The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
2SEVENTY BIO INC COMMON STOCK 901384107 198 15,000 PRN   DFND 4 15,000 0 0
360 DIGITECH INC AMERICAN DEP 88557W101 4,299 248,500 PRN   DFND 4 248,500 0 0
3M CO COM 88579Y101 18,352 141,813 PRN   DFND 4 141,813 0 0
3M CO COM 88579Y101 9 73 PRN   DFND 1 73 0 0
3M CO COM 88579Y101 159 1,226 PRN   DFND 3 1,226 0 0
4D MOLECULAR THERAPEUTICS IN COM 35104E100 121 17,400 PRN   DFND 4 17,400 0 0
A10 NETWORKS INC COM 002121101 1,915 133,147 PRN   DFND 4 133,147 0 0
A10 NETWORKS INC COM 002121101 15 1,019 PRN   DFND 1 1,019 0 0
AAON INC COM PAR $0.004 000360206 235 4,300 PRN   DFND 4 4,300 0 0
AAON INC COM PAR $0.004 000360206 441 8,053 PRN   DFND 1 8,053 0 0
ABBOTT LABS COM 002824100 90 826 PRN   DFND 3 826 0 0
ABBOTT LABS COM 002824100 2,109 19,413 PRN   DFND 2 19,413 0 0
ABBOTT LABS COM 002824100 101,039 929,953 PRN   DFND 4 929,953 0 0
ABBOTT LABS COM 002824100 77 713 PRN   DFND 1 713 0 0
ABBVIE INC COM 00287Y109 12,365 80,735 PRN   DFND 1 80,735 0 0
ABBVIE INC COM 00287Y109 149 975 PRN   DFND 3 975 0 0
ABBVIE INC COM 00287Y109 2,090 13,647 PRN   DFND 2 13,647 0 0
ABBVIE INC COM 00287Y109 35,082 229,054 PRN   DFND 4 229,054 0 0
ABCELLERA BIOLOGICS INC COM 00288U106 270 25,399 PRN   DFND 1 25,399 0 0
ABCELLERA BIOLOGICS INC COM 00288U106 1,772 166,400 PRN   DFND 4 166,400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 788 46,600 PRN   DFND 4 46,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 24 1,428 PRN   DFND 1 1,428 0 0
ABIOMED INC COM 003654100 3,755 15,172 PRN   DFND 4 15,172 0 0
ABIOMED INC COM 003654100 3,852 15,562 PRN   DFND 1 15,562 0 0
ABM INDS INC COM 000957100 2,222 51,165 PRN   DFND 1 51,165 0 0
ABM INDS INC COM 000957100 237 5,456 PRN   DFND 3 5,456 0 0
ABSOLUTE SOFTWARE CORP COM 00386B109 373 43,399 PRN   DFND 4 43,399 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 132 3,712 PRN   DFND 3 3,712 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 40 1,134 PRN   DFND 1 1,134 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 7,008 197,180 PRN   DFND 4 197,180 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,780 26,317 PRN   DFND 1 26,317 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 10 10,522 PRN   DFND 1 10,522 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 36,119 130,088 PRN   DFND 4 130,088 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 52 189 PRN   DFND 3 189 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 716 2,578 PRN   DFND 2 2,578 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 57 207 PRN   DFND 1 207 0 0
ACCOLADE INC COM 00437E102 1,176 158,906 PRN   DFND 4 158,906 0 0
ACI WORLDWIDE INC COM 004498101 48 1,845 PRN   DFND 3 1,845 0 0
ACI WORLDWIDE INC COM 004498101 587 22,666 PRN   DFND 1 22,666 0 0
ACUSHNET HLDGS CORP COM 005098108 18 437 PRN   DFND 4 437 0 0
ACUSHNET HLDGS CORP COM 005098108 2,539 60,915 PRN   DFND 1 60,915 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 23 1,284 PRN   DFND 3 1,284 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 115 6,400 PRN   DFND 4 6,400 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 585 32,406 PRN   DFND 1 32,406 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,375 169,966 PRN   DFND 4 169,966 0 0
ADECOAGRO S A COM L00849106 257 30,433 PRN   DFND 3 30,433 0 0
ADECOAGRO S A COM L00849106 47 5,571 PRN   DFND 1 5,571 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 80 219 PRN   DFND 1 219 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 9,953 27,190 PRN   DFND 3 27,190 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,099 3,002 PRN   DFND 2 3,002 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 44,027 120,273 PRN   DFND 4 120,273 0 0
ADT INC DEL COM 00090Q103 300 48,854 PRN   DFND 3 48,854 0 0
ADT INC DEL COM 00090Q103 1 190 PRN   DFND 1 190 0 0
ADT INC DEL COM 00090Q103 580 94,300 PRN   DFND 4 94,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 640 3,700 PRN   DFND 4 3,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,273 18,912 PRN   DFND 1 18,912 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 54 600 PRN   DFND 4 600 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 3,980 44,191 PRN   DFND 1 44,191 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 1,146 12,718 PRN   DFND 3 12,718 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 54 11,600 PRN   DFND 4 11,600 0 0
ADVANCED ENERGY INDS COM 007973100 368 5,044 PRN   DFND 1 5,044 0 0
ADVANCED ENERGY INDS COM 007973100 36 500 PRN   DFND 4 500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 13,113 171,477 PRN   DFND 4 171,477 0 0
ADVANCED MICRO DEVICES INC COM 007903107 9,888 129,312 PRN   DFND 1 129,312 0 0
ADVANCED MICRO DEVICES INC COM 007903107 857 11,209 PRN   DFND 2 11,209 0 0
ADVANCED MICRO DEVICES INC COM 007903107 31 406 PRN   DFND 3 406 0 0
ADVANSIX INC COM 00773T101 663 19,836 PRN   DFND 4 19,836 0 0
ADVANSIX INC COM 00773T101 27 799 PRN   DFND 1 799 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 98 227,679 PRN   DFND 3 227,679 0 0
ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 21 49,132 PRN   DFND 2 49,132 0 0
AECOM COM 00766T100 1 17 PRN   DFND 1 17 0 0
AECOM COM 00766T100 10,696 164,006 PRN   DFND 2 164,006 0 0
AECOM COM 00766T100 14 218 PRN   DFND 3 218 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 8 15,299 PRN   DFND 1 15,299 0 0
AERCAP HOLDINGS NV SHS N00985106 5,075 123,953 PRN   DFND 1 123,953 0 0
AERCAP HOLDINGS NV SHS N00985106 146 3,568 PRN   DFND 3 3,568 0 0
AERCAP HOLDINGS NV SHS N00985106 467 11,414 PRN   DFND 2 11,414 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,985 48,900 PRN   DFND 4 48,900 0 0
AES CORP COM 00130H105 16,560 788,190 PRN   DFND 4 788,190 0 0
AES CORP COM 00130H105 1,055 50,218 PRN   DFND 3 50,218 0 0
AEYE INC CL A COM 008183105 132 69,100 PRN   DFND 4 69,100 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 2,962 25,407 PRN   DFND 4 25,407 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 4,230 36,276 PRN   DFND 1 36,276 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 16 133 PRN   DFND 3 133 0 0
AFFIMED N V COM N01045108 109 39,400 PRN   DFND 4 39,400 0 0
AFFIRM HLDGS INC COM CL A 00827B106 5,985 331,410 PRN   DFND 1 331,410 0 0
AFLAC INC COM 001055102 11 194 PRN   DFND 4 194 0 0
AFLAC INC COM 001055102 15,512 280,354 PRN   DFND 1 280,354 0 0
AGCO CORP COM 001084102 39 400 PRN   DFND 4 400 0 0
AGCO CORP COM 001084102 1,496 15,157 PRN   DFND 1 15,157 0 0
AGCO CORP COM 001084102 140 1,414 PRN   DFND 3 1,414 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 146,055 1,229,732 PRN   DFND 4 1,229,732 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,806 48,886 PRN   DFND 1 48,886 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,183 9,961 PRN   DFND 3 9,961 0 0
AGILITI INC COM 00848J104 289 14,100 PRN   DFND 4 14,100 0 0
AGILON HEALTH INC COM 00857U107 3,747 171,641 PRN   DFND 1 171,641 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 23 1,027 PRN   DFND 1 1,027 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,667 75,200 PRN   DFND 4 75,200 0 0
AGNICO EAGLE MINES LTD COM 008474108 8,906 194,630 PRN   DFND 4 194,630 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,286 49,947 PRN   DFND 1 49,947 0 0
AIR LEASE CORP CL A 00912X302 2,040 61,018 PRN   DFND 1 61,018 0 0
AIR PRODS & CHEMS INC COM 009158106 773 3,216 PRN   DFND 3 3,216 0 0
AIR PRODS & CHEMS INC COM 009158106 25 103 PRN   DFND 1 103 0 0
AIR PRODS & CHEMS INC COM 009158106 16 66 PRN   DFND 4 66 0 0
AIRBNB INC COM CL A 009066101 19,574 219,733 PRN   DFND 1 219,733 0 0
AIRBNB INC COM CL A 009066101 11,947 134,115 PRN   DFND 4 134,115 0 0
AIRBNB INC NOTE 3/1 009066AB7 2,949 3,555,000 PRN   DFND 3 3,555,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 7,827 85,700 PRN   DFND 4 85,700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,500 38,319 PRN   DFND 1 38,319 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 42,513 38,605,000 PRN   DFND 3 38,605,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,759 6,138,000 PRN   DFND 2 6,138,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 11,406 11,470,000 PRN   DFND 3 11,470,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 11 30,502 PRN   DFND 1 30,502 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 3,849 548,280 PRN   DFND 1 548,280 0 0
ALARM COM HLDGS INC COM 011642105 2,484 40,151 PRN   DFND 1 40,151 0 0
ALASKA AIR GROUP INC COM 011659109 7,671 191,535 PRN   DFND 1 191,535 0 0
ALASKA AIR GROUP INC COM 011659109 7,722 192,800 PRN   DFND 4 192,800 0 0
ALASKA AIR GROUP INC COM 011659109 33 813 PRN   DFND 3 813 0 0
ALBANY INTL CORP CL A 012348108 3,656 46,401 PRN   DFND 4 46,401 0 0
ALBANY INTL CORP CL A 012348108 302 3,837 PRN   DFND 1 3,837 0 0
ALBEMARLE CORP COM 012653101 1,693 8,100 PRN   DFND 1 8,100 0 0
ALBEMARLE CORP COM 012653101 96 460 PRN   DFND 4 460 0 0
ALBEMARLE CORP COM 012653101 1,054 5,045 PRN   DFND 3 5,045 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 1,793 67,108 PRN   DFND 1 67,108 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 10,107 378,267 PRN   DFND 4 378,267 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 16,032 600,000 PRN Call DFND 2 600,000 0 0
ALCOA CORP COM 013872106 2,996 65,736 PRN   DFND 1 65,736 0 0
ALCOA CORP COM 013872106 123 2,707 PRN   DFND 3 2,707 0 0
ALCOA CORP COM 013872106 21 459 PRN   DFND 4 459 0 0
ALECTOR INC COM 014442107 183 18,051 PRN   DFND 4 18,051 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 166 12,400 PRN   DFND 4 12,400 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 2,336 173,957 PRN   DFND 1 173,957 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 207,594 1,826,130 PRN   DFND 4 1,826,130 0 0
ALICO INC COM 016230104 267 7,500 PRN   DFND 4 7,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,713 11,463 PRN   DFND 1 11,463 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,227 26,310 PRN   DFND 4 26,310 0 0
ALIGN TECHNOLOGY INC COM 016255101 58 244 PRN   DFND 3 244 0 0
ALKERMES PLC SHS G01767105 568 19,056 PRN   DFND 4 19,056 0 0
ALKERMES PLC SHS G01767105 117 3,918 PRN   DFND 3 3,918 0 0
ALKERMES PLC SHS G01767105 7,649 256,751 PRN   DFND 1 256,751 0 0
ALLAKOS INC COM 01671P100 181 57,900 PRN   DFND 4 57,900 0 0
ALLAKOS INC COM 01671P100 20 6,264 PRN   DFND 1 6,264 0 0
ALLEGHANY CORP MD COM 017175100 42,384 50,875 PRN   DFND 3 50,875 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,955 26,132 PRN   DFND 1 26,132 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,913 25,759 PRN   DFND 4 25,759 0 0
ALLEGION PLC ORD SHS G0176J109 59 600 PRN   DFND 4 600 0 0
ALLEGION PLC ORD SHS G0176J109 7,311 74,674 PRN   DFND 1 74,674 0 0
ALLEGION PLC ORD SHS G0176J109 107 1,094 PRN   DFND 3 1,094 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 1,699 82,100 PRN   DFND 4 82,100 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 854 41,281 PRN   DFND 1 41,281 0 0
ALLETE INC COM NEW 018522300 588 10,000 PRN   DFND 4 10,000 0 0
ALLETE INC COM NEW 018522300 872 14,832 PRN   DFND 1 14,832 0 0
ALLIANT ENERGY CORP COM 018802108 2,300 39,248 PRN   DFND 1 39,248 0 0
ALLIANT ENERGY CORP COM 018802108 11,382 194,200 PRN   DFND 4 194,200 0 0
ALLIANT ENERGY CORP COM 018802108 242 4,126 PRN   DFND 3 4,126 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,797 124,771 PRN   DFND 4 124,771 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 10,806 281,041 PRN   DFND 1 281,041 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 97 2,530 PRN   DFND 3 2,530 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 24,215 19,180,000 PRN   DFND 3 19,180,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 4,507 3,570,000 PRN   DFND 2 3,570,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 36 2,409 PRN   DFND 1 2,409 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 245 16,500 PRN   DFND 4 16,500 0 0
ALLSTATE CORP COM 020002101 7,075 55,824 PRN   DFND 1 55,824 0 0
ALLSTATE CORP COM 020002101 520 4,100 PRN   DFND 4 4,100 0 0
ALLY FINL INC COM 02005N100 49,074 1,464,449 PRN   DFND 4 1,464,449 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 9,031 61,921 PRN   DFND 1 61,921 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3 21 PRN   DFND 4 21 0 0
ALPHABET INC CAP STK CL A 02079K305 543 249 PRN   DFND 3 249 0 0
ALPHABET INC CAP STK CL A 02079K305 5,516 2,531 PRN   DFND 2 2,531 0 0
ALPHABET INC CAP STK CL A 02079K305 98,629 45,258 PRN   DFND 4 45,258 0 0
ALPHABET INC CAP STK CL A 02079K305 29,093 13,350 PRN   DFND 1 13,350 0 0
ALPHABET INC CAP STK CL C 02079K107 86,188 39,401 PRN   DFND 4 39,401 0 0
ALPHABET INC CAP STK CL C 02079K107 5,309 2,427 PRN   DFND 2 2,427 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 583 89,200 PRN   DFND 4 89,200 0 0
ALTICE USA INC CL A 02156K103 21 2,308 PRN   DFND 3 2,308 0 0
ALTICE USA INC CL A 02156K103 296 32,015 PRN   DFND 4 32,015 0 0
ALTICE USA INC CL A 02156K103 86 9,260 PRN   DFND 1 9,260 0 0
ALTO INGREDIENTS INC COM 021513106 767 206,861 PRN   DFND 4 206,861 0 0
ALTRIA GROUP INC COM 02209S103 19,464 465,974 PRN   DFND 4 465,974 0 0
ALTRIA GROUP INC COM 02209S103 81 1,948 PRN   DFND 3 1,948 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 864 26,776 PRN   DFND 4 26,776 0 0
AMAZON COM INC COM 023135106 1,310 12,333 PRN   DFND 1 12,333 0 0
AMAZON COM INC COM 023135106 182,420 1,717,537 PRN   DFND 4 1,717,537 0 0
AMAZON COM INC COM 023135106 195 1,840 PRN   DFND 3 1,840 0 0
AMAZON COM INC COM 023135106 31,863 300,000 PRN Call DFND 2 300,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 177 15,600 PRN   DFND 4 15,600 0 0
AMBARELLA INC SHS G037AX101 183 2,793 PRN   DFND 3 2,793 0 0
AMBARELLA INC SHS G037AX101 3,983 60,843 PRN   DFND 1 60,843 0 0
AMCOR PLC ORD G0250X107 28 2,237 PRN   DFND 3 2,237 0 0
AMCOR PLC ORD G0250X107 1,649 132,660 PRN   DFND 1 132,660 0 0
AMCOR PLC ORD G0250X107 14 1,132 PRN   DFND 4 1,132 0 0
AMDOCS LTD SHS G02602103 1,500 18,000 PRN   DFND 4 18,000 0 0
AMDOCS LTD SHS G02602103 64 772 PRN   DFND 1 772 0 0
AMEDISYS INC COM 023436108 833 7,920 PRN   DFND 4 7,920 0 0
AMEDISYS INC COM 023436108 403 3,831 PRN   DFND 1 3,831 0 0
AMER SOFTWARE INC CL A 029683109 467 28,920 PRN   DFND 4 28,920 0 0
AMERCO COM 023586100 130 272 PRN   DFND 3 272 0 0
AMERCO COM 023586100 2,659 5,560 PRN   DFND 4 5,560 0 0
AMERCO COM 023586100 4,776 9,986 PRN   DFND 1 9,986 0 0
AMEREN CORP COM 023608102 47 519 PRN   DFND 1 519 0 0
AMEREN CORP COM 023608102 81 900 PRN   DFND 4 900 0 0
AMEREN CORP COM 023608102 114 1,261 PRN   DFND 3 1,261 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,046 51,200 PRN   DFND 4 51,200 0 0
AMERICAN ASSETS TR INC COM 024013104 835 28,100 PRN   DFND 4 28,100 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9 800 PRN   DFND 4 800 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 0 12 PRN   DFND 1 12 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 423 37,848 PRN   DFND 3 37,848 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,243 96,345 PRN   DFND 1 96,345 0 0
AMERICAN ELEC PWR CO INC COM 025537101 3,764 39,233 PRN   DFND 3 39,233 0 0
AMERICAN ELEC PWR CO INC COM 025537101 689 7,182 PRN   DFND 2 7,182 0 0
AMERICAN ELEC PWR CO INC COM 025537101 42 440 PRN   DFND 4 440 0 0
AMERICAN EXPRESS CO COM 025816109 30 218 PRN   DFND 3 218 0 0
AMERICAN EXPRESS CO COM 025816109 499 3,602 PRN   DFND 1 3,602 0 0
AMERICAN EXPRESS CO COM 025816109 19,260 138,941 PRN   DFND 4 138,941 0 0
AMERICAN EXPRESS CO COM 025816109 623 4,496 PRN   DFND 2 4,496 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 98 704 PRN   DFND 3 704 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,165 8,390 PRN   DFND 1 8,390 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,814 13,069 PRN   DFND 4 13,069 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 337 9,500 PRN   DFND 4 9,500 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,524 284,062 PRN   DFND 1 284,062 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 108,628 2,124,542 PRN   DFND 4 2,124,542 0 0
AMERICAN OUTDOOR BRANDS INC COM 02875D109 9 963 PRN   DFND 1 963 0 0
AMERICAN OUTDOOR BRANDS INC COM 02875D109 423 44,454 PRN   DFND 4 44,454 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 15 2,855 PRN   DFND 1 2,855 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 314 60,700 PRN   DFND 4 60,700 0 0
AMERICAN TOWER CORP NEW COM 03027X100 239 936 PRN   DFND 2 936 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,877 19,083 PRN   DFND 4 19,083 0 0
AMERICAN VANGUARD CORP COM 030371108 664 29,700 PRN   DFND 4 29,700 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,168 7,854 PRN   DFND 3 7,854 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,343 9,028 PRN   DFND 1 9,028 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 912 6,127 PRN   DFND 4 6,127 0 0
AMERIPRISE FINL INC COM 03076C106 34 142 PRN   DFND 1 142 0 0
AMERIPRISE FINL INC COM 03076C106 6,570 27,642 PRN   DFND 4 27,642 0 0
AMERIPRISE FINL INC COM 03076C106 104 437 PRN   DFND 3 437 0 0
AMERIS BANCORP COM 03076K108 25 628 PRN   DFND 3 628 0 0
AMERIS BANCORP COM 03076K108 351 8,733 PRN   DFND 4 8,733 0 0
AMERIS BANCORP COM 03076K108 22 554 PRN   DFND 1 554 0 0
AMERISAFE INC COM 03071H100 239 4,600 PRN   DFND 4 4,600 0 0
AMERISAFE INC COM 03071H100 21 409 PRN   DFND 1 409 0 0
AMERISOURCEBERGEN CORP COM 03073E105 792 5,600 PRN   DFND 4 5,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,922 48,925 PRN   DFND 1 48,925 0 0
AMETEK INC COM 031100100 1,963 17,861 PRN   DFND 4 17,861 0 0
AMETEK INC COM 031100100 62 562 PRN   DFND 3 562 0 0
AMETEK INC COM 031100100 29 261 PRN   DFND 1 261 0 0
AMGEN INC COM 031162100 23,092 94,913 PRN   DFND 4 94,913 0 0
AMGEN INC COM 031162100 1,991 8,184 PRN   DFND 2 8,184 0 0
AMGEN INC COM 031162100 175 719 PRN   DFND 1 719 0 0
AMICUS THERAPEUTICS INC COM 03152W109 196 18,272 PRN   DFND 1 18,272 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,381 81,464 PRN   DFND 1 81,464 0 0
AMN HEALTHCARE SVCS INC COM 001744101 23,928 218,103 PRN   DFND 4 218,103 0 0
AMN HEALTHCARE SVCS INC COM 001744101 33 303 PRN   DFND 3 303 0 0
AMN HEALTHCARE SVCS INC COM 001744101 7,214 65,753 PRN   DFND 1 65,753 0 0
AMPHENOL CORP NEW CL A 032095101 1,669 25,923 PRN   DFND 4 25,923 0 0
AMPHENOL CORP NEW CL A 032095101 4,614 71,671 PRN   DFND 1 71,671 0 0
AMPHENOL CORP NEW CL A 032095101 349 5,417 PRN   DFND 3 5,417 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 17 101,473 PRN   DFND 1 101,473 0 0
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HOLOGIC INC COM 436440101 3,853 55,603 PRN   DFND 1 55,603 0 0
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IOVANCE BIOTHERAPEUTICS INC COM 462260100 145 13,168 PRN   DFND 3 13,168 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 67 6,063 PRN   DFND 4 6,063 0 0
IPG PHOTONICS CORP COM 44980X109 235 2,497 PRN   DFND 3 2,497 0 0
IPG PHOTONICS CORP COM 44980X109 132 1,400 PRN   DFND 4 1,400 0 0
IPG PHOTONICS CORP COM 44980X109 12,374 131,455 PRN   DFND 1 131,455 0 0
IQVIA HLDGS INC COM 46266C105 14,417 66,441 PRN   DFND 4 66,441 0 0
IQVIA HLDGS INC COM 46266C105 7,671 35,354 PRN   DFND 1 35,354 0 0
IQVIA HLDGS INC COM 46266C105 26 118 PRN   DFND 3 118 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 6,481 59,995 PRN   DFND 1 59,995 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 7 64 PRN   DFND 3 64 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 124 3,292 PRN   DFND 3 3,292 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 26,852 714,919 PRN   DFND 1 714,919 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,514 40,303 PRN   DFND 4 40,303 0 0
IRON MTN INC NEW COM 46284V101 243 5,000 PRN   DFND 4 5,000 0 0
IRONNET INC COM 46323Q105 160 72,500 PRN   DFND 4 72,500 0 0
IRONSOURCE LTD CL A ORD SHS M5R75Y101 441 185,100 PRN   DFND 4 185,100 0 0
IRONSOURCE LTD CL A ORD SHS M5R75Y101 51 21,241 PRN   DFND 3 21,241 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,343 203,212 PRN   DFND 4 203,212 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 31 2,668 PRN   DFND 1 2,668 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 630 23,000 PRN Call DFND 1 23,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 441 16,100 PRN Put DFND 1 16,100 0 0
ISHARES TR 20 YR TR BD ETF 464287432 23,790 207,100 PRN Call DFND 1 207,100 0 0
ISHARES TR 20 YR TR BD ETF 464287432 23,732 206,600 PRN Put DFND 1 206,600 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 205 2,000 PRN Call DFND 1 2,000 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 205 2,000 PRN Put DFND 1 2,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 3,759 51,067 PRN   DFND 4 51,067 0 0
ISHARES TR IBOXX HI YD ETF 464288513 16,238 220,600 PRN Call DFND 1 220,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 16,238 220,600 PRN Put DFND 1 220,600 0 0
ISHARES TR IBOXX INV CP ETF 464287242 88 800 PRN   DFND 4 800 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,981 18,000 PRN Call DFND 1 18,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,036 18,500 PRN Put DFND 1 18,500 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,337 13,800 PRN Call DFND 1 13,800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,236 13,200 PRN Put DFND 1 13,200 0 0
ISHARES TR TIPS BD ETF 464287176 826 7,250 PRN   DFND 1 7,250 0 0
ITEOS THERAPEUTICS INC COM 46565G104 35 1,723 PRN   DFND 1 1,723 0 0
ITEOS THERAPEUTICS INC COM 46565G104 2,867 139,186 PRN   DFND 4 139,186 0 0
ITRON INC COM 465741106 7,257 146,810 PRN   DFND 4 146,810 0 0
ITRON INC COM 465741106 1,224 24,771 PRN   DFND 1 24,771 0 0
ITT INC COM 45073V108 314 4,671 PRN   DFND 3 4,671 0 0
ITT INC COM 45073V108 19 287 PRN   DFND 1 287 0 0
IVERIC BIO INC COM 46583P102 25 2,600 PRN   DFND 4 2,600 0 0
IVERIC BIO INC COM 46583P102 121 12,539 PRN   DFND 3 12,539 0 0
J & J SNACK FOODS CORP COM 466032109 7,407 53,036 PRN   DFND 1 53,036 0 0
J JILL INC COM 46620W201 302 16,500 PRN   DFND 4 16,500 0 0
JABIL INC COM 466313103 6,086 118,842 PRN   DFND 1 118,842 0 0
JABIL INC COM 466313103 9,821 191,781 PRN   DFND 4 191,781 0 0
JABIL INC COM 466313103 165 3,215 PRN   DFND 3 3,215 0 0
JACK IN THE BOX INC COM 466367109 416 7,426 PRN   DFND 3 7,426 0 0
JACKSON FINANCIAL INC COM CL A 46817M107 9,322 348,500 PRN   DFND 4 348,500 0 0
JACOBS ENGR GROUP INC COM 469814107 211 1,659 PRN   DFND 3 1,659 0 0
JACOBS ENGR GROUP INC COM 469814107 216 1,700 PRN   DFND 4 1,700 0 0
JACOBS ENGR GROUP INC COM 469814107 11 84 PRN   DFND 1 84 0 0
JAKKS PAC INC COM NEW 47012E403 146 11,500 PRN   DFND 4 11,500 0 0
JAMES RIV GROUP LTD COM G5005R107 1,036 41,800 PRN   DFND 4 41,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 66 2,800 PRN   DFND 4 2,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 18 783 PRN   DFND 3 783 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,733 116,267 PRN   DFND 1 116,267 0 0
JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 102 11,300 PRN   DFND 4 11,300 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 7,196 7,250,000 PRN   DFND 3 7,250,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 6,369 5,415,000 PRN   DFND 3 5,415,000 0 0
JD.COM INC SPON ADR CL A 47215P106 43,285 674,010 PRN   DFND 4 674,010 0 0
JEFFERIES FINL GROUP INC COM 47233W109 105 3,800 PRN   DFND 4 3,800 0 0
JEFFERIES FINL GROUP INC COM 47233W109 4,590 166,193 PRN   DFND 1 166,193 0 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 2,748 3,750,000 PRN   DFND 3 3,750,000 0 0
JETBLUE AWYS CORP COM 477143101 3,057 365,205 PRN   DFND 1 365,205 0 0
JETBLUE AWYS CORP COM 477143101 6,369 760,876 PRN   DFND 4 760,876 0 0
JFROG LTD ORD SHS M6191J100 782 37,100 PRN   DFND 4 37,100 0 0
JFROG LTD ORD SHS M6191J100 14 649 PRN   DFND 3 649 0 0
JFROG LTD ORD SHS M6191J100 189 8,985 PRN   DFND 1 8,985 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 242 3,500 PRN   DFND 4 3,500 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 731 10,564 PRN   DFND 3 10,564 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 11,200 12,043,000 PRN   DFND 3 12,043,000 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 2,238 2,407,000 PRN   DFND 2 2,407,000 0 0
JOHNSON & JOHNSON COM 478160104 42 239 PRN   DFND 3 239 0 0
JOHNSON & JOHNSON COM 478160104 77,273 435,318 PRN   DFND 4 435,318 0 0
JOHNSON & JOHNSON COM 478160104 129 729 PRN   DFND 1 729 0 0
JOHNSON CTLS INTL PLC SHS G51502105 17,338 362,119 PRN   DFND 4 362,119 0 0
JOHNSON CTLS INTL PLC SHS G51502105 888 18,541 PRN   DFND 1 18,541 0 0
JOHNSON CTLS INTL PLC SHS G51502105 213 4,439 PRN   DFND 3 4,439 0 0
JOINT CORP COM 47973J102 493 32,178 PRN   DFND 4 32,178 0 0
JONES LANG LASALLE INC COM 48020Q107 498 2,850 PRN   DFND 4 2,850 0 0
JONES LANG LASALLE INC COM 48020Q107 71 404 PRN   DFND 3 404 0 0
JONES LANG LASALLE INC COM 48020Q107 9 54 PRN   DFND 1 54 0 0
JOYY INC ADS REPSTG COM A 46591M109 15,105 505,873 PRN   DFND 4 505,873 0 0
JOYY INC NOTE 0.750% 6/1 98426TAD8 3,885 4,300,000 PRN   DFND 3 4,300,000 0 0
JPMORGAN CHASE & CO COM 46625H100 2,853 25,338 PRN   DFND 2 25,338 0 0
JPMORGAN CHASE & CO COM 46625H100 179 1,589 PRN   DFND 1 1,589 0 0
JPMORGAN CHASE & CO COM 46625H100 227 2,014 PRN   DFND 3 2,014 0 0
JPMORGAN CHASE & CO COM 46625H100 23,857 211,856 PRN   DFND 4 211,856 0 0
JUNIPER NETWORKS INC COM 48203R104 2,066 72,500 PRN   DFND 4 72,500 0 0
JUNIPER NETWORKS INC COM 48203R104 579 20,302 PRN   DFND 1 20,302 0 0
JUNIPER NETWORKS INC COM 48203R104 25 892 PRN   DFND 3 892 0 0
KALA PHARMACEUTICALS INC COM 483119103 14 46,370 PRN   DFND 1 46,370 0 0
KANZHUN LIMITED SPONSORED ADS 48553T106 427 16,254 PRN   DFND 4 16,254 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 85 18,765 PRN   DFND 3 18,765 0 0
KB HOME COM 48666K109 10,052 353,200 PRN   DFND 4 353,200 0 0
KBR INC COM 48242W106 3,570 73,773 PRN   DFND 1 73,773 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 9,631 4,974,000 PRN   DFND 2 4,974,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 49,473 25,551,000 PRN   DFND 3 25,551,000 0 0
KELLOGG CO COM 487836108 29,513 413,699 PRN   DFND 4 413,699 0 0
KELLOGG CO COM 487836108 2,408 33,753 PRN   DFND 1 33,753 0 0
KELLOGG CO COM 487836108 1,458 20,436 PRN   DFND 3 20,436 0 0
KEMPER CORP COM 488401100 6,666 139,172 PRN   DFND 1 139,172 0 0
KEMPHARM INC COM NEW 488445206 286 64,142 PRN   DFND 4 64,142 0 0
KEMPHARM INC COM NEW 488445206 14 3,130 PRN   DFND 1 3,130 0 0
KENNAMETAL INC COM 489170100 33 1,400 PRN   DFND 4 1,400 0 0
KENNAMETAL INC COM 489170100 757 32,592 PRN   DFND 1 32,592 0 0
KENNAMETAL INC COM 489170100 3 149 PRN   DFND 3 149 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 294 15,500 PRN   DFND 4 15,500 0 0
KEURIG DR PEPPER INC COM 49271V100 24,323 687,298 PRN   DFND 4 687,298 0 0
KEURIG DR PEPPER INC COM 49271V100 8,448 238,708 PRN   DFND 1 238,708 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 197 1,431 PRN   DFND 3 1,431 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,532 32,878 PRN   DFND 1 32,878 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 166,578 1,208,402 PRN   DFND 4 1,208,402 0 0
KFORCE INC COM 493732101 804 13,100 PRN   DFND 4 13,100 0 0
KFORCE INC COM 493732101 26 418 PRN   DFND 1 418 0 0
KILROY RLTY CORP COM 49427F108 466 8,900 PRN   DFND 4 8,900 0 0
KIMBERLY-CLARK CORP COM 494368103 15,956 118,064 PRN   DFND 1 118,064 0 0
KIMBERLY-CLARK CORP COM 494368103 2,659 19,672 PRN   DFND 4 19,672 0 0
KIMBERLY-CLARK CORP COM 494368103 115 854 PRN   DFND 3 854 0 0
KINDER MORGAN INC DEL COM 49456B101 0 21 PRN   DFND 3 21 0 0
KINDER MORGAN INC DEL COM 49456B101 6,734 401,796 PRN   DFND 4 401,796 0 0
KINDER MORGAN INC DEL COM 49456B101 6,070 362,148 PRN   DFND 1 362,148 0 0
KINETIK HOLDINGS INC COM NEW CL A 02215L209 116 3,400 PRN   DFND 4 3,400 0 0
KINETIK HOLDINGS INC COM NEW CL A 02215L209 89 2,620 PRN   DFND 1 2,620 0 0
KINSALE CAP GROUP INC COM 49714P108 1,676 7,300 PRN   DFND 4 7,300 0 0
KINSALE CAP GROUP INC COM 49714P108 3,717 16,186 PRN   DFND 1 16,186 0 0
KIRBY CORP COM 497266106 1,246 20,474 PRN   DFND 1 20,474 0 0
KIRBY CORP COM 497266106 931 15,300 PRN   DFND 4 15,300 0 0
KLA CORP COM NEW 482480100 65 205 PRN   DFND 4 205 0 0
KLA CORP COM NEW 482480100 10,030 31,434 PRN   DFND 1 31,434 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 880 19,000 PRN   DFND 4 19,000 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 16,406 354,415 PRN   DFND 1 354,415 0 0
KNOWLES CORP COM 49926D109 1,403 80,933 PRN   DFND 4 80,933 0 0
KNOWLES CORP COM 49926D109 21 1,212 PRN   DFND 1 1,212 0 0
KONTOOR BRANDS INC COM 50050N103 2,745 82,252 PRN   DFND 1 82,252 0 0
KONTOOR BRANDS INC COM 50050N103 281 8,406 PRN   DFND 3 8,406 0 0
KORN FERRY COM NEW 500643200 11,737 202,300 PRN   DFND 4 202,300 0 0
KORN FERRY COM NEW 500643200 5,691 98,092 PRN   DFND 1 98,092 0 0
KOSMOS ENERGY LTD COM 500688106 151 24,377 PRN   DFND 4 24,377 0 0
KOSMOS ENERGY LTD COM 500688106 53 8,528 PRN   DFND 3 8,528 0 0
KRAFT HEINZ CO COM 500754106 12,727 333,690 PRN   DFND 1 333,690 0 0
KRAFT HEINZ CO COM 500754106 418 10,969 PRN   DFND 3 10,969 0 0
KRAFT HEINZ CO COM 500754106 11,403 298,970 PRN   DFND 4 298,970 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 34 2,466 PRN   DFND 1 2,466 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,069 77,000 PRN   DFND 4 77,000 0 0
KROGER CO COM 501044101 833 17,610 PRN   DFND 3 17,610 0 0
KROGER CO COM 501044101 102,067 2,156,503 PRN   DFND 4 2,156,503 0 0
KROGER CO COM 501044101 1,496 31,600 PRN   DFND 2 31,600 0 0
KROGER CO COM 501044101 41,983 887,030 PRN   DFND 1 887,030 0 0
KRONOS BIO INC COM 50107A104 57 15,544 PRN   DFND 4 15,544 0 0
KULICKE & SOFFA INDS INC COM 501242101 185 4,321 PRN   DFND 3 4,321 0 0
KULICKE & SOFFA INDS INC COM 501242101 234 5,457 PRN   DFND 4 5,457 0 0
KULICKE & SOFFA INDS INC COM 501242101 5,101 119,151 PRN   DFND 1 119,151 0 0
KURA SUSHI USA INC CL A COM 501270102 470 9,488 PRN   DFND 4 9,488 0 0
KYMERA THERAPEUTICS INC COM 501575104 482 24,500 PRN   DFND 4 24,500 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 4,446 454,577 PRN   DFND 1 454,577 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 17 1,777 PRN   DFND 3 1,777 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 718 73,400 PRN   DFND 4 73,400 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 32 3,288 PRN   DFND 2 3,288 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,852 16,438 PRN   DFND 1 16,438 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 345 1,470 PRN   DFND 4 1,470 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 123 524 PRN   DFND 3 524 0 0
LAKELAND BANCORP INC COM 511637100 166 11,371 PRN   DFND 4 11,371 0 0
LAKELAND INDS INC COM 511795106 491 31,942 PRN   DFND 4 31,942 0 0
LAM RESEARCH CORP COM 512807108 4,290 10,067 PRN   DFND 1 10,067 0 0
LAM RESEARCH CORP COM 512807108 11,573 27,157 PRN   DFND 4 27,157 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,660 41,600 PRN   DFND 4 41,600 0 0
LAMB WESTON HLDGS INC COM 513272104 1,773 24,815 PRN   DFND 1 24,815 0 0
LAMB WESTON HLDGS INC COM 513272104 363 5,084 PRN   DFND 3 5,084 0 0
LAMB WESTON HLDGS INC COM 513272104 907 12,695 PRN   DFND 4 12,695 0 0
LANCASTER COLONY CORP COM 513847103 5,882 45,671 PRN   DFND 1 45,671 0 0
LANDSEA HOMES CORP COM 51509P103 131 19,693 PRN   DFND 4 19,693 0 0
LANDSTAR SYS INC COM 515098101 262 1,800 PRN   DFND 4 1,800 0 0
LANDSTAR SYS INC COM 515098101 116 798 PRN   DFND 3 798 0 0
LANDSTAR SYS INC COM 515098101 3,413 23,470 PRN   DFND 1 23,470 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 6,491 133,831 PRN   DFND 1 133,831 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 9 182 PRN   DFND 3 182 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,464 257,000 PRN   DFND 4 257,000 0 0
LAUDER ESTEE COS INC CL A 518439104 4 14 PRN   DFND 1 14 0 0
LAUDER ESTEE COS INC CL A 518439104 3,515 13,803 PRN   DFND 3 13,803 0 0
LAUDER ESTEE COS INC CL A 518439104 8,271 32,479 PRN   DFND 4 32,479 0 0
LCI INDS COM 50189K103 591 5,278 PRN   DFND 1 5,278 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7 208 230,000 PRN   DFND 3 230,000 0 0
LEAR CORP COM NEW 521865204 1,907 15,145 PRN   DFND 1 15,145 0 0
LEAR CORP COM NEW 521865204 1,898 15,078 PRN   DFND 4 15,078 0 0
LEGALZOOM COM INC COM 52466B103 530 48,200 PRN   DFND 4 48,200 0 0
LEGALZOOM COM INC COM 52466B103 1 116 PRN   DFND 1 116 0 0
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 518 9,427 PRN   DFND 4 9,427 0 0
LEGGETT & PLATT INC COM 524660107 145 4,188 PRN   DFND 3 4,188 0 0
LEGGETT & PLATT INC COM 524660107 5,181 149,827 PRN   DFND 1 149,827 0 0
LEMAITRE VASCULAR INC COM 525558201 200 4,400 PRN   DFND 4 4,400 0 0
LEMAITRE VASCULAR INC COM 525558201 27 584 PRN   DFND 1 584 0 0
LENDINGCLUB CORP COM NEW 52603A208 5,297 453,099 PRN   DFND 4 453,099 0 0
LENDINGCLUB CORP COM NEW 52603A208 13 1,139 PRN   DFND 1 1,139 0 0
LENDINGCLUB CORP COM NEW 52603A208 33 2,828 PRN   DFND 3 2,828 0 0
LENNAR CORP CL A 526057104 483 6,848 PRN   DFND 4 6,848 0 0
LENNAR CORP CL A 526057104 1,626 23,044 PRN   DFND 1 23,044 0 0
LENNAR CORP CL A 526057104 161 2,277 PRN   DFND 3 2,277 0 0
LENNOX INTL INC COM 526107107 2,944 14,251 PRN   DFND 1 14,251 0 0
LENNOX INTL INC COM 526107107 3,022 14,630 PRN   DFND 4 14,630 0 0
LESLIES INC COM 527064109 1,894 124,761 PRN   DFND 1 124,761 0 0
LESLIES INC COM 527064109 1,112 73,284 PRN   DFND 4 73,284 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 12,744 5,714,753 PRN   DFND 4 5,714,753 0 0
LGI HOMES INC COM 50187T106 982 11,298 PRN   DFND 1 11,298 0 0
LHC GROUP INC COM 50187A107 42,943 275,732 PRN   DFND 3 275,732 0 0
LHC GROUP INC COM 50187A107 78 500 PRN   DFND 4 500 0 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8 6,608 4,500,000 PRN   DFND 3 4,500,000 0 0
LI AUTO INC SPONSORED ADS 50202M102 38,406 1,002,497 PRN   DFND 4 1,002,497 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 224 1,941 PRN   DFND 3 1,941 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 6,079 52,571 PRN   DFND 1 52,571 0 0
LIBERTY ENERGY INC COM CL A 53115L104 10 745 PRN   DFND 3 745 0 0
LIBERTY ENERGY INC COM CL A 53115L104 268 20,971 PRN   DFND 1 20,971 0 0
LIBERTY ENERGY INC COM CL A 53115L104 160 12,500 PRN   DFND 4 12,500 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 15 700 PRN   DFND 4 700 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 6,245 282,720 PRN   DFND 1 282,720 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 732 20,300 PRN   DFND 4 20,300 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 17 476 PRN   DFND 1 476 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 241 3,800 PRN   DFND 4 3,800 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 2,154 33,939 PRN   DFND 1 33,939 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 68 1,075 PRN   DFND 3 1,075 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8 10,598 PRN   DFND 1 10,598 0 0
LIFE STORAGE INC COM 53223X107 16,582 148,500 PRN   DFND 4 148,500 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,094 57,100 PRN   DFND 4 57,100 0 0
LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 4,810 215,688 PRN   DFND 1 215,688 0 0
LILLY ELI & CO COM 532457108 13,228 40,797 PRN   DFND 1 40,797 0 0
LILLY ELI & CO COM 532457108 3,296 10,167 PRN   DFND 2 10,167 0 0
LILLY ELI & CO COM 532457108 16,283 50,221 PRN   DFND 4 50,221 0 0
LINCOLN EDL SVCS CORP COM 533535100 90 14,200 PRN   DFND 4 14,200 0 0
LINCOLN NATL CORP IND COM 534187109 14 309 PRN   DFND 1 309 0 0
LINCOLN NATL CORP IND COM 534187109 10,656 227,833 PRN   DFND 4 227,833 0 0
LINDE PLC SHS G5494J103 2,404 8,360 PRN   DFND 2 8,360 0 0
LINDE PLC SHS G5494J103 6,404 22,272 PRN   DFND 4 22,272 0 0
LINDE PLC SHS G5494J103 719 2,500 PRN   DFND 3 2,500 0 0
LINDE PLC SHS G5494J103 25 88 PRN   DFND 1 88 0 0
LIQUIDITY SVCS INC COM 53635B107 164 12,200 PRN   DFND 4 12,200 0 0
LITHIA MTRS INC COM 536797103 3,006 10,940 PRN   DFND 4 10,940 0 0
LITHIA MTRS INC COM 536797103 3,481 12,668 PRN   DFND 1 12,668 0 0
LITHIUM AMERS CORP NEW COM NEW 53680Q207 794 39,437 PRN   DFND 1 39,437 0 0
LITTELFUSE INC COM 537008104 51 200 PRN   DFND 4 200 0 0
LITTELFUSE INC COM 537008104 1,593 6,271 PRN   DFND 1 6,271 0 0
LITTELFUSE INC COM 537008104 27 105 PRN   DFND 3 105 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 22,877 277,034 PRN   DFND 1 277,034 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 0 1 PRN   DFND 3 1 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 223 2,700 PRN   DFND 4 2,700 0 0
LIVENT CORP COM 53814L108 180 7,946 PRN   DFND 1 7,946 0 0
LIVENT CORP COM 53814L108 79 3,500 PRN   DFND 4 3,500 0 0
LIVEONE INC COM 53814X102 14 16,733 PRN   DFND 1 16,733 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 3,872 5,292,000 PRN   DFND 3 5,292,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 737 1,008,000 PRN   DFND 2 1,008,000 0 0
LIVERAMP HLDGS INC COM 53815P108 1,936 75,028 PRN   DFND 1 75,028 0 0
LIVERAMP HLDGS INC COM 53815P108 60 2,324 PRN   DFND 3 2,324 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 1,181 1,400,000 PRN   DFND 3 1,400,000 0 0
LKQ CORP COM 501889208 6,178 125,842 PRN   DFND 1 125,842 0 0
LKQ CORP COM 501889208 154 3,137 PRN   DFND 3 3,137 0 0
LKQ CORP COM 501889208 29,730 605,616 PRN   DFND 4 605,616 0 0
LOEWS CORP COM 540424108 8,541 144,133 PRN   DFND 4 144,133 0 0
LOEWS CORP COM 540424108 2,515 42,444 PRN   DFND 1 42,444 0 0
LOUISIANA PAC CORP COM 546347105 11,447 218,407 PRN   DFND 4 218,407 0 0
LOUISIANA PAC CORP COM 546347105 11,434 218,157 PRN   DFND 1 218,157 0 0
LOWES COS INC COM 548661107 4,088 23,402 PRN   DFND 1 23,402 0 0
LOWES COS INC COM 548661107 22,791 130,483 PRN   DFND 4 130,483 0 0
LPL FINL HLDGS INC COM 50212V100 1,170 6,344 PRN   DFND 1 6,344 0 0
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MANDIANT INC COM 562662106 21,870 1,002,308 PRN   DFND 3 1,002,308 0 0
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