 | 28629 | SH |  | DFND | 8 | 28629 | 0 | 0 |
| Belden Inc | COM | 077454106 |  | 421040 | 7600 | SH |  | DFND | 11 | 5800 | 0 | 1800 |
| Belden Inc | COM | 077454106 |  | 5185440 | 93600 | SH |  | DFND | 8 | 87100 | 0 | 6500 |
| Bentley Systems Inc | COM CL B | 08265T208 |  | 19301977 | 436894 | SH |  | DFND | 8 | 436894 | 0 | 0 |
| Berkshire Hathaway Inc | CL B NEW | 084670702 |  | 506779 | 1436 | SH |  | DFND |  | 1436 | 0 | 0 |
| Berkshire Hathaway Inc | CL B NEW | 084670702 |  | 8222803 | 23300 | SH |  | DFND | 11 | 23300 | 0 | 0 |
| Berkshire Hathaway Inc | CL B NEW | 084670702 |  | 6275799 | 17783 | SH |  | DFND | 7 | 1316 | 0 | 16467 |
| Berkshire Hathaway Inc | CL B NEW | 084670702 |  | 155500616 | 440624 | SH |  | DFND | 8 | 433724 | 0 | 6900 |
| Best Buy Co Inc | COM | 086516101 |  | 282972 | 3113 | SH |  | DFND | 7 | 3113 | 0 | 0 |
| Best Buy Co Inc | COM | 086516101 |  | 836280 | 9200 | SH |  | DFND | 8 | 9200 | 0 | 0 |
| BGC Partners Inc | CL A | 05541T101 |  | 20680 | 4700 | SH |  | DFND | 11 | 4700 | 0 | 0 |
| BGC Partners Inc | CL A | 05541T101 |  | 136840 | 31100 | SH |  | DFND | 8 | 0 | 0 | 31100 |
| BHP Group Ltd | SPONSORED ADS | 088606108 |  | 202318 | 2619 | SH |  | DFND |  | 2619 | 0 | 0 |
| Bicycle Therapeutics PLC | SPONSORED ADS | 088786108 |  | 6373746 | 145254 | SH |  | DFND | 8 | 145254 | 0 | 0 |
| Biglari Holdings Inc | COM STK CL A | 08986R408 |  | 109118 | 150 | SH |  | DFND | 11 | 110 | 0 | 40 |
| Biglari Holdings Inc | COM STK CL A | 08986R408 |  | 174588 | 240 | SH |  | DFND | 8 | 100 | 0 | 140 |
| Biogen Inc | COM | 09062X103 |  | 34749 | 165 | SH |  | DFND |  | 165 | 0 | 0 |
| Biogen Inc | COM | 09062X103 |  | 1420076 | 6743 | SH |  | DFND | 7 | 2102 | 0 | 4641 |
| Biogen Inc | COM | 09062X103 |  | 41371738 | 196447 | SH |  | DFND | 8 | 196447 | 0 | 0 |
| Biohaven Pharmaceutical Holding Co Ltd | COM | G11196105 |  | 6599132 | 55656 | SH |  | DFND | 8 | 55656 | 0 | 0 |
| BioMarin Pharmaceutical Inc | COM | 09061G101 |  | 1489649 | 19321 | SH |  | DFND | 7 | 19321 | 0 | 0 |
| BioMarin Pharmaceutical Inc | COM | 09061G101 |  | 31555951 | 409286 | SH |  | DFND | 8 | 409286 | 0 | 0 |
| BioMarin Pharmaceutical Inc | NOTE  0.599% 8/0 | 09061GAH4 |  | 8467851 | 8430000 | PRN |  | DFND | 7 | 7159000 | 0 | 1271000 |
| Biomea Fusion Inc | COM | 09077A106 |  | 521820 | 117000 | SH |  | DFND | 8 | 117000 | 0 | 0 |
| Bio-Techne Corp | COM | 09073M104 |  | 43304 | 100 | SH |  | DFND | 11 | 100 | 0 | 0 |
| Bio-Techne Corp | COM | 09073M104 |  | 349030 | 806 | SH |  | DFND | 7 | 806 | 0 | 0 |
| BJ's Wholesale Club Holdings Inc | COM | 05550J101 |  | 432704 | 6400 | SH |  | DFND | 11 | 6000 | 0 | 400 |
| BJ's Wholesale Club Holdings Inc | COM | 05550J101 |  | 5571064 | 82400 | SH |  | DFND | 8 | 73000 | 0 | 9400 |
| Blackbaud Inc | COM | 09227Q100 |  | 478960 | 8000 | SH |  | DFND | 11 | 6100 | 0 | 1900 |
| Blackbaud Inc | COM | 09227Q100 |  | 5184742 | 86600 | SH |  | DFND | 8 | 78900 | 0 | 7700 |
| Blackline Inc | COM | 09239B109 |  | 6504792 | 88839 | SH |  | DFND | 7 | 88839 | 0 | 0 |
| BlackRock Inc | COM | 09247X101 |  | 134494 | 176 | SH |  | DFND |  | 176 | 0 | 0 |
| BlackRock Inc | COM | 09247X101 |  | 3438765 | 4500 | SH |  | DFND | 11 | 4500 | 0 | 0 |
| BlackRock Inc | COM | 09247X101 |  | 20806057 | 27227 | SH |  | DFND | 7 | 14439 | 0 | 12788 |
| BlackRock Inc | COM | 09247X101 |  | 54735969 | 71628 | SH |  | DFND | 8 | 69728 | 0 | 1900 |
| Blackstone Inc | COM | 09260D107 |  | 4154873 | 32731 | SH |  | DFND | 7 | 0 | 0 | 32731 |
| Block Inc | CL A | 852234103 |  | 70648 | 521 | SH |  | DFND |  | 521 | 0 | 0 |
| Block Inc | CL A | 852234103 |  | 4062440 | 29959 | SH |  | DFND | 7 | 29959 | 0 | 0 |
| Block Inc | CL A | 852234103 |  | 3315284 | 24449 | SH |  | DFND | 8 | 23649 | 0 | 800 |
| Block Inc | NOTE  0.250%11/0 | 852234AK9 |  | 8587081 | 9393000 | PRN |  | DFND | 7 | 8049000 | 0 | 1344000 |
| Block Inc | NOTE         5/0 | 852234AJ2 |  | 1155588 | 1250000 | PRN |  | DFND | 7 | 1250000 | 0 | 0 |
| Bloomin' Brands Inc | COM | 094235108 |  | 372980 | 17000 | SH |  | DFND | 11 | 12900 | 0 | 4100 |
| Bloomin' Brands Inc | COM | 094235108 |  | 3277836 | 149400 | SH |  | DFND | 8 | 136300 | 0 | 13100 |
| BlueLinx Holdings Inc | COM NEW | 09624H208 |  | 129384 | 1800 | SH |  | DFND | 11 | 1300 | 0 | 500 |
| BlueLinx Holdings Inc | COM NEW | 09624H208 |  | 122196 | 1700 | SH |  | DFND | 8 | 0 | 0 | 1700 |
| Boeing Co/The | COM | 097023105 |  | 120837 | 631 | SH |  | DFND |  | 631 | 0 | 0 |
| Boeing Co/The | COM | 097023105 |  | 3028381 | 15814 | SH |  | DFND | 7 | 9849 | 0 | 5965 |
| Boise Cascade Co | COM | 09739D100 |  | 521025 | 7500 | SH |  | DFND | 11 | 6400 | 0 | 1100 |
| Boise Cascade Co | COM | 09739D100 |  | 4980999 | 71700 | SH |  | DFND | 8 | 65300 | 0 | 6400 |
| Booking Holdings Inc | COM | 09857L108 |  | 2198149 | 936 | SH |  | DFND |  | 936 | 0 | 0 |
| Booking Holdings Inc | COM | 09857L108 |  | 14966672 | 6373 | SH |  | DFND | 7 | 4372 | 0 | 2001 |
| Booking Holdings Inc | COM | 09857L108 |  | 109933293 | 46811 | SH |  | DFND | 8 | 46088 | 0 | 723 |
| Booking Holdings Inc | NOTE  0.750% 5/0 | 09857LAN8 |  | 1285964 | 870000 | PRN |  | DFND | 7 | 0 | 0 | 870000 |
| Boot Barn Holdings Inc | COM | 099406100 |  | 312807 | 3300 | SH |  | DFND | 11 | 3300 | 0 | 0 |
| Boot Barn Holdings Inc | COM | 099406100 |  | 3327129 | 35100 | SH |  | DFND | 8 | 30800 | 0 | 4300 |
| Booz Allen Hamilton Holding Corp | CL A | 099502106 |  | 439200 | 5000 | SH |  | DFND | 11 | 5000 | 0 | 0 |
| Booz Allen Hamilton Holding Corp | CL A | 099502106 |  | 7917283 | 90133 | SH |  | DFND | 8 | 90133 | 0 | 0 |
| BorgWarner Inc | COM | 099724106 |  | 44346 | 1140 | SH |  | DFND |  | 1140 | 0 | 0 |
| BorgWarner Inc | COM | 099724106 |  | 2796365 | 71886 | SH |  | DFND | 7 | 71886 | 0 | 0 |
| BorgWarner Inc | COM | 099724106 |  | 11598113 | 298152 | SH |  | DFND | 8 | 298152 | 0 | 0 |
| Boston Properties Inc | COM | 101121101 |  | 33466104 | 259830 | SH |  | DFND | 10 | 259830 | 0 | 0 |
| Boston Properties Inc | COM | 101121101 |  | 356647 | 2769 | SH |  | DFND | 7 | 2769 | 0 | 0 |
| Boston Scientific Corp | COM | 101137107 |  | 66878 | 1510 | SH |  | DFND |  | 1510 | 0 | 0 |
| Boston Scientific Corp | COM | 101137107 |  | 101867 | 2300 | SH |  | DFND | 11 | 2300 | 0 | 0 |
| Boston Scientific Corp | COM | 101137107 |  | 9805275 | 221388 | SH |  | DFND | 7 | 74775 | 0 | 146613 |
| Boston Scientific Corp | COM | 101137107 |  | 80783587 | 1823969 | SH |  | DFND | 8 | 1812169 | 0 | 11800 |
| Box Inc | CL A | 10316T104 |  | 633508 | 21800 | SH |  | DFND | 8 | 0 | 0 | 21800 |
| Brightcove Inc | COM | 10921T101 |  | 932880 | 119600 | SH |  | DFND | 8 | 119600 | 0 | 0 |
| Bright Horizons Family Solutions Inc | COM | 109194100 |  | 1393245 | 10500 | SH |  | DFND | 10 | 10500 | 0 | 0 |
| Bright Horizons Family Solutions Inc | COM | 109194100 |  | 5766840 | 43461 | SH |  | DFND | 7 | 43461 | 0 | 0 |
| Bright Horizons Family Solutions Inc | COM | 109194100 |  | 4800193 | 36176 | SH |  | DFND | 8 | 36176 | 0 | 0 |
| BrightView Holdings Inc | COM | 10948C107 |  | 1238510 | 91000 | SH |  | DFND | 8 | 83400 | 0 | 7600 |
| Brinker International Inc | COM | 109641100 |  | 301464 | 7900 | SH |  | DFND | 11 | 5900 | 0 | 2000 |
| Brinker International Inc | COM | 109641100 |  | 3648096 | 95600 | SH |  | DFND | 8 | 88600 | 0 | 7000 |
| Brink's Co/The | COM | 109696104 |  | 408000 | 6000 | SH |  | DFND | 11 | 4400 | 0 | 1600 |
| Brink's Co/The | COM | 109696104 |  | 1761200 | 25900 | SH |  | DFND | 8 | 19100 | 0 | 6800 |
| Bristol-Myers Squibb Co | COM | 110122108 |  | 165778 | 2270 | SH |  | DFND |  | 2270 | 0 | 0 |
| Bristol-Myers Squibb Co | COM | 110122108 |  | 693785 | 9500 | SH |  | DFND | 11 | 9500 | 0 | 0 |
| Bristol-Myers Squibb Co | COM | 110122108 |  | 8441173 | 115585 | SH |  | DFND | 7 | 104756 | 0 | 10829 |
| Bristol-Myers Squibb Co | COM | 110122108 |  | 106594588 | 1459600 | SH |  | DFND | 8 | 1368500 | 0 | 91100 |
| Brixmor Property Group Inc | COM | 11120U105 |  | 193575 | 7500 | SH |  | DFND | 11 | 7500 | 0 | 0 |
| Brixmor Property Group Inc | COM | 11120U105 |  | 62073 | 2405 | SH |  | DFND | 7 | 2405 | 0 | 0 |
| Broadcom Inc | COM | 11135F101 |  | 246205 | 391 | SH |  | DFND |  | 391 | 0 | 0 |
| Broadcom Inc | COM | 11135F101 |  | 11409802 | 18120 | SH |  | DFND | 7 | 9837 | 0 | 8283 |
| Broadcom Inc | COM | 11135F101 |  | 58089869 | 92253 | SH |  | DFND | 8 | 88553 | 0 | 3700 |
| Broadridge Financial Solutions Inc | COM | 11133T103 |  | 653982 | 4200 | SH |  | DFND | 11 | 4200 | 0 | 0 |
| Broadridge Financial Solutions Inc | COM | 11133T103 |  | 245710 | 1578 | SH |  | DFND | 7 | 1578 | 0 | 0 |
| Broadridge Financial Solutions Inc | COM | 11133T103 |  | 12083096 | 77600 | SH |  | DFND | 8 | 77100 | 0 | 500 |
| Brookfield Asset Management Inc | CL A LTD VT SH | 112585104 |  | 87966 | 1555 | SH |  | DFND |  | 1555 | 0 | 0 |
| Brookfield Asset Management Inc | CL A LTD VT SH | 112585104 |  | 565700 | 10000 | SH |  | DFND | 11 | 10000 | 0 | 0 |
| Brookfield Asset Management Inc | CL A LTD VT SH | 112585104 |  | 9700114 | 171471 | SH |  | DFND | 7 | 0 | 0 | 171471 |
| Brookfield Asset Management Inc | CL A LTD VT SH | 112585104 |  | 13047871 | 230650 | SH |  | DFND | 8 | 226100 | 0 | 4550 |
| Brookfield Renewable Corp | CL A SUB VTG | 11284V105 |  | 3271860 | 74700 | SH |  | DFND | 8 | 74700 | 0 | 0 |
| Brown  Brown Inc | COM | 115236101 |  | 809424 | 11200 | SH |  | DFND | 11 | 11200 | 0 | 0 |
| Brown  Brown Inc | COM | 115236101 |  | 42263496 | 584800 | SH |  | DFND | 8 | 576100 | 0 | 8700 |
| Brown-Forman Corp | CL B | 115637209 |  | 743922 | 11100 | SH |  | DFND | 11 | 11100 | 0 | 0 |
| Brown-Forman Corp | CL B | 115637209 |  | 60184 | 898 | SH |  | DFND | 7 | 898 | 0 | 0 |
| Brown-Forman Corp | CL B | 115637209 |  | 14863629 | 221779 | SH |  | DFND | 8 | 219379 | 0 | 2400 |
| Bruker Corp | COM | 116794108 |  | 32150 | 500 | SH |  | DFND | 11 | 500 | 0 | 0 |
| Bruker Corp | COM | 116794108 |  | 1729670 | 26900 | SH |  | DFND | 8 | 26900 | 0 | 0 |
| Brunswick Corp/DE | COM | 117043109 |  | 20347232 | 251542 | SH |  | DFND | 8 | 251542 | 0 | 0 |
| Buckle Inc/The | COM | 118440106 |  | 214760 | 6500 | SH |  | DFND | 11 | 5100 | 0 | 1400 |
| Buckle Inc/The | COM | 118440106 |  | 1120056 | 33900 | SH |  | DFND | 8 | 29200 | 0 | 4700 |
| Builders FirstSource Inc | COM | 12008R107 |  | 1271438 | 19700 | SH |  | DFND | 11 | 14900 | 0 | 4800 |
| Builders FirstSource Inc | COM | 12008R107 |  | 7479347 | 115887 | SH |  | DFND | 8 | 99487 | 0 | 16400 |
| Bunge Ltd | COM | G16962105 |  | 15735 | 142 | SH |  | DFND | 7 | 142 | 0 | 0 |
| Bunge Ltd | COM | G16962105 |  | 34572720 | 312000 | SH |  | DFND | 8 | 292300 | 0 | 19700 |
| Burlington Stores Inc | NOTE  2.250% 4/1 | 122017AB2 |  | 5862960 | 5100000 | PRN |  | DFND | 7 | 4300000 | 0 | 800000 |
| BWX Technologies Inc | COM | 05605H100 |  | 436266 | 8100 | SH |  | DFND | 11 | 6800 | 0 | 1300 |
| BWX Technologies Inc | COM | 05605H100 |  | 290844 | 5400 | SH |  | DFND | 8 | 800 | 0 | 4600 |
| Cabot Corp | COM | 127055101 |  | 177866 | 2600 | SH |  | DFND | 11 | 2600 | 0 | 0 |
| Cabot Corp | COM | 127055101 |  | 513075 | 7500 | SH |  | DFND | 8 | 0 | 0 | 7500 |
| Cadence Bank | COM | 12740C103 |  | 23408 | 800 | SH |  | DFND | 11 | 0 | 0 | 800 |
| Cadence Bank | COM | 12740C103 |  | 1395702 | 47700 | SH |  | DFND | 8 | 47700 | 0 | 0 |
| Cadence Design Systems Inc | COM | 127387108 |  | 51147 | 311 | SH |  | DFND |  | 311 | 0 | 0 |
| Cadence Design Systems Inc | COM | 127387108 |  | 1200558 | 7300 | SH |  | DFND | 11 | 7300 | 0 | 0 |
| Cadence Design Systems Inc | COM | 127387108 |  | 474796 | 2887 | SH |  | DFND | 7 | 2887 | 0 | 0 |
| Cadence Design Systems Inc | COM | 127387108 |  | 220957602 | 1343534 | SH |  | DFND | 8 | 1313283 | 0 | 30251 |
| Caleres Inc | COM | 129500104 |  | 156573 | 8100 | SH |  | DFND | 11 | 6100 | 0 | 2000 |
| Caleres Inc | COM | 129500104 |  | 2240347 | 115900 | SH |  | DFND | 8 | 108700 | 0 | 7200 |
| Camden Property Trust | SH BEN INT | 133131102 |  | 114844 | 691 | SH |  | DFND | 7 | 691 | 0 | 0 |
| Camden Property Trust | SH BEN INT | 133131102 |  | 3240900 | 19500 | SH |  | DFND | 8 | 19500 | 0 | 0 |
| Canadian Imperial Bank of Commerce | COM | 136069101 |  | 59020 | 485 | SH |  | DFND |  | 485 | 0 | 0 |
| Canadian Imperial Bank of Commerce | COM | 136069101 |  | 2385124 | 19600 | SH |  | DFND | 11 | 19600 | 0 | 0 |
| Canadian Imperial Bank of Commerce | COM | 136069101 |  | 55247 | 454 | SH |  | DFND | 7 | 454 | 0 | 0 |
| Canadian Imperial Bank of Commerce | COM | 136069101 |  | 35878471 | 294835 | SH |  | DFND | 8 | 280935 | 0 | 13900 |
| Canadian National Railway Co | COM | 136375102 |  | 115360 | 860 | SH |  | DFND |  | 860 | 0 | 0 |
| Canadian National Railway Co | COM | 136375102 |  | 2642558 | 19700 | SH |  | DFND | 11 | 19700 | 0 | 0 |
| Canadian National Railway Co | COM | 136375102 |  | 8666651 | 64609 | SH |  | DFND | 7 | 3090 | 0 | 61519 |
| Canadian National Railway Co | COM | 136375102 |  | 25674396 | 191400 | SH |  | DFND | 8 | 186400 | 0 | 5000 |
| Canadian Natural Resources Ltd | COM | 136385101 |  | 41837 | 675 | SH |  | DFND |  | 675 | 0 | 0 |
| Canadian Natural Resources Ltd | COM | 136385101 |  | 2627084 | 42386 | SH |  | DFND | 7 | 42386 | 0 | 0 |
| Canadian Pacific Railway Ltd | COM | 13645T100 |  | 61327 | 743 | SH |  | DFND |  | 743 | 0 | 0 |
| Canadian Pacific Railway Ltd | COM | 13645T100 |  | 1980960 | 24000 | SH |  | DFND | 10 | 24000 | 0 | 0 |
| Canadian Pacific Railway Ltd | COM | 13645T100 |  | 1667308 | 20200 | SH |  | DFND | 11 | 20200 | 0 | 0 |
| Canadian Pacific Railway Ltd | COM | 13645T100 |  | 455951 | 5524 | SH |  | DFND | 7 | 915 | 0 | 4609 |
| Canadian Pacific Railway Ltd | COM | 13645T100 |  | 16021014 | 194100 | SH |  | DFND | 8 | 188900 | 0 | 5200 |
| Canadian Solar Inc | COM | 136635109 |  | 215767 | 6102 | SH |  | DFND | 7 | 6102 | 0 | 0 |
| Canopy Growth Corp | COM | 138035100 |  | 255491 | 33706 | SH |  | DFND | 7 | 30652 | 0 | 3054 |
| Capital One Financial Corp | COM | 14040H105 |  | 66170 | 504 | SH |  | DFND |  | 504 | 0 | 0 |
| Capital One Financial Corp | COM | 14040H105 |  | 958417 | 7300 | SH |  | DFND | 11 | 7300 | 0 | 0 |
| Capital One Financial Corp | COM | 14040H105 |  | 8864963 | 67522 | SH |  | DFND | 7 | 59427 | 0 | 8095 |
| Capital One Financial Corp | COM | 14040H105 |  | 69006024 | 525600 | SH |  | DFND | 8 | 512800 | 0 | 12800 |
| Cardinal Health Inc | COM | 14149Y108 |  | 16103 | 284 | SH |  | DFND | 7 | 284 | 0 | 0 |
| Cardinal Health Inc | COM | 14149Y108 |  | 42785820 | 754600 | SH |  | DFND | 8 | 710700 | 0 | 43900 |
| Cargurus Inc | COM CL A | 141788109 |  | 25476 | 600 | SH |  | DFND | 11 | 600 | 0 | 0 |
| Cargurus Inc | COM CL A | 141788109 |  | 1893716 | 44600 | SH |  | DFND | 8 | 31400 | 0 | 13200 |
| Carlyle Group Inc/The | COM | 14316J108 |  | 25775570 | 527000 | SH |  | DFND | 8 | 506300 | 0 | 20700 |
| Carrier Global Corp | COM | 14448C104 |  | 45457 | 991 | SH |  | DFND |  | 991 | 0 | 0 |
| Carrier Global Corp | COM | 14448C104 |  | 25231757 | 550071 | SH |  | DFND | 7 | 515367 | 0 | 34704 |
| Carter's Inc | COM | 146229109 |  | 229975 | 2500 | SH |  | DFND | 11 | 2500 | 0 | 0 |
| Carter's Inc | COM | 146229109 |  | 809512 | 8800 | SH |  | DFND | 8 | 0 | 0 | 8800 |
| Catalent Inc | COM | 148806102 |  | 20203208 | 182175 | SH |  | DFND | 8 | 182175 | 0 | 0 |
| Caterpillar Inc | COM | 149123101 |  | 133246 | 598 | SH |  | DFND |  | 598 | 0 | 0 |
| Caterpillar Inc | COM | 149123101 |  | 1671150 | 7500 | SH |  | DFND | 11 | 7500 | 0 | 0 |
| Caterpillar Inc | COM | 149123101 |  | 14996677 | 67304 | SH |  | DFND | 7 | 5421 | 0 | 61883 |
| Caterpillar Inc | COM | 149123101 |  | 26025376 | 116800 | SH |  | DFND | 8 | 114900 | 0 | 1900 |
| Cboe Global Markets Inc | COM | 12503M108 |  | 12357 | 108 | SH |  | DFND | 7 | 108 | 0 | 0 |
| Cboe Global Markets Inc | COM | 12503M108 |  | 274608 | 2400 | SH |  | DFND | 8 | 1500 | 0 | 900 |
| CBRE Group Inc | CL A | 12504L109 |  | 582525 | 6365 | SH |  | DFND | 7 | 1014 | 0 | 5351 |
| CDK Global Inc | COM | 12508E101 |  | 554952 | 11400 | SH |  | DFND | 11 | 9500 | 0 | 1900 |
| CDK Global Inc | COM | 12508E101 |  | 8898704 | 182800 | SH |  | DFND | 8 | 167000 | 0 | 15800 |
| CDW Corp/DE | COM | 12514G108 |  | 2504460 | 14000 | SH |  | DFND | 11 | 14000 | 0 | 0 |
| CDW Corp/DE | COM | 12514G108 |  | 25404169 | 142010 | SH |  | DFND | 7 | 142010 | 0 | 0 |
| CDW Corp/DE | COM | 12514G108 |  | 37066008 | 207200 | SH |  | DFND | 8 | 204500 | 0 | 2700 |
| Celanese Corp | COM | 150870103 |  | 95866 | 671 | SH |  | DFND | 7 | 671 | 0 | 0 |
| Celanese Corp | COM | 150870103 |  | 371462 | 2600 | SH |  | DFND | 8 | 1900 | 0 | 700 |
| Celestica Inc | SUB VTG SHS | 15101Q108 |  | 1071900 | 90000 | SH |  | DFND | 8 | 90000 | 0 | 0 |
| Celldex Therapeutics Inc | COM NEW | 15117B202 |  | 5276677 | 154923 | SH |  | DFND | 8 | 154923 | 0 | 0 |
| Cenovus Energy Inc | COM | 15135U109 |  | 757372 | 45406 | SH |  | DFND | 7 | 45406 | 0 | 0 |
| Centene Corp | COM | 15135B101 |  | 47315 | 562 | SH |  | DFND |  | 562 | 0 | 0 |
| Centene Corp | COM | 15135B101 |  | 3201156 | 38023 | SH |  | DFND | 7 | 38023 | 0 | 0 |
| Centene Corp | COM | 15135B101 |  | 6828398 | 81107 | SH |  | DFND | 8 | 81107 | 0 | 0 |
| Centennial Resource Development Inc/DE | CL A | 15136A102 |  | 303432 | 37600 | SH |  | DFND | 11 | 30900 | 0 | 6700 |
| Centennial Resource Development Inc/DE | CL A | 15136A102 |  | 352659 | 43700 | SH |  | DFND | 8 | 0 | 0 | 43700 |
| Centerspace | COM | 15202L107 |  | 264924 | 2700 | SH |  | DFND | 11 | 2100 | 0 | 600 |
| Centerspace | COM | 15202L107 |  | 1310098 | 13352 | SH |  | DFND | 8 | 10852 | 0 | 2500 |
| Cerence Inc | COM | 156727109 |  | 180500 | 5000 | SH |  | DFND | 11 | 3600 | 0 | 1400 |
| Cerence Inc | COM | 156727109 |  | 4151500 | 115000 | SH |  | DFND | 7 | 115000 | 0 | 0 |
| Cerence Inc | COM | 156727109 |  | 122740 | 3400 | SH |  | DFND | 8 | 0 | 0 | 3400 |
| Cerevel Therapeutics Holdings Inc | COM | 15678U128 |  | 4466926 | 127590 | SH |  | DFND | 8 | 127590 | 0 | 0 |
| Ceridian HCM Holding Inc | COM | 15677J108 |  | 20508 | 300 | SH |  | DFND | 11 | 300 | 0 | 0 |
| Ceridian HCM Holding Inc | COM | 15677J108 |  | 211916 | 3100 | SH |  | DFND | 8 | 0 | 0 | 3100 |
| Cerner Corp | COM | 156782104 |  | 248215 | 2653 | SH |  | DFND | 7 | 2653 | 0 | 0 |
| Certara Inc | COM | 15687V109 |  | 4270825 | 198828 | SH |  | DFND | 7 | 198828 | 0 | 0 |
| CEVA Inc | COM | 157210105 |  | 195120 | 4800 | SH |  | DFND | 11 | 3600 | 0 | 1200 |
| CEVA Inc | COM | 157210105 |  | 1613805 | 39700 | SH |  | DFND | 8 | 35300 | 0 | 4400 |
| CF Industries Holdings Inc | COM | 125269100 |  | 22364 | 217 | SH |  | DFND | 7 | 217 | 0 | 0 |
| CF Industries Holdings Inc | COM | 125269100 |  | 5328202 | 51700 | SH |  | DFND | 8 | 49500 | 0 | 2200 |
| CGI Inc | CL A SUB VTG | 12532H104 |  | 534861 | 6700 | SH |  | DFND | 11 | 6700 | 0 | 0 |
| CGI Inc | CL A SUB VTG | 12532H104 |  | 472514 | 5919 | SH |  | DFND | 7 | 221 | 0 | 5698 |
| CGI Inc | CL A SUB VTG | 12532H104 |  | 22136699 | 277298 | SH |  | DFND | 8 | 240398 | 0 | 36900 |
| ChampionX Corp | COM | 15872M104 |  | 209524 | 8559 | SH |  | DFND | 7 | 0 | 0 | 8559 |
| ChannelAdvisor Corp | COM | 159179100 |  | 149130 | 9000 | SH |  | DFND | 11 | 7200 | 0 | 1800 |
| ChannelAdvisor Corp | COM | 159179100 |  | 1436619 | 86700 | SH |  | DFND | 8 | 86700 | 0 | 0 |
| Charles Schwab Corp/The | COM | 808513105 |  | 3814690 | 45246 | SH |  | DFND |  | 45246 | 0 | 0 |
| Charles Schwab Corp/The | COM | 808513105 |  | 17103211 | 202861 | SH |  | DFND | 7 | 64337 | 0 | 138524 |
| Charles Schwab Corp/The | COM | 808513105 |  | 4771019 | 56589 | SH |  | DFND | 8 | 46089 | 0 | 10500 |
| Charter Communications Inc | CL A | 16119P108 |  | 83465 | 153 | SH |  | DFND |  | 153 | 0 | 0 |
| Charter Communications Inc | CL A | 16119P108 |  | 523699 | 960 | SH |  | DFND | 11 | 960 | 0 | 0 |
| Charter Communications Inc | CL A | 16119P108 |  | 1279790 | 2346 | SH |  | DFND | 7 | 1486 | 0 | 860 |
| Charter Communications Inc | CL A | 16119P108 |  | 7435983 | 13631 | SH |  | DFND | 8 | 12216 | 0 | 1415 |
| Chart Industries Inc | COM | 16115Q308 |  | 27026292 | 157340 | SH |  | DFND | 8 | 157340 | 0 | 0 |
| Check Point Software Technologies Ltd | ORD | M22465104 |  | 32120287 | 232318 | SH |  | DFND | 7 | 213665 | 0 | 18653 |
| Check Point Software Technologies Ltd | ORD | M22465104 |  | 1705714 | 12337 | SH |  | DFND | 8 | 12337 | 0 | 0 |
| Chegg Inc | COM | 163092109 |  | 2982506 | 82208 | SH |  | DFND | 7 | 82208 | 0 | 0 |
| Chegg Inc | COM | 163092109 |  | 4615396 | 127216 | SH |  | DFND | 8 | 127216 | 0 | 0 |
| Chemours Co/The | COM | 163851108 |  | 657932 | 20900 | SH |  | DFND | 11 | 17200 | 0 | 3700 |
| Chemours Co/The | COM | 163851108 |  | 1951036 | 61977 | SH |  | DFND | 8 | 18177 | 0 | 43800 |
| Cheniere Energy Inc | COM NEW | 16411R208 |  | 1222338 | 8816 | SH |  | DFND | 7 | 8816 | 0 | 0 |
| Chevron Corp | COM | 166764100 |  | 356272 | 2188 | SH |  | DFND |  | 2188 | 0 | 0 |
| Chevron Corp | COM | 166764100 |  | 56964447 | 349840 | SH |  | DFND | 7 | 220485 | 0 | 129355 |
| Chevron Corp | COM | 166764100 |  | 35920298 | 220600 | SH |  | DFND | 8 | 216400 | 0 | 4200 |
| Children's Place Inc/The | COM | 168905107 |  | 142970 | 2900 | SH |  | DFND | 11 | 2200 | 0 | 700 |
| Children's Place Inc/The | COM | 168905107 |  | 128180 | 2600 | SH |  | DFND | 8 | 0 | 0 | 2600 |
| Chimerix Inc | COM | 16934W106 |  | 60914 | 13300 | SH |  | DFND | 11 | 9700 | 0 | 3600 |
| Chimerix Inc | COM | 16934W106 |  | 833102 | 181900 | SH |  | DFND | 8 | 181900 | 0 | 0 |
| China Yuchai International Ltd | COM | G21082105 |  | 121160 | 10400 | SH |  | DFND | 8 | 10400 | 0 | 0 |
| Chinook Therapeutics Inc | COM | 16961L106 |  | 157056 | 9600 | SH |  | DFND | 11 | 7200 | 0 | 2400 |
| Chinook Therapeutics Inc | COM | 16961L106 |  | 58896 | 3600 | SH |  | DFND | 8 | 3600 | 0 | 0 |
| Chipotle Mexican Grill Inc | COM | 169656105 |  | 49043 | 31 | SH |  | DFND |  | 31 | 0 | 0 |
| Chipotle Mexican Grill Inc | COM | 169656105 |  | 261035 | 165 | SH |  | DFND | 7 | 165 | 0 | 0 |
| Chipotle Mexican Grill Inc | COM | 169656105 |  | 42224381 | 26690 | SH |  | DFND | 8 | 26690 | 0 | 0 |
| CH Robinson Worldwide Inc | COM NEW | 12541W209 |  | 1206352 | 11200 | SH |  | DFND | 11 | 9900 | 0 | 1300 |
| CH Robinson Worldwide Inc | COM NEW | 12541W209 |  | 314621 | 2921 | SH |  | DFND | 7 | 2921 | 0 | 0 |
| CH Robinson Worldwide Inc | COM NEW | 12541W209 |  | 26786077 | 248687 | SH |  | DFND | 8 | 216100 | 0 | 32587 |
| Chubb Ltd | COM | H1467J104 |  | 102458 | 479 | SH |  | DFND |  | 479 | 0 | 0 |
| Chubb Ltd | COM | H1467J104 |  | 1475910 | 6900 | SH |  | DFND | 11 | 6900 | 0 | 0 |
| Chubb Ltd | COM | H1467J104 |  | 2208731 | 10326 | SH |  | DFND | 7 | 1818 | 0 | 8508 |
| Chubb Ltd | COM | H1467J104 |  | 18823200 | 88000 | SH |  | DFND | 8 | 83100 | 0 | 4900 |
| Chunghwa Telecom Co Ltd | SPON ADR NEW11 | 17133Q502 |  | 364490 | 8200 | SH |  | DFND | 7 | 0 | 0 | 8200 |
| Church  Dwight Co Inc | COM | 171340102 |  | 1351568 | 13600 | SH |  | DFND | 11 | 13600 | 0 | 0 |
| Church  Dwight Co Inc | COM | 171340102 |  | 236624 | 2381 | SH |  | DFND | 7 | 2381 | 0 | 0 |
| Church  Dwight Co Inc | COM | 171340102 |  | 23950580 | 241000 | SH |  | DFND | 8 | 238900 | 0 | 2100 |
| Cia de Saneamento Basico do Estado de Sao Paulo | SPONSORED ADR | 20441A102 |  | 57427 | 5842 | SH |  | DFND | 7 | 0 | 0 | 5842 |
| Ciena Corp | COM NEW | 171779309 |  | 31227482 | 515050 | SH |  | DFND | 8 | 515050 | 0 | 0 |
| Cigna Corp | COM | 125523100 |  | 81707 | 341 | SH |  | DFND |  | 341 | 0 | 0 |
| Cigna Corp | COM | 125523100 |  | 1629348 | 6800 | SH |  | DFND | 11 | 6800 | 0 | 0 |
| Cigna Corp | COM | 125523100 |  | 4392770 | 18333 | SH |  | DFND | 7 | 449 | 0 | 17884 |
| Cigna Corp | COM | 125523100 |  | 31433477 | 131186 | SH |  | DFND | 8 | 126700 | 0 | 4486 |
| Cimpress PLC | SHS EURO | G2143T103 |  | 2410188 | 37902 | SH |  | DFND | 7 | 36655 | 0 | 1247 |
| Cincinnati Financial Corp | COM | 172062101 |  | 108768 | 800 | SH |  | DFND | 11 | 800 | 0 | 0 |
| Cincinnati Financial Corp | COM | 172062101 |  | 506451 | 3725 | SH |  | DFND | 7 | 3725 | 0 | 0 |
| Cincinnati Financial Corp | COM | 172062101 |  | 34996104 | 257400 | SH |  | DFND | 8 | 235100 | 0 | 22300 |
| Cinemark Holdings Inc | COM | 17243V102 |  | 352512 | 20400 | SH |  | DFND | 11 | 15500 | 0 | 4900 |
| Cinemark Holdings Inc | COM | 17243V102 |  | 1040256 | 60200 | SH |  | DFND | 8 | 42300 | 0 | 17900 |
| Cintas Corp | COM | 172908105 |  | 44666 | 105 | SH |  | DFND |  | 105 | 0 | 0 |
| Cintas Corp | COM | 172908105 |  | 935858 | 2200 | SH |  | DFND | 11 | 2200 | 0 | 0 |
| Cintas Corp | COM | 172908105 |  | 358604 | 843 | SH |  | DFND | 7 | 843 | 0 | 0 |
| Cintas Corp | COM | 172908105 |  | 15301704 | 35971 | SH |  | DFND | 8 | 35686 | 0 | 285 |
| Cirrus Logic Inc | COM | 172755100 |  | 746152 | 8800 | SH |  | DFND | 11 | 6600 | 0 | 2200 |
| Cirrus Logic Inc | COM | 172755100 |  | 27336296 | 322400 | SH |  | DFND | 8 | 305600 | 0 | 16800 |
| Cisco Systems Inc | COM | 17275R102 |  | 218022 | 3910 | SH |  | DFND |  | 3910 | 0 | 0 |
| Cisco Systems Inc | COM | 17275R102 |  | 3146983 | 56438 | SH |  | DFND | 11 | 56438 | 0 | 0 |
| Cisco Systems Inc | COM | 17275R102 |  | 10748298 | 192760 | SH |  | DFND | 7 | 62937 | 0 | 129823 |
| Cisco Systems Inc | COM | 17275R102 |  | 95113512 | 1705766 | SH |  | DFND | 8 | 1580466 | 0 | 125300 |
| Citigroup Inc | COM NEW | 172967424 |  | 139427 | 2611 | SH |  | DFND |  | 2611 | 0 | 0 |
| Citigroup Inc | COM NEW | 172967424 |  | 31565701 | 591118 | SH |  | DFND | 7 | 325707 | 0 | 265411 |
| Citigroup Inc | COM NEW | 172967424 |  | 9441120 | 176800 | SH |  | DFND | 8 | 171300 | 0 | 5500 |
| Citizens Financial Group Inc | COM | 174610105 |  | 340020 | 7501 | SH |  | DFND | 7 | 7501 | 0 | 0 |
| Citizens Financial Group Inc | COM | 174610105 |  | 5966561 | 131625 | SH |  | DFND | 8 | 131625 | 0 | 0 |
| Citrix Systems Inc | COM | 177376100 |  | 297251 | 2946 | SH |  | DFND | 7 | 2946 | 0 | 0 |
| Clorox Co/The | COM | 189054109 |  | 500508 | 3600 | SH |  | DFND | 11 | 3600 | 0 | 0 |
| Clorox Co/The | COM | 189054109 |  | 191722 | 1379 | SH |  | DFND | 7 | 1379 | 0 | 0 |
| Clorox Co/The | COM | 189054109 |  | 10968494 | 78893 | SH |  | DFND | 8 | 78193 | 0 | 700 |
| Clovis Oncology Inc | COM | 189464100 |  | 41612 | 20600 | SH |  | DFND | 8 | 20600 | 0 | 0 |
| CME Group Inc | COM | 12572Q105 |  | 1898361 | 7981 | SH |  | DFND |  | 7981 | 0 | 0 |
| CME Group Inc | COM | 12572Q105 |  | 1546090 | 6500 | SH |  | DFND | 11 | 6500 | 0 | 0 |
| CME Group Inc | COM | 12572Q105 |  | 53706885 | 225792 | SH |  | DFND | 7 | 199228 | 0 | 26564 |
| CME Group Inc | COM | 12572Q105 |  | 39080398 | 164300 | SH |  | DFND | 8 | 159700 | 0 | 4600 |
| CMS Energy Corp | COM | 125896100 |  | 1126034 | 16100 | SH |  | DFND | 11 | 16100 | 0 | 0 |
| CNH Industrial NV | SHS | N20944109 |  | 53548261 | 3376309 | SH |  | DFND | 7 | 3376309 | 0 | 0 |
| CNH Industrial NV | SHS | N20944109 |  | 20777 | 1310 | SH |  | DFND | 8 | 1310 | 0 | 0 |
| Coca-Cola Co/The | COM | 191216100 |  | 265236 | 4278 | SH |  | DFND |  | 4278 | 0 | 0 |
| Coca-Cola Co/The | COM | 191216100 |  | 5449800 | 87900 | SH |  | DFND | 11 | 87900 | 0 | 0 |
| Coca-Cola Co/The | COM | 191216100 |  | 28472198 | 459229 | SH |  | DFND | 7 | 183929 | 0 | 275300 |
| Coca-Cola Co/The | COM | 191216100 |  | 109089000 | 1759500 | SH |  | DFND | 8 | 1709100 | 0 | 50400 |
| Coca-Cola Europacific Partners PLC | SHS | G25839104 |  | 1942747 | 39966 | SH |  | DFND | 7 | 39966 | 0 | 0 |
| Coca-Cola Europacific Partners PLC | SHS | G25839104 |  | 29054197 | 597700 | SH |  | DFND | 8 | 597700 | 0 | 0 |
| Cogent Biosciences Inc | COM | 19240Q201 |  | 4466991 | 596394 | SH |  | DFND | 8 | 596394 | 0 | 0 |
| Cognex Corp | COM | 192422103 |  | 13733 | 178 | SH |  | DFND | 7 | 178 | 0 | 0 |
| Cognex Corp | COM | 192422103 |  | 97871024 | 1268581 | SH |  | DFND | 8 | 1259939 | 0 | 8642 |
| Cognizant Technology Solutions Corp | CL A | 192446102 |  | 49588 | 553 | SH |  | DFND |  | 553 | 0 | 0 |
| Cognizant Technology Solutions Corp | CL A | 192446102 |  | 871144 | 9715 | SH |  | DFND | 7 | 9715 | 0 | 0 |
| Cognizant Technology Solutions Corp | CL A | 192446102 |  | 4791875 | 53439 | SH |  | DFND | 8 | 52239 | 0 | 1200 |
| Colgate-Palmolive Co | COM | 194162103 |  | 63318 | 835 | SH |  | DFND |  | 835 | 0 | 0 |
| Colgate-Palmolive Co | COM | 194162103 |  | 2896706 | 38200 | SH |  | DFND | 11 | 38200 | 0 | 0 |
| Colgate-Palmolive Co | COM | 194162103 |  | 4827944 | 63668 | SH |  | DFND | 7 | 1148 | 0 | 62520 |
| Colgate-Palmolive Co | COM | 194162103 |  | 104635087 | 1379864 | SH |  | DFND | 8 | 1371564 | 0 | 8300 |
| Columbia Financial Inc | COM | 197641103 |  | 333405 | 15500 | SH |  | DFND | 11 | 11800 | 0 | 3700 |
| Columbia Financial Inc | COM | 197641103 |  | 1224005 | 56904 | SH |  | DFND | 8 | 48204 | 0 | 8700 |
| Columbia Sportswear Co | COM | 198516106 |  | 5495171 | 60700 | SH |  | DFND | 8 | 60700 | 0 | 0 |
| Comcast Corp | CL A | 20030N101 |  | 252500 | 5393 | SH |  | DFND |  | 5393 | 0 | 0 |
| Comcast Corp | CL A | 20030N101 |  | 3118212 | 66600 | SH |  | DFND | 11 | 66600 | 0 | 0 |
| Comcast Corp | CL A | 20030N101 |  | 12635688 | 269878 | SH |  | DFND | 7 | 117616 | 0 | 152262 |
| Comcast Corp | CL A | 20030N101 |  | 62092544 | 1326197 | SH |  | DFND | 8 | 1271505 | 0 | 54692 |
| Comerica Inc | COM | 200340107 |  | 235118 | 2600 | SH |  | DFND | 11 | 2100 | 0 | 500 |
| Comerica Inc | COM | 200340107 |  | 3011319 | 33300 | SH |  | DFND | 8 | 31100 | 0 | 2200 |
| Comfort Systems USA Inc | COM | 199908104 |  | 453951 | 5100 | SH |  | DFND | 11 | 4100 | 0 | 1000 |
| Comfort Systems USA Inc | COM | 199908104 |  | 6070482 | 68200 | SH |  | DFND | 8 | 62900 | 0 | 5300 |
| Commerce Bancshares Inc/MO | COM | 200525103 |  | 28636 | 400 | SH |  | DFND | 11 | 0 | 0 | 400 |
| Commerce Bancshares Inc/MO | COM | 200525103 |  | 2124433 | 29675 | SH |  | DFND | 8 | 29675 | 0 | 0 |
| Commercial Metals Co | COM | 201723103 |  | 728350 | 17500 | SH |  | DFND | 11 | 13300 | 0 | 4200 |
| Commercial Metals Co | COM | 201723103 |  | 1531616 | 36800 | SH |  | DFND | 8 | 6100 | 0 | 30700 |
| CommVault Systems Inc | COM | 204166102 |  | 464450 | 7000 | SH |  | DFND | 11 | 5300 | 0 | 1700 |
| CommVault Systems Inc | COM | 204166102 |  | 1831260 | 27600 | SH |  | DFND | 8 | 21200 | 0 | 6400 |
| Computer Programs and Systems Inc | COM | 205306103 |  | 141245 | 4100 | SH |  | DFND | 11 | 3300 | 0 | 800 |
| Computer Programs and Systems Inc | COM | 205306103 |  | 1846520 | 53600 | SH |  | DFND | 8 | 50900 | 0 | 2700 |
| CONMED Corp | COM | 207410101 |  | 91594593 | 616591 | SH |  | DFND | 8 | 616591 | 0 | 0 |
| ConnectOne Bancorp Inc | COM | 20786W107 |  | 240075 | 7500 | SH |  | DFND | 11 | 6200 | 0 | 1300 |
| ConnectOne Bancorp Inc | COM | 20786W107 |  | 3242613 | 101300 | SH |  | DFND | 8 | 94200 | 0 | 7100 |
| ConocoPhillips | COM | 20825C104 |  | 153400 | 1534 | SH |  | DFND |  | 1534 | 0 | 0 |
| ConocoPhillips | COM | 20825C104 |  | 4833800 | 48338 | SH |  | DFND | 7 | 48338 | 0 | 0 |
| Consolidated Edison Inc | COM | 209115104 |  | 1931472 | 20400 | SH |  | DFND | 11 | 20400 | 0 | 0 |
| Consolidated Edison Inc | COM | 209115104 |  | 545262 | 5759 | SH |  | DFND | 7 | 5759 | 0 | 0 |
| Consolidated Edison Inc | COM | 209115104 |  | 33365232 | 352400 | SH |  | DFND | 8 | 348500 | 0 | 3900 |
| Constellation Brands Inc | CL A | 21036P108 |  | 1971309 | 8559 | SH |  | DFND |  | 8559 | 0 | 0 |
| Constellation Brands Inc | CL A | 21036P108 |  | 11289365 | 49016 | SH |  | DFND | 7 | 49016 | 0 | 0 |
| Constellation Energy Corp | COM | 21037T109 |  | 17944 | 319 | SH |  | DFND |  | 319 | 0 | 0 |
| Constellation Energy Corp | COM | 21037T109 |  | 1968750 | 35000 | SH |  | DFND | 10 | 35000 | 0 | 0 |
| Constellation Energy Corp | COM | 21037T109 |  | 2247581 | 39957 | SH |  | DFND | 7 | 285 | 0 | 39672 |
| Cooper Cos Inc/The | COM NEW | 216648402 |  | 214224 | 513 | SH |  | DFND | 7 | 513 | 0 | 0 |
| Cooper Cos Inc/The | COM NEW | 216648402 |  | 22352340 | 53527 | SH |  | DFND | 8 | 53527 | 0 | 0 |
| Copart Inc | COM | 217204106 |  | 828980 | 6607 | SH |  | DFND | 11 | 6607 | 0 | 0 |
| Copart Inc | COM | 217204106 |  | 63237 | 504 | SH |  | DFND | 7 | 504 | 0 | 0 |
| Copart Inc | COM | 217204106 |  | 24864641 | 198172 | SH |  | DFND | 8 | 195624 | 0 | 2548 |
| Corcept Therapeutics Inc | COM | 218352102 |  | 349060 | 15500 | SH |  | DFND | 11 | 11500 | 0 | 4000 |
| Corcept Therapeutics Inc | COM | 218352102 |  | 319784 | 14200 | SH |  | DFND | 8 | 0 | 0 | 14200 |
| Corteva Inc | COM | 22052L104 |  | 1753140 | 30500 | SH |  | DFND | 11 | 30500 | 0 | 0 |
| Corteva Inc | COM | 22052L104 |  | 2943263 | 51205 | SH |  | DFND | 7 | 21319 | 0 | 29886 |
| Corteva Inc | COM | 22052L104 |  | 34005168 | 591600 | SH |  | DFND | 8 | 586700 | 0 | 4900 |
| CorVel Corp | COM | 221006109 |  | 437944 | 2600 | SH |  | DFND | 11 | 2000 | 0 | 600 |
| CorVel Corp | COM | 221006109 |  | 3638304 | 21600 | SH |  | DFND | 8 | 19300 | 0 | 2300 |
| CoStar Group Inc | COM | 22160N109 |  | 284358 | 4269 | SH |  | DFND | 7 | 4269 | 0 | 0 |
| Costco Wholesale Corp | COM | 22160K105 |  | 278136 | 483 | SH |  | DFND |  | 483 | 0 | 0 |
| Costco Wholesale Corp | COM | 22160K105 |  | 4753642 | 8255 | SH |  | DFND | 11 | 8255 | 0 | 0 |
| Costco Wholesale Corp | COM | 22160K105 |  | 84584879 | 146887 | SH |  | DFND | 7 | 132743 | 0 | 14144 |
| Costco Wholesale Corp | COM | 22160K105 |  | 190817111 | 331366 | SH |  | DFND | 8 | 320120 | 0 | 11246 |
| Coterra Energy Inc | COM | 127097103 |  | 772933 | 28659 | SH |  | DFND | 7 | 28659 | 0 | 0 |
| Coterra Energy Inc | COM | 127097103 |  | 2303238 | 85400 | SH |  | DFND | 8 | 85400 | 0 | 0 |
| Coupa Software Inc | NOTE  0.375% 6/1 | 22266LAF3 |  | 4194373 | 4975000 | PRN |  | DFND | 7 | 4199000 | 0 | 776000 |
| Cracker Barrel Old Country Store Inc | COM | 22410J106 |  | 332444 | 2800 | SH |  | DFND | 11 | 1900 | 0 | 900 |
| Cracker Barrel Old Country Store Inc | COM | 22410J106 |  | 296825 | 2500 | SH |  | DFND | 8 | 0 | 0 | 2500 |
| Crane Co | COM | 224399105 |  | 952864 | 8800 | SH |  | DFND | 8 | 8800 | 0 | 0 |
| Credicorp Ltd | COM | G2519Y108 |  | 2754904 | 16029 | SH |  | DFND | 8 | 16029 | 0 | 0 |
| CRISPR Therapeutics AG | NAMEN AKT | H17182108 |  | 5901008 | 94010 | SH |  | DFND | 8 | 94010 | 0 | 0 |
| Criteo SA | SPONS ADS | 226718104 |  | 1383792 | 50800 | SH |  | DFND | 8 | 50800 | 0 | 0 |
| Crocs Inc | COM | 227046109 |  | 2116280 | 27700 | SH |  | DFND | 8 | 17600 | 0 | 10100 |
| Cross Country Healthcare Inc | COM | 227483104 |  | 134354 | 6200 | SH |  | DFND | 11 | 4700 | 0 | 1500 |
| Cross Country Healthcare Inc | COM | 227483104 |  | 1233023 | 56900 | SH |  | DFND | 8 | 50000 | 0 | 6900 |
| Crowdstrike Holdings Inc | CL A | 22788C105 |  | 48595 | 214 | SH |  | DFND |  | 214 | 0 | 0 |
| Crowdstrike Holdings Inc | CL A | 22788C105 |  | 4201434 | 18502 | SH |  | DFND | 7 | 18502 | 0 | 0 |
| Crown Castle International Corp | COM | 22822V101 |  | 1642940 | 8900 | SH |  | DFND | 11 | 8900 | 0 | 0 |
| Crown Castle International Corp | COM | 22822V101 |  | 10356429 | 56102 | SH |  | DFND | 7 | 9219 | 0 | 46883 |
| Crown Castle International Corp | COM | 22822V101 |  | 23425740 | 126900 | SH |  | DFND | 8 | 126000 | 0 | 900 |
| Crown Holdings Inc | COM | 228368106 |  | 1038247 | 8300 | SH |  | DFND | 11 | 6600 | 0 | 1700 |
| Crown Holdings Inc | COM | 228368106 |  | 16137 | 129 | SH |  | DFND | 7 | 129 | 0 | 0 |
| Crown Holdings Inc | COM | 228368106 |  | 1113301 | 8900 | SH |  | DFND | 8 | 0 | 0 | 8900 |
| CSG Systems International Inc | COM | 126349109 |  | 375063 | 5900 | SH |  | DFND | 11 | 4900 | 0 | 1000 |
| CSG Systems International Inc | COM | 126349109 |  | 4030338 | 63400 | SH |  | DFND | 8 | 57800 | 0 | 5600 |
| CSX Corp | COM | 126408103 |  | 93363 | 2493 | SH |  | DFND |  | 2493 | 0 | 0 |
| CSX Corp | COM | 126408103 |  | 253537 | 6770 | SH |  | DFND | 11 | 6770 | 0 | 0 |
| CSX Corp | COM | 126408103 |  | 6288791 | 167925 | SH |  | DFND | 7 | 107326 | 0 | 60599 |
| CSX Corp | COM | 126408103 |  | 22516550 | 601243 | SH |  | DFND | 8 | 578143 | 0 | 23100 |
| Cullen/Frost Bankers Inc | COM | 229899109 |  | 193774 | 1400 | SH |  | DFND | 11 | 1000 | 0 | 400 |
| Cullen/Frost Bankers Inc | COM | 229899109 |  | 1591715 | 11500 | SH |  | DFND | 8 | 10300 | 0 | 1200 |
| Cummins Inc | COM | 231021106 |  | 1230660 | 6000 | SH |  | DFND | 11 | 6000 | 0 | 0 |
| Cummins Inc | COM | 231021106 |  | 292077 | 1424 | SH |  | DFND | 7 | 1424 | 0 | 0 |
| Cummins Inc | COM | 231021106 |  | 29535840 | 144000 | SH |  | DFND | 8 | 143100 | 0 | 900 |
| Cushman  Wakefield PLC | SHS | G2717B108 |  | 631708 | 30800 | SH |  | DFND | 11 | 25200 | 0 | 5600 |
| Cushman  Wakefield PLC | SHS | G2717B108 |  | 6075062 | 296200 | SH |  | DFND | 8 | 272800 | 0 | 23400 |
| CVS Health Corp | COM | 126650100 |  | 135723 | 1341 | SH |  | DFND |  | 1341 | 0 | 0 |
| CVS Health Corp | COM | 126650100 |  | 4147991 | 40984 | SH |  | DFND | 7 | 2823 | 0 | 38161 |
| CVS Health Corp | COM | 126650100 |  | 22741887 | 224700 | SH |  | DFND | 8 | 175600 | 0 | 49100 |
| CyberArk Software Ltd | SHS | M2682V108 |  | 5238675 | 31044 | SH |  | DFND | 7 | 31044 | 0 | 0 |
| CyberArk Software Ltd | SHS | M2682V108 |  | 27282825 | 161676 | SH |  | DFND | 8 | 161676 | 0 | 0 |
| CytomX Therapeutics Inc | COM | 23284F105 |  | 646407 | 242100 | SH |  | DFND | 8 | 242100 | 0 | 0 |
| Danaher Corp | COM | 235851102 |  | 281303 | 959 | SH |  | DFND |  | 959 | 0 | 0 |
| Danaher Corp | COM | 235851102 |  | 3490627 | 11900 | SH |  | DFND | 11 | 11900 | 0 | 0 |
| Danaher Corp | COM | 235851102 |  | 11116914 | 37899 | SH |  | DFND | 7 | 37559 | 0 | 340 |
| Danaher Corp | COM | 235851102 |  | 137540384 | 468893 | SH |  | DFND | 8 | 451293 | 0 | 17600 |
| Daqo New Energy Corp | SPNSRD ADS NEW | 23703Q203 |  | 66112 | 1600 | SH |  | DFND |  | 1600 | 0 | 0 |
| Daqo New Energy Corp | SPNSRD ADS NEW | 23703Q203 |  | 374607 | 9066 | SH |  | DFND | 8 | 9066 | 0 | 0 |
| Darden Restaurants Inc | COM | 237194105 |  | 61157 | 460 | SH |  | DFND | 7 | 460 | 0 | 0 |
| Darden Restaurants Inc | COM | 237194105 |  | 5411065 | 40700 | SH |  | DFND | 8 | 35500 | 0 | 5200 |
| Darling Ingredients Inc | COM | 237266101 |  | 121213 | 1508 | SH |  | DFND |  | 1508 | 0 | 0 |
| Darling Ingredients Inc | COM | 237266101 |  | 924370 | 11500 | SH |  | DFND | 11 | 9300 | 0 | 2200 |
| Darling Ingredients Inc | COM | 237266101 |  | 12300230 | 153026 | SH |  | DFND | 7 | 94595 | 0 | 58431 |
| Darling Ingredients Inc | COM | 237266101 |  | 64099835 | 797460 | SH |  | DFND | 8 | 786560 | 0 | 10900 |
| Dave  Buster's Entertainment Inc | COM | 238337109 |  | 122750 | 2500 | SH |  | DFND | 11 | 2500 | 0 | 0 |
| Dave  Buster's Entertainment Inc | COM | 238337109 |  | 1060560 | 21600 | SH |  | DFND | 8 | 17400 | 0 | 4200 |
| Deckers Outdoor Corp | COM | 243537107 |  | 520163 | 1900 | SH |  | DFND | 11 | 1400 | 0 | 500 |
| Deckers Outdoor Corp | COM | 243537107 |  | 12152924 | 44391 | SH |  | DFND | 8 | 44391 | 0 | 0 |
| Deere  Co | COM | 244199105 |  | 241382 | 581 | SH |  | DFND |  | 581 | 0 | 0 |
| Deere  Co | COM | 244199105 |  | 2201938 | 5300 | SH |  | DFND | 11 | 5300 | 0 | 0 |
| Deere  Co | COM | 244199105 |  | 9665261 | 23264 | SH |  | DFND | 7 | 12144 | 0 | 11120 |
| Deere  Co | COM | 244199105 |  | 87368745 | 210294 | SH |  | DFND | 8 | 200994 | 0 | 9300 |
| Deluxe Corp | COM | 248019101 |  | 105840 | 3500 | SH |  | DFND | 11 | 3500 | 0 | 0 |
| Deluxe Corp | COM | 248019101 |  | 208656 | 6900 | SH |  | DFND | 8 | 0 | 0 | 6900 |
| Denali Therapeutics Inc | COM | 24823R105 |  | 6452273 | 200568 | SH |  | DFND | 8 | 200568 | 0 | 0 |
| DENTSPLY SIRONA Inc | COM | 24906P109 |  | 969634 | 19700 | SH |  | DFND | 11 | 16800 | 0 | 2900 |
| DENTSPLY SIRONA Inc | COM | 24906P109 |  | 231679 | 4707 | SH |  | DFND | 7 | 4707 | 0 | 0 |
| DENTSPLY SIRONA Inc | COM | 24906P109 |  | 2121382 | 43100 | SH |  | DFND | 8 | 23100 | 0 | 20000 |
| Deutsche Bank AG | NAMEN AKT | D18190898 |  | 17786 | 1406 | SH |  | DFND |  | 1406 | 0 | 0 |
| Deutsche Bank AG | NAMEN AKT | D18190898 |  | 5385168 | 425705 | SH |  | DFND | 7 | 128517 | 0 | 297188 |
| Deutsche Bank AG | NAMEN AKT | D18190898 |  | 1243786 | 98323 | SH |  | DFND | 8 | 98323 | 0 | 0 |
| Devon Energy Corp | COM | 25179M103 |  | 1714888 | 29002 | SH |  | DFND | 7 | 24676 | 0 | 4326 |
| Devon Energy Corp | COM | 25179M103 |  | 650430 | 11000 | SH |  | DFND | 8 | 5300 | 0 | 5700 |
| Dexcom Inc | COM | 252131107 |  | 55253 | 108 | SH |  | DFND |  | 108 | 0 | 0 |
| Dexcom Inc | COM | 252131107 |  | 8039282 | 15714 | SH |  | DFND | 7 | 13250 | 0 | 2464 |
| Dexcom Inc | COM | 252131107 |  | 265496355 | 518953 | SH |  | DFND | 8 | 516828 | 0 | 2125 |
| Dexcom Inc | NOTE  0.250%11/1 | 252131AK3 |  | 21707860 | 18860000 | PRN |  | DFND | 7 | 15420000 | 0 | 3440000 |
| Diamondback Energy Inc | COM | 25278X109 |  | 2257433 | 16468 | SH |  | DFND | 7 | 6610 | 0 | 9858 |
| Diamondback Energy Inc | COM | 25278X109 |  | 29156916 | 212700 | SH |  | DFND | 8 | 209100 | 0 | 3600 |
| Diamond Hill Investment Group Inc | COM NEW | 25264R207 |  | 1035769 | 5530 | SH |  | DFND | 8 | 5530 | 0 | 0 |
| Dick's Sporting Goods Inc | COM | 253393102 |  | 510102 | 5100 | SH |  | DFND | 11 | 3800 | 0 | 1300 |
| Dick's Sporting Goods Inc | COM | 253393102 |  | 5731146 | 57300 | SH |  | DFND | 8 | 44900 | 0 | 12400 |
| Dick's Sporting Goods Inc | NOTE  3.250% 4/1 | 253393AD4 |  | 1044354 | 330000 | PRN |  | DFND | 7 | 0 | 0 | 330000 |
| Digital Realty Trust Inc | COM | 253868103 |  | 224753 | 1585 | SH |  | DFND | 7 | 1585 | 0 | 0 |
| Digital Realty Trust Inc | COM | 253868103 |  | 3644260 | 25700 | SH |  | DFND | 8 | 25700 | 0 | 0 |
| Dine Brands Global Inc | COM | 254423106 |  | 249440 | 3200 | SH |  | DFND | 11 | 2400 | 0 | 800 |
| Dine Brands Global Inc | COM | 254423106 |  | 319595 | 4100 | SH |  | DFND | 8 | 1400 | 0 | 2700 |
| Discover Financial Services | COM | 254709108 |  | 91127 | 827 | SH |  | DFND | 7 | 827 | 0 | 0 |
| Discover Financial Services | COM | 254709108 |  | 21288708 | 193200 | SH |  | DFND | 8 | 189700 | 0 | 3500 |
| DocuSign Inc | NOTE         1/1 | 256163AD8 |  | 8357723 | 8900000 | PRN |  | DFND | 7 | 7900000 | 0 | 1000000 |
| Dolby Laboratories Inc | COM CL A | 25659T107 |  | 1009038 | 12900 | SH |  | DFND | 8 | 2400 | 0 | 10500 |
| Dollar General Corp | COM | 256677105 |  | 58106 | 261 | SH |  | DFND |  | 261 | 0 | 0 |
| Dollar General Corp | COM | 256677105 |  | 1246728 | 5600 | SH |  | DFND | 11 | 5600 | 0 | 0 |
| Dollar General Corp | COM | 256677105 |  | 488450 | 2194 | SH |  | DFND | 7 | 1365 | 0 | 829 |
| Dollar General Corp | COM | 256677105 |  | 30388995 | 136500 | SH |  | DFND | 8 | 132900 | 0 | 3600 |
| Dollar Tree Inc | COM | 256746108 |  | 726761 | 4538 | SH |  | DFND | 7 | 4538 | 0 | 0 |
| Dominion Energy Inc | COM | 25746U109 |  | 72989 | 859 | SH |  | DFND |  | 859 | 0 | 0 |
| Dominion Energy Inc | COM | 25746U109 |  | 10617596 | 124957 | SH |  | DFND | 7 | 21112 | 0 | 103845 |
| Dominion Energy Inc | COM | 25746U109 |  | 4469422 | 52600 | SH |  | DFND | 8 | 50800 | 0 | 1800 |
| Domino's Pizza Inc | COM | 25754A201 |  | 166060 | 408 | SH |  | DFND | 7 | 408 | 0 | 0 |
| Domino's Pizza Inc | COM | 25754A201 |  | 5860944 | 14400 | SH |  | DFND | 8 | 14400 | 0 | 0 |
| Donnelley Financial Solutions Inc | COM | 25787G100 |  | 226168 | 6800 | SH |  | DFND | 11 | 5400 | 0 | 1400 |
| Donnelley Financial Solutions Inc | COM | 25787G100 |  | 1626414 | 48900 | SH |  | DFND | 8 | 42600 | 0 | 6300 |
| Dorian LPG Ltd | SHS USD | Y2106R110 |  | 918666 | 63400 | SH |  | DFND | 8 | 63400 | 0 | 0 |
| Douglas Emmett Inc | COM | 25960P109 |  | 19124796 | 572256 | SH |  | DFND | 10 | 572256 | 0 | 0 |
| Douglas Emmett Inc | COM | 25960P109 |  | 44783 | 1340 | SH |  | DFND | 7 | 1340 | 0 | 0 |
| Dover Corp | COM | 260003108 |  | 1584690 | 10100 | SH |  | DFND | 11 | 10100 | 0 | 0 |
| Dover Corp | COM | 260003108 |  | 220445 | 1405 | SH |  | DFND | 7 | 1405 | 0 | 0 |
| Dover Corp | COM | 260003108 |  | 17729700 | 113000 | SH |  | DFND | 8 | 111400 | 0 | 1600 |
| Dow Inc | COM | 260557103 |  | 52378 | 822 | SH |  | DFND |  | 822 | 0 | 0 |
| Dow Inc | COM | 260557103 |  | 12913750 | 202664 | SH |  | DFND | 7 | 74623 | 0 | 128041 |
| Dow Inc | COM | 260557103 |  | 17675227 | 277389 | SH |  | DFND | 8 | 268145 | 0 | 9244 |
| DR Horton Inc | COM | 23331A109 |  | 263765 | 3540 | SH |  | DFND | 7 | 3540 | 0 | 0 |
| DR Horton Inc | COM | 23331A109 |  | 18336911 | 246100 | SH |  | DFND | 8 | 233300 | 0 | 12800 |
| Dropbox Inc | CL A | 26210C104 |  | 9003632 | 387253 | SH |  | DFND | 8 | 341153 | 0 | 46100 |
| Dr Reddy's Laboratories Ltd | ADR | 256135203 |  | 627241 | 11255 | SH |  | DFND | 7 | 0 | 0 | 11255 |
| Duke Realty Corp | COM NEW | 264411505 |  | 44807921 | 771752 | SH |  | DFND | 10 | 771752 | 0 | 0 |
| Duke Realty Corp | COM NEW | 264411505 |  | 830258 | 14300 | SH |  | DFND | 11 | 14300 | 0 | 0 |
| Duke Realty Corp | COM NEW | 264411505 |  | 264463 | 4555 | SH |  | DFND | 7 | 4555 | 0 | 0 |
| Duke Realty Corp | COM NEW | 264411505 |  | 32824918 | 565362 | SH |  | DFND | 8 | 565362 | 0 | 0 |
| DuPont de Nemours Inc | COM | 26614N102 |  | 42161 | 573 | SH |  | DFND |  | 573 | 0 | 0 |
| DuPont de Nemours Inc | COM | 26614N102 |  | 3916369 | 53226 | SH |  | DFND | 7 | 17121 | 0 | 36105 |
| DXC Technology Co | COM | 23355L106 |  | 1138787 | 34900 | SH |  | DFND | 8 | 34900 | 0 | 0 |
| Dynatrace Inc | COM NEW | 268150109 |  | 3994080 | 84800 | SH |  | DFND | 8 | 70400 | 0 | 14400 |
| Eagle Pharmaceuticals Inc/DE | COM | 269796108 |  | 19796 | 400 | SH |  | DFND | 11 | 400 | 0 | 0 |
| Eagle Pharmaceuticals Inc/DE | COM | 269796108 |  | 1563884 | 31600 | SH |  | DFND | 8 | 29000 | 0 | 2600 |
| Easterly Government Properties Inc | COM | 27616P103 |  | 6681212 | 316046 | SH |  | DFND | 10 | 316046 | 0 | 0 |
| Easterly Government Properties Inc | COM | 27616P103 |  | 61813 | 2924 | SH |  | DFND | 7 | 2924 | 0 | 0 |
| East West Bancorp Inc | COM | 27579R104 |  | 734886 | 9300 | SH |  | DFND | 11 | 8700 | 0 | 600 |
| East West Bancorp Inc | COM | 27579R104 |  | 5333850 | 67500 | SH |  | DFND | 8 | 65200 | 0 | 2300 |
| Eaton Corp PLC | SHS | G29183103 |  | 1678921 | 11063 | SH |  | DFND |  | 11063 | 0 | 0 |
| Eaton Corp PLC | SHS | G29183103 |  | 2853088 | 18800 | SH |  | DFND | 11 | 18800 | 0 | 0 |
| Eaton Corp PLC | SHS | G29183103 |  | 446326 | 2941 | SH |  | DFND | 7 | 2941 | 0 | 0 |
| Eaton Corp PLC | SHS | G29183103 |  | 34312936 | 226100 | SH |  | DFND | 8 | 222000 | 0 | 4100 |
| eBay Inc | COM | 278642103 |  | 44205 | 772 | SH |  | DFND |  | 772 | 0 | 0 |
| eBay Inc | COM | 278642103 |  | 423724 | 7400 | SH |  | DFND | 7 | 7400 | 0 | 0 |
| eBay Inc | COM | 278642103 |  | 85890 | 1500 | SH |  | DFND | 8 | 0 | 0 | 1500 |
| Ecolab Inc | COM | 278865100 |  | 98520 | 558 | SH |  | DFND |  | 558 | 0 | 0 |
| Ecolab Inc | COM | 278865100 |  | 30168101 | 170866 | SH |  | DFND | 7 | 128776 | 0 | 42090 |
| Ecolab Inc | COM | 278865100 |  | 48357136 | 273885 | SH |  | DFND | 8 | 273285 | 0 | 600 |
| Ecovyst Inc | COM | 27923Q109 |  | 262412 | 22700 | SH |  | DFND | 11 | 16900 | 0 | 5800 |
| Ecovyst Inc | COM | 27923Q109 |  | 403444 | 34900 | SH |  | DFND | 8 | 13700 | 0 | 21200 |
| Edgewell Personal Care Co | COM | 28035Q102 |  | 231021 | 6300 | SH |  | DFND | 11 | 5200 | 0 | 1100 |
| Edgewell Personal Care Co | COM | 28035Q102 |  | 1595145 | 43500 | SH |  | DFND | 8 | 36700 | 0 | 6800 |
| Edison International | COM | 281020107 |  | 156323 | 2230 | SH |  | DFND | 7 | 2230 | 0 | 0 |
| Edison International | COM | 281020107 |  | 4689690 | 66900 | SH |  | DFND | 8 | 66900 | 0 | 0 |
| Edwards Lifesciences Corp | COM | 28176E108 |  | 71691 | 609 | SH |  | DFND |  | 609 | 0 | 0 |
| Edwards Lifesciences Corp | COM | 28176E108 |  | 1765800 | 15000 | SH |  | DFND | 11 | 15000 | 0 | 0 |
| Edwards Lifesciences Corp | COM | 28176E108 |  | 4971669 | 42233 | SH |  | DFND | 7 | 26408 | 0 | 15825 |
| Edwards Lifesciences Corp | COM | 28176E108 |  | 145683091 | 1237539 | SH |  | DFND | 8 | 1229573 | 0 | 7966 |
| Elastic NV | ORD SHS | N14506104 |  | 9268590 | 104200 | SH |  | DFND | 8 | 104200 | 0 | 0 |
| Electronic Arts Inc | COM | 285512109 |  | 38080 | 301 | SH |  | DFND |  | 301 | 0 | 0 |
| Electronic Arts Inc | COM | 285512109 |  | 5988477 | 47336 | SH |  | DFND | 7 | 35014 | 0 | 12322 |
| Electronic Arts Inc | COM | 285512109 |  | 4339293 | 34300 | SH |  | DFND | 8 | 33700 | 0 | 600 |
| Eli Lilly  Co | COM | 532457108 |  | 241696 | 844 | SH |  | DFND |  | 844 | 0 | 0 |
| Eli Lilly  Co | COM | 532457108 |  | 2233686 | 7800 | SH |  | DFND | 11 | 7800 | 0 | 0 |
| Eli Lilly  Co | COM | 532457108 |  | 10641509 | 37160 | SH |  | DFND | 7 | 21423 | 0 | 15737 |
| Eli Lilly  Co | COM | 532457108 |  | 100832309 | 352105 | SH |  | DFND | 8 | 343505 | 0 | 8600 |
| EMCOR Group Inc | COM | 29084Q100 |  | 799673 | 7100 | SH |  | DFND | 11 | 7100 | 0 | 0 |
| EMCOR Group Inc | COM | 29084Q100 |  | 9291975 | 82500 | SH |  | DFND | 8 | 75500 | 0 | 7000 |
| Emerson Electric Co | COM | 291011104 |  | 66282 | 676 | SH |  | DFND |  | 676 | 0 | 0 |
| Emerson Electric Co | COM | 291011104 |  | 3372920 | 34400 | SH |  | DFND | 11 | 34400 | 0 | 0 |
| Emerson Electric Co | COM | 291011104 |  | 1534679 | 15652 | SH |  | DFND | 7 | 6778 | 0 | 8874 |
| Emerson Electric Co | COM | 291011104 |  | 62820635 | 640700 | SH |  | DFND | 8 | 629500 | 0 | 11200 |
| Enbridge Inc | COM | 29250N105 |  | 52865 | 1147 | SH |  | DFND |  | 1147 | 0 | 0 |
| Enbridge Inc | COM | 29250N105 |  | 2576431 | 55900 | SH |  | DFND | 11 | 55900 | 0 | 0 |
| Enbridge Inc | COM | 29250N105 |  | 3404853 | 73874 | SH |  | DFND | 7 | 73874 | 0 | 0 |
| Encompass Health Corp | COM | 29261A100 |  | 412438 | 5800 | SH |  | DFND | 8 | 3600 | 0 | 2200 |
| Encore Wire Corp | COM | 292562105 |  | 285175 | 2500 | SH |  | DFND | 11 | 2500 | 0 | 0 |
| Encore Wire Corp | COM | 292562105 |  | 399245 | 3500 | SH |  | DFND | 8 | 500 | 0 | 3000 |
| Endava PLC | ADS | 29260V105 |  | 52911219 | 397739 | SH |  | DFND | 8 | 393342 | 0 | 4397 |
| Endo International PLC | SHS | G30401106 |  | 14091 | 6100 | SH |  | DFND | 11 | 6100 | 0 | 0 |
| Endo International PLC | SHS | G30401106 |  | 83391 | 36100 | SH |  | DFND | 8 | 0 | 0 | 36100 |
| EnerSys | COM | 29275Y102 |  | 216253 | 2900 | SH |  | DFND | 11 | 2100 | 0 | 800 |
| EnerSys | COM | 29275Y102 |  | 395221 | 5300 | SH |  | DFND | 8 | 0 | 0 | 5300 |
| Enphase Energy Inc | COM | 29355A107 |  | 5165568 | 25600 | SH |  | DFND | 8 | 25600 | 0 | 0 |
| Enphase Energy Inc | NOTE         3/0 | 29355AAH0 |  | 12832218 | 12600000 | PRN |  | DFND | 7 | 10926000 | 0 | 1674000 |
| Ensign Group Inc/The | COM | 29358P101 |  | 558062 | 6200 | SH |  | DFND | 11 | 6200 | 0 | 0 |
| Ensign Group Inc/The | COM | 29358P101 |  | 3762418 | 41800 | SH |  | DFND | 8 | 34500 | 0 | 7300 |
| Entegris Inc | COM | 29362U104 |  | 1719506 | 13100 | SH |  | DFND | 11 | 11100 | 0 | 2000 |
| Entegris Inc | COM | 29362U104 |  | 15882460 | 121000 | SH |  | DFND | 8 | 103800 | 0 | 17200 |
| Entergy Corp | COM | 29364G103 |  | 22299 | 191 | SH |  | DFND | 7 | 191 | 0 | 0 |
| Entergy Corp | COM | 29364G103 |  | 6047650 | 51800 | SH |  | DFND | 8 | 49200 | 0 | 2600 |
| Envestnet Inc | COM | 29404K106 |  | 9085253 | 122048 | SH |  | DFND | 8 | 122048 | 0 | 0 |
| Envista Holdings Corp | COM | 29415F104 |  | 43839 | 900 | SH |  | DFND | 11 | 900 | 0 | 0 |
| Envista Holdings Corp | COM | 29415F104 |  | 4871000 | 100000 | SH |  | DFND | 7 | 100000 | 0 | 0 |
| Envista Holdings Corp | COM | 29415F104 |  | 789102 | 16200 | SH |  | DFND | 8 | 0 | 0 | 16200 |
| EOG Resources Inc | COM | 26875P101 |  | 79169 | 664 | SH |  | DFND |  | 664 | 0 | 0 |
| EOG Resources Inc | COM | 26875P101 |  | 9574884 | 80306 | SH |  | DFND | 7 | 48712 | 0 | 31594 |
| EOG Resources Inc | COM | 26875P101 |  | 38802569 | 325443 | SH |  | DFND | 8 | 318543 | 0 | 6900 |
| EPAM Systems Inc | COM | 29414B104 |  | 274661 | 926 | SH |  | DFND | 7 | 926 | 0 | 0 |
| ePlus Inc | COM | 294268107 |  | 224240 | 4000 | SH |  | DFND | 11 | 4000 | 0 | 0 |
| ePlus Inc | COM | 294268107 |  | 1732254 | 30900 | SH |  | DFND | 8 | 26300 | 0 | 4600 |
| EPR Properties | COM SH BEN INT | 26884U109 |  | 415796 | 7600 | SH |  | DFND | 11 | 6200 | 0 | 1400 |
| EPR Properties | COM SH BEN INT | 26884U109 |  | 19750 | 361 | SH |  | DFND | 7 | 361 | 0 | 0 |
| EPR Properties | COM SH BEN INT | 26884U109 |  | 4108721 | 75100 | SH |  | DFND | 8 | 67300 | 0 | 7800 |
| Equinix Inc | COM | 29444U700 |  | 62989495 | 84935 | SH |  | DFND | 10 | 84935 | 0 | 0 |
| Equinix Inc | COM | 29444U700 |  | 7881937 | 10628 | SH |  | DFND | 7 | 8350 | 0 | 2278 |
| Equinix Inc | COM | 29444U700 |  | 71470661 | 96371 | SH |  | DFND | 8 | 96171 | 0 | 200 |
| Equity Commonwealth | COM SH BEN INT | 294628102 |  | 468286 | 16600 | SH |  | DFND | 11 | 13400 | 0 | 3200 |
| Equity Commonwealth | COM SH BEN INT | 294628102 |  | 20368 | 722 | SH |  | DFND | 7 | 722 | 0 | 0 |
| Equity Commonwealth | COM SH BEN INT | 294628102 |  | 3568565 | 126500 | SH |  | DFND | 8 | 109300 | 0 | 17200 |
| Equity LifeStyle Properties Inc | COM | 29472R108 |  | 197624 | 2584 | SH |  | DFND | 7 | 2584 | 0 | 0 |
| Equity LifeStyle Properties Inc | COM | 29472R108 |  | 3663392 | 47900 | SH |  | DFND | 8 | 47900 | 0 | 0 |
| Equity Residential | SH BEN INT | 29476L107 |  | 1141984 | 12700 | SH |  | DFND | 11 | 12700 | 0 | 0 |
| Equity Residential | SH BEN INT | 29476L107 |  | 563978 | 6272 | SH |  | DFND | 7 | 6272 | 0 | 0 |
| Equity Residential | SH BEN INT | 29476L107 |  | 12435936 | 138300 | SH |  | DFND | 8 | 138300 | 0 | 0 |
| Essex Property Trust Inc | COM | 297178105 |  | 725508 | 2100 | SH |  | DFND | 11 | 2100 | 0 | 0 |
| Essex Property Trust Inc | COM | 297178105 |  | 589389 | 1706 | SH |  | DFND | 7 | 1706 | 0 | 0 |
| Essex Property Trust Inc | COM | 297178105 |  | 5873160 | 17000 | SH |  | DFND | 8 | 17000 | 0 | 0 |
| Estee Lauder Cos Inc/The | CL A | 518439104 |  | 66718 | 245 | SH |  | DFND |  | 245 | 0 | 0 |
| Estee Lauder Cos Inc/The | CL A | 518439104 |  | 1225440 | 4500 | SH |  | DFND | 11 | 4500 | 0 | 0 |
| Estee Lauder Cos Inc/The | CL A | 518439104 |  | 12324386 | 45257 | SH |  | DFND | 7 | 24469 | 0 | 20788 |
| Estee Lauder Cos Inc/The | CL A | 518439104 |  | 59285970 | 217707 | SH |  | DFND | 8 | 214950 | 0 | 2757 |
| Ethan Allen Interiors Inc | COM | 297602104 |  | 138171 | 5300 | SH |  | DFND | 11 | 4000 | 0 | 1300 |
| Ethan Allen Interiors Inc | COM | 297602104 |  | 1937001 | 74300 | SH |  | DFND | 8 | 74300 | 0 | 0 |
| Etsy Inc | COM | 29786A106 |  | 19761 | 159 | SH |  | DFND |  | 159 | 0 | 0 |
| Etsy Inc | COM | 29786A106 |  | 12029558 | 96794 | SH |  | DFND | 7 | 95936 | 0 | 858 |
| Etsy Inc | COM | 29786A106 |  | 18913676 | 152186 | SH |  | DFND | 8 | 148986 | 0 | 3200 |
| Everbridge Inc | COM | 29978A104 |  | 1876520 | 43000 | SH |  | DFND | 7 | 43000 | 0 | 0 |
| Everbridge Inc | COM | 29978A104 |  | 3143738 | 72038 | SH |  | DFND | 8 | 72038 | 0 | 0 |
| Evercore Inc | CLASS A | 29977A105 |  | 400752 | 3600 | SH |  | DFND | 11 | 2900 | 0 | 700 |
| Evercore Inc | CLASS A | 29977A105 |  | 13358400 | 120000 | SH |  | DFND | 8 | 109100 | 0 | 10900 |
| Everest Re Group Ltd | COM | G3223R108 |  | 187760 | 623 | SH |  | DFND | 7 | 623 | 0 | 0 |
| Everest Re Group Ltd | COM | G3223R108 |  | 12868926 | 42700 | SH |  | DFND | 8 | 37100 | 0 | 5600 |
| Eversource Energy | COM | 30040W108 |  | 3086650 | 35000 | SH |  | DFND | 10 | 35000 | 0 | 0 |
| Eversource Energy | COM | 30040W108 |  | 2222388 | 25200 | SH |  | DFND | 11 | 25200 | 0 | 0 |
| Eversource Energy | COM | 30040W108 |  | 182024 | 2064 | SH |  | DFND | 7 | 2064 | 0 | 0 |
| Eversource Energy | COM | 30040W108 |  | 22312070 | 253000 | SH |  | DFND | 8 | 248600 | 0 | 4400 |
| Evoqua Water Technologies Corp | COM | 30057T105 |  | 114819 | 2444 | SH |  | DFND |  | 2444 | 0 | 0 |
| Evoqua Water Technologies Corp | COM | 30057T105 |  | 31226338 | 664673 | SH |  | DFND | 8 | 664673 | 0 | 0 |
| Exact Sciences Corp | COM | 30063P105 |  | 2622280 | 37504 | SH |  | DFND | 7 | 18486 | 0 | 19018 |
| Exact Sciences Corp | COM | 30063P105 |  | 33804502 | 483474 | SH |  | DFND | 8 | 483474 | 0 | 0 |
| Exact Sciences Corp | NOTE  0.375% 3/1 | 30063PAB1 |  | 9197385 | 9715000 | PRN |  | DFND | 7 | 8265000 | 0 | 1450000 |
| Exelixis Inc | COM | 30161Q104 |  | 11822450 | 521502 | SH |  | DFND | 8 | 521502 | 0 | 0 |
| Exelon Corp | COM | 30161N101 |  | 2781401 | 58396 | SH |  | DFND | 10 | 58396 | 0 | 0 |
| Exelon Corp | COM | 30161N101 |  | 7190034 | 150956 | SH |  | DFND | 7 | 13136 | 0 | 137820 |
| Exelon Corp | COM | 30161N101 |  | 3767533 | 79100 | SH |  | DFND | 8 | 77000 | 0 | 2100 |
| Expedia Group Inc | COM NEW | 30212P303 |  | 299375 | 1530 | SH |  | DFND | 7 | 1530 | 0 | 0 |
| Expedia Group Inc | NOTE         2/1 | 30212PBE4 |  | 26387586 | 21150000 | PRN |  | DFND | 7 | 17930000 | 0 | 3220000 |
| Expeditors International of Washington Inc | COM | 302130109 |  | 1712456 | 16600 | SH |  | DFND | 11 | 16600 | 0 | 0 |
| Expeditors International of Washington Inc | COM | 302130109 |  | 233245 | 2261 | SH |  | DFND | 7 | 2261 | 0 | 0 |
| Expeditors International of Washington Inc | COM | 302130109 |  | 67910228 | 658300 | SH |  | DFND | 8 | 633900 | 0 | 24400 |
| Exponent Inc | COM | 30214U102 |  | 11118453 | 102901 | SH |  | DFND | 7 | 102901 | 0 | 0 |
| Extra Space Storage Inc | COM | 30225T102 |  | 34220475 | 166442 | SH |  | DFND | 10 | 166442 | 0 | 0 |
| Extra Space Storage Inc | COM | 30225T102 |  | 858586 | 4176 | SH |  | DFND | 7 | 4176 | 0 | 0 |
| Extra Space Storage Inc | COM | 30225T102 |  | 2343840 | 11400 | SH |  | DFND | 8 | 11400 | 0 | 0 |
| Exxon Mobil Corp | COM | 30231G102 |  | 5687395 | 68863 | SH |  | DFND |  | 68863 | 0 | 0 |
| Exxon Mobil Corp | COM | 30231G102 |  | 18283361 | 221375 | SH |  | DFND | 7 | 219155 | 0 | 2220 |
| F5 Inc | COM | 315616102 |  | 261605 | 1252 | SH |  | DFND | 7 | 1252 | 0 | 0 |
| FactSet Research Systems Inc | COM | 303075105 |  | 694640 | 1600 | SH |  | DFND | 11 | 1600 | 0 | 0 |
| FactSet Research Systems Inc | COM | 303075105 |  | 151084 | 348 | SH |  | DFND | 7 | 348 | 0 | 0 |
| FactSet Research Systems Inc | COM | 303075105 |  | 8409920 | 19371 | SH |  | DFND | 8 | 19200 | 0 | 171 |
| Fair Isaac Corp | COM | 303250104 |  | 653044 | 1400 | SH |  | DFND | 11 | 1100 | 0 | 300 |
| Fair Isaac Corp | COM | 303250104 |  | 164660 | 353 | SH |  | DFND | 7 | 353 | 0 | 0 |
| Fair Isaac Corp | COM | 303250104 |  | 9235908 | 19800 | SH |  | DFND | 8 | 14400 | 0 | 5400 |
| Fastenal Co | COM | 311900104 |  | 37303 | 628 | SH |  | DFND |  | 628 | 0 | 0 |
| Fastenal Co | COM | 311900104 |  | 2532935 | 42642 | SH |  | DFND | 11 | 42642 | 0 | 0 |
| Fastenal Co | COM | 311900104 |  | 196139 | 3302 | SH |  | DFND | 7 | 3302 | 0 | 0 |
| Fastenal Co | COM | 311900104 |  | 35714725 | 601258 | SH |  | DFND | 8 | 594521 | 0 | 6737 |
| Federal Realty Investment Trust | SH BEN INT NEW | 313745101 |  | 13492031 | 110527 | SH |  | DFND | 10 | 110527 | 0 | 0 |
| Federal Realty Investment Trust | SH BEN INT NEW | 313745101 |  | 60303 | 494 | SH |  | DFND | 7 | 494 | 0 | 0 |
| Federated Hermes Inc | CL B | 314211103 |  | 1045642 | 30700 | SH |  | DFND | 8 | 14500 | 0 | 16200 |
| FedEx Corp | COM | 31428X106 |  | 62013 | 268 | SH |  | DFND |  | 268 | 0 | 0 |
| FedEx Corp | COM | 31428X106 |  | 1149314 | 4967 | SH |  | DFND | 7 | 255 | 0 | 4712 |
| FedEx Corp | COM | 31428X106 |  | 3409532 | 14735 | SH |  | DFND | 8 | 12435 | 0 | 2300 |
| Ferguson PLC | SHS | G3421J106 |  | 751340 | 5602 | SH |  | DFND | 11 | 5602 | 0 | 0 |
| Ferguson PLC | SHS | G3421J106 |  | 97505 | 727 | SH |  | DFND | 7 | 727 | 0 | 0 |
| Ferguson PLC | SHS | G3421J106 |  | 23793290 | 177403 | SH |  | DFND | 8 | 173277 | 0 | 4126 |
| Ferrari NV | COM | N3167Y103 |  | 233858997 | 1072305 | SH |  | DFND | 7 | 993541 | 0 | 78764 |
| Ferrari NV | COM | N3167Y103 |  | 1600999 | 7341 | SH |  | DFND | 8 | 6884 | 0 | 457 |
| Fidelity National Financial Inc | FNF GROUP COM | 31620R303 |  | 107546 | 2202 | SH |  | DFND | 7 | 2202 | 0 | 0 |
| Fidelity National Financial Inc | FNF GROUP COM | 31620R303 |  | 11238084 | 230100 | SH |  | DFND | 8 | 189900 | 0 | 40200 |
| Fidelity National Information Services Inc | COM | 31620M106 |  | 68788 | 685 | SH |  | DFND |  | 685 | 0 | 0 |
| Fidelity National Information Services Inc | COM | 31620M106 |  | 29749827 | 296254 | SH |  | DFND | 7 | 270876 | 0 | 25378 |
| Fidelity National Information Services Inc | COM | 31620M106 |  | 128418201 | 1278811 | SH |  | DFND | 8 | 1261087 | 0 | 17724 |
| Fifth Third Bancorp | COM | 316773100 |  | 309501 | 7191 | SH |  | DFND | 7 | 7191 | 0 | 0 |
| First American Financial Corp | COM | 31847R102 |  | 907480 | 14000 | SH |  | DFND | 11 | 10700 | 0 | 3300 |
| First American Financial Corp | COM | 31847R102 |  | 9774856 | 150800 | SH |  | DFND | 8 | 137200 | 0 | 13600 |
| First Financial Bankshares Inc | COM | 32020R109 |  | 150008 | 3400 | SH |  | DFND | 11 | 2500 | 0 | 900 |
| First Financial Bankshares Inc | COM | 32020R109 |  | 1208888 | 27400 | SH |  | DFND | 8 | 24600 | 0 | 2800 |
| First Republic Bank/CA | COM | 33616C100 |  | 34689 | 214 | SH |  | DFND |  | 214 | 0 | 0 |
| First Republic Bank/CA | COM | 33616C100 |  | 218511 | 1348 | SH |  | DFND | 7 | 1348 | 0 | 0 |
| First Republic Bank/CA | COM | 33616C100 |  | 37668798 | 232380 | SH |  | DFND | 8 | 232380 | 0 | 0 |
| FirstService Corp | COM | 33767E202 |  | 1468359 | 10135 | SH |  | DFND | 7 | 0 | 0 | 10135 |
| First Solar Inc | COM | 336433107 |  | 35338 | 422 | SH |  | DFND |  | 422 | 0 | 0 |
| First Solar Inc | COM | 336433107 |  | 9651119 | 115251 | SH |  | DFND | 8 | 115251 | 0 | 0 |
| Fiserv Inc | COM | 337738108 |  | 65403 | 645 | SH |  | DFND |  | 645 | 0 | 0 |
| Fiserv Inc | COM | 337738108 |  | 1054560 | 10400 | SH |  | DFND | 11 | 10400 | 0 | 0 |
| Fiserv Inc | COM | 337738108 |  | 12770417 | 125941 | SH |  | DFND | 7 | 106823 | 0 | 19118 |
| Fiserv Inc | COM | 337738108 |  | 53914076 | 531697 | SH |  | DFND | 8 | 528897 | 0 | 2800 |
| Five9 Inc | COM | 338307101 |  | 52334899 | 474048 | SH |  | DFND | 8 | 467754 | 0 | 6294 |
| Five9 Inc | NOTE  0.500% 6/0 | 338307AD3 |  | 4747938 | 4350000 | PRN |  | DFND | 7 | 3700000 | 0 | 650000 |
| FleetCor Technologies Inc | COM | 339041105 |  | 3362310 | 13500 | SH |  | DFND | 8 | 12600 | 0 | 900 |
| Flex Ltd | ORD | Y2573F102 |  | 92750 | 5000 | SH |  | DFND | 11 | 2700 | 0 | 2300 |
| Flex Ltd | ORD | Y2573F102 |  | 3622815 | 195300 | SH |  | DFND | 8 | 187000 | 0 | 8300 |
| Flowserve Corp | COM | 34354P105 |  | 89750 | 2500 | SH |  | DFND | 11 | 1800 | 0 | 700 |
| Flowserve Corp | COM | 34354P105 |  | 337460 | 9400 | SH |  | DFND | 8 | 0 | 0 | 9400 |
| Fluor Corp | COM | 343412102 |  | 602490 | 21000 | SH |  | DFND | 11 | 16000 | 0 | 5000 |
| Fluor Corp | COM | 343412102 |  | 642656 | 22400 | SH |  | DFND | 8 | 2400 | 0 | 20000 |
| FMC Corp | COM NEW | 302491303 |  | 197487 | 1501 | SH |  | DFND | 7 | 1501 | 0 | 0 |
| FMC Corp | COM NEW | 302491303 |  | 1644625 | 12500 | SH |  | DFND | 8 | 12500 | 0 | 0 |
| FNB Corp/PA | COM | 302520101 |  | 551535 | 44300 | SH |  | DFND | 11 | 35600 | 0 | 8700 |
| FNB Corp/PA | COM | 302520101 |  | 595110 | 47800 | SH |  | DFND | 8 | 5100 | 0 | 42700 |
| Ford Motor Co | COM | 345370860 |  | 74472 | 4404 | SH |  | DFND |  | 4404 | 0 | 0 |
| Ford Motor Co | COM | 345370860 |  | 1198953 | 70902 | SH |  | DFND | 7 | 44110 | 0 | 26792 |
| Ford Motor Co | COM | 345370860 |  | 4672233 | 276300 | SH |  | DFND | 8 | 222900 | 0 | 53400 |
| Ford Motor Co | NOTE         3/1 | 345370CZ1 |  | 16958752 | 14241000 | PRN |  | DFND | 7 | 12068000 | 0 | 2173000 |
| Fortinet Inc | COM | 34959E109 |  | 48527 | 142 | SH |  | DFND |  | 142 | 0 | 0 |
| Fortinet Inc | COM | 34959E109 |  | 881347 | 2579 | SH |  | DFND | 7 | 2579 | 0 | 0 |
| Fortis Inc/Canada | COM | 349553107 |  | 177359 | 3583 | SH |  | DFND | 7 | 0 | 0 | 3583 |
| Fortis Inc/Canada | COM | 349553107 |  | 227700 | 4600 | SH |  | DFND | 8 | 4600 | 0 | 0 |
| Fortive Corp | COM | 34959J108 |  | 66536 | 1092 | SH |  | DFND | 7 | 1092 | 0 | 0 |
| Fortive Corp | COM | 34959J108 |  | 3764926 | 61791 | SH |  | DFND | 8 | 61791 | 0 | 0 |
| Fortune Brands Home  Security Inc | COM | 34964C106 |  | 182580 | 2458 | SH |  | DFND | 7 | 2458 | 0 | 0 |
| Fortune Brands Home  Security Inc | COM | 34964C106 |  | 1543464 | 20779 | SH |  | DFND | 8 | 20779 | 0 | 0 |
| Four Corners Property Trust Inc | COM | 35086T109 |  | 289328 | 10700 | SH |  | DFND | 11 | 9000 | 0 | 1700 |
| Four Corners Property Trust Inc | COM | 35086T109 |  | 140608 | 5200 | SH |  | DFND | 8 | 0 | 0 | 5200 |
| Fox Corp | CL A COM | 35137L105 |  | 212951 | 5398 | SH |  | DFND | 7 | 4800 | 0 | 598 |
| Fox Factory Holding Corp | COM | 35138V102 |  | 4166205 | 42534 | SH |  | DFND | 7 | 42534 | 0 | 0 |
| Fox Factory Holding Corp | COM | 35138V102 |  | 176310 | 1800 | SH |  | DFND | 8 | 1800 | 0 | 0 |
| Franco-Nevada Corp | COM | 351858105 |  | 638080 | 4000 | SH |  | DFND | 11 | 4000 | 0 | 0 |
| Franco-Nevada Corp | COM | 351858105 |  | 19877149 | 124606 | SH |  | DFND | 7 | 124226 | 0 | 380 |
| Franco-Nevada Corp | COM | 351858105 |  | 2552320 | 16000 | SH |  | DFND | 8 | 15400 | 0 | 600 |
| Franklin Covey Co | COM | 353469109 |  | 135660 | 3000 | SH |  | DFND | 11 | 2300 | 0 | 700 |
| Franklin Covey Co | COM | 353469109 |  | 189924 | 4200 | SH |  | DFND | 8 | 1400 | 0 | 2800 |
| Franklin Resources Inc | COM | 354613101 |  | 555608 | 19900 | SH |  | DFND | 11 | 17500 | 0 | 2400 |
| Franklin Resources Inc | COM | 354613101 |  | 8488 | 304 | SH |  | DFND | 7 | 304 | 0 | 0 |
| Franklin Resources Inc | COM | 354613101 |  | 15615656 | 559300 | SH |  | DFND | 8 | 498800 | 0 | 60500 |
| Freeport-McMoRan Inc | CL B | 35671D857 |  | 75306 | 1514 | SH |  | DFND |  | 1514 | 0 | 0 |
| Freeport-McMoRan Inc | CL B | 35671D857 |  | 4302510 | 86500 | SH |  | DFND | 8 | 83400 | 0 | 3100 |
| Freshpet Inc | COM | 358039105 |  | 30272539 | 294939 | SH |  | DFND | 8 | 294939 | 0 | 0 |
| FTI Consulting Inc | COM | 302941109 |  | 4685156 | 29800 | SH |  | DFND | 8 | 25000 | 0 | 4800 |
| Gaming and Leisure Properties Inc | COM | 36467J108 |  | 588596 | 12542 | SH |  | DFND | 11 | 10105 | 0 | 2437 |
| Gaming and Leisure Properties Inc | COM | 36467J108 |  | 64200 | 1368 | SH |  | DFND | 7 | 1368 | 0 | 0 |
| Gaming and Leisure Properties Inc | COM | 36467J108 |  | 5041596 | 107428 | SH |  | DFND | 8 | 96000 | 0 | 11428 |
| Garmin Ltd | SHS | H2906T109 |  | 2051953 | 17300 | SH |  | DFND | 11 | 17300 | 0 | 0 |
| Garmin Ltd | SHS | H2906T109 |  | 248844 | 2098 | SH |  | DFND | 7 | 2098 | 0 | 0 |
| Garmin Ltd | SHS | H2906T109 |  | 31426194 | 264954 | SH |  | DFND | 8 | 262000 | 0 | 2954 |
| Gartner Inc | COM | 366651107 |  | 118984 | 400 | SH |  | DFND | 11 | 400 | 0 | 0 |
| Gartner Inc | COM | 366651107 |  | 350408 | 1178 | SH |  | DFND | 7 | 1178 | 0 | 0 |
| Gartner Inc | COM | 366651107 |  | 1427808 | 4800 | SH |  | DFND | 8 | 4800 | 0 | 0 |
| Generac Holdings Inc | COM | 368736104 |  | 445890 | 1500 | SH |  | DFND | 11 | 1500 | 0 | 0 |
| Generac Holdings Inc | COM | 368736104 |  | 136442 | 459 | SH |  | DFND | 7 | 459 | 0 | 0 |
| Generac Holdings Inc | COM | 368736104 |  | 5680341 | 19109 | SH |  | DFND | 8 | 17009 | 0 | 2100 |
| General Dynamics Corp | COM | 369550108 |  | 29906 | 124 | SH |  | DFND |  | 124 | 0 | 0 |
| General Dynamics Corp | COM | 369550108 |  | 2460036 | 10200 | SH |  | DFND | 11 | 10200 | 0 | 0 |
| General Electric Co | COM NEW | 369604301 |  | 106263 | 1272 | SH |  | DFND |  | 1272 | 0 | 0 |
| General Electric Co | COM NEW | 369604301 |  | 9615788 | 115104 | SH |  | DFND | 7 | 12952 | 0 | 102152 |
| General Electric Co | COM NEW | 369604301 |  | 5679634 | 67987 | SH |  | DFND | 8 | 65625 | 0 | 2362 |
| General Mills Inc | COM | 370334104 |  | 44695 | 660 | SH |  | DFND |  | 660 | 0 | 0 |
| General Mills Inc | COM | 370334104 |  | 1645596 | 24300 | SH |  | DFND | 11 | 24300 | 0 | 0 |
| General Mills Inc | COM | 370334104 |  | 792730 | 11706 | SH |  | DFND | 7 | 4733 | 0 | 6973 |
| General Mills Inc | COM | 370334104 |  | 36555256 | 539800 | SH |  | DFND | 8 | 528700 | 0 | 11100 |
| General Motors Co | COM | 37045V100 |  | 70115 | 1603 | SH |  | DFND |  | 1603 | 0 | 0 |
| General Motors Co | COM | 37045V100 |  | 533541 | 12198 | SH |  | DFND | 7 | 7432 | 0 | 4766 |
| General Motors Co | COM | 37045V100 |  | 78019913 | 1783720 | SH |  | DFND | 8 | 1689872 | 0 | 93848 |
| Genesco Inc | COM | 371532102 |  | 152664 | 2400 | SH |  | DFND | 11 | 2400 | 0 | 0 |
| Genesco Inc | COM | 371532102 |  | 152664 | 2400 | SH |  | DFND | 8 | 0 | 0 | 2400 |
| Genpact Ltd | SHS | G3922B107 |  | 861498 | 19800 | SH |  | DFND | 8 | 19800 | 0 | 0 |
| Gentex Corp | COM | 371901109 |  | 4961292 | 170082 | SH |  | DFND | 8 | 170082 | 0 | 0 |
| Genuine Parts Co | COM | 372460105 |  | 263256 | 2089 | SH |  | DFND | 7 | 2089 | 0 | 0 |
| Genuine Parts Co | COM | 372460105 |  | 6754672 | 53600 | SH |  | DFND | 8 | 53600 | 0 | 0 |
| GEO Group Inc/The | COM | 36162J106 |  | 95184 | 14400 | SH |  | DFND | 11 | 14400 | 0 | 0 |
| Gerdau SA | SPON ADR REP PFD | 373737105 |  | 181050 | 28157 | SH |  | DFND | 7 | 0 | 0 | 28157 |
| G-III Apparel Group Ltd | COM | 36237H101 |  | 183940 | 6800 | SH |  | DFND | 11 | 4500 | 0 | 2300 |
| G-III Apparel Group Ltd | COM | 36237H101 |  | 1330860 | 49200 | SH |  | DFND | 8 | 42300 | 0 | 6900 |
| Gildan Activewear Inc | COM | 375916103 |  | 7346 | 196 | SH |  | DFND | 7 | 196 | 0 | 0 |
| Gildan Activewear Inc | COM | 375916103 |  | 1742820 | 46500 | SH |  | DFND | 8 | 29900 | 0 | 16600 |
| Gilead Sciences Inc | COM | 375558103 |  | 81863 | 1377 | SH |  | DFND |  | 1377 | 0 | 0 |
| Gilead Sciences Inc | COM | 375558103 |  | 101065 | 1700 | SH |  | DFND | 11 | 1700 | 0 | 0 |
| Gilead Sciences Inc | COM | 375558103 |  | 4675564 | 78647 | SH |  | DFND | 7 | 46269 | 0 | 32378 |
| Gilead Sciences Inc | COM | 375558103 |  | 114560269 | 1927002 | SH |  | DFND | 8 | 1855302 | 0 | 71700 |
| Glacier Bancorp Inc | COM | 37637Q105 |  | 130728 | 2600 | SH |  | DFND | 11 | 1900 | 0 | 700 |
| Glacier Bancorp Inc | COM | 37637Q105 |  | 1086048 | 21600 | SH |  | DFND | 8 | 19400 | 0 | 2200 |
| Global Payments Inc | COM | 37940X102 |  | 41326 | 302 | SH |  | DFND |  | 302 | 0 | 0 |
| Global Payments Inc | COM | 37940X102 |  | 23330673 | 170496 | SH |  | DFND | 7 | 164690 | 0 | 5806 |
| Global Payments Inc | COM | 37940X102 |  | 126349298 | 923336 | SH |  | DFND | 8 | 918936 | 0 | 4400 |
| Globant SA | COM | L44385109 |  | 2879625 | 10988 | SH |  | DFND | 7 | 8797 | 0 | 2191 |
| Globant SA | COM | L44385109 |  | 33608381 | 128242 | SH |  | DFND | 8 | 128242 | 0 | 0 |
| Globus Medical Inc | CL A | 379577208 |  | 3704641 | 50212 | SH |  | DFND | 7 | 35958 | 0 | 14254 |
| Globus Medical Inc | CL A | 379577208 |  | 112724773 | 1527850 | SH |  | DFND | 8 | 1518174 | 0 | 9676 |
| GoDaddy Inc | CL A | 380237107 |  | 544050 | 6500 | SH |  | DFND | 11 | 5100 | 0 | 1400 |
| GoDaddy Inc | CL A | 380237107 |  | 502200 | 6000 | SH |  | DFND | 8 | 0 | 0 | 6000 |
| Goldman Sachs Group Inc/The | COM | 38141G104 |  | 144914 | 439 | SH |  | DFND |  | 439 | 0 | 0 |
| Goldman Sachs Group Inc/The | COM | 38141G104 |  | 12019601 | 36412 | SH |  | DFND | 7 | 21480 | 0 | 14932 |
| Goldman Sachs Group Inc/The | COM | 38141G104 |  | 8450560 | 25600 | SH |  | DFND | 8 | 22100 | 0 | 3500 |
| GoPro Inc | CL A | 38268T103 |  | 114302 | 13400 | SH |  | DFND | 11 | 13400 | 0 | 0 |
| GoPro Inc | CL A | 38268T103 |  | 1226614 | 143800 | SH |  | DFND | 8 | 130500 | 0 | 13300 |
| Grand Canyon Education Inc | COM | 38526M106 |  | 10345031 | 106529 | SH |  | DFND | 8 | 106529 | 0 | 0 |
| Green Plains Inc | COM | 393222104 |  | 130242 | 4200 | SH |  | DFND | 11 | 4200 | 0 | 0 |
| Green Plains Inc | COM | 393222104 |  | 133343 | 4300 | SH |  | DFND | 8 | 0 | 0 | 4300 |
| Griffon Corp | COM | 398433102 |  | 208312 | 10400 | SH |  | DFND | 11 | 7900 | 0 | 2500 |
| Griffon Corp | COM | 398433102 |  | 158237 | 7900 | SH |  | DFND | 8 | 2500 | 0 | 5400 |
| Group 1 Automotive Inc | COM | 398905109 |  | 520273 | 3100 | SH |  | DFND | 11 | 2600 | 0 | 500 |
| Group 1 Automotive Inc | COM | 398905109 |  | 3893656 | 23200 | SH |  | DFND | 8 | 17600 | 0 | 5600 |
| Groupon Inc | COM NEW | 399473206 |  | 117303 | 6100 | SH |  | DFND | 11 | 4600 | 0 | 1500 |
| Groupon Inc | COM NEW | 399473206 |  | 1740315 | 90500 | SH |  | DFND | 8 | 84800 | 0 | 5700 |
| Guardant Health Inc | COM | 40131M109 |  | 17345275 | 261855 | SH |  | DFND | 8 | 261855 | 0 | 0 |
| Guardant Health Inc | NOTE        11/1 | 40131MAB5 |  | 5294380 | 6516000 | PRN |  | DFND | 7 | 5530000 | 0 | 986000 |
| Guess Inc | COM | 401617105 |  | 253460 | 11600 | SH |  | DFND | 11 | 8500 | 0 | 3100 |
| Guess Inc | COM | 401617105 |  | 2593595 | 118700 | SH |  | DFND | 8 | 108900 | 0 | 9800 |
| GXO Logistics Inc | COMMON STOCK | 36262G101 |  | 48314944 | 677249 | SH |  | DFND | 8 | 670737 | 0 | 6512 |
| Hackett Group Inc/The | COM | 404609109 |  | 179868 | 7800 | SH |  | DFND | 11 | 6200 | 0 | 1600 |
| Hackett Group Inc/The | COM | 404609109 |  | 2365956 | 102600 | SH |  | DFND | 8 | 102600 | 0 | 0 |
| Halliburton Co | COM | 406216101 |  | 9742360 | 257258 | SH |  | DFND | 7 | 250359 | 0 | 6899 |
| Halozyme Therapeutics Inc | COM | 40637H109 |  | 207376 | 5200 | SH |  | DFND | 8 | 5200 | 0 | 0 |
| Hanesbrands Inc | COM | 410345102 |  | 708764 | 47600 | SH |  | DFND | 11 | 36400 | 0 | 11200 |
| Hanesbrands Inc | COM | 410345102 |  | 6402700 | 430000 | SH |  | DFND | 8 | 326900 | 0 | 103100 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | COM | 41068X100 |  | 2698245 | 56889 | SH |  | DFND | 7 | 0 | 0 | 56889 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | COM | 41068X100 |  | 21095915 | 444780 | SH |  | DFND | 8 | 444780 | 0 | 0 |
| Hartford Financial Services Group Inc/The | COM | 416515104 |  | 1041245 | 14500 | SH |  | DFND | 11 | 14500 | 0 | 0 |
| Hartford Financial Services Group Inc/The | COM | 416515104 |  | 310650 | 4326 | SH |  | DFND | 7 | 4326 | 0 | 0 |
| Hartford Financial Services Group Inc/The | COM | 416515104 |  | 2355368 | 32800 | SH |  | DFND | 8 | 31500 | 0 | 1300 |
| Haverty Furniture Cos Inc | COM | 419596101 |  | 109680 | 4000 | SH |  | DFND | 11 | 3000 | 0 | 1000 |
| Haverty Furniture Cos Inc | COM | 419596101 |  | 1557456 | 56800 | SH |  | DFND | 8 | 56800 | 0 | 0 |
| Hawaiian Electric Industries Inc | COM | 419870100 |  | 435793 | 10300 | SH |  | DFND | 11 | 8800 | 0 | 1500 |
| Hawaiian Electric Industries Inc | COM | 419870100 |  | 152316 | 3600 | SH |  | DFND | 8 | 0 | 0 | 3600 |
| HCA Healthcare Inc | COM | 40412C101 |  | 67667 | 270 | SH |  | DFND |  | 270 | 0 | 0 |
| HCA Healthcare Inc | COM | 40412C101 |  | 1278162 | 5100 | SH |  | DFND | 11 | 5100 | 0 | 0 |
| HCA Healthcare Inc | COM | 40412C101 |  | 62906 | 251 | SH |  | DFND | 7 | 251 | 0 | 0 |
| HCA Healthcare Inc | COM | 40412C101 |  | 37896751 | 151212 | SH |  | DFND | 8 | 149912 | 0 | 1300 |
| HDFC Bank Ltd | SPONSORED ADS | 40415F101 |  | 10709567 | 174622 | SH |  | DFND |  | 174622 | 0 | 0 |
| HDFC Bank Ltd | SPONSORED ADS | 40415F101 |  | 28713111 | 468174 | SH |  | DFND | 7 | 368476 | 0 | 99698 |
| HDFC Bank Ltd | SPONSORED ADS | 40415F101 |  | 35902643 | 585401 | SH |  | DFND | 8 | 585401 | 0 | 0 |
| Healthcare Realty Trust Inc | COM | 421946104 |  | 1374000 | 50000 | SH |  | DFND | 10 | 50000 | 0 | 0 |
| Healthcare Realty Trust Inc | COM | 421946104 |  | 18027 | 656 | SH |  | DFND | 7 | 656 | 0 | 0 |
| Healthpeak Properties Inc | COM | 42250P103 |  | 38483106 | 1120976 | SH |  | DFND | 10 | 1120976 | 0 | 0 |
| Healthpeak Properties Inc | COM | 42250P103 |  | 411342 | 11982 | SH |  | DFND | 7 | 11982 | 0 | 0 |
| Healthpeak Properties Inc | COM | 42250P103 |  | 3058803 | 89100 | SH |  | DFND | 8 | 89100 | 0 | 0 |
| HEICO Corp | COM | 422806109 |  | 21919370 | 142760 | SH |  | DFND | 8 | 142760 | 0 | 0 |
| Hello Group Inc | ADS | 423403104 |  | 17606 | 3046 | SH |  | DFND |  | 3046 | 0 | 0 |
| Hello Group Inc | ADS | 423403104 |  | 52598 | 9100 | SH |  | DFND | 8 | 9100 | 0 | 0 |
| Henry Schein Inc | COM | 806407102 |  | 1665329 | 19100 | SH |  | DFND | 11 | 15100 | 0 | 4000 |
| Henry Schein Inc | COM | 806407102 |  | 285547 | 3275 | SH |  | DFND | 7 | 3275 | 0 | 0 |
| Henry Schein Inc | COM | 806407102 |  | 22948408 | 263200 | SH |  | DFND | 8 | 225400 | 0 | 37800 |
| Hershey Co/The | COM | 427866108 |  | 1234791 | 5700 | SH |  | DFND | 11 | 5700 | 0 | 0 |
| Hershey Co/The | COM | 427866108 |  | 399682 | 1845 | SH |  | DFND | 7 | 1845 | 0 | 0 |
| Hershey Co/The | COM | 427866108 |  | 28503309 | 131576 | SH |  | DFND | 8 | 130600 | 0 | 976 |
| Hess Corp | COM | 42809H107 |  | 1116534 | 10431 | SH |  | DFND | 7 | 10431 | 0 | 0 |
| Hess Corp | COM | 42809H107 |  | 14017209 | 130953 | SH |  | DFND | 8 | 130953 | 0 | 0 |
| Hewlett Packard Enterprise Co | COM | 42824C109 |  | 180468 | 10800 | SH |  | DFND | 11 | 8500 | 0 | 2300 |
| Hewlett Packard Enterprise Co | COM | 42824C109 |  | 435563 | 26066 | SH |  | DFND | 7 | 26066 | 0 | 0 |
| Hewlett Packard Enterprise Co | COM | 42824C109 |  | 55534014 | 3323400 | SH |  | DFND | 8 | 3275400 | 0 | 48000 |
| HF Sinclair Corp | COM | 403949100 |  | 697375 | 17500 | SH |  | DFND | 11 | 16100 | 0 | 1400 |
| HF Sinclair Corp | COM | 403949100 |  | 6523445 | 163700 | SH |  | DFND | 8 | 119900 | 0 | 43800 |
| Hibbett Inc | COM | 428567101 |  | 97548 | 2200 | SH |  | DFND | 11 | 2200 | 0 | 0 |
| Hibbett Inc | COM | 428567101 |  | 124152 | 2800 | SH |  | DFND | 8 | 0 | 0 | 2800 |
| Hilltop Holdings Inc | COM | 432748101 |  | 26460 | 900 | SH |  | DFND | 11 | 900 | 0 | 0 |
| Hilltop Holdings Inc | COM | 432748101 |  | 1790460 | 60900 | SH |  | DFND | 8 | 60900 | 0 | 0 |
| Hologic Inc | COM | 436440101 |  | 192050 | 2500 | SH |  | DFND | 11 | 2500 | 0 | 0 |
| Hologic Inc | COM | 436440101 |  | 177992 | 2317 | SH |  | DFND | 7 | 2317 | 0 | 0 |
| Hologic Inc | COM | 436440101 |  | 71058654 | 925002 | SH |  | DFND | 8 | 889302 | 0 | 35700 |
| Home Depot Inc/The | COM | 437076102 |  | 370870 | 1239 | SH |  | DFND |  | 1239 | 0 | 0 |
| Home Depot Inc/The | COM | 437076102 |  | 3651826 | 12200 | SH |  | DFND | 11 | 12200 | 0 | 0 |
| Home Depot Inc/The | COM | 437076102 |  | 55713994 | 186129 | SH |  | DFND | 7 | 136239 | 0 | 49890 |
| Home Depot Inc/The | COM | 437076102 |  | 91618028 | 306077 | SH |  | DFND | 8 | 286497 | 0 | 19580 |
| Honeywell International Inc | COM | 438516106 |  | 152551 | 784 | SH |  | DFND |  | 784 | 0 | 0 |
| Honeywell International Inc | COM | 438516106 |  | 1809594 | 9300 | SH |  | DFND | 11 | 9300 | 0 | 0 |
| Honeywell International Inc | COM | 438516106 |  | 31738333 | 163112 | SH |  | DFND | 7 | 65988 | 0 | 97124 |
| Honeywell International Inc | COM | 438516106 |  | 30704724 | 157800 | SH |  | DFND | 8 | 155200 | 0 | 2600 |
| Horizon Therapeutics Plc | SHS | G46188101 |  | 210420 | 2000 | SH |  | DFND | 7 | 2000 | 0 | 0 |
| Horizon Therapeutics Plc | SHS | G46188101 |  | 47269170 | 449284 | SH |  | DFND | 8 | 449284 | 0 | 0 |
| Hormel Foods Corp | COM | 440452100 |  | 306818 | 5953 | SH |  | DFND | 7 | 5953 | 0 | 0 |
| Host Hotels  Resorts Inc | COM | 44107P104 |  | 23223222 | 1195225 | SH |  | DFND | 10 | 1195225 | 0 | 0 |
| Host Hotels  Resorts Inc | COM | 44107P104 |  | 331437 | 17058 | SH |  | DFND | 7 | 17058 | 0 | 0 |
| Houlihan Lokey Inc | CL A | 441593100 |  | 5663100 | 64500 | SH |  | DFND | 8 | 55900 | 0 | 8600 |
| HP Inc | COM | 40434L105 |  | 49840 | 1373 | SH |  | DFND |  | 1373 | 0 | 0 |
| HP Inc | COM | 40434L105 |  | 1201530 | 33100 | SH |  | DFND | 11 | 33100 | 0 | 0 |
| HP Inc | COM | 40434L105 |  | 982423 | 27064 | SH |  | DFND | 7 | 27064 | 0 | 0 |
| HP Inc | COM | 40434L105 |  | 36216510 | 997700 | SH |  | DFND | 8 | 981200 | 0 | 16500 |
| H Block Inc | COM | 093671105 |  | 2650872 | 101800 | SH |  | DFND | 8 | 62900 | 0 | 38900 |
| Huazhu Group Ltd | NOTE  0.375%11/0 | 16949NAC3 |  | 3127962 | 3100000 | PRN |  | DFND | 7 | 2600000 | 0 | 500000 |
| Hub Group Inc | CL A | 443320106 |  | 69489 | 900 | SH |  | DFND | 11 | 0 | 0 | 900 |
| Hub Group Inc | CL A | 443320106 |  | 355166 | 4600 | SH |  | DFND | 8 | 0 | 0 | 4600 |
| HubSpot Inc | COM | 443573100 |  | 150556 | 317 | SH |  | DFND | 7 | 317 | 0 | 0 |
| HubSpot Inc | COM | 443573100 |  | 37770553 | 79527 | SH |  | DFND | 8 | 78560 | 0 | 967 |
| Hudson Pacific Properties Inc | COM | 444097109 |  | 3746250 | 135000 | SH |  | DFND | 10 | 135000 | 0 | 0 |
| Hudson Pacific Properties Inc | COM | 444097109 |  | 19730 | 711 | SH |  | DFND | 7 | 711 | 0 | 0 |
| Humana Inc | COM | 444859102 |  | 58748 | 135 | SH |  | DFND |  | 135 | 0 | 0 |
| Humana Inc | COM | 444859102 |  | 115320 | 265 | SH |  | DFND | 7 | 265 | 0 | 0 |
| Humana Inc | COM | 444859102 |  | 34403670 | 79058 | SH |  | DFND | 8 | 78758 | 0 | 300 |
| Huntington Bancshares Inc/OH | COM | 446150104 |  | 374915 | 25644 | SH |  | DFND | 7 | 25644 | 0 | 0 |
| Huntsman Corp | COM | 447011107 |  | 1102794 | 29400 | SH |  | DFND | 11 | 24400 | 0 | 5000 |
| Huntsman Corp | COM | 447011107 |  | 21136885 | 563500 | SH |  | DFND | 8 | 516300 | 0 | 47200 |
| Huron Consulting Group Inc | COM | 447462102 |  | 123687 | 2700 | SH |  | DFND | 11 | 2100 | 0 | 600 |
| Huron Consulting Group Inc | COM | 447462102 |  | 178659 | 3900 | SH |  | DFND | 8 | 0 | 0 | 3900 |
| Hyatt Hotels Corp | COM CL A | 448579102 |  | 419980 | 4400 | SH |  | DFND | 8 | 0 | 0 | 4400 |
| IAA Inc | COM | 449253103 |  | 1197225 | 31300 | SH |  | DFND | 8 | 31300 | 0 | 0 |
| ICF International Inc | COM | 44925C103 |  | 310662 | 3300 | SH |  | DFND | 11 | 2600 | 0 | 700 |
| ICF International Inc | COM | 44925C103 |  | 404802 | 4300 | SH |  | DFND | 8 | 1300 | 0 | 3000 |
| ICICI Bank Ltd | ADR | 45104G104 |  | 54112 | 2857 | SH |  | DFND |  | 2857 | 0 | 0 |
| ICICI Bank Ltd | ADR | 45104G104 |  | 533919 | 28190 | SH |  | DFND | 7 | 0 | 0 | 28190 |
| ICON PLC | SHS | G4705A100 |  | 9969831 | 40991 | SH |  | DFND | 7 | 40991 | 0 | 0 |
| ICON PLC | SHS | G4705A100 |  | 6088283 | 25032 | SH |  | DFND | 8 | 25032 | 0 | 0 |
| Ideaya Biosciences Inc | COM | 45166A102 |  | 3156744 | 282104 | SH |  | DFND | 8 | 282104 | 0 | 0 |
| IDEX Corp | COM | 45167R104 |  | 287595 | 1500 | SH |  | DFND | 11 | 1500 | 0 | 0 |
| IDEX Corp | COM | 45167R104 |  | 140538 | 733 | SH |  | DFND | 7 | 733 | 0 | 0 |
| IDEX Corp | COM | 45167R104 |  | 34348430 | 179150 | SH |  | DFND | 8 | 178750 | 0 | 400 |
| IDEXX Laboratories Inc | COM | 45168D104 |  | 48688 | 89 | SH |  | DFND |  | 89 | 0 | 0 |
| IDEXX Laboratories Inc | COM | 45168D104 |  | 1182744 | 2162 | SH |  | DFND | 11 | 2162 | 0 | 0 |
| IDEXX Laboratories Inc | COM | 45168D104 |  | 319483 | 584 | SH |  | DFND | 7 | 584 | 0 | 0 |
| IDEXX Laboratories Inc | COM | 45168D104 |  | 67967829 | 124242 | SH |  | DFND | 8 | 116896 | 0 | 7346 |
| Illinois Tool Works Inc | COM | 452308109 |  | 73499 | 351 | SH |  | DFND |  | 351 | 0 | 0 |
| Illinois Tool Works Inc | COM | 452308109 |  | 3769200 | 18000 | SH |  | DFND | 11 | 18000 | 0 | 0 |
| Illinois Tool Works Inc | COM | 452308109 |  | 2548817 | 12172 | SH |  | DFND | 7 | 10164 | 0 | 2008 |
| Illinois Tool Works Inc | COM | 452308109 |  | 59972160 | 286400 | SH |  | DFND | 8 | 280400 | 0 | 6000 |
| Illumina Inc | COM | 452327109 |  | 54506 | 156 | SH |  | DFND |  | 156 | 0 | 0 |
| Illumina Inc | COM | 452327109 |  | 83157 | 238 | SH |  | DFND | 7 | 238 | 0 | 0 |
| Illumina Inc | COM | 452327109 |  | 63603378 | 182036 | SH |  | DFND | 8 | 180736 | 0 | 1300 |
| Illumina Inc | NOTE         8/1 | 452327AK5 |  | 14073859 | 12728000 | PRN |  | DFND | 7 | 10700000 | 0 | 2028000 |
| Imperial Oil Ltd | COM NEW | 453038408 |  | 375978 | 7781 | SH |  | DFND | 7 | 7781 | 0 | 0 |
| Incyte Corp | COM | 45337C102 |  | 130487 | 1643 | SH |  | DFND | 7 | 1643 | 0 | 0 |
| Incyte Corp | COM | 45337C102 |  | 12247596 | 154213 | SH |  | DFND | 8 | 154213 | 0 | 0 |
| Industrial Logistics Properties Trust | COM SHS BEN INT | 456237106 |  | 276574 | 12200 | SH |  | DFND | 11 | 9300 | 0 | 2900 |
| Industrial Logistics Properties Trust | COM SHS BEN INT | 456237106 |  | 260705 | 11500 | SH |  | DFND | 8 | 0 | 0 | 11500 |
| Infosys Ltd | SPONSORED ADR | 456788108 |  | 7992179 | 321100 | SH |  | DFND |  | 321100 | 0 | 0 |
| Infosys Ltd | SPONSORED ADR | 456788108 |  | 42817446 | 1720267 | SH |  | DFND | 7 | 1405500 | 0 | 314767 |
| Ingersoll Rand Inc | COM | 45687V106 |  | 201702 | 4006 | SH |  | DFND | 7 | 4006 | 0 | 0 |
| Ingersoll Rand Inc | COM | 45687V106 |  | 4550834 | 90384 | SH |  | DFND | 8 | 90384 | 0 | 0 |
| Ingredion Inc | COM | 457187102 |  | 1132950 | 13000 | SH |  | DFND | 8 | 13000 | 0 | 0 |
| Innospec Inc | COM | 45768S105 |  | 2147160 | 23200 | SH |  | DFND | 8 | 23200 | 0 | 0 |
| Innovative Industrial Properties Inc | COM | 45781V101 |  | 703700 | 3426 | SH |  | DFND | 10 | 3426 | 0 | 0 |
| Insmed Inc | COM PAR $.01 | 457669307 |  | 18680855 | 794930 | SH |  | DFND | 8 | 794930 | 0 | 0 |
| Insulet Corp | COM | 45784P101 |  | 118277 | 444 | SH |  | DFND | 7 | 444 | 0 | 0 |
| Insulet Corp | COM | 45784P101 |  | 692614 | 2600 | SH |  | DFND | 8 | 2600 | 0 | 0 |
| Integer Holdings Corp | COM | 45826H109 |  | 410907 | 5100 | SH |  | DFND | 11 | 4100 | 0 | 1000 |
| Integer Holdings Corp | COM | 45826H109 |  | 3238914 | 40200 | SH |  | DFND | 8 | 35900 | 0 | 4300 |
| Intel Corp | COM | 458140100 |  | 221831 | 4476 | SH |  | DFND |  | 4476 | 0 | 0 |
| Intel Corp | COM | 458140100 |  | 2022147 | 40802 | SH |  | DFND | 11 | 40802 | 0 | 0 |
| Intel Corp | COM | 458140100 |  | 8900034 | 179581 | SH |  | DFND | 7 | 60560 | 0 | 119021 |
| Intel Corp | COM | 458140100 |  | 80478898 | 1623868 | SH |  | DFND | 8 | 1518736 | 0 | 105132 |
| Intellia Therapeutics Inc | COM | 45826J105 |  | 2824247 | 38864 | SH |  | DFND | 8 | 38864 | 0 | 0 |
| Intercontinental Exchange Inc | COM | 45866F104 |  | 82311 | 623 | SH |  | DFND |  | 623 | 0 | 0 |
| Intercontinental Exchange Inc | COM | 45866F104 |  | 2734884 | 20700 | SH |  | DFND | 11 | 20700 | 0 | 0 |
| Intercontinental Exchange Inc | COM | 45866F104 |  | 75176 | 569 | SH |  | DFND | 7 | 569 | 0 | 0 |
| Intercontinental Exchange Inc | COM | 45866F104 |  | 108900571 | 824255 | SH |  | DFND | 8 | 820055 | 0 | 4200 |
| InterDigital Inc | COM | 45867G101 |  | 338140 | 5300 | SH |  | DFND | 11 | 4000 | 0 | 1300 |
| InterDigital Inc | COM | 45867G101 |  | 440220 | 6900 | SH |  | DFND | 8 | 2000 | 0 | 4900 |
| International Bancshares Corp | COM | 459044103 |  | 29547 | 700 | SH |  | DFND | 11 | 700 | 0 | 0 |
| International Bancshares Corp | COM | 459044103 |  | 181503 | 4300 | SH |  | DFND | 8 | 0 | 0 | 4300 |
| International Business Machines Corp | COM | 459200101 |  | 119228 | 917 | SH |  | DFND |  | 917 | 0 | 0 |
| International Business Machines Corp | COM | 459200101 |  | 7627363 | 58663 | SH |  | DFND | 7 | 31194 | 0 | 27469 |
| International Business Machines Corp | COM | 459200101 |  | 2483382 | 19100 | SH |  | DFND | 8 | 19100 | 0 | 0 |
| International Flavors  Fragrances Inc | COM | 459506101 |  | 1549694 | 11800 | SH |  | DFND |  | 11800 | 0 | 0 |
| International Flavors  Fragrances Inc | COM | 459506101 |  | 9840032 | 74926 | SH |  | DFND | 7 | 74926 | 0 | 0 |
| International Paper Co | COM | 460146103 |  | 77624 | 1682 | SH |  | DFND | 7 | 1682 | 0 | 0 |
| International Paper Co | COM | 460146103 |  | 4107350 | 89000 | SH |  | DFND | 8 | 89000 | 0 | 0 |
| Interpublic Group of Cos Inc/The | COM | 460690100 |  | 14109 | 398 | SH |  | DFND | 7 | 398 | 0 | 0 |
| Interpublic Group of Cos Inc/The | COM | 460690100 |  | 3165685 | 89300 | SH |  | DFND | 8 | 89300 | 0 | 0 |
| Intuit Inc | COM | 461202103 |  | 159158 | 331 | SH |  | DFND |  | 331 | 0 | 0 |
| Intuit Inc | COM | 461202103 |  | 1444443 | 3004 | SH |  | DFND | 11 | 3004 | 0 | 0 |
| Intuit Inc | COM | 461202103 |  | 13258201 | 27573 | SH |  | DFND | 7 | 15862 | 0 | 11711 |
| Intuit Inc | COM | 461202103 |  | 56039017 | 116544 | SH |  | DFND | 8 | 109254 | 0 | 7290 |
| Intuitive Surgical Inc | COM NEW | 46120E602 |  | 111018 | 368 | SH |  | DFND |  | 368 | 0 | 0 |
| Intuitive Surgical Inc | COM NEW | 46120E602 |  | 43378567 | 143790 | SH |  | DFND | 7 | 106236 | 0 | 37554 |
| Intuitive Surgical Inc | COM NEW | 46120E602 |  | 234951099 | 778809 | SH |  | DFND | 8 | 772652 | 0 | 6157 |
| Invesco CurrencyShares Euro Currency Trust | EURO SHS | 46138K103 |  | 1081696 | 10544 | SH |  | DFND |  | 10544 | 0 | 0 |
| Invesco Ltd | SHS | G491BT108 |  | 8048 | 349 | SH |  | DFND | 7 | 349 | 0 | 0 |
| Invesco Ltd | SHS | G491BT108 |  | 12812136 | 555600 | SH |  | DFND | 8 | 511300 | 0 | 44300 |
| Invitation Homes Inc | COM | 46187W107 |  | 34600806 | 861145 | SH |  | DFND | 10 | 861145 | 0 | 0 |
| Invitation Homes Inc | COM | 46187W107 |  | 534153 | 13294 | SH |  | DFND | 7 | 13294 | 0 | 0 |
| Ionis Pharmaceuticals Inc | COM | 462222100 |  | 600048 | 16200 | SH |  | DFND | 11 | 13800 | 0 | 2400 |
| Ionis Pharmaceuticals Inc | COM | 462222100 |  | 2596504 | 70100 | SH |  | DFND | 8 | 54800 | 0 | 15300 |
| IPG Photonics Corp | COM | 44980X109 |  | 910130 | 8292 | SH |  | DFND | 8 | 8292 | 0 | 0 |
| iQIYI Inc | SPONSORED ADS | 46267X108 |  | 98250 | 21641 | SH |  | DFND |  | 21641 | 0 | 0 |
| iQIYI Inc | SPONSORED ADS | 46267X108 |  | 4921555 | 1084043 | SH |  | DFND | 8 | 1084043 | 0 | 0 |
| IQVIA Holdings Inc | COM | 46266C105 |  | 47860 | 207 | SH |  | DFND |  | 207 | 0 | 0 |
| IQVIA Holdings Inc | COM | 46266C105 |  | 23825266 | 103046 | SH |  | DFND | 7 | 96061 | 0 | 6985 |
| IQVIA Holdings Inc | COM | 46266C105 |  | 10823171 | 46811 | SH |  | DFND | 8 | 46811 | 0 | 0 |
| iRhythm Technologies Inc | COM | 450056106 |  | 4961407 | 31507 | SH |  | DFND | 7 | 31507 | 0 | 0 |
| Iron Mountain Inc | COM | 46284V101 |  | 653838 | 11800 | SH |  | DFND | 11 | 9200 | 0 | 2600 |
| Iron Mountain Inc | COM | 46284V101 |  | 16623 | 300 | SH |  | DFND | 7 | 300 | 0 | 0 |
| Iron Mountain Inc | COM | 46284V101 |  | 22274820 | 402000 | SH |  | DFND | 8 | 378600 | 0 | 23400 |
| iShares 0-5 Year High Yield Corporate Bond ETF | 0-5YR HI YL CP | 46434V407 |  | 1330449 | 30265 | SH |  | DFND |  | 30265 | 0 | 0 |
| iShares 5-10 Year Investment Grade Corporate Bond ETF | ISHS 5-10YR INVT | 464288638 |  | 2002865 | 36502 | SH |  | DFND |  | 36502 | 0 | 0 |
| iShares 7-10 Year Treasury Bond ETF | BARCLAYS 7 10 YR | 464287440 |  | 358627 | 3337 | SH |  | DFND |  | 0 | 0 | 3337 |
| iShares Broad USD Investment Grade Corporate Bond ETF | USD INV GRDE ETF | 464288620 |  | 567572 | 10312 | SH |  | DFND |  | 10312 | 0 | 0 |
| iShares Core MSCI EAFE ETF | CORE MSCI EAFE | 46432F842 |  | 5785109 | 83227 | SH |  | DFND | 11 | 83227 | 0 | 0 |
| iShares Core MSCI Emerging Markets ETF | CORE MSCI EMKT | 46434G103 |  | 8749736 | 157511 | SH |  | DFND |  | 157511 | 0 | 0 |
| iShares Core S 500 ETF | CORE S ETF | 464287200 |  | 2999798 | 6612 | SH |  | DFND |  | 6612 | 0 | 0 |
| iShares Core S 500 ETF | CORE S ETF | 464287200 |  | 7491329 | 16512 | SH |  | DFND | 11 | 16512 | 0 | 0 |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | IBOXX INV CP ETF | 464287242 |  | 10400114 | 85994 | SH |  | DFND | 11 | 85994 | 0 | 0 |
| iShares Russell 2000 ETF | RUSSELL 2000 ETF | 464287655 |  | 1672335 | 8147 | SH |  | DFND | 11 | 8147 | 0 | 0 |
| iShares TIPS Bond ETF | TIPS BD ETF | 464287176 |  | 644151 | 5171 | SH |  | DFND |  | 0 | 0 | 5171 |
| iShares US Treasury Bond ETF | US TREAS BD ETF | 46429B267 |  | 1743326 | 69985 | SH |  | DFND |  | 69985 | 0 | 0 |
| Itau Unibanco Holding SA | SPON ADR REP PFD | 465562106 |  | 3328930 | 583000 | SH |  | DFND |  | 583000 | 0 | 0 |
| Itau Unibanco Holding SA | SPON ADR REP PFD | 465562106 |  | 137508 | 24082 | SH |  | DFND | 7 | 0 | 0 | 24082 |
| iTeos Therapeutics Inc | COM | 46565G104 |  | 7046551 | 218973 | SH |  | DFND | 8 | 218973 | 0 | 0 |
| Itron Inc | COM | 465741106 |  | 42565 | 808 | SH |  | DFND |  | 808 | 0 | 0 |
| Itron Inc | COM | 465741106 |  | 2145604 | 40729 | SH |  | DFND | 7 | 40729 | 0 | 0 |
| Itron Inc | COM | 465741106 |  | 11227741 | 213131 | SH |  | DFND | 8 | 213131 | 0 | 0 |
| Jack Henry  Associates Inc | COM | 426281101 |  | 512330 | 2600 | SH |  | DFND | 11 | 2600 | 0 | 0 |
| Jack Henry  Associates Inc | COM | 426281101 |  | 344640 | 1749 | SH |  | DFND | 7 | 1749 | 0 | 0 |
| Jack Henry  Associates Inc | COM | 426281101 |  | 13596450 | 69000 | SH |  | DFND | 8 | 67300 | 0 | 1700 |
| Jackson Financial Inc | COM CL A | 46817M107 |  | 734439 | 16605 | SH |  | DFND | 7 | 0 | 0 | 16605 |
| Jacobs Engineering Group Inc | COM | 469814107 |  | 537459 | 3900 | SH |  | DFND | 11 | 3900 | 0 | 0 |
| Jacobs Engineering Group Inc | COM | 469814107 |  | 74004 | 537 | SH |  | DFND | 7 | 537 | 0 | 0 |
| Jacobs Engineering Group Inc | COM | 469814107 |  | 7689798 | 55800 | SH |  | DFND | 8 | 55300 | 0 | 500 |
| Jazz Pharmaceuticals PLC | NOTE  2.000% 6/1 | 472145AF8 |  | 11256568 | 9200000 | PRN |  | DFND | 7 | 7800000 | 0 | 1400000 |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 |  | 10741 | 69 | SH |  | DFND | 7 | 69 | 0 | 0 |
| Jazz Pharmaceuticals PLC | SHS USD | G50871105 |  | 8039266 | 51643 | SH |  | DFND | 8 | 51643 | 0 | 0 |
| JB Hunt Transport Services Inc | COM | 445658107 |  | 347567 | 1731 | SH |  | DFND | 7 | 1731 | 0 | 0 |
| JB Hunt Transport Services Inc | COM | 445658107 |  | 18512838 | 92200 | SH |  | DFND | 8 | 90000 | 0 | 2200 |
| JD.com Inc | SPON ADR CL A | 47215P106 |  | 538075 | 9298 | SH |  | DFND |  | 9298 | 0 | 0 |
| JD.com Inc | SPON ADR CL A | 47215P106 |  | 22803558 | 394048 | SH |  | DFND | 8 | 394048 | 0 | 0 |
| J M Smucker Co/The | COM NEW | 832696405 |  | 717673 | 5300 | SH |  | DFND | 11 | 5300 | 0 | 0 |
| J M Smucker Co/The | COM NEW | 832696405 |  | 337442 | 2492 | SH |  | DFND | 7 | 2492 | 0 | 0 |
| J M Smucker Co/The | COM NEW | 832696405 |  | 23520717 | 173700 | SH |  | DFND | 8 | 154700 | 0 | 19000 |
| Johnson Controls International plc | SHS | G51502105 |  | 52456 | 800 | SH |  | DFND |  | 800 | 0 | 0 |
| Johnson Controls International plc | SHS | G51502105 |  | 734384 | 11200 | SH |  | DFND | 11 | 11200 | 0 | 0 |
| Johnson Controls International plc | SHS | G51502105 |  | 2352193 | 35873 | SH |  | DFND | 7 | 3588 | 0 | 32285 |
| Johnson Controls International plc | SHS | G51502105 |  | 22849243 | 348471 | SH |  | DFND | 8 | 339371 | 0 | 9100 |
| Johnson  Johnson | COM | 478160104 |  | 498016 | 2810 | SH |  | DFND |  | 2810 | 0 | 0 |
| Johnson  Johnson | COM | 478160104 |  | 5370069 | 30300 | SH |  | DFND | 11 | 30300 | 0 | 0 |
| Johnson  Johnson | COM | 478160104 |  | 37335449 | 210661 | SH |  | DFND | 7 | 141794 | 0 | 68867 |
| Johnson  Johnson | COM | 478160104 |  | 161828713 | 913100 | SH |  | DFND | 8 | 902100 | 0 | 11000 |
| Jones Lang LaSalle Inc | COM | 48020Q107 |  | 1245192 | 5200 | SH |  | DFND | 11 | 4000 | 0 | 1200 |
| Jones Lang LaSalle Inc | COM | 48020Q107 |  | 11661702 | 48700 | SH |  | DFND | 8 | 39300 | 0 | 9400 |
| JOYY Inc | ADS REPSTG COM A | 46591M109 |  | 71256 | 1940 | SH |  | DFND |  | 1940 | 0 | 0 |
| JOYY Inc | ADS REPSTG COM A | 46591M109 |  | 85618 | 2331 | SH |  | DFND | 8 | 2331 | 0 | 0 |
| JPMorgan Chase  Co | COM | 46625H100 |  | 490616 | 3599 | SH |  | DFND |  | 3599 | 0 | 0 |
| JPMorgan Chase  Co | COM | 46625H100 |  | 3121728 | 22900 | SH |  | DFND | 11 | 22900 | 0 | 0 |
| JPMorgan Chase  Co | COM | 46625H100 |  | 21336261 | 156516 | SH |  | DFND | 7 | 81412 | 0 | 75104 |
| JPMorgan Chase  Co | COM | 46625H100 |  | 72917568 | 534900 | SH |  | DFND | 8 | 504500 | 0 | 30400 |
| Juniper Networks Inc | COM | 48203R104 |  | 12188 | 328 | SH |  | DFND | 7 | 328 | 0 | 0 |
| Juniper Networks Inc | COM | 48203R104 |  | 196948 | 5300 | SH |  | DFND | 8 | 5300 | 0 | 0 |
| Karuna Therapeutics Inc | COM | 48576A100 |  | 6169601 | 48660 | SH |  | DFND | 8 | 48660 | 0 | 0 |
| KB Financial Group Inc | SPONSORED ADR | 48241A105 |  | 709891 | 14538 | SH |  | DFND | 7 | 0 | 0 | 14538 |
| Kellogg Co | COM | 487836108 |  | 1218861 | 18900 | SH |  | DFND | 11 | 18900 | 0 | 0 |
| Kellogg Co | COM | 487836108 |  | 207464 | 3217 | SH |  | DFND | 7 | 3217 | 0 | 0 |
| Kellogg Co | COM | 487836108 |  | 70306998 | 1090200 | SH |  | DFND | 8 | 1053400 | 0 | 36800 |
| Keurig Dr Pepper Inc | COM | 49271V100 |  | 759213 | 20032 | SH |  | DFND | 11 | 20032 | 0 | 0 |
| Keurig Dr Pepper Inc | COM | 49271V100 |  | 130414 | 3441 | SH |  | DFND | 7 | 3441 | 0 | 0 |
| Keurig Dr Pepper Inc | COM | 49271V100 |  | 18337650 | 483843 | SH |  | DFND | 8 | 479452 | 0 | 4391 |
| KeyCorp | COM | 493267108 |  | 318423 | 14228 | SH |  | DFND | 7 | 14228 | 0 | 0 |
| KeyCorp | COM | 493267108 |  | 26947758 | 1204100 | SH |  | DFND | 8 | 1079300 | 0 | 124800 |
| Keysight Technologies Inc | COM | 49338L103 |  | 32700 | 207 | SH |  | DFND |  | 207 | 0 | 0 |
| Keysight Technologies Inc | COM | 49338L103 |  | 3760160 | 23803 | SH |  | DFND | 7 | 22213 | 0 | 1590 |
| Keysight Technologies Inc | COM | 49338L103 |  | 43963051 | 278300 | SH |  | DFND | 8 | 258500 | 0 | 19800 |
| Kforce Inc | COM | 493732101 |  | 110955 | 1500 | SH |  | DFND | 11 | 1500 | 0 | 0 |
| Kforce Inc | COM | 493732101 |  | 273689 | 3700 | SH |  | DFND | 8 | 0 | 0 | 3700 |
| Kimberly-Clark Corp | COM | 494368103 |  | 45323 | 368 | SH |  | DFND |  | 368 | 0 | 0 |
| Kimberly-Clark Corp | COM | 494368103 |  | 1305496 | 10600 | SH |  | DFND | 11 | 10600 | 0 | 0 |
| Kimberly-Clark Corp | COM | 494368103 |  | 364800 | 2962 | SH |  | DFND | 7 | 2962 | 0 | 0 |
| Kimberly-Clark Corp | COM | 494368103 |  | 29533768 | 239800 | SH |  | DFND | 8 | 237700 | 0 | 2100 |
| Kimco Realty Corp | COM | 49446R109 |  | 29545868 | 1196189 | SH |  | DFND | 10 | 1196189 | 0 | 0 |
| Kimco Realty Corp | COM | 49446R109 |  | 234131 | 9479 | SH |  | DFND | 7 | 9479 | 0 | 0 |
| Kinder Morgan Inc | COM | 49456B101 |  | 1386330 | 73312 | SH |  | DFND | 7 | 73312 | 0 | 0 |
| Kinder Morgan Inc | COM | 49456B101 |  | 5436625 | 287500 | SH |  | DFND | 8 | 97200 | 0 | 190300 |
| Kingsoft Cloud Holdings Ltd | ADS | 49639K101 |  | 252275 | 41561 | SH |  | DFND | 7 | 0 | 0 | 41561 |
| Kinsale Capital Group Inc | COM | 49714P108 |  | 547248 | 2400 | SH |  | DFND | 11 | 2000 | 0 | 400 |
| Kinsale Capital Group Inc | COM | 49714P108 |  | 5882916 | 25800 | SH |  | DFND | 8 | 24100 | 0 | 1700 |
| KLA Corp | COM NEW | 482480100 |  | 61132 | 167 | SH |  | DFND |  | 167 | 0 | 0 |
| KLA Corp | COM NEW | 482480100 |  | 878544 | 2400 | SH |  | DFND | 11 | 2400 | 0 | 0 |
| KLA Corp | COM NEW | 482480100 |  | 8294920 | 22660 | SH |  | DFND | 7 | 21408 | 0 | 1252 |
| KLA Corp | COM NEW | 482480100 |  | 6845322 | 18700 | SH |  | DFND | 8 | 18100 | 0 | 600 |
| Knight-Swift Transportation Holdings Inc | CL A | 499049104 |  | 196794 | 3900 | SH |  | DFND | 11 | 3900 | 0 | 0 |
| Knight-Swift Transportation Holdings Inc | CL A | 499049104 |  | 388542 | 7700 | SH |  | DFND | 8 | 3800 | 0 | 3900 |
| Knowles Corp | COM | 49926D109 |  | 361704 | 16800 | SH |  | DFND | 11 | 12600 | 0 | 4200 |
| Knowles Corp | COM | 49926D109 |  | 4155290 | 193000 | SH |  | DFND | 8 | 178000 | 0 | 15000 |
| Kontoor Brands Inc | COM | 50050N103 |  | 173670 | 4200 | SH |  | DFND | 11 | 3000 | 0 | 1200 |
| Kontoor Brands Inc | COM | 50050N103 |  | 339070 | 8200 | SH |  | DFND | 8 | 0 | 0 | 8200 |
| Korn Ferry | COM NEW | 500643200 |  | 227290 | 3500 | SH |  | DFND | 11 | 3500 | 0 | 0 |
| Korn Ferry | COM NEW | 500643200 |  | 500038 | 7700 | SH |  | DFND | 8 | 0 | 0 | 7700 |
| Kornit Digital Ltd | SHS | M6372Q113 |  | 25138 | 304 | SH |  | DFND |  | 304 | 0 | 0 |
| Kornit Digital Ltd | SHS | M6372Q113 |  | 48596996 | 587701 | SH |  | DFND | 8 | 587701 | 0 | 0 |
| Kraft Heinz Co/The | COM | 500754106 |  | 465550 | 11819 | SH |  | DFND | 7 | 11819 | 0 | 0 |
| Kraft Heinz Co/The | COM | 500754106 |  | 1478543 | 37536 | SH |  | DFND | 8 | 37536 | 0 | 0 |
| Kroger Co/The | COM | 501044101 |  | 708290 | 12346 | SH |  | DFND | 7 | 12346 | 0 | 0 |
| Kroger Co/The | COM | 501044101 |  | 31645292 | 551600 | SH |  | DFND | 8 | 519500 | 0 | 32100 |
| Kulicke  Soffa Industries Inc | COM | 501242101 |  | 492976 | 8800 | SH |  | DFND | 11 | 7300 | 0 | 1500 |
| Kulicke  Soffa Industries Inc | COM | 501242101 |  | 5439542 | 97100 | SH |  | DFND | 8 | 88600 | 0 | 8500 |
| Kura Oncology Inc | COM | 50127T109 |  | 5975971 | 371640 | SH |  | DFND | 8 | 371640 | 0 | 0 |
| Laboratory Corp of America Holdings | COM NEW | 50540R409 |  | 606418 | 2300 | SH |  | DFND | 11 | 2300 | 0 | 0 |
| Laboratory Corp of America Holdings | COM NEW | 50540R409 |  | 98609 | 374 | SH |  | DFND | 7 | 374 | 0 | 0 |
| Laboratory Corp of America Holdings | COM NEW | 50540R409 |  | 43556632 | 165200 | SH |  | DFND | 8 | 160200 | 0 | 5000 |
| Lam Research Corp | COM | 512807108 |  | 82792 | 154 | SH |  | DFND |  | 154 | 0 | 0 |
| Lam Research Corp | COM | 512807108 |  | 387617 | 721 | SH |  | DFND | 7 | 721 | 0 | 0 |
| Lam Research Corp | COM | 512807108 |  | 25084345 | 46659 | SH |  | DFND | 8 | 45559 | 0 | 1100 |
| Lands' End Inc | COM | 51509F105 |  | 108288 | 6400 | SH |  | DFND | 11 | 4700 | 0 | 1700 |
| Lands' End Inc | COM | 51509F105 |  | 60912 | 3600 | SH |  | DFND | 8 | 3600 | 0 | 0 |
| Landstar System Inc | COM | 515098101 |  | 588237 | 3900 | SH |  | DFND | 11 | 3700 | 0 | 200 |
| Landstar System Inc | COM | 515098101 |  | 3981912 | 26400 | SH |  | DFND | 8 | 15500 | 0 | 10900 |
| Laredo Petroleum Inc | COM | 516806205 |  | 142452 | 1800 | SH |  | DFND | 11 | 1300 | 0 | 500 |
| Laredo Petroleum Inc | COM | 516806205 |  | 2018070 | 25500 | SH |  | DFND | 8 | 22600 | 0 | 2900 |
| Las Vegas Sands Corp | COM | 517834107 |  | 973383 | 25042 | SH |  | DFND | 7 | 1923 | 0 | 23119 |
| Las Vegas Sands Corp | COM | 517834107 |  | 21844785 | 561996 | SH |  | DFND | 8 | 560096 | 0 | 1900 |
| Lattice Semiconductor Corp | COM | 518415104 |  | 1097100 | 18000 | SH |  | DFND | 11 | 13700 | 0 | 4300 |
| Lattice Semiconductor Corp | COM | 518415104 |  | 39946630 | 655400 | SH |  | DFND | 8 | 627900 | 0 | 27500 |
| LAVA Therapeutics NV | SHS | N51517105 |  | 1020298 | 231886 | SH |  | DFND | 8 | 231886 | 0 | 0 |
| LCI Industries | COM | 50189K103 |  | 4879070 | 47000 | SH |  | DFND | 7 | 47000 | 0 | 0 |
| LCI Industries | NOTE  1.125% 5/1 | 501812AB7 |  | 8646026 | 9400000 | PRN |  | DFND | 7 | 7971000 | 0 | 1429000 |
| Lear Corp | COM NEW | 521865204 |  | 203333 | 1426 | SH |  | DFND | 7 | 1426 | 0 | 0 |
| Lennar Corp | CL A | 526057104 |  | 460072 | 5668 | SH |  | DFND | 7 | 5668 | 0 | 0 |
| Lennox International Inc | COM | 526107107 |  | 4177332 | 16200 | SH |  | DFND | 8 | 16200 | 0 | 0 |
| Lexicon Pharmaceuticals Inc | COM NEW | 528872302 |  | 43681 | 20900 | SH |  | DFND | 8 | 20900 | 0 | 0 |
| LGI Homes Inc | COM | 50187T106 |  | 332112 | 3400 | SH |  | DFND | 8 | 0 | 0 | 3400 |
| Li Auto Inc | SPONSORED ADS | 50202M102 |  | 1220503 | 47288 | SH |  | DFND |  | 34088 | 0 | 13200 |
| Li Auto Inc | SPONSORED ADS | 50202M102 |  | 11475720 | 444623 | SH |  | DFND | 8 | 444623 | 0 | 0 |
| Liberty Media Corp-Liberty SiriusXM | COM A SIRIUSXM | 531229409 |  | 754215 | 16500 | SH |  | DFND | 11 | 16500 | 0 | 0 |
| Liberty Media Corp-Liberty SiriusXM | COM A SIRIUSXM | 531229409 |  | 1101611 | 24100 | SH |  | DFND | 8 | 0 | 0 | 24100 |
| Li-Cycle Holdings Corp | COMMON SHARES | 50202P105 |  | 23871 | 2825 | SH |  | DFND |  | 2825 | 0 | 0 |
| Li-Cycle Holdings Corp | COMMON SHARES | 50202P105 |  | 8013338 | 948324 | SH |  | DFND | 8 | 948324 | 0 | 0 |
| Life Storage Inc | COM | 53223X107 |  | 16319792 | 116213 | SH |  | DFND | 10 | 116213 | 0 | 0 |
| Life Storage Inc | COM | 53223X107 |  | 55610 | 396 | SH |  | DFND | 7 | 396 | 0 | 0 |
| Lightspeed Commerce Inc | SUB VTG SHS | 53229C107 |  | 260153 | 8538 | SH |  | DFND | 7 | 8538 | 0 | 0 |
| Limoneira Co | COM | 532746104 |  | 2644294 | 180129 | SH |  | DFND | 7 | 171711 | 0 | 8418 |
| Lincoln National Corp | COM | 534187109 |  | 19739 | 302 | SH |  | DFND | 7 | 302 | 0 | 0 |
| Lincoln National Corp | COM | 534187109 |  | 17817136 | 272600 | SH |  | DFND | 8 | 248200 | 0 | 24400 |
| Linde PLC | SHS | G5494J103 |  | 180159 | 564 | SH |  | DFND |  | 564 | 0 | 0 |
| Linde PLC | SHS | G5494J103 |  | 217217830 | 680017 | SH |  | DFND | 7 | 380851 | 0 | 299166 |
| Linde PLC | SHS | G5494J103 |  | 31254948 | 97846 | SH |  | DFND | 8 | 93346 | 0 | 4500 |
| Liquidity Services Inc | COM | 53635B107 |  | 114704 | 6700 | SH |  | DFND | 11 | 4900 | 0 | 1800 |
| Liquidity Services Inc | COM | 53635B107 |  | 109568 | 6400 | SH |  | DFND | 8 | 0 | 0 | 6400 |
| LKQ Corp | COM | 501889208 |  | 290806 | 6404 | SH |  | DFND | 7 | 6404 | 0 | 0 |
| LKQ Corp | COM | 501889208 |  | 2997060 | 66000 | SH |  | DFND | 8 | 66000 | 0 | 0 |
| Lockheed Martin Corp | COM | 539830109 |  | 54292 | 123 | SH |  | DFND |  | 123 | 0 | 0 |
| Lockheed Martin Corp | COM | 539830109 |  | 3222220 | 7300 | SH |  | DFND | 11 | 7300 | 0 | 0 |
| Loews Corp | COM | 540424108 |  | 557452 | 8600 | SH |  | DFND | 11 | 8600 | 0 | 0 |
| Loews Corp | COM | 540424108 |  | 210795 | 3252 | SH |  | DFND | 7 | 3252 | 0 | 0 |
| Loews Corp | COM | 540424108 |  | 38684576 | 596800 | SH |  | DFND | 8 | 588700 | 0 | 8100 |
| Logitech International SA | SHS | H50430232 |  | 36893394 | 500046 | SH |  | DFND | 7 | 103957 | 0 | 396089 |
| Logitech International SA | SHS | H50430232 |  | 670513 | 9088 | SH |  | DFND | 8 | 7932 | 0 | 1156 |
| Louisiana-Pacific Corp | COM | 546347105 |  | 757864 | 12200 | SH |  | DFND | 11 | 8900 | 0 | 3300 |
| Louisiana-Pacific Corp | COM | 546347105 |  | 23804384 | 383200 | SH |  | DFND | 8 | 355600 | 0 | 27600 |
| Lowe's Cos Inc | COM | 548661107 |  | 160337 | 793 | SH |  | DFND |  | 793 | 0 | 0 |
| Lowe's Cos Inc | COM | 548661107 |  | 2001681 | 9900 | SH |  | DFND | 11 | 9900 | 0 | 0 |
| Lowe's Cos Inc | COM | 548661107 |  | 7645410 | 37813 | SH |  | DFND | 7 | 14976 | 0 | 22837 |
| Lowe's Cos Inc | COM | 548661107 |  | 114375850 | 565685 | SH |  | DFND | 8 | 536600 | 0 | 29085 |
| Lufax Holding Ltd | ADS REP SHS CL A | 54975P102 |  | 12811 | 2300 | SH |  | DFND |  | 2300 | 0 | 0 |
| Lufax Holding Ltd | ADS REP SHS CL A | 54975P102 |  | 6582921 | 1181853 | SH |  | DFND | 7 | 1181853 | 0 | 0 |
| Lululemon Athletica Inc | COM | 550021109 |  | 56976 | 156 | SH |  | DFND |  | 156 | 0 | 0 |
| Lululemon Athletica Inc | COM | 550021109 |  | 159606 | 437 | SH |  | DFND | 7 | 437 | 0 | 0 |
| Lululemon Athletica Inc | COM | 550021109 |  | 25528481 | 69897 | SH |  | DFND | 8 | 69597 | 0 | 300 |
| Lumen Technologies Inc | COM | 550241103 |  | 9906 | 879 | SH |  | DFND | 7 | 879 | 0 | 0 |
| Lumen Technologies Inc | COM | 550241103 |  | 11027695 | 978500 | SH |  | DFND | 8 | 948000 | 0 | 30500 |
| Lument Finance Trust Inc | COM | 55025L108 |  | 9153737 | 3340780 | SH |  | DFND |  | 3340780 | 0 | 0 |
| Lumentum Holdings Inc | COM | 55024U109 |  | 62280317 | 638118 | SH |  | DFND | 8 | 638118 | 0 | 0 |
| Lumentum Holdings Inc | NOTE  0.500%12/1 | 55024UAD1 |  | 7533861 | 6467000 | PRN |  | DFND | 7 | 5489000 | 0 | 978000 |
| LyondellBasell Industries NV | SHS - A - | N53745100 |  | 199368 | 1939 | SH |  | DFND | 7 | 269 | 0 | 1670 |
| LyondellBasell Industries NV | SHS - A - | N53745100 |  | 44407958 | 431900 | SH |  | DFND | 8 | 426800 | 0 | 5100 |
| MacroGenics Inc | COM | 556099109 |  | 22025 | 2500 | SH |  | DFND | 11 | 0 | 0 | 2500 |
| MacroGenics Inc | COM | 556099109 |  | 1646589 | 186900 | SH |  | DFND | 8 | 186900 | 0 | 0 |
| Macy's Inc | COM | 55616P104 |  | 82824 | 3400 | SH |  | DFND | 11 | 3400 | 0 | 0 |
| Macy's Inc | COM | 55616P104 |  | 908628 | 37300 | SH |  | DFND | 8 | 37300 | 0 | 0 |
| Magic Software Enterprises Ltd | ORD | 559166103 |  | 1060558 | 61553 | SH |  | DFND | 8 | 61553 | 0 | 0 |
| Magna International Inc | COM | 559222401 |  | 5266667 | 81895 | SH |  | DFND | 7 | 37695 | 0 | 44200 |
| Main Street Capital Corp | COM | 56035L104 |  | 417872 | 9800 | SH |  | DFND | 11 | 7500 | 0 | 2300 |
| Main Street Capital Corp | COM | 56035L104 |  | 392288 | 9200 | SH |  | DFND | 8 | 0 | 0 | 9200 |
| Manhattan Associates Inc | COM | 562750109 |  | 1359358 | 9800 | SH |  | DFND | 8 | 9800 | 0 | 0 |
| ManpowerGroup Inc | COM | 56418H100 |  | 657440 | 7000 | SH |  | DFND | 11 | 5200 | 0 | 1800 |
| ManpowerGroup Inc | COM | 56418H100 |  | 17797840 | 189500 | SH |  | DFND | 8 | 175100 | 0 | 14400 |
| Manulife Financial Corp | COM | 56501R106 |  | 46714 | 2188 | SH |  | DFND |  | 2188 | 0 | 0 |
| Manulife Financial Corp | COM | 56501R106 |  | 1814750 | 85000 | SH |  | DFND | 11 | 85000 | 0 | 0 |
| Manulife Financial Corp | COM | 56501R106 |  | 259595 | 12159 | SH |  | DFND | 7 | 12159 | 0 | 0 |
| Manulife Financial Corp | COM | 56501R106 |  | 28594546 | 1339323 | SH |  | DFND | 8 | 1146923 | 0 | 192400 |
| Marathon Oil Corp | COM | 565849106 |  | 808542 | 32200 | SH |  | DFND | 11 | 25200 | 0 | 7000 |
| Marathon Oil Corp | COM | 565849106 |  | 3969891 | 158100 | SH |  | DFND | 8 | 122400 | 0 | 35700 |
| Marathon Petroleum Corp | COM | 56585A102 |  | 62672 | 733 | SH |  | DFND |  | 733 | 0 | 0 |
| Marathon Petroleum Corp | COM | 56585A102 |  | 2823467 | 33023 | SH |  | DFND | 7 | 33023 | 0 | 0 |
| Marathon Petroleum Corp | COM | 56585A102 |  | 991800 | 11600 | SH |  | DFND | 8 | 0 | 0 | 11600 |
| Marcus Corp/The | COM | 566330106 |  | 118590 | 6700 | SH |  | DFND | 11 | 5000 | 0 | 1700 |
| Marcus Corp/The | COM | 566330106 |  | 1594770 | 90100 | SH |  | DFND | 8 | 90100 | 0 | 0 |
| MarineMax Inc | COM | 567908108 |  | 140910 | 3500 | SH |  | DFND | 11 | 2500 | 0 | 1000 |
| MarineMax Inc | COM | 567908108 |  | 112728 | 2800 | SH |  | DFND | 8 | 0 | 0 | 2800 |
| Markel Corp | COM | 570535104 |  | 118019 | 80 | SH |  | DFND | 11 | 80 | 0 | 0 |
| Markel Corp | COM | 570535104 |  | 100316 | 68 | SH |  | DFND | 7 | 68 | 0 | 0 |
| Markel Corp | COM | 570535104 |  | 20343560 | 13790 | SH |  | DFND | 8 | 13440 | 0 | 350 |
| MarketAxess Holdings Inc | COM | 57060D108 |  | 108184 | 318 | SH |  | DFND | 7 | 318 | 0 | 0 |
| MarketAxess Holdings Inc | COM | 57060D108 |  | 15002820 | 44100 | SH |  | DFND | 8 | 38400 | 0 | 5700 |
| Marriott International Inc/MD | CL A | 571903202 |  | 50792 | 289 | SH |  | DFND |  | 289 | 0 | 0 |
| Marriott International Inc/MD | CL A | 571903202 |  | 49034 | 279 | SH |  | DFND | 7 | 279 | 0 | 0 |
| Marriott International Inc/MD | CL A | 571903202 |  | 351500 | 2000 | SH |  | DFND | 8 | 0 | 0 | 2000 |
| Marriott Vacations Worldwide Corp | COM | 57164Y107 |  | 851580 | 5400 | SH |  | DFND | 11 | 4100 | 0 | 1300 |
| Marriott Vacations Worldwide Corp | COM | 57164Y107 |  | 9083520 | 57600 | SH |  | DFND | 8 | 52400 | 0 | 5200 |
| Marsh  McLennan Cos Inc | COM | 571748102 |  | 97480 | 572 | SH |  | DFND |  | 572 | 0 | 0 |
| Marsh  McLennan Cos Inc | COM | 571748102 |  | 3101644 | 18200 | SH |  | DFND | 11 | 18200 | 0 | 0 |
| Marsh  McLennan Cos Inc | COM | 571748102 |  | 139233 | 817 | SH |  | DFND | 7 | 817 | 0 | 0 |
| Marsh  McLennan Cos Inc | COM | 571748102 |  | 28664644 | 168200 | SH |  | DFND | 8 | 159900 | 0 | 8300 |
| Martin Marietta Materials Inc | COM | 573284106 |  | 24248 | 63 | SH |  | DFND | 7 | 63 | 0 | 0 |
| Martin Marietta Materials Inc | COM | 573284106 |  | 3810411 | 9900 | SH |  | DFND | 8 | 9700 | 0 | 200 |
| Marvell Technology Inc | COM | 573874104 |  | 54643 | 762 | SH |  | DFND |  | 762 | 0 | 0 |
| Marvell Technology Inc | COM | 573874104 |  | 456721 | 6369 | SH |  | DFND | 7 | 832 | 0 | 5537 |
| Marvell Technology Inc | COM | 573874104 |  | 57841286 | 806600 | SH |  | DFND | 8 | 804850 | 0 | 1750 |
| Masco Corp | COM | 574599106 |  | 265200 | 5200 | SH |  | DFND | 11 | 5200 | 0 | 0 |
| Masco Corp | COM | 574599106 |  | 131172 | 2572 | SH |  | DFND | 7 | 2572 | 0 | 0 |
| Masco Corp | COM | 574599106 |  | 19930800 | 390800 | SH |  | DFND | 8 | 383900 | 0 | 6900 |
| MasTec Inc | COM | 576323109 |  | 1654900 | 19000 | SH |  | DFND | 10 | 19000 | 0 | 0 |
| Mastercard Inc | CL A | 57636Q104 |  | 3153521 | 8824 | SH |  | DFND |  | 8824 | 0 | 0 |
| Mastercard Inc | CL A | 57636Q104 |  | 2787564 | 7800 | SH |  | DFND | 11 | 7800 | 0 | 0 |
| Mastercard Inc | CL A | 57636Q104 |  | 91052204 | 254777 | SH |  | DFND | 7 | 223539 | 0 | 31238 |
| Mastercard Inc | CL A | 57636Q104 |  | 66823985 | 186983 | SH |  | DFND | 8 | 178283 | 0 | 8700 |
| Matador Resources Co | COM | 576485205 |  | 328476 | 6200 | SH |  | DFND | 11 | 4800 | 0 | 1400 |
| Matador Resources Co | COM | 576485205 |  | 1933770 | 36500 | SH |  | DFND | 8 | 34100 | 0 | 2400 |
| Match Group Inc | COM | 57667L107 |  | 31535 | 290 | SH |  | DFND |  | 290 | 0 | 0 |
| Match Group Inc | COM | 57667L107 |  | 165720 | 1524 | SH |  | DFND | 7 | 1524 | 0 | 0 |
| Match Group Inc | COM | 57667L107 |  | 21031621 | 193412 | SH |  | DFND | 8 | 193412 | 0 | 0 |
| McCormick  Co Inc/MD | COM NON VTG | 579780206 |  | 838320 | 8400 | SH |  | DFND | 11 | 8400 | 0 | 0 |
| McCormick  Co Inc/MD | COM NON VTG | 579780206 |  | 119061 | 1193 | SH |  | DFND | 7 | 1193 | 0 | 0 |
| McCormick  Co Inc/MD | COM NON VTG | 579780206 |  | 17325280 | 173600 | SH |  | DFND | 8 | 172200 | 0 | 1400 |
| McDonald's Corp | COM | 580135101 |  | 197824 | 800 | SH |  | DFND |  | 800 | 0 | 0 |
| McDonald's Corp | COM | 580135101 |  | 7803168 | 31556 | SH |  | DFND | 7 | 1941 | 0 | 29615 |
| McDonald's Corp | COM | 580135101 |  | 12141448 | 49100 | SH |  | DFND | 8 | 41900 | 0 | 7200 |
| McKesson Corp | COM | 58155Q103 |  | 49593 | 162 | SH |  | DFND |  | 162 | 0 | 0 |
| McKesson Corp | COM | 58155Q103 |  | 1040842 | 3400 | SH |  | DFND | 11 | 3400 | 0 | 0 |
| McKesson Corp | COM | 58155Q103 |  | 47144 | 154 | SH |  | DFND | 7 | 154 | 0 | 0 |
| McKesson Corp | COM | 58155Q103 |  | 65182118 | 212923 | SH |  | DFND | 8 | 212223 | 0 | 700 |
| MDU Resources Group Inc | COM | 552690109 |  | 922090 | 34600 | SH |  | DFND | 11 | 27300 | 0 | 7300 |
| MDU Resources Group Inc | COM | 552690109 |  | 602290 | 22600 | SH |  | DFND | 8 | 0 | 0 | 22600 |
| Medical Properties Trust Inc | COM | 58463J304 |  | 38496 | 1821 | SH |  | DFND | 7 | 1821 | 0 | 0 |
| Medical Properties Trust Inc | COM | 58463J304 |  | 1494598 | 70700 | SH |  | DFND | 8 | 70700 | 0 | 0 |
| Medifast Inc | COM | 58470H101 |  | 187858 | 1100 | SH |  | DFND | 11 | 800 | 0 | 300 |
| Medifast Inc | COM | 58470H101 |  | 1673644 | 9800 | SH |  | DFND | 8 | 6400 | 0 | 3400 |
| MEDNAX Inc | COM | 58502B106 |  | 159664 | 6800 | SH |  | DFND | 11 | 5200 | 0 | 1600 |
| MEDNAX Inc | COM | 58502B106 |  | 169056 | 7200 | SH |  | DFND | 8 | 0 | 0 | 7200 |
| Medpace Holdings Inc | COM | 58506Q109 |  | 278103 | 1700 | SH |  | DFND | 11 | 1700 | 0 | 0 |
| Medpace Holdings Inc | COM | 58506Q109 |  | 1406874 | 8600 | SH |  | DFND | 8 | 5300 | 0 | 3300 |
| Medtronic PLC | SHS | G5960L103 |  | 178075 | 1605 | SH |  | DFND |  | 1605 | 0 | 0 |
| Medtronic PLC | SHS | G5960L103 |  | 17652478 | 159103 | SH |  | DFND | 7 | 114084 | 0 | 45019 |
| Medtronic PLC | SHS | G5960L103 |  | 38744739 | 349209 | SH |  | DFND | 8 | 338009 | 0 | 11200 |
| MercadoLibre Inc | COM | 58733R102 |  | 53527 | 45 | SH |  | DFND |  | 45 | 0 | 0 |
| MercadoLibre Inc | COM | 58733R102 |  | 24855374 | 20896 | SH |  | DFND | 7 | 20896 | 0 | 0 |
| MercadoLibre Inc | COM | 58733R102 |  | 475792 | 400 | SH |  | DFND | 8 | 0 | 0 | 400 |
| Merck  Co Inc | COM | 58933Y105 |  | 210265 | 2825 | SH |  | DFND |  | 2825 | 0 | 0 |
| Merck  Co Inc | COM | 58933Y105 |  | 2612493 | 35100 | SH |  | DFND | 11 | 35100 | 0 | 0 |
| Merck  Co Inc | COM | 58933Y105 |  | 7506935 | 100859 | SH |  | DFND | 7 | 39459 | 0 | 61400 |
| Merck  Co Inc | COM | 58933Y105 |  | 173310329 | 2328501 | SH |  | DFND | 8 | 2308301 | 0 | 20200 |
| Mersana Therapeutics Inc | COM | 59045L106 |  | 43092 | 10800 | SH |  | DFND | 8 | 10800 | 0 | 0 |
| Merus NV | COM | N5749R100 |  | 6009812 | 227300 | SH |  | DFND | 8 | 227300 | 0 | 0 |
| Meta Platforms Inc | CL A | 30303M102 |  | 2004575 | 9015 | SH |  | DFND |  | 9015 | 0 | 0 |
| Meta Platforms Inc | CL A | 30303M102 |  | 2796399 | 12576 | SH |  | DFND | 11 | 12576 | 0 | 0 |
| Meta Platforms Inc | CL A | 30303M102 |  | 49733260 | 223661 | SH |  | DFND | 7 | 157790 | 0 | 65871 |
| Meta Platforms Inc | CL A | 30303M102 |  | 211908191 | 952996 | SH |  | DFND | 8 | 946030 | 0 | 6966 |
| MetLife Inc | COM | 59156R108 |  | 56224 | 800 | SH |  | DFND |  | 800 | 0 | 0 |
| MetLife Inc | COM | 59156R108 |  | 1370460 | 19500 | SH |  | DFND | 11 | 19500 | 0 | 0 |
| MetLife Inc | COM | 59156R108 |  | 200649 | 2855 | SH |  | DFND | 7 | 1607 | 0 | 1248 |
| MetLife Inc | COM | 59156R108 |  | 8630384 | 122800 | SH |  | DFND | 8 | 112800 | 0 | 10000 |
| Mettler-Toledo International Inc | COM | 592688105 |  | 35703 | 26 | SH |  | DFND |  | 26 | 0 | 0 |
| Mettler-Toledo International Inc | COM | 592688105 |  | 1098552 | 800 | SH |  | DFND | 11 | 800 | 0 | 0 |
| Mettler-Toledo International Inc | COM | 592688105 |  | 11923409 | 8683 | SH |  | DFND | 7 | 8634 | 0 | 49 |
| Mettler-Toledo International Inc | COM | 592688105 |  | 44345798 | 32294 | SH |  | DFND | 8 | 31200 | 0 | 1094 |
| MGM Resorts International | COM | 552953101 |  | 71927 | 1715 | SH |  | DFND | 7 | 1715 | 0 | 0 |
| MGM Resorts International | COM | 552953101 |  | 280998 | 6700 | SH |  | DFND | 8 | 0 | 0 | 6700 |
| MGP Ingredients Inc | COM | 55303J106 |  | 9115078 | 106497 | SH |  | DFND | 7 | 106497 | 0 | 0 |
| Microchip Technology Inc | COM | 595017104 |  | 45610 | 607 | SH |  | DFND |  | 607 | 0 | 0 |
| Microchip Technology Inc | COM | 595017104 |  | 42078 | 560 | SH |  | DFND | 7 | 560 | 0 | 0 |
| Microchip Technology Inc | COM | 595017104 |  | 109001315 | 1450643 | SH |  | DFND | 8 | 1441462 | 0 | 9181 |
| Microchip Technology Inc | NOTE  0.125%11/1 | 595017AU8 |  | 6383888 | 5550000 | PRN |  | DFND | 7 | 4700000 | 0 | 850000 |
| Micron Technology Inc | COM | 595112103 |  | 88016 | 1130 | SH |  | DFND |  | 1130 | 0 | 0 |
| Micron Technology Inc | COM | 595112103 |  | 2403296 | 30855 | SH |  | DFND | 7 | 1129 | 0 | 29726 |
| Micron Technology Inc | COM | 595112103 |  | 49087602 | 630217 | SH |  | DFND | 8 | 584342 | 0 | 45875 |
| Microsoft Corp | COM | 594918104 |  | 5889338 | 19102 | SH |  | DFND |  | 19102 | 0 | 0 |
| Microsoft Corp | COM | 594918104 |  | 17228054 | 55879 | SH |  | DFND | 11 | 55879 | 0 | 0 |
| Microsoft Corp | COM | 594918104 |  | 256773517 | 832842 | SH |  | DFND | 7 | 540430 | 0 | 292412 |
| Microsoft Corp | COM | 594918104 |  | 1029242064 | 3338335 | SH |  | DFND | 8 | 3300035 | 0 | 38300 |
| Mid-America Apartment Communities Inc | COM | 59522J103 |  | 10001656 | 47752 | SH |  | DFND | 10 | 47752 | 0 | 0 |
| Mid-America Apartment Communities Inc | COM | 59522J103 |  | 879690 | 4200 | SH |  | DFND | 11 | 4200 | 0 | 0 |
| Mid-America Apartment Communities Inc | COM | 59522J103 |  | 529909 | 2530 | SH |  | DFND | 7 | 2530 | 0 | 0 |
| Mid-America Apartment Communities Inc | COM | 59522J103 |  | 8524615 | 40700 | SH |  | DFND | 8 | 40700 | 0 | 0 |
| M/I Homes Inc | COM | 55305B101 |  | 1020050 | 23000 | SH |  | DFND | 8 | 23000 | 0 | 0 |
| Minerals Technologies Inc | COM | 603158106 |  | 377055 | 5700 | SH |  | DFND | 11 | 4700 | 0 | 1000 |
| Minerals Technologies Inc | COM | 603158106 |  | 4564350 | 69000 | SH |  | DFND | 8 | 63600 | 0 | 5400 |
| Mirati Therapeutics Inc | COM | 60468T105 |  | 2404113 | 29240 | SH |  | DFND | 8 | 29240 | 0 | 0 |
| Mirum Pharmaceuticals Inc | COM | 604749101 |  | 21663915 | 983829 | SH |  | DFND | 8 | 983829 | 0 | 0 |
| Moderna Inc | COM | 60770K107 |  | 81479 | 473 | SH |  | DFND |  | 473 | 0 | 0 |
| Moderna Inc | COM | 60770K107 |  | 21898725 | 127126 | SH |  | DFND | 8 | 126426 | 0 | 700 |
| Modine Manufacturing Co | COM | 607828100 |  | 100011 | 11100 | SH |  | DFND | 11 | 8400 | 0 | 2700 |
| Modine Manufacturing Co | COM | 607828100 |  | 901000 | 100000 | SH |  | DFND | 8 | 100000 | 0 | 0 |
| Molina Healthcare Inc | COM | 60855R100 |  | 442340 | 1326 | SH |  | DFND | 7 | 1326 | 0 | 0 |
| Molina Healthcare Inc | COM | 60855R100 |  | 11775727 | 35300 | SH |  | DFND | 8 | 34900 | 0 | 400 |
| Mondelez International Inc | CL A | 609207105 |  | 91847 | 1463 | SH |  | DFND |  | 1463 | 0 | 0 |
| Mondelez International Inc | CL A | 609207105 |  | 5990844 | 95426 | SH |  | DFND | 7 | 1973 | 0 | 93453 |
| Mondelez International Inc | CL A | 609207105 |  | 20274550 | 322946 | SH |  | DFND | 8 | 309500 | 0 | 13446 |
| Monolithic Power Systems Inc | COM | 609839105 |  | 388544 | 800 | SH |  | DFND | 11 | 700 | 0 | 100 |
| Monolithic Power Systems Inc | COM | 609839105 |  | 5157922 | 10620 | SH |  | DFND | 7 | 9815 | 0 | 805 |
| Monolithic Power Systems Inc | COM | 609839105 |  | 44925400 | 92500 | SH |  | DFND | 8 | 85200 | 0 | 7300 |
| Monster Beverage Corp | COM | 61174X109 |  | 32040 | 401 | SH |  | DFND |  | 401 | 0 | 0 |
| Monster Beverage Corp | COM | 61174X109 |  | 327590 | 4100 | SH |  | DFND | 11 | 4100 | 0 | 0 |
| Monster Beverage Corp | COM | 61174X109 |  | 28764 | 360 | SH |  | DFND | 7 | 360 | 0 | 0 |
| Monster Beverage Corp | COM | 61174X109 |  | 35879095 | 449050 | SH |  | DFND | 8 | 449050 | 0 | 0 |
| Moody's Corp | COM | 615369105 |  | 63096 | 187 | SH |  | DFND |  | 187 | 0 | 0 |
| Moody's Corp | COM | 615369105 |  | 1619568 | 4800 | SH |  | DFND | 11 | 4800 | 0 | 0 |
| Moody's Corp | COM | 615369105 |  | 66582128 | 197333 | SH |  | DFND | 7 | 144188 | 0 | 53145 |
| Moody's Corp | COM | 615369105 |  | 32290137 | 95700 | SH |  | DFND | 8 | 93400 | 0 | 2300 |
| Moog Inc | CL A | 615394202 |  | 439000 | 5000 | SH |  | DFND | 11 | 4100 | 0 | 900 |
| Moog Inc | CL A | 615394202 |  | 974580 | 11100 | SH |  | DFND | 8 | 6300 | 0 | 4800 |
| Morgan Stanley | COM NEW | 617446448 |  | 158107 | 1809 | SH |  | DFND |  | 1809 | 0 | 0 |
| Morgan Stanley | COM NEW | 617446448 |  | 26641705 | 304825 | SH |  | DFND | 7 | 198393 | 0 | 106432 |
| Morgan Stanley | COM NEW | 617446448 |  | 25530239 | 292108 | SH |  | DFND | 8 | 288908 | 0 | 3200 |
| Mosaic Co/The | COM | 61945C103 |  | 2347450 | 35300 | SH |  | DFND | 11 | 28800 | 0 | 6500 |
| Mosaic Co/The | COM | 61945C103 |  | 26600 | 400 | SH |  | DFND | 7 | 400 | 0 | 0 |
| Mosaic Co/The | COM | 61945C103 |  | 46097800 | 693200 | SH |  | DFND | 8 | 610600 | 0 | 82600 |
| Motorola Solutions Inc | COM NEW | 620076307 |  | 45049 | 186 | SH |  | DFND |  | 186 | 0 | 0 |
| Motorola Solutions Inc | COM NEW | 620076307 |  | 993020 | 4100 | SH |  | DFND | 11 | 4100 | 0 | 0 |
| Motorola Solutions Inc | COM NEW | 620076307 |  | 387036 | 1598 | SH |  | DFND | 7 | 1598 | 0 | 0 |
| Motorola Solutions Inc | COM NEW | 620076307 |  | 21601091 | 89187 | SH |  | DFND | 8 | 88287 | 0 | 900 |
| MSA Safety Inc | COM | 553498106 |  | 4314342 | 32512 | SH |  | DFND | 8 | 32512 | 0 | 0 |
| MSCI Inc | COM | 55354G100 |  | 48276 | 96 | SH |  | DFND |  | 96 | 0 | 0 |
| MSCI Inc | COM | 55354G100 |  | 1508640 | 3000 | SH |  | DFND | 11 | 3000 | 0 | 0 |
| MSCI Inc | COM | 55354G100 |  | 95092094 | 189095 | SH |  | DFND | 7 | 169116 | 0 | 19979 |
| MSCI Inc | COM | 55354G100 |  | 22273561 | 44292 | SH |  | DFND | 8 | 43600 | 0 | 692 |
| MSC Industrial Direct Co Inc | CL A | 553530106 |  | 451613 | 5300 | SH |  | DFND | 8 | 0 | 0 | 5300 |
| M Bank Corp | COM | 55261F104 |  | 437988 | 2584 | SH |  | DFND | 7 | 2584 | 0 | 0 |
| MYR Group Inc | COM | 55405W104 |  | 235100 | 2500 | SH |  | DFND | 11 | 1900 | 0 | 600 |
| MYR Group Inc | COM | 55405W104 |  | 3225572 | 34300 | SH |  | DFND | 8 | 31400 | 0 | 2900 |
| Nasdaq Inc | COM | 631103108 |  | 908820 | 5100 | SH |  | DFND | 11 | 5100 | 0 | 0 |
| Nasdaq Inc | COM | 631103108 |  | 103356 | 580 | SH |  | DFND | 7 | 580 | 0 | 0 |
| Nasdaq Inc | COM | 631103108 |  | 15022260 | 84300 | SH |  | DFND | 8 | 83800 | 0 | 500 |
| National HealthCare Corp | COM | 635906100 |  | 14046 | 200 | SH |  | DFND | 11 | 200 | 0 | 0 |
| National HealthCare Corp | COM | 635906100 |  | 189621 | 2700 | SH |  | DFND | 8 | 0 | 0 | 2700 |
| National Vision Holdings Inc | COM | 63845R107 |  | 4809213 | 110379 | SH |  | DFND | 7 | 110379 | 0 | 0 |
| National Vision Holdings Inc | COM | 63845R107 |  | 5175201 | 118779 | SH |  | DFND | 8 | 118779 | 0 | 0 |
| Natus Medical Inc | COM | 639050103 |  | 210240 | 8000 | SH |  | DFND | 11 | 6000 | 0 | 2000 |
| Natus Medical Inc | COM | 639050103 |  | 1892712 | 72021 | SH |  | DFND | 8 | 65721 | 0 | 6300 |
| NCR Corp | COM | 62886E108 |  | 421995 | 10500 | SH |  | DFND | 11 | 10500 | 0 | 0 |
| NCR Corp | COM | 62886E108 |  | 2829376 | 70400 | SH |  | DFND | 8 | 53300 | 0 | 17100 |
| Nektar Therapeutics | COM | 640268108 |  | 115346 | 21400 | SH |  | DFND | 11 | 17100 | 0 | 4300 |
| Nektar Therapeutics | COM | 640268108 |  | 163317 | 30300 | SH |  | DFND | 8 | 0 | 0 | 30300 |
| NeoGenomics Inc | NOTE  0.250% 1/1 | 64049MAB6 |  | 3268741 | 4900000 | PRN |  | DFND | 7 | 4150000 | 0 | 750000 |
| NetApp Inc | COM | 64110D104 |  | 116200 | 1400 | SH |  | DFND | 11 | 1400 | 0 | 0 |
| NetApp Inc | COM | 64110D104 |  | 441975 | 5325 | SH |  | DFND | 7 | 5325 | 0 | 0 |
| NetApp Inc | COM | 64110D104 |  | 6316300 | 76100 | SH |  | DFND | 8 | 62700 | 0 | 13400 |
| NetEase Inc | SPONSORED ADS | 64110W102 |  | 1697024 | 18921 | SH |  | DFND |  | 14057 | 0 | 4864 |
| NetEase Inc | SPONSORED ADS | 64110W102 |  | 18038184 | 201117 | SH |  | DFND | 8 | 201117 | 0 | 0 |
| Netflix Inc | COM | 64110L106 |  | 170813 | 456 | SH |  | DFND |  | 456 | 0 | 0 |
| Netflix Inc | COM | 64110L106 |  | 1262743 | 3371 | SH |  | DFND | 11 | 3371 | 0 | 0 |
| Netflix Inc | COM | 64110L106 |  | 631559 | 1686 | SH |  | DFND | 7 | 447 | 0 | 1239 |
| Netflix Inc | COM | 64110L106 |  | 65424016 | 174655 | SH |  | DFND | 8 | 165970 | 0 | 8685 |
| NetScout Systems Inc | COM | 64115T104 |  | 413832 | 12900 | SH |  | DFND | 11 | 9700 | 0 | 3200 |
| NetScout Systems Inc | COM | 64115T104 |  | 5030144 | 156800 | SH |  | DFND | 8 | 145200 | 0 | 11600 |
| Neurocrine Biosciences Inc | COM | 64125C109 |  | 5500125 | 58668 | SH |  | DFND | 8 | 58668 | 0 | 0 |
| Newell Brands Inc | COM | 651229106 |  | 53846 | 2515 | SH |  | DFND | 11 | 115 | 0 | 2400 |
| Newell Brands Inc | COM | 651229106 |  | 8286 | 387 | SH |  | DFND | 7 | 387 | 0 | 0 |
| Newell Brands Inc | COM | 651229106 |  | 8215017 | 383700 | SH |  | DFND | 8 | 372600 | 0 | 11100 |
| Newmont Corp | COM | 651639106 |  | 64990 | 818 | SH |  | DFND |  | 818 | 0 | 0 |
| Newmont Corp | COM | 651639106 |  | 41769646 | 525735 | SH |  | DFND | 7 | 523191 | 0 | 2544 |
| Newmont Corp | COM | 651639106 |  | 3543470 | 44600 | SH |  | DFND | 8 | 42900 | 0 | 1700 |
| New Relic Inc | COM | 64829B100 |  | 26954981 | 403035 | SH |  | DFND | 8 | 395028 | 0 | 8007 |
| Newtek Business Services Corp | COM NEW | 652526203 |  | 16020 | 600 | SH |  | DFND | 11 | 600 | 0 | 0 |
| Newtek Business Services Corp | COM NEW | 652526203 |  | 795660 | 29800 | SH |  | DFND | 8 | 29800 | 0 | 0 |
| New York Community Bancorp Inc | COM | 649445103 |  | 1217792 | 113600 | SH |  | DFND | 8 | 36600 | 0 | 77000 |
| NexPoint Residential Trust Inc | COM | 65341D102 |  | 352209 | 3900 | SH |  | DFND | 11 | 3200 | 0 | 700 |
| NexPoint Residential Trust Inc | COM | 65341D102 |  | 2853796 | 31600 | SH |  | DFND | 8 | 27700 | 0 | 3900 |
| NextEra Energy Inc | COM | 65339F101 |  | 317493 | 3748 | SH |  | DFND |  | 3748 | 0 | 0 |
| NextEra Energy Inc | COM | 65339F101 |  | 5607802 | 66200 | SH |  | DFND | 10 | 66200 | 0 | 0 |
| NextEra Energy Inc | COM | 65339F101 |  | 34151006 | 403152 | SH |  | DFND | 7 | 149720 | 0 | 253432 |
| NextEra Energy Inc | COM | 65339F101 |  | 115769176 | 1366653 | SH |  | DFND | 8 | 1361853 | 0 | 4800 |
| NextGen Healthcare Inc | COM | 65343C102 |  | 284376 | 13600 | SH |  | DFND | 11 | 11400 | 0 | 2200 |
| NextGen Healthcare Inc | COM | 65343C102 |  | 3431331 | 164100 | SH |  | DFND | 8 | 153400 | 0 | 10700 |
| NGM Biopharmaceuticals Inc | COM | 62921N105 |  | 6256587 | 410268 | SH |  | DFND | 8 | 410268 | 0 | 0 |
| Nice Ltd | NOTE         9/1 | 653656AB4 |  | 7373820 | 6850000 | PRN |  | DFND | 7 | 5680000 | 0 | 1170000 |
| Nielsen Holdings PLC | SHS EUR | G6518L108 |  | 1179492 | 43300 | SH |  | DFND | 11 | 34500 | 0 | 8800 |
| Nielsen Holdings PLC | SHS EUR | G6518L108 |  | 27362580 | 1004500 | SH |  | DFND | 8 | 921500 | 0 | 83000 |
| NIKE Inc | CL B | 654106103 |  | 2497434 | 18560 | SH |  | DFND |  | 18560 | 0 | 0 |
| NIKE Inc | CL B | 654106103 |  | 1251408 | 9300 | SH |  | DFND | 11 | 9300 | 0 | 0 |
| NIKE Inc | CL B | 654106103 |  | 50289512 | 373733 | SH |  | DFND | 7 | 298089 | 0 | 75644 |
| NIKE Inc | CL B | 654106103 |  | 69902305 | 519488 | SH |  | DFND | 8 | 507488 | 0 | 12000 |
| NIO Inc | SPON ADS | 62914V106 |  | 2033241 | 96591 | SH |  | DFND |  | 69913 | 0 | 26678 |
| NIO Inc | SPON ADS | 62914V106 |  | 17495581 | 831144 | SH |  | DFND | 8 | 831144 | 0 | 0 |
| Niu Technologies | ADS | 65481N100 |  | 1228230 | 127146 | SH |  | DFND | 7 | 127146 | 0 | 0 |
| Nordstrom Inc | COM | 655664100 |  | 422916 | 15600 | SH |  | DFND | 11 | 12600 | 0 | 3000 |
| Nordstrom Inc | COM | 655664100 |  | 450026 | 16600 | SH |  | DFND | 8 | 0 | 0 | 16600 |
| Norfolk Southern Corp | COM | 655844108 |  | 77865 | 273 | SH |  | DFND |  | 273 | 0 | 0 |
| Norfolk Southern Corp | COM | 655844108 |  | 941226 | 3300 | SH |  | DFND | 11 | 3300 | 0 | 0 |
| Norfolk Southern Corp | COM | 655844108 |  | 5877243 | 20606 | SH |  | DFND | 7 | 12615 | 0 | 7991 |
| Norfolk Southern Corp | COM | 655844108 |  | 28778698 | 100900 | SH |  | DFND | 8 | 97600 | 0 | 3300 |
| Northern Trust Corp | COM | 665859104 |  | 1432335 | 12300 | SH |  | DFND | 11 | 12300 | 0 | 0 |
| Northern Trust Corp | COM | 665859104 |  | 267835 | 2300 | SH |  | DFND | 7 | 2300 | 0 | 0 |
| Northern Trust Corp | COM | 665859104 |  | 22207015 | 190700 | SH |  | DFND | 8 | 188800 | 0 | 1900 |
| Northrop Grumman Corp | COM | 666807102 |  | 39355 | 88 | SH |  | DFND |  | 88 | 0 | 0 |
| Northrop Grumman Corp | COM | 666807102 |  | 1833602 | 4100 | SH |  | DFND | 11 | 4100 | 0 | 0 |
| NortonLifeLock Inc | COM | 668771108 |  | 34476 | 1300 | SH |  | DFND | 11 | 1300 | 0 | 0 |
| NortonLifeLock Inc | COM | 668771108 |  | 19331887 | 728955 | SH |  | DFND | 7 | 698866 | 0 | 30089 |
| NortonLifeLock Inc | COM | 668771108 |  | 43689048 | 1647400 | SH |  | DFND | 8 | 1562100 | 0 | 85300 |
| Novanta Inc | COM | 67000B104 |  | 9391140 | 66000 | SH |  | DFND | 7 | 66000 | 0 | 0 |
| Novanta Inc | COM | 67000B104 |  | 72104177 | 506741 | SH |  | DFND | 8 | 506741 | 0 | 0 |
| Novocure Ltd | ORD SHS | G6674U108 |  | 845070 | 10200 | SH |  | DFND | 8 | 10200 | 0 | 0 |
| Novo Nordisk A/S | ADR | 670100205 |  | 210662 | 1897 | SH |  | DFND |  | 1897 | 0 | 0 |
| Nu Skin Enterprises Inc | CL A | 67018T105 |  | 402192 | 8400 | SH |  | DFND | 11 | 6400 | 0 | 2000 |
| Nu Skin Enterprises Inc | CL A | 67018T105 |  | 4208652 | 87900 | SH |  | DFND | 8 | 80000 | 0 | 7900 |
| Nutrien Ltd | COM | 67077M108 |  | 61250 | 589 | SH |  | DFND |  | 589 | 0 | 0 |
| Nutrien Ltd | COM | 67077M108 |  | 634339 | 6100 | SH |  | DFND | 11 | 6100 | 0 | 0 |
| Nutrien Ltd | COM | 67077M108 |  | 8140545 | 78282 | SH |  | DFND | 7 | 11519 | 0 | 66763 |
| Nutrien Ltd | COM | 67077M108 |  | 29585155 | 284500 | SH |  | DFND | 8 | 275600 | 0 | 8900 |
| NuVasive Inc | COM | 670704105 |  | 1158948 | 20440 | SH |  | DFND | 7 | 0 | 0 | 20440 |
| NVIDIA Corp | COM | 67066G104 |  | 718713 | 2634 | SH |  | DFND |  | 2634 | 0 | 0 |
| NVIDIA Corp | COM | 67066G104 |  | 44892292 | 164525 | SH |  | DFND | 7 | 141962 | 0 | 22563 |
| NVIDIA Corp | COM | 67066G104 |  | 275916851 | 1011203 | SH |  | DFND | 8 | 967324 | 0 | 43879 |
| NVR Inc | COM | 62944T105 |  | 335045 | 75 | SH |  | DFND | 7 | 75 | 0 | 0 |
| NVR Inc | COM | 62944T105 |  | 3886525 | 870 | SH |  | DFND | 8 | 870 | 0 | 0 |
| NXP Semiconductors NV | COM | N6596X109 |  | 54969 | 297 | SH |  | DFND |  | 297 | 0 | 0 |
| NXP Semiconductors NV | COM | N6596X109 |  | 188967 | 1021 | SH |  | DFND | 11 | 1021 | 0 | 0 |
| NXP Semiconductors NV | COM | N6596X109 |  | 3209472 | 17341 | SH |  | DFND | 7 | 17341 | 0 | 0 |
| NXP Semiconductors NV | COM | N6596X109 |  | 100980018 | 545602 | SH |  | DFND | 8 | 545002 | 0 | 600 |
| Nyxoah SA | SHS | B6S7WD106 |  | 3563868 | 186200 | SH |  | DFND | 7 | 186200 | 0 | 0 |
| Occidental Petroleum Corp | COM | 674599105 |  | 2682781 | 47282 | SH |  | DFND | 7 | 31878 | 0 | 15404 |
| Oceaneering International Inc | COM | 675232102 |  | 286524 | 18900 | SH |  | DFND | 11 | 15700 | 0 | 3200 |
| Oceaneering International Inc | COM | 675232102 |  | 3465576 | 228600 | SH |  | DFND | 8 | 210500 | 0 | 18100 |
| ODP Corp/The | COM | 88337F105 |  | 362057 | 7900 | SH |  | DFND | 11 | 6000 | 0 | 1900 |
| ODP Corp/The | COM | 88337F105 |  | 2245670 | 49000 | SH |  | DFND | 8 | 44000 | 0 | 5000 |
| Okta Inc | CL A | 679295105 |  | 25211679 | 167009 | SH |  | DFND | 8 | 164272 | 0 | 2737 |
| Okta Inc | NOTE  0.375% 6/1 | 679295AF2 |  | 9066242 | 9236000 | PRN |  | DFND | 7 | 7964000 | 0 | 1272000 |
| Old Dominion Freight Line Inc | COM | 679580100 |  | 34050 | 114 | SH |  | DFND |  | 114 | 0 | 0 |
| Old Dominion Freight Line Inc | COM | 679580100 |  | 1821948 | 6100 | SH |  | DFND | 11 | 6100 | 0 | 0 |
| Old Dominion Freight Line Inc | COM | 679580100 |  | 313913 | 1051 | SH |  | DFND | 7 | 1051 | 0 | 0 |
| Old Dominion Freight Line Inc | COM | 679580100 |  | 20945234 | 70126 | SH |  | DFND | 8 | 69226 | 0 | 900 |
| Olin Corp | COM PAR $1 | 680665205 |  | 6545456 | 125200 | SH |  | DFND | 8 | 102500 | 0 | 22700 |
| Omnicom Group Inc | COM | 681919106 |  | 189452 | 2232 | SH |  | DFND | 7 | 2232 | 0 | 0 |
| Omnicom Group Inc | COM | 681919106 |  | 27798200 | 327500 | SH |  | DFND | 8 | 321900 | 0 | 5600 |
| OneMain Holdings Inc | COM | 68268W103 |  | 1431782 | 30200 | SH |  | DFND | 8 | 20900 | 0 | 9300 |
| ONEOK Inc | COM | 682680103 |  | 1178603 | 16687 | SH |  | DFND | 7 | 16687 | 0 | 0 |
| ONEOK Inc | COM | 682680103 |  | 3460870 | 49000 | SH |  | DFND | 8 | 8400 | 0 | 40600 |
| OneSpaWorld Holdings Ltd | COM | P73684113 |  | 12351782 | 1210959 | SH |  | DFND | 8 | 1210959 | 0 | 0 |
| ON Semiconductor Corp | COM | 682189105 |  | 25044 | 400 | SH |  | DFND | 11 | 400 | 0 | 0 |
| ON Semiconductor Corp | COM | 682189105 |  | 153646630 | 2454027 | SH |  | DFND | 8 | 2438555 | 0 | 15472 |
| Open Text Corp | COM | 683715106 |  | 11618 | 274 | SH |  | DFND | 7 | 274 | 0 | 0 |
| Open Text Corp | COM | 683715106 |  | 2226000 | 52500 | SH |  | DFND | 8 | 52500 | 0 | 0 |
| OPKO Health Inc | COM | 68375N103 |  | 184728 | 53700 | SH |  | DFND | 11 | 53700 | 0 | 0 |
| OPKO Health Inc | COM | 68375N103 |  | 1315456 | 382400 | SH |  | DFND | 8 | 319400 | 0 | 63000 |
| Option Care Health Inc | COM NEW | 68404L201 |  | 285600 | 10000 | SH |  | DFND | 11 | 8600 | 0 | 1400 |
| Option Care Health Inc | COM NEW | 68404L201 |  | 3841320 | 134500 | SH |  | DFND | 8 | 126500 | 0 | 8000 |
| Oracle Corp | COM | 68389X105 |  | 3449841 | 41700 | SH |  | DFND | 11 | 41700 | 0 | 0 |
| Oracle Corp | COM | 68389X105 |  | 31569603 | 381598 | SH |  | DFND | 7 | 279105 | 0 | 102493 |
| Oracle Corp | COM | 68389X105 |  | 165451479 | 1999897 | SH |  | DFND | 8 | 1925551 | 0 | 74346 |
| OraSure Technologies Inc | COM | 68554V108 |  | 104412 | 15400 | SH |  | DFND | 11 | 11600 | 0 | 3800 |
| OraSure Technologies Inc | COM | 68554V108 |  | 1454310 | 214500 | SH |  | DFND | 8 | 214500 | 0 | 0 |
| O'Reilly Automotive Inc | COM | 67103H107 |  | 52742 | 77 | SH |  | DFND |  | 77 | 0 | 0 |
| O'Reilly Automotive Inc | COM | 67103H107 |  | 1441841 | 2105 | SH |  | DFND | 11 | 2105 | 0 | 0 |
| O'Reilly Automotive Inc | COM | 67103H107 |  | 265080 | 387 | SH |  | DFND | 7 | 387 | 0 | 0 |
| O'Reilly Automotive Inc | COM | 67103H107 |  | 34895287 | 50945 | SH |  | DFND | 8 | 50102 | 0 | 843 |
| Orion Office REIT Inc | COM | 68629Y103 |  | 547092 | 39078 | SH |  | DFND | 10 | 39078 | 0 | 0 |
| Orion Office REIT Inc | COM | 68629Y103 |  | 2772 | 198 | SH |  | DFND | 7 | 198 | 0 | 0 |
| Orthofix Medical Inc | COM | 68752M108 |  | 130800 | 4000 | SH |  | DFND | 11 | 3100 | 0 | 900 |
| Orthofix Medical Inc | COM | 68752M108 |  | 215820 | 6600 | SH |  | DFND | 8 | 2800 | 0 | 3800 |
| Oshkosh Corp | COM | 688239201 |  | 432795 | 4300 | SH |  | DFND | 8 | 4300 | 0 | 0 |
| OSI Systems Inc | COM | 671044105 |  | 314944 | 3700 | SH |  | DFND | 11 | 2900 | 0 | 800 |
| OSI Systems Inc | COM | 671044105 |  | 3711232 | 43600 | SH |  | DFND | 8 | 40900 | 0 | 2700 |
| Otis Worldwide Corp | COM | 68902V107 |  | 11397526 | 148116 | SH |  | DFND | 7 | 131771 | 0 | 16345 |
| Outfront Media Inc | COM | 69007J106 |  | 392334 | 13800 | SH |  | DFND | 11 | 11300 | 0 | 2500 |
| Outfront Media Inc | COM | 69007J106 |  | 7343469 | 258300 | SH |  | DFND | 8 | 244500 | 0 | 13800 |
| Ovintiv Inc | COM | 69047Q102 |  | 4828451 | 89300 | SH |  | DFND | 8 | 89300 | 0 | 0 |
| Owens Corning | COM | 690742101 |  | 73200 | 800 | SH |  | DFND | 11 | 800 | 0 | 0 |
| Owens Corning | COM | 690742101 |  | 24897150 | 272100 | SH |  | DFND | 8 | 255000 | 0 | 17100 |
| Owens  Minor Inc | COM | 690732102 |  | 479818 | 10900 | SH |  | DFND | 11 | 8700 | 0 | 2200 |
| Owens  Minor Inc | COM | 690732102 |  | 6726256 | 152800 | SH |  | DFND | 8 | 130000 | 0 | 22800 |
| Oxford Industries Inc | COM | 691497309 |  | 1040750 | 11500 | SH |  | DFND | 8 | 8700 | 0 | 2800 |
| PACCAR Inc | COM | 693718108 |  | 1701336 | 19318 | SH |  | DFND | 11 | 19318 | 0 | 0 |
| PACCAR Inc | COM | 693718108 |  | 194194 | 2205 | SH |  | DFND | 7 | 2205 | 0 | 0 |
| PACCAR Inc | COM | 693718108 |  | 61047218 | 693167 | SH |  | DFND | 8 | 672110 | 0 | 21057 |
| Packaging Corp of America | COM | 695156109 |  | 346720 | 2221 | SH |  | DFND | 7 | 2221 | 0 | 0 |
| Packaging Corp of America | COM | 695156109 |  | 2685092 | 17200 | SH |  | DFND | 8 | 17200 | 0 | 0 |
| Pagseguro Digital Ltd | COM CL A | G68707101 |  | 19567356 | 975928 | SH |  | DFND | 7 | 944356 | 0 | 31572 |
| Pagseguro Digital Ltd | COM CL A | G68707101 |  | 3717892 | 185431 | SH |  | DFND | 8 | 185431 | 0 | 0 |
| Palo Alto Networks Inc | COM | 697435105 |  | 65986 | 106 | SH |  | DFND |  | 106 | 0 | 0 |
| Palo Alto Networks Inc | COM | 697435105 |  | 62475726 | 100361 | SH |  | DFND | 7 | 76265 | 0 | 24096 |
| Palo Alto Networks Inc | COM | 697435105 |  | 71083794 | 114189 | SH |  | DFND | 8 | 112561 | 0 | 1628 |
| Palo Alto Networks Inc | NOTE  0.750% 7/0 | 697435AD7 |  | 7757240 | 3266000 | PRN |  | DFND | 7 | 2768000 | 0 | 498000 |
| Palomar Holdings Inc | COM | 69753M105 |  | 15184827 | 237300 | SH |  | DFND | 8 | 237300 | 0 | 0 |
| PAM Transportation Services Inc | COM | 693149106 |  | 145950 | 4200 | SH |  | DFND | 11 | 3200 | 0 | 1000 |
| PAM Transportation Services Inc | COM | 693149106 |  | 187650 | 5400 | SH |  | DFND | 8 | 1400 | 0 | 4000 |
| Parker-Hannifin Corp | COM | 701094104 |  | 40861 | 144 | SH |  | DFND |  | 144 | 0 | 0 |
| Parker-Hannifin Corp | COM | 701094104 |  | 36889 | 130 | SH |  | DFND | 7 | 130 | 0 | 0 |
| Parker-Hannifin Corp | COM | 701094104 |  | 23256402 | 81958 | SH |  | DFND | 8 | 81958 | 0 | 0 |
| Park Hotels  Resorts Inc | COM | 700517105 |  | 6645395 | 340266 | SH |  | DFND | 10 | 340266 | 0 | 0 |
| Park Hotels  Resorts Inc | COM | 700517105 |  | 21483 | 1100 | SH |  | DFND | 11 | 1100 | 0 | 0 |
| Park Hotels  Resorts Inc | COM | 700517105 |  | 39060 | 2000 | SH |  | DFND | 8 | 2000 | 0 | 0 |
| Patterson Cos Inc | COM | 703395103 |  | 472602 | 14600 | SH |  | DFND | 11 | 11900 | 0 | 2700 |
| Patterson Cos Inc | COM | 703395103 |  | 6830070 | 211000 | SH |  | DFND | 8 | 198200 | 0 | 12800 |
| Paychex Inc | COM | 704326107 |  | 45445 | 333 | SH |  | DFND |  | 333 | 0 | 0 |
| Paychex Inc | COM | 704326107 |  | 1550163 | 11359 | SH |  | DFND | 11 | 11359 | 0 | 0 |
| Paychex Inc | COM | 704326107 |  | 376657 | 2760 | SH |  | DFND | 7 | 2760 | 0 | 0 |
| Paychex Inc | COM | 704326107 |  | 37678139 | 276091 | SH |  | DFND | 8 | 267456 | 0 | 8635 |
| Paycom Software Inc | COM | 70432V102 |  | 206789 | 597 | SH |  | DFND | 7 | 597 | 0 | 0 |
| Paylocity Holding Corp | COM | 70438V106 |  | 1214043 | 5900 | SH |  | DFND | 11 | 4500 | 0 | 1400 |
| Paylocity Holding Corp | COM | 70438V106 |  | 40062596 | 194696 | SH |  | DFND | 8 | 186779 | 0 | 7917 |
| PayPal Holdings Inc | COM | 70450Y103 |  | 143984 | 1245 | SH |  | DFND |  | 1245 | 0 | 0 |
| PayPal Holdings Inc | COM | 70450Y103 |  | 25074655 | 216815 | SH |  | DFND | 7 | 154355 | 0 | 62460 |
| PayPal Holdings Inc | COM | 70450Y103 |  | 79319478 | 685858 | SH |  | DFND | 8 | 672128 | 0 | 13730 |
| PC Connection Inc | COM | 69318J100 |  | 246233 | 4700 | SH |  | DFND | 11 | 3900 | 0 | 800 |
| PC Connection Inc | COM | 69318J100 |  | 2629978 | 50200 | SH |  | DFND | 8 | 45800 | 0 | 4400 |
| Pebblebrook Hotel Trust | NOTE  1.750%12/1 | 70509VAA8 |  | 5410311 | 4700000 | PRN |  | DFND | 7 | 3980000 | 0 | 720000 |
| Pembina Pipeline Corp | COM | 706327103 |  | 1344990 | 35771 | SH |  | DFND | 7 | 20377 | 0 | 15394 |
| Pembina Pipeline Corp | COM | 706327103 |  | 259440 | 6900 | SH |  | DFND | 8 | 5500 | 0 | 1400 |
| Penn National Gaming Inc | COM | 707569109 |  | 101808 | 2400 | SH |  | DFND | 11 | 2400 | 0 | 0 |
| Penn National Gaming Inc | COM | 707569109 |  | 1315020 | 31000 | SH |  | DFND | 8 | 28300 | 0 | 2700 |
| PennyMac Mortgage Investment Trust | NOTE  5.500% 3/1 | 70932AAF0 |  | 960690 | 1000000 | PRN |  | DFND | 11 | 1000000 | 0 | 0 |
| Penske Automotive Group Inc | COM | 70959W103 |  | 1958748 | 20900 | SH |  | DFND | 8 | 20900 | 0 | 0 |
| Pentair PLC | SHS | G7S00T104 |  | 1393197 | 25700 | SH |  | DFND | 11 | 25700 | 0 | 0 |
| Pentair PLC | SHS | G7S00T104 |  | 9053 | 167 | SH |  | DFND | 7 | 167 | 0 | 0 |
| Pentair PLC | SHS | G7S00T104 |  | 25863591 | 477100 | SH |  | DFND | 8 | 441200 | 0 | 35900 |
| Penumbra Inc | COM | 70975L107 |  | 16693070 | 75150 | SH |  | DFND | 8 | 75150 | 0 | 0 |
| PepsiCo Inc | COM | 713448108 |  | 250400 | 1496 | SH |  | DFND |  | 1496 | 0 | 0 |
| PepsiCo Inc | COM | 713448108 |  | 5084000 | 30374 | SH |  | DFND | 11 | 30374 | 0 | 0 |
| PepsiCo Inc | COM | 713448108 |  | 25842468 | 154394 | SH |  | DFND | 7 | 16963 | 0 | 137431 |
| PepsiCo Inc | COM | 713448108 |  | 100455450 | 600164 | SH |  | DFND | 8 | 583332 | 0 | 16832 |
| Perficient Inc | COM | 71375U101 |  | 506414 | 4600 | SH |  | DFND | 11 | 3700 | 0 | 900 |
| Perficient Inc | COM | 71375U101 |  | 6407238 | 58200 | SH |  | DFND | 8 | 47700 | 0 | 10500 |
| PerkinElmer Inc | COM | 714046109 |  | 230287 | 1320 | SH |  | DFND | 7 | 1320 | 0 | 0 |
| PerkinElmer Inc | COM | 714046109 |  | 2477332 | 14200 | SH |  | DFND | 8 | 14200 | 0 | 0 |
| Perrigo Co PLC | SHS | G97822103 |  | 441945 | 11500 | SH |  | DFND | 11 | 11500 | 0 | 0 |
| Perrigo Co PLC | SHS | G97822103 |  | 8869644 | 230800 | SH |  | DFND | 8 | 224900 | 0 | 5900 |
| Petroleo Brasileiro SA | SPONSORED ADR | 71654V408 |  | 1110000 | 75000 | SH |  | DFND | 7 | 0 | 0 | 75000 |
| Pfizer Inc | COM | 717081103 |  | 299904 | 5793 | SH |  | DFND |  | 5793 | 0 | 0 |
| Pfizer Inc | COM | 717081103 |  | 559116 | 10800 | SH |  | DFND | 11 | 10800 | 0 | 0 |
| Pfizer Inc | COM | 717081103 |  | 11865995 | 229206 | SH |  | DFND | 7 | 45396 | 0 | 183810 |
| Pfizer Inc | COM | 717081103 |  | 104383851 | 2016300 | SH |  | DFND | 8 | 1987700 | 0 | 28600 |
| Philip Morris International Inc | COM | 718172109 |  | 158195 | 1684 | SH |  | DFND |  | 1684 | 0 | 0 |
| Philip Morris International Inc | COM | 718172109 |  | 76749 | 817 | SH |  | DFND | 7 | 0 | 0 | 817 |
| Phillips 66 | COM | 718546104 |  | 2054354 | 23780 | SH |  | DFND | 7 | 23780 | 0 | 0 |
| Phillips 66 | COM | 718546104 |  | 11386202 | 131800 | SH |  | DFND | 8 | 120600 | 0 | 11200 |
| Phreesia Inc | COM | 71944F106 |  | 6902076 | 261839 | SH |  | DFND | 8 | 261839 | 0 | 0 |
| Physicians Realty Trust | COM | 71943U104 |  | 18801003 | 1071893 | SH |  | DFND | 10 | 1071893 | 0 | 0 |
| Physicians Realty Trust | COM | 71943U104 |  | 154071 | 8784 | SH |  | DFND | 7 | 8784 | 0 | 0 |
| Piedmont Office Realty Trust Inc | COM CL A | 720190206 |  | 349566 | 20300 | SH |  | DFND | 11 | 16500 | 0 | 3800 |
| Piedmont Office Realty Trust Inc | COM CL A | 720190206 |  | 14534 | 844 | SH |  | DFND | 7 | 844 | 0 | 0 |
| Piedmont Office Realty Trust Inc | COM CL A | 720190206 |  | 3924438 | 227900 | SH |  | DFND | 8 | 208700 | 0 | 19200 |
| Pinduoduo Inc | SPONSORED ADS | 722304102 |  | 789244 | 19677 | SH |  | DFND |  | 14977 | 0 | 4700 |
| Pinduoduo Inc | SPONSORED ADS | 722304102 |  | 625034 | 15583 | SH |  | DFND | 7 | 11196 | 0 | 4387 |
| Pinduoduo Inc | SPONSORED ADS | 722304102 |  | 8986846 | 224055 | SH |  | DFND | 8 | 224055 | 0 | 0 |
| Pinnacle Financial Partners Inc | COM | 72346Q104 |  | 386736 | 4200 | SH |  | DFND | 11 | 3500 | 0 | 700 |
| Pinnacle Financial Partners Inc | COM | 72346Q104 |  | 3057056 | 33200 | SH |  | DFND | 8 | 24600 | 0 | 8600 |
| Pinnacle West Capital Corp | COM | 723484101 |  | 62480 | 800 | SH |  | DFND | 11 | 300 | 0 | 500 |
| Pinnacle West Capital Corp | COM | 723484101 |  | 5224890 | 66900 | SH |  | DFND | 8 | 64400 | 0 | 2500 |
| Pioneer Natural Resources Co | COM | 723787107 |  | 65258 | 261 | SH |  | DFND |  | 261 | 0 | 0 |
| Pioneer Natural Resources Co | COM | 723787107 |  | 2188513 | 8753 | SH |  | DFND | 7 | 8134 | 0 | 619 |
| Pioneer Natural Resources Co | NOTE  0.250% 5/1 | 723787AP2 |  | 16096518 | 6678000 | PRN |  | DFND | 7 | 4522000 | 0 | 2156000 |
| Planet Fitness Inc | CL A | 72703H101 |  | 11253412 | 133208 | SH |  | DFND | 7 | 128946 | 0 | 4262 |
| Planet Fitness Inc | CL A | 72703H101 |  | 44597752 | 527909 | SH |  | DFND | 8 | 527909 | 0 | 0 |
| Playa Hotels  Resorts NV | SHS | N70544106 |  | 173000 | 20000 | SH |  | DFND | 11 | 20000 | 0 | 0 |
| Playa Hotels  Resorts NV | SHS | N70544106 |  | 189435 | 21900 | SH |  | DFND | 8 | 0 | 0 | 21900 |
| Pliant Therapeutics Inc | COM | 729139105 |  | 2348574 | 335032 | SH |  | DFND | 8 | 335032 | 0 | 0 |
| PNC Financial Services Group Inc/The | COM | 693475105 |  | 91487 | 496 | SH |  | DFND |  | 496 | 0 | 0 |
| PNC Financial Services Group Inc/The | COM | 693475105 |  | 461125 | 2500 | SH |  | DFND | 11 | 2500 | 0 | 0 |
| PNC Financial Services Group Inc/The | COM | 693475105 |  | 918377 | 4979 | SH |  | DFND | 7 | 3790 | 0 | 1189 |
| PNC Financial Services Group Inc/The | COM | 693475105 |  | 18979905 | 102900 | SH |  | DFND | 8 | 98200 | 0 | 4700 |
| Pool Corp | COM | 73278L105 |  | 2114250 | 5000 | SH |  | DFND | 11 | 4200 | 0 | 800 |
| Pool Corp | COM | 73278L105 |  | 15481807 | 36613 | SH |  | DFND | 7 | 36613 | 0 | 0 |
| Pool Corp | COM | 73278L105 |  | 51418560 | 121600 | SH |  | DFND | 8 | 112000 | 0 | 9600 |
| Popular Inc | COM NEW | 733174700 |  | 433222 | 5300 | SH |  | DFND | 11 | 3300 | 0 | 2000 |
| Popular Inc | COM NEW | 733174700 |  | 11157510 | 136500 | SH |  | DFND | 8 | 109100 | 0 | 27400 |
| Portland General Electric Co | COM NEW | 736508847 |  | 612165 | 11100 | SH |  | DFND | 11 | 8600 | 0 | 2500 |
| Portland General Electric Co | COM NEW | 736508847 |  | 55 | 1 | SH |  | DFND | 7 | 1 | 0 | 0 |
| Portland General Electric Co | COM NEW | 736508847 |  | 595620 | 10800 | SH |  | DFND | 8 | 2500 | 0 | 8300 |
| PotlatchDeltic Corp | COM | 737630103 |  | 374383 | 7100 | SH |  | DFND | 11 | 5600 | 0 | 1500 |
| PotlatchDeltic Corp | COM | 737630103 |  | 3543456 | 67200 | SH |  | DFND | 8 | 59100 | 0 | 8100 |
| Power Integrations Inc | COM | 739276103 |  | 806316 | 8700 | SH |  | DFND | 11 | 6600 | 0 | 2100 |
| Power Integrations Inc | COM | 739276103 |  | 9953832 | 107400 | SH |  | DFND | 8 | 90000 | 0 | 17400 |
| PPG Industries Inc | COM | 693506107 |  | 33816 | 258 | SH |  | DFND |  | 258 | 0 | 0 |
| PPG Industries Inc | COM | 693506107 |  | 326233 | 2489 | SH |  | DFND | 7 | 1501 | 0 | 988 |
| Precigen Inc | COM | 74017N105 |  | 20889 | 9900 | SH |  | DFND | 11 | 0 | 0 | 9900 |
| Precigen Inc | COM | 74017N105 |  | 957940 | 454000 | SH |  | DFND | 8 | 454000 | 0 | 0 |
| Premier Inc | CL A | 74051N102 |  | 1007126 | 28298 | SH |  | DFND | 8 | 19698 | 0 | 8600 |
| PriceSmart Inc | COM | 741511109 |  | 394350 | 5000 | SH |  | DFND | 11 | 3800 | 0 | 1200 |
| PriceSmart Inc | COM | 741511109 |  | 3722664 | 47200 | SH |  | DFND | 8 | 42400 | 0 | 4800 |
| Principal Financial Group Inc | COM | 74251V102 |  | 315663 | 4300 | SH |  | DFND | 11 | 3700 | 0 | 600 |
| Principal Financial Group Inc | COM | 74251V102 |  | 452132 | 6159 | SH |  | DFND | 7 | 6159 | 0 | 0 |
| Principal Financial Group Inc | COM | 74251V102 |  | 39685446 | 540600 | SH |  | DFND | 8 | 495200 | 0 | 45400 |
| Procter  Gamble Co/The | COM | 742718109 |  | 390251 | 2554 | SH |  | DFND |  | 2554 | 0 | 0 |
| Procter  Gamble Co/The | COM | 742718109 |  | 4629840 | 30300 | SH |  | DFND | 11 | 30300 | 0 | 0 |
| Procter  Gamble Co/The | COM | 742718109 |  | 9686450 | 63393 | SH |  | DFND | 7 | 12853 | 0 | 50540 |
| Procter  Gamble Co/The | COM | 742718109 |  | 129641938 | 848442 | SH |  | DFND | 8 | 802903 | 0 | 45539 |
| Progressive Corp/The | COM | 743315103 |  | 72384 | 635 | SH |  | DFND |  | 635 | 0 | 0 |
| Progressive Corp/The | COM | 743315103 |  | 1333683 | 11700 | SH |  | DFND | 11 | 11700 | 0 | 0 |
| Progressive Corp/The | COM | 743315103 |  | 184322 | 1617 | SH |  | DFND | 7 | 1617 | 0 | 0 |
| Progressive Corp/The | COM | 743315103 |  | 36071110 | 316441 | SH |  | DFND | 8 | 313941 | 0 | 2500 |
| Progress Software Corp | COM | 743312100 |  | 339048 | 7200 | SH |  | DFND | 11 | 5800 | 0 | 1400 |
| Progress Software Corp | COM | 743312100 |  | 334339 | 7100 | SH |  | DFND | 8 | 0 | 0 | 7100 |
| Progyny Inc | COM | 74340E103 |  | 231300 | 4500 | SH |  | DFND | 11 | 4500 | 0 | 0 |
| Progyny Inc | COM | 74340E103 |  | 210740 | 4100 | SH |  | DFND | 8 | 0 | 0 | 4100 |
| Prologis Inc | COM | 74340W103 |  | 114656290 | 710034 | SH |  | DFND | 10 | 710034 | 0 | 0 |
| Prologis Inc | COM | 74340W103 |  | 2309164 | 14300 | SH |  | DFND | 11 | 14300 | 0 | 0 |
| Prologis Inc | COM | 74340W103 |  | 63114135 | 390848 | SH |  | DFND | 7 | 259707 | 0 | 131141 |
| Prologis Inc | COM | 74340W103 |  | 146318804 | 906111 | SH |  | DFND | 8 | 904011 | 0 | 2100 |
| Prosperity Bancshares Inc | COM | 743606105 |  | 138760 | 2000 | SH |  | DFND | 11 | 1500 | 0 | 500 |
| Prosperity Bancshares Inc | COM | 743606105 |  | 1040700 | 15000 | SH |  | DFND | 8 | 13300 | 0 | 1700 |
| Prothena Corp PLC | SHS | G72800108 |  | 1283607 | 35100 | SH |  | DFND | 8 | 35100 | 0 | 0 |
| Prudential Financial Inc | COM | 744320102 |  | 49750 | 421 | SH |  | DFND |  | 421 | 0 | 0 |
| Prudential Financial Inc | COM | 744320102 |  | 6618584 | 56009 | SH |  | DFND | 7 | 970 | 0 | 55039 |
| Prudential Financial Inc | COM | 744320102 |  | 26174655 | 221500 | SH |  | DFND | 8 | 207900 | 0 | 13600 |
| Public Service Enterprise Group Inc | COM | 744573106 |  | 348880 | 4984 | SH |  | DFND | 7 | 4984 | 0 | 0 |
| Public Service Enterprise Group Inc | COM | 744573106 |  | 91000 | 1300 | SH |  | DFND | 8 | 1300 | 0 | 0 |
| Public Storage | COM | 74460D109 |  | 1405008 | 3600 | SH |  | DFND | 11 | 3600 | 0 | 0 |
| Public Storage | COM | 74460D109 |  | 2054044 | 5263 | SH |  | DFND | 7 | 4062 | 0 | 1201 |
| Public Storage | COM | 74460D109 |  | 14557444 | 37300 | SH |  | DFND | 8 | 37300 | 0 | 0 |
| PulteGroup Inc | COM | 745867101 |  | 217880 | 5200 | SH |  | DFND | 11 | 4400 | 0 | 800 |
| PulteGroup Inc | COM | 745867101 |  | 10726 | 256 | SH |  | DFND | 7 | 256 | 0 | 0 |
| PulteGroup Inc | COM | 745867101 |  | 24853572 | 593164 | SH |  | DFND | 8 | 588464 | 0 | 4700 |
| Pure Storage Inc | CL A | 74624M102 |  | 617925 | 17500 | SH |  | DFND | 8 | 0 | 0 | 17500 |
| PVH Corp | COM | 693656100 |  | 4397414 | 57400 | SH |  | DFND | 8 | 57400 | 0 | 0 |
| Q2 Holdings Inc | COM | 74736L109 |  | 13205307 | 214198 | SH |  | DFND | 7 | 214198 | 0 | 0 |
| Q2 Holdings Inc | COM | 74736L109 |  | 35558240 | 576776 | SH |  | DFND | 8 | 568376 | 0 | 8400 |
| QCR Holdings Inc | COM | 74727A104 |  | 1122859 | 19842 | SH |  | DFND | 8 | 19842 | 0 | 0 |
| QIAGEN NV | SHS NEW | N72482123 |  | 959224 | 19576 | SH |  | DFND | 7 | 19576 | 0 | 0 |
| QIAGEN NV | SHS NEW | N72482123 |  | 3377178 | 68922 | SH |  | DFND | 8 | 68922 | 0 | 0 |
| Qorvo Inc | COM | 74736K101 |  | 321543 | 2591 | SH |  | DFND | 7 | 2591 | 0 | 0 |
| QUALCOMM Inc | COM | 747525103 |  | 190872 | 1249 | SH |  | DFND |  | 1249 | 0 | 0 |
| QUALCOMM Inc | COM | 747525103 |  | 1146150 | 7500 | SH |  | DFND | 11 | 7500 | 0 | 0 |
| QUALCOMM Inc | COM | 747525103 |  | 16761450 | 109681 | SH |  | DFND | 7 | 59193 | 0 | 50488 |
| QUALCOMM Inc | COM | 747525103 |  | 364316156 | 2383956 | SH |  | DFND | 8 | 2347882 | 0 | 36074 |
| Qualys Inc | COM | 74758T303 |  | 19935264 | 139985 | SH |  | DFND | 7 | 136367 | 0 | 3618 |
| Quanta Services Inc | COM | 74762E102 |  | 1013397 | 7700 | SH |  | DFND | 11 | 7300 | 0 | 400 |
| Quanta Services Inc | COM | 74762E102 |  | 7804473 | 59300 | SH |  | DFND | 8 | 48700 | 0 | 10600 |
| Quest Diagnostics Inc | COM | 74834L100 |  | 95802 | 700 | SH |  | DFND | 11 | 700 | 0 | 0 |
| Quest Diagnostics Inc | COM | 74834L100 |  | 100455 | 734 | SH |  | DFND | 7 | 734 | 0 | 0 |
| Quest Diagnostics Inc | COM | 74834L100 |  | 39648342 | 289700 | SH |  | DFND | 8 | 279600 | 0 | 10100 |
| Quidel Corp | COM | 74838J101 |  | 596038 | 5300 | SH |  | DFND | 11 | 4200 | 0 | 1100 |
| Quidel Corp | COM | 74838J101 |  | 9446640 | 84000 | SH |  | DFND | 8 | 72400 | 0 | 11600 |
| Quotient Technology Inc | COM | 749119103 |  | 111650 | 17500 | SH |  | DFND | 11 | 12500 | 0 | 5000 |
| Qurate Retail Inc | COM SER A | 74915M100 |  | 63784 | 13400 | SH |  | DFND | 8 | 13400 | 0 | 0 |
| Ralph Lauren Corp | CL A | 751212101 |  | 850800 | 7500 | SH |  | DFND | 11 | 6700 | 0 | 800 |
| Ralph Lauren Corp | CL A | 751212101 |  | 3006160 | 26500 | SH |  | DFND | 8 | 18500 | 0 | 8000 |
| Rambus Inc | COM | 750917106 |  | 583587 | 18300 | SH |  | DFND | 11 | 14100 | 0 | 4200 |
| Rambus Inc | COM | 750917106 |  | 5526537 | 173300 | SH |  | DFND | 8 | 155100 | 0 | 18200 |
| Rapid7 Inc | COM | 753422104 |  | 39545598 | 355498 | SH |  | DFND | 8 | 355498 | 0 | 0 |
| Rapid7 Inc | NOTE  0.250% 3/1 | 753422AF1 |  | 4861155 | 3900000 | PRN |  | DFND | 7 | 3300000 | 0 | 600000 |
| Raymond James Financial Inc | COM | 754730109 |  | 487890 | 4439 | SH |  | DFND | 7 | 4439 | 0 | 0 |
| Raymond James Financial Inc | COM | 754730109 |  | 11276766 | 102600 | SH |  | DFND | 8 | 102600 | 0 | 0 |
| Raytheon Technologies Corp | COM | 75513E101 |  | 164258 | 1658 | SH |  | DFND |  | 1658 | 0 | 0 |
| Raytheon Technologies Corp | COM | 75513E101 |  | 228059 | 2302 | SH |  | DFND | 7 | 1511 | 0 | 791 |
| Raytheon Technologies Corp | COM | 75513E101 |  | 1169026 | 11800 | SH |  | DFND | 8 | 8600 | 0 | 3200 |
| Realty Income Corp | COM | 756109104 |  | 27083133 | 390810 | SH |  | DFND | 10 | 390810 | 0 | 0 |
| Realty Income Corp | COM | 756109104 |  | 138600 | 2000 | SH |  | DFND | 11 | 2000 | 0 | 0 |
| Realty Income Corp | COM | 756109104 |  | 698683 | 10082 | SH |  | DFND | 7 | 5442 | 0 | 4640 |
| Realty Income Corp | COM | 756109104 |  | 4906440 | 70800 | SH |  | DFND | 8 | 70800 | 0 | 0 |
| Red Rock Resorts Inc | CL A | 75700L108 |  | 519592 | 10700 | SH |  | DFND | 11 | 8800 | 0 | 1900 |
| Red Rock Resorts Inc | CL A | 75700L108 |  | 3370064 | 69400 | SH |  | DFND | 8 | 59000 | 0 | 10400 |
| Regal Rexnord Corp | COM | 758750103 |  | 862924 | 5800 | SH |  | DFND | 11 | 4700 | 0 | 1100 |
| Regal Rexnord Corp | COM | 758750103 |  | 11173378 | 75100 | SH |  | DFND | 8 | 59400 | 0 | 15700 |
| Regeneron Pharmaceuticals Inc | COM | 75886F107 |  | 85207 | 122 | SH |  | DFND |  | 122 | 0 | 0 |
| Regeneron Pharmaceuticals Inc | COM | 75886F107 |  | 650229 | 931 | SH |  | DFND | 11 | 931 | 0 | 0 |
| Regeneron Pharmaceuticals Inc | COM | 75886F107 |  | 355496 | 509 | SH |  | DFND | 7 | 509 | 0 | 0 |
| Regeneron Pharmaceuticals Inc | COM | 75886F107 |  | 92945035 | 133079 | SH |  | DFND | 8 | 132122 | 0 | 957 |
| Regions Financial Corp | COM | 7591EP100 |  | 440748 | 19800 | SH |  | DFND | 11 | 19800 | 0 | 0 |
| Regions Financial Corp | COM | 7591EP100 |  | 557457 | 25043 | SH |  | DFND | 7 | 25043 | 0 | 0 |
| Regions Financial Corp | COM | 7591EP100 |  | 14535780 | 653000 | SH |  | DFND | 8 | 653000 | 0 | 0 |
| Reliance Steel  Aluminum Co | COM | 759509102 |  | 1246780 | 6800 | SH |  | DFND | 8 | 6800 | 0 | 0 |
| RE/MAX Holdings Inc | CL A | 75524W108 |  | 745937 | 26900 | SH |  | DFND | 8 | 23600 | 0 | 3300 |
| Renasant Corp | COM | 75970E107 |  | 204045 | 6100 | SH |  | DFND | 11 | 6100 | 0 | 0 |
| Renasant Corp | COM | 75970E107 |  | 307740 | 9200 | SH |  | DFND | 8 | 0 | 0 | 9200 |
| Repligen Corp | COM | 759916109 |  | 357371 | 1900 | SH |  | DFND | 11 | 1500 | 0 | 400 |
| Repligen Corp | COM | 759916109 |  | 6150543 | 32700 | SH |  | DFND | 8 | 24400 | 0 | 8300 |
| Republic Services Inc | COM | 760759100 |  | 54325 | 410 | SH |  | DFND |  | 410 | 0 | 0 |
| Republic Services Inc | COM | 760759100 |  | 3247045 | 24506 | SH |  | DFND | 7 | 24506 | 0 | 0 |
| Republic Services Inc | COM | 760759100 |  | 55141598 | 416163 | SH |  | DFND | 8 | 416163 | 0 | 0 |
| Resideo Technologies Inc | COM | 76118Y104 |  | 529026 | 22200 | SH |  | DFND | 11 | 16900 | 0 | 5300 |
| Resideo Technologies Inc | COM | 76118Y104 |  | 3889056 | 163200 | SH |  | DFND | 8 | 120000 | 0 | 43200 |
| ResMed Inc | COM | 761152107 |  | 40014 | 165 | SH |  | DFND |  | 165 | 0 | 0 |
| ResMed Inc | COM | 761152107 |  | 945789 | 3900 | SH |  | DFND | 11 | 3900 | 0 | 0 |
| ResMed Inc | COM | 761152107 |  | 438701 | 1809 | SH |  | DFND | 7 | 1809 | 0 | 0 |
| ResMed Inc | COM | 761152107 |  | 17813087 | 73453 | SH |  | DFND | 8 | 72800 | 0 | 653 |
| Resources Connection Inc | COM | 76122Q105 |  | 90842 | 5300 | SH |  | DFND | 11 | 5300 | 0 | 0 |
| Resources Connection Inc | COM | 76122Q105 |  | 83986 | 4900 | SH |  | DFND | 8 | 4900 | 0 | 0 |
| Restaurant Brands International Inc | COM | 76131D103 |  | 294344 | 5041 | SH |  | DFND | 7 | 286 | 0 | 4755 |
| Restaurant Brands International Inc | COM | 76131D103 |  | 1354648 | 23200 | SH |  | DFND | 8 | 22000 | 0 | 1200 |
| Revelation Biosciences Inc | COM | 76135L101 |  | 2233242 | 1958984 | SH |  | DFND | 8 | 1958984 | 0 | 0 |
| REV Group Inc | COM | 749527107 |  | 124620 | 9300 | SH |  | DFND | 11 | 9300 | 0 | 0 |
| REV Group Inc | COM | 749527107 |  | 146060 | 10900 | SH |  | DFND | 8 | 0 | 0 | 10900 |
| REX American Resources Corp | COM | 761624105 |  | 19920 | 200 | SH |  | DFND | 11 | 200 | 0 | 0 |
| REX American Resources Corp | COM | 761624105 |  | 946200 | 9500 | SH |  | DFND | 8 | 9500 | 0 | 0 |
| Rimini Street Inc | COM | 76674Q107 |  | 24360 | 4200 | SH |  | DFND | 11 | 0 | 0 | 4200 |
| Rimini Street Inc | COM | 76674Q107 |  | 804843 | 138766 | SH |  | DFND | 8 | 123666 | 0 | 15100 |
| Ritchie Bros Auctioneers Inc | COM | 767744105 |  | 2520581 | 42700 | SH |  | DFND | 8 | 42700 | 0 | 0 |
| RMR Group Inc/The | CL A | 74967R106 |  | 136840 | 4400 | SH |  | DFND | 11 | 3300 | 0 | 1100 |
| RMR Group Inc/The | CL A | 74967R106 |  | 1527134 | 49104 | SH |  | DFND | 8 | 46104 | 0 | 3000 |
| Robert Half International Inc | COM | 770323103 |  | 114180 | 1000 | SH |  | DFND | 11 | 1000 | 0 | 0 |
| Robert Half International Inc | COM | 770323103 |  | 12788 | 112 | SH |  | DFND | 7 | 112 | 0 | 0 |
| Robert Half International Inc | COM | 770323103 |  | 20769342 | 181900 | SH |  | DFND | 8 | 165500 | 0 | 16400 |
| Rockwell Automation Inc | COM | 773903109 |  | 37524 | 134 | SH |  | DFND |  | 134 | 0 | 0 |
| Rockwell Automation Inc | COM | 773903109 |  | 1624174 | 5800 | SH |  | DFND | 11 | 5800 | 0 | 0 |
| Rockwell Automation Inc | COM | 773903109 |  | 4642337 | 16578 | SH |  | DFND | 7 | 7983 | 0 | 8595 |
| Rockwell Automation Inc | COM | 773903109 |  | 19070043 | 68100 | SH |  | DFND | 8 | 67200 | 0 | 900 |
| Rogers Communications Inc | CL B | 775109200 |  | 1441450 | 25400 | SH |  | DFND | 11 | 25400 | 0 | 0 |
| Rogers Communications Inc | CL B | 775109200 |  | 15291628 | 269456 | SH |  | DFND | 7 | 85923 | 0 | 183533 |
| Rogers Communications Inc | CL B | 775109200 |  | 14871962 | 262061 | SH |  | DFND | 8 | 258861 | 0 | 3200 |
| Roku Inc | COM CL A | 77543R102 |  | 513607 | 4100 | SH |  | DFND | 8 | 4100 | 0 | 0 |
| Rollins Inc | COM | 775711104 |  | 10094 | 288 | SH |  | DFND | 7 | 288 | 0 | 0 |
| Rollins Inc | COM | 775711104 |  | 1862908 | 53150 | SH |  | DFND | 8 | 53150 | 0 | 0 |
| Roper Technologies Inc | COM | 776696106 |  | 55723 | 118 | SH |  | DFND |  | 118 | 0 | 0 |
| Roper Technologies Inc | COM | 776696106 |  | 7528291 | 15942 | SH |  | DFND | 7 | 106 | 0 | 15836 |
| Roper Technologies Inc | COM | 776696106 |  | 69238835 | 146621 | SH |  | DFND | 8 | 145721 | 0 | 900 |
| Royal Bank of Canada | COM | 780087102 |  | 172903 | 1568 | SH |  | DFND |  | 1568 | 0 | 0 |
| Royal Bank of Canada | COM | 780087102 |  | 3903558 | 35400 | SH |  | DFND | 11 | 35400 | 0 | 0 |
| Royal Bank of Canada | COM | 780087102 |  | 599428 | 5436 | SH |  | DFND | 7 | 1439 | 0 | 3997 |
| Royal Bank of Canada | COM | 780087102 |  | 50757281 | 460300 | SH |  | DFND | 8 | 415900 | 0 | 44400 |
| Royal Caribbean Cruises Ltd | COM | V7780T103 |  | 19437 | 232 | SH |  | DFND | 7 | 232 | 0 | 0 |
| Royal Caribbean Cruises Ltd | COM | V7780T103 |  | 44656835 | 533025 | SH |  | DFND | 8 | 531725 | 0 | 1300 |
| Rush Enterprises Inc | CL A | 781846209 |  | 672012 | 13200 | SH |  | DFND | 11 | 11000 | 0 | 2200 |
| Rush Enterprises Inc | CL A | 781846209 |  | 717831 | 14100 | SH |  | DFND | 8 | 3000 | 0 | 11100 |
| Ryder System Inc | COM | 783549108 |  | 507712 | 6400 | SH |  | DFND | 8 | 0 | 0 | 6400 |
| Ryerson Holding Corp | COM | 783754104 |  | 171598 | 4900 | SH |  | DFND | 11 | 3800 | 0 | 1100 |
| Ryerson Holding Corp | COM | 783754104 |  | 168096 | 4800 | SH |  | DFND | 8 | 0 | 0 | 4800 |
| Sabra Health Care REIT Inc | COM | 78573L106 |  | 474991 | 31900 | SH |  | DFND | 11 | 25600 | 0 | 6300 |
| Sabra Health Care REIT Inc | COM | 78573L106 |  | 8130 | 546 | SH |  | DFND | 7 | 546 | 0 | 0 |
| Sabra Health Care REIT Inc | COM | 78573L106 |  | 4054547 | 272300 | SH |  | DFND | 8 | 242500 | 0 | 29800 |
| Saia Inc | COM | 78709Y105 |  | 877752 | 3600 | SH |  | DFND | 11 | 2800 | 0 | 800 |
| Saia Inc | COM | 78709Y105 |  | 10825608 | 44400 | SH |  | DFND | 8 | 38600 | 0 | 5800 |
| Sailpoint Technologies Holdings Inc | COM | 78781P105 |  | 7447560 | 145517 | SH |  | DFND | 7 | 145517 | 0 | 0 |
| salesforce.com Inc | COM | 79466L302 |  | 221025 | 1041 | SH |  | DFND |  | 1041 | 0 | 0 |
| salesforce.com Inc | COM | 79466L302 |  | 57663564 | 271588 | SH |  | DFND | 7 | 197974 | 0 | 73614 |
| salesforce.com Inc | COM | 79466L302 |  | 191224522 | 900643 | SH |  | DFND | 8 | 884691 | 0 | 15952 |
| Sanmina Corp | COM | 801056102 |  | 420368 | 10400 | SH |  | DFND | 11 | 7900 | 0 | 2500 |
| Sanmina Corp | COM | 801056102 |  | 5052500 | 125000 | SH |  | DFND | 8 | 115100 | 0 | 9900 |
| Sapiens International Corp NV | SHS | G7T16G103 |  | 436708 | 17200 | SH |  | DFND | 8 | 17200 | 0 | 0 |
| Sarepta Therapeutics Inc | COM | 803607100 |  | 7780440 | 99596 | SH |  | DFND | 8 | 99596 | 0 | 0 |
| Saul Centers Inc | COM | 804395101 |  | 210800 | 4000 | SH |  | DFND | 11 | 4000 | 0 | 0 |
| Saul Centers Inc | COM | 804395101 |  | 179180 | 3400 | SH |  | DFND | 8 | 0 | 0 | 3400 |
| Savara Inc | COM | 805111101 |  | 4555960 | 3477832 | SH |  | DFND | 8 | 3477832 | 0 | 0 |
| ScanSource Inc | COM | 806037107 |  | 205261 | 5900 | SH |  | DFND | 11 | 4300 | 0 | 1600 |
| ScanSource Inc | COM | 806037107 |  | 1913450 | 55000 | SH |  | DFND | 8 | 50600 | 0 | 4400 |
| Schlumberger NV | COM STK | 806857108 |  | 59872 | 1586 | SH |  | DFND |  | 1586 | 0 | 0 |
| Schlumberger NV | COM STK | 806857108 |  | 9387746 | 248682 | SH |  | DFND | 7 | 136371 | 0 | 112311 |
| Schlumberger NV | COM STK | 806857108 |  | 2967150 | 78600 | SH |  | DFND | 8 | 75600 | 0 | 3000 |
| Schneider National Inc | CL B | 80689H102 |  | 614550 | 24100 | SH |  | DFND | 11 | 18100 | 0 | 6000 |
| Schneider National Inc | CL B | 80689H102 |  | 13537950 | 530900 | SH |  | DFND | 8 | 510000 | 0 | 20900 |
| Science Applications International Corp | COM | 808625107 |  | 1798605 | 19514 | SH |  | DFND | 7 | 0 | 0 | 19514 |
| Seagate Technology Holdings PLC | ORD SHS | G7997R103 |  | 515397 | 5733 | SH |  | DFND | 7 | 5733 | 0 | 0 |
| Seagate Technology Holdings PLC | ORD SHS | G7997R103 |  | 1303550 | 14500 | SH |  | DFND | 8 | 5500 | 0 | 9000 |
| Seagen Inc | COM | 81181C104 |  | 247910 | 1721 | SH |  | DFND | 7 | 1721 | 0 | 0 |
| Seagen Inc | COM | 81181C104 |  | 22179090 | 153968 | SH |  | DFND | 8 | 153968 | 0 | 0 |
| Sealed Air Corp | COM | 81211K100 |  | 10044 | 150 | SH |  | DFND | 7 | 150 | 0 | 0 |
| Sealed Air Corp | COM | 81211K100 |  | 7499520 | 112000 | SH |  | DFND | 8 | 112000 | 0 | 0 |
| Sea Ltd | NOTE  2.375%12/0 | 81141RAF7 |  | 1974550 | 1228000 | PRN |  | DFND | 7 | 1034000 | 0 | 194000 |
| Sea Ltd | SPONSORD ADS | 81141R100 |  | 2451502 | 20465 | SH |  | DFND |  | 20465 | 0 | 0 |
| Sea Ltd | SPONSORD ADS | 81141R100 |  | 865004 | 7221 | SH |  | DFND | 7 | 4772 | 0 | 2449 |
| Sea Ltd | SPONSORD ADS | 81141R100 |  | 8984250 | 75000 | SH |  | DFND | 8 | 75000 | 0 | 0 |
| SEI Investments Co | COM | 784117103 |  | 7225 | 120 | SH |  | DFND | 7 | 120 | 0 | 0 |
| SEI Investments Co | COM | 784117103 |  | 4286952 | 71200 | SH |  | DFND | 8 | 71200 | 0 | 0 |
| Sempra Energy | COM | 816851109 |  | 58001 | 345 | SH |  | DFND |  | 345 | 0 | 0 |
| Sempra Energy | COM | 816851109 |  | 5043600 | 30000 | SH |  | DFND | 10 | 30000 | 0 | 0 |
| Sempra Energy | COM | 816851109 |  | 2622672 | 15600 | SH |  | DFND | 11 | 15600 | 0 | 0 |
| Sempra Energy | COM | 816851109 |  | 898770 | 5346 | SH |  | DFND | 7 | 3525 | 0 | 1821 |
| Sempra Energy | COM | 816851109 |  | 30026232 | 178600 | SH |  | DFND | 8 | 175600 | 0 | 3000 |
| Service Corp International/US | COM | 817565104 |  | 25771887 | 391551 | SH |  | DFND | 8 | 391551 | 0 | 0 |
| ServiceNow Inc | COM | 81762P102 |  | 120845 | 217 | SH |  | DFND |  | 217 | 0 | 0 |
| ServiceNow Inc | COM | 81762P102 |  | 9653131 | 17334 | SH |  | DFND | 7 | 8357 | 0 | 8977 |
| ServiceNow Inc | COM | 81762P102 |  | 207590772 | 372768 | SH |  | DFND | 8 | 361081 | 0 | 11687 |
| ServisFirst Bancshares Inc | COM | 81768T108 |  | 104819 | 1100 | SH |  | DFND | 11 | 1100 | 0 | 0 |
| ServisFirst Bancshares Inc | COM | 81768T108 |  | 4021238 | 42200 | SH |  | DFND | 8 | 36600 | 0 | 5600 |
| Shaw Communications Inc | CL B CONV | 82028K200 |  | 449739 | 14489 | SH |  | DFND | 7 | 3646 | 0 | 10843 |
| Sherwin-Williams Co/The | COM | 824348106 |  | 71891 | 288 | SH |  | DFND |  | 288 | 0 | 0 |
| Sherwin-Williams Co/The | COM | 824348106 |  | 2296504 | 9200 | SH |  | DFND | 11 | 9200 | 0 | 0 |
| Sherwin-Williams Co/The | COM | 824348106 |  | 38545072 | 154415 | SH |  | DFND | 7 | 125777 | 0 | 28638 |
| Sherwin-Williams Co/The | COM | 824348106 |  | 45654500 | 182896 | SH |  | DFND | 8 | 178296 | 0 | 4600 |
| Shift4 Payments Inc | CL A | 82452J109 |  | 14785973 | 238753 | SH |  | DFND | 7 | 238753 | 0 | 0 |
| Shift4 Payments Inc | NOTE        12/1 | 82452JAB5 |  | 4311314 | 4100000 | PRN |  | DFND | 7 | 3470000 | 0 | 630000 |
| Shinhan Financial Group Co Ltd | SPN ADR RESTRD | 824596100 |  | 525052 | 15706 | SH |  | DFND | 7 | 0 | 0 | 15706 |
| Shockwave Medical Inc | COM | 82489T104 |  | 20736 | 100 | SH |  | DFND | 11 | 100 | 0 | 0 |
| Shockwave Medical Inc | COM | 82489T104 |  | 829440 | 4000 | SH |  | DFND | 8 | 0 | 0 | 4000 |
| Shopify Inc | CL A | 82509L107 |  | 89903 | 133 | SH |  | DFND |  | 133 | 0 | 0 |
| Shopify Inc | CL A | 82509L107 |  | 6262093 | 9264 | SH |  | DFND | 7 | 2130 | 0 | 7134 |
| Shopify Inc | CL A | 82509L107 |  | 540768 | 800 | SH |  | DFND | 8 | 0 | 0 | 800 |
| Shopify Inc | NOTE  0.125%11/0 | 82509LAA5 |  | 8130845 | 8500000 | PRN |  | DFND | 7 | 7183000 | 0 | 1317000 |
| Signature Bank/New York NY | COM | 82669G104 |  | 410886 | 1400 | SH |  | DFND | 11 | 1000 | 0 | 400 |
| Signature Bank/New York NY | COM | 82669G104 |  | 3228390 | 11000 | SH |  | DFND | 7 | 11000 | 0 | 0 |
| Signature Bank/New York NY | COM | 82669G104 |  | 23038965 | 78500 | SH |  | DFND | 8 | 70800 | 0 | 7700 |
| Signet Jewelers Ltd | SHS | G81276100 |  | 581600 | 8000 | SH |  | DFND | 11 | 6000 | 0 | 2000 |
| Signet Jewelers Ltd | SHS | G81276100 |  | 2290050 | 31500 | SH |  | DFND | 8 | 16100 | 0 | 15400 |
| Silence Therapeutics PLC | ADS | 82686Q101 |  | 12571654 | 661666 | SH |  | DFND | 8 | 661666 | 0 | 0 |
| Silicon Laboratories Inc | COM | 826919102 |  | 54072 | 360 | SH |  | DFND |  | 360 | 0 | 0 |
| Silicon Laboratories Inc | COM | 826919102 |  | 4221671 | 28107 | SH |  | DFND | 7 | 28107 | 0 | 0 |
| Silicon Laboratories Inc | COM | 826919102 |  | 198295392 | 1320209 | SH |  | DFND | 8 | 1315427 | 0 | 4782 |
| Silicon Laboratories Inc | NOTE  0.625% 6/1 | 826919AD4 |  | 2290951 | 1662000 | PRN |  | DFND | 7 | 1280000 | 0 | 382000 |
| Simon Property Group Inc | COM | 828806109 |  | 28364204 | 215599 | SH |  | DFND | 10 | 215599 | 0 | 0 |
| Simon Property Group Inc | COM | 828806109 |  | 366131 | 2783 | SH |  | DFND | 7 | 2328 | 0 | 455 |
| SiteOne Landscape Supply Inc | COM | 82982L103 |  | 1067154 | 6600 | SH |  | DFND | 11 | 5000 | 0 | 1600 |
| SiteOne Landscape Supply Inc | COM | 82982L103 |  | 7611395 | 47074 | SH |  | DFND | 8 | 42074 | 0 | 5000 |
| SJW Group | COM | 784305104 |  | 340942 | 4900 | SH |  | DFND | 11 | 4000 | 0 | 900 |
| SJW Group | COM | 784305104 |  | 320068 | 4600 | SH |  | DFND | 8 | 0 | 0 | 4600 |
| SK Telecom Co Ltd | SPONSORED ADR | 78440P306 |  | 360614 | 14070 | SH |  | DFND | 7 | 0 | 0 | 14070 |
| Skyline Champion Corp | COM | 830830105 |  | 301840 | 5500 | SH |  | DFND | 11 | 4200 | 0 | 1300 |
| Skyline Champion Corp | COM | 830830105 |  | 757344 | 13800 | SH |  | DFND | 8 | 2000 | 0 | 11800 |
| Skyworks Solutions Inc | COM | 83088M102 |  | 461948 | 3466 | SH |  | DFND | 7 | 3466 | 0 | 0 |
| SLM Corp | COM | 78442P106 |  | 705024 | 38400 | SH |  | DFND | 11 | 29200 | 0 | 9200 |
| SLM Corp | COM | 78442P106 |  | 7347672 | 400200 | SH |  | DFND | 8 | 369000 | 0 | 31200 |
| SM Energy Co | COM | 78454L100 |  | 475190 | 12200 | SH |  | DFND | 11 | 10600 | 0 | 1600 |
| SM Energy Co | COM | 78454L100 |  | 1931920 | 49600 | SH |  | DFND | 8 | 37300 | 0 | 12300 |
| Smith  Wesson Brands Inc | COM | 831754106 |  | 63546 | 4200 | SH |  | DFND | 11 | 4200 | 0 | 0 |
| Smith  Wesson Brands Inc | COM | 831754106 |  | 95319 | 6300 | SH |  | DFND | 8 | 0 | 0 | 6300 |
| Snap Inc | CL A | 83304A106 |  | 42972 | 1194 | SH |  | DFND |  | 1194 | 0 | 0 |
| Snap Inc | CL A | 83304A106 |  | 41463719 | 1152090 | SH |  | DFND | 8 | 1135621 | 0 | 16469 |
| Snap-on Inc | COM | 833034101 |  | 1171236 | 5700 | SH |  | DFND | 11 | 5700 | 0 | 0 |
| Snap-on Inc | COM | 833034101 |  | 258288 | 1257 | SH |  | DFND | 7 | 1257 | 0 | 0 |
| Snap-on Inc | COM | 833034101 |  | 28671652 | 139535 | SH |  | DFND | 8 | 131000 | 0 | 8535 |
| Snowflake Inc | CL A | 833445109 |  | 56824 | 248 | SH |  | DFND |  | 248 | 0 | 0 |
| Snowflake Inc | CL A | 833445109 |  | 214466 | 936 | SH |  | DFND | 7 | 221 | 0 | 715 |
| Snowflake Inc | CL A | 833445109 |  | 8910866 | 38890 | SH |  | DFND | 8 | 38000 | 0 | 890 |
| SoFi Technologies Inc | COM | 83406F102 |  | 4158000 | 440000 | SH |  | DFND | 7 | 440000 | 0 | 0 |
| SolarEdge Technologies Inc | COM | 83417M104 |  | 3900677 | 12100 | SH |  | DFND | 8 | 12100 | 0 | 0 |
| SolarEdge Technologies Inc | NOTE         9/1 | 83417MAD6 |  | 8363168 | 6155000 | PRN |  | DFND | 7 | 4860000 | 0 | 1295000 |
| Sonic Automotive Inc | CL A | 83545G102 |  | 280566 | 6600 | SH |  | DFND | 11 | 5400 | 0 | 1200 |
| Sonic Automotive Inc | CL A | 83545G102 |  | 2491086 | 58600 | SH |  | DFND | 8 | 52500 | 0 | 6100 |
| Sonos Inc | COM | 83570H108 |  | 6208400 | 220000 | SH |  | DFND | 7 | 220000 | 0 | 0 |
| Sonos Inc | COM | 83570H108 |  | 2624460 | 93000 | SH |  | DFND | 8 | 78000 | 0 | 15000 |
| Southern Co/The | COM | 842587107 |  | 81791 | 1128 | SH |  | DFND |  | 1128 | 0 | 0 |
| Southern Co/The | COM | 842587107 |  | 7431042 | 102483 | SH |  | DFND | 7 | 19847 | 0 | 82636 |
| Southern Co/The | COM | 842587107 |  | 4995939 | 68900 | SH |  | DFND | 8 | 66400 | 0 | 2500 |
| Southwest Airlines Co | NOTE  1.250% 5/0 | 844741BG2 |  | 4309106 | 3150000 | PRN |  | DFND | 7 | 2000000 | 0 | 1150000 |
| Southwestern Energy Co | COM | 845467109 |  | 927081 | 129300 | SH |  | DFND | 11 | 97500 | 0 | 31800 |
| Southwestern Energy Co | COM | 845467109 |  | 6032121 | 841300 | SH |  | DFND | 8 | 714100 | 0 | 127200 |
| SpartanNash Co | COM | 847215100 |  | 230930 | 7000 | SH |  | DFND | 11 | 5300 | 0 | 1700 |
| SpartanNash Co | COM | 847215100 |  | 1867234 | 56600 | SH |  | DFND | 8 | 51500 | 0 | 5100 |
| SPDR Bloomberg 1-3 Month T-Bill ETF | BLOOMBERG 1-3 MO | 78468R663 |  | 1111332 | 12155 | SH |  | DFND | 7 | 12155 | 0 | 0 |
| SPDR S 500 ETF Trust | TR UNIT | 78462F103 |  | 3532276 | 7821 | SH |  | DFND |  | 7821 | 0 | 0 |
| SPDR S 500 ETF Trust | TR UNIT | 78462F103 |  | 17995596 | 39845 | SH |  | DFND | 11 | 39845 | 0 | 0 |
| SPDR S MidCap 400 ETF Trust | UTSER1 S | 78467Y107 |  | 2484620 | 5066 | SH |  | DFND | 11 | 5066 | 0 | 0 |
| S Global Inc | COM | 78409V104 |  | 158740 | 387 | SH |  | DFND |  | 387 | 0 | 0 |
| S Global Inc | COM | 78409V104 |  | 3322458 | 8100 | SH |  | DFND | 11 | 8100 | 0 | 0 |
| S Global Inc | COM | 78409V104 |  | 23690766 | 57757 | SH |  | DFND | 7 | 41455 | 0 | 16302 |
| S Global Inc | COM | 78409V104 |  | 93160082 | 227120 | SH |  | DFND | 8 | 214920 | 0 | 12200 |
| Spirit Realty Capital Inc | COM NEW | 84860W300 |  | 474006 | 10300 | SH |  | DFND | 11 | 8200 | 0 | 2100 |
| Spirit Realty Capital Inc | COM NEW | 84860W300 |  | 23838 | 518 | SH |  | DFND | 7 | 518 | 0 | 0 |
| Spirit Realty Capital Inc | COM NEW | 84860W300 |  | 4680234 | 101700 | SH |  | DFND | 8 | 90500 | 0 | 11200 |
| Splunk Inc | COM | 848637104 |  | 4020049 | 27051 | SH |  | DFND | 7 | 27051 | 0 | 0 |
| Splunk Inc | NOTE  0.500% 9/1 | 848637AC8 |  | 7020840 | 6150000 | PRN |  | DFND | 7 | 5130000 | 0 | 1020000 |
| Splunk Inc | NOTE  1.125% 6/1 | 848637AF1 |  | 4540658 | 4730000 | PRN |  | DFND | 7 | 4016000 | 0 | 714000 |
| Splunk Inc | NOTE  1.125% 9/1 | 848637AD6 |  | 12682817 | 10700000 | PRN |  | DFND | 7 | 9050000 | 0 | 1650000 |
| Spotify Technology SA | NOTE         3/1 | 84921RAB6 |  | 14905536 | 17400000 | PRN |  | DFND | 7 | 14757000 | 0 | 2643000 |
| SpringWorks Therapeutics Inc | COM | 85205L107 |  | 6157660 | 109101 | SH |  | DFND | 8 | 109101 | 0 | 0 |
| Sprinklr Inc | CL A | 85208T107 |  | 14616841 | 1228306 | SH |  | DFND | 8 | 1228306 | 0 | 0 |
| Sprouts Farmers Market Inc | COM | 85208M102 |  | 486096 | 15200 | SH |  | DFND | 11 | 11100 | 0 | 4100 |
| Sprouts Farmers Market Inc | COM | 85208M102 |  | 434928 | 13600 | SH |  | DFND | 8 | 0 | 0 | 13600 |
| Sprout Social Inc | COM CL A | 85209W109 |  | 4967440 | 62000 | SH |  | DFND | 7 | 62000 | 0 | 0 |
| Sprout Social Inc | COM CL A | 85209W109 |  | 10753787 | 134221 | SH |  | DFND | 8 | 128576 | 0 | 5645 |
| SPS Commerce Inc | COM | 78463M107 |  | 682240 | 5200 | SH |  | DFND | 11 | 4100 | 0 | 1100 |
| SPS Commerce Inc | COM | 78463M107 |  | 8554240 | 65200 | SH |  | DFND | 8 | 53500 | 0 | 11700 |
| SPX Corp | COM | 784635104 |  | 345870 | 7000 | SH |  | DFND | 11 | 5800 | 0 | 1200 |
| SPX Corp | COM | 784635104 |  | 1783701 | 36100 | SH |  | DFND | 8 | 29600 | 0 | 6500 |
| SS Technologies Holdings Inc | COM | 78467J100 |  | 7535384 | 100445 | SH |  | DFND | 7 | 97229 | 0 | 3216 |
| SSR Mining Inc | NOTE  2.500% 4/0 | 784730AB9 |  | 1662624 | 1200000 | PRN |  | DFND | 7 | 1000000 | 0 | 200000 |
| STAAR Surgical Co | COM PAR $0.01 | 852312305 |  | 1214632 | 15200 | SH |  | DFND | 8 | 9700 | 0 | 5500 |
| STAG Industrial Inc | COM | 85254J102 |  | 566495 | 13700 | SH |  | DFND | 11 | 11100 | 0 | 2600 |
| STAG Industrial Inc | COM | 85254J102 |  | 6202500 | 150000 | SH |  | DFND | 7 | 150000 | 0 | 0 |
| STAG Industrial Inc | COM | 85254J102 |  | 645060 | 15600 | SH |  | DFND | 8 | 1700 | 0 | 13900 |
| Standard Motor Products Inc | COM | 853666105 |  | 224328 | 5200 | SH |  | DFND | 11 | 3900 | 0 | 1300 |
| Standard Motor Products Inc | COM | 853666105 |  | 2178570 | 50500 | SH |  | DFND | 8 | 46500 | 0 | 4000 |
| Stanley Black  Decker Inc | COM | 854502101 |  | 68637 | 491 | SH |  | DFND | 7 | 491 | 0 | 0 |
| Stanley Black  Decker Inc | COM | 854502101 |  | 1244131 | 8900 | SH |  | DFND | 8 | 5700 | 0 | 3200 |
| Starbucks Corp | COM | 855244109 |  | 121627 | 1337 | SH |  | DFND |  | 1337 | 0 | 0 |
| Starbucks Corp | COM | 855244109 |  | 6467239 | 71092 | SH |  | DFND | 7 | 37401 | 0 | 33691 |
| Starbucks Corp | COM | 855244109 |  | 53618355 | 589407 | SH |  | DFND | 8 | 577007 | 0 | 12400 |
| State Street Corp | COM | 857477103 |  | 295163 | 3388 | SH |  | DFND | 7 | 3388 | 0 | 0 |
| State Street Corp | COM | 857477103 |  | 12841488 | 147400 | SH |  | DFND | 8 | 147400 | 0 | 0 |
| Steel Dynamics Inc | COM | 858119100 |  | 467208 | 5600 | SH |  | DFND | 11 | 1900 | 0 | 3700 |
| Steel Dynamics Inc | COM | 858119100 |  | 16686 | 200 | SH |  | DFND | 7 | 200 | 0 | 0 |
| Steel Dynamics Inc | COM | 858119100 |  | 2577987 | 30900 | SH |  | DFND | 8 | 21100 | 0 | 9800 |
| Stellantis NV | SHS | N82405106 |  | 33310 | 2251 | SH |  | DFND |  | 2251 | 0 | 0 |
| Stellantis NV | SHS | N82405106 |  | 316389808 | 21380579 | SH |  | DFND | 7 | 16364344 | 0 | 5016235 |
| Stellantis NV | SHS | N82405106 |  | 5771205 | 389999 | SH |  | DFND | 8 | 389999 | 0 | 0 |
| STERIS PLC | SHS USD | G8473T100 |  | 280937 | 1162 | SH |  | DFND | 7 | 1162 | 0 | 0 |
| STERIS PLC | SHS USD | G8473T100 |  | 3989205 | 16500 | SH |  | DFND | 8 | 16500 | 0 | 0 |
| Stewart Information Services Corp | COM | 860372101 |  | 193952 | 3200 | SH |  | DFND | 11 | 2300 | 0 | 900 |
| Stewart Information Services Corp | COM | 860372101 |  | 121220 | 2000 | SH |  | DFND | 8 | 0 | 0 | 2000 |
| Stifel Financial Corp | COM | 860630102 |  | 224070 | 3300 | SH |  | DFND | 11 | 3300 | 0 | 0 |
| Stifel Financial Corp | COM | 860630102 |  | 258020 | 3800 | SH |  | DFND | 8 | 0 | 0 | 3800 |
| StoneCo Ltd | COM CL A | G85158106 |  | 5258975 | 449485 | SH |  | DFND | 7 | 449485 | 0 | 0 |
| STORE Capital Corp | COM | 862121100 |  | 16817627 | 575355 | SH |  | DFND | 10 | 575355 | 0 | 0 |
| STORE Capital Corp | COM | 862121100 |  | 25489 | 872 | SH |  | DFND | 7 | 872 | 0 | 0 |
| Strategic Education Inc | COM | 86272C103 |  | 73018 | 1100 | SH |  | DFND | 11 | 400 | 0 | 700 |
| Strategic Education Inc | COM | 86272C103 |  | 165950 | 2500 | SH |  | DFND | 8 | 0 | 0 | 2500 |
| Stryker Corp | COM | 863667101 |  | 95711 | 358 | SH |  | DFND |  | 358 | 0 | 0 |
| Stryker Corp | COM | 863667101 |  | 8539961 | 31943 | SH |  | DFND | 7 | 17596 | 0 | 14347 |
| Stryker Corp | COM | 863667101 |  | 17835453 | 66712 | SH |  | DFND | 8 | 63612 | 0 | 3100 |
| Sun Communities Inc | COM | 866674104 |  | 266791 | 1522 | SH |  | DFND | 7 | 1522 | 0 | 0 |
| Sun Communities Inc | COM | 866674104 |  | 4701628 | 26822 | SH |  | DFND | 8 | 26822 | 0 | 0 |
| Suncor Energy Inc | COM | 867224107 |  | 28647 | 879 | SH |  | DFND |  | 879 | 0 | 0 |
| Suncor Energy Inc | COM | 867224107 |  | 1716092 | 52657 | SH |  | DFND | 7 | 52657 | 0 | 0 |
| Sun Life Financial Inc | COM | 866796105 |  | 1998714 | 35800 | SH |  | DFND | 11 | 35800 | 0 | 0 |
| Sun Life Financial Inc | COM | 866796105 |  | 32996 | 591 | SH |  | DFND | 7 | 591 | 0 | 0 |
| Sun Life Financial Inc | COM | 866796105 |  | 9580428 | 171600 | SH |  | DFND | 8 | 166700 | 0 | 4900 |
| Sunrun Inc | COM | 86771W105 |  | 4385428 | 144400 | SH |  | DFND | 8 | 144400 | 0 | 0 |
| SVB Financial Group | COM | 78486Q101 |  | 39721 | 71 | SH |  | DFND |  | 71 | 0 | 0 |
| SVB Financial Group | COM | 78486Q101 |  | 33008 | 59 | SH |  | DFND | 7 | 59 | 0 | 0 |
| SVB Financial Group | COM | 78486Q101 |  | 21382179 | 38220 | SH |  | DFND | 8 | 38220 | 0 | 0 |
| Switch Inc | CL A | 87105L104 |  | 8013200 | 260000 | SH |  | DFND | 7 | 260000 | 0 | 0 |
| Synaptics Inc | COM | 87157D109 |  | 638400 | 3200 | SH |  | DFND | 11 | 2400 | 0 | 800 |
| Synaptics Inc | COM | 87157D109 |  | 4508700 | 22600 | SH |  | DFND | 8 | 20400 | 0 | 2200 |
| Synchrony Financial | COM | 87165B103 |  | 8500254 | 244190 | SH |  | DFND | 7 | 244190 | 0 | 0 |
| Synchrony Financial | COM | 87165B103 |  | 29689449 | 852900 | SH |  | DFND | 8 | 818000 | 0 | 34900 |
| Syneos Health Inc | CL A | 87166B102 |  | 218565 | 2700 | SH |  | DFND | 11 | 2700 | 0 | 0 |
| Syneos Health Inc | CL A | 87166B102 |  | 922830 | 11400 | SH |  | DFND | 8 | 11400 | 0 | 0 |
| Synopsys Inc | COM | 871607107 |  | 55656 | 167 | SH |  | DFND |  | 167 | 0 | 0 |
| Synopsys Inc | COM | 871607107 |  | 1333080 | 4000 | SH |  | DFND | 11 | 4000 | 0 | 0 |
| Synopsys Inc | COM | 871607107 |  | 708199 | 2125 | SH |  | DFND | 7 | 2125 | 0 | 0 |
| Synopsys Inc | COM | 871607107 |  | 68274359 | 204862 | SH |  | DFND | 8 | 192167 | 0 | 12695 |
| Synovus Financial Corp | COM NEW | 87161C501 |  | 176400 | 3600 | SH |  | DFND | 11 | 2700 | 0 | 900 |
| Synovus Financial Corp | COM NEW | 87161C501 |  | 3665200 | 74800 | SH |  | DFND | 8 | 72000 | 0 | 2800 |
| Sysco Corp | COM | 871829107 |  | 43764 | 536 | SH |  | DFND |  | 536 | 0 | 0 |
| Sysco Corp | COM | 871829107 |  | 219230 | 2685 | SH |  | DFND | 7 | 2685 | 0 | 0 |
| Taiwan Semiconductor Manufacturing Co Ltd | SPONSORED ADS | 874039100 |  | 1475696 | 14154 | SH |  | DFND |  | 14154 | 0 | 0 |
| Taiwan Semiconductor Manufacturing Co Ltd | SPONSORED ADS | 874039100 |  | 26419693 | 253402 | SH |  | DFND | 7 | 191093 | 0 | 62309 |
| Taiwan Semiconductor Manufacturing Co Ltd | SPONSORED ADS | 874039100 |  | 95682217 | 917727 | SH |  | DFND | 8 | 909107 | 0 | 8620 |
| Take-Two Interactive Software Inc | COM | 874054109 |  | 388808 | 2529 | SH |  | DFND | 7 | 2529 | 0 | 0 |
| Take-Two Interactive Software Inc | COM | 874054109 |  | 36221144 | 235600 | SH |  | DFND | 8 | 220300 | 0 | 15300 |
| TAL Education Group | SPONSORED ADS | 874080104 |  | 90435 | 30045 | SH |  | DFND | 7 | 30045 | 0 | 0 |
| Talos Energy Inc | COM | 87484T108 |  | 180006 | 11400 | SH |  | DFND | 11 | 8400 | 0 | 3000 |
| Talos Energy Inc | COM | 87484T108 |  | 162637 | 10300 | SH |  | DFND | 8 | 0 | 0 | 10300 |
| Tandem Diabetes Care Inc | COM NEW | 875372203 |  | 36672052 | 315350 | SH |  | DFND | 8 | 315350 | 0 | 0 |
| Tapestry Inc | COM | 876030107 |  | 5687665 | 153100 | SH |  | DFND | 8 | 153100 | 0 | 0 |
| Target Corp | COM | 87612E106 |  | 131576 | 620 | SH |  | DFND |  | 620 | 0 | 0 |
| Target Corp | COM | 87612E106 |  | 1634094 | 7700 | SH |  | DFND | 11 | 7700 | 0 | 0 |
| Target Corp | COM | 87612E106 |  | 9838731 | 46361 | SH |  | DFND | 7 | 14708 | 0 | 31653 |
| Target Corp | COM | 87612E106 |  | 50083920 | 236000 | SH |  | DFND | 8 | 217500 | 0 | 18500 |
| TC Energy Corp | COM | 87807B107 |  | 62006 | 1099 | SH |  | DFND |  | 1099 | 0 | 0 |
| TC Energy Corp | COM | 87807B107 |  | 575484 | 10200 | SH |  | DFND | 11 | 10200 | 0 | 0 |
| TC Energy Corp | COM | 87807B107 |  | 5549528 | 98361 | SH |  | DFND | 7 | 35876 | 0 | 62485 |
| TC Energy Corp | COM | 87807B107 |  | 2696876 | 47800 | SH |  | DFND | 8 | 33500 | 0 | 14300 |
| TD SYNNEX Corp | COM | 87162W100 |  | 474766 | 4600 | SH |  | DFND | 8 | 0 | 0 | 4600 |
| TechTarget Inc | COM | 87874R100 |  | 276352 | 3400 | SH |  | DFND | 8 | 0 | 0 | 3400 |
| TE Connectivity Ltd | SHS | H84989104 |  | 78850 | 602 | SH |  | DFND |  | 602 | 0 | 0 |
| TE Connectivity Ltd | SHS | H84989104 |  | 13008279 | 99315 | SH |  | DFND | 7 | 36625 | 0 | 62690 |
| TE Connectivity Ltd | SHS | H84989104 |  | 58520685 | 446791 | SH |  | DFND | 8 | 446091 | 0 | 700 |
| TEGNA Inc | COM | 87901J105 |  | 745920 | 33300 | SH |  | DFND | 8 | 33300 | 0 | 0 |
| Teladoc Health Inc | COM | 87918A105 |  | 3442332 | 47724 | SH |  | DFND | 8 | 47724 | 0 | 0 |
| Telefonica Brasil SA | NEW ADR | 87936R205 |  | 864191 | 76817 | SH |  | DFND | 7 | 35473 | 0 | 41344 |
| Tempur Sealy International Inc | COM | 88023U101 |  | 427176 | 15300 | SH |  | DFND | 11 | 15300 | 0 | 0 |
| Tempur Sealy International Inc | COM | 88023U101 |  | 3582136 | 128300 | SH |  | DFND | 8 | 116700 | 0 | 11600 |
| Tenable Holdings Inc | COM | 88025T102 |  | 78782853 | 1363261 | SH |  | DFND | 8 | 1348926 | 0 | 14335 |
| Tenet Healthcare Corp | COM NEW | 88033G407 |  | 515760 | 6000 | SH |  | DFND | 11 | 4500 | 0 | 1500 |
| Tenet Healthcare Corp | COM NEW | 88033G407 |  | 2699144 | 31400 | SH |  | DFND | 8 | 25900 | 0 | 5500 |
| Tennant Co | COM | 880345103 |  | 39400 | 500 | SH |  | DFND | 11 | 500 | 0 | 0 |
| Tennant Co | COM | 880345103 |  | 220640 | 2800 | SH |  | DFND | 8 | 0 | 0 | 2800 |
| Teradata Corp | COM | 88076W103 |  | 719634 | 14600 | SH |  | DFND | 11 | 11800 | 0 | 2800 |
| Teradata Corp | COM | 88076W103 |  | 6644292 | 134800 | SH |  | DFND | 8 | 119800 | 0 | 15000 |
| Teradyne Inc | COM | 880770102 |  | 2654855 | 22455 | SH |  | DFND | 7 | 22455 | 0 | 0 |
| Teradyne Inc | COM | 880770102 |  | 135263987 | 1144075 | SH |  | DFND | 8 | 1141122 | 0 | 2953 |
| Terex Corp | COM | 880779103 |  | 449316 | 12600 | SH |  | DFND | 11 | 9600 | 0 | 3000 |
| Terex Corp | COM | 880779103 |  | 2093242 | 58700 | SH |  | DFND | 8 | 37600 | 0 | 21100 |
| Tesla Inc | COM | 88160R101 |  | 981694 | 911 | SH |  | DFND |  | 911 | 0 | 0 |
| Tesla Inc | COM | 88160R101 |  | 67813368 | 62930 | SH |  | DFND | 7 | 38234 | 0 | 24696 |
| Tesla Inc | COM | 88160R101 |  | 241142095 | 223777 | SH |  | DFND | 8 | 220757 | 0 | 3020 |
| Tetra Tech Inc | COM | 88162G103 |  | 8864865 | 53746 | SH |  | DFND | 7 | 53746 | 0 | 0 |
| Texas Instruments Inc | COM | 882508104 |  | 6071170 | 33089 | SH |  | DFND | 11 | 33089 | 0 | 0 |
| Texas Instruments Inc | COM | 882508104 |  | 14957290 | 81520 | SH |  | DFND | 7 | 50145 | 0 | 31375 |
| Texas Instruments Inc | COM | 882508104 |  | 243756666 | 1328519 | SH |  | DFND | 8 | 1310020 | 0 | 18499 |
| Theravance Biopharma Inc | COM | G8807B106 |  | 130972 | 13700 | SH |  | DFND | 11 | 10400 | 0 | 3300 |
| Theravance Biopharma Inc | COM | G8807B106 |  | 1651968 | 172800 | SH |  | DFND | 8 | 160700 | 0 | 12100 |
| Thermo Fisher Scientific Inc | COM | 883556102 |  | 352027 | 596 | SH |  | DFND |  | 596 | 0 | 0 |
| Thermo Fisher Scientific Inc | COM | 883556102 |  | 3898290 | 6600 | SH |  | DFND | 11 | 6600 | 0 | 0 |
| Thermo Fisher Scientific Inc | COM | 883556102 |  | 89274385 | 151146 | SH |  | DFND | 7 | 120282 | 0 | 30864 |
| Thermo Fisher Scientific Inc | COM | 883556102 |  | 337779741 | 571878 | SH |  | DFND | 8 | 568272 | 0 | 3606 |
| Thermon Group Holdings Inc | COM | 88362T103 |  | 1330020 | 82100 | SH |  | DFND | 8 | 82100 | 0 | 0 |
| Timken Co/The | COM | 887389104 |  | 594860 | 9800 | SH |  | DFND | 11 | 7900 | 0 | 1900 |
| Timken Co/The | COM | 887389104 |  | 643420 | 10600 | SH |  | DFND | 8 | 1200 | 0 | 9400 |
| TIM SA/Brazil | SPONSORED ADR | 88706T108 |  | 154570 | 10660 | SH |  | DFND | 7 | 0 | 0 | 10660 |
| Titan Machinery Inc | COM | 88830R101 |  | 127170 | 4500 | SH |  | DFND | 11 | 3400 | 0 | 1100 |
| Titan Machinery Inc | COM | 88830R101 |  | 121518 | 4300 | SH |  | DFND | 8 | 0 | 0 | 4300 |
| TJX Cos Inc/The | COM | 872540109 |  | 2384368 | 39359 | SH |  | DFND |  | 39359 | 0 | 0 |
| TJX Cos Inc/The | COM | 872540109 |  | 805714 | 13300 | SH |  | DFND | 11 | 13300 | 0 | 0 |
| TJX Cos Inc/The | COM | 872540109 |  | 59272441 | 978416 | SH |  | DFND | 7 | 721306 | 0 | 257110 |
| TJX Cos Inc/The | COM | 872540109 |  | 45537441 | 751691 | SH |  | DFND | 8 | 747391 | 0 | 4300 |
| T-Mobile US Inc | COM | 872590104 |  | 84198 | 656 | SH |  | DFND |  | 656 | 0 | 0 |
| T-Mobile US Inc | COM | 872590104 |  | 4764095 | 37118 | SH |  | DFND | 7 | 1427 | 0 | 35691 |
| T-Mobile US Inc | COM | 872590104 |  | 4607765 | 35900 | SH |  | DFND | 8 | 34700 | 0 | 1200 |
| Toro Co/The | COM | 891092108 |  | 2607445 | 30500 | SH |  | DFND | 8 | 27500 | 0 | 3000 |
| Toronto-Dominion Bank/The | COM NEW | 891160509 |  | 166861 | 2101 | SH |  | DFND |  | 2101 | 0 | 0 |
| Toronto-Dominion Bank/The | COM NEW | 891160509 |  | 5162300 | 65000 | SH |  | DFND | 11 | 65000 | 0 | 0 |
| Toronto-Dominion Bank/The | COM NEW | 891160509 |  | 1904333 | 23978 | SH |  | DFND | 7 | 1840 | 0 | 22138 |
| Toronto-Dominion Bank/The | COM NEW | 891160509 |  | 58765717 | 739936 | SH |  | DFND | 8 | 665536 | 0 | 74400 |
| Toyota Motor Corp | ADS | 892331307 |  | 217201 | 1205 | SH |  | DFND |  | 1205 | 0 | 0 |
| TPI Composites Inc | COM | 87266J104 |  | 18911 | 1345 | SH |  | DFND |  | 1345 | 0 | 0 |
| TPI Composites Inc | COM | 87266J104 |  | 4738656 | 337031 | SH |  | DFND | 8 | 337031 | 0 | 0 |
| Tractor Supply Co | COM | 892356106 |  | 116685 | 500 | SH |  | DFND | 11 | 500 | 0 | 0 |
| Tractor Supply Co | COM | 892356106 |  | 603261 | 2585 | SH |  | DFND | 7 | 2585 | 0 | 0 |
| Tractor Supply Co | COM | 892356106 |  | 8728038 | 37400 | SH |  | DFND | 8 | 37000 | 0 | 400 |
| Trade Desk Inc/The | COM CL A | 88339J105 |  | 34348 | 496 | SH |  | DFND |  | 496 | 0 | 0 |
| Trade Desk Inc/The | COM CL A | 88339J105 |  | 226032 | 3264 | SH |  | DFND | 7 | 3264 | 0 | 0 |
| Trane Technologies PLC | SHS | G8994E103 |  | 40007 | 262 | SH |  | DFND |  | 262 | 0 | 0 |
| Trane Technologies PLC | SHS | G8994E103 |  | 1633890 | 10700 | SH |  | DFND | 11 | 10700 | 0 | 0 |
| Trane Technologies PLC | SHS | G8994E103 |  | 253024 | 1657 | SH |  | DFND | 7 | 1657 | 0 | 0 |
| Trane Technologies PLC | SHS | G8994E103 |  | 28035720 | 183600 | SH |  | DFND | 8 | 181900 | 0 | 1700 |
| TransMedics Group Inc | COM | 89377M109 |  | 9304699 | 345386 | SH |  | DFND | 8 | 345386 | 0 | 0 |
| Transocean Ltd | REG SHS | H8817H100 |  | 143498 | 31400 | SH |  | DFND | 11 | 31400 | 0 | 0 |
| TransUnion | COM | 89400J107 |  | 103340 | 1000 | SH |  | DFND | 11 | 1000 | 0 | 0 |
| TransUnion | COM | 89400J107 |  | 8112190 | 78500 | SH |  | DFND | 8 | 77600 | 0 | 900 |
| Travelers Cos Inc/The | COM | 89417E109 |  | 50433 | 276 | SH |  | DFND |  | 276 | 0 | 0 |
| Travelers Cos Inc/The | COM | 89417E109 |  | 4038333 | 22100 | SH |  | DFND | 11 | 22100 | 0 | 0 |
| Travelers Cos Inc/The | COM | 89417E109 |  | 256553 | 1404 | SH |  | DFND | 7 | 1404 | 0 | 0 |
| Travelers Cos Inc/The | COM | 89417E109 |  | 24412728 | 133600 | SH |  | DFND | 8 | 127100 | 0 | 6500 |
| Travere Therapeutics Inc | COM | 89422G107 |  | 219045 | 8500 | SH |  | DFND | 11 | 8500 | 0 | 0 |
| Travere Therapeutics Inc | COM | 89422G107 |  | 4461637 | 173133 | SH |  | DFND | 8 | 163033 | 0 | 10100 |
| Trex Co Inc | COM | 89531P105 |  | 3916076 | 59943 | SH |  | DFND | 7 | 59943 | 0 | 0 |
| Trex Co Inc | COM | 89531P105 |  | 5415857 | 82900 | SH |  | DFND | 8 | 82900 | 0 | 0 |
| Trimble Inc | COM | 896239100 |  | 84981 | 1178 | SH |  | DFND |  | 1178 | 0 | 0 |
| Trimble Inc | COM | 896239100 |  | 302988 | 4200 | SH |  | DFND | 11 | 4200 | 0 | 0 |
| Trimble Inc | COM | 896239100 |  | 10403309 | 144210 | SH |  | DFND | 7 | 104292 | 0 | 39918 |
| Trimble Inc | COM | 896239100 |  | 131770708 | 1826597 | SH |  | DFND | 8 | 1825497 | 0 | 1100 |
| TriNet Group Inc | COM | 896288107 |  | 816388 | 8300 | SH |  | DFND | 11 | 6800 | 0 | 1500 |
| TriNet Group Inc | COM | 896288107 |  | 8793384 | 89400 | SH |  | DFND | 8 | 82800 | 0 | 6600 |
| Trip.com Group Ltd | ADS | 89677Q107 |  | 8983322 | 388552 | SH |  | DFND | 7 | 380757 | 0 | 7795 |
| Tri Pointe Homes Inc | COM | 87265H109 |  | 361440 | 18000 | SH |  | DFND | 11 | 13900 | 0 | 4100 |
| Tri Pointe Homes Inc | COM | 87265H109 |  | 4236880 | 211000 | SH |  | DFND | 8 | 194800 | 0 | 16200 |
| Triton International Ltd | CL A | G9078F107 |  | 750926 | 10700 | SH |  | DFND | 8 | 0 | 0 | 10700 |
| T Rowe Price Group Inc | COM | 74144T108 |  | 40519 | 268 | SH |  | DFND |  | 268 | 0 | 0 |
| T Rowe Price Group Inc | COM | 74144T108 |  | 1028092 | 6800 | SH |  | DFND | 11 | 6800 | 0 | 0 |
| T Rowe Price Group Inc | COM | 74144T108 |  | 237217 | 1569 | SH |  | DFND | 7 | 1569 | 0 | 0 |
| T Rowe Price Group Inc | COM | 74144T108 |  | 25550505 | 168996 | SH |  | DFND | 8 | 164400 | 0 | 4596 |
| TrueBlue Inc | COM | 89785X101 |  | 228231 | 7900 | SH |  | DFND | 11 | 5800 | 0 | 2100 |
| TrueBlue Inc | COM | 89785X101 |  | 182007 | 6300 | SH |  | DFND | 8 | 0 | 0 | 6300 |
| TrueCar Inc | COM | 89785L107 |  | 1410545 | 357100 | SH |  | DFND | 8 | 357100 | 0 | 0 |
| Truist Financial Corp | COM | 89832Q109 |  | 90437 | 1595 | SH |  | DFND |  | 1595 | 0 | 0 |
| Truist Financial Corp | COM | 89832Q109 |  | 7991525 | 140944 | SH |  | DFND | 7 | 8318 | 0 | 132626 |
| Truist Financial Corp | COM | 89832Q109 |  | 4837304 | 85314 | SH |  | DFND | 8 | 73500 | 0 | 11814 |
| TTEC Holdings Inc | COM | 89854H102 |  | 453860 | 5500 | SH |  | DFND | 11 | 5500 | 0 | 0 |
| TTEC Holdings Inc | COM | 89854H102 |  | 4711892 | 57100 | SH |  | DFND | 8 | 51500 | 0 | 5600 |
| Tupperware Brands Corp | COM | 899896104 |  | 149765 | 7700 | SH |  | DFND | 11 | 5500 | 0 | 2200 |
| Tupperware Brands Corp | COM | 899896104 |  | 1361500 | 70000 | SH |  | DFND | 8 | 63800 | 0 | 6200 |
| Turning Point Therapeutics Inc | COM | 90041T108 |  | 2733760 | 101816 | SH |  | DFND | 8 | 101816 | 0 | 0 |
| Twilio Inc | CL A | 90138F102 |  | 31479 | 191 | SH |  | DFND |  | 191 | 0 | 0 |
| Twilio Inc | CL A | 90138F102 |  | 38907850 | 236077 | SH |  | DFND | 8 | 233433 | 0 | 2644 |
| Twitter Inc | COM | 90184L102 |  | 34086 | 881 | SH |  | DFND |  | 881 | 0 | 0 |
| Twitter Inc | COM | 90184L102 |  | 1547136 | 39988 | SH |  | DFND | 8 | 39988 | 0 | 0 |
| Tyler Technologies Inc | COM | 902252105 |  | 258926 | 582 | SH |  | DFND | 7 | 582 | 0 | 0 |
| Tyson Foods Inc | CL A | 902494103 |  | 346689 | 3868 | SH |  | DFND | 7 | 3868 | 0 | 0 |
| Tyson Foods Inc | CL A | 902494103 |  | 54073779 | 603300 | SH |  | DFND | 8 | 565800 | 0 | 37500 |
| Uber Technologies Inc | COM | 90353T100 |  | 43351 | 1215 | SH |  | DFND |  | 1215 | 0 | 0 |
| Uber Technologies Inc | COM | 90353T100 |  | 221466 | 6207 | SH |  | DFND | 7 | 0 | 0 | 6207 |
| Uber Technologies Inc | COM | 90353T100 |  | 71360 | 2000 | SH |  | DFND | 8 | 0 | 0 | 2000 |
| Ubiquiti Inc | COM | 90353W103 |  | 727900 | 2500 | SH |  | DFND | 8 | 2500 | 0 | 0 |
| UBS Group AG | SHS | H42097107 |  | 86308 | 4417 | SH |  | DFND |  | 4417 | 0 | 0 |
| UBS Group AG | SHS | H42097107 |  | 186379496 | 9538357 | SH |  | DFND | 7 | 7838058 | 0 | 1700299 |
| UBS Group AG | SHS | H42097107 |  | 38817461 | 1986564 | SH |  | DFND | 8 | 1955225 | 0 | 31339 |
| UDR Inc | COM | 902653104 |  | 28078484 | 489428 | SH |  | DFND | 10 | 489428 | 0 | 0 |
| UDR Inc | COM | 902653104 |  | 220186 | 3838 | SH |  | DFND | 7 | 3838 | 0 | 0 |
| UGI Corp | COM | 902681105 |  | 6483 | 179 | SH |  | DFND | 7 | 179 | 0 | 0 |
| UGI Corp | COM | 902681105 |  | 5878506 | 162300 | SH |  | DFND | 8 | 162300 | 0 | 0 |
| Ulta Beauty Inc | COM | 90384S303 |  | 447998 | 1125 | SH |  | DFND | 7 | 1125 | 0 | 0 |
| Ultragenyx Pharmaceutical Inc | COM | 90400D108 |  | 16561209 | 228053 | SH |  | DFND | 8 | 228053 | 0 | 0 |
| Union Pacific Corp | COM | 907818108 |  | 198897 | 728 | SH |  | DFND |  | 728 | 0 | 0 |
| Union Pacific Corp | COM | 907818108 |  | 4917780 | 18000 | SH |  | DFND | 10 | 18000 | 0 | 0 |
| Union Pacific Corp | COM | 907818108 |  | 2732100 | 10000 | SH |  | DFND | 11 | 10000 | 0 | 0 |
| Union Pacific Corp | COM | 907818108 |  | 12269861 | 44910 | SH |  | DFND | 7 | 19100 | 0 | 25810 |
| Union Pacific Corp | COM | 907818108 |  | 107835987 | 394700 | SH |  | DFND | 8 | 387500 | 0 | 7200 |
| uniQure NV | SHS | N90064101 |  | 25298 | 1400 | SH |  | DFND | 11 | 0 | 0 | 1400 |
| uniQure NV | SHS | N90064101 |  | 1485354 | 82200 | SH |  | DFND | 8 | 82200 | 0 | 0 |
| Unisys Corp | COM NEW | 909214306 |  | 261481 | 12100 | SH |  | DFND | 11 | 9100 | 0 | 3000 |
| Unisys Corp | COM NEW | 909214306 |  | 3358194 | 155400 | SH |  | DFND | 8 | 144600 | 0 | 10800 |
| United Bankshares Inc/WV | COM | 909907107 |  | 474368 | 13600 | SH |  | DFND | 8 | 0 | 0 | 13600 |
| UnitedHealth Group Inc | COM | 91324P102 |  | 495181 | 971 | SH |  | DFND |  | 971 | 0 | 0 |
| UnitedHealth Group Inc | COM | 91324P102 |  | 3875772 | 7600 | SH |  | DFND | 11 | 7600 | 0 | 0 |
| UnitedHealth Group Inc | COM | 91324P102 |  | 46611258 | 91400 | SH |  | DFND | 7 | 53868 | 0 | 37532 |
| UnitedHealth Group Inc | COM | 91324P102 |  | 317892349 | 623355 | SH |  | DFND | 8 | 619855 | 0 | 3500 |
| United Microelectronics Corp | SPON ADR NEW | 910873405 |  | 349296 | 38300 | SH |  | DFND | 7 | 0 | 0 | 38300 |
| United Parcel Service Inc | CL B | 911312106 |  | 168137 | 784 | SH |  | DFND |  | 784 | 0 | 0 |
| United Parcel Service Inc | CL B | 911312106 |  | 1758572 | 8200 | SH |  | DFND | 11 | 8200 | 0 | 0 |
| United Parcel Service Inc | CL B | 911312106 |  | 10478301 | 48859 | SH |  | DFND | 7 | 20199 | 0 | 28660 |
| United Parcel Service Inc | CL B | 911312106 |  | 74421695 | 347019 | SH |  | DFND | 8 | 322100 | 0 | 24919 |
| United Rentals Inc | COM | 911363109 |  | 180091 | 507 | SH |  | DFND | 7 | 244 | 0 | 263 |
| United Rentals Inc | COM | 911363109 |  | 18134891 | 51054 | SH |  | DFND | 8 | 51054 | 0 | 0 |
| United Therapeutics Corp | COM | 91307C102 |  | 233233 | 1300 | SH |  | DFND | 11 | 1300 | 0 | 0 |
| United Therapeutics Corp | COM | 91307C102 |  | 1560867 | 8700 | SH |  | DFND | 8 | 6700 | 0 | 2000 |
| Uniti Group Inc | COM | 91325V108 |  | 543520 | 39500 | SH |  | DFND | 8 | 24100 | 0 | 15400 |
| Universal Electronics Inc | COM | 913483103 |  | 137456 | 4400 | SH |  | DFND | 11 | 3400 | 0 | 1000 |
| Universal Electronics Inc | COM | 913483103 |  | 1036731 | 33186 | SH |  | DFND | 8 | 30686 | 0 | 2500 |
| Unum Group | COM | 91529Y106 |  | 1865392 | 59200 | SH |  | DFND | 8 | 26800 | 0 | 32400 |
| Urstadt Biddle Properties Inc | CL A | 917286205 |  | 314127 | 16700 | SH |  | DFND | 11 | 13300 | 0 | 3400 |
| Urstadt Biddle Properties Inc | CL A | 917286205 |  | 131670 | 7000 | SH |  | DFND | 8 | 0 | 0 | 7000 |
| US Bancorp | COM NEW | 902973304 |  | 86050 | 1619 | SH |  | DFND |  | 1619 | 0 | 0 |
| US Bancorp | COM NEW | 902973304 |  | 17709367 | 333196 | SH |  | DFND | 7 | 183828 | 0 | 149368 |
| US Bancorp | COM NEW | 902973304 |  | 9412865 | 177100 | SH |  | DFND | 8 | 162400 | 0 | 14700 |
| US Foods Holding Corp | COM | 912008109 |  | 805282 | 21400 | SH |  | DFND | 11 | 15800 | 0 | 5600 |
| US Foods Holding Corp | COM | 912008109 |  | 4790299 | 127300 | SH |  | DFND | 8 | 108900 | 0 | 18400 |
| Valero Energy Corp | COM | 91913Y100 |  | 11565000 | 113896 | SH |  | DFND | 7 | 15660 | 0 | 98236 |
| Valero Energy Corp | COM | 91913Y100 |  | 41621246 | 409900 | SH |  | DFND | 8 | 370700 | 0 | 39200 |
| Valley National Bancorp | COM | 919794107 |  | 2255064 | 173200 | SH |  | DFND | 8 | 173200 | 0 | 0 |
| Vanda Pharmaceuticals Inc | COM | 921659108 |  | 85956 | 7600 | SH |  | DFND | 11 | 7600 | 0 | 0 |
| Vanda Pharmaceuticals Inc | COM | 921659108 |  | 108576 | 9600 | SH |  | DFND | 8 | 0 | 0 | 9600 |
| VanEck Gold Miners ETF/USA | GOLD MINERS ETF | 92189F106 |  | 229256 | 5978 | SH |  | DFND |  | 0 | 0 | 5978 |
| Vanguard Extended Duration Treasury ETF | EXTENDED DUR | 921910709 |  | 1413534 | 11613 | SH |  | DFND |  | 0 | 0 | 11613 |
| Vanguard Intermediate-Term Corporate Bond ETF | INT-TERM CORP | 92206C870 |  | 10422283 | 121133 | SH |  | DFND | 11 | 121133 | 0 | 0 |
| Varex Imaging Corp | COM | 92214X106 |  | 157546 | 7400 | SH |  | DFND | 11 | 5700 | 0 | 1700 |
| Varex Imaging Corp | COM | 92214X106 |  | 1726619 | 81100 | SH |  | DFND | 8 | 73500 | 0 | 7600 |
| Veeva Systems Inc | CL A COM | 922475108 |  | 33994 | 160 | SH |  | DFND |  | 160 | 0 | 0 |
| Veeva Systems Inc | CL A COM | 922475108 |  | 165294 | 778 | SH |  | DFND | 7 | 778 | 0 | 0 |
| Veeva Systems Inc | CL A COM | 922475108 |  | 51763967 | 243641 | SH |  | DFND | 8 | 229552 | 0 | 14089 |
| Ventas Inc | COM | 92276F100 |  | 422377 | 6839 | SH |  | DFND | 7 | 6839 | 0 | 0 |
| Veracyte Inc | COM | 92337F107 |  | 2581048 | 93618 | SH |  | DFND | 8 | 93618 | 0 | 0 |
| Verint Systems Inc | COM | 92343X100 |  | 563530 | 10900 | SH |  | DFND | 11 | 8200 | 0 | 2700 |
| Verint Systems Inc | COM | 92343X100 |  | 2848101 | 55089 | SH |  | DFND | 7 | 51453 | 0 | 3636 |
| Verint Systems Inc | COM | 92343X100 |  | 6808890 | 131700 | SH |  | DFND | 8 | 111500 | 0 | 20200 |
| VeriSign Inc | COM | 92343E102 |  | 778610 | 3500 | SH |  | DFND | 11 | 3500 | 0 | 0 |
| VeriSign Inc | COM | 92343E102 |  | 310999 | 1398 | SH |  | DFND | 7 | 1398 | 0 | 0 |
| VeriSign Inc | COM | 92343E102 |  | 15070553 | 67745 | SH |  | DFND | 8 | 67045 | 0 | 700 |
| Verisk Analytics Inc | COM | 92345Y106 |  | 37990 | 177 | SH |  | DFND |  | 177 | 0 | 0 |
| Verisk Analytics Inc | COM | 92345Y106 |  | 1545336 | 7200 | SH |  | DFND | 11 | 7200 | 0 | 0 |
| Verisk Analytics Inc | COM | 92345Y106 |  | 44689185 | 208215 | SH |  | DFND | 7 | 208138 | 0 | 77 |
| Verisk Analytics Inc | COM | 92345Y106 |  | 47622534 | 221882 | SH |  | DFND | 8 | 220582 | 0 | 1300 |
| Verizon Communications Inc | COM | 92343V104 |  | 232235 | 4559 | SH |  | DFND |  | 4559 | 0 | 0 |
| Verizon Communications Inc | COM | 92343V104 |  | 4864770 | 95500 | SH |  | DFND | 11 | 95500 | 0 | 0 |
| Verizon Communications Inc | COM | 92343V104 |  | 4131947 | 81114 | SH |  | DFND | 7 | 36164 | 0 | 44950 |
| Verizon Communications Inc | COM | 92343V104 |  | 167179986 | 3281900 | SH |  | DFND | 8 | 3145000 | 0 | 136900 |
| Vertex Pharmaceuticals Inc | COM | 92532F100 |  | 70984 | 272 | SH |  | DFND |  | 272 | 0 | 0 |
| Vertex Pharmaceuticals Inc | COM | 92532F100 |  | 257316 | 986 | SH |  | DFND | 7 | 986 | 0 | 0 |
| Vertex Pharmaceuticals Inc | COM | 92532F100 |  | 79951030 | 306361 | SH |  | DFND | 8 | 285306 | 0 | 21055 |
| VF Corp | COM | 918204108 |  | 360265 | 6336 | SH |  | DFND | 7 | 6336 | 0 | 0 |
| VF Corp | COM | 918204108 |  | 227440 | 4000 | SH |  | DFND | 8 | 2400 | 0 | 1600 |
| Viatris Inc | COM | 92556V106 |  | 31922 | 2934 | SH |  | DFND | 11 | 2934 | 0 | 0 |
| Viatris Inc | COM | 92556V106 |  | 263068 | 24179 | SH |  | DFND | 7 | 19286 | 0 | 4893 |
| Viatris Inc | COM | 92556V106 |  | 593907 | 54587 | SH |  | DFND | 8 | 54587 | 0 | 0 |
| Viavi Solutions Inc | COM | 925550105 |  | 45146288 | 2807605 | SH |  | DFND | 8 | 2784865 | 0 | 22740 |
| VICI Properties Inc | COM | 925652109 |  | 782650 | 27500 | SH |  | DFND | 11 | 22400 | 0 | 5100 |
| VICI Properties Inc | COM | 925652109 |  | 61189 | 2150 | SH |  | DFND | 7 | 2150 | 0 | 0 |
| VICI Properties Inc | COM | 925652109 |  | 11110784 | 390400 | SH |  | DFND | 8 | 350900 | 0 | 39500 |
| Vipshop Holdings Ltd | SPONSORED ADS A | 92763W103 |  | 1694556 | 188284 | SH |  | DFND |  | 136582 | 0 | 51702 |
| Vipshop Holdings Ltd | SPONSORED ADS A | 92763W103 |  | 858798 | 95422 | SH |  | DFND | 7 | 95422 | 0 | 0 |
| Vipshop Holdings Ltd | SPONSORED ADS A | 92763W103 |  | 1575288 | 175032 | SH |  | DFND | 8 | 175032 | 0 | 0 |
| Vir Biotechnology Inc | COM | 92764N102 |  | 192900 | 7500 | SH |  | DFND | 11 | 5400 | 0 | 2100 |
| Vir Biotechnology Inc | COM | 92764N102 |  | 151748 | 5900 | SH |  | DFND | 8 | 0 | 0 | 5900 |
| Virtu Financial Inc | CL A | 928254101 |  | 632740 | 17000 | SH |  | DFND | 11 | 14000 | 0 | 3000 |
| Virtu Financial Inc | CL A | 928254101 |  | 6260404 | 168200 | SH |  | DFND | 8 | 151400 | 0 | 16800 |
| Visa Inc | COM CL A | 92826C839 |  | 391868 | 1767 | SH |  | DFND |  | 1767 | 0 | 0 |
| Visa Inc | COM CL A | 92826C839 |  | 4058391 | 18300 | SH |  | DFND | 11 | 18300 | 0 | 0 |
| Visa Inc | COM CL A | 92826C839 |  | 113615654 | 512313 | SH |  | DFND | 7 | 431136 | 0 | 81177 |
| Visa Inc | COM CL A | 92826C839 |  | 360226777 | 1624326 | SH |  | DFND | 8 | 1585109 | 0 | 39217 |
| Vishay Intertechnology Inc | COM | 928298108 |  | 503720 | 25700 | SH |  | DFND | 11 | 19600 | 0 | 6100 |
| Vishay Intertechnology Inc | COM | 928298108 |  | 5150880 | 262800 | SH |  | DFND | 8 | 227200 | 0 | 35600 |
| Vista Outdoor Inc | COM | 928377100 |  | 356900 | 10000 | SH |  | DFND | 11 | 7600 | 0 | 2400 |
| Vista Outdoor Inc | COM | 928377100 |  | 1352651 | 37900 | SH |  | DFND | 8 | 29100 | 0 | 8800 |
| VMware Inc | CL A COM | 928563402 |  | 531317 | 4666 | SH |  | DFND | 7 | 4666 | 0 | 0 |
| Voya Financial Inc | COM | 929089100 |  | 1638845 | 24700 | SH |  | DFND | 8 | 17900 | 0 | 6800 |
| Vulcan Materials Co | COM | 929160109 |  | 57866 | 315 | SH |  | DFND | 7 | 315 | 0 | 0 |
| Vulcan Materials Co | COM | 929160109 |  | 238810 | 1300 | SH |  | DFND | 8 | 1300 | 0 | 0 |
| Wabash National Corp | COM | 929566107 |  | 148400 | 10000 | SH |  | DFND | 11 | 7600 | 0 | 2400 |
| Wabash National Corp | COM | 929566107 |  | 142464 | 9600 | SH |  | DFND | 8 | 0 | 0 | 9600 |
| Walgreens Boots Alliance Inc | COM | 931427108 |  | 442551 | 9885 | SH |  | DFND | 7 | 9885 | 0 | 0 |
| Walmart Inc | COM | 931142103 |  | 255100 | 1713 | SH |  | DFND |  | 1713 | 0 | 0 |
| Walmart Inc | COM | 931142103 |  | 4154868 | 27900 | SH |  | DFND | 11 | 27900 | 0 | 0 |
| Walmart Inc | COM | 931142103 |  | 11160214 | 74941 | SH |  | DFND | 7 | 41312 | 0 | 33629 |
| Walmart Inc | COM | 931142103 |  | 92829282 | 623350 | SH |  | DFND | 8 | 606550 | 0 | 16800 |
| Walt Disney Co/The | COM | 254687106 |  | 1712854 | 12488 | SH |  | DFND |  | 12488 | 0 | 0 |
| Walt Disney Co/The | COM | 254687106 |  | 192024 | 1400 | SH |  | DFND | 11 | 1400 | 0 | 0 |
| Walt Disney Co/The | COM | 254687106 |  | 46752632 | 340862 | SH |  | DFND | 7 | 282357 | 0 | 58505 |
| Walt Disney Co/The | COM | 254687106 |  | 29654541 | 216204 | SH |  | DFND | 8 | 200704 | 0 | 15500 |
| Waste Connections Inc | COM | 94106B101 |  | 146406 | 1048 | SH |  | DFND |  | 1048 | 0 | 0 |
| Waste Connections Inc | COM | 94106B101 |  | 19951395 | 142816 | SH |  | DFND | 7 | 50750 | 0 | 92066 |
| Waste Connections Inc | COM | 94106B101 |  | 115542657 | 827077 | SH |  | DFND | 8 | 826377 | 0 | 700 |
| Waste Management Inc | COM | 94106L109 |  | 77190 | 487 | SH |  | DFND |  | 487 | 0 | 0 |
| Waste Management Inc | COM | 94106L109 |  | 826736 | 5216 | SH |  | DFND | 7 | 422 | 0 | 4794 |
| Waste Management Inc | COM | 94106L109 |  | 5436550 | 34300 | SH |  | DFND | 8 | 30900 | 0 | 3400 |
| Waters Corp | COM | 941848103 |  | 651819 | 2100 | SH |  | DFND | 11 | 2100 | 0 | 0 |
| Waters Corp | COM | 941848103 |  | 11826480 | 38102 | SH |  | DFND | 7 | 35906 | 0 | 2196 |
| Waters Corp | COM | 941848103 |  | 11776197 | 37940 | SH |  | DFND | 8 | 37700 | 0 | 240 |
| Watts Water Technologies Inc | CL A | 942749102 |  | 5281248 | 37834 | SH |  | DFND | 7 | 37834 | 0 | 0 |
| Webster Financial Corp | COM | 947890109 |  | 1784616 | 31800 | SH |  | DFND | 8 | 4600 | 0 | 27200 |
| WEC Energy Group Inc | COM | 92939U106 |  | 728613 | 7300 | SH |  | DFND | 11 | 7300 | 0 | 0 |
| Weis Markets Inc | COM | 948849104 |  | 2771096 | 38800 | SH |  | DFND | 8 | 38800 | 0 | 0 |
| Wells Fargo  Co | COM | 949746101 |  | 230088 | 4748 | SH |  | DFND |  | 4748 | 0 | 0 |
| Wells Fargo  Co | COM | 949746101 |  | 15194051 | 313538 | SH |  | DFND | 7 | 224081 | 0 | 89457 |
| Wells Fargo  Co | COM | 949746101 |  | 23561252 | 486200 | SH |  | DFND | 8 | 477100 | 0 | 9100 |
| Welltower Inc | COM | 95040Q104 |  | 42130375 | 438219 | SH |  | DFND | 10 | 438219 | 0 | 0 |
| Welltower Inc | COM | 95040Q104 |  | 855934 | 8903 | SH |  | DFND | 7 | 8903 | 0 | 0 |
| Wendy's Co/The | COM | 95058W100 |  | 300989 | 13700 | SH |  | DFND | 11 | 7300 | 0 | 6400 |
| Wendy's Co/The | COM | 95058W100 |  | 626145 | 28500 | SH |  | DFND | 8 | 0 | 0 | 28500 |
| Werner Enterprises Inc | COM | 950755108 |  | 500200 | 12200 | SH |  | DFND | 8 | 0 | 0 | 12200 |
| Western Alliance Bancorp | COM | 957638109 |  | 1043532 | 12600 | SH |  | DFND | 11 | 11000 | 0 | 1600 |
| Western Alliance Bancorp | COM | 957638109 |  | 2053936 | 24800 | SH |  | DFND | 8 | 13700 | 0 | 11100 |
| Western Digital Corp | COM | 958102105 |  | 369148 | 7435 | SH |  | DFND | 7 | 7435 | 0 | 0 |
| Western Digital Corp | COM | 958102105 |  | 13241655 | 266700 | SH |  | DFND | 8 | 227500 | 0 | 39200 |
| Western Digital Corp | NOTE  1.500% 2/0 | 958102AP0 |  | 17491750 | 18056000 | PRN |  | DFND | 7 | 15893000 | 0 | 2163000 |
| Western Union Co/The | COM | 959802109 |  | 935126 | 49900 | SH |  | DFND | 11 | 49900 | 0 | 0 |
| Western Union Co/The | COM | 959802109 |  | 107343 | 5728 | SH |  | DFND | 7 | 5728 | 0 | 0 |
| Western Union Co/The | COM | 959802109 |  | 23816666 | 1270900 | SH |  | DFND | 8 | 1261200 | 0 | 9700 |
| West Fraser Timber Co Ltd | COM | 952845105 |  | 297325 | 3607 | SH |  | DFND | 7 | 0 | 0 | 3607 |
| West Fraser Timber Co Ltd | COM | 952845105 |  | 214318 | 2600 | SH |  | DFND | 8 | 1300 | 0 | 1300 |
| Westinghouse Air Brake Technologies Corp | COM | 929740108 |  | 338230 | 3517 | SH |  | DFND | 7 | 3517 | 0 | 0 |
| Westlake Corp | COM | 960413102 |  | 789760 | 6400 | SH |  | DFND | 11 | 5600 | 0 | 800 |
| Westlake Corp | COM | 960413102 |  | 1764620 | 14300 | SH |  | DFND | 8 | 6200 | 0 | 8100 |
| West Pharmaceutical Services Inc | COM | 955306105 |  | 1478556 | 3600 | SH |  | DFND | 11 | 3600 | 0 | 0 |
| West Pharmaceutical Services Inc | COM | 955306105 |  | 553226 | 1347 | SH |  | DFND | 7 | 1347 | 0 | 0 |
| West Pharmaceutical Services Inc | COM | 955306105 |  | 55311959 | 134674 | SH |  | DFND | 8 | 124500 | 0 | 10174 |
| WEX Inc | COM | 96208T104 |  | 1017165 | 5700 | SH |  | DFND | 11 | 4500 | 0 | 1200 |
| WEX Inc | COM | 96208T104 |  | 13918029 | 77994 | SH |  | DFND | 7 | 77994 | 0 | 0 |
| WEX Inc | COM | 96208T104 |  | 5585485 | 31300 | SH |  | DFND | 8 | 25800 | 0 | 5500 |
| Weyerhaeuser Co | COM NEW | 962166104 |  | 170550 | 4500 | SH |  | DFND | 11 | 4500 | 0 | 0 |
| Weyerhaeuser Co | COM NEW | 962166104 |  | 82205 | 2169 | SH |  | DFND | 7 | 2169 | 0 | 0 |
| Weyerhaeuser Co | COM NEW | 962166104 |  | 21693960 | 572400 | SH |  | DFND | 8 | 558800 | 0 | 13600 |
| Wheaton Precious Metals Corp | COM | 962879102 |  | 666120 | 14000 | SH |  | DFND | 11 | 14000 | 0 | 0 |
| Wheaton Precious Metals Corp | COM | 962879102 |  | 14729626 | 309576 | SH |  | DFND | 7 | 309576 | 0 | 0 |
| Wheaton Precious Metals Corp | COM | 962879102 |  | 6875310 | 144500 | SH |  | DFND | 8 | 142500 | 0 | 2000 |
| Whirlpool Corp | COM | 963320106 |  | 293726 | 1700 | SH |  | DFND | 11 | 1000 | 0 | 700 |
| Whirlpool Corp | COM | 963320106 |  | 313250 | 1813 | SH |  | DFND | 7 | 1813 | 0 | 0 |
| Whirlpool Corp | COM | 963320106 |  | 16915162 | 97900 | SH |  | DFND | 8 | 88200 | 0 | 9700 |
| Whiting Petroleum Corp | COM NEW | 966387508 |  | 456456 | 5600 | SH |  | DFND | 11 | 4700 | 0 | 900 |
| Whiting Petroleum Corp | COM NEW | 966387508 |  | 537966 | 6600 | SH |  | DFND | 8 | 700 | 0 | 5900 |
| Williams Cos Inc/The | COM | 969457100 |  | 1527772 | 45728 | SH |  | DFND | 7 | 45728 | 0 | 0 |
| Williams Cos Inc/The | COM | 969457100 |  | 2940080 | 88000 | SH |  | DFND | 8 | 88000 | 0 | 0 |
| Williams-Sonoma Inc | COM | 969904101 |  | 599865 | 4137 | SH |  | DFND | 11 | 3237 | 0 | 900 |
| Williams-Sonoma Inc | COM | 969904101 |  | 12381550 | 85390 | SH |  | DFND | 8 | 67900 | 0 | 17490 |
| Willis Towers Watson PLC | SHS | G96629103 |  | 472440 | 2000 | SH |  | DFND | 11 | 2000 | 0 | 0 |
| Willis Towers Watson PLC | SHS | G96629103 |  | 30945 | 131 | SH |  | DFND | 7 | 131 | 0 | 0 |
| Willis Towers Watson PLC | SHS | G96629103 |  | 3188970 | 13500 | SH |  | DFND | 8 | 13100 | 0 | 400 |
| Wintrust Financial Corp | COM | 97650W108 |  | 864249 | 9300 | SH |  | DFND | 11 | 7200 | 0 | 2100 |
| Wintrust Financial Corp | COM | 97650W108 |  | 8149961 | 87700 | SH |  | DFND | 8 | 81300 | 0 | 6400 |
| Wolfspeed Inc | COM | 977852102 |  | 46227 | 406 | SH |  | DFND |  | 406 | 0 | 0 |
| Wolfspeed Inc | COM | 977852102 |  | 92469805 | 812136 | SH |  | DFND | 8 | 812136 | 0 | 0 |
| Wolverine World Wide Inc | COM | 978097103 |  | 329376 | 14600 | SH |  | DFND | 11 | 11100 | 0 | 3500 |
| Wolverine World Wide Inc | COM | 978097103 |  | 311328 | 13800 | SH |  | DFND | 8 | 0 | 0 | 13800 |
| Workday Inc | CL A | 98138H101 |  | 49808 | 208 | SH |  | DFND |  | 208 | 0 | 0 |
| Workday Inc | CL A | 98138H101 |  | 103207 | 431 | SH |  | DFND | 7 | 431 | 0 | 0 |
| Workday Inc | CL A | 98138H101 |  | 122544134 | 511752 | SH |  | DFND | 8 | 504852 | 0 | 6900 |
| Workiva Inc | COM CL A | 98139A105 |  | 8207136 | 69552 | SH |  | DFND | 7 | 69552 | 0 | 0 |
| World Fuel Services Corp | COM | 981475106 |  | 3204240 | 118500 | SH |  | DFND | 8 | 118500 | 0 | 0 |
| WW Grainger Inc | COM | 384802104 |  | 876843 | 1700 | SH |  | DFND | 11 | 1700 | 0 | 0 |
| WW Grainger Inc | COM | 384802104 |  | 243969 | 473 | SH |  | DFND | 7 | 473 | 0 | 0 |
| WW Grainger Inc | COM | 384802104 |  | 21744675 | 42158 | SH |  | DFND | 8 | 41700 | 0 | 458 |
| Wyndham Hotels  Resorts Inc | COM | 98311A105 |  | 364167 | 4300 | SH |  | DFND | 11 | 3800 | 0 | 500 |
| Wynn Resorts Ltd | COM | 983134107 |  | 893088 | 11200 | SH |  | DFND | 11 | 8500 | 0 | 2700 |
| Wynn Resorts Ltd | COM | 983134107 |  | 877140 | 11000 | SH |  | DFND | 8 | 400 | 0 | 10600 |
| X4 Pharmaceuticals Inc | COM | 98420X103 |  | 2014845 | 1151340 | SH |  | DFND | 8 | 1151340 | 0 | 0 |
| Xenon Pharmaceuticals Inc | COM | 98420N105 |  | 5962740 | 195052 | SH |  | DFND | 8 | 195052 | 0 | 0 |
| XPeng Inc | ADS | 98422D105 |  | 1161539 | 42100 | SH |  | DFND |  | 30000 | 0 | 12100 |
| XPeng Inc | ADS | 98422D105 |  | 8108701 | 293900 | SH |  | DFND | 8 | 293900 | 0 | 0 |
| Xperi Holding Corp | COM | 98390M103 |  | 316956 | 18300 | SH |  | DFND | 11 | 13600 | 0 | 4700 |
| Xperi Holding Corp | COM | 98390M103 |  | 3373936 | 194800 | SH |  | DFND | 8 | 181700 | 0 | 13100 |
| XP Inc | CL A | G98239109 |  | 3797115 | 126150 | SH |  | DFND |  | 126150 | 0 | 0 |
| XPO Logistics Inc | COM | 983793100 |  | 26429894 | 363048 | SH |  | DFND | 8 | 363048 | 0 | 0 |
| Xylem Inc/NY | COM | 98419M100 |  | 60620 | 711 | SH |  | DFND |  | 711 | 0 | 0 |
| Xylem Inc/NY | COM | 98419M100 |  | 4349198 | 51011 | SH |  | DFND | 7 | 51011 | 0 | 0 |
| Xylem Inc/NY | COM | 98419M100 |  | 24684816 | 289524 | SH |  | DFND | 8 | 289524 | 0 | 0 |
| Yandex NV | SHS CLASS A | N97284108 |  | 1683652 | 88894 | SH |  | DFND |  | 88894 | 0 | 0 |
| YETI Holdings Inc | COM | 98585X104 |  | 563812 | 9400 | SH |  | DFND | 11 | 8900 | 0 | 500 |
| YETI Holdings Inc | COM | 98585X104 |  | 5566144 | 92800 | SH |  | DFND | 8 | 75000 | 0 | 17800 |
| Yiren Digital Ltd | SPONSORED ADS | 98585L100 |  | 62738 | 24700 | SH |  | DFND | 8 | 24700 | 0 | 0 |
| YPF SA | SPON ADR CL D | 984245100 |  | 715188 | 148072 | SH |  | DFND | 7 | 0 | 0 | 148072 |
| Yum China Holdings Inc | COM | 98850P109 |  | 17928706 | 431601 | SH |  | DFND |  | 431601 | 0 | 0 |
| Yum China Holdings Inc | COM | 98850P109 |  | 2700100 | 65000 | SH |  | DFND | 8 | 65000 | 0 | 0 |
| Zebra Technologies Corp | CL A | 989207105 |  | 489821 | 1184 | SH |  | DFND | 7 | 1184 | 0 | 0 |
| Zebra Technologies Corp | CL A | 989207105 |  | 24673068 | 59640 | SH |  | DFND | 8 | 55440 | 0 | 4200 |
| Zendesk Inc | COM | 98936J101 |  | 81986055 | 681570 | SH |  | DFND | 8 | 671319 | 0 | 10251 |
| Zendesk Inc | NOTE  0.625% 6/1 | 98936JAD3 |  | 8796126 | 7036000 | PRN |  | DFND | 7 | 5970000 | 0 | 1066000 |
| Zentalis Pharmaceuticals Inc | COM | 98943L107 |  | 6154753 | 133393 | SH |  | DFND | 8 | 133393 | 0 | 0 |
| Zimmer Biomet Holdings Inc | COM | 98956P102 |  | 6634173 | 51870 | SH |  | DFND | 7 | 27680 | 0 | 24190 |
| Zimmer Biomet Holdings Inc | COM | 98956P102 |  | 37661818 | 294463 | SH |  | DFND | 8 | 294463 | 0 | 0 |
| Zimvie Inc | COM | 98888T107 |  | 55204 | 2417 | SH |  | DFND | 7 | 0 | 0 | 2417 |
| Zimvie Inc | COM | 98888T107 |  | 468334 | 20505 | SH |  | DFND | 8 | 20505 | 0 | 0 |
| Zions Bancorp NA | COM | 989701107 |  | 203236 | 3100 | SH |  | DFND | 11 | 2300 | 0 | 800 |
| Zions Bancorp NA | COM | 989701107 |  | 1553772 | 23700 | SH |  | DFND | 8 | 21200 | 0 | 2500 |
| Zoetis Inc | CL A | 98978V103 |  | 1883637 | 9988 | SH |  | DFND |  | 9988 | 0 | 0 |
| Zoetis Inc | CL A | 98978V103 |  | 2866568 | 15200 | SH |  | DFND | 11 | 15200 | 0 | 0 |
| Zoetis Inc | CL A | 98978V103 |  | 46654526 | 247386 | SH |  | DFND | 7 | 216448 | 0 | 30938 |
| Zoetis Inc | CL A | 98978V103 |  | 98017767 | 519740 | SH |  | DFND | 8 | 500140 | 0 | 19600 |
| Zscaler Inc | COM | 98980G102 |  | 6267489 | 25976 | SH |  | DFND | 7 | 25976 | 0 | 0 |
| Zscaler Inc | COM | 98980G102 |  | 43537287 | 180443 | SH |  | DFND | 8 | 178356 | 0 | 2087 |
| Zscaler Inc | NOTE  0.125% 7/0 | 98980GAB8 |  | 4549718 | 2652000 | PRN |  | DFND | 7 | 2251000 | 0 | 401000 |

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